Chevy Chase Bank – ‘13F-HR’ for 3/31/06

On:  Friday, 5/12/06, at 3:50pm ET   ·   Effective:  5/12/06   ·   For:  3/31/06   ·   Accession #:  1159380-6-2   ·   File #:  28-06749

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Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      13F Report With Cover                                 11±    73K 

13F-HR
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 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.  20549 

Form 13F

Form 13F COVER PAGE 

Report for the Calendar Year or Quarter Ended: 03/31/2006                       

Check here if Amendment [  ]; Amendment Number:                                 
This Amendment (Check only one.): [  ] is a restatement.                        
                   [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:    Chevy Chase Bank                                                       
Address: 7501 Wisconsin Avenue                                                  

Bethesda, MD  20814                                           

13F File Number:  28-06749                                                      

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:      Jeffery Bishoff                                                      
Title:     Vice President                                                       
Phone:     240-497-5067                                                         

Signature, Place, and Date of Signing:                                          

Jeffery Bishoff     Bethesda, MD     May 12, 2006                     

Report Type (Check only one.):                                                  

[ X]         13F HOLDINGS REPORT.                                               

[  ]         13F NOTICE.                                                        

[  ]         13F COMBINATION REPORT.                                            

13F-HR
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 FORM 13F SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:         0                                    

Form13F Information Table Entry Total:     512                                  

Form13F Information Table Value Total:     $15,634,053 (thousands)              

List of Other Included Managers:                                                

Provide a numbered list of the name(s) and Form 13F file number(s) of all       
institutional managers with respect to which this report is filed, other        
than the manager filing this report.                                            

NONE                                                                            

13F-HR
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                                                        [Enlarge/Download Table]
                                                                                                                                    
                                                     FORM 13F INFORMATION TABLE                                                     
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY     
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO                          COM              88579Y101    80868  1043469 SH       Defined client           6750        0  1036719
A D C TELECOMMUNICATIONS       COM NEW          000886309     3537   158484 SH       Defined                     0        0   158484
ABBOTT LABS                    COM              002824100    87645  2222820 SH       Defined client          31125        0  2191695
ACE LTD                        ORD              G0070K103    23517   440040 SH       Defined                     0        0   440040
ADOBE SYS INC                  COM              00724F101    30054   813120 SH       Defined                     0        0   813120
ADVANCED MICRO DEVICES INC     COM              007903107    16863   551097 SH       Defined                     0        0   551097
AES CORP                       COM              00130H105    14109   891315 SH       Defined                     0        0   891315
AETNA INC NEW                  COM              00817Y108    36867   390900 SH       Defined                     0        0   390900
AFFILIATED COMPUTER SERVICES   CL A             008190100    10044   169743 SH       Defined                     0        0   169743
AFLAC INC                      COM              001055102    31689   682677 SH       Defined                     0        0   682677
AGILENT TECHNOLOGIES INC       COM              00846U101    18768   563745 SH       Defined client              0        0   563745
AIR PRODS & CHEMS INC          COM              009158106    17922   302802 SH       Defined                     0        0   302802
ALBERTO CULVER CO              COM              013068101     4656   101781 SH       Defined                     0        0   101781
ALBERTSONS INC                 COM              013104104    10737   502854 SH       Defined                     0        0   502854
ALCAN INC                      COM              013716105     5073   123900 SH       Defined                 37575        0    86325
ALCOA INC                      COM              013817101    35079  1186332 SH       Defined                     0        0  1186332
ALLEGHENY ENERGY INC           COM              017361106     7032   222189 SH       Defined                     0        0   222189
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     4158   115272 SH       Defined                     0        0   115272
ALLERGAN INC                   COM              018490102    19395   179640 SH       Defined                     0        0   179640
ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101     5793   102525 SH       Defined                 31125        0    71400
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     2598   297111 SH       Defined                     0        0   297111
ALLSTATE CORP                  COM              020002101    48345   894120 SH       Defined client           9225        0   884895
ALLTEL CORP                    COM              020039103    32961   522384 SH       Defined                     0        0   522384
ALTERA CORP                    COM              021441100     9165   494562 SH       Defined                     0        0   494562
ALTRIA GROUP INC               COM              02209S103   212196  2839872 SH       Defined                     0        0  2839872
AMAZON COM INC                 COM              023135106    18792   398550 SH       Defined                     0        0   398550
AMBAC FINL GROUP INC           COM              023139108    11130   144417 SH       Defined client              0        0   144417
AMERADA HESS CORP              COM              023551104    13839   109116 SH       Defined                     0        0   109116
AMEREN CORP                    COM              023608102    14265   278394 SH       Defined                     0        0   278394
AMERICAN ELEC PWR INC          COM              025537101    19917   537009 SH       Defined                     0        0   537009
AMERICAN EXPRESS CO            COM              025816109    87222  1694940 SH       Defined                     0        0  1694940
AMERICAN INTL GROUP INC        COM              026874107   246792  3617073 SH       Defined client          30660        0  3586413
AMERICAN PWR CONVERSION CORP   COM              029066107     5157   234435 SH       Defined                     0        0   234435
AMERICAN STD COS INC DEL       COM              029712106     9963   249384 SH       Defined                     0        0   249384
AMERIPRISE FINL INC            COM              03076C106    13752   335415 SH       Defined                     0        0   335415
AMERISOURCEBERGEN CORP         COM              03073E105    11649   281406 SH       Defined                     0        0   281406
AMGEN INC                      COM              031162100   135747  1721382 SH       Defined client          15000        0  1706382
AMSOUTH BANCORPORATION         COM              032165102    12450   474999 SH       Defined                     0        0   474999
ANADARKO PETE CORP             COM              032511107    30702   324045 SH       Defined                     0        0   324045
ANALOG DEVICES INC             COM              032654105    17967   500871 SH       Defined                     0        0   500871
ANDREW CORP                    COM              034425108     2370   220740 SH       Defined                     0        0   220740
ANHEUSER BUSCH COS INC         COM              035229103    45591  1061214 SH       Defined client              0        0  1061214
AON CORP                       COM              037389103    15699   436677 SH       Defined                     0        0   436677
APACHE CORP                    COM              037411105    30780   449193 SH       Defined                     0        0   449193
APARTMENT INVT & MGMT CO       CL A             03748R101     4896   129252 SH       Defined                     0        0   129252
APOLLO GROUP INC               CL A             037604105    12036   199083 SH       Defined                     0        0   199083
APPLE COMPUTER INC             COM              037833100    82671  1149963 SH       Defined                     0        0  1149963
APPLERA CORP                   COM AP BIO GRP   038020103     6816   256608 SH       Defined                     0        0   256608
APPLIED MATLS INC              COM              038222105    39690  2212329 SH       Defined                     0        0  2212329
APPLIED MICRO CIRCUITS CORP    COM              03822W109     1047   407484 SH       Defined                     0        0   407484
ARCHER DANIELS MIDLAND CO      COM              039483102    21969   890853 SH       Defined                     0        0   890853
ARCHSTONE SMITH TR             COM              039583109    12084   288450 SH       Defined                     0        0   288450
ASHLAND INC NEW                COM              044209104     5685    98172 SH       Defined                     0        0    98172
AT&T INC                       COM              00206R102   130479  5327790 SH       Defined                     0        0  5327790
AUTODESK INC                   COM              052769106    13431   312837 SH       Defined                     0        0   312837
AUTOMATIC DATA PROCESSING IN   COM              053015103    36684   799203 SH       Defined client          11700        0   787503
AUTONATION INC                 COM              05329W102     5358   246597 SH       Defined                     0        0   246597
AUTOZONE INC                   COM              053332102     6915    75384 SH       Defined                     0        0    75384
AVAYA INC                      COM              053499109     6105   572025 SH       Defined                     0        0   572025
AVERY DENNISON CORP            COM              053611109     8292   150039 SH       Defined                     0        0   150039
AVON PRODS INC                 COM              054303102    17871   625992 SH       Defined                     0        0   625992
BAKER HUGHES INC               COM              057224107    28320   465954 SH       Defined                     0        0   465954
BALL CORP                      COM              058498106     5643   142038 SH       Defined                     0        0   142038
BANK NEW YORK INC              COM              064057102    33489  1051434 SH       Defined                     0        0  1051434
BANK OF AMERICA CORPORATION    COM              060505104   258954  5611113 SH       Defined client          53175        0  5557938
BARD C R INC                   COM              067383109     9429   143043 SH       Defined                     0        0   143043
BAUSCH & LOMB INC              COM              071707103     5004    73695 SH       Defined                     0        0    73695
BAXTER INTL INC                COM              071813109    32034   850797 SH       Defined                     0        0   850797
BB&T CORP                      COM              054937107    31008   739899 SH       Defined                     0        0   739899
BEAR STEARNS COS INC           COM              073902108    20460   177096 SH       Defined                  6975        0   170121
BECTON DICKINSON & CO          COM              075887109    20685   344289 SH       Defined                     0        0   344289
BED BATH & BEYOND INC          COM              075896100    14661   405537 SH       Defined                     0        0   405537
BELLSOUTH CORP                 COM              079860102    67614  2494950 SH       Defined                     0        0  2494950
BEMIS INC                      COM              081437105     4011   143871 SH       Defined                     0        0   143871
BEST BUY INC                   COM              086516101    24255   557847 SH       Defined                     0        0   557847
BIG LOTS INC                   COM              089302103     1842   153450 SH       Defined                     0        0   153450
BIOGEN IDEC INC                COM              09062X103    20949   462663 SH       Defined                     0        0   462663
BIOMET INC                     COM              090613100    12435   340032 SH       Defined                     0        0   340032
BJ SVCS CO                     COM              055482103    16110   439356 SH       Defined                     0        0   439356
BLACK & DECKER CORP            COM              091797100     9360   107634 SH       Defined                     0        0   107634
BLOCK H & R INC                COM              093671105    10971   446850 SH       Defined                     0        0   446850
BMC SOFTWARE INC               COM              055921100     6036   294609 SH       Defined                     0        0   294609
BOEING CO                      COM              097023105    77367  1101483 SH       Defined                     0        0  1101483
BOSTON SCIENTIFIC CORP         COM              101137107    19710   804861 SH       Defined                     0        0   804861
BRISTOL MYERS SQUIBB CO        COM              110122108    61329  2668737 SH       Defined                     0        0  2668737
BROADCOM CORP                  CL A             111320107    18624   395010 SH       Defined                     0        0   395010
BROWN FORMAN CORP              CL B             115637209     7854   113301 SH       Defined                     0        0   113301
BRUNSWICK CORP                 COM              117043109     5283   129948 SH       Defined                     0        0   129948
BURLINGTON NORTHN SANTA FE C   COM              12189T104    36063   509241 SH       Defined                     0        0   509241
BURLINGTON RES INC             COM              122014103    44484   516039 SH       Defined                     0        0   516039
CADBURY SCHWEPPES PLC          ADR              127209302     2703    70575 SH       Defined client          20550        0    50025
CAMPBELL SOUP CO               COM              134429109     7548   253530 SH       Defined                     0        0   253530
CAPITAL ONE FINL CORP          COM              14040H105    35358   409251 SH       Defined                     0        0   409251
CARDINAL HEALTH INC            COM              14149Y108    40158   584109 SH       Defined                     0        0   584109
CAREMARK RX INC                COM              141705103    31797   613932 SH       Defined                     0        0   613932
CARNIVAL CORP                  PAIRED CTF       143658300    31617   591288 SH       Defined                     0        0   591288
CATERPILLAR INC DEL            COM              149123101    53607   927948 SH       Defined                     0        0   927948
CENDANT CORP                   COM              151313103    24120  1398255 SH       Defined                     0        0  1398255
CENTERPOINT ENERGY INC         COM              15189T107     5439   423174 SH       Defined                     0        0   423174
CENTEX CORP                    COM              152312104    12477   174519 SH       Defined                     0        0   174519
CENTURYTEL INC                 COM              156700106     5913   178320 SH       Defined                     0        0   178320
CHEVRON CORP NEW               COM              166764100   174729  3077817 SH       Defined client          15900        0  3061917
CHIRON CORP                    COM              170040109     6633   149259 SH       Defined                     0        0   149259
CHUBB CORP                     COM              171232101    26547   271866 SH       Defined                     0        0   271866
CIENA CORP                     COM              171779101     2340   788307 SH       Defined                     0        0   788307
CIGNA CORP                     COM              125509109    19170   171633 SH       Defined                     0        0   171633
CINCINNATI FINL CORP           COM              172062101    10653   238416 SH       Defined                     0        0   238416
CINERGY CORP                   COM              172474108    11523   271392 SH       Defined                     0        0   271392
CINTAS CORP                    COM              172908105     7674   186558 SH       Defined                     0        0   186558
CIRCUIT CITY STORE INC         COM              172737108     4818   213273 SH       Defined                     0        0   213273
CISCO SYS INC                  COM              17275R102   149367  8724672 SH       Defined client         142068        0  8582604
CIT GROUP INC                  COM              125581108    14085   272025 SH       Defined                     0        0   272025
CITIGROUP INC                  COM              172967101   344367  7095966 SH       Defined client          72714        0  7023252
CITIZENS COMMUNICATIONS CO     COM              17453B101     5568   455208 SH       Defined                     0        0   455208
CITRIX SYS INC                 COM              177376100     6885   239643 SH       Defined                     0        0   239643
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    23169   736692 SH       Defined                     0        0   736692
CLOROX CO DEL                  COM              189054109    12024   211338 SH       Defined client           5925        0   205413
CMS ENERGY CORP                COM              125896100     4347   299559 SH       Defined                     0        0   299559
COACH INC                      COM              189754104    17271   518025 SH       Defined                     0        0   518025
COCA COLA CO                   COM              191216100   113775  2822535 SH       Defined                     0        0  2822535
COCA COLA ENTERPRISES INC      COM              191219104     7923   413334 SH       Defined                     0        0   413334
COLGATE PALMOLIVE CO           COM              194162103    38787   707130 SH       Defined                     0        0   707130
COMCAST CORP NEW               CL A             20030N101    76788  2962551 SH       Defined                     0        0  2962551
COMERICA INC                   COM              200340107    12819   225867 SH       Defined                     0        0   225867
COMPASS BANCSHARES INC         COM              20449H109     8193   169800 SH       Defined                     0        0   169800
COMPUTER SCIENCES CORP         COM              205363104    12768   252141 SH       Defined                     0        0   252141
COMPUWARE CORP                 COM              205638109     4734   527826 SH       Defined                     0        0   527826
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402     7302   274599 SH       Defined                     0        0   274599
CONAGRA FOODS INC              COM              205887102    14364   708234 SH       Defined                     0        0   708234
CONOCOPHILLIPS                 COM              20825C104   115245  1980837 SH       Defined                 26700        0  1954137
CONSOLIDATED EDISON INC        COM              209115104    15489   334329 SH       Defined                     0        0   334329
CONSTELLATION BRANDS INC       CL A             21036P108     7014   267450 SH       Defined                     0        0   267450
CONSTELLATION ENERGY GROUP I   COM              210371100    14043   243789 SH       Defined                     0        0   243789
CONVERGYS CORP                 COM              212485106     3018   190416 SH       Defined                     0        0   190416
COOPER INDS LTD                CL A             G24182100     9093   124569 SH       Defined                     0        0   124569
COOPER TIRE & RUBR CO          COM              216831107     1254    81789 SH       Defined                     0        0    81789
CORNING INC                    COM              219350105    40857  2078214 SH       Defined                     0        0  2078214
COSTCO WHSL CORP NEW           COM              22160K105    31869   644226 SH       Defined                     0        0   644226
COUNTRYWIDE FINANCIAL CORP     COM              222372104    27846   814458 SH       Defined                     0        0   814458
COVENTRY HEALTH CARE INC       COM              222862104    12642   221922 SH       Defined                     0        0   221922
CSX CORP                       COM              126408103    15054   296523 SH       Defined                     0        0   296523
CUMMINS INC                    COM              231021106     5730    63867 SH       Defined                     0        0    63867
CVS CORP                       COM              126650100    35349  1337949 SH       Defined client          86925        0  1251024
D R HORTON INC                 COM              23331A109    13221   370005 SH       Defined                     0        0   370005
DANA CORP                      COM              235811106     1467   204495 SH       Defined                     0        0   204495
DANAHER CORP DEL               COM              235851102    18066   323889 SH       Defined                     0        0   323889
DARDEN RESTAURANTS INC         COM              237194105     6951   178761 SH       Defined                     0        0   178761
DEERE & CO                     COM              244199105    22410   329037 SH       Defined                     0        0   329037
DELL INC                       COM              24702R101    96135  3209817 SH       Defined                     0        0  3209817
DEVON ENERGY CORP NEW          COM              25179M103    37938   606603 SH       Defined                     0        0   606603
DILLARDS INC                   CL A             254067101     2082    83856 SH       Defined                     0        0    83856
DISNEY WALT CO                 COM DISNEY       254687106    62901  2624145 SH       Defined                     0        0  2624145
DOLLAR GEN CORP                COM              256669102     8250   432633 SH       Defined                     0        0   432633
DOMINION RES INC VA NEW        COM              25746U109    36561   473583 SH       Defined                     0        0   473583
DONNELLEY R R & SONS CO        COM              257867101    10134   296196 SH       Defined                     0        0   296196
DOVER CORP                     COM              260003108    11166   275805 SH       Defined                     0        0   275805
DOW CHEM CO                    COM              260543103    57684  1316370 SH       Defined                     0        0  1316370
DOW JONES & CO INC             COM              260561105     2853    80355 SH       Defined                     0        0    80355
DTE ENERGY CO                  COM              233331107    10455   242046 SH       Defined                     0        0   242046
DU PONT E I DE NEMOURS & CO    COM              263534109    59778  1406553 SH       Defined client          60825        0  1345728
DUKE ENERGY CORP               COM              264399106    34590  1260066 SH       Defined                     0        0  1260066
DYNEGY INC NEW                 CL A             26816Q101     1935   399960 SH       Defined                     0        0   399960
E M C CORP MASS                COM              268648102    49794  3655854 SH       Defined client         155325        0  3500529
E TRADE FINANCIAL CORP         COM              269246104    16635   797448 SH       Defined                 72375        0   725073
EASTMAN CHEM CO                COM              277432100     5715   110802 SH       Defined                     0        0   110802
EASTMAN KODAK CO               COM              277461109     9168   391851 SH       Defined                     0        0   391851
EATON CORP                     COM              278058102    13560   202119 SH       Defined                     0        0   202119
EBAY INC                       COM              278642103    67395  1559364 SH       Defined                     0        0  1559364
ECOLAB INC                     COM              278865100     9114   251250 SH       Defined                     0        0   251250
EDISON INTL                    COM              281020107    19407   445041 SH       Defined                     0        0   445041
EL PASO CORP                   COM              28336L109    10944   899928 SH       Defined                     0        0   899928
ELECTRONIC ARTS INC            COM              285512109    21483   410694 SH       Defined                     0        0   410694
ELECTRONIC DATA SYS NEW        COM              285661104    17124   712335 SH       Defined                     0        0   712335
EMERSON ELEC CO                COM              291011104    42108   563691 SH       Defined client              0        0   563691
ENGELHARD CORP                 COM              292845104     4899   162504 SH       Defined                     0        0   162504
ENTERGY CORP NEW               COM              29364G103    19377   282243 SH       Defined                     0        0   282243
EOG RES INC                    COM              26875P101    24147   329103 SH       Defined                     0        0   329103
EQUIFAX INC                    COM              294429105     6720   176712 SH       Defined                     0        0   176712
EQUITY OFFICE PROPERTIES TRU   COM              294741103    16824   554676 SH       Defined                     0        0   554676
EQUITY RESIDENTIAL             SH BEN INT       29476L107    18036   461064 SH       Defined                 21375        0   439689
EXELON CORP                    COM              30161N101    48384   910509 SH       Defined                     0        0   910509
EXPRESS SCRIPTS INC            COM              302182100    16491   196776 SH       Defined                     0        0   196776
EXXON MOBIL CORP               COM              30231G102   484170  8619747 SH       Defined client          50352        0  8569395
FAMILY DLR STORES INC          COM              307000109     5247   211692 SH       Defined                     0        0   211692
FEDERAL HOME LN MTG CORP       COM              313400301    61611   942771 SH       Defined                     0        0   942771
FEDERAL NATL MTG ASSN          COM              313586109    64479  1321050 SH       Defined                     0        0  1321050
FEDERATED DEPT STORES INC DE   COM              31410H101    24648   371589 SH       Defined                     0        0   371589
FEDERATED INVS INC PA          CL B             314211103     4263   115125 SH       Defined                     0        0   115125
FEDEX CORP                     COM              31428X106    42741   413391 SH       Defined                     0        0   413391
FIFTH THIRD BANCORP            COM              316773100    28563   757212 SH       Defined                     0        0   757212
FIRST DATA CORP                COM              319963104    45018  1046685 SH       Defined client              0        0  1046685
FIRST HORIZON NATL CORP        COM              320517105     6594   171537 SH       Defined                     0        0   171537
FIRSTENERGY CORP               COM              337932107    22047   450030 SH       Defined                     0        0   450030
FISERV INC                     COM              337738108    11025   254796 SH       Defined client              0        0   254796
FISHER SCIENTIFIC INTL INC     COM NEW          338032204    10329   166950 SH       Defined                     0        0   166950
FLUOR CORP NEW                 COM              343412102     9144   118365 SH       Defined                     0        0   118365
FORD MTR CO DEL                COM PAR $0.01    345370860    19575  2535810 SH       Defined                     0        0  2535810
FOREST LABS INC                COM              345838106    18732   460470 SH       Defined                     0        0   460470
FORTUNE BRANDS INC             COM              349631101    15576   199632 SH       Defined                     0        0   199632
FPL GROUP INC                  COM              302571104    22398   538917 SH       Defined                     0        0   538917
FRANKLIN RES INC               COM              354613101    19092   203097 SH       Defined                     0        0   203097
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857    13485   250629 SH       Defined                     0        0   250629
FREESCALE SEMICONDUCTOR INC    CL B             35687M206    13719   545112 SH       Defined                     0        0   545112
GANNETT INC                    COM              364730101    19848   327672 SH       Defined                     0        0   327672
GAP INC DEL                    COM              364760108    18513  1049430 SH       Defined client         108000        0   941430
GATEWAY INC                    COM              367626108      906   360936 SH       Defined                     0        0   360936
GENERAL DYNAMICS CORP          COM              369550108    31338   274773 SH       Defined client              0        0   274773
GENERAL ELECTRIC CO            COM              369604103   511377 14589921 SH       Defined client          65982        0 14523939
GENERAL MLS INC                COM              370334104    29205   592149 SH       Defined client          40350        0   551799
GENERAL MTRS CORP              COM              370442105    14988   771747 SH       Defined                     0        0   771747
GENUINE PARTS CO               COM              372460105    10371   236109 SH       Defined                     0        0   236109
GENWORTH FINL INC              COM CL A         37247D106    17181   496875 SH       Defined                     0        0   496875
GENZYME CORP                   COM              372917104    24930   352230 SH       Defined                     0        0   352230
GILEAD SCIENCES INC            COM              375558103    32862   625125 SH       Defined                     0        0   625125
GLOBALSANTAFE CORP             SHS              G3930E101     3885    80700 SH       Defined                 24300        0    56400
GOLDEN WEST FINL CORP DEL      COM              381317106    22860   346350 SH       Defined                     0        0   346350
GOLDMAN SACHS GROUP INC        COM              38141G104    82272   644205 SH       Defined                  8700        0   635505
GOODRICH CORP                  COM              382388106     6819   165909 SH       Defined                     0        0   165909
GOODYEAR TIRE & RUBR CO        COM              382550101     4134   237927 SH       Defined                     0        0   237927
GRAINGER W W INC               COM              384802104     7245   101895 SH       Defined                     0        0   101895
GUIDANT CORP                   COM              401698105    29115   449634 SH       Defined                     0        0   449634
HALLIBURTON CO                 COM              406216101    43356   699753 SH       Defined                     0        0   699753
HARLEY DAVIDSON INC            COM              412822108    19299   374829 SH       Defined                     0        0   374829
HARRAHS ENTMT INC              COM              413619107    17832   250116 SH       Defined                     0        0   250116
HARTFORD FINL SVCS GROUP INC   COM              416515104    35172   409503 SH       Defined                     0        0   409503
HASBRO INC                     COM              418056107     4896   242598 SH       Defined                     0        0   242598
HCA INC                        COM              404119109    29202   578232 SH       Defined                     0        0   578232
HEALTH MGMT ASSOC INC NEW      CL A             421933102     7398   336837 SH       Defined                     0        0   336837
HEINZ H J CO                   COM              423074103    15402   456795 SH       Defined                     0        0   456795
HERCULES INC                   COM              427056106     1710   151302 SH       Defined                     0        0   151302
HERSHEY CO                     COM              427866108    13692   247824 SH       Defined                     0        0   247824
HEWLETT PACKARD CO             COM              428236103   111858  3907014 SH       Defined                     0        0  3907014
HILTON HOTELS CORP             COM              432848109    10779   447075 SH       Defined                     0        0   447075
HOME DEPOT INC                 COM              437076102   117375  2899575 SH       Defined client              0        0  2899575
HONEYWELL INTL INC             COM              438516106    48753  1308792 SH       Defined client          65025        0  1243767
HOSPIRA INC                    COM              441060100     9381   219255 SH       Defined                     0        0   219255
HUMANA INC                     COM              444859102    12006   220986 SH       Defined                     0        0   220986
HUNTINGTON BANCSHARES INC      COM              446150104     7395   311385 SH       Defined                     0        0   311385
ILLINOIS TOOL WKS INC          COM              452308109    24600   279582 SH       Defined                     0        0   279582
IMS HEALTH INC                 COM              449934108     7860   315447 SH       Defined                     0        0   315447
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101    22311   552636 SH       Defined                 29625        0   523011
INTEL CORP                     COM              458140100   212541  8515293 SH       Defined client         116400        0  8398893
INTERNATIONAL BUSINESS MACHS   COM              459200101   181920  2213127 SH       Defined client          21825        0  2191302
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101     3672   109572 SH       Defined                     0        0   109572
INTERNATIONAL GAME TECHNOLOG   COM              459902102    14139   459354 SH       Defined                     0        0   459354
INTERPUBLIC GROUP COS INC      COM              460690100     5673   587844 SH       Defined                     0        0   587844
INTL PAPER CO                  COM              460146103    23013   684675 SH       Defined client          15600        0   669075
INTUIT                         COM              461202103    12888   241797 SH       Defined                     0        0   241797
ISHARES TR                     RUSSELL1000VAL   464287598     1896    27450 SH       Defined                  6825        0    20625
ISHARES TR                     RUSSELL 2000     464287655    11547   173070 SH       Defined                 59670        0   113400
ISHARES TR                     RUSSELL 2000     464287655     3981    59670 SH       Sole                    59670        0        0
ITT INDS INC IND               COM              450911102    12825   124740 SH       Defined                     0        0   124740
JABIL CIRCUIT INC              COM              466313103     8802   237342 SH       Defined                     0        0   237342
JANUS CAP GROUP INC            COM              47102X105     5475   293808 SH       Defined                     0        0   293808
JDS UNIPHASE CORP              COM              46612J101     5322  2254641 SH       Defined                     0        0  2254641
JEFFERSON PILOT CORP           COM              475070108    10416   182949 SH       Defined                     0        0   182949
JOHNSON & JOHNSON              COM              478160104   244686  4071312 SH       Defined client           7731        0  4063581
JOHNSON CTLS INC               COM              478366107    19164   262830 SH       Defined                     0        0   262830
JONES APPAREL GROUP INC        COM              480074103     4896   159330 SH       Defined                     0        0   159330
JP MORGAN CHASE & CO           COM              46625H100   195651  4929453 SH       Defined client          63000        0  4866453
KB HOME                        COM              48666K109     7749   106644 SH       Defined                     0        0   106644
KELLOGG CO                     COM              487836108    15147   350430 SH       Defined                     0        0   350430
KERR MCGEE CORP                COM              492386107    14388   158343 SH       Defined                     0        0   158343
KEYCORP NEW                    COM              493267108    18324   556455 SH       Defined                     0        0   556455
KEYSPAN CORP                   COM              49337W100     8502   238260 SH       Defined                     0        0   238260
KIMBERLY CLARK CORP            COM              494368103    38562   646470 SH       Defined client           8400        0   638070
KINDER MORGAN INC KANS         COM              49455P101    12819   139404 SH       Defined                     0        0   139404
KING PHARMACEUTICALS INC       COM              495582108     5580   329730 SH       Defined                     0        0   329730
KLA-TENCOR CORP                COM              482480100    13245   268470 SH       Defined                     0        0   268470
KNIGHT RIDDER INC              COM              499040103     5946    93939 SH       Defined                     0        0    93939
KOHLS CORP                     COM              500255104    27819   572418 SH       Defined client          39975        0   532443
KROGER CO                      COM              501044101    18678   989238 SH       Defined                     0        0   989238
L-3 COMMUNICATIONS HLDGS INC   COM              502424104    17103   230025 SH       Defined client          26175        0   203850
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     9762   181275 SH       Defined                     0        0   181275
LEGGETT & PLATT INC            COM              524660107     5757   250704 SH       Defined                     0        0   250704
LEHMAN BROS HLDGS INC          COM              524908100    46893   365868 SH       Defined                     0        0   365868
LENNAR CORP                    CL A             526057104    11406   186900 SH       Defined                     0        0   186900
LEXMARK INTL NEW               CL A             529771107     7119   158808 SH       Defined                     0        0   158808
LILLY ELI & CO                 COM              532457108    87732  1550307 SH       Defined                     0        0  1550307
LIMITED BRANDS INC             COM              532716107    10608   474567 SH       Defined                     0        0   474567
LINCOLN NATL CORP IND          COM              534187109    12549   236625 SH       Defined                     0        0   236625
LINEAR TECHNOLOGY CORP         COM              535678106    15006   416031 SH       Defined                     0        0   416031
LIZ CLAIBORNE INC              COM              539320101     5238   146244 SH       Defined                     0        0   146244
LOCKHEED MARTIN CORP           COM              539830109    31029   487638 SH       Defined                     0        0   487638
LOEWS CORP                     COM              540424108    17529   184794 SH       Defined                     0        0   184794
LOUISIANA PAC CORP             COM              546347105     3906   142140 SH       Defined                     0        0   142140
LOWES COS INC                  COM              548661107    71094  1066530 SH       Defined                     0        0  1066530
LSI LOGIC CORP                 COM              502161102     4275   534336 SH       Defined                     0        0   534336
LUCENT TECHNOLOGIES INC        COM              549463107    16143  6069225 SH       Defined                     0        0  6069225
M & T BK CORP                  COM              55261F104    11934   109440 SH       Defined                     0        0   109440
MANOR CARE INC NEW             COM              564055101     4218   106074 SH       Defined                     0        0   106074
MARATHON OIL CORP              COM              565849106    30414   498825 SH       Defined                     0        0   498825
MARRIOTT INTL INC NEW          CL A             571903202    15078   225156 SH       Defined                     0        0   225156
MARSH & MCLENNAN COS INC       COM              571748102    23589   742707 SH       Defined                     0        0   742707
MARSHALL & ILSLEY CORP         COM              571834100    12264   284919 SH       Defined                     0        0   284919
MASCO CORP                     COM              574599106    17472   578745 SH       Defined                     0        0   578745
MATTEL INC                     COM              577081102     8712   550728 SH       Defined                     0        0   550728
MAXIM INTEGRATED PRODS INC     COM              57772K101    16224   447651 SH       Defined                     0        0   447651
MAYTAG CORP                    COM              578592107     2034   108138 SH       Defined                     0        0   108138
MBIA INC                       COM              55262C100    10998   182799 SH       Defined                     0        0   182799
MBNA CORP                      COM              55262L100    46464  1711371 SH       Defined                     0        0  1711371
MCCORMICK & CO INC             COM NON VTG      579780206     5631   182151 SH       Defined                     0        0   182151
MCDONALDS CORP                 COM              580135101    63936  1896102 SH       Defined client          71250        0  1824852
MCGRAW HILL COS INC            COM              580645109    26394   511221 SH       Defined                     0        0   511221
MCKESSON CORP                  COM              58155Q103    21462   416016 SH       Defined                     0        0   416016
MEADWESTVACO CORP              COM              583334107     6921   246909 SH       Defined                     0        0   246909
MEDCO HEALTH SOLUTIONS INC     COM              58405U102    23460   420453 SH       Defined                     0        0   420453
MEDIMMUNE INC                  COM              584699102    11751   335574 SH       Defined                     0        0   335574
MEDTRONIC INC                  COM              585055106    95517  1659126 SH       Defined client           8550        0  1650576
MELLON FINL CORP               COM              58551A108    19554   570909 SH       Defined                     0        0   570909
MERCK & CO INC                 COM              589331107    94887  2982891 SH       Defined                     0        0  2982891
MERCURY INTERACTIVE CORP       COM              589405109     3258   117189 SH       Defined                     0        0   117189
MEREDITH CORP                  COM              589433101     2985    57036 SH       Defined                     0        0    57036
MERRILL LYNCH & CO INC         COM              590188108    85620  1264134 SH       Defined client          11100        0  1253034
METLIFE INC                    COM              59156R108    50607  1032804 SH       Defined                     0        0  1032804
MGIC INVT CORP WIS             COM              552848103     8085   122844 SH       Defined                     0        0   122844
MICRON TECHNOLOGY INC          COM              595112103    11217   842709 SH       Defined                     0        0   842709
MICROSOFT CORP                 COM              594918104   332295 12707292 SH       Defined client          89472        0 12617820
MIDCAP SPDR TR                 UNIT SER 1       595635103    11673    86655 SH       Defined                 30555        0    56100
MIDCAP SPDR TR                 UNIT SER 1       595635103     4116    30555 SH       Sole                    30555        0        0
MILLIPORE CORP                 COM              601073109     4701    71199 SH       Defined                     0        0    71199
MOLEX INC                      COM              608554101     5082   195783 SH       Defined                     0        0   195783
MOLSON COORS BREWING CO        CL B             60871R209     5190    77454 SH       Defined                     0        0    77454
MONSANTO CO NEW                COM              61166W101    28413   366468 SH       Defined                     0        0   366468
MONSTER WORLDWIDE INC          COM              611742107     6786   166209 SH       Defined                     0        0   166209
MOODYS CORP                    COM              615369105    20823   339015 SH       Defined                     0        0   339015
MORGAN STANLEY                 COM NEW          617446448    83463  1470981 SH       Defined                     0        0  1470981
MOTOROLA INC                   COM              620076109    79314  3511056 SH       Defined                 35400        0  3475656
MURPHY OIL CORP                COM              626717102    12165   225300 SH       Defined                     0        0   225300
MYLAN LABS INC                 COM              628530107     5832   292233 SH       Defined                     0        0   292233
NABORS INDUSTRIES LTD          SHS              G6359F103    22005   290490 SH       Defined                 21825        0   268665
NATIONAL CITY CORP             COM              635405103    25251   752205 SH       Defined                     0        0   752205
NATIONAL OILWELL VARCO INC     COM              637071101    14802   236100 SH       Defined                     0        0   236100
NATIONAL SEMICONDUCTOR CORP    COM              637640103    12162   468138 SH       Defined                     0        0   468138
NAVISTAR INTL CORP NEW         COM              63934E108     2391    83523 SH       Defined                     0        0    83523
NCR CORP NEW                   COM              62886E108     8472   249585 SH       Defined                     0        0   249585
NETWORK APPLIANCE INC          COM              64120L104    13692   507090 SH       Defined                     0        0   507090
NEW YORK TIMES CO              CL A             650111107     5214   197082 SH       Defined                     0        0   197082
NEWELL RUBBERMAID INC          COM              651229106     8916   374973 SH       Defined                     0        0   374973
NEWMONT MINING CORP            COM              651639106    32541   609369 SH       Defined                     0        0   609369
NEWS CORP                      CL A             65248E104    51615  3319200 SH       Defined                     0        0  3319200
NICOR INC                      COM              654086107     2367    60192 SH       Defined                     0        0    60192
NIKE INC                       CL B             654106103    22563   259956 SH       Defined                     0        0   259956
NISOURCE INC                   COM              65473P105     7755   371694 SH       Defined                     0        0   371694
NOBLE CORPORATION              SHS              G65422100    13152   186444 SH       Defined                     0        0   186444
NOKIA CORP                     SPONSORED ADR    654902204      837    45675 SH       Defined client          45675        0        0
NORDSTROM INC                  COM              655664100    11154   298218 SH       Defined                     0        0   298218
NORFOLK SOUTHERN CORP          COM              655844108    24870   554733 SH       Defined                     0        0   554733
NORTH FORK BANCORPORATION NY   COM              659424105    17760   649131 SH       Defined                     0        0   649131
NORTHERN TR CORP               COM              665859104    13632   263070 SH       Defined client           9975        0   253095
NORTHROP GRUMMAN CORP          COM              666807102    29148   484929 SH       Defined                     0        0   484929
NOVELL INC                     COM              670006105     4602   521034 SH       Defined                     0        0   521034
NOVELLUS SYS INC               COM              670008101     4380   181572 SH       Defined                     0        0   181572
NUCOR CORP                     COM              670346105    14184   212592 SH       Defined                     0        0   212592
NVIDIA CORP                    COM              67066G104     8523   233103 SH       Defined                     0        0   233103
OCCIDENTAL PETE CORP DEL       COM              674599105    43839   548811 SH       Defined                     0        0   548811
OFFICE DEPOT INC               COM              676220106    13248   421866 SH       Defined                     0        0   421866
OFFICEMAX INC DEL              COM              67622P101     2409    94998 SH       Defined                     0        0    94998
OMNICOM GROUP INC              COM              681919106    20973   246351 SH       Defined                     0        0   246351
ORACLE CORP                    COM              68389X105    63108  5168631 SH       Defined client          37575        0  5131056
PACCAR INC                     COM              693718108    15927   230076 SH       Defined                     0        0   230076
PACTIV CORP                    COM              695257105     4296   195288 SH       Defined                     0        0   195288
PALL CORP                      COM              696429307     4545   169176 SH       Defined                     0        0   169176
PARAMETRIC TECHNOLOGY CORP     COM              699173100     2256   369939 SH       Defined                     0        0   369939
PARKER HANNIFIN CORP           COM              701094104    10740   162816 SH       Defined                     0        0   162816
PATTERSON COMPANIES INC        COM              703395103     6270   187725 SH       Defined                     0        0   187725
PAYCHEX INC                    COM              704326107    17328   454545 SH       Defined                     0        0   454545
PENNEY J C INC                 COM              708160106    17640   317271 SH       Defined                     0        0   317271
PEOPLES ENERGY CORP            COM              711030106     1803    51447 SH       Defined                     0        0    51447
PEPSI BOTTLING GROUP INC       COM              713409100     5361   187401 SH       Defined                     0        0   187401
PEPSICO INC                    COM              713448108   136779  2315124 SH       Defined client          20883        0  2294241
PERKINELMER INC                COM              714046109     4164   176793 SH       Defined                     0        0   176793
PFIZER INC                     COM              717081103   237405 10180329 SH       Defined client          54864        0 10125465
PG&E CORP                      COM              69331C108    17217   463854 SH       Defined                     0        0   463854
PHELPS DODGE CORP              COM              717265102    19770   137418 SH       Defined                     0        0   137418
PINNACLE WEST CAP CORP         COM              723484101     5517   133431 SH       Defined                     0        0   133431
PITNEY BOWES INC               COM              724479100    13158   311412 SH       Defined                     0        0   311412
PLUM CREEK TIMBER CO INC       COM              729251108     9057   251256 SH       Defined                     0        0   251256
PMC-SIERRA INC                 COM              69344F106     1920   249024 SH       Defined                     0        0   249024
PNC FINL SVCS GROUP INC        COM              693475105    24630   398331 SH       Defined                     0        0   398331
PPG INDS INC                   COM              693506107    13173   227520 SH       Defined                     0        0   227520
PPL CORP                       COM              69351T106    15240   518334 SH       Defined                     0        0   518334
PRAXAIR INC                    COM              74005P104    23271   439395 SH       Defined                     0        0   439395
PRICE T ROWE GROUP INC         COM              74144T108    12813   177879 SH       Defined                     0        0   177879
PRINCIPAL FINANCIAL GROUP IN   COM              74251V102    18141   382458 SH       Defined                     0        0   382458
PROCTER & GAMBLE CO            COM              742718109   265068  4579629 SH       Defined client          15150        0  4564479
PROGRESS ENERGY INC            COM              743263105    15084   343416 SH       Defined                     0        0   343416
PROGRESSIVE CORP OHIO          COM              743315103    31311   268110 SH       Defined                     0        0   268110
PROLOGIS                       SH BEN INT       743410102    15537   332562 SH       Defined                     0        0   332562
PRUDENTIAL FINL INC            COM              744320102    50460   689457 SH       Defined                     0        0   689457
PUBLIC STORAGE INC             COM              74460D109     7635   112725 SH       Defined                     0        0   112725
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    22230   342180 SH       Defined                     0        0   342180
PULTE HOMES INC                COM              745867101    11505   292317 SH       Defined                     0        0   292317
QLOGIC CORP                    COM              747277101     3501   107661 SH       Defined                     0        0   107661
QUALCOMM INC                   COM              747525103    99867  2318148 SH       Defined                 22875        0  2295273
QUEST DIAGNOSTICS INC          COM              74834L100    11652   226320 SH       Defined                     0        0   226320
QWEST COMMUNICATIONS INTL IN   COM              749121109    11907  2107593 SH       Defined                     0        0  2107593
RADIOSHACK CORP                COM              750438103     3837   182523 SH       Defined                     0        0   182523
RAYTHEON CO                    COM NEW          755111507    24513   610539 SH       Defined                     0        0   610539
REEBOK INTL LTD                COM              758110100     4188    71931 SH       Defined                     0        0    71931
REGIONS FINANCIAL CORP NEW     COM              7591EP100    21357   625200 SH       Defined                     0        0   625200
REYNOLDS AMERICAN INC          COM              761713106    11133   116787 SH       Defined                     0        0   116787
ROBERT HALF INTL INC           COM              770323103     8808   232473 SH       Defined                     0        0   232473
ROCKWELL AUTOMATION INC        COM              773903109    14499   245106 SH       Defined                     0        0   245106
ROCKWELL COLLINS INC           COM              774341101    10971   236085 SH       Defined                     0        0   236085
ROHM & HAAS CO                 COM              775371107     9528   196794 SH       Defined                     0        0   196794
ROWAN COS INC                  COM              779382100     5268   147771 SH       Defined                     0        0   147771
RYDER SYS INC                  COM              783549108     3600    87732 SH       Defined                     0        0    87732
SABRE HLDGS CORP               CL A             785905100     4299   178323 SH       Defined                     0        0   178323
SAFECO CORP                    COM              786429100     9543   168909 SH       Defined                     0        0   168909
SAFEWAY INC                    COM NEW          786514208    14505   613068 SH       Defined                     0        0   613068
SANMINA SCI CORP               COM              800907107     3057   717726 SH       Defined                     0        0   717726
SARA LEE CORP                  COM              803111103    19587  1036422 SH       Defined                     0        0  1036422
SCHERING PLOUGH CORP           COM              806605101    42864  2055870 SH       Defined client          40650        0  2015220
SCHLUMBERGER LTD               COM              806857108    78027   803145 SH       Defined                     0        0   803145
SCHWAB CHARLES CORP NEW        COM              808513105    21186  1444104 SH       Defined client          35850        0  1408254
SCIENTIFIC ATLANTA INC         COM              808655104     9024   209499 SH       Defined                     0        0   209499
SCRIPPS E W CO OHIO            CL A             811054204     5448   113475 SH       Defined                     0        0   113475
SEALED AIR CORP NEW            COM              81211K100     6231   110907 SH       Defined                     0        0   110907
SEARS HLDGS CORP               COM              812350106    15849   137196 SH       Defined                     0        0   137196
SEMPRA ENERGY                  COM              816851109    15723   350649 SH       Defined                     0        0   350649
SHERWIN WILLIAMS CO            COM              824348106     6963   153321 SH       Defined                     0        0   153321
SIEBEL SYS INC                 COM              826170102     7638   722598 SH       Defined                     0        0   722598
SIGMA ALDRICH CORP             COM              826552101     5790    91473 SH       Defined                     0        0    91473
SIMON PPTY GROUP INC NEW       COM              828806109    19488   254328 SH       Defined                     0        0   254328
SLM CORP                       COM              78442P106    31362   569286 SH       Defined                     0        0   569286
SNAP ON INC                    COM              833034101     2961    78801 SH       Defined                     0        0    78801
SOLECTRON CORP                 COM              834182107     4566  1247922 SH       Defined                     0        0  1247922
SOUTHERN CO                    COM              842587107    34914  1011081 SH       Defined                     0        0  1011081
SOUTHWEST AIRLS CO             COM              844741108    15642   952128 SH       Defined                     0        0   952128
SOVEREIGN BANCORP INC          COM              845905108    10524   486831 SH       Defined                     0        0   486831
SPDR TR                        UNIT SER 1       78462F103    11604    93195 SH       Sole                    93195        0        0
SPDR TR                        UNIT SER 1       78462F103    15741   126420 SH       Defined client         105720        0    20700
SPRINT NEXTEL CORP             COM FON          852061100    98871  4232475 SH       Defined                 61350        0  4171125
ST JUDE MED INC                COM              790849103    25110   500196 SH       Defined                     0        0   500196
ST PAUL TRAVELERS INC          COM              792860108    42204   944769 SH       Defined                     0        0   944769
STANLEY WKS                    COM              854616109     4746    98784 SH       Defined                     0        0    98784
STAPLES INC                    COM              855030102    22674   998358 SH       Defined                     0        0   998358
STARBUCKS CORP                 COM              855244109    31425  1047168 SH       Defined                     0        0  1047168
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203    19086   298890 SH       Defined                     0        0   298890
STATE STR CORP                 COM              857477103    24825   447762 SH       Defined                     0        0   447762
STRYKER CORP                   COM              863667101    17694   398277 SH       Defined                     0        0   398277
SUN MICROSYSTEMS INC           COM              866810104    19533  4661670 SH       Defined                     0        0  4661670
SUNCOR ENERGY INC              COM              867229106     5541    87750 SH       Defined                 26100        0    61650
SUNOCO INC                     COM              86764P109    14535   185442 SH       Defined                     0        0   185442
SUNTRUST BKS INC               COM              867914103    40575   557670 SH       Defined                 19350        0   538320
SUPERVALU INC                  COM              868536103     6003   184821 SH       Defined                     0        0   184821
SYMANTEC CORP                  COM              871503108    25809  1474782 SH       Defined                     0        0  1474782
SYMBOL TECHNOLOGIES INC        COM              871508107     4386   342108 SH       Defined                     0        0   342108
SYNOVUS FINL CORP              COM              87161C105    11514   426246 SH       Defined                     0        0   426246
SYSCO CORP                     COM              871829107    26259   845745 SH       Defined                     0        0   845745
TARGET CORP                    COM              87612E106    70899  1289781 SH       Defined client          37848        0  1251933
TECO ENERGY INC                COM              872375100     4860   282903 SH       Defined                     0        0   282903
TEKTRONIX INC                  COM              879131100     3195   113241 SH       Defined                     0        0   113241
TELLABS INC                    COM              879664100     6672   612048 SH       Defined                     0        0   612048
TEMPLE INLAND INC              COM              879868107     6774   151032 SH       Defined                     0        0   151032
TENET HEALTHCARE CORP          COM              88033G100     4902   639915 SH       Defined                     0        0   639915
TERADYNE INC                   COM              880770102     3909   268350 SH       Defined                     0        0   268350
TEXAS INSTRS INC               COM              882508104    71571  2231715 SH       Defined client          24900        0  2206815
TEXTRON INC                    COM              883203101    13914   180735 SH       Defined                     0        0   180735
THERMO ELECTRON CORP           COM              883556102     6663   221166 SH       Defined                     0        0   221166
TIFFANY & CO NEW               COM              886547108     7407   193467 SH       Defined                     0        0   193467
TIME WARNER INC                COM              887317105   116358  6671913 SH       Defined client         122325        0  6549588
TJX COS INC NEW                COM              872540109    14607   628767 SH       Defined                     0        0   628767
TORCHMARK CORP                 COM              891027104     7872   141567 SH       Defined                     0        0   141567
TRANSOCEAN INC                 ORD              G90078109    31368   450090 SH       Defined                     0        0   450090
TRIBUNE CO NEW                 COM              896047107    10830   357891 SH       Defined                     0        0   357891
TXU CORP                       COM              873168108    33063   658758 SH       Defined                     0        0   658758
TYCO INTL LTD NEW              COM              902124106    79272  2746779 SH       Defined                     0        0  2746779
TYSON FOODS INC                CL A             902494103     5865   342975 SH       Defined                     0        0   342975
UNION PAC CORP                 COM              907818108    29073   361092 SH       Defined                     0        0   361092
UNISYS CORP                    COM              909214108     2709   464640 SH       Defined                     0        0   464640
UNITED PARCEL SERVICE INC      CL B             911312106   113148  1505631 SH       Defined                     0        0  1505631
UNITED STATES STL CORP NEW     COM              912909108     7386   153645 SH       Defined                     0        0   153645
UNITED TECHNOLOGIES CORP       COM              913017109    82698  1479108 SH       Defined client          35850        0  1443258
UNITEDHEALTH GROUP INC         COM              91324P102   112446  1809540 SH       Defined                     0        0  1809540
UNIVISION COMMUNICATIONS INC   CL A             914906102     8967   305112 SH       Defined                     0        0   305112
UNUMPROVIDENT CORP             COM              91529Y106     9252   406638 SH       Defined                     0        0   406638
US BANCORP DEL                 COM NEW          902973304    74085  2478549 SH       Defined                     0        0  2478549
UST INC                        COM              902911106     9096   222813 SH       Defined                     0        0   222813
V F CORP                       COM              918204108     6693   120960 SH       Defined                     0        0   120960
VALERO ENERGY CORP NEW         COM              91913Y100    43386   840822 SH       Defined                     0        0   840822
VERIZON COMMUNICATIONS         COM              92343V104   116853  3879558 SH       Defined                 32475        0  3847083
VIACOM INC NEW                 CL B             92553P201    68736  2108457 SH       Defined                     0        0  2108457
VORNADO RLTY TR                SH BEN INT       929042109    13434   160950 SH       Defined                     0        0   160950
VULCAN MATLS CO                COM              929160109     9249   136497 SH       Defined                     0        0   136497
WACHOVIA CORP 2ND NEW          COM              929903102   117654  2225793 SH       Defined client          43650        0  2182143
WAL MART STORES INC            COM              931142103   159450  3407031 SH       Defined                     0        0  3407031
WALGREEN CO                    COM              931422109    61089  1380246 SH       Defined                     0        0  1380246
WASHINGTON MUT INC             COM              939322103    58350  1341411 SH       Defined                     0        0  1341411
WASTE MGMT INC DEL             COM              94106L109    22851   752916 SH       Defined                     0        0   752916
WATERS CORP                    COM              941848103     5706   150960 SH       Defined                     0        0   150960
WATSON PHARMACEUTICALS INC     COM              942683103     4509   138666 SH       Defined                     0        0   138666
WEATHERFORD INTERNATIONAL LT   COM              G95089101    17094   472200 SH       Defined                     0        0   472200
WELLPOINT INC                  COM              94973V107    71778   899601 SH       Defined                     0        0   899601
WELLS FARGO & CO NEW           COM              949746101   143307  2280846 SH       Defined                     0        0  2280846
WENDYS INTL INC                COM              950590109     8715   157722 SH       Defined                     0        0   157722
WEYERHAEUSER CO                COM              962166104    22020   331911 SH       Defined                     0        0   331911
WHIRLPOOL CORP                 COM              963320106     7686    91746 SH       Defined                     0        0    91746
WHOLE FOODS MKT INC            COM              966837106    14535   187800 SH       Defined                     0        0   187800
WILLIAMS COS INC DEL           COM              969457100    18105   781431 SH       Defined                     0        0   781431
WRIGLEY WM JR CO               COM              982526105    16287   244950 SH       Defined                     0        0   244950
WYETH                          COM              983024100    85071  1846542 SH       Defined client          16125        0  1830417
XCEL ENERGY INC                COM              98389B100    10149   549747 SH       Defined                     0        0   549747
XEROX CORP                     COM              984121103    19209  1311144 SH       Defined                     0        0  1311144
XILINX INC                     COM              983919101    11958   474345 SH       Defined                     0        0   474345
XL CAP LTD                     CL A             G98255105    15657   232359 SH       Defined                     0        0   232359
XTO ENERGY INC                 COM              98385X106    21771   495471 SH       Defined                     0        0   495471
YAHOO INC                      COM              984332106    67473  1722159 SH       Defined                     0        0  1722159
YUM BRANDS INC                 COM              988498101    18135   386847 SH       Defined                     0        0   386847
ZIMMER HLDGS INC               COM              98956P102    22824   338427 SH       Defined client              0        0   338427
ZIONS BANCORPORATION           COM              989701107    10518   139218 SH       Defined                     0        0   139218

Dates Referenced Herein   and   Documents Incorporated by Reference

				Referenced-On Page
This ‘13F-HR’ Filing		Date		First		Last			Other Filings
Filed on / Effective on:		5/12/06		1
For Period end:		3/31/06							13F-HR/A
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