For June 2008 Futures Contract
|
Company Name |
Index Weight (Pct) |
|
AMBAC Financial Group Inc. |
2.0 |
|
American Express Company |
2.0 |
|
Autozone Inc. |
2.0 |
|
Bank of America Corp. |
2.0 |
|
Bear Stearns Cos |
2.0 |
| Black & Decker Corporation |
2.0 |
| Capital One Financial Corp. |
2.0 |
| CenturyTel Inc |
2.0 |
| CIT Group Inc |
2.0 |
| Citigroup Inc. |
2.0 |
| ConocoPhillips |
2.0 |
| Devon Energy Corporation |
2.0 |
| Dow Chemical Company |
2.0 |
| Fannie Mae |
2.0 |
| Financial Guaranty Insurance Company |
2.0 |
| Financial Security Assurance Inc. |
2.0 |
| Fortune Brands Inc. |
2.0 |
| Freddie Mac |
2.0 |
| Gannett Co Inc. |
2.0 |
| General Electric Capital Corp |
2.0 |
| Goldman Sachs Group Inc |
2.0 |
| Heinz (HJ) Co. |
2.0 |
| Home Depot Inc. |
2.0 |
| HSBC Finance Corporation |
2.0 |
| International Lease Finance Corp. |
2.0 |
| iStar Financial Inc. |
2.0 |
| JP Morgan Chase & Co. |
2.0 |
| Kohls Corp. |
2.0 |
| Kraft Foods Inc. |
2.0 |
| Lehman Brothers Holdings Inc. |
2.0 |
| Lowe's Companies |
2.0 |
| Masco Corp. |
2.0 |
| MBIA Inc. |
2.0 |
| Merrill Lynch & Co Inc |
2.0 |
| MGIC Investment Corp |
2.0 |
| Morgan Stanley |
2.0 |
| Newell Rubbermaid Inc. |
2.0 |
| Nordstrom Inc. |
2.0 |
| PMI Group Inc/The |
2.0 |
| Radian Group Inc |
2.0 |
| Sara Lee Corp. |
2.0 |
| Target Corporation |
2.0 |
| Transocean Inc. |
2.0 |
| Wachovia Corp. |
2.0 |
| Wal-Mart Stores Inc. |
2.0 |
| Washington Mutual Inc. |
2.0 |
| Wells Fargo & Company |
2.0 |
| Weyerhaeuser Co |
2.0 |
| Whirlpool Corp. |
2.0 |
| XL Capital Assurance Inc. |
2.0 |
|
Total |
100.0 |