I-135

8 September 2006 by Christopher Suleske

The following is a (somewhat garbled) list of the popular Fortune 500, but reordered by their profit margin (that is, profits as a proportion of income). Generally speaking, these would appear to be ideal companies in which to pursue equities investments. There’s a lot more to it than that, but this strikes me as a good place to start.

I call this list the “I-135″, as there are 135 companies currently in this list with a profit margin about 10%.

2006 Fortune 500 Rank Company Revenues (US$ millions) Profits (US$ millions) Profit Margin
320 Kerr-McGee “6,921.00″ “3,211.00″ 46.4%
381 Qualcomm “5,673.00″ “2,143.00″ 37.8%
412 Yahoo “5,257.70″ “1,896.20″ 36.1%
298 Burlington Resources “7,587.00″ “2,710.00″ 35.7%
314 Anadarko Petroleum “7,100.00″ “2,471.00″ 34.8%
299 Apache “7,584.20″ “2,623.70″ 34.6%
133 Occidental Petroleum “16,286.00″ “5,281.00″ 32.4%
48 Microsoft “39,788.00″ “12,254.00″ 30.8%
181 Amgen “12,430.00″ “3,674.00″ 29.6%
219 Devon Energy “10,741.00″ “2,930.00″ 27.3%
131 U.S. Bancorp “16,596.00″ “4,489.00″ 27.0%
474 Franklin Resources “4,310.10″ “1,057.60″ 24.5%
460 Clorox “4,475.00″ “1,096.00″ 24.5%
196 Oracle “11,799.00″ “2,886.00″ 24.5%
353 Google “6,138.60″ “1,465.40″ 23.9%
480 Freeport-McMoRan Cpr. & Gld “4,179.10″ 995.1 23.8%
458 eBay “4,552.40″ “1,082.00″ 23.8%
83 Cisco Systems “24,801.00″ “5,741.00″ 23.1%
446 SPX “4,786.80″ “1,090.00″ 22.8%
49 Intel “38,826.00″ “8,664.00″ 22.3%
326 Golden West Financial “6,662.00″ “1,486.20″ 22.3%
331 SLM “6,517.50″ “1,382.30″ 21.2%
292 BB&T Corp. “7,831.50″ “1,653.80″ 21.1%
89 Coca-Cola “23,104.00″ “4,872.00″ 21.1%
95 Merck “22,011.90″ “4,631.30″ 21.0%
308 Fifth Third Bancorp “7,495.00″ “1,549.00″ 20.7%
32 Johnson & Johnson “50,514.00″ “10,411.00″ 20.6%
451 Chesapeake Energy “4,665.30″ 948.3 20.3%
239 Ashland “9,860.00″ “2,004.00″ 20.3%
12 Bank of America Corp. “83,980.00″ “16,465.00″ 19.6%
119 Wyeth “18,755.80″ “3,656.30″ 19.5%
46 Wells Fargo “40,407.00″ “7,671.00″ 19.0%
278 Bank of New York Co. “8,312.00″ “1,571.00″ 18.9%
434 Avaya “4,902.00″ 921 18.8%
8 Citigroup “131,045.00″ “24,589.00″ 18.8%
57 Wachovia Corp. “35,908.00″ “6,643.00″ 18.5%
499 Marshall & Ilsley Corp. “3,962.90″ 727.5 18.4%
217 SunTrust Banks “10,886.40″ “1,987.20″ 18.3%
213 National City Corp. “11,036.10″ “1,985.20″ 18.0%
273 Echostar Communications “8,425.50″ “1,514.50″ 18.0%
235 Medtronic “10,054.60″ “1,803.90″ 17.9%
167 Texas Instruments “13,392.00″ “2,324.00″ 17.4%
317 Applied Materials “6,991.80″ “1,209.90″ 17.3%
260 Phelps Dodge “9,030.40″ “1,556.40″ 17.2%
380 Harley-Davidson “5,673.80″ 959.6 16.9%
325 KeyCorp “6,695.00″ “1,129.00″ 16.9%
384 CIT Group “5,652.60″ 949.1 16.8%
290 PNC Financial Services Group “7,896.00″ “1,325.00″ 16.8%
228 TXU “10,449.00″ “1,722.00″ 16.5%
354 Regions Financial “6,123.80″ “1,000.50″ 16.3%
296 Gannett “7,665.90″ “1,244.70″ 16.2%
99 Washington Mutual “21,326.00″ “3,432.00″ 16.1%
106 BellSouth “20,613.00″ “3,294.00″ 16.0%
31 Pfizer “51,353.00″ “8,085.00″ 15.7%
396 Lincoln National “5,487.90″ 831.1 15.1%
224 First Data “10,490.40″ “1,585.80″ 15.1%
101 3M “21,167.00″ “3,199.00″ 15.1%
93 Abbott Laboratories “22,337.80″ “3,372.10″ 15.1%
20 Altria Group “69,148.00″ “10,435.00″ 15.1%
270 Norfolk Southern “8,527.00″ “1,281.00″ 15.0%
187 Capital One Financial “12,085.00″ “1,809.10″ 15.0%
110 Bristol-Myers Squibb “20,222.00″ “3,000.00″ 14.8%
467 H&R Block “4,420.00″ 635.9 14.4%
418 Charles Schwab “5,151.00″ 725 14.1%
359 McGraw-Hill “6,003.60″ 844.3 14.1%
251 Alltel “9,487.00″ “1,331.40″ 14.0%
370 Toll Brothers “5,793.40″ 806.1 13.9%
439 Stryker “4,871.50″ 675.2 13.9%
478 Jefferson-Pilot “4,219.70″ 578.6 13.7%
377 Mellon Financial Corp. “5,728.00″ 782 13.7%
122 Countrywide Financial “18,536.90″ “2,528.10″ 13.6%
148 Eli Lilly and Company “14,645.30″ “1,979.60″ 13.5%
266 CSX “8,632.00″ “1,145.00″ 13.3%
410 NVR “5,275.10″ 697.6 13.2%
397 Becton Dickinson “5,464.40″ 722.3 13.2%
156 Chubb “14,082.30″ “1,825.90″ 13.0%
41 Goldman Sachs Group “43,391.00″ “5,626.00″ 13.0%
241 Viacom “9,817.60″ “1,256.90″ 12.8%
24 Procter & Gamble “56,741.00″ “7,257.00″ 12.8%
456 Corning “4,579.00″ 585 12.8%
109 McDonald’s “20,460.20″ “2,602.20″ 12.7%
202 Bear Stearns “11,552.40″ “1,462.20″ 12.7%
488 Fiserv “4,085.90″ 516.4 12.6%
280 Reynolds American “8,256.00″ “1,042.00″ 12.6%
255 Lucent Technologies “9,441.00″ “1,185.00″ 12.6%
61 PepsiCo “32,562.00″ “4,078.00″ 12.5%
482 Wm. Wrigley Jr. “4,159.30″ 517.3 12.4%
426 Auto-Owners Insurance “5,014.00″ 623.1 12.4%
54 Motorola “36,843.00″ “4,578.00″ 12.4%
271 Automatic Data Proc. “8,499.10″ “1,055.40″ 12.4%
69 American Express “30,080.00″ “3,734.00″ 12.4%
313 IAC/InterActiveCorp “7,118.80″ 876.2 12.3%
146 Anheuser-Busch “15,035.70″ “1,839.20″ 12.2%
310 Baker Hughes “7,218.00″ 878.4 12.2%
204 Colgate-Palmolive “11,396.90″ “1,351.40″ 11.9%
171 Burlington No. Santa Fe “12,987.00″ “1,531.00″ 11.8%
165 Southern “13,554.00″ “1,591.00″ 11.7%
249 EMC “9,664.00″ “1,133.20″ 11.7%
223 Genworth Financial “10,504.00″ “1,221.00″ 11.6%
189 USAA “11,980.40″ “1,388.40″ 11.6%
173 Illinois Tool Works “12,921.80″ “1,494.90″ 11.6%
285 Science Applications Intl. “8,022.00″ 917 11.4%
287 Danaher “7,984.70″ 897.8 11.2%
103 Halliburton “20,994.00″ “2,358.00″ 11.2%
441 Pacific Life “4,840.40″ 542.6 11.2%
307 State St. Corp. “7,496.00″ 838 11.2%
64 Prudential Financial “31,708.00″ “3,540.00″ 11.2%
206 General Mills “11,244.00″ “1,240.00″ 11.0%
493 Standard Pacific “4,011.40″ 441 11.0%
39 AT&T “43,862.00″ “4,786.00″ 10.9%
428 W.R. Berkley “4,996.80″ 544.9 10.9%
350 PPL “6,219.00″ 678 10.9%
339 Safeco “6,351.10″ 691.1 10.9%
427 Rockwell Automation “5,003.20″ 540 10.8%
34 Merrill Lynch “47,783.00″ “5,116.00″ 10.7%
1 Exxon Mobil “339,938.00″ “36,130.00″ 10.6%
17 J.P. Morgan Chase & Co. “79,902.00″ “8,483.00″ 10.6%
162 D.R. Horton “13,863.70″ “1,470.50″ 10.6%
13 Berkshire Hathaway “81,663.00″ “8,528.00″ 10.4%
7 General Electric “157,153.00″ “16,353.00″ 10.4%
281 Avon Products “8,149.60″ 847.6 10.4%
464 Hilton Hotels “4,437.00″ 460 10.4%
437 MDC Holdings “4,884.20″ 505.7 10.4%
151 AFLAC “14,363.00″ “1,483.00″ 10.3%
177 Nucor “12,701.00″ “1,310.30″ 10.3%
261 Principal Financial “9,009.90″ 919 10.2%
442 Hershey “4,836.00″ 493.2 10.2%
62 Lehman Brothers “32,420.00″ “3,260.00″ 10.1%
35 MetLife “46,983.00″ “4,714.00″ 10.0%
147 Pulte Homes “14,895.50″ “1,491.90″ 10.0%
378 AutoZone “5,710.90″ 571 10.0%
346 Boston Scientific “6,283.00″ 628 10.0%
248 Fidelity National Financial “9,668.90″ 964.1 10.0%
392 Quest Diagnostics “5,503.70″ 546.3 9.9%
252 Clear Channel Communications “9,468.90″ 935.7 9.9%
140 Kimberly-Clark “15,902.60″ “1,568.30″ 9.9%
18 Verizon Communications “75,111.90″ “7,397.00″ 9.8%
419 Bed Bath & Beyond “5,147.70″ 505 9.8%
323 American Family Ins. Grp. “6,864.00″ 671.5 9.8%
161 Lennar “13,870.30″ “1,355.20″ 9.8%
36 Dow Chemical “46,307.00″ “4,515.00″ 9.8%
153 Progressive “14,303.40″ “1,393.90″ 9.7%
130 Cigna “16,684.00″ “1,625.00″ 9.7%
240 Baxter International “9,849.00″ 956 9.7%
368 Freescale Semiconductor “5,843.00″ 563 9.6%
233 Kellogg “10,177.20″ 980.4 9.6%
117 Duke Energy “18,944.00″ “1,824.00″ 9.6%
9 American Intl. Group “108,905.00″ “10,477.00″ 9.6%
194 Edison International “11,852.00″ “1,137.00″ 9.6%
394 Pitney Bowes “5,492.20″ 526.6 9.6%
159 Apple Computer “13,931.00″ “1,335.00″ 9.6%
471 Affiliated Computer Svcs. “4,351.20″ 415.9 9.6%
388 Tribune “5,595.60″ 534.7 9.6%
297 Praxair “7,656.00″ 726 9.5%
30 Morgan Stanley “52,498.00″ “4,939.00″ 9.4%
302 Campbell Soup “7,548.00″ 707 9.4%
444 Ryland Group “4,817.60″ 447.1 9.3%
352 Thrivent Financial for Lutherans “6,189.50″ 565.6 9.1%
453 Peabody Energy “4,644.50″ 422.7 9.1%
44 United Parcel Service “42,581.00″ “3,870.00″ 9.1%
170 Waste Management “13,074.00″ “1,182.00″ 9.0%
398 Cinergy “5,463.80″ 489.7 9.0%
324 Ameren “6,780.00″ 606 8.9%
254 KB Home “9,441.70″ 842.4 8.9%
86 News Corp. “23,859.00″ “2,128.00″ 8.9%
403 Hovnanian Enterprises “5,348.40″ 471.8 8.8%
163 Nike “13,739.70″ “1,211.60″ 8.8%
357 NCR “6,028.00″ 529 8.8%
282 Air Products & Chem. “8,143.50″ 711.7 8.7%
10 Intl. Business Machines “91,134.00″ “7,934.00″ 8.7%
218 Entergy “10,760.60″ 923.8 8.6%
262 H.J. Heinz “8,912.30″ 752.7 8.4%
78 Hartford Financial Services “27,083.00″ “2,274.00″ 8.4%
243 Kinder Morgan Energy “9,787.10″ 812.2 8.3%
305 Fortune Brands “7,498.50″ 621.1 8.3%
330 Black & Decker “6,583.80″ 543.9 8.3%
126 Emerson Electric “17,305.00″ “1,422.00″ 8.2%
257 Yum Brands “9,349.00″ 762 8.2%
6 ConocoPhillips “166,683.00″ “13,529.00″ 8.1%
342 Dover “6,307.00″ 510.1 8.1%
157 Paccar “14,057.40″ “1,133.20″ 8.1%
416 Mattel “5,179.00″ 417 8.1%
286 Rohm & Haas “7,994.00″ 637 8.0%
63 Walt Disney “31,944.00″ “2,533.00″ 7.9%
315 Eastman Chemical “7,059.00″ 557 7.9%
145 Loews “15,363.30″ “1,211.60″ 7.9%
175 Centex “12,859.70″ “1,011.40″ 7.9%
55 Caterpillar “36,339.00″ “2,854.00″ 7.9%
197 Sempra Energy “11,737.00″ 920 7.8%
200 PG&E Corp. “11,703.00″ 917 7.8%
333 VF “6,502.40″ 506.7 7.8%
338 Starbucks “6,369.30″ 494.5 7.8%
81 TIAA-CREF “25,916.80″ “2,000.80″ 7.7%
328 Coventry Health Care “6,611.20″ 501.6 7.6%
164 Union Pacific “13,578.00″ “1,026.00″ 7.6%
225 Omnicom Group “10,481.10″ 790.7 7.5%
472 Conseco “4,326.50″ 324.9 7.5%
195 FPL Group “11,846.00″ 885 7.5%
4 Chevron “189,481.00″ “14,099.00″ 7.4%
237 Aon “10,030.00″ 737 7.3%
279 Parker Hannifin “8,270.60″ 604.7 7.3%
174 Masco “12,884.00″ 940 7.3%
37 UnitedHealth Group “45,365.00″ “3,300.00″ 7.3%
210 Eaton “11,115.00″ 805 7.2%
300 Southwest Airlines “7,584.00″ 548 7.2%
73 DuPont “28,491.00″ “2,053.00″ 7.2%
461 Newmont Mining “4,474.00″ 322 7.2%
43 United Technologies “42,725.00″ “3,069.00″ 7.2%
14 Home Depot “81,511.00″ “5,838.00″ 7.2%
91 Aetna “22,885.00″ “1,634.50″ 7.1%
293 Nordstrom “7,722.90″ 551.3 7.1%
193 Murphy Oil “11,877.20″ 846.5 7.1%
360 Starwood Hotels & Rsrts. “5,977.00″ 422 7.1%
184 FirstEnergy “12,195.00″ 861 7.1%
459 Ecolab “4,534.80″ 319.5 7.0%
246 Limited Brands “9,699.00″ 683.3 7.0%
389 Fisher Scientific Intl. “5,589.80″ 389.1 7.0%
139 GAP “16,023.00″ “1,113.00″ 6.9%
114 Cendant “19,471.00″ “1,341.00″ 6.9%
100 General Dynamics “21,290.00″ “1,461.00″ 6.9%
334 MGM Mirage “6,482.00″ 443.3 6.8%
415 Lexmark International “5,221.50″ 356.3 6.8%
496 Frontier Oil “4,001.20″ 272.5 6.8%
487 Constellation Brands “4,087.60″ 276.5 6.8%
185 American Electric Power “12,117.00″ 814 6.7%
447 SCANA “4,777.00″ 320 6.7%
85 St. Paul Travelers Cos. “24,365.00″ “1,622.00″ 6.7%
40 Time Warner “43,652.00″ “2,905.00″ 6.7%
96 Deere “21,930.50″ “1,446.80″ 6.6%
440 Liz Claiborne “4,847.80″ 317.4 6.5%
222 Progress Energy “10,646.00″ 697 6.5%
363 Brunswick “5,923.80″ 385.4 6.5%
158 United States Steel “14,039.00″ 910 6.5%
311 Sherwin-Williams “7,190.70″ 463.3 6.4%
340 Estee Lauder “6,336.30″ 406.1 6.4%
42 Lowe’s “43,243.00″ “2,771.00″ 6.4%
306 Assurant “7,497.70″ 479.4 6.4%
25 Dell “55,908.00″ “3,572.00″ 6.4%
92 Mass. Mutual Life Ins. “22,798.80″ “1,446.00″ 6.3%
166 Kohl’s “13,402.20″ 842 6.3%
391 W.W. Grainger “5,526.60″ 346.3 6.3%
489 Sealed Air “4,085.10″ 255.8 6.3%
142 Xerox “15,701.00″ 978 6.2%
452 National Oilwell Varco “4,644.50″ 286.9 6.2%
199 Consolidated Edison “11,732.00″ 719 6.1%
473 Western & Southern Financial “4,313.90″ 264.1 6.1%
87 Federated Dept. Stores “23,347.00″ “1,406.00″ 6.0%
284 First American Corp. “8,061.80″ 485.3 6.0%
144 Exelon “15,405.00″ 923 6.0%
259 DTE Energy “9,040.00″ 537 5.9%
355 Terex “6,117.00″ 360.9 5.9%
485 Universal Health Svcs. “4,101.40″ 240.8 5.9%
232 PPG Industries “10,201.00″ 596 5.8%
84 HCA “24,455.00″ “1,424.00″ 5.8%
118 J.C. Penney “18,781.00″ “1,088.00″ 5.8%
203 Marriott International “11,550.00″ 669 5.8%
71 Honeywell Intl. “28,862.00″ “1,655.00″ 5.7%
123 Dominion Resources “18,041.00″ “1,033.00″ 5.7%
475 BorgWarner “4,293.80″ 239.6 5.6%
347 Energy Transfer Partners “6,274.30″ 349.4 5.6%
238 Cummins “9,918.00″ 550 5.5%
409 Darden Restaurants “5,278.10″ 290.6 5.5%
477 Advance Auto Parts “4,265.00″ 234.7 5.5%
483 Peter Kiewit Sons’ “4,145.00″ 228 5.5%
22 State Farm Insurance Cos “59,223.90″ “3,241.80″ 5.5%
38 Wellpoint “45,136.00″ “2,463.80″ 5.5%
230 American Standard “10,264.40″ 556.3 5.4%
390 Smith International “5,579.00″ 302.3 5.4%
327 Mohawk Industries “6,620.10″ 358.2 5.4%
425 Jones Apparel Group “5,074.20″ 274.3 5.4%
253 L-3 Communications “9,444.70″ 508.5 5.4%
481 CNF “4,169.60″ 223 5.3%
88 Amerada Hess “23,255.00″ “1,242.00″ 5.3%
247 Xcel Energy “9,695.30″ 513 5.3%
98 Nationwide “21,832.00″ “1,149.00″ 5.3%
221 AES “10,692.00″ 562 5.3%
429 Beazer Homes USA “4,995.40″ 262.5 5.3%
423 RadioShack “5,081.70″ 267 5.3%
178 Public Service Enterprise Group “12,661.00″ 661 5.2%
137 Staples “16,078.90″ 834.4 5.2%
454 Engelhard “4,618.10″ 238.2 5.2%
59 Sprint Nextel “34,680.00″ “1,785.00″ 5.1%
23 Marathon Oil “58,958.00″ “3,032.00″ 5.1%
492 American Financial Grp. “4,038.30″ 206.6 5.1%
141 Computer Sciences Corporation “15,849.10″ 810.2 5.1%
295 KeySpan “7,695.80″ 390.2 5.1%
74 New York Life Insurance “28,051.00″ “1,421.60″ 5.1%
417 Timken “5,168.40″ 260.3 5.0%
58 Allstate “35,383.00″ “1,765.00″ 5.0%
494 ServiceMaster “4,004.40″ 198.9 5.0%
70 FedEx “29,363.00″ “1,449.00″ 4.9%
229 UnumProvident “10,437.20″ 513.6 4.9%
52 Lockheed Martin “37,213.00″ “1,825.00″ 4.9%
402 Goodrich “5,404.50″ 263.6 4.9%
102 Liberty Mutual Ins. Group “21,161.00″ “1,027.00″ 4.9%
405 Energy East “5,298.50″ 256.8 4.8%
116 Northwestern Mutual “19,220.80″ 923.8 4.8%
104 Publix Super Markets “20,744.80″ 989.2 4.8%
404 Leggett & Platt “5,299.30″ 251.3 4.7%
256 Guardian Life of America “9,377.40″ 443.9 4.7%
351 Autoliv “6,204.90″ 292.6 4.7%
319 Agilent Technologies “6,935.00″ 327 4.7%
26 Boeing “54,848.00″ “2,572.00″ 4.7%
401 Hormel Foods “5,414.00″ 253.5 4.7%
382 Pilgrim’s Pride “5,666.30″ 265 4.7%
383 Foot Locker “5,653.00″ 264 4.7%
79 Alcoa “26,601.00″ “1,233.00″ 4.6%
486 Lubrizol “4,098.90″ 189.3 4.6%
283 Pepco Holdings “8,065.50″ 371.2 4.6%
432 Triad Hospitals “4,916.60″ 226 4.6%
291 ITT Industries “7,844.70″ 359.5 4.6%
29 Target “52,620.00″ “2,408.00″ 4.6%
356 Celanese “6,070.00″ 277 4.6%
67 Northrop Grumman “30,721.00″ “1,400.00″ 4.6%
374 Ball Corp. “5,751.20″ 261.5 4.5%
421 Erie Insurance Group “5,103.70″ 231.1 4.5%
245 Genuine Parts “9,783.10″ 437.4 4.5%
15 Valero Energy “81,362.00″ “3,590.00″ 4.4%
329 Commercial Metals “6,592.70″ 285.8 4.3%
343 CDW “6,291.80″ 272.1 4.3%
138 TJX “16,057.90″ 690.4 4.3%
406 Omnicare “5,292.80″ 226.5 4.3%
176 ONEOK “12,811.40″ 546.5 4.3%
82 International Paper “25,797.00″ “1,100.00″ 4.3%
272 Amazon.com “8,490.00″ 359 4.2%
500 LandAmerica Financial “3,959.60″ 165.6 4.2%
94 Comcast “22,255.00″ 928 4.2%
143 ConAgra Foods “15,515.70″ 641.5 4.1%
393 Avery Dennison “5,496.30″ 226.4 4.1%
268 Dollar General “8,582.20″ 350.2 4.1%
431 Ross Stores “4,944.20″ 199.6 4.0%
97 Raytheon “21,894.00″ 871 4.0%
349 Performance Food Group “6,232.40″ 247.1 4.0%
336 Monsanto “6,439.00″ 255 4.0%
375 Ryder System “5,740.80″ 226.9 4.0%
192 Pepsi Bottling “11,885.00″ 466 3.9%
289 NiSource “7,904.20″ 306.5 3.9%
332 Newell Rubbermaid “6,515.40″ 251.3 3.9%
438 Micron Technology “4,880.20″ 188 3.9%
436 UGI “4,888.70″ 187.5 3.8%
484 Levi Strauss “4,125.20″ 155.9 3.8%
470 The Mosaic Company “4,396.70″ 165.6 3.8%
369 Family Dollar Stores “5,824.80″ 217.5 3.7%
45 Walgreen “42,201.60″ “1,559.50″ 3.7%
111 Sara Lee “19,727.00″ 719 3.6%
498 Kindred Healthcare “3,978.90″ 144.9 3.6%
76 Best Buy “27,433.00″ 984 3.6%
125 Constellation Energy “17,374.80″ 623.1 3.6%
433 Temple-Inland “4,910.00″ 176 3.6%
379 C.H. Robinson Worldwide “5,688.90″ 203.4 3.6%
2 Wal-Mart Stores “315,654.00″ “11,231.00″ 3.6%
376 Allied Waste Industries “5,734.80″ 203.8 3.6%
358 OGE Energy “6,017.50″ 211 3.5%
183 Enterprise Products “12,257.00″ 419.5 3.4%
186 Marsh & McLennan “12,109.00″ 404 3.3%
53 CVS “37,006.20″ “1,224.70″ 3.3%
263 YRC Worldwide “8,741.60″ 288.1 3.3%
75 Johnson Controls “28,019.50″ 909.4 3.2%
309 Harrah’s Entertainment “7,411.10″ 236.4 3.2%
90 Weyerhaeuser “23,000.00″ 733 3.2%
68 Sysco “30,281.90″ 961.5 3.2%
445 Henry Schein “4,788.70″ 151.3 3.2%
66 Sunoco “31,176.00″ 974 3.1%
303 Jabil Circuit “7,524.40″ 231.8 3.1%
132 Tesoro “16,473.00″ 507 3.1%
216 Dean Foods “10,900.30″ 327.5 3.0%
152 Whirlpool “14,317.00″ 422 2.9%
495 SunGard Data Systems “4,002.00″ 117 2.9%
56 Archer Daniels Midland “35,943.80″ “1,044.40″ 2.9%
449 Whole Foods Market “4,701.30″ 136.4 2.9%
422 Barnes & Noble “5,103.00″ 146.7 2.9%
121 Lyondell Chemical “18,606.00″ 531 2.9%
367 Advanced Micro Devices “5,847.60″ 165.5 2.8%
250 Schering-Plough “9,508.00″ 269 2.8%
60 Caremark Rx “32,991.30″ 932.4 2.8%
400 Hughes Supply “5,437.70″ 151.7 2.8%
11 Hewlett-Packard “86,696.00″ “2,398.00″ 2.8%
120 Coca-Cola Enterprises “18,706.00″ 514 2.7%
430 Atmos Energy “4,973.30″ 135.8 2.7%
386 Jacobs Engineering Grp. “5,635.00″ 151 2.7%
215 Aramark “10,963.40″ 288.5 2.6%
205 Smithfield Foods “11,354.20″ 296.2 2.6%
395 Brink’s “5,488.40″ 142.4 2.6%
244 CenterPoint Energy “9,784.00″ 252 2.6%
168 DIRECTV Group “13,164.50″ 335.9 2.6%
115 AutoNation “19,468.00″ 496.5 2.6%
201 Navistar International “11,696.00″ 294 2.5%
180 Williams “12,583.60″ 313.6 2.5%
490 Borders Group “4,079.20″ 101 2.5%
134 Express Scripts “16,266.00″ 400 2.5%
373 Molson Coors Brewing “5,751.60″ 134.9 2.3%
466 Wesco International “4,421.10″ 103.5 2.3%
209 Arrow Electronics “11,164.20″ 253.6 2.3%
318 WPS Resources “6,962.70″ 157.4 2.3%
468 United Stationers “4,408.50″ 97.5 2.2%
411 CarMax “5,260.30″ 112.9 2.1%
150 Humana “14,418.10″ 308.5 2.1%
188 CHS “11,984.60″ 250 2.1%
28 Costco Wholesale “52,935.20″ “1,063.10″ 2.0%
113 Supervalu “19,543.20″ 385.8 2.0%
191 Health Net “11,940.50″ 229.8 1.9%
154 Office Depot “14,278.90″ 273.8 1.9%
267 TEPPCO Partners “8,618.50″ 162.6 1.9%
414 Cablevision Systems “5,224.70″ 94.3 1.8%
371 Ryerson “5,782.00″ 104.2 1.8%
129 Rite Aid “16,816.40″ 302.5 1.8%
33 Sears Holdings “49,124.00″ 858 1.7%
169 Fluor “13,161.10″ 227.3 1.7%
301 Land O’Lakes “7,567.40″ 128.9 1.7%
190 Textron “11,979.00″ 203 1.7%
136 Manpower “16,080.40″ 260.1 1.6%
288 BJ’s Wholesale Club “7,949.90″ 128.5 1.6%
179 TRW Automotive Holdings “12,643.00″ 204 1.6%
337 Dynegy “6,438.00″ 103 1.6%
51 Medco Health Solutions “37,870.90″ 602 1.6%
265 R.R. Donnelley & Sons “8,651.40″ 137.1 1.6%
450 Longs Drug Stores “4,670.30″ 73.9 1.6%
21 Kroger “60,552.90″ 958 1.6%
294 Dillard’s “7,708.00″ 121.5 1.6%
212 Avnet “11,066.80″ 168.2 1.5%
50 Safeway “38,416.00″ 561.1 1.5%
19 Cardinal Health “74,915.10″ “1,050.70″ 1.4%
469 Ikon Office Solutions “4,397.90″ 60.7 1.4%
335 Enbridge Energy Partners “6,476.90″ 89.2 1.4%
80 Tyson Foods “26,014.00″ 353 1.4%
443 Owens & Minor “4,822.40″ 64.4 1.3%
463 Tenneco “4,441.00″ 58 1.3%
448 Emcor Group “4,730.70″ 60 1.3%
112 Goodyear Tire & Rubber “19,723.00″ 228 1.2%
5 Ford Motor “177,210.00″ “2,024.00″ 1.1%
47 Albertson’s “40,397.00″ 446 1.1%
276 Sonic Automotive “8,377.60″ 91.9 1.1%
214 United Auto Group “10,985.00″ 119 1.1%
364 Asbury Automotive Group “5,874.20″ 61.1 1.0%
361 Group 1 Automotive “5,969.60″ 54.2 0.9%
457 Nash Finch “4,555.50″ 41.3 0.9%
491 Mutual of Omaha Ins. “4,051.20″ 35.3 0.9%
387 BlueLinx Holdings “5,622.10″ 44.6 0.8%
365 Dole Food “5,870.60″ 46 0.8%
72 Ingram Micro “28,808.30″ 216.9 0.8%
407 Kelly Services “5,289.80″ 39.3 0.7%
108 Electronic Data Systems “20,537.00″ 150 0.7%
65 Plains All Amer. Pipeline “31,177.30″ 217.8 0.7%
269 TransMontaigne “8,549.40″ 55.8 0.7%
226 Circuit City Stores “10,472.40″ 61.7 0.6%
399 AGCO “5,449.70″ 31.6 0.6%
27 AmerisourceBergen “54,589.60″ 264.6 0.5%
264 World Fuel Services “8,733.90″ 39.6 0.5%
322 MeadWestvaco “6,882.00″ 28 0.4%
476 Graybar Electric “4,288.00″ 16.8 0.4%
362 Saks “5,953.40″ 22.3 0.4%
107 Tech Data “20,542.10″ 26.6 0.1%
242 ArvinMeritor “9,816.00″ 12 0.1%
227 Solectron “10,456.30″ 3.4 0.0%
385 AK Steel Holding “5,647.40″ -2.3 0.0%
16 McKesson “80,514.60″ -156.7 -0.2%
465 Big Lots “4,429.90″ -10.1 -0.2%
172 Huntsman “12,986.00″ -34.6 -0.3%
277 Liberty Media “8,350.00″ -33 -0.4%
207 Continental Airlines “11,208.00″ -68 -0.6%
258 OfficeMax “9,157.70″ -73.8 -0.8%
211 Sun Microsystems “11,070.00″ -107 -1.0%
344 CMS Energy “6,288.00″ -84 -1.3%
408 Liberty Global “5,284.70″ -80.1 -1.5%
128 Visteon “16,976.00″ -270 -1.6%
435 Maytag “4,901.10″ -81.9 -1.7%
462 Hexion Specialty Chemicals “4,470.00″ -87 -1.9%
208 “Toys “”R”" Us” “11,194.00″ -282 -2.5%
220 Reliant Energy “10,708.00″ -330.6 -3.1%
316 Cox Communications “7,054.30″ -230.7 -3.3%
304 Northeast Utilities “7,513.70″ -253.5 -3.4%
274 Smurfit-Stone Container “8,396.00″ -327 -3.9%
105 AMR “20,712.00″ -861 -4.2%
348 Interpublic Group “6,274.30″ -289.2 -4.6%
321 Crown Holdings “6,908.00″ -362 -5.2%
345 Federal-Mogul “6,286.00″ -334.2 -5.3%
3 General Motors “192,604.00″ “-10,600.00″ -5.5%
160 Qwest Communications “13,903.00″ -779 -5.6%
236 Tenet Healthcare “10,052.00″ -724 -7.2%
312 Owens-Illinois “7,189.70″ -558.6 -7.8%
127 Lear “17,089.20″ “-1,381.50″ -8.1%
231 Winn-Dixie Stores “10,209.80″ -832.6 -8.2%
497 Pathmark Stores “3,980.50″ -327.1 -8.2%
198 Sanmina-SCI “11,734.70″ “-1,006.00″ -8.6%
155 Eastman Kodak “14,268.00″ “-1,362.00″ -9.5%
366 Blockbuster “5,864.40″ -588.1 -10.0%
275 Calpine “8,384.70″ -841.9 -10.0%
424 US Airways Group “5,077.00″ -537 -10.6%
455 El Paso “4,596.00″ -606 -13.2%
234 Dana “10,092.00″ “-1,379.00″ -13.7%
413 Charter Communications “5,254.00″ -967 -18.4%
182 Northwest Airlines “12,286.00″ “-2,533.00″ -20.6%
77 Delphi “27,201.00″ “-6,369.00″ -23.4%
135 Delta Air Lines “16,191.00″ “-3,818.00″ -23.6%
420 USG “5,139.00″ “-1,436.00″ -27.9%
372 Unisys “5,758.70″ “-1,731.90″ -30.1%
479 Mirant “4,209.00″ “-1,307.00″ -31.1%
149 CBS “14,536.40″ “-7,089.10″ -48.8%
341 Owens Corning “6,323.00″ “-4,099.00″ -64.8%
124 UAL “17,379.00″ “-21,176.00″ -121.8%