UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2009
Check here if Amendment |_|; Amendment Number ____
This Amendment (Check only one.) |_|is a restatement
|_|adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
Address: 1 Verizon Way, Building 7, 1st Floor South
Basking Ridge, New Jersey 07920
Form 13F File Number: 028-04063
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting manager:
Name: David L. Beik
Title: Chief Operating Officer
Phone: 908 559-5890
Signature, Place, and Date of Signing:
-------------------- ------------- --------
[Signature] [City, State] [Date]
Report Type (Check only one.):
|X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
|_| 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
|_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 753
Form 13F Information Table Value Total: 2,139,036
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
Goldman Sachs Prime Brokerage
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F-SOLE INSTR V. NONE AUTHORITY
31-MAR-09
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
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AMDOCS LTD ORD G02602103 294 15,884 15,884
ACCENTURE LTD BERMUDA CL A G1150G111 2,921 106,264 106,264
BUNGE LIMITED COM G16962105 221 3,903 3,903
COOPER INDS LTD CL A G24182100 1,635 63,227 63,227
COVIDIEN LTD COM G2552X108 788 23,713 23,713
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 427 17,107 17,107
GARMIN LTD ORD G37260109 375 17,673 17,673
INGERSOLL-RAND COMPANY LTD CL A G4776G101 733 53,131 53,131
INVESCO LTD SHS G491BT108 250 18,028 18,028
LAZARD LTD SHS A G54050102 326 11,096 11,096
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,007 109,967 109,967
NABORS INDUSTRIES LTD SHS G6359F103 229 22,888 22,888
PARTNERRE LTD COM G6852T105 920 14,827 14,827
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,076 21,768 21,768
SEAGATE TECHNOLOGY SHS G7945J104 256 42,569 42,569
UTI WORLDWIDE INC ORD G87210103 161 13,505 13,505
TYCO ELECTRONICS LTD COM NEW G9144P105 721 65,294 65,294
WARNER CHILCOTT LIMITED COM CL A G9435N108 142 13,494 13,494
XL CAP LTD CL A G98255105 58 10,628 10,628
ACE LTD SHS H0023R105 1,348 33,377 33,377
WEATHERFORD INTERNATIONAL LT REG H27013103 634 57,276 57,276
TRANSOCEAN LTD REG SHS H8817H100 2,989 50,797 50,797
UBS AG SHS NEW H89231338 307 32,544 32,544
AFLAC INC COM 001055102 2,451 126,607 126,607
AGCO CORP COM 001084102 310 15,802 15,802
AES CORP COM 00130H105 1,047 180,250 180,250
AK STL HLDG CORP COM 001547108 145 20,398 20,398
AMR CORP COM 001765106 95 29,795 29,795
AT&T INC COM 00206R102 32,787 1,301,066 1,301,066
ABBOTT LABS COM 002824100 25,263 529,632 529,632
ABERCROMBIE & FITCH CO CL A 002896207 349 14,661 14,661
ACTIVISION BLIZZARD INC COM 00507V109 1,146 109,540 109,540
ADOBE SYS INC COM 00724F101 5,567 260,242 260,242
ADVANCE AUTO PARTS INC COM 00751Y106 575 14,007 14,007
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 356 13,645 13,645
ADVANCED MICRO DEVICES INC COM 007903107 353 115,582 115,582
AETNA INC NEW COM 00817Y108 4,361 179,243 179,243
AFFILIATED COMPUTER SERVICES CL A 008190100 589 12,302 12,302
AFFILIATED MANAGERS GROUP COM 008252108 250 5,990 5,990
AGILENT TECHNOLOGIES INC COM 00846U101 824 53,580 53,580
AGILYSYS INC COM 00847J105 133 30,995 30,995
AIR PRODS & CHEMS INC COM 009158106 4,147 73,730 73,730
AIRGAS INC COM 009363102 411 12,163 12,163
AKAMAI TECHNOLOGIES INC COM 00971T101 573 29,548 29,548
ALBEMARLE CORP COM 012653101 799 36,695 36,695
ALBERTO CULVER CO NEW COM 013078100 987 43,639 43,639
ALCOA INC COM 013817101 1,913 260,637 260,637
ALLEGHANY CORP DEL COM 017175100 426 1,575 1,575
ALLEGHENY ENERGY INC COM 017361106 1,618 69,850 69,850
ALLEGHENY TECHNOLOGIES INC COM 01741R102 707 32,236 32,236
ALLERGAN INC COM 018490102 4,270 89,410 89,410
ALLIANCE DATA SYSTEMS CORP COM 018581108 365 9,878 9,878
ALLSTATE CORP COM 020002101 2,154 112,482 112,482
ALPHA NATURAL RESOURCES INC COM 02076X102 203 11,427 11,427
ALTERA CORP COM 021441100 1,698 96,777 96,777
ALTRIA GROUP INC COM 02209S103 9,383 585,728 585,728
AMAZON COM INC COM 023135106 8,941 121,744 121,744
AMBAC FINL GROUP INC COM 023139108 31 40,293 40,293
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 202 7,473 7,473
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 340 27,769 27,769
AMERICAN ELEC PWR INC COM 025537101 2,989 118,348 118,348
AMERICAN EXPRESS CO COM 025816109 4,627 339,442 339,442
AMERICAN INTL GROUP INC COM 026874107 532 532,284 532,284
AMERICAN TOWER CORP CL A 029912201 3,422 112,450 112,450
AMERISOURCEBERGEN CORP COM 03073E105 3,000 91,842 91,842
AMETEK INC NEW COM 031100100 2,238 71,583 71,583
AMGEN INC COM 031162100 13,683 276,320 276,320
AMPHENOL CORP NEW CL A 032095101 733 25,736 25,736
AMYLIN PHARMACEUTICALS INC COM 032346108 236 20,101 20,101
ANADARKO PETE CORP COM 032511107 6,116 157,268 157,268
ANALOG DEVICES INC COM 032654105 1,505 78,122 78,122
ANNALY CAP MGMT INC COM 035710409 239 17,264 17,264
ANNTAYLOR STORES CORP COM 036115103 105 20,244 20,244
ANSYS INC COM 03662Q105 312 12,435 12,435
AON CORP COM 037389103 853 20,900 20,900
APACHE CORP COM 037411105 6,006 93,718 93,718
APARTMENT INVT & MGMT CO CL A 03748R101 161 29,434 29,434
APOLLO GROUP INC CL A 037604105 1,466 18,711 18,711
APPLE INC COM 037833100 30,312 288,360 288,360
APPLIED MATLS INC COM 038222105 4,000 372,063 372,063
APTARGROUP INC COM 038336103 780 25,055 25,055
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
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ARCH COAL INC COM 039380100 287 21,464 21,464
ARCHER DANIELS MIDLAND CO COM 039483102 5,346 192,447 192,447
ARROW ELECTRS INC COM 042735100 1,015 53,233 53,233
ASSURANT INC COM 04621X108 2,463 113,089 113,089
ATMEL CORP COM 049513104 339 93,347 93,347
ATWOOD OCEANICS INC COM 050095108 175 10,575 10,575
AUTODESK INC COM 052769106 1,085 64,567 64,567
AUTOMATIC DATA PROCESSING IN COM 053015103 4,999 142,177 142,177
AUTOZONE INC COM 053332102 3,110 19,127 19,127
AVALONBAY CMNTYS INC COM 053484101 4,073 86,546 86,546
AVERY DENNISON CORP COM 053611109 422 18,891 18,891
AVNET INC COM 053807103 1,324 75,586 75,586
AVON PRODS INC COM 054303102 1,205 62,666 62,666
BB&T CORP COM 054937107 297 17,536 17,536
BOK FINL CORP COM NEW 05561Q201 527 15,284 15,284
BP PLC SPONSORED ADR 055622104 481 11,987 11,987
BMC SOFTWARE INC COM 055921100 2,591 78,530 78,530
BAKER HUGHES INC COM 057224107 2,416 84,613 84,613
BALL CORP COM 058498106 1,127 25,974 25,974
BANK OF AMERICA CORPORATION COM 060505104 8,516 1,248,676 1,248,676
BANK OF NEW YORK MELLON CORP COM 064058100 7,513 265,946 265,946
BARD C R INC COM 067383109 1,816 22,782 22,782
BAXTER INTL INC COM 071813109 10,350 202,066 202,066
BE AEROSPACE INC COM 073302101 119 13,770 13,770
BECKMAN COULTER INC COM 075811109 401 7,855 7,855
BECTON DICKINSON & CO COM 075887109 6,923 102,967 102,967
BED BATH & BEYOND INC COM 075896100 1,571 63,458 63,458
BERKLEY W R CORP COM 084423102 828 36,732 36,732
BEST BUY INC COM 086516101 5,205 137,109 137,109
BIG LOTS INC COM 089302103 249 11,969 11,969
BIOMARIN PHARMACEUTICAL INC COM 09061G101 179 14,462 14,462
BIOGEN IDEC INC COM 09062X103 4,502 85,883 85,883
BLACK & DECKER CORP COM 091797100 559 17,720 17,720
BLACKROCK INC COM 09247X101 1,515 11,654 11,654
BLOCK H & R INC COM 093671105 869 47,773 47,773
BOEING CO COM 097023105 7,903 222,116 222,116
BORGWARNER INC COM 099724106 497 24,502 24,502
BOSTON PROPERTIES INC COM 101121101 1,348 38,494 38,494
BOSTON SCIENTIFIC CORP COM 101137107 470 59,119 59,119
BRINKER INTL INC COM 109641100 458 30,363 30,363
BRINKS CO COM 109696104 497 18,779 18,779
BRINKS HOME SEC HLDGS INC COM 109699108 425 18,793 18,793
BRISTOL MYERS SQUIBB CO COM 110122108 10,701 488,207 488,207
BROADCOM CORP CL A 111320107 3,637 182,033 182,033
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 743 39,948 39,948
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 63 18,185 18,185
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 678 49,166 49,166
BROWN FORMAN CORP CL B 115637209 473 12,191 12,191
BUCYRUS INTL INC NEW COM 118759109 176 11,624 11,624
BURGER KING HLDGS INC COM 121208201 271 11,801 11,801
BURLINGTON NORTHN SANTA FE C COM 12189T104 6,551 108,918 108,918
CBS CORP NEW CL B 124857202 697 181,471 181,471
CB RICHARD ELLIS GROUP INC CL A 12497T101 74 18,257 18,257
CF INDS HLDGS INC COM 125269100 602 8,462 8,462
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,543 99,603 99,603
CIGNA CORP COM 125509109 1,205 68,532 68,532
CIT GROUP INC COM 125581108 84 29,606 29,606
CME GROUP INC COM 12572Q105 4,699 19,072 19,072
CMS ENERGY CORP COM 125896100 820 69,219 69,219
CSX CORP COM 126408103 3,860 149,325 149,325
CTS CORP COM 126501105 56 15,498 15,498
CVS CAREMARK CORPORATION COM 126650100 13,452 489,326 489,326
CA INC COM 12673P105 586 33,271 33,271
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 847 65,439 65,439
CABOT OIL & GAS CORP COM 127097103 205 8,699 8,699
CADENCE DESIGN SYSTEM INC COM 127387108 360 85,732 85,732
CALPINE CORP COM NEW 131347304 455 66,764 66,764
CAMERON INTERNATIONAL CORP COM 13342B105 2,196 100,155 100,155
CAMPBELL SOUP CO COM 134429109 614 22,444 22,444
CAPITAL ONE FINL CORP COM 14040H105 832 67,993 67,993
CARDINAL HEALTH INC COM 14149Y108 1,325 42,075 42,075
CARMAX INC COM 143130102 399 32,106 32,106
CARNIVAL CORP PAIRED CTF 143658300 523 24,228 24,228
CATERPILLAR INC DEL COM 149123101 5,422 193,930 193,930
CELANESE CORP DEL COM SER A 150870103 875 65,439 65,439
CELGENE CORP COM 151020104 5,930 133,567 133,567
CENTERPOINT ENERGY INC COM 15189T107 763 73,172 73,172
CENTEX CORP COM 152312104 81 10,818 10,818
CENTURYTEL INC COM 156700106 2,122 75,461 75,461
CEPHALON INC COM 156708109 678 9,954 9,954
CERNER CORP COM 156782104 435 9,898 9,898
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
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CHEMTURA CORP COM 163893100 0 10,169 10,169
CHESAPEAKE ENERGY CORP COM 165167107 797 46,737 46,737
CHEVRON CORP NEW COM 166764100 36,233 538,857 538,857
CHIPOTLE MEXICAN GRILL INC CL A 169656105 321 4,832 4,832
CHUBB CORP COM 171232101 6,061 143,223 143,223
CHURCH & DWIGHT INC COM 171340102 1,286 24,622 24,622
CIENA CORP COM NEW 171779309 99 12,748 12,748
CISCO SYS INC COM 17275R102 34,301 2,045,377 2,045,377
CITIGROUP INC COM 172967101 3,195 1,263,023 1,263,023
CITRIX SYS INC COM 177376100 610 26,948 26,948
CLARCOR INC COM 179895107 644 25,571 25,571
CLIFFS NATURAL RESOURCES INC COM 18683K101 323 17,806 17,806
CLOROX CO DEL COM 189054109 481 9,339 9,339
COACH INC COM 189754104 2,803 167,841 167,841
COCA COLA CO COM 191216100 29,085 661,776 661,776
COCA COLA ENTERPRISES INC COM 191219104 135 10,203 10,203
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,166 104,174 104,174
COLGATE PALMOLIVE CO COM 194162103 9,727 164,917 164,917
COMCAST CORP NEW CL A 20030N101 8,069 591,592 591,592
COMMERCIAL METALS CO COM 201723103 480 41,593 41,593
COMMSCOPE INC COM 203372107 116 10,244 10,244
COMPUTER SCIENCES CORP COM 205363104 1,739 47,204 47,204
COMPUWARE CORP COM 205638109 162 24,523 24,523
CONAGRA FOODS INC COM 205887102 245 14,533 14,533
CONOCOPHILLIPS COM 20825C104 17,695 451,861 451,861
CONSOL ENERGY INC COM 20854P109 1,334 52,861 52,861
CONSOLIDATED EDISON INC COM 209115104 667 16,852 16,852
CONSTELLATION BRANDS INC CL A 21036P108 322 27,066 27,066
CONSTELLATION ENERGY GROUP I COM 210371100 1,483 71,765 71,765
CONVERGYS CORP COM 212485106 440 54,451 54,451
COPART INC COM 217204106 275 9,265 9,265
CORN PRODS INTL INC COM 219023108 1,289 60,800 60,800
CORNING INC COM 219350105 6,936 522,694 522,694
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 214 16,725 16,725
COSTCO WHSL CORP NEW COM 22160K105 8,349 180,239 180,239
COVANCE INC COM 222816100 1,880 52,764 52,764
COVANTA HLDG CORP COM 22282E102 254 19,442 19,442
COVENTRY HEALTH CARE INC COM 222862104 190 14,672 14,672
CRANE CO COM 224399105 580 34,354 34,354
CROWN CASTLE INTL CORP COM 228227104 2,921 143,124 143,124
CROWN HOLDINGS INC COM 228368106 536 23,560 23,560
CUMMINS INC COM 231021106 1,713 67,323 67,323
CURTISS WRIGHT CORP COM 231561101 898 32,003 32,003
CYPRESS SEMICONDUCTOR CORP COM 232806109 150 22,134 22,134
DPL INC COM 233293109 542 24,041 24,041
D R HORTON INC COM 23331A109 456 47,012 47,012
DST SYS INC DEL COM 233326107 533 15,406 15,406
DTE ENERGY CO COM 233331107 484 17,468 17,468
DANAHER CORP DEL COM 235851102 4,060 74,879 74,879
DARDEN RESTAURANTS INC COM 237194105 2,916 85,112 85,112
DAVITA INC COM 23918K108 702 15,970 15,970
DEAN FOODS CO NEW COM 242370104 300 16,577 16,577
DEERE & CO COM 244199105 4,667 141,987 141,987
DELL INC COM 24702R101 6,103 643,814 643,814
DELTA AIR LINES INC DEL COM NEW 247361702 214 38,091 38,091
DENBURY RES INC COM NEW 247916208 536 36,092 36,092
DENTSPLY INTL INC NEW COM 249030107 587 21,859 21,859
DEVELOPERS DIVERSIFIED RLTY COM 251591103 45 21,189 21,189
DEVON ENERGY CORP NEW COM 25179M103 7,691 172,094 172,094
DEVRY INC DEL COM 251893103 1,002 20,792 20,792
DIAGEO P L C SPON ADR NEW 25243Q205 252 5,621 5,621
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,291 20,531 20,531
DICKS SPORTING GOODS INC COM 253393102 247 17,314 17,314
DIEBOLD INC COM 253651103 258 12,068 12,068
DIGITAL RLTY TR INC COM 253868103 267 8,047 8,047
DIRECTV GROUP INC COM 25459L106 3,861 169,408 169,408
DISNEY WALT CO COM DISNEY 254687106 10,635 585,646 585,646
DISH NETWORK CORP CL A 25470M109 333 29,952 29,952
DISCOVER FINL SVCS COM 254709108 342 54,129 54,129
DOLBY LABORATORIES INC COM 25659T107 252 7,389 7,389
DOLLAR TREE INC COM 256746108 588 13,208 13,208
DOMINION RES INC VA NEW COM 25746U109 6,340 204,570 204,570
DOMTAR CORP COM 257559104 15 15,972 15,972
DONALDSON INC COM 257651109 1,749 65,147 65,147
DONNELLEY R R & SONS CO COM 257867101 228 31,130 31,130
DOVER CORP COM 260003108 707 26,797 26,797
DOW CHEM CO COM 260543103 1,982 235,087 235,087
DREAMWORKS ANIMATION SKG INC CL A 26153C103 255 11,769 11,769
DRESSER-RAND GROUP INC COM 261608103 287 12,973 12,973
DU PONT E I DE NEMOURS & CO COM 263534109 5,003 224,070 224,070
DUKE ENERGY CORP NEW COM 26441C105 5,539 386,833 386,833
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
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DUN & BRADSTREET CORP DEL NE COM 26483E100 4,005 52,015 52,015
DYNEGY INC DEL CL A 26817G102 34 23,828 23,828
E M C CORP MASS COM 268648102 3,607 316,388 316,388
ENSCO INTL INC COM 26874Q100 1,862 70,528 70,528
EOG RES INC COM 26875P101 3,213 58,681 58,681
EQT CORP COM 26884L109 602 19,207 19,207
E TRADE FINANCIAL CORP COM 269246104 28 22,240 22,240
EASTMAN CHEM CO COM 277432100 232 8,649 8,649
EATON CORP COM 278058102 1,672 45,367 45,367
EATON VANCE CORP COM NON VTG 278265103 343 15,008 15,008
EBAY INC COM 278642103 5,249 417,886 417,886
ECOLAB INC COM 278865100 1,841 53,001 53,001
EDISON INTL COM 281020107 764 26,516 26,516
EDWARDS LIFESCIENCES CORP COM 28176E108 488 8,043 8,043
EL PASO CORP COM 28336L109 281 45,034 45,034
ELECTRONIC ARTS INC COM 285512109 1,132 62,230 62,230
EMBARQ CORP COM 29078E105 812 21,445 21,445
EMERSON ELEC CO COM 291011104 8,182 286,289 286,289
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,354 76,563 76,563
ENERGEN CORP COM 29265N108 619 21,259 21,259
ENERGY CONVERSION DEVICES IN COM 292659109 154 11,623 11,623
ENERGIZER HLDGS INC COM 29266R108 1,487 29,926 29,926
ENTERGY CORP NEW COM 29364G103 7,389 108,523 108,523
EQUIFAX INC COM 294429105 1,345 55,024 55,024
EQUINIX INC COM NEW 29444U502 269 4,786 4,786
EXELON CORP COM 30161N101 7,456 164,268 164,268
EXPEDIA INC DEL COM 30212P105 523 57,648 57,648
EXPEDITORS INTL WASH INC COM 302130109 2,711 95,838 95,838
EXPRESS SCRIPTS INC COM 302182100 4,762 103,148 103,148
EXXON MOBIL CORP COM 30231G102 89,829 1,319,072 1,319,072
FLIR SYS INC COM 302445101 413 20,152 20,152
FMC TECHNOLOGIES INC COM 30249U101 1,960 62,476 62,476
F M C CORP COM NEW 302491303 247 5,730 5,730
FPL GROUP INC COM 302571104 1,253 24,705 24,705
FTI CONSULTING INC COM 302941109 364 7,348 7,348
FACTSET RESH SYS INC COM 303075105 310 6,210 6,210
FAIRPOINT COMMUNICATIONS INC COM 305560104 12 15,013 15,013
FAMILY DLR STORES INC COM 307000109 1,019 30,550 30,550
FASTENAL CO COM 311900104 810 25,203 25,203
FEDERAL HOME LN MTG CORP COM 313400301 225 295,498 295,498
FEDERAL NATL MTG ASSN COM 313586109 203 289,622 289,622
FEDERATED INVS INC PA CL B 314211103 285 12,800 12,800
FEDEX CORP COM 31428X106 4,203 94,471 94,471
F5 NETWORKS INC COM 315616102 252 12,034 12,034
FIDELITY NATL INFORMATION SV COM 31620M106 207 11,353 11,353
FIDELITY NATIONAL FINANCIAL CL A 31620R105 587 30,097 30,097
FIFTH THIRD BANCORP COM 316773100 183 62,621 62,621
FIRST SOLAR INC COM 336433107 1,148 8,648 8,648
FISERV INC COM 337738108 1,523 41,763 41,763
FIRSTENERGY CORP COM 337932107 3,852 99,801 99,801
FLUOR CORP NEW COM 343412102 1,566 45,317 45,317
FLOWSERVE CORP COM 34354P105 898 16,009 16,009
FORD MTR CO DEL COM PAR $0.01 345370860 858 326,392 326,392
FOREST CITY ENTERPRISES INC CL A 345550107 39 10,828 10,828
FOREST LABS INC COM 345838106 1,840 83,778 83,778
FORTUNE BRANDS INC COM 349631101 235 9,581 9,581
FOUNDATION COAL HLDGS INC COM 35039W100 226 15,740 15,740
FRANKLIN RES INC COM 354613101 4,788 88,874 88,874
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,330 113,631 113,631
FRONTIER COMMUNICATIONS CORP COM 35906A108 134 18,683 18,683
FRONTIER OIL CORP COM 35914P105 696 54,447 54,447
GATX CORP COM 361448103 529 26,142 26,142
GAMESTOP CORP NEW CL A 36467W109 1,064 37,964 37,964
GANNETT INC COM 364730101 99 45,207 45,207
GAP INC DEL COM 364760108 1,757 135,256 135,256
GARDNER DENVER INC COM 365558105 289 13,289 13,289
GEN-PROBE INC NEW COM 36866T103 361 7,911 7,911
GENENTECH INC COM NEW 368710406 15,911 167,489 167,489
GENERAL DYNAMICS CORP COM 369550108 5,684 136,675 136,675
GENERAL ELECTRIC CO COM 369604103 21,118 2,088,817 2,088,817
GENERAL GROWTH PPTYS INC COM 370021107 15 21,537 21,537
GENERAL MLS INC COM 370334104 8,198 164,357 164,357
GENERAL MTRS CORP COM 370442105 153 78,848 78,848
GENTEX CORP COM 371901109 209 20,954 20,954
GENUINE PARTS CO COM 372460105 689 23,077 23,077
GENWORTH FINL INC COM CL A 37247D106 203 106,850 106,850
GENZYME CORP COM 372917104 2,534 42,670 42,670
GILEAD SCIENCES INC COM 375558103 16,803 362,757 362,757
GLOBAL INDS LTD COM 379336100 47 12,157 12,157
GLOBAL PMTS INC COM 37940X102 5,571 166,760 166,760
GOLDMAN SACHS GROUP INC COM 38141G104 13,382 126,226 126,226
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
GOODRICH CORP COM 382388106 1,283 33,868 33,868
GOODYEAR TIRE & RUBR CO COM 382550101 455 72,738 72,738
GOOGLE INC CL A 38259P508 26,812 77,033 77,033
GRACO INC COM 384109104 284 16,623 16,623
GRAINGER W W INC COM 384802104 1,908 27,184 27,184
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 634 46,493 46,493
HCP INC COM 40414L109 205 11,471 11,471
HSN INC COM 404303109 86 16,817 16,817
HALLIBURTON CO COM 406216101 4,045 261,493 261,493
HANESBRANDS INC COM 410345102 132 13,789 13,789
HANOVER INS GROUP INC COM 410867105 267 9,255 9,255
HANSEN NAT CORP COM 411310105 384 10,665 10,665
HARLEY DAVIDSON INC COM 412822108 1,739 129,875 129,875
HARRIS CORP DEL COM 413875105 671 23,195 23,195
HARSCO CORP COM 415864107 274 12,368 12,368
HARTFORD FINL SVCS GROUP INC COM 416515104 703 89,527 89,527
HASBRO INC COM 418056107 1,602 63,915 63,915
HEALTH MGMT ASSOC INC NEW CL A 421933102 68 26,397 26,397
HEINZ H J CO COM 423074103 4,804 145,307 145,307
HERSHEY CO COM 427866108 566 16,300 16,300
HERTZ GLOBAL HOLDINGS INC COM 42805T105 49 12,364 12,364
HESS CORP COM 42809H107 2,595 47,887 47,887
HEWITT ASSOCS INC COM 42822Q100 426 14,303 14,303
HEWLETT PACKARD CO COM 428236103 28,045 874,764 874,764
HOLOGIC INC COM 436440101 300 22,890 22,890
HOME DEPOT INC COM 437076102 8,188 347,553 347,553
HONEYWELL INTL INC COM 438516106 6,569 235,801 235,801
HOSPIRA INC COM 441060100 239 7,743 7,743
HOST HOTELS & RESORTS INC COM 44107P104 157 40,001 40,001
HUDSON CITY BANCORP COM 443683107 438 37,447 37,447
HUMANA INC COM 444859102 924 35,415 35,415
HUNT J B TRANS SVCS INC COM 445658107 289 11,970 11,970
HUNTINGTON BANCSHARES INC COM 446150104 20 11,792 11,792
IAC INTERACTIVECORP COM PAR $.001 44919P508 639 41,927 41,927
IMS HEALTH INC COM 449934108 129 10,343 10,343
ITT EDUCATIONAL SERVICES INC COM 45068B109 691 5,689 5,689
ITT CORP NEW COM 450911102 2,154 56,001 56,001
IDEX CORP COM 45167R104 353 16,153 16,153
IDEXX LABS INC COM 45168D104 1,037 29,985 29,985
IHS INC CL A 451734107 261 6,337 6,337
ILLINOIS TOOL WKS INC COM 452308109 2,914 94,444 94,444
ILLUMINA INC COM 452327109 671 18,007 18,007
INGRAM MICRO INC CL A 457153104 390 30,835 30,835
INTEGRATED DEVICE TECHNOLOGY COM 458118106 206 45,351 45,351
INTEL CORP COM 458140100 27,709 1,843,594 1,843,594
INTERCONTINENTALEXCHANGE INC COM 45865V100 966 12,971 12,971
INTERNATIONAL BUSINESS MACHS COM 459200101 43,667 450,687 450,687
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 453 14,881 14,881
INTERNATIONAL GAME TECHNOLOG COM 459902102 673 72,957 72,957
INTL PAPER CO COM 460146103 745 105,882 105,882
INTERNATIONAL RECTIFIER CORP COM 460254105 266 19,660 19,660
INTERNATIONAL SPEEDWAY CORP CL A 460335201 394 17,854 17,854
INTERSIL CORP CL A 46069S109 365 31,768 31,768
INTERPUBLIC GROUP COS INC COM 460690100 253 61,398 61,398
INTERVAL LEISURE GROUP INC COM 46113M108 89 16,794 16,794
INTUITIVE SURGICAL INC COM NEW 46120E602 587 6,159 6,159
INTUIT COM 461202103 1,586 58,752 58,752
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,141 44,722 44,722
IRON MTN INC COM 462846106 1,097 49,492 49,492
ISHARES TR RUSSELL1000VAL 464287598 7,112 174,519 174,519
ISHARES TR RUSSELL1000GRW 464287614 7,193 205,041 205,041
ISHARES TR RUSSELL 1000 464287622 15,344 354,782 354,782
ITRON INC COM 465741106 237 5,000 5,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 63 19,518 19,518
JPMORGAN CHASE & CO COM 46625H100 20,873 785,272 785,272
JABIL CIRCUIT INC COM 466313103 328 58,962 58,962
JACOBS ENGR GROUP INC DEL COM 469814107 2,525 65,321 65,321
JANUS CAP GROUP INC COM 47102X105 292 43,940 43,940
JOHN BEAN TECHNOLOGIES CORP COM 477839104 142 13,531 13,531
JOHNSON & JOHNSON COM 478160104 38,277 727,694 727,694
JOHNSON CTLS INC COM 478366107 1,994 166,134 166,134
JONES APPAREL GROUP INC COM 480074103 99 23,536 23,536
JOY GLOBAL INC COM 481165108 484 22,746 22,746
JUNIPER NETWORKS INC COM 48203R104 1,295 86,040 86,040
KBR INC COM 48242W106 294 21,254 21,254
KLA-TENCOR CORP COM 482480100 474 23,720 23,720
KANSAS CITY SOUTHERN COM NEW 485170302 146 11,456 11,456
KELLOGG CO COM 487836108 1,358 37,069 37,069
KENNAMETAL INC COM 489170100 421 25,961 25,961
KEYCORP NEW COM 493267108 124 15,771 15,771
KIMBERLY CLARK CORP COM 494368103 1,733 37,588 37,588
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
KIMCO REALTY CORP COM 49446R109 1,315 172,616 172,616
KING PHARMACEUTICALS INC COM 495582108 1,258 177,897 177,897
KIRBY CORP COM 497266106 310 11,621 11,621
KOHLS CORP COM 500255104 3,235 76,443 76,443
KRAFT FOODS INC CL A 50075N104 7,844 351,909 351,909
KROGER CO COM 501044101 1,490 70,197 70,197
LKQ CORP COM 501889208 284 19,883 19,883
LSI CORPORATION COM 502161102 529 174,145 174,145
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,874 27,644 27,644
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,763 81,435 81,435
LAM RESEARCH CORP COM 512807108 1,096 48,124 48,124
LAMAR ADVERTISING CO CL A 512815101 110 11,261 11,261
LANDSTAR SYS INC COM 515098101 258 7,720 7,720
LAS VEGAS SANDS CORP COM 517834107 126 41,856 41,856
LAUDER ESTEE COS INC CL A 518439104 354 14,375 14,375
LEGG MASON INC COM 524901105 671 42,178 42,178
LENNAR CORP CL A 526057104 86 11,483 11,483
LEVEL 3 COMMUNICATIONS INC COM 52729N100 265 288,130 288,130
LEXMARK INTL NEW CL A 529771107 537 31,856 31,856
LIBERTY GLOBAL INC COM SER A 530555101 1,322 90,770 90,770
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 56 19,295 19,295
LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 128 18,301 18,301
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 2,732 136,941 136,941
LIFE TECHNOLOGIES CORP COM 53217V109 1,454 44,779 44,779
LILLY ELI & CO COM 532457108 5,734 171,614 171,614
LIMITED BRANDS INC COM 532716107 446 51,290 51,290
LINCARE HLDGS INC COM 532791100 894 41,009 41,009
LINCOLN ELEC HLDGS INC COM 533900106 717 22,621 22,621
LINEAR TECHNOLOGY CORP COM 535678106 749 32,574 32,574
LIZ CLAIBORNE INC COM 539320101 96 38,924 38,924
LOCKHEED MARTIN CORP COM 539830109 6,781 98,233 98,233
LOEWS CORP COM 540424108 5,153 233,184 233,184
LORILLARD INC COM 544147101 4,796 77,675 77,675
LOWES COS INC COM 548661107 6,303 345,350 345,350
LUBRIZOL CORP COM 549271104 240 7,070 7,070
M & T BK CORP COM 55261F104 586 12,960 12,960
MBIA INC COM 55262C100 357 78,038 78,038
M D C HLDGS INC COM 552676108 373 11,971 11,971
MDU RES GROUP INC COM 552690109 312 19,353 19,353
MEMC ELECTR MATLS INC COM 552715104 551 33,439 33,439
MGIC INVT CORP WIS COM 552848103 64 44,817 44,817
MGM MIRAGE COM 552953101 41 17,407 17,407
MSC INDL DIRECT INC CL A 553530106 202 6,509 6,509
MACERICH CO COM 554382101 69 10,963 10,963
MACK CALI RLTY CORP COM 554489104 502 25,329 25,329
MACYS INC COM 55616P104 965 108,423 108,423
MANITOWOC INC COM 563571108 206 62,967 62,967
MANPOWER INC COM 56418H100 1,288 40,857 40,857
MARATHON OIL CORP COM 565849106 5,309 201,936 201,936
MARINER ENERGY INC COM 56845T305 79 10,161 10,161
MARSH & MCLENNAN COS INC COM 571748102 730 36,040 36,040
MARSHALL & ILSLEY CORP NEW COM 571837103 336 59,608 59,608
MARRIOTT INTL INC NEW CL A 571903202 1,846 112,818 112,818
MARTIN MARIETTA MATLS INC COM 573284106 452 5,701 5,701
MASCO CORP COM 574599106 243 34,831 34,831
MASSEY ENERGY CORP COM 576206106 136 13,392 13,392
MASTERCARD INC CL A 57636Q104 2,894 17,281 17,281
MATTEL INC COM 577081102 1,372 119,035 119,035
MCAFEE INC COM 579064106 783 23,384 23,384
MCCLATCHY CO CL A 579489105 6 11,623 11,623
MCCORMICK & CO INC COM NON VTG 579780206 775 26,201 26,201
MCDERMOTT INTL INC COM 580037109 1,090 81,424 81,424
MCDONALDS CORP COM 580135101 22,694 415,875 415,875
MCGRAW HILL COS INC COM 580645109 1,511 66,078 66,078
MCKESSON CORP COM 58155Q103 3,630 103,589 103,589
MEADWESTVACO CORP COM 583334107 1,030 85,865 85,865
MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,636 208,897 208,897
MEDTRONIC INC COM 585055106 12,385 420,242 420,242
MENTOR GRAPHICS CORP COM 587200106 206 46,493 46,493
MERCK & CO INC COM 589331107 14,516 542,644 542,644
METAVANTE TECHNOLOGIES INC COM 591407101 567 28,415 28,415
METLIFE INC COM 59156R108 4,246 186,486 186,486
METROPCS COMMUNICATIONS INC COM 591708102 618 36,183 36,183
METTLER TOLEDO INTERNATIONAL COM 592688105 385 7,507 7,507
MICROSOFT CORP COM 594918104 48,278 2,628,063 2,628,063
MICROCHIP TECHNOLOGY INC COM 595017104 576 27,175 27,175
MICRON TECHNOLOGY INC COM 595112103 476 117,194 117,194
MILLIPORE CORP COM 601073109 465 8,096 8,096
MIRANT CORP NEW COM 60467R100 482 42,298 42,298
MOHAWK INDS INC COM 608190104 300 10,059 10,059
MOLEX INC COM 608554101 333 24,240 24,240
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
MOLSON COORS BREWING CO CL B 60871R209 943 27,520 27,520
MONSANTO CO NEW COM 61166W101 18,587 223,667 223,667
MONSTER WORLDWIDE INC COM 611742107 245 30,029 30,029
MOODYS CORP COM 615369105 1,305 56,956 56,956
MORGAN STANLEY COM NEW 617446448 6,190 271,833 271,833
MOSAIC CO COM 61945A107 1,022 24,351 24,351
MOTOROLA INC COM 620076109 2,080 491,690 491,690
MURPHY OIL CORP COM 626717102 1,249 27,892 27,892
MYLAN INC COM 628530107 1,048 78,181 78,181
NCR CORP NEW COM 62886E108 575 72,271 72,271
NII HLDGS INC CL B NEW 62913F201 927 61,811 61,811
NRG ENERGY INC COM NEW 629377508 313 17,783 17,783
NVR INC COM 62944T105 237 555 555
NYSE EURONEXT COM 629491101 1,010 56,419 56,419
NALCO HOLDING COMPANY COM 62985Q101 256 19,553 19,553
NASDAQ OMX GROUP INC COM 631103108 857 43,779 43,779
NATIONAL HEALTH INVS INC COM 63633D104 229 8,517 8,517
NATIONAL OILWELL VARCO INC COM 637071101 3,296 114,791 114,791
NATIONAL SEMICONDUCTOR CORP COM 637640103 955 93,021 93,021
NETAPP INC COM 64110D104 1,718 115,748 115,748
NEUSTAR INC CL A 64126X201 191 11,390 11,390
NEW YORK CMNTY BANCORP INC COM 649445103 123 10,991 10,991
NEWELL RUBBERMAID INC COM 651229106 215 33,656 33,656
NEWMONT MINING CORP COM 651639106 5,670 126,677 126,677
NEWS CORP CL A 65248E104 4,292 648,364 648,364
NIKE INC CL B 654106103 8,731 186,207 186,207
NISOURCE INC COM 65473P105 238 24,308 24,308
NOKIA CORP SPONSORED ADR 654902204 483 41,384 41,384
NOBLE ENERGY INC COM 655044105 366 6,790 6,790
NORDSTROM INC COM 655664100 1,121 66,919 66,919
NORFOLK SOUTHERN CORP COM 655844108 3,591 106,392 106,392
NORTHEAST UTILS COM 664397106 944 43,733 43,733
NORTHERN TR CORP COM 665859104 7,380 123,377 123,377
NORTHROP GRUMMAN CORP COM 666807102 3,328 76,270 76,270
NOVELL INC COM 670006105 126 29,490 29,490
NSTAR COM 67019E107 603 18,918 18,918
NUANCE COMMUNICATIONS INC COM 67020Y100 312 28,767 28,767
NUCOR CORP COM 670346105 3,854 100,959 100,959
NVIDIA CORP COM 67066G104 2,437 247,211 247,211
NV ENERGY INC COM 67073Y106 319 33,987 33,987
OGE ENERGY CORP COM 670837103 532 22,326 22,326
OCCIDENTAL PETE CORP DEL COM 674599105 20,969 376,803 376,803
OCEANEERING INTL INC COM 675232102 329 8,921 8,921
OFFICE DEPOT INC COM 676220106 52 39,980 39,980
OMNICOM GROUP INC COM 681919106 4,253 181,743 181,743
ON SEMICONDUCTOR CORP COM 682189105 233 59,803 59,803
ORACLE CORP COM 68389X105 24,554 1,358,806 1,358,806
O REILLY AUTOMOTIVE INC COM 686091109 419 11,965 11,965
OVERSEAS SHIPHOLDING GROUP I COM 690368105 390 17,225 17,225
OWENS ILL INC COM NEW 690768403 156 10,818 10,818
PG&E CORP COM 69331C108 5,141 134,521 134,521
PMI GROUP INC COM 69344M101 12 19,390 19,390
PNC FINL SVCS GROUP INC COM 693475105 2,606 88,962 88,962
PPG INDS INC COM 693506107 1,057 28,646 28,646
PPL CORP COM 69351T106 5,611 195,422 195,422
PACCAR INC COM 693718108 2,461 95,519 95,519
PACKAGING CORP AMER COM 695156109 167 12,816 12,816
PALL CORP COM 696429307 368 18,003 18,003
PANERA BREAD CO CL A 69840W108 218 3,895 3,895
PARKER HANNIFIN CORP COM 701094104 1,666 49,016 49,016
PATRIOT COAL CORP COM 70336T104 56 15,117 15,117
PATTERSON COMPANIES INC COM 703395103 336 17,818 17,818
PATTERSON UTI ENERGY INC COM 703481101 143 15,910 15,910
PAYCHEX INC COM 704326107 2,920 113,743 113,743
PEABODY ENERGY CORP COM 704549104 1,910 76,296 76,296
PENN NATL GAMING INC COM 707569109 236 9,780 9,780
PENNEY J C INC COM 708160106 1,036 51,611 51,611
PENTAIR INC COM 709631105 270 12,453 12,453
PEOPLES UNITED FINANCIAL INC COM 712704105 199 11,089 11,089
PEPSI BOTTLING GROUP INC COM 713409100 1,669 75,402 75,402
PEPSIAMERICAS INC COM 71343P200 700 40,601 40,601
PEPSICO INC COM 713448108 26,761 519,828 519,828
PERRIGO CO COM 714290103 284 11,445 11,445
PETROHAWK ENERGY CORP COM 716495106 733 38,111 38,111
PETSMART INC COM 716768106 392 18,711 18,711
PFIZER INC COM 717081103 22,193 1,629,455 1,629,455
PHARMACEUTICAL PROD DEV INC COM 717124101 372 15,690 15,690
PHILIP MORRIS INTL INC COM 718172109 25,713 722,679 722,679
PINNACLE WEST CAP CORP COM 723484101 497 18,703 18,703
PIONEER NAT RES CO COM 723787107 669 40,617 40,617
PITNEY BOWES INC COM 724479100 659 28,212 28,212
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
PLAINS EXPL& PRODTN CO COM 726505100 253 14,701 14,701
PLUM CREEK TIMBER CO INC COM 729251108 345 11,884 11,884
POLO RALPH LAUREN CORP CL A 731572103 347 8,219 8,219
PRAXAIR INC COM 74005P104 6,746 100,258 100,258
PRECISION CASTPARTS CORP COM 740189105 4,408 73,593 73,593
PRICE T ROWE GROUP INC COM 74144T108 1,100 38,114 38,114
PRICELINE COM INC COM NEW 741503403 863 10,957 10,957
PRIDE INTL INC DEL COM 74153Q102 348 19,368 19,368
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 226 27,685 27,685
PROCTER & GAMBLE CO COM 742718109 36,565 776,501 776,501
PROGRESS ENERGY INC COM 743263105 647 17,838 17,838
PROGRESSIVE CORP OHIO COM 743315103 1,750 130,182 130,182
PROLOGIS SH BEN INT 743410102 225 34,607 34,607
PRUDENTIAL FINL INC COM 744320102 1,550 81,479 81,479
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,197 176,337 176,337
PUBLIC STORAGE COM 74460D109 2,529 45,782 45,782
PULTE HOMES INC COM 745867101 915 83,728 83,728
QLOGIC CORP COM 747277101 197 17,742 17,742
QUALCOMM INC COM 747525103 20,782 534,112 534,112
QUANTA SVCS INC COM 74762E102 511 23,842 23,842
QUEST DIAGNOSTICS INC COM 74834L100 949 19,987 19,987
QUEST RESOURCE CORP COM NEW 748349305 10 33,087 33,087
QUESTAR CORP COM 748356102 2,401 81,585 81,585
QUICKSILVER RESOURCES INC COM 74837R104 156 28,100 28,100
QWEST COMMUNICATIONS INTL IN COM 749121109 732 213,988 213,988
RPM INTL INC COM 749685103 260 20,419 20,419
RADIAN GROUP INC COM 750236101 89 49,096 49,096
RAMBUS INC DEL COM 750917106 145 15,318 15,318
RANGE RES CORP COM 75281A109 939 22,814 22,814
RAYTHEON CO COM NEW 755111507 4,294 110,267 110,267
RED HAT INC COM 756577102 1,121 62,851 62,851
REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 3,543 71,300 71,300
REGIONS FINANCIAL CORP NEW COM 7591EP100 95 22,274 22,274
RELIANT ENERGY INC COM 75952B105 35 11,094 11,094
REPUBLIC SVCS INC COM 760759100 524 30,528 30,528
RESMED INC COM 761152107 401 11,352 11,352
REYNOLDS AMERICAN INC COM 761713106 854 23,836 23,836
RITE AID CORP COM 767754104 6 17,450 17,450
ROBERT HALF INTL INC COM 770323103 638 35,790 35,790
ROCKWELL AUTOMATION INC COM 773903109 1,271 58,207 58,207
ROCKWELL COLLINS INC COM 774341101 1,782 54,595 54,595
ROHM & HAAS CO COM 775371107 2,219 28,145 28,145
ROPER INDS INC NEW COM 776696106 1,880 44,298 44,298
ROSS STORES INC COM 778296103 1,587 44,223 44,223
RYDER SYS INC COM 783549108 418 14,758 14,758
SBA COMMUNICATIONS CORP COM 78388J106 494 21,188 21,188
SAIC INC COM 78390X101 195 10,421 10,421
SEI INVESTMENTS CO COM 784117103 1,425 116,703 116,703
SLM CORP COM 78442P106 469 94,721 94,721
SPX CORP COM 784635104 819 17,420 17,420
SAFEWAY INC COM NEW 786514208 284 14,050 14,050
ST JOE CO COM 790148100 199 11,872 11,872
ST JUDE MED INC COM 790849103 2,432 66,935 66,935
SALESFORCE COM INC COM 79466L302 897 27,417 27,417
SANDISK CORP COM 80004C101 449 35,520 35,520
SANDRIDGE ENERGY INC COM 80007P307 105 16,006 16,006
SARA LEE CORP COM 803111103 183 22,663 22,663
SCHEIN HENRY INC COM 806407102 1,740 43,509 43,509
SCHERING PLOUGH CORP COM 806605101 9,918 421,131 421,131
SCHLUMBERGER LTD COM 806857108 12,955 318,935 318,935
SCHWAB CHARLES CORP NEW COM 808513105 4,001 258,150 258,150
SEARS HLDGS CORP COM 812350106 1,042 22,798 22,798
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4,528 514,000 514,000
SEMPRA ENERGY COM 816851109 883 19,090 19,090
SEPRACOR INC COM 817315104 232 15,827 15,827
SHAW GROUP INC COM 820280105 334 12,171 12,171
SHERWIN WILLIAMS CO COM 824348106 2,332 44,866 44,866
SIGMA ALDRICH CORP COM 826552101 1,392 36,835 36,835
SIMON PPTY GROUP INC NEW COM 828806109 2,762 79,725 79,725
SIRIUS XM RADIO INC COM 82967N108 180 513,844 513,844
SMITH INTL INC COM 832110100 1,495 69,595 69,595
SNAP ON INC COM 833034101 483 19,255 19,255
SONOCO PRODS CO COM 835495102 261 12,445 12,445
SOUTHERN CO COM 842587107 3,111 101,593 101,593
SOUTHERN COPPER CORP COM 84265V105 1,103 63,346 63,346
SOUTHWEST AIRLS CO COM 844741108 388 61,230 61,230
SOUTHWEST GAS CORP COM 844895102 746 35,420 35,420
SOUTHWESTERN ENERGY CO COM 845467109 1,574 52,998 52,998
SPECTRA ENERGY CORP COM 847560109 2,672 188,979 188,979
SPRINT NEXTEL CORP COM SER 1 852061100 2,178 610,075 610,075
STANLEY WKS COM 854616109 705 24,200 24,200
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
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STAPLES INC COM 855030102 4,303 237,609 237,609
STARBUCKS CORP COM 855244109 3,636 327,275 327,275
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 899 70,809 70,809
STATE STR CORP COM 857477103 1,935 62,871 62,871
STEEL DYNAMICS INC COM 858119100 682 77,433 77,433
STERICYCLE INC COM 858912108 822 17,214 17,214
STRAYER ED INC COM 863236105 375 2,085 2,085
STRYKER CORP COM 863667101 3,650 107,234 107,234
SUN MICROSYSTEMS INC COM NEW 866810203 707 96,536 96,536
SUNOCO INC COM 86764P109 310 11,718 11,718
SUNPOWER CORP COM CL A 867652109 345 14,513 14,513
SUNTRUST BKS INC COM 867914103 1,125 95,819 95,819
SUPERIOR ENERGY SVCS INC COM 868157108 159 12,304 12,304
SUPERVALU INC COM 868536103 837 58,597 58,597
SYMANTEC CORP COM 871503108 2,608 174,574 174,574
SYNOPSYS INC COM 871607107 990 47,762 47,762
SYSCO CORP COM 871829107 2,016 88,422 88,422
TD AMERITRADE HLDG CORP COM 87236Y108 1,670 120,909 120,909
TJX COS INC NEW COM 872540109 4,362 170,136 170,136
TARGET CORP COM 87612E106 8,899 258,779 258,779
TAUBMAN CTRS INC COM 876664103 180 10,573 10,573
TECH DATA CORP COM 878237106 520 23,859 23,859
TECHNE CORP COM 878377100 310 5,671 5,671
TELEPHONE & DATA SYS INC COM 879433100 1,386 52,273 52,273
TELEPHONE & DATA SYS INC SPL COM 879433860 367 15,498 15,498
TELLABS INC COM 879664100 58 12,714 12,714
TEMPLE INLAND INC COM 879868107 97 18,038 18,038
TENET HEALTHCARE CORP COM 88033G100 54 46,155 46,155
TERADATA CORP DEL COM 88076W103 420 25,868 25,868
TERADYNE INC COM 880770102 78 17,853 17,853
TEREX CORP NEW COM 880779103 159 17,159 17,159
TERRA INDS INC COM 880915103 518 18,424 18,424
TETRA TECHNOLOGIES INC DEL COM 88162F105 36 10,975 10,975
TEXAS INSTRS INC COM 882508104 8,307 503,151 503,151
TEXTRON INC COM 883203101 440 76,647 76,647
THERMO FISHER SCIENTIFIC INC COM 883556102 2,201 61,693 61,693
THOMAS & BETTS CORP COM 884315102 1,471 58,812 58,812
THOR INDS INC COM 885160101 279 17,837 17,837
3M CO COM 88579Y101 11,676 234,829 234,829
TICKETMASTER ENTMT INC COM 88633P302 62 16,826 16,826
TIDEWATER INC COM 886423102 750 20,205 20,205
TIFFANY & CO NEW COM 886547108 399 18,523 18,523
TIM HORTONS INC COM 88706M103 688 27,124 27,124
TIME WARNER CABLE INC COM 88732J207 1,951 78,663 78,663
TIMKEN CO COM 887389104 168 12,019 12,019
TORONTO DOMINION BK ONT COM NEW 891160509 448 12,969 12,969
TOTAL SYS SVCS INC COM 891906109 331 23,990 23,990
TRAVELERS COMPANIES INC COM 89417E109 8,725 214,699 214,699
TRIMBLE NAVIGATION LTD COM 896239100 272 17,801 17,801
TUPPERWARE BRANDS CORP COM 899896104 356 20,981 20,981
TYSON FOODS INC CL A 902494103 125 13,365 13,365
US BANCORP DEL COM NEW 902973304 8,527 583,625 583,625
ULTRA PETROLEUM CORP COM 903914109 478 13,328 13,328
UNION PAC CORP COM 907818108 7,828 190,425 190,425
UNISYS CORP COM 909214108 18 33,888 33,888
UNITED ONLINE INC COM 911268100 84 18,937 18,937
UNITED PARCEL SERVICE INC CL B 911312106 9,565 194,341 194,341
UNITED STATES CELLULAR CORP COM 911684108 432 12,949 12,949
UNITED STATES STL CORP NEW COM 912909108 495 23,408 23,408
UNITED TECHNOLOGIES CORP COM 913017109 11,127 258,879 258,879
UNITEDHEALTH GROUP INC COM 91324P102 5,888 281,299 281,299
UNUM GROUP COM 91529Y106 139 11,104 11,104
URBAN OUTFITTERS INC COM 917047102 273 16,680 16,680
VCA ANTECH INC COM 918194101 279 12,384 12,384
V F CORP COM 918204108 3,031 53,067 53,067
VALERO ENERGY CORP NEW COM 91913Y100 927 51,781 51,781
VARIAN MED SYS INC COM 92220P105 1,159 38,064 38,064
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 236 10,879 10,879
VERISIGN INC COM 92343E102 539 28,588 28,588
VERIZON COMMUNICATIONS INC COM 92343V104 40,378 1,337,028 1,337,028
VERTEX PHARMACEUTICALS INC COM 92532F100 637 22,164 22,164
VIACOM INC NEW CL B 92553P201 1,359 78,219 78,219
VISA INC COM CL A 92826C839 5,222 93,915 93,915
VULCAN MATLS CO COM 929160109 1,409 31,816 31,816
WADDELL & REED FINL INC CL A 930059100 230 12,703 12,703
WAL MART STORES INC COM 931142103 35,218 675,962 675,962
WALGREEN CO COM 931422109 4,803 185,012 185,012
WALTER INDS INC COM 93317Q105 256 11,206 11,206
WASHINGTON POST CO CL B 939640108 485 1,357 1,357
WASTE MGMT INC DEL COM 94106L109 3,619 141,349 141,349
WATERS CORP COM 941848103 1,206 32,649 32,649
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
--------------------
(B) VOTING AUTHORITY SHARES
PENSION FAIR SHARES OR SHARED (C) MANAGERS -----------------------
CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
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WATSON PHARMACEUTICALS INC COM 942683103 289 9,284 9,284
WATTS WATER TECHNOLOGIES INC CL A 942749102 376 19,217 19,217
WELLCARE HEALTH PLANS INC COM 94946T106 384 34,119 34,119
WELLPOINT INC COM 94973V107 5,736 151,067 151,067
WELLS FARGO & CO NEW COM 949746101 14,198 997,023 997,023
WESTERN DIGITAL CORP COM 958102105 3,203 165,635 165,635
WESTERN UN CO COM 959802109 1,767 140,595 140,595
WEYERHAEUSER CO COM 962166104 1,039 37,690 37,690
WHIRLPOOL CORP COM 963320106 271 9,152 9,152
WHOLE FOODS MKT INC COM 966837106 346 20,588 20,588
WILEY JOHN & SONS INC CL A 968223206 433 14,542 14,542
WILLIAMS COS INC DEL COM 969457100 1,285 112,914 112,914
WINDSTREAM CORP COM 97381W104 443 54,922 54,922
WISCONSIN ENERGY CORP COM 976657106 865 21,013 21,013
WYETH COM 983024100 9,801 227,712 227,712
WYNDHAM WORLDWIDE CORP COM 98310W108 61 14,569 14,569
WYNN RESORTS LTD COM 983134107 494 24,759 24,759
XTO ENERGY INC COM 98385X106 4,203 137,279 137,279
XCEL ENERGY INC COM 98389B100 2,614 140,304 140,304
XILINX INC COM 983919101 1,825 95,267 95,267
XEROX CORP COM 984121103 772 169,780 169,780
YAHOO INC COM 984332106 6,048 472,150 472,150
YUM BRANDS INC COM 988498101 5,251 191,098 191,098
ZIMMER HLDGS INC COM 98956P102 1,954 53,529 53,529
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GRAND TOTAL 2,139,036
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