UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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
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Phone: 908 559-5890
-----------------------
Signature, Place, and Date of Signing:
/s/ David L. Beik Basking Ridge, New Jersey November 10, 2009
----------------- -------------------------- -----------------
[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
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Form 13F Information Table Entry Total: 614
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Form 13F Information Table Value Total: 1,686,693.00
------------
(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
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ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
----------------------------- --------------- --------- ----------- ------------- -------------------- -------- --------------------
VOTING
INV. DISCRETION AUTHORITY SHARES
-------------------- --------------------
(B) (C)
PENSION FAIR SHARES SHARED MANAGERS
CUSIP MARKET VALUE OR PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER (x$1000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
------------------------------ -------------- --------- ------------ ------------ ---- -------- ------ -------- ---- ------ --------
ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 887 18,500 18,500
ARCH CAP GROUP LTD ORD G0450A105 675 10,000 10,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,066 28,600 28,600
COOPER INDUSTRIES PLC SHS G24140108 1,360 36,200 36,200
COVIDIEN PLC SHS G2554F105 2,018 46,646 46,646
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,501 41,150 41,150
GARMIN LTD ORD G37260109 323 8,551 8,551
INGERSOLL-RAND PLC SHS G47791101 1,011 32,956 32,956
LAZARD LTD SHS A G54050102 293 7,097 7,097
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 821 50,684 50,684
NABORS INDUSTRIES LTD SHS G6359F103 203 9,700 9,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 493 9,000 9,000
SEAGATE TECHNOLOGY SHS G7945J104 625 41,066 41,066
TRANSOCEAN LTD REG SHS H8817H100 641 7,500 7,500
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 668 30,000 30,000
AFLAC INC COM 001055102 5,208 121,851 121,851
AGCO CORP COM 001084102 550 19,900 19,900
AES CORP COM 00130H105 1,411 95,232 95,232
AMR CORP COM 001765106 210 26,422 26,422
AT&T INC COM 00206R102 16,806 622,200 622,200
ABBOTT LABS COM 002824100 17,415 352,025 352,025
ACTIVISION BLIZZARD INC COM 00507V109 1,438 116,045 116,045
ADOBE SYS INC COM 00724F101 3,944 119,372 119,372
ADVANCE AUTO PARTS INC COM 00751Y106 347 8,833 8,833
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 238 8,767 8,767
AEROPOSTALE COM 007865108 1,337 30,754 30,754
ADVANCED MICRO DEVICES INC COM 007903107 154 27,293 27,293
AETNA INC NEW COM 00817Y108 2,305 82,812 82,812
AFFILIATED COMPUTER SERVICES CL A 008190100 1,306 24,104 24,104
AFFILIATED MANAGERS GROUP COM 008252108 249 3,829 3,829
AGILENT TECHNOLOGIES INC COM 00846U101 1,484 53,310 53,310
AIR PRODS & CHEMS INC COM 009158106 2,142 27,614 27,614
AKAMAI TECHNOLOGIES INC COM 00971T101 315 16,029 16,029
ALBERTO CULVER CO NEW COM 013078100 795 28,723 28,723
ALCOA INC COM 013817101 1,537 117,135 117,135
ALEXION PHARMACEUTICALS INC COM 015351109 339 7,612 7,612
ALLEGHENY ENERGY INC COM 017361106 607 22,900 22,900
ALLEGHENY TECHNOLOGIES INC COM 01741R102 840 24,000 24,000
ALLERGAN INC COM 018490102 4,986 87,838 87,838
ALLIANCE DATA SYSTEMS CORP COM 018581108 329 5,387 5,387
ALLIANT TECHSYSTEMS INC COM 018804104 237 3,041 3,041
ALLSTATE CORP COM 020002101 2,471 80,686 80,686
ALPHA NATURAL RESOURCES INC COM 02076X102 583 16,612 16,612
ALTERA CORP COM 021441100 558 27,212 27,212
ALTRIA GROUP INC COM 02209S103 6,635 372,553 372,553
AMAZON COM INC COM 023135106 6,926 74,182 74,182
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 806 47,822 47,822
AMERICAN ELEC PWR INC COM 025537101 824 26,600 26,600
AMERICAN EXPRESS CO COM 025816109 5,208 153,621 153,621
AMERICAN INTL GROUP INC COM NEW 026874784 595 13,500 13,500
AMERICAN RAILCAR INDS INC COM 02916P103 228 21,500 21,500
AMERICAN TOWER CORP CL A 029912201 1,736 47,682 47,682
AMERISOURCEBERGEN CORP COM 03073E105 3,428 153,164 153,164
AMETEK INC NEW COM 031100100 1,322 37,863 37,863
AMGEN INC COM 031162100 14,858 246,688 246,688
AMPHENOL CORP NEW CL A 032095101 599 15,887 15,887
AMYLIN PHARMACEUTICALS INC COM 032346108 179 13,068 13,068
ANADARKO PETE CORP COM 032511107 2,917 46,500 46,500
ANALOG DEVICES INC COM 032654105 2,278 82,612 82,612
ANNALY CAP MGMT INC COM 035710409 1,478 81,500 81,500
ANSYS INC COM 03662Q105 304 8,129 8,129
APACHE CORP COM 037411105 3,490 38,000 38,000
APOLLO GROUP INC CL A 037604105 3,058 41,506 41,506
APPLE INC COM 037833100 37,744 203,634 203,634
APPLIED MATLS INC COM 038222105 1,425 106,480 106,480
APTARGROUP INC COM 038336103 224 6,000 6,000
ARCHER DANIELS MIDLAND CO COM 039483102 4,652 159,203 159,203
ARROW ELECTRS INC COM 042735100 400 14,203 14,203
AUTODESK INC COM 052769106 341 14,325 14,325
AUTOMATIC DATA PROCESSING IN COM 053015103 3,990 101,524 101,524
AUTOZONE INC COM 053332102 2,044 13,977 13,977
AVALONBAY CMNTYS INC COM 053484101 1,331 18,300 18,300
AVON PRODS INC COM 054303102 3,005 88,492 88,492
BB&T CORP COM 054937107 1,703 62,500 62,500
BJS WHOLESALE CLUB INC COM 05548J106 394 10,889 10,889
BOK FINL CORP COM NEW 05561Q201 432 9,333 9,333
BMC SOFTWARE INC COM 055921100 1,207 32,151 32,151
BAKER HUGHES INC COM 057224107 1,314 30,800 30,800
BALL CORP COM 058498106 1,450 29,466 29,466
BANK OF AMERICA CORPORATION COM 060505104 11,250 664,900 664,900
BANK HAWAII CORP COM 062540109 2,048 49,300 49,300
BANK OF NEW YORK MELLON CORP COM 064058100 5,628 194,129 194,129
BARD C R INC COM 067383109 1,667 21,211 21,211
BAXTER INTL INC COM 071813109 8,130 142,611 142,611
BECKMAN COULTER INC COM 075811109 465 6,740 6,740
BECTON DICKINSON & CO COM 075887109 4,116 59,016 59,016
BED BATH & BEYOND INC COM 075896100 1,606 42,792 42,792
BEMIS INC COM 081437105 466 18,000 18,000
BEST BUY INC COM 086516101 3,697 98,533 98,533
BIOGEN IDEC INC COM 09062X103 4,868 96,361 96,361
BLACKROCK INC COM 09247X101 679 3,132 3,132
BLOCK H & R INC COM 093671105 579 31,501 31,501
BOEING CO COM 097023105 5,243 96,823 96,823
BORGWARNER INC COM 099724106 455 15,030 15,030
BOSTON PROPERTIES INC COM 101121101 800 12,200 12,200
BOSTON SCIENTIFIC CORP COM 101137107 3,224 304,436 304,436
BRISTOL MYERS SQUIBB CO COM 110122108 6,312 280,275 280,275
BROADCOM CORP CL A 111320107 5,057 164,763 164,763
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 484 61,634 61,634
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 606 26,700 26,700
BROWN FORMAN CORP CL B 115637209 335 6,946 6,946
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,145 39,400 39,400
CBS CORP NEW CL B 124857202 783 65,000 65,000
CB RICHARD ELLIS GROUP INC CL A 12497T101 425 36,194 36,194
CF INDS HLDGS INC COM 125269100 321 3,722 3,722
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,900 50,215 50,215
CIGNA CORP COM 125509109 1,330 47,345 47,345
CME GROUP INC COM 12572Q105 2,822 9,158 9,158
CMS ENERGY CORP COM 125896100 261 19,500 19,500
CSX CORP COM 126408103 1,875 44,800 44,800
CVS CAREMARK CORPORATION COM 126650100 7,726 216,181 216,181
CA INC COM 12673P105 618 28,120 28,120
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 594 25,000 25,000
CADENCE DESIGN SYSTEM INC COM 127387108 179 24,437 24,437
CALPINE CORP COM NEW 131347304 361 31,303 31,303
CAMERON INTERNATIONAL CORP COM 13342B105 1,506 39,824 39,824
CAMPBELL SOUP CO COM 134429109 894 27,396 27,396
CAPITAL ONE FINL CORP COM 14040H105 2,173 60,813 60,813
CARMAX INC COM 143130102 303 14,517 14,517
CARNIVAL CORP PAIRED CTF 143658300 614 18,448 18,448
CATERPILLAR INC DEL COM 149123101 6,211 121,004 121,004
CELANESE CORP DEL COM SER A 150870103 670 26,809 26,809
CELGENE CORP COM 151020104 6,327 113,188 113,188
CENTERPOINT ENERGY INC COM 15189T107 515 41,405 41,405
CENTURYTEL INC COM 156700106 1,876 55,827 55,827
CEPHALON INC COM 156708109 399 6,848 6,848
CERNER CORP COM 156782104 466 6,224 6,224
CHESAPEAKE ENERGY CORP COM 165167107 2,670 94,001 94,001
CHEVRON CORP NEW COM 166764100 16,727 237,500 237,500
CHICOS FAS INC COM 168615102 200 15,423 15,423
CHIPOTLE MEXICAN GRILL INC CL A 169656105 287 2,955 2,955
CHOICE HOTELS INTL INC COM 169905106 355 11,442 11,442
CHUBB CORP COM 171232101 882 17,500 17,500
CHURCH & DWIGHT INC COM 171340102 937 16,512 16,512
CISCO SYS INC COM 17275R102 31,275 1,328,610 328,610
CITIGROUP INC COM 172967101 3,131 646,800 646,800
CITRIX SYS INC COM 177376100 658 16,784 16,784
CLEARWIRE CORP NEW CL A 18538Q105 100 12,301 12,301
CLIFFS NATURAL RESOURCES INC COM 18683K101 297 9,167 9,167
CLOROX CO DEL COM 189054109 1,379 23,439 23,439
COACH INC COM 189754104 2,286 69,453 69,453
COCA COLA CO COM 191216100 25,623 477,148 477,148
COCA COLA ENTERPRISES INC COM 191219104 521 24,343 24,343
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,443 63,193 63,193
COLGATE PALMOLIVE CO COM 194162103 9,835 128,931 128,931
COMCAST CORP NEW CL A 20030N101 5,992 354,997 354,997
COMMERCIAL METALS CO COM 201723103 179 10,000 10,000
COMPUTER SCIENCES CORP COM 205363104 474 9,000 9,000
CONOCOPHILLIPS COM 20825C104 8,129 180,000 180,000
CONSOL ENERGY INC COM 20854P109 1,753 38,853 38,853
CONSOLIDATED EDISON INC COM 209115104 1,195 29,200 29,200
CONSTELLATION ENERGY GROUP I COM 210371100 604 18,667 18,667
CONTINENTAL AIRLS INC CL B 210795308 189 11,467 11,467
COPART INC COM 217204106 206 6,193 6,193
CORN PRODS INTL INC COM 219023108 1,258 44,100 44,100
CORNING INC COM 219350105 4,934 322,267 322,267
COSTCO WHSL CORP NEW COM 22160K105 6,419 113,852 113,852
COVANCE INC COM 222816100 321 5,929 5,929
COVENTRY HEALTH CARE INC COM 222862104 201 10,083 10,083
CRANE CO COM 224399105 329 12,759 12,759
CREE INC COM 225447101 303 8,249 8,249
CROWN CASTLE INTL CORP COM 228227104 1,194 38,084 38,084
CROWN HOLDINGS INC COM 228368106 404 14,836 14,836
CULLEN FROST BANKERS INC COM 229899109 491 9,500 9,500
CUMMINS INC COM 231021106 2,329 51,977 51,977
CYPRESS SEMICONDUCTOR CORP COM 232806109 125 12,094 12,094
DPL INC COM 233293109 244 9,366 9,366
D R HORTON INC COM 23331A109 297 26,000 26,000
DTE ENERGY CO COM 233331107 717 20,400 20,400
DANAHER CORP DEL COM 235851102 3,878 57,611 57,611
DARDEN RESTAURANTS INC COM 237194105 946 27,718 27,718
DAVITA INC COM 23918K108 543 9,591 9,591
DEAN FOODS CO NEW COM 242370104 297 16,686 16,686
DEERE & CO COM 244199105 2,919 68,021 68,021
DEL MONTE FOODS CO COM 24522P103 573 49,500 49,500
DELL INC COM 24702R101 6,430 421,364 421,364
DELTA AIR LINES INC DEL COM NEW 247361702 641 71,560 71,560
DENDREON CORP COM 24823Q107 300 10,703 10,703
DENTSPLY INTL INC NEW COM 249030107 476 13,775 13,775
DEVON ENERGY CORP NEW COM 25179M103 4,767 70,800 70,800
DEVRY INC DEL COM 251893103 319 5,772 5,772
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,518 15,895 15,895
DIEBOLD INC COM 253651103 1,014 30,783 30,783
DIGITAL RLTY TR INC COM 253868103 323 7,060 7,060
DIRECTV GROUP INC COM 25459L106 1,865 67,626 67,626
DISNEY WALT CO COM DISNEY 254687106 6,027 219,501 219,501
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 631 24,259 24,259
DISH NETWORK CORP CL A 25470M109 1,065 55,300 55,300
DOLLAR TREE INC COM 256746108 1,321 27,137 27,137
DOMINION RES INC VA NEW COM 25746U109 3,015 87,400 87,400
DONALDSON INC COM 257651109 944 27,261 27,261
DONNELLEY R R & SONS CO COM 257867101 360 16,911 16,911
DOVER CORP COM 260003108 1,349 34,815 34,815
DOW CHEM CO COM 260543103 3,042 116,700 116,700
DREAMWORKS ANIMATION SKG INC CL A 26153C103 1,248 35,100 35,100
DRESSER-RAND GROUP INC COM 261608103 915 29,444 29,444
DU PONT E I DE NEMOURS & CO COM 263534109 4,003 124,538 124,538
DUKE ENERGY CORP NEW COM 26441C105 2,868 182,200 182,200
DUN & BRADSTREET CORP DEL NE COM 26483E100 552 7,332 7,332
E M C CORP MASS COM 268648102 4,524 265,516 265,516
ENSCO INTL INC COM 26874Q100 2,387 56,123 56,123
EOG RES INC COM 26875P101 4,343 52,000 52,000
EQT CORP COM 26884L109 1,420 33,340 33,340
EXCO RESOURCES INC COM 269279402 213 11,391 11,391
EASTMAN CHEM CO COM 277432100 771 14,400 14,400
EATON CORP COM 278058102 639 11,300 11,300
EATON VANCE CORP COM NON VTG 278265103 582 20,809 20,809
EBAY INC COM 278642103 5,510 233,460 233,460
ECOLAB INC COM 278865100 1,707 36,932 36,932
EDISON INTL COM 281020107 1,034 30,800 30,800
EDWARDS LIFESCIENCES CORP COM 28176E108 363 5,196 5,196
EL PASO CORP COM 28336L109 187 18,073 18,073
ELECTRONIC ARTS INC COM 285512109 1,996 104,751 104,751
EMERSON ELEC CO COM 291011104 6,497 162,089 162,089
ENERGIZER HLDGS INC COM 29266R108 1,193 17,985 17,985
ENTERGY CORP NEW COM 29364G103 3,011 37,700 37,700
EQUIFAX INC COM 294429105 637 21,856 21,856
EQUINIX INC COM NEW 29444U502 324 3,521 3,521
EXELON CORP COM 30161N101 3,525 71,044 71,044
EXPEDIA INC DEL COM 30212P105 886 36,994 36,994
EXPEDITORS INTL WASH INC COM 302130109 1,705 48,494 48,494
EXPRESS SCRIPTS INC COM 302182100 5,367 69,184 69,184
EXXON MOBIL CORP COM 30231G102 47,770 696,256 696,256
FLIR SYS INC COM 302445101 390 13,935 13,935
FMC TECHNOLOGIES INC COM 30249U101 1,231 23,562 23,562
F M C CORP COM NEW 302491303 323 5,736 5,736
FPL GROUP INC COM 302571104 2,713 49,115 49,115
FTI CONSULTING INC COM 302941109 203 4,762 4,762
FACTSET RESH SYS INC COM 303075105 256 3,869 3,869
FAMILY DLR STORES INC COM 307000109 1,201 45,506 45,506
FASTENAL CO COM 311900104 714 18,460 18,460
FEDERATED INVS INC PA CL B 314211103 924 35,037 35,037
FEDEX CORP COM 31428X106 2,407 32,000 32,000
F5 NETWORKS INC COM 315616102 289 7,286 7,286
FIDELITY NATL INFORMATION SV COM 31620M106 1,537 60,270 60,270
FIDELITY NATIONAL FINANCIAL CL A 31620R105 237 15,702 15,702
FIFTH THIRD BANCORP COM 316773100 1,216 120,000 120,000
FIRST AMERN CORP CALIF COM 318522307 324 10,000 10,000
FIRST SOLAR INC COM 336433107 1,584 10,364 10,364
FISERV INC COM 337738108 2,358 48,931 48,931
FIRSTENERGY CORP COM 337932107 1,326 29,000 29,000
FLUOR CORP NEW COM 343412102 2,119 41,679 41,679
FLOWSERVE CORP COM 34354P105 1,675 16,998 16,998
FORD MTR CO DEL COM PAR $0.01 345370860 2,343 325,000 325,000
FOREST LABS INC COM 345838106 1,387 47,100 47,100
FRANKLIN RES INC COM 354613101 4,707 46,788 46,788
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,431 64,579 64,579
FRONTIER COMMUNICATIONS CORP COM 35906A108 122 16,199 16,199
FRONTIER OIL CORP COM 35914P105 211 15,138 15,138
GALLAGHER ARTHUR J & CO COM 363576109 210 8,618 8,618
GAMESTOP CORP NEW CL A 36467W109 1,279 48,321 48,321
GAP INC DEL COM 364760108 3,418 159,726 159,726
GEN-PROBE INC NEW COM 36866T103 200 4,830 4,830
GENERAL DYNAMICS CORP COM 369550108 4,345 67,255 67,255
GENERAL ELECTRIC CO COM 369604103 15,607 950,500 950,500
GENERAL MLS INC COM 370334104 7,041 109,371 109,371
GENTEX CORP COM 371901109 181 12,770 12,770
GENWORTH FINL INC COM CL A 37247D106 205 17,116 17,116
GENZYME CORP COM 372917104 2,321 40,918 40,918
GILEAD SCIENCES INC COM 375558103 9,591 206,260 206,260
GLG PARTNERS INC COM 37929X107 71 17,629 17,629
GLOBAL PMTS INC COM 37940X102 1,959 41,957 41,957
GOLDMAN SACHS GROUP INC COM 38141G104 11,189 60,696 60,696
GOODRICH CORP COM 382388106 1,276 23,487 23,487
GOODYEAR TIRE & RUBR CO COM 382550101 978 57,427 57,427
GOOGLE INC CL A 38259P508 26,930 54,310 54,310
GRAINGER W W INC COM 384802104 510 5,704 5,704
GREEN MTN COFFEE ROASTERS IN COM 393122106 205 2,771 2,771
GREIF INC CL A 397624107 501 9,100 9,100
GUESS INC COM 401617105 200 5,411 5,411
HCP INC COM 40414L109 3,089 107,498 107,498
HALLIBURTON CO COM 406216101 2,598 95,800 95,800
HANOVER INS GROUP INC COM 410867105 330 7,996 7,996
HANSEN NAT CORP COM 411310105 800 21,785 21,785
HARLEY DAVIDSON INC COM 412822108 745 32,400 32,400
HARRIS CORP DEL COM 413875105 362 9,615 9,615
HARTFORD FINL SVCS GROUP INC COM 416515104 814 30,700 30,700
HASBRO INC COM 418056107 1,807 65,119 65,119
HEALTH MGMT ASSOC INC NEW CL A 421933102 171 22,869 22,869
HEALTH CARE REIT INC COM 42217K106 216 5,186 5,186
HEINZ H J CO COM 423074103 3,468 87,236 87,236
HELMERICH & PAYNE INC COM 423452101 338 8,552 8,552
HERSHEY CO COM 427866108 324 8,328 8,328
HESS CORP COM 42809H107 1,395 26,100 26,100
HEWITT ASSOCS INC COM 42822Q100 1,291 35,440 35,440
HEWLETT PACKARD CO COM 428236103 24,698 523,158 523,158
HOME DEPOT INC COM 437076102 5,777 216,842 216,842
HONEYWELL INTL INC COM 438516106 6,289 169,286 169,286
HORMEL FOODS CORP COM 440452100 999 28,135 28,135
HOSPIRA INC COM 441060100 664 14,883 14,883
HUDSON CITY BANCORP COM 443683107 317 24,077 24,077
HUMANA INC COM 444859102 922 24,706 24,706
HUNT J B TRANS SVCS INC COM 445658107 260 8,105 8,105
ITT EDUCATIONAL SERVICES INC COM 45068B109 393 3,555 3,555
ITT CORP NEW COM 450911102 1,511 28,972 28,972
IDEX CORP COM 45167R104 434 15,516 15,516
IDEXX LABS INC COM 45168D104 849 16,973 16,973
IHS INC CL A 451734107 227 4,431 4,431
ILLINOIS TOOL WKS INC COM 452308109 2,456 57,500 57,500
ILLUMINA INC COM 452327109 1,229 28,911 28,911
INGRAM MICRO INC CL A 457153104 721 42,800 42,800
INTEGRATED DEVICE TECHNOLOGY COM 458118106 712 105,364 105,364
INTEL CORP COM 458140100 22,247 1,136,777 136,777
INTERCONTINENTALEXCHANGE INC COM 45865V100 2,066 21,255 21,255
INTERNATIONAL BUSINESS MACHS COM 459200101 34,573 289,047 289,047
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,156 30,489 30,489
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,379 64,212 64,212
INTL PAPER CO COM 460146103 963 43,300 43,300
INTUITIVE SURGICAL INC COM NEW 46120E602 1,786 6,812 6,812
INTUIT COM 461202103 1,210 42,462 42,462
IRON MTN INC COM 462846106 712 26,723 26,723
ISHARES TR INDEX RUSSELL1000VAL 464287598 704 12,684 12,684
ISHARES TR INDEX RUSSELL1000GRW 464287614 1,539 33,230 33,230
ITC HLDGS CORP COM 465685105 373 8,215 8,215
ITRON INC COM 465741106 219 3,410 3,410
JDS UNIPHASE CORP COM PAR $0.001 46612J507 72 10,188 10,188
JPMORGAN CHASE & CO COM 46625H100 18,930 432,000 432,000
JABIL CIRCUIT INC COM 466313103 253 18,869 18,869
JACOBS ENGR GROUP INC DEL COM 469814107 1,151 25,050 25,050
JANUS CAP GROUP INC COM 47102X105 184 12,996 12,996
JEFFERIES GROUP INC NEW COM 472319102 222 8,144 8,144
JOHNSON & JOHNSON COM 478160104 33,672 552,995 552,995
JOHNSON CTLS INC COM 478366107 2,342 91,613 91,613
JOY GLOBAL INC COM 481165108 1,635 33,415 33,415
JUNIPER NETWORKS INC COM 48203R104 1,811 67,019 67,019
KBR INC COM 48242W106 1,220 52,400 52,400
KELLOGG CO COM 487836108 1,161 23,592 23,592
KIMBERLY CLARK CORP COM 494368103 4,525 76,720 76,720
KIMCO REALTY CORP COM 49446R109 413 31,700 31,700
KING PHARMACEUTICALS INC COM 495582108 775 72,000 72,000
KOHLS CORP COM 500255104 3,479 60,980 60,980
KRAFT FOODS INC CL A 50075N104 3,885 147,900 147,900
KROGER CO COM 501044101 1,373 66,501 66,501
LKQ CORP COM 501889208 241 13,003 13,003
LSI CORPORATION COM 502161102 671 122,300 122,300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 803 10,000 10,000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 660 10,044 10,044
LAM RESEARCH CORP COM 512807108 400 11,723 11,723
LAS VEGAS SANDS CORP COM 517834107 556 33,009 33,009
LAUDER ESTEE COS INC CL A 518439104 382 10,289 10,289
LENDER PROCESSING SVCS INC COM 52602E102 338 8,863 8,863
LEUCADIA NATL CORP COM 527288104 1,869 75,621 75,621
LEVEL 3 COMMUNICATIONS INC COM 52729N100 140 100,400 100,400
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 622 20,000 20,000
LIFE TECHNOLOGIES CORP COM 53217V109 1,599 34,353 34,353
LILLY ELI & CO COM 532457108 5,937 179,749 179,749
LIMITED BRANDS INC COM 532716107 697 41,049 41,049
LINCOLN NATL CORP IND COM 534187109 600 23,140 23,140
LINEAR TECHNOLOGY CORP COM 535678106 570 20,612 20,612
LOCKHEED MARTIN CORP COM 539830109 6,325 81,001 81,001
LOEWS CORP COM 540424108 3,425 100,000 100,000
LORILLARD INC COM 544147101 1,692 22,772 22,772
LOWES COS INC COM 548661107 4,036 192,761 192,761
LUBRIZOL CORP COM 549271104 655 9,161 9,161
MBIA INC COM 55262C100 126 16,200 16,200
MDU RES GROUP INC COM 552690109 932 44,700 44,700
MEMC ELECTR MATLS INC COM 552715104 345 20,727 20,727
MSCI INC CL A 55354G100 273 9,211 9,211
MACYS INC COM 55616P104 640 35,000 35,000
MANPOWER INC COM 56418H100 1,911 33,700 33,700
MARATHON OIL CORP COM 565849106 4,252 133,300 133,300
MARRIOTT INTL INC NEW CL A 571903202 1,265 45,861 45,861
MARVEL ENTERTAINMENT INC COM 57383T103 225 4,527 4,527
MASCO CORP COM 574599106 203 15,695 15,695
MASTERCARD INC CL A 57636Q104 3,759 18,595 18,595
MATRIXX INITIATIVES INC COM 57685L105 236 41,600 41,600
MATTEL INC COM 577081102 3,107 168,304 168,304
MAXIM INTEGRATED PRODS INC COM 57772K101 748 41,219 41,219
MCAFEE INC COM 579064106 631 14,410 14,410
MCCORMICK & CO INC COM NON VTG 579780206 410 12,085 12,085
MCDERMOTT INTL INC COM 580037109 947 37,494 37,494
MCDONALDS CORP COM 580135101 14,337 251,215 251,215
MCGRAW HILL COS INC COM 580645109 2,727 108,468 108,468
MCKESSON CORP COM 58155Q103 3,313 55,635 55,635
MEADWESTVACO CORP COM 583334107 277 12,400 12,400
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,102 92,236 92,236
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 110 19,100 19,100
MEDTRONIC INC COM 585055106 10,503 285,402 285,402
MERCK & CO INC COM 589331107 8,679 274,388 274,388
METAVANTE TECHNOLOGIES INC COM 591407101 286 8,308 8,308
METLIFE INC COM 59156R108 2,436 64,000 64,000
METROPCS COMMUNICATIONS INC COM 591708102 372 39,691 39,691
METTLER TOLEDO INTERNATIONAL COM 592688105 283 3,124 3,124
MICROS SYS INC COM 594901100 225 7,457 7,457
MICROSOFT CORP COM 594918104 47,666 1,853,256 853,256
MICROCHIP TECHNOLOGY INC COM 595017104 410 15,467 15,467
MICRON TECHNOLOGY INC COM 595112103 113 13,822 13,822
MILLIPORE CORP COM 601073109 362 5,142 5,142
MIRANT CORP NEW COM 60467R100 912 55,501 55,501
MONSANTO CO NEW COM 61166W101 9,382 121,214 121,214
MONSTER WORLDWIDE INC COM 611742107 1,277 73,039 73,039
MOODYS CORP COM 615369105 908 44,400 44,400
MORGAN STANLEY COM NEW 617446448 5,058 163,785 163,785
MOSAIC CO COM 61945A107 1,619 33,673 33,673
MOTOROLA INC COM 620076109 2,436 283,606 283,606
MURPHY OIL CORP COM 626717102 864 15,000 15,000
MYLAN INC COM 628530107 324 20,227 20,227
MYRIAD GENETICS INC COM 62855J104 243 8,858 8,858
NCR CORP NEW COM 62886E108 1,184 85,709 85,709
NII HLDGS INC CL B NEW 62913F201 572 19,016 19,016
NVR INC COM 62944T105 1,885 2,957 2,957
NYSE EURONEXT COM 629491101 714 24,698 24,698
NALCO HOLDING COMPANY COM 62985Q101 447 21,812 21,812
NATIONAL OILWELL VARCO INC COM 637071101 1,859 43,101 43,101
NATIONAL SEMICONDUCTOR CORP COM 637640103 689 48,295 48,295
NATIONWIDE HEALTH PPTYS INC COM 638620104 687 22,181 22,181
NAVISTAR INTL CORP NEW COM 63934E108 794 21,219 21,219
NETAPP INC COM 64110D104 3,505 131,361 131,361
NEWMONT MINING CORP COM 651639106 4,349 98,792 98,792
NEWS CORP CL A 65248E104 2,862 239,302 239,302
NIKE INC CL B 654106103 7,279 112,510 112,510
NOBLE ENERGY INC COM 655044105 1,418 21,500 21,500
NORDSTROM INC COM 655664100 687 22,499 22,499
NORFOLK SOUTHERN CORP COM 655844108 2,536 58,826 58,826
NORTHERN TR CORP COM 665859104 3,580 61,547 61,547
NORTHROP GRUMMAN CORP COM 666807102 1,582 30,571 30,571
NOVELL INC COM 670006105 66 14,533 14,533
NSTAR COM 67019E107 853 26,800 26,800
NUANCE COMMUNICATIONS INC COM 67020Y100 274 18,318 18,318
NUCOR CORP COM 670346105 1,669 35,500 35,500
NVIDIA CORP COM 67066G104 1,438 95,655 95,655
NV ENERGY INC COM 67073Y106 276 23,783 23,783
OGE ENERGY CORP COM 670837103 232 7,000 7,000
OCCIDENTAL PETE CORP DEL COM 674599105 9,055 115,500 115,500
OCEANEERING INTL INC COM 675232102 912 16,076 16,076
OMNICOM GROUP INC COM 681919106 4,447 120,386 120,386
ON ASSIGNMENT INC COM 682159108 102 17,363 17,363
ON SEMICONDUCTOR CORP COM 682189105 322 38,984 38,984
ORACLE CORP COM 68389X105 16,146 774,777 774,777
O REILLY AUTOMOTIVE INC COM 686091109 455 12,582 12,582
OWENS ILL INC COM NEW 690768403 469 12,721 12,721
PG&E CORP COM 69331C108 2,320 57,300 57,300
PMC-SIERRA INC COM 69344F106 306 32,000 32,000
PNC FINL SVCS GROUP INC COM 693475105 1,710 35,200 35,200
PPG INDS INC COM 693506107 815 14,000 14,000
PPL CORP COM 69351T106 2,059 67,875 67,875
PACCAR INC COM 693718108 3,151 83,557 83,557
PACTIV CORP COM 695257105 670 25,721 25,721
PALL CORP COM 696429307 352 10,905 10,905
PARKER HANNIFIN CORP COM 701094104 1,166 22,500 22,500
PATTERSON COMPANIES INC COM 703395103 254 9,321 9,321
PAYCHEX INC COM 704326107 2,930 100,850 100,850
PEABODY ENERGY CORP COM 704549104 2,222 59,695 59,695
PENNEY J C INC COM 708160106 975 28,900 28,900
PENTAIR INC COM 709631105 281 9,535 9,535
PEPSI BOTTLING GROUP INC COM 713409100 380 10,440 10,440
PEPSIAMERICAS INC COM 71343P200 314 11,000 11,000
PEPSICO INC COM 713448108 20,618 351,475 351,475
PERRIGO CO COM 714290103 251 7,388 7,388
PETROHAWK ENERGY CORP COM 716495106 1,127 46,559 46,559
PETSMART INC COM 716768106 254 11,690 11,690
PFIZER INC COM 717081103 12,988 784,800 784,800
PHARMACEUTICAL PROD DEV INC COM 717124101 214 9,743 9,743
PHILIP MORRIS INTL INC COM 718172109 22,952 470,916 470,916
PIEDMONT NAT GAS INC COM 720186105 498 20,800 20,800
PINNACLE WEST CAP CORP COM 723484101 263 8,000 8,000
PIONEER NAT RES CO COM 723787107 425 11,700 11,700
POLO RALPH LAUREN CORP CL A 731572103 369 4,810 4,810
PRAXAIR INC COM 74005P104 5,107 62,515 62,515
PRECISION CASTPARTS CORP COM 740189105 6,172 60,590 60,590
PRICE T ROWE GROUP INC COM 74144T108 2,180 47,695 47,695
PRICELINE COM INC COM NEW 741503403 1,271 7,664 7,664
PRIDE INTL INC DEL COM 74153Q102 229 7,520 7,520
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,882 68,712 68,712
PROCTER & GAMBLE CO COM 742718109 31,459 543,152 543,152
PROGRESS ENERGY INC COM 743263105 1,309 33,500 33,500
PROGRESSIVE CORP OHIO COM 743315103 1,816 109,542 109,542
PRUDENTIAL FINL INC COM 744320102 4,492 90,003 90,003
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,264 40,200 40,200
PUBLIC STORAGE COM 74460D109 5,151 68,466 68,466
PULTE HOMES INC COM 745867101 388 35,315 35,315
QLOGIC CORP COM 747277101 190 11,020 11,020
QUALCOMM INC COM 747525103 16,975 377,387 377,387
QUEST DIAGNOSTICS INC COM 74834L100 752 14,407 14,407
QUESTAR CORP COM 748356102 868 23,100 23,100
QUICKSILVER RESOURCES INC COM 74837R104 154 10,877 10,877
QWEST COMMUNICATIONS INTL IN COM 749121109 373 98,000 98,000
RAYONIER INC COM 754907103 729 17,818 17,818
RAYTHEON CO COM NEW 755111507 1,614 33,641 33,641
RED HAT INC COM 756577102 761 27,524 27,524
RELIANCE STEEL & ALUMINUM CO COM 759509102 958 22,500 22,500
REPUBLIC SVCS INC COM 760759100 1,251 47,068 47,068
RESMED INC COM 761152107 316 6,989 6,989
ROBERT HALF INTL INC COM 770323103 355 14,173 14,173
ROCKWELL AUTOMATION INC COM 773903109 1,274 29,917 29,917
ROCKWELL COLLINS INC COM 774341101 1,762 34,689 34,689
ROPER INDS INC NEW COM 776696106 877 17,206 17,206
ROSS STORES INC COM 778296103 1,159 24,257 24,257
ROVI CORP COM 779376102 621 18,492 18,492
SBA COMMUNICATIONS CORP COM 78388J106 495 18,296 18,296
SAIC INC COM 78390X101 1,113 63,463 63,463
SEI INVESTMENTS CO COM 784117103 567 28,825 28,825
SLM CORP COM 78442P106 769 88,208 88,208
ST JOE CO COM 790148100 250 8,579 8,579
ST JUDE MED INC COM 790849103 2,384 61,122 61,122
SALESFORCE COM INC COM 79466L302 2,724 47,845 47,845
SANDISK CORP COM 80004C101 871 40,141 40,141
SARA LEE CORP COM 803111103 178 16,000 16,000
SCHEIN HENRY INC COM 806407102 1,354 24,663 24,663
SCHERING PLOUGH CORP COM 806605101 8,190 289,923 289,923
SCHLUMBERGER LTD COM 806857108 12,950 217,274 217,274
SCHNITZER STL INDS CL A 806882106 461 8,664 8,664
SCHWAB CHARLES CORP NEW COM 808513105 3,812 199,055 199,055
SCOTTS MIRACLE GRO CO CL A 810186106 564 13,143 13,143
SEALED AIR CORP NEW COM 81211K100 501 25,500 25,500
SEARS HLDGS CORP COM 812350106 1,430 21,900 21,900
SEMPRA ENERGY COM 816851109 1,863 37,400 37,400
SEPRACOR INC COM 817315104 232 10,138 10,138
SHAW GROUP INC COM 820280105 202 6,301 6,301
SHERWIN WILLIAMS CO COM 824348106 1,376 22,865 22,865
SIGMA ALDRICH CORP COM 826552101 1,587 29,395 29,395
SIMON PPTY GROUP INC NEW COM 828806109 3,333 48,012 48,012
SMITH INTL INC COM 832110100 778 27,102 27,102
SONOCO PRODS CO COM 835495102 496 18,000 18,000
SOUTHERN CO COM 842587107 2,860 90,300 90,300
SOUTHERN COPPER CORP COM 84265V105 1,559 50,810 50,810
SOUTHWEST AIRLS CO COM 844741108 431 44,940 44,940
SOUTHWESTERN ENERGY CO COM 845467109 3,558 83,369 83,369
SPECTRA ENERGY CORP COM 847560109 2,256 119,100 119,100
SPRINT NEXTEL CORP COM SER 1 852061100 1,433 362,900 362,900
STANDEX INTL CORP COM 854231107 274 13,800 13,800
STANLEY WKS COM 854616109 666 15,600 15,600
STAPLES INC COM 855030102 2,818 121,341 121,341
STARBUCKS CORP COM 855244109 5,015 242,847 242,847
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 919 27,823 27,823
STATE STR CORP COM 857477103 3,961 75,309 75,309
STEEL DYNAMICS INC COM 858119100 430 28,000 28,000
STERICYCLE INC COM 858912108 381 7,872 7,872
STRAYER ED INC COM 863236105 283 1,301 1,301
STRYKER CORP COM 863667101 2,948 64,881 64,881
SUN MICROSYSTEMS INC COM NEW 866810203 662 72,865 72,865
SUNPOWER CORP COM CL A 867652109 267 8,948 8,948
SUPERVALU INC COM 868536103 527 35,000 35,000
SYBASE INC COM 871130100 300 7,713 7,713
SYMANTEC CORP COM 871503108 4,332 263,039 263,039
SYNOPSYS INC COM 871607107 390 17,381 17,381
SYSCO CORP COM 871829107 1,359 54,707 54,707
TD AMERITRADE HLDG CORP COM 87236Y108 1,821 92,743 92,743
TJX COS INC NEW COM 872540109 3,567 96,028 96,028
TW TELECOM INC COM 87311L104 186 13,828 13,828
TARGET CORP COM 87612E106 7,321 156,840 156,840
TECH DATA CORP COM 878237106 891 21,410 21,410
TECHNE CORP COM 878377100 216 3,455 3,455
TELEPHONE & DATA SYS INC COM 879433100 515 16,601 16,601
TELLABS INC COM 879664100 446 64,500 64,500
TENET HEALTHCARE CORP COM 88033G100 178 30,219 30,219
TERADATA CORP DEL COM 88076W103 582 21,149 21,149
TERADYNE INC COM 880770102 148 16,054 16,054
TERRA INDS INC COM 880915103 911 26,276 26,276
TESORO CORP COM 881609101 224 14,924 14,924
TEXAS INSTRS INC COM 882508104 10,817 456,602 456,602
TEXTRON INC COM 883203101 205 10,800 10,800
THERMO FISHER SCIENTIFIC INC COM 883556102 3,574 81,844 81,844
THOMAS & BETTS CORP COM 884315102 633 21,053 21,053
3M CO COM 88579Y101 12,686 171,897 171,897
TIDEWATER INC COM 886423102 433 9,200 9,200
TIFFANY & CO NEW COM 886547108 406 10,528 10,528
TIME WARNER INC COM NEW 887317303 3,695 128,400 128,400
TIME WARNER CABLE INC COM 88732J207 862 20,000 20,000
TOLL BROTHERS INC COM 889478103 225 11,500 11,500
TORCHMARK CORP COM 891027104 760 17,500 17,500
TORO CO COM 891092108 510 12,820 12,820
TOTAL SYS SVCS INC COM 891906109 174 10,824 10,824
TRAVELERS COMPANIES INC COM 89417E109 5,691 115,600 115,600
TRIMBLE NAVIGATION LTD COM 896239100 265 11,086 11,086
TUPPERWARE BRANDS CORP COM 899896104 339 8,500 8,500
US BANCORP DEL COM NEW 902973304 4,962 227,000 227,000
URS CORP NEW COM 903236107 933 21,365 21,365
UNION PAC CORP COM 907818108 5,860 100,425 100,425
UNITED PARCEL SERVICE INC CL B 911312106 9,015 159,634 159,634
UNITED STATES STL CORP NEW COM 912909108 710 16,000 16,000
UNITED TECHNOLOGIES CORP COM 913017109 11,810 193,836 193,836
UNITED THERAPEUTICS CORP DEL COM 91307C102 212 4,324 4,324
UNITEDHEALTH GROUP INC COM 91324P102 4,530 180,900 180,900
UNIVERSAL HLTH SVCS INC CL B 913903100 669 10,810 10,810
UNUM GROUP COM 91529Y106 911 42,500 42,500
URBAN OUTFITTERS INC COM 917047102 359 11,907 11,907
VCA ANTECH INC COM 918194101 211 7,856 7,856
V F CORP COM 918204108 677 9,348 9,348
VALERO ENERGY CORP NEW COM 91913Y100 374 19,300 19,300
VARIAN MED SYS INC COM 92220P105 490 11,628 11,628
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 223 6,784 6,784
VERISIGN INC COM 92343E102 424 17,884 17,884
VERIZON COMMUNICATIONS INC COM 92343V104 40,472 1,337,028 337,028
VERTEX PHARMACEUTICALS INC COM 92532F100 609 16,056 16,056
VIACOM INC NEW CL B 92553P201 906 32,300 32,300
VISA INC COM CL A 92826C839 6,709 97,072 97,072
VULCAN MATLS CO COM 929160109 865 16,000 16,000
WADDELL & REED FINL INC CL A 930059100 1,598 56,182 56,182
WAL MART STORES INC COM 931142103 25,062 510,527 510,527
WALGREEN CO COM 931422109 8,973 239,472 239,472
WALTER ENERGY INC COM 93317Q105 295 4,904 4,904
WASTE MGMT INC DEL COM 94106L109 3,218 107,930 107,930
WASTE SERVICES INC DEL COM NEW 941075202 50 10,800 10,800
WATERS CORP COM 941848103 1,002 17,941 17,941
WELLPOINT INC COM 94973V107 5,003 105,630 105,630
WELLS FARGO & CO NEW COM 949746101 14,915 529,279 529,279
WENDYS ARBYS GROUP INC COM 950587105 64 13,607 13,607
WESCO INTL INC COM 95082P105 345 11,962 11,962
WESTERN DIGITAL CORP COM 958102105 3,117 85,325 85,325
WESTERN UN CO COM 959802109 2,479 131,037 131,037
WEYERHAEUSER CO COM 962166104 330 9,000 9,000
WHOLE FOODS MKT INC COM 966837106 260 8,514 8,514
WINDSTREAM CORP COM 97381W104 273 26,992 26,992
WISCONSIN ENERGY CORP COM 976657106 430 9,518 9,518
WYETH COM 983024100 7,642 157,304 157,304
WYNN RESORTS LTD COM 983134107 2,361 33,300 33,300
XTO ENERGY INC COM 98385X106 2,107 51,000 51,000
XCEL ENERGY INC COM 98389B100 433 22,500 22,500
XILINX INC COM 983919101 595 25,422 25,422
XEROX CORP COM 984121103 480 62,000 62,000
YAHOO INC COM 984332106 5,200 291,969 291,969
YUM BRANDS INC COM 988498101 3,785 112,107 112,107
ZIMMER HLDGS INC COM 98956P102 1,411 26,400 26,400
GRAND TOTAL 1,686,693.00