UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2008
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:
/S/ David L. Beik Basking Ridge, New Jersey 2/13/2009
--------------------------- [City, State] [Date]
[Signature]
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: 774
Form 13F Information Table Value Total: 2,368,170
(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-DEC-08
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
AMDOCS LTD ORD G02602103 290 15,838 15,838
AXIS CAPITAL HOLDINGS SHS G0692U109 254 8,735 8,735
ACCENTURE LTD BERMUDA CL A G1150G111 3,481 106,158 106,158
BUNGE LIMITED COM G16962105 200 3,864 3,864
COOPER INDS LTD CL A G24182100 1,847 63,181 63,181
COVIDIEN LTD COM G2552X108 853 23,536 23,536
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 524 17,171 17,171
FOSTER WHEELER LTD SHS NEW G36535139 625 26,744 26,744
FRONTLINE LTD SHS G3682E127 212 7,166 7,166
GARMIN LTD ORD G37260109 341 17,812 17,812
HERBALIFE LTD COM USD SHS G4412G101 207 9,556 9,556
INGERSOLL-RAND COMPANY LTD CL A G4776G101 920 53,036 53,036
INVESCO LTD SHS G491BT108 259 17,903 17,903
LAZARD LTD SHS A G54050102 330 11,099 11,099
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 733 109,881 109,881
NABORS INDUSTRIES LTD SHS G6359F103 273 22,793 22,793
NOBLE CORPORATION SHS G65422100 2,107 95,394 95,394
PARTNERRE LTD COM G6852T105 1,056 14,814 14,814
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,122 21,752 21,752
SEAGATE TECHNOLOGY SHS G7945J104 188 42,457 42,457
UTI WORLDWIDE INC ORD G87210103 194 13,510 13,510
TYCO INTL LTD BERMUDA SHS G9143X208 1,923 89,040 89,040
TYCO ELECTRONICS LTD COM NEW G9144P105 1,056 65,125 65,125
WARNER CHILCOTT LIMITED COM CL A G9435N108 196 13,497 13,497
WEATHERFORD INTERNATIONAL LT COM G95089101 1,698 156,901 156,901
XL CAP LTD CL A G98255105 39 10,498 10,498
ACE LTD SHS H0023R105 1,766 33,377 33,377
UBS AG SHS NEW H89231338 465 32,544 32,544
AFLAC INC COM 001055102 5,800 126,521 126,521
AGCO CORP COM 001084102 372 15,763 15,763
AES CORP COM 00130H105 1,484 180,137 180,137
AK STL HLDG CORP COM 001547108 190 20,373 20,373
AMR CORP COM 001765106 317 29,715 29,715
AT&T INC COM 00206R102 37,021 1,298,972 1,298,972
ABBOTT LABS COM 002824100 28,251 529,352 529,352
ABERCROMBIE & FITCH CO CL A 002896207 338 14,633 14,633
ACTIVISION BLIZZARD INC COM 00507V109 945 109,430 109,430
ADOBE SYS INC COM 00724F101 5,538 260,146 260,146
ADVANCE AUTO PARTS INC COM 00751Y106 471 13,988 13,988
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 418 13,612 13,612
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES INC COM 007903107 249 115,353 115,353
AETNA INC NEW COM 00817Y108 5,105 179,129 179,129
AFFILIATED COMPUTER SERVICES CL A 008190100 565 12,286 12,286
AFFILIATED MANAGERS GROUP COM 008252108 251 5,991 5,991
AGILENT TECHNOLOGIES INC COM 00846U101 836 53,509 53,509
AGILYSYS INC COM 00847J105 133 30,995 30,995
AIR PRODS & CHEMS INC COM 009158106 3,704 73,691 73,691
AIRGAS INC COM 009363102 473 12,137 12,137
AKAMAI TECHNOLOGIES INC COM 00971T101 445 29,516 29,516
ALBEMARLE CORP COM 012653101 818 36,666 36,666
ALBERTO CULVER CO NEW COM 013078100 1,069 43,599 43,599
ALCOA INC COM 013817101 2,933 260,454 260,454
ALLEGHANY CORP DEL COM 017175100 435 1,543 1,543
ALLEGHENY ENERGY INC COM 017361106 2,364 69,817 69,817
ALLEGHENY TECHNOLOGIES INC COM 01741R102 822 32,217 32,217
ALLERGAN INC COM 018490102 3,603 89,354 89,354
ALLIANCE DATA SYSTEMS CORP COM 018581108 459 9,855 9,855
ALLIANT TECHSYSTEMS INC COM 018804104 230 2,684 2,684
ALLSTATE CORP COM 020002101 3,679 112,293 112,293
ALPHA NATURAL RESOURCES INC COM 02076X102 185 11,399 11,399
ALTERA CORP COM 021441100 1,616 96,721 96,721
ALTRIA GROUP INC COM 02209S103 8,814 585,271 585,271
AMAZON COM INC COM 023135106 6,240 121,686 121,686
AMBAC FINL GROUP INC COM 023139108 52 40,293 40,293
AMEREN CORP COM 023608102 221 6,649 6,649
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 232 7,473 7,473
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 260 27,731 27,731
AMERICAN ELEC PWR INC COM 025537101 3,934 118,209 118,209
AMERICAN EXPRESS CO COM 025816109 6,293 339,230 339,230
AMERICAN INTL GROUP INC COM 026874107 834 531,261 531,261
AMERICAN TOWER CORP CL A 029912201 3,295 112,377 112,377
AMERISOURCEBERGEN CORP COM 03073E105 3,276 91,880 91,880
AMETEK INC NEW COM 031100100 2,162 71,550 71,550
AMGEN INC COM 031162100 15,935 275,938 275,938
AMPHENOL CORP NEW CL A 032095101 616 25,705 25,705
AMYLIN PHARMACEUTICALS INC COM 032346108 218 20,067 20,067
ANADARKO PETE CORP COM 032511107 6,056 157,105 157,105
ANALOG DEVICES INC COM 032654105 1,485 78,070 78,070
ANNALY CAP MGMT INC COM 035710409 271 17,074 17,074
ANNTAYLOR STORES CORP COM 036115103 117 20,217 20,217
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
ANSYS INC COM 03662Q105 346 12,409 12,409
AON CORP COM 037389103 950 20,801 20,801
APACHE CORP COM 037411105 6,976 93,601 93,601
APARTMENT INVT & MGMT CO CL A 03748R101 298 25,837 25,837
APOLLO GROUP INC CL A 037604105 1,432 18,687 18,687
APPLE INC COM 037833100 24,598 288,199 288,199
APPLIED MATLS INC COM 038222105 3,766 371,817 371,817
APTARGROUP INC COM 038336103 882 25,040 25,040
ARCH COAL INC COM 039380100 349 21,432 21,432
ARCHER DANIELS MIDLAND CO COM 039483102 5,542 192,220 192,220
ARROW ELECTRS INC COM 042735100 1,002 53,199 53,199
ASSURANT INC COM 04621X108 3,392 113,050 113,050
ATMEL CORP COM 049513104 292 93,242 93,242
ATWOOD OCEANICS INC COM 050095108 161 10,551 10,551
AUTODESK INC COM 052769106 1,268 64,528 64,528
AUTOMATIC DATA PROCESSING IN COM 053015103 5,590 142,083 142,083
AUTOZONE INC COM 053332102 2,668 19,128 19,128
AVALONBAY CMNTYS INC COM 053484101 5,082 83,888 83,888
AVERY DENNISON CORP COM 053611109 618 18,877 18,877
AVNET INC COM 053807103 1,376 75,552 75,552
AVON PRODS INC COM 054303102 1,504 62,593 62,593
BB&T CORP COM 054937107 476 17,346 17,346
BOK FINL CORP COM NEW 05561Q201 617 15,278 15,278
BP PLC SPONSORED ADR 055622104 560 11,987 11,987
BMC SOFTWARE INC COM 055921100 2,112 78,494 78,494
BAKER HUGHES INC COM 057224107 2,712 84,558 84,558
BALL CORP COM 058498106 1,078 25,929 25,929
BANK OF AMERICA CORPORATION COM 060505104 15,378 1,092,161 1,092,161
BANK OF NEW YORK MELLON CORP COM 064058100 7,523 265,545 265,545
BARD C R INC COM 067383109 1,917 22,749 22,749
BAXTER INTL INC COM 071813109 10,823 201,951 201,951
BE AEROSPACE INC COM 073302101 106 13,724 13,724
BECKMAN COULTER INC COM 075811109 344 7,832 7,832
BECTON DICKINSON & CO COM 075887109 7,039 102,922 102,922
BED BATH & BEYOND INC COM 075896100 1,612 63,422 63,422
BERKLEY W R CORP COM 084423102 1,137 36,682 36,682
BEST BUY INC COM 086516101 3,853 137,056 137,056
BIG LOTS INC COM 089302103 173 11,943 11,943
BIOMARIN PHARMACEUTICAL INC COM 09061G101 257 14,434 14,434
BIOGEN IDEC INC COM 09062X103 4,088 85,829 85,829
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER CORP COM 091797100 739 17,680 17,680
BLACKROCK INC COM 09247X101 1,563 11,654 11,654
BLOCK H & R INC COM 093671105 1,084 47,714 47,714
BOEING CO COM 097023105 9,472 221,977 221,977
BORGWARNER INC COM 099724106 533 24,478 24,478
BOSTON PROPERTIES INC COM 101121101 2,115 38,450 38,450
BOSTON SCIENTIFIC CORP COM 101137107 454 58,616 58,616
BRINKER INTL INC COM 109641100 320 30,367 30,367
BRINKS CO COM 109696104 505 18,780 18,780
BRINKS HOME SEC HLDGS INC COM 109699108 412 18,795 18,795
BRISTOL MYERS SQUIBB CO COM 110122108 11,342 487,823 487,823
BROADCOM CORP CL A 111320107 3,087 181,934 181,934
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 501 39,924 39,924
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 51 18,040 18,040
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 751 49,166 49,166
BROWN FORMAN CORP CL B 115637209 626 12,152 12,152
BUCYRUS INTL INC NEW COM 118759109 215 11,600 11,600
BURGER KING HLDGS INC COM 121208201 281 11,772 11,772
BURLINGTON NORTHN SANTA FE C COM 12189T104 8,242 108,867 108,867
CBS CORP NEW CL B 124857202 1,485 181,368 181,368
CB RICHARD ELLIS GROUP INC CL A 12497T101 73 16,937 16,937
CF INDS HLDGS INC COM 125269100 415 8,441 8,441
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,479 99,573 99,573
CIGNA CORP COM 125509109 1,153 68,443 68,443
CIT GROUP INC COM 125581108 129 28,324 28,324
CME GROUP INC COM 12572Q105 3,963 19,044 19,044
CMS ENERGY CORP COM 125896100 699 69,112 69,112
CSX CORP COM 126408103 4,846 149,250 149,250
CTS CORP COM 126501105 85 15,498 15,498
CVS CAREMARK CORPORATION COM 126650100 14,052 488,953 488,953
CA INC COM 12673P105 614 33,160 33,160
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,101 65,360 65,360
CABOT OIL & GAS CORP COM 127097103 225 8,651 8,651
CADENCE DESIGN SYSTEM INC COM 127387108 314 85,676 85,676
CALPINE CORP COM NEW 131347304 486 66,713 66,713
CAMERON INTERNATIONAL CORP COM 13342B105 2,052 100,117 100,117
CAMPBELL SOUP CO COM 134429109 681 22,692 22,692
CAPITAL ONE FINL CORP COM 14040H105 2,164 67,857 67,857
CARDINAL HEALTH INC COM 14149Y108 1,448 41,996 41,996
CARMAX INC COM 143130102 253 32,075 32,075
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP PAIRED CTF 143658300 586 24,093 24,093
CATERPILLAR INC DEL COM 149123101 8,658 193,821 193,821
CELANESE CORP DEL COM SER A 150870103 813 65,399 65,399
CELGENE CORP COM 151020104 7,354 133,030 133,030
CENTERPOINT ENERGY INC COM 15189T107 922 73,094 73,094
CENTEX CORP COM 152312104 115 10,769 10,769
CENTURYTEL INC COM 156700106 2,066 75,597 75,597
CEPHALON INC COM 156708109 765 9,931 9,931
CERNER CORP COM 156782104 381 9,900 9,900
CHEMTURA CORP COM 163893100 14 10,069 10,069
CHESAPEAKE ENERGY CORP COM 165167107 750 46,368 46,368
CHEVRON CORP NEW COM 166764100 39,805 538,128 538,128
CHIPOTLE MEXICAN GRILL INC CL A 169656105 300 4,833 4,833
CHUBB CORP COM 171232101 7,298 143,096 143,096
CHURCH & DWIGHT INC COM 171340102 1,377 24,529 24,529
CIENA CORP COM NEW 171779309 85 12,729 12,729
CISCO SYS INC COM 17275R102 33,322 2,044,302 2,044,302
CITADEL BROADCASTING CORP COM 17285T106 3 18,136 18,136
CITIGROUP INC COM 172967101 8,463 1,261,228 1,261,228
CITRIX SYS INC COM 177376100 634 26,915 26,915
CLARCOR INC COM 179895107 848 25,571 25,571
CLIFFS NATURAL RESOURCES INC COM 18683K101 455 17,786 17,786
CLOROX CO DEL COM 189054109 517 9,299 9,299
COACH INC COM 189754104 3,485 167,780 167,780
COCA COLA CO COM 191216100 29,934 661,239 661,239
COCA COLA ENTERPRISES INC COM 191219104 121 10,093 10,093
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,880 104,121 104,121
COLGATE PALMOLIVE CO COM 194162103 11,297 164,826 164,826
COMCAST CORP NEW CL A 20030N101 9,972 590,746 590,746
COMMERCIAL METALS CO COM 201723103 493 41,575 41,575
COMMSCOPE INC COM 203372107 159 10,247 10,247
COMPUTER SCIENCES CORP COM 205363104 1,657 47,155 47,155
COMPUWARE CORP COM 205638109 168 24,843 24,843
CONAGRA FOODS INC COM 205887102 237 14,377 14,377
CONOCOPHILLIPS COM 20825C104 23,378 451,321 451,321
CONSOL ENERGY INC COM 20854P109 1,510 52,827 52,827
CONSOLIDATED EDISON INC COM 209115104 652 16,752 16,752
CONSTELLATION BRANDS INC CL A 21036P108 426 26,999 26,999
CONSTELLATION ENERGY GROUP I COM 210371100 1,799 71,713 71,713
CONVERGYS CORP COM 212485106 349 54,412 54,412
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
COPART INC COM 217204106 252 9,267 9,267
CORN PRODS INTL INC COM 219023108 1,753 60,753 60,753
CORNING INC COM 219350105 4,978 522,405 522,405
CORPORATE EXECUTIVE BRD CO COM 21988R102 201 9,131 9,131
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 273 16,696 16,696
COSTCO WHSL CORP NEW COM 22160K105 9,458 180,160 180,160
COVANCE INC COM 222816100 2,428 52,744 52,744
COVANTA HLDG CORP COM 22282E102 426 19,410 19,410
COVENTRY HEALTH CARE INC COM 222862104 218 14,622 14,622
CRANE CO COM 224399105 592 34,319 34,319
CROWN CASTLE INTL CORP COM 228227104 2,514 143,032 143,032
CROWN HOLDINGS INC COM 228368106 452 23,527 23,527
CUMMINS INC COM 231021106 1,799 67,289 67,289
CURTISS WRIGHT CORP COM 231561101 1,069 32,003 32,003
CYPRESS SEMICONDUCTOR CORP COM 232806109 99 22,108 22,108
DPL INC COM 233293109 548 24,004 24,004
D R HORTON INC COM 23331A109 332 46,902 46,902
DST SYS INC DEL COM 233326107 588 15,474 15,474
DTE ENERGY CO COM 233331107 621 17,410 17,410
DANAHER CORP DEL COM 235851102 4,236 74,821 74,821
DARDEN RESTAURANTS INC COM 237194105 2,398 85,092 85,092
DAVITA INC COM 23918K108 790 15,945 15,945
DEAN FOODS CO NEW COM 242370104 297 16,547 16,547
DEERE & CO COM 244199105 5,438 141,910 141,910
DELL INC COM 24702R101 6,589 643,484 643,484
DELTA AIR LINES INC DEL COM NEW 247361702 434 37,893 37,893
DENBURY RES INC COM NEW 247916208 394 36,051 36,051
DENTSPLY INTL INC NEW COM 249030107 617 21,834 21,834
DEVELOPERS DIVERSIFIED RLTY COM 251591103 103 21,015 21,015
DEVON ENERGY CORP NEW COM 25179M103 11,298 171,938 171,938
DEVRY INC DEL COM 251893103 1,193 20,772 20,772
DIAGEO P L C SPON ADR NEW 25243Q205 319 5,621 5,621
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,209 20,509 20,509
DICKS SPORTING GOODS INC COM 253393102 244 17,292 17,292
DIEBOLD INC COM 253651103 339 12,065 12,065
DIGITAL RLTY TR INC COM 253868103 263 8,002 8,002
DIRECTV GROUP INC COM 25459L106 3,902 170,312 170,312
DISNEY WALT CO COM DISNEY 254687106 13,274 585,011 585,011
DISH NETWORK CORP CL A 25470M109 332 29,908 29,908
DISCOVER FINL SVCS COM 254709108 514 53,949 53,949
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
DOLBY LABORATORIES INC COM 25659T107 242 7,391 7,391
DOLLAR TREE INC COM 256746108 551 13,211 13,211
DOMINION RES INC VA NEW COM 25746U109 7,325 204,370 204,370
DOMTAR CORP COM 257559104 26 15,669 15,669
DONALDSON INC COM 257651109 2,191 65,126 65,126
DONNELLEY R R & SONS CO COM 257867101 422 31,043 31,043
DOVER CORP COM 260003108 881 26,758 26,758
DOW CHEM CO COM 260543103 3,542 234,758 234,758
DREAMWORKS ANIMATION SKG INC CL A 26153C103 297 11,744 11,744
DRESSER-RAND GROUP INC COM 261608103 223 12,951 12,951
DU PONT E I DE NEMOURS & CO COM 263534109 5,661 223,754 223,754
DUKE ENERGY CORP NEW COM 26441C105 5,800 386,388 386,388
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,015 52,011 52,011
DYNEGY INC DEL CL A 26817G102 47 23,653 23,653
E M C CORP MASS COM 268648102 3,308 315,904 315,904
ENSCO INTL INC COM 26874Q100 2,001 70,492 70,492
EOG RES INC COM 26875P101 3,903 58,616 58,616
E TRADE FINANCIAL CORP COM 269246104 25 21,711 21,711
EASTMAN CHEM CO COM 277432100 273 8,605 8,605
EATON CORP COM 278058102 2,253 45,323 45,323
EATON VANCE CORP COM NON VTG 278265103 315 15,012 15,012
EBAY INC COM 278642103 5,831 417,684 417,684
ECOLAB INC COM 278865100 1,862 52,970 52,970
EDISON INTL COM 281020107 848 26,399 26,399
EDWARDS LIFESCIENCES CORP COM 28176E108 442 8,045 8,045
EL PASO CORP COM 28336L109 351 44,794 44,794
ELECTRONIC ARTS INC COM 285512109 997 62,173 62,173
EMBARQ CORP COM 29078E105 770 21,407 21,407
EMERSON ELEC CO COM 291011104 10,476 286,147 286,147
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,981 76,540 76,540
ENERGEN CORP COM 29265N108 622 21,219 21,219
ENERGY CONVERSION DEVICES IN COM 292659109 293 11,623 11,623
ENERGIZER HLDGS INC COM 29266R108 1,620 29,928 29,928
ENTERGY CORP NEW COM 29364G103 9,017 108,471 108,471
EQUIFAX INC COM 294429105 1,458 54,983 54,983
EQUINIX INC COM NEW 29444U502 255 4,787 4,787
EQUITABLE RES INC COM 294549100 644 19,184 19,184
EQUITY RESIDENTIAL SH BEN INT 29476L107 256 8,575 8,575
EXELON CORP COM 30161N101 9,125 164,093 164,093
EXPEDIA INC DEL COM 30212P105 474 57,585 57,585
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH INC COM 302130109 3,187 95,801 95,801
EXPRESS SCRIPTS INC COM 302182100 5,669 103,110 103,110
EXXON MOBIL CORP COM 30231G102 106,410 1,332,959 1,332,959
FLIR SYS INC COM 302445101 618 20,128 20,128
FMC TECHNOLOGIES INC COM 30249U101 1,488 62,454 62,454
F M C CORP COM NEW 302491303 255 5,690 5,690
FPL GROUP INC COM 302571104 1,236 24,563 24,563
FTI CONSULTING INC COM 302941109 328 7,350 7,350
FACTSET RESH SYS INC COM 303075105 275 6,212 6,212
FAMILY DLR STORES INC COM 307000109 795 30,502 30,502
FASTENAL CO COM 311900104 877 25,176 25,176
FEDERAL HOME LN MTG CORP COM 313400301 215 295,239 295,239
FEDERAL NATL MTG ASSN COM 313586109 220 289,231 289,231
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 238 3,836 3,836
FEDERATED INVS INC PA CL B 314211103 217 12,803 12,803
FEDEX CORP COM 31428X106 6,053 94,363 94,363
F5 NETWORKS INC COM 315616102 274 12,008 12,008
FIDELITY NATL INFORMATION SV COM 31620M106 184 11,292 11,292
FIDELITY NATIONAL FINANCIAL CL A 31620R105 533 30,016 30,016
FIFTH THIRD BANCORP COM 316773100 516 62,441 62,441
FIRST SOLAR INC COM 336433107 1,193 8,650 8,650
FISERV INC COM 337738108 1,518 41,734 41,734
FIRSTENERGY CORP COM 337932107 4,843 99,693 99,693
FLUOR CORP NEW COM 343412102 2,032 45,285 45,285
FLOWSERVE CORP COM 34354P105 824 16,001 16,001
FORD MTR CO DEL COM PAR $0.01 345370860 735 321,078 321,078
FOREST CITY ENTERPRISES INC CL A 345550107 73 10,831 10,831
FOREST LABS INC COM 345838106 2,131 83,674 83,674
FORTUNE BRANDS INC COM 349631101 393 9,530 9,530
FOUNDATION COAL HLDGS INC COM 35039W100 221 15,742 15,742
FRANKLIN RES INC COM 354613101 5,665 88,825 88,825
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,766 113,173 113,173
FRONTIER COMMUNICATIONS CORP COM 35906A108 162 18,594 18,594
FRONTIER OIL CORP COM 35914P105 687 54,426 54,426
GATX CORP COM 361448103 809 26,132 26,132
GAMESTOP CORP NEW CL A 36467W109 822 37,936 37,936
GANNETT INC COM 364730101 361 45,081 45,081
GAP INC DEL COM 364760108 1,809 135,126 135,126
GARDNER DENVER INC COM 365558105 310 13,274 13,274
GEN-PROBE INC NEW COM 36866T103 339 7,913 7,913
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
GENENTECH INC COM NEW 368710406 13,879 167,404 167,404
GENERAL DYNAMICS CORP COM 369550108 7,863 136,537 136,537
GENERAL ELECTRIC CO COM 369604103 33,767 2,084,354 2,084,354
GENERAL GROWTH PPTYS INC COM 370021107 27 20,956 20,956
GENERAL MLS INC COM 370334104 9,978 164,242 164,242
GENERAL MTRS CORP COM 370442105 248 77,493 77,493
GENTEX CORP COM 371901109 185 20,925 20,925
GENUINE PARTS CO COM 372460105 871 23,018 23,018
GENWORTH FINL INC COM CL A 37247D106 302 106,651 106,651
GENZYME CORP COM 372917104 2,829 42,621 42,621
GILEAD SCIENCES INC COM 375558103 18,543 362,586 362,586
GLOBAL INDS LTD COM 379336100 42 12,143 12,143
GLOBAL PMTS INC COM 37940X102 5,467 166,734 166,734
GOLDMAN SACHS GROUP INC COM 38141G104 10,536 124,848 124,848
GOODRICH CORP COM 382388106 1,253 33,845 33,845
GOODYEAR TIRE & RUBR CO COM 382550101 434 72,679 72,679
GOOGLE INC CL A 38259P508 23,686 76,990 76,990
GRACO INC COM 384109104 395 16,625 16,625
GRAINGER W W INC COM 384802104 2,141 27,161 27,161
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 695 46,493 46,493
HCP INC COM 40414L109 316 11,389 11,389
HSN INC COM 404303109 122 16,835 16,835
HALLIBURTON CO COM 406216101 4,751 261,338 261,338
HANESBRANDS INC COM 410345102 176 13,792 13,792
HANOVER INS GROUP INC COM 410867105 397 9,242 9,242
HANSEN NAT CORP COM 411310105 357 10,643 10,643
HARLEY DAVIDSON INC COM 412822108 2,203 129,826 129,826
HARRIS CORP DEL COM 413875105 882 23,171 23,171
HARSCO CORP COM 415864107 342 12,344 12,344
HARTFORD FINL SVCS GROUP INC COM 416515104 1,468 89,415 89,415
HASBRO INC COM 418056107 1,863 63,884 63,884
HEALTH MGMT ASSOC INC NEW CL A 421933102 47 26,364 26,364
HEINZ H J CO COM 423074103 5,461 145,227 145,227
HERSHEY CO COM 427866108 565 16,250 16,250
HERTZ GLOBAL HOLDINGS INC COM 42805T105 62 12,253 12,253
HESS CORP COM 42809H107 2,566 47,835 47,835
HEWITT ASSOCS INC COM 42822Q100 405 14,268 14,268
HEWLETT PACKARD CO COM 428236103 31,729 874,314 874,314
HOLOGIC INC COM 436440101 298 22,816 22,816
HOME DEPOT INC COM 437076102 7,987 346,968 346,968
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
HONEYWELL INTL INC COM 438516106 7,737 235,671 235,671
HOSPIRA INC COM 441060100 206 7,690 7,690
HOST HOTELS & RESORTS INC COM 44107P104 301 39,811 39,811
HUDSON CITY BANCORP COM 443683107 595 37,303 37,303
HUMANA INC COM 444859102 1,318 35,364 35,364
HUNT J B TRANS SVCS INC COM 445658107 314 11,946 11,946
HUNTINGTON BANCSHARES INC COM 446150104 89 11,637 11,637
IAC INTERACTIVECORP COM PAR $.001 44919P508 659 41,883 41,883
IMS HEALTH INC COM 449934108 156 10,287 10,287
ITT EDUCATIONAL SERVICES INC COM 45068B109 540 5,690 5,690
ITT CORP NEW COM 450911102 2,573 55,957 55,957
IDEX CORP COM 45167R104 389 16,129 16,129
IDEXX LABS INC COM 45168D104 1,082 29,987 29,987
IHS INC CL A 451734107 237 6,339 6,339
ILLINOIS TOOL WKS INC COM 452308109 3,305 94,288 94,288
ILLUMINA INC COM 452327109 469 17,985 17,985
INGRAM MICRO INC CL A 457153104 412 30,780 30,780
INTEGRATED DEVICE TECHNOLOGY COM 458118106 254 45,304 45,304
INTEL CORP COM 458140100 27,010 1,842,422 1,842,422
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,068 12,950 12,950
INTERNATIONAL BUSINESS MACHS COM 459200101 37,909 450,437 450,437
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 441 14,854 14,854
INTERNATIONAL GAME TECHNOLOG COM 459902102 867 72,905 72,905
INTL PAPER CO COM 460146103 1,247 105,719 105,719
INTERNATIONAL RECTIFIER CORP COM 460254105 265 19,616 19,616
INTERNATIONAL SPEEDWAY CORP CL A 460335201 513 17,846 17,846
INTERSIL CORP CL A 46069S109 292 31,740 31,740
INTERPUBLIC GROUP COS INC COM 460690100 243 61,309 61,309
INTERVAL LEISURE GROUP INC COM 46113M108 90 16,769 16,769
INTUITIVE SURGICAL INC COM NEW 46120E602 782 6,160 6,160
INTUIT COM 461202103 1,396 58,694 58,694
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,016 44,723 44,723
IRON MTN INC COM 462846106 1,223 49,461 49,461
ISHARES TR RUSSELL1000VAL 464287598 8,433 170,300 170,300
ISHARES TR RUSSELL1000GRW 464287614 7,545 203,587 203,587
ISHARES TR RUSSELL 1000 464287622 17,853 365,317 365,317
ITRON INC COM 465741106 319 5,001 5,001
JDS UNIPHASE CORP COM PAR $0.001 46612J507 71 19,490 19,490
JPMORGAN & CHASE & CO COM 46625H100 24,711 783,733 783,733
JABIL CIRCUIT INC COM 466313103 398 58,913 58,913
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
JACOBS ENGR GROUP INC DEL COM 469814107 3,141 65,300 65,300
JANUS CAP GROUP INC COM 47102X105 353 43,902 43,902
JOHN BEAN TECHNOLOGIES CORP COM 477839104 111 13,532 13,532
JOHNSON & JOHNSON COM 478160104 43,486 726,829 726,829
JOHNSON CTLS INC COM 478366107 3,014 165,946 165,946
JONES APPAREL GROUP INC COM 480074103 138 23,510 23,510
JOY GLOBAL INC COM 481165108 520 22,712 22,712
JUNIPER NETWORKS INC COM 48203R104 1,505 85,940 85,940
KBR INC COM 48242W106 322 21,206 21,206
KLA-TENCOR CORP COM 482480100 516 23,683 23,683
KANSAS CITY SOUTHERN COM NEW 485170302 218 11,423 11,423
KELLOGG CO COM 487836108 1,623 37,006 37,006
KENNAMETAL INC COM 489170100 575 25,919 25,919
KEYCORP NEW COM 493267108 133 15,608 15,608
KIMBERLY CLARK CORP COM 494368103 1,976 37,470 37,470
KIMCO REALTY CORP COM 49446R109 3,151 172,374 172,374
KING PHARMACEUTICALS INC COM 495582108 1,888 177,803 177,803
KIRBY CORP COM 497266106 318 11,623 11,623
KOHLS CORP COM 500255104 2,764 76,367 76,367
KRAFT FOODS INC CL A 50075N104 9,435 351,393 351,393
KROGER CO COM 501044101 1,849 70,013 70,013
LKQ CORP COM 501889208 231 19,846 19,846
LSI CORPORATION COM 502161102 572 174,011 174,011
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,037 27,613 27,613
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,244 81,414 81,414
LAM RESEARCH CORP COM 512807108 1,023 48,096 48,096
LAMAR ADVERTISING CO CL A 512815101 141 11,240 11,240
LANDSTAR SYS INC COM 515098101 297 7,722 7,722
LAS VEGAS SANDS CORP COM 517834107 241 40,611 40,611
LAUDER ESTEE COS INC CL A 518439104 445 14,379 14,379
LEGG MASON INC COM 524901105 923 42,142 42,142
LENNAR CORP CL A 526057104 99 11,427 11,427
LENNOX INTL INC COM 526107107 221 6,840 6,840
LEVEL 3 COMMUNICATIONS INC COM 52729N100 201 287,858 287,858
LEXMARK INTL NEW CL A 529771107 864 32,129 32,129
LIBERTY GLOBAL INC COM SER A 530555101 1,460 91,734 91,734
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 60 19,107 19,107
LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 88 18,745 18,745
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 2,391 136,800 136,800
LIFE TECHNOLOGIES CORP COM 53217V109 1,042 44,692 44,692
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
LILLY ELI & CO COM 532457108 6,898 171,282 171,282
LIMITED BRANDS INC COM 532716107 518 51,599 51,599
LINCARE HLDGS INC COM 532791100 1,104 40,984 40,984
LINCOLN ELEC HLDGS INC COM 533900106 1,152 22,619 22,619
LINEAR TECHNOLOGY CORP COM 535678106 720 32,536 32,536
LIZ CLAIBORNE INC COM 539320101 101 38,867 38,867
LOCKHEED MARTIN CORP COM 539830109 8,254 98,173 98,173
LOEWS CORP COM 540424108 6,584 233,070 233,070
LORILLARD INC COM 544147101 4,374 77,629 77,629
LOWES COS INC COM 548661107 7,421 344,851 344,851
LUBRIZOL CORP COM 549271104 256 7,027 7,027
M & T BK CORP COM 55261F104 742 12,919 12,919
MBIA INC COM 55262C100 317 77,914 77,914
M D C HLDGS INC COM 552676108 362 11,957 11,957
MDU RES GROUP INC COM 552690109 416 19,293 19,293
MEMC ELECTR MATLS INC COM 552715104 477 33,395 33,395
MGIC INVT CORP WIS COM 552848103 156 44,787 44,787
MGM MIRAGE COM 552953101 239 17,340 17,340
MSC INDL DIRECT INC CL A 553530106 240 6,511 6,511
MACERICH CO COM 554382101 199 10,940 10,940
MACK CALI RLTY CORP COM 554489104 620 25,314 25,314
MACYS INC COM 55616P104 1,121 108,285 108,285
MANITOWOC INC COM 563571108 545 62,938 62,938
MANPOWER INC COM 56418H100 1,387 40,808 40,808
MARATHON OIL CORP COM 565849106 5,518 201,683 201,683
MARINER ENERGY INC COM 56845T305 104 10,160 10,160
MARSH & MCLENNAN COS INC COM 571748102 870 35,857 35,857
MARSHALL & ILSLEY CORP NEW COM 571837103 812 59,523 59,523
MARRIOTT INTL INC NEW CL A 571903202 2,193 112,765 112,765
MARTIN MARIETTA MATLS INC COM 573284106 554 5,702 5,702
MASCO CORP COM 574599106 386 34,722 34,722
MASSEY ENERGY CORP COM 576206106 183 13,267 13,267
MASTERCARD INC CL A 57636Q104 2,467 17,258 17,258
MATTEL INC COM 577081102 1,903 118,921 118,921
MCAFEE INC COM 579064106 807 23,349 23,349
MCCLATCHY CO CL A 579489105 9 11,623 11,623
MCCORMICK & CO INC COM NON VTG 579780206 833 26,147 26,147
MCDERMOTT INTL INC COM 580037109 804 81,379 81,379
MCDONALDS CORP COM 580135101 25,849 415,648 415,648
MCGRAW HILL COS INC COM 580645109 1,530 65,993 65,993
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
MCKESSON CORP COM 58155Q103 4,009 103,517 103,517
MEADWESTVACO CORP COM 583334107 960 85,813 85,813
MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,751 208,805 208,805
MEDTRONIC INC COM 585055106 13,198 420,038 420,038
MENTOR GRAPHICS CORP COM 587200106 240 46,493 46,493
MERCK & CO INC COM 589331107 16,477 541,995 541,995
MERRILL LYNCH & CO INC COM 590188108 2,089 179,463 179,463
METAVANTE TECHNOLOGIES INC COM 591407101 457 28,388 28,388
METLIFE INC COM 59156R108 6,424 184,271 184,271
METROPCS COMMUNICATIONS INC COM 591708102 537 36,138 36,138
METTLER TOLEDO INTERNATIONAL COM 592688105 506 7,508 7,508
MICROSOFT CORP COM 594918104 51,061 2,626,601 2,626,601
MICROCHIP TECHNOLOGY INC COM 595017104 530 27,140 27,140
MICRON TECHNOLOGY INC COM 595112103 309 116,914 116,914
MILLIPORE CORP COM 601073109 416 8,076 8,076
MIRANT CORP NEW COM 60467R100 810 42,950 42,950
MOHAWK INDS INC COM 608190104 432 10,048 10,048
MOLEX INC COM 608554101 351 24,201 24,201
MOLSON COORS BREWING CO CL B 60871R209 1,344 27,479 27,479
MONSANTO CO NEW COM 61166W101 15,728 223,565 223,565
MONSTER WORLDWIDE INC COM 611742107 363 29,990 29,990
MOODYS CORP COM 615369105 1,143 56,886 56,886
MORGAN STANLEY COM NEW 617446448 4,395 273,987 273,987
MOSAIC CO COM 61945A107 842 24,322 24,322
MOTOROLA INC COM 620076109 2,175 490,908 490,908
MURPHY OIL CORP COM 626717102 1,235 27,858 27,858
MYLAN INC COM 628530107 772 78,069 78,069
NCR CORP NEW COM 62886E108 1,024 72,439 72,439
NII HLDGS INC CL B NEW 62913F201 1,123 61,780 61,780
NRG ENERGY INC COM NEW 629377508 413 17,708 17,708
NVR INC COM 62944T105 253 554 554
NYSE EURONEXT COM 629491101 1,543 56,354 56,354
NALCO HOLDING COMPANY COM 62985Q101 225 19,523 19,523
NASDAQ OMX GROUP INC COM 631103108 1,081 43,734 43,734
NATIONAL CITY CORP COM 635405103 399 220,677 220,677
NATIONAL HEALTH INVS INC COM 63633D104 234 8,517 8,517
NATIONAL INSTRS CORP COM 636518102 202 8,306 8,306
NATIONAL OILWELL VARCO INC COM 637071101 2,804 114,715 114,715
NATIONAL SEMICONDUCTOR CORP COM 637640103 936 92,987 92,987
NATIONWIDE FINL SVCS INC CL A 638612101 3,046 58,346 58,346
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
NETAPP INC COM 64110D104 1,616 115,688 115,688
NEUSTAR INC CL A 64126X201 217 11,363 11,363
NEW YORK CMNTY BANCORP INC COM 649445103 130 10,883 10,883
NEWELL RUBBERMAID INC COM 651229106 328 33,557 33,557
NEWMONT MINING CORP COM 651639106 4,955 121,748 121,748
NEWS CORP CL A 65248E104 5,888 647,705 647,705
NIKE INC CL B 654106103 9,493 186,144 186,144
NISOURCE INC COM 65473P105 266 24,221 24,221
NOKIA CORP SPONSORED ADR 654902204 646 41,384 41,384
NOBLE ENERGY INC COM 655044105 331 6,731 6,731
NORDSTROM INC COM 655664100 890 66,888 66,888
NORFOLK SOUTHERN CORP COM 655844108 5,000 106,277 106,277
NORTHEAST UTILS COM 664397106 1,050 43,658 43,658
NORTHERN TR CORP COM 665859104 6,430 123,332 123,332
NORTHROP GRUMMAN CORP COM 666807102 3,431 76,169 76,169
NOVELL INC COM 670006105 114 29,362 29,362
NSTAR COM 67019E107 689 18,872 18,872
NUANCE COMMUNICATIONS INC COM 67020Y100 295 28,518 28,518
NUCOR CORP COM 670346105 4,660 100,859 100,859
NVIDIA CORP COM 67066G104 1,994 247,109 247,109
NV ENERGY INC COM 67073Y106 335 33,918 33,918
OGE ENERGY CORP COM 670837103 575 22,285 22,285
OCCIDENTAL PETE CORP DEL COM 674599105 22,596 376,656 376,656
OCEANEERING INTL INC COM 675232102 260 8,923 8,923
OFFICE DEPOT INC COM 676220106 119 39,923 39,923
OMNICOM GROUP INC COM 681919106 4,891 181,678 181,678
ON SEMICONDUCTOR CORP COM 682189105 203 59,716 59,716
ORACLE CORP COM 68389X105 24,079 1,358,098 1,358,098
O REILLY AUTOMOTIVE INC COM 686091109 367 11,950 11,950
OVERSEAS SHIPHOLDING GROUP I COM 690368105 725 17,218 17,218
OWENS ILL INC COM NEW 690768403 294 10,762 10,762
PG&E CORP COM 69331C108 5,202 134,394 134,394
PMI GROUP INC COM 69344M101 38 19,390 19,390
PNC FINL SVCS GROUP INC COM 693475105 3,928 80,159 80,159
PPG INDS INC COM 693506107 1,213 28,592 28,592
PPL CORP COM 69351T106 5,995 195,355 195,355
PACCAR INC COM 693718108 2,730 95,455 95,455
PACKAGING CORP AMER COM 695156109 172 12,809 12,809
PALL CORP COM 696429307 511 17,968 17,968
PANERA BREAD CO CL A 69840W108 204 3,896 3,896
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
PARKER HANNIFIN CORP COM 701094104 2,084 48,986 48,986
PATRIOT COAL CORP COM 70336T104 94 15,091 15,091
PATTERSON COMPANIES INC COM 703395103 334 17,797 17,797
PATTERSON UTI ENERGY INC COM 703481101 183 15,875 15,875
PAYCHEX INC COM 704326107 2,988 113,685 113,685
PEABODY ENERGY CORP COM 704549104 1,735 76,243 76,243
PENN NATL GAMING INC COM 707569109 212 9,909 9,909
PENNEY J C INC COM 708160106 1,015 51,531 51,531
PENTAIR INC COM 709631105 294 12,408 12,408
PEOPLES UNITED FINANCIAL INC COM 712704105 196 10,966 10,966
PEPSI BOTTLING GROUP INC COM 713409100 1,696 75,361 75,361
PEPSIAMERICAS INC COM 71343P200 826 40,588 40,588
PEPSICO INC COM 713448108 28,454 519,523 519,523
PERRIGO CO COM 714290103 369 11,418 11,418
PETROHAWK ENERGY CORP COM 716495106 595 38,064 38,064
PETSMART INC COM 716768106 345 18,683 18,683
PFIZER INC COM 717081103 28,816 1,627,079 1,627,079
PHARMACEUTICAL PROD DEV INC COM 717124101 454 15,659 15,659
PHILIP MORRIS INTL INC COM 718172109 31,427 722,297 722,297
PINNACLE WEST CAP CORP COM 723484101 601 18,694 18,694
PIONEER NAT RES CO COM 723787107 657 40,578 40,578
PITNEY BOWES INC COM 724479100 718 28,175 28,175
PLAINS EXPL& PRODTN CO COM 726505100 341 14,676 14,676
PLUM CREEK TIMBER CO INC COM 729251108 411 11,830 11,830
POLO RALPH LAUREN CORP CL A 731572103 373 8,221 8,221
PRAXAIR INC COM 74005P104 5,948 100,201 100,201
PRECISION CASTPARTS CORP COM 740189105 4,376 73,566 73,566
PRICE T ROWE GROUP INC COM 74144T108 1,349 38,069 38,069
PRICELINE COM INC COM NEW 741503403 803 10,902 10,902
PRIDE INTL INC DEL COM 74153Q102 309 19,325 19,325
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 623 27,599 27,599
PROCTER & GAMBLE CO COM 742718109 48,011 776,622 776,622
PROGRESS ENERGY INC COM 743263105 707 17,742 17,742
PROGRESSIVE CORP OHIO COM 743315103 1,925 129,951 129,951
PROLOGIS SH BEN INT 743410102 480 34,531 34,531
PRUDENTIAL FINL INC COM 744320102 2,461 81,339 81,339
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,141 176,246 176,246
PUBLIC STORAGE COM 74460D109 3,636 45,737 45,737
PULTE HOMES INC COM 745867101 914 83,629 83,629
QLOGIC CORP COM 747277101 240 17,827 17,827
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
QUALCOMM INC COM 747525103 19,127 533,816 533,816
QUANTA SVCS INC COM 74762E102 460 23,225 23,225
QUEST DIAGNOSTICS INC COM 74834L100 1,036 19,950 19,950
QUEST RESOURCE CORP COM NEW 748349305 15 33,087 33,087
QUESTAR CORP COM 748356102 2,665 81,535 81,535
QUICKSILVER RESOURCES INC COM 74837R104 156 27,963 27,963
QWEST COMMUNICATIONS INTL IN COM 749121109 777 213,576 213,576
RPM INTL INC COM 749685103 271 20,372 20,372
RADIAN GROUP INC COM 750236101 181 49,111 49,111
RAMBUS INC DEL COM 750917106 243 15,288 15,288
RANGE RES CORP COM 75281A109 784 22,788 22,788
RAYTHEON CO COM NEW 755111507 5,622 110,142 110,142
RED HAT INC COM 756577102 830 62,815 62,815
REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 5,392 71,300 71,300
REGIONS FINANCIAL CORP NEW COM 7591EP100 175 22,047 22,047
RELIANT ENERGY INC COM 75952B105 63 10,967 10,967
REPUBLIC SVCS INC COM 760759100 755 30,439 30,439
RESMED INC COM 761152107 425 11,327 11,327
REYNOLDS AMERICAN INC COM 761713106 958 23,766 23,766
RITE AID CORP COM 767754104 5 16,784 16,784
ROBERT HALF INTL INC COM 770323103 745 35,764 35,764
ROCKWELL AUTOMATION INC COM 773903109 1,876 58,181 58,181
ROCKWELL COLLINS INC COM 774341101 2,133 54,568 54,568
ROHM & HAAS CO COM 775371107 1,737 28,113 28,113
ROPER INDS INC NEW COM 776696106 1,922 44,271 44,271
ROSS STORES INC COM 778296103 1,314 44,201 44,201
RYDER SYS INC COM 783549108 571 14,725 14,725
SBA COMMUNICATIONS CORP COM 78388J106 343 20,996 20,996
SEI INVESTMENTS CO COM 784117103 1,833 116,667 116,667
SLM CORP COM 78442P106 842 94,618 94,618
SPX CORP COM 784635104 706 17,422 17,422
SAFEWAY INC COM NEW 786514208 330 13,894 13,894
ST JOE CO COM 790148100 288 11,835 11,835
ST JUDE MED INC COM 790849103 2,204 66,873 66,873
SALESFORCE COM INC COM 79466L302 877 27,386 27,386
SANDISK CORP COM 80004C101 340 35,456 35,456
SANDRIDGE ENERGY INC COM 80007P307 98 15,986 15,986
SARA LEE CORP COM 803111103 219 22,412 22,412
SCHEIN HENRY INC COM 806407102 1,595 43,477 43,477
SCHERING PLOUGH CORP COM 806605101 7,167 420,830 420,830
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD COM 806857108 13,491 318,719 318,719
SCHWAB CHARLES CORP NEW COM 808513105 4,172 257,982 257,982
SEARS HLDGS CORP COM 812350106 889 22,882 22,882
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6,435 514,000 514,000
SEMPRA ENERGY COM 816851109 810 18,999 18,999
SEPRACOR INC COM 817315104 174 15,805 15,805
SHAW GROUP INC COM 820280105 249 12,143 12,143
SHERWIN WILLIAMS CO COM 824348106 2,679 44,834 44,834
SIGMA ALDRICH CORP COM 826552101 1,556 36,830 36,830
SIMON PPTY GROUP INC NEW COM 828806109 4,136 77,844 77,844
SIRIUS XM RADIO INC COM 82967N108 60 501,923 501,923
SMITH INTL INC COM 832110100 1,592 69,556 69,556
SNAP ON INC COM 833034101 758 19,239 19,239
SONOCO PRODS CO COM 835495102 287 12,401 12,401
SOUTHERN CO COM 842587107 3,749 101,325 101,325
SOUTHERN COPPER CORP COM 84265V105 1,017 63,306 63,306
SOUTHWEST AIRLS CO COM 844741108 526 61,001 61,001
SOUTHWEST GAS CORP COM 844895102 893 35,420 35,420
SOUTHWESTERN ENERGY CO COM 845467109 1,533 52,934 52,934
SOVEREIGN BANCORP INC COM 845905108 60 20,113 20,113
SPECTRA ENERGY CORP COM 847560109 2,971 188,747 188,747
SPRINT NEXTEL CORP COM SER 1 852061100 1,115 609,102 609,102
STANLEY WKS COM 854616109 824 24,154 24,154
STAPLES INC COM 855030102 4,255 237,455 237,455
STARBUCKS CORP COM 855244109 3,095 327,142 327,142
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,267 70,776 70,776
STATE STR CORP COM 857477103 2,467 62,738 62,738
STEEL DYNAMICS INC COM 858119100 865 77,385 77,385
STERICYCLE INC COM 858912108 895 17,188 17,188
STRAYER ED INC COM 863236105 447 2,086 2,086
STRYKER CORP COM 863667101 4,282 107,177 107,177
SUN MICROSYSTEMS INC COM NEW 866810203 373 97,649 97,649
SUNOCO INC COM 86764P109 508 11,679 11,679
SUNPOWER CORP COM CL A 867652109 537 14,516 14,516
SUNTRUST BKS INC COM 867914103 2,827 95,700 95,700
SUPERIOR ENERGY SVCS INC COM 868157108 195 12,272 12,272
SUPERVALU INC COM 868536103 855 58,538 58,538
SYMANTEC CORP COM 871503108 2,356 174,288 174,288
SYNOPSYS INC COM 871607107 884 47,713 47,713
SYSCO CORP COM 871829107 2,026 88,314 88,314
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
TD AMERITRADE HLDG CORP COM 87236Y108 1,722 120,864 120,864
TJX COS INC NEW COM 872540109 3,498 170,060 170,060
TARGET CORP COM 87612E106 8,930 258,616 258,616
TAUBMAN CTRS INC COM 876664103 269 10,575 10,575
TECH DATA CORP COM 878237106 426 23,908 23,908
TECHNE CORP COM 878377100 366 5,672 5,672
TELEPHONE & DATA SYS INC COM 879433100 1,659 52,257 52,257
TELEPHONE & DATA SYS INC SPL COM 879433860 435 15,498 15,498
TELLABS INC COM 879664100 52 12,571 12,571
TEMPLE INLAND INC COM 879868107 86 18,014 18,014
TENET HEALTHCARE CORP COM 88033G100 53 46,072 46,072
TERADATA CORP DEL COM 88076W103 383 25,820 25,820
TERADYNE INC COM 880770102 75 17,787 17,787
TEREX CORP NEW COM 880779103 300 17,314 17,314
TERRA INDS INC COM 880915103 307 18,402 18,402
TETRA TECHNOLOGIES INC DEL COM 88162F105 53 10,940 10,940
TEXAS INSTRS INC COM 882508104 7,805 502,909 502,909
TEXTRON INC COM 883203101 1,062 76,598 76,598
THERMO FISHER SCIENTIFIC INC COM 883556102 2,098 61,570 61,570
THOMAS & BETTS CORP COM 884315102 1,413 58,828 58,828
THOR INDS INC COM 885160101 235 17,829 17,829
3M CO COM 88579Y101 13,505 234,700 234,700
TICKETMASTER ENTMT INC COM 88633P302 108 16,814 16,814
TIDEWATER INC COM 886423102 813 20,191 20,191
TIFFANY & CO NEW COM 886547108 437 18,493 18,493
TIM HORTONS INC COM 88706M103 781 27,092 27,092
TIME WARNER INC COM 887317105 8,891 883,755 883,755
TIME WARNER CABLE INC CL A 88732J108 296 13,823 13,823
TIMKEN CO COM 887389104 235 11,984 11,984
TORONTO DOMINION BK ONT COM NEW 891160509 465 12,969 12,969
TOTAL SYS SVCS INC COM 891906109 335 23,961 23,961
TRAVELERS COMPANIES INC COM 89417E109 9,695 214,487 214,487
TRIMBLE NAVIGATION LTD COM 896239100 384 17,768 17,768
TUPPERWARE BRANDS CORP COM 899896104 476 20,981 20,981
TYSON FOODS INC CL A 902494103 116 13,275 13,275
UST INC COM 902911106 2,086 30,068 30,068
US BANCORP DEL COM NEW 902973304 14,581 583,024 583,024
ULTRA PETROLEUM CORP COM 903914109 460 13,328 13,328
UNION PAC CORP COM 907818108 9,098 190,330 190,330
UNISYS CORP COM 909214108 29 33,726 33,726
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
UNITED ONLINE INC COM 911268100 115 18,937 18,937
UNITED PARCEL SERVICE INC CL B 911312106 10,713 194,218 194,218
UNITED STATES CELLULAR CORP COM 911684108 560 12,948 12,948
UNITED STATES STL CORP NEW COM 912909108 870 23,383 23,383
UNITED TECHNOLOGIES CORP COM 913017109 13,863 258,631 258,631
UNITEDHEALTH GROUP INC COM 91324P102 7,473 280,945 280,945
UNUM GROUP COM 91529Y106 204 10,976 10,976
URBAN OUTFITTERS INC COM 917047102 249 16,646 16,646
VCA ANTECH INC COM 918194101 246 12,360 12,360
V F CORP COM 918204108 2,904 53,025 53,025
VALERO ENERGY CORP NEW COM 91913Y100 1,116 51,592 51,592
VARIAN MED SYS INC COM 92220P105 1,333 38,041 38,041
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 197 10,858 10,858
VENTAS INC COM 92276F100 228 6,778 6,778
VERISIGN INC COM 92343E102 545 28,550 28,550
VERIZON COMMUNICATIONS INC COM 92343V104 20,230 596,765 596,765
VERTEX PHARMACEUTICALS INC COM 92532F100 673 22,137 22,137
VIACOM INC NEW CL B 92553P201 1,489 78,108 78,108
VISA INC COM CL A 92826C839 4,922 93,833 93,833
VORNADO RLTY TR SH BEN INT 929042109 260 4,316 4,316
VULCAN MATLS CO COM 929160109 2,211 31,778 31,778
WACHOVIA CORP NEW COM 929903102 2,551 460,538 460,538
WADDELL & REED FINL INC CL A 930059100 196 12,706 12,706
WAL MART STORES INC COM 931142103 37,867 675,480 675,480
WALGREEN CO COM 931422109 4,560 184,827 184,827
WALTER INDS INC COM 93317Q105 196 11,183 11,183
WASHINGTON POST CO CL B 939640108 529 1,356 1,356
WASTE MGMT INC DEL COM 94106L109 4,679 141,202 141,202
WATERS CORP COM 941848103 1,196 32,631 32,631
WATSON PHARMACEUTICALS INC COM 942683103 246 9,243 9,243
WATTS WATER TECHNOLOGIES INC CL A 942749102 480 19,217 19,217
WELLCARE HEALTH PLANS INC COM 94946T106 439 34,121 34,121
WELLPOINT INC COM 94973V107 6,369 151,183 151,183
WELLS FARGO & CO NEW COM 949746101 26,625 903,150 903,150
WESTERN DIGITAL CORP COM 958102105 1,896 165,593 165,593
WESTERN UN CO COM 959802109 2,014 140,464 140,464
WEYERHAEUSER CO COM 962166104 1,152 37,621 37,621
WHIRLPOOL CORP COM 963320106 376 9,103 9,103
WHITING PETE CORP NEW COM 966387102 208 6,202 6,202
WHOLE FOODS MKT INC COM 966837106 194 20,544 20,544
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INV. DISCRETION
PENSION -------------------- VOTING AUTHORITY
FAIR SHARES (B) SHARES
MARKET OR SHARED (C) MANAGERS ---------------------
CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C)
NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
WILEY JOHN & SONS INC CL A 968223206 517 14,543 14,543
WILLIAMS COS INC DEL COM 969457100 1,633 112,802 112,802
WINDSTREAM CORP COM 97381W104 504 54,810 54,810
WISCONSIN ENERGY CORP COM 976657106 880 20,955 20,955
WYETH COM 983024100 8,524 227,245 227,245
WYNDHAM WORLDWIDE CORP COM 98310W108 95 14,494 14,494
WYNN RESORTS LTD COM 983134107 1,046 24,761 24,761
XTO ENERGY INC COM 98385X106 4,835 137,096 137,096
XCEL ENERGY INC COM 98389B100 2,600 140,160 140,160
XILINX INC COM 983919101 1,697 95,217 95,217
XEROX CORP COM 984121103 1,351 169,457 169,457
YAHOO INC COM 984332106 5,757 471,901 471,901
YUM BRANDS INC COM 988498101 6,017 191,014 191,014
ZIMMER HLDGS INC COM 98956P102 2,161 53,474 53,474
GRAND TOTAL 2,368,170
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