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, 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:
/s/ David L. Beik Basking Ridge, New Jersey February 8, 2010
--------------- --------------------------- ----------------
[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: 612
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Form 13F Information Table Value Total: 1,787,324.00
--------------
(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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VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F-SOLE INSTR V. NONE AUTHORITY
31-Dec-09
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 852 18,500 18,500
ARCH CAP GROUP LTD ORD G0450A105 716 10,000 10,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,187 28,600 28,600
COOPER INDUSTRIES PLC SHS G24140108 1,382 32,400 32,400
COVIDIEN PLC SHS G2554F105 2,234 46,646 46,646
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,532 41,150 41,150
GARMIN LTD ORD G37260109 263 8,551 8,551
HERBALIFE LTD COM USD SHS G4412G101 232 5,708 5,708
INGERSOLL-RAND PLC SHS G47791101 1,178 32,956 32,956
LAZARD LTD SHS A G54050102 269 7,097 7,097
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,052 50,684 50,684
NABORS INDUSTRIES LTD SHS G6359F103 212 9,700 9,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 478 9,000 9,000
SEAGATE TECHNOLOGY SHS G7945J104 747 41,066 41,066
TRANSOCEAN LTD REG SHS H8817H100 621 7,500 7,500
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 737 30,000 30,000
AFLAC INC COM 001055102 5,636 121,851 121,851
AGCO CORP COM 001084102 644 19,900 19,900
AES CORP COM 00130H105 1,268 95,232 95,232
AMR CORP COM 001765106 204 26,422 26,422
AOL INC COM 00184X105 272 11,673 11,673
AT&T INC COM 00206R102 17,440 622,200 622,200
ABBOTT LABS COM 002824100 19,006 352,025 352,025
ABERCROMBIE & FITCH CO CL A 002896207 211 6,050 6,050
ACTIVISION BLIZZARD INC COM 00507V109 1,289 116,045 116,045
ADOBE SYS INC COM 00724F101 4,390 119,372 119,372
ADVANCE AUTO PARTS INC COM 00751Y106 358 8,833 8,833
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 241 8,767 8,767
AEROPOSTALE COM 007865108 1,047 30,754 30,754
ADVANCED MICRO DEVICES INC COM 007903107 264 27,293 27,293
AETNA INC NEW COM 00817Y108 2,625 82,812 82,812
AFFILIATED COMPUTER SERVICES CL A 008190100 1,439 24,104 24,104
AFFILIATED MANAGERS GROUP COM 008252108 258 3,829 3,829
AGILENT TECHNOLOGIES INC COM 00846U101 1,656 53,310 53,310
AIR PRODS & CHEMS INC COM 009158106 2,238 27,614 27,614
AKAMAI TECHNOLOGIES INC COM 00971T101 406 16,029 16,029
ALBERTO CULVER CO NEW COM 013078100 841 28,723 28,723
ALCOA INC COM 013817101 1,888 117,135 117,135
ALEXION PHARMACEUTICALS INC COM 015351109 372 7,612 7,612
ALLEGHENY ENERGY INC COM 017361106 538 22,900 22,900
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,074 24,000 24,000
ALLERGAN INC COM 018490102 5,535 87,838 87,838
ALLIANCE DATA SYSTEMS CORP COM 018581108 348 5,387 5,387
ALLIANT TECHSYSTEMS INC COM 018804104 268 3,041 3,041
ALLSTATE CORP COM 020002101 2,424 80,686 80,686
ALPHA NATURAL RESOURCES INC COM 02076X102 721 16,612 16,612
ALTERA CORP COM 021441100 616 27,212 27,212
ALTRIA GROUP INC COM 02209S103 7,313 372,553 372,553
AMAZON COM INC COM 023135106 9,979 74,182 74,182
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 812 47,822 47,822
AMERICAN ELEC PWR INC COM 025537101 925 26,600 26,600
AMERICAN EXPRESS CO COM 025816109 6,225 153,621 153,621
AMERICAN INTL GROUP INC COM NEW 026874784 405 13,500 13,500
AMERICAN TOWER CORP CL A 029912201 2,060 47,682 47,682
AMERISOURCEBERGEN CORP COM 03073E105 3,993 153,164 153,164
AMETEK INC NEW COM 031100100 1,448 37,863 37,863
AMGEN INC COM 031162100 13,955 246,688 246,688
AMPHENOL CORP NEW CL A 032095101 734 15,887 15,887
AMYLIN PHARMACEUTICALS INC COM 032346108 185 13,068 13,068
ANADARKO PETE CORP COM 032511107 2,903 46,500 46,500
ANALOG DEVICES INC COM 032654105 2,609 82,612 82,612
ANNALY CAP MGMT INC COM 035710409 1,414 81,500 81,500
ANSYS INC COM 03662Q105 353 8,129 8,129
APACHE CORP COM 037411105 3,920 38,000 38,000
APOLLO GROUP INC CL A 037604105 2,514 41,506 41,506
APPLE INC COM 037833100 42,912 203,634 203,634
APPLIED MATLS INC COM 038222105 1,484 106,480 106,480
APTARGROUP INC COM 038336103 214 6,000 6,000
ARCHER DANIELS MIDLAND CO COM 039483102 4,985 159,203 159,203
ARROW ELECTRS INC COM 042735100 421 14,203 14,203
AUTODESK INC COM 052769106 364 14,325 14,325
AUTOMATIC DATA PROCESSING IN COM 053015103 4,347 101,524 101,524
AUTOZONE INC COM 053332102 2,209 13,977 13,977
AVALONBAY CMNTYS INC COM 053484101 1,503 18,300 18,300
AVON PRODS INC COM 054303102 2,787 88,492 88,492
BB&T CORP COM 054937107 1,586 62,500 62,500
BJS WHOLESALE CLUB INC COM 05548J106 356 10,889 10,889
BOK FINL CORP COM NEW 05561Q201 444 9,333 9,333
BMC SOFTWARE INC COM 055921100 1,289 32,151 32,151
BAKER HUGHES INC COM 057224107 1,247 30,800 30,800
BALL CORP COM 058498106 1,523 29,466 29,466
BANK OF AMERICA CORPORATION COM 060505104 10,013 664,900 664,900
BANK HAWAII CORP COM 062540109 2,320 49,300 49,300
BANK OF NEW YORK MELLON CORP COM 064058100 5,430 194,129 194,129
BARD C R INC COM 067383109 1,652 21,211 21,211
BAXTER INTL INC COM 071813109 8,368 142,611 142,611
BECKMAN COULTER INC COM 075811109 441 6,740 6,740
BECTON DICKINSON & CO COM 075887109 4,654 59,016 59,016
BED BATH & BEYOND INC COM 075896100 1,652 42,792 42,792
BEMIS INC COM 081437105 534 18,000 18,000
BEST BUY INC COM 086516101 3,888 98,533 98,533
BIOGEN IDEC INC COM 09062X103 5,155 96,361 96,361
BLACKROCK INC COM 09247X101 727 3,132 3,132
BLOCK H & R INC COM 093671105 713 31,501 31,501
BOEING CO COM 097023105 5,241 96,823 96,823
BORGWARNER INC COM 099724106 499 15,030 15,030
BOSTON PROPERTIES INC COM 101121101 818 12,200 12,200
BOSTON SCIENTIFIC CORP COM 101137107 2,740 304,436 304,436
BRISTOL MYERS SQUIBB CO COM 110122108 6,718 266,075 266,075
BROADCOM CORP CL A 111320107 5,185 164,763 164,763
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 470 61,634 61,634
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 592 26,700 26,700
BROWN FORMAN CORP CL B 115637209 372 6,946 6,946
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,886 39,400 39,400
CBS CORP NEW CL B 124857202 913 65,000 65,000
CB RICHARD ELLIS GROUP INC CL A 12497T101 491 36,194 36,194
CF INDS HLDGS INC COM 125269100 338 3,722 3,722
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,949 50,215 50,215
CIGNA CORP COM 125509109 1,670 47,345 47,345
CME GROUP INC COM 12572Q105 3,077 9,158 9,158
CMS ENERGY CORP COM 125896100 305 19,500 19,500
CSX CORP COM 126408103 2,172 44,800 44,800
CVS CAREMARK CORPORATION COM 126650100 6,963 216,181 216,181
CA INC COM 12673P105 632 28,120 28,120
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 646 25,000 25,000
CADENCE DESIGN SYSTEM INC COM 127387108 146 24,437 24,437
CALPINE CORP COM NEW 131347304 344 31,303 31,303
CAMERON INTERNATIONAL CORP COM 13342B105 1,665 39,824 39,824
CAMPBELL SOUP CO COM 134429109 926 27,396 27,396
CAPITAL ONE FINL CORP COM 14040H105 2,332 60,813 60,813
CARMAX INC COM 143130102 352 14,517 14,517
CARNIVAL CORP PAIRED CTF 143658300 585 18,448 18,448
CATERPILLAR INC DEL COM 149123101 6,896 121,004 121,004
CELANESE CORP DEL COM SER A 150870103 861 26,809 26,809
CELGENE CORP COM 151020104 6,302 113,188 113,188
CENTERPOINT ENERGY INC COM 15189T107 601 41,405 41,405
CENTURYTEL INC COM 156700106 2,021 55,827 55,827
CEPHALON INC COM 156708109 427 6,848 6,848
CERNER CORP COM 156782104 513 6,224 6,224
CHESAPEAKE ENERGY CORP COM 165167107 2,433 94,001 94,001
CHEVRON CORP NEW COM 166764100 18,285 237,500 237,500
CHICOS FAS INC COM 168615102 217 15,423 15,423
CHIPOTLE MEXICAN GRILL INC CL A 169656105 261 2,955 2,955
CHOICE HOTELS INTL INC COM 169905106 362 11,442 11,442
CHUBB CORP COM 171232101 861 17,500 17,500
CHURCH & DWIGHT INC COM 171340102 998 16,512 16,512
CISCO SYS INC COM 17275R102 31,807 1,328,610 328,610
CITIGROUP INC COM 172967101 2,141 646,800 646,800
CITRIX SYS INC COM 177376100 698 16,784 16,784
CLEARWIRE CORP NEW CL A 18538Q105 83 12,301 12,301
CLIFFS NATURAL RESOURCES INC COM 18683K101 423 9,167 9,167
CLOROX CO DEL COM 189054109 1,430 23,439 23,439
COACH INC COM 189754104 2,537 69,453 69,453
COCA COLA CO COM 191216100 27,197 477,148 477,148
COCA COLA ENTERPRISES INC COM 191219104 516 24,343 24,343
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,865 63,193 63,193
COLGATE PALMOLIVE CO COM 194162103 10,592 128,931 128,931
COMCAST CORP NEW CL A 20030N101 5,985 354,997 354,997
COMMERCIAL METALS CO COM 201723103 157 10,000 10,000
COMPUTER SCIENCES CORP COM 205363104 518 9,000 9,000
CONOCOPHILLIPS COM 20825C104 9,193 180,000 180,000
CONSOL ENERGY INC COM 20854P109 1,935 38,853 38,853
CONSOLIDATED EDISON INC COM 209115104 1,327 29,200 29,200
CONSTELLATION ENERGY GROUP I COM 210371100 657 18,667 18,667
CONTINENTAL AIRLS INC CL B 210795308 205 11,467 11,467
COPART INC COM 217204106 227 6,193 6,193
CORN PRODS INTL INC COM 219023108 1,289 44,100 44,100
CORNING INC COM 219350105 6,223 322,267 322,267
COSTCO WHSL CORP NEW COM 22160K105 6,737 113,852 113,852
COVANCE INC COM 222816100 324 5,929 5,929
COVENTRY HEALTH CARE INC COM 222862104 245 10,083 10,083
CRANE CO COM 224399105 391 12,759 12,759
CREE INC COM 225447101 465 8,249 8,249
CROWN CASTLE INTL CORP COM 228227104 1,487 38,084 38,084
CROWN HOLDINGS INC COM 228368106 380 14,836 14,836
CULLEN FROST BANKERS INC COM 229899109 475 9,500 9,500
CUMMINS INC COM 231021106 2,384 51,977 51,977
CYPRESS SEMICONDUCTOR CORP COM 232806109 128 12,094 12,094
DPL INC COM 233293109 259 9,366 9,366
D R HORTON INC COM 23331A109 283 26,000 26,000
DTE ENERGY CO COM 233331107 889 20,400 20,400
DANAHER CORP DEL COM 235851102 4,332 57,611 57,611
DARDEN RESTAURANTS INC COM 237194105 972 27,718 27,718
DAVITA INC COM 23918K108 563 9,591 9,591
DEAN FOODS CO NEW COM 242370104 301 16,686 16,686
DEERE & CO COM 244199105 3,679 68,021 68,021
DEL MONTE FOODS CO COM 24522P103 561 49,500 49,500
DELL INC COM 24702R101 6,051 421,364 421,364
DELTA AIR LINES INC DEL COM NEW 247361702 814 71,560 71,560
DENDREON CORP COM 24823Q107 281 10,703 10,703
DENTSPLY INTL INC NEW COM 249030107 484 13,775 13,775
DEVON ENERGY CORP NEW COM 25179M103 5,204 70,800 70,800
DEVRY INC DEL COM 251893103 327 5,772 5,772
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,564 15,895 15,895
DIEBOLD INC COM 253651103 876 30,783 30,783
DIGITAL RLTY TR INC COM 253868103 355 7,060 7,060
DISNEY WALT CO COM DISNEY 254687106 7,079 219,501 219,501
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 643 24,259 24,259
DISH NETWORK CORP CL A 25470M109 1,149 55,300 55,300
DIRECTV COM CL A 25490A101 2,922 87,629 87,629
DOLBY LABORATORIES INC COM 25659T107 232 4,866 4,866
DOLLAR TREE INC COM 256746108 1,311 27,137 27,137
DOMINION RES INC VA NEW COM 25746U109 3,402 87,400 87,400
DONALDSON INC COM 257651109 1,160 27,261 27,261
DONNELLEY R R & SONS CO COM 257867101 377 16,911 16,911
DOVER CORP COM 260003108 1,449 34,815 34,815
DOW CHEM CO COM 260543103 3,224 116,700 116,700
DREAMWORKS ANIMATION SKG INC CL A 26153C103 1,402 35,100 35,100
DRESSER-RAND GROUP INC COM 261608103 931 29,444 29,444
DU PONT E I DE NEMOURS & CO COM 263534109 4,193 124,538 124,538
DUKE ENERGY CORP NEW COM 26441C105 3,136 182,200 182,200
DUN & BRADSTREET CORP DEL NE COM 26483E100 619 7,332 7,332
E M C CORP MASS COM 268648102 4,639 265,516 265,516
EOG RES INC COM 26875P101 5,060 52,000 52,000
EQT CORP COM 26884L109 1,464 33,340 33,340
EXCO RESOURCES INC COM 269279402 242 11,391 11,391
EASTMAN CHEM CO COM 277432100 867 14,400 14,400
EATON CORP COM 278058102 719 11,300 11,300
EATON VANCE CORP COM NON VTG 278265103 633 20,809 20,809
EBAY INC COM 278642103 5,493 233,460 233,460
ECOLAB INC COM 278865100 1,646 36,932 36,932
EDISON INTL COM 281020107 1,071 30,800 30,800
EDWARDS LIFESCIENCES CORP COM 28176E108 451 5,196 5,196
EL PASO CORP COM 28336L109 178 18,073 18,073
ELECTRONIC ARTS INC COM 285512109 1,859 104,751 104,751
EMERSON ELEC CO COM 291011104 6,905 162,089 162,089
ENERGIZER HLDGS INC COM 29266R108 1,102 17,985 17,985
ENTERGY CORP NEW COM 29364G103 3,085 37,700 37,700
EQUIFAX INC COM 294429105 675 21,856 21,856
EQUINIX INC COM NEW 29444U502 374 3,521 3,521
EXELON CORP COM 30161N101 3,472 71,044 71,044
EXPEDIA INC DEL COM 30212P105 952 36,994 36,994
EXPEDITORS INTL WASH INC COM 302130109 1,686 48,494 48,494
EXPRESS SCRIPTS INC COM 302182100 6,153 71,200 71,200
EXXON MOBIL CORP COM 30231G102 47,478 696,256 696,256
FLIR SYS INC COM 302445101 456 13,935 13,935
FMC TECHNOLOGIES INC COM 30249U101 1,363 23,562 23,562
F M C CORP COM NEW 302491303 320 5,736 5,736
FPL GROUP INC COM 302571104 2,594 49,115 49,115
FTI CONSULTING INC COM 302941109 225 4,762 4,762
FACTSET RESH SYS INC COM 303075105 255 3,869 3,869
FAMILY DLR STORES INC COM 307000109 1,266 45,506 45,506
FASTENAL CO COM 311900104 769 18,460 18,460
FEDERATED INVS INC PA CL B 314211103 964 35,037 35,037
FEDEX CORP COM 31428X106 2,670 32,000 32,000
F5 NETWORKS INC COM 315616102 386 7,286 7,286
FIDELITY NATL INFORMATION SV COM 31620M106 1,676 71,485 71,485
FIDELITY NATIONAL FINANCIAL CL A 31620R105 211 15,702 15,702
FIFTH THIRD BANCORP COM 316773100 1,170 120,000 120,000
FIRST AMERN CORP CALIF COM 318522307 331 10,000 10,000
FIRST SOLAR INC COM 336433107 1,403 10,364 10,364
FISERV INC COM 337738108 2,372 48,931 48,931
FIRSTENERGY CORP COM 337932107 1,347 29,000 29,000
FLUOR CORP NEW COM 343412102 1,877 41,679 41,679
FLOWSERVE CORP COM 34354P105 1,607 16,998 16,998
FORD MTR CO DEL COM PAR $0.01 345370860 3,250 325,000 325,000
FOREST LABS INC COM 345838106 1,512 47,100 47,100
FRANKLIN RES INC COM 354613101 4,929 46,788 46,788
FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,185 64,579 64,579
FRONTIER COMMUNICATIONS CORP COM 35906A108 127 16,199 16,199
FRONTIER OIL CORP COM 35914P105 182 15,138 15,138
GAMESTOP CORP NEW CL A 36467W109 1,060 48,321 48,321
GAP INC DEL COM 364760108 3,346 159,726 159,726
GEN-PROBE INC NEW COM 36866T103 207 4,830 4,830
GENERAL DYNAMICS CORP COM 369550108 4,585 67,255 67,255
GENERAL ELECTRIC CO COM 369604103 14,381 950,500 950,500
GENERAL MLS INC COM 370334104 7,745 109,371 109,371
GENTEX CORP COM 371901109 228 12,770 12,770
GENWORTH FINL INC COM CL A 37247D106 194 17,116 17,116
GENZYME CORP COM 372917104 2,005 40,918 40,918
GILEAD SCIENCES INC COM 375558103 8,925 206,260 206,260
GLG PARTNERS INC COM 37929X107 57 17,629 17,629
GLOBAL PMTS INC COM 37940X102 2,260 41,957 41,957
GOLDMAN SACHS GROUP INC COM 38141G104 10,248 60,696 60,696
GOODRICH CORP COM 382388106 1,509 23,487 23,487
GOODYEAR TIRE & RUBR CO COM 382550101 810 57,427 57,427
GOOGLE INC CL A 38259P508 33,671 54,310 54,310
GRAINGER W W INC COM 384802104 552 5,704 5,704
GREEN MTN COFFEE ROASTERS IN COM 393122106 226 2,771 2,771
GREIF INC CL A 397624107 491 9,100 9,100
GUESS INC COM 401617105 229 5,411 5,411
HCP INC COM 40414L109 3,283 107,498 107,498
HALLIBURTON CO COM 406216101 2,883 95,800 95,800
HANESBRANDS INC COM 410345102 212 8,782 8,782
HANOVER INS GROUP INC COM 410867105 355 7,996 7,996
HANSEN NAT CORP COM 411310105 837 21,785 21,785
HARLEY DAVIDSON INC COM 412822108 816 32,400 32,400
HARRIS CORP DEL COM 413875105 457 9,615 9,615
HARTFORD FINL SVCS GROUP INC COM 416515104 714 30,700 30,700
HASBRO INC COM 418056107 2,088 65,119 65,119
HEALTH MGMT ASSOC INC NEW CL A 421933102 166 22,869 22,869
HEALTH CARE REIT INC COM 42217K106 230 5,186 5,186
HEINZ H J CO COM 423074103 3,730 87,236 87,236
HELMERICH & PAYNE INC COM 423452101 341 8,552 8,552
HERSHEY CO COM 427866108 298 8,328 8,328
HESS CORP COM 42809H107 1,579 26,100 26,100
HEWITT ASSOCS INC COM 42822Q100 1,498 35,440 35,440
HEWLETT PACKARD CO COM 428236103 26,948 523,158 523,158
HOME DEPOT INC COM 437076102 6,273 216,842 216,842
HONEYWELL INTL INC COM 438516106 6,636 169,286 169,286
HORMEL FOODS CORP COM 440452100 1,082 28,135 28,135
HOSPIRA INC COM 441060100 759 14,883 14,883
HUDSON CITY BANCORP COM 443683107 331 24,077 24,077
HUMANA INC COM 444859102 1,084 24,706 24,706
HUNT J B TRANS SVCS INC COM 445658107 262 8,105 8,105
ITT EDUCATIONAL SERVICES INC COM 45068B109 341 3,555 3,555
ITT CORP NEW COM 450911102 1,441 28,972 28,972
IDEX CORP COM 45167R104 483 15,516 15,516
IDEXX LABS INC COM 45168D104 907 16,973 16,973
IHS INC CL A 451734107 243 4,431 4,431
ILLINOIS TOOL WKS INC COM 452308109 2,759 57,500 57,500
ILLUMINA INC COM 452327109 887 28,911 28,911
INGRAM MICRO INC CL A 457153104 747 42,800 42,800
INTEGRATED DEVICE TECHNOLOGY COM 458118106 682 105,364 105,364
INTEL CORP COM 458140100 23,190 1,136,777 136,777
INTERCONTINENTALEXCHANGE INC COM 45865V100 2,387 21,255 21,255
INTERNATIONAL BUSINESS MACHS COM 459200101 37,836 289,047 289,047
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,254 30,489 30,489
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,205 64,212 64,212
INTL PAPER CO COM 460146103 1,160 43,300 43,300
INTUITIVE SURGICAL INC COM NEW 46120E602 2,067 6,812 6,812
INTUIT COM 461202103 1,305 42,462 42,462
IRON MTN INC COM 462846106 608 26,723 26,723
ISHARES TR INDEX RUSSELL1000VAL 464287598 728 12,684 12,684
ISHARES TR INDEX RUSSELL1000GRW 464287614 2,110 42,337 42,337
ITC HLDGS CORP COM 465685105 428 8,215 8,215
ITRON INC COM 465741106 230 3,410 3,410
JDS UNIPHASE CORP COM PAR $0.001 46612J507 84 10,188 10,188
JPMORGAN CHASE & CO COM 46625H100 18,001 432,000 432,000
JABIL CIRCUIT INC COM 466313103 328 18,869 18,869
JACOBS ENGR GROUP INC DEL COM 469814107 942 25,050 25,050
JANUS CAP GROUP INC COM 47102X105 175 12,996 12,996
JOHNSON & JOHNSON COM 478160104 35,618 552,995 552,995
JOHNSON CTLS INC COM 478366107 2,496 91,613 91,613
JOY GLOBAL INC COM 481165108 1,723 33,415 33,415
JUNIPER NETWORKS INC COM 48203R104 1,787 67,019 67,019
KBR INC COM 48242W106 996 52,400 52,400
KELLOGG CO COM 487836108 1,255 23,592 23,592
KIMBERLY CLARK CORP COM 494368103 4,888 76,720 76,720
KIMCO REALTY CORP COM 49446R109 429 31,700 31,700
KING PHARMACEUTICALS INC COM 495582108 883 72,000 72,000
KOHLS CORP COM 500255104 3,289 60,980 60,980
KRAFT FOODS INC CL A 50075N104 4,020 147,900 147,900
KROGER CO COM 501044101 1,365 66,501 66,501
LKQ CORP COM 501889208 255 13,003 13,003
LSI CORPORATION COM 502161102 735 122,300 122,300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 870 10,000 10,000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 752 10,044 10,044
LAM RESEARCH CORP COM 512807108 460 11,723 11,723
LAS VEGAS SANDS CORP COM 517834107 493 33,009 33,009
LAUDER ESTEE COS INC CL A 518439104 498 10,289 10,289
LENDER PROCESSING SVCS INC COM 52602E102 360 8,863 8,863
LEUCADIA NATL CORP COM 527288104 1,799 75,621 75,621
LEVEL 3 COMMUNICATIONS INC COM 52729N100 154 100,400 100,400
LIFE TECHNOLOGIES CORP COM 53217V109 1,794 34,353 34,353
LILLY ELI & CO COM 532457108 6,419 179,749 179,749
LIMITED BRANDS INC COM 532716107 790 41,049 41,049
LINCOLN NATL CORP IND COM 534187109 576 23,140 23,140
LINEAR TECHNOLOGY CORP COM 535678106 630 20,612 20,612
LOCKHEED MARTIN CORP COM 539830109 6,103 81,001 81,001
LOEWS CORP COM 540424108 3,635 100,000 100,000
LORILLARD INC COM 544147101 1,827 22,772 22,772
LOWES COS INC COM 548661107 4,509 192,761 192,761
LUBRIZOL CORP COM 549271104 668 9,161 9,161
MBIA INC COM 55262C100 64 16,200 16,200
MDU RES GROUP INC COM 552690109 1,055 44,700 44,700
MEMC ELECTR MATLS INC COM 552715104 282 20,727 20,727
MSCI INC CL A 55354G100 293 9,211 9,211
MACYS INC COM 55616P104 587 35,000 35,000
MANPOWER INC COM 56418H100 1,839 33,700 33,700
MARATHON OIL CORP COM 565849106 4,162 133,300 133,300
MARRIOTT INTL INC NEW CL A 571903202 1,254 46,016 46,016
MARVEL ENTERTAINMENT INC COM 57383T103 245 4,527 4,527
MASCO CORP COM 574599106 217 15,695 15,695
MASSEY ENERGY CORP COM 576206106 267 6,344 6,344
MASTERCARD INC CL A 57636Q104 4,760 18,595 18,595
MATTEL INC COM 577081102 3,363 168,304 168,304
MAXIM INTEGRATED PRODS INC COM 57772K101 838 41,219 41,219
MCAFEE INC COM 579064106 585 14,410 14,410
MCCORMICK & CO INC COM NON VTG 579780206 437 12,085 12,085
MCDERMOTT INTL INC COM 580037109 900 37,494 37,494
MCDONALDS CORP COM 580135101 15,686 251,215 251,215
MCGRAW HILL COS INC COM 580645109 3,635 108,468 108,468
MCKESSON CORP COM 58155Q103 3,477 55,635 55,635
MEAD JOHNSON NUTRITION CO COM CL A 582839106 415 9,506 9,506
MEADWESTVACO CORP COM 583334107 355 12,400 12,400
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,895 92,236 92,236
MEDTRONIC INC COM 585055106 12,552 285,402 285,402
MERCK & CO INC NEW COM 58933Y105 16,136 441,585 441,585
METLIFE INC COM 59156R108 2,262 64,000 64,000
METROPCS COMMUNICATIONS INC COM 591708102 303 39,691 39,691
METTLER TOLEDO INTERNATIONAL COM 592688105 328 3,124 3,124
MICROS SYS INC COM 594901100 231 7,457 7,457
MICROSOFT CORP COM 594918104 56,487 1,853,256 853,256
MICROCHIP TECHNOLOGY INC COM 595017104 449 15,467 15,467
MICRON TECHNOLOGY INC COM 595112103 146 13,822 13,822
MILLIPORE CORP COM 601073109 372 5,142 5,142
MIRANT CORP NEW COM 60467R100 847 55,501 55,501
MONSANTO CO NEW COM 61166W101 9,909 121,214 121,214
MONSTER WORLDWIDE INC COM 611742107 1,271 73,039 73,039
MOODYS CORP COM 615369105 1,190 44,400 44,400
MORGAN STANLEY COM NEW 617446448 4,848 163,785 163,785
MOSAIC CO COM 61945A107 2,011 33,673 33,673
MOTOROLA INC COM 620076109 2,201 283,606 283,606
MURPHY OIL CORP COM 626717102 813 15,000 15,000
MYLAN INC COM 628530107 373 20,227 20,227
MYRIAD GENETICS INC COM 62855J104 231 8,858 8,858
NCR CORP NEW COM 62886E108 954 85,709 85,709
NII HLDGS INC CL B NEW 62913F201 639 19,016 19,016
NVR INC COM 62944T105 2,102 2,957 2,957
NYSE EURONEXT COM 629491101 625 24,698 24,698
NALCO HOLDING COMPANY COM 62985Q101 556 21,812 21,812
NATIONAL OILWELL VARCO INC COM 637071101 1,900 43,101 43,101
NATIONAL SEMICONDUCTOR CORP COM 637640103 742 48,295 48,295
NATIONWIDE HEALTH PPTYS INC COM 638620104 780 22,181 22,181
NAVISTAR INTL CORP NEW COM 63934E108 820 21,219 21,219
NETAPP INC COM 64110D104 4,514 131,361 131,361
NETFLIX INC COM 64110L106 216 3,918 3,918
NEWMONT MINING CORP COM 651639106 4,674 98,792 98,792
NEWS CORP CL A 65248E104 3,276 239,302 239,302
NIKE INC CL B 654106103 7,434 112,510 112,510
NOBLE ENERGY INC COM 655044105 1,531 21,500 21,500
NORDSTROM INC COM 655664100 846 22,499 22,499
NORFOLK SOUTHERN CORP COM 655844108 3,084 58,826 58,826
NORTHERN TR CORP COM 665859104 3,225 61,547 61,547
NORTHROP GRUMMAN CORP COM 666807102 1,707 30,571 30,571
NOVELL INC COM 670006105 60 14,533 14,533
NSTAR COM 67019E107 986 26,800 26,800
NUANCE COMMUNICATIONS INC COM 67020Y100 284 18,318 18,318
NUCOR CORP COM 670346105 1,656 35,500 35,500
NVIDIA CORP COM 67066G104 1,787 95,655 95,655
NV ENERGY INC COM 67073Y106 294 23,783 23,783
OGE ENERGY CORP COM 670837103 258 7,000 7,000
OCCIDENTAL PETE CORP DEL COM 674599105 9,396 115,500 115,500
OCEANEERING INTL INC COM 675232102 941 16,076 16,076
OMNICOM GROUP INC COM 681919106 4,713 120,386 120,386
ON SEMICONDUCTOR CORP COM 682189105 344 38,984 38,984
ORACLE CORP COM 68389X105 19,005 774,777 774,777
O REILLY AUTOMOTIVE INC COM 686091109 480 12,582 12,582
OWENS ILL INC COM NEW 690768403 418 12,721 12,721
PG&E CORP COM 69331C108 2,558 57,300 57,300
PMC-SIERRA INC COM 69344F106 277 32,000 32,000
PNC FINL SVCS GROUP INC COM 693475105 1,858 35,200 35,200
PPG INDS INC COM 693506107 820 14,000 14,000
PPL CORP COM 69351T106 2,193 67,875 67,875
PACCAR INC COM 693718108 3,031 83,557 83,557
PACTIV CORP COM 695257105 621 25,721 25,721
PALL CORP COM 696429307 395 10,905 10,905
PARKER HANNIFIN CORP COM 701094104 1,212 22,500 22,500
PATTERSON COMPANIES INC COM 703395103 261 9,321 9,321
PAYCHEX INC COM 704326107 3,090 100,850 100,850
PEABODY ENERGY CORP COM 704549104 2,699 59,695 59,695
PENNEY J C INC COM 708160106 769 28,900 28,900
PENTAIR INC COM 709631105 308 9,535 9,535
PEPSI BOTTLING GROUP INC COM 713409100 392 10,440 10,440
PEPSIAMERICAS INC COM 71343P200 322 11,000 11,000
PEPSICO INC COM 713448108 21,370 351,475 351,475
PERRIGO CO COM 714290103 294 7,388 7,388
PETROHAWK ENERGY CORP COM 716495106 1,117 46,559 46,559
PETSMART INC COM 716768106 312 11,690 11,690
PFIZER INC COM 717081103 16,598 912,455 912,455
PHARMACEUTICAL PROD DEV INC COM 717124101 228 9,743 9,743
PHILIP MORRIS INTL INC COM 718172109 22,693 470,916 470,916
PIEDMONT NAT GAS INC COM 720186105 556 20,800 20,800
PINNACLE WEST CAP CORP COM 723484101 293 8,000 8,000
PIONEER NAT RES CO COM 723787107 564 11,700 11,700
PLUM CREEK TIMBER CO INC COM 729251108 204 5,391 5,391
POLO RALPH LAUREN CORP CL A 731572103 390 4,810 4,810
PRAXAIR INC COM 74005P104 5,021 62,515 62,515
PRECISION CASTPARTS CORP COM 740189105 6,686 60,590 60,590
PRICE T ROWE GROUP INC COM 74144T108 2,540 47,695 47,695
PRICELINE COM INC COM NEW 741503403 1,674 7,664 7,664
PRIDE INTL INC DEL COM 74153Q102 240 7,520 7,520
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,652 68,712 68,712
PROCTER & GAMBLE CO COM 742718109 32,931 543,152 543,152
PROGRESS ENERGY INC COM 743263105 1,374 33,500 33,500
PROGRESSIVE CORP OHIO COM 743315103 1,971 109,542 109,542
PRUDENTIAL FINL INC COM 744320102 4,479 90,003 90,003
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,337 40,200 40,200
PUBLIC STORAGE COM 74460D109 5,577 68,466 68,466
PULTE HOMES INC COM 745867101 353 35,315 35,315
QLOGIC CORP COM 747277101 208 11,020 11,020
QUALCOMM INC COM 747525103 17,458 377,387 377,387
QUEST DIAGNOSTICS INC COM 74834L100 870 14,407 14,407
QUESTAR CORP COM 748356102 960 23,100 23,100
QUICKSILVER RESOURCES INC COM 74837R104 163 10,877 10,877
QWEST COMMUNICATIONS INTL IN COM 749121109 413 98,000 98,000
RAMBUS INC DEL COM 750917106 236 9,688 9,688
RAYONIER INC COM 754907103 751 17,818 17,818
RAYTHEON CO COM NEW 755111507 1,733 33,641 33,641
RED HAT INC COM 756577102 850 27,524 27,524
RELIANCE STEEL & ALUMINUM CO COM 759509102 972 22,500 22,500
REPUBLIC SVCS INC COM 760759100 1,332 47,068 47,068
RESMED INC COM 761152107 365 6,989 6,989
ROBERT HALF INTL INC COM 770323103 379 14,173 14,173
ROCKWELL AUTOMATION INC COM 773903109 1,405 29,917 29,917
ROCKWELL COLLINS INC COM 774341101 1,920 34,689 34,689
ROPER INDS INC NEW COM 776696106 901 17,206 17,206
ROSS STORES INC COM 778296103 1,036 24,257 24,257
ROVI CORP COM 779376102 589 18,492 18,492
SBA COMMUNICATIONS CORP COM 78388J106 625 18,296 18,296
SAIC INC COM 78390X101 1,446 76,363 76,363
SEI INVESTMENTS CO COM 784117103 505 28,825 28,825
SLM CORP COM 78442P106 994 88,208 88,208
ST JOE CO COM 790148100 248 8,579 8,579
ST JUDE MED INC COM 790849103 2,248 61,122 61,122
SALESFORCE COM INC COM 79466L302 3,530 47,845 47,845
SANDISK CORP COM 80004C101 1,164 40,141 40,141
SARA LEE CORP COM 803111103 195 16,000 16,000
SCHEIN HENRY INC COM 806407102 1,297 24,663 24,663
SCHLUMBERGER LTD COM 806857108 14,142 217,274 217,274
SCHNITZER STL INDS CL A 806882106 413 8,664 8,664
SCHWAB CHARLES CORP NEW COM 808513105 3,746 199,055 199,055
SCOTTS MIRACLE GRO CO CL A 810186106 517 13,143 13,143
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 201 4,843 4,843
SEALED AIR CORP NEW COM 81211K100 557 25,500 25,500
SEARS HLDGS CORP COM 812350106 1,828 21,900 21,900
SEMPRA ENERGY COM 816851109 2,094 37,400 37,400
SHERWIN WILLIAMS CO COM 824348106 1,410 22,865 22,865
SIGMA ALDRICH CORP COM 826552101 1,486 29,395 29,395
SILICON LABORATORIES INC COM 826919102 201 4,146 4,146
SIMON PPTY GROUP INC NEW COM 828806109 3,856 48,315 48,315
SMITH INTL INC COM 832110100 736 27,102 27,102
SONOCO PRODS CO COM 835495102 527 18,000 18,000
SOUTHERN CO COM 842587107 3,009 90,300 90,300
SOUTHERN COPPER CORP COM 84265V105 1,672 50,810 50,810
SOUTHWEST AIRLS CO COM 844741108 514 44,940 44,940
SOUTHWESTERN ENERGY CO COM 845467109 4,018 83,369 83,369
SPECTRA ENERGY CORP COM 847560109 2,443 119,100 119,100
SPRINT NEXTEL CORP COM SER 1 852061100 1,328 362,900 362,900
STANLEY WKS COM 854616109 804 15,600 15,600
STAPLES INC COM 855030102 2,984 121,341 121,341
STARBUCKS CORP COM 855244109 5,600 242,847 242,847
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,017 27,823 27,823
STATE STR CORP COM 857477103 3,279 75,309 75,309
STEEL DYNAMICS INC COM 858119100 496 28,000 28,000
STERICYCLE INC COM 858912108 434 7,872 7,872
STRAYER ED INC COM 863236105 276 1,301 1,301
STRYKER CORP COM 863667101 3,268 64,881 64,881
SUN MICROSYSTEMS INC COM NEW 866810203 683 72,865 72,865
SUNPOWER CORP COM CL A 867652109 212 8,948 8,948
SUPERVALU INC COM 868536103 445 35,000 35,000
SYBASE INC COM 871130100 335 7,713 7,713
SYMANTEC CORP COM 871503108 4,706 263,039 263,039
SYNOPSYS INC COM 871607107 387 17,381 17,381
SYSCO CORP COM 871829107 1,529 54,707 54,707
TD AMERITRADE HLDG CORP COM 87236Y108 1,797 92,743 92,743
TJX COS INC NEW COM 872540109 3,510 96,028 96,028
TW TELECOM INC COM 87311L104 237 13,828 13,828
TARGET CORP COM 87612E106 7,586 156,840 156,840
TECH DATA CORP COM 878237106 999 21,410 21,410
TECHNE CORP COM 878377100 237 3,455 3,455
TELEPHONE & DATA SYS INC COM 879433100 563 16,601 16,601
TELLABS INC COM 879664100 366 64,500 64,500
TENET HEALTHCARE CORP COM 88033G100 163 30,219 30,219
TERADATA CORP DEL COM 88076W103 665 21,149 21,149
TERADYNE INC COM 880770102 172 16,054 16,054
TERRA INDS INC COM 880915103 846 26,276 26,276
TESORO CORP COM 881609101 202 14,924 14,924
TEXAS INSTRS INC COM 882508104 11,899 456,602 456,602
TEXTRON INC COM 883203101 203 10,800 10,800
THERMO FISHER SCIENTIFIC INC COM 883556102 3,903 81,844 81,844
THOMAS & BETTS CORP COM 884315102 753 21,053 21,053
3M CO COM 88579Y101 14,211 171,897 171,897
TIDEWATER INC COM 886423102 441 9,200 9,200
TIFFANY & CO NEW COM 886547108 453 10,528 10,528
TIME WARNER INC COM NEW 887317303 3,742 128,400 128,400
TIME WARNER CABLE INC COM 88732J207 828 20,000 20,000
TOLL BROTHERS INC COM 889478103 216 11,500 11,500
TORCHMARK CORP COM 891027104 769 17,500 17,500
TORO CO COM 891092108 536 12,820 12,820
TOTAL SYS SVCS INC COM 891906109 187 10,824 10,824
TRAVELERS COMPANIES INC COM 89417E109 5,764 115,600 115,600
TRIMBLE NAVIGATION LTD COM 896239100 279 11,086 11,086
TUPPERWARE BRANDS CORP COM 899896104 396 8,500 8,500
US BANCORP DEL COM NEW 902973304 5,110 227,000 227,000
URS CORP NEW COM 903236107 951 21,365 21,365
UNION PAC CORP COM 907818108 6,417 100,425 100,425
UNITED PARCEL SERVICE INC CL B 911312106 9,158 159,634 159,634
UNITED STATES STL CORP NEW COM 912909108 882 16,000 16,000
UNITED TECHNOLOGIES CORP COM 913017109 13,454 193,836 193,836
UNITED THERAPEUTICS CORP DEL COM 91307C102 228 4,324 4,324
UNITEDHEALTH GROUP INC COM 91324P102 5,514 180,900 180,900
UNIVERSAL HLTH SVCS INC CL B 913903100 659 21,620 21,620
UNUM GROUP COM 91529Y106 830 42,500 42,500
URBAN OUTFITTERS INC COM 917047102 417 11,907 11,907
V F CORP COM 918204108 685 9,348 9,348
VALEANT PHARMACEUTICALS INTL COM 91911X104 201 6,311 6,311
VALERO ENERGY CORP NEW COM 91913Y100 323 19,300 19,300
VARIAN MED SYS INC COM 92220P105 545 11,628 11,628
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 243 6,784 6,784
VERISIGN INC COM 92343E102 434 17,884 17,884
VERIZON COMMUNICATIONS INC COM 92343V104 44,296 1,337,028 337,028
VERTEX PHARMACEUTICALS INC COM 92532F100 688 16,056 16,056
VIACOM INC NEW CL B 92553P201 960 32,300 32,300
VISA INC COM CL A 92826C839 8,490 97,072 97,072
VMWARE INC CL A COM 928563402 202 4,763 4,763
VULCAN MATLS CO COM 929160109 843 16,000 16,000
WADDELL & REED FINL INC CL A 930059100 1,716 56,182 56,182
WAL MART STORES INC COM 931142103 27,288 510,527 510,527
WALGREEN CO COM 931422109 8,793 239,472 239,472
WALTER ENERGY INC COM 93317Q105 369 4,904 4,904
WASTE MGMT INC DEL COM 94106L109 3,649 107,930 107,930
WATERS CORP COM 941848103 1,112 17,941 17,941
WELLPOINT INC COM 94973V107 6,157 105,630 105,630
WELLS FARGO & CO NEW COM 949746101 14,285 529,279 529,279
WENDYS ARBYS GROUP INC COM 950587105 64 13,607 13,607
WESCO INTL INC COM 95082P105 323 11,962 11,962
WESTERN DIGITAL CORP COM 958102105 3,767 85,325 85,325
WESTERN UN CO COM 959802109 2,470 131,037 131,037
WEYERHAEUSER CO COM 962166104 388 9,000 9,000
WHOLE FOODS MKT INC COM 966837106 234 8,514 8,514
WINDSTREAM CORP COM 97381W104 297 26,992 26,992
WISCONSIN ENERGY CORP COM 976657106 474 9,518 9,518
WYNN RESORTS LTD COM 983134107 1,939 33,300 33,300
XTO ENERGY INC COM 98385X106 2,373 51,000 51,000
XCEL ENERGY INC COM 98389B100 477 22,500 22,500
XILINX INC COM 983919101 637 25,422 25,422
XEROX CORP COM 984121103 525 62,000 62,000
YAHOO INC COM 984332106 4,899 291,969 291,969
YUM BRANDS INC COM 988498101 3,920 112,107 112,107
ZIMMER HLDGS INC COM 98956P102 1,561 26,400 26,400
GRAND TOTAL 1,787,324