-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EbVUJJmUVaywc/U66Bdr2sXRnF9E5vKV8Cz7zPgs7ajRMUE5TzjTU/d7sjiP0T1b SYpVzpE6ewRh/hrZmhn3jQ== 0001047469-09-007597.txt : 20090812 0001047469-09-007597.hdr.sgml : 20090812 20090812104133 ACCESSION NUMBER: 0001047469-09-007597 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090812 DATE AS OF CHANGE: 20090812 EFFECTIVENESS DATE: 20090812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VERIZON COMMUNICATIONS INC CENTRAL INDEX KEY: 0000732712 STANDARD INDUSTRIAL CLASSIFICATION: TELEPHONE COMMUNICATIONS (NO RADIO TELEPHONE) [4813] IRS NUMBER: 232259884 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04063 FILM NUMBER: 091005590 BUSINESS ADDRESS: STREET 1: 140 WEST STREET STREET 2: 29TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 BUSINESS PHONE: 212-395-1000 MAIL ADDRESS: STREET 1: 140 WEST STREET STREET 2: 29TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 FORMER COMPANY: FORMER CONFORMED NAME: BELL ATLANTIC CORP DATE OF NAME CHANGE: 19920703 13F-HR 1 a2193652z13f-hr.txt 13F-NT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 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 Phone: 908 559-5890 Signature, Place, and Date of Signing: /s/ David L. Beik Basking Ridge, New Jersey 8/12/09 - --------------------------- ------------------------- ------- [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: 603 Form 13F Information Table Value Total: 1,611,816.95 (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 30-JUN-09
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: - ---------------------------- -------------- --------- ------------ --------- -------------------- -------- --------------------- INV. DISCRETION -------------------- VOTING AUTHORITY (B) SHARES PENSION FAIR SHARES OR SHARED (C) MANAGERS --------------------- CUSIP MARKET PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER VALUE($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE - -------------------------------------------------------------------------------------------------------------------------------- ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 755.35 18,500 18,500 ARCH CAP GROUP LTD ORD G0450A105 585.80 10,000 10,000 ACCENTURE LTD BERMUDA CL A G1150G111 2,859.21 85,452 85,452 COOPER INDS LTD CL A G24182100 1,124.00 36,200 36,200 COVIDIEN PLC SHS G2554F105 1,746.42 46,646 46,646 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,205.68 41,150 41,150 GARMIN LTD ORD G37260109 203.68 8,551 8,551 INGERSOLL-RAND COMPANY LTD CL A G4776G101 688.78 32,956 32,956 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 589.95 50,684 50,684 RENAISSANCERE HOLDINGS LTD COM G7496G103 418.86 9,000 9,000 SEAGATE TECHNOLOGY SHS G7945J104 429.55 41,066 41,066 TRANSOCEAN LTD REG SHS H8817H100 557.17 7,500 7,500 AFLAC INC COM 001055102 3,788.34 121,851 121,851 AGCO CORP COM 001084102 578.48 19,900 19,900 AES CORP COM 00130H105 1,105.62 95,232 95,232 AMR CORP COM 001765106 106.21 26,422 26,422 AT&T INC COM 00206R102 15,455.44 622,200 622,200 ABBOTT LABS COM 002824100 16,559.24 352,025 352,025 ACTIVISION BLIZZARD INC COM 00507V109 1,465.64 116,045 116,045 ADOBE SYS INC COM 00724F101 3,378.22 119,372 119,372 ADVANCE AUTO PARTS INC COM 00751Y106 366.48 8,833 8,833 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 280.54 8,767 8,767 AEROPOSTALE COM 007865108 1,053.93 30,754 30,754 ADVANCED MICRO DEVICES INC COM 007903107 105.62 27,293 27,293 AETNA INC NEW COM 00817Y108 2,074.42 82,812 82,812 AFFILIATED COMPUTER SERVICES CL A 008190100 1,070.68 24,104 24,104 AFFILIATED MANAGERS GROUP COM 008252108 222.80 3,829 3,829 AGILENT TECHNOLOGIES INC COM 00846U101 1,082.72 53,310 53,310 AIR PRODS & CHEMS INC COM 009158106 1,783.57 27,614 27,614 AKAMAI TECHNOLOGIES INC COM 00971T101 307.43 16,029 16,029 ALBERTO CULVER CO NEW COM 013078100 730.42 28,723 28,723 ALCOA INC COM 013817101 1,209.99 117,135 117,135 ALEXION PHARMACEUTICALS INC COM 015351109 312.92 7,612 7,612 ALLEGHENY ENERGY INC COM 017361106 587.38 22,900 22,900 ALLEGHENY TECHNOLOGIES INC COM 01741R102 838.32 24,000 24,000 ALLERGAN INC COM 018490102 4,179.32 87,838 87,838 ALLIANCE DATA SYSTEMS CORP COM 018581108 221.89 5,387 5,387 ALLIANT TECHSYSTEMS INC COM 018804104 250.45 3,041 3,041 ALLSTATE CORP COM 020002101 1,968.73 80,686 80,686 ALPHA NATURAL RESOURCES INC COM 02076X102 318.33 12,118 12,118 ALTERA CORP COM 021441100 443.28 27,212 27,212 ALTRIA GROUP INC COM 02209S103 6,106.13 372,553 372,553 AMAZON COM INC COM 023135106 6,206.06 74,182 74,182 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 677.62 47,822 47,822 AMERICAN ELEC PWR INC COM 025537101 768.46 26,600 26,600 AMERICAN EXPRESS CO COM 025816109 3,570.14 153,621 153,621 AMERICAN INTL GROUP INC COM 026874107 313.22 270,028 270,028 AMERICAN TOWER CORP CL A 029912201 1,503.40 47,682 47,682 AMERISOURCEBERGEN CORP COM 03073E105 2,717.12 153,164 153,164 AMETEK INC NEW COM 031100100 1,309.30 37,863 37,863 AMGEN INC COM 031162100 13,059.65 246,688 246,688 AMPHENOL CORP NEW CL A 032095101 502.66 15,887 15,887 AMYLIN PHARMACEUTICALS INC COM 032346108 176.41 13,068 13,068 ANADARKO PETE CORP COM 032511107 2,110.63 46,500 46,500 ANALOG DEVICES INC COM 032654105 2,047.11 82,612 82,612 ANNALY CAP MGMT INC COM 035710409 1,233.91 81,500 81,500 ANSYS INC COM 03662Q105 253.29 8,129 8,129 APACHE CORP COM 037411105 2,741.70 38,000 38,000 APOLLO GROUP INC CL A 037604105 2,951.90 41,506 41,506 APPLE INC COM 037833100 29,003.58 203,634 203,634 APPLIED MATLS INC COM 038222105 1,172.34 106,480 106,480 APTARGROUP INC COM 038336103 202.62 6,000 6,000 ARCHER DANIELS MIDLAND CO COM 039483102 4,261.84 159,203 159,203 ARROW ELECTRS INC COM 042735100 301.66 14,203 14,203 AUTODESK INC COM 052769106 271.88 14,325 14,325 AUTOMATIC DATA PROCESSING IN COM 053015103 3,598.01 101,524 101,524 AUTOZONE INC COM 053332102 2,112.05 13,977 13,977 AVALONBAY CMNTYS INC COM 053484101 1,023.70 18,300 18,300 AVON PRODS INC COM 054303102 2,281.32 88,492 88,492 BB&T CORP COM 054937107 1,373.75 62,500 62,500 BJS WHOLESALE CLUB INC COM 05548J106 350.95 10,889 10,889 BOK FINL CORP COM NEW 05561Q201 351.56 9,333 9,333 BMC SOFTWARE INC COM 055921100 1,086.38 32,151 32,151 BAKER HUGHES INC COM 057224107 1,122.35 30,800 30,800 BALL CORP COM 058498106 1,330.66 29,466 29,466 BANK OF AMERICA CORPORATION COM 060505104 8,776.68 664,900 664,900 BANK HAWAII CORP COM 062540109 1,766.41 49,300 49,300 BANK OF NEW YORK MELLON CORP COM 064058100 5,689.90 194,129 194,129 BARD C R INC COM 067383109 1,579.15 21,211 21,211 BAXTER INTL INC COM 071813109 7,552.67 142,611 142,611 BECKMAN COULTER INC COM 075811109 385.12 6,740 6,740 BECTON DICKINSON & CO COM 075887109 4,208.42 59,016 59,016 BED BATH & BEYOND INC COM 075896100 1,315.84 42,792 42,792 BELO CORP COM SER A 080555105 174.61 97,552 97,552 BEMIS INC COM 081437105 453.60 18,000 18,000 BEST BUY INC COM 086516101 3,299.86 98,533 98,533 BIOGEN IDEC INC COM 09062X103 4,350.69 96,361 96,361 BLACKROCK INC COM 09247X101 549.41 3,132 3,132 BLOCK H & R INC COM 093671105 542.76 31,501 31,501 BOEING CO COM 097023105 4,114.96 96,823 96,823 BORGWARNER INC COM 099724106 513.27 15,030 15,030 BOSTON PROPERTIES INC COM 101121101 581.94 12,200 12,200 BOSTON SCIENTIFIC CORP COM 101137107 3,086.97 304,436 304,436 BRISTOL MYERS SQUIBB CO COM 110122108 5,692.38 280,275 280,275 BROADCOM CORP CL A 111320107 4,084.46 164,763 164,763 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 483.21 61,634 61,634 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 455.76 26,700 26,700 BROWN FORMAN CORP CL B 115637209 298.53 6,946 6,946 BURLINGTON NORTHN SANTA FE C COM 12189T104 2,897.47 39,400 39,400 CBS CORP NEW CL A 124857103 149.14 21,398 21,398 CBS CORP NEW CL B 124857202 449.80 65,000 65,000 CB RICHARD ELLIS GROUP INC CL A 12497T101 338.77 36,194 36,194 CF INDS HLDGS INC COM 125269100 275.94 3,722 3,722 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,618.70 50,215 50,215 CIGNA CORP COM 125509109 1,140.53 47,345 47,345 CME GROUP INC COM 12572Q105 2,849.23 9,158 9,158 CMS ENERGY CORP COM 125896100 235.56 19,500 19,500 CSX CORP COM 126408103 1,551.42 44,800 44,800 CVS CAREMARK CORPORATION COM 126650100 6,889.67 216,181 216,181 CA INC COM 12673P105 490.13 28,120 28,120 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 485.24 25,000 25,000 CADENCE DESIGN SYSTEM INC COM 127387108 144.17 24,437 24,437 CALPINE CORP COM NEW 131347304 349.02 31,303 31,303 CAMERON INTERNATIONAL CORP COM 13342B105 1,127.01 39,824 39,824 CAMPBELL SOUP CO COM 134429109 805.99 27,396 27,396 CAPITAL ONE FINL CORP COM 14040H105 1,330.58 60,813 60,813 CARMAX INC COM 143130102 213.39 14,517 14,517 CARNIVAL CORP PAIRED CTF 143658300 475.40 18,448 18,448 CATERPILLAR INC DEL COM 149123101 3,997.95 121,004 121,004 CAVALIER HOMES INC COM 149507105 117.93 43,200 43,200 CELANESE CORP DEL COM SER A 150870103 636.70 26,809 26,809 CELGENE CORP COM 151020104 5,414.90 113,188 113,188 CENTERPOINT ENERGY INC COM 15189T107 458.76 41,405 41,405 CENTURYTEL INC COM 156700106 911.79 29,700 29,700 CEPHALON INC COM 156708109 387.93 6,848 6,848 CERNER CORP COM 156782104 387.69 6,224 6,224 CHESAPEAKE ENERGY CORP COM 165167107 1,864.03 94,001 94,001 CHEVRON CORP NEW COM 166764100 15,734.37 237,500 237,500 CHICOS FAS INC COM 168615102 150.06 15,423 15,423 CHIPOTLE MEXICAN GRILL INC CL A 169656105 236.40 2,955 2,955 CHOICE HOTELS INTL INC COM 169905106 304.46 11,442 11,442 CHUBB CORP COM 171232101 697.90 17,500 17,500 CHURCH & DWIGHT INC COM 171340102 896.76 16,512 16,512 CISCO SYS INC COM 17275R102 24,778.57 1,328,610 1,328,610 CITIGROUP INC COM 172967101 1,920.99 646,800 646,800 CITRIX SYS INC COM 177376100 535.24 16,784 16,784 CLARCOR INC COM 179895107 202.40 6,934 6,934 CLEARWIRE CORP NEW CL A 18538Q105 68.01 12,301 12,301 CLIFFS NATURAL RESOURCES INC COM 18683K101 224.31 9,167 9,167 CLOROX CO DEL COM 189054109 1,308.59 23,439 23,439 COACH INC COM 189754104 1,866.89 69,453 69,453 COCA COLA CO COM 191216100 22,898.31 477,148 477,148 COCA COLA ENTERPRISES INC COM 191219104 405.31 24,343 24,343 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,687.25 63,193 63,193 COLGATE PALMOLIVE CO COM 194162103 9,120.56 128,931 128,931 COMCAST CORP NEW CL A 20030N101 5,133.24 354,997 354,997 COMMERCIAL METALS CO COM 201723103 160.30 10,000 10,000 COMPUTER SCIENCES CORP COM 205363104 398.70 9,000 9,000 CONOCOPHILLIPS COM 20825C104 7,570.80 180,000 180,000 CONSOL ENERGY INC COM 20854P109 1,319.44 38,853 38,853 CONSOLIDATED EDISON INC COM 209115104 1,092.66 29,200 29,200 CONSTELLATION ENERGY GROUP I COM 210371100 496.16 18,667 18,667 CONTINENTAL AIRLS INC CL B 210795308 101.59 11,467 11,467 COPART INC COM 217204106 214.71 6,193 6,193 CORN PRODS INTL INC COM 219023108 1,181.43 44,100 44,100 CORNING INC COM 219350105 5,175.59 322,267 322,267 COSTCO WHSL CORP NEW COM 22160K105 5,212.13 113,852 113,852 COVANCE INC COM 222816100 291.70 5,929 5,929 COVENTRY HEALTH CARE INC COM 222862104 188.65 10,083 10,083 CRANE CO COM 224399105 284.64 12,759 12,759 CREE INC COM 225447101 242.52 8,249 8,249 CROWN CASTLE INTL CORP COM 228227104 914.76 38,084 38,084 CROWN HOLDINGS INC COM 228368106 358.14 14,836 14,836 CULLEN FROST BANKERS INC COM 229899109 438.14 9,500 9,500 CUMMINS INC COM 231021106 1,830.09 51,977 51,977 CURTISS WRIGHT CORP COM 231561101 494.40 16,630 16,630 CYPRESS SEMICONDUCTOR CORP COM 232806109 111.26 12,094 12,094 DPL INC COM 233293109 217.01 9,366 9,366 D R HORTON INC COM 23331A109 243.36 26,000 26,000 DTE ENERGY CO COM 233331107 652.80 20,400 20,400 DANAHER CORP DEL COM 235851102 3,556.89 57,611 57,611 DARDEN RESTAURANTS INC COM 237194105 914.13 27,718 27,718 DAVITA INC COM 23918K108 474.37 9,591 9,591 DEAN FOODS CO NEW COM 242370104 320.20 16,686 16,686 DEERE & CO COM 244199105 2,717.42 68,021 68,021 DEL MONTE FOODS CO COM 24522P103 464.31 49,500 49,500 DELL INC COM 24702R101 5,785.32 421,364 421,364 DELTA AIR LINES INC DEL COM NEW 247361702 414.33 71,560 71,560 DENDREON CORP COM 24823Q107 267.57 10,703 10,703 DENTSPLY INTL INC NEW COM 249030107 421.10 13,775 13,775 DEVON ENERGY CORP NEW COM 25179M103 3,858.60 70,800 70,800 DEVRY INC DEL COM 251893103 288.83 5,772 5,772 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,320.07 15,895 15,895 DIEBOLD INC COM 253651103 811.43 30,783 30,783 DIGITAL RLTY TR INC COM 253868103 253.10 7,060 7,060 DIRECTV GROUP INC COM 25459L106 1,671.03 67,626 67,626 DISNEY WALT CO COM DISNEY 254687106 5,120.95 219,501 219,501 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 498.03 24,259 24,259 DISH NETWORK CORP CL A 25470M109 896.41 55,300 55,300 DOLLAR TREE INC COM 256746108 1,142.46 27,137 27,137 DOMINION RES INC VA NEW COM 25746U109 2,920.90 87,400 87,400 DONALDSON INC COM 257651109 944.31 27,261 27,261 DONNELLEY R R & SONS CO COM 257867101 196.50 16,911 16,911 DOVER CORP COM 260003108 1,152.01 34,815 34,815 DOW CHEM CO COM 260543103 1,883.52 116,700 116,700 DREAMWORKS ANIMATION SKG INC CL A 26153C103 968.39 35,100 35,100 DRESSER-RAND GROUP INC COM 261608103 768.47 29,444 29,444 DU PONT E I DE NEMOURS & CO COM 263534109 3,190.65 124,538 124,538 DUKE ENERGY CORP NEW COM 26441C105 2,658.29 182,200 182,200 DUN & BRADSTREET CORP DEL NE COM 26483E100 595.42 7,332 7,332 E M C CORP MASS COM 268648102 3,478.24 265,516 265,516 ENSCO INTL INC COM 26874Q100 1,956.99 56,123 56,123 EOG RES INC COM 26875P101 3,531.84 52,000 52,000 EQT CORP COM 26884L109 1,163.88 33,340 33,340 EXCO RESOURCES INC COM 269279402 147.17 11,391 11,391 EASTMAN CHEM CO COM 277432100 545.76 14,400 14,400 EATON CORP COM 278058102 504.09 11,300 11,300 EATON VANCE CORP COM NON VTG 278265103 556.64 20,809 20,809 EBAY INC COM 278642103 3,999.16 233,460 233,460 ECOLAB INC COM 278865100 1,439.97 36,932 36,932 EDISON INTL COM 281020107 968.96 30,800 30,800 EDWARDS LIFESCIENCES CORP COM 28176E108 353.48 5,196 5,196 EL PASO CORP COM 28336L109 166.81 18,073 18,073 ELECTRONIC ARTS INC COM 285512109 2,275.18 104,751 104,751 EMBARQ CORP COM 29078E105 802.12 19,071 19,071 EMERSON ELEC CO COM 291011104 5,251.68 162,089 162,089 ENERGIZER HLDGS INC COM 29266R108 939.52 17,985 17,985 ENTERGY CORP NEW COM 29364G103 2,922.50 37,700 37,700 EQUIFAX INC COM 294429105 570.44 21,856 21,856 EQUINIX INC COM NEW 29444U502 256.11 3,521 3,521 EXELON CORP COM 30161N101 3,638.15 71,044 71,044 EXPEDIA INC DEL COM 30212P105 558.97 36,994 36,994 EXPEDITORS INTL WASH INC COM 302130109 1,616.78 48,494 48,494 EXPRESS SCRIPTS INC COM 302182100 4,756.40 69,184 69,184 EXXON MOBIL CORP COM 30231G102 48,675.24 696,256 696,256 FLIR SYS INC COM 302445101 314.37 13,935 13,935 FMC TECHNOLOGIES INC COM 30249U101 885.45 23,562 23,562 F M C CORP COM NEW 302491303 271.31 5,736 5,736 FPL GROUP INC COM 302571104 2,792.67 49,115 49,115 FTI CONSULTING INC COM 302941109 241.52 4,762 4,762 FAMILY DLR STORES INC COM 307000109 1,287.81 45,506 45,506 FASTENAL CO COM 311900104 612.31 18,460 18,460 FEDERATED INVS INC PA CL B 314211103 844.03 35,037 35,037 FEDEX CORP COM 31428X106 1,779.83 32,000 32,000 F5 NETWORKS INC COM 315616102 252.16 7,286 7,286 FIDELITY NATL INFORMATION SV COM 31620M106 1,202.97 60,270 60,270 FIDELITY NATIONAL FINANCIAL CL A 31620R105 212.44 15,702 15,702 FIFTH THIRD BANCORP COM 316773100 852.00 120,000 120,000 FIRST AMERN CORP CALIF COM 318522307 259.10 10,000 10,000 FIRST HORIZON NATL CORP COM 320517105 166.77 13,899 13,899 FIRST SOLAR INC COM 336433107 1,681.04 10,364 10,364 FISERV INC COM 337738108 2,236.63 48,931 48,931 FIRSTENERGY CORP COM 337932107 1,123.75 29,000 29,000 FLUOR CORP NEW COM 343412102 2,137.71 41,679 41,679 FLOWSERVE CORP COM 34354P105 1,186.62 16,998 16,998 FORD MTR CO DEL COM PAR $0.01 345370860 1,972.75 325,000 325,000 FOREST LABS INC COM 345838106 1,182.68 47,100 47,100 FRANKLIN RES INC COM 354613101 3,369.18 46,788 46,788 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,236.04 64,579 64,579 FRONTIER COMMUNICATIONS CORP COM 35906A108 115.65 16,199 16,199 FRONTIER OIL CORP COM 35914P105 198.45 15,138 15,138 GAMESTOP CORP NEW CL A 36467W109 1,063.53 48,321 48,321 GAP INC DEL COM 364760108 2,619.49 159,726 159,726 GEN-PROBE INC NEW COM 36866T103 207.73 4,830 4,830 GENERAL DYNAMICS CORP COM 369550108 3,725.23 67,255 67,255 GENERAL ELECTRIC CO COM 369604103 11,139.85 950,500 950,500 GENERAL MLS INC COM 370334104 6,126.94 109,371 109,371 GENTEX CORP COM 371901109 148.13 12,770 12,770 GENWORTH FINL INC COM CL A 37247D106 119.64 17,116 17,116 GENZYME CORP COM 372917104 2,277.90 40,918 40,918 GILEAD SCIENCES INC COM 375558103 9,661.21 206,260 206,260 GLG PARTNERS INC COM 37929X107 72.10 17,629 17,629 GLOBAL PMTS INC COM 37940X102 1,571.70 41,957 41,957 GOLDMAN SACHS GROUP INC COM 38141G104 8,949.00 60,696 60,696 GOODRICH CORP COM 382388106 1,173.64 23,487 23,487 GOODYEAR TIRE & RUBR CO COM 382550101 646.62 57,427 57,427 GOOGLE INC CL A 38259P508 22,896.54 54,310 54,310 GRAINGER W W INC COM 384802104 467.04 5,704 5,704 GREIF INC CL A 397624107 402.40 9,100 9,100 HCP INC COM 40414L109 2,277.86 107,498 107,498 HALLIBURTON CO COM 406216101 1,983.06 95,800 95,800 HANOVER INS GROUP INC COM 410867105 304.71 7,996 7,996 HANSEN NAT CORP COM 411310105 672.28 21,785 21,785 HARLEY DAVIDSON INC COM 412822108 525.20 32,400 32,400 HARRIS CORP DEL COM 413875105 272.68 9,615 9,615 HARTFORD FINL SVCS GROUP INC COM 416515104 364.40 30,700 30,700 HASBRO INC COM 418056107 1,578.46 65,119 65,119 HEALTH MGMT ASSOC INC NEW CL A 421933102 112.97 22,869 22,869 HEINZ H J CO COM 423074103 3,114.31 87,236 87,236 HELMERICH & PAYNE INC COM 423452101 263.99 8,552 8,552 HERSHEY CO COM 427866108 299.80 8,328 8,328 HESS CORP COM 42809H107 1,402.87 26,100 26,100 HEWITT ASSOCS INC COM 42822Q100 1,055.39 35,440 35,440 HEWLETT PACKARD CO COM 428236103 20,220.04 523,158 523,158 HOME DEPOT INC COM 437076102 5,123.95 216,842 216,842 HONEYWELL INTL INC COM 438516106 5,315.58 169,286 169,286 HORMEL FOODS CORP COM 440452100 971.78 28,135 28,135 HOSPIRA INC COM 441060100 573.29 14,883 14,883 HUDSON CITY BANCORP COM 443683107 319.98 24,077 24,077 HUMANA INC COM 444859102 797.00 24,706 24,706 HUNT J B TRANS SVCS INC COM 445658107 247.60 8,105 8,105 ITT EDUCATIONAL SERVICES INC COM 45068B109 357.84 3,555 3,555 ITT CORP NEW COM 450911102 1,289.25 28,972 28,972 IDEX CORP COM 45167R104 381.22 15,516 15,516 IDEXX LABS INC COM 45168D104 784.15 16,973 16,973 IHS INC CL A 451734107 220.97 4,431 4,431 ILLINOIS TOOL WKS INC COM 452308109 2,147.05 57,500 57,500 ILLUMINA INC COM 452327109 1,125.79 28,911 28,911 INGRAM MICRO INC CL A 457153104 749.00 42,800 42,800 INTEGRATED DEVICE TECHNOLOGY COM 458118106 636.39 105,364 105,364 INTEL CORP COM 458140100 18,813.64 1,136,777 1,136,777 INTERCONTINENTALEXCHANGE INC COM 45865V100 2,428.17 21,255 21,255 INTERNATIONAL BUSINESS MACHS COM 459200101 30,182.28 289,047 289,047 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 997.58 30,489 30,489 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,020.96 64,212 64,212 INTL PAPER CO COM 460146103 655.12 43,300 43,300 INTUITIVE SURGICAL INC COM NEW 46120E602 1,114.84 6,812 6,812 INTUIT COM 461202103 1,196.99 42,462 42,462 IRON MTN INC COM 462846106 768.28 26,723 26,723 ISHARES TR RUSSELL1000VAL 464287598 34,710.86 729,373 729,373 ISHARES TR RUSSELL1000GRW 464287614 47,247.02 1,151,524 1,151,524 ISHARES TR RUSSELL 1000 464287622 47,916.76 945,850 945,850 ITC HLDGS CORP COM 465685105 372.62 8,215 8,215 JDS UNIPHASE CORP COM PAR $0.001 46612J507 58.27 10,188 10,188 JPMORGAN CHASE & CO COM 46625H100 14,735.50 432,000 432,000 JABIL CIRCUIT INC COM 466313103 140.00 18,869 18,869 JACOBS ENGR GROUP INC DEL COM 469814107 1,054.34 25,050 25,050 JANUS CAP GROUP INC COM 47102X105 148.15 12,996 12,996 JOHNSON & JOHNSON COM 478160104 31,410.10 552,995 552,995 JOHNSON CTLS INC COM 478366107 1,989.81 91,613 91,613 JOY GLOBAL INC COM 481165108 1,193.56 33,415 33,415 JUNIPER NETWORKS INC COM 48203R104 1,581.64 67,019 67,019 KBR INC COM 48242W106 966.24 52,400 52,400 KELLOGG CO COM 487836108 1,098.67 23,592 23,592 KIMBERLY CLARK CORP COM 494368103 4,022.41 76,720 76,720 KIMCO REALTY CORP COM 49446R109 318.58 31,700 31,700 KING PHARMACEUTICALS INC COM 495582108 693.36 72,000 72,000 KOHLS CORP COM 500255104 2,606.88 60,980 60,980 KRAFT FOODS INC CL A 50075N104 3,747.78 147,900 147,900 KROGER CO COM 501044101 1,466.34 66,501 66,501 LKQ CORP COM 501889208 213.89 13,003 13,003 LSI CORPORATION COM 502161102 557.68 122,300 122,300 L-3 COMMUNICATIONS HLDGS INC COM 502424104 693.80 10,000 10,000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 680.88 10,044 10,044 LAM RESEARCH CORP COM 512807108 304.79 11,723 11,723 LAS VEGAS SANDS CORP COM 517834107 259.45 33,009 33,009 LAUDER ESTEE COS INC CL A 518439104 336.14 10,289 10,289 LEAP WIRELESS INTL INC COM NEW 521863308 210.74 6,400 6,400 LENDER PROCESSING SVCS INC COM 52602E102 246.12 8,863 8,863 LEUCADIA NATL CORP COM 527288104 1,594.83 75,621 75,621 LEVEL 3 COMMUNICATIONS INC COM 52729N100 151.60 100,400 100,400 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 534.00 20,000 20,000 LIFE TECHNOLOGIES CORP COM 53217V109 1,433.20 34,353 34,353 LILLY ELI & CO COM 532457108 6,226.49 179,749 179,749 LIMITED BRANDS INC COM 532716107 491.35 41,049 41,049 LINCOLN NATL CORP IND COM 534187109 398.23 23,140 23,140 LINEAR TECHNOLOGY CORP COM 535678106 481.29 20,612 20,612 LOCKHEED MARTIN CORP COM 539830109 6,532.72 81,001 81,001 LOEWS CORP COM 540424108 2,740.00 100,000 100,000 LORILLARD INC COM 544147101 1,543.25 22,772 22,772 LOWES COS INC COM 548661107 3,741.47 192,761 192,761 LUBRIZOL CORP COM 549271104 433.39 9,161 9,161 MBIA INC COM 55262C100 70.14 16,200 16,200 MDU RES GROUP INC COM 552690109 847.95 44,700 44,700 MEMC ELECTR MATLS INC COM 552715104 369.14 20,727 20,727 MSCI INC CL A 55354G100 225.11 9,211 9,211 MACROVISION SOLUTIONS CORP COM 55611C108 403.31 18,492 18,492 MACYS INC COM 55616P104 411.60 35,000 35,000 MANPOWER INC COM 56418H100 1,426.85 33,700 33,700 MARATHON OIL CORP COM 565849106 4,016.32 133,300 133,300 MARRIOTT INTL INC NEW CL A 571903202 1,008.38 45,691 45,691 MASCO CORP COM 574599106 150.35 15,695 15,695 MASTERCARD INC CL A 57636Q104 3,111.11 18,595 18,595 MATTEL INC COM 577081102 2,701.26 168,304 168,304 MAXIM INTEGRATED PRODS INC COM 57772K101 646.72 41,219 41,219 MCAFEE INC COM 579064106 607.95 14,410 14,410 MCCORMICK & CO INC COM NON VTG 579780206 393.12 12,085 12,085 MCDERMOTT INTL INC COM 580037109 761.50 37,494 37,494 MCDONALDS CORP COM 580135101 14,442.33 251,215 251,215 MCGRAW HILL COS INC COM 580645109 3,265.96 108,468 108,468 MCKESSON CORP COM 58155Q103 2,447.94 55,635 55,635 MEADWESTVACO CORP COM 583334107 203.48 12,400 12,400 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,206.87 92,236 92,236 MEDTRONIC INC COM 585055106 9,957.66 285,402 285,402 MERCK & CO INC COM 589331107 7,671.87 274,388 274,388 METAVANTE TECHNOLOGIES INC COM 591407101 214.84 8,308 8,308 METLIFE INC COM 59156R108 1,920.62 64,000 64,000 METROPCS COMMUNICATIONS INC COM 591708102 528.28 39,691 39,691 METTLER TOLEDO INTERNATIONAL COM 592688105 241.01 3,124 3,124 MICROSOFT CORP COM 594918104 44,051.89 1,853,256 1,853,256 MICROCHIP TECHNOLOGY INC COM 595017104 348.78 15,467 15,467 MICRON TECHNOLOGY INC COM 595112103 69.93 13,822 13,822 MILLIPORE CORP COM 601073109 361.01 5,142 5,142 MIRANT CORP NEW COM 60467R100 873.58 55,501 55,501 MONSANTO CO NEW COM 61166W101 9,011.04 121,214 121,214 MONSTER WORLDWIDE INC COM 611742107 862.57 73,039 73,039 MOODYS CORP COM 615369105 1,169.94 44,400 44,400 MORGAN STANLEY COM NEW 617446448 4,669.50 163,785 163,785 MOSAIC CO COM 61945A107 1,491.70 33,673 33,673 MOTOROLA INC COM 620076109 1,880.30 283,606 283,606 MURPHY OIL CORP COM 626717102 814.80 15,000 15,000 MYLAN INC COM 628530107 263.96 20,227 20,227 MYRIAD GENETICS INC COM 62855J104 315.78 8,858 8,858 NCR CORP NEW COM 62886E108 1,013.93 85,709 85,709 NII HLDGS INC CL B NEW 62913F201 362.61 19,016 19,016 NVR INC COM 62944T105 1,485.55 2,957 2,957 NYSE EURONEXT COM 629491101 673.01 24,698 24,698 NALCO HOLDING COMPANY COM 62985Q101 367.31 21,812 21,812 NATIONAL OILWELL VARCO INC COM 637071101 1,407.67 43,101 43,101 NATIONAL SEMICONDUCTOR CORP COM 637640103 606.10 48,295 48,295 NATIONWIDE HEALTH PPTYS INC COM 638620104 570.93 22,181 22,181 NAVISTAR INTL CORP NEW COM 63934E108 925.14 21,219 21,219 NETAPP INC COM 64110D104 2,590.43 131,361 131,361 NEWMONT MINING CORP COM 651639106 4,037.62 98,792 98,792 NEWS CORP CL A 65248E104 2,180.03 239,302 239,302 NIKE INC CL B 654106103 5,825.76 112,510 112,510 NOBILITY HOMES INC COM 654892108 99.12 11,943 11,943 NOBLE ENERGY INC COM 655044105 1,267.85 21,500 21,500 NORDSTROM INC COM 655664100 447.49 22,499 22,499 NORFOLK SOUTHERN CORP COM 655844108 2,215.95 58,826 58,826 NORTHERN TR CORP COM 665859104 3,303.83 61,547 61,547 NORTHROP GRUMMAN CORP COM 666807102 1,396.48 30,571 30,571 NOVELL INC COM 670006105 65.83 14,533 14,533 NSTAR COM 67019E107 860.54 26,800 26,800 NUANCE COMMUNICATIONS INC COM 67020Y100 221.64 18,318 18,318 NUCOR CORP COM 670346105 1,577.26 35,500 35,500 NVIDIA CORP COM 67066G104 1,079.94 95,655 95,655 NV ENERGY INC COM 67073Y106 256.61 23,783 23,783 OCCIDENTAL PETE CORP DEL COM 674599105 7,601.04 115,500 115,500 OCEANEERING INTL INC COM 675232102 726.63 16,076 16,076 OMNICOM GROUP INC COM 681919106 3,801.77 120,386 120,386 ON SEMICONDUCTOR CORP COM 682189105 267.43 38,984 38,984 ORACLE CORP COM 68389X105 16,595.71 774,777 774,777 O REILLY AUTOMOTIVE INC COM 686091109 479.12 12,582 12,582 OWENS ILL INC COM NEW 690768403 356.31 12,721 12,721 PG&E CORP COM 69331C108 2,202.61 57,300 57,300 PMC-SIERRA INC COM 69344F106 254.72 32,000 32,000 PNC FINL SVCS GROUP INC COM 693475105 1,366.11 35,200 35,200 PPG INDS INC COM 693506107 614.60 14,000 14,000 PPL CORP COM 69351T106 2,237.15 67,875 67,875 PACCAR INC COM 693718108 2,709.75 83,557 83,557 PACTIV CORP COM 695257105 558.13 25,721 25,721 PALL CORP COM 696429307 289.63 10,905 10,905 PALM HARBOR HOMES COM 696639103 41.92 19,500 19,500 PARKER HANNIFIN CORP COM 701094104 966.60 22,500 22,500 PATTERSON COMPANIES INC COM 703395103 202.26 9,321 9,321 PAYCHEX INC COM 704326107 2,541.42 100,850 100,850 PEABODY ENERGY CORP COM 704549104 1,800.39 59,695 59,695 PENNEY J C INC COM 708160106 829.71 28,900 28,900 PENTAIR INC COM 709631105 244.28 9,535 9,535 PEPSI BOTTLING GROUP INC COM 713409100 353.28 10,440 10,440 PEPSIAMERICAS INC COM 71343P200 2,413.32 90,016 90,016 PEPSICO INC COM 713448108 19,317.06 351,475 351,475 PERRIGO CO COM 714290103 205.23 7,388 7,388 PETROHAWK ENERGY CORP COM 716495106 1,038.26 46,559 46,559 PETSMART INC COM 716768106 250.86 11,690 11,690 PFIZER INC COM 717081103 11,772.00 784,800 784,800 PHARMACEUTICAL PROD DEV INC COM 717124101 226.23 9,743 9,743 PHILIP MORRIS INTL INC COM 718172109 20,541.35 470,916 470,916 PIEDMONT NAT GAS INC COM 720186105 501.48 20,800 20,800 PINNACLE WEST CAP CORP COM 723484101 241.20 8,000 8,000 PIONEER NAT RES CO COM 723787107 298.35 11,700 11,700 POLO RALPH LAUREN CORP CL A 731572103 257.52 4,810 4,810 PRAXAIR INC COM 74005P104 4,442.93 62,515 62,515 PRECISION CASTPARTS CORP COM 740189105 4,424.86 60,590 60,590 PRICE T ROWE GROUP INC COM 74144T108 1,987.45 47,695 47,695 PRICELINE COM INC COM NEW 741503403 854.91 7,664 7,664 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,294.52 68,712 68,712 PROCTER & GAMBLE CO COM 742718109 27,755.05 543,152 543,152 PROGRESS ENERGY INC COM 743263105 1,267.30 33,500 33,500 PROGRESSIVE CORP OHIO COM 743315103 1,655.16 109,542 109,542 PROLIANCE INTL INC COM 74340R104 46.16 53,676 53,676 PRUDENTIAL FINL INC COM 744320102 3,349.89 90,003 90,003 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,311.72 40,200 40,200 PUBLIC STORAGE COM 74460D109 4,483.15 68,466 68,466 PULTE HOMES INC COM 745867101 311.83 35,315 35,315 QLOGIC CORP COM 747277101 139.73 11,020 11,020 QUALCOMM INC COM 747525103 17,057.89 377,387 377,387 QUEST DIAGNOSTICS INC COM 74834L100 812.98 14,407 14,407 QUESTAR CORP COM 748356102 717.48 23,100 23,100 QUICKSILVER RESOURCES INC COM 74837R104 101.04 10,877 10,877 QWEST COMMUNICATIONS INTL IN COM 749121109 406.70 98,000 98,000 RAYONIER INC COM 754907103 647.66 17,818 17,818 RAYTHEON CO COM NEW 755111507 1,494.66 33,641 33,641 RED HAT INC COM 756577102 554.05 27,524 27,524 RELIANCE STEEL & ALUMINUM CO COM 759509102 863.76 22,500 22,500 REPUBLIC SVCS INC COM 760759100 1,148.91 47,068 47,068 RESMED INC COM 761152107 284.66 6,989 6,989 ROBERT HALF INTL INC COM 770323103 334.76 14,173 14,173 ROCKWELL AUTOMATION INC COM 773903109 960.92 29,917 29,917 ROCKWELL COLLINS INC COM 774341101 1,447.57 34,689 34,689 ROPER INDS INC NEW COM 776696106 779.60 17,206 17,206 ROSS STORES INC COM 778296103 936.32 24,257 24,257 SBA COMMUNICATIONS CORP COM 78388J106 448.98 18,296 18,296 SAIC INC COM 78390X101 1,177.23 63,463 63,463 SEI INVESTMENTS CO COM 784117103 519.99 28,825 28,825 SLM CORP COM 78442P106 905.88 88,208 88,208 ST JOE CO COM 790148100 227.25 8,579 8,579 ST JUDE MED INC COM 790849103 2,512.11 61,122 61,122 SALESFORCE COM INC COM 79466L302 1,826.23 47,845 47,845 SANDISK CORP COM 80004C101 590.07 40,141 40,141 SARA LEE CORP COM 803111103 156.16 16,000 16,000 SCHEIN HENRY INC COM 806407102 1,182.58 24,663 24,663 SCHERING PLOUGH CORP COM 806605101 7,282.85 289,923 289,923 SCHLUMBERGER LTD COM 806857108 11,756.67 217,274 217,274 SCHNITZER STL INDS CL A 806882106 457.96 8,664 8,664 SCHWAB CHARLES CORP NEW COM 808513105 3,491.42 199,055 199,055 SCOTTS MIRACLE GRO CO CL A 810186106 460.65 13,143 13,143 SEALED AIR CORP NEW COM 81211K100 470.47 25,500 25,500 SEARS HLDGS CORP COM 812350106 1,456.78 21,900 21,900 SEMPRA ENERGY COM 816851109 1,856.14 37,400 37,400 SEPRACOR INC COM 817315104 175.79 10,138 10,138 SHERWIN WILLIAMS CO COM 824348106 1,228.99 22,865 22,865 SIGMA ALDRICH CORP COM 826552101 1,456.80 29,395 29,395 SIMON PPTY GROUP INC NEW COM 828806109 2,454.01 47,716 47,716 SMITH INTL INC COM 832110100 697.87 27,102 27,102 SONOCO PRODS CO COM 835495102 431.10 18,000 18,000 SOUTHERN CO COM 842587107 2,813.74 90,300 90,300 SOUTHERN COPPER CORP COM 84265V105 1,038.54 50,810 50,810 SOUTHWEST AIRLS CO COM 844741108 302.44 44,940 44,940 SOUTHWESTERN ENERGY CO COM 845467109 3,238.88 83,369 83,369 SPECTRA ENERGY CORP COM 847560109 2,015.17 119,100 119,100 SPRINT NEXTEL CORP COM SER 1 852061100 1,745.54 362,900 362,900 STANLEY WKS COM 854616109 527.90 15,600 15,600 STAPLES INC COM 855030102 2,448.66 121,341 121,341 STARBUCKS CORP COM 855244109 3,373.14 242,847 242,847 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 617.67 27,823 27,823 STATE STR CORP COM 857477103 3,554.57 75,309 75,309 STEEL DYNAMICS INC COM 858119100 414.40 28,000 28,000 STERICYCLE INC COM 858912108 405.64 7,872 7,872 STRAYER ED INC COM 863236105 283.76 1,301 1,301 STRYKER CORP COM 863667101 2,578.37 64,881 64,881 SUN MICROSYSTEMS INC COM NEW 866810203 671.80 72,865 72,865 SUNPOWER CORP COM CL A 867652109 238.10 8,948 8,948 SUPERVALU INC COM 868536103 453.25 35,000 35,000 SYBASE INC COM 871130100 241.72 7,713 7,713 SYMANTEC CORP COM 871503108 4,098.13 263,039 263,039 SYNOPSYS INC COM 871607107 339.10 17,381 17,381 SYSCO CORP COM 871829107 1,229.81 54,707 54,707 TD AMERITRADE HLDG CORP COM 87236Y108 1,627.63 92,743 92,743 TJX COS INC NEW COM 872540109 3,021.03 96,028 96,028 TW TELECOM INC COM 87311L104 142.15 13,828 13,828 TARGET CORP COM 87612E106 6,190.46 156,840 156,840 TECH DATA CORP COM 878237106 700.32 21,410 21,410 TECHNE CORP COM 878377100 220.46 3,455 3,455 TELEPHONE & DATA SYS INC COM 879433100 469.80 16,601 16,601 TELEPHONE & DATA SYS INC SPL COM 879433860 264.94 10,206 10,206 TELLABS INC COM 879664100 369.58 64,500 64,500 TENET HEALTHCARE CORP COM 88033G100 85.21 30,219 30,219 TERADATA CORP DEL COM 88076W103 495.51 21,149 21,149 TERADYNE INC COM 880770102 110.13 16,054 16,054 TERRA INDS INC COM 880915103 636.40 26,276 26,276 TESORO CORP COM 881609101 189.98 14,924 14,924 TEXAS INSTRS INC COM 882508104 9,725.61 456,602 456,602 TEXTRON INC COM 883203101 104.32 10,800 10,800 THERMO FISHER SCIENTIFIC INC COM 883556102 3,336.77 81,844 81,844 THOMAS & BETTS CORP COM 884315102 607.57 21,053 21,053 3M CO COM 88579Y101 10,331.00 171,897 171,897 TIDEWATER INC COM 886423102 394.40 9,200 9,200 TIFFANY & CO NEW COM 886547108 266.99 10,528 10,528 TIM HORTONS INC COM 88706M103 411.92 16,786 16,786 TIME WARNER INC COM NEW 887317303 3,234.39 128,400 128,400 TIME WARNER CABLE INC COM 88732J207 633.40 20,000 20,000 TOLL BROTHERS INC COM 889478103 195.15 11,500 11,500 TORCHMARK CORP COM 891027104 648.20 17,500 17,500 TORO CO COM 891092108 383.31 12,820 12,820 TOTAL SYS SVCS INC COM 891906109 144.93 10,824 10,824 TRAVELERS COMPANIES INC COM 89417E109 4,744.22 115,600 115,600 TRIMBLE NAVIGATION LTD COM 896239100 217.61 11,086 11,086 TUPPERWARE BRANDS CORP COM 899896104 221.17 8,500 8,500 US BANCORP DEL COM NEW 902973304 4,067.84 227,000 227,000 URS CORP NEW COM 903236107 1,057.98 21,365 21,365 UNION PAC CORP COM 907818108 5,228.11 100,425 100,425 UNITED PARCEL SERVICE INC CL B 911312106 7,980.09 159,634 159,634 UNITED STATES STL CORP NEW COM 912909108 571.84 16,000 16,000 UNITED TECHNOLOGIES CORP COM 913017109 10,071.70 193,836 193,836 UNITEDHEALTH GROUP INC COM 91324P102 4,518.88 180,900 180,900 UNIVERSAL HLTH SVCS INC CL B 913903100 528.06 10,810 10,810 UNUM GROUP COM 91529Y106 674.05 42,500 42,500 URBAN OUTFITTERS INC COM 917047102 248.73 11,907 11,907 VCA ANTECH INC COM 918194101 209.75 7,856 7,856 V F CORP COM 918204108 517.40 9,348 9,348 VALERO ENERGY CORP NEW COM 91913Y100 325.97 19,300 19,300 VARIAN MED SYS INC COM 92220P105 408.60 11,628 11,628 VERISIGN INC COM 92343E102 331.21 17,884 17,884 VERIZON COMMUNICATIONS INC COM 92343V104 41,086.86 1,337,028 1,337,028 VERTEX PHARMACEUTICALS INC COM 92532F100 577.53 16,056 16,056 VIACOM INC NEW CL B 92553P201 733.21 32,300 32,300 VISA INC COM CL A 92826C839 6,043.69 97,072 97,072 VULCAN MATLS CO COM 929160109 689.60 16,000 16,000 WADDELL & REED FINL INC CL A 930059100 1,481.50 56,182 56,182 WAL MART STORES INC COM 931142103 24,729.92 510,527 510,527 WALGREEN CO COM 931422109 7,040.47 239,472 239,472 WASTE MGMT INC DEL COM 94106L109 3,039.30 107,930 107,930 WATERS CORP COM 941848103 923.42 17,941 17,941 WELLPOINT INC COM 94973V107 5,375.49 105,630 105,630 WELLS FARGO & CO NEW COM 949746101 12,840.29 529,279 529,279 WENDYS ARBYS GROUP INC COM 950587105 54.42 13,607 13,607 WESCO INTL INC COM 95082P105 299.52 11,962 11,962 WESTERN DIGITAL CORP COM 958102105 2,261.10 85,325 85,325 WESTERN UN CO COM 959802109 2,149.00 131,037 131,037 WEYERHAEUSER CO COM 962166104 273.87 9,000 9,000 WINDSTREAM CORP COM 97381W104 225.65 26,992 26,992 WISCONSIN ENERGY CORP COM 976657106 387.47 9,518 9,518 WYETH COM 983024100 7,140.01 157,304 157,304 WYNN RESORTS LTD COM 983134107 1,175.48 33,300 33,300 XTO ENERGY INC COM 98385X106 1,945.13 51,000 51,000 XCEL ENERGY INC COM 98389B100 414.22 22,500 22,500 XILINX INC COM 983919101 520.13 25,422 25,422 XEROX CORP COM 984121103 401.76 62,000 62,000 YAHOO INC COM 984332106 4,572.22 291,969 291,969 YUM BRANDS INC COM 988498101 3,737.64 112,107 112,107 ZIMMER HLDGS INC COM 98956P102 1,124.64 26,400 26,400 ------------ GRAND TOTAL 1,611,816.95 ============
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