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
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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
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GRAND TOTAL 1,611,816.95
============