13F-HR 1 a2189850z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment |_|; Amendment Number ______ This Amendment (Check only one.) |_| is a restatement |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Verizon Investment Management Corp. Address: 1 Verizon Way, Building 7, 1st Floor South Basking Ridge, New Jersey 07920 Form 13F File Number: 028-04063 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting manager: Name: David L. Beik Title: Chief Operating Officer Phone: 908 559-5890 Signature, Place, and Date of Signing: /S/ David L. Beik Basking Ridge, New Jersey 2/13/2009 --------------------------- [City, State] [Date] [Signature] Report Type (Check only one.): |X| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report-) |_| 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 774 Form 13F Information Table Value Total: 2,368,170 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. GOLDMAN SACHS PRIME BROKERAGE VERIZON INVESTMENT MANAGEMENT CORP. FORM 13F-SOLE INSTR V. NONE AUTHORITY 31-DEC-08

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- AMDOCS LTD ORD G02602103 290 15,838 15,838 AXIS CAPITAL HOLDINGS SHS G0692U109 254 8,735 8,735 ACCENTURE LTD BERMUDA CL A G1150G111 3,481 106,158 106,158 BUNGE LIMITED COM G16962105 200 3,864 3,864 COOPER INDS LTD CL A G24182100 1,847 63,181 63,181 COVIDIEN LTD COM G2552X108 853 23,536 23,536 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 524 17,171 17,171 FOSTER WHEELER LTD SHS NEW G36535139 625 26,744 26,744 FRONTLINE LTD SHS G3682E127 212 7,166 7,166 GARMIN LTD ORD G37260109 341 17,812 17,812 HERBALIFE LTD COM USD SHS G4412G101 207 9,556 9,556 INGERSOLL-RAND COMPANY LTD CL A G4776G101 920 53,036 53,036 INVESCO LTD SHS G491BT108 259 17,903 17,903 LAZARD LTD SHS A G54050102 330 11,099 11,099 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 733 109,881 109,881 NABORS INDUSTRIES LTD SHS G6359F103 273 22,793 22,793 NOBLE CORPORATION SHS G65422100 2,107 95,394 95,394 PARTNERRE LTD COM G6852T105 1,056 14,814 14,814 RENAISSANCERE HOLDINGS LTD COM G7496G103 1,122 21,752 21,752 SEAGATE TECHNOLOGY SHS G7945J104 188 42,457 42,457 UTI WORLDWIDE INC ORD G87210103 194 13,510 13,510 TYCO INTL LTD BERMUDA SHS G9143X208 1,923 89,040 89,040 TYCO ELECTRONICS LTD COM NEW G9144P105 1,056 65,125 65,125 WARNER CHILCOTT LIMITED COM CL A G9435N108 196 13,497 13,497 WEATHERFORD INTERNATIONAL LT COM G95089101 1,698 156,901 156,901 XL CAP LTD CL A G98255105 39 10,498 10,498 ACE LTD SHS H0023R105 1,766 33,377 33,377 UBS AG SHS NEW H89231338 465 32,544 32,544 AFLAC INC COM 001055102 5,800 126,521 126,521 AGCO CORP COM 001084102 372 15,763 15,763 AES CORP COM 00130H105 1,484 180,137 180,137 AK STL HLDG CORP COM 001547108 190 20,373 20,373 AMR CORP COM 001765106 317 29,715 29,715 AT&T INC COM 00206R102 37,021 1,298,972 1,298,972 ABBOTT LABS COM 002824100 28,251 529,352 529,352 ABERCROMBIE & FITCH CO CL A 002896207 338 14,633 14,633 ACTIVISION BLIZZARD INC COM 00507V109 945 109,430 109,430 ADOBE SYS INC COM 00724F101 5,538 260,146 260,146 ADVANCE AUTO PARTS INC COM 00751Y106 471 13,988 13,988 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 418 13,612 13,612

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- ADVANCED MICRO DEVICES INC COM 007903107 249 115,353 115,353 AETNA INC NEW COM 00817Y108 5,105 179,129 179,129 AFFILIATED COMPUTER SERVICES CL A 008190100 565 12,286 12,286 AFFILIATED MANAGERS GROUP COM 008252108 251 5,991 5,991 AGILENT TECHNOLOGIES INC COM 00846U101 836 53,509 53,509 AGILYSYS INC COM 00847J105 133 30,995 30,995 AIR PRODS & CHEMS INC COM 009158106 3,704 73,691 73,691 AIRGAS INC COM 009363102 473 12,137 12,137 AKAMAI TECHNOLOGIES INC COM 00971T101 445 29,516 29,516 ALBEMARLE CORP COM 012653101 818 36,666 36,666 ALBERTO CULVER CO NEW COM 013078100 1,069 43,599 43,599 ALCOA INC COM 013817101 2,933 260,454 260,454 ALLEGHANY CORP DEL COM 017175100 435 1,543 1,543 ALLEGHENY ENERGY INC COM 017361106 2,364 69,817 69,817 ALLEGHENY TECHNOLOGIES INC COM 01741R102 822 32,217 32,217 ALLERGAN INC COM 018490102 3,603 89,354 89,354 ALLIANCE DATA SYSTEMS CORP COM 018581108 459 9,855 9,855 ALLIANT TECHSYSTEMS INC COM 018804104 230 2,684 2,684 ALLSTATE CORP COM 020002101 3,679 112,293 112,293 ALPHA NATURAL RESOURCES INC COM 02076X102 185 11,399 11,399 ALTERA CORP COM 021441100 1,616 96,721 96,721 ALTRIA GROUP INC COM 02209S103 8,814 585,271 585,271 AMAZON COM INC COM 023135106 6,240 121,686 121,686 AMBAC FINL GROUP INC COM 023139108 52 40,293 40,293 AMEREN CORP COM 023608102 221 6,649 6,649 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 232 7,473 7,473 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 260 27,731 27,731 AMERICAN ELEC PWR INC COM 025537101 3,934 118,209 118,209 AMERICAN EXPRESS CO COM 025816109 6,293 339,230 339,230 AMERICAN INTL GROUP INC COM 026874107 834 531,261 531,261 AMERICAN TOWER CORP CL A 029912201 3,295 112,377 112,377 AMERISOURCEBERGEN CORP COM 03073E105 3,276 91,880 91,880 AMETEK INC NEW COM 031100100 2,162 71,550 71,550 AMGEN INC COM 031162100 15,935 275,938 275,938 AMPHENOL CORP NEW CL A 032095101 616 25,705 25,705 AMYLIN PHARMACEUTICALS INC COM 032346108 218 20,067 20,067 ANADARKO PETE CORP COM 032511107 6,056 157,105 157,105 ANALOG DEVICES INC COM 032654105 1,485 78,070 78,070 ANNALY CAP MGMT INC COM 035710409 271 17,074 17,074 ANNTAYLOR STORES CORP COM 036115103 117 20,217 20,217

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- ANSYS INC COM 03662Q105 346 12,409 12,409 AON CORP COM 037389103 950 20,801 20,801 APACHE CORP COM 037411105 6,976 93,601 93,601 APARTMENT INVT & MGMT CO CL A 03748R101 298 25,837 25,837 APOLLO GROUP INC CL A 037604105 1,432 18,687 18,687 APPLE INC COM 037833100 24,598 288,199 288,199 APPLIED MATLS INC COM 038222105 3,766 371,817 371,817 APTARGROUP INC COM 038336103 882 25,040 25,040 ARCH COAL INC COM 039380100 349 21,432 21,432 ARCHER DANIELS MIDLAND CO COM 039483102 5,542 192,220 192,220 ARROW ELECTRS INC COM 042735100 1,002 53,199 53,199 ASSURANT INC COM 04621X108 3,392 113,050 113,050 ATMEL CORP COM 049513104 292 93,242 93,242 ATWOOD OCEANICS INC COM 050095108 161 10,551 10,551 AUTODESK INC COM 052769106 1,268 64,528 64,528 AUTOMATIC DATA PROCESSING IN COM 053015103 5,590 142,083 142,083 AUTOZONE INC COM 053332102 2,668 19,128 19,128 AVALONBAY CMNTYS INC COM 053484101 5,082 83,888 83,888 AVERY DENNISON CORP COM 053611109 618 18,877 18,877 AVNET INC COM 053807103 1,376 75,552 75,552 AVON PRODS INC COM 054303102 1,504 62,593 62,593 BB&T CORP COM 054937107 476 17,346 17,346 BOK FINL CORP COM NEW 05561Q201 617 15,278 15,278 BP PLC SPONSORED ADR 055622104 560 11,987 11,987 BMC SOFTWARE INC COM 055921100 2,112 78,494 78,494 BAKER HUGHES INC COM 057224107 2,712 84,558 84,558 BALL CORP COM 058498106 1,078 25,929 25,929 BANK OF AMERICA CORPORATION COM 060505104 15,378 1,092,161 1,092,161 BANK OF NEW YORK MELLON CORP COM 064058100 7,523 265,545 265,545 BARD C R INC COM 067383109 1,917 22,749 22,749 BAXTER INTL INC COM 071813109 10,823 201,951 201,951 BE AEROSPACE INC COM 073302101 106 13,724 13,724 BECKMAN COULTER INC COM 075811109 344 7,832 7,832 BECTON DICKINSON & CO COM 075887109 7,039 102,922 102,922 BED BATH & BEYOND INC COM 075896100 1,612 63,422 63,422 BERKLEY W R CORP COM 084423102 1,137 36,682 36,682 BEST BUY INC COM 086516101 3,853 137,056 137,056 BIG LOTS INC COM 089302103 173 11,943 11,943 BIOMARIN PHARMACEUTICAL INC COM 09061G101 257 14,434 14,434 BIOGEN IDEC INC COM 09062X103 4,088 85,829 85,829

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- BLACK & DECKER CORP COM 091797100 739 17,680 17,680 BLACKROCK INC COM 09247X101 1,563 11,654 11,654 BLOCK H & R INC COM 093671105 1,084 47,714 47,714 BOEING CO COM 097023105 9,472 221,977 221,977 BORGWARNER INC COM 099724106 533 24,478 24,478 BOSTON PROPERTIES INC COM 101121101 2,115 38,450 38,450 BOSTON SCIENTIFIC CORP COM 101137107 454 58,616 58,616 BRINKER INTL INC COM 109641100 320 30,367 30,367 BRINKS CO COM 109696104 505 18,780 18,780 BRINKS HOME SEC HLDGS INC COM 109699108 412 18,795 18,795 BRISTOL MYERS SQUIBB CO COM 110122108 11,342 487,823 487,823 BROADCOM CORP CL A 111320107 3,087 181,934 181,934 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 501 39,924 39,924 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 51 18,040 18,040 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 751 49,166 49,166 BROWN FORMAN CORP CL B 115637209 626 12,152 12,152 BUCYRUS INTL INC NEW COM 118759109 215 11,600 11,600 BURGER KING HLDGS INC COM 121208201 281 11,772 11,772 BURLINGTON NORTHN SANTA FE C COM 12189T104 8,242 108,867 108,867 CBS CORP NEW CL B 124857202 1,485 181,368 181,368 CB RICHARD ELLIS GROUP INC CL A 12497T101 73 16,937 16,937 CF INDS HLDGS INC COM 125269100 415 8,441 8,441 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,479 99,573 99,573 CIGNA CORP COM 125509109 1,153 68,443 68,443 CIT GROUP INC COM 125581108 129 28,324 28,324 CME GROUP INC COM 12572Q105 3,963 19,044 19,044 CMS ENERGY CORP COM 125896100 699 69,112 69,112 CSX CORP COM 126408103 4,846 149,250 149,250 CTS CORP COM 126501105 85 15,498 15,498 CVS CAREMARK CORPORATION COM 126650100 14,052 488,953 488,953 CA INC COM 12673P105 614 33,160 33,160 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,101 65,360 65,360 CABOT OIL & GAS CORP COM 127097103 225 8,651 8,651 CADENCE DESIGN SYSTEM INC COM 127387108 314 85,676 85,676 CALPINE CORP COM NEW 131347304 486 66,713 66,713 CAMERON INTERNATIONAL CORP COM 13342B105 2,052 100,117 100,117 CAMPBELL SOUP CO COM 134429109 681 22,692 22,692 CAPITAL ONE FINL CORP COM 14040H105 2,164 67,857 67,857 CARDINAL HEALTH INC COM 14149Y108 1,448 41,996 41,996 CARMAX INC COM 143130102 253 32,075 32,075

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- CARNIVAL CORP PAIRED CTF 143658300 586 24,093 24,093 CATERPILLAR INC DEL COM 149123101 8,658 193,821 193,821 CELANESE CORP DEL COM SER A 150870103 813 65,399 65,399 CELGENE CORP COM 151020104 7,354 133,030 133,030 CENTERPOINT ENERGY INC COM 15189T107 922 73,094 73,094 CENTEX CORP COM 152312104 115 10,769 10,769 CENTURYTEL INC COM 156700106 2,066 75,597 75,597 CEPHALON INC COM 156708109 765 9,931 9,931 CERNER CORP COM 156782104 381 9,900 9,900 CHEMTURA CORP COM 163893100 14 10,069 10,069 CHESAPEAKE ENERGY CORP COM 165167107 750 46,368 46,368 CHEVRON CORP NEW COM 166764100 39,805 538,128 538,128 CHIPOTLE MEXICAN GRILL INC CL A 169656105 300 4,833 4,833 CHUBB CORP COM 171232101 7,298 143,096 143,096 CHURCH & DWIGHT INC COM 171340102 1,377 24,529 24,529 CIENA CORP COM NEW 171779309 85 12,729 12,729 CISCO SYS INC COM 17275R102 33,322 2,044,302 2,044,302 CITADEL BROADCASTING CORP COM 17285T106 3 18,136 18,136 CITIGROUP INC COM 172967101 8,463 1,261,228 1,261,228 CITRIX SYS INC COM 177376100 634 26,915 26,915 CLARCOR INC COM 179895107 848 25,571 25,571 CLIFFS NATURAL RESOURCES INC COM 18683K101 455 17,786 17,786 CLOROX CO DEL COM 189054109 517 9,299 9,299 COACH INC COM 189754104 3,485 167,780 167,780 COCA COLA CO COM 191216100 29,934 661,239 661,239 COCA COLA ENTERPRISES INC COM 191219104 121 10,093 10,093 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,880 104,121 104,121 COLGATE PALMOLIVE CO COM 194162103 11,297 164,826 164,826 COMCAST CORP NEW CL A 20030N101 9,972 590,746 590,746 COMMERCIAL METALS CO COM 201723103 493 41,575 41,575 COMMSCOPE INC COM 203372107 159 10,247 10,247 COMPUTER SCIENCES CORP COM 205363104 1,657 47,155 47,155 COMPUWARE CORP COM 205638109 168 24,843 24,843 CONAGRA FOODS INC COM 205887102 237 14,377 14,377 CONOCOPHILLIPS COM 20825C104 23,378 451,321 451,321 CONSOL ENERGY INC COM 20854P109 1,510 52,827 52,827 CONSOLIDATED EDISON INC COM 209115104 652 16,752 16,752 CONSTELLATION BRANDS INC CL A 21036P108 426 26,999 26,999 CONSTELLATION ENERGY GROUP I COM 210371100 1,799 71,713 71,713 CONVERGYS CORP COM 212485106 349 54,412 54,412

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- COPART INC COM 217204106 252 9,267 9,267 CORN PRODS INTL INC COM 219023108 1,753 60,753 60,753 CORNING INC COM 219350105 4,978 522,405 522,405 CORPORATE EXECUTIVE BRD CO COM 21988R102 201 9,131 9,131 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 273 16,696 16,696 COSTCO WHSL CORP NEW COM 22160K105 9,458 180,160 180,160 COVANCE INC COM 222816100 2,428 52,744 52,744 COVANTA HLDG CORP COM 22282E102 426 19,410 19,410 COVENTRY HEALTH CARE INC COM 222862104 218 14,622 14,622 CRANE CO COM 224399105 592 34,319 34,319 CROWN CASTLE INTL CORP COM 228227104 2,514 143,032 143,032 CROWN HOLDINGS INC COM 228368106 452 23,527 23,527 CUMMINS INC COM 231021106 1,799 67,289 67,289 CURTISS WRIGHT CORP COM 231561101 1,069 32,003 32,003 CYPRESS SEMICONDUCTOR CORP COM 232806109 99 22,108 22,108 DPL INC COM 233293109 548 24,004 24,004 D R HORTON INC COM 23331A109 332 46,902 46,902 DST SYS INC DEL COM 233326107 588 15,474 15,474 DTE ENERGY CO COM 233331107 621 17,410 17,410 DANAHER CORP DEL COM 235851102 4,236 74,821 74,821 DARDEN RESTAURANTS INC COM 237194105 2,398 85,092 85,092 DAVITA INC COM 23918K108 790 15,945 15,945 DEAN FOODS CO NEW COM 242370104 297 16,547 16,547 DEERE & CO COM 244199105 5,438 141,910 141,910 DELL INC COM 24702R101 6,589 643,484 643,484 DELTA AIR LINES INC DEL COM NEW 247361702 434 37,893 37,893 DENBURY RES INC COM NEW 247916208 394 36,051 36,051 DENTSPLY INTL INC NEW COM 249030107 617 21,834 21,834 DEVELOPERS DIVERSIFIED RLTY COM 251591103 103 21,015 21,015 DEVON ENERGY CORP NEW COM 25179M103 11,298 171,938 171,938 DEVRY INC DEL COM 251893103 1,193 20,772 20,772 DIAGEO P L C SPON ADR NEW 25243Q205 319 5,621 5,621 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,209 20,509 20,509 DICKS SPORTING GOODS INC COM 253393102 244 17,292 17,292 DIEBOLD INC COM 253651103 339 12,065 12,065 DIGITAL RLTY TR INC COM 253868103 263 8,002 8,002 DIRECTV GROUP INC COM 25459L106 3,902 170,312 170,312 DISNEY WALT CO COM DISNEY 254687106 13,274 585,011 585,011 DISH NETWORK CORP CL A 25470M109 332 29,908 29,908 DISCOVER FINL SVCS COM 254709108 514 53,949 53,949

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- DOLBY LABORATORIES INC COM 25659T107 242 7,391 7,391 DOLLAR TREE INC COM 256746108 551 13,211 13,211 DOMINION RES INC VA NEW COM 25746U109 7,325 204,370 204,370 DOMTAR CORP COM 257559104 26 15,669 15,669 DONALDSON INC COM 257651109 2,191 65,126 65,126 DONNELLEY R R & SONS CO COM 257867101 422 31,043 31,043 DOVER CORP COM 260003108 881 26,758 26,758 DOW CHEM CO COM 260543103 3,542 234,758 234,758 DREAMWORKS ANIMATION SKG INC CL A 26153C103 297 11,744 11,744 DRESSER-RAND GROUP INC COM 261608103 223 12,951 12,951 DU PONT E I DE NEMOURS & CO COM 263534109 5,661 223,754 223,754 DUKE ENERGY CORP NEW COM 26441C105 5,800 386,388 386,388 DUN & BRADSTREET CORP DEL NE COM 26483E100 4,015 52,011 52,011 DYNEGY INC DEL CL A 26817G102 47 23,653 23,653 E M C CORP MASS COM 268648102 3,308 315,904 315,904 ENSCO INTL INC COM 26874Q100 2,001 70,492 70,492 EOG RES INC COM 26875P101 3,903 58,616 58,616 E TRADE FINANCIAL CORP COM 269246104 25 21,711 21,711 EASTMAN CHEM CO COM 277432100 273 8,605 8,605 EATON CORP COM 278058102 2,253 45,323 45,323 EATON VANCE CORP COM NON VTG 278265103 315 15,012 15,012 EBAY INC COM 278642103 5,831 417,684 417,684 ECOLAB INC COM 278865100 1,862 52,970 52,970 EDISON INTL COM 281020107 848 26,399 26,399 EDWARDS LIFESCIENCES CORP COM 28176E108 442 8,045 8,045 EL PASO CORP COM 28336L109 351 44,794 44,794 ELECTRONIC ARTS INC COM 285512109 997 62,173 62,173 EMBARQ CORP COM 29078E105 770 21,407 21,407 EMERSON ELEC CO COM 291011104 10,476 286,147 286,147 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,981 76,540 76,540 ENERGEN CORP COM 29265N108 622 21,219 21,219 ENERGY CONVERSION DEVICES IN COM 292659109 293 11,623 11,623 ENERGIZER HLDGS INC COM 29266R108 1,620 29,928 29,928 ENTERGY CORP NEW COM 29364G103 9,017 108,471 108,471 EQUIFAX INC COM 294429105 1,458 54,983 54,983 EQUINIX INC COM NEW 29444U502 255 4,787 4,787 EQUITABLE RES INC COM 294549100 644 19,184 19,184 EQUITY RESIDENTIAL SH BEN INT 29476L107 256 8,575 8,575 EXELON CORP COM 30161N101 9,125 164,093 164,093 EXPEDIA INC DEL COM 30212P105 474 57,585 57,585

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- EXPEDITORS INTL WASH INC COM 302130109 3,187 95,801 95,801 EXPRESS SCRIPTS INC COM 302182100 5,669 103,110 103,110 EXXON MOBIL CORP COM 30231G102 106,410 1,332,959 1,332,959 FLIR SYS INC COM 302445101 618 20,128 20,128 FMC TECHNOLOGIES INC COM 30249U101 1,488 62,454 62,454 F M C CORP COM NEW 302491303 255 5,690 5,690 FPL GROUP INC COM 302571104 1,236 24,563 24,563 FTI CONSULTING INC COM 302941109 328 7,350 7,350 FACTSET RESH SYS INC COM 303075105 275 6,212 6,212 FAMILY DLR STORES INC COM 307000109 795 30,502 30,502 FASTENAL CO COM 311900104 877 25,176 25,176 FEDERAL HOME LN MTG CORP COM 313400301 215 295,239 295,239 FEDERAL NATL MTG ASSN COM 313586109 220 289,231 289,231 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 238 3,836 3,836 FEDERATED INVS INC PA CL B 314211103 217 12,803 12,803 FEDEX CORP COM 31428X106 6,053 94,363 94,363 F5 NETWORKS INC COM 315616102 274 12,008 12,008 FIDELITY NATL INFORMATION SV COM 31620M106 184 11,292 11,292 FIDELITY NATIONAL FINANCIAL CL A 31620R105 533 30,016 30,016 FIFTH THIRD BANCORP COM 316773100 516 62,441 62,441 FIRST SOLAR INC COM 336433107 1,193 8,650 8,650 FISERV INC COM 337738108 1,518 41,734 41,734 FIRSTENERGY CORP COM 337932107 4,843 99,693 99,693 FLUOR CORP NEW COM 343412102 2,032 45,285 45,285 FLOWSERVE CORP COM 34354P105 824 16,001 16,001 FORD MTR CO DEL COM PAR $0.01 345370860 735 321,078 321,078 FOREST CITY ENTERPRISES INC CL A 345550107 73 10,831 10,831 FOREST LABS INC COM 345838106 2,131 83,674 83,674 FORTUNE BRANDS INC COM 349631101 393 9,530 9,530 FOUNDATION COAL HLDGS INC COM 35039W100 221 15,742 15,742 FRANKLIN RES INC COM 354613101 5,665 88,825 88,825 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,766 113,173 113,173 FRONTIER COMMUNICATIONS CORP COM 35906A108 162 18,594 18,594 FRONTIER OIL CORP COM 35914P105 687 54,426 54,426 GATX CORP COM 361448103 809 26,132 26,132 GAMESTOP CORP NEW CL A 36467W109 822 37,936 37,936 GANNETT INC COM 364730101 361 45,081 45,081 GAP INC DEL COM 364760108 1,809 135,126 135,126 GARDNER DENVER INC COM 365558105 310 13,274 13,274 GEN-PROBE INC NEW COM 36866T103 339 7,913 7,913

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- GENENTECH INC COM NEW 368710406 13,879 167,404 167,404 GENERAL DYNAMICS CORP COM 369550108 7,863 136,537 136,537 GENERAL ELECTRIC CO COM 369604103 33,767 2,084,354 2,084,354 GENERAL GROWTH PPTYS INC COM 370021107 27 20,956 20,956 GENERAL MLS INC COM 370334104 9,978 164,242 164,242 GENERAL MTRS CORP COM 370442105 248 77,493 77,493 GENTEX CORP COM 371901109 185 20,925 20,925 GENUINE PARTS CO COM 372460105 871 23,018 23,018 GENWORTH FINL INC COM CL A 37247D106 302 106,651 106,651 GENZYME CORP COM 372917104 2,829 42,621 42,621 GILEAD SCIENCES INC COM 375558103 18,543 362,586 362,586 GLOBAL INDS LTD COM 379336100 42 12,143 12,143 GLOBAL PMTS INC COM 37940X102 5,467 166,734 166,734 GOLDMAN SACHS GROUP INC COM 38141G104 10,536 124,848 124,848 GOODRICH CORP COM 382388106 1,253 33,845 33,845 GOODYEAR TIRE & RUBR CO COM 382550101 434 72,679 72,679 GOOGLE INC CL A 38259P508 23,686 76,990 76,990 GRACO INC COM 384109104 395 16,625 16,625 GRAINGER W W INC COM 384802104 2,141 27,161 27,161 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 695 46,493 46,493 HCP INC COM 40414L109 316 11,389 11,389 HSN INC COM 404303109 122 16,835 16,835 HALLIBURTON CO COM 406216101 4,751 261,338 261,338 HANESBRANDS INC COM 410345102 176 13,792 13,792 HANOVER INS GROUP INC COM 410867105 397 9,242 9,242 HANSEN NAT CORP COM 411310105 357 10,643 10,643 HARLEY DAVIDSON INC COM 412822108 2,203 129,826 129,826 HARRIS CORP DEL COM 413875105 882 23,171 23,171 HARSCO CORP COM 415864107 342 12,344 12,344 HARTFORD FINL SVCS GROUP INC COM 416515104 1,468 89,415 89,415 HASBRO INC COM 418056107 1,863 63,884 63,884 HEALTH MGMT ASSOC INC NEW CL A 421933102 47 26,364 26,364 HEINZ H J CO COM 423074103 5,461 145,227 145,227 HERSHEY CO COM 427866108 565 16,250 16,250 HERTZ GLOBAL HOLDINGS INC COM 42805T105 62 12,253 12,253 HESS CORP COM 42809H107 2,566 47,835 47,835 HEWITT ASSOCS INC COM 42822Q100 405 14,268 14,268 HEWLETT PACKARD CO COM 428236103 31,729 874,314 874,314 HOLOGIC INC COM 436440101 298 22,816 22,816 HOME DEPOT INC COM 437076102 7,987 346,968 346,968

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- HONEYWELL INTL INC COM 438516106 7,737 235,671 235,671 HOSPIRA INC COM 441060100 206 7,690 7,690 HOST HOTELS & RESORTS INC COM 44107P104 301 39,811 39,811 HUDSON CITY BANCORP COM 443683107 595 37,303 37,303 HUMANA INC COM 444859102 1,318 35,364 35,364 HUNT J B TRANS SVCS INC COM 445658107 314 11,946 11,946 HUNTINGTON BANCSHARES INC COM 446150104 89 11,637 11,637 IAC INTERACTIVECORP COM PAR $.001 44919P508 659 41,883 41,883 IMS HEALTH INC COM 449934108 156 10,287 10,287 ITT EDUCATIONAL SERVICES INC COM 45068B109 540 5,690 5,690 ITT CORP NEW COM 450911102 2,573 55,957 55,957 IDEX CORP COM 45167R104 389 16,129 16,129 IDEXX LABS INC COM 45168D104 1,082 29,987 29,987 IHS INC CL A 451734107 237 6,339 6,339 ILLINOIS TOOL WKS INC COM 452308109 3,305 94,288 94,288 ILLUMINA INC COM 452327109 469 17,985 17,985 INGRAM MICRO INC CL A 457153104 412 30,780 30,780 INTEGRATED DEVICE TECHNOLOGY COM 458118106 254 45,304 45,304 INTEL CORP COM 458140100 27,010 1,842,422 1,842,422 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,068 12,950 12,950 INTERNATIONAL BUSINESS MACHS COM 459200101 37,909 450,437 450,437 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 441 14,854 14,854 INTERNATIONAL GAME TECHNOLOG COM 459902102 867 72,905 72,905 INTL PAPER CO COM 460146103 1,247 105,719 105,719 INTERNATIONAL RECTIFIER CORP COM 460254105 265 19,616 19,616 INTERNATIONAL SPEEDWAY CORP CL A 460335201 513 17,846 17,846 INTERSIL CORP CL A 46069S109 292 31,740 31,740 INTERPUBLIC GROUP COS INC COM 460690100 243 61,309 61,309 INTERVAL LEISURE GROUP INC COM 46113M108 90 16,769 16,769 INTUITIVE SURGICAL INC COM NEW 46120E602 782 6,160 6,160 INTUIT COM 461202103 1,396 58,694 58,694 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,016 44,723 44,723 IRON MTN INC COM 462846106 1,223 49,461 49,461 ISHARES TR RUSSELL1000VAL 464287598 8,433 170,300 170,300 ISHARES TR RUSSELL1000GRW 464287614 7,545 203,587 203,587 ISHARES TR RUSSELL 1000 464287622 17,853 365,317 365,317 ITRON INC COM 465741106 319 5,001 5,001 JDS UNIPHASE CORP COM PAR $0.001 46612J507 71 19,490 19,490 JPMORGAN & CHASE & CO COM 46625H100 24,711 783,733 783,733 JABIL CIRCUIT INC COM 466313103 398 58,913 58,913

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- JACOBS ENGR GROUP INC DEL COM 469814107 3,141 65,300 65,300 JANUS CAP GROUP INC COM 47102X105 353 43,902 43,902 JOHN BEAN TECHNOLOGIES CORP COM 477839104 111 13,532 13,532 JOHNSON & JOHNSON COM 478160104 43,486 726,829 726,829 JOHNSON CTLS INC COM 478366107 3,014 165,946 165,946 JONES APPAREL GROUP INC COM 480074103 138 23,510 23,510 JOY GLOBAL INC COM 481165108 520 22,712 22,712 JUNIPER NETWORKS INC COM 48203R104 1,505 85,940 85,940 KBR INC COM 48242W106 322 21,206 21,206 KLA-TENCOR CORP COM 482480100 516 23,683 23,683 KANSAS CITY SOUTHERN COM NEW 485170302 218 11,423 11,423 KELLOGG CO COM 487836108 1,623 37,006 37,006 KENNAMETAL INC COM 489170100 575 25,919 25,919 KEYCORP NEW COM 493267108 133 15,608 15,608 KIMBERLY CLARK CORP COM 494368103 1,976 37,470 37,470 KIMCO REALTY CORP COM 49446R109 3,151 172,374 172,374 KING PHARMACEUTICALS INC COM 495582108 1,888 177,803 177,803 KIRBY CORP COM 497266106 318 11,623 11,623 KOHLS CORP COM 500255104 2,764 76,367 76,367 KRAFT FOODS INC CL A 50075N104 9,435 351,393 351,393 KROGER CO COM 501044101 1,849 70,013 70,013 LKQ CORP COM 501889208 231 19,846 19,846 LSI CORPORATION COM 502161102 572 174,011 174,011 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,037 27,613 27,613 LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,244 81,414 81,414 LAM RESEARCH CORP COM 512807108 1,023 48,096 48,096 LAMAR ADVERTISING CO CL A 512815101 141 11,240 11,240 LANDSTAR SYS INC COM 515098101 297 7,722 7,722 LAS VEGAS SANDS CORP COM 517834107 241 40,611 40,611 LAUDER ESTEE COS INC CL A 518439104 445 14,379 14,379 LEGG MASON INC COM 524901105 923 42,142 42,142 LENNAR CORP CL A 526057104 99 11,427 11,427 LENNOX INTL INC COM 526107107 221 6,840 6,840 LEVEL 3 COMMUNICATIONS INC COM 52729N100 201 287,858 287,858 LEXMARK INTL NEW CL A 529771107 864 32,129 32,129 LIBERTY GLOBAL INC COM SER A 530555101 1,460 91,734 91,734 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 60 19,107 19,107 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 88 18,745 18,745 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 2,391 136,800 136,800 LIFE TECHNOLOGIES CORP COM 53217V109 1,042 44,692 44,692

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- LILLY ELI & CO COM 532457108 6,898 171,282 171,282 LIMITED BRANDS INC COM 532716107 518 51,599 51,599 LINCARE HLDGS INC COM 532791100 1,104 40,984 40,984 LINCOLN ELEC HLDGS INC COM 533900106 1,152 22,619 22,619 LINEAR TECHNOLOGY CORP COM 535678106 720 32,536 32,536 LIZ CLAIBORNE INC COM 539320101 101 38,867 38,867 LOCKHEED MARTIN CORP COM 539830109 8,254 98,173 98,173 LOEWS CORP COM 540424108 6,584 233,070 233,070 LORILLARD INC COM 544147101 4,374 77,629 77,629 LOWES COS INC COM 548661107 7,421 344,851 344,851 LUBRIZOL CORP COM 549271104 256 7,027 7,027 M & T BK CORP COM 55261F104 742 12,919 12,919 MBIA INC COM 55262C100 317 77,914 77,914 M D C HLDGS INC COM 552676108 362 11,957 11,957 MDU RES GROUP INC COM 552690109 416 19,293 19,293 MEMC ELECTR MATLS INC COM 552715104 477 33,395 33,395 MGIC INVT CORP WIS COM 552848103 156 44,787 44,787 MGM MIRAGE COM 552953101 239 17,340 17,340 MSC INDL DIRECT INC CL A 553530106 240 6,511 6,511 MACERICH CO COM 554382101 199 10,940 10,940 MACK CALI RLTY CORP COM 554489104 620 25,314 25,314 MACYS INC COM 55616P104 1,121 108,285 108,285 MANITOWOC INC COM 563571108 545 62,938 62,938 MANPOWER INC COM 56418H100 1,387 40,808 40,808 MARATHON OIL CORP COM 565849106 5,518 201,683 201,683 MARINER ENERGY INC COM 56845T305 104 10,160 10,160 MARSH & MCLENNAN COS INC COM 571748102 870 35,857 35,857 MARSHALL & ILSLEY CORP NEW COM 571837103 812 59,523 59,523 MARRIOTT INTL INC NEW CL A 571903202 2,193 112,765 112,765 MARTIN MARIETTA MATLS INC COM 573284106 554 5,702 5,702 MASCO CORP COM 574599106 386 34,722 34,722 MASSEY ENERGY CORP COM 576206106 183 13,267 13,267 MASTERCARD INC CL A 57636Q104 2,467 17,258 17,258 MATTEL INC COM 577081102 1,903 118,921 118,921 MCAFEE INC COM 579064106 807 23,349 23,349 MCCLATCHY CO CL A 579489105 9 11,623 11,623 MCCORMICK & CO INC COM NON VTG 579780206 833 26,147 26,147 MCDERMOTT INTL INC COM 580037109 804 81,379 81,379 MCDONALDS CORP COM 580135101 25,849 415,648 415,648 MCGRAW HILL COS INC COM 580645109 1,530 65,993 65,993

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- MCKESSON CORP COM 58155Q103 4,009 103,517 103,517 MEADWESTVACO CORP COM 583334107 960 85,813 85,813 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8,751 208,805 208,805 MEDTRONIC INC COM 585055106 13,198 420,038 420,038 MENTOR GRAPHICS CORP COM 587200106 240 46,493 46,493 MERCK & CO INC COM 589331107 16,477 541,995 541,995 MERRILL LYNCH & CO INC COM 590188108 2,089 179,463 179,463 METAVANTE TECHNOLOGIES INC COM 591407101 457 28,388 28,388 METLIFE INC COM 59156R108 6,424 184,271 184,271 METROPCS COMMUNICATIONS INC COM 591708102 537 36,138 36,138 METTLER TOLEDO INTERNATIONAL COM 592688105 506 7,508 7,508 MICROSOFT CORP COM 594918104 51,061 2,626,601 2,626,601 MICROCHIP TECHNOLOGY INC COM 595017104 530 27,140 27,140 MICRON TECHNOLOGY INC COM 595112103 309 116,914 116,914 MILLIPORE CORP COM 601073109 416 8,076 8,076 MIRANT CORP NEW COM 60467R100 810 42,950 42,950 MOHAWK INDS INC COM 608190104 432 10,048 10,048 MOLEX INC COM 608554101 351 24,201 24,201 MOLSON COORS BREWING CO CL B 60871R209 1,344 27,479 27,479 MONSANTO CO NEW COM 61166W101 15,728 223,565 223,565 MONSTER WORLDWIDE INC COM 611742107 363 29,990 29,990 MOODYS CORP COM 615369105 1,143 56,886 56,886 MORGAN STANLEY COM NEW 617446448 4,395 273,987 273,987 MOSAIC CO COM 61945A107 842 24,322 24,322 MOTOROLA INC COM 620076109 2,175 490,908 490,908 MURPHY OIL CORP COM 626717102 1,235 27,858 27,858 MYLAN INC COM 628530107 772 78,069 78,069 NCR CORP NEW COM 62886E108 1,024 72,439 72,439 NII HLDGS INC CL B NEW 62913F201 1,123 61,780 61,780 NRG ENERGY INC COM NEW 629377508 413 17,708 17,708 NVR INC COM 62944T105 253 554 554 NYSE EURONEXT COM 629491101 1,543 56,354 56,354 NALCO HOLDING COMPANY COM 62985Q101 225 19,523 19,523 NASDAQ OMX GROUP INC COM 631103108 1,081 43,734 43,734 NATIONAL CITY CORP COM 635405103 399 220,677 220,677 NATIONAL HEALTH INVS INC COM 63633D104 234 8,517 8,517 NATIONAL INSTRS CORP COM 636518102 202 8,306 8,306 NATIONAL OILWELL VARCO INC COM 637071101 2,804 114,715 114,715 NATIONAL SEMICONDUCTOR CORP COM 637640103 936 92,987 92,987 NATIONWIDE FINL SVCS INC CL A 638612101 3,046 58,346 58,346

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- NETAPP INC COM 64110D104 1,616 115,688 115,688 NEUSTAR INC CL A 64126X201 217 11,363 11,363 NEW YORK CMNTY BANCORP INC COM 649445103 130 10,883 10,883 NEWELL RUBBERMAID INC COM 651229106 328 33,557 33,557 NEWMONT MINING CORP COM 651639106 4,955 121,748 121,748 NEWS CORP CL A 65248E104 5,888 647,705 647,705 NIKE INC CL B 654106103 9,493 186,144 186,144 NISOURCE INC COM 65473P105 266 24,221 24,221 NOKIA CORP SPONSORED ADR 654902204 646 41,384 41,384 NOBLE ENERGY INC COM 655044105 331 6,731 6,731 NORDSTROM INC COM 655664100 890 66,888 66,888 NORFOLK SOUTHERN CORP COM 655844108 5,000 106,277 106,277 NORTHEAST UTILS COM 664397106 1,050 43,658 43,658 NORTHERN TR CORP COM 665859104 6,430 123,332 123,332 NORTHROP GRUMMAN CORP COM 666807102 3,431 76,169 76,169 NOVELL INC COM 670006105 114 29,362 29,362 NSTAR COM 67019E107 689 18,872 18,872 NUANCE COMMUNICATIONS INC COM 67020Y100 295 28,518 28,518 NUCOR CORP COM 670346105 4,660 100,859 100,859 NVIDIA CORP COM 67066G104 1,994 247,109 247,109 NV ENERGY INC COM 67073Y106 335 33,918 33,918 OGE ENERGY CORP COM 670837103 575 22,285 22,285 OCCIDENTAL PETE CORP DEL COM 674599105 22,596 376,656 376,656 OCEANEERING INTL INC COM 675232102 260 8,923 8,923 OFFICE DEPOT INC COM 676220106 119 39,923 39,923 OMNICOM GROUP INC COM 681919106 4,891 181,678 181,678 ON SEMICONDUCTOR CORP COM 682189105 203 59,716 59,716 ORACLE CORP COM 68389X105 24,079 1,358,098 1,358,098 O REILLY AUTOMOTIVE INC COM 686091109 367 11,950 11,950 OVERSEAS SHIPHOLDING GROUP I COM 690368105 725 17,218 17,218 OWENS ILL INC COM NEW 690768403 294 10,762 10,762 PG&E CORP COM 69331C108 5,202 134,394 134,394 PMI GROUP INC COM 69344M101 38 19,390 19,390 PNC FINL SVCS GROUP INC COM 693475105 3,928 80,159 80,159 PPG INDS INC COM 693506107 1,213 28,592 28,592 PPL CORP COM 69351T106 5,995 195,355 195,355 PACCAR INC COM 693718108 2,730 95,455 95,455 PACKAGING CORP AMER COM 695156109 172 12,809 12,809 PALL CORP COM 696429307 511 17,968 17,968 PANERA BREAD CO CL A 69840W108 204 3,896 3,896

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- PARKER HANNIFIN CORP COM 701094104 2,084 48,986 48,986 PATRIOT COAL CORP COM 70336T104 94 15,091 15,091 PATTERSON COMPANIES INC COM 703395103 334 17,797 17,797 PATTERSON UTI ENERGY INC COM 703481101 183 15,875 15,875 PAYCHEX INC COM 704326107 2,988 113,685 113,685 PEABODY ENERGY CORP COM 704549104 1,735 76,243 76,243 PENN NATL GAMING INC COM 707569109 212 9,909 9,909 PENNEY J C INC COM 708160106 1,015 51,531 51,531 PENTAIR INC COM 709631105 294 12,408 12,408 PEOPLES UNITED FINANCIAL INC COM 712704105 196 10,966 10,966 PEPSI BOTTLING GROUP INC COM 713409100 1,696 75,361 75,361 PEPSIAMERICAS INC COM 71343P200 826 40,588 40,588 PEPSICO INC COM 713448108 28,454 519,523 519,523 PERRIGO CO COM 714290103 369 11,418 11,418 PETROHAWK ENERGY CORP COM 716495106 595 38,064 38,064 PETSMART INC COM 716768106 345 18,683 18,683 PFIZER INC COM 717081103 28,816 1,627,079 1,627,079 PHARMACEUTICAL PROD DEV INC COM 717124101 454 15,659 15,659 PHILIP MORRIS INTL INC COM 718172109 31,427 722,297 722,297 PINNACLE WEST CAP CORP COM 723484101 601 18,694 18,694 PIONEER NAT RES CO COM 723787107 657 40,578 40,578 PITNEY BOWES INC COM 724479100 718 28,175 28,175 PLAINS EXPL& PRODTN CO COM 726505100 341 14,676 14,676 PLUM CREEK TIMBER CO INC COM 729251108 411 11,830 11,830 POLO RALPH LAUREN CORP CL A 731572103 373 8,221 8,221 PRAXAIR INC COM 74005P104 5,948 100,201 100,201 PRECISION CASTPARTS CORP COM 740189105 4,376 73,566 73,566 PRICE T ROWE GROUP INC COM 74144T108 1,349 38,069 38,069 PRICELINE COM INC COM NEW 741503403 803 10,902 10,902 PRIDE INTL INC DEL COM 74153Q102 309 19,325 19,325 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 623 27,599 27,599 PROCTER & GAMBLE CO COM 742718109 48,011 776,622 776,622 PROGRESS ENERGY INC COM 743263105 707 17,742 17,742 PROGRESSIVE CORP OHIO COM 743315103 1,925 129,951 129,951 PROLOGIS SH BEN INT 743410102 480 34,531 34,531 PRUDENTIAL FINL INC COM 744320102 2,461 81,339 81,339 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,141 176,246 176,246 PUBLIC STORAGE COM 74460D109 3,636 45,737 45,737 PULTE HOMES INC COM 745867101 914 83,629 83,629 QLOGIC CORP COM 747277101 240 17,827 17,827

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- QUALCOMM INC COM 747525103 19,127 533,816 533,816 QUANTA SVCS INC COM 74762E102 460 23,225 23,225 QUEST DIAGNOSTICS INC COM 74834L100 1,036 19,950 19,950 QUEST RESOURCE CORP COM NEW 748349305 15 33,087 33,087 QUESTAR CORP COM 748356102 2,665 81,535 81,535 QUICKSILVER RESOURCES INC COM 74837R104 156 27,963 27,963 QWEST COMMUNICATIONS INTL IN COM 749121109 777 213,576 213,576 RPM INTL INC COM 749685103 271 20,372 20,372 RADIAN GROUP INC COM 750236101 181 49,111 49,111 RAMBUS INC DEL COM 750917106 243 15,288 15,288 RANGE RES CORP COM 75281A109 784 22,788 22,788 RAYTHEON CO COM NEW 755111507 5,622 110,142 110,142 RED HAT INC COM 756577102 830 62,815 62,815 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 5,392 71,300 71,300 REGIONS FINANCIAL CORP NEW COM 7591EP100 175 22,047 22,047 RELIANT ENERGY INC COM 75952B105 63 10,967 10,967 REPUBLIC SVCS INC COM 760759100 755 30,439 30,439 RESMED INC COM 761152107 425 11,327 11,327 REYNOLDS AMERICAN INC COM 761713106 958 23,766 23,766 RITE AID CORP COM 767754104 5 16,784 16,784 ROBERT HALF INTL INC COM 770323103 745 35,764 35,764 ROCKWELL AUTOMATION INC COM 773903109 1,876 58,181 58,181 ROCKWELL COLLINS INC COM 774341101 2,133 54,568 54,568 ROHM & HAAS CO COM 775371107 1,737 28,113 28,113 ROPER INDS INC NEW COM 776696106 1,922 44,271 44,271 ROSS STORES INC COM 778296103 1,314 44,201 44,201 RYDER SYS INC COM 783549108 571 14,725 14,725 SBA COMMUNICATIONS CORP COM 78388J106 343 20,996 20,996 SEI INVESTMENTS CO COM 784117103 1,833 116,667 116,667 SLM CORP COM 78442P106 842 94,618 94,618 SPX CORP COM 784635104 706 17,422 17,422 SAFEWAY INC COM NEW 786514208 330 13,894 13,894 ST JOE CO COM 790148100 288 11,835 11,835 ST JUDE MED INC COM 790849103 2,204 66,873 66,873 SALESFORCE COM INC COM 79466L302 877 27,386 27,386 SANDISK CORP COM 80004C101 340 35,456 35,456 SANDRIDGE ENERGY INC COM 80007P307 98 15,986 15,986 SARA LEE CORP COM 803111103 219 22,412 22,412 SCHEIN HENRY INC COM 806407102 1,595 43,477 43,477 SCHERING PLOUGH CORP COM 806605101 7,167 420,830 420,830

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- SCHLUMBERGER LTD COM 806857108 13,491 318,719 318,719 SCHWAB CHARLES CORP NEW COM 808513105 4,172 257,982 257,982 SEARS HLDGS CORP COM 812350106 889 22,882 22,882 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6,435 514,000 514,000 SEMPRA ENERGY COM 816851109 810 18,999 18,999 SEPRACOR INC COM 817315104 174 15,805 15,805 SHAW GROUP INC COM 820280105 249 12,143 12,143 SHERWIN WILLIAMS CO COM 824348106 2,679 44,834 44,834 SIGMA ALDRICH CORP COM 826552101 1,556 36,830 36,830 SIMON PPTY GROUP INC NEW COM 828806109 4,136 77,844 77,844 SIRIUS XM RADIO INC COM 82967N108 60 501,923 501,923 SMITH INTL INC COM 832110100 1,592 69,556 69,556 SNAP ON INC COM 833034101 758 19,239 19,239 SONOCO PRODS CO COM 835495102 287 12,401 12,401 SOUTHERN CO COM 842587107 3,749 101,325 101,325 SOUTHERN COPPER CORP COM 84265V105 1,017 63,306 63,306 SOUTHWEST AIRLS CO COM 844741108 526 61,001 61,001 SOUTHWEST GAS CORP COM 844895102 893 35,420 35,420 SOUTHWESTERN ENERGY CO COM 845467109 1,533 52,934 52,934 SOVEREIGN BANCORP INC COM 845905108 60 20,113 20,113 SPECTRA ENERGY CORP COM 847560109 2,971 188,747 188,747 SPRINT NEXTEL CORP COM SER 1 852061100 1,115 609,102 609,102 STANLEY WKS COM 854616109 824 24,154 24,154 STAPLES INC COM 855030102 4,255 237,455 237,455 STARBUCKS CORP COM 855244109 3,095 327,142 327,142 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,267 70,776 70,776 STATE STR CORP COM 857477103 2,467 62,738 62,738 STEEL DYNAMICS INC COM 858119100 865 77,385 77,385 STERICYCLE INC COM 858912108 895 17,188 17,188 STRAYER ED INC COM 863236105 447 2,086 2,086 STRYKER CORP COM 863667101 4,282 107,177 107,177 SUN MICROSYSTEMS INC COM NEW 866810203 373 97,649 97,649 SUNOCO INC COM 86764P109 508 11,679 11,679 SUNPOWER CORP COM CL A 867652109 537 14,516 14,516 SUNTRUST BKS INC COM 867914103 2,827 95,700 95,700 SUPERIOR ENERGY SVCS INC COM 868157108 195 12,272 12,272 SUPERVALU INC COM 868536103 855 58,538 58,538 SYMANTEC CORP COM 871503108 2,356 174,288 174,288 SYNOPSYS INC COM 871607107 884 47,713 47,713 SYSCO CORP COM 871829107 2,026 88,314 88,314

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- TD AMERITRADE HLDG CORP COM 87236Y108 1,722 120,864 120,864 TJX COS INC NEW COM 872540109 3,498 170,060 170,060 TARGET CORP COM 87612E106 8,930 258,616 258,616 TAUBMAN CTRS INC COM 876664103 269 10,575 10,575 TECH DATA CORP COM 878237106 426 23,908 23,908 TECHNE CORP COM 878377100 366 5,672 5,672 TELEPHONE & DATA SYS INC COM 879433100 1,659 52,257 52,257 TELEPHONE & DATA SYS INC SPL COM 879433860 435 15,498 15,498 TELLABS INC COM 879664100 52 12,571 12,571 TEMPLE INLAND INC COM 879868107 86 18,014 18,014 TENET HEALTHCARE CORP COM 88033G100 53 46,072 46,072 TERADATA CORP DEL COM 88076W103 383 25,820 25,820 TERADYNE INC COM 880770102 75 17,787 17,787 TEREX CORP NEW COM 880779103 300 17,314 17,314 TERRA INDS INC COM 880915103 307 18,402 18,402 TETRA TECHNOLOGIES INC DEL COM 88162F105 53 10,940 10,940 TEXAS INSTRS INC COM 882508104 7,805 502,909 502,909 TEXTRON INC COM 883203101 1,062 76,598 76,598 THERMO FISHER SCIENTIFIC INC COM 883556102 2,098 61,570 61,570 THOMAS & BETTS CORP COM 884315102 1,413 58,828 58,828 THOR INDS INC COM 885160101 235 17,829 17,829 3M CO COM 88579Y101 13,505 234,700 234,700 TICKETMASTER ENTMT INC COM 88633P302 108 16,814 16,814 TIDEWATER INC COM 886423102 813 20,191 20,191 TIFFANY & CO NEW COM 886547108 437 18,493 18,493 TIM HORTONS INC COM 88706M103 781 27,092 27,092 TIME WARNER INC COM 887317105 8,891 883,755 883,755 TIME WARNER CABLE INC CL A 88732J108 296 13,823 13,823 TIMKEN CO COM 887389104 235 11,984 11,984 TORONTO DOMINION BK ONT COM NEW 891160509 465 12,969 12,969 TOTAL SYS SVCS INC COM 891906109 335 23,961 23,961 TRAVELERS COMPANIES INC COM 89417E109 9,695 214,487 214,487 TRIMBLE NAVIGATION LTD COM 896239100 384 17,768 17,768 TUPPERWARE BRANDS CORP COM 899896104 476 20,981 20,981 TYSON FOODS INC CL A 902494103 116 13,275 13,275 UST INC COM 902911106 2,086 30,068 30,068 US BANCORP DEL COM NEW 902973304 14,581 583,024 583,024 ULTRA PETROLEUM CORP COM 903914109 460 13,328 13,328 UNION PAC CORP COM 907818108 9,098 190,330 190,330 UNISYS CORP COM 909214108 29 33,726 33,726

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- UNITED ONLINE INC COM 911268100 115 18,937 18,937 UNITED PARCEL SERVICE INC CL B 911312106 10,713 194,218 194,218 UNITED STATES CELLULAR CORP COM 911684108 560 12,948 12,948 UNITED STATES STL CORP NEW COM 912909108 870 23,383 23,383 UNITED TECHNOLOGIES CORP COM 913017109 13,863 258,631 258,631 UNITEDHEALTH GROUP INC COM 91324P102 7,473 280,945 280,945 UNUM GROUP COM 91529Y106 204 10,976 10,976 URBAN OUTFITTERS INC COM 917047102 249 16,646 16,646 VCA ANTECH INC COM 918194101 246 12,360 12,360 V F CORP COM 918204108 2,904 53,025 53,025 VALERO ENERGY CORP NEW COM 91913Y100 1,116 51,592 51,592 VARIAN MED SYS INC COM 92220P105 1,333 38,041 38,041 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 197 10,858 10,858 VENTAS INC COM 92276F100 228 6,778 6,778 VERISIGN INC COM 92343E102 545 28,550 28,550 VERIZON COMMUNICATIONS INC COM 92343V104 20,230 596,765 596,765 VERTEX PHARMACEUTICALS INC COM 92532F100 673 22,137 22,137 VIACOM INC NEW CL B 92553P201 1,489 78,108 78,108 VISA INC COM CL A 92826C839 4,922 93,833 93,833 VORNADO RLTY TR SH BEN INT 929042109 260 4,316 4,316 VULCAN MATLS CO COM 929160109 2,211 31,778 31,778 WACHOVIA CORP NEW COM 929903102 2,551 460,538 460,538 WADDELL & REED FINL INC CL A 930059100 196 12,706 12,706 WAL MART STORES INC COM 931142103 37,867 675,480 675,480 WALGREEN CO COM 931422109 4,560 184,827 184,827 WALTER INDS INC COM 93317Q105 196 11,183 11,183 WASHINGTON POST CO CL B 939640108 529 1,356 1,356 WASTE MGMT INC DEL COM 94106L109 4,679 141,202 141,202 WATERS CORP COM 941848103 1,196 32,631 32,631 WATSON PHARMACEUTICALS INC COM 942683103 246 9,243 9,243 WATTS WATER TECHNOLOGIES INC CL A 942749102 480 19,217 19,217 WELLCARE HEALTH PLANS INC COM 94946T106 439 34,121 34,121 WELLPOINT INC COM 94973V107 6,369 151,183 151,183 WELLS FARGO & CO NEW COM 949746101 26,625 903,150 903,150 WESTERN DIGITAL CORP COM 958102105 1,896 165,593 165,593 WESTERN UN CO COM 959802109 2,014 140,464 140,464 WEYERHAEUSER CO COM 962166104 1,152 37,621 37,621 WHIRLPOOL CORP COM 963320106 376 9,103 9,103 WHITING PETE CORP NEW COM 966387102 208 6,202 6,202 WHOLE FOODS MKT INC COM 966837106 194 20,544 20,544

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: INV. DISCRETION PENSION -------------------- VOTING AUTHORITY FAIR SHARES (B) SHARES MARKET OR SHARED (C) MANAGERS --------------------- CUSIP VALUE PRINCIPAL (A) AS DEF. SHARED SEE (A) (B) (C) NAME OF ISSUER TITLE OF CLASS NUMBER ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------------------- WILEY JOHN & SONS INC CL A 968223206 517 14,543 14,543 WILLIAMS COS INC DEL COM 969457100 1,633 112,802 112,802 WINDSTREAM CORP COM 97381W104 504 54,810 54,810 WISCONSIN ENERGY CORP COM 976657106 880 20,955 20,955 WYETH COM 983024100 8,524 227,245 227,245 WYNDHAM WORLDWIDE CORP COM 98310W108 95 14,494 14,494 WYNN RESORTS LTD COM 983134107 1,046 24,761 24,761 XTO ENERGY INC COM 98385X106 4,835 137,096 137,096 XCEL ENERGY INC COM 98389B100 2,600 140,160 140,160 XILINX INC COM 983919101 1,697 95,217 95,217 XEROX CORP COM 984121103 1,351 169,457 169,457 YAHOO INC COM 984332106 5,757 471,901 471,901 YUM BRANDS INC COM 988498101 6,017 191,014 191,014 ZIMMER HLDGS INC COM 98956P102 2,161 53,474 53,474 GRAND TOTAL 2,368,170 =========