UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2006
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/ Basking Ridge, New Jersey 11/7/2006
------------------------------------- ------------------------- ---------
[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: 996
Form 13F Information Table Value Total: 6,193,997
(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
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
ACE LTD ORD G0070K103 1,833 33,500 X 33,500
COOPER INDS LTD CL A G24182100 818 9,600 X 9,600
GLOBALSANTAFE CORP SHS G3930E101 825 16,500 X 16,500
NABORS INDUSTRIES LTD SHS G6359F103 821 27,600 X 27,600
TRANSOCEAN INC ORD G90078109 1,186 16,200 X 16,200
WHITE MTNS INS GROUP LTD COM G9618E107 1,292 2,600 X 2,600
XL CAP LTD CL A G98255105 1,882 27,400 X 27,400
A D C TELECOMMUNICATIONS COM NEW 000886309 399 26,616 X 26,616
AFLAC INC COM 001055102 6,457 141,102 X 141,102
AGCO CORP COM 001084102 338 13,334 X 13,334
AGL RES INC COM 001204106 1,860 50,961 X 50,961
AES CORP COM 00130H105 5,914 290,041 X 290,041
AMB PROPERTY CORP COM 00163T109 682 12,378 X 12,378
AMR CORP COM 001765106 3,220 139,149 X 139,149
AT&T INC COM 00206R102 52,473 1,611,577 X 1,611,577
ABBOTT LABS COM 002824100 45,813 943,425 X 943,425
ABERCROMBIE & FITCH CO CL A 002896207 1,455 20,939 X 20,939
ACTIVISION INC NEW COM NEW 004930202 995 65,890 X 65,890
ACXIOM CORP COM 005125109 731 29,645 X 29,645
ADESA INC COM 00686U104 292 12,645 X 12,645
ADOBE SYS INC COM 00724F101 20,077 535,946 X 535,946
ADVANCE AUTO PARTS INC COM 00751Y106 1,865 56,611 X 56,611
ADVANCED MEDICAL OPTICS INC COM 00763M108 559 14,137 X 14,137
ADVANCED MICRO DEVICES INC COM 007903107 5,674 228,335 X 228,335
AETNA INC NEW COM 00817Y108 7,900 199,748 X 199,748
AFFILIATED COMPUTER SERVICES CL A 008190100 1,498 28,881 X 28,881
AFFILIATED MANAGERS GROUP COM 008252108 2,668 26,655 X 26,655
AGERE SYS INC COM 00845V308 602 40,349 X 40,349
AGILENT TECHNOLOGIES INC COM 00846U101 4,364 133,489 X 133,489
AIR PRODS & CHEMS INC COM 009158106 6,100 91,915 X 91,915
AIRGAS INC COM 009363102 1,236 34,184 X 34,184
AKAMAI TECHNOLOGIES INC COM 00971T101 6,319 126,413 X 126,413
ALBEMARLE CORP COM 012653101 300 5,527 X 5,527
ALBERTO CULVER CO COM 013068101 14,194 280,576 X 280,576
ALCOA INC COM 013817101 10,722 382,376 X 382,376
ALEXANDER & BALDWIN INC COM 014482103 276 6,215 X 6,215
ALLEGHENY ENERGY INC COM 017361106 4,496 111,918 X 111,918
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,188 35,188 X 35,188
ALLERGAN INC COM 018490102 8,773 77,910 X 77,910
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,067 19,330 X 19,330
ALLIANT ENERGY CORP COM 018802108 2,449 68,538 X 68,538
ALLIANT TECHSYSTEMS INC COM 018804104 500 6,167 X 6,167
ALLIED CAP CORP NEW COM 01903Q108 2,338 77,405 X 77,405
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 411 36,496 X 36,496
ALLSTATE CORP COM 020002101 11,553 184,163 X 184,163
ALLTEL CORP COM 020039103 4,656 83,886 X 83,886
ALTERA CORP COM 021441100 1,572 85,551 X 85,551
ALTRIA GROUP INC COM 02209S103 77,070 1,006,789 X 1,006,789
AMAZON COM INC COM 023135106 5,707 177,666 X 177,666
AMBAC FINL GROUP INC COM 023139108 17,539 211,947 X 211,947
AMEREN CORP COM 023608102 1,748 33,109 X 33,109
AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 2,039 51,800 X 51,800
AMERICAN CAPITAL STRATEGIES COM 024937104 2,791 70,724 X 70,724
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,134 48,689 X 48,689
1
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
AMERICAN ELEC PWR INC COM 025537101 6,018 165,462 X 165,462
AMERICAN EXPRESS CO COM 025816109 29,756 530,606 X 530,606
AMERICAN FINL GROUP INC OHIO COM 025932104 375 8,000 X 8,000
AMERICAN INTL GROUP INC COM 026874107 62,095 937,142 X 937,142
AMERICAN NATL INS CO COM 028591105 231 1,995 X 1,995
AMERICAN PWR CONVERSION CORP COM 029066107 671 30,543 X 30,543
AMERICAN STD COS INC DEL COM 029712106 1,991 47,440 X 47,440
AMERICAN TOWER CORP CL A 029912201 6,536 179,069 X 179,069
AMERICREDIT CORP COM 03060R101 535 21,402 X 21,402
AMERUS GROUP CO COM 03072M108 371 5,448 X 5,448
AMERISOURCEBERGEN CORP COM 03073E105 8,865 196,125 X 196,125
AMERIPRISE FINL INC COM 03076C106 2,272 48,447 X 48,447
AMETEK INC NEW COM 031100100 3,993 91,679 X 91,679
AMGEN INC COM 031162100 44,974 628,745 X 628,745
AMPHENOL CORP NEW CL A 032095101 1,321 21,330 X 21,330
AMSOUTH BANCORPORATION COM 032165102 1,415 48,725 X 48,725
AMYLIN PHARMACEUTICALS INC COM 032346108 1,121 25,429 X 25,429
ANADARKO PETE CORP COM 032511107 11,725 267,515 X 267,515
ANALOG DEVICES INC COM 032654105 2,529 86,044 X 86,044
ANHEUSER BUSCH COS INC COM 035229103 20,078 422,606 X 422,606
ANNALY CAP MGMT INC COM 035710409 369 28,092 X 28,092
ANNTAYLOR STORES CORP COM 036115103 2,182 52,132 X 52,132
AON CORP COM 037389103 1,520 44,866 X 44,866
APACHE CORP COM 037411105 5,348 84,613 X 84,613
APARTMENT INVT & MGMT CO CL A 03748R101 2,926 53,774 X 53,774
APOLLO GROUP INC CL A 037604105 4,689 95,220 X 95,220
APPLE COMPUTER INC COM 037833100 36,783 477,831 X 477,831
APPLERA CORP COM AP BIO GRP 038020103 4,487 135,506 X 135,506
APPLIED MATLS INC COM 038222105 11,804 665,774 X 665,774
AQUA AMERICA INC COM 03836W103 3,482 158,723 X 158,723
ARAMARK CORP CL B 038521100 5,324 162,014 X 162,014
ARCH COAL INC COM 039380100 1,231 42,569 X 42,569
ARCHER DANIELS MIDLAND CO COM 039483102 16,797 443,439 X 443,439
ARCHSTONE SMITH TR COM 039583109 8,427 154,798 X 154,798
ARMOR HOLDINGS INC COM 042260109 2,535 44,214 X 44,214
ARROW ELECTRS INC COM 042735100 515 18,785 X 18,785
ASHLAND INC NEW COM 044209104 1,579 24,763 X 24,763
ASSOCIATED BANC CORP COM 045487105 605 18,623 X 18,623
ASSURANT INC COM 04621X108 5,777 108,159 X 108,159
ASTORIA FINL CORP COM 046265104 396 12,838 X 12,838
ATMEL CORP COM 049513104 365 60,381 X 60,381
ATMOS ENERGY CORP COM 049560105 326 11,420 X 11,420
AUTODESK INC COM 052769106 7,712 221,735 X 221,735
AUTOLIV INC COM 052800109 643 11,667 X 11,667
AUTOMATIC DATA PROCESSING IN COM 053015103 6,501 137,324 X 137,324
AUTONATION INC COM 05329W102 463 22,157 X 22,157
AUTOZONE INC COM 053332102 2,532 24,513 X 24,513
AVALONBAY CMNTYS INC COM 053484101 7,280 60,464 X 60,464
AVAYA INC COM 053499109 1,356 118,530 X 118,530
AVERY DENNISON CORP COM 053611109 1,351 22,447 X 22,447
AVIS BUDGET GROUP COM 053774105 828 45,258 X 45,258
AVNET INC COM 053807103 1,338 68,216 X 68,216
AVON PRODS INC COM 054303102 3,289 107,278 X 107,278
BB&T CORP COM 054937107 4,099 93,639 X 93,639
2
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
BJS WHOLESALE CLUB INC COM 05548J106 277 9,498 X 9,498
BJ SVCS CO COM 055482103 2,825 93,777 X 93,777
BRE PROPERTIES INC CL A 05564E106 431 7,215 X 7,215
BMC SOFTWARE INC COM 055921100 1,380 50,702 X 50,702
BAKER HUGHES INC COM 057224107 11,722 171,882 X 171,882
BALL CORP COM 058498106 1,721 42,548 X 42,548
BANCORPSOUTH INC COM 059692103 310 11,156 X 11,156
BANK OF AMERICA CORPORATION COM 060505104 106,215 1,982,731 X 1,982,731
BANK HAWAII CORP COM 062540109 500 10,372 X 10,372
BANK NEW YORK INC COM 064057102 9,909 281,039 X 281,039
BARD C R INC COM 067383109 6,568 87,567 X 87,567
BARNES & NOBLE INC COM 067774109 322 8,484 X 8,484
BARR PHARMACEUTICALS INC COM 068306109 2,394 46,091 X 46,091
BAUSCH & LOMB INC COM 071707103 421 8,390 X 8,390
BAXTER INTL INC COM 071813109 11,506 253,105 X 253,105
BEA SYS INC COM 073325102 1,411 92,815 X 92,815
BEAR STEARNS COS INC COM 073902108 13,094 93,464 X 93,464
BEAZER HOMES USA INC COM 07556Q105 299 7,655 X 7,655
BECKMAN COULTER INC COM 075811109 836 14,532 X 14,532
BECTON DICKINSON & CO COM 075887109 14,574 206,225 X 206,225
BED BATH & BEYOND INC COM 075896100 5,033 131,541 X 131,541
BELLSOUTH CORP COM 079860102 31,625 739,771 X 739,771
BEMIS INC COM 081437105 1,799 54,749 X 54,749
BERKLEY W R CORP COM 084423102 6,264 176,987 X 176,987
BEST BUY INC COM 086516101 11,797 220,265 X 220,265
BIOMET INC COM 090613100 1,887 58,628 X 58,628
BIOGEN IDEC INC COM 09062X103 2,904 65,003 X 65,003
BLACK & DECKER CORP COM 091797100 4,007 50,497 X 50,497
BLACKROCK INC CL A 09247X101 7,853 52,707 X 52,707
BLOCK H & R INC COM 093671105 1,701 78,243 X 78,243
BOEING CO COM 097023105 43,699 554,202 X 554,202
BORG WARNER INC COM 099724106 2,994 52,375 X 52,375
BOSTON PROPERTIES INC COM 101121101 1,659 16,055 X 16,055
BOSTON SCIENTIFIC CORP COM 101137107 6,802 459,911 X 459,911
BOYD GAMING CORP COM 103304101 400 10,398 X 10,398
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 416 12,786 X 12,786
BRINKER INTL INC COM 109641100 810 20,194 X 20,194
BRINKS CO COM 109696104 1,032 19,459 X 19,459
BRISTOL MYERS SQUIBB CO COM 110122108 25,820 1,036,116 X 1,036,116
BROADCOM CORP CL A 111320107 11,016 363,079 X 363,079
BROOKDALE SR LIVING INC COM 112463104 209 4,500 X 4,500
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,876 42,300 X 42,300
BROWN & BROWN INC COM 115236101 3,275 107,157 X 107,157
BROWN FORMAN CORP CL B 115637209 4,191 54,674 X 54,674
BRUNSWICK CORP COM 117043109 1,149 36,839 X 36,839
BURLINGTON NORTHN SANTA FE C COM 12189T104 11,683 159,076 X 159,076
CBL & ASSOC PPTYS INC COM 124830100 379 9,049 X 9,049
CBS CORP NEW CL B 124857202 6,289 223,236 X 223,236
CB RICHARD ELLIS GROUP INC CL A 12497T101 1,085 44,089 X 44,089
C D W CORP COM 12512N105 863 13,986 X 13,986
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,319 96,889 X 96,889
CIGNA CORP COM 125509109 4,108 35,317 X 35,317
CIT GROUP INC COM 125581108 7,478 153,766 X 153,766
CMS ENERGY CORP COM 125896100 450 31,140 X 31,140
3
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
CNA FINL CORP COM 126117100 1,668 46,310 X 46,310
CSX CORP COM 126408103 5,309 161,719 X 161,719
CVS CORP COM 126650100 8,589 267,411 X 267,411
CA INC COM 12673P105 3,198 134,982 X 134,982
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,352 147,606 X 147,606
CABOT CORP COM 127055101 427 11,470 X 11,470
CABOT OIL & GAS CORP COM 127097103 1,412 29,469 X 29,469
CADENCE DESIGN SYSTEM INC COM 127387108 1,618 95,403 X 95,403
CAMDEN PPTY TR SH BEN INT 133131102 602 7,924 X 7,924
CAMERON INTERNATIONAL CORP COM 13342B105 4,407 91,219 X 91,219
CAMPBELL SOUP CO COM 134429109 7,330 200,829 X 200,829
CAPITAL ONE FINL CORP COM 14040H105 14,276 181,494 X 181,494
CAPITALSOURCE INC COM 14055X102 492 19,054 X 19,054
CARDINAL HEALTH INC COM 14149Y108 10,499 159,710 X 159,710
CAREER EDUCATION CORP COM 141665109 523 23,246 X 23,246
CAREMARK RX INC COM 141705103 16,182 285,541 X 285,541
CARLISLE COS INC COM 142339100 579 6,889 X 6,889
CARMAX INC COM 143130102 1,046 25,082 X 25,082
CARPENTER TECHNOLOGY CORP COM 144285103 634 5,896 X 5,896
CATERPILLAR INC DEL COM 149123101 17,584 267,236 X 267,236
CBOT HLDGS INC CL A 14984K106 1,519 12,574 X 12,574
CELANESE CORP DEL COM SER A 150870103 665 37,167 X 37,167
CELGENE CORP COM 151020104 5,749 132,768 X 132,768
CENTERPOINT ENERGY INC COM 15189T107 628 43,843 X 43,843
CENTEX CORP COM 152312104 1,840 34,968 X 34,968
CENTURYTEL INC COM 156700106 5,964 150,343 X 150,343
CEPHALON INC COM 156708109 893 14,463 X 14,463
CERIDIAN CORP NEW COM 156779100 710 31,771 X 31,771
CERNER CORP COM 156782104 695 15,317 X 15,317
CHARLES RIV LABS INTL INC COM 159864107 504 11,619 X 11,619
CHECKFREE CORP NEW COM 162813109 813 19,687 X 19,687
CHEESECAKE FACTORY INC COM 163072101 512 18,827 X 18,827
CHEMTURA CORP COM 163893100 293 33,827 X 33,827
CHENIERE ENERGY INC COM NEW 16411R208 2,720 91,548 X 91,548
CHESAPEAKE ENERGY CORP COM 165167107 2,462 84,957 X 84,957
CHEVRON CORP NEW COM 166764100 57,270 882,978 X 882,978
CHICAGO MERCANTILE HLDGS INC CL A 167760107 9,347 19,544 X 19,544
CHICOS FAS INC COM 168615102 1,565 72,674 X 72,674
CHOICE HOTELS INTL INC COM 169905106 531 12,992 X 12,992
CHOICEPOINT INC COM 170388102 734 20,496 X 20,496
CHUBB CORP COM 171232101 16,799 323,316 X 323,316
CHURCH & DWIGHT INC COM 171340102 2,675 68,394 X 68,394
CIMAREX ENERGY CO COM 171798101 409 11,615 X 11,615
CINCINNATI FINL CORP COM 172062101 1,056 21,935 X 21,935
CIRCUIT CITY STORE INC COM 172737108 3,390 135,001 X 135,001
CISCO SYS INC COM 17275R102 72,050 3,135,321 X 3,135,321
CINTAS CORP COM 172908105 1,364 33,409 X 33,409
CITIGROUP INC COM 172967101 107,945 2,173,238 X 2,173,238
CITIZENS COMMUNICATIONS CO COM 17453B101 825 58,769 X 58,769
CITRIX SYS INC COM 177376100 1,571 43,398 X 43,398
CITY NATL CORP COM 178566105 393 5,868 X 5,868
CLAIRES STORES INC COM 179584107 1,529 52,449 X 52,449
CLARCOR INC COM 179895107 826 27,100 X 27,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,439 153,859 X 153,859
4
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
CLOROX CO DEL COM 189054109 4,488 71,244 X 71,244
COACH INC COM 189754104 5,787 168,213 X 168,213
COCA COLA CO COM 191216100 46,149 1,032,870 X 1,032,870
COCA COLA ENTERPRISES INC COM 191219104 896 43,003 X 43,003
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10,150 137,148 X 137,148
COLDWATER CREEK INC COM 193068103 1,272 44,231 X 44,231
COLGATE PALMOLIVE CO COM 194162103 22,934 369,304 X 369,304
COLONIAL BANCGROUP INC COM 195493309 533 21,769 X 21,769
COLONIAL PPTYS TR COM SH BEN INT 195872106 308 6,439 X 6,439
COMCAST CORP NEW CL A 20030N101 24,120 653,646 X 653,646
COMERICA INC COM 200340107 1,302 22,874 X 22,874
COMMERCE BANCORP INC NJ COM 200519106 1,611 43,880 X 43,880
COMMERCE BANCSHARES INC COM 200525103 475 9,395 X 9,395
COMMERCIAL METALS CO COM 201723103 3,046 149,822 X 149,822
COMMUNITY HEALTH SYS INC NEW COM 203668108 735 19,668 X 19,668
COMPASS BANCSHARES INC COM 20449H109 5,594 98,180 X 98,180
COMPUTER SCIENCES CORP COM 205363104 4,965 101,076 X 101,076
COMPUWARE CORP COM 205638109 420 53,897 X 53,897
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 949 44,269 X 44,269
CONAGRA FOODS INC COM 205887102 1,790 73,124 X 73,124
CON-WAY INC COM 205944101 512 11,427 X 11,427
CONOCOPHILLIPS COM 20825C104 54,786 920,302 X 920,302
CONSECO INC COM NEW 208464883 448 21,331 X 21,331
CONSOL ENERGY INC COM 20854P109 3,155 99,446 X 99,446
CONSOLIDATED EDISON INC COM 209115104 3,267 70,704 X 70,704
CONSTELLATION BRANDS INC CL A 21036P108 8,292 288,117 X 288,117
CONSTELLATION ENERGY GROUP I COM 210371100 6,447 108,907 X 108,907
CONTINENTAL AIRLS INC CL B 210795308 591 20,876 X 20,876
CONVERGYS CORP COM 212485106 784 37,975 X 37,975
COOPER COS INC COM NEW 216648402 452 8,442 X 8,442
COPART INC COM 217204106 1,281 45,453 X 45,453
CORN PRODS INTL INC COM 219023108 340 10,441 X 10,441
CORNING INC COM 219350105 23,467 961,388 X 961,388
CORPORATE EXECUTIVE BRD CO COM 21988R102 2,052 22,828 X 22,828
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 533 12,323 X 12,323
COSTCO WHSL CORP NEW COM 22160K105 9,398 189,180 X 189,180
COUNTRYWIDE FINANCIAL CORP COM 222372104 14,014 399,954 X 399,954
COVANCE INC COM 222816100 3,745 56,425 X 56,425
COVANTA HLDG CORP COM 22282E102 585 27,162 X 27,162
COVENTRY HEALTH CARE INC COM 222862104 8,925 173,239 X 173,239
CRANE CO COM 224399105 1,110 26,555 X 26,555
CREE INC COM 225447101 346 17,221 X 17,221
CROWN CASTLE INTL CORP COM 228227104 6,229 176,766 X 176,766
CROWN HOLDINGS INC COM 228368106 743 39,962 X 39,962
CULLEN FROST BANKERS INC COM 229899109 2,859 49,455 X 49,455
CUMMINS INC COM 231021106 2,775 23,278 X 23,278
CURTISS WRIGHT CORP COM 231561101 1,253 41,300 X 41,300
CYPRESS SEMICONDUCTOR CORP COM 232806109 566 31,826 X 31,826
CYTEC INDS INC COM 232820100 322 5,800 X 5,800
CYTYC CORP COM 232946103 667 27,241 X 27,241
DPL INC COM 233293109 2,882 106,253 X 106,253
DRS TECHNOLOGIES INC COM 23330X100 296 6,768 X 6,768
D R HORTON INC COM 23331A109 1,447 60,418 X 60,418
DST SYS INC DEL COM 233326107 2,052 33,272 X 33,272
5
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
DTE ENERGY CO COM 233331107 1,462 35,226 X 35,226
DADE BEHRING HLDGS INC COM 23342J206 2,641 65,751 X 65,751
DANAHER CORP DEL COM 235851102 7,339 106,877 X 106,877
DARDEN RESTAURANTS INC COM 237194105 6,086 143,312 X 143,312
DAVITA INC COM 23918K108 5,021 86,764 X 86,764
DEAN FOODS CO NEW COM 242370104 2,284 54,354 X 54,354
DEERE & CO COM 244199105 4,533 54,026 X 54,026
DEL MONTE FOODS CO COM 24522P103 294 28,118 X 28,118
DELL INC COM 24702R101 28,156 1,232,734 X 1,232,734
DENBURY RES INC COM NEW 247916208 820 28,363 X 28,363
DENTSPLY INTL INC NEW COM 249030107 1,133 37,618 X 37,618
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,114 19,970 X 19,970
DEVON ENERGY CORP NEW COM 25179M103 13,498 213,746 X 213,746
DIAMOND OFFSHORE DRILLING IN COM 25271C102 6,133 84,746 X 84,746
DICKS SPORTING GOODS INC COM 253393102 1,306 28,691 X 28,691
DIEBOLD INC COM 253651103 641 14,733 X 14,733
DILLARDS INC CL A 254067101 992 30,298 X 30,298
DIRECTV GROUP INC COM 25459L106 3,774 191,767 X 191,767
DISCOVERY HOLDING CO CL A COM 25468Y107 682 47,155 X 47,155
DISNEY WALT CO COM DISNEY 254687106 29,263 946,715 X 946,715
DOLLAR GEN CORP COM 256669102 2,131 156,343 X 156,343
DOLLAR TREE STORES INC COM 256747106 493 15,939 X 15,939
DOMINION RES INC VA NEW COM 25746U109 9,801 128,133 X 128,133
DONALDSON INC COM 257651109 1,122 30,396 X 30,396
DONNELLEY R R & SONS CO COM 257867101 1,003 30,429 X 30,429
DOVER CORP COM 260003108 3,268 68,886 X 68,886
DOW CHEM CO COM 260543103 15,846 406,511 X 406,511
DOW JONES & CO INC COM 260561105 473 14,089 X 14,089
DREAMWORKS ANIMATION SKG INC CL A 26153C103 204 8,189 X 8,189
DU PONT E I DE NEMOURS & CO COM 263534109 19,562 456,628 X 456,628
DUKE ENERGY CORP NEW COM 26441C105 21,292 705,042 X 705,042
DUKE REALTY CORP COM NEW 264411505 709 18,996 X 18,996
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,122 14,966 X 14,966
DYNEGY INC NEW CL A 26816Q101 1,852 334,351 X 334,351
E M C CORP MASS COM 268648102 7,722 644,572 X 644,572
ENSCO INTL INC COM 26874Q100 3,775 86,131 X 86,131
EOG RES INC COM 26875P101 10,695 164,420 X 164,420
E TRADE FINANCIAL CORP COM 269246104 2,355 98,437 X 98,437
EAGLE MATERIALS INC COM 26969P108 403 11,979 X 11,979
EAST WEST BANCORP INC COM 27579R104 554 13,995 X 13,995
EASTMAN CHEM CO COM 277432100 2,442 45,200 X 45,200
EASTMAN KODAK CO COM 277461109 906 40,442 X 40,442
EATON CORP COM 278058102 2,681 38,945 X 38,945
EATON VANCE CORP COM NON VTG 278265103 795 27,562 X 27,562
EBAY INC COM 278642103 15,176 535,128 X 535,128
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1,605 49,026 X 49,026
ECOLAB INC COM 278865100 3,146 73,464 X 73,464
EDISON INTL COM 281020107 3,330 79,971 X 79,971
EDWARDS LIFESCIENCES CORP COM 28176E108 654 14,032 X 14,032
EDWARDS AG INC COM 281760108 574 10,767 X 10,767
EL PASO CORP COM 28336L109 3,803 278,781 X 278,781
ELECTRONIC ARTS INC COM 285512109 5,918 105,980 X 105,980
ELECTRONIC DATA SYS NEW COM 285661104 8,083 329,640 X 329,640
EMBARQ CORP COM 29078E105 1,493 30,869 X 30,869
6
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
EMDEON CORP COM 290849108 766 65,377 X 65,377
EMERSON ELEC CO COM 291011104 15,431 184,014 X 184,014
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 9,846 302,502 X 302,502
ENERGEN CORP COM 29265N108 2,091 49,938 X 49,938
ENERGY EAST CORP COM 29266M109 493 20,790 X 20,790
ENERGIZER HLDGS INC COM 29266R108 3,006 41,762 X 41,762
ENTERGY CORP NEW COM 29364G103 10,371 132,575 X 132,575
EQUIFAX INC COM 294429105 1,077 29,335 X 29,335
EQUITABLE RES INC COM 294549100 951 27,177 X 27,177
EQUITY OFFICE PROPERTIES TRU COM 294741103 3,151 79,248 X 79,248
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,074 41,008 X 41,008
ERIE INDTY CO CL A 29530P102 364 6,958 X 6,958
ESSEX PPTY TR INC COM 297178105 512 4,221 X 4,221
EXELON CORP COM 30161N101 22,871 377,791 X 377,791
EXPEDIA INC DEL COM 30212P105 1,374 87,605 X 87,605
EXPEDITORS INTL WASH INC COM 302130109 5,552 124,534 X 124,534
EXPRESS SCRIPTS INC COM 302182100 7,731 102,468 X 102,468
EXXON MOBIL CORP COM 30231G102 174,579 2,601,780 X 2,601,780
FMC TECHNOLOGIES INC COM 30249U101 1,680 31,278 X 31,278
F M C CORP COM NEW 302491303 352 5,493 X 5,493
FPL GROUP INC COM 302571104 3,722 82,721 X 82,721
FTD GROUP INC COM 30267U108 924 59,800 X 59,800
FACTSET RESH SYS INC COM 303075105 2,182 44,921 X 44,921
FAIR ISAAC CORP COM 303250104 2,995 81,905 X 81,905
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 434 23,211 X 23,211
FAMILY DLR STORES INC COM 307000109 876 29,966 X 29,966
FASTENAL CO COM 311900104 2,340 60,644 X 60,644
FEDERAL HOME LN MTG CORP COM 313400301 25,384 382,689 X 382,689
FEDERAL NATL MTG ASSN COM 313586109 18,551 331,802 X 331,802
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 755 10,156 X 10,156
FEDERATED DEPT STORES INC DE COM 31410H101 11,207 259,357 X 259,357
FEDERATED INVS INC PA CL B 314211103 737 21,797 X 21,797
FEDEX CORP COM 31428X106 12,313 113,295 X 113,295
F5 NETWORKS INC COM 315616102 519 9,655 X 9,655
FIDELITY NATL INFORMATION SV COM 31620M106 569 15,377 X 15,377
FIDELITY NATL TITLE GROUP IN CL A 31620R105 926 44,180 X 44,180
FIDELITY NATL FINL INC COM 316326107 2,774 66,610 X 66,610
FIFTH THIRD BANCORP COM 316773100 3,954 103,823 X 103,823
FIRST AMERN CORP CALIF COM 318522307 511 12,060 X 12,060
FIRST DATA CORP COM 319963104 15,443 367,695 X 367,695
FIRST HORIZON NATL CORP COM 320517105 659 17,334 X 17,334
FIRST MARBLEHEAD CORP COM 320771108 504 7,281 X 7,281
FISERV INC COM 337738108 4,076 86,559 X 86,559
FIRSTENERGY CORP COM 337932107 8,716 156,039 X 156,039
FISHER SCIENTIFIC INTL INC COM NEW 338032204 1,928 24,642 X 24,642
FLORIDA ROCK INDS INC COM 341140101 442 11,415 X 11,415
FLUOR CORP NEW COM 343412102 2,094 27,240 X 27,240
FLOWSERVE CORP COM 34354P105 1,431 28,281 X 28,281
FOOT LOCKER INC COM 344849104 596 23,609 X 23,609
FORD MTR CO DEL COM PAR $0.01 345370860 4,196 518,695 X 518,695
FOREST CITY ENTERPRISES INC CL A 345550107 2,539 46,765 X 46,765
FOREST LABS INC COM 345838106 4,704 92,940 X 92,940
FOREST OIL CORP COM PAR $0.01 346091705 244 7,717 X 7,717
FORTUNE BRANDS INC COM 349631101 2,873 38,246 X 38,246
7
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
FOUNDATION COAL HLDGS INC COM 35039W100 1,160 35,849 X 35,849
FRANKLIN RES INC COM 354613101 13,962 132,030 X 132,030
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 3,916 73,519 X 73,519
FREESCALE SEMICONDUCTOR INC CL B 35687M206 15,361 404,124 X 404,124
FRONTIER OIL CORP COM 35914P105 582 21,884 X 21,884
FULTON FINL CORP PA COM 360271100 396 24,443 X 24,443
GATX CORP COM 361448103 763 18,432 X 18,432
GALLAGHER ARTHUR J & CO COM 363576109 439 16,454 X 16,454
GAMESTOP CORP NEW CL A 36467W109 723 15,633 X 15,633
GANNETT INC COM 364730101 6,358 111,879 X 111,879
GAP INC DEL COM 364760108 3,280 173,066 X 173,066
GARDNER DENVER INC COM 365558105 412 12,460 X 12,460
GEN-PROBE INC NEW COM 36866T103 576 12,282 X 12,282
GENENTECH INC COM NEW 368710406 29,053 351,304 X 351,304
GENERAL DYNAMICS CORP COM 369550108 17,805 248,435 X 248,435
GENERAL ELECTRIC CO COM 369604103 147,213 4,170,344 X 4,170,344
GENERAL GROWTH PPTYS INC COM 370021107 1,566 32,863 X 32,863
GENERAL MLS INC COM 370334104 13,444 237,530 X 237,530
GENERAL MTRS CORP COM 370442105 5,175 155,594 X 155,594
GENTEX CORP COM 371901109 500 35,204 X 35,204
GENUINE PARTS CO COM 372460105 3,093 71,709 X 71,709
GENWORTH FINL INC COM CL A 37247D106 10,955 312,910 X 312,910
GENZYME CORP COM 372917104 7,896 117,032 X 117,032
GETTY IMAGES INC COM 374276103 1,981 39,871 X 39,871
GILEAD SCIENCES INC COM 375558103 23,018 334,703 X 334,703
GLOBAL INDS LTD COM 379336100 327 21,018 X 21,018
GLOBAL PMTS INC COM 37940X102 7,374 167,548 X 167,548
GLOBAL SIGNAL INC COM 37944Q103 205 4,051 X 4,051
GOLDEN WEST FINL CORP DEL COM 381317106 6,261 81,047 X 81,047
GOLDMAN SACHS GROUP INC COM 38141G104 42,939 253,820 X 253,820
GOODRICH CORP COM 382388106 1,162 28,689 X 28,689
GOODYEAR TIRE & RUBR CO COM 382550101 612 42,222 X 42,222
GOOGLE INC CL A 38259P508 50,461 125,557 X 125,557
GRACO INC COM 384109104 1,504 38,493 X 38,493
GRAINGER W W INC COM 384802104 1,669 24,898 X 24,898
GRANT PRIDECO INC COM 38821G101 2,590 68,097 X 68,097
GREAT PLAINS ENERGY INC COM 391164100 347 11,181 X 11,181
GREIF INC CL A 397624107 441 5,500 X 5,500
HCA INC COM 404119109 11,797 236,458 X 236,458
HCC INS HLDGS INC COM 404132102 3,683 112,026 X 112,026
HNI CORP COM 404251100 2,908 69,937 X 69,937
HRPT PPTYS TR COM SH BEN INT 40426W101 353 29,551 X 29,551
HALLIBURTON CO COM 406216101 14,622 513,960 X 513,960
HANESBRANDS INC COM 410345102 410 18,228 X 18,228
HANOVER INS GROUP INC COM 410867105 1,055 23,638 X 23,638
HANSEN NAT CORP COM 411310105 472 14,527 X 14,527
HARLEY DAVIDSON INC COM 412822108 12,249 195,206 X 195,206
HARMAN INTL INDS INC COM 413086109 1,329 15,930 X 15,930
HARRAHS ENTMT INC COM 413619107 3,680 55,402 X 55,402
HARRIS CORP DEL COM 413875105 4,809 108,089 X 108,089
HARSCO CORP COM 415864107 978 12,591 X 12,591
HARTE-HANKS INC COM 416196103 351 13,319 X 13,319
HARTFORD FINL SVCS GROUP INC COM 416515104 12,940 149,170 X 149,170
HASBRO INC COM 418056107 1,514 66,540 X 66,540
8
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
HAWAIIAN ELEC INDUSTRIES COM 419870100 309 11,416 X 11,416
HEALTH CARE PPTY INVS INC COM 421915109 598 19,268 X 19,268
HEALTH MGMT ASSOC INC NEW CL A 421933102 834 39,928 X 39,928
HEALTH CARE REIT INC COM 42217K106 350 8,742 X 8,742
HEALTH NET INC COM 42222G108 1,157 26,592 X 26,592
HEINZ H J CO COM 423074103 8,194 195,413 X 195,413
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 724 21,677 X 21,677
HELMERICH & PAYNE INC COM 423452101 1,037 45,045 X 45,045
HERCULES INC COM 427056106 226 14,300 X 14,300
HERSHEY CO COM 427866108 5,209 97,448 X 97,448
HESS CORP COM 42809H107 6,162 148,768 X 148,768
HEWLETT PACKARD CO COM 428236103 63,087 1,719,459 X 1,719,459
HILLENBRAND INDS INC COM 431573104 635 11,150 X 11,150
HILTON HOTELS CORP COM 432848109 5,203 186,830 X 186,830
HOLLY CORP COM PAR $0.01 435758305 496 11,436 X 11,436
HOME DEPOT INC COM 437076102 33,872 933,888 X 933,888
HONEYWELL INTL INC COM 438516106 13,510 330,320 X 330,320
HORMEL FOODS CORP COM 440452100 3,252 90,374 X 90,374
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 478 10,124 X 10,124
HOSPIRA INC COM 441060100 1,424 37,222 X 37,222
HOST HOTELS & RESORTS INC COM 44107P104 2,581 112,572 X 112,572
HUBBELL INC CL B 443510201 490 10,225 X 10,225
HUDSON CITY BANCORP COM 443683107 1,455 109,777 X 109,777
HUMANA INC COM 444859102 5,434 82,229 X 82,229
HUNT J B TRANS SVCS INC COM 445658107 542 26,084 X 26,084
HUNTINGTON BANCSHARES INC COM 446150104 827 34,539 X 34,539
HUNTSMAN CORP COM 447011107 344 18,909 X 18,909
IAC INTERACTIVECORP COM NEW 44919P300 1,939 67,427 X 67,427
IMS HEALTH INC COM 449934108 1,120 42,035 X 42,035
ISTAR FINL INC COM 45031U101 664 15,935 X 15,935
ITT EDUCATIONAL SERVICES INC COM 45068B109 3,813 57,512 X 57,512
ITT CORP NEW COM 450911102 4,526 88,287 X 88,287
IDEX CORP COM 45167R104 737 17,110 X 17,110
IDEXX LABS INC COM 45168D104 685 7,514 X 7,514
ILLINOIS TOOL WKS INC COM 452308109 9,422 209,847 X 209,847
IMCLONE SYS INC COM 45245W109 469 16,548 X 16,548
INDYMAC BANCORP INC COM 456607100 1,058 25,702 X 25,702
INGRAM MICRO INC CL A 457153104 378 19,748 X 19,748
INTEGRATED DEVICE TECHNOLOGY COM 458118106 592 36,818 X 36,818
INTEL CORP COM 458140100 63,302 3,077,392 X 3,077,392
INTERCONTINENTALEXCHANGE INC COM 45865V100 364 4,847 X 4,847
INTERNATIONAL BUSINESS MACHS COM 459200101 67,586 824,827 X 824,827
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 743 18,788 X 18,788
INTERNATIONAL GAME TECHNOLOG COM 459902102 6,054 145,890 X 145,890
INTL PAPER CO COM 460146103 6,234 180,004 X 180,004
INTERNATIONAL RECTIFIER CORP COM 460254105 1,735 49,794 X 49,794
INTERNATIONAL SPEEDWAY CORP CL A 460335201 247 4,954 X 4,954
INTERSIL CORP CL A 46069S109 638 25,977 X 25,977
INTERPUBLIC GROUP COS INC COM 460690100 1,034 104,476 X 104,476
INTUITIVE SURGICAL INC COM NEW 46120E602 918 8,705 X 8,705
INTUIT COM 461202103 2,732 85,128 X 85,128
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,423 31,807 X 31,807
INVITROGEN CORP COM 46185R100 594 9,364 X 9,364
INVESTORS FINL SERVICES CORP COM 461915100 2,385 55,357 X 55,357
9
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
IRON MTN INC COM 462846106 1,173 27,310 X 27,310
ISHARES TR RUSSELL1000VAL 464287598 496 6,440 X 6,440
JDS UNIPHASE CORP COM 46612J101 852 388,888 X 388,888
JLG INDS INC COM 466210101 502 25,334 X 25,334
JP MORGAN CHASE & CO COM 46625H100 65,341 1,391,410 X 1,391,410
JABIL CIRCUIT INC COM 466313103 1,242 43,475 X 43,475
JACOBS ENGR GROUP INC DEL COM 469814107 1,595 21,347 X 21,347
JANUS CAP GROUP INC COM 47102X105 793 40,189 X 40,189
JARDEN CORP COM 471109108 301 9,143 X 9,143
JEFFERIES GROUP INC NEW COM 472319102 475 16,674 X 16,674
JOHNSON & JOHNSON COM 478160104 114,396 1,761,564 X 1,761,564
JOHNSON CTLS INC COM 478366107 8,820 122,946 X 122,946
JONES APPAREL GROUP INC COM 480074103 1,772 54,638 X 54,638
JONES LANG LASALLE INC COM 48020Q107 729 8,524 X 8,524
JOY GLOBAL INC COM 481165108 1,350 35,945 X 35,945
JUNIPER NETWORKS INC COM 48203R104 1,889 109,316 X 109,316
KLA-TENCOR CORP COM 482480100 3,439 77,335 X 77,335
KANSAS CITY SOUTHERN COM NEW 485170302 362 13,240 X 13,240
KB HOME COM 48666K109 1,345 30,712 X 30,712
KELLOGG CO COM 487836108 4,970 100,364 X 100,364
KENNAMETAL INC COM 489170100 474 8,373 X 8,373
KEYCORP NEW COM 493267108 5,766 154,010 X 154,010
KEYSPAN CORP COM 49337W100 1,540 37,439 X 37,439
KILROY RLTY CORP COM 49427F108 575 7,637 X 7,637
KIMBERLY CLARK CORP COM 494368103 7,904 120,923 X 120,923
KIMCO REALTY CORP COM 49446R109 12,260 285,988 X 285,988
KINDER MORGAN INC KANS COM 49455P101 2,660 25,373 X 25,373
KINETIC CONCEPTS INC COM NEW 49460W208 2,697 85,742 X 85,742
KING PHARMACEUTICALS INC COM 495582108 3,738 219,503 X 219,503
KIRBY CORP COM 497266106 393 12,546 X 12,546
KOHLS CORP COM 500255104 6,292 96,912 X 96,912
KOREA ELECTRIC PWR SPONSORED ADR 500631106 991 50,700 X 50,700
KOS PHARMACEUTICALS INC COM 500648100 208 4,208 X 4,208
KRAFT FOODS INC CL A 50075N104 1,059 29,701 X 29,701
KROGER CO COM 501044101 2,559 110,572 X 110,572
LSI LOGIC CORP COM 502161102 688 83,695 X 83,695
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,411 18,012 X 18,012
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,669 71,214 X 71,214
LAIDLAW INTL INC COM 50730R102 316 11,564 X 11,564
LAM RESEARCH CORP COM 512807108 1,519 33,506 X 33,506
LAMAR ADVERTISING CO CL A 512815101 2,121 39,712 X 39,712
LANDSTAR SYS INC COM 515098101 599 14,037 X 14,037
LAS VEGAS SANDS CORP COM 517834107 5,399 78,988 X 78,988
LAUDER ESTEE COS INC CL A 518439104 1,195 29,626 X 29,626
LAUREATE EDUCATION INC COM 518613104 465 9,712 X 9,712
LEAP WIRELESS INTL INC COM NEW 521863308 1,956 40,333 X 40,333
LEGGETT & PLATT INC COM 524660107 888 35,461 X 35,461
LEGG MASON INC COM 524901105 8,364 82,925 X 82,925
LEHMAN BROS HLDGS INC COM 524908100 19,493 263,915 X 263,915
LENNAR CORP CL A 526057104 1,111 24,556 X 24,556
LEUCADIA NATL CORP COM 527288104 949 36,282 X 36,282
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,506 279,436 X 279,436
LEXMARK INTL NEW CL A 529771107 5,884 102,039 X 102,039
LIBERTY GLOBAL INC COM SER A 530555101 4,738 184,080 X 184,080
10
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
LIBERTY GLOBAL INC COM SER C 530555309 309 12,347 X 12,347
LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 3,974 195,003 X 195,003
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 4,110 49,176 X 49,176
LIBERTY PPTY TR SH BEN INT 531172104 600 12,547 X 12,547
LIFEPOINT HOSPITALS INC COM 53219L109 355 10,056 X 10,056
LILLY ELI & CO COM 532457108 24,200 424,567 X 424,567
LIMITED BRANDS INC COM 532716107 2,919 110,177 X 110,177
LINCARE HLDGS INC COM 532791100 6,598 190,464 X 190,464
LINCOLN ELEC HLDGS INC COM 533900106 800 14,699 X 14,699
LINCOLN NATL CORP IND COM 534187109 6,959 112,090 X 112,090
LINEAR TECHNOLOGY CORP COM 535678106 3,798 122,040 X 122,040
LIZ CLAIBORNE INC COM 539320101 1,810 45,801 X 45,801
LOCKHEED MARTIN CORP COM 539830109 10,822 125,751 X 125,751
LOEWS CORP COM 540424108 17,924 472,917 X 472,917
LOEWS CORP CAROLNA GP STK 540424207 14,176 255,924 X 255,924
LOUISIANA PAC CORP COM 546347105 280 14,942 X 14,942
LOWES COS INC COM 548661107 21,442 764,166 X 764,166
LUBRIZOL CORP COM 549271104 728 15,921 X 15,921
LUCENT TECHNOLOGIES INC COM 549463107 3,124 1,334,842 X 1,334,842
LYONDELL CHEMICAL CO COM 552078107 775 30,536 X 30,536
M & T BK CORP COM 55261F104 1,284 10,700 X 10,700
MBIA INC COM 55262C100 4,557 74,173 X 74,173
M D C HLDGS INC COM 552676108 1,293 27,843 X 27,843
MDU RES GROUP INC COM 552690109 955 42,741 X 42,741
MEMC ELECTR MATLS INC COM 552715104 2,013 54,964 X 54,964
MGIC INVT CORP WIS COM 552848103 3,898 65,003 X 65,003
MGM MIRAGE COM 552953101 2,484 62,908 X 62,908
MSC INDL DIRECT INC CL A 553530106 367 9,002 X 9,002
MACERICH CO COM 554382101 1,305 17,091 X 17,091
MACK CALI RLTY CORP COM 554489104 454 8,761 X 8,761
MANITOWOC INC COM 563571108 653 14,569 X 14,569
MANOR CARE INC NEW COM 564055101 3,505 67,047 X 67,047
MANPOWER INC COM 56418H100 4,138 67,543 X 67,543
MANULIFE FINL CORP COM 56501R106 835 25,874 X 25,874
MARATHON OIL CORP COM 565849106 13,075 170,029 X 170,029
MARKEL CORP COM 570535104 626 1,525 X 1,525
MARSH & MCLENNAN COS INC COM 571748102 2,876 102,156 X 102,156
MARSHALL & ILSLEY CORP COM 571834100 5,596 116,139 X 116,139
MARRIOTT INTL INC NEW CL A 571903202 7,170 185,557 X 185,557
MARTIN MARIETTA MATLS INC COM 573284106 921 10,889 X 10,889
MASCO CORP COM 574599106 2,826 103,077 X 103,077
MASSEY ENERGY CORP COM 576206106 409 19,518 X 19,518
MASTERCARD INC COM 57636Q104 1,031 14,651 X 14,651
MATTEL INC COM 577081102 2,000 101,540 X 101,540
MAXIM INTEGRATED PRODS INC COM 57772K101 3,420 121,800 X 121,800
MCAFEE INC COM 579064106 901 36,845 X 36,845
MCCLATCHY CO CL A 579489105 1,426 33,791 X 33,791
MCCORMICK & CO INC COM NON VTG 579780206 1,095 28,835 X 28,835
MCDONALDS CORP COM 580135101 15,454 395,046 X 395,046
MCGRAW HILL COS INC COM 580645109 7,065 121,747 X 121,747
MCKESSON CORP COM 58155Q103 9,200 174,510 X 174,510
MEADWESTVACO CORP COM 583334107 3,065 115,609 X 115,609
MEDCO HEALTH SOLUTIONS INC COM 58405U102 10,378 172,656 X 172,656
MEDIMMUNE INC COM 584699102 1,735 59,268 X 59,268
11
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
MEDTRONIC INC COM 585055106 18,407 396,368 X 396,368
MELLON FINL CORP COM 58551A108 12,251 313,334 X 313,334
MERCANTILE BANKSHARES CORP COM 587405101 629 17,332 X 17,332
MERCK & CO INC COM 589331107 51,808 1,236,465 X 1,236,465
MEREDITH CORP COM 589433101 365 7,398 X 7,398
MERRILL LYNCH & CO INC COM 590188108 33,742 431,371 X 431,371
METLIFE INC COM 59156R108 15,437 272,355 X 272,355
METTLER TOLEDO INTERNATIONAL COM 592688105 642 9,709 X 9,709
MICHAELS STORES INC COM 594087108 2,642 60,669 X 60,669
MICROSOFT CORP COM 594918104 133,306 4,874,070 X 4,874,070
MICROCHIP TECHNOLOGY INC COM 595017104 2,975 91,775 X 91,775
MICRON TECHNOLOGY INC COM 595112103 6,273 360,518 X 360,518
MILLENNIUM PHARMACEUTICALS I COM 599902103 605 60,825 X 60,825
MILLIPORE CORP COM 601073109 776 12,661 X 12,661
MIRANT CORP NEW COM 60467R100 1,154 42,244 X 42,244
MOHAWK INDS INC COM 608190104 1,397 18,767 X 18,767
MOLEX INC COM 608554101 1,275 32,726 X 32,726
MOLSON COORS BREWING CO CL B 60871R209 473 6,867 X 6,867
MONEYGRAM INTL INC COM 60935Y109 1,237 42,574 X 42,574
MONSANTO CO NEW COM 61166W101 18,961 403,331 X 403,331
MONSTER WORLDWIDE INC COM 611742107 1,648 45,547 X 45,547
MOODYS CORP COM 615369105 5,050 77,246 X 77,246
MORGAN STANLEY COM NEW 617446448 31,015 425,381 X 425,381
MOSAIC CO COM 61945A107 351 20,756 X 20,756
MOTOROLA INC COM 620076109 34,669 1,386,748 X 1,386,748
MURPHY OIL CORP COM 626717102 1,844 38,775 X 38,775
MYLAN LABS INC COM 628530107 1,713 85,083 X 85,083
NCR CORP NEW COM 62886E108 2,817 71,351 X 71,351
NII HLDGS INC CL B NEW 62913F201 8,268 133,011 X 133,011
NRG ENERGY INC COM NEW 629377508 1,055 23,279 X 23,279
NTL INC DEL COM 62941W101 2,267 89,138 X 89,138
NVR INC COM 62944T105 591 1,104 X 1,104
NYSE GROUP INC COM 62949W103 2,218 29,671 X 29,671
NALCO HOLDING COMPANY COM 62985Q101 468 25,292 X 25,292
NASDAQ STOCK MARKET INC COM 631103108 3,732 123,401 X 123,401
NATIONAL CITY CORP COM 635405103 7,573 206,913 X 206,913
NATIONAL FUEL GAS CO N J COM 636180101 429 11,810 X 11,810
NATIONAL INSTRS CORP COM 636518102 366 13,380 X 13,380
NATIONAL OILWELL VARCO INC COM 637071101 4,805 82,065 X 82,065
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,199 178,436 X 178,436
NATIONWIDE FINL SVCS INC CL A 638612101 331 6,879 X 6,879
NAVTEQ CORP COM 63936L100 577 22,106 X 22,106
NETWORK APPLIANCE INC COM 64120L104 10,583 285,946 X 285,946
NEUSTAR INC CL A 64126X201 412 14,849 X 14,849
NEW CENTURY FINANCIAL CORP M COM 6435EV108 253 6,429 X 6,429
NEW PLAN EXCEL RLTY TR INC COM 648053106 398 14,716 X 14,716
NEW YORK CMNTY BANCORP INC COM 649445103 680 41,524 X 41,524
NEW YORK TIMES CO CL A 650111107 428 18,624 X 18,624
NEWELL RUBBERMAID INC COM 651229106 3,547 125,259 X 125,259
NEWFIELD EXPL CO COM 651290108 995 25,813 X 25,813
NEWMONT MINING CORP COM 651639106 8,166 191,029 X 191,029
NEWS CORP CL A 65248E104 16,524 840,912 X 840,912
NIKE INC CL B 654106103 8,233 93,963 X 93,963
NISOURCE INC COM 65473P105 1,348 61,994 X 61,994
12
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
NOKIA CORP SPONSORED ADR 654902204 2,562 130,100 X 130,100
NOBLE ENERGY INC COM 655044105 1,830 40,144 X 40,144
NORDSTROM INC COM 655664100 6,304 149,022 X 149,022
NORFOLK SOUTHERN CORP COM 655844108 7,385 167,654 X 167,654
NORTH FORK BANCORPORATION NY COM 659424105 1,982 69,204 X 69,204
NORTHEAST UTILS COM 664397106 503 21,626 X 21,626
NORTHERN TR CORP COM 665859104 6,823 116,779 X 116,779
NORTHROP GRUMMAN CORP COM 666807102 19,424 285,347 X 285,347
NOVELL INC COM 670006105 291 47,734 X 47,734
NOVELLUS SYS INC COM 670008101 631 22,830 X 22,830
NSTAR COM 67019E107 2,052 61,523 X 61,523
NUCOR CORP COM 670346105 10,476 211,675 X 211,675
NVIDIA CORP COM 67066G104 8,447 285,485 X 285,485
NUTRI SYS INC NEW COM 67069D108 476 7,638 X 7,638
OGE ENERGY CORP COM 670837103 2,176 60,271 X 60,271
NUVEEN INVTS INC CL A 67090F106 2,155 42,057 X 42,057
OSI RESTAURANT PARTNERS INC COM 67104A101 404 12,739 X 12,739
OCCIDENTAL PETE CORP DEL COM 674599105 34,697 721,195 X 721,195
OCEANEERING INTL INC COM 675232102 394 12,795 X 12,795
OFFICEMAX INC DEL COM 67622P101 408 10,012 X 10,012
OFFICE DEPOT INC COM 676220106 6,282 158,249 X 158,249
OLD REP INTL CORP COM 680223104 717 32,363 X 32,363
OMNICARE INC COM 681904108 981 22,766 X 22,766
OMNICOM GROUP INC COM 681919106 8,110 86,646 X 86,646
ONEOK INC NEW COM 682680103 2,268 60,017 X 60,017
ORACLE CORP COM 68389X105 39,136 2,206,071 X 2,206,071
O REILLY AUTOMOTIVE INC COM 686091109 1,606 48,372 X 48,372
OSHKOSH TRUCK CORP COM 688239201 2,272 45,022 X 45,022
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,216 19,690 X 19,690
OWENS ILL INC COM NEW 690768403 563 36,539 X 36,539
PDL BIOPHARMA INC COM 69329Y104 524 27,274 X 27,274
PG&E CORP COM 69331C108 5,272 126,577 X 126,577
PMC-SIERRA INC COM 69344F106 292 49,188 X 49,188
PMI GROUP INC COM 69344M101 4,415 100,775 X 100,775
PNC FINL SVCS GROUP INC COM 693475105 13,537 186,874 X 186,874
PPG INDS INC COM 693506107 1,923 28,670 X 28,670
PPL CORP COM 69351T106 7,214 219,275 X 219,275
PACCAR INC COM 693718108 5,050 88,567 X 88,567
PACKAGING CORP AMER COM 695156109 448 19,321 X 19,321
PACTIV CORP COM 695257105 1,186 41,724 X 41,724
PALL CORP COM 696429307 609 19,763 X 19,763
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 456 6,562 X 6,562
PANERA BREAD CO CL A 69840W108 417 7,152 X 7,152
PARKER HANNIFIN CORP COM 701094104 1,916 24,646 X 24,646
PATTERSON COMPANIES INC COM 703395103 1,110 33,026 X 33,026
PATTERSON UTI ENERGY INC COM 703481101 971 40,856 X 40,856
PAYCHEX INC COM 704326107 4,911 133,274 X 133,274
PEABODY ENERGY CORP COM 704549104 5,111 138,972 X 138,972
PEDIATRIX MED GROUP COM 705324101 526 11,542 X 11,542
PENN NATL GAMING INC COM 707569109 1,374 37,617 X 37,617
PENNEY J C INC COM 708160106 9,280 135,692 X 135,692
PENTAIR INC COM 709631105 860 32,843 X 32,843
PEOPLES BK BRIDGEPORT CONN COM 710198102 550 13,895 X 13,895
PEPCO HOLDINGS INC COM 713291102 648 26,801 X 26,801
13
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
PEPSI BOTTLING GROUP INC COM 713409100 6,425 180,996 X 180,996
PEPSICO INC COM 713448108 58,715 899,704 X 899,704
PERKINELMER INC COM 714046109 458 24,219 X 24,219
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 956 11,400 X 11,400
PETSMART INC COM 716768106 926 33,366 X 33,366
PFIZER INC COM 717081103 98,520 3,473,897 X 3,473,897
PHARMACEUTICAL PROD DEV INC COM 717124101 2,625 73,558 X 73,558
PHELPS DODGE CORP COM 717265102 6,327 74,701 X 74,701
PHILADELPHIA CONS HLDG CORP COM 717528103 484 12,167 X 12,167
PINNACLE WEST CAP CORP COM 723484101 629 13,952 X 13,952
PIONEER NAT RES CO COM 723787107 3,321 84,886 X 84,886
PITNEY BOWES INC COM 724479100 6,099 137,451 X 137,451
PLAINS EXPL& PRODTN CO COM 726505100 804 18,732 X 18,732
PLUM CREEK TIMBER CO INC COM 729251108 883 25,953 X 25,953
POGO PRODUCING CO COM 730448107 1,235 30,147 X 30,147
POLO RALPH LAUREN CORP CL A 731572103 1,425 22,034 X 22,034
POOL CORPORATION COM 73278L105 1,186 30,805 X 30,805
POPULAR INC COM 733174106 762 39,191 X 39,191
PRAXAIR INC COM 74005P104 9,719 164,277 X 164,277
PRECISION CASTPARTS CORP COM 740189105 12,461 197,293 X 197,293
PRICE T ROWE GROUP INC COM 74144T108 4,482 93,668 X 93,668
PRIDE INTL INC DEL COM 74153Q102 977 35,629 X 35,629
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 7,447 137,203 X 137,203
PROCTER & GAMBLE CO COM 742718109 101,586 1,639,021 X 1,639,021
PROGRESS ENERGY INC COM 743263105 2,170 47,814 X 47,814
PROGRESSIVE CORP OHIO COM 743315103 6,325 257,759 X 257,759
PROLOGIS SH BEN INT 743410102 1,968 34,495 X 34,495
PROTECTIVE LIFE CORP COM 743674103 450 9,827 X 9,827
PRUDENTIAL FINL INC COM 744320102 17,632 231,234 X 231,234
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,850 95,611 X 95,611
PUBLIC STORAGE INC COM 74460D109 4,722 54,913 X 54,913
PUGET ENERGY INC NEW COM 745310102 371 16,324 X 16,324
PULTE HOMES INC COM 745867101 2,171 68,128 X 68,128
QLOGIC CORP COM 747277101 726 38,437 X 38,437
QUALCOMM INC COM 747525103 30,223 831,443 X 831,443
QUANTA SVCS INC COM 74762E102 340 20,175 X 20,175
QUEST DIAGNOSTICS INC COM 74834L100 7,958 130,125 X 130,125
QUEST RESOURCE CORP COM NEW 748349305 379 42,700 X 42,700
QUESTAR CORP COM 748356102 8,048 98,417 X 98,417
QUICKSILVER RESOURCES INC COM 74837R104 475 14,888 X 14,888
QWEST COMMUNICATIONS INTL IN COM 749121109 5,080 582,520 X 582,520
R H DONNELLEY CORP COM NEW 74955W307 381 7,195 X 7,195
RPM INTL INC COM 749685103 317 16,679 X 16,679
RADIAN GROUP INC COM 750236101 11,604 193,397 X 193,397
RADIOSHACK CORP COM 750438103 562 29,126 X 29,126
RAMBUS INC DEL COM 750917106 350 20,097 X 20,097
RANGE RES CORP COM 75281A109 829 32,854 X 32,854
RAYMOND JAMES FINANCIAL INC COM 754730109 373 12,745 X 12,745
RAYONIER INC COM 754907103 432 11,440 X 11,440
RAYTHEON CO COM NEW 755111507 8,365 174,231 X 174,231
REALOGY CORP COM 75605E100 3,134 138,193 X 138,193
RECKSON ASSOCS RLTY CORP COM 75621K106 501 11,707 X 11,707
RED HAT INC COM 756577102 3,788 179,709 X 179,709
REGAL ENTMT GROUP CL A 758766109 298 15,019 X 15,019
14
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
REGENCY CTRS CORP COM 758849103 663 9,642 X 9,642
REGIONS FINANCIAL CORP NEW COM 7591EP100 3,117 84,715 X 84,715
REINSURANCE GROUP AMER INC COM 759351109 212 4,080 X 4,080
RELIANCE STEEL & ALUMINUM CO COM 759509102 297 9,239 X 9,239
RELIANT ENERGY INC COM 75952B105 858 69,679 X 69,679
REPUBLIC SVCS INC COM 760759100 1,112 27,659 X 27,659
RESMED INC COM 761152107 723 17,951 X 17,951
RESPIRONICS INC COM 761230101 668 17,299 X 17,299
REYNOLDS & REYNOLDS CO CL A 761695105 534 13,521 X 13,521
REYNOLDS AMERICAN INC COM 761713106 1,498 24,174 X 24,174
RITE AID CORP COM 767754104 338 74,468 X 74,468
ROBERT HALF INTL INC COM 770323103 1,865 54,911 X 54,911
ROCKWELL AUTOMATION INC COM 773903109 3,875 66,697 X 66,697
ROCKWELL COLLINS INC COM 774341101 5,071 92,465 X 92,465
ROHM & HAAS CO COM 775371107 3,588 75,769 X 75,769
ROPER INDS INC NEW COM 776696106 2,733 61,076 X 61,076
ROSS STORES INC COM 778296103 869 34,192 X 34,192
ROWAN COS INC COM 779382100 807 25,522 X 25,522
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 985 14,900 X 14,900
RYDER SYS INC COM 783549108 443 8,578 X 8,578
RYLAND GROUP INC COM 783764103 347 8,024 X 8,024
SBA COMMUNICATIONS CORP COM 78388J106 1,471 60,444 X 60,444
SEI INVESTMENTS CO COM 784117103 3,751 66,759 X 66,759
SL GREEN RLTY CORP COM 78440X101 1,219 10,909 X 10,909
SLM CORP COM 78442P106 10,884 209,393 X 209,393
SPX CORP COM 784635104 663 12,413 X 12,413
SABRE HLDGS CORP CL A 785905100 1,354 57,888 X 57,888
SAFECO CORP COM 786429100 1,725 29,265 X 29,265
SAFEWAY INC COM NEW 786514208 1,923 63,370 X 63,370
ST JOE CO COM 790148100 974 17,757 X 17,757
ST JUDE MED INC COM 790849103 6,864 194,495 X 194,495
ST MARY LD & EXPL CO COM 792228108 1,428 38,910 X 38,910
ST PAUL TRAVELERS INC COM 792860108 11,935 254,530 X 254,530
SAKS INC COM 79377W108 331 19,171 X 19,171
SALESFORCE COM INC COM 79466L302 721 20,104 X 20,104
SANDISK CORP COM 80004C101 7,556 141,134 X 141,134
SANMINA SCI CORP COM 800907107 358 95,787 X 95,787
SARA LEE CORP COM 803111103 2,346 145,988 X 145,988
SCANA CORP NEW COM 80589M102 1,089 27,042 X 27,042
SCHEIN HENRY INC COM 806407102 1,054 21,027 X 21,027
SCHERING PLOUGH CORP COM 806605101 14,444 653,861 X 653,861
SCHLUMBERGER LTD COM 806857108 5,490 88,500 X 88,500
SCHWAB CHARLES CORP NEW COM 808513105 7,219 403,088 X 403,088
SCIENTIFIC GAMES CORP CL A 80874P109 501 15,749 X 15,749
SCOTTS MIRACLE GRO CO CL A 810186106 446 10,020 X 10,020
SCRIPPS E W CO OHIO CL A 811054204 3,080 64,269 X 64,269
SEACOR HOLDINGS INC COM 811904101 262 3,174 X 3,174
SEALED AIR CORP NEW COM 81211K100 798 14,748 X 14,748
SEARS HLDGS CORP COM 812350106 6,307 39,896 X 39,896
SEMPRA ENERGY COM 816851109 7,004 139,374 X 139,374
SEPRACOR INC COM 817315104 1,255 25,906 X 25,906
SERVICE CORP INTL COM 817565104 1,136 121,639 X 121,639
SERVICEMASTER CO COM 81760N109 555 49,485 X 49,485
SHAW GROUP INC COM 820280105 267 11,290 X 11,290
15
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
SHERWIN WILLIAMS CO COM 824348106 3,547 63,597 X 63,597
SIERRA HEALTH SVCS INC COM 826322109 3,195 84,432 X 84,432
SIERRA PAC RES NEW COM 826428104 446 31,106 X 31,106
SIGMA ALDRICH CORP COM 826552101 4,867 64,324 X 64,324
SILICON LABORATORIES INC COM 826919102 369 11,909 X 11,909
SIMON PPTY GROUP INC NEW COM 828806109 13,404 147,919 X 147,919
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 218 2,940 X 2,940
SIRIUS SATELLITE RADIO INC COM 82966U103 1,311 334,542 X 334,542
SKY FINL GROUP INC COM 83080P103 353 14,173 X 14,173
SMITH INTL INC COM 832110100 4,368 112,569 X 112,569
SMITHFIELD FOODS INC COM 832248108 375 13,896 X 13,896
SMUCKER J M CO COM NEW 832696405 393 8,190 X 8,190
SMURFIT-STONE CONTAINER CORP COM 832727101 401 35,827 X 35,827
SNAP ON INC COM 833034101 1,242 27,888 X 27,888
SOLECTRON CORP COM 834182107 540 165,592 X 165,592
SONOCO PRODS CO COM 835495102 469 13,929 X 13,929
SOUTH FINL GROUP INC COM 837841105 274 10,544 X 10,544
SOUTHERN CO COM 842587107 8,573 248,783 X 248,783
SOUTHERN COPPER CORP COM 84265V105 1,426 15,413 X 15,413
SOUTHERN UN CO NEW COM 844030106 1,480 56,022 X 56,022
SOUTHWEST AIRLS CO COM 844741108 4,201 252,159 X 252,159
SOUTHWESTERN ENERGY CO COM 845467109 1,193 39,937 X 39,937
SOVEREIGN BANCORP INC COM 845905108 1,188 55,237 X 55,237
SPRINT NEXTEL CORP COM FON 852061100 20,007 1,166,593 X 1,166,593
STANCORP FINL GROUP INC COM 852891100 344 7,699 X 7,699
STANDARD PAC CORP NEW COM 85375C101 277 11,800 X 11,800
STANLEY WKS COM 854616109 846 16,967 X 16,967
STAPLES INC COM 855030102 6,970 286,475 X 286,475
STARBUCKS CORP COM 855244109 14,347 421,351 X 421,351
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 6,063 106,022 X 106,022
STATE STR CORP COM 857477103 7,590 121,640 X 121,640
STATION CASINOS INC COM 857689103 662 11,442 X 11,442
STEEL DYNAMICS INC COM 858119100 2,429 48,143 X 48,143
STEELCASE INC CL A 858155203 262 16,711 X 16,711
STERICYCLE INC COM 858912108 3,492 50,039 X 50,039
STRYKER CORP COM 863667101 12,790 257,909 X 257,909
SUN MICROSYSTEMS INC COM 866810104 3,940 795,921 X 795,921
SUNOCO INC COM 86764P109 4,742 76,257 X 76,257
SUNTRUST BKS INC COM 867914103 24,953 322,896 X 322,896
SUPERIOR ENERGY SVCS INC COM 868157108 499 19,000 X 19,000
SUPERVALU INC COM 868536103 3,321 112,019 X 112,019
SWIFT TRANSN CO COM 870756103 235 9,919 X 9,919
SYMANTEC CORP COM 871503108 4,995 234,719 X 234,719
SYMBOL TECHNOLOGIES INC COM 871508107 826 55,565 X 55,565
SYNOPSYS INC COM 871607107 424 21,509 X 21,509
SYNOVUS FINL CORP COM 87161C105 1,464 49,839 X 49,839
SYSCO CORP COM 871829107 7,605 227,364 X 227,364
TCF FINL CORP COM 872275102 617 23,457 X 23,457
TD BANKNORTH INC COM 87235A101 409 14,178 X 14,178
TD AMERITRADE HLDG CORP COM 87236Y108 1,399 74,238 X 74,238
TECO ENERGY INC COM 872375100 460 29,397 X 29,397
TJX COS INC NEW COM 872540109 6,388 227,912 X 227,912
TXU CORP COM 873168108 18,888 302,116 X 302,116
TARGET CORP COM 87612E106 25,767 466,372 X 466,372
16
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
TAUBMAN CTRS INC COM 876664103 453 10,190 X 10,190
TECH DATA CORP COM 878237106 286 7,821 X 7,821
TECHNE CORP COM 878377100 477 9,376 X 9,376
TEKTRONIX INC COM 879131100 509 17,586 X 17,586
TELEFLEX INC COM 879369106 315 5,664 X 5,664
TELEPHONE & DATA SYS INC COM 879433100 2,554 60,665 X 60,665
TELEPHONE & DATA SYS INC SPL COM 879433860 547 13,400 X 13,400
TELLABS INC COM 879664100 1,431 130,593 X 130,593
TEMPLE INLAND INC COM 879868107 623 15,540 X 15,540
TENET HEALTHCARE CORP COM 88033G100 794 97,503 X 97,503
TERADYNE INC COM 880770102 563 42,802 X 42,802
TEREX CORP NEW COM 880779103 848 18,757 X 18,757
TESORO CORP COM 881609101 2,009 34,650 X 34,650
TETRA TECHNOLOGIES INC DEL COM 88162F105 411 17,001 X 17,001
TEXAS INSTRS INC COM 882508104 28,256 849,797 X 849,797
TEXTRON INC COM 883203101 8,116 92,756 X 92,756
THERMO ELECTRON CORP COM 883556102 3,946 100,337 X 100,337
THOMAS & BETTS CORP COM 884315102 1,701 35,655 X 35,655
THOR INDS INC COM 885160101 349 8,478 X 8,478
THORNBURG MTG INC COM 885218107 401 15,738 X 15,738
3M CO COM 88579Y101 28,705 385,722 X 385,722
TIDEWATER INC COM 886423102 525 11,890 X 11,890
TIFFANY & CO NEW COM 886547108 945 28,461 X 28,461
TIM HORTONS INC COM 88706M103 209 7,960 X 7,960
TIME WARNER INC COM 887317105 24,994 1,371,059 X 1,371,059
TIMKEN CO COM 887389104 532 17,873 X 17,873
TITANIUM METALS CORP COM NEW 888339207 477 18,888 X 18,888
TODCO COM 88889T107 509 14,722 X 14,722
TOLL BROTHERS INC COM 889478103 579 20,628 X 20,628
TORCHMARK CORP COM 891027104 6,697 106,114 X 106,114
TORO CO COM 891092108 1,094 25,949 X 25,949
TOTAL S A SPONSORED ADR 89151E109 818 12,400 X 12,400
TOTAL SYS SVCS INC COM 891906109 204 8,921 X 8,921
TRACTOR SUPPLY CO COM 892356106 413 8,550 X 8,550
TRANSATLANTIC HLDGS INC COM 893521104 285 4,716 X 4,716
TRIAD HOSPITALS INC COM 89579K109 3,805 86,417 X 86,417
TRIBUNE CO NEW COM 896047107 839 25,650 X 25,650
TRIMBLE NAVIGATION LTD COM 896239100 613 13,011 X 13,011
TRINITY INDS INC COM 896522109 590 18,354 X 18,354
TRIZEC PROPERTIES INC COM 89687P107 400 13,820 X 13,820
TYSON FOODS INC CL A 902494103 2,112 132,975 X 132,975
UAL CORP COM NEW 902549807 390 14,679 X 14,679
UGI CORP NEW COM 902681105 362 14,811 X 14,811
UST INC COM 902911106 9,577 174,665 X 174,665
US BANCORP DEL COM NEW 902973304 23,234 699,399 X 699,399
URS CORP NEW COM 903236107 291 7,472 X 7,472
U S G CORP COM NEW 903293405 669 14,216 X 14,216
U S AIRWAYS GROUP INC COM 90341W108 1,387 31,281 X 31,281
ULTRA PETROLEUM CORP COM 903914109 1,424 29,600 X 29,600
UNION PAC CORP COM 907818108 7,253 82,423 X 82,423
UNIONBANCAL CORP COM 908906100 458 7,524 X 7,524
UNISYS CORP COM 909214108 273 48,299 X 48,299
UNIT CORP COM 909218109 506 11,010 X 11,010
UNITED DOMINION REALTY TR IN COM 910197102 966 31,993 X 31,993
17
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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 PARCEL SERVICE INC CL B 911312106 15,662 217,705 X 217,705
UNITED RENTALS INC COM 911363109 212 9,098 X 9,098
UNITED STATES CELLULAR CORP COM 911684108 2,233 37,412 X 37,412
UNITED STATES STL CORP NEW COM 912909108 1,576 27,330 X 27,330
UNITED TECHNOLOGIES CORP COM 913017109 38,755 611,761 X 611,761
UNITEDHEALTH GROUP INC COM 91324P102 41,452 842,515 X 842,515
UNITRIN INC COM 913275103 295 6,674 X 6,674
UNIVERSAL HLTH SVCS INC CL B 913903100 447 7,459 X 7,459
UNIVISION COMMUNICATIONS INC CL A 914906102 2,822 82,174 X 82,174
UNUMPROVIDENT CORP COM 91529Y106 2,060 106,226 X 106,226
URBAN OUTFITTERS INC COM 917047102 485 27,348 X 27,348
VCA ANTECH INC COM 918194101 713 19,780 X 19,780
V F CORP COM 918204108 4,322 59,250 X 59,250
VALERO ENERGY CORP NEW COM 91913Y100 17,698 343,849 X 343,849
VALLEY NATL BANCORP COM 919794107 2,415 94,443 X 94,443
VALSPAR CORP COM 920355104 380 14,297 X 14,297
VARIAN MED SYS INC COM 92220P105 3,652 68,400 X 68,400
VECTREN CORP COM 92240G101 288 10,712 X 10,712
VENTAS INC COM 92276F100 796 20,650 X 20,650
VERIFONE HLDGS INC COM 92342Y109 1,406 49,245 X 49,245
VERISIGN INC COM 92343E102 1,150 56,928 X 56,928
VERIZON COMMUNICATIONS COM 92343V104 42,701 1,150,037 X 1,150,037
VERTEX PHARMACEUTICALS INC COM 92532F100 883 26,245 X 26,245
VIACOM INC NEW CL B 92553P201 6,859 184,469 X 184,469
VISHAY INTERTECHNOLOGY INC COM 928298108 381 27,154 X 27,154
VORNADO RLTY TR SH BEN INT 929042109 1,873 17,188 X 17,188
VULCAN MATLS CO COM 929160109 2,408 30,771 X 30,771
W & T OFFSHORE INC COM 92922P106 893 30,576 X 30,576
WPS RESOURCES CORP COM 92931B106 300 6,046 X 6,046
WACHOVIA CORP 2ND NEW COM 929903102 44,767 802,271 X 802,271
WAL MART STORES INC COM 931142103 56,328 1,142,089 X 1,142,089
WALGREEN CO COM 931422109 23,148 521,465 X 521,465
WALTER INDS INC COM 93317Q105 442 10,352 X 10,352
WARNER MUSIC GROUP CORP COM 934550104 2,795 107,713 X 107,713
WASHINGTON FED INC COM 938824109 275 12,272 X 12,272
WASHINGTON GROUP INTL INC COM NEW 938862208 236 4,010 X 4,010
WASHINGTON MUT INC COM 939322103 20,811 478,751 X 478,751
WASHINGTON POST CO CL B 939640108 2,429 3,296 X 3,296
WASTE MGMT INC DEL COM 94106L109 8,086 220,435 X 220,435
WATERS CORP COM 941848103 1,873 41,355 X 41,355
WATSON PHARMACEUTICALS INC COM 942683103 376 14,350 X 14,350
WATTS WATER TECHNOLOGIES INC CL A 942749102 788 24,800 X 24,800
WEBSTER FINL CORP CONN COM 947890109 350 7,425 X 7,425
WEIGHT WATCHERS INTL INC NEW COM 948626106 3,490 78,716 X 78,716
WEINGARTEN RLTY INVS SH BEN INT 948741103 569 13,225 X 13,225
WELLCARE HEALTH PLANS INC COM 94946T106 1,856 32,779 X 32,779
WELLPOINT INC COM 94973V107 26,299 341,323 X 341,323
WELLS FARGO & CO NEW COM 949746101 46,098 1,274,126 X 1,274,126
WENDYS INTL INC COM 950590109 5,705 85,156 X 85,156
WESCO INTL INC COM 95082P105 668 11,520 X 11,520
WEST CORP COM 952355105 344 7,129 X 7,129
WESTERN DIGITAL CORP COM 958102105 3,435 189,781 X 189,781
WESTLAKE CHEM CORP COM 960413102 464 14,509 X 14,509
WEYERHAEUSER CO COM 962166104 5,068 82,370 X 82,370
18
VERIZON INVESTMENT MANAGEMENT CORP.
FORM 13F - SOLE INSTR V. NONE AUTHORITY
September 30, 2006
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
---------------------------- -------------- --------- ------------- --------- -------------------- -------- -----------------------
INV. DISCRETION VOTING AUTHORITY SHARES
-------------------- -----------------------
(B)
PENSION FAIR SHARES OR SHARED (C) MANAGERS
CUSIP MARKET 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
---------------------------- -------------- --------- ------------- --------- ---- -------- ------ -------- ------ ------ ---------
WHIRLPOOL CORP COM 963320106 1,594 18,949 X 18,949
WHITNEY HLDG CORP COM 966612103 331 9,243 X 9,243
WHOLE FOODS MKT INC COM 966837106 1,983 33,372 X 33,372
WILEY JOHN & SONS INC CL A 968223206 379 10,534 X 10,534
WILLIAMS COS INC DEL COM 969457100 4,649 194,779 X 194,779
WILLIAMS SONOMA INC COM 969904101 742 22,898 X 22,898
WILMINGTON TRUST CORP COM 971807102 428 9,597 X 9,597
WINDSTREAM CORP COM 97381W104 1,221 92,543 X 92,543
WISCONSIN ENERGY CORP COM 976657106 1,599 37,055 X 37,055
WRIGLEY WM JR CO COM 982526105 2,576 55,934 X 55,934
WYETH COM 983024100 27,344 537,845 X 537,845
WYNDHAM WORLDWIDE CORP COM 98310W108 3,092 110,550 X 110,550
WYNN RESORTS LTD COM 983134107 2,946 43,310 X 43,310
XM SATELLITE RADIO HLDGS INC CL A 983759101 794 61,554 X 61,554
XTO ENERGY INC COM 98385X106 6,941 164,757 X 164,757
XCEL ENERGY INC COM 98389B100 1,745 84,493 X 84,493
XILINX INC COM 983919101 1,796 81,841 X 81,841
XEROX CORP COM 984121103 3,552 228,291 X 228,291
YRC WORLDWIDE INC COM 984249102 299 8,074 X 8,074
YAHOO INC COM 984332106 21,363 845,043 X 845,043
YUM BRANDS INC COM 988498101 5,569 106,990 X 106,990
ZEBRA TECHNOLOGIES CORP CL A 989207105 602 16,851 X 16,851
ZIMMER HLDGS INC COM 98956P102 3,990 59,116 X 59,116
ZIONS BANCORPORATION COM 989701107 1,192 14,930 X 14,930
---------
GRAND TOTAL 6,193,997
=========
19