0001047469-11-004996.txt : 20110512 0001047469-11-004996.hdr.sgml : 20110512 20110512093212 ACCESSION NUMBER: 0001047469-11-004996 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110512 DATE AS OF CHANGE: 20110512 EFFECTIVENESS DATE: 20110512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VERIZON COMMUNICATIONS INC CENTRAL INDEX KEY: 0000732712 STANDARD INDUSTRIAL CLASSIFICATION: TELEPHONE COMMUNICATIONS (NO RADIO TELEPHONE) [4813] IRS NUMBER: 232259884 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04063 FILM NUMBER: 11834013 BUSINESS ADDRESS: STREET 1: 140 WEST STREET STREET 2: 29TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 BUSINESS PHONE: 212-395-1000 MAIL ADDRESS: STREET 1: 140 WEST STREET STREET 2: 29TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10007 FORMER COMPANY: FORMER CONFORMED NAME: BELL ATLANTIC CORP DATE OF NAME CHANGE: 19920703 13F-HR 1 a2202793z13f-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: March 31, 2011 ----------------------- 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: 28-04063 --------------------- 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 May 9, 2011 ------------------------------- ------------------------- ------------- [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).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 -------------------- Form 13F Information Table Entry Total: 514 -------------------- Form 13F Information Table Value Total: 901,106.00 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 28- Goldman Sachs Prime Brokerage ------ ----------------- --------------------------------- Verizon Investment Management Corp. FORM 13F-SOLE INSTR V. NONE AUTHORITY 31-Mar-10

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------- -------------- --------- ----------- ------------------- ---------- --------- ---------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------- -------------- --------- ----------- ---------- --- ---- ---------- --------- -------- -------- ---------- ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,176 39,579 39,579 COOPER INDUSTRIES PLC SHS G24140108 1,172 18,064 18,064 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 312 6,392 6,392 HERBALIFE LTD COM USD SHS G4412G101 1,510 18,556 18,556 INGERSOLL-RAND PLC SHS G47791101 448 9,270 9,270 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 740 47,591 47,591 NABORS INDUSTRIES LTD SHS G6359F103 241 7,949 7,949 SEAGATE TECHNOLOGY PLC SHS G7945M107 205 14,217 14,217 SINA CORP ORD G81477104 203 1,900 1,900 WHITE MTNS INS GROUP LTD COM G9618E107 508 1,395 1,395 ACE LTD SHS H0023R105 872 13,483 13,483 ALCON INC COM SHS H01301102 463 2,799 2,799 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 272 12,054 12,054 GARMIN LTD SHS H2906T109 279 8,241 8,241 TYCO INTERNATIONAL LTD SHS H89128104 518 11,578 11,578 AFLAC INC COM 001055102 2,570 48,689 48,689 AT&T INC COM 00206R102 7,413 242,187 242,187 ABBOTT LABS COM 002824100 6,424 130,962 130,962 ABERCROMBIE & FITCH CO CL A 002896207 202 3,434 3,434 ACTIVISION BLIZZARD INC COM 00507V109 179 16,358 16,358 ADOBE SYS INC COM 00724F101 1,839 55,444 55,444 ADVANCE AUTO PARTS INC COM 00751Y106 233 3,549 3,549 AEROPOSTALE COM 007865108 389 15,996 15,996 AETNA INC NEW COM 00817Y108 887 23,698 23,698 AFFILIATED MANAGERS GROUP COM 008252108 221 2,017 2,017 AGILENT TECHNOLOGIES INC COM 00846U101 973 21,722 21,722 AIR PRODS & CHEMS INC COM 009158106 1,667 18,481 18,481 AIRGAS INC COM 009363102 389 5,859 5,859 AKAMAI TECHNOLOGIES INC COM 00971T101 279 7,349 7,349 ALBEMARLE CORP COM 012653101 369 6,173 6,173 ALBERTO CULVER CO NEW COM 013078100 323 8,660 8,660 ALCOA INC COM 013817101 810 45,869 45,869 ALEXION PHARMACEUTICALS INC COM 015351109 357 3,621 3,621 ALLEGHENY TECHNOLOGIES INC COM 01741R102 879 12,983 12,983 ALLERGAN INC COM 018490102 2,804 39,476 39,476 ALLSTATE CORP COM 020002101 755 23,772 23,772 ALPHA NATURAL RESOURCES INC COM 02076X102 395 6,660 6,660 ALTERA CORP COM 021441100 537 12,190 12,190 ALTRIA GROUP INC COM 02209S103 2,876 110,497 110,497 AMAZON COM INC COM 023135106 5,804 32,223 32,223 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 199 12,537 12,537 AMERICAN ELEC PWR INC COM 025537101 575 16,366 16,366 AMERICAN EXPRESS CO COM 025816109 5,398 119,417 119,417 AMERICAN TOWER CORP CL A 029912201 844 16,285 16,285 AMERISOURCEBERGEN CORP COM 03073E105 1,793 45,329 45,329 AMETEK INC NEW COM 031100100 1,093 24,919 24,919 AMGEN INC COM 031162100 2,963 55,430 55,430 AMPHENOL CORP NEW CL A 032095101 381 7,011 7,011 ANADARKO PETE CORP COM 032511107 1,181 14,416 14,416 ANALOG DEVICES INC COM 032654105 1,215 30,849 30,849 ANNALY CAP MGMT INC COM 035710409 587 33,664 33,664 AON CORP COM 037389103 901 17,021 17,021 APACHE CORP COM 037411105 2,247 17,162 17,162 APOLLO GROUP INC CL A 037604105 565 13,556 13,556 APPLE INC COM 037833100 29,479 84,585 84,585 APPLIED MATLS INC COM 038222105 1,488 95,271 95,271 ARCHER DANIELS MIDLAND CO COM 039483102 1,156 32,089 32,089 ASHLAND INC NEW COM 044209104 669 11,591 11,591 ATMEL CORP COM 049513104 227 16,675 16,675 AUTODESK INC COM 052769106 549 12,445 12,445 AUTOLIV INC COM 052800109 409 5,508 5,508 AUTOMATIC DATA PROCESSING IN COM 053015103 2,237 43,601 43,601 AUTOZONE INC COM 053332102 1,072 3,918 3,918 AVALONBAY CMNTYS INC COM 053484101 390 3,244 3,244 AVON PRODS INC COM 054303102 1,084 40,100 40,100 BB&T CORP COM 054937107 919 33,481 33,481 BMC SOFTWARE INC COM 055921100 770 15,471 15,471 BABCOCK & WILCOX CO NEW COM 05615F102 397 11,885 11,885 BAKER HUGHES INC COM 057224107 938 12,774 12,774 BALL CORP COM 058498106 466 12,987 12,987 BANK OF AMERICA CORPORATION COM 060505104 4,495 337,244 337,244 BANK HAWAII CORP COM 062540109 761 15,921 15,921 BANK OF NEW YORK MELLON CORP COM 064058100 1,977 66,187 66,187 BARD C R INC COM 067383109 806 8,113 8,113 BAXTER INTL INC COM 071813109 2,986 55,531 55,531 BECKMAN COULTER INC COM 075811109 694 8,356 8,356 BECTON DICKINSON & CO COM 075887109 1,958 24,591 24,591 BED BATH & BEYOND INC COM 075896100 918 19,014 19,014 BEMIS INC COM 081437105 260 7,910 7,910 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,886 70,383 70,383 BEST BUY INC COM 086516101 1,187 41,332 41,332 BIOGEN IDEC INC COM 09062X103 1,410 19,186 19,186 BLACKROCK INC COM 09247X101 827 4,113 4,113 BOEING CO COM 097023105 4,790 64,797 64,797 BORGWARNER INC COM 099724106 566 7,098 7,098 BOSTON PROPERTIES INC COM 101121101 802 8,459 8,459 BOSTON SCIENTIFIC CORP COM 101137107 289 40,225 40,225 BRISTOL MYERS SQUIBB CO COM 110122108 1,854 70,154 70,154 BROADCOM CORP CL A 111320107 2,594 65,876 65,876 BROOKFIELD PPTYS CORP COM 112900105 306 17,277 17,277 BROWN FORMAN CORP CL B 115637209 221 3,230 3,230 BUCYRUS INTL INC NEW COM 118759109 278 3,036 3,036 CBS CORP NEW CL B 124857202 746 29,779 29,779 CB RICHARD ELLIS GROUP INC CL A 12497T101 459 17,193 17,193 CF INDS HLDGS INC COM 125269100 638 4,663 4,663 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,449 19,547 19,547 CIGNA CORP COM 125509109 494 11,164 11,164 CIT GROUP INC COM NEW 125581801 325 7,640 7,640 CME GROUP INC COM 12572Q105 1,082 3,588 3,588 CMS ENERGY CORP COM 125896100 207 10,542 10,542 CSX CORP COM 126408103 1,455 18,506 18,506 CVS CAREMARK CORPORATION COM 126650100 2,788 81,222 81,222 CA INC COM 12673P105 310 12,834 12,834 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 338 9,767 9,767 CADENCE DESIGN SYSTEM INC COM 127387108 108 11,035 11,035 CALPINE CORP COM NEW 131347304 223 14,030 14,030 CAMERON INTERNATIONAL CORP COM 13342B105 1,542 27,007 27,007 CAMPBELL SOUP CO COM 134429109 283 8,558 8,558 CAPITAL ONE FINL CORP COM 14040H105 1,330 25,595 25,595 CARDINAL HEALTH INC COM 14149Y108 451 10,961 10,961 CARMAX INC COM 143130102 290 9,033 9,033 CARNIVAL CORP PAIRED CTF 143658300 253 6,602 6,602 CARPENTER TECHNOLOGY CORP COM 144285103 365 8,539 8,539 CATERPILLAR INC DEL COM 149123101 6,408 57,552 57,552 CELANESE CORP DEL COM SER A 150870103 607 13,681 13,681 CELGENE CORP COM 151020104 3,043 52,856 52,856 CENTURYLINK INC COM 156700106 587 14,125 14,125 CERNER CORP COM 156782104 1,779 15,998 15,998 CHESAPEAKE ENERGY CORP COM 165167107 1,216 36,262 36,262 CHEVRON CORP NEW COM 166764100 9,787 91,047 91,047 CHICOS FAS INC COM 168615102 282 18,965 18,965 CHIPOTLE MEXICAN GRILL INC COM 169656105 347 1,273 1,273 CHURCH & DWIGHT INC COM 171340102 510 6,428 6,428 CIMAREX ENERGY CO COM 171798101 676 5,868 5,868 CISCO SYS INC COM 17275R102 8,963 522,595 522,595 CITIGROUP INC COM 172967101 2,304 521,271 521,271 CITRIX SYS INC COM 177376100 552 7,521 7,521 CLIFFS NATURAL RESOURCES INC COM 18683K101 903 9,189 9,189 CLOROX CO DEL COM 189054109 675 9,635 9,635 COACH INC COM 189754104 1,799 34,575 34,575 COCA COLA CO COM 191216100 12,260 184,812 184,812 COCA COLA ENTERPRISES INC NE COM 19122T109 372 13,639 13,639 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,515 30,892 30,892 COLGATE PALMOLIVE CO COM 194162103 3,584 44,382 44,382 COMCAST CORP NEW CL A 20030N101 2,826 114,317 114,317 CONCHO RES INC COM 20605P101 440 4,101 4,101 CONOCOPHILLIPS COM 20825C104 7,360 92,160 92,160 CONSOL ENERGY INC COM 20854P109 908 16,939 16,939 CONSOLIDATED EDISON INC COM 209115104 769 15,157 15,157 CORN PRODS INTL INC COM 219023108 991 19,124 19,124 CORNING INC COM 219350105 1,477 71,595 71,595 COSTCO WHSL CORP NEW COM 22160K105 3,322 45,312 45,312 CRANE CO COM 224399105 272 5,623 5,623 CREE INC COM 225447101 201 4,347 4,347 CROWN CASTLE INTL CORP COM 228227104 889 20,901 20,901 CROWN HOLDINGS INC COM 228368106 252 6,533 6,533 CULLEN FROST BANKERS INC COM 229899109 321 5,442 5,442 CUMMINS INC COM 231021106 2,497 22,781 22,781 CYTEC INDS INC COM 232820100 207 3,811 3,811 DPL INC COM 233293109 259 9,461 9,461 DTE ENERGY CO COM 233331107 796 16,264 16,264 DANAHER CORP DEL COM 235851102 2,834 54,598 54,598 DARDEN RESTAURANTS INC COM 237194105 688 13,998 13,998 DAVITA INC COM 23918K108 335 3,921 3,921 DEERE & CO COM 244199105 4,292 44,300 44,300 DELL INC COM 24702R101 2,172 149,710 149,710 DELTA AIR LINES INC DEL COM NEW 247361702 313 31,934 31,934 DENDREON CORP COM 24823Q107 218 5,834 5,834 DENTSPLY INTL INC NEW COM 249030107 219 5,914 5,914 DEVON ENERGY CORP NEW COM 25179M103 2,430 26,480 26,480 DIAMOND OFFSHORE DRILLING IN COM 25271C102 236 3,032 3,032 DISNEY WALT CO COM DISNEY 254687106 4,412 102,379 102,379 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 500 12,529 12,529 DISH NETWORK CORP CL A 25470M109 318 13,063 13,063 DIRECTV COM CL A 25490A101 3,137 67,035 67,035 DOLBY LABORATORIES INC COM 25659T107 525 10,672 10,672 DOLLAR TREE INC COM 256746108 591 10,644 10,644 DOMINION RES INC VA NEW COM 25746U109 1,403 31,386 31,386 DONALDSON INC COM 257651109 1,016 16,576 16,576 DOVER CORP COM 260003108 1,039 15,800 15,800 DOW CHEM CO COM 260543103 2,188 57,973 57,973 DR PEPPER SNAPPLE GROUP INC COM 26138E109 845 22,731 22,731 DRESSER-RAND GROUP INC COM 261608103 275 5,123 5,123 DU PONT E I DE NEMOURS & CO COM 263534109 3,363 61,179 61,179 DUKE ENERGY CORP NEW COM 26441C105 1,163 64,099 64,099 DUN & BRADSTREET CORP DEL NE COM 26483E100 232 2,890 2,890 E M C CORP MASS COM 268648102 4,558 171,605 171,605 EOG RES INC COM 26875P101 3,793 32,009 32,009 EQT CORP COM 26884L109 602 12,068 12,068 EASTMAN CHEM CO COM 277432100 730 7,346 7,346 EATON CORP COM 278058102 950 17,138 17,138 EATON VANCE CORP COM NON VTG 278265103 269 8,355 8,355 EBAY INC COM 278642103 3,065 98,738 98,738 ECOLAB INC COM 278865100 1,002 19,636 19,636 EDISON INTL COM 281020107 332 9,070 9,070 EDWARDS LIFESCIENCES CORP COM 28176E108 399 4,583 4,583 EL PASO CORP COM 28336L109 380 21,137 21,137 ELECTRONIC ARTS INC COM 285512109 774 39,625 39,625 EMERSON ELEC CO COM 291011104 4,022 68,827 68,827 ENTERGY CORP NEW COM 29364G103 1,031 15,335 15,335 EXELON CORP COM 30161N101 905 21,941 21,941 EXPEDITORS INTL WASH INC COM 302130109 981 19,565 19,565 EXPRESS SCRIPTS INC COM 302182100 4,156 74,728 74,728 EXXON MOBIL CORP COM 30231G102 37,887 450,340 450,340 FLIR SYS INC COM 302445101 215 6,199 6,199 FMC TECHNOLOGIES INC COM 30249U101 958 10,144 10,144 FAMILY DLR STORES INC COM 307000109 1,367 26,642 26,642 FASTENAL CO COM 311900104 490 7,562 7,562 FEDERATED INVS INC PA CL B 314211103 378 14,136 14,136 FEDEX CORP COM 31428X106 2,676 28,606 28,606 F5 NETWORKS INC COM 315616102 333 3,242 3,242 FIFTH THIRD BANCORP COM 316773100 687 49,492 49,492 FIRST SOLAR INC COM 336433107 584 3,629 3,629 FISERV INC COM 337738108 745 11,876 11,876 FIRSTENERGY CORP COM 337932107 463 12,492 12,492 FLUOR CORP NEW COM 343412102 879 11,929 11,929 FLOWSERVE CORP COM 34354P105 1,061 8,236 8,236 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 294 5,008 5,008 FORD MTR CO DEL COM PAR $0.01 345370860 4,574 306,799 306,799 FOREST LABS INC COM 345838106 543 16,798 16,798 FRANKLIN RES INC COM 354613101 2,441 19,514 19,514 FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,357 78,429 78,429 FRONTIER COMMUNICATIONS CORP COM 35906A108 358 43,501 43,501 GAMESTOP CORP NEW CL A 36467W109 437 19,393 19,393 GAP INC DEL COM 364760108 1,263 55,751 55,751 GENERAL DYNAMICS CORP COM 369550108 2,154 28,133 28,133 GENERAL ELECTRIC CO COM 369604103 10,902 543,760 543,760 GENERAL GROWTH PPTYS INC NEW COM 370023103 277 17,917 17,917 GENERAL MLS INC COM 370334104 2,433 66,554 66,554 GENZYME CORP COM 372917104 987 12,954 12,954 GILEAD SCIENCES INC COM 375558103 3,672 86,460 86,460 GLOBAL PMTS INC COM 37940X102 501 10,242 10,242 GOLDMAN SACHS GROUP INC COM 38141G104 3,783 23,853 23,853 GOODRICH CORP COM 382388106 847 9,903 9,903 GOODYEAR TIRE & RUBR CO COM 382550101 219 14,648 14,648 GOOGLE INC CL A 38259P508 13,081 22,294 22,294 GRAINGER W W INC COM 384802104 326 2,369 2,369 GREAT PLAINS ENERGY INC COM 391164100 349 17,433 17,433 GREEN MTN COFFEE ROASTERS IN COM 393122106 290 4,484 4,484 GREIF INC CL A 397624107 325 4,971 4,971 HCP INC COM 40414L109 1,098 28,944 28,944 HALLIBURTON CO COM 406216101 4,500 90,293 90,293 HANSEN NAT CORP COM 411310105 467 7,759 7,759 HARLEY DAVIDSON INC COM 412822108 1,014 23,856 23,856 HARRIS CORP DEL COM 413875105 260 5,234 5,234 HARTFORD FINL SVCS GROUP INC COM 416515104 276 10,232 10,232 HASBRO INC COM 418056107 846 18,065 18,065 HEALTH MGMT ASSOC INC NEW CL A 421933102 110 10,105 10,105 HEINZ H J CO COM 423074103 1,189 24,360 24,360 HERSHEY CO COM 427866108 749 13,781 13,781 HESS CORP COM 42809H107 1,009 11,843 11,843 HEWLETT PACKARD CO COM 428236103 8,986 219,341 219,341 HOLOGIC INC COM 436440101 203 9,147 9,147 HOME DEPOT INC COM 437076102 5,830 157,308 157,308 HONEYWELL INTL INC COM 438516106 3,924 65,719 65,719 HOSPIRA INC COM 441060100 370 6,701 6,701 HUMAN GENOME SCIENCES INC COM 444903108 355 12,945 12,945 ITT CORP NEW COM 450911102 632 10,527 10,527 IDEX CORP COM 45167R104 271 6,205 6,205 IDEXX LABS INC COM 45168D104 497 6,431 6,431 ILLINOIS TOOL WKS INC COM 452308109 2,196 40,886 40,886 ILLUMINA INC COM 452327109 345 4,929 4,929 INTEGRATED DEVICE TECHNOLOGY COM 458118106 187 25,311 25,311 INTEL CORP COM 458140100 8,994 445,711 445,711 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,088 8,806 8,806 INTERNATIONAL BUSINESS MACHS COM 459200101 18,879 115,775 115,775 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 973 15,610 15,610 INTERNATIONAL GAME TECHNOLOG COM 459902102 340 20,941 20,941 INTL PAPER CO COM 460146103 1,203 39,863 39,863 INTERPUBLIC GROUP COS INC COM 460690100 249 19,808 19,808 INTUITIVE SURGICAL INC COM NEW 46120E602 528 1,583 1,583 INTUIT COM 461202103 962 18,110 18,110 IRON MTN INC COM 462846106 231 7,403 7,403 ISHARES TR RUSSELL1000VAL 464287598 1,356 19,740 19,740 ISHARES TR RUSSELL1000GRW 464287614 1,436 23,743 23,743 ISHARES TR RUSSELL 1000 464287622 4,213 57,034 57,034 JPMORGAN CHASE & CO COM 46625H100 7,796 169,113 169,113 JACOBS ENGR GROUP INC DEL COM 469814107 445 8,655 8,655 JOHNSON & JOHNSON COM 478160104 8,409 141,923 141,923 JOHNSON CTLS INC COM 478366107 2,402 57,794 57,794 JOY GLOBAL INC COM 481165108 1,387 14,033 14,033 JUNIPER NETWORKS INC COM 48203R104 895 21,263 21,263 KBR INC COM 48242W106 817 21,639 21,639 KELLOGG CO COM 487836108 502 9,304 9,304 KIMBERLY CLARK CORP COM 494368103 1,988 30,454 30,454 KIMCO RLTY CORP COM 49446R109 283 15,449 15,449 KOHLS CORP COM 500255104 982 18,512 18,512 KRAFT FOODS INC CL A 50075N104 1,705 54,371 54,371 KROGER CO COM 501044101 724 30,221 30,221 LSI CORPORATION COM 502161102 258 37,935 37,935 L-3 COMMUNICATIONS HLDGS INC COM 502424104 213 2,721 2,721 LABORATORY CORP AMER HLDGS COM NEW 50540R409 388 4,213 4,213 LAM RESEARCH CORP COM 512807108 290 5,113 5,113 LAS VEGAS SANDS CORP COM 517834107 1,329 31,489 31,489 LAUDER ESTEE COS INC CL A 518439104 430 4,459 4,459 LEUCADIA NATL CORP COM 527288104 614 16,348 16,348 LEVEL 3 COMMUNICATIONS INC COM 52729N100 91 61,913 61,913 LIFE TECHNOLOGIES CORP COM 53217V109 986 18,810 18,810 LILLY ELI & CO COM 532457108 2,026 57,593 57,593 LIMITED BRANDS INC COM 532716107 844 25,659 25,659 LINCOLN NATL CORP IND COM 534187109 440 14,648 14,648 LINEAR TECHNOLOGY CORP COM 535678106 304 9,036 9,036 LOCKHEED MARTIN CORP COM 539830109 2,438 30,326 30,326 LOEWS CORP COM 540424108 1,334 30,954 30,954 LOWES COS INC COM 548661107 3,031 114,681 114,681 LUBRIZOL CORP COM 549271104 980 7,315 7,315 M & T BK CORP COM 55261F104 1,053 11,904 11,904 MDU RES GROUP INC COM 552690109 371 16,160 16,160 MACYS INC COM 55616P104 637 26,269 26,269 MAGNA INTL INC COM 559222401 234 4,884 4,884 MANPOWER INC COM 56418H100 917 14,589 14,589 MARATHON OIL CORP COM 565849106 3,297 61,845 61,845 MARSH & MCLENNAN COS INC COM 571748102 602 20,194 20,194 MARRIOTT INTL INC NEW CL A 571903202 694 19,501 19,501 MASSEY ENERGY COMPANY COM 576206106 465 6,803 6,803 MASTERCARD INC CL A 57636Q104 2,131 8,465 8,465 MATTEL INC COM 577081102 1,554 62,332 62,332 MAXIM INTEGRATED PRODS INC COM 57772K101 469 18,312 18,312 MCDERMOTT INTL INC COM 580037109 581 22,886 22,886 MCDONALDS CORP COM 580135101 7,527 98,924 98,924 MCGRAW HILL COS INC COM 580645109 1,625 41,251 41,251 MCKESSON CORP COM 58155Q103 1,156 14,623 14,623 MEADWESTVACO CORP COM 583334107 239 7,894 7,894 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,933 34,425 34,425 MEDTRONIC INC COM 585055106 4,129 104,925 104,925 MERCK & CO INC NEW COM 58933Y105 4,475 135,554 135,554 METLIFE INC COM 59156R108 1,507 33,691 33,691 METTLER TOLEDO INTERNATIONAL COM 592688105 234 1,359 1,359 MICROSOFT CORP COM 594918104 15,402 606,601 606,601 MICROCHIP TECHNOLOGY INC COM 595017104 283 7,445 7,445 MONSANTO CO NEW COM 61166W101 3,639 50,353 50,353 MONSTER WORLDWIDE INC COM 611742107 476 29,949 29,949 MOODYS CORP COM 615369105 664 19,577 19,577 MORGAN STANLEY COM NEW 617446448 1,987 72,740 72,740 MOSAIC CO COM 61945A107 1,087 13,802 13,802 MOTOROLA SOLUTIONS INC COM NEW 620076307 681 15,249 15,249 MOTOROLA MOBILITY HLDGS INC COM 620097105 326 13,343 13,343 MURPHY OIL CORP COM 626717102 459 6,249 6,249 MYLAN INC COM 628530107 336 14,823 14,823 NCR CORP NEW COM 62886E108 518 27,488 27,488 NII HLDGS INC CL B NEW 62913F201 419 10,066 10,066 NVR INC COM 62944T105 1,146 1,516 1,516 NYSE EURONEXT COM 629491101 467 13,289 13,289 NALCO HOLDING COMPANY COM 62985Q101 230 8,430 8,430 NATIONAL OILWELL VARCO INC COM 637071101 1,088 13,721 13,721 NATIONAL SEMICONDUCTOR CORP COM 637640103 263 18,345 18,345 NATIONWIDE HEALTH PPTYS INC COM 638620104 227 5,340 5,340 NAVISTAR INTL CORP NEW COM 63934E108 869 12,540 12,540 NETAPP INC COM 64110D104 2,261 46,958 46,958 NETFLIX INC COM 64110L106 384 1,614 1,614 NEWMONT MINING CORP COM 651639106 2,261 41,427 41,427 NEWS CORP CL A 65248E104 2,239 127,382 127,382 NEXTERA ENERGY INC COM 65339F101 691 12,541 12,541 NIKE INC CL B 654106103 2,529 33,409 33,409 NOBLE ENERGY INC COM 655044105 1,140 11,791 11,791 NORDSTROM INC COM 655664100 418 9,319 9,319 NORFOLK SOUTHERN CORP COM 655844108 1,119 16,149 16,149 NORTHERN TR CORP COM 665859104 1,018 20,054 20,054 NORTHROP GRUMMAN CORP COM 666807102 328 5,233 5,233 NOVELLUS SYS INC COM 670008101 612 16,476 16,476 NSTAR COM 67019E107 515 11,133 11,133 NUCOR CORP COM 670346105 1,169 25,394 25,394 NVIDIA CORP COM 67066G104 829 44,907 44,907 OGE ENERGY CORP COM 670837103 342 6,758 6,758 O REILLY AUTOMOTIVE INC NEW COM 67103H107 321 5,586 5,586 OCCIDENTAL PETE CORP DEL COM 674599105 5,577 53,374 53,374 OCEANEERING INTL INC COM 675232102 1,002 11,206 11,206 OMNICOM GROUP INC COM 681919106 2,311 47,099 47,099 ON SEMICONDUCTOR CORP COM 682189105 171 17,358 17,358 ONEOK INC NEW COM 682680103 790 11,816 11,816 ORACLE CORP COM 68389X105 10,881 325,469 325,469 OXFORD INDS INC COM 691497309 256 7,501 7,501 PG&E CORP COM 69331C108 797 18,032 18,032 PMC-SIERRA INC COM 69344F106 88 11,691 11,691 PNC FINL SVCS GROUP INC COM 693475105 980 15,562 15,562 PPG INDS INC COM 693506107 1,022 10,732 10,732 PPL CORP COM 69351T106 313 12,372 12,372 PACCAR INC COM 693718108 1,489 28,438 28,438 PALL CORP COM 696429307 272 4,727 4,727 PARKER HANNIFIN CORP COM 701094104 1,136 11,994 11,994 PAYCHEX INC COM 704326107 1,181 37,615 37,615 PEABODY ENERGY CORP COM 704549104 860 11,953 11,953 PENNEY J C INC COM 708160106 237 6,597 6,597 PEPSICO INC COM 713448108 7,528 116,881 116,881 PERRIGO CO COM 714290103 260 3,269 3,269 PETROHAWK ENERGY CORP COM 716495106 397 16,165 16,165 PFIZER INC COM 717081103 6,674 328,600 328,600 PHILIP MORRIS INTL INC COM 718172109 11,438 174,284 174,284 PINNACLE WEST CAP CORP COM 723484101 243 5,677 5,677 PIONEER NAT RES CO COM 723787107 331 3,244 3,244 POLO RALPH LAUREN CORP CL A 731572103 280 2,262 2,262 PRAXAIR INC COM 74005P104 2,655 26,130 26,130 PRECISION CASTPARTS CORP COM 740189105 3,532 24,000 24,000 PRICE T ROWE GROUP INC COM 74144T108 1,265 19,042 19,042 PRICELINE COM INC COM NEW 741503403 1,656 3,270 3,270 PRINCIPAL FINL GROUP INC COM 74251V102 643 20,039 20,039 PROCTER & GAMBLE CO COM 742718109 7,830 127,115 127,115 PROGRESS ENERGY INC COM 743263105 368 7,971 7,971 PROGRESSIVE CORP OHIO COM 743315103 937 44,330 44,330 PROTECTIVE LIFE CORP COM 743674103 266 10,002 10,002 PRUDENTIAL FINL INC COM 744320102 1,946 31,598 31,598 PUBLIC SVC ENTERPRISE GROUP COM 744573106 376 11,922 11,922 PUBLIC STORAGE COM 74460D109 3,441 31,024 31,024 QEP RES INC COM 74733V100 317 7,809 7,809 QUALCOMM INC COM 747525103 8,654 157,842 157,842 QUEST DIAGNOSTICS INC COM 74834L100 285 4,929 4,929 QWEST COMMUNICATIONS INTL IN COM 749121109 126 18,385 18,385 RANGE RES CORP COM 75281A109 605 10,352 10,352 RAYONIER INC COM 754907103 302 4,853 4,853 RAYTHEON CO COM NEW 755111507 423 8,313 8,313 RED HAT INC COM 756577102 592 13,053 13,053 REGENERON PHARMACEUTICALS COM 75886F107 213 4,746 4,746 RELIANCE STEEL & ALUMINUM CO COM 759509102 536 9,275 9,275 REPUBLIC SVCS INC COM 760759100 733 24,399 24,399 ROCKWELL AUTOMATION INC COM 773903109 1,480 15,632 15,632 ROCKWELL COLLINS INC COM 774341101 1,274 19,649 19,649 ROPER INDS INC NEW COM 776696106 636 7,355 7,355 ROSS STORES INC COM 778296103 351 4,941 4,941 ROVI CORP COM 779376102 482 8,987 8,987 SBA COMMUNICATIONS CORP COM 78388J106 294 7,399 7,399 SAIC INC COM 78390X101 508 29,998 29,998 SEI INVESTMENTS CO COM 784117103 295 12,344 12,344 SLM CORP COM 78442P106 872 57,022 57,022 SXC HEALTH SOLUTIONS CORP COM 78505P100 272 4,967 4,967 ST JUDE MED INC COM 790849103 1,214 23,674 23,674 SALESFORCE COM INC COM 79466L302 3,067 22,957 22,957 SANDISK CORP COM 80004C101 703 15,247 15,247 SARA LEE CORP COM 803111103 627 35,463 35,463 SCHEIN HENRY INC COM 806407102 748 10,657 10,657 SCHLUMBERGER LTD COM 806857108 9,834 105,451 105,451 SCHWAB CHARLES CORP NEW COM 808513105 1,551 85,996 85,996 SCOTTS MIRACLE GRO CO CL A 810186106 372 6,429 6,429 SEALED AIR CORP NEW COM 81211K100 204 7,666 7,666 SEARS HLDGS CORP COM 812350106 773 9,348 9,348 SEMPRA ENERGY COM 816851109 643 12,014 12,014 SHERWIN WILLIAMS CO COM 824348106 373 4,443 4,443 SIGMA ALDRICH CORP COM 826552101 598 9,399 9,399 SIMON PPTY GROUP INC NEW COM 828806109 2,890 26,972 26,972 SIRIUS XM RADIO INC COM 82967N108 259 157,203 157,203 SKYWORKS SOLUTIONS INC COM 83088M102 232 7,149 7,149 SONOCO PRODS CO COM 835495102 202 5,564 5,564 SOUTHERN CO COM 842587107 1,384 36,313 36,313 SOUTHERN COPPER CORP COM 84265V105 788 19,574 19,574 SOUTHWEST AIRLS CO COM 844741108 211 16,672 16,672 SOUTHWESTERN ENERGY CO COM 845467109 1,257 29,248 29,248 SPECTRA ENERGY CORP COM 847560109 1,253 46,089 46,089 SPRINT NEXTEL CORP COM SER 1 852061100 577 124,345 124,345 STANLEY BLACK & DECKER INC COM 854502101 214 2,791 2,791 STAPLES INC COM 855030102 953 49,062 49,062 STARBUCKS CORP COM 855244109 3,704 100,255 100,255 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,113 19,145 19,145 STATE STR CORP COM 857477103 879 19,560 19,560 STERICYCLE INC COM 858912108 303 3,417 3,417 STRYKER CORP COM 863667101 1,098 18,067 18,067 SUNTRUST BKS INC COM 867914103 546 18,924 18,924 SYMANTEC CORP COM 871503108 1,260 67,939 67,939 SYSCO CORP COM 871829107 663 23,928 23,928 TD AMERITRADE HLDG CORP COM 87236Y108 531 25,467 25,467 TJX COS INC NEW COM 872540109 2,483 49,927 49,927 TARGET CORP COM 87612E106 3,668 73,336 73,336 TECH DATA CORP COM 878237106 222 4,360 4,360 TELEPHONE & DATA SYS INC COM 879433100 267 7,909 7,909 TELLABS INC COM 879664100 131 24,916 24,916 TENET HEALTHCARE CORP COM 88033G100 105 14,107 14,107 TERADATA CORP DEL COM 88076W103 488 9,628 9,628 TEXAS INSTRS INC COM 882508104 4,600 133,112 133,112 TEXTRON INC COM 883203101 347 12,663 12,663 THERMO FISHER SCIENTIFIC INC COM 883556102 1,149 20,677 20,677 THOMAS & BETTS CORP COM 884315102 520 8,737 8,737 3M CO COM 88579Y101 6,350 67,911 67,911 TIFFANY & CO NEW COM 886547108 314 5,107 5,107 TIME WARNER INC COM NEW 887317303 2,219 62,157 62,157 TIME WARNER CABLE INC COM 88732J207 373 5,233 5,233 TORCHMARK CORP COM 891027104 244 3,663 3,663 TORO CO COM 891092108 308 4,655 4,655 TRAVELERS COMPANIES INC COM 89417E109 2,824 47,472 47,472 TRIMBLE NAVIGATION LTD COM 896239100 248 4,913 4,913 TUPPERWARE BRANDS CORP COM 899896104 329 5,518 5,518 US BANCORP DEL COM NEW 902973304 2,383 90,177 90,177 URS CORP NEW COM 903236107 444 9,638 9,638 ULTRA PETROLEUM CORP COM 903914109 507 10,295 10,295 UNION PAC CORP COM 907818108 2,328 23,674 23,674 UNITED CONTL HLDGS INC COM 910047109 253 11,021 11,021 UNITED PARCEL SERVICE INC CL B 911312106 5,021 67,555 67,555 UNITED STATES CELLULAR CORP COM 911684108 276 5,353 5,353 UNITED STATES STL CORP NEW COM 912909108 451 8,361 8,361 UNITED TECHNOLOGIES CORP COM 913017109 6,267 74,039 74,039 UNITEDHEALTH GROUP INC COM 91324P102 3,343 73,971 73,971 UNUM GROUP COM 91529Y106 765 29,154 29,154 VALEANT PHARMACEUTICALS INTL COM 91911K102 387 7,765 7,765 VALERO ENERGY CORP NEW COM 91913Y100 895 30,025 30,025 VALSPAR CORP COM 920355104 228 5,827 5,827 VARIAN MED SYS INC COM 92220P105 886 13,104 13,104 VERISIGN INC COM 92343E102 252 6,958 6,958 VERIZON COMMUNICATIONS INC COM 92343V104 51,279 1,330,548 1,330,548 VERTEX PHARMACEUTICALS INC COM 92532F100 662 13,806 13,806 VIACOM INC NEW CL B 92553P201 1,137 24,435 24,435 VIRGIN MEDIA INC COM 92769L101 242 8,721 8,721 VISA INC COM CL A 92826C839 3,066 41,645 41,645 VMWARE INC CL A COM 928563402 243 2,982 2,982 VORNADO RLTY TR SH BEN INT 929042109 549 6,273 6,273 WADDELL & REED FINL INC CL A 930059100 562 13,849 13,849 WAL MART STORES INC COM 931142103 8,388 161,162 161,162 WALGREEN CO COM 931422109 3,655 91,058 91,058 WALTER ENERGY INC COM 93317Q105 230 1,701 1,701 WASTE MGMT INC DEL COM 94106L109 682 18,265 18,265 WATERS CORP COM 941848103 605 6,958 6,958 WELLPOINT INC COM 94973V107 2,493 35,726 35,726 WELLS FARGO & CO NEW COM 949746101 6,372 200,933 200,933 WESCO INTL INC COM 95082P105 255 4,082 4,082 WESTAR ENERGY INC COM 95709T100 276 10,465 10,465 WESTERN DIGITAL CORP COM 958102105 813 21,815 21,815 WESTERN UN CO COM 959802109 1,245 59,937 59,937 WHIRLPOOL CORP COM 963320106 272 3,190 3,190 WHOLE FOODS MKT INC COM 966837106 374 5,676 5,676 WILLIAMS COS INC DEL COM 969457100 303 9,732 9,732 WISCONSIN ENERGY CORP COM 976657106 526 17,240 17,240 WYNN RESORTS LTD COM 983134107 2,013 15,829 15,829 XCEL ENERGY INC COM 98389B100 279 11,687 11,687 XILINX INC COM 983919101 343 10,457 10,457 XEROX CORP COM 984121103 278 26,106 26,106 YAHOO INC COM 984332106 1,259 75,460 75,460 YUM BRANDS INC COM 988498101 2,421 47,115 47,115 ZIMMER HLDGS INC COM 98956P102 565 9,326 9,326 Total 901,106