0001047469-11-009415.txt : 20111114 0001047469-11-009415.hdr.sgml : 20111111 20111114070914 ACCESSION NUMBER: 0001047469-11-009415 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111197657 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 a2205852z13f-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: September 30, 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 November 7, 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: 391 -------------------- Form 13F Information Table Value Total: 566,074.00 -------------------- (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. Goldman Sachs Prime Brokerage Verizon Investment Management Corp. FORM 13F-SOLE INSTR V. NONE AUTHORITY 30-Sep-11

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 1,001 19,006 19,006 COVIDIEN PLC SHS G2554F113 344 7,792 7,792 HERBALIFE LTD COM USD SHS G4412G101 939 17,510 17,510 INGERSOLL-RAND PLC SHS G47791101 526 18,732 18,732 MAIDEN HOLDINGS LTD SHS G5753U112 288 39,000 39,000 WHITE MTNS INS GROUP LTD COM G9618E107 812 2,000 2,000 CNH GLOBAL N V SHS NEW N20935206 260 9,900 9,900 AFLAC INC COM 001055102 444 12,700 12,700 AOL INC COM 00184X105 272 22,700 22,700 AT&T INC COM 00206R102 5,077 178,000 178,000 ABBOTT LABS COM 002824100 4,856 94,958 94,958 ADOBE SYS INC COM 00724F101 692 28,644 28,644 ADVANCED MICRO DEVICES INC COM 007903107 92 18,103 18,103 AGILENT TECHNOLOGIES INC COM 00846U101 320 10,245 10,245 AIR PRODS & CHEMS INC COM 009158106 1,095 14,337 14,337 ALBEMARLE CORP COM 012653101 331 8,197 8,197 ALCOA INC COM 013817101 498 52,000 52,000 ALEXION PHARMACEUTICALS INC COM 015351109 347 5,415 5,415 ALLEGHANY CORP DEL COM 017175100 433 1,500 1,500 ALLERGAN INC COM 018490102 2,865 34,773 34,773 ALLSTATE CORP COM 020002101 320 13,500 13,500 ALTERA CORP COM 021441100 772 24,483 24,483 ALTRIA GROUP INC COM 02209S103 3,216 119,970 119,970 AMAZON COM INC COM 023135106 5,254 24,297 24,297 AMERICAN ELEC PWR INC COM 025537101 380 10,000 10,000 AMERICAN EXPRESS CO COM 025816109 2,614 58,212 58,212 AMERICAN TOWER CORP CL A 029912201 628 11,674 11,674 AMERISOURCEBERGEN CORP COM 03073E105 748 20,063 20,063 AMETEK INC NEW COM 031100100 690 20,932 20,932 AMGEN INC COM 031162100 2,418 44,000 44,000 AMPHENOL CORP NEW CL A 032095101 211 5,186 5,186 ANADARKO PETE CORP COM 032511107 1,370 21,725 21,725 ANALOG DEVICES INC COM 032654105 457 14,619 14,619 AON CORP COM 037389103 285 6,800 6,800 APACHE CORP COM 037411105 1,777 22,152 22,152 APPLE INC COM 037833100 21,783 57,125 57,125 APPLIED MATLS INC COM 038222105 2,788 269,244 269,244 ARCHER DANIELS MIDLAND CO COM 039483102 437 17,626 17,626 ARROW ELECTRS INC COM 042735100 388 13,977 13,977 ATMEL CORP COM 049513104 102 12,619 12,619 AUTOMATIC DATA PROCESSING IN COM 053015103 1,707 36,206 36,206 AUTOZONE INC COM 053332102 1,527 4,785 4,785 AVON PRODS INC COM 054303102 407 20,763 20,763 BB&T CORP COM 054937107 1,003 47,000 47,000 BMC SOFTWARE INC COM 055921100 876 22,708 22,708 BAIDU INC SPON ADR REP A 056752108 802 7,500 7,500 BAKER HUGHES INC COM 057224107 720 15,592 15,592 BALL CORP COM 058498106 417 13,445 13,445 BANK OF AMERICA CORPORATION COM 060505104 1,071 175,000 175,000 BANK HAWAII CORP COM 062540109 284 7,800 7,800 BANK OF NEW YORK MELLON CORP COM 064058100 506 27,200 27,200 BARD C R INC COM 067383109 221 2,521 2,521 BAXTER INTL INC COM 071813109 1,623 28,910 28,910 BECTON DICKINSON & CO COM 075887109 927 12,637 12,637 BED BATH & BEYOND INC COM 075896100 707 12,334 12,334 BERKLEY W R CORP COM 084423102 356 12,000 12,000 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,623 51,000 51,000 BEST BUY INC COM 086516101 396 17,000 17,000 BIOGEN IDEC INC COM 09062X103 663 7,114 7,114 BLACKROCK INC COM 09247X101 1,160 7,838 7,838 BOEING CO COM 097023105 2,649 43,774 43,774 BORGWARNER INC COM 099724106 710 11,722 11,722 BOSTON PROPERTIES INC COM 101121101 1,383 15,519 15,519 BRISTOL MYERS SQUIBB CO COM 110122108 1,961 62,500 62,500 BROADCOM CORP CL A 111320107 1,075 32,281 32,281 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 482 17,500 17,500 CBS CORP NEW CL B 124857202 908 44,551 44,551 CF INDS HLDGS INC COM 125269100 834 6,756 6,756 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 950 13,873 13,873 CME GROUP INC COM 12572Q105 1,725 7,000 7,000 CMS ENERGY CORP COM 125896100 297 15,000 15,000 CSX CORP COM 126408103 1,004 53,757 53,757 CVS CAREMARK CORPORATION COM 126650100 2,318 69,000 69,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 222 14,121 14,121 CALPINE CORP COM NEW 131347304 204 14,500 14,500 CAMERON INTERNATIONAL CORP COM 13342B105 717 17,264 17,264 CAPITAL ONE FINL CORP COM 14040H105 1,090 27,500 27,500 CARDINAL HEALTH INC COM 14149Y108 1,096 26,162 26,162 CAREFUSION CORP COM 14170T101 756 31,562 31,562 CARNIVAL CORP PAIRED CTF 143658300 1,151 38,000 38,000 CATERPILLAR INC DEL COM 149123101 2,863 38,778 38,778 CELANESE CORP DEL COM SER A 150870103 556 17,097 17,097 CELGENE CORP COM 151020104 3,258 52,622 52,622 CENTERPOINT ENERGY INC COM 15189T107 481 24,500 24,500 CENTURYLINK INC COM 156700106 576 17,400 17,400 CERNER CORP COM 156782104 2,479 36,183 36,183 CHESAPEAKE ENERGY CORP COM 165167107 567 22,200 22,200 CHEVRON CORP NEW COM 166764100 6,331 68,373 68,373 CHIPOTLE MEXICAN GRILL INC COM 169656105 277 915 915 CHUBB CORP COM 171232101 600 10,000 10,000 CISCO SYS INC COM 17275R102 1,938 125,000 125,000 CITIGROUP INC COM NEW 172967424 1,537 60,000 60,000 CITRIX SYS INC COM 177376100 792 14,533 14,533 CLIFFS NATURAL RESOURCES INC COM 18683K101 353 6,894 6,894 COACH INC COM 189754104 1,044 20,143 20,143 COCA COLA CO COM 191216100 8,658 128,151 128,151 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,502 23,956 23,956 COLGATE PALMOLIVE CO COM 194162103 1,151 12,981 12,981 COMCAST CORP NEW CL A 20030N101 2,246 107,384 107,384 CONCHO RES INC COM 20605P101 216 3,042 3,042 CONOCOPHILLIPS COM 20825C104 3,008 47,500 47,500 CONSOL ENERGY INC COM 20854P109 1,173 34,571 34,571 CONSOLIDATED EDISON INC COM 209115104 798 14,000 14,000 CONSTELLATION ENERGY GROUP I COM 210371100 259 6,800 6,800 CORN PRODS INTL INC COM 219023108 1,307 33,313 33,313 CORNING INC COM 219350105 667 54,000 54,000 COSTCO WHSL CORP NEW COM 22160K105 3,241 39,458 39,458 CROWN CASTLE INTL CORP COM 228227104 750 18,450 18,450 CROWN HOLDINGS INC COM 228368106 523 17,089 17,089 CULLEN FROST BANKERS INC COM 229899109 573 12,500 12,500 CUMMINS INC COM 231021106 896 10,976 10,976 CYPRESS SEMICONDUCTOR CORP COM 232806109 366 24,448 24,448 DPL INC COM 233293109 285 9,461 9,461 DTE ENERGY CO COM 233331107 662 13,500 13,500 DANAHER CORP DEL COM 235851102 1,727 41,166 41,166 DARDEN RESTAURANTS INC COM 237194105 492 11,514 11,514 DECKERS OUTDOOR CORP COM 243537107 711 7,637 7,637 DEERE & CO COM 244199105 1,419 21,976 21,976 DELL INC COM 24702R101 1,372 97,009 97,009 DELTA AIR LINES INC DEL COM NEW 247361702 112 14,970 14,970 DEVON ENERGY CORP NEW COM 25179M103 748 13,500 13,500 DISNEY WALT CO COM DISNEY 254687106 1,870 62,000 62,000 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 308 8,198 8,198 DISH NETWORK CORP CL A 25470M109 612 24,423 24,423 DISCOVER FINL SVCS COM 254709108 943 41,091 41,091 DIRECTV COM CL A 25490A101 2,333 55,199 55,199 DOLLAR TREE INC COM 256746108 271 3,600 3,600 DOMINION RES INC VA NEW COM 25746U109 1,396 27,500 27,500 DONALDSON INC COM 257651109 671 12,245 12,245 DOVER CORP COM 260003108 712 15,272 15,272 DOW CHEM CO COM 260543103 865 38,500 38,500 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,509 38,918 38,918 DU PONT E I DE NEMOURS & CO COM 263534109 2,212 55,338 55,338 DUKE ENERGY CORP NEW COM 26441C105 1,299 65,000 65,000 E M C CORP MASS COM 268648102 2,688 128,066 128,066 EOG RES INC COM 26875P101 1,392 19,601 19,601 EQT CORP COM 26884L109 256 4,792 4,792 EASTMAN CHEM CO COM 277432100 267 3,892 3,892 EATON CORP COM 278058102 543 15,307 15,307 EBAY INC COM 278642103 1,726 58,522 58,522 ECOLAB INC COM 278865100 572 11,693 11,693 EDWARDS LIFESCIENCES CORP COM 28176E108 241 3,378 3,378 EL PASO CORP COM 28336L109 1,421 81,302 81,302 EL PASO ELEC CO COM NEW 283677854 289 9,000 9,000 ELECTRONIC ARTS INC COM 285512109 507 24,787 24,787 EMERSON ELEC CO COM 291011104 2,153 52,127 52,127 ENERGIZER HLDGS INC COM 29266R108 332 5,000 5,000 EXELON CORP COM 30161N101 415 9,731 9,731 EXPEDIA INC DEL COM 30212P105 357 13,848 13,848 EXPEDITORS INTL WASH INC COM 302130109 862 21,251 21,251 EXPRESS SCRIPTS INC COM 302182100 1,579 42,605 42,605 EXXON MOBIL CORP COM 30231G102 18,884 260,008 260,008 FMC TECHNOLOGIES INC COM 30249U101 932 24,775 24,775 FASTENAL CO COM 311900104 289 8,681 8,681 FEDEX CORP COM 31428X106 388 5,738 5,738 FIDELITY NATIONAL FINANCIAL CL A 31620R105 326 21,500 21,500 FIRST SOLAR INC COM 336433107 357 5,653 5,653 FISERV INC COM 337738108 573 11,286 11,286 FIRSTENERGY CORP COM 337932107 449 10,000 10,000 FLUOR CORP NEW COM 343412102 541 11,630 11,630 FLOWSERVE CORP COM 34354P105 399 5,389 5,389 FOOT LOCKER INC COM 344849104 352 17,500 17,500 FORD MTR CO DEL COM PAR $0.01 345370860 1,155 119,434 119,434 FOREST LABS INC COM 345838106 406 13,200 13,200 FRANKLIN RES INC COM 354613101 1,412 14,765 14,765 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,930 63,387 63,387 GENERAL DYNAMICS CORP COM 369550108 540 9,500 9,500 GENERAL ELECTRIC CO COM 369604103 5,160 339,000 339,000 GENERAL MLS INC COM 370334104 1,411 36,670 36,670 GENERAL MTRS CO COM 37045V100 321 15,900 15,900 GILEAD SCIENCES INC COM 375558103 2,063 53,169 53,169 GOLDMAN SACHS GROUP INC COM 38141G104 1,106 11,700 11,700 GOODRICH CORP COM 382388106 964 7,991 7,991 GOOGLE INC CL A 38259P508 8,451 16,408 16,408 GRAFTECH INTL LTD COM 384313102 291 22,902 22,902 GRAINGER W W INC COM 384802104 251 1,676 1,676 GREAT PLAINS ENERGY INC COM 391164100 349 18,100 18,100 GREEN MTN COFFEE ROASTERS IN COM 393122106 336 3,617 3,617 GUESS INC COM 401617105 282 9,910 9,910 HCP INC COM 40414L109 463 13,200 13,200 HALLIBURTON CO COM 406216101 2,195 71,932 71,932 HARLEY DAVIDSON INC COM 412822108 826 24,054 24,054 HEINZ H J CO COM 423074103 809 16,033 16,033 HEWLETT PACKARD CO COM 428236103 1,378 61,400 61,400 HOME DEPOT INC COM 437076102 3,184 96,864 96,864 HONEYWELL INTL INC COM 438516106 2,313 52,666 52,666 HUMANA INC COM 444859102 727 10,000 10,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 336 5,827 5,827 IDEX CORP COM 45167R104 364 11,687 11,687 ILLINOIS TOOL WKS INC COM 452308109 1,425 34,263 34,263 INTEL CORP COM 458140100 2,539 119,000 119,000 INTEGRYS ENERGY GROUP INC COM 45822P105 331 6,800 6,800 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,439 12,165 12,165 INTERNATIONAL BUSINESS MACHS COM 459200101 13,491 77,151 77,151 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 515 9,167 9,167 INTL PAPER CO COM 460146103 275 11,828 11,828 INTUITIVE SURGICAL INC COM NEW 46120E602 1,915 5,256 5,256 INTUIT COM 461202103 1,134 23,906 23,906 ISHARES TR RUSSELL 1000 464287622 9,197 147,065 147,065 JPMORGAN CHASE & CO COM 46625H100 3,645 121,000 121,000 JOHNSON & JOHNSON COM 478160104 7,162 112,458 112,458 JOHNSON CTLS INC COM 478366107 645 24,453 24,453 JOY GLOBAL INC COM 481165108 411 6,584 6,584 JUNIPER NETWORKS INC COM 48203R104 271 15,691 15,691 KBR INC COM 48242W106 420 17,788 17,788 KELLOGG CO COM 487836108 360 6,771 6,771 KIMBERLY CLARK CORP COM 494368103 1,749 24,630 24,630 KOHLS CORP COM 500255104 1,229 25,031 25,031 KRAFT FOODS INC CL A 50075N104 1,998 59,500 59,500 KROGER CO COM 501044101 1,497 68,172 68,172 LABORATORY CORP AMER HLDGS COM NEW 50540R409 233 2,950 2,950 LAM RESEARCH CORP COM 512807108 432 11,362 11,362 LAS VEGAS SANDS CORP COM 517834107 1,018 26,544 26,544 LAUDER ESTEE COS INC CL A 518439104 292 3,322 3,322 LEUCADIA NATL CORP COM 527288104 431 19,000 19,000 LIBERTY GLOBAL INC COM SER A 530555101 261 7,220 7,220 LIFE TECHNOLOGIES CORP COM 53217V109 978 25,457 25,457 LILLY ELI & CO COM 532457108 2,069 55,958 55,958 LIMITED BRANDS INC COM 532716107 892 23,154 23,154 LOCKHEED MARTIN CORP COM 539830109 534 7,355 7,355 LOEWS CORP COM 540424108 1,296 37,500 37,500 LOWES COS INC COM 548661107 774 40,000 40,000 M & T BK CORP COM 55261F104 839 12,000 12,000 MACYS INC COM 55616P104 304 11,550 11,550 MARATHON OIL CORP COM 565849106 1,475 68,362 68,362 MARSH & MCLENNAN COS INC COM 571748102 478 18,000 18,000 MARRIOTT INTL INC NEW CL A 571903202 223 8,190 8,190 MASCO CORP COM 574599106 75 10,541 10,541 MASTERCARD INC CL A 57636Q104 2,587 8,156 8,156 MATTEL INC COM 577081102 1,219 47,100 47,100 MAXIM INTEGRATED PRODS INC COM 57772K101 203 8,693 8,693 MCDERMOTT INTL INC COM 580037109 138 12,844 12,844 MCDONALDS CORP COM 580135101 5,975 68,042 68,042 MCGRAW HILL COS INC COM 580645109 733 17,880 17,880 MCKESSON CORP COM 58155Q103 1,812 24,922 24,922 MEAD JOHNSON NUTRITION CO COM 582839106 764 11,099 11,099 MEDCO HEALTH SOLUTIONS INC COM 58405U102 552 11,770 11,770 MEDTRONIC INC COM 585055106 1,668 50,186 50,186 MERCK & CO INC NEW COM 58933Y105 2,786 85,200 85,200 METLIFE INC COM 59156R108 266 9,500 9,500 METROPCS COMMUNICATIONS INC COM 591708102 258 29,670 29,670 MICROSOFT CORP COM 594918104 11,176 449,013 449,013 MOHAWK INDS INC COM 608190104 322 7,500 7,500 MONSANTO CO NEW COM 61166W101 2,166 36,076 36,076 MONSTER WORLDWIDE INC COM 611742107 83 11,624 11,624 MORGAN STANLEY COM NEW 617446448 259 19,200 19,200 MOSAIC CO NEW COM 61945C103 642 13,111 13,111 MYLAN INC COM 628530107 199 11,706 11,706 NII HLDGS INC CL B NEW 62913F201 355 13,184 13,184 NVR INC COM 62944T105 483 800 800 NASDAQ OMX GROUP INC COM 631103108 693 29,946 29,946 NATIONAL FUEL GAS CO N J COM 636180101 285 5,855 5,855 NATIONAL OILWELL VARCO INC COM 637071101 615 12,000 12,000 NETAPP INC COM 64110D104 727 21,430 21,430 NETFLIX INC COM 64110L106 741 6,545 6,545 NEWMONT MINING CORP COM 651639106 1,083 17,200 17,200 NEWS CORP CL A 65248E104 1,415 91,400 91,400 NIKE INC CL B 654106103 1,326 15,508 15,508 NOBLE ENERGY INC COM 655044105 499 7,044 7,044 NORDSTROM INC COM 655664100 219 4,800 4,800 NORFOLK SOUTHERN CORP COM 655844108 873 14,300 14,300 NOVELLUS SYS INC COM 670008101 859 31,500 31,500 NSTAR COM 67019E107 627 14,000 14,000 NUCOR CORP COM 670346105 221 7,000 7,000 NVIDIA CORP COM 67066G104 221 17,672 17,672 OGE ENERGY CORP COM 670837103 478 10,000 10,000 O REILLY AUTOMOTIVE INC NEW COM 67103H107 270 4,059 4,059 OCCIDENTAL PETE CORP DEL COM 674599105 3,002 41,991 41,991 OCEANEERING INTL INC COM 675232102 735 20,796 20,796 OMNICOM GROUP INC COM 681919106 920 24,975 24,975 ON SEMICONDUCTOR CORP COM 682189105 94 13,099 13,099 ONEOK INC NEW COM 682680103 544 8,238 8,238 ORACLE CORP COM 68389X105 7,154 248,920 248,920 PG&E CORP COM 69331C108 360 8,500 8,500 PNC FINL SVCS GROUP INC COM 693475105 1,422 29,500 29,500 PNM RES INC COM 69349H107 246 15,000 15,000 PPG INDS INC COM 693506107 965 13,655 13,655 PACCAR INC COM 693718108 641 18,955 18,955 PARKER HANNIFIN CORP COM 701094104 755 11,967 11,967 PAYCHEX INC COM 704326107 410 15,547 15,547 PEABODY ENERGY CORP COM 704549104 270 7,967 7,967 PENNEY J C INC COM 708160106 335 12,500 12,500 PEPSICO INC COM 713448108 6,285 101,527 101,527 PERRIGO CO COM 714290103 237 2,444 2,444 PFIZER INC COM 717081103 4,243 240,000 240,000 PHILIP MORRIS INTL INC COM 718172109 7,166 114,873 114,873 PINNACLE WEST CAP CORP COM 723484101 386 9,000 9,000 POTASH CORP SASK INC COM 73755L107 666 15,400 15,400 PRAXAIR INC COM 74005P104 1,442 15,430 15,430 PRECISION CASTPARTS CORP COM 740189105 3,377 21,723 21,723 PRICE T ROWE GROUP INC COM 74144T108 365 7,646 7,646 PRICELINE COM INC COM NEW 741503403 1,600 3,560 3,560 PRINCIPAL FINL GROUP INC COM 74251V102 299 13,200 13,200 PROCTER & GAMBLE CO COM 742718109 6,350 100,505 100,505 PROGRESS ENERGY INC COM 743263105 512 9,900 9,900 PROGRESSIVE CORP OHIO COM 743315103 419 23,600 23,600 PRUDENTIAL FINL INC COM 744320102 1,022 21,800 21,800 PUBLIC STORAGE COM 74460D109 2,215 19,895 19,895 QEP RES INC COM 74733V100 327 12,083 12,083 QUALCOMM INC COM 747525103 6,037 124,142 124,142 QUEST DIAGNOSTICS INC COM 74834L100 210 4,254 4,254 RALPH LAUREN CORP CL A 751212101 240 1,849 1,849 RANGE RES CORP COM 75281A109 1,586 27,131 27,131 RAYONIER INC COM 754907103 546 14,832 14,832 RAYTHEON CO COM NEW 755111507 715 17,500 17,500 RED HAT INC COM 756577102 240 5,682 5,682 REPUBLIC SVCS INC COM 760759100 296 10,542 10,542 ROCKWELL AUTOMATION INC COM 773903109 910 16,247 16,247 ROCKWELL COLLINS INC COM 774341101 809 15,335 15,335 ROSS STORES INC COM 778296103 272 3,458 3,458 SLM CORP COM 78442P106 654 52,500 52,500 ST JUDE MED INC COM 790849103 350 9,680 9,680 SALESFORCE COM INC COM 79466L302 1,136 9,941 9,941 SANDISK CORP COM 80004C101 1,150 28,500 28,500 SANDRIDGE ENERGY INC COM 80007P307 67 12,060 12,060 SARA LEE CORP COM 803111103 234 14,294 14,294 SCHEIN HENRY INC COM 806407102 300 4,837 4,837 SCHLUMBERGER LTD COM 806857108 5,074 84,941 84,941 SCHWAB CHARLES CORP NEW COM 808513105 546 48,478 48,478 SEMPRA ENERGY COM 816851109 247 4,800 4,800 SIGMA ALDRICH CORP COM 826552101 778 12,585 12,585 SIMON PPTY GROUP INC NEW COM 828806109 2,096 19,054 19,054 SIRIUS XM RADIO INC COM 82967N108 176 116,433 116,433 SOTHEBYS COM 835898107 276 10,000 10,000 SOUTHERN CO COM 842587107 1,335 31,500 31,500 SOUTHWESTERN ENERGY CO COM 845467109 446 13,377 13,377 SPECTRA ENERGY CORP COM 847560109 601 24,500 24,500 SPRINT NEXTEL CORP COM SER 1 852061100 454 149,500 149,500 STARBUCKS CORP COM 855244109 2,221 59,562 59,562 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 708 18,241 18,241 STATE STR CORP COM 857477103 868 27,000 27,000 STERICYCLE INC COM 858912108 204 2,527 2,527 STRYKER CORP COM 863667101 435 9,227 9,227 SUNTRUST BKS INC COM 867914103 673 37,500 37,500 SYMANTEC CORP COM 871503108 760 46,638 46,638 SYSCO CORP COM 871829107 445 17,174 17,174 TJX COS INC NEW COM 872540109 1,443 26,017 26,017 TARGET CORP COM 87612E106 1,524 31,076 31,076 TECH DATA CORP COM 878237106 367 8,500 8,500 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 507 53,200 53,200 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 1,177 44,485 44,485 TERADATA CORP DEL COM 88076W103 748 13,970 13,970 TERADYNE INC COM 880770102 429 39,000 39,000 TESORO CORP COM 881609101 370 19,000 19,000 TEXAS INSTRS INC COM 882508104 1,514 56,803 56,803 THERMO FISHER SCIENTIFIC INC COM 883556102 1,190 23,500 23,500 THOMAS & BETTS CORP COM 884315102 354 8,874 8,874 3M CO COM 88579Y101 3,221 44,868 44,868 TIFFANY & CO NEW COM 886547108 229 3,759 3,759 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,002 42,534 42,534 TIME WARNER INC COM NEW 887317303 1,049 35,000 35,000 TIME WARNER CABLE INC COM 88732J207 878 14,003 14,003 TOLL BROTHERS INC COM 889478103 209 14,500 14,500 TORCHMARK CORP COM 891027104 884 25,350 25,350 TOWERS WATSON & CO CL A 891894107 768 12,848 12,848 TRAVELERS COMPANIES INC COM 89417E109 975 20,000 20,000 US BANCORP DEL COM NEW 902973304 1,577 67,000 67,000 UNION PAC CORP COM 907818108 1,662 20,352 20,352 UNITED CONTL HLDGS INC COM 910047109 374 19,315 19,315 UNITED PARCEL SERVICE INC CL B 911312106 2,092 33,128 33,128 UNITED STATES CELLULAR CORP COM 911684108 321 8,100 8,100 UNITED TECHNOLOGIES CORP COM 913017109 4,171 59,287 59,287 UNITEDHEALTH GROUP INC COM 91324P102 2,873 62,300 62,300 UNUM GROUP COM 91529Y106 650 31,000 31,000 VALEANT PHARMACEUTICALS INTL COM 91911K102 490 13,200 13,200 VALERO ENERGY CORP NEW COM 91913Y100 244 13,733 13,733 VARIAN MED SYS INC COM 92220P105 1,166 22,348 22,348 VENTAS INC COM 92276F100 224 4,528 4,528 VERIZON COMMUNICATIONS INC COM 92343V104 48,964 1,330,548 1,330,548 VERTEX PHARMACEUTICALS INC COM 92532F100 239 5,366 5,366 VIACOM INC NEW CL B 92553P201 1,500 38,722 38,722 VIRGIN MEDIA INC COM 92769L101 483 19,839 19,839 VISA INC COM CL A 92826C839 1,626 18,972 18,972 VMWARE INC CL A COM 928563402 1,326 16,494 16,494 VORNADO RLTY TR SH BEN INT 929042109 470 6,297 6,297 WAL MART STORES INC COM 931142103 4,370 84,195 84,195 WALGREEN CO COM 931422109 2,711 82,437 82,437 WASTE CONNECTIONS INC COM 941053100 522 15,428 15,428 WASTE MGMT INC DEL COM 94106L109 456 14,000 14,000 WATERS CORP COM 941848103 204 2,697 2,697 WATSON PHARMACEUTICALS INC COM 942683103 240 3,512 3,512 WELLPOINT INC COM 94973V107 947 14,500 14,500 WELLS FARGO & CO NEW COM 949746101 3,501 145,136 145,136 WESTERN DIGITAL CORP COM 958102105 225 8,759 8,759 WESTERN UN CO COM 959802109 723 47,308 47,308 WHOLE FOODS MKT INC COM 966837106 297 4,551 4,551 WISCONSIN ENERGY CORP COM 976657106 391 12,500 12,500 WYNN RESORTS LTD COM 983134107 890 7,738 7,738 XILINX INC COM 983919101 215 7,818 7,818 YAHOO INC COM 984332106 223 16,900 16,900 YUM BRANDS INC COM 988498101 1,674 33,903 33,903 TOTAL 566,074