0001047469-12-000963.txt : 20120214 0001047469-12-000963.hdr.sgml : 20120214 20120214104723 ACCESSION NUMBER: 0001047469-12-000963 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12603942 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 a2206802z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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: 028-04063 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting manager: Name: David L. Beik ---------------------------------- Title: Chief Operating Officer ---------------------------------- Phone: 908 559-5890 ---------------------------------- Signature, Place, and Date of Signing: /s/ David L. Beik Basking Ridge, New Jersey February 10, 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).) Form 13F SUMMARY PAGE Report summary: Number of Other Included Managers: 1 ---------- Form 13F Information Table Entry Total: 402 ---------- Form 13F Information Table Value Total: 621,157.00 ---------- (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 31-DEC-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 990 18,606 18,606 COVIDIEN PLC SHS G2554F113 343 7,629 7,629 HERBALIFE LTD COM USD SHS G4412G101 901 17,436 17,436 INGERSOLL-RAND PLC SHS G47791101 553 18,134 18,134 MAIDEN HOLDINGS LTD SHS G5753U112 342 39,000 39,000 WHITE MTNS INS GROUP LTD COM G9618E107 907 2,000 2,000 CNH GLOBAL N V SHS NEW N20935206 356 9,900 9,900 AFLAC INC COM 001055102 549 12,700 12,700 AOL INC COM 00184X105 343 22,700 22,700 AT&T INC COM 00206R102 5,383 178,000 178,000 ABBOTT LABS COM 002824100 5,289 94,059 94,059 ADOBE SYS INC COM 00724F101 801 28,338 28,338 ADVANCED MICRO DEVICES INC COM 007903107 96 17,713 17,713 AGILENT TECHNOLOGIES INC COM 00846U101 350 10,029 10,029 AIR PRODS & CHEMS INC COM 009158106 1,210 14,206 14,206 ALBEMARLE CORP COM 012653101 419 8,142 8,142 ALCOA INC COM 013817101 450 52,000 52,000 ALEXION PHARMACEUTICALS INC COM 015351109 379 5,298 5,298 ALLEGHANY CORP DEL COM 017175100 428 1,500 1,500 ALLERGAN INC COM 018490102 3,034 34,583 34,583 ALLSTATE CORP COM 020002101 370 13,500 13,500 ALTERA CORP COM 021441100 901 24,286 24,286 ALTRIA GROUP INC COM 02209S103 3,528 119,004 119,004 AMAZON COM INC COM 023135106 4,167 24,074 24,074 AMERICAN ELEC PWR INC COM 025537101 413 10,000 10,000 AMERICAN EXPRESS CO COM 025816109 2,727 57,818 57,818 AMERICAN TOWER CORP CL A 029912201 686 11,430 11,430 AMERISOURCEBERGEN CORP COM 03073E105 723 19,445 19,445 AMETEK INC NEW COM 031100100 877 20,834 20,834 AMGEN INC COM 031162100 2,825 44,000 44,000 AMPHENOL CORP NEW CL A 032095101 217 4,776 4,776 ANADARKO PETE CORP COM 032511107 1,655 21,679 21,679 ANALOG DEVICES INC COM 032654105 516 14,435 14,435 AON CORP COM 037389103 318 6,800 6,800 APACHE CORP COM 037411105 2,000 22,082 22,082 APPLE INC COM 037833100 22,903 56,550 56,550 APPLIED MATLS INC COM 038222105 2,883 269,194 269,194 ARCHER DANIELS MIDLAND CO COM 039483102 504 17,626 17,626 ARROW ELECTRS INC COM 042735100 523 13,972 13,972 ASHLAND INC NEW COM 044209104 247 4,325 4,325 ATMEL CORP COM 049513104 100 12,340 12,340 AUTODESK INC COM 052769106 201 6,622 6,622 AUTOMATIC DATA PROCESSING IN COM 053015103 1,939 35,901 35,901 AUTOZONE INC COM 053332102 1,537 4,729 4,729 AVON PRODS INC COM 054303102 358 20,497 20,497 BB&T CORP COM 054937107 1,183 47,000 47,000 BMC SOFTWARE INC COM 055921100 741 22,597 22,597 BAIDU INC SPON ADR REP A 056752108 874 7,500 7,500 BAKER HUGHES INC COM 057224107 753 15,485 15,485 BALL CORP COM 058498106 476 13,340 13,340 BANK OF AMERICA CORPORATION COM 060505104 973 175,000 175,000 BANK HAWAII CORP COM 062540109 347 7,800 7,800 BANK OF NEW YORK MELLON CORP COM 064058100 542 27,200 27,200 BARD C R INC COM 067383109 211 2,468 2,468 BAXTER INTL INC COM 071813109 1,415 28,593 28,593 BECTON DICKINSON & CO COM 075887109 934 12,504 12,504 BED BATH & BEYOND INC COM 075896100 706 12,179 12,179 BERKLEY W R CORP COM 084423102 413 12,000 12,000 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,891 51,000 51,000 BEST BUY INC COM 086516101 397 17,000 17,000 BIOGEN IDEC INC COM 09062X103 766 6,963 6,963 BLACKROCK INC COM 09247X101 1,378 7,729 7,729 BOEING CO COM 097023105 3,181 43,371 43,371 BORGWARNER INC COM 099724106 743 11,656 11,656 BOSTON PROPERTIES INC COM 101121101 1,538 15,445 15,445 BRISTOL MYERS SQUIBB CO COM 110122108 2,203 62,500 62,500 BROADCOM CORP CL A 111320107 938 31,949 31,949 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 481 17,500 17,500 BROWN FORMAN CORP CL B 115637209 203 2,520 2,520 CBS CORP NEW CL A 124857103 248 8,963 8,963 CBS CORP NEW CL B 124857202 1,207 44,487 44,487 CF INDS HLDGS INC COM 125269100 953 6,573 6,573 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 961 13,771 13,771 CME GROUP INC COM 12572Q105 1,706 7,000 7,000 CMS ENERGY CORP COM 125896100 331 15,000 15,000 CSX CORP COM 126408103 1,118 53,079 53,079 CVS CAREMARK CORPORATION COM 126650100 2,814 69,000 69,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 199 13,987 13,987 CABOT OIL & GAS CORP COM 127097103 229 3,011 3,011 CALPINE CORP COM NEW 131347304 237 14,500 14,500 CAMERON INTERNATIONAL CORP COM 13342B105 844 17,152 17,152 CAPITAL ONE FINL CORP COM 14040H105 1,163 27,500 27,500 CARDINAL HEALTH INC COM 14149Y108 1,058 26,052 26,052 CAREFUSION CORP COM 14170T101 801 31,515 31,515 CARNIVAL CORP PAIRED CTF 143658300 1,240 38,000 38,000 CATERPILLAR INC DEL COM 149123101 3,477 38,379 38,379 CELANESE CORP DEL COM SER A 150870103 753 17,002 17,002 CELGENE CORP COM 151020104 3,538 52,337 52,337 CENTERPOINT ENERGY INC COM 15189T107 492 24,500 24,500 CENTURYLINK INC COM 156700106 647 17,400 17,400 CERNER CORP COM 156782104 2,211 36,096 36,096 CHESAPEAKE ENERGY CORP COM 165167107 495 22,200 22,200 CHEVRON CORP NEW COM 166764100 7,267 68,302 68,302 CHIPOTLE MEXICAN GRILL INC COM 169656105 305 903 903 CHUBB CORP COM 171232101 692 10,000 10,000 CISCO SYS INC COM 17275R102 2,260 125,000 125,000 CITIGROUP INC COM NEW 172967424 1,579 60,000 60,000 CITRIX SYS INC COM 177376100 875 14,418 14,418 CLIFFS NATURAL RESOURCES INC COM 18683K101 443 7,108 7,108 COACH INC COM 189754104 1,218 19,961 19,961 COCA COLA CO COM 191216100 8,882 126,934 126,934 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,529 23,768 23,768 COLGATE PALMOLIVE CO COM 194162103 1,174 12,708 12,708 COMCAST CORP NEW CL A 20030N101 2,529 106,652 106,652 CONCHO RES INC COM 20605P101 279 2,979 2,979 CONOCOPHILLIPS COM 20825C104 3,461 47,500 47,500 CONSOL ENERGY INC COM 20854P109 1,264 34,431 34,431 CONSOLIDATED EDISON INC COM 209115104 868 14,000 14,000 CONSTELLATION ENERGY GROUP I COM 210371100 270 6,800 6,800 CORN PRODS INTL INC COM 219023108 1,750 33,277 33,277 CORNING INC COM 219350105 701 54,000 54,000 COSTCO WHSL CORP NEW COM 22160K105 3,265 39,189 39,189 CROWN CASTLE INTL CORP COM 228227104 818 18,270 18,270 CROWN HOLDINGS INC COM 228368106 571 16,994 16,994 CULLEN FROST BANKERS INC COM 229899109 661 12,500 12,500 CUMBERLAND PHARMACEUTICALS I COM 230770109 112 20,827 20,827 CUMMINS INC COM 231021106 955 10,855 10,855 CYPRESS SEMICONDUCTOR CORP COM 232806109 404 23,946 23,946 DTE ENERGY CO COM 233331107 735 13,500 13,500 DANAHER CORP DEL COM 235851102 1,920 40,826 40,826 DARDEN RESTAURANTS INC COM 237194105 521 11,432 11,432 DAVITA INC COM 23918K108 209 2,752 2,752 DECKERS OUTDOOR CORP COM 243537107 576 7,622 7,622 DEERE & CO COM 244199105 1,680 21,718 21,718 DELL INC COM 24702R101 1,408 96,261 96,261 DELTA AIR LINES INC DEL COM NEW 247361702 119 14,650 14,650 DEVON ENERGY CORP NEW COM 25179M103 837 13,500 13,500 DISNEY WALT CO COM DISNEY 254687106 2,325 62,000 62,000 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 312 7,616 7,616 DISH NETWORK CORP CL A 25470M109 693 24,331 24,331 DISCOVER FINL SVCS COM 254709108 985 41,056 41,056 DIRECTV COM CL A 25490A101 2,263 52,934 52,934 DOLLAR TREE INC COM 256746108 293 3,524 3,524 DOMINION RES INC VA NEW COM 25746U109 1,460 27,500 27,500 DONALDSON INC COM 257651109 831 12,199 12,199 DOVER CORP COM 260003108 881 15,183 15,183 DOW CHEM CO COM 260543103 1,107 38,500 38,500 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,531 38,779 38,779 DU PONT E I DE NEMOURS & CO COM 263534109 2,507 54,763 54,763 DUKE ENERGY CORP NEW COM 26441C105 1,430 65,000 65,000 E M C CORP MASS COM 268648102 2,731 126,795 126,795 EOG RES INC COM 26875P101 1,915 19,436 19,436 EQT CORP COM 26884L109 261 4,771 4,771 EASTMAN CHEM CO COM 277432100 301 7,697 7,697 EATON CORP COM 278058102 663 15,227 15,227 EBAY INC COM 278642103 1,763 58,135 58,135 ECOLAB INC COM 278865100 781 13,512 13,512 EDWARDS LIFESCIENCES CORP COM 28176E108 234 3,305 3,305 EL PASO CORP COM 28336L109 2,148 80,852 80,852 EL PASO ELEC CO COM NEW 283677854 312 9,000 9,000 ELECTRONIC ARTS INC COM 285512109 506 24,581 24,581 EMERSON ELEC CO COM 291011104 2,407 51,662 51,662 ENERGIZER HLDGS INC COM 29266R108 387 5,000 5,000 EXELON CORP COM 30161N101 422 9,731 9,731 EXPEDITORS INTL WASH INC COM 302130109 865 21,120 21,120 EXPRESS SCRIPTS INC COM 302182100 1,837 41,103 41,103 EXXON MOBIL CORP COM 30231G102 21,848 257,767 257,767 FMC TECHNOLOGIES INC COM 30249U101 1,286 24,626 24,626 FAMILY DLR STORES INC COM 307000109 203 3,524 3,524 FASTENAL CO COM 311900104 371 8,497 8,497 FEDEX CORP COM 31428X106 479 5,731 5,731 F5 NETWORKS INC COM 315616102 248 2,337 2,337 FIDELITY NATIONAL FINANCIAL CL A 31620R105 342 21,500 21,500 FISERV INC COM 337738108 659 11,215 11,215 FIRSTENERGY CORP COM 337932107 443 10,000 10,000 FLUOR CORP NEW COM 343412102 579 11,522 11,522 FLOWSERVE CORP COM 34354P105 532 5,357 5,357 FOOT LOCKER INC COM 344849104 417 17,500 17,500 FORD MTR CO DEL COM PAR $0.01 345370860 1,271 118,138 118,138 FOREST LABS INC COM 345838106 399 13,200 13,200 FRANKLIN RES INC COM 354613101 1,410 14,675 14,675 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,310 62,800 62,800 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 551 8,100 8,100 GENERAL DYNAMICS CORP COM 369550108 631 9,500 9,500 GENERAL ELECTRIC CO COM 369604103 6,071 339,000 339,000 GENERAL MLS INC COM 370334104 1,470 36,372 36,372 GENERAL MTRS CO COM 37045V100 322 15,900 15,900 GILEAD SCIENCES INC COM 375558103 2,156 52,681 52,681 GOLDMAN SACHS GROUP INC COM 38141G104 1,058 11,700 11,700 GOODRICH CORP COM 382388106 986 7,968 7,968 GOOGLE INC CL A 38259P508 10,498 16,253 16,253 GRAFTECH INTL LTD COM 384313102 313 22,897 22,897 GRAINGER W W INC COM 384802104 307 1,641 1,641 GREAT PLAINS ENERGY INC COM 391164100 394 18,100 18,100 GUESS INC COM 401617105 294 9,867 9,867 HCP INC COM 40414L109 547 13,200 13,200 HALLIBURTON CO COM 406216101 2,463 71,369 71,369 HARLEY DAVIDSON INC COM 412822108 929 23,909 23,909 HEINZ H J CO COM 423074103 860 15,916 15,916 HERSHEY CO COM 427866108 202 3,267 3,267 HEWLETT PACKARD CO COM 428236103 1,582 61,400 61,400 HOME DEPOT INC COM 437076102 4,047 96,270 96,270 HONEYWELL INTL INC COM 438516106 2,836 52,180 52,180 HUMANA INC COM 444859102 876 10,000 10,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 328 5,773 5,773 IDEX CORP COM 45167R104 432 11,640 11,640 ILLINOIS TOOL WKS INC COM 452308109 1,588 34,006 34,006 INTEL CORP COM 458140100 2,886 119,000 119,000 INTEGRYS ENERGY GROUP INC COM 45822P105 368 6,800 6,800 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,461 12,119 12,119 INTERNATIONAL BUSINESS MACHS COM 459200101 14,049 76,404 76,404 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 478 9,116 9,116 INTL PAPER CO COM 460146103 348 11,771 11,771 INTUITIVE SURGICAL INC COM NEW 46120E602 2,426 5,240 5,240 INTUIT COM 461202103 1,247 23,720 23,720 ISHARES TR RUSSELL1000GRW 464287614 1,164 20,139 20,139 ISHARES TR RUSSELL 1000 464287622 6,256 90,178 90,178 JPMORGAN CHASE & CO COM 46625H100 4,023 121,000 121,000 JOHNSON & JOHNSON COM 478160104 7,353 112,115 112,115 JOHNSON CTLS INC COM 478366107 761 24,347 24,347 JOY GLOBAL INC COM 481165108 489 6,520 6,520 JUNIPER NETWORKS INC COM 48203R104 314 15,362 15,362 KBR INC COM 48242W106 496 17,786 17,786 KELLOGG CO COM 487836108 335 6,629 6,629 KIMBERLY CLARK CORP COM 494368103 1,796 24,418 24,418 KOHLS CORP COM 500255104 1,183 23,979 23,979 KRAFT FOODS INC CL A 50075N104 2,223 59,500 59,500 KROGER CO COM 501044101 1,626 67,138 67,138 LABORATORY CORP AMER HLDGS COM NEW 50540R409 248 2,888 2,888 LAM RESEARCH CORP COM 512807108 418 11,288 11,288 LAS VEGAS SANDS CORP COM 517834107 1,124 26,302 26,302 LAUDER ESTEE COS INC CL A 518439104 365 3,252 3,252 LEUCADIA NATL CORP COM 527288104 432 19,000 19,000 LIBERTY GLOBAL INC COM SER A 530555101 328 7,988 7,988 LIFE TECHNOLOGIES CORP COM 53217V109 990 25,451 25,451 LILLY ELI & CO COM 532457108 2,317 55,751 55,751 LIMITED BRANDS INC COM 532716107 908 22,503 22,503 LOCKHEED MARTIN CORP COM 539830109 539 6,667 6,667 LOEWS CORP COM 540424108 1,412 37,500 37,500 LOWES COS INC COM 548661107 1,015 40,000 40,000 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 1,553 55,608 55,608 M & T BK CORP COM 55261F104 916 12,000 12,000 MACYS INC COM 55616P104 371 11,522 11,522 MAGNUM HUNTER RES CORP DEL COM 55973B102 166 30,781 30,781 MARATHON OIL CORP COM 565849106 2,001 68,362 68,362 MARSH & MCLENNAN COS INC COM 571748102 569 18,000 18,000 MARRIOTT INTL INC NEW CL A 571903202 218 7,475 7,475 MASCO CORP COM 574599106 108 10,319 10,319 MASTERCARD INC CL A 57636Q104 3,016 8,091 8,091 MATTEL INC COM 577081102 1,303 46,942 46,942 MAXIM INTEGRATED PRODS INC COM 57772K101 222 8,512 8,512 MCDERMOTT INTL INC COM 580037109 146 12,714 12,714 MCDONALDS CORP COM 580135101 6,762 67,401 67,401 MCGRAW HILL COS INC COM 580645109 797 17,727 17,727 MCKESSON CORP COM 58155Q103 1,930 24,766 24,766 MEAD JOHNSON NUTRITION CO COM 582839106 762 11,085 11,085 MEDCO HEALTH SOLUTIONS INC COM 58405U102 644 11,521 11,521 MEDTRONIC INC COM 585055106 1,898 49,615 49,615 MERCK & CO INC NEW COM 58933Y105 3,212 85,200 85,200 METLIFE INC COM 59156R108 296 9,500 9,500 METROPCS COMMUNICATIONS INC COM 591708102 256 29,502 29,502 MICROSOFT CORP COM 594918104 11,496 442,854 442,854 MICROCHIP TECHNOLOGY INC COM 595017104 201 5,489 5,489 MOHAWK INDS INC COM 608190104 449 7,500 7,500 MONSANTO CO NEW COM 61166W101 2,505 35,746 35,746 MONSTER WORLDWIDE INC COM 611742107 92 11,624 11,624 MORGAN STANLEY COM NEW 617446448 290 19,200 19,200 MOSAIC CO NEW COM 61945C103 653 12,940 12,940 MYLAN INC COM 628530107 246 11,456 11,456 NII HLDGS INC CL B NEW 62913F201 279 13,092 13,092 NVR INC COM 62944T105 549 800 800 NASDAQ OMX GROUP INC COM 631103108 734 29,938 29,938 NATIONAL FUEL GAS CO N J COM 636180101 325 5,850 5,850 NATIONAL OILWELL VARCO INC COM 637071101 816 12,000 12,000 NETAPP INC COM 64110D104 769 21,201 21,201 NETFLIX INC COM 64110L106 457 6,595 6,595 NEWMONT MINING CORP COM 651639106 1,032 17,200 17,200 NEWS CORP CL A 65248E104 1,631 91,400 91,400 NIKE INC CL B 654106103 1,473 15,289 15,289 NOBLE ENERGY INC COM 655044105 663 7,029 7,029 NORDSTROM INC COM 655664100 234 4,700 4,700 NORFOLK SOUTHERN CORP COM 655844108 1,042 14,300 14,300 NOVELLUS SYS INC COM 670008101 1,301 31,500 31,500 NSTAR COM 67019E107 657 14,000 14,000 NUCOR CORP COM 670346105 277 7,000 7,000 NVIDIA CORP COM 67066G104 240 17,299 17,299 OGE ENERGY CORP COM 670837103 567 10,000 10,000 O REILLY AUTOMOTIVE INC NEW COM 67103H107 296 3,698 3,698 OCCIDENTAL PETE CORP DEL COM 674599105 3,921 41,847 41,847 OCEANEERING INTL INC COM 675232102 956 20,728 20,728 OMNICOM GROUP INC COM 681919106 1,106 24,801 24,801 ON SEMICONDUCTOR CORP COM 682189105 99 12,816 12,816 ONEOK INC NEW COM 682680103 714 8,233 8,233 ORACLE CORP COM 68389X105 6,325 246,588 246,588 PG&E CORP COM 69331C108 350 8,500 8,500 PNC FINL SVCS GROUP INC COM 693475105 1,701 29,500 29,500 PNM RES INC COM 69349H107 273 15,000 15,000 PPG INDS INC COM 693506107 1,132 13,558 13,558 PACCAR INC COM 693718108 702 18,732 18,732 PARKER HANNIFIN CORP COM 701094104 899 11,796 11,796 PAYCHEX INC COM 704326107 463 15,367 15,367 PEABODY ENERGY CORP COM 704549104 258 7,802 7,802 PENNEY J C INC COM 708160106 439 12,500 12,500 PEPSICO INC COM 713448108 6,672 100,551 100,551 PERRIGO CO COM 714290103 233 2,392 2,392 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,128 48,000 48,000 PFIZER INC COM 717081103 5,194 240,000 240,000 PHARMASSET INC COM 71715N106 275 2,143 2,143 PHILIP MORRIS INTL INC COM 718172109 8,937 113,882 113,882 PINNACLE WEST CAP CORP COM 723484101 434 9,000 9,000 PIONEER NAT RES CO COM 723787107 244 2,729 2,729 PRAXAIR INC COM 74005P104 1,629 15,243 15,243 PRECISION CASTPARTS CORP COM 740189105 3,565 21,634 21,634 PRICE T ROWE GROUP INC COM 74144T108 426 7,485 7,485 PRICELINE COM INC COM NEW 741503403 1,656 3,540 3,540 PRINCIPAL FINL GROUP INC COM 74251V102 325 13,200 13,200 PROCTER & GAMBLE CO COM 742718109 6,697 100,390 100,390 PROGRESS ENERGY INC COM 743263105 555 9,900 9,900 PROGRESSIVE CORP OHIO COM 743315103 460 23,600 23,600 PRUDENTIAL FINL INC COM 744320102 1,093 21,800 21,800 PUBLIC STORAGE COM 74460D109 2,664 19,812 19,812 QEP RES INC COM 74733V100 352 11,999 11,999 QUALCOMM INC COM 747525103 6,734 123,113 123,113 QUEST DIAGNOSTICS INC COM 74834L100 242 4,163 4,163 RALPH LAUREN CORP CL A 751212101 250 1,810 1,810 RANGE RES CORP COM 75281A109 1,674 27,031 27,031 RAYONIER INC COM 754907103 659 14,757 14,757 RAYTHEON CO COM NEW 755111507 847 17,500 17,500 RED HAT INC COM 756577102 230 5,563 5,563 REPUBLIC SVCS INC COM 760759100 290 10,542 10,542 ROCKWELL AUTOMATION INC COM 773903109 1,186 16,159 16,159 ROCKWELL COLLINS INC COM 774341101 844 15,239 15,239 ROPER INDS INC NEW COM 776696106 240 2,764 2,764 ROSS STORES INC COM 778296103 322 6,773 6,773 SLM CORP COM 78442P106 704 52,500 52,500 ST JUDE MED INC COM 790849103 325 9,477 9,477 SALESFORCE COM INC COM 79466L302 1,000 9,859 9,859 SANDISK CORP COM 80004C101 1,402 28,500 28,500 SANDRIDGE ENERGY INC COM 80007P307 96 11,815 11,815 SARA LEE CORP COM 803111103 265 13,995 13,995 SCHEIN HENRY INC COM 806407102 310 4,806 4,806 SCHLUMBERGER LTD COM 806857108 5,745 84,104 84,104 SCHWAB CHARLES CORP NEW COM 808513105 553 49,108 49,108 SEMPRA ENERGY COM 816851109 264 4,800 4,800 SHERWIN WILLIAMS CO COM 824348106 231 2,586 2,586 SIGMA ALDRICH CORP COM 826552101 781 12,511 12,511 SIMON PPTY GROUP INC NEW COM 828806109 2,438 18,907 18,907 SIRIUS XM RADIO INC COM 82967N108 207 113,729 113,729 SOTHEBYS COM 835898107 285 10,000 10,000 SOUTHERN CO COM 842587107 1,458 31,500 31,500 SOUTHWESTERN ENERGY CO COM 845467109 420 13,162 13,162 SPECTRA ENERGY CORP COM 847560109 753 24,500 24,500 SPRINT NEXTEL CORP COM SER 1 852061100 350 149,500 149,500 STARBUCKS CORP COM 855244109 2,719 59,102 59,102 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 869 18,122 18,122 STATE STR CORP COM 857477103 1,088 27,000 27,000 STRYKER CORP COM 863667101 449 9,035 9,035 SUNTRUST BKS INC COM 867914103 664 37,500 37,500 SYMANTEC CORP COM 871503108 723 46,173 46,173 SYSCO CORP COM 871829107 493 16,815 16,815 TJX COS INC NEW COM 872540109 1,664 25,779 25,779 TARGET CORP COM 87612E106 1,591 31,059 31,059 TECH DATA CORP COM 878237106 420 8,500 8,500 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 395 41,568 41,568 TERADATA CORP DEL COM 88076W103 673 13,864 13,864 TERADYNE INC COM 880770102 532 39,000 39,000 TESORO CORP COM 881609101 444 19,000 19,000 TEXAS INSTRS INC COM 882508104 1,640 56,349 56,349 THERMO FISHER SCIENTIFIC INC COM 883556102 1,057 23,500 23,500 THOMAS & BETTS CORP COM 884315102 484 8,868 8,868 3M CO COM 88579Y101 3,636 44,482 44,482 TIFFANY & CO NEW COM 886547108 244 3,680 3,680 TIME WARNER INC COM NEW 887317303 1,265 35,000 35,000 TIME WARNER CABLE INC COM 88732J207 845 13,296 13,296 TOLL BROTHERS INC COM 889478103 296 14,500 14,500 TORCHMARK CORP COM 891027104 1,100 25,350 25,350 TOWERS WATSON & CO CL A 891894107 770 12,843 12,843 TRAVELERS COMPANIES INC COM 89417E109 1,183 20,000 20,000 US BANCORP DEL COM NEW 902973304 1,812 67,000 67,000 UNION PAC CORP COM 907818108 2,151 20,304 20,304 UNITED CONTL HLDGS INC COM 910047109 361 19,138 19,138 UNITED PARCEL SERVICE INC CL B 911312106 2,391 32,673 32,673 UNITED STATES CELLULAR CORP COM 911684108 353 8,100 8,100 UNITED TECHNOLOGIES CORP COM 913017109 4,294 58,752 58,752 UNITEDHEALTH GROUP INC COM 91324P102 3,157 62,300 62,300 UNUM GROUP COM 91529Y106 653 31,000 31,000 VALERO ENERGY CORP NEW COM 91913Y100 289 13,733 13,733 VARIAN MED SYS INC COM 92220P105 1,495 22,277 22,277 VENTAS INC COM 92276F100 244 4,434 4,434 VERIZON COMMUNICATIONS INC COM 92343V104 53,382 1,330,548 1,330,548 VIACOM INC NEW CL A 92553P102 325 6,100 6,100 VIACOM INC NEW CL B 92553P201 1,699 37,414 37,414 VIRGIN MEDIA INC COM 92769L101 409 19,145 19,145 VISA INC COM CL A 92826C839 1,916 18,868 18,868 VIRTUSA CORP COM 92827P102 229 15,830 15,830 VMWARE INC CL A COM 928563402 1,368 16,442 16,442 VORNADO RLTY TR SH BEN INT 929042109 483 6,288 6,288 WAL MART STORES INC COM 931142103 4,982 83,364 83,364 WALGREEN CO COM 931422109 2,708 81,904 81,904 WASTE CONNECTIONS INC COM 941053100 509 15,367 15,367 WASTE MGMT INC DEL COM 94106L109 458 14,000 14,000 WATSON PHARMACEUTICALS INC COM 942683103 207 3,437 3,437 WELLPOINT INC COM 94973V107 961 14,500 14,500 WELLS FARGO & CO NEW COM 949746101 3,994 144,923 144,923 WESTERN DIGITAL CORP COM 958102105 271 8,759 8,759 WESTERN UN CO COM 959802109 857 46,920 46,920 WHOLE FOODS MKT INC COM 966837106 310 4,456 4,456 WISCONSIN ENERGY CORP COM 976657106 437 12,500 12,500 WYNN RESORTS LTD COM 983134107 850 7,690 7,690 XILINX INC COM 983919101 245 7,655 7,655 YAHOO INC COM 984332106 273 16,900 16,900 YUM BRANDS INC COM 988498101 1,984 33,617 33,617 TOTAL 621,157