0001047469-12-005807.txt : 20120511 0001047469-12-005807.hdr.sgml : 20120511 20120511095336 ACCESSION NUMBER: 0001047469-12-005807 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120511 DATE AS OF CHANGE: 20120511 EFFECTIVENESS DATE: 20120511 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: 12832457 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 a2209153z13f-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, 2012 ----------------------- 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 8, 2012 ------------------------------- ------------------------- ------------- [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: 405 -------------------- Form 13F Information Table Value Total: 681,507.00 -------------------- (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] GOLDMAN SACHS PRIME BROKERAGE Verizon Investment Management Corp. FORM 13F-SOLE INSTR V. NONE AUTHORITY 31-Mar-12

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 1,191 18,460 18,460 COVIDIEN PLC SHS G2554F113 414 7,569 7,569 HERBALIFE LTD COM USD SHS G4412G101 1,198 17,409 17,409 INGERSOLL-RAND PLC SHS G47791101 748 18,078 18,078 MAIDEN HOLDINGS LTD SHS G5753U112 351 39,000 39,000 WHITE MTNS INS GROUP LTD COM G9618E107 1,003 2,000 2,000 CNH GLOBAL N V SHS NEW N20935206 393 9,900 9,900 AVAGO TECHNOLOGIES LTD SHS Y0486S104 213 5,470 5,470 AFLAC INC COM 001055102 584 12,700 12,700 AOL INC COM 00184X105 431 22,700 22,700 AT&T INC COM 00206R102 5,559 178,000 178,000 ABBOTT LABS COM 002824100 5,745 93,729 93,729 ADOBE SYS INC COM 00724F101 968 28,223 28,223 ADVANCED MICRO DEVICES INC COM 007903107 141 17,574 17,574 AGILENT TECHNOLOGIES INC COM 00846U101 443 9,950 9,950 AIR PRODS & CHEMS INC COM 009158106 1,300 14,158 14,158 ALBEMARLE CORP COM 012653101 519 8,122 8,122 ALCOA INC COM 013817101 521 52,000 52,000 ALEXION PHARMACEUTICALS INC COM 015351109 488 5,256 5,256 ALLEGHANY CORP DEL COM 017175100 494 1,500 1,500 ALLERGAN INC COM 018490102 3,294 34,514 34,514 ALLSTATE CORP COM 020002101 444 13,500 13,500 ALTERA CORP COM 021441100 964 24,213 24,213 ALTRIA GROUP INC COM 02209S103 3,663 118,650 118,650 AMAZON COM INC COM 023135106 4,858 23,991 23,991 AMERICAN ELEC PWR INC COM 025537101 386 10,000 10,000 AMERICAN EXPRESS CO COM 025816109 3,337 57,674 57,674 AMERICAN TOWER CORP NEW COM 03027X100 715 11,340 11,340 AMERISOURCEBERGEN CORP COM 03073E105 769 19,386 19,386 AMETEK INC NEW COM 031100100 1,009 20,798 20,798 AMGEN INC COM 031162100 2,991 44,000 44,000 AMPHENOL CORP NEW CL A 032095101 283 4,739 4,739 ANADARKO PETE CORP COM 032511107 1,697 21,662 21,662 ANALOG DEVICES INC COM 032654105 580 14,367 14,367 AON CORP COM 037389103 334 6,800 6,800 APACHE CORP COM 037411105 2,215 22,057 22,057 APPLE INC COM 037833100 33,779 56,340 56,340 APPLIED MATLS INC COM 038222105 3,350 269,175 269,175 ARCHER DANIELS MIDLAND CO COM 039483102 558 17,626 17,626 ARROW ELECTRS INC COM 042735100 586 13,966 13,966 ASHLAND INC NEW COM 044209104 264 4,325 4,325 ATMEL CORP COM 049513104 121 12,243 12,243 AUTODESK INC COM 052769106 278 6,570 6,570 AUTOMATIC DATA PROCESSING IN COM 053015103 1,975 35,787 35,787 AUTOZONE INC COM 053332102 1,756 4,723 4,723 AVON PRODS INC COM 054303102 395 20,400 20,400 BB&T CORP COM 054937107 1,475 47,000 47,000 BMC SOFTWARE INC COM 055921100 891 22,196 22,196 BAIDU INC SPON ADR REP A 056752108 1,093 7,500 7,500 BAKER HUGHES INC COM 057224107 648 15,446 15,446 BALL CORP COM 058498106 556 12,963 12,963 BANK OF AMERICA CORPORATION COM 060505104 1,675 175,000 175,000 BANK HAWAII CORP COM 062540109 377 7,800 7,800 BANK OF NEW YORK MELLON CORP COM 064058100 656 27,200 27,200 BARD C R INC COM 067383109 242 2,449 2,449 BAXTER INTL INC COM 071813109 1,702 28,477 28,477 BECTON DICKINSON & CO COM 075887109 967 12,454 12,454 BED BATH & BEYOND INC COM 075896100 797 12,123 12,123 BERKLEY W R CORP COM 084423102 433 12,000 12,000 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,139 51,000 51,000 BEST BUY INC COM 086516101 403 17,000 17,000 BIOGEN IDEC INC COM 09062X103 871 6,909 6,909 BLACKROCK INC COM 09247X101 1,580 7,712 7,712 BOEING CO COM 097023105 3,214 43,223 43,223 BORGWARNER INC COM 099724106 981 11,631 11,631 BOSTON PROPERTIES INC COM 101121101 1,619 15,418 15,418 BRISTOL MYERS SQUIBB CO COM 110122108 2,109 62,500 62,500 BROADCOM CORP CL A 111320107 1,251 31,828 31,828 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 552 17,500 17,500 BROWN FORMAN CORP CL B 115637209 208 2,500 2,500 CBS CORP NEW CL B 124857202 1,508 44,464 44,464 CF INDS HLDGS INC COM 125269100 1,198 6,561 6,561 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 899 13,734 13,734 CME GROUP INC COM 12572Q105 2,025 7,000 7,000 CMS ENERGY CORP COM 125896100 330 15,000 15,000 CSX CORP COM 126408103 1,137 52,830 52,830 CVS CAREMARK CORPORATION COM 126650100 3,091 69,000 69,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 205 13,938 13,938 CALPINE CORP COM NEW 131347304 250 14,500 14,500 CAMERON INTERNATIONAL CORP COM 13342B105 904 17,111 17,111 CAPITAL ONE FINL CORP COM 14040H105 1,533 27,500 27,500 CARDINAL HEALTH INC COM 14149Y108 1,121 26,012 26,012 CAREFUSION CORP COM 14170T101 817 31,500 31,500 CARNIVAL CORP PAIRED CTF 143658300 1,219 38,000 38,000 CATERPILLAR INC DEL COM 149123101 4,073 38,233 38,233 CELANESE CORP DEL COM SER A 150870103 784 16,967 16,967 CELGENE CORP COM 151020104 3,996 51,546 51,546 CENTERPOINT ENERGY INC COM 15189T107 483 24,500 24,500 CENTURYLINK INC COM 156700106 673 17,400 17,400 CERNER CORP COM 156782104 2,747 36,064 36,064 CHESAPEAKE ENERGY CORP COM 165167107 514 22,200 22,200 CHEVRON CORP NEW COM 166764100 7,320 68,276 68,276 CHIPOTLE MEXICAN GRILL INC COM 169656105 372 890 890 CHUBB CORP COM 171232101 691 10,000 10,000 CISCO SYS INC COM 17275R102 2,644 125,000 125,000 CITIGROUP INC COM NEW 172967424 2,193 60,000 60,000 CITRIX SYS INC COM 177376100 1,134 14,375 14,375 CLIFFS NATURAL RESOURCES INC COM 18683K101 490 7,075 7,075 COACH INC COM 189754104 1,537 19,895 19,895 COCA COLA CO COM 191216100 9,361 126,486 126,486 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,824 23,699 23,699 COLGATE PALMOLIVE CO COM 194162103 1,233 12,608 12,608 COMCAST CORP NEW CL A 20030N101 3,192 106,380 106,380 CONCHO RES INC COM 20605P101 302 2,956 2,956 CONOCOPHILLIPS COM 20825C104 3,610 47,500 47,500 CONSOL ENERGY INC COM 20854P109 1,172 34,380 34,380 CONSOLIDATED EDISON INC COM 209115104 818 14,000 14,000 CORN PRODS INTL INC COM 219023108 1,918 33,263 33,263 CORNING INC COM 219350105 760 54,000 54,000 COSTCO WHSL CORP NEW COM 22160K105 3,549 39,091 39,091 CROWN CASTLE INTL CORP COM 228227104 971 18,204 18,204 CROWN HOLDINGS INC COM 228368106 625 16,958 16,958 CULLEN FROST BANKERS INC COM 229899109 727 12,500 12,500 CUMMINS INC COM 231021106 1,298 10,811 10,811 CYPRESS SEMICONDUCTOR CORP COM 232806109 374 23,911 23,911 DTE ENERGY CO COM 233331107 743 13,500 13,500 DANAHER CORP DEL COM 235851102 2,279 40,702 40,702 DARDEN RESTAURANTS INC COM 237194105 572 11,172 11,172 DAVITA INC COM 23918K108 246 2,730 2,730 DECKERS OUTDOOR CORP COM 243537107 480 7,606 7,606 DEERE & CO COM 244199105 1,749 21,623 21,623 DELL INC COM 24702R101 1,593 95,988 95,988 DELTA AIR LINES INC DEL COM NEW 247361702 144 14,534 14,534 DEVON ENERGY CORP NEW COM 25179M103 960 13,500 13,500 DIGITAL RLTY TR INC COM 253868103 213 2,876 2,876 DISNEY WALT CO COM DISNEY 254687106 2,714 62,000 62,000 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 382 7,556 7,556 DISH NETWORK CORP CL A 25470M109 800 24,297 24,297 DISCOVER FINL SVCS COM 254709108 1,368 41,044 41,044 DIRECTV COM CL A 25490A101 2,604 52,774 52,774 DOLLAR TREE INC COM 256746108 330 3,496 3,496 DOMINION RES INC VA NEW COM 25746U109 1,408 27,500 27,500 DONALDSON INC COM 257651109 870 24,363 24,363 DOVER CORP COM 260003108 954 15,150 15,150 DOW CHEM CO COM 260543103 1,334 38,500 38,500 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,557 38,729 38,729 DU PONT E I DE NEMOURS & CO COM 263534109 2,886 54,553 54,553 DUKE ENERGY CORP NEW COM 26441C105 1,366 65,000 65,000 E M C CORP MASS COM 268648102 3,775 126,329 126,329 EOG RES INC COM 26875P101 2,153 19,375 19,375 EQT CORP COM 26884L109 229 4,750 4,750 EASTMAN CHEM CO COM 277432100 396 7,664 7,664 EATON CORP COM 278058102 757 15,197 15,197 EBAY INC COM 278642103 2,140 57,992 57,992 ECOLAB INC COM 278865100 830 13,444 13,444 EDWARDS LIFESCIENCES CORP COM 28176E108 238 3,279 3,279 EL PASO CORP COM 28336L109 2,384 80,689 80,689 EL PASO ELEC CO COM NEW 283677854 292 9,000 9,000 ELECTRONIC ARTS INC COM 285512109 404 24,505 24,505 EMERSON ELEC CO COM 291011104 2,687 51,491 51,491 ENERGIZER HLDGS INC COM 29266R108 371 5,000 5,000 EQUINIX INC COM NEW 29444U502 211 1,339 1,339 EXELON CORP COM 30161N101 630 16,055 16,055 EXPEDIA INC DEL COM NEW 30212P303 230 6,876 6,876 EXPEDITORS INTL WASH INC COM 302130109 980 21,072 21,072 EXPRESS SCRIPTS INC COM 302182100 2,221 40,993 40,993 EXXON MOBIL CORP COM 30231G102 22,285 256,943 256,943 FMC TECHNOLOGIES INC COM 30249U101 1,239 24,571 24,571 F M C CORP COM NEW 302491303 217 2,051 2,051 FAMILY DLR STORES INC COM 307000109 221 3,497 3,497 FASTENAL CO COM 311900104 456 8,431 8,431 FEDEX CORP COM 31428X106 526 5,724 5,724 F5 NETWORKS INC COM 315616102 313 2,319 2,319 FIDELITY NATIONAL FINANCIAL CL A 31620R105 388 21,500 21,500 FISERV INC COM 337738108 776 11,189 11,189 FIRSTENERGY CORP COM 337932107 456 10,000 10,000 FLUOR CORP NEW COM 343412102 689 11,483 11,483 FLOWSERVE CORP COM 34354P105 618 5,346 5,346 FOOT LOCKER INC COM 344849104 543 17,500 17,500 FORD MTR CO DEL COM PAR $0.01 345370860 1,468 117,664 117,664 FOREST LABS INC COM 345838106 458 13,200 13,200 FRANKLIN RES INC COM 354613101 1,816 14,642 14,642 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,381 62,585 62,585 GENERAL DYNAMICS CORP COM 369550108 697 9,500 9,500 GENERAL ELECTRIC CO COM 369604103 6,804 339,000 339,000 GENERAL MLS INC COM 370334104 1,431 36,263 36,263 GENERAL MTRS CO COM 37045V100 408 15,900 15,900 GILEAD SCIENCES INC COM 375558103 2,565 52,503 52,503 GOLDMAN SACHS GROUP INC COM 38141G104 1,455 11,700 11,700 GOODRICH CORP COM 382388106 997 7,947 7,947 GOOGLE INC CL A 38259P508 10,386 16,196 16,196 GRAFTECH INTL LTD COM 384313102 273 22,894 22,894 GRAINGER W W INC COM 384802104 350 1,628 1,628 GREAT PLAINS ENERGY INC COM 391164100 367 18,100 18,100 GUESS INC COM 401617105 308 9,853 9,853 HCP INC COM 40414L109 521 13,200 13,200 HALLIBURTON CO COM 406216101 2,362 71,162 71,162 HARLEY DAVIDSON INC COM 412822108 1,171 23,855 23,855 HEINZ H J CO COM 423074103 850 15,874 15,874 HEWLETT PACKARD CO COM 428236103 1,463 61,400 61,400 HOME DEPOT INC COM 437076102 4,832 96,052 96,052 HONEYWELL INTL INC COM 438516106 3,175 52,002 52,002 HUMANA INC COM 444859102 925 10,000 10,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 381 5,762 5,762 IDEX CORP COM 45167R104 490 11,623 11,623 ILLINOIS TOOL WKS INC COM 452308109 1,937 33,911 33,911 INTEL CORP COM 458140100 3,346 119,000 119,000 INTEGRYS ENERGY GROUP INC COM 45822P105 360 6,800 6,800 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,663 12,102 12,102 INTERNATIONAL BUSINESS MACHS COM 459200101 15,885 76,130 76,130 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 533 9,098 9,098 INTL PAPER CO COM 460146103 412 11,750 11,750 INTUITIVE SURGICAL INC COM NEW 46120E602 2,830 5,223 5,223 INTUIT COM 461202103 1,423 23,651 23,651 ISHARES TR RUSSELL 1000 464287622 3,878 49,744 49,744 JPMORGAN CHASE & CO COM 46625H100 5,564 121,000 121,000 JOHNSON & JOHNSON COM 478160104 7,387 111,988 111,988 JOHNSON CTLS INC COM 478366107 790 24,308 24,308 JOY GLOBAL INC COM 481165108 477 6,496 6,496 JUNIPER NETWORKS INC COM 48203R104 349 15,241 15,241 KBR INC COM 48242W106 632 17,782 17,782 KLA-TENCOR CORP COM 482480100 202 3,711 3,711 KELLOGG CO COM 487836108 353 6,577 6,577 KIMBERLY CLARK CORP COM 494368103 1,798 24,340 24,340 KOHLS CORP COM 500255104 1,197 23,930 23,930 KRAFT FOODS INC CL A 50075N104 2,262 59,500 59,500 KROGER CO COM 501044101 1,624 67,040 67,040 LABORATORY CORP AMER HLDGS COM NEW 50540R409 262 2,865 2,865 LAM RESEARCH CORP COM 512807108 502 11,259 11,259 LAS VEGAS SANDS CORP COM 517834107 1,509 26,213 26,213 LAUDER ESTEE COS INC CL A 518439104 400 6,452 6,452 LEUCADIA NATL CORP COM 527288104 496 19,000 19,000 LIBERTY GLOBAL INC COM SER A 530555101 397 7,925 7,925 LIFE TECHNOLOGIES CORP COM 53217V109 1,242 25,445 25,445 LILLY ELI & CO COM 532457108 2,242 55,674 55,674 LIMITED BRANDS INC COM 532716107 1,077 22,447 22,447 LINEAR TECHNOLOGY CORP COM 535678106 219 6,511 6,511 LOCKHEED MARTIN CORP COM 539830109 594 6,615 6,615 LOEWS CORP COM 540424108 1,495 37,500 37,500 LOWES COS INC COM 548661107 1,255 40,000 40,000 M & T BK CORP COM 55261F104 1,043 12,000 12,000 MACYS INC COM 55616P104 457 11,510 11,510 MANPOWERGROUP INC COM 56418H100 237 5,000 5,000 MARATHON OIL CORP COM 565849106 2,167 68,362 68,362 MARSH & MCLENNAN COS INC COM 571748102 590 18,000 18,000 MARRIOTT INTL INC NEW CL A 571903202 281 7,416 7,416 MASCO CORP COM 574599106 137 10,238 10,238 MASTERCARD INC CL A 57636Q104 3,392 8,067 8,067 MATTEL INC COM 577081102 1,578 46,884 46,884 MAXIM INTEGRATED PRODS INC COM 57772K101 241 8,445 8,445 MCDERMOTT INTL INC COM 580037109 162 12,668 12,668 MCDONALDS CORP COM 580135101 6,589 67,166 67,166 MCGRAW HILL COS INC COM 580645109 826 17,042 17,042 MCKESSON CORP COM 58155Q103 2,169 24,709 24,709 MEAD JOHNSON NUTRITION CO COM 582839106 913 11,069 11,069 MEDCO HEALTH SOLUTIONS INC COM 58405U102 804 11,431 11,431 MEDTRONIC INC COM 585055106 1,936 49,406 49,406 MERCK & CO INC NEW COM 58933Y105 3,272 85,200 85,200 METLIFE INC COM 59156R108 355 9,500 9,500 METROPCS COMMUNICATIONS INC COM 591708102 266 29,439 29,439 MICROSOFT CORP COM 594918104 14,230 441,173 441,173 MICROCHIP TECHNOLOGY INC COM 595017104 203 5,446 5,446 MOHAWK INDS INC COM 608190104 499 7,500 7,500 MONSANTO CO NEW COM 61166W101 2,841 35,624 35,624 MONSTER BEVERAGE CORP COM 611740101 250 4,034 4,034 MONSTER WORLDWIDE INC COM 611742107 113 11,624 11,624 MOODYS CORP COM 615369105 240 5,699 5,699 MORGAN STANLEY COM NEW 617446448 377 19,200 19,200 MOSAIC CO NEW COM 61945C103 712 12,878 12,878 MYLAN INC COM 628530107 267 11,366 11,366 NII HLDGS INC CL B NEW 62913F201 239 13,058 13,058 NVR INC COM 62944T105 581 800 800 NASDAQ OMX GROUP INC COM 631103108 775 29,931 29,931 NATIONAL FUEL GAS CO N J COM 636180101 281 5,845 5,845 NATIONAL OILWELL VARCO INC COM 637071101 954 12,000 12,000 NETAPP INC COM 64110D104 945 21,118 21,118 NETFLIX INC COM 64110L106 757 6,583 6,583 NEWMONT MINING CORP COM 651639106 882 17,200 17,200 NEWS CORP CL A 65248E104 1,801 91,400 91,400 NIKE INC CL B 654106103 1,649 15,208 15,208 NOBLE ENERGY INC COM 655044105 686 7,014 7,014 NORDSTROM INC COM 655664100 245 4,404 4,404 NORFOLK SOUTHERN CORP COM 655844108 941 14,300 14,300 NOVELLUS SYS INC COM 670008101 1,572 31,500 31,500 NSTAR COM 67019E107 681 14,000 14,000 NUCOR CORP COM 670346105 301 7,000 7,000 NVIDIA CORP COM 67066G104 264 17,163 17,163 OGE ENERGY CORP COM 670837103 535 10,000 10,000 O REILLY AUTOMOTIVE INC NEW COM 67103H107 335 3,669 3,669 OCCIDENTAL PETE CORP DEL COM 674599105 3,980 41,794 41,794 OCEANEERING INTL INC COM 675232102 1,116 20,703 20,703 OMNICOM GROUP INC COM 681919106 1,253 24,738 24,738 ON SEMICONDUCTOR CORP COM 682189105 115 12,715 12,715 ONEOK INC NEW COM 682680103 672 8,230 8,230 ORACLE CORP COM 68389X105 7,165 245,718 245,718 PG&E CORP COM 69331C108 369 8,500 8,500 PNC FINL SVCS GROUP INC COM 693475105 1,902 29,500 29,500 PNM RES INC COM 69349H107 275 15,000 15,000 PPG INDS INC COM 693506107 1,295 13,522 13,522 PACCAR INC COM 693718108 873 18,649 18,649 PARKER HANNIFIN CORP COM 701094104 996 11,782 11,782 PAYCHEX INC COM 704326107 474 15,300 15,300 PEABODY ENERGY CORP COM 704549104 224 7,741 7,741 PENNEY J C INC COM 708160106 443 12,500 12,500 PEPSICO INC COM 713448108 6,648 100,193 100,193 PERRIGO CO COM 714290103 245 2,373 2,373 PFIZER INC COM 717081103 5,435 240,000 240,000 PHILIP MORRIS INTL INC COM 718172109 10,059 113,517 113,517 PINNACLE WEST CAP CORP COM 723484101 431 9,000 9,000 PIONEER NAT RES CO COM 723787107 302 2,707 2,707 PRAXAIR INC COM 74005P104 1,740 15,174 15,174 PRECISION CASTPARTS CORP COM 740189105 3,735 21,602 21,602 PRICE T ROWE GROUP INC COM 74144T108 485 7,427 7,427 PRICELINE COM INC COM NEW 741503403 2,525 3,519 3,519 PRINCIPAL FINL GROUP INC COM 74251V102 390 13,200 13,200 PROCTER & GAMBLE CO COM 742718109 6,744 100,347 100,347 PROGRESS ENERGY INC COM 743263105 526 9,900 9,900 PROGRESSIVE CORP OHIO COM 743315103 547 23,600 23,600 PRUDENTIAL FINL INC COM 744320102 1,382 21,800 21,800 PUBLIC STORAGE COM 74460D109 2,733 19,782 19,782 QEP RES INC COM 74733V100 365 11,967 11,967 QUALCOMM INC COM 747525103 8,353 122,735 122,735 QUEST DIAGNOSTICS INC COM 74834L100 253 4,130 4,130 RALPH LAUREN CORP CL A 751212101 313 1,795 1,795 RANGE RES CORP COM 75281A109 1,569 26,995 26,995 RAYONIER INC COM 754907103 649 14,730 14,730 RAYTHEON CO COM NEW 755111507 924 17,500 17,500 RED HAT INC COM 756577102 331 5,519 5,519 REGENERON PHARMACEUTICALS COM 75886F107 243 2,084 2,084 RELIANCE STEEL & ALUMINUM CO COM 759509102 216 3,824 3,824 REPUBLIC SVCS INC COM 760759100 322 10,542 10,542 ROCKWELL AUTOMATION INC COM 773903109 1,285 16,126 16,126 ROCKWELL COLLINS INC COM 774341101 862 14,983 14,983 ROPER INDS INC NEW COM 776696106 272 2,742 2,742 ROSS STORES INC COM 778296103 390 6,720 6,720 SLM CORP COM 78442P106 827 52,500 52,500 ST JUDE MED INC COM 790849103 417 9,402 9,402 SALESFORCE COM INC COM 79466L302 1,519 9,828 9,828 SANDISK CORP COM 80004C101 1,413 28,500 28,500 SANDRIDGE ENERGY INC COM 80007P307 92 11,723 11,723 SARA LEE CORP COM 803111103 299 13,885 13,885 SCHEIN HENRY INC COM 806407102 363 4,795 4,795 SCHLUMBERGER LTD COM 806857108 5,860 83,797 83,797 SCHWAB CHARLES CORP NEW COM 808513105 702 48,870 48,870 SEMPRA ENERGY COM 816851109 288 4,800 4,800 SHERWIN WILLIAMS CO COM 824348106 279 2,566 2,566 SIGMA ALDRICH CORP COM 826552101 912 12,483 12,483 SIMON PPTY GROUP INC NEW COM 828806109 2,747 18,853 18,853 SIRIUS XM RADIO INC COM 82967N108 261 112,834 112,834 SOTHEBYS COM 835898107 393 10,000 10,000 SOUTHERN CO COM 842587107 1,415 31,500 31,500 SOUTHWESTERN ENERGY CO COM 845467109 400 13,083 13,083 SPECTRA ENERGY CORP COM 847560109 773 24,500 24,500 SPRINT NEXTEL CORP COM SER 1 852061100 426 149,500 149,500 STARBUCKS CORP COM 855244109 3,294 58,932 58,932 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,020 18,078 18,078 STATE STR CORP COM 857477103 1,229 27,000 27,000 STERICYCLE INC COM 858912108 205 2,455 2,455 STRYKER CORP COM 863667101 497 8,964 8,964 SUNTRUST BKS INC COM 867914103 906 37,500 37,500 SYMANTEC CORP COM 871503108 860 46,002 46,002 SYSCO CORP COM 871829107 498 16,683 16,683 TJX COS INC NEW COM 872540109 2,040 51,383 51,383 TARGET CORP COM 87612E106 1,809 31,044 31,044 TECH DATA CORP COM 878237106 461 8,500 8,500 TERADATA CORP DEL COM 88076W103 942 13,826 13,826 TERADYNE INC COM 880770102 659 39,000 39,000 TESORO CORP COM 881609101 510 19,000 19,000 TEXAS INSTRS INC COM 882508104 1,888 56,182 56,182 THERMO FISHER SCIENTIFIC INC COM 883556102 1,325 23,500 23,500 THOMAS & BETTS CORP COM 884315102 637 8,863 8,863 3M CO COM 88579Y101 3,956 44,340 44,340 TIFFANY & CO NEW COM 886547108 252 3,652 3,652 TIME WARNER INC COM NEW 887317303 1,321 35,000 35,000 TIME WARNER CABLE INC COM 88732J207 1,078 13,224 13,224 TOLL BROTHERS INC COM 889478103 348 14,500 14,500 TORCHMARK CORP COM 891027104 1,264 25,350 25,350 TOWERS WATSON & CO CL A 891894107 848 12,838 12,838 TRAVELERS COMPANIES INC COM 89417E109 1,184 20,000 20,000 TRIPADVISOR INC COM 896945201 245 6,876 6,876 US BANCORP DEL COM NEW 902973304 2,123 67,000 67,000 URS CORP NEW COM 903236107 234 5,500 5,500 UNION PAC CORP COM 907818108 2,180 20,286 20,286 UNITED CONTL HLDGS INC COM 910047109 410 19,074 19,074 UNITED PARCEL SERVICE INC CL B 911312106 2,624 32,507 32,507 UNITED STATES CELLULAR CORP COM 911684108 332 8,100 8,100 UNITED TECHNOLOGIES CORP COM 913017109 4,857 58,556 58,556 UNITEDHEALTH GROUP INC COM 91324P102 3,672 62,300 62,300 UNUM GROUP COM 91529Y106 759 31,000 31,000 VALERO ENERGY CORP NEW COM 91913Y100 354 13,733 13,733 VARIAN MED SYS INC COM 92220P105 1,534 22,251 22,251 VENTAS INC COM 92276F100 251 4,400 4,400 VERIZON COMMUNICATIONS INC COM 92343V104 50,867 1,330,548 1,330,548 VERTEX PHARMACEUTICALS INC COM 92532F100 214 5,213 5,213 VIACOM INC NEW CL B 92553P201 1,770 37,288 37,288 VIRGIN MEDIA INC COM 92769L101 462 18,477 18,477 VISA INC COM CL A 92826C839 2,222 18,829 18,829 VMWARE INC CL A COM 928563402 1,845 16,423 16,423 VORNADO RLTY TR SH BEN INT 929042109 529 6,279 6,279 WAL MART STORES INC COM 931142103 5,083 83,059 83,059 WALGREEN CO COM 931422109 2,736 81,709 81,709 WASTE CONNECTIONS INC COM 941053100 499 15,345 15,345 WASTE MGMT INC DEL COM 94106L109 489 14,000 14,000 WATERS CORP COM 941848103 243 2,620 2,620 WATSON PHARMACEUTICALS INC COM 942683103 229 3,410 3,410 WELLPOINT INC COM 94973V107 1,070 14,500 14,500 WELLS FARGO & CO NEW COM 949746101 4,945 144,845 144,845 WESTERN DIGITAL CORP COM 958102105 363 8,759 8,759 WESTERN UN CO COM 959802109 823 46,777 46,777 WHOLE FOODS MKT INC COM 966837106 368 4,421 4,421 WISCONSIN ENERGY CORP COM 976657106 440 12,500 12,500 WYNN RESORTS LTD COM 983134107 903 7,232 7,232 XILINX INC COM 983919101 277 7,595 7,595 YAHOO INC COM 984332106 257 16,900 16,900 YUM BRANDS INC COM 988498101 2,385 33,511 33,511 TOTAL 681,507