0001047469-12-010546.txt : 20121114 0001047469-12-010546.hdr.sgml : 20121114 20121114124339 ACCESSION NUMBER: 0001047469-12-010546 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121114 DATE AS OF CHANGE: 20121114 EFFECTIVENESS DATE: 20121114 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: 121202568 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 a2211418z13f-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, 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: 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 November 13, 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: 446 ------------ Form 13F Information Table Value Total: 284,050.00 ------------ (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. Verizon Investment Management Corp. FORM 13F-SOLE INSTR V. NONE AUTHORITY 30-Sep-12

INVESTMENT DISCRETION ------------------------------ CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY ------------------------ -------------- --------- ------------- ---------- ------- ---------- ---------- ------ ---------- AIRCASTLE LTD COM G0129K104 244 21,569 X 21,569 ALKERMES PLC SHS G01767105 220 10,610 X 10,610 CREDICORP LTD COM G2519Y108 517 4,130 X 4,130 ENSCO PLC SHS CLASS A G3157S106 518 9,500 X 9,500 GENPACT LIMITED SHS G3922B107 459 27,500 X 27,500 HERBALIFE LTD COM USD SHS G4412G101 611 12,900 X 12,900 INVESCO LTD SHS G491BT108 592 23,700 X 23,700 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 659 11,560 X 11,560 ROWAN COMPANIES PLC SHS CL A G7665A101 799 23,670 X 23,670 SIGNET JEWELERS LIMITED SHS G81276100 670 13,740 X 13,740 VANTAGE DRILLING COMPANY ORD SHS G93205113 43 23,200 X 23,200 FOSTER WHEELER AG COM H27178104 435 18,140 X 18,140 PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 285 28,600 X 28,600 CHECK POINT SOFTWARE TECH LT ORD M22465104 313 6,500 X 6,500 CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 445 57,800 X 57,800 MELLANOX TECHNOLOGIES LTD SHS M51363113 551 5,430 X 5,430 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,059 20,500 X 20,500 NXP SEMICONDUCTORS N V COM N6596X109 618 24,700 X 24,700 TRONOX LTD SHS CL A Q9235V101 276 12,200 X 12,200 AEP INDS INC COM 001031103 204 3,375 X 3,375 AZZ INC COM 002474104 206 5,430 X 5,430 ACCELRYS INC COM 00430U103 157 18,110 X 18,110 ACI WORLDWIDE INC COM 004498101 318 7,530 X 7,530 ACORDA THERAPEUTICS INC COM 00484M106 228 8,893 X 8,893 ACTUATE CORP COM 00508B102 89 12,618 X 12,618 ADOBE SYS INC COM 00724F101 744 22,940 X 22,940 ADTRAN INC COM 00738A106 238 13,780 X 13,780 ADVANCE AUTO PARTS INC COM 00751Y106 1,063 15,530 X 15,530 AEROPOSTALE COM 007865108 146 10,760 X 10,760 AGENUS INC COM NEW 00847G705 58 12,588 X 12,588 AIR METHODS CORP COM PAR $.06 009128307 295 2,470 X 2,470 AIR TRANSPORT SERVICES GRP I COM 00922R105 74 16,780 X 16,780 AKORN INC COM 009728106 135 10,210 X 10,210 ALASKA AIR GROUP INC COM 011659109 265 7,560 X 7,560 ALIGN TECHNOLOGY INC COM 016255101 313 8,460 X 8,460 ALTERA CORP COM 021441100 298 8,750 X 8,750 AMARIN CORP PLC SPONS ADR NEW 023111206 385 30,600 X 30,600 AMAZON COM INC COM 023135106 572 2,250 X 2,250 AMERICAN CAMPUS CMNTYS INC COM 024835100 670 15,270 X 15,270 AMERICAN EQTY INVT LIFE HLD COM 025676206 575 49,430 X 49,430 AMERICAN GREETINGS CORP CL A 026375105 173 10,300 X 10,300 AMERISTAR CASINOS INC COM 03070Q101 428 24,062 X 24,062 ANIXTER INTL INC COM 035290105 294 5,110 X 5,110 ANN INC COM 035623107 243 6,450 X 6,450 APACHE CORP COM 037411105 405 4,680 X 4,680 APPLE INC COM 037833100 5,637 8,450 X 8,450 APPLIED INDL TECHNOLOGIES IN COM 03820C105 294 7,100 X 7,100 ARENA PHARMACEUTICALS INC COM 040047102 202 24,300 X 24,300 ARMSTRONG WORLD INDS INC NEW COM 04247X102 307 6,610 X 6,610 ASCENA RETAIL GROUP INC COM 04351G101 791 36,892 X 36,892 ASHFORD HOSPITALITY TR INC COM SHS 044103109 345 41,120 X 41,120 ASHLAND INC NEW COM 044209104 2,966 41,430 X 41,430 ASPEN TECHNOLOGY INC COM 045327103 607 23,480 X 23,480 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 92 12,030 X 12,030 ATHENAHEALTH INC COM 04685W103 372 4,049 X 4,049 AVIS BUDGET GROUP COM 053774105 247 16,050 X 16,050 B & G FOODS INC NEW COM 05508R106 265 8,750 X 8,750 BOFI HLDG INC COM 05566U108 216 8,291 X 8,291 BANCO SANTANDER CHILE SP ADR NEW REP COM 05965X109 264 3,600 X 3,600 BANK NOVA SCOTIA HALIFAX COM 064149107 1,513 27,601 X 27,601 BANKUNITED INC COM 06652K103 243 9,880 X 9,880 BAXTER INTL INC COM 071813109 680 11,290 X 11,290 BBCN BANCORP INC COM 073295107 128 10,140 X 10,140 BELO CORP COM SER A 080555105 79 10,150 X 10,150 BERRY PETE CO CL A 085789105 1,022 25,150 X 25,150 BIOMARIN PHARMACEUTICAL INC COM 09061G101 624 15,500 X 15,500 BIOGEN IDEC INC COM 09062X103 270 1,810 X 1,810 BIOSCRIP INC COM 09069N108 129 14,205 X 14,205 BLACKROCK INC COM 09247X101 408 2,290 X 2,290 BLOUNT INTL INC NEW COM 095180105 373 28,370 X 28,370 BLUCORA INC COM 095229100 223 12,520 X 12,520 BODY CENT CORP COM 09689U102 192 18,327 X 18,327 BRINKER INTL INC COM 109641100 220 6,246 X 6,246 BROADCOM CORP CL A 111320107 1,221 35,310 X 35,310 BROOKFIELD ASSET MGMT CL A INC LTD VT SH 112585104 604 17,500 X 17,500 BRUNSWICK CORP COM 117043109 241 10,650 X 10,650 CBL & ASSOC PPTYS INC COM 124830100 275 12,890 X 12,890 CBRE GROUP INC CL A 12504L109 196 10,660 X 10,660 CF INDS HLDGS INC COM 125269100 240 1,080 X 1,080 CME GROUP INC COM 12572Q105 427 7,450 X 7,450 CSX CORP COM 126408103 398 19,160 X 19,160 CVS CAREMARK CORPORATION COM 126650100 2,420 49,970 X 49,970 CABELAS INC COM 126804301 343 6,267 X 6,267 CAL MAINE FOODS INC COM NEW 128030202 220 4,900 X 4,900 CALAMOS ASSET MGMT INC CL A 12811R104 188 16,144 X 16,144 CALAMP CORP COM 128126109 165 20,050 X 20,050 CALLIDUS SOFTWARE INC COM 13123E500 210 42,560 X 42,560 CAMECO CORP COM 13321L108 1,172 60,260 X 60,260 CAMERON INTERNATIONAL CORP COM 13342B105 270 4,810 X 4,810 CAPITAL ONE FINL CORP COM 14040H105 1,370 24,030 X 24,030 CAPITALSOURCE INC COM 14055X102 328 43,304 X 43,304 CARDTRONICS INC COM 14161H108 378 12,700 X 12,700 CARLISLE COS INC COM 142339100 757 14,580 X 14,580 CARMIKE CINEMAS INC COM 143436400 135 11,973 X 11,973 CASEYS GEN STORES INC COM 147528103 383 6,710 X 6,710 CATAMARAN CORP COM 148887102 229 2,333 X 2,333 CATERPILLAR INC DEL COM 149123101 849 9,870 X 9,870 CEMEX SAB DE CV SPON ADR NEW 151290889 357 42,828 X 42,828 CENTENE CORP DEL COM 15135B101 299 8,000 X 8,000 CENTURYLINK INC COM 156700106 675 16,713 X 16,713 CERUS CORP COM 157085101 139 41,013 X 41,013 CHARLES RIV LABS INTL INC COM 159864107 358 9,040 X 9,040 CHEESECAKE FACTORY INC COM 163072101 272 7,600 X 7,600 CHEMED CORP NEW COM 16359R103 296 4,268 X 4,268 CHEVRON CORP NEW COM 166764100 1,372 11,770 X 11,770 CINEMARK HOLDINGS INC COM 17243V102 909 40,530 X 40,530 CISCO SYS INC COM 17275R102 592 31,000 X 31,000 CIRRUS LOGIC INC COM 172755100 543 14,150 X 14,150 CLEARWIRE CORP NEW CL A 18538Q105 27 19,980 X 19,980 COACH INC COM 189754104 361 6,440 X 6,440 COGENT COMM GROUP INC COM NEW 19239V302 408 17,760 X 17,760 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,124 16,080 X 16,080 COINSTAR INC COM 19259P300 346 7,700 X 7,700 COLFAX CORP COM 194014106 1,249 34,070 X 34,070 COMMVAULT SYSTEMS INC COM 204166102 449 7,650 X 7,650 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 823 21,500 X 21,500 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 365 9,370 X 9,370 COMPUWARE CORP COM 205638109 1,029 104,070 X 104,070 COOPER TIRE & RUBR CO COM 216831107 518 27,000 X 27,000 CORESITE RLTY CORP COM 21870Q105 434 16,100 X 16,100 CRACKER BARREL OLD CTRY STOR COM 22410J106 309 4,600 X 4,600 CROCS INC COM 227046109 175 10,810 X 10,810 CROSSTEX ENERGY INC COM 22765Y104 141 10,028 X 10,028 CUBESMART COM 229663109 442 34,310 X 34,310 CUBIST PHARMACEUTICALS INC COM 229678107 606 12,706 X 12,706 CUMMINS INC COM 231021106 787 8,530 X 8,530 CURIS INC COM 231269101 71 17,254 X 17,254 CYBERONICS INC COM 23251P102 268 5,120 X 5,120 CYTEC INDS INC COM 232820100 383 5,840 X 5,840 DFC GLOBAL CORP COM 23324T107 750 43,725 X 43,725 DSW INC CL A 23334L102 536 8,038 X 8,038 DXP ENTERPRISES INC NEW COM NEW 233377407 1,416 29,632 X 29,632 DANA HLDG CORP COM 235825205 123 10,020 X 10,020 DANAHER CORP DEL COM 235851102 765 13,880 X 13,880 DATALINK CORP COM 237934104 224 27,088 X 27,088 DELEK US HLDGS INC COM 246647101 335 13,140 X 13,140 DENBURY RES INC COM NEW 247916208 1,339 82,870 X 82,870 DENDREON CORP COM 24823Q107 51 10,520 X 10,520 DENNYS CORP COM 24869P104 488 100,740 X 100,740 DEPOMED INC COM 249908104 73 12,300 X 12,300 DESTINATION MATERNITY CORP COM 25065D100 292 15,600 X 15,600 DILLARDS INC CL A 254067101 238 3,290 X 3,290 DINEEQUITY INC COM 254423106 233 4,160 X 4,160 DISH NETWORK CORP CL A 25470M109 341 11,130 X 11,130 DOMINOS PIZZA INC COM 25754A201 281 7,460 X 7,460 DOUGLAS EMMETT INC COM 25960P109 308 13,330 X 13,330 DUSA PHARMACEUTICALS INC COM 266898105 111 16,386 X 16,386 DYNAVAX TECHNOLOGIES CORP COM 268158102 90 18,860 X 18,860 EAGLE BANCORP INC MD COM 268948106 191 11,441 X 11,441 E TRADE FINANCIAL CORP COM NEW 269246401 145 16,440 X 16,440 EBAY INC COM 278642103 677 14,000 X 14,000 EBIX INC COM NEW 278715206 484 20,490 X 20,490 ECOLAB INC COM 278865100 795 12,270 X 12,270 EDISON INTL COM 281020107 848 18,550 X 18,550 EDUCATION RLTY TR INC COM 28140H104 195 17,920 X 17,920 EMCOR GROUP INC COM 29084Q100 533 18,660 X 18,660 ENCORE CAP GROUP INC COM 292554102 434 15,370 X 15,370 ENSIGN GROUP INC COM 29358P101 205 6,690 X 6,690 EQUITY LIFESTYLE PPTYS INC COM 29472R108 360 5,290 X 5,290 EXAR CORP COM 300645108 120 15,040 X 15,040 EXLSERVICE HOLDINGS INC COM 302081104 480 16,280 X 16,280 EXPEDIA INC DEL COM NEW 30212P303 235 4,065 X 4,065 EXPRESS INC COM 30219E103 479 32,320 X 32,320 EXPRESS SCRIPTS HLDG CO COM 30219G108 614 9,810 X 9,810 EZCORP INC CL A NON VTG 302301106 681 29,720 X 29,720 EXXON MOBIL CORP COM 30231G102 593 6,480 X 6,480 FXCM INC COM CL A 302693106 355 37,160 X 37,160 FAIR ISAAC CORP COM 303250104 438 9,890 X 9,890 FELCOR LODGING TR INC COM 31430F101 88 18,560 X 18,560 FIESTA RESTAURANT GROUP INC COM 31660B101 444 27,990 X 27,990 FIRST FINL HLDGS INC COM 320239106 170 13,097 X 13,097 FLEETCOR TECHNOLOGIES INC COM 339041105 308 6,880 X 6,880 FLOTEK INDS INC DEL COM 343389102 136 10,700 X 10,700 FLOWSERVE CORP COM 34354P105 258 2,020 X 2,020 FOMENTO ECONOMICO SPON MEXICANO S ADR UNITS 344419106 414 4,504 X 4,504 FOREST CITY ENTERPRISES INC CL A 345550107 360 22,710 X 22,710 FORRESTER RESH INC COM 346563109 206 7,167 X 7,167 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 213 8,770 X 8,770 FREEPORT-MCMORAN COPPER & GO COM 35671D857 418 10,560 X 10,560 FRONTIER COMMUNICATIONS CORP COM 35906A108 603 122,730 X 122,730 FURMANITE CORPORATION COM 361086101 249 43,760 X 43,760 GFI GROUP INC COM 361652209 146 45,910 X 45,910 GT ADVANCED TECHNOLOGIES INC COM 36191U106 117 21,530 X 21,530 GENERAL CABLE CORP DEL NEW COM 369300108 288 9,800 X 9,800 GENERAL ELECTRIC CO COM 369604103 430 18,930 X 18,930 GENERAL MTRS CO COM 37045V100 397 17,470 X 17,470 GENESEE & WYO INC CL A 371559105 369 5,520 X 5,520 GENOMIC HEALTH INC COM 37244C101 398 11,460 X 11,460 GENTHERM INC COM 37253A103 147 11,843 X 11,843 GILEAD SCIENCES INC COM 375558103 2,138 32,240 X 32,240 GILDAN ACTIVEWEAR INC COM 375916103 437 13,800 X 13,800 GLADSTONE CAPITAL CORP COM 376535100 119 13,590 X 13,590 GLATFELTER COM 377316104 193 10,850 X 10,850 GLOBAL CASH ACCESS HLDGS INC COM 378967103 303 37,590 X 37,590 GLOBAL PMTS INC COM 37940X102 467 11,170 X 11,170 GOOGLE INC CL A 38259P508 3,403 4,510 X 4,510 GRIFOLS S A SP ADR REP B N 398438408 420 18,400 X 18,400 GRUPO TELEVISA SA SPON ADR REP O 40049J206 362 15,385 X 15,385 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,307 34,787 X 34,787 HSBC HLDGS PLC SPON ADR NEW 404280406 1,825 39,278 X 39,278 HSN INC COM 404303109 271 5,530 X 5,530 HACKETT GROUP INC COM 404609109 90 21,630 X 21,630 HAEMONETICS CORP COM 405024100 256 3,190 X 3,190 HALCON RES CORP COM NEW 40537Q209 109 14,910 X 14,910 HALOZYME THERAPEUTICS INC COM 40637H109 103 13,660 X 13,660 HANGER INC COM NEW 41043F208 770 26,980 X 26,980 HARVARD BIOSCIENCE INC COM 416906105 174 41,080 X 41,080 HEALTHSOUTH CORP COM NEW 421924309 700 29,085 X 29,085 HEADWATERS INC COM 42210P102 93 14,120 X 14,120 HEARTLAND PMT SYS INC COM 42235N108 281 8,882 X 8,882 HECKMANN CORP COM 422680108 124 29,500 X 29,500 HEICO CORP NEW COM 422806109 212 5,468 X 5,468 HEWLETT PACKARD CO COM 428236103 223 13,060 X 13,060 HI-TECH PHARMACAL INC COM 42840B101 248 7,480 X 7,480 HIBBETT SPORTS INC COM 428567101 407 6,850 X 6,850 HOME DEPOT INC COM 437076102 1,305 21,620 X 21,620 HONEYWELL INTL INC COM 438516106 1,037 17,350 X 17,350 HOSPIRA INC COM 441060100 870 26,511 X 26,511 HOT TOPIC INC COM 441339108 201 23,050 X 23,050 HUNTINGTON BANCSHARES INC COM 446150104 576 83,490 X 83,490 IDT CORP CL B NEW 448947507 141 13,740 X 13,740 ISTAR FINL INC COM 45031U101 177 21,418 X 21,418 IXIA COM 45071R109 268 16,700 X 16,700 ICON PUB LTD CO SPONSORED ADR 45103T107 478 19,600 X 19,600 IDENIX PHARMACEUTICALS INC COM 45166R204 89 19,530 X 19,530 IMMUNOCELLULAR THERAPEUTICS COM 452536105 37 13,280 X 13,280 IMPAX LABORATORIES INC COM 45256B101 274 10,570 X 10,570 INGREDION INC COM 457187102 282 5,110 X 5,110 INNERWORKINGS INC COM 45773Y105 191 14,700 X 14,700 INTERACTIVE BROKERS GROUP IN COM 45841N107 656 46,819 X 46,819 INTERVAL LEISURE GROUP INC COM 46113M108 228 12,060 X 12,060 INTRALINKS HLDGS INC COM 46118H104 125 19,110 X 19,110 ION GEOPHYSICAL CORP COM 462044108 84 12,110 X 12,110 ITAU UNIBANCO HLDG SA SPON ADR REP P 465562106 1,113 72,813 X 72,813 JDA SOFTWARE GROUP INC COM 46612K108 755 23,760 X 23,760 JPMORGAN CHASE & CO COM 46625H100 1,337 33,020 X 33,020 JARDEN CORP COM 471109108 1,093 20,690 X 20,690 JONES LANG LASALLE INC COM 48020Q107 478 6,260 X 6,260 JOS A BANK CLOTHIERS INC COM 480838101 376 7,755 X 7,755 JUNIPER NETWORKS INC COM 48203R104 292 17,090 X 17,090 KIT DIGITAL INC COM NEW 482470200 374 124,712 X 124,712 KKR FINANCIAL HLDGS LLC NOTE 7.500% 1 48248AAD0 732 490,000 X 490,000 KKR FINANCIAL HLDGS LLC COM 48248A306 3,263 324,700 X 324,700 KELLOGG CO COM 487836108 345 6,670 X 6,670 KEY TRONICS CORP COM 493144109 216 21,746 X 21,746 KEYCORP NEW COM 493267108 339 38,780 X 38,780 KINDER MORGAN INC DEL *W EXP 05/25/2 49456B119 37 10,625 X 10,625 KOPPERS HOLDINGS INC COM 50060P106 293 8,393 X 8,393 KRAFT FOODS INC CL A 50075N104 744 17,990 X 17,990 LATTICE SEMICONDUCTOR CORP COM 518415104 55 14,390 X 14,390 LEAPFROG ENTERPRISES INC CL A 52186N106 202 22,407 X 22,407 LIBBEY INC COM 529898108 304 19,236 X 19,236 LIONBRIDGE TECHNOLOGIES INC COM 536252109 124 35,210 X 35,210 LIVEPERSON INC COM 538146101 304 16,760 X 16,760 MDC PARTNERS INC CL A SUB VTG 552697104 147 11,908 X 11,908 MTS SYS CORP COM 553777103 272 5,074 X 5,074 MWI VETERINARY SUPPLY INC COM 55402X105 231 2,170 X 2,170 MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 384 30,200 X 30,200 MACERICH CO COM 554382101 263 4,600 X 4,600 MADDEN STEVEN LTD COM 556269108 363 8,310 X 8,310 MANULIFE FINL CORP COM 56501R106 1,423 118,185 X 118,185 MARATHON PETE CORP COM 56585A102 612 11,220 X 11,220 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 362 6,742 X 6,742 MAXYGEN INC COM 577776107 111 41,899 X 41,899 MAXIMUS INC COM 577933104 890 14,910 X 14,910 MCDONALDS CORP COM 580135101 1,438 15,670 X 15,670 MEAD JOHNSON NUTRITION CO COM 582839106 1,057 14,425 X 14,425 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 223 5,150 X 5,150 MEDIVATION INC COM 58501N101 1,185 21,030 X 21,030 MEDNAX INC COM 58502B106 928 12,460 X 12,460 MEDTRONIC INC COM 585055106 758 17,590 X 17,590 MENTOR GRAPHICS CORP COM 587200106 652 42,133 X 42,133 MERCK & CO INC NEW COM 58933Y105 665 14,750 X 14,750 METLIFE INC COM 59156R108 554 16,090 X 16,090 METROPOLITAN HEALTH NETWORKS COM 592142103 155 16,610 X 16,610 MICROSTRATEGY INC CL A NEW 594972408 265 1,980 X 1,980 MICRON TECHNOLOGY INC NOTE 1.500% 8 595112AQ6 324 360,000 X 360,000 MIDDLEBY CORP COM 596278101 213 1,843 X 1,843 MONOLITHIC PWR SYS INC COM 609839105 523 26,500 X 26,500 MULTI COLOR CORP COM 625383104 793 34,219 X 34,219 MULTIMEDIA GAMES HLDG CO INC COM 625453105 185 11,730 X 11,730 MYERS INDS INC COM 628464109 311 19,882 X 19,882 MYLAN INC NOTE 3.750% 9 628530AJ6 653 341,000 X 341,000 NCR CORP NEW COM 62886E108 416 17,860 X 17,860 NII HLDGS INC CL B NEW 62913F201 132 16,800 X 16,800 NASDAQ OMX GROUP INC COM 631103108 571 24,510 X 24,510 NATIONAL CINEMEDIA INC COM 635309107 276 16,890 X 16,890 NATIONAL OILWELL VARCO INC COM 637071101 549 6,850 X 6,850 NATIONAL PENN BANCSHARES INC COM 637138108 214 23,500 X 23,500 NATIONSTAR MTG HLDGS INC COM 63861C109 534 16,080 X 16,080 NEUROCRINE BIOSCIENCES INC COM 64125C109 205 25,630 X 25,630 NEWCASTLE INVT CORP COM 65105M108 91 12,030 X 12,030 NEXSTAR BROADCASTING GROUP I CL A 65336K103 120 11,342 X 11,342 NICE SYS LTD SPONSORED ADR 653656108 1,633 49,157 X 49,157 NIKE INC CL B 654106103 659 6,940 X 6,940 NORTHSTAR RLTY FIN CORP COM 66704R100 354 55,710 X 55,710 OSI SYSTEMS INC COM 671044105 218 2,800 X 2,800 OYO GEOSPACE CORP COM 671074102 432 3,530 X 3,530 OCCIDENTAL PETE CORP DEL COM 674599105 1,042 12,110 X 12,110 OCWEN FINL CORP COM NEW 675746309 384 14,010 X 14,010 OLD DOMINION FGHT LINES INC COM 679580100 271 8,985 X 8,985 OMNICOM GROUP INC COM 681919106 544 10,550 X 10,550 ONYX PHARMACEUTICALS INC COM 683399109 1,388 16,430 X 16,430 OPKO HEALTH INC COM 68375N103 52 12,510 X 12,510 ORACLE CORP COM 68389X105 1,730 54,990 X 54,990 ORBITZ WORLDWIDE INC COM 68557K109 53 20,880 X 20,880 OWENS & MINOR INC NEW COM 690732102 387 12,961 X 12,961 PDL BIOPHARMA INC COM 69329Y104 452 58,740 X 58,740 PNC FINL SVCS GROUP INC COM 693475105 485 7,680 X 7,680 PPG INDS INC COM 693506107 292 2,540 X 2,540 PACER INTL INC TENN COM 69373H106 163 40,984 X 40,984 PANTRY INC COM 698657103 288 19,783 X 19,783 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 676 31,040 X 31,040 PAREXEL INTL CORP COM 699462107 256 8,310 X 8,310 PARKER HANNIFIN CORP COM 701094104 388 4,640 X 4,640 PATTERSON COMPANIES INC COM 703395103 355 10,360 X 10,360 PEPSICO INC COM 713448108 1,369 19,350 X 19,350 PETROLEO BRASILEIRO SA SP ADR PETRO NON VTG 71654V101 248 11,256 X 11,256 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 289 12,600 X 12,600 PHARMACYCLICS INC COM 716933106 361 5,598 X 5,598 PFIZER INC COM 717081103 1,908 76,780 X 76,780 PHILIP MORRIS INTL INC COM 718172109 1,793 19,930 X 19,930 PHILLIPS 66 COM 718546104 523 11,280 X 11,280 PHOTRONICS INC COM 719405102 114 21,280 X 21,280 PIER 1 IMPORTS INC COM 720279108 364 19,445 X 19,445 PILGRIMS PRIDE CORP NEW COM 72147K108 132 25,740 X 25,740 PLEXUS CORP COM 729132100 266 8,780 X 8,780 POLYCOM INC COM 73172K104 149 15,140 X 15,140 POOL CORPORATION COM 73278L105 234 5,620 X 5,620 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 253 2,420 X 2,420 PRAXAIR INC COM 74005P104 317 3,050 X 3,050 PRECISION CASTPARTS CORP COM 740189105 590 3,610 X 3,610 PRIMUS TELECOMMUNICATIONS GR COM 741929301 197 12,870 X 12,870 PROCTER & GAMBLE CO COM 742718109 427 6,150 X 6,150 PROGRESS SOFTWARE CORP COM 743312100 480 22,455 X 22,455 QUALCOMM INC COM 747525103 1,744 27,910 X 27,910 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 206 11,170 X 11,170 QUINSTREET INC COM 74874Q100 107 12,750 X 12,750 RAIT FINANCIAL TRUST COM NEW 749227609 78 14,867 X 14,867 RTI BIOLOGICS INC COM 74975N105 250 59,872 X 59,872 RAPTOR PHARMACEUTICAL CORP COM 75382F106 100 18,040 X 18,040 RAYMOND JAMES FINANCIAL INC COM 754730109 299 8,150 X 8,150 REDWOOD TR INC COM 758075402 366 25,320 X 25,320 REGAL BELOIT CORP COM 758750103 884 12,540 X 12,540 REGIONS FINANCIAL CORP NEW COM 7591EP100 146 20,250 X 20,250 REINSURANCE GROUP AMER INC COM NEW 759351604 488 8,430 X 8,430 REPUBLIC AWYS HLDGS INC COM 760276105 67 14,489 X 14,489 RESPONSYS INC COM 761248103 450 44,020 X 44,020 REVLON INC CL A NEW 761525609 218 14,096 X 14,096 RICHARDSON ELECTRS LTD COM 763165107 188 15,864 X 15,864 RIO TINTO PLC SPONSORED ADR 767204100 229 4,900 X 4,900 ROCK-TENN CO CL A 772739207 1,005 13,920 X 13,920 ROCKVILLE FINL INC NEW COM 774188106 127 10,360 X 10,360 ROYAL GOLD INC COM 780287108 297 2,980 X 2,980 SBA COMMUNICATIONS CORP COM 78388J106 392 6,240 X 6,240 SALLY BEAUTY HLDGS INC COM 79546E104 334 13,310 X 13,310 SCANSOURCE INC COM 806037107 234 7,313 X 7,313 SCHLUMBERGER LTD COM 806857108 861 11,900 X 11,900 SCHWAB CHARLES CORP NEW COM 808513105 456 35,670 X 35,670 SCICLONE PHARMACEUTICALS INC COM 80862K104 172 31,062 X 31,062 SELECT COMFORT CORP COM 81616X103 221 7,025 X 7,025 SIGNATURE BK NEW YORK N Y COM 82669G104 243 3,620 X 3,620 SILGAN HOLDINGS INC COM 827048109 265 6,080 X 6,080 SINCLAIR BROADCAST GROUP INC CL A 829226109 256 22,805 X 22,805 SIRONA DENTAL SYSTEMS INC COM 82966C103 564 9,900 X 9,900 SIX FLAGS ENTMT CORP NEW COM 83001A102 211 3,588 X 3,588 SNYDERS-LANCE INC COM 833551104 337 13,480 X 13,480 SOCIEDAD QUIMICA MINERA SPON ADR DE C SER B 833635105 495 8,031 X 8,031 SOLAZYME INC COM 83415T101 311 27,080 X 27,080 SOUTHWEST BANCORP INC OKLA COM 844767103 115 10,612 X 10,612 SOVRAN SELF STORAGE INC COM 84610H108 418 7,220 X 7,220 SPECTRUM PHARMACEUTICALS INC COM 84763A108 579 49,490 X 49,490 STAAR SURGICAL CO COM PAR $0.01 852312305 140 18,557 X 18,557 STERIS CORP COM 859152100 287 8,100 X 8,100 STEWART ENTERPRISES INC CL A 860370105 126 14,960 X 14,960 STRATEGIC HOTELS & RESORTS I COM 86272T106 130 21,670 X 21,670 STURM RUGER & CO INC COM 864159108 294 5,940 X 5,940 SUNCOR ENERGY INC NEW COM 867224107 1,241 37,774 X 37,774 SUSSER HLDGS CORP COM 869233106 238 6,570 X 6,570 SYNOPSYS INC COM 871607107 276 8,350 X 8,350 SYNOVUS FINL CORP COM 87161C105 118 49,780 X 49,780 SYNTEL INC COM 87162H103 220 3,530 X 3,530 SYNTA PHARMACEUTICALS CORP COM 87162T206 320 41,980 X 41,980 TCF FINL CORP COM 872275102 608 50,880 X 50,880 TJX COS INC NEW COM 872540109 1,108 24,740 X 24,740 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 391 8,940 X 8,940 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,577 99,679 X 99,679 TAL INTL GROUP INC COM 874083108 366 10,770 X 10,770 TASER INTL INC COM 87651B104 80 13,200 X 13,200 TECH DATA CORP COM 878237106 252 5,570 X 5,570 TELULAR CORP COM NEW 87970T208 134 13,568 X 13,568 TEMPUR PEDIC INTL INC COM 88023U101 346 11,590 X 11,590 TENET HEALTHCARE CORP COM 88033G100 84 13,380 X 13,380 TENNECO INC COM 880349105 543 19,403 X 19,403 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,969 95,853 X 95,853 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 429 8,640 X 8,640 THERAVANCE INC COM 88338T104 432 16,670 X 16,670 THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 130 17,960 X 17,960 TOWN SPORTS INTL HLDGS INC COM 89214A102 254 20,530 X 20,530 TRANSCEPT PHARMACEUTICALS IN COM 89354M106 57 10,765 X 10,765 TRIMAS CORP COM NEW 896215209 353 14,650 X 14,650 TRIUS THERAPEUTICS INC COM 89685K100 93 15,910 X 15,910 TUPPERWARE BRANDS CORP COM 899896104 696 12,980 X 12,980 TYLER TECHNOLOGIES INC COM 902252105 309 7,026 X 7,026 UNS ENERGY CORP COM 903119105 296 7,060 X 7,060 USANA HEALTH SCIENCES INC COM 90328M107 277 5,960 X 5,960 USA MOBILITY INC COM 90341G103 132 11,152 X 11,152 U S AIRWAYS GROUP INC COM 90341W108 223 21,300 X 21,300 ULTIMATE SOFTWARE GROUP INC COM 90385D107 270 2,640 X 2,640 UNION PAC CORP COM 907818108 608 5,120 X 5,120 UNITED NAT FOODS INC COM 911163103 265 4,540 X 4,540 UNITED PARCEL SERVICE INC CL B 911312106 733 10,240 X 10,240 UNITED TECHNOLOGIES CORP COM 913017109 1,529 19,530 X 19,530 UNIVERSAL AMERN CORP NEW COM 91338E101 193 20,916 X 20,916 UNIVERSAL CORP VA COM 913456109 200 3,930 X 3,930 UNIVERSAL HLTH SVCS INC CL B 913903100 765 16,730 X 16,730 V F CORP COM 918204108 432 2,710 X 2,710 VALASSIS COMMUNICATIONS INC COM 918866104 303 12,270 X 12,270 VALEANT PHARMACEUTICALS INTL COM 91911K102 641 11,600 X 11,600 VALE S A ADR REPSTG PFD 91912E204 363 20,885 X 20,885 VARIAN MED SYS INC COM 92220P105 272 4,510 X 4,510 VERIZON COMMUNICATIONS INC COM 92343V104 60,633 1,330,548 X 1,330,548 VIACOM INC NEW CL B 92553P201 1,169 21,810 X 21,810 VISA INC COM CL A 92826C839 482 3,590 X 3,590 VIRTUSA CORP COM 92827P102 295 16,610 X 16,610 VOCUS INC COM 92858J108 399 19,880 X 19,880 WI-LAN INC COM 928972108 69 12,303 X 12,303 WAL-MART STORES INC COM 931142103 597 8,090 X 8,090 WALTER INVT MGMT CORP COM 93317W102 309 8,350 X 8,350 WARNACO GROUP INC COM NEW 934390402 383 7,380 X 7,380 WEB COM GROUP INC COM 94733A104 672 37,440 X 37,440 WELLCARE HEALTH PLANS INC COM 94946T106 398 7,030 X 7,030 WELLPOINT INC COM 94973V107 342 5,900 X 5,900 WELLS FARGO & CO NEW COM 949746101 480 13,900 X 13,900 WESCO INTL INC COM 95082P105 950 16,600 X 16,600 WESTELL TECHNOLOGIES INC CL A 957541105 33 15,576 X 15,576 WESTERN REFNG INC COM 959319104 314 12,010 X 12,010 WHITING PETE CORP NEW COM 966387102 438 9,240 X 9,240 WORLD ACCEP CORP DEL COM 981419104 384 5,700 X 5,700 WORLD FUEL SVCS CORP COM 981475106 908 25,510 X 25,510 WRIGHT EXPRESS CORP COM 98233Q105 342 4,900 X 4,900 WYNDHAM WORLDWIDE CORP COM 98310W108 308 5,860 X 5,860 XO GROUP INC COM 983772104 205 24,535 X 24,535 YM BIOSCIENCES INC COM 984238105 224 122,000 X 122,000 ZIX CORP COM 98974P100 70 24,530 X 24,530 ZUMIEZ INC COM 989817101 215 7,736 X 7,736 Total 284,050