UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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: 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: 908 559-5590
Signature, Place, and Date of Signing:
/s/ David Beik Basking Ridge Jersey August 12, 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: 571
------------
Form 13F Information Table Value Total: 716,196.00
------------
(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-Jun-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 1,907 31,564 31,564
BUNGE LIMITED COM G16962105 271 3,929 3,929
COOPER INDUSTRIES PLC SHS G24140108 380 6,360 6,360
COVIDIEN PLC SHS G2554F113 922 17,329 17,329
HERBALIFE LTD COM USD SHS G4412G101 1,894 32,860 32,860
INGERSOLL-RAND PLC SHS G47791101 642 14,143 14,143
INVESCO LTD SHS G491BT108 206 8,784 8,784
LAZARD LTD SHS A G54050102 201 5,419 5,419
MARVELL TECHNOLOGY GROUP
LTD ORD G5876H105 458 31,008 31,008
NABORS INDUSTRIES LTD SHS G6359F103 217 8,817 8,817
ACE LTD SHS H0023R105 778 11,819 11,819
TYCO INTERNATIONAL LTD SHS H89128104 440 8,911 8,911
CORE LABORATORIES N V COM N22717107 249 2,230 2,230
LYONDELLBASELL
INDUSTRIES N SHS - A - N53745100 254 6,589 6,589
AVAGO TECHNOLOGIES LTD SHS Y0486S104 355 9,354 9,354
AFLAC INC COM 001055102 1,008 21,592 21,592
AES CORP COM 00130H105 269 21,128 21,128
AT&T INC COM 00206R102 6,784 215,973 215,973
ABBOTT LABS COM 002824100 5,030 95,584 95,584
ABERCROMBIE & FITCH CO CL A 002896207 263 3,923 3,923
ADOBE SYS INC COM 00724F101 1,209 38,447 38,447
ADVANCE AUTO PARTS INC COM 00751Y106 223 3,807 3,807
ADVANCED MICRO DEVICES
INC COM 007903107 210 30,060 30,060
AETNA INC NEW COM 00817Y108 788 17,862 17,862
AFFILIATED MANAGERS
GROUP COM 008252108 213 2,101 2,101
AGILENT TECHNOLOGIES INC COM 00846U101 870 17,015 17,015
AIR PRODS & CHEMS INC COM 009158106 1,352 14,143 14,143
AIRGAS INC COM 009363102 269 3,834 3,834
AKAMAI TECHNOLOGIES INC COM 00971T101 271 8,627 8,627
ALBEMARLE CORP COM 012653101 310 4,480 4,480
ALCOA INC COM 013817101 579 36,536 36,536
ALEXION PHARMACEUTICALS
INC COM 015351109 423 8,992 8,992
ALLEGHENY TECHNOLOGIES
INC COM 01741R102 604 9,512 9,512
ALLERGAN INC COM 018490102 2,348 28,199 28,199
ALLIANCE DATA SYSTEMS
CORP COM 018581108 235 2,494 2,494
ALLSTATE CORP COM 020002101 716 23,453 23,453
ALPHA NATURAL RESOURCES
INC COM 02076X102 552 12,158 12,158
ALTERA CORP COM 021441100 730 15,751 15,751
ALTRIA GROUP INC COM 02209S103 3,169 119,975 119,975
AMAZON COM INC COM 023135106 5,147 25,172 25,172
AMERICAN ELEC PWR INC COM 025537101 535 14,187 14,187
AMERICAN EXPRESS CO COM 025816109 3,454 66,807 66,807
AMERICAN INTL GROUP INC COM NEW 026874784 246 8,396 8,396
AMERICAN TOWER CORP CL A 029912201 1,015 19,387 19,387
AMERISOURCEBERGEN CORP COM 03073E105 1,282 30,966 30,966
AMERIPRISE FINL INC COM 03076C106 266 4,605 4,605
AMETEK INC NEW COM 031100100 823 18,323 18,323
AMGEN INC COM 031162100 2,403 41,188 41,188
AMPHENOL CORP NEW CL A 032095101 465 8,611 8,611
ANADARKO PETE CORP COM 032511107 1,376 17,932 17,932
ANALOG DEVICES INC COM 032654105 802 20,483 20,483
ANNALY CAP MGMT INC COM 035710409 571 31,674 31,674
ANSYS INC COM 03662Q105 245 4,487 4,487
AON CORP COM 037389103 669 13,038 13,038
APACHE CORP COM 037411105 2,240 18,157 18,157
APOLLO GROUP INC CL A 037604105 257 5,893 5,893
APPLE INC COM 037833100 21,002 62,568 62,568
APPLIED MATLS INC COM 038222105 358 27,538 27,538
ARCHER DANIELS MIDLAND
CO COM 039483102 897 29,744 29,744
ASHLAND INC NEW COM 044209104 377 5,828 5,828
ATMEL CORP COM 049513104 302 21,499 21,499
AUTODESK INC COM 052769106 434 11,233 11,233
AUTOLIV INC COM 052800109 472 6,020 6,020
AUTOMATIC DATA
PROCESSING IN COM 053015103 1,856 35,237 35,237
AUTOZONE INC COM 053332102 543 1,843 1,843
AVALONBAY CMNTYS INC COM 053484101 213 1,658 1,658
AVON PRODS INC COM 054303102 816 29,143 29,143
BB&T CORP COM 054937107 669 24,917 24,917
BMC SOFTWARE INC COM 055921100 917 16,759 16,759
BABCOCK & WILCOX CO NEW COM 05615F102 265 9,558 9,558
BAKER HUGHES INC COM 057224107 1,257 17,320 17,320
BALL CORP COM 058498106 411 10,698 10,698
BANK OF AMERICA
CORPORATION COM 060505104 3,823 348,820 348,820
BANK HAWAII CORP COM 062540109 362 7,785 7,785
BANK OF NEW YORK MELLON
CORP COM 064058100 1,301 50,788 50,788
BARD C R INC COM 067383109 460 4,188 4,188
BAXTER INTL INC COM 071813109 2,386 39,967 39,967
BECKMAN COULTER INC COM 075811109 677 8,110 8,110
BECTON DICKINSON & CO COM 075887109 1,452 16,854 16,854
BED BATH & BEYOND INC COM 075896100 1,011 17,314 17,314
BEMIS INC COM 081437105 223 6,598 6,598
BERKSHIRE HATHAWAY INC
DEL CL B NEW 084670702 4,960 64,087 64,087
BEST BUY INC COM 086516101 579 18,447 18,447
BIOGEN IDEC INC COM 09062X103 1,882 17,599 17,599
BLACKROCK INC COM 09247X101 803 4,187 4,187
BLOCK H & R INC COM 093671105 179 11,164 11,164
BOEING CO COM 097023105 3,435 46,465 46,465
BORGWARNER INC COM 099724106 651 8,054 8,054
BOSTON PROPERTIES INC COM 101121101 960 9,042 9,042
BOSTON SCIENTIFIC CORP COM 101137107 201 29,043 29,043
BRISTOL MYERS SQUIBB CO COM 110122108 1,777 61,346 61,346
BROADCOM CORP CL A 111320107 1,438 42,754 42,754
BROOKFIELD OFFICE PPTYS
INC COM 112900105 264 13,695 13,695
BROWN FORMAN CORP CL B 115637209 341 4,560 4,560
BUCYRUS INTL INC NEW COM 118759109 339 3,699 3,699
CBS CORP NEW CL A 124857103 260 9,039 9,039
CBS CORP NEW CL B 124857202 758 26,620 26,620
CB RICHARD ELLIS GROUP
INC CL A 12497T101 359 14,290 14,290
CF INDS HLDGS INC COM 125269100 568 4,010 4,010
C H ROBINSON WORLDWIDE
INC COM NEW 12541W209 979 12,417 12,417
CIGNA CORP COM 125509109 264 5,142 5,142
CIT GROUP INC COM NEW 125581801 312 7,053 7,053
CME GROUP INC COM 12572Q105 797 2,734 2,734
CMS ENERGY CORP COM 125896100 302 15,343 15,343
CSX CORP COM 126408103 2,051 78,237 78,237
CVS CAREMARK CORPORATION COM 126650100 2,072 55,126 55,126
CABLEVISION SYS CORP CL A
NY CABLVS 12686C109 580 16,027 16,027
CABOT OIL & GAS CORP COM 127097103 339 5,105 5,105
CADENCE DESIGN SYSTEM
INC COM 127387108 139 13,158 13,158
CALPINE CORP COM NEW 131347304 173 10,727 10,727
CAMERON INTERNATIONAL
CORP COM 13342B105 1,106 22,002 22,002
CAMPBELL SOUP CO COM 134429109 255 7,384 7,384
CAPITAL ONE FINL CORP COM 14040H105 1,010 19,539 19,539
CARDINAL HEALTH INC COM 14149Y108 540 11,900 11,900
CARNIVAL CORP PAIRED CTF 143658300 305 8,104 8,104
CARPENTER TECHNOLOGY
CORP COM 144285103 232 4,018 4,018
CATERPILLAR INC DEL COM 149123101 4,593 43,140 43,140
CELANESE CORP DEL COM SER A 150870103 638 11,960 11,960
CELGENE CORP COM 151020104 2,425 40,195 40,195
CENTURYLINK INC COM 156700106 761 18,817 18,817
CERNER CORP COM 156782104 1,911 31,274 31,274
CHESAPEAKE ENERGY CORP COM 165167107 837 28,178 28,178
CHEVRON CORP NEW COM 166764100 8,084 78,607 78,607
CHICOS FAS INC COM 168615102 283 18,575 18,575
CHIMERA INVT CORP COM 16934Q109 67 19,489 19,489
CHIPOTLE MEXICAN GRILL
INC COM 169656105 468 1,520 1,520
CHUBB CORP COM 171232101 348 5,560 5,560
CHURCH & DWIGHT INC COM 171340102 272 6,702 6,702
CIMAREX ENERGY CO COM 171798101 207 2,305 2,305
CISCO SYS INC COM 17275R102 3,238 207,424 207,424
CITIGROUP INC COM NEW 172967424 2,919 70,094 70,094
CITRIX SYS INC COM 177376100 735 9,191 9,191
CLIFFS NATURAL RESOURCES
INC COM 18683K101 613 6,631 6,631
COACH INC COM 189754104 1,429 22,355 22,355
COCA COLA CO COM 191216100 9,682 143,886 143,886
COCA COLA ENTERPRISES
INC NE COM 19122T109 397 13,620 13,620
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 1,983 27,039 27,039
COLGATE PALMOLIVE CO COM 194162103 2,578 29,498 29,498
COMCAST CORP NEW CL A 20030N101 3,430 135,374 135,374
CONAGRA FOODS INC COM 205887102 240 9,313 9,313
CONCHO RES INC COM 20605P101 464 5,052 5,052
CONOCOPHILLIPS COM 20825C104 4,052 53,896 53,896
CONSOL ENERGY INC COM 20854P109 721 14,867 14,867
CONSOLIDATED EDISON INC COM 209115104 555 10,427 10,427
CONSTELLATION ENERGY
GROUP I COM 210371100 282 7,435 7,435
CORN PRODS INTL INC COM 219023108 765 13,834 13,834
CORNING INC COM 219350105 984 54,209 54,209
COSTCO WHSL CORP NEW COM 22160K105 2,609 32,114 32,114
CRANE CO COM 224399105 323 6,546 6,546
CROWN CASTLE INTL CORP COM 228227104 769 18,849 18,849
CROWN HOLDINGS INC COM 228368106 296 7,620 7,620
CUMMINS INC COM 231021106 1,535 14,836 14,836
DPL INC COM 233293109 352 11,679 11,679
DTE ENERGY CO COM 233331107 634 12,677 12,677
DANAHER CORP DEL COM 235851102 2,110 39,825 39,825
DARDEN RESTAURANTS INC COM 237194105 480 9,640 9,640
DAVITA INC COM 23918K108 404 4,669 4,669
DEERE & CO COM 244199105 2,485 30,140 30,140
DELL INC COM 24702R101 1,580 94,765 94,765
DELTA AIR LINES INC DEL COM NEW 247361702 287 31,279 31,279
DENBURY RES INC COM NEW 247916208 353 17,640 17,640
DENDREON CORP COM 24823Q107 281 7,131 7,131
DEVON ENERGY CORP NEW COM 25179M103 1,511 19,175 19,175
DIGITAL RLTY TR INC COM 253868103 287 4,650 4,650
DISNEY WALT CO COM DISNEY 254687106 3,218 82,417 82,417
DISCOVERY COMMUNICATNS
NEW COM SER A 25470F104 558 13,615 13,615
DISH NETWORK CORP CL A 25470M109 503 16,407 16,407
DISCOVER FINL SVCS COM 254709108 321 11,984 11,984
DIRECTV COM CL A 25490A101 2,457 48,348 48,348
DOLBY LABORATORIES INC COM 25659T107 354 8,343 8,343
DOLLAR TREE INC COM 256746108 398 5,977 5,977
DOMINION RES INC VA NEW COM 25746U109 1,168 24,190 24,190
DONALDSON INC COM 257651109 636 10,489 10,489
DOVER CORP COM 260003108 897 13,235 13,235
DOW CHEM CO COM 260543103 1,709 47,482 47,482
DR PEPPER SNAPPLE GROUP
INC COM 26138E109 930 22,176 22,176
DRESSER-RAND GROUP INC COM 261608103 210 3,899 3,899
DU PONT E I DE NEMOURS &
CO COM 263534109 3,418 63,242 63,242
DUKE ENERGY CORP NEW COM 26441C105 1,138 60,447 60,447
E M C CORP MASS COM 268648102 3,888 141,139 141,139
EOG RES INC COM 26875P101 2,242 21,449 21,449
EQT CORP COM 26884L109 387 7,368 7,368
EASTMAN CHEM CO COM 277432100 769 7,530 7,530
EATON CORP COM 278058102 533 10,351 10,351
EBAY INC COM 278642103 2,357 73,037 73,037
ECOLAB INC COM 278865100 914 16,204 16,204
EDISON INTL COM 281020107 240 6,192 6,192
EDWARDS LIFESCIENCES
CORP COM 28176E108 489 5,606 5,606
EL PASO CORP COM 28336L109 1,054 52,192 52,192
ELECTRONIC ARTS INC COM 285512109 575 24,366 24,366
EMERSON ELEC CO COM 291011104 2,979 52,967 52,967
ENDO PHARMACEUTICALS
HLDGS I COM 29264F205 229 5,696 5,696
ENERGIZER HLDGS INC COM 29266R108 260 3,594 3,594
ENTERGY CORP NEW COM 29364G103 718 10,517 10,517
EQUINIX INC COM NEW 29444U502 231 2,291 2,291
EQUITY RESIDENTIAL SH BEN INT 29476L107 375 6,243 6,243
EXELON CORP COM 30161N101 956 22,320 22,320
EXPEDIA INC DEL COM 30212P105 270 9,307 9,307
EXPEDITORS INTL WASH INC COM 302130109 877 17,140 17,140
EXPRESS SCRIPTS INC COM 302182100 2,855 52,899 52,899
EXXON MOBIL CORP COM 30231G102 23,888 293,538 293,538
FLIR SYS INC COM 302445101 263 7,809 7,809
FMC TECHNOLOGIES INC COM 30249U101 768 17,152 17,152
F M C CORP COM NEW 302491303 302 3,508 3,508
FACTSET RESH SYS INC COM 303075105 231 2,256 2,256
FAMILY DLR STORES INC COM 307000109 692 13,171 13,171
FASTENAL CO COM 311900104 519 14,417 14,417
FEDERAL REALTY INVT TR SH BEN
INT NEW 313747206 220 2,588 2,588
FEDEX CORP COM 31428X106 1,262 13,302 13,302
F5 NETWORKS INC COM 315616102 437 3,965 3,965
FIFTH THIRD BANCORP COM 316773100 516 40,434 40,434
FIRST HORIZON NATL CORP COM 320517105 115 12,095 12,095
FIRST SOLAR INC COM 336433107 385 2,911 2,911
FISERV INC COM 337738108 549 8,762 8,762
FIRSTENERGY CORP COM 337932107 432 9,784 9,784
FLUOR CORP NEW COM 343412102 831 12,846 12,846
FLOWSERVE CORP COM 34354P105 711 6,472 6,472
FORD MTR CO DEL COM PAR $0.01 345370860 2,636 191,132 191,132
FOREST LABS INC COM 345838106 641 16,303 16,303
FOSSIL INC COM 349882100 301 2,557 2,557
FRANKLIN RES INC COM 354613101 1,640 12,489 12,489
FREEPORT-MCMORAN COPPER
& GO COM 35671D857 3,394 64,154 64,154
FRONTIER COMMUNICATIONS
CORP COM 35906A108 247 30,632 30,632
GAMESTOP CORP NEW CL A 36467W109 399 14,957 14,957
GAP INC DEL COM 364760108 384 21,188 21,188
GARDNER DENVER INC COM 365558105 215 2,558 2,558
GENERAL DYNAMICS CORP COM 369550108 1,176 15,775 15,775
GENERAL ELECTRIC CO COM 369604103 7,462 395,644 395,644
GENERAL GROWTH PPTYS INC
NEW COM 370023103 251 15,043 15,043
GENERAL MLS INC COM 370334104 1,438 38,627 38,627
GENERAL MTRS CO COM 37045V100 438 14,441 14,441
GENTEX CORP COM 371901109 211 6,976 6,976
GENON ENERGY INC COM 37244E107 57 14,679 14,679
GENUINE PARTS CO COM 372460105 233 4,275 4,275
GILEAD SCIENCES INC COM 375558103 2,522 60,915 60,915
GOLDMAN SACHS GROUP INC COM 38141G104 2,864 21,516 21,516
GOODRICH CORP COM 382388106 992 10,385 10,385
GOODYEAR TIRE & RUBR CO COM 382550101 200 11,927 11,927
GOOGLE INC CL A 38259P508 8,493 16,772 16,772
GRAINGER W W INC COM 384802104 428 2,784 2,784
GREAT PLAINS ENERGY INC COM 391164100 216 10,423 10,423
GREEN MTN COFFEE
ROASTERS IN COM 393122106 536 6,005 6,005
GREIF INC CL A 397624107 223 3,428 3,428
HCP INC COM 40414L109 769 20,962 20,962
HALLIBURTON CO COM 406216101 3,624 71,058 71,058
HANSEN NAT CORP COM 411310105 277 3,422 3,422
HARLEY DAVIDSON INC COM 412822108 675 16,471 16,471
HARTFORD FINL SVCS GROUP
INC COM 416515104 223 8,463 8,463
HASBRO INC COM 418056107 261 5,950 5,950
HEALTH MGMT ASSOC INC
NEW CL A 421933102 134 12,393 12,393
HEINZ H J CO COM 423074103 847 15,897 15,897
HELMERICH & PAYNE INC COM 423452101 294 4,452 4,452
HERSHEY CO COM 427866108 784 13,791 13,791
HERTZ GLOBAL HOLDINGS
INC COM 42805T105 190 11,941 11,941
HESS CORP COM 42809H107 795 10,633 10,633
HEWLETT PACKARD CO COM 428236103 3,065 84,212 84,212
HOME DEPOT INC COM 437076102 3,206 88,520 88,520
HONEYWELL INTL INC COM 438516106 2,976 49,934 49,934
HOSPIRA INC COM 441060100 419 7,392 7,392
HOST HOTELS & RESORTS
INC COM 44107P104 221 13,039 13,039
HUDSON CITY BANCORP COM 443683107 86 10,440 10,440
HUMANA INC COM 444859102 258 3,200 3,200
HUMAN GENOME SCIENCES
INC COM 444903108 227 9,269 9,269
HUNT J B TRANS SVCS INC COM 445658107 210 4,468 4,468
HUNTINGTON BANCSHARES
INC COM 446150104 108 16,389 16,389
ITT CORP NEW COM 450911102 206 3,498 3,498
IDEX CORP COM 45167R104 236 5,146 5,146
IDEXX LABS INC COM 45168D104 217 2,803 2,803
IHS INC CL A 451734107 202 2,416 2,416
ILLINOIS TOOL WKS INC COM 452308109 1,716 30,384 30,384
ILLUMINA INC COM 452327109 452 6,021 6,021
INFORMATICA CORP COM 45666Q102 302 5,168 5,168
INTEL CORP COM 458140100 4,424 199,645 199,645
INTERCONTINENTALEXCHANGE
INC COM 45865V100 684 5,485 5,485
INTERNATIONAL BUSINESS
MACHS COM 459200101 14,127 82,351 82,351
INTERNATIONAL
FLAVORS&FRAGRA COM 459506101 687 10,688 10,688
INTERNATIONAL GAME
TECHNOLOG COM 459902102 181 10,314 10,314
INTL PAPER CO COM 460146103 677 22,700 22,700
INTERPUBLIC GROUP COS
INC COM 460690100 184 14,750 14,750
INTUITIVE SURGICAL INC COM NEW 46120E602 714 1,920 1,920
INTUIT COM 461202103 1,117 21,547 21,547
IRON MTN INC COM 462846106 300 8,810 8,810
ISHARES TR RUSSELL
1000GRW 464287614 713 11,710 11,710
ISHARES TR RUSSELL 1000 464287622 959 12,981 12,981
JDS UNIPHASE CORP COM PAR
$0.001 46612J507 184 11,069 11,069
JPMORGAN CHASE & CO COM 46625H100 6,222 151,970 151,970
JACOBS ENGR GROUP INC
DEL COM 469814107 200 4,626 4,626
JOHNSON & JOHNSON COM 478160104 8,065 121,248 121,248
JOHNSON CTLS INC COM 478366107 1,370 32,890 32,890
JOY GLOBAL INC COM 481165108 817 8,580 8,580
JUNIPER NETWORKS INC COM 48203R104 821 26,063 26,063
KBR INC COM 48242W106 427 11,332 11,332
KLA-TENCOR CORP COM 482480100 286 7,066 7,066
KANSAS CITY SOUTHERN COM NEW 485170302 270 4,544 4,544
KELLOGG CO COM 487836108 639 11,549 11,549
KEYCORP NEW COM 493267108 151 18,074 18,074
KIMBERLY CLARK CORP COM 494368103 1,811 27,211 27,211
KOHLS CORP COM 500255104 643 12,857 12,857
KRAFT FOODS INC CL A 50075N104 1,775 50,376 50,376
KROGER CO COM 501044101 1,143 46,079 46,079
LSI CORPORATION COM 502161102 256 35,912 35,912
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 474 4,899 4,899
LAM RESEARCH CORP COM 512807108 269 6,085 6,085
LAS VEGAS SANDS CORP COM 517834107 1,599 37,878 37,878
LAUDER ESTEE COS INC CL A 518439104 580 5,517 5,517
LEUCADIA NATL CORP COM 527288104 264 7,751 7,751
LEVEL 3 COMMUNICATIONS
INC COM 52729N100 79 32,367 32,367
LIBERTY GLOBAL INC COM SER A 530555101 540 11,989 11,989
LIFE TECHNOLOGIES CORP COM 53217V109 581 11,157 11,157
LILLY ELI & CO COM 532457108 1,894 50,463 50,463
LIMITED BRANDS INC COM 532716107 1,072 27,881 27,881
LIN TV CORP CL A 532774106 537 110,251 110,251
LINCOLN NATL CORP IND COM 534187109 413 14,504 14,504
LINEAR TECHNOLOGY CORP COM 535678106 368 11,136 11,136
LOCKHEED MARTIN CORP COM 539830109 1,439 17,773 17,773
LOEWS CORP COM 540424108 743 17,642 17,642
LORILLARD INC COM 544147101 297 2,732 2,732
LOWES COS INC COM 548661107 1,248 53,560 53,560
LUBRIZOL CORP COM 549271104 894 6,656 6,656
M & T BK CORP COM 55261F104 566 6,441 6,441
MSCI INC CL A 55354G100 221 5,870 5,870
MACERICH CO COM 554382101 208 3,888 3,888
MACYS INC COM 55616P104 670 22,907 22,907
MANPOWERGROUP INC COM 56418H100 504 9,402 9,402
MARATHON OIL CORP COM 565849106 1,895 35,972 35,972
MARSH & MCLENNAN COS INC COM 571748102 325 10,427 10,427
MARSHALL & ILSLEY CORP
NEW COM 571837103 80 10,069 10,069
MARRIOTT INTL INC NEW CL A 571903202 483 13,603 13,603
MASCO CORP COM 574599106 211 17,515 17,515
MASTERCARD INC CL A 57636Q104 2,215 7,352 7,352
MATTEL INC COM 577081102 1,063 38,652 38,652
MAXIM INTEGRATED PRODS
INC COM 57772K101 369 14,433 14,433
MCCORMICK & CO INC COM NON VTG 579780206 259 5,226 5,226
MCDERMOTT INTL INC COM 580037109 344 17,354 17,354
MCDONALDS CORP COM 580135101 5,809 68,889 68,889
MCGRAW HILL COS INC COM 580645109 1,153 27,503 27,503
MCKESSON CORP COM 58155Q103 1,031 12,324 12,324
MEAD JOHNSON NUTRITION
CO COM 582839106 338 5,000 5,000
MEADWESTVACO CORP COM 583334107 226 6,790 6,790
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 1,105 19,546 19,546
MEDTRONIC INC COM 585055106 2,732 70,917 70,917
MERCK & CO INC NEW COM 58933Y105 4,238 120,078 120,078
METLIFE INC COM 59156R108 1,100 25,070 25,070
METROPCS COMMUNICATIONS
INC COM 591708102 234 13,571 13,571
METTLER TOLEDO
INTERNATIONAL COM 592688105 265 1,571 1,571
MICROSOFT CORP COM 594918104 13,149 505,732 505,732
MICROCHIP TECHNOLOGY INC COM 595017104 353 9,316 9,316
MICRON TECHNOLOGY INC COM 595112103 123 16,492 16,492
MONSANTO CO NEW COM 61166W101 2,567 35,391 35,391
MONSTER WORLDWIDE INC COM 611742107 170 11,624 11,624
MOODYS CORP COM 615369105 560 14,608 14,608
MORGAN STANLEY COM NEW 617446448 1,117 48,548 48,548
MOSAIC CO NEW COM 61945C103 1,092 16,117 16,117
MOTOROLA SOLUTIONS INC COM NEW 620076307 548 11,894 11,894
MOTOROLA MOBILITY HLDGS
INC COM 620097105 228 10,359 10,359
MURPHY OIL CORP COM 626717102 299 4,561 4,561
MYLAN INC COM 628530107 499 20,228 20,228
NII HLDGS INC CL B NEW 62913F201 495 11,687 11,687
NVR INC COM 62944T105 669 922 922
NYSE EURONEXT COM 629491101 253 7,392 7,392
NATIONAL OILWELL VARCO
INC COM 637071101 1,162 14,852 14,852
NATIONAL SEMICONDUCTOR
CORP COM 637640103 292 11,865 11,865
NAVISTAR INTL CORP NEW COM 63934E108 415 7,359 7,359
NETAPP INC COM 64110D104 1,509 28,584 28,584
NETFLIX INC COM 64110L106 674 2,567 2,567
NEWFIELD EXPL CO COM 651290108 331 4,873 4,873
NEWMONT MINING CORP COM 651639106 931 17,245 17,245
NEWS CORP CL A 65248E104 1,675 94,658 94,658
NEXTERA ENERGY INC COM 65339F101 740 12,884 12,884
NIKE INC CL B 654106103 1,570 17,451 17,451
NOBLE ENERGY INC COM 655044105 686 7,659 7,659
NORDSTROM INC COM 655664100 374 7,972 7,972
NORFOLK SOUTHERN CORP COM 655844108 1,062 14,173 14,173
NORTHERN TR CORP COM 665859104 612 13,316 13,316
NORTHROP GRUMMAN CORP COM 666807102 386 5,563 5,563
NOVELLUS SYS INC COM 670008101 540 14,946 14,946
NSTAR COM 67019E107 322 6,994 6,994
NUANCE COMMUNICATIONS
INC COM 67020Y100 250 11,645 11,645
NUCOR CORP COM 670346105 580 14,064 14,064
NVIDIA CORP COM 67066G104 468 29,345 29,345
OGE ENERGY CORP COM 670837103 434 8,616 8,616
O REILLY AUTOMOTIVE INC
NEW COM 67103H107 441 6,739 6,739
OCCIDENTAL PETE CORP DEL COM 674599105 4,473 42,989 42,989
OCEANEERING INTL INC COM 675232102 653 16,119 16,119
OMNICOM GROUP INC COM 681919106 1,305 27,099 27,099
OMNOVA SOLUTIONS INC COM 682129101 421 60,435 60,435
ON SEMICONDUCTOR CORP COM 682189105 228 21,753 21,753
ONEOK INC NEW COM 682680103 669 9,035 9,035
ORACLE CORP COM 68389X105 8,426 256,017 256,017
PG&E CORP COM 69331C108 677 16,106 16,106
PNC FINL SVCS GROUP INC COM 693475105 796 13,352 13,352
PPG INDS INC COM 693506107 1,193 13,139 13,139
PPL CORP COM 69351T106 427 15,346 15,346
PACCAR INC COM 693718108 913 17,865 17,865
PALL CORP COM 696429307 319 5,676 5,676
PARKER HANNIFIN CORP COM 701094104 897 10,000 10,000
PAYCHEX INC COM 704326107 669 21,774 21,774
PEABODY ENERGY CORP COM 704549104 1,178 19,989 19,989
PEPSICO INC COM 713448108 7,670 108,899 108,899
PERRIGO CO COM 714290103 357 4,058 4,058
PETROHAWK ENERGY CORP COM 716495106 328 13,288 13,288
PETSMART INC COM 716768106 251 5,540 5,540
PFIZER INC COM 717081103 5,989 290,734 290,734
PHARMASSET INC COM 71715N106 204 1,817 1,817
PHILIP MORRIS INTL INC COM 718172109 8,414 126,009 126,009
PINNACLE WEST CAP CORP COM 723484101 345 7,746 7,746
PIONEER NAT RES CO COM 723787107 743 8,290 8,290
PLUM CREEK TIMBER CO INC COM 729251108 243 5,993 5,993
POLO RALPH LAUREN CORP CL A 731572103 407 3,069 3,069
POLYCOM INC COM 73172K104 277 4,314 4,314
POPULAR INC COM 733174106 54 19,410 19,410
POTASH CORP SASK INC COM 73755L107 878 15,400 15,400
PRAXAIR INC COM 74005P104 2,193 20,236 20,236
PRECISION CASTPARTS CORP COM 740189105 2,223 13,500 13,500
PRICE T ROWE GROUP INC COM 74144T108 766 12,698 12,698
PRICELINE COM INC COM NEW 741503403 1,241 2,425 2,425
PRINCIPAL FINL GROUP INC COM 74251V102 589 19,354 19,354
PROCTER & GAMBLE CO COM 742718109 6,958 109,459 109,459
PROGRESS ENERGY INC COM 743263105 450 9,383 9,383
PROGRESSIVE CORP OHIO COM 743315103 770 36,036 36,036
PROLOGIS INC COM 74340W103 289 8,062 8,062
PROTECTIVE LIFE CORP COM 743674103 231 10,002 10,002
PRUDENTIAL FINL INC COM 744320102 1,670 26,266 26,266
PUBLIC SVC ENTERPRISE
GROUP COM 744573106 464 14,210 14,210
PUBLIC STORAGE COM 74460D109 1,957 17,164 17,164
QEP RES INC COM 74733V100 484 11,560 11,560
QUALCOMM INC COM 747525103 6,701 118,002 118,002
QUEST DIAGNOSTICS INC COM 74834L100 432 7,306 7,306
RACKSPACE HOSTING INC COM 750086100 215 5,037 5,037
RANGE RES CORP COM 75281A109 652 11,748 11,748
RAYONIER INC COM 754907103 376 5,750 5,750
RAYTHEON CO COM NEW 755111507 337 6,768 6,768
RED HAT INC COM 756577102 681 14,842 14,842
REGENERON
PHARMACEUTICALS COM 75886F107 202 3,567 3,567
REGIONS FINANCIAL CORP
NEW COM 7591EP100 148 23,890 23,890
RELIANCE STEEL &
ALUMINUM CO COM 759509102 261 5,262 5,262
REPUBLIC SVCS INC COM 760759100 513 16,638 16,638
RESMED INC COM 761152107 231 7,469 7,469
REYNOLDS AMERICAN INC COM 761713106 349 9,424 9,424
RIVERBED TECHNOLOGY INC COM 768573107 297 7,501 7,501
ROCK-TENN CO CL A 772739207 225 3,385 3,385
ROCKWELL AUTOMATION INC COM 773903109 1,292 14,892 14,892
ROCKWELL COLLINS INC COM 774341101 1,132 18,345 18,345
ROPER INDS INC NEW COM 776696106 391 4,689 4,689
ROSS STORES INC COM 778296103 460 5,742 5,742
ROVI CORP COM 779376102 583 10,168 10,168
SBA COMMUNICATIONS CORP COM 78388J106 211 5,537 5,537
SLM CORP COM 78442P106 611 36,357 36,357
SM ENERGY CO COM 78454L100 202 2,745 2,745
ST JUDE MED INC COM 790849103 766 16,075 16,075
SALESFORCE COM INC COM 79466L302 1,700 11,412 11,412
SANDISK CORP COM 80004C101 435 10,479 10,479
SANDRIDGE ENERGY INC COM 80007P307 213 20,026 20,026
SANOFI RIGHT
12/31/20 80105N113 31 12,954 12,954
SARA LEE CORP COM 803111103 487 25,635 25,635
SCHEIN HENRY INC COM 806407102 474 6,618 6,618
SCHLUMBERGER LTD COM 806857108 7,413 85,800 85,800
SCHWAB CHARLES CORP NEW COM 808513105 1,119 68,014 68,014
SCRIPPS NETWORKS
INTERACT IN CL A COM 811065101 224 4,574 4,574
SEARS HLDGS CORP COM 812350106 303 4,247 4,247
SEMPRA ENERGY COM 816851109 492 9,310 9,310
SHERWIN WILLIAMS CO COM 824348106 368 4,385 4,385
SIGMA ALDRICH CORP COM 826552101 437 5,954 5,954
SIMON PPTY GROUP INC NEW COM 828806109 2,266 19,494 19,494
SIRIUS XM RADIO INC COM 82967N108 423 193,243 193,243
SKYLINE CORP COM 830830105 231 13,191 13,191
SKYWORKS SOLUTIONS INC COM 83088M102 212 9,244 9,244
SOLERA HOLDINGS INC COM 83421A104 204 3,454 3,454
SOUTHERN CO COM 842587107 1,239 30,681 30,681
SOUTHERN COPPER CORP COM 84265V105 424 12,908 12,908
SOUTHWEST AIRLS CO COM 844741108 364 31,902 31,902
SOUTHWESTERN ENERGY CO COM 845467109 864 20,142 20,142
SPECTRA ENERGY CORP COM 847560109 832 30,356 30,356
SPRINT NEXTEL CORP COM SER 1 852061100 619 114,923 114,923
STANLEY BLACK & DECKER
INC COM 854502101 230 3,194 3,194
STAPLES INC COM 855030102 214 13,551 13,551
STARBUCKS CORP COM 855244109 2,572 65,137 65,137
STARWOOD HOTELS&RESORTS
WRLD COM 85590A401 822 14,673 14,673
STATE STR CORP COM 857477103 822 18,229 18,229
STEEL DYNAMICS INC COM 858119100 169 10,375 10,375
STERICYCLE INC COM 858912108 374 4,197 4,197
STRYKER CORP COM 863667101 899 15,326 15,326
SUNTRUST BKS INC COM 867914103 752 29,132 29,132
SYMANTEC CORP COM 871503108 1,210 61,379 61,379
SYSCO CORP COM 871829107 889 28,523 28,523
TD AMERITRADE HLDG CORP COM 87236Y108 209 10,690 10,690
TJX COS INC NEW COM 872540109 1,761 33,527 33,527
TARGET CORP COM 87612E106 1,432 30,516 30,516
TELE NORTE LESTE PART S
A SPON ADR PFD 879246106 827 53,200 53,200
TELECOMUNICACOES DE SAO
PAUL SPON ADR PFD 87929A102 1,321 44,485 44,485
TELEPHONE & DATA SYS INC COM 879433100 264 8,479 8,479
TELLABS INC COM 879664100 74 15,950 15,950
TEMPUR PEDIC INTL INC COM 88023U101 227 3,347 3,347
TENET HEALTHCARE CORP COM 88033G100 63 10,129 10,129
TERADATA CORP DEL COM 88076W103 497 8,251 8,251
TEXAS INSTRS INC COM 882508104 2,602 79,243 79,243
THERMO FISHER SCIENTIFIC
INC COM 883556102 1,252 19,448 19,448
THOMAS & BETTS CORP COM 884315102 307 5,703 5,703
THOMSON REUTERS CORP COM 884903105 468 12,451 12,451
3M CO COM 88579Y101 4,249 44,797 44,797
TIBCO SOFTWARE INC COM 88632Q103 235 8,105 8,105
TIFFANY & CO NEW COM 886547108 490 6,241 6,241
TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 1,245 25,300 25,300
TIME WARNER INC COM NEW 887317303 1,466 40,302 40,302
TIME WARNER CABLE INC COM 88732J207 1,283 16,445 16,445
TRACTOR SUPPLY CO COM 892356106 236 3,533 3,533
TRANSDIGM GROUP INC COM 893641100 223 2,442 2,442
TRAVELERS COMPANIES INC COM 89417E109 1,854 31,750 31,750
TRIMBLE NAVIGATION LTD COM 896239100 238 5,994 5,994
TUPPERWARE BRANDS CORP COM 899896104 206 3,051 3,051
US BANCORP DEL COM NEW 902973304 1,997 78,301 78,301
URS CORP NEW COM 903236107 263 5,872 5,872
ULTRA PETROLEUM CORP COM 903914109 342 7,472 7,472
UNION PAC CORP COM 907818108 2,318 22,199 22,199
UNITED CONTL HLDGS INC COM 910047109 334 14,744 14,744
UNITED PARCEL SERVICE
INC CL B 911312106 3,625 49,704 49,704
UNITED STATES CELLULAR
CORP COM 911684108 259 5,353 5,353
UNITED STATES STL CORP
NEW COM 912909108 300 6,518 6,518
UNITED TECHNOLOGIES CORP COM 913017109 5,390 60,893 60,893
UNITEDHEALTH GROUP INC COM 91324P102 2,981 57,786 57,786
UNIVERSAL HLTH SVCS INC CL B 913903100 228 4,419 4,419
UNUM GROUP COM 91529Y106 514 20,178 20,178
VALEANT PHARMACEUTICALS
INTL COM 91911K102 686 13,200 13,200
VALERO ENERGY CORP NEW COM 91913Y100 628 24,571 24,571
VALSPAR CORP COM 920355104 274 7,595 7,595
VARIAN MED SYS INC COM 92220P105 969 13,839 13,839
VARIAN SEMICONDUCTOR
EQUIPMN COM 922207105 227 3,690 3,690
VENTAS INC COM 92276F100 396 7,522 7,522
VERISIGN INC COM 92343E102 276 8,234 8,234
VERIZON COMMUNICATIONS
INC COM 92343V104 49,536 1,330,548 1,330,548
VERTEX PHARMACEUTICALS
INC COM 92532F100 779 14,986 14,986
VIACOM INC NEW CL A 92553P102 3,210 55,842 55,842
VIACOM INC NEW CL B 92553P201 1,721 33,742 33,742
VIRGIN MEDIA INC COM 92769L101 464 15,507 15,507
VISA INC COM CL A 92826C839 2,014 23,907 23,907
VMWARE INC CL A COM 928563402 415 4,143 4,143
VORNADO RLTY TR SH BEN INT 929042109 912 9,785 9,785
WABCO HLDGS INC COM 92927K102 228 3,296 3,296
WADDELL & REED FINL INC CL A 930059100 330 9,088 9,088
WAL MART STORES INC COM 931142103 6,077 114,355 114,355
WALGREEN CO COM 931422109 2,994 70,525 70,525
WALTER ENERGY INC COM 93317Q105 352 3,044 3,044
WASTE MGMT INC DEL COM 94106L109 719 19,283 19,283
WATERS CORP COM 941848103 429 4,478 4,478
WATSON PHARMACEUTICALS
INC COM 942683103 410 5,970 5,970
WELLPOINT INC COM 94973V107 1,891 24,007 24,007
WELLS FARGO & CO NEW COM 949746101 5,332 190,010 190,010
WESTAR ENERGY INC COM 95709T100 204 7,569 7,569
WESTERN DIGITAL CORP COM 958102105 479 13,176 13,176
WESTERN UN CO COM 959802109 890 44,425 44,425
WEYERHAEUSER CO COM 962166104 326 14,909 14,909
WHIRLPOOL CORP COM 963320106 272 3,340 3,340
WHITING PETE CORP NEW COM 966387102 327 5,739 5,739
WHOLE FOODS MKT INC COM 966837106 479 7,557 7,557
WILLIAMS COS INC DEL COM 969457100 338 11,173 11,173
WINDSTREAM CORP COM 97381W104 235 18,152 18,152
WYNN RESORTS LTD COM 983134107 1,332 9,280 9,280
XCEL ENERGY INC COM 98389B100 224 9,202 9,202
XILINX INC COM 983919101 473 12,981 12,981
XEROX CORP COM 984121103 277 26,634 26,634
YAHOO INC COM 984332106 627 41,678 41,678
YUM BRANDS INC COM 988498101 1,834 33,195 33,195
ZIMMER HLDGS INC COM 98956P102 231 3,648 3,648
Total 716,196