13F-HR 1 a2200371z13f-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, 2010 ------------------ 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 9, 2010 ----------------- ------------------------- ---------------- [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: 525 ------------ Form 13F Information Table Value Total: 1,021,993.00 ------------ (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 30-Sep-10

ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: ----------------------------- ------------- --------- ------------ ---------- --------------------- --------- --------------------- VOTING INV. DISCRETION AUTHORITY SHARES --------------------- --------------------- (A) (B) (C) (A) (B) (C) PENSION SHARES OR SHARED AS MANAGERS TITLE OF CUSIP FAIR MARKET PRINCIPAL DEF. SHARED SEE NAME OF ISSUER CLASS NUMBER VALUE ($000) AMOUNT SOLE INSTR. V OTHER INSTR. V SOLE SHARED NONE ----------------------------- ------------- --------- ------------ --------- ---- --------- ------- --------- ---- ------ --------- ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,134 50,224 50,224 COOPER INDUSTRIES PLC SHS G24140108 1,196 24,436 24,436 COVIDIEN PLC SHS G2554F105 1,820 45,290 45,290 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 362 9,096 9,096 HERBALIFE LTD COM USD SHS G4412G101 1,508 24,983 24,983 INGERSOLL-RAND PLC SHS G47791101 479 13,412 13,412 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,048 59,825 59,825 SEAGATE TECHNOLOGY PLC SHS G7945M107 186 15,799 15,799 WARNER CHILCOTT PLC IRELAND SHS A G94368100 233 10,362 10,362 WHITE MTNS INS GROUP LTD COM G9618E107 603 1,955 1,955 ACE LTD SHS H0023R105 1,057 18,152 18,152 ALCON INC COM SHS H01301102 523 3,138 3,138 WEATHERFORD INTERNATIONAL LT REG H27013103 229 13,365 13,365 GARMIN LTD SHS H2906T109 319 10,512 10,512 TYCO INTERNATIONAL LTD SHS H89128104 576 15,684 15,684 AFLAC INC COM 001055102 3,334 64,471 64,471 AES CORP COM 00130H105 135 11,917 11,917 AT&T INC COM 00206R102 9,637 336,944 336,944 ABBOTT LABS COM 002824100 9,038 173,013 173,013 ACTIVISION BLIZZARD INC COM 00507V109 244 22,523 22,523 ADOBE SYS INC COM 00724F101 1,922 73,489 73,489 ADVANCE AUTO PARTS INC COM 00751Y106 229 3,900 3,900 AEROPOSTALE COM 007865108 524 22,551 22,551 ADVANCED MICRO DEVICES INC COM 007903107 73 10,313 10,313 AETNA INC NEW COM 00817Y108 1,042 32,953 32,953 AGILENT TECHNOLOGIES INC COM 00846U101 914 27,395 27,395 AIR PRODS & CHEMS INC COM 009158106 2,020 24,391 24,391 AIRGAS INC COM 009363102 516 7,592 7,592 AKAMAI TECHNOLOGIES INC COM 00971T101 388 7,727 7,727 ALBEMARLE CORP COM 012653101 372 7,937 7,937 ALBERTO CULVER CO NEW COM 013078100 459 12,190 12,190 ALCOA INC COM 013817101 765 63,198 63,198 ALEXION PHARMACEUTICALS INC COM 015351109 259 4,023 4,023 ALLEGHENY TECHNOLOGIES INC COM 01741R102 814 17,534 17,534 ALLERGAN INC COM 018490102 3,542 53,236 53,236 ALLSTATE CORP COM 020002101 1,041 32,990 32,990 ALPHA NATURAL RESOURCES INC COM 02076X102 382 9,284 9,284 ALTERA CORP COM 021441100 408 13,540 13,540 ALTRIA GROUP INC COM 02209S103 3,397 141,417 141,417 AMAZON COM INC COM 023135106 6,637 42,256 42,256 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 271 18,148 18,148 AMERICAN ELEC PWR INC COM 025537101 826 22,811 22,811 AMERICAN EXPRESS CO COM 025816109 6,666 158,607 158,607 AMERICAN TOWER CORP CL A 029912201 931 18,153 18,153 AMERISOURCEBERGEN CORP COM 03073E105 1,863 60,773 60,773 AMETEK INC NEW COM 031100100 1,077 22,544 22,544 AMGEN INC COM 031162100 4,306 78,136 78,136 AMPHENOL CORP NEW CL A 032095101 380 7,754 7,754 ANADARKO PETE CORP COM 032511107 1,144 20,052 20,052 ANALOG DEVICES INC COM 032654105 1,296 41,288 41,288 ANNALY CAP MGMT INC COM 035710409 823 46,783 46,783 AON CORP COM 037389103 794 20,307 20,307 APACHE CORP COM 037411105 2,333 23,868 23,868 APOLLO GROUP INC CL A 037604105 975 18,995 18,995 APPLE INC COM 037833100 31,605 111,385 111,385 APPLIED MATLS INC COM 038222105 1,437 123,049 123,049 ARCHER DANIELS MIDLAND CO COM 039483102 1,422 44,544 44,544 ASHLAND INC NEW COM 044209104 782 16,036 16,036 ATMEL CORP COM 049513104 147 18,502 18,502 AUTODESK INC COM 052769106 470 14,690 14,690 AUTOLIV INC COM 052800109 473 7,238 7,238 AUTOMATIC DATA PROCESSING IN COM 053015103 2,376 56,541 56,541 AUTOZONE INC COM 053332102 1,259 5,498 5,498 AVALONBAY CMNTYS INC COM 053484101 472 4,545 4,545 AVON PRODS INC COM 054303102 1,688 52,574 52,574 BB&T CORP COM 054937107 1,123 46,636 46,636 BMC SOFTWARE INC COM 055921100 782 19,323 19,323 BABCOCK & WILCOX CO NEW COM 05615F102 338 15,900 15,900 BAKER HUGHES INC COM 057224107 725 17,010 17,010 BALL CORP COM 058498106 553 9,405 9,405 BANK OF AMERICA CORPORATION COM 060505104 6,143 468,827 468,827 BANK HAWAII CORP COM 062540109 984 21,908 21,908 BANK OF NEW YORK MELLON CORP COM 064058100 2,406 92,093 92,093 BARD C R INC COM 067383109 882 10,834 10,834 BAXTER INTL INC COM 071813109 3,544 74,284 74,284 BECKMAN COULTER INC COM 075811109 563 11,549 11,549 BECTON DICKINSON & CO COM 075887109 2,407 32,485 32,485 BED BATH & BEYOND INC COM 075896100 1,035 23,850 23,850 BEMIS INC COM 081437105 348 10,974 10,974 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,093 97,887 97,887 BEST BUY INC COM 086516101 2,315 56,710 56,710 BIOGEN IDEC INC COM 09062X103 1,555 27,703 27,703 BLACKROCK INC COM 09247X101 757 4,446 4,446 BOEING CO COM 097023105 5,739 86,242 86,242 BORGWARNER INC COM 099724106 454 8,633 8,633 BOSTON PROPERTIES INC COM 101121101 980 11,789 11,789 BOSTON SCIENTIFIC CORP COM 101137107 352 57,460 57,460 BRISTOL MYERS SQUIBB CO COM 110122108 2,646 97,611 97,611 BROADCOM CORP CL A 111320107 3,180 89,856 89,856 BROOKFIELD PPTYS CORP COM 112900105 375 24,055 24,055 BROWN FORMAN CORP CL B 115637209 219 3,557 3,557 BUCYRUS INTL INC NEW COM 118759109 234 3,375 3,375 CBS CORP NEW CL B 124857202 643 40,513 40,513 CB RICHARD ELLIS GROUP INC CL A 12497T101 392 21,437 21,437 CF INDS HLDGS INC COM 125269100 573 6,003 6,003 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,836 26,254 26,254 CIGNA CORP COM 125509109 560 15,641 15,641 CIT GROUP INC COM NEW 125581801 434 10,628 10,628 CME GROUP INC COM 12572Q105 1,300 4,992 4,992 CMS ENERGY CORP COM 125896100 262 14,523 14,523 CSX CORP COM 126408103 1,424 25,738 25,738 CVS CAREMARK CORPORATION COM 126650100 3,565 113,270 113,270 CA INC COM 12673P105 300 14,216 14,216 CABLEVISION SYS CORP CL A NY CABLV 12686C109 355 13,557 13,557 CADENCE DESIGN SYSTEM INC COM 127387108 93 12,141 12,141 CALPINE CORP COM NEW 131347304 226 18,128 18,128 CAMERON INTERNATIONAL CORP COM 13342B105 1,561 36,340 36,340 CAMPBELL SOUP CO COM 134429109 401 11,215 11,215 CAPITAL ONE FINL CORP COM 14040H105 1,408 35,607 35,607 CARDINAL HEALTH INC COM 14149Y108 460 13,910 13,910 CARMAX INC COM 143130102 281 10,075 10,075 CARNIVAL CORP PAIRED CTF 143658300 281 7,361 7,361 CARPENTER TECHNOLOGY CORP COM 144285103 384 11,397 11,397 CATERPILLAR INC DEL COM 149123101 5,954 75,670 75,670 CELANESE CORP DEL COM SER A 150870103 565 17,594 17,594 CELGENE CORP COM 151020104 4,049 70,282 70,282 CENTURYLINK INC COM 156700106 776 19,674 19,674 CERNER CORP COM 156782104 1,790 21,312 21,312 CHESAPEAKE ENERGY CORP COM 165167107 1,142 50,436 50,436 CHEVRON CORP NEW COM 166764100 10,174 125,525 125,525 CHICOS FAS INC COM 168615102 254 24,160 24,160 CHIPOTLE MEXICAN GRILL INC COM 169656105 249 1,449 1,449 CHURCH & DWIGHT INC COM 171340102 558 8,594 8,594 CIMAREX ENERGY CO COM 171798101 498 7,522 7,522 CISCO SYS INC COM 17275R102 15,052 687,313 687,313 CITIGROUP INC COM 172967101 2,842 726,839 726,839 CITRIX SYS INC COM 177376100 569 8,338 8,338 CLEARWIRE CORP NEW CL A 18538Q105 91 11,278 11,278 CLIFFS NATURAL RESOURCES INC COM 18683K101 750 11,738 11,738 CLOROX CO DEL COM 189054109 835 12,511 12,511 COACH INC COM 189754104 2,000 46,551 46,551 COCA COLA CO COM 191216100 14,452 246,966 246,966 COCA COLA ENTERPRISES INC COM 191219104 499 16,083 16,083 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,600 40,331 40,331 COLGATE PALMOLIVE CO COM 194162103 4,581 59,608 59,608 COMCAST CORP NEW CL A 20030N101 2,894 160,093 160,093 CONCHO RES INC COM 20605P101 275 4,152 4,152 CONOCOPHILLIPS COM 20825C104 7,087 123,405 123,405 CONSOL ENERGY INC COM 20854P109 856 23,158 23,158 CONSOLIDATED EDISON INC COM 209115104 1,018 21,121 21,121 CORN PRODS INTL INC COM 219023108 996 26,547 26,547 CORNING INC COM 219350105 1,805 98,719 98,719 COSTCO WHSL CORP NEW COM 22160K105 3,866 59,950 59,950 CRANE CO COM 224399105 294 7,746 7,746 CREE INC COM 225447101 262 4,825 4,825 CROWN CASTLE INTL CORP COM 228227104 1,164 26,359 26,359 CROWN HOLDINGS INC COM 228368106 209 7,277 7,277 CULLEN FROST BANKERS INC COM 229899109 409 7,599 7,599 CUMMINS INC COM 231021106 2,777 30,659 30,659 CYTEC INDS INC COM 232820100 299 5,295 5,295 DPL INC COM 233293109 341 13,034 13,034 DTE ENERGY CO COM 233331107 1,036 22,565 22,565 DANAHER CORP DEL COM 235851102 2,943 72,476 72,476 DARDEN RESTAURANTS INC COM 237194105 794 18,570 18,570 DAVITA INC COM 23918K108 324 4,696 4,696 DEERE & CO COM 244199105 4,110 58,896 58,896 DEL MONTE FOODS CO COM 24522P103 605 46,154 46,154 DELL INC COM 24702R101 2,543 196,089 196,089 DELTA AIR LINES INC DEL COM NEW 247361702 413 35,441 35,441 DENDREON CORP COM 24823Q107 250 6,071 6,071 DENTSPLY INTL INC NEW COM 249030107 210 6,572 6,572 DEVON ENERGY CORP NEW COM 25179M103 2,396 37,014 37,014 DIAMOND OFFSHORE DRILLING IN COM 25271C102 291 4,293 4,293 DIEBOLD INC COM 253651103 239 7,700 7,700 DIGITAL RLTY TR INC COM 253868103 207 3,351 3,351 DISNEY WALT CO COM DISNEY 254687106 4,725 142,763 142,763 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 681 15,634 15,634 DISH NETWORK CORP CL A 25470M109 348 18,112 18,112 DIRECTV COM CL A 25490A101 3,766 90,453 90,453 DOLBY LABORATORIES INC COM 25659T107 802 14,111 14,111 DOLLAR TREE INC COM 256746108 698 14,306 14,306 DOMINION RES INC VA NEW COM 25746U109 1,906 43,663 43,663 DONALDSON INC COM 257651109 1,066 22,626 22,626 DOVER CORP COM 260003108 1,097 21,008 21,008 DOW CHEM CO COM 260543103 2,221 80,865 80,865 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,099 30,949 30,949 DREAMWORKS ANIMATION SKG INC CL A 26153C103 214 6,708 6,708 DRESSER-RAND GROUP INC COM 261608103 244 6,616 6,616 DU PONT E I DE NEMOURS & CO COM 263534109 3,793 85,004 85,004 DUKE ENERGY CORP NEW COM 26441C105 1,576 88,980 88,980 DUN & BRADSTREET CORP DEL NE COM 26483E100 264 3,557 3,557 E M C CORP MASS COM 268648102 4,500 221,558 221,558 EOG RES INC COM 26875P101 3,975 42,754 42,754 EQT CORP COM 26884L109 564 15,650 15,650 EASTMAN CHEM CO COM 277432100 740 10,002 10,002 EATON VANCE CORP COM NON VTG 278265103 311 10,709 10,709 EBAY INC COM 278642103 3,301 135,276 135,276 ECOLAB INC COM 278865100 1,285 25,316 25,316 EDISON INTL COM 281020107 437 12,708 12,708 EDWARDS LIFESCIENCES CORP COM 28176E108 338 5,041 5,041 EL PASO CORP COM 28336L109 345 27,855 27,855 ELECTRONIC ARTS INC COM 285512109 879 53,423 53,423 EMERSON ELEC CO COM 291011104 4,737 89,957 89,957 ENERGIZER HLDGS INC COM 29266R108 210 3,128 3,128 ENTERGY CORP NEW COM 29364G103 1,631 21,318 21,318 EQUIFAX INC COM 294429105 216 6,920 6,920 EQUINIX INC COM NEW 29444U502 208 2,033 2,033 EXELON CORP COM 30161N101 1,299 30,513 30,513 EXPEDIA INC DEL COM 30212P105 247 8,759 8,759 EXPEDITORS INTL WASH INC COM 302130109 1,169 25,290 25,290 EXPRESS SCRIPTS INC COM 302182100 4,889 100,400 100,400 EXXON MOBIL CORP COM 30231G102 36,781 595,254 595,254 FMC TECHNOLOGIES INC COM 30249U101 894 13,097 13,097 FAMILY DLR STORES INC COM 307000109 1,629 36,899 36,899 FASTENAL CO COM 311900104 496 9,323 9,323 FEDERATED INVS INC PA CL B 314211103 450 19,761 19,761 FEDEX CORP COM 31428X106 3,268 38,228 38,228 F5 NETWORKS INC COM 315616102 373 3,597 3,597 FIDELITY NATL INFORMATION SV COM 31620M106 229 8,455 8,455 FIFTH THIRD BANCORP COM 316773100 828 68,801 68,801 FIRST SOLAR INC COM 336433107 680 4,614 4,614 FISERV INC COM 337738108 864 16,057 16,057 FIRSTENERGY CORP COM 337932107 283 7,332 7,332 FLUOR CORP NEW COM 343412102 842 16,999 16,999 FLOWSERVE CORP COM 34354P105 1,228 11,224 11,224 FORD MTR CO DEL COM PAR $0.01 345370860 4,694 383,513 383,513 FOREST LABS INC COM 345838106 720 23,280 23,280 FRANKLIN RES INC COM 354613101 2,760 25,817 25,817 FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,289 50,228 50,228 FRONTIER COMMUNICATIONS CORP COM 35906A108 461 56,478 56,478 GAMESTOP CORP NEW CL A 36467W109 548 27,804 27,804 GAP INC DEL COM 364760108 1,445 77,539 77,539 GENERAL DYNAMICS CORP COM 369550108 2,551 40,619 40,619 GENERAL ELECTRIC CO COM 369604103 11,995 738,148 738,148 GENERAL GROWTH PPTYS INC COM 370021107 233 14,922 14,922 GENERAL MLS INC COM 370334104 3,354 91,793 91,793 GENZYME CORP COM 372917104 1,138 16,080 16,080 GILEAD SCIENCES INC COM 375558103 4,167 117,004 117,004 GLOBAL PMTS INC COM 37940X102 613 14,302 14,302 GOLDMAN SACHS GROUP INC COM 38141G104 4,792 33,146 33,146 GOODRICH CORP COM 382388106 984 13,340 13,340 GOODYEAR TIRE & RUBR CO COM 382550101 196 18,247 18,247 GOOGLE INC CL A 38259P508 15,411 29,310 29,310 GRAINGER W W INC COM 384802104 336 2,825 2,825 GREAT PLAINS ENERGY INC COM 391164100 458 24,241 24,241 GREIF INC CL A 397624107 406 6,901 6,901 HCP INC COM 40414L109 1,448 40,241 40,241 HALLIBURTON CO COM 406216101 3,922 118,610 118,610 HANOVER INS GROUP INC COM 410867105 287 6,109 6,109 HANSEN NAT CORP COM 411310105 508 10,900 10,900 HARLEY DAVIDSON INC COM 412822108 903 31,763 31,763 HARRIS CORP DEL COM 413875105 260 5,867 5,867 HARTFORD FINL SVCS GROUP INC COM 416515104 318 13,863 13,863 HASBRO INC COM 418056107 1,138 25,557 25,557 HEALTH MGMT ASSOC INC NEW CL A 421933102 86 11,218 11,218 HEINZ H J CO COM 423074103 1,594 33,645 33,645 HERSHEY CO COM 427866108 859 18,054 18,054 HESS CORP COM 42809H107 974 16,478 16,478 HEWITT ASSOCS INC COM 42822Q100 971 19,251 19,251 HEWLETT PACKARD CO COM 428236103 12,576 298,938 298,938 HOLOGIC INC COM 436440101 209 13,082 13,082 HOME DEPOT INC COM 437076102 6,577 207,610 207,610 HONEYWELL INTL INC COM 438516106 3,761 85,594 85,594 HOSPIRA INC COM 441060100 424 7,430 7,430 HUMAN GENOME SCIENCES INC COM 444903108 495 16,630 16,630 ITT CORP NEW COM 450911102 730 15,593 15,593 IDEX CORP COM 45167R104 288 8,111 8,111 IDEXX LABS INC COM 45168D104 547 8,855 8,855 ILLINOIS TOOL WKS INC COM 452308109 2,524 53,685 53,685 ILLUMINA INC COM 452327109 269 5,467 5,467 INTEGRATED DEVICE TECHNOLOGY COM 458118106 227 38,740 38,740 INTEL CORP COM 458140100 11,457 596,735 596,735 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,251 11,949 11,949 INTERNATIONAL BUSINESS MACHS COM 459200101 20,382 151,946 151,946 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,023 21,093 21,093 INTERNATIONAL GAME TECHNOLOG COM 459902102 390 26,989 26,989 INTL PAPER CO COM 460146103 1,144 52,616 52,616 INTERPUBLIC GROUP COS INC COM 460690100 220 21,921 21,921 INTUITIVE SURGICAL INC COM NEW 46120E602 499 1,759 1,759 INTUIT COM 461202103 960 21,903 21,903 ISHARES TR RUSSELL1000VA 464287598 4,448 75,398 75,398 ISHARES TR RUSSELL 1000 464287622 5,231 82,837 82,837 JPMORGAN CHASE & CO COM 46625H100 8,960 235,405 235,405 JACOBS ENGR GROUP INC DEL COM 469814107 448 11,586 11,586 JOHNSON & JOHNSON COM 478160104 12,097 195,237 195,237 JOHNSON CTLS INC COM 478366107 2,280 74,741 74,741 JOY GLOBAL INC COM 481165108 1,330 18,914 18,914 JUNIPER NETWORKS INC COM 48203R104 717 23,630 23,630 KBR INC COM 48242W106 758 30,765 30,765 KELLOGG CO COM 487836108 522 10,342 10,342 KIMBERLY CLARK CORP COM 494368103 2,576 39,604 39,604 KIMCO REALTY CORP COM 49446R109 344 21,839 21,839 KOHLS CORP COM 500255104 1,291 24,502 24,502 KRAFT FOODS INC CL A 50075N104 2,337 75,732 75,732 KROGER CO COM 501044101 904 41,730 41,730 LSI CORPORATION COM 502161102 251 55,165 55,165 L-3 COMMUNICATIONS HLDGS INC COM 502424104 276 3,813 3,813 LABORATORY CORP AMER HLDGS COM NEW 50540R409 371 4,725 4,725 LAM RESEARCH CORP COM 512807108 238 5,683 5,683 LAS VEGAS SANDS CORP COM 517834107 1,393 39,970 39,970 LAUDER ESTEE COS INC CL A 518439104 312 4,932 4,932 LEUCADIA NATL CORP COM 527288104 555 23,512 23,512 LEVEL 3 COMMUNICATIONS INC COM 52729N100 78 83,452 83,452 LIFE TECHNOLOGIES CORP COM 53217V109 1,190 25,490 25,490 LILLY ELI & CO COM 532457108 2,868 78,502 78,502 LIMITED BRANDS INC COM 532716107 868 32,427 32,427 LINCOLN NATL CORP IND COM 534187109 486 20,321 20,321 LINEAR TECHNOLOGY CORP COM 535678106 310 10,075 10,075 LOCKHEED MARTIN CORP COM 539830109 2,946 41,334 41,334 LOEWS CORP COM 540424108 1,668 44,017 44,017 LOWES COS INC COM 548661107 3,353 150,416 150,416 LUBRIZOL CORP COM 549271104 993 9,366 9,366 M & T BK CORP COM 55261F104 1,357 16,583 16,583 MDU RES GROUP INC COM 552690109 450 22,546 22,546 MACYS INC COM 55616P104 831 35,985 35,985 MAGNA INTL INC COM 559222401 281 3,421 3,421 MANPOWER INC COM 56418H100 1,075 20,588 20,588 MARATHON OIL CORP COM 565849106 2,815 85,032 85,032 MARSH & MCLENNAN COS INC COM 571748102 540 22,374 22,374 MARRIOTT INTL INC NEW CL A 571903202 906 25,293 25,293 MASSEY ENERGY COMPANY COM 576206106 296 9,531 9,531 MASTERCARD INC CL A 57636Q104 2,477 11,057 11,057 MATTEL INC COM 577081102 2,023 86,224 86,224 MAXIM INTEGRATED PRODS INC COM 57772K101 410 22,125 22,125 MCAFEE INC COM 579064106 329 6,953 6,953 MCDERMOTT INTL INC COM 580037109 451 30,519 30,519 MCDONALDS CORP COM 580135101 9,716 130,405 130,405 MCGRAW HILL COS INC COM 580645109 1,874 56,681 56,681 MCKESSON CORP COM 58155Q103 1,260 20,393 20,393 MEADWESTVACO CORP COM 583334107 268 10,976 10,976 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,415 46,383 46,383 MEDTRONIC INC COM 585055106 4,777 142,250 142,250 MERCK & CO INC NEW COM 58933Y105 6,969 189,324 189,324 METLIFE INC COM 59156R108 1,689 43,920 43,920 MICROSOFT CORP COM 594918104 19,895 812,352 812,352 MICROCHIP TECHNOLOGY INC COM 595017104 260 8,276 8,276 MONSANTO CO NEW COM 61166W101 3,170 66,129 66,129 MONSTER WORLDWIDE INC COM 611742107 547 42,173 42,173 MOODYS CORP COM 615369105 643 25,727 25,727 MORGAN STANLEY COM NEW 617446448 2,356 95,471 95,471 MOSAIC CO COM 61945A107 1,061 18,049 18,049 MOTOROLA INC COM 620076109 1,267 148,542 148,542 MURPHY OIL CORP COM 626717102 570 9,212 9,212 MYLAN INC COM 628530107 219 11,669 11,669 NCR CORP NEW COM 62886E108 536 39,298 39,298 NII HLDGS INC CL B NEW 62913F201 516 12,557 12,557 NVR INC COM 62944T105 1,372 2,119 2,119 NYSE EURONEXT COM 629491101 521 18,250 18,250 NALCO HOLDING COMPANY COM 62985Q101 271 10,769 10,769 NATIONAL OILWELL VARCO INC COM 637071101 848 19,063 19,063 NATIONAL SEMICONDUCTOR CORP COM 637640103 312 24,412 24,412 NATIONWIDE HEALTH PPTYS INC COM 638620104 316 8,173 8,173 NAVISTAR INTL CORP NEW COM 63934E108 744 17,040 17,040 NETAPP INC COM 64110D104 3,206 64,395 64,395 NETFLIX INC COM 64110L106 291 1,793 1,793 NEWMONT MINING CORP COM 651639106 3,402 54,156 54,156 NEWS CORP CL A 65248E104 2,267 173,592 173,592 NEXTERA ENERGY INC COM 65339F101 949 17,456 17,456 NIKE INC CL B 654106103 3,611 45,055 45,055 NISOURCE INC COM 65473P105 183 10,509 10,509 NOBLE ENERGY INC COM 655044105 1,235 16,444 16,444 NORDSTROM INC COM 655664100 426 11,443 11,443 NORFOLK SOUTHERN CORP COM 655844108 1,336 22,450 22,450 NORTHERN TR CORP COM 665859104 1,314 27,246 27,246 NORTHROP GRUMMAN CORP COM 666807102 445 7,332 7,332 NOVELLUS SYS INC COM 670008101 587 22,074 22,074 NSTAR COM 67019E107 609 15,479 15,479 NUANCE COMMUNICATIONS INC COM 67020Y100 160 10,207 10,207 NUCOR CORP COM 670346105 1,312 34,353 34,353 NVIDIA CORP COM 67066G104 681 58,264 58,264 OGE ENERGY CORP COM 670837103 371 9,310 9,310 OCCIDENTAL PETE CORP DEL COM 674599105 5,698 72,774 72,774 OCEANEERING INTL INC COM 675232102 854 15,849 15,849 OMNICOM GROUP INC COM 681919106 2,583 65,434 65,434 ON SEMICONDUCTOR CORP COM 682189105 139 19,294 19,294 ONEOK INC NEW COM 682680103 739 16,397 16,397 ORACLE CORP COM 68389X105 11,360 423,080 423,080 O REILLY AUTOMOTIVE INC COM 686091109 330 6,198 6,198 OXFORD INDS INC COM 691497309 250 10,509 10,509 PG&E CORP COM 69331C108 1,138 25,063 25,063 PMC-SIERRA INC COM 69344F106 119 16,186 16,186 PNC FINL SVCS GROUP INC COM 693475105 1,128 21,725 21,725 PPG INDS INC COM 693506107 1,065 14,624 14,624 PPL CORP COM 69351T106 469 17,232 17,232 PACCAR INC COM 693718108 1,796 37,302 37,302 PACTIV CORP COM 695257105 431 13,064 13,064 PALL CORP COM 696429307 220 5,285 5,285 PARKER HANNIFIN CORP COM 701094104 1,129 16,119 16,119 PAYCHEX INC COM 704326107 1,403 51,038 51,038 PEABODY ENERGY CORP COM 704549104 813 16,589 16,589 PENNEY J C INC COM 708160106 226 8,327 8,327 PEPSICO INC COM 713448108 10,358 155,897 155,897 PERRIGO CO COM 714290103 233 3,628 3,628 PETROHAWK ENERGY CORP COM 716495106 340 21,092 21,092 PFIZER INC COM 717081103 7,877 458,753 458,753 PHILIP MORRIS INTL INC COM 718172109 13,049 232,928 232,928 PINNACLE WEST CAP CORP COM 723484101 323 7,820 7,820 PIONEER NAT RES CO COM 723787107 291 4,469 4,469 POLO RALPH LAUREN CORP CL A 731572103 226 2,517 2,517 PRAXAIR INC COM 74005P104 3,064 33,949 33,949 PRECISION CASTPARTS CORP COM 740189105 4,234 33,249 33,249 PRICE T ROWE GROUP INC COM 74144T108 1,238 24,729 24,729 PRICELINE COM INC COM NEW 741503403 1,463 4,201 4,201 PRINCIPAL FINL GROUP INC COM 74251V102 720 27,765 27,765 PROCTER & GAMBLE CO COM 742718109 10,540 175,752 175,752 PROGRESS ENERGY INC COM 743263105 492 11,079 11,079 PROGRESSIVE CORP OHIO COM 743315103 1,285 61,555 61,555 PROTECTIVE LIFE CORP COM 743674103 300 13,779 13,779 PRUDENTIAL FINL INC COM 744320102 2,377 43,870 43,870 PUBLIC SVC ENTERPRISE GROUP COM 744573106 549 16,595 16,595 PUBLIC STORAGE COM 74460D109 4,147 42,731 42,731 QEP RES INC COM 74733V100 327 10,846 10,846 QUALCOMM INC COM 747525103 9,397 208,210 208,210 QUEST DIAGNOSTICS INC COM 74834L100 293 5,808 5,808 QUESTAR CORP COM 748356102 198 11,305 11,305 QWEST COMMUNICATIONS INTL IN COM 749121109 162 25,758 25,758 RANGE RES CORP COM 75281A109 478 12,549 12,549 RAYONIER INC COM 754907103 333 6,642 6,642 RAYTHEON CO COM NEW 755111507 532 11,647 11,647 RED HAT INC COM 756577102 653 15,935 15,935 RELIANCE STEEL & ALUMINUM CO COM 759509102 544 13,089 13,089 REPUBLIC SVCS INC COM 760759100 1,013 33,236 33,236 RESMED INC COM 761152107 281 8,558 8,558 ROCKWELL AUTOMATION INC COM 773903109 1,256 20,340 20,340 ROCKWELL COLLINS INC COM 774341101 1,534 26,335 26,335 ROPER INDS INC NEW COM 776696106 630 9,666 9,666 ROSS STORES INC COM 778296103 300 5,494 5,494 ROVI CORP COM 779376102 554 10,986 10,986 SBA COMMUNICATIONS CORP COM 78388J106 376 9,342 9,342 SAIC INC COM 78390X101 651 40,740 40,740 SEI INVESTMENTS CO COM 784117103 332 16,305 16,305 SLM CORP COM 78442P106 921 79,714 79,714 SXC HEALTH SOLUTIONS CORP COM 78505P100 239 6,540 6,540 ST JUDE MED INC COM 790849103 1,201 30,517 30,517 SALESFORCE COM INC COM 79466L302 3,625 32,421 32,421 SALLY BEAUTY HLDGS INC COM 79546E104 142 12,708 12,708 SANDISK CORP COM 80004C101 679 18,515 18,515 SARA LEE CORP COM 803111103 593 44,181 44,181 SCHEIN HENRY INC COM 806407102 834 14,243 14,243 SCHLUMBERGER LTD COM 806857108 8,517 138,243 138,243 SCHWAB CHARLES CORP NEW COM 808513105 1,555 111,843 111,843 SCOTTS MIRACLE GRO CO CL A 810186106 455 8,800 8,800 SEALED AIR CORP NEW COM 81211K100 239 10,632 10,632 SEARS HLDGS CORP COM 812350106 959 13,297 13,297 SEMPRA ENERGY COM 816851109 900 16,720 16,720 SHERWIN WILLIAMS CO COM 824348106 440 5,851 5,851 SIGMA ALDRICH CORP COM 826552101 754 12,495 12,495 SIMON PPTY GROUP INC NEW COM 828806109 3,321 35,814 35,814 SIRIUS XM RADIO INC COM 82967N108 209 174,417 174,417 SONOCO PRODS CO COM 835495102 259 7,732 7,732 SOUTHERN CO COM 842587107 1,882 50,535 50,535 SOUTHERN COPPER CORP COM 84265V105 916 26,094 26,094 SOUTHWEST AIRLS CO COM 844741108 287 21,963 21,963 SOUTHWESTERN ENERGY CO COM 845467109 1,284 38,384 38,384 SPECTRA ENERGY CORP COM 847560109 1,447 64,149 64,149 SPRINT NEXTEL CORP COM SER 1 852061100 801 173,011 173,011 STANLEY BLACK & DECKER INC COM 854502101 240 3,910 3,910 STAPLES INC COM 855030102 1,312 62,731 62,731 STARBUCKS CORP COM 855244109 3,486 136,448 136,448 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,319 25,107 25,107 STATE STR CORP COM 857477103 1,024 27,201 27,201 STERICYCLE INC COM 858912108 264 3,803 3,803 STRYKER CORP COM 863667101 1,115 22,281 22,281 SUNTRUST BKS INC COM 867914103 673 26,068 26,068 SYMANTEC CORP COM 871503108 1,461 96,563 96,563 SYSCO CORP COM 871829107 758 26,595 26,595 TCF FINL CORP COM 872275102 175 10,800 10,800 TD AMERITRADE HLDG CORP COM 87236Y108 565 34,983 34,983 TECO ENERGY INC COM 872375100 233 13,441 13,441 TJX COS INC NEW COM 872540109 2,987 66,922 66,922 TARGET CORP COM 87612E106 5,169 96,734 96,734 TECH DATA CORP COM 878237106 246 6,109 6,109 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 284 20,200 20,200 TELEPHONE & DATA SYS INC COM 879433100 358 10,923 10,923 TELLABS INC COM 879664100 257 34,533 34,533 TENET HEALTHCARE CORP COM 88033G100 74 15,727 15,727 TERADATA CORP DEL COM 88076W103 459 11,912 11,912 TEXAS INSTRS INC COM 882508104 5,062 186,530 186,530 TEXTRON INC COM 883203101 331 16,096 16,096 THERMO FISHER SCIENTIFIC INC COM 883556102 1,373 28,684 28,684 THOMAS & BETTS CORP COM 884315102 501 12,225 12,225 THOMSON REUTERS CORP COM 884903105 205 5,467 5,467 THORATEC CORP COM NEW 885175307 212 5,733 5,733 3M CO COM 88579Y101 7,780 89,728 89,728 TIFFANY & CO NEW COM 886547108 265 5,633 5,633 TIME WARNER INC COM NEW 887317303 2,598 84,759 84,759 TIME WARNER CABLE INC COM 88732J207 396 7,332 7,332 TORCHMARK CORP COM 891027104 273 5,132 5,132 TORO CO COM 891092108 375 6,669 6,669 TRAVELERS COMPANIES INC COM 89417E109 3,425 65,742 65,742 TUPPERWARE BRANDS CORP COM 899896104 319 6,972 6,972 US BANCORP DEL COM NEW 902973304 2,710 125,364 125,364 URS CORP NEW COM 903236107 520 13,688 13,688 ULTRA PETROLEUM CORP COM 903914109 551 13,114 13,114 UNION PAC CORP COM 907818108 2,679 32,749 32,749 UNITED PARCEL SERVICE INC CL B 911312106 5,949 89,202 89,202 UNITED STATES CELLULAR CORP COM 911684108 339 7,374 7,374 UNITED STATES STL CORP NEW COM 912909108 497 11,344 11,344 UNITED TECHNOLOGIES CORP COM 913017109 6,848 96,143 96,143 UNITEDHEALTH GROUP INC COM 91324P102 3,640 103,685 103,685 UNUM GROUP COM 91529Y106 897 40,510 40,510 VALERO ENERGY CORP NEW COM 91913Y100 731 41,744 41,744 VALSPAR CORP COM 920355104 253 7,929 7,929 VARIAN MED SYS INC COM 92220P105 1,011 16,710 16,710 VERISIGN INC COM 92343E102 260 8,198 8,198 VERIZON COMMUNICATIONS INC COM 92343V104 43,363 1,330,548 1,330,548 VERTEX PHARMACEUTICALS INC COM 92532F100 582 16,822 16,822 VIACOM INC NEW CL B 92553P201 1,185 32,731 32,731 VIRGIN MEDIA INC COM 92769L101 282 12,219 12,219 VISA INC COM CL A 92826C839 4,082 54,971 54,971 VMWARE INC CL A COM 928563402 282 3,318 3,318 VORNADO RLTY TR SH BEN INT 929042109 728 8,511 8,511 WADDELL & REED FINL INC CL A 930059100 520 19,000 19,000 WAL MART STORES INC COM 931142103 11,888 222,122 222,122 WALGREEN CO COM 931422109 4,121 123,026 123,026 WASTE MGMT INC DEL COM 94106L109 906 25,350 25,350 WATERS CORP COM 941848103 641 9,054 9,054 WELLPOINT INC COM 94973V107 2,847 50,269 50,269 WELLS FARGO & CO NEW COM 949746101 7,019 279,491 279,491 WESCO INTL INC COM 95082P105 237 6,033 6,033 WESTAR ENERGY INC COM 95709T100 352 14,535 14,535 WESTERN DIGITAL CORP COM 958102105 874 30,769 30,769 WESTERN UN CO COM 959802109 1,383 78,259 78,259 WEYERHAEUSER CO COM 962166104 169 10,748 10,748 WHIRLPOOL CORP COM 963320106 324 4,005 4,005 WHOLE FOODS MKT INC COM 966837106 233 6,282 6,282 WILLIAMS COS INC DEL COM 969457100 207 10,839 10,839 WISCONSIN ENERGY CORP COM 976657106 269 4,652 4,652 WYNN RESORTS LTD COM 983134107 1,919 22,120 22,120 XCEL ENERGY INC COM 98389B100 376 16,374 16,374 XILINX INC COM 983919101 331 12,416 12,416 XEROX CORP COM 984121103 391 37,793 37,793 YAHOO INC COM 984332106 1,455 102,657 102,657 YUM BRANDS INC COM 988498101 2,886 62,650 62,650 ZIMMER HLDGS INC COM 98956P102 723 13,823 13,823 TOTAL 1,021,993