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
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Verizon Investment Management Corp.
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Address: 1 Verizon Way, Building 7, 1st Floor South
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Basking Ridge, New Jersey 07920
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Form 13F File Number: 028-04063
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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
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Title: Chief Operating Officer
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Phone: 908 559-5890
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Signature, Place, and Date of Signing:
/s/ David L. Beik Basking Ridge, New Jersey November 9, 2010
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[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
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Form 13F Information Table Entry Total: 525
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Form 13F Information Table Value Total: 1,021,993.00
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(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
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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