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, 2011
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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: 28-04063
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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 7, 2011
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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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
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[Repeat as necessary.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
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Form 13F Information Table Entry Total: 391
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Form 13F Information Table Value Total: 566,074.00
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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.
Goldman Sachs Prime Brokerage
Verizon Investment Management Corp.
FORM 13F-SOLE INSTR V. NONE AUTHORITY
30-Sep-11
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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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 1,001 19,006 19,006
COVIDIEN PLC SHS G2554F113 344 7,792 7,792
HERBALIFE LTD COM USD SHS G4412G101 939 17,510 17,510
INGERSOLL-RAND PLC SHS G47791101 526 18,732 18,732
MAIDEN HOLDINGS LTD SHS G5753U112 288 39,000 39,000
WHITE MTNS INS GROUP LTD COM G9618E107 812 2,000 2,000
CNH GLOBAL N V SHS NEW N20935206 260 9,900 9,900
AFLAC INC COM 001055102 444 12,700 12,700
AOL INC COM 00184X105 272 22,700 22,700
AT&T INC COM 00206R102 5,077 178,000 178,000
ABBOTT LABS COM 002824100 4,856 94,958 94,958
ADOBE SYS INC COM 00724F101 692 28,644 28,644
ADVANCED MICRO DEVICES
INC COM 007903107 92 18,103 18,103
AGILENT TECHNOLOGIES INC COM 00846U101 320 10,245 10,245
AIR PRODS & CHEMS INC COM 009158106 1,095 14,337 14,337
ALBEMARLE CORP COM 012653101 331 8,197 8,197
ALCOA INC COM 013817101 498 52,000 52,000
ALEXION PHARMACEUTICALS
INC COM 015351109 347 5,415 5,415
ALLEGHANY CORP DEL COM 017175100 433 1,500 1,500
ALLERGAN INC COM 018490102 2,865 34,773 34,773
ALLSTATE CORP COM 020002101 320 13,500 13,500
ALTERA CORP COM 021441100 772 24,483 24,483
ALTRIA GROUP INC COM 02209S103 3,216 119,970 119,970
AMAZON COM INC COM 023135106 5,254 24,297 24,297
AMERICAN ELEC PWR INC COM 025537101 380 10,000 10,000
AMERICAN EXPRESS CO COM 025816109 2,614 58,212 58,212
AMERICAN TOWER CORP CL A 029912201 628 11,674 11,674
AMERISOURCEBERGEN CORP COM 03073E105 748 20,063 20,063
AMETEK INC NEW COM 031100100 690 20,932 20,932
AMGEN INC COM 031162100 2,418 44,000 44,000
AMPHENOL CORP NEW CL A 032095101 211 5,186 5,186
ANADARKO PETE CORP COM 032511107 1,370 21,725 21,725
ANALOG DEVICES INC COM 032654105 457 14,619 14,619
AON CORP COM 037389103 285 6,800 6,800
APACHE CORP COM 037411105 1,777 22,152 22,152
APPLE INC COM 037833100 21,783 57,125 57,125
APPLIED MATLS INC COM 038222105 2,788 269,244 269,244
ARCHER DANIELS MIDLAND
CO COM 039483102 437 17,626 17,626
ARROW ELECTRS INC COM 042735100 388 13,977 13,977
ATMEL CORP COM 049513104 102 12,619 12,619
AUTOMATIC DATA
PROCESSING IN COM 053015103 1,707 36,206 36,206
AUTOZONE INC COM 053332102 1,527 4,785 4,785
AVON PRODS INC COM 054303102 407 20,763 20,763
BB&T CORP COM 054937107 1,003 47,000 47,000
BMC SOFTWARE INC COM 055921100 876 22,708 22,708
BAIDU INC SPON ADR REP A 056752108 802 7,500 7,500
BAKER HUGHES INC COM 057224107 720 15,592 15,592
BALL CORP COM 058498106 417 13,445 13,445
BANK OF AMERICA
CORPORATION COM 060505104 1,071 175,000 175,000
BANK HAWAII CORP COM 062540109 284 7,800 7,800
BANK OF NEW YORK MELLON
CORP COM 064058100 506 27,200 27,200
BARD C R INC COM 067383109 221 2,521 2,521
BAXTER INTL INC COM 071813109 1,623 28,910 28,910
BECTON DICKINSON & CO COM 075887109 927 12,637 12,637
BED BATH & BEYOND INC COM 075896100 707 12,334 12,334
BERKLEY W R CORP COM 084423102 356 12,000 12,000
BERKSHIRE HATHAWAY INC
DEL CL B NEW 084670702 3,623 51,000 51,000
BEST BUY INC COM 086516101 396 17,000 17,000
BIOGEN IDEC INC COM 09062X103 663 7,114 7,114
BLACKROCK INC COM 09247X101 1,160 7,838 7,838
BOEING CO COM 097023105 2,649 43,774 43,774
BORGWARNER INC COM 099724106 710 11,722 11,722
BOSTON PROPERTIES INC COM 101121101 1,383 15,519 15,519
BRISTOL MYERS SQUIBB CO COM 110122108 1,961 62,500 62,500
BROADCOM CORP CL A 111320107 1,075 32,281 32,281
BROOKFIELD ASSET MGMT
INC CL A LTD VT SH 112585104 482 17,500 17,500
CBS CORP NEW CL B 124857202 908 44,551 44,551
CF INDS HLDGS INC COM 125269100 834 6,756 6,756
C H ROBINSON WORLDWIDE
INC COM NEW 12541W209 950 13,873 13,873
CME GROUP INC COM 12572Q105 1,725 7,000 7,000
CMS ENERGY CORP COM 125896100 297 15,000 15,000
CSX CORP COM 126408103 1,004 53,757 53,757
CVS CAREMARK CORPORATION COM 126650100 2,318 69,000 69,000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 222 14,121 14,121
CALPINE CORP COM NEW 131347304 204 14,500 14,500
CAMERON INTERNATIONAL
CORP COM 13342B105 717 17,264 17,264
CAPITAL ONE FINL CORP COM 14040H105 1,090 27,500 27,500
CARDINAL HEALTH INC COM 14149Y108 1,096 26,162 26,162
CAREFUSION CORP COM 14170T101 756 31,562 31,562
CARNIVAL CORP PAIRED CTF 143658300 1,151 38,000 38,000
CATERPILLAR INC DEL COM 149123101 2,863 38,778 38,778
CELANESE CORP DEL COM SER A 150870103 556 17,097 17,097
CELGENE CORP COM 151020104 3,258 52,622 52,622
CENTERPOINT ENERGY INC COM 15189T107 481 24,500 24,500
CENTURYLINK INC COM 156700106 576 17,400 17,400
CERNER CORP COM 156782104 2,479 36,183 36,183
CHESAPEAKE ENERGY CORP COM 165167107 567 22,200 22,200
CHEVRON CORP NEW COM 166764100 6,331 68,373 68,373
CHIPOTLE MEXICAN GRILL
INC COM 169656105 277 915 915
CHUBB CORP COM 171232101 600 10,000 10,000
CISCO SYS INC COM 17275R102 1,938 125,000 125,000
CITIGROUP INC COM NEW 172967424 1,537 60,000 60,000
CITRIX SYS INC COM 177376100 792 14,533 14,533
CLIFFS NATURAL RESOURCES
INC COM 18683K101 353 6,894 6,894
COACH INC COM 189754104 1,044 20,143 20,143
COCA COLA CO COM 191216100 8,658 128,151 128,151
COGNIZANT TECHNOLOGY
SOLUTIO CL A 192446102 1,502 23,956 23,956
COLGATE PALMOLIVE CO COM 194162103 1,151 12,981 12,981
COMCAST CORP NEW CL A 20030N101 2,246 107,384 107,384
CONCHO RES INC COM 20605P101 216 3,042 3,042
CONOCOPHILLIPS COM 20825C104 3,008 47,500 47,500
CONSOL ENERGY INC COM 20854P109 1,173 34,571 34,571
CONSOLIDATED EDISON INC COM 209115104 798 14,000 14,000
CONSTELLATION ENERGY
GROUP I COM 210371100 259 6,800 6,800
CORN PRODS INTL INC COM 219023108 1,307 33,313 33,313
CORNING INC COM 219350105 667 54,000 54,000
COSTCO WHSL CORP NEW COM 22160K105 3,241 39,458 39,458
CROWN CASTLE INTL CORP COM 228227104 750 18,450 18,450
CROWN HOLDINGS INC COM 228368106 523 17,089 17,089
CULLEN FROST BANKERS INC COM 229899109 573 12,500 12,500
CUMMINS INC COM 231021106 896 10,976 10,976
CYPRESS SEMICONDUCTOR
CORP COM 232806109 366 24,448 24,448
DPL INC COM 233293109 285 9,461 9,461
DTE ENERGY CO COM 233331107 662 13,500 13,500
DANAHER CORP DEL COM 235851102 1,727 41,166 41,166
DARDEN RESTAURANTS INC COM 237194105 492 11,514 11,514
DECKERS OUTDOOR CORP COM 243537107 711 7,637 7,637
DEERE & CO COM 244199105 1,419 21,976 21,976
DELL INC COM 24702R101 1,372 97,009 97,009
DELTA AIR LINES INC DEL COM NEW 247361702 112 14,970 14,970
DEVON ENERGY CORP NEW COM 25179M103 748 13,500 13,500
DISNEY WALT CO COM DISNEY 254687106 1,870 62,000 62,000
DISCOVERY COMMUNICATNS
NEW COM SER A 25470F104 308 8,198 8,198
DISH NETWORK CORP CL A 25470M109 612 24,423 24,423
DISCOVER FINL SVCS COM 254709108 943 41,091 41,091
DIRECTV COM CL A 25490A101 2,333 55,199 55,199
DOLLAR TREE INC COM 256746108 271 3,600 3,600
DOMINION RES INC VA NEW COM 25746U109 1,396 27,500 27,500
DONALDSON INC COM 257651109 671 12,245 12,245
DOVER CORP COM 260003108 712 15,272 15,272
DOW CHEM CO COM 260543103 865 38,500 38,500
DR PEPPER SNAPPLE GROUP
INC COM 26138E109 1,509 38,918 38,918
DU PONT E I DE NEMOURS &
CO COM 263534109 2,212 55,338 55,338
DUKE ENERGY CORP NEW COM 26441C105 1,299 65,000 65,000
E M C CORP MASS COM 268648102 2,688 128,066 128,066
EOG RES INC COM 26875P101 1,392 19,601 19,601
EQT CORP COM 26884L109 256 4,792 4,792
EASTMAN CHEM CO COM 277432100 267 3,892 3,892
EATON CORP COM 278058102 543 15,307 15,307
EBAY INC COM 278642103 1,726 58,522 58,522
ECOLAB INC COM 278865100 572 11,693 11,693
EDWARDS LIFESCIENCES
CORP COM 28176E108 241 3,378 3,378
EL PASO CORP COM 28336L109 1,421 81,302 81,302
EL PASO ELEC CO COM NEW 283677854 289 9,000 9,000
ELECTRONIC ARTS INC COM 285512109 507 24,787 24,787
EMERSON ELEC CO COM 291011104 2,153 52,127 52,127
ENERGIZER HLDGS INC COM 29266R108 332 5,000 5,000
EXELON CORP COM 30161N101 415 9,731 9,731
EXPEDIA INC DEL COM 30212P105 357 13,848 13,848
EXPEDITORS INTL WASH INC COM 302130109 862 21,251 21,251
EXPRESS SCRIPTS INC COM 302182100 1,579 42,605 42,605
EXXON MOBIL CORP COM 30231G102 18,884 260,008 260,008
FMC TECHNOLOGIES INC COM 30249U101 932 24,775 24,775
FASTENAL CO COM 311900104 289 8,681 8,681
FEDEX CORP COM 31428X106 388 5,738 5,738
FIDELITY NATIONAL
FINANCIAL CL A 31620R105 326 21,500 21,500
FIRST SOLAR INC COM 336433107 357 5,653 5,653
FISERV INC COM 337738108 573 11,286 11,286
FIRSTENERGY CORP COM 337932107 449 10,000 10,000
FLUOR CORP NEW COM 343412102 541 11,630 11,630
FLOWSERVE CORP COM 34354P105 399 5,389 5,389
FOOT LOCKER INC COM 344849104 352 17,500 17,500
FORD MTR CO DEL COM PAR $0.01 345370860 1,155 119,434 119,434
FOREST LABS INC COM 345838106 406 13,200 13,200
FRANKLIN RES INC COM 354613101 1,412 14,765 14,765
FREEPORT-MCMORAN COPPER
& GO COM 35671D857 1,930 63,387 63,387
GENERAL DYNAMICS CORP COM 369550108 540 9,500 9,500
GENERAL ELECTRIC CO COM 369604103 5,160 339,000 339,000
GENERAL MLS INC COM 370334104 1,411 36,670 36,670
GENERAL MTRS CO COM 37045V100 321 15,900 15,900
GILEAD SCIENCES INC COM 375558103 2,063 53,169 53,169
GOLDMAN SACHS GROUP INC COM 38141G104 1,106 11,700 11,700
GOODRICH CORP COM 382388106 964 7,991 7,991
GOOGLE INC CL A 38259P508 8,451 16,408 16,408
GRAFTECH INTL LTD COM 384313102 291 22,902 22,902
GRAINGER W W INC COM 384802104 251 1,676 1,676
GREAT PLAINS ENERGY INC COM 391164100 349 18,100 18,100
GREEN MTN COFFEE
ROASTERS IN COM 393122106 336 3,617 3,617
GUESS INC COM 401617105 282 9,910 9,910
HCP INC COM 40414L109 463 13,200 13,200
HALLIBURTON CO COM 406216101 2,195 71,932 71,932
HARLEY DAVIDSON INC COM 412822108 826 24,054 24,054
HEINZ H J CO COM 423074103 809 16,033 16,033
HEWLETT PACKARD CO COM 428236103 1,378 61,400 61,400
HOME DEPOT INC COM 437076102 3,184 96,864 96,864
HONEYWELL INTL INC COM 438516106 2,313 52,666 52,666
HUMANA INC COM 444859102 727 10,000 10,000
ITT EDUCATIONAL SERVICES
INC COM 45068B109 336 5,827 5,827
IDEX CORP COM 45167R104 364 11,687 11,687
ILLINOIS TOOL WKS INC COM 452308109 1,425 34,263 34,263
INTEL CORP COM 458140100 2,539 119,000 119,000
INTEGRYS ENERGY GROUP
INC COM 45822P105 331 6,800 6,800
INTERCONTINENTALEXCHANGE
INC COM 45865V100 1,439 12,165 12,165
INTERNATIONAL BUSINESS
MACHS COM 459200101 13,491 77,151 77,151
INTERNATIONAL
FLAVORS&FRAGRA COM 459506101 515 9,167 9,167
INTL PAPER CO COM 460146103 275 11,828 11,828
INTUITIVE SURGICAL INC COM NEW 46120E602 1,915 5,256 5,256
INTUIT COM 461202103 1,134 23,906 23,906
ISHARES TR RUSSELL 1000 464287622 9,197 147,065 147,065
JPMORGAN CHASE & CO COM 46625H100 3,645 121,000 121,000
JOHNSON & JOHNSON COM 478160104 7,162 112,458 112,458
JOHNSON CTLS INC COM 478366107 645 24,453 24,453
JOY GLOBAL INC COM 481165108 411 6,584 6,584
JUNIPER NETWORKS INC COM 48203R104 271 15,691 15,691
KBR INC COM 48242W106 420 17,788 17,788
KELLOGG CO COM 487836108 360 6,771 6,771
KIMBERLY CLARK CORP COM 494368103 1,749 24,630 24,630
KOHLS CORP COM 500255104 1,229 25,031 25,031
KRAFT FOODS INC CL A 50075N104 1,998 59,500 59,500
KROGER CO COM 501044101 1,497 68,172 68,172
LABORATORY CORP AMER
HLDGS COM NEW 50540R409 233 2,950 2,950
LAM RESEARCH CORP COM 512807108 432 11,362 11,362
LAS VEGAS SANDS CORP COM 517834107 1,018 26,544 26,544
LAUDER ESTEE COS INC CL A 518439104 292 3,322 3,322
LEUCADIA NATL CORP COM 527288104 431 19,000 19,000
LIBERTY GLOBAL INC COM SER A 530555101 261 7,220 7,220
LIFE TECHNOLOGIES CORP COM 53217V109 978 25,457 25,457
LILLY ELI & CO COM 532457108 2,069 55,958 55,958
LIMITED BRANDS INC COM 532716107 892 23,154 23,154
LOCKHEED MARTIN CORP COM 539830109 534 7,355 7,355
LOEWS CORP COM 540424108 1,296 37,500 37,500
LOWES COS INC COM 548661107 774 40,000 40,000
M & T BK CORP COM 55261F104 839 12,000 12,000
MACYS INC COM 55616P104 304 11,550 11,550
MARATHON OIL CORP COM 565849106 1,475 68,362 68,362
MARSH & MCLENNAN COS INC COM 571748102 478 18,000 18,000
MARRIOTT INTL INC NEW CL A 571903202 223 8,190 8,190
MASCO CORP COM 574599106 75 10,541 10,541
MASTERCARD INC CL A 57636Q104 2,587 8,156 8,156
MATTEL INC COM 577081102 1,219 47,100 47,100
MAXIM INTEGRATED PRODS
INC COM 57772K101 203 8,693 8,693
MCDERMOTT INTL INC COM 580037109 138 12,844 12,844
MCDONALDS CORP COM 580135101 5,975 68,042 68,042
MCGRAW HILL COS INC COM 580645109 733 17,880 17,880
MCKESSON CORP COM 58155Q103 1,812 24,922 24,922
MEAD JOHNSON NUTRITION
CO COM 582839106 764 11,099 11,099
MEDCO HEALTH SOLUTIONS
INC COM 58405U102 552 11,770 11,770
MEDTRONIC INC COM 585055106 1,668 50,186 50,186
MERCK & CO INC NEW COM 58933Y105 2,786 85,200 85,200
METLIFE INC COM 59156R108 266 9,500 9,500
METROPCS COMMUNICATIONS
INC COM 591708102 258 29,670 29,670
MICROSOFT CORP COM 594918104 11,176 449,013 449,013
MOHAWK INDS INC COM 608190104 322 7,500 7,500
MONSANTO CO NEW COM 61166W101 2,166 36,076 36,076
MONSTER WORLDWIDE INC COM 611742107 83 11,624 11,624
MORGAN STANLEY COM NEW 617446448 259 19,200 19,200
MOSAIC CO NEW COM 61945C103 642 13,111 13,111
MYLAN INC COM 628530107 199 11,706 11,706
NII HLDGS INC CL B NEW 62913F201 355 13,184 13,184
NVR INC COM 62944T105 483 800 800
NASDAQ OMX GROUP INC COM 631103108 693 29,946 29,946
NATIONAL FUEL GAS CO N J COM 636180101 285 5,855 5,855
NATIONAL OILWELL VARCO
INC COM 637071101 615 12,000 12,000
NETAPP INC COM 64110D104 727 21,430 21,430
NETFLIX INC COM 64110L106 741 6,545 6,545
NEWMONT MINING CORP COM 651639106 1,083 17,200 17,200
NEWS CORP CL A 65248E104 1,415 91,400 91,400
NIKE INC CL B 654106103 1,326 15,508 15,508
NOBLE ENERGY INC COM 655044105 499 7,044 7,044
NORDSTROM INC COM 655664100 219 4,800 4,800
NORFOLK SOUTHERN CORP COM 655844108 873 14,300 14,300
NOVELLUS SYS INC COM 670008101 859 31,500 31,500
NSTAR COM 67019E107 627 14,000 14,000
NUCOR CORP COM 670346105 221 7,000 7,000
NVIDIA CORP COM 67066G104 221 17,672 17,672
OGE ENERGY CORP COM 670837103 478 10,000 10,000
O REILLY AUTOMOTIVE INC
NEW COM 67103H107 270 4,059 4,059
OCCIDENTAL PETE CORP DEL COM 674599105 3,002 41,991 41,991
OCEANEERING INTL INC COM 675232102 735 20,796 20,796
OMNICOM GROUP INC COM 681919106 920 24,975 24,975
ON SEMICONDUCTOR CORP COM 682189105 94 13,099 13,099
ONEOK INC NEW COM 682680103 544 8,238 8,238
ORACLE CORP COM 68389X105 7,154 248,920 248,920
PG&E CORP COM 69331C108 360 8,500 8,500
PNC FINL SVCS GROUP INC COM 693475105 1,422 29,500 29,500
PNM RES INC COM 69349H107 246 15,000 15,000
PPG INDS INC COM 693506107 965 13,655 13,655
PACCAR INC COM 693718108 641 18,955 18,955
PARKER HANNIFIN CORP COM 701094104 755 11,967 11,967
PAYCHEX INC COM 704326107 410 15,547 15,547
PEABODY ENERGY CORP COM 704549104 270 7,967 7,967
PENNEY J C INC COM 708160106 335 12,500 12,500
PEPSICO INC COM 713448108 6,285 101,527 101,527
PERRIGO CO COM 714290103 237 2,444 2,444
PFIZER INC COM 717081103 4,243 240,000 240,000
PHILIP MORRIS INTL INC COM 718172109 7,166 114,873 114,873
PINNACLE WEST CAP CORP COM 723484101 386 9,000 9,000
POTASH CORP SASK INC COM 73755L107 666 15,400 15,400
PRAXAIR INC COM 74005P104 1,442 15,430 15,430
PRECISION CASTPARTS CORP COM 740189105 3,377 21,723 21,723
PRICE T ROWE GROUP INC COM 74144T108 365 7,646 7,646
PRICELINE COM INC COM NEW 741503403 1,600 3,560 3,560
PRINCIPAL FINL GROUP INC COM 74251V102 299 13,200 13,200
PROCTER & GAMBLE CO COM 742718109 6,350 100,505 100,505
PROGRESS ENERGY INC COM 743263105 512 9,900 9,900
PROGRESSIVE CORP OHIO COM 743315103 419 23,600 23,600
PRUDENTIAL FINL INC COM 744320102 1,022 21,800 21,800
PUBLIC STORAGE COM 74460D109 2,215 19,895 19,895
QEP RES INC COM 74733V100 327 12,083 12,083
QUALCOMM INC COM 747525103 6,037 124,142 124,142
QUEST DIAGNOSTICS INC COM 74834L100 210 4,254 4,254
RALPH LAUREN CORP CL A 751212101 240 1,849 1,849
RANGE RES CORP COM 75281A109 1,586 27,131 27,131
RAYONIER INC COM 754907103 546 14,832 14,832
RAYTHEON CO COM NEW 755111507 715 17,500 17,500
RED HAT INC COM 756577102 240 5,682 5,682
REPUBLIC SVCS INC COM 760759100 296 10,542 10,542
ROCKWELL AUTOMATION INC COM 773903109 910 16,247 16,247
ROCKWELL COLLINS INC COM 774341101 809 15,335 15,335
ROSS STORES INC COM 778296103 272 3,458 3,458
SLM CORP COM 78442P106 654 52,500 52,500
ST JUDE MED INC COM 790849103 350 9,680 9,680
SALESFORCE COM INC COM 79466L302 1,136 9,941 9,941
SANDISK CORP COM 80004C101 1,150 28,500 28,500
SANDRIDGE ENERGY INC COM 80007P307 67 12,060 12,060
SARA LEE CORP COM 803111103 234 14,294 14,294
SCHEIN HENRY INC COM 806407102 300 4,837 4,837
SCHLUMBERGER LTD COM 806857108 5,074 84,941 84,941
SCHWAB CHARLES CORP NEW COM 808513105 546 48,478 48,478
SEMPRA ENERGY COM 816851109 247 4,800 4,800
SIGMA ALDRICH CORP COM 826552101 778 12,585 12,585
SIMON PPTY GROUP INC NEW COM 828806109 2,096 19,054 19,054
SIRIUS XM RADIO INC COM 82967N108 176 116,433 116,433
SOTHEBYS COM 835898107 276 10,000 10,000
SOUTHERN CO COM 842587107 1,335 31,500 31,500
SOUTHWESTERN ENERGY CO COM 845467109 446 13,377 13,377
SPECTRA ENERGY CORP COM 847560109 601 24,500 24,500
SPRINT NEXTEL CORP COM SER 1 852061100 454 149,500 149,500
STARBUCKS CORP COM 855244109 2,221 59,562 59,562
STARWOOD HOTELS&RESORTS
WRLD COM 85590A401 708 18,241 18,241
STATE STR CORP COM 857477103 868 27,000 27,000
STERICYCLE INC COM 858912108 204 2,527 2,527
STRYKER CORP COM 863667101 435 9,227 9,227
SUNTRUST BKS INC COM 867914103 673 37,500 37,500
SYMANTEC CORP COM 871503108 760 46,638 46,638
SYSCO CORP COM 871829107 445 17,174 17,174
TJX COS INC NEW COM 872540109 1,443 26,017 26,017
TARGET CORP COM 87612E106 1,524 31,076 31,076
TECH DATA CORP COM 878237106 367 8,500 8,500
TELE NORTE LESTE PART S
A SPON ADR PFD 879246106 507 53,200 53,200
TELECOMUNICACOES DE SAO
PAUL SPON ADR PFD 87929A102 1,177 44,485 44,485
TERADATA CORP DEL COM 88076W103 748 13,970 13,970
TERADYNE INC COM 880770102 429 39,000 39,000
TESORO CORP COM 881609101 370 19,000 19,000
TEXAS INSTRS INC COM 882508104 1,514 56,803 56,803
THERMO FISHER SCIENTIFIC
INC COM 883556102 1,190 23,500 23,500
THOMAS & BETTS CORP COM 884315102 354 8,874 8,874
3M CO COM 88579Y101 3,221 44,868 44,868
TIFFANY & CO NEW COM 886547108 229 3,759 3,759
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,002 42,534 42,534
TIME WARNER INC COM NEW 887317303 1,049 35,000 35,000
TIME WARNER CABLE INC COM 88732J207 878 14,003 14,003
TOLL BROTHERS INC COM 889478103 209 14,500 14,500
TORCHMARK CORP COM 891027104 884 25,350 25,350
TOWERS WATSON & CO CL A 891894107 768 12,848 12,848
TRAVELERS COMPANIES INC COM 89417E109 975 20,000 20,000
US BANCORP DEL COM NEW 902973304 1,577 67,000 67,000
UNION PAC CORP COM 907818108 1,662 20,352 20,352
UNITED CONTL HLDGS INC COM 910047109 374 19,315 19,315
UNITED PARCEL SERVICE
INC CL B 911312106 2,092 33,128 33,128
UNITED STATES CELLULAR
CORP COM 911684108 321 8,100 8,100
UNITED TECHNOLOGIES CORP COM 913017109 4,171 59,287 59,287
UNITEDHEALTH GROUP INC COM 91324P102 2,873 62,300 62,300
UNUM GROUP COM 91529Y106 650 31,000 31,000
VALEANT PHARMACEUTICALS
INTL COM 91911K102 490 13,200 13,200
VALERO ENERGY CORP NEW COM 91913Y100 244 13,733 13,733
VARIAN MED SYS INC COM 92220P105 1,166 22,348 22,348
VENTAS INC COM 92276F100 224 4,528 4,528
VERIZON COMMUNICATIONS
INC COM 92343V104 48,964 1,330,548 1,330,548
VERTEX PHARMACEUTICALS
INC COM 92532F100 239 5,366 5,366
VIACOM INC NEW CL B 92553P201 1,500 38,722 38,722
VIRGIN MEDIA INC COM 92769L101 483 19,839 19,839
VISA INC COM CL A 92826C839 1,626 18,972 18,972
VMWARE INC CL A COM 928563402 1,326 16,494 16,494
VORNADO RLTY TR SH BEN INT 929042109 470 6,297 6,297
WAL MART STORES INC COM 931142103 4,370 84,195 84,195
WALGREEN CO COM 931422109 2,711 82,437 82,437
WASTE CONNECTIONS INC COM 941053100 522 15,428 15,428
WASTE MGMT INC DEL COM 94106L109 456 14,000 14,000
WATERS CORP COM 941848103 204 2,697 2,697
WATSON PHARMACEUTICALS
INC COM 942683103 240 3,512 3,512
WELLPOINT INC COM 94973V107 947 14,500 14,500
WELLS FARGO & CO NEW COM 949746101 3,501 145,136 145,136
WESTERN DIGITAL CORP COM 958102105 225 8,759 8,759
WESTERN UN CO COM 959802109 723 47,308 47,308
WHOLE FOODS MKT INC COM 966837106 297 4,551 4,551
WISCONSIN ENERGY CORP COM 976657106 391 12,500 12,500
WYNN RESORTS LTD COM 983134107 890 7,738 7,738
XILINX INC COM 983919101 215 7,818 7,818
YAHOO INC COM 984332106 223 16,900 16,900
YUM BRANDS INC COM 988498101 1,674 33,903 33,903
TOTAL 566,074