0000909012-12-000241.txt : 20120507 0000909012-12-000241.hdr.sgml : 20120507 20120507114607 ACCESSION NUMBER: 0000909012-12-000241 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120507 DATE AS OF CHANGE: 20120507 EFFECTIVENESS DATE: 20120507 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIEDMONT INVESTMENT ADVISORS LLC CENTRAL INDEX KEY: 0001270341 IRS NUMBER: 522258652 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10589 FILM NUMBER: 12816627 MAIL ADDRESS: STREET 1: 411 WEST CHAPEL HILL STREET STREET 2: STE 11OO CITY: DURHAM STATE: NC ZIP: 87701 13F-HR 1 t306771.txt PIED UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 3/31/2012 Check here if Amendment [ ]; Amendment Number _____ This Amenment (Check only one) [ ] is a restatement. [ ] adds new holding entries Institutional Investment Manager Filing this Report: Name: Piedmont Investment Advisers Address: 411 West Chapel Hill Street Durham, NC 27713 Form 13F File Number: 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 Manger: Name: Dina Falzon Title: Vice President Phone: 919-688-8600 Signature, Place, and Date of Signing /s/ DINA FALZON DURHAM, NC -------------------------------- -------------------- --------- [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 HOLDINGS NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manger(s). [ ] 13F COMBINATION REPORT. (Check here if portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manger(s).
Title of Value Shares Shares Market Investment Other Voting Name of Issuer Class CUSIP Price Quantity Value Discretion Managers Authority ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM Common 88579Y101 89.21 14,920 $1,331,013.20 Discretionary None Shared ABBOTT LABS COM Common 002824100 61.29 1,317 $ 80,718.93 Discretionary None Shared ACCENTURE PLC IRELAND SHS CLASS A Common G1151C101 64.50 21,230 $1,369,335.00 Discretionary None Shared ACE LTD Common H0023R105 73.20 12,310 $ 901,092.00 Discretionary None Shared ACTIVISION BLIZZARD INC. Common 00507V109 12.82 176,260 $2,259,653.20 Discretionary None Shared ADOBE SYS INC COM Common 00724F101 34.31 28,580 $ 980,579.80 Discretionary None Shared ADVANCED MICRO DEVICES COM Common 007903107 8.02 3,260 $ 26,145.20 Discretionary None Shared AETNA INC NEW COM Common 00817Y108 50.16 821,718 $ 41,217,374.88 Discretionary None Shared AFLAC INC COM Common 001055102 45.99 32,977 $1,516,612.23 Discretionary None Shared AGCO CORP COM Common 001084102 47.21 28,840 $1,361,536.40 Discretionary None Shared AGILENT TECHNOLOGIES COM Common 00846U101 44.51 22,510 $1,001,920.10 Discretionary None Shared AKAMAI TECHNOLOGIES INC COM Common 00971T101 36.70 30,390 $1,115,313.00 Discretionary None Shared ALBEMARLE CORP COM Common 012653101 63.92 940 $ 60,084.80 Discretionary None Shared ALEXION PHARMACEUTICALS INC Common 015351109 92.86 436,090 $ 40,495,317.40 Discretionary None Shared ALLIANCE DATA SYSTEMS CORP COM Common 018581108 125.96 1,010 $ 127,219.60 Discretionary None Shared ALPHA NATURAL RESOURCES INC COM Common 02076X102 15.21 7,804 $ 118,698.84 Discretionary None Shared ALTERA CORP COM Common 021441100 39.82 1,690 $ 67,295.80 Discretionary None Shared AMDOCS LTD. Common G02602103 31.58 45,300 $1,430,574.00 Discretionary None Shared AMEREN CORP COM Common 023608102 32.58 138,367 $4,507,996.86 Discretionary None Shared AMERICAN CAMPUS COMMUNITIES INC. Common 024835100 44.72 2,350 $ 105,092.00 Discretionary None Shared AMERICAN EXPRESS CO COM Common 025816109 57.86 1,071,009 $ 61,968,580.74 Discretionary None Shared AMERICAN INTL GROUP INC COM NEW Common 026874784 30.83 6,850 $ 211,185.50 Discretionary None Shared AMERICAN NATIONAL INSURANCE CO Common 028591105 72.52 27,135 $1,967,830.20 Discretionary None Shared AMERICAN WTR WKS CO INC NEW COM Common 030420103 34.03 68,954 $2,346,504.62 Discretionary None Shared AMERIPRISE FINL INC COM Common 03076C106 57.13 9,830 $ 561,587.90 Discretionary None Shared AMERISOURCEBERGEN CORP COM Common 03073E105 39.66 59,400 $2,355,804.00 Discretionary None Shared AMGEN INC COM Common 031162100 67.97 942,500 $ 64,061,725.00 Discretionary None Shared ANIXTER INTERNATIONAL INC Common 035290105 72.53 1,040 $ 75,431.20 Discretionary None Shared APACHE CORP COM Common 037411105 100.44 15,330 $1,539,745.20 Discretionary None Shared APOLLO GROUP INC CL A Common 037604105 38.64 44,240 $1,709,433.60 Discretionary None Shared APPLE INC COM Common 037833100 599.55 223,972 $134,282,412.60 Discretionary None Shared ASSURANT INC COM Common 04621X108 40.50 19,400 $ 785,700.00 Discretionary None Shared ASSURED GUARANTY LTD Common G0585R106 16.52 6,850 $ 113,162.00 Discretionary None Shared AT&T INC COM Common 00206R102 31.23 54,638 $1,706,344.74 Discretionary None Shared AUTODESK INC COM Common 052769106 42.32 50,220 $2,125,310.40 Discretionary None Shared AUTONATION INC Common 05329W102 34.31 3,930 $ 134,838.30 Discretionary None Shared AVIS BUDGET GROUP INC. Common 053774105 14.15 4,180 $ 59,147.00 Discretionary None Shared AVNET INC COM Common 053807103 36.39 64,630 $2,351,885.70 Discretionary None Shared BANK HAWAII CORP COM Common 062540109 48.35 19,830 $ 958,780.50 Discretionary None Shared BANK OF AMERICA CORPORATION COM Common 060505104 9.57 256,947 $2,458,982.79 Discretionary None Shared BANK OF NEW YORK MELLON CORP COM Common 064058100 24.13 80,840 $1,950,669.20 Discretionary None Shared BARNES GROUP INC. Common 067806109 26.31 2,310 $ 60,776.10 Discretionary None Shared BAXTER INTL INC COM Common 071813109 59.78 800 $ 47,824.00 Discretionary None Shared BED BATH & BEYOND INC COM Common 075896100 65.77 56,050 $3,686,408.50 Discretionary None Shared BERKSHIRE HATHAWAY INC DEL CL B NEW Common 084670702 81.15 709 $ 57,535.35 Discretionary None Shared BERRY PETE CO CL A Common 085789105 47.13 1,370 $ 64,568.10 Discretionary None Shared BEST BUY INC COM Common 086516101 23.68 117,280 $2,777,190.40 Discretionary None Shared BIOGEN IDEC INC COM Common 09062X103 126.00 400 $ 50,400.00 Discretionary None Shared BOEING CO COM Common 097023105 74.37 713,447 $ 53,059,053.39 Discretionary None Shared BOSTON PROPERTIES INC COM Common 101121101 104.99 13,370 $1,403,716.30 Discretionary None Shared BOSTON SCIENTIFIC CORP Common 101137107 5.98 349,673 $2,091,044.54 Discretionary None Shared BRANDYWINE REALTY TRUST Common 105368203 11.48 54,400 $ 624,512.00 Discretionary None Shared BRISTOL MYERS SQUIBB CO COM Common 110122108 33.75 51,033 $1,722,363.75 Discretionary None Shared BROCADE COMMUNICATION SYSTEMS INC Common 111621306 5.75 6,260 $ 35,995.00 Discretionary None Shared BROWN FORMAN CORP CL B Common 115637209 83.39 11,120 $ 927,296.80 Discretionary None Shared CA INC COM Common 12673P105 27.56 158,940 $4,380,386.40 Discretionary None Shared CABOT MICROELECTRONICS COM Common 12709P103 38.88 980 $ 38,102.40 Discretionary None Shared CACI INTERNATIONAL INC. (CL A) Common 127190304 62.29 980 $ 61,044.20 Discretionary None Shared CAMDEN PROPERTY TRUST Common 133131102 65.75 27,609 $1,815,291.75 Discretionary None Shared CAPITAL ONE FINL CORP COM Common 14040H105 55.74 850 $ 47,379.00 Discretionary None Shared CARTER'S INC. Common 146229109 49.77 1,720 $ 85,604.40 Discretionary None Shared CATERPILLAR INC DEL COM Common 149123101 106.52 2,690 $ 286,538.80 Discretionary None Shared CBRE Group Inc Common 12504L109 19.96 57,040 $1,138,518.40 Discretionary None Shared CBS CORP NEW CL B Common 124857202 33.91 1,699,630 $ 57,634,453.30 Discretionary None Shared CELGENE CORP COM Common 151020104 77.52 12,720 $ 986,054.40 Discretionary None Shared CF INDS HLDGS INC COM Common 125269100 182.65 167,842 $ 30,656,341.30 Discretionary None Shared CHEESECAKE FACTORY INC COM Common 163072101 29.39 1,230 $ 36,149.70 Discretionary None Shared CHEMED CORP NEW COM Common 16359R103 62.68 460 $ 28,832.80 Discretionary None Shared CHESAPEAKE ENERGY CORP COM Common 165167107 23.17 6,483 $ 150,211.11 Discretionary None Shared CHEVRON CORP NEW COM Common 166764100 107.21 876,155 $ 93,932,577.55 Discretionary None Shared CHIMERA INVT CORP COM Common 16934Q109 2.83 12,640 $ 35,771.20 Discretionary None Shared CHUBB CORP COM Common 171232101 69.11 11,880 $ 821,026.80 Discretionary None Shared CHURCH & DWIGHT INC COM Common 171340102 49.19 35,540 $1,748,212.60 Discretionary None Shared CIGNA CORP COM Common 125509109 49.25 32,860 $1,618,355.00 Discretionary None Shared CINTAS CORP COM Common 172908105 39.12 109,230 $4,273,077.60 Discretionary None Shared CIRRUS LOGIC INC COM Common 172755100 23.80 3,770 $ 89,726.00 Discretionary None Shared CISCO SYS INC COM Common 17275R102 21.15 3,515,889 $ 74,361,052.35 Discretionary None Shared CITIGROUP INC COM Common 172967424 36.55 50,834 $1,857,982.70 Discretionary None Shared CLOROX CO DEL COM Common 189054109 68.75 9,605 $ 660,343.75 Discretionary None Shared CME GROUP INC COM Common 12572Q105 289.33 608 $ 175,912.64 Discretionary None Shared CNA FINANCIAL CORP. Common 126117100 29.33 4,920 $ 144,303.60 Discretionary None Shared COACH INC COM Common 189754104 77.28 66,940 $5,173,123.20 Discretionary None Shared COCA COLA CO COM Common 191216100 74.01 83,648 $6,190,788.48 Discretionary None Shared COCA COLA ENTERPRISES INC NEW COM Common 19122T109 28.60 58,320 $1,667,952.00 Discretionary None Shared COGNIZANT TECHNOLOGY SOLUTIONS CL A Common 192446102 76.95 630 $ 48,478.50 Discretionary None Shared COMCAST CORP NEW CL A Common 20030N101 30.01 3,950 $ 118,539.50 Discretionary None Shared COMERICA INC COM Common 200340107 32.36 31,660 $1,024,517.60 Discretionary None Shared COMMERICAL METALS CO Common 201723103 14.82 118,200 $1,751,724.00 Discretionary None Shared COMMUNITY HEALTH SYS INC NEWCO COM Common 203668108 22.24 29,760 $ 661,862.40 Discretionary None Shared COMPUTER SCIENCES CORP COM Common 205363104 29.94 24,700 $ 739,518.00 Discretionary None Shared CONAGRA FOODS INC COM Common 205887102 26.26 65,970 $1,732,372.20 Discretionary None Shared CONCHO RES INC COM Common 20605P101 102.08 4,169 $ 425,571.52 Discretionary None Shared CONOCOPHILLIPS COM Common 20825C104 76.01 24,657 $1,874,178.57 Discretionary None Shared COOPER COS INC COM NEW Common 216648402 81.71 18,990 $1,551,672.90 Discretionary None Shared CORNING INC COM Common 219350105 14.08 9,420 $ 132,633.60 Discretionary None Shared CORRECTIONS CORP. OF AMERICA Common 22025Y407 27.31 5,550 $ 151,570.50 Discretionary None Shared COVIDIEN PLC SHS Common G2554F113 54.68 30,590 $1,672,661.20 Discretionary None Shared CRACKER BARREL OLD CTRY STORE COM Common 22410J106 55.80 1,080 $ 60,264.00 Discretionary None Shared CUMMINS INC COM Common 231021106 120.04 305,140 $ 36,629,005.60 Discretionary None Shared CVS CAREMARK CORPORATION COM Common 126650100 44.80 1,541,270 $ 69,048,896.00 Discretionary None Shared DEERE & CO COM Common 244199105 80.90 29,000 $2,346,100.00 Discretionary None Shared DELUXE CORP COM Common 248019101 23.42 1,890 $ 44,263.80 Discretionary None Shared DENBURY RESOURCES INC. Common 247916208 18.23 123,344 $2,248,561.12 Discretionary None Shared DEVON ENERGY CORP NEW COM Common 25179M103 71.12 14,270 $1,014,882.40 Discretionary None Shared DIAMOND OFFSHORE DRILLING INC COM Common 25271C102 66.75 14,050 $ 937,837.50 Discretionary None Shared DIGITAL RLTY TR INC COM Common 253868103 73.97 850 $ 62,874.50 Discretionary None Shared DILLARDS INC CL A Common 254067101 63.02 420 $ 26,468.40 Discretionary None Shared DISCOVER FINL SVCS COM Common 254709108 33.34 1,244,395 $ 41,488,129.30 Discretionary None Shared DISH NETWORK CORP CL A Common 25470M109 32.93 42,716 $1,406,637.88 Discretionary None Shared DISNEY WALT CO COM DISNEY Common 254687106 43.78 4,862 $ 212,858.36 Discretionary None Shared DOLLAR THRIFTY AUTOMOTIVE GROUP INC. Common 256743105 80.91 880 $ 71,200.80 Discretionary None Shared DOLLAR TREE INC COM Common 256746108 94.49 29,330 $2,771,391.70 Discretionary None Shared DOMTAR CORP COM NEW Common 257559203 95.38 26,233 $2,502,103.54 Discretionary None Shared DOVER CORP COM Common 260003108 62.94 15,230 $ 958,576.20 Discretionary None Shared DR PEPPER SNAPPLE GROUP INC COM Common 26138E109 40.21 97,990 $3,940,177.90 Discretionary None Shared DTE ENERGY CO COM Common 233331107 55.03 875,080 $ 48,155,652.40 Discretionary None Shared DU PONT E I DE NEMOURS & CO COM Common 263534109 52.90 1,249,040 $ 66,074,216.00 Discretionary None Shared DUKE ENERGY CORP COM Common 26441C105 21.01 78,480 $1,648,864.80 Discretionary None Shared E M C CORP MASS COM Common 268648102 29.88 2,029,999 $ 60,656,370.12 Discretionary None Shared EBAY INC COM Common 278642103 36.90 960 $ 35,424.00 Discretionary None Shared EDISON INTL COM Common 281020107 42.51 3,343 $ 142,110.93 Discretionary None Shared EMERSON ELEC CO COM Common 291011104 52.18 1,270 $ 66,268.60 Discretionary None Shared ENDO PHARMACEUTICALS HLDGS INC COM Common 29264F205 38.73 30,230 $1,170,807.90 Discretionary None Shared ENERGY XXI (BERMUDA) LTD USD UNRS SHS Common G10082140 36.11 730 $ 26,360.30 Discretionary None Shared ENTERGY CORP NEW COM Common 29364G103 67.20 20,700 $1,391,040.00 Discretionary None Shared EQT CORP Common 26884L109 48.21 550 $ 26,515.50 Discretionary None Shared EXELON CORP COM Common 30161N101 39.21 85,700 $3,360,297.00 Discretionary None Shared EXPEDIA INC DEL COM Common 30212P303 33.44 52,370 $1,751,252.80 Discretionary None Shared EXXON MOBIL CORP COM Common 30231G102 86.73 1,356,741 $117,670,146.93 Discretionary None Shared FEDERAL-MOGUL CORP. Common 313549404 17.21 81,790 $1,407,605.90 Discretionary None Shared FIFTH THIRD BANCORP COM Common 316773100 14.04 5,070 $ 71,208.15 Discretionary None Shared FIRST HORIZON NATL CORP COM Common 320517105 10.38 190,800 $1,980,504.00 Discretionary None Shared FIRSTENERGY CORP COM Common 337932107 45.59 709 $ 32,323.31 Discretionary None Shared FISERV INC COM Common 337738108 69.39 26,792 $1,859,096.88 Discretionary None Shared FOOT LOCKER INC COM Common 344849104 31.05 1,495,110 $ 46,423,165.50 Discretionary None Shared FORD MTR CO DEL COM PAR $0.01 Common 345370860 12.47 2,192,943 $ 27,356,963.92 Discretionary None Shared FOREST LABS INC COM Common 345838106 34.69 107,540 $3,730,562.60 Discretionary None Shared FREEPORT-MCMORAN COPPER & GOLD COM Common 35671D857 38.04 54,074 $2,056,974.96 Discretionary None Shared GAMESTOP CORP NEW CL A Common 36467W109 21.84 89,684 $1,958,698.56 Discretionary None Shared GANNETT INC COM Common 364730101 15.33 143,600 $2,201,388.00 Discretionary None Shared GAP INC DEL COM Common 364760108 26.14 99,630 $2,604,328.20 Discretionary None Shared GENERAL DYNAMICS CORP COM Common 369550108 73.38 18,340 $1,345,789.20 Discretionary None Shared GENERAL ELECTRIC CO COM Common 369604103 20.07 4,431,607 $ 88,942,352.49 Discretionary None Shared GENERAL GROWTH PPTYS INC NEW COM Common 370023103 16.99 1,722 $ 29,256.78 Discretionary None Shared GENERAL MTRS CORP COM Common 37045V100 25.65 7,698 $ 197,453.70 Discretionary None Shared GLOBAL PAYMENTS INC. Common 37940X102 47.50 42,990 $2,042,025.00 Discretionary None Shared GOLAR LNG LTD. Common G9456A100 38.05 250 $ 9,512.50 Discretionary None Shared GOLDMAN SACHS GROUP INC COM Common 38141G104 124.37 9,090 $1,130,523.30 Discretionary None Shared GOOGLE INC CL A Common 38259P508 641.24 8,600 $5,514,664.00 Discretionary None Shared GRAINGER W W INC COM Common 384802104 214.81 10,420 $2,238,320.20 Discretionary None Shared GREAT PLAINS ENERGY INC COM Common 391164100 20.27 2,026 $ 41,067.02 Discretionary None Shared GREEN MOUNTAIN COFFEE ROASTERS INC. Common 393122106 46.84 300 $ 14,052.00 Discretionary None Shared GULFPORT ENERGY CORP. Common 402635304 29.12 2,330 $ 67,849.60 Discretionary None Shared HARMAN INTL INDS INC COM Common 413086109 46.81 19,780 $ 925,901.80 Discretionary None Shared HARTFORD FINL SVCS GROUP INC COM Common 416515104 21.08 59,720 $1,258,897.60 Discretionary None Shared HCC INS HLDGS INC COM Common 404132102 31.17 58,000 $1,807,860.00 Discretionary None Shared HEALTH CARE REIT INC COM Common 42217K106 54.96 30,400 $1,670,784.00 Discretionary None Shared HEALTH MGMT ASSOC INC CL A Common 421933102 6.72 1,700 $ 11,424.00 Discretionary None Shared HEALTHCARE SERVICES GROUP INC. Common 421906108 21.27 4,660 $ 99,118.20 Discretionary None Shared HELIX ENERGY SOLUTIONS GROUP INC. Common 42330P107 17.80 670 $ 11,926.00 Discretionary None Shared HELMERICH & PAYNE INC Common 423452101 53.95 56,173 $3,030,533.35 Discretionary None Shared HERSHEY FOODS Common 427866108 61.33 204,100 $ 12,517,453.00 Discretionary None Shared HESS CORP COM Common 42809H107 58.95 656,718 $ 38,713,526.10 Discretionary None Shared HEWLETT PACKARD CO COM Common 428236103 23.83 48,301 $1,151,012.83 Discretionary None Shared HILLENBRAND INC Common 431571108 22.95 1,550 $ 35,572.50 Discretionary None Shared HOLLY FRONTIER CORP Common 436106108 32.15 65,500 $2,105,825.00 Discretionary None Shared HOME DEPOT INC COM Common 437076102 50.31 31,250 $1,572,187.50 Discretionary None Shared HORMEL FOODS CORP COM Common 440452100 29.52 68,510 $2,022,415.20 Discretionary None Shared HOSPITALITY PPTYS TR COM SH BEN INT Common 44106M102 26.47 13,900 $ 367,933.00 Discretionary None Shared HUMANA INC COM Common 444859102 92.48 41,230 $3,812,950.40 Discretionary None Shared IAC/INTERACTIVECORP. Common 44919P508 49.09 49,090 $2,409,828.10 Discretionary None Shared INTEL CORP COM Common 458140100 28.11 2,074,124 $ 58,313,996.26 Discretionary None Shared INTERNATIONAL BUSINESS MACHS COM Common 459200101 208.65 21,200 $4,423,380.00 Discretionary None Shared INTERNATIONAL GAME TEC COM Common 459902102 16.79 7,200 $ 120,888.00 Discretionary None Shared INTERPUBLIC GROUP COS INC COM Common 460690100 11.41 124,300 $1,418,263.00 Discretionary None Shared INTL PAPER CO COM Common 460146103 35.10 75,240 $2,640,924.00 Discretionary None Shared INTUITIVE SURGICAL INC COM NEW Common 46120E602 541.75 90 $ 48,757.50 Discretionary None Shared ITRON INC COM Common 465741106 45.41 1,270 $ 57,670.70 Discretionary None Shared JOHNSON & JOHNSON COM Common 478160104 65.96 20,336 $1,341,362.56 Discretionary None Shared JOY GLOBAL INC COM Common 481165108 73.50 33,590 $2,468,865.00 Discretionary None Shared JPMORGAN CHASE & CO COM Common 46625H100 45.98 1,702,827 $ 78,295,985.46 Discretionary None Shared KANSAS CITY SOUTHERN COM NEW Common 485170302 71.69 19,430 $1,392,936.70 Discretionary None Shared KEYCORP NEW COM Common 493267108 8.50 449,820 $3,823,470.00 Discretionary None Shared KIRBY CORP COM Common 497266106 65.79 30,800 $2,026,332.00 Discretionary None Shared KLA-TENCOR CORP COM Common 482480100 54.42 35,820 $1,949,324.40 Discretionary None Shared KRAFT FOODS INC CL A Common 50075N104 38.01 1,812,511 $ 68,893,543.11 Discretionary None Shared L-3 COMMUNICATIONS HLDGS INC COM Common 502424104 70.77 50,582 $3,579,688.14 Discretionary None Shared LAUDER ESTEE COS INC CL A Common 518439104 61.94 45,080 $2,792,255.20 Discretionary None Shared LEGG MASON INC COM Common 524901105 27.93 3,470 $ 96,917.10 Discretionary None Shared LEXMARK INTL NEW CL A Common 529771107 33.24 62,096 $2,064,071.04 Discretionary None Shared LIBERTY MEDIA HOLDING CORP. INTERACTIVE SE Common 53071M104 19.09 55,521 $1,059,895.89 Discretionary None Shared LIFE TECHNOLOGIES CORP COM Common 53217V109 48.82 4,650 $ 227,013.00 Discretionary None Shared LILLY ELI & CO COM Common 532457108 40.26 100,440 $4,044,216.60 Discretionary None Shared LINCARE HLDGS INC COM Common 532791100 25.88 10,920 $ 282,609.60 Discretionary None Shared LKQ CORP. Common 501889208 31.17 2,580 $ 80,418.60 Discretionary None Shared LOCKHEED MARTIN CORP COM Common 539830109 89.86 1,519 $ 136,497.34 Discretionary None Shared LORILLARD INC COM Common 544147101 129.48 15,764 $2,041,122.72 Discretionary None Shared LSI CORPORATION COM Common 502161102 8.68 93,582 $ 812,291.76 Discretionary None Shared M.D.C. HOLDINGS INC. Common 552676108 25.79 1,140 $ 29,400.60 Discretionary None Shared MACYS INC COM Common 55616P104 39.73 2,001,977 $ 79,538,546.21 Discretionary None Shared MARATHON OIL CORP COM Common 565849106 31.70 74,130 $2,349,921.00 Discretionary None Shared MARATHON PETROLEUM CORP Common 56585A102 43.36 744,674 $ 32,289,064.64 Discretionary None Shared MARVELL TECHNOLOGY GROUP LTD ORD Common G5876H105 15.73 56,120 $ 882,767.60 Discretionary None Shared MASTERCARD INC CL A Common 57636Q104 420.54 3,050 $1,282,647.00 Discretionary None Shared MATTEL INC COM Common 577081102 33.66 85,480 $2,877,256.80 Discretionary None Shared MBIA INC COM Common 55262C100 9.80 87,752 $ 859,969.60 Discretionary None Shared MCGRAW-HILL Common 580645109 48.47 56,736 $2,749,993.92 Discretionary None Shared MCKESSON CORP COM Common 58155Q103 87.77 15,270 $1,340,247.90 Discretionary None Shared MEDTRONIC INC COM Common 585055106 39.19 37,832 $1,482,636.08 Discretionary None Shared MERCK & CO INC NEW COM Common 58933Y105 38.40 3,720 $ 142,848.00 Discretionary None Shared METLIFE INC COM Common 59156R108 37.35 1,239,003 $ 46,276,762.05 Discretionary None Shared METTLER TOLEDO INTERNATIONAL COM Common 592688105 184.75 6,720 $1,241,520.00 Discretionary None Shared MICROSOFT CORP COM Common 594918104 32.25 2,798,642 $ 90,270,197.71 Discretionary None Shared MOLSON COORS BREWING CO CL B Common 60871R209 45.25 78,010 $3,529,952.50 Discretionary None Shared MONSANTO CO Common 61166W101 79.76 48,830 $3,894,680.80 Discretionary None Shared MORGAN STANLEY COM NEW Common 617446448 19.64 51,880 $1,018,923.20 Discretionary None Shared MSCI INC CL A Common 55354G100 36.81 800 $ 29,448.00 Discretionary None Shared NABORS INDUSTRIES LTD SHS Common G6359F103 17.49 88,500 $1,547,865.00 Discretionary None Shared NATIONAL OILWELL VARCO INC COM Common 637071101 79.47 415,058 $ 32,984,659.26 Discretionary None Shared NCR CORP NEW COM Common 62886E108 21.71 2,850 $ 61,873.50 Discretionary None Shared NETWORK APPLIANCE INC COM Common 64110D104 44.77 24,930 $1,116,116.10 Discretionary None Shared NEWMONT MINING CORP COM Common 651639106 51.27 13,960 $ 715,729.20 Discretionary None Shared NEWS CORP CL A Common 65248E104 19.71 45,090 $ 888,723.90 Discretionary None Shared NII HLDGS INC CL B NEW Common 62913F201 18.31 92,221 $1,688,566.51 Discretionary None Shared NIKE INC CL B Common 654106103 108.44 8,340 $ 904,389.60 Discretionary None Shared NISOURCE INC COM Common 65473P105 24.35 59,090 $1,438,841.50 Discretionary None Shared NORFOLK SOUTHERN CORP COM Common 655844108 65.83 12,790 $ 841,965.70 Discretionary None Shared NORTHERN TR CORP COM Common 665859104 47.45 19,980 $ 948,051.00 Discretionary None Shared NORTHROP GRUMMAN CORP COM Common 666807102 61.08 36,310 $2,217,814.80 Discretionary None Shared NVIDIA CORP COM Common 67066G104 15.39 47,400 $ 729,723.00 Discretionary None Shared O'REILLY AUTOMOTIVE INC. Common 67103H107 91.35 7,920 $ 723,492.00 Discretionary None Shared OCCIDENTAL PETE CORP DEL COM Common 674599105 95.23 27,530 $2,621,681.90 Discretionary None Shared OIL STS INTL INC COM Common 678026105 78.06 12,120 $ 946,087.20 Discretionary None Shared OMNICARE INC. Common 681904108 35.57 19,700 $ 700,729.00 Discretionary None Shared OMNICOM GROUP INC COM Common 681919106 50.65 6,300 $ 319,095.00 Discretionary None Shared ONEOK INC NEW COM Common 682680103 81.66 160 $ 13,065.60 Discretionary None Shared ORACLE CORP COM Common 68389X105 29.16 89,340 $2,605,154.40 Discretionary None Shared OSHKOSH TRUCK Common 688239201 23.17 11,500 $ 266,455.00 Discretionary None Shared PACCAR INC Common 693718108 46.83 25,020 $1,171,686.60 Discretionary None Shared PACWEST BANCORP DEL COM Common 695263103 24.30 910 $ 22,113.00 Discretionary None Shared PALL CORP Common 696429307 59.63 14,270 $ 850,920.10 Discretionary None Shared PAR PHARMACEUTICAL COS INC COM Common 69888P106 38.73 2,520 $ 97,599.60 Discretionary None Shared PARAMETRIC TECHNOLOGY CORP Common 699173209 27.94 670 $ 18,719.80 Discretionary None Shared PARKER HANNIFIN CORP COM Common 701094104 84.55 5,500 $ 465,025.00 Discretionary None Shared PATTERSON UTI ENERGY INC COM Common 703481101 17.29 610 $ 10,546.90 Discretionary None Shared PFIZER INC COM Common 717081103 22.64 3,680,707 $ 83,349,610.01 Discretionary None Shared PHILIP MORRIS INTL INC COM Common 718172109 88.61 500,791 $ 44,375,090.51 Discretionary None Shared PINNACLE WEST CAP CORP COM Common 723484101 47.90 39,258 $1,880,458.20 Discretionary None Shared PITNEY BOWES INC COM Common 724479100 17.58 93,510 $1,643,905.80 Discretionary None Shared PNC FINL SVCS GROUP INC COM Common 693475105 64.49 22,145 $1,428,131.05 Discretionary None Shared POLO RALPH LAUREN CORP CL A Common 751212101 174.33 9,850 $1,717,150.50 Discretionary None Shared PRICE T ROWE GROUP INC COM Common 74144T108 65.30 1,170 $ 76,401.00 Discretionary None Shared PRICELINE COM INC COM NEW Common 741503403 717.50 6,180 $4,434,150.00 Discretionary None Shared PRINCIPAL FINL GROUP INC COM Common 74251V102 29.51 24,666 $ 727,893.66 Discretionary None Shared PROCTER & GAMBLE CO COM Common 742718109 67.21 29,063 $1,953,324.23 Discretionary None Shared PROGRESS ENERGY INC COM Common 743263105 53.11 216 $ 11,471.76 Discretionary None Shared PROSPECT CAPITAL CORP. Common 74348T102 10.98 2,740 $ 30,085.20 Discretionary None Shared PROTECTIVE LIFE CORP. Common 743674103 29.62 81,171 $2,404,285.02 Discretionary None Shared PRUDENTIAL FINL INC COM Common 744320102 63.39 54,001 $3,423,123.39 Discretionary None Shared PUBLIC STORAGE COM Common 74460D109 138.17 285,299 $ 39,419,762.83 Discretionary None Shared PUBLIC SVC ENTERPRISE GROUP COM Common 744573106 30.61 90,180 $2,760,409.80 Discretionary None Shared QLOGIC CORP COM Common 747277101 17.76 95,710 $1,699,809.60 Discretionary None Shared QUALCOMM INC COM Common 747525103 68.06 938,460 $ 63,871,587.60 Discretionary None Shared RAMBUS INC Common 750917106 6.45 2,140 $ 13,803.00 Discretionary None Shared RAYTHEON CO COM NEW Common 755111507 52.78 24,530 $1,294,693.40 Discretionary None Shared REGENCY CENTERS CORP. Common 758849103 44.48 1,820 $ 80,953.60 Discretionary None Shared REINSURANCE GROUP AMER INC COM NEW Common 759351604 59.47 570 $ 33,897.90 Discretionary None Shared REYNOLDS AMERICAN INC COM Common 761713106 41.44 58,400 $2,420,096.00 Discretionary None Shared ROPER INDUSTRIES INC. Common 776696106 99.16 20,800 $2,062,528.00 Discretionary None Shared ROSS STORES INC COM Common 778296103 58.10 49,460 $2,873,626.00 Discretionary None Shared ROUSE PROPERTIES INC Common 779287101 13.54 63 $ 853.02 Discretionary None Shared ROVI CORP Common 779376102 32.55 220 $ 7,161.00 Discretionary None Shared ROYAL CARIBBEAN CRUISES LTD COM Common V7780T103 29.43 1,930 $ 56,799.90 Discretionary None Shared SANDISK CORP COM Common 80004C101 49.59 469,010 $ 23,258,205.90 Discretionary None Shared SARA LEE CORP COM Common 803111103 21.53 113,602 $2,445,851.06 Discretionary None Shared SCANA CORP NEW COM Common 80589M102 45.61 6,231 $ 284,195.91 Discretionary None Shared SEALED AIR CORP NEW COM Common 81211K100 19.31 30,020 $ 579,686.20 Discretionary None Shared SEATTLE GENETICS INC. Common 812578102 20.38 800 $ 16,304.00 Discretionary None Shared SIGMA ALDRICH CORP COM Common 826552101 73.06 18,960 $1,385,217.60 Discretionary None Shared SIMON PPTY GROUP INC NEW COM Common 828806109 145.68 203 $ 29,573.04 Discretionary None Shared SLM CORP COM Common 78442P106 15.76 136,025 $2,143,754.00 Discretionary None Shared SMITHFIELD FOODS INC COM Common 832248108 22.03 103,680 $2,284,070.40 Discretionary None Shared SOUTHERN CO COM Common 842587107 44.93 608 $ 27,317.44 Discretionary None Shared SPRINT NEXTEL CORP COM SER 1 Common 852061100 2.85 649,090 $1,849,906.50 Discretionary None Shared STATE STR CORP COM Common 857477103 45.50 1,000 $ 45,500.00 Discretionary None Shared STEEL DYNAMICS INC COM Common 858119100 14.54 69,500 $1,010,530.00 Discretionary None Shared STRYKER CORP COM Common 863667101 55.48 1,250 $ 69,350.00 Discretionary None Shared SUNSTONE HOTEL INVS INC NEW COM Common 867892101 9.74 9,790 $ 95,354.60 Discretionary None Shared SUPERIOR ENERGY SERVICES INC. Common 868157108 26.36 530 $ 13,970.80 Discretionary None Shared SXC Health Solutions Corp. Common 78505P100 74.96 19,200 $1,439,232.00 Discretionary None Shared SYMANTEC CORP COM Common 871503108 18.70 3,910 $ 73,117.00 Discretionary None Shared TELEPHONE & DATA SYSTEMS INC. Common 879433829 23.15 75,003 $1,736,319.45 Discretionary None Shared TERADYNE INC COM Common 880770102 16.89 56,940 $ 961,716.60 Discretionary None Shared TESORO CORP COM Common 881609101 26.84 122,800 $3,295,952.00 Discretionary None Shared TEXAS ROADHOUSE INC Common 882681109 16.64 3,570 $ 59,404.80 Discretionary None Shared THERMO FISHER SCIENTIFIC INC COM Common 883556102 56.38 810 $ 45,667.80 Discretionary None Shared TIME WARNER CABLE INC COM Common 88732J207 81.50 23,590 $1,922,585.00 Discretionary None Shared TIME WARNER INC COM NEW Common 887317303 37.75 40,429 $1,526,194.74 Discretionary None Shared TIMKEN CO COM Common 887389104 50.74 224,365 $ 11,384,280.10 Discretionary None Shared TOLL BROTHERS INC Common 889478103 23.99 780 $ 18,712.20 Discretionary None Shared TORO CO. Common 891092108 71.11 1,200 $ 85,332.00 Discretionary None Shared TOTAL SYS SVCS INC COM Common 891906109 23.07 2,110 $ 48,677.70 Discretionary None Shared TOWERS WATSON & CO. (CL A) Common 891894107 66.07 356,270 $ 23,538,758.90 Discretionary None Shared TRANSDIGM GROUP INC COM Common 893641100 115.76 2,830 $ 327,600.80 Discretionary None Shared TRAVELERS COMPANIES INC COM Common 89417E109 59.20 27,180 $1,609,056.00 Discretionary None Shared TRIMBLE NAVIGATION LTD COM Common 896239100 54.42 1,850 $ 100,677.00 Discretionary None Shared TRIUMPH GROUP INC NEW COM Common 896818101 62.66 340 $ 21,304.40 Discretionary None Shared TYCO INTERNATIONAL LTD SHS Common H89128104 56.18 51,940 $2,917,989.20 Discretionary None Shared TYSON FOODS INC CL A Common 902494103 19.15 106,310 $2,035,836.50 Discretionary None Shared UAL CORP. Common 910047109 21.50 97,635 $2,099,152.50 Discretionary None Shared UNION PAC CORP COM Common 907818108 107.48 22,390 $2,406,477.20 Discretionary None Shared UNIT CORP COM Common 909218109 42.76 17,310 $ 740,175.60 Discretionary None Shared UNITED TECHNOLOGIES CORP COM Common 913017109 82.94 25,363 $2,103,607.22 Discretionary None Shared UNITED THERAPEUTICS CORP Common 91307C102 47.13 37,530 $1,768,788.90 Discretionary None Shared UNITEDHEALTH GROUP INC COM Common 91324P102 58.94 1,376,552 $ 81,133,974.88 Discretionary None Shared UNIVERSAL DISPLAY CORP. Common 91347P105 36.53 580 $ 21,187.40 Discretionary None Shared UNUM GROUP COM Common 91529Y106 24.48 2,431 $ 59,510.88 Discretionary None Shared US BANCORP DEL COM NEW Common 902973304 31.68 2,798,250 $ 88,648,560.00 Discretionary None Shared V F CORP COM Common 918204108 145.98 347,850 $ 50,779,143.00 Discretionary None Shared VALERO ENERGY CORP NEW COM Common 91913Y100 25.77 57,470 $1,481,001.90 Discretionary None Shared VALUECLICK INC COM Common 92046N102 19.74 2,280 $ 45,007.20 Discretionary None Shared VECTREN CORP. Common 92240G101 29.06 9,800 $ 284,788.00 Discretionary None Shared VERIFONE HOLDINGS INC Common 92342Y109 51.87 250 $ 12,967.50 Discretionary None Shared VERISK ANALYTICS INC. (CL A) Common 92345Y106 46.97 1,860 $ 87,364.20 Discretionary None Shared VERIZON COMMUNICATIONS INC COM Common 92343V104 38.23 1,977,821 $ 75,612,096.83 Discretionary None Shared VIACOM INC NEW CL B Common 92553P201 47.46 33,282 $1,579,563.72 Discretionary None Shared VIROPHARMA INC Common 928241108 30.07 1,930 $ 58,035.10 Discretionary None Shared VISA INC COM CL A Common 92826C839 118.00 8,170 $ 964,060.00 Discretionary None Shared VISTEON CORP COM Common 92839U206 53.00 15,000 $ 795,000.00 Discretionary None Shared VMWARE INC CL A COM Common 928563402 112.37 472,800 $ 53,128,536.00 Discretionary None Shared VORNADO RLTY TR SH BEN INT Common 929042109 84.20 46,710 $3,932,982.00 Discretionary None Shared WAL MART STORES INC COM Common 931142103 61.20 16,858 $1,031,709.60 Discretionary None Shared WALGREEN CO COM Common 931422109 33.49 43,550 $1,458,489.50 Discretionary None Shared WASHINGTON POST CO CL B Common 939640108 373.57 200 $ 74,714.00 Discretionary None Shared WATSON PHARMACEUTICALS INC Common 942683103 67.06 600 $ 40,236.00 Discretionary None Shared WELLPOINT INC COM Common 94973V107 73.80 25,450 $1,878,210.00 Discretionary None Shared WELLS FARGO & CO NEW COM Common 949746101 34.14 151,346 $5,166,952.44 Discretionary None Shared WESCO INTL INC COM Common 95082P105 65.31 3,130 $ 204,420.30 Discretionary None Shared WESTERN DIGITAL CORP COM Common 958102105 41.39 59,630 $2,468,085.70 Discretionary None Shared WGL HOLDING INC Common 92924F106 40.70 1,620 $ 65,934.00 Discretionary None Shared WHOLE FOODS MARKET Common 966837106 83.20 21,830 $1,816,256.00 Discretionary None Shared WYNDHAM WORLDWIDE CORP COM Common 98310W108 46.51 600,119 $ 27,911,534.69 Discretionary None Shared XEROX CORP COM Common 984121103 8.07 51,900 $ 419,092.50 Discretionary None Shared XL GROUP PLC SHS Common G98290102 21.69 105,617 $2,290,832.73 Discretionary None Shared ZIMMER HLDGS INC COM Common 98956P102 64.28 14,470 $ 930,131.60 Discretionary None Shared ---------- --------------- APPLE INC COM Common 037833100 599.55 71 $ 42,568.05 Other Morgan Stanley None ---------- --------------- AETNA INC NEW COM Common 00817Y108 50.16 264 $ 13,242.24 Other Morgan Stanley None ---------- --------------- ALEXION PHARMACEUTICALS INC Common 015351109 92.86 139 $ 12,907.54 Other Morgan Stanley None ---------- --------------- AMGEN INC COM Common 031162100 67.97 314 $ 21,342.58 Other Morgan Stanley None ---------- --------------- AMERICAN EXPRESS CO COM Common 025816109 57.86 367 $ 21,234.62 Other Morgan Stanley None ---------- --------------- BOEING CO COM Common 097023105 74.37 257 $ 19,113.09 Other Morgan Stanley None ---------- --------------- CBS CORP NEW CL B Common 124857202 33.91 607 $ 20,583.37 Other Morgan Stanley None ---------- --------------- CF INDS HLDGS INC COM Common 125269100 182.65 52 $ 9,497.80 Other Morgan Stanley None ---------- --------------- CUMMINS INC COM Common 231021106 120.04 102 $ 12,244.08 Other Morgan Stanley None ---------- --------------- CISCO SYS INC COM Common 17275R102 21.15 1,178 $ 24,914.70 Other Morgan Stanley None ---------- --------------- CVS CAREMARK CORPORATION COM Common 126650100 44.8 552 $ 24,729.60 Other Morgan Stanley None ---------- --------------- CHEVRON CORP NEW COM Common 166764100 107.21 281 $ 30,126.01 Other Morgan Stanley None ---------- --------------- DU PONT E I DE NEMOURS & CO COM Common 263534109 52.9 426 $ 22,535.40 Other Morgan Stanley None ---------- --------------- DISCOVER FINL SVCS COM Common 254709108 33.34 405 $ 13,502.70 Other Morgan Stanley None ---------- --------------- DTE ENERGY CO COM Common 233331107 55.03 303 $ 16,674.09 Other Morgan Stanley None ---------- --------------- E M C CORP MASS COM Common 268648102 29.88 690 $ 20,617.20 Other Morgan Stanley None ---------- --------------- FORD MTR CO DEL COM PAR $0.01 Common 345370860 12.47 800 $ 9,976.00 Other Morgan Stanley None ---------- --------------- FOOT LOCKER INC COM Common 344849104 31.05 512 $ 15,897.60 Other Morgan Stanley None ---------- --------------- GENERAL ELECTRIC CO COM Common 369604103 20.07 1,419 $ 28,479.33 Other Morgan Stanley None ---------- --------------- HESS CORP COM Common 42809H107 58.95 236 $ 13,912.20 Other Morgan Stanley None ---------- --------------- INTEL CORP COM Common 458140100 28.11 666 $ 18,721.26 Other Morgan Stanley None ---------- --------------- JPMORGAN CHASE & CO COM Common 46625H100 45.98 563 $ 25,886.74 Other Morgan Stanley None ---------- --------------- KRAFT FOODS INC CL A Common 50075N104 38.01 642 $ 24,402.42 Other Morgan Stanley None ---------- --------------- MACYS INC COM Common 55616P104 39.73 687 $ 27,294.51 Other Morgan Stanley None ---------- --------------- METLIFE INC COM Common 59156R108 37.35 423 $ 15,799.05 Other Morgan Stanley None ---------- --------------- MARATHON PETROLEUM CORP Common 56585A102 43.36 255 $ 11,056.80 Other Morgan Stanley None ---------- --------------- MICROSOFT CORP COM Common 594918104 32.25 896 $ 28,896.00 Other Morgan Stanley None ---------- --------------- NATIONAL OILWELL VARCO INC COM Common 637071101 79.47 131 $ 10,410.57 Other Morgan Stanley None ---------- --------------- PFIZER INC COM Common 717081103 22.64 1,237 $ 28,005.68 Other Morgan Stanley None ---------- --------------- PHILIP MORRIS INTL INC COM Common 718172109 88.61 204 $ 18,076.44 Other Morgan Stanley None ---------- --------------- PUBLIC STORAGE COM Common 74460D109 138.17 91 $ 12,573.47 Other Morgan Stanley None ---------- --------------- QUALCOMM INC COM Common 747525103 68.06 320 $ 21,779.20 Other Morgan Stanley None ---------- --------------- SANDISK CORP COM Common 80004C101 49.59 169 $ 8,380.71 Other Morgan Stanley None ---------- --------------- TIMKEN CO COM Common 887389104 50.74 82 $ 4,160.68 Other Morgan Stanley None ---------- --------------- TOWERS WATSON & CO. (CL A) Common 891894107 66.07 125 $ 8,258.75 Other Morgan Stanley None ---------- --------------- --------------- UNITEDHEALTH GROUP INC COM Common 91324P102 58.94 458 $ 26,994.52 Other Morgan Stanley None --------------- US BANCORP DEL COM NEW Common 902973304 31.68 960 $ 30,412.80 Other Morgan Stanley None --------------- V F CORP COM Common 918204108 145.98 124 $ 18,101.52 Other Morgan Stanley None --------------- VMWARE INC CL A COM Common 928563402 112.37 166 $ 18,653.42 Other Morgan Stanley None --------------- VERIZON COMMUNICATIONS INC COM Common 92343V104 38.23 661 $ 25,270.03 Other Morgan Stanley None --------------- WYNDHAM WORLDWIDE CORP COM Common 98310W108 46.51 190 $ 8,836.90 Other Morgan Stanley None --------------- EXXON MOBIL CORP COM Common 30231G102 86.73 421 $ 36,513.33 Other Morgan Stanley None ---------------