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
---------------