0000909012-12-000421.txt : 20121105 0000909012-12-000421.hdr.sgml : 20121105 20121105133118 ACCESSION NUMBER: 0000909012-12-000421 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121105 DATE AS OF CHANGE: 20121105 EFFECTIVENESS DATE: 20121105 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: 121179391 MAIL ADDRESS: STREET 1: 411 WEST CHAPEL HILL STREET STREET 2: STE 11OO CITY: DURHAM STATE: NC ZIP: 87701 13F-HR 1 t306912.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: 9/30/2012 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: 300 West Morgan Street Suite 1200 Durham, NC 27701 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 92.42 474 $ 43,807.08 Discretionary None Shared ABBOTT LABS COM Common 002824100 68.56 1,485 $101,811.60 Discretionary None Shared ACCENTURE PLC IRELAND SHS CLASS A Common G1151C101 70.03 564,216 $39,512,046.48 Discretionary None Shared ACTIVISION BLIZZARD INC. Common 00507V109 11.27 181,083 $2,041,710.82 Discretionary None Shared ACTUANT CORP CL A NEW Common 00508X203 28.62 1,850 $ 52,947.00 Discretionary None Shared ADOBE SYS INC COM Common 00724F101 32.43 27,860 $903,639.10 Discretionary None Shared AECOM TECHNOLOGY CORP. Common 00766T100 21.16 5,600 $118,496.00 Discretionary None Shared AETNA INC NEW COM Common 00817Y108 39.6 63,070 $2,497,572.00 Discretionary None Shared AFLAC INC COM Common 001055102 47.88 27,830 $1,332,500.40 Discretionary None Shared AGCO CORP COM Common 001084102 47.48 25,300 $1,201,244.00 Discretionary None Shared AGILENT TECHNOLOGIES COM Common 00846U101 38.45 1,130 $ 43,448.50 Discretionary None Shared AKAMAI TECHNOLOGIES INC COM Common 00971T101 38.26 30,540 $1,168,460.40 Discretionary None Shared ALBEMARLE CORP COM Common 012653101 52.68 940 $ 49,519.20 Discretionary None Shared ALEXION PHARMACEUTICALS INC Common 015351109 114.4 354,420 $40,545,648.00 Discretionary None Shared ALLSTATE CORP COM Common 020002101 39.61 7,567 $299,728.87 Discretionary None Shared AMAZON COM INC COM Common 023135106 254.32 82,396 $20,954,950.72 Discretionary None Shared AMDOCS LTD. Common G02602103 32.99 45,300 $1,494,447.00 Discretionary None Shared AMEREN CORP COM Common 023608102 32.67 117,283 $3,831,635.61 Discretionary None Shared AMERICAN CAPITAL AGENCY CORP Common 02503X105 34.6 66,464 $2,299,654.40 Discretionary None Shared AMERICAN CAPITAL STRAT COM Common 02503Y103 11.35 181,812 $2,063,566.20 Discretionary None Shared AMERICAN EXPRESS CO COM Common 025816109 56.86 574,456 $32,663,568.16 Discretionary None Shared AMERICAN WTR WKS CO INC NEW COM Common 030420103 37.06 61,310 $2,272,148.60 Discretionary None Shared AMERISOURCEBERGEN CORP COM Common 03073E105 38.71 54,500 $2,109,695.00 Discretionary None Shared AMGEN INC COM Common 031162100 84.29 1,032,387 $87,019,900.23 Discretionary None Shared AMPHENOL CORP Common 032095101 58.88 28,900 $1,701,632.00 Discretionary None Shared ANALOG DEVICES INC COM Common 032654105 39.17 152 $ 5,954.60 Discretionary None Shared ANNTAYLOR STORES CORP. Common 035623107 37.73 2,990 $112,812.70 Discretionary None Shared APACHE CORP COM Common 037411105 86.47 15,000 $1,297,050.00 Discretionary None Shared APARTMENT INVT & MGMT CL A Common 03748R101 25.99 108,910 $2,830,570.90 Discretionary None Shared APPLE INC COM Common 037833100 667.1 177,904 $118,680,647.92 Discretionary None Shared AT&T INC COM Common 00206R102 37.7 50,684 $1,910,786.80 Discretionary None Shared AUTOMATIC DATA PROCESS COM Common 053015103 58.66 108 $ 6,335.28 Discretionary None Shared AUTONATION INC Common 05329W102 43.67 2,512 $109,699.04 Discretionary None Shared AVAGO TECHNOLOGIES LTD SHS Common Y0486S104 34.86 54,280 $1,892,472.20 Discretionary None Shared AVALONBAY CMNTYS INC COM Common 053484101 135.99 203 $ 27,605.97 Discretionary None Shared AVIS BUDGET GROUP INC. Common 053774105 15.38 4,180 $ 64,288.40 Discretionary None Shared AVNET INC COM Common 053807103 29.09 12,060 $350,825.40 Discretionary None Shared BANK OF AMERICA CORPORATION COM Common 060505104 8.83 251,367 $2,219,570.61 Discretionary None Shared BANK OF NEW YORK MELLON CORP COM Common 064058100 22.62 78,640 $1,778,836.80 Discretionary None Shared BAXTER INTL INC COM Common 071813109 60.27 814 $ 49,059.78 Discretionary None Shared BEACON ROOFING SUPPLY INC. Common 073685109 28.48 1,200 $ 34,176.60 Discretionary None Shared BED BATH & BEYOND INC COM Common 075896100 63 46,080 $2,903,040.00 Discretionary None Shared BEST BUY INC COM Common 086516101 17.2 460 $ 7,912.00 Discretionary None Shared BIOGEN IDEC INC COM Common 09062X103 149.21 300 $ 44,763.00 Discretionary None Shared BLOCK H & R INC COM Common 093671105 17.33 129,244 $2,239,798.52 Discretionary None Shared BOEING CO COM Common 097023105 69.59 731,839 $50,932,335.20 Discretionary None Shared BOSTON PROPERTIES INC COM Common 101121101 110.61 11,600 $1,283,076.00 Discretionary None Shared BOSTON SCIENTIFIC CORP Common 101137107 5.74 363,729 $2,087,804.46 Discretionary None Shared BRISTOL MYERS SQUIBB CO COM Common 110122108 33.75 46,002 $1,552,567.50 Discretionary None Shared BROCADE COMMUNICATION SYSTEMS INC Common 111621306 5.91 6,260 $ 37,027.90 Discretionary None Shared BROWN FORMAN CORP CL B Common 115637209 65.25 16,320 $1,064,880.00 Discretionary None Shared CA INC COM Common 12673P105 25.76 149,590 $3,854,186.35 Discretionary None Shared CABOT MICROELECTRONICS COM Common 12709P103 35.14 1,370 $ 48,141.80 Discretionary None Shared CAMDEN PROPERTY TRUST Common 133131102 64.49 23,205 $1,496,490.45 Discretionary None Shared CAMERON INTERNATIONAL CORP COM Common 13342B105 56.07 77,288 $4,333,538.16 Discretionary None Shared CAMPBELL SOUP COMPANY Common 134429109 34.82 103,910 $3,618,146.20 Discretionary None Shared CAPITAL ONE FINL CORP COM Common 14040H105 57.01 760 $ 43,327.60 Discretionary None Shared CARNIVAL CORP PAIRED CTF Common 143658300 36.43 24,400 $888,892.00 Discretionary None Shared CARTER'S INC. Common 146229109 53.84 1,340 $ 72,145.60 Discretionary None Shared CATERPILLAR INC DEL COM Common 149123101 86.04 2,460 $211,658.40 Discretionary None Shared CBS CORP NEW CL B Common 124857202 36.33 1,674,580 $60,837,491.40 Discretionary None Shared CELGENE CORP COM Common 151020104 76.4 730 $ 55,772.00 Discretionary None Shared CENTERPOINT ENERGY Common 15189T107 21.3 262,200 $5,584,860.00 Discretionary None Shared CF INDS HLDGS INC COM Common 125269100 222.24 30,182 $6,707,647.68 Discretionary None Shared CHEESECAKE FACTORY INC COM Common 163072101 35.75 1,230 $ 43,972.50 Discretionary None Shared CHEMED CORP NEW COM Common 16359R103 69.29 460 $ 31,873.40 Discretionary None Shared CHEVRON CORP NEW COM Common 166764100 116.56 87,352 $10,181,749.12 Discretionary None Shared CHUBB CORP COM Common 171232101 76.28 22,710 $1,732,318.80 Discretionary None Shared CHURCH & DWIGHT INC COM Common 171340102 53.99 35,130 $1,896,668.70 Discretionary None Shared CIGNA CORP COM Common 125509109 47.17 76,060 $3,587,750.20 Discretionary None Shared CINTAS CORP COM Common 172908105 41.43 51,200 $2,121,216.00 Discretionary None Shared CIRRUS LOGIC INC COM Common 172755100 38.39 750 $ 28,792.50 Discretionary None Shared CISCO SYS INC COM Common 17275R102 19.09 1,882,046 $35,937,668.37 Discretionary None Shared CITIGROUP INC COM Common 172967424 32.72 49,604 $1,623,042.88 Discretionary None Shared CLIFFS NATURAL RESOURCES INC COM Common 18683K101 39.13 35,800 $1,400,854.00 Discretionary None Shared COACH INC COM Common 189754104 56.02 46,520 $2,606,050.40 Discretionary None Shared COCA COLA CO COM Common 191216100 37.93 4,906 $186,084.58 Discretionary None Shared COCA COLA ENTERPRISES INC NEW COM Common 19122T109 31.27 54,200 $1,694,834.00 Discretionary None Shared COLGATE PALMOLIVE CO COM Common 194162103 107.22 1,710 $183,346.20 Discretionary None Shared COMCAST CORP NEW CL A Common 20030N101 35.74 3,950 $141,192.75 Discretionary None Shared COMERICA INC COM Common 200340107 31.05 1,924 $ 59,740.20 Discretionary None Shared COMMERICAL METALS CO Common 201723103 13.2 118,200 $1,560,240.00 Discretionary None Shared COMMUNITY HEALTH SYS INC NEWCO COM Common 203668108 29.14 27,700 $807,178.00 Discretionary None Shared CON-WAY INC. Common 205944101 27.37 240 $ 6,568.80 Discretionary None Shared CONAGRA FOODS INC COM Common 205887102 27.59 63,050 $1,739,549.50 Discretionary None Shared CONOCOPHILLIPS COM Common 20825C104 57.18 24,777 $1,416,748.86 Discretionary None Shared COVANCE INC. Common 222816100 46.69 18,300 $854,427.00 Discretionary None Shared CRACKER BARREL OLD CTRY STORE COM Common 22410J106 67.11 1,080 $ 72,478.80 Discretionary None Shared CROCS INC COM Common 227046109 16.21 630 $ 10,212.30 Discretionary None Shared CSX CORP COM Common 126408103 20.75 220 $ 4,565.00 Discretionary None Shared CUMMINS INC COM Common 231021106 92.21 9,650 $889,826.50 Discretionary None Shared CVS CAREMARK CORPORATION COM Common 126650100 48.42 1,404,260 $67,994,269.20 Discretionary None Shared D R HORTON INC COM Common 23331A109 20.62 28,800 $594,000.00 Discretionary None Shared DEAN FOODS CO NEW COM Common 242370104 16.35 135,430 $2,214,280.50 Discretionary None Shared DEERE & CO COM Common 244199105 82.47 293,730 $24,223,913.10 Discretionary None Shared DELTA AIR LINES DEL COM Common 247361702 9.16 9,117 $ 83,511.72 Discretionary None Shared DELUXE CORP COM Common 248019101 30.56 1,890 $ 57,758.40 Discretionary None Shared DIAMOND OFFSHORE DRILLING INC COM Common 25271C102 65.81 13,700 $901,597.00 Discretionary None Shared DILLARDS INC CL A Common 254067101 72.32 30,930 $2,236,857.60 Discretionary None Shared DISCOVER FINL SVCS COM Common 254709108 39.73 1,679,948 $66,744,334.04 Discretionary None Shared DISNEY WALT CO COM DISNEY Common 254687106 52.28 7,153 $373,958.84 Discretionary None Shared DOLLAR GEN CORP COM Common 256677105 51.54 8,300 $427,782.00 Discretionary None Shared DOLLAR THRIFTY AUTOMOTIVE GROUP INC. Common 256743105 86.93 880 $ 76,498.40 Discretionary None Shared DOLLAR TREE INC COM Common 256746108 48.29 30,720 $1,483,468.80 Discretionary None Shared DOMTAR CORP COM NEW Common 257559203 78.29 3,800 $297,502.00 Discretionary None Shared DOVER CORP COM Common 260003108 59.49 14,900 $886,401.00 Discretionary None Shared DR PEPPER SNAPPLE GROUP INC COM Common 26138E109 44.53 1,177,770 $52,446,098.10 Discretionary None Shared DTE ENERGY CO COM Common 233331107 59.94 803,131 $48,139,672.14 Discretionary None Shared DU PONT E I DE NEMOURS & CO COM Common 263534109 50.27 20,030 $1,006,908.10 Discretionary None Shared DUKE ENERGY CORP COM Common 26441C204 64.79 470,211 $30,464,970.69 Discretionary None Shared E M C CORP MASS COM Common 268648102 27.27 1,234,790 $33,672,723.30 Discretionary None Shared EASTMAN CHEM CO COM Common 277432100 57.01 544,030 $31,015,150.30 Discretionary None Shared EBAY INC COM Common 278642103 48.37 1,850 $ 89,484.50 Discretionary None Shared EL PASO ELECTRIC Common 283677854 34.25 980 $ 33,565.00 Discretionary None Shared ENDO HEALTH SOLUTIONS INC Common 29264F205 31.72 28,050 $889,746.00 Discretionary None Shared ENERGY XXI (BERMUDA) LTD USD UNRS SHS Common G10082140 34.96 730 $ 25,520.80 Discretionary None Shared EQT CORP Common 26884L109 59 550 $ 32,450.00 Discretionary None Shared EXELON CORP COM Common 30161N101 35.58 174 $ 6,190.92 Discretionary None Shared EXPEDIA INC DEL COM Common 30212P303 57.84 35,375 $2,046,090.00 Discretionary None Shared EXXON MOBIL CORP COM Common 30231G102 91.45 1,208,426 $110,510,557.70 Discretionary None Shared FIFTH THIRD BANCORP COM Common 316773100 15.5 2,894,955 $44,886,277.28 Discretionary None Shared FISERV INC COM Common 337738108 74.03 6,800 $503,404.00 Discretionary None Shared FOOT LOCKER INC COM Common 344849104 35.5 956,011 $33,938,390.50 Discretionary None Shared FORD MTR CO DEL COM PAR $0.01 Common 345370860 9.86 162,260 $1,599,883.60 Discretionary None Shared FOREST LABS INC COM Common 345838106 35.61 1,330 $ 47,361.30 Discretionary None Shared FRANKLIN RES INC COM Common 354613101 125.07 360 $ 45,025.20 Discretionary None Shared FREEPORT-MCMORAN COPPER & GOLD COM Common 35671D857 39.58 50,008 $1,979,316.64 Discretionary None Shared GANNETT INC COM Common 364730101 17.75 131,010 $2,325,427.50 Discretionary None Shared GAP INC DEL COM Common 364760108 35.78 70,030 $2,505,673.40 Discretionary None Shared GENERAL DYNAMICS CORP COM Common 369550108 66.12 17,876 $1,181,961.12 Discretionary None Shared GENERAL ELECTRIC CO COM Common 369604103 22.71 3,714,684 $84,360,473.64 Discretionary None Shared GENERAL GROWTH PPTYS INC NEW COM Common 370023103 19.48 1,722 $ 33,544.56 Discretionary None Shared GENERAL MLS INC COM Common 370334104 39.85 60 $ 2,391.00 Discretionary None Shared GENERAL MTRS CORP COM Common 37045V100 22.75 1,823 $ 41,473.25 Discretionary None Shared GENUINE PARTS CO Common 372460105 61.03 98 $ 5,980.94 Discretionary None Shared GENWORTH FINL INC COM CL A Common 37247D106 5.23 5,400 $ 28,242.00 Discretionary None Shared GLOBAL PAYMENTS INC. Common 37940X102 41.83 2,160 $ 90,352.80 Discretionary None Shared GOLDMAN SACHS GROUP INC COM Common 38141G104 113.68 15,840 $1,800,691.20 Discretionary None Shared GOOGLE INC CL A Common 38259P508 754.5 64,074 $48,343,833.00 Discretionary None Shared HALLIBURTON CO COM Common 406216101 33.69 94,130 $3,171,239.70 Discretionary None Shared HARRIS CORP DEL COM Common 413875105 51.22 118 $ 6,043.96 Discretionary None Shared HARTFORD FINL SVCS GROUP INC COM Common 416515104 19.44 1,317 $ 25,602.48 Discretionary None Shared HASBRO INC Common 418056107 38.16 122 $ 4,656.13 Discretionary None Shared HAWAIIAN ELECTRIC INDUSTRIES INC. Common 419870100 26.31 4,153 $109,265.43 Discretionary None Shared HCC INS HLDGS INC COM Common 404132102 33.89 35,700 $1,209,873.00 Discretionary None Shared HEALTH MGMT ASSOC INC CL A Common 421933102 8.39 64,630 $542,245.70 Discretionary None Shared HEALTHSOUTH CORP. Common 421924309 24.06 1,260 $ 30,315.60 Discretionary None Shared HELIX ENERGY SOLUTIONS GROUP INC. Common 42330P107 18.27 670 $ 12,240.90 Discretionary None Shared HELMERICH & PAYNE INC Common 423452101 47.61 44,946 $2,139,879.06 Discretionary None Shared HERSHEY FOODS Common 427866108 70.89 225,480 $15,984,277.20 Discretionary None Shared HEWLETT PACKARD CO COM Common 428236103 17.06 5,875 $100,227.50 Discretionary None Shared HOLLY FRONTIER CORP Common 436106108 41.27 60,589 $2,500,508.03 Discretionary None Shared HOME DEPOT INC COM Common 437076102 60.37 67,136 $4,053,000.32 Discretionary None Shared HONEYWELL INTL INC COM Common 438516106 59.75 100 $ 5,975.00 Discretionary None Shared HORMEL FOODS CORP COM Common 440452100 29.24 83,020 $2,427,504.80 Discretionary None Shared HOST HOTEL & RESORT INC Common 44107P104 16.05 258,761 $4,153,114.05 Discretionary None Shared HUMANA INC COM Common 444859102 70.15 18,770 $1,316,715.50 Discretionary None Shared HUNTINGTON BANCSHARES INC Common 446150104 6.89 309,120 $2,131,382.40 Discretionary None Shared HUNTINGTON INGALLS INDUSTRIES Common 446413106 42.05 7,200 $302,760.00 Discretionary None Shared HUNTSMAN CORP COM Common 447011107 14.93 3,647 $ 54,449.71 Discretionary None Shared IAC/INTERACTIVECORP. Common 44919P508 52.06 40,450 $2,105,827.00 Discretionary None Shared INGERSOLL-RAND Common G47791101 44.82 48,009 $2,151,763.38 Discretionary None Shared INTEL CORP COM Common 458140100 22.65 175,634 $3,978,988.27 Discretionary None Shared INTERNATIONAL BUSINESS MACHS COM Common 459200101 207.45 21,080 $4,373,046.00 Discretionary None Shared INTERNATIONAL GAME TEC COM Common 459902102 13.09 3,500 $ 45,815.00 Discretionary None Shared INTERPUBLIC GROUP COS INC COM Common 460690100 11.12 134,460 $1,495,195.20 Discretionary None Shared INTL PAPER CO COM Common 460146103 36.32 73,530 $2,670,609.60 Discretionary None Shared INVESCO MORTGAGE CAPITAL INC. Common 46131B100 20.13 4,780 $ 96,221.40 Discretionary None Shared JARDEN CORP. Common 471109108 52.84 39,500 $2,087,180.00 Discretionary None Shared JOHNSON & JOHNSON COM Common 478160104 68.91 63,076 $4,346,567.16 Discretionary None Shared JPMORGAN CHASE & CO COM Common 46625H100 40.48 1,436,594 $58,153,325.12 Discretionary None Shared KANSAS CITY SOUTHERN COM NEW Common 485170302 75.78 100 $ 7,578.00 Discretionary None Shared KEYCORP NEW COM Common 493267108 8.74 322,530 $2,818,912.20 Discretionary None Shared KIMBERLY CLARK CORP COM Common 494368103 85.78 66 $ 5,661.48 Discretionary None Shared KIMCO RLTY CORP COM Common 49446R109 20.27 81,930 $1,660,721.10 Discretionary None Shared KLA-TENCOR CORP COM Common 482480100 47.7 34,940 $1,666,812.70 Discretionary None Shared KRAFT FOODS INC CL A Common 50075N104 41.35 1,659,787 $68,632,192.45 Discretionary None Shared KRONOS WORLDWIDE INC COM Common 50105F105 14.94 107,924 $1,612,384.56 Discretionary None Shared L-3 COMMUNICATIONS HLDGS INC COM Common 502424104 71.71 40,435 $2,899,593.85 Discretionary None Shared LAUDER ESTEE COS INC CL A Common 518439104 61.57 28,900 $1,779,373.00 Discretionary None Shared LEAR CORPORATION Common 521865204 37.79 7,500 $283,425.00 Discretionary None Shared LEGGETT & PLATT INC Common 524660107 25.05 38,610 $967,180.50 Discretionary None Shared LENNOX INTERNATIONAL INC. Common 526107107 48.36 260 $ 12,573.60 Discretionary None Shared LEXMARK INTL NEW CL A Common 529771107 22.25 22,330 $496,842.50 Discretionary None Shared LIFE TECHNOLOGIES CORP COM Common 53217V109 48.85 2,624 $128,195.52 Discretionary None Shared LIFE TIME FITNESS INC. Common 53217R207 45.74 2,190 $100,170.60 Discretionary None Shared LIFEPOINT HOSPITALS INC. Common 53219L109 42.78 35,900 $1,535,802.00 Discretionary None Shared LILLY ELI & CO COM Common 532457108 47.41 97,988 $4,645,611.08 Discretionary None Shared LINCOLN NATIONAL CORP Common 534187109 24.19 60,475 $1,462,890.25 Discretionary None Shared LINEAR TECHNOLOGY CORP COM Common 535678106 31.82 188 $ 5,982.16 Discretionary None Shared LOCKHEED MARTIN CORP COM Common 539830109 93.38 800 $ 74,704.00 Discretionary None Shared LOEWS CORP COM Common 540424108 41.26 54,640 $2,254,446.40 Discretionary None Shared LSI CORPORATION COM Common 502161102 6.91 11,170 $ 77,184.70 Discretionary None Shared LYONDELLBASELL INDUSTRIES Common N53745100 51.66 17,690 $913,865.40 Discretionary None Shared M.D.C. HOLDINGS INC. Common 552676108 38.51 1,140 $ 43,901.40 Discretionary None Shared MACYS INC COM Common 55616P104 37.62 846,950 $31,862,259.00 Discretionary None Shared MARATHON OIL CORP COM Common 565849106 29.57 2,110,910 $62,419,608.70 Discretionary None Shared MARATHON PETROLEUM CORP Common 56585A102 54.59 615,194 $33,583,440.46 Discretionary None Shared MARSH & MCLENNAN COS COM Common 571748102 33.93 188 $ 6,378.84 Discretionary None Shared MATTEL INC COM Common 577081102 35.47 37,790 $1,340,411.30 Discretionary None Shared MCDERMOTT INTL INC COM Common 580037109 12.22 137,062 $1,674,897.64 Discretionary None Shared MCDONALDS CORP COM Common 580135101 91.75 80 $ 7,340.00 Discretionary None Shared MCGRAW-HILL Common 580645109 54.59 51,034 $2,785,946.06 Discretionary None Shared MEDTRONIC INC COM Common 585055106 43.12 37,068 $1,598,372.16 Discretionary None Shared MERCK & CO INC NEW COM Common 58933Y105 45.09 92,059 $4,151,400.60 Discretionary None Shared METLIFE INC COM Common 59156R108 34.46 1,187,728 $40,929,106.88 Discretionary None Shared METROPCS COMMUNICATIONS INC COM Common 591708102 11.71 18,100 $211,951.00 Discretionary None Shared METTLER TOLEDO INTERNATIONAL COM Common 592688105 170.74 180 $ 30,733.20 Discretionary None Shared MGE ENERGY INC. Common 55277P104 52.99 1,980 $104,920.20 Discretionary None Shared MICHAEL KORS Common G60754101 53.18 17,100 $909,378.00 Discretionary None Shared MICROCHIP TECHNOLOGY COM Common 595017104 32.74 180 $ 5,893.20 Discretionary None Shared MICROSOFT CORP COM Common 594918104 29.76 2,925,289 $87,056,600.64 Discretionary None Shared MOLSON COORS BREWING CO CL B Common 60871R209 45.05 56,070 $2,525,953.50 Discretionary None Shared MONSANTO CO Common 61166W101 91.02 43,080 $3,921,141.60 Discretionary None Shared MOODY'S CORPORATION Common 615369105 44.17 16,820 $742,939.40 Discretionary None Shared MOSAIC CO. Common 61945C103 57.61 23,880 $1,375,726.80 Discretionary None Shared MYLAN INC COM Common 628530107 24.37 990 $ 24,127.98 Discretionary None Shared NATIONAL OILWELL VARCO INC COM Common 637071101 80.11 469,468 $37,609,081.48 Discretionary None Shared NATIONAL PENN BANCSHARES INC Common 637138108 9.11 2,540 $ 23,139.40 Discretionary None Shared NEWS CORP CL A Common 65248E104 24.5 44,120 $1,081,160.60 Discretionary None Shared NORFOLK SOUTHERN CORP COM Common 655844108 63.63 658,535 $41,902,582.05 Discretionary None Shared NORTHERN TR CORP COM Common 665859104 46.41 37,470 $1,739,170.05 Discretionary None Shared NORTHROP GRUMMAN CORP COM Common 666807102 66.43 54,386 $3,612,861.98 Discretionary None Shared NV ENERGY INC. Common 67073Y106 18.01 103,700 $1,867,637.00 Discretionary None Shared NVIDIA CORP COM Common 67066G104 13.34 219,760 $2,931,598.40 Discretionary None Shared O'REILLY AUTOMOTIVE INC. Common 67103H107 83.62 38,710 $3,236,930.20 Discretionary None Shared OCCIDENTAL PETE CORP DEL COM Common 674599105 86.06 26,150 $2,250,469.00 Discretionary None Shared OIL STS INTL INC COM Common 678026105 79.46 9,620 $764,405.20 Discretionary None Shared OMNICARE INC. Common 681904108 33.97 19,100 $648,827.00 Discretionary None Shared OMNICOM GROUP INC COM Common 681919106 51.56 116 $ 5,980.96 Discretionary None Shared ON SEMICONDUCTOR CORP Common 682189105 6.17 70,900 $437,807.50 Discretionary None Shared ORACLE CORP COM Common 68389X105 31.46 1,594,200 $50,153,532.00 Discretionary None Shared OSHKOSH TRUCK Common 688239201 27.43 91,271 $2,503,563.53 Discretionary None Shared PARKER HANNIFIN CORP COM Common 701094104 83.58 22,280 $1,862,162.40 Discretionary None Shared PATTERSON UTI ENERGY INC COM Common 703481101 15.82 610 $ 9,650.20 Discretionary None Shared PAYCHEX INC COM Common 704326107 33.29 176 $ 5,859.04 Discretionary None Shared PEPSICO INC COM Common 713448108 70.77 29,500 $2,087,715.00 Discretionary None Shared PERKINELMER INC COM Common 714046109 29.47 30,110 $887,341.70 Discretionary None Shared PFIZER INC COM Common 717081103 24.85 3,402,297 $84,547,080.45 Discretionary None Shared PHILIP MORRIS INTL INC COM Common 718172109 89.94 445,872 $40,101,727.68 Discretionary None Shared PHILLIPS 66 Common 718546104 46.37 49,188 $2,280,847.56 Discretionary None Shared PINNACLE WEST CAP CORP COM Common 723484101 52.8 12,828 $677,318.40 Discretionary None Shared PITNEY BOWES INC COM Common 724479100 13.82 75,700 $1,046,174.00 Discretionary None Shared POST PROPERTIES INC. Common 737464107 47.96 33,654 $1,614,045.84 Discretionary None Shared PRINCIPAL FINL GROUP INC COM Common 74251V102 26.94 22,100 $595,374.00 Discretionary None Shared PROCTER & GAMBLE CO COM Common 742718109 69.36 52,720 $3,656,659.20 Discretionary None Shared PROSPECT CAPITAL CORP. Common 74348T102 11.52 8,580 $ 98,841.60 Discretionary None Shared PROTECTIVE LIFE CORP. Common 743674103 26.21 67,040 $1,757,118.40 Discretionary None Shared PRUDENTIAL FINL INC COM Common 744320102 54.51 48,840 $2,662,268.40 Discretionary None Shared PUBLIC STORAGE COM Common 74460D109 139.17 278,190 $38,715,702.30 Discretionary None Shared PUBLIC SVC ENTERPRISE GROUP COM Common 744573106 32.18 97,838 $3,148,426.84 Discretionary None Shared QUALCOMM INC COM Common 747525103 62.47 871,985 $54,472,902.95 Discretionary None Shared QUEST DIAGNOSTICS INC COM Common 74834L100 63.43 13,800 $875,334.00 Discretionary None Shared RAYTHEON CO COM NEW Common 755111507 57.16 23,880 $1,364,980.80 Discretionary None Shared REINSURANCE GROUP AMER INC COM NEW Common 759351604 57.87 570 $ 32,985.90 Discretionary None Shared REYNOLDS AMERICAN INC COM Common 761713106 43.34 22,640 $981,217.60 Discretionary None Shared ROCKWELL COLLINS INC Common 774341101 53.64 112 $ 6,007.68 Discretionary None Shared ROPER INDUSTRIES INC. Common 776696106 109.89 20,800 $2,285,712.00 Discretionary None Shared ROSS STORES INC COM Common 778296103 64.59 54,830 $3,541,469.70 Discretionary None Shared SAFEWAY INC COM NEW Common 786514208 16.09 69,843 $1,123,773.87 Discretionary None Shared SCANA CORP NEW COM Common 80589M102 48.27 6,231 $300,770.37 Discretionary None Shared SCHLUMBERGER LTD COM Common 806857108 72.33 3,790 $274,130.70 Discretionary None Shared SIMON PPTY GROUP INC NEW COM Common 828806109 151.81 7,060 $1,071,778.60 Discretionary None Shared SIX FLAGS ENTERTAINMENT CORP Common 83001A102 58.8 1,450 $ 85,260.00 Discretionary None Shared SLM CORP COM Common 78442P106 15.72 126,244 $1,984,555.68 Discretionary None Shared SMITHFIELD FOODS INC COM Common 832248108 19.65 110,231 $2,166,039.15 Discretionary None Shared SOUTHWEST AIRLS CO COM Common 844741108 8.77 354,171 $3,106,079.67 Discretionary None Shared SOUTHWEST GAS CORP. Common 844895102 44.2 2,110 $ 93,262.00 Discretionary None Shared STARWOOD PROPERTY TRUST INC. Common 85571B105 23.27 4,160 $ 96,803.20 Discretionary None Shared STATE STR CORP COM Common 857477103 41.96 900 $ 37,764.00 Discretionary None Shared STRYKER CORP COM Common 863667101 55.66 1,030 $ 57,329.80 Discretionary None Shared SUNSTONE HOTEL INVS INC NEW COM Common 867892101 11 8,460 $ 93,060.00 Discretionary None Shared SUPERIOR ENERGY SERVICES INC. Common 868157108 20.52 260 $ 5,335.20 Discretionary None Shared SYMANTEC CORP COM Common 871503108 17.97 105,390 $1,894,385.25 Discretionary None Shared TERADATA CORP DEL COM Common 88076W103 75.41 5,000 $377,050.00 Discretionary None Shared TERADYNE INC COM Common 880770102 14.22 6,280 $ 89,301.60 Discretionary None Shared TEREX CORP Common 880779103 22.58 1,010 $ 22,805.80 Discretionary None Shared TESORO CORP COM Common 881609101 41.9 57,400 $2,405,060.00 Discretionary None Shared TEXAS ROADHOUSE INC Common 882681109 17.1 5,710 $ 97,641.00 Discretionary None Shared TEXTRON INC COM Common 883203101 26.17 46,360 $1,213,241.20 Discretionary None Shared THERMO FISHER SCIENTIFIC INC COM Common 883556102 58.83 810 $ 47,652.30 Discretionary None Shared TIME WARNER CABLE INC COM Common 88732J207 95.06 23,090 $2,194,935.40 Discretionary None Shared TIME WARNER INC COM NEW Common 887317303 45.33 37,909 $1,718,604.52 Discretionary None Shared TIMKEN CO COM Common 887389104 37.16 35,500 $1,319,180.00 Discretionary None Shared TITAN INTERNATIONAL INC Common 88830M102 17.66 2,540 $ 44,856.40 Discretionary None Shared TJX COS INC NEW COM Common 872540109 44.79 61,450 $2,752,345.50 Discretionary None Shared TORO CO. Common 891092108 39.78 2,400 $ 95,472.00 Discretionary None Shared TOTAL SYS SVCS INC COM Common 891906109 23.7 79,160 $1,876,092.00 Discretionary None Shared TRAVELERS COMPANIES INC COM Common 89417E109 68.26 26,500 $1,808,890.00 Discretionary None Shared TRIMBLE NAVIGATION LTD COM Common 896239100 47.66 1,850 $ 88,171.00 Discretionary None Shared TRIUMPH GROUP INC NEW COM Common 896818101 62.5 340 $ 21,250.00 Discretionary None Shared TYCO INTERNATIONAL LTD SHS Common H89128104 56.26 50,700 $2,852,382.00 Discretionary None Shared TYSON FOODS INC CL A Common 902494103 16.02 109,037 $1,746,772.74 Discretionary None Shared U.S. CELLULAR CORP. Common 911684108 39.13 16,700 $653,471.00 Discretionary None Shared UAL CORP. Common 910047109 19.5 87,570 $1,707,615.00 Discretionary None Shared UNION PAC CORP COM Common 907818108 118.7 30,290 $3,595,423.00 Discretionary None Shared UNIT CORP COM Common 909218109 41.5 12,500 $518,750.00 Discretionary None Shared UNITED TECHNOLOGIES CORP COM Common 913017109 78.29 26,335 $2,061,767.15 Discretionary None Shared UNITED THERAPEUTICS CORP Common 91307C102 55.88 37,200 $2,078,736.00 Discretionary None Shared UNITEDHEALTH GROUP INC COM Common 91324P102 55.41 1,108,484 $61,421,098.44 Discretionary None Shared UNUM GROUP COM Common 91529Y106 19.22 2,431 $ 46,723.82 Discretionary None Shared URBAN OUTFITTERS INC COM Common 917047102 37.56 700 $ 26,292.00 Discretionary None Shared URS CORP NEW COM Common 903236107 35.31 55,157 $1,947,593.67 Discretionary None Shared US BANCORP DEL COM NEW Common 902973304 34.3 2,376,730 $81,521,839.00 Discretionary None Shared V F CORP COM Common 918204108 159.36 337,470 $53,779,219.20 Discretionary None Shared VALUECLICK INC COM Common 92046N102 17.16 2,050 $ 35,178.00 Discretionary None Shared VECTREN CORP. Common 92240G101 28.6 1,418 $ 40,554.80 Discretionary None Shared VENTAS INC. Common 92276F100 62.25 34,600 $2,153,850.00 Discretionary None Shared VERISK ANALYTICS INC. (CL A) Common 92345Y106 47.61 1,860 $ 88,554.60 Discretionary None Shared VERIZON COMMUNICATIONS INC COM Common 92343V104 45.57 1,476,714 $67,293,856.98 Discretionary None Shared VIACOM INC NEW CL B Common 92553P201 53.59 30,760 $1,648,428.40 Discretionary None Shared VISA INC COM CL A Common 92826C839 134.28 7,910 $1,062,154.80 Discretionary None Shared VISHAY INTERTECHNOLOGY INC COM Common 928298108 9.83 151,800 $1,492,194.00 Discretionary None Shared VITAMIN SHOPPE INC. Common 92849E101 58.32 920 $ 53,654.40 Discretionary None Shared VMWARE INC CL A COM Common 928563402 96.74 570 $ 55,141.80 Discretionary None Shared WAL MART STORES INC COM Common 931142103 73.8 14,454 $1,066,705.20 Discretionary None Shared WALGREEN CO COM Common 931422109 36.44 71,621 $2,609,869.24 Discretionary None Shared WARNER CHILCOTT PLC IRELAND SHS A Common G94368100 13.5 133,700 $1,804,950.00 Discretionary None Shared WELLPOINT INC COM Common 94973V107 58.01 25,702 $1,490,973.02 Discretionary None Shared WELLS FARGO & CO NEW COM Common 949746101 34.53 146,781 $5,068,347.93 Discretionary None Shared WESCO INTL INC COM Common 95082P105 57.2 760 $ 43,472.00 Discretionary None Shared WESTERN DIGITAL CORP COM Common 958102105 38.73 67,829 $2,627,017.17 Discretionary None Shared WESTERN REFNG INC COM Common 959319104 26.18 760 $ 19,896.80 Discretionary None Shared WESTERN UN CO COM Common 959802109 18.22 15,900 $289,698.00 Discretionary None Shared WHOLE FOODS MARKET Common 966837106 97.4 12,630 $1,230,162.00 Discretionary None Shared WINDSTREAM CORPORATION Common 97381W104 10.09 6,585 $ 66,442.65 Discretionary None Shared WYNDHAM WORLDWIDE CORP COM Common 98310W108 52.48 44,500 $2,335,360.00 Discretionary None Shared XEROX CORP COM Common 984121103 7.34 51,900 $380,946.00 Discretionary None Shared XL GROUP PLC SHS Common G98290102 24.03 94,687 $2,275,328.61 Discretionary None Shared YUM! BRANDS Common 988498101 66.34 19,190 $1,273,064.60 Discretionary None Shared ZIMMER HLDGS INC COM Common 98956P102 67.62 27,640 $1,869,016.80 Discretionary None Shared APPLE INC COM Common 03783310$ 667.11 58 $ 38,692.09 Other Morgan Stanley None ACCENTURE PLC IRELAND SHS CLASS A Common G1151C10$ 70.03 228 $ 15,966.84 Other Morgan Stanley None ALEXION PHARMACEUTICALS INC Common 01535110$ 114.40 139 $ 15,901.60 Other Morgan Stanley None AMGEN INC COM Common 03116210$ 84.29 405 $ 34,137.45 Other Morgan Stanley None AMAZON COM INC COM Common 02313510$ 254.32 34 $ 8,646.88 Other Morgan Stanley None AMERICAN EXPRESS CO COM Common 02581610$ 56.86 216 $ 12,281.76 Other Morgan Stanley None BOEING CO COM Common 09702310$ 69.60 298 $ 20,739.31 Other Morgan Stanley None CBS CORP NEW CL B Common 12485720$ 36.33 666 $ 24,195.78 Other Morgan Stanley None CISCO SYS INC COM Common 17275R10$ 19.10 661 $ 12,621.80 Other Morgan Stanley None CVS CAREMARK CORPORATION COM Common 12665010$ 48.42 565 $ 27,357.30 Other Morgan Stanley None DEERE & CO COM Common 24419910$ 82.47 111 $ 9,154.17 Other Morgan Stanley None DISCOVER FINL SVCS COM Common 25470910$ 39.73 650 $ 25,824.50 Other Morgan Stanley None DR PEPPER SNAPPLE GROUP INC COM Common 26138E10$ 44.53 464 $ 20,661.92 Other Morgan Stanley None DTE ENERGY CO COM Common 23333110$ 59.94 309 $ 18,521.46 Other Morgan Stanley None DUKE ENERGY CORP COM Common 26441C20$ 64.79 185 $ 11,986.15 Other Morgan Stanley None E M C CORP MASS COM Common 26864810$ 27.27 458 $ 12,489.66 Other Morgan Stanley None EASTMAN CHEM CO COM Common 27743210$ 57.01 226 $ 12,884.26 Other Morgan Stanley None FIFTH THIRD BANCORP COM Common 31677310$ 15.51 1,119 $ 17,350.10 Other Morgan Stanley None FOOT LOCKER INC COM Common 34484910$ 35.50 384 $ 13,632.00 Other Morgan Stanley None GENERAL ELECTRIC CO COM Common 36960410$ 22.71 1,419 $ 32,225.49 Other Morgan Stanley None GOOGLE INC CL A Common 38259P50$ 754.50 22 $ 16,599.00 Other Morgan Stanley None JPMORGAN CHASE & CO COM Common 46625H10$ 40.48 550 $ 22,264.00 Other Morgan Stanley None KRAFT FOODS INC CL A Common 50075N10$ 41.35 693 $ 28,655.55 Other Morgan Stanley None MACYS INC COM Common 55616P10$ 37.62 347 $ 13,054.14 Other Morgan Stanley None METLIFE INC COM Common 59156R10$ 34.46 464 $ 15,989.44 Other Morgan Stanley None MARATHON PETROLEUM CORP Common 56585A10$ 54.59 248 $ 13,538.32 Other Morgan Stanley None MARATHON OIL CORP COM Common 56584910$ 29.57 853 $ 25,223.21 Other Morgan Stanley None MICROSOFT CORP COM Common 59491810$ 29.76 1,087 $ 32,349.12 Other Morgan Stanley None NATIONAL OILWELL VARCO INC COM Common 63707110$ 80.11 187 $ 14,980.57 Other Morgan Stanley None NORFOLK SOUTHERN CORP COM Common 65584410$ 63.63 266 $ 16,925.58 Other Morgan Stanley None ORACLE CORP COM Common 68389X10$ 31.46 581 $ 18,278.26 Other Morgan Stanley None PFIZER INC COM Common 71708110$ 24.85 1,333 $ 33,125.05 Other Morgan Stanley None PHILIP MORRIS INTL INC COM Common 71817210$ 89.94 230 $ 20,686.20 Other Morgan Stanley None PUBLIC STORAGE COM Common 74460D10$ 139.17 110 $ 15,308.70 Other Morgan Stanley None QUALCOMM INC COM Common 74752510$ 62.47 351 $ 21,926.97 Other Morgan Stanley None UNITEDHEALTH GROUP INC COM Common 91324P10$ 55.41 427 $ 23,660.07 Other Morgan Stanley None US BANCORP DEL COM NEW Common 90297330$ 34.30 960 $ 32,928.00 Other Morgan Stanley None V F CORP COM Common 91820410$ 159.36 138 $ 21,991.68 Other Morgan Stanley None VERIZON COMMUNICATIONS INC COM Common 92343V10$ 45.57 560 $ 25,519.20 Other Morgan Stanley None EXXON MOBIL CORP COM Common 30231G10$ 91.45 448 $ 40,969.60 Other Morgan Stanley None