0000909012-13-000027.txt : 20130201
0000909012-13-000027.hdr.sgml : 20130201
20130201131604
ACCESSION NUMBER: 0000909012-13-000027
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130201
DATE AS OF CHANGE: 20130201
EFFECTIVENESS DATE: 20130201
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: 13565904
MAIL ADDRESS:
STREET 1: 411 WEST CHAPEL HILL STREET
STREET 2: STE 11OO
CITY: DURHAM
STATE: NC
ZIP: 87701
13F-HR
1
t306994.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: 12/31/2012
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: 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 $92.85 483 $ 44,846.55 Discretionary None Shared
ABBOTT LABS COM Common 002824100 $65.50 1,793 $117,441.50 Discretionary None Shared
ACCENTURE PLC IRELAND SHS CLASS A Common G1151C101 $66.50 62,398 $4,149,467.00 Discretionary None Shared
ACTIVISION BLIZZARD INC. Common 00507V109 $10.62 175,028 $1,858,797.36 Discretionary None Shared
ACTUANT CORP CL A NEW Common 00508X203 $27.91 53 $ 1,479.23 Discretionary None Shared
ADT CORPORATION Common 00101J106 $46.49 54,480 $2,532,775.20 Discretionary None Shared
AECOM TECHNOLOGY CORP. Common 00766T100 $23.80 136 $ 3,236.80 Discretionary None Shared
AETNA INC NEW COM Common 00817Y108 $46.31 61,300 $2,838,803.00 Discretionary None Shared
AFLAC INC COM Common 001055102 $53.12 45,644 $2,424,609.28 Discretionary None Shared
AGCO CORP COM Common 001084102 $49.12 25,000 $1,228,000.00 Discretionary None Shared
AKAMAI TECHNOLOGIES INC COM Common 00971T101 $40.91 23,063 $943,507.33 Discretionary None Shared
ALEXION PHARMACEUTICALS INC Common 015351109 $93.74 375,356 $35,185,871.44 Discretionary None Shared
ALLIANT ENERGY CORP. Common 018802108 $43.91 45,900 $2,015,469.00 Discretionary None Shared
ALLSTATE CORP COM Common 020002101 $40.17 5,140 $206,473.80 Discretionary None Shared
AMAZON COM INC COM Common 023135106 $ 250.87 140,119 $35,151,653.53 Discretionary None Shared
AMDOCS LTD. Common G02602103 $33.99 45,300 $1,539,747.00 Discretionary None Shared
AMERICAN CAPITAL AGENCY CORP Common 02503X105 $28.90 65,300 $1,887,170.00 Discretionary None Shared
AMERICAN CAPITAL STRAT COM Common 02503Y103 $12.02 150,153 $1,804,914.14 Discretionary None Shared
AMERICAN ELECTRIC POWER CO INC Common 025537101 $42.68 38,701 $1,651,758.68 Discretionary None Shared
AMERICAN EXPRESS CO COM Common 025816109 $57.48 59,890 $3,442,477.20 Discretionary None Shared
AMERICAN INTL GROUP INC COM NEW Common 026874784 $35.30 5,900 $208,270.00 Discretionary None Shared
AMERICAN WTR WKS CO INC NEW COM Common 030420103 $37.13 64,500 $2,394,885.00 Discretionary None Shared
AMERISOURCEBERGEN CORP COM Common 03073E105 $43.18 43,100 $1,861,058.00 Discretionary None Shared
AMGEN INC COM Common 031162100 $86.20 1,029,428 $88,736,693.60 Discretionary None Shared
AMPHENOL CORP Common 032095101 $64.70 28,900 $1,869,830.00 Discretionary None Shared
ANALOG DEVICES INC COM Common 032654105 $42.06 174 $ 7,318.44 Discretionary None Shared
ANNTAYLOR STORES CORP. Common 035623107 $33.84 83 $ 2,808.72 Discretionary None Shared
APACHE CORP COM Common 037411105 $78.50 15,000 $1,177,500.00 Discretionary None Shared
APARTMENT INVT & MGMT CL A Common 03748R101 $27.06 108,910 $2,947,104.60 Discretionary None Shared
APPLE INC COM Common 037833100 $ 532.17 200,734 $106,825,214.98 Discretionary None Shared
ARES CAPITAL CORP. Common 04010L103 $17.50 1,667 $ 29,172.50 Discretionary None Shared
AT&T INC COM Common 00206R102 $33.71 80,205 $2,703,710.55 Discretionary None Shared
AUTOMATIC DATA PROCESS COM Common 053015103 $56.93 124 $ 7,059.32 Discretionary None Shared
AVAGO TECHNOLOGIES LTD SHS Common Y0486S104 $31.65 38,171 $1,208,142.69 Discretionary None Shared
AXIS CAPITAL HOLDINGS LTD. Common G0692U109 $34.64 30,200 $1,046,128.00 Discretionary None Shared
BANK OF AMERICA CORPORATION COM Common 060505104 $11.61 156,693 $1,819,205.73 Discretionary None Shared
BANK OF NEW YORK MELLON CORP COM Common 064058100 $25.70 77,730 $1,997,661.00 Discretionary None Shared
BAXTER INTL INC COM Common 071813109 $66.66 108 $ 7,199.28 Discretionary None Shared
BEACON ROOFING SUPPLY INC. Common 073685109 $33.28 34 $ 1,131.52 Discretionary None Shared
BED BATH & BEYOND INC COM Common 075896100 $55.91 31,580 $1,765,637.80 Discretionary None Shared
BLOCK H & R INC COM Common 093671105 $18.57 122,865 $2,281,603.05 Discretionary None Shared
BOEING CO COM Common 097023105 $75.36 22,250 $1,676,760.00 Discretionary None Shared
BOSTON SCIENTIFIC CORP Common 101137107 $ 5.73 343,514 $1,968,335.22 Discretionary None Shared
BRISTOL MYERS SQUIBB CO COM Common 110122108 $32.59 45,090 $1,469,483.10 Discretionary None Shared
BROCADE COMMUNICATION SYSTEMS INC Common 111621306 $ 5.33 179 $ 954.07 Discretionary None Shared
BRUKER CORP COM Common 116794108 $15.24 209 $ 3,184.72 Discretionary None Shared
CA INC COM Common 12673P105 $21.98 48,310 $1,061,853.80 Discretionary None Shared
CAMDEN PROPERTY TRUST Common 133131102 $68.21 22,800 $1,555,188.00 Discretionary None Shared
CAMERON INTERNATIONAL CORP COM Common 13342B105 $56.46 77,250 $4,361,535.00 Discretionary None Shared
CAMPBELL SOUP COMPANY Common 134429109 $34.89 66,332 $2,314,323.48 Discretionary None Shared
CAPITAL ONE FINL CORP COM Common 14040H105 $57.93 760 $ 44,026.80 Discretionary None Shared
CBS CORP NEW CL B Common 124857202 $38.05 1,640,889 $62,435,826.45 Discretionary None Shared
CELGENE CORP COM Common 151020104 $78.47 730 $ 57,283.10 Discretionary None Shared
CENTERPOINT ENERGY Common 15189T107 $19.25 166,030 $3,196,077.50 Discretionary None Shared
CF INDS HLDGS INC COM Common 125269100 $ 203.16 29,562 $6,005,815.92 Discretionary None Shared
CHARLES RIVER LABORATORIES INT'L INC Common 159864107 $37.47 1,000 $ 37,470.00 Discretionary None Shared
CHEVRON CORP NEW COM Common 166764100 $ 108.14 86,987 $9,406,774.18 Discretionary None Shared
CHURCH & DWIGHT INC COM Common 171340102 $53.57 34,227 $1,833,540.39 Discretionary None Shared
CIGNA CORP COM Common 125509109 $53.46 58,589 $3,132,167.94 Discretionary None Shared
CIRRUS LOGIC INC COM Common 172755100 $28.97 21 $ 608.37 Discretionary None Shared
CISCO SYS INC COM Common 17275R102 $19.65 3,061,714 $60,160,843.07 Discretionary None Shared
CITIGROUP INC COM Common 172967424 $39.56 54,804 $2,168,046.24 Discretionary None Shared
COACH INC COM Common 189754104 $55.51 26,780 $1,486,557.80 Discretionary None Shared
COCA COLA CO COM Common 191216100 $36.25 6,048 $219,240.00 Discretionary None Shared
COCA COLA ENTERPRISES INC NEW COM Common 19122T109 $31.73 57,270 $1,817,177.10 Discretionary None Shared
COLGATE PALMOLIVE CO COM Common 194162103 $ 104.54 1,710 $178,763.40 Discretionary None Shared
COMCAST CORP NEW CL A Common 20030N101 $37.36 118,876 $4,441,207.36 Discretionary None Shared
COMMERICAL METALS CO Common 201723103 $14.86 21,100 $313,546.00 Discretionary None Shared
COMMUNITY HEALTH SYS INC NEWCO COM Common 203668108 $30.74 5,400 $165,996.00 Discretionary None Shared
COMPUTER SCIENCES CORP COM Common 205363104 $40.05 23,236 $930,601.80 Discretionary None Shared
CONAGRA FOODS INC COM Common 205887102 $29.50 63,820 $1,882,690.00 Discretionary None Shared
CONOCOPHILLIPS COM Common 20825C104 $57.99 24,440 $1,417,275.60 Discretionary None Shared
COOPER TIRE & RUBR CO COM Common 216831107 $25.36 122 $ 3,093.92 Discretionary None Shared
COVANCE INC. Common 222816100 $57.77 18,300 $1,057,191.00 Discretionary None Shared
CRACKER BARREL OLD CTRY STORE COM Common 22410J106 $64.26 17 $ 1,092.42 Discretionary None Shared
CROCS INC COM Common 227046109 $14.39 18 $ 259.02 Discretionary None Shared
CSX CORP COM Common 126408103 $19.73 253 $ 4,991.69 Discretionary None Shared
CUMMINS INC COM Common 231021106 $ 108.35 9,650 $1,045,577.50 Discretionary None Shared
CVS CAREMARK CORPORATION COM Common 126650100 $48.35 1,406,345 $67,996,780.75 Discretionary None Shared
DEAN FOODS CO NEW COM Common 242370104 $16.51 113,400 $1,872,234.00 Discretionary None Shared
DEERE & CO COM Common 244199105 $86.42 485,659 $41,970,650.78 Discretionary None Shared
DELTA AIR LINES DEL COM Common 247361702 $11.87 1,788,058 $21,224,248.46 Discretionary None Shared
DELUXE CORP COM Common 248019101 $32.24 54 $ 1,740.96 Discretionary None Shared
DILLARDS INC CL A Common 254067101 $83.77 24,935 $2,088,804.95 Discretionary None Shared
DISCOVER FINL SVCS COM Common 254709108 $38.55 1,017,153 $39,211,248.15 Discretionary None Shared
DISNEY WALT CO COM DISNEY Common 254687106 $49.79 23,194 $1,154,829.26 Discretionary None Shared
DOLLAR GEN CORP COM Common 256677105 $44.09 18,800 $828,892.00 Discretionary None Shared
DOLLAR TREE INC COM Common 256746108 $40.56 30,200 $1,224,912.00 Discretionary None Shared
DOVER CORP COM Common 260003108 $65.71 30,159 $1,981,747.89 Discretionary None Shared
DR PEPPER SNAPPLE GROUP INC COM Common 26138E109 $44.18 23,179 $1,024,048.22 Discretionary None Shared
DTE ENERGY CO COM Common 233331107 $60.05 1,082,750 $65,019,137.50 Discretionary None Shared
DUKE ENERGY CORP COM Common 26441C204 $63.80 25,787 $1,645,210.60 Discretionary None Shared
E M C CORP MASS COM Common 268648102 $25.30 1,232,090 $31,171,877.00 Discretionary None Shared
EASTMAN CHEM CO COM Common 277432100 $68.05 557,164 $37,915,010.20 Discretionary None Shared
EBAY INC COM Common 278642103 $51.00 1,850 $ 94,345.74 Discretionary None Shared
EL PASO ELECTRIC Common 283677854 $31.91 84 $ 2,680.44 Discretionary None Shared
ENDO HEALTH SOLUTIONS INC Common 29264F205 $26.23 27,885 $731,426.34 Discretionary None Shared
ENERGIZER HLDGS INC Common 29266R108 $79.98 382,073 $30,558,198.54 Discretionary None Shared
ENERGY XXI (BERMUDA) LTD USD UNRS SHS Common G10082140 $32.17 21 $ 675.57 Discretionary None Shared
EQUIFAX INC COM Common 294429105 $54.12 19,545 $1,057,775.40 Discretionary None Shared
EQUITY RESIDENTIAL SH BEN INT Common 29476L107 $56.67 15,109 $856,227.03 Discretionary None Shared
EXELIS INC Common 30162A108 $11.27 27,600 $311,052.00 Discretionary None Shared
EXELON CORP COM Common 30161N101 $29.74 2,500 $ 74,350.00 Discretionary None Shared
EXTRA SPACE STORAGE INC. Common 30225T102 $36.39 54,300 $1,975,977.00 Discretionary None Shared
EXXON MOBIL CORP COM Common 30231G102 $86.55 1,205,681 $104,351,690.55 Discretionary None Shared
F M C CORP COM NEW Common 302491303 $58.52 200 $ 11,704.00 Discretionary None Shared
FEDERATED INVS INC PA CL B Common 314211103 $20.23 44,970 $909,743.10 Discretionary None Shared
FIFTH THIRD BANCORP COM Common 316773100 $15.20 4,391,528 $66,751,225.60 Discretionary None Shared
FIRST CITIZENS BANCSHARES INC. (CL A) Common 31946M103 $ 163.50 6,400 $1,046,400.00 Discretionary None Shared
FLIR SYSTEMS INC Common 302445101 $22.32 14,100 $314,651.37 Discretionary None Shared
FOOT LOCKER INC COM Common 344849104 $32.12 951,045 $30,547,565.40 Discretionary None Shared
FORD MTR CO DEL COM PAR $0.01 Common 345370860 $12.95 3,650,996 $47,280,398.20 Discretionary None Shared
FREEPORT-MCMORAN COPPER & GOLD COM Common 35671D857 $34.20 50,008 $1,710,273.60 Discretionary None Shared
FRONTIER COMMUNICATIONS CORP COM Common 35906A108 $ 4.28 59,000 $252,520.00 Discretionary None Shared
GAMESTOP CORP NEW CL A Common 36467W109 $25.09 31,509 $790,560.81 Discretionary None Shared
GANNETT INC COM Common 364730101 $18.01 121,659 $2,191,078.59 Discretionary None Shared
GAP INC DEL COM Common 364760108 $31.04 25,981 $806,450.24 Discretionary None Shared
GARMIN LTD. Common H2906T109 $40.75 3,600 $146,700.00 Discretionary None Shared
GENERAL DYNAMICS CORP COM Common 369550108 $69.27 17,889 $1,239,171.03 Discretionary None Shared
GENERAL ELECTRIC CO COM Common 369604103 $20.99 307,918 $6,463,198.82 Discretionary None Shared
GENERAL GROWTH PPTYS INC NEW COM Common 370023103 $19.85 1,300 $ 25,805.00 Discretionary None Shared
GENERAL MLS INC COM Common 370334104 $40.42 69 $ 2,788.98 Discretionary None Shared
GENERAL MTRS CORP COM Common 37045V100 $28.83 900 $ 25,947.00 Discretionary None Shared
GENUINE PARTS CO Common 372460105 $63.58 112 $ 7,120.96 Discretionary None Shared
GLOBAL PAYMENTS INC. Common 37940X102 $45.30 62 $ 2,808.60 Discretionary None Shared
GOLDMAN SACHS GROUP INC COM Common 38141G104 $ 127.56 15,840 $2,020,550.40 Discretionary None Shared
GOOGLE INC CL A Common 38259P508 $ 707.38 63,881 $45,188,141.78 Discretionary None Shared
GREEN MOUNTAIN COFFEE ROASTERS INC. Common 393122106 $41.34 23 $ 950.82 Discretionary None Shared
HALLIBURTON CO COM Common 406216101 $34.69 94,130 $3,265,369.70 Discretionary None Shared
HARRIS CORP DEL COM Common 413875105 $48.96 134 $ 6,560.64 Discretionary None Shared
HASBRO INC Common 418056107 $35.90 139 $ 4,990.10 Discretionary None Shared
HCA Holdings Inc Common 40412C101 $30.17 21,900 $660,723.00 Discretionary None Shared
HCC INS HLDGS INC COM Common 404132102 $37.21 35,700 $1,328,397.00 Discretionary None Shared
HEALTH MGMT ASSOC INC CL A Common 421933102 $ 9.32 19 $ 177.08 Discretionary None Shared
HEALTHSOUTH CORP. Common 421924309 $21.11 36 $ 759.96 Discretionary None Shared
HELIX ENERGY SOLUTIONS GROUP INC. Common 42330P107 $20.64 19 $ 392.16 Discretionary None Shared
HELMERICH & PAYNE INC Common 423452101 $56.01 633,439 $35,478,918.39 Discretionary None Shared
HOLLY FRONTIER CORP Common 436106108 $46.55 56,978 $2,652,325.90 Discretionary None Shared
HOME DEPOT INC COM Common 437076102 $61.85 69,190 $4,279,401.50 Discretionary None Shared
HONEYWELL INTL INC COM Common 438516106 $63.47 115 $ 7,299.05 Discretionary None Shared
HORMEL FOODS CORP COM Common 440452100 $31.21 81,170 $2,533,315.70 Discretionary None Shared
HOST HOTEL & RESORT INC Common 44107P104 $15.67 211,850 $3,319,689.50 Discretionary None Shared
HUMANA INC COM Common 444859102 $68.63 52,570 $3,607,879.10 Discretionary None Shared
HUNTINGTON BANCSHARES INC Common 446150104 $ 6.39 288,814 $1,845,521.46 Discretionary None Shared
HUNTSMAN CORP COM Common 447011107 $15.90 2,000 $ 31,800.00 Discretionary None Shared
INGERSOLL-RAND Common G47791101 $47.96 51,900 $2,489,124.00 Discretionary None Shared
INTEL CORP COM Common 458140100 $20.62 48,170 $993,265.40 Discretionary None Shared
INTERNATIONAL BUSINESS MACHS COM Common 459200101 $ 191.55 21,080 $4,037,874.00 Discretionary None Shared
INTERNATIONAL GAME TEC COM Common 459902102 $14.17 3,500 $ 49,595.00 Discretionary None Shared
INTL PAPER CO COM Common 460146103 $39.84 28,003 $1,115,639.52 Discretionary None Shared
INVESCO MORTGAGE CAPITAL INC. Common 46131B100 $19.71 137 $ 2,700.27 Discretionary None Shared
IRONWOOD PHARMACEUTICALS INC COM CL A Common 46333X108 $11.08 174 $ 1,927.92 Discretionary None Shared
JABIL CIRCUIT INC COM Common 466313103 $19.29 105,769 $2,040,284.01 Discretionary None Shared
JACK HENRY & ASSOCIATES INC. Common 426281101 $39.26 23,881 $937,568.06 Discretionary None Shared
JARDEN CORP. Common 471109108 $51.70 39,500 $2,042,150.00 Discretionary None Shared
JOHNSON & JOHNSON COM Common 478160104 $70.10 61,635 $4,320,613.50 Discretionary None Shared
JPMORGAN CHASE & CO COM Common 46625H100 $43.97 1,656,166 $72,820,128.47 Discretionary None Shared
KANSAS CITY SOUTHERN COM NEW Common 485170302 $83.48 5,900 $492,532.00 Discretionary None Shared
KB HOME COM Common 48666K109 $15.80 77 $ 1,216.60 Discretionary None Shared
KEY ENERGY SERVICES INC. Common 492914106 $ 6.95 41 $ 284.95 Discretionary None Shared
KEYCORP NEW COM Common 493267108 $ 8.42 242,127 $2,038,709.34 Discretionary None Shared
KIMBERLY CLARK CORP COM Common 494368103 $84.43 76 $ 6,416.68 Discretionary None Shared
KIMCO RLTY CORP COM Common 49446R109 $19.32 81,930 $1,582,887.60 Discretionary None Shared
KRAFT FOODS GROUP, INC Common 50076Q106 $45.47 697,266 $31,704,685.03 Discretionary None Shared
KROGER CO COM Common 501044101 $26.02 91,425 $2,378,878.50 Discretionary None Shared
KRONOS WORLDWIDE INC COM Common 50105F105 $19.50 105,600 $2,059,200.00 Discretionary None Shared
L-3 COMMUNICATIONS HLDGS INC COM Common 502424104 $76.62 22,015 $1,686,789.30 Discretionary None Shared
LAUDER ESTEE COS INC CL A Common 518439104 $59.86 28,900 $1,729,954.00 Discretionary None Shared
LEAR CORPORATION Common 521865204 $46.84 7,400 $346,616.00 Discretionary None Shared
LEGGETT & PLATT INC Common 524660107 $27.22 38,610 $1,050,964.20 Discretionary None Shared
LENNOX INTERNATIONAL INC. Common 526107107 $52.52 7 $ 367.64 Discretionary None Shared
LEXMARK INTL NEW CL A Common 529771107 $23.19 22,200 $514,818.00 Discretionary None Shared
LIFE TECHNOLOGIES CORP COM Common 53217V109 $49.03 1,510 $ 74,035.30 Discretionary None Shared
LIFE TIME FITNESS INC. Common 53217R207 $49.21 63 $ 3,100.23 Discretionary None Shared
LILLY ELI & CO COM Common 532457108 $49.32 91,487 $4,512,138.84 Discretionary None Shared
LINCOLN NATIONAL CORP Common 534187109 $25.90 58,925 $1,526,157.50 Discretionary None Shared
LINEAR TECHNOLOGY CORP COM Common 535678106 $34.30 216 $ 7,408.80 Discretionary None Shared
LOCKHEED MARTIN CORP COM Common 539830109 $92.29 800 $ 73,832.00 Discretionary None Shared
LOEWS CORP COM Common 540424108 $40.75 20,482 $834,641.50 Discretionary None Shared
LOWES COS INC COM Common 548661107 $35.52 46,961 $1,668,054.72 Discretionary None Shared
LYONDELLBASELL INDUSTRIES Common N53745100 $57.09 49,477 $2,824,641.93 Discretionary None Shared
M.D.C. HOLDINGS INC. Common 552676108 $36.76 17 $ 624.92 Discretionary None Shared
MACYS INC COM Common 55616P104 $39.02 1,085,058 $42,338,963.16 Discretionary None Shared
MARATHON OIL CORP COM Common 565849106 $30.66 2,106,625 $64,589,122.50 Discretionary None Shared
MARATHON PETROLEUM CORP Common 56585A102 $63.00 642,854 $40,499,802.00 Discretionary None Shared
MARSH & MCLENNAN COS COM Common 571748102 $34.47 216 $ 7,445.52 Discretionary None Shared
Matson, Inc Common 57686G105 $24.72 84,731 $2,094,550.32 Discretionary None Shared
MATTEL INC COM Common 577081102 $36.62 37,790 $1,383,869.80 Discretionary None Shared
MCDERMOTT INTL INC COM Common 580037109 $11.02 68,720 $757,294.40 Discretionary None Shared
MCDONALDS CORP COM Common 580135101 $88.21 92 $ 8,115.32 Discretionary None Shared
MCGRAW-HILL Common 580645109 $54.67 48,700 $2,662,429.00 Discretionary None Shared
MEDTRONIC INC COM Common 585055106 $41.02 37,035 $1,519,175.70 Discretionary None Shared
MERCK & CO INC NEW COM Common 58933Y105 $40.94 92,050 $3,768,527.00 Discretionary None Shared
METLIFE INC COM Common 59156R108 $32.94 1,184,917 $39,031,165.98 Discretionary None Shared
METROPCS COMMUNICATIONS INC COM Common 591708102 $ 9.94 79,840 $793,609.60 Discretionary None Shared
METTLER TOLEDO INTERNATIONAL COM Common 592688105 $ 193.30 5 $ 966.50 Discretionary None Shared
MGE ENERGY INC. Common 55277P104 $50.95 54 $ 2,751.30 Discretionary None Shared
MICHAEL KORS Common G60754101 $51.03 17,100 $872,613.00 Discretionary None Shared
MICROCHIP TECHNOLOGY COM Common 595017104 $32.59 207 $ 6,746.13 Discretionary None Shared
MICROSOFT CORP COM Common 594918104 $26.71 2,550,187 $68,114,729.71 Discretionary None Shared
MOLSON COORS BREWING CO CL B Common 60871R209 $42.79 66,929 $2,863,891.91 Discretionary None Shared
MONDELEZ INTERNATIONAL INC Common 609207105 $25.45 2,396,472 $60,997,881.11 Discretionary None Shared
MONSANTO CO Common 61166W101 $94.65 377,939 $35,771,926.35 Discretionary None Shared
MOODY'S CORPORATION Common 615369105 $50.32 32,430 $1,631,877.60 Discretionary None Shared
MOSAIC CO. Common 61945C103 $56.63 22,920 $1,297,959.60 Discretionary None Shared
MRC GLOBAL INC Common 55345k103 $27.78 72,000 $2,000,160.00 Discretionary None Shared
MURPHY OIL CORP COM Common 626717102 $59.55 52,240 $3,110,892.00 Discretionary None Shared
MYLAN INC COM Common 628530107 $27.45 129,841 $3,564,135.45 Discretionary None Shared
NATIONAL FUEL GAS CO. Common 636180101 $50.69 11,400 $577,866.00 Discretionary None Shared
NATIONAL OILWELL VARCO INC COM Common 637071101 $68.35 18,170 $1,241,919.50 Discretionary None Shared
NATIONAL PENN BANCSHARES INC Common 637138108 $ 9.32 73 $ 680.36 Discretionary None Shared
NETWORK APPLIANCE INC COM Common 64110D104 $33.55 98,099 $3,291,221.45 Discretionary None Shared
NEWMONT MINING CORP COM Common 651639106 $46.44 700 $ 32,508.00 Discretionary None Shared
NEWS CORP CL A Common 65248E104 $25.51 44,120 $1,125,501.20 Discretionary None Shared
NORTHERN TR CORP COM Common 665859104 $50.16 37,470 $1,879,495.20 Discretionary None Shared
NORTHROP GRUMMAN CORP COM Common 666807102 $67.58 53,446 $3,611,880.68 Discretionary None Shared
NU SKIN ENTERPRISE INC Common 67018T105 $37.05 17,400 $644,670.00 Discretionary None Shared
NVIDIA CORP COM Common 67066G104 $12.26 413,383 $5,068,075.58 Discretionary None Shared
O'REILLY AUTOMOTIVE INC. Common 67103H107 $89.42 33,467 $2,992,619.14 Discretionary None Shared
OCCIDENTAL PETE CORP DEL COM Common 674599105 $76.61 26,150 $2,003,351.50 Discretionary None Shared
OFFICE DEPOT INC Common 676220106 $ 3.28 335 $ 1,098.80 Discretionary None Shared
OIL STS INTL INC COM Common 678026105 $71.54 3 $ 214.62 Discretionary None Shared
OLD NATIONAL BANCORP Common 680033107 $11.87 241 $ 2,860.67 Discretionary None Shared
OMNICARE INC. Common 681904108 $36.10 16,186 $584,314.60 Discretionary None Shared
OMNICOM GROUP INC COM Common 681919106 $49.96 133 $ 6,644.68 Discretionary None Shared
ON SEMICONDUCTOR CORP Common 682189105 $ 7.05 475 $ 3,348.75 Discretionary None Shared
ORACLE CORP COM Common 68389X105 $33.32 2,001,186 $66,679,517.52 Discretionary None Shared
OSHKOSH TRUCK Common 688239201 $29.65 77,954 $2,311,336.10 Discretionary None Shared
PARKER HANNIFIN CORP COM Common 701094104 $85.06 18,070 $1,537,034.20 Discretionary None Shared
PATTERSON UTI ENERGY INC COM Common 703481101 $18.63 17 $ 316.71 Discretionary None Shared
PAYCHEX INC COM Common 704326107 $31.10 202 $ 6,282.20 Discretionary None Shared
PENNYMAC MORTGAGE INVESTMENT TRUST Common 70931T103 $25.29 67 $ 1,694.43 Discretionary None Shared
PENTAIR INC Common H6169Q108 $49.15 31,469 $1,546,701.35 Discretionary None Shared
PEPSICO INC COM Common 713448108 $68.43 29,512 $2,019,506.16 Discretionary None Shared
PERKINELMER INC COM Common 714046109 $31.74 30,110 $955,691.40 Discretionary None Shared
PETSMART INC. Common 716768106 $68.34 12,401 $847,484.34 Discretionary None Shared
PFIZER INC COM Common 717081103 $25.08 3,394,505 $85,131,809.25 Discretionary None Shared
PHILIP MORRIS INTL INC COM Common 718172109 $83.64 72,450 $6,059,718.00 Discretionary None Shared
PHILLIPS 66 Common 718546104 $53.10 31,720 $1,684,332.00 Discretionary None Shared
PINNACLE ENTMT INC COM Common 723456109 $15.83 187 $ 2,960.21 Discretionary None Shared
PINNACLE WEST CAP CORP COM Common 723484101 $50.98 12,800 $652,544.00 Discretionary None Shared
POST PROPERTIES INC. Common 737464107 $49.95 33,018 $1,649,249.10 Discretionary None Shared
PPG INDS INC COM Common 693506107 $ 135.35 4,500 $609,075.00 Discretionary None Shared
PRINCIPAL FINL GROUP INC COM Common 74251V102 $28.52 30,314 $864,555.28 Discretionary None Shared
PROCTER & GAMBLE CO COM Common 742718109 $67.89 52,689 $3,577,056.21 Discretionary None Shared
PROSPECT CAPITAL CORP. Common 74348T102 $10.87 281 $ 3,054.47 Discretionary None Shared
PROTECTIVE LIFE CORP. Common 743674103 $28.58 56 $ 1,600.48 Discretionary None Shared
PRUDENTIAL FINL INC COM Common 744320102 $53.33 48,840 $2,604,637.20 Discretionary None Shared
PUBLIC STORAGE COM Common 74460D109 $ 144.96 277,537 $40,231,763.52 Discretionary None Shared
PUBLIC SVC ENTERPRISE GROUP COM Common 744573106 $30.60 193 $ 5,905.80 Discretionary None Shared
PULTE HOMES INC COM Common 745867101 $18.16 91,700 $1,665,272.00 Discretionary None Shared
QUALCOMM INC COM Common 747525103 $61.86 1,031,311 $63,796,485.94 Discretionary None Shared
QUEST DIAGNOSTICS INC COM Common 74834L100 $58.27 8,300 $483,641.00 Discretionary None Shared
QUESTCOR PHARMACEUTICALS INC Common 74835Y101 $26.72 12 $ 320.64 Discretionary None Shared
RAYTHEON CO COM NEW Common 755111507 $57.56 23,880 $1,374,532.80 Discretionary None Shared
REPUBLIC SERVICES INC Common 760759100 $29.33 79,538 $2,332,849.54 Discretionary None Shared
REYNOLDS AMERICAN INC COM Common 761713106 $41.43 2,030 $ 84,102.90 Discretionary None Shared
RIVERBED TECHNOLOGY INC COM Common 768573107 $19.72 1,063,800 $20,978,136.00 Discretionary None Shared
ROCK-TENN CO CL A Common 772739207 $69.91 24,100 $1,684,831.00 Discretionary None Shared
ROCKWELL COLLINS INC Common 774341101 $58.17 129 $ 7,503.93 Discretionary None Shared
ROPER INDUSTRIES INC. Common 776696106 $ 111.48 20,800 $2,318,784.00 Discretionary None Shared
ROSS STORES INC COM Common 778296103 $54.09 37,600 $2,033,784.00 Discretionary None Shared
ROYAL GOLD INC Common 780287108 $81.36 3,500 $284,760.00 Discretionary None Shared
SAFEWAY INC COM NEW Common 786514208 $18.09 3,300 $ 59,697.00 Discretionary None Shared
SCANA CORP NEW COM Common 80589M102 $45.64 43,203 $1,971,784.92 Discretionary None Shared
SCHLUMBERGER LTD COM Common 806857108 $69.30 3,790 $262,641.69 Discretionary None Shared
SCI SYS INC COM Common 783890106 $13.81 62,200 $858,982.00 Discretionary None Shared
SIMON PPTY GROUP INC NEW COM Common 828806109 $ 158.09 6,470 $1,022,842.30 Discretionary None Shared
SIX FLAGS ENTERTAINMENT CORP Common 83001A102 $61.20 50 $ 3,060.00 Discretionary None Shared
SLM CORP COM Common 78442P106 $17.13 115,761 $1,982,985.93 Discretionary None Shared
SMITHFIELD FOODS INC COM Common 832248108 $21.57 105,121 $2,267,459.97 Discretionary None Shared
SOUTHWEST AIRLS CO COM Common 844741108 $10.24 228,102 $2,335,764.48 Discretionary None Shared
SOUTHWEST GAS CORP. Common 844895102 $42.41 60 $ 2,544.60 Discretionary None Shared
STAPLES INC Common 855030102 $11.40 76,330 $870,162.00 Discretionary None Shared
STATE STR CORP COM Common 857477103 $47.01 900 $ 42,309.00 Discretionary None Shared
SYMANTEC CORP COM Common 871503108 $18.82 288,588 $5,431,226.16 Discretionary None Shared
TARGET CORP COM Common 87612E106 $59.17 1,900 $112,423.00 Discretionary None Shared
TAUBMAN CENTERS INC. Common 876664103 $78.72 4,000 $314,880.00 Discretionary None Shared
TERADATA CORP DEL COM Common 88076W103 $61.89 5,000 $309,450.00 Discretionary None Shared
TERADYNE INC COM Common 880770102 $16.89 180 $ 3,040.20 Discretionary None Shared
TEREX CORP Common 880779103 $28.11 29 $ 815.19 Discretionary None Shared
TESORO CORP COM Common 881609101 $44.05 36,200 $1,594,610.00 Discretionary None Shared
TEXAS ROADHOUSE INC Common 882681109 $16.80 168 $ 2,822.40 Discretionary None Shared
TEXTRON INC COM Common 883203101 $24.79 67,375 $1,670,226.25 Discretionary None Shared
THERMO FISHER SCIENTIFIC INC COM Common 883556102 $63.78 1,560 $ 99,496.80 Discretionary None Shared
TIME WARNER CABLE INC COM Common 88732J207 $97.19 473,592 $46,028,406.48 Discretionary None Shared
TIME WARNER INC COM NEW Common 887317303 $47.83 37,909 $1,813,187.47 Discretionary None Shared
TITAN INTERNATIONAL INC Common 88830M102 $21.72 73 $ 1,585.56 Discretionary None Shared
TJX COS INC NEW COM Common 872540109 $42.45 61,450 $2,608,552.50 Discretionary None Shared
TOTAL SYS SVCS INC COM Common 891906109 $21.42 75,702 $1,621,536.84 Discretionary None Shared
TRAVELERS COMPANIES INC COM Common 89417E109 $71.82 27,700 $1,989,414.00 Discretionary None Shared
TRIMAS CORP. Common 896215209 $28.01 116 $ 3,248.89 Discretionary None Shared
TRIMBLE NAVIGATION LTD COM Common 896239100 $59.78 47 $ 2,809.66 Discretionary None Shared
TRIUMPH GROUP INC NEW COM Common 896818101 $65.30 10 $ 653.00 Discretionary None Shared
TYSON FOODS INC CL A Common 902494103 $19.40 173,586 $3,367,568.40 Discretionary None Shared
UNION PAC CORP COM Common 907818108 $ 125.72 30,110 $3,785,429.20 Discretionary None Shared
UNITED TECHNOLOGIES CORP COM Common 913017109 $82.01 757,556 $62,127,167.56 Discretionary None Shared
UNITED THERAPEUTICS CORP Common 91307C102 $53.42 35,257 $1,883,428.94 Discretionary None Shared
UNITEDHEALTH GROUP INC COM Common 91324P102 $54.24 652,262 $35,378,690.88 Discretionary None Shared
URBAN OUTFITTERS INC COM Common 917047102 $39.36 220 $ 8,659.20 Discretionary None Shared
URS CORP NEW COM Common 903236107 $39.26 57,200 $2,245,672.00 Discretionary None Shared
US BANCORP DEL COM NEW Common 902973304 $31.94 2,335,882 $74,608,071.08 Discretionary None Shared
V F CORP COM Common 918204108 $ 150.97 336,650 $50,824,050.50 Discretionary None Shared
VALUECLICK INC COM Common 92046N102 $19.41 59 $ 1,145.19 Discretionary None Shared
VECTREN CORP. Common 92240G101 $29.40 66,900 $1,966,860.00 Discretionary None Shared
VENTAS INC. Common 92276F100 $64.72 33,300 $2,155,176.00 Discretionary None Shared
VERIFONE HOLDINGS INC Common 92342Y109 $29.68 45,500 $1,350,440.00 Discretionary None Shared
VERISK ANALYTICS INC. (CL A) Common 92345Y106 $50.97 53 $ 2,701.41 Discretionary None Shared
VERIZON COMMUNICATIONS INC COM Common 92343V104 $43.27 1,669,824 $72,253,284.48 Discretionary None Shared
VIACOM INC NEW CL B Common 92553P201 $52.74 670 $ 35,335.80 Discretionary None Shared
VISA INC COM CL A Common 92826C839 $ 151.58 7,670 $1,162,618.60 Discretionary None Shared
VITAMIN SHOPPE INC. Common 92849E101 $57.36 26 $ 1,491.36 Discretionary None Shared
VMWARE INC CL A COM Common 928563402 $94.14 16 $ 1,506.24 Discretionary None Shared
WAL MART STORES INC COM Common 931142103 $68.23 15,200 $1,037,096.00 Discretionary None Shared
WALGREEN CO COM Common 931422109 $37.01 82,523 $3,054,176.23 Discretionary None Shared
WALTER ENERGY INC Common 93317Q105 $35.88 26,200 $940,056.00 Discretionary None Shared
WARNER CHILCOTT PLC IRELAND SHS A Common G94368100 $12.04 133,700 $1,609,748.00 Discretionary None Shared
WEBSTER FINANCIAL CORP Common 947890109 $20.55 137 $ 2,815.35 Discretionary None Shared
WELLPOINT INC COM Common 94973V107 $60.92 28,190 $1,717,334.80 Discretionary None Shared
WELLS FARGO & CO NEW COM Common 949746101 $34.18 147,040 $5,025,827.20 Discretionary None Shared
WESCO INTL INC COM Common 95082P105 $67.43 22 $ 1,483.46 Discretionary None Shared
WESTERN DIGITAL CORP COM Common 958102105 $42.49 46 $ 1,954.54 Discretionary None Shared
WESTERN REFNG INC COM Common 959319104 $28.19 22 $ 620.18 Discretionary None Shared
WESTERN UN CO COM Common 959802109 $13.61 1,370 $ 18,645.70 Discretionary None Shared
WEYERHAEUSER CO COM Common 962166104 $27.82 31,055 $863,950.10 Discretionary None Shared
WHOLE FOODS MARKET Common 966837106 $91.16 570 $ 51,961.20 Discretionary None Shared
WISCONSIN ENERGY CORP COM Common 976657106 $36.85 950 $ 35,007.50 Discretionary None Shared
WYNDHAM WORLDWIDE CORP COM Common 98310W108 $53.21 44,890 $2,388,596.90 Discretionary None Shared
XL GROUP PLC SHS Common G98290102 $25.06 90,154 $2,259,259.24 Discretionary None Shared
YAHOO INC COM Common 984332106 $19.90 104,926 $2,088,027.40 Discretionary None Shared
YUM! BRANDS Common 988498101 $66.40 19,190 $1,274,216.00 Discretionary None Shared
ZIMMER HLDGS INC COM Common 98956P102 $66.66 14,263 $950,771.58 Discretionary None Shared
APPLE INC COM Common 037833100 $ 532.17 72 $ 38,316.45 Other Morgan Stanley None
ALEXION PHARMACEUTICALS INC Common 015351109 $93.74 151 $ 14,154.74 Other Morgan Stanley None
AMGEN INC COM Common 031162100 $86.20 405 $ 34,911.00 Other Morgan Stanley None
AMAZON COM INC COM Common 023135106 $ 250.87 56 $ 14,048.72 Other Morgan Stanley None
CBS CORP NEW CL B Common 124857202 $38.05 666 $ 25,341.30 Other Morgan Stanley None
CISCO SYS INC COM Common 17275R102 $19.65 1,146 $ 22,518.22 Other Morgan Stanley None
CVS CAREMARK CORPORATION COM Common 126650100 $48.35 565 $ 27,317.75 Other Morgan Stanley None
DELTA AIR LINES DEL COM Common 247361702 $11.87 735 $ 8,724.45 Other Morgan Stanley None
DEERE & CO COM Common 244199105 $86.42 198 $ 17,111.16 Other Morgan Stanley None
DISCOVER FINL SVCS COM Common 254709108 $38.55 374 $ 14,417.70 Other Morgan Stanley None
DTE ENERGY CO COM Common 233331107 $60.05 421 $ 25,281.05 Other Morgan Stanley None
E M C CORP MASS COM Common 268648102 $25.30 458 $ 11,587.40 Other Morgan Stanley None
EASTMAN CHEM CO COM Common 277432100 $68.05 226 $ 15,379.30 Other Morgan Stanley None
ENERGIZER HLDGS INC Common 29266R108 $79.98 159 $ 12,716.82 Other Morgan Stanley None
FORD MTR CO DEL COM PAR $0.01 Common 345370860 $12.95 1,460 $ 18,907.00 Other Morgan Stanley None
FIFTH THIRD BANCORP COM Common 316773100 $15.20 1,716 $ 26,083.20 Other Morgan Stanley None
FOOT LOCKER INC COM Common 344849104 $32.12 384 $ 12,334.08 Other Morgan Stanley None
GOOGLE INC CL A Common 38259P508 $ 707.38 22 $ 15,562.36 Other Morgan Stanley None
HELMERICH & PAYNE INC Common 423452101 $56.01 238 $ 13,330.38 Other Morgan Stanley None
JPMORGAN CHASE & CO COM Common 46625H100 $43.97 639 $ 28,096.25 Other Morgan Stanley None
KRAFT FOODS GROUP, INC Common 50076Q106 $45.47 277 $ 12,595.19 Other Morgan Stanley None
MACYS INC COM Common 55616P104 $39.02 453 $ 17,676.06 Other Morgan Stanley None
MONDELEZ INTERNATIONAL INC Common 609207105 $25.45 991 $ 25,224.13 Other Morgan Stanley None
METLIFE INC COM Common 59156R108 $32.94 464 $ 15,284.16 Other Morgan Stanley None
MONSANTO CO Common 61166W101 $94.65 138 $ 13,061.70 Other Morgan Stanley None
MARATHON PETROLEUM CORP Common 56585A102 $63.00 248 $ 15,624.00 Other Morgan Stanley None
MARATHON OIL CORP COM Common 565849106 $30.66 853 $ 26,152.98 Other Morgan Stanley None
MICROSOFT CORP COM Common 594918104 $26.71 933 $ 24,920.15 Other Morgan Stanley None
ORACLE CORP COM Common 68389X105 $33.32 751 $ 25,023.32 Other Morgan Stanley None
PFIZER INC COM Common 717081103 $25.08 1,333 $ 33,430.71 Other Morgan Stanley None
PUBLIC STORAGE COM Common 74460D109 $ 144.96 110 $ 15,945.60 Other Morgan Stanley None
QUALCOMM INC COM Common 747525103 $61.86 410 $ 25,362.44 Other Morgan Stanley None
RIVERBED TECHNOLOGY INC COM Common 768573107 $19.72 442 $ 8,716.24 Other Morgan Stanley None
TIME WARNER CABLE INC COM Common 88732J207 $97.19 191 $ 18,563.29 Other Morgan Stanley None
UNITEDHEALTH GROUP INC COM Common 91324P102 $54.24 235 $ 12,746.40 Other Morgan Stanley None
US BANCORP DEL COM NEW Common 902973304 $31.94 960 $ 30,662.40 Other Morgan Stanley None
UNITED TECHNOLOGIES CORP COM Common 913017109 $82.01 309 $ 25,341.09 Other Morgan Stanley None
V F CORP COM Common 918204108 $ 150.97 138 $ 20,833.86 Other Morgan Stanley None
VERIZON COMMUNICATIONS INC COM Common 92343V104 $43.27 639 $ 27,649.53 Other Morgan Stanley None
EXXON MOBIL CORP COM Common 30231G102 $86.55 448 $ 38,774.40 Other Morgan Stanley