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