0000909012-13-000179.txt : 20130424
0000909012-13-000179.hdr.sgml : 20130424
20130424160443
ACCESSION NUMBER: 0000909012-13-000179
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130424
DATE AS OF CHANGE: 20130424
EFFECTIVENESS DATE: 20130424
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: 13779382
MAIL ADDRESS:
STREET 1: 411 WEST CHAPEL HILL STREET
STREET 2: STE 11OO
CITY: DURHAM
STATE: NC
ZIP: 87701
13F-HR
1
t307102.txt
PIED
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/2013
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 106.31 82 $ 8,717.42 Discretionary None Shared
ABBOTT LABS COM Common 002824100 35.32 73,533 $2,597,185.56 Discretionary None Shared
ABBVIE INC Common 00287Y109 40.78 7,156 $291,821.68 Discretionary None Shared
ABERCROMBIE & FITCH CO CL A Common 002896207 46.2 41,000 $1,894,200.00 Discretionary None Shared
ACCENTURE PLC IRELAND SHS CLASS A Common G1151C101 75.97 61,225 $4,651,263.25 Discretionary None Shared
ACTIVISION BLIZZARD INC. Common 00507V109 14.57 173,228 $2,523,931.96 Discretionary None Shared
ADT CORPORATION Common 00101J106 48.94 53,590 $2,622,694.60 Discretionary None Shared
AECOM TECHNOLOGY CORP. Common 00766T100 32.8 114 $ 3,739.20 Discretionary None Shared
AETNA INC NEW COM Common 00817Y108 51.13 60,262 $3,081,196.06 Discretionary None Shared
AFLAC INC COM Common 001055102 52.02 83,021 $4,318,752.42 Discretionary None Shared
AKAMAI TECHNOLOGIES INC COM Common 00971T101 35.32 1,250 $ 44,150.00 Discretionary None Shared
ALLSTATE CORP COM Common 020002101 49.07 1,112,173 $54,574,329.11 Discretionary None Shared
AMAZON COM INC COM Common 023135106 266.49 171,715 $45,760,330.35 Discretionary None Shared
AMDOCS LTD. Common G02602103 36.25 45,300 $1,642,125.00 Discretionary None Shared
AMERICAN CAPITAL AGENCY CORP Common 02503X105 32.78 78,900 $2,586,342.00 Discretionary None Shared
AMERICAN CAPITAL STRAT COM Common 02503Y103 14.59 131,767 $1,923,139.36 Discretionary None Shared
AMERICAN ELECTRIC POWER CO INC Common 025537101 48.63 38,181 $1,856,742.03 Discretionary None Shared
AMERICAN EXPRESS CO COM Common 025816109 67.46 59,085 $3,985,874.10 Discretionary None Shared
AMERICAN FINL GROUP OH COM Common 025932104 47.38 600 $ 28,428.00 Discretionary None Shared
AMERICAN INTL GROUP INC COM NEW Common 026874784 38.82 2,800 $108,696.00 Discretionary None Shared
AMERICAN WTR WKS CO INC NEW COM Common 030420103 41.44 60,500 $2,507,120.00 Discretionary None Shared
AMGEN INC COM Common 031162100 102.51 860,803 $88,240,915.53 Discretionary None Shared
AMPHENOL CORP Common 032095101 74.65 27,889 $2,081,913.85 Discretionary None Shared
ANALOG DEVICES INC COM Common 032654105 46.49 192 $ 8,926.08 Discretionary None Shared
ANNTAYLOR STORES CORP. Common 035623107 29.02 65 $ 1,886.30 Discretionary None Shared
AON PLC Common G0408V102 61.5 20,100 $1,236,150.00 Discretionary None Shared
APARTMENT INVT & MGMT CL A Common 03748R101 30.66 107,039 $3,281,815.74 Discretionary None Shared
APPLE INC COM Common 037833100 442.66 168,069 $74,397,423.54 Discretionary None Shared
AQUA AMERICA INC. Common 03836W103 31.44 120 $ 3,772.80 Discretionary None Shared
ARES CAPITAL CORP. Common 04010L103 18.1 167 $ 3,022.70 Discretionary None Shared
AT&T INC COM Common 00206R102 36.69 5,657 $207,555.33 Discretionary None Shared
AUTOMATIC DATA PROCESS COM Common 053015103 65.03 138 $ 8,974.14 Discretionary None Shared
AVAGO TECHNOLOGIES LTD SHS Common Y0486S104 35.9 68,600 $2,462,740.00 Discretionary None Shared
BALLY TECHNOLOGIES INC. Common 05874B107 51.97 21,822 $1,134,089.34 Discretionary None Shared
BANK OF AMERICA CORPORATION COM Common 060505104 12.18 166,708 $2,030,503.44 Discretionary None Shared
BANK OF NEW YORK MELLON CORP COM Common 064058100 27.99 76,156 $2,131,606.44 Discretionary None Shared
BAXTER INTL INC COM Common 071813109 72.64 120 $ 8,716.80 Discretionary None Shared
BEACON ROOFING SUPPLY INC. Common 073685109 38.66 34 $ 1,314.44 Discretionary None Shared
BERKSHIRE HATHAWAY INC DEL CL B NEW Common 084670702 104.2 400 $ 41,680.00 Discretionary None Shared
BLOCK H & R INC COM Common 093671105 29.42 143,859 $4,232,331.78 Discretionary None Shared
BOEING CO COM Common 097023105 85.85 21,951 $1,884,493.35 Discretionary None Shared
BOSTON SCIENTIFIC CORP Common 101137107 7.81 343,100 $2,679,611.00 Discretionary None Shared
BROCADE COMMUNICATION SYSTEMS INC Common 111621306 5.77 334,479 $1,929,943.83 Discretionary None Shared
BRUKER CORP COM Common 116794108 19.1 70,787 $1,352,031.70 Discretionary None Shared
CA INC COM Common 12673P105 25.18 1,858 $ 46,784.44 Discretionary None Shared
CAMDEN PROPERTY TRUST Common 133131102 68.68 22,800 $1,565,904.00 Discretionary None Shared
CAMERON INTERNATIONAL CORP COM Common 13342B105 65.2 74,599 $4,863,854.80 Discretionary None Shared
CAMPBELL SOUP COMPANY Common 134429109 45.36 65,224 $2,958,560.64 Discretionary None Shared
CAPITAL ONE FINL CORP COM Common 14040H105 54.95 656 $ 36,047.20 Discretionary None Shared
CAPITOL FED FINL INC COM Common 14057J101 12.07 143,300 $1,729,631.00 Discretionary None Shared
CBRE Group Inc Common 12504L109 25.25 1,570 $ 39,642.50 Discretionary None Shared
CBS CORP NEW CL B Common 124857202 46.69 1,315,318 $61,412,197.42 Discretionary None Shared
CELANESE CORP DEL COM SER A Common 150870103 44.05 505,373 $22,261,680.65 Discretionary None Shared
CELGENE CORP COM Common 151020104 115.91 630 $ 73,023.30 Discretionary None Shared
CENTERPOINT ENERGY Common 15189T107 23.96 45,321 $1,085,891.16 Discretionary None Shared
CF INDS HLDGS INC COM Common 125269100 190.37 29,246 $5,567,561.02 Discretionary None Shared
CHEVRON CORP NEW COM Common 166764100 118.82 85,328 $10,138,672.96 Discretionary None Shared
CIGNA CORP COM Common 125509109 62.37 57,611 $3,593,198.07 Discretionary None Shared
CIRRUS LOGIC INC COM Common 172755100 22.75 21 $ 477.75 Discretionary None Shared
CISCO SYS INC COM Common 17275R102 20.89 2,930,177 $61,226,048.41 Discretionary None Shared
CITIGROUP INC COM Common 172967424 44.24 53,938 $2,386,217.12 Discretionary None Shared
CNA FINANCIAL CORP. Common 126117100 32.69 35,000 $1,144,150.00 Discretionary None Shared
COCA COLA CO COM Common 191216100 40.44 4,153 $167,947.32 Discretionary None Shared
COMCAST CORP NEW CL A Common 20030N101 41.98 117,773 $4,944,110.54 Discretionary None Shared
COMPUTER SCIENCES CORP COM Common 205363104 49.23 22,924 $1,128,548.52 Discretionary None Shared
CONAGRA FOODS INC COM Common 205887102 35.81 62,578 $2,240,918.18 Discretionary None Shared
CONOCOPHILLIPS COM Common 20825C104 60.1 2,600 $156,260.00 Discretionary None Shared
COOPER TIRE & RUBR CO COM Common 216831107 25.66 85 $ 2,181.10 Discretionary None Shared
COVANCE INC. Common 222816100 74.32 20,952 $1,557,152.64 Discretionary None Shared
CRACKER BARREL OLD CTRY STORE COM Common 22410J106 80.85 17 $ 1,374.45 Discretionary None Shared
CRANE CO COM Common 224399105 55.86 67 $ 3,742.62 Discretionary None Shared
CROCS INC COM Common 227046109 14.82 18 $ 266.76 Discretionary None Shared
CSX CORP COM Common 126408103 24.63 281 $ 6,921.03 Discretionary None Shared
CVS CAREMARK CORPORATION COM Common 126650100 54.99 1,373,399 $75,523,211.01 Discretionary None Shared
DAVITA INC Common 23918K108 118.59 20,100 $2,383,659.00 Discretionary None Shared
DEERE & CO COM Common 244199105 85.98 19,535 $1,679,619.30 Discretionary None Shared
DELTA AIR LINES DEL COM Common 247361702 16.51 2,324,311 $38,374,374.61 Discretionary None Shared
DELUXE CORP COM Common 248019101 41.4 54 $ 2,235.60 Discretionary None Shared
DILLARDS INC CL A Common 254067101 78.55 24,935 $1,958,644.25 Discretionary None Shared
DISCOVER FINL SVCS COM Common 254709108 44.84 896,069 $40,179,733.96 Discretionary None Shared
DISNEY WALT CO COM DISNEY Common 254687106 56.8 22,676 $1,287,996.80 Discretionary None Shared
DOLLAR TREE INC COM Common 256746108 48.43 30,200 $1,462,586.00 Discretionary None Shared
DOVER CORP COM Common 260003108 72.88 67,054 $4,886,895.52 Discretionary None Shared
DR PEPPER SNAPPLE GROUP INC COM Common 26138E109 46.95 898 $ 42,161.10 Discretionary None Shared
DTE ENERGY CO COM Common 233331107 68.34 1,002,715 $68,525,543.10 Discretionary None Shared
DUKE ENERGY CORP COM Common 26441C204 72.59 188 $ 13,646.92 Discretionary None Shared
E M C CORP MASS COM Common 268648102 23.89 123,154 $2,942,149.06 Discretionary None Shared
EBAY INC COM Common 278642103 54.22 1,007 $ 54,599.54 Discretionary None Shared
EDISON INTL COM Common 281020107 50.32 115,791 $5,826,603.12 Discretionary None Shared
ELECTRONICS FOR IMAGING INC. Common 286082102 25.36 110 $ 2,789.60 Discretionary None Shared
ENDO HEALTH SOLUTIONS INC Common 29264F205 30.76 28,085 $863,894.60 Discretionary None Shared
ENERGIZER HLDGS INC Common 29266R108 99.73 360,314 $35,934,115.22 Discretionary None Shared
ENPRO INDUSTRIES INC Common 29355X107 51.17 72 $ 3,684.24 Discretionary None Shared
EQUITY RESIDENTIAL SH BEN INT Common 29476L107 55.06 25,088 $1,381,345.28 Discretionary None Shared
EXELON CORP COM Common 30161N101 34.48 6,900 $237,912.00 Discretionary None Shared
EXTRA SPACE STORAGE INC. Common 30225T102 39.27 53,600 $2,104,872.00 Discretionary None Shared
EXXON MOBIL CORP COM Common 30231G102 90.11 1,143,485 $103,039,433.35 Discretionary None Shared
FIFTH THIRD BANCORP COM Common 316773100 16.31 3,791,655 $61,841,893.05 Discretionary None Shared
FIRST NIAGARA FINCL GROUP INC Common 33582V108 8.86 96 $ 850.56 Discretionary None Shared
FLIR SYSTEMS INC Common 302445101 26.01 14,100 $366,741.00 Discretionary None Shared
FOOT LOCKER INC COM Common 344849104 34.24 43,281 $1,481,941.44 Discretionary None Shared
FORD MTR CO DEL COM PAR $0.01 Common 345370860 13.15 1,735,503 $22,821,864.45 Discretionary None Shared
FORTUNE BRANDS HOME&SECURITY Common 34964C106 37.43 1,205,185 $45,110,074.55 Discretionary None Shared
FREEPORT-MCMORAN COPPER & GOLD COM Common 35671D857 33.1 1,192,789 $39,481,315.90 Discretionary None Shared
GAMESTOP CORP NEW CL A Common 36467W109 27.97 46,860 $1,310,674.20 Discretionary None Shared
GANNETT INC COM Common 364730101 21.87 115,804 $2,532,633.48 Discretionary None Shared
GAP INC DEL COM Common 364760108 35.4 120,280 $4,257,912.00 Discretionary None Shared
GENERAL DYNAMICS CORP COM Common 369550108 70.51 110 $ 7,756.10 Discretionary None Shared
GENERAL ELECTRIC CO COM Common 369604103 23.12 297,073 $6,868,327.76 Discretionary None Shared
GENERAL GROWTH PPTYS INC NEW COM Common 370023103 19.88 1,400 $ 27,832.00 Discretionary None Shared
GENERAL MLS INC COM Common 370334104 49.31 77 $ 3,796.87 Discretionary None Shared
GENERAL MTRS CORP COM Common 37045V100 27.82 1,000 $ 27,820.00 Discretionary None Shared
GENESEE & WYOMING INC. (CL A) Common 371559105 93.11 32 $ 2,979.52 Discretionary None Shared
GENUINE PARTS CO Common 372460105 78 124 $ 9,672.00 Discretionary None Shared
GENWORTH FINL INC COM CL A Common 37247D106 10 103,179 $1,031,790.00 Discretionary None Shared
GLOBAL PAYMENTS INC. Common 37940X102 49.66 62 $ 3,078.92 Discretionary None Shared
GOLDMAN SACHS GROUP INC COM Common 38141G104 147.15 15,565 $2,290,389.75 Discretionary None Shared
GOOGLE INC CL A Common 38259P508 794.19 64,947 $51,580,128.04 Discretionary None Shared
GREEN MOUNTAIN COFFEE ROASTERS INC. Common 393122106 56.76 23 $ 1,305.48 Discretionary None Shared
HALLIBURTON CO COM Common 406216101 40.41 94,232 $3,807,915.12 Discretionary None Shared
HARRIS CORP DEL COM Common 413875105 46.34 148 $ 6,858.32 Discretionary None Shared
HASBRO INC Common 418056107 43.94 154 $ 6,766.76 Discretionary None Shared
HCC INS HLDGS INC COM Common 404132102 42.03 35,700 $1,500,471.00 Discretionary None Shared
HEALTH MGMT ASSOC INC CL A Common 421933102 12.87 19 $ 244.53 Discretionary None Shared
HEALTHSOUTH CORP. Common 421924309 26.37 36 $ 949.32 Discretionary None Shared
HELMERICH & PAYNE INC Common 423452101 60.7 636,118 $38,612,362.60 Discretionary None Shared
Hillshire Brands Co Common 432589109 35.15 69,600 $2,446,440.00 Discretionary None Shared
HOLLY FRONTIER CORP Common 436106108 51.45 51,271 $2,637,892.95 Discretionary None Shared
HOME DEPOT INC COM Common 437076102 69.78 67,940 $4,740,853.20 Discretionary None Shared
HOME PROPERTIES INC. Common 437306103 63.42 39 $ 2,473.38 Discretionary None Shared
HONEYWELL INTL INC COM Common 438516106 75.35 128 $ 9,644.80 Discretionary None Shared
HORMEL FOODS CORP COM Common 440452100 41.32 79,742 $3,294,939.44 Discretionary None Shared
HOST HOTEL & RESORT INC Common 44107P104 17.49 263,114 $4,601,863.86 Discretionary None Shared
HUMANA INC COM Common 444859102 69.11 38,003 $2,626,387.33 Discretionary None Shared
HUNTINGTON BANCSHARES INC Common 446150104 7.37 500,848 $3,691,249.76 Discretionary None Shared
INGERSOLL-RAND Common G47791101 55.01 33,300 $1,831,833.00 Discretionary None Shared
INTEL CORP COM Common 458140100 21.83 92,500 $2,019,737.50 Discretionary None Shared
INTERNATIONAL BUSINESS MACHS COM Common 459200101 213.3 20,504 $4,373,503.20 Discretionary None Shared
INTERNATIONAL GAME TEC COM Common 459902102 16.5 161,987 $2,672,785.50 Discretionary None Shared
INTL PAPER CO COM Common 460146103 46.58 69,327 $3,229,251.66 Discretionary None Shared
INVESCO MORTGAGE CAPITAL INC. Common 46131B100 21.39 137 $ 2,930.43 Discretionary None Shared
ION GEOPHYSICAL CORP Common 462044108 6.81 475 $ 3,234.75 Discretionary None Shared
IRONWOOD PHARMACEUTICALS INC COM CL A Common 46333X108 18.28 174 $ 3,181.59 Discretionary None Shared
ISHARES TR BARCLYS INTER CR Common 464288638 108.85 240 $ 26,124.00 Discretionary None Shared
JABIL CIRCUIT INC COM Common 466313103 18.48 105,769 $1,954,611.12 Discretionary None Shared
JACK HENRY & ASSOCIATES INC. Common 426281101 46.21 49,080 $2,267,986.80 Discretionary None Shared
JACOBS ENGR GROUP DEL COM Common 469814107 56.24 650 $ 36,556.00 Discretionary None Shared
JANUS CAPITAL CORP INC Common 47102X105 9.4 360 $ 3,384.00 Discretionary None Shared
JARDEN CORP. Common 471109108 42.85 59,250 $2,538,862.50 Discretionary None Shared
JOHNSON & JOHNSON COM Common 478160104 81.53 57,803 $4,712,678.59 Discretionary None Shared
JPMORGAN CHASE & CO COM Common 46625H100 47.46 1,567,188 $74,378,742.48 Discretionary None Shared
KANSAS CITY SOUTHERN COM NEW Common 485170302 110.9 19,400 $2,151,460.00 Discretionary None Shared
KEY ENERGY SERVICES INC. Common 492914106 8.08 138 $ 1,115.04 Discretionary None Shared
KEYCORP NEW COM Common 493267108 9.96 123,916 $1,234,203.36 Discretionary None Shared
KIMBERLY CLARK CORP COM Common 494368103 97.98 84 $ 8,230.32 Discretionary None Shared
KRAFT FOODS GROUP, INC Common 50076Q106 51.53 36,986 $1,905,888.58 Discretionary None Shared
KROGER CO COM Common 501044101 33.14 174,792 $5,792,606.88 Discretionary None Shared
KRONOS WORLDWIDE INC COM Common 50105F105 15.65 98,300 $1,538,395.00 Discretionary None Shared
L-3 COMMUNICATIONS HLDGS INC COM Common 502424104 80.92 51,109 $4,135,740.28 Discretionary None Shared
LAUDER ESTEE COS INC CL A Common 518439104 64.03 518 $ 33,167.54 Discretionary None Shared
LEGGETT & PLATT INC Common 524660107 33.78 36,677 $1,238,949.06 Discretionary None Shared
LENNOX INTERNATIONAL INC. Common 526107107 63.49 7 $ 444.43 Discretionary None Shared
LIBERTY GLOBAL INC. (CL A) Common 530555101 73.38 5,900 $432,942.00 Discretionary None Shared
LIFE TECHNOLOGIES CORP COM Common 53217V109 64.63 699 $ 45,176.37 Discretionary None Shared
LIFE TIME FITNESS INC. Common 53217R207 42.78 63 $ 2,695.14 Discretionary None Shared
LILLY ELI & CO COM Common 532457108 56.79 89,800 $5,099,742.00 Discretionary None Shared
LINCOLN NATIONAL CORP Common 534187109 32.61 62,725 $2,045,462.25 Discretionary None Shared
LINEAR TECHNOLOGY CORP COM Common 535678106 38.37 240 $ 9,208.80 Discretionary None Shared
LOCKHEED MARTIN CORP COM Common 539830109 96.52 690 $ 66,598.80 Discretionary None Shared
LOEWS CORP COM Common 540424108 44.07 20,724 $913,306.68 Discretionary None Shared
LORILLARD INC COM Common 544147101 40.35 40,016 $1,614,645.60 Discretionary None Shared
LOWES COS INC COM Common 548661107 37.92 46,072 $1,747,050.24 Discretionary None Shared
LYONDELLBASELL INDUSTRIES Common N53745100 63.29 535,500 $33,891,795.00 Discretionary None Shared
M.D.C. HOLDINGS INC. Common 552676108 36.65 17 $ 623.05 Discretionary None Shared
MACYS INC COM Common 55616P104 41.84 101,695 $4,254,918.80 Discretionary None Shared
MARATHON OIL CORP COM Common 565849106 33.72 1,502,546 $50,665,851.12 Discretionary None Shared
MARATHON PETROLEUM CORP Common 56585A102 89.6 66,158 $5,927,756.80 Discretionary None Shared
MARSH & MCLENNAN COS COM Common 571748102 37.97 240 $ 9,112.80 Discretionary None Shared
Matson, Inc Common 57686G105 24.6 80,220 $1,973,412.00 Discretionary None Shared
MATTEL INC COM Common 577081102 43.77 36,981 $1,618,658.37 Discretionary None Shared
MCDERMOTT INTL INC COM Common 580037109 10.99 68,720 $755,232.80 Discretionary None Shared
MCDONALDS CORP COM Common 580135101 99.69 103 $ 10,268.07 Discretionary None Shared
MCGRAW-HILL Common 580645109 52.08 24,300 $1,265,544.00 Discretionary None Shared
MEDTRONIC INC COM Common 585055106 46.96 37,780 $1,774,148.80 Discretionary None Shared
MERCK & CO INC NEW COM Common 58933Y105 44.2 89,854 $3,971,546.80 Discretionary None Shared
METLIFE INC COM Common 59156R108 38.02 67,223 $2,555,818.46 Discretionary None Shared
METROPCS COMMUNICATIONS INC COM Common 591708102 10.9 79,800 $869,820.00 Discretionary None Shared
METTLER TOLEDO INTERNATIONAL COM Common 592688105 213.22 5 $ 1,066.10 Discretionary None Shared
MGE ENERGY INC. Common 55277P104 55.44 15 $ 831.60 Discretionary None Shared
MICHAEL KORS Common G60754101 56.79 17,100 $971,109.00 Discretionary None Shared
MICROCHIP TECHNOLOGY COM Common 595017104 36.77 230 $ 8,457.10 Discretionary None Shared
MICROSOFT CORP COM Common 594918104 28.6 2,416,749 $69,131,105.14 Discretionary None Shared
MOLSON COORS BREWING CO CL B Common 60871R209 48.93 81,036 $3,965,091.48 Discretionary None Shared
MONDELEZ INTERNATIONAL INC Common 609207105 30.61 2,293,092 $70,203,011.58 Discretionary None Shared
MONSANTO CO Common 61166W101 105.63 358,235 $37,840,363.05 Discretionary None Shared
MOODY'S CORPORATION Common 615369105 53.32 27,376 $1,459,688.32 Discretionary None Shared
MOSAIC CO. Common 61945C103 59.61 21,981 $1,310,287.41 Discretionary None Shared
MRC GLOBAL INC Common 55345k103 32.93 72,000 $2,370,960.00 Discretionary None Shared
MURPHY OIL CORP COM Common 626717102 63.73 41,563 $2,648,809.99 Discretionary None Shared
MYLAN INC COM Common 628530107 28.95 1,818,520 $52,655,246.60 Discretionary None Shared
NATIONAL FUEL GAS CO. Common 636180101 61.35 11,400 $699,390.00 Discretionary None Shared
NATIONAL OILWELL VARCO INC COM Common 637071101 70.75 17,743 $1,255,317.25 Discretionary None Shared
NATIONAL PENN BANCSHARES INC Common 637138108 10.69 73 $ 780.37 Discretionary None Shared
NETWORK APPLIANCE INC COM Common 64110D104 34.16 192,220 $6,566,235.20 Discretionary None Shared
NEWS CORP CL A Common 65248E104 30.51 4,400 $134,244.00 Discretionary None Shared
NORTHERN TR CORP COM Common 665859104 54.56 584 $ 31,862.46 Discretionary None Shared
NORTHROP GRUMMAN CORP COM Common 666807102 70.15 59,785 $4,193,917.75 Discretionary None Shared
NRG ENERGY INC COM NEW Common 629377508 26.49 86,647 $2,295,279.03 Discretionary None Shared
NU SKIN ENTERPRISE INC Common 67018T105 44.2 19,100 $844,220.00 Discretionary None Shared
NVIDIA CORP COM Common 67066G104 12.83 355,547 $4,561,668.01 Discretionary None Shared
O'REILLY AUTOMOTIVE INC. Common 67103H107 102.44 24,300 $2,489,267.70 Discretionary None Shared
OCCIDENTAL PETE CORP DEL COM Common 674599105 78.37 28,798 $2,256,899.26 Discretionary None Shared
OFFICE DEPOT INC Common 676220106 3.93 335 $ 1,316.55 Discretionary None Shared
OIL STS INTL INC COM Common 678026105 81.57 33 $ 2,691.81 Discretionary None Shared
OLD NATIONAL BANCORP Common 680033107 13.75 241 $ 3,313.75 Discretionary None Shared
OLIN CORP Common 680665205 25.22 70 $ 1,765.40 Discretionary None Shared
OMNICARE INC. Common 681904108 40.72 16,186 $659,093.92 Discretionary None Shared
OMNICOM GROUP INC COM Common 681919106 58.9 148 $ 8,717.20 Discretionary None Shared
ON SEMICONDUCTOR CORP Common 682189105 8.27 51 $ 422.02 Discretionary None Shared
ORACLE CORP COM Common 68389X105 32.33 1,895,662 $61,286,752.46 Discretionary None Shared
OSHKOSH TRUCK Common 688239201 42.49 66,354 $2,819,381.46 Discretionary None Shared
PAREXEL INTERNATIONAL CORP Common 699462107 39.54 18 $ 711.72 Discretionary None Shared
PARKER HANNIFIN CORP COM Common 701094104 91.58 17,737 $1,624,354.46 Discretionary None Shared
PATTERSON UTI ENERGY INC COM Common 703481101 23.84 17 $ 405.28 Discretionary None Shared
PAYCHEX INC COM Common 704326107 35.06 224 $ 7,853.44 Discretionary None Shared
PENNYMAC MORTGAGE INVESTMENT TRUST Common 70931T103 25.89 5 $ 129.45 Discretionary None Shared
PEPSICO INC COM Common 713448108 79.11 102 $ 8,069.22 Discretionary None Shared
PERKINELMER INC COM Common 714046109 33.64 12 $ 403.68 Discretionary None Shared
PETSMART INC. Common 716768106 62.1 20,989 $1,303,416.90 Discretionary None Shared
PFIZER INC COM Common 717081103 28.86 3,207,587 $92,570,960.82 Discretionary None Shared
PHILIP MORRIS INTL INC COM Common 718172109 92.71 3,478 $322,445.38 Discretionary None Shared
PHILLIPS 66 Common 718546104 69.97 31,303 $2,190,270.91 Discretionary None Shared
PINNACLE ENTMT INC COM Common 723456109 14.62 79 $ 1,154.98 Discretionary None Shared
PITNEY BOWES INC COM Common 724479100 14.86 162,700 $2,417,722.00 Discretionary None Shared
POST PROPERTIES INC. Common 737464107 47.1 30,918 $1,456,237.80 Discretionary None Shared
PPG INDS INC COM Common 693506107 133.94 4,500 $602,730.00 Discretionary None Shared
PRINCIPAL FINL GROUP INC COM Common 74251V102 34.03 29,907 $1,017,735.21 Discretionary None Shared
PROCTER & GAMBLE CO COM Common 742718109 77.06 818,932 $63,106,899.92 Discretionary None Shared
PROSPECT CAPITAL CORP. Common 74348T102 10.91 281 $ 3,065.71 Discretionary None Shared
PROTECTIVE LIFE CORP. Common 743674103 35.8 56 $ 2,004.80 Discretionary None Shared
PUBLIC STORAGE COM Common 74460D109 152.32 10,921 $1,663,486.72 Discretionary None Shared
PUBLIC SVC ENTERPRISE GROUP COM Common 744573106 34.34 134,592 $4,621,889.28 Discretionary None Shared
PULTE HOMES INC COM Common 745867101 20.24 77,200 $1,562,528.00 Discretionary None Shared
QUALCOMM INC COM Common 747525103 66.94 974,422 $65,227,808.68 Discretionary None Shared
QUEST DIAGNOSTICS INC COM Common 74834L100 56.46 8,300 $468,626.30 Discretionary None Shared
QUESTCOR PHARMACEUTICALS INC Common 74835Y101 32.54 35 $ 1,138.90 Discretionary None Shared
RAYTHEON CO COM NEW Common 755111507 58.79 23,399 $1,375,627.21 Discretionary None Shared
REYNOLDS AMERICAN INC COM Common 761713106 44.49 24,312 $1,081,640.88 Discretionary None Shared
ROCK-TENN CO CL A Common 772739207 92.79 24,100 $2,236,239.00 Discretionary None Shared
ROCKWELL COLLINS INC Common 774341101 63.12 143 $ 9,026.16 Discretionary None Shared
ROPER INDUSTRIES INC. Common 776696106 127.31 20,800 $2,648,048.00 Discretionary None Shared
ROVI CORP Common 779376102 21.41 7 $ 149.87 Discretionary None Shared
RPC INC. Common 749660106 15.17 80,800 $1,225,736.00 Discretionary None Shared
SAFEWAY INC COM NEW Common 786514208 26.35 4,670 $123,054.50 Discretionary None Shared
SCANA CORP NEW COM Common 80589M102 51.16 6,231 $318,777.96 Discretionary None Shared
SCHLUMBERGER LTD COM Common 806857108 74.89 3,477 $260,392.53 Discretionary None Shared
SCHWAB CHARLES CP NEW COM Common 808513105 17.69 2,451,928 $43,374,606.32 Discretionary None Shared
SIMON PPTY GROUP INC NEW COM Common 828806109 158.56 623 $ 98,782.88 Discretionary None Shared
SIX FLAGS ENTERTAINMENT CORP Common 83001A102 72.48 50 $ 3,624.00 Discretionary None Shared
SLM CORP COM Common 78442P106 20.5 129,761 $2,660,100.50 Discretionary None Shared
SMITHFIELD FOODS INC COM Common 832248108 26.48 102,721 $2,720,052.08 Discretionary None Shared
SOUTHWEST AIRLS CO COM Common 844741108 13.48 369,041 $4,974,672.68 Discretionary None Shared
STAPLES INC Common 855030102 13.42 206,396 $2,769,834.32 Discretionary None Shared
STARBUCKS CORP COM Common 855244109 56.95 918,104 $52,286,022.80 Discretionary None Shared
STATE STR CORP COM Common 857477103 59.09 777 $ 45,912.93 Discretionary None Shared
SYMANTEC CORP COM Common 871503108 24.68 287,058 $7,084,591.44 Discretionary None Shared
TARGET CORP COM Common 87612E106 68.45 1,600 $109,520.00 Discretionary None Shared
TAUBMAN CENTERS INC. Common 876664103 77.66 3,200 $248,512.00 Discretionary None Shared
TERADYNE INC COM Common 880770102 16.22 180 $ 2,919.60 Discretionary None Shared
TEREX CORP Common 880779103 34.42 940,815 $32,382,852.30 Discretionary None Shared
TESORO CORP COM Common 881609101 58.55 15,944 $933,521.20 Discretionary None Shared
TEXAS ROADHOUSE INC Common 882681109 20.19 141 $ 2,846.79 Discretionary None Shared
TEXTRON INC COM Common 883203101 29.81 67,371 $2,008,329.51 Discretionary None Shared
THERMO FISHER SCIENTIFIC INC COM Common 883556102 76.49 656 $ 50,177.44 Discretionary None Shared
THOR INDUSTRIES INC. Common 885160101 36.79 10,300 $378,937.00 Discretionary None Shared
TIME WARNER CABLE INC COM Common 88732J207 96.06 14,038 $1,348,490.28 Discretionary None Shared
TIME WARNER INC COM NEW Common 887317303 57.62 37,400 $2,154,988.00 Discretionary None Shared
TJX COS INC NEW COM Common 872540109 46.75 96,384 $4,505,952.00 Discretionary None Shared
TOTAL SYS SVCS INC COM Common 891906109 24.78 30,502 $755,839.56 Discretionary None Shared
TRAVELERS COMPANIES INC COM Common 89417E109 84.19 27,203 $2,290,220.57 Discretionary None Shared
TRIMAS CORP. Common 896215209 32.47 106 $ 3,441.82 Discretionary None Shared
TRIUMPH GROUP INC NEW COM Common 896818101 78.5 437,861 $34,372,088.50 Discretionary None Shared
TYSON FOODS INC CL A Common 902494103 24.82 219,816 $5,455,833.12 Discretionary None Shared
UNISYS CORP COM Common 909214108 22.75 149 $ 3,389.75 Discretionary None Shared
UNITED TECHNOLOGIES CORP COM Common 913017109 93.43 724,906 $67,727,967.58 Discretionary None Shared
UNITED THERAPEUTICS CORP Common 91307C102 60.87 38,057 $2,316,529.59 Discretionary None Shared
UNITEDHEALTH GROUP INC COM Common 91324P102 57.21 616,746 $35,284,038.66 Discretionary None Shared
URS CORP NEW COM Common 903236107 47.41 53,800 $2,550,658.00 Discretionary None Shared
US BANCORP DEL COM NEW Common 902973304 33.93 2,228,994 $75,629,766.42 Discretionary None Shared
V F CORP COM Common 918204108 167.75 317,839 $53,317,492.25 Discretionary None Shared
VALLEY NATIONAL BANCORP Common 919794107 10.24 41,732 $427,335.68 Discretionary None Shared
VALUECLICK INC COM Common 92046N102 29.56 59 $ 1,744.04 Discretionary None Shared
VECTREN CORP. Common 92240G101 35.42 68,904 $2,440,579.68 Discretionary None Shared
VENTAS INC. Common 92276F100 73.2 33,300 $2,437,560.00 Discretionary None Shared
VERISK ANALYTICS INC. (CL A) Common 92345Y106 61.62 53 $ 3,265.86 Discretionary None Shared
VERIZON COMMUNICATIONS INC COM Common 92343V104 49.15 1,580,508 $77,681,968.20 Discretionary None Shared
VIRGIN MEDIA INC COM Common 92769L101 48.97 29,500 $1,444,615.00 Discretionary None Shared
VISA INC COM CL A Common 92826C839 169.84 371 $ 63,010.64 Discretionary None Shared
VISTAPRINT LIMITED Common N93540107 38.66 101 $ 3,904.66 Discretionary None Shared
VISTEON CORP COM Common 92839U206 57.7 5,400 $311,580.00 Discretionary None Shared
VMWARE INC CL A COM Common 928563402 78.88 16 $ 1,262.08 Discretionary None Shared
WAL MART STORES INC COM Common 931142103 74.83 889 $ 66,523.87 Discretionary None Shared
WALGREEN CO COM Common 931422109 47.68 80,248 $3,826,224.64 Discretionary None Shared
WARNER CHILCOTT PLC IRELAND SHS A Common G94368100 13.55 92,400 $1,252,020.00 Discretionary None Shared
WEBSTER FINANCIAL CORP Common 947890109 24.26 137 $ 3,323.62 Discretionary None Shared
WELLPOINT INC COM Common 94973V107 66.23 27,692 $1,834,041.16 Discretionary None Shared
WELLS FARGO & CO NEW COM Common 949746101 36.99 145,598 $5,385,670.02 Discretionary None Shared
WESCO INTL INC COM Common 95082P105 72.61 22 $ 1,597.42 Discretionary None Shared
WESTERN DIGITAL CORP COM Common 958102105 50.29 2 $ 100.58 Discretionary None Shared
WESTERN REFNG INC COM Common 959319104 35.41 10 $ 354.10 Discretionary None Shared
WESTERN UN CO COM Common 959802109 15.04 32,646 $490,995.84 Discretionary None Shared
WEYERHAEUSER CO COM Common 962166104 31.38 61,405 $1,926,888.90 Discretionary None Shared
WISCONSIN ENERGY CORP COM Common 976657106 42.89 47,255 $2,026,766.95 Discretionary None Shared
WYNDHAM WORLDWIDE CORP COM Common 98310W108 64.48 44,160 $2,847,436.80 Discretionary None Shared
XCEL ENERGY Common 98389B100 29.7 923,402 $27,425,039.40 Discretionary None Shared
YAHOO INC COM Common 984332106 23.53 106,652 $2,509,414.91 Discretionary None Shared
ZIMMER HLDGS INC COM Common 98956P102 75.22 13,980 $1,051,575.60 Discretionary None Shared
APPLE INC COM Common 037833100 442.66 63 $ 27,887.58 Other Morgan Stanley None
ALLSTATE CORP COM Common 020002101 49.07 479 $ 23,504.53 Other Morgan Stanley None
AMGEN INC COM Common 031162100 102.51 358 $ 36,698.58 Other Morgan Stanley None
AMAZON COM INC COM Common 023135106 266.49 71 $ 18,920.79 Other Morgan Stanley None
CBS CORP NEW CL B Common 124857202 46.69 566 $ 26,426.54 Other Morgan Stanley None
CELANESE CORP DEL COM SER A Common 150870103 44.05 223 $ 9,823.15 Other Morgan Stanley None
CISCO SYS INC COM Common 17275R102 20.90 1,146 $ 23,945.68 Other Morgan Stanley None
CVS CAREMARK CORPORATION COM Common 126650100 54.99 565 $ 31,069.35 Other Morgan Stanley None
DELTA AIR LINES DEL COM Common 247361702 16.51 1,023 $ 16,889.73 Other Morgan Stanley None
DISCOVER FINL SVCS COM Common 254709108 44.84 374 $ 16,770.16 Other Morgan Stanley None
DTE ENERGY CO COM Common 233331107 68.34 421 $ 28,771.14 Other Morgan Stanley None
ENERGIZER HLDGS INC Common 29266R108 99.73 159 $ 15,857.07 Other Morgan Stanley None
FORD MTR CO DEL COM PAR $0.01 Common 345370860 13.15 693 $ 9,112.95 Other Morgan Stanley None
FORTUNE BRANDS HOME&SECURITY Common 34964C106 37.43 506 $ 18,939.58 Other Morgan Stanley None
FREEPORT-MCMORAN COPPER & GOLD COM Common 35671D857 33.10 506 $ 16,748.60 Other Morgan Stanley None
FIFTH THIRD BANCORP COM Common 316773100 16.31 1,552 $ 25,313.12 Other Morgan Stanley None
GOOGLE INC CL A Common 38259P508 794.19 24 $ 19,060.51 Other Morgan Stanley None
HELMERICH & PAYNE INC Common 423452101 60.70 238 $ 14,446.60 Other Morgan Stanley None
JPMORGAN CHASE & CO COM Common 46625H100 47.46 639 $ 30,326.94 Other Morgan Stanley None
LYONDELLBASELL INDUSTRIES Common N53745100 63.29 213 $ 13,480.77 Other Morgan Stanley None
MONDELEZ INTERNATIONAL INC Common 609207105 30.62 991 $ 30,339.47 Other Morgan Stanley None
MONSANTO CO Common 61166W101 105.63 138 $ 14,576.94 Other Morgan Stanley None
MARATHON OIL CORP COM Common 565849106 33.72 635 $ 21,412.20 Other Morgan Stanley None
MICROSOFT CORP COM Common 594918104 28.61 933 $ 26,688.47 Other Morgan Stanley None
MYLAN INC COM Common 628530107 28.96 746 $ 21,600.43 Other Morgan Stanley None
ORACLE CORP COM Common 68389X105 32.33 751 $ 24,279.83 Other Morgan Stanley None
PFIZER INC COM Common 717081103 28.86 1,333 $ 38,470.38 Other Morgan Stanley None
PROCTER & GAMBLE CO COM Common 742718109 77.06 325 $ 25,044.50 Other Morgan Stanley None
QUALCOMM INC COM Common 747525103 66.94 410 $ 27,445.40 Other Morgan Stanley None
STARBUCKS CORP COM Common 855244109 56.95 394 $ 22,438.30 Other Morgan Stanley None
SCHWAB CHARLES CP NEW COM Common 808513105 17.69 1,055 $ 18,662.95 Other Morgan Stanley None
TEREX CORP Common 880779103 34.42 410 $ 14,112.20 Other Morgan Stanley None
TRIUMPH GROUP INC NEW COM Common 896818101 78.50 191 $ 14,993.50 Other Morgan Stanley None
UNITEDHEALTH GROUP INC COM Common 91324P102 57.21 235 $ 13,444.35 Other Morgan Stanley None
US BANCORP DEL COM NEW Common 902973304 33.93 960 $ 32,572.80 Other Morgan Stanley None
UNITED TECHNOLOGIES CORP COM Common 913017109 93.43 309 $ 28,869.87 Other Morgan Stanley None
V F CORP COM Common 918204108 167.75 138 $ 23,149.50 Other Morgan Stanley None
VERIZON COMMUNICATIONS INC COM Common 92343V104 49.15 639 $ 31,406.85 Other Morgan Stanley None
XCEL ENERGY Common 98389B100 29.70 394 $ 11,701.80 Other Morgan Stanley None
EXXON MOBIL CORP COM Common 30231G102 90.11 448 $ 40,369.28 Other Morgan Stanley None