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