0001059187-12-000002.txt : 20120203 0001059187-12-000002.hdr.sgml : 20120203 20120203085713 ACCESSION NUMBER: 0001059187-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120203 DATE AS OF CHANGE: 20120203 EFFECTIVENESS DATE: 20120203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TWIN CAPITAL MANAGEMENT INC CENTRAL INDEX KEY: 0001059187 IRS NUMBER: 251590628 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-07078 FILM NUMBER: 12568012 BUSINESS ADDRESS: STREET 1: 3244 WASHINGTON RD STREET 2: SUITE 202 CITY: MCMURRAY STATE: PA ZIP: 15317 BUSINESS PHONE: 7249422000 MAIL ADDRESS: STREET 1: 3244 WASHINGTON RD STREET 2: SUITE 202 CITY: MCMURRAY STATE: PA ZIP: 15317 13F-HR 1 twin4Q11.txt TWIN CAPITAL MANAGEMENT INF. 13F-HR 13F-HR 12/31/11 0001059187 @tttttt9 NONE 1 James Drake 724-949-1430 jimd@twincapital.com 13F-HR Form 13F Holdings Report UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Twin Capital Management, Inc. Address: 3244 Washington Rd Suite 202 McMurray, PA 15317 13F File Number: 28-7078 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 Manager: Name: James Drake Title: Chief Compliance Officer Phone: 724-949-1430 Signature, Place, and Date of Signing: James Drake McMurray, PA February 3, 2012 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 475 Form 13F Information Table Value Total: $975,946,000 List of Other Included Managers: No. 13F File Number Name 01 28-14493 HATTERAS ALTERNATIVE MUTUAL FUNDS TRUST FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM COM 88579Y101 3621 44300.00 SH SOLE 9500.00 34800.00 ABBOTT LAB COM COM 002824100 6710 119330.00SH SOLE 32400.00 86930.00 ACCENTURE PLC CL A COMMON STOC COM G1151C101 3641 68400.00 SH SOLE 16750.00 51650.00 ACE LTD COMMON STOCK CHF31.55 COM H0023R105 1392 19850.00 SH SOLE 3350.00 16500.00 ACI WORLDWIDE INC COM 004498101 1569 54790.00 SH SOLE 54790.00 152 5300.00 SH OTHER 01 5300.00 ACTIVISION BLIZZARD INC COM ST COM 00507V109 429 34850.00 SH SOLE 34850.00 ADVANCE AUTO PTS INC COM COM 00751Y106 411 5900.00 SH SOLE 5900.00 AETNA INC COM 00817Y108 3266 77400.00 SH SOLE 44250.00 33150.00 171 4050.00 SH OTHER 01 4050.00 AFLAC INC COM COM 001055102 2640 61030.00 SH SOLE 44830.00 16200.00 156 3600.00 SH OTHER 01 3600.00 AIR PRODS & CHEMS INC COM 009158106 204 2400.00 SH SOLE 2400.00 ALEXION PHARMACEUTICALS INC COM 015351109 1394 19500.00 SH SOLE 19500.00 164 2300.00 SH OTHER 01 2300.00 ALLIANT ENERGY CORP COM 018802108 221 5000.00 SH SOLE 5000.00 ALLSTATE CORP COMMON STOCK USD COM 020002101 1392 50800.00 SH SOLE 6050.00 44750.00 ALTERA CORP COMMON STOCK USD.0 COM 021441100 1189 32050.00 SH SOLE 32050.00 139 3750.00 SH OTHER 01 3750.00 ALTRIA GROUP INC COM COM 02209S103 4145 139800.00SH SOLE 29400.00 110400.00 AMAZON COM INC COM 023135106 2361 13640.00 SH SOLE 1980.00 11660.00 AMER ELEC PWR CO INC COM COM 025537101 655 15850.00 SH SOLE 1000.00 14850.00 AMER FINL GROUP INC OH COM STK COM 025932104 371 10050.00 SH SOLE 10050.00 AMEREN CORP COM COM 023608102 1317 39750.00 SH SOLE 15000.00 24750.00 AMERICAN EAGLE OUTFITTERS COM 02553E106 167 10950.00 SH SOLE 10950.00 AMERICAN EXPRESS CO COM 025816109 2169 45990.00 SH SOLE 8450.00 37540.00 AMERICAN TOWER CORPORATION COM 029912201 1782 29700.00 SH SOLE 29700.00 210 3500.00 SH OTHER 01 3500.00 AMERIPRISE FINL INC COM COM 03076C106 1144 23050.00 SH SOLE 8800.00 14250.00 AMERISOURCEBERGEN CORP COM COM 03073E105 3190 85770.00 SH SOLE 62670.00 23100.00 192 5150.00 SH OTHER 01 5150.00 AMGEN INC COM 031162100 3443 53615.00 SH SOLE 14150.00 39465.00 ANADARKO PETROLEUM CORP COM 032511107 794 10400.00 SH SOLE 10400.00 ANN INC COM 035623107 1422 57400.00 SH SOLE 57400.00 167 6750.00 SH OTHER 01 6750.00 APACHE CORP COM 037411105 2328 25700.00 SH SOLE 2900.00 22800.00 APARTMENT INVT & MGMT CO CL A COM 03748R101 1487 64900.00 SH SOLE 64900.00 175 7650.00 SH OTHER 01 7650.00 APOLLO GROUP INC CL A COMMON S COM 037604105 1646 30550.00 SH SOLE 30550.00 194 3600.00 SH OTHER 01 3600.00 APPLE COMPUTER INC COM 037833100 25402 62720.00 SH SOLE 12970.00 49750.00 APPLIED MATERIALS INC COM COM 038222105 1465 136800.00SH SOLE 28250.00 108550.00 ARCHER-DANIELS-MIDLAND CO COM COM 039483102 2638 92250.00 SH SOLE 21850.00 70400.00 ASSURANT INC COMMON STOCK USD. COM 04621X108 602 14650.00 SH SOLE 4350.00 10300.00 AT&T INC COM COM 00206R102 17027 563060.00SH SOLE 165210.00 397850.00 ATMEL CORP COM 049513104 951 117450.00SH SOLE 117450.00 111 13700.00 SH OTHER 01 13700.00 AUTODESK INC COM 052769106 1094 36060.00 SH SOLE 8950.00 27110.00 AUTOMATIC DATA PROCESSING INC COM 053015103 597 11060.00 SH SOLE 11060.00 AVAGO TECHNOLOGIES LIMITED COM Y0486S104 1205 41750.00 SH SOLE 41750.00 131 4550.00 SH OTHER 01 4550.00 AVX CORP COM 002444107 1465 114850.00SH SOLE 114850.00 154 12050.00 SH OTHER 01 12050.00 BAKER HUGHES INC COM COM 057224107 1484 30500.00 SH SOLE 3650.00 26850.00 BANCORPSOUTH INC COM 059692103 139 12650.00 SH SOLE 12650.00 BANK NEW YORK MELLON CORP COM COM 064058100 814 40900.00 SH SOLE 11400.00 29500.00 BANK OF AMERICA CORP COM 060505104 3300 593580.00SH SOLE 128950.00 464630.00 BAXTER INTL INC COM COM 071813109 760 15350.00 SH SOLE 1050.00 14300.00 BB&T CORP COM COM 054937107 734 29150.00 SH SOLE 29150.00 BED BATH & BEYOND INC COM 075896100 1756 30300.00 SH SOLE 7400.00 22900.00 BERKSHIRE HATHAWAY INC CL B CO COM 084670702 8519 111650.00SH SOLE 21600.00 90050.00 BEST BUY INC COM STK COM 086516101 631 27000.00 SH SOLE 6500.00 20500.00 BIOGEN IDEC INC COMMON STOCK U COM 09062X103 2955 26850.00 SH SOLE 2750.00 24100.00 BLACKROCK INC COM STK COM 09247X101 945 5300.00 SH SOLE 300.00 5000.00 BOEING CO COM 097023105 2538 34600.00 SH SOLE 11200.00 23400.00 BOSTON SCIENTIFIC CORP COMMON COM 101137107 210 39300.00 SH SOLE 39300.00 BRANDYWINE RLTY TR COM 105368203 154 16200.00 SH SOLE 16200.00 BRINKER INTL INC COM 109641100 2020 75500.00 SH SOLE 75500.00 238 8900.00 SH OTHER 01 8900.00 BRISTOL MYERS SQUIBB CO COM COM 110122108 4971 141060.00SH SOLE 35650.00 105410.00 BROWN FORMAN DISTILLERS COM 115637209 390 4850.00 SH SOLE 4850.00 C M S ENERGY CORP COM 125896100 1064 48200.00 SH SOLE 11800.00 36400.00 CA INC COMMON STOCK USD.1 COM 12673P105 751 37150.00 SH SOLE 8250.00 28900.00 CABOT OIL & GAS CORP COM 127097103 1230 16200.00 SH SOLE 16200.00 144 1900.00 SH OTHER 01 1900.00 CAP 1 FNCL COM COM 14040H105 2404 56850.00 SH SOLE 15100.00 41750.00 CARDINAL HLTH INC COM 14149Y108 1326 32650.00 SH SOLE 15900.00 16750.00 CATERPILLAR INC COM COM 149123101 4380 48340.00 SH SOLE 13900.00 34440.00 CBS CORP CLASS B NON VOTING CO COM 124857202 2569 94650.00 SH SOLE 12050.00 82600.00 CELANESE CORP SER A COM 150870103 224 5050.00 SH SOLE 5050.00 CENTURYLINK INC. COM 156700106 2072 55700.00 SH SOLE 14200.00 41500.00 CERNER CORP COM COM 156782104 1864 30430.00 SH SOLE 30430.00 190 3100.00 SH OTHER 01 3100.00 CF INDUSTRIES HOLDINGS INC COM COM 125269100 870 6000.00 SH SOLE 1400.00 4600.00 CHEESECAKE FACTORY INC COM COM 163072101 1858 63300.00 SH SOLE 63300.00 220 7500.00 SH OTHER 01 7500.00 CHEVRON CORP COM COM 166764100 18220 171240.00SH SOLE 51940.00 119300.00 CHICAGO BRDG & IRON CO N V N Y COM 167250109 2128 56300.00 SH SOLE 56300.00 204 5400.00 SH OTHER 01 5400.00 CHICOS FAS INC COM 168615102 883 79250.00 SH SOLE 79250.00 104 9300.00 SH OTHER 01 9300.00 CHIPOTLE MEXICAN GRILL, INC. COM 169656105 1760 5210.00 SH SOLE 5210.00 203 600.00 SH OTHER 01 600.00 CHUBB CORP COM COM 171232101 2703 39050.00 SH SOLE 9100.00 29950.00 CIGNA CORP COMMON STOCK USD.25 COM 125509109 1266 30150.00 SH SOLE 11050.00 19100.00 CISCO SYSTEMS INC COMMON STOCK COM 17275R102 6820 377210.00SH SOLE 58150.00 319060.00 CITIGROUP INC COMMON STOCK USD COM 172967424 3870 147082.00SH SOLE 31185.00 115897.00 CLIFFS NAT RES INC COM STK COM 18683K101 2288 36690.00 SH SOLE 24090.00 12600.00 131 2100.00 SH OTHER 01 2100.00 CLOROX CO COM COM 189054109 1396 20980.00 SH SOLE 20980.00 163 2450.00 SH OTHER 01 2450.00 CME GROUP INC COM STK COM 12572Q105 2895 11880.00 SH SOLE 1450.00 10430.00 COACH INC COM COM 189754104 1660 27200.00 SH SOLE 6700.00 20500.00 COCA COLA CO COM COM 191216100 9813 140240.00SH SOLE 45000.00 95240.00 COGNIZANT TECH SOLUTIONS A COM COM 192446102 2396 37250.00 SH SOLE 7850.00 29400.00 COLGATE-PALMOLIVE CO COM COM 194162103 1691 18300.00 SH SOLE 7200.00 11100.00 COMCAST CORP NEW-CL A COM 20030N101 3690 155610.00SH SOLE 21250.00 134360.00 COMERICA INC COMMON STOCK USD5 COM 200340107 622 24100.00 SH SOLE 10200.00 13900.00 COMMERCE BANCSHARES INC COM 200525103 230 6037.00 SH SOLE 6037.00 COMPUTER SCI CORP COM COM 205363104 1222 51580.00 SH SOLE 51580.00 142 6000.00 SH OTHER 01 6000.00 CONOCOPHILLIPS COM COM 20825C104 11180 153430.00SH SOLE 44650.00 108780.00 CONS EDISON INC COM COM 209115104 1206 19450.00 SH SOLE 10400.00 9050.00 CONSTELLATION BRANDS INC A COM COM 21036P108 854 41300.00 SH SOLE 15200.00 26100.00 COOPER COS INC COM NEW COM 216648402 236 3350.00 SH SOLE 3350.00 CORNING INC COM COM 219350105 1430 110150.00SH SOLE 14200.00 95950.00 CORPORATE EXECUTIVE BOARD CO COM 21988R102 1740 45680.00 SH SOLE 45680.00 204 5350.00 SH OTHER 01 5350.00 COSTCO WHOLESALE CORP NEW COM COM 22160K105 929 11150.00 SH SOLE 2500.00 8650.00 COVENTRY HEALTH CARE INC COMMO COM 222862104 2156 70980.00 SH SOLE 49980.00 21000.00 126 4150.00 SH OTHER 01 4150.00 COVIDIEN PLC COM G2554F113 2257 50150.00 SH SOLE 34250.00 15900.00 160 3550.00 SH OTHER 01 3550.00 CRANE CO COM 224399105 1352 28950.00 SH SOLE 28950.00 154 3300.00 SH OTHER 01 3300.00 CSX CORP COM COM 126408103 2077 98600.00 SH SOLE 21340.00 77260.00 CUMMINS INC COMMON STOCK USD2. COM 231021106 2922 33200.00 SH SOLE 15950.00 17250.00 132 1500.00 SH OTHER 01 1500.00 CVS CAREMARK CORP COM STK COM 126650100 5049 123800.00SH SOLE 25400.00 98400.00 DEERE & CO COM COM 244199105 3066 39640.00 SH SOLE 13640.00 26000.00 DELL INC COMMON STOCK USD.01 COM 24702R101 2041 139500.00SH SOLE 32700.00 106800.00 DELUXE CORP COM COM 248019101 1599 70250.00 SH SOLE 70250.00 171 7500.00 SH OTHER 01 7500.00 DENTSPLY INTL INC COM 249030107 1491 42600.00 SH SOLE 42600.00 175 5000.00 SH OTHER 01 5000.00 DEVON ENERGY CORPORATION COM 25179m103 1128 18200.00 SH SOLE 4400.00 13800.00 DICKS SPORTING GOODS INC COM 253393102 212 5750.00 SH SOLE 5750.00 DISCOVER FINANCIAL SERVICES CO COM 254709108 1184 49350.00 SH SOLE 16650.00 32700.00 DOLLAR TREE STORES INC COM COM 256746108 2291 27560.00 SH SOLE 27560.00 212 2550.00 SH OTHER 01 2550.00 DOMINION RESOURCES INC/VA COMM COM 25746U109 218 4100.00 SH SOLE 4100.00 DONALDSON INC COM 257651109 238 3500.00 SH SOLE 3500.00 DOVER CORP COM COM 260003108 1312 22600.00 SH SOLE 10750.00 11850.00 DOW CHEMICAL CO COM COM 260543103 2361 82100.00 SH SOLE 18300.00 63800.00 DR PEPPER SNAPPLE INCCOM COM 26138E109 1978 50100.00 SH SOLE 50100.00 207 5250.00 SH OTHER 01 5250.00 DST SYSTEMS INC DEL COM 233326107 1712 37600.00 SH SOLE 37600.00 178 3900.00 SH OTHER 01 3900.00 DTE ENERGY COMPANY COMMON STOC COM 233331107 1233 22650.00 SH SOLE 8050.00 14600.00 DU PONT E I DE NEMOURS & CO CO COM 263534109 2694 58850.00 SH SOLE 11600.00 47250.00 DUKE ENERGY CORP NEW COM STK COM 26441C105 4991 226850.00SH SOLE 48550.00 178300.00 EASTMAN CHEM CO COM COM 277432100 1100 28150.00 SH SOLE 28150.00 121 3100.00 SH OTHER 01 3100.00 EATON CORP COM COM 278058102 1422 32670.00 SH SOLE 16970.00 15700.00 EBAY INC COMMON STOCK USD.001 COM 278642103 2293 75600.00 SH SOLE 11750.00 63850.00 ECOLAB INC COM 278865100 1618 27980.00 SH SOLE 7270.00 20710.00 EDISON INTL COM COM 281020107 1190 28750.00 SH SOLE 8250.00 20500.00 ELECTRONIC ARTS INC COM 285512109 2168 105250.00SH SOLE 76650.00 28600.00 140 6800.00 SH OTHER 01 6800.00 ELI LILLY & CO COM COM 532457108 4372 105200.00SH SOLE 35500.00 69700.00 EMC CORP/MASS COMMON STOCK USD COM 268648102 826 38350.00 SH SOLE 10900.00 27450.00 EMERSON ELECTRIC CO COM COM 291011104 2357 50600.00 SH SOLE 10600.00 40000.00 ENTERGY CORP NEW COM COM 29364G103 3585 49070.00 SH SOLE 30570.00 18500.00 164 2250.00 SH OTHER 01 2250.00 EOG RESOURCES INC COM COM 26875p101 1477 14990.00 SH SOLE 3640.00 11350.00 EQT CORP COM COM 26884L109 1214 22150.00 SH SOLE 22150.00 142 2600.00 SH OTHER 01 2600.00 EQUIFAX INC COM 294429105 1873 48350.00 SH SOLE 48350.00 221 5700.00 SH OTHER 01 5700.00 EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 1776 31140.00 SH SOLE 10350.00 20790.00 ESTEE LAUDER COMPANIES CL A CO COM 518439104 1494 13300.00 SH SOLE 2900.00 10400.00 EXELON CORP COM COM 30161N101 3071 70800.00 SH SOLE 23000.00 47800.00 EXPEDITORS INTL WASH INC COM COM 302130109 362 8850.00 SH SOLE 8850.00 EXXON MOBIL CORP COM COM 30231G102 31093 366830.00SH SOLE 102550.00 264280.00 FACTSET RESH SYS INC COM STK COM 303075105 1870 21420.00 SH SOLE 21420.00 183 2100.00 SH OTHER 01 2100.00 FASTENAL CO COM 311900104 2385 54700.00 SH SOLE 17800.00 36900.00 FEDEX CORP COM COM 31428X106 1265 15150.00 SH SOLE 3700.00 11450.00 FIFTH THIRD BANCORP COMMON STO COM 316773100 878 69050.00 SH SOLE 31700.00 37350.00 FMC CORP COMMON STOCK USD.1 COM 302491303 1067 12400.00 SH SOLE 2750.00 9650.00 FOOT LOCKER INC COM 344849104 275 11550.00 SH SOLE 11550.00 FORD MOTOR CO COMMON STOCK USD COM 345370860 2048 190320.00SH SOLE 23050.00 167270.00 FOREST LABORATORIES INC COMMON COM 345838106 300 9900.00 SH SOLE 9900.00 FOSSIL INC COM 349882100 1373 17300.00 SH SOLE 17300.00 171 2150.00 SH OTHER 01 2150.00 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 2005 54510.00 SH SOLE 10810.00 43700.00 GANNETT INC COM COM 364730101 796 59550.00 SH SOLE 15250.00 44300.00 GAP INC COM COM 364760108 1468 79140.00 SH SOLE 32940.00 46200.00 GARDNER DENVER INC COM 365558105 243 3150.00 SH SOLE 3150.00 GARTNER GROUP INC COM 366651107 1547 44490.00 SH SOLE 44490.00 183 5250.00 SH OTHER 01 5250.00 GENERAL DYNAMICS CORP COM COM 369550108 2182 32850.00 SH SOLE 11250.00 21600.00 GENERAL ELECTRIC CO COM 369604103 11778 657600.00SH SOLE 123250.00 534350.00 GENERAL MOTORS COM 37045V100 878 43300.00 SH SOLE 43300.00 GENUINE PARTS CO COMMON STOCK COM 372460105 1481 24200.00 SH SOLE 11500.00 12700.00 GOLDMAN SACHS GROUP INC COM COM 38141G104 1808 19990.00 SH SOLE 2800.00 17190.00 GOOGLE INC CL A COMMON STOCK U COM 38259P508 11739 18175.00 SH SOLE 3950.00 14225.00 GRACO INC COM 384109104 1396 34150.00 SH SOLE 34150.00 147 3600.00 SH OTHER 01 3600.00 HALLIBURTON CO COM COM 406216101 3386 98120.00 SH SOLE 20100.00 78020.00 HCP INC COM REIT COM 40414L109 232 5600.00 SH SOLE 5600.00 HEALTH NET INC COM 42222g108 2069 68000.00 SH SOLE 68000.00 210 6900.00 SH OTHER 01 6900.00 HELMERICH & PAYNE INC COM COM 423452101 1199 20550.00 SH SOLE 9000.00 11550.00 HERBALIFE LTD COM G4412G101 1561 30210.00 SH SOLE 30210.00 183 3550.00 SH OTHER 01 3550.00 HERMAN MILLER INC COM 600544100 1431 77550.00 SH SOLE 77550.00 167 9050.00 SH OTHER 01 9050.00 HERSHEY CO/THE COMMON STOCK US COM 427866108 2223 35990.00 SH SOLE 23590.00 12400.00 130 2100.00 SH OTHER 01 2100.00 HEWLETT PACKARD CO COM COM 428236103 2667 103550.00SH SOLE 10650.00 92900.00 HOLLYFRONTIER CORPORATION COM 436106108 1229 52540.00 SH SOLE 52540.00 123 5250.00 SH OTHER 01 5250.00 HOME DEPOT INC COM COM 437076102 5488 130540.00SH SOLE 35480.00 95060.00 HONEYWELL INTL INC COM STK COM 438516106 4060 74700.00 SH SOLE 21250.00 53450.00 HORMEL FOODS CORP COM COM 440452100 2799 95570.00 SH SOLE 72170.00 23400.00 142 4850.00 SH OTHER 01 4850.00 HOSPITALITY PROPERTIES TRUST COM 44106M102 1682 73200.00 SH SOLE 73200.00 171 7450.00 SH OTHER 01 7450.00 HUBBELL INC -CL B COM 443510201 1501 22450.00 SH SOLE 22450.00 184 2750.00 SH OTHER 01 2750.00 HUMANA INC COM 444859102 1743 19900.00 SH SOLE 7500.00 12400.00 HUNT MANUFACTURING CO COM 447011107 148 14800.00 SH SOLE 14800.00 IAC/INTERACTIVECORP COM 44919P300 2346 55070.00 SH SOLE 55070.00 207 4850.00 SH OTHER 01 4850.00 IDACORP, INC COM 451107106 305 7200.00 SH SOLE 7200.00 ILL TOOL WKS INC COM COM 452308109 2284 48900.00 SH SOLE 13650.00 35250.00 INTEGRYS ENERGY GROUP INC COM 45822P105 330 6100.00 SH SOLE 6100.00 INTEL CORP COM COM 458140100 13776 568090.00SH SOLE 173800.00 394290.00 INTERACTIVE BROKERS GROUP, INC COM 45841N107 341 22850.00 SH SOLE 22850.00 INTERNATIONAL BUSINESS MACHS C COM 459200101 16781 91260.00 SH SOLE 27910.00 63350.00 INTERNATIONAL PAPER CO COMMON COM 460146103 1279 43200.00 SH SOLE 9600.00 33600.00 INTERPUBLIC GROUP COS INC COM 460690100 1035 106350.00SH SOLE 24750.00 81600.00 INTL BANCSHARES CORP COM 459044103 1703 92900.00 SH SOLE 92900.00 190 10350.00 SH OTHER 01 10350.00 INTL FLAVORS + FRAGRANCES COMM COM 459506101 1523 29050.00 SH SOLE 29050.00 183 3500.00 SH OTHER 01 3500.00 INTL GAME TECHNOLOGY COM 459902102 205 11900.00 SH SOLE 11900.00 IRON MOUNTAIN INC COM 462846106 1460 47390.00 SH SOLE 47390.00 171 5550.00 SH OTHER 01 5550.00 ITC HOLDINGS CORP COM 465685105 1434 18900.00 SH SOLE 18900.00 167 2200.00 SH OTHER 01 2200.00 ITT EDUCATIONAL SVCS INC COM 45068B109 799 14050.00 SH SOLE 14050.00 94 1650.00 SH OTHER 01 1650.00 JABIL CIRCUIT INC COM COM 466313103 2601 132300.00SH SOLE 99550.00 32750.00 182 9250.00 SH OTHER 01 9250.00 JOHNSON & JOHNSON COM USD1 COM 478160104 13837 210990.00SH SOLE 63160.00 147830.00 JOHNSON CTL INC COM COM 478366107 921 29450.00 SH SOLE 29450.00 JPMORGAN CHASE & CO COM COM 46625H100 10773 324000.00SH SOLE 72320.00 251680.00 KENNAMENTAL INC COM 489170100 239 6550.00 SH SOLE 6550.00 KIMBERLY-CLARK CORP COM COM 494368103 4006 54460.00 SH SOLE 27380.00 27080.00 121 1650.00 SH OTHER 01 1650.00 KLA TENCOR CORPORATION COMMON COM 482480100 958 19850.00 SH SOLE 8250.00 11600.00 KOHLS CORP COM COM 500255104 1061 21490.00 SH SOLE 5010.00 16480.00 KRAFT FOODS INC CL A COM 50075N104 4574 122420.00SH SOLE 16700.00 105720.00 KROGER CO COM COM 501044101 2566 105950.00SH SOLE 18950.00 87000.00 KRONOS WORLDWIDE INC COM 50105F105 748 41450.00 SH SOLE 41450.00 87 4850.00 SH OTHER 01 4850.00 LAS VEGAS SANDS CORP COM 517834107 946 22150.00 SH SOLE 600.00 21550.00 LEAR CORP COM NEW COM NEW COM 521865204 1496 37600.00 SH SOLE 37600.00 127 3200.00 SH OTHER 01 3200.00 LEXMARK INTERNATIONAL INC A CO COM 529771107 944 28550.00 SH SOLE 7950.00 20600.00 LIMITED BRANDS INC COM 532716107 1701 42150.00 SH SOLE 42150.00 182 4500.00 SH OTHER 01 4500.00 LINCOLN NATL CORP IND COM COM 534187109 2847 146610.00SH SOLE 99510.00 47100.00 172 8850.00 SH OTHER 01 8850.00 LOCKHEED MARTIN CORP COM 539830109 3436 42470.00 SH SOLE 12950.00 29520.00 LOEWS CORP COM COM 540424108 909 24150.00 SH SOLE 5950.00 18200.00 LORILLARD INC COM STK COM 544147101 1984 17400.00 SH SOLE 15600.00 1800.00 143 1250.00 SH OTHER 01 1250.00 LOWES COS INC COM COM 548661107 3085 121570.00SH SOLE 39370.00 82200.00 LYONDELLBASELL INDUSTR COM N53745100 921 28350.00 SH SOLE 4500.00 23850.00 M & T BK CORP COM COM 55261F104 878 11500.00 SH SOLE 4800.00 6700.00 MACERICH CO COM 554382101 1743 34450.00 SH SOLE 34450.00 205 4050.00 SH OTHER 01 4050.00 MACYS INC COM STK COM 55616P104 1574 48900.00 SH SOLE 18250.00 30650.00 MARATHON OIL CORP COM COM 565849106 1960 66950.00 SH SOLE 14250.00 52700.00 MARATHON PETROLEUM CORP. COM 56585A102 648 19475.00 SH SOLE 6850.00 12625.00 MASTERCARD INC CL A COM 57636Q104 2550 6840.00 SH SOLE 1300.00 5540.00 MATTEL INC COM 577081102 1574 56700.00 SH SOLE 56700.00 155 5600.00 SH OTHER 01 5600.00 MC DONALDS CORP COM COM 580135101 3202 31910.00 SH SOLE 10110.00 21800.00 MCCORMICK & CO COM 579780206 245 4850.00 SH SOLE 4850.00 MCKESSON CORP COM 58155Q103 1936 24850.00 SH SOLE 3800.00 21050.00 MEDTRONIC INC COM COM 585055106 3309 86520.00 SH SOLE 21330.00 65190.00 MERCK & CO INC NEW COM COM 58933Y105 8895 235950.00SH SOLE 48850.00 187100.00 METLIFE INC COM COM 59156R108 2553 81870.00 SH SOLE 14250.00 67620.00 MICROS SYSTEMS INC COM 594901100 1682 36110.00 SH SOLE 36110.00 196 4200.00 SH OTHER 01 4200.00 MICROSOFT CORP COM COM 594918104 13377 515310.00SH SOLE 108500.00 406810.00 MINE SAFETY APPLIANCES CO COM 602720104 1452 43850.00 SH SOLE 43850.00 167 5050.00 SH OTHER 01 5050.00 MOLEX INC COMMON STOCK USD.05 COM 608554101 820 34350.00 SH SOLE 8550.00 25800.00 MOLSON COORS BREWING CO B COM COM 60871R209 850 19530.00 SH SOLE 6880.00 12650.00 MONSANTO CO COM 61166w101 3448 49210.00 SH SOLE 12240.00 36970.00 MONSTER BEVERAGE CORPORATION COM 411310105 507 5500.00 SH SOLE 5500.00 MOODYS CORP COM 615369105 1403 41650.00 SH SOLE 41650.00 152 4500.00 SH OTHER 01 4500.00 MORGAN STANLEY COM STK USD0.01 COM 617446448 713 47100.00 SH SOLE 7700.00 39400.00 MOSAIC CO NEW COM 61945C103 530 10500.00 SH SOLE 10500.00 MSC INDUSTRIAL DIRECT -CL A COM 553530106 229 3200.00 SH SOLE 3200.00 MURPHY OIL CORP COM 626717102 1470 26380.00 SH SOLE 7880.00 18500.00 NASDAQ OMX GROUP/THE COMMON ST COM 631103108 1528 62350.00 SH SOLE 20450.00 41900.00 NATIONAL FUEL GAS CO. COM 636180101 211 3800.00 SH SOLE 3800.00 NATIONAL OILWELL VARCO COM STK COM 637071101 2812 41365.00 SH SOLE 9800.00 31565.00 NCR CORP COM 62886e108 417 25350.00 SH SOLE 25350.00 NEUSTAR INC COM 64126X201 543 15900.00 SH SOLE 15900.00 NEWMONT MINING CORP NEW COM COM 651639106 2046 34100.00 SH SOLE 9040.00 25060.00 NEWS CORP CL A COM COM 65248E104 3550 199000.00SH SOLE 47550.00 151450.00 NIKE INC CL B COM 654106103 4001 41520.00 SH SOLE 10320.00 31200.00 NOBLE ENERGY INC COM 655044105 1737 18400.00 SH SOLE 18400.00 203 2150.00 SH OTHER 01 2150.00 NORDSON CORP COM COM 655663102 1375 33400.00 SH SOLE 33400.00 134 3250.00 SH OTHER 01 3250.00 NORDSTROM INC COM 655664100 306 6160.00 SH SOLE 6160.00 NORFOLK SOUTHN CORP COM COM 655844108 2757 37840.00 SH SOLE 11890.00 25950.00 NORTHROP GRUMMAN CORP COM COM 666807102 4515 77200.00 SH SOLE 42650.00 34550.00 202 3450.00 SH OTHER 01 3450.00 NVIDIA CORP COM COM 67066g104 146 10500.00 SH SOLE 10500.00 O REILLY AUTOMOTIVE INC COMMON COM 67103H107 1279 16000.00 SH SOLE 3900.00 12100.00 OCCIDENTAL PETROLEUM CORP COM 674599105 6855 73155.00 SH SOLE 19910.00 53245.00 OMNICOM GROUP INC COM COM 681919106 655 14700.00 SH SOLE 4100.00 10600.00 ONEOK INC COM 682680103 490 5650.00 SH SOLE 5650.00 ORACLE CORP COM COM 68389X105 6587 256820.00SH SOLE 40750.00 216070.00 PANDORA MEDIA INC COM 698354107 137 13700.00 SH SOLE 13700.00 PARKER-HANNIFIN CORP COM COM 701094104 1426 18700.00 SH SOLE 9350.00 9350.00 PATTERSON-UTI ENERGY INC COM COM 703481101 1752 87680.00 SH SOLE 87680.00 182 9100.00 SH OTHER 01 9100.00 PAYCHEX INC COM 704326107 1163 38610.00 SH SOLE 15210.00 23400.00 PEABODY ENERGY CORP COM STK COM 704549104 920 27800.00 SH SOLE 6700.00 21100.00 PEPCO HOLDINGS INC COMMON STOC COM 713291102 867 42700.00 SH SOLE 11300.00 31400.00 PEPSICO INC COM COM 713448108 5988 90250.00 SH SOLE 22950.00 67300.00 PERKINELMER COM 714046109 1371 68570.00 SH SOLE 16050.00 52520.00 PETSMART INC COM 716768106 2192 42730.00 SH SOLE 42730.00 223 4350.00 SH OTHER 01 4350.00 PFIZER INC COM STK $.11 1/9 PA COM 717081103 12290 567936.00SH SOLE 129332.00 438604.00 PHILIP MORRIS INTL COM STK NPV COM 718172109 9743 124140.00SH SOLE 22550.00 101590.00 PNC FINANCIAL SERVICES GROUP C COM 693475105 2788 48350.00 SH SOLE 14050.00 34300.00 POLARIS INDS INC COM 731068102 1475 26350.00 SH SOLE 26350.00 151 2700.00 SH OTHER 01 2700.00 PPG IND INC COM COM 693506107 2789 33410.00 SH SOLE 27660.00 5750.00 196 2350.00 SH OTHER 01 2350.00 PPL CORPORATION COMMON STOCK U COM 69351T106 2215 75300.00 SH SOLE 31400.00 43900.00 PRICELINE.COM INC COMMON STOCK COM 741503403 1707 3650.00 SH SOLE 1250.00 2400.00 PRINCIPAL FINL GROUP INC COM S COM 74251V102 699 28400.00 SH SOLE 11150.00 17250.00 PROCTER & GAMBLE COM NPV COM 742718109 14499 217345.00SH SOLE 65500.00 151845.00 PROGRESS ENERGY INC COM COM 743263105 238 4250.00 SH SOLE 4250.00 PROGRESSIVE CORP-OHIO- COM 743315103 1573 80600.00 SH SOLE 80600.00 183 9400.00 SH OTHER 01 9400.00 PRUDENTIAL FINL INC COM COM 744320102 1015 20250.00 SH SOLE 4950.00 15300.00 PUB SERVICE ENTERPRISE GROUP I COM 744573106 1563 47350.00 SH SOLE 9150.00 38200.00 PUBLIC STORAGE INC COM 74460D109 3671 27300.00 SH SOLE 6660.00 20640.00 QUALCOMM INC COM COM 747525103 6613 120895.00SH SOLE 24600.00 96295.00 QUESTAR CORP COM 748356102 1757 88480.00 SH SOLE 88480.00 206 10350.00 SH OTHER 01 10350.00 RAYTHEON CO USD0.01 COM 755111507 3113 64350.00 SH SOLE 50550.00 13800.00 215 4450.00 SH OTHER 01 4450.00 RED HAT INC COM COM 756577102 1437 34810.00 SH SOLE 34810.00 169 4100.00 SH OTHER 01 4100.00 REGIS CORP COM 758932107 175 10600.00 SH SOLE 10600.00 RELIANCE STEEL & ALUMINUM CO COM 759509102 207 4250.00 SH SOLE 4250.00 REYNOLDS AMERICAN INC COM COM 761713106 2234 53930.00 SH SOLE 20630.00 33300.00 ROCKWELL INTL CORP COM 773903109 2506 34160.00 SH SOLE 25660.00 8500.00 169 2300.00 SH OTHER 01 2300.00 ROLLINS INC COM 775711104 1817 81790.00 SH SOLE 81790.00 212 9550.00 SH OTHER 01 9550.00 ROSS STORES INC COMMON STOCK U COM 778296103 1592 33500.00 SH SOLE 16700.00 16800.00 RR DONNELLEY & SONS CO COM 257867101 949 65780.00 SH SOLE 16800.00 48980.00 SAFEWAY INC COM 786514208 1124 53400.00 SH SOLE 19900.00 33500.00 SANDISK CORP COM 80004C101 1043 21200.00 SH SOLE 5200.00 16000.00 SARA LEE CORP COM 803111103 1741 92000.00 SH SOLE 92000.00 204 10800.00 SH OTHER 01 10800.00 SCHLUMBERGER LTD COM COM COM 806857108 3308 48420.00 SH SOLE 7350.00 41070.00 SEMPRA ENERGY COM 816851109 206 3750.00 SH SOLE 3750.00 SENSIENT TECHNOLOGIES CORP COM 81725T100 343 9050.00 SH SOLE 9050.00 SIGMA-ALDRICH CORP COM 826552101 1818 29110.00 SH SOLE 29110.00 197 3150.00 SH OTHER 01 3150.00 SM ENERGY CO. COM 78454L100 1787 24450.00 SH SOLE 24450.00 168 2300.00 SH OTHER 01 2300.00 SMUCKER J M CO COM NEW COM NEW COM 832696405 403 5150.00 SH SOLE 5150.00 SNAP ON INC COMMON STOCK USD1. COM 833034101 220 4350.00 SH SOLE 4350.00 SOUTHERN CO COM STK COM 842587107 2657 57400.00 SH SOLE 13900.00 43500.00 SPRINT NEXTEL CORP COM 852061100 315 134450.00SH SOLE 134450.00 STANLEY BLACK + DECKER INC COM COM 854502101 973 14400.00 SH SOLE 6000.00 8400.00 STARBUCKS CORP COM COM 855244109 6279 136460.00SH SOLE 61410.00 75050.00 216 4700.00 SH OTHER 01 4700.00 STATE STREET CORP COMMON STOCK COM 857477103 1989 49350.00 SH SOLE 6800.00 42550.00 STEEL DYNAMICS INC COM 858119100 163 12400.00 SH SOLE 12400.00 SUN TR BANKS INC COM COM 867914103 2410 136140.00SH SOLE 102390.00 33750.00 159 9000.00 SH OTHER 01 9000.00 SUPERVALU INC COMMON STOCK USD COM 868536103 950 117000.00SH SOLE 54700.00 62300.00 SXC HEALTH SOLUTIONS CORP COM 78505p100 486 8600.00 SH SOLE 8600.00 SYMANTEC CORP COMMON STOCK USD COM 871503108 642 41000.00 SH SOLE 9100.00 31900.00 SYSCO CORP COM 871829107 203 6930.00 SH SOLE 6930.00 TARGET CORP COM STK COM 87612E106 233 4550.00 SH SOLE 4550.00 TECH DATA CORP COM 878237106 227 4600.00 SH SOLE 4600.00 TECHNE CORP COM COM 878377100 1263 18500.00 SH SOLE 18500.00 150 2200.00 SH OTHER 01 2200.00 TELEPHONE & DATA SYSTEMS INC N COM 879433829 1793 69250.00 SH SOLE 69250.00 173 6700.00 SH OTHER 01 6700.00 TERADATA CORP COMMON STOCK USD COM 88076W103 1712 35300.00 SH SOLE 12200.00 23100.00 TEXAS INSTRUMENTS INC COM COM 882508104 1017 34930.00 SH SOLE 14030.00 20900.00 THORATEC CORP COM 885175307 1289 38400.00 SH SOLE 38400.00 151 4500.00 SH OTHER 01 4500.00 TIFFANY & CO COM 886547108 895 13500.00 SH SOLE 4100.00 9400.00 TIME WARNER INC USD0.01 COM 887317303 2833 78400.00 SH SOLE 10850.00 67550.00 TJX COMPANIES INC NEW COM 872540109 1517 23500.00 SH SOLE 3900.00 19600.00 TORCHMARK CORP COM 891027104 263 6050.00 SH SOLE 6050.00 TOWERS WATSON & CO CL A COM ST COM 891894107 434 7250.00 SH SOLE 7250.00 TRAVELERS COS INC COM STK COM 89417E109 1426 24100.00 SH SOLE 4550.00 19550.00 TUPPERWARE CORP COM 899896104 1156 20650.00 SH SOLE 20650.00 129 2300.00 SH OTHER 01 2300.00 TYCO INTERNATIONAL LTD COMMON COM H89128104 2775 59400.00 SH SOLE 9900.00 49500.00 TYSON FOODS INC CL A COM (DELA COM 902494103 993 48100.00 SH SOLE 21800.00 26300.00 UDR INC COM COM 902653104 1465 58350.00 SH SOLE 58350.00 172 6850.00 SH OTHER 01 6850.00 UNION PAC CORP COM COM 907818108 3787 35750.00 SH SOLE 10850.00 24900.00 UNITED PARCEL SVC INC CL B COM 911312106 2414 32980.00 SH SOLE 8600.00 24380.00 UNITED STATES CELLULAR CORP COM 911684108 1359 31150.00 SH SOLE 31150.00 164 3750.00 SH OTHER 01 3750.00 UNITED STATES STEEL CORP. COM 912909108 1997 75490.00 SH SOLE 49800.00 25690.00 120 4550.00 SH OTHER 01 4550.00 UNITED TECHNOLOGIES CORP COM COM 913017109 5031 68830.00 SH SOLE 21840.00 46990.00 UNITED THERAPEUTICS CORP COM 91307C102 232 4900.00 SH SOLE 4900.00 UNITEDHEALTH GROUP INC COM COM 91324P102 4916 97000.00 SH SOLE 23250.00 73750.00 UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 1206 57250.00 SH SOLE 14400.00 42850.00 URS CORP COM 903236107 241 6850.00 SH SOLE 6850.00 US BANCORP COM 902973304 3077 113750.00SH SOLE 18700.00 95050.00 V F CORP COM 918204108 2006 15800.00 SH SOLE 6750.00 9050.00 VALERO ENERGY CORP COM STK NEW COM 91913Y100 1152 54750.00 SH SOLE 23350.00 31400.00 VALSPAR CORP COM 920355104 222 5700.00 SH SOLE 5700.00 VENTAS INC COM 92276F100 1772 32150.00 SH SOLE 32150.00 207 3750.00 SH OTHER 01 3750.00 VERIZON COMMUNICATIONS COM COM 92343V104 10399 259185.00SH SOLE 71450.00 187735.00 VERTEX PHARMACEUTICALS INC COM COM 92532F100 221 6650.00 SH SOLE 6650.00 VIACOM INC NEW COM 92553P201 3399 74850.00 SH SOLE 17800.00 57050.00 VIRGIN MEDIA INC COM 92769L101 1167 54600.00 SH SOLE 54600.00 136 6350.00 SH OTHER 01 6350.00 VISA INC CLASS A SHARES COMMON COM 92826C839 2494 24560.00 SH SOLE 3900.00 20660.00 VISHAY INTERTECHNOLOGY INC COM 928298108 117 13000.00 SH SOLE 13000.00 W W GRAINGER INC COM 384802104 3306 17660.00 SH SOLE 13060.00 4600.00 225 1200.00 SH OTHER 01 1200.00 WAL-MART STORES INC COM COM 931142103 6602 110470.00SH SOLE 45950.00 64520.00 WALGREEN CO COM COM 931422109 2397 72500.00 SH SOLE 16700.00 55800.00 WALT DISNEY CO COM 254687106 5291 141100.00SH SOLE 20750.00 120350.00 WASTE CONNECTIONS INC COM 941053100 1400 42230.00 SH SOLE 42230.00 164 4950.00 SH OTHER 01 4950.00 WATSON PHARMACEUTICALS INC COM COM 942683103 1623 26900.00 SH SOLE 6850.00 20050.00 WELLCARE HEALTH PLANS INC COM 94946t106 263 5000.00 SH SOLE 5000.00 WELLPOINT INC COM COM 94973V107 4293 64800.00 SH SOLE 30500.00 34300.00 146 2200.00 SH OTHER 01 2200.00 WELLS FARGO & CO NEW COM STK COM 949746101 9510 345060.00SH SOLE 66050.00 279010.00 WERNER ENTERPRISES INC COM 950755108 240 9950.00 SH SOLE 9950.00 WESTERN DIGITAL CORP COM 958102105 661 21350.00 SH SOLE 5150.00 16200.00 WEYERHAEUSER CO COM COM 962166104 976 52250.00 SH SOLE 19950.00 32300.00 WHIRLPOOL CORP COM COM 963320106 735 15500.00 SH SOLE 3850.00 11650.00 WHOLE FOODS MKT INC COM 966837106 1416 20350.00 SH SOLE 7850.00 12500.00 WILLIAMS SONOMA INC COM 969904101 264 6850.00 SH SOLE 6850.00 WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 1037 27400.00 SH SOLE 6400.00 21000.00 XCEL ENERGY INC COMMON STOCK U COM 98389B100 1229 44450.00 SH SOLE 10750.00 33700.00 XEROX CORPORATION COM 984121103 927 116450.00SH SOLE 116450.00 85 10700.00 SH OTHER 01 10700.00 ISHARES BARCLAYS TIPS ETF 464287176 12930 110808.000SH OTHER 110808.000 MARKET VECTORS EMERGING MKTS L 57060U522 2170 88550.000SH OTHER 88550.000 SPDR BARCLAYS CAPITAL HIGH YIE 78464A417 1150 29896.000SH OTHER 29896.000 SPDR BARCLAYS INT TRS ETF 78464A516 2441 41484.000SH OTHER 41484.000 VANGUARD EMERGING MKT ETF 922042858 3616 94646.000SH OTHER 94646.000 VANGUARD EUROPE PACIFIC ETF 921943858 14039 458330.000SH OTHER 458330.000 VANGUARD GLOBAL EX-U.S. REAL E 922042676 1635 40160.000SH OTHER 40160.000 VANGUARD REIT ETF 922908553 1748 30130.000SH OTHER 30130.000 VANGUARD S&P 500 ETF 922908413 27485 478410.000SH OTHER 478410.000 VANGUARD SHORT-TERM BOND INDEX 921937827 2184 27020.000SH OTHER 27020.000 VANGUARD SM CAP GRWTH ETF 922908595 2313 30286.000SH OTHER 30286.000 VANGUARD SM-CAP VAL ETF 922908611 3951 63037.000SH OTHER 63037.000 VANGUARD TOTAL BOND MARKET ETF 921937835 7842 93866.000SH OTHER 93866.000