Investment Accounting Manager

0001398739-14-000003.txt : 20140212 0001398739-14-000003.hdr.sgml : 20140212 20140212111514 ACCESSION NUMBER: 0001398739-14-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140212 DATE AS OF CHANGE: 20140212 EFFECTIVENESS DATE: 20140212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Employees Retirement System of Texas CENTRAL INDEX KEY: 0001398739 IRS NUMBER: 746000098 STATE OF INCORPORATION: TX FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12470 FILM NUMBER: 14597771 BUSINESS ADDRESS: STREET 1: P.O. BOX 13207 CITY: AUSTIN STATE: TX ZIP: 78711-3207 BUSINESS PHONE: 512-867-7711 MAIL ADDRESS: STREET 1: P.O. BOX 13207 CITY: AUSTIN STATE: TX ZIP: 78711-3207 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001398739 XXXXXXXX 12-31-2013 12-31-2013 Employees Retirement System of Texas

P.O. BOX 13207 AUSTIN TX 78711-3207

13F HOLDINGS REPORT 028-12470 N Patti Aguilera Investment Accounting Manager 512-867-7169 Patti Aguilera, ERS, 01-13-2014 Austin TX 01-13-2014 0 973 7752551 false INFORMATION TABLE 2 SEC13f-20131231.xml 13F-HR 12-31-2013 ABM INDS INC COM 000957100 2659 93000 SH SOLE 93000 0 0 THE ADT CORPORATION COM 00101J106 1234 30500 SH SOLE 30500 0 0 AFLAC INC COM 001055102 8751 131000 SH SOLE 131000 0 0 AGL RES INC COM 001204106 803 17000 SH SOLE 17000 0 0 AES CORP COM 00130H105 4179 288000 SH SOLE 288000 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 2205 150000 SH SOLE 150000 0 0 AOL INC COM 00184X105 2378 51000 SH SOLE 51000 0 0 AT&T INC COM 00206R102 25491 725000 SH SOLE 725000 0 0 AXT INC COM 00246W103 1175 450000 SH SOLE 450000 0 0 ABBOTT LABS COM 002824100 8011 209000 SH SOLE 209000 0 0 ABBVIE INC COM 00287Y109 41155 779300 SH SOLE 779300 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 3367 135617 SH SOLE 135617 0 0 ACORDA THERAPEUTICS INC COM 00484M106 1110 38000 SH SOLE 38000 0 0 ACTIVISION 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CO COM 428236103 7219 258000 SH SOLE 258000 0 0 HIGHWOODS PPTYS INC COM 431284108 3184 88040 SH SOLE 88040 0 0 HOME DEPOT INC COM 437076102 43476 528000 SH SOLE 528000 0 0 HOME PROPERTIES INC COM 437306103 1314 24500 SH SOLE 24500 0 0 HONEYWELL INTL INC COM 438516106 20905 228800 SH SOLE 228800 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 1041 33000 SH SOLE 33000 0 0 HORMEL FOODS CORP COM 440452100 678 15000 SH SOLE 15000 0 0 HOSPIRA INC COM 441060100 867 21000 SH SOLE 21000 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1273 47100 SH SOLE 47100 0 0 HOST HOTELS & RESORTS INC COM 44107P104 11145 573320 SH SOLE 573320 0 0 HUBBELL INC CL B 443510201 2723 25000 SH SOLE 25000 0 0 HUDSON CITY BANCORP COM 443683107 698 74000 SH SOLE 74000 0 0 HUMANA INC COM 444859102 2064 20000 SH SOLE 20000 0 0 HUNT J B TRANS SVCS INC COM 445658107 5852 75700 SH SOLE 75700 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2418 250600 SH SOLE 250600 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 4140 46000 SH SOLE 46000 0 0 HUNTSMAN CORP COM 447011107 1845 75000 SH SOLE 75000 0 0 ICU MED INC COM 44930G107 1402 22000 SH SOLE 22000 0 0 ICONIX BRAND GROUP INC COM 451055107 3017 76000 SH SOLE 76000 0 0 IDEXX LABS INC COM 45168D104 3936 37000 SH SOLE 37000 0 0 IHS INC CL A 451734107 1233 10300 SH SOLE 10300 0 0 ILLINOIS TOOL WKS INC COM 452308109 14352 170700 SH SOLE 170700 0 0 INDEPENDENT BANK CORP MICH COM NEW 453838609 2100 175000 SH SOLE 175000 0 0 INFOSYS LTD SPONSORED ADR 456788108 6039 106700 SH SOLE 106700 0 0 INGRAM MICRO INC CL A 457153104 2721 116000 SH SOLE 116000 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 510 48500 SH SOLE 48500 0 0 INSULET CORP COM 45784P101 6826 184000 SH SOLE 184000 0 0 INTEL CORP COM 458140100 32079 1235700 SH SOLE 1235700 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 490 9000 SH SOLE 9000 0 0 INTELIQUENT INC COM 45825N107 1119 98000 SH SOLE 98000 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 1947 80000 SH SOLE 80000 0 0 INTERCONTINENTALEXCHANGE GRO COM 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28000 SH SOLE 28000 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3596 265000 SH SOLE 265000 0 0 ITRON INC COM 465741106 3024 73000 SH SOLE 73000 0 0 JPMORGAN CHASE & CO COM 46625H100 78328 1339400 SH SOLE 1339400 0 0 JABIL CIRCUIT INC COM 466313103 5232 300000 SH SOLE 300000 0 0 JACK IN THE BOX INC COM 466367109 2551 51000 SH SOLE 51000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 8119 128900 SH SOLE 128900 0 0 JOHNSON & JOHNSON COM 478160104 58618 640000 SH SOLE 640000 0 0 JOHNSON CTLS INC COM 478366107 6977 136000 SH SOLE 136000 0 0 JONES LANG LASALLE INC COM 48020Q107 5683 55500 SH SOLE 55500 0 0 JOY GLOBAL INC COM 481165108 819 14000 SH SOLE 14000 0 0 JUNIPER NETWORKS INC COM 48203R104 7854 348000 SH SOLE 348000 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 6711 165651 SH SOLE 165651 0 0 KBR INC COM 48242W106 6155 193000 SH SOLE 193000 0 0 KLA-TENCOR CORP COM 482480100 1354 21000 SH SOLE 21000 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1896 27000 SH SOLE 27000 0 0 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REALTY TRUST COM 529043101 5798 567899 SH SOLE 567899 0 0 LIBERTY PPTY TR SH BEN INT 531172104 4037 119180 SH SOLE 119180 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 11423 78000 SH SOLE 78000 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1819 24000 SH SOLE 24000 0 0 LILLY ELI & CO COM 532457108 24857 487400 SH SOLE 487400 0 0 LINCOLN NATL CORP IND COM 534187109 5523 107000 SH SOLE 107000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1321 29000 SH SOLE 29000 0 0 LIQUIDITY SERVICES INC COM 53635B107 1564 69000 SH SOLE 69000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2944 149000 SH SOLE 149000 0 0 LOCKHEED MARTIN CORP COM 539830109 19028 128000 SH SOLE 128000 0 0 LOEWS CORP COM 540424108 4438 92000 SH SOLE 92000 0 0 LOGMEIN INC COM 54142L109 2349 70000 SH SOLE 70000 0 0 LORILLARD INC COM 544147101 2534 50000 SH SOLE 50000 0 0 LOUISIANA PAC CORP COM 546347105 3628 196000 SH SOLE 196000 0 0 LOWES COS INC COM 548661107 12125 244700 SH SOLE 244700 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 3292 32000 SH SOLE 32000 0 0 M & T BK CORP COM 55261F104 1630 14000 SH SOLE 14000 0 0 MDU RES GROUP INC COM 552690109 5530 181000 SH SOLE 181000 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 2105 82500 SH SOLE 82500 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2869 122000 SH SOLE 122000 0 0 MTS SYS CORP COM 553777103 2494 35000 SH SOLE 35000 0 0 MACERICH CO COM 554382101 6002 101914 SH SOLE 101914 0 0 MACK CALI RLTY CORP COM 554489104 5177 241000 SH SOLE 241000 0 0 MACYS INC COM 55616P104 11801 221000 SH SOLE 221000 0 0 MADDEN STEVEN LTD COM 556269108 4254 116250 SH SOLE 116250 0 0 MANHATTAN ASSOCS INC COM 562750109 3783 32200 SH SOLE 32200 0 0 MANITOWOC INC COM 563571108 2169 93000 SH SOLE 93000 0 0 MANPOWERGROUP INC COM 56418H100 5255 61200 SH SOLE 61200 0 0 MARATHON OIL CORP COM 565849106 19327 547500 SH SOLE 547500 0 0 MARATHON PETE CORP COM 56585A102 4082 44500 SH SOLE 44500 0 0 MARSH & MCLENNAN COS INC COM 571748102 10717 221600 SH SOLE 221600 0 0 MARRIOTT INTL INC NEW CL A 571903202 1530 31000 SH SOLE 31000 0 0 MARTEN TRANS LTD COM 573075108 1456 72100 SH SOLE 72100 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3198 32000 SH SOLE 32000 0 0 MASCO CORP COM 574599106 1161 51000 SH SOLE 51000 0 0 MASTERCARD INC CL A 57636Q104 31831 38100 SH SOLE 38100 0 0 MATERION CORP COM 576690101 1842 59700 SH SOLE 59700 0 0 MATTEL INC COM 577081102 2094 44000 SH SOLE 44000 0 0 MATTHEWS INTL CORP CL A 577128101 1917 45000 SH SOLE 45000 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 1399 180000 SH SOLE 180000 0 0 MAXIMUS INC COM 577933104 3739 85000 SH SOLE 85000 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1241 18000 SH SOLE 18000 0 0 MCDONALDS CORP COM 580135101 17087 176100 SH SOLE 176100 0 0 MCGRAW HILL FINL INC COM 580645109 3363 43000 SH SOLE 43000 0 0 MCKESSON CORP COM 58155Q103 18626 115400 SH SOLE 115400 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 2262 27000 SH SOLE 27000 0 0 MEADWESTVACO CORP COM 583334107 6906 187000 SH SOLE 187000 0 0 MEDNAX INC COM 58502B106 8007 150000 SH SOLE 150000 0 0 MEDTRONIC INC COM 585055106 33321 580600 SH SOLE 580600 0 0 MELCO CROWN ENTMT LTD ADR 585464100 5922 151000 SH SOLE 151000 0 0 MERCK & CO INC NEW COM 58933Y105 68794 1374500 SH SOLE 1374500 0 0 MERCURY SYS INC COM 589378108 668 61000 SH SOLE 61000 0 0 METLIFE INC COM 59156R108 20220 375000 SH SOLE 375000 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1553 6400 SH SOLE 6400 0 0 MICROSOFT CORP COM 594918104 93815 2506400 SH SOLE 2506400 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1119 25000 SH SOLE 25000 0 0 MICRON TECHNOLOGY INC COM 595112103 18816 864700 SH SOLE 864700 0 0 MID-AMER APT CMNTYS INC COM 59522J103 10725 176566 SH SOLE 176566 0 0 MINE SAFETY APPLIANCES CO COM 602720104 4302 84000 SH SOLE 84000 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 4302 198900 SH SOLE 198900 0 0 MOHAWK INDS INC COM 608190104 3276 22000 SH SOLE 22000 0 0 MOLINA HEALTHCARE INC COM 60855R100 1460 42000 SH SOLE 42000 0 0 MOLSON COORS BREWING CO CL B 60871R209 1123 20000 SH SOLE 20000 0 0 MONDELEZ INTL INC CL A 609207105 8472 240000 SH SOLE 240000 0 0 MONOLITHIC PWR SYS INC COM 609839105 2080 60000 SH SOLE 60000 0 0 MONSANTO CO NEW COM 61166W101 14347 123100 SH SOLE 123100 0 0 MONSTER BEVERAGE CORP COM 611740101 1288 19000 SH SOLE 19000 0 0 MOODYS CORP COM 615369105 2197 28000 SH SOLE 28000 0 0 MOOG INC CL A 615394202 2446 36000 SH SOLE 36000 0 0 MORGAN STANLEY COM NEW 617446448 5896 188000 SH SOLE 188000 0 0 MOSAIC CO NEW COM 61945C103 9733 205900 SH SOLE 205900 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 6333 93828 SH SOLE 93828 0 0 MUELLER INDS INC COM 624756102 1953 31000 SH SOLE 31000 0 0 MURPHY OIL CORP COM 626717102 1557 24000 SH SOLE 24000 0 0 MYLAN INC COM 628530107 7248 167000 SH SOLE 167000 0 0 NRG ENERGY INC COM NEW 629377508 1292 45000 SH SOLE 45000 0 0 NASDAQ OMX GROUP INC COM 631103108 597 15000 SH SOLE 15000 0 0 NATIONAL FUEL GAS CO N J COM 636180101 3356 47000 SH SOLE 47000 0 0 NATIONAL HEALTH INVS INC COM 63633D104 673 12000 SH SOLE 12000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 14061 176800 SH SOLE 176800 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 1629 53700 SH SOLE 53700 0 0 NAVIGANT CONSULTING INC COM 63935N107 2054 107000 SH SOLE 107000 0 0 NETAPP INC COM 64110D104 6607 160600 SH SOLE 160600 0 0 NETFLIX INC COM 64110L106 7511 20400 SH SOLE 20400 0 0 NETEASE INC SPONSORED ADR 64110W102 3065 39000 SH SOLE 39000 0 0 NEW JERSEY RES COM 646025106 832 18000 SH SOLE 18000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 4111 244000 SH SOLE 244000 0 0 NEWELL RUBBERMAID INC COM 651229106 1141 35200 SH SOLE 35200 0 0 NEWFIELD EXPL CO COM 651290108 968 39300 SH SOLE 39300 0 0 NEWLINK GENETICS CORP COM 651511107 2179 99000 SH SOLE 99000 0 0 NEWMONT MINING CORP COM 651639106 1520 66000 SH SOLE 66000 0 0 NEWS CORP NEW CL A 65249B109 1855 102950 SH SOLE 102950 0 0 NEXTERA ENERGY INC COM 65339F101 4966 58000 SH SOLE 58000 0 0 NIKE INC CL B 654106103 23018 292700 SH SOLE 292700 0 0 NISOURCE INC COM 65473P105 4965 151000 SH SOLE 151000 0 0 NOBLE ENERGY INC COM 655044105 13820 202900 SH SOLE 202900 0 0 NORDSON CORP COM 655663102 3938 53000 SH SOLE 53000 0 0 NORDSTROM INC COM 655664100 4759 77000 SH SOLE 77000 0 0 NORFOLK SOUTHERN CORP COM 655844108 11502 123900 SH SOLE 123900 0 0 NORTHEAST UTILS COM 664397106 1780 42000 SH SOLE 42000 0 0 NORTHERN TR CORP COM 665859104 1547 25000 SH SOLE 25000 0 0 NORTHROP GRUMMAN CORP COM 666807102 3668 32000 SH SOLE 32000 0 0 NOVAVAX INC COM 670002104 1592 311000 SH SOLE 311000 0 0 NUCOR CORP COM 670346105 8541 160000 SH SOLE 160000 0 0 NVIDIA CORP COM 67066G104 1218 76000 SH SOLE 76000 0 0 NXSTAGE MEDICAL INC COM 67072V103 1980 198000 SH SOLE 198000 0 0 OM GROUP INC COM 670872100 3495 96000 SH SOLE 96000 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 2574 20000 SH SOLE 20000 0 0 OFG BANCORP COM 67103X102 1248 72000 SH SOLE 72000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 52438 551400 SH SOLE 551400 0 0 OCEANEERING INTL INC COM 675232102 5679 72000 SH SOLE 72000 0 0 OCWEN FINL CORP COM NEW 675746309 13874 250200 SH SOLE 250200 0 0 OFFICE DEPOT INC COM 676220106 4291 811140 SH SOLE 811140 0 0 OLD DOMINION FGHT LINES INC COM 679580100 6932 130750 SH SOLE 130750 0 0 OLD NATL BANCORP IND COM 680033107 1183 77000 SH SOLE 77000 0 0 OMNICARE INC COM 681904108 3682 61000 SH SOLE 61000 0 0 OMNICOM GROUP INC COM 681919106 3637 48900 SH SOLE 48900 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1445 48500 SH SOLE 48500 0 0 ON ASSIGNMENT INC COM 682159108 1816 52000 SH SOLE 52000 0 0 OMNIAMERICAN BANCORP INC COM 68216R107 1069 50000 SH SOLE 50000 0 0 ONCOTHYREON INC COM 682324108 1568 891000 SH SOLE 891000 0 0 ONEOK INC NEW COM 682680103 5595 89976 SH SOLE 89976 0 0 OPKO HEALTH INC COM 68375N103 1620 192000 SH SOLE 192000 0 0 ORACLE CORP COM 68389X105 31159 814400 SH SOLE 814400 0 0 ORITANI FINL CORP DEL COM 68633D103 1621 101000 SH SOLE 101000 0 0 OWENS ILL INC COM NEW 690768403 1667 46600 SH SOLE 46600 0 0 PDC ENERGY INC COM 69327R101 4524 85000 SH SOLE 85000 0 0 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SOLE 34000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 711 47000 SH SOLE 47000 0 0 PEPCO HOLDINGS INC COM 713291102 631 33000 SH SOLE 33000 0 0 PEPSICO INC COM 713448108 44099 531700 SH SOLE 531700 0 0 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 500 28100 SH SOLE 28100 0 0 PERKINELMER INC COM 714046109 701 17000 SH SOLE 17000 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 16474 1121477 PRN SOLE 1121477 0 0 PETSMART INC COM 716768106 946 13000 SH SOLE 13000 0 0 PFIZER INC COM 717081103 91081 2973583 SH SOLE 2973583 0 0 PHILIP MORRIS INTL INC COM 718172109 41404 475200 SH SOLE 475200 0 0 PHILLIPS 66 COM 718546104 6787 88000 SH SOLE 88000 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1181 71500 SH SOLE 71500 0 0 PIKE ELEC CORP COM 721283109 1586 150000 SH SOLE 150000 0 0 PINNACLE WEST CAP CORP COM 723484101 4350 82200 SH SOLE 82200 0 0 PIONEER NAT RES CO COM 723787107 9388 51000 SH SOLE 51000 0 0 PITNEY BOWES INC COM 724479100 1347 57800 SH SOLE 57800 0 0 PLANTRONICS 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77000 0 0 PROLOGIS INC COM 74340W103 18972 513453 SH SOLE 513453 0 0 PROTECTIVE LIFE CORP COM 743674103 2280 45000 SH SOLE 45000 0 0 PRUDENTIAL FINL INC COM 744320102 17319 187800 SH SOLE 187800 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2147 67000 SH SOLE 67000 0 0 PUBLIC STORAGE COM 74460D109 16632 110500 SH SOLE 110500 0 0 PULTE GROUP INC COM 745867101 1039 51000 SH SOLE 51000 0 0 QEP RES INC COM 74733V100 644 21000 SH SOLE 21000 0 0 QUALCOMM INC COM 747525103 49391 665200 SH SOLE 665200 0 0 QUANTA SVCS INC COM 74762E102 1707 54100 SH SOLE 54100 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1017 19000 SH SOLE 19000 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1634 30000 SH SOLE 30000 0 0 QUIKSILVER INC COM 74838C106 3034 346000 SH SOLE 346000 0 0 RLI CORP COM 749607107 1655 17000 SH SOLE 17000 0 0 RLJ LODGING TR COM 74965L101 1277 52500 SH SOLE 52500 0 0 RACKSPACE HOSTING INC COM 750086100 3835 98000 SH SOLE 98000 0 0 RALPH LAUREN CORP CL A 751212101 7681 43500 SH SOLE 43500 0 0 RANGE RES CORP COM 75281A109 14687 174200 SH SOLE 174200 0 0 RAYTHEON CO COM NEW 755111507 30657 338000 SH SOLE 338000 0 0 REALTY INCOME CORP COM 756109104 10284 275502 SH SOLE 275502 0 0 RED HAT INC COM 756577102 1401 25000 SH SOLE 25000 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 3603 49000 SH SOLE 49000 0 0 REGAL BELOIT CORP COM 758750103 3612 49000 SH SOLE 49000 0 0 REGENCY CTRS CORP COM 758849103 2963 63985 SH SOLE 63985 0 0 REGENERON PHARMACEUTICALS COM 75886F107 3330 12100 SH SOLE 12100 0 0 REGIONS FINL CORP NEW COM 7591EP100 2118 214200 SH SOLE 214200 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 1509 19500 SH SOLE 19500 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3413 45000 SH SOLE 45000 0 0 REPUBLIC SVCS INC COM 760759100 6740 203000 SH SOLE 203000 0 0 RETAIL PPTYS AMER INC CL A 76131V202 621 48800 SH SOLE 48800 0 0 REYNOLDS AMERICAN INC COM 761713106 2150 43000 SH SOLE 43000 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1229 68000 SH SOLE 68000 0 0 ROBERT HALF INTL INC COM 770323103 6941 165300 SH SOLE 165300 0 0 ROCK-TENN CO CL A 772739207 5040 48000 SH SOLE 48000 0 0 ROCKWELL AUTOMATION INC COM 773903109 7657 64800 SH SOLE 64800 0 0 ROCKWELL COLLINS INC COM 774341101 1567 21200 SH SOLE 21200 0 0 ROPER INDS INC NEW COM 776696106 11926 86000 SH SOLE 86000 0 0 ROSS STORES INC COM 778296103 2248 30000 SH SOLE 30000 0 0 ROUNDYS INC COM 779268101 4329 439000 SH SOLE 439000 0 0 ROVI CORP COM 779376102 3564 181000 SH SOLE 181000 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 1094 77000 SH SOLE 77000 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 3372 71850 SH SOLE 71850 0 0 RYDER SYS INC COM 783549108 664 9000 SH SOLE 9000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 5211 58000 SH SOLE 58000 0 0 SL GREEN RLTY CORP COM 78440X101 5633 60974 SH SOLE 60974 0 0 SLM CORP COM 78442P106 29108 1107600 SH SOLE 1107600 0 0 SM ENERGY CO COM 78454L100 7979 96000 SH SOLE 96000 0 0 STR HLDGS INC COM 78478V100 1021 650000 SH SOLE 650000 0 0 SVB FINL GROUP COM 78486Q101 1992 19000 SH SOLE 19000 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 497 19000 SH SOLE 19000 0 0 SAFEWAY INC COM NEW 786514208 1075 33000 SH SOLE 33000 0 0 ST JUDE MED INC COM 790849103 3581 57800 SH SOLE 57800 0 0 SALESFORCE COM INC COM 79466L302 9951 180300 SH SOLE 180300 0 0 SANDISK CORP COM 80004C101 9777 138600 SH SOLE 138600 0 0 SANOFI SPONSORED ADR 80105N105 8699 162200 SH SOLE 162200 0 0 SAUL CTRS INC COM 804395101 3293 69000 SH SOLE 69000 0 0 SCANA CORP NEW COM 80589M102 798 17000 SH SOLE 17000 0 0 SCHLUMBERGER LTD COM 806857108 43820 486300 SH SOLE 486300 0 0 SCHWAB CHARLES CORP NEW COM 808513105 6487 249500 SH SOLE 249500 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2368 46000 SH SOLE 46000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1383 16000 SH SOLE 16000 0 0 SEACOR HOLDINGS INC COM 811904101 1322 14500 SH SOLE 14500 0 0 SEALED AIR CORP NEW COM 81211K100 817 24000 SH SOLE 24000 0 0 SEMILEDS CORP COM 816645105 53 56258 SH SOLE 56258 0 0 SEMPRA ENERGY COM 816851109 2783 31000 SH SOLE 31000 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 5302 238500 SH SOLE 238500 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2814 58000 SH SOLE 58000 0 0 SHERWIN WILLIAMS CO COM 824348106 1835 10000 SH SOLE 10000 0 0 SHUTTERFLY INC COM 82568P304 2088 41000 SH SOLE 41000 0 0 SIGMA ALDRICH CORP COM 826552101 1410 15000 SH SOLE 15000 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 4501 41900 SH SOLE 41900 0 0 SILICON LABORATORIES INC COM 826919102 5024 116000 SH SOLE 116000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 45625 299846 SH SOLE 299846 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 5717 160000 SH SOLE 160000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 4170 146000 SH SOLE 146000 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 8458 117900 SH SOLE 117900 0 0 SMITH A O COM 831865209 3506 65000 SH SOLE 65000 0 0 SMUCKER J M CO COM NEW 832696405 1451 14000 SH SOLE 14000 0 0 SNAP ON INC COM 833034101 986 9000 SH SOLE 9000 0 0 SOLARWINDS INC COM 83416B109 5296 140000 SH SOLE 140000 0 0 SONIC CORP COM 835451105 1757 87000 SH SOLE 87000 0 0 SOUTHERN CO COM 842587107 7318 178000 SH SOLE 178000 0 0 SOUTHWEST AIRLS CO COM 844741108 2903 154100 SH SOLE 154100 0 0 SOUTHWEST GAS CORP COM 844895102 2214 39600 SH SOLE 39600 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2045 52000 SH SOLE 52000 0 0 SOVRAN SELF STORAGE INC COM 84610H108 3870 59390 SH SOLE 59390 0 0 SPARTAN STORES INC COM 846822104 2598 107000 SH SOLE 107000 0 0 SPECTRA ENERGY CORP COM 847560109 4075 114400 SH SOLE 114400 0 0 SPIRIT AIRLS INC COM 848577102 4768 105000 SH SOLE 105000 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 1769 180000 SH SOLE 180000 0 0 STAG INDL INC COM 85254J102 918 45000 SH SOLE 45000 0 0 STANLEY BLACK & DECKER INC COM 854502101 23650 293100 SH SOLE 293100 0 0 STAPLES INC COM 855030102 1446 91000 SH SOLE 91000 0 0 STARBUCKS CORP COM 855244109 19010 242500 SH SOLE 242500 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4711 59300 SH SOLE 59300 0 0 STATE STR CORP COM 857477103 17056 232400 SH SOLE 232400 0 0 STEEL DYNAMICS INC COM 858119100 3451 176600 SH SOLE 176600 0 0 STEIN MART INC COM 858375108 753 56000 SH SOLE 56000 0 0 STEPAN CO COM 858586100 1693 25800 SH SOLE 25800 0 0 STERICYCLE INC COM 858912108 1278 11000 SH SOLE 11000 0 0 STIFEL FINL CORP COM 860630102 973 20300 SH SOLE 20300 0 0 STILLWATER MNG CO COM 86074Q102 1283 104000 SH SOLE 104000 0 0 STONE ENERGY CORP COM 861642106 1522 44000 SH SOLE 44000 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 709 75000 SH SOLE 75000 0 0 STRYKER CORP COM 863667101 2780 37000 SH SOLE 37000 0 0 SUN CMNTYS INC COM 866674104 714 16750 SH SOLE 16750 0 0 SUN HYDRAULICS CORP COM 866942105 1086 26600 SH SOLE 26600 0 0 SUNEDISON INC COM 86732Y109 7595 582000 SH SOLE 582000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3528 263280 SH SOLE 263280 0 0 SUNTRUST BKS INC COM 867914103 2650 72000 SH SOLE 72000 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1669 130000 SH SOLE 130000 0 0 SWIFT ENERGY CO COM 870738101 2943 218000 SH SOLE 218000 0 0 SWIFT TRANSN CO CL A 87074U101 977 44000 SH SOLE 44000 0 0 SYKES ENTERPRISES INC COM 871237103 1396 64000 SH SOLE 64000 0 0 SYMANTEC CORP COM 871503108 3102 131570 SH SOLE 131570 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1585 51000 SH SOLE 51000 0 0 SYNAPTICS INC COM 87157D109 2850 55000 SH SOLE 55000 0 0 SYNOVUS FINL CORP COM 87161C105 2691 747500 SH SOLE 747500 0 0 SYNNEX CORP COM 87162W100 2224 33000 SH SOLE 33000 0 0 SYSCO CORP COM 871829107 13740 380600 SH SOLE 380600 0 0 TCF FINL CORP COM 872275102 2966 182500 SH SOLE 182500 0 0 TECO ENERGY INC COM 872375100 586 34000 SH SOLE 34000 0 0 TJX COS INC NEW COM 872540109 21037 330100 SH SOLE 330100 0 0 TW TELECOM INC COM 87311L104 3870 127000 SH SOLE 127000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 26600 1525242 SH SOLE 1525242 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1320 76000 SH SOLE 76000 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 5538 172970 SH SOLE 172970 0 0 TARGET CORP COM 87612E106 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SOLE 110000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1555 25000 SH SOLE 25000 0 0 TEXAS INSTRS INC COM 882508104 36617 833900 SH SOLE 833900 0 0 TEXTRON INC COM 883203101 1761 47900 SH SOLE 47900 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5679 51000 SH SOLE 51000 0 0 THERMON GROUP HLDGS INC COM 88362T103 1394 51000 SH SOLE 51000 0 0 THOR INDS INC COM 885160101 2209 40000 SH SOLE 40000 0 0 3M CO COM 88579Y101 14726 105000 SH SOLE 105000 0 0 TIBCO SOFTWARE INC COM 88632Q103 7621 339000 SH SOLE 339000 0 0 TIFFANY & CO NEW COM 886547108 9324 100500 SH SOLE 100500 0 0 TIME WARNER INC COM NEW 887317303 8645 124000 SH SOLE 124000 0 0 TIME WARNER CABLE INC COM 88732J207 9756 72000 SH SOLE 72000 0 0 TIMKEN CO COM 887389104 4295 78000 SH SOLE 78000 0 0 TIVO INC COM 888706108 1640 125000 SH SOLE 125000 0 0 TORCHMARK CORP COM 891027104 1016 13000 SH SOLE 13000 0 0 TORO CO COM 891092108 3752 59000 SH SOLE 59000 0 0 TOWERS WATSON & CO CL A 891894107 6763 53000 SH SOLE 53000 0 0 TOTAL SYS SVCS INC COM 891906109 8017 240900 SH SOLE 240900 0 0 TRACTOR SUPPLY CO COM 892356106 7293 94000 SH SOLE 94000 0 0 TRAVELERS COMPANIES INC COM 89417E109 9842 108700 SH SOLE 108700 0 0 TRIMBLE NAVIGATION LTD COM 896239100 2845 82000 SH SOLE 82000 0 0 TRIPADVISOR INC COM 896945201 1242 15000 SH SOLE 15000 0 0 TRUEBLUE INC COM 89785X101 1031 40000 SH SOLE 40000 0 0 TUPPERWARE BRANDS CORP COM 899896104 7657 81000 SH SOLE 81000 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 4673 350060 SH SOLE 350060 0 0 TUTOR PERINI CORP COM 901109108 3551 135000 SH SOLE 135000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 23243 660700 SH SOLE 660700 0 0 TYSON FOODS INC CL A 902494103 1372 41000 SH SOLE 41000 0 0 UDR INC COM 902653104 3740 160153 SH SOLE 160153 0 0 US BANCORP DEL COM NEW 902973304 10221 253000 SH SOLE 253000 0 0 USANA HEALTH SCIENCES INC COM 90328M107 2419 32000 SH SOLE 32000 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 1053 105000 SH SOLE 105000 0 0 ULTRATECH INC COM 904034105 2900 100000 SH SOLE 100000 0 0 UNDER ARMOUR INC CL A 904311107 2619 30000 SH SOLE 30000 0 0 UNION PAC CORP COM 907818108 38791 230900 SH SOLE 230900 0 0 UNITED PARCEL SERVICE INC CL B 911312106 24988 237800 SH SOLE 237800 0 0 UNITED STATES STL CORP NEW COM 912909108 561 19000 SH SOLE 19000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 15181 133400 SH SOLE 133400 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 4071 36000 SH SOLE 36000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 31724 421300 SH SOLE 421300 0 0 UNIVERSAL FST PRODS INC COM 913543104 2242 43000 SH SOLE 43000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6745 83000 SH SOLE 83000 0 0 UNUM GROUP COM 91529Y106 1298 37000 SH SOLE 37000 0 0 URBAN OUTFITTERS INC COM 917047102 1759 47400 SH SOLE 47400 0 0 V F CORP COM 918204108 3491 56000 SH SOLE 56000 0 0 VOXX INTL CORP CL A 91829F104 1670 100000 SH SOLE 100000 0 0 VALE S A ADR 91912E105 15473 1014600 SH SOLE 1014600 0 0 VALE S A ADR REPSTG PFD 91912E204 2639 188340 PRN SOLE 188340 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3578 71000 SH SOLE 71000 0 0 VARIAN MED SYS INC COM 92220P105 1088 14000 SH SOLE 14000 0 0 VEECO INSTRS INC DEL COM 922417100 2567 78000 SH SOLE 78000 0 0 VENTAS INC COM 92276F100 15485 270334 SH SOLE 270334 0 0 VERIFONE SYS INC COM 92342Y109 8180 305000 SH SOLE 305000 0 0 VERISIGN INC COM 92343E102 1255 21000 SH SOLE 21000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 55857 1136700 SH SOLE 1136700 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1107 14900 SH SOLE 14900 0 0 VIACOM INC NEW CL B 92553P201 5240 60000 SH SOLE 60000 0 0 VIEWPOINT FINL GROUP INC MD COM 92672A101 1071 39000 SH SOLE 39000 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 1761 136100 SH SOLE 136100 0 0 VISA INC COM CL A 92826C839 40708 182810 SH SOLE 182810 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 2121 10600 SH SOLE 10600 0 0 VMWARE INC CL A COM 928563402 7733 86200 SH SOLE 86200 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 12406 315600 SH SOLE 315600 0 0 VOLCANO CORPORATION COM 928645100 1901 87000 SH SOLE 87000 0 0 VORNADO RLTY TR SH BEN INT 929042109 9522 107247 SH SOLE 107247 0 0 VULCAN MATLS CO COM 929160109 10482 176400 SH SOLE 176400 0 0 WD-40 CO COM 929236107 1344 18000 SH SOLE 18000 0 0 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 4659 121400 SH SOLE 121400 0 0 W P CAREY INC COM 92936U109 1595 26000 SH SOLE 26000 0 0 WABTEC CORP COM 929740108 6313 85000 SH SOLE 85000 0 0 WAL-MART STORES INC COM 931142103 46773 594400 SH SOLE 594400 0 0 WALGREEN CO COM 931422109 14768 257100 SH SOLE 257100 0 0 WASHINGTON FED INC COM 938824109 1185 50900 SH SOLE 50900 0 0 WASTE CONNECTIONS INC COM 941053100 3992 91500 SH SOLE 91500 0 0 WASTE MGMT INC DEL COM 94106L109 4074 90800 SH SOLE 90800 0 0 WATERS CORP COM 941848103 10600 106000 SH SOLE 106000 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 2784 45000 SH SOLE 45000 0 0 WEBSTER FINL CORP CONN COM 947890109 2145 68800 SH SOLE 68800 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 6915 210000 SH SOLE 210000 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1919 70000 SH SOLE 70000 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2324 33000 SH SOLE 33000 0 0 WELLPOINT INC COM 94973V107 20067 217200 SH SOLE 217200 0 0 WELLS FARGO & CO NEW COM 949746101 87454 1926300 SH SOLE 1926300 0 0 WENDYS CO COM 95058W100 3104 356000 SH SOLE 356000 0 0 WESCO INTL INC COM 95082P105 1548 17000 SH SOLE 17000 0 0 WESTERN DIGITAL CORP COM 958102105 5395 64300 SH SOLE 64300 0 0 WESTERN UN CO COM 959802109 2356 136600 SH SOLE 136600 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 686 35000 SH SOLE 35000 0 0 WEX INC COM 96208T104 3169 32000 SH SOLE 32000 0 0 WEYERHAEUSER CO COM 962166104 2999 95000 SH SOLE 95000 0 0 WHIRLPOOL CORP COM 963320106 2823 18000 SH SOLE 18000 0 0 WHITING PETE CORP NEW COM 966387102 8538 138000 SH SOLE 138000 0 0 WHOLE FOODS MKT INC COM 966837106 2949 51000 SH SOLE 51000 0 0 WILEY JOHN & SONS INC CL A 968223206 2098 38000 SH SOLE 38000 0 0 WILLIAMS COS INC DEL COM 969457100 3587 93000 SH SOLE 93000 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