0000950123-14-005730.txt : 20140514 0000950123-14-005730.hdr.sgml : 20140514 20140514060316 ACCESSION NUMBER: 0000950123-14-005730 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140514 DATE AS OF CHANGE: 20140514 EFFECTIVENESS DATE: 20140514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Korea Investment CORP CENTRAL INDEX KEY: 0001441689 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13355 FILM NUMBER: 14839104 BUSINESS ADDRESS: STREET 1: 17F 18F STATE TOWER NAMSAN STREET 2: 100 TOEGYU-RO, JUNG-GU CITY: SEOUL STATE: M5 ZIP: 100-052 BUSINESS PHONE: 82-2-2179-1000 MAIL ADDRESS: STREET 1: 17F 18F STATE TOWER NAMSAN STREET 2: 100 TOEGYU-RO, JUNG-GU CITY: SEOUL STATE: M5 ZIP: 100-052 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001441689 XXXXXXXX 03-31-2014 03-31-2014 Korea Investment CORP
17F 18F STATE TOWER NAMSAN 100 TOEGYU-RO, JUNG-GU SEOUL M5 100-052
13F HOLDINGS REPORT 028-13355 N
Joy Kim Head of Operations 82-2-2179-1074 /s/ Joy Kim Seoul M5 05-14-2014 0 610 11294124 false
INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AFLAC INC COM 001055102 13951 221300 SH SOLE 221300 0 0 AGCO CORP COM 001084102 8842 160300 SH SOLE 160300 0 0 AES CORP COM 00130H105 4591 321500 SH SOLE 321500 0 0 AT&T INC COM 00206R102 86770 2474200 SH SOLE 2474200 0 0 ABBOTT LABS COM 002824100 33342 865800 SH SOLE 865800 0 0 ABBVIE INC COM 00287Y109 47226 918800 SH SOLE 918800 0 0 ADOBE SYS INC COM 00724F101 24344 370300 SH SOLE 370300 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 6983 55200 SH SOLE 55200 0 0 AETNA INC NEW COM 00817Y108 21419 285700 SH SOLE 285700 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2861 14300 SH SOLE 14300 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 5441 97300 SH SOLE 97300 0 0 AGNICO EAGLE MINES LTD COM 008474108 2465 81300 SH SOLE 81300 0 0 AGRIUM INC COM 008916108 4246 43500 SH SOLE 43500 0 0 AIR PRODS & CHEMS INC COM 009158106 10202 85700 SH SOLE 85700 0 0 AIRGAS INC COM 009363102 415 3900 SH SOLE 3900 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 2759 47400 SH SOLE 47400 0 0 ALCOA INC COM 013817101 14951 1161700 SH SOLE 1161700 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 16826 110600 SH SOLE 110600 0 0 ALLERGAN INC COM 018490102 28692 231200 SH SOLE 231200 0 0 ALLIANT ENERGY CORP COM 018802108 483 8500 SH SOLE 8500 0 0 ALLSTATE CORP COM 020002101 19933 352300 SH SOLE 352300 0 0 ALTERA CORP COM 021441100 11854 327100 SH SOLE 327100 0 0 ALTRIA GROUP INC COM 02209S103 48240 1288800 SH SOLE 1288800 0 0 AMAZON COM INC COM 023135106 70030 208100 SH SOLE 208100 0 0 AMEREN CORP COM 023608102 7078 171800 SH SOLE 171800 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 7638 208700 SH SOLE 208700 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 8203 381700 SH SOLE 381700 0 0 AMERICAN ELEC PWR INC COM 025537101 30953 611000 SH SOLE 611000 0 0 AMERICAN EXPRESS CO COM 025816109 27531 305800 SH SOLE 305800 0 0 AMERICAN INTL GROUP INC COM 026874784 30331 606500 SH SOLE 606500 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 8818 628941 SH SOLE 628941 0 0 AMERICAN TOWER CORP COM 03027X100 23669 289100 SH SOLE 289100 0 0 AMERICAN WTR WKS CO INC COM 030420103 4458 98200 SH SOLE 98200 0 0 AMERISOURCEBERGEN CORP COM 03073E105 4349 66300 SH SOLE 66300 0 0 AMERIPRISE FINL INC COM 03076C106 9807 89100 SH SOLE 89100 0 0 AMGEN INC COM 031162100 54886 445000 SH SOLE 445000 0 0 AMPHENOL CORP NEW CL A 032095101 1201 13100 SH SOLE 13100 0 0 ANADARKO PETE CORP COM 032511107 27047 319100 SH SOLE 319100 0 0 ANALOG DEVICES INC COM 032654105 2822 53100 SH SOLE 53100 0 0 ANNALY CAP MGMT INC COM 035710409 12116 1104500 SH SOLE 1104500 0 0 ANSYS INC COM 03662Q105 3350 43500 SH SOLE 43500 0 0 APACHE CORP COM 037411105 29356 353900 SH SOLE 353900 0 0 APPLE INC COM 037833100 269229 501600 SH SOLE 501600 0 0 APPLIED MATLS INC COM 038222105 15942 780700 SH SOLE 780700 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 18896 435500 SH SOLE 435500 0 0 ARROW ELECTRS INC COM 042735100 5437 91600 SH SOLE 91600 0 0 ASHLAND INC COM 044209104 6625 66600 SH SOLE 66600 0 0 ASSURANT INC COM 04621X108 8055 124000 SH SOLE 124000 0 0 AUTODESK INC COM 052769106 1151 23400 SH SOLE 23400 0 0 AUTOLIV INC COM 052800109 2800 27900 SH SOLE 27900 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 10832 140200 SH SOLE 140200 0 0 AUTOZONE INC COM 053332102 20571 38300 SH SOLE 38300 0 0 AVALONBAY CMNTYS INC COM 053484101 11307 86100 SH SOLE 86100 0 0 AVERY DENNISON CORP COM 053611109 8325 164300 SH SOLE 164300 0 0 AVNET INC COM 053807103 4690 100800 SH SOLE 100800 0 0 AVON PRODS INC COM 054303102 2130 145500 SH SOLE 145500 0 0 BB&T CORP COM 054937107 7749 192900 SH SOLE 192900 0 0 BCE INC COM 05534B760 777 18000 SH SOLE 18000 0 0 BCE INC PUT 05534B950 1583 36700 SH SOLE 36700 0 0 BAKER HUGHES INC COM 057224107 18147 279100 SH SOLE 279100 0 0 BALL CORP COM 058498106 8084 147500 SH SOLE 147500 0 0 BANK OF AMERICA CORPORATION COM 060505104 1302189 75708645 SH SOLE 75708645 0 0 BANK MONTREAL QUE COM 063671101 6754 100800 SH SOLE 100800 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 32199 912400 SH SOLE 912400 0 0 BANK N S HALIFAX COM 064149107 9119 157200 SH SOLE 157200 0 0 BARD C R INC COM 067383109 2087 14100 SH SOLE 14100 0 0 BARRICK GOLD CORP COM 067901108 3587 201200 SH SOLE 201200 0 0 BAXTER INTL INC COM 071813109 14878 202200 SH SOLE 202200 0 0 B/E AEROSPACE INC COM 073302101 1085 12500 SH SOLE 12500 0 0 BEAM INC COM 073730103 3599 43200 SH SOLE 43200 0 0 BECTON DICKINSON & CO COM 075887109 16227 138600 SH SOLE 138600 0 0 BED BATH & BEYOND INC COM 075896100 6343 92200 SH SOLE 92200 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670702 55587 444800 SH SOLE 444800 0 0 BEST BUY INC COM 086516101 12959 490700 SH SOLE 490700 0 0 BIOGEN IDEC INC COM 09062X103 34930 114200 SH SOLE 114200 0 0 BLACKROCK INC COM 09247X101 35473 112800 SH SOLE 112800 0 0 BLACKSTONE GROUP L P COM 09253U108 13599 409000 SH SOLE 409000 0 0 BLOCK H & R INC COM 093671105 3988 132100 SH SOLE 132100 0 0 BOEING CO COM 097023105 68267 544000 SH SOLE 544000 0 0 BORGWARNER INC COM 099724106 8323 135400 SH SOLE 135400 0 0 BOSTON PROPERTIES INC COM 101121101 11762 102700 SH SOLE 102700 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5841 432000 SH SOLE 432000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 49160 946300 SH SOLE 946300 0 0 BROADCOM CORP CL A 111320107 10637 337900 SH SOLE 337900 0 0 BROOKFIELD ASSET MGMT INC CL A 112585104 2476 60700 SH SOLE 60700 0 0 BROOKFIELD OFFICE PPTYS INC COM 112900105 94 4900 SH SOLE 4900 0 0 BROWN FORMAN CORP CL B 115637209 8458 94300 SH SOLE 94300 0 0 CAE INC COM 124765108 2049 155400 SH SOLE 155400 0 0 CBS CORP NEW CL B 124857202 8627 139600 SH SOLE 139600 0 0 CBRE GROUP INC CL A 12504L109 2137 77900 SH SOLE 77900 0 0 CF INDS HLDGS INC COM 125269100 12641 48500 SH SOLE 48500 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1084 20700 SH SOLE 20700 0 0 CIGNA CORP COM 125509109 22205 265200 SH SOLE 265200 0 0 CIT GROUP INC COM 125581801 3005 61300 SH SOLE 61300 0 0 CME GROUP INC COM 12572Q105 10117 136700 SH SOLE 136700 0 0 CMS ENERGY CORP COM 125896100 6412 219000 SH SOLE 219000 0 0 CSX CORP COM 126408103 8546 295000 SH SOLE 295000 0 0 CVS CAREMARK CORPORATION COM 126650100 65540 875500 SH SOLE 875500 0 0 CA INC COM 12673P105 7151 230900 SH SOLE 230900 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8897 527400 SH SOLE 527400 0 0 CAMDEN PPTY TR CO SH BEN INT 133131102 6256 92900 SH SOLE 92900 0 0 CAMECO CORP COM 13321L108 1353 59000 SH SOLE 59000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 3305 53500 SH SOLE 53500 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 4936 57200 SH SOLE 57200 0 0 CANADIAN NATL RY CO COM 136375102 7034 125000 SH SOLE 125000 0 0 CANADIAN NAT RES LTD COM 136385101 6384 166300 SH SOLE 166300 0 0 CANADIAN PAC RY LTD COM 13645T100 765 5100 SH SOLE 5100 0 0 CAPITAL ONE FINL CORP COM 14040H105 35254 456900 SH SOLE 456900 0 0 CARDINAL HEALTH INC COM 14149Y108 13422 191800 SH SOLE 191800 0 0 CARMAX INC COM 143130102 1151 24600 SH SOLE 24600 0 0 CARNIVAL CORP PAIRED CTF 143658300 5100 134700 SH SOLE 134700 0 0 CATAMARAN CORP COM 148887102 1058 23600 SH SOLE 23600 0 0 CATERPILLAR INC DEL COM 149123101 24723 248800 SH SOLE 248800 0 0 CELANESE CORP DEL COM SER A 150870103 6178 111300 SH SOLE 111300 0 0 CELGENE CORP COM 151020104 40693 291500 SH SOLE 291500 0 0 CENOVUS ENERGY INC COM 15135U109 466 16100 SH SOLE 16100 0 0 CENTURYTEL INC COM 156700106 24623 749800 SH SOLE 749800 0 0 CERNER CORP COM 156782104 13652 242700 SH SOLE 242700 0 0 CHARTER COMMUNICATIONS INC CL A 16117M305 1121 9100 SH SOLE 9100 0 0 CHENIERE ENERGY INC COM NEW 16411R208 3753 67800 SH SOLE 67800 0 0 CHESAPEAKE ENERGY CORP COM 165167107 13489 526500 SH SOLE 526500 0 0 CHEVRON CORP NEW COM 166764100 132644 1115500 SH SOLE 1115500 0 0 CHICAGO BRIDGE & IRON CO N V COM 167250109 1116 12800 SH SOLE 12800 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 11759 20700 SH SOLE 20700 0 0 CHUBB CORP COM 171232101 6733 75400 SH SOLE 75400 0 0 CHURCH & DWIGHT INC COM 171340102 7729 111900 SH SOLE 111900 0 0 CIENA CORP COM 171779309 5237 230300 SH SOLE 230300 0 0 CIMAREX ENERGY CO COM 171798101 4633 38900 SH SOLE 38900 0 0 CINCINNATI FINL CORP COM 172062101 2355 48400 SH SOLE 48400 0 0 CISCO SYS INC COM 17275R102 55507 2476900 SH SOLE 2476900 0 0 CINTAS CORP COM 172908105 1866 31300 SH SOLE 31300 0 0 CITIGROUP INC COM 172967424 80511 1691400 SH SOLE 1691400 0 0 CITRIX SYS INC COM 177376100 6622 115300 SH SOLE 115300 0 0 CLOROX CO DEL COM 189054109 6266 71200 SH SOLE 71200 0 0 COACH INC COM 189754104 4340 87400 SH SOLE 87400 0 0 COCA COLA CO COM 191216100 61129 1581200 SH SOLE 1581200 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13073 258300 SH SOLE 258300 0 0 COLGATE PALMOLIVE CO COM 194162103 22179 341900 SH SOLE 341900 0 0 COMCAST CORP NEW CL A 20030N101 76566 1530700 SH SOLE 1530700 0 0 COMCAST CORP NEW CL A SPL 20030N200 6865 140800 SH SOLE 140800 0 0 COMERICA INC COM 200340107 16472 318000 SH SOLE 318000 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2584 205600 SH SOLE 205600 0 0 COMPUTER SCIENCES CORP COM 205363104 6471 106400 SH SOLE 106400 0 0 CONCHO RES INC COM 20605P101 3908 31900 SH SOLE 31900 0 0 CONOCOPHILLIPS COM 20825C104 45791 650900 SH SOLE 650900 0 0 CONSOLIDATED EDISON INC COM 209115104 6105 113800 SH SOLE 113800 0 0 CONSTELLATION BRANDS INC CL A 21036P108 15133 178100 SH SOLE 178100 0 0 CONTINENTAL RESOURCES INC COM 212015101 907 7300 SH SOLE 7300 0 0 CORNING INC COM 219350105 19460 934700 SH SOLE 934700 0 0 COSTCO WHSL CORP NEW COM 22160K105 30891 276600 SH SOLE 276600 0 0 CRESCENT PT ENERGY CORP COM ADDED 22576C101 366 10000 SH SOLE 10000 0 0 CROWN CASTLE INTL CORP COM 228227104 5187 70300 SH SOLE 70300 0 0 CROWN HOLDINGS INC COM 228368106 1154 25800 SH SOLE 25800 0 0 CUMMINS INC COM 231021106 6302 42300 SH SOLE 42300 0 0 DTE ENERGY CO COM 233331107 6396 86100 SH SOLE 86100 0 0 DANAHER CORP DEL COM 235851102 15068 200900 SH SOLE 200900 0 0 DARDEN RESTAURANTS INC COM 237194105 2645 52100 SH SOLE 52100 0 0 DAVITA INC COM 23918K108 6327 91900 SH SOLE 91900 0 0 DEERE & CO COM 244199105 13411 147700 SH SOLE 147700 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 11615 335200 SH SOLE 335200 0 0 DENBURY RES INC COM COM NEW 247916208 6735 410700 SH SOLE 410700 0 0 DEVON ENERGY CORP NEW COM 25179M103 19778 295500 SH SOLE 295500 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4110 84300 SH SOLE 84300 0 0 DICKS SPORTING GOODS INC COM 253393102 10594 194000 SH SOLE 194000 0 0 DIGITAL RLTY TR INC COM 253868103 7882 148500 SH SOLE 148500 0 0 DISNEY WALT CO COM 254687106 84362 1053600 SH SOLE 1053600 0 0 DISCOVER FINL SVCS COM 254709108 26686 458600 SH SOLE 458600 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 8138 98400 SH SOLE 98400 0 0 DISH NETWORK CORP CL A 25470M109 10557 169700 SH SOLE 169700 0 0 DIRECTV COM 25490A309 38134 499000 SH SOLE 499000 0 0 DOLLAR GEN CORP COM 256677105 17920 323000 SH SOLE 323000 0 0 DOLLAR TREE INC COM 256746108 8923 171000 SH SOLE 171000 0 0 DOMINION RES INC VA NEW COM 25746U109 25088 353400 SH SOLE 353400 0 0 DOVER CORP COM 260003108 4030 49300 SH SOLE 49300 0 0 DOW CHEM CO COM 260543103 38692 796300 SH SOLE 796300 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 8000 146900 SH SOLE 146900 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 37173 554000 SH SOLE 554000 0 0 DUKE REALTY CORP COM NEW 264411505 616 36500 SH SOLE 36500 0 0 DUKE ENERGY CORP COM 26441C204 35938 504600 SH SOLE 504600 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1719 17300 SH SOLE 17300 0 0 E M C CORP MASS COM 268648102 25028 913100 SH SOLE 913100 0 0 EOG RES INC COM 26875P101 42510 216700 SH SOLE 216700 0 0 EQT CORP COM 26884L109 1862 19200 SH SOLE 19200 0 0 EASTMAN CHEM CO COM 277432100 336 3900 SH SOLE 3900 0 0 EBAY INC COM 278642103 27951 506000 SH SOLE 506000 0 0 ECOLAB INC COM 278865100 6436 59600 SH SOLE 59600 0 0 EDISON INTL COM 281020107 7320 129300 SH SOLE 129300 0 0 ELECTRONIC ARTS INC COM 285512109 9335 321800 SH SOLE 321800 0 0 EMERSON ELEC CO COM 291011104 26940 403300 SH SOLE 403300 0 0 ENCANA CORP COM 292505104 4282 200200 SH SOLE 200200 0 0 ENBRIDGE INC COM 29250N105 9021 198300 SH SOLE 198300 0 0 ENERGIZER HLDGS INC COM 29266R108 2760 27400 SH SOLE 27400 0 0 ENERPLUS CORP COM 292766102 651 32500 SH SOLE 32500 0 0 ENTERGY CORP NEW COM 29364G103 11692 174900 SH SOLE 174900 0 0 EQUIFAX INC COM 294429105 1054 15500 SH SOLE 15500 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5735 98900 SH SOLE 98900 0 0 EXELON CORP COM 30161N101 14307 426300 SH SOLE 426300 0 0 EXPEDITORS INTL WASH INC COM 302130109 1086 27400 SH SOLE 27400 0 0 EXPRESS SCRIPTS HLDG CO COM ADDED COM 30219G108 32649 434800 SH SOLE 434800 0 0 EXXON MOBIL CORP COM 30231G102 203311 2081400 SH SOLE 2081400 0 0 FACEBOOK INC CL A 30303M102 60999 1012600 SH SOLE 1012600 0 0 FAMILY DLR STORES INC COM 307000109 7541 130000 SH SOLE 130000 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2053 17900 SH SOLE 17900 0 0 FEDEX CORP COM 31428X106 24060 181500 SH SOLE 181500 0 0 F5 NETWORKS INC COM 315616102 13809 129500 SH SOLE 129500 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 2341 43800 SH SOLE 43800 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 2716 86400 SH SOLE 86400 0 0 FIFTH THIRD BANCORP COM 316773100 6814 296900 SH SOLE 296900 0 0 FIRSTENERGY CORP COM 337932107 7595 223200 SH SOLE 223200 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 3154 27400 SH SOLE 27400 0 0 FLUOR CORP NEW COM 343412102 4190 53900 SH SOLE 53900 0 0 FLOWSERVE CORP COM 34354P105 1097 14000 SH SOLE 14000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 21856 1401000 SH SOLE 1401000 0 0 FOREST LABS INC COM 345838106 1882 20400 SH SOLE 20400 0 0 FORTINET INC COM 34959E109 6664 302500 SH SOLE 302500 0 0 FOSSIL GROUP INC COM 34988V106 4828 41400 SH SOLE 41400 0 0 FRANCO NEVADA CORP COM 351858105 617 13400 SH SOLE 13400 0 0 FRANKLIN RES INC COM 354613101 9097 167900 SH SOLE 167900 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 23906 722900 SH SOLE 722900 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 6270 1100000 SH SOLE 1100000 0 0 GAMESTOP CORP NEW CL A 36467W109 6560 159600 SH SOLE 159600 0 0 GAP INC DEL COM 364760108 7675 191600 SH SOLE 191600 0 0 GENERAL DYNAMICS CORP COM 369550108 13724 126000 SH SOLE 126000 0 0 GENERAL ELECTRIC CO COM 369604103 126869 4900300 SH SOLE 4900300 0 0 GENERAL GROWTH PPTYS INC COM 370023103 2134 97000 SH SOLE 97000 0 0 GENERAL MLS INC COM 370334104 10006 193100 SH SOLE 193100 0 0 GENERAL MTRS CO COM 37045V100 27023 785100 SH SOLE 785100 0 0 GENUINE PARTS CO COM 372460105 3161 36400 SH SOLE 36400 0 0 GILEAD SCIENCES INC COM 375558103 75934 1071600 SH SOLE 1071600 0 0 GILDAN ACTIVEWEAR INC COM 375916103 1428 28300 SH SOLE 28300 0 0 GOLDCORP INC COM 380956409 3329 136000 SH SOLE 136000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 31361 191400 SH SOLE 191400 0 0 GOOGLE INC CL A 38259P508 182557 163800 SH SOLE 163800 0 0 GRAINGER W W INC COM 384802104 6999 27700 SH SOLE 27700 0 0 GROUPE CGI INC CL A 39945C109 1998 64600 SH SOLE 64600 0 0 HCA HOLDINGS INC COM 40412C101 7004 133400 SH SOLE 133400 0 0 HCP INC COM 40414L109 8658 223200 SH SOLE 223200 0 0 HALLIBURTON CO COM 406216101 25264 429000 SH SOLE 429000 0 0 HARLEY DAVIDSON INC COM 412822108 1132 17000 SH SOLE 17000 0 0 HARRIS CORP DEL COM 413875105 4075 55700 SH SOLE 55700 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 12041 341400 SH SOLE 341400 0 0 HASBRO INC COM 418056107 3816 68600 SH SOLE 68600 0 0 HEALTH CARE REIT INC COM 42217K106 3892 65300 SH SOLE 65300 0 0 HELMERICH & PAYNE INC COM 423452101 3431 31900 SH SOLE 31900 0 0 HERSHEY CO COM 427866108 7402 70900 SH SOLE 70900 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1103 41400 SH SOLE 41400 0 0 HESS CORP COM 42809H107 10882 131300 SH SOLE 131300 0 0 HEWLETT PACKARD CO COM 428236103 47178 1457900 SH SOLE 1457900 0 0 HOLLYFRONTIER CORP COM 436106108 2289 48100 SH SOLE 48100 0 0 HOLOGIC INC COM 436440101 8548 397600 SH SOLE 397600 0 0 HOME DEPOT INC COM 437076102 44020 556300 SH SOLE 556300 0 0 HONEYWELL INTL INC COM 438516106 56741 611700 SH SOLE 611700 0 0 HORMEL FOODS CORP COM 440452100 1769 35900 SH SOLE 35900 0 0 HOSPIRA INC COM 441060100 1834 42400 SH SOLE 42400 0 0 HOST HOTELS & RESORTS INC COM 44107P104 3929 194100 SH SOLE 194100 0 0 HUMANA INC COM 444859102 2052 18200 SH SOLE 18200 0 0 HUNT J B TRANS SVCS INC COM 445658107 1093 15200 SH SOLE 15200 0 0 ILLINOIS TOOL WKS INC COM 452308109 18698 229900 SH SOLE 229900 0 0 ILLUMINA INC COM 452327109 7418 49900 SH SOLE 49900 0 0 IMPERIAL OIL LTD COM 453038408 3643 78100 SH SOLE 78100 0 0 INTEL CORP COM 458140100 61947 2400100 SH SOLE 2400100 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 507 8500 SH SOLE 8500 0 0 INTERCONTINENTALEXCHANGE GRO COM 45866F104 13442 67945 SH SOLE 67945 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 92145 478700 SH SOLE 478700 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 9232 96500 SH SOLE 96500 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 6051 430400 SH SOLE 430400 0 0 INTL PAPER CO COM 460146103 8667 188900 SH SOLE 188900 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2638 153900 SH SOLE 153900 0 0 NTUIT COM 461202103 17761 228500 SH SOLE 228500 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2146 4900 SH SOLE 4900 0 0 IRON MTN INC COM 462846106 5249 190400 SH SOLE 190400 0 0 ISHARES MSCI BRZ CAP ETF 464286400 141917 3152300 SH SOLE 3152300 0 0 ISHARES MSCI STH AFR ETF 464286780 60 900 SH SOLE 900 0 0 ISHARES MSCI MEX CAP ETF 464286822 52311 818000 SH SOLE 818000 0 0 ISHARES MBS ETF 464288588 53065 500000 SH SOLE 500000 0 0 JDS UNIPHASE CORP COM 46612J507 5012 358000 SH SOLE 358000 0 0 JPMORGAN & CHASE & CO COM 46625H100 144909 2386900 SH SOLE 2386900 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1118 17600 SH SOLE 17600 0 0 JOHNSON & JOHNSON COM 478160104 144614 1472200 SH SOLE 1472200 0 0 JOHNSON CTLS INC COM 478366107 8858 187200 SH SOLE 187200 0 0 JUNIPER NETWORKS INC COM 48203R104 19750 766700 SH SOLE 766700 0 0 KBR INC COM 48242W106 1638 61400 SH SOLE 61400 0 0 KLA-TENCOR CORP COM 482480100 2793 40400 SH SOLE 40400 0 0 KELLOGG CO COM 487836108 1229 19600 SH SOLE 19600 0 0 KEURIG GREEN MTN INC COM 49271M100 7486 70900 SH SOLE 70900 0 0 KEYCORP NEW COM 493267108 15107 1060900 SH SOLE 1060900 0 0 KIMBERLY CLARK CORP COM 494368103 15435 140000 SH SOLE 140000 0 0 KIMCO REALTY CORP COM 49446R109 6588 301100 SH SOLE 301100 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 4082 56956 SH SOLE 56956 0 0 KINDER MORGAN INC COM 49456B101 10348 318500 SH SOLE 318500 0 0 KINROSS GOLD CORP COM 496902404 2999 724300 SH SOLE 724300 0 0 KOHLS CORP COM 500255104 11428 201200 SH SOLE 201200 0 0 KRAFT FOODS GROUP INC COM 50076Q106 30064 535900 SH SOLE 535900 0 0 KROGER CO COM 501044101 7966 182500 SH SOLE 182500 0 0 LKQ CORP COM 501889208 2269 86100 SH SOLE 86100 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 15714 133000 SH SOLE 133000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 717 7300 SH SOLE 7300 0 0 LAM RESEARCH CORP COM 512807108 3971 72200 SH SOLE 72200 0 0 LAS VEGAS SANDS CORP COM 517834107 24638 305000 SH SOLE 305000 0 0 LAUDER ESTEE COS INC CL A 518439104 24298 363300 SH SOLE 363300 0 0 LEIDOS HLDGS INC COM 525327102 1959 55400 SH SOLE 55400 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N308 5914 151100 SH SOLE 151100 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 2598 90000 SH SOLE 90000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 4321 116900 SH SOLE 116900 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 10772 82400 SH SOLE 82400 0 0 LILLY ELI & CO COM 532457108 37729 641000 SH SOLE 641000 0 0 LINCOLN NATL CORP IND COM 534187109 16843 332400 SH SOLE 332400 0 0 LINEAR TECHNOLOGY CORP COM 535678106 341 7000 SH SOLE 7000 0 0 LINKEDIN CORP COM CL A 53578A108 1073 5800 SH SOLE 5800 0 0 LOCKHEED MARTIN CORP COM 539830109 28698 175800 SH SOLE 175800 0 0 LOEWS CORP COM 540424108 2145 48700 SH SOLE 48700 0 0 LORILLARD INC COM 544147101 12974 239900 SH SOLE 239900 0 0 LOWES COS INC COM 548661107 40533 828900 SH SOLE 828900 0 0 LULULEMON ATHLETICA INC COM 550021109 1152 21900 SH SOLE 21900 0 0 M & T BK CORP COM 55261F104 1953 16100 SH SOLE 16100 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2581 99800 SH SOLE 99800 0 0 MACERICH CO COM 554382101 854 13700 SH SOLE 13700 0 0 MACYS INC COM 55616P104 21344 360000 SH SOLE 360000 0 0 MAGNA INTL INC COM 559222401 4420 45900 SH SOLE 45900 0 0 MANPOWER INC COM 56418H100 4076 51700 SH SOLE 51700 0 0 MANULIFE FINL CORP COM 56501R106 5121 265100 SH SOLE 265100 0 0 MARATHON OIL CORP COM 565849106 9239 260100 SH SOLE 260100 0 0 MARATHON PETE CORP COM 56585A102 16155 185600 SH SOLE 185600 0 0 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 2151 89700 SH SOLE 89700 0 0 MARSH & MCLENNAN COS INC COM 571748102 8790 178300 SH SOLE 178300 0 0 MARRIOTT INTL INC NEW CL A 571903202 20218 360900 SH SOLE 360900 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1566 12200 SH SOLE 12200 0 0 MASCO CORP COM 574599106 1075 48400 SH SOLE 48400 0 0 MASTERCARD INC CL A 57636Q104 42930 574700 SH SOLE 574700 0 0 MATTEL INC COM 577081102 1135 28300 SH SOLE 28300 0 0 MCDONALDS CORP COM 580135101 35516 362300 SH SOLE 362300 0 0 MCGRAW HILL COS INC COM 580645109 8675 113700 SH SOLE 113700 0 0 MCKESSON CORP COM 58155Q103 28887 163600 SH SOLE 163600 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 11074 133200 SH SOLE 133200 0 0 MEDTRONIC INC COM 585055106 43589 708300 SH SOLE 708300 0 0 MERCK & CO INC NEW CALL ADDED 58933Y105 98672 1738100 SH SOLE 1738100 0 0 METHANEX CORP COM 59151K108 974 15200 SH SOLE 15200 0 0 METLIFE INC COM 59156R108 45535 862400 SH SOLE 862400 0 0 METTLER TOLEDO INTERNATIONAL COM COM 592688105 566 2400 SH SOLE 2400 0 0 MICROSOFT CORP COM 594918104 195969 4780900 SH SOLE 4780900 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1218 25500 SH SOLE 25500 0 0 MICRON TECHNOLOGY INC COM 595112103 30264 1279100 SH SOLE 1279100 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 9726 556100 SH SOLE 556100 0 0 MOHAWK INDS INC COM 608190104 1156 8500 SH SOLE 8500 0 0 MONDELEZ INTL INC CL A CL A 609207105 13281 384400 SH SOLE 384400 0 0 MONSANTO CO NEW COM 61166W101 33380 293400 SH SOLE 293400 0 0 MONSTER BEVERAGE CORP COM COM 611740101 21398 308100 SH SOLE 308100 0 0 MOODYS CORP COM 615369105 6885 86800 SH SOLE 86800 0 0 MORGAN STANLEY COM NEW 617446448 43778 1404500 SH SOLE 1404500 0 0 MOSAIC CO COM 61945C103 1375 27500 SH SOLE 27500 0 0 MURPHY OIL CORP COM 626717102 8813 140200 SH SOLE 140200 0 0 MYLAN INC COM COM 628530107 14996 307100 SH SOLE 307100 0 0 NRG ENERGY INC COM NEW 629377508 12383 389400 SH SOLE 389400 0 0 NASDAQ OMX GROUP INC COM 631103108 1223 33100 SH SOLE 33100 0 0 NATIONAL OILWELL VARCO INC COM 637071101 8161 104800 SH SOLE 104800 0 0 NETAPP INC COM 64110D104 12734 345100 SH SOLE 345100 0 0 NETFLIX INC COM 64110L106 4048 11500 SH SOLE 11500 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 4165 259200 SH SOLE 259200 0 0 NEWMONT MINING CORP COM 651639106 7496 319800 SH SOLE 319800 0 0 NEWS CORP NEW CL A ADDED 65249B109 2762 160374 SH SOLE 160374 0 0 NEXTERA ENERGY INC COM 65339F101 36900 385900 SH SOLE 385900 0 0 NIKE INC CL B 654106103 20865 282500 SH SOLE 282500 0 0 NISOURCE INC COM 65473P105 5997 168800 SH SOLE 168800 0 0 NOBLE ENERGY INC COM 655044105 6891 97000 SH SOLE 97000 0 0 NORDSTROM INC COM 655664100 3247 52000 SH SOLE 52000 0 0 NORFOLK SOUTHERN CORP COM 655844108 20425 210200 SH SOLE 210200 0 0 NORTHEAST UTILS COM 664397106 3308 72700 SH SOLE 72700 0 0 NORTHERN TR CORP COM 665859104 1882 28700 SH SOLE 28700 0 0 NORTHROP GRUMMAN CORP COM 666807102 23023 186600 SH SOLE 186600 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 5269 306900 SH SOLE 306900 0 0 NUCOR CORP COM 670346105 4756 94100 SH SOLE 94100 0 0 NVIDIA CORP COM 67066G104 11210 625900 SH SOLE 625900 0 0 OGE ENERGY CORP COM 670837103 1206 32800 SH SOLE 32800 0 0 O REILLY AUTOMOTIVE INC COM ADDED 67103H107 3932 26500 SH SOLE 26500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 54906 576200 SH SOLE 576200 0 0 OCWEN FINL CORP COM 675746309 690 17600 SH SOLE 17600 0 0 OMNICARE INC COM 681904108 2542 42600 SH SOLE 42600 0 0 OMNICOM GROUP INC COM 681919106 2621 36100 SH SOLE 36100 0 0 ONEOK INC NEW COM 682680103 901 15200 SH SOLE 15200 0 0 OPEN TEXT CORP COM 683715106 2546 53200 SH SOLE 53200 0 0 ORACLE CORP COM 68389X105 75786 1852500 SH SOLE 1852500 0 0 OWENS ILL INC COM NEW 690768403 2828 83600 SH SOLE 83600 0 0 PG&E CORP COM 69331C108 2795 64700 SH SOLE 64700 0 0 PNC FINL SVCS GROUP INC COM 693475105 23516 270300 SH SOLE 270300 0 0 PPG INDS INC COM 693506107 24608 127200 SH SOLE 127200 0 0 PPL CORP COM 69351T106 6886 207800 SH SOLE 207800 0 0 PACCAR INC COM 693718108 4842 71800 SH SOLE 71800 0 0 PALL CORP COM 696429307 6827 76300 SH SOLE 76300 0 0 PARKER HANNIFIN CORP COM 701094104 10187 85100 SH SOLE 85100 0 0 PAYCHEX INC COM 704326107 38 900 SH SOLE 900 0 0 PEABODY ENERGY CORP COM 704549104 8311 508600 SH SOLE 508600 0 0 PEMBINA PIPELINE CORP COM 706327103 1791 47100 SH SOLE 47100 0 0 PENGROWTH ENERGY CORP COM 70706P104 2291 378000 SH SOLE 378000 0 0 PENN WEST PETE LTD COM 707887105 296 35400 SH SOLE 35400 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 3240 217900 SH SOLE 217900 0 0 PEPCO HOLDINGS INC COM 713291102 1980 96700 SH SOLE 96700 0 0 PEPSICO INC COM 713448108 68103 815600 SH SOLE 815600 0 0 PETSMART INC COM 716768106 4671 67800 SH SOLE 67800 0 0 PHARMACYCLICS INC COM 716933106 3538 35300 SH SOLE 35300 0 0 PFIZER INC COM 717081103 110220 3431500 SH SOLE 3431500 0 0 PHILIP MORRIS INTL INC COM 718172109 46322 565800 SH SOLE 565800 0 0 PHILLIPS 66 COM 718546104 24012 311600 SH SOLE 311600 0 0 PINNACLE WEST CAP CORP COM 723484101 1886 34500 SH SOLE 34500 0 0 PIONEER NAT RES CO COM 723787107 973 5200 SH SOLE 5200 0 0 PLUM CREEK TIMBER CO INC COM 729251108 820 19500 SH SOLE 19500 0 0 POLARIS INDS INC COM 731068102 3060 21900 SH SOLE 21900 0 0 POTASH CORP SASK INC COM 73755L107 4065 112200 SH SOLE 112200 0 0 PRAXAIR INC COM 74005P104 23601 180200 SH SOLE 180200 0 0 PRECISION CASTPARTS CORP COM 740189105 20752 82100 SH SOLE 82100 0 0 PRICE T ROWE GROUP INC COM 74144T108 18315 222400 SH SOLE 222400 0 0 PRICELINE COM INC COM COM 741503403 36472 30600 SH SOLE 30600 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5749 125000 SH SOLE 125000 0 0 PROCTER & GAMBLE CO COM 742718109 120586 1496100 SH SOLE 1496100 0 0 PROGRESSIVE CORP OHIO COM 743315103 552 22800 SH SOLE 22800 0 0 PROLOGIS INC COM 74340W103 14127 346000 SH SOLE 346000 0 0 PRUDENTIAL FINL INC COM 744320102 28053 331400 SH SOLE 331400 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 16206 424900 SH SOLE 424900 0 0 PUBLIC STORAGE COM 74460D109 11019 65400 SH SOLE 65400 0 0 PULTE HOMES INC COM 745867101 6521 339800 SH SOLE 339800 0 0 QEP RES INC COM 74733V100 13987 475100 SH SOLE 475100 0 0 QUALCOMM INC COM 747525103 65067 825100 SH SOLE 825100 0 0 QUANTA SVCS INC COM 74762E102 2638 71500 SH SOLE 71500 0 0 QUEST DIAGNOSTICS INC COM 74834L100 492 8500 SH SOLE 8500 0 0 RALPH LAUREN CORP CL A 751212101 1223 7600 SH SOLE 7600 0 0 RANGE RES CORP COM 75281A109 13366 161100 SH SOLE 161100 0 0 RAYONIER INC COM 754907103 2975 64800 SH SOLE 64800 0 0 RAYTHEON CO COM NEW 755111507 21576 218400 SH SOLE 218400 0 0 REALOGY HLDGS CORP COM 75605Y106 52 1200 SH SOLE 1200 0 0 REALTY INCOME CORP COM 756109104 4760 116500 SH SOLE 116500 0 0 REGENCY CTRS CORP COM 758849103 3370 66000 SH SOLE 66000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 3483 11600 SH SOLE 11600 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 19281 1735500 SH SOLE 1735500 0 0 REPUBLIC SVCS INC COM 760759100 2132 62400 SH SOLE 62400 0 0 RESMED INC COM 761152107 6918 154800 SH SOLE 154800 0 0 REYNOLDS AMERICAN INC COM 761713106 7719 144500 SH SOLE 144500 0 0 ROBERT HALF INTL INC COM 770323103 1099 26200 SH SOLE 26200 0 0 ROCK-TENN CO CL A 772739207 32 300 SH SOLE 300 0 0 ROCKWELL AUTOMATION INC COM 773903109 10151 81500 SH SOLE 81500 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 2054 49500 SH SOLE 49500 0 0 ROPER INDS INC NEW COM 776696106 1055 7900 SH SOLE 7900 0 0 ROSS STORES INC COM 778296103 3155 44100 SH SOLE 44100 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 12574 190400 SH SOLE 190400 0 0 SBA COMMUNICATIONS CORP COM 78388J106 4730 52000 SH SOLE 52000 0 0 SEI INVESTMENTS CO COM 784117103 3290 97900 SH SOLE 97900 0 0 SLM CORP CALL 78442P106 4071 166300 SH SOLE 166300 0 0 SAFEWAY INC COM NEW 786514208 11869 321300 SH SOLE 321300 0 0 ST JUDE MED INC COM 790849103 13987 213900 SH SOLE 213900 0 0 SALESFORCE COM INC COM 79466L302 4048 70900 SH SOLE 70900 0 0 SANDISK CORP COM 80004C101 23099 284500 SH SOLE 284500 0 0 SANOFI RIGHT 12/31/2020 ADDED 80105N113 16 49700 SH SOLE 49700 0 0 SCANA CORP NEW COM 80589M102 2468 48100 SH SOLE 48100 0 0 SCHLUMBERGER LTD COM 806857108 94429 968500 SH SOLE 968500 0 0 SCHWAB CHARLES CORP NEW COM 808513105 17652 645900 SH SOLE 645900 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3856 50800 SH SOLE 50800 0 0 SEALED AIR CORP NEW COM 81211K100 4681 142400 SH SOLE 142400 0 0 SEMPRA ENERGY COM 816851109 6241 64500 SH SOLE 64500 0 0 SERVICENOW INC COM 81762P102 18 300 SH SOLE 300 0 0 SHAW COMMUNICATIONS INC CL B 82028K200 1684 70400 SH SOLE 70400 0 0 SHERWIN WILLIAMS CO COM 824348106 11867 60200 SH SOLE 60200 0 0 SIGMA ALDRICH CORP COM 826552101 1578 16900 SH SOLE 16900 0 0 SILVER WHEATON CORP COM 828336107 1568 69000 SH SOLE 69000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 15301 93300 SH SOLE 93300 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 12873 343100 SH SOLE 343100 0 0 SMUCKER J M CO COM NEW 832696405 8849 91000 SH SOLE 91000 0 0 SOUTHERN CO COM 842587107 11165 254100 SH SOLE 254100 0 0 SOUTHERN COPPER CORP COM 84265V105 5307 182300 SH SOLE 182300 0 0 SOUTHWEST AIRLS CO COM 844741108 18442 781100 SH SOLE 781100 0 0 SOUTHWESTERN ENERGY CO COM 845467109 8328 181000 SH SOLE 181000 0 0 SPECTRA ENERGY CORP COM 847560109 24920 674600 SH SOLE 674600 0 0 SPRINT CORP COM SER 1 ADDED 85207U105 1739 189200 SH SOLE 189200 0 0 STANLEY BLACK & DECKER INC COM 854502101 10009 123200 SH SOLE 123200 0 0 STAPLES INC COM 855030102 7599 670100 SH SOLE 670100 0 0 STARBUCKS CORP COM 855244109 31502 429300 SH SOLE 429300 0 0 STATE STR CORP COM 857477103 21839 314000 SH SOLE 314000 0 0 STERICYCLE INC COM 858912108 2591 22800 SH SOLE 22800 0 0 STRYKER CORP COM 863667101 15512 190400 SH SOLE 190400 0 0 SUN LIFE FINL INC COM 866796105 3264 94100 SH SOLE 94100 0 0 SUNCOR ENERGY INC COM 867224107 13286 379800 SH SOLE 379800 0 0 SUNTRUST BKS INC COM 867914103 7660 192500 SH SOLE 192500 0 0 SUPERIOR ENERGY SVCS INC COM COM 868157108 5604 182200 SH SOLE 182200 0 0 SYMANTEC CORP COM 871503108 13436 672800 SH SOLE 672800 0 0 SYSCO CORP COM 871829107 12440 344300 SH SOLE 344300 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 15590 459200 SH SOLE 459200 0 0 TJX COS INC NEW COM 872540109 30549 503700 SH SOLE 503700 0 0 T-MOBILE US INC COM 872590104 3267 98900 SH SOLE 98900 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1167 14300 SH SOLE 14300 0 0 TALISMAN ENERGY INC COM 87425E103 1101 110300 SH SOLE 110300 0 0 TARGET CORP COM 87612E106 8580 141800 SH SOLE 141800 0 0 TECK RESOURCES LTD CL B 878742204 1595 73800 SH SOLE 73800 0 0 TELUS CORP COM 87971M103 1465 40800 SH SOLE 40800 0 0 TESORO CORP COM 881609101 2975 58800 SH SOLE 58800 0 0 TESLA MTRS INC COM 88160R101 7358 35300 SH SOLE 35300 0 0 TEXAS INSTRS INC COM 882508104 13612 288700 SH SOLE 288700 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 32669 271700 SH SOLE 271700 0 0 THOMSON REUTERS CORP COM 884903105 1270 37100 SH SOLE 37100 0 0 3M CO COM 88579Y101 41526 306100 SH SOLE 306100 0 0 TIFFANY & CO NEW COM 886547108 3980 46200 SH SOLE 46200 0 0 TIM HORTONS INC COM 88706M103 1230 22200 SH SOLE 22200 0 0 TIME WARNER INC COM NEW 887317303 17920 274300 SH SOLE 274300 0 0 TIME WARNER CABLE INC COM 88732J207 21153 154200 SH SOLE 154200 0 0 TORCHMARK CORP COM 891027104 1487 18900 SH SOLE 18900 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 16407 349400 SH SOLE 349400 0 0 TOTAL SYS SVCS INC COM 891906109 2293 75400 SH SOLE 75400 0 0 TRACTOR SUPPLY CO COM 892356106 5114 72400 SH SOLE 72400 0 0 TRANSCANADA CORP COM 89353D107 3624 79600 SH SOLE 79600 0 0 TRAVELERS COMPANIES INC COM 89417E109 14076 165400 SH SOLE 165400 0 0 TRIPADVISOR INC COM 896945201 2093 23100 SH SOLE 23100 0 0 TWENTY FIRST CENTY FOX INC CL A ADDED 90130A101 19911 622800 SH SOLE 622800 0 0 TWENTY FIRST CENTY FOX INC CL B ADDED 90130A200 2082 66900 SH SOLE 66900 0 0 TYSON FOODS INC CL A 902494103 21767 494600 SH SOLE 494600 0 0 UDR INC COM 902653104 535 20700 SH SOLE 20700 0 0 US BANCORP DEL COM NEW 902973304 30503 711700 SH SOLE 711700 0 0 ULTA SALON COSMETCS & FRAG I COM COM 90384S303 9202 94400 SH SOLE 94400 0 0 UNDER ARMOUR INC CL A 904311107 6099 53200 SH SOLE 53200 0 0 UNION PAC CORP COM 907818108 68064 362700 SH SOLE 362700 0 0 UNITED CONTL HLDGS INC COM ADDED 910047109 5570 124800 SH SOLE 124800 0 0 UNITED PARCEL SERVICE INC CL B 911312106 52420 538300 SH SOLE 538300 0 0 UNITED RENTALS INC COM 911363109 19871 209300 SH SOLE 209300 0 0 UNITED TECHNOLOGIES CORP COM 913017109 70922 607000 SH SOLE 607000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 47243 576200 SH SOLE 576200 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 4571 55700 SH SOLE 55700 0 0 UNUM GROUP COM 91529Y106 16101 456000 SH SOLE 456000 0 0 URBAN OUTFITTERS INC COM 917047102 4216 115600 SH SOLE 115600 0 0 V F CORP COM 918204108 7945 128400 SH SOLE 128400 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 7102 53900 SH SOLE 53900 0 0 VALERO ENERGY CORP NEW COM 91913Y100 22477 423300 SH SOLE 423300 0 0 VENTAS INC COM 92276F100 7008 115700 SH SOLE 115700 0 0 VERISIGN INC COM 92343E102 4049 75100 SH SOLE 75100 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 110014 2312666 SH SOLE 2312666 0 0 VERISK ANALYTICS INC CL A 92345Y106 1037 17300 SH SOLE 17300 0 0 VERMILION ENERGY INC COM 923725105 1514 24200 SH SOLE 24200 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 3154 44600 SH SOLE 44600 0 0 VIACOM INC NEW CL B 92553P201 17074 200900 SH SOLE 200900 0 0 VISA INC COM CL A 92826C839 68751 318500 SH SOLE 318500 0 0 VMWARE INC CL A COM 928563402 1318 12200 SH SOLE 12200 0 0 VORNADO RLTY TR SH BEN INT 929042109 3203 32500 SH SOLE 32500 0 0 VULCAN MATLS CO COM 929160109 851 12800 SH SOLE 12800 0 0 WAL MART STORES INC COM 931142103 49122 642700 SH SOLE 642700 0 0 WALGREEN CO COM 931422109 36541 553400 SH SOLE 553400 0 0 WASTE MGMT INC DEL COM 94106L109 8557 203400 SH SOLE 203400 0 0 WELLPOINT INC COM 94973V107 13370 134300 SH SOLE 134300 0 0 WELLS FARGO & CO NEW COM 949746101 135308 2720300 SH SOLE 2720300 0 0 WESTERN DIGITAL CORP COM 958102105 14094 153500 SH SOLE 153500 0 0 WESTERN UN CO COM 959802109 11339 693100 SH SOLE 693100 0 0 WEYERHAEUSER CO COM 962166104 1338 45600 SH SOLE 45600 0 0 WHIRLPOOL CORP COM 963320106 19236 128700 SH SOLE 128700 0 0 WHITING PETE CORP COM 966387102 909 13100 SH SOLE 13100 0 0 WHOLE FOODS MKT INC COM 966837106 20517 404600 SH SOLE 404600 0 0 WILLIAMS COS INC DEL COM 969457100 3802 93700 SH SOLE 93700 0 0 WINDSTREAM HLDGS INC COM 97382A101 702 85200 SH SOLE 85200 0 0 WISCONSIN ENERGY CORP COM 976657106 7010 150600 SH SOLE 150600 0 0 WORKDAY INC CL A 98138H101 1810 19800 SH SOLE 19800 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1135 15500 SH SOLE 15500 0 0 WYNN RESORTS LTD COM 983134107 10619 47800 SH SOLE 47800 0 0 XCEL ENERGY INC COM 98389B100 6278 206800 SH SOLE 206800 0 0 XILINX INC COM 983919101 8352 153900 SH SOLE 153900 0 0 XEROX CORP COM 984121103 15099 1336200 SH SOLE 1336200 0 0 XYLEM INC COM 98419M100 4279 117500 SH SOLE 117500 0 0 YAHOO INC COM 984332106 27955 778700 SH SOLE 778700 0 0 YAMANA GOLD INC COM 98462Y100 846 96400 SH SOLE 96400 0 0 YUM BRANDS INC COM 988498101 11761 156000 SH SOLE 156000 0 0 ZIMMER HLDGS INC COM 98956P102 4729 50000 SH SOLE 50000 0 0 ZOETIS INC CL A 98978V103 4807 166100 SH SOLE 166100 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 8407 187822 SH SOLE 187822 0 0 ACTAVIS PLC SHS G0083B108 23893 116071 SH SOLE 116071 0 0 AON PLC SHS CL A G0408V102 5815 69000 SH SOLE 69000 0 0 ARCH CAP GROUP LTD ORD G0450A105 3498 60800 SH SOLE 60800 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 5685 124000 SH SOLE 124000 0 0 ACCENTURE PLC IRELAND SHS G1151C101 30852 387000 SH SOLE 387000 0 0 BUNGE LIMITED COM G16962105 8873 111600 SH SOLE 111600 0 0 CREDICORP LTD COM G2519Y108 10123 73400 SH SOLE 73400 0 0 COVIDIEN PLC ADDED G2554F113 15962 216700 SH SOLE 216700 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 24029 354100 SH SOLE 354100 0 0 EATON CORP PLC SHS G29183103 28215 375600 SH SOLE 375600 0 0 ENSCO PLC SHS CLASS A G3157S106 4956 93900 SH SOLE 93900 0 0 EVEREST RE GROUP LTD COM G3223R108 9076 59300 SH SOLE 59300 0 0 HERBALIFE LTD COM G4412G101 10675 186400 SH SOLE 186400 0 0 INGERSOLL-RAND PLC SHS G47791101 1219 21300 SH SOLE 21300 0 0 INVESCO LTD SHS G491BT108 19569 528900 SH SOLE 528900 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 4041 99260 SH SOLE 99260 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12028 763700 SH SOLE 763700 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 24735 265200 SH SOLE 265200 0 0 NABORS INDUSTRIES LTD SHS G6359F103 6988 283500 SH SOLE 283500 0 0 NOBLE CORP PLC SHS G65431101 8670 264800 SH SOLE 264800 0 0 PARTNERRE LTD COM G6852T105 7235 69900 SH SOLE 69900 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 4207 43100 SH SOLE 43100 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 994 29500 SH SOLE 29500 0 0 SEADRILL LIMITED SHS G7945E105 2338 66218 SH SOLE 66218 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 8609 153300 SH SOLE 153300 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 5582 126500 SH SOLE 126500 0 0 PERRIGO CO PLC SHS G97822103 10521 68026 SH SOLE 68026 0 0 XL GROUP PLC SHS G98290102 5875 188000 SH SOLE 188000 0 0 ACE LTD SHS H0023R105 27727 279900 SH SOLE 279900 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 5857 337400 SH SOLE 337400 0 0 GARMIN LTD SHS H2906T109 3780 68400 SH SOLE 68400 0 0 PENTAIR LTD SHS H6169Q108 1531 19300 SH SOLE 19300 0 0 TE CONNECTIVITY LTD REG ADDED H84989104 4106 68200 SH SOLE 68200 0 0 TRANSOCEAN LTD SHS H8817H100 4869 117771 SH SOLE 117771 0 0 TYCO INTERNATIONAL LTD SHS H89128104 31584 744900 SH SOLE 744900 0 0 UBS AG SHS H89231338 14319 692700 SH SOLE 692700 0 0 CNH INDL N V SHS N20944109 361 31364 SH SOLE 31364 0 0 CORE LABORATORIES N V COM N22717107 913 4600 SH SOLE 4600 0 0 LYONDELLBASELL INDUSTRIES N SHS N53745100 36092 405800 SH SOLE 405800 0 0 NIELSEN HOLDINGS N V COM N63218106 6913 154900 SH SOLE 154900 0 0 NXP SEMICONDUCTORS N V COM N6596X109 14826 252100 SH SOLE 252100 0 0 QIAGEN N V ORD N72482107 701 33429 SH SOLE 33429 0 0 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 1062 24900 SH SOLE 24900 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 16161 296200 SH SOLE 296200 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 30389 471800 SH SOLE 471800 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 5225 565500 SH SOLE 565500 0 0