0000950123-16-013205.txt : 20160201
0000950123-16-013205.hdr.sgml : 20160201
20160201061619
ACCESSION NUMBER: 0000950123-16-013205
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160201
DATE AS OF CHANGE: 20160201
EFFECTIVENESS DATE: 20160201
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: 161375343
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
12-31-2015
12-31-2015
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
02-01-2016
0
644
14354040
false
INFORMATION TABLE
2
form13fInfoTable.xml
INFORMATION TABLE FOR FORM 13F
ALLEGION PUB LTD CO
SHS
G0176J109
18694
283597
SH
SOLE
283597
0
0
ALLERGAN PLC
SHS ADDED
G0177J108
87208
279066
SH
SOLE
279066
0
0
AON PLC
SHS CL A
G0408V102
5375
58300
SH
SOLE
58300
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
2427
34800
SH
SOLE
34800
0
0
AXIS CAPITAL HOLDINGS
SHS
G0692U109
5183
92200
SH
SOLE
92200
0
0
ACCENTURE PLC IRELAND
SHS
G1151C101
11954
114400
SH
SOLE
114400
0
0
BUNGE LIMITED
COM
G16962105
1741
25500
SH
SOLE
25500
0
0
CREDICORP LTD
COM
G2519Y108
6510
66900
SH
SOLE
66900
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
30473
355457
SH
SOLE
355457
0
0
EATON CORP PLC
SHS
G29183103
4829
92800
SH
SOLE
92800
0
0
ENDO INTL PLC
SHS
G30401106
4585
74900
SH
SOLE
74900
0
0
ENSCO PLC
SHS CLASS A
G3157S106
2877
187000
SH
SOLE
187000
0
0
EVEREST RE GROUP LTD
COM
G3223R108
3277
17900
SH
SOLE
17900
0
0
INGERSOLL-RAND PLC
SHS
G47791101
24172
437188
SH
SOLE
437188
0
0
WEATHERFORD INTL PLC
SHS
G48833100
3613
430700
SH
SOLE
430700
0
0
INVESCO LTD
SHS
G491BT108
4496
134300
SH
SOLE
134300
0
0
JAZZ PHARMACEUTICALS PLC
SHS
G50871105
5313
37800
SH
SOLE
37800
0
0
LIBERTY GLOBAL PLC SHS
CL C
G5480U120
14394
353060
SH
SOLE
353060
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
5627
75400
SH
SOLE
75400
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1382
156700
SH
SOLE
156700
0
0
MEDTRONIC PLC
SHS
G5960L103
77429
1006621
SH
SOLE
1006621
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
7098
177200
SH
SOLE
177200
0
0
NIELSEN HLDGS PLC
SHS EUR ADDED
G6518L108
32667
701015
SH
SOLE
701015
0
0
NORWEGIAN CRUISE LINE HLDGS
SHS
G66721104
34351
586208
SH
SOLE
586208
0
0
PARTNERRE LTD
COM
G6852T105
2347
16800
SH
SOLE
16800
0
0
PENTAIR PLC
SHS
G7S00T104
886
17900
SH
SOLE
17900
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
24133
195110
SH
SOLE
195110
0
0
TYCO INTL PLC
SHS
G91442106
902
28300
SH
SOLE
28300
0
0
WILLIS GROUP HOLDINGS PUBLIC
SHS
G96666105
2739
56400
SH
SOLE
56400
0
0
PERRIGO CO PLC
SHS
G97822103
10812
74726
SH
SOLE
74726
0
0
XL GROUP PLC
SHS
G98290102
286
7300
SH
SOLE
7300
0
0
ACE LTD
SHS
H0023R105
10773
92200
SH
SOLE
92200
0
0
TE CONNECTIVITY LTD REG
ADDED
H84989104
30912
478452
SH
SOLE
478452
0
0
TRANSOCEAN LTD
SHS
H8817H100
1199
96900
SH
SOLE
96900
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
16820
206692
SH
SOLE
206692
0
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
3384
21900
SH
SOLE
21900
0
0
AERCAP HOLDINGS NV
SHS
N00985106
2529
58600
SH
SOLE
58600
0
0
CORE LABORATORIES N V
COM
N22717107
369
3400
SH
SOLE
3400
0
0
LYONDELLBASELL INDUSTRIES N
SHS
N53745100
45159
519672
SH
SOLE
519672
0
0
MYLAN N V
SHS EURO
N59465109
11689
216200
SH
SOLE
216200
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
36728
435951
SH
SOLE
435951
0
0
SENSATA TECHNOLOGIES HLDG BV
SHS
N7902X106
25358
550553
SH
SOLE
550553
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
31672
312938
SH
SOLE
312938
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
70265
484088
SH
SOLE
484088
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
3857
344100
SH
SOLE
344100
0
0
THE ADT CORPORATION
COM
00101J106
6536
198200
SH
SOLE
198200
0
0
AFLAC INC
COM
001055102
10314
172200
SH
SOLE
172200
0
0
AGL RES INC
COM
001204106
2469
38700
SH
SOLE
38700
0
0
AES CORP
COM
00130H105
2433
254300
SH
SOLE
254300
0
0
AT&T INC
COM
00206R102
116117
3374532
SH
SOLE
3374532
0
0
ABBOTT LABS
COM
002824100
52598
1171195
SH
SOLE
1171195
0
0
ABBVIE INC
COM
00287Y109
74812
1262878
SH
SOLE
1262878
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
37579
970785
SH
SOLE
970785
0
0
ACUITY BRANDS INC
COM
00508Y102
1122
4800
SH
SOLE
4800
0
0
ADOBE SYS INC
COM
00724F101
44922
478203
SH
SOLE
478203
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
28151
187039
SH
SOLE
187039
0
0
AECOM
COM
00766T100
1
41
SH
SOLE
41
0
0
AETNA INC NEW
COM
00817Y108
12855
118900
SH
SOLE
118900
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
19843
124209
SH
SOLE
124209
0
0
AGNICO EAGLE MINES LTD
COM
008474108
403
15400
SH
SOLE
15400
0
0
AGRIUM INC
COM
008916108
3614
40600
SH
SOLE
40600
0
0
AIR PRODS & CHEMS INC
COM
009158106
4957
38100
SH
SOLE
38100
0
0
AIRGAS INC
COM
009363102
5269
38100
SH
SOLE
38100
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
3721
70707
SH
SOLE
70707
0
0
ALBEMARLE CORP
COM
012653101
7303
130400
SH
SOLE
130400
0
0
ALCOA INC
COM
013817101
17734
1796808
SH
SOLE
1796808
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
51271
268791
SH
SOLE
268791
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
39554
486700
SH
SOLE
486700
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
21030
76039
SH
SOLE
76039
0
0
ALLIANT ENERGY CORP
COM
018802108
4359
69800
SH
SOLE
69800
0
0
ALLSTATE CORP
COM
020002101
42365
682317
SH
SOLE
682317
0
0
ALLY FINL INC
COM
02005N100
507
27200
SH
SOLE
27200
0
0
ALPHABET INC
CAP STK CL C ADDED
02079K107
141137
185981
SH
SOLE
185981
0
0
ALPHABET INC
CAP STK CL A ADDED
02079K305
152187
195611
SH
SOLE
195611
0
0
ALTRIA GROUP INC
COM
02209S103
87800
1508339
SH
SOLE
1508339
0
0
AMAZON COM INC
COM
023135106
180757
267437
SH
SOLE
267437
0
0
AMERCO
COM
023586100
856
2200
SH
SOLE
2200
0
0
AMEREN CORP
COM
023608102
6389
147800
SH
SOLE
147800
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1020
24100
SH
SOLE
24100
0
0
AMERICAN ELEC PWR INC
COM
025537101
7563
129800
SH
SOLE
129800
0
0
AMERICAN EXPRESS CO
COM
025816109
30306
435749
SH
SOLE
435749
0
0
AMERICAN INTL GROUP INC
COM
026874784
74434
1201138
SH
SOLE
1201138
0
0
AMERICAN TOWER CORP
COM
03027X100
45736
471755
SH
SOLE
471755
0
0
AMERICAN WTR WKS CO INC
COM
030420103
21492
359700
SH
SOLE
359700
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
10090
97300
SH
SOLE
97300
0
0
AMERIPRISE FINL INC
COM
03076C106
6981
65600
SH
SOLE
65600
0
0
AMETEK INC NEW
COM
031100100
948
17700
SH
SOLE
17700
0
0
AMGEN INC
COM
031162100
45639
281150
SH
SOLE
281150
0
0
ANADARKO PETE CORP
COM
032511107
26944
554639
SH
SOLE
554639
0
0
ANALOG DEVICES INC
COM
032654105
7789
140800
SH
SOLE
140800
0
0
ANNALY CAP MGMT INC
COM
035710409
7427
791811
SH
SOLE
791811
0
0
ANTERO RES CORP
COM
03674X106
2164
99300
SH
SOLE
99300
0
0
ANTHEM INC
COM
036752103
12702
91100
SH
SOLE
91100
0
0
APACHE CORP
COM
037411105
7132
160400
SH
SOLE
160400
0
0
APPLE INC
COM
037833100
356363
3385553
SH
SOLE
3385553
0
0
APPLIED MATLS INC
COM
038222105
26780
1434400
SH
SOLE
1434400
0
0
ARAMARK
COM
03852U106
2586
80200
SH
SOLE
80200
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
4071
111000
SH
SOLE
111000
0
0
ARROW ELECTRS INC
COM
042735100
2172
40100
SH
SOLE
40100
0
0
ASHLAND INC
COM
044209104
1530
14900
SH
SOLE
14900
0
0
ASSURANT INC
COM
04621X108
1240
15400
SH
SOLE
15400
0
0
AUTODESK INC
COM
052769106
3552
58300
SH
SOLE
58300
0
0
AUTOLIV INC
COM
052800109
3356
26900
SH
SOLE
26900
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
10640
125600
SH
SOLE
125600
0
0
AUTONATION INC
COM
05329W102
7813
130973
SH
SOLE
130973
0
0
AUTOZONE INC
COM
053332102
29379
39600
SH
SOLE
39600
0
0
AVALONBAY CMNTYS INC
COM
053484101
30435
165296
SH
SOLE
165296
0
0
AVERY DENNISON CORP
COM
053611109
7450
118900
SH
SOLE
118900
0
0
AVNET INC
COM
053807103
2716
63400
SH
SOLE
63400
0
0
BB&T CORP
COM
054937107
10685
282600
SH
SOLE
282600
0
0
BCE INC
COM
05534B760
1196
31100
SH
SOLE
31100
0
0
BCE INC
PUT
05534B950
1196
31100
SH
SOLE
31100
0
0
BAIDU INC
SPON ADR REP A
056752108
25803
136500
SH
SOLE
136500
0
0
BAKER HUGHES INC
COM
057224107
7891
171000
SH
SOLE
171000
0
0
BALL CORP
COM
058498106
1796
24700
SH
SOLE
24700
0
0
BANK OF AMERICA CORPORATION
COM
060505104
1270539
75492529
SH
SOLE
75492529
0
0
BANK MONTREAL QUE
COM
063671101
8684
154500
SH
SOLE
154500
0
0
BANK OF NEW YORK MELLON CORP
COM
064058100
46280
1122778
SH
SOLE
1122778
0
0
BANK N S HALIFAX
COM
064149107
13457
334000
SH
SOLE
334000
0
0
BARD C R INC
COM
067383109
8335
44000
SH
SOLE
44000
0
0
BARRICK GOLD CORP
COM
067901108
3491
473600
SH
SOLE
473600
0
0
BAXALTA INC
COM
07177M103
9979
255700
SH
SOLE
255700
0
0
BAXTER INTL INC
COM
071813109
8129
213100
SH
SOLE
213100
0
0
B/E AEROSPACE INC
COM
073302101
6664
157300
SH
SOLE
157300
0
0
BECTON DICKINSON & CO
COM
075887109
2695
17496
SH
SOLE
17496
0
0
BED BATH & BEYOND INC
COM
075896100
4019
83300
SH
SOLE
83300
0
0
BERKSHIRE HATHAWAY INC
DEL CL B
084670702
87341
661479
SH
SOLE
661479
0
0
BEST BUY INC
COM
086516101
6863
225400
SH
SOLE
225400
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
408
3900
SH
SOLE
3900
0
0
BIOGEN IDEC INC
COM
09062X103
71199
232412
SH
SOLE
232412
0
0
BLACKROCK INC
COM
09247X101
49828
146330
SH
SOLE
146330
0
0
BLACKSTONE GROUP L P
COM
09253U108
12080
413163
SH
SOLE
413163
0
0
BLOCK H & R INC
COM
093671105
1119
33600
SH
SOLE
33600
0
0
BOEING CO
COM
097023105
46630
322502
SH
SOLE
322502
0
0
BOSTON PROPERTIES INC
COM
101121101
26461
207474
SH
SOLE
207474
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
35072
1901987
SH
SOLE
1901987
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
79130
1150320
SH
SOLE
1150320
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
4249
164600
SH
SOLE
164600
0
0
BROADCOM CORP
CL A
111320107
20211
349555
SH
SOLE
349555
0
0
BROOKFIELD ASSET MGMT INC
CL A
112585104
6389
203350
SH
SOLE
203350
0
0
BROWN FORMAN CORP
CL B
115637209
5897
59400
SH
SOLE
59400
0
0
BURLINGTON STORES INC
COM
122017106
4
98
SH
SOLE
98
0
0
CAE INC
COM
124765108
4635
419500
SH
SOLE
419500
0
0
CBS CORP
CL B
124857202
3289
69800
SH
SOLE
69800
0
0
CBRE GROUP INC
CL A
12504L109
5079
146900
SH
SOLE
146900
0
0
CDK GLOBAL INC
COM
12508E101
1319
27800
SH
SOLE
27800
0
0
CDW CORP
COM
12514G108
3052
72600
SH
SOLE
72600
0
0
CF INDS HLDGS INC
COM
125269100
4542
111300
SH
SOLE
111300
0
0
C H ROBINSON WORLDWIDE INC
COM
12541W209
5215
84100
SH
SOLE
84100
0
0
CIGNA CORP
COM
125509109
53112
362962
SH
SOLE
362962
0
0
CME GROUP INC
COM
12572Q105
7592
83800
SH
SOLE
83800
0
0
CMS ENERGY CORP
COM
125896100
2153
59700
SH
SOLE
59700
0
0
CSX CORP
COM
126408103
12383
477200
SH
SOLE
477200
0
0
CSRA INC
COM ADDED
12650T104
1797
59900
SH
SOLE
59900
0
0
CVS CAREMARK CORPORATION
COM
126650100
96951
991629
SH
SOLE
991629
0
0
CA INC
COM
12673P105
3484
122000
SH
SOLE
122000
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
3773
118300
SH
SOLE
118300
0
0
CABOT OIL & GAS CORP
COM
127097103
14246
805351
SH
SOLE
805351
0
0
CALPINE CORP
COM
131347304
162
11200
SH
SOLE
11200
0
0
CAMDEN PPTY TR CO
SH BEN INT
133131102
3722
48500
SH
SOLE
48500
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
3899
61700
SH
SOLE
61700
0
0
CAMPBELL SOUP CO
COM
134429109
956
18200
SH
SOLE
18200
0
0
CDN IMPERIAL BK OF COMMERCE
COM
136069101
6479
98700
SH
SOLE
98700
0
0
CANADIAN NATL RY CO
COM
136375102
16176
290500
SH
SOLE
290500
0
0
CANADIAN NAT RES LTD
COM
136385101
9021
414700
SH
SOLE
414700
0
0
CANADIAN PAC RY LTD
COM
13645T100
852
6700
SH
SOLE
6700
0
0
CAPITAL ONE FINL CORP
COM
14040H105
39856
552178
SH
SOLE
552178
0
0
CARDINAL HEALTH INC
COM
14149Y108
24314
272372
SH
SOLE
272372
0
0
CARMAX INC
COM
143130102
3
66
SH
SOLE
66
0
0
CARNIVAL CORP
PAIRED CTF
143658300
3421
62800
SH
SOLE
62800
0
0
CARTER INC
COM
146229109
6
71
SH
SOLE
71
0
0
CATERPILLAR INC DEL
COM
149123101
9568
140800
SH
SOLE
140800
0
0
CELANESE CORP DEL
COM SER A
150870103
2248
33400
SH
SOLE
33400
0
0
CELGENE CORP
COM
151020104
75564
630970
SH
SOLE
630970
0
0
CENTENE CORP
DEL COM
15135B101
6423
97600
SH
SOLE
97600
0
0
CENOVUS ENERGY INC
COM
15135U109
2504
198800
SH
SOLE
198800
0
0
CENTURYTEL INC
COM
156700106
4692
186500
SH
SOLE
186500
0
0
CERNER CORP
COM
156782104
2021
33600
SH
SOLE
33600
0
0
CHARTER COMMUNICATIONS INC
CL A
16117M305
1226
6700
SH
SOLE
6700
0
0
CHENIERE ENERGY INC
COM
16411R208
499
13400
SH
SOLE
13400
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1429
317700
SH
SOLE
317700
0
0
CHEVRON CORP NEW
COM
166764100
65335
726271
SH
SOLE
726271
0
0
CHICAGO BRIDGE & IRON CO N V
COM
167250109
1388
35600
SH
SOLE
35600
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
8061
16800
SH
SOLE
16800
0
0
CHUBB CORP
COM
171232101
6353
47900
SH
SOLE
47900
0
0
CHURCH & DWIGHT INC
COM
171340102
3115
36700
SH
SOLE
36700
0
0
CIMAREX ENERGY CO
COM
171798101
20095
224834
SH
SOLE
224834
0
0
CINCINNATI FINL CORP
COM
172062101
5029
85000
SH
SOLE
85000
0
0
CISCO SYS INC
COM
17275R102
86066
3169469
SH
SOLE
3169469
0
0
CINTAS CORP
COM
172908105
3960
43500
SH
SOLE
43500
0
0
CITIGROUP INC
COM
172967424
91018
1758820
SH
SOLE
1758820
0
0
CITIZENS FINL GROUP INC
COM
174610105
6110
233300
SH
SOLE
233300
0
0
CITRIX SYS INC
COM
177376100
8525
112700
SH
SOLE
112700
0
0
CLOROX CO DEL
COM
189054109
9347
73700
SH
SOLE
73700
0
0
COACH INC
COM
189754104
3194
97600
SH
SOLE
97600
0
0
COCA COLA CO
COM
191216100
93703
2181185
SH
SOLE
2181185
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
38664
644197
SH
SOLE
644197
0
0
COLGATE PALMOLIVE CO
COM
194162103
17221
258500
SH
SOLE
258500
0
0
COLUMBIA PIPELINE GROUP INC
COM
198280109
2490
124500
SH
SOLE
124500
0
0
COMCAST CORP NEW
CL A
20030N101
106472
1886815
SH
SOLE
1886815
0
0
COMERICA INC
COM
200340107
3225
77100
SH
SOLE
77100
0
0
COMPANIA DE MINAS BUENAVENTU SPONSORED
ADR
204448104
808
188800
SH
SOLE
188800
0
0
COMPUTER SCIENCES CORP
COM
205363104
1875
57400
SH
SOLE
57400
0
0
CONCHO RES INC
COM
20605P101
2915
31400
SH
SOLE
31400
0
0
CONOCOPHILLIPS
COM
20825C104
15146
324400
SH
SOLE
324400
0
0
CONSOLIDATED EDISON INC
COM
209115104
6382
99300
SH
SOLE
99300
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
52432
368103
SH
SOLE
368103
0
0
CONTINENTAL RESOURCES INC
COM
212015101
2771
120600
SH
SOLE
120600
0
0
COOPER COS INC
COM
216648402
2630
19600
SH
SOLE
19600
0
0
CORNING INC
COM
219350105
9046
494900
SH
SOLE
494900
0
0
COSTCO WHSL CORP NEW
COM
22160K105
19961
123600
SH
SOLE
123600
0
0
CRESCENT PT ENERGY CORP
COM ADDED
22576C101
3178
273900
SH
SOLE
273900
0
0
CROWN CASTLE INTL CORP
COM
22822V101
19053
220400
SH
SOLE
220400
0
0
CROWN HOLDINGS INC
COM
228368106
3807
75100
SH
SOLE
75100
0
0
CTRIP COM INTL LTD AMERICAN DEP
SHS
22943F100
4781
103200
SH
SOLE
103200
0
0
CUMMINS INC
COM
231021106
2640
30000
SH
SOLE
30000
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
18106
1845690
SH
SOLE
1845690
0
0
D R HORTON INC
COM
23331A109
26007
811968
SH
SOLE
811968
0
0
DTE ENERGY CO
COM
233331107
4065
50700
SH
SOLE
50700
0
0
DANAHER CORP DEL
COM
235851102
36498
392965
SH
SOLE
392965
0
0
DARDEN RESTAURANTS INC
COM
237194105
1393
21900
SH
SOLE
21900
0
0
DEERE & CO
COM
244199105
8921
116979
SH
SOLE
116979
0
0
DELTA AIR LINES INC
DEL COM
247361702
24168
476800
SH
SOLE
476800
0
0
DENTSPLY INTL INC NEW
COM
249030107
1381
22700
SH
SOLE
22700
0
0
DEVON ENERGY CORP NEW
COM
25179M103
5212
162900
SH
SOLE
162900
0
0
DICKS SPORTING GOODS INC
COM
253393102
4478
126700
SH
SOLE
126700
0
0
DIGITAL RLTY TR INC
COM
253868103
2268
30000
SH
SOLE
30000
0
0
DISNEY WALT CO
COM
254687106
120598
1147681
SH
SOLE
1147681
0
0
DISH NETWORK CORP
CL A
25470M109
7919
138500
SH
SOLE
138500
0
0
DISCOVER FINL SVCS
COM
254709108
35971
670853
SH
SOLE
670853
0
0
DOLLAR GEN CORP
COM
256677105
4441
61793
SH
SOLE
61793
0
0
DOLLAR TREE INC
COM
256746108
12258
158744
SH
SOLE
158744
0
0
DOMINION RES INC VA NEW
COM
25746U109
41379
611764
SH
SOLE
611764
0
0
DOVER CORP
COM
260003108
9595
156500
SH
SOLE
156500
0
0
DOW CHEM CO
COM
260543103
47672
926045
SH
SOLE
926045
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
6346
68100
SH
SOLE
68100
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
13519
203000
SH
SOLE
203000
0
0
DUKE ENERGY CORP
COM
26441C204
12229
171300
SH
SOLE
171300
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
956
9200
SH
SOLE
9200
0
0
E M C CORP MASS
COM
268648102
31946
1244022
SH
SOLE
1244022
0
0
EOG RES INC
COM
26875P101
52815
746083
SH
SOLE
746083
0
0
E TRADE FINANCIAL CORP
COM
269246401
1304
44000
SH
SOLE
44000
0
0
EASTMAN CHEM CO
COM
277432100
18481
273760
SH
SOLE
273760
0
0
EATON VANCE CORP
COM
278265103
2600
80200
SH
SOLE
80200
0
0
EBAY INC
COM
278642103
5801
211100
SH
SOLE
211100
0
0
ECOLAB INC
COM
278865100
4037
35300
SH
SOLE
35300
0
0
EDISON INTL
COM
281020107
2806
47400
SH
SOLE
47400
0
0
ELECTRONIC ARTS INC
COM
285512109
29644
431379
SH
SOLE
431379
0
0
EMERSON ELEC CO
COM
291011104
14808
309600
SH
SOLE
309600
0
0
ENBRIDGE INC
COM
29250N105
29623
894572
SH
SOLE
894572
0
0
ENCANA CORP
COM
292505104
1408
278400
SH
SOLE
278400
0
0
ENERGEN CORP
COM
29265N108
332
8100
SH
SOLE
8100
0
0
ENTERGY CORP NEW
COM
29364G103
1667
24400
SH
SOLE
24400
0
0
EQUIFAX INC
COM
294429105
6247
56100
SH
SOLE
56100
0
0
EQUINIX INC COM
COM
29444U700
3514
11621
SH
SOLE
11621
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
28629
350900
SH
SOLE
350900
0
0
ESSEX PPTY TR INC
COM
297178105
2011
8400
SH
SOLE
8400
0
0
EVERSOURCE ENERGY
COM CL A
30040W108
2890
56600
SH
SOLE
56600
0
0
EXELON CORP
COM
30161N101
31151
1121771
SH
SOLE
1121771
0
0
EXPEDIA INC
COM
30212P303
27523
221432
SH
SOLE
221432
0
0
EXPEDITORS INTL WASH INC
COM
302130109
924
20500
SH
SOLE
20500
0
0
EXPRESS SCRIPTS HLDG CO COM ADDED
COM
30219G108
17648
201900
SH
SOLE
201900
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
1931
21900
SH
SOLE
21900
0
0
EXXON MOBIL CORP
COM
30231G102
148004
1898710
SH
SOLE
1898710
0
0
FLIR SYS INC
COM
302445101
2888
102900
SH
SOLE
102900
0
0
FMC TECHNOLOGIES INC
COM
30249U101
1699
58600
SH
SOLE
58600
0
0
F M C CORP
COM
302491303
5266
134600
SH
SOLE
134600
0
0
FACEBOOK INC
CL A
30303M102
155041
1481385
SH
SOLE
1481385
0
0
FEDERAL REALTY INVT TR
SH BEN INT
313747206
2045
14000
SH
SOLE
14000
0
0
FEDEX CORP
COM
31428X106
16957
113814
SH
SOLE
113814
0
0
F5 NETWORKS INC
COM
315616102
4101
42300
SH
SOLE
42300
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
5078
83800
SH
SOLE
83800
0
0
FIFTH THIRD BANCORP
COM
316773100
31795
1581872
SH
SOLE
1581872
0
0
58 COM INC
SPON ADR REP A
31680Q104
1002
15200
SH
SOLE
15200
0
0
FIREEYE INC
COM
31816Q101
1186
57200
SH
SOLE
57200
0
0
FISERV INC
COM
337738108
1280
14000
SH
SOLE
14000
0
0
FIRSTENERGY CORP
COM
337932107
3915
123400
SH
SOLE
123400
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
6217
43500
SH
SOLE
43500
0
0
FOOT LOCKER INC
COM
344849104
26789
411578
SH
SOLE
411578
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
15965
1133100
SH
SOLE
1133100
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1121
20200
SH
SOLE
20200
0
0
FRANKLIN RES INC
COM
354613101
1030
28000
SH
SOLE
28000
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
10211
1508341
SH
SOLE
1508341
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
12602
2698700
SH
SOLE
2698700
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
2399
58600
SH
SOLE
58600
0
0
GAP INC DEL
COM
364760108
5228
211700
SH
SOLE
211700
0
0
GENERAL DYNAMICS CORP
COM
369550108
16374
119206
SH
SOLE
119206
0
0
GENERAL ELECTRIC CO
COM
369604103
203460
6531636
SH
SOLE
6531636
0
0
GENERAL GROWTH PPTYS INC
COM
370023103
2233
82100
SH
SOLE
82100
0
0
GENERAL MLS INC
COM
370334104
5027
87200
SH
SOLE
87200
0
0
GENERAL MTRS CO
COM
37045V100
16450
483700
SH
SOLE
483700
0
0
GENUINE PARTS CO
COM
372460105
1176
13700
SH
SOLE
13700
0
0
GILEAD SCIENCES INC
COM
375558103
123079
1216324
SH
SOLE
1216324
0
0
GLOBAL PMTS INC
COM
37940X102
3980
61700
SH
SOLE
61700
0
0
GOLDCORP INC
COM
380956409
1594
138500
SH
SOLE
138500
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
33618
186529
SH
SOLE
186529
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
5250
160700
SH
SOLE
160700
0
0
GRAINGER W W INC
COM
384802104
1012
5000
SH
SOLE
5000
0
0
HCA HOLDINGS INC
COM
40412C101
37949
561127
SH
SOLE
561127
0
0
HCP INC
COM
40414L109
8386
219300
SH
SOLE
219300
0
0
HD SUPPLY HLDGS INC
COM
40416M105
27248
907365
SH
SOLE
907365
0
0
HP INC
COM ADDED
40434L105
3127
264186
SH
SOLE
264186
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
1
31
SH
SOLE
31
0
0
HALLIBURTON CO
COM
406216101
29596
869469
SH
SOLE
869469
0
0
HANESBRANDS INC
COM
410345102
1
52
SH
SOLE
52
0
0
HARLEY DAVIDSON INC
COM
412822108
1130
24900
SH
SOLE
24900
0
0
HARMAN INTL INDS INC
COM
413086109
1187
12600
SH
SOLE
12600
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
4398
101200
SH
SOLE
101200
0
0
HASBRO INC
COM
418056107
19022
282400
SH
SOLE
282400
0
0
HERSHEY CO
COM
427866108
7962
89200
SH
SOLE
89200
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
877
61700
SH
SOLE
61700
0
0
HESS CORP
COM
42809H107
3776
77900
SH
SOLE
77900
0
0
HEWLETT PACKARD ENTERPRISE C
COM ADDED
42824C109
24663
1622586
SH
SOLE
1622586
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A104
17402
813199
SH
SOLE
813199
0
0
HOLLYFRONTIER CORP
COM
436106108
2417
60600
SH
SOLE
60600
0
0
HOLOGIC INC
COM
436440101
8190
211700
SH
SOLE
211700
0
0
HOME DEPOT INC
COM
437076102
105652
798888
SH
SOLE
798888
0
0
HONEYWELL INTL INC
COM
438516106
54923
530303
SH
SOLE
530303
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
6369
415241
SH
SOLE
415241
0
0
HUMANA INC
COM
444859102
4748
26600
SH
SOLE
26600
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2422
219000
SH
SOLE
219000
0
0
IMS HEALTH HLDGS INC
COM
44970B109
1077
42300
SH
SOLE
42300
0
0
IHS INC
CL A
451734107
959
8100
SH
SOLE
8100
0
0
ILLINOIS TOOL WKS INC
COM
452308109
14059
151700
SH
SOLE
151700
0
0
ILLUMINA INC
COM
452327109
6775
35300
SH
SOLE
35300
0
0
IMPERIAL OIL LTD
COM
453038408
25
800
SH
SOLE
800
0
0
INCYTE CORP
COM
45337C102
12515
115400
SH
SOLE
115400
0
0
INTEL CORP
COM
458140100
81301
2359974
SH
SOLE
2359974
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
30581
119337
SH
SOLE
119337
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
68600
498475
SH
SOLE
498475
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
3792
31700
SH
SOLE
31700
0
0
INTL PAPER CO
COM
460146103
1266
33600
SH
SOLE
33600
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
28864
1239900
SH
SOLE
1239900
0
0
INTUITIVE SURGICAL INC
COM
46120E602
8574
15700
SH
SOLE
15700
0
0
NTUIT
COM
461202103
4979
51600
SH
SOLE
51600
0
0
IONIS PHARMACEUTICALS INC
COM ADDED
462222100
383
6200
SH
SOLE
6200
0
0
IRON MTN INC
COM
46284V101
2723
100841
SH
SOLE
100841
0
0
ISHARES MSCI BRZ CAP
ETF
464286400
28952
1400000
SH
SOLE
1400000
0
0
ISHARES MSCI MEX CAP
ETF
464286822
50826
1020000
SH
SOLE
1020000
0
0
ISHARES CORE S&P500
ETF
464287200
514223
2510000
SH
SOLE
2510000
0
0
ISHARES MBS
ETF
464288588
53850
500000
SH
SOLE
500000
0
0
JPMORGAN & CHASE & CO
COM
46625H100
176664
2675519
SH
SOLE
2675519
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
977
23300
SH
SOLE
23300
0
0
JARDEN CORP
COM
471109108
30261
529780
SH
SOLE
529780
0
0
JD COM INC
SPON ADR CL A
47215P106
4336
134400
SH
SOLE
134400
0
0
JETBLUE AIRWAYS CORP
COM
477143101
18813
830627
SH
SOLE
830627
0
0
JOHNSON & JOHNSON
COM
478160104
96262
937137
SH
SOLE
937137
0
0
JOHNSON CTLS INC
COM
478366107
5149
130400
SH
SOLE
130400
0
0
JONES LANG LASALLE INC
COM
48020Q107
2381
14900
SH
SOLE
14900
0
0
JUNIPER NETWORKS INC
COM
48203R104
5688
206100
SH
SOLE
206100
0
0
KLA-TENCOR CORP
COM
482480100
2975
42900
SH
SOLE
42900
0
0
KELLOGG CO
COM
487836108
28098
388800
SH
SOLE
388800
0
0
KEURIG GREEN MTN INC
COM
49271M100
10419
115800
SH
SOLE
115800
0
0
KEYCORP
COM
493267108
110
8400
SH
SOLE
8400
0
0
KIMBERLY CLARK CORP
COM
494368103
7026
55200
SH
SOLE
55200
0
0
KIMCO REALTY CORP
COM
49446R109
2500
94500
SH
SOLE
94500
0
0
KINDER MORGAN INC
COM
49456B101
8640
579148
SH
SOLE
579148
0
0
KINROSS GOLD CORP
COM
496902404
2266
1254500
SH
SOLE
1254500
0
0
KOHLS CORP
COM
500255104
7839
164600
SH
SOLE
164600
0
0
KRAFT HEINZ CO
COM
500754106
13118
180300
SH
SOLE
180300
0
0
KROGER CO
COM
501044101
47624
1138520
SH
SOLE
1138520
0
0
L BRANDS INC
COM
501797104
1264
13200
SH
SOLE
13200
0
0
LKQ CORP
COM
501889208
1934
65300
SH
SOLE
65300
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
8951
74900
SH
SOLE
74900
0
0
LABORATORY CORP AMER HLDGS
COM
50540R409
4327
35000
SH
SOLE
35000
0
0
LAM RESEARCH CORP
COM
512807108
32478
408940
SH
SOLE
408940
0
0
LAS VEGAS SANDS CORP
COM
517834107
9048
206400
SH
SOLE
206400
0
0
LAUDER ESTEE COS INC
CL A
518439104
33812
383966
SH
SOLE
383966
0
0
LEAR CORP
COM
521865204
9986
81300
SH
SOLE
81300
0
0
LENNAR CORP
CL A
526057104
2677
54735
SH
SOLE
54735
0
0
LEUCADIA NATL CORP
COM
527288104
584
33600
SH
SOLE
33600
0
0
LEVEL 3 COMMUNICATIONS INC
COM
52729N308
31033
570882
SH
SOLE
570882
0
0
LIBERTY MEDIA CORP NEW
INT COM SER A
53071M104
1286
47100
SH
SOLE
47100
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
2794
90000
SH
SOLE
90000
0
0
LIBERTY MEDIA CORP DELAWARE
CL A
531229102
1201
30600
SH
SOLE
30600
0
0
LIBERTY MEDIA CORP DELAWARE
COM SER C
531229300
1538
40400
SH
SOLE
40400
0
0
LILLY ELI & CO
COM
532457108
43515
516446
SH
SOLE
516446
0
0
LINCOLN NATL CORP IND
COM
534187109
3070
61100
SH
SOLE
61100
0
0
LINKEDIN CORP
COM CL A
53578A108
7896
35083
SH
SOLE
35083
0
0
LOCKHEED MARTIN CORP
COM
539830109
36095
166222
SH
SOLE
166222
0
0
LOEWS CORP
COM
540424108
4704
122500
SH
SOLE
122500
0
0
LOWES COS INC
COM
548661107
54500
716738
SH
SOLE
716738
0
0
LULULEMON ATHLETICA INC
COM
550021109
2487
47400
SH
SOLE
47400
0
0
M & T BK CORP
COM
55261F104
3768
31100
SH
SOLE
31100
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1235
54400
SH
SOLE
54400
0
0
MACERICH CO
COM
554382101
5228
64800
SH
SOLE
64800
0
0
MACYS INC
COM
55616P104
1077
30800
SH
SOLE
30800
0
0
MAGNA INTL INC
COM
559222401
6820
168823
SH
SOLE
168823
0
0
MANPOWER INC
COM
56418H100
918
10900
SH
SOLE
10900
0
0
MANULIFE FINL CORP
COM
56501R106
7050
472200
SH
SOLE
472200
0
0
MARATHON OIL CORP
COM
565849106
1037
82400
SH
SOLE
82400
0
0
MARATHON PETE CORP
COM
56585A102
8838
170500
SH
SOLE
170500
0
0
MARKEL CORP
COM
570535104
1766
2000
SH
SOLE
2000
0
0
MARKET VECTORS ETF TR RUSSIA
ETF
57060U506
50542
3450000
SH
SOLE
3450000
0
0
MARSH & MCLENNAN COS INC
COM
571748102
34193
616656
SH
SOLE
616656
0
0
MARRIOTT INTL INC NEW
CL A
571903202
7601
113384
SH
SOLE
113384
0
0
MASCO CORP
COM
574599106
967
34200
SH
SOLE
34200
0
0
MASTERCARD INC
CL A
57636Q104
69515
714009
SH
SOLE
714009
0
0
MATTEL INC
COM
577081102
0
9
SH
SOLE
9
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2409
63400
SH
SOLE
63400
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
958
11200
SH
SOLE
11200
0
0
MCDONALDS CORP
COM
580135101
46251
391500
SH
SOLE
391500
0
0
MCGRAW HILL COS INC
COM
580645109
5254
53300
SH
SOLE
53300
0
0
MCKESSON CORP
COM
58155Q103
38675
196091
SH
SOLE
196091
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
7547
95600
SH
SOLE
95600
0
0
MEDIVATION INC
COM
58501N101
3074
63600
SH
SOLE
63600
0
0
MEDNAX INC
COM
58502B106
3074
42900
SH
SOLE
42900
0
0
MELCO CROWN ENTMT LTD
ADR
585464100
1285
76500
SH
SOLE
76500
0
0
MERCK & CO INC
CALL ADDED
58933Y105
95900
1815617
SH
SOLE
1815617
0
0
METHANEX CORP
COM
59151K108
1
53
SH
SOLE
53
0
0
METLIFE INC
COM
59156R108
37137
770330
SH
SOLE
770330
0
0
METTLER TOLEDO INTERNATIONAL COM
COM
592688105
2272
6700
SH
SOLE
6700
0
0
MICROSOFT CORP
COM
594918104
274998
4956706
SH
SOLE
4956706
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1317
28300
SH
SOLE
28300
0
0
MICRON TECHNOLOGY INC
COM
595112103
1488
105100
SH
SOLE
105100
0
0
MOBILE TELESYSTEMS OJSC SPONSORED
ADR
607409109
1865
301900
SH
SOLE
301900
0
0
MOHAWK INDS INC
COM
608190104
4412
23300
SH
SOLE
23300
0
0
MOLSON COORS BREWING CO
CL B
60871R209
7316
77900
SH
SOLE
77900
0
0
MONDELEZ INTL INC CL A
CL A
609207105
50080
1116879
SH
SOLE
1116879
0
0
MONSANTO CO NEW
COM
61166W101
39781
403796
SH
SOLE
403796
0
0
MONSTER BEVERAGE CORP
COM ADDED
61174X109
3917
26300
SH
SOLE
26300
0
0
MOODYS CORP
COM
615369105
7374
73500
SH
SOLE
73500
0
0
MORGAN STANLEY
COM
617446448
39089
1228844
SH
SOLE
1228844
0
0
MOSAIC CO
COM
61945C103
364
13200
SH
SOLE
13200
0
0
MURPHY OIL CORP
COM
626717102
698
31100
SH
SOLE
31100
0
0
NRG ENERGY INC
COM
629377508
8640
734146
SH
SOLE
734146
0
0
NASDAQ OMX GROUP INC
COM
631103108
930
16000
SH
SOLE
16000
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
2732
81600
SH
SOLE
81600
0
0
NAVIENT CORP
COM
63938C108
266
23300
SH
SOLE
23300
0
0
NETAPP INC
COM
64110D104
6664
251200
SH
SOLE
251200
0
0
NETFLIX INC
COM
64110L106
22111
193316
SH
SOLE
193316
0
0
NETEASE INC
SPONSORED ADR
64110W102
8337
46000
SH
SOLE
46000
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
2977
94900
SH
SOLE
94900
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1907
116900
SH
SOLE
116900
0
0
NEWELL RUBBERMAID INC
COM
651229106
32901
746408
SH
SOLE
746408
0
0
NEWMONT MINING CORP
COM
651639106
3520
195700
SH
SOLE
195700
0
0
NEXTERA ENERGY INC
COM
65339F101
59338
571165
SH
SOLE
571165
0
0
NIKE INC
CL B
654106103
37000
592000
SH
SOLE
592000
0
0
NOBLE ENERGY INC
COM
655044105
1893
57500
SH
SOLE
57500
0
0
NORDSTROM INC
COM
655664100
1075
21600
SH
SOLE
21600
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1776
21000
SH
SOLE
21000
0
0
NORTHERN TR CORP
COM
665859104
21
300
SH
SOLE
300
0
0
NORTHROP GRUMMAN CORP
COM
666807102
18783
99483
SH
SOLE
99483
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
6279
315700
SH
SOLE
315700
0
0
NUCOR CORP
COM
670346105
5674
140800
SH
SOLE
140800
0
0
NVIDIA CORP
COM
67066G104
2577
78200
SH
SOLE
78200
0
0
OGE ENERGY CORP
COM
670837103
596
22700
SH
SOLE
22700
0
0
O REILLY AUTOMOTIVE INC
COM ADDED
67103H107
6259
24700
SH
SOLE
24700
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
51942
768272
SH
SOLE
768272
0
0
OMNICOM GROUP INC
COM
681919106
2822
37300
SH
SOLE
37300
0
0
ON SEMICONDUCTOR CORP
COM
682189105
19355
1975047
SH
SOLE
1975047
0
0
OPEN TEXT CORP
COM
683715106
6361
133200
SH
SOLE
133200
0
0
ORACLE CORP
COM
68389X105
78657
2153242
SH
SOLE
2153242
0
0
PG&E CORP
COM
69331C108
2983
56100
SH
SOLE
56100
0
0
PJT PARTNERS INC
COM CL A
69343T107
535
18921
SH
SOLE
18921
0
0
PNC FINL SVCS GROUP INC
COM
693475105
15630
164000
SH
SOLE
164000
0
0
PPG INDS INC
COM
693506107
23146
234226
SH
SOLE
234226
0
0
PPL CORP
COM
69351T106
9781
286600
SH
SOLE
286600
0
0
PVH CORP
COM
693656100
4728
64200
SH
SOLE
64200
0
0
PACCAR INC
COM
693718108
7602
160400
SH
SOLE
160400
0
0
PACKAGING CORP
AMER COM
695156109
2843
45100
SH
SOLE
45100
0
0
PALO ALTO NETWORKS INC
COM
697435105
2818
16000
SH
SOLE
16000
0
0
PANERA BREAD CO
CL A
69840W108
24303
124773
SH
SOLE
124773
0
0
PARKER HANNIFIN CORP
COM
701094104
921
9500
SH
SOLE
9500
0
0
PAYCHEX INC
COM
704326107
1290
24400
SH
SOLE
24400
0
0
PAYPAL HLDGS INC
COM
70450Y103
8597
237500
SH
SOLE
237500
0
0
PEMBINA PIPELINE CORP
COM
706327103
638
29400
SH
SOLE
29400
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
5103
316000
SH
SOLE
316000
0
0
PEPSICO INC
COM
713448108
104528
1046120
SH
SOLE
1046120
0
0
PFIZER INC
COM
717081103
144449
4474881
SH
SOLE
4474881
0
0
PHILIP MORRIS INTL INC
COM
718172109
56519
642930
SH
SOLE
642930
0
0
PHILLIPS 66
COM
718546104
10846
132600
SH
SOLE
132600
0
0
PINNACLE WEST CAP CORP
COM
723484101
4900
76000
SH
SOLE
76000
0
0
PIONEER NAT RES CO
COM
723787107
35507
283196
SH
SOLE
283196
0
0
PLAINS GP HLDGS L P
SHS A REP LTPN
72651A108
137
14600
SH
SOLE
14600
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
2276
47700
SH
SOLE
47700
0
0
POLARIS INDS INC
COM
731068102
1418
16500
SH
SOLE
16500
0
0
POTASH CORP SASK INC
COM
73755L107
3023
177200
SH
SOLE
177200
0
0
PRAXAIR INC
COM
74005P104
15897
155249
SH
SOLE
155249
0
0
PRECISION CASTPARTS CORP
COM
740189105
1715
7392
SH
SOLE
7392
0
0
PRICE T ROWE GROUP INC
COM
74144T108
7856
109900
SH
SOLE
109900
0
0
PRICELINE COM INC COM
COM
741503403
41639
32660
SH
SOLE
32660
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
4929
109600
SH
SOLE
109600
0
0
PROCTER & GAMBLE CO
COM
742718109
115428
1453575
SH
SOLE
1453575
0
0
PROGRESSIVE CORP OHIO
COM
743315103
5803
182500
SH
SOLE
182500
0
0
PROLOGIS INC
COM
74340W103
13961
325292
SH
SOLE
325292
0
0
PRUDENTIAL FINL INC
COM
744320102
39364
483530
SH
SOLE
483530
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
4840
125100
SH
SOLE
125100
0
0
PUBLIC STORAGE
COM
74460D109
11939
48200
SH
SOLE
48200
0
0
QIHOO 360 TECHNOLOGY CO LTD
ADS
74734M109
2919
40100
SH
SOLE
40100
0
0
QORVO INC COM
CL A
74736K101
23955
470632
SH
SOLE
470632
0
0
QUALCOMM INC
COM
747525103
35024
700693
SH
SOLE
700693
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
4844
68100
SH
SOLE
68100
0
0
RALPH LAUREN CORP
CL A
751212101
1092
9800
SH
SOLE
9800
0
0
RANGE RES CORP
COM
75281A109
15143
615356
SH
SOLE
615356
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1431
24700
SH
SOLE
24700
0
0
RAYTHEON CO
COM
755111507
41443
332800
SH
SOLE
332800
0
0
REALTY INCOME CORP
COM
756109104
4037
78200
SH
SOLE
78200
0
0
RED HAT INC
COM
756577102
21579
260585
SH
SOLE
260585
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
11888
21900
SH
SOLE
21900
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
6320
658400
SH
SOLE
658400
0
0
REPUBLIC SVCS INC
COM
760759100
998
22700
SH
SOLE
22700
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
14196
380000
SH
SOLE
380000
0
0
REYNOLDS AMERICAN INC
COM
761713106
35774
775182
SH
SOLE
775182
0
0
ROBERT HALF INTL INC
COM
770323103
2842
60300
SH
SOLE
60300
0
0
ROCKWELL AUTOMATION INC
COM
773903109
9778
95300
SH
SOLE
95300
0
0
ROCKWELL COLLINS INC
COM
774341101
978
10600
SH
SOLE
10600
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
2792
81300
SH
SOLE
81300
0
0
ROPER INDS INC NEW
COM
776696106
3662
19300
SH
SOLE
19300
0
0
ROSS STORES INC
COM
778296103
6005
111600
SH
SOLE
111600
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
45609
854429
SH
SOLE
854429
0
0
RYANAIR HLDGS PLC
SPONSORED ADR NE ADDED
783513203
12749
147456
SH
SOLE
147456
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
0
9
SH
SOLE
9
0
0
SEI INVESTMENTS CO
COM
784117103
2027
38700
SH
SOLE
38700
0
0
SL GREEN RLTY CORP
COM
78440X101
5230
46300
SH
SOLE
46300
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
558046
2737000
SH
SOLE
2737000
0
0
SABRE CORP
COM
78573M104
2626
93900
SH
SOLE
93900
0
0
ST JUDE MED INC
COM
790849103
8938
144700
SH
SOLE
144700
0
0
SALESFORCE COM INC
COM
79466L302
40293
513954
SH
SOLE
513954
0
0
SANOFI RIGHT 12/31/2020
ADDED
80105N113
5
49700
SH
SOLE
49700
0
0
SCANA CORP NEW
COM
80589M102
6702
110800
SH
SOLE
110800
0
0
SCHLUMBERGER LTD
COM
806857108
63514
910595
SH
SOLE
910595
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
13629
413900
SH
SOLE
413900
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
6238
113000
SH
SOLE
113000
0
0
SEMPRA ENERGY
COM
816851109
27058
287826
SH
SOLE
287826
0
0
SHERWIN WILLIAMS CO
COM
824348106
26881
103549
SH
SOLE
103549
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
981
6400
SH
SOLE
6400
0
0
SILVER WHEATON CORP
COM
828336107
2715
219300
SH
SOLE
219300
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
48936
251680
SH
SOLE
251680
0
0
SIRIUS XM HLDGS INC
COM
82968B103
1232
302800
SH
SOLE
302800
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
34042
443093
SH
SOLE
443093
0
0
SMUCKER J M CO
COM
832696405
24853
201500
SH
SOLE
201500
0
0
SNAP ON INC
COM
833034101
1011
5900
SH
SOLE
5900
0
0
SOUFUN HLDGS LTD
ADR
836034108
696
94300
SH
SOLE
94300
0
0
SOUTHERN CO
COM
842587107
11164
238600
SH
SOLE
238600
0
0
SOUTHERN COPPER CORP
COM
84265V105
4119
157700
SH
SOLE
157700
0
0
SOUTHWEST AIRLS CO
COM
844741108
1860
43200
SH
SOLE
43200
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
565
79600
SH
SOLE
79600
0
0
SPECTRA ENERGY CORP
COM
847560109
21221
886443
SH
SOLE
886443
0
0
SPRINT CORP
COM SER 1 ADDED
85207U105
2920
806700
SH
SOLE
806700
0
0
STANLEY BLACK & DECKER INC
COM
854502101
35023
328154
SH
SOLE
328154
0
0
STAPLES INC
COM
855030102
2347
247938
SH
SOLE
247938
0
0
STARBUCKS CORP
COM
855244109
49751
828776
SH
SOLE
828776
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
1184
17100
SH
SOLE
17100
0
0
STATE STR CORP
COM
857477103
3663
55200
SH
SOLE
55200
0
0
STERICYCLE INC
COM
858912108
976
8100
SH
SOLE
8100
0
0
STRYKER CORP
COM
863667101
6124
65900
SH
SOLE
65900
0
0
SUN LIFE FINL INC
COM
866796105
6551
210900
SH
SOLE
210900
0
0
SUNCOR ENERGY INC
COM
867224107
46258
1798911
SH
SOLE
1798911
0
0
SUNTRUST BKS INC
COM
867914103
4168
97300
SH
SOLE
97300
0
0
SYMANTEC CORP
COM
871503108
1407
67000
SH
SOLE
67000
0
0
SYNOPSYS INC
COM
871607107
1213
26600
SH
SOLE
26600
0
0
SYNCHRONY FINL
COM
87165B103
16733
550255
SH
SOLE
550255
0
0
SYSCO CORP
COM
871829107
8241
201000
SH
SOLE
201000
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
28690
826572
SH
SOLE
826572
0
0
TJX COS INC NEW
COM
872540109
13898
196000
SH
SOLE
196000
0
0
T-MOBILE US INC
COM
872590104
7749
198096
SH
SOLE
198096
0
0
TAL ED GROUP ADS REPSTG
COM
874080104
1319
28400
SH
SOLE
28400
0
0
TARGET CORP
COM
87612E106
9148
125995
SH
SOLE
125995
0
0
TECK RESOURCES LTD
CL B
878742204
2355
612700
SH
SOLE
612700
0
0
TERADATA CORP DEL
COM
88076W103
3421
129500
SH
SOLE
129500
0
0
TESLA MTRS INC
COM
88160R101
1272
5300
SH
SOLE
5300
0
0
TESORO CORP
COM
881609101
40436
383756
SH
SOLE
383756
0
0
TEXAS INSTRS INC
COM
882508104
11405
208100
SH
SOLE
208100
0
0
TEXTRON INC
COM
883203101
966
23000
SH
SOLE
23000
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
49282
347425
SH
SOLE
347425
0
0
THOMSON REUTERS CORP
COM
884903105
1207
32000
SH
SOLE
32000
0
0
3M CO
COM
88579Y101
31302
207800
SH
SOLE
207800
0
0
TIFFANY & CO NEW
COM
886547108
3463
45400
SH
SOLE
45400
0
0
TIME WARNER INC
COM
887317303
36226
560173
SH
SOLE
560173
0
0
TIME WARNER CABLE INC
COM
88732J207
29705
160060
SH
SOLE
160060
0
0
TOLL BROTHERS INC
COM
889478103
4996
150051
SH
SOLE
150051
0
0
TORCHMARK CORP
COM
891027104
1200
21000
SH
SOLE
21000
0
0
TORONTO DOMINION BK ONT
COM
891160509
53490
1369901
SH
SOLE
1369901
0
0
TOWERS WATSON & CO
COM
891894107
976
7600
SH
SOLE
7600
0
0
TOTAL SYS SVCS INC
COM
891906109
1185
23800
SH
SOLE
23800
0
0
TRACTOR SUPPLY CO
COM
892356106
1171
13700
SH
SOLE
13700
0
0
TRANSCANADA CORP
COM
89353D107
7095
218100
SH
SOLE
218100
0
0
TRAVELERS COMPANIES INC
COM
89417E109
11229
99500
SH
SOLE
99500
0
0
TRIPADVISOR INC
COM
896945201
1287
15100
SH
SOLE
15100
0
0
TURQUOISE HILL RES LTD
COM
900435108
1723
681900
SH
SOLE
681900
0
0
TWENTY FIRST CENTY FOX INC
CL A ADDED
90130A101
11401
419800
SH
SOLE
419800
0
0
TWENTY FIRST CENTY FOX INC
CL B ADDED
90130A200
6200
227700
SH
SOLE
227700
0
0
TYSON FOODS INC
CL A
902494103
36969
693224
SH
SOLE
693224
0
0
UDR INC
COM
902653104
1367
36400
SH
SOLE
36400
0
0
US BANCORP DEL
COM
902973304
46988
1101201
SH
SOLE
1101201
0
0
ULTA SALON COSMETCS & FRAG I COM
COM
90384S303
2275
12300
SH
SOLE
12300
0
0
UNDER ARMOUR INC
CL A
904311107
6102
75700
SH
SOLE
75700
0
0
UNION PAC CORP
COM
907818108
62006
792928
SH
SOLE
792928
0
0
UNITED CONTL HLDGS INC
COM ADDED
910047109
21246
370786
SH
SOLE
370786
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
21670
225200
SH
SOLE
225200
0
0
UNITED RENTALS INC
COM
911363109
25998
358400
SH
SOLE
358400
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
44417
462343
SH
SOLE
462343
0
0
UNITED THERAPEUTICS CORP
DEL COM
91307C102
8081
51600
SH
SOLE
51600
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
71844
610716
SH
SOLE
610716
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
4385
36700
SH
SOLE
36700
0
0
UNUM GROUP
COM
91529Y106
19827
595587
SH
SOLE
595587
0
0
V F CORP
COM
918204108
21532
345900
SH
SOLE
345900
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
24143
238600
SH
SOLE
238600
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
11716
165700
SH
SOLE
165700
0
0
VANTIV INC
CL A
92210H105
30022
633125
SH
SOLE
633125
0
0
VENTAS INC
COM
92276F100
16471
291900
SH
SOLE
291900
0
0
VEREIT INC
COM
92339V100
2782
351300
SH
SOLE
351300
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
100902
2183094
SH
SOLE
2183094
0
0
VERISK ANALYTICS INC
CL A
92345Y106
1036
13477
SH
SOLE
13477
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
18944
150558
SH
SOLE
150558
0
0
VIACOM INC NEW
CL B
92553P201
1580
38400
SH
SOLE
38400
0
0
VIPSHOP HLDGS LTD
SPONSORED ADR
92763W103
2088
136800
SH
SOLE
136800
0
0
VISA INC
COM CL A
92826C839
84357
1087786
SH
SOLE
1087786
0
0
VMWARE INC
CL A COM
928563402
4836
85500
SH
SOLE
85500
0
0
VORNADO RLTY TR
SH BEN INT
929042109
4568
45700
SH
SOLE
45700
0
0
VOYA FINL INC COM
COM
929089100
1491
40400
SH
SOLE
40400
0
0
VULCAN MATLS CO
COM
929160109
2925
30800
SH
SOLE
30800
0
0
WABCO HLDGS INC
COM
92927K102
971
9500
SH
SOLE
9500
0
0
WEC ENERGY GROUP INC
COM ADDED
92939U106
7121
138800
SH
SOLE
138800
0
0
WAL MART STORES INC
COM
931142103
40871
666751
SH
SOLE
666751
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
17550
206100
SH
SOLE
206100
0
0
WASTE MGMT INC DEL
COM
94106L109
37876
709700
SH
SOLE
709700
0
0
WATERS CORP
COM
941848103
5813
43200
SH
SOLE
43200
0
0
WELLS FARGO & CO NEW
COM
949746101
173121
3184724
SH
SOLE
3184724
0
0
WELLTOWER INC
COM
95040Q104
16537
243094
SH
SOLE
243094
0
0
WESTERN DIGITAL CORP
COM
958102105
1402
23354
SH
SOLE
23354
0
0
WESTERN UN CO
COM
959802109
5910
330000
SH
SOLE
330000
0
0
WESTROCK CO
COM
96145D105
652
14300
SH
SOLE
14300
0
0
WEYERHAEUSER CO
COM
962166104
8418
280820
SH
SOLE
280820
0
0
WHIRLPOOL CORP
COM
963320106
411
2800
SH
SOLE
2800
0
0
WHITING PETE CORP
COM
966387102
1283
136000
SH
SOLE
136000
0
0
WHOLE FOODS MKT INC
COM
966837106
2750
82100
SH
SOLE
82100
0
0
WILLIAMS COS INC DEL
COM
969457100
5772
224600
SH
SOLE
224600
0
0
WORKDAY INC
CL A
98138H101
4804
60300
SH
SOLE
60300
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
3973
54700
SH
SOLE
54700
0
0
WYNN RESORTS LTD
COM
983134107
1937
28000
SH
SOLE
28000
0
0
XCEL ENERGY INC
COM
98389B100
5508
153400
SH
SOLE
153400
0
0
XILINX INC
COM
983919101
1277
27200
SH
SOLE
27200
0
0
XEROX CORP
COM
984121103
6005
565000
SH
SOLE
565000
0
0
XYLEM INC
COM
98419M100
970
26600
SH
SOLE
26600
0
0
YY INC
ADS REPCOM CLA
98426T106
124
2000
SH
SOLE
2000
0
0
YAHOO INC
COM
984332106
15905
478230
SH
SOLE
478230
0
0
YAMANA GOLD INC
COM
98462Y100
369
199900
SH
SOLE
199900
0
0
YOUKU TUDOU INC
SPONSORED ADR
98742U100
379
14000
SH
SOLE
14000
0
0
YUM BRANDS INC
COM
988498101
8583
117500
SH
SOLE
117500
0
0
ZILLOW GROUP INC
CL C CAP STK ADDED
98954M200
1256
53500
SH
SOLE
53500
0
0
ZIMMER HLDGS INC
COM
98956P102
1231
12000
SH
SOLE
12000
0
0
ZOETIS INC
CL A
98978V103
37945
791852
SH
SOLE
791852
0
0