0001568679-14-000004.txt : 20140806
0001568679-14-000004.hdr.sgml : 20140806
20140806172021
ACCESSION NUMBER: 0001568679-14-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140806
DATE AS OF CHANGE: 20140806
EFFECTIVENESS DATE: 20140806
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RIVERHEAD CAPITAL MANAGEMENT LLC
CENTRAL INDEX KEY: 0001568679
IRS NUMBER: 453557628
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15221
FILM NUMBER: 141020918
BUSINESS ADDRESS:
STREET 1: 2711 CENTERVILLE ROAD
STREET 2: SUITE 400
CITY: WILMINGTON
STATE: DE
ZIP: 19808
BUSINESS PHONE: 302-351-2520
MAIL ADDRESS:
STREET 1: 2711 CENTERVILLE ROAD
STREET 2: SUITE 400
CITY: WILMINGTON
STATE: DE
ZIP: 19808
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001568679
XXXXXXXX
06-30-2014
06-30-2014
RIVERHEAD CAPITAL MANAGEMENT LLC
2711 CENTERVILLE ROAD
SUITE 400
WILMINGTON
DE
19808
13F HOLDINGS REPORT
028-15221
N
Aaron Davis
Business Manager
302-351-2520
Aaron Davis
Wilmington
DE
08-06-2014
0
628
5336565
false
INFORMATION TABLE
2
Riverhead_140630.xml
LIVE
ABB LTD
ADR
000375204
4063
176500
SH
SOLE
176500
0
0
AFLAC INC
COM
001055102
8779
141030
SH
SOLE
141030
0
0
AGL RESOURCES INC
COM
001204106
2986
54281
SH
SOLE
54281
0
0
ABBOTT LABS
COM
002824100
8999
220022
SH
SOLE
220022
0
0
AEGON N V
ORD
007924103
1464
167000
SH
SOLE
167000
0
0
AGNICO EAGLE MINES LTD
COM
008474108
176
4600
SH
SOLE
4600
0
0
AGRIUM INC
COM
008916108
303
3300
SH
SOLE
3300
0
0
AIR PRODS & CHEMS INC
COM
009158106
6400
49754
SH
SOLE
49754
0
0
AIRGAS INC
COM
009363102
1309
12018
SH
SOLE
12018
0
0
ALCOA INC
COM
013817101
2702
181571
SH
SOLE
181571
0
0
ALCATEL LUCENT
ADR
013904305
474
133200
SH
SOLE
133200
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
3536
22633
SH
SOLE
22633
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
4177
14854
SH
SOLE
14854
0
0
ALLSTATE CORP
COM
020002101
3691
62857
SH
SOLE
62857
0
0
ALTERA CORP
COM
021441100
2391
68796
SH
SOLE
68796
0
0
AMAZON COM INC
COM
023135106
10434
32124
SH
SOLE
32124
0
0
AMEREN CORP
COM
023608102
2868
70138
SH
SOLE
70138
0
0
AMERICAN ELEC PWR INC
COM
025537101
7368
132080
SH
SOLE
132080
0
0
AMERICAN EXPRESS CO
COM
025816109
28409
299456
SH
SOLE
299456
0
0
AMERICAN INTL GROUP INC
COM
026874784
13424
245948
SH
SOLE
245948
0
0
AMETEK INC NEW
COM
031100100
1253
23979
SH
SOLE
23979
0
0
AMGEN INC
COM
031162100
7526
63553
SH
SOLE
63553
0
0
AMPHENOL CORP NEW
COM
032095101
2138
22186
SH
SOLE
22186
0
0
ANADARKO PETE CORP
COM
032511107
5281
48246
SH
SOLE
48246
0
0
ANALOG DEVICES INC
COM
032654105
10671
197379
SH
SOLE
197379
0
0
APACHE CORP
COM
037411105
4055
40320
SH
SOLE
40320
0
0
APPLE COMPUTER INC
COM
037833100
70493
758506
SH
SOLE
758506
0
0
APPLIED MATLS INC
COM
038222105
11263
499362
SH
SOLE
499362
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
38053
862721
SH
SOLE
862721
0
0
ARM HLDGS PLC
ADR
042068106
670
14800
SH
SOLE
14800
0
0
ASTRAZENECA PLC
ADR
046353108
2349
31600
SH
SOLE
31600
0
0
AUTODESK INC
COM
052769106
2528
44812
SH
SOLE
44812
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
10341
130389
SH
SOLE
130389
0
0
AUTOZONE INC
COM
053332102
16019
29874
SH
SOLE
29874
0
0
AVALONBAY CMNTYS INC
COM
053484101
2146
15102
SH
SOLE
15102
0
0
AVERY DENNISON CORP
COM
053611109
1540
30028
SH
SOLE
30028
0
0
AVON PRODS INC
COM
054303102
2129
145829
SH
SOLE
145829
0
0
BB&T CORP
COM
054937107
2480
62873
SH
SOLE
62873
0
0
BP PLC
ADR
055622104
2390
45314
SH
SOLE
45314
0
0
BAKER HUGHES INC
COM
057224107
8306
111573
SH
SOLE
111573
0
0
BALL CORP
COM
058498106
1339
21364
SH
SOLE
21364
0
0
BANK OF AMERICA CORPORATION
COM
060505104
23957
1558494
SH
SOLE
1558494
0
0
BANK MONTREAL QUE
COM
063671101
766
10400
SH
SOLE
10400
0
0
BANK NEW YORK INC
COM
064058100
14605
389723
SH
SOLE
389723
0
0
BANK NOVA SCOTIA HALIFAX
COM
064149107
926
13900
SH
SOLE
13900
0
0
BARD C R INC
COM
067383109
6229
43560
SH
SOLE
43560
0
0
BARRICK GOLD CORP
COM
067901108
234
12800
SH
SOLE
12800
0
0
BAXTER INTL INC
COM
071813109
9559
132255
SH
SOLE
132255
0
0
BECTON DICKINSON & CO
COM
075887109
13361
112932
SH
SOLE
112932
0
0
BED BATH & BEYOND INC
COM
075896100
18351
319818
SH
SOLE
319818
0
0
BEMIS INC
COM
081437105
2048
50367
SH
SOLE
50367
0
0
BERKSHIRE HATHAWAY INC DEL
COM
084670702
22241
175735
SH
SOLE
175735
0
0
BEST BUY INC
COM
086516101
9067
292404
SH
SOLE
292404
0
0
BHP BILLITON LTD
ADR
088606108
7400
108100
SH
SOLE
108100
0
0
BLOCK H & R INC
COM
093671105
9090
271152
SH
SOLE
271152
0
0
BOEING CO
COM
097023105
28477
223831
SH
SOLE
223831
0
0
BORG WARNER INC
COM
099724106
8628
132326
SH
SOLE
132326
0
0
BOSTON PPTYS LTD PARTNERSHIP
COM
101121101
3274
27683
SH
SOLE
27683
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
2809
219804
SH
SOLE
219804
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
13637
281126
SH
SOLE
281126
0
0
BROADCOM CORP
COM
111320107
2922
78710
SH
SOLE
78710
0
0
BROOKFIELD ASSET MGMT INC
LTD VT SH
112585104
2201
50000
SH
SOLE
50000
0
0
CAE INC
COM
124765108
159
12100
SH
SOLE
12100
0
0
CBS CORP NEW
COM
124857202
14547
234101
SH
SOLE
234101
0
0
CF INDS HLDGS INC
COM
125269100
2209
9185
SH
SOLE
9185
0
0
CIGNA CORP
COM
125509109
9486
103127
SH
SOLE
103127
0
0
CMS ENERGY CORP
COM
125896100
3254
104509
SH
SOLE
104509
0
0
CSX CORP
COM
126408103
3828
124217
SH
SOLE
124217
0
0
CVS CORP
COM
126650100
36872
489241
SH
SOLE
489241
0
0
CABOT OIL & GAS CORP
COM
127097103
2186
64014
SH
SOLE
64014
0
0
CAMPBELL SOUP CO
COM
134429109
8736
190698
SH
SOLE
190698
0
0
CDN IMPERIAL BK OF COMMERCE
COM
136069101
782
8600
SH
SOLE
8600
0
0
CANADIAN NATL RY CO
COM
136375102
1671
25700
SH
SOLE
25700
0
0
CANADIAN NAT RES LTD
COM
136385101
464
10100
SH
SOLE
10100
0
0
CANADIAN SOLAR INC
COM
136635109
107
3400
SH
SOLE
3400
0
0
CANON INC
ADR
138006309
2960
90400
SH
SOLE
90400
0
0
CARMAX INC
COM
143130102
2861
55048
SH
SOLE
55048
0
0
CATAMARAN CORP
COM
148887102
402
9100
SH
SOLE
9100
0
0
CATERPILLAR INC DEL
COM
149123101
6041
55580
SH
SOLE
55580
0
0
CELGENE CORP
COM
151020104
19635
228646
SH
SOLE
228646
0
0
CENTURYTEL INC
COM
156700106
11052
305280
SH
SOLE
305280
0
0
CERNER CORP
COM
156782104
3044
58995
SH
SOLE
58995
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
2571
82698
SH
SOLE
82698
0
0
CHEVRONTEXACO CORP
COM
166764100
29655
227162
SH
SOLE
227162
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
3186
5377
SH
SOLE
5377
0
0
CHUBB CORP
COM
171232101
6236
67657
SH
SOLE
67657
0
0
CINCINNATI FINL CORP
COM
172062101
8722
181554
SH
SOLE
181554
0
0
CINTAS CORP
COM
172908105
4442
69895
SH
SOLE
69895
0
0
CITIGROUP INC
COM
172967424
16725
355056
SH
SOLE
355056
0
0
CITRIX SYS INC
COM
177376100
2038
32565
SH
SOLE
32565
0
0
CLOROX CO DEL
COM
189054109
26135
285918
SH
SOLE
285918
0
0
COACH INC
COM
189754104
7475
218669
SH
SOLE
218669
0
0
COGNIZANT TECHNOLOGY SOL
COM
192446102
11112
227144
SH
SOLE
227144
0
0
COLGATE PALMOLIVE CO
COM
194162103
11990
175880
SH
SOLE
175880
0
0
COMERICA INC
COM
200340107
5047
100637
SH
SOLE
100637
0
0
COMPUTER SCIENCES CORP
COM
205363104
2757
43615
SH
SOLE
43615
0
0
CONAGRA FOODS INC
COM
205887102
18321
617257
SH
SOLE
617257
0
0
CONSOLIDATED EDISON INC
COM
209115104
25925
448964
SH
SOLE
448964
0
0
CORNING INC
COM
219350105
10066
458622
SH
SOLE
458622
0
0
CREDIT SUISSE GROUP
ADR
225401108
2074
73100
SH
SOLE
73100
0
0
CUMMINS INC
COM
231021106
9095
58944
SH
SOLE
58944
0
0
DTE ENERGY CO
COM
233331107
2301
29556
SH
SOLE
29556
0
0
DANAHER CORP DEL
COM
235851102
14687
186524
SH
SOLE
186524
0
0
DARDEN RESTAURANTS INC
COM
237194105
12645
273247
SH
SOLE
273247
0
0
DEERE & CO
COM
244199105
3153
34805
SH
SOLE
34805
0
0
DELTA AIR LINES INC DEL
COM
247361702
4209
108729
SH
SOLE
108729
0
0
DENBURY RES INC
COM
247916208
1396
75636
SH
SOLE
75636
0
0
DENTSPLY INTL INC NEW
COM
249030107
1291
27262
SH
SOLE
27262
0
0
DISNEY WALT CO
COM
254687106
41720
486589
SH
SOLE
486589
0
0
DISCOVER FINL SVCS
COM
254709108
23964
386639
SH
SOLE
386639
0
0
DOLLAR GEN CORP NEW
COM
256677105
10235
178398
SH
SOLE
178398
0
0
DOLLAR TREE STORES INC
COM
256746108
7400
135878
SH
SOLE
135878
0
0
DOVER CORP
COM
260003108
7417
81532
SH
SOLE
81532
0
0
DOW CHEM CO
COM
260543103
15215
295679
SH
SOLE
295679
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
11401
174205
SH
SOLE
174205
0
0
E M C CORP MASS
COM
268648102
7060
268114
SH
SOLE
268114
0
0
E TRADE FINANCIAL CORP
COM
269246401
1300
61087
SH
SOLE
61087
0
0
EASTMAN CHEM CO
COM
277432100
3127
35809
SH
SOLE
35809
0
0
EBAY INC
COM
278642103
5241
104707
SH
SOLE
104707
0
0
ECOLAB INC
COM
278865100
3651
32796
SH
SOLE
32796
0
0
EDISON INTL
COM
281020107
3234
55653
SH
SOLE
55653
0
0
ELDORADO GOLD CORP
COM
284902103
152
19900
SH
SOLE
19900
0
0
ELECTRONIC ARTS INC
COM
285512109
1423
39724
SH
SOLE
39724
0
0
EMERSON ELEC CO
COM
291011104
11282
170024
SH
SOLE
170024
0
0
ENCANA CORP
COM
292505104
187
7900
SH
SOLE
7900
0
0
ENERPLUS CORP
COM
292766102
445
17700
SH
SOLE
17700
0
0
ENTERPRISE PRODS PARTNERS
COM
293792107
7829
100000
SH
SOLE
100000
0
0
EQUIFAX INC
COM
294429105
2174
29961
SH
SOLE
29961
0
0
ERICSSON (LM) TEL
ADR
294821608
2813
232900
SH
SOLE
232900
0
0
ESSEX PPTY TR INC
COM
297178105
1318
7128
SH
SOLE
7128
0
0
EXPEDITORS INTL WASH INC
COM
302130109
8668
196307
SH
SOLE
196307
0
0
FLIR SYS INC
COM
302445101
1274
36633
SH
SOLE
36633
0
0
F M C CORP
COM
302491303
2145
30137
SH
SOLE
30137
0
0
FAMILY DLR STORES INC
COM
307000109
3591
54307
SH
SOLE
54307
0
0
FASTENAL CO
COM
311900104
11812
238701
SH
SOLE
238701
0
0
F5 NETWORKS INC
COM
315616102
1314
11777
SH
SOLE
11777
0
0
FIFTH THIRD BANCORP
COM
316773100
9262
433687
SH
SOLE
433687
0
0
FIRST SOLAR INC
COM
336433107
1917
26983
SH
SOLE
26983
0
0
FISERV INC
COM
337738108
6440
106755
SH
SOLE
106755
0
0
FIRSTENERGY CORP
COM
337932107
6678
192293
SH
SOLE
192293
0
0
FLUOR CORP NEW
COM
343412102
4292
55825
SH
SOLE
55825
0
0
FORD MTR CO DEL
COM
345370860
6271
363839
SH
SOLE
363839
0
0
FRANCO NEVADA CORP
COM
351858105
333
5800
SH
SOLE
5800
0
0
BENNEFICIAL LIFE
COM
354613101
3955
68357
SH
SOLE
68357
0
0
FRESENIUS MED CARE AG&CO KGA
ADR
358029106
2532
75600
SH
SOLE
75600
0
0
GANNETT INC
COM
364730101
4746
151611
SH
SOLE
151611
0
0
GAP INC DEL
COM
364760108
7325
176228
SH
SOLE
176228
0
0
GENERAL DYNAMICS CORP
COM
369550108
19970
171341
SH
SOLE
171341
0
0
GENERAL ELEC CO
COM
369604103
28753
1094056
SH
SOLE
1094056
0
0
GENERAL GROWTH PPTYS INC
COM
370023103
1275
54153
SH
SOLE
54153
0
0
GENERAL MLS INC
COM
370334104
20489
389906
SH
SOLE
389906
0
0
GENUINE PARTS CO
COM
372460105
14643
166764
SH
SOLE
166764
0
0
GILEAD SCIENCES INC
COM
375558103
18846
227256
SH
SOLE
227256
0
0
GILDAN ACTIVEWEAR INC
SHS
375916103
953
16200
SH
SOLE
16200
0
0
GOLDCORP INC NEW
COM
380956409
330
11800
SH
SOLE
11800
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
1353
48679
SH
SOLE
48679
0
0
GRAHAM HOLDINGS COMPANY
COM
384637104
1549
2159
SH
SOLE
2159
0
0
GRAINGER W W INC
COM
384802104
3027
11911
SH
SOLE
11911
0
0
GRIFOLS S A
ADR
398438408
885
20100
SH
SOLE
20100
0
0
HSBC CAPITAL FUNDING LP
ADR
404280406
3541
69700
SH
SOLE
69700
0
0
HALLIBURTON CO
COM
406216101
24446
344257
SH
SOLE
344257
0
0
HARLEY DAVIDSON INC
COM
412822108
2874
41104
SH
SOLE
41104
0
0
HARMAN INTL INDS INC
COM
413086109
1288
11985
SH
SOLE
11985
0
0
HARRIS CORP DEL
COM
413875105
3822
50450
SH
SOLE
50450
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
12812
357826
SH
SOLE
357826
0
0
HASBRO INC
COM
418056107
8351
157428
SH
SOLE
157428
0
0
HELMERICH & PAYNE INC
COM
423452101
10126
87206
SH
SOLE
87206
0
0
HERSHEY FOODS CORP
COM
427866108
3910
40151
SH
SOLE
40151
0
0
HEWLETT PACKARD CO
COM
428236103
5933
176146
SH
SOLE
176146
0
0
HOME DEPOT INC
COM
437076102
43554
537953
SH
SOLE
537953
0
0
HONDA MOTOR LTD
SHS
438128308
5203
148700
SH
SOLE
148700
0
0
HONEYWELL INTL INC
COM
438516106
12527
134763
SH
SOLE
134763
0
0
HORMEL FOODS CORP
COM
440452100
23396
474124
SH
SOLE
474124
0
0
HOSPIRA INC
COM
441060100
1932
37625
SH
SOLE
37625
0
0
HUDSON CITY BANCORP
COM
443683107
1262
128366
SH
SOLE
128366
0
0
HUMANA INC
COM
444859102
14319
112113
SH
SOLE
112113
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
3587
375932
SH
SOLE
375932
0
0
ILLINOIS TOOL WKS INC
COM
452308109
7774
88754
SH
SOLE
88754
0
0
ING GROUP N V
ADR
456837103
1423
101500
SH
SOLE
101500
0
0
INTEL CORP
COM
458140100
29972
969877
SH
SOLE
969877
0
0
INTERNATIONAL BUSINESS MAC
COM
459200101
26285
144996
SH
SOLE
144996
0
0
INTL FLAVORS & FRAGRANCE
COM
459506101
8365
80232
SH
SOLE
80232
0
0
INTL PAPER CO
COM
460146103
2251
44602
SH
SOLE
44602
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
3063
156909
SH
SOLE
156909
0
0
INTUIT
COM
461202103
9411
116883
SH
SOLE
116883
0
0
IRON MTN INC
COM
462846106
1511
42606
SH
SOLE
42606
0
0
ISHARES TR
MSCI EAFE IDX
464287465
10939
160000
SH
SOLE
160000
0
0
JABIL CIRCUIT INC
COM
466313103
1459
69705
SH
SOLE
69705
0
0
JACOBS ENGR GROUP INC
COM
469814107
1201
22530
SH
SOLE
22530
0
0
JOHNSON & JOHNSON
COM
478160104
81648
780418
SH
SOLE
780418
0
0
JOHNSON CTLS INC
COM
478366107
8213
164456
SH
SOLE
164456
0
0
JOY GLOBAL INC
COM
481165108
1332
21610
SH
SOLE
21610
0
0
KLA-TENCOR CORP
COM
482480100
9596
132107
SH
SOLE
132107
0
0
KANSAS CITY SOUTHERN
COM
485170302
3136
29158
SH
SOLE
29158
0
0
KELLOGG CO
COM
487836108
10557
160617
SH
SOLE
160617
0
0
KEYCORP NEW
COM
493267108
8895
620885
SH
SOLE
620885
0
0
KIMBERLY CLARK CORP
COM
494368103
39991
359591
SH
SOLE
359591
0
0
KINDER MORGAN
UNIT LTD PART
494550106
2631
32000
SH
SOLE
32000
0
0
KOHLS CORP
COM
500255104
7652
145267
SH
SOLE
145267
0
0
KONINKLIJKE PHILIPS ELECTRS
NY REG SH
500472303
1419
44689
SH
SOLE
44689
0
0
KROGER CO
COM
501044101
4478
90600
SH
SOLE
90600
0
0
KYOCERA CORP
ADR
501556203
457
9600
SH
SOLE
9600
0
0
LKQ CORP
COM
501889208
3855
144447
SH
SOLE
144447
0
0
L-3 COMMUNICATIONS HLDGS
COM
502424104
15952
132110
SH
SOLE
132110
0
0
LAM RESEARCH CORP
COM
512807108
2471
36562
SH
SOLE
36562
0
0
LAUDER ESTEE COS INC
COM
518439104
2271
30585
SH
SOLE
30585
0
0
LEGGETT & PLATT INC
COM
524660107
7422
216541
SH
SOLE
216541
0
0
LEGG MASON INC
COM
524901105
18926
368806
SH
SOLE
368806
0
0
LENNAR CORP
COM
526057104
2462
58668
SH
SOLE
58668
0
0
LILLY ELI & CO
COM
532457108
19392
311947
SH
SOLE
311947
0
0
LINCOLN NATL CORP IND
COM
534187109
11721
227859
SH
SOLE
227859
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
7980
169559
SH
SOLE
169559
0
0
LLOYDS TSB GROUP PLC
ADR
539439109
1785
347300
SH
SOLE
347300
0
0
LOCKHEED MARTIN CORP
COM
539830109
16315
101517
SH
SOLE
101517
0
0
LOEWS CORP
COM
540424108
2327
52888
SH
SOLE
52888
0
0
LOWES COS INC
COM
548661107
14779
307874
SH
SOLE
307874
0
0
MACERICH CO
COM
554382101
2560
38365
SH
SOLE
38365
0
0
MARATHON OIL CORP
COM
565849106
3326
83320
SH
SOLE
83320
0
0
MARSH & MCLENNAN COS INC
COM
571748102
8952
172737
SH
SOLE
172737
0
0
MARRIOTT INTL INC NEW
COM
571903202
5874
91612
SH
SOLE
91612
0
0
MASCO CORP
COM
574599106
2666
120042
SH
SOLE
120042
0
0
MATTEL INC
COM
577081102
8784
225387
SH
SOLE
225387
0
0
MCCORMICK & CO INC
COM
579780206
2623
36620
SH
SOLE
36620
0
0
MCDONALDS CORP
COM
580135101
27772
275682
SH
SOLE
275682
0
0
MCGRAW HILL COS INC
COM
580645109
12512
150695
SH
SOLE
150695
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
3419
36674
SH
SOLE
36674
0
0
MEADWESTVACO CORP
COM
583334107
7921
178984
SH
SOLE
178984
0
0
MEDTRONIC INC
COM
585055106
6253
98071
SH
SOLE
98071
0
0
MICROSOFT CORP
COM
594918104
41009
983367
SH
SOLE
983367
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
8736
178997
SH
SOLE
178997
0
0
MICRON TECHNOLOGY INC
COM
595112103
4234
128464
SH
SOLE
128464
0
0
MITSUBISHI UFJ FINL GROUP IN
ADR
606822104
4535
737400
SH
SOLE
737400
0
0
MOHAWK INDS INC
COM
608190104
1304
9430
SH
SOLE
9430
0
0
MONDELEZ INTL INC.
COM
609207105
30825
819631
SH
SOLE
819631
0
0
MOODYS CORP
COM
615369105
7647
87230
SH
SOLE
87230
0
0
MORGAN STANLEY
COM
617446448
7473
231223
SH
SOLE
231223
0
0
MOTOROLA SOLUTIONS INC
COM
620076307
10216
153442
SH
SOLE
153442
0
0
MURPHY OIL CORP
COM
626717102
1362
20464
SH
SOLE
20464
0
0
MYLAN INC
COM
628530107
3209
62220
SH
SOLE
62220
0
0
NRG ENERGY INC
COM
629377508
6492
174517
SH
SOLE
174517
0
0
NASDAQ OMX GROUP INC
COM
631103108
2028
52528
SH
SOLE
52528
0
0
NATIONAL GRID PLC
ADR
636274300
4456
59900
SH
SOLE
59900
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
10081
122421
SH
SOLE
122421
0
0
NEW GOLD INC CDA
COM
644535106
173
27200
SH
SOLE
27200
0
0
NEWELL RUBBERMAID INC
COM
651229106
1876
60466
SH
SOLE
60466
0
0
NEWFIELD EXPL CO
COM
651290108
1575
35633
SH
SOLE
35633
0
0
NEWMONT MINING CORP
COM
651639106
2294
90192
SH
SOLE
90192
0
0
NICE SYS LTD
ADR
653656108
1530
37500
SH
SOLE
37500
0
0
NIDEC CORP
ADR
654090109
668
43400
SH
SOLE
43400
0
0
NIKE INC
COM
654106103
11657
150296
SH
SOLE
150296
0
0
NIPPON TELEG & TEL CORP
ADR
654624105
3171
101600
SH
SOLE
101600
0
0
NOKIA CORP
ADR
654902204
742
98100
SH
SOLE
98100
0
0
NOBLE ENERGY INC
COM
655044105
4650
60018
SH
SOLE
60018
0
0
NORDSTROM INC
COM
655664100
2068
30433
SH
SOLE
30433
0
0
NORFOLK SOUTHERN CORP
COM
655844108
9801
95138
SH
SOLE
95138
0
0
NORTHEAST UTILS
COM
664397106
5373
113658
SH
SOLE
113658
0
0
NORTHERN TR CORP
COM
665859104
2236
34825
SH
SOLE
34825
0
0
NORTHROP GRUMMAN CORP
COM
666807102
43573
364242
SH
SOLE
364242
0
0
NOVO-NORDISK A S
ADR
670100205
2966
64200
SH
SOLE
64200
0
0
NUCOR CORP
COM
670346105
1229
24904
SH
SOLE
24904
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
13119
127825
SH
SOLE
127825
0
0
ONEOK INC NEW
COM
682680103
3423
50253
SH
SOLE
50253
0
0
OPEN TEXT CORP
COM
683715106
619
12900
SH
SOLE
12900
0
0
ORANGE
ADR
684060106
1522
96300
SH
SOLE
96300
0
0
ORIX CORP
ADR
686330101
847
10200
SH
SOLE
10200
0
0
OWENS ILL INC
COM
690768403
2048
59092
SH
SOLE
59092
0
0
PNC FINL SVCS GROUP INC
COM
693475105
4519
50753
SH
SOLE
50753
0
0
PPG INDS INC
COM
693506107
32647
155362
SH
SOLE
155362
0
0
PVH CORP
COM
693656100
1852
15876
SH
SOLE
15876
0
0
PACCAR INC
COM
693718108
4224
67252
SH
SOLE
67252
0
0
PALL CORP
COM
696429307
1279
14974
SH
SOLE
14974
0
0
PAN AMERICAN SILVER CORP
COM
697900108
176
11500
SH
SOLE
11500
0
0
PARKER HANNIFIN CORP
COM
701094104
7767
61775
SH
SOLE
61775
0
0
PATTERSON COS INC
COM
703395103
1260
31899
SH
SOLE
31899
0
0
PAYCHEX INC
COM
704326107
8465
203679
SH
SOLE
203679
0
0
PEABODY ENERGY CORP
COM
704549104
1195
73059
SH
SOLE
73059
0
0
PEARSON PLC
ADR
705015105
1234
62300
SH
SOLE
62300
0
0
PEMBINA PIPELINE CORP
COM
706327103
709
16500
SH
SOLE
16500
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
11365
749244
SH
SOLE
749244
0
0
PERKINELMER INC
COM
714046109
2249
47973
SH
SOLE
47973
0
0
PETSMART INC.
COM
716768106
5484
91699
SH
SOLE
91699
0
0
PFIZER INC
COM
717081103
43299
1458738
SH
SOLE
1458738
0
0
PHILLIPS 66
COM
718546104
50400
626664
SH
SOLE
626664
0
0
PINNACLE WEST CAP CORP
COM
723484101
31023
536372
SH
SOLE
536372
0
0
PIONEER NAT RES CO
COM
723787107
3949
17176
SH
SOLE
17176
0
0
PITNEY BOWES INC
COM
724479100
7401
267960
SH
SOLE
267960
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
2113
46760
SH
SOLE
46760
0
0
PORTUGAL TELECOM SGPS S A
ADR
737273102
309
84500
SH
SOLE
84500
0
0
PRECISION CASTPARTS CORP
COM
740189105
13328
52818
SH
SOLE
52818
0
0
PRICELINE COM INC
COM
741503403
6061
5038
SH
SOLE
5038
0
0
PROCTER & GAMBLE CO
COM
742718109
38029
483865
SH
SOLE
483865
0
0
PROGRESSIVE CORP OHIO
COM
743315103
4372
172327
SH
SOLE
172327
0
0
PRUDENTIAL FINL INC
COM
744320102
27816
313344
SH
SOLE
313344
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
9617
235692
SH
SOLE
235692
0
0
PULTE HOMES INC
COM
745867101
8447
419053
SH
SOLE
419053
0
0
QUALCOMM INC
COM
747525103
36496
460821
SH
SOLE
460821
0
0
QUESTAR CORP
COM
748356102
372
15000
SH
SOLE
15000
0
0
RALPH LAUREN CORP
COM
751212101
2048
12752
SH
SOLE
12752
0
0
RANDGOLD RES LTD
ADR
752344309
634
7500
SH
SOLE
7500
0
0
RAYTHEON CO
COM
755111507
44417
481461
SH
SOLE
481461
0
0
RED HAT INC
COM
756577102
1409
25543
SH
SOLE
25543
0
0
REED ELSEVIER N V
ADR
758204200
1801
39200
SH
SOLE
39200
0
0
REPUBLIC SVCS INC
COM
760759100
1369
36048
SH
SOLE
36048
0
0
RIO TINTO ADR
ADR
767204100
1509
27800
SH
SOLE
27800
0
0
ROBERT HALF INTL INC
COM
770323103
9231
193361
SH
SOLE
193361
0
0
ROCKWELL AUTOMATION INC
COM
773903109
12713
101583
SH
SOLE
101583
0
0
ROCKWELL COLLINS INC
COM
774341101
1263
16155
SH
SOLE
16155
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
451
11200
SH
SOLE
11200
0
0
ROPER INDS INC NEW
COM
776696106
1324
9053
SH
SOLE
9053
0
0
ROSS STORES INC
COM
778296103
2088
31563
SH
SOLE
31563
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
1114
15600
SH
SOLE
15600
0
0
ROYAL BK SCOTLAND GROUP PLC
ADR
780097689
521
46100
SH
SOLE
46100
0
0
ROYAL DUTCH SHELL PLC
ADR
780259206
3501
42500
SH
SOLE
42500
0
0
RYANAIR HLDGS PLC
ADR
783513104
435
7800
SH
SOLE
7800
0
0
RYDER SYS INC
COM
783549108
2442
27716
SH
SOLE
27716
0
0
ST JUDE MED INC
COM
790849103
10584
152840
SH
SOLE
152840
0
0
SAP
ADR
803054204
3149
40900
SH
SOLE
40900
0
0
SCHEIN HENRY INC
COM
806407102
2859
24100
SH
SOLE
24100
0
0
SCHLUMBERGER LTD
COM
806857108
53823
456314
SH
SOLE
456314
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
7379
273989
SH
SOLE
273989
0
0
SCRIPPS NETWORKS INTERACT IN
COM
811065101
4281
52763
SH
SOLE
52763
0
0
SEMPRA ENERGY
COM
816851109
3448
32943
SH
SOLE
32943
0
0
SHERWIN WILLIAMS CO
COM
824348106
2749
13281
SH
SOLE
13281
0
0
SIGMA ALDRICH CORP
COM
826552101
3593
35419
SH
SOLE
35419
0
0
SILVER WHEATON CORP
COM
828336107
260
9900
SH
SOLE
9900
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
6337
38073
SH
SOLE
38073
0
0
SONY CORP
ADR
835699307
2344
139800
SH
SOLE
139800
0
0
SOUTHERN CO
COM
842587107
14812
326432
SH
SOLE
326432
0
0
SOUTHWEST AIRLS CO
COM
844741108
30695
1142701
SH
SOLE
1142701
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
2230
49097
SH
SOLE
49097
0
0
SPECTRA ENERGY CORP
COM
847560109
6438
151624
SH
SOLE
151624
0
0
STANLEY WKS
COM
854502101
3891
44301
SH
SOLE
44301
0
0
STAPLES INC
COM
855030102
9534
879416
SH
SOLE
879416
0
0
STATE STR CORP
COM
857477103
10019
148942
SH
SOLE
148942
0
0
STERICYCLE INC
COM
858912108
2369
20016
SH
SOLE
20016
0
0
STMICROELECTRONICS N V
NY REGISTRY
861012102
515
58000
SH
SOLE
58000
0
0
STRYKER CORP
COM
863667101
9695
114970
SH
SOLE
114970
0
0
SUN LIFE FINL INC
COM
866796105
874
23800
SH
SOLE
23800
0
0
SUNCOR ENERGY INC
COM
867224107
5090
119400
SH
SOLE
119400
0
0
SUNTRUST BKS INC
COM
867914103
6305
157415
SH
SOLE
157415
0
0
SYMANTEC CORP
COM
871503108
6824
297981
SH
SOLE
297981
0
0
SYSCO CORP
COM
871829107
12367
330219
SH
SOLE
330219
0
0
TECO ENERGY INC
COM
872375100
8614
466266
SH
SOLE
466266
0
0
TJX COS INC NEW
COM
872540109
10833
203866
SH
SOLE
203866
0
0
TAIWAN SEMICONDUCTOR MFG
ADR
874039100
4417
206500
SH
SOLE
206500
0
0
TECK RESOURCES LTD
CL B
878742204
168
7400
SH
SOLE
7400
0
0
TELEFONICA S A
ADR
879382208
1799
104800
SH
SOLE
104800
0
0
TESORO PETE CORP
COM
881609101
1947
33181
SH
SOLE
33181
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
1588
30300
SH
SOLE
30300
0
0
TEXAS INSTRS INC
COM
882508104
16675
348935
SH
SOLE
348935
0
0
TEXTRON INC
COM
883203101
2690
70255
SH
SOLE
70255
0
0
THERMO FISHER SCIENTIFIC
COM
883556102
12587
106660
SH
SOLE
106660
0
0
THOMSON REUTERS CORP
COM
884903105
498
13700
SH
SOLE
13700
0
0
TIFFANY & CO NEW
COM
886547108
2547
25431
SH
SOLE
25431
0
0
TORCHMARK CORP
COM
891027104
4312
52635
SH
SOLE
52635
0
0
TORONTO DOMINION BK
COM
891160509
904
17600
SH
SOLE
17600
0
0
TOTAL SYS SVCS INC
COM
891906109
4531
144242
SH
SOLE
144242
0
0
TOYOTA MOTOR CORP
ADR
892331307
7993
66800
SH
SOLE
66800
0
0
TRACTOR SUPPLY CO
COM
892356106
2574
42622
SH
SOLE
42622
0
0
THOMSON REUTERS CORP
COM
896945201
2584
23769
SH
SOLE
23769
0
0
TURQUOISE HILL RES LTD
COM
900435108
130
39000
SH
SOLE
39000
0
0
TYSON FOODS INC
COM
902494103
28923
770425
SH
SOLE
770425
0
0
US BANCORP DEL
COM
902973304
21996
507729
SH
SOLE
507729
0
0
UNDER ARMOUR INC
COM
904311107
823
13839
SH
SOLE
13839
0
0
UNILEVER N V
SHS
904784709
5115
116900
SH
SOLE
116900
0
0
UNION PAC CORP
COM
907818108
19955
200042
SH
SOLE
200042
0
0
UNITED PARCEL SERVICE INC
COM
911312106
12969
126314
SH
SOLE
126314
0
0
UNITED STATES STL CORP
COM
912909108
1346
51755
SH
SOLE
51755
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
19282
167034
SH
SOLE
167034
0
0
URBAN OUTFITTERS INC
COM
917047102
1239
36636
SH
SOLE
36636
0
0
V F CORP
COM
918204108
9065
143889
SH
SOLE
143889
0
0
VANGUARD INDEX FDS
REIT ETF
922908553
51638
690000
SH
SOLE
690000
0
0
VERMILION ENERGY INC
COM
923725105
677
9700
SH
SOLE
9700
0
0
VORNADO RLTY TR
SH BEN INT
929042109
3644
34103
SH
SOLE
34103
0
0
VULCAN MATLS CO
COM
929160109
1282
20103
SH
SOLE
20103
0
0
WAL MART STORES INC
COM
931142103
41433
551908
SH
SOLE
551908
0
0
WALGREEN CO
COM
931422109
13992
188731
SH
SOLE
188731
0
0
WASHINGTON PRIME GROUP INC
COM
939647103
355
18863
SH
SOLE
18863
0
0
WATERS CORP
COM
941848103
1305
12519
SH
SOLE
12519
0
0
WELLS FARGO & CO NEW
COM
949746101
37460
712646
SH
SOLE
712646
0
0
WESTERN DIGITAL CORP
COM
958102105
3332
36106
SH
SOLE
36106
0
0
WESTERN UN CO
COM
959802109
8529
491957
SH
SOLE
491957
0
0
WESTPAC BKG CORP
ADR
961214301
1773
55200
SH
SOLE
55200
0
0
WEYERHAEUSER CO
COM
962166104
2975
90001
SH
SOLE
90001
0
0
WHIRLPOOL CORP
COM
963320106
2317
16644
SH
SOLE
16644
0
0
WHOLE FOODS MKT INC
COM
966837106
2388
61788
SH
SOLE
61788
0
0
WILLIAMS COS INC
COM
969457100
7234
124280
SH
SOLE
124280
0
0
WISCONSIN ENERGY CORP
COM
976657106
9302
198218
SH
SOLE
198218
0
0
XILINX INC
COM
983919101
8985
189931
SH
SOLE
189931
0
0
XEROX CORP
COM
984121103
3217
258523
SH
SOLE
258523
0
0
YAHOO INC
COM
984332106
4561
129817
SH
SOLE
129817
0
0
YUM BRANDS INC
COM
988498101
4249
52352
SH
SOLE
52352
0
0
ZIONS BANCORPORATION
COM
989701107
1884
63918
SH
SOLE
63918
0
0
DUN & BRADSTREET CORP
COM
26483E100
1834
16648
SH
SOLE
16648
0
0
BT GROUP PLC
ADR
05577E101
1942
29600
SH
SOLE
29600
0
0
QUANTA SVCS INC
COM
74762E102
2115
61173
SH
SOLE
61173
0
0
VERISIGN INC
COM
92343E102
7781
159400
SH
SOLE
159400
0
0
TALISMAN ENERGY INC
COM
87425E103
124
11700
SH
SOLE
11700
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
4309
59278
SH
SOLE
59278
0
0
TARGET CORP
COM
87612E106
27675
477552
SH
SOLE
477552
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
1342
15626
SH
SOLE
15626
0
0
TOTAL S A
ADR
89151E109
4867
67400
SH
SOLE
67400
0
0
TRAVELERS COS INC
COM
89417E109
10180
108216
SH
SOLE
108216
0
0
BARCLAYS PLC
ADR
06738E204
1132
77517
SH
SOLE
77517
0
0
THE ADT CORPORATION
COM
00101J106
4517
129348
SH
SOLE
129348
0
0
AES CORP
COM
00130H105
3755
241406
SH
SOLE
241406
0
0
AT& T CORP
COM
00206R102
21048
595133
SH
SOLE
595133
0
0
ABBVIE INC
COM
00287Y109
24694
437494
SH
SOLE
437494
0
0
ADOBE SYS INC
COM
00724F101
18304
252964
SH
SOLE
252964
0
0
AETNA INC NEW
COM
00817Y108
29328
361753
SH
SOLE
361753
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
2523
43890
SH
SOLE
43890
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1411
23114
SH
SOLE
23114
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
1410
31268
SH
SOLE
31268
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
12028
133647
SH
SOLE
133647
0
0
AMERIPRISE FINL INC
COM
03076C106
37846
315389
SH
SOLE
315389
0
0
APARTMENT INVT & MGMT CO
COM
03748R101
1440
44653
SH
SOLE
44653
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY
03938L104
588
39400
SH
SOLE
39400
0
0
IBERBOND 2004
NOTE 4.875%
04010LAG8
12868
12000000
SH
SOLE
12000000
0
0
ASSURANT INC
COM
04621X108
5671
86496
SH
SOLE
86496
0
0
AUTONATION INC
COM
05329W102
1363
22835
SH
SOLE
22835
0
0
AVIVA PLC
ADR
05382A104
1088
61800
SH
SOLE
61800
0
0
BCE INC
COM
05534B760
462
10200
SH
SOLE
10200
0
0
BANCO BILBAO VIZCAYA ARGENTA
ADR
05946K101
1916
150000
SH
SOLE
150000
0
0
BANCO SANTANDER CHILE NEW
ADR
05964H105
2981
286059
SH
SOLE
286059
0
0
BAYTEX ENERGY CORP
COM
07317Q105
360
7800
SH
SOLE
7800
0
0
BIOGEN IDEC INC
COM
09062X103
6985
22148
SH
SOLE
22148
0
0
BLACKROCK INC
COM
09247X101
19480
60948
SH
SOLE
60948
0
0
BROOKFIELD RESIDENTIAL PPTYS
COM
11283W104
299
14400
SH
SOLE
14400
0
0
CBRE GROUP INC
COM
12504L109
2450
76453
SH
SOLE
76453
0
0
CGG
ADR
12531Q105
105
7400
SH
SOLE
7400
0
0
C H ROBINSON WORLDWIDE INC
COM
12541W209
9071
142233
SH
SOLE
142233
0
0
CHICAGO MERCANTILE HLDGS
COM
12572Q105
13460
189705
SH
SOLE
189705
0
0
CRH PLC
ADR
12626K203
512
19800
SH
SOLE
19800
0
0
CA INC
COM
12673P105
19657
684055
SH
SOLE
684055
0
0
CABLEVISION SYS CORP
COM
12686C109
1305
73957
SH
SOLE
73957
0
0
CAMECO CORP
COM
13321L108
184
9400
SH
SOLE
9400
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
3646
53818
SH
SOLE
53818
0
0
CANADIAN PAC RY LTD
COM
13645T100
1159
6400
SH
SOLE
6400
0
0
CAPITAL ONE FINL CORP
COM
14040H105
27205
329325
SH
SOLE
329325
0
0
CARDINAL HEALTH INC
COM
14149Y108
19874
289861
SH
SOLE
289861
0
0
CAREFUSION CORP
COM
14170T101
1975
44540
SH
SOLE
44540
0
0
CARNIVAL PLC
ADR
14365C103
470
12400
SH
SOLE
12400
0
0
CENOVUS ENERGY INC
COM
15135U109
126
3900
SH
SOLE
3900
0
0
CENTERPOINT ENERGY INC
COM
15189T107
2388
93362
SH
SOLE
93362
0
0
CISCO SYS INC
COM
17275R102
20997
844954
SH
SOLE
844954
0
0
COMCAST CORP NEW
COM
20030N101
33281
619940
SH
SOLE
619940
0
0
CONOCOPHILLIPS
COM
20825C104
30332
353793
SH
SOLE
353793
0
0
CONSOL ENERGY INC
COM
20854P109
1291
27992
SH
SOLE
27992
0
0
COSTCO WHSL CORP NEW
COM
22160K105
4792
41624
SH
SOLE
41624
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
434
9800
SH
SOLE
9800
0
0
D R HORTON INC
COM
23331A109
2395
97499
SH
SOLE
97499
0
0
DAVITA INC
COM
23918K108
2237
30935
SH
SOLE
30935
0
0
DEVON ENERGY CORP NEW
COM
25179M103
3382
42607
SH
SOLE
42607
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
1257
25317
SH
SOLE
25317
0
0
DISCOVERY COMMUNICATNS NEW
COM
25470F104
2778
37399
SH
SOLE
37399
0
0
DIRECTV GROUP INC
COM
25490A309
13683
160954
SH
SOLE
160954
0
0
DOMINION RES INC VA NEW
COM
25746U109
5077
70939
SH
SOLE
70939
0
0
DUKE ENERGY CORP
COM
26441C204
9369
126287
SH
SOLE
126287
0
0
ENI S P A
ADR
26874R108
1845
33600
SH
SOLE
33600
0
0
EOG RES INC
COM
26875P101
19365
165721
SH
SOLE
165721
0
0
EQT CORP
COM
26884L109
3657
34207
SH
SOLE
34207
0
0
ENBRIDGE INC
COM
29250N105
356
7500
SH
SOLE
7500
0
0
ENTERGY CORP NEW
COM
29364G103
11896
144902
SH
SOLE
144902
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
11518
182887
SH
SOLE
182887
0
0
ETABLISSEMENTS DELHAIZE FRER
ADR
29759W101
1606
95200
SH
SOLE
95200
0
0
EXELON CORP
COM
30161N101
16528
453072
SH
SOLE
453072
0
0
EXPEDIA INC DEL
COM
30212P303
1366
17324
SH
SOLE
17324
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
36514
526688
SH
SOLE
526688
0
0
EXXON MOBIL CORP
COM
30231G102
58402
580074
SH
SOLE
580074
0
0
FMC TECHNOLOGIES INC
COM
30249U101
2558
41896
SH
SOLE
41896
0
0
FACEBOOK INC
CL A
30303M102
9569
142203
SH
SOLE
142203
0
0
FEDEX CORP
COM
31428X106
11973
79105
SH
SOLE
79105
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
8461
154558
SH
SOLE
154558
0
0
FLOWSERVE CORP
COM
34354P105
1273
17141
SH
SOLE
17141
0
0
FOSSIL INC
COM
34988V106
1767
16917
SH
SOLE
16917
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
10580
289780
SH
SOLE
289780
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
1259
215519
SH
SOLE
215519
0
0
GAMESTOP CORP NEW
COM
36467W109
9829
242913
SH
SOLE
242913
0
0
GENERAL MTRS CO
COM
37045V100
4840
133308
SH
SOLE
133308
0
0
GENWORTH FINL INC
COM
37247D106
2634
151398
SH
SOLE
151398
0
0
GLAXOSMITHKLINE PLC
ADR
37733W105
3059
57200
SH
SOLE
57200
0
0
GOLDCORP INC
NOTE 2.000%
380956AB8
63089
63014000
SH
SOLE
63014000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
7006
41842
SH
SOLE
41842
0
0
GOOGLE INC
COM
38259P508
19842
33940
SH
SOLE
33940
0
0
GOOGLE INC
COM
38259P706
21278
36982
SH
SOLE
36982
0
0
GROUPE CGI INC
SUB VTG
39945C109
241
6800
SH
SOLE
6800
0
0
HCP INC
COM
40414L109
27863
673412
SH
SOLE
673412
0
0
HEALTH CARE REIT INC
COM
42217K106
2637
42110
SH
SOLE
42110
0
0
HESS CORP
COM
42809H107
5146
52049
SH
SOLE
52049
0
0
MARRIOTT INTL INC NEW
COM
44107P104
3335
151752
SH
SOLE
151752
0
0
INTEL CORP
SDCV 2.950%
458140AD2
14299
11500000
SH
SOLE
11500000
0
0
INTEL CORP
SDCV 3.250%
458140AF7
1542
1000000
SH
SOLE
1000000
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
11704
164554
SH
SOLE
164554
0
0
INTERCONTINENTAL HTLS GRP PL
ADR
45857P400
2528
60900
SH
SOLE
60900
0
0
INTERCONTINENTALEXCHANGE INC
COM
45866F104
7652
40501
SH
SOLE
40501
0
0
INTUITIVE SURGICAL INC
COM
46120E602
3899
9463
SH
SOLE
9463
0
0
IRELAND BK
ADR
46267Q202
294
21200
SH
SOLE
21200
0
0
J P MORGAN CHASE & CO
COM
46625H100
42514
737839
SH
SOLE
737839
0
0
JAMES HARDIE INDS SE
ADR
47030M106
105
1600
SH
SOLE
1600
0
0
JUNIPER NETWORKS INC
COM
48203R104
5556
226462
SH
SOLE
226462
0
0
KIMCO REALTY CORP
COM
49446R109
2325
101253
SH
SOLE
101253
0
0
KINDER MORGAN INC DEL
COM
49456B101
3426
94470
SH
SOLE
94470
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
11913
198677
SH
SOLE
198677
0
0
LABORATORY CORP AMER HLDGS
COM
50540R409
2607
25455
SH
SOLE
25455
0
0
LEAP WIRELESS INTL
NOTE 4.500%
521863AL4
2000
2000000
SH
SOLE
2000000
0
0
LUXOTTICA GROUP S P A
ADR
55068R202
1652
28500
SH
SOLE
28500
0
0
M & T BK CORP
COM
55261F104
12858
103660
SH
SOLE
103660
0
0
MACY'S INC
COM
55616P104
14948
257633
SH
SOLE
257633
0
0
MANULIFE FINL CORP
COM
56501R106
703
35400
SH
SOLE
35400
0
0
MARATHON PETE CORP
COM
56585A102
6265
80247
SH
SOLE
80247
0
0
MASTERCARD INC
COM
57636Q104
44604
607121
SH
SOLE
607121
0
0
MCKESSON CORP
COM
58155Q103
67196
360872
SH
SOLE
360872
0
0
MERCK & CO INC
COM
58933Y105
32629
563996
SH
SOLE
563996
0
0
METHANEX CORP
COM
59151K108
488
7900
SH
SOLE
7900
0
0
METLIFE INC
COM
59156R108
41397
745067
SH
SOLE
745067
0
0
MIZUHO FINL GROUP INC
ADR
60687Y109
595
144700
SH
SOLE
144700
0
0
MONSANTO CO NEW
COM
61166W101
6723
53912
SH
SOLE
53912
0
0
MOSAIC CO NEW
COM
61945C103
2459
49738
SH
SOLE
49738
0
0
NTT DOCOMO INC
ADR
62942M201
2285
133700
SH
SOLE
133700
0
0
NAVIENT CORP
COM
63938C108
11307
638424
SH
SOLE
638424
0
0
NETWORK APPLIANCE INC
COM
64110D104
6690
183144
SH
SOLE
183144
0
0
NETFLIX COM INC
COM
64110L106
3222
7313
SH
SOLE
7313
0
0
NEWS CORP NEW
COM
65249B109
17530
977102
SH
SOLE
977102
0
0
NEXTERA ENERGY INC.
COM
65339F101
14338
139933
SH
SOLE
139933
0
0
NISOURCE INC
COM
65473P105
2599
66133
SH
SOLE
66133
0
0
NOMURA HLDGS INC
ADR
65535H208
970
138000
SH
SOLE
138000
0
0
NOVARTIS A G
ADR
66987V109
5649
62400
SH
SOLE
62400
0
0
NOW INC
COM
67011P100
1072
29593
SH
SOLE
29593
0
0
NVIDIA CORP
COM
67066G104
9842
530873
SH
SOLE
530873
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
24746
164309
SH
SOLE
164309
0
0
ORACLE CORP
COM
68389X105
18204
449116
SH
SOLE
449116
0
0
PG&E CORP
COM
69331C108
13174
274381
SH
SOLE
274381
0
0
PPL CORP
COM
69351T106
6964
195996
SH
SOLE
195996
0
0
PENGROWTH ENERGY CORP
COM
70706P104
424
59000
SH
SOLE
59000
0
0
POTASH CORP SASK INC
COM
73755L107
5151
135700
SH
SOLE
135700
0
0
PRAXAIR INC
COM
74005P104
4202
31634
SH
SOLE
31634
0
0
PRICE T ROWE GROUP INC
COM
74144T108
8897
105431
SH
SOLE
105431
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
7215
143011
SH
SOLE
143011
0
0
PROLOGIS INC
COM
74340W103
3764
91587
SH
SOLE
91587
0
0
PRUDENTIAL PLC
ADR
74435K204
2299
50100
SH
SOLE
50100
0
0
PUBLIC STORAGE INC
COM
74460D109
14623
85345
SH
SOLE
85345
0
0
QEP RES INC
COM
74733V100
1409
40856
SH
SOLE
40856
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
2024
34459
SH
SOLE
34459
0
0
RANGE RES CORP
COM
75281A109
2161
24841
SH
SOLE
24841
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
2864
10144
SH
SOLE
10144
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
4873
458882
SH
SOLE
458882
0
0
SPDR GOLD TRUST
SHS
78463V107
1280
10000
SH
SOLE
10000
0
0
SALESFORCE COM INC
COM
79466L302
4269
73544
SH
SOLE
73544
0
0
SANDISK CORP
COM
80004C101
4045
38735
SH
SOLE
38735
0
0
SANOFI AVENTIS
ADR
80105N105
3600
67700
SH
SOLE
67700
0
0
SCANA CORP NEW
COM
80589M102
6278
116702
SH
SOLE
116702
0
0
SEALED AIR CORP NEW
COM
81211K100
2645
77467
SH
SOLE
77467
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
803
31300
SH
SOLE
31300
0
0
SHIRE
ADR
82481R106
1907
8100
SH
SOLE
8100
0
0
SMITH & NEPHEW PLC
ADR
83175M205
2044
22900
SH
SOLE
22900
0
0
STANTEC INC
COM
85472N109
105
1700
SH
SOLE
1700
0
0
STATOIL ASA
ADR
85771P102
1449
47000
SH
SOLE
47000
0
0
SUMITOMO MITSUI FINL GROUP I
ADR
86562M209
3999
472100
SH
SOLE
472100
0
0
SYNGENTA AG
ADR
87160A100
2558
34200
SH
SOLE
34200
0
0
TELECOM ITALIA S P A NEW
ADR
87927Y102
288
22800
SH
SOLE
22800
0
0
TELUS CORP
COM NON VTG
87971M103
436
11700
SH
SOLE
11700
0
0
TENARIS S A
ADR
88031M109
1089
23100
SH
SOLE
23100
0
0
TENET HEALTHCARE CORP
COM
88033G407
1284
27381
SH
SOLE
27381
0
0
TERADATA CORP DEL
COM
88076W103
1773
44124
SH
SOLE
44124
0
0
3M CO
COM
88579Y101
36994
258264
SH
SOLE
258264
0
0
TIM HORTONS INC
COM
88706M103
1051
19200
SH
SOLE
19200
0
0
TRANSALTA CORP
COM
89346D107
715
58200
SH
SOLE
58200
0
0
TRANSCANADA CORP
COM
89353D107
463
9700
SH
SOLE
9700
0
0
TWENTY FIRST CENTY FOX INC
COM
90130A101
12292
349698
SH
SOLE
349698
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
54208
663104
SH
SOLE
663104
0
0
UNUMPROVIDENT CORP
COM
91529Y106
2185
62809
SH
SOLE
62809
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
606
4800
SH
SOLE
4800
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
9584
191268
SH
SOLE
191268
0
0
VARIAN MED SYS INC
COM
92220P105
1309
15734
SH
SOLE
15734
0
0
VENTAS INC
COM
92276F100
1251
19568
SH
SOLE
19568
0
0
VEOLIA ENVIRONNEMENT
ADR
92334N103
1720
90500
SH
SOLE
90500
0
0
VERIZON COMMUNICATIONS
COM
92343V104
37998
776603
SH
SOLE
776603
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
4537
47922
SH
SOLE
47922
0
0
VIACOM INC NEW
COM
92553P201
9631
111045
SH
SOLE
111045
0
0
VISA INC
COM
92826C839
53063
251833
SH
SOLE
251833
0
0
VODAFONE GROUP PLC NEW
ADR
92857W308
2217
66400
SH
SOLE
66400
0
0
WPP PLC NEW
ADR
92937A102
1743
16000
SH
SOLE
16000
0
0
WASTE MGMT INC
COM
94106L109
3236
72340
SH
SOLE
72340
0
0
WELLPOINT INC
COM
94973V107
51329
477009
SH
SOLE
477009
0
0
WINDSTREAM CORP
COM
97382A101
8262
829569
SH
SOLE
829569
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
20166
266348
SH
SOLE
266348
0
0
XCEL ENERGY INC
COM
98389B100
11600
359880
SH
SOLE
359880
0
0
XYLEM INC
COM
98419M100
1341
34292
SH
SOLE
34292
0
0
YAMANA GOLD INC
COM
98462Y100
129
15700
SH
SOLE
15700
0
0
ZIMMER HLDGS INC
COM
98956P102
3938
37915
SH
SOLE
37915
0
0
ZOETIS INC
COM
98978V103
2775
85984
SH
SOLE
85984
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
1484
42200
SH
SOLE
42200
0
0
ACTAVIS PLC
SHS
G0083B108
4910
22016
SH
SOLE
22016
0
0
ALLEGION PUB LTD CO
ORD
G0176J109
1974
34840
SH
SOLE
34840
0
0
AON PLC
COM
G0408V102
14840
164736
SH
SOLE
164736
0
0
ACCENTURE LTD BERMUDA
COM
G1151C101
17119
211757
SH
SOLE
211757
0
0
COVIDIEN PLC
COM
G2554F113
5003
55490
SH
SOLE
55490
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
9181
133547
SH
SOLE
133547
0
0
EATON CORP
COM
G29183103
7237
93780
SH
SOLE
93780
0
0
ENSCO PLC
COM
G3157S106
8734
157174
SH
SOLE
157174
0
0
ICON PLC
SHS
G4705A100
575
12200
SH
SOLE
12200
0
0
INGERSOLL-RAND COMPANY LTD
COM
G47791101
9379
150017
SH
SOLE
150017
0
0
INVESCO PLC
ADR
G491BT108
5476
145025
SH
SOLE
145025
0
0
LIBERTY GLOBAL PLC
SHS
G5480U104
274
6200
SH
SOLE
6200
0
0
LIBERTY GLOBAL PLC
SHS
G5480U120
267
6300
SH
SOLE
6300
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
5734
64661
SH
SOLE
64661
0
0
NABORS INDS INC
SHS
G6359F103
1432
48736
SH
SOLE
48736
0
0
NOBLE CORPORATION BAAR
NAMEN -AKT
G65431101
2280
67903
SH
SOLE
67903
0
0
ROWAN COMPANIES PLC
SHS
G7665A101
1309
40961
SH
SOLE
40961
0
0
SEADRILL LIMITED
SHS
G7945E105
2174
54400
SH
SOLE
54400
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
9251
162840
SH
SOLE
162840
0
0
PENTAIR LTD
SHS
G7S00T104
6360
88192
SH
SOLE
88192
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
529
8800
SH
SOLE
8800
0
0
XL GROUP PLC
SHS
G98290102
20067
613145
SH
SOLE
613145
0
0
ACE LTD
ORD
H0023R105
9814
94639
SH
SOLE
94639
0
0
FOSTER WHEELER AG
SHS
H27178104
419
12300
SH
SOLE
12300
0
0
GARMIN LTD
SHS
H2906T109
7699
126413
SH
SOLE
126413
0
0
TE CONNECTIVITY LTD
COM
H84989104
12199
197232
SH
SOLE
197232
0
0
TRANSOCEAN INC
COM
H8817H100
4639
103031
SH
SOLE
103031
0
0
TYCO INTERNATIONAL LTD
COM
H89128104
6593
144578
SH
SOLE
144578
0
0
UBS AG
SHS
H89231338
2593
141500
SH
SOLE
141500
0
0
CAESARSTONE SDOT-YAM LTD
ORD
M20598104
304
6200
SH
SOLE
6200
0
0
ASML HOLDING N V
SHS
N07059210
2868
30750
SH
SOLE
30750
0
0
LYONDELLBASELL INDUSTRIES N
SHS
N53745100
37213
381086
SH
SOLE
381086
0
0
NIELSEN HOLDINGS N V
COM
N63218106
5599
115672
SH
SOLE
115672
0
0
NXP SEMICONDUCTORS N V
ADR
N6596X109
231
3500
SH
SOLE
3500
0
0
QIAGEN N.V.
ORD
N72482107
704
28800
SH
SOLE
28800
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
750
10413
SH
SOLE
10413
0
0