0000762152-15-000003.txt : 20150430
0000762152-15-000003.hdr.sgml : 20150430
20150430102510
ACCESSION NUMBER: 0000762152-15-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150430
DATE AS OF CHANGE: 20150430
EFFECTIVENESS DATE: 20150430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN
CENTRAL INDEX KEY: 0000762152
IRS NUMBER: 386000134
STATE OF INCORPORATION: MI
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 15815851
BUSINESS ADDRESS:
STREET 1: MICHIGAN DEPT OF TREASURY
STREET 2: BUREAU OF INVESMENTS PO BOX 15128
CITY: LANSING
STATE: MI
ZIP: 48901
BUSINESS PHONE: 517-373-3140
MAIL ADDRESS:
STREET 1: MICHIGAN DEPT OF TREASURY
STREET 2: BUREAU OF INVESTMENTS PO BOX 15128
CITY: LANSING
STATE: MI
ZIP: 48901
13F-HR
1
primary_doc.xml
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false
true
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0000762152
XXXXXXXX
03-31-2015
03-31-2015
STATE TREASURER STATE OF MICHIGAN
MICHIGAN DEPT OF TREASURY
BUREAU OF INVESTMENTS PO BOX 15128
LANSING
MI
48901
13F HOLDINGS REPORT
028-01462
N
Karen Stout
Administrator, Trust Accounting
517-373-3157
Karen Stout
East Lansing
MI
04-30-2015
0
952
14276109
false
INFORMATION TABLE
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InformationTable_03-31-2015.xml
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AES CORP
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AOL INC
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AT+T INC
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AARONS INC
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AMGEN INC
COM
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ANN INC
COM
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ANSYS INC
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APPLE INC
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ARROW ELECTRS INC
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AUTONATION INC
COM
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AVALONBAY CMNTYS INC
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AVNET INC
COM
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AVON PRODS INC
COM
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BB+T CORP
COM
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BALL CORP
COM
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COM
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BANK AMER CORP
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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7773
11948
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W EXP01.01.201
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COM NEW
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COM
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COPART INC
COM
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COM
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CORPORATE EXECUTIVE BRD CO
COM
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CORPORATE OFFICE PPTYS TR
SH BEN INT
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1231
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CORRECTIONS CORP AMER NEW
COM NEW
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COM
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COM
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COM
23331A109
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COM
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COM
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DARDEN RESTAURANTS INC
COM
237194105
3315
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DAVITA HEALTHCARE PARTNERS I
COM
23918K108
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DEAN FOODS CO NEW
COM NEW
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DECKERS OUTDOOR CORP
COM
243537107
1144
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DEERE + CO
COM
244199105
11484
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DELTA AIR LINES INC DEL
COM NEW
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DENBURY RES INC
COM NEW
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DELUXE CORP
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COM
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COM
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COM
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DIAMOND OFFSHORE DRILLING IN
COM
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DICKS SPORTING GOODS INC
COM
253393102
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COM
253651103
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DISNEY WALT CO
COM DISNEY
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DISCOVER FINL SVCS
COM
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9722
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DISCOVERY COMMUNICATNS NEW
COM SER A
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DISCOVERY COMMUNICATNS NEW
COM SER C
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DIRECTV
COM
25490A309
16510
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DOLLAR GEN CORP NEW
COM
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DOLLAR TREE INC
COM
256746108
6437
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DOMINION RES INC VA NEW
COM
25746U109
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DOMINOS PIZZA INC
COM
25754A201
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DOMTAR CORP
COM NEW
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28900
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DONALDSON INC
COM
257651109
2169
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DONNELLEY R R + SONS CO
COM
257867101
1739
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DOVER CORP
COM
260003108
4349
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260543103
23835
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DR PEPPER SNAPPLE GROUP INC
COM
26138E109
5839
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DREAMWORKS ANIMATION SKG INC
CL A
26153C103
794
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DRESSER-RAND GROUP INC
COM
261608103
2788
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DRIL-QUIP INC
COM
262037104
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DU PONT E I DE NEMOURS + CO
COM
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DUKE REALTY CORP
COM NEW
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DUKE ENERGY CORP NEW
COM NEW
26441C204
30600
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DUN + BRADSTREET CORP DEL NE
COM
26483E100
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COM
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EOG RES INC
COM
26875P101
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EQT CORP
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4854
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COM NEW
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COM
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COM
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COM NON VTG
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COM
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COM
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COM
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0
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COM
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COM
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EMERSON ELEC CO
COM
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ENERGEN CORP
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29265N108
2185
33100
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33100
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0
ENERGIZER HLDGS INC
COM
29266R108
3885
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28144
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0
ENTERGY CORP NEW
COM
29364G103
5392
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ENTERPRISE PRODS PARTNERS L
COM
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9747
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EQUIFAX INC
COM
294429105
4287
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EQUINIX INC
COM PAR$0.00
29444U700
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21800
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21800
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0
EQUITY ONE
COM
294752100
937
35100
SH
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35100
0
0
EQUITY RESIDENTIAL
SH BEN INT
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10929
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ESSEX PPTY TR INC
COM
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5774
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ESTERLINE TECHNOLOGIES CORP
COM
297425100
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14100
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EVERSOURCE ENERGY
COM
30040W108
6176
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EXELON CORP
COM
30161N101
145756
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SH
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0
0
EXELIS INC
COM
30162A108
2059
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SH
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0
0
EXPEDIA INC DEL
COM NEW
30212P303
3592
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SH
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38164
0
0
EXPEDITORS INTL WASH INC
COM
302130109
3565
73995
SH
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0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
24333
280428
SH
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280428
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
3385
50100
SH
SOLE
50100
0
0
EXXON MOBIL CORP
COM
30231G102
137544
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SH
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0
0
FEI CO
COM
30241L109
1450
19000
SH
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19000
0
0
FLIR SYS INC
COM
302445101
1685
53881
SH
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53881
0
0
F M C CORP
COM NEW
302491303
2942
51382
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51382
0
0
FMC TECHNOLOGIES INC
COM
30249U101
3306
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SH
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89314
0
0
FTI CONSULTING INC
COM
302941109
704
18800
SH
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18800
0
0
FACEBOOK INC
CL A
30303M102
152266
1852047
SH
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1852047
0
0
FACTSET RESH SYS INC
COM
303075105
2802
17600
SH
SOLE
17600
0
0
FAIR ISAAC CORP
COM
303250104
1260
14200
SH
SOLE
14200
0
0
FAIRCHILD SEMICONDUCTOR INTL
COM
303726103
965
53100
SH
SOLE
53100
0
0
FAMILY DLR STORES INC
COM
307000109
2936
37047
SH
SOLE
37047
0
0
FASTENAL CO
COM
311900104
4344
104844
SH
SOLE
104844
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
4578
31100
SH
SOLE
31100
0
0
FEDERATED INVS INC
CL B
314211103
1464
43200
SH
SOLE
43200
0
0
FEDEX CORP
COM
31428X106
16809
101596
SH
SOLE
101596
0
0
F5 NETWORKS INC
COM
315616102
3193
27784
SH
SOLE
27784
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
7486
109992
SH
SOLE
109992
0
0
FIFTH THIRD BANCORP
COM
316773100
5925
314312
SH
SOLE
314312
0
0
FIRST AMERN FINL CORP
COM
31847R102
1745
48900
SH
SOLE
48900
0
0
FIRST HORIZON NATL CORP
COM
320517105
1517
106183
SH
SOLE
106183
0
0
FIRST NIAGARA FINL GP INC
COM
33582V108
1418
160390
SH
SOLE
160390
0
0
FIRST SOLAR INC
COM
336433107
34798
582006
SH
SOLE
582006
0
0
FISERV INC
COM
337738108
7311
92076
SH
SOLE
92076
0
0
FIRSTMERIT CORP
COM
337915102
1429
74969
SH
SOLE
74969
0
0
FIRSTENERGY CORP
COM
337932107
5695
162433
SH
SOLE
162433
0
0
FLUOR CORP
COM
343412102
3257
56973
SH
SOLE
56973
0
0
FLOWERS FOODS INC
COM
343498101
1900
83550
SH
SOLE
83550
0
0
FLOWSERVE CORP
COM
34354P105
2936
51975
SH
SOLE
51975
0
0
FOOT LOCKER INC
COM
344849104
4057
64400
SH
SOLE
64400
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
24630
1526038
SH
SOLE
1526038
0
0
FORTINET INC
COM
34959E109
2247
64300
SH
SOLE
64300
0
0
FORTUNE BRANDS HOME + SEC IN
COM
34964C106
3414
71900
SH
SOLE
71900
0
0
FOSSIL GROUP INC
COM
34988V106
1408
17080
SH
SOLE
17080
0
0
FRANKLIN RES INC
COM
354613101
7756
151132
SH
SOLE
151132
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
7602
401143
SH
SOLE
401143
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
2726
386671
SH
SOLE
386671
0
0
FULTON FINL CORP PA
COM
360271100
1001
81100
SH
SOLE
81100
0
0
GATX CORP
COM
361448103
1165
20090
SH
SOLE
20090
0
0
GALLAGHER ARTHUR J + CO
COM
363576109
3492
74700
SH
SOLE
74700
0
0
GAMESTOP CORP NEW
CL A
36467W109
1591
41902
SH
SOLE
41902
0
0
GANNETT INC
COM
364730101
3244
87488
SH
SOLE
87488
0
0
GAP INC DEL
COM
364760108
4431
102270
SH
SOLE
102270
0
0
GARTNER INC
COM
366651107
3329
39700
SH
SOLE
39700
0
0
GENERAL DYNAMICS CORP
COM
369550108
40015
294811
SH
SOLE
294811
0
0
GENERAL ELECTRIC CO
COM
369604103
109281
4404721
SH
SOLE
4404721
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
7163
242400
SH
SOLE
242400
0
0
GENERAL MLS INC
COM
370334104
13183
232918
SH
SOLE
232918
0
0
GENERAL MTRS CO
COM
37045V100
19568
521800
SH
SOLE
521800
0
0
GENESEE + WYO INC
CL A
371559105
2237
23200
SH
SOLE
23200
0
0
GENTEX CORP
COM
371901109
2449
133800
SH
SOLE
133800
0
0
GENUINE PARTS CO
COM
372460105
5489
58896
SH
SOLE
58896
0
0
GENWORTH FINL INC
COM CL A
37247D106
4724
646244
SH
SOLE
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0
0
GEVO INC
COM
374396109
1301
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SH
SOLE
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0
0
GILEAD SCIENCES INC
COM
375558103
199598
2034012
SH
SOLE
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0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
22290
483000
SH
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483000
0
0
GLOBAL PMTS INC
COM
37940X102
2787
30400
SH
SOLE
30400
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
234804
1249155
SH
SOLE
1249155
0
0
GOODYEAR TIRE + RUBR CO
COM
382550101
2815
103940
SH
SOLE
103940
0
0
GOOGLE INC
CL A
38259P508
192546
347118
SH
SOLE
347118
0
0
GOOGLE INC
CL C
38259P706
62153
113418
SH
SOLE
113418
0
0
GRACO INC
COM
384109104
1927
26700
SH
SOLE
26700
0
0
GRAHAM HLDGS CO
COM
384637104
2099
2000
SH
SOLE
2000
0
0
GRAINGER W W INC
COM
384802104
5465
23175
SH
SOLE
23175
0
0
GRANITE CONSTR INC
COM
387328107
574
16345
SH
SOLE
16345
0
0
GREAT PLAINS ENERGY INC
COM
391164100
1865
69910
SH
SOLE
69910
0
0
GREIF INC
CL A
397624107
605
15400
SH
SOLE
15400
0
0
GRUPO FINANCIERO SANTANDER M
SPON ADR SHS B
40053C105
8128
744300
SH
SOLE
744300
0
0
GUESS INC
COM
401617105
539
29000
SH
SOLE
29000
0
0
GULFPORT ENERGY CORP
COM
402635304
1781
38800
SH
SOLE
38800
0
0
HCA HOLDINGS INC
COM
40412C101
8546
113600
SH
SOLE
113600
0
0
HCC INS HLDGS INC
COM
404132102
2476
43700
SH
SOLE
43700
0
0
HCP INC
COM
40414L109
7680
177747
SH
SOLE
177747
0
0
HNI CORP
COM
404251100
1106
20040
SH
SOLE
20040
0
0
HMS HLDGS CORP
COM
40425J101
618
40000
SH
SOLE
40000
0
0
HSN INC
COM
404303109
1003
14700
SH
SOLE
14700
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
2953
46100
SH
SOLE
46100
0
0
HALLIBURTON CO
COM
406216101
14384
327807
SH
SOLE
327807
0
0
HALYARD HEALTH INC
COM
40650V100
1039
21120
SH
SOLE
21120
0
0
HANCOCK HLDG CO
COM
410120109
1090
36500
SH
SOLE
36500
0
0
HANESBRANDS INC
COM
410345102
5181
154624
SH
SOLE
154624
0
0
HANOVER INS GROUP INC
COM
410867105
1455
20050
SH
SOLE
20050
0
0
HARLEY DAVIDSON INC
COM
412822108
4953
81549
SH
SOLE
81549
0
0
HARMAN INTL INDS INC
COM
413086109
3543
26514
SH
SOLE
26514
0
0
HARRIS CORP DEL
COM
413875105
3160
40124
SH
SOLE
40124
0
0
HARSCO CORP
COM
415864107
627
36320
SH
SOLE
36320
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
6793
162427
SH
SOLE
162427
0
0
HASBRO INC
COM
418056107
2732
43199
SH
SOLE
43199
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
20767
646540
SH
SOLE
646540
0
0
HEALTH CARE REIT INC
COM
42217K106
10426
134777
SH
SOLE
134777
0
0
HEALTH NET INC
COM
42222G108
2109
34868
SH
SOLE
34868
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
667
44600
SH
SOLE
44600
0
0
HELMERICH + PAYNE INC
COM
423452101
2824
41480
SH
SOLE
41480
0
0
HENRY JACK + ASSOC INC
COM
426281101
2589
37050
SH
SOLE
37050
0
0
HERSHEY CO
COM
427866108
5754
57026
SH
SOLE
57026
0
0
HESS CORP
COM
42809H107
6361
93725
SH
SOLE
93725
0
0
HEWLETT PACKARD CO
COM
428236103
21847
701113
SH
SOLE
701113
0
0
HIGHWOODS PPTYS INC
COM
431284108
1927
42100
SH
SOLE
42100
0
0
HILL ROM HLDGS INC
COM
431475102
1257
25650
SH
SOLE
25650
0
0
HOLLYFRONTIER CORP
COM
436106108
3580
88890
SH
SOLE
88890
0
0
HOLOGIC INC
COM
436440101
3645
110380
SH
SOLE
110380
0
0
HOME DEPOT INC
COM
437076102
176361
1552340
SH
SOLE
1552340
0
0
HOME PROPERTIES INC
COM
437306103
1815
26200
SH
SOLE
26200
0
0
HONEYWELL INTL INC
COM
438516106
65115
624249
SH
SOLE
624249
0
0
HONG KONG TELEVISION NETWK L
SPONSORED ADR
43858G107
4488
469000
SH
SOLE
469000
0
0
HORMEL FOODS CORP
COM
440452100
2955
51982
SH
SOLE
51982
0
0
HOSPIRA INC
COM
441060100
5809
66135
SH
SOLE
66135
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
2243
68000
SH
SOLE
68000
0
0
HOST HOTELS + RESORTS INC
COM
44107P104
5897
292196
SH
SOLE
292196
0
0
HUBBELL INC
CL B
443510201
2676
24414
SH
SOLE
24414
0
0
HUDSON CITY BANCORP
COM
443683107
1946
185722
SH
SOLE
185722
0
0
HUMANA INC
COM
444859102
10270
57690
SH
SOLE
57690
0
0
HUNT J B TRANS SVCS INC
COM
445658107
3566
41760
SH
SOLE
41760
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
3453
312486
SH
SOLE
312486
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
3074
21934
SH
SOLE
21934
0
0
IPG PHOTONICS CORP
COM
44980X109
1492
16100
SH
SOLE
16100
0
0
ITT CORP NEW
COM NEW
450911201
1644
41200
SH
SOLE
41200
0
0
IDACORP INC
COM
451107106
1432
22780
SH
SOLE
22780
0
0
IDEX CORP
COM
45167R104
2692
35500
SH
SOLE
35500
0
0
IDEXX LABS INC
COM
45168D104
3306
21400
SH
SOLE
21400
0
0
ILLINOIS TOOL WKS INC
COM
452308109
15231
156796
SH
SOLE
156796
0
0
INFORMATICA CORP
COM
45666Q102
2175
49600
SH
SOLE
49600
0
0
INGRAM MICRO INC
CL A
457153104
1778
70800
SH
SOLE
70800
0
0
INGREDION INC
COM
457187102
2521
32400
SH
SOLE
32400
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
1346
67220
SH
SOLE
67220
0
0
INTEL CORP
COM
458140100
82023
2623055
SH
SOLE
2623055
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
9859
136899
SH
SOLE
136899
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
10072
43176
SH
SOLE
43176
0
0
INTERDIGITAL INC
COM
45867G101
852
16800
SH
SOLE
16800
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
682
26200
SH
SOLE
26200
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
93818
584535
SH
SOLE
584535
0
0
INTERNATIONAL FLAVORS+FRAGRA
COM
459506101
3657
31146
SH
SOLE
31146
0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
1952
112100
SH
SOLE
112100
0
0
INTL PAPER CO
COM
460146103
9054
163161
SH
SOLE
163161
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
413
12650
SH
SOLE
12650
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
3519
159073
SH
SOLE
159073
0
0
INTERSIL CORP
CL A
46069S109
848
59200
SH
SOLE
59200
0
0
INTUIT
COM
461202103
10352
106768
SH
SOLE
106768
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
7113
14084
SH
SOLE
14084
0
0
INVENSENSE INC
COM
46123D205
289
19000
SH
SOLE
19000
0
0
IRON MTN INC NEW
COM
46284V101
2631
72130
SH
SOLE
72130
0
0
ISHARES
MSCI SWEDEN ETF
464286756
12053
360000
SH
SOLE
360000
0
0
ISHARES
MSCI STH KOR ETF
464286772
8586
150000
SH
SOLE
150000
0
0
ISHARES
MSCI ITALCPD ETF
464286855
4144
280000
SH
SOLE
280000
0
0
ISHARES
TR CORE S+P MCP ETF
464287507
28177
185400
SH
SOLE
185400
0
0
ISHARES
TR CORE S+P SCP ETF
464287804
17705
150000
SH
SOLE
150000
0
0
ITRON INC
COM
465741106
632
17300
SH
SOLE
17300
0
0
JDS UNIPHASE CORP
COM PAR $0.001
46612J507
1384
105500
SH
SOLE
105500
0
0
JPMORGAN CHASE + CO
COM
46625H100
87128
1438225
SH
SOLE
1438225
0
0
JABIL CIRCUIT INC
COM
466313103
2048
87600
SH
SOLE
87600
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
16113
356791
SH
SOLE
356791
0
0
JANUS CAP GROUP INC
COM
47102X105
1152
67000
SH
SOLE
67000
0
0
JARDEN CORP
COM
471109108
4301
81300
SH
SOLE
81300
0
0
JETBLUE AIRWAYS CORP
COM
477143101
2278
118323
SH
SOLE
118323
0
0
JOHNSON + JOHNSON
COM
478160104
156027
1550960
SH
SOLE
1550960
0
0
JOHNSON CTLS INC
COM
478366107
12789
253542
SH
SOLE
253542
0
0
JONES LANG LASALLE INC
COM
48020Q107
3459
20300
SH
SOLE
20300
0
0
JOY GLOBAL INC
COM
481165108
1472
37574
SH
SOLE
37574
0
0
JUNIPER NETWORKS INC
COM
48203R104
3154
139700
SH
SOLE
139700
0
0
KBR INC
COM
48242W106
950
65642
SH
SOLE
65642
0
0
KLA-TENCOR CORP
COM
482480100
3657
62737
SH
SOLE
62737
0
0
KLX INC
COM
482539103
917
23800
SH
SOLE
23800
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
4349
42600
SH
SOLE
42600
0
0
KATE SPADE + CO
COM
485865109
1930
57800
SH
SOLE
57800
0
0
KAYNE ANDERSON MLP INVT CO
COM
486606106
8643
243454
SH
SOLE
243454
0
0
KB HOME
COM
48666K109
645
41300
SH
SOLE
41300
0
0
KELLOGG CO
COM
487836108
6443
97695
SH
SOLE
97695
0
0
KEMPER CORP DEL
COM
488401100
882
22650
SH
SOLE
22650
0
0
KENNAMETAL INC
COM
489170100
1208
35860
SH
SOLE
35860
0
0
KEURIG GREEN MTN INC
COM
49271M100
5229
46800
SH
SOLE
46800
0
0
KEYCORP NEW
COM
493267108
4672
329974
SH
SOLE
329974
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
2838
76400
SH
SOLE
76400
0
0
KILROY RLTY CORP
COM
49427F108
2986
39200
SH
SOLE
39200
0
0
KIMBERLY CLARK CORP
COM
494368103
15096
140938
SH
SOLE
140938
0
0
KIMCO RLTY CORP
COM
49446R109
4273
159146
SH
SOLE
159146
0
0
KINDER MORGAN INC DEL
COM
49456B101
84945
2019622
SH
SOLE
2019622
0
0
KIRBY CORP
COM
497266106
1891
25200
SH
SOLE
25200
0
0
KNOWLES CORP
COM
49926D109
742
38511
SH
SOLE
38511
0
0
KOHLS CORP
COM
500255104
7192
91906
SH
SOLE
91906
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
19758
226802
SH
SOLE
226802
0
0
KROGER CO
COM
501044101
14532
189564
SH
SOLE
189564
0
0
L BRANDS INC
COM
501797104
8946
94880
SH
SOLE
94880
0
0
LKQ CORP
COM
501889208
3522
137800
SH
SOLE
137800
0
0
L-3 COMMUNICATIONS HLDGS inc
COM
502424104
4010
31876
SH
SOLE
31876
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
32205
255413
SH
SOLE
255413
0
0
LAM RESEARCH CORP
COM
512807108
4317
61468
SH
SOLE
61468
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
19761
333400
SH
SOLE
333400
0
0
LANCASTER COLONY CORP
COM
513847103
839
8820
SH
SOLE
8820
0
0
LANDSTAR SYS INC
COM
515098101
1346
20300
SH
SOLE
20300
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
1990
51200
SH
SOLE
51200
0
0
LAUDER ESTEE COS INC
CL A
518439104
7159
86090
SH
SOLE
86090
0
0
LEGGETT + PLATT INC
COM
524660107
2458
53325
SH
SOLE
53325
0
0
LEGG MASON INC
COM
524901105
2113
38276
SH
SOLE
38276
0
0
LEIDOS HLDGS INC
COM
525327102
1184
28225
SH
SOLE
28225
0
0
LENNAR CORP
CL A
526057104
3567
68850
SH
SOLE
68850
0
0
LENNOX INTL INC
COM
526107107
2077
18600
SH
SOLE
18600
0
0
LEUCADIA NATL CORP
COM
527288104
2711
121634
SH
SOLE
121634
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
5955
110600
SH
SOLE
110600
0
0
LEXMARK INTL NEW
CL A
529771107
1164
27500
SH
SOLE
27500
0
0
LIBERTY PPTY TR
CH BEN INT
531172104
2410
67500
SH
SOLE
67500
0
0
LIFE TIME FITNESS INC
COM
53217R207
1157
16300
SH
SOLE
16300
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
1469
20000
SH
SOLE
20000
0
0
LILLY ELI + CO
COM
532457108
27404
377202
SH
SOLE
377202
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
2302
35200
SH
SOLE
35200
0
0
LINCOLN NATL CORP IND
COM
534187109
5683
98897
SH
SOLE
98897
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
4319
92292
SH
SOLE
92292
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1660
65800
SH
SOLE
65800
0
0
LOCKHEED MARTIN CORP
COM
539830109
63593
313327
SH
SOLE
313327
0
0
LOEWS CORP
COM
540424108
4701
115125
SH
SOLE
115125
0
0
LORILLARD INC
COM
544147101
26387
403776
SH
SOLE
403776
0
0
LOUISIANA PAC CORP
COM
546347105
1065
64499
SH
SOLE
64499
0
0
LOWES COS INC
COM
548661107
27918
375295
SH
SOLE
375295
0
0
M + T BK CORP
COM
55261F104
6512
51277
SH
SOLE
51277
0
0
M D C HLDGS INC
COM
552676108
504
17700
SH
SOLE
17700
0
0
MDU RES GROUP INC
COM
552690109
1881
88162
SH
SOLE
88162
0
0
MSA SAFETY INC
COM
553498106
713
14300
SH
SOLE
14300
0
0
MSC INDL DIRECT INC
CL A
553530106
4801
66500
SH
SOLE
66500
0
0
MSCI INC
COM
55354G100
3121
50900
SH
SOLE
50900
0
0
MACERICH CO
COM
554382101
4578
54288
SH
SOLE
54288
0
0
MACK CALI RLTY CORP
COM
554489104
733
38000
SH
SOLE
38000
0
0
MACYS INC
COM
55616P104
8529
131402
SH
SOLE
131402
0
0
MANPOWERGROUP INC
COM
56418H100
31525
365930
SH
SOLE
365930
0
0
MARATHON OIL CORP
COM
565849106
6798
260376
SH
SOLE
260376
0
0
MARATHON PETE CORP
COM
56585A102
10786
105343
SH
SOLE
105343
0
0
MARKETO INC
COM
57063L107
273
10667
SH
SOLE
10667
0
0
MARSH + MCLENNAN COS INC
COM
571748102
11660
207877
SH
SOLE
207877
0
0
MARRIOTT INTL INC NEW
CL A
571903202
6427
80019
SH
SOLE
80019
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
3341
23900
SH
SOLE
23900
0
0
MASCO CORP
COM
574599106
3602
134888
SH
SOLE
134888
0
0
MASTERCARD INC
CL A
57636Q104
32534
376600
SH
SOLE
376600
0
0
MATTEL INC
COM
577081102
2982
130489
SH
SOLE
130489
0
0
MAXIMUS INC
COM
577933104
1996
29900
SH
SOLE
29900
0
0
MCCORMICK + CO INC
COM NON VTG
579780206
3813
49452
SH
SOLE
49452
0
0
MCDONALDS CORP
COM
580135101
36130
370789
SH
SOLE
370789
0
0
MCGRAW HILL FINL INC
COM
580645109
10904
105457
SH
SOLE
105457
0
0
MCKESSON CORP
COM
58155Q103
20325
89853
SH
SOLE
89853
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
7842
78009
SH
SOLE
78009
0
0
MEADWESTVACO CORP
COM
583334107
3222
64606
SH
SOLE
64606
0
0
MEDIVATION INC
COM
58501N101
7744
60000
SH
SOLE
60000
0
0
MEDNAX INC
COM
58502B106
5765
79500
SH
SOLE
79500
0
0
MENTOR GRAPHICS CORP
COM
587200106
1066
44360
SH
SOLE
44360
0
0
MERCK + CO INC NEW
COM
58933Y105
79608
1384964
SH
SOLE
1384964
0
0
MERCURY GENL CORP NEW
COM
589400100
953
16500
SH
SOLE
16500
0
0
MEREDITH CORP
COM
589433101
926
16600
SH
SOLE
16600
0
0
METLIFE INC
COM
59156R108
21792
431101
SH
SOLE
431101
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
4174
12700
SH
SOLE
12700
0
0
MICROSOFT CORP
COM
594918104
169309
4164524
SH
SOLE
4164524
0
0
MICROVISION INC DEL
COM NEW
594960304
5951
1735000
SH
SOLE
1735000
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
3798
77664
SH
SOLE
77664
0
0
MICRON TECHNOLOGY INC
COM
595112103
11276
415620
SH
SOLE
415620
0
0
MID-AMER APT CMNTYS INC
COM
59522J103
2635
34100
SH
SOLE
34100
0
0
MILLER HERMAN INC
COM
600544100
748
26930
SH
SOLE
26930
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
1146
15680
SH
SOLE
15680
0
0
MOHAWK INDS INC
COM
608190104
4439
23900
SH
SOLE
23900
0
0
MOLSON COORS BREWING CO
CL B
60871R209
4589
61643
SH
SOLE
61643
0
0
MONDELEZ INTL INC
CL A
609207105
22964
636308
SH
SOLE
636308
0
0
MONSANTO CO NEW
COM
61166W101
20981
186435
SH
SOLE
186435
0
0
MONSTER BEVERAGE CORP
COM
611740101
7811
56438
SH
SOLE
56438
0
0
MOODYS CORP
COM
615369105
7124
68633
SH
SOLE
68633
0
0
MORGAN STANLEY
COM NEW
617446448
21227
594755
SH
SOLE
594755
0
0
MOSAIC CO NEW
COM
61945C103
5524
119930
SH
SOLE
119930
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
4904
73554
SH
SOLE
73554
0
0
MURPHY OIL CORP
COM
626717102
3001
64401
SH
SOLE
64401
0
0
MURPHY USA INC
COM
626755102
1413
19525
SH
SOLE
19525
0
0
NCR CORP NEW
COM
62886E108
2256
76440
SH
SOLE
76440
0
0
NRG ENERGY INC
COM NEW
629377508
3281
130236
SH
SOLE
130236
0
0
NTT DOCOMO INC
SPONS ADR
62942M201
357
20500
SH
SOLE
20500
0
0
NVR INC
COM
62944T105
2344
1764
SH
SOLE
1764
0
0
NASDAQ OMX GROUP INC
COM
631103108
2323
45595
SH
SOLE
45595
0
0
NATIONAL CINEMEDIA INC
COM
635309107
26032
1724000
SH
SOLE
1724000
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
2303
38180
SH
SOLE
38180
0
0
NATIONAL GRID PLC
SPON ADR NEW
636274300
9888
153048
SH
SOLE
153048
0
0
NATIONAL INSTRS CORP
COM
636518102
1470
45875
SH
SOLE
45875
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
38288
765910
SH
SOLE
765910
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
2454
59900
SH
SOLE
59900
0
0
NAVIENT CORP
COM
63938C108
3148
154825
SH
SOLE
154825
0
0
NETAPP INC
COM
64110D104
4264
120255
SH
SOLE
120255
0
0
NETFLIX INC
COM
64110L106
9736
23366
SH
SOLE
23366
0
0
NEUSTAR INC
CL A
64126X201
622
25260
SH
SOLE
25260
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
3356
200570
SH
SOLE
200570
0
0
NEW YORK TIMES CO
CL A
650111107
820
59600
SH
SOLE
59600
0
0
NEWELL RUBBERMAID INC
COM
651229106
4088
104628
SH
SOLE
104628
0
0
NEWFIELD EXPL CO
COM
651290108
2178
62072
SH
SOLE
62072
0
0
NEWMARKET CORP
COM
651587107
2293
4800
SH
SOLE
4800
0
0
NEWMONT MINING CORP
COM
651639106
4177
192399
SH
SOLE
192399
0
0
NEWS CORP NEW
CL A
65249B109
3084
192619
SH
SOLE
192619
0
0
NEXTERA ENERGY INC
COM
65339F101
17798
171053
SH
SOLE
171053
0
0
NIKE INC
CL B
654106103
27082
269932
SH
SOLE
269932
0
0
NIMBLE STORAGE INC
COM
65440R101
3964
177659
SH
SOLE
177659
0
0
NISOURCE INC
COM
65473P105
5386
121966
SH
SOLE
121966
0
0
NOKIA CORP
SPONSORED ADR
654902204
4440
585800
SH
SOLE
585800
0
0
NOBLE ENERGY INC
COM
655044105
7297
149214
SH
SOLE
149214
0
0
NORDSON CORP
COM
655663102
2034
25960
SH
SOLE
25960
0
0
NORDSTROM INC
COM
655664100
4361
54300
SH
SOLE
54300
0
0
NORFOLK SOUTHERN CORP
COM
655844108
12207
118605
SH
SOLE
118605
0
0
NORTHERN TR CORP
COM
665859104
8251
118464
SH
SOLE
118464
0
0
NORTHROP GRUMMAN CORP
COM
666807102
33124
205789
SH
SOLE
205789
0
0
NOVARTIS A G
SPONSORED ADR
66987V109
8264
83800
SH
SOLE
83800
0
0
NOVO-NORDISK A S
ADR
670100205
4084
76500
SH
SOLE
76500
0
0
NOW INC
COM
67011P100
1050
48527
SH
SOLE
48527
0
0
NUCOR CORP
COM
670346105
5852
123127
SH
SOLE
123127
0
0
NVIDIA CORP
COM
67066G104
4168
199208
SH
SOLE
199208
0
0
OGE ENERGY CORP
COM
670837103
2858
90420
SH
SOLE
90420
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
8469
39167
SH
SOLE
39167
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
21699
297240
SH
SOLE
297240
0
0
OCEANEERING INTL INC
COM
675232102
2438
45200
SH
SOLE
45200
0
0
OFFICE DEPOT INC
COM
676220106
2047
222500
SH
SOLE
222500
0
0
OIL STS INTL INC
COM
678026105
927
23300
SH
SOLE
23300
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
2381
30800
SH
SOLE
30800
0
0
OLD REP INTL CORP
COM
680223104
1632
109227
SH
SOLE
109227
0
0
OLIN CORP
COM PAR $1
680665205
1124
35090
SH
SOLE
35090
0
0
OMNICARE INC
COM
681904108
3393
44030
SH
SOLE
44030
0
0
OMNICOM GROUP INC
COM
681919106
7424
95206
SH
SOLE
95206
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
2548
62800
SH
SOLE
62800
0
0
ONE GAS INC
COM
68235P108
1023
23657
SH
SOLE
23657
0
0
ONEOK INC NEW
COM
682680103
3880
80430
SH
SOLE
80430
0
0
ORACLE CORP
COM
68389X105
65603
1520348
SH
SOLE
1520348
0
0
ORBITAL ATK INC
COM
68557N103
2061
26900
SH
SOLE
26900
0
0
OSHKOSH CORP
COM
688239201
1727
35400
SH
SOLE
35400
0
0
OUTFRONT MEDIA INC
COM
69007J106
9749
325842
SH
SOLE
325842
0
0
OWENS + MINOR INC NEW
COM
690732102
968
28600
SH
SOLE
28600
0
0
OWENS ILL INC
COM NEW
690768403
1477
63318
SH
SOLE
63318
0
0
PG+E CORP
COM
69331C108
9751
183741
SH
SOLE
183741
0
0
PNC FINL SVCS GROUP INC
COM
693475105
18731
200892
SH
SOLE
200892
0
0
PNM RES INC
COM
69349H107
1055
36134
SH
SOLE
36134
0
0
PPG INDS INC
COM
693506107
11837
52482
SH
SOLE
52482
0
0
PPL CORP
COM
69351T106
8659
257250
SH
SOLE
257250
0
0
PVH CORP
COM
693656100
3389
31800
SH
SOLE
31800
0
0
PTC INC
COM
69370C100
1886
52139
SH
SOLE
52139
0
0
PACCAR INC
COM
693718108
8635
136766
SH
SOLE
136766
0
0
PACKAGING CORP AMER
COM
695156109
3487
44600
SH
SOLE
44600
0
0
PACWEST BANCORP DEL
COM
695263103
2058
43900
SH
SOLE
43900
0
0
PALL CORP
COM
696429307
4128
41123
SH
SOLE
41123
0
0
PANERA BREAD CO
CL A
69840W108
1840
11500
SH
SOLE
11500
0
0
PARKER HANNIFIN CORP
COM
701094104
6526
54943
SH
SOLE
54943
0
0
PATTERSON COMPANIES INC
COM
703395103
1614
33090
SH
SOLE
33090
0
0
PATTERSON UTI ENERGY INC
COM
703481101
1247
66400
SH
SOLE
66400
0
0
PAYCHEX INC
COM
704326107
6254
126051
SH
SOLE
126051
0
0
PEABODY ENERGY CORP
COM
704549104
613
124600
SH
SOLE
124600
0
0
PEARSON PLC
SPONSORED ADR
705015105
23752
1099100
SH
SOLE
1099100
0
0
PENNEY J C INC
COM
708160106
1163
138240
SH
SOLE
138240
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
1807
118871
SH
SOLE
118871
0
0
PEPCO HOLDINGS INC
COM
713291102
2617
97522
SH
SOLE
97522
0
0
PEPSICO INC
COM
713448108
135300
1414973
SH
SOLE
1414973
0
0
PERKINELMER INC
COM
714046109
2232
43641
SH
SOLE
43641
0
0
PFIZER INC
COM
717081103
93705
2693450
SH
SOLE
2693450
0
0
PHILIP MORRIS INTL INC
COM
718172109
87259
1158350
SH
SOLE
1158350
0
0
PHILLIPS 66
COM
718546104
16483
209703
SH
SOLE
209703
0
0
PINNACLE WEST CAP CORP
COM
723484101
2717
42623
SH
SOLE
42623
0
0
PIONEER NAT RES CO
COM
723787107
9394
57454
SH
SOLE
57454
0
0
PITNEY BOWES INC
COM
724479100
1813
77759
SH
SOLE
77759
0
0
PLAINS GP HLDGS L P
SHS A REP LTPN
72651A108
16364
576800
SH
SOLE
576800
0
0
PLANTRONICS INC NEW
COM
727493108
1033
19500
SH
SOLE
19500
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
2949
67881
SH
SOLE
67881
0
0
POLARIS INDS INC
COM
731068102
3908
27700
SH
SOLE
27700
0
0
POLYCOM INC
COM
73172K104
815
60822
SH
SOLE
60822
0
0
POLYONE CORP
COM
73179P106
1509
40400
SH
SOLE
40400
0
0
POST HLDGS INC
COM
737446104
1110
23700
SH
SOLE
23700
0
0
POTBELLY CORP
COM
73754Y100
385
28132
SH
SOLE
28132
0
0
POTLATCH CORP NEW
COM
737630103
738
18441
SH
SOLE
18441
0
0
PRAXAIR INC
COM
74005P104
13451
111405
SH
SOLE
111405
0
0
PRECISION CASTPARTS CORP
COM
740189105
11478
54659
SH
SOLE
54659
0
0
PRICE T ROWE GROUP INC
COM
74144T108
10332
127593
SH
SOLE
127593
0
0
PRICELINE GRP INC
COM
741503403
23307
20021
SH
SOLE
20021
0
0
PRIMERICA INC
COM
74164M108
1206
23700
SH
SOLE
23700
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
5418
105475
SH
SOLE
105475
0
0
PROCTER + GAMBLE CO
COM
742718109
110391
1347212
SH
SOLE
1347212
0
0
PROGRESSIVE CORP OHIO
COM
743315103
5623
206745
SH
SOLE
206745
0
0
PROLOGIS INC
COM
74340W103
8608
197613
SH
SOLE
197613
0
0
PROSPERITY BANCSHARES INC
COM
743606105
1433
27300
SH
SOLE
27300
0
0
PRUDENTIAL FINL INC
COM
744320102
14069
175180
SH
SOLE
175180
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
8184
195230
SH
SOLE
195230
0
0
PUBLIC STORAGE
COM
74460D109
11048
56041
SH
SOLE
56041
0
0
PULTE GROUP INC
COM
745867101
2843
127881
SH
SOLE
127881
0
0
QEP RES INC
COM
74733V100
1300
62350
SH
SOLE
62350
0
0
QORVO INC
COM
74736K101
5367
67335
SH
SOLE
67335
0
0
QUALCOMM INC
COM
747525103
44121
636295
SH
SOLE
636295
0
0
QUANTA SVCS INC
COM
74762E102
2329
81622
SH
SOLE
81622
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
34366
447183
SH
SOLE
447183
0
0
QUESTAR CORP
COM
748356102
1899
79571
SH
SOLE
79571
0
0
RPM INTL INC
COM
749685103
2909
60618
SH
SOLE
60618
0
0
RACKSPACE HOSTING INC
COM
750086100
2745
53200
SH
SOLE
53200
0
0
RALPH LAUREN CORP
CL A
751212101
3055
23233
SH
SOLE
23233
0
0
RANGE RES CORP
COM
75281A109
3327
63923
SH
SOLE
63923
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
3272
57625
SH
SOLE
57625
0
0
RAYONIER INC
COM
754907103
1548
57409
SH
SOLE
57409
0
0
RAYTHEON CO
COM NEW
755111507
35158
321816
SH
SOLE
321816
0
0
REALTY INCOME CORP
COM
756109104
5263
102000
SH
SOLE
102000
0
0
RED HAT INC
COM
756577102
5357
70716
SH
SOLE
70716
0
0
REGAL BELOIT CORP
COM
758750103
1622
20300
SH
SOLE
20300
0
0
REGENCY CTRS CORP
COM
758849103
2905
42700
SH
SOLE
42700
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
12867
28500
SH
SOLE
28500
0
0
REGIONS FINL CORP NEW
COM
7591EP100
4896
518046
SH
SOLE
518046
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
2908
31200
SH
SOLE
31200
0
0
RELIANCE STEEL + ALUMINUM CO
COM
759509102
2150
35200
SH
SOLE
35200
0
0
RENT A CTR INC
COM
76009N100
659
24000
SH
SOLE
24000
0
0
REPUBLIC SVCS INC
COM
760759100
3924
96740
SH
SOLE
96740
0
0
RESMED INC
COM
761152107
4572
63700
SH
SOLE
63700
0
0
REYNOLDS AMERICAN INC
COM
761713106
25179
365394
SH
SOLE
365394
0
0
RIVERBED TECHNOLOGY INC
COM
768573107
1470
70300
SH
SOLE
70300
0
0
ROBERT HALF INTL INC
COM
770323103
3157
52160
SH
SOLE
52160
0
0
ROCK-TENN CO
CL A
772739207
4089
63400
SH
SOLE
63400
0
0
ROCKWELL AUTOMATION INC
COM
773903109
6065
52290
SH
SOLE
52290
0
0
ROCKWELL COLLINS INC
COM
774341101
4954
51309
SH
SOLE
51309
0
0
ROLLINS INC
COM
775711104
1079
43639
SH
SOLE
43639
0
0
ROPER INDS INC NEW
COM
776696106
6655
38694
SH
SOLE
38694
0
0
ROSETTA RESOURCES INC
COM
777779307
567
33300
SH
SOLE
33300
0
0
ROSS STORES INC
COM
778296103
8417
79892
SH
SOLE
79892
0
0
ROVI CORP
COM
779376102
758
41650
SH
SOLE
41650
0
0
ROYAL GOLD INC
COM
780287108
1868
29600
SH
SOLE
29600
0
0
RYDER SYS INC
COM
783549108
1944
20491
SH
SOLE
20491
0
0
SEI INVESTMENTS CO
COM
784117103
2601
59000
SH
SOLE
59000
0
0
SL GREEN RLTY CORP
COM
78440X101
4878
38000
SH
SOLE
38000
0
0
SLM CORP
COM
78442P106
1781
191925
SH
SOLE
191925
0
0
SM ENERGY CO
COM
78454L100
1581
30600
SH
SOLE
30600
0
0
SPDR S+P 500 ETF TR
TR UNIT
78462F103
452071
2189950
SH
SOLE
2189950
0
0
SPX CORP
COM
784635104
1579
18604
SH
SOLE
18604
0
0
SVB FINL GROUP
COM
78486Q101
2935
23100
SH
SOLE
23100
0
0
ST JUDE MED INC
COM
790849103
18487
282683
SH
SOLE
282683
0
0
SALESFORCE COM INC
COM
79466L302
15592
233384
SH
SOLE
233384
0
0
SALIX PHARMACEUTICALS INC
COM
795435106
4994
28900
SH
SOLE
28900
0
0
SANDISK CORP
COM
80004C101
5230
82202
SH
SOLE
82202
0
0
SCANA CORP NEW
COM
80589M102
3029
55084
SH
SOLE
55084
0
0
SCHEIN HENRY INC
COM
806407102
4510
32300
SH
SOLE
32300
0
0
SCHLUMBERGER LTD
COM
806857108
151960
1821183
SH
SOLE
1821183
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
13546
445017
SH
SOLE
445017
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
913
17785
SH
SOLE
17785
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1355
20175
SH
SOLE
20175
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
2574
37543
SH
SOLE
37543
0
0
SEALED AIR CORP NEW
COM
81211K100
3694
81084
SH
SOLE
81084
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
47429
1967200
SH
SOLE
1967200
0
0
SEMTECH CORP
COM
816850101
807
30300
SH
SOLE
30300
0
0
SEMPRA ENERGY
COM
816851109
9735
89294
SH
SOLE
89294
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
2363
106500
SH
SOLE
106500
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1486
21570
SH
SOLE
21570
0
0
SERVICE CORP INTL
COM
817565104
2397
92000
SH
SOLE
92000
0
0
SHERWIN WILLIAMS CO
COM
824348106
8847
31095
SH
SOLE
31095
0
0
SIGMA ALDRICH CORP
COM
826552101
6373
46095
SH
SOLE
46095
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
2954
22800
SH
SOLE
22800
0
0
SILICON LABORATORIES INC
COM
826919102
904
17800
SH
SOLE
17800
0
0
SILGAN HOLDINGS INC
COM
827048109
1002
17231
SH
SOLE
17231
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
23465
119942
SH
SOLE
119942
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
2268
25200
SH
SOLE
25200
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
7234
73600
SH
SOLE
73600
0
0
SMITH A O
COM
831865209
2232
34000
SH
SOLE
34000
0
0
SMUCKER J M CO
COM NEW
832696405
4538
39208
SH
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39208
0
0
SNAP ON INC
COM
833034101
3302
22451
SH
SOLE
22451
0
0
SOLARWINDS INC
COM
83416B109
1542
30100
SH
SOLE
30100
0
0
SOLARCITY CORP
COM
83416T100
308
6000
SH
SOLE
6000
0
0
SOLERA HOLDINGS INC
COM
83421A104
1576
30500
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30500
0
0
SONOCO PRODS CO
COM
835495102
2073
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SH
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0
0
SOTHEBYS
COM
835898107
1176
27827
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27827
0
0
SOUTHERN CO
COM
842587107
15542
350990
SH
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0
0
SOUTHWEST AIRLS CO
COM
844741108
11552
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0
0
SOUTHWESTERN ENERGY CO
COM
845467109
3439
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148291
0
0
SPECTRA ENERGY CORP
COM
847560109
9363
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SH
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0
0
STANCORP FINL GROUP
COM
852891100
1310
19100
SH
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19100
0
0
STANLEY BLACK + DECKER INC
COM
854502101
5792
60736
SH
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0
0
STAPLES INC
COM
855030102
4023
247031
SH
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0
0
STARBUCKS CORP
COM
855244109
28816
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SH
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304282
0
0
STARWOOD HOTELS+RESORTS WRLD
COM
85590A401
5529
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SH
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66217
0
0
STATE STR CORP
COM
857477103
11695
159045
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0
0
STEEL DYNAMICS INC
COM
858119100
2201
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SH
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0
0
STERICYCLE INC
COM
858912108
4600
32757
SH
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32757
0
0
STERIS CORP
COM
859152100
1897
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27000
0
0
STIFEL FINL CORP
COM
860630102
1678
30100
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30100
0
0
STRYKER CORP
COM
863667101
10645
115392
SH
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115392
0
0
SUNEDISON INC
COM
86732Y109
2741
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114200
0
0
SUNTRUST BKS INC
COM
867914103
8314
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SH
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0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
1541
69000
SH
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69000
0
0
SUPERVALU INC
COM
868536103
1089
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SH
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93600
0
0
SYMANTEC CORP
COM
871503108
17520
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SH
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0
0
SYNOPSYS INC
COM
871607107
3229
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SH
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69700
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1728
61705
SH
SOLE
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0
0
SYSCO CORP
COM
871829107
8620
228459
SH
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228459
0
0
TCF FINL CORP
COM
872275102
1172
74560
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0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
10294
158000
SH
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158000
0
0
TECO ENERGY INC
COM
872375100
1762
90848
SH
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90848
0
0
TJX COS INC NEW
COM
872540109
51122
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SH
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0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
1505
42800
SH
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42800
0
0
TARGET CORP
COM
87612E106
20163
245678
SH
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0
0
TAUBMAN CTRS INC
COM
876664103
2214
28700
SH
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28700
0
0
TECH DATA CORP
COM
878237106
1002
17350
SH
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0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
1708
16000
SH
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16000
0
0
TELEFLEX INC
COM
879369106
2275
18830
SH
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18830
0
0
TELEPHONE + DATA SYS INC
COM NEW
879433829
1109
44536
SH
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44536
0
0
TEMPUR SEALY INTL INC
COM
88023U101
1594
27600
SH
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27600
0
0
TENET HEALTHCARE CORP
COM
88033G407
1883
38040
SH
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38040
0
0
TERADATA CORP DEL
COM
88076W103
2472
56012
SH
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56012
0
0
TERADYNE INC
COM
880770102
1860
98700
SH
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98700
0
0
TEREX CORP NEW
COM
880779103
1279
48100
SH
SOLE
48100
0
0
TESORO CORP
COM
881609101
4397
48167
SH
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48167
0
0
TESLA MTRS INC
COM
88160R101
41212
218321
SH
SOLE
218321
0
0
TEXAS INSTRS INC
COM
882508104
23098
403914
SH
SOLE
403914
0
0
TEXTRON INC
COM
883203101
4734
106781
SH
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106781
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
105471
785103
SH
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785103
0
0
THOR INDS INC
COM
885160101
1334
21100
SH
SOLE
21100
0
0
THORATEC CORP
COM NEW
885175307
1026
24500
SH
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24500
0
0
3-D SYS CORP DEL
COM NEW
88554D205
1300
47400
SH
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47400
0
0
3M CO
COM
88579Y101
43821
265664
SH
SOLE
265664
0
0
TIDEWATER INC
COM
886423102
406
21220
SH
SOLE
21220
0
0
TIFFANY + CO NEW
COM
886547108
3822
43422
SH
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43422
0
0
TIME INC NEW
COM
887228104
1114
49637
SH
SOLE
49637
0
0
TIME WARNER INC
COM NEW
887317303
27055
320403
SH
SOLE
320403
0
0
TIME WARNER CABLE INC
COM
88732J207
16234
108314
SH
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108314
0
0
TIMKEN CO
COM
887389104
1424
33800
SH
SOLE
33800
0
0
TIMKENSTEEL CORP
COM
887399103
451
17050
SH
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17050
0
0
TOLL BROTHERS INC
COM
889478103
2848
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SH
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0
0
TOOTSIE ROLL INDS INC
COM
890516107
314
9265
SH
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9265
0
0
TORCHMARK CORP
COM
891027104
2694
49046
SH
SOLE
49046
0
0
TOWERS WATSON + CO
CL A
891894107
4164
31500
SH
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31500
0
0
TOTAL SYS SVCS INC
COM
891906109
2424
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SH
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0
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TRACTOR SUPPLY CO
COM
892356106
75491
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SH
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887500
0
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TRAVELERS COMPANIES INC
COM
89417E109
17189
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SH
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0
0
TREEHOUSE FOODS INC
COM
89469A104
1649
19400
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19400
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
2961
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SH
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0
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TRINITY INDS INC
COM
896522109
2507
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SH
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0
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TRIUMPH GROUP INC NEW
COM
896818101
1368
22900
SH
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22900
0
0
TRIPADVISOR INC
COM
896945201
3579
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0
0
TRUSTMARK CORP
COM
898402102
743
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0
0
TUPPERWARE BRANDS CORP
COM
899896104
1559
22587
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22587
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
23870
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SH
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0
0
TWITTER INC
COM
90184L102
26042
520000
SH
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520000
0
0
TWO HBRS INVT CORP
COM
90187B101
165247
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SH
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0
0
TYLER TECHNOLOGIES INC
COM
902252105
1832
15200
SH
SOLE
15200
0
0
TYSON FOODS INC
CL A
902494103
4315
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SH
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112664
0
0
UDR INC
COM
902653104
3990
117245
SH
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0
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UGI CORP NEW
COM
902681105
2552
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0
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US BANCORP DEL
COM NEW
902973304
446414
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0
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ULTIMATE SOFTWARE GROUP INC
COM
90385D107
2209
13000
SH
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13000
0
0
UMPQUA HLDGS CORP
COM
904214103
1716
99900
SH
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0
UNDER ARMOUR INC
CL A
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5200
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SH
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0
UNION PAC CORP
COM
907818108
141990
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SH
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UNIT CORP
COM
909218109
588
21000
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21000
0
0
UNITED NAT FOODS INC
COM
911163103
1749
22700
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22700
0
0
UNITED PARCEL SERVICE INC
CL B
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25986
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0
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UNITED RENTALS INC
COM
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3391
37200
SH
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0
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UNITED STATES STL CORP NEW
COM
912909108
1610
66000
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66000
0
0
UNITED TECHNOLOGIES CORP
COM
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66145
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UNITED THERAPEUTICS CORP DEL
COM
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3656
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UNITEDHEALTH GROUP INC
COM
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48180
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0
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UNIVERSAL HLTH SVCS INC
CL B
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4132
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UNUM GROUP
COM
91529Y106
3272
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0
URBAN OUTFITTERS INC
COM
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1763
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URBAN EDGE PPTYS
COM
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939
39600
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0
VCA INC
COM
918194101
2039
37200
SH
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V F CORP
COM
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9944
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VALERO ENERGY CORP NEW
COM
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12639
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VALMONT INDS INC
COM
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1339
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VALSPAR CORP
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2849
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SH
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VANGUARD TAX MANAGED INTL FD
FTSE DEV MKT ETF
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11949
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VARIAN MED SYS INC
COM
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3637
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0
VECTREN CORP
COM
92240G101
12057
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SH
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0
VENTAS INC
COM
92276F100
9316
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SH
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0
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VERIFONE SYS INC
COM
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1800
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SH
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VERISIGN INC
COM
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2716
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VERIZON COMMUNICATIONS INC
COM
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453674
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SH
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VERTEX PHARMACEUTICALS INC
COM
92532F100
11018
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VIACOM INC NEW
CL B
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VISA INC
COM CL A
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49187
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VISHAY INTERTECHNOLOGY INC
COM
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851
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SH
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VISTA OUTDOOR INC
COM
928377100
1237
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SH
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28900
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VORNADO RLTY TR
SH BEN INT
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7552
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VULCAN MATLS CO
COM
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4296
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WGL HLDGS INC
COM
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1271
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W P CAREY INC
COM
92936U109
15640
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SH
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0
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WPP PLC NEW
ADR
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7054
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WP GLIMCHER IN
COM
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1396
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WABTEC CORP
COM
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4152
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SH
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WADDELL + REED FINL INC
CL A
930059100
1878
37900
SH
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0
0
WAL-MART STORES INC
COM
931142103
113277
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SH
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0
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WALGREENS BOOTS ALLIANCE INC
COM
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28488
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WASHINGTON FED INC
COM
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969
44423
SH
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WASTE CONNECTIONS INC
COM
941053100
2703
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SH
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0
0
WASTE MGMT INC DEL
COM
94106L109
8933
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SH
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0
0
WATERS CORP
COM
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17333
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SH
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0
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WATSCO INC
COM
942622200
1559
12400
SH
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12400
0
0
WEBSTER FINL CORP
COM
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1521
41050
SH
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41050
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
1839
51100
SH
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51100
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1820
19900
SH
SOLE
19900
0
0
WELLS FARGO + CO NEW
COM
949746101
439287
8075134
SH
SOLE
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0
0
WENDYS CO
COM
95058W100
1362
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SH
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124983
0
0
WERNER ENTERPRISES INC
COM
950755108
637
20275
SH
SOLE
20275
0
0
WESTAR ENERGY INC
COM
95709T100
2320
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SH
SOLE
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0
0
WESTERN DIGITAL CORP
COM
958102105
7624
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SH
SOLE
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0
0
WESTERN REFNG INC
COM
959319104
1580
32000
SH
SOLE
32000
0
0
WESTERN UN CO
COM
959802109
4187
201194
SH
SOLE
201194
0
0
WEX INC
COM
96208T104
1890
17600
SH
SOLE
17600
0
0
WEYERHAEUSER CO
COM
962166104
6714
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SH
SOLE
202520
0
0
WHIRLPOOL CORP
COM
963320106
6091
30145
SH
SOLE
30145
0
0
WHITEWAVE FOODS CO
COM
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3504
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SH
SOLE
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0
0
WHOLE FOODS MKT INC
COM
966837106
7250
139214
SH
SOLE
139214
0
0
WILLIAMS COS INC DEL
COM
969457100
13135
259642
SH
SOLE
259642
0
0
WILLIAMS SONOMA INC
COM
969904101
3093
38800
SH
SOLE
38800
0
0
WINDSTREAM HLDGS INC
COM
97382A101
1721
232525
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SOLE
232525
0
0
WISCONSIN ENERGY CORP
COM
976657106
4307
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SH
SOLE
87004
0
0
WOODWARD INC
COM
980745103
1336
26200
SH
SOLE
26200
0
0
WORLD FUEL SVCS CORP
COM
981475106
1880
32700
SH
SOLE
32700
0
0
WORTHINGTON INDS
COM
981811102
606
22778
SH
SOLE
22778
0
0
WPX ENERGY INC
COM
98212B103
1010
92400
SH
SOLE
92400
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
4211
46549
SH
SOLE
46549
0
0
WYNN RESORTS LTD
COM
983134107
14196
112774
SH
SOLE
112774
0
0
XCEL ENERGY INC
COM
98389B100
6794
195166
SH
SOLE
195166
0
0
XILINX INC
COM
983919101
4267
100875
SH
SOLE
100875
0
0
XEROX CORP
COM
984121103
5182
403259
SH
SOLE
403259
0
0
XYLEM INC
COM
98419M100
2463
70344
SH
SOLE
70344
0
0
YAHOO INC
COM
984332106
14924
335855
SH
SOLE
335855
0
0
YUM BRANDS INC
COM
988498101
13153
167090
SH
SOLE
167090
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
2096
23100
SH
SOLE
23100
0
0
ZIMMER HLDGS INC
COM
98956P102
7698
65503
SH
SOLE
65503
0
0
ZIONS BANCORPORATION
COM
989701107
2112
78238
SH
SOLE
78238
0
0
ZOETIS INC
CL A
98978V103
8941
193156
SH
SOLE
193156
0
0
ACTAVIS PLC
SHS
G0083B108
44837
150652
SH
SOLE
150652
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
2264
37005
SH
SOLE
37005
0
0
AON PLC
SHS
G0408V102
10392
108119
SH
SOLE
108119
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
1332
28200
SH
SOLE
28200
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
54190
578402
SH
SOLE
578402
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
112138
1406290
SH
SOLE
1406290
0
0
EATON CORP PLC
SHS
G29183103
23718
349096
SH
SOLE
349096
0
0
ENDO INTL PLC
SHS
G30401106
6144
68500
SH
SOLE
68500
0
0
ENSCO PLC
SHS CLASS A
G3157S106
4812
228380
SH
SOLE
228380
0
0
EVEREST RE GROUP LTD
COM
G3223R108
212318
1220220
SH
SOLE
1220220
0
0
INGERSOLL-RAND PLC
SHS
G47791101
6918
101616
SH
SOLE
101616
0
0
INVESCO LTD
SHS
G491BT108
6570
165543
SH
SOLE
165543
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
5687
44900
SH
SOLE
44900
0
0
MEDTRONIC PLC
SHS
G5960L103
42870
549690
SH
SOLE
549690
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
5089
77400
SH
SOLE
77400
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1790
131163
SH
SOLE
131163
0
0
NOBLE CORP PLC
SHS USD
G65431101
2977
208466
SH
SOLE
208466
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
2064
20700
SH
SOLE
20700
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
1001
56500
SH
SOLE
56500
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
6591
126668
SH
SOLE
126668
0
0
PENTAIR PLC
SHS
G7S00T104
4428
70406
SH
SOLE
70406
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
5038
36300
SH
SOLE
36300
0
0
TYCO INTL PLC
SHS
G91442106
6979
162085
SH
SOLE
162085
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
166426
3953100
SH
SOLE
3953100
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
6989
210000
SH
SOLE
210000
0
0
PERRIGO CO PLC
SHS
G97822103
8992
54314
SH
SOLE
54314
0
0
XL GROUP PLC
SHS
G98290102
3623
98462
SH
SOLE
98462
0
0
ACE LTD
SHS
H0023R105
17423
156273
SH
SOLE
156273
0
0
GARMIN LTD
SHS
H2906T109
2217
46646
SH
SOLE
46646
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
11223
156696
SH
SOLE
156696
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1928
131400
SH
SOLE
131400
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
45711
520632
SH
SOLE
520632
0
0
MYLAN N V
SHS EURO
N59465109
8540
143893
SH
SOLE
143893
0
0
NIELSEN N V
COM
N63218106
5424
121700
SH
SOLE
121700
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
502
5000
SH
SOLE
5000
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
5197
63500
SH
SOLE
63500
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
12571
99000
SH
SOLE
99000
0
0
GOLAR LNG PARTNERS LP
COM UNIT LPI
Y2745C102
6588
245000
SH
SOLE
245000
0
0