0000950123-15-008700.txt : 20150813 0000950123-15-008700.hdr.sgml : 20150813 20150812201941 ACCESSION NUMBER: 0000950123-15-008700 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150813 DATE AS OF CHANGE: 20150812 EFFECTIVENESS DATE: 20150813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Korea Investment CORP CENTRAL INDEX KEY: 0001441689 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13355 FILM NUMBER: 151048433 BUSINESS ADDRESS: STREET 1: 17F 18F STATE TOWER NAMSAN STREET 2: 100 TOEGYU-RO, JUNG-GU CITY: SEOUL STATE: M5 ZIP: 100-052 BUSINESS PHONE: 82-2-2179-1000 MAIL ADDRESS: STREET 1: 17F 18F STATE TOWER NAMSAN STREET 2: 100 TOEGYU-RO, JUNG-GU CITY: SEOUL STATE: M5 ZIP: 100-052 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001441689 XXXXXXXX 06-30-2015 06-30-2015 Korea Investment CORP

17F 18F STATE TOWER NAMSAN 100 TOEGYU-RO, JUNG-GU SEOUL M5 100-052

13F HOLDINGS REPORT 028-13355 N Joy Kim 82-2-2179-1074 /s/ Joy Kim Seoul M5 08-12-2015 0 627 11732900 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ALLEGION PUB LTD CO SHS G0176J109 10055 167200 SH SOLE 167200 0 0 ALLERGAN PLC SHS ADDED G0177J108 54040 178080 SH SOLE 178080 0 0 AON PLC SHS CL A G0408V102 7376 74000 SH SOLE 74000 0 0 ARCH CAP GROUP LTD ORD G0450A105 4814 71900 SH SOLE 71900 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 5647 105800 SH SOLE 105800 0 0 ACCENTURE PLC IRELAND SHS G1151C101 13385 138300 SH SOLE 138300 0 0 BUNGE LIMITED COM G16962105 4416 50300 SH SOLE 50300 0 0 CREDICORP LTD COM G2519Y108 7182 51700 SH SOLE 51700 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 28505 335000 SH SOLE 335000 0 0 EATON CORP PLC SHS G29183103 10951 162260 SH SOLE 162260 0 0 ENDO INTL PLC SHS G30401106 4747 59600 SH SOLE 59600 0 0 ENSCO PLC SHS CLASS A G3157S106 1855 83300 SH SOLE 83300 0 0 EVEREST RE GROUP LTD COM G3223R108 3513 19300 SH SOLE 19300 0 0 FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 4792 119900 SH SOLE 119900 0 0 INGERSOLL-RAND PLC SHS G47791101 17772 263600 SH SOLE 263600 0 0 WEATHERFORD INTL PLC SHS G48833100 5761 469500 SH SOLE 469500 0 0 INVESCO LTD SHS G491BT108 7277 194100 SH SOLE 194100 0 0 JAZZ PHARMACEUTICALS PLC SHS G50871105 9578 54400 SH SOLE 54400 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 9197 181660 SH SOLE 181660 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 8193 69600 SH SOLE 69600 0 0 MEDTRONIC PLC SHS G5960L103 60672 818783 SH SOLE 818783 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 6040 143500 SH SOLE 143500 0 0 NABORS INDUSTRIES LTD SHS G6359F103 4016 278300 SH SOLE 278300 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 20096 358600 SH SOLE 358600 0 0 PARTNERRE LTD COM G6852T105 4202 32700 SH SOLE 32700 0 0 PENTAIR PLC SHS G7S00T104 1162 16900 SH SOLE 16900 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 2051 20200 SH SOLE 20200 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 5667 119300 SH SOLE 119300 0 0 SIGNET JEWELERS LIMITED SHS G81276100 14799 115400 SH SOLE 115400 0 0 TYCO INTL PLC SHS G91442106 3863 100380 SH SOLE 100380 0 0 PERRIGO CO PLC SHS G97822103 11113 60126 SH SOLE 60126 0 0 ACE LTD SHS H0023R105 8734 85900 SH SOLE 85900 0 0 TE CONNECTIVITY LTD REG ADDED H84989104 17335 269600 SH SOLE 269600 0 0 TRANSOCEAN LTD SHS H8817H100 1630 101100 SH SOLE 101100 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 11232 141200 SH SOLE 141200 0 0 LYONDELLBASELL INDUSTRIES N SHS N53745100 39151 378200 SH SOLE 378200 0 0 MYLAN N V SHS EURO N59465109 14821 218400 SH SOLE 218400 0 0 NIELSEN HOLDINGS N V COM N63218106 19963 445900 SH SOLE 445900 0 0 NXP SEMICONDUCTORS N V COM N6596X109 23162 235870 SH SOLE 235870 0 0 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 13338 252900 SH SOLE 252900 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 16855 214200 SH SOLE 214200 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 41408 311500 SH SOLE 311500 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 13731 1214056 SH SOLE 1214056 0 0 THE ADT CORPORATION COM 00101J106 1296 38600 SH SOLE 38600 0 0 AFLAC INC COM 001055102 10636 171000 SH SOLE 171000 0 0 AES CORP COM 00130H105 1764 133000 SH SOLE 133000 0 0 AT&T INC COM 00206R102 83032 2337600 SH SOLE 2337600 0 0 ABBOTT LABS COM 002824100 36825 750300 SH SOLE 750300 0 0 ABBVIE INC COM 00287Y109 65665 977300 SH SOLE 977300 0 0 ACTIVISION BLIZZARD INC COM 00507V109 16664 688300 SH SOLE 688300 0 0 ACUITY BRANDS INC COM 00508Y102 1098 6100 SH SOLE 6100 0 0 ADOBE SYS INC COM 00724F101 29623 365670 SH SOLE 365670 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 17617 110600 SH SOLE 110600 0 0 AECOM COM 00766T100 10569 319500 SH SOLE 319500 0 0 AETNA INC NEW COM 00817Y108 19705 154600 SH SOLE 154600 0 0 AFFILIATED MANAGERS GROUP COM 008252108 21926 100300 SH SOLE 100300 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1208 31300 SH SOLE 31300 0 0 AGNICO EAGLE MINES LTD COM 008474108 1278 45000 SH SOLE 45000 0 0 AGRIUM INC COM 008916108 5418 51100 SH SOLE 51100 0 0 AIR PRODS & CHEMS INC COM 009158106 7558 55240 SH SOLE 55240 0 0 AIRGAS INC COM 009363102 677 6400 SH SOLE 6400 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 12896 184700 SH SOLE 184700 0 0 ALBEMARLE CORP COM 012653101 5317 96200 SH SOLE 96200 0 0 ALCOA INC COM 013817101 12103 1085500 SH SOLE 1085500 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 35812 198110 SH SOLE 198110 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2715 9300 SH SOLE 9300 0 0 ALLIANT ENERGY CORP COM 018802108 5818 100800 SH SOLE 100800 0 0 ALLSTATE CORP COM 020002101 27258 420200 SH SOLE 420200 0 0 ALLY FINL INC COM 02005N100 2052 91500 SH SOLE 91500 0 0 ALTRIA GROUP INC COM 02209S103 60057 1227900 SH SOLE 1227900 0 0 AMAZON COM INC COM 023135106 78831 181600 SH SOLE 181600 0 0 AMEREN CORP COM 023608102 3602 95600 SH SOLE 95600 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 7955 199190 SH SOLE 199190 0 0 AMERICAN ELEC PWR INC COM 025537101 9370 176900 SH SOLE 176900 0 0 AMERICAN EXPRESS CO COM 025816109 30886 397400 SH SOLE 397400 0 0 AMERICAN INTL GROUP INC COM 026874784 51323 830200 SH SOLE 830200 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 2118 260500 SH SOLE 260500 0 0 AMERICAN TOWER CORP COM 03027X100 26839 287690 SH SOLE 287690 0 0 AMERICAN WTR WKS CO INC COM 030420103 2587 53200 SH SOLE 53200 0 0 AMERISOURCEBERGEN CORP COM 03073E105 9634 90600 SH SOLE 90600 0 0 AMERIPRISE FINL INC COM 03076C106 8145 65200 SH SOLE 65200 0 0 AMGEN INC COM 031162100 48113 313400 SH SOLE 313400 0 0 ANADARKO PETE CORP COM 032511107 26010 333200 SH SOLE 333200 0 0 ANALOG DEVICES INC COM 032654105 3395 52900 SH SOLE 52900 0 0 ANNALY CAP MGMT INC COM 035710409 5340 581100 SH SOLE 581100 0 0 ANTHEM INC COM 036752103 6763 41200 SH SOLE 41200 0 0 APACHE CORP COM 037411105 8304 144100 SH SOLE 144100 0 0 APPLE INC COM 037833100 344141 2743800 SH SOLE 2743800 0 0 APPLIED MATLS INC COM 038222105 21205 1103300 SH SOLE 1103300 0 0 ARAMARK COM 03852U106 1276 41200 SH SOLE 41200 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5299 109900 SH SOLE 109900 0 0 ARROW ELECTRS INC COM 042735100 3672 65800 SH SOLE 65800 0 0 ASHLAND INC COM 044209104 7338 60200 SH SOLE 60200 0 0 ASSURANT INC COM 04621X108 2117 31600 SH SOLE 31600 0 0 AUTODESK INC COM 052769106 1988 39700 SH SOLE 39700 0 0 AUTOLIV INC COM 052800109 1261 10800 SH SOLE 10800 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 4854 60500 SH SOLE 60500 0 0 AUTONATION INC COM 05329W102 16646 264300 SH SOLE 264300 0 0 AUTOZONE INC COM 053332102 8603 12900 SH SOLE 12900 0 0 AVALONBAY CMNTYS INC COM 053484101 19456 121700 SH SOLE 121700 0 0 AVERY DENNISON CORP COM 053611109 7855 128900 SH SOLE 128900 0 0 AVNET INC COM 053807103 2738 66600 SH SOLE 66600 0 0 BB&T CORP COM 054937107 12609 312800 SH SOLE 312800 0 0 BCE INC COM 05534B760 3132 73700 SH SOLE 73700 0 0 BCE INC PUT 05534B950 3132 73700 SH SOLE 73700 0 0 BAKER HUGHES INC COM 057224107 10335 167500 SH SOLE 167500 0 0 BALL CORP COM 058498106 1473 21000 SH SOLE 21000 0 0 BANK OF AMERICA CORPORATION COM 060505104 1262560 74180945 SH SOLE 74180945 0 0 BANK MONTREAL QUE COM 063671101 7037 118700 SH SOLE 118700 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 31675 754700 SH SOLE 754700 0 0 BANK N S HALIFAX COM 064149107 17935 347300 SH SOLE 347300 0 0 BARD C R INC COM 067383109 5240 30700 SH SOLE 30700 0 0 BARRICK GOLD CORP COM 067901108 4395 411000 SH SOLE 411000 0 0 BAXTER INTL INC COM 071813109 8420 120400 SH SOLE 120400 0 0 BECTON DICKINSON & CO COM 075887109 8952 63196 SH SOLE 63196 0 0 BED BATH & BEYOND INC COM 075896100 7057 102300 SH SOLE 102300 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670702 72424 532100 SH SOLE 532100 0 0 BEST BUY INC COM 086516101 7494 229800 SH SOLE 229800 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 438 3200 SH SOLE 3200 0 0 BIOGEN IDEC INC COM 09062X103 51502 127500 SH SOLE 127500 0 0 BLACKROCK INC COM 09247X101 28163 81400 SH SOLE 81400 0 0 BLACKSTONE GROUP L P COM 09253U108 18213 445630 SH SOLE 445630 0 0 BLOCK H & R INC COM 093671105 1204 40600 SH SOLE 40600 0 0 BOEING CO COM 097023105 49551 357200 SH SOLE 357200 0 0 BORGWARNER INC COM 099724106 1211 21300 SH SOLE 21300 0 0 BOSTON PROPERTIES INC COM 101121101 15834 130820 SH SOLE 130820 0 0 BOSTON SCIENTIFIC CORP COM 101137107 23479 1326500 SH SOLE 1326500 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 57238 860200 SH SOLE 860200 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 2914 126000 SH SOLE 126000 0 0 BROADCOM CORP CL A 111320107 32593 633000 SH SOLE 633000 0 0 BROOKFIELD ASSET MGMT INC CL A 112585104 10597 303150 SH SOLE 303150 0 0 BROWN FORMAN CORP CL B 115637209 4799 47900 SH SOLE 47900 0 0 CAE INC COM 124765108 4115 345500 SH SOLE 345500 0 0 CBS CORP NEW CL B 124857202 4268 76900 SH SOLE 76900 0 0 CBRE GROUP INC CL A 12504L109 2694 72800 SH SOLE 72800 0 0 CDK GLOBAL INC COM 12508E101 1339 24800 SH SOLE 24800 0 0 CF INDS HLDGS INC COM 125269100 10060 156500 SH SOLE 156500 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3556 57000 SH SOLE 57000 0 0 CIGNA CORP COM 125509109 43205 266700 SH SOLE 266700 0 0 CIT GROUP INC COM 125581801 2064 44400 SH SOLE 44400 0 0 CME GROUP INC COM 12572Q105 8841 95000 SH SOLE 95000 0 0 CMS ENERGY CORP COM 125896100 4273 134200 SH SOLE 134200 0 0 CSX CORP COM 126408103 9926 304000 SH SOLE 304000 0 0 CVS CAREMARK CORPORATION COM 126650100 83170 793000 SH SOLE 793000 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8034 335600 SH SOLE 335600 0 0 CABOT OIL & GAS CORP COM 127097103 15735 498900 SH SOLE 498900 0 0 CALPINE CORP COM NEW 131347304 1436 79800 SH SOLE 79800 0 0 CAMDEN PPTY TR CO SH BEN INT 133131102 2043 27500 SH SOLE 27500 0 0 CAMECO CORP COM 13321L108 83 5800 SH SOLE 5800 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 5373 102600 SH SOLE 102600 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 9720 131800 SH SOLE 131800 0 0 CANADIAN NATL RY CO COM 136375102 16635 288200 SH SOLE 288200 0 0 CANADIAN NAT RES LTD COM 136385101 11391 419500 SH SOLE 419500 0 0 CANADIAN PAC RY LTD COM 13645T100 1025 6400 SH SOLE 6400 0 0 CAPITAL ONE FINL CORP COM 14040H105 35003 397900 SH SOLE 397900 0 0 CARDINAL HEALTH INC COM 14149Y108 25814 308600 SH SOLE 308600 0 0 CARMAX INC COM 143130102 12030 181700 SH SOLE 181700 0 0 CARNIVAL CORP PAIRED CTF 143658300 1427 28900 SH SOLE 28900 0 0 CATAMARAN CORP COM 148887102 3430 56100 SH SOLE 56100 0 0 CATERPILLAR INC DEL COM 149123101 14479 170700 SH SOLE 170700 0 0 CELANESE CORP DEL COM SER A 150870103 2961 41200 SH SOLE 41200 0 0 CELGENE CORP COM 151020104 48933 422800 SH SOLE 422800 0 0 CENTENE CORP DEL COM 15135B101 6207 77200 SH SOLE 77200 0 0 CENOVUS ENERGY INC COM 15135U109 4807 300500 SH SOLE 300500 0 0 CENTURYTEL INC COM 156700106 8667 295000 SH SOLE 295000 0 0 CERNER CORP COM 156782104 3780 54730 SH SOLE 54730 0 0 CHARTER COMMUNICATIONS INC CL A 16117M305 5257 30700 SH SOLE 30700 0 0 CHENIERE ENERGY INC COM NEW 16411R208 1115 16100 SH SOLE 16100 0 0 CHESAPEAKE ENERGY CORP COM 165167107 3589 321300 SH SOLE 321300 0 0 CHEVRON CORP NEW COM 166764100 66506 689400 SH SOLE 689400 0 0 CHICAGO BRIDGE & IRON CO N V COM 167250109 2487 49700 SH SOLE 49700 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 11676 19300 SH SOLE 19300 0 0 CHUBB CORP COM 171232101 3920 41200 SH SOLE 41200 0 0 CHURCH & DWIGHT INC COM 171340102 5647 69600 SH SOLE 69600 0 0 CIMAREX ENERGY CO COM 171798101 16006 145100 SH SOLE 145100 0 0 CINCINNATI FINL CORP COM 172062101 3342 66600 SH SOLE 66600 0 0 CISCO SYS INC COM 17275R102 85777 3123700 SH SOLE 3123700 0 0 CINTAS CORP COM 172908105 5414 64000 SH SOLE 64000 0 0 CITIGROUP INC COM 172967424 92737 1678800 SH SOLE 1678800 0 0 CITIZENS FINL GROUP INC COM 174610105 3864 141500 SH SOLE 141500 0 0 CITRIX SYS INC COM 177376100 1452 20700 SH SOLE 20700 0 0 CLOROX CO DEL COM 189054109 915 8800 SH SOLE 8800 0 0 COACH INC COM 189754104 4492 129800 SH SOLE 129800 0 0 COBALT INTL ENERGY INC COM COM 19075F106 2643 272200 SH SOLE 272200 0 0 COCA COLA CO COM 191216100 69217 1764400 SH SOLE 1764400 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 27423 448900 SH SOLE 448900 0 0 COLGATE PALMOLIVE CO COM 194162103 19237 294100 SH SOLE 294100 0 0 COMCAST CORP NEW CL A 20030N101 77839 1294300 SH SOLE 1294300 0 0 COMCAST CORP NEW CL A SPL 20030N200 2488 41500 SH SOLE 41500 0 0 COMERICA INC COM 200340107 3223 62810 SH SOLE 62810 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1503 144800 SH SOLE 144800 0 0 COMPUTER SCIENCES CORP COM 205363104 2015 30700 SH SOLE 30700 0 0 CONAGRA FOODS INC COM 205887102 1097 25100 SH SOLE 25100 0 0 CONCHO RES INC COM 20605P101 5727 50300 SH SOLE 50300 0 0 CONOCOPHILLIPS COM 20825C104 24128 392900 SH SOLE 392900 0 0 CONSOL ENERGY INC COM 20854P109 33 1500 SH SOLE 1500 0 0 CONSOLIDATED EDISON INC COM 209115104 6633 114600 SH SOLE 114600 0 0 CONSTELLATION BRANDS INC CL A 21036P108 24182 208430 SH SOLE 208430 0 0 CONTINENTAL RESOURCES INC COM 212015101 3802 89700 SH SOLE 89700 0 0 COOPER COS INC COM 216648402 1406 7900 SH SOLE 7900 0 0 CORNING INC COM 219350105 11489 582300 SH SOLE 582300 0 0 COSTCO WHSL CORP NEW COM 22160K105 29781 220500 SH SOLE 220500 0 0 CRESCENT PT ENERGY CORP COM ADDED 22576C101 4399 214300 SH SOLE 214300 0 0 CROWN CASTLE INTL CORP COM 22822V101 9010 112200 SH SOLE 112200 0 0 CROWN HOLDINGS INC COM 228368106 5582 105500 SH SOLE 105500 0 0 CUMMINS INC COM 231021106 8554 65200 SH SOLE 65200 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 5920 503400 SH SOLE 503400 0 0 D R HORTON INC COM 23331A109 9967 364300 SH SOLE 364300 0 0 DTE ENERGY CO COM 233331107 2030 27200 SH SOLE 27200 0 0 DANAHER CORP DEL COM 235851102 27389 320000 SH SOLE 320000 0 0 DARDEN RESTAURANTS INC COM 237194105 4777 67200 SH SOLE 67200 0 0 DAVITA INC COM 23918K108 1256 15800 SH SOLE 15800 0 0 DEERE & CO COM 244199105 11685 120400 SH SOLE 120400 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 12738 310090 SH SOLE 310090 0 0 DEVON ENERGY CORP NEW COM 25179M103 8346 140300 SH SOLE 140300 0 0 DICKS SPORTING GOODS INC COM 253393102 2451 47340 SH SOLE 47340 0 0 DIGITAL RLTY TR INC COM 253868103 5728 85900 SH SOLE 85900 0 0 DISNEY WALT CO COM 254687106 104187 912800 SH SOLE 912800 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1308 42100 SH SOLE 42100 0 0 DISH NETWORK CORP CL A 25470M109 10509 155200 SH SOLE 155200 0 0 DISCOVER FINL SVCS COM 254709108 25952 450400 SH SOLE 450400 0 0 DIRECTV COM 25490A309 19941 214900 SH SOLE 214900 0 0 DOLLAR GEN CORP COM 256677105 19554 251530 SH SOLE 251530 0 0 DOLLAR TREE INC COM 256746108 8199 103800 SH SOLE 103800 0 0 DOMINION RES INC VA NEW COM 25746U109 27517 411500 SH SOLE 411500 0 0 DOVER CORP COM 260003108 7018 100000 SH SOLE 100000 0 0 DOW CHEM CO COM 260543103 40419 789900 SH SOLE 789900 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3747 51400 SH SOLE 51400 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 11083 173300 SH SOLE 173300 0 0 DUKE ENERGY CORP COM 26441C204 13418 190000 SH SOLE 190000 0 0 DUKE REALTY CORP COM NEW 264411505 1933 104100 SH SOLE 104100 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 1037 8500 SH SOLE 8500 0 0 E M C CORP MASS COM 268648102 26129 990100 SH SOLE 990100 0 0 EOG RES INC COM 26875P101 43460 496400 SH SOLE 496400 0 0 EQT CORP COM 26884L109 1448 17800 SH SOLE 17800 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 3801 126900 SH SOLE 126900 0 0 EASTMAN CHEM CO COM 277432100 15489 189300 SH SOLE 189300 0 0 EATON VANCE CORP COM NEW 278265103 2000 51100 SH SOLE 51100 0 0 EBAY INC COM 278642103 13927 231200 SH SOLE 231200 0 0 ECOLAB INC COM 278865100 2080 18400 SH SOLE 18400 0 0 EDISON INTL COM 281020107 5119 92100 SH SOLE 92100 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5284 37100 SH SOLE 37100 0 0 ELECTRONIC ARTS INC COM 285512109 19624 295100 SH SOLE 295100 0 0 EMERSON ELEC CO COM 291011104 15116 272700 SH SOLE 272700 0 0 ENBRIDGE INC COM 29250N105 40668 869230 SH SOLE 869230 0 0 ENCANA CORP COM 292505104 2295 208100 SH SOLE 208100 0 0 ENERGEN CORP COM 29265N108 676 9900 SH SOLE 9900 0 0 ENERGIZER HLDGS INC COM 29266R108 8235 62600 SH SOLE 62600 0 0 ENTERGY CORP NEW COM 29364G103 1523 21600 SH SOLE 21600 0 0 EQUIFAX INC COM 294429105 4117 42400 SH SOLE 42400 0 0 EQUINIX INC COM COM 29444U700 3211 12643 SH SOLE 12643 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5950 84800 SH SOLE 84800 0 0 ESSEX PPTY TR INC COM 297178105 1976 9300 SH SOLE 9300 0 0 EVERSOURCE ENERGY COM CL A 30040W108 3106 68400 SH SOLE 68400 0 0 EXELON CORP COM 30161N101 22217 707100 SH SOLE 707100 0 0 EXPEDIA INC COM 30212P303 2909 26600 SH SOLE 26600 0 0 EXPEDITORS INTL WASH INC COM 302130109 1079 23400 SH SOLE 23400 0 0 EXPRESS SCRIPTS HLDG CO COM ADDED COM 30219G108 21764 244700 SH SOLE 244700 0 0 EXXON MOBIL CORP COM 30231G102 141324 1698600 SH SOLE 1698600 0 0 FLIR SYS INC COM 302445101 2604 84500 SH SOLE 84500 0 0 FMC TECHNOLOGIES INC COM 30249U101 2050 49400 SH SOLE 49400 0 0 F M C CORP COM NEW 302491303 2228 42400 SH SOLE 42400 0 0 FACEBOOK INC CL A 30303M102 100045 1166500 SH SOLE 1166500 0 0 FAMILY DLR STORES INC COM 307000109 3917 49700 SH SOLE 49700 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1947 15200 SH SOLE 15200 0 0 FEDEX CORP COM 31428X106 29581 173600 SH SOLE 173600 0 0 F5 NETWORKS INC COM 315616102 7919 65800 SH SOLE 65800 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1316 21300 SH SOLE 21300 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2053 55500 SH SOLE 55500 0 0 FIFTH THIRD BANCORP COM 316773100 3427 164600 SH SOLE 164600 0 0 FIREEYE INC COM 31816Q101 1873 38300 SH SOLE 38300 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 2118 33600 SH SOLE 33600 0 0 FISERV INC COM 337738108 1400 16900 SH SOLE 16900 0 0 FIRSTENERGY CORP COM 337932107 2637 81000 SH SOLE 81000 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 10721 68700 SH SOLE 68700 0 0 FOOT LOCKER INC COM 344849104 14072 210000 SH SOLE 210000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 16670 1110600 SH SOLE 1110600 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1407 30700 SH SOLE 30700 0 0 FRANCO NEVADA CORP COM 351858105 2 50 SH SOLE 50 0 0 FRANKLIN RES INC COM 354613101 1976 40300 SH SOLE 40300 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 16816 903100 SH SOLE 903100 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 2492 503400 SH SOLE 503400 0 0 GANNETT SPINCO INC COM ADDED 36473H104 560 40050 SH SOLE 40050 0 0 GAP INC DEL COM 364760108 4428 116000 SH SOLE 116000 0 0 GENERAL DYNAMICS CORP COM 369550108 12469 88000 SH SOLE 88000 0 0 GENERAL ELECTRIC CO COM 369604103 132611 4991000 SH SOLE 4991000 0 0 GENERAL GROWTH PPTYS INC COM 370023103 2707 105500 SH SOLE 105500 0 0 GENERAL MLS INC COM 370334104 5488 98500 SH SOLE 98500 0 0 GENERAL MTRS CO COM 37045V100 16332 490000 SH SOLE 490000 0 0 GENUINE PARTS CO COM 372460105 2775 31000 SH SOLE 31000 0 0 GILEAD SCIENCES INC COM 375558103 103019 879900 SH SOLE 879900 0 0 GOLDCORP INC COM 380956409 0 30 SH SOLE 30 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 31924 152900 SH SOLE 152900 0 0 GOOGLE INC CL A 38259P508 77280 143100 SH SOLE 143100 0 0 GOOGLE INC CL C 38259P706 66537 127831 SH SOLE 127831 0 0 GRAINGER W W INC COM 384802104 1941 8200 SH SOLE 8200 0 0 HCA HOLDINGS INC COM 40412C101 32804 361600 SH SOLE 361600 0 0 HCP INC COM 40414L109 7677 210500 SH SOLE 210500 0 0 HD SUPPLY HLDGS INC COM 40416M105 18811 534700 SH SOLE 534700 0 0 HAIN CELESTIAL GROUP INC COM 405217100 10748 163200 SH SOLE 163200 0 0 HALLIBURTON CO COM 406216101 25515 592400 SH SOLE 592400 0 0 HANESBRANDS INC COM 410345102 16170 485300 SH SOLE 485300 0 0 HARMAN INTL INDS INC COM 413086109 3509 29500 SH SOLE 29500 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 6780 163100 SH SOLE 163100 0 0 HASBRO INC COM 418056107 1354 18100 SH SOLE 18100 0 0 HEALTH CARE REIT INC COM 42217K106 9011 137300 SH SOLE 137300 0 0 HERSHEY CO COM 427866108 2931 33000 SH SOLE 33000 0 0 HESS CORP COM 42809H107 6039 90300 SH SOLE 90300 0 0 HEWLETT PACKARD CO COM 428236103 23933 797500 SH SOLE 797500 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 15497 562500 SH SOLE 562500 0 0 HOLLYFRONTIER CORP COM 436106108 2070 48500 SH SOLE 48500 0 0 HOLOGIC INC COM 436440101 6866 180400 SH SOLE 180400 0 0 HOME DEPOT INC COM 437076102 71279 641400 SH SOLE 641400 0 0 HONEYWELL INTL INC COM 438516106 34833 341600 SH SOLE 341600 0 0 HOSPIRA INC COM 441060100 9980 112500 SH SOLE 112500 0 0 HOST HOTELS & RESORTS INC COM 44107P104 5939 299500 SH SOLE 299500 0 0 HUMANA INC COM 444859102 5815 30400 SH SOLE 30400 0 0 HUNT J B TRANS SVCS INC COM 445658107 1059 12900 SH SOLE 12900 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2083 184200 SH SOLE 184200 0 0 IHS INC CL A 451734107 1132 8800 SH SOLE 8800 0 0 ILLINOIS TOOL WKS INC COM 452308109 13227 144100 SH SOLE 144100 0 0 ILLUMINA INC COM 452327109 13014 59600 SH SOLE 59600 0 0 IMPERIAL OIL LTD COM 453038408 858 22200 SH SOLE 22200 0 0 INTEL CORP COM 458140100 62031 2039500 SH SOLE 2039500 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 19124 85525 SH SOLE 85525 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 65454 402400 SH SOLE 402400 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2175 19900 SH SOLE 19900 0 0 INTL PAPER CO COM 460146103 2879 60500 SH SOLE 60500 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1210 62800 SH SOLE 62800 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 7800 16100 SH SOLE 16100 0 0 NTUIT COM 461202103 11905 118140 SH SOLE 118140 0 0 IRON MTN INC COM 46284V101 4121 132945 SH SOLE 132945 0 0 ISHARES MSCI STH AFR ETF 464286780 5890 90000 SH SOLE 90000 0 0 ISHARES MSCI MALAYSI ETF 464286830 5692 470000 SH SOLE 470000 0 0 ISHARES CORE S&P500 ETF 464287200 358491 1730000 SH SOLE 1730000 0 0 ISHARES MBS ETF 464288588 54310 500000 SH SOLE 500000 0 0 ISIS PHARMACEUTICALS INC COM 464330109 3413 59300 SH SOLE 59300 0 0 JPMORGAN & CHASE & CO COM 46625H100 132633 1957400 SH SOLE 1957400 0 0 JARDEN CORP COM 471109108 18899 365200 SH SOLE 365200 0 0 JETBLUE AIRWAYS CORP COM 477143101 10187 490700 SH SOLE 490700 0 0 JOHNSON & JOHNSON COM 478160104 83299 854700 SH SOLE 854700 0 0 JOHNSON CTLS INC COM 478366107 2997 60500 SH SOLE 60500 0 0 JONES LANG LASALLE INC COM 48020Q107 2394 14000 SH SOLE 14000 0 0 JUNIPER NETWORKS INC COM 48203R104 14629 563300 SH SOLE 563300 0 0 KLX INC COM 482539103 38 850 SH SOLE 850 0 0 KELLOGG CO COM 487836108 2784 44400 SH SOLE 44400 0 0 KEURIG GREEN MTN INC COM 49271M100 6766 88300 SH SOLE 88300 0 0 KEYCORP NEW COM 493267108 2086 138900 SH SOLE 138900 0 0 KIMBERLY CLARK CORP COM 494368103 5235 49400 SH SOLE 49400 0 0 KIMCO REALTY CORP COM 49446R109 2443 108400 SH SOLE 108400 0 0 KINDER MORGAN INC COM 49456B101 23489 611848 SH SOLE 611848 0 0 KINROSS GOLD CORP COM 496902404 3190 1368700 SH SOLE 1368700 0 0 KOHLS CORP COM 500255104 7062 112800 SH SOLE 112800 0 0 KRAFT FOODS GROUP INC COM 50076Q106 18339 215400 SH SOLE 215400 0 0 KROGER CO COM 501044101 25770 355400 SH SOLE 355400 0 0 L BRANDS INC COM 501797104 6713 78300 SH SOLE 78300 0 0 LKQ CORP COM 501889208 248 8200 SH SOLE 8200 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 6667 58800 SH SOLE 58800 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 9710 80100 SH SOLE 80100 0 0 LAM RESEARCH CORP COM 512807108 6305 77500 SH SOLE 77500 0 0 LAS VEGAS SANDS CORP COM 517834107 9757 185600 SH SOLE 185600 0 0 LAUDER ESTEE COS INC CL A 518439104 23063 266130 SH SOLE 266130 0 0 LEAR CORP COM NEW 521865204 6893 61400 SH SOLE 61400 0 0 LEGGETT & PLATT INC COM 524660107 1777 36500 SH SOLE 36500 0 0 LEGG MASON INC COM 524901105 1989 38600 SH SOLE 38600 0 0 LENNAR CORP CL A 526057104 6850 134200 SH SOLE 134200 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N308 17076 324200 SH SOLE 324200 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 0 5 SH SOLE 5 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1282 46200 SH SOLE 46200 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2645 82100 SH SOLE 82100 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 1222 33900 SH SOLE 33900 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 1217 33900 SH SOLE 33900 0 0 LILLY ELI & CO COM 532457108 29338 351400 SH SOLE 351400 0 0 LINCOLN NATL CORP IND COM 534187109 2126 35900 SH SOLE 35900 0 0 LINKEDIN CORP COM CL A 53578A108 4236 20500 SH SOLE 20500 0 0 LOCKHEED MARTIN CORP COM 539830109 28907 155500 SH SOLE 155500 0 0 LOEWS CORP COM 540424108 2565 66600 SH SOLE 66600 0 0 LOWES COS INC COM 548661107 44944 671100 SH SOLE 671100 0 0 LULULEMON ATHLETICA INC COM 550021109 8554 131000 SH SOLE 131000 0 0 M & T BK CORP COM 55261F104 2149 17200 SH SOLE 17200 0 0 MACERICH CO COM 554382101 3797 50900 SH SOLE 50900 0 0 MACYS INC COM 55616P104 6113 90600 SH SOLE 90600 0 0 MAGNA INTL INC COM 559222401 15014 267400 SH SOLE 267400 0 0 MANPOWER INC COM 56418H100 1126 12600 SH SOLE 12600 0 0 MANULIFE FINL CORP COM 56501R106 8412 452500 SH SOLE 452500 0 0 MARATHON OIL CORP COM 565849106 2840 107000 SH SOLE 107000 0 0 MARATHON PETE CORP COM 56585A102 9845 188200 SH SOLE 188200 0 0 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 14624 800000 SH SOLE 800000 0 0 MARSH & MCLENNAN COS INC COM 571748102 27124 478370 SH SOLE 478370 0 0 MARRIOTT INTL INC NEW CL A 571903202 25697 345440 SH SOLE 345440 0 0 MARTIN MARIETTA MATLS INC COM 573284106 495 3500 SH SOLE 3500 0 0 MASTERCARD INC CL A 57636Q104 42225 451700 SH SOLE 451700 0 0 MATTEL INC COM 577081102 13035 507400 SH SOLE 507400 0 0 MCCORMICK & CO INC COM NON VTG 579780206 996 12300 SH SOLE 12300 0 0 MCDONALDS CORP COM 580135101 19622 206400 SH SOLE 206400 0 0 MCGRAW HILL COS INC COM 580645109 3968 39500 SH SOLE 39500 0 0 MCKESSON CORP COM 58155Q103 34104 151700 SH SOLE 151700 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 11314 125400 SH SOLE 125400 0 0 MEDIVATION INC COM 58501N101 1530 13400 SH SOLE 13400 0 0 MERCK & CO INC NEW CALL ADDED 58933Y105 80180 1408400 SH SOLE 1408400 0 0 METHANEX CORP COM 59151K108 11755 210500 SH SOLE 210500 0 0 METLIFE INC COM 59156R108 35761 638700 SH SOLE 638700 0 0 METTLER TOLEDO INTERNATIONAL COM COM 592688105 1878 5500 SH SOLE 5500 0 0 MICROSOFT CORP COM 594918104 169832 3846700 SH SOLE 3846700 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1333 28100 SH SOLE 28100 0 0 MICRON TECHNOLOGY INC COM 595112103 19616 1041200 SH SOLE 1041200 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1800 184000 SH SOLE 184000 0 0 MOHAWK INDS INC COM 608190104 1336 7000 SH SOLE 7000 0 0 MOLSON COORS BREWING CO CL B 60871R209 6450 92400 SH SOLE 92400 0 0 MONDELEZ INTL INC CL A CL A 609207105 34393 836000 SH SOLE 836000 0 0 MONSANTO CO NEW COM 61166W101 34141 320300 SH SOLE 320300 0 0 MONSTER BEVERAGE CORP COM ADDED 61174X109 9917 74000 SH SOLE 74000 0 0 MOODYS CORP COM 615369105 8421 78000 SH SOLE 78000 0 0 MORGAN STANLEY COM NEW 617446448 34744 895700 SH SOLE 895700 0 0 MOSAIC CO COM 61945C103 520 11100 SH SOLE 11100 0 0 MURPHY OIL CORP COM 626717102 461 11100 SH SOLE 11100 0 0 NRG ENERGY INC COM NEW 629377508 10209 446200 SH SOLE 446200 0 0 NASDAQ OMX GROUP INC COM 631103108 3138 64300 SH SOLE 64300 0 0 NATIONAL OILWELL VARCO INC COM 637071101 4036 83600 SH SOLE 83600 0 0 NETAPP INC COM 64110D104 5693 180400 SH SOLE 180400 0 0 NETFLIX INC COM 64110L106 15832 24100 SH SOLE 24100 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3031 164900 SH SOLE 164900 0 0 NEWELL RUBBERMAID INC COM 651229106 19692 479000 SH SOLE 479000 0 0 NEWMONT MINING CORP COM 651639106 4957 212200 SH SOLE 212200 0 0 NEWS CORP NEW CL A ADDED 65249B109 1234 84574 SH SOLE 84574 0 0 NEXTERA ENERGY INC COM 65339F101 41731 425700 SH SOLE 425700 0 0 NIKE INC CL B 654106103 17715 164000 SH SOLE 164000 0 0 NISOURCE INC COM 65473P105 4399 96500 SH SOLE 96500 0 0 NOBLE ENERGY INC COM 655044105 1660 38900 SH SOLE 38900 0 0 NORDSTROM INC COM 655664100 3330 44700 SH SOLE 44700 0 0 NORFOLK SOUTHERN CORP COM 655844108 6840 78300 SH SOLE 78300 0 0 NORTHROP GRUMMAN CORP COM 666807102 21130 133200 SH SOLE 133200 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 6726 384100 SH SOLE 384100 0 0 NUCOR CORP COM 670346105 837 19000 SH SOLE 19000 0 0 O REILLY AUTOMOTIVE INC COM ADDED 67103H107 6666 29500 SH SOLE 29500 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 41195 529700 SH SOLE 529700 0 0 OMNICARE INC COM 681904108 1320 14000 SH SOLE 14000 0 0 OMNICOM GROUP INC COM 681919106 3210 46200 SH SOLE 46200 0 0 ON SEMICONDUCTOR CORP COM 682189105 10644 910500 SH SOLE 910500 0 0 OPEN TEXT CORP COM 683715106 4336 106700 SH SOLE 106700 0 0 ORACLE CORP COM 68389X105 77473 1922400 SH SOLE 1922400 0 0 PG&E CORP COM 69331C108 6805 138600 SH SOLE 138600 0 0 PNC FINL SVCS GROUP INC COM 693475105 15715 164300 SH SOLE 164300 0 0 PPG INDS INC COM 693506107 22875 199400 SH SOLE 199400 0 0 PPL CORP COM 69351T106 8761 297300 SH SOLE 297300 0 0 PVH CORP COM 693656100 4815 41800 SH SOLE 41800 0 0 PACCAR INC COM 693718108 8410 131800 SH SOLE 131800 0 0 PACKAGING CORP AMER COM 695156109 456 7300 SH SOLE 7300 0 0 PALL CORP COM 696429307 1095 8800 SH SOLE 8800 0 0 PANERA BREAD CO CL A 69840W108 13108 75000 SH SOLE 75000 0 0 PARKER HANNIFIN CORP COM 701094104 7375 63400 SH SOLE 63400 0 0 PATTERSON COMPANIES INC COM 703395103 1377 28300 SH SOLE 28300 0 0 PAYCHEX INC COM 704326107 6235 133000 SH SOLE 133000 0 0 PEMBINA PIPELINE CORP COM 706327103 737 22800 SH SOLE 22800 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 5019 309600 SH SOLE 309600 0 0 PEPSICO INC COM 713448108 56293 603100 SH SOLE 603100 0 0 PFIZER INC COM 717081103 107209 3197400 SH SOLE 3197400 0 0 PHILIP MORRIS INTL INC COM 718172109 42562 530900 SH SOLE 530900 0 0 PHILLIPS 66 COM 718546104 10618 131800 SH SOLE 131800 0 0 PINNACLE WEST CAP CORP COM 723484101 4409 77500 SH SOLE 77500 0 0 PIONEER NAT RES CO COM 723787107 18668 134600 SH SOLE 134600 0 0 PLUM CREEK TIMBER CO INC COM 729251108 2029 50000 SH SOLE 50000 0 0 POLARIS INDS INC COM 731068102 3510 23700 SH SOLE 23700 0 0 POTASH CORP SASK INC COM 73755L107 5081 164000 SH SOLE 164000 0 0 PRAXAIR INC COM 74005P104 22188 185600 SH SOLE 185600 0 0 PRECISION CASTPARTS CORP COM 740189105 14511 72600 SH SOLE 72600 0 0 PRICE T ROWE GROUP INC COM 74144T108 9405 121000 SH SOLE 121000 0 0 PRICELINE COM INC COM COM 741503403 19228 16700 SH SOLE 16700 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 6704 130700 SH SOLE 130700 0 0 PROCTER & GAMBLE CO COM 742718109 91009 1163200 SH SOLE 1163200 0 0 PROGRESSIVE CORP OHIO COM 743315103 5761 207000 SH SOLE 207000 0 0 PROLOGIS INC COM 74340W103 6979 188100 SH SOLE 188100 0 0 PRUDENTIAL FINL INC COM 744320102 32190 367800 SH SOLE 367800 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 9785 249100 SH SOLE 249100 0 0 PUBLIC STORAGE COM 74460D109 9808 53200 SH SOLE 53200 0 0 PULTE HOMES INC COM 745867101 4094 203200 SH SOLE 203200 0 0 QEP RES INC COM 74733V100 1 70 SH SOLE 70 0 0 QORVO INC COM CL A 74736K101 19088 237800 SH SOLE 237800 0 0 QUALCOMM INC COM 747525103 39764 634900 SH SOLE 634900 0 0 QUANTA SVCS INC COM 74762E102 1095 38000 SH SOLE 38000 0 0 RALPH LAUREN CORP CL A 751212101 1893 14300 SH SOLE 14300 0 0 RANGE RES CORP COM 75281A109 17897 362430 SH SOLE 362430 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 417 7000 SH SOLE 7000 0 0 RAYTHEON CO COM NEW 755111507 10601 110800 SH SOLE 110800 0 0 REALTY INCOME CORP COM 756109104 3813 85900 SH SOLE 85900 0 0 RED HAT INC COM 756577102 1306 17200 SH SOLE 17200 0 0 REGENCY CTRS CORP COM 758849103 295 5000 SH SOLE 5000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 14029 27500 SH SOLE 27500 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 23210 2240390 SH SOLE 2240390 0 0 REPUBLIC SVCS INC COM 760759100 1065 27200 SH SOLE 27200 0 0 REYNOLDS AMERICAN INC COM 761713106 22235 297817 SH SOLE 297817 0 0 ROBERT HALF INTL INC COM 770323103 15551 280200 SH SOLE 280200 0 0 ROCK-TENN CO CL A 772739207 2884 47900 SH SOLE 47900 0 0 ROCKWELL AUTOMATION INC COM 773903109 9510 76300 SH SOLE 76300 0 0 ROCKWELL COLLINS INC COM 774341101 1108 12000 SH SOLE 12000 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 7303 205800 SH SOLE 205800 0 0 ROPER INDS INC NEW COM 776696106 5795 33600 SH SOLE 33600 0 0 ROSS STORES INC COM 778296103 6533 134400 SH SOLE 134400 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 42318 691700 SH SOLE 691700 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 4938 69207 SH SOLE 69207 0 0 SBA COMMUNICATIONS CORP COM 78388J106 12831 111600 SH SOLE 111600 0 0 SEI INVESTMENTS CO COM 784117103 3109 63400 SH SOLE 63400 0 0 SL GREEN RLTY CORP COM 78440X101 2637 24000 SH SOLE 24000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 444636 2160000 SH SOLE 2160000 0 0 ST JUDE MED INC COM 790849103 4333 59300 SH SOLE 59300 0 0 SALESFORCE COM INC COM 79466L302 12976 186360 SH SOLE 186360 0 0 SANDISK CORP COM 80004C101 4 70 SH SOLE 70 0 0 SANOFI RIGHT 12/31/2020 ADDED 80105N113 35 49700 SH SOLE 49700 0 0 SCANA CORP NEW COM 80589M102 3495 69000 SH SOLE 69000 0 0 SCHLUMBERGER LTD COM 806857108 62453 724600 SH SOLE 724600 0 0 SCHWAB CHARLES CORP NEW COM 808513105 10928 334700 SH SOLE 334700 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 7759 118700 SH SOLE 118700 0 0 SEALED AIR CORP NEW COM 81211K100 539 10500 SH SOLE 10500 0 0 SEMPRA ENERGY COM 816851109 17681 178700 SH SOLE 178700 0 0 SERVICENOW INC COM 81762P102 1300 17500 SH SOLE 17500 0 0 SHAW COMMUNICATIONS INC CL B 82028K200 3222 147900 SH SOLE 147900 0 0 SHERWIN WILLIAMS CO COM 824348106 22142 80510 SH SOLE 80510 0 0 SILVER WHEATON CORP COM 828336107 5303 305800 SH SOLE 305800 0 0 SIMON PPTY GROUP INC NEW COM 828806109 31403 181500 SH SOLE 181500 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 28373 272560 SH SOLE 272560 0 0 SMUCKER J M CO COM NEW 832696405 8749 80700 SH SOLE 80700 0 0 SOUTHERN CO COM 842587107 6566 156700 SH SOLE 156700 0 0 SOUTHERN COPPER CORP COM 84265V105 3694 125600 SH SOLE 125600 0 0 SOUTHWEST AIRLS CO COM 844741108 13494 407800 SH SOLE 407800 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3521 154900 SH SOLE 154900 0 0 SPECTRA ENERGY CORP COM 847560109 26180 803060 SH SOLE 803060 0 0 SPLUNK INC COM 848637104 1441 20700 SH SOLE 20700 0 0 SPRINT CORP COM SER 1 ADDED 85207U105 3047 668300 SH SOLE 668300 0 0 STANLEY BLACK & DECKER INC COM 854502101 22164 210600 SH SOLE 210600 0 0 STAPLES INC COM 855030102 16201 1058200 SH SOLE 1058200 0 0 STARBUCKS CORP COM 855244109 39198 731100 SH SOLE 731100 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1922 23700 SH SOLE 23700 0 0 STATE STR CORP COM 857477103 4274 55500 SH SOLE 55500 0 0 STERICYCLE INC COM 858912108 3870 28900 SH SOLE 28900 0 0 STRYKER CORP COM 863667101 10341 108200 SH SOLE 108200 0 0 SUN LIFE FINL INC COM 866796105 10625 318100 SH SOLE 318100 0 0 SUNCOR ENERGY INC COM 867224107 35283 1280500 SH SOLE 1280500 0 0 SUNEDISON INC COM 86732Y109 1328 44400 SH SOLE 44400 0 0 SUNTRUST BKS INC COM 867914103 2074 48200 SH SOLE 48200 0 0 SYMANTEC CORP COM 871503108 6103 262500 SH SOLE 262500 0 0 SYNOPSYS INC COM 871607107 1378 27200 SH SOLE 27200 0 0 SYNCHRONY FINL COM 87165B103 7586 230356 SH SOLE 230356 0 0 SYSCO CORP COM 871829107 6733 186500 SH SOLE 186500 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 16565 449900 SH SOLE 449900 0 0 TJX COS INC NEW COM 872540109 12129 183300 SH SOLE 183300 0 0 T-MOBILE US INC COM 872590104 13593 350600 SH SOLE 350600 0 0 TALEN ENERGY CORP COM ADDED 87422J105 637 37133 SH SOLE 37133 0 0 TARGET CORP COM 87612E106 14195 173900 SH SOLE 173900 0 0 TECK RESOURCES LTD CL B 878742204 5296 534100 SH SOLE 534100 0 0 TEGNA INC COM ADDED 87901J105 2569 80100 SH SOLE 80100 0 0 TERADATA CORP DEL COM 88076W103 2272 61400 SH SOLE 61400 0 0 TESORO CORP COM 881609101 22065 261400 SH SOLE 261400 0 0 TEXAS INSTRS INC COM 882508104 12424 241200 SH SOLE 241200 0 0 TEXTRON INC COM 883203101 1058 23700 SH SOLE 23700 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 33465 257900 SH SOLE 257900 0 0 THOMSON REUTERS CORP COM 884903105 1246 32700 SH SOLE 32700 0 0 3M CO COM 88579Y101 32434 210200 SH SOLE 210200 0 0 TIFFANY & CO NEW COM 886547108 1340 14600 SH SOLE 14600 0 0 TIME WARNER INC COM NEW 887317303 44701 511400 SH SOLE 511400 0 0 TIME WARNER CABLE INC COM 88732J207 16659 93500 SH SOLE 93500 0 0 TOLL BROTHERS INC COM 889478103 10391 272100 SH SOLE 272100 0 0 TORCHMARK CORP COM 891027104 2108 36200 SH SOLE 36200 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 45242 1064900 SH SOLE 1064900 0 0 TOWERS WATSON & CO COM 891894107 994 7900 SH SOLE 7900 0 0 TOTAL SYS SVCS INC COM 891906109 3467 83000 SH SOLE 83000 0 0 TRACTOR SUPPLY CO COM 892356106 4497 50000 SH SOLE 50000 0 0 TRANSCANADA CORP COM 89353D107 10913 268400 SH SOLE 268400 0 0 TRAVELERS COMPANIES INC COM 89417E109 11242 116300 SH SOLE 116300 0 0 TRIPADVISOR INC COM 896945201 1577 18100 SH SOLE 18100 0 0 TWENTY FIRST CENTY FOX INC CL A ADDED 90130A101 6747 207300 SH SOLE 207300 0 0 TWENTY FIRST CENTY FOX INC CL B ADDED 90130A200 1234 38300 SH SOLE 38300 0 0 TWITTER INC COM 90184L102 1949 53800 SH SOLE 53800 0 0 TYSON FOODS INC CL A 902494103 20646 484300 SH SOLE 484300 0 0 UDR INC COM 902653104 2005 62600 SH SOLE 62600 0 0 US BANCORP DEL COM NEW 902973304 39229 903900 SH SOLE 903900 0 0 ULTA SALON COSMETCS & FRAG I COM COM 90384S303 6595 42700 SH SOLE 42700 0 0 UNDER ARMOUR INC CL A 904311107 2929 35100 SH SOLE 35100 0 0 UNION PAC CORP COM 907818108 54752 574100 SH SOLE 574100 0 0 UNITED CONTL HLDGS INC COM ADDED 910047109 8015 151200 SH SOLE 151200 0 0 UNITED PARCEL SERVICE INC CL B 911312106 22183 228900 SH SOLE 228900 0 0 UNITED RENTALS INC COM 911363109 19267 219890 SH SOLE 219890 0 0 UNITED TECHNOLOGIES CORP COM 913017109 45614 411200 SH SOLE 411200 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 2383 13700 SH SOLE 13700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 71846 588900 SH SOLE 588900 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6309 44400 SH SOLE 44400 0 0 UNUM GROUP COM 91529Y106 10546 295000 SH SOLE 295000 0 0 URBAN OUTFITTERS INC COM 917047102 1309 37400 SH SOLE 37400 0 0 V F CORP COM 918204108 2260 32400 SH SOLE 32400 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 18953 85400 SH SOLE 85400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 11274 180100 SH SOLE 180100 0 0 VANTIV INC CL A 92210H105 1283 33600 SH SOLE 33600 0 0 VENTAS INC COM 92276F100 4172 67200 SH SOLE 67200 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 86813 1862545 SH SOLE 1862545 0 0 VERISK ANALYTICS INC CL A 92345Y106 3893 53500 SH SOLE 53500 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 13138 106400 SH SOLE 106400 0 0 VIACOM INC NEW CL B 92553P201 6024 93200 SH SOLE 93200 0 0 VISA INC COM CL A 92826C839 70178 1045100 SH SOLE 1045100 0 0 VMWARE INC CL A COM 928563402 1655 19300 SH SOLE 19300 0 0 VORNADO RLTY TR SH BEN INT 929042109 3436 36200 SH SOLE 36200 0 0 VOYA FINL INC COM COM 929089100 4619 99400 SH SOLE 99400 0 0 VULCAN MATLS CO COM 929160109 2921 34800 SH SOLE 34800 0 0 WEC ENERGY GROUP INC COM ADDED 92939U106 3548 78900 SH SOLE 78900 0 0 WAL MART STORES INC COM 931142103 41898 590700 SH SOLE 590700 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 18492 219000 SH SOLE 219000 0 0 WASTE MGMT INC DEL COM 94106L109 8793 189700 SH SOLE 189700 0 0 WATERS CORP COM 941848103 3492 27200 SH SOLE 27200 0 0 WELLS FARGO & CO NEW COM 949746101 141354 2513400 SH SOLE 2513400 0 0 WESTERN DIGITAL CORP COM 958102105 18091 230700 SH SOLE 230700 0 0 WESTERN UN CO COM 959802109 9177 451400 SH SOLE 451400 0 0 WEYERHAEUSER CO COM 962166104 5166 164000 SH SOLE 164000 0 0 WHIRLPOOL CORP COM 963320106 12529 72400 SH SOLE 72400 0 0 WHITING PETE CORP COM 966387102 3753 111700 SH SOLE 111700 0 0 WHOLE FOODS MKT INC COM 966837106 4922 124800 SH SOLE 124800 0 0 WILLIAMS COS INC DEL COM 969457100 14560 253700 SH SOLE 253700 0 0 WORKDAY INC CL A 98138H101 3552 46500 SH SOLE 46500 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1368 16700 SH SOLE 16700 0 0 WYNN RESORTS LTD COM 983134107 1243 12600 SH SOLE 12600 0 0 XCEL ENERGY INC COM 98389B100 6999 217500 SH SOLE 217500 0 0 XILINX INC COM 983919101 4337 98200 SH SOLE 98200 0 0 XEROX CORP COM 984121103 4517 424500 SH SOLE 424500 0 0 XYLEM INC COM 98419M100 2851 76900 SH SOLE 76900 0 0 YAHOO INC COM 984332106 27888 709800 SH SOLE 709800 0 0 YAMANA GOLD INC COM 98462Y100 437 145000 SH SOLE 145000 0 0 YUM BRANDS INC COM 988498101 8558 95000 SH SOLE 95000 0 0 ZILLOW GROUP INC CL A 98954M101 1266 14600 SH SOLE 14600 0 0 ZIMMER HLDGS INC COM 98956P102 9328 85400 SH SOLE 85400 0 0 ZOETIS INC CL A 98978V103 23700 491500 SH SOLE 491500 0 0