0001568679-14-000005.txt : 20141113
0001568679-14-000005.hdr.sgml : 20141113
20141112211003
ACCESSION NUMBER: 0001568679-14-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141113
DATE AS OF CHANGE: 20141112
EFFECTIVENESS DATE: 20141113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RIVERHEAD CAPITAL MANAGEMENT LLC
CENTRAL INDEX KEY: 0001568679
IRS NUMBER: 453557628
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15221
FILM NUMBER: 141216060
BUSINESS ADDRESS:
STREET 1: 2711 CENTERVILLE ROAD
STREET 2: SUITE 400
CITY: WILMINGTON
STATE: DE
ZIP: 19808
BUSINESS PHONE: 302-351-2520
MAIL ADDRESS:
STREET 1: 2711 CENTERVILLE ROAD
STREET 2: SUITE 400
CITY: WILMINGTON
STATE: DE
ZIP: 19808
13F-HR
1
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09-30-2014
09-30-2014
RIVERHEAD CAPITAL MANAGEMENT LLC
2711 CENTERVILLE ROAD
SUITE 400
WILMINGTON
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19808
13F HOLDINGS REPORT
028-15221
N
AARON DAVIS
BUSINESS MANAGER
302-351-2520
AARON DAVIS
WILMINGTON
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11-12-2014
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SH
SOLE
156361
0
0
HUMANA INC
COM
444859102
12377
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SH
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0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2343
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0
ILLINOIS TOOL WKS INC
COM
452308109
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0
0
ING GROUP N V
ADR
456837103
1441
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0
0
INTEL CORP
COM
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33691
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SH
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INTERNATIONAL BUSINESS MAC
COM
459200101
26418
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INTL FLAVORS & FRAGRANCE
COM
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0
INTL PAPER CO
COM
460146103
2365
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0
INTERPUBLIC GROUP COS INC
COM
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0
INTUIT
COM
461202103
18096
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SH
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0
0
IRON MTN INC
COM
462846106
1428
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0
ISHARES TR
MSCI EAFE IDX
464287465
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0
0
JABIL CIRCUIT INC
COM
466313103
2372
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SH
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0
0
JACOBS ENGR GROUP INC
COM
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JOHNSON & JOHNSON
COM
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SH
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0
0
JOHNSON CTLS INC
COM
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8602
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SH
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0
0
JOY GLOBAL INC
COM
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1379
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0
KLA-TENCOR CORP
COM
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KANSAS CITY SOUTHERN
COM
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0
0
KELLOGG CO
COM
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KEYCORP NEW
COM
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4630
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KIMBERLY CLARK CORP
COM
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0
0
KOHLS CORP
COM
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KONINKLIJKE PHILIPS ELECTRS
NY REG SH
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44689
0
0
KROGER CO
COM
501044101
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0
KYOCERA CORP
ADR
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0
LKQ CORP
COM
501889208
6359
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L-3 COMMUNICATIONS HLDGS
COM
502424104
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0
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LAM RESEARCH CORP
COM
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3553
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LAUDER ESTEE COS INC
COM
518439104
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0
LEGGETT & PLATT INC
COM
524660107
6793
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SH
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0
0
LEGG MASON INC
COM
524901105
19096
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0
0
LENNAR CORP
COM
526057104
2635
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0
0
LILLY ELI & CO
COM
532457108
21713
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0
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LINCOLN NATL CORP IND
COM
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5398
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SH
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0
0
LINEAR TECHNOLOGY CORP
COM
535678106
9341
210413
SH
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0
0
LLOYDS TSB GROUP PLC
ADR
539439109
1751
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SH
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347300
0
0
LOCKHEED MARTIN CORP
COM
539830109
35202
192590
SH
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192590
0
0
LOEWS CORP
COM
540424108
2484
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SH
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0
0
LOWES COS INC
COM
548661107
9084
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SH
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0
0
MACERICH CO
COM
554382101
2714
42527
SH
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42527
0
0
MARATHON OIL CORP
COM
565849106
3273
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SH
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87020
0
0
MARSH & MCLENNAN COS INC
COM
571748102
10595
202460
SH
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202460
0
0
MARRIOTT INTL INC NEW
COM
571903202
11216
160450
SH
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160450
0
0
MARTIN MARIETTA MATLS INC
COM
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2453
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SH
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19023
0
0
MASCO CORP
COM
574599106
3084
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0
MATTEL INC
COM
577081102
8886
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SH
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0
0
MCCORMICK & CO INC
COM
579780206
4388
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SH
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65567
0
0
MCDONALDS CORP
COM
580135101
45949
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SH
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484624
0
0
MCGRAW HILL COS INC
COM
580645109
20154
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SH
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238654
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
8697
90388
SH
SOLE
90388
0
0
MEADWESTVACO CORP
COM
583334107
9954
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SH
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243143
0
0
MEDTRONIC INC
COM
585055106
6442
103971
SH
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103971
0
0
MICROSOFT CORP
COM
594918104
56924
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SH
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1227945
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
10073
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SH
SOLE
213239
0
0
MICRON TECHNOLOGY INC
COM
595112103
4507
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SH
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131519
0
0
MITSUBISHI UFJ FINL GROUP IN
ADR
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4137
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0
0
MOHAWK INDS INC
COM
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1533
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SH
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0
0
MONDELEZ INTL INC.
COM
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SH
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0
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MOODYS CORP
COM
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9827
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SH
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103986
0
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MORGAN STANLEY
COM
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6141
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SH
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177620
0
0
MOTOROLA SOLUTIONS INC
COM
620076307
15667
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SH
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0
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MURPHY OIL CORP
COM
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1417
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SH
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24867
0
0
MYLAN INC
COM
628530107
3238
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SH
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71202
0
0
NRG ENERGY INC
COM
629377508
12242
401647
SH
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0
0
NASDAQ OMX GROUP INC
COM
631103108
2294
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SH
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54129
0
0
NATIONAL GRID PLC
ADR
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4448
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SH
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61873
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
18503
243139
SH
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0
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NEW GOLD INC CDA
COM
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138
27200
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0
0
NEWELL RUBBERMAID INC
COM
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SH
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NEWFIELD EXPL CO
COM
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1370
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0
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NEWMONT MINING CORP
COM
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2253
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SH
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97943
0
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NICE SYS LTD
ADR
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1530
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SH
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37500
0
0
NIDEC CORP
ADR
654090109
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43400
SH
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43400
0
0
NIKE INC
COM
654106103
10767
120723
SH
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0
0
NIPPON TELEG & TEL CORP
ADR
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3161
101600
SH
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101600
0
0
NOKIA CORP
ADR
654902204
830
98100
SH
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0
0
NOBLE ENERGY INC
COM
655044105
3480
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SH
SOLE
50939
0
0
NORDSTROM INC
COM
655664100
2262
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SH
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33114
0
0
NORFOLK SOUTHERN CORP
COM
655844108
17224
154313
SH
SOLE
154313
0
0
NORTHEAST UTILS
COM
664397106
6704
151321
SH
SOLE
151321
0
0
NORTHERN TR CORP
COM
665859104
2489
36601
SH
SOLE
36601
0
0
NORTHROP GRUMMAN CORP
COM
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53089
402917
SH
SOLE
402917
0
0
NOVO-NORDISK A S
ADR
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3057
64200
SH
SOLE
64200
0
0
NUCOR CORP
COM
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1605
29596
SH
SOLE
29596
0
0
OCCIDENTAL PETE CORP DEL
COM
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13586
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SH
SOLE
141348
0
0
OMNICOM GROUP INC
COM
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6158
89439
SH
SOLE
89439
0
0
ONEOK INC NEW
COM
682680103
7713
117679
SH
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117679
0
0
OPEN TEXT CORP
COM
683715106
715
12900
SH
SOLE
12900
0
0
ORANGE
ADR
684060106
1419
96300
SH
SOLE
96300
0
0
ORIX CORP
ADR
686330101
705
10200
SH
SOLE
10200
0
0
OWENS ILL INC
COM
690768403
1282
49269
SH
SOLE
49269
0
0
PNC FINL SVCS GROUP INC
COM
693475105
4636
54164
SH
SOLE
54164
0
0
PPG INDS INC
COM
693506107
33765
171603
SH
SOLE
171603
0
0
PVH CORP
COM
693656100
2383
19675
SH
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19675
0
0
PACCAR INC
COM
693718108
4090
71969
SH
SOLE
71969
0
0
PALL CORP
COM
696429307
2234
26700
SH
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26700
0
0
PAN AMERICAN SILVER CORP
COM
697900108
126
11500
SH
SOLE
11500
0
0
PARKER HANNIFIN CORP
COM
701094104
7299
63950
SH
SOLE
63950
0
0
PATTERSON COS INC
COM
703395103
1601
38624
SH
SOLE
38624
0
0
PAYCHEX INC
COM
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10792
244146
SH
SOLE
244146
0
0
PEABODY ENERGY CORP
COM
704549104
1232
99493
SH
SOLE
99493
0
0
PEARSON PLC
ADR
705015105
1248
62300
SH
SOLE
62300
0
0
PEMBINA PIPELINE CORP
COM
706327103
695
16500
SH
SOLE
16500
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
14130
976595
SH
SOLE
976595
0
0
PEPCO HOLDINGS INC
COM
713291102
677
25311
SH
SOLE
25311
0
0
PERKINELMER INC
COM
714046109
3307
75857
SH
SOLE
75857
0
0
PETSMART INC.
COM
716768106
6527
93095
SH
SOLE
93095
0
0
PFIZER INC
COM
717081103
45176
1527816
SH
SOLE
1527816
0
0
PHILLIPS 66
COM
718546104
68356
840712
SH
SOLE
840712
0
0
PINNACLE WEST CAP CORP
COM
723484101
30779
563288
SH
SOLE
563288
0
0
PIONEER NAT RES CO
COM
723787107
3980
20210
SH
SOLE
20210
0
0
PITNEY BOWES INC
COM
724479100
8168
326832
SH
SOLE
326832
0
0
PLUM CREEK TIMBER CO INC
COM
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2164
55449
SH
SOLE
55449
0
0
PORTUGAL TELECOM SGPS S A
ADR
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176
84500
SH
SOLE
84500
0
0
PRECISION CASTPARTS CORP
COM
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8257
34858
SH
SOLE
34858
0
0
PRICELINE COM INC
COM
741503403
6058
5227
SH
SOLE
5227
0
0
PROCTER & GAMBLE CO
COM
742718109
70826
845832
SH
SOLE
845832
0
0
PROGRESSIVE CORP OHIO
COM
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4673
184701
SH
SOLE
184701
0
0
PRUDENTIAL FINL INC
COM
744320102
20925
237927
SH
SOLE
237927
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
13040
350149
SH
SOLE
350149
0
0
PULTE HOMES INC
COM
745867101
22952
1299684
SH
SOLE
1299684
0
0
QUALCOMM INC
COM
747525103
43336
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SH
SOLE
579593
0
0
QUESTAR CORP
COM
748356102
334
15000
SH
SOLE
15000
0
0
RALPH LAUREN CORP
COM
751212101
2302
13986
SH
SOLE
13986
0
0
RANDGOLD RES LTD
ADR
752344309
507
7500
SH
SOLE
7500
0
0
RAYTHEON CO
COM
755111507
48167
474039
SH
SOLE
474039
0
0
RED HAT INC
COM
756577102
1442
25663
SH
SOLE
25663
0
0
REED ELSEVIER N V
ADR
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1772
39200
SH
SOLE
39200
0
0
REPUBLIC SVCS INC
COM
760759100
1553
39819
SH
SOLE
39819
0
0
RIO TINTO ADR
ADR
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1367
27800
SH
SOLE
27800
0
0
ROBERT HALF INTL INC
COM
770323103
11787
240497
SH
SOLE
240497
0
0
ROCKWELL AUTOMATION INC
COM
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15269
138996
SH
SOLE
138996
0
0
ROCKWELL COLLINS INC
COM
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1601
20388
SH
SOLE
20388
0
0
ROGERS COMMUNICATIONS INC
CL B
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419
11200
SH
SOLE
11200
0
0
ROPER INDS INC NEW
COM
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1529
10433
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10433
0
0
ROSS STORES INC
COM
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2655
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35080
0
0
ROYAL BK CDA MONTREAL QUE
COM
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1114
15600
SH
SOLE
15600
0
0
ROYAL BK SCOTLAND GROUP PLC
ADR
780097689
550
46100
SH
SOLE
46100
0
0
ROYAL DUTCH SHELL PLC
ADR
780259206
3236
42500
SH
SOLE
42500
0
0
RYANAIR HLDGS PLC
ADR
783513104
440
7800
SH
SOLE
7800
0
0
RYDER SYS INC
COM
783549108
3628
40340
SH
SOLE
40340
0
0
SAFEWAY INC
COM
786514208
4190
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SH
SOLE
122152
0
0
ST JUDE MED INC
COM
790849103
11492
191111
SH
SOLE
191111
0
0
SAP
ADR
803054204
2952
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SH
SOLE
40900
0
0
SCHEIN HENRY INC
COM
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2807
24100
SH
SOLE
24100
0
0
SCHLUMBERGER LTD
COM
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58569
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SH
SOLE
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0
0
SCHWAB CHARLES CORP NEW
COM
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4927
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0
0
SCRIPPS NETWORKS INTERACT IN
COM
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SH
SOLE
54678
0
0
SEMPRA ENERGY
COM
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3695
35074
SH
SOLE
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0
0
SHERWIN WILLIAMS CO
COM
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3124
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14270
0
0
SIGMA ALDRICH CORP
COM
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5086
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37389
0
0
SILVER WHEATON CORP
COM
828336107
198
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SH
SOLE
9900
0
0
SIMON PPTY GROUP INC NEW
COM
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6507
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39617
0
0
SONY CORP
ADR
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2522
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SH
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139800
0
0
SOUTHERN CO
COM
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20847
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SOLE
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0
0
SOUTHWEST AIRLS CO
COM
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1025865
0
0
SOUTHWESTERN ENERGY CO
COM
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59601
0
0
SPECTRA ENERGY CORP
COM
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0
0
STANLEY WKS
COM
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57699
0
0
STAPLES INC
COM
855030102
12480
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SH
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1031341
0
0
STATE STR CORP
COM
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0
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STERICYCLE INC
COM
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2563
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21989
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0
STMICROELECTRONICS N V
NY REGISTRY
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446
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0
0
STRYKER CORP
COM
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0
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SUN LIFE FINL INC
COM
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864
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23800
0
0
SUNCOR ENERGY INC
COM
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4315
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119400
0
0
SUNTRUST BKS INC
COM
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0
0
SYMANTEC CORP
COM
871503108
9998
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425275
0
0
SYSCO CORP
COM
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15818
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0
0
TECO ENERGY INC
COM
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545210
0
0
TJX COS INC NEW
COM
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9077
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0
0
TAIWAN SEMICONDUCTOR MFG
ADR
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4165
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SH
SOLE
206500
0
0
TECK RESOURCES LTD
CL B
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140
7400
SH
SOLE
7400
0
0
TELEFONICA S A
ADR
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1611
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0
0
TESORO PETE CORP
COM
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0
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TEVA PHARMACEUTICAL INDS LTD
ADR
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0
0
TEXAS INSTRS INC
COM
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0
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TEXTRON INC
COM
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THERMO FISHER SCIENTIFIC
COM
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THOMSON REUTERS CORP
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499
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TIFFANY & CO NEW
COM
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0
0
TORCHMARK CORP
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TORONTO DOMINION BK
COM
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0
0
TOTAL SYS SVCS INC
COM
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5047
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0
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TOYOTA MOTOR CORP
ADR
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TRACTOR SUPPLY CO
COM
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0
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COM
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0
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COM
900435108
146
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0
0
TYSON FOODS INC
COM
902494103
11447
290752
SH
SOLE
290752
0
0
US BANCORP DEL
COM
902973304
22840
546022
SH
SOLE
546022
0
0
UNDER ARMOUR INC
COM
904311107
2575
37282
SH
SOLE
37282
0
0
UNILEVER N V
SHS
904784709
4639
116900
SH
SOLE
116900
0
0
UNION PAC CORP
COM
907818108
21912
202081
SH
SOLE
202081
0
0
UNITED PARCEL SERVICE INC
COM
911312106
14128
143751
SH
SOLE
143751
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
19767
187207
SH
SOLE
187207
0
0
URBAN OUTFITTERS INC
COM
917047102
1503
40956
SH
SOLE
40956
0
0
V F CORP
COM
918204108
15283
231484
SH
SOLE
231484
0
0
VANGUARD INDEX FDS
REIT ETF
922908553
49578
690000
SH
SOLE
690000
0
0
VERMILION ENERGY INC
COM
923725105
589
9700
SH
SOLE
9700
0
0
VORNADO RLTY TR
SH BEN INT
929042109
3650
36505
SH
SOLE
36505
0
0
VULCAN MATLS CO
COM
929160109
3336
55374
SH
SOLE
55374
0
0
WAL MART STORES INC
COM
931142103
44211
578151
SH
SOLE
578151
0
0
WALGREEN CO
COM
931422109
5411
91288
SH
SOLE
91288
0
0
WATERS CORP
COM
941848103
1464
14772
SH
SOLE
14772
0
0
WELLS FARGO & CO NEW
COM
949746101
38579
743758
SH
SOLE
743758
0
0
WESTERN DIGITAL CORP
COM
958102105
3074
31595
SH
SOLE
31595
0
0
WESTERN UN CO
COM
959802109
9062
565004
SH
SOLE
565004
0
0
WESTPAC BKG CORP
ADR
961214301
1552
55200
SH
SOLE
55200
0
0
WEYERHAEUSER CO
COM
962166104
3044
95473
SH
SOLE
95473
0
0
WHIRLPOOL CORP
COM
963320106
2672
18347
SH
SOLE
18347
0
0
WHOLE FOODS MKT INC
COM
966837106
2735
71840
SH
SOLE
71840
0
0
WILLIAMS COS INC
COM
969457100
7307
132001
SH
SOLE
132001
0
0
WISCONSIN ENERGY CORP
COM
976657106
8963
208429
SH
SOLE
208429
0
0
XILINX INC
COM
983919101
9604
226829
SH
SOLE
226829
0
0
XEROX CORP
COM
984121103
5353
404781
SH
SOLE
404781
0
0
YAHOO INC
COM
984332106
4697
115192
SH
SOLE
115192
0
0
YUM BRANDS INC
COM
988498101
4145
57589
SH
SOLE
57589
0
0
ZIONS BANCORPORATION
COM
989701107
2123
73103
SH
SOLE
73103
0
0
DUN & BRADSTREET CORP
COM
26483E100
1575
13407
SH
SOLE
13407
0
0
BT GROUP PLC
ADR
05577E101
1820
29600
SH
SOLE
29600
0
0
CDK GLOBAL INC
COM
12508E101
1496
48902
SH
SOLE
48902
0
0
QUANTA SVCS INC
COM
74762E102
4299
118510
SH
SOLE
118510
0
0
VERISIGN INC
COM
92343E102
8423
152805
SH
SOLE
152805
0
0
TALISMAN ENERGY INC
COM
87425E103
101
11700
SH
SOLE
11700
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
4700
60798
SH
SOLE
60798
0
0
TARGET CORP
COM
87612E106
30181
481479
SH
SOLE
481479
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
2470
24168
SH
SOLE
24168
0
0
TOTAL S A
ADR
89151E109
4345
67400
SH
SOLE
67400
0
0
TRAVELERS COS INC
COM
89417E109
11851
126142
SH
SOLE
126142
0
0
BARCLAYS PLC
ADR
06738E204
1148
77517
SH
SOLE
77517
0
0
THE ADT CORPORATION
COM
00101J106
4731
133352
SH
SOLE
133352
0
0
AES CORP
COM
00130H105
5584
393796
SH
SOLE
393796
0
0
AT& T CORP
COM
00206R102
35435
1005509
SH
SOLE
1005509
0
0
ABBVIE INC
COM
00287Y109
20757
359412
SH
SOLE
359412
0
0
ADOBE SYS INC
COM
00724F101
10153
146728
SH
SOLE
146728
0
0
AETNA INC NEW
COM
00817Y108
46402
572860
SH
SOLE
572860
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
6425
112773
SH
SOLE
112773
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1558
26052
SH
SOLE
26052
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
1437
38769
SH
SOLE
38769
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
16867
180153
SH
SOLE
180153
0
0
AMERIPRISE FINL INC
COM
03076C106
49788
403525
SH
SOLE
403525
0
0
APARTMENT INVT & MGMT CO
COM
03748R101
1564
49176
SH
SOLE
49176
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY
03938L104
539
39400
SH
SOLE
39400
0
0
IBERBOND 2004
NOTE 4.875%
04010LAG8
12519
12000000
SH
SOLE
12000000
0
0
ASSURANT INC
COM
04621X108
4470
69504
SH
SOLE
69504
0
0
AUTONATION INC
COM
05329W102
1425
28370
SH
SOLE
28370
0
0
AVIVA PLC
ADR
05382A104
1047
61800
SH
SOLE
61800
0
0
BCE INC
COM
05534B760
436
10200
SH
SOLE
10200
0
0
BANCO BILBAO VIZCAYA ARGENTA
ADR
05946K101
1815
151250
SH
SOLE
151250
0
0
BANCO SANTANDER CHILE NEW
ADR
05964H105
2718
286059
SH
SOLE
286059
0
0
BAYTEX ENERGY CORP
COM
07317Q105
296
7800
SH
SOLE
7800
0
0
BIOGEN IDEC INC
COM
09062X103
7465
22564
SH
SOLE
22564
0
0
BLACKROCK INC
COM
09247X101
13775
41965
SH
SOLE
41965
0
0
BROOKFIELD RESIDENTIAL PPTYS
COM
11283W104
272
14400
SH
SOLE
14400
0
0
CBRE GROUP INC
COM
12504L109
5023
168935
SH
SOLE
168935
0
0
CGG
ADR
12531Q105
68
7400
SH
SOLE
7400
0
0
C H ROBINSON WORLDWIDE INC
COM
12541W209
9801
147823
SH
SOLE
147823
0
0
CHICAGO MERCANTILE HLDGS
COM
12572Q105
10660
133322
SH
SOLE
133322
0
0
CRH PLC
ADR
12626K203
452
19800
SH
SOLE
19800
0
0
CA INC
COM
12673P105
18487
661601
SH
SOLE
661601
0
0
CABLEVISION SYS CORP
COM
12686C109
1425
81279
SH
SOLE
81279
0
0
CAMECO CORP
COM
13321L108
166
9400
SH
SOLE
9400
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
5391
81226
SH
SOLE
81226
0
0
CANADIAN PAC RY LTD
COM
13645T100
1328
6400
SH
SOLE
6400
0
0
CAPITAL ONE FINL CORP
COM
14040H105
34602
423930
SH
SOLE
423930
0
0
CARDINAL HEALTH INC
COM
14149Y108
25012
333837
SH
SOLE
333837
0
0
CAREFUSION CORP
COM
14170T101
2272
50153
SH
SOLE
50153
0
0
CARNIVAL PLC
ADR
14365C103
496
12400
SH
SOLE
12400
0
0
CENOVUS ENERGY INC
COM
15135U109
105
3900
SH
SOLE
3900
0
0
CENTERPOINT ENERGY INC
COM
15189T107
2523
103132
SH
SOLE
103132
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.750%
165167BW6
67738
67000000
SH
SOLE
67000000
0
0
CISCO SYS INC
COM
17275R102
28113
1116908
SH
SOLE
1116908
0
0
COMCAST CORP NEW
COM
20030N101
25913
481803
SH
SOLE
481803
0
0
CONOCOPHILLIPS
COM
20825C104
37316
487652
SH
SOLE
487652
0
0
CONSOL ENERGY INC
COM
20854P109
1467
38763
SH
SOLE
38763
0
0
COSTCO WHSL CORP NEW
COM
22160K105
5947
47471
SH
SOLE
47471
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
354
9800
SH
SOLE
9800
0
0
D R HORTON INC
COM
23331A109
2377
115929
SH
SOLE
115929
0
0
DAVITA INC
COM
23918K108
2487
34008
SH
SOLE
34008
0
0
DEVON ENERGY CORP NEW
COM
25179M103
9563
140263
SH
SOLE
140263
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
1154
33592
SH
SOLE
33592
0
0
DISCOVERY COMMUNICATNS NEW
COM
25470F104
1767
46727
SH
SOLE
46727
0
0
DISCOVERY COMMUNICATNS NEW
COM
25470F302
1751
46987
SH
SOLE
46987
0
0
DIRECTV GROUP INC
COM
25490A309
3201
36996
SH
SOLE
36996
0
0
DOMINION RES INC VA NEW
COM
25746U109
5612
81246
SH
SOLE
81246
0
0
DUKE ENERGY CORP
COM
26441C204
13723
183540
SH
SOLE
183540
0
0
ENI S P A
ADR
26874R108
1588
33600
SH
SOLE
33600
0
0
EOG RES INC
COM
26875P101
13084
132153
SH
SOLE
132153
0
0
EQT CORP
COM
26884L109
2555
27906
SH
SOLE
27906
0
0
ENBRIDGE INC
COM
29250N105
359
7500
SH
SOLE
7500
0
0
ENTERGY CORP NEW
COM
29364G103
13180
170446
SH
SOLE
170446
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
7234
117529
SH
SOLE
117529
0
0
ETABLISSEMENTS DELHAIZE FRER
ADR
29759W101
1646
95200
SH
SOLE
95200
0
0
EXELON CORP
COM
30161N101
17576
515550
SH
SOLE
515550
0
0
EXPEDIA INC DEL
COM
30212P303
2263
25847
SH
SOLE
25847
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
33727
477528
SH
SOLE
477528
0
0
EXXON MOBIL CORP
COM
30231G102
56173
597267
SH
SOLE
597267
0
0
FMC TECHNOLOGIES INC
COM
30249U101
2457
45245
SH
SOLE
45245
0
0
FACEBOOK INC
CL A
30303M102
11596
146726
SH
SOLE
146726
0
0
FEDEX CORP
COM
31428X106
20699
128221
SH
SOLE
128221
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
9010
160040
SH
SOLE
160040
0
0
FLOWSERVE CORP
COM
34354P105
1445
20511
SH
SOLE
20511
0
0
FOSSIL INC
COM
34988V106
1913
20375
SH
SOLE
20375
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
14674
449493
SH
SOLE
449493
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
1504
231241
SH
SOLE
231241
0
0
GAMESTOP CORP NEW
COM
36467W109
8793
213437
SH
SOLE
213437
0
0
GENERAL MTRS CO
COM
37045V100
4689
146833
SH
SOLE
146833
0
0
GENWORTH FINL INC
COM
37247D106
2406
183600
SH
SOLE
183600
0
0
GLAXOSMITHKLINE PLC
ADR
37733W105
2629
57200
SH
SOLE
57200
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
7855
42786
SH
SOLE
42786
0
0
GOOGLE INC
COM
38259P508
20158
34263
SH
SOLE
34263
0
0
GOOGLE INC
COM
38259P706
22696
39306
SH
SOLE
39306
0
0
GROUPE CGI INC
SUB VTG
39945C109
230
6800
SH
SOLE
6800
0
0
HCP INC
COM
40414L109
28637
721100
SH
SOLE
721100
0
0
HEALTH CARE REIT INC
COM
42217K106
15297
245267
SH
SOLE
245267
0
0
HESS CORP
COM
42809H107
3217
34091
SH
SOLE
34091
0
0
MARRIOTT INTL INC NEW
COM
44107P104
4145
194576
SH
SOLE
194576
0
0
INTEL CORP
SDCV 2.950%
458140AD2
14699
11500000
SH
SOLE
11500000
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
663
10230
SH
SOLE
10230
0
0
INTERCONTINENTAL HOTELS GROU
ASR
45857P509
2173
56215
SH
SOLE
56215
0
0
INTERCONTINENTALEXCHANGE INC
COM
45866F104
5208
26709
SH
SOLE
26709
0
0
INTUITIVE SURGICAL INC
COM
46120E602
4307
9319
SH
SOLE
9319
0
0
IRELAND BK
ADR
46267Q202
336
21200
SH
SOLE
21200
0
0
J P MORGAN CHASE & CO
COM
46625H100
21416
355553
SH
SOLE
355553
0
0
JAMES HARDIE INDS SE
ADR
47030M106
84
1600
SH
SOLE
1600
0
0
JUNIPER NETWORKS INC
COM
48203R104
16703
754084
SH
SOLE
754084
0
0
KIMCO REALTY CORP
COM
49446R109
2473
112894
SH
SOLE
112894
0
0
KINDER MORGAN INC DEL
COM
49456B101
3735
97433
SH
SOLE
97433
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
12804
226930
SH
SOLE
226930
0
0
LABORATORY CORP AMER HLDGS
COM
50540R409
2810
27612
SH
SOLE
27612
0
0
LUXOTTICA GROUP S P A
ADR
55068R202
1485
28500
SH
SOLE
28500
0
0
M & T BK CORP
COM
55261F104
14417
116946
SH
SOLE
116946
0
0
MACY'S INC
COM
55616P104
30552
525156
SH
SOLE
525156
0
0
MANULIFE FINL CORP
COM
56501R106
682
35400
SH
SOLE
35400
0
0
MARATHON PETE CORP
COM
56585A102
14395
170016
SH
SOLE
170016
0
0
MASTERCARD INC
COM
57636Q104
22638
306286
SH
SOLE
306286
0
0
MCKESSON CORP
COM
58155Q103
72649
373212
SH
SOLE
373212
0
0
MERCK & CO INC
COM
58933Y105
29834
503269
SH
SOLE
503269
0
0
METHANEX CORP
COM
59151K108
527
7900
SH
SOLE
7900
0
0
METLIFE INC
COM
59156R108
13525
251804
SH
SOLE
251804
0
0
MIZUHO FINL GROUP INC
ADR
60687Y109
517
144700
SH
SOLE
144700
0
0
MONSANTO CO NEW
COM
61166W101
13554
120428
SH
SOLE
120428
0
0
MOSAIC CO NEW
COM
61945C103
2521
56866
SH
SOLE
56866
0
0
NTT DOCOMO INC
ADR
62942M201
2239
133700
SH
SOLE
133700
0
0
NAVIENT CORP
COM
63938C108
3683
207945
SH
SOLE
207945
0
0
NETWORK APPLIANCE INC
COM
64110D104
7998
186181
SH
SOLE
186181
0
0
NETFLIX COM INC
COM
64110L106
3802
8426
SH
SOLE
8426
0
0
NEWS CORP NEW
COM
65249B109
15468
946195
SH
SOLE
946195
0
0
NEXTERA ENERGY INC.
COM
65339F101
9764
104000
SH
SOLE
104000
0
0
NISOURCE INC
COM
65473P105
2947
71902
SH
SOLE
71902
0
0
NOMURA HLDGS INC
ADR
65535H208
816
138000
SH
SOLE
138000
0
0
NOVARTIS A G
ADR
66987V109
5874
62400
SH
SOLE
62400
0
0
NVIDIA CORP
COM
67066G104
17335
939504
SH
SOLE
939504
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
23125
153823
SH
SOLE
153823
0
0
ORACLE CORP
COM
68389X105
44680
1167212
SH
SOLE
1167212
0
0
PG&E CORP
COM
69331C108
13810
306558
SH
SOLE
306558
0
0
PPL CORP
COM
69351T106
6714
204410
SH
SOLE
204410
0
0
PENGROWTH ENERGY CORP
COM
70706P104
307
59000
SH
SOLE
59000
0
0
POTASH CORP SASK INC
COM
73755L107
4690
135700
SH
SOLE
135700
0
0
PRAXAIR INC
COM
74005P104
4362
33805
SH
SOLE
33805
0
0
PRICE T ROWE GROUP INC
COM
74144T108
10737
136915
SH
SOLE
136915
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
7253
138257
SH
SOLE
138257
0
0
PROLOGIS INC
COM
74340W103
3709
98240
SH
SOLE
98240
0
0
PROSPECT CAPITAL CORPORATION
NOTE 5.75%
74348TAL6
5132
5000000
SH
SOLE
5000000
0
0
PRUDENTIAL PLC
ADR
74435K204
2229
50100
SH
SOLE
50100
0
0
PUBLIC STORAGE INC
COM
74460D109
14405
86806
SH
SOLE
86806
0
0
QEP RES INC
COM
74733V100
1392
45238
SH
SOLE
45238
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
2291
37741
SH
SOLE
37741
0
0
RANGE RES CORP
COM
75281A109
2168
31953
SH
SOLE
31953
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
3775
10469
SH
SOLE
10469
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
4001
398563
SH
SOLE
398563
0
0
SPDR GOLD TRUST
SHS
78463V107
1162
10000
SH
SOLE
10000
0
0
SALESFORCE COM INC
COM
79466L302
4449
77307
SH
SOLE
77307
0
0
SANDISK CORP
COM
80004C101
4237
43224
SH
SOLE
43224
0
0
SANOFI AVENTIS
ADR
80105N105
3820
67700
SH
SOLE
67700
0
0
SCANA CORP NEW
COM
80589M102
6658
134165
SH
SOLE
134165
0
0
SEALED AIR CORP NEW
COM
81211K100
3789
108589
SH
SOLE
108589
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
766
31300
SH
SOLE
31300
0
0
SHIRE
ADR
82481R106
2098
8100
SH
SOLE
8100
0
0
SMITH & NEPHEW PLC
ADR
83175M205
1928
22900
SH
SOLE
22900
0
0
STANTEC INC
COM
85472N109
111
1700
SH
SOLE
1700
0
0
STATOIL ASA
ADR
85771P102
1277
47000
SH
SOLE
47000
0
0
SUMITOMO MITSUI FINL GROUP I
ADR
86562M209
3871
472100
SH
SOLE
472100
0
0
SYNGENTA AG
ADR
87160A100
2167
34200
SH
SOLE
34200
0
0
TELECOM ITALIA S P A NEW
ADR
87927Y102
261
22800
SH
SOLE
22800
0
0
TELUS CORP
COM NON VTG
87971M103
400
11700
SH
SOLE
11700
0
0
TENARIS S A
ADR
88031M109
1052
23100
SH
SOLE
23100
0
0
TENET HEALTHCARE CORP
COM
88033G407
1634
27514
SH
SOLE
27514
0
0
TERADATA CORP DEL
COM
88076W103
2090
49806
SH
SOLE
49806
0
0
3M CO
COM
88579Y101
17654
124606
SH
SOLE
124606
0
0
TIM HORTONS INC
COM
88706M103
1513
19200
SH
SOLE
19200
0
0
TIME WARNER CABLE INC
COM
88732J207
672
4686
SH
SOLE
4686
0
0
TRANSALTA CORP
COM
89346D107
611
58200
SH
SOLE
58200
0
0
TRANSCANADA CORP
COM
89353D107
500
9700
SH
SOLE
9700
0
0
TWENTY FIRST CENTY FOX INC
COM
90130A101
7167
209051
SH
SOLE
209051
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
41328
479151
SH
SOLE
479151
0
0
UNUMPROVIDENT CORP
COM
91529Y106
2397
69686
SH
SOLE
69686
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
630
4800
SH
SOLE
4800
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
20636
446042
SH
SOLE
446042
0
0
VARIAN MED SYS INC
COM
92220P105
1467
18321
SH
SOLE
18321
0
0
VENTAS INC
COM
92276F100
1471
23743
SH
SOLE
23743
0
0
VEOLIA ENVIRONNEMENT
ADR
92334N103
1588
90500
SH
SOLE
90500
0
0
VERACYTE INC
COM
92337F107
541
55506
SH
SOLE
55506
0
0
VERIZON COMMUNICATIONS
COM
92343V104
41152
823184
SH
SOLE
823184
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
5279
47005
SH
SOLE
47005
0
0
VIACOM INC NEW
COM
92553P201
5202
67576
SH
SOLE
67576
0
0
VISA INC
COM
92826C839
40006
187512
SH
SOLE
187512
0
0
VODAFONE GROUP PLC NEW
ADR
92857W308
2183
66400
SH
SOLE
66400
0
0
WPP PLC NEW
ADR
92937A102
1607
16000
SH
SOLE
16000
0
0
WASTE MGMT INC
COM
94106L109
3670
77196
SH
SOLE
77196
0
0
WELLPOINT INC
COM
94973V107
68835
575462
SH
SOLE
575462
0
0
WINDSTREAM CORP
COM
97382A101
9669
896922
SH
SOLE
896922
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
22718
279532
SH
SOLE
279532
0
0
XCEL ENERGY INC
COM
98389B100
12732
418798
SH
SOLE
418798
0
0
XYLEM INC
COM
98419M100
2238
63050
SH
SOLE
63050
0
0
YAMANA GOLD INC
COM
98462Y100
94
15700
SH
SOLE
15700
0
0
ZIMMER HLDGS INC
COM
98956P102
4214
41904
SH
SOLE
41904
0
0
ZOETIS INC
COM
98978V103
3333
90173
SH
SOLE
90173
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
1471
42200
SH
SOLE
42200
0
0
ACTAVIS PLC
SHS
G0083B108
6980
28919
SH
SOLE
28919
0
0
ALLEGION PUB LTD CO
ORD
G0176J109
2030
42619
SH
SOLE
42619
0
0
AON PLC
COM
G0408V102
17743
202367
SH
SOLE
202367
0
0
ACCENTURE LTD BERMUDA
COM
G1151C101
19001
233642
SH
SOLE
233642
0
0
COVIDIEN PLC
COM
G2554F113
692
7996
SH
SOLE
7996
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
7930
129313
SH
SOLE
129313
0
0
EATON CORP
COM
G29183103
3914
61755
SH
SOLE
61755
0
0
ENSCO PLC
COM
G3157S106
7815
189188
SH
SOLE
189188
0
0
ICON PLC
SHS
G4705A100
699
12200
SH
SOLE
12200
0
0
INGERSOLL-RAND COMPANY LTD
COM
G47791101
8427
149528
SH
SOLE
149528
0
0
INVESCO PLC
ADR
G491BT108
12850
325458
SH
SOLE
325458
0
0
LIBERTY GLOBAL PLC
SHS
G5480U104
264
6200
SH
SOLE
6200
0
0
LIBERTY GLOBAL PLC
SHS
G5480U120
259
6300
SH
SOLE
6300
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
762
8450
SH
SOLE
8450
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
3626
50782
SH
SOLE
50782
0
0
NABORS INDS INC
SHS
G6359F103
1296
57020
SH
SOLE
57020
0
0
NOBLE CORPORATION BAAR
NAMEN -AKT
G65431101
1743
78593
SH
SOLE
78593
0
0
PARAGON OFFSHORE PLC
SHS
G6S01W108
55
9000
SH
SOLE
9000
0
0
SEADRILL LIMITED
SHS
G7945E105
1455
54400
SH
SOLE
54400
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
10186
177837
SH
SOLE
177837
0
0
PENTAIR LTD
SHS
G7S00T104
4086
62432
SH
SOLE
62432
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
585
8800
SH
SOLE
8800
0
0
XL GROUP PLC
SHS
G98290102
20534
618987
SH
SOLE
618987
0
0
ACE LTD
ORD
H0023R105
11508
109757
SH
SOLE
109757
0
0
FOSTER WHEELER AG
SHS
H27178104
389
12300
SH
SOLE
12300
0
0
GARMIN LTD
SHS
H2906T109
8953
172178
SH
SOLE
172178
0
0
TE CONNECTIVITY LTD
COM
H84989104
8440
152637
SH
SOLE
152637
0
0
TRANSOCEAN INC
COM
H8817H100
7501
234601
SH
SOLE
234601
0
0
TYCO INTERNATIONAL LTD
COM
H89128104
5103
114515
SH
SOLE
114515
0
0
UBS AG
SHS
H89231338
2458
141500
SH
SOLE
141500
0
0
CAESARSTONE SDOT-YAM LTD
ORD
M20598104
320
6200
SH
SOLE
6200
0
0
ASML HOLDING N V
SHS
N07059210
2465
24950
SH
SOLE
24950
0
0
LYONDELLBASELL INDUSTRIES N
SHS
N53745100
56365
518683
SH
SOLE
518683
0
0
NIELSEN HOLDINGS N V
COM
N63218106
8136
183654
SH
SOLE
183654
0
0
NXP SEMICONDUCTORS N V
ADR
N6596X109
240
3500
SH
SOLE
3500
0
0
QIAGEN N.V.
ORD
N72482107
656
28800
SH
SOLE
28800
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
3402
39094
SH
SOLE
39094
0
0