0001597858-15-000004.txt : 20150212
0001597858-15-000004.hdr.sgml : 20150212
20150212123803
ACCESSION NUMBER: 0001597858-15-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150212
DATE AS OF CHANGE: 20150212
EFFECTIVENESS DATE: 20150212
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Cantab Capital Partners LLP
CENTRAL INDEX KEY: 0001597858
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16510
FILM NUMBER: 15604451
BUSINESS ADDRESS:
STREET 1: CITY HOUSE
STREET 2: HILLS ROAD
CITY: CAMBRIDGE
STATE: X0
ZIP: CB2 1RE
BUSINESS PHONE: 00441223755755
MAIL ADDRESS:
STREET 1: CITY HOUSE
STREET 2: HILLS ROAD
CITY: CAMBRIDGE
STATE: X0
ZIP: CB2 1RE
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
true
0001597858
XXXXXXXX
12-31-2014
12-31-2014
Cantab Capital Partners LLP
CITY HOUSE
HILLS ROAD
CAMBRIDGE
X0
CB2 1RE
13F HOLDINGS REPORT
028-16510
N
Andrew Radford
Compliance Officer
00441223755777
Andrew Radford
Cambridge
X0
02-11-2015
0
385
492764
false
INFORMATION TABLE
2
form.xml
FORM 13F
ADT CORPORATION (THE) CMN
COM
00101J106
804000
22191
SH
SOLE
0
0
0
22191
AGCO CORP CMN
COM
001084102
1403000
31039
SH
SOLE
0
0
0
31039
AGL RESOURCES INC CMN
COM
001204106
1339000
24567
SH
SOLE
0
0
0
24567
AOL INC. CMN
COM
00184X105
200000
4330
SH
SOLE
0
0
0
4330
AT&T INC CMN
COM
00206R102
2334000
69493
SH
SOLE
0
0
0
69493
ABBOTT LABORATORIES CMN
COM
002824100
2930000
65083
SH
SOLE
0
0
0
65083
ABBVIE INC. CMN
COM
00287Y109
2040000
31167
SH
SOLE
0
0
0
31167
ACTIVISION BLIZZARD INC CMN
COM
00507V109
806000
39994
SH
SOLE
0
0
0
39994
AETNA INC CMN
COM
00817Y108
77000
870
SH
SOLE
0
0
0
870
AKAMAI TECHNOLOGIES INC CMN
COM
00971T101
302000
4798
SH
SOLE
0
0
0
4798
ALASKA AIR GROUP INC(DEL HLDG) CMN
COM
011659109
2466000
41258
SH
SOLE
0
0
0
41258
ALBEMARLE CORP CMN
COM
012653101
1070000
17799
SH
SOLE
0
0
0
17799
ALCOA INC. CMN
COM
013817101
396000
25110
SH
SOLE
0
0
0
25110
ALLEGHANY CORP (DELAWARE) CMN
COM
017175100
1134000
2447
SH
SOLE
0
0
0
2447
ALLIANT ENERGY CORPORATION CMN
COM
018802108
633000
9528
SH
SOLE
0
0
0
9528
ALLIANT TECHSYSTEMS INC CMN
COM
018804104
216000
1861
SH
SOLE
0
0
0
1861
ALLISON TRANSMISSION HLDG INC. CMN
COM
01973R101
277000
8163
SH
SOLE
0
0
0
8163
ALLSTATE CORPORATION COMMON STOCK
COM
020002101
1240000
17652
SH
SOLE
0
0
0
17652
ALTRIA GROUP, INC. CMN
COM
02209S103
3124000
63409
SH
SOLE
0
0
0
63409
AMERCO CMN
COM
023586100
412000
1448
SH
SOLE
0
0
0
1448
AMEREN CORPORATION CMN
COM
023608102
1183000
25653
SH
SOLE
0
0
0
25653
AMERICAN ELECTRIC POWER INC CMN
COM
025537101
2313000
38094
SH
SOLE
0
0
0
38094
AMERICAN FINANCIAL GROUP INC CMN
COM
025932104
752000
12378
SH
SOLE
0
0
0
12378
AMERICAN INTL GROUP, INC. CMN
COM
026874784
1138000
20311
SH
SOLE
0
0
0
20311
AMERICAN WATER WORKS CO, INC. CMN
COM
030420103
957000
17950
SH
SOLE
0
0
0
17950
AMERISOURCEBERGEN CORPORATION CMN
COM
03073E105
293000
3248
SH
SOLE
0
0
0
3248
AMGEN INC. CMN
COM
031162100
2823000
17724
SH
SOLE
0
0
0
17724
ANTHEM, INC. CMN
COM
036752103
1093000
8696
SH
SOLE
0
0
0
8696
APACHE CORP. CMN
COM
037411105
24000
388
SH
SOLE
0
0
0
388
APPLE, INC. CMN
COM
037833100
4064000
36820
SH
SOLE
0
0
0
36820
ARCHER DANIELS MIDLAND CO CMN
COM
039483102
2631000
50588
SH
SOLE
0
0
0
50588
ARES CAPITAL CORPORATION MUTUAL FUND
COM
04010L103
1272000
81490
SH
SOLE
0
0
0
81490
ARROW ELECTRONICS INC. CMN
COM
042735100
1205000
20815
SH
SOLE
0
0
0
20815
ASHLAND INC. CMN
COM
044209104
2799000
23369
SH
SOLE
0
0
0
23369
ASSURANT, INC. CMN
COM
04621X108
828000
12097
SH
SOLE
0
0
0
12097
ATMOS ENERGY CORPORATION CMN
COM
049560105
1883000
33774
SH
SOLE
0
0
0
33774
AUTONATION, INC. CMN
COM
05329W102
16000
269
SH
SOLE
0
0
0
269
AUTOZONE, INC. CMN
COM
053332102
1615000
2608
SH
SOLE
0
0
0
2608
AVERY DENNISON CORPORATION CMN
COM
053611109
378000
7289
SH
SOLE
0
0
0
7289
AVNET INC. CMN
COM
053807103
1316000
30592
SH
SOLE
0
0
0
30592
BOK FINANCIAL CORP (NEW) CMN
COM
05561Q201
524000
8720
SH
SOLE
0
0
0
8720
BABCOCK & WILCOX COMPANY (THE) CMN
COM
05615F102
803000
26511
SH
SOLE
0
0
0
26511
BALL CORPORATION CMN
COM
058498106
1259000
18465
SH
SOLE
0
0
0
18465
BANK OF AMERICA CORP CMN
COM
060505104
68000
3814
SH
SOLE
0
0
0
3814
BARD C R INC N J CMN
COM
067383109
2821000
16932
SH
SOLE
0
0
0
16932
BAXTER INTERNATIONAL INC CMN
COM
071813109
470000
6410
SH
SOLE
0
0
0
6410
BECTON DICKINSON & CO CMN
COM
075887109
1146000
8232
SH
SOLE
0
0
0
8232
BED BATH & BEYOND INC. CMN
COM
075896100
2197000
28841
SH
SOLE
0
0
0
28841
W.R. BERKLEY CORPORATION CMN
COM
084423102
1944000
37930
SH
SOLE
0
0
0
37930
BEST BUY CO INC CMN SERIES
COM
086516101
1669000
42819
SH
SOLE
0
0
0
42819
BIOGEN IDEC INC. CMN
COM
09062X103
9000
26
SH
SOLE
0
0
0
26
H & R BLOCK INC. CMN
COM
093671105
1271000
37742
SH
SOLE
0
0
0
37742
BRISTOL-MYERS SQUIBB COMPANY CMN
COM
110122108
238000
4024
SH
SOLE
0
0
0
4024
BROADCOM CORP CL-A CMN CLASS A
COM
111320107
583000
13454
SH
SOLE
0
0
0
13454
BROADRIDGE FINANCIAL SOLUTIONS IN CMN
COM
11133T103
1665000
36053
SH
SOLE
0
0
0
36053
BROCADE COMMUNICATIONS SYSTEMS*, INC. CMN
COM
111621306
1889000
159522
SH
SOLE
0
0
0
159522
BROOKDALE SENIOR LIVING, INC. CMN
COM
112463104
193000
5270
SH
SOLE
0
0
0
5270
BROWN FORMAN CORP CL B CMN CLASS B
COM
115637209
579000
6594
SH
SOLE
0
0
0
6594
CBOE HOLDINGS, INC. CMN
COM
12503M108
363000
5721
SH
SOLE
0
0
0
5721
CBRE GROUP INC CMN
COM
12504L109
975000
28478
SH
SOLE
0
0
0
28478
CF INDUSTRIES HOLDINGS, INC. CMN
COM
125269100
2557000
9381
SH
SOLE
0
0
0
9381
C.H. ROBINSON WORLDWIDE INC. CMN
COM
12541W209
434000
5794
SH
SOLE
0
0
0
5794
CIT GROUP INC. CMN CLASS
COM
125581801
1751000
36611
SH
SOLE
0
0
0
36611
CME GROUP INC. CMN CLASS A
COM
12572Q105
372000
4192
SH
SOLE
0
0
0
4192
CMS ENERGY CORPORATION CMN
COM
125896100
1499000
43126
SH
SOLE
0
0
0
43126
CSX CORPORATION CMN
COM
126408103
1983000
54747
SH
SOLE
0
0
0
54747
CVR ENERGY, INC. CMN
COM
12662P108
901000
23281
SH
SOLE
0
0
0
23281
CVS HEALTH CORP CMN
COM
126650100
1336000
13867
SH
SOLE
0
0
0
13867
CA, INC. CMN
COM
12673P105
1777000
58354
SH
SOLE
0
0
0
58354
CABLEVISION SYSTEMS CORP CABLEVISION NY GROUP COM
COM
12686C109
1771000
85793
SH
SOLE
0
0
0
85793
CADENCE DESIGN SYSTEMS INC CMN
COM
127387108
1303000
68670
SH
SOLE
0
0
0
68670
CAMPBELL SOUP CO CMN
COM
134429109
227000
5162
SH
SOLE
0
0
0
5162
CAPITAL ONE FINANCIAL CORP CMN
COM
14040H105
2305000
27922
SH
SOLE
0
0
0
27922
CARDINAL HEALTH INC CMN
COM
14149Y108
132000
1630
SH
SOLE
0
0
0
1630
CAREFUSION CORPORATION CMN
COM
14170T101
2165000
36486
SH
SOLE
0
0
0
36486
CARLISLE COS INC CMN
COM
142339100
737000
8163
SH
SOLE
0
0
0
8163
CATERPILLAR INC (DELAWARE) CMN
COM
149123101
1221000
13339
SH
SOLE
0
0
0
13339
CELANESE CORPORATION CMN SERIES A
COM
150870103
2193000
36575
SH
SOLE
0
0
0
36575
CENTURYLINK INC CMN
COM
156700106
2241000
56620
SH
SOLE
0
0
0
56620
CHEVRON CORPORATION CMN
COM
166764100
156000
1394
SH
SOLE
0
0
0
1394
CHUBB CORP CMN
COM
171232101
448000
4330
SH
SOLE
0
0
0
4330
CINCINNATI FINANCIAL CRP CMN
COM
172062101
345000
6647
SH
SOLE
0
0
0
6647
CISCO SYSTEMS, INC. CMN
COM
17275R102
3621000
130176
SH
SOLE
0
0
0
130176
CINTAS CORPORATION CMN
COM
172908105
3135000
39972
SH
SOLE
0
0
0
39972
CITIGROUP INC. CMN
COM
172967424
771000
14253
SH
SOLE
0
0
0
14253
CITRIX SYSTEMS INC CMN
COM
177376100
34000
538
SH
SOLE
0
0
0
538
CLOROX CO (THE) (DELAWARE) CMN
COM
189054109
629000
6038
SH
SOLE
0
0
0
6038
COCA-COLA ENTERPRISES, INC. CMN
COM
19122T109
468000
10582
SH
SOLE
0
0
0
10582
COGNIZANT TECHNOLOGY SOLUTIONS CORP CLASS A
COM
192446102
1355000
25729
SH
SOLE
0
0
0
25729
COMCAST CORPORATION CMN CLASS A VOTING
COM
20030N101
717000
12354
SH
SOLE
0
0
0
12354
COMERICA INCORPORATED CMN
COM
200340107
340000
7267
SH
SOLE
0
0
0
7267
COMMUNITY HEALTH SYS INC CMN
COM
203668108
679000
12586
SH
SOLE
0
0
0
12586
COMPUTER SCIENCES CORP CMN
COM
205363104
3116000
49428
SH
SOLE
0
0
0
49428
CONAGRA INC CMN
COM
205887102
407000
11217
SH
SOLE
0
0
0
11217
CONOCOPHILLIPS CMN
COM
20825C104
959000
13888
SH
SOLE
0
0
0
13888
CONSOLIDATED EDISON INC CMN
COM
209115104
2080000
31508
SH
SOLE
0
0
0
31508
CONSTELLATION BRANDS INC CMN CLASS A
COM
21036P108
2111000
21506
SH
SOLE
0
0
0
21506
CORNING INCORPORATED CMN
COM
219350105
2298000
100205
SH
SOLE
0
0
0
100205
COSTCO WHOLESALE CORPORATION CMN
COM
22160K105
760000
5361
SH
SOLE
0
0
0
5361
COVANCE INC CMN
COM
222816100
2174000
20938
SH
SOLE
0
0
0
20938
CROWN HOLDINGS INC CMN
COM
228368106
284000
5586
SH
SOLE
0
0
0
5586
CULLEN FROST BANKERS INC CMN
COM
229899109
185000
2624
SH
SOLE
0
0
0
2624
DST SYSTEM INC COMMON STOCK
COM
233326107
4587000
48718
SH
SOLE
0
0
0
48718
DTE ENERGY COMPANY CMN
COM
233331107
1870000
21656
SH
SOLE
0
0
0
21656
DSW INC. CMN CLASS A
COM
23334L102
1014000
27185
SH
SOLE
0
0
0
27185
DANAHER CORPORATION CMN
COM
235851102
359000
4183
SH
SOLE
0
0
0
4183
DAVITA HEALTHCARE PARTNERS INC CMN
COM
23918K108
2064000
27249
SH
SOLE
0
0
0
27249
DEERE & COMPANY CMN
COM
244199105
1285000
14528
SH
SOLE
0
0
0
14528
DELTA AIR LINES, INC. CMN
COM
247361702
1617000
32876
SH
SOLE
0
0
0
32876
DENTSPLY INTL INC CMN
COM
249030107
418000
7839
SH
SOLE
0
0
0
7839
DIAMOND OFFSHORE DRILLING, INC CMN
COM
25271C102
336000
9142
SH
SOLE
0
0
0
9142
DILLARDS INC CL-A CMN CLASS A
COM
254067101
1938000
15481
SH
SOLE
0
0
0
15481
DISCOVER FINANCIAL SERVICES CMN
COM
254709108
932000
14233
SH
SOLE
0
0
0
14233
DISCOVERY COMMUNICATIONS, INC. CMN SERIES A
COM
25470F104
35000
1023
SH
SOLE
0
0
0
1023
DIRECTV CMN
COM
25490A309
2843000
32786
SH
SOLE
0
0
0
32786
DOLLAR TREE INC. CMN
COM
256746108
1488000
21140
SH
SOLE
0
0
0
21140
DOMINO'S PIZZA, INC. CMN
COM
25754A201
1113000
11818
SH
SOLE
0
0
0
11818
DOVER CORPORATION CMN
COM
260003108
439000
6121
SH
SOLE
0
0
0
6121
DOW CHEMICAL CO CMN
COM
260543103
1049000
23004
SH
SOLE
0
0
0
23004
DR PEPPER SNAPPLE GROUP, INC. CMN
COM
26138E109
2357000
32879
SH
SOLE
0
0
0
32879
E.I. DU PONT DE NEMOURS AND CO CMN
COM
263534109
566000
7650
SH
SOLE
0
0
0
7650
DUKE ENERGY CORPORATION CMN
COM
26441C204
1280000
15324
SH
SOLE
0
0
0
15324
DUN & BRADSTREET CORP DEL NEW CMN
COM
26483E100
1819000
15040
SH
SOLE
0
0
0
15040
EMC CORPORATION MASS CMN
COM
268648102
1707000
57403
SH
SOLE
0
0
0
57403
EASTMAN CHEM CO CMN
COM
277432100
1467000
19343
SH
SOLE
0
0
0
19343
EBAY INC. CMN
COM
278642103
808000
14392
SH
SOLE
0
0
0
14392
EDISON INTERNATIONAL CMN
COM
281020107
1852000
28279
SH
SOLE
0
0
0
28279
EDWARDS LIFESCIENCES CORP CMN
COM
28176E108
2522000
19796
SH
SOLE
0
0
0
19796
ENERGIZER HOLDINGS, INC. CMN
COM
29266R108
1524000
11856
SH
SOLE
0
0
0
11856
ENTERGY CORPORATION CMN
COM
29364G103
4103000
46906
SH
SOLE
0
0
0
46906
EQUIFAX INC CMN
COM
294429105
147000
1815
SH
SOLE
0
0
0
1815
ERIE INDEMNITY COMPANY CL-A CMN CLASS A
COM
29530P102
121000
1335
SH
SOLE
0
0
0
1335
EXELON CORPORATION CMN
COM
30161N101
3032000
81764
SH
SOLE
0
0
0
81764
EXPEDITORS INTL WASH INC CMN
COM
302130109
115000
2573
SH
SOLE
0
0
0
2573
EXPRESS SCRIPTS HOLDINGS CMN
COM
30219G108
317000
3739
SH
SOLE
0
0
0
3739
FACTSET RESEARCH SYSTEMS INC CMN
COM
303075105
977000
6944
SH
SOLE
0
0
0
6944
FEDEX CORP CMN
COM
31428X106
1663000
9577
SH
SOLE
0
0
0
9577
F5 NETWORKS INC CMN
COM
315616102
1286000
9859
SH
SOLE
0
0
0
9859
FIFTH THIRD BANCORP CMN
COM
316773100
359000
17630
SH
SOLE
0
0
0
17630
FISERV INC CMN
COM
337738108
447000
6293
SH
SOLE
0
0
0
6293
FLUOR CORPORATION CMN
COM
343412102
885000
14601
SH
SOLE
0
0
0
14601
FOOT LOCKER, INC. CMN
COM
344849104
2313000
41178
SH
SOLE
0
0
0
41178
FORD MOTOR COMPANY CMN
COM
345370860
586000
37817
SH
SOLE
0
0
0
37817
FREEPORT-MCMORAN INC CMN
COM
35671D857
69000
2963
SH
SOLE
0
0
0
2963
FRONTIER COMMUNICATIONS CORPORATION CMN
COM
35906A108
1888000
282995
SH
SOLE
0
0
0
282995
GAMESTOP CORP CMN CLASS A
COM
36467W109
1418000
41950
SH
SOLE
0
0
0
41950
GAP INC CMN
COM
364760108
699000
16609
SH
SOLE
0
0
0
16609
GARTNER, INC. CMN
COM
366651107
20000
237
SH
SOLE
0
0
0
237
GENERAL DYNAMICS CORP. CMN
COM
369550108
3221000
23403
SH
SOLE
0
0
0
23403
GENERAL MILLS INC CMN
COM
370334104
445000
8343
SH
SOLE
0
0
0
8343
GENERAL MOTORS COMPANY CMN
COM
37045V100
329000
9420
SH
SOLE
0
0
0
9420
GENTEX CORP CMN
COM
371901109
142000
3939
SH
SOLE
0
0
0
3939
GENUINE PARTS CO. CMN
COM
372460105
375000
3518
SH
SOLE
0
0
0
3518
GLOBAL PMTS INC CMN
COM
37940X102
582000
7214
SH
SOLE
0
0
0
7214
GOOGLE INC. CMN CLASS A
COM
38259P508
1365000
2573
SH
SOLE
0
0
0
2573
GREAT PLAINS ENERGY INC. CMN
COM
391164100
2283000
80369
SH
SOLE
0
0
0
80369
HCA HOLDINGS, INC. CMN
COM
40412C101
3029000
41272
SH
SOLE
0
0
0
41272
HCC INSURANCE HOLDINGS INC CMN
COM
404132102
1786000
33377
SH
SOLE
0
0
0
33377
HANESBRANDS INC. CMN
COM
410345102
256000
2296
SH
SOLE
0
0
0
2296
HARRIS CORP CMN
COM
413875105
1720000
23950
SH
SOLE
0
0
0
23950
HASBRO, INC. CMN
COM
418056107
88000
1595
SH
SOLE
0
0
0
1595
HELMERICH & PAYNE INC. CMN
COM
423452101
132000
1955
SH
SOLE
0
0
0
1955
JACK HENRY & ASSOC INC CMN
COM
426281101
1409000
22670
SH
SOLE
0
0
0
22670
HESS CORPORATION CMN
COM
42809H107
1557000
21096
SH
SOLE
0
0
0
21096
HEWLETT-PACKARD CO. CMN
COM
428236103
3050000
76000
SH
SOLE
0
0
0
76000
THE HOME DEPOT, INC. CMN
COM
437076102
640000
6099
SH
SOLE
0
0
0
6099
HORMEL FOODS CORP CMN
COM
440452100
1266000
24294
SH
SOLE
0
0
0
24294
HOSPIRA, INC. CMN
COM
441060100
176000
2872
SH
SOLE
0
0
0
2872
HUMANA INC. CMN
COM
444859102
2338000
16281
SH
SOLE
0
0
0
16281
HUNTINGTON BANCSHARES INCORPOR*ATED CMN
COM
446150104
783000
74477
SH
SOLE
0
0
0
74477
HUNTINGTON INGALLS INDUSTRIES, INC.
COM
446413106
589000
5235
SH
SOLE
0
0
0
5235
IAC/INTERACTIVECORP CMN
COM
44919P508
277000
4557
SH
SOLE
0
0
0
4557
IPG PHOTONICS CORP CMN
COM
44980X109
114000
1526
SH
SOLE
0
0
0
1526
ILLINOIS TOOL WORKS CMN
COM
452308109
698000
7369
SH
SOLE
0
0
0
7369
INGRAM MICRO INC. CLASS A COMMON STOCK
COM
457153104
1937000
70088
SH
SOLE
0
0
0
70088
INGREDION INC CMN
COM
457187102
3640000
42910
SH
SOLE
0
0
0
42910
INTEL CORPORATION CMN
COM
458140100
3770000
103896
SH
SOLE
0
0
0
103896
INTEGRYS ENERGY GROUP, INC. CMN
COM
45822P105
1932000
24815
SH
SOLE
0
0
0
24815
INTL BUSINESS MACHINES CORP CMN
COM
459200101
1044000
6504
SH
SOLE
0
0
0
6504
INTL.FLAVORS & FRAGRANCE CMN
COM
459506101
228000
2247
SH
SOLE
0
0
0
2247
INTERNATIONAL PAPER CO. CMN
COM
460146103
684000
12765
SH
SOLE
0
0
0
12765
INTUIT INC CMN
COM
461202103
1098000
11909
SH
SOLE
0
0
0
11909
INTUITIVE SURGICAL, INC. CMN
COM
46120E602
1383000
2615
SH
SOLE
0
0
0
2615
JPMORGAN CHASE & CO CMN
COM
46625H100
1421000
22707
SH
SOLE
0
0
0
22707
JABIL CIRCUIT INC CMN
COM
466313103
2661000
121879
SH
SOLE
0
0
0
121879
JACOBS ENGINEERING GRP CMN
COM
469814107
28000
628
SH
SOLE
0
0
0
628
JOHNSON & JOHNSON CMN
COM
478160104
4535000
43366
SH
SOLE
0
0
0
43366
JONES LANG LASALLE INC CMN
COM
48020Q107
2052000
13686
SH
SOLE
0
0
0
13686
KBR, INC. CMN
COM
48242W106
523000
30831
SH
SOLE
0
0
0
30831
KLA-TENCOR CORPORATION CMN
COM
482480100
773000
10987
SH
SOLE
0
0
0
10987
KELLOGG COMPANY CMN
COM
487836108
1732000
26464
SH
SOLE
0
0
0
26464
KEURIG GREEN MTN INC CMN
COM
49271M100
64000
482
SH
SOLE
0
0
0
482
KEYCORP CMN
COM
493267108
603000
43408
SH
SOLE
0
0
0
43408
KIMBERLY CLARK CORP CMN
COM
494368103
642000
5556
SH
SOLE
0
0
0
5556
KOHL'S CORP (WISCONSIN) CMN
COM
500255104
2966000
48596
SH
SOLE
0
0
0
48596
KRAFT FOODS GROUP, INC. CMN
COM
50076Q106
1564000
24962
SH
SOLE
0
0
0
24962
KROGER COMPANY CMN
COM
501044101
3679000
57291
SH
SOLE
0
0
0
57291
L BRANDS, INC. CMN
COM
501797104
1613000
18637
SH
SOLE
0
0
0
18637
L-3 COMMUNICATIONS HLDGS INC CMN
COM
502424104
1232000
9764
SH
SOLE
0
0
0
9764
LABORATORY CORPORATION OF AMER*ICA HOLDINGS CMN
COM
50540R409
3172000
29402
SH
SOLE
0
0
0
29402
LAM RESEARCH CORP CMN
COM
512807108
2009000
25319
SH
SOLE
0
0
0
25319
LEAR CORPORATION CMN
COM
521865204
1730000
17636
SH
SOLE
0
0
0
17636
LEGGETT & PLATT INC CMN
COM
524660107
1271000
29832
SH
SOLE
0
0
0
29832
LENNAR CORPORATION CMN CLASS A
COM
526057104
511000
11393
SH
SOLE
0
0
0
11393
ELI LILLY & CO CMN
COM
532457108
6461000
93654
SH
SOLE
0
0
0
93654
LINCOLN ELECTRIC HOLDINGS INC CMN
COM
533900106
445000
6440
SH
SOLE
0
0
0
6440
LOCKHEED MARTIN CORPORATION CMN
COM
539830109
2467000
12813
SH
SOLE
0
0
0
12813
LORILLARD, INC. CMN
COM
544147101
2437000
38715
SH
SOLE
0
0
0
38715
LOWES COMPANIES INC CMN
COM
548661107
1598000
23221
SH
SOLE
0
0
0
23221
M&T BANK CORPORATION CMN
COM
55261F104
92000
729
SH
SOLE
0
0
0
729
MACY'S INC. CMN
COM
55616P104
964000
14662
SH
SOLE
0
0
0
14662
MANPOWER GROUP CMN
COM
56418H100
780000
11438
SH
SOLE
0
0
0
11438
MARATHON OIL CORPORATION CMN
COM
565849106
100000
3527
SH
SOLE
0
0
0
3527
MARRIOTT INTERNATIONAL, INC. CMN CLASS A
COM
571903202
1050000
13450
SH
SOLE
0
0
0
13450
MATTEL, INC. CMN
COM
577081102
74000
2376
SH
SOLE
0
0
0
2376
MCGRAW-HILL COMPANIES INC CMN
COM
580645109
825000
9272
SH
SOLE
0
0
0
9272
MEAD JOHNSON NUTRITION COMPANY CMN
COM
582839106
212000
2113
SH
SOLE
0
0
0
2113
MEADWESTVACO CORP CMN
COM
583334107
1480000
33335
SH
SOLE
0
0
0
33335
MEDIVATION INC. CMN
COM
58501N101
332000
3330
SH
SOLE
0
0
0
3330
MEDNAX INC CMN
COM
58502B106
1729000
26156
SH
SOLE
0
0
0
26156
MEDTRONIC INC CMN
COM
585055106
2126000
29449
SH
SOLE
0
0
0
29449
MERCK & CO., INC. CMN
COM
58933Y105
2192000
38607
SH
SOLE
0
0
0
38607
MICROSOFT CORPORATION CMN
COM
594918104
4739000
102018
SH
SOLE
0
0
0
102018
MICRON TECHNOLOGY, INC. CMN
COM
595112103
1431000
40880
SH
SOLE
0
0
0
40880
MOLSON COORS BREWING CO CMN CLASS B
COM
60871R209
189000
2540
SH
SOLE
0
0
0
2540
MONDELEZ INTERNATIONAL, INC. CMN
COM
609207105
674000
18541
SH
SOLE
0
0
0
18541
MONSTER BEVERAGE CORP CMN
COM
611740101
518000
4784
SH
SOLE
0
0
0
4784
MOODYS CORP CMN
COM
615369105
463000
4828
SH
SOLE
0
0
0
4828
THE MOSAIC COMPANY CMN
COM
61945C103
156000
3409
SH
SOLE
0
0
0
3409
MOTOROLA SOLUTIONS INC CMN
COM
620076307
72000
1077
SH
SOLE
0
0
0
1077
MURPHY OIL CORPORATION CMN
COM
626717102
400000
7922
SH
SOLE
0
0
0
7922
MYLAN INC CMN
COM
628530107
1315000
23329
SH
SOLE
0
0
0
23329
NCR CORPORATION CMN
COM
62886E108
117000
4009
SH
SOLE
0
0
0
4009
NRG ENERGY, INC. CMN
COM
629377508
251000
9326
SH
SOLE
0
0
0
9326
N V R INC CMN
COM
62944T105
1260000
988
SH
SOLE
0
0
0
988
NATIONAL FUEL GAS CO CMN
COM
636180101
244000
3508
SH
SOLE
0
0
0
3508
NETAPP, INC. CMN
COM
64110D104
1535000
37037
SH
SOLE
0
0
0
37037
NEWELL RUBBERMAID INC CMN
COM
651229106
123000
3226
SH
SOLE
0
0
0
3226
NEWMARKET CORP CMN
COM
651587107
182000
452
SH
SOLE
0
0
0
452
NEWMONT MINING CORPORATION CMN
COM
651639106
972000
51447
SH
SOLE
0
0
0
51447
NEXTERA ENERGY, INC. CMN
COM
65339F101
521000
4898
SH
SOLE
0
0
0
4898
NIKE CLASS-B CMN CLASS B
COM
654106103
1052000
10939
SH
SOLE
0
0
0
10939
NISOURCE INC CMN
COM
65473P105
179000
4219
SH
SOLE
0
0
0
4219
NORDSTROM INC CMN
COM
655664100
1391000
17515
SH
SOLE
0
0
0
17515
NORFOLK SOUTHERN CORPORATION CMN
COM
655844108
751000
6851
SH
SOLE
0
0
0
6851
NORTHEAST UTILITIES CMN
COM
664397106
978000
18282
SH
SOLE
0
0
0
18282
NORTHROP GRUMMAN CORP CMN
COM
666807102
1606000
10899
SH
SOLE
0
0
0
10899
NVIDIA CORP CMN
COM
67066G104
2004000
99965
SH
SOLE
0
0
0
99965
O'REILLY AUTOMOTIVE INC CMN
COM
67103H107
228000
1183
SH
SOLE
0
0
0
1183
OIL STS INTL INC CMN
COM
678026105
828000
16936
SH
SOLE
0
0
0
16936
OLD DOMINION FGHT LINES INC CMN
COM
679580100
893000
11496
SH
SOLE
0
0
0
11496
OLD REPUBLIC INTL CORP CMN
COM
680223104
63000
4306
SH
SOLE
0
0
0
4306
ORACLE CORPORATION CMN
COM
68389X105
2036000
45269
SH
SOLE
0
0
0
45269
P G & E CORPORATION CMN
COM
69331C108
2257000
42390
SH
SOLE
0
0
0
42390
PNC FINANCIAL SERVICES GROUP CMN
COM
693475105
1280000
14027
SH
SOLE
0
0
0
14027
PPG INDUSTRIES, INC. CMN
COM
693506107
185000
801
SH
SOLE
0
0
0
801
PPL CORPORATION CMN
COM
69351T106
1089000
29973
SH
SOLE
0
0
0
29973
PACCAR INC CMN
COM
693718108
1406000
20668
SH
SOLE
0
0
0
20668
PARKER-HANNIFIN CORP. CMN
COM
701094104
68000
528
SH
SOLE
0
0
0
528
PATTERSON COMPANIES INC CMN
COM
703395103
2111000
43892
SH
SOLE
0
0
0
43892
PAYCHEX, INC. CMN
COM
704326107
169000
3656
SH
SOLE
0
0
0
3656
PEPCO HOLDINGS INC CMN
COM
713291102
2569000
95378
SH
SOLE
0
0
0
95378
PEPSICO INC CMN
COM
713448108
1970000
20836
SH
SOLE
0
0
0
20836
PETSMART, INC. CMN
COM
716768106
2600000
31985
SH
SOLE
0
0
0
31985
PFIZER INC. CMN
COM
717081103
3533000
113423
SH
SOLE
0
0
0
113423
PHILIP MORRIS INTL INC CMN
COM
718172109
1760000
21612
SH
SOLE
0
0
0
21612
PINNACLE WEST CAPITAL CORP CMN
COM
723484101
2772000
40587
SH
SOLE
0
0
0
40587
PITNEY-BOWES INC CMN
COM
724479100
109000
4456
SH
SOLE
0
0
0
4456
PROGRESSIVE CORPORATION (THE) CMN
COM
743315103
1372000
50830
SH
SOLE
0
0
0
50830
PROTECTIVE LIFE CORP CMN
COM
743674103
1430000
20536
SH
SOLE
0
0
0
20536
PUBLIC-SVC ENTERPRISE GROUP HOLDING CO
COM
744573106
2853000
68904
SH
SOLE
0
0
0
68904
PULTEGROUP INC. CMN
COM
745867101
1073000
50012
SH
SOLE
0
0
0
50012
QUALCOMM INC CMN
COM
747525103
585000
7872
SH
SOLE
0
0
0
7872
QUANTA SERVICES INC CMN
COM
74762E102
706000
24870
SH
SOLE
0
0
0
24870
QUEST DIAGNOSTICS INCORPORATED CMN
COM
74834L100
3283000
48957
SH
SOLE
0
0
0
48957
QUINTILES TRANSNATIONAL HOLDINGS INC. CMN
COM
74876Y101
2538000
43119
SH
SOLE
0
0
0
43119
RPM INTERNATIONAL INC CMN
COM
749685103
37000
737
SH
SOLE
0
0
0
737
RACKSPACE HOSTING, INC. CMN
COM
750086100
306000
6540
SH
SOLE
0
0
0
6540
RALPH LAUREN CORP CMN CLASS A
COM
751212101
1181000
6376
SH
SOLE
0
0
0
6376
RAYTHEON CO CMN
COM
755111507
1575000
14561
SH
SOLE
0
0
0
14561
REGIONS FINANCIAL CORPORATION CMN
COM
7591EP100
682000
64537
SH
SOLE
0
0
0
64537
REINSURANCE GROUP AMER INC CMN
COM
759351604
791000
9031
SH
SOLE
0
0
0
9031
REPUBLIC SERVICES INC CMN
COM
760759100
2101000
52199
SH
SOLE
0
0
0
52199
RESMED INC. CMN
COM
761152107
1481000
26417
SH
SOLE
0
0
0
26417
REYNOLDS AMERICAN INC. CMN
COM
761713106
3432000
53401
SH
SOLE
0
0
0
53401
ROBERT HALF INTL INC CMN
COM
770323103
336000
5752
SH
SOLE
0
0
0
5752
ROCK-TENN CO. CL. A CMN CLASS A
COM
772739207
1768000
28994
SH
SOLE
0
0
0
28994
ROCKWELL COLLINS, INC. CMN
COM
774341101
711000
8416
SH
SOLE
0
0
0
8416
ROSS STORES,INC CMN
COM
778296103
887000
9406
SH
SOLE
0
0
0
9406
RYDER SYSTEM INC CMN
COM
783549108
1059000
11406
SH
SOLE
0
0
0
11406
SLM CORPORATION CMN
COM
78442P106
1319000
129448
SH
SOLE
0
0
0
129448
SALLY BEAUTY HOLDINGS, INC. CMN
COM
79546E104
382000
12423
SH
SOLE
0
0
0
12423
SANDISK CORP CMN
COM
80004C101
1664000
16979
SH
SOLE
0
0
0
16979
SCANA CORP CMN
COM
80589M102
1944000
32185
SH
SOLE
0
0
0
32185
HENRY SCHEIN INC COMMON STOCK
COM
806407102
523000
3843
SH
SOLE
0
0
0
3843
SERVICE CORP INTERNATL CMN
COM
817565104
19000
851
SH
SOLE
0
0
0
851
SIGMA-ALDRICH CORPORATION CMN
COM
826552101
1096000
7981
SH
SOLE
0
0
0
7981
SIRONA DENTAL SYSTEMS, INC. CMN
COM
82966C103
35000
401
SH
SOLE
0
0
0
401
SKYWORKS SOLUTIONS INC CMN
COM
83088M102
860000
11831
SH
SOLE
0
0
0
11831
J.M. SMUCKER CO. CMN
COM
832696405
733000
7258
SH
SOLE
0
0
0
7258
SNAP-ON INC CMN
COM
833034101
1338000
9782
SH
SOLE
0
0
0
9782
THE SOUTHERN CO. CMN
COM
842587107
899000
18313
SH
SOLE
0
0
0
18313
SOUTHWEST AIRLINES CO CMN
COM
844741108
2141000
50593
SH
SOLE
0
0
0
50593
SPIRIT AEROSYSTEMS HOLDINGS INC CMN
COM
848574109
602000
13976
SH
SOLE
0
0
0
13976
STAPLES, INC. CMN
COM
855030102
1595000
88003
SH
SOLE
0
0
0
88003
SUNTRUST BANKS INC $1.00 PAR CMN
COM
867914103
589000
14055
SH
SOLE
0
0
0
14055
SYMANTEC CORP CMN
COM
871503108
2730000
106417
SH
SOLE
0
0
0
106417
SYNOPSYS INC CMN
COM
871607107
915000
21055
SH
SOLE
0
0
0
21055
SYNOVUS FINANCIAL CORP CMN
COM
87161C501
143000
5267
SH
SOLE
0
0
0
5267
SYSCO CORPORATION CMN
COM
871829107
518000
13053
SH
SOLE
0
0
0
13053
TECO ENERGY INC. CMN
COM
872375100
2517000
122857
SH
SOLE
0
0
0
122857
TJX COMPANIES INC (NEW) CMN
COM
872540109
127000
1858
SH
SOLE
0
0
0
1858
TRW AUTOMOTIVE HOLDINGS CORP. CMN
COM
87264S106
2897000
28172
SH
SOLE
0
0
0
28172
TARGET CORPORATION CMN
COM
87612E106
2303000
30341
SH
SOLE
0
0
0
30341
TELEFLEX INC. CMN
COM
879369106
87000
754
SH
SOLE
0
0
0
754
TERADATA CORPORATION CMN
COM
88076W103
776000
17772
SH
SOLE
0
0
0
17772
TESORO CORPORATION CMN
COM
881609101
1283000
17251
SH
SOLE
0
0
0
17251
TEXAS INSTRUMENTS INC. CMN
COM
882508104
1061000
19842
SH
SOLE
0
0
0
19842
TEXTRON INC.DEL. CMN
COM
883203101
250000
5926
SH
SOLE
0
0
0
5926
3M COMPANY CMN
COM
88579Y101
1006000
6125
SH
SOLE
0
0
0
6125
TIME WARNER INC. CMN
COM
887317303
1487000
17409
SH
SOLE
0
0
0
17409
TIMKEN CO CMN
COM
887389104
1477000
34608
SH
SOLE
0
0
0
34608
TORO CO (DELAWARE) CMN
COM
891092108
1000
6
SH
SOLE
0
0
0
6
TOTAL SYS SVC INC. CMN
COM
891906109
1009000
29718
SH
SOLE
0
0
0
29718
THE TRAVELERS COMPANIES, INC CMN
COM
89417E109
2132000
20141
SH
SOLE
0
0
0
20141
TRINITY INDUSTRIES INC (DEL) CMN
COM
896522109
1137000
40594
SH
SOLE
0
0
0
40594
TRIUMPH GROUP INC CMN
COM
896818101
13000
199
SH
SOLE
0
0
0
199
TYSON FOODS INC CL-A CMN CLASS A
COM
902494103
1948000
48602
SH
SOLE
0
0
0
48602
UGI CORPORATION (HOLDING CO) CMN
COM
902681105
2830000
74526
SH
SOLE
0
0
0
74526
ULTA SALON COSMETICS & FRAGRAN*CE INC. CMN
COM
90384S303
137000
1068
SH
SOLE
0
0
0
1068
UNION PACIFIC CORP. CMN
COM
907818108
1264000
10607
SH
SOLE
0
0
0
10607
UNITED CONTINENTAL HOLDING INC CMN
COM
910047109
296000
4425
SH
SOLE
0
0
0
4425
UNITED RENTALS, INC. CMN
COM
911363109
734000
7200
SH
SOLE
0
0
0
7200
UNITED STATES STEEL CORP CMN
COM
912909108
214000
8008
SH
SOLE
0
0
0
8008
UNITED THERAPEUTICS CORP CMN
COM
91307C102
2595000
20044
SH
SOLE
0
0
0
20044
UNITEDHEALTH GROUP INCORPORATE*D CMN
COM
91324P102
3271000
32362
SH
SOLE
0
0
0
32362
UNIVERSAL HEALTH SVC CL B CMN CLASS B
COM
913903100
2206000
19829
SH
SOLE
0
0
0
19829
UNUM GROUP CMN
COM
91529Y106
84000
2415
SH
SOLE
0
0
0
2415
URBAN OUTFITTERS INC CMN
COM
917047102
308000
8779
SH
SOLE
0
0
0
8779
VALERO ENERGY CORPORATION CMN
COM
91913Y100
322000
6503
SH
SOLE
0
0
0
6503
VALMONT INDUSTRIES INC CMN
COM
920253101
1699000
13378
SH
SOLE
0
0
0
13378
VARIAN MEDICAL SYSTEMS INC CMN
COM
92220P105
1228000
14195
SH
SOLE
0
0
0
14195
VERISIGN INC CMN
COM
92343E102
2590000
45441
SH
SOLE
0
0
0
45441
VERIZON COMMUNICATIONS INC. CMN
COM
92343V104
2293000
49018
SH
SOLE
0
0
0
49018
VISTEON CORPORATION CMN
COM
92839U206
3309000
30969
SH
SOLE
0
0
0
30969
VMWARE INC. CMN CLASS A
COM
928563402
432000
5239
SH
SOLE
0
0
0
5239
VOYA FINANCIAL INC CMN
COM
929089100
1204000
28398
SH
SOLE
0
0
0
28398
WAL MART STORES INC CMN
COM
931142103
1388000
16162
SH
SOLE
0
0
0
16162
WASTE CONNECTIONS INC CMN
COM
941053100
440000
9993
SH
SOLE
0
0
0
9993
WATERS CORPORATION COMMON STOCK
COM
941848103
486000
4311
SH
SOLE
0
0
0
4311
WELLS FARGO & CO (NEW) CMN
COM
949746101
1105000
20162
SH
SOLE
0
0
0
20162
WESTAR ENERGY, INC. CMN
COM
95709T100
2729000
66183
SH
SOLE
0
0
0
66183
WESTERN DIGITAL CORPORATION CMN
COM
958102105
2241000
20246
SH
SOLE
0
0
0
20246
WESTERN UNION COMPANY (THE) CMN
COM
959802109
1646000
91914
SH
SOLE
0
0
0
91914
WESTLAKE CHEMICAL CORPORATION CMN
COM
960413102
1040000
17028
SH
SOLE
0
0
0
17028
WHIRLPOOL CORP. CMN
COM
963320106
1600000
8257
SH
SOLE
0
0
0
8257
WILLIAMS-SONOMA, INC. CMN
COM
969904101
449000
5936
SH
SOLE
0
0
0
5936
WISCONSIN ENERGY CORP(HLDG CO) CMN
COM
976657106
1153000
21858
SH
SOLE
0
0
0
21858
XCEL ENERGY INC CMN
COM
98389B100
2761000
76854
SH
SOLE
0
0
0
76854
XEROX CORPORATION CMN
COM
984121103
1782000
128599
SH
SOLE
0
0
0
128599
ZOETIS INC. CMN CLASS A
COM
98978V103
1298000
30175
SH
SOLE
0
0
0
30175
AMDOCS LIMITED ORDINARY SHARES
COM
G02602103
4119000
88281
SH
SOLE
0
0
0
88281
ARCH CAPITAL GROUP LTD. CMN
COM
G0450A105
1607000
27196
SH
SOLE
0
0
0
27196
ASSURED GUARANTY LTD. CMN
COM
G0585R106
97000
3725
SH
SOLE
0
0
0
3725
AXIS CAPITAL HOLDINGS, LTD. CMN
COM
G0692U109
3010000
58912
SH
SOLE
0
0
0
58912
ACCENTURE PLC CMN
COM
G1151C101
519000
5813
SH
SOLE
0
0
0
5813
BUNGE LIMITED. ORD CMN
COM
G16962105
2203000
24233
SH
SOLE
0
0
0
24233
COVIDIEN PUBLIC LIMITED COMPAN*Y CMN
COM
G2554F113
919000
8983
SH
SOLE
0
0
0
8983
DELPHI AUTOMOTIVE PLC CMN
COM
G27823106
416000
5714
SH
SOLE
0
0
0
5714
EVEREST RE GROUP LTD CMN
COM
G3223R108
2269000
13322
SH
SOLE
0
0
0
13322
GENPACT LIMITED CMN
COM
G3922B107
992000
52395
SH
SOLE
0
0
0
52395
MARVELL TECHNOLOGY GROUP LTD. CMN
COM
G5876H105
208000
14369
SH
SOLE
0
0
0
14369
PARTNERRE LTD BERMUDA CMN
COM
G6852T105
2831000
24809
SH
SOLE
0
0
0
24809
RENAISSANCE RE HOLDINGS LTD CMN
COM
G7496G103
2081000
21410
SH
SOLE
0
0
0
21410
VALIDUS HOLDINGS, LTD. CMN
COM
G9319H102
1863000
44837
SH
SOLE
0
0
0
44837
WHITE MTNS INS GROUP LTD CMN
COM
G9618E107
146000
232
SH
SOLE
0
0
0
232
XL GROUP PLC CMN
COM
G98290102
1325000
38540
SH
SOLE
0
0
0
38540
ACE LIMITED CMN
COM
H0023R105
1773000
15434
SH
SOLE
0
0
0
15434
ALLIED WORLD ASSURANCE COMPANY* HOLDINGS, LTD CMN
COM
H01531104
1579000
41637
SH
SOLE
0
0
0
41637
GARMIN LTD. CMN
COM
H2906T109
1890000
35778
SH
SOLE
0
0
0
35778
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A
COM
N53745100
1508000
18997
SH
SOLE
0
0
0
18997
COPA HOLDINGS, S.A. CMN CLASS A
COM
P31076105
304000
2931
SH
SOLE
0
0
0
2931
ROYAL CARIBBEAN CRUISES LTD ISIN: LR0008862868
COM
V7780T103
397000
4812
SH
SOLE
0
0
0
4812
AVAGO TECHNOLOGIES LTD CMN
COM
Y0486S104
108000
1075
SH
SOLE
0
0
0
1075