0000762152-16-000010.txt : 20160201
0000762152-16-000010.hdr.sgml : 20160201
20160201143712
ACCESSION NUMBER: 0000762152-16-000010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160201
DATE AS OF CHANGE: 20160201
EFFECTIVENESS DATE: 20160201
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN
CENTRAL INDEX KEY: 0000762152
IRS NUMBER: 386000134
STATE OF INCORPORATION: MI
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 161376799
BUSINESS ADDRESS:
STREET 1: MICHIGAN DEPT OF TREASURY
STREET 2: BUREAU OF INVESMENTS PO BOX 15128
CITY: LANSING
STATE: MI
ZIP: 48901
BUSINESS PHONE: 517-373-3140
MAIL ADDRESS:
STREET 1: MICHIGAN DEPT OF TREASURY
STREET 2: BUREAU OF INVESTMENTS PO BOX 15128
CITY: LANSING
STATE: MI
ZIP: 48901
13F-HR
1
primary_doc.xml
13F-HR
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false
false
true
0000762152
XXXXXXXX
12-31-2015
12-31-2015
STATE TREASURER STATE OF MICHIGAN
MICHIGAN DEPT OF TREASURY
BUREAU OF INVESTMENTS PO BOX 15128
LANSING
MI
48901
13F HOLDINGS REPORT
028-01462
N
Karen Stout
Administrator, Trust Accounting Division
517-335-1012
Karen Stout
East Lansing
MI
02-01-2016
0
955
13054638
false
INFORMATION TABLE
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InformationTable_151231.xml
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AGCO CORP
COM
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AGL RES INC
COM
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AES CORP
COM
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230125
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AMC NETWORKS INC
CL A
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0
AT+T INC
COM
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AARONS INC
COM PAR $0.50
002535300
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0
0
ABBOTT LABS
COM
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ABBVIE INC
COM
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ABERCROMBIE + FITCH CO
CL A
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ACI WORLDWIDE INC
COM
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ACTIVISION BLIZZARD INC
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ACUITY BRANDS INC
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ACXIOM CORP
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ADOBE SYS INC
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AIR PRODUCTS + CHEMICALS INC
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AKAMAI TECHNOLOGIES INC
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AKORN INC
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ALCOA INC
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ALEXANDRIA REAL ESTATE EQ
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ALEXION PHARMACEUTICALS INC
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ALIGN TECHNOLOGY INC
COM
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ALLEGHANY CORP
COM
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ALLEGHENY TECHNOLOGIES INC
COM
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ALLIANCE DATA SYSTEMS CORP
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ALLIANT ENERGY CORP
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ALLSCRIPTS HEALTHCARE SOLUTN
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ALLSTATE CORP
COM
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CL C ADDED
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ALPHABET INC
CL A ADDED
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ALTRIA GROUP INC
COM
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AMAZON COM INC
COM
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AMEREN CORP
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AMERICAN AIRLS GROUP INC
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AMERICAN CAMPUS CMNTYS
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COM
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COM
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COM NEW
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AMERIPRISE FINL INC
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AMETEK INC
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AMGEN INC
COM
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AMSURG CORP
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ANADARKO PETE CORP
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ANALOG DEVICES INC
COM
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ANSYS INC
COM
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ANTHEM INC
COM
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APACHE CORP
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APARTMENT INVT + MGMT CO
CL A
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SOLE
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APOLLO ED GROUP INC
CL A
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APPLE INC
COM
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APPLIED MATLS INC
COM
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APTARGROUP INC
COM
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ARCHER DANIELS MIDLAND CO
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SH
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ARRIS GROUP INC
COM
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ARROW ELECTRS INC
COM
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ASHLAND INC
COM
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ASSURANT INC
COM
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ATMOS ENERGY CORP
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COM
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AUTODESK INC
COM
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COM
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AUTONATION INC
COM
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AUTOZONE INC
COM
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AVALONBAY CMNTYS INC
COM
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AVERY DENNISON CORP
COM
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AVNET INC
COM
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AVON PRODS INC
COM
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SH
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BB+T CORP
COM
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BOFI HLDG INC
COM
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BAKER HUGHES INC
COM
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BALCHEM CORP
COM
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BALL CORP
COM
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BANCORPSOUTH INC
COM
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BANK AMER CORP
COM
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BANK AMER CORP
W EXP 10-28-201
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BANK HAWAII CORP
COM
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BANK OF THE OZARKS
COM
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BANK NEW YORK MELLON CORP
COM
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COM
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BAXALTA INC
COM
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BAXTER INTL INC
COM
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B E AEROSPACE INC
COM
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BED BATH + BEYOND INC
COM
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BELDEN INC
COM
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SH
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BEMIS INC
COM
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BERKLEY W R CORP
COM
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CL A
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BERKSHIRE HATHAWAY INC
CL B NEW
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BEST BUY INC
COM
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BIG LOTS INC
COM
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755
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BIO RAD LABS
CL A
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BIOGEN INC
COM
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BIOMED REALTY TRUST INC
COM
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BIO TECHNE CORP
COM
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BLACK HILLS CORP
COM
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BLACKROCK INC
COM
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BLOCK H + R INC
COM
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BOEING CO
COM
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SH
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BORGWARNER INC
COM
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BOSTON BEER INC
CL A
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BOSTON PROPERTIES INC
COM
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BOSTON SCIENTIFIC CORP
COM
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BRIDGEPOINT ED
COM
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SH
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BRINKER INTL INC
COM
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BRISTOL MYERS SQUIBB CO
COM
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CL A
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BROADRIDGE FINL SOLUTIO
COM
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SH
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BROWN + BROWN INC
COM
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BROWN FORMAN CORP
CL B
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COM
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0
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BUFFALO WILD WINGS INC
COM
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SH
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CBS CORP NEW
CL B
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SH
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0
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CBOE HLDGS INC
COM
12503M108
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SH
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CBRE GROUP INC
CL A
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SH
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0
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CDK GLOBAL INC
COM
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2991
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SH
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0
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CEB INC
COM
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804
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SH
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0
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CF INDS HLDGS INC
COM
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0
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C H ROBINSON WORLDWIDE INC
COM NEW
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CIGNA CORP
COM
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SH
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CLECO CORP
COM
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SH
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CME GROUP INC
COM
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SH
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0
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CMS ENERGY CORP
COM
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SH
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CNO FINL GROUP INC
COM
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SH
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CSX CORP
COM
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SH
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CST BRANDS INC
COM
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CSRA INC
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CVS HEALTH CORP
COM
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CA INC
COM
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CABELAS INC
COM
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SH
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0
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CABLE ONE INC
COM
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SH
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CL A NY CABLVS
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COM
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CABOT OIL + GAS CORP
COM
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CADENCE DESIGN SYSTEM INC
COM
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CAL MAINE FOODS INC
COM NEW
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SH
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0
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CALATLANTIC GROUP INC
COM ADDED
128195104
1141
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SH
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0
0
CALIFORNIA RES CORP
COM
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0
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CAMDEN PPTY TR
SH BEN INT
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0
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CAMERON INTERNATIONAL CORP
COM
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SH
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0
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CAMPBELL SOUP CO
COM
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SH
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0
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CANADIAN NATL RY CO
COM
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1565
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SH
SOLE
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0
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CAPITAL ONE FINL CORP
COM
14040H105
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SH
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0
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CARDINAL HEALTH INC
COM
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CARE CAP PPTYS INC
COM
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SH
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0
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CARLISLE COS INC
COM
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SH
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0
0
CARMAX INC
COM
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SH
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0
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CARNIVAL CORP
PAIRED CTF
143658300
8578
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SH
SOLE
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0
0
CARPENTER TECHNOLOGY
COM
144285103
587
19400
SH
SOLE
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0
0
CARTER INC
COM
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1834
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SH
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0
0
CASEYS GEN STORES INC
COM
147528103
1855
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SH
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0
0
CATALENT INC
COM
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974
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SH
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CATERPILLAR INC
COM
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COM
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CELGENE CORP
COM
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CENTENE CORP
COM
15135B101
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SH
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CENTERPOINT ENERGY INC
COM
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SH
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147138
0
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COM
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COM NEW
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COM
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COM
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COM
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COM NEW
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COM
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COM NEW
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COM NEW
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COM
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COM
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COM
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COM SER A
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COM SER C
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COM
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DOMTAR CORP
COM NEW
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COM
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COM
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COM
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COM
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DREAMWORKS ANIMATION SKG
CL A
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DRIL-QUIP INC
COM
262037104
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COM
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DUKE REALTY CORP
COM NEW
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DUKE ENERGY CORP
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COM
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EQT CORP
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COM NEW
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COM
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COM
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COM
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COM
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COM
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ENERGEN CORP
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ENERGY FOCUS INC
COM NEW
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ENERGIZER HLDGS INC
COM
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ENTERGY CORP
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ENTERPRISE PRODS PARTNERS
COM
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EQUIFAX INC
COM
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EQUINIX INC
COM PAR $0.01
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EQUITY ONE
COM
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793
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EQUITY RESIDENTIAL
SH BEN INT
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COM
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5414
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ESTERLINE TECHNOLOGIES CORP
COM
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ETSY INC
COM
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EVERSOURCE ENERGY
COM
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EXELON CORP
COM
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0
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EXPEDIA INC
COM NEW
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EXPEDITORS INTL WASH INC
COM
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0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
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0
0
EXTRA SPACE STORAGE INC
COM
30225T102
4305
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0
EXXON MOBIL CORP
COM
30231G102
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FEI CO
COM
30241L109
1293
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FLIR SYS INC
COM
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0
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F M C CORP
COM NEW
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FMC TECHNOLOGIES INC
COM
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FTI CONSULTING INC
COM
302941109
575
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FACEBOOK INC
CL A
30303M102
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0
0
FACTSET RESH SYS INC
COM
303075105
2666
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16400
0
0
FAIR ISAAC CORP
COM
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1158
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12300
0
0
FAIRCHILD SEMICONDUCTOR INT
COM
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44800
0
0
FASTENAL CO
COM
311900104
4043
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0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
4003
27400
SH
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27400
0
0
FEDERATED INVS INC
CL B
314211103
1074
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37500
0
0
FEDEX CORP
COM
31428X106
13379
89796
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0
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F5 NETWORKS INC
COM
315616102
2335
24084
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24084
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
5750
94892
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94892
0
0
FIFTH THIRD BANCORP
COM
316773100
5461
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0
0
FIRST AMERN FINL
COM
31847R102
1544
43000
SH
SOLE
43000
0
0
FIRST HORIZON NATL CORP
COM
320517105
1373
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0
0
FIRST NIAGARA FINL GP
COM
33582V108
1522
140290
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140290
0
0
FIRST SOLAR INC
COM
336433107
19725
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SH
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0
0
FISERV INC
COM
337738108
7388
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SH
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0
0
FIRSTMERIT CORP
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337915102
1223
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0
0
FIRSTENERGY CORP
COM
337932107
4592
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0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
229
1600
SH
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1600
0
0
FLUOR CORP
COM
343412102
2289
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48473
0
0
FLOWERS FOODS INC
COM
343498101
1587
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0
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FLOWSERVE CORP
COM
34354P105
1884
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0
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FOOT LOCKER INC
COM
344849104
3534
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54300
0
0
FORD MTR CO
COM PAR $0.01
345370860
18784
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0
0
FORTINET INC
COM
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1805
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0
0
FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
34960P101
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0
0
FORTUNE BRANDS HOME + SECURI
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34964C106
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FOSSIL GROUP INC
COM
34988V106
518
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0
0
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COM
354613101
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0
0
FREEPORT-MCMORAN INC
CL B
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2676
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0
0
FRONTIER COMMUNICATIONS CORP
COM
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1866
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0
FULTON FINL CORP
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895
68800
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0
GATX CORP
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361448103
714
16790
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0
0
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COM
363576109
2862
69900
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69900
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0
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CL A
36467W109
1012
36102
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0
0
GAP INC
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1936
78370
SH
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0
0
GARTNER INC
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2975
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0
GENERAL DYNAMICS CORP
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296011
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0
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369604103
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0
0
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COM
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5420
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GENERAL MLS INC
COM
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0
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GENERAL MTRS CO
COM
37045V100
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GENESEE + WYOMING INC
CL A
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1208
22500
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22500
0
0
GENTEX CORP
COM
371901109
1846
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0
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COM
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4432
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GENWORTH FINL INC
COM CL A
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1408
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COM
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476
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375558103
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0
0
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404000
0
0
GLOBAL PMTS INC
COM
37940X102
4671
72400
SH
SOLE
72400
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
135566
752182
SH
SOLE
752182
0
0
GOODYEAR TIRE + RUBBER CO
COM
382550101
3004
91940
SH
SOLE
91940
0
0
GORMAN RUPP CO
COM
383082104
1470
55000
SH
SOLE
55000
0
0
GRACO INC
COM
384109104
1593
22100
SH
SOLE
22100
0
0
GRAHAM HLDGS CO
COM
384637104
873
1800
SH
SOLE
1800
0
0
GRAINGER W W INC
COM
384802104
4006
19775
SH
SOLE
19775
0
0
GRANITE CONSTR INC
COM
387328107
667
15545
SH
SOLE
15545
0
0
GREAT PLAINS ENERGY INC
COM
391164100
1663
60910
SH
SOLE
60910
0
0
GREIF INC
CL A
397624107
314
10200
SH
SOLE
10200
0
0
GRUPO FINANCIERO SANTANDER
SPON ADR SHS B
40053C105
6453
744300
SH
SOLE
744300
0
0
GUESS INC
COM
401617105
476
25200
SH
SOLE
25200
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
1052
42800
SH
SOLE
42800
0
0
HCA HOLDINGS INC
COM
40412C101
7263
107400
SH
SOLE
107400
0
0
HCP INC
COM
40414L109
6082
159047
SH
SOLE
159047
0
0
HNI CORP
COM
404251100
629
17440
SH
SOLE
17440
0
0
HSN INC
COM
404303109
644
12700
SH
SOLE
12700
0
0
HP INC
COM ADDED
40434L105
7315
617813
SH
SOLE
617813
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
1644
40700
SH
SOLE
40700
0
0
HALLIBURTON CO
COM
406216101
9964
292707
SH
SOLE
292707
0
0
HALYARD HEALTH INC
COM
40650V100
615
18420
SH
SOLE
18420
0
0
HANCOCK HLDG CO
COM
410120109
770
30600
SH
SOLE
30600
0
0
HANESBRANDS INC
COM
410345102
3944
134024
SH
SOLE
134024
0
0
HANOVER INS GROUP INC
COM
410867105
1387
17050
SH
SOLE
17050
0
0
HARLEY DAVIDSON INC
COM
412822108
2980
65649
SH
SOLE
65649
0
0
HARMAN INTL
COM
413086109
2291
24314
SH
SOLE
24314
0
0
HARRIS CORP
COM
413875105
3701
42585
SH
SOLE
42585
0
0
HARTFORD FINL SVCS GROUP
COM
416515104
6090
140127
SH
SOLE
140127
0
0
HASBRO INC
COM
418056107
2587
38399
SH
SOLE
38399
0
0
HAWAIIAN ELEC IND
COM
419870100
20759
717071
SH
SOLE
717071
0
0
HEALTH NET INC
COM
42222G108
2093
30568
SH
SOLE
30568
0
0
HELMERICH + PAYNE
COM
423452101
1975
36880
SH
SOLE
36880
0
0
HENRY JACK + ASSOCIATES INC
COM
426281101
2471
31650
SH
SOLE
31650
0
0
HERSHEY CO
COM
427866108
4385
49126
SH
SOLE
49126
0
0
HESS CORP
COM
42809H107
3986
82225
SH
SOLE
82225
0
0
HEWLETT PACKARD ENTERPRIS
COM ADDED
42824C109
9348
615013
SH
SOLE
615013
0
0
HIGHWOODS PPTYS INC
COM
431284108
1644
37700
SH
SOLE
37700
0
0
HILL ROM HLDGS INC
COM
431475102
1079
22450
SH
SOLE
22450
0
0
HOLLYFRONTIER CORP
COM
436106108
2884
72290
SH
SOLE
72290
0
0
HOLOGIC INC
COM
436440101
3764
97280
SH
SOLE
97280
0
0
HOME DEPOT INC
COM
437076102
219844
1662340
SH
SOLE
1662340
0
0
HONEYWELL INTL INC
COM
438516106
58046
560449
SH
SOLE
560449
0
0
HORMEL FOODS CORP
COM
440452100
3652
46182
SH
SOLE
46182
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
1566
59900
SH
SOLE
59900
0
0
HOST HOTELS + RESORTS INC
COM
44107P104
3944
257096
SH
SOLE
257096
0
0
HUBBELL INC
COM ADDED
443510607
2305
22814
SH
SOLE
22814
0
0
HUMANA INC
COM
444859102
9049
50690
SH
SOLE
50690
0
0
HUNT J B TRANS SVCS INC
COM
445658107
2274
31000
SH
SOLE
31000
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
3014
272486
SH
SOLE
272486
0
0
HUNTINGTON INGALLS INDS
COM
446413106
2351
18534
SH
SOLE
18534
0
0
IPG PHOTONICS CORP
COM
44980X109
1284
14400
SH
SOLE
14400
0
0
ITT CORP
COM NEW
450911201
1286
35400
SH
SOLE
35400
0
0
IDACORP INC
COM
451107106
1352
19880
SH
SOLE
19880
0
0
IDEX CORP
COM
45167R104
2321
30300
SH
SOLE
30300
0
0
IDEXX LABS INC
COM
45168D104
2625
36000
SH
SOLE
36000
0
0
ILLINOIS TOOL WKS
COM
452308109
10372
111913
SH
SOLE
111913
0
0
ILLUMINA INC
COM
452327109
9616
50100
SH
SOLE
50100
0
0
INGRAM MICRO INC
CL A
457153104
1871
61600
SH
SOLE
61600
0
0
INGREDION INC
COM
457187102
2712
28300
SH
SOLE
28300
0
0
INTEGRATED DEVICE TECH
COM
458118106
1529
58020
SH
SOLE
58020
0
0
INTEL CORP
COM
458140100
73456
2132255
SH
SOLE
2132255
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
10398
40576
SH
SOLE
40576
0
0
INTERDIGITAL INC
COM
45867G101
687
14000
SH
SOLE
14000
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
565
22000
SH
SOLE
22000
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
72228
524835
SH
SOLE
524835
0
0
INTL FLAVORS + FRAGRA
COM
459506101
3284
27446
SH
SOLE
27446
0
0
INTL PAPER CO
COM
460146103
5344
141761
SH
SOLE
141761
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
356
10550
SH
SOLE
10550
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
3235
138973
SH
SOLE
138973
0
0
INTERSIL CORP
CL A
46069S109
669
52400
SH
SOLE
52400
0
0
INTUIT
COM
461202103
8711
90268
SH
SOLE
90268
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
6982
12784
SH
SOLE
12784
0
0
IRON MTN INC
COM
46284V101
1775
65730
SH
SOLE
65730
0
0
ISHARES
MSCI SWEDEN ETF
464286756
10505
360000
SH
SOLE
360000
0
0
ISHARES
MSCI STH KOR ETF
464286772
7451
150000
SH
SOLE
150000
0
0
ISHARES
MSCI ITALCPD ETF
464286855
3847
280000
SH
SOLE
280000
0
0
ISHARES
TR CORE S+P MCP ETF
464287507
30204
216700
SH
SOLE
216700
0
0
ISHARES
TR CORE S+P SCP ETF
464287804
15305
139000
SH
SOLE
139000
0
0
JPMORGAN CHASE + CO
COM
46625H100
161135
2440325
SH
SOLE
2440325
0
0
JABIL CIRCUIT INC
COM
466313103
1742
74800
SH
SOLE
74800
0
0
JACK IN THE BOX INC
COM
466367109
1089
14200
SH
SOLE
14200
0
0
JACOBS ENGR GROUP INC
COM
469814107
6259
149191
SH
SOLE
149191
0
0
JANUS CAP GROUP INC
COM
47102X105
813
57700
SH
SOLE
57700
0
0
JARDEN CORP
COM
471109108
4678
81900
SH
SOLE
81900
0
0
JETBLUE AIRWAYS CORP
COM
477143101
2820
124523
SH
SOLE
124523
0
0
JOHNSON + JOHNSON
COM
478160104
136151
1325460
SH
SOLE
1325460
0
0
JOHNSON CTLS INC
COM
478366107
8749
221542
SH
SOLE
221542
0
0
JONES LANG LASALLE INC
COM
48020Q107
2846
17800
SH
SOLE
17800
0
0
JOY GLOBAL INC
COM
481165108
483
38274
SH
SOLE
38274
0
0
J2 GLOBAL INC
COM
48123V102
1498
18200
SH
SOLE
18200
0
0
JUNIPER NETWORKS INC
COM
48203R104
3351
121400
SH
SOLE
121400
0
0
KBR INC
COM
48242W106
965
57042
SH
SOLE
57042
0
0
KLA-TENCOR CORP
COM
482480100
3699
53337
SH
SOLE
53337
0
0
KLX INC
COM
482539103
644
20900
SH
SOLE
20900
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
2785
37300
SH
SOLE
37300
0
0
KATE SPADE + CO
COM
485865109
897
50500
SH
SOLE
50500
0
0
KB HOME
COM
48666K109
441
35800
SH
SOLE
35800
0
0
KELLOGG CO
COM
487836108
6309
87295
SH
SOLE
87295
0
0
KEMPER CORP
COM
488401100
710
19050
SH
SOLE
19050
0
0
KENNAMETAL INC
COM
489170100
604
31460
SH
SOLE
31460
0
0
KEURIG GREEN MTN INC
COM
49271M100
3572
39700
SH
SOLE
39700
0
0
KEYCORP
COM
493267108
3768
285674
SH
SOLE
285674
0
0
KEYSIGHT TECHNOLOGIES IN
COM
49338L103
1904
67200
SH
SOLE
67200
0
0
KILROY RLTY CORP
COM
49427F108
2303
36400
SH
SOLE
36400
0
0
KIMBERLY CLARK CORP
COM
494368103
15803
124138
SH
SOLE
124138
0
0
KIMCO RLTY CORP
COM
49446R109
3740
141346
SH
SOLE
141346
0
0
KINDER MORGAN INC
COM
49456B101
19153
1283698
SH
SOLE
1283698
0
0
KIRBY CORP
COM
497266106
1126
21400
SH
SOLE
21400
0
0
KNOWLES CORP
COM
49926D109
467
35011
SH
SOLE
35011
0
0
KOHLS CORP
COM
500255104
3091
64906
SH
SOLE
64906
0
0
KRAFT HEINZ CO
COM
500754106
14800
203402
SH
SOLE
203402
0
0
KROGER CO
COM
501044101
15587
372628
SH
SOLE
372628
0
0
L BRANDS INC
COM
501797104
8344
87080
SH
SOLE
87080
0
0
LKQ CORP
COM
501889208
3579
120800
SH
SOLE
120800
0
0
L-3 COMMUNICATIONS HLDGS
COM
502424104
3200
26776
SH
SOLE
26776
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
11006
89013
SH
SOLE
89013
0
0
LAM RESEARCH CORP
COM
512807108
4302
54168
SH
SOLE
54168
0
0
LAMAR ADVERTISING CO
CL A
512816109
20837
347400
SH
SOLE
347400
0
0
LANCASTER COLONY CORP
COM
513847103
891
7720
SH
SOLE
7720
0
0
LANDSTAR SYS INC
COM
515098101
1003
17100
SH
SOLE
17100
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
1122
44600
SH
SOLE
44600
0
0
LAUDER ESTEE COS
CL A
518439104
6700
76090
SH
SOLE
76090
0
0
LEGGETT + PLATT INC
COM
524660107
1955
46525
SH
SOLE
46525
0
0
LEGG MASON INC
COM
524901105
1447
36876
SH
SOLE
36876
0
0
LEIDOS HLDGS INC
COM
525327102
1425
25325
SH
SOLE
25325
0
0
LENNAR CORP
CL A
526057104
2996
61250
SH
SOLE
61250
0
0
LENNOX INTL INC
COM
526107107
1986
15900
SH
SOLE
15900
0
0
LEUCADIA NATL CORP
COM
527288104
1983
114034
SH
SOLE
114034
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
5365
98700
SH
SOLE
98700
0
0
LEXMARK INTL
CL A
529771107
792
24400
SH
SOLE
24400
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
1813
58400
SH
SOLE
58400
0
0
LIFEPOINT HEALTH INC
COM
53219L109
1262
17200
SH
SOLE
17200
0
0
ELI LILLY + CO
COM
532457108
28126
333802
SH
SOLE
333802
0
0
LINCOLN ELEC HLDGS
COM
533900106
1354
26100
SH
SOLE
26100
0
0
LINCOLN NATL CORP
COM
534187109
4252
84597
SH
SOLE
84597
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
3474
81792
SH
SOLE
81792
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1415
57600
SH
SOLE
57600
0
0
LOCKHEED MARTIN CORP
COM
539830109
53881
248127
SH
SOLE
248127
0
0
LOEWS CORP
COM
540424108
3676
95725
SH
SOLE
95725
0
0
LOGMEIN INC
COM
54142L109
805
12000
SH
SOLE
12000
0
0
LOUISIANA PAC CORP
COM
546347105
1018
56499
SH
SOLE
56499
0
0
LOWES COS INC
COM
548661107
24036
316095
SH
SOLE
316095
0
0
M + T BANK CORP
COM
55261F104
6632
54730
SH
SOLE
54730
0
0
M D C HLDGS INC
COM
552676108
396
15500
SH
SOLE
15500
0
0
MDU RES GROUP INC
COM
552690109
1414
77162
SH
SOLE
77162
0
0
MSA SAFETY INC
COM
553498106
543
12500
SH
SOLE
12500
0
0
MSC INDL DIRECT
CL A
553530106
4057
72100
SH
SOLE
72100
0
0
MSCI INC
COM
55354G100
2633
36500
SH
SOLE
36500
0
0
MACERICH CO
COM
554382101
3711
45988
SH
SOLE
45988
0
0
MACK CALI RLTY CORP
COM
554489104
824
35300
SH
SOLE
35300
0
0
MACYS INC
COM
55616P104
3760
107502
SH
SOLE
107502
0
0
MANHATTAN ASSOCS INC
COM
562750109
1912
28900
SH
SOLE
28900
0
0
MANPOWERGROUP INC
COM
56418H100
25711
305030
SH
SOLE
305030
0
0
MARATHON OIL CORP
COM
565849106
2917
231676
SH
SOLE
231676
0
0
MARATHON PETE CORP
COM
56585A102
33799
651986
SH
SOLE
651986
0
0
MARKETAXESS HLDGS INC
COM
57060D108
1640
14700
SH
SOLE
14700
0
0
MARSH + MCLENNAN COS
COM
571748102
9891
178377
SH
SOLE
178377
0
0
MARRIOTT INTL
CL A
571903202
4419
65919
SH
SOLE
65919
0
0
MARTIN MARIETTA MATLS
COM
573284106
3087
22600
SH
SOLE
22600
0
0
MASCO CORP
COM
574599106
3257
115088
SH
SOLE
115088
0
0
MASTERCARD INC
CL A
57636Q104
33502
344100
SH
SOLE
344100
0
0
MATTEL INC
COM
577081102
3154
116089
SH
SOLE
116089
0
0
MAXIMUS INC
COM
577933104
1451
25800
SH
SOLE
25800
0
0
MCCORMICK + CO
COM NON VTG
579780206
3401
39752
SH
SOLE
39752
0
0
MCDONALDS CORP
COM
580135101
37106
314089
SH
SOLE
314089
0
0
MCGRAW HILL FINL INC
COM
580645109
9134
92657
SH
SOLE
92657
0
0
MCKESSON CORP
COM
58155Q103
43874
222453
SH
SOLE
222453
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
5322
67409
SH
SOLE
67409
0
0
MEDNAX INC
COM
58502B106
2666
37200
SH
SOLE
37200
0
0
MENTOR GRAPHICS CORP
COM
587200106
727
39460
SH
SOLE
39460
0
0
MERCK + CO INC
COM
58933Y105
62272
1178953
SH
SOLE
1178953
0
0
MERCURY GENL CORP
COM
589400100
671
14400
SH
SOLE
14400
0
0
MEREDITH CORP
COM
589433101
644
14900
SH
SOLE
14900
0
0
METLIFE INC
COM
59156R108
18329
380201
SH
SOLE
380201
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
3663
10800
SH
SOLE
10800
0
0
MICROSOFT CORP
COM
594918104
243334
4385969
SH
SOLE
4385969
0
0
MICROVISION INC
COM
594960304
6292
2200000
SH
SOLE
2200000
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
3233
69464
SH
SOLE
69464
0
0
MICRON TECHNOLOGY INC
COM
595112103
5258
371320
SH
SOLE
371320
0
0
MID-AMER APT CMNTYS
COM
59522J103
2706
29800
SH
SOLE
29800
0
0
MILLER HERMAN INC
COM
600544100
678
23630
SH
SOLE
23630
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
632
13780
SH
SOLE
13780
0
0
MOHAWK INDS INC
COM
608190104
4110
21700
SH
SOLE
21700
0
0
MOLINA HEALTHCARE INC
COM
60855R100
974
16200
SH
SOLE
16200
0
0
MOLSON COORS BREWING
CL B
60871R209
5066
53943
SH
SOLE
53943
0
0
MONDELEZ INTL INC
CL A
609207105
24371
543508
SH
SOLE
543508
0
0
MONSANTO CO
COM
61166W101
14821
150435
SH
SOLE
150435
0
0
MONSTER BEVERAGE CORP
COM
61174X109
7647
51338
SH
SOLE
51338
0
0
MOODYS CORP
COM
615369105
5903
58833
SH
SOLE
58833
0
0
MORGAN STANLEY
COM NEW
617446448
16432
516555
SH
SOLE
516555
0
0
MOSAIC CO
COM
61945C103
3165
114730
SH
SOLE
114730
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
3760
54927
SH
SOLE
54927
0
0
MURPHY OIL CORP
COM
626717102
1242
55301
SH
SOLE
55301
0
0
MURPHY USA INC
COM
626755102
943
15525
SH
SOLE
15525
0
0
NCR CORP
COM
62886E108
1197
48940
SH
SOLE
48940
0
0
NRG ENERGY INC
COM NEW
629377508
1265
107436
SH
SOLE
107436
0
0
NTT DOCOMO INC
SPONS ADR
62942M201
420
20500
SH
SOLE
20500
0
0
NVR INC
COM
62944T105
2405
1464
SH
SOLE
1464
0
0
NASDAQ INC
COM
631103108
2286
39295
SH
SOLE
39295
0
0
NATIONAL CINEMEDIA INC
COM
635309107
20282
1291000
SH
SOLE
1291000
0
0
NATIONAL FUEL GAS CO
COM
636180101
1431
33480
SH
SOLE
33480
0
0
NATIONAL GRID PLC
SPONS ADR NEW
636274300
10996
158131
SH
SOLE
158131
0
0
NATIONAL INSTRS CORP
COM
636518102
1141
39775
SH
SOLE
39775
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
4304
128510
SH
SOLE
128510
0
0
NATIONAL RETAIL PPTYS
COM
637417106
2155
53800
SH
SOLE
53800
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
448
22000
SH
SOLE
22000
0
0
NAVIENT CORP
COM
63938C108
1419
123925
SH
SOLE
123925
0
0
NETAPP INC
COM
64110D104
2652
99955
SH
SOLE
99955
0
0
NETFLIX INC
COM
64110L106
16718
146162
SH
SOLE
146162
0
0
NETSCOUT SYS INC
COM
64115T104
1203
39200
SH
SOLE
39200
0
0
NEUSTAR INC
CL A
64126X201
502
20960
SH
SOLE
20960
0
0
NEW YORK CMNTY BANCORP
COM
649445103
3130
191770
SH
SOLE
191770
0
0
NEW YORK TIMES CO
CL A
650111107
658
49000
SH
SOLE
49000
0
0
NEWELL RUBBERMAID INC
COM
651229106
4026
91328
SH
SOLE
91328
0
0
NEWFIELD EXPL CO
COM
651290108
1800
55272
SH
SOLE
55272
0
0
NEWMARKET CORP
COM
651587107
1523
4000
SH
SOLE
4000
0
0
NEWMONT MINING CORP
COM
651639106
3256
180999
SH
SOLE
180999
0
0
NEWS CORP
CL A
65249B109
1744
130519
SH
SOLE
130519
0
0
NEWS CORP
CL B
65249B208
515
36900
SH
SOLE
36900
0
0
NEXTERA ENERGY INC
COM
65339F101
16368
157553
SH
SOLE
157553
0
0
NIKE INC
CL B
654106103
28842
461464
SH
SOLE
461464
0
0
NISOURCE INC
COM
65473P105
2126
108966
SH
SOLE
108966
0
0
NOKIA CORP
SPONSORED ADR
654902204
4112
585800
SH
SOLE
585800
0
0
NOBLE ENERGY INC
COM
655044105
4795
145613
SH
SOLE
145613
0
0
NORDSON CORP
COM
655663102
1364
21260
SH
SOLE
21260
0
0
NORDSTROM INC
COM
655664100
2316
46500
SH
SOLE
46500
0
0
NORFOLK SOUTHERN CORP
COM
655844108
8637
102105
SH
SOLE
102105
0
0
NORTHERN TR CORP
COM
665859104
6799
94306
SH
SOLE
94306
0
0
NORTHROP GRUMMAN CORP
COM
666807102
34286
181589
SH
SOLE
181589
0
0
NOVO-NORDISK A S
ADR
670100205
4443
76500
SH
SOLE
76500
0
0
NOW INC
COM
67011P100
671
42427
SH
SOLE
42427
0
0
NUCOR CORP
COM
670346105
4406
109327
SH
SOLE
109327
0
0
NVIDIA CORP
COM
67066G104
5762
174808
SH
SOLE
174808
0
0
OGE ENERGY CORP
COM
670837103
2075
78920
SH
SOLE
78920
0
0
O REILLY AUTOMOTIVE INC
COM
67103H107
8557
33767
SH
SOLE
33767
0
0
OCCIDENTAL PETE CORP
COM
674599105
17662
261240
SH
SOLE
261240
0
0
OCEANEERING INTL INC
COM
675232102
1452
38700
SH
SOLE
38700
0
0
OFFICE DEPOT INC
COM
676220106
1101
195300
SH
SOLE
195300
0
0
OIL STS INTL INC
COM
678026105
548
20100
SH
SOLE
20100
0
0
OLD DOMINION FGHT LINE
COM
679580100
1619
27400
SH
SOLE
27400
0
0
OLD REP INTL CORP
COM
680223104
1791
96127
SH
SOLE
96127
0
0
OLIN CORP
COM PAR $0.01
680665205
1127
65311
SH
SOLE
65311
0
0
OMNICOM GROUP
COM
681919106
6273
82906
SH
SOLE
82906
0
0
OMEGA HEALTHCARE INVS
COM
681936100
2277
65100
SH
SOLE
65100
0
0
ONE GAS INC
COM
68235P108
1036
20657
SH
SOLE
20657
0
0
ONEOK INC
COM
682680103
1764
71530
SH
SOLE
71530
0
0
ORACLE CORP
COM
68389X105
65058
1780948
SH
SOLE
1780948
0
0
ORBITAL ATK INC
COM
68557N103
2082
23300
SH
SOLE
23300
0
0
OSHKOSH CORP
COM
688239201
1156
29600
SH
SOLE
29600
0
0
OUTFRONT MEDIA INC
COM
69007J106
10298
471742
SH
SOLE
471742
0
0
OWENS + MINOR INC
COM
690732102
896
24900
SH
SOLE
24900
0
0
OWENS ILL INC
COM NEW
690768403
958
55018
SH
SOLE
55018
0
0
PG+E CORP
COM
69331C108
46267
869841
SH
SOLE
869841
0
0
PNC FINL SVCS GROUP INC
COM
693475105
16555
173692
SH
SOLE
173692
0
0
PNM RES INC COM
COM
69349H107
964
31534
SH
SOLE
31534
0
0
PPG INDS INC COM
COM
693506107
9098
92064
SH
SOLE
92064
0
0
PPL CORP
COM
69351T106
7841
229750
SH
SOLE
229750
0
0
PVH CORP
COM
693656100
2077
28200
SH
SOLE
28200
0
0
PTC INC
COM
69370C100
1567
45239
SH
SOLE
45239
0
0
PACCAR INC
COM
693718108
5729
120866
SH
SOLE
120866
0
0
PACKAGING CORP AMER
COM
695156109
2421
38400
SH
SOLE
38400
0
0
PACWEST BANCORP
COM
695263103
1927
44700
SH
SOLE
44700
0
0
PANERA BREAD CO
CL A
69840W108
1831
9400
SH
SOLE
9400
0
0
PAREXEL INTL CORP
COM
699462107
1431
21000
SH
SOLE
21000
0
0
PARKER HANNIFIN CORP
COM
701094104
4514
46543
SH
SOLE
46543
0
0
PATTERSON COMPANIES INC
COM
703395103
1293
28590
SH
SOLE
28590
0
0
PATTERSON UTI ENERGY INC
COM
703481101
878
58200
SH
SOLE
58200
0
0
PAYCHEX INC
COM
704326107
5805
109751
SH
SOLE
109751
0
0
PAYPAL HLDGS INC
COM
70450Y103
13766
380286
SH
SOLE
380286
0
0
PEARSON PLC
SPONSORED ADR
705015105
10839
1005500
SH
SOLE
1005500
0
0
PENNEY J C INC CO
COM
708160106
804
120740
SH
SOLE
120740
0
0
PEOPLES UNITED FINANCIAL
COM
712704105
1713
106071
SH
SOLE
106071
0
0
PEPCO HOLDINGS INC
COM
713291102
2256
86722
SH
SOLE
86722
0
0
PEPSICO INC
COM
713448108
49787
498273
SH
SOLE
498273
0
0
PERKINELMER INC
COM
714046109
2049
38241
SH
SOLE
38241
0
0
PFIZER INC
COM
717081103
97481
3019850
SH
SOLE
3019850
0
0
PHILIP MORRIS INTL
COM
718172109
83167
946045
SH
SOLE
946045
0
0
PHILLIPS 66
COM
718546104
13285
162403
SH
SOLE
162403
0
0
PINNACLE WEST CAP
COM
723484101
2445
37923
SH
SOLE
37923
0
0
PIONEER NAT RES CO
COM
723787107
6401
51054
SH
SOLE
51054
0
0
PITNEY BOWES INC
COM
724479100
1391
67359
SH
SOLE
67359
0
0
PLANTRONICS INC
COM
727493108
631
13300
SH
SOLE
13300
0
0
PLUG POWER INC
COM NEW
72919P202
464
220000
SH
SOLE
220000
0
0
PLUM CREEK TIMBER CO
COM
729251108
2834
59381
SH
SOLE
59381
0
0
POLARIS INDS INC
COM
731068102
2071
24100
SH
SOLE
24100
0
0
POLYCOM INC
COM
73172K104
659
52322
SH
SOLE
52322
0
0
POLYONE CORP
COM
73179P106
1083
34100
SH
SOLE
34100
0
0
POST HLDGS INC
COM
737446104
1512
24500
SH
SOLE
24500
0
0
POST PPTYS INC
COM
737464107
1266
21400
SH
SOLE
21400
0
0
POTLATCH CORP
COM
737630103
485
16041
SH
SOLE
16041
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
3915
35000
SH
SOLE
35000
0
0
PRAXAIR INC
COM
74005P104
9974
97405
SH
SOLE
97405
0
0
PRECISION CASTPARTS CORP
COM
740189105
10918
47059
SH
SOLE
47059
0
0
PRICE T ROWE GROUP INC
COM
74144T108
9215
128893
SH
SOLE
128893
0
0
PRICELINE GRP INC
COM
741503403
21701
17021
SH
SOLE
17021
0
0
PRIMERICA INC
COM
74164M108
902
19100
SH
SOLE
19100
0
0
PRINCIPAL FINL GROUP
COM
74251V102
4187
93075
SH
SOLE
93075
0
0
PROCTER + GAMBLE CO
COM
742718109
95579
1203612
SH
SOLE
1203612
0
0
PROGRESSIVE CORP
COM
743315103
6358
199945
SH
SOLE
199945
0
0
PROLOGIS INC
COM
74340W103
7696
179313
SH
SOLE
179313
0
0
PROSPERITY BANCSHARES INC
COM
743606105
1244
26000
SH
SOLE
26000
0
0
PRUDENTIAL FINL INC
COM
744320102
12503
153580
SH
SOLE
153580
0
0
PUBLIC SVC ENTERPRISE
COM
744573106
6695
173030
SH
SOLE
173030
0
0
PUBLIC STORAGE
COM
74460D109
12469
50341
SH
SOLE
50341
0
0
PULTE GROUP INC
COM
745867101
1937
108681
SH
SOLE
108681
0
0
QEP RES INC
COM
74733V100
852
63600
SH
SOLE
63600
0
0
QORVO INC
COM
74736K101
2458
48300
SH
SOLE
48300
0
0
QUALCOMM INC
COM
747525103
25697
514095
SH
SOLE
514095
0
0
QUANTA SVCS INC
COM
74762E102
1106
54622
SH
SOLE
54622
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
3485
48983
SH
SOLE
48983
0
0
QUESTAR CORP
COM
748356102
1347
69171
SH
SOLE
69171
0
0
RPM INTL INC
COM
749685103
2318
52618
SH
SOLE
52618
0
0
RACKSPACE HOSTING INC
COM
750086100
1147
45300
SH
SOLE
45300
0
0
RALPH LAUREN CORP
CL A
751212101
2244
20133
SH
SOLE
20133
0
0
RANGE RES CORP
COM
75281A109
1425
57923
SH
SOLE
57923
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
2917
50325
SH
SOLE
50325
0
0
RAYONIER INC
COM
754907103
1086
48909
SH
SOLE
48909
0
0
RAYTHEON CO
COM NEW
755111507
35306
283516
SH
SOLE
283516
0
0
REALTY INCOME CORP
COM
756109104
4409
85400
SH
SOLE
85400
0
0
RED HAT INC
COM
756577102
5177
62516
SH
SOLE
62516
0
0
REGAL BELOIT CORP
COM
758750103
1036
17700
SH
SOLE
17700
0
0
REGENCY CTRS CORP
COM
758849103
2534
37200
SH
SOLE
37200
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
14440
26600
SH
SOLE
26600
0
0
REGIONS FINL CORP
COM
7591EP100
4287
446546
SH
SOLE
446546
0
0
REINSURANCE GROUP AMER
COM NEW
759351604
2224
26000
SH
SOLE
26000
0
0
RELIANCE STEEL + ALUMINUM
COM
759509102
1639
28300
SH
SOLE
28300
0
0
RENT A CTR INC
COM
76009N100
311
20800
SH
SOLE
20800
0
0
REPUBLIC SVCS INC
COM
760759100
3605
81940
SH
SOLE
81940
0
0
RESMED INC
COM
761152107
2964
55200
SH
SOLE
55200
0
0
REYNOLDS AMERICAN INC
COM
761713106
23480
508786
SH
SOLE
508786
0
0
ROBERT HALF INTL INC
COM
770323103
2138
45360
SH
SOLE
45360
0
0
ROCKWELL AUTOMATION INC
COM
773903109
4637
45190
SH
SOLE
45190
0
0
ROCKWELL COLLINS INC
COM
774341101
4145
44909
SH
SOLE
44909
0
0
ROLLINS INC
COM
775711104
962
37139
SH
SOLE
37139
0
0
ROPER TECHNOLOGIES INC
COM
776696106
6547
34494
SH
SOLE
34494
0
0
ROSS STORES INC
COM
778296103
7452
138484
SH
SOLE
138484
0
0
ROYAL GOLD INC
COM
780287108
941
25800
SH
SOLE
25800
0
0
RYDER SYS INC
COM
783549108
1039
18291
SH
SOLE
18291
0
0
SEI INVESTMENTS CO
COM
784117103
2866
54700
SH
SOLE
54700
0
0
SL GREEN RLTY CORP
COM
78440X101
3853
34100
SH
SOLE
34100
0
0
SLM CORP
COM
78442P106
1098
168425
SH
SOLE
168425
0
0
SM ENERGY CO
COM
78454L100
529
26900
SH
SOLE
26900
0
0
SPDR S+P 500 ETF TR
TR UNIT
78462F103
446509
2189950
SH
SOLE
2189950
0
0
SVB FINL GROUP
COM
78486Q101
2426
20400
SH
SOLE
20400
0
0
ST JUDE MED INC
COM
790849103
17295
279983
SH
SOLE
279983
0
0
SALESFORCE COM INC
COM
79466L302
17286
220484
SH
SOLE
220484
0
0
SANDISK CORP
COM
80004C101
5213
68602
SH
SOLE
68602
0
0
SCANA CORP
COM
80589M102
2957
48884
SH
SOLE
48884
0
0
SCHEIN HENRY INC
COM
806407102
4493
28400
SH
SOLE
28400
0
0
SCHLUMBERGER LTD
COM
806857108
56189
805583
SH
SOLE
805583
0
0
SCHWAB CHARLES CORP
COM
808513105
13495
409817
SH
SOLE
409817
0
0
SCIENCE APPLICATNS INTL
COM
808625107
750
16385
SH
SOLE
16385
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1160
17975
SH
SOLE
17975
0
0
SCRIPPS NETWORKS INTERACT
COM
811065101
1786
32343
SH
SOLE
32343
0
0
SEALED AIR CORP
COM
81211K100
3010
67484
SH
SOLE
67484
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
70560
2967200
SH
SOLE
2967200
0
0
SEMPRA ENERGY
COM
816851109
7586
80694
SH
SOLE
80694
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
1393
93900
SH
SOLE
93900
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1123
17870
SH
SOLE
17870
0
0
SERVICE CORP INTL
COM
817565104
2022
77700
SH
SOLE
77700
0
0
SHERWIN WILLIAMS CO
COM
824348106
7034
27095
SH
SOLE
27095
0
0
SIGNATURE BK
COM
82669G104
4126
26900
SH
SOLE
26900
0
0
SILICON LABORATORIES INC
COM
826919102
743
15300
SH
SOLE
15300
0
0
SILGAN HOLDINGS INC
COM
827048109
861
16031
SH
SOLE
16031
0
0
SIMON PPTY GROUP INC
COM
828806109
20580
105842
SH
SOLE
105842
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
2421
22100
SH
SOLE
22100
0
0
SKECHERS U S A INC
CL A
830566105
1553
51400
SH
SOLE
51400
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
5025
65400
SH
SOLE
65400
0
0
SMITH A O
COM
831865209
2268
29600
SH
SOLE
29600
0
0
SMUCKER J M CO
COM NEW
832696405
5046
40908
SH
SOLE
40908
0
0
SNAP ON INC
COM
833034101
3403
19851
SH
SOLE
19851
0
0
SOLARWINDS INC
COM
83416B109
1455
24700
SH
SOLE
24700
0
0
SOLERA HOLDINGS INC
COM
83421A104
1458
26600
SH
SOLE
26600
0
0
SONOCO PRODS CO
COM
835495102
1631
39911
SH
SOLE
39911
0
0
SOTHEBYS
COM
835898107
606
23527
SH
SOLE
23527
0
0
SOUTHERN CO
COM
842587107
14547
310890
SH
SOLE
310890
0
0
SOUTHWEST AIRLS CO
COM
844741108
9580
222476
SH
SOLE
222476
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
935
131491
SH
SOLE
131491
0
0
SOVRAN SELF STORAGE INC
COM
84610H108
1535
14300
SH
SOLE
14300
0
0
SPECTRA ENERGY CORP
COM
847560109
5498
229659
SH
SOLE
229659
0
0
STANCORP FINL GROUP
COM
852891100
1902
16700
SH
SOLE
16700
0
0
STANLEY BLACK + DECKER INC
COM
854502101
5468
51236
SH
SOLE
51236
0
0
STAPLES INC
COM
855030102
2085
220131
SH
SOLE
220131
0
0
STARBUCKS CORP
COM
855244109
30487
507864
SH
SOLE
507864
0
0
STARWOOD HOTELS + RESORTS
COM
85590A401
3999
57717
SH
SOLE
57717
0
0
STATE STR CORP
COM
857477103
9161
138045
SH
SOLE
138045
0
0
STEEL DYNAMICS INC
COM
858119100
1710
95700
SH
SOLE
95700
0
0
STERICYCLE INC
COM
858912108
3504
29057
SH
SOLE
29057
0
0
STIFEL FINL CORP
COM
860630102
1165
27500
SH
SOLE
27500
0
0
STRYKER CORP
COM
863667101
10037
107992
SH
SOLE
107992
0
0
SUNEDISON INC
COM
86732Y109
637
125200
SH
SOLE
125200
0
0
SUNTRUST BKS INC
COM
867914103
7468
174328
SH
SOLE
174328
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
803
59600
SH
SOLE
59600
0
0
SUPERVALU INC
COM
868536103
713
105100
SH
SOLE
105100
0
0
SYMANTEC CORP
COM
871503108
4852
231049
SH
SOLE
231049
0
0
SYNAPTICS INC
COM
87157D109
1149
14300
SH
SOLE
14300
0
0
SYNOPSYS INC
COM
871607107
2814
61700
SH
SOLE
61700
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1671
51605
SH
SOLE
51605
0
0
SYNNEX CORP
COM
87162W100
1025
11400
SH
SOLE
11400
0
0
SYNCHRONY FINL
COM
87165B103
8672
285178
SH
SOLE
285178
0
0
SYSCO CORP
COM
871829107
7362
179559
SH
SOLE
179559
0
0
TCF FINL CORP
COM
872275102
947
67060
SH
SOLE
67060
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
13447
270500
SH
SOLE
270500
0
0
TECO ENERGY INC
COM
872375100
2144
80448
SH
SOLE
80448
0
0
TJX COS INC
COM
872540109
16237
228986
SH
SOLE
228986
0
0
TRI POINTE GROUP INC
COM
87265H109
730
57600
SH
SOLE
57600
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
271
2877
SH
SOLE
2877
0
0
TALEN ENERGY CORP
COM
87422J105
157
25202
SH
SOLE
25202
0
0
TANGER FACTORY OUTLET CTRS
COM
875465106
1226
37500
SH
SOLE
37500
0
0
TARGET CORP
COM
87612E106
15297
210678
SH
SOLE
210678
0
0
TAUBMAN CTRS INC
COM
876664103
1826
23800
SH
SOLE
23800
0
0
TECH DATA CORP
COM
878237106
919
13850
SH
SOLE
13850
0
0
TEGNA INC
COM
87901J105
1934
75788
SH
SOLE
75788
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
1242
14000
SH
SOLE
14000
0
0
TELEFLEX INC
COM
879369106
2160
16430
SH
SOLE
16430
0
0
TELEPHONE AND DATA SYS
COM NEW
879433829
967
37336
SH
SOLE
37336
0
0
TEMPUR SEALY INTL INC
COM
88023U101
1733
24600
SH
SOLE
24600
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1034
34140
SH
SOLE
34140
0
0
TERADATA CORP
COM
88076W103
1202
45512
SH
SOLE
45512
0
0
TERADYNE INC
COM
880770102
1680
81300
SH
SOLE
81300
0
0
TEREX CORP
COM
880779103
793
42900
SH
SOLE
42900
0
0
TESORO CORP
COM
881609101
4338
41167
SH
SOLE
41167
0
0
TESLA MTRS INC
COM
88160R101
82160
342321
SH
SOLE
342321
0
0
TEXAS INSTRS INC
COM
882508104
36493
665814
SH
SOLE
665814
0
0
TEXTRON INC
COM
883203101
3931
93581
SH
SOLE
93581
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
133269
939503
SH
SOLE
939503
0
0
THOR INDS INC
COM
885160101
1016
18100
SH
SOLE
18100
0
0
3-D SYS CORP
COM NEW
88554D205
362
41700
SH
SOLE
41700
0
0
3M CO
COM
88579Y101
33073
219552
SH
SOLE
219552
0
0
TIFFANY + CO
COM
886547108
2908
38122
SH
SOLE
38122
0
0
TIME INC
COM
887228104
681
43437
SH
SOLE
43437
0
0
TIME WARNER INC
COM NEW
887317303
17681
273403
SH
SOLE
273403
0
0
TIME WARNER CABLE
COM
88732J207
17968
96814
SH
SOLE
96814
0
0
TIMKEN CO
COM
887389104
815
28500
SH
SOLE
28500
0
0
TOLL BROTHERS INC
COM
889478103
2135
64100
SH
SOLE
64100
0
0
TOOTSIE ROLL INDS
COM
890516107
220
6965
SH
SOLE
6965
0
0
TORCHMARK CORP
COM
891027104
2243
39246
SH
SOLE
39246
0
0
TORO CO
COM
891092108
1586
21700
SH
SOLE
21700
0
0
TOWERS WATSON + CO
CL A
891894107
3533
27500
SH
SOLE
27500
0
0
TOTAL SYS SVCS INC
COM
891906109
2885
57933
SH
SOLE
57933
0
0
TRACTOR SUPPLY CO
COM
892356106
58217
680900
SH
SOLE
680900
0
0
TRAVELERS COMPANIES INC
COM
89417E109
11745
104067
SH
SOLE
104067
0
0
TREEHOUSE FOODS INC
COM
89469A104
1334
17000
SH
SOLE
17000
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
2124
99000
SH
SOLE
99000
0
0
TRINITY INDS INC
COM
896522109
1451
60394
SH
SOLE
60394
0
0
TRIUMPH GROUP INC
COM
896818101
775
19500
SH
SOLE
19500
0
0
TRIPADVISOR INC
COM
896945201
3294
38638
SH
SOLE
38638
0
0
TRUSTMARK CORP
COM
898402102
615
26700
SH
SOLE
26700
0
0
TUPPERWARE BRANDS CORP
COM
899896104
1107
19887
SH
SOLE
19887
0
0
TWENTY FIRST CENTY FOX
CL A
90130A101
10877
400477
SH
SOLE
400477
0
0
TWENTY FIRST CENTY FOX
CL B
90130A200
4016
147500
SH
SOLE
147500
0
0
TWITTER INC
COM
90184L102
17702
765000
SH
SOLE
765000
0
0
TWO HBRS INVT CORP
COM
90187B101
135027
16670000
SH
SOLE
16670000
0
0
TYLER TECHNOLOGIES INC
COM
902252105
2231
12800
SH
SOLE
12800
0
0
TYSON FOODS INC
CL A
902494103
5395
101164
SH
SOLE
101164
0
0
UDR INC
COM
902653104
3890
103545
SH
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103545
0
0
UGI CORP
COM
902681105
2302
68200
SH
SOLE
68200
0
0
US BANCORP
COM NEW
902973304
192379
4508533
SH
SOLE
4508533
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
2209
11300
SH
SOLE
11300
0
0
UMPQUA HLDGS CORP
COM
904214103
1385
87100
SH
SOLE
87100
0
0
UNDER ARMOUR INC
CL A
904311107
23103
286600
SH
SOLE
286600
0
0
UNION PAC CORP
COM
907818108
145308
1858156
SH
SOLE
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0
0
UNITED CONTL HLDGS
COM
910047109
7306
127500
SH
SOLE
127500
0
0
UNITED NAT FOODS INC
COM
911163103
779
19800
SH
SOLE
19800
0
0
UNITED PARCEL SERVICE INC
CL B
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32724
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SH
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0
0
UNITED RENTALS INC
COM
911363109
2307
31800
SH
SOLE
31800
0
0
UNITED STATES STL CORP
COM
912909108
461
57800
SH
SOLE
57800
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
60647
631279
SH
SOLE
631279
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
2819
18000
SH
SOLE
18000
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
42470
361013
SH
SOLE
361013
0
0
UNIVERSAL HLTH SVCS
CL B
913903100
3728
31200
SH
SOLE
31200
0
0
UNUM GROUP
COM
91529Y106
2773
83309
SH
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83309
0
0
URBAN OUTFITTERS INC
COM
917047102
676
29719
SH
SOLE
29719
0
0
URBAN EDGE PPTYS
COM
91704F104
856
36500
SH
SOLE
36500
0
0
VCA INC
COM
918194101
1755
31900
SH
SOLE
31900
0
0
V F CORP
COM
918204108
7261
116636
SH
SOLE
116636
0
0
VALERO ENERGY CORP
COM
91913Y100
32382
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SH
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0
0
VALLEY NATL BANCORP
COM
919794107
870
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SH
SOLE
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0
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VALMONT INDS
COM
920253101
965
9100
SH
SOLE
9100
0
0
VALSPAR CORP
COM
920355104
2397
28900
SH
SOLE
28900
0
0
VANGUARD TAX MANAGED INTL FD
FTSE DEV MKT ETF
921943858
11016
300000
SH
SOLE
300000
0
0
VANTIV INC
CL A
92210H105
1119
23600
SH
SOLE
23600
0
0
VARIAN MED SYS INC
COM
92220P105
2679
33150
SH
SOLE
33150
0
0
VECTREN CORP
COM
92240G101
10832
255360
SH
SOLE
255360
0
0
VENTAS INC
COM
92276F100
6426
113882
SH
SOLE
113882
0
0
VERIFONE SYS INC
COM
92342Y109
1272
45400
SH
SOLE
45400
0
0
VERISIGN INC
COM
92343E102
2931
33553
SH
SOLE
33553
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
263249
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SH
SOLE
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0
0
VERISK ANALYTICS INC
COM
92345Y106
4098
53300
SH
SOLE
53300
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
10570
84000
SH
SOLE
84000
0
0
VIACOM INC
CL B
92553P201
93174
2263704
SH
SOLE
2263704
0
0
VISA INC
COM CL A
92826C839
52709
679680
SH
SOLE
679680
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
645
53552
SH
SOLE
53552
0
0
VISTA OUTDOOR INC
COM
928377100
1095
24600
SH
SOLE
24600
0
0
VORNADO RLTY TR
SH BEN INT
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6060
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SH
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0
0
VULCAN MATLS CO
COM
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4327
45558
SH
SOLE
45558
0
0
WGL HLDGS INC
COM
92924F106
1243
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SH
SOLE
19740
0
0
W P CAREY INC
COM
92936U109
16874
286000
SH
SOLE
286000
0
0
WP GLIMCHER IN
COM
92939N102
777
73221
SH
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73221
0
0
WEC ENERGY GROUP INC
COM
92939U106
5539
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SH
SOLE
107945
0
0
WABTEC CORP
COM
929740108
2710
38100
SH
SOLE
38100
0
0
WADDELL + REED FINL INC
CL A
930059100
940
32800
SH
SOLE
32800
0
0
WAL-MART STORES INC
COM
931142103
111084
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SH
SOLE
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0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
25369
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SH
SOLE
297917
0
0
WASHINGTON FED INC
COM
938824109
877
36823
SH
SOLE
36823
0
0
WASTE CONNECTIONS INC
COM
941053100
2723
48350
SH
SOLE
48350
0
0
WASTE MGMT INC
COM
94106L109
7580
142018
SH
SOLE
142018
0
0
WATERS CORP
COM
941848103
17431
129524
SH
SOLE
129524
0
0
WATSCO INC
COM
942622200
1195
10200
SH
SOLE
10200
0
0
WEBSTER FINL CORP
COM
947890109
1348
36250
SH
SOLE
36250
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
1560
45100
SH
SOLE
45100
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1361
17400
SH
SOLE
17400
0
0
WELLS FARGO + CO
COM
949746101
428087
7875034
SH
SOLE
7875034
0
0
WELLTOWER INC
COM
95040Q104
8237
121077
SH
SOLE
121077
0
0
WENDYS CO
COM
95058W100
932
86543
SH
SOLE
86543
0
0
WERNER ENTERPRISES INC
COM
950755108
411
17575
SH
SOLE
17575
0
0
WEST PHARMACEUTICAL SVSC
COM
955306105
1716
28500
SH
SOLE
28500
0
0
WESTAR ENERGY INC
COM
95709T100
2369
55850
SH
SOLE
55850
0
0
WESTERN DIGITAL CORP
COM
958102105
4760
79267
SH
SOLE
79267
0
0
WESTERN REFNG INC
COM
959319104
976
27400
SH
SOLE
27400
0
0
WESTERN UN CO
COM
959802109
3095
172794
SH
SOLE
172794
0
0
WESTROCK CO
COM
96145D105
4014
87982
SH
SOLE
87982
0
0
WEX INC
COM
96208T104
1353
15300
SH
SOLE
15300
0
0
WEYERHAEUSER CO
COM
962166104
5235
174620
SH
SOLE
174620
0
0
WHIRLPOOL CORP
COM
963320106
3928
26745
SH
SOLE
26745
0
0
WHITEWAVE FOODS CO
COM
966244105
2709
69634
SH
SOLE
69634
0
0
WHOLE FOODS MKT INC
COM
966837106
3910
116714
SH
SOLE
116714
0
0
WILLIAMS COS INC
COM
969457100
5997
233342
SH
SOLE
233342
0
0
WILLIAMS SONOMA INC
COM
969904101
1928
33000
SH
SOLE
33000
0
0
WISDOMTREE INVTS INC
COM
97717P104
712
45400
SH
SOLE
45400
0
0
WOODWARD INC
COM
980745103
1117
22500
SH
SOLE
22500
0
0
WORLD FUEL SVCS CORP
COM
981475106
1077
28000
SH
SOLE
28000
0
0
WORTHINGTON INDS
COM
981811102
551
18278
SH
SOLE
18278
0
0
WPX ENERGY INC
COM
98212B103
531
92500
SH
SOLE
92500
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
2888
39749
SH
SOLE
39749
0
0
WYNN RESORTS LTD
COM
983134107
1922
27774
SH
SOLE
27774
0
0
XCEL ENERGY INC
COM
98389B100
6233
173566
SH
SOLE
173566
0
0
XILINX INC
COM
983919101
4127
87875
SH
SOLE
87875
0
0
XEROX CORP
COM
984121103
3460
325459
SH
SOLE
325459
0
0
XYLEM INC
COM
98419M100
2239
61344
SH
SOLE
61344
0
0
YAHOO INC
COM
984332106
9883
297155
SH
SOLE
297155
0
0
YUM BRANDS INC
COM
988498101
10774
147490
SH
SOLE
147490
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
1435
20600
SH
SOLE
20600
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
6002
58503
SH
SOLE
58503
0
0
ZIONS BANCORPORATION
COM
989701107
1907
69838
SH
SOLE
69838
0
0
ZOETIS INC
CL A
98978V103
7507
156656
SH
SOLE
156656
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
2163
32805
SH
SOLE
32805
0
0
ALLERGAN PLC
SHS
G0177J108
42141
134852
SH
SOLE
134852
0
0
AON PLC
SHS CL A
G0408V102
8642
93719
SH
SOLE
93719
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
1159
24000
SH
SOLE
24000
0
0
ACCENTURE PLC
SHS CLASS A
G1151C101
38968
372902
SH
SOLE
372902
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
101169
1180090
SH
SOLE
1180090
0
0
EATON CORP PLC
SHS
G29183103
8238
158296
SH
SOLE
158296
0
0
ENDURANCE SPECIALTY HLDGS LT
SHS
G30397106
1549
24200
SH
SOLE
24200
0
0
ENDO INTL
SHS
G30401106
4359
71200
SH
SOLE
71200
0
0
ENSCO PLC
SHS CLASS A
G3157S106
1563
101580
SH
SOLE
101580
0
0
EVEREST RE GROUP LTD
COM
G3223R108
3116
17020
SH
SOLE
17020
0
0
INGERSOLL-RAND PLC
SHS
G47791101
5342
96616
SH
SOLE
96616
0
0
INVESCO LTD
SHS
G491BT108
4853
144943
SH
SOLE
144943
0
0
LIVANOVA PLC
SHS
G5509L101
997
16800
SH
SOLE
16800
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
2963
39700
SH
SOLE
39700
0
0
MEDTRONIC PLC
SHS
G5960L103
36998
480990
SH
SOLE
480990
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
29404
734000
SH
SOLE
734000
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
954
112063
SH
SOLE
112063
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
5802
124500
SH
SOLE
124500
0
0
NOBLE CORP PLC
SHS USD
G65431101
2224
210840
SH
SOLE
210840
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
1958
17300
SH
SOLE
17300
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
836
49300
SH
SOLE
49300
0
0
SEAGATE TECHNOLOGY
SHS
G7945M107
3749
102268
SH
SOLE
102268
0
0
PENTAIR PLC
SHS
G7S00T104
3051
61606
SH
SOLE
61606
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
38616
312200
SH
SOLE
312200
0
0
STERIS PLC
SHS USD
G84720104
2554
33900
SH
SOLE
33900
0
0
TYCO INTL PLC
SHS
G91442106
4611
144585
SH
SOLE
144585
0
0
VALIDUS HOLDINGS LTD
COM
G9319H102
158455
3423100
SH
SOLE
3423100
0
0
GOLAR LNG LTD
SHS
G9456A100
6695
424000
SH
SOLE
424000
0
0
WILLIS GROUP HOLDINGS PUBLIC
SHS
G96666105
243
5000
SH
SOLE
5000
0
0
PERRIGO CO PLC
SHS
G97822103
7251
50114
SH
SOLE
50114
0
0
XL GROUP PLC
SHS
G98290102
3991
101862
SH
SOLE
101862
0
0
GARMIN LTD
SHS
H2906T109
1500
40346
SH
SOLE
40346
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
8535
132096
SH
SOLE
132096
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
1447
116900
SH
SOLE
116900
0
0
MOBILEYE N V
ORD SHS
N51488117
26594
629000
SH
SOLE
629000
0
0
LYONDELLBASELL INDUSTRIES N
SHS -A-
N53745100
31287
360032
SH
SOLE
360032
0
0
MYLAN N V
SHS EURO
N59465109
7640
141293
SH
SOLE
141293
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
5941
58700
SH
SOLE
58700
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
13020
89700
SH
SOLE
89700
0
0
GOLAR LNG PARTNERS LP
COM UNIT LPI
Y2745C102
5084
380000
SH
SOLE
380000
0
0