Location: London, United Kingdom
CIK: 0000898419 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value: $24.61B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MSFT | Microsoft Corp | 15,911,904 | $883M | 3.6% | $27.24 | +68.6% | MICROSOFT ORD SHS | 594918104 |
| WFC | WELLS FARGO & CO | 13,769,965 | $749M | 3.0% | $32.12 | +27.2% | Wells Fargo & Co | 949746101 |
| MEOH | METHANEX CORP | 17,463,118 | $576M | 2.3% | $47.12 | -18.9% | COM NPV | 59151K108 |
| ABBV | AbbVie Inc | 9,115,522 | $540M | 2.2% | $36.59 | +3.7% | COM USD0.01 | 00287Y109 |
| — | AVAGO TECH LTD | 3,373,082 | $490M | 2.0% | $84.40 | — | NPV | Y0486S104 |
| UNH | UNITEDHEALTH GRP | 4,117,158 | $484M | 2.0% | $92.27 | +7.6% | UnitedHealth Group Inc | 91324P102 |
| JNJ | Johnson & Johnson | 4,702,815 | $483M | 2.0% | $67.12 | +13.1% | Johnson & Johnson | 478160104 |
| JPM | JPMORGAN CHASE &CO | 7,277,274 | $481M | 2.0% | $41.33 | +20.2% | JPMorgan Chase & Co | 46625H100 |
| LVS | LAS VEGAS SANDS CO | 9,015,631 | $395M | 1.6% | $45.41 | -23.9% | COM USD0.001 | 517834107 |
| AAPL | Apple Inc | 3,323,620 | $350M | 1.4% | $21.99 | +17.0% | COM NPV | 037833100 |
| USB | US BANCORP | 8,172,961 | $349M | 1.4% | $28.41 | +4.2% | US Bancorp | 902973304 |
| — | BLACKROCK INC | 918,376 | $313M | 1.3% | $346.09 | — | COM STK USD0.01 | 09247X101 |
| CSCO | Cisco Systems Inc | 11,167,173 | $303M | 1.2% | $17.94 | +12.4% | COM USD0.001 | 17275R102 |
| — | TIME WARNER INC | 4,585,746 | $297M | 1.2% | $77.62 | — | TIME WARNER ORD SHS | 887317303 |
| AJG | GALLAGHER AJ &CO | 6,685,481 | $274M | 1.1% | $35.54 | +1.2% | COM USD1 | 363576109 |
| BAC | BK OF AMERICA CORP | 16,000,762 | $269M | 1.1% | $11.93 | +13.7% | COM USD0.01 | 060505104 |
| PFE | PFIZER INC | 7,815,384 | $252M | 1.0% | $18.04 | +12.9% | Pfizer Inc | 717081103 |
| LYB | LyondellBasell Indus | 2,600,863 | $226M | 0.9% | $48.12 | +8.1% | LyondellBasell Industries NV | N53745100 |
| MO | Altria Group Inc | 3,850,742 | $224M | 0.9% | $22.63 | +30.2% | COM USD0.333333 | 02209S103 |
| IBM | INTL BUSINESS MCHN | 1,596,659 | $220M | 0.9% | $109.00 | -19.7% | International Business Machine | 459200101 |
| CVX | Chevron Corp | 2,429,145 | $219M | 0.9% | $68.95 | -15.3% | COM USD0.75 | 166764100 |
| C | Citigroup Inc | 4,140,567 | $214M | 0.9% | $37.20 | +6.5% | COM USD0.01 | 172967424 |
| MDT | Medtronic PLC | 2,722,372 | $209M | 0.9% | $58.13 | +0.7% | USD0.0001 | G5960L103 |
| GILD | Gilead Sciences Inc | 1,968,011 | $199M | 0.8% | $57.80 | +26.1% | Gilead Sciences Inc | 375558103 |
| GOOGL | Alphabet Inc | 253,110 | $197M | 0.8% | $36.73 | 0.0% | CAP STK USD0.001 CL A | 02079K305 |
| T | AT&T Inc | 5,695,650 | $196M | 0.8% | $11.71 | +6.2% | COM USD1 | 00206R102 |
| AXP | American Express Co | 2,782,803 | $194M | 0.8% | $69.99 | -10.2% | COM USD0.20 | 025816109 |
| BIDU | Baidu Inc | 1,017,511 | $192M | 0.8% | $186.36 | — | BAIDU INC - SPON ADR | 056752108 |
| GS | GOLDMAN SACHS GRP | 1,048,899 | $189M | 0.8% | $134.50 | +12.4% | Goldman Sachs Group Inc/The | 38141G104 |
| CMCSA | COMCAST CORP | 3,286,554 | $185M | 0.8% | $18.40 | +29.1% | Comcast Corp | 20030N101 |
| — | CIGNA CORP | 1,208,318 | $177M | 0.7% | $86.07 | — | COM USD0.25 | 125509109 |
| GM | GENERAL MOTORS CO | 5,166,875 | $176M | 0.7% | $27.30 | +1.5% | General Motors Co | 37045V100 |
| PNC | PNC FINANCIAL SVCS | 1,838,983 | $175M | 0.7% | $55.98 | +20.0% | PNC Financial Services Group I | 693475105 |
| MS | Morgan Stanley Group | 5,417,269 | $172M | 0.7% | $18.77 | +33.2% | Morgan Stanley | 617446448 |
| ALL | Allstate Corp/The | 2,743,847 | $170M | 0.7% | $45.01 | +10.5% | COM USD0.01 | 020002101 |
| MRK | Merck & Co Inc | 3,186,005 | $168M | 0.7% | $33.79 | +8.8% | Merck & Co Inc | 58933Y105 |
| UPS | UTD PARCEL SERV | 1,743,642 | $168M | 0.7% | $56.44 | +25.1% | United Parcel Service Inc | 911312106 |
| GOOG | Google Inc | 217,471 | $165M | 0.7% | $35.61 | 0.0% | CAP STK USD0.001 CL C | 02079K107 |
| ACWV | iShares MSCI All Cou | 2,357,655 | $163M | 0.7% | $71.69 | — | ISHARES MSCI ALL COUNTRY WORLD | 464286525 |
| — | UTD TECHNOLOGIES | 1,696,215 | $163M | 0.7% | $94.39 | — | UNITED TECHNOLOGIES ORD SHS | 913017109 |
| LNC | LINCOLN NATL CORP | 3,138,300 | $158M | 0.6% | $28.76 | +24.1% | Lincoln National Corp | 534187109 |
| — | NATL OILWELL VARCO | 4,673,472 | $157M | 0.6% | $60.57 | — | National Oilwell Varco Inc | 637071101 |
| HD | Home Depot Inc/The | 1,152,900 | $152M | 0.6% | $72.82 | +37.3% | Home Depot Inc/The | 437076102 |
| INTC | Intel Corp | 4,422,087 | $152M | 0.6% | $19.06 | +39.8% | INTEL CORPORATION ORD SHS | 458140100 |
| HAL | Halliburton Co | 4,445,300 | $151M | 0.6% | $37.86 | -18.2% | Halliburton Co | 406216101 |
| — | MINDRAY MEDICAL IN | 5,493,775 | $149M | 0.6% | $34.09 | — | SPON ADR EACH REP 1 ORD 'A' | 602675100 |
| INDA | ISHARES TRUST | 5,399,730 | $148M | 0.6% | $28.19 | — | MSCI INDIA ETF | 46429B598 |
| HIG | HARTFORD FINL SVCS | 3,400,234 | $148M | 0.6% | $25.72 | +43.4% | Hartford Financial Services Gr | 416515104 |
| UNP | UNION PACIFIC CORP | 1,885,297 | $147M | 0.6% | $81.08 | -15.8% | UNION PACIFIC ORD SHS | 907818108 |
| UBS | UBS GROUP | 7,541,679 | $146M | 0.6% | $17.70 | +10.3% | CHF0.10 (REGD) | H42097107 |
| HON | HONEYWELL INTL INC | 1,398,010 | $145M | 0.6% | $67.49 | +10.1% | Honeywell International Inc | 438516106 |
| CAT | CATERPILLAR INC | 2,103,263 | $143M | 0.6% | $64.87 | -15.9% | COM USD1 | 149123101 |
| BA | Boeing Co/The | 961,466 | $139M | 0.6% | $119.06 | +8.2% | COM USD5 | 097023105 |
| ADM | Archer-Daniels-Midla | 3,761,900 | $138M | 0.6% | $29.69 | -0.3% | COM NPV | 039483102 |
| OXY | Occidental Petroleum | 2,039,207 | $138M | 0.6% | $58.09 | -8.0% | Occidental Petroleum Corp | 674599105 |
| PEP | PEPSICO INC | 1,377,925 | $138M | 0.6% | $62.78 | +17.0% | PepsiCo Inc | 713448108 |
| — | Viacom Inc | 3,333,075 | $137M | 0.6% | $58.85 | — | Viacom Inc | 92553P201 |
| AMAT | Applied Materials In | 7,316,000 | $137M | 0.6% | $15.45 | -0.2% | COM USD0.01 | 038222105 |
| TRV | Travelers Cos Inc/Th | 1,195,447 | $135M | 0.5% | $71.05 | +25.1% | Travelers Cos Inc/The | 89417E109 |
| SMG | SCOTTS MIRACLE-GRO | 2,050,000 | $132M | 0.5% | $29.98 | +58.7% | CLASS'A'COM NPV | 810186106 |
| — | General Electric Co | 4,165,731 | $130M | 0.5% | $24.38 | — | General Electric Co | 369604103 |
| M | Macy's Inc | 3,707,600 | $130M | 0.5% | $49.36 | -12.2% | Macy's Inc | 55616P104 |
| BRK/B | Berkshire Hathaway I | 978,700 | $129M | 0.5% | $128.60 | +4.4% | CLASS'B'COM USD0.0033 | 084670702 |
| XOM | Exxon Mobil Corp | 1,639,811 | $128M | 0.5% | $53.70 | -4.3% | Exxon Mobil Corp | 30231G102 |
| — | CITRIX SYSTEMS INC | 117,296,000 | $128M | 0.5% | $1.06 | — | 0.5% CNV BDS 15/04/19 USD10 | 177376AD2 |
| YUM | YUM BRANDS INC | 1,706,485 | $125M | 0.5% | $45.47 | -4.8% | COM NPV | 988498101 |
| AMGN | AMGEN INC | 751,736 | $122M | 0.5% | $83.62 | +39.3% | COM USD0.0001 | 031162100 |
| QCOM | QUALCOMM Inc | 2,339,362 | $117M | 0.5% | $45.85 | -12.8% | QUALCOMM ORD SHS | 747525103 |
| ABT | ABBOTT LABS | 2,575,234 | $116M | 0.5% | $34.23 | +6.8% | COM NPV | 002824100 |
| AEM | AGNICO EAGLE MINES | 4,318,311 | $113M | 0.5% | $22.50 | +0.9% | COM NPV | 008474108 |
| CVS | CVS Health Corp | 1,152,676 | $113M | 0.5% | $43.53 | +66.8% | CVS HEALTH ORD SHS | 126650100 |
| ORCL | Oracle Corp | 3,053,977 | $112M | 0.5% | $31.72 | +3.4% | ORACLE ORD SHS | 68389X105 |
| — | YAHOO INC | 114,365,000 | $111M | 0.5% | $1.12 | — | 0% SR NT 01/12/2018 USD1000 | 984332AF3 |
| — | Apache Corp | 2,488,200 | $111M | 0.4% | $83.00 | — | COM USD0.625 | 037411105 |
| DIS | Walt Disney Co/The | 1,046,847 | $110M | 0.4% | $82.13 | +24.5% | Walt Disney Co/The | 254687106 |
| HPQ | HP INC | 9,148,797 | $108M | 0.4% | $9.12 | 0.0% | HP Inc | 40434L105 |
| DAL | Delta Air Lines Inc | 2,122,500 | $108M | 0.4% | $39.62 | +10.2% | Delta Air Lines Inc | 247361702 |
| — | Spirit AeroSystems H | 2,145,111 | $107M | 0.4% | $30.75 | — | Spirit AeroSystems Holdings In | 848574109 |
| BDX | Becton Dickinson and | 692,120 | $107M | 0.4% | $119.01 | +3.7% | COM USD1 | 075887109 |
| EIX | EDISON INTL | 1,770,300 | $105M | 0.4% | $33.97 | +19.9% | Edison International | 281020107 |
| DB | DEUTSCHE BANK AG | 4,331,692 | $105M | 0.4% | $29.36 | -30.1% | NPV(REGD) | D18190898 |
| — | HOLLYSYS AUTOMATIO | 4,608,932 | $102M | 0.4% | $16.05 | — | COM STK USD0.0001 | G45667105 |
| LMT | Lockheed Martin Corp | 467,593 | $102M | 0.4% | $74.06 | +123.3% | Lockheed Martin Corp | 539830109 |
| VZ | Verizon Communicatio | 2,190,681 | $101M | 0.4% | $26.51 | +1.6% | Verizon Communications Inc | 92343V104 |
| RCL | Royal Caribbean Crui | 994,300 | $101M | 0.4% | $44.86 | +88.3% | Royal Caribbean Cruises Ltd | V7780T103 |
| WMT | Wal-Mart Stores Inc | 1,606,852 | $98.5M | 0.4% | $19.84 | -16.2% | WALMART STORES ORD SHS | 931142103 |
| AVT | AVNET INC | 2,280,600 | $97.7M | 0.4% | $32.17 | +11.2% | COM USD1 | 053807103 |
| — | RANDGOLD RESOURCES | 1,501,125 | $92.97M | 0.4% | $72.43 | — | ADS EACH REPR 1 ORD USD0.05 | 752344309 |
| IVV | iShares Core S&P 500 | 425,700 | $87.21M | 0.4% | $184.47 | — | ISHARES CORE S&P 500 ETF | 464287200 |
| — | PRICELINE GROUP IN | 85,901,000 | $86.65M | 0.4% | $1.01 | — | 0.9% CNV SNR 15/09/2021 USD | 741503AX4 |
| NWL | Newell Rubbermaid In | 1,881,073 | $82.92M | 0.3% | $18.28 | +59.1% | Newell Rubbermaid Inc | 651229106 |
| — | XILINX INC | 1,756,396 | $82.5M | 0.3% | $44.67 | — | COM USD0.01 | 983919101 |
| MA | MASTERCARD INC | 847,120 | $82.48M | 0.3% | $78.41 | +17.6% | MASTERCARD ORD SHS CLASS A | 57636Q104 |
| MMM | 3M COMPANY | 544,231 | $81.98M | 0.3% | $80.96 | +13.8% | COM USD0.01 | 88579Y101 |
| — | GW PHARMACEUTICALS | 1,171,600 | $81.36M | 0.3% | $77.08 | — | ADS EA REPR 12 ORD | 36197T103 |
| — | EMC Corp/MA | 3,100,862 | $79.63M | 0.3% | $26.56 | — | EMC ORD SHS | 268648102 |
| BBY | Best Buy Co Inc | 2,601,565 | $79.22M | 0.3% | $21.81 | +4.9% | COM USD0.10 | 086516101 |
| MTB | M & T BANK CORP | 643,758 | $78.01M | 0.3% | $90.77 | +1.0% | COM USD0.50 | 55261F104 |
| PG | Procter & Gamble Co/ | 980,410 | $77.86M | 0.3% | $56.42 | +2.7% | PROCTER & GAMBLE ORD SHS | 742718109 |
| — | SPDR Barclays High Y | 2,210,638 | $74.96M | 0.3% | $36.13 | — | SPDR Barclays High Yield Bond | 78464A417 |
| NUE | NUCOR CORP | 1,843,600 | $74.3M | 0.3% | $34.25 | -5.3% | Nucor Corp | 670346105 |
| — | GOLDCORP INC | 6,341,111 | $73.3M | 0.3% | $22.18 | — | COM NPV | 380956409 |
| MET | METLIFE INC | 1,514,810 | $73.03M | 0.3% | $26.12 | +19.4% | METLIFE ORD SHS | 59156R108 |
| 1741046D | STERIS PLC | 959,557 | $72.29M | 0.3% | $75.34 | — | GBP0.1 | G84720104 |
| KMB | KIMBERLY-CLARK CP | 564,876 | $71.91M | 0.3% | $71.36 | +19.1% | Kimberly-Clark Corp | 494368103 |
| — | Anadarko Petroleum C | 1,449,753 | $70.43M | 0.3% | $75.59 | — | COM USD0.10 | 032511107 |
| — | Ashland Inc | 683,000 | $70.14M | 0.3% | $100.16 | — | COM USD1.00 | 044209104 |
| AMZN | Amazon.com Inc | 100,081 | $67.64M | 0.3% | $19.96 | +57.9% | COM USD0.01 | 023135106 |
| — | St Jude Medical Inc | 1,080,300 | $66.73M | 0.3% | $65.88 | — | St Jude Medical Inc | 790849103 |
| — | CR Bard Inc | 352,130 | $66.71M | 0.3% | $159.66 | — | CR Bard Inc | 067383109 |
| LLY | LILLY ELI & CO | 787,643 | $66.37M | 0.3% | $44.20 | +57.7% | Eli Lilly & Co | 532457108 |
| — | CBS CORPORATION | 1,397,900 | $65.88M | 0.3% | $49.91 | — | CLASS'B' COM STK USD0.001 | 124857202 |
| — | Diamond Offshore Dri | 3,008,200 | $63.47M | 0.3% | $43.14 | — | Diamond Offshore Drilling Inc | 25271C102 |
| PTEN | Patterson-UTI Energy | 4,151,600 | $62.61M | 0.3% | $19.90 | -22.7% | Patterson-UTI Energy Inc | 703481101 |
| TXT | Textron Inc | 1,481,200 | $62.23M | 0.3% | $28.93 | +40.8% | Textron Inc | 883203101 |
| ROK | ROCKWELL AUTOMATIO | 590,219 | $60.56M | 0.2% | $96.18 | -10.5% | COM USD1 | 773903109 |
| MDLZ | MONDELEZ INTL INC | 1,289,125 | $57.8M | 0.2% | $27.42 | +29.4% | Mondelez International Inc | 609207105 |
| RMD | RESMED INC | 1,060,794 | $56.95M | 0.2% | $53.87 | -7.2% | COM USD0.004 | 761152107 |
| FNV | FRANCO NEVADA CORP | 1,241,602 | $56.8M | 0.2% | $44.81 | -2.9% | COM NPV | 351858105 |
| KO | Coca-Cola Co/The | 1,288,162 | $55.34M | 0.2% | $28.30 | +9.0% | COM USD0.25 | 191216100 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 53,500 | $55.12M | 0.2% | $1039.24 | — | 5.5% CONV PRF | G0177J116 |
| TEX | Terex Corp | 2,958,800 | $54.68M | 0.2% | $30.50 | -35.2% | Terex Corp | 880779103 |
| — | YANDEX N.V. | 62,337,000 | $53.8M | 0.2% | $0.86 | — | 1.125% CNV BDS 15/12/18 USD | 98474TAB3 |
| — | Walgreens Boots Alli | 630,003 | $53.65M | 0.2% | $79.75 | — | Walgreens Boots Alliance Inc | 931427108 |
| — | SANDISK CORP | 51,237,000 | $53.03M | 0.2% | $1.06 | — | 0.5% CNV BDS 15/10/20 USD10 | 80004CAF8 |
| — | NVIDIA CORP | 30,748,000 | $51.22M | 0.2% | $1.15 | — | 1% CNV BDS 01/12/18 USD | 67066GAC8 |
| — | EI du Pont de Nemour | 743,209 | $49.5M | 0.2% | $57.31 | — | EI du Pont de Nemours & Co | 263534109 |
| — | NXP SEMICONDUCTORS | 43,751,000 | $47.94M | 0.2% | $1.10 | — | 1% CNV SNR 01/12/2019 USD | 62952QAB6 |
| — | PRICELINE GROUP IN | 40,114,000 | $47.71M | 0.2% | $1.15 | — | 0.35% SNR CNV NTS 15/06/20 | 741503AS5 |
| HYG | iShares iBoxx $ High | 583,080 | $46.98M | 0.2% | $91.73 | — | ISHARES IBOXX $ HIGH YIELD COR | 464288513 |
| — | Dow Chemical Co/The | 910,279 | $46.86M | 0.2% | $40.99 | — | Dow Chemical Co/The | 260543103 |
| — | AKAMAI TECHNOLOGIE | 47,054,000 | $46.52M | 0.2% | $1.04 | — | 0% CNV BDS 15/02/19 USD1000 | 00971TAG6 |
| AIG | AMER INTL GRP | 740,978 | $45.92M | 0.2% | $41.45 | +14.2% | COM USD2.50 | 026874784 |
| CL | Colgate-Palmolive Co | 676,893 | $45.09M | 0.2% | $48.65 | +8.0% | COM USD1 | 194162103 |
| — | TAHOE RESOURCES IN | 5,047,716 | $43.76M | 0.2% | $14.89 | — | COM NPV | 873868103 |
| — | CORE LABORATORIES | 400,000 | $43.5M | 0.2% | $110.48 | — | ORD EUR0.02 | N22717107 |
| TEVA | TEVA PHARMA IND | 659,783 | $43.31M | 0.2% | $55.39 | — | ADR(CNV 1 ORD ILS0.10) | 881624209 |
| ELV | Anthem Inc | 309,259 | $43.12M | 0.2% | $114.99 | +4.0% | COM USD0.01 | 036752103 |
| NEM | NEWMONT MINING CP | 2,389,692 | $42.99M | 0.2% | $23.98 | -39.9% | COM USD1.60 | 651639106 |
| CMI | CUMMINS INC | 482,247 | $42.44M | 0.2% | $104.79 | -27.7% | COM USD2.50 | 231021106 |
| PM | PHILIP MORRIS INTL | 479,522 | $42.16M | 0.2% | $48.93 | +6.8% | PHILIP MORRIS INTERNATIONAL OR | 718172109 |
| INGR | Ingredion Inc | 439,752 | $42.15M | 0.2% | $69.69 | +36.0% | INGREDION ORD SHS | 457187102 |
| BK | BK OF NY MELLON CP | 1,000,886 | $41.26M | 0.2% | $29.45 | +10.3% | COM STK USD0.01 | 064058100 |
| — | STILLWATER MINING | 42,434,000 | $40.29M | 0.2% | $1.04 | — | 1.75% CNV SNR 15/10/32 USD | 86074QAL6 |
| BTG | B2GOLD CORP | 39,051,586 | $39.83M | 0.2% | $1.78 | -49.0% | COM NPV | 11777Q209 |
| PSX | Phillips 66 | 485,893 | $39.75M | 0.2% | $42.72 | +38.3% | Phillips 66 | 718546104 |
| — | YAMANA GOLD INC | 20,830,212 | $38.74M | 0.2% | $5.03 | — | COM NPV | 98462Y100 |
| NXPI | NXP SEMICONDUCTORS | 455,600 | $38.38M | 0.2% | $79.82 | -4.7% | EUR0.20 | N6596X109 |
| VLO | Valero Energy Corp | 541,969 | $38.32M | 0.2% | $24.96 | +82.3% | Valero Energy Corp | 91913Y100 |
| — | Reynolds American In | 815,139 | $37.62M | 0.2% | $62.86 | — | REYNOLDS AMERICAN ORD SHS | 761713106 |
| MSI | Motorola Solutions I | 549,333 | $37.6M | 0.2% | $48.31 | +22.9% | MOTOROLA SOLUTIONS ORD SHS | 620076307 |
| GLW | Corning Inc | 2,051,967 | $37.51M | 0.2% | $13.05 | +6.2% | CORNING ORD SHS | 219350105 |
| D | Dominion Resources I | 551,902 | $37.33M | 0.2% | $35.81 | +24.5% | Dominion Resources Inc/VA | 25746U109 |
| MGM | MGM RESORTS INTL | 1,634,054 | $37.13M | 0.2% | $16.07 | +29.7% | MGM RESORTS INTERNATIONAL ORD | 552953101 |
| — | EURONET WORLDWIDE | 30,777,000 | $36.34M | 0.1% | $1.18 | — | 1.5% CNV SNR 01/10/2044 USD | 298736AH2 |
| ATI | Allegheny Technologi | 3,143,700 | $35.37M | 0.1% | $22.74 | -40.9% | Allegheny Technologies Inc | 01741R102 |
| EMR | Emerson Electric Co | 737,410 | $35.27M | 0.1% | $43.06 | -15.2% | EMERSON ELECTRIC ORD SHS | 291011104 |
| — | ELECTN FOR IMAGING | 32,067,000 | $34.15M | 0.1% | $1.02 | — | 0.75% CNV SNR 01/09/19 USD | 286082AC6 |
| LQD | iShares iBoxx $ Inve | 297,903 | $33.96M | 0.1% | $115.72 | — | ISHARES IBOXX $ INV GRADE CORP | 464287242 |
| — | Tessera Technologies | 1,117,171 | $33.53M | 0.1% | $23.12 | — | TESSERA TECHNOLOGIES ORD SHS | 88164L100 |
| VFC | VF CORP | 528,588 | $32.91M | 0.1% | $62.44 | -0.0% | VF ORD SHS | 918204108 |
| — | MALLINCKRODT PLC | 440,825 | $32.9M | 0.1% | $52.34 | — | ORDINARY USD | G5785G107 |
| — | ELDORADO GOLD CORP | 11,075,000 | $32.89M | 0.1% | $7.13 | — | COM NPV | 284902103 |
| BAP | CREDICORP | 336,793 | $32.78M | 0.1% | $83.79 | 0.0% | COM USD5 | G2519Y108 |
| NVDA | NVIDIA CORP | 977,000 | $32.2M | 0.1% | $0.38 | +95.3% | NVIDIA ORD SHS | 67066G104 |
| GGG | GRACO INC | 426,750 | $30.76M | 0.1% | $21.66 | -2.7% | COM USD1 | 384109104 |
| GRMN | GARMIN LTD | 825,100 | $30.67M | 0.1% | $28.27 | -3.5% | COM CHF10.00 | H2906T109 |
| — | ELIZABETH ARDEN IN | 3,050,564 | $30.2M | 0.1% | $45.07 | — | COM USD0.01 | 28660G106 |
| — | COSAN LTD | 8,059,505 | $29.74M | 0.1% | $3.90 | — | COM STK USD0.01 CLASS 'A' | G25343107 |
| — | DISCOVER FINL SVCS | 540,378 | $28.98M | 0.1% | $64.33 | — | COM STK USD0.01 | 254709108 |
| — | TYCO INTL PLC | 878,083 | $28M | 0.1% | $34.72 | — | EUR1.00 | G91442106 |
| — | TEVA PHARM FIN LLC | 17,832,000 | $27.84M | 0.1% | $1.47 | — | 0.25% CNV DEB 01/02/26 USD | 88163VAE9 |
| — | CHART INDUSTRIES | 31,259,000 | $27.04M | 0.1% | $0.96 | — | 2% CNV SUB 01/08/2018 USD | 16115QAC4 |
| JBL | JABIL CIRCUIT INC | 1,155,911 | $26.92M | 0.1% | $17.55 | +25.0% | JABIL CIRCUIT ORD SHS | 466313103 |
| — | HOLLYFRONTIER CORP | 662,361 | $26.42M | 0.1% | $43.10 | — | COM USD0.01 | 436106108 |
| RGLD | ROYAL GOLD INC | 723,226 | $26.38M | 0.1% | $66.33 | -37.0% | COM USD0.01 | 780287108 |
| GLNG | GOLAR LNG | 1,654,250 | $26.12M | 0.1% | $32.81 | -34.0% | COM STK USD1.00 | G9456A100 |
| — | JARDEN CORPORATION | 17,533,000 | $26.1M | 0.1% | $1.32 | — | 1.5% NTS 15/06/19 USD1000 | 471109AL2 |
| SNA | SNAP-ON INC | 151,662 | $26M | 0.1% | $66.38 | +97.2% | SNAP ON ORD SHS | 833034101 |
| — | STILLWATER MINING | 3,016,174 | $25.85M | 0.1% | $13.33 | — | COM USD0.01 | 86074Q102 |
| — | UTI WORLDWIDE INC | 3,648,557 | $25.65M | 0.1% | $11.70 | — | COM NPV | G87210103 |
| — | STERICYCLE INC | 211,437 | $25.5M | 0.1% | $120.49 | — | STERICYCLE ORD SHS | 858912108 |
| META | Facebook Inc | 241,449 | $25.27M | 0.1% | $96.37 | +5.9% | Facebook Inc | 30303M102 |
| — | HOLOGIC INC | 18,640,000 | $24.91M | 0.1% | $1.01 | — | 2% BDS 01/03/2042 USD | 436440AC5 |
| CALM | CAL MAINE FOODS IN | 530,685 | $24.59M | 0.1% | $39.82 | 0.0% | COM STK USD0.01 | 128030202 |
| — | ANSYS INC | 262,570 | $24.29M | 0.1% | $82.00 | — | COM USD0.01 | 03662Q105 |
| AGI | ALAMOS GOLD INC | 7,364,504 | $24.23M | 0.1% | $3.74 | -9.4% | COM NPV CL A | 011532108 |
| — | HURON CONSULTING G | 24,335,000 | $24.08M | 0.1% | $1.04 | — | 1.25% CNV SNR 01/10/19 USD | 447462AB8 |
| BABA | Alibaba Group Holdin | 292,900 | $23.8M | 0.1% | $81.34 | — | ALIBABA GROUP HOLDING-SP ADR | 01609W102 |
| G | GENPACT LIMITED | 905,578 | $22.62M | 0.1% | $16.76 | +33.5% | COM STK USD0.01 | G3922B107 |
| AAL | American Airlines Gr | 534,150 | $22.62M | 0.1% | $35.66 | +16.0% | COM USD1 | 02376R102 |
| — | MERIDIAN BIOSCIENC | 1,072,600 | $22.01M | 0.1% | $18.39 | — | COM STK NPV | 589584101 |
| KEY | KEYCORP | 1,634,207 | $21.55M | 0.1% | $9.62 | -9.9% | COM USD1 | 493267108 |
| — | AFFYMETRIX INC | 2,100,165 | $21.19M | 0.1% | $8.13 | — | COM USD0.01 | 00826T108 |
| — | FIRSTMERIT CORP | 1,102,151 | $20.55M | 0.1% | $19.90 | — | FirstMerit Corp | 337915102 |
| — | BAXALTA INC. | 500,262 | $19.52M | 0.1% | $31.51 | — | COM USD0.01 | 07177M103 |
| — | KOSMOS ENERGY LTD | 3,727,250 | $19.38M | 0.1% | $7.24 | — | COM USD0.01 | G5315B107 |
| — | TIFFANY & CO | 253,000 | $19.3M | 0.1% | $76.29 | — | COM USD0.01 | 886547108 |
| KMT | KENNAMETAL INC | 1,000,355 | $19.21M | 0.1% | $26.38 | -26.2% | Kennametal Inc | 489170100 |
| — | HELIX ENRGY SOL GR | 24,220,000 | $19.12M | 0.1% | $1.09 | — | 3.25% CNV BDS 15/03/32 USD1 | 42330PAG2 |
| AVY | AVERY DENNISON CP | 300,746 | $18.84M | 0.1% | $49.76 | +5.3% | COM USD1 | 053611109 |
| KN | KNOWLES CORP | 1,413,415 | $18.84M | 0.1% | $20.51 | -16.8% | KNOWLES ORD SHS | 49926D109 |
| WHR | WHIRLPOOL CORP | 126,972 | $18.65M | 0.1% | $176.03 | -11.9% | WHIRLPOOL ORD SHS | 963320106 |
| — | Tupperware Brands Co | 333,800 | $18.58M | 0.1% | $58.68 | — | Tupperware Brands Corp | 899896104 |
| — | Janus Capital Group | 1,313,400 | $18.51M | 0.1% | $10.37 | — | Janus Capital Group Inc | 47102X105 |
| LIVN | LIVANOVA PLC | 310,876 | $18.46M | 0.1% | $60.69 | 0.0% | ORD GBP1.00 (DI) | G5509L101 |
| BDC | Belden Inc | 381,900 | $18.21M | 0.1% | $60.34 | -11.8% | Belden Inc | 077454106 |
| — | Astoria Financial Co | 1,137,400 | $18.03M | 0.1% | $13.20 | — | Astoria Financial Corp | 046265104 |
| DCH | American Axle & Manu | 938,305 | $17.77M | 0.1% | $20.11 | +4.7% | COM USD0.01 | 024061103 |
| ETN | EATON CORP PLC | 337,720 | $17.57M | 0.1% | $54.07 | -20.4% | COM USD0.01 | G29183103 |
| — | Superior Energy Serv | 1,303,000 | $17.55M | 0.1% | $18.36 | — | Superior Energy Services Inc | 868157108 |
| AGCO | AGCO CORP | 385,773 | $17.51M | 0.1% | $39.07 | -3.3% | COM USD0.01 | 001084102 |
| — | L BRANDS INC | 178,000 | $17.06M | 0.1% | $50.87 | — | COM USD0.50 | 501797104 |
| — | Meredith Corp | 393,500 | $17.02M | 0.1% | $47.84 | — | Meredith Corp | 589433101 |
| — | Hill-Rom Holdings In | 351,710 | $16.9M | 0.1% | $39.57 | — | Hill-Rom Holdings Inc | 431475102 |
| TXNM | PNM Resources Inc | 551,800 | $16.87M | 0.1% | $25.04 | +14.5% | PNM Resources Inc | 69349H107 |
| CAH | CARDINAL HEALTH | 185,446 | $16.55M | 0.1% | $65.38 | -2.7% | COM NPV | 14149Y108 |
| MFC | MANULIFE FINL CORP | 1,100,749 | $16.49M | 0.1% | $19.83 | -18.7% | COM NPV | 56501R106 |
| AFG | American Financial G | 228,600 | $16.48M | 0.1% | $25.23 | +34.7% | AMERICAN FINANCIAL GROUP ORD S | 025932104 |
| — | SANDISK CORP | 10,381,000 | $16.28M | 0.1% | $1.32 | — | 1.5% CNV BDS 15/08/17(SANDI | 80004CAD3 |
| PH | Parker-Hannifin Corp | 167,593 | $16.25M | 0.1% | $76.84 | +12.1% | PARKER-HANNIFIN ORD SHS | 701094104 |
| HELE | Helen of Troy Ltd | 172,400 | $16.25M | 0.1% | $57.67 | +73.4% | Helen of Troy Ltd | G4388N106 |
| — | Rocket Fuel Inc | 4,600,884 | $16.06M | 0.1% | $20.64 | — | USD0.001 | 773111109 |
| HLX | HELIX ENRGY SOL GR | 3,034,600 | $15.96M | 0.1% | $13.09 | -55.7% | Helix Energy Solutions Group I | 42330P107 |
| — | NORDSTROM INC | 314,704 | $15.68M | 0.1% | $64.80 | — | NORDSTROM ORD SHS | 655664100 |
| — | Alere Inc | 399,100 | $15.6M | 0.1% | $39.22 | — | Alere Inc | 01449J105 |
| OLN | OLIN CORP | 903,600 | $15.6M | 0.1% | $17.23 | -17.0% | Olin Corp | 680665205 |
| GATX | GATX Corp | 353,700 | $15.05M | 0.1% | $40.78 | -12.7% | GATX Corp | 361448103 |
| RS | Reliance Steel & Alu | 256,600 | $14.86M | 0.1% | $65.14 | -10.8% | Reliance Steel & Aluminum Co | 759509102 |
| AG | FIRST MAJESTIC SIL | 4,513,000 | $14.76M | 0.1% | $9.17 | -63.4% | COM NPV | 32076V103 |
| — | ITT CORPORATION | 401,461 | $14.58M | 0.1% | $30.84 | — | ITT ORD SHS | 450911201 |
| DAN | DANA HOLDING CORP | 1,045,908 | $14.43M | 0.1% | $14.68 | -12.8% | COM STK USD0.01 | 235825205 |
| — | Esterline Technologi | 177,900 | $14.41M | 0.1% | $85.72 | — | Esterline Technologies Corp | 297425100 |
| SIG | SIGNET JEWELERS LT | 115,970 | $14.34M | 0.1% | $58.70 | +88.9% | COM STK USD0.18 | G81276100 |
| — | Fairchild Semiconduc | 690,300 | $14.3M | 0.1% | $14.51 | — | Fairchild Semiconductor Intern | 303726103 |
| RGA | Reinsurance Group of | 166,200 | $14.22M | 0.1% | $70.44 | +28.6% | Reinsurance Group of America I | 759351604 |
| CHGG | CHEGG INC | 2,063,395 | $13.89M | 0.1% | $7.62 | -5.9% | COM USD0.001 | 163092109 |
| STLD | Steel Dynamics Inc | 771,200 | $13.78M | 0.1% | $13.45 | +7.5% | Steel Dynamics Inc | 858119100 |
| — | AMERICA MOVIL SAB | 968,943 | $13.62M | 0.1% | $21.75 | — | ADR EACH REP 20 SHS'L'NPV | 02364W105 |
| SPY | SPDR S&P 500 ETF Tru | 66,800 | $13.62M | 0.1% | $197.54 | — | SPDR S&P 500 ETF TRUST | 78462F103 |
| CROX | Crocs Inc | 1,324,332 | $13.56M | 0.1% | $11.14 | -3.4% | CROCS ORD SHS | 227046109 |
| EXLS | ExlService Holdings | 298,500 | $13.41M | 0.1% | $6.60 | +32.2% | ExlService Holdings Inc | 302081104 |
| — | Steelcase Inc | 893,200 | $13.31M | 0.1% | $15.51 | — | Steelcase Inc | 858155203 |
| SNX | SYNNEX Corp | 145,300 | $13.07M | 0.1% | $26.34 | +56.3% | SYNNEX Corp | 87162W100 |
| — | LifePoint Health Inc | 177,200 | $13.01M | 0.1% | $69.24 | — | LifePoint Health Inc | 53219L109 |
| — | COBALT INTL ENERGY | 2,400,828 | $12.96M | 0.1% | $8.47 | — | COM USD0.01 | 19075F106 |
| — | LAKE SHORE GOLD CO | 15,817,182 | $12.83M | 0.1% | $0.83 | — | COM NPV | 510728108 |
| — | FOOT LOCKER INC | 196,600 | $12.8M | 0.1% | $43.78 | — | FOOT LOCKER ORD SHS | 344849104 |
| — | WestRock Co | 278,095 | $12.69M | 0.1% | $51.21 | — | WestRock Co | 96145D105 |
| — | CoreLogic Inc/United | 356,181 | $12.06M | 0.0% | $37.23 | — | CORELOGIC ORD SHS | 21871D103 |
| CCL | CARNIVAL CORP | 216,597 | $11.8M | 0.0% | $29.97 | +50.2% | COM USD0.01(PAIRED STOCK) | 143658300 |
| — | STONE ENERGY CORP | 15,705,000 | $11.6M | 0.0% | $0.84 | — | 1.75% CNV SNR 01/03/17 USD | 861642AN6 |
| INFY | Infosys Ltd | 663,300 | $11.11M | 0.0% | $18.81 | — | INFOSYS LTD-SP ADR | 456788108 |
| — | BARRICK GOLD CORP | 1,494,688 | $11.03M | 0.0% | $7.38 | — | COM NPV | 067901108 |
| BGS | B&G Foods Inc | 310,800 | $10.88M | 0.0% | $12.82 | +27.6% | COM USD0.01 | 05508R106 |
| TLT | iShares 20+ Year Tre | 87,300 | $10.53M | 0.0% | $116.67 | — | ISHARES 20+ YEAR TREASURY BOND | 464287432 |
| — | MEAD JOHNSON NUTRI | 130,969 | $10.34M | 0.0% | $78.95 | — | COM USD0.01 | 582839106 |
| SLF | SUN LIFE FINL INC | 322,577 | $10.06M | 0.0% | $34.00 | -3.0% | COM NPV | 866796105 |
| IVZ | INVESCO LTD | 299,298 | $10.02M | 0.0% | $24.92 | -17.0% | COM STK USD0.20 | G491BT108 |
| — | PRETIUM RES INC | 1,965,862 | $9.908M | 0.0% | $6.05 | — | COM NPV | 74139C102 |
| FIS | FIDELITY NATL INF | 162,177 | $9.828M | 0.0% | $55.50 | -0.0% | FIDELITY NATIONAL INFORMATION | 31620M106 |
| INDB | Independent Bank Cor | 209,300 | $9.737M | 0.0% | $27.71 | +30.0% | Independent Bank Corp/Rockland | 453836108 |
| — | Superior Industries | 522,100 | $9.617M | 0.0% | $18.50 | — | Superior Industries Internatio | 868168105 |
| — | Aerojet Rocketdyne H | 613,900 | $9.614M | 0.0% | $19.34 | — | Aerojet Rocketdyne Holdings In | 007800105 |
| — | MESOBLAST LTD | 1,509,032 | $9.597M | 0.0% | $6.36 | — | SPON ADR EACH REP 5 SHS | 590717104 |
| — | PHILIPPINE LNG DIS | 224,200 | $9.585M | 0.0% | $65.45 | — | SPON ADR-REP 1 COM PHP5 | 718252604 |
| BHE | Benchmark Electronic | 460,400 | $9.516M | 0.0% | $18.13 | -3.0% | Benchmark Electronics Inc | 08160H101 |
| — | COACH INC | 289,240 | $9.467M | 0.0% | $33.25 | — | COM USD0.01 | 189754104 |
| TER | Teradyne Inc | 456,200 | $9.43M | 0.0% | $15.82 | +18.1% | Teradyne Inc | 880770102 |
| — | SALESFORCE.COM INC | 7,238,000 | $9.31M | 0.0% | $0.01 | — | 0.25% NTS 01/04/18 USD1000 | 79466LAD6 |
| SKYW | SkyWest Inc | 488,300 | $9.287M | 0.0% | $15.04 | +30.2% | SkyWest Inc | 830879102 |
| — | Chubb Corp/The | 69,921 | $9.275M | 0.0% | $100.99 | — | COM USD1 | 171232101 |
| ITUB | ITAU UNIBANCO HOLD | 1,382,402 | $8.999M | 0.0% | $12.48 | — | ADR EACH REPR 1 PRF NPV | 465562106 |
| AMCX | AMC Networks Inc | 120,000 | $8.962M | 0.0% | $67.50 | +13.8% | AMC Networks Inc | 00164V103 |
| — | Michaels Cos Inc/The | 400,000 | $8.844M | 0.0% | $17.48 | — | Michaels Cos Inc/The | 59408Q106 |
| HAE | HAEMONETICS CORP | 272,980 | $8.801M | 0.0% | $40.49 | -19.9% | HAEMONETICS ORD SHS | 405024100 |
| — | Cott Corp | 795,700 | $8.745M | 0.0% | $8.36 | — | Cott Corp | 22163N106 |
| — | Bob Evans Farms Inc/ | 224,000 | $8.702M | 0.0% | $47.97 | — | Bob Evans Farms Inc/DE | 096761101 |
| FMX | FOMENTO ECON MEXIC | 92,485 | $8.541M | 0.0% | $103.19 | — | ADR RP 10 UTS(1B&2D-B&2'D-L | 344419106 |
| OII | OCEANEERING INTL | 226,077 | $8.482M | 0.0% | $64.22 | -33.4% | OCEANEERING INTERNATIONAL ORD | 675232102 |
| — | OWENS-ILLINOIS INC | 479,006 | $8.344M | 0.0% | $17.42 | — | COM USD0.01 | 690768403 |
| — | PLUM CREEK TMBR CO | 170,000 | $8.112M | 0.0% | $46.46 | — | COM USD0.01 | 729251108 |
| — | SYMANTEC CORP | 384,894 | $8.083M | 0.0% | $22.71 | — | SYMANTEC ORD SHS | 871503108 |
| ACWI | iShares MSCI ACWI ET | 143,926 | $8.034M | 0.0% | $53.94 | — | ISHARES MSCI ACWI ETF | 464288257 |
| WU | WESTERN UNION COMP | 440,701 | $7.893M | 0.0% | $17.68 | — | WESTERN UNION ORD SHS | 959802109 |
| SYY | Sysco Corp | 191,669 | $7.858M | 0.0% | $25.49 | +23.5% | SYSCO ORD SHS | 871829107 |
| — | ServiceMaster Global | 200,000 | $7.848M | 0.0% | $24.20 | — | ServiceMaster Global Holdings | 81761R109 |
| — | Greatbatch Inc | 146,800 | $7.707M | 0.0% | $45.69 | — | Greatbatch Inc | 39153L106 |
| — | Tower International | 269,500 | $7.7M | 0.0% | $28.57 | — | Tower International Inc | 891826109 |
| — | Valeant Pharmaceutic | 75,000 | $7.624M | 0.0% | $123.48 | — | Valeant Pharmaceuticals Intern | 91911K102 |
| SBH | Sally Beauty Holding | 270,000 | $7.53M | 0.0% | $27.62 | -9.1% | Sally Beauty Holdings Inc | 79546E104 |
| EXC | EXELON CORP | 270,712 | $7.518M | 0.0% | $15.14 | -6.4% | COM NPV | 30161N101 |
| VET | VERMILION ENERGY I | 276,148 | $7.495M | 0.0% | $42.07 | -25.3% | COM NPV | 923725105 |
| — | Diamond Foods Inc | 194,400 | $7.494M | 0.0% | $30.28 | — | Diamond Foods Inc | 252603105 |
| — | Skechers U.S.A. Inc | 246,900 | $7.459M | 0.0% | $30.58 | — | Skechers U.S.A. Inc | 830566105 |
| — | Castlight Health Inc | 1,716,123 | $7.328M | 0.0% | $4.27 | — | CSLT INC-B USD 0.0001 ORD | 14862Q100 |
| COP | CONOCOPHILLIPS | 151,341 | $7.066M | 0.0% | $48.07 | -20.2% | COM USD0.01 | 20825C104 |
| GME | GAMESTOP CORP | 250,000 | $7.01M | 0.0% | $6.78 | +9.1% | COM USD0.001 CLASS 'A' | 36467W109 |
| TAP | MOLSON COORS BREWI | 74,562 | $7.003M | 0.0% | $45.69 | +53.8% | CLASS 'B' USD0.01 | 60871R209 |
| L | LOEWS CORP | 181,825 | $6.982M | 0.0% | $41.65 | -14.8% | COM USD0.01 | 540424108 |
| — | DISH Network Corp | 120,000 | $6.862M | 0.0% | $42.52 | — | DISH Network Corp | 25470M109 |
| — | OmniVision Technolog | 225,400 | $6.541M | 0.0% | $20.28 | — | OmniVision Technologies Inc | 682128103 |
| — | HARRIS CORP | 75,267 | $6.541M | 0.0% | $70.56 | — | COM STK USD1 | 413875105 |
| SABR | SABRE CORP | 229,882 | $6.43M | 0.0% | $28.96 | 0.0% | COM USD0.01 | 78573M104 |
| FDX | FEDEX CORP | 42,082 | $6.27M | 0.0% | $114.81 | +15.2% | COM USD0.10 | 31428X106 |
| HUN | Huntsman Corp | 550,000 | $6.254M | 0.0% | $11.85 | 0.0% | Huntsman Corp | 447011107 |
| RL | RALPH LAUREN CORP | 55,981 | $6.241M | 0.0% | $96.59 | 0.0% | COM USD0.01 CLASS 'A' | 751212101 |
| MAT | MATTEL INC | 227,624 | $6.185M | 0.0% | $26.08 | -5.7% | COM USD1 | 577081102 |
| DVA | DaVita HealthCare Pa | 88,200 | $6.149M | 0.0% | $61.11 | +19.9% | DAVITA HEALTHCARE PARTNERS ORD | 23918K108 |
| SYK | STRYKER CORP | 65,920 | $6.127M | 0.0% | $68.07 | +25.2% | COM USD0.10 | 863667101 |
| EWG | iShares MSCI Germany | 231,400 | $6.06M | 0.0% | $25.77 | — | ISHARES MSCI GERMANY INDEX | 464286806 |
| — | KCG HLDGS INC | 487,318 | $5.999M | 0.0% | $12.16 | — | COM USD0.01 | 48244B100 |
| TGT | Target Corp | 80,326 | $5.832M | 0.0% | $55.63 | -0.7% | TARGET ORD SHS | 87612E106 |
| — | JAKKS Pacific Inc | 700,300 | $5.574M | 0.0% | $8.19 | — | JAKKS Pacific Inc | 47012E106 |
| — | HESS CORPORATION | 112,181 | $5.439M | 0.0% | $81.37 | — | COM USD1 | 42809H107 |
| NWSA | NEWS CORP NEW | 406,991 | $5.437M | 0.0% | $13.49 | -7.4% | COM USD0.01 CL'A' | 65249B109 |
| DE | Deere & Co | 70,779 | $5.398M | 0.0% | $70.03 | -7.1% | DEERE ORD SHS | 244199105 |
| TSN | TYSON FOODS INC | 100,182 | $5.343M | 0.0% | $28.77 | +30.9% | CLASS'A'COM USD0.10 | 902494103 |
| WDC | WESTN DIGITAL CORP | 87,681 | $5.265M | 0.0% | $51.47 | -15.4% | WESTERN DIGITAL ORD SHS | 958102105 |
| HPE | Hewlett Packard Ente | 341,197 | $5.186M | 0.0% | $6.50 | 0.0% | HEWLETT PACKARD ENTERPRISE ORD | 42824C109 |
| COLM | COLUMBIA SPORTSWEA | 103,835 | $5.063M | 0.0% | $32.92 | +37.3% | COM NPV | 198516106 |
| TV | GRUPO TELEVISA SAB | 185,800 | $5.056M | 0.0% | $25.42 | — | ADR REP 5 ORD PTG CTF(BNY) | 40049J206 |
| BC | BRUNSWICK CORP | 100,000 | $5.051M | 0.0% | $26.96 | +60.8% | COM USD0.75 | 117043109 |
| MGA | MAGNA INTL INC | 120,895 | $4.904M | 0.0% | $36.05 | -4.2% | COM NPV | 559222401 |
| NTES | NetEase Inc | 27,000 | $4.893M | 0.0% | $181.22 | — | NETEASE.COM INC-ADR | 64110W102 |
| — | BROOKDALE SENIOR L | 4,800,000 | $4.779M | 0.0% | $0.01 | — | 2.75% SNR CNV 15/06/18 USD | 112463AA2 |
| ABEV | AMBEV SA | 1,060,159 | $4.728M | 0.0% | $7.20 | — | ADR EACH REPR ORD SPONS | 02319V103 |
| PFG | PRINCIPAL FINL GP | 105,000 | $4.723M | 0.0% | $23.49 | +42.4% | COM USD0.01 | 74251V102 |
| WMK | WEIS MARKETS INC | 106,376 | $4.712M | 0.0% | $36.70 | -8.6% | COM NPV | 948849104 |
| AGG | iShares Core U.S. Ag | 43,100 | $4.655M | 0.0% | $108.00 | — | ISHARES CORE US AGGREGATE BOND | 464287226 |
| — | AVX CORP | 377,773 | $4.586M | 0.0% | $13.33 | — | COM USD0.01 | 002444107 |
| IDV | iShares Internationa | 159,350 | $4.575M | 0.0% | $28.14 | — | ISHARES INTERNATIONAL SELECT D | 464288448 |
| — | XEROX CORP | 423,712 | $4.504M | 0.0% | $13.29 | — | XEROX ORD SHS | 984121103 |
| — | Yahoo! Inc | 134,882 | $4.486M | 0.0% | $25.61 | — | YAHOO! ORD SHS | 984332106 |
| DVY | iShares Select Divid | 59,565 | $4.476M | 0.0% | $72.75 | — | ISHARES SELECT DIVIDEND ETF | 464287168 |
| QSR | RESTAURANT BRNDS I | 119,543 | $4.466M | 0.0% | $38.41 | -4.4% | COM NPV | 76131D103 |
| — | MedAssets Inc | 143,500 | $4.44M | 0.0% | $22.06 | — | MedAssets Inc | 584045108 |
| JD | JD.com Inc | 136,300 | $4.397M | 0.0% | $32.26 | — | JD.COM ADR REPRESENTING 2 ORD | 47215P106 |
| — | CTRIP.COM INTERNATIO | 91,500 | $4.239M | 0.0% | $46.33 | — | CTRIP.COM INTERNATIONAL-ADR | 22943F100 |
| — | QIAGEN NV | 151,016 | $4.176M | 0.0% | $24.16 | — | COM EUR0.01 | N72482107 |
| — | SUPERVALU INC | 615,000 | $4.17M | 0.0% | $6.56 | — | COM USD0.01 | 868536103 |
| — | PENNEY(JC)CO INC | 615,000 | $4.096M | 0.0% | $8.80 | — | COM USD0.50 | 708160106 |
| PYPL | PayPal Holdings Inc | 112,361 | $4.067M | 0.0% | $35.83 | -1.8% | PAYPAL HOLDINGS ORD SHS | 70450Y103 |
| — | FIAT CHRYSLER AUTO | 453,286 | $4.046M | 0.0% | $12.03 | — | EUR0.01 | N31738102 |
| HAIN | HAIN CELESTIAL GRP | 100,000 | $4.039M | 0.0% | $42.29 | +7.2% | COM USD0.01 | 405217100 |
| DDS | DILLARDS INC | 59,608 | $3.917M | 0.0% | $73.92 | -18.9% | CLASS'A' COM USD0.01 | 254067101 |
| APOG | Apogee Enterprises I | 88,500 | $3.851M | 0.0% | $31.19 | +27.0% | Apogee Enterprises Inc | 037598109 |
| EMB | iShares JP Morgan US | 36,100 | $3.819M | 0.0% | $107.63 | — | ISHARES JPMORGAN USD EMERGING | 464288281 |
| — | Eaton Vance Senior F | 300,000 | $3.723M | 0.0% | $14.55 | — | Eaton Vance Senior Floating-Ra | 27828Q105 |
| WTI | W&T Offshore Inc | 1,602,600 | $3.702M | 0.0% | $6.64 | -51.7% | W&T Offshore Inc | 92922P106 |
| ENR | ENERGIZER HLDGS IN | 106,922 | $3.642M | 0.0% | $27.53 | 0.0% | COM USD0.01 WI | 29272W109 |
| — | Williams Partners LP | 130,008 | $3.621M | 0.0% | $49.22 | — | Williams Partners LP | 96949L105 |
| MU | Micron Technology In | 255,216 | $3.614M | 0.0% | $16.52 | -5.6% | MICRON TECHNOLOGY ORD SHS | 595112103 |
| — | Kayne Anderson MLP I | 206,921 | $3.578M | 0.0% | $38.86 | — | Kayne Anderson MLP Investment | 486606106 |
| OSK | OSHKOSH CORP | 90,704 | $3.541M | 0.0% | $34.69 | 0.0% | COM USD0.01 | 688239201 |
| — | PIMCO Income Strateg | 400,000 | $3.508M | 0.0% | $9.94 | — | PIMCO Income Strategy Fund II | 72201J104 |
| — | DOMTAR CORPORATION | 94,213 | $3.481M | 0.0% | $46.45 | — | COM STK USD0.01 | 257559203 |
| MPLX | MPLX LP | 87,200 | $3.43M | 0.0% | $39.33 | — | MPLX LP | 55336V100 |
| BKD | BROOKDALE SENIOR L | 183,822 | $3.393M | 0.0% | $30.27 | -28.9% | COM STK USD0.01 | 112463104 |
| CX | CEMEX SAB DE CV | 604,959 | $3.37M | 0.0% | $10.62 | — | SPON ADR REP 10 CPO | 151290889 |
| — | Outfront Media Inc | 151,421 | $3.306M | 0.0% | $27.17 | — | Outfront Media Inc | 69007J106 |
| — | Invesco Senior Incom | 809,374 | $3.27M | 0.0% | $4.74 | — | Invesco Senior Income Trust | 46131H107 |
| VSH | VISHAY INTERTECH | 266,089 | $3.206M | 0.0% | $9.94 | -6.5% | COM USD0.10 | 928298108 |
| GTLS | CHART INDUSTRIES | 176,298 | $3.166M | 0.0% | $36.63 | -45.2% | COM STK USD0.01 | 16115Q308 |
| — | CENTURYLINK INC | 125,071 | $3.147M | 0.0% | $33.95 | — | COM USD1 | 156700106 |
| SATS | EchoStar Corp | 80,000 | $3.129M | 0.0% | $39.19 | -14.4% | EchoStar Corp | 278768106 |
| EBAY | EBAY INC | 112,661 | $3.096M | 0.0% | $20.61 | +19.3% | EBAY ORD SHS | 278642103 |
| — | INNOCOLL AG | 368,896 | $3.062M | 0.0% | $14.12 | — | SPON ADR EA REPR 13.25 ORD | 45780Q103 |
| TSM | TAIWAN SEMICON MAN | 133,276 | $3.032M | 0.0% | $19.07 | — | ADS REP 5 ORD TWD10 | 874039100 |
| CFFN | CAPITOL FED FIN IN | 239,586 | $3.009M | 0.0% | $5.59 | +15.7% | COM USD0.01 | 14057J101 |
| QRVO | QORVO INC | 59,101 | $3.008M | 0.0% | $51.19 | 0.0% | COM USD0.0001 | 74736K101 |
| ACH | OWENS & MINOR INC | 83,300 | $2.997M | 0.0% | $28.45 | +11.3% | COM USD2 | 690732102 |
| IGF | iShares Global Infra | 82,750 | $2.974M | 0.0% | $37.69 | — | ISHARES GLOBAL INFRASTRUCTURE | 464288372 |
| — | Juniper Networks Inc | 106,419 | $2.937M | 0.0% | $22.17 | — | JUNIPER NETWORKS ORD SHS | 48203R104 |
| CRTO | Criteo SA | 73,000 | $2.891M | 0.0% | $39.60 | — | CRITEO ADR REPRESENTING ORD SH | 226718104 |
| CNH | CNH INDUSTRIAL NV | 407,920 | $2.79M | 0.0% | $7.54 | -33.0% | COM EUR0.01 | N20944109 |
| BLDR | Builders FirstSource | 250,000 | $2.77M | 0.0% | $7.29 | +74.3% | Builders FirstSource Inc | 12008R107 |
| — | PEOPLE'S UTD FINL | 171,070 | $2.763M | 0.0% | $14.90 | — | COM STK USD0.01 | 712704105 |
| CFG | CITIZENS FINL GP | 100,000 | $2.619M | 0.0% | $17.37 | 0.0% | COM USD0.01 | 174610105 |
| — | BUNGE LIMITED | 38,111 | $2.602M | 0.0% | $75.89 | — | COM USD0.01 | G16962105 |
| — | INGRAM MICRO INC | 80,939 | $2.459M | 0.0% | $25.10 | — | CLASS'A'COM STK USD0.01 | 457153104 |
| — | Global Power Equipme | 679,534 | $2.365M | 0.0% | $16.12 | — | Global Power Equipment Group I | 37941P306 |
| V | Visa Inc | 30,176 | $2.34M | 0.0% | $60.85 | +18.6% | VISA ORD SHS CLASS A | 92826C839 |
| — | Nielsen Holdings PLC | 50,000 | $2.33M | 0.0% | $44.48 | — | Nielsen Holdings PLC | G6518L108 |
| HOLX | HOLOGIC INC | 60,000 | $2.321M | 0.0% | $21.93 | +77.4% | Hologic Inc | 436440101 |
| GIS | GENERAL MILLS INC | 40,179 | $2.317M | 0.0% | $38.75 | +4.4% | GENERAL MILLS ORD SHS | 370334104 |
| — | ADT Corp/The | 70,000 | $2.309M | 0.0% | $40.34 | — | COM USD0.01 | 00101J106 |
| ELD | WisdomTree Emerging | 65,600 | $2.249M | 0.0% | $38.50 | — | WISDOMTREE EMERGING MARKETS LO | 97717X867 |
| CLX | Clorox Co/The | 16,957 | $2.15M | 0.0% | $84.95 | +9.8% | COM USD1 | 189054109 |
| COST | Costco Wholesale Cor | 13,201 | $2.132M | 0.0% | $124.31 | +6.9% | COSTCO WHOLESALE ORD SHS | 22160K105 |
| — | ATHERSYS INC | 2,000,000 | $2.06M | 0.0% | $2.32 | — | COM STK USD0.001 | 04744L106 |
| — | MCDERMOTT INTL INC | 613,391 | $2.055M | 0.0% | $7.38 | — | COM STK USD1 | 580037109 |
| CDNS | CADENCE DESIGN SYS | 93,598 | $1.948M | 0.0% | $15.21 | +42.7% | COM USD0.01 | 127387108 |
| SO | Southern Co/The | 39,413 | $1.844M | 0.0% | $29.23 | +1.4% | SOUTHERN ORD SHS | 842587107 |
| BBD | BCO BRADESCO SA | 383,106 | $1.843M | 0.0% | $13.13 | — | SPON ADR EACH REP 1 PRF NPV | 059460303 |
| FCX | Freeport-McMoRan Inc | 270,000 | $1.828M | 0.0% | $27.01 | -68.0% | Freeport-McMoRan Inc | 35671D857 |
| RIG | TRANSOCEAN LTD | 147,503 | $1.826M | 0.0% | $40.96 | -64.8% | COM CHF15 | H8817H100 |
| BIIB | BIOGEN INC | 5,685 | $1.741M | 0.0% | $270.68 | +6.2% | COM STK USD0.0005 | 09062X103 |
| — | Monsanto Co | 16,272 | $1.603M | 0.0% | $89.58 | — | MONSANTO ORD SHS | 61166W101 |
| BMO | Bank of Montreal | 28,400 | $1.602M | 0.0% | $38.20 | 0.0% | BANK OF MONTREAL ORD SHS | 063671101 |
| NBIS | YANDEX N.V. | 101,711 | $1.599M | 0.0% | $35.64 | — | COM USD0.01 CL 'A' | N97284108 |
| — | CONSOL COMM HLDGS | 74,900 | $1.569M | 0.0% | $19.42 | — | COM STK USD0.01 | 209034107 |
| — | BRF SA | 112,722 | $1.558M | 0.0% | $16.49 | — | SPON ADR EACH REP 1 COM SHS | 10552T107 |
| HUM | HUMANA INC | 8,607 | $1.536M | 0.0% | $155.27 | +4.1% | HUMANA ORD SHS | 444859102 |
| — | Dr Pepper Snapple Gr | 15,641 | $1.457M | 0.0% | $75.05 | — | DR PEPPER SNAPPLE GROUP ORD SH | 26138E109 |
| — | PowerShares Senior L | 65,000 | $1.456M | 0.0% | $22.40 | — | POWERSHARES SENIOR LOAN PORTFO | 73936Q769 |
| AVB | AvalonBay Communitie | 7,589 | $1.397M | 0.0% | $125.99 | +1.0% | COM USD0.01 | 053484101 |
| BRK/A | BERKSHIRE HATHAWAY | 7 | $1.385M | 0.0% | $173021.84 | +16.3% | CLASS'A'COM USD5 | 084670108 |
| AEP | American Electric Po | 23,600 | $1.375M | 0.0% | $39.64 | 0.0% | COM USD6.50 | 025537101 |
| — | Twenty-First Century | 50,453 | $1.37M | 0.0% | $32.57 | — | TWENTY FIRST CENTURY FOX ORD S | 90130A101 |
| — | Party City Holdco In | 105,000 | $1.356M | 0.0% | $20.27 | — | Party City Holdco Inc | 702149105 |
| WM | Waste Management Inc | 24,417 | $1.303M | 0.0% | $43.39 | +1.2% | WASTE MANAGEMENT INC | 94106L109 |
| — | Kansas City Southern | 17,300 | $1.292M | 0.0% | $74.68 | — | KANSAS CITY SOUTHERN ORD SHS | 485170302 |
| AZO | AUTOZONE INC | 1,732 | $1.285M | 0.0% | $682.67 | +11.8% | COM USD0.01 | 053332102 |
| — | Spectra Energy Corp | 53,600 | $1.283M | 0.0% | $23.94 | — | SPECTRA ENERGY ORD SHS | 847560109 |
| CM | Canadian Imperial Ba | 19,100 | $1.258M | 0.0% | $22.67 | 0.0% | CANADIAN IMPERIAL BANK OF COMM | 136069101 |
| MCD | MCDONALD'S CORP | 10,641 | $1.257M | 0.0% | $71.22 | +22.5% | COM USD0.01 | 580135101 |
| CSX | CSX Corp | 46,400 | $1.204M | 0.0% | $8.25 | -5.5% | CSX ORD SHS | 126408103 |
| — | TELEFONICA BRASIL | 130,051 | $1.174M | 0.0% | $20.94 | — | SPON ADR EA REPR 1 PFD SH | 87936R106 |
| — | Varian Medical Syste | 14,500 | $1.172M | 0.0% | $80.83 | — | VARIAN MEDICAL SYSTEMS ORD SHS | 92220P105 |
| SLV | iShares Silver Trust | 88,000 | $1.161M | 0.0% | $13.87 | — | ISHARES SILVER ETF | 46428Q109 |
| CPB | CAMPBELL SOUP CO | 21,872 | $1.149M | 0.0% | $34.67 | +7.5% | CAP USD0.0375 | 134429109 |
| COR | AMERISOURCEBERGEN | 11,010 | $1.142M | 0.0% | $73.93 | -1.6% | COM STK USD0.01 | 03073E105 |
| — | LEAPFROG ENTERPRIS | 1,600,000 | $1.136M | 0.0% | $1.06 | — | COM CL'A' USD0.0001 | 52186N106 |
| ORLY | OREILLY AUTO NEW | 4,430 | $1.122M | 0.0% | $15.29 | +13.4% | O'REILLY AUTOMOTIVE ORD SHS | 67103H107 |
| VALE | VALE S.A. | 337,413 | $1.11M | 0.0% | $12.32 | — | SPONS ADR REPR 1 COM NPV | 91912E105 |
| — | iShares MSCI Japan E | 89,900 | $1.09M | 0.0% | $11.43 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| — | MTS PJSC | 175,668 | $1.086M | 0.0% | $19.74 | — | ADR EA REP 2 ORD RUB1 | 607409109 |
| DG | DOLLAR GENERAL CP | 14,200 | $1.021M | 0.0% | $59.54 | 0.0% | DOLLAR GENERAL ORD SHS | 256677105 |
| RSG | Republic Services In | 23,019 | $1.012M | 0.0% | $31.56 | +16.1% | REPUBLIC SERVICES ORD SHS | 760759100 |
| HOG | Harley-Davidson Inc | 22,200 | $1.008M | 0.0% | $49.24 | 0.0% | HARLEY DAVIDSON ORD SHS | 412822108 |
| PAYX | PAYCHEX INC | 18,200 | $963K | 0.0% | $38.55 | 0.0% | PAYCHEX ORD SHS | 704326107 |
| TXN | Texas Instruments In | 17,507 | $960K | 0.0% | $29.12 | +45.2% | TEXAS INSTRUMENT ORD SHS | 882508104 |
| — | Express Scripts Hold | 10,845 | $948K | 0.0% | $83.59 | — | EXPRESS SCRIPTS HOLDING ORD SH | 30219G108 |
| ED | Consolidated Edison | 14,100 | $906K | 0.0% | $44.60 | 0.0% | CONSOLIDATED EDISON ORD SHS | 209115104 |
| ZBH | Zimmer Holdings Inc | 8,200 | $841K | 0.0% | $90.02 | 0.0% | ZIMMER BIOMET HOLDINGS ORD SHS | 98956P102 |
| CTSH | Cognizant Technology | 14,006 | $840K | 0.0% | $43.00 | +32.9% | COM CL'A'USD0.01 | 192446102 |
| LKQ | LKQ Corp | 27,273 | $809K | 0.0% | $24.05 | +8.4% | LKQ ORD SHS | 501889208 |
| — | ALLERGAN PLC | 2,584 | $808K | 0.0% | $303.41 | — | COM USD0.0001 | G0177J108 |
| TFX | Teleflex Inc | 6,131 | $806K | 0.0% | $91.15 | +34.0% | TELEFLEX ORD SHS | 879369106 |
| CRM | SALESFORCE.COM INC | 10,268 | $805K | 0.0% | $61.99 | +24.5% | SALESFORCE.COM ORD SHS | 79466L302 |
| — | VALE S.A. | 308,215 | $786K | 0.0% | $7.35 | — | SPON ADR REP 1 PRF'A'NPV | 91912E204 |
| ES | Eversource Energy | 15,300 | $781K | 0.0% | $35.88 | 0.0% | EVERSOURCE ENERGY ORD SHS | 30040W108 |
| — | WEC Energy Group Inc | 15,200 | $780K | 0.0% | $51.32 | — | WEC ENERGY GROUP ORD SHS | 976657106 |
| PBR | PETROL BRASILEIROS | 176,904 | $761K | 0.0% | $7.52 | — | ADS EACH 1 REP 2 COM NPV | 71654V408 |
| DHR | Danaher Corp | 8,181 | $760K | 0.0% | $32.41 | +18.0% | DANAHER ORD SHS | 235851102 |
| ADBE | ADOBE SYSTEMS INC | 7,857 | $739K | 0.0% | $60.63 | +48.2% | COM USD0.0001 | 00724F101 |
| BMY | BRISTOL-MYRS SQUIB | 10,716 | $737K | 0.0% | $29.92 | +56.1% | COM STK USD0.10 | 110122108 |
| PII | Polaris Industries I | 8,500 | $731K | 0.0% | $144.52 | -26.7% | POLARIS INDUSTRIES ORD SHS | 731068102 |
| AOS | AO Smith Corp | 9,154 | $701K | 0.0% | $19.99 | +59.9% | A O SMITH ORD SHS | 831865209 |
| GLD | SPDR Gold Shares | 6,900 | $700K | 0.0% | $106.88 | — | SPDR GOLD SHARES ETF | 78463V107 |
| ADP | Automatic Data Proce | 8,175 | $693K | 0.0% | $55.76 | +24.0% | COM USD0.10 | 053015103 |
| SAN | BANCO SANTANDER | 133,557 | $650K | 0.0% | $8.30 | — | ADR REP 1 ORD EUR0.50 | 05964H105 |
| HSIC | Henry Schein Inc | 4,000 | $633K | 0.0% | $59.46 | 0.0% | HENRY SCHEIN ORD SHS | 806407102 |
| — | CELGENE CORP | 5,264 | $630K | 0.0% | $102.16 | — | COM USD0.01 | 151020104 |
| GPC | GENUINE PARTS CO | 7,300 | $627K | 0.0% | $65.22 | 0.0% | GENUINE PARTS ORD SHS | 372460105 |
| — | Laboratory Corp of A | 4,900 | $606K | 0.0% | $123.67 | — | LABORATORY CORPORATION OF AMER | 50540R409 |
| RCI | Rogers Communication | 17,300 | $596K | 0.0% | $37.54 | 0.0% | ROGERS COMMUNICATIONS NON-VOTI | 775109200 |
| — | CTC MEDIA INC | 317,785 | $588K | 0.0% | $10.35 | — | COM STK USD0.01 | 12642X106 |
| LII | LENNOX INTL INC | 4,700 | $587K | 0.0% | $90.56 | +26.1% | COM USD0.01 | 526107107 |
| O | Realty Income Corp | 11,300 | $583K | 0.0% | $29.76 | 0.0% | REALTY INCOME REIT | 756109104 |
| — | WYNDHAM WORLDWIDE | 7,948 | $577K | 0.0% | $72.60 | — | COM STK USD0.01 | 98310W108 |
| — | Health Care REIT Inc | 8,200 | $558K | 0.0% | $68.05 | — | WELLTOWER ORD SHS | 42217K106 |
| CCK | CROWN HOLDINGS INC | 11,015 | $558K | 0.0% | $47.24 | +2.4% | COM USD5 | 228368106 |
| SLB | SCHLUMBERGER | 7,816 | $545K | 0.0% | $53.77 | +4.3% | COM USD0.01 | 806857108 |
| SBUX | STARBUCKS CORP | 9,072 | $545K | 0.0% | $34.48 | +43.3% | COM USD0.001 | 855244109 |
| — | CGI Group Inc | 13,400 | $536K | 0.0% | $40.00 | — | CGI GROUP ORD SHS CLASS A | 39945C109 |
| CHD | Church & Dwight Co I | 6,300 | $535K | 0.0% | $37.51 | 0.0% | CHURCH AND DWIGHT ORD SHS | 171340102 |
| — | BROADCOM CORP | 9,180 | $531K | 0.0% | $54.78 | — | CL A COM USD0.0001 | 111320107 |
| AAP | Advance Auto Parts I | 3,500 | $527K | 0.0% | $152.05 | 0.0% | ADVANCE AUTO PARTS ORD SHS | 00751Y106 |
| BCE | BCE Inc | 13,500 | $521K | 0.0% | $23.19 | 0.0% | BCE ORD SHS | 05534B760 |
| CACI | CACI INTL INC | 5,500 | $510K | 0.0% | $71.78 | +29.1% | CLASS'A'COM USD0.10 | 127190304 |
| — | QUINTILES TRANSNTL | 7,412 | $509K | 0.0% | $66.92 | — | COM USD0.01 | 74876Y101 |
| NKE | NIKE INC | 8,046 | $503K | 0.0% | $41.60 | +36.2% | CLASS'B'COM NPV | 654106103 |
| DLR | Digital Realty Trust | 6,500 | $492K | 0.0% | $50.41 | 0.0% | DIGITAL REALTY TRUST REIT ORD | 253868103 |
| — | SK Telecom Co Ltd | 24,300 | $490K | 0.0% | $24.77 | — | SK TELECOM CO LTD-ADR | 78440P108 |
| FISV | Fiserv Inc | 5,342 | $489K | 0.0% | $37.60 | +24.9% | FISERV ORD SHS | 337738108 |
| KEP | Korea Electric Power | 23,100 | $489K | 0.0% | $11.31 | — | KOREA ELECTRIC POWER ADR REP 1 | 500631106 |
| DGX | QUEST DIAGNOSTICS | 6,850 | $487K | 0.0% | $57.60 | -4.5% | COM USD0.01 | 74834L100 |
| CMS | CMS Energy Corp | 13,300 | $480K | 0.0% | $26.41 | 0.0% | CMS ENERGY ORD SHS | 125896100 |
| LOW | LOWE'S COS INC | 6,294 | $479K | 0.0% | $38.08 | +62.1% | COM USD0.50 | 548661107 |
| MKC | McCormick & Co Inc/M | 5,600 | $479K | 0.0% | $34.81 | 0.0% | MCCORMICK & CO NON-VOTING ORD | 579780206 |
| UDR | UDR Inc | 12,600 | $473K | 0.0% | $25.10 | 0.0% | UDR REIT | 902653104 |
| — | AIRCASTLE LIMITED | 22,500 | $470K | 0.0% | $22.47 | — | COM STK USD0.01 | G0129K104 |
| STN | Stantec Inc | 18,734 | $464K | 0.0% | $44.64 | — | STANTEC ORD SHS | 85472N109 |
| IDXX | IDEXX LABORATORIES | 6,200 | $452K | 0.0% | $77.81 | -8.3% | COM USD0.10 | 45168D104 |
| — | SEADRILL LTD | 131,612 | $446K | 0.0% | $32.23 | — | USD2 | G7945E105 |
| — | Qihoo 360 Technology | 6,000 | $437K | 0.0% | $67.59 | — | QIHOO 360 TECHNOLOGY TWO ADR R | 74734M109 |
| — | SENSATA TECHNOLOGI | 9,400 | $433K | 0.0% | $57.45 | — | COM EUR0.01 | N7902X106 |
| — | Johnson Controls Inc | 10,733 | $424K | 0.0% | $43.79 | — | JOHNSON CONTROLS ORD SHS | 478366107 |
| VRSN | VeriSign Inc | 4,800 | $419K | 0.0% | $82.65 | 0.0% | VERISIGN ORD SHS | 92343E102 |
| CNA | CNA FINANCIAL CORP | 11,750 | $413K | 0.0% | $16.85 | 0.0% | COM USD2.50 | 126117100 |
| — | Priceline Group Inc/ | 319 | $407K | 0.0% | $927.01 | — | THE PRICELINE GROUP ORD SHS | 741503403 |
| — | FIBRIA CELULOSE SA | 31,718 | $403K | 0.0% | $11.08 | — | SPON ADR REP 1 COM NPV | 31573A109 |
| ILMN | ILLUMINA INC | 2,093 | $402K | 0.0% | $91.59 | +76.2% | COM USD0.01 | 452327109 |
| — | Bed Bath & Beyond In | 8,200 | $396K | 0.0% | $48.29 | — | COM USD0.01 | 075896100 |
| ACN | ACCENTURE PLC | 3,751 | $392K | 0.0% | $60.82 | +47.9% | CLS'A'USD0.0000225 | G1151C101 |
| DIN | DINEEQUITY INC | 4,630 | $392K | 0.0% | $62.86 | -12.4% | COM STK USD0.01 | 254423106 |
| SPG | SIMON PROP GROUP | 2,009 | $391K | 0.0% | $88.08 | +31.5% | COM USD0.0001 | 828806109 |
| — | BLACKSTONE GROUP L | 13,300 | $389K | 0.0% | $38.87 | — | COMMON UNITS | 09253U108 |
| BFH | Alliance Data System | 1,400 | $387K | 0.0% | $195.34 | 0.0% | ALLIANCE DATA SYSTEMS ORD SHS | 018581108 |
| EAT | BRINKER INTL INC | 8,000 | $384K | 0.0% | $50.78 | -20.6% | COM USD0.10 | 109641100 |
| — | Breitburn Energy Par | 550,000 | $368K | 0.0% | $9.86 | — | Breitburn Energy Partners LP | 106776107 |
| KLIC | KULICKE&SOFFA INDS | 30,500 | $356K | 0.0% | $13.55 | -29.9% | COM NPV | 501242101 |
| — | New York Community B | 21,400 | $349K | 0.0% | $16.31 | — | NEW YORK COMMUNITY BANCORP ORD | 649445103 |
| LNT | ALLIANT ENERGY CP | 5,500 | $343K | 0.0% | $21.84 | 0.0% | COM USD0.01 | 018802108 |
| SNPS | Synopsys Inc | 7,500 | $342K | 0.0% | $48.36 | 0.0% | SYNOPSYS ORD SHS | 871607107 |
| PNW | Pinnacle West Capita | 5,300 | $342K | 0.0% | $42.78 | 0.0% | PINNACLE WEST ORD SHS | 723484101 |
| TMO | THERMO FISHER SCIE | 2,405 | $341K | 0.0% | $79.76 | +62.4% | COM USD1 | 883556102 |
| — | Legacy Reserves LP | 195,000 | $341K | 0.0% | $21.59 | — | Legacy Reserves LP | 524707304 |
| — | LinkedIn Corp | 1,500 | $338K | 0.0% | $225.33 | — | LINKEDIN ORD SHS CLASS A | 53578A108 |
| — | Waste Connections In | 5,900 | $332K | 0.0% | $56.27 | — | WASTE CONNECTIONS ORD SHS | 941053100 |
| TJX | TJX COS INC | 4,627 | $328K | 0.0% | $20.82 | +48.4% | COM USD1 | 872540109 |
| — | Shaw Communications | 18,900 | $325K | 0.0% | $17.20 | — | SHAW COMMUNICATIONS ORD SHS CL | 82028K200 |
| MD | MEDNAX Inc | 4,500 | $322K | 0.0% | $73.96 | 0.0% | MEDNAX ORD SHS | 58502B106 |
| CPT | Camden Property Trus | 4,200 | $322K | 0.0% | $51.23 | 0.0% | CAMDEN PROPERTY TRUST REIT | 133131102 |
| — | ALEXION PHARMACEUT | 1,683 | $321K | 0.0% | $153.06 | — | COM USD0.0001 | 015351109 |
| F | FORD MOTOR CO | 22,663 | $319K | 0.0% | $7.61 | +9.7% | COM STK USD0.01 | 345370860 |
| — | Pepco Holdings Inc | 12,200 | $317K | 0.0% | $25.98 | — | PEPCO HOLDINGS ORD SHS | 713291102 |
| AMT | AMER TOWER CORP | 3,250 | $315K | 0.0% | $63.06 | +20.4% | COM NEW USD0.01 | 03027X100 |
| SYF | SYNCHRONY FINANCIA | 10,351 | $315K | 0.0% | $25.00 | 0.0% | COM USD0.001 | 87165B103 |
| — | Progressive Waste So | 13,272 | $313K | 0.0% | $22.61 | — | PROGRESSIVE WASTE SOLUTIONS OR | 74339G101 |
| ATO | Atmos Energy Corp | 4,900 | $309K | 0.0% | $48.30 | 0.0% | ATMOS ENERGY ORD SHS | 049560105 |
| PSA | PUBLIC STORAGE | 1,238 | $307K | 0.0% | $97.26 | +61.2% | COM USD0.10 | 74460D109 |
| BR | Broadridge Financial | 5,700 | $306K | 0.0% | $47.04 | 0.0% | COM STK USD0.01 | 11133T103 |
| JKHY | Jack Henry & Associa | 3,900 | $304K | 0.0% | $68.00 | 0.0% | JACK HENRY ANS ASSOCIATES ORD | 426281101 |
| MCK | MCKESSON CORP | 1,512 | $298K | 0.0% | $127.67 | +36.7% | COM USD0.01 | 58155Q103 |
| NOC | NORTHROP GRUMMAN | 1,547 | $292K | 0.0% | $104.60 | +48.8% | COM USD1 | 666807102 |
| — | American Capital Age | 16,800 | $291K | 0.0% | $17.32 | — | COM STK USD0.01 | 02503X105 |
| DUK | DUKE ENERGY CORP | 4,044 | $289K | 0.0% | $41.83 | +10.8% | COM USD0.001 | 26441C204 |
| OTEX | Open Text Corp | 5,900 | $283K | 0.0% | $18.81 | 0.0% | OPEN TEXT ORD SHS | 683715106 |
| KR | KROGER CO | 6,728 | $281K | 0.0% | $30.18 | +4.9% | COM USD1 | 501044101 |
| KRC | Kilroy Realty Corp | 4,400 | $278K | 0.0% | $63.18 | — | KILROY REALTY REIT | 49427F108 |
| — | Atlas Resource Partn | 270,000 | $278K | 0.0% | $16.02 | — | Atlas Resource Partners LP | 04941A101 |
| WPC | WP Carey Inc | 4,700 | $277K | 0.0% | $58.94 | — | W. P. CAREY REIT | 92936U109 |
| NEE | NEXTERA ENERGY INC | 2,646 | $275K | 0.0% | $14.15 | +37.8% | COM USD0.01 | 65339F101 |
| REGN | REGENERON PHARMACE | 505 | $274K | 0.0% | $534.07 | +0.9% | COM USD0.001 | 75886F107 |
| OHI | Omega Healthcare Inv | 7,800 | $273K | 0.0% | $35.00 | — | OMEGA HEALTHCARE INVESTORS REI | 681936100 |
| GD | GEN DYNAMICS CORP | 1,979 | $272K | 0.0% | $80.10 | +43.1% | COM USD1 | 369550108 |
| — | TIME WARNER CABLE | 1,443 | $268K | 0.0% | $143.40 | — | USD0.01 | 88732J207 |
| TU | TELUS Corp | 9,600 | $265K | 0.0% | $15.56 | 0.0% | TELUS ORD SHS | 87971M103 |
| CBOE | CBOE Holdings Inc | 4,000 | $260K | 0.0% | $59.32 | 0.0% | CBOE HOLDINGS ORD SHS | 12503M108 |
| — | AETNA INC | 2,397 | $259K | 0.0% | $97.25 | — | COM USD0.01 | 00817Y108 |
| — | MYLAN NV | 4,696 | $254K | 0.0% | $54.09 | — | EUR0.01 | N59465109 |
| INTU | INTUIT INC | 2,600 | $251K | 0.0% | $89.36 | 0.0% | INTUIT ORD SHS | 461202103 |
| EOG | EOG RESOURCES INC | 3,504 | $248K | 0.0% | $63.14 | -5.3% | COM USD0.01 | 26875P101 |
| — | CIA PARANAENSE DE | 42,157 | $247K | 0.0% | $9.67 | — | ADR REPR 1 PRF'B'NPV | 20441B407 |
| — | Covanta Holding Corp | 15,825 | $245K | 0.0% | $19.78 | — | COVANTA HOLDING ORD SHS | 22282E102 |
| SCHW | SCHWAB(CHARLES)CP | 7,342 | $242K | 0.0% | $24.70 | +12.9% | COM USD0.01 | 808513105 |
| WSM | Williams-Sonoma Inc | 4,100 | $239K | 0.0% | $26.85 | 0.0% | WILLIAMS SONOMA ORD SHS | 969904101 |
| XYL | Xylem Inc/NY | 6,544 | $239K | 0.0% | $23.84 | +34.0% | XYLEM ORD SHS | 98419M100 |
| STWD | Starwood Property Tr | 11,500 | $236K | 0.0% | $20.52 | — | STARWOOD PROPERTY TRUST REIT | 85571B105 |
| — | Panera Bread Co | 1,200 | $234K | 0.0% | $195.00 | — | PANERA BREAD ORD SHS CLASS A | 69840W108 |
| ET | ENERGY TRANSFER EQ | 17,000 | $234K | 0.0% | $42.12 | — | COM UNITS REP LTD PTN INT | 29273V100 |
| EW | EDWARDS LIFESCIENC | 2,944 | $233K | 0.0% | $24.27 | +7.0% | COM USD1 | 28176E108 |
| STZ | CONSTELLATION BRDS | 1,634 | $233K | 0.0% | $106.05 | +11.9% | CLASS'A'COM USD0.01 | 21036P108 |
| MPC | MARATHON PETROLEUM | 4,428 | $230K | 0.0% | $33.98 | +12.1% | COM USD0.01 | 56585A102 |
| MTN | Vail Resorts Inc | 1,800 | $230K | 0.0% | $117.58 | 0.0% | VAIL RESORTS ORD SHS | 91879Q109 |
| — | HP Inc | 19,300 | $229K | 0.0% | $24.83 | — | HP ORD SHS | 428236103 |
| — | StanCorp Financial G | 2,000 | $228K | 0.0% | $114.00 | — | STANCORP FINL GROUP ORD SHS | 852891100 |
| BWA | BorgWarner Inc | 5,218 | $226K | 0.0% | $38.23 | -16.0% | COM USD0.01 | 099724106 |
| CCI | CROWN CASTLE INTL | 2,607 | $225K | 0.0% | $54.11 | +2.7% | COM USD0.01 | 22822V101 |
| — | Liberty Property Tru | 7,200 | $224K | 0.0% | $31.11 | — | SBI USD0.001 | 531172104 |
| — | PIMCO Dynamic Credit | 12,400 | $224K | 0.0% | $20.65 | — | PIMCO Dynamic Credit Income Fu | 72202D106 |
| EQR | EQUITY RESIDENTIAL | 2,731 | $223K | 0.0% | $43.30 | +8.1% | SBI USD0.01 | 29476L107 |
| NFLX | NETFLIX INC | 1,946 | $223K | 0.0% | $11.43 | 0.0% | NETFLIX ORD SHS | 64110L106 |
| KHC | KRAFT HEINZ CO | 3,029 | $220K | 0.0% | $47.82 | -1.6% | COM USD0.01 | 500754106 |
| TTEK | Tetra Tech Inc | 8,412 | $219K | 0.0% | $5.45 | -2.0% | TETRA TECH ORD SHS | 88162G103 |
| — | Medtronic PLC | 2,818 | $217K | 0.0% | $77.00 | — | MEDTRONIC ORD SHS | 585055106 |
| — | ACE LIMITED | 1,850 | $216K | 0.0% | $89.48 | — | ORD CHF24.15 | H0023R105 |
| — | Investors Bancorp In | 17,300 | $215K | 0.0% | $12.43 | — | INVESTORS BANCORP ORD SHS | 46146L101 |
| MRSH | MARSH & MCLENNAN | 3,867 | $214K | 0.0% | $40.50 | +14.6% | COM USD1 | 571748102 |
| KIM | KIMCO REALTY | 8,070 | $214K | 0.0% | $15.88 | 0.0% | COM USD0.01 | 49446R109 |
| COF | CAPITAL ONE FINL | 2,963 | $214K | 0.0% | $47.00 | +35.7% | COM USD0.01 | 14040H105 |
| PRU | PRUDENTIAL FINL | 2,616 | $213K | 0.0% | $47.84 | +10.0% | COM USD0.01 | 744320102 |
| WST | West Pharmaceutical | 3,500 | $211K | 0.0% | $57.81 | 0.0% | WEST PHARMACEUTICAL SERVICES O | 955306105 |
| — | PRECISION CASTPART | 906 | $210K | 0.0% | $229.58 | — | COM NPV | 740189105 |
| — | RAYTHEON CO | 1,685 | $210K | 0.0% | $124.63 | — | COM USD0.01 | 755111507 |
| VRTX | VERTEX PHARMACEUTI | 1,664 | $209K | 0.0% | $120.72 | 0.0% | COM USD0.01 | 92532F100 |
| ITW | ILLINOIS TOOL WKS | 2,223 | $206K | 0.0% | $71.40 | 0.0% | COM NPV | 452308109 |
| — | BB&T CORP | 5,412 | $205K | 0.0% | $37.88 | — | COM USD5 | 054937107 |
| EA | ELECTRONIC ARTS IN | 2,970 | $204K | 0.0% | $68.14 | +0.1% | COM USD0.01 | 285512109 |
| — | MCGRAW HILL FINL | 2,037 | $201K | 0.0% | $98.67 | — | COM USD1 | 580645109 |
| ARLP | ALLIANCE RES PARTN | 12,999 | $175K | 0.0% | $33.46 | — | SBI | 01877R108 |
| KMI | KINDER MORGAN INC | 11,000 | $164K | 0.0% | $22.45 | -36.4% | COM USD0.01 | 49456B101 |
| — | TEEKAY OFFSHORE PA | 22,404 | $145K | 0.0% | $21.11 | — | COM UNITS RPRST LP INTEREST | Y8565J101 |
| — | Two Harbors Investme | 17,700 | $143K | 0.0% | $8.08 | — | TWO HARBORS INVESTMENT REIT | 90187B101 |
| RDN | RADIAN GROUP INC | 10,100 | $135K | 0.0% | $12.12 | 0.0% | RADIAN GROUP ORD SHS | 750236101 |
| — | SIRIUS XM HLDGS IN | 30,331 | $123K | 0.0% | $3.49 | — | COM USD0.001 | 82968B103 |
| — | MFA Financial Inc | 17,800 | $117K | 0.0% | $6.57 | — | MFA FINANCIAL REIT | 55272X102 |
| RF | REGIONS FINL CORP | 11,998 | $115K | 0.0% | $5.80 | +15.2% | COM STK USD0.01 | 7591EP100 |
| — | TIM PARTICIPACOES | 13,497 | $114K | 0.0% | $16.59 | — | SPON ADR EACH REP 5 ORD SHS | 88706P205 |
| — | ALCOA INC | 10,010 | $99,000 | 0.0% | $9.69 | — | COM USD1 | 013817101 |
| — | OI SA | 136,202 | $63,000 | 0.0% | $1.19 | — | ADR EACH REPR 1 PRF | 670851401 |
| — | FRONTIER COMMUNICA | 11,740 | $55,000 | 0.0% | $4.09 | — | COM USD0.25 | 35906A108 |
| — | GAFISA SA | 37,850 | $43,000 | 0.0% | $2.51 | — | ADR EACH REPR 2 COM NPV | 362607301 |
| — | SPRINT CORPORATION | 10,228 | $37,000 | 0.0% | $9.19 | — | COM USD0.01 | 85207U105 |
| PBR/A | PETROL BRASILEIROS | 10,662 | $36,000 | 0.0% | $14.65 | — | SPON ADR REP 2 PRF SHS | 71654V101 |
| CIG | CIA ENERG MG-CEMIG | 21,487 | $32,000 | 0.0% | $8.46 | — | SPN ADR REP 1 PRF (LVL 2) | 204409601 |
| GGB | GERDAU SA | 21,266 | $26,000 | 0.0% | $4.69 | — | SPON ADR EACH REP 1 PRF NPV | 373737105 |