Location: London, United Kingdom
CIK: 0000898419 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 13, 2016
Total Value: $24.65B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MSFT | Microsoft Corp | 14,170,879 | $783M | 3.2% | $55.23 | — | — | MICROSOFT ORD SHS | 594918104 |
| WFC | WELLS FARGO & CO | 13,403,089 | $648M | 2.6% | $48.36 | — | — | Wells Fargo & Co | 949746101 |
| MEOH | METHANEX CORP | 17,463,118 | $561M | 2.3% | $32.12 | — | — | COM NPV | 59151K108 |
| ABBV | AbbVie Inc | 8,475,928 | $484M | 2.0% | $57.12 | — | — | COM USD0.01 | 00287Y109 |
| JPM | JPMORGAN CHASE &CO | 7,707,196 | $456M | 1.9% | $59.22 | — | — | JPMorgan Chase & Co | 46625H100 |
| LVS | Las Vegas Sands Corp | 8,396,618 | $434M | 1.8% | $51.68 | — | — | LAS VEGAS SANDS ORD SHS | 517834107 |
| — | BROADCOM LIMITED | 2,803,234 | $433M | 1.8% | $154.50 | — | — | COM NPV | Y09827109 |
| UNH | UNITEDHEALTH GRP | 3,347,754 | $432M | 1.8% | $128.90 | — | — | UNITEDHEALTH GROUP ORD SHS | 91324P102 |
| JNJ | Johnson & Johnson | 3,786,365 | $410M | 1.7% | $108.20 | — | — | JOHNSON & JOHNSON ORD SHS | 478160104 |
| AAPL | Apple Inc | 3,344,289 | $364M | 1.5% | $108.99 | — | — | COM NPV | 037833100 |
| LQD | iShares iBoxx $ Inve | 2,817,219 | $335M | 1.4% | $118.82 | — | — | ISHARES IBOXX $ INV GRADE CORP | 464287242 |
| USB | US BANCORP | 8,126,188 | $330M | 1.3% | $40.59 | — | — | US Bancorp | 902973304 |
| — | TIME WARNER INC | 4,440,203 | $322M | 1.3% | $72.55 | — | — | TIME WARNER ORD SHS | 887317303 |
| BIDU | Baidu Inc | 1,678,828 | $320M | 1.3% | $190.88 | — | — | BAIDU INC - SPON ADR | 056752108 |
| CSCO | Cisco Systems Inc | 10,520,080 | $300M | 1.2% | $28.47 | — | — | COM USD0.001 | 17275R102 |
| AJG | GALLAGHER AJ &CO | 6,608,855 | $294M | 1.2% | $44.48 | — | — | COM USD1 | 363576109 |
| MDT | Medtronic PLC | 3,803,842 | $285M | 1.2% | $75.00 | — | — | USD0.0001 | G5960L103 |
| — | BLACKROCK INC | 832,285 | $283M | 1.1% | $340.57 | — | — | COM STK USD0.01 | 09247X101 |
| BAC | BK OF AMERICA CORP | 17,711,984 | $239M | 1.0% | $13.52 | — | — | COM USD0.01 | 060505104 |
| PFE | PFIZER INC | 8,008,048 | $237M | 1.0% | $29.64 | — | — | PFIZER ORD SHS | 717081103 |
| MO | Altria Group Inc | 3,722,091 | $233M | 0.9% | $62.66 | — | — | COM USD0.333333 | 02209S103 |
| CVX | Chevron Corp | 2,269,054 | $216M | 0.9% | $95.40 | — | — | COM USD0.75 | 166764100 |
| IBM | INTL BUSINESS MCHN | 1,426,498 | $216M | 0.9% | $151.45 | — | — | International Business Machine | 459200101 |
| LYB | LyondellBasell Indus | 2,415,552 | $207M | 0.8% | $85.58 | — | — | LyondellBasell Industries NV | N53745100 |
| T | AT&T Inc | 5,259,272 | $206M | 0.8% | $39.17 | — | — | COM USD1 | 00206R102 |
| CMCSA | COMCAST CORP | 3,169,089 | $194M | 0.8% | $61.08 | — | — | Comcast Corp | 20030N101 |
| GOOGL | ALPHABET INC | 244,772 | $187M | 0.8% | $762.91 | — | — | CAP STK USD0.001 CL A | 02079K305 |
| C | CITIGROUP INC | 4,458,987 | $186M | 0.8% | $41.75 | — | — | COM USD0.01 | 172967424 |
| AXP | American Express Co | 2,995,102 | $184M | 0.7% | $61.40 | — | — | COM USD0.20 | 025816109 |
| UPS | UTD PARCEL SERV | 1,726,100 | $182M | 0.7% | $105.47 | — | — | UNITED PARCEL SERVICE ORD SHS | 911312106 |
| GILD | Gilead Sciences Inc | 1,967,259 | $181M | 0.7% | $91.86 | — | — | Gilead Sciences Inc | 375558103 |
| GS | GOLDMAN SACHS GRP | 1,136,554 | $178M | 0.7% | $156.98 | — | — | Goldman Sachs Group Inc/The | 38141G104 |
| ACWV | iShares MSCI All Cou | 2,352,301 | $173M | 0.7% | $73.49 | — | — | ISHARES MSCI ALL COUNTRY WORLD | 464286525 |
| GM | General Motors Co | 5,380,724 | $169M | 0.7% | $31.43 | — | — | GENERAL MOTORS ORD SHS | 37045V100 |
| HON | HONEYWELL INTL INC | 1,506,493 | $169M | 0.7% | $112.05 | — | — | Honeywell International Inc | 438516106 |
| — | UTD TECHNOLOGIES | 1,678,039 | $168M | 0.7% | $100.10 | — | — | UNITED TECHNOLOGIES ORD SHS | 913017109 |
| — | CIGNA CORP | 1,200,287 | $165M | 0.7% | $137.24 | — | — | COM USD0.25 | 125509109 |
| MRK | Merck & Co Inc | 3,086,866 | $163M | 0.7% | $52.91 | — | — | MERCK & CO ORD SHS | 58933Y105 |
| ALL | Allstate Corp/The | 2,399,000 | $162M | 0.7% | $67.37 | — | — | COM USD0.01 | 020002101 |
| LNC | LINCOLN NATL CORP | 4,098,900 | $161M | 0.7% | $39.20 | — | — | Lincoln National Corp | 534187109 |
| PNC | PNC FINANCIAL SVCS | 1,890,084 | $160M | 0.6% | $84.57 | — | — | PNC Financial Services Group I | 693475105 |
| AMGN | AMGEN INC | 1,062,893 | $159M | 0.6% | $149.93 | — | — | COM USD0.0001 | 031162100 |
| HAL | Halliburton Co | 4,323,400 | $154M | 0.6% | $35.72 | — | — | Halliburton Co | 406216101 |
| GOOG | Google Inc | 207,271 | $154M | 0.6% | $744.95 | — | — | CAP STK USD0.001 CL C | 02079K107 |
| MS | Morgan Stanley Group | 6,168,480 | $154M | 0.6% | $25.01 | — | — | Morgan Stanley | 617446448 |
| HD | Home Depot Inc/The | 1,142,729 | $152M | 0.6% | $133.43 | — | — | Home Depot Inc/The | 437076102 |
| HIG | HARTFORD FINL SVCS | 3,301,395 | $152M | 0.6% | $46.08 | — | — | Hartford Financial Services Gr | 416515104 |
| CAT | CATERPILLAR INC | 1,969,593 | $151M | 0.6% | $76.54 | — | — | COM USD1 | 149123101 |
| YUM | YUM BRANDS INC | 1,810,955 | $148M | 0.6% | $81.85 | — | — | COM NPV | 988498101 |
| — | Viacom Inc | 3,319,200 | $137M | 0.6% | $41.28 | — | — | Viacom Inc | 92553P201 |
| AMAT | Applied Materials In | 6,446,700 | $137M | 0.6% | $21.18 | — | — | COM USD0.01 | 038222105 |
| OXY | Occidental Petroleum | 1,993,033 | $136M | 0.6% | $68.43 | — | — | OCCIDENTAL PETROLEUM ORD SHS | 674599105 |
| BRK/B | Berkshire Hathaway I | 958,900 | $136M | 0.6% | $141.88 | — | — | CLASS'B'COM USD0.0033 | 084670702 |
| INTC | Intel Corp | 4,192,528 | $136M | 0.6% | $32.35 | — | — | INTEL CORPORATION ORD SHS | 458140100 |
| M | Macy's Inc | 3,062,300 | $135M | 0.5% | $44.09 | — | — | MACYS ORD SHS | 55616P104 |
| XOM | Exxon Mobil Corp | 1,580,634 | $132M | 0.5% | $83.59 | — | — | EXXON MOBIL ORD SHS | 30231G102 |
| — | CITRIX SYSTEMS INC | 118,223,000 | $132M | 0.5% | $1.12 | — | — | 0.5% CNV BDS 15/04/19 USD10 | 177376AD2 |
| PEP | PepsiCo Inc | 1,270,944 | $130M | 0.5% | $102.48 | — | — | PEPSICO ORD SHS | 713448108 |
| ADM | Archer-Daniels-Midla | 3,579,400 | $130M | 0.5% | $36.31 | — | — | COM NPV | 039483102 |
| — | General Electric Co | 4,046,869 | $129M | 0.5% | $31.79 | — | — | General Electric Co | 369604103 |
| UBS | UBS GROUP | 7,815,491 | $125M | 0.5% | $16.02 | — | — | CHF0.10 (REGD) | H42097107 |
| TRV | Travelers Cos Inc/Th | 1,070,851 | $125M | 0.5% | $116.71 | — | — | Travelers Cos Inc/The | 89417E109 |
| MA | MASTERCARD INC | 1,319,848 | $125M | 0.5% | $94.50 | — | — | MASTERCARD ORD SHS CLASS A | 57636Q104 |
| ORCL | Oracle Corp | 2,965,429 | $121M | 0.5% | $40.91 | — | — | ORACLE ORD SHS | 68389X105 |
| VZ | Verizon Communicatio | 2,183,586 | $118M | 0.5% | $54.08 | — | — | VERIZON COMMUNICATIONS ORD SHS | 92343V104 |
| CVS | CVS Health Corp | 1,118,401 | $116M | 0.5% | $103.73 | — | — | CVS HEALTH ORD SHS | 126650100 |
| — | NATL OILWELL VARCO | 3,723,662 | $116M | 0.5% | $31.10 | — | — | National Oilwell Varco Inc | 637071101 |
| AEM | AGNICO EAGLE MINES | 3,182,462 | $115M | 0.5% | $36.16 | — | — | COM NPV | 008474108 |
| RCL | Royal Caribbean Crui | 1,389,000 | $114M | 0.5% | $82.15 | — | — | Royal Caribbean Cruises Ltd | V7780T103 |
| HPQ | HP INC | 9,164,178 | $113M | 0.5% | $12.32 | — | — | HP Inc | 40434L105 |
| — | Apache Corp | 2,301,400 | $112M | 0.5% | $48.81 | — | — | COM USD0.625 | 037411105 |
| FNV | FRANCO NEVADA CORP | 1,806,912 | $111M | 0.4% | $61.38 | — | — | COM NPV | 351858105 |
| ABT | ABBOTT LABS | 2,607,550 | $109M | 0.4% | $41.83 | — | — | COM NPV | 002824100 |
| EIX | EDISON INTL | 1,516,300 | $109M | 0.4% | $71.89 | — | — | EDISON INTERNATIONAL ORD SHS | 281020107 |
| IVV | iShares Core S&P 500 | 518,400 | $107M | 0.4% | $206.65 | — | — | ISHARES CORE S&P 500 ETF | 464287200 |
| — | YAHOO INC | 107,401,000 | $106M | 0.4% | $0.99 | — | — | 0% SR NT 01/12/2018 USD1000 | 984332AF3 |
| — | RANDGOLD RESOURCES | 1,162,627 | $106M | 0.4% | $90.81 | — | — | ADS EACH REPR 1 ORD USD0.05 | 752344309 |
| — | GOLDCORP INC | 6,341,111 | $103M | 0.4% | $16.23 | — | — | COM NPV | 380956409 |
| DIS | Walt Disney Co/The | 1,031,191 | $102M | 0.4% | $99.31 | — | — | Walt Disney Co/The | 254687106 |
| BDX | Becton Dickinson and | 672,050 | $102M | 0.4% | $151.82 | — | — | COM USD1 | 075887109 |
| DAL | Delta Air Lines Inc | 2,063,600 | $100M | 0.4% | $48.68 | — | — | Delta Air Lines Inc | 247361702 |
| AVT | AVNET INC | 2,258,100 | $100M | 0.4% | $44.30 | — | — | COM USD1 | 053807103 |
| — | Spirit AeroSystems H | 2,166,276 | $98.26M | 0.4% | $45.36 | — | — | Spirit AeroSystems Holdings In | 848574109 |
| — | HOLLYSYS AUTOMATIO | 4,548,735 | $95.75M | 0.4% | $21.05 | — | — | COM STK USD0.0001 | G45667105 |
| BA | Boeing Co/The | 738,797 | $93.78M | 0.4% | $126.94 | — | — | COM USD5 | 097023105 |
| — | SPDR Barclays High Y | 2,729,529 | $93.49M | 0.4% | $34.25 | — | — | SPDR BARCLAYS HIGH YIELD BOND | 78464A417 |
| LMT | Lockheed Martin Corp | 412,108 | $91.28M | 0.4% | $221.50 | — | — | Lockheed Martin Corp | 539830109 |
| — | GW PHARMACEUTICALS | 1,236,600 | $89.22M | 0.4% | $72.15 | — | — | ADS EA REPR 12 ORD | 36197T103 |
| SMG | SCOTTS MIRACLE-GRO | 1,193,864 | $86.88M | 0.4% | $72.77 | — | — | CLASS'A'COM NPV | 810186106 |
| WMT | Wal-Mart Stores Inc | 1,254,076 | $85.89M | 0.3% | $68.49 | — | — | WALMART STORES ORD SHS | 931142103 |
| UNP | UNION PACIFIC CORP | 1,071,965 | $85.28M | 0.3% | $79.55 | — | — | UNION PACIFIC ORD SHS | 907818108 |
| NWL | Newell Rubbermaid In | 1,894,900 | $83.92M | 0.3% | $44.29 | — | — | Newell Rubbermaid Inc | 651229106 |
| MMM | 3M COMPANY | 493,254 | $82.19M | 0.3% | $166.63 | — | — | COM USD0.01 | 88579Y101 |
| PG | Procter & Gamble Co/ | 977,604 | $80.47M | 0.3% | $82.31 | — | — | PROCTER & GAMBLE ORD SHS | 742718109 |
| BBY | Best Buy Co Inc | 2,455,948 | $79.67M | 0.3% | $32.44 | — | — | COM USD0.10 | 086516101 |
| — | PRICELINE GROUP IN | 78,089,000 | $78.58M | 0.3% | $1.01 | — | — | 0.9% CNV SNR 15/09/2021 USD | 741503AX4 |
| BK | BK OF NY MELLON CP | 2,128,492 | $78.39M | 0.3% | $36.83 | — | — | COM STK USD0.01 | 064058100 |
| NUE | NUCOR CORP | 1,651,300 | $78.11M | 0.3% | $47.30 | — | — | Nucor Corp | 670346105 |
| INFY | Infosys Ltd | 3,958,400 | $75.29M | 0.3% | $19.02 | — | — | INFOSYS LTD-SP ADR | 456788108 |
| RMD | ResMed Inc | 1,293,247 | $74.78M | 0.3% | $57.82 | — | — | RESMED ORD SHS | 761152107 |
| NEM | NEWMONT MINING CP | 2,809,660 | $74.68M | 0.3% | $26.58 | — | — | COM USD1.60 | 651639106 |
| — | CBS CORPORATION | 1,352,600 | $74.52M | 0.3% | $55.09 | — | — | CLASS'B' COM STK USD0.001 | 124857202 |
| — | Ashland Inc | 677,500 | $74.5M | 0.3% | $109.96 | — | — | COM USD1.00 | 044209104 |
| — | EMC Corp/MA | 2,794,893 | $74.48M | 0.3% | $26.65 | — | — | EMC ORD SHS | 268648102 |
| QCOM | QUALCOMM Inc | 1,421,179 | $72.68M | 0.3% | $51.14 | — | — | QUALCOMM ORD SHS | 747525103 |
| MTB | M & T BANK CORP | 646,023 | $71.71M | 0.3% | $111.00 | — | — | COM USD0.50 | 55261F104 |
| DB | DEUTSCHE BANK AG | 4,176,701 | $70.75M | 0.3% | $16.94 | — | — | NPV(REGD) | D18190898 |
| VLO | Valero Energy Corp | 1,081,000 | $69.33M | 0.3% | $64.14 | — | — | Valero Energy Corp | 91913Y100 |
| — | CR Bard Inc | 339,630 | $68.83M | 0.3% | $202.67 | — | — | CR Bard Inc | 067383109 |
| — | NXP SEMICONDUCTORS | 61,922,000 | $68.5M | 0.3% | $1.11 | — | — | 1% CNV SNR 01/12/2019 USD | 62952QAB6 |
| — | BARRICK GOLD CORP | 5,009,788 | $68.03M | 0.3% | $13.58 | — | — | COM NPV | 067901108 |
| — | YAMANA GOLD INC | 22,372,974 | $68.01M | 0.3% | $3.04 | — | — | COM NPV | 98462Y100 |
| MET | METLIFE INC | 1,513,343 | $66.5M | 0.3% | $43.94 | — | — | METLIFE ORD SHS | 59156R108 |
| ROK | ROCKWELL AUTOMATIO | 579,978 | $65.97M | 0.3% | $113.75 | — | — | COM USD1 | 773903109 |
| TEX | Terex Corp | 2,624,900 | $65.31M | 0.3% | $24.88 | — | — | Terex Corp | 880779103 |
| PTEN | Patterson-UTI Energy | 3,697,100 | $65.14M | 0.3% | $17.62 | — | — | Patterson-UTI Energy Inc | 703481101 |
| BTG | B2GOLD CORP | 39,051,586 | $64.83M | 0.3% | $1.66 | — | — | COM NPV | 11777Q209 |
| KMB | KIMBERLY-CLARK CP | 480,895 | $64.69M | 0.3% | $134.51 | — | — | Kimberly-Clark Corp | 494368103 |
| 1741046D | STERIS PLC | 906,557 | $64.41M | 0.3% | $71.05 | — | — | GBP0.1 | G84720104 |
| AMZN | Amazon.com Inc | 105,738 | $62.77M | 0.3% | $593.65 | — | — | COM USD0.01 | 023135106 |
| — | PRICELINE GROUP IN | 51,768,000 | $62.12M | 0.3% | $1.20 | — | — | 0.35% SNR CNV NTS 15/06/20 | 741503AS5 |
| META | Facebook Inc | 542,965 | $61.95M | 0.3% | $114.10 | — | — | Facebook Inc | 30303M102 |
| TXT | Textron Inc | 1,673,800 | $61.03M | 0.2% | $36.46 | — | — | Textron Inc | 883203101 |
| KO | Coca-Cola Co/The | 1,304,209 | $60.5M | 0.2% | $46.39 | — | — | COM USD0.25 | 191216100 |
| — | Diamond Offshore Dri | 2,609,400 | $56.7M | 0.2% | $21.73 | — | — | Diamond Offshore Drilling Inc | 25271C102 |
| — | YANDEX N.V. | 62,337,000 | $54.78M | 0.2% | $0.88 | — | — | 1.125% CNV BDS 15/12/18 USD | 98474TAB3 |
| — | SANDISK CORP | 51,237,000 | $53.19M | 0.2% | $1.04 | — | — | 0.5% CNV BDS 15/10/20 USD10 | 80004CAF8 |
| LLY | LILLY ELI & CO | 737,650 | $53.12M | 0.2% | $72.01 | — | — | Eli Lilly & Co | 532457108 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 57,093 | $52.48M | 0.2% | $919.13 | — | — | 5.5% CONV PRF | G0177J116 |
| — | BROCADE COMMUN SYS | 52,839,000 | $52.34M | 0.2% | $0.99 | — | — | 1.375% NTS 01/01/20 USD1000 | 111621AQ1 |
| BAP | CREDICORP | 397,081 | $52.02M | 0.2% | $131.01 | — | — | COM USD5 | G2519Y108 |
| — | Walgreens Boots Alli | 613,426 | $51.67M | 0.2% | $84.24 | — | — | Walgreens Boots Alliance Inc | 931427108 |
| CMI | Cummins Inc | 465,942 | $51.23M | 0.2% | $109.94 | — | — | CUMMINS ORD SHS | 231021106 |
| KGC | KINROSS GOLD CORP | 15,000,000 | $51M | 0.2% | $3.40 | — | — | COM NPV | 496902404 |
| MDLZ | MONDELEZ INTL INC | 1,269,413 | $50.93M | 0.2% | $40.12 | — | — | Mondelez International Inc | 609207105 |
| — | Anadarko Petroleum C | 1,088,317 | $50.68M | 0.2% | $46.57 | — | — | COM USD0.10 | 032511107 |
| — | TAHOE RESOURCES IN | 5,047,716 | $50.63M | 0.2% | $10.03 | — | — | COM NPV | 873868103 |
| PM | PHILIP MORRIS INTL | 481,734 | $47.26M | 0.2% | $98.11 | — | — | PHILIP MORRIS INTERNATIONAL OR | 718172109 |
| — | STILLWATER MINING | 43,288,000 | $46.24M | 0.2% | $1.07 | — | — | 1.75% CNV SNR 15/10/32 USD | 86074QAL6 |
| CL | Colgate-Palmolive Co | 653,587 | $46.18M | 0.2% | $70.65 | — | — | COM USD1 | 194162103 |
| — | Dow Chemical Co/The | 897,746 | $45.66M | 0.2% | $50.86 | — | — | DOW CHEMICAL ORD SHS | 260543103 |
| — | EI du Pont de Nemour | 719,908 | $45.59M | 0.2% | $63.32 | — | — | EI du Pont de Nemours & Co | 263534109 |
| — | ARRIS INTL LTD | 1,976,561 | $45.3M | 0.2% | $22.92 | — | — | ORD GBP0.01 | G0551A103 |
| — | CORE LABORATORIES | 400,000 | $44.96M | 0.2% | $112.41 | — | — | ORD EUR0.02 | N22717107 |
| INGR | Ingredion Inc | 413,161 | $44.12M | 0.2% | $106.79 | — | — | Ingredion Inc | 457187102 |
| ELV | Anthem Inc | 307,353 | $42.72M | 0.2% | $138.99 | — | — | COM USD0.01 | 036752103 |
| MSI | Motorola Solutions I | 539,702 | $40.86M | 0.2% | $75.70 | — | — | MOTOROLA SOLUTIONS ORD SHS | 620076307 |
| GLW | Corning Inc | 1,943,829 | $40.61M | 0.2% | $20.89 | — | — | CORNING ORD SHS | 219350105 |
| — | AKAMAI TECHNOLOGIE | 40,967,000 | $39.99M | 0.2% | $0.98 | — | — | 0% CNV BDS 15/02/19 USD1000 | 00971TAG6 |
| D | Dominion Resources I | 530,691 | $39.87M | 0.2% | $75.12 | — | — | Dominion Resources Inc/VA | 25746U109 |
| AIG | AMER INTL GRP | 730,419 | $39.48M | 0.2% | $54.05 | — | — | COM USD2.50 | 026874784 |
| EMR | Emerson Electric Co | 723,725 | $39.36M | 0.2% | $54.38 | — | — | EMERSON ELECTRIC ORD SHS | 291011104 |
| AGI | ALAMOS GOLD INC | 7,364,504 | $38.96M | 0.2% | $5.29 | — | — | COM NPV CL A | 011532108 |
| VFC | VF CORP | 596,412 | $38.62M | 0.2% | $64.76 | — | — | VF ORD SHS | 918204108 |
| — | Reynolds American In | 752,541 | $37.86M | 0.2% | $50.31 | — | — | REYNOLDS AMERICAN ORD SHS | 761713106 |
| — | COSAN LTD | 7,611,127 | $37.45M | 0.2% | $4.92 | — | — | COM STK USD0.01 CLASS 'A' | G25343107 |
| PSX | PHILLIPS 66 | 428,948 | $37.14M | 0.2% | $86.59 | — | — | Phillips 66 | 718546104 |
| RGLD | ROYAL GOLD INC | 723,226 | $37.09M | 0.2% | $51.29 | — | — | COM USD0.01 | 780287108 |
| NXPI | NXP SEMICONDUCTORS | 455,600 | $36.94M | 0.1% | $81.07 | — | — | EUR0.20 | N6596X109 |
| ATI | Allegheny Technologi | 2,237,500 | $36.47M | 0.1% | $16.30 | — | — | Allegheny Technologies Inc | 01741R102 |
| — | ELECTN FOR IMAGING | 33,691,000 | $35.04M | 0.1% | $1.04 | — | — | 0.75% CNV SNR 01/09/19 USD | 286082AC6 |
| — | ELDORADO GOLD CORP | 11,075,000 | $35M | 0.1% | $3.16 | — | — | COM NPV | 284902103 |
| GGG | GRACO INC | 415,299 | $34.87M | 0.1% | $83.96 | — | — | COM USD1 | 384109104 |
| NVDA | NVIDIA CORP | 974,999 | $34.74M | 0.1% | $35.63 | — | — | NVIDIA ORD SHS | 67066G104 |
| MGM | MGM RESORTS INTL | 1,618,893 | $34.71M | 0.1% | $21.44 | — | — | MGM RESORTS INTERNATIONAL ORD | 552953101 |
| — | CTRIP.COM INTL LTD | 782,642 | $34.64M | 0.1% | $44.26 | — | — | CTRIP.COM INTERNATIONAL-ADR | 22943F100 |
| — | HOLOGIC INC | 26,759,000 | $34.59M | 0.1% | $1.29 | — | — | 2% BDS 01/03/2042 USD | 436440AC5 |
| — | Tessera Technologies | 1,102,679 | $34.18M | 0.1% | $31.00 | — | — | TESSERA TECHNOLOGIES ORD SHS | 88164L100 |
| — | STILLWATER MINING | 3,173,012 | $33.79M | 0.1% | $10.65 | — | — | COM USD0.01 | 86074Q102 |
| — | TYCO INTL PLC | 877,598 | $32.22M | 0.1% | $36.71 | — | — | EUR1.00 | G91442106 |
| WHR | WHIRLPOOL CORP | 167,520 | $30.21M | 0.1% | $180.34 | — | — | WHIRLPOOL ORD SHS | 963320106 |
| GLNG | GOLAR LNG | 1,654,250 | $29.73M | 0.1% | $17.97 | — | — | COM STK USD1.00 | G9456A100 |
| AG | FIRST MAJESTIC SIL | 4,513,000 | $29.24M | 0.1% | $6.48 | — | — | COM NPV | 32076V103 |
| AVY | AVERY DENNISON CP | 399,539 | $28.81M | 0.1% | $72.11 | — | — | COM USD1 | 053611109 |
| — | CHART INDUSTRIES | 31,259,000 | $27.76M | 0.1% | $0.89 | — | — | 2% CNV SUB 01/08/2018 USD | 16115QAC4 |
| CALM | CAL MAINE FOODS IN | 530,685 | $27.55M | 0.1% | $51.91 | — | — | COM STK USD0.01 | 128030202 |
| — | INTERDIGITAL INC | 26,467,000 | $27.18M | 0.1% | $1.03 | — | — | 1.5% CNV SNR 01/03/2020 USD | 458660AD9 |
| — | JARDEN CORPORATION | 17,533,000 | $26.86M | 0.1% | $1.53 | — | — | 1.5% NTS 15/06/19 USD1000 | 471109AL2 |
| — | DISCOVER FINL SVCS | 525,511 | $26.76M | 0.1% | $50.92 | — | — | COM STK USD0.01 | 254709108 |
| TEVA | TEVA PHARMA IND | 495,341 | $26.51M | 0.1% | $53.51 | — | — | ADR(CNV 1 ORD ILS0.10) | 881624209 |
| — | HURON CONSULTING G | 27,165,000 | $26.4M | 0.1% | $0.97 | — | — | 1.25% CNV SNR 01/10/19 USD | 447462AB8 |
| — | St Jude Medical Inc | 479,700 | $26.38M | 0.1% | $55.00 | — | — | ST JUDE MEDICAL ORD SHS | 790849103 |
| — | STERICYCLE INC | 205,524 | $25.93M | 0.1% | $126.19 | — | — | STERICYCLE ORD SHS | 858912108 |
| KN | KNOWLES CORP | 1,950,579 | $25.71M | 0.1% | $13.18 | — | — | KNOWLES ORD SHS | 49926D109 |
| — | MALLINCKRODT PLC | 419,300 | $25.7M | 0.1% | $61.28 | — | — | ORDINARY USD | G5785G107 |
| SNA | SNAP-ON INC | 162,075 | $25.44M | 0.1% | $156.99 | — | — | SNAP ON ORD SHS | 833034101 |
| BABA | Alibaba Group Holdin | 317,600 | $25.1M | 0.1% | $79.03 | — | — | ALIBABA GROUP HOLDING-SP ADR | 01609W102 |
| — | KOSMOS ENERGY LTD | 4,300,362 | $25.03M | 0.1% | $5.82 | — | — | COM USD0.01 | G5315B107 |
| — | ELIZABETH ARDEN IN | 3,050,564 | $24.98M | 0.1% | $8.19 | — | — | COM USD0.01 | 28660G106 |
| — | EURONET WORLDWIDE | 20,454,000 | $24.37M | 0.1% | $1.19 | — | — | 1.5% CNV SNR 01/10/2044 USD | 298736AH2 |
| — | TEVA PHARM FIN LLC | 17,832,000 | $23.2M | 0.1% | $1.30 | — | — | 0.25% CNV DEB 01/02/26 USD | 88163VAE9 |
| — | LAKE SHORE GOLD CO | 15,817,182 | $23.09M | 0.1% | $1.46 | — | — | COM NPV | 510728108 |
| SABR | SABRE CORP | 791,001 | $22.88M | 0.1% | $28.92 | — | — | COM USD0.01 | 78573M104 |
| — | ANSYS INC | 255,524 | $22.86M | 0.1% | $89.46 | — | — | COM USD0.01 | 03662Q105 |
| — | TIFFANY & CO | 310,221 | $22.76M | 0.1% | $73.38 | — | — | COM USD0.01 | 886547108 |
| — | FIRSTMERIT CORP | 1,047,961 | $22.06M | 0.1% | $21.05 | — | — | FirstMerit Corp | 337915102 |
| CTSH | Cognizant Technology | 349,665 | $21.92M | 0.1% | $62.70 | — | — | COM CL'A'USD0.01 | 192446102 |
| JBL | JABIL CIRCUIT INC | 1,131,344 | $21.8M | 0.1% | $19.27 | — | — | JABIL CIRCUIT ORD SHS | 466313103 |
| — | PRETIUM RES INC | 3,965,862 | $21.22M | 0.1% | $5.35 | — | — | COM NPV | 74139C102 |
| DCH | American Axle & Manu | 1,320,705 | $20.33M | 0.1% | $15.39 | — | — | COM USD0.01 | 024061103 |
| BDC | Belden Inc | 327,600 | $20.11M | 0.1% | $61.38 | — | — | Belden Inc | 077454106 |
| — | Janus Capital Group | 1,369,900 | $20.04M | 0.1% | $14.63 | — | — | Janus Capital Group Inc | 47102X105 |
| — | Superior Energy Serv | 1,490,600 | $19.96M | 0.1% | $13.39 | — | — | Superior Energy Services Inc | 868157108 |
| — | Tupperware Brands Co | 344,000 | $19.95M | 0.1% | $57.98 | — | — | Tupperware Brands Corp | 899896104 |
| AAL | American Airlines Gr | 480,656 | $19.71M | 0.1% | $41.01 | — | — | COM USD1 | 02376R102 |
| KMT | Kennametal Inc | 866,700 | $19.49M | 0.1% | $22.49 | — | — | Kennametal Inc | 489170100 |
| KEY | KEYCORP | 1,763,665 | $19.47M | 0.1% | $11.04 | — | — | COM USD1 | 493267108 |
| — | Hill-Rom Holdings In | 377,110 | $18.97M | 0.1% | $50.30 | — | — | Hill-Rom Holdings Inc | 431475102 |
| — | BAXALTA INC. | 465,816 | $18.82M | 0.1% | $40.40 | — | — | COM USD0.01 | 07177M103 |
| — | Astoria Financial Co | 1,187,000 | $18.8M | 0.1% | $15.84 | — | — | Astoria Financial Corp | 046265104 |
| — | CoreLogic Inc/United | 534,511 | $18.55M | 0.1% | $34.70 | — | — | CORELOGIC ORD SHS | 21871D103 |
| PH | Parker-Hannifin Corp | 164,648 | $18.29M | 0.1% | $111.08 | — | — | PARKER-HANNIFIN ORD SHS | 701094104 |
| — | ITT CORPORATION | 492,475 | $18.17M | 0.1% | $36.89 | — | — | ITT ORD SHS | 450911201 |
| — | Meredith Corp | 376,400 | $17.88M | 0.1% | $47.50 | — | — | Meredith Corp | 589433101 |
| OLN | Olin Corp | 1,025,700 | $17.82M | 0.1% | $17.37 | — | — | Olin Corp | 680665205 |
| — | Steelcase Inc | 1,176,300 | $17.55M | 0.1% | $14.92 | — | — | Steelcase Inc | 858155203 |
| HELE | Helen of Troy Ltd | 169,100 | $17.53M | 0.1% | $103.69 | — | — | Helen of Troy Ltd | G4388N106 |
| — | LifePoint Health Inc | 253,000 | $17.52M | 0.1% | $69.25 | — | — | LifePoint Health Inc | 53219L109 |
| TXNM | PNM Resources Inc | 517,400 | $17.45M | 0.1% | $33.72 | — | — | PNM RESOURCES ORD SHS | 69349H107 |
| LIVN | LIVANOVA PLC | 319,420 | $17.24M | 0.1% | $53.98 | — | — | ORD GBP1.00 (DI) | G5509L101 |
| HLX | HELIX ENRGY SOL GR | 3,034,600 | $16.99M | 0.1% | $5.60 | — | — | Helix Energy Solutions Group I | 42330P107 |
| AFG | American Financial G | 240,600 | $16.93M | 0.1% | $70.37 | — | — | AMERICAN FINANCIAL GROUP ORD S | 025932104 |
| — | Magellan Health Inc | 244,400 | $16.6M | 0.1% | $67.93 | — | — | MAGELLAN HEALTH ORD SHS | 559079207 |
| — | SANDISK CORP | 10,381,000 | $16.37M | 0.1% | $1.58 | — | — | 1.5% CNV BDS 15/08/17(SANDI | 80004CAD3 |
| CAH | CARDINAL HEALTH | 195,152 | $15.99M | 0.1% | $81.95 | — | — | COM NPV | 14149Y108 |
| — | Esterline Technologi | 248,500 | $15.92M | 0.1% | $64.07 | — | — | Esterline Technologies Corp | 297425100 |
| — | HELIX ENRGY SOL GR | 20,220,000 | $15.82M | 0.1% | $0.78 | — | — | 3.25% CNV BDS 15/03/32 USD1 | 42330PAG2 |
| MFC | MANULIFE FINL CORP | 1,117,895 | $15.8M | 0.1% | $14.13 | — | — | COM NPV | 56501R106 |
| GATX | GATX Corp | 330,800 | $15.71M | 0.1% | $47.50 | — | — | GATX Corp | 361448103 |
| FIS | FIDELITY NATL INF | 245,348 | $15.53M | 0.1% | $63.31 | — | — | FIDELITY NATIONAL INFORMATION | 31620M106 |
| RS | Reliance Steel & Alu | 224,300 | $15.52M | 0.1% | $69.19 | — | — | RELIANCE STEEL & ALUMINUM ORD | 759509102 |
| — | MTS PJSC | 1,905,568 | $15.42M | 0.1% | $8.09 | — | — | MOBILE TELESYSTEMS ADR REP 2 O | 607409109 |
| RGA | Reinsurance Group of | 157,600 | $15.17M | 0.1% | $96.25 | — | — | Reinsurance Group of America I | 759351604 |
| — | Tata Motors Ltd | 520,500 | $15.12M | 0.1% | $29.05 | — | — | TATA MOTORS LTD-SPON ADR | 876568502 |
| — | Philippine Long Dist | 344,100 | $14.9M | 0.1% | $43.31 | — | — | SPON ADR-REP 1 COM PHP5 | 718252604 |
| — | MESOBLAST LTD | 1,538,629 | $14.8M | 0.1% | $9.62 | — | — | SPON ADR EACH REP 5 SHS | 590717104 |
| — | AMERICA MOVIL SAB | 940,235 | $14.6M | 0.1% | $15.53 | — | — | ADR EACH REP 20 SHS'L'NPV | 02364W105 |
| — | RPM INTERNATIONAL | 12,612,000 | $14.39M | 0.1% | $1.14 | — | — | 2.25% CNV BDS 15/12/20 USD1 | 749685AT0 |
| SIG | SIGNET JEWELERS LT | 115,970 | $14.38M | 0.1% | $124.03 | — | — | COM STK USD0.18 | G81276100 |
| STLD | Steel Dynamics Inc | 636,700 | $14.33M | 0.1% | $22.51 | — | — | Steel Dynamics Inc | 858119100 |
| — | Rocket Fuel Inc | 4,486,649 | $14.13M | 0.1% | $3.15 | — | — | USD0.001 | 773111109 |
| SNX | SYNNEX Corp | 149,800 | $13.87M | 0.1% | $92.59 | — | — | SYNNEX Corp | 87162W100 |
| EXLS | ExlService Holdings | 267,700 | $13.87M | 0.1% | $51.80 | — | — | ExlService Holdings Inc | 302081104 |
| — | L BRANDS INC | 155,707 | $13.67M | 0.1% | $87.81 | — | — | COM USD0.50 | 501797104 |
| TER | Teradyne Inc | 628,400 | $13.57M | 0.1% | $21.59 | — | — | Teradyne Inc | 880770102 |
| — | Foot Locker Inc | 210,100 | $13.55M | 0.1% | $64.50 | — | — | Foot Locker Inc | 344849104 |
| CHGG | CHEGG INC | 2,971,278 | $13.25M | 0.1% | $4.46 | — | — | COM USD0.001 | 163092109 |
| TMO | THERMO FISHER SCIE | 93,542 | $13.24M | 0.1% | $141.59 | — | — | COM USD1 | 883556102 |
| SPY | SPDR S&P 500 ETF Tru | 63,000 | $12.95M | 0.1% | $205.51 | — | — | SPDR S&P 500 ETF TRUST | 78462F103 |
| — | PRIVATEBANCORP INC | 331,979 | $12.81M | 0.1% | $38.60 | — | — | COM NPV | 742962103 |
| IGLB | iShares 10+ Year Cre | 212,650 | $12.61M | 0.1% | $59.28 | — | — | ISHARES 10+ YEAR CREDIT BOND E | 464289511 |
| CROX | CROCS INC | 1,305,769 | $12.56M | 0.1% | $9.62 | — | — | CROCS ORD SHS | 227046109 |
| ITUB | ITAU UNIBANCO HOLD | 1,382,402 | $11.88M | 0.0% | $8.59 | — | — | ADR EACH REPR 1 PRF NPV | 465562106 |
| — | MERIDIAN BIOSCIENC | 566,700 | $11.68M | 0.0% | $20.61 | — | — | COM STK NPV | 589584101 |
| CCL | CARNIVAL CORP | 219,483 | $11.58M | 0.0% | $52.77 | — | — | COM USD0.01(PAIRED STOCK) | 143658300 |
| — | Alere Inc | 219,100 | $11.09M | 0.0% | $50.61 | — | — | Alere Inc | 01449J105 |
| — | OWENS-ILLINOIS INC | 687,937 | $10.98M | 0.0% | $15.96 | — | — | COM USD0.01 | 690768403 |
| — | Castlight Health Inc | 3,237,882 | $10.78M | 0.0% | $3.33 | — | — | COM USD0.0001 CL B | 14862Q100 |
| SLF | SUN LIFE FINL INC | 330,303 | $10.66M | 0.0% | $32.27 | — | — | COM NPV | 866796105 |
| BGS | B&G Foods Inc | 300,000 | $10.44M | 0.0% | $34.81 | — | — | B&G Foods Inc | 05508R106 |
| — | Greatbatch Inc | 287,900 | $10.26M | 0.0% | $35.64 | — | — | Greatbatch Inc | 39153L106 |
| DAN | DANA HOLDING CORP | 716,548 | $10.1M | 0.0% | $14.09 | — | — | COM STK USD0.01 | 235825205 |
| — | Michaels Cos Inc/The | 360,000 | $10.07M | 0.0% | $27.97 | — | — | Michaels Cos Inc/The | 59408Q106 |
| SKYW | SkyWest Inc | 499,800 | $9.991M | 0.0% | $19.99 | — | — | SkyWest Inc | 830879102 |
| BHE | Benchmark Electronic | 432,100 | $9.96M | 0.0% | $23.05 | — | — | Benchmark Electronics Inc | 08160H101 |
| — | Cott Corp | 716,700 | $9.955M | 0.0% | $13.89 | — | — | COTT ORD SHS | 22163N106 |
| — | COACH INC | 246,144 | $9.868M | 0.0% | $40.09 | — | — | COM USD0.01 | 189754104 |
| — | Aerojet Rocketdyne H | 601,200 | $9.848M | 0.0% | $16.38 | — | — | Aerojet Rocketdyne Holdings In | 007800105 |
| F | FORD MOTOR CO | 729,234 | $9.845M | 0.0% | $13.50 | — | — | COM STK USD0.01 | 345370860 |
| — | Superior Industries | 440,000 | $9.715M | 0.0% | $22.08 | — | — | Superior Industries Internatio | 868168105 |
| INDB | Independent Bank Cor | 211,000 | $9.698M | 0.0% | $45.96 | — | — | Independent Bank Corp/Rockland | 453836108 |
| HAE | HAEMONETICS CORP | 269,373 | $9.423M | 0.0% | $34.98 | — | — | HAEMONETICS ORD SHS | 405024100 |
| AGG | iShares Core U.S. Ag | 84,263 | $9.338M | 0.0% | $110.82 | — | — | ISHARES CORE US AGGREGATE BOND | 464287226 |
| — | Fairchild Semiconduc | 451,800 | $9.036M | 0.0% | $20.00 | — | — | Fairchild Semiconductor Intern | 303726103 |
| GRMN | GARMIN LTD | 224,300 | $8.963M | 0.0% | $39.96 | — | — | COM CHF10.00 | H2906T109 |
| FMX | FOMENTO ECON MEXIC | 92,404 | $8.899M | 0.0% | $96.31 | — | — | ADR RP 10 UTS(1B&2D-B&2'D-L | 344419106 |
| SYY | Sysco Corp | 189,482 | $8.855M | 0.0% | $46.73 | — | — | SYSCO ORD SHS | 871829107 |
| — | Bob Evans Farms Inc/ | 187,300 | $8.745M | 0.0% | $46.69 | — | — | Bob Evans Farms Inc/DE | 096761101 |
| GME | GAMESTOP CORP | 275,000 | $8.726M | 0.0% | $31.73 | — | — | COM USD0.001 CLASS 'A' | 36467W109 |
| IVZ | INVESCO LTD | 281,574 | $8.664M | 0.0% | $30.77 | — | — | COM STK USD0.20 | G491BT108 |
| WY | WEYERHAEUSER CO | 279,198 | $8.65M | 0.0% | $30.98 | — | — | COM USD1.25 | 962166104 |
| V | Visa Inc | 112,308 | $8.59M | 0.0% | $76.49 | — | — | VISA ORD SHS CLASS A | 92826C839 |
| SYK | Stryker Corp | 77,352 | $8.299M | 0.0% | $107.29 | — | — | STRYKER ORD SHS | 863667101 |
| — | Tower International | 302,600 | $8.231M | 0.0% | $27.20 | — | — | Tower International Inc | 891826109 |
| FITB | 5TH THIRD BANCORP | 487,084 | $8.129M | 0.0% | $16.69 | — | — | COM NPV | 316773100 |
| ACWI | iShares MSCI ACWI ET | 143,926 | $8.068M | 0.0% | $56.06 | — | — | ISHARES MSCI ACWI ETF | 464288257 |
| — | NORDSTROM INC | 140,561 | $8.042M | 0.0% | $57.21 | — | — | NORDSTROM ORD SHS | 655664100 |
| WU | WESTERN UNION COMP | 414,058 | $7.986M | 0.0% | $19.29 | — | — | WESTERN UNION ORD SHS | 959802109 |
| — | COBALT INTL ENERGY | 2,624,739 | $7.795M | 0.0% | $2.97 | — | — | COM USD0.01 | 19075F106 |
| AMCX | AMC Networks Inc | 120,000 | $7.793M | 0.0% | $64.94 | — | — | AMC Networks Inc | 00164V103 |
| SBH | Sally Beauty Holding | 240,000 | $7.771M | 0.0% | $32.38 | — | — | Sally Beauty Holdings Inc | 79546E104 |
| — | Skechers U.S.A. Inc | 252,600 | $7.692M | 0.0% | $30.45 | — | — | Skechers U.S.A. Inc | 830566105 |
| EXC | EXELON CORP | 214,170 | $7.68M | 0.0% | $35.86 | — | — | COM NPV | 30161N101 |
| MAT | Mattel Inc | 227,205 | $7.639M | 0.0% | $33.62 | — | — | MATTEL ORD SHS | 577081102 |
| — | ServiceMaster Global | 200,000 | $7.536M | 0.0% | $37.68 | — | — | ServiceMaster Global Holdings | 81761R109 |
| TAP | MOLSON COORS BREWI | 76,940 | $7.4M | 0.0% | $96.18 | — | — | CLASS 'B' USD0.01 | 60871R209 |
| FDX | FEDEX CORP | 45,245 | $7.362M | 0.0% | $162.71 | — | — | COM USD0.10 | 31428X106 |
| BIIB | BIOGEN INC | 28,247 | $7.353M | 0.0% | $260.31 | — | — | COM STK USD0.0005 | 09062X103 |
| TGT | Target Corp | 88,968 | $7.32M | 0.0% | $82.28 | — | — | TARGET ORD SHS | 87612E106 |
| HUN | Huntsman Corp | 550,000 | $7.315M | 0.0% | $13.30 | — | — | Huntsman Corp | 447011107 |
| — | WESTROCK CO | 185,262 | $7.231M | 0.0% | $39.03 | — | — | WestRock Co | 96145D105 |
| NGD | NEW GOLD INC | 1,931,074 | $7.203M | 0.0% | $3.73 | — | — | COM NPV | 644535106 |
| — | SYMANTEC CORP | 383,608 | $7.051M | 0.0% | $18.38 | — | — | SYMANTEC ORD SHS | 871503108 |
| RL | RALPH LAUREN CORP | 72,869 | $7.014M | 0.0% | $96.25 | — | — | COM USD0.01 CLASS 'A' | 751212101 |
| DVY | iShares Select Divid | 82,755 | $6.759M | 0.0% | $81.67 | — | — | ISHARES SELECT DIVIDEND ETF | 464287168 |
| COP | CONOCOPHILLIPS | 165,963 | $6.683M | 0.0% | $40.27 | — | — | CONOCOPHILLIPS ORD SHS | 20825C104 |
| — | CELGENE CORP | 66,722 | $6.678M | 0.0% | $100.09 | — | — | COM USD0.01 | 151020104 |
| — | HESS CORPORATION | 125,744 | $6.62M | 0.0% | $52.65 | — | — | COM USD1 | 42809H107 |
| DVA | DaVita HealthCare Pa | 88,200 | $6.472M | 0.0% | $73.38 | — | — | DAVITA HEALTHCARE PARTNERS ORD | 23918K108 |
| — | PENNEY(JC)CO INC | 575,000 | $6.36M | 0.0% | $11.06 | — | — | COM USD0.50 | 708160106 |
| COLM | COLUMBIA SPORTSWEA | 103,835 | $6.239M | 0.0% | $60.09 | — | — | COM NPV | 198516106 |
| APOG | Apogee Enterprises I | 134,400 | $5.899M | 0.0% | $43.89 | — | — | Apogee Enterprises Inc | 037598109 |
| CAG | CONAGRA FOODS INC | 124,825 | $5.57M | 0.0% | $44.62 | — | — | COM USD5 | 205887102 |
| — | AVX CORP | 441,630 | $5.551M | 0.0% | $12.57 | — | — | COM USD0.01 | 002444107 |
| — | DISH Network Corp | 120,000 | $5.551M | 0.0% | $46.26 | — | — | DISH Network Corp | 25470M109 |
| WDC | WESTN DIGITAL CORP | 116,460 | $5.502M | 0.0% | $47.24 | — | — | WESTERN DIGITAL ORD SHS | 958102105 |
| ABEV | AMBEV SA | 1,060,159 | $5.492M | 0.0% | $5.18 | — | — | ADR EACH REPR ORD SPONS | 02319V103 |
| NWSA | NEWS CORP NEW | 425,665 | $5.436M | 0.0% | $12.77 | — | — | COM USD0.01 CL'A' | 65249B109 |
| HPE | Hewlett Packard Ente | 306,078 | $5.427M | 0.0% | $17.73 | — | — | HEWLETT PACKARD ENTERPRISE ORD | 42824C109 |
| L | LOEWS CORP | 141,775 | $5.424M | 0.0% | $38.26 | — | — | COM USD0.01 | 540424108 |
| MGA | MAGNA INTL INC | 121,089 | $5.202M | 0.0% | $42.96 | — | — | COM NPV | 559222401 |
| MATW | MATTHEWS INTL CORP | 100,396 | $5.167M | 0.0% | $51.47 | — | — | CLASS'A'COM USD1 | 577128101 |
| — | KCG HLDGS INC | 432,318 | $5.166M | 0.0% | $11.95 | — | — | COM USD0.01 | 48244B100 |
| TSN | Tyson Foods Inc | 76,402 | $5.093M | 0.0% | $66.66 | — | — | TYSON FOODS ORD SHS CLASS A | 902494103 |
| TV | GRUPO TELEVISA SAB | 185,391 | $5.091M | 0.0% | $27.46 | — | — | ADR REP 5 ORD PTG CTF(BNY) | 40049J206 |
| OSK | OSHKOSH CORP | 123,744 | $5.057M | 0.0% | $40.87 | — | — | COM USD0.01 | 688239201 |
| WMK | WEIS MARKETS INC | 112,215 | $5.056M | 0.0% | $45.06 | — | — | COM NPV | 948849104 |
| — | HARRIS CORP | 64,102 | $4.991M | 0.0% | $77.86 | — | — | COM STK USD1 | 413875105 |
| DDS | DILLARDS INC | 58,655 | $4.98M | 0.0% | $84.90 | — | — | DILLARDS ORD SHS CLASS A | 254067101 |
| — | XEROX CORP | 446,112 | $4.979M | 0.0% | $11.16 | — | — | XEROX ORD SHS | 984121103 |
| EWG | iShares MSCI Germany | 191,800 | $4.935M | 0.0% | $25.73 | — | — | ISHARES MSCI GERMANY INDEX | 464286806 |
| BC | BRUNSWICK CORP | 100,000 | $4.798M | 0.0% | $47.98 | — | — | COM USD0.75 | 117043109 |
| — | Snyder's-Lance Inc | 150,660 | $4.743M | 0.0% | $31.48 | — | — | Snyder's-Lance Inc | 833551104 |
| IDV | iShares Internationa | 160,850 | $4.663M | 0.0% | $28.99 | — | — | ISHARES INTERNATIONAL SELECT D | 464288448 |
| GTLS | CHART INDUSTRIES | 214,449 | $4.658M | 0.0% | $21.72 | — | — | COM STK USD0.01 | 16115Q308 |
| TLT | iShares 20+ Year Tre | 35,600 | $4.65M | 0.0% | $130.62 | — | — | ISHARES 20 PLUS YEAR TREASURY | 464287432 |
| ENR | ENERGIZER HLDGS IN | 114,247 | $4.628M | 0.0% | $40.51 | — | — | COM USD0.01 WI | 29272W109 |
| QSR | RESTAURANT BRNDS I | 119,121 | $4.625M | 0.0% | $38.83 | — | — | COM NPV | 76131D103 |
| — | Yahoo! Inc | 125,613 | $4.624M | 0.0% | $36.81 | — | — | YAHOO! ORD SHS | 984332106 |
| INDA | ISHARES TRUST | 167,677 | $4.547M | 0.0% | $27.12 | — | — | MSCI INDIA ETF | 46429B598 |
| HAIN | HAIN CELESTIAL GRP | 110,000 | $4.5M | 0.0% | $40.91 | — | — | COM USD0.01 | 405217100 |
| — | ATHERSYS INC | 2,000,000 | $4.5M | 0.0% | $2.25 | — | — | COM STK USD0.001 | 04744L106 |
| — | JAKKS Pacific Inc | 602,500 | $4.483M | 0.0% | $7.44 | — | — | JAKKS Pacific Inc | 47012E106 |
| VET | VERMILION ENERGY I | 151,684 | $4.432M | 0.0% | $29.22 | — | — | COM NPV | 923725105 |
| — | MEAD JOHNSON NUTRI | 51,803 | $4.402M | 0.0% | $84.98 | — | — | COM USD0.01 | 582839106 |
| NTES | NetEase Inc | 30,100 | $4.322M | 0.0% | $143.59 | — | — | NETEASE.COM INC-ADR | 64110W102 |
| ETN | EATON CORP PLC | 69,044 | $4.319M | 0.0% | $62.55 | — | — | COM USD0.01 | G29183103 |
| CX | CEMEX SAB DE CV | 604,959 | $4.235M | 0.0% | $7.00 | — | — | SPON ADR REP 10 CPO | 151290889 |
| PYPL | PayPal Holdings Inc | 109,464 | $4.225M | 0.0% | $38.60 | — | — | PAYPAL HOLDINGS ORD SHS | 70450Y103 |
| PFG | PRINCIPAL FINL GP | 105,000 | $4.142M | 0.0% | $39.45 | — | — | COM USD0.01 | 74251V102 |
| — | DOMTAR CORPORATION | 101,016 | $4.091M | 0.0% | $40.50 | — | — | COM STK USD0.01 | 257559203 |
| QRVO | QORVO INC | 80,715 | $4.069M | 0.0% | $50.41 | — | — | COM USD0.0001 | 74736K101 |
| CB | CHUBB LIMITED | 33,937 | $4.044M | 0.0% | $119.16 | — | — | ORD CHF24.15 | H1467J104 |
| — | CENTURYLINK INC | 124,400 | $3.976M | 0.0% | $31.96 | — | — | COM USD1 | 156700106 |
| BLDR | Builders FirstSource | 350,000 | $3.945M | 0.0% | $11.27 | — | — | Builders FirstSource Inc | 12008R107 |
| EXP | EAGLE MATERIALS | 56,228 | $3.942M | 0.0% | $70.11 | — | — | COM USD0.01 | 26969P108 |
| — | Eaton Vance Senior F | 303,200 | $3.887M | 0.0% | $12.82 | — | — | Eaton Vance Senior Floating-Ra | 27828Q105 |
| — | FIAT CHRYSLER AUTO | 441,519 | $3.559M | 0.0% | $8.06 | — | — | EUR0.01 | N31738102 |
| SATS | EchoStar Corp | 80,000 | $3.543M | 0.0% | $44.29 | — | — | ECHOSTAR ORD SHS CLASS A | 278768106 |
| — | SUPERVALU INC | 615,000 | $3.542M | 0.0% | $5.76 | — | — | COM USD0.01 | 868536103 |
| — | PIMCO Income Strateg | 400,000 | $3.5M | 0.0% | $8.75 | — | — | PIMCO Income Strategy Fund II | 72201J104 |
| TSM | Taiwan Semiconductor | 133,276 | $3.492M | 0.0% | $26.20 | — | — | TAIWAN SEMICONDUCTOR-SP ADR | 874039100 |
| — | Kayne Anderson MLP I | 206,921 | $3.429M | 0.0% | $16.57 | — | — | Kayne Anderson MLP Investment | 486606106 |
| — | Invesco Senior Incom | 837,374 | $3.383M | 0.0% | $4.04 | — | — | Invesco Senior Income Trust | 46131H107 |
| JD | JD.com Inc | 126,400 | $3.349M | 0.0% | $26.50 | — | — | JD.COM ADR REPRESENTING 2 ORD | 47215P106 |
| CRTO | Criteo SA | 79,420 | $3.29M | 0.0% | $41.43 | — | — | CRITEO ADR REPRESENTING ORD SH | 226718104 |
| — | QIAGEN NV | 146,195 | $3.266M | 0.0% | $22.34 | — | — | COM EUR0.01 | N72482107 |
| MU | Micron Technology In | 311,043 | $3.256M | 0.0% | $10.47 | — | — | MICRON TECHNOLOGY ORD SHS | 595112103 |
| IGF | iShares Global Infra | 82,750 | $3.235M | 0.0% | $39.09 | — | — | ISHARES GLOBAL INFRASTRUCTURE | 464288372 |
| — | Outfront Media Inc | 151,421 | $3.195M | 0.0% | $21.10 | — | — | Outfront Media Inc | 69007J106 |
| — | INNOCOLL HOLDINGS | 372,439 | $3.136M | 0.0% | $8.42 | — | — | COM USD0.01 | G4783X105 |
| KMI | KINDER MORGAN INC | 166,681 | $2.977M | 0.0% | $17.86 | — | — | COM USD0.01 | 49456B101 |
| SO | Southern Co/The | 55,747 | $2.884M | 0.0% | $51.73 | — | — | SOUTHERN ORD SHS | 842587107 |
| GIS | GENERAL MILLS INC | 44,420 | $2.814M | 0.0% | $63.35 | — | — | GENERAL MILLS ORD SHS | 370334104 |
| FCX | Freeport-McMoRan Inc | 270,000 | $2.792M | 0.0% | $10.34 | — | — | Freeport-McMoRan Inc | 35671D857 |
| — | PEOPLE'S UTD FINL | 171,001 | $2.724M | 0.0% | $15.93 | — | — | COM STK USD0.01 | 712704105 |
| VSH | VISHAY INTERTECH | 222,304 | $2.714M | 0.0% | $12.21 | — | — | COM USD0.10 | 928298108 |
| CFFN | Capitol Federal Fina | 200,832 | $2.663M | 0.0% | $13.26 | — | — | COM USD0.01 | 14057J101 |
| — | Williams Partners LP | 130,008 | $2.659M | 0.0% | $20.45 | — | — | Williams Partners LP | 96949L105 |
| — | Nielsen Holdings PLC | 50,000 | $2.633M | 0.0% | $52.66 | — | — | Nielsen Holdings PLC | G6518L108 |
| BBD | BCO BRADESCO SA | 388,106 | $2.629M | 0.0% | $6.77 | — | — | SPON ADR EACH REP 1 PRF NPV | 059460303 |
| EBAY | EBAY INC | 109,764 | $2.619M | 0.0% | $23.86 | — | — | EBAY ORD SHS | 278642103 |
| CNH | CNH INDUSTRIAL NV | 384,483 | $2.599M | 0.0% | $6.76 | — | — | COM EUR0.01 | N20944109 |
| MPLX | MPLX LP | 87,200 | $2.589M | 0.0% | $29.69 | — | — | MPLX LP | 55336V100 |
| — | SPX FLOW INC | 102,671 | $2.575M | 0.0% | $25.08 | — | — | COM USD0.01 | 78469X107 |
| — | PowerShares DB Agric | 122,491 | $2.523M | 0.0% | $20.60 | — | — | POWERSHARES DB AGRICULTURE ETF | 73936B408 |
| ACH | OWENS & MINOR INC | 61,786 | $2.497M | 0.0% | $40.41 | — | — | OWENS & MINOR ORD SHS | 690732102 |
| — | MCDERMOTT INTL INC | 598,561 | $2.448M | 0.0% | $4.09 | — | — | COM STK USD1 | 580037109 |
| CFG | CITIZENS FINL GP | 115,000 | $2.409M | 0.0% | $20.95 | — | — | COM USD0.01 | 174610105 |
| VWO | Vanguard FTSE Emergi | 63,000 | $2.179M | 0.0% | $34.59 | — | — | VANGUARD FTSE EMERGING MARKETS | 922042858 |
| EPP | iShares MSCI Pacific | 55,047 | $2.159M | 0.0% | $39.22 | — | — | ISHARES MSCI PACIFIC EX JAPAN | 464286665 |
| VOO | Vanguard S&P 500 ETF | 11,100 | $2.093M | 0.0% | $188.56 | — | — | VANGUARD S&P 500 ETF | 922908363 |
| CLX | Clorox Co/The | 16,571 | $2.089M | 0.0% | $126.06 | — | — | COM USD1 | 189054109 |
| HOLX | HOLOGIC INC | 60,000 | $2.07M | 0.0% | $34.50 | — | — | Hologic Inc | 436440101 |
| WM | Waste Management Inc | 34,659 | $2.045M | 0.0% | $59.00 | — | — | WASTE MANAGEMENT INC | 94106L109 |
| RACE | FERRARI NV | 48,492 | $2.022M | 0.0% | $41.70 | — | — | COM EUR 0.01 | N3167Y103 |
| EPI | WisdomTree India Ear | 103,000 | $2.01M | 0.0% | $19.51 | — | — | WISDOMTREE INDIA EARNINGS ETF | 97717W422 |
| COST | Costco Wholesale Cor | 12,737 | $2.007M | 0.0% | $157.57 | — | — | COSTCO WHOLESALE ORD SHS | 22160K105 |
| — | Market Vectors Emerg | 86,836 | $1.993M | 0.0% | $22.95 | — | — | MARKET VECTORS EMG MKTS HIGH Y | 57061R403 |
| — | Valeant Pharmaceutic | 75,000 | $1.973M | 0.0% | $26.31 | — | — | Valeant Pharmaceuticals Intern | 91911K102 |
| BMO | Bank of Montreal | 32,000 | $1.942M | 0.0% | $60.69 | — | — | BANK OF MONTREAL ORD SHS | 063671101 |
| — | CONSOL COMM HLDGS | 74,900 | $1.929M | 0.0% | $25.75 | — | — | COM STK USD0.01 | 209034107 |
| DG | DOLLAR GENERAL CP | 20,400 | $1.746M | 0.0% | $85.59 | — | — | DOLLAR GENERAL ORD SHS | 256677105 |
| ELD | WisdomTree Emerging | 46,800 | $1.723M | 0.0% | $36.82 | — | — | WISDOMTREE EMERGING MARKETS LO | 97717X867 |
| AEP | American Electric Po | 25,600 | $1.7M | 0.0% | $66.41 | — | — | COM USD6.50 | 025537101 |
| CPB | CAMPBELL SOUP CO | 26,602 | $1.697M | 0.0% | $63.79 | — | — | CAP USD0.0375 | 134429109 |
| BNO | United States Brent | 137,315 | $1.683M | 0.0% | $12.26 | — | — | UNITED STATES BRENT OIL ETF | 91167Q100 |
| — | TELEFONICA BRASIL | 130,051 | $1.624M | 0.0% | $12.49 | — | — | SPON ADR EA REPR 1 PFD SH | 87936R106 |
| HUM | HUMANA INC | 8,866 | $1.622M | 0.0% | $182.95 | — | — | HUMANA ORD SHS | 444859102 |
| MCD | MCDONALD'S CORP | 12,815 | $1.611M | 0.0% | $125.71 | — | — | MCDONALD'S ORD SHS | 580135101 |
| — | BRF SA | 112,722 | $1.603M | 0.0% | $14.22 | — | — | SPON ADR EACH REP 1 COM SHS | 10552T107 |
| — | LEAPFROG ENTERPRIS | 1,600,000 | $1.592M | 0.0% | $0.99 | — | — | COM CL'A' USD0.0001 | 52186N106 |
| — | Party City Holdco In | 105,000 | $1.579M | 0.0% | $15.04 | — | — | Party City Holdco Inc | 702149105 |
| NBIS | YANDEX N.V. | 101,711 | $1.558M | 0.0% | $15.32 | — | — | COM USD0.01 CL 'A' | N97284108 |
| CM | Canadian Imperial Ba | 20,400 | $1.524M | 0.0% | $74.71 | — | — | CANADIAN IMPERIAL BANK OF COMM | 136069101 |
| — | Kansas City Southern | 17,300 | $1.478M | 0.0% | $85.43 | — | — | KANSAS CITY SOUTHERN ORD SHS | 485170302 |
| — | INGRAM MICRO INC | 40,641 | $1.459M | 0.0% | $35.90 | — | — | CLASS'A'COM STK USD0.01 | 457153104 |
| VALE | VALE S.A. | 337,413 | $1.421M | 0.0% | $4.21 | — | — | SPONS ADR REPR 1 COM NPV | 91912E105 |
| SHY | iShares 1-3 Year Tre | 16,600 | $1.412M | 0.0% | $85.06 | — | — | ISHARES 1-3 YEAR TREASURY BOND | 464287457 |
| — | WEC Energy Group Inc | 23,400 | $1.406M | 0.0% | $60.09 | — | — | WEC ENERGY GROUP ORD SHS | 976657106 |
| — | Dr Pepper Snapple Gr | 15,641 | $1.399M | 0.0% | $89.44 | — | — | DR PEPPER SNAPPLE GROUP ORD SH | 26138E109 |
| CWB | SPDR Barclays Conver | 32,140 | $1.388M | 0.0% | $43.19 | — | — | SPDR BARCLAYS CONVERTIBLE SECU | 78464A359 |
| — | Monsanto Co | 15,813 | $1.388M | 0.0% | $87.78 | — | — | MONSANTO ORD SHS | 61166W101 |
| AZO | AUTOZONE INC | 1,698 | $1.353M | 0.0% | $796.82 | — | — | COM USD0.01 | 053332102 |
| ED | Consolidated Edison | 17,400 | $1.333M | 0.0% | $76.61 | — | — | CONSOLIDATED EDISON ORD SHS | 209115104 |
| — | Varian Medical Syste | 16,600 | $1.328M | 0.0% | $80.00 | — | — | VARIAN MEDICAL SYSTEMS ORD SHS | 92220P105 |
| — | Twenty-First Century | 47,146 | $1.315M | 0.0% | $27.89 | — | — | TWENTY FIRST CENTURY FOX ORD S | 90130A101 |
| IEF | iShares 7-10 Year Tr | 11,800 | $1.302M | 0.0% | $110.34 | — | — | ISHARES 7-10 YEAR TREASURY BON | 464287440 |
| PAYX | PAYCHEX INC | 23,900 | $1.291M | 0.0% | $54.02 | — | — | PAYCHEX ORD SHS | 704326107 |
| BRK/A | BERKSHIRE HATHAWAY | 6 | $1.281M | 0.0% | $213500.00 | — | — | CLASS'A'COM USD5 | 084670108 |
| RSG | Republic Services In | 26,719 | $1.273M | 0.0% | $47.64 | — | — | REPUBLIC SERVICES ORD SHS | 760759100 |
| AVB | AvalonBay Communitie | 6,400 | $1.217M | 0.0% | $190.16 | — | — | COM USD0.01 | 053484101 |
| ORLY | OREILLY AUTO NEW | 4,430 | $1.213M | 0.0% | $273.81 | — | — | O'REILLY AUTOMOTIVE ORD SHS | 67103H107 |
| CSX | CSX Corp | 46,400 | $1.195M | 0.0% | $25.75 | — | — | CSX ORD SHS | 126408103 |
| HOG | Harley-Davidson Inc | 22,200 | $1.14M | 0.0% | $51.35 | — | — | HARLEY DAVIDSON ORD SHS | 412822108 |
| — | KELLOGG CO | 14,226 | $1.089M | 0.0% | $76.55 | — | — | KELLOGG ORD SHS | 487836108 |
| HSIC | Henry Schein Inc | 6,300 | $1.088M | 0.0% | $172.70 | — | — | HENRY SCHEIN ORD SHS | 806407102 |
| ES | Eversource Energy | 18,200 | $1.062M | 0.0% | $58.35 | — | — | EVERSOURCE ENERGY ORD SHS | 30040W108 |
| — | United States Oil Fu | 108,817 | $1.056M | 0.0% | $9.70 | — | — | UNITED STATES OIL ETF | 91232N108 |
| DGX | Quest Diagnostics In | 14,550 | $1.039M | 0.0% | $71.41 | — | — | QUEST DIAGNOSTICS ORD SHS | 74834L100 |
| PBR | PETROL BRASILEIROS | 176,904 | $1.033M | 0.0% | $5.84 | — | — | ADS EACH 1 REP 2 COM NPV | 71654V408 |
| BCE | BCE Inc | 22,400 | $1.02M | 0.0% | $45.54 | — | — | BCE ORD SHS | 05534B760 |
| RCI | Rogers Communication | 25,000 | $1.001M | 0.0% | $40.04 | — | — | ROGERS COMMUNICATIONS NON-VOTI | 775109200 |
| — | VALE S.A. | 308,215 | $962K | 0.0% | $3.12 | — | — | SPON ADR REP 1 PRF'A'NPV | 91912E204 |
| — | Spectra Energy Corp | 31,300 | $958K | 0.0% | $30.61 | — | — | SPECTRA ENERGY ORD SHS | 847560109 |
| — | iShares MSCI Japan E | 83,600 | $954K | 0.0% | $11.41 | — | — | ISHARES MSCI JAPAN ETF | 464286848 |
| COR | AMERISOURCEBERGEN | 10,784 | $933K | 0.0% | $86.52 | — | — | COM STK USD0.01 | 03073E105 |
| ZBH | Zimmer Holdings Inc | 8,200 | $874K | 0.0% | $106.59 | — | — | ZIMMER BIOMET HOLDINGS ORD SHS | 98956P102 |
| CMS | CMS Energy Corp | 20,300 | $862K | 0.0% | $42.46 | — | — | CMS ENERGY ORD SHS | 125896100 |
| CHD | Church & Dwight Co I | 9,100 | $839K | 0.0% | $92.20 | — | — | CHURCH AND DWIGHT ORD SHS | 171340102 |
| PII | Polaris Industries I | 8,500 | $837K | 0.0% | $98.47 | — | — | POLARIS INDUSTRIES ORD SHS | 731068102 |
| — | Laboratory Corp of A | 7,100 | $832K | 0.0% | $117.18 | — | — | LABORATORY CORPORATION OF AMER | 50540R409 |
| TXN | Texas Instruments In | 14,083 | $809K | 0.0% | $57.45 | — | — | TEXAS INSTRUMENT ORD SHS | 882508104 |
| LOW | LOWE'S COS INC | 10,606 | $803K | 0.0% | $75.71 | — | — | COM USD0.50 | 548661107 |
| GPC | GENUINE PARTS CO | 8,000 | $795K | 0.0% | $99.38 | — | — | GENUINE PARTS ORD SHS | 372460105 |
| O | Realty Income Corp | 11,300 | $706K | 0.0% | $62.48 | — | — | REALTY INCOME REIT | 756109104 |
| — | Express Scripts Hold | 10,134 | $696K | 0.0% | $68.68 | — | — | EXPRESS SCRIPTS HOLDING ORD SH | 30219G108 |
| DHR | Danaher Corp | 7,068 | $670K | 0.0% | $94.79 | — | — | DANAHER ORD SHS | 235851102 |
| LII | LENNOX INTL INC | 4,700 | $635K | 0.0% | $135.11 | — | — | COM USD0.01 | 526107107 |
| NEE | NextEra Energy Inc | 5,323 | $630K | 0.0% | $118.35 | — | — | NEXTERA ENERGY ORD SHS | 65339F101 |
| LNT | ALLIANT ENERGY CP | 8,400 | $624K | 0.0% | $74.29 | — | — | COM USD0.01 | 018802108 |
| — | CTC MEDIA INC | 317,785 | $623K | 0.0% | $1.96 | — | — | COM STK USD0.01 | 12642X106 |
| CRM | SALESFORCE.COM INC | 8,439 | $623K | 0.0% | $73.82 | — | — | SALESFORCE.COM ORD SHS | 79466L302 |
| ADBE | ADOBE SYSTEMS INC | 6,552 | $615K | 0.0% | $93.86 | — | — | COM USD0.0001 | 00724F101 |
| AOS | AO Smith Corp | 8,010 | $611K | 0.0% | $76.28 | — | — | A O SMITH ORD SHS | 831865209 |
| PNW | Pinnacle West Capita | 8,100 | $608K | 0.0% | $75.06 | — | — | PINNACLE WEST ORD SHS | 723484101 |
| EMB | iShares JP Morgan US | 5,400 | $596K | 0.0% | $110.37 | — | — | ISHARES JPMORGAN USD EMERGING | 464288281 |
| KEP | Korea Electric Power | 23,100 | $595K | 0.0% | $25.76 | — | — | KOREA ELECTRIC POWER ADR REP 1 | 500631106 |
| — | WYNDHAM WORLDWIDE | 7,740 | $592K | 0.0% | $76.49 | — | — | COM STK USD0.01 | 98310W108 |
| CACI | CACI INTL INC | 5,500 | $587K | 0.0% | $106.73 | — | — | CLASS'A'COM USD0.10 | 127190304 |
| SAN | BANCO SANTANDER | 133,557 | $582K | 0.0% | $4.36 | — | — | ADR REP 1 ORD EUR0.50 | 05964H105 |
| GLD | SPDR Gold Shares | 4,950 | $582K | 0.0% | $117.58 | — | — | SPDR GOLD SHARES ETF | 78463V107 |
| — | ALLERGAN PLC | 2,171 | $582K | 0.0% | $268.08 | — | — | COM USD0.0001 | G0177J108 |
| DLR | Digital Realty Trust | 6,500 | $575K | 0.0% | $88.46 | — | — | DIGITAL REALTY TRUST REIT ORD | 253868103 |
| BMY | BRISTOL-MYRS SQUIB | 9,001 | $575K | 0.0% | $63.88 | — | — | COM STK USD0.10 | 110122108 |
| ADP | Automatic Data Proce | 6,374 | $572K | 0.0% | $89.74 | — | — | COM USD0.10 | 053015103 |
| MKC | McCormick & Co Inc/M | 5,600 | $557K | 0.0% | $99.46 | — | — | MCCORMICK & CO NON-VOTING ORD | 579780206 |
| DRI | Darden Restaurants I | 8,316 | $551K | 0.0% | $66.26 | — | — | DARDEN RESTAURANTS ORD SHS | 237194105 |
| CCK | CROWN HOLDINGS INC | 11,015 | $546K | 0.0% | $49.57 | — | — | COM USD5 | 228368106 |
| XEL | XCEL ENERGY INC | 13,000 | $544K | 0.0% | $41.85 | — | — | XCEL ENERGY ORD SHS | 98389B100 |
| DUK | DUKE ENERGY CORP | 6,394 | $516K | 0.0% | $80.70 | — | — | DUKE ENERGY ORD SHS | 26441C204 |
| CPT | Camden Property Trus | 6,100 | $513K | 0.0% | $84.10 | — | — | CAMDEN PROPERTY TRUST REIT | 133131102 |
| — | New York Community B | 31,800 | $506K | 0.0% | $15.91 | — | — | NEW YORK COMMUNITY BANCORP ORD | 649445103 |
| — | CGI Group Inc | 10,500 | $502K | 0.0% | $47.81 | — | — | CGI GROUP ORD SHS CLASS A | 39945C109 |
| — | AIRCASTLE LIMITED | 22,500 | $500K | 0.0% | $22.22 | — | — | COM STK USD0.01 | G0129K104 |
| TU | TELUS Corp | 15,200 | $494K | 0.0% | $32.50 | — | — | TELUS ORD SHS | 87971M103 |
| — | SK Telecom Co Ltd | 24,300 | $490K | 0.0% | $20.16 | — | — | SK TELECOM CO LTD-ADR | 78440P108 |
| IDXX | IDEXX LABORATORIES | 6,200 | $486K | 0.0% | $78.39 | — | — | COM USD0.10 | 45168D104 |
| BR | Broadridge Financial | 8,200 | $486K | 0.0% | $59.27 | — | — | COM STK USD0.01 | 11133T103 |
| UDR | UDR Inc | 12,600 | $485K | 0.0% | $38.49 | — | — | UDR REIT | 902653104 |
| SLB | SCHLUMBERGER | 6,565 | $484K | 0.0% | $73.72 | — | — | COM USD0.01 | 806857108 |
| — | QUINTILES TRANSNTL | 7,412 | $483K | 0.0% | $65.16 | — | — | COM USD0.01 | 74876Y101 |
| JKHY | Jack Henry & Associa | 5,600 | $474K | 0.0% | $84.64 | — | — | JACK HENRY ANS ASSOCIATES ORD | 426281101 |
| TFX | Teleflex Inc | 2,900 | $455K | 0.0% | $156.90 | — | — | TELEFLEX ORD SHS | 879369106 |
| SBUX | STARBUCKS CORP | 7,620 | $455K | 0.0% | $59.71 | — | — | COM USD0.001 | 855244109 |
| — | American Capital Age | 24,200 | $451K | 0.0% | $18.64 | — | — | COM STK USD0.01 | 02503X105 |
| VRSN | VeriSign Inc | 4,800 | $425K | 0.0% | $88.54 | — | — | VERISIGN ORD SHS | 92343E102 |
| STN | Stantec Inc | 16,334 | $414K | 0.0% | $25.35 | — | — | STANTEC ORD SHS | 85472N109 |
| SNPS | Synopsys Inc | 8,500 | $412K | 0.0% | $48.47 | — | — | SYNOPSYS ORD SHS | 871607107 |
| — | Bed Bath & Beyond In | 8,200 | $407K | 0.0% | $49.63 | — | — | COM USD0.01 | 075896100 |
| DIN | DINEEQUITY INC | 4,220 | $394K | 0.0% | $93.36 | — | — | COM STK USD0.01 | 254423106 |
| — | ProShares UltraShort | 3,000 | $393K | 0.0% | $131.00 | — | — | PROSHARES ULTRASHORT BLOOMBERG | 74347W668 |
| NKE | NIKE INC | 6,219 | $382K | 0.0% | $61.42 | — | — | CLASS'B'COM NPV | 654106103 |
| — | BLACKSTONE GROUP L | 13,300 | $373K | 0.0% | $28.05 | — | — | COMMON UNITS | 09253U108 |
| SON | Sonoco Products Co | 7,600 | $369K | 0.0% | $48.55 | — | — | SONOCO PRODUCTS ORD SHS | 835495102 |
| — | Johnson Controls Inc | 9,433 | $368K | 0.0% | $39.01 | — | — | JOHNSON CONTROLS ORD SHS | 478366107 |
| EAT | BRINKER INTL INC | 8,000 | $368K | 0.0% | $46.00 | — | — | COM USD0.10 | 109641100 |
| — | SENSATA TECHNOLOGI | 9,400 | $365K | 0.0% | $38.83 | — | — | COM EUR0.01 | N7902X106 |
| ACN | ACCENTURE PLC | 3,151 | $364K | 0.0% | $115.52 | — | — | CLS'A'USD0.0000225 | G1151C101 |
| RY | Royal Bank of Canada | 6,300 | $363K | 0.0% | $57.62 | — | — | ROYAL BANK OF CANADA ORD SHS | 780087102 |
| LKQ | LKQ Corp | 10,973 | $350K | 0.0% | $31.90 | — | — | LKQ ORD SHS | 501889208 |
| SPG | SIMON PROP GROUP | 1,687 | $350K | 0.0% | $207.47 | — | — | COM USD0.0001 | 828806109 |
| — | Waste Connections In | 5,400 | $349K | 0.0% | $64.63 | — | — | WASTE CONNECTIONS ORD SHS | 941053100 |
| — | Liberty Property Tru | 10,400 | $348K | 0.0% | $33.46 | — | — | SBI USD0.001 | 531172104 |
| — | Priceline Group Inc/ | 268 | $345K | 0.0% | $1287.31 | — | — | THE PRICELINE GROUP ORD SHS | 741503403 |
| KLIC | KULICKE&SOFFA INDS | 30,500 | $345K | 0.0% | $11.31 | — | — | COM NPV | 501242101 |
| PEG | Public Service Enter | 7,300 | $344K | 0.0% | $47.12 | — | — | PUBLIC SERVICE ENTERPRISE GROU | 744573106 |
| TBRG | COMPUTER PROGRAMS | 6,550 | $341K | 0.0% | $52.06 | — | — | COM USD0.001 | 205306103 |
| AAP | Advance Auto Parts I | 2,100 | $337K | 0.0% | $160.48 | — | — | ADVANCE AUTO PARTS ORD SHS | 00751Y106 |
| — | CIA PARANAENSE DE | 42,157 | $334K | 0.0% | $7.92 | — | — | ADR REPR 1 PRF'B'NPV | 20441B407 |
| — | Brocade Communicatio | 31,200 | $330K | 0.0% | $10.58 | — | — | COM USD0.001 | 111621306 |
| WPC | WP Carey Inc | 5,200 | $324K | 0.0% | $62.31 | — | — | W. P. CAREY REIT | 92936U109 |
| — | Breitburn Energy Par | 550,000 | $308K | 0.0% | $0.56 | — | — | Breitburn Energy Partners LP | 106776107 |
| TJX | TJX COS INC | 3,887 | $305K | 0.0% | $78.47 | — | — | COM USD1 | 872540109 |
| — | PowerShares DB Base | 24,316 | $302K | 0.0% | $12.42 | — | — | POWERSHARES DB BASE METALS ETF | 73936B705 |
| ISRG | Intuitive Surgical I | 500 | $301K | 0.0% | $602.00 | — | — | INTUITIVE SURGICAL ORD SHS | 46120E602 |
| EXPD | Expeditors Internati | 6,100 | $298K | 0.0% | $48.85 | — | — | EXPEDITORS INTERNATIONAL OF WA | 302130109 |
| — | Vectren Corp | 5,800 | $293K | 0.0% | $50.52 | — | — | VECTREN ORD SHS | 92240G101 |
| MD | MEDNAX Inc | 4,500 | $291K | 0.0% | $64.67 | — | — | MEDNAX ORD SHS | 58502B106 |
| CHRW | CH Robinson Worldwid | 3,900 | $289K | 0.0% | $74.10 | — | — | COM USD0.1 | 12541W209 |
| PSA | PUBLIC STORAGE | 1,040 | $287K | 0.0% | $275.96 | — | — | COM USD0.10 | 74460D109 |
| — | PATTERSON COS INC | 6,000 | $279K | 0.0% | $46.50 | — | — | PATTERSON COMPANIES ORD SHS | 703395103 |
| AMT | AMER TOWER CORP | 2,730 | $279K | 0.0% | $102.20 | — | — | COM NEW USD0.01 | 03027X100 |
| BNS | Bank of Nova Scotia/ | 5,500 | $269K | 0.0% | $48.91 | — | — | BANK OF NOVA SCOTIA ORD SHS | 064149107 |
| — | FIBRIA CELULOSE SA | 31,718 | $269K | 0.0% | $8.48 | — | — | SPON ADR REP 1 COM NPV | 31573A109 |
| — | SCANA Corp | 3,800 | $267K | 0.0% | $70.26 | — | — | SCANA ORD SHS | 80589M102 |
| IDA | IDACORP Inc | 3,500 | $261K | 0.0% | $74.57 | — | — | IDACORP ORD SHS | 451107106 |
| OHI | Omega Healthcare Inv | 7,300 | $258K | 0.0% | $35.34 | — | — | OMEGA HEALTHCARE INVESTORS REI | 681936100 |
| EEM | iShares MSCI Emergin | 7,459 | $255K | 0.0% | $34.19 | — | — | ISHARES MSCI EMERGING MKT IN | 464287234 |
| — | Coca-Cola Enterprise | 5,000 | $254K | 0.0% | $50.80 | — | — | COM USD1.00 | 19122T109 |
| — | TIME WARNER CABLE | 1,212 | $248K | 0.0% | $204.62 | — | — | USD0.01 | 88732J207 |
| — | Panera Bread Co | 1,200 | $246K | 0.0% | $205.00 | — | — | PANERA BREAD ORD SHS CLASS A | 69840W108 |
| WST | West Pharmaceutical | 3,500 | $243K | 0.0% | $69.43 | — | — | WEST PHARMACEUTICAL SERVICES O | 955306105 |
| BFH | Alliance Data System | 1,100 | $242K | 0.0% | $220.00 | — | — | ALLIANCE DATA SYSTEMS ORD SHS | 018581108 |
| SKT | Tanger Factory Outle | 6,600 | $240K | 0.0% | $36.36 | — | — | TANGER FACTORY OUTLET CENTERS | 875465106 |
| XYL | Xylem Inc/NY | 5,726 | $234K | 0.0% | $40.87 | — | — | XYLEM ORD SHS | 98419M100 |
| — | Covanta Holding Corp | 13,825 | $233K | 0.0% | $16.85 | — | — | COVANTA HOLDING ORD SHS | 22282E102 |
| INTU | Intuit Inc | 2,200 | $229K | 0.0% | $104.09 | — | — | INTUIT ORD SHS | 461202103 |
| — | Post Properties Inc | 3,800 | $227K | 0.0% | $59.74 | — | — | POST PROPERTIES REIT | 737464107 |
| — | AETNA INC | 2,013 | $226K | 0.0% | $112.27 | — | — | COM USD0.01 | 00817Y108 |
| — | Medtronic PLC | 2,968 | $223K | 0.0% | $75.13 | — | — | MEDTRONIC ORD SHS | 585055106 |
| KRC | Kilroy Realty Corp | 3,600 | $223K | 0.0% | $61.94 | — | — | KILROY REALTY REIT | 49427F108 |
| — | iPath MSCI India Ind | 3,520 | $221K | 0.0% | $62.78 | — | — | BARCLAYS BANK IPATH MSCI INDIA | 06739F291 |
| TTEK | Tetra Tech Inc | 7,361 | $220K | 0.0% | $29.89 | — | — | TETRA TECH ORD SHS | 88162G103 |
| GD | GEN DYNAMICS CORP | 1,663 | $218K | 0.0% | $131.09 | — | — | COM USD1 | 369550108 |
| — | PIMCO Dynamic Credit | 12,400 | $216K | 0.0% | $17.42 | — | — | PIMCO Dynamic Credit Income Fu | 72202D106 |
| — | Progressive Waste So | 6,976 | $216K | 0.0% | $30.96 | — | — | PROGRESSIVE WASTE SOLUTIONS OR | 74339G101 |
| HIW | Highwoods Properties | 4,500 | $215K | 0.0% | $47.78 | — | — | HIGHWOODS PROPERTIES REIT | 431284108 |
| FISV | Fiserv Inc | 2,100 | $215K | 0.0% | $102.38 | — | — | FISERV ORD SHS | 337738108 |
| ATO | Atmos Energy Corp | 2,900 | $215K | 0.0% | $74.14 | — | — | ATMOS ENERGY ORD SHS | 049560105 |
| EOG | EOG RESOURCES INC | 2,943 | $214K | 0.0% | $72.71 | — | — | COM USD0.01 | 26875P101 |
| PDM | Piedmont Office Real | 10,400 | $211K | 0.0% | $20.29 | — | — | PIEDMONT OFFICE REALTY TRUST R | 720190206 |
| — | ANNALY CAPITAL MGT | 20,300 | $208K | 0.0% | $10.25 | — | — | COM USD0.01 | 035710409 |
| STZ | CONSTELLATION BRDS | 1,372 | $207K | 0.0% | $150.87 | — | — | CLASS'A'COM USD0.01 | 21036P108 |
| — | Atlas Resource Partn | 270,000 | $205K | 0.0% | $0.76 | — | — | Atlas Resource Partners LP | 04941A101 |
| CBOE | CBOE Holdings Inc | 3,100 | $203K | 0.0% | $65.48 | — | — | CBOE HOLDINGS ORD SHS | 12503M108 |
| — | Sovran Self Storage | 1,700 | $201K | 0.0% | $118.24 | — | — | SOVRAN SELF STORAGE REIT | 84610H108 |
| — | Investors Bancorp In | 17,300 | $201K | 0.0% | $11.62 | — | — | INVESTORS BANCORP ORD SHS | 46146L101 |
| MCK | MCKESSON CORP | 1,270 | $200K | 0.0% | $157.48 | — | — | COM USD0.01 | 58155Q103 |
| KHC | KRAFT HEINZ CO | 2,545 | $200K | 0.0% | $78.59 | — | — | COM USD0.01 | 500754106 |
| — | HP Inc | 16,100 | $198K | 0.0% | $12.30 | — | — | HP ORD SHS | 428236103 |
| — | Legacy Reserves LP | 195,000 | $191K | 0.0% | $0.98 | — | — | Legacy Reserves LP | 524707304 |
| — | Chimera Investment C | 11,800 | $160K | 0.0% | $13.56 | — | — | CHIMERA INVESTMENT ORD SHS | 16934Q208 |
| ARLP | ALLIANCE RES PARTN | 12,999 | $151K | 0.0% | $11.62 | — | — | SBI | 01877R108 |
| IBN | ICICI Bank Ltd | 21,000 | $150K | 0.0% | $7.14 | — | — | ICICI BANK LTD-SPON ADR | 45104G104 |
| — | TIM PARTICIPACOES | 13,497 | $149K | 0.0% | $11.04 | — | — | SPON ADR EACH REP 5 ORD SHS | 88706P205 |
| — | Two Harbors Investme | 17,700 | $141K | 0.0% | $7.97 | — | — | TWO HARBORS INVESTMENT REIT | 90187B101 |
| — | TEEKAY OFFSHORE PA | 22,404 | $127K | 0.0% | $5.67 | — | — | COM UNITS RPRST LP INTEREST | Y8565J101 |
| RDN | RADIAN GROUP INC | 10,100 | $125K | 0.0% | $12.38 | — | — | RADIAN GROUP ORD SHS | 750236101 |
| — | MFA Financial Inc | 17,800 | $122K | 0.0% | $6.85 | — | — | MFA FINANCIAL REIT | 55272X102 |
| — | Staples Inc | 11,100 | $122K | 0.0% | $10.99 | — | — | STAPLES ORD SHS | 855030102 |
| ET | ENERGY TRANSFER EQ | 17,000 | $121K | 0.0% | $7.12 | — | — | COM UNITS REP LTD PTN INT | 29273V100 |
| RIG | TRANSOCEAN LTD | 12,752 | $117K | 0.0% | $9.18 | — | — | COM CHF0.10 | H8817H100 |
| RF | REGIONS FINL CORP | 10,079 | $79,000 | 0.0% | $7.84 | — | — | COM STK USD0.01 | 7591EP100 |
| — | SIRIUS XM HLDGS IN | 18,861 | $75,000 | 0.0% | $3.98 | — | — | COM USD0.001 | 82968B103 |
| — | GAFISA SA | 37,850 | $54,000 | 0.0% | $1.43 | — | — | ADR EACH REPR 2 COM NPV | 362607301 |
| CIG | CIA ENERG MG-CEMIG | 21,487 | $49,000 | 0.0% | $2.28 | — | — | SPN ADR REP 1 PRF (LVL 2) | 204409601 |
| PBR/A | PETROL BRASILEIROS | 10,662 | $48,000 | 0.0% | $4.50 | — | — | SPON ADR REP 2 PRF SHS | 71654V101 |
| — | OI SA | 136,202 | $44,000 | 0.0% | $0.32 | — | — | ADR EACH REPR 1 PRF | 670851401 |
| GGB | GERDAU SA | 21,266 | $38,000 | 0.0% | $1.79 | — | — | SPON ADR EACH REP 1 PRF NPV | 373737105 |
| — | SPRINT CORPORATION | 10,228 | $36,000 | 0.0% | $3.52 | — | — | COM USD0.01 | 85207U105 |
| — | California Resources | 10,683 | $11,000 | 0.0% | $1.03 | — | — | COM USD0.01 | 13057Q107 |