Location: London, United Kingdom
CIK: 0000898419 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $26.5B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MSFT | Microsoft Corp | 15,318,766 | $882M | 3.3% | $57.60 | — | — | MICROSOFT ORD SHS | 594918104 |
| MEOH | METHANEX CORP | 17,510,018 | $625M | 2.4% | $35.68 | — | — | COM NPV | 59151K108 |
| WFC | WELLS FARGO & CO | 13,951,485 | $618M | 2.3% | $44.28 | — | — | WELLS FARGO ORD SHS | 949746101 |
| JPM | JPMORGAN CHASE &CO | 7,432,777 | $495M | 1.9% | $66.59 | — | — | JPMorgan Chase & Co | 46625H100 |
| JNJ | Johnson & Johnson | 4,037,930 | $477M | 1.8% | $118.13 | — | — | JOHNSON & JOHNSON ORD SHS | 478160104 |
| LVS | Las Vegas Sands Corp | 7,687,347 | $442M | 1.7% | $57.54 | — | — | LAS VEGAS SANDS ORD SHS | 517834107 |
| AAPL | Apple Inc | 3,855,390 | $436M | 1.6% | $113.05 | — | — | COM NPV | 037833100 |
| UNH | UNITEDHEALTH GRP | 3,103,156 | $434M | 1.6% | $140.00 | — | — | UNITEDHEALTH GROUP ORD SHS | 91324P102 |
| BIDU | BAIDU INC | 2,370,377 | $432M | 1.6% | $182.07 | — | — | BAIDU INC - SPON ADR | 056752108 |
| ABBV | AbbVie Inc | 6,224,539 | $393M | 1.5% | $63.07 | — | — | COM USD0.01 | 00287Y109 |
| — | BROADCOM LIMITED | 2,193,346 | $378M | 1.4% | $172.52 | — | — | COM NPV | Y09827109 |
| — | Time Warner Inc | 4,667,178 | $372M | 1.4% | $79.61 | — | — | TIME WARNER ORD SHS | 887317303 |
| MDT | Medtronic PLC | 4,250,333 | $367M | 1.4% | $86.40 | — | — | USD0.0001 | G5960L103 |
| LQD | iShares iBoxx $ Inve | 2,795,138 | $344M | 1.3% | $123.18 | — | — | ISHARES IBOXX $ INV GRADE CORP | 464287242 |
| CSCO | Cisco Systems Inc | 10,375,830 | $329M | 1.2% | $31.72 | — | — | COM USD0.001 | 17275R102 |
| AJG | GALLAGHER AJ &CO | 6,099,069 | $310M | 1.2% | $50.87 | — | — | COM USD1 | 363576109 |
| USB | US Bancorp | 7,019,552 | $301M | 1.1% | $42.89 | — | — | US BANCORP ORD SHS | 902973304 |
| IVV | iShares Core S&P 500 | 1,310,700 | $285M | 1.1% | $217.56 | — | — | ISHARES CORE S&P 500 ETF | 464287200 |
| BAC | BK OF AMERICA CORP | 17,170,872 | $269M | 1.0% | $15.65 | — | — | COM USD0.01 | 060505104 |
| MO | Altria Group Inc | 4,236,062 | $268M | 1.0% | $63.23 | — | — | COM USD0.333333 | 02209S103 |
| PFE | Pfizer Inc | 7,891,565 | $267M | 1.0% | $33.87 | — | — | PFIZER ORD SHS | 717081103 |
| CVX | Chevron Corp | 2,252,480 | $232M | 0.9% | $102.92 | — | — | COM USD0.75 | 166764100 |
| LYB | LyondellBasell Indus | 2,719,684 | $219M | 0.8% | $80.66 | — | — | LyondellBasell Industries NV | N53745100 |
| T | AT&T Inc | 5,348,089 | $217M | 0.8% | $40.61 | — | — | COM USD1 | 00206R102 |
| GOOGL | ALPHABET INC | 268,577 | $216M | 0.8% | $804.06 | — | — | CAP STK USD0.001 CL A | 02079K305 |
| ACWV | iShares Edge MSCI Mi | 2,746,301 | $209M | 0.8% | $76.19 | — | — | ISHARES EDGE MSCI MIN VOL GLOB | 464286525 |
| CMCSA | COMCAST CORP | 3,132,151 | $208M | 0.8% | $66.34 | — | — | Comcast Corp | 20030N101 |
| MRK | Merck & Co Inc | 3,260,317 | $203M | 0.8% | $62.41 | — | — | MERCK & CO ORD SHS | 58933Y105 |
| C | CITIGROUP INC | 4,266,222 | $201M | 0.8% | $47.23 | — | — | COM USD0.01 | 172967424 |
| IBM | INTL BUSINESS MCHN | 1,257,039 | $200M | 0.8% | $158.85 | — | — | International Business Machine | 459200101 |
| MA | MASTERCARD INCORPO | 1,914,668 | $195M | 0.7% | $101.77 | — | — | MASTERCARD ORD SHS CLASS A | 57636Q104 |
| AXP | American Express Co | 2,936,922 | $188M | 0.7% | $64.04 | — | — | COM USD0.20 | 025816109 |
| — | CIGNA CORP | 1,407,700 | $183M | 0.7% | $130.32 | — | — | COM USD0.25 | 125509109 |
| GILD | Gilead Sciences Inc | 2,296,469 | $182M | 0.7% | $79.12 | — | — | GILEAD SCIENCES ORD SHS | 375558103 |
| GM | General Motors Co | 5,715,634 | $182M | 0.7% | $31.77 | — | — | GENERAL MOTORS ORD SHS | 37045V100 |
| PNC | PNC FINANCIAL SVCS | 1,995,795 | $180M | 0.7% | $90.09 | — | — | PNC Financial Services Group I | 693475105 |
| LNC | LINCOLN NATL CORP | 3,781,200 | $178M | 0.7% | $46.98 | — | — | Lincoln National Corp | 534187109 |
| ALL | Allstate Corp/The | 2,546,400 | $176M | 0.7% | $69.18 | — | — | COM USD0.01 | 020002101 |
| HAL | Halliburton Co | 3,862,283 | $173M | 0.7% | $44.88 | — | — | Halliburton Co | 406216101 |
| MS | Morgan Stanley Group | 5,369,080 | $172M | 0.6% | $32.06 | — | — | Morgan Stanley | 617446448 |
| HON | HONEYWELL INTL INC | 1,472,264 | $171M | 0.6% | $115.97 | — | — | Honeywell International Inc | 438516106 |
| GS | GOLDMAN SACHS GRP | 1,055,983 | $170M | 0.6% | $161.27 | — | — | Goldman Sachs Group Inc/The | 38141G104 |
| M | Macy's Inc | 4,592,300 | $170M | 0.6% | $37.05 | — | — | MACYS ORD SHS | 55616P104 |
| — | UTD TECHNOLOGIES | 1,630,040 | $166M | 0.6% | $101.60 | — | — | UNITED TECHNOLOGIES ORD SHS | 913017109 |
| HIG | HARTFORD FINL SVCS | 3,859,374 | $165M | 0.6% | $42.82 | — | — | Hartford Financial Services Gr | 416515104 |
| AEM | AGNICO EAGLE MINES | 3,045,635 | $165M | 0.6% | $54.18 | — | — | COM NPV | 008474108 |
| CAT | CATERPILLAR INC | 1,824,687 | $162M | 0.6% | $88.77 | — | — | COM USD1 | 149123101 |
| INTC | Intel Corp | 4,238,026 | $160M | 0.6% | $37.75 | — | — | INTEL CORPORATION ORD SHS | 458140100 |
| AMGN | AMGEN INC | 928,777 | $155M | 0.6% | $166.81 | — | — | COM USD0.0001 | 031162100 |
| — | GW PHARMACEUTICALS | 1,166,106 | $155M | 0.6% | $132.73 | — | — | ADS EA REPR 12 ORD | 36197T103 |
| NEM | NEWMONT MINING CP | 3,917,201 | $154M | 0.6% | $39.29 | — | — | COM USD1.60 | 651639106 |
| — | General Electric Co | 5,100,273 | $151M | 0.6% | $29.62 | — | — | General Electric Co | 369604103 |
| DAL | Delta Air Lines Inc | 3,829,100 | $151M | 0.6% | $39.36 | — | — | Delta Air Lines Inc | 247361702 |
| ADM | Archer-Daniels-Midla | 3,508,600 | $148M | 0.6% | $42.17 | — | — | COM NPV | 039483102 |
| OXY | Occidental Petroleum | 2,015,630 | $147M | 0.6% | $72.92 | — | — | OCCIDENTAL PETROLEUM ORD SHS | 674599105 |
| HD | Home Depot Inc/The | 1,125,969 | $145M | 0.5% | $128.68 | — | — | Home Depot Inc/The | 437076102 |
| — | Barrick Gold Corp | 8,137,065 | $144M | 0.5% | $17.72 | — | — | COM NPV | 067901108 |
| — | NATL OILWELL VARCO | 3,723,586 | $137M | 0.5% | $36.74 | — | — | NATIONAL OILWELL VARCO ORD SHS | 637071101 |
| GOOG | Google Inc | 175,020 | $136M | 0.5% | $777.29 | — | — | CAP STK USD0.001 CL C | 02079K107 |
| XOM | Exxon Mobil Corp | 1,554,532 | $136M | 0.5% | $87.28 | — | — | EXXON MOBIL ORD SHS | 30231G102 |
| PEP | PepsiCo Inc | 1,234,596 | $134M | 0.5% | $108.77 | — | — | PEPSICO ORD SHS | 713448108 |
| BRK/B | Berkshire Hathaway I | 924,800 | $134M | 0.5% | $144.47 | — | — | CLASS'B'COM USD0.0033 | 084670702 |
| V | Visa Inc | 1,606,447 | $133M | 0.5% | $82.70 | — | — | VISA ORD SHS CLASS A | 92826C839 |
| UPS | UTD PARCEL SERV | 1,176,578 | $129M | 0.5% | $109.36 | — | — | UNITED PARCEL SERVICE ORD SHS | 911312106 |
| — | Spirit AeroSystems H | 2,853,743 | $127M | 0.5% | $44.54 | — | — | Spirit AeroSystems Holdings In | 848574109 |
| — | VIACOM INC | 3,320,400 | $127M | 0.5% | $38.10 | — | — | VIACOM ORD SHS CLASS B | 92553P201 |
| FNV | FRANCO NEVADA CORP | 1,806,912 | $126M | 0.5% | $69.87 | — | — | COM NPV | 351858105 |
| AVT | Avnet Inc | 3,047,400 | $125M | 0.5% | $41.06 | — | — | COM USD1 | 053807103 |
| — | HOLLYSYS AUTOMATIO | 5,627,064 | $125M | 0.5% | $22.17 | — | — | COM STK USD0.0001 | G45667105 |
| — | Apache Corp | 1,908,200 | $122M | 0.5% | $63.87 | — | — | COM USD0.625 | 037411105 |
| META | Facebook Inc | 941,662 | $121M | 0.5% | $128.27 | — | — | Facebook Inc | 30303M102 |
| — | CITRIX SYSTEMS INC | 105,139,000 | $118M | 0.4% | $1.12 | — | — | 0.5% CNV BDS 15/04/19 USD10 | 177376AD2 |
| — | RANDGOLD RESOURCES | 1,162,627 | $116M | 0.4% | $100.07 | — | — | ADS EACH REPR 1 ORD USD0.05 | 752344309 |
| RCL | Royal Caribbean Crui | 1,532,500 | $115M | 0.4% | $74.95 | — | — | Royal Caribbean Cruises Ltd | V7780T103 |
| ABT | ABBOTT LABS | 2,712,947 | $115M | 0.4% | $42.29 | — | — | COM NPV | 002824100 |
| EIX | EDISON INTL | 1,561,900 | $113M | 0.4% | $72.25 | — | — | EDISON INTERNATIONAL ORD SHS | 281020107 |
| UBS | UBS GROUP | 8,236,025 | $112M | 0.4% | $13.62 | — | — | CHF0.10 (REGD) | H42097107 |
| AMZN | Amazon.com Inc | 131,139 | $110M | 0.4% | $837.31 | — | — | COM USD0.01 | 023135106 |
| ORCL | Oracle Corp | 2,776,825 | $109M | 0.4% | $39.28 | — | — | ORACLE ORD SHS | 68389X105 |
| INFY | Infosys Ltd | 6,884,700 | $109M | 0.4% | $15.78 | — | — | INFOSYS LTD-SP ADR | 456788108 |
| WMT | Wal-Mart Stores Inc | 1,459,995 | $105M | 0.4% | $72.12 | — | — | WALMART STORES ORD SHS | 931142103 |
| BTG | B2GOLD CORP | 39,051,586 | $103M | 0.4% | $2.63 | — | — | COM NPV | 11777Q209 |
| VZ | Verizon Communicatio | 1,971,282 | $102M | 0.4% | $51.98 | — | — | VERIZON COMMUNICATIONS ORD SHS | 92343V104 |
| HPQ | HP INC | 6,496,970 | $101M | 0.4% | $15.53 | — | — | HP Inc | 40434L105 |
| BDX | Becton Dickinson and | 553,196 | $99.43M | 0.4% | $179.73 | — | — | COM USD1 | 075887109 |
| DIS | Walt Disney Co/The | 1,035,427 | $96.15M | 0.4% | $92.86 | — | — | WALT DISNEY ORD SHS | 254687106 |
| — | TAHOE RESOURCES IN | 7,368,095 | $94.53M | 0.4% | $12.83 | — | — | COM NPV | 873868103 |
| — | YAHOO INC | 91,267,000 | $92.35M | 0.3% | $1.01 | — | — | 0% SR NT 01/12/2018 USD1000 | 984332AF3 |
| LMT | Lockheed Martin Corp | 383,716 | $91.98M | 0.3% | $239.72 | — | — | LOCKHEED MARTIN ORD SHS | 539830109 |
| BA | Boeing Co/The | 691,035 | $91.04M | 0.3% | $131.74 | — | — | COM USD5 | 097023105 |
| AMAT | Applied Materials In | 3,012,108 | $90.81M | 0.3% | $30.15 | — | — | COM USD0.01 | 038222105 |
| MET | METLIFE INC | 2,009,968 | $89.3M | 0.3% | $44.43 | — | — | METLIFE ORD SHS | 59156R108 |
| — | GOLDCORP INC | 5,390,341 | $89.05M | 0.3% | $16.52 | — | — | COM NPV | 380956409 |
| PG | Procter & Gamble Co/ | 967,919 | $86.87M | 0.3% | $89.75 | — | — | PROCTER & GAMBLE ORD SHS | 742718109 |
| BBY | Best Buy Co Inc | 2,259,437 | $86.27M | 0.3% | $38.18 | — | — | COM USD0.10 | 086516101 |
| — | BLACKROCK INC | 237,345 | $86.03M | 0.3% | $362.46 | — | — | COM STK USD0.01 | 09247X101 |
| MMM | 3M COMPANY | 486,668 | $85.77M | 0.3% | $176.23 | — | — | COM USD0.01 | 88579Y101 |
| NUE | NUCOR CORP | 1,727,500 | $85.42M | 0.3% | $49.45 | — | — | Nucor Corp | 670346105 |
| — | YAMANA GOLD INC | 19,736,603 | $85.06M | 0.3% | $4.31 | — | — | COM NPV | 98462Y100 |
| SABR | SABRE CORP | 2,920,203 | $82.29M | 0.3% | $28.18 | — | — | COM USD0.01 | 78573M104 |
| BK | BK OF NY MELLON CP | 2,060,625 | $82.18M | 0.3% | $39.88 | — | — | COM STK USD0.01 | 064058100 |
| DBJP | Deutsche X-trackers | 2,486,600 | $81.81M | 0.3% | $32.90 | — | — | DEUTSCHE X-TRACKERS MSCI JAPAN | 233051507 |
| TEX | Terex Corp | 3,192,400 | $81.12M | 0.3% | $25.41 | — | — | Terex Corp | 880779103 |
| ASH | Ashland Global Holdi | 677,600 | $78.57M | 0.3% | $115.95 | — | — | COM USD0.01 | 044186104 |
| YUM | YUM BRANDS INC | 1,214,409 | $77.91M | 0.3% | $64.16 | — | — | COM NPV | 988498101 |
| BABA | Alibaba Group Holdin | 736,200 | $77.88M | 0.3% | $105.79 | — | — | ALIBABA GROUP HOLDING-SP ADR | 01609W102 |
| AGI | ALAMOS GOLD INC | 9,239,972 | $75.77M | 0.3% | $8.20 | — | — | COM NPV CL A | 011532108 |
| CVS | CVS Health Corp | 835,981 | $74.39M | 0.3% | $88.99 | — | — | CVS HEALTH ORD SHS | 126650100 |
| PTEN | Patterson-UTI Energy | 3,315,700 | $74.17M | 0.3% | $22.37 | — | — | Patterson-UTI Energy Inc | 703481101 |
| NWL | NEWELL BRANDS INC | 1,400,500 | $73.75M | 0.3% | $52.66 | — | — | Newell Brands Inc | 651229106 |
| — | PRICELINE GROUP IN | 68,685,000 | $73.45M | 0.3% | $1.07 | — | — | 0.9% CNV SNR 15/09/2021 USD | 741503AX4 |
| SMG | SCOTTS MIRACLE-GRO | 864,305 | $71.97M | 0.3% | $83.27 | — | — | CLASS'A'COM NPV | 810186106 |
| DB | DEUTSCHE BANK AG | 5,431,897 | $71.1M | 0.3% | $13.09 | — | — | NPV(REGD) | D18190898 |
| — | CBS CORPORATION | 1,274,800 | $69.78M | 0.3% | $54.74 | — | — | CLASS'B' COM STK USD0.001 | 124857202 |
| ROK | ROCKWELL AUTOMATIO | 562,210 | $68.78M | 0.3% | $122.34 | — | — | COM USD1 | 773903109 |
| VLO | Valero Energy Corp | 1,297,100 | $68.75M | 0.3% | $53.00 | — | — | VALERO ENERGY ORD SHS | 91913Y100 |
| TXT | Textron Inc | 1,725,900 | $68.61M | 0.3% | $39.75 | — | — | Textron Inc | 883203101 |
| — | Walgreens Boots Alli | 844,482 | $68.08M | 0.3% | $80.62 | — | — | Walgreens Boots Alliance Inc | 931427108 |
| KMB | KIMBERLY-CLARK CP | 526,239 | $66.38M | 0.3% | $126.14 | — | — | Kimberly-Clark Corp | 494368103 |
| QCOM | QUALCOMM Inc | 962,798 | $65.95M | 0.2% | $68.50 | — | — | QUALCOMM ORD SHS | 747525103 |
| MTB | M & T BANK CORP | 562,917 | $65.36M | 0.2% | $116.10 | — | — | COM USD0.50 | 55261F104 |
| — | CR Bard Inc | 284,400 | $63.78M | 0.2% | $224.28 | — | — | CR Bard Inc | 067383109 |
| F | FORD MOTOR CO | 5,251,912 | $63.39M | 0.2% | $12.07 | — | — | COM STK USD0.01 | 345370860 |
| — | Diamond Offshore Dri | 3,598,200 | $63.36M | 0.2% | $17.61 | — | — | Diamond Offshore Drilling Inc | 25271C102 |
| KGC | KINROSS GOLD CORP | 15,000,000 | $63.15M | 0.2% | $4.21 | — | — | COM NPV | 496902404 |
| — | NXP SEMICONDUCTORS | 52,264,000 | $59.97M | 0.2% | $1.15 | — | — | 1% CNV SNR 01/12/2019 USD | 62952QAB6 |
| — | Anadarko Petroleum C | 938,793 | $59.48M | 0.2% | $63.36 | — | — | COM USD0.10 | 032511107 |
| — | PRICELINE GROUP IN | 44,760,000 | $57.35M | 0.2% | $1.28 | — | — | 0.35% SNR CNV NTS 15/06/20 | 741503AS5 |
| RGLD | ROYAL GOLD INC | 723,226 | $56M | 0.2% | $77.43 | — | — | COM USD0.01 | 780287108 |
| 1741046D | STERIS PLC | 752,343 | $55M | 0.2% | $73.10 | — | — | GBP0.1 | G84720104 |
| KO | Coca-Cola Co/The | 1,285,896 | $54.42M | 0.2% | $42.32 | — | — | COM USD0.25 | 191216100 |
| MDLZ | MONDELEZ INTL INC | 1,238,434 | $54.37M | 0.2% | $43.90 | — | — | Mondelez International Inc | 609207105 |
| NXPI | NXP SEMICONDUCTORS | 530,400 | $54.11M | 0.2% | $102.01 | — | — | EUR0.20 | N6596X109 |
| BAP | CREDICORP | 350,939 | $53.42M | 0.2% | $152.22 | — | — | COM USD5 | G2519Y108 |
| — | YANDEX N.V. | 53,023,000 | $50.77M | 0.2% | $0.96 | — | — | 1.125% CNV BDS 15/12/18 USD | 98474TAB3 |
| — | BUNGE LIMITED | 838,464 | $49.66M | 0.2% | $59.23 | — | — | COM USD0.01 | G16962105 |
| CL | Colgate-Palmolive Co | 654,262 | $48.51M | 0.2% | $74.14 | — | — | COM USD1 | 194162103 |
| PM | PHILIP MORRIS INTL | 487,696 | $47.41M | 0.2% | $97.22 | — | — | PHILIP MORRIS INTERNATIONAL OR | 718172109 |
| — | Dow Chemical Co/The | 904,987 | $46.91M | 0.2% | $51.83 | — | — | DOW CHEMICAL ORD SHS | 260543103 |
| AG | FIRST MAJESTIC SIL | 4,513,000 | $46.48M | 0.2% | $10.30 | — | — | COM NPV | 32076V103 |
| UNP | UNION PACIFIC CORP | 471,526 | $45.99M | 0.2% | $97.53 | — | — | COM USD2.50 | 907818108 |
| — | BROCADE COMMUN SYS | 45,970,000 | $45.57M | 0.2% | $0.99 | — | — | 1.375% NTS 01/01/20 USD1000 | 111621AQ1 |
| — | Skechers U.S.A. Inc | 1,985,572 | $45.47M | 0.2% | $22.90 | — | — | SKECHERS USA ORD SHS CLASS A | 830566105 |
| — | CORE LABORATORIES | 400,000 | $44.93M | 0.2% | $112.33 | — | — | ORD EUR0.02 | N22717107 |
| EMR | Emerson Electric Co | 808,243 | $44.06M | 0.2% | $54.51 | — | — | EMERSON ELECTRIC ORD SHS | 291011104 |
| — | COSAN LTD | 6,155,303 | $44.01M | 0.2% | $7.15 | — | — | COM STK USD0.01 CLASS 'A' | G25343107 |
| — | CTRIP.COM INTL LTD | 944,642 | $43.99M | 0.2% | $46.57 | — | — | ADS EACH REP 0.125 ORD | 22943F100 |
| — | EI du Pont de Nemour | 656,887 | $43.99M | 0.2% | $66.97 | — | — | EI du Pont de Nemours & Co | 263534109 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 52,730 | $43.33M | 0.2% | $821.64 | — | — | 5.5% CONV PRF | G0177J116 |
| HMC | Honda Motor Co Ltd | 1,490,387 | $43.1M | 0.2% | $28.92 | — | — | HONDA MOTOR ADR REPRESENTING 1 | 438128308 |
| — | STILLWATER MINING | 3,173,012 | $42.39M | 0.2% | $13.36 | — | — | COM USD0.01 | 86074Q102 |
| ATI | Allegheny Technologi | 2,322,100 | $41.96M | 0.2% | $18.07 | — | — | Allegheny Technologies Inc | 01741R102 |
| — | RED HAT | 33,500,000 | $41.48M | 0.2% | $1.24 | — | — | 0.25% DEB 01/10/19 USD | 756577AD4 |
| INGR | Ingredion Inc | 307,679 | $40.94M | 0.2% | $133.06 | — | — | Ingredion Inc | 457187102 |
| — | PRETIUM RES INC | 3,965,862 | $40.73M | 0.2% | $10.27 | — | — | COM NPV | 74139C102 |
| ELV | Anthem Inc | 322,195 | $40.37M | 0.2% | $125.31 | — | — | COM USD0.01 | 036752103 |
| D | Dominion Resources I | 529,677 | $39.34M | 0.1% | $74.27 | — | — | Dominion Resources Inc/VA | 25746U109 |
| AIG | AMER INTL GRP | 658,367 | $39.07M | 0.1% | $59.34 | — | — | COM USD2.50 | 026874784 |
| — | Reynolds American In | 816,108 | $38.48M | 0.1% | $47.15 | — | — | REYNOLDS AMERICAN ORD SHS | 761713106 |
| GLW | Corning Inc | 1,594,010 | $37.7M | 0.1% | $23.65 | — | — | CORNING ORD SHS | 219350105 |
| — | ON SEMICONDUCTOR | 37,568,000 | $37.5M | 0.1% | $1.00 | — | — | 1% CNV SNR 01/12/2020 USD | 682189AK1 |
| MGA | MAGNA INTL INC | 859,136 | $36.9M | 0.1% | $42.95 | — | — | COM NPV | 559222401 |
| — | HOLOGIC INC | 28,241,000 | $36.04M | 0.1% | $1.28 | — | — | 2% BDS 01/03/2042 USD | 436440AC5 |
| JCI | JOHNSON CTLS INTL | 754,935 | $35.13M | 0.1% | $46.53 | — | — | COM USD1.00 | G51502105 |
| GLNG | GOLAR LNG | 1,654,250 | $35.07M | 0.1% | $21.20 | — | — | COM STK USD1.00 | G9456A100 |
| PSX | Phillips 66 | 433,728 | $34.94M | 0.1% | $80.55 | — | — | PHILLIPS 66 ORD SHS | 718546104 |
| — | AKAMAI TECHNOLOGIE | 33,230,000 | $34.93M | 0.1% | $1.05 | — | — | 0% CNV BDS 15/02/19 USD1000 | 00971TAG6 |
| — | ELECTN FOR IMAGING | 31,601,000 | $33.42M | 0.1% | $1.06 | — | — | 0.75% CNV SNR 01/09/19 USD | 286082AC6 |
| — | SHUTTERFLY INC | 33,290,000 | $33.31M | 0.1% | $1.00 | — | — | SFLY 0.25 15/5/18 USD CNVB | 82568PAB2 |
| VFC | VF CORP | 582,212 | $32.63M | 0.1% | $56.05 | — | — | VF ORD SHS | 918204108 |
| — | ELDORADO GOLD CORP | 8,149,696 | $32.03M | 0.1% | $3.93 | — | — | COM NPV | 284902103 |
| PLD | PROLOGIS INC | 596,800 | $31.95M | 0.1% | $53.54 | — | — | Prologis Inc | 74340W103 |
| WHR | WHIRLPOOL CORP | 195,594 | $31.72M | 0.1% | $162.16 | — | — | WHIRLPOOL ORD SHS | 963320106 |
| — | St Jude Medical Inc | 371,900 | $29.66M | 0.1% | $79.76 | — | — | ST JUDE MEDICAL ORD SHS | 790849103 |
| — | Superior Energy Serv | 1,644,400 | $29.43M | 0.1% | $17.90 | — | — | Superior Energy Services Inc | 868157108 |
| — | CHART INDUSTRIES | 29,878,000 | $29.21M | 0.1% | $0.98 | — | — | 2% CNV SUB 01/08/2018 USD | 16115QAC4 |
| — | Hill-Rom Holdings In | 468,900 | $29.06M | 0.1% | $61.98 | — | — | Hill-Rom Holdings Inc | 431475102 |
| DCH | American Axle & Manu | 1,650,605 | $28.42M | 0.1% | $17.22 | — | — | COM USD0.01 | 024061103 |
| KMT | Kennametal Inc | 977,900 | $28.38M | 0.1% | $29.02 | — | — | Kennametal Inc | 489170100 |
| — | Tupperware Brands Co | 433,600 | $28.34M | 0.1% | $65.37 | — | — | Tupperware Brands Corp | 899896104 |
| BDC | Belden Inc | 408,200 | $28.16M | 0.1% | $68.99 | — | — | Belden Inc | 077454106 |
| — | SPDR Barclays High Y | 760,300 | $27.92M | 0.1% | $36.72 | — | — | SPDR Barclays High Yield Bond | 78464A417 |
| — | KOSMOS ENERGY LTD | 4,346,921 | $27.86M | 0.1% | $6.41 | — | — | COM USD0.01 | G5315B107 |
| — | MEDIDATA SOLUTIONS | 25,326,000 | $27.8M | 0.1% | $1.10 | — | — | 1% CNV NT 01/08/18 USD1000 | 58471AAB1 |
| — | Janus Capital Group | 1,974,700 | $27.67M | 0.1% | $14.01 | — | — | Janus Capital Group Inc | 47102X105 |
| — | Astoria Financial Co | 1,854,800 | $27.08M | 0.1% | $14.60 | — | — | Astoria Financial Corp | 046265104 |
| MGM | MGM RESORTS INTL | 1,018,930 | $26.52M | 0.1% | $26.03 | — | — | MGM RESORTS INTERNATIONAL ORD | 552953101 |
| — | RAYTHEON CO | 194,439 | $26.47M | 0.1% | $136.13 | — | — | COM USD0.01 | 755111507 |
| GGG | GRACO INC | 354,235 | $26.21M | 0.1% | $74.00 | — | — | COM USD1 | 384109104 |
| HELE | Helen of Troy Ltd | 296,800 | $25.57M | 0.1% | $86.17 | — | — | Helen of Troy Ltd | G4388N106 |
| TXNM | PNM Resources Inc | 779,000 | $25.49M | 0.1% | $32.72 | — | — | PNM RESOURCES ORD SHS | 69349H107 |
| — | LifePoint Health Inc | 429,500 | $25.44M | 0.1% | $59.23 | — | — | LifePoint Health Inc | 53219L109 |
| — | Meredith Corp | 489,000 | $25.42M | 0.1% | $51.99 | — | — | Meredith Corp | 589433101 |
| — | Tessera Technologies | 658,421 | $25.31M | 0.1% | $38.44 | — | — | TESSERA TECHNOLOGIES ORD SHS | 88164L100 |
| — | STILLWATER MINING | 21,237,000 | $25.27M | 0.1% | $1.19 | — | — | 1.75% CNV SNR 15/10/32 USD | 86074QAL6 |
| TEVA | TEVA PHARMA IND | 545,915 | $25.12M | 0.1% | $46.01 | — | — | ADR(CNV 1 ORD ILS0.10) | 881624209 |
| — | DISCOVER FINL SVCS | 442,272 | $25.01M | 0.1% | $56.55 | — | — | COM STK USD0.01 | 254709108 |
| OLN | Olin Corp | 1,218,700 | $25.01M | 0.1% | $20.52 | — | — | Olin Corp | 680665205 |
| — | Steelcase Inc | 1,762,000 | $24.47M | 0.1% | $13.89 | — | — | Steelcase Inc | 858155203 |
| — | OSISKO GOLD ROYAL | 2,226,748 | $24.36M | 0.1% | $10.94 | — | — | COM NPV | 68827L101 |
| MSI | Motorola Solutions I | 316,360 | $24.13M | 0.1% | $76.28 | — | — | MOTOROLA SOLUTIONS ORD SHS | 620076307 |
| — | HURON CONSULTING G | 23,784,000 | $23.28M | 0.1% | $0.98 | — | — | 1.25% CNV SNR 01/10/19 USD | 447462AB8 |
| — | Magellan Health Inc | 428,100 | $23M | 0.1% | $53.73 | — | — | MAGELLAN HEALTH ORD SHS | 559079207 |
| KEY | KEYCORP | 1,861,965 | $22.66M | 0.1% | $12.17 | — | — | COM USD1 | 493267108 |
| — | ANSYS INC | 243,043 | $22.51M | 0.1% | $92.61 | — | — | COM USD0.01 | 03662Q105 |
| FIS | FIDELITY NATL INF | 291,837 | $22.48M | 0.1% | $77.03 | — | — | FIDELITY NATIONAL INFORMATION | 31620M106 |
| — | TIFFANY & CO | 307,643 | $22.34M | 0.1% | $72.63 | — | — | TIFFANY ORD SHS | 886547108 |
| LIVN | LIVANOVA PLC | 365,058 | $21.94M | 0.1% | $60.11 | — | — | ORD GBP1.00 (DI) | G5509L101 |
| — | L BRANDS INC | 305,039 | $21.59M | 0.1% | $70.77 | — | — | COM USD0.50 | 501797104 |
| ACWI | iShares MSCI ACWI ET | 358,152 | $21.17M | 0.1% | $59.10 | — | — | ISHARES MSCI ACWI ETF | 464288257 |
| — | Esterline Technologi | 277,000 | $21.06M | 0.1% | $76.04 | — | — | Esterline Technologies Corp | 297425100 |
| HLX | HELIX ENRGY SOL GR | 2,578,000 | $20.96M | 0.1% | $8.13 | — | — | Helix Energy Solutions Group I | 42330P107 |
| SNX | SYNNEX Corp | 183,600 | $20.95M | 0.1% | $114.11 | — | — | SYNNEX Corp | 87162W100 |
| RS | Reliance Steel & Alu | 287,200 | $20.69M | 0.1% | $72.03 | — | — | RELIANCE STEEL & ALUMINUM ORD | 759509102 |
| GATX | GATX Corp | 461,300 | $20.55M | 0.1% | $44.55 | — | — | GATX Corp | 361448103 |
| PBF | PBF Energy Inc | 905,300 | $20.5M | 0.1% | $22.64 | — | — | PBF Energy Inc | 69318G106 |
| CALM | CAL MAINE FOODS IN | 530,685 | $20.45M | 0.1% | $38.54 | — | — | COM STK USD0.01 | 128030202 |
| TER | Teradyne Inc | 936,600 | $20.21M | 0.1% | $21.58 | — | — | Teradyne Inc | 880770102 |
| CNQ | CDN NAT RES | 629,240 | $20.16M | 0.1% | $32.04 | — | — | COM NPV | 136385101 |
| FITB | 5TH THIRD BANCORP | 983,584 | $20.12M | 0.1% | $20.46 | — | — | COM NPV | 316773100 |
| RMD | ResMed Inc | 305,738 | $19.81M | 0.1% | $64.79 | — | — | RESMED ORD SHS | 761152107 |
| RGA | Reinsurance Group of | 183,100 | $19.76M | 0.1% | $107.94 | — | — | Reinsurance Group of America I | 759351604 |
| — | FOOT LOCKER INC | 290,200 | $19.65M | 0.1% | $67.72 | — | — | Foot Locker Inc | 344849104 |
| — | MERIDIAN BIOSCIENC | 1,018,300 | $19.64M | 0.1% | $19.29 | — | — | COM STK NPV | 589584101 |
| CTSH | Cognizant Technology | 406,958 | $19.41M | 0.1% | $47.71 | — | — | COM CL'A'USD0.01 | 192446102 |
| AFG | American Financial G | 258,800 | $19.41M | 0.1% | $75.00 | — | — | AMERICAN FINANCIAL GROUP ORD S | 025932104 |
| STLD | Steel Dynamics Inc | 766,900 | $19.16M | 0.1% | $24.99 | — | — | Steel Dynamics Inc | 858119100 |
| JBL | JABIL CIRCUIT INC | 865,392 | $18.88M | 0.1% | $21.82 | — | — | JABIL CIRCUIT ORD SHS | 466313103 |
| — | TEVA PHARM FIN LLC | 16,049,000 | $18.73M | 0.1% | $1.17 | — | — | 0.25% CNV DEB 01/02/26 USD | 88163VAE9 |
| EMB | iShares JP Morgan US | 158,750 | $18.61M | 0.1% | $117.21 | — | — | ISHARES JPMORGAN USD EMERGING | 464288281 |
| HBAN | HUNTINGTON BANCSHS | 1,876,637 | $18.5M | 0.1% | $9.86 | — | — | Huntington Bancshares Inc/OH | 446150104 |
| AVY | AVERY DENNISON CP | 235,191 | $18.3M | 0.1% | $77.79 | — | — | COM USD1 | 053611109 |
| — | LUXOFT HLDG INC | 339,574 | $17.95M | 0.1% | $52.85 | — | — | COM NPV CL 'A' | G57279104 |
| NTES | NETEASE COM INC | 72,100 | $17.36M | 0.1% | $240.78 | — | — | NETEASE.COM INC-ADR | 64110W102 |
| SMTC | Semtech Corp | 626,000 | $17.36M | 0.1% | $27.73 | — | — | Semtech Corp | 816850101 |
| — | MALLINCKRODT PLC | 239,706 | $16.73M | 0.1% | $69.78 | — | — | ORDINARY USD | G5785G107 |
| NVDA | NVIDIA CORP | 238,485 | $16.34M | 0.1% | $68.52 | — | — | NVIDIA ORD SHS | 67066G104 |
| EMN | Eastman Chemical Co | 241,363 | $16.34M | 0.1% | $67.68 | — | — | EASTMAN CHEMICAL ORD SHS | 277432100 |
| — | CEMEX SAB DE CV | 15,000,000 | $16.31M | 0.1% | $1.09 | — | — | CEMEX 3.72 15/3/20 USD CNVB | 151290BR3 |
| — | STERICYCLE INC | 199,243 | $15.97M | 0.1% | $80.14 | — | — | STERICYCLE ORD SHS | 858912108 |
| HCM | HUTCHISON CHINA ME | 1,306,437 | $15.6M | 0.1% | $11.94 | — | — | SPON ADR EACH REPR 0.50 ORD | 44842L103 |
| MFC | MANULIFE FINL CORP | 1,089,922 | $15.38M | 0.1% | $14.11 | — | — | COM NPV | 56501R106 |
| — | OWENS-ILLINOIS INC | 833,885 | $15.34M | 0.1% | $18.39 | — | — | COM USD0.01 | 690768403 |
| PAG | Penske Automotive Gr | 317,000 | $15.27M | 0.1% | $48.18 | — | — | Penske Automotive Group Inc | 70959W103 |
| — | PRIVATEBANCORP INC | 331,979 | $15.24M | 0.1% | $45.92 | — | — | COM NPV | 742962103 |
| SNA | SNAP-ON INC | 100,294 | $15.24M | 0.1% | $151.96 | — | — | SNAP ON ORD SHS | 833034101 |
| TMO | THERMO FISHER SCIE | 93,740 | $14.91M | 0.1% | $159.06 | — | — | COM USD1 | 883556102 |
| CAH | CARDINAL HEALTH | 189,242 | $14.7M | 0.1% | $77.70 | — | — | COM NPV | 14149Y108 |
| HPE | Hewlett Packard Ente | 644,885 | $14.67M | 0.1% | $22.75 | — | — | HEWLETT PACKARD ENTERPRISE ORD | 42824C109 |
| BHE | Benchmark Electronic | 588,000 | $14.67M | 0.1% | $24.95 | — | — | BENCHMARK ELECTRONICS ORD SHS | 08160H101 |
| INDB | Independent Bank Cor | 269,700 | $14.59M | 0.1% | $54.09 | — | — | Independent Bank Corp/Rockland | 453836108 |
| ITGR | Integer Holdings Cor | 665,600 | $14.44M | 0.1% | $21.69 | — | — | Integer Holdings Corp | 45826H109 |
| SKYW | SkyWest Inc | 539,600 | $14.25M | 0.1% | $26.41 | — | — | SkyWest Inc | 830879102 |
| — | Superior Industries | 488,100 | $14.23M | 0.1% | $29.16 | — | — | Superior Industries Internatio | 868168105 |
| — | Aerojet Rocketdyne H | 809,100 | $14.22M | 0.1% | $17.58 | — | — | Aerojet Rocketdyne Holdings In | 007800105 |
| CCL | CARNIVAL CORP | 287,430 | $14.03M | 0.1% | $48.82 | — | — | UNITS (COMPR 1 COM & 1 TR | 143658300 |
| CHGG | CHEGG INC | 1,960,279 | $13.9M | 0.1% | $7.09 | — | — | COM USD0.001 | 163092109 |
| — | INTERDIGITAL INC | 11,739,000 | $13.57M | 0.1% | $1.16 | — | — | 1.5% CNV SNR 01/03/2020 USD | 458660AD9 |
| VOO | Vanguard S&P 500 ETF | 68,200 | $13.55M | 0.1% | $198.70 | — | — | VANGUARD S&P 500 ETF | 922908363 |
| — | IMPAX LABORATORIES | 15,500,000 | $13.45M | 0.1% | $0.87 | — | — | IPXL 2. 15/6/22 USD CNVB | 45256BAE1 |
| — | CoreLogic Inc/United | 319,500 | $12.53M | 0.0% | $39.22 | — | — | CORELOGIC ORD SHS | 21871D103 |
| — | Cott Corp | 873,900 | $12.45M | 0.0% | $14.25 | — | — | Cott Corp | 22163N106 |
| — | RPM INTERNATIONAL | 10,869,000 | $12.4M | 0.0% | $1.14 | — | — | 2.25% CNV BDS 15/12/20 USD1 | 749685AT0 |
| CACI | CACI INTL INC | 120,500 | $12.16M | 0.0% | $100.90 | — | — | CLASS'A'COM USD0.10 | 127190304 |
| AAL | American Airlines Gr | 321,334 | $11.76M | 0.0% | $36.61 | — | — | COM USD1 | 02376R102 |
| — | EURONET WORLDWIDE | 9,335,000 | $11.54M | 0.0% | $1.24 | — | — | 1.5% CNV SNR 01/10/2044 USD | 298736AH2 |
| — | Tower International | 469,000 | $11.3M | 0.0% | $24.10 | — | — | Tower International Inc | 891826109 |
| KN | KNOWLES CORP | 802,357 | $11.27M | 0.0% | $14.05 | — | — | KNOWLES ORD SHS | 49926D109 |
| HYG | iShares iBoxx $ High | 128,460 | $11.21M | 0.0% | $87.26 | — | — | ISHARES IBOXX $ HIGH YIELD COR | 464288513 |
| LLY | LILLY ELI & CO | 138,599 | $11.13M | 0.0% | $80.27 | — | — | ELI LILLY ORD SHS | 532457108 |
| SLF | SUN LIFE FINL INC | 340,274 | $11.07M | 0.0% | $32.54 | — | — | COM NPV | 866796105 |
| PH | Parker-Hannifin Corp | 87,565 | $10.99M | 0.0% | $125.53 | — | — | PARKER-HANNIFIN ORD SHS | 701094104 |
| — | Bob Evans Farms Inc/ | 283,400 | $10.85M | 0.0% | $38.30 | — | — | Bob Evans Farms Inc/DE | 096761101 |
| JD | JD.com Inc | 415,600 | $10.84M | 0.0% | $26.09 | — | — | JD.COM ADR REPRESENTING 2 ORD | 47215P106 |
| CRTO | Criteo SA | 299,485 | $10.52M | 0.0% | $35.11 | — | — | CRITEO ADR REPRESENTING ORD SH | 226718104 |
| GTLS | CHART INDUSTRIES | 314,790 | $10.34M | 0.0% | $32.83 | — | — | COM STK USD0.01 | 16115Q308 |
| — | HELIX ENRGY SOL GR | 10,279,000 | $10.09M | 0.0% | $0.98 | — | — | 3.25% CNV BDS 15/03/32 USD1 | 42330PAG2 |
| — | HORIZON PHARMA INV | 10,502,000 | $9.924M | 0.0% | $0.94 | — | — | 2.5 15/3/22 USD CNVB | 44052TAB7 |
| BGS | B&G Foods Inc | 200,000 | $9.836M | 0.0% | $49.18 | — | — | B&G Foods Inc | 05508R106 |
| HDV | iShares High Dividen | 119,780 | $9.736M | 0.0% | $81.28 | — | — | ISHARES CORE HIGH DIVIDEND ETF | 46429B663 |
| COP | CONOCOPHILLIPS | 212,307 | $9.229M | 0.0% | $43.47 | — | — | CONOCOPHILLIPS ORD SHS | 20825C104 |
| — | WESTROCK CO | 187,839 | $9.107M | 0.0% | $48.48 | — | — | WestRock Co | 96145D105 |
| GME | GAMESTOP CORP | 325,000 | $8.967M | 0.0% | $27.59 | — | — | COM USD0.001 CLASS 'A' | 36467W109 |
| WY | WEYERHAEUSER CO | 279,198 | $8.918M | 0.0% | $31.94 | — | — | COM USD1.25 | 962166104 |
| — | COACH INC | 242,016 | $8.848M | 0.0% | $36.56 | — | — | COM USD0.01 | 189754104 |
| — | Castlight Health Inc | 2,065,839 | $8.594M | 0.0% | $4.16 | — | — | COM USD0.0001 CL B | 14862Q100 |
| APOG | Apogee Enterprises I | 192,000 | $8.58M | 0.0% | $44.69 | — | — | Apogee Enterprises Inc | 037598109 |
| — | SYMANTEC CORP | 339,729 | $8.527M | 0.0% | $25.10 | — | — | SYMANTEC ORD SHS | 871503108 |
| — | BofI Holding Inc | 378,600 | $8.481M | 0.0% | $22.40 | — | — | BofI Holding Inc | 05566U108 |
| — | HESS CORPORATION | 156,139 | $8.372M | 0.0% | $53.62 | — | — | COM USD1 | 42809H107 |
| CAG | CONAGRA FOODS INC | 171,835 | $8.095M | 0.0% | $47.11 | — | — | COM USD5 | 205887102 |
| FDX | FEDEX CORP | 46,198 | $8.07M | 0.0% | $174.68 | — | — | COM USD0.10 | 31428X106 |
| EXC | EXELON CORP | 241,893 | $8.053M | 0.0% | $33.29 | — | — | COM NPV | 30161N101 |
| SIG | SIGNET JEWELERS LT | 107,472 | $8.01M | 0.0% | $74.53 | — | — | COM STK USD0.18 | G81276100 |
| DAN | DANA INCORPORATED | 509,527 | $7.944M | 0.0% | $15.59 | — | — | COM STK USD0.01 | 235825205 |
| SYY | Sysco Corp | 160,586 | $7.87M | 0.0% | $49.01 | — | — | SYSCO ORD SHS | 871829107 |
| WU | WESTERN UNION COMP | 369,658 | $7.696M | 0.0% | $20.82 | — | — | WESTERN UNION ORD SHS | 959802109 |
| WDC | WESTN DIGITAL CORP | 131,476 | $7.687M | 0.0% | $58.47 | — | — | WESTERN DIGITAL ORD SHS | 958102105 |
| TGT | Target Corp | 111,506 | $7.659M | 0.0% | $68.69 | — | — | TARGET ORD SHS | 87612E106 |
| — | Rocket Fuel Inc | 2,859,220 | $7.549M | 0.0% | $2.64 | — | — | USD0.001 | 773111109 |
| DVY | iShares Select Divid | 88,005 | $7.541M | 0.0% | $85.69 | — | — | ISHARES SELECT DIVIDEND ETF | 464287168 |
| NBIS | YANDEX N.V. | 352,311 | $7.416M | 0.0% | $21.05 | — | — | COM USD0.01 CL 'A' | N97284108 |
| TAP | MOLSON COORS BREWI | 67,155 | $7.374M | 0.0% | $109.81 | — | — | CLASS 'B' USD0.01 | 60871R209 |
| IVZ | INVESCO LTD | 232,012 | $7.255M | 0.0% | $31.27 | — | — | COM STK USD0.20 | G491BT108 |
| — | HARRIS CORP | 78,369 | $7.179M | 0.0% | $91.61 | — | — | HARRIS ORD SHS | 413875105 |
| IDV | iShares Internationa | 237,750 | $7.128M | 0.0% | $29.98 | — | — | ISHARES INTERNATIONAL SELECT D | 464288448 |
| RL | RALPH LAUREN CORP | 69,889 | $7.069M | 0.0% | $101.15 | — | — | COM USD0.01 CLASS 'A' | 751212101 |
| BIIB | BIOGEN INC | 22,569 | $7.065M | 0.0% | $313.04 | — | — | COM STK USD0.0005 | 09062X103 |
| CROX | Crocs Inc | 844,129 | $7.006M | 0.0% | $8.30 | — | — | CROCS ORD SHS | 227046109 |
| MAT | Mattel Inc | 227,205 | $6.88M | 0.0% | $30.28 | — | — | MATTEL ORD SHS | 577081102 |
| SYK | Stryker Corp | 58,140 | $6.768M | 0.0% | $116.41 | — | — | STRYKER ORD SHS | 863667101 |
| — | MESOBLAST LTD | 1,537,454 | $6.626M | 0.0% | $4.31 | — | — | SPON ADR EACH REP 5 SHS | 590717104 |
| — | DISH Network Corp | 120,000 | $6.574M | 0.0% | $54.78 | — | — | DISH Network Corp | 25470M109 |
| VIPS | Vipshop Holdings Ltd | 447,400 | $6.563M | 0.0% | $14.67 | — | — | VIPSHOP HOLDINGS SPONSORED ADS | 92763W103 |
| HUN | Huntsman Corp | 400,000 | $6.508M | 0.0% | $16.27 | — | — | Huntsman Corp | 447011107 |
| TSN | Tyson Foods Inc | 86,366 | $6.449M | 0.0% | $74.67 | — | — | TYSON FOODS ORD SHS CLASS A | 902494103 |
| — | ServiceMaster Global | 190,000 | $6.399M | 0.0% | $33.68 | — | — | ServiceMaster Global Holdings | 81761R109 |
| ITT | ITT INC | 176,953 | $6.342M | 0.0% | $35.84 | — | — | ITT ORD SHS | 45073V108 |
| IPGP | IPG PHOTONICS CORP | 76,300 | $6.283M | 0.0% | $82.35 | — | — | COM USD0.0001 | 44980X109 |
| WCN | Waste Connections In | 84,058 | $6.279M | 0.0% | $74.70 | — | — | WASTE CONNECTIONS ORD SHS | 94106B101 |
| EBAY | EBAY INC | 190,532 | $6.269M | 0.0% | $32.90 | — | — | EBAY ORD SHS | 278642103 |
| AMCX | AMC Networks Inc | 120,000 | $6.223M | 0.0% | $51.86 | — | — | AMC Networks Inc | 00164V103 |
| SBH | Sally Beauty Holding | 240,000 | $6.163M | 0.0% | $25.68 | — | — | Sally Beauty Holdings Inc | 79546E104 |
| MU | Micron Technology In | 344,443 | $6.124M | 0.0% | $17.78 | — | — | MICRON TECHNOLOGY ORD SHS | 595112103 |
| MATW | MATTHEWS INTL CORP | 100,396 | $6.1M | 0.0% | $60.76 | — | — | CLASS'A'COM USD1 | 577128101 |
| DVA | DaVita Inc | 92,100 | $6.085M | 0.0% | $66.07 | — | — | DAVITA ORD SHS | 23918K108 |
| — | COBALT INTL ENERGY | 4,906,107 | $6.084M | 0.0% | $1.24 | — | — | COM USD0.01 | 19075F106 |
| — | JAKKS Pacific Inc | 702,500 | $6.07M | 0.0% | $8.64 | — | — | JAKKS Pacific Inc | 47012E106 |
| MAN | MANPOWERGROUP INC | 83,609 | $6.042M | 0.0% | $72.26 | — | — | COM USD0.01 | 56418H100 |
| GRMN | GARMIN LTD | 125,000 | $6.014M | 0.0% | $48.11 | — | — | COM CHF10.00 | H2906T109 |
| COLM | COLUMBIA SPORTSWEA | 105,734 | $5.999M | 0.0% | $56.74 | — | — | COM NPV | 198516106 |
| — | Alere Inc | 135,300 | $5.85M | 0.0% | $43.24 | — | — | Alere Inc | 01449J105 |
| — | CELGENE CORP | 55,889 | $5.842M | 0.0% | $104.53 | — | — | COM USD0.01 | 151020104 |
| PFG | PRINCIPAL FINL GP | 110,000 | $5.666M | 0.0% | $51.51 | — | — | PRINCIPAL FINANCIAL GROUP ORD | 74251V102 |
| EEM | iShares MSCI Emergin | 150,900 | $5.651M | 0.0% | $37.45 | — | — | ISHARES MSCI EMERGING MKT IN | 464287234 |
| — | MEAD JOHNSON NUTRI | 71,219 | $5.627M | 0.0% | $79.01 | — | — | COM USD0.01 | 582839106 |
| BC | BRUNSWICK CORP | 115,000 | $5.61M | 0.0% | $48.78 | — | — | COM USD0.75 | 117043109 |
| OSK | OSHKOSH CORP | 98,881 | $5.537M | 0.0% | $56.00 | — | — | COM USD0.01 | 688239201 |
| EXLS | ExlService Holdings | 110,400 | $5.502M | 0.0% | $49.84 | — | — | ExlService Holdings Inc | 302081104 |
| QSR | RESTAURANT BRNDS I | 122,942 | $5.481M | 0.0% | $44.58 | — | — | COM NPV | 76131D103 |
| — | Michaels Cos Inc/The | 225,000 | $5.438M | 0.0% | $24.17 | — | — | Michaels Cos Inc/The | 59408Q106 |
| L | LOEWS CORP | 130,408 | $5.366M | 0.0% | $41.15 | — | — | COM USD0.01 | 540424108 |
| — | SPX FLOW INC | 172,614 | $5.337M | 0.0% | $30.92 | — | — | COM USD0.01 | 78469X107 |
| — | INNOCOLL HOLDINGS | 905,339 | $5.323M | 0.0% | $5.88 | — | — | COM USD0.01 | G4783X105 |
| — | PENNEY(JC)CO INC | 575,000 | $5.302M | 0.0% | $9.22 | — | — | COM USD0.50 | 708160106 |
| ENR | ENERGIZER HLDGS IN | 105,699 | $5.281M | 0.0% | $49.96 | — | — | COM USD0.01 WI | 29272W109 |
| EXP | EAGLE MATERIALS | 67,415 | $5.211M | 0.0% | $77.30 | — | — | COM USD0.01 | 26969P108 |
| — | CIMPRESS N.V | 51,412 | $5.202M | 0.0% | $101.18 | — | — | COM EUR0.01 | N20146101 |
| WMK | WEIS MARKETS INC | 98,017 | $5.195M | 0.0% | $53.00 | — | — | COM NPV | 948849104 |
| — | VIMPELCOM LTD | 1,481,000 | $5.154M | 0.0% | $3.48 | — | — | SPON ADR EACH REPR 1 ORD | 92719A106 |
| — | KCG HLDGS INC | 327,768 | $5.09M | 0.0% | $15.53 | — | — | COM USD0.01 | 48244B100 |
| — | Snyder's-Lance Inc | 150,660 | $5.059M | 0.0% | $33.58 | — | — | Snyder's-Lance Inc | 833551104 |
| — | CONSOL COMM HLDGS | 197,400 | $4.982M | 0.0% | $25.24 | — | — | COM STK USD0.01 | 209034107 |
| — | XEROX CORP | 485,145 | $4.915M | 0.0% | $10.13 | — | — | XEROX ORD SHS | 984121103 |
| EWG | iShares MSCI Germany | 185,900 | $4.884M | 0.0% | $26.27 | — | — | ISHARES MSCI GERMANY INDEX | 464286806 |
| — | Williams Partners LP | 130,008 | $4.835M | 0.0% | $37.19 | — | — | Williams Partners LP | 96949L105 |
| — | AVX CORP | 350,060 | $4.827M | 0.0% | $13.79 | — | — | COM USD0.01 | 002444107 |
| IGF | iShares Global Infra | 113,450 | $4.715M | 0.0% | $41.56 | — | — | ISHARES GLOBAL INFRASTRUCTURE | 464288372 |
| NWSA | NEWS CORP NEW | 329,553 | $4.607M | 0.0% | $13.98 | — | — | COM USD0.01 CL'A' | 65249B109 |
| TRV | TRAVELERS COMPANIE | 39,267 | $4.498M | 0.0% | $114.55 | — | — | COM NPV | 89417E109 |
| PYPL | PayPal Holdings Inc | 109,112 | $4.47M | 0.0% | $40.97 | — | — | PAYPAL HOLDINGS ORD SHS | 70450Y103 |
| TSM | TAIWAN SEMICON MAN | 146,043 | $4.467M | 0.0% | $30.59 | — | — | ADS REP 5 ORD TWD10 | 874039100 |
| — | Eaton Vance Senior F | 303,200 | $4.284M | 0.0% | $14.13 | — | — | Eaton Vance Senior Floating-Ra | 27828Q105 |
| — | Kayne Anderson MLP I | 206,921 | $4.269M | 0.0% | $20.63 | — | — | Kayne Anderson MLP Investment | 486606106 |
| — | ATHERSYS INC | 1,975,000 | $4.207M | 0.0% | $2.13 | — | — | COM STK USD0.001 | 04744L106 |
| HYEM | VanEck Vectors Emerg | 164,081 | $4.05M | 0.0% | $24.68 | — | — | VANECK VECTORS EMG MKTS HIGH Y | 92189F353 |
| BLDR | Builders FirstSource | 350,000 | $4.029M | 0.0% | $11.51 | — | — | Builders FirstSource Inc | 12008R107 |
| — | QIAGEN NV | 143,084 | $3.926M | 0.0% | $27.44 | — | — | COM EUR0.01 | N72482107 |
| NGVT | INGEVITY CORPORATI | 83,645 | $3.856M | 0.0% | $46.10 | — | — | Ingevity Corp | 45688C107 |
| CB | CHUBB LIMITED | 30,398 | $3.82M | 0.0% | $125.67 | — | — | ORD CHF24.15 | H1467J104 |
| — | PIMCO Income Strateg | 400,000 | $3.812M | 0.0% | $9.53 | — | — | PIMCO Income Strategy Fund II | 72201J104 |
| CMI | CUMMINS INC | 29,655 | $3.8M | 0.0% | $128.14 | — | — | CUMMINS ORD SHS | 231021106 |
| — | Invesco Senior Incom | 842,238 | $3.647M | 0.0% | $4.33 | — | — | Invesco Senior Income Trust | 46131H107 |
| — | DOMTAR CORPORATION | 96,546 | $3.585M | 0.0% | $37.13 | — | — | COM STK USD0.01 | 257559203 |
| CFG | CITIZENS FINL GP | 145,000 | $3.583M | 0.0% | $24.71 | — | — | COM USD0.01 | 174610105 |
| — | Outfront Media Inc | 151,421 | $3.581M | 0.0% | $23.65 | — | — | Outfront Media Inc | 69007J106 |
| SATS | EchoStar Corp | 80,000 | $3.506M | 0.0% | $43.83 | — | — | ECHOSTAR ORD SHS CLASS A | 278768106 |
| QRVO | QORVO INC | 59,182 | $3.299M | 0.0% | $55.74 | — | — | COM USD0.0001 | 74736K101 |
| — | CENTURYLINK INC | 118,801 | $3.259M | 0.0% | $27.43 | — | — | COM USD1 | 156700106 |
| DDS | DILLARDS INC | 51,050 | $3.217M | 0.0% | $63.02 | — | — | CLASS'A' COM USD0.01 | 254067101 |
| RACE | FERRARI NV | 59,409 | $3.082M | 0.0% | $51.88 | — | — | COM EUR 0.01 | N3167Y103 |
| — | SUPERVALU INC | 615,000 | $3.069M | 0.0% | $4.99 | — | — | COM USD0.01 | 868536103 |
| — | SIX FLAGS ENT CORP | 57,201 | $3.067M | 0.0% | $53.62 | — | — | COM USD0.01 | 83001A102 |
| SO | Southern Co/The | 59,282 | $3.042M | 0.0% | $51.31 | — | — | SOUTHERN ORD SHS | 842587107 |
| HAIN | HAIN CELESTIAL GRP | 85,000 | $3.024M | 0.0% | $35.58 | — | — | COM USD0.01 | 405217100 |
| ACH | OWENS & MINOR INC | 86,728 | $3.012M | 0.0% | $34.73 | — | — | OWENS & MINOR ORD SHS | 690732102 |
| MPLX | MPLX LP | 87,200 | $2.953M | 0.0% | $33.86 | — | — | MPLX LP | 55336V100 |
| FCX | Freeport-McMoRan Inc | 270,000 | $2.932M | 0.0% | $10.86 | — | — | Freeport-McMoRan Inc | 35671D857 |
| — | FIAT CHRYSLER AUTO | 451,865 | $2.892M | 0.0% | $6.40 | — | — | EUR0.01 | N31738102 |
| WAFD | Washington Federal I | 105,240 | $2.808M | 0.0% | $26.68 | — | — | WASHINGTON FEDERAL ORD SHS | 938824109 |
| — | MCDERMOTT INTL INC | 554,223 | $2.777M | 0.0% | $5.01 | — | — | COM STK USD1 | 580037109 |
| GIS | GENERAL MILLS INC | 42,100 | $2.689M | 0.0% | $63.87 | — | — | GENERAL MILLS ORD SHS | 370334104 |
| — | Nielsen Holdings PLC | 50,000 | $2.679M | 0.0% | $53.58 | — | — | Nielsen Holdings PLC | G6518L108 |
| CM | Canadian Imperial Ba | 34,400 | $2.667M | 0.0% | $77.53 | — | — | CANADIAN IMPERIAL BANK OF COMM | 136069101 |
| VOYA | VOYA FINL INC | 92,146 | $2.656M | 0.0% | $28.82 | — | — | COM USD0.01 | 929089100 |
| CNH | CNH INDUSTRIAL NV | 367,887 | $2.656M | 0.0% | $7.22 | — | — | COM EUR0.01 | N20944109 |
| VSH | VISHAY INTERTECH | 186,776 | $2.632M | 0.0% | $14.09 | — | — | COM USD0.10 | 928298108 |
| IVE | iShares S&P 500 Valu | 26,900 | $2.554M | 0.0% | $94.94 | — | — | ISHARES S&P 500 VALUE ETF | 464287408 |
| — | SHIRE | 12,513 | $2.426M | 0.0% | $193.88 | — | — | ADR EACH REPR 3 ORD | 82481R106 |
| ISRG | Intuitive Surgical I | 3,300 | $2.392M | 0.0% | $724.85 | — | — | INTUITIVE SURGICAL ORD SHS | 46120E602 |
| HOLX | Hologic Inc | 60,000 | $2.33M | 0.0% | $38.83 | — | — | Hologic Inc | 436440101 |
| HP | Helmerich & Payne In | 34,462 | $2.319M | 0.0% | $67.29 | — | — | HELMERICH & PAYNE ORD SHS | 423452101 |
| EWQ | iShares MSCI France | 95,650 | $2.311M | 0.0% | $24.16 | — | — | ISHARES MSCI FRANCE ETF | 464286707 |
| BMO | Bank of Montreal | 34,800 | $2.282M | 0.0% | $65.57 | — | — | BANK OF MONTREAL ORD SHS | 063671101 |
| IGLB | iShares 10+ Year Cre | 34,194 | $2.163M | 0.0% | $63.26 | — | — | ISHARES 10+ YEAR CREDIT BOND E | 464289511 |
| — | INTERVAL LEISURE | 125,000 | $2.146M | 0.0% | $17.17 | — | — | COM USD0.01 | 46113M108 |
| WM | Waste Management Inc | 33,500 | $2.136M | 0.0% | $63.76 | — | — | WASTE MANAGEMENT INC | 94106L109 |
| BCE | BCE Inc | 46,200 | $2.134M | 0.0% | $46.19 | — | — | BCE ORD SHS | 05534B760 |
| CFFN | Capitol Federal Fina | 148,749 | $2.093M | 0.0% | $14.07 | — | — | COM USD0.01 | 14057J101 |
| VNQ | Vanguard REIT ETF | 23,527 | $2.041M | 0.0% | $86.75 | — | — | VANGUARD REIT INDEX FUND;ETF | 922908553 |
| AEP | American Electric Po | 30,300 | $1.946M | 0.0% | $64.22 | — | — | COM USD6.50 | 025537101 |
| COST | Costco Wholesale Cor | 12,739 | $1.943M | 0.0% | $152.52 | — | — | COSTCO WHOLESALE ORD SHS | 22160K105 |
| MCD | MCDONALD'S CORP | 16,490 | $1.902M | 0.0% | $115.34 | — | — | MCDONALD'S ORD SHS | 580135101 |
| CLX | Clorox Co/The | 14,959 | $1.872M | 0.0% | $125.14 | — | — | COM USD1 | 189054109 |
| — | Valeant Pharmaceutic | 75,000 | $1.841M | 0.0% | $24.55 | — | — | Valeant Pharmaceuticals Intern | 91911K102 |
| — | Party City Holdco In | 105,000 | $1.798M | 0.0% | $17.12 | — | — | Party City Holdco Inc | 702149105 |
| APH | Amphenol Corp | 27,300 | $1.772M | 0.0% | $64.91 | — | — | CL'A'COM USD0.001 | 032095101 |
| PAYX | PAYCHEX INC | 30,300 | $1.754M | 0.0% | $57.89 | — | — | PAYCHEX ORD SHS | 704326107 |
| GLD | SPDR Gold Shares | 13,900 | $1.747M | 0.0% | $125.68 | — | — | SPDR GOLD SHARES ETF | 78463V107 |
| — | PowerShares Senior L | 66,720 | $1.549M | 0.0% | $23.22 | — | — | POWERSHARES SENIOR LOAN PORTFO | 73936Q769 |
| BND | Vanguard Total Bond | 18,190 | $1.531M | 0.0% | $84.17 | — | — | VANGUARD TOTAL BOND MARKET IND | 921937835 |
| DGX | Quest Diagnostics In | 18,050 | $1.528M | 0.0% | $84.65 | — | — | QUEST DIAGNOSTICS ORD SHS | 74834L100 |
| PFF | iShares US Preferred | 38,650 | $1.527M | 0.0% | $39.51 | — | — | ISHARES US PREFERRED STOCK ETF | 464288687 |
| NOC | Northrop Grumman Cor | 6,969 | $1.491M | 0.0% | $213.95 | — | — | NORTHROP GRUMMAN ORD SHS | 666807102 |
| — | Dr Pepper Snapple Gr | 16,141 | $1.474M | 0.0% | $91.32 | — | — | DR PEPPER SNAPPLE GROUP ORD SH | 26138E109 |
| ED | Consolidated Edison | 19,200 | $1.445M | 0.0% | $75.26 | — | — | CONSOLIDATED EDISON ORD SHS | 209115104 |
| ORLY | OREILLY AUTO NEW | 5,130 | $1.437M | 0.0% | $280.12 | — | — | O'REILLY AUTOMOTIVE ORD SHS | 67103H107 |
| — | WEC Energy Group Inc | 23,400 | $1.401M | 0.0% | $59.87 | — | — | WEC ENERGY GROUP ORD SHS | 976657106 |
| — | Varian Medical Syste | 13,800 | $1.373M | 0.0% | $99.49 | — | — | VARIAN MEDICAL SYSTEMS ORD SHS | 92220P105 |
| RSG | Republic Services In | 26,719 | $1.348M | 0.0% | $50.45 | — | — | REPUBLIC SERVICES ORD SHS | 760759100 |
| — | MTS PJSC | 175,668 | $1.34M | 0.0% | $7.63 | — | — | ADR EA REP 2 ORD RUB1 | 607409109 |
| AZO | AUTOZONE INC | 1,716 | $1.319M | 0.0% | $768.65 | — | — | COM USD0.01 | 053332102 |
| BRK/A | BERKSHIRE HATHAWAY | 6 | $1.297M | 0.0% | $216166.67 | — | — | CLASS'A'COM USD5 | 084670108 |
| — | United States Oil Fu | 118,417 | $1.294M | 0.0% | $10.93 | — | — | UNITED STATES OIL ETF | 91232N108 |
| — | Powershares QQQ Trus | 10,760 | $1.277M | 0.0% | $118.68 | — | — | POWERSHARES QQQ TRUST ETF SERI | 73935A104 |
| XLK | Technology Select Se | 25,920 | $1.238M | 0.0% | $47.76 | — | — | TECHNOLOGY SELECT SECTOR SPDR | 81369Y803 |
| — | INGRAM MICRO INC | 34,141 | $1.217M | 0.0% | $35.65 | — | — | CLASS'A'COM STK USD0.01 | 457153104 |
| RCI | Rogers Communication | 27,500 | $1.167M | 0.0% | $42.44 | — | — | ROGERS COMMUNICATIONS NON-VOTI | 775109200 |
| CRM | SALESFORCE.COM INC | 16,237 | $1.158M | 0.0% | $71.32 | — | — | SALESFORCE.COM ORD SHS | 79466L302 |
| LOW | LOWE'S COS INC | 15,985 | $1.155M | 0.0% | $72.26 | — | — | LOWE'S COMPANIES ORD SHS | 548661107 |
| — | Laboratory Corp of A | 8,300 | $1.141M | 0.0% | $137.47 | — | — | LABORATORY CORPORATION OF AMER | 50540R409 |
| AVB | AvalonBay Communitie | 6,400 | $1.138M | 0.0% | $177.81 | — | — | COM USD0.01 | 053484101 |
| BNO | United States Brent | 78,015 | $1.131M | 0.0% | $14.50 | — | — | UNITED STATES BRENT OIL ETF | 91167Q100 |
| NEE | NextEra Energy Inc | 8,927 | $1.093M | 0.0% | $122.44 | — | — | NEXTERA ENERGY ORD SHS | 65339F101 |
| ZBH | Zimmer Biomet Holdin | 8,200 | $1.066M | 0.0% | $130.00 | — | — | ZIMMER BIOMET HOLDINGS ORD SHS | 98956P102 |
| SLB | SCHLUMBERGER | 13,254 | $1.042M | 0.0% | $78.62 | — | — | COM USD0.01 | 806857108 |
| HSIC | Henry Schein Inc | 6,300 | $1.027M | 0.0% | $163.02 | — | — | HENRY SCHEIN ORD SHS | 806407102 |
| TIP | iShares TIPS Bond ET | 8,730 | $1.017M | 0.0% | $116.49 | — | — | ISHARES TIPS BOND ETF | 464287176 |
| COR | AmerisourceBergen Co | 12,484 | $1.008M | 0.0% | $80.74 | — | — | COM STK USD0.01 | 03073E105 |
| ES | Eversource Energy | 18,200 | $986K | 0.0% | $54.18 | — | — | EVERSOURCE ENERGY ORD SHS | 30040W108 |
| SCZ | iShares MSCI EAFE Sm | 17,850 | $936K | 0.0% | $52.44 | — | — | ISHARES MSCI EAFE SMALL CAP ET | 464288273 |
| TXN | Texas Instruments In | 12,707 | $891K | 0.0% | $70.12 | — | — | TEXAS INSTRUMENT ORD SHS | 882508104 |
| SBUX | STARBUCKS CORP | 16,445 | $890K | 0.0% | $54.12 | — | — | STARBUCKS ORD SHS | 855244109 |
| INTU | Intuit Inc | 8,040 | $884K | 0.0% | $109.95 | — | — | INTUIT ORD SHS | 461202103 |
| CMS | CMS Energy Corp | 21,000 | $882K | 0.0% | $42.00 | — | — | CMS ENERGY ORD SHS | 125896100 |
| BMY | BRISTOL-MYRS SQUIB | 16,280 | $878K | 0.0% | $53.93 | — | — | COM STK USD0.10 | 110122108 |
| CHD | Church & Dwight Co I | 18,200 | $872K | 0.0% | $47.91 | — | — | CHURCH AND DWIGHT ORD SHS | 171340102 |
| SPY | SPDR S&P500 ETF Trus | 3,990 | $863K | 0.0% | $216.29 | — | — | SPDR S&P 500 ETF TRUST | 78462F103 |
| — | Express Scripts Hold | 11,418 | $805K | 0.0% | $70.50 | — | — | EXPRESS SCRIPTS HOLDING ORD SH | 30219G108 |
| GPC | GENUINE PARTS CO | 8,000 | $804K | 0.0% | $100.50 | — | — | GENUINE PARTS ORD SHS | 372460105 |
| — | SCANA Corp | 10,900 | $789K | 0.0% | $72.39 | — | — | SCANA ORD SHS | 80589M102 |
| DHR | Danaher Corp | 9,726 | $763K | 0.0% | $78.45 | — | — | DANAHER ORD SHS | 235851102 |
| DUK | DUKE ENERGY CORP | 9,358 | $749K | 0.0% | $80.04 | — | — | DUKE ENERGY ORD SHS | 26441C204 |
| CSX | CSX CORP | 24,200 | $738K | 0.0% | $30.50 | — | — | CSX ORD SHS | 126408103 |
| LII | LENNOX INTL INC | 4,700 | $738K | 0.0% | $157.02 | — | — | COM USD0.01 | 526107107 |
| ARMK | Aramark | 19,300 | $734K | 0.0% | $38.03 | — | — | ARAMARK ORD SHS | 03852U106 |
| ITW | ILLINOIS TOOL WKS | 6,120 | $733K | 0.0% | $119.77 | — | — | COM NPV | 452308109 |
| INDA | iShares MSCI India E | 24,800 | $729K | 0.0% | $29.40 | — | — | ISHARES MSCI INDIA ETF | 46429B598 |
| SNPS | Synopsys Inc | 12,100 | $718K | 0.0% | $59.34 | — | — | SYNOPSYS ORD SHS | 871607107 |
| — | Monsanto Co | 6,998 | $715K | 0.0% | $102.17 | — | — | MONSANTO ORD SHS | 61166W101 |
| IDXX | IDEXX LABORATORIES | 6,200 | $699K | 0.0% | $112.74 | — | — | COM USD0.10 | 45168D104 |
| — | Guggenheim BRIC ETF | 23,300 | $689K | 0.0% | $29.57 | — | — | GUGGENHEIM INVEST BRIC ETF | 18383M100 |
| ADBE | ADOBE SYSTEMS INC | 6,313 | $685K | 0.0% | $108.51 | — | — | COM USD0.0001 | 00724F101 |
| O | Realty Income Corp | 10,200 | $683K | 0.0% | $66.96 | — | — | REALTY INCOME REIT | 756109104 |
| XEL | XCEL ENERGY INC | 16,500 | $679K | 0.0% | $41.15 | — | — | XCEL ENERGY ORD SHS | 98389B100 |
| STT | State Street Corp | 9,700 | $675K | 0.0% | $69.59 | — | — | STATE STREET ORD SHS | 857477103 |
| PNW | Pinnacle West Capita | 8,600 | $654K | 0.0% | $76.05 | — | — | PINNACLE WEST ORD SHS | 723484101 |
| LNT | ALLIANT ENERGY CP | 16,800 | $644K | 0.0% | $38.33 | — | — | COM USD0.01 | 018802108 |
| CCK | CROWN HOLDINGS INC | 11,015 | $629K | 0.0% | $57.10 | — | — | COM USD5 | 228368106 |
| RY | Royal Bank of Canada | 9,900 | $613K | 0.0% | $61.92 | — | — | ROYAL BANK OF CANADA ORD SHS | 780087102 |
| — | CGI Group Inc | 12,800 | $610K | 0.0% | $47.66 | — | — | CGI GROUP ORD SHS CLASS A | 39945C109 |
| ADP | Automatic Data Proce | 6,898 | $609K | 0.0% | $88.29 | — | — | COM USD0.10 | 053015103 |
| TU | TELUS Corp | 18,400 | $608K | 0.0% | $33.04 | — | — | TELUS ORD SHS | 87971M103 |
| — | NORDSTROM INC | 11,675 | $606K | 0.0% | $51.91 | — | — | COM NPV | 655664100 |
| HOG | Harley-Davidson Inc | 11,300 | $594K | 0.0% | $52.57 | — | — | HARLEY DAVIDSON ORD SHS | 412822108 |
| NSC | NORFOLK STHN CORP | 6,100 | $592K | 0.0% | $97.05 | — | — | NORFOLK SOUTHERN ORD SHS | 655844108 |
| UGA | United States Gasoli | 21,200 | $585K | 0.0% | $27.59 | — | — | UNITED STATES GASOLINE ETF | 91201T102 |
| — | KELLOGG CO | 7,400 | $573K | 0.0% | $77.43 | — | — | KELLOGG ORD SHS | 487836108 |
| — | Eaton Corp PLC | 8,600 | $565K | 0.0% | $65.70 | — | — | EATON ORD SHS | 278058102 |
| KEP | Korea Electric Power | 23,100 | $563K | 0.0% | $24.37 | — | — | KOREA ELECTRIC POWER ADR REP 1 | 500631106 |
| MKC | McCormick & Co Inc/M | 5,600 | $560K | 0.0% | $100.00 | — | — | MCCORMICK & CO NON-VOTING ORD | 579780206 |
| JLL | Jones Lang LaSalle I | 4,900 | $558K | 0.0% | $113.88 | — | — | JONES LANG LASALLE ORD SHS | 48020Q107 |
| BR | Broadridge Financial | 8,200 | $556K | 0.0% | $67.80 | — | — | COM STK USD0.01 | 11133T103 |
| — | CBRE Group Inc | 19,600 | $548K | 0.0% | $27.96 | — | — | CBRE GROUP ORD SHS CLASS A | 12497T101 |
| IEMG | iShares Core MSCI Em | 11,880 | $542K | 0.0% | $45.62 | — | — | ISHARES CORE MSCI EMERGING MAR | 46434G103 |
| JKHY | Jack Henry & Associa | 6,300 | $539K | 0.0% | $85.56 | — | — | JACK HENRY ANS ASSOCIATES ORD | 426281101 |
| — | HP Inc | 34,600 | $537K | 0.0% | $15.52 | — | — | HP ORD SHS | 428236103 |
| — | STERIS Corp | 7,300 | $534K | 0.0% | $73.15 | — | — | STERIS ORD SHS | 859152100 |
| — | Twenty-First Century | 21,300 | $516K | 0.0% | $24.23 | — | — | TWENTY FIRST CENTURY FOX ORD S | 90130A101 |
| CPT | Camden Property Trus | 6,100 | $511K | 0.0% | $83.77 | — | — | CAMDEN PROPERTY TRUST REIT | 133131102 |
| — | ALLERGAN PLC | 2,203 | $507K | 0.0% | $230.14 | — | — | COM USD0.0001 | G0177J108 |
| — | American Capital Age | 25,900 | $506K | 0.0% | $19.54 | — | — | COM STK USD0.01 | 02503X105 |
| VWO | Vanguard FTSE Emergi | 13,370 | $503K | 0.0% | $37.62 | — | — | VANGUARD FTSE EMERGING MARKETS | 922042858 |
| — | CDK GLOBAL INC | 8,724 | $500K | 0.0% | $57.31 | — | — | COM USD0.01 | 12508E101 |
| — | VanEck Vectors J.P. | 26,100 | $498K | 0.0% | $19.08 | — | — | VANECK VECTORS JP MORGAN EM LO | 92189F494 |
| SLRC | SOLAR CAPITAL LTD | 24,000 | $492K | 0.0% | $20.50 | — | — | COM USD0.01 | 83413U100 |
| PII | Polaris Industries I | 6,300 | $488K | 0.0% | $77.46 | — | — | POLARIS INDUSTRIES ORD SHS | 731068102 |
| TFX | Teleflex Inc | 2,900 | $487K | 0.0% | $167.93 | — | — | TELEFLEX ORD SHS | 879369106 |
| MCK | McKesson Corp | 2,900 | $484K | 0.0% | $166.90 | — | — | MCKESSON ORD SHS | 58155Q103 |
| — | PowerShares DB Agric | 24,191 | $483K | 0.0% | $19.97 | — | — | POWERSHARES DB AGRICULTURE ETF | 73936B408 |
| — | Shaw Communications | 22,800 | $466K | 0.0% | $20.44 | — | — | SHAW COMMUNICATIONS ORD SHS CL | 82028K200 |
| EXPD | Expeditors Internati | 9,000 | $464K | 0.0% | $51.56 | — | — | EXPEDITORS INTERNATIONAL OF WA | 302130109 |
| STWD | Starwood Property Tr | 20,300 | $457K | 0.0% | $22.51 | — | — | STARWOOD PROPERTY TRUST REIT | 85571B105 |
| PEG | Public Service Enter | 10,900 | $456K | 0.0% | $41.83 | — | — | PUBLIC SERVICE ENTERPRISE GROU | 744573106 |
| ARCC | ARES CAPITAL CORP | 29,450 | $456K | 0.0% | $15.48 | — | — | COM STK USD0.001 | 04010L103 |
| UDR | UDR Inc | 12,600 | $453K | 0.0% | $35.95 | — | — | UDR REIT | 902653104 |
| — | New York Community B | 31,800 | $453K | 0.0% | $14.25 | — | — | NEW YORK COMMUNITY BANCORP ORD | 649445103 |
| — | BERRY PLASTICS GP | 10,280 | $451K | 0.0% | $43.87 | — | — | COM USD0.01 | 08579W103 |
| — | AIRCASTLE LIMITED | 22,500 | $447K | 0.0% | $19.87 | — | — | COM STK USD0.01 | G0129K104 |
| CNA | CNA FINANCIAL CORP | 13,000 | $447K | 0.0% | $34.38 | — | — | COM USD2.50 | 126117100 |
| SON | Sonoco Products Co | 8,400 | $444K | 0.0% | $52.86 | — | — | SONOCO PRODUCTS ORD SHS | 835495102 |
| DG | DOLLAR GENERAL CP | 6,200 | $434K | 0.0% | $70.00 | — | — | DOLLAR GENERAL ORD SHS | 256677105 |
| BNS | Bank of Nova Scotia/ | 8,100 | $429K | 0.0% | $52.96 | — | — | BANK OF NOVA SCOTIA ORD SHS | 064149107 |
| ACN | ACCENTURE PLC | 3,461 | $423K | 0.0% | $122.22 | — | — | CLS'A'USD0.0000225 | G1151C101 |
| MDU | MDU Resources Group | 16,600 | $422K | 0.0% | $25.42 | — | — | MDU RESOURCES GROUP ORD SHS | 552690109 |
| — | Liberty Property Tru | 10,400 | $420K | 0.0% | $40.38 | — | — | SBI USD0.001 | 531172104 |
| — | Yahoo! Inc | 9,688 | $418K | 0.0% | $43.15 | — | — | YAHOO! ORD SHS | 984332106 |
| EAT | BRINKER INTL INC | 8,000 | $403K | 0.0% | $50.38 | — | — | COM USD0.10 | 109641100 |
| KLIC | KULICKE&SOFFA INDS | 30,500 | $394K | 0.0% | $12.92 | — | — | COM NPV | 501242101 |
| — | Priceline Group Inc/ | 266 | $391K | 0.0% | $1469.92 | — | — | THE PRICELINE GROUP ORD SHS | 741503403 |
| LKQ | LKQ Corp | 10,973 | $389K | 0.0% | $35.45 | — | — | LKQ ORD SHS | 501889208 |
| IXJ | iShares Global Healt | 3,860 | $389K | 0.0% | $100.78 | — | — | ISHARES GLOBAL HEALTHCARE ET | 464287325 |
| STN | Stantec Inc | 16,334 | $384K | 0.0% | $23.51 | — | — | STANTEC ORD SHS | 85472N109 |
| — | SENSATA TECHNOLOGI | 9,400 | $365K | 0.0% | $38.83 | — | — | COM EUR0.01 | N7902X106 |
| — | ANNALY CAPITAL MGT | 34,324 | $360K | 0.0% | $10.49 | — | — | COM USD0.01 | 035710409 |
| SOYB | Teucrium Soybean Fun | 19,100 | $353K | 0.0% | $18.48 | — | — | TEUCRIUM SOYBEAN ETF | 88166A607 |
| MD | MEDNAX Inc | 5,300 | $351K | 0.0% | $66.23 | — | — | MEDNAX ORD SHS | 58502B106 |
| SPG | SIMON PROP GROUP | 1,687 | $349K | 0.0% | $206.88 | — | — | COM USD0.0001 | 828806109 |
| FFIV | F5 Networks Inc | 2,800 | $349K | 0.0% | $124.64 | — | — | F5 NETWORKS ORD SHS | 315616102 |
| — | BLACKSTONE GROUP L | 13,300 | $340K | 0.0% | $25.56 | — | — | COMMON UNITS | 09253U108 |
| WPC | WP Carey Inc | 5,200 | $336K | 0.0% | $64.62 | — | — | W. P. CAREY REIT | 92936U109 |
| — | DST Systems Inc | 2,800 | $330K | 0.0% | $117.86 | — | — | DST SYSTEMS ORD SHS | 233326107 |
| NKE | NIKE INC | 6,257 | $329K | 0.0% | $52.58 | — | — | CLASS'B'COM NPV | 654106103 |
| — | Vectren Corp | 6,500 | $326K | 0.0% | $50.15 | — | — | VECTREN ORD SHS | 92240G101 |
| ATR | AptarGroup Inc | 4,200 | $325K | 0.0% | $77.38 | — | — | APTARGROUP ORD SHS | 038336103 |
| DE | DEERE & CO | 3,800 | $324K | 0.0% | $85.26 | — | — | DEERE ORD SHS | 244199105 |
| TTEK | Tetra Tech Inc | 9,061 | $321K | 0.0% | $35.43 | — | — | TETRA TECH ORD SHS | 88162G103 |
| EOG | EOG RESOURCES INC | 3,232 | $313K | 0.0% | $96.84 | — | — | COM USD0.01 | 26875P101 |
| AEE | AMEREN CORP | 6,300 | $310K | 0.0% | $49.21 | — | — | COM USD0.01 | 023608102 |
| AMT | AMER TOWER CORP | 2,730 | $309K | 0.0% | $113.19 | — | — | COM NEW USD0.01 | 03027X100 |
| IDA | IDACORP Inc | 3,900 | $305K | 0.0% | $78.21 | — | — | IDACORP ORD SHS | 451107106 |
| XYL | Xylem Inc/NY | 5,726 | $300K | 0.0% | $52.39 | — | — | XYLEM ORD SHS | 98419M100 |
| — | TransCanada Corp | 6,200 | $295K | 0.0% | $47.58 | — | — | TRANSCANADA ORD SHS | 89353D107 |
| SPGI | S&P GLOBAL INC | 2,279 | $288K | 0.0% | $126.37 | — | — | COM USD1 | 78409V104 |
| ARLP | ALLIANCE RES PARTN | 12,999 | $288K | 0.0% | $22.16 | — | — | SBI | 01877R108 |
| ET | ENERGY TRANSFER EQ | 17,000 | $285K | 0.0% | $16.76 | — | — | COM UNITS REP LTD PTN INT | 29273V100 |
| GD | GEN DYNAMICS CORP | 1,827 | $283K | 0.0% | $154.90 | — | — | COM USD1 | 369550108 |
| TJX | TJX COS INC | 3,717 | $278K | 0.0% | $74.79 | — | — | COM USD1 | 872540109 |
| — | iPath Bloomberg Suga | 5,410 | $276K | 0.0% | $51.02 | — | — | BARCLAYS BANK IPATH BLOOMBERG | 06739H214 |
| — | PATTERSON COS INC | 6,000 | $276K | 0.0% | $46.00 | — | — | PATTERSON COMPANIES ORD SHS | 703395103 |
| CHRW | CH Robinson Worldwid | 3,900 | $275K | 0.0% | $70.51 | — | — | COM USD0.1 | 12541W209 |
| SAIC | Science Applications | 3,900 | $271K | 0.0% | $69.49 | — | — | SCIENCE APPLICATIONS INTERNATI | 808625107 |
| DRI | Darden Restaurants I | 4,400 | $270K | 0.0% | $61.36 | — | — | DARDEN RESTAURANTS ORD SHS | 237194105 |
| — | Medtronic PLC | 3,118 | $269K | 0.0% | $86.27 | — | — | MEDTRONIC ORD SHS | 585055106 |
| AOS | AO Smith Corp | 5,345 | $264K | 0.0% | $49.39 | — | — | A O SMITH ORD SHS | 831865209 |
| WST | West Pharmaceutical | 3,500 | $261K | 0.0% | $74.57 | — | — | WEST PHARMACEUTICAL SERVICES O | 955306105 |
| PPL | PPL CORP | 7,500 | $259K | 0.0% | $34.53 | — | — | PPL ORD SHS | 69351T106 |
| HCA | HCA Holdings Inc | 3,419 | $259K | 0.0% | $75.75 | — | — | HCA HOLDINGS ORD SHS | 40412C101 |
| SKT | Tanger Factory Outle | 6,600 | $257K | 0.0% | $38.94 | — | — | TANGER FACTORY OUTLET CENTERS | 875465106 |
| — | PIMCO Dynamic Credit | 12,400 | $253K | 0.0% | $20.40 | — | — | PIMCO Dynamic Credit and Mortg | 72202D106 |
| KMI | KINDER MORGAN INC | 10,903 | $252K | 0.0% | $23.11 | — | — | COM USD0.01 | 49456B101 |
| EW | EDWARDS LIFESCIENC | 2,081 | $251K | 0.0% | $120.62 | — | — | COM USD1 | 28176E108 |
| — | Post Properties Inc | 3,800 | $251K | 0.0% | $66.05 | — | — | POST PROPERTIES REIT | 737464107 |
| — | Great Plains Energy | 9,200 | $251K | 0.0% | $27.28 | — | — | GREAT PLAINS ENERGY ORD SHS | 391164100 |
| KHC | KRAFT HEINZ CO | 2,795 | $250K | 0.0% | $89.45 | — | — | COM USD0.01 | 500754106 |
| KRC | Kilroy Realty Corp | 3,600 | $250K | 0.0% | $69.44 | — | — | KILROY REALTY REIT | 49427F108 |
| BWXT | BWX Technologies Inc | 6,400 | $246K | 0.0% | $38.44 | — | — | BWX TECHNOLOGIES ORD SHS | 05605H100 |
| — | Two Harbors Investme | 28,200 | $241K | 0.0% | $8.55 | — | — | TWO HARBORS INVESTMENT REIT | 90187B101 |
| — | Spectra Energy Corp | 5,600 | $240K | 0.0% | $42.86 | — | — | SPECTRA ENERGY ORD SHS | 847560109 |
| DLB | Dolby Laboratories I | 4,400 | $239K | 0.0% | $54.32 | — | — | DOLBY LABORATORIES ORD SHS CLA | 25659T107 |
| CTAS | Cintas Corp | 2,100 | $236K | 0.0% | $112.38 | — | — | COM NPV | 172908105 |
| HIW | Highwoods Properties | 4,500 | $235K | 0.0% | $52.22 | — | — | HIGHWOODS PROPERTIES REIT | 431284108 |
| — | Spectrum Brands Hold | 1,700 | $234K | 0.0% | $137.65 | — | — | SPECTRUM BRANDS HOLDINGS ORD S | 84763R101 |
| PSA | PUBLIC STORAGE | 1,040 | $232K | 0.0% | $223.08 | — | — | COM USD0.10 | 74460D109 |
| STZ | CONSTELLATION BRDS | 1,372 | $228K | 0.0% | $166.18 | — | — | CLASS'A'COM USD0.01 | 21036P108 |
| AFL | AFLAC INC | 3,178 | $228K | 0.0% | $71.74 | — | — | COM USD0.10 | 001055102 |
| — | AETNA INC | 1,973 | $228K | 0.0% | $115.56 | — | — | COM USD0.01 | 00817Y108 |
| CCI | CROWN CASTLE INTL | 2,405 | $227K | 0.0% | $94.39 | — | — | COM USD0.01 | 22822V101 |
| PDM | Piedmont Office Real | 10,400 | $226K | 0.0% | $21.73 | — | — | PIEDMONT OFFICE REALTY TRUST R | 720190206 |
| HUM | HUMANA INC | 1,266 | $224K | 0.0% | $176.94 | — | — | HUMANA ORD SHS | 444859102 |
| ORA | Ormat Technologies I | 4,570 | $221K | 0.0% | $48.36 | — | — | ORMAT TECH ORD SHS | 686688102 |
| ATO | Atmos Energy Corp | 2,900 | $216K | 0.0% | $74.48 | — | — | ATMOS ENERGY ORD SHS | 049560105 |
| BFH | Alliance Data System | 1,000 | $215K | 0.0% | $215.00 | — | — | ALLIANCE DATA SYSTEMS ORD SHS | 018581108 |
| SCHW | SCHWAB(CHARLES)CP | 6,775 | $214K | 0.0% | $31.59 | — | — | COM USD0.01 | 808513105 |
| — | Covanta Holding Corp | 13,825 | $213K | 0.0% | $15.41 | — | — | COVANTA HOLDING ORD SHS | 22282E102 |
| — | WellCare Health Plan | 1,800 | $211K | 0.0% | $117.22 | — | — | WELLCARE HEALTHCARE PLANS ORD | 94946T106 |
| NFLX | NETFLIX INC | 2,138 | $211K | 0.0% | $98.69 | — | — | COM USD0.001 | 64110L106 |
| — | LinkedIn Corp | 1,100 | $210K | 0.0% | $190.91 | — | — | LINKEDIN ORD SHS CLASS A | 53578A108 |
| MAR | MARRIOTT INTL INC | 3,107 | $209K | 0.0% | $67.27 | — | — | COM USD0.01 CLASS 'A' | 571903202 |
| — | Finisar Corp | 7,000 | $209K | 0.0% | $29.86 | — | — | FINISAR ORD SHS | 31787A507 |
| CHTR | CHARTER COMMUN IN. | 767 | $207K | 0.0% | $269.88 | — | — | COM USD0.001 CLASS 'A' | 16119P108 |
| — | AON PLC | 1,821 | $205K | 0.0% | $112.58 | — | — | COM USD0.01 CL A | G0408V102 |
| MRSH | MARSH & MCLENNAN | 3,017 | $203K | 0.0% | $67.29 | — | — | COM USD1 | 571748102 |
| PGR | PROGRESSIVE CP(OH) | 6,400 | $202K | 0.0% | $31.56 | — | — | PROGRESSIVE ORD SHS | 743315103 |
| WMB | WILLIAMS COS INC | 6,583 | $202K | 0.0% | $30.69 | — | — | COM USD1 | 969457100 |
| PCG | PG&E CORP | 3,300 | $202K | 0.0% | $61.21 | — | — | PG&E ORD SHS | 69331C108 |
| CBOE | CBOE Holdings Inc | 3,100 | $201K | 0.0% | $64.84 | — | — | CBOE HOLDINGS ORD SHS | 12503M108 |
| AVA | Avista Corp | 4,800 | $201K | 0.0% | $41.88 | — | — | AVISTA ORD SHS | 05379B107 |
| — | Coca-Cola Enterprise | 5,000 | $200K | 0.0% | $40.00 | — | — | COCA COLA EUROPEAN PARTNERS OR | 19122T109 |
| — | MFA Financial Inc | 26,600 | $199K | 0.0% | $7.48 | — | — | MFA FINANCIAL REIT | 55272X102 |
| IBN | ICICI Bank Ltd | 24,100 | $180K | 0.0% | $7.47 | — | — | ICICI BANK LTD-SPON ADR | 45104G104 |
| — | Chimera Investment C | 10,600 | $169K | 0.0% | $15.94 | — | — | CHIMERA INVESTMENT ORD SHS | 16934Q208 |
| — | Investors Bancorp In | 12,200 | $147K | 0.0% | $12.05 | — | — | INVESTORS BANCORP ORD SHS | 46146L101 |
| — | TEEKAY OFFSHORE PA | 22,404 | $142K | 0.0% | $6.34 | — | — | COM UNITS RPRST LP INTEREST | Y8565J101 |
| RDN | RADIAN GROUP INC | 10,100 | $137K | 0.0% | $13.56 | — | — | RADIAN GROUP ORD SHS | 750236101 |
| — | SPRINT CORPORATION | 19,715 | $131K | 0.0% | $6.64 | — | — | COM USD0.01 | 85207U105 |
| RF | REGIONS FINL CORP | 10,079 | $99,000 | 0.0% | $9.82 | — | — | COM STK USD0.01 | 7591EP100 |
| — | Staples Inc | 11,100 | $95,000 | 0.0% | $8.56 | — | — | STAPLES ORD SHS | 855030102 |
| — | SIRIUS XM HLDGS IN | 18,861 | $79,000 | 0.0% | $4.19 | — | — | COM USD0.001 | 82968B103 |