Location: London, United Kingdom
CIK: 0000898419 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $31.69B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MSFT | Microsoft Corp | 13,658,748 | $1.017B | 3.2% | $74.49 | — | — | MICROSOFT ORD SHS | 594918104 |
| MEOH | METHANEX CORP | 17,510,018 | $881M | 2.8% | $50.30 | — | — | COM NPV | 59151K108 |
| WFC | WELLS FARGO & CO | 14,814,717 | $817M | 2.6% | $55.15 | — | — | WELLS FARGO ORD SHS | 949746101 |
| JPM | JPMORGAN CHASE &CO | 7,494,149 | $716M | 2.3% | $95.51 | — | — | JPMorgan Chase & Co | 46625H100 |
| BIDU | BAIDU INC | 2,193,453 | $543M | 1.7% | $247.69 | — | — | SPONS ADR REPR 0.10 ORD CLS | 056752108 |
| UNH | UNITEDHEALTH GRP | 2,558,352 | $501M | 1.6% | $195.85 | — | — | UNITEDHEALTH GROUP ORD SHS | 91324P102 |
| C | CITIGROUP INC | 6,593,236 | $480M | 1.5% | $72.74 | — | — | COM USD0.01 | 172967424 |
| AAPL | Apple Inc | 3,064,016 | $472M | 1.5% | $154.12 | — | — | COM NPV | 037833100 |
| JNJ | Johnson & Johnson | 3,531,197 | $459M | 1.4% | $130.01 | — | — | JOHNSON & JOHNSON ORD SHS | 478160104 |
| BAC | BK OF AMERICA CORP | 16,573,946 | $420M | 1.3% | $25.34 | — | — | COM USD0.01 | 060505104 |
| ABBV | AbbVie Inc | 4,610,433 | $410M | 1.3% | $88.86 | — | — | COM USD0.01 | 00287Y109 |
| CSCO | Cisco Systems Inc | 11,417,319 | $384M | 1.2% | $33.63 | — | — | COM USD0.001 | 17275R102 |
| MDT | Medtronic PLC | 4,667,753 | $363M | 1.1% | $77.77 | — | — | USD0.0001 | G5960L103 |
| LVS | Las Vegas Sands Corp | 5,368,979 | $344M | 1.1% | $64.16 | — | — | LAS VEGAS SANDS ORD SHS | 517834107 |
| PFE | Pfizer Inc | 9,170,502 | $327M | 1.0% | $35.70 | — | — | PFIZER ORD SHS | 717081103 |
| CVX | Chevron Corp | 2,740,371 | $322M | 1.0% | $117.50 | — | — | COM USD0.75 | 166764100 |
| AXP | American Express Co | 3,393,616 | $307M | 1.0% | $90.46 | — | — | COM USD0.20 | 025816109 |
| AJG | GALLAGHER AJ &CO | 4,714,962 | $290M | 0.9% | $61.55 | — | — | COM USD1 | 363576109 |
| — | BROADCOM LIMITED | 1,180,500 | $286M | 0.9% | $242.54 | — | — | COM NPV | Y09827109 |
| V | Visa Inc | 2,513,397 | $265M | 0.8% | $105.24 | — | — | VISA ORD SHS CLASS A | 92826C839 |
| T | AT&T Inc | 6,587,167 | $258M | 0.8% | $39.17 | — | — | COM USD1 | 00206R102 |
| GILD | Gilead Sciences Inc | 3,157,996 | $256M | 0.8% | $81.02 | — | — | GILEAD SCIENCES ORD SHS | 375558103 |
| — | TRINSEO S.A. | 3,782,873 | $254M | 0.8% | $67.10 | — | — | COM USD0.01 | L9340P101 |
| USB | US BANCORP | 4,695,402 | $252M | 0.8% | $53.59 | — | — | US Bancorp | 902973304 |
| GOOGL | Alphabet Inc | 257,116 | $250M | 0.8% | $973.72 | — | — | CAP STK USD0.001 CL A | 02079K305 |
| GM | General Motors Co | 5,917,272 | $239M | 0.8% | $40.38 | — | — | GENERAL MOTORS ORD SHS | 37045V100 |
| ALL | Allstate Corp/The | 2,580,277 | $237M | 0.7% | $91.91 | — | — | COM USD0.01 | 020002101 |
| LNC | LINCOLN NATL CORP | 3,222,000 | $237M | 0.7% | $73.48 | — | — | Lincoln National Corp | 534187109 |
| MA | MASTERCARD INCORPO | 1,671,334 | $236M | 0.7% | $141.20 | — | — | MASTERCARD ORD SHS CLASS A | 57636Q104 |
| — | Hollysys Automation | 10,807,015 | $234M | 0.7% | $21.61 | — | — | HOLLYSYS AUTOMATION TECHNOLOGI | G45667105 |
| CAT | CATERPILLAR INC | 1,805,900 | $225M | 0.7% | $124.71 | — | — | COM USD1 | 149123101 |
| HAL | Halliburton Co | 4,880,483 | $225M | 0.7% | $46.03 | — | — | Halliburton Co | 406216101 |
| CMCSA | COMCAST CORP | 5,824,789 | $224M | 0.7% | $38.48 | — | — | Comcast Corp | 20030N101 |
| IBM | INTL BUSINESS MCHN | 1,539,143 | $223M | 0.7% | $145.08 | — | — | INTERNATIONAL BUSINESS MACHINE | 459200101 |
| MRK | Merck & Co Inc | 3,485,578 | $223M | 0.7% | $64.03 | — | — | MERCK & CO ORD SHS | 58933Y105 |
| HIG | HARTFORD FINL SVCS | 3,976,171 | $220M | 0.7% | $55.43 | — | — | Hartford Financial Services Gr | 416515104 |
| MS | Morgan Stanley Group | 4,560,412 | $220M | 0.7% | $48.17 | — | — | Morgan Stanley | 617446448 |
| — | CIGNA CORP | 1,155,318 | $216M | 0.7% | $186.94 | — | — | COM USD0.25 | 125509109 |
| BABA | Alibaba Group Holdin | 1,238,900 | $214M | 0.7% | $172.71 | — | — | SPON ADS EACH REP ONE ORD | 01609W102 |
| META | Facebook Inc | 1,234,321 | $211M | 0.7% | $170.87 | — | — | Facebook Inc | 30303M102 |
| — | GW Pharmaceuticals P | 1,997,734 | $203M | 0.6% | $101.49 | — | — | GW PHARMACEUTICALS -ADR | 36197T103 |
| RCL | Royal Caribbean Crui | 1,704,156 | $202M | 0.6% | $118.54 | — | — | Royal Caribbean Cruises Ltd | V7780T103 |
| PNC | PNC FINANCIAL SVCS | 1,487,872 | $201M | 0.6% | $134.77 | — | — | PNC Financial Services Group I | 693475105 |
| INTC | Intel Corp | 5,257,728 | $200M | 0.6% | $38.08 | — | — | INTEL CORPORATION ORD SHS | 458140100 |
| NEM | NEWMONT MINING CP | 5,289,113 | $198M | 0.6% | $37.51 | — | — | COM USD1.60 | 651639106 |
| GS | GOLDMAN SACHS GRP | 827,947 | $196M | 0.6% | $237.19 | — | — | Goldman Sachs Group Inc/The | 38141G104 |
| XOM | Exxon Mobil Corp | 2,349,145 | $193M | 0.6% | $81.98 | — | — | EXXON MOBIL ORD SHS | 30231G102 |
| ADM | Archer-Daniels-Midla | 4,520,900 | $192M | 0.6% | $42.51 | — | — | COM NPV | 039483102 |
| AMGN | AMGEN INC | 1,006,863 | $188M | 0.6% | $186.45 | — | — | COM USD0.0001 | 031162100 |
| GOOG | Google Inc | 191,014 | $183M | 0.6% | $959.11 | — | — | CAP STK USD0.001 CL C | 02079K107 |
| HON | HONEYWELL INTL INC | 1,270,693 | $180M | 0.6% | $141.74 | — | — | Honeywell International Inc | 438516106 |
| AMZN | Amazon.com Inc | 185,371 | $178M | 0.6% | $961.35 | — | — | COM USD0.01 | 023135106 |
| AVT | AVNET INC | 4,494,300 | $177M | 0.6% | $39.30 | — | — | COM USD1 | 053807103 |
| MCK | McKesson Corp | 1,137,800 | $175M | 0.6% | $153.61 | — | — | MCKESSON ORD SHS | 58155Q103 |
| DAL | Delta Air Lines Inc | 3,596,500 | $173M | 0.5% | $48.22 | — | — | Delta Air Lines Inc | 247361702 |
| — | NATL OILWELL VARCO | 4,848,488 | $173M | 0.5% | $35.73 | — | — | National Oilwell Varco Inc | 637071101 |
| — | Spirit AeroSystems H | 2,208,395 | $172M | 0.5% | $77.72 | — | — | Spirit AeroSystems Holdings In | 848574109 |
| HD | Home Depot Inc/The | 1,042,072 | $170M | 0.5% | $163.56 | — | — | HOME DEPOT ORD SHS | 437076102 |
| BRK/B | Berkshire Hathaway I | 913,947 | $168M | 0.5% | $183.32 | — | — | CLASS'B'COM USD0.0033 | 084670702 |
| — | VIACOM INC | 6,001,000 | $167M | 0.5% | $27.84 | — | — | VIACOM ORD SHS CLASS B | 92553P201 |
| ACWV | iShares Edge MSCI Mi | 2,046,201 | $167M | 0.5% | $81.38 | — | — | ISHARES EDGE MSCI MIN VOL GLOB | 464286525 |
| — | Apache Corp | 3,603,600 | $165M | 0.5% | $45.80 | — | — | COM USD0.625 | 037411105 |
| UBS | UBS GROUP | 9,545,433 | $164M | 0.5% | $17.15 | — | — | CHF0.10 (REGD) | H42097107 |
| BK | BK OF NY MELLON CP | 2,943,594 | $156M | 0.5% | $53.02 | — | — | COM STK USD0.01 | 064058100 |
| FNV | FRANCO NEVADA CORP | 1,999,575 | $155M | 0.5% | $77.48 | — | — | COM NPV | 351858105 |
| BA | Boeing Co/The | 600,438 | $153M | 0.5% | $254.21 | — | — | COM USD5 | 097023105 |
| EIX | EDISON INTL | 1,948,600 | $150M | 0.5% | $77.17 | — | — | EDISON INTERNATIONAL ORD SHS | 281020107 |
| MO | Altria Group Inc | 2,335,402 | $148M | 0.5% | $63.42 | — | — | COM USD0.333333 | 02209S103 |
| M | Macy's Inc | 6,415,600 | $140M | 0.4% | $21.82 | — | — | MACYS ORD SHS | 55616P104 |
| NUE | NUCOR CORP | 2,494,500 | $140M | 0.4% | $56.04 | — | — | Nucor Corp | 670346105 |
| AEM | AGNICO EAGLE MINES | 3,076,790 | $139M | 0.4% | $45.21 | — | — | COM NPV | 008474108 |
| UNP | UNION PACIFIC CORP | 1,195,752 | $139M | 0.4% | $115.97 | — | — | COM USD2.50 | 907818108 |
| PEP | PepsiCo Inc | 1,221,347 | $136M | 0.4% | $111.43 | — | — | PEPSICO ORD SHS | 713448108 |
| — | DowDuPont Inc | 1,957,936 | $136M | 0.4% | $69.23 | — | — | DOWDUPONT ORD SHS | 26078J100 |
| HP | Helmerich & Payne In | 2,475,962 | $129M | 0.4% | $52.11 | — | — | HELMERICH & PAYNE ORD SHS | 423452101 |
| — | Time Warner Inc | 1,176,999 | $121M | 0.4% | $102.45 | — | — | Time Warner Inc | 887317303 |
| TEX | Terex Corp | 2,661,900 | $120M | 0.4% | $45.02 | — | — | Terex Corp | 880779103 |
| CTSH | Cognizant Technology | 1,642,342 | $119M | 0.4% | $72.54 | — | — | COM CL'A'USD0.01 | 192446102 |
| — | CITRIX SYSTEMS INC | 102,139,000 | $118M | 0.4% | $1.16 | — | — | 0.5% CNV SNR 15/04/2019 USD | 177376AD2 |
| NWL | NEWELL BRANDS INC | 2,758,200 | $118M | 0.4% | $42.67 | — | — | Newell Brands Inc | 651229106 |
| LMT | Lockheed Martin Corp | 367,674 | $114M | 0.4% | $310.29 | — | — | LOCKHEED MARTIN ORD SHS | 539830109 |
| ADI | ANALOG DEVICES INC | 1,317,715 | $114M | 0.4% | $86.17 | — | — | COM USD0.16 2/3 | 032654105 |
| — | RANDGOLD RESOURCES | 1,162,627 | $114M | 0.4% | $97.66 | — | — | ADS EACH REPR 1 ORD USD0.05 | 752344309 |
| WMT | Wal-Mart Stores Inc | 1,436,422 | $112M | 0.4% | $78.14 | — | — | WALMART STORES ORD SHS | 931142103 |
| INFY | Infosys Ltd | 7,581,700 | $111M | 0.3% | $14.59 | — | — | INFOSYS LTD-SP ADR | 456788108 |
| — | General Electric Co | 4,553,691 | $110M | 0.3% | $24.18 | — | — | GENERAL ELECTRIC ORD SHS | 369604103 |
| BTG | B2GOLD CORP | 39,051,586 | $109M | 0.3% | $2.80 | — | — | COM NPV | 11777Q209 |
| — | Bank of the Ozarks | 2,248,800 | $108M | 0.3% | $48.05 | — | — | Bank of the Ozarks | 063904106 |
| — | KOSMOS ENERGY LTD | 13,516,310 | $108M | 0.3% | $7.96 | — | — | COM USD0.01 | G5315B107 |
| — | ALTABA INC | 81,467,000 | $106M | 0.3% | $1.30 | — | — | 0% CNV SNR 01/12/2018 USD | 984332AF3 |
| BDX | Becton Dickinson and | 531,876 | $104M | 0.3% | $195.95 | — | — | COM USD1 | 075887109 |
| ICE | INTERCONT EXCHANGE | 1,482,761 | $102M | 0.3% | $68.70 | — | — | COM USD0.01 | 45866F104 |
| ABT | ABBOTT LABS | 1,902,584 | $102M | 0.3% | $53.36 | — | — | COM NPV | 002824100 |
| PTEN | Patterson-UTI Energy | 4,700,204 | $98.42M | 0.3% | $20.94 | — | — | Patterson-UTI Energy Inc | 703481101 |
| BBY | BEST BUY CO INC | 1,690,499 | $96.29M | 0.3% | $56.96 | — | — | COM USD0.10 | 086516101 |
| SLB | SCHLUMBERGER | 1,378,411 | $96.16M | 0.3% | $69.76 | — | — | COM USD0.01 | 806857108 |
| MMM | 3M COMPANY | 454,757 | $95.45M | 0.3% | $209.90 | — | — | COM USD0.01 | 88579Y101 |
| EWH | iShares MSCI Hong Ko | 3,763,000 | $92.91M | 0.3% | $24.69 | — | — | ISHARES MSCI HONG KONG INDEX E | 464286871 |
| NKE | NIKE INC | 1,786,717 | $92.64M | 0.3% | $51.85 | — | — | CLASS'B'COM NPV | 654106103 |
| MDLZ | MONDELEZ INTL INC | 2,272,502 | $92.4M | 0.3% | $40.66 | — | — | Mondelez International Inc | 609207105 |
| DHR | Danaher Corp | 1,062,145 | $91.11M | 0.3% | $85.78 | — | — | DANAHER ORD SHS | 235851102 |
| F | FORD MOTOR CO | 7,558,483 | $90.47M | 0.3% | $11.97 | — | — | COM STK USD0.01 | 345370860 |
| — | BARRICK GOLD CORP | 5,589,831 | $89.94M | 0.3% | $16.09 | — | — | COM NPV | 067901108 |
| VLO | Valero Energy Corp | 1,168,700 | $89.91M | 0.3% | $76.93 | — | — | VALERO ENERGY ORD SHS | 91913Y100 |
| — | BUNGE LIMITED | 1,290,266 | $89.62M | 0.3% | $69.46 | — | — | COM USD0.01 | G16962105 |
| UPS | UTD PARCEL SERV | 737,049 | $88.51M | 0.3% | $120.09 | — | — | UNITED PARCEL SERVICE ORD SHS | 911312106 |
| HPQ | HP Inc | 4,395,615 | $87.74M | 0.3% | $19.96 | — | — | HP Inc | 40434L105 |
| KGC | KINROSS GOLD CORP | 20,649,194 | $87.55M | 0.3% | $4.24 | — | — | COM NPV | 496902404 |
| ROK | ROCKWELL AUTOMATIO | 489,036 | $87.15M | 0.3% | $178.21 | — | — | COM USD1 | 773903109 |
| TXT | Textron Inc | 1,614,100 | $86.97M | 0.3% | $53.88 | — | — | Textron Inc | 883203101 |
| OXY | Occidental Petroleum | 1,338,992 | $85.98M | 0.3% | $64.21 | — | — | OCCIDENTAL PETROLEUM ORD SHS | 674599105 |
| ORCL | Oracle Corp | 1,722,171 | $83.27M | 0.3% | $48.35 | — | — | ORACLE ORD SHS | 68389X105 |
| ELV | Anthem Inc | 428,993 | $81.46M | 0.3% | $189.88 | — | — | COM USD0.01 | 036752103 |
| AGI | ALAMOS GOLD INC | 11,897,191 | $80.42M | 0.3% | $6.76 | — | — | COM NPV CL A | 011532108 |
| PG | Procter & Gamble Co/ | 880,243 | $80.08M | 0.3% | $90.98 | — | — | PROCTER & GAMBLE ORD SHS | 742718109 |
| DIS | Walt Disney Co/The | 806,073 | $79.45M | 0.3% | $98.57 | — | — | WALT DISNEY ORD SHS | 254687106 |
| — | PRICELINE GROUP IN | 68,685,000 | $78.82M | 0.2% | $1.15 | — | — | 0.9% CNV SNR 15/09/2021 USD | 741503AX4 |
| — | NEVSUN RESOURCES | 35,974,070 | $78.42M | 0.2% | $2.18 | — | — | COM NPV | 64156L101 |
| QCOM | QUALCOMM Inc | 1,481,623 | $76.81M | 0.2% | $51.84 | — | — | QUALCOMM ORD SHS | 747525103 |
| — | CSRA Inc | 2,373,800 | $76.6M | 0.2% | $32.27 | — | — | CSRA Inc | 12650T104 |
| VZ | Verizon Communicatio | 1,547,350 | $76.58M | 0.2% | $49.49 | — | — | VERIZON COMMUNICATIONS ORD SHS | 92343V104 |
| EMR | Emerson Electric Co | 1,176,036 | $73.9M | 0.2% | $62.84 | — | — | EMERSON ELECTRIC ORD SHS | 291011104 |
| — | Walgreens Boots Alli | 947,944 | $73.2M | 0.2% | $77.22 | — | — | Walgreens Boots Alliance Inc | 931427108 |
| SABR | SABRE CORP | 3,926,718 | $71.07M | 0.2% | $18.10 | — | — | COM USD0.01 | 78573M104 |
| MET | METLIFE INC | 1,361,418 | $70.72M | 0.2% | $51.95 | — | — | METLIFE ORD SHS | 59156R108 |
| — | CTRIP.COM INTL LTD | 1,324,922 | $69.88M | 0.2% | $52.74 | — | — | ADS EACH REP 0.125 ORD | 22943F100 |
| — | CBS CORPORATION | 1,196,000 | $69.37M | 0.2% | $58.00 | — | — | CLASS'B' COM STK USD0.001 | 124857202 |
| TD | Toronto-Dominion Ban | 1,193,576 | $67.16M | 0.2% | $56.27 | — | — | TORONTO DOMINION ORD SHS | 891160509 |
| BNS | BK OF NOVA SCOTIA | 1,044,862 | $67.13M | 0.2% | $64.25 | — | — | COM NPV | 064149107 |
| HBAN | HUNTINGTON BANCSHS | 4,756,600 | $66.4M | 0.2% | $13.96 | — | — | Huntington Bancshares Inc/OH | 446150104 |
| SPG | Simon Property Group | 407,342 | $65.59M | 0.2% | $161.01 | — | — | Simon Property Group Inc | 828806109 |
| CMBT | EURONAV | 7,988,625 | $64.71M | 0.2% | $8.10 | — | — | NPV | B38564108 |
| ACWI | iShares MSCI ACWI ET | 927,330 | $63.82M | 0.2% | $68.82 | — | — | ISHARES MSCI ACWI ETF | 464288257 |
| — | Diamond Offshore Dri | 4,380,800 | $63.52M | 0.2% | $14.50 | — | — | Diamond Offshore Drilling Inc | 25271C102 |
| — | NXP SEMICONDUCTORS | 52,264,000 | $63.17M | 0.2% | $1.21 | — | — | 1% CNV SNR 01/12/2019 USD | 62952QAB6 |
| VIPS | Vipshop Holdings Ltd | 7,185,600 | $63.16M | 0.2% | $8.79 | — | — | VIPSHOP HOLDINGS SPONSORED ADS | 92763W103 |
| RGLD | ROYAL GOLD INC | 723,226 | $62.23M | 0.2% | $86.04 | — | — | COM USD0.01 | 780287108 |
| HMC | Honda Motor Co Ltd | 2,072,880 | $61.27M | 0.2% | $29.56 | — | — | HONDA MOTOR ADR REPRESENTING 1 | 438128308 |
| — | COSAN LTD | 7,515,399 | $61.1M | 0.2% | $8.13 | — | — | COM STK USD0.01 CLASS 'A' | G25343107 |
| LQD | iShares iBoxx $ Inve | 494,573 | $59.96M | 0.2% | $121.23 | — | — | ISHARES IBOXX $ INV GRADE CORP | 464287242 |
| HCM | HUTCHISON CHINA ME | 2,190,838 | $59.74M | 0.2% | $27.27 | — | — | SPON ADR EACH REPR 0.50 ORD | 44842L103 |
| SMG | SCOTTS MIRACLE-GRO | 608,862 | $59.27M | 0.2% | $97.34 | — | — | CLASS'A'COM NPV | 810186106 |
| — | FOOT LOCKER INC | 1,653,300 | $58.23M | 0.2% | $35.22 | — | — | Foot Locker Inc | 344849104 |
| MTB | M & T BANK CORP | 358,996 | $57.81M | 0.2% | $161.04 | — | — | COM USD0.50 | 55261F104 |
| CVS | CVS Health Corp | 707,554 | $57.54M | 0.2% | $81.32 | — | — | CVS HEALTH ORD SHS | 126650100 |
| — | UTD TECHNOLOGIES | 491,952 | $57.11M | 0.2% | $116.08 | — | — | UNITED TECHNOLOGIES ORD SHS | 913017109 |
| SCCO | Southern Copper Corp | 1,411,460 | $56.12M | 0.2% | $39.76 | — | — | SOUTHERN COPPER ORD SHS | 84265V105 |
| DB | DEUTSCHE BANK AG | 3,224,693 | $55.72M | 0.2% | $17.28 | — | — | NPV(REGD) | D18190898 |
| KO | Coca-Cola Co/The | 1,225,117 | $55.14M | 0.2% | $45.01 | — | — | COM USD0.25 | 191216100 |
| PM | PHILIP MORRIS INTL | 495,500 | $55.01M | 0.2% | $111.01 | — | — | PHILIP MORRIS INTERNATIONAL OR | 718172109 |
| — | ON SEMICONDUCTOR | 45,768,000 | $54.61M | 0.2% | $1.19 | — | — | 1% CNV SNR 01/12/2020 USD | 682189AK1 |
| — | LUXOFT HLDG INC | 1,125,312 | $53.79M | 0.2% | $47.80 | — | — | COM NPV CL 'A' | G57279104 |
| — | RAYTHEON CO | 285,492 | $53.27M | 0.2% | $186.58 | — | — | RAYTHEON ORD SHS | 755111507 |
| AMAT | Applied Materials In | 1,021,222 | $53.2M | 0.2% | $52.09 | — | — | COM USD0.01 | 038222105 |
| — | YANDEX N.V. | 53,023,000 | $52.73M | 0.2% | $0.99 | — | — | 1.125% CNV BDS 15/12/18 USD | 98474TAB3 |
| LIVN | LIVANOVA PLC | 752,322 | $52.71M | 0.2% | $70.06 | — | — | ORD GBP1.00 (DI) | G5509L101 |
| — | PRETIUM RES INC | 5,540,263 | $51.3M | 0.2% | $9.26 | — | — | COM NPV | 74139C102 |
| — | Anadarko Petroleum C | 1,013,306 | $49.5M | 0.2% | $48.85 | — | — | COM USD0.10 | 032511107 |
| CL | Colgate-Palmolive Co | 663,238 | $48.32M | 0.2% | $72.85 | — | — | COM USD1 | 194162103 |
| BAP | CREDICORP | 228,923 | $46.93M | 0.1% | $205.02 | — | — | COM USD5 | G2519Y108 |
| AIG | AMER INTL GRP | 764,150 | $46.91M | 0.1% | $61.39 | — | — | COM USD2.50 | 026874784 |
| JHG | Janus Henderson Grou | 1,333,599 | $46.46M | 0.1% | $34.84 | — | — | ORD USD1.50 | G4474Y214 |
| — | BROCADE COMMUN SYS | 45,970,000 | $46M | 0.1% | $1.00 | — | — | 1.375% NTS 01/01/20 USD1000 | 111621AQ1 |
| KMB | KIMBERLY-CLARK CP | 382,770 | $45.05M | 0.1% | $117.68 | — | — | Kimberly-Clark Corp | 494368103 |
| YUM | YUM BRANDS INC | 603,230 | $44.4M | 0.1% | $73.61 | — | — | COM NPV | 988498101 |
| — | RED HAT | 28,550,000 | $43.93M | 0.1% | $1.54 | — | — | 0.25% DEB 01/10/19 USD | 756577AD4 |
| ATHM | Autohome Inc | 716,200 | $43.03M | 0.1% | $60.08 | — | — | AUTOHOME ADR REPRESENTING ORD | 05278C107 |
| — | TEVA PHARM FIN LLC | 47,411,000 | $42.73M | 0.1% | $0.90 | — | — | 0.25% CNV DEB 01/02/26 USD | 88163VAE9 |
| PSX | Phillips 66 | 457,463 | $41.91M | 0.1% | $91.61 | — | — | PHILLIPS 66 ORD SHS | 718546104 |
| — | Superior Energy Serv | 3,819,000 | $40.79M | 0.1% | $10.68 | — | — | Superior Energy Services Inc | 868157108 |
| D | Dominion Energy Inc | 529,453 | $40.73M | 0.1% | $76.93 | — | — | Dominion Energy Inc | 25746U109 |
| BALL | Ball Corp | 982,442 | $40.58M | 0.1% | $41.30 | — | — | COM NPV | 058498106 |
| INGR | INGREDION INC | 332,206 | $40.08M | 0.1% | $120.64 | — | — | Ingredion Inc | 457187102 |
| BDC | Belden Inc | 491,900 | $39.61M | 0.1% | $80.53 | — | — | Belden Inc | 077454106 |
| — | CORE LABORATORIES | 400,000 | $39.48M | 0.1% | $98.70 | — | — | ORD EUR0.02 | N22717107 |
| LYB | LyondellBasell Indus | 397,402 | $39.36M | 0.1% | $99.05 | — | — | LyondellBasell Industries NV | N53745100 |
| KMT | Kennametal Inc | 975,700 | $39.36M | 0.1% | $40.34 | — | — | Kennametal Inc | 489170100 |
| — | TAHOE RESOURCES IN | 7,368,095 | $38.83M | 0.1% | $5.27 | — | — | COM NPV | 873868103 |
| PLD | PROLOGIS INC | 607,146 | $38.53M | 0.1% | $63.46 | — | — | Prologis Inc | 74340W103 |
| WELL | WELLTOWER INC | 548,124 | $38.52M | 0.1% | $70.28 | — | — | COM USD1 | 95040Q104 |
| DCH | American Axle & Manu | 2,191,000 | $38.52M | 0.1% | $17.58 | — | — | American Axle & Manufacturing | 024061103 |
| PBF | PBF Energy Inc | 1,392,000 | $38.43M | 0.1% | $27.61 | — | — | PBF Energy Inc | 69318G106 |
| — | CELGENE CORP | 261,889 | $38.19M | 0.1% | $145.82 | — | — | COM USD0.01 | 151020104 |
| — | Tupperware Brands Co | 616,600 | $38.12M | 0.1% | $61.82 | — | — | Tupperware Brands Corp | 899896104 |
| — | BLACKHAWK NETWORK | 33,726,000 | $37.65M | 0.1% | $1.12 | — | — | 1.5% CNV SNR 15/01/2022 USD | 09238EAB0 |
| BIIB | BIOGEN INC | 119,492 | $37.42M | 0.1% | $313.13 | — | — | COM STK USD0.0005 | 09062X103 |
| MGA | MAGNA INTL INC | 699,116 | $37.32M | 0.1% | $53.38 | — | — | COM NPV | 559222401 |
| — | PRICELINE GROUP IN | 25,160,000 | $36.31M | 0.1% | $1.44 | — | — | 0.35% SNR CNV NTS 15/06/20 | 741503AS5 |
| — | LifePoint Health Inc | 623,700 | $36.11M | 0.1% | $57.90 | — | — | LifePoint Health Inc | 53219L109 |
| HELE | Helen of Troy Ltd | 368,100 | $35.67M | 0.1% | $96.90 | — | — | Helen of Troy Ltd | G4388N106 |
| — | Meredith Corp | 641,500 | $35.6M | 0.1% | $55.50 | — | — | MEREDITH ORD SHS | 589433101 |
| — | ELECTN FOR IMAGING | 33,951,000 | $35.29M | 0.1% | $1.04 | — | — | 0.75% CNV SNR 01/09/19 USD | 286082AC6 |
| TXNM | PNM Resources Inc | 868,400 | $35M | 0.1% | $40.30 | — | — | PNM RESOURCES ORD SHS | 69349H107 |
| — | Magellan Health Inc | 405,100 | $34.96M | 0.1% | $86.30 | — | — | Magellan Health Inc | 559079207 |
| JCI | JOHNSON CTLS INTL | 855,887 | $34.48M | 0.1% | $40.29 | — | — | COM USD1.00 | G51502105 |
| SMTC | Semtech Corp | 899,300 | $33.77M | 0.1% | $37.55 | — | — | Semtech Corp | 816850101 |
| — | SHUTTERFLY INC | 33,290,000 | $32.96M | 0.1% | $0.99 | — | — | SFLY 0.25 15/5/18 USD CNVB | 82568PAB2 |
| — | VEON LTD | 7,883,009 | $32.95M | 0.1% | $4.18 | — | — | SPON ADR EACH REPR 1 ORD | 91822M106 |
| — | DISCOVER FINL SVCS | 500,562 | $32.28M | 0.1% | $64.48 | — | — | COM STK USD0.01 | 254709108 |
| — | Steelcase Inc | 2,071,800 | $31.91M | 0.1% | $15.40 | — | — | Steelcase Inc | 858155203 |
| — | AKAMAI TECHNOLOGIE | 32,780,000 | $31.86M | 0.1% | $0.97 | — | — | 0% CNV BDS 15/02/19 USD1000 | 00971TAG6 |
| — | Esterline Technologi | 352,800 | $31.8M | 0.1% | $90.15 | — | — | Esterline Technologies Corp | 297425100 |
| — | ELDORADO GOLD CORP | 14,379,034 | $31.63M | 0.1% | $2.20 | — | — | COM NPV | 284902103 |
| CACI | CACI International I | 222,000 | $30.94M | 0.1% | $139.35 | — | — | CACI International Inc | 127190304 |
| — | ALLERGAN PLC | 149,576 | $30.66M | 0.1% | $204.95 | — | — | COM USD0.0001 | G0177J108 |
| — | CEMEX SAB DE CV | 27,154,000 | $30.45M | 0.1% | $1.12 | — | — | CEMEX 3.72 15/3/20 USD CNVB | 151290BR3 |
| — | CHART INDUSTRIES | 29,878,000 | $29.77M | 0.1% | $1.00 | — | — | 2% CNV SUB 01/08/2018 USD | 16115QAC4 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 39,730 | $29.31M | 0.1% | $737.83 | — | — | 5.5% CONV PRF | G0177J116 |
| AMG | AFFILIATED MNGRS | 151,539 | $28.77M | 0.1% | $189.83 | — | — | COM USD0.01 | 008252108 |
| — | OSISKO GOLD ROYAL | 2,226,748 | $28.75M | 0.1% | $12.91 | — | — | COM NPV | 68827L101 |
| PAG | Penske Automotive Gr | 596,200 | $28.36M | 0.1% | $47.57 | — | — | Penske Automotive Group Inc | 70959W103 |
| FIS | FIDELITY NATL INF | 300,176 | $28.03M | 0.1% | $93.39 | — | — | FIDELITY NATIONAL INFORMATION | 31620M106 |
| JD | JD.com Inc | 728,600 | $27.83M | 0.1% | $38.20 | — | — | JD.COM ADR REPRESENTING 2 ORD | 47215P106 |
| — | TIFFANY & CO | 300,933 | $27.62M | 0.1% | $91.78 | — | — | COM USD0.01 | 886547108 |
| OLN | Olin Corp | 805,100 | $27.57M | 0.1% | $34.25 | — | — | Olin Corp | 680665205 |
| STLD | STEEL DYNAMICS INC | 792,276 | $27.31M | 0.1% | $34.47 | — | — | Steel Dynamics Inc | 858119100 |
| — | Skechers U.S.A. Inc | 1,064,172 | $26.7M | 0.1% | $25.09 | — | — | SKECHERS USA ORD SHS CLASS A | 830566105 |
| MFC | MANULIFE FINL CORP | 1,288,124 | $26.14M | 0.1% | $20.29 | — | — | MANULIFE FINANCIAL ORD SHS | 56501R106 |
| GLNG | GOLAR LNG | 1,140,781 | $25.79M | 0.1% | $22.61 | — | — | COM STK USD1.00 | G9456A100 |
| AFG | American Financial G | 249,200 | $25.78M | 0.1% | $103.45 | — | — | AMERICAN FINANCIAL GROUP ORD S | 025932104 |
| NTES | NETEASE COM INC | 97,700 | $25.77M | 0.1% | $263.81 | — | — | NETEASE.COM INC-ADR | 64110W102 |
| — | GOLDCORP INC | 1,987,114 | $25.75M | 0.1% | $12.96 | — | — | COM NPV | 380956409 |
| HLX | HELIX ENRGY SOL GR | 3,476,000 | $25.69M | 0.1% | $7.39 | — | — | Helix Energy Solutions Group I | 42330P107 |
| CM | Canadian Imperial Ba | 290,452 | $25.42M | 0.1% | $87.52 | — | — | COM NPV | 136069101 |
| CNQ | CDN NAT RES | 756,507 | $25.34M | 0.1% | $33.49 | — | — | COM NPV | 136385101 |
| RS | Reliance Steel & Alu | 327,300 | $24.93M | 0.1% | $76.17 | — | — | Reliance Steel & Aluminum Co | 759509102 |
| YUMC | YUM CHINA HLDGS IN | 603,874 | $24.14M | 0.1% | $39.97 | — | — | COM USD0.01 | 98850P109 |
| — | ANSYS INC | 196,507 | $24.12M | 0.1% | $122.73 | — | — | COM USD0.01 | 03662Q105 |
| — | SHIRE | 155,800 | $23.86M | 0.1% | $153.14 | — | — | ADR EACH REPR 3 ORD | 82481R106 |
| RGA | Reinsurance Group of | 170,700 | $23.82M | 0.1% | $139.53 | — | — | REINSURANCE GROUP OF AMERICA O | 759351604 |
| RMD | ResMed Inc | 308,738 | $23.76M | 0.1% | $76.96 | — | — | RESMED ORD SHS | 761152107 |
| — | HOLOGIC INC | 19,441,000 | $23.67M | 0.1% | $1.22 | — | — | 2% BDS 01/03/2042 USD | 436440AC5 |
| — | Aerojet Rocketdyne H | 668,900 | $23.42M | 0.1% | $35.01 | — | — | Aerojet Rocketdyne Holdings In | 007800105 |
| FITB | 5TH THIRD BANCORP | 830,084 | $23.23M | 0.1% | $27.98 | — | — | COM NPV | 316773100 |
| — | STERICYCLE INC | 324,258 | $23.22M | 0.1% | $71.62 | — | — | STERICYCLE ORD SHS | 858912108 |
| ACH | Owens & Minor Inc | 794,366 | $23.2M | 0.1% | $29.20 | — | — | OWENS & MINOR ORD SHS | 690732102 |
| MGM | MGM RESORTS INTL | 710,046 | $23.14M | 0.1% | $32.59 | — | — | MGM RESORTS INTERNATIONAL ORD | 552953101 |
| — | BofI Holding Inc | 810,000 | $23.06M | 0.1% | $28.47 | — | — | BofI Holding Inc | 05566U108 |
| REGN | REGENERON PHARMACE | 50,866 | $22.74M | 0.1% | $447.12 | — | — | COM USD0.001 | 75886F107 |
| INDB | Independent Bank Cor | 302,900 | $22.61M | 0.1% | $74.65 | — | — | Independent Bank Corp/Rockland | 453836108 |
| SKYW | SkyWest Inc | 508,700 | $22.33M | 0.1% | $43.90 | — | — | SkyWest Inc | 830879102 |
| — | HURON CONSULTING G | 23,784,000 | $22.18M | 0.1% | $0.93 | — | — | 1.25% CNV SNR 01/10/19 USD | 447462AB8 |
| — | L BRANDS INC | 529,475 | $22.03M | 0.1% | $41.61 | — | — | COM USD0.50 | 501797104 |
| NBIS | YANDEX N.V. | 665,611 | $21.93M | 0.1% | $32.95 | — | — | COM USD0.01 CL 'A' | N97284108 |
| CALM | CAL MAINE FOODS IN | 530,685 | $21.81M | 0.1% | $41.10 | — | — | COM STK USD0.01 | 128030202 |
| GGG | GRACO INC | 166,644 | $20.61M | 0.1% | $123.69 | — | — | COM USD1 | 384109104 |
| ITGR | Integer Holdings Cor | 398,114 | $20.36M | 0.1% | $51.15 | — | — | Integer Holdings Corp | 45826H109 |
| RNST | Renasant Corp | 468,900 | $20.12M | 0.1% | $42.90 | — | — | Renasant Corp | 75970E107 |
| MANH | MANHATTAN ASSOCIAT | 476,723 | $19.82M | 0.1% | $41.57 | — | — | COM STK USD0.01 | 562750109 |
| — | NUANCE COMMUNICATI | 19,693,000 | $19.62M | 0.1% | $1.00 | — | — | 1.5% CNV BDS 01/11/35 USD10 | 67020YAG5 |
| — | IMPAX LABORATORIES | 21,500,000 | $19.32M | 0.1% | $0.90 | — | — | IPXL 2. 15/6/22 USD CNVB | 45256BAE1 |
| KEY | KEYCORP | 1,024,365 | $19.28M | 0.1% | $18.82 | — | — | COM USD1 | 493267108 |
| APOG | Apogee Enterprises I | 397,300 | $19.17M | 0.1% | $48.26 | — | — | Apogee Enterprises Inc | 037598109 |
| STZ | CONSTELLATION BRDS | 95,438 | $19.04M | 0.1% | $199.45 | — | — | CLASS'A'COM USD0.01 | 21036P108 |
| HSIC | Henry Schein Inc | 227,100 | $18.62M | 0.1% | $81.99 | — | — | HENRY SCHEIN ORD SHS | 806407102 |
| CCI | CROWN CASTLE INTL | 186,178 | $18.61M | 0.1% | $99.98 | — | — | COM USD0.01 | 22822V101 |
| GATX | GATX Corp | 301,000 | $18.53M | 0.1% | $61.56 | — | — | GATX Corp | 361448103 |
| — | Hill-Rom Holdings In | 249,700 | $18.48M | 0.1% | $74.00 | — | — | Hill-Rom Holdings Inc | 431475102 |
| — | Tower International | 676,400 | $18.4M | 0.1% | $27.20 | — | — | Tower International Inc | 891826109 |
| BANC | Banc of California I | 882,400 | $18.31M | 0.1% | $20.75 | — | — | Banc of California Inc | 05990K106 |
| MSI | Motorola Solutions I | 209,741 | $17.8M | 0.1% | $84.87 | — | — | MOTOROLA SOLUTIONS ORD SHS | 620076307 |
| TMO | THERMO FISHER SCIE | 94,053 | $17.8M | 0.1% | $189.20 | — | — | COM USD1 | 883556102 |
| IVV | iShares Core S&P 500 | 67,900 | $17.17M | 0.1% | $252.92 | — | — | ISHARES CORE S&P 500 ETF | 464287200 |
| — | PharMerica Corp | 574,800 | $16.84M | 0.1% | $29.30 | — | — | PharMerica Corp | 71714F104 |
| CHGG | CHEGG INC | 1,122,330 | $16.66M | 0.1% | $14.84 | — | — | COM USD0.001 | 163092109 |
| — | Astoria Financial Co | 763,800 | $16.42M | 0.1% | $21.50 | — | — | Astoria Financial Corp | 046265104 |
| HPE | Hewlett Packard Ente | 1,105,807 | $16.27M | 0.1% | $14.71 | — | — | HEWLETT PACKARD ENTERPRISE ORD | 42824C109 |
| MPVDF | MOUNTAIN PROV DIAM | 4,935,352 | $16.04M | 0.1% | $3.25 | — | — | COM NPV | 62426E402 |
| ATI | Allegheny Technologi | 662,400 | $15.83M | 0.0% | $23.90 | — | — | Allegheny Technologies Inc | 01741R102 |
| TER | Teradyne Inc | 424,300 | $15.82M | 0.0% | $37.29 | — | — | Teradyne Inc | 880770102 |
| CCL | CARNIVAL CORP | 243,283 | $15.71M | 0.0% | $64.57 | — | — | UNITS (COMPR 1 COM & 1 TR | 143658300 |
| SNX | SYNNEX Corp | 124,000 | $15.69M | 0.0% | $126.51 | — | — | SYNNEX Corp | 87162W100 |
| WHR | Whirlpool Corp | 84,819 | $15.64M | 0.0% | $184.44 | — | — | WHIRLPOOL ORD SHS | 963320106 |
| AVY | AVERY DENNISON CP | 158,594 | $15.6M | 0.0% | $98.34 | — | — | COM USD1 | 053611109 |
| SLF | SUN LIFE FINL INC | 391,031 | $15.57M | 0.0% | $39.82 | — | — | SUN LIFE FINANCIAL ORD SHS | 866796105 |
| — | Superior Industries | 920,600 | $15.33M | 0.0% | $16.65 | — | — | Superior Industries Internatio | 868168105 |
| — | CoreLogic Inc/United | 330,133 | $15.26M | 0.0% | $46.22 | — | — | CORELOGIC ORD SHS | 21871D103 |
| — | RPM INTERNATIONAL | 12,969,000 | $14.95M | 0.0% | $1.15 | — | — | 2.25% CNV BDS 15/12/20 USD1 | 749685AT0 |
| DVY | iShares Select Divid | 158,605 | $14.85M | 0.0% | $93.65 | — | — | ISHARES SELECT DIVIDEND ETF | 464287168 |
| — | JACOBS ENG GROUP | 254,883 | $14.85M | 0.0% | $58.27 | — | — | COM USD1 | 469814107 |
| — | HORIZON PHARMA INV | 16,402,000 | $14.81M | 0.0% | $0.90 | — | — | 2.5 15/3/22 USD CNVB | 44052TAB7 |
| COP | ConocoPhillips | 295,323 | $14.78M | 0.0% | $50.05 | — | — | CONOCOPHILLIPS ORD SHS | 20825C104 |
| EXC | EXELON CORP | 388,368 | $14.63M | 0.0% | $37.67 | — | — | COM NPV | 30161N101 |
| TGT | TARGET CORP | 246,472 | $14.54M | 0.0% | $59.01 | — | — | TARGET ORD SHS | 87612E106 |
| VOO | Vanguard S&P 500 ETF | 62,507 | $14.42M | 0.0% | $230.76 | — | — | VANGUARD S&P 500 ETF | 922908363 |
| LLY | LILLY ELI & CO | 167,877 | $14.36M | 0.0% | $85.54 | — | — | ELI LILLY ORD SHS | 532457108 |
| — | YY Inc | 162,800 | $14.13M | 0.0% | $86.78 | — | — | YY INC-ADR | 98426T106 |
| TAP | MOLSON COORS BREWI | 170,927 | $13.95M | 0.0% | $81.64 | — | — | CLASS 'B' USD0.01 | 60871R209 |
| — | COACH INC | 346,294 | $13.95M | 0.0% | $40.28 | — | — | COM USD0.01 | 189754104 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 12,000,000 | $13.91M | 0.0% | $1.16 | — | — | 0.375% CNV SNR 19/03/19 USD | N72482AA5 |
| BAH | Booz Allen Hamilton | 369,190 | $13.8M | 0.0% | $37.39 | — | — | COM USD0.01 CLASS 'A' | 099502106 |
| — | Cott Corp | 913,400 | $13.71M | 0.0% | $15.01 | — | — | Cott Corp | 22163N106 |
| — | INTEGRATED DEVICE | 12,700,000 | $13.57M | 0.0% | $1.07 | — | — | IDTI 0.88 15/11/22 USD CNVB | 458118AC0 |
| KRG | Kite Realty Group Tr | 668,800 | $13.54M | 0.0% | $20.25 | — | — | Kite Realty Group Trust | 49803T300 |
| MATW | MATTHEWS INTL CORP | 215,747 | $13.43M | 0.0% | $62.25 | — | — | CLASS'A'COM USD1 | 577128101 |
| — | SVB Financial Group | 71,413 | $13.36M | 0.0% | $187.08 | — | — | SVB FINANCIAL GROUP ORD SHS | 78486Q101 |
| DXC | DXC TECHNOLOGY CO | 154,063 | $13.23M | 0.0% | $85.88 | — | — | DXC TECHNOLOGY ORD SHS | 23355L106 |
| — | MERIDIAN BIOSCIENC | 923,400 | $13.21M | 0.0% | $14.30 | — | — | COM STK NPV | 589584101 |
| CSGS | CSG Systems Internat | 315,500 | $12.65M | 0.0% | $40.10 | — | — | CSG Systems International Inc | 126349109 |
| CRTO | Criteo SA | 304,481 | $12.64M | 0.0% | $41.50 | — | — | CRITEO ADR REPRESENTING ORD SH | 226718104 |
| PH | Parker-Hannifin Corp | 71,797 | $12.57M | 0.0% | $175.02 | — | — | PARKER-HANNIFIN ORD SHS | 701094104 |
| — | XPERI CORP | 488,395 | $12.36M | 0.0% | $25.30 | — | — | XPERI ORD SHS | 98421B100 |
| GTLS | CHART INDUSTRIES | 314,790 | $12.35M | 0.0% | $39.23 | — | — | COM STK USD0.01 | 16115Q308 |
| CCEP | COCA-COLA EUROPEAN | 293,921 | $12.23M | 0.0% | $41.62 | — | — | ORD EUR0.01 | G25839104 |
| MU | Micron Technology In | 308,883 | $12.15M | 0.0% | $39.33 | — | — | MICRON TECHNOLOGY ORD SHS | 595112103 |
| — | TEXTAINER GROUP HL | 707,153 | $12.13M | 0.0% | $17.15 | — | — | COM STK USD0.01 | G8766E109 |
| IDV | iShares Internationa | 358,810 | $12.11M | 0.0% | $33.76 | — | — | ISHARES INTERNATIONAL SELECT D | 464288448 |
| WCN | Waste Connections In | 172,753 | $12.09M | 0.0% | $69.96 | — | — | WASTE CONNECTIONS ORD SHS | 94106B101 |
| SBUX | Starbucks Corp | 220,544 | $11.85M | 0.0% | $53.71 | — | — | STARBUCKS ORD SHS | 855244109 |
| FDX | FEDEX CORP | 52,476 | $11.84M | 0.0% | $225.59 | — | — | FEDEX ORD SHS | 31428X106 |
| — | HELIX ENRGY SOL GR | 12,000,000 | $11.82M | 0.0% | $0.98 | — | — | 4.25% CNV BDS 01/05/22 USD1 | 42330PAH0 |
| — | Six Flags Entertainm | 188,669 | $11.5M | 0.0% | $60.94 | — | — | SIX FLAGS ENTERTAINMENT ORD SH | 83001A102 |
| — | SUNTRUST BANKS INC | 191,085 | $11.42M | 0.0% | $59.77 | — | — | COM USD1 | 867914103 |
| — | VIPSHOP HLDGS LTD | 11,600,000 | $11.39M | 0.0% | $0.98 | — | — | 1.5% CNV SNR 15/03/2019 USD | 92763WAA1 |
| — | XEROX CORP | 340,599 | $11.34M | 0.0% | $33.29 | — | — | COM USD1(POST REV SPLT) | 984121608 |
| PLAB | Photronics Inc | 1,267,600 | $11.22M | 0.0% | $8.85 | — | — | Photronics Inc | 719405102 |
| EQIX | EQUINIX INC | 25,073 | $11.19M | 0.0% | $446.30 | — | — | COM USD0.001 NEW | 29444U700 |
| TEVA | TEVA PHARMA IND | 632,660 | $11.13M | 0.0% | $17.60 | — | — | SPON ADR EACH REP 1 ORD SHS | 881624209 |
| — | MTS PJSC | 1,055,168 | $11.02M | 0.0% | $10.44 | — | — | SPON ADR EACH REP 2 ORD SHS | 607409109 |
| — | Manitowoc Co Inc/The | 1,180,646 | $10.63M | 0.0% | $9.00 | — | — | MANITOWOC ORD SHS | 563571108 |
| MAN | MANPOWERGROUP INC | 90,184 | $10.63M | 0.0% | $117.81 | — | — | COM USD0.01 | 56418H100 |
| — | HESS CORPORATION | 223,626 | $10.49M | 0.0% | $46.89 | — | — | COM USD1 | 42809H107 |
| TSN | TYSON FOODS INC | 148,267 | $10.45M | 0.0% | $70.45 | — | — | CLASS'A'COM USD0.10 | 902494103 |
| FRCB | 1ST REP BK SAN FRA | 98,223 | $10.26M | 0.0% | $104.46 | — | — | COM USD0.01 | 33616C100 |
| — | EXTENDED STAY AMRC | 511,098 | $10.22M | 0.0% | $20.00 | — | — | UNITS (COMPR 1 COM&1 CL 'B' | 30224P200 |
| EMB | iShares JP Morgan US | 87,750 | $10.22M | 0.0% | $116.42 | — | — | ISHARES JPMORGAN USD EMERGING | 464288281 |
| — | BlackRock Inc | 22,557 | $10.09M | 0.0% | $447.09 | — | — | COM STK USD0.01 | 09247X101 |
| OSK | OSHKOSH CORP | 122,124 | $10.08M | 0.0% | $82.54 | — | — | COM USD0.01 | 688239201 |
| VOYA | VOYA FINL INC | 248,372 | $9.908M | 0.0% | $39.89 | — | — | COM USD0.01 | 929089100 |
| JBL | JABIL INC | 346,447 | $9.891M | 0.0% | $28.55 | — | — | JABIL ORD SHS | 466313103 |
| — | AMERICAS SILVER CO | 2,369,444 | $9.791M | 0.0% | $4.13 | — | — | COM NPV | 03063L705 |
| AG | FIRST MAJESTIC SIL | 1,409,994 | $9.644M | 0.0% | $6.84 | — | — | COM NPV | 32076V103 |
| — | ATHERSYS INC | 4,610,092 | $9.497M | 0.0% | $2.06 | — | — | COM STK USD0.001 | 04744L106 |
| — | WESTROCK CO | 166,505 | $9.446M | 0.0% | $56.73 | — | — | COM USD0.01 | 96145D105 |
| IGF | iShares Global Infra | 207,630 | $9.397M | 0.0% | $45.26 | — | — | ISHARES GLOBAL INFRASTRUCTURE | 464288372 |
| ZTS | Zoetis Inc | 146,947 | $9.369M | 0.0% | $63.76 | — | — | ZOETIS ORD SHS CLASS A | 98978V103 |
| QSR | RESTAURANT BRNDS I | 145,860 | $9.318M | 0.0% | $63.88 | — | — | COM NPV | 76131D103 |
| WY | WEYERHAEUSER CO | 273,292 | $9.3M | 0.0% | $34.03 | — | — | COM USD1.25 | 962166104 |
| WDC | WESTN DIGITAL CORP | 106,520 | $9.203M | 0.0% | $86.40 | — | — | WESTERN DIGITAL ORD SHS | 958102105 |
| EXLS | ExlService Holdings | 156,700 | $9.139M | 0.0% | $58.32 | — | — | ExlService Holdings Inc | 302081104 |
| BHE | Benchmark Electronic | 266,800 | $9.111M | 0.0% | $34.15 | — | — | Benchmark Electronics Inc | 08160H101 |
| — | FIAT CHRYSLER AUTO | 503,353 | $9.015M | 0.0% | $17.91 | — | — | EUR0.01 | N31738102 |
| — | CENTURYLINK INC | 475,952 | $8.995M | 0.0% | $18.90 | — | — | COM USD1 | 156700106 |
| — | CONCHO RES INC | 67,128 | $8.842M | 0.0% | $131.72 | — | — | COM STK USD0.001 | 20605P101 |
| — | Bob Evans Farms Inc/ | 112,500 | $8.72M | 0.0% | $77.51 | — | — | Bob Evans Farms Inc/DE | 096761101 |
| — | Castlight Health Inc | 2,012,706 | $8.655M | 0.0% | $4.30 | — | — | COM USD0.0001 CL B | 14862Q100 |
| LW | LAMB WESTON HLDGS | 181,883 | $8.529M | 0.0% | $46.89 | — | — | COM USD1 | 513272104 |
| — | MESOBLAST LTD | 1,535,302 | $8.413M | 0.0% | $5.48 | — | — | SPON ADR EACH REP 5 SHS | 590717104 |
| — | AETNA INC | 52,638 | $8.37M | 0.0% | $159.01 | — | — | COM USD0.01 | 00817Y108 |
| MTSI | MACOM TECHNOLOGY S | 187,300 | $8.355M | 0.0% | $44.61 | — | — | COM USD0.001 | 55405Y100 |
| — | MELLANOX TECHNOLOG | 176,868 | $8.339M | 0.0% | $47.15 | — | — | COM STK ILS0.0175 | M51363113 |
| COLM | COLUMBIA SPORTSWEA | 135,191 | $8.325M | 0.0% | $61.58 | — | — | COM NPV | 198516106 |
| IPGP | IPG PHOTONICS CORP | 44,600 | $8.254M | 0.0% | $185.07 | — | — | COM USD0.0001 | 44980X109 |
| CNDT | CONDUENT INC | 526,102 | $8.244M | 0.0% | $15.67 | — | — | CONDUENT ORD SHS | 206787103 |
| — | SPX FLOW INC | 209,394 | $8.074M | 0.0% | $38.56 | — | — | COM USD0.01 | 78469X107 |
| TSM | TAIWAN SEMICON MAN | 212,278 | $7.971M | 0.0% | $37.55 | — | — | ADS REP 5 ORD TWD10 | 874039100 |
| GME | GAMESTOP CORP | 375,053 | $7.749M | 0.0% | $20.66 | — | — | COM USD0.001 CLASS 'A' | 36467W109 |
| — | MEDIDATA SOLUTIONS | 5,620,000 | $7.735M | 0.0% | $1.38 | — | — | 1% CNV NT 01/08/18 USD1000 | 58471AAB1 |
| — | Snyder's-Lance Inc | 200,660 | $7.653M | 0.0% | $38.14 | — | — | Snyder's-Lance Inc | 833551104 |
| — | CIMPRESS N.V | 77,660 | $7.584M | 0.0% | $97.66 | — | — | COM EUR0.01 | N20146101 |
| NOMD | NOMAD FOODS LTD | 502,842 | $7.326M | 0.0% | $14.57 | — | — | ORD NPV (DI) | G6564A105 |
| — | AVX CORP | 393,805 | $7.179M | 0.0% | $18.23 | — | — | COM USD0.01 | 002444107 |
| RACE | FERRARI NV | 64,457 | $7.121M | 0.0% | $110.48 | — | — | COM EUR 0.01 | N3167Y103 |
| PYPL | PayPal Holdings Inc | 110,139 | $7.052M | 0.0% | $64.03 | — | — | PAYPAL HOLDINGS ORD SHS | 70450Y103 |
| PBI | PITNEY BOWES INC | 502,650 | $7.042M | 0.0% | $14.01 | — | — | COM USD1 | 724479100 |
| ENR | ENERGIZER HLDGS IN | 152,795 | $7.036M | 0.0% | $46.05 | — | — | COM USD0.01 WI | 29272W109 |
| CFFN | Capitol Federal Fina | 477,144 | $7.014M | 0.0% | $14.70 | — | — | COM USD0.01 | 14057J101 |
| HUN | Huntsman Corp | 250,000 | $6.855M | 0.0% | $27.42 | — | — | Huntsman Corp | 447011107 |
| EBAY | EBAY INC | 175,936 | $6.767M | 0.0% | $38.46 | — | — | EBAY ORD SHS | 278642103 |
| — | ServiceMaster Global | 144,500 | $6.752M | 0.0% | $46.73 | — | — | ServiceMaster Global Holdings | 81761R109 |
| EEM | iShares MSCI Emergin | 149,100 | $6.681M | 0.0% | $44.81 | — | — | ISHARES MSCI EMERGING MKT IN | 464287234 |
| SPWH | Sportsman's Warehous | 1,476,511 | $6.659M | 0.0% | $4.51 | — | — | Sportsman's Warehouse Holdings | 84920Y106 |
| GLW | Corning Inc | 221,034 | $6.613M | 0.0% | $29.92 | — | — | CORNING ORD SHS | 219350105 |
| L | LOEWS CORP | 137,230 | $6.568M | 0.0% | $47.86 | — | — | COM USD0.01 | 540424108 |
| EXP | EAGLE MATERIALS | 61,461 | $6.558M | 0.0% | $106.70 | — | — | COM USD0.01 | 26969P108 |
| GRMN | GARMIN LTD | 121,000 | $6.53M | 0.0% | $53.97 | — | — | COM CHF10.00 | H2906T109 |
| — | HARRIS CORP | 49,460 | $6.513M | 0.0% | $131.68 | — | — | HARRIS ORD SHS | 413875105 |
| WU | WESTERN UNION COMP | 336,518 | $6.461M | 0.0% | $19.20 | — | — | WESTERN UNION ORD SHS | 959802109 |
| FLOT | ISHARES TRUST | 125,315 | $6.384M | 0.0% | $50.94 | — | — | FLOATING RATE NOTE ETF | 46429B655 |
| TECK | TECK RESOURCES LTD | 288,743 | $6.09M | 0.0% | $21.09 | — | — | CLASS'B'SUB-VTG COM NPV | 878742204 |
| ITT | ITT INC | 135,918 | $6.017M | 0.0% | $44.27 | — | — | ITT ORD SHS | 45073V108 |
| CFG | CITIZENS FINL GP | 158,598 | $6.006M | 0.0% | $37.87 | — | — | COM USD0.01 | 174610105 |
| WPM | WHEATON PRECIOUS M | 314,211 | $5.998M | 0.0% | $19.09 | — | — | COM NPV | 962879102 |
| IMO | IMPERIAL OIL | 183,111 | $5.849M | 0.0% | $31.94 | — | — | COM NPV | 453038408 |
| AMCX | AMC Networks Inc | 100,000 | $5.847M | 0.0% | $58.47 | — | — | AMC Networks Inc | 00164V103 |
| AAL | AMERICAN AIRL.GP | 122,500 | $5.818M | 0.0% | $47.49 | — | — | COM USD1 | 02376R102 |
| BC | BRUNSWICK CORP | 100,000 | $5.597M | 0.0% | $55.97 | — | — | COM USD0.75 | 117043109 |
| KN | KNOWLES CORP | 364,910 | $5.572M | 0.0% | $15.27 | — | — | KNOWLES ORD SHS | 49926D109 |
| — | Williams Partners LP | 140,000 | $5.446M | 0.0% | $38.90 | — | — | Williams Partners LP | 96949L105 |
| PII | Polaris Industries I | 50,300 | $5.263M | 0.0% | $104.63 | — | — | POLARIS INDUSTRIES ORD SHS | 731068102 |
| DVA | DaVita Inc | 88,500 | $5.256M | 0.0% | $59.39 | — | — | DAVITA ORD SHS | 23918K108 |
| — | QIAGEN NV | 160,883 | $5.068M | 0.0% | $31.50 | — | — | EUR0.01 | N72482123 |
| WMK | WEIS MARKETS INC | 115,855 | $5.04M | 0.0% | $43.50 | — | — | COM NPV | 948849104 |
| FTI | TECHNIPFMC PLC | 178,681 | $4.989M | 0.0% | $27.92 | — | — | USD1 | G87110105 |
| — | Michaels Cos Inc/The | 225,000 | $4.831M | 0.0% | $21.47 | — | — | Michaels Cos Inc/The | 59408Q106 |
| BGS | B&G Foods Inc | 150,000 | $4.778M | 0.0% | $31.85 | — | — | B&G Foods Inc | 05508R106 |
| NWSA | NEWS CORP NEW | 359,433 | $4.766M | 0.0% | $13.26 | — | — | COM USD0.01 CL'A' | 65249B109 |
| CNH | CNH INDUSTRIAL NV | 395,967 | $4.756M | 0.0% | $12.01 | — | — | COM EUR0.01 | N20944109 |
| — | DOMTAR CORPORATION | 108,626 | $4.713M | 0.0% | $43.39 | — | — | COM STK USD0.01 | 257559203 |
| VSH | VISHAY INTERTECH | 241,906 | $4.548M | 0.0% | $18.80 | — | — | COM USD0.10 | 928298108 |
| QRVO | QORVO INC | 63,748 | $4.506M | 0.0% | $70.68 | — | — | COM USD0.0001 | 74736K101 |
| BLDR | Builders FirstSource | 250,000 | $4.498M | 0.0% | $17.99 | — | — | Builders FirstSource Inc | 12008R107 |
| — | Eaton Vance Senior F | 300,000 | $4.482M | 0.0% | $14.94 | — | — | Eaton Vance Senior Floating-Ra | 27828Q105 |
| — | DISH NETWORK CORP | 80,000 | $4.338M | 0.0% | $54.23 | — | — | DISH Network Corp | 25470M109 |
| — | HORIZON PHARMA PLC | 339,296 | $4.302M | 0.0% | $12.68 | — | — | COM USD0.0001 | G4617B105 |
| — | PIMCO Income Strateg | 400,000 | $4.28M | 0.0% | $10.70 | — | — | PIMCO Income Strategy Fund II | 72201J104 |
| IVW | iShares S&P 500 Grow | 29,100 | $4.174M | 0.0% | $143.44 | — | — | ISHARES S&P 500 GROWTH ETF | 464287309 |
| ASUR | ASURE SOFTWARE INC | 330,000 | $4.099M | 0.0% | $12.42 | — | — | COM USD0.01 | 04649U102 |
| MAT | Mattel Inc | 264,083 | $4.088M | 0.0% | $15.48 | — | — | MATTEL ORD SHS | 577081102 |
| WAFD | Washington Federal I | 120,475 | $4.054M | 0.0% | $33.65 | — | — | WASHINGTON FEDERAL ORD SHS | 938824109 |
| BHF | BRIGHTHOUSE FINL I | 66,662 | $4.053M | 0.0% | $60.80 | — | — | COM USD0.01 | 10922N103 |
| SSTI | SHOTSPOTTER INC | 300,000 | $4.035M | 0.0% | $13.45 | — | — | SHOTSPOTTER ORD SHS | 82536T107 |
| — | Valeant Pharmaceutic | 280,449 | $4.019M | 0.0% | $14.33 | — | — | Valeant Pharmaceuticals Intern | 91911K102 |
| SATS | EchoStar Corp | 70,000 | $4.006M | 0.0% | $57.23 | — | — | ECHOSTAR ORD SHS CLASS A | 278768106 |
| — | Summit Midstream Par | 200,000 | $4M | 0.0% | $20.00 | — | — | Summit Midstream Partners LP | 866142102 |
| — | ILG INC | 145,000 | $3.876M | 0.0% | $26.73 | — | — | COM USD0.01 | 44967H101 |
| — | Outfront Media Inc | 151,421 | $3.813M | 0.0% | $25.18 | — | — | Outfront Media Inc | 69007J106 |
| — | GANNETT CO INC | 422,007 | $3.798M | 0.0% | $9.00 | — | — | COM USD1 | 36473H104 |
| FCX | Freeport-McMoRan Inc | 270,000 | $3.791M | 0.0% | $14.04 | — | — | Freeport-McMoRan Inc | 35671D857 |
| — | Invesco Senior Incom | 842,238 | $3.782M | 0.0% | $4.49 | — | — | Invesco Senior Income Trust | 46131H107 |
| — | CONSOL COMM HLDGS | 197,400 | $3.766M | 0.0% | $19.08 | — | — | COM STK USD0.01 | 209034107 |
| — | Kayne Anderson MLP I | 206,921 | $3.76M | 0.0% | $18.17 | — | — | Kayne Anderson MLP Investment | 486606106 |
| — | Health Insurance Inn | 243,645 | $3.533M | 0.0% | $14.50 | — | — | HEALTH INSURANCE INNOVATIONS O | 42225K106 |
| SBH | Sally Beauty Holding | 180,000 | $3.524M | 0.0% | $19.58 | — | — | Sally Beauty Holdings Inc | 79546E104 |
| HAIN | HAIN CELESTIAL GRP | 85,000 | $3.498M | 0.0% | $41.15 | — | — | COM USD0.01 | 405217100 |
| IXJ | iShares Global Healt | 29,830 | $3.355M | 0.0% | $112.47 | — | — | ISHARES GLOBAL HEALTHCARE ET | 464287325 |
| — | NuStar Energy LP | 80,000 | $3.247M | 0.0% | $40.59 | — | — | NuStar Energy LP | 67058H102 |
| INDA | iShares MSCI India E | 97,800 | $3.213M | 0.0% | $32.85 | — | — | ISHARES MSCI INDIA ETF | 46429B598 |
| TDS | TELEPH & DATA SYST | 113,774 | $3.173M | 0.0% | $27.89 | — | — | COM USD0.01 | 879433829 |
| — | DCP Midstream LP | 90,000 | $3.118M | 0.0% | $34.64 | — | — | DCP Midstream LP | 23311P100 |
| MPLX | MPLX LP | 87,200 | $3.053M | 0.0% | $35.01 | — | — | MPLX LP | 55336V100 |
| MCD | MCDONALD'S CORP | 19,418 | $3.042M | 0.0% | $156.66 | — | — | MCDONALD'S ORD SHS | 580135101 |
| VWO | Vanguard FTSE Emergi | 69,680 | $3.036M | 0.0% | $43.57 | — | — | VANGUARD FTSE EMERGING MARKETS | 922042858 |
| ALLY | ALLY FINANCIAL INC | 125,000 | $3.033M | 0.0% | $24.26 | — | — | COM USD0.01 | 02005N100 |
| — | MICRO FOCUS INTL | 93,007 | $2.967M | 0.0% | $31.90 | — | — | SPON ADR EACH REP 1 ORD SHS | 594837304 |
| SCZ | iShares MSCI EAFE Sm | 47,650 | $2.954M | 0.0% | $61.99 | — | — | ISHARES MSCI EAFE SMALL CAP ET | 464288273 |
| EWG | iShares MSCI Germany | 87,700 | $2.844M | 0.0% | $32.43 | — | — | ISHARES MSCI GERMANY INDEX | 464286806 |
| SO | Southern Co/The | 57,470 | $2.824M | 0.0% | $49.14 | — | — | SOUTHERN ORD SHS | 842587107 |
| WM | Waste Management Inc | 35,900 | $2.81M | 0.0% | $78.27 | — | — | WASTE MANAGEMENT INC | 94106L109 |
| — | PENNEY(JC)CO INC | 719,401 | $2.741M | 0.0% | $3.81 | — | — | COM USD0.50 | 708160106 |
| GLD | SPDR Gold Shares | 21,220 | $2.58M | 0.0% | $121.58 | — | — | SPDR GOLD SHARES | 78463V107 |
| HYEM | VanEck Vectors Emerg | 102,801 | $2.552M | 0.0% | $24.82 | — | — | VANECK VECTORS EMG MKTS HIGH Y | 92189F353 |
| AD | US CELLULAR CORP | 71,814 | $2.542M | 0.0% | $35.40 | — | — | COM USD1 | 911684108 |
| NOC | Northrop Grumman Cor | 8,460 | $2.434M | 0.0% | $287.71 | — | — | NORTHROP GRUMMAN ORD SHS | 666807102 |
| AEP | American Electric Po | 32,593 | $2.289M | 0.0% | $70.23 | — | — | COM USD6.50 | 025537101 |
| ADP | Automatic Data Proce | 20,733 | $2.266M | 0.0% | $109.29 | — | — | COM USD0.10 | 053015103 |
| XLU | Utilities Select Sec | 41,700 | $2.212M | 0.0% | $53.05 | — | — | UTILITIES SELECT SECTOR SPDR F | 81369Y886 |
| HYG | iShares iBoxx $ High | 24,903 | $2.211M | 0.0% | $88.78 | — | — | ISHARES IBOXX $ HIGH YIELD COR | 464288513 |
| — | BELMOND LTD | 160,487 | $2.191M | 0.0% | $13.65 | — | — | COM USD0.01 | G1154H107 |
| COST | Costco Wholesale Cor | 13,107 | $2.153M | 0.0% | $164.26 | — | — | COSTCO WHOLESALE ORD SHS | 22160K105 |
| APH | Amphenol Corp | 25,100 | $2.124M | 0.0% | $84.62 | — | — | CL'A'COM USD0.001 | 032095101 |
| — | OM ASSET MGT PLC | 140,350 | $2.094M | 0.0% | $14.92 | — | — | COM GBP0.001 | G67506108 |
| BCE | BCE Inc | 44,600 | $2.088M | 0.0% | $46.82 | — | — | BCE ORD SHS | 05534B760 |
| SYY | Sysco Corp | 38,200 | $2.061M | 0.0% | $53.95 | — | — | SYSCO ORD SHS | 871829107 |
| — | Energy Transfer Part | 112,500 | $2.058M | 0.0% | $18.29 | — | — | Energy Transfer Partners LP | 29278N103 |
| PAYX | PAYCHEX INC | 32,400 | $1.943M | 0.0% | $59.97 | — | — | PAYCHEX ORD SHS | 704326107 |
| RSG | Republic Services In | 29,004 | $1.917M | 0.0% | $66.09 | — | — | REPUBLIC SERVICES ORD SHS | 760759100 |
| — | SUPERVALU INC | 87,857 | $1.911M | 0.0% | $21.75 | — | — | COM USD0.01(POST REV SPLIT) | 868536301 |
| ED | Consolidated Edison | 22,800 | $1.839M | 0.0% | $80.66 | — | — | CONSOLIDATED EDISON ORD SHS | 209115104 |
| TXN | Texas Instruments In | 20,472 | $1.835M | 0.0% | $89.63 | — | — | Texas Instruments Inc | 882508104 |
| — | BIOVERATIV INC | 32,088 | $1.831M | 0.0% | $57.06 | — | — | COM USD0.001 | 09075E100 |
| TIP | iShares TIPS Bond ET | 15,830 | $1.798M | 0.0% | $113.58 | — | — | ISHARES TIPS BOND ETF | 464287176 |
| — | WEC Energy Group Inc | 27,100 | $1.701M | 0.0% | $62.77 | — | — | WEC ENERGY GROUP ORD SHS | 976657106 |
| XLP | Consumer Staples Sel | 31,440 | $1.697M | 0.0% | $53.98 | — | — | CONSUMER STAPLES SELECT SECTOR | 81369Y308 |
| — | AGRIUM INC | 15,000 | $1.608M | 0.0% | $107.20 | — | — | COM NPV | 008916108 |
| GIS | General Mills Inc | 30,100 | $1.558M | 0.0% | $51.76 | — | — | GENERAL MILLS ORD SHS | 370334104 |
| ADNT | ADIENT PLC | 18,498 | $1.554M | 0.0% | $84.01 | — | — | COM USD0.001 | G0084W101 |
| — | Party City Holdco In | 105,000 | $1.423M | 0.0% | $13.55 | — | — | Party City Holdco Inc | 702149105 |
| BMO | Bank of Montreal | 18,300 | $1.386M | 0.0% | $75.74 | — | — | BANK OF MONTREAL ORD SHS | 063671101 |
| ES | Eversource Energy | 22,900 | $1.384M | 0.0% | $60.44 | — | — | EVERSOURCE ENERGY ORD SHS | 30040W108 |
| NEE | NextEra Energy Inc | 9,151 | $1.341M | 0.0% | $146.54 | — | — | NEXTERA ENERGY ORD SHS | 65339F101 |
| — | New Oriental Educati | 14,800 | $1.307M | 0.0% | $88.31 | — | — | NEW ORIENTAL EDUCATION & TECHN | 647581107 |
| CRM | salesforce.com Inc | 13,642 | $1.274M | 0.0% | $93.39 | — | — | SALESFORCE.COM ORD SHS | 79466L302 |
| — | Laboratory Corp of A | 7,900 | $1.193M | 0.0% | $151.01 | — | — | LABORATORY CORPORATION OF AMER | 50540R409 |
| BND | Vanguard Total Bond | 14,290 | $1.171M | 0.0% | $81.95 | — | — | VANGUARD TOTAL BOND MARKET IND | 921937835 |
| BMY | BRISTOL-MYRS SQUIB | 17,801 | $1.134M | 0.0% | $63.70 | — | — | COM STK USD0.10 | 110122108 |
| AVB | AvalonBay Communitie | 6,350 | $1.133M | 0.0% | $178.43 | — | — | COM USD0.01 | 053484101 |
| CMS | CMS Energy Corp | 24,400 | $1.13M | 0.0% | $46.31 | — | — | CMS ENERGY ORD SHS | 125896100 |
| NVDA | NVIDIA CORP | 6,231 | $1.113M | 0.0% | $178.62 | — | — | NVIDIA ORD SHS | 67066G104 |
| NXE | NEXGEN ENERGY LTD | 500,000 | $1.11M | 0.0% | $2.22 | — | — | COM NPV | 65340P106 |
| XEL | XCEL ENERGY INC | 22,800 | $1.079M | 0.0% | $47.32 | — | — | XCEL ENERGY ORD SHS | 98389B100 |
| DGX | Quest Diagnostics In | 11,200 | $1.049M | 0.0% | $93.66 | — | — | QUEST DIAGNOSTICS ORD SHS | 74834L100 |
| — | PacWest Bancorp | 20,700 | $1.046M | 0.0% | $50.53 | — | — | PacWest Bancorp | 695263103 |
| — | SPDR Bloomberg Barcl | 27,680 | $1.033M | 0.0% | $37.32 | — | — | SPDR BLOOMBERG BARCLAYS HIGH Y | 78464A417 |
| ZBH | Zimmer Biomet Holdin | 8,700 | $1.019M | 0.0% | $117.13 | — | — | ZIMMER BIOMET HOLDINGS ORD SHS | 98956P102 |
| PNW | Pinnacle West Capita | 11,700 | $990K | 0.0% | $84.62 | — | — | PINNACLE WEST ORD SHS | 723484101 |
| — | BB&T Corp | 21,060 | $988K | 0.0% | $46.91 | — | — | COM USD5 | 054937107 |
| ADBE | Adobe Systems Inc | 6,573 | $981K | 0.0% | $149.25 | — | — | COM USD0.0001 | 00724F101 |
| ROST | Ross Stores Inc | 15,200 | $981K | 0.0% | $64.54 | — | — | ROSS STORES ORD SHS | 778296103 |
| SNPS | Synopsys Inc | 12,100 | $974K | 0.0% | $80.50 | — | — | SYNOPSYS ORD SHS | 871607107 |
| XLY | Consumer Discretiona | 10,610 | $956K | 0.0% | $90.10 | — | — | CONSUMER DISCRETIONARY SELECT | 81369Y407 |
| LOW | LOWE'S COS INC | 11,839 | $947K | 0.0% | $79.99 | — | — | LOWE'S COMPANIES ORD SHS | 548661107 |
| — | Rockwell Collins Inc | 7,000 | $915K | 0.0% | $130.71 | — | — | ROCKWELL COLLINS ORD SHS | 774341101 |
| — | Dr Pepper Snapple Gr | 10,200 | $902K | 0.0% | $88.43 | — | — | DR PEPPER SNAPPLE GROUP ORD SH | 26138E109 |
| CHRW | CH Robinson Worldwid | 11,600 | $883K | 0.0% | $76.12 | — | — | COM USD0.1 | 12541W209 |
| VFC | VF CORP | 13,648 | $868K | 0.0% | $63.60 | — | — | VF ORD SHS | 918204108 |
| TU | TELUS Corp | 24,100 | $867K | 0.0% | $35.98 | — | — | TELUS ORD SHS | 87971M103 |
| PICK | iShares MSCI Global | 27,840 | $862K | 0.0% | $30.96 | — | — | ISHARES MSCI GLOBAL METALS & M | 46434G848 |
| RY | Royal Bank of Canada | 11,100 | $859K | 0.0% | $77.39 | — | — | ROYAL BANK OF CANADA ORD SHS | 780087102 |
| — | SENESTECH INC | 460,671 | $853K | 0.0% | $1.85 | — | — | SENESTECH ORD SHS | 81720R109 |
| IEMG | iShares Core MSCI Em | 15,580 | $842K | 0.0% | $54.04 | — | — | ISHARES CORE MSCI EMERGING MAR | 46434G103 |
| ISRG | Intuitive Surgical I | 2,400 | $837K | 0.0% | $348.75 | — | — | INTUITIVE SURGICAL ORD SHS | 46120E602 |
| — | CHEROKEE INC | 300,000 | $825K | 0.0% | $2.75 | — | — | COM USD0.02 | 16444H102 |
| CHD | Church & Dwight Co I | 16,900 | $819K | 0.0% | $48.46 | — | — | CHURCH AND DWIGHT ORD SHS | 171340102 |
| CLX | Clorox Co/The | 6,200 | $818K | 0.0% | $131.94 | — | — | COM USD1 | 189054109 |
| — | United States Oil Fu | 78,400 | $818K | 0.0% | $10.43 | — | — | UNITED STATES OIL ETF | 91232N108 |
| VEA | Vanguard FTSE Develo | 18,797 | $816K | 0.0% | $43.41 | — | — | VANGUARD FTSE DEVELOPED MARKET | 921943858 |
| BAX | BAXTER INTL INC | 12,960 | $814K | 0.0% | $62.81 | — | — | COM USD1 | 071813109 |
| FISV | Fiserv Inc | 6,276 | $810K | 0.0% | $129.06 | — | — | FISERV ORD SHS | 337738108 |
| GSG | iShares S&P GSCI Com | 52,700 | $785K | 0.0% | $14.90 | — | — | ISHARES S&P GSCI COMMODITY-IND | 46428R107 |
| GPC | Genuine Parts Co | 8,200 | $785K | 0.0% | $95.73 | — | — | GENUINE PARTS ORD SHS | 372460105 |
| ARMK | Aramark | 19,300 | $784K | 0.0% | $40.62 | — | — | ARAMARK ORD SHS | 03852U106 |
| — | Bitauto Holdings Ltd | 17,200 | $769K | 0.0% | $44.71 | — | — | BITAUTO HOLDINGS ADR REPRESENT | 091727107 |
| — | Monsanto Co | 6,415 | $768K | 0.0% | $119.72 | — | — | MONSANTO ORD SHS | 61166W101 |
| — | Express Scripts Hold | 12,043 | $762K | 0.0% | $63.27 | — | — | EXPRESS SCRIPTS HOLDING ORD SH | 30219G108 |
| BNO | United States Brent | 50,115 | $760K | 0.0% | $15.17 | — | — | UNITED STATES BRENT OIL FUND L | 91167Q100 |
| — | Varian Medical Syste | 7,400 | $740K | 0.0% | $100.00 | — | — | VARIAN MEDICAL SYSTEMS ORD SHS | 92220P105 |
| DUK | Duke Energy Corp | 8,820 | $740K | 0.0% | $83.90 | — | — | DUKE ENERGY ORD SHS | 26441C204 |
| — | Shaw Communications | 31,000 | $714K | 0.0% | $23.03 | — | — | SHAW COMMUNICATIONS ORD SHS CL | 82028K200 |
| FANG | Diamondback Energy I | 7,277 | $713K | 0.0% | $97.98 | — | — | Diamondback Energy Inc | 25278X109 |
| LNT | ALLIANT ENERGY CP | 16,800 | $698K | 0.0% | $41.55 | — | — | COM USD0.01 | 018802108 |
| SCHW | SCHWAB(CHARLES)CP | 15,311 | $669K | 0.0% | $43.69 | — | — | COM USD0.01 | 808513105 |
| CPT | Camden Property Trus | 7,300 | $668K | 0.0% | $91.51 | — | — | CAMDEN PROPERTY TRUST REIT ORD | 133131102 |
| BR | Broadridge Financial | 8,200 | $663K | 0.0% | $80.85 | — | — | COM STK USD0.01 | 11133T103 |
| XLK | Technology Select Se | 11,020 | $651K | 0.0% | $59.07 | — | — | TECHNOLOGY SELECT SECTOR SPDR | 81369Y803 |
| JKHY | Jack Henry & Associa | 6,300 | $648K | 0.0% | $102.86 | — | — | JACK HENRY ANS ASSOCIATES ORD | 426281101 |
| — | Medtronic PLC | 8,238 | $641K | 0.0% | $77.81 | — | — | MEDTRONIC ORD SHS | 585055106 |
| PCG | PG&E CORP | 8,787 | $598K | 0.0% | $68.06 | — | — | PG&E ORD SHS | 69331C108 |
| PEG | Public Service Enter | 12,800 | $592K | 0.0% | $46.25 | — | — | PUBLIC SERVICE ENTERPRISE GROU | 744573106 |
| EWJ | iShares MSCI Japan E | 10,465 | $583K | 0.0% | $55.71 | — | — | ISHARES MSCI JAPAN ETF | 46434G822 |
| MKC | McCormick & Co Inc/M | 5,600 | $575K | 0.0% | $102.68 | — | — | MCCORMICK & CO NON-VOTING ORD | 579780206 |
| EWQ | iShares MSCI France | 18,550 | $573K | 0.0% | $30.89 | — | — | ISHARES MSCI FRANCE ETF | 464286707 |
| INTU | Intuit Inc | 3,995 | $568K | 0.0% | $142.18 | — | — | INTUIT ORD SHS | 461202103 |
| — | STERIS Corp | 6,400 | $566K | 0.0% | $88.44 | — | — | STERIS ORD SHS | 859152100 |
| — | AGNC Investment Corp | 25,900 | $562K | 0.0% | $21.70 | — | — | AGNC INVESTMENT REIT ORD SHS | 02503X105 |
| TFX | Teleflex Inc | 2,300 | $557K | 0.0% | $242.17 | — | — | TELEFLEX ORD SHS | 879369106 |
| — | Eaton Corp PLC | 7,200 | $553K | 0.0% | $76.81 | — | — | EATON ORD SHS | 278058102 |
| — | WellCare Health Plan | 3,200 | $550K | 0.0% | $171.88 | — | — | WELLCARE HEALTHCARE PLANS ORD | 94946T106 |
| MPC | Marathon Petroleum C | 9,807 | $550K | 0.0% | $56.08 | — | — | MARATHON PETROLEUM ORD SHS | 56585A102 |
| — | PowerShares DB Base | 30,200 | $547K | 0.0% | $18.11 | — | — | POWERSHARES DB BASE METALS ETF | 73936B705 |
| AOS | AO Smith Corp | 9,143 | $543K | 0.0% | $59.39 | — | — | A O SMITH ORD SHS | 831865209 |
| EXPD | Expeditors Internati | 9,000 | $539K | 0.0% | $59.89 | — | — | EXPEDITORS INTERNATIONAL OF WA | 302130109 |
| ACN | ACCENTURE PLC | 3,984 | $538K | 0.0% | $135.04 | — | — | CLS'A'USD0.0000225 | G1151C101 |
| TROW | T Rowe Price Group I | 5,900 | $534K | 0.0% | $90.51 | — | — | T ROWE PRICE GROUP ORD SHS | 74144T108 |
| RCI | Rogers Communication | 10,200 | $526K | 0.0% | $51.57 | — | — | ROGERS COMMUNICATIONS NON-VOTI | 775109200 |
| PPL | PPL CORP | 13,700 | $520K | 0.0% | $37.96 | — | — | PPL ORD SHS | 69351T106 |
| CME | CME Group Inc | 3,760 | $509K | 0.0% | $135.37 | — | — | COM STK USD0.01 CLASS'A' | 12572Q105 |
| SCI | Service Corp Interna | 14,700 | $507K | 0.0% | $34.49 | — | — | SERVICE CORPORATION INTERNATIO | 817565104 |
| SPY | SPDR S&P500 ETF Trus | 1,990 | $500K | 0.0% | $251.26 | — | — | SPDR S&P 500 ETF TRUST | 78462F103 |
| COR | AmerisourceBergen Co | 5,900 | $488K | 0.0% | $82.71 | — | — | COM STK USD0.01 | 03073E105 |
| — | Priceline Group Inc/ | 266 | $487K | 0.0% | $1830.83 | — | — | THE PRICELINE GROUP ORD SHS | 741503403 |
| STWD | Starwood Property Tr | 22,300 | $484K | 0.0% | $21.70 | — | — | STARWOOD PROPERTY TRUST REIT | 85571B105 |
| — | L Brands Inc | 11,600 | $483K | 0.0% | $41.64 | — | — | L BRANDS ORD SHS | 532716107 |
| — | Pinnacle Foods Inc | 8,300 | $475K | 0.0% | $57.23 | — | — | PINNACLE FOODS ORD SHS | 72348P104 |
| — | KELLOGG COMPANY | 7,400 | $462K | 0.0% | $62.43 | — | — | KELLOGG ORD SHS | 487836108 |
| UGA | United States Gasoli | 16,200 | $456K | 0.0% | $28.15 | — | — | UNITED STATES GASOLINE FUND LP | 91201T102 |
| NFLX | NETFLIX INC | 2,461 | $446K | 0.0% | $181.23 | — | — | COM USD0.001 | 64110L106 |
| — | ANNALY CAPITAL MGT | 36,450 | $444K | 0.0% | $12.18 | — | — | COM USD0.01 | 035710409 |
| EA | Electronic Arts Inc | 3,749 | $442K | 0.0% | $117.90 | — | — | ELECTRONIC ARTS ORD SHS | 285512109 |
| — | Two Harbors Investme | 21,900 | $442K | 0.0% | $20.18 | — | — | TWO HARBORS INVESTMENT REIT OR | 90187B101 |
| XLB | Materials Select Sec | 7,690 | $437K | 0.0% | $56.83 | — | — | MATERIALS SELECT SECTOR SPDR F | 81369Y100 |
| EWU | iShares MSCI United | 12,545 | $437K | 0.0% | $34.83 | — | — | ISHARES MSCI UNITED KINGDOM | 46435G334 |
| — | COBALT INTL ENERGY | 304,921 | $436K | 0.0% | $1.43 | — | — | COM USD0.01 | 19075F304 |
| TDG | TransDigm Group Inc | 1,700 | $435K | 0.0% | $255.88 | — | — | TRANSDIGM GROUP ORD SHS | 893641100 |
| STN | Stantec Inc | 15,634 | $434K | 0.0% | $27.76 | — | — | STANTEC ORD SHS | 85472N109 |
| — | HP Inc | 21,500 | $429K | 0.0% | $19.95 | — | — | HP ORD SHS | 428236103 |
| — | Vectren Corp | 6,500 | $428K | 0.0% | $65.85 | — | — | VECTREN ORD SHS | 92240G101 |
| — | Symantec Corp | 12,915 | $424K | 0.0% | $32.83 | — | — | SYMANTEC ORD SHS | 871503108 |
| — | Twenty-First Century | 15,800 | $417K | 0.0% | $26.39 | — | — | TWENTY FIRST CENTURY FOX ORD S | 90130A101 |
| — | PowerShares QQQ Trus | 2,860 | $416K | 0.0% | $145.45 | — | — | POWERSHARES QQQ TRUST ETF SERI | 73935A104 |
| — | News Corp | 15,700 | $414K | 0.0% | $26.37 | — | — | NEWS ORD SHS CLASS A | 65248E104 |
| — | CBRE Group Inc | 10,900 | $413K | 0.0% | $37.89 | — | — | CBRE GROUP ORD SHS CLASS A | 12497T101 |
| TTEK | Tetra Tech Inc | 8,867 | $413K | 0.0% | $46.58 | — | — | TETRA TECH ORD SHS | 88162G103 |
| UDR | UDR Inc | 10,800 | $411K | 0.0% | $38.06 | — | — | UDR REIT ORD SHS | 902653104 |
| — | Great Plains Energy | 13,500 | $409K | 0.0% | $30.30 | — | — | GREAT PLAINS ENERGY ORD SHS | 391164100 |
| HIW | Highwoods Properties | 7,800 | $406K | 0.0% | $52.05 | — | — | HIGHWOODS PROPERTIES REIT ORD | 431284108 |
| CAE | CAE Inc | 22,500 | $394K | 0.0% | $17.51 | — | — | CAE ORD SHS | 124765108 |
| AMT | AMER TOWER CORP | 2,873 | $393K | 0.0% | $136.79 | — | — | COM NEW USD0.01 | 03027X100 |
| EEFT | Euronet Worldwide In | 4,100 | $389K | 0.0% | $94.88 | — | — | EURONET WORLDWIDE ORD SHS | 298736109 |
| — | Lam Research Corp | 2,100 | $389K | 0.0% | $185.24 | — | — | LAM RESEARCH ORD SHS | 512807108 |
| ATR | AptarGroup Inc | 4,500 | $388K | 0.0% | $86.22 | — | — | APTARGROUP ORD SHS | 038336103 |
| KEP | Korea Electric Power | 23,100 | $387K | 0.0% | $16.75 | — | — | KOREA ELECTRIC POWER ADR REP 1 | 500631106 |
| — | PowerShares DB Agric | 19,610 | $372K | 0.0% | $18.97 | — | — | POWERSHARES DB AGRICULTURE ETF | 73936B408 |
| SON | Sonoco Products Co | 7,300 | $368K | 0.0% | $50.41 | — | — | SONOCO PRODUCTS ORD SHS | 835495102 |
| DTE | DTE Energy Co | 3,400 | $365K | 0.0% | $107.35 | — | — | DTE ENERGY ORD SHS | 233331107 |
| BWXT | BWX Technologies Inc | 6,400 | $359K | 0.0% | $56.09 | — | — | BWX TECHNOLOGIES ORD SHS | 05605H100 |
| CB | CHUBB LIMITED | 2,475 | $353K | 0.0% | $142.63 | — | — | ORD CHF24.15 | H1467J104 |
| VEEV | Veeva Systems Inc | 6,100 | $344K | 0.0% | $56.39 | — | — | VEEVA SYSTEMS ORD SHS CLASS A | 922475108 |
| IDA | IDACORP Inc | 3,900 | $343K | 0.0% | $87.95 | — | — | IDACORP ORD SHS | 451107106 |
| — | Altaba Inc | 5,100 | $338K | 0.0% | $66.27 | — | — | ALTABA INC | 021346101 |
| FFIV | F5 Networks Inc | 2,800 | $338K | 0.0% | $120.71 | — | — | F5 NETWORKS ORD SHS | 315616102 |
| ITW | ILLINOIS TOOL WKS | 2,275 | $337K | 0.0% | $148.13 | — | — | COM NPV | 452308109 |
| WST | West Pharmaceutical | 3,500 | $337K | 0.0% | $96.29 | — | — | WEST PHARMACEUTICAL SERVICES O | 955306105 |
| CBOE | CBOE Holdings Inc | 3,100 | $334K | 0.0% | $107.74 | — | — | CBOE HOLDINGS ORD SHS | 12503M108 |
| XLI | Industrial Select Se | 4,650 | $330K | 0.0% | $70.97 | — | — | INDUSTRIAL SELECT SECTOR SPDR | 81369Y704 |
| AEE | AMEREN CORP | 5,700 | $330K | 0.0% | $57.89 | — | — | COM USD0.01 | 023608102 |
| CAH | Cardinal Health Inc | 4,900 | $328K | 0.0% | $66.94 | — | — | COM NPV | 14149Y108 |
| POR | Portland General Ele | 7,100 | $324K | 0.0% | $45.63 | — | — | PORTLAND GENERAL ELECTRIC ORD | 736508847 |
| CHTR | CHARTER COMMUN INC | 881 | $320K | 0.0% | $363.22 | — | — | COM USD0.001 CLASS 'A' | 16119P108 |
| EOG | EOG RESOURCES INC | 3,301 | $319K | 0.0% | $96.64 | — | — | COM USD0.01 | 26875P101 |
| WPC | WP Carey Inc | 4,700 | $317K | 0.0% | $67.45 | — | — | W. P. CAREY REIT ORD SHS | 92936U109 |
| CSX | CSX CORP | 5,837 | $317K | 0.0% | $54.31 | — | — | COM USD1 | 126408103 |
| MDU | MDU Resources Group | 12,200 | $317K | 0.0% | $25.98 | — | — | MDU RESOURCES GROUP ORD SHS | 552690109 |
| GD | GEN DYNAMICS CORP | 1,525 | $314K | 0.0% | $205.90 | — | — | COM USD1 | 369550108 |
| OGE | OGE Energy Corp | 8,700 | $313K | 0.0% | $35.98 | — | — | OGE ENERGY ORD SHS | 670837103 |
| SLV | iShares Silver Trust | 19,290 | $304K | 0.0% | $15.76 | — | — | ISHARES SILVER ETF | 46428Q109 |
| CTAS | Cintas Corp | 2,100 | $303K | 0.0% | $144.29 | — | — | COM NPV | 172908105 |
| MASI | Masimo Corp | 3,500 | $303K | 0.0% | $86.57 | — | — | MASIMO ORD SHS | 574795100 |
| CMI | CUMMINS INC | 1,800 | $302K | 0.0% | $167.78 | — | — | CUMMINS ORD SHS | 231021106 |
| PKG | Packaging Corp of Am | 2,600 | $298K | 0.0% | $114.62 | — | — | PACKAGING CORP OF AMERICA ORD | 695156109 |
| SPGI | S&P GLOBAL INC | 1,902 | $297K | 0.0% | $156.15 | — | — | COM USD1 | 78409V104 |
| — | SCANA Corp | 6,100 | $296K | 0.0% | $48.52 | — | — | SCANA ORD SHS | 80589M102 |
| MAR | MARRIOTT INTL INC | 2,637 | $291K | 0.0% | $110.35 | — | — | COM USD0.01 CLASS 'A' | 571903202 |
| XYL | Xylem Inc/NY | 4,513 | $283K | 0.0% | $62.71 | — | — | XYLEM ORD SHS | 98419M100 |
| SYK | Stryker Corp | 1,980 | $281K | 0.0% | $141.92 | — | — | STRYKER ORD SHS | 863667101 |
| ORLY | O'Reilly Automotive | 1,300 | $280K | 0.0% | $215.38 | — | — | O'REILLY AUTOMOTIVE ORD SHS | 67103H107 |
| VRTX | VERTEX PHARMACEUTI | 1,813 | $276K | 0.0% | $152.23 | — | — | COM USD0.01 | 92532F100 |
| BFAM | Bright Horizons Fami | 3,200 | $276K | 0.0% | $86.25 | — | — | BRIGHT HORIZONS FAMILY SOLUTIO | 109194100 |
| PRU | PRUDENTIAL FINL | 2,578 | $274K | 0.0% | $106.28 | — | — | COM USD0.01 | 744320102 |
| STT | STATE STREET CORP | 2,852 | $272K | 0.0% | $95.37 | — | — | COM STK USD1 | 857477103 |
| — | Activision Blizzard | 4,192 | $270K | 0.0% | $64.41 | — | — | COM STK USD0.000001 | 00507V109 |
| LKQ | LKQ Corp | 7,473 | $269K | 0.0% | $36.00 | — | — | LKQ ORD SHS | 501889208 |
| ORA | Ormat Technologies I | 4,388 | $268K | 0.0% | $61.08 | — | — | ORMAT TECH ORD SHS | 686688102 |
| BSX | BOSTON SCIENTIFIC | 9,122 | $266K | 0.0% | $29.16 | — | — | COM USD0.01 | 101137107 |
| BTI | British American Tob | 4,243 | $265K | 0.0% | $62.46 | — | — | BRITISH AMERICAN TOBACCO ADR R | 110448107 |
| HCA | HCA Healthcare Inc | 3,284 | $261K | 0.0% | $79.48 | — | — | HCA HEALTHCARE ORD SHS | 40412C101 |
| TRV | TRAVELERS COMPANIE | 2,102 | $258K | 0.0% | $122.74 | — | — | COM NPV | 89417E109 |
| IEV | iShares Europe ETF | 5,500 | $258K | 0.0% | $46.91 | — | — | ISHARES EUROPE ETF | 464287861 |
| — | TransCanada Corp | 5,200 | $257K | 0.0% | $49.42 | — | — | TRANSCANADA ORD SHS | 89353D107 |
| KRC | Kilroy Realty Corp | 3,600 | $256K | 0.0% | $71.11 | — | — | KILROY REALTY REIT ORD SHS | 49427F108 |
| — | Torchmark Corp | 3,200 | $256K | 0.0% | $80.00 | — | — | TORCHMARK ORD SHS | 891027104 |
| KLAC | KLA-TENCOR CORP | 2,400 | $255K | 0.0% | $106.25 | — | — | KLA TENCOR ORD SHS | 482480100 |
| GLPI | Gaming and Leisure P | 6,900 | $255K | 0.0% | $36.96 | — | — | GAMING AND LEISURE PROPERTIES | 36467J108 |
| DLB | Dolby Laboratories I | 4,400 | $253K | 0.0% | $57.50 | — | — | DOLBY LABORATORIES ORD SHS CLA | 25659T107 |
| — | Equity Commonwealth | 8,300 | $252K | 0.0% | $30.36 | — | — | EQUITY COMMONWEALTH REIT ORD S | 294628102 |
| SJM | SMUCKER(JM)CO | 2,400 | $252K | 0.0% | $105.00 | — | — | JM SMUCKER ORD SHS | 832696405 |
| HUM | HUMANA INC | 1,027 | $250K | 0.0% | $243.43 | — | — | COM USD0.166 | 444859102 |
| KHC | Kraft Heinz Co/The | 3,217 | $249K | 0.0% | $77.40 | — | — | KRAFT HEINZ ORD SHS | 500754106 |
| EWZ | iShares MSCI Brazil | 5,950 | $248K | 0.0% | $41.68 | — | — | ISHARES MSCI BRAZIL CAPPED ETF | 464286400 |
| AFL | AFLAC INC | 3,031 | $247K | 0.0% | $81.49 | — | — | COM USD0.10 | 001055102 |
| TSLA | TESLA INC | 718 | $245K | 0.0% | $341.23 | — | — | COM USD0.001 | 88160R101 |
| MRSH | MARSH & MCLENNAN | 2,914 | $244K | 0.0% | $83.73 | — | — | COM USD1 | 571748102 |
| — | Maxim Integrated Pro | 5,100 | $244K | 0.0% | $47.84 | — | — | MAXIM INTEGRATED PRODUCTS ORD | 57772K101 |
| ATO | Atmos Energy Corp | 2,900 | $243K | 0.0% | $83.79 | — | — | ATMOS ENERGY ORD SHS | 049560105 |
| ETN | EATON CORP PLC | 3,160 | $243K | 0.0% | $76.90 | — | — | COM USD0.01 | G29183103 |
| — | DST Systems Inc | 4,400 | $241K | 0.0% | $54.77 | — | — | DST SYSTEMS ORD SHS | 233326107 |
| SD | SANDRIDGE ENERGY I | 11,963 | $240K | 0.0% | $20.06 | — | — | COM USD0.001 | 80007P869 |
| — | AON PLC | 1,633 | $239K | 0.0% | $146.36 | — | — | COM USD0.01 CL A | G0408V102 |
| ADSK | Autodesk Inc | 2,100 | $236K | 0.0% | $112.38 | — | — | AUTODESK ORD SHS | 052769106 |
| SHW | SHERWIN-WILLIAMS | 660 | $236K | 0.0% | $357.58 | — | — | COM USD1 | 824348106 |
| COF | CAPITAL ONE FINL | 2,763 | $234K | 0.0% | $84.69 | — | — | COM USD0.01 | 14040H105 |
| NSC | NORFOLK STHN CORP | 1,763 | $233K | 0.0% | $132.16 | — | — | COM USD1 | 655844108 |
| — | MFA Financial Inc | 26,600 | $233K | 0.0% | $8.76 | — | — | MFA FINANCIAL REIT ORD SHS | 55272X102 |
| KMI | KINDER MORGAN INC | 12,085 | $232K | 0.0% | $19.20 | — | — | COM USD0.01 | 49456B101 |
| EW | EDWARDS LIFESCIENC | 2,100 | $230K | 0.0% | $109.52 | — | — | COM USD1 | 28176E108 |
| DE | DEERE & CO | 1,832 | $230K | 0.0% | $125.55 | — | — | COM USD1 | 244199105 |
| — | PRAXAIR INC | 1,639 | $229K | 0.0% | $139.72 | — | — | COM USD0.01 | 74005P104 |
| WMB | WILLIAMS COS INC | 7,579 | $227K | 0.0% | $29.95 | — | — | COM USD1 | 969457100 |
| RRX | Regal Beloit Corp | 2,857 | $226K | 0.0% | $79.10 | — | — | REGAL BELOIT ORD SHS | 758750103 |
| ECL | ECOLAB INC | 1,753 | $225K | 0.0% | $128.35 | — | — | COM USD1 | 278865100 |
| BWA | BorgWarner Inc | 4,384 | $225K | 0.0% | $51.32 | — | — | COM USD0.01 | 099724106 |
| TDY | Teledyne Technologie | 1,400 | $223K | 0.0% | $159.29 | — | — | TELEDYNE TECHNOLOGIES ORD SHS | 879360105 |
| TJX | TJX COS INC | 3,030 | $223K | 0.0% | $73.60 | — | — | COM USD1 | 872540109 |
| BXP | BOSTON PPTYS INC | 1,794 | $220K | 0.0% | $122.63 | — | — | COM USD0.01 | 101121101 |
| EQR | EQUITY RESIDENTIAL | 3,316 | $219K | 0.0% | $66.04 | — | — | SBI USD0.01 | 29476L107 |
| PSA | PUBLIC STORAGE | 1,004 | $215K | 0.0% | $214.14 | — | — | COM USD0.10 | 74460D109 |
| MD | MEDNAX Inc | 4,900 | $211K | 0.0% | $43.06 | — | — | MEDNAX ORD SHS | 58502B106 |
| — | Coca-Cola Enterprise | 5,000 | $208K | 0.0% | $41.60 | — | — | COCA COLA EUROPEAN PARTNERS OR | 19122T109 |
| — | ALEXION PHARMACEUT | 1,484 | $208K | 0.0% | $140.16 | — | — | COM USD0.0001 | 015351109 |
| — | TE CONNECTIVITY LT | 2,451 | $204K | 0.0% | $83.23 | — | — | COM CHF0.57 | H84989104 |
| PBA | Pembina Pipeline Cor | 5,800 | $203K | 0.0% | $35.00 | — | — | PEMBINA PIPELINE ORD SHS | 706327103 |
| — | Chimera Investment C | 10,600 | $201K | 0.0% | $18.96 | — | — | CHIMERA INVESTMENT ORD SHS | 16934Q208 |
| — | Covanta Holding Corp | 13,225 | $196K | 0.0% | $14.82 | — | — | COVANTA HOLDING ORD SHS | 22282E102 |
| RDN | RADIAN GROUP INC | 10,100 | $189K | 0.0% | $18.71 | — | — | RADIAN GROUP ORD SHS | 750236101 |
| RF | REGIONS FINL CORP | 11,101 | $169K | 0.0% | $15.22 | — | — | COM STK USD0.01 | 7591EP100 |
| — | Investors Bancorp In | 12,200 | $166K | 0.0% | $13.61 | — | — | INVESTORS BANCORP ORD SHS | 46146L101 |
| — | SIRIUS XM HLDGS IN | 18,861 | $104K | 0.0% | $5.51 | — | — | COM USD0.001 | 82968B103 |
| — | Voya Prime Rate Trus | 11,000 | $58,000 | 0.0% | $5.27 | — | — | Voya Prime Rate Trust | 92913A100 |