Location: Santa Fe, NM
CIK: 0000862469 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 12, 2014
Total Value: $2.429B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC COMMON STOCK | 798,266 | $74.18M | 3.1% | $18.01 | +3.6% | COM | 037833100 |
| XOM | EXXON MOBIL CORP COMMON | 571,280 | $57.52M | 2.4% | $58.08 | +6.5% | COM | 30231G102 |
| MSFT | MICROSOFT CORP COMMON | 993,447 | $41.43M | 1.7% | $31.26 | +8.6% | COM | 594918104 |
| JNJ | JOHNSON & COMMON | 374,543 | $39.19M | 1.6% | $66.73 | +9.6% | COM | 478160104 |
| — | GEN ELEC CO | 1,323,107 | $34.77M | 1.4% | $25.89 | — | COM | 369604103 |
| WFC | WELLS FARGO & CO COM STK | 634,466 | $33.35M | 1.4% | $33.45 | +8.5% | COM | 949746101 |
| CVX | CHEVRON CORP USD0.75 | 251,456 | $32.83M | 1.4% | $73.10 | +3.9% | COM | 166764100 |
| BRK/B | BERKSHIRE HATHAWAY INC | 238,307 | $30.16M | 1.2% | $116.97 | +8.2% | COM | 084670702 |
| JPM | JPMORGAN CHASE & CO | 501,050 | $28.87M | 1.2% | $38.52 | +6.9% | COM | 46625H100 |
| PG | PROCTER & GAMBLE CO NPV | 358,218 | $28.15M | 1.2% | $56.51 | +3.1% | COM | 742718109 |
| VZ | VERIZON COMMUNICATIONS | 548,171 | $26.82M | 1.1% | $25.89 | +3.5% | COM | 92343V104 |
| PFE | PFIZER USD0.05 | 847,550 | $25.16M | 1.0% | $18.20 | -3.6% | COM | 717081103 |
| T | AT&T INC USD1 | 688,943 | $24.36M | 1.0% | $10.85 | +8.5% | COM | 00206R102 |
| IBM | INTERNATIONAL BUSINESS | 125,947 | $22.83M | 0.9% | $109.22 | +2.8% | COM | 459200101 |
| MRK | MERCK & CO INC COMMON | 386,836 | $22.38M | 0.9% | $35.79 | +6.1% | COM | 58933Y105 |
| — | GOOGLE INC-CL A | 37,481 | $21.91M | 0.9% | $1108.85 | — | COM | 38259P508 |
| — | GOOGLE INC-CL C | 37,481 | $21.56M | 0.9% | $575.28 | — | COM | 38259P706 |
| BAC | BANK OF AMERICA CORP | 1,394,854 | $21.44M | 0.9% | $13.25 | -7.6% | COM | 060505104 |
| KO | COCA-COLA CO USD0.25 | 500,370 | $21.2M | 0.9% | $26.78 | +5.0% | COM | 191216100 |
| INTC | INTEL CORP USD0.001 | 658,970 | $20.36M | 0.8% | $16.96 | +22.0% | COM | 458140100 |
| SLB | SCHLUMBERGER LTD COMMON | 172,180 | $20.31M | 0.8% | $65.48 | +14.3% | COM | 806857108 |
| C | CITIGROUP INC USD0.01 | 402,126 | $18.94M | 0.8% | $37.05 | -4.4% | COM | 172967424 |
| SPG | SIMON PROPERTY GROUP INC | 112,167 | $18.65M | 0.8% | $84.41 | +10.4% | COM | 828806109 |
| ORCL | ORACLE CORP USD0.01 | 458,890 | $18.6M | 0.8% | $31.98 | +8.4% | COM | 68389X105 |
| CMCSA | COMCAST CORP COM CLS 'A' | 344,133 | $18.47M | 0.8% | $19.96 | -0.9% | COM | 20030N101 |
| DIS | WALT DISNEY(HLDG)CO | 213,720 | $18.32M | 0.8% | $69.69 | +5.4% | COM | 254687106 |
| PEP | PEPSICO INC CAP STK | 200,585 | $17.92M | 0.7% | $56.86 | +7.1% | COM | 713448108 |
| QCOM | QUALCOMM USD0.0001 | 223,407 | $17.69M | 0.7% | $54.06 | +6.0% | COM | 747525103 |
| PM | PHILIP MORRIS | 209,561 | $17.67M | 0.7% | $44.74 | +7.8% | COM | 718172109 |
| GILD | GILEAD SCIENCES USD0.001 | 203,276 | $16.85M | 0.7% | $54.48 | -0.7% | COM | 375558103 |
| CSCO | CISCO SYSTEMS INC | 677,324 | $16.83M | 0.7% | $15.30 | +8.8% | COM | 17275R102 |
| AMZN | AMAZON COM INC USD0.01 | 49,365 | $16.03M | 0.7% | $18.51 | -14.5% | COM | 023135106 |
| WMT | WAL-MART STORES INC | 213,393 | $16.02M | 0.7% | $19.90 | +3.2% | COM | 931142103 |
| META | FACEBOOK INC USD0.000006 | 227,600 | $15.31M | 0.6% | $62.90 | -2.9% | COM | 30303M102 |
| HD | HOME DEPOT INC USD0.05 | 184,142 | $14.91M | 0.6% | $60.23 | -0.2% | COM | 437076102 |
| V | VISA INC USD0.0001 'A' | 66,596 | $14.03M | 0.6% | $51.12 | -5.8% | COM | 92826C839 |
| COP | CONOCOPHILLIPS USD0.01 | 162,556 | $13.94M | 0.6% | $45.53 | +17.2% | COM | 20825C104 |
| MCD | MCDONALD'S CORP USD0.01 | 130,169 | $13.11M | 0.5% | $70.27 | +6.4% | COM | 580135101 |
| — | UNITED TECHNOLOGIES CORP | 111,626 | $12.89M | 0.5% | $116.82 | — | COM | 913017109 |
| UNP | UNION PACIFIC CORP | 120,538 | $12.02M | 0.5% | $71.52 | +4.5% | COM | 907818108 |
| MMM | 3M CO USD0.01 | 83,644 | $11.98M | 0.5% | $76.26 | +6.3% | COM | 88579Y101 |
| ABBV | ABBVIE INC USD0.01 | 210,542 | $11.88M | 0.5% | $31.51 | +4.7% | COM | 00287Y109 |
| AMGN | AMGEN INC USD0.0001 | 100,245 | $11.87M | 0.5% | $77.09 | +8.1% | COM | 031162100 |
| CVS | CVS CAREMARK CORP USD0.01 | 155,687 | $11.73M | 0.5% | $42.78 | +28.3% | COM | 126650100 |
| BA | BOEING CO/THE COMMON | 90,395 | $11.5M | 0.5% | $111.68 | +0.8% | COM | 097023105 |
| AXP | AMERICAN EXPRESS CO | 120,513 | $11.43M | 0.5% | $75.50 | +1.2% | COM | 025816109 |
| MO | ALTRIA GROUP INC USD0.333 | 261,595 | $10.97M | 0.5% | $17.12 | +12.1% | COM | 02209S103 |
| OXY | OCCIDENTAL PETROLEUM CORP | 105,413 | $10.82M | 0.4% | $62.47 | +5.9% | COM | 674599105 |
| UNH | UNITEDHEALTH GROUP INC | 131,670 | $10.76M | 0.4% | $62.13 | +4.9% | COM | 91324P102 |
| BMY | BRISTOL-MYERS SQUIBB CO | 219,404 | $10.64M | 0.4% | $35.88 | -6.6% | COM | 110122108 |
| AIG | AMERICAN INTERNATIONAL | 192,505 | $10.51M | 0.4% | $37.86 | +6.7% | COM | 026874784 |
| USB | US BANCORP DELAWARE | 238,861 | $10.35M | 0.4% | $27.34 | +2.1% | COM | 902973304 |
| MA | MASTERCARD INC USD0.0001 | 135,410 | $9.949M | 0.4% | $72.72 | -4.8% | COM | 57636Q104 |
| BIIB | BIOGEN IDEC INC USD0.0005 | 31,374 | $9.893M | 0.4% | $317.17 | -5.1% | COM | 09062X103 |
| UPS | UNITED PARCEL SERVICE INC | 93,512 | $9.6M | 0.4% | $64.17 | +3.8% | COM | 911312106 |
| HON | HONEYWELL INTERNATIONAL | 102,636 | $9.54M | 0.4% | $64.71 | +1.5% | COM | 438516106 |
| — | CELGENE CORP USD0.01 | 107,730 | $9.252M | 0.4% | $112.74 | — | COM | 151020104 |
| GS | GOLDMAN SACHS GROUP INC | 55,139 | $9.232M | 0.4% | $133.70 | -3.7% | COM | 38141G104 |
| CAT | CATERPILLAR INC USD1 | 83,202 | $9.042M | 0.4% | $69.69 | +12.0% | COM | 149123101 |
| — | TWENTY-FIRST CENTURY FOX | 256,606 | $9.02M | 0.4% | $31.97 | — | COM | 90130A101 |
| PSA | PUBLIC STORAGE COM STK | 52,236 | $8.951M | 0.4% | $102.35 | +6.8% | COM | 74460D109 |
| F | FORD MOTOR CO USD0.01 | 515,805 | $8.892M | 0.4% | $9.02 | -1.7% | COM | 345370860 |
| MDLZ | MONDELEZ INTERNATIONAL | 229,376 | $8.627M | 0.4% | $26.35 | +7.4% | COM | 609207105 |
| — | WALGREEN CO USD0.078125 | 116,215 | $8.615M | 0.4% | $66.19 | — | COM | 931422109 |
| — | MONSANTO CO USD0.01 | 68,766 | $8.578M | 0.4% | $113.78 | — | COM | 61166W101 |
| — | HEWLETT-PACKARD USD0.01 | 251,358 | $8.466M | 0.3% | $32.36 | — | COM | 428236103 |
| — | PRICELINE GROUP INC/THE | 6,948 | $8.358M | 0.3% | $1192.23 | — | COM | 741503403 |
| EOG | EOG RESOURCES INC USD0.01 | 71,408 | $8.345M | 0.3% | $70.74 | +8.4% | COM | 26875P101 |
| — | MEDTRONIC USD0.10 | 130,533 | $8.323M | 0.3% | $61.54 | — | COM | 585055106 |
| — | TIME WARNER INC COMMON | 118,303 | $8.311M | 0.3% | $65.33 | — | COM | 887317303 |
| MET | METLIFE INC USD0.01 | 148,987 | $8.278M | 0.3% | $31.09 | +2.4% | COM | 59156R108 |
| ABT | ABBOTT LABORATORIES NPV | 202,242 | $8.272M | 0.3% | $27.71 | +13.7% | COM | 002824100 |
| — | DOW CHEMICAL CO USD2.50 | 158,616 | $8.162M | 0.3% | $48.59 | — | COM | 260543103 |
| LLY | LILLY(ELI)& CO NPV | 129,694 | $8.063M | 0.3% | $44.54 | +7.8% | COM | 532457108 |
| EQR | EQUITY RESIDENTIAL | 127,058 | $8.005M | 0.3% | $31.71 | +8.6% | COM | 29476L107 |
| — | DU PONT(E.I.)DE NEMOURS & | 121,081 | $7.924M | 0.3% | $67.10 | — | COM | 263534109 |
| HAL | HALLIBURTON CO USD2.50 | 110,971 | $7.88M | 0.3% | $42.79 | +20.3% | COM | 406216101 |
| CL | COLGATE-PALMOLIVE CO USD1 | 114,930 | $7.836M | 0.3% | $47.90 | +6.9% | COM | 194162103 |
| EBAY | EBAY INC COMMON STOCK | 152,348 | $7.627M | 0.3% | $20.67 | -6.2% | COM | 278642103 |
| SBUX | STARBUCKS CORP NPV | 98,524 | $7.624M | 0.3% | $29.29 | -1.4% | COM | 855244109 |
| NKE | NIKE INC NPV B | 97,674 | $7.575M | 0.3% | $32.55 | -1.3% | COM | 654106103 |
| PLD | PROLOGIS INC | 180,465 | $7.415M | 0.3% | $27.64 | +5.1% | COM | 74340W103 |
| — | EXPRESS SCRIPTS HLDG CO | 105,340 | $7.303M | 0.3% | $75.09 | — | COM | 30219G108 |
| — | ANADARKO PETROLEUM CORP | 65,788 | $7.202M | 0.3% | $84.76 | — | COM | 032511107 |
| — | EMC CORP/MA COMMON STOCK | 269,098 | $7.088M | 0.3% | $27.41 | — | COM | 268648102 |
| VNO | VORNADO REALTY TRUST | 65,951 | $7.039M | 0.3% | $98.56 | — | COM | 929042109 |
| — | HEALTH CARE REIT INC USD1 | 110,756 | $6.941M | 0.3% | $59.60 | — | COM | 42217K106 |
| DUK | DUKE ENERGY CORP COMMON | 92,310 | $6.848M | 0.3% | $42.66 | +4.3% | COM | 26441C204 |
| — | HCP INC COM STK USD1 | 165,300 | $6.84M | 0.3% | $38.79 | — | COM | 40414L109 |
| TXN | TEXAS INSTRUMENTS USD1.00 | 143,104 | $6.839M | 0.3% | $31.94 | +6.5% | COM | 882508104 |
| VTR | VENTAS INC USD0.25 | 106,379 | $6.819M | 0.3% | $42.87 | +3.9% | COM | 92276F100 |
| ACN | ACCENTURE PLC | 83,100 | $6.718M | 0.3% | $66.92 | -1.2% | COM | G1151C101 |
| COST | COSTCO WHOLESALE CORP | 57,165 | $6.583M | 0.3% | $91.29 | +0.6% | COM | 22160K105 |
| — | ALLERGAN INC/UNITED | 38,852 | $6.575M | 0.3% | $124.11 | — | COM | 018490102 |
| LOW | LOWES COMPANIES INC | 136,777 | $6.564M | 0.3% | $39.01 | -3.0% | COM | 548661107 |
| BXP | BOSTON PROPERTIES INC | 55,335 | $6.539M | 0.3% | $66.97 | +8.9% | COM | 101121101 |
| AVB | AVALONBAY COMMUNITIES INC | 45,796 | $6.512M | 0.3% | $84.84 | +10.7% | COM | 053484101 |
| GM | GENERAL MOTORS CO USD0.01 | 174,100 | $6.32M | 0.3% | $26.92 | -2.3% | COM | 37045V100 |
| PSX | PHILLIPS 66 USD0.01 | 78,428 | $6.308M | 0.3% | $49.82 | +8.8% | COM | 718546104 |
| COF | CAPITAL ONE FINANCIAL | 75,417 | $6.229M | 0.3% | $59.33 | +6.3% | COM | 14040H105 |
| PNC | PNC FINANCIAL SERVICES | 69,549 | $6.193M | 0.3% | $56.79 | +5.2% | COM | 693475105 |
| DHR | DANAHER CORP USD0.01 | 78,459 | $6.177M | 0.3% | $30.77 | +1.0% | COM | 235851102 |
| TMO | THERMO FISHER SCIENTIFIC | 51,862 | $6.12M | 0.3% | $114.47 | -0.9% | COM | 883556102 |
| EMR | EMERSON ELECTRIC CO | 92,100 | $6.112M | 0.3% | $47.79 | +2.8% | COM | 291011104 |
| HST | HOST HOTELS & RESORTS INC | 273,378 | $6.017M | 0.2% | $12.03 | +11.9% | COM | 44107P104 |
| NEE | NEXTERA ENERGY INC | 57,758 | $5.919M | 0.2% | $16.60 | +8.0% | COM | 65339F101 |
| FDX | FEDEX CORP USD0.10 | 38,936 | $5.894M | 0.2% | $115.12 | +2.9% | COM | 31428X106 |
| MS | MORGAN STANLEY USD0.01 | 181,195 | $5.858M | 0.2% | $22.70 | +0.1% | COM | 617446448 |
| LMT | LOCKHEED MARTIN CORP USD1 | 35,143 | $5.649M | 0.2% | $113.36 | +4.4% | COM | 539830109 |
| BK | BANK OF NEW YORK MELLON | 150,160 | $5.628M | 0.2% | $22.78 | +14.5% | COM | 064058100 |
| MCK | MCKESSON CORP USD0.01 | 29,991 | $5.585M | 0.2% | $160.13 | +1.9% | COM | 58155Q103 |
| LYB | LYONDELLBASELL | 57,100 | $5.576M | 0.2% | $36.95 | +40.4% | COM | N53745100 |
| KMB | KIMBERLY-CLARK CORP | 49,893 | $5.549M | 0.2% | $69.39 | +3.4% | COM | 494368103 |
| — | TIME WARNER CABLE INC | 36,876 | $5.432M | 0.2% | $137.19 | — | COM | 88732J207 |
| — | DIRECTV USD0.01 | 63,869 | $5.43M | 0.2% | $76.42 | — | COM | 25490A309 |
| D | DOMINION RESOURCES | 75,872 | $5.426M | 0.2% | $41.45 | +3.6% | COM | 25746U109 |
| — | COVIDIEN PLC USD0.20 | 60,159 | $5.425M | 0.2% | $73.65 | — | COM | G2554F113 |
| PRU | PRUDENTIAL FINANCIAL INC | 60,531 | $5.373M | 0.2% | $52.24 | -1.7% | COM | 744320102 |
| — | BLACKROCK INC NPV A | 16,639 | $5.318M | 0.2% | $314.50 | — | COM | 09247X101 |
| — | APACHE CORP USD0.625 | 52,199 | $5.252M | 0.2% | $82.95 | — | COM | 037411105 |
| SO | SOUTHERN CO USD5 | 115,337 | $5.234M | 0.2% | $25.27 | +6.7% | COM | 842587107 |
| WMB | WILLIAMS COMPANIES INC | 89,328 | $5.2M | 0.2% | $17.72 | +36.4% | COM | 969457100 |
| BAX | BAXTER INTL USD1.00 | 70,952 | $5.13M | 0.2% | $30.34 | +7.8% | COM | 071813109 |
| — | PRAXAIR INC USD0.01 | 38,486 | $5.112M | 0.2% | $130.98 | — | COM | 74005P104 |
| GD | GENERAL DYNAMICS CORP | 43,714 | $5.095M | 0.2% | $80.10 | +10.5% | COM | 369550108 |
| — | ACTAVIS PLC COMMON STOCK | 22,722 | $5.068M | 0.2% | $205.84 | — | COM | G0083B108 |
| ADP | AUTOMATIC DATA PROCESSING | 62,943 | $4.99M | 0.2% | $52.44 | +0.8% | COM | 053015103 |
| FCX | FREEPORT-MCMORAN INC | 135,730 | $4.954M | 0.2% | $28.47 | +3.8% | COM | 35671D857 |
| TJX | TJX COS INC/THE COMMON | 92,990 | $4.942M | 0.2% | $25.75 | -5.5% | COM | 872540109 |
| — | PRECISION CASTPARTS CORP | 19,008 | $4.798M | 0.2% | $252.74 | — | COM | 740189105 |
| TGT | TARGET CORP USD0.0833 | 82,616 | $4.788M | 0.2% | $41.65 | -0.0% | COM | 87612E106 |
| ETN | EATON CORP PLC NPV | 62,010 | $4.786M | 0.2% | $55.36 | +1.6% | COM | G29183103 |
| YUM | YUM BRANDS INC NPV | 58,272 | $4.732M | 0.2% | $42.07 | +6.1% | COM | 988498101 |
| — | KRAFT FOODS GROUP INC NPV | 77,925 | $4.672M | 0.2% | $56.11 | — | COM | 50076Q106 |
| ITW | ILLINOIS TOOL WORKS INC | 53,350 | $4.671M | 0.2% | $61.28 | +6.8% | COM | 452308109 |
| MU | MICRON TECHNOLOGY INC | 141,725 | $4.67M | 0.2% | $23.28 | +14.3% | COM | 595112103 |
| AMT | AMERICAN TOWER | 51,568 | $4.64M | 0.2% | $54.19 | +21.2% | COM | 03027X100 |
| — | ACE LIMITED CHF30.57 | 44,478 | $4.612M | 0.2% | $99.06 | — | COM | H0023R105 |
| — | NATIONAL OILWELL VARCO | 55,959 | $4.608M | 0.2% | $77.88 | — | COM | 637071101 |
| — | VIACOM INC NEW CLASS'B' | 53,041 | $4.6M | 0.2% | $84.99 | — | COM | 92553P201 |
| — | CBS CORP CLASS'B' COM STK | 72,966 | $4.534M | 0.2% | $61.80 | — | COM | 124857202 |
| DE | DEERE & CO COMMON STOCK | 50,052 | $4.532M | 0.2% | $70.10 | +5.7% | COM | 244199105 |
| TRV | TRAVELERS COS INC/THE | 47,628 | $4.48M | 0.2% | $64.62 | +9.1% | COM | 89417E109 |
| — | JOHNSON CONTROLS INC USD1 | 89,559 | $4.472M | 0.2% | $47.32 | — | COM | 478366107 |
| ADBE | ADOBE SYSTEMS INC | 60,818 | $4.401M | 0.2% | $64.14 | +0.6% | COM | 00724F101 |
| GIS | GENERAL MILLS INC USD0.1 | 82,912 | $4.356M | 0.2% | $32.96 | +8.5% | COM | 370334104 |
| — | YAHOO INC COMMON STOCK | 123,421 | $4.336M | 0.2% | $35.90 | — | COM | 984332106 |
| DAL | DELTA AIR LINES INC | 111,900 | $4.333M | 0.2% | $27.96 | +17.6% | COM | 247361702 |
| — | BAKER HUGHES INC USD1 | 57,992 | $4.318M | 0.2% | $65.03 | — | COM | 057224107 |
| — | PIONEER NATURAL RESOURCES | 18,667 | $4.29M | 0.2% | $187.12 | — | COM | 723787107 |
| CRM | SALESFORCE.COM INC | 72,536 | $4.213M | 0.2% | $59.07 | -9.6% | COM | 79466L302 |
| NSC | NORFOLK SOUTHERN CORP | 40,426 | $4.165M | 0.2% | $71.41 | +6.4% | COM | 655844108 |
| ESS | ESSEX PROPERTY TRUST INC | 22,493 | $4.159M | 0.2% | $115.15 | +5.8% | COM | 297178105 |
| GLW | CORNING INC USD0.50 | 189,256 | $4.154M | 0.2% | $13.82 | +13.4% | COM | 219350105 |
| — | WELLPOINT INC COM STK | 38,596 | $4.153M | 0.2% | $99.54 | — | COM | 94973V107 |
| EXC | EXELON CORP NPV | 112,059 | $4.088M | 0.2% | $13.80 | +22.3% | COM | 30161N101 |
| SCHW | SCHWAB(CHARLES)CORP | 151,737 | $4.086M | 0.2% | $22.70 | +0.7% | COM | 808513105 |
| CSX | CSX CORP USD1 | 132,556 | $4.084M | 0.2% | $7.67 | +5.6% | COM | 126408103 |
| — | ALEXION PHARMACEUTICAL | 25,600 | $4M | 0.2% | $152.15 | — | COM | 015351109 |
| DVN | DEVON ENERGY CORP(NEW) | 49,935 | $3.965M | 0.2% | $41.69 | +17.6% | COM | 25179M103 |
| ECL | ECOLAB INC USD1 | 35,480 | $3.95M | 0.2% | $81.20 | +16.1% | COM | 278865100 |
| PPG | PPG INDUSTRIES INC | 18,584 | $3.905M | 0.2% | $77.19 | +4.8% | COM | 693506107 |
| — | AETNA INC NEW USD0.001 | 48,100 | $3.9M | 0.2% | $74.97 | — | COM | 00817Y108 |
| — | DISCOVER FINANCIAL | 62,661 | $3.884M | 0.2% | $58.19 | — | COM | 254709108 |
| CTSH | COGNIZANT TECH USD0.01 | 79,078 | $3.868M | 0.2% | $44.31 | -2.5% | COM | 192446102 |
| STT | STATE STREET CORP USD1 | 57,428 | $3.863M | 0.2% | $50.16 | -4.5% | COM | 857477103 |
| — | RAYTHEON CO USD0.01 | 41,743 | $3.851M | 0.2% | $98.80 | — | COM | 755111507 |
| AFL | AFLAC INC USD0.10 | 60,953 | $3.794M | 0.2% | $23.98 | -1.3% | COM | 001055102 |
| ADM | ARCHER DANIELS MIDLAND CO | 86,003 | $3.794M | 0.2% | $29.33 | +7.8% | COM | 039483102 |
| — | GENERAL GROWTH | 159,923 | $3.768M | 0.2% | $22.00 | — | COM | 370023103 |
| — | SPECTRA ENERGY CORP COM | 87,628 | $3.722M | 0.2% | $36.94 | — | COM | 847560109 |
| MRSH | MARSH & MCLENNAN COS INC | 71,741 | $3.718M | 0.2% | $38.81 | +4.4% | COM | 571748102 |
| — | HESS CORP USD1 | 37,203 | $3.679M | 0.2% | $82.87 | — | COM | 42809H107 |
| — | NOBLE ENERGY INC COM | 47,034 | $3.643M | 0.1% | $71.03 | — | COM | 655044105 |
| — | MARATHON OIL CORP USD1 | 91,071 | $3.636M | 0.1% | $35.52 | — | COM | 565849106 |
| — | BB&T CORP COM STK USD5 | 92,166 | $3.634M | 0.1% | $40.17 | — | COM | 054937107 |
| APD | AIR PRODUCTS & CHEMICALS | 27,650 | $3.556M | 0.1% | $79.28 | +5.8% | COM | 009158106 |
| AEP | AMERICAN ELECTRIC POWER | 63,738 | $3.555M | 0.1% | $31.83 | +9.6% | COM | 025537101 |
| AMAT | APPLIED MTRLS USD0.01 | 157,486 | $3.551M | 0.1% | $15.75 | +11.6% | COM | 038222105 |
| — | AON PLC USD0.01 A | 39,395 | $3.549M | 0.1% | $84.27 | — | COM | G0408V102 |
| VLO | VALERO ENERGY CORP(NEW) | 70,516 | $3.533M | 0.1% | $22.41 | +58.3% | COM | 91913Y100 |
| CMI | CUMMINS INC USD2.50 | 22,804 | $3.518M | 0.1% | $101.29 | +9.3% | COM | 231021106 |
| ALL | ALLSTATE CORP USD0.01 | 59,484 | $3.493M | 0.1% | $41.54 | +8.0% | COM | 020002101 |
| NOC | NORTHROP GRUMMAN CORP | 29,072 | $3.478M | 0.1% | $97.12 | +2.5% | COM | 666807102 |
| KIM | KIMCO REALTY CORP USD0.01 | 148,098 | $3.403M | 0.1% | $12.11 | +7.7% | COM | 49446R109 |
| NFLX | NETFLIX INC COMMON STOCK | 7,703 | $3.394M | 0.1% | $5.73 | -5.5% | COM | 64110L106 |
| MAC | MACERICH CO USD0.01 | 50,762 | $3.388M | 0.1% | $62.33 | — | COM | 554382101 |
| KR | KROGER CO USD1 | 68,105 | $3.366M | 0.1% | $15.90 | +17.5% | COM | 501044101 |
| — | TE CONNECTIVITY LTD | 53,700 | $3.321M | 0.1% | $60.20 | — | COM | H84989104 |
| — | CIGNA CORP USD0.25 | 36,103 | $3.32M | 0.1% | $83.73 | — | COM | 125509109 |
| SYK | STRYKER CORP USD0.10 | 38,559 | $3.251M | 0.1% | $69.03 | +3.1% | COM | 863667101 |
| — | CROWN CASTLE | 43,700 | $3.245M | 0.1% | $73.78 | — | COM | 228227104 |
| KMI | KINDER MORGAN INC | 88,030 | $3.192M | 0.1% | $18.43 | +2.0% | COM | 49456B101 |
| SRE | SEMPRA ENERGY CORP NPV | 29,741 | $3.114M | 0.1% | $32.20 | +7.5% | COM | 816851109 |
| — | SANDISK CORP USD0.001 | 29,559 | $3.087M | 0.1% | $81.19 | — | COM | 80004C101 |
| — | FOREST LABORATORIES INC | 31,053 | $3.074M | 0.1% | $92.26 | — | COM | 345838106 |
| MPC | MARATHON PETROLEUM CORP | 39,335 | $3.071M | 0.1% | $30.73 | +1.4% | COM | 56585A102 |
| CAH | CARDINAL HEALTH INC NPV | 44,654 | $3.061M | 0.1% | $50.49 | -1.7% | COM | 14149Y108 |
| BEN | FRANKLIN RESOURCES INC | 52,773 | $3.052M | 0.1% | $32.15 | +1.8% | COM | 354613101 |
| AMP | AMERIPRISE FINANCIAL INC | 25,431 | $3.052M | 0.1% | $85.26 | +2.7% | COM | 03076C106 |
| — | CHUBB CORP USD1 | 32,888 | $3.031M | 0.1% | $89.30 | — | COM | 171232101 |
| BDX | BECTON DICKINSON & CO | 25,369 | $3.001M | 0.1% | $91.42 | +3.6% | COM | 075887109 |
| INTU | INTUIT INC USD0.01 | 37,228 | $2.998M | 0.1% | $69.23 | +1.3% | COM | 461202103 |
| PCG | PG&E CORP NPV | 61,524 | $2.954M | 0.1% | $37.04 | +7.6% | COM | 69331C108 |
| — | MCGRAW-HILL FINANCIAL INC | 35,426 | $2.941M | 0.1% | $76.30 | — | COM | 580645109 |
| — | LORILLARD INC USD0.01 | 48,144 | $2.935M | 0.1% | $54.09 | — | COM | 544147101 |
| IP | INTERNATIONAL PAPER CO | 58,052 | $2.93M | 0.1% | $27.24 | -0.7% | COM | 460146103 |
| PPL | PPL CORP USD0.01 | 82,423 | $2.928M | 0.1% | $17.07 | +9.8% | COM | 69351T106 |
| CME | CME GROUP INC USD0.01 A | 41,235 | $2.926M | 0.1% | $47.34 | -6.1% | COM | 12572Q105 |
| PCAR | PACCAR INC USD1 | 46,303 | $2.909M | 0.1% | $26.58 | +4.0% | COM | 693718108 |
| REGN | REGENERON PHARMACEUTICALS | 10,300 | $2.909M | 0.1% | $306.39 | -3.8% | COM | 75886F107 |
| VFC | VF CORP NPV | 46,076 | $2.903M | 0.1% | $56.33 | +3.2% | COM | 918204108 |
| VRTX | VERTEX PHARMACEUTICAL | 30,600 | $2.897M | 0.1% | $79.58 | -11.9% | COM | 92532F100 |
| TROW | PRICE T ROWE GROUP INC | 34,087 | $2.877M | 0.1% | $52.57 | +1.2% | COM | 74144T108 |
| ICE | INTERCONTINENTALEXCHANGE | 15,084 | $2.849M | 0.1% | $36.26 | -7.4% | COM | 45866F104 |
| SYY | SYSCO CORP USD1 | 76,044 | $2.848M | 0.1% | $26.11 | +3.1% | COM | 871829107 |
| — | SUNTRUST BANKS INC USD1 | 70,026 | $2.805M | 0.1% | $39.79 | — | COM | 867914103 |
| — | CENTURYLINK INC | 77,320 | $2.799M | 0.1% | $32.84 | — | COM | 156700106 |
| M | MACY'S INC COM STK | 48,194 | $2.796M | 0.1% | $55.60 | +4.4% | COM | 55616P104 |
| — | TYCO INTERNATIONAL LTD | 60,845 | $2.775M | 0.1% | $42.40 | — | COM | H89128104 |
| PEG | PUBLIC SERVICE ENTERPRISE | 66,199 | $2.7M | 0.1% | $22.69 | +13.6% | COM | 744573106 |
| — | ST JUDE MEDICAL INC | 38,144 | $2.641M | 0.1% | $65.38 | — | COM | 790849103 |
| — | BROADCOM CORP USD0.0001 A | 70,601 | $2.621M | 0.1% | $31.49 | — | COM | 111320107 |
| HUM | HUMANA INC USD0.166 | 20,382 | $2.603M | 0.1% | $94.71 | +14.0% | COM | 444859102 |
| — | MYLAN INC USD0.50 | 50,049 | $2.581M | 0.1% | $48.83 | — | COM | 628530107 |
| WM | WASTE MANAGEMENT INC | 57,016 | $2.55M | 0.1% | $32.76 | +4.8% | COM | 94106L109 |
| WDC | WESTERN DIGITAL CORP | 27,501 | $2.538M | 0.1% | $53.80 | +3.0% | COM | 958102105 |
| PRGO | PERRIGO CO PLC COMMON | 17,400 | $2.536M | 0.1% | $157.83 | -10.2% | COM | G97822103 |
| WY | WEYERHAEUSER CO USD1.25 | 76,242 | $2.523M | 0.1% | $19.03 | +1.4% | COM | 962166104 |
| — | DELPHI AUTOMOTIVE PLC ORD | 36,600 | $2.516M | 0.1% | $67.87 | — | COM | G27823106 |
| A | AGILENT TECHNOLOGIES INC | 43,293 | $2.487M | 0.1% | $37.33 | -2.3% | COM | 00846U101 |
| EL | ESTEE LAUDER COMPANIES | 33,474 | $2.486M | 0.1% | $59.78 | +6.1% | COM | 518439104 |
| — | REYNOLDS AMERICAN INC COM | 41,028 | $2.476M | 0.1% | $53.43 | — | COM | 761713106 |
| EIX | EDISON INTERNATIONAL NPV | 42,602 | $2.476M | 0.1% | $31.68 | +13.2% | COM | 281020107 |
| FITB | FIFTH THIRD BANCORP NPV | 115,430 | $2.464M | 0.1% | $12.47 | +14.5% | COM | 316773100 |
| — | MEAD JOHNSON NUTRITION | 26,377 | $2.458M | 0.1% | $83.14 | — | COM | 582839106 |
| PH | PARKER-HANNIFIN CORP | 19,510 | $2.453M | 0.1% | $98.49 | +4.3% | COM | 701094104 |
| LUV | SOUTHWEST AIRLINES CO | 91,104 | $2.447M | 0.1% | $19.19 | +15.5% | COM | 844741108 |
| — | SEAGATE TECHNOLOGY PLC | 42,700 | $2.426M | 0.1% | $56.16 | — | COM | G7945M107 |
| CMG | CHIPOTLE MEXICAN GRILL | 4,088 | $2.422M | 0.1% | $11.02 | -1.8% | COM | 169656105 |
| — | SL GREEN REALTY CORP | 21,949 | $2.401M | 0.1% | $100.61 | — | COM | 78440X101 |
| OMC | OMNICOM GROUP INC USD0.15 | 33,634 | $2.395M | 0.1% | $49.73 | -4.8% | COM | 681919106 |
| AZO | AUTOZONE INC USD0.01 | 4,409 | $2.364M | 0.1% | $518.77 | +2.0% | COM | 053332102 |
| — | AVAGO TECHNOLOGIES LTD | 32,800 | $2.364M | 0.1% | $72.07 | — | COM | Y0486S104 |
| ZBH | ZIMMER HOLDINGS INC | 22,372 | $2.324M | 0.1% | $83.56 | +6.1% | COM | 98956P102 |
| SHW | SHERWIN-WILLIAMS CO USD1 | 11,221 | $2.322M | 0.1% | $57.67 | +3.8% | COM | 824348106 |
| — | ALCOA INC USD1 | 155,179 | $2.311M | 0.1% | $13.07 | — | COM | 013817101 |
| ROK | ROCKWELL AUTOMATION INC | 18,126 | $2.269M | 0.1% | $93.82 | +4.3% | COM | 773903109 |
| BSX | BOSTON SCIENTIFIC CORP | 174,662 | $2.23M | 0.1% | $13.13 | -0.9% | COM | 101137107 |
| ED | CONSOLIDATED EDISON INC | 38,352 | $2.214M | 0.1% | $34.98 | +4.1% | COM | 209115104 |
| DG | DOLLAR GENERAL CORP | 38,500 | $2.208M | 0.1% | $50.61 | -1.7% | COM | 256677105 |
| — | KELLOGG CO USD0.25 | 33,590 | $2.207M | 0.1% | $37.53 | +11.2% | COM | 487836108 |
| MOS | MOSAIC CO(THE) USD0.01 | 44,600 | $2.205M | 0.1% | $37.52 | +4.0% | COM | 61945C103 |
| WYNN | WYNN RESORTS USD0.01 | 10,594 | $2.199M | 0.1% | $183.42 | -5.3% | COM | 983134107 |
| ADI | ANALOG DEVICES INC | 40,642 | $2.198M | 0.1% | $39.25 | +5.7% | COM | 032654105 |
| — | DISCOVERY COMMUNICATIONS | 29,500 | $2.191M | 0.1% | $82.71 | — | COM | 25470F104 |
| IVZ | INVESCO LTD USD0.20 | 58,014 | $2.19M | 0.1% | $20.87 | +5.2% | COM | G491BT108 |
| — | INGERSOLL-RAND PLC USD1 | 34,998 | $2.188M | 0.1% | $57.23 | — | COM | G47791101 |
| COR | AMERISOURCEBERGEN CORP | 30,041 | $2.183M | 0.1% | $49.28 | +1.1% | COM | 03073E105 |
| MCO | MOODYS CORP USD1 | 24,742 | $2.169M | 0.1% | $69.25 | +5.6% | COM | 615369105 |
| CCL | CARNIVAL CORP COM STK | 57,267 | $2.156M | 0.1% | $29.88 | +8.8% | COM | 143658300 |
| — | KEURIG GREEN MOUNTAIN | 17,000 | $2.118M | 0.1% | $105.59 | — | COM | 49271M100 |
| MTB | M & T BANK CORP USD5 | 17,075 | $2.118M | 0.1% | $83.18 | +6.2% | COM | 55261F104 |
| ORLY | O REILLY AUTOMOTIVE INC | 14,040 | $2.114M | 0.1% | $9.54 | +3.4% | COM | 67103H107 |
| ZTS | ZOETIS INC USD0.01 | 65,375 | $2.11M | 0.1% | $27.83 | +0.7% | COM | 98978V103 |
| EQT | EQT CORP NPV | 19,727 | $2.109M | 0.1% | $47.80 | +10.1% | COM | 26884L109 |
| — | CAMERON INTERNATIONAL | 31,119 | $2.107M | 0.1% | $61.76 | — | COM | 13342B105 |
| XEL | XCEL ENERGY INC USD2.5 | 65,128 | $2.099M | 0.1% | $19.11 | +11.7% | COM | 98389B100 |
| HIG | HARTFORD FINANCIAL | 58,491 | $2.095M | 0.1% | $27.12 | +1.6% | COM | 416515104 |
| — | SOUTHWESTERN ENERGY CO | 45,848 | $2.086M | 0.1% | $46.00 | — | COM | 845467109 |
| — | SYMANTEC USD0.01 | 90,997 | $2.084M | 0.1% | $19.97 | — | COM | 871503108 |
| FIS | FIDELITY NATIONAL INFO | 38,064 | $2.084M | 0.1% | $43.50 | +1.0% | COM | 31620M106 |
| — | MICHAEL KORS HOLDINGS | 23,500 | $2.083M | 0.1% | $93.28 | — | COM | G60754101 |
| GWW | GRAINGER(W.W.) INC | 8,100 | $2.06M | 0.1% | $205.60 | +2.8% | COM | 384802104 |
| — | CHESAPEAKE ENERGY CORP | 66,145 | $2.056M | 0.1% | $25.63 | — | COM | 165167107 |
| ISRG | INTUITIVE SURGICAL INC | 4,988 | $2.054M | 0.1% | $47.10 | -6.3% | COM | 46120E602 |
| NUE | NUCOR CORP USD0.40 | 41,609 | $2.049M | 0.1% | $37.50 | +3.0% | COM | 670346105 |
| FISV | FISERV INC USD0.01 | 33,758 | $2.036M | 0.1% | $28.60 | +3.6% | COM | 337738108 |
| — | STARWOOD HTLS WRLD PAIRED | 25,092 | $2.028M | 0.1% | $79.59 | — | COM | 85590A401 |
| BFH | ALLIANCE DATA SYSTEM | 7,200 | $2.025M | 0.1% | $184.45 | -4.7% | COM | 018581108 |
| DOV | DOVER CORP USD1 | 22,233 | $2.022M | 0.1% | $50.30 | +12.9% | COM | 260003108 |
| HOG | HARLEY DAVIDSON USD0.01 | 28,929 | $2.021M | 0.1% | $66.16 | +6.5% | COM | 412822108 |
| MSI | MOTOROLA SOLUTIONS INC | 30,134 | $2.006M | 0.1% | $53.66 | +1.2% | COM | 620076307 |
| RIG | TRANSOCEAN LTD CHF15 | 44,300 | $1.995M | 0.1% | $48.94 | -13.1% | COM | H8817H100 |
| BF/B | BROWN-FORMAN CORP USD0.15 | 21,190 | $1.995M | 0.1% | $26.75 | +11.9% | COM | 115637209 |
| APH | AMPHENOL CORP USD0.001 A | 20,670 | $1.991M | 0.1% | $9.95 | +7.2% | COM | 032095101 |
| — | CERNER CORP USD0.01 | 38,576 | $1.99M | 0.1% | $56.25 | — | COM | 156782104 |
| — | NORTHEAST UTILITIES USD5 | 41,166 | $1.946M | 0.1% | $45.50 | — | COM | 664397106 |
| BWA | BORG-WARNER INC USD0.01 | 29,800 | $1.943M | 0.1% | $42.99 | +8.2% | COM | 099724106 |
| — | NIELSEN NV COMMON STOCK | 40,100 | $1.941M | 0.1% | $45.28 | — | COM | N63218106 |
| STZ | CONSTELLATION BRANDS INC | 21,771 | $1.919M | 0.1% | $68.08 | +3.8% | COM | 21036P108 |
| RF | REGIONS FINANCIAL CORP | 180,113 | $1.913M | 0.1% | $6.54 | +7.5% | COM | 7591EP100 |
| ETR | ENTERGY CORP USD0.01 | 23,299 | $1.913M | 0.1% | $19.64 | +19.4% | COM | 29364G103 |
| HSY | HERSHEY CO USD1 | 19,578 | $1.906M | 0.1% | $77.22 | -3.7% | COM | 427866108 |
| FE | FIRSTENERGY CORP COMMON | 54,740 | $1.901M | 0.1% | $19.25 | +7.7% | COM | 337932107 |
| ROP | ROPER INDUSTRIES INC | 12,941 | $1.89M | 0.1% | $126.73 | +2.6% | COM | 776696106 |
| — | FMC TECHNOLOGIES INC | 30,923 | $1.888M | 0.1% | $52.29 | — | COM | 30249U101 |
| NTRS | NORTHERN TRUST CORP | 29,411 | $1.888M | 0.1% | $45.55 | -0.2% | COM | 665859104 |
| PNR | PENTAIR PLC COMMON STOCK | 26,114 | $1.883M | 0.1% | $41.76 | 0.0% | COM | G7S00T104 |
| — | XEROX CORP COMMON STOCK | 151,362 | $1.883M | 0.1% | $11.30 | — | COM | 984121103 |
| CTRA | CABOT OIL & GAS CORP | 55,092 | $1.881M | 0.1% | $26.72 | -2.9% | COM | 127097103 |
| MAR | MARRIOTT INTERNATIONAL | 29,338 | $1.881M | 0.1% | $45.89 | +15.3% | COM | 571903202 |
| — | WHOLE FOODS MARKET INC | 48,640 | $1.879M | 0.1% | $50.72 | — | COM | 966837106 |
| — | FEDERAL REALTY INVESTMENT | 15,519 | $1.877M | 0.1% | $114.73 | — | COM | 313747206 |
| ROST | ROSS STORES INC USD0.01 | 28,320 | $1.873M | 0.1% | $31.55 | -3.0% | COM | 778296103 |
| — | L BRANDS INC COMMON | 31,856 | $1.869M | 0.1% | $56.76 | — | COM | 501797104 |
| RRC | RANGE RESOURCES CORP | 21,379 | $1.859M | 0.1% | $85.13 | +5.1% | COM | 75281A109 |
| OKE | ONEOK INC NPV | 26,960 | $1.835M | 0.1% | $28.65 | +9.1% | COM | 682680103 |
| PGR | PROGRESSIVE CORP(OHIO) | 72,175 | $1.83M | 0.1% | $17.14 | +3.7% | COM | 743315103 |
| DLR | DIGITAL REALTY TRUST INC | 31,225 | $1.821M | 0.1% | $33.12 | +9.3% | COM | 253868103 |
| PFG | PRINCIPAL FINANCIAL GROUP | 35,804 | $1.807M | 0.1% | $29.89 | +3.5% | COM | 74251V102 |
| DTE | DTE ENERGY CO NPV | 23,146 | $1.802M | 0.1% | $39.45 | +11.2% | COM | 233331107 |
| CF | CF INDUSTRIES HOLDINGS | 7,446 | $1.791M | 0.1% | $27.49 | +29.2% | COM | 125269100 |
| SWK | STANLEY BLACK & DECKER | 20,343 | $1.787M | 0.1% | $59.39 | +6.9% | COM | 854502101 |
| GPC | GENUINE PARTS CO USD1 | 20,221 | $1.775M | 0.1% | $60.07 | +2.6% | COM | 372460105 |
| FAST | FASTENAL USD0.01 | 35,738 | $1.769M | 0.1% | $8.57 | +6.3% | COM | 311900104 |
| PAYX | PAYCHEX INC USD0.01 | 42,498 | $1.766M | 0.1% | $29.49 | -2.4% | COM | 704326107 |
| LNC | LINCOLN NATIONAL CORP | 34,313 | $1.765M | 0.1% | $33.47 | -1.4% | COM | 534187109 |
| L | LOEWS CORP USD0.01 | 40,045 | $1.762M | 0.1% | $42.20 | -2.3% | COM | 540424108 |
| EMN | EASTMAN CHEMICAL CO | 20,136 | $1.759M | 0.1% | $53.06 | +14.3% | COM | 277432100 |
| MAT | MATTEL INC USD1 | 44,248 | $1.724M | 0.1% | $39.71 | -2.2% | COM | 577081102 |
| — | APARTMENT INVESTMENT & | 52,683 | $1.7M | 0.1% | $30.22 | — | COM | 03748R101 |
| — | ENSCO PLC SHS CLASS A | 30,500 | $1.695M | 0.1% | $52.79 | — | COM | G3157S106 |
| KEY | KEYCORP USD1 | 117,287 | $1.681M | 0.1% | $8.56 | +3.6% | COM | 493267108 |
| AME | AMETEK INC USD0.01 | 32,000 | $1.673M | 0.1% | $41.48 | +17.1% | COM | 031100100 |
| DVA | DAVITA HEALTHCARE | 23,086 | $1.67M | 0.1% | $66.44 | +4.7% | COM | 23918K108 |
| UDR | UDR INC USD0.01 | 58,014 | $1.661M | 0.1% | $16.46 | +8.7% | COM | 902653104 |
| ADSK | AUTODESK INC NPV | 29,457 | $1.661M | 0.1% | $51.81 | -2.1% | COM | 052769106 |
| — | XILINX USD0.01 | 35,045 | $1.658M | 0.1% | $54.27 | — | COM | 983919101 |
| NEM | NEWMONT MINING CORP | 65,080 | $1.656M | 0.1% | $18.43 | +1.7% | COM | 651639106 |
| — | CIMAREX ENERGY CO USD0.01 | 11,500 | $1.65M | 0.1% | $143.48 | — | COM | 171798101 |
| FLR | FLUOR CORP(NEW) USD0.01 | 21,321 | $1.64M | 0.1% | $69.22 | -2.0% | COM | 343412102 |
| CAG | CONAGRA FOODS INC USD5 | 55,147 | $1.637M | 0.1% | $16.04 | +1.6% | COM | 205887102 |
| HP | HELMERICH & PAYNE INC | 14,012 | $1.627M | 0.1% | $92.98 | +17.8% | COM | 423452101 |
| NTAP | NETAPP INC COMMON STOCK | 44,551 | $1.627M | 0.1% | $30.16 | -11.0% | COM | 64110D104 |
| — | JUNIPER NETWORKS | 66,030 | $1.62M | 0.1% | $25.76 | — | COM | 48203R104 |
| NI | NISOURCE INC COM STK NPV | 41,000 | $1.613M | 0.1% | $9.34 | +7.7% | COM | 65473P105 |
| — | BED BATH AND BEYOND | 28,117 | $1.613M | 0.1% | $77.36 | — | COM | 075896100 |
| — | SIGMA ALDRICH CORP USD1 | 15,698 | $1.593M | 0.1% | $93.39 | — | COM | 826552101 |
| KLAC | KLA TENCOR CORP USD0.001 | 21,780 | $1.582M | 0.1% | $36.71 | +15.7% | COM | 482480100 |
| TRIP | TRIPADVISOR INC USD0.001 | 14,528 | $1.579M | 0.1% | $81.07 | +0.9% | COM | 896945201 |
| NRG | NRG ENERGY INC USD0.01 | 42,262 | $1.572M | 0.1% | $22.10 | +20.5% | COM | 629377508 |
| — | KANSAS CITY SOUTHERN | 14,400 | $1.548M | 0.1% | $102.08 | — | COM | 485170302 |
| CLX | CLOROX CO USD1 | 16,875 | $1.542M | 0.1% | $62.70 | +2.9% | COM | 189054109 |
| — | DR PEPPER SNAPPLE GROUP | 26,231 | $1.537M | 0.1% | $54.48 | — | COM | 26138E109 |
| TAP | MOLSON COORS BREWING CO | 20,682 | $1.534M | 0.1% | $41.92 | +16.0% | COM | 60871R209 |
| MUR | MURPHY OIL CORP COM USD1 | 23,035 | $1.531M | 0.1% | $38.91 | +4.8% | COM | 626717102 |
| — | CITRIX SYSTEMS USD0.001 | 24,395 | $1.526M | 0.1% | $70.62 | — | COM | 177376100 |
| KMX | CARMAX INC USD0.50 | 29,230 | $1.52M | 0.1% | $46.71 | -2.8% | COM | 143130102 |
| — | COCA-COLA ENTERPRISES INC | 31,534 | $1.507M | 0.1% | $47.76 | — | COM | 19122T109 |
| DLTR | DOLLAR TREE INC USD0.01 | 27,200 | $1.481M | 0.1% | $53.21 | -1.2% | COM | 256746108 |
| SJM | SMUCKER(J.M.)CO NPV | 13,722 | $1.462M | 0.1% | $68.74 | +3.9% | COM | 832696405 |
| — | ALTERA CORP COMMON STOCK | 42,037 | $1.461M | 0.1% | $37.15 | — | COM | 021441100 |
| — | BARD(C.R.) INC USD0.25 | 10,174 | $1.455M | 0.1% | $148.02 | — | COM | 067383109 |
| EA | ELECTRONIC ARTS USD0.01 | 40,463 | $1.451M | 0.1% | $26.06 | +21.1% | COM | 285512109 |
| — | TIFFANY & CO USD0.01 | 14,414 | $1.445M | 0.1% | $86.17 | — | COM | 886547108 |
| GAP | GAP INC USD0.05 | 34,679 | $1.442M | 0.1% | $27.08 | +0.6% | COM | 364760108 |
| — | LINEAR TECHNOLOGY CORP | 30,603 | $1.44M | 0.1% | $48.69 | — | COM | 535678106 |
| CNP | CENTERPOINT ENERGY INC | 56,097 | $1.433M | 0.1% | $15.51 | +4.2% | COM | 15189T107 |
| — | LAM RESEARCH CORP | 21,193 | $1.432M | 0.1% | $55.02 | — | COM | 512807108 |
| AKAM | AKAMAI TECHNOLOGIES | 23,448 | $1.432M | 0.1% | $55.22 | +0.7% | COM | 00971T101 |
| WHR | WHIRLPOOL CORP USD1 | 10,244 | $1.426M | 0.1% | $144.75 | +1.4% | COM | 963320106 |
| EXR | EXTRA SPACE STORAGE INC | 26,657 | $1.419M | 0.1% | $29.96 | +12.2% | COM | 30225T102 |
| TXT | TEXTRON INC USD0.125 | 36,807 | $1.409M | 0.1% | $36.72 | +4.8% | COM | 883203101 |
| CPT | CAMDEN PROPERTY TRUST SBI | 19,745 | $1.405M | 0.1% | $40.12 | +10.0% | COM | 133131102 |
| NVDA | NVIDIA USD0.001 | 75,682 | $1.403M | 0.1% | $0.40 | +9.7% | COM | 67066G104 |
| — | L-3 COMMUNICATIONS HLDGS | 11,619 | $1.403M | 0.1% | $118.17 | — | COM | 502424104 |
| — | WISCONSIN ENERGY CORP | 29,610 | $1.389M | 0.1% | $46.54 | — | COM | 976657106 |
| KSS | KOHLS CORP USD0.01 | 26,351 | $1.388M | 0.1% | $53.60 | +1.1% | COM | 500255104 |
| — | ROCKWELL COLLINS INC | 17,668 | $1.381M | 0.1% | $79.69 | — | COM | 774341101 |
| — | DUKE REALTY CORP USD0.01 | 75,942 | $1.379M | 0.1% | $16.88 | — | COM | 264411505 |
| — | CONSOL ENERGY INC USD0.01 | 29,918 | $1.378M | 0.1% | $39.94 | — | COM | 20854P109 |
| — | RED HAT USD0.0001 | 24,748 | $1.368M | 0.1% | $52.97 | — | COM | 756577102 |
| FLS | FLOWSERVE CORP USD1.25 | 18,200 | $1.353M | 0.1% | $61.43 | -1.0% | COM | 34354P105 |
| RSG | REPUBLIC SERVICES INC | 35,345 | $1.342M | 0.1% | $26.75 | +6.7% | COM | 760759100 |
| AES | AES CORP USD0.01 | 85,872 | $1.335M | 0.1% | $9.29 | +2.1% | COM | 00130H105 |
| TSN | TYSON FOODS INC(DEL) | 35,515 | $1.333M | 0.1% | $29.21 | +6.0% | COM | 902494103 |
| — | STERICYCLE INC USD0.01 | 11,190 | $1.325M | 0.1% | $113.58 | — | COM | 858912108 |
| — | DDR CORP NPV | 73,689 | $1.299M | 0.1% | $16.48 | — | COM | 23317H102 |
| AEE | AMEREN CORP USD0.01 | 31,746 | $1.298M | 0.1% | $26.55 | +4.5% | COM | 023608102 |
| — | WYNDHAM WORLDWIDE USD0.01 | 17,071 | $1.293M | 0.1% | $73.22 | — | COM | 98310W108 |
| — | LIBERTY PROPERTY TRUST | 33,944 | $1.287M | 0.1% | $36.97 | — | COM | 531172104 |
| UAA | UNDER ARMOUR INC | 21,400 | $1.273M | 0.1% | $26.26 | 0.0% | COM | 904311107 |
| — | NORDSTROM INC NPV | 18,691 | $1.27M | 0.1% | $56.21 | — | COM | 655664100 |
| CHRW | CH ROBINSON WORLDWIDE INC | 19,829 | $1.265M | 0.1% | $41.12 | +8.6% | COM | 12541W209 |
| MCHP | MICROCHIP TECHNOLOGY | 25,900 | $1.264M | 0.1% | $17.75 | +5.2% | COM | 595017104 |
| — | MONSTER BEVERAGE CORP | 17,800 | $1.264M | 0.1% | $69.44 | — | COM | 611740101 |
| MAA | MID-AMERICA APARTMENT | 17,282 | $1.262M | 0.1% | $43.05 | +9.1% | COM | 59522J103 |
| RL | RALPH LAUREN CORP USD0.01 | 7,814 | $1.256M | 0.1% | $128.31 | -4.0% | COM | 751212101 |
| — | COACH INC USD0.01 | 36,698 | $1.255M | 0.1% | $49.65 | — | COM | 189754104 |
| WU | WESTERN UNION COMPANY | 72,240 | $1.253M | 0.1% | $16.36 | — | COM | 959802109 |
| PVH | PHILLIPS VAN HEUSEN CORP | 10,700 | $1.248M | 0.1% | $126.04 | -2.9% | COM | 693656100 |
| FMC | FMC CORP USD0.10 | 17,432 | $1.241M | 0.1% | $50.53 | +0.7% | COM | 302491303 |
| — | PALL CORP USD0.10 | 14,476 | $1.236M | 0.1% | $89.46 | — | COM | 696429307 |
| MKC | MCCORMICK & CO INC COM | 17,266 | $1.236M | 0.1% | $26.80 | +6.6% | COM | 579780206 |
| — | CAREFUSION CORP USD0.01 | 27,652 | $1.226M | 0.1% | $40.21 | — | COM | 14170T101 |
| EW | EDWARDS LIFESCIENCES CORP | 14,280 | $1.226M | 0.1% | $11.54 | +17.5% | COM | 28176E108 |
| — | CA INC USD0.10 | 42,527 | $1.222M | 0.1% | $30.97 | — | COM | 12673P105 |
| — | COMPUTER SCIENCES CORP | 19,287 | $1.219M | 0.1% | $60.82 | — | COM | 205363104 |
| — | XL GROUP PLC ORD USD0.01 | 36,998 | $1.211M | 0.0% | $31.24 | — | COM | G98290102 |
| CMA | COMERICA INC USD5 | 23,914 | $1.2M | 0.0% | $31.52 | +1.9% | COM | 200340107 |
| HRB | BLOCK(H & R) INC NPV | 35,740 | $1.198M | 0.0% | $19.54 | -0.1% | COM | 093671105 |
| BALL | BALL CORP NPV | 18,964 | $1.189M | 0.0% | $23.53 | +10.6% | COM | 058498106 |
| EXPD | EXPEDITORS INTERN OF | 26,900 | $1.188M | 0.0% | $35.12 | +5.2% | COM | 302130109 |
| UNM | UNUM GROUP COM | 34,162 | $1.187M | 0.0% | $34.13 | +0.0% | COM | 91529Y106 |
| REG | REGENCY CENTERS CORP | 21,295 | $1.186M | 0.0% | $31.52 | +9.4% | COM | 758849103 |
| ARE | ALEXANDRIA REAL ESTATE | 15,169 | $1.178M | 0.0% | $46.07 | +7.9% | COM | 015271109 |
| KRC | KILROY REALTY CORP | 18,906 | $1.177M | 0.0% | $58.58 | — | COM | 49427F108 |
| — | LAB CORP AMERICA USD0.10 | 11,479 | $1.175M | 0.0% | $98.18 | — | COM | 50540R409 |
| NWSA | NEWS CORP COMMON STOCK | 65,101 | $1.168M | 0.0% | $15.19 | -0.1% | COM | 65249B109 |
| CBRE | CBRE GROUP INC USD0.01 | 36,399 | $1.166M | 0.0% | $26.96 | +7.1% | COM | 12504L109 |
| NWL | NEWELL RUBBERMAID INC | 37,590 | $1.165M | 0.0% | $19.93 | -3.1% | COM | 651229106 |
| — | SCRIPPS NETWORKS | 14,333 | $1.163M | 0.0% | $75.91 | — | COM | 811065101 |
| WAT | WATERS CORP USD0.01 | 11,090 | $1.158M | 0.0% | $108.40 | -3.0% | COM | 941848103 |
| EFX | EQUIFAX INC USD1.25 | 15,955 | $1.157M | 0.0% | $62.16 | +0.7% | COM | 294429105 |
| — | VARIAN MEDICAL SYSTEMS | 13,797 | $1.147M | 0.0% | $84.00 | — | COM | 92220P105 |
| — | SENIOR HOUSING PROPERTIES | 46,931 | $1.14M | 0.0% | $22.47 | — | COM | 81721M109 |
| FFIV | F5 NETWORK INC USD0.01 | 10,136 | $1.13M | 0.0% | $105.80 | +1.7% | COM | 315616102 |
| GNW | GENWORTH FINANCIAL INC | 64,655 | $1.125M | 0.0% | $16.05 | +9.0% | COM | 37247D106 |
| DGX | QUEST DIAGNOSTICS INC | 19,053 | $1.118M | 0.0% | $46.67 | -0.6% | COM | 74834L100 |
| — | HOSPIRA INC USD0.01 | 21,712 | $1.115M | 0.0% | $39.21 | — | COM | 441060100 |
| — | NOBLE CORP PLC COMMON | 33,105 | $1.111M | 0.0% | $32.74 | — | COM | G65431101 |
| BBY | BEST BUY CO INC USD0.10 | 35,721 | $1.108M | 0.0% | $17.92 | -0.9% | COM | 086516101 |
| IFF | INTERNATIONAL FLAVORS & | 10,627 | $1.108M | 0.0% | $68.06 | +9.9% | COM | 459506101 |
| — | SAFEWAY INC USD0.01 | 32,235 | $1.107M | 0.0% | $36.95 | — | COM | 786514208 |
| MHK | MOHAWK INDUSTRIES USD0.01 | 8,000 | $1.107M | 0.0% | $143.19 | -5.6% | COM | 608190104 |
| TSCO | TRACTOR SUPPLY CO | 18,300 | $1.105M | 0.0% | $11.95 | -7.1% | COM | 892356106 |
| — | TAUBMAN CENTRES INC | 14,546 | $1.103M | 0.0% | $70.81 | — | COM | 876664103 |
| VMC | VULCAN MATERIALS CO USD1 | 17,019 | $1.085M | 0.0% | $58.15 | -0.8% | COM | 929160109 |
| CMS | CMS ENERGY CORP USD0.01 | 34,810 | $1.084M | 0.0% | $18.61 | +12.7% | COM | 125896100 |
| CPB | CAMPBELL SOUP CO CAP STK | 23,512 | $1.077M | 0.0% | $29.71 | +6.2% | COM | 134429109 |
| — | LEUCADIA NATIONAL CORP | 40,989 | $1.075M | 0.0% | $28.01 | — | COM | 527288104 |
| — | INTERPUBLIC GROUP | 54,416 | $1.062M | 0.0% | $10.53 | +14.2% | COM | 460690100 |
| EXPE | EXPEDIA INC USD0.001 | 13,428 | $1.058M | 0.0% | $67.77 | +0.8% | COM | 30212P303 |
| — | HARRIS CORP USD1 | 13,956 | $1.057M | 0.0% | $73.16 | — | COM | 413875105 |
| — | HOSPITALITY PROPERTIES | 34,452 | $1.047M | 0.0% | $28.72 | — | COM | 44106M102 |
| — | PLUM CREEK TIMBER CO INC | 23,167 | $1.045M | 0.0% | $42.04 | — | COM | 729251108 |
| MAS | MASCO CORP USD1 | 46,671 | $1.036M | 0.0% | $16.53 | -4.0% | COM | 574599106 |
| HBAN | HUNTINGTON BANCSHARES INC | 108,576 | $1.036M | 0.0% | $6.04 | -0.5% | COM | 446150104 |
| — | MEADWESTVACO CORPORATION | 23,238 | $1.029M | 0.0% | $37.65 | — | COM | 583334107 |
| — | TESORO CORP USD0.1666 | 17,392 | $1.02M | 0.0% | $50.60 | — | COM | 881609101 |
| NAVI | NAVIENT CORP COMMON | 57,016 | $1.01M | 0.0% | $16.58 | 0.0% | COM | 63938C108 |
| — | NABORS INDUSTRIES | 33,934 | $997K | 0.0% | $24.64 | — | COM | G6359F103 |
| — | SCANA CORP(NEW) NPV | 18,408 | $991K | 0.0% | $51.34 | — | COM | 80589M102 |
| GRMN | GARMIN LTD CHF0.01 | 16,100 | $980K | 0.0% | $34.59 | +17.1% | COM | H2906T109 |
| PWR | QUANTA SERVICES INC | 28,182 | $975K | 0.0% | $32.74 | +3.7% | COM | 74762E102 |
| — | BIOMED REALTY TRUST INC | 44,451 | $970K | 0.0% | $20.48 | — | COM | 09063H107 |
| LEN | LENNAR CORP USD0.10 | 23,010 | $966K | 0.0% | $34.54 | -0.7% | COM | 526057104 |
| — | TORCHMARK CORP USD1 | 11,789 | $966K | 0.0% | $78.72 | — | COM | 891027104 |
| — | HARMAN INTERNATIONAL | 8,786 | $944K | 0.0% | $106.42 | — | COM | 413086109 |
| XYL | XYLEM INC USD0.01 | 24,155 | $944K | 0.0% | $22.72 | +41.9% | COM | 98419M100 |
| — | AIRGAS INC USD0.01 | 8,649 | $942K | 0.0% | $106.49 | — | COM | 009363102 |
| — | STAPLES INC USD0.0006 | 86,339 | $936K | 0.0% | $11.34 | — | COM | 855030102 |
| DEI | DOUGLAS EMMETT INC | 33,053 | $933K | 0.0% | $27.15 | — | COM | 25960P109 |
| — | GANNETT CO INC USD1 | 29,796 | $933K | 0.0% | $27.59 | — | COM | 364730101 |
| CINF | CINCINNATI FINANCIAL CORP | 19,237 | $924K | 0.0% | $34.18 | +1.7% | COM | 172062101 |
| — | AMERICAN CAMPUS | 24,159 | $924K | 0.0% | $34.14 | — | COM | 024835100 |
| — | WEINGARTEN REALTY | 28,092 | $923K | 0.0% | $30.01 | — | COM | 948741103 |
| — | JACOBS ENGINEERING GROUP | 17,237 | $918K | 0.0% | $63.53 | — | COM | 469814107 |
| DHI | DR HORTON INC USD0.01 | 37,132 | $913K | 0.0% | $19.87 | +1.3% | COM | 23331A109 |
| PHM | PULTE GROUP INC USD0.01 | 45,088 | $909K | 0.0% | $17.01 | -2.6% | COM | 745867101 |
| SNA | SNAP-ON INC USD1 | 7,646 | $906K | 0.0% | $82.99 | +7.3% | COM | 833034101 |
| GT | GOODYEAR TIRE & RUBBER CO | 32,330 | $898K | 0.0% | $25.47 | +2.5% | COM | 382550101 |
| — | PEPCO HLDGS INC USD0.01 | 32,617 | $896K | 0.0% | $20.48 | — | COM | 713291102 |
| — | DENBURY RESOURCES INC | 47,924 | $885K | 0.0% | $16.40 | — | COM | 247916208 |
| — | DENTSPLY INTERNATIONAL | 18,649 | $883K | 0.0% | $46.06 | — | COM | 249030107 |
| SEE | SEALED AIR CORP USD0.1 | 25,660 | $877K | 0.0% | $23.12 | +18.2% | COM | 81211K100 |
| RLJ | RLJ LODGING TRUST USD0.01 | 30,175 | $872K | 0.0% | $26.74 | — | COM | 74965L101 |
| HIW | HIGHWOODS PROPERTIES INC | 20,713 | $869K | 0.0% | $38.40 | — | COM | 431284108 |
| HRL | HORMEL FOODS CORP | 17,598 | $868K | 0.0% | $15.84 | +16.5% | COM | 440452100 |
| RHI | ROBERT HALF INTERNATIONAL | 18,103 | $864K | 0.0% | $41.16 | +8.8% | COM | 770323103 |
| TDC | TERADATA CORPORATION | 21,398 | $860K | 0.0% | $45.08 | -3.2% | COM | 88076W103 |
| — | JOY GLOBAL INC USD1 | 13,927 | $858K | 0.0% | $58.02 | — | COM | 481165108 |
| — | AGL RESOURCES USD5 | 15,557 | $856K | 0.0% | $48.98 | — | COM | 001204106 |
| ELS | EQUITY LIFESTYLE | 19,212 | $848K | 0.0% | $40.64 | — | COM | 29472R108 |
| — | LASALLE HOTEL PROPERTIES | 23,992 | $847K | 0.0% | $31.32 | — | COM | 517942108 |
| — | HOME PROPERTIES INC | 13,197 | $844K | 0.0% | $60.11 | — | COM | 437306103 |
| — | ADT CORP USD0.01 | 23,972 | $838K | 0.0% | $29.95 | — | COM | 00101J106 |
| — | FAMILY DOLLAR STORES INC | 12,620 | $835K | 0.0% | $58.00 | — | COM | 307000109 |
| CTAS | CINTAS CORP COM NPV | 13,134 | $835K | 0.0% | $12.89 | +2.4% | COM | 172908105 |
| PNW | PINNACLE WEST CAPITAL | 14,360 | $831K | 0.0% | $33.65 | +4.3% | COM | 723484101 |
| — | AVON PRODUCTS INC USD0.25 | 56,771 | $829K | 0.0% | $14.64 | — | COM | 054303102 |
| VRSN | VERISIGN USD0.001 | 16,883 | $824K | 0.0% | $56.11 | -12.0% | COM | 92343E102 |
| — | PETSMART INC USD0.0001 | 13,600 | $813K | 0.0% | $68.90 | — | COM | 716768106 |
| — | QEP RESOURCES INC USD0.01 | 23,432 | $808K | 0.0% | $27.69 | — | COM | 74733V100 |
| — | COLUMBIA PROPERTY TRUST | 30,900 | $804K | 0.0% | $27.24 | — | COM | 198287203 |
| HAS | HASBRO INC USD0.50 | 15,059 | $799K | 0.0% | $36.20 | +2.3% | COM | 418056107 |
| — | E-TRADE FINANCIAL CORPORA | 37,604 | $799K | 0.0% | $23.03 | — | COM | 269246401 |
| — | IRON MOUNTAIN INC PA | 22,292 | $790K | 0.0% | $27.59 | — | COM | 462846106 |
| DRI | DARDEN RESTAURANTS INC | 17,026 | $788K | 0.0% | $31.33 | +0.1% | COM | 237194105 |
| — | NEWFIELD EXPLORATION CO | 17,827 | $788K | 0.0% | $31.36 | — | COM | 651290108 |
| — | WINDSTREAM HOLDINGS INC | 77,995 | $777K | 0.0% | $8.24 | — | COM | 97382A101 |
| — | FRONTIER COMMUNICATIONS | 130,721 | $763K | 0.0% | $5.70 | — | COM | 35906A108 |
| — | OWENS-ILLINOIS INC | 21,549 | $746K | 0.0% | $33.83 | — | COM | 690768403 |
| — | CBL & ASSOCIATES | 39,277 | $746K | 0.0% | $19.01 | — | COM | 124830100 |
| — | INTEGRYS ENERGY GROUP INC | 10,416 | $741K | 0.0% | $59.62 | — | COM | 45822P105 |
| PBI | PITNEY BOWES INC USD1 | 26,446 | $730K | 0.0% | $16.40 | +62.3% | COM | 724479100 |
| SKT | TANGER FACTORY OUTLET | 20,782 | $727K | 0.0% | $35.00 | — | COM | 875465106 |
| — | COMMONWEALTH REIT SHS OF | 27,310 | $719K | 0.0% | $26.29 | — | COM | 203233101 |
| — | LEGG MASON INC USD0.10 | 13,914 | $714K | 0.0% | $49.02 | — | COM | 524901105 |
| ZION | ZIONS BANCORP NPV | 24,122 | $711K | 0.0% | $30.38 | -3.2% | COM | 989701107 |
| — | TRAVEL CENTERS OF AM | 80,000 | $710K | 0.0% | $8.15 | — | COM | JKE174103 |
| RVTY | PERKINELMER INC USD1 | 14,716 | $689K | 0.0% | $42.10 | +2.5% | COM | 714046109 |
| — | TOTAL SYSTEM SERVICES INC | 21,889 | $688K | 0.0% | $30.43 | — | COM | 891906109 |
| — | WASHINGTON PRIME GROUP | 36,261 | $680K | 0.0% | $18.75 | — | COM | 939647103 |
| PDM | PIEDMONT OFFICE REALTY | 35,545 | $673K | 0.0% | $17.14 | — | COM | 720190206 |
| FOSL | FOSSIL GROUP INC USD0.01 | 6,400 | $669K | 0.0% | $116.53 | -8.4% | COM | 34988V106 |
| — | POST PROPERTIES INC | 12,489 | $668K | 0.0% | $49.12 | — | COM | 737464107 |
| ALLE | ALLEGION PLC COMMON | 11,632 | $659K | 0.0% | $44.33 | +4.8% | COM | G0176J109 |
| — | STRATEGIC HOTELS & | 55,862 | $654K | 0.0% | $10.19 | — | COM | 86272T106 |
| FSLR | FIRST SOLAR INC USD0.001 | 9,186 | $653K | 0.0% | $55.76 | +18.7% | COM | 336433107 |
| AVY | AVERY DENNISON CORP USD1 | 12,675 | $650K | 0.0% | $39.54 | -0.0% | COM | 053611109 |
| — | FLIR SYSTEMS INC USD0.01 | 18,567 | $645K | 0.0% | $35.98 | — | COM | 302445101 |
| ATI | ALLEGHENY TECHNOLOGIES | 14,103 | $636K | 0.0% | $31.60 | +22.4% | COM | 01741R102 |
| LEG | LEGGETT & PLATT INC COM | 18,501 | $634K | 0.0% | $30.96 | +7.6% | COM | 524660107 |
| — | PEOPLE'S UTD FINL COM STK | 41,588 | $631K | 0.0% | $14.86 | — | COM | 712704105 |
| SHO | SUNSTONE HOTEL INVESTORS | 42,152 | $629K | 0.0% | $13.73 | — | COM | 867892101 |
| AIZ | ASSURANT INC USD0.01 | 9,511 | $623K | 0.0% | $51.93 | +2.4% | COM | 04621X108 |
| GME | GAMESTOP CORPORATION NEW | 15,244 | $617K | 0.0% | $6.93 | +2.9% | COM | 36467W109 |
| — | DCT INDUSTRIAL TRUST INC | 74,753 | $614K | 0.0% | $7.88 | — | COM | 233153105 |
| — | HUDSON CITY BANCORP INC | 62,184 | $611K | 0.0% | $9.83 | — | COM | 443683107 |
| THC | TENET HEALTHCARE CORP COM | 12,990 | $610K | 0.0% | $44.12 | +2.4% | COM | 88033G407 |
| CUBE | CUBESMART USD0.01 | 33,305 | $610K | 0.0% | $17.15 | — | COM | 229663109 |
| R | RYDER SYSTEM INC USD0.50 | 6,910 | $609K | 0.0% | $74.08 | +13.0% | COM | 783549108 |
| — | SOVRAN SELF STORAGE INC | 7,581 | $586K | 0.0% | $73.43 | — | COM | 84610H108 |
| NDAQ | NASDAQ OMX GROUP INC | 15,128 | $584K | 0.0% | $10.67 | -5.1% | COM | 631103108 |
| — | COUSINS PROPERTIES INC | 46,571 | $580K | 0.0% | $11.47 | — | COM | 222795106 |
| DRH | DIAMONDROCK HOSPIT COM | 45,078 | $578K | 0.0% | $11.75 | — | COM | 252784301 |
| — | PEABODY ENERGY CORP COM | 35,315 | $577K | 0.0% | $16.34 | — | COM | 704549104 |
| AMH | AMERICAN HOMES 4 RENT | 32,500 | $577K | 0.0% | $16.72 | — | COM | 02665T306 |
| — | HEALTHCARE REALTY TRUST | 22,163 | $563K | 0.0% | $24.14 | — | COM | 421946104 |
| BDN | BRANDYWINE REALTY TRUST | 36,101 | $563K | 0.0% | $14.46 | — | COM | 105368203 |
| — | DUN & BRADSTREET | 5,003 | $551K | 0.0% | $103.78 | — | COM | 26483E100 |
| — | BEMIS CO INC USD0.10 | 13,500 | $549K | 0.0% | $39.26 | — | COM | 081437105 |
| PEB | PEBBLEBROOK HOTEL TRUST | 14,737 | $545K | 0.0% | $28.72 | — | COM | 70509V100 |
| — | HEALTHCARE TRUST OF | 44,300 | $533K | 0.0% | $11.39 | — | COM | 42225P105 |
| RHP | RYMAN HOSPITALITY | 11,000 | $530K | 0.0% | $42.55 | — | COM | 78377T107 |
| — | ROWAN COMPANIES PLC SHS | 16,214 | $518K | 0.0% | $33.67 | — | COM | G7665A101 |
| JBL | JABIL CIRCUIT INC | 24,203 | $506K | 0.0% | $16.18 | +3.6% | COM | 466313103 |
| CDP | CORPORATE OFFICE | 18,167 | $505K | 0.0% | $26.63 | — | COM | 22002T108 |
| AN | AUTONATION INC USD0.01 | 8,419 | $502K | 0.0% | $50.87 | +8.8% | COM | 05329W102 |
| — | CABLEVISION SYSTEMS CORP | 28,009 | $494K | 0.0% | $16.89 | — | COM | 12686C109 |
| — | UNITED STATES STEEL CORP | 18,967 | $494K | 0.0% | $27.63 | — | COM | 912909108 |
| — | TECO ENERGY INC USD1 | 26,679 | $493K | 0.0% | $16.53 | — | COM | 872375100 |
| URBN | URBAN OUTFITTERS INC | 14,292 | $484K | 0.0% | $36.44 | -3.8% | COM | 917047102 |
| FR | FIRST INDUSTRIAL REALTY | 25,406 | $479K | 0.0% | $19.33 | — | COM | 32054K103 |
| — | PARKWAY PROPERTIES INC | 22,857 | $472K | 0.0% | $18.26 | — | COM | 70159Q104 |
| EGP | EASTGROUP PROPERTIES INC | 7,116 | $457K | 0.0% | $62.90 | — | COM | 277276101 |
| — | DIAMOND OFFSHORE DRILLING | 9,083 | $451K | 0.0% | $48.77 | — | COM | 25271C102 |
| NHI | NATIONAL HEALTH INVESTORS | 7,202 | $451K | 0.0% | $60.46 | — | COM | 63633D104 |
| — | NEW YORK REIT INC COMMON | 40,700 | $450K | 0.0% | $11.06 | — | COM | 64976L109 |
| SUI | SUN COMMUNITIES INC | 9,026 | $450K | 0.0% | $45.06 | — | COM | 866674104 |
| VRE | MACK CALI REALTY CORP | 20,463 | $440K | 0.0% | $20.79 | — | COM | 554489104 |
| — | PATTERSON COS INC COM STK | 10,855 | $429K | 0.0% | $41.73 | — | COM | 703395103 |
| — | DUPONT FABROS TECHNOLOGY | 15,145 | $408K | 0.0% | $24.08 | — | COM | 26613Q106 |
| ELME | WASHINGTON REAL ESTATE | 15,322 | $398K | 0.0% | $23.89 | — | COM | 939653101 |
| — | HUDSON PACIFIC PROPERTIES | 15,433 | $391K | 0.0% | $23.05 | — | COM | 444097109 |
| GHC | GRAHAM HOLDINGS CO | 530 | $381K | 0.0% | $359.32 | +2.5% | COM | 384637104 |
| — | PS BUSINESS PARKS INC | 4,548 | $380K | 0.0% | $83.66 | — | COM | 69360J107 |
| AKR | ACADIA REALTY TRUST SHS | 13,200 | $371K | 0.0% | $26.39 | — | COM | 004239109 |
| — | EQUITY ONE INC USD0.01 | 15,412 | $364K | 0.0% | $21.87 | — | COM | 294752100 |
| — | GLIMCHER REALTY TRUST SHS | 33,450 | $362K | 0.0% | $10.03 | — | COM | 379302102 |
| — | EDUCATION REALTY TRUST | 31,463 | $338K | 0.0% | $9.86 | — | COM | 28140H104 |
| — | HERSHA HOSPITALITY TRUST | 46,785 | $314K | 0.0% | $5.84 | — | COM | 427825104 |
| SBRA | SABRA HEALTH CARE REIT | 10,700 | $307K | 0.0% | $27.89 | — | COM | 78573L106 |
| ESRT | EMPIRE STATE REALTY | 18,500 | $305K | 0.0% | $15.11 | — | COM | 292104106 |
| — | PENNSYLVANIA REAL ESTATE | 15,824 | $298K | 0.0% | $18.05 | — | COM | 709102107 |
| AAT | AMERICAN ASSETS TRUST INC | 8,400 | $290K | 0.0% | $33.77 | — | COM | 024013104 |
| — | CHESAPEAKE LODGING TRUST | 9,500 | $287K | 0.0% | $25.70 | — | COM | 165240102 |
| — | FELCOR LODGINGS TRUST INC | 26,596 | $280K | 0.0% | $9.05 | — | COM | 31430F101 |
| — | GOVERNMENT PROPERTIES | 10,957 | $278K | 0.0% | $25.22 | — | COM | 38376A103 |
| FSP | FRANKLIN STREET | 21,961 | $276K | 0.0% | $12.59 | — | COM | 35471R106 |
| — | RAMCO-GERSHENSON | 15,398 | $256K | 0.0% | $16.28 | — | COM | 751452202 |
| — | INLAND REAL ESTATE CORP | 23,013 | $245K | 0.0% | $10.22 | — | COM | 457461200 |
| — | ASSOCIATED ESTATES REALTY | 13,226 | $238K | 0.0% | $16.96 | — | COM | 045604105 |
| — | ASHFORD HOSPITALITY TRUST | 20,415 | $236K | 0.0% | $11.28 | — | COM | 044103109 |
| — | INVESTORS REAL EST SBI | 24,673 | $227K | 0.0% | $8.97 | — | COM | 461730103 |
| BRX | BRIXMOR PROPERTY GROUP | 9,500 | $218K | 0.0% | $21.33 | — | COM | 11120U105 |
| — | RETAIL OPPORTUNITY | 13,600 | $214K | 0.0% | $14.93 | — | COM | 76131N101 |
| — | RETAIL PROPERTIES OF | 13,600 | $209K | 0.0% | $13.54 | — | COM | 76131V202 |
| INN | SUMMIT HOTEL PROPERTIES | 19,693 | $209K | 0.0% | $9.15 | — | COM | 866082100 |
| ALX | ALEXANDER'S INC USD1 | 536 | $198K | 0.0% | $361.24 | — | COM | 014752109 |
| — | KITE REALTY GROUP TRUST | 30,146 | $185K | 0.0% | $6.00 | — | COM | 49803T102 |
| — | FIRST POTOMAC REALTY | 13,518 | $177K | 0.0% | $12.90 | — | COM | 33610F109 |
| — | EXCEL TRUST INC USD0.001 | 12,900 | $172K | 0.0% | $12.69 | — | COM | 30068C109 |
| — | CORESITE REALTY CORP | 4,930 | $163K | 0.0% | $31.06 | — | COM | 21870Q105 |
| — | URSTADT BIDDLE PROPERTIES | 7,516 | $157K | 0.0% | $20.66 | — | COM | 917286205 |
| — | ROUSE PROPERTIES INC | 8,607 | $147K | 0.0% | $17.23 | — | COM | 779287101 |
| TRNO | TERRENO REALTY CORP | 7,400 | $143K | 0.0% | $18.88 | — | COM | 88146M101 |
| — | SILVER BAY REALTY TRUST | 8,600 | $140K | 0.0% | $15.50 | — | COM | 82735Q102 |
| CLDT | CHATHAM LODGING TRUST | 6,100 | $134K | 0.0% | $20.23 | — | COM | 16208T102 |
| BFS | SAUL CENTERS INC USD0.01 | 2,727 | $133K | 0.0% | $47.44 | — | COM | 804395101 |
| — | CAMPUS CREST COMMUNITIES | 14,844 | $129K | 0.0% | $8.70 | — | COM | 13466Y105 |
| — | MONMOUTH REAL ESTATE INVT | 12,640 | $127K | 0.0% | $9.54 | — | COM | 609720107 |
| UHT | UNIVERSAL HLTH RLT SHS | 2,801 | $122K | 0.0% | $42.32 | — | COM | 91359E105 |
| — | CEDAR REALTY TRUST INC | 18,242 | $114K | 0.0% | $6.12 | — | COM | 150602209 |
| — | ASHFORD HOSPITALITY | 5,603 | $96,000 | 0.0% | $15.18 | — | COM | 044102101 |
| — | AMREIT INC NEW USD0.01 | 4,500 | $82,000 | 0.0% | $16.52 | — | COM | 03216B208 |
| — | AMERICAN RESIDENTIAL | 3,200 | $60,000 | 0.0% | $17.96 | — | COM | 02927E303 |
| — | MARRIOTT INTERNATIONAL | 72,829 | $0 | 0.0% | — | — | COM | FHB903208 |
| — | COMMONWEALTHREIT | 50,000 | $0 | 0.0% | — | — | COM | CAD233107 |
| — | FIRST HORIZON NATIONAL | 455 | $0 | 0.0% | — | — | COM | DCA517101 |