Location: London, United Kingdom
CIK: 0000313807 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 12, 2015
Total Value: $2.227B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 682,000 | $75.21M | 3.4% | $110.28 * | $19.28 | +36.3% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 950,000 | $42.01M | 1.9% | $44.22 * | $29.56 | +31.7% | COM | 594918104 |
| XOM | EXXON MOBIL CORP | 535,000 | $39.72M | 1.8% | $74.25 * | $54.82 | -10.5% | COM | 30231G102 |
| HD | HOME DEPOT INC | 309,000 | $35.66M | 1.6% | $115.39 * | $65.66 | +37.8% | COM | 437076102 |
| DIS | WALT DISNEY CO/THE | 340,000 | $34.75M | 1.6% | $102.21 * | $68.73 | +45.1% | COM | 254687106 |
| JNJ | JOHNSON + JOHNSON | 364,000 | $33.98M | 1.5% | $93.34 * | $65.67 | +10.4% | COM | 478160104 |
| — | GENERAL ELECTRIC CO | 1,305,000 | $32.89M | 1.5% | $25.20 | $23.72 | — | COM | 369604103 |
| WFC | WELLS FARGO + CO | 600,000 | $30.78M | 1.4% | $51.30 * | $31.19 | +31.7% | COM | 949746101 |
| C | CITIGROUP INC | 610,000 | $30.26M | 1.4% | $49.60 * | $37.22 | +9.5% | COM | 172967424 |
| BRK/B | BERKSHIRE HATHAWAY INC | 230,000 | $29.86M | 1.3% | $129.83 * | $125.16 | +9.5% | COM | 084670702 |
| T | AT+T INC | 901,000 | $29.34M | 1.3% | $32.56 * | $11.77 | +4.2% | COM | 00206R102 |
| AMZN | AMAZON.COM INC | 55,000 | $28.13M | 1.3% | $511.49 * | $15.51 | +63.0% | COM | 023135106 |
| PFE | PFIZER INC | 894,000 | $28.07M | 1.3% | $31.40 * | $16.92 | +21.8% | COM | 717081103 |
| JPM | JPMORGAN CHASE + CO | 430,000 | $26.2M | 1.2% | $60.94 * | $39.59 | +25.3% | COM | 46625H100 |
| — | ALLERGAN PLC | 92,000 | $24.98M | 1.1% | $271.53 | $303.60 | — | COM | G0177J108 |
| META | FACEBOOK INC A | 261,552 | $23.51M | 1.1% | $89.88 | $64.83 | +40.6% | COM | 30303M102 |
| VZ | VERIZON COMMUNICATIONS | 540,000 | $23.48M | 1.1% | $43.48 * | $27.17 | -0.6% | COM | 92343V104 |
| SBUX | STARBUCKS CORP | 405,000 | $23.01M | 1.0% | $56.82 * | $35.15 | +28.9% | COM | 855244109 |
| COST | COSTCO WHOLESALE CORP | 156,000 | $22.55M | 1.0% | $144.55 * | $95.77 | +24.9% | COM | 22160K105 |
| PG | PROCTER + GAMBLE CO/THE | 305,000 | $21.91M | 1.0% | $71.83 * | $57.39 | -1.8% | COM | 742718109 |
| KO | COCA COLA CO/THE | 533,000 | $21.38M | 1.0% | $40.11 * | $28.27 | +2.0% | COM | 191216100 |
| V | VISA INC CLASS A SHARES | 286,000 | $19.84M | 0.9% | $69.36 * | $57.24 | +16.0% | COM | 92826C839 |
| CVX | CHEVRON CORP | 247,000 | $19.48M | 0.9% | $78.87 * | $71.78 | -25.0% | COM | 166764100 |
| BAC | BANK OF AMERICA CORP | 1,220,000 | $18.97M | 0.9% | $15.55 * | $11.79 | +14.0% | COM | 060505104 |
| CMCSA | COMCAST CORP CLASS A | 333,000 | $18.92M | 0.8% | $56.83 * | $17.23 | +35.5% | COM | 20030N101 |
| INTC | INTEL CORP | 628,000 | $18.91M | 0.8% | $30.12 * | $19.54 | +15.8% | COM | 458140100 |
| NKE | NIKE INC CL B | 150,000 | $18.44M | 0.8% | $122.94 * | $37.63 | +31.8% | COM | 654106103 |
| HIG | HARTFORD FINANCIAL SVCS | 400,000 | $18.31M | 0.8% | $45.77 * | $31.71 | +16.6% | COM | 416515104 |
| IBM | INTL BUSINESS MACHINES | 125,000 | $18.11M | 0.8% | $144.87 * | $116.68 | -18.3% | COM | 459200101 |
| — | REYNOLDS AMERICAN INC | 400,000 | $17.7M | 0.8% | $44.26 | $51.16 | — | COM | 761713106 |
| ECL | ECOLAB INC | 157,000 | $17.22M | 0.8% | $109.70 * | $96.01 | +3.9% | COM | 278865100 |
| GILD | GILEAD SCIENCES INC | 173,000 | $16.96M | 0.8% | $98.03 * | $47.48 | +63.2% | COM | 375558103 |
| STZ | CONSTELLATION BRANDS INC | 134,000 | $16.78M | 0.8% | $125.23 * | $78.98 | +34.3% | COM | 21036P108 |
| HON | HONEYWELL INTERNATIONAL | 177,000 | $16.76M | 0.8% | $94.67 * | $55.69 | +31.7% | COM | 438516106 |
| ZTS | ZOETIS INC | 400,000 | $16.46M | 0.7% | $41.16 * | $33.83 | +26.4% | COM | 98978V103 |
| CVS | CVS HEALTH CORP | 170,000 | $16.4M | 0.7% | $96.48 * | $46.53 | +67.2% | COM | 126650100 |
| EA | ELECTRONIC ARTS INC | 239,284 | $16.21M | 0.7% | $67.73 | $36.39 | +87.2% | COM | 285512109 |
| SEE | SEALED AIR CORP | 342,000 | $16.03M | 0.7% | $46.88 * | $35.13 | +23.4% | COM | 81211K100 |
| PM | PHILIP MORRIS INTERNAT | 200,000 | $15.86M | 0.7% | $79.32 * | $49.30 | -0.8% | COM | 718172109 |
| PEP | PEPSICO INC | 168,000 | $15.83M | 0.7% | $94.24 * | $58.61 | +18.6% | COM | 713448108 |
| MRK | MERCK + CO. INC. | 319,000 | $15.75M | 0.7% | $49.36 * | $32.88 | +16.8% | COM | 58933Y105 |
| TJX | TJX COMPANIES INC | 217,000 | $15.5M | 0.7% | $71.41 * | $25.97 | +16.8% | COM | 872540109 |
| CSCO | CISCO SYSTEMS INC | 570,000 | $14.95M | 0.7% | $26.23 * | $16.48 | +18.8% | COM | 17275R102 |
| — | WHITEWAVE FOODS CO | 370,000 | $14.86M | 0.7% | $40.15 | $28.37 | — | COM | 966244105 |
| UPS | UNITED PARCEL SERVICE CL | 150,000 | $14.8M | 0.7% | $98.68 * | $61.61 | +10.0% | COM | 911312106 |
| ACN | ACCENTURE PLC CL A | 146,000 | $14.33M | 0.6% | $98.18 * | $72.47 | +15.6% | COM | G1151C101 |
| MO | ALTRIA GROUP INC | 260,000 | $14.14M | 0.6% | $54.40 * | $18.65 | +44.8% | COM | 02209S103 |
| MA | MASTERCARD INC CLASS A | 157,000 | $14.14M | 0.6% | $90.08 | $72.31 | +22.1% | COM | 57636Q104 |
| MCD | MCDONALD S CORP | 140,000 | $13.79M | 0.6% | $98.52 * | $73.85 | +2.0% | COM | 580135101 |
| KR | KROGER CO | 382,000 | $13.78M | 0.6% | $36.07 * | $26.15 | +15.4% | COM | 501044101 |
| SO | SOUTHERN CO/THE | 305,000 | $13.63M | 0.6% | $44.70 * | $28.48 | -0.5% | COM | 842587107 |
| ITUB | ITAU UNIBANCO H SPON PRF | 2,052,342 | $13.61M | 0.6% | $6.63 | $13.92 | — | ADR | 465562106 |
| TGT | TARGET CORP | 172,000 | $13.53M | 0.6% | $78.66 * | $44.90 | +30.6% | COM | 87612E106 |
| — | PRICELINE GROUP INC/THE | 10,500 | $12.97M | 0.6% | $1235.43 | $1105.28 | — | COM | 741503403 |
| UNH | UNITEDHEALTH GROUP INC | 110,000 | $12.76M | 0.6% | $116.00 * | $57.41 | +76.3% | COM | 91324P102 |
| — | DOW CHEMICAL CO W/D | 300,000 | $12.73M | 0.6% | $42.43 | $43.23 | — | COM | 260543103 |
| — | WALGREENS BOOTS ALLIANCE | 152,000 | $12.62M | 0.6% | $83.01 | $77.01 | — | COM | 931427108 |
| ABEV | AMBEV SA ADR | 2,445,060 | $11.96M | 0.5% | $4.89 | $6.87 | — | ADR | 02319V103 |
| WMT | WAL MART STORES INC | 184,000 | $11.93M | 0.5% | $64.83 * | $20.79 | -9.0% | COM | 931142103 |
| — | ACTIVISION BLIZZARD INC | 385,000 | $11.88M | 0.5% | $30.87 | $22.37 | — | COM | 00507V109 |
| AMGN | AMGEN INC | 86,000 | $11.88M | 0.5% | $138.15 * | $91.04 | +27.7% | COM | 031162100 |
| TMO | THERMO FISHER SCIENTIFIC | 97,000 | $11.86M | 0.5% | $122.25 * | $115.80 | +9.1% | COM | 883556102 |
| BF/B | BROWN FORMAN CORP CLASS | 120,000 | $11.62M | 0.5% | $96.86 * | $31.26 | +8.5% | COM | 115637209 |
| BMY | BRISTOL MYERS SQUIBB CO | 190,000 | $11.24M | 0.5% | $59.17 * | $33.76 | +31.9% | COM | 110122108 |
| LLY | ELI LILLY + CO | 134,000 | $11.21M | 0.5% | $83.64 * | $46.22 | +52.5% | COM | 532457108 |
| HAS | HASBRO INC | 155,000 | $11.18M | 0.5% | $72.14 * | $51.96 | +5.6% | COM | 418056107 |
| MDT | MEDTRONIC PLC | 165,000 | $11.04M | 0.5% | $66.93 * | $58.10 | -1.9% | COM | G5960L103 |
| MDLZ | MONDELEZ INTERNATIONAL | 263,000 | $11M | 0.5% | $41.82 * | $27.77 | +22.6% | COM | 609207105 |
| LYB | LYONDELLBASELL INDU CL A | 130,000 | $10.83M | 0.5% | $83.33 * | $48.10 | +3.6% | COM | N53745100 |
| BIDU | BAIDU INC SPON ADR | 78,555 | $10.79M | 0.5% | $137.39 | $147.88 | — | ADR | 056752108 |
| ABBV | ABBVIE INC | 195,000 | $10.6M | 0.5% | $54.38 * | $30.51 | +39.4% | COM | 00287Y109 |
| SLB | SCHLUMBERGER LTD | 150,000 | $10.34M | 0.5% | $68.90 * | $58.34 | +1.0% | COM | 806857108 |
| CRM | SALESFORCE.COM INC | 146,000 | $10.13M | 0.5% | $69.40 | $62.24 | +12.5% | COM | 79466L302 |
| BBD | BANCO BRADESCO ADR | 1,893,934 | $10.13M | 0.5% | $5.35 | $13.23 | — | ADR | 059460303 |
| ORCL | ORACLE CORP | 280,000 | $10.11M | 0.5% | $36.10 * | $29.46 | +11.7% | COM | 68389X105 |
| HCA | HCA HOLDINGS INC | 128,000 | $9.896M | 0.4% | $77.31 * | $60.48 | +36.1% | COM | 40412C101 |
| KHC | KRAFT HEINZ CO/THE | 140,000 | $9.877M | 0.4% | $70.55 * | $47.82 | 0.0% | COM | 500754106 |
| NEM | NEWMONT MINING CORP | 600,000 | $9.636M | 0.4% | $16.06 * | $17.45 | -19.7% | COM | 651639106 |
| CME | CME GROUP INC | 102,000 | $9.457M | 0.4% | $92.72 * | $45.17 | +39.7% | COM | 12572Q105 |
| FMX | FOMENTO ECONOMICO MEX SP | 102,919 | $9.186M | 0.4% | $89.25 | $103.21 | — | ADR | 344419106 |
| GS | GOLDMAN SACHS GROUP INC | 52,000 | $9.026M | 0.4% | $173.58 * | $133.40 | +19.1% | COM | 38141G104 |
| LOW | LOWE S COS INC | 130,000 | $8.957M | 0.4% | $68.90 * | $45.68 | +24.6% | COM | 548661107 |
| NEE | NEXTERA ENERGY INC | 90,000 | $8.777M | 0.4% | $97.52 * | $17.86 | +8.8% | COM | 65339F101 |
| LMT | LOCKHEED MARTIN CORP | 42,000 | $8.707M | 0.4% | $207.31 * | $147.13 | +4.6% | COM | 539830109 |
| — | CELGENE CORP | 80,000 | $8.642M | 0.4% | $108.03 | $105.80 | — | COM | 151020104 |
| TSN | TYSON FOODS INC CL A | 200,000 | $8.62M | 0.4% | $43.10 * | $32.67 | +1.9% | COM | 902494103 |
| USB | US BANCORP | 208,000 | $8.526M | 0.4% | $40.99 * | $24.09 | +23.7% | COM | 902973304 |
| AIG | AMERICAN INTERNATIONAL | 150,000 | $8.52M | 0.4% | $56.80 * | $39.42 | +19.7% | COM | 026874784 |
| BA | BOEING CO/THE | 65,000 | $8.511M | 0.4% | $130.94 * | $122.26 | +0.9% | COM | 097023105 |
| JD | JD.COM INC ADR | 325,346 | $8.475M | 0.4% | $26.05 | $27.61 | — | ADR | 47215P106 |
| — | TIME WARNER CABLE | 44,000 | $7.907M | 0.4% | $179.70 | $139.29 | — | COM | 88732J207 |
| SPG | SIMON PROPERTY GROUP INC | 42,000 | $7.717M | 0.3% | $183.74 * | $87.49 | +24.3% | COM | 828806109 |
| COP | CONOCOPHILLIPS | 161,000 | $7.717M | 0.3% | $47.93 * | $43.76 | -15.9% | COM | 20825C104 |
| CL | COLGATE PALMOLIVE CO | 119,000 | $7.553M | 0.3% | $63.47 * | $49.60 | +3.4% | COM | 194162103 |
| KMI | KINDER MORGAN INC W/I | 273,000 | $7.551M | 0.3% | $27.66 * | $21.95 | -10.9% | COM | 49456B101 |
| CTAS | CINTAS CORP | 87,000 | $7.457M | 0.3% | $85.71 * | $11.99 | +60.0% | COM | 172908105 |
| BAP | CREDICORP LTD | 69,758 | $7.419M | 0.3% | $106.35 * | $98.35 | -5.2% | COM | G2519Y108 |
| MAN | MANPOWERGROUP INC | 90,000 | $7.374M | 0.3% | $81.93 * | $86.52 | +3.0% | COM | 56418H100 |
| BIIB | BIOGEN INC | 25,000 | $7.278M | 0.3% | $291.12 * | $308.25 | +7.1% | COM | 09062X103 |
| ABT | ABBOTT LABORATORIES | 172,000 | $6.918M | 0.3% | $40.22 * | $30.94 | +25.4% | COM | 002824100 |
| WY | WEYERHAEUSER CO | 250,000 | $6.833M | 0.3% | $27.33 * | $20.08 | -2.4% | COM | 962166104 |
| OXY | OCCIDENTAL PETROLEUM | 103,000 | $6.812M | 0.3% | $66.14 * | $58.66 | -12.5% | COM | 674599105 |
| — | NEW ORIENTAL EDUCATIO SP | 337,188 | $6.801M | 0.3% | $20.17 | $21.50 | — | ADR | 647581107 |
| F | FORD MOTOR CO | 500,000 | $6.78M | 0.3% | $13.56 * | $8.32 | -2.0% | COM | 345370860 |
| TXN | TEXAS INSTRUMENTS INC | 135,000 | $6.683M | 0.3% | $49.50 * | $30.85 | +19.0% | COM | 882508104 |
| — | CTRIP.COM INTERNATIONAL | 105,000 | $6.632M | 0.3% | $63.16 | $63.16 | — | ADR | 22943F100 |
| TV | GRUPO TELEVISA SA SPON | 253,375 | $6.585M | 0.3% | $25.99 | $30.90 | — | ADR | 40049J206 |
| AZO | AUTOZONE INC | 9,000 | $6.507M | 0.3% | $723.00 * | $609.11 | +16.3% | COM | 053332102 |
| — | AMERICA MOVIL ADR SERIES | 392,997 | $6.48M | 0.3% | $16.49 | $21.67 | — | ADR | 02364W204 |
| DUK | DUKE ENERGY CORP | 90,000 | $6.473M | 0.3% | $71.92 * | $43.95 | +7.3% | COM | 26441C204 |
| — | TIME WARNER INC | 94,000 | $6.458M | 0.3% | $68.70 | $60.33 | — | COM | 887317303 |
| — | FIBRIA CELULOSE SA SPON | 471,698 | $6.392M | 0.3% | $13.55 | $10.26 | — | ADR | 31573A109 |
| MS | MORGAN STANLEY | 200,000 | $6.294M | 0.3% | $31.47 * | $20.14 | +35.3% | COM | 617446448 |
| IRM | IRON MOUNTAIN INC | 200,000 | $6.204M | 0.3% | $31.02 * | $20.80 | -20.5% | COM | 46284V101 |
| PSX | PHILLIPS 66 | 80,000 | $6.146M | 0.3% | $76.83 * | $49.25 | +9.7% | COM | 718546104 |
| — | EMC CORP/MA | 250,000 | $6.038M | 0.3% | $24.15 | $27.16 | — | COM | 268648102 |
| UNP | UNION PACIFIC CORP | 67,000 | $5.922M | 0.3% | $88.39 * | $75.36 | -4.2% | COM | 907818108 |
| EPC | EDGEWELL PERSONAL CARE | 71,000 | $5.795M | 0.3% | $81.62 | $93.45 | -11.8% | COM | 28035Q102 |
| EOG | EOG RESOURCES INC | 79,000 | $5.75M | 0.3% | $72.78 * | $70.03 | -18.4% | COM | 26875P101 |
| GM | GENERAL MOTORS CO | 190,000 | $5.704M | 0.3% | $30.02 * | $25.24 | -4.3% | COM | 37045V100 |
| — | EXPRESS SCRIPTS HOLDING | 70,000 | $5.661M | 0.3% | $80.87 | $75.67 | — | COM | 30219G108 |
| NFLX | NETFLIX INC | 53,662 | $5.54M | 0.2% | $103.24 * | $10.74 | 0.0% | COM | 64110L106 |
| PNC | PNC FINANCIAL SERVICES | 62,000 | $5.529M | 0.2% | $89.18 * | $58.33 | +16.0% | COM | 693475105 |
| GD | GENERAL DYNAMICS CORP | 40,000 | $5.516M | 0.2% | $137.90 * | $96.99 | +19.1% | COM | 369550108 |
| D | DOMINION RESOURCES INC | 78,000 | $5.488M | 0.2% | $70.36 * | $46.59 | -3.6% | COM | 25746U109 |
| BK | BANK OF NEW YORK MELLON | 140,000 | $5.48M | 0.2% | $39.14 * | $24.70 | +29.5% | COM | 064058100 |
| CTSH | COGNIZANT TECH SOLUTIONS | 87,000 | $5.445M | 0.2% | $62.59 * | $52.28 | +6.4% | COM | 192446102 |
| KMB | KIMBERLY CLARK CORP | 49,000 | $5.342M | 0.2% | $109.02 * | $69.69 | +11.1% | COM | 494368103 |
| PPL | PPL CORP | 160,000 | $5.261M | 0.2% | $32.88 * | $19.67 | 0.0% | COM | 69351T106 |
| PRU | PRUDENTIAL FINANCIAL INC | 68,000 | $5.181M | 0.2% | $76.19 * | $52.41 | +1.1% | COM | 744320102 |
| ADBE | ADOBE SYSTEMS INC | 63,000 | $5.178M | 0.2% | $82.19 | $65.90 | +23.0% | COM | 00724F101 |
| GIS | GENERAL MILLS INC | 91,000 | $5.106M | 0.2% | $56.11 * | $36.64 | +9.1% | COM | 370334104 |
| FE | FIRSTENERGY CORP | 163,000 | $5.1M | 0.2% | $31.29 * | $21.98 | -3.6% | COM | 337932107 |
| MET | METLIFE INC | 105,000 | $4.948M | 0.2% | $47.12 * | $30.14 | +9.2% | COM | 59156R108 |
| PEG | PUBLIC SERVICE ENTERPRIS | 117,000 | $4.93M | 0.2% | $42.14 * | $24.45 | +16.1% | COM | 744573106 |
| WEC | WEC ENERGY GROUP INC | 94,000 | $4.907M | 0.2% | $52.20 * | $34.80 | 0.0% | COM | 92939U106 |
| AMT | AMERICAN TOWER CORP | 55,000 | $4.837M | 0.2% | $87.95 * | $72.97 | 0.0% | COM | 03027X100 |
| QCOM | QUALCOMM INC | 90,000 | $4.833M | 0.2% | $53.70 * | $47.62 | -7.3% | COM | 747525103 |
| MCK | MCKESSON CORP | 26,000 | $4.808M | 0.2% | $184.92 * | $163.43 | +19.7% | COM | 58155Q103 |
| — | MCGRAW HILL FINANCIAL | 55,000 | $4.756M | 0.2% | $86.47 | $91.44 | — | COM | 580645109 |
| TSCO | TRACTOR SUPPLY COMPANY | 55,000 | $4.636M | 0.2% | $84.29 * | $14.66 | +4.0% | COM | 892356106 |
| — | CAMERON INTERNATIONAL | 75,000 | $4.594M | 0.2% | $61.25 | $58.18 | — | COM | 13342B105 |
| VIPS | VIPSHOP HOLDINGS LTD | 270,000 | $4.536M | 0.2% | $16.80 | $16.80 | — | ADR | 92763W103 |
| — | UNITED TECHNOLOGIES CORP | 50,000 | $4.447M | 0.2% | $88.94 | $97.53 | — | COM | 913017109 |
| PYPL | PAYPAL HOLDINGS INC | 143,000 | $4.436M | 0.2% | $31.02 * | $35.85 | 0.0% | COM | 70450Y103 |
| — | ST JUDE MEDICAL INC | 70,000 | $4.415M | 0.2% | $63.07 | $64.19 | — | COM | 790849103 |
| CX | CEMEX SAB SPONS ADR PART | 628,333 | $4.379M | 0.2% | $6.97 | $11.52 | — | ADR | 151290889 |
| ELV | ANTHEM INC | 31,000 | $4.34M | 0.2% | $140.00 * | $105.54 | +23.0% | COM | 036752103 |
| MU | MICRON TECHNOLOGY INC | 290,000 | $4.338M | 0.2% | $14.96 * | $17.81 | -5.8% | COM | 595112103 |
| ADP | AUTOMATIC DATA PROCESS | 54,000 | $4.336M | 0.2% | $80.30 * | $54.95 | +16.2% | COM | 053015103 |
| NOC | NORTHROP GRUMMAN CORP | 26,000 | $4.315M | 0.2% | $165.96 * | $105.53 | +34.2% | COM | 666807102 |
| — | AETNA INC | 39,000 | $4.265M | 0.2% | $109.36 | $77.85 | — | COM | 00817Y108 |
| — | ALEXION PHARMACEUTICALS | 27,000 | $4.222M | 0.2% | $156.37 | $185.03 | — | COM | 015351109 |
| — | PRECISION CASTPARTS CORP | 18,000 | $4.135M | 0.2% | $229.72 | $256.10 | — | COM | 740189105 |
| — | AVAGO TECHNOLOGIES LTD | 33,000 | $4.123M | 0.2% | $124.94 | $67.12 | — | COM | Y0486S104 |
| — | CIGNA CORP | 30,000 | $4.047M | 0.2% | $134.90 | $91.63 | — | COM | 125509109 |
| EXC | EXELON CORP | 136,000 | $4.038M | 0.2% | $29.69 * | $14.82 | +5.0% | COM | 30161N101 |
| — | BROADCOM CORP CL A | 78,000 | $4.011M | 0.2% | $51.42 | $29.64 | — | COM | 111320107 |
| SCHW | SCHWAB (CHARLES) CORP | 140,000 | $3.997M | 0.2% | $28.55 | $27.75 | +1.7% | COM | 808513105 |
| — | ANADARKO PETROLEUM CORP | 66,000 | $3.985M | 0.2% | $60.38 | $92.83 | — | COM | 032511107 |
| TRV | TRAVELERS COS INC/THE | 40,000 | $3.98M | 0.2% | $99.50 * | $72.07 | +12.8% | COM | 89417E109 |
| CSX | CSX CORP | 145,000 | $3.899M | 0.2% | $26.89 * | $8.49 | -1.5% | COM | 126408103 |
| ETN | EATON CORP PLC | 76,000 | $3.897M | 0.2% | $51.28 * | $53.69 | -13.4% | COM | G29183103 |
| — | HEWLETT PACKARD CO | 150,000 | $3.842M | 0.2% | $25.61 | $26.14 | — | COM | 428236103 |
| — | RAYTHEON COMPANY | 35,000 | $3.824M | 0.2% | $109.26 | $102.68 | — | COM | 755111507 |
| ITW | ILLINOIS TOOL WORKS | 46,000 | $3.786M | 0.2% | $82.30 * | $70.08 | -2.5% | COM | 452308109 |
| ICE | INTERCONTINENTAL EXCHANG | 16,000 | $3.758M | 0.2% | $234.88 * | $35.23 | +15.0% | COM | 45866F104 |
| VMC | VULCAN MATERIALS CO | 42,000 | $3.746M | 0.2% | $89.19 * | $85.31 | 0.0% | COM | 929160109 |
| VALE | VALE SA SP ADR | 895,175 | $3.733M | 0.2% | $4.17 | $13.72 | — | ADR | 91912E105 |
| VFC | VF CORP | 54,000 | $3.682M | 0.2% | $68.19 | $60.99 | +12.3% | COM | 918204108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 53,000 | $3.658M | 0.2% | $69.02 * | $73.03 | -1.2% | COM | 00971T101 |
| MRSH | MARSH + MCLENNAN COS | 70,000 | $3.655M | 0.2% | $52.21 * | $43.50 | +7.4% | COM | 571748102 |
| AEP | AMERICAN ELECTRIC POWER | 64,000 | $3.638M | 0.2% | $56.84 * | $38.45 | 0.0% | COM | 025537101 |
| WM | WASTE MANAGEMENT INC | 73,000 | $3.635M | 0.2% | $49.79 * | $36.90 | +10.7% | COM | 94106L109 |
| HUM | HUMANA INC | 20,000 | $3.575M | 0.2% | $178.75 * | $170.85 | -0.5% | COM | 444859102 |
| APD | AIR PRODUCTS + CHEMICALS | 28,000 | $3.572M | 0.2% | $127.57 * | $84.13 | +17.0% | COM | 009158106 |
| STT | STATE STREET CORP | 53,000 | $3.562M | 0.2% | $67.21 * | $51.11 | +8.2% | COM | 857477103 |
| — | BB+T CORP | 100,000 | $3.559M | 0.2% | $35.59 | $39.94 | — | COM | 054937107 |
| EBAY | EBAY INC | 143,000 | $3.492M | 0.2% | $24.42 | $21.51 | +11.3% | COM | 278642103 |
| VLO | VALERO ENERGY CORP | 58,000 | $3.485M | 0.2% | $60.09 * | $31.49 | +33.9% | COM | 91913Y100 |
| SRE | SEMPRA ENERGY | 36,000 | $3.481M | 0.2% | $96.69 * | $39.15 | -9.5% | COM | 816851109 |
| — | ALCOA INC | 360,000 | $3.47M | 0.2% | $9.64 | $9.64 | — | COM | 013817101 |
| FISV | FISERV INC | 40,000 | $3.463M | 0.2% | $86.58 * | $29.06 | +48.9% | COM | 337738108 |
| HAL | HALLIBURTON CO | 98,000 | $3.462M | 0.2% | $35.33 * | $34.19 | -5.9% | COM | 406216101 |
| — | MONSANTO CO | 40,000 | $3.414M | 0.2% | $85.35 | $116.55 | — | COM | 61166W101 |
| DHR | DANAHER CORP W/D | 40,000 | $3.407M | 0.2% | $85.17 * | $30.50 | +18.1% | COM | 235851102 |
| CCI | CROWN CASTLE INTL CORP | 43,000 | $3.391M | 0.2% | $78.86 * | $52.66 | 0.0% | COM | 22822V101 |
| SYK | STRYKER CORP | 35,000 | $3.292M | 0.1% | $94.06 * | $71.18 | +23.5% | COM | 863667101 |
| ORLY | O REILLY AUTOMOTIVE INC | 13,000 | $3.246M | 0.1% | $249.69 * | $16.15 | 0.0% | COM | 67103H107 |
| — | LINKEDIN CORP A | 17,000 | $3.231M | 0.1% | $190.06 | $211.64 | — | COM | 53578A108 |
| — | BAKER HUGHES INC | 62,000 | $3.225M | 0.1% | $52.02 | $63.58 | — | COM | 057224107 |
| VOYA | VOYA FINANCIAL INC | 83,000 | $3.217M | 0.1% | $38.76 | $39.39 | 0.0% | COM | 929089100 |
| CAH | CARDINAL HEALTH INC | 41,000 | $3.15M | 0.1% | $76.83 * | $40.23 | +54.9% | COM | 14149Y108 |
| DE | DEERE + CO | 42,000 | $3.108M | 0.1% | $74.00 | $75.36 | -2.7% | COM | 244199105 |
| — | DISCOVER FINANCIAL SERV | 58,000 | $3.014M | 0.1% | $51.97 | $51.97 | — | COM | 254709108 |
| — | DELPHI AUTOMOTIVE PLC | 39,000 | $2.964M | 0.1% | $76.00 | $68.23 | — | COM | G27823106 |
| PCG | P G + E CORP | 56,000 | $2.956M | 0.1% | $52.79 * | $39.22 | +19.9% | COM | 69331C108 |
| MCO | MOODY S CORP | 30,000 | $2.945M | 0.1% | $98.17 * | $79.45 | +20.7% | COM | 615369105 |
| VRTX | VERTEX PHARMACEUTICALS | 28,000 | $2.913M | 0.1% | $104.04 * | $127.58 | +0.7% | COM | 92532F100 |
| NSC | NORFOLK SOUTHERN CORP | 38,000 | $2.902M | 0.1% | $76.37 * | $65.12 | 0.0% | COM | 655844108 |
| MMM | 3M CO | 20,000 | $2.835M | 0.1% | $141.75 * | $69.02 | +26.8% | COM | 88579Y101 |
| AXP | AMERICAN EXPRESS CO | 38,000 | $2.816M | 0.1% | $74.11 * | $67.05 | -1.2% | COM | 025816109 |
| WMB | WILLIAMS COS INC | 75,000 | $2.763M | 0.1% | $36.84 * | $20.92 | +31.1% | COM | 969457100 |
| PLD | PROLOGIS INC | 71,000 | $2.762M | 0.1% | $38.90 * | $31.72 | -9.2% | COM | 74340W103 |
| — | SUNTRUST BANKS INC | 72,000 | $2.752M | 0.1% | $38.22 | $43.01 | — | COM | 867914103 |
| ENR | ENERGIZER HOLDINGS INC | 71,000 | $2.747M | 0.1% | $38.69 * | $28.77 | 0.0% | COM | 29272W109 |
| SYY | SYSCO CORP | 70,000 | $2.727M | 0.1% | $38.96 * | $26.95 | +7.9% | COM | 871829107 |
| ROST | ROSS STORES INC | 56,000 | $2.714M | 0.1% | $48.46 * | $40.63 | +13.5% | COM | 778296103 |
| — | TWENTY FIRST CENTURY FOX | 100,000 | $2.697M | 0.1% | $26.97 | $34.47 | — | COM | 90130A101 |
| ED | CONSOLIDATED EDISON INC | 40,000 | $2.674M | 0.1% | $66.85 * | $37.24 | +16.7% | COM | 209115104 |
| EIX | EDISON INTERNATIONAL | 42,000 | $2.648M | 0.1% | $63.05 * | $39.30 | 0.0% | COM | 281020107 |
| BAX | BAXTER INTERNATIONAL INC | 78,000 | $2.562M | 0.1% | $32.85 * | $30.88 | +3.8% | COM | 071813109 |
| APH | AMPHENOL CORP CL A | 49,000 | $2.497M | 0.1% | $50.96 * | $11.40 | +6.7% | COM | 032095101 |
| — | BAXALTA INC | 78,000 | $2.454M | 0.1% | $31.46 | $31.46 | — | COM | 07177M103 |
| CCL | CARNIVAL CORP | 49,000 | $2.435M | 0.1% | $49.69 * | $44.02 | 0.0% | COM | 143658300 |
| — | QIWI PLC SPONSORED ADR | 148,160 | $2.385M | 0.1% | $16.10 | $31.56 | — | ADR | 74735M108 |
| COR | AMERISOURCEBERGEN CORP | 25,000 | $2.375M | 0.1% | $95.00 * | $59.48 | +30.3% | COM | 03073E105 |
| — | SINA CORP | 58,659 | $2.352M | 0.1% | $40.10 | $55.71 | — | COM | G81477104 |
| AMAT | APPLIED MATERIALS INC | 160,000 | $2.347M | 0.1% | $14.67 | $16.18 | -8.9% | COM | 038222105 |
| REGN | REGENERON PHARMACEUTICAL | 5,000 | $2.318M | 0.1% | $463.60 * | $391.09 | +36.6% | COM | 75886F107 |
| DG | DOLLAR GENERAL CORP | 32,000 | $2.317M | 0.1% | $72.41 * | $56.60 | +18.0% | COM | 256677105 |
| CAG | CONAGRA FOODS INC | 57,000 | $2.308M | 0.1% | $40.49 * | $23.43 | 0.0% | COM | 205887102 |
| BSX | BOSTON SCIENTIFIC CORP | 140,000 | $2.296M | 0.1% | $16.40 * | $15.80 | +8.2% | COM | 101137107 |
| ES | EVERSOURCE ENERGY | 44,000 | $2.226M | 0.1% | $50.59 * | $33.68 | 0.0% | COM | 30040W108 |
| SWK | STANLEY BLACK + DECKER | 22,000 | $2.134M | 0.1% | $97.00 * | $66.98 | +17.7% | COM | 854502101 |
| ROK | ROCKWELL AUTOMATION INC | 21,000 | $2.131M | 0.1% | $101.48 * | $88.05 | +5.0% | COM | 773903109 |
| TDG | TRANSDIGM GROUP INC | 10,000 | $2.123M | 0.1% | $212.30 * | $131.65 | +8.6% | COM | 893641100 |
| DVA | DAVITA HEALTHCARE PART | 29,000 | $2.097M | 0.1% | $72.31 * | $75.29 | +3.0% | COM | 23918K108 |
| ADI | ANALOG DEVICES INC | 37,000 | $2.086M | 0.1% | $56.38 * | $39.32 | +20.0% | COM | 032654105 |
| CLX | CLOROX COMPANY | 18,000 | $2.08M | 0.1% | $115.56 * | $74.21 | +13.0% | COM | 189054109 |
| — | DR PEPPER SNAPPLE GROUP | 26,000 | $2.055M | 0.1% | $79.04 | $57.67 | — | COM | 26138E109 |
| NTRS | NORTHERN TRUST CORP | 30,000 | $2.044M | 0.1% | $68.13 * | $56.07 | -1.0% | COM | 665859104 |
| SWKS | SKYWORKS SOLUTIONS INC | 24,000 | $2.02M | 0.1% | $84.17 * | $72.02 | +2.7% | COM | 83088M102 |
| DTE | DTE ENERGY COMPANY | 25,000 | $2.009M | 0.1% | $80.36 * | $47.24 | 0.0% | COM | 233331107 |
| — | APACHE CORP | 51,000 | $1.997M | 0.1% | $39.16 | $89.63 | — | COM | 037411105 |
| — | KELLOGG CO | 30,000 | $1.996M | 0.1% | $66.53 * | $41.68 | +3.8% | COM | 487836108 |
| EW | EDWARDS LIFESCIENCES | 14,000 | $1.989M | 0.1% | $142.07 * | $24.14 | 0.0% | COM | 28176E108 |
| — | SPECTRA ENERGY CORP | 75,000 | $1.97M | 0.1% | $26.27 | $26.27 | — | COM | 847560109 |
| — | BANCOLOMBIA S.A. SPONS | 60,000 | $1.933M | 0.1% | $32.22 | $57.82 | — | ADR | 05968L102 |
| HOG | HARLEY DAVIDSON INC | 35,000 | $1.921M | 0.1% | $54.89 * | $65.70 | -14.1% | COM | 412822108 |
| — | SBA COMMUNICATIONS CORP | 18,000 | $1.882M | 0.1% | $104.56 | $104.56 | — | COM | 78388J106 |
| CHD | CHURCH + DWIGHT CO INC | 22,000 | $1.846M | 0.1% | $83.91 * | $28.57 | +30.9% | COM | 171340102 |
| MTB | M + T BANK CORP | 15,000 | $1.829M | 0.1% | $121.93 * | $93.27 | 0.0% | COM | 55261F104 |
| ETR | ENTERGY CORP | 28,000 | $1.822M | 0.1% | $65.07 * | $24.25 | -7.1% | COM | 29364G103 |
| NBIS | YANDEX NV A | 166,680 | $1.788M | 0.1% | $10.73 | $17.95 | — | COM | N97284108 |
| RCL | ROYAL CARIBBEAN CRUISES | 20,000 | $1.781M | 0.1% | $89.05 * | $77.56 | 0.0% | COM | V7780T103 |
| NVDA | NVIDIA CORP | 70,000 | $1.724M | 0.1% | $24.63 * | $0.41 | +27.4% | COM | 67066G104 |
| ROP | ROPER TECHNOLOGIES INC | 11,000 | $1.723M | 0.1% | $156.64 | $143.35 | +8.3% | COM | 776696106 |
| — | CLOVIS ONCOLOGY INC | 18,318 | $1.684M | 0.1% | $91.93 | $91.03 | — | COM | 189464100 |
| BMRN | BIOMARIN PHARMACEUTICAL | 16,000 | $1.684M | 0.1% | $105.25 * | $105.95 | +26.1% | COM | 09061G101 |
| MHK | MOHAWK INDUSTRIES INC | 9,000 | $1.636M | 0.1% | $181.78 * | $198.07 | 0.0% | COM | 608190104 |
| — | MYLAN NV | 40,000 | $1.609M | 0.1% | $40.23 | $59.36 | — | COM | N59465109 |
| — | JUMEI INTERNATIONAL ADR | 158,287 | $1.562M | 0.1% | $9.87 | $23.64 | — | ADR | 48138L107 |
| EFX | EQUIFAX INC | 16,000 | $1.554M | 0.1% | $97.13 * | $90.00 | 0.0% | COM | 294429105 |
| — | RED HAT INC | 21,000 | $1.509M | 0.1% | $71.86 | $54.63 | — | COM | 756577102 |
| DVN | DEVON ENERGY CORP | 40,000 | $1.483M | 0.1% | $37.08 * | $38.27 | -17.6% | COM | 25179M103 |
| — | XILINX INC | 35,000 | $1.483M | 0.1% | $42.37 | $44.17 | — | COM | 983919101 |
| — | COCA COLA ENTERPRISES | 30,000 | $1.45M | 0.1% | $48.33 | $48.33 | — | COM | 19122T109 |
| COF | CAPITAL ONE FINANCIAL | 20,000 | $1.45M | 0.1% | $72.50 * | $59.28 | +12.3% | COM | 14040H105 |
| PFG | PRINCIPAL FINANCIAL GRP | 30,000 | $1.42M | 0.1% | $47.33 * | $32.82 | +7.3% | COM | 74251V102 |
| — | CITRIX SYSTEMS INC | 20,000 | $1.385M | 0.1% | $69.25 | $69.25 | — | COM | 177376100 |
| KEY | KEYCORP | 100,000 | $1.3M | 0.1% | $13.00 * | $8.80 | +6.1% | COM | 493267108 |
| CPB | CAMPBELL SOUP CO | 25,000 | $1.267M | 0.1% | $50.68 * | $35.52 | 0.0% | COM | 134429109 |
| — | JARDEN CORP | 24,000 | $1.173M | 0.1% | $48.88 | $48.88 | — | COM | 471109108 |
| UHS | UNIVERSAL HEALTH SERVICE | 9,000 | $1.123M | 0.1% | $124.78 * | $100.30 | +32.8% | COM | 913903100 |
| — | HOMEAWAY INC COMMON STK | 27,028 | $717K | 0.0% | $26.53 | $37.66 | — | COM | 43739Q100 |
| SID | CIA SIDERURGICA NACL SP | 60,762 | $58,000 | 0.0% | $0.95 | $2.77 | — | ADR | 20440W105 |