Location: London, United Kingdom
CIK: 0000313807 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: Apr 28, 2016
Total Value: $2.478B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 684,000 | $74.53M | 3.0% | $108.96 * | $19.33 | +16.6% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 960,000 | $53.01M | 2.1% | $55.22 * | $29.98 | +53.7% | COM | 594918104 |
| XOM | EXXON MOBIL CORP | 614,000 | $51.33M | 2.1% | $83.60 * | $54.43 | -4.5% | COM | 30231G102 |
| JNJ | JOHNSON + JOHNSON | 395,000 | $42.73M | 1.7% | $108.17 * | $66.66 | +18.2% | COM | 478160104 |
| — | GENERAL ELECTRIC CO W/D | 1,171,000 | $37.23M | 1.5% | $31.79 | $24.45 | — | COM | 369604103 |
| T | AT+T INC | 901,000 | $35.29M | 1.4% | $39.17 * | $11.77 | +17.5% | COM | 00206R102 |
| CVX | CHEVRON CORP | 348,000 | $33.2M | 1.3% | $95.39 * | $67.72 | -15.2% | COM | 166764100 |
| BRK/B | BERKSHIRE HATHAWAY INC CL | 230,000 | $32.62M | 1.3% | $141.82 * | $125.16 | +5.9% | COM | 084670702 |
| PG | PROCTER + GAMBLE CO/THE | 391,000 | $32.18M | 1.3% | $82.31 * | $58.33 | +5.7% | COM | 742718109 |
| GOOGL | ALPHABET INC CL A | 41,000 | $31.27M | 1.3% | $762.56 * | $36.73 | -0.5% | COM | 02079K305 |
| GOOG | ALPHABET INC CL C | 41,000 | $30.53M | 1.2% | $744.66 * | $35.61 | -0.2% | COM | 02079K107 |
| VZ | VERIZON COMMUNICATIONS IN | 560,000 | $30.28M | 1.2% | $54.07 * | $27.27 | +10.1% | COM | 92343V104 |
| HD | HOME DEPOT INC | 220,000 | $29.36M | 1.2% | $133.43 * | $65.66 | +49.8% | COM | 437076102 |
| WFC | WELLS FARGO + CO | 600,000 | $29.01M | 1.2% | $48.35 * | $31.19 | +19.0% | COM | 949746101 |
| META | FACEBOOK INC A | 253,000 | $28.86M | 1.2% | $114.09 * | $64.83 | +61.6% | COM | 30303M102 |
| BABA | ALIBABA GROUP HOLDING LTD | 344,746 | $27.25M | 1.1% | $79.04 | $81.22 | — | ADR | 01609W102 |
| KO | COCA COLA CO/THE | 571,000 | $26.48M | 1.1% | $46.37 * | $28.51 | +11.7% | COM | 191216100 |
| JPM | JPMORGAN CHASE + CO | 430,000 | $25.46M | 1.0% | $59.22 * | $39.59 | +13.3% | COM | 46625H100 |
| AMZN | AMAZON.COM INC | 42,500 | $25.23M | 1.0% | $593.65 * | $16.07 | +76.6% | COM | 023135106 |
| INTC | INTEL CORP | 718,000 | $23.22M | 0.9% | $32.34 * | $20.43 | +19.4% | COM | 458140100 |
| C | CITIGROUP INC | 545,000 | $22.75M | 0.9% | $41.74 * | $37.22 | -16.1% | COM | 172967424 |
| PFE | PFIZER INC | 758,000 | $22.45M | 0.9% | $29.62 * | $17.08 | +9.4% | COM | 717081103 |
| PEP | PEPSICO INC | 210,000 | $21.52M | 0.9% | $102.49 * | $61.57 | +19.0% | COM | 713448108 |
| NEM | NEWMONT MINING CORP | 780,000 | $20.72M | 0.8% | $26.56 * | $17.38 | +4.5% | COM | 651639106 |
| CMCSA | COMCAST CORP CLASS A | 333,000 | $20.34M | 0.8% | $61.08 * | $17.23 | +32.0% | COM | 20030N101 |
| BIDU | BAIDU INC SPON ADR | 104,883 | $20.02M | 0.8% | $190.87 | $158.21 | — | ADR | 056752108 |
| MCD | MCDONALD S CORP | 154,000 | $19.38M | 0.8% | $125.86 * | $75.88 | +23.8% | COM | 580135101 |
| PM | PHILIP MORRIS INTERNATION | 187,000 | $18.35M | 0.7% | $98.11 * | $49.30 | +13.3% | COM | 718172109 |
| TSN | TYSON FOODS INC CL A | 275,000 | $18.33M | 0.7% | $66.66 * | $34.03 | +38.8% | COM | 902494103 |
| DIS | WALT DISNEY CO/THE | 182,000 | $18.07M | 0.7% | $99.29 * | $68.73 | +29.5% | COM | 254687106 |
| IBM | INTL BUSINESS MACHINES CO | 119,000 | $18.02M | 0.7% | $151.46 * | $114.21 | -26.4% | COM | 459200101 |
| V | VISA INC CLASS A SHARES | 234,000 | $17.9M | 0.7% | $76.50 * | $57.24 | +18.5% | COM | 92826C839 |
| ITUB | ITAU UNIBANCO H SPON PRF | 2,052,342 | $17.67M | 0.7% | $8.61 | $13.92 | — | ADR | 465562106 |
| CSCO | CISCO SYSTEMS INC | 620,000 | $17.65M | 0.7% | $28.47 * | $16.68 | +13.6% | COM | 17275R102 |
| — | REYNOLDS AMERICAN INC | 349,000 | $17.56M | 0.7% | $50.31 | $51.16 | — | COM | 761713106 |
| STZ | CONSTELLATION BRANDS INC | 116,000 | $17.53M | 0.7% | $151.12 * | $78.98 | +58.0% | COM | 21036P108 |
| SLB | SCHLUMBERGER LTD | 233,000 | $17.18M | 0.7% | $73.75 * | $56.68 | -6.3% | COM | 806857108 |
| ORCL | ORACLE CORP | 418,000 | $17.1M | 0.7% | $40.91 * | $30.48 | +4.8% | COM | 68389X105 |
| MRK | MERCK + CO. INC. | 319,000 | $16.88M | 0.7% | $52.91 * | $32.88 | +9.6% | COM | 58933Y105 |
| ACN | ACCENTURE PLC CL A | 146,000 | $16.86M | 0.7% | $115.45 * | $72.47 | +21.0% | COM | G1151C101 |
| BAC | BANK OF AMERICA CORP | 1,220,000 | $16.48M | 0.7% | $13.51 * | $11.79 | -7.9% | COM | 060505104 |
| GILD | GILEAD SCIENCES INC | 173,000 | $15.88M | 0.6% | $91.78 * | $47.48 | +33.7% | COM | 375558103 |
| SO | SOUTHERN CO/THE | 305,000 | $15.77M | 0.6% | $51.71 * | $28.48 | +13.1% | COM | 842587107 |
| MO | ALTRIA GROUP INC | 245,000 | $15.35M | 0.6% | $62.65 * | $19.67 | +58.0% | COM | 02209S103 |
| LMT | LOCKHEED MARTIN CORP | 69,000 | $15.28M | 0.6% | $221.51 * | $154.21 | +7.1% | COM | 539830109 |
| — | DOW CHEMICAL CO W/D | 300,000 | $15.26M | 0.6% | $50.87 | $43.23 | — | COM | 260543103 |
| UNH | UNITEDHEALTH GROUP INC | 117,000 | $15.08M | 0.6% | $128.88 * | $74.14 | +36.1% | COM | 91324P102 |
| WMT | WAL MART STORES INC | 215,000 | $14.72M | 0.6% | $68.49 * | $19.97 | -8.3% | COM | 931142103 |
| HAS | HASBRO INC | 180,000 | $14.41M | 0.6% | $80.07 * | $52.01 | +2.9% | COM | 418056107 |
| MMM | 3M CO | 86,000 | $14.33M | 0.6% | $166.60 * | $86.86 | +6.8% | COM | 88579Y101 |
| BBD | BANCO BRADESCO ADR | 1,893,934 | $14.09M | 0.6% | $7.44 | $13.23 | — | ADR | 059460303 |
| MDT | MEDTRONIC PLC | 185,000 | $13.87M | 0.6% | $74.97 * | $58.19 | +1.2% | COM | G5960L103 |
| HON | HONEYWELL INTERNATIONAL I | 120,000 | $13.45M | 0.5% | $112.06 * | $55.69 | +37.1% | COM | 438516106 |
| — | ALLERGAN PLC | 50,000 | $13.4M | 0.5% | $268.06 | $303.60 | — | COM | G0177J108 |
| — | UNITED TECHNOLOGIES CORP | 130,000 | $13.01M | 0.5% | $100.10 | $97.86 | — | COM | 913017109 |
| AMGN | AMGEN INC | 86,000 | $12.89M | 0.5% | $149.92 * | $92.42 | +19.9% | COM | 031162100 |
| — | TREEHOUSE FOODS INC | 146,000 | $12.66M | 0.5% | $86.74 | $79.85 | — | COM | 89469A104 |
| ABEV | AMBEV SA ADR | 2,445,060 | $12.64M | 0.5% | $5.17 | $6.87 | — | ADR | 02319V103 |
| UPS | UNITED PARCEL SERVICE CL | 117,000 | $12.34M | 0.5% | $105.46 * | $61.61 | +9.9% | COM | 911312106 |
| SYF | SYNCHRONY FINANCIAL | 428,914 | $12.29M | 0.5% | $28.65 * | $25.00 | -11.3% | COM | 87165B103 |
| — | WHITEWAVE FOODS CO | 302,000 | $12.27M | 0.5% | $40.64 | $29.38 | — | COM | 966244105 |
| TJX | TJX COMPANIES INC | 155,000 | $12.14M | 0.5% | $78.34 * | $26.26 | +20.3% | COM | 872540109 |
| BMY | BRISTOL MYERS SQUIBB CO | 190,000 | $12.13M | 0.5% | $63.86 * | $33.76 | +32.7% | COM | 110122108 |
| CVS | CVS HEALTH CORP | 117,000 | $12.13M | 0.5% | $103.68 * | $49.18 | +47.2% | COM | 126650100 |
| CB | CHUBB LTD | 98,000 | $11.69M | 0.5% | $119.24 * | $96.06 | 0.0% | COM | H1467J104 |
| — | NEW ORIENTAL EDUCATIO SP | 337,188 | $11.66M | 0.5% | $34.58 | $21.50 | — | ADR | 647581107 |
| AMT | AMERICAN TOWER CORP | 112,000 | $11.47M | 0.5% | $102.40 * | $74.04 | -1.2% | COM | 03027X100 |
| FMX | FOMENTO ECONOMICO MEX SP | 117,508 | $11.32M | 0.5% | $96.31 | $102.35 | — | ADR | 344419106 |
| CL | COLGATE PALMOLIVE CO | 158,000 | $11.16M | 0.5% | $70.66 * | $50.41 | +4.9% | COM | 194162103 |
| ABBV | ABBVIE INC | 195,000 | $11.13M | 0.4% | $57.09 * | $30.51 | +21.7% | COM | 00287Y109 |
| — | BERRY PLASTICS GROUP INC | 307,000 | $11.09M | 0.4% | $36.12 | $36.14 | — | COM | 08579W103 |
| SEE | SEALED AIR CORP | 230,000 | $11.04M | 0.4% | $48.01 * | $35.17 | +5.0% | COM | 81211K100 |
| TRV | TRAVELERS COS INC/THE | 94,000 | $10.97M | 0.4% | $116.72 * | $81.34 | +8.0% | COM | 89417E109 |
| WY | WEYERHAEUSER CO | 343,000 | $10.63M | 0.4% | $30.98 * | $19.91 | -8.8% | COM | 962166104 |
| TXN | TEXAS INSTRUMENTS INC | 180,000 | $10.33M | 0.4% | $57.41 * | $33.71 | +20.2% | COM | 882508104 |
| MA | MASTERCARD INC CLASS A | 109,000 | $10.3M | 0.4% | $94.46 * | $72.31 | +15.4% | COM | 57636Q104 |
| DHR | DANAHER CORP W/D | 108,000 | $10.25M | 0.4% | $94.88 * | $34.68 | +5.1% | COM | 235851102 |
| SBUX | STARBUCKS CORP | 170,000 | $10.15M | 0.4% | $59.69 * | $35.15 | +34.9% | COM | 855244109 |
| — | BROADCOM LTD | 65,000 | $10.04M | 0.4% | $154.49 | $154.49 | — | COM | Y09827109 |
| EA | ELECTRONIC ARTS INC | 150,000 | $9.915M | 0.4% | $66.10 * | $36.39 | +70.5% | COM | 285512109 |
| CME | CME GROUP INC | 100,000 | $9.603M | 0.4% | $96.03 * | $52.30 | +20.4% | COM | 12572Q105 |
| ZTS | ZOETIS INC | 210,000 | $9.307M | 0.4% | $44.32 * | $33.83 | +16.2% | COM | 98978V103 |
| — | CTRIP.COM INTERNATIONAL A | 210,000 | $9.288M | 0.4% | $44.23 | $54.74 | — | ADR | 22943F100 |
| BAP | CREDICORP LTD | 69,758 | $9.136M | 0.4% | $130.97 * | $98.35 | -13.6% | COM | G2519Y108 |
| QCOM | QUALCOMM INC | 178,000 | $9.103M | 0.4% | $51.14 * | $43.85 | -15.8% | COM | 747525103 |
| HIG | HARTFORD FINANCIAL SVCS G | 195,000 | $8.988M | 0.4% | $46.09 * | $31.71 | +7.1% | COM | 416515104 |
| SPG | SIMON PROPERTY GROUP INC | 42,000 | $8.728M | 0.4% | $207.81 * | $87.49 | +32.5% | COM | 828806109 |
| JD | JD.COM INC ADR | 325,346 | $8.618M | 0.3% | $26.49 | $27.61 | — | ADR | 47215P106 |
| COST | COSTCO WHOLESALE CORP | 54,000 | $8.509M | 0.3% | $157.57 * | $95.77 | +33.4% | COM | 22160K105 |
| — | WALGREENS BOOTS ALLIANCE | 101,000 | $8.507M | 0.3% | $84.23 | $77.01 | — | COM | 931427108 |
| USB | US BANCORP | 208,000 | $8.439M | 0.3% | $40.57 * | $24.09 | +15.4% | COM | 902973304 |
| — | RAYTHEON COMPANY | 68,000 | $8.337M | 0.3% | $122.60 | $113.26 | — | COM | 755111507 |
| LLY | ELI LILLY + CO | 115,000 | $8.279M | 0.3% | $71.99 * | $46.22 | +38.4% | COM | 532457108 |
| UNP | UNION PACIFIC CORP | 103,000 | $8.192M | 0.3% | $79.53 * | $65.87 | -5.9% | COM | 907818108 |
| NKE | NIKE INC CL B | 132,000 | $8.111M | 0.3% | $61.45 * | $45.93 | +15.8% | COM | 654106103 |
| COP | CONOCOPHILLIPS | 197,000 | $7.929M | 0.3% | $40.25 * | $42.78 | -34.3% | COM | 20825C104 |
| WM | WASTE MANAGEMENT INC | 134,000 | $7.903M | 0.3% | $58.98 * | $40.75 | +12.8% | COM | 94106L109 |
| SYY | SYSCO CORP | 169,000 | $7.897M | 0.3% | $46.73 * | $30.15 | +10.7% | COM | 871829107 |
| MDLZ | MONDELEZ INTERNATIONAL IN | 193,000 | $7.743M | 0.3% | $40.12 * | $27.77 | +16.7% | COM | 609207105 |
| — | ACTIVISION BLIZZARD INC | 228,000 | $7.716M | 0.3% | $33.84 | $22.37 | — | COM | 00507V109 |
| — | ALCOA INC | 800,000 | $7.664M | 0.3% | $9.58 | $9.71 | — | COM | 013817101 |
| LOW | LOWE S COS INC | 100,000 | $7.573M | 0.3% | $75.73 * | $45.68 | +28.9% | COM | 548661107 |
| AIG | AMERICAN INTERNATIONAL GR | 140,000 | $7.57M | 0.3% | $54.07 * | $40.98 | +2.7% | COM | 026874784 |
| MU | MICRON TECHNOLOGY INC | 710,000 | $7.427M | 0.3% | $10.46 * | $15.36 | -29.0% | COM | 595112103 |
| BIIB | BIOGEN INC | 28,000 | $7.289M | 0.3% | $260.32 | $295.65 | -10.7% | COM | 09062X103 |
| DUK | DUKE ENERGY CORP | 90,000 | $7.26M | 0.3% | $80.67 * | $43.95 | +14.9% | COM | 26441C204 |
| — | TIME WARNER INC | 100,000 | $7.255M | 0.3% | $72.55 | $61.07 | — | COM | 887317303 |
| ABT | ABBOTT LABORATORIES | 172,000 | $7.193M | 0.3% | $41.82 * | $30.94 | +6.6% | COM | 002824100 |
| AZO | AUTOZONE INC | 9,000 | $7.163M | 0.3% | $795.89 * | $609.11 | +24.2% | COM | 053332102 |
| — | TIME WARNER CABLE | 35,000 | $7.162M | 0.3% | $204.63 | $148.63 | — | COM | 88732J207 |
| OXY | OCCIDENTAL PETROLEUM CORP | 103,000 | $7.049M | 0.3% | $68.44 * | $58.66 | -14.1% | COM | 674599105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 125,000 | $6.945M | 0.3% | $55.56 * | $60.23 | -15.6% | COM | 00971T101 |
| TMO | THERMO FISHER SCIENTIFIC | 49,000 | $6.935M | 0.3% | $141.53 * | $115.80 | +12.5% | COM | 883556102 |
| NOC | NORTHROP GRUMMAN CORP | 35,000 | $6.927M | 0.3% | $197.91 * | $119.81 | +34.4% | COM | 666807102 |
| ADBE | ADOBE SYSTEMS INC | 73,000 | $6.846M | 0.3% | $93.78 * | $71.31 | +21.6% | COM | 00724F101 |
| — | CITRIX SYSTEMS INC | 87,000 | $6.836M | 0.3% | $78.57 | $74.91 | — | COM | 177376100 |
| IRM | IRON MOUNTAIN INC | 200,000 | $6.778M | 0.3% | $33.89 * | $20.80 | -20.7% | COM | 46284V101 |
| ITW | ILLINOIS TOOL WORKS | 66,000 | $6.763M | 0.3% | $102.47 * | $71.04 | +3.1% | COM | 452308109 |
| — | EMC CORP/MA | 250,000 | $6.663M | 0.3% | $26.65 | $27.16 | — | COM | 268648102 |
| NEE | NEXTERA ENERGY INC | 56,000 | $6.625M | 0.3% | $118.30 * | $17.86 | +22.1% | COM | 65339F101 |
| — | VIACOM INC CLASS B | 159,000 | $6.564M | 0.3% | $41.28 | $41.22 | — | COM | 92553P201 |
| — | DU PONT (E.I.) DE NEMOURS | 103,000 | $6.522M | 0.3% | $63.32 | $66.58 | — | COM | 263534109 |
| FE | FIRSTENERGY CORP | 181,000 | $6.512M | 0.3% | $35.98 * | $22.01 | +1.3% | COM | 337932107 |
| F | FORD MOTOR CO | 480,000 | $6.475M | 0.3% | $13.49 * | $8.32 | -10.4% | COM | 345370860 |
| GS | GOLDMAN SACHS GROUP INC | 41,000 | $6.436M | 0.3% | $156.98 * | $133.40 | -5.4% | COM | 38141G104 |
| PPL | PPL CORP | 160,000 | $6.088M | 0.2% | $38.05 * | $19.67 | +16.3% | COM | 69351T106 |
| AXP | AMERICAN EXPRESS CO | 98,000 | $6.02M | 0.2% | $61.43 * | $56.91 | -11.3% | COM | 025816109 |
| WEC | WEC ENERGY GROUP INC | 100,000 | $6.005M | 0.2% | $60.05 * | $35.16 | +15.8% | COM | 92939U106 |
| TGT | TARGET CORP | 72,000 | $5.93M | 0.2% | $82.36 * | $44.90 | +25.6% | COM | 87612E106 |
| XYL | XYLEM INC | 145,000 | $5.929M | 0.2% | $40.89 * | $32.65 | 0.0% | COM | 98419M100 |
| KMB | KIMBERLY CLARK CORP | 44,000 | $5.92M | 0.2% | $134.55 * | $69.69 | +33.1% | COM | 494368103 |
| GIS | GENERAL MILLS INC | 91,000 | $5.765M | 0.2% | $63.35 * | $36.64 | +12.5% | COM | 370334104 |
| EPC | EDGEWELL PERSONAL CARE CO | 71,000 | $5.717M | 0.2% | $80.52 * | $93.45 | -25.2% | COM | 28035Q102 |
| PYPL | PAYPAL HOLDINGS INC | 143,000 | $5.52M | 0.2% | $38.60 * | $35.85 | +0.5% | COM | 70450Y103 |
| GM | GENERAL MOTORS CO | 175,000 | $5.499M | 0.2% | $31.42 * | $25.24 | -3.8% | COM | 37045V100 |
| CRM | SALESFORCE.COM INC | 74,000 | $5.46M | 0.2% | $73.78 * | $62.24 | +9.3% | COM | 79466L302 |
| — | MCGRAW HILL FINANCIAL INC | 55,000 | $5.443M | 0.2% | $98.96 | $91.44 | — | COM | 580645109 |
| CSX | CSX CORP | 210,000 | $5.408M | 0.2% | $25.75 * | $8.04 | -12.7% | COM | 126408103 |
| PNC | PNC FINANCIAL SERVICES GR | 62,000 | $5.241M | 0.2% | $84.53 * | $58.33 | +6.2% | COM | 693475105 |
| RSG | REPUBLIC SERVICES INC | 109,000 | $5.196M | 0.2% | $47.67 * | $37.65 | +1.9% | COM | 760759100 |
| ADP | AUTOMATIC DATA PROCESSING | 57,000 | $5.112M | 0.2% | $89.68 * | $55.62 | +21.7% | COM | 053015103 |
| KHC | KRAFT HEINZ CO/THE | 65,000 | $5.106M | 0.2% | $78.55 * | $47.82 | +1.0% | COM | 500754106 |
| SJM | JM SMUCKER CO/THE | 39,000 | $5.064M | 0.2% | $129.85 * | $93.46 | 0.0% | COM | 832696405 |
| — | CAMERON INTERNATIONAL COR | 75,000 | $5.039M | 0.2% | $67.19 | $58.18 | — | COM | 13342B105 |
| — | BAXALTA INC | 124,000 | $5.011M | 0.2% | $40.41 | $34.78 | — | COM | 07177M103 |
| — | CELGENE CORP | 50,000 | $5.005M | 0.2% | $100.10 | $105.80 | — | COM | 151020104 |
| NVDA | NVIDIA CORP | 140,000 | $4.985M | 0.2% | $35.61 * | $0.57 | +30.1% | COM | 67066G104 |
| TSCO | TRACTOR SUPPLY COMPANY | 55,000 | $4.973M | 0.2% | $90.42 * | $14.66 | +0.4% | COM | 892356106 |
| EOG | EOG RESOURCES INC | 68,000 | $4.935M | 0.2% | $72.57 * | $70.03 | -27.1% | COM | 26875P101 |
| ENR | ENERGIZER HOLDINGS INC | 121,000 | $4.901M | 0.2% | $40.50 * | $27.87 | -4.6% | COM | 29272W109 |
| EXC | EXELON CORP | 136,000 | $4.878M | 0.2% | $35.87 * | $14.82 | +6.9% | COM | 30161N101 |
| BK | BANK OF NEW YORK MELLON C | 130,000 | $4.788M | 0.2% | $36.83 * | $24.70 | +14.0% | COM | 064058100 |
| NWL | NEWELL RUBBERMAID INC | 107,000 | $4.739M | 0.2% | $44.29 * | $29.09 | -10.0% | COM | 651229106 |
| PSA | PUBLIC STORAGE | 17,000 | $4.686M | 0.2% | $275.65 * | $156.77 | +8.5% | COM | 74460D109 |
| APH | AMPHENOL CORP CL A | 80,000 | $4.625M | 0.2% | $57.81 * | $11.57 | +2.2% | COM | 032095101 |
| MET | METLIFE INC | 105,000 | $4.614M | 0.2% | $43.94 * | $30.14 | -11.3% | COM | 59156R108 |
| PCG | P G + E CORP | 74,000 | $4.42M | 0.2% | $59.73 * | $42.38 | +23.1% | COM | 69331C108 |
| EMR | EMERSON ELECTRIC CO | 80,000 | $4.351M | 0.2% | $54.39 * | $36.56 | +2.2% | COM | 291011104 |
| PSX | PHILLIPS 66 | 50,000 | $4.33M | 0.2% | $86.60 * | $49.25 | +13.8% | COM | 718546104 |
| KR | KROGER CO | 112,000 | $4.284M | 0.2% | $38.25 * | $26.15 | +20.9% | COM | 501044101 |
| MRSH | MARSH + MCLENNAN COS | 70,000 | $4.254M | 0.2% | $60.77 * | $43.50 | +9.0% | COM | 571748102 |
| AEP | AMERICAN ELECTRIC POWER | 64,000 | $4.249M | 0.2% | $66.39 * | $38.45 | +13.6% | COM | 025537101 |
| VMC | VULCAN MATERIALS CO | 40,000 | $4.221M | 0.2% | $105.53 * | $86.39 | +0.8% | COM | 929160109 |
| — | TECO ENERGY INC | 153,000 | $4.211M | 0.2% | $27.52 | $27.52 | — | COM | 872375100 |
| KMI | KINDER MORGAN INC | 235,000 | $4.199M | 0.2% | $17.87 * | $9.95 | 0.0% | COM | 49456B101 |
| YUM | YUM BRANDS INC | 51,000 | $4.174M | 0.2% | $81.84 * | $43.79 | 0.0% | COM | 988498101 |
| FISV | FISERV INC | 40,000 | $4.102M | 0.2% | $102.55 * | $29.06 | +63.2% | COM | 337738108 |
| MCK | MCKESSON CORP | 26,000 | $4.089M | 0.2% | $157.27 * | $163.43 | -8.5% | COM | 58155Q103 |
| APD | AIR PRODUCTS + CHEMICALS | 28,000 | $4.033M | 0.2% | $144.04 * | $84.13 | +12.6% | COM | 009158106 |
| — | PRAXAIR INC | 35,000 | $4.005M | 0.2% | $114.43 | $114.43 | — | COM | 74005P104 |
| — | FIBRIA CELULOSE SA SPON A | 471,698 | $3.995M | 0.2% | $8.47 | $10.26 | — | ADR | 31573A109 |
| EIX | EDISON INTERNATIONAL | 55,000 | $3.953M | 0.2% | $71.87 * | $40.30 | +8.1% | COM | 281020107 |
| LYB | LYONDELLBASELL INDU CL A | 46,000 | $3.937M | 0.2% | $85.59 * | $48.10 | -4.8% | COM | N53745100 |
| — | JARDEN CORP | 66,000 | $3.889M | 0.2% | $58.92 | $54.10 | — | COM | 471109108 |
| ICE | INTERCONTINENTAL EXCHANGE | 16,000 | $3.761M | 0.2% | $235.06 * | $35.23 | +21.7% | COM | 45866F104 |
| SYK | STRYKER CORP | 35,000 | $3.754M | 0.2% | $107.26 * | $71.18 | +23.8% | COM | 863667101 |
| SRE | SEMPRA ENERGY | 36,000 | $3.746M | 0.2% | $104.06 * | $39.15 | -10.0% | COM | 816851109 |
| CCI | CROWN CASTLE INTL CORP | 43,000 | $3.72M | 0.2% | $86.51 * | $52.66 | +6.5% | COM | 22822V101 |
| SCHW | SCHWAB (CHARLES) CORP | 132,000 | $3.699M | 0.1% | $28.02 * | $23.31 | 0.0% | COM | 808513105 |
| ECL | ECOLAB INC | 33,000 | $3.68M | 0.1% | $111.52 * | $96.01 | -0.7% | COM | 278865100 |
| PPG | PPG INDUSTRIES INC | 33,000 | $3.678M | 0.1% | $111.45 * | $82.12 | 0.0% | COM | 693506107 |
| BDX | BECTON DICKINSON AND CO | 24,000 | $3.644M | 0.1% | $151.83 * | $123.45 | -1.0% | COM | 075887109 |
| EW | EDWARDS LIFESCIENCES CORP | 41,000 | $3.617M | 0.1% | $88.22 * | $25.86 | +6.7% | COM | 28176E108 |
| AVB | AVALONBAY COMMUNITIES INC | 19,000 | $3.611M | 0.1% | $190.05 * | $127.02 | -0.5% | COM | 053484101 |
| PRU | PRUDENTIAL FINANCIAL INC | 50,000 | $3.61M | 0.1% | $72.20 * | $52.41 | -14.5% | COM | 744320102 |
| BA | BOEING CO/THE | 28,000 | $3.556M | 0.1% | $127.00 * | $122.65 | -8.8% | COM | 097023105 |
| ORLY | O REILLY AUTOMOTIVE INC | 13,000 | $3.556M | 0.1% | $273.54 * | $16.15 | +5.8% | COM | 67103H107 |
| HAL | HALLIBURTON CO | 98,000 | $3.501M | 0.1% | $35.72 * | $34.19 | -21.2% | COM | 406216101 |
| — | YAHOO INC | 95,000 | $3.496M | 0.1% | $36.80 | $33.25 | — | COM | 984332106 |
| VFC | VF CORP | 54,000 | $3.495M | 0.1% | $64.72 * | $60.99 | -4.8% | COM | 918204108 |
| VIPS | VIPSHOP HOLDINGS LTD AD | 270,000 | $3.478M | 0.1% | $12.88 | $16.80 | — | ADR | 92763W103 |
| — | AON PLC | 33,000 | $3.446M | 0.1% | $104.42 | $92.21 | — | COM | G0408V102 |
| ETN | EATON CORP PLC | 55,000 | $3.44M | 0.1% | $62.55 * | $53.69 | -17.6% | COM | G29183103 |
| — | EXPRESS SCRIPTS HOLDING C | 50,000 | $3.433M | 0.1% | $68.66 | $75.67 | — | COM | 30219G108 |
| EBAY | EBAY INC | 143,000 | $3.411M | 0.1% | $23.85 * | $21.51 | +0.7% | COM | 278642103 |
| — | FRONTIER COMMUNICATIONS C | 600,000 | $3.354M | 0.1% | $5.59 | $5.59 | — | COM | 35906A108 |
| — | MEAD JOHNSON NUTRITION CO | 39,000 | $3.314M | 0.1% | $84.97 | $84.97 | — | COM | 582839106 |
| BAX | BAXTER INTERNATIONAL INC | 78,000 | $3.205M | 0.1% | $41.09 * | $30.88 | +5.2% | COM | 071813109 |
| — | SANDISK CORP | 42,000 | $3.195M | 0.1% | $76.07 | $75.98 | — | COM | 80004C101 |
| NSC | NORFOLK SOUTHERN CORP | 38,000 | $3.162M | 0.1% | $83.21 * | $65.12 | -5.5% | COM | 655844108 |
| — | JOHNSON CONTROLS INC | 81,000 | $3.156M | 0.1% | $38.96 | $38.96 | — | COM | 478366107 |
| PLD | PROLOGIS INC | 71,000 | $3.138M | 0.1% | $44.20 * | $31.72 | -4.8% | COM | 74340W103 |
| BSX | BOSTON SCIENTIFIC CORP | 166,000 | $3.124M | 0.1% | $18.82 * | $16.08 | +9.2% | COM | 101137107 |
| HCA | HCA HOLDINGS INC | 40,000 | $3.122M | 0.1% | $78.05 * | $60.48 | +7.3% | COM | 40412C101 |
| ALL | ALLSTATE CORP | 46,000 | $3.099M | 0.1% | $67.37 * | $49.75 | +1.5% | COM | 020002101 |
| FDX | FEDEX CORP | 19,000 | $3.091M | 0.1% | $162.68 * | $132.31 | -9.9% | COM | 31428X106 |
| EQR | EQUITY RESIDENTIAL | 41,000 | $3.076M | 0.1% | $75.02 * | $46.78 | -0.5% | COM | 29476L107 |
| AMAT | APPLIED MATERIALS INC | 142,000 | $3.008M | 0.1% | $21.18 * | $16.18 | +0.5% | COM | 038222105 |
| — | CBS CORP CLASS B NON VOTI | 54,000 | $2.976M | 0.1% | $55.11 | $55.11 | — | COM | 124857202 |
| — | TE CONNECTIVITY LTD | 48,000 | $2.971M | 0.1% | $61.90 | $64.60 | — | COM | H84989104 |
| ROST | ROSS STORES INC | 51,000 | $2.952M | 0.1% | $57.88 * | $50.36 | 0.0% | COM | 778296103 |
| GLW | CORNING INC | 140,000 | $2.923M | 0.1% | $20.88 * | $13.86 | +2.9% | COM | 219350105 |
| PEG | PUBLIC SERVICE ENTERPRISE | 62,000 | $2.921M | 0.1% | $47.11 * | $24.45 | +23.4% | COM | 744573106 |
| — | ANADARKO PETROLEUM CORP | 62,000 | $2.887M | 0.1% | $46.56 | $92.83 | — | COM | 032511107 |
| — | TWENTY FIRST CENTURY FOX | 100,000 | $2.788M | 0.1% | $27.88 | $34.47 | — | COM | 90130A101 |
| ELV | ANTHEM INC | 20,000 | $2.78M | 0.1% | $139.00 * | $105.54 | +10.4% | COM | 036752103 |
| — | SINA CORP | 58,659 | $2.779M | 0.1% | $47.38 | $55.71 | — | COM | G81477104 |
| — | QUESTAR CORP | 112,000 | $2.778M | 0.1% | $24.80 | $24.80 | — | COM | 748356102 |
| NFLX | NETFLIX INC | 27,000 | $2.76M | 0.1% | $102.22 * | $10.74 | -8.6% | COM | 64110L106 |
| HPE | HEWLETT PACKARD ENTERPRIS | 150,000 | $2.66M | 0.1% | $17.73 * | $6.50 | -2.0% | COM | 42824C109 |
| DG | DOLLAR GENERAL CORP | 31,000 | $2.654M | 0.1% | $85.61 * | $66.64 | 0.0% | COM | 256677105 |
| VTR | VENTAS INC | 42,000 | $2.644M | 0.1% | $62.95 * | $36.67 | 0.0% | COM | 92276F100 |
| GD | GENERAL DYNAMICS CORP | 20,000 | $2.627M | 0.1% | $131.35 * | $96.99 | +10.1% | COM | 369550108 |
| XEL | XCEL ENERGY INC | 62,000 | $2.592M | 0.1% | $41.81 * | $28.69 | 0.0% | COM | 98389B100 |
| LVS | LAS VEGAS SANDS CORP | 50,000 | $2.584M | 0.1% | $51.68 * | $35.31 | 0.0% | COM | 517834107 |
| ADM | ARCHER DANIELS MIDLAND CO | 71,000 | $2.578M | 0.1% | $36.31 * | $25.95 | 0.0% | COM | 039483102 |
| — | PRICELINE GROUP INC/THE | 2,000 | $2.577M | 0.1% | $1288.50 | $1105.28 | — | COM | 741503403 |
| ES | EVERSOURCE ENERGY | 44,000 | $2.567M | 0.1% | $58.34 * | $33.68 | +15.4% | COM | 30040W108 |
| COF | CAPITAL ONE FINANCIAL COR | 37,000 | $2.566M | 0.1% | $69.35 * | $62.19 | -11.0% | COM | 14040H105 |
| SHW | SHERWIN WILLIAMS CO/THE | 9,000 | $2.561M | 0.1% | $284.56 * | $79.84 | 0.0% | COM | 824348106 |
| NBIS | YANDEX NV A | 166,680 | $2.552M | 0.1% | $15.31 | $17.95 | — | COM | N97284108 |
| EL | ESTEE LAUDER COMPANIES CL | 27,000 | $2.546M | 0.1% | $94.30 * | $78.56 | 0.0% | COM | 518439104 |
| CAG | CONAGRA FOODS INC | 57,000 | $2.543M | 0.1% | $44.61 * | $23.43 | -2.1% | COM | 205887102 |
| — | PIONEER NATURAL RESOURCES | 18,000 | $2.533M | 0.1% | $140.72 | $125.33 | — | COM | 723787107 |
| MS | MORGAN STANLEY | 100,000 | $2.5M | 0.1% | $25.00 * | $20.14 | -4.1% | COM | 617446448 |
| OMC | OMNICOM GROUP | 30,000 | $2.497M | 0.1% | $83.23 * | $53.77 | 0.0% | COM | 681919106 |
| ROK | ROCKWELL AUTOMATION INC | 21,000 | $2.388M | 0.1% | $113.71 * | $88.05 | -4.6% | COM | 773903109 |
| — | KELLOGG CO | 30,000 | $2.297M | 0.1% | $76.57 * | $41.68 | +16.8% | COM | 487836108 |
| — | SPECTRA ENERGY CORP | 75,000 | $2.295M | 0.1% | $30.60 | $26.27 | — | COM | 847560109 |
| PGR | PROGRESSIVE CORP | 65,000 | $2.283M | 0.1% | $35.12 * | $24.04 | 0.0% | COM | 743315103 |
| CLX | CLOROX COMPANY | 18,000 | $2.269M | 0.1% | $126.06 * | $74.21 | +29.5% | COM | 189054109 |
| DTE | DTE ENERGY COMPANY | 25,000 | $2.267M | 0.1% | $90.68 * | $47.24 | +10.0% | COM | 233331107 |
| — | AETNA INC | 20,000 | $2.251M | 0.1% | $112.55 | $77.85 | — | COM | 00817Y108 |
| ETR | ENTERGY CORP | 28,000 | $2.219M | 0.1% | $79.25 * | $24.25 | +2.0% | COM | 29364G103 |
| CAH | CARDINAL HEALTH INC | 27,000 | $2.212M | 0.1% | $81.93 * | $40.23 | +52.1% | COM | 14149Y108 |
| — | NIELSEN HOLDINGS PLC | 42,000 | $2.211M | 0.1% | $52.64 | $52.64 | — | COM | G6518L108 |
| TDG | TRANSDIGM GROUP INC | 10,000 | $2.202M | 0.1% | $220.20 * | $131.65 | +3.7% | COM | 893641100 |
| COR | AMERISOURCEBERGEN CORP | 25,000 | $2.164M | 0.1% | $86.56 * | $59.48 | +11.4% | COM | 03073E105 |
| BXP | BOSTON PROPERTIES INC | 17,000 | $2.16M | 0.1% | $127.06 * | $82.11 | -3.3% | COM | 101121101 |
| PAYX | PAYCHEX INC | 40,000 | $2.16M | 0.1% | $54.00 * | $37.48 | 0.0% | COM | 704326107 |
| — | APACHE CORP | 44,000 | $2.146M | 0.1% | $48.77 | $89.63 | — | COM | 037411105 |
| IP | INTERNATIONAL PAPER CO | 52,000 | $2.135M | 0.1% | $41.06 * | $22.81 | 0.0% | COM | 460146103 |
| DVA | DAVITA HEALTHCARE PARTNER | 29,000 | $2.128M | 0.1% | $73.38 * | $75.29 | -10.3% | COM | 23918K108 |
| — | BANCOLOMBIA S.A. SPONS AD | 60,000 | $2.053M | 0.1% | $34.22 | $57.82 | — | ADR | 05968L102 |
| CHD | CHURCH + DWIGHT CO INC | 22,000 | $2.028M | 0.1% | $92.18 * | $28.57 | +34.3% | COM | 171340102 |
| ZBH | ZIMMER BIOMET HOLDINGS IN | 19,000 | $2.025M | 0.1% | $106.58 * | $89.19 | 0.0% | COM | 98956P102 |
| — | AIRGAS INC | 14,000 | $1.984M | 0.1% | $141.71 | $141.71 | — | COM | 009363102 |
| NTRS | NORTHERN TRUST CORP | 30,000 | $1.955M | 0.1% | $65.17 * | $56.07 | -14.6% | COM | 665859104 |
| CTSH | COGNIZANT TECH SOLUTIONS | 31,000 | $1.944M | 0.1% | $62.71 * | $52.28 | -1.4% | COM | 192446102 |
| TAP | MOLSON COORS BREWING CO | 20,000 | $1.923M | 0.1% | $96.15 * | $70.18 | -0.5% | COM | 60871R209 |
| — | TYCO INTERNATIONAL PLC | 52,000 | $1.909M | 0.1% | $36.71 | $36.71 | — | COM | G91442106 |
| — | GENERAL GROWTH PROPERTIES | 64,000 | $1.902M | 0.1% | $29.72 | $29.72 | — | COM | 370023103 |
| SWK | STANLEY BLACK + DECKER IN | 18,000 | $1.894M | 0.1% | $105.22 * | $66.98 | +12.1% | COM | 854502101 |
| PH | PARKER HANNIFIN CORP | 17,000 | $1.888M | 0.1% | $111.06 * | $85.95 | 0.0% | COM | 701094104 |
| SWKS | SKYWORKS SOLUTIONS INC | 24,000 | $1.869M | 0.1% | $77.88 * | $72.02 | -23.3% | COM | 83088M102 |
| — | MYLAN NV | 40,000 | $1.854M | 0.1% | $46.35 | $59.36 | — | COM | N59465109 |
| HPQ | HP INC | 150,000 | $1.847M | 0.1% | $12.31 * | $9.12 | -15.5% | COM | 40434L105 |
| EFX | EQUIFAX INC | 16,000 | $1.828M | 0.1% | $114.25 * | $90.00 | +6.5% | COM | 294429105 |
| — | CR BARD INC | 9,000 | $1.823M | 0.1% | $202.56 | $202.56 | — | COM | 067383109 |
| HOG | HARLEY DAVIDSON INC | 35,000 | $1.797M | 0.1% | $51.34 * | $65.70 | -33.6% | COM | 412822108 |
| VNO | VORNADO REALTY TRUST | 19,000 | $1.794M | 0.1% | $94.42 | $99.95 | — | COM | 929042109 |
| GPC | GENUINE PARTS CO | 18,000 | $1.788M | 0.1% | $99.33 * | $66.65 | 0.0% | COM | 372460105 |
| — | STARWOOD HOTELS + RESORTS | 21,000 | $1.752M | 0.1% | $83.43 | $83.43 | — | COM | 85590A401 |
| FAST | FASTENAL CO | 34,000 | $1.665M | 0.1% | $48.97 * | $8.38 | 0.0% | COM | 311900104 |
| MTB | M + T BANK CORP | 15,000 | $1.665M | 0.1% | $111.00 * | $93.27 | -12.2% | COM | 55261F104 |
| — | XILINX INC | 35,000 | $1.66M | 0.1% | $47.43 | $44.17 | — | COM | 983919101 |
| — | ST JUDE MEDICAL INC | 30,000 | $1.65M | 0.1% | $55.00 | $64.19 | — | COM | 790849103 |
| GWW | WW GRAINGER INC | 7,000 | $1.633M | 0.1% | $233.29 * | $179.37 | 0.0% | COM | 384802104 |
| VLO | VALERO ENERGY CORP | 25,000 | $1.604M | 0.1% | $64.16 * | $31.49 | +36.1% | COM | 91913Y100 |
| CPB | CAMPBELL SOUP CO | 25,000 | $1.595M | 0.1% | $63.80 * | $35.52 | +21.1% | COM | 134429109 |
| — | RED HAT INC | 21,000 | $1.564M | 0.1% | $74.48 | $54.63 | — | COM | 756577102 |
| — | DISCOVER FINANCIAL SERVIC | 30,000 | $1.528M | 0.1% | $50.93 | $51.97 | — | COM | 254709108 |
| STT | STATE STREET CORP | 26,000 | $1.521M | 0.1% | $58.50 * | $51.11 | -16.6% | COM | 857477103 |
| — | COCA COLA ENTERPRISES | 30,000 | $1.521M | 0.1% | $50.70 | $48.33 | — | COM | 19122T109 |
| AWK | AMERICAN WATER WORKS CO I | 22,000 | $1.516M | 0.1% | $68.91 * | $53.83 | 0.0% | COM | 030420103 |
| AEE | AMEREN CORPORATION | 30,000 | $1.502M | 0.1% | $50.07 * | $34.49 | 0.0% | COM | 023608102 |
| — | SYMANTEC CORP | 80,000 | $1.47M | 0.1% | $18.38 | $18.38 | — | COM | 871503108 |
| KIM | KIMCO REALTY CORP | 50,000 | $1.439M | 0.1% | $28.78 * | $16.61 | 0.0% | COM | 49446R109 |
| KLAC | KLA TENCOR CORP | 19,000 | $1.383M | 0.1% | $72.79 * | $56.58 | 0.0% | COM | 482480100 |
| BF/B | BROWN FORMAN CORP CLASS B | 14,000 | $1.379M | 0.1% | $98.50 * | $31.26 | +3.6% | COM | 115637209 |
| — | HANESBRANDS INC | 48,000 | $1.36M | 0.1% | $28.33 | $28.33 | — | COM | 410345102 |
| — | BAKER HUGHES INC | 31,000 | $1.358M | 0.1% | $43.81 | $63.58 | — | COM | 057224107 |
| CHRW | C.H. ROBINSON WORLDWIDE I | 18,000 | $1.336M | 0.1% | $74.22 * | $54.33 | 0.0% | COM | 12541W209 |
| — | MAXIM INTEGRATED PRODUCTS | 35,000 | $1.287M | 0.1% | $36.77 | $38.00 | — | COM | 57772K101 |
| MAS | MASCO CORP | 40,000 | $1.258M | 0.1% | $31.45 * | $24.50 | -2.9% | COM | 574599106 |
| PNR | PENTAIR PLC | 23,000 | $1.248M | 0.1% | $54.26 * | $27.52 | 0.0% | COM | G7S00T104 |
| DAL | DELTA AIR LINES INC | 25,000 | $1.217M | 0.0% | $48.68 * | $41.37 | 0.0% | COM | 247361702 |
| VRTX | VERTEX PHARMACEUTICALS IN | 15,000 | $1.192M | 0.0% | $79.47 * | $127.58 | -29.1% | COM | 92532F100 |
| — | JUNIPER NETWORKS INC | 44,000 | $1.122M | 0.0% | $25.50 | $27.59 | — | COM | 48203R104 |
| UHS | UNIVERSAL HEALTH SERVICES | 9,000 | $1.122M | 0.0% | $124.67 * | $100.30 | +7.5% | COM | 913903100 |
| — | WHOLE FOODS MARKET INC | 36,000 | $1.12M | 0.0% | $31.11 | $31.11 | — | COM | 966837106 |
| CTAS | CINTAS CORP | 12,000 | $1.077M | 0.0% | $89.75 * | $11.99 | +61.8% | COM | 172908105 |
| — | JUMEI INTERNATIONAL ADR | 158,287 | $1.03M | 0.0% | $6.51 | $23.64 | — | ADR | 48138L107 |
| WYNN | WYNN RESORTS LTD | 11,000 | $1.028M | 0.0% | $93.45 * | $65.22 | 0.0% | COM | 983134107 |
| — | HARRIS CORP | 13,000 | $1.012M | 0.0% | $77.85 | $77.85 | — | COM | 413875105 |
| — | ALEXION PHARMACEUTICALS I | 7,000 | $975K | 0.0% | $139.29 | $185.03 | — | COM | 015351109 |
| VOYA | VOYA FINANCIAL INC | 31,000 | $923K | 0.0% | $29.77 * | $39.39 | -31.1% | COM | 929089100 |
| — | WAGEWORKS INC COMMON STOC | 17,495 | $885K | 0.0% | $50.59 | $50.59 | — | COM | 930427109 |
| W | WAYFAIR INC COMMON STOCK | 15,241 | $659K | 0.0% | $43.24 * | $41.41 | 0.0% | COM | 94419L101 |
| SID | CIA SIDERURGICA NACL SP A | 60,762 | $120K | 0.0% | $1.97 | $2.77 | — | ADR | 20440W105 |