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December 2015 Russell U.S. Index Series

FTSE Russell 1–1

SAMPLE

Russell U.S. Indexes

December 2015

Russell U.S. Index Series%%1%%1%%44,108,136

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Russell U.S. Index Series December 2015

1–2 FTSE Russell

Russell U.S. Indexes - Table of contents

Russell U.S. Indexes

Section – Page No

1–3 Russell US Indexes Performance

1–4 Russell 1000® Indexes Performance


1–6 Russell 2500™ Indexes Performance


1–8 Russell 3000E™ Indexes Performance

1–9 Russell Top 200® Indexes Performance

1–10 Russell Midcap® Indexes Performance

1–11 Russell Small Cap Completeness® Indexes Performance

1–12 Russell Microcap® Indexes Performance


FTSE Russell 1–3

Russell U

.S. Indexes 1–3

Russell U.S. Indexes Performance - USD .

Price Return Total Return MCap Index No of Yld%

P/E

P/B

P/CE

P/S

ROE

Index

MTD% QTD% YTD% Index

MTD% QTD% YTD% USD (mn) Wgt% Stocks

2.22

19.6

3.1

11.1

2.2

15.2

Russell 1000®

2,175.85

-1.97 5.94 -1.09 6,071.18

-1.80 6.50 0.92 20,417,027 92.38 1,033 1.45

36.5

2.4

13.8

1.4

6.8

Russell 2000®

2,822.97

-5.19 3.20 -5.71 5,431.67

-5.02 3.59 -4.41 1,684,777 7.62 1,988 1.53

26.3

2.6

12.2

1.4

9.5

Russell 2500™

1,087.42

-4.25 2.86 -4.32 1,598.20

-4.07 3.28 -2.90 3,842,326 17.38 2,510 2.22

19.6

3.1

11.1

2.2

15.2

Russell 3000®

2,215.66

-2.23 5.72 -1.47 5,976.18

-2.05 6.27 0.48 22,101,804 100.00 3,021 2.22

19.6

3.1

11.1

2.2

15.2

Russell 3000E™

1,757.59

-2.23 5.71 -1.48 2,162.34

-2.05 6.26 0.47 22,145,913 100.20 3,720 2.24

19.4

3.1

11.1

2.2

15.4

Russell Top 200®

855.11

-1.60 7.12 0.16 5,091.64

-1.43 7.73 2.36 14,471,826 65.48 202 1.74

25.5

2.9

11.7

1.7

10.9

Russell Midcap®

4,097.16

-2.87 3.16 -4.02 10,114.31

-2.68 3.62 -2.44 5,945,201 26.90 831 1.34

35.5

2.9

12.6

1.7

7.8

Russell Small Cap Completeness®

2,700.14

-4.19 2.60 -4.75 3,371.92

-4.02 3.00 -3.41 4,040,856 18.28 2,517 1.30

-ve

2.1

23.0

1.2

-1.6

Russell Microcap®

1,580.85

-5.32 3.38 -6.28 1,796.56

-5.16 3.74 -5.16 345,435 1.56 1,668 2.26

19.2

3.1

11.2

2.4

15.7

Russell Top 50® Mega Cap

1,435.36

-0.92 8.71 1.96 1,973.68

-0.78 9.34 4.33 8,778,868 39.72 51

Russell U.S. Indexes Performance Relative To Russell 3000® - USD

bmkCentre4

60

80

100

120

140

160

180

200

Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 1000® Russell 2000® Russell 2500™ Russell 3000®Russell 3000E™ Russell Top 200® Russell Midcap® Russell Small Cap Completeness®Russell Microcap® Russell Top 50® Mega Cap

Russell 1000® TR performance - USD

0.3

-3.0

-2.1

0.0

0.6

-0.7

-2.0

-3.2

1.3

-4 -3 -2 -1 0 1 2

Russell 1000®

Russell 2000®

Russell 2500™

Russell 3000E™

Russell Top 200®

Russell Midcap®


Russell Microcap®


MTD

0.4

-4.3

-2.9

0.0

1.7

-2.6

-3.3

-4.9

3.5

-5 -4 -3 -2 -1 0 1 2 3 4

Russell 1000®

Russell 2000®

Russell 2500™

Russell 3000E™

Russell Top 200®

Russell Midcap®


Russell Microcap®


YTD


1–4 FTSE Russell

Russell 1000® Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



2.22

19.6

3.1

11.1

2.2

15.2

Russell 1000®

2,175.85

-1.97 5.94 -1.09 6,071.18

-1.80 6.50 0.92 20,417,027 100.00 1,033 -

-

-

-

-

-

Russell 1000® Growth

661.26

-1.60 6.88 4.03 934.35

-1.47 7.32 5.67 10,556,021 51.70 644 -

-

-

-

-

-

Russell 1000® Value

595.67

-2.37 4.94 -6.19 1,163.07

-2.15 5.64 -3.83 9,861,006 48.30 691 2.22

19.6

3.1

11.1

2.2

15.2

Russell 1000® Defensive™

1,666.35

-1.10 6.16 0.20 1,877.30

-0.92 6.78 2.54 10,468,803 51.27 462 2.22

19.6

3.1

11.1

2.2

15.2

Russell 1000® Dynamic™

1,571.17

-2.87 5.70 -2.39 1,707.56

-2.70 6.20 -0.71 9,948,224 48.73 828 -

-

-

-

-

-

Russell 1000® Growth-Defensive™

1,753.11

-1.64 6.60 4.08 1,934.45

-1.46 7.12 6.12 5,792,228 28.37 292 -

-

-

-

-

-

Russell 1000® Growth-Dynamic™

1,708.93

-1.56 7.23 3.54 1,812.59

-1.47 7.56 4.73 4,763,793 23.33 504 -

-

-

-

-

-

Russell 1000® Value-Defensive™

1,575.14

-0.42 5.63 -4.00 1,820.51

-0.25 6.37 -1.34 4,676,575 22.91 294 -

-

-

-

-

-

Russell 1000® Value-Dynamic™

1,445.50

-4.05 4.34 -7.78 1,604.06

-3.80 4.98 -5.68 5,184,431 25.39 569

Russell 1000® Indexes Performance Relative To Russell 1000® - USD

bmkCentre8

80

100

120

140

160

180

200

Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 1000® Russell 1000® Growth Russell 1000® ValueRussell 1000® Defensive™ Russell 1000® Dynamic™ Russell 1000® Growth-Defensive™Russell 1000® Growth-Dynamic™ Russell 1000® Value-Defensive™ Russell 1000® Value-Dynamic™


0.4

-0.4

0.9

-0.9

0.3

0.4

1.6

-2.1

-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2









MTD

5.2

-5.2

1.3

-1.3

5.2

4.7

-2.9

-6.8

-8 -6 -4 -2 0 2 4 6









YTD


FTSE Russell 1–5

Russell U

.S. Indexes 1–5



P/E

P/B

P/CE

P/S

ROE

Index



1.45

36.5

2.4

13.8

1.4

6.8

Russell 2000®

2,822.97

-5.19 3.20 -5.71 5,431.67

-5.02 3.59 -4.41 1,684,777 100.00 1,988 -

-

-

-

-

-


4,295.25

-4.84 4.12 -2.05 4,886.02

-4.77 4.32 -1.38 851,506 50.54 1,194 -

-

-

-

-

-


5,022.24

-5.54 2.29 -9.38 8,155.64

-5.27 2.88 -7.47 833,272 49.46 1,351 1.45

36.5

2.4

13.8

1.4

6.8


1,593.56

-4.82 2.99 -1.94 1,740.76

-4.57 3.52 -0.11 895,072 53.13 1,029 1.45

36.5

2.4

13.8

1.4

6.8


1,307.97

-5.62 3.43 -9.68 1,371.75

-5.53 3.67 -8.91 789,705 46.87 1,475 -

-

-

-

-

-


1,762.23

-4.72 2.72 -0.27 1,851.33

-4.61 3.03 0.77 360,336 21.39 526 -

-

-

-

-

-


1,476.33

-4.93 5.18 -3.16 1,504.58

-4.89 5.30 -2.76 491,169 29.15 967 -

-

-

-

-

-


1,447.41

-4.88 3.18 -3.30 1,638.23

-4.55 3.86 -0.91 534,736 31.74 770 -

-

-

-

-

-


1,102.04

-6.71 0.71 -18.50 1,193.88

-6.54 1.14 -17.25 298,536 17.72 945


bmkCentre12

60

80

100

120

140

160

180

200



0.4

-0.4

0.4

-0.4

0.5

0.3

0.3

-1.6

-2 -1.5 -1 -0.5 0 0.5









MTD

3.9

-3.9

4.0

-4.2

5.8

2.7

2.6

-13.6

-15 -10 -5 0 5 10









YTD


1–6 FTSE Russell

Russell 2500™ Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



1.53

26.3

2.6

12.2

1.4

9.5

Russell 2500™

1,087.42

-4.25 2.86 -4.32 1,598.20

-4.07 3.28 -2.90 3,842,326 100.00 2,510 -

-

-

-

-

-

Russell 2500™ Growth

4,873.25

-3.62 3.57 -1.01 5,516.69

-3.53 3.81 -0.19 1,883,862 49.03 1,505 -

-

-

-

-

-

Russell 2500™ Value

5,084.12

-4.84 2.18 -7.45 7,999.74

-4.58 2.78 -5.49 1,958,463 50.97 1,706 1.53

26.3

2.6

12.2

1.4

9.5


1,669.54

-3.92 3.51 0.73 1,824.75

-3.70 4.04 2.57 1,544,750 40.20 1,225 1.53

26.3

2.6

12.2

1.4

9.5


1,427.94

-4.46 2.42 -7.51 1,521.15

-4.32 2.77 -6.33 2,297,576 59.80 1,915 -

-

-

-

-

-


1,806.64

-4.19 3.44 1.53 1,904.33

-4.06 3.78 2.66 657,262 17.11 639 -

-

-

-

-

-


1,567.95

-3.31 3.64 -2.39 1,620.68

-3.25 3.82 -1.72 1,226,600 31.92 1,232 -

-

-

-

-

-


1,551.65

-3.72 3.57 0.00 1,752.20

-3.43 4.23 2.39 887,488 23.10 898 -

-

-

-

-

-


1,286.67

-5.74 1.06 -12.82 1,409.51

-5.51 1.60 -11.13 1,070,976 27.87 1,245

Russell 2500™ Indexes Performance Relative To Russell 2500™ - USD

bmkCentre16

60

80

100

120

140

160

180

200

Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell 2500™ Russell 2500™ Growth Russell 2500™ ValueRussell 2500® Defensive™ Russell 2500® Dynamic™ Russell 2500® Growth-Defensive™Russell 2500® Growth-Dynamic™ Russell 2500® Value-Defensive™ Russell 2500® Value-Dynamic™

Russell 2500™ TR performance - USD

0.7

-0.6

0.3

-0.2

0.1

1.0

0.5

-1.6

-2 -1.5 -1 -0.5 0 0.5 1









MTD

3.5

-3.3

5.3

-3.3

6.1

2.0

4.5

-8.9

-10 -5 0 5 10









YTD


FTSE Russell 1–7

Russell U

.S. Indexes 1–7



P/E

P/B

P/CE

P/S

ROE

Index



2.22

19.6

3.1

11.1

2.2

15.2

Russell 3000®

2,215.66

-2.23 5.72 -1.47 5,976.18

-2.05 6.27 0.48 22,101,804 100.00 3,021 -

-

-

-

-

-


3,939.81

-1.85 6.67 3.54 5,022.99

-1.72 7.09 5.09 11,407,526 51.61 1,838 -

-

-

-

-

-


3,667.80

-2.62 4.73 -6.46 6,049.65

-2.40 5.41 -4.13 10,694,278 48.39 2,042 -

-

-

-

-

-


1,659.95

-1.40 5.91 0.01 1,865.58

-1.22 6.52 2.31 11,363,875 51.42 1,491 -

-

-

-

-

-


1,548.52

-3.08 5.53 -2.97 1,678.26

-2.91 6.01 -1.36 10,737,929 48.58 2,303 -

-

-

-

-

-


1,755.59

-1.82 6.37 3.83 1,930.66

-1.65 6.87 5.81 6,152,564 27.84 818 -

-

-

-

-

-


1,683.23

-1.88 7.03 2.81 1,778.93

-1.80 7.35 3.93 5,254,962 23.78 1,471 -

-

-

-

-

-


1,561.79

-0.90 5.37 -3.99 1,801.70

-0.71 6.11 -1.35 5,211,311 23.58 1,064 -

-

-

-

-

-


1,420.51

-4.20 4.13 -8.44 1,573.80

-3.95 4.77 -6.40 5,482,967 24.81 1,514


bmkCentre20

80

100

120

140

160

180

200



0.4

-0.4

0.8

-0.9

0.4

0.4

1.4

-2.0

-2 -1.5 -1 -0.5 0 0.5 1 1.5









MTD

5.1

-5.1

1.5

-1.5

5.4

4.3

-2.6

-7.1

-8 -6 -4 -2 0 2 4 6









YTD


1–8 FTSE Russell

Russell 3000E™ Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



2.22

19.6

3.1

11.1

2.2

15.2

Russell 3000E™

1,757.59

-2.23 5.71 -1.48 2,162.34

-2.05 6.26 0.47 22,145,913 100.00 3,720 -

-

-

-

-

-

Russell 3000E™ Growth

1,966.54

-1.85 6.66 3.51 2,261.61

-1.72 7.07 5.07 11,428,395 51.60 2,293 -

-

-

-

-

-

Russell 3000E™ Value

1,329.79

-2.62 4.72 -6.45 1,690.94

-2.40 5.41 -4.12 10,717,518 48.40 2,462

Russell 3000E™ Indexes Performance Relative To Russell 3000E™ - USD

bmkCentre24

80

100

120

140

160

180

200

Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15

Russell 3000E™ Russell 3000E™ Growth Russell 3000E™ Value

Russell 3000E™ TR performance - USD

0.4

-0.4

-0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4



MTD

5.1

-5.0

-6 -4 -2 0 2 4 6



YTD


FTSE Russell 1–9

Russell U

.S. Indexes 1–9

Russell Top 200® Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



2.24

19.4

3.1

11.1

2.2

15.4

Russell Top 200®

855.11

-1.60 7.12 0.16 5,091.64

-1.43 7.73 2.36 14,471,826 100.00 202 -

-

-

-

-

-

Russell Top 200® Growth

1,145.48

-1.30 8.15 6.28 1,689.85

-1.15 8.64 8.18 7,576,199 52.35 139 -

-

-

-

-

-

Russell Top 200® Value

933.50

-1.92 6.02 -5.90 1,726.43

-1.74 6.76 -3.41 6,895,626 47.65 132 2.24

19.4

3.1

11.1

2.2

15.4

Russell Top 200® Defensive™

1,653.03

-0.98 6.61 -0.27 1,871.97

-0.83 7.25 2.17 8,598,168 59.41 126 2.24

19.4

3.1

11.1

2.2

15.4

Russell Top 200® Dynamic™

1,617.36

-2.47 7.88 0.92 1,767.78

-2.30 8.43 2.79 5,873,658 40.59 137 -

-

-

-

-

-

Russell Top 200® Growth-Defensive™

1,755.18

-1.52 7.01 4.45 1,951.37

-1.34 7.56 6.65 4,761,051 32.90 92 -

-

-

-

-

-

Russell Top 200® Growth-Dynamic™

1,832.46

-0.92 10.12 8.63 1,961.70

-0.83 10.51 10.05 2,815,149 19.45 90 -

-

-

-

-

-

Russell Top 200® Value-Defensive™

1,548.90

-0.32 6.12 -5.26 1,793.82

-0.18 6.88 -2.60 3,837,117 26.51 81 -

-

-

-

-

-

Russell Top 200® Value-Dynamic™

1,452.31

-3.87 5.90 -6.05 1,615.16

-3.61 6.59 -3.81 3,058,509 21.13 91 2.26

19.2

3.1

11.2

2.4

15.7


1,435.36

-0.92 8.71 1.96 1,973.68

-0.78 9.34 4.33 8,778,868 60.66 51

Russell Top 200® Indexes Performance Relative To Russell Top 200® - USD

bmkCentre28

60

80

100

120

140

160

180

200

Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell Top 200® Russell Top 200® Growth Russell Top 200® Value Russell Top 200® Defensive™Russell Top 200® Dynamic™ Russell Top 200® Growth-Defensive™ Russell Top 200® Growth-Dynamic™ Russell Top 200® Value-Defensive™Russell Top 200® Value-Dynamic™ Russell Top 50® Mega Cap

Russell Top 200® TR performance - USD

0.3

-0.3

0.6

-0.9

0.1

0.7

1.3

-2.3

0.7

-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5










MTD

6.1

-6.0

-0.4

0.8

4.3

8.5

-5.4

-6.2

1.8

-10 -5 0 5 10










YTD


1–10 FTSE Russell

Russell Midcap® Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



1.74

25.5

2.9

11.7

1.7

10.9

Russell Midcap®

4,097.16

-2.87 3.16 -4.02 10,114.31

-2.68 3.62 -2.44 5,945,201 100.00 831 -

-

-

-

-

-

Russell Midcap® Growth

1,592.13

-2.37 3.82 -1.27 2,107.35

-2.26 4.12 -0.20 2,979,821 50.12 505 -

-

-

-

-

-

Russell Midcap® Value

1,607.59

-3.38 2.51 -6.87 2,836.93

-3.10 3.12 -4.78 2,965,380 49.88 559 1.74

25.5

2.9

11.7

1.7

10.9

Russell Midcap® Defensive™

1,736.99

-1.60 4.19 2.43 1,908.45

-1.36 4.70 4.34 1,870,635 31.46 336 1.74

25.5

2.9

11.7

1.7

10.9

Russell Midcap® Dynamic™

1,506.87

-3.44 2.70 -6.73 1,625.71

-3.27 3.13 -5.28 4,074,566 68.54 691 -

-

-

-

-

-

Russell Midcap® Growth-Defensive™

1,745.49

-2.18 4.79 2.17 1,860.78

-2.02 5.16 3.54 1,031,177 17.34 200 -

-

-

-

-

-

Russell Midcap® Growth-Dynamic™

1,580.87

-2.47 3.32 -3.01 1,657.84

-2.38 3.58 -2.09 1,948,645 32.78 414 -

-

-

-

-

-

Russell Midcap® Value-Defensive™

1,730.08

-0.89 3.48 2.47 1,979.06

-0.54 4.16 5.09 839,458 14.12 213 -

-

-

-

-

-

Russell Midcap® Value-Dynamic™

1,436.44

-4.31 2.15 -10.15 1,589.42

-4.06 2.73 -8.23 2,125,922 35.76 478

Russell Midcap® Indexes Performance Relative To Russell Midcap® - USD

bmkCentre32

80

100

120

140

160

180

200

Dec-10 Dec-11 Dec-12 Dec-13 Dec-14 Dec-15Russell Midcap® Russell Midcap® Growth Russell Midcap® ValueRussell Midcap® Defensive™ Russell Midcap® Dynamic™ Russell Midcap® Growth-Defensive™Russell Midcap® Growth-Dynamic™ Russell Midcap® Value-Defensive™ Russell Midcap® Value-Dynamic™

Russell Midcap® TR performance - USD

0.5

-0.5

1.3

-0.6

0.7

0.4

2.0

-1.5

-1.5 -1 -0.5 0 0.5 1 1.5 2









MTD

2.9

-3.0

6.7

-2.8

6.5

1.1

6.8

-6.4

-8 -6 -4 -2 0 2 4 6 8









YTD


FTSE Russell 1–11

Russell U

.S. Indexes 1–11

Russell Small Cap Completeness® Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



1.34

35.5

2.9

12.6

1.7

7.8


2,700.14

-4.19 2.60 -4.75 3,371.92

-4.02 3.00 -3.41 4,040,856 100.00 2,517 -

-

-

-

-

-

Russell Small Cap Completeness® Growth

2,509.88

-3.49 3.41 -1.84 2,759.36

-3.40 3.61 -1.12 2,058,834 50.95 1,514 -

-

-

-

-

-

Russell Small Cap Completeness® Value

2,711.38

-4.92 1.79 -7.88 3,878.37

-4.65 2.37 -5.92 1,982,022 49.05 1,706

Russell Small Cap Completeness® Indexes Performance Relative To Russell Small Cap Completeness® - USD

bmkCentre36

80

100

120

140

160

180

200


Russell Small Cap Completeness® Russell Small Cap Completeness® Growth Russell Small Cap Completeness® Value

Russell Small Cap Completeness® TR performance - USD

0.7

-0.8

-1 -0.5 0 0.5 1



MTD

3.1

-3.3

-4 -3 -2 -1 0 1 2 3 4



YTD


1–12 FTSE Russell

Russell Microcap® Indexes Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



1.30

-ve

2.1

23.0

1.2

-1.6

Russell Microcap®

1,580.85

-5.32 3.38 -6.28 1,796.56

-5.16 3.74 -5.16 345,435 100.00 1,668 -

-

-

-

-

-

Russell Microcap® Growth

1,615.44

-5.95 4.55 -4.27 1,690.99

-5.89 4.70 -3.85 145,281 42.06 1,003 -

-

-

-

-

-

Russell Microcap® Value

1,191.25

-4.86 2.56 -8.10 1,422.10

-4.63 3.07 -6.45 200,154 57.94 1,124

Russell Microcap® Indexes Performance Relative To Russell Microcap® - USD

bmkCentre40

60

80

100

120

140

160

180

200


Russell Microcap® Russell Microcap® Growth Russell Microcap® Value

Russell Microcap® TR performance - USD

-0.7

0.5

-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6



MTD

2.1

-1.9

-2 -1 0 1 2 3



YTD


FTSE Russell 1–13

Russell 1000®

Index 1–13

Russell 1000® Index

December 2015

Russell U.S. Index Series%%2%%1%%44,108,136


http://www.ftse.com/analytics/russell_us_series


1–14 FTSE Russell

Russell 1000® Index - Table of contents

Russell 1000® Index

Section – Page No

1–15 Sector/Subsector Performance

1–16 Top 10 stocks by ICB Industry

1–17 Constituent Report


FTSE Russell 1–15

Russell 1000®

Index 1–15

Russell 1000® Industry/Sector Performance - USD .


P/E

P/B

P/CE

P/S

ROE

Index



3.92

21.1

1.7

6.0

0.9

7.6

Oil & Gas

1,177.74

-10.72 -1.29 -24.07 1,437.98

-10.59 -0.50 -21.82 1,267,339 6.21 76 3.92

20.6

1.6

6.0

0.9

7.7

Oil & Gas Producers

1,316.96

-9.19 1.93 -21.07 1,632.81

-9.11 2.71 -18.77 976,135 4.78 47 3.93

30.7

1.9

7.1

1.6

6.3

Oil Equipment, Services & Distribution

865.57

-16.11 -11.68 -33.32 1,000.13

-15.84 -10.86 -31.25 284,578 1.39 27 -

13.4

1.4

10.2

1.8

10.7

Alternative Energy

88.94

18.77 53.19 38.41 88.94

18.77 53.19 38.41 6,626 0.03 2 2.67

18.0

3.7

9.8

1.3

17.3

Basic Materials

1,402.94

-4.74 8.74 -13.25 1,755.74

-4.43 9.40 -11.21 458,663 2.25 41 2.67

15.8

4.1

10.7

1.4

21.8

Chemicals

2,510.49

-4.82 11.51 -5.18 3,181.45

-4.49 12.17 -2.98 375,354 1.84 26 4.66

17.5

3.4

4.8

0.7

15.5

Forestry & Paper

1,038.02

-9.90 0.21 -27.69 1,400.96

-9.78 1.30 -25.13 18,222 0.09 2 1.96

-7.5

1.2

4.1

0.6

-14.8

Industrial Metals & Mining

528.08

-2.82 -4.91 -42.16 671.46

-2.49 -4.35 -40.76 47,474 0.23 8 0.88

24.3

0.9

4.8

1.4

3.6

Mining

271.46

-2.79 -0.31 -37.95 309.63

-2.70 -0.05 -37.27 17,613 0.09 5 2.63

73.6

3.4

10.7

1.8

7.7

Industrials

1,734.24

-3.17 6.68 -3.57 2,125.26

-3.01 7.23 -1.65 2,447,884 11.99 174 0.97

31.6

4.8

17.1

1.4

14.9

Construction & Materials

1,757.04

-5.21 8.57 7.49 1,988.88

-5.12 8.86 8.54 138,180 0.68 23 2.41

16.8

5.4

11.9

1.3

28.1

Aerospace & Defense

2,417.87

-1.02 7.99 3.61 2,960.14

-1.02 8.54 5.70 471,805 2.31 19 2.81

-ve

2.8

10.2

2.0

2.0

General Industrials

1,221.74

-0.30 13.47 6.22 1,629.19

0.07 14.19 9.01 637,845 3.12 19 2.12

16.5

3.7

12.2

1.6

21.5

Electronic & Electrical Equipment

1,821.83

-4.04 9.39 -5.72 2,060.20

-3.96 9.77 -4.44 165,018 0.81 20 3.47

14.1

3.0

7.8

1.0

19.8

Industrial Engineering

1,729.91

-6.93 0.49 -20.04 2,084.63

-6.73 1.15 -18.21 252,356 1.24 33 2.56

17.6

4.4

10.1

1.6

25.4

Industrial Transportation

1,922.00

-8.15 -4.36 -23.88 2,308.91

-8.09 -3.82 -22.35 289,781 1.42 18 1.53

28.3

5.9

16.4

2.7

23.3

Support Services

2,094.95

-2.83 6.16 2.46 2,461.68

-2.69 6.62 3.94 492,898 2.41 42 3.11

23.5

5.7

15.9

2.4

23.2

Consumer Goods

2,016.44

0.22 5.92 2.56 2,623.37

0.55 6.60 5.16 2,150,888 10.53 106 3.36

12.4

2.2

6.3

0.5

16.2

Automobiles & Parts

1,754.40

-4.16 4.44 -6.59 2,070.42

-3.81 5.11 -4.26 257,558 1.26 14 2.89

28.0

8.1

16.5

3.0

24.4

Beverages

2,383.34

0.16 7.47 8.71 3,099.41

0.45 8.15 11.63 418,432 2.05 9 2.27

16.5

2.5

21.5

1.7

20.3

Food Producers

2,009.87

2.48 5.95 3.33 2,543.17

2.70 6.63 5.50 402,351 1.97 25 3.27

28.0

3.5

15.4

2.7

13.7

Household Goods & Home Construction

1,420.27

2.50 8.20 -4.70 1,816.61

2.55 8.89 -2.36 386,649 1.89 23 0.90

24.4

4.3

17.6

3.4

18.7

Leisure Goods

1,331.69

-1.48 3.57 12.27 1,583.96

-1.46 3.90 13.91 86,696 0.42 13 1.66

30.0

12.0

19.4

3.1

35.7

Personal Goods

2,381.61

-1.46 0.97 -1.58 2,908.76

-1.22 1.38 0.04 310,437 1.52 19 4.24

20.2

-42.1

19.1

5.3

+ve

Tobacco

2,938.44

0.67 8.38 16.55 4,700.76

1.73 9.52 21.84 288,765 1.41 3 2.21

20.5

3.8

16.9

3.3

17.9

Health Care

2,403.03

1.36 8.21 5.59 2,885.65

1.51 8.63 7.18 2,820,511 13.81 92 1.29

24.8

2.8

16.6

1.3

12.7

Health Care Equipment & Services

2,236.40

2.12 6.04 8.91 2,414.57

2.32 6.28 9.90 911,664 4.47 50 2.37

19.9

4.0

17.0

4.7

19.1

Pharmaceuticals & Biotechnology

2,491.33

1.00 9.28 4.10 3,166.10

1.13 9.79 5.95 1,908,847 9.35 42 1.22

29.3

6.2

16.6

1.5

21.3

Consumer Services

2,425.06

-1.21 5.43 6.01 2,781.85

-1.05 5.80 7.44 2,953,966 14.47 155 1.44

22.1

3.3

14.9

0.6

16.0

Food & Drug Retailers

2,283.09

4.16 6.08 4.74 2,647.89

4.20 6.40 6.11 371,928 1.82 11 0.93

43.3

9.8

21.9

1.4

23.3

General Retailers

2,392.05

-0.87 7.19 15.15 2,726.70

-0.69 7.51 16.55 1,193,986 5.85 55 1.54

19.8

3.7

11.0

2.7

18.4

Media

2,404.16

-6.01 1.70 -5.12 2,729.13

-5.78 2.12 -3.81 712,025 3.49 44 1.85

21.3

8.2

15.0

2.8

34.6

Travel & Leisure

2,639.47

0.75 6.11 4.67 3,103.83

0.82 6.52 6.27 676,028 3.31 45 5.16

26.5

2.8

5.8

1.5

11.8

Telecommunications

1,263.46

1.82 5.71 -1.28 1,973.52

1.85 7.03 3.50 467,153 2.29 11 5.20

26.3

2.8

5.8

1.5

11.9

Fixed Line Telecommunications

1,459.68

1.77 6.16 -1.89 2,419.00

1.80 7.58 3.20 437,153 2.14 6 0.02

-ve

2.6

7.6

1.3

-2.1

Mobile Telecommunications

655.70

2.47 -0.50 8.05 670.67

2.52 -0.46 8.23 29,999 0.15 5 3.90

18.1

1.7

6.8

1.9

9.6

Utilities

1,368.18

1.65 0.34 -9.06 1,998.88

1.96 1.32 -5.62 611,961 3.00 45 3.81

17.4

1.8

6.6

1.8

10.9

Electricity

1,269.76

1.86 0.51 -8.86 1,853.31

2.19 1.48 -5.41 438,335 2.15 29 4.16

20.4

1.4

7.3

2.0

6.9

Gas, Water & Multi-utilities

1,670.33

1.13 -0.07 -9.53 2,450.94

1.39 0.91 -6.09 173,626 0.85 16 1.78

13.3

1.3

9.7

2.4

9.5

Financials

849.24

-2.34 5.32 -1.59 1,072.84

-2.10 5.91 0.48 3,849,844 18.86 225 2.17

11.2

1.1

8.4

2.4

9.1

Banks

651.08

-2.55 5.95 -0.68 833.20

-2.44 6.50 1.32 1,179,959 5.78 36 0.47

15.8

1.4

14.4

1.7

9.1

Nonlife Insurance

938.89

-1.40 4.50 -0.48 1,103.22

-1.20 4.81 0.67 699,319 3.43 39 3.06

9.9

1.1

2.9

0.8

11.5

Life Insurance

1,040.61

-7.29 2.65 -7.43 1,275.57

-7.23 3.34 -5.14 161,635 0.79 10 0.08

24.7

3.3

19.7

1.5

14.5

Real Estate Investment & Services

1,020.36

-6.35 3.58 -7.37 1,036.42

-6.35 3.62 -7.31 35,614 0.17 8 3.36

33.3

3.6

19.1

9.1

9.2

Real Estate Investment Trusts

1,161.61

1.18 6.53 -0.21 1,679.38

1.81 7.65 3.87 742,657 3.64 80 1.20

20.6

2.7

13.4

4.4

13.3

Financial Services

1,062.32

-4.17 4.83 -3.14 1,231.69

-3.96 5.31 -1.68 1,030,660 5.05 52 1.81

16.9

4.8

11.6

3.4

26.5

Technology

2,153.36

-2.53 8.31 2.46 2,416.41

-2.50 8.74 4.07 3,388,818 16.60 108 1.50

33.2

5.3

18.4

5.3

15.3

Software & Computer Services

2,549.51

-0.13 14.41 14.76 2,822.57

-0.12 14.72 16.03 1,884,917 9.23 59 2.11

11.5

4.3

8.5

2.5

38.8

Technology Hardware & Equipment

1,845.25

-5.36 1.68 -9.32 2,099.46

-5.29 2.23 -7.46 1,503,901 7.37 49 2.22

19.6

3.1

11.1

2.2

15.2

Russell 1000®

2,175.85

-1.97 5.94 -1.09 6,071.18

-1.80 6.50 0.92 20,417,027 100.00 1,033


1–16 FTSE Russell

Russell 1000® Index - Top 10 stocks by ICB Industry

Oil & Gas

Name Subsector MCap USD mn Wgt% Exxon Mobil Corp Oil & Gas Producers 325,917 25.72 Chevron Oil & Gas Producers 169,168 13.35 Schlumberger Oil Equipment Services & Distribution 88,563 6.99 ConocoPhillips Oil & Gas Producers 57,566 4.54 Occidental Petroleum Oil & Gas Producers 51,933 4.10 Phillips 66 Oil & Gas Producers 44,305 3.50 EOG Resources Oil & Gas Producers 38,859 3.07 Valero Energy Oil & Gas Producers 34,047 2.69 Halliburton Oil Equipment Services & Distribution 28,964 2.29 Marathon Petroleum Oil & Gas Producers 28,163 2.22

bmkCentre3

Basic Materials

Name Subsector MCap USD mn Wgt% Du Pont De Nemours Chemicals 60,289 13.14 Dow Chemical Chemicals 57,594 12.56 LyondellBasell Indus Chemicals 31,774 6.93 Ecolab Chemicals 30,198 6.58 Praxair Chemicals 29,523 6.44 Air Products & Chem. Chemicals 27,943 6.09 PPG Industries Chemicals 26,864 5.86 International Paper Forestry & Paper 15,868 3.46 Alcoa Industrial Metals & Mining 12,926 2.82 Nucor Corp Industrial Metals & Mining 12,861 2.80

Industrials

Name Subsector MCap USD mn Wgt% General Electric General Industrials 292,952 11.97 Boeing Aerospace & Defense 99,986 4.08 3M Company General Industrials 95,557 3.90 United Technologies Aerospace & Defense 85,522 3.49 Honeywell Intl Inc General Industrials 80,961 3.31 Union Pacific Corp Industrial Transportation 68,471 2.80 United Parcel Serv Industrial Transportation 67,510 2.76 Accenture Cl A Support Services 65,640 2.68 Lockheed Martin Corp Aerospace & Defense 58,924 2.41 Danaher Corp General Industrials 55,386 2.26

bmkCentre4

Consumer Goods

Name Subsector MCap USD mn Wgt% Procter & Gamble Household Goods & Home Construction 215,439 10.02 Coca-Cola Beverages 168,457 7.83 Pepsico Beverages 147,487 6.86 Philip Morris Intern Tobacco 136,185 6.33 Altria Group Tobacco 114,473 5.32 Nike Inc Cl B Personal Goods 84,757 3.94 Mondelez Internation Food Producers 72,938 3.39 Colgate-Palmolive Personal Goods 60,262 2.80 Ford Motor Company Automobiles & Parts 55,014 2.56 General Motors Automobiles & Parts 54,661 2.54

Health Care

Name Subsector MCap USD mn Wgt% Johnson & Johnson Pharmaceuticals & Biotechnology 284,847 10.10 Pfizer Pharmaceuticals & Biotechnology 198,770 7.05 Merck & Co Pharmaceuticals & Biotechnology 149,228 5.29 Gilead Sciences Pharmaceuticals & Biotechnology 148,709 5.27 Amgen Corp Pharmaceuticals & Biotechnology 123,423 4.38 Allergan Pharmaceuticals & Biotechnology 122,639 4.35 Bristol Myers Squibb Pharmaceuticals & Biotechnology 114,671 4.07 Unitedhealth Group Health Care Equipment & Services 111,982 3.97 Medtronic plc Health Care Equipment & Services 109,616 3.89 AbbVie Inc Pharmaceuticals & Biotechnology 98,059 3.48

bmkCentre5

Consumer Services

Name Subsector MCap USD mn Wgt% Amazon.Com General Retailers 257,633 8.72 Disney (Walt) Co. Media 178,296 6.04 Home Depot General Retailers 171,790 5.82 Comcast A Media 141,306 4.78 McDonalds Corp Travel & Leisure 113,239 3.83 CVS Health Corporati Food & Drug Retailers 110,317 3.73 Wal-Mart Stores General Retailers 96,828 3.28 Starbucks Travel & Leisure 90,075 3.05 Walgreens Boots Alli Food & Drug Retailers 73,209 2.48 Lowes Cos Inc General Retailers 72,368 2.45

Telecommunications

Name Subsector MCap USD mn Wgt% AT&T Fixed Line Telecommunications 209,466 44.84 Verizon Comms. Fixed Line Telecommunications 188,508 40.35 Level 3 Comms. Fixed Line Telecommunications 15,723 3.37 CenturyLink Fixed Line Telecommunications 14,184 3.04 SBA Communications Mobile Telecommunications 13,602 2.91 T-Mobile US Inc. Mobile Telecommunications 10,739 2.30 Frontier Communicati Fixed Line Telecommunications 5,456 1.17 Zayo Group Holdings Fixed Line Telecommunications 3,817 0.82 Sprint Corporation Mobile Telecommunications 2,689 0.58 Telephone & Data Sys Mobile Telecommunications 2,434 0.52

bmkCentre6

Utilities

Name Subsector MCap USD mn Wgt% Duke Energy Corp Gas Water & Multiutilities 49,369 8.07 NextEra Energy Inc Electricity 46,140 7.54 Southern Co Electricity 42,498 6.94 Dominion Resources Electricity 40,143 6.56 Amer. Elec Power Co Electricity 28,549 4.67 Exelon Corporation Electricity 25,536 4.17 PG & E Corp. Electricity 25,530 4.17 Sempra Energy Gas Water & Multiutilities 23,275 3.80 PPL Corporation Electricity 22,802 3.73 Public Svc Entp Grp Electricity 19,572 3.20

Financials

Name Subsector MCap USD mn Wgt% Wells Fargo & Co. Banks 253,255 6.58 Berkshire Hathaway B Nonlife Insurance 245,575 6.38 JPMorgan Chase & Co Banks 245,043 6.37 Bank of America Banks 176,750 4.59 Citigroup Banks 157,017 4.08 Visa Financial Services 151,799 3.94 MasterCard Cl A Financial Services 97,327 2.53 Goldman Sachs Group Financial Services 77,862 2.02 American Intl Group Nonlife Insurance 76,658 1.99 US Bancorp Banks 71,481 1.86

bmkCentre7

Technology

Name Subsector MCap USD mn Wgt% Apple Inc. Technology Hardware & Equipment 606,406 17.89 Microsoft Corp Software & Computer Services 448,810 13.24 Facebook Class A Software & Computer Services 226,487 6.68 Alphabet Class A Software & Computer Services 224,273 6.62 Alphabet Class C Software & Computer Services 223,232 6.59 Intel Corp Technology Hardware & Equipment 163,431 4.82 Cisco Systems Technology Hardware & Equipment 138,107 4.08 IBM Software & Computer Services 124,964 3.69 Oracle Corp. Software & Computer Services 115,743 3.42 Qualcomm Technology Hardware & Equipment 75,132 2.22


FTSE Russell 1–17

Russell 1000®

Index 1–17

Russell 1000® Index - Constituent Report

.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Oil & Gas Producers 2.22

-4.2

1.8

2.9

1.5

-33.6

Sep 15

2032380

APC 2.53

0.12

Anadarko Petroleum

48.58

508

24,676

-18.9

-19.6

-41.1

7,794

396

-

4.3

1.0

6.1

3.3

29.2

Sep 15

BFD2WR8

AR 0.16

0.01

Antero Resources

21.80

70

1,520

5.8

3.0

-46.3

3,964

81

2.25

-0.8

1.7

1.9

1.2

-97.9

Sep 15

2043962

APA 1.72

0.08

Apache Corp.

44.47

377

16,769

-9.6

13.6

-29.0

4,626

207

0.45

-32.5

3.4

5.7

3.7

-10.0

Sep 15

2162340

COG 0.75

0.04

Cabot Oil & Gas

17.69

414

7,317

-6.1

-19.1

-40.3

8,846

147

1.29

-0.4

0.4

0.4

0.2

-35.7

Sep 15

BRJ3H52

CRC 0.08

0.00

California Resources

2.33

314

733

-43.2

-10.4

-57.7

8,350

21

-

-10.5

-13.8

-74.6

32.9

-

Sep 15

2654364

LNG 0.90

0.04

Cheniere Energy

37.25

237

8,812

-21.7

-22.9

-47.1

4,056

164

7.78

-0.3

2.5

0.6

0.2

-ve

Sep 15

2182779

CHK 0.27

0.01

Chesapeake Energy

4.50

587

2,640

-14.6

-38.6

-77.0

24,563

109

4.76

19.7

1.1

5.3

0.9

5.6

Sep 15

2838555

CVX 17.33

0.83

Chevron

89.96

1,880

169,168

-1.5

14.0

-19.8

11,897

1,071

0.72

-4.9

2.4

5.1

3.5

-43.4

Sep 15

2987521

XEC 0.87

0.04

Cimarex Energy Co

89.38

95

8,453

-24.9

-12.8

-15.7

1,581

155

0.00

-5.3

1.2

-15.0

-

-19.5

Sep 15

B4XH005

CIE 0.20

0.01

Cobalt International

5.40

367

1,980

-26.7

-23.7

-39.3

4,788

31

0.00

61.6

2.0

7.0

4.5

3.4

Sep 15

B1YWRK7

CXO 1.23

0.06

Concho Resources

92.86

129

11,992

-15.1

-5.5

-6.9

2,004

196

6.34

-56.4

1.3

3.3

1.1

-2.0

Sep 15

2685717

COP 5.90

0.28

ConocoPhillips

46.69

1,233

57,566

-13.6

-2.6

-32.4

10,067

492

0.00

-85.1

1.8

2.4

2.0

-2.1

Sep 15

B1XGWS3

CLR 0.20

0.01

Continental Resource

22.98

86

1,970

-36.7

-20.7

-40.1

6,960

182

5.08

20.1

3.2

7.9

0.4

15.6

Sep 15

B23PS12

CVI 0.06

0.00

CVR Energy

39.35

16

615

-17.6

-4.1

1.7

344

14

0.00

-0.2

0.3

0.6

0.3

-83.8

Sep 15

2418474

DNR 0.07

0.00

Denbury Rsc De

2.02

357

721

-45.4

-17.2

-75.2

13,163

32

3.00

-1.3

1.1

2.1

0.7

-61.3

Sep 15

2480677

DVN 1.35

0.06

Devon Energy

32.00

411

13,155

-30.4

-13.7

-47.7

7,679

260

-

-16.7

2.2

11.9

8.9

-14.3

Sep 15

B7Y8YR3

FANG 0.46

0.02

Diamondback Energy

66.90

67

4,452

-14.3

3.6

11.9

1,242

89

0.20

-11.2

0.9

2.8

2.4

-8.5

Sep 15

2012672

EGN 0.33

0.02

Energen Corp

40.99

79

3,229

-30.9

-17.8

-35.7

1,071

52

0.95

-10.2

2.9

4.7

2.2

-24.5

Sep 15

2318024

EOG 3.98

0.19

EOG Resources

70.79

549

38,859

-15.2

-2.8

-23.1

4,687

354

0.00

1.8

0.3

0.5

0.4

15.3

Sep 15

BJ04CK8

EPE 0.02

0.00

EP Energy

4.38

34

149

-22.6

-15.0

-58.0

2,412

10

0.23

38.6

1.5

5.5

3.4

4.3

Sep 15

2319414

EQT 0.81

0.04

EQT Corporation

52.13

152

7,942

-8.9

-19.5

-31.1

2,278

117

3.75

16.3

1.9

6.5

0.9

11.4

Sep 15

2326618

XOM 33.39

1.60

Exxon Mobil Corp

77.95

4,181

325,917

-4.5

4.8

-15.7

16,730

1,302

0.00

-9.4

0.9

6.9

4.0

-11.2

Sep 15

2398684

GPOR 0.27

0.01

Gulfport Energy

24.57

108

2,657

-3.3

-17.2

-41.1

2,428

55

2.06

-11.2

0.7

2.8

1.3

-5.3

Sep 15

2023748

HES 1.25

0.06

Hess Corp.

48.48

252

12,223

-17.8

-3.2

-34.3

3,598

186

3.31

13.0

1.3

8.1

0.4

9.7

Sep 15

B5VX1H6

HFC 0.75

0.04

HollyFrontier

39.89

183

7,296

-17.0

-18.3

6.4

2,568

112

-

59.6

1.6

4.1

2.3

2.7

Sep 15

B53HHH8

KOS 0.08

0.00

Kosmos Energy

5.20

158

820

-22.5

-6.8

-38.0

2,283

13

0.00

-1.6

1.6

3.5

2.2

-85.5

Sep 15

B7DX5X2

LPI 0.10

0.00

Laredo Petroleum

7.99

123

984

-26.6

-15.3

-22.8

3,345

29

1.59

-17.6

0.4

1.6

0.8

-7.6

Sep 15

2910970

MRO 0.87

0.04

Marathon Oil Corp

12.59

675

8,498

-28.1

-18.2

-55.5

12,968

184

2.47

8.0

2.3

7.3

0.3

29.9

Sep 15

B3K3L40

MPC 2.89

0.14

Marathon Petroleum

51.84

543

28,163

-11.2

11.9

14.9

5,583

293

0.00

13.5

4.1

6.9

3.7

39.2

Sep 15

BMSKRF9

MRD 0.15

0.01

Memorial Resource De

16.15

89

1,435

-0.9

-8.1

-10.4

1,636

24

6.24

-3.0

0.6

1.2

0.7

-17.1

Sep 15

2611206

MUR 0.41

0.02

Murphy Oil Corp

22.45

178

3,995

-21.4

-7.2

-55.6

3,728

87

-

-2.3

2.6

4.0

2.3

-83.8

Sep 15

2635079

NFX 0.54

0.03

Newfield Expl

32.56

163

5,301

-14.9

-1.0

20.1

3,452

118

2.19

-ve

1.1

4.6

2.8

-0.1

Sep 15

2640761

NBL 1.45

0.07

Noble Energy

32.93

429

14,131

-10.2

9.1

-30.6

4,417

146

4.44

-8.5

1.7

5.0

2.7

-18.6

Sep 15

2655408

OXY 5.32

0.25

Occidental Petroleum

67.61

768

51,933

-10.6

2.2

-16.1

5,542

384

3.26

-ve

2.5

4.3

0.2

-0.8

Sep 15

B7F4TJ7

PBF 0.36

0.02

PBF Energy

36.81

97

3,559

-9.1

30.4

38.2

1,848

68

2.74

9.3

1.9

9.6

0.3

21.0

Sep 15

B78C4Y8

PSX 4.54

0.22

Phillips 66

81.80

542

44,305

-10.6

6.5

14.1

3,246

275

0.06

24.2

2.1

7.8

4.3

9.6

Sep 15

2690830

PXD 1.92

0.09

Pioneer Natural Res

125.38

149

18,719

-13.4

3.1

-15.8

2,774

370

0.60

4.3

0.6

2.5

0.7

-15.5

Sep 15

B60X657

QEP 0.24

0.01

QEP Resources

13.40

177

2,367

-15.2

6.9

-33.7

3,783

49

0.65

-36.8

1.3

4.2

2.0

-3.6

Sep 15

2523334

RRC 0.43

0.02

Range Resources

24.61

169

4,161

-13.9

-23.4

-54.0

6,476

155

0.00

15.9

0.9

7.2

3.8

7.1

Sep 15

BJ2SP10

RICE 0.08

0.00

Rice Energy Inc

10.90

73

795

-19.1

-32.5

-48.0

3,667

36

0.51

6.0

0.6

0.9

0.5

10.8

Sep 15

2764188

SM 0.14

0.01

SM Energy

19.66

67

1,326

-33.1

-38.6

-49.0

2,520

56

-

-1.3

0.6

1.2

0.7

-49.0

Sep 15

2828619

SWN 0.28

0.01

Southwestern Energy

7.11

385

2,734

-21.1

-44.0

-73.9

21,960

144

13.45

26.4

1.0

1.8

0.2

6.9

Sep 15

B55PZY3

TRGP 0.16

0.01

Targa Resources Corp

27.06

56

1,516

-31.1

-47.5

-74.5

2,213

63

1.90

7.8

2.4

8.2

0.3

33.3

Sep 15

2884569

TSO 1.36

0.06

Tesoro

105.37

126

13,259

-8.5

8.4

41.7

1,913

204

2.83

7.0

1.6

5.7

0.3

23.1

Sep 15

2041364

VLO 3.49

0.17

Valero Energy

70.71

482

34,047

-1.6

17.7

42.8

5,765

406

-

-0.8

0.4

1.0

0.6

-54.4

Sep 15

2168003

WLL 0.20

0.01

Whiting Petroleum

9.44

204

1,927

-42.8

-38.2

-71.4

13,218

147

0.00

60.8

0.3

1.0

0.5

2.2

Sep 15

B40PCD9

WPX 0.14

0.01

WPX Energy

5.74

235

1,347

-33.1

-13.3

-50.6

9,161

58

3.92

20.6

1.6

6.0

0.9

7.7

976,135

-9.19

1.93

-21.07

Oil Equipment Services & Distribution

1.47

-73.1

1.1

6.2

0.8

-1.5

Sep 15

2072085

BHI 7.05

0.10

Baker Hughes Inc

46.15

435

20,060

-14.6

-11.3

-17.7

5,171

250

-

19.2

2.7

10.9

1.2

4.4

Sep 15

2222233

CAM 4.25

0.06

Cameron Internationa

63.20

191

12,097

-7.5

3.1

26.5

2,001

130

1.25

29.2

3.0

15.9

5.8

7.9

Sep 15

BZ03VL1

CPGX 2.81

0.04

Columbia Pipeline Gr

20.00

400

7,997

4.3

9.3

-

5,091

98

2.37

41.7

0.7

3.1

1.0

1.6

Sep 15

2261021

DO 0.48

0.01

Diamond Offshore Dlg

21.10

64

1,355

-6.8

22.0

-42.5

2,384

51

-

11.2

1.7

9.1

2.4

15.8

Sep 15

2116767

DRQ 0.81

0.01

Dril-Quip

59.23

39

2,307

-6.1

1.7

-22.8

410

25

3.90

-1.5

0.4

2.0

0.9

-20.5

Sep 15

B4VLR19

ESV 1.27

0.02

Ensco CL A

15.39

234

3,606

-10.1

9.3

-48.6

6,010

93

0.00

13.1

2.6

6.7

0.8

19.6

Sep 15

2763561

FTI 2.35

0.03

FMC Technologies Inc

29.01

231

6,699

-14.7

-6.4

-38.1

3,077

94

3.59

24.4

2.1

6.6

2.2

8.8

Sep 15

BCRY5H0

FI 0.20

0.00

Franks International

16.69

35

577

-1.2

8.9

0.4

402

6

11.40

-10.1

0.8

-45.4

19.4

-8.3

Sep 15

2367963

GLNG 0.50

0.01

Golar LNG Ltd.

15.79

90

1,420

-42.3

-43.4

-56.7

2,688

48

2.12

+ve

1.9

5.9

0.9

1.7

Sep 15

2405302

HAL 10.18

0.14

Halliburton

34.04

851

28,964

-14.6

-3.7

-13.5

13,476

491

5.14

13.7

1.2

4.7

1.8

8.6

Sep 15

2420101

HP 1.81

0.03

Helmerich & Payne

53.55

96

5,163

-8.1

13.3

-20.6

2,210

118

13.67

31.1

0.9

7.2

2.1

4.5

Sep 15

B3NQ4P8

KMI 9.36

0.13

Kinder Morgan

14.92

1,786

26,641

-36.7

-46.1

-64.7

66,574

1,112

2.82

-2.5

0.6

2.2

0.4

-20.4

Sep 15

2963372

NBR 0.99

0.01

Nabors Industries

8.51

330

2,811

-15.8

-9.9

-34.4

7,445

67

5.49

9.3

0.7

3.7

0.6

6.8

Sep 15

2624486

NOV 4.56

0.06

Natl Oilwell Varco

33.49

388

12,990

-10.3

-11.0

-48.9

5,872

204

5.69

52.2

0.4

1.5

0.8

0.9

Sep 15

BFG3KF2

NE 0.90

0.01

Noble Corporation

10.55

242

2,553

-20.5

-3.3

-36.3

6,949

83

0.00

-7.1

1.0

9.7

0.4

-13.1

Sep 15

BMH0MV1

DNOW 0.60

0.01

NOW Inc.

15.82

107

1,696

-13.9

6.9

-38.5

1,271

21

2.88

12.1

2.3

5.0

1.0

17.0

Sep 15

2655583

OII 1.30

0.02

Oceaneering Intl

37.52

99

3,705

-14.2

-4.5

-36.2

1,078

42


1–18 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Oil Equipment Services & Distribution 4.18

17.4

1.6

6.4

2.1

9.1

Sep 15

2657802

OGE 1.84

0.03

OGE Energy

26.29

200

5,247

0.7

-3.9

-25.9

1,522

39

2.65

-12.3

0.8

2.4

0.7

-6.5

Sep 15

2672537

PTEN 0.78

0.01

Patterson-UTI Energy

15.08

147

2,214

-7.0

14.8

-9.1

4,177

63

2.36

-5.9

0.5

3.5

1.2

-7.3

Sep 15

B840261

RDC 0.74

0.01

Rowan Companies plc

16.95

125

2,115

-16.6

5.0

-27.3

2,849

52

1.26

+ve

2.6

5.1

1.1

1.6

Sep 15

2719456

RES 0.24

0.00

RPC

11.95

57

687

-9.8

35.0

-8.4

1,771

22

2.87

26.1

2.3

7.5

1.8

8.6

Sep 15

2779201

SLB 31.12

0.43

Schlumberger

69.75

1,270

88,563

-9.6

1.1

-18.3

8,337

597

+ve

1.5

0.2

1.1

0.3

10.8

Jun 15

B0HWHV8

SDRL 0.45

0.01

SeaDrill Ltd.

3.39

374

1,267

-44.2

-42.5

-71.6

9,121

41

6.18

20.6

2.2

6.4

2.7

9.6

Sep 15

B1L60G9

SE 5.65

0.08

Spectra Energy

23.94

671

16,072

-8.6

-8.9

-34.0

8,765

205

2.38

-1.3

0.8

2.3

0.4

-46.1

Sep 15

2806109

SPN 0.71

0.01

Superior Energy Serv

13.47

150

2,027

-14.0

6.7

-33.2

2,615

37

-

-5.2

1.1

3.8

0.4

-18.5

Sep 15

BLNN369

WFT 2.28

0.03

Weatherford Intl

8.39

775

6,500

-22.4

-1.1

-26.7

11,554

105

9.96

41.9

2.6

8.2

2.5

5.7

Sep 15

2967181

WMB 6.76

0.09

Williams Cos

25.70

749

19,248

-29.7

-30.3

-42.8

14,568

383

3.93

30.7

1.9

7.1

1.6

6.3

284,578

-16.11

-11.68

-33.32

Alternative Energy

-

11.6

1.2

9.6

2.0

11.3

Sep 15

B1HMF22

FSLR 75.23

0.02

First Solar Inc

65.99

76

4,985

16.8

54.4

48.0

2,751

168

-

54.4

2.7

14.2

1.4

5.2

Sep 15

B59DK93

SPWR 24.77

0.01

SunPower Corporation

30.01

55

1,641

25.3

49.8

16.2

2,550

67

-

13.4

1.4

10.2

1.8

10.7

6,626

18.77

53.19

38.41

Chemicals

2.49

21.8

3.8

12.6

2.8

17.5

Sep 15

2011602

APD 7.44

0.14

Air Products & Chem.

130.11

215

27,943

-5.0

2.0

-9.8

1,572

209

1.74

27.1

5.2

13.4

1.9

18.7

Sep 15

2011561

ARG 2.50

0.05

Airgas Inc

138.32

68

9,399

0.1

54.8

20.1

1,305

179

2.07

44.3

2.0

14.5

2.6

6.2

Sep 15

2046853

ALB 1.67

0.03

Albemarle

56.01

112

6,284

4.6

27.0

-6.9

1,144

60

1.52

22.5

2.3

5.9

1.3

5.8

Sep 15

B0BVFJ5

ASH 1.73

0.03

Ashland Inc

102.70

63

6,493

-8.8

2.1

-14.2

575

61

2.36

19.8

5.4

10.5

0.9

24.3

Oct 15

2066408

AVY 1.52

0.03

Avery Dennison Corp

62.66

91

5,703

-5.0

10.8

20.8

718

46

0.00

+ve

6.1

16.1

1.4

4.8

Sep 15

BSFWCF5

AXTA 0.72

0.01

Axalta Coating Syste

26.65

101

2,688

-8.2

5.2

2.4

1,612

44

2.15

-7.7

2.1

7.0

0.9

-21.2

Sep 15

2162500

CBT 0.69

0.01

Cabot Corp

40.88

63

2,595

-6.1

29.5

-6.8

417

17

1.78

19.1

3.6

10.4

1.5

18.3

Sep 15

B05MZT4

CE 2.75

0.05

Celanese

67.33

153

10,318

-4.8

13.8

12.3

664

45

2.94

10.4

2.3

7.8

2.0

21.2

Sep 15

B0G4K50

CF 2.56

0.05

CF Industries Holdin

40.81

235

9,604

-11.6

-9.1

-25.1

2,431

104

10.82

12.9

11.3

1.6

0.2

3.7

Sep 15

BZ0CTP8

CC 0.26

0.00

Chemours Company

5.36

181

970

-14.2

-17.2

-

2,377

13

3.57

12.3

2.9

9.3

1.0

19.4

Sep 15

2278719

DOW 15.34

0.28

Dow Chemical

51.48

1,119

57,594

-1.2

21.4

12.9

14,832

785

2.28

20.2

5.4

11.7

1.7

20.6

Sep 15

2018175

DD 16.06

0.30

Du Pont De Nemours

66.60

905

60,289

-1.1

38.2

-5.2

7,219

496

2.73

13.6

2.6

6.8

1.1

19.0

Sep 15

2298386

EMN 2.67

0.05

Eastman Chemical

67.51

149

10,036

-7.1

4.3

-11.0

1,112

77

1.22

30.2

5.0

17.0

2.4

15.6

Sep 15

2304227

ECL 8.05

0.15

Ecolab

114.38

264

30,198

-4.0

4.2

9.4

1,085

126

1.69

6.8

2.5

9.8

1.3

3.9

Sep 15

2328603

FMC 1.39

0.03

FMC Corp

39.13

134

5,225

-8.9

15.4

-31.4

1,262

50

-

50.5

27.8

-4.7

2.2

36.4

Sep 15

2232685

GRA 1.93

0.04

Grace (WR)

99.59

73

7,247

1.4

7.0

4.4

468

45

4.40

54.7

1.7

3.3

0.2

2.9

Sep 15

B0650B9

HUN 0.62

0.01

Huntsman

11.37

205

2,330

-9.2

17.3

-50.1

4,554

50

1.87

22.5

6.1

17.7

3.1

26.5

Sep 15

2464165

IFF 2.58

0.05

Intl Flavours & Frag

119.64

81

9,677

-0.3

15.9

18.0

430

51

3.59

9.1

5.5

7.9

1.0

55.1

Sep 15

B3SPXZ3

LYB 8.47

0.16

LyondellBasell Indus

86.90

366

31,774

-9.3

4.2

9.5

3,491

312

3.99

7.7

1.0

4.7

1.0

11.7

Sep 15

B3NPHP6

MOS 2.56

0.05

Mosaic Company

27.59

348

9,613

-12.8

-11.3

-39.6

5,592

166

1.68

19.3

12.1

15.7

2.0

54.4

Sep 15

B01CGF1

NEU 0.86

0.02

NewMarket

380.73

9

3,237

-7.8

6.6

-5.7

48

18

0.00

-13.9

1.3

29.3

3.2

-9.1

Sep 15

BJ62YZ5

PAH 0.45

0.01

PLATFORM SPECIALTY P

12.83

132

1,694

2.1

1.4

-44.7

4,689

57

1.46

22.8

5.2

15.7

1.7

21.0

Sep 15

2698470

PPG 7.16

0.13

PPG Industries

98.82

272

26,864

-6.5

12.7

-14.5

1,241

125

2.79

20.7

6.9

9.7

2.4

26.4

Sep 15

2699291

PX 7.87

0.14

Praxair

102.40

288

29,523

-9.2

0.5

-21.0

1,563

166

2.50

23.5

4.5

13.7

1.3

18.5

Nov 15

2756174

RPM 1.56

0.03

RPM Inc

44.06

133

5,870

-6.2

5.2

-13.1

689

31

1.34

9.9

2.2

7.3

1.6

23.7

Sep 15

B01ZP20

WLK 0.58

0.01

Westlake Chemical

54.32

40

2,186

-9.5

4.7

-11.1

534

30

2.67

15.8

4.1

10.7

1.4

21.8

375,354

-4.82

11.51

-5.18

Forestry & Paper

4.33

17.4

0.9

4.8

0.5

5.5

Sep 15

B1T84Z4

UFS 12.92

0.01

Domtar Corp

36.95

64

2,354

-10.1

3.4

-8.1

503

19

4.67

17.5

3.6

4.8

0.7

16.2

Sep 15

2465254

IP 87.08

0.08

International Paper

37.70

421

15,868

-9.9

-0.2

-29.6

3,277

127

4.66

17.5

3.4

4.8

0.7

15.5

18,222

-9.90

0.21

-27.69

Industrial Metals & Mining

1.22

23.9

1.0

4.5

0.5

4.3

Sep 15

2021805

AA 27.23

0.06

Alcoa

9.87

1,310

12,926

5.4

2.2

-37.5

26,775

249

2.84

-9.5

0.5

5.6

0.3

-5.0

Sep 15

2526117

ATI 2.59

0.01

Allegheny Tech

11.25

109

1,229

-11.2

-20.7

-67.6

2,882

34

0.00

-0.7

0.7

1.2

0.4

-67.7

Sep 15

2352118

FCX 16.20

0.04

Freeport-McMorRan

6.77

1,136

7,692

-17.2

-30.1

-70.8

47,875

334

3.72

20.3

1.7

7.3

0.6

8.1

Oct 15

2651086

NUE 27.09

0.06

Nucor Corp

40.30

319

12,861

-2.8

7.3

-17.8

2,480

100

2.76

12.4

1.1

7.2

0.4

8.3

Sep 15

2729068

RS 9.06

0.02

Reliance Steel & Alu

57.91

74

4,302

-1.5

7.2

-5.5

458

26

0.61

20.0

3.7

13.8

3.5

18.0

Sep 15

2823777

SCCO 6.28

0.01

Southern Copper Corp

26.12

114

2,981

1.5

-2.2

-7.4

1,552

40

3.08

55.1

1.4

7.0

0.5

2.6

Sep 15

2849472

STLD 9.10

0.02

Steel Dynamics

17.87

242

4,321

2.8

4.0

-9.5

2,974

51

2.51

-4.9

0.4

0.8

0.1

-6.6

Sep 15

2824770

X 2.45

0.01

United States Steel

7.98

146

1,163

-1.1

-23.4

-70.2

10,522

86

1.96

-7.5

1.2

4.1

0.6

-14.8

47,474

-2.82

-4.91

-42.16

Mining

3.51

14.1

4.1

10.5

2.0

29.1

Sep 15

2202763

CMP 14.39

0.01

Compass Minerals Int

75.27

34

2,534

-10.5

-4.0

-13.3

265

21

0.51

-5.4

0.4

2.3

0.5

-6.6

Sep 15

2413758

CNX 10.26

0.01

Consol Energy

7.90

229

1,808

0.3

-19.4

-76.6

11,105

83

0.56

19.8

0.8

4.5

1.3

4.4

Sep 15

2636607

NEM 54.04

0.05

Newmont Mining

17.99

529

9,518

-2.3

11.9

-4.8

7,021

131

2.41

-ve

1.0

14.7

8.6

-0.5

Sep 15

2755706

RGLD 13.42

0.01

Royal Gold

36.47

65

2,364

1.4

-22.4

-41.8

783

29

2.77

43.1

1.1

13.8

5.6

3.4

Sep 15

B4WHL92

TAHO 7.89

0.01

Tahoe Resources Inc.

8.67

160

1,390

-1.6

12.0

-37.5

894

8

0.88

24.3

0.9

4.8

1.4

3.6

17,613

-2.79

-0.31

-37.95

Construction & Materials

0.22

42.4

7.0

36.8

3.7

18.0

Nov 15

2818461

AYI 7.35

0.05

Acuity Brands Inc

233.80

43

10,154

1.3

33.2

66.9

409

95

-

-29.2

1.3

7.8

0.3

-4.3

Sep 15

B1VZ431

ACM 3.27

0.02

AECOM

30.03

150

4,516

-5.7

9.2

-1.1

947

29


FTSE Russell 1–19

Russell 1000®

Index 1–19


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Construction & Materials -

24.9

3.2

10.0

1.0

12.0

Sep 15

B1FT462

AWI 1.30

0.01

Armstrong World Indu

45.73

39

1,791

-8.0

-4.2

-10.5

472

22

0.72

-13.8

2.0

5.0

0.4

-13.6

Sep 15

2200530

CBI 2.76

0.02

Chicago Bridge & Iro

38.99

98

3,819

-8.8

-1.7

-7.1

1,291

51

0.66

18.2

2.8

11.2

2.8

16.7

Sep 15

2191399

EXP 2.20

0.01

Eagle Materials Com

60.43

50

3,036

-12.5

-11.7

-20.5

620

39

1.78

9.9

2.2

6.4

0.3

20.8

Sep 15

2696838

FLR 5.01

0.03

Fluor Corporation

47.22

147

6,921

-2.8

11.5

-22.1

1,608

75

1.01

32.3

3.7

22.0

2.2

11.3

Sep 15

B3MC7D6

FBHS 6.40

0.04

Fortune Brands Home

55.50

159

8,848

1.0

16.9

22.6

1,212

67

0.00

17.1

1.2

9.5

0.4

6.9

Oct 15

2469052

JEC 3.81

0.03

Jacobs Engineering G

41.95

126

5,268

-5.0

12.1

-6.1

1,015

44

1.89

-2.3

2.5

-ve

0.4

-65.3

Sep 15

B1HHB18

KBR 1.77

0.01

KBR

16.92

144

2,441

-13.0

1.6

-0.2

1,218

22

1.15

25.6

57.9

19.6

1.7

74.3

Sep 15

2442053

LII 3.66

0.02

Lennox Intl Inc

124.90

40

5,053

-8.1

10.2

31.4

403

53

1.17

33.7

2.1

23.4

3.1

6.2

Sep 15

2572079

MLM 6.67

0.05

Martin Merietta Mate

136.58

67

9,217

-13.2

-10.1

23.8

690

101

1.34

25.5

-59.9

14.3

1.1

77.1

Sep 15

2570200

MAS 7.14

0.05

Masco Corp

28.30

349

9,865

-5.4

12.4

27.7

3,302

96

4.09

-6.0

1.5

4.9

0.8

-5.1

Sep 15

2547323

MDU 2.58

0.02

MDU Resources

18.32

195

3,568

5.2

6.5

-22.0

1,808

31

1.45

21.6

1.5

9.7

1.0

6.7

Sep 15

B1FW7Q2

OC 4.02

0.03

Owens Corning

47.03

118

5,549

0.4

12.2

31.3

1,127

53

-

8.1

1.0

4.5

0.4

5.1

Sep 15

2150204

PWR 2.26

0.02

Quanta Services

20.25

154

3,123

-8.2

-16.4

-28.7

3,385

70

1.03

24.6

24.8

20.2

2.2

84.6

Sep 15

2804211

SHW 15.21

0.10

Sherwin-Williams

259.60

81

21,021

-6.0

16.5

-1.3

585

156

0.99

43.3

7.8

37.7

4.7

18.3

Sep 15

2816023

AOS 4.12

0.03

Smith (AO)

76.61

74

5,687

-3.9

17.5

35.8

565

44

0.00

46.4

1.4

20.6

0.8

2.7

Sep 15

BZ0P3W2

BLD 0.86

0.01

TopBuild

30.77

39

1,192

1.0

-0.6

-

474

14

-

27.9

6.8

14.8

0.9

19.7

Sep 15

2910602

USG 1.61

0.01

USG Corp

24.29

92

2,225

0.9

-8.8

-13.2

1,824

43

1.41

22.2

2.4

9.0

0.8

9.5

Sep 15

2926825

VMI 1.81

0.01

Valmont Inds

106.02

24

2,497

-9.6

11.7

-16.5

213

23

1.59

16.5

7.7

14.6

1.5

42.8

Oct 15

2926739

VAL 4.88

0.03

Valspar Cp

82.95

81

6,740

-1.8

15.4

-4.1

585

49

0.42

74.0

2.9

35.6

4.2

4.1

Sep 15

2931205

VMC 9.12

0.06

Vulcan Materials

94.97

133

12,599

-7.5

6.5

44.5

1,027

100

2.39

25.8

4.3

16.9

1.0

17.1

Sep 15

2943039

WSO 2.21

0.01

Watsco Inc

117.13

26

3,049

-7.9

-1.1

9.5

184

22

0.97

31.6

4.8

17.1

1.4

14.9

138,180

-5.21

8.57

7.49

Aerospace & Defense

1.79

26.8

50.5

7.9

1.7

11.2

Sep 15

2089427

BEAV 0.95

0.02

B/E Aerospace

42.37

106

4,498

-8.3

-3.5

-27.0

1,370

59

2.52

17.3

14.4

12.1

1.1

52.8

Sep 15

2108601

BA 21.19

0.49

Boeing

144.59

692

99,986

-0.6

10.4

11.2

3,603

522

0.76

+ve

10.7

10.5

1.2

6.7

Sep 15

BZ0W624

BWXT 0.72

0.02

BWX Technologies

31.77

107

3,399

4.3

20.5

46.5

670

21

1.57

16.1

2.4

13.9

2.6

15.0

Sep 15

2344717

FLIR 0.83

0.02

Flir Systems

28.07

140

3,933

-8.1

0.3

-13.1

859

25

2.01

15.0

4.0

13.7

1.4

24.7

Oct 15

2365161

GD 8.49

0.20

General Dynamics Cp

137.36

292

40,048

-6.2

-0.4

-0.2

1,457

205

0.86

18.6

3.7

13.4

2.4

20.3

Sep 15

2416779

HXL 0.95

0.02

Hexcel

46.45

96

4,476

-1.4

3.5

12.0

444

21

1.58

14.7

4.0

9.9

0.9

25.8

Sep 15

B40SSC9

HII 1.31

0.03

Huntington Ingalls I

126.85

49

6,169

-3.1

18.4

12.8

247

32

2.18

72.6

2.0

8.2

0.8

2.5

Sep 15

2247366

LLL 2.09

0.05

L-3 Comms Hldgs

119.51

82

9,843

-2.4

14.3

-5.3

581

70

3.04

18.7

23.7

14.0

1.5

96.8

Sep 15

2522096

LMT 12.49

0.29

Lockheed Martin Corp

217.15

271

58,924

-0.9

4.7

12.8

1,314

286

1.69

16.9

6.0

12.6

1.4

26.1

Sep 15

2648806

NOC 7.30

0.17

Northrop Grumman Cp

188.81

182

34,436

1.3

13.8

28.1

1,168

219

1.16

26.1

3.0

14.4

1.7

4.2

Mar 15

BVGC686

OA 1.15

0.03

Orbital ATK

89.34

61

5,406

4.0

24.3

68.9

348

31

0.05

24.1

2.8

13.4

3.2

11.6

Sep 15

2699514

PCP 6.80

0.16

Precision Castparts

232.01

138

32,071

0.2

1.0

-3.7

894

207

2.15

18.1

3.7

13.7

1.7

19.0

Sep 15

2758051

RTN 8.05

0.19

Raytheon

124.53

305

37,999

0.4

14.0

15.1

1,753

221

1.43

17.8

6.5

12.5

2.3

36.9

Sep 15

2767228

COL 2.59

0.06

Rockwell Collins

92.30

132

12,208

-0.4

12.8

9.3

581

53

-

15.6

3.8

9.1

1.2

27.0

Oct 15

B1HMMS7

SPR 1.50

0.03

Spirit AeroSystems H

50.07

142

7,091

-4.5

3.6

16.3

913

45

0.19

16.8

2.4

10.1

0.8

14.8

Oct 15

2885937

TXT 2.47

0.06

Textron

42.01

278

11,664

-1.5

11.6

-0.2

1,368

57

-

27.6

-11.8

22.4

4.5

-

Sep 15

B11FJK3

TDG 2.58

0.06

TransDigm

228.45

53

12,172

-2.6

7.6

16.3

365

83

0.40

11.7

0.9

4.5

0.5

7.3

Sep 15

2893071

TGI 0.42

0.01

Triumph Group

39.75

49

1,959

-0.7

-5.5

-40.9

896

33

2.66

14.7

2.8

10.0

1.3

18.2

Sep 15

2915500

UTX 18.13

0.42

United Technologies

96.07

890

85,522

0.0

8.0

-16.5

5,776

547

2.41

16.8

5.4

11.9

1.3

28.1

471,805

-1.02

7.99

3.61

General Industrials

2.72

18.6

7.6

13.8

2.9

35.1

Sep 15

2595708

MMM 14.98

0.47

3M Company

150.64

634

95,557

-3.8

6.3

-8.3

2,785

424

1.65

23.0

3.9

12.6

1.8

15.4

Sep 15

2045247

ATR 0.71

0.02

Aptargroup

72.65

63

4,548

-2.5

10.1

8.7

200

15

0.71

33.0

9.6

11.8

1.2

26.8

Sep 15

2073022

BLL 1.57

0.05

Ball Corp

72.73

138

10,026

4.8

16.9

6.7

1,387

98

2.51

17.8

3.4

10.3

1.0

17.1

Sep 15

2090173

BMS 0.68

0.02

Bemis Company

44.69

97

4,355

-5.2

12.9

-1.2

620

28

1.35

19.9

2.4

16.6

1.8

12.8

Sep 15

2176318

CSL 0.90

0.03

Carlisle Cos Inc

88.69

65

5,772

0.3

1.5

-1.7

423

38

-

20.6

50.0

9.9

0.8

+ve

Sep 15

2427986

CCK 1.11

0.03

Crown Holdings

50.70

139

7,059

-2.3

10.8

-0.4

552

28

0.58

19.1

2.7

17.3

3.2

10.7

Oct 15

2250870

DHR 8.68

0.27

Danaher Corp

92.88

596

55,386

-3.6

9.0

8.4

2,832

266

4.23

12.0

1.6

11.0

1.1

12.7

Sep 15

B8KQN82

ETN 3.81

0.12

Eaton Corp PLC

52.04

467

24,308

-10.5

1.4

-23.4

3,948

208

2.95

-40.0

2.6

9.5

2.0

-0.7

Sep 15

2380498

GE 45.93

1.43

General Electric

31.15

9,405

292,952

4.0

23.5

23.3

51,862

1,579

1.56

19.7

3.8

7.4

1.0

19.5

Sep 15

B2Q8249

GPK 0.66

0.02

Graphic Packaging Ho

12.83

329

4,220

-6.1

0.3

-5.8

2,777

36

2.30

17.6

4.5

16.7

2.0

24.7

Sep 15

2020459

HON 12.69

0.40

Honeywell Intl Inc

103.57

782

80,961

-0.4

9.4

3.7

3,304

338

1.30

9.3

2.4

11.9

1.2

23.2

Sep 15

B6Y9SW2

ITT 0.51

0.02

ITT

36.32

89

3,240

-8.5

8.6

-10.2

653

24

-

-39.0

3.7

3.0

0.4

-5.5

Sep 15

2662862

OI 0.44

0.01

Owens-Illinois

17.42

161

2,809

-9.7

-15.9

-35.5

1,847

33

3.49

14.5

3.8

7.4

1.1

27.0

Sep 15

2504566

PKG 0.97

0.03

Packaging Corp of Am

63.05

98

6,173

-7.3

4.8

-19.2

790

51

2.60

14.2

2.7

9.6

1.0

16.2

Sep 15

2671501

PH 2.11

0.07

Parker-Hannifin

96.98

139

13,449

-7.3

-0.3

-24.8

1,212

119

1.17

31.8

19.9

-29.6

1.1

31.3

Sep 15

2232793

SEE 1.38

0.04

Sealed Air

44.60

197

8,805

-1.7

-4.9

5.1

1,828

80

1.19

19.1

5.1

8.4

0.8

24.0

Sep 15

2809324

SLGN 0.34

0.01

Silgan Hldg Inc

53.72

41

2,182

-1.1

3.2

0.2

302

16

3.43

16.6

2.8

8.7

0.8

15.7

Sep 15

2821395

SON 0.65

0.02

Sonoco Products

40.87

101

4,124

-6.7

8.3

-6.5

595

25

1.64

23.4

1.0

8.8

1.0

6.4

Sep 15

BYR0914

WRK 1.87

0.06

WestRock Company

45.62

261

11,919

-9.9

-11.3

-

1,926

88

2.81

-ve

2.8

10.2

2.0

2.0

637,845

-0.30

13.47

6.22

Electronic & Electrical Equipment

1.10

34.6

3.3

8.5

3.4

9.3

Oct 15

2520153

A 8.44

0.07

Agilent Technologies

41.81

333

13,923

0.0

21.8

2.1

2,717

111

0.61

53.6

+ve

23.4

3.0

-

Sep 15

BFRT3W7

ALLE 3.82

0.03

Allegion PLC

65.92

96

6,307

-1.9

14.3

18.9

595

39


1–20 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Electronic & Electrical Equipment 0.67

21.0

3.8

16.8

3.2

17.9

Sep 15

2089212

AME 7.84

0.06

Ametek Inc

53.59

242

12,943

-5.1

2.4

1.8

1,514

82

1.07

21.4

5.1

18.1

3.0

24.7

Sep 15

2145084

APH 9.78

0.08

Amphenol Corp A

52.23

309

16,135

-5.1

2.5

-2.9

977

52

-

11.2

1.2

6.8

0.2

10.8

Sep 15

2051404

ARW 3.14

0.03

Arrow Electronics

54.18

96

5,184

-4.2

-2.0

-6.4

462

26

1.59

9.8

1.2

6.4

0.2

12.2

Oct 15

2066505

AVT 3.53

0.03

Avnet

42.84

136

5,819

-5.5

0.4

-0.4

902

40

0.83

14.7

3.5

20.5

5.9

15.1

Oct 15

2208288

CGNX 1.78

0.01

Cognex Corp

33.77

87

2,942

-9.0

-1.7

-18.3

457

16

3.97

11.6

3.9

10.2

1.4

29.8

Sep 15

2313405

EMR 19.37

0.16

Emerson Electric

47.83

668

31,965

-4.3

8.3

-22.5

5,157

243

2.49

22.4

3.4

15.0

2.0

14.9

Sep 15

BDFG6S3

HUBB 3.54

0.03

Hubbell

101.04

58

5,846

1.8

18.9

-5.4

285

28

-

19.7

3.9

17.1

6.1

21.1

Sep 15

2698782

IPGP 1.87

0.02

IPG Photonics

89.16

35

3,080

-2.2

17.4

19.0

303

27

1.37

12.8

1.9

4.9

0.2

15.2

Nov 15

2471789

JBL 2.73

0.02

Jabil Circuit

23.29

194

4,513

-9.0

4.1

6.7

2,828

69

0.00

9.3

3.7

9.4

1.7

49.5

Oct 15

BQZJ0Q9

KEYS 2.90

0.02

Keysight Technologie

28.33

169

4,788

-8.0

-8.1

-16.1

759

22

-

26.5

15.8

21.9

3.7

48.9

Sep 15

2126249

MTD 5.75

0.05

Mettler-Toledo

339.13

28

9,485

-1.1

19.1

12.1

161

54

2.65

34.4

3.5

16.8

2.9

9.9

Sep 15

2645078

NATI 1.95

0.02

National Instruments

28.69

112

3,226

-8.6

3.2

-7.7

235

7

0.52

34.3

2.9

17.3

2.7

8.5

Oct 15

2305844

PKI 3.67

0.03

Perkinelmer Inc

53.57

113

6,064

0.8

16.6

22.5

662

34

1.57

57.1

1.3

7.8

0.8

2.2

Oct 15

2730082

RBC 1.59

0.01

Regal Beloit

58.52

45

2,622

-9.2

3.7

-22.2

228

14

0.53

28.2

3.7

20.9

5.4

13.8

Sep 15

2749602

ROP 11.56

0.09

Roper Technologies

189.79

101

19,078

-1.9

21.1

21.4

394

74

-

35.1

2.4

11.8

2.2

6.7

Oct 15

2903958

TRMB 3.37

0.03

Trimble Navigation

21.45

259

5,565

-6.3

30.6

-19.2

1,523

34

-

7.8

1.0

5.1

0.2

12.9

Sep 15

2416973

WCC 1.17

0.01

WESCO International

43.68

44

1,931

-9.1

-6.0

-42.7

720

31

-

-19.8

3.9

35.1

2.2

-18.3

Oct 15

2989356

ZBRA 2.18

0.02

Zebra Technologies

69.65

52

3,603

-13.2

-9.0

-10.0

704

50

2.12

16.5

3.7

12.2

1.6

21.5

165,018

-4.04

9.39

-5.72

Industrial Engineering

1.06

13.8

1.3

5.9

0.4

8.4

Sep 15

2010278

AGCO 1.36

0.02

AGCO Corp

45.39

76

3,443

-9.7

-2.7

0.4

1,183

56

2.32

20.1

3.6

7.8

2.1

17.1

Sep 15

B4PZ892

ALSN 1.84

0.02

Allison Transmission

25.89

180

4,652

-7.4

-3.0

-23.6

1,182

31

0.00

-47.1

1.4

10.3

0.6

-

-

BZ0W7V0

BW 0.44

0.01

Babcock & Wilcox Ent

20.87

53

1,116

9.0

24.2

-

422

8

4.53

13.4

2.5

5.3

0.7

17.0

Sep 15

2180201

CAT 16.26

0.20

Caterpillar

67.96

604

41,024

-6.5

4.0

-25.8

6,373

432

-

14.2

0.9

6.0

0.6

6.3

Sep 15

B2RB4W9

CFX 0.93

0.01

Colfax

23.35

100

2,345

-13.7

-21.9

-54.7

1,351

33

2.76

12.6

2.5

11.5

0.9

18.6

Sep 15

2231897

CR 0.91

0.01

Crane Co

47.84

48

2,302

-8.0

2.6

-18.5

332

16

4.43

9.3

2.0

8.3

0.8

21.7

Sep 15

2240202

CMI 6.32

0.08

Cummins

88.01

181

15,957

-12.3

-18.9

-39.0

3,488

316

3.15

12.9

3.7

7.2

0.9

24.5

Oct 15

2261203

DE 10.09

0.12

Deere & Co

76.27

334

25,464

-4.1

3.1

-13.8

3,255

254

2.37

19.9

5.2

12.5

1.6

23.4

Oct 15

2276467

DCI 1.55

0.02

Donaldson Co Inc

28.66

137

3,913

-8.7

2.1

-25.8

859

25

2.74

10.8

2.7

8.7

1.2

17.0

Sep 15

2278407

DOV 3.90

0.05

Dover Corp

61.31

160

9,833

-7.0

7.2

-14.5

1,674

105

1.71

15.5

3.3

7.9

1.1

19.7

Sep 15

2288406

FLS 2.24

0.03

Flowserve Cp

42.08

134

5,658

-9.0

2.3

-29.7

1,038

44

3.57

8.8

1.4

3.8

1.2

15.8

Sep 15

2362128

GMT 0.74

0.01

GATX Corp

42.55

44

1,868

-8.1

-3.6

-26.1

370

16

1.67

11.8

6.3

14.8

3.3

53.2

Sep 15

2380443

GGG 1.68

0.02

Graco Inc

72.07

59

4,229

-4.5

7.5

-10.1

287

21

1.67

21.2

4.1

15.8

2.7

18.3

Sep 15

2456612

IEX 2.37

0.03

IDEX Corp

76.61

78

5,971

-2.8

7.4

-1.6

339

26

2.37

17.7

6.6

19.0

2.3

29.7

Sep 15

2457552

ITW 10.99

0.14

Illinois Tool Wks

92.68

299

27,732

-1.4

12.6

-2.1

1,574

146

2.10

22.3

2.6

14.3

1.4

11.5

Sep 15

B633030

IR 5.80

0.07

Ingersoll-Rand

55.29

265

14,636

-5.8

8.9

-12.8

2,001

111

0.32

-1.1

0.9

4.6

0.4

-55.3

Oct 15

2781905

JOY 0.49

0.01

Joy Global Inc

12.61

97

1,228

-17.9

-15.5

-72.9

5,688

72

4.17

-3.6

1.2

5.5

0.6

-26.0

Sep 15

2488121

KMT 0.60

0.01

Kennametal Inc

19.20

79

1,522

-34.4

-22.9

-46.4

1,986

41

2.47

24.4

3.7

10.1

1.3

12.9

Sep 15

2516851

LECO 1.55

0.02

Lincoln Electric Hld

51.89

76

3,922

-8.1

-1.0

-24.9

444

24

0.52

39.3

2.7

8.1

0.5

6.4

Sep 15

2562047

MTW 0.83

0.01

Manitowoc Co

15.35

136

2,090

-9.2

2.3

-30.5

2,469

37

1.50

18.5

5.9

13.2

2.3

27.0

Oct 15

2641838

NDSN 1.55

0.02

Nordson Cp

64.15

61

3,902

-11.6

1.9

-17.7

417

28

1.95

13.3

1.6

8.1

0.5

11.8

Sep 15

2663520

OSK 1.21

0.01

Oshkosh

39.04

78

3,053

-11.0

7.5

-19.8

751

30

4.98

10.1

2.3

7.5

0.9

22.8

Sep 15

2665861

PCAR 6.66

0.08

Paccar

47.40

355

16,817

-6.0

-6.4

-28.2

2,736

132

2.58

17.9

2.0

9.5

1.3

10.9

Sep 15

BLS09M3

PNR 3.53

0.04

Pentair plc

49.53

180

8,898

-12.6

-3.0

-25.4

1,578

82

2.83

16.8

6.2

12.7

2.2

33.6

Sep 15

2754060

ROK 5.47

0.07

Rockwell Automation

102.61

135

13,809

-3.6

1.1

-7.7

1,002

104

16.08

-3.5

1.1

2.2

0.1

-8.7

Sep 15

2787185

SPXC 0.15

0.00

SPX Corp

9.33

41

383

-15.5

-21.7

-56.9

721

7

0.00

13.0

0.9

4.6

0.4

5.9

Sep 15

BYMN2T7

FLOW 0.45

0.01

SPX FLOW

27.91

41

1,145

-16.9

-18.9

-

423

12

1.30

9.6

1.1

3.9

0.3

10.1

Sep 15

2884224

TEX 0.77

0.01

Terex Corp

18.48

105

1,942

-9.8

3.0

-33.7

1,106

22

3.64

+ve

1.8

6.5

0.8

0.4

Sep 15

2892807

TKR 0.88

0.01

Timken Co

28.59

78

2,221

-11.3

4.0

-33.0

685

20

1.64

19.9

8.7

15.0

1.7

46.3

Oct 15

2897040

TTC 1.61

0.02

Toro Co

73.07

56

4,068

-5.2

3.6

14.5

325

25

1.83

5.2

1.1

4.1

0.6

22.4

Sep 15

2904627

TRN 1.47

0.02

Trinity Inds

24.02

155

3,722

-11.5

6.0

-14.2

1,776

44

0.45

17.7

3.5

16.0

2.3

20.6

Sep 15

2955733

WAB 2.72

0.03

Wabtec

71.12

97

6,871

-11.2

-19.2

-18.1

1,083

79

1.54

20.3

3.2

15.4

1.7

15.2

Sep 15

B3P2CN8

XYL 2.62

0.03

Xylem Inc.

36.50

181

6,620

-2.2

11.1

-4.1

962

35

3.47

14.1

3.0

7.8

1.0

19.8

252,356

-6.93

0.49

-20.04

Industrial Transportation

0.60

14.1

1.2

4.8

3.2

8.6

Sep 15

B3XS562

AL 1.19

0.02

Air Lease

33.48

103

3,434

-0.4

8.3

-2.4

846

28

2.77

18.0

7.9

15.8

0.7

46.1

Sep 15

2116228

CHRW 3.12

0.04

C.H. Robinson Ww

62.02

146

9,045

-8.0

-8.5

-17.2

2,320

145

2.77

12.7

2.2

7.5

2.0

17.5

Sep 15

2160753

CSX 8.85

0.13

CSX Corp

25.95

988

25,638

-8.7

-3.5

-28.4

9,122

238

1.60

19.0

4.6

18.1

1.3

23.6

Sep 15

2325507

EXPD 2.98

0.04

Expeditors Intl Wash

45.10

191

8,626

-7.1

-4.1

1.1

1,978

92

0.67

35.0

2.8

7.3

0.9

7.9

Nov 15

2142784

FDX 14.59

0.21

Fedex Corporation

148.99

284

42,277

-6.0

3.5

-14.2

2,391

359

-

14.2

1.3

6.5

2.0

9.6

Sep 15

2374060

GWR 1.05

0.01

Genesee & Wyoming A

53.69

57

3,043

-22.5

-9.1

-40.3

1,002

55

1.15

20.0

6.7

10.8

1.4

34.9

Sep 15

2445416

JBHT 2.33

0.03

Hunt (JB) Transport

73.36

92

6,748

-6.2

2.7

-12.9

845

63

1.77

16.9

2.1

9.0

3.2

12.9

Sep 15

2607647

KSU 2.85

0.04

Kansas City Southern

74.67

111

8,254

-17.9

-17.8

-38.8

2,101

161

-

11.7

1.3

5.1

1.1

10.8

Sep 15

2493534

KEX 1.01

0.01

Kirby Corp

52.62

56

2,936

-18.5

-15.1

-34.8

798

44

0.55

17.2

5.3

14.0

0.8

30.4

Sep 15

2503994

LSTR 0.90

0.01

Landstar Sys

58.65

44

2,605

-6.0

-7.6

-17.9

472

27

6.23

-47.8

1.9

23.1

4.3

-4.1

Sep 15

B1Z4VB1

MIC 1.73

0.02

Macquarie Infrastruc

72.60

69

5,017

-3.2

-2.8

2.1

917

64

2.79

15.0

2.1

8.2

2.2

13.8

Sep 15

2641894

NSC 8.90

0.13

Norfolk Sthn Corp

84.59

305

25,787

-11.0

10.7

-22.8

2,195

196


FTSE Russell 1–21

Russell 1000®

Index 1–21


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Industrial Transportation -

16.7

3.1

11.5

1.8

19.7

Sep 15

2656423

ODFL 1.42

0.02

Old Dominion Freight

59.07

70

4,123

-7.3

-3.2

-23.9

747

45

2.89

12.7

1.6

2.2

0.5

12.3

Sep 15

2760669

R 1.05

0.01

Ryder System

56.83

53

3,030

-13.8

-23.2

-38.8

978

57

22.29

23.6

0.8

1.6

0.4

3.0

Sep 15

2933795

TK 0.16

0.00

Teekay

9.87

47

460

-64.5

-66.7

-80.6

4,024

43

2.81

13.1

3.2

8.7

2.8

24.1

Sep 15

2914734

UNP 23.63

0.34

Union Pacific Corp

78.20

876

68,471

-6.8

-11.5

-34.4

6,654

520

3.03

22.5

46.2

16.4

1.5

+ve

Sep 15

2517382

UPS 23.30

0.33

United Parcel Serv

96.23

702

67,510

-6.6

-2.5

-13.4

3,465

345

0.62

13.5

1.5

10.0

0.1

11.0

Sep 15

2469450

INT 0.96

0.01

World Fuel Services

38.46

72

2,776

-11.8

7.4

-18.0

395

16

2.56

17.6

4.4

10.1

1.6

25.4

289,781

-8.15

-4.36

-23.88

Support Services

2.11

24.7

12.7

19.2

2.3

53.4

Nov 15

B4BNMY3

ACN 13.32

0.32

Accenture Cl A

104.50

628

65,640

-2.5

6.4

17.0

2,514

266

2.55

19.1

1.9

3.5

1.6

9.8

Sep 15

B7XWRM2

ADT 1.15

0.03

ADT Corporation

32.98

171

5,649

-7.0

10.3

-9.0

1,674

57

-

35.6

8.7

11.7

3.2

31.3

Sep 15

2762030

ADS 3.48

0.08

Alliance Data System

276.57

62

17,161

-3.6

6.8

-3.3

329

91

2.50

26.2

8.4

19.0

3.6

27.1

Sep 15

2065308

ADP 8.07

0.19

Automatic Data Proc.

84.72

470

39,778

-1.8

5.4

1.6

1,572

134

1.69

21.3

17.0

16.3

0.9

99.1

Sep 15

B5367T7

BAH 0.64

0.02

Booz Allen Hamilton

30.85

102

3,138

1.3

17.7

16.3

886

27

2.23

22.1

6.9

15.9

2.4

30.4

Sep 15

B1VP7R6

BR 1.31

0.03

Broadridge Financial

53.73

120

6,441

-2.3

-2.9

16.3

774

42

1.15

15.4

5.1

16.5

2.2

19.9

Nov 15

2197137

CTAS 1.66

0.04

Cintas Corp

91.05

90

8,198

-0.6

6.2

16.1

543

49

-

33.8

2.1

5.9

0.7

5.8

Sep 15

2202473

CLH 0.50

0.01

Clean Harbors

41.65

59

2,443

-3.8

-5.3

-13.3

405

17

-

28.5

3.0

10.7

2.1

10.6

Sep 15

B5541Y2

CLGX 0.62

0.01

CoreLogic

33.86

90

3,055

-8.1

-9.1

7.2

436

16

-

-ve

4.4

53.4

11.6

-0.8

Sep 15

2262864

CSGP 1.36

0.03

CoStar Group

206.69

32

6,699

-1.2

19.4

12.6

147

30

6.46

-ve

3.3

6.2

1.2

-1.3

Sep 15

2255778

CVA 0.36

0.01

Covanta Holding

15.49

114

1,773

-4.1

-11.2

-29.6

1,677

26

7.07

30.7

4.7

4.0

0.3

12.9

Sep 15

2276605

RRD 0.62

0.02

Donnelley (Rr) & Son

14.72

209

3,071

-8.5

1.1

-12.4

1,395

21

2.74

22.7

6.6

20.3

3.2

28.4

Sep 15

2332262

FAST 2.43

0.06

Fastenal Co

40.82

294

11,999

0.6

11.5

-14.2

2,448

98

1.72

23.8

2.6

12.4

2.7

11.3

Sep 15

2769796

FIS 3.49

0.08

Fidelity Natl Infor

60.60

283

17,178

-4.8

-9.7

-2.6

2,361

148

0.00

-11.2

-2.7

2.8

0.3

-

Sep 15

BYX3ZN1

FDC 0.58

0.01

First Data Corp

16.02

180

2,882

-4.6

-

-

3,175

51

0.00

29.7

7.3

17.3

4.1

22.2

Sep 15

2342034

FISV 4.39

0.11

Fiserv Inc

91.46

237

21,657

-5.0

5.6

28.9

1,315

123

0.00

31.2

4.4

29.5

10.9

18.5

Sep 15

B4R28B3

FLT 2.66

0.06

Fleetcor Technologie

142.93

92

13,122

-7.0

3.9

-3.9

562

81

-

24.0

4.1

17.2

2.3

17.5

Sep 15

B23DBK6

G 0.81

0.02

Genpact

24.98

159

3,974

-0.9

5.8

32.0

887

22

0.06

29.0

10.7

14.8

3.0

34.5

Aug 15

2712013

GPN 1.74

0.04

Global Payments Inc

64.51

133

8,574

-8.9

12.5

59.8

2,473

167

2.31

16.6

5.4

11.3

1.3

26.6

Sep 15

2380863

GWW 2.58

0.06

Grainger (W W)

202.59

63

12,720

1.0

-5.8

-20.5

728

144

-

11.8

-47.5

13.9

0.7

-

Nov 15

BBL5981

HDS 1.04

0.03

HD Supply

30.03

170

5,119

-5.1

4.9

1.8

2,165

65

1.28

29.7

6.5

17.3

5.0

22.0

Sep 15

2469193

JKHY 1.30

0.03

Henry (Jack) & Assoc

78.06

82

6,383

-1.7

12.1

25.6

495

39

0.00

40.4

3.6

28.4

7.1

18.3

Sep 15

BVV9XH0

INOV 0.09

0.00

Inovalon Holdings

17.00

25

431

-8.4

-18.4

-

594

11

-

-ve

6.9

62.6

13.3

-4.1

Sep 15

B3ZVCQ8

LNKD 5.00

0.12

LinkedIn

225.08

109

24,628

-7.4

18.4

-2.0

1,105

259

1.90

15.0

2.4

10.0

0.3

14.6

Sep 15

2562490

MAN 1.26

0.03

ManpowerGroup

84.29

74

6,205

-6.6

2.9

23.6

689

59

3.06

16.9

2.8

11.6

1.3

17.5

Nov 15

2567655

MSM 0.54

0.01

MSC Industrial A

56.27

48

2,679

-8.8

-7.8

-30.7

400

23

3.18

26.4

10.4

21.7

7.0

39.5

Nov 15

2674458

PAYX 3.48

0.08

Paychex

52.89

324

17,160

-2.5

11.0

14.6

2,314

123

0.00

38.2

3.3

17.4

5.4

14.0

Sep 15

BYW36M8

PYPL 8.92

0.22

PayPal Holdings

36.20

1,215

43,977

2.7

16.6

-

7,231

258

2.73

24.3

2.0

8.4

1.7

8.0

Sep 15

2262530

RSG 2.16

0.05

Republic Services

43.99

242

10,666

0.1

6.8

9.3

1,716

75

1.70

18.0

6.2

15.8

1.3

35.2

Sep 15

2110703

RHI 1.29

0.03

Robert Half Intl

47.14

135

6,367

-7.9

-7.9

-19.3

1,257

60

0.00

37.9

3.8

22.4

4.0

13.2

Sep 15

2860826

SRCL 2.08

0.05

Stericycle Inc

120.60

85

10,257

-0.1

-13.4

-8.0

981

116

0.80

25.8

4.9

16.8

3.8

20.3

Sep 15

2897697

TSS 1.67

0.04

Total System Service

49.80

165

8,229

-11.0

9.6

46.6

1,790

95

0.47

20.9

3.0

13.0

2.5

14.2

Sep 15

B5VW407

TW 1.81

0.04

Towers Watson & Co

128.46

69

8,905

2.9

17.9

22.2

517

68

0.00

-ve

4.1

28.5

3.9

-2.9

Sep 15

BYMWL86

TRU 0.18

0.00

TransUnion

27.57

33

896

7.8

9.8

-

330

9

2.57

24.2

3.3

11.0

1.3

12.0

Sep 15

BQRQXQ9

TYC 2.72

0.07

Tyco International

31.89

421

13,427

-9.7

-4.7

-27.3

3,101

101

-

11.0

4.5

3.5

1.2

36.8

Sep 15

2134781

URI 1.43

0.03

United Rentals

72.54

97

7,034

-7.8

20.8

-28.9

1,803

128

0.00

58.1

10.7

17.5

3.7

19.0

Sep 15

B6X55Y2

VNTV 1.38

0.03

Vantiv

47.42

143

6,798

-10.0

5.6

39.8

2,172

108

0.00

26.5

9.9

25.0

7.4

48.4

Sep 15

B4P9W92

VRSK 2.64

0.06

Verisk Analytics

76.88

169

12,998

2.6

4.0

20.0

1,157

88

1.03

-79.7

3.6

12.8

3.3

-4.2

Sep 15

2248240

WCN 1.42

0.03

Waste Connections

56.32

124

6,976

3.3

15.9

28.0

711

39

2.89

22.3

4.6

9.2

1.7

20.2

Sep 15

2937667

WM 4.96

0.12

Waste Mgmt Inc

53.37

458

24,434

-0.7

7.1

4.0

2,116

112

-

26.5

3.2

11.8

4.2

12.3

Sep 15

B8383P2

WEX 0.69

0.02

WEX

88.40

39

3,417

-6.2

1.8

-10.6

235

21

2.63

30.0

1.2

4.4

0.6

5.0

Sep 15

2985202

XRX 2.18

0.05

Xerox Corp

10.63

1,012

10,762

0.8

9.2

-23.3

9,371

97

1.53

28.3

5.9

16.4

2.7

23.3

492,898

-2.83

6.16

2.46

Automobiles & Parts

1.20

15.5

2.6

8.5

1.2

16.8

Sep 15

2111955

BWA 3.80

0.05

BorgWarner

43.23

226

9,781

1.3

3.9

-21.3

1,560

66

1.17

15.0

10.4

11.7

1.4

51.2

Sep 15

B783TY6

DLPH 9.61

0.12

Delphi Automotive PL

85.73

289

24,754

-2.4

12.7

17.9

1,750

149

4.26

11.7

2.0

4.4

0.4

17.8

Sep 15

2615468

F 21.36

0.27

Ford Motor Company

14.09

3,904

55,014

-1.7

3.8

-9.1

26,775

376

4.23

9.8

1.5

5.4

0.3

13.9

Sep 15

B665KZ5

GM 21.22

0.27

General Motors

34.01

1,607

54,661

-6.0

13.3

-2.6

10,987

384

2.12

15.5

2.8

12.2

3.4

19.0

Sep 15

2366799

GNTX 1.83

0.02

Gentex Corp

16.01

294

4,710

-4.3

3.3

-11.4

2,035

33

2.86

18.3

4.1

14.3

0.8

21.3

Sep 15

2367480

GPC 5.08

0.06

Genuine Parts

85.89

152

13,072

-5.2

3.6

-19.4

593

51

0.86

3.1

2.1

+ve

0.5

93.8

Sep 15

2378200

GT 3.42

0.04

Goodyear Tire & Rub

32.67

270

8,818

-6.3

11.4

14.4

2,743

91

2.73

11.1

3.4

7.3

1.4

26.8

Sep 15

2411053

HOG 3.38

0.04

Harley-Davidson

45.39

192

8,709

-7.2

-17.3

-31.1

2,224

103

2.94

16.6

2.5

15.6

0.7

13.5

Sep 15

2476803

JCI 10.04

0.13

Johnson Controls

39.49

655

25,859

-14.2

-4.5

-18.3

3,749

154

0.81

12.0

3.3

9.1

0.5

26.1

Sep 15

B570P91

LEA 3.71

0.05

Lear Corp

122.83

78

9,551

-2.4

12.9

25.2

580

72

-

22.1

3.0

17.2

1.3

14.3

Sep 15

2971029

LKQ 3.50

0.04

LKQ

29.63

304

9,013

0.5

4.5

5.4

1,371

39

-

-46.1

23.7

+ve

9.7

-59.5

Sep 15

B616C79

TSLA 9.09

0.11

Tesla Motors

240.01

98

23,406

4.2

-3.4

7.9

2,718

627

0.00

2.2

1.7

11.2

0.6

7.3

Sep 15

B4N0JJ6

VC 1.80

0.02

Visteon Corp.

114.50

40

4,629

-4.5

13.1

7.1

454

53

-

24.3

7.6

13.8

2.1

26.9

Sep 15

B23CNQ3

WBC 2.17

0.03

WABCO Holdings

102.26

55

5,581

-4.9

-2.5

-2.4

583

58

3.36

12.4

2.2

6.3

0.5

16.2

257,558

-4.16

4.44

-6.59


1–22 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Beverages 1.37

29.4

14.3

26.2

6.5

39.3

Oct 15

2146838

- 2.77

0.06

Brown-Forman B

99.28

117

11,598

-3.2

2.5

13.0

682

70

1.24

34.9

17.0

31.1

7.8

39.3

Oct 15

2146816

- 0.72

0.01

Brown-Forman Class A

110.11

27

3,011

-3.0

2.9

25.5

16

2

3.07

27.1

7.2

16.9

4.1

23.1

Oct 15

2206657

KO 40.26

0.83

Coca-Cola

42.96

3,921

168,457

0.8

7.1

1.8

13,162

566

2.27

20.4

11.2

10.6

1.4

40.3

Oct 15

B42BPG9

CCE 2.74

0.06

Coca-Cola Enterp.

49.24

233

11,472

-2.1

1.8

11.4

2,439

121

0.65

27.1

4.3

22.8

4.6

16.9

Nov 15

2170473

STZ 5.57

0.11

Constellation Brands

142.44

164

23,301

1.6

13.8

45.1

1,129

159

2.06

24.1

8.0

17.9

2.9

32.0

Sep 15

B2QW0Z8

DPS 4.27

0.09

Dr Pepper Snapple Gr

93.20

192

17,869

3.8

17.9

30.0

1,259

116

1.75

37.9

2.2

12.6

3.8

5.3

Sep 15

B067BM3

TAP 3.10

0.06

Molson Coors CL B

93.92

138

12,951

2.1

13.1

26.0

1,411

132

-

57.0

6.5

59.0

12.3

17.7

Sep 15

BZ07BW4

MNST 5.33

0.11

Monster Beverage

148.96

150

22,286

-3.7

10.2

37.5

1,038

157

2.81

28.9

10.8

15.6

2.2

27.6

Sep 15

2681511

PEP 35.25

0.72

Pepsico

99.92

1,476

147,487

-0.2

6.0

5.7

4,281

427

2.89

28.0

8.1

16.5

3.0

24.4

418,432

0.16

7.47

8.71

Food Producers

3.05

11.9

1.2

8.1

0.3

9.6

Sep 15

2047317

ADM 5.66

0.11

Archer Daniels Mid.

36.68

620

22,755

0.5

-11.5

-29.5

5,062

180

0.00

36.3

-ve

30.0

3.7

-

-

BYQDR32

BUFF 0.18

0.00

Blue Buffalo Pet Pro

18.71

39

728

4.1

4.5

-

693

13

2.23

18.4

1.7

10.3

0.2

6.4

Sep 15

2788713

BG 2.44

0.05

Bunge

68.28

144

9,806

2.5

-6.8

-24.9

1,169

76

2.37

25.0

11.5

13.9

2.0

42.9

Nov 15

2162845

CPB 2.27

0.04

Campbell Soup

52.55

174

9,150

0.6

3.7

19.4

1,957

104

2.37

-10.4

5.3

11.8

1.1

-9.4

Nov 15

2215460

CAG 4.47

0.09

Conagra Foods

42.16

427

18,005

3.0

4.1

16.2

3,136

128

2.70

24.4

3.7

13.3

1.2

15.5

Oct 15

2744243

FLO 0.93

0.02

Flowers Foods Inc

21.49

174

3,740

-8.6

-13.1

12.0

1,724

38

3.05

23.1

7.2

14.8

1.9

28.4

Nov 15

2367026

GIS 8.54

0.17

General Mills

57.66

596

34,371

-0.2

2.7

8.1

3,571

208

0.00

23.0

2.3

18.7

1.5

10.6

Sep 15

2492337

HAIN 1.03

0.02

Hain Celestial

40.39

103

4,144

-5.4

-21.7

-30.7

1,876

76

0.00

13.9

-38.1

7.6

1.0

-

Sep 15

B0539H3

HLF 0.98

0.02

Herbalife

53.62

73

3,927

-7.1

-1.6

42.2

707

39

2.61

37.8

21.3

17.8

2.6

41.3

Oct 15

2422806

HSY 3.23

0.06

Hershey Company

89.27

146

13,005

3.4

-2.8

-14.1

1,204

106

1.26

30.4

5.2

24.2

2.3

18.0

Oct 15

2437264

HRL 2.63

0.05

Hormel Foods

79.08

134

10,582

5.6

24.9

51.8

1,446

113

1.88

19.2

3.3

10.6

1.2

16.7

Sep 15

B7K24P7

INGR 1.70

0.03

Ingredion

95.84

71

6,831

-2.8

9.8

13.0

386

37

2.17

38.7

2.0

18.8

2.6

6.2

Oct 15

2951452

SJM 3.67

0.07

J M Smucker

123.34

120

14,759

1.8

8.1

22.1

816

100

2.77

72.4

9.8

17.0

1.8

12.0

Oct 15

2486813

K 4.49

0.09

Kellogg

72.27

250

18,048

5.1

8.6

10.4

1,755

124

1.28

25.4

5.1

15.8

3.1

16.2

Sep 15

BKQVM44

GMCR 2.89

0.06

Keurig Green Mountai

89.98

129

11,628

71.7

72.6

-32.0

6,178

514

3.16

48.7

1.5

-

3.0

4.0

Sep 15

BYRY499

KHC 10.70

0.21

Kraft Heinz

72.76

592

43,070

-1.3

3.1

42.8

3,722

269

1.44

29.3

0.6

10.1

0.5

2.1

Sep 15

2513012

LUK 1.42

0.03

Leucadia National Co

17.39

329

5,714

-1.6

-14.2

-22.4

3,298

56

2.01

27.3

6.3

19.6

2.6

21.7

Aug 15

2550161

MKC 2.72

0.05

McCormick & Co

85.56

128

10,933

-0.4

4.1

15.2

661

57

2.09

22.8

44.3

18.3

3.5

+ve

Sep 15

B4W9F29

MJN 3.97

0.08

Mead Johnson Nutriti

78.95

203

15,992

-2.0

12.1

-21.5

1,598

126

1.52

8.4

2.4

22.7

2.1

28.0

Sep 15

B8CKK03

MDLZ 18.13

0.36

Mondelez Internation

44.84

1,627

72,938

2.7

7.1

23.4

8,467

373

2.19

23.8

12.2

12.4

2.9

32.7

Nov 15

2654320

MON 10.77

0.21

Monsanto Company

98.52

440

43,333

3.5

15.4

-17.5

3,461

334

0.00

7.5

4.5

5.7

0.7

45.9

Sep 15

B5L3PZ2

PPC 0.35

0.01

Piligrim's Pride Cor

22.09

64

1,411

2.6

6.3

-20.2

1,902

42

2.40

29.4

2.8

9.2

1.9

9.7

Sep 15

B94DGV0

PF 1.23

0.02

Pinnacle Foods

42.46

117

4,949

-2.5

1.4

20.3

686

29

1.13

16.4

2.1

9.1

0.5

13.1

Oct 15

2909730

TSN 3.91

0.08

Tyson Foods Inc A

53.33

295

15,719

6.7

23.7

33.0

5,112

268

-

44.4

5.7

22.0

2.0

13.6

Sep 15

B834PQ5

WWAV 1.69

0.03

WhiteWave Foods

38.91

175

6,814

-4.2

-3.1

11.2

2,024

78

2.27

16.5

2.5

21.5

1.7

20.3

402,351

2.48

5.95

3.33

Household Goods & Home Construction

1.58

27.2

5.4

21.1

3.4

19.7

Sep 15

2195841

CHD 2.87

0.05

Church & Dwight

84.88

131

11,109

-1.0

1.2

7.7

1,967

168

2.43

24.7

+ve

21.4

2.9

+ve

Sep 15

2204026

CLX 4.30

0.08

Clorox

126.83

131

16,637

2.0

9.8

21.7

1,081

138

1.00

15.6

2.0

12.8

1.1

13.6

Sep 15

2250687

DHI 2.72

0.05

D.R. Horton Inc

32.03

328

10,514

-0.9

9.1

26.7

3,519

113

2.55

-17.6

2.6

35.9

2.0

-13.5

Sep 15

BX8ZSB4

EPC 1.26

0.02

Edgewell Personal Ca

78.37

62

4,874

-2.6

-4.0

-17.8

453

35

1.47

-ve

-35.1

21.1

1.3

-1.2

Sep 15

BYZFPN5

ENR 0.55

0.01

Energizer Holdings

34.06

62

2,118

0.7

-12.0

-

769

26

0.00

55.0

3.5

20.6

1.5

7.4

Sep 15

2028323

JAH 3.12

0.06

Jarden

57.12

211

12,056

22.4

16.9

19.3

5,712

311

3.05

21.7

5.3

17.6

1.5

25.0

Sep 15

2510682

LEG 1.50

0.03

Leggett & Platt

42.02

138

5,790

-9.8

1.9

-1.4

891

39

0.33

12.6

1.9

12.8

1.1

16.0

Nov 15

2511920

LEN 2.20

0.04

Lennar Class A

48.91

174

8,505

-4.5

1.6

9.1

2,927

144

0.40

11.5

1.7

11.6

1.0

16.0

Nov 15

2578293

- 0.10

0.00

Lennar Corp. Cl B

40.18

10

390

-3.4

1.5

11.3

21

0.9

0.00

32.0

5.5

23.2

3.8

18.4

Oct 15

2590930

MIDD 1.60

0.03

Middleby

107.87

57

6,184

-2.0

2.5

8.8

443

48

0.00

24.5

2.9

15.0

1.8

12.2

Oct 15

2598699

MHK 3.02

0.06

Mohawk Industries

189.39

62

11,691

-0.7

4.2

21.9

571

109

1.72

30.4

6.6

15.2

2.1

20.4

Sep 15

2635701

NWL 3.06

0.06

Newell Rubbermaid

44.08

269

11,844

-1.3

11.0

15.7

5,508

246

0.00

18.5

5.2

17.6

1.4

29.1

Sep 15

2637785

NVR 1.73

0.03

NVR Inc

1,643.00

4

6,679

-2.3

7.7

28.8

24

41

3.34

28.2

3.5

15.4

2.8

13.6

Sep 15

2704407

PG 55.72

1.06

Procter & Gamble

79.41

2,713

215,439

6.1

10.4

-12.8

9,411

737

2.02

13.0

1.4

7.8

1.1

10.3

Sep 15

2708841

PHM 1.68

0.03

Pulte Group

17.82

365

6,497

-8.5

-5.6

-17.0

4,719

86

2.91

24.6

6.3

15.2

1.3

27.2

Sep 15

2781518

SMG 0.75

0.01

Scotts Miracle-Gro

64.51

45

2,909

-7.6

6.1

3.5

271

18

1.42

21.4

4.2

17.1

3.0

20.0

Oct 15

2818740

SNA 2.58

0.05

Snap-On Inc

171.43

58

9,959

-0.4

13.6

25.4

338

58

1.30

40.7

3.9

14.0

1.3

11.4

Sep 15

B3MYPN8

SPB. 0.67

0.01

Spectrum Brands Hold

101.80

25

2,573

7.5

11.2

6.4

230

22

2.06

20.9

2.8

11.3

1.4

13.8

Oct 15

B3Q2FJ4

SWK 4.24

0.08

Stanley Black & Deck

106.73

154

16,407

-2.2

10.1

11.1

1,327

143

-

33.2

14.6

20.0

1.5

55.6

Sep 15

2216991

TPX 1.11

0.02

Tempur Sealy Interna

70.46

61

4,300

-11.4

-1.4

28.3

585

44

-

16.1

1.4

12.2

1.4

9.0

Oct 15

2896092

TOL 1.51

0.03

Toll Brothers

33.30

176

5,848

-10.4

-2.7

-2.8

2,361

81

4.89

13.3

22.5

9.5

1.1

+ve

Sep 15

2872069

TUP 0.72

0.01

Tupperware Brands Co

55.65

50

2,774

-2.0

12.4

-11.7

495

28

2.45

16.9

2.4

8.8

0.6

13.6

Sep 15

2960384

WHR 2.99

0.06

Whirlpool Corp

146.87

79

11,550

-9.6

-0.3

-24.2

884

133

3.27

28.0

3.5

15.4

2.7

13.7

386,649

2.50

8.20

-4.70

Leisure Goods

0.59

26.1

3.5

22.5

6.4

14.4

Sep 15

2575818

ATVI 22.53

0.10

Activision Blizzard

38.71

505

19,532

2.8

25.3

92.1

6,241

240

1.19

18.7

3.6

15.1

1.2

18.2

Oct 15

2149309

BC 5.40

0.02

Brunswick Corp

50.51

93

4,682

-4.0

5.5

-1.5

937

47

0.00

25.6

6.8

17.4

4.8

28.9

Sep 15

2310194

EA 24.94

0.11

Electronic Arts

68.72

315

21,620

1.4

1.4

46.2

3,691

256


FTSE Russell 1–23

Russell 1000®

Index 1–23


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Leisure Goods 0.00

+ve

13.2

83.0

13.9

+ve

Sep 15

BYY5DC1

FIT 1.44

0.01

Fitbit

29.59

42

1,245

3.0

-21.5

-

5,400

163

0.00

15.4

3.3

21.0

2.0

30.0

Sep 15

BMNQC35

GPRO 1.85

0.01

GoPro

18.01

89

1,607

-11.7

-42.3

-71.5

7,715

142

1.49

19.3

2.8

12.1

1.1

16.5

Sep 15

2411138

HAR 7.73

0.03

Harman International

94.21

71

6,703

-8.7

-1.9

-11.7

704

66

2.73

19.0

5.5

13.1

2.0

29.3

Sep 15

2414580

HAS 8.65

0.04

Hasbro

67.36

111

7,503

-7.8

-6.6

22.5

1,562

107

0.00

9.9

5.5

11.1

2.5

61.5

Sep 15

BKJ9QQ5

KING 1.66

0.01

King Digital Enterta

17.88

80

1,437

1.1

32.1

16.4

2,246

40

5.59

30.6

3.6

11.7

1.5

10.7

Sep 15

2572303

MAT 10.60

0.05

Mattel

27.17

338

9,193

9.3

29.0

-12.2

6,196

162

2.47

11.7

6.0

10.3

1.3

54.6

Sep 15

2692933

PII 6.59

0.03

Polaris Inds

85.95

66

5,712

-18.5

-28.3

-43.2

1,551

141

2.14

14.2

2.7

13.0

0.7

20.3

Oct 15

2889876

THO 2.95

0.01

Thor Industries

56.15

46

2,559

-3.1

8.4

0.5

522

30

0.00

39.9

1.7

12.9

1.4

5.4

Oct 15

BVGC697

- 3.28

0.01

Vista Outdoor

44.51

64

2,843

1.0

0.2

-

401

17

0.00

-18.5

1.1

-ve

3.1

-6.0

Sep 15

B79PX49

ZNGA 2.37

0.01

Zynga

2.68

768

2,059

3.9

17.5

0.8

9,431

25

0.90

24.4

4.3

17.6

3.4

18.7

86,696

-1.48

3.57

12.27

Personal Goods

5.93

-1.5

-2.2

2.6

0.2

-ve

Sep 15

2066721

AVP 0.57

0.01

Avon Products

4.05

435

1,762

17.4

24.6

-56.9

11,337

46

0.99

20.0

5.5

15.8

1.6

29.0

Oct 15

2980939

CRI 1.51

0.02

Carters

89.03

53

4,678

3.2

-1.8

2.0

617

55

4.12

23.9

3.7

11.8

2.2

15.5

Sep 15

2646015

COH 2.91

0.04

Coach Inc

32.73

276

9,043

3.0

13.1

-12.9

4,659

148

2.28

24.3

+ve

17.7

3.5

+ve

Sep 15

2209106

CL 19.41

0.30

Colgate-Palmolive

66.62

905

60,262

1.4

5.0

-3.7

3,154

209

0.98

23.0

9.1

14.4

1.8

44.6

Sep 15

BBBSMJ2

COTY 0.69

0.01

Coty

25.63

83

2,132

-7.7

-5.3

24.1

1,220

33

-

5.8

2.0

3.4

0.5

33.4

Oct 15

BBGT609

FOSL 0.50

0.01

Fossil Group

36.56

42

1,539

-5.0

-34.6

-67.0

1,311

49

1.36

28.9

9.2

21.8

2.2

29.4

Oct 15

B1BJSL9

HBI 3.81

0.06

Hanesbrands

29.43

402

11,821

-4.0

1.7

5.5

2,316

69

-

27.4

13.0

23.6

2.0

71.2

Oct 15

BJWG213

KATE 0.73

0.01

Kate Spade & Co

17.77

128

2,268

-11.3

-7.0

-44.5

2,442

45

2.77

77.6

+ve

14.8

2.3

25.3

Sep 15

2491839

KMB 14.93

0.23

Kimberly-Clark

127.30

364

46,350

6.8

16.7

10.2

1,777

219

1.36

27.8

9.3

20.4

3.0

32.2

Sep 15

2320524

EL 5.95

0.09

Lauder (Estee)

88.06

210

18,472

4.7

9.1

15.6

1,788

155

0.00

31.1

7.0

27.8

4.7

24.6

Aug 15

B23FN39

LULU 1.89

0.03

lululemon athletica

52.47

112

5,853

9.7

3.6

-6.0

4,174

204

0.00

8.6

3.9

7.1

1.7

41.4

Sep 15

B7341C6

KORS 2.38

0.04

Michael Kors Holding

40.06

184

7,373

-6.9

-5.2

-46.7

2,691

111

1.02

29.0

7.8

23.7

3.4

28.8

Nov 15

2640147

NKE 27.30

0.42

Nike Inc Cl B

62.50

1,356

84,757

-5.5

1.7

30.0

6,201

685

3.69

15.2

2.5

6.7

0.9

16.0

Sep 15

2616870

NUS 0.72

0.01

Nu Skin Enterpr A

37.89

59

2,221

8.7

-8.2

-13.3

839

31

0.20

12.4

1.3

6.4

0.7

10.7

Nov 15

B3V9F12

PVH 1.96

0.03

PVH Corp.

73.65

83

6,088

-19.3

-27.8

-42.5

1,658

131

1.79

16.7

2.5

8.8

1.2

14.4

Sep 15

B4V9661

RL 2.15

0.03

Ralph Lauren Corp

111.48

60

6,670

-10.2

-5.7

-39.8

980

114

0.00

22.4

3.9

20.3

2.1

19.2

Sep 15

2428042

SKX 1.19

0.02

Skechers USA Cl A

30.21

123

3,708

0.0

-32.4

64.0

2,865

88

-

89.7

12.5

54.0

6.2

15.4

Sep 15

B0PZN11

UA 4.64

0.07

Under Armour Class A

80.61

179

14,400

-6.5

-16.7

18.7

2,913

243

2.38

25.4

4.9

15.2

2.2

18.6

Sep 15

2928683

VFC 6.78

0.10

VF Corp

62.25

338

21,040

-3.8

-8.7

-16.9

2,519

159

1.66

30.0

12.0

19.4

3.1

35.7

310,437

-1.46

0.97

-1.58

Tobacco

3.88

21.9

39.5

23.5

6.4

+ve

Sep 15

2692632

MO 39.64

0.56

Altria Group

58.21

1,967

114,473

1.1

7.0

18.1

5,410

313

4.64

19.0

-10.1

15.9

4.6

-

Sep 15

B2PKRQ3

PM 47.16

0.67

Philip Morris Intern

87.91

1,549

136,185

0.6

10.8

7.9

4,304

379

3.12

21.1

3.6

39.5

7.8

26.6

Sep 15

2429090

RAI 13.20

0.19

Reynolds American

46.15

826

38,107

-0.2

4.2

43.6

4,643

212

4.24

20.2

-42.1

19.1

5.3

+ve

288,765

0.67

8.38

16.55

Health Care Equipment & Services

0.00

44.7

2.7

36.9

4.5

7.8

Sep 15

B65VZ37

ACHC 0.35

0.02

Acadia Healthcare

62.46

52

3,228

-9.5

-5.7

2.0

525

34

0.92

16.5

2.5

11.3

0.7

15.4

Sep 15

2695921

AET 4.14

0.18

Aetna

108.12

349

37,756

5.2

-1.2

21.7

2,943

313

-

8.7

2.4

14.6

1.3

-0.3

Sep 15

2823089

ALR 0.37

0.02

Alere

39.09

85

3,328

-5.3

-18.8

2.9

577

23

-

38.9

6.6

24.0

6.9

17.7

Sep 15

2679204

ALGN 0.58

0.03

Align Technology Inc

65.85

81

5,317

-1.3

16.0

17.8

375

25

1.79

12.7

1.6

10.9

0.5

12.2

Sep 15

BSPHGL4

ANTM 4.03

0.18

Anthem

139.44

263

36,728

6.9

-0.4

11.0

1,797

242

0.36

13.0

5.3

11.2

3.6

23.1

Sep 15

BZ0CYQ4

BXLT 2.33

0.10

Baxalta

39.03

544

21,242

13.5

23.9

-

3,753

140

1.21

12.0

2.6

5.7

1.2

15.8

Sep 15

2085102

BAX 2.28

0.10

Baxter Intl

38.15

544

20,763

1.3

16.1

-4.2

3,678

138

1.71

46.6

4.5

22.7

3.2

11.4

Sep 15

2087807

BDX 3.54

0.16

Becton Dickinson

154.09

209

32,264

2.6

16.2

10.7

1,073

165

-

39.9

1.7

16.7

1.9

4.5

Sep 15

2098508

BIO 0.31

0.01

Bio-Rad Labs A

138.66

21

2,865

-0.8

3.2

15.0

94

13

-

-62.4

3.9

80.5

3.3

-6.0

Sep 15

2113434

BSX 2.71

0.12

Boston Scientific Co

18.44

1,341

24,722

0.9

12.4

39.2

7,533

139

-

-8.7

1.3

12.1

0.9

-13.9

Sep 15

B0PZN33

BKD 0.37

0.02

Brookdale Senior Liv

18.46

184

3,399

-17.9

-19.6

-49.7

4,156

80

-

61.5

5.4

26.6

2.3

8.5

Sep 15

2616137

BRKR 0.30

0.01

Bruker

24.27

111

2,695

7.2

47.7

23.7

955

22

0.51

+ve

9.5

17.0

4.2

7.8

Sep 15

2077905

BCR 1.54

0.07

C R Bard Inc

189.44

74

14,065

1.4

1.7

13.7

454

85

0.00

22.3

3.8

6.4

0.5

19.0

Sep 15

2807061

CNC 0.86

0.04

Centene Corp

65.81

119

7,826

14.0

21.4

26.7

1,884

116

0.03

17.6

3.2

18.9

1.1

19.1

Sep 15

2196479

CI 4.13

0.18

Cigna Corp

146.33

257

37,661

8.4

8.4

42.2

1,376

194

0.00

9.2

0.7

1.7

0.2

9.8

Sep 15

2600248

CYH 0.34

0.02

Community Health Sys

26.53

118

3,131

-8.3

-38.0

-50.8

2,323

63

0.04

32.0

2.4

14.2

3.6

7.8

Oct 15

2222631

COO 0.71

0.03

Cooper Cos Inc

134.20

48

6,480

-8.2

-9.8

-17.2

778

105

-

30.4

2.9

7.7

1.1

9.7

Sep 15

2898087

DVA 1.35

0.06

Davita HealthCare Pa

69.71

176

12,298

-4.6

-3.6

-8.0

1,857

130

0.48

30.7

3.7

16.6

2.9

11.6

Sep 15

2364339

XRAY 0.93

0.04

Dentsply Intl

60.85

140

8,508

0.3

20.3

14.2

890

55

-

-ve

34.4

+ve

25.7

-37.5

Sep 15

B0796X4

DXCM 0.71

0.03

DexCom

81.90

79

6,494

-3.7

-4.6

48.8

542

45

0.00

36.5

7.0

17.6

7.3

20.8

Sep 15

2567116

EW 1.86

0.08

Edwards Lifesciences

78.98

215

16,990

-3.1

11.1

24.0

1,150

131

-

31.7

2.5

14.1

1.1

8.5

Sep 15

BCT5P15

EVHC 0.53

0.02

Envision Healthcare

25.97

186

4,821

-5.6

-29.4

-25.1

2,051

52

0.00

25.9

3.6

15.0

0.6

12.5

Sep 15

B7QQYV9

ESRX 6.48

0.29

Express Scripts Hold

87.41

676

59,066

2.3

8.0

3.2

3,656

316

0.00

13.3

-3.8

3.5

0.7

-

Sep 15

B4MGBG6

HCA 2.38

0.11

HCA Holdings

67.63

321

21,683

-0.6

-12.6

-7.8

3,464

233

0.00

34.4

3.0

17.6

0.4

8.6

Sep 15

2418623

HNT 0.58

0.03

Health Net Inc

68.46

77

5,281

8.2

13.7

27.9

844

55

0.00

27.2

4.5

17.7

1.3

16.7

Sep 15

2416962

HSIC 1.45

0.06

Henry Schein

158.19

84

13,228

1.1

19.2

16.2

415

65

1.33

65.3

2.7

15.9

1.6

4.9

Sep 15

2425924

HRC 0.30

0.01

Hill-Rom Holdings

48.06

57

2,723

-5.6

-7.6

5.3

547

27

-

82.6

5.2

15.8

4.0

6.3

Sep 15

2433530

HOLX 1.04

0.05

Hologic Inc

38.69

246

9,513

-4.1

-1.1

44.7

1,948

76

0.65

20.0

2.6

16.3

0.5

13.0

Sep 15

2445063

HUM 2.93

0.13

Humana

178.51

150

26,737

5.8

-0.3

24.3

842

147


1–24 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Health Care Equipment & Services 0.00

38.2

-ve

27.0

4.5

+ve

Sep 15

2459202

IDXX 0.75

0.03

Idexx Labs

72.92

94

6,825

3.0

-1.8

-1.6

465

33

-

37.1

4.9

31.1

9.5

15.2

Sep 15

2871301

ISRG 2.21

0.10

Intuitive Surgical

546.16

37

20,130

5.0

18.8

3.3

282

150

0.00

28.1

2.5

15.2

2.1

11.5

Sep 15

2586122

LH 1.36

0.06

Lab Corp of America

123.64

100

12,413

1.7

14.0

14.6

896

110

-

21.1

1.4

6.0

0.7

6.8

Sep 15

2413037

LPNT 0.36

0.02

LifePoint Health

73.40

44

3,252

2.5

3.5

2.1

320

23

-

20.2

2.9

17.0

2.7

13.7

Sep 15

2677640

MD 0.74

0.03

Mednax

71.66

94

6,702

0.4

-6.7

8.4

856

61

1.98

46.9

2.1

32.5

5.4

6.5

Oct 15

BTN1Y11

MDT 12.02

0.54

Medtronic plc

76.92

1,425

109,616

2.1

14.9

6.5

5,689

438

1.95

25.5

3.4

15.2

1.1

12.9

Oct 15

2672689

PDCO 0.43

0.02

Patterson Cos

45.21

86

3,893

-0.8

4.5

-6.0

752

34

2.14

14.4

2.2

8.1

1.4

16.0

Sep 15

2702791

DGX 1.12

0.05

Quest Diagnostics

71.14

144

10,218

4.1

15.7

6.1

1,056

73

2.24

21.5

5.2

16.8

4.5

22.5

Sep 15

2732903

RMD 0.83

0.04

Resmed Inc

53.69

141

7,566

-9.9

5.4

-4.2

1,172

65

-

32.7

4.5

21.0

5.2

14.3

Sep 15

B17MSX4

SIRO 0.67

0.03

Sirona Dental System

109.57

56

6,087

1.0

17.4

25.4

273

30

1.88

17.3

4.4

13.4

3.1

25.0

Oct 15

2767381

STJ 1.91

0.09

St Jude Medical

61.77

281

17,368

-2.1

-2.1

-5.0

1,631

101

1.64

29.8

4.1

18.5

3.6

13.8

Sep 15

2853688

SYK 3.44

0.15

Stryker

92.94

338

31,392

-3.6

-1.2

-1.5

1,462

137

1.03

28.1

2.8

18.4

3.0

10.1

Sep 15

2881407

TFX 0.60

0.03

Teleflex Inc

131.45

42

5,459

-0.2

5.8

14.5

187

25

-

+ve

3.7

1.3

0.2

2.5

Sep 15

B8DMK08

THC 0.33

0.01

Tenet Healthcare

30.30

99

3,006

-8.7

-17.9

-40.2

2,514

76

0.42

28.5

2.7

23.0

3.3

9.6

Sep 15

2886907

TMO 6.19

0.28

Thermo Fisher Scient

141.85

398

56,464

2.5

16.0

13.2

1,588

218

1.70

18.5

3.4

14.0

0.9

18.6

Sep 15

2917766

UNH 12.28

0.55

Unitedhealth Group

117.64

952

111,982

4.4

1.4

16.4

3,511

410

0.33

17.5

2.9

11.6

1.5

17.6

Sep 15

2923785

UHS 1.20

0.05

Universal Health B

119.49

92

10,972

-1.7

-4.3

7.4

608

72

0.00

19.4

4.7

14.9

2.6

24.7

Oct 15

2927516

VAR 0.88

0.04

Varian Medical

80.80

100

8,064

0.0

9.5

-6.6

676

54

0.00

24.9

2.9

15.6

0.8

12.4

Sep 15

BQWJQF3

VWR 0.09

0.00

VWR

28.31

29

830

6.1

10.2

9.4

439

12

0.00

23.4

5.6

18.8

5.5

24.6

Oct 15

2937689

WAT 1.22

0.05

Waters Corp

134.58

83

11,129

1.3

13.8

19.4

444

58

0.86

+ve

2.1

19.1

4.5

2.4

Sep 15

2783815

ZBH 1.92

0.09

Zimmer Biomet Holdin

102.59

170

17,482

1.6

9.2

-9.5

1,066

107

1.29

24.8

2.8

16.6

1.3

12.7

911,664

2.12

6.04

8.91

Pharmaceuticals & Biotechnology

2.14

14.8

3.2

16.2

3.3

11.6

Sep 15

2002305

ABT 3.50

0.33

Abbott Laboratories

44.91

1,489

66,860

0.0

11.7

-0.2

5,566

250

3.44

36.2

21.0

23.5

5.1

59.3

Sep 15

B92SR70

ABBV 5.14

0.48

AbbVie Inc

59.24

1,655

98,059

1.9

8.9

-9.5

7,533

430

-

-23.3

6.4

-66.5

37.0

-35.6

Sep 15

BCBVTX1

AGIO 0.09

0.01

Agios Pharmaceutical

64.92

26

1,677

0.5

-8.0

-42.1

626

36

0.00

+ve

11.0

36.2

7.2

12.8

Dec 14

2012100

AKRX 0.15

0.01

Akorn

37.31

78

2,925

12.0

30.9

3.1

1,350

48

0.00

+ve

5.2

88.5

19.1

4.1

Sep 15

2036070

ALXN 2.16

0.20

Alexion Pharm

190.75

216

41,158

6.9

22.0

3.1

1,328

244

-

-92.5

8.9

+ve

23.2

-10.3

Sep 15

B3P6D26

ALKS 0.62

0.06

Alkermes plc

79.38

149

11,798

8.2

35.3

35.6

765

58

0.00

32.0

1.7

45.6

9.3

-4.4

Sep 15

BY9D546

AGN 6.42

0.60

Allergan

312.50

392

122,639

-0.4

15.0

21.4

2,923

908

-

-36.1

6.0

-58.5

+ve

-19.8

Sep 15

B00FWN1

ALNY 0.37

0.03

Alnylam Pharmaceutic

94.14

74

6,985

-9.5

17.1

-2.9

801

76

1.95

19.1

4.4

16.5

6.1

24.1

Sep 15

2023607

AMGN 6.47

0.60

Amgen Corp

162.33

760

123,423

0.8

17.4

1.9

3,059

490

0.00

19.0

6.5

19.9

7.0

34.3

Sep 15

2455965

BIIB 3.58

0.33

Biogen

306.35

223

68,286

6.8

5.0

-9.8

1,510

440

-

-54.1

7.3

-ve

22.4

-16.3

Sep 15

2437071

BMRN 0.88

0.08

BioMarin Pharm

104.76

160

16,797

9.8

-0.5

15.9

1,113

111

1.42

31.3

4.0

22.1

7.4

13.1

Sep 15

BSHZ3Q0

TECH 0.18

0.02

Bio-Techne

90.00

37

3,344

-1.3

-2.7

-2.6

177

16

-

-16.9

2.6

-52.4

92.7

-24.2

Sep 15

BBFL7S1

BLUE 0.12

0.01

Bluebird Bio

64.22

36

2,297

-27.6

-24.9

-30.0

1,941

121

2.21

64.6

7.6

38.9

7.2

11.7

Sep 15

2126335

BMY 6.01

0.56

Bristol Myers Squibb

68.79

1,667

114,671

2.7

16.2

16.5

5,179

356

0.00

57.2

17.6

35.2

12.3

29.7

Sep 15

2182348

CELG 4.98

0.47

Celgene Corp

119.76

793

94,987

9.4

10.7

7.1

4,540

516

-

26.0

5.3

14.8

2.9

21.2

Sep 15

2604336

CRL 0.20

0.02

Charles River Labs

80.39

47

3,807

5.0

26.6

26.3

359

28

-

-9.7

2.2

-29.6

4.8

-18.0

Sep 15

BJ3V905

ENDP 0.73

0.07

Endo International p

61.22

226

13,860

-0.4

-11.6

-15.1

3,627

218

1.27

8.6

8.4

10.9

5.9

+ve

Sep 15

2369174

GILD 7.79

0.73

Gilead Sciences

101.19

1,470

148,709

-4.5

3.1

7.4

8,479

871

0.00

55.1

14.5

50.4

15.1

31.8

Sep 15

2613990

ILMN 1.45

0.14

Illumina Inc

191.94

144

27,659

4.4

9.2

4.0

1,512

276

-

-ve

+ve

+ve

39.4

-

Sep 15

2471950

INCY 0.89

0.08

Incyte

108.45

156

16,967

-5.1

-1.7

48.3

1,225

136

-

-20.9

5.3

-40.9

+ve

-36.8

Sep 15

B7N59F8

ICPT 0.12

0.01

Intercept Pharmaceut

149.35

16

2,382

-15.4

-10.0

-4.3

465

74

-

-ve

4.9

-ve

48.8

-6.1

Sep 15

BCRYC02

XON 0.08

0.01

Intrexon

30.15

49

1,472

-17.0

-5.2

13.6

1,624

52

-

+ve

30.2

+ve

34.6

4.8

Sep 15

BDJ0LS6

IONS 0.39

0.04

Ionis Pharmaceutical

61.93

120

7,414

1.5

53.2

0.3

1,071

63

0.00

27.4

5.6

22.1

8.9

23.4

Sep 15

B4Q5ZN4

JAZZ 0.45

0.04

Jazz Pharmaceuticals

140.56

61

8,584

-4.1

5.8

-14.2

518

73

2.92

19.2

3.9

14.4

3.8

19.9

Sep 15

2475833

JNJ 14.92

1.40

Johnson & Johnson

102.72

2,773

284,847

1.5

10.0

-1.8

7,436

763

0.00

-12.8

3.9

-27.3

-

-50.1

Sep 15

BTF8LD1

JUNO 0.03

0.00

Juno Therapeutics

43.97

12

524

-22.0

8.1

-15.8

948

45

2.37

39.9

6.2

21.4

4.8

14.3

Sep 15

2516152

LLY 4.32

0.40

Lilly (Eli) & Co

84.26

978

82,447

2.7

0.7

22.1

4,032

343

-

27.0

1.6

10.1

2.6

5.9

Sep 15

BBJTYC4

MNK 0.46

0.04

Mallinckrodt plc

74.63

117

8,730

9.9

16.7

-24.6

2,095

152

0.00

29.7

11.8

28.8

11.1

57.9

Sep 15

B033T75

MDVN 0.40

0.04

Medivation

48.34

157

7,608

14.3

13.7

-2.9

1,247

55

3.48

13.8

3.3

25.1

3.5

23.7

Sep 15

2778844

MRK 7.82

0.73

Merck & Co

52.82

2,825

149,228

-0.4

6.9

-7.0

10,464

554

0.00

31.6

2.7

12.1

3.4

12.8

Sep 15

BVFMFG8

MYL 1.19

0.11

Mylan N.V.

54.07

420

22,723

5.4

34.3

-4.1

5,652

298

-

-64.7

2.8

-63.3

60.1

-5.9

Sep 15

2115902

OPK 0.16

0.01

Opko Health

10.05

303

3,041

-8.1

19.5

0.6

3,316

35

0.35

+ve

2.0

20.1

4.6

1.5

Sep 15

BGH1M56

PRGO 1.11

0.10

Perrigo Company plc

144.70

146

21,165

-3.1

-8.0

-13.4

1,197

176

3.47

23.7

3.0

12.6

4.0

11.6

Sep 15

2684703

PFE 10.41

0.97

Pfizer

32.28

6,158

198,770

-1.5

2.8

3.6

34,051

1,107

0.00

-11.2

10.3

-24.7

-

-ve

Sep 15

B7F2TY6

PBYI 0.10

0.01

Puma Biotechnology I

78.40

25

1,961

4.1

4.0

-58.6

1,100

81

-

64.7

2.6

21.0

5.8

4.2

Sep 15

2437907

QGEN 0.34

0.03

Qiagen N.V.

27.65

232

6,415

4.6

7.2

17.9

645

17

0.00

22.8

-20.8

17.7

1.5

-

Sep 15

B7VM917

Q 0.28

0.03

Quintiles Transnatio

68.66

79

5,436

1.0

-1.3

16.6

765

52

-

96.1

17.2

78.6

20.1

20.2

Sep 15

2730190

REGN 2.23

0.21

Regeneron Phar

542.87

78

42,586

-0.3

16.7

32.3

602

328

-

-51.2

9.0

-ve

21.8

-26.5

Sep 15

2738127

SGEN 0.25

0.02

Seattle Genetic

44.88

105

4,734

6.9

16.4

39.7

806

33

-

10.8

4.8

9.6

5.5

49.2

Sep 15

2430412

UTHR 0.38

0.04

United Therapeutics

156.61

46

7,239

2.6

19.3

20.9

460

72

-

-46.5

33.3

-61.1

52.8

-63.4

Sep 15

2931034

VRTX 1.61

0.15

Vertex Pharm

125.83

244

30,671

-2.7

20.8

5.9

1,525

185

0.69

54.1

19.5

30.6

5.0

34.2

Sep 15

B95WG16

ZTS 1.26

0.12

Zoetis

47.92

500

23,958

2.6

16.4

11.4

2,557

120

2.37

19.9

4.0

17.0

4.7

19.1

1,908,847

1.00

9.28

4.10


FTSE Russell 1–25

Russell 1000®

Index 1–25


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Food & Drug Retailers 1.31

-ve

35.4

19.5

0.2

-10.4

Sep 15

2795393

ABC 5.73

0.10

AmerisourceBergen

103.71

206

21,326

5.1

9.2

15.0

1,840

187

1.73

22.2

4.5

14.1

0.3

20.8

Sep 15

2175672

CAH 7.94

0.14

Cardinal Health

89.27

331

29,534

2.8

16.2

10.6

1,659

146

1.43

21.4

2.9

15.0

0.8

13.4

Sep 15

2577609

CVS 29.66

0.54

CVS Health Corporati

97.77

1,128

110,317

3.9

1.3

1.5

5,305

507

2.32

11.2

4.0

7.6

1.0

32.4

Sep 15

B3VLKV3

GNC 0.72

0.01

GNC Holdings

31.02

87

2,686

4.1

-23.3

-33.9

1,052

33

1.00

23.9

6.5

9.7

0.4

31.7

Nov 15

2497406

KR 11.03

0.20

Kroger

41.83

980

41,010

11.1

16.0

30.3

8,464

346

0.57

25.3

5.2

12.2

0.3

23.5

Sep 15

2378534

MCK 12.28

0.22

McKesson

197.23

232

45,669

4.2

6.6

-5.0

1,516

291

0.00

4.2

16.4

10.0

0.3

-

Nov 15

2740809

RAD 2.08

0.04

Rite Aid

7.84

989

7,752

-0.5

29.2

4.3

11,889

94

-

34.2

5.0

20.9

1.4

16.2

Sep 15

BCGCR79

SFM 1.10

0.02

Sprouts Farmers Mark

26.59

153

4,077

10.2

26.0

-21.7

1,282

33

2.93

35.5

4.4

17.4

0.5

12.3

Sep 15

2868165

SYY 6.55

0.12

Sysco Corp

41.00

594

24,344

-0.2

5.2

3.3

3,944

162

1.69

20.7

3.0

18.1

0.9

17.4

Nov 15

BTN1Y44

WBA 19.68

0.36

Walgreens Boots Alli

85.16

860

73,209

1.3

2.5

11.8

3,991

335

1.55

22.6

3.2

11.1

0.8

14.1

Sep 15

2963899

WFM 3.23

0.06

Whole Foods Market

33.50

358

12,002

14.9

5.8

-33.6

6,922

223

1.44

22.1

3.3

14.9

0.6

16.0

371,928

4.16

6.08

4.74

General Retailers

0.45

11.8

1.2

8.5

0.6

10.7

Sep 15

2002918

AAN 0.12

0.01

Aarons Inc.

22.39

65

1,451

-7.7

-38.0

-26.8

810

19

0.16

22.0

4.6

12.9

1.1

23.1

Oct 15

2822019

AAP 0.92

0.05

Advance Auto Parts

150.51

73

11,011

-7.5

-20.6

-5.5

1,394

214

0.00

+ve

25.3

53.6

3.5

2.9

Sep 15

2000019

AMZN 21.58

1.26

Amazon.Com

675.89

381

257,633

1.7

32.0

117.8

4,170

2,790

1.28

17.8

3.6

10.5

2.5

21.6

Sep 15

2028174

UHAL 0.24

0.01

AMERCO

389.50

7

2,843

-3.9

-1.0

39.0

70

28

-

14.3

2.9

12.3

0.3

21.6

Sep 15

2732635

AN 0.36

0.02

Autonation

59.66

73

4,347

-6.7

2.5

-1.2

780

48

-

19.2

-12.7

15.4

2.2

-

Nov 15

2065955

AZO 1.94

0.11

Autozone

741.91

31

23,177

-5.3

2.5

19.8

283

216

0.00

8.9

3.1

6.5

0.7

29.9

Aug 15

2085878

BBBY 0.69

0.04

Bed Bath Beyond

48.25

171

8,266

-11.5

-15.4

-36.7

2,558

132

3.02

11.2

2.3

6.1

0.3

18.5

Oct 15

2094670

BBY 0.77

0.05

Best Buy Company

30.45

303

9,242

-4.2

-18.0

-20.9

4,411

135

2.40

17.2

-ve

10.9

2.6

77.4

Oct 15

2105505

HRB 0.66

0.04

Block (H & R) NPV

33.31

236

7,859

-9.2

-8.0

-1.1

3,636

124

-

17.1

1.8

8.4

0.9

10.7

Sep 15

B00N2Z7

CAB 0.20

0.01

Cabela's Class A

46.73

50

2,360

-0.3

2.5

-11.3

842

40

-

17.5

3.8

11.5

0.8

20.5

Nov 15

2983563

KMX 0.95

0.06

Carmax Inc

53.97

209

11,292

-5.8

-9.0

-18.9

3,375

187

-

20.8

4.5

15.9

4.0

21.4

Oct 15

2208073

CPRT 0.38

0.02

Copart Inc

38.01

120

4,568

-3.7

15.5

4.2

1,478

57

0.99

30.1

6.5

19.0

0.6

20.3

Nov 15

2701271

COST 5.95

0.35

Costco Wholesale Cp

161.50

440

71,056

0.0

11.7

17.7

2,504

405

0.64

13.6

3.3

8.7

0.2

27.6

Sep 15

B9GD0X8

CST 0.25

0.01

CST Brands Inc.

39.14

77

3,009

5.1

16.3

-10.2

733

28

1.56

11.8

2.4

8.2

0.6

21.1

Oct 15

2969637

DKS 0.27

0.02

Dick's Sporting Good

35.35

92

3,252

-9.4

-28.7

-28.8

1,970

73

0.43

7.6

1.3

4.4

0.4

17.0

Oct 15

2269768

DDS 0.12

0.01

Dillard's Inc

65.71

21

1,397

-12.4

-24.8

-47.5

510

36

1.22

18.7

4.0

15.0

1.1

21.4

Oct 15

B5B1S13

DG 1.83

0.11

Dollar General

71.87

304

21,827

9.9

-0.8

1.7

3,452

241

0.00

69.5

4.4

21.8

2.1

9.1

Oct 15

2272476

DLTR 1.49

0.09

Dollar Tree

77.22

230

17,779

2.3

15.8

9.7

2,682

207

3.35

13.5

2.0

8.8

0.8

15.3

Oct 15

B0BV2V6

DSW 0.15

0.01

DSW A

23.86

73

1,750

3.9

-5.7

-36.0

1,952

46

-

14.6

5.1

5.7

1.9

21.9

Sep 15

2293819

EBAY 2.80

0.16

Ebay

27.48

1,215

33,383

-7.1

12.4

16.3

9,353

265

1.54

17.2

3.6

12.8

1.3

20.5

Oct 15

2980906

FL 0.76

0.04

Foot Locker Inc

65.09

140

9,103

0.1

-9.6

15.9

2,299

150

5.14

7.4

1.5

5.2

0.3

20.2

Oct 15

B0LLFT5

GME 0.25

0.01

GameStop Corp

28.04

107

3,005

-20.0

-32.0

-17.0

2,944

91

3.72

9.8

3.9

5.3

0.6

37.5

Oct 15

2360326

GPS 0.49

0.03

Gap

24.70

238

5,886

-7.6

-13.3

-41.3

5,398

139

1.78

24.2

22.0

20.3

2.0

78.0

Nov 15

2434209

HD 14.39

0.84

Home Depot

132.25

1,299

171,790

-1.2

14.5

26.0

4,687

621

2.92

23.5

3.7

12.0

2.2

14.9

Sep 15

B4Y1MH7

KAR 0.44

0.03

KAR Auction Services

37.03

142

5,249

-2.4

4.3

6.9

1,267

48

3.78

12.4

1.7

4.9

0.5

13.2

Oct 15

2496113

KSS 0.76

0.04

Kohl's Corp

47.63

190

9,041

1.1

2.9

-22.0

3,728

174

4.17

23.6

-42.4

18.1

2.4

-

Oct 15

B9M2WX3

LB 1.99

0.12

L Brands

95.82

247

23,711

0.4

6.3

13.1

1,164

113

1.47

23.9

8.5

16.3

1.3

31.1

Oct 15

2536763

LOW 6.06

0.35

Lowes Cos Inc

76.04

952

72,368

-0.7

10.3

10.5

3,974

301

4.12

8.8

2.9

4.2

0.4

28.3

Oct 15

2345022

M 0.92

0.05

Macys

34.98

314

10,997

-10.5

-31.8

-46.8

8,174

300

-

13.7

3.9

8.4

0.2

28.0

Sep 15

BCZWJ63

MUSA 0.23

0.01

Murphy USA

60.74

45

2,749

2.0

10.5

-11.8

231

15

0.00

+ve

22.3

-ve

8.8

8.4

Sep 15

2857817

NFLX 4.07

0.24

Netflix Inc

114.38

424

48,538

-7.3

10.8

134.4

14,517

1,782

2.97

14.0

6.7

7.5

0.7

36.7

Oct 15

2641827

JWN 0.59

0.03

Nordstrom

49.81

140

6,991

-11.5

-25.6

-32.8

3,857

209

-

28.2

12.6

26.4

3.5

45.0

Sep 15

B65LWX6

ORLY 2.14

0.13

O Reilly Auto

253.42

101

25,593

-4.0

1.4

31.6

899

230

-

-33.3

1.9

18.3

0.2

-5.4

Sep 15

2655981

ODP 0.26

0.02

Office Depot

5.64

547

3,087

-14.4

-12.1

-34.2

11,210

64

0.00

-4.0

1.3

-14.5

0.2

-25.2

Oct 15

2680303

JCP 0.17

0.01

Penney (J C)

6.66

305

2,032

-16.4

-28.3

2.8

11,655

84

2.36

11.7

2.2

10.5

0.2

19.9

Sep 15

2943523

PAG 0.15

0.01

Penske Automotive Gr

42.34

43

1,803

-9.3

-12.6

-13.7

361

16

1.62

37.6

10.9

27.5

4.0

29.8

Sep 15

2747305

ROL 0.21

0.01

Rollins Inc

25.90

95

2,459

-4.6

-3.2

17.8

302

8

0.87

22.0

9.2

17.9

2.0

43.9

Oct 15

2746711

ROST 1.86

0.11

Ross Stores

53.81

414

22,266

3.5

11.0

14.2

2,597

140

-

18.8

-14.8

13.3

1.2

-

Sep 15

B1GZ005

SBH 0.37

0.02

Sally Beauty

27.89

158

4,398

7.8

17.4

-9.3

1,713

47

-

-3.1

-1.7

-1.2

0.1

-

Oct 15

2634805

SHLD 0.02

0.00

Sears Holdings

20.56

13

272

-7.1

-9.0

-31.6

869

18

1.84

20.5

4.3

11.9

1.7

19.6

Sep 15

2797560

SCI 0.44

0.03

Service Corp Intl

26.02

202

5,258

-6.6

-4.0

14.6

1,180

31

0.00

32.5

10.2

22.0

2.2

39.3

Sep 15

BNG8BF0

SERV 0.34

0.02

ServiceMaster Global

39.24

103

4,032

4.7

17.0

46.6

1,264

49

0.71

23.2

3.5

21.2

1.7

15.5

Oct 15

B3CTNK6

SIG 0.83

0.05

Signet Jewelers

123.69

80

9,929

-5.9

-9.1

-6.0

1,389

171

-

-74.6

6.1

-18.5

19.4

-8.6

Sep 15

B8BZJC4

SCTY 0.25

0.01

SolarCity

51.02

59

3,018

77.4

19.5

-4.6

4,957

227

5.07

+ve

1.1

5.5

0.3

0.6

Oct 15

2841489

SPLS 0.51

0.03

Staples

9.47

641

6,067

-21.5

-19.3

-47.7

14,264

145

3.08

-60.4

3.4

10.4

0.6

19.3

Oct 15

2259101

TGT 3.88

0.23

Target Corp

72.61

638

46,361

0.2

-7.7

-4.3

4,506

328

0.00

13.7

-2.4

10.3

1.0

-

Oct 15

BNG83R6

MIK 0.12

0.01

The Michaels Compani

22.11

63

1,386

-0.5

-4.3

-10.6

981

22

2.10

19.8

3.4

12.4

2.3

17.3

Oct 15

2892090

TIF 0.72

0.04

Tiffany & Co

76.29

113

8,617

-4.3

-1.2

-28.6

1,485

113

1.18

21.2

11.0

16.4

1.6

51.8

Oct 15

2989301

TJX 4.04

0.24

TJX Companies

70.91

680

48,246

0.4

-0.7

3.4

3,076

217

0.94

28.0

8.6

24.4

2.0

32.0

Sep 15

2900335

TSCO 0.98

0.06

Tractor Supply

85.50

136

11,665

-4.3

1.4

8.5

883

77

0.00

39.4

8.6

28.5

3.6

23.4

Oct 15

B28TS42

ULTA 1.00

0.06

Ulta Salon Cosmetics

185.00

64

11,885

10.8

13.3

44.7

1,151

207

-

12.3

2.4

7.4

0.9

18.2

Oct 15

2933438

URBN 0.17

0.01

Urban Outfitters

22.75

87

1,983

1.6

-22.6

-35.2

3,176

71

-

25.4

3.8

16.2

2.3

14.2

Sep 15

2818278

WOOF 0.38

0.02

VCA Inc.

55.00

82

4,519

-0.1

4.5

12.8

440

24

3.20

13.0

2.5

7.5

0.4

19.0

Oct 15

2936921

WMT 8.11

0.47

Wal-Mart Stores

61.30

1,580

96,828

4.2

-5.5

-28.6

10,518

628


1–26 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

General Retailers 2.40

16.8

4.7

10.7

1.1

28.1

Nov 15

2967589

WSM 0.45

0.03

Williams Sonoma

58.41

92

5,353

-7.8

-23.5

-22.8

1,057

64

0.93

43.3

9.8

21.9

1.4

23.3

1,193,986

-0.87

7.19

15.15

Media

-

12.8

-38.2

4.4

2.1

-

Sep 15

B4MG4Z6

AMCX 0.63

0.02

AMC Networks

74.68

60

4,473

-8.2

2.1

17.1

734

58

0.35

28.2

5.9

11.9

3.1

15.7

Sep 15

BZ07DS4

CABO 0.21

0.01

Cable One

433.66

3

1,512

-2.8

3.4

-

29

13

1.88

43.4

-1.7

6.3

1.3

-

Sep 15

2162243

CVC 0.91

0.03

Cablevision Sys. Cp

31.90

203

6,460

4.6

-1.8

54.6

3,797

116

1.27

14.0

3.7

8.3

1.6

23.2

Sep 15

B0SRLH6

CBS 3.26

0.11

CBS

47.13

492

23,195

-6.6

18.1

-14.8

4,219

203

-

-ve

+ve

9.1

2.3

-ve

Sep 15

B4XT1S6

CHTR 1.93

0.07

Charter Communications Inc. Cl

183.10

75

13,724

-2.3

4.1

9.9

1,169

213

-

-ve

-4.7

5.8

0.8

-

Sep 15

B0P01M3

CCO 0.03

0.00

Clear Channel Outdoo

5.59

36

202

6.5

-21.6

-47.2

289

2

1.77

21.9

3.4

9.6

2.6

15.5

Sep 15

2044545

CMCSA 19.85

0.69

Comcast A

56.43

2,504

141,306

-7.3

-0.8

-2.7

11,881

693

0.00

11.4

2.2

4.2

1.9

18.5

Sep 15

B3D7KG4

DISCK 0.97

0.03

Discovery Communicat

25.22

274

6,915

-14.7

3.8

-25.2

2,106

56

0.00

9.4

1.8

3.4

1.6

18.5

Sep 15

B3D7K31

DISCA 0.58

0.02

Discovery Communicat

26.68

156

4,154

-14.3

2.5

-22.6

3,162

88

0.00

21.4

9.6

11.7

1.9

58.3

Sep 15

2303581

DISH 1.75

0.06

Dish Network

57.18

218

12,444

-8.8

-2.0

-21.6

1,518

90

1.35

20.7

3.9

16.1

3.3

18.7

Oct 15

2270726

DIS 25.04

0.87

Disney (Walt) Co.

105.08

1,697

178,296

-7.4

2.8

11.6

10,684

1,174

1.43

20.2

2.0

12.6

3.8

10.3

Sep 15

B04NJM9

DLB 0.24

0.01

Dolby Labs A

33.65

50

1,676

-2.7

3.2

-22.0

290

10

1.78

20.3

-3.2

11.0

2.2

-

Sep 15

2636254

DNB 0.53

0.02

Dun & Bradstreet Cor

103.93

36

3,745

-3.6

-1.0

-14.1

174

18

1.08

28.2

12.8

25.2

6.7

46.3

Aug 15

2329770

FDS 0.95

0.03

Factset Research Sys

162.57

42

6,790

-4.1

1.7

15.5

340

56

1.96

9.7

1.7

6.0

0.6

16.0

Sep 15

BZ0P429

GCI 0.26

0.01

Gannett Co.

16.29

113

1,848

-4.6

10.6

-

1,021

17

0.95

15.4

1.1

8.8

0.8

6.6

Sep 15

BGM1B98

GHC 0.24

0.01

Graham Holdings

484.97

3

1,691

-10.4

-15.9

-7.1

29

14

0.00

24.7

3.1

10.7

0.6

-8.7

Sep 15

B77D163

GRPN 0.19

0.01

Groupon

3.07

450

1,380

6.2

-5.8

-62.8

7,332

23

-

38.8

3.7

15.3

3.7

9.0

Aug 15

B08L7X6

IHS 1.14

0.04

IHS Cl A

118.43

69

8,148

-4.0

2.1

4.0

241

28

2.06

18.8

5.1

11.4

1.3

25.5

Sep 15

2466321

IPG 1.35

0.05

Interpublic Group Co

23.28

413

9,613

1.2

21.7

12.1

3,073

71

0.00

21.0

3.2

14.6

1.3

12.2

Sep 15

B144703

QVCA 1.89

0.07

Liberty Interactive

27.32

493

13,466

3.2

4.2

-7.1

2,497

67

0.00

47.3

0.4

3.8

1.0

0.7

Sep 15

B7KYMP9

LMCA 0.58

0.02

Liberty Media Corpor

39.25

105

4,103

-3.1

9.9

11.3

930

37

0.00

+ve

1.2

11.0

2.9

0.7

Sep 15

BP0S8L5

LMCK 1.07

0.04

Liberty Media Corpor

38.08

201

7,636

-2.6

10.5

8.7

689

26

1.11

49.0

5.6

5.0

2.4

14.6

Sep 15

2753506

LGF 0.43

0.02

Lions Gate Entertain

32.39

95

3,074

-4.6

-12.0

1.2

1,286

43

0.95

28.1

5.2

24.8

4.7

18.8

Sep 15

B081VR8

MORN 0.22

0.01

Morningstar Inc.

80.41

19

1,534

-0.4

0.2

24.3

83

7

0.00

58.8

-1.3

6.5

1.0

81.0

Sep 15

BYM0M65

MSGN 0.18

0.01

MSG Networks

20.80

61

1,279

5.2

-4.6

-8.6

831

17

0.75

-ve

0.7

9.3

0.9

-0.7

Sep 15

BBGVT40

NWSA 0.72

0.03

News Corporation Cl

13.36

384

5,124

-6.9

5.9

-14.9

2,476

34

0.72

-ve

0.7

9.7

0.9

-0.7

Sep 15

BBGVT51

NWS 0.24

0.01

News Corporation Cl

13.96

121

1,688

-3.5

8.9

-7.4

973

14

2.40

35.6

3.9

13.2

2.7

9.6

Sep 15

BWFY550

NLSN 2.41

0.08

Nielsen Holdings

46.60

368

17,151

-0.2

4.8

4.2

2,147

99

2.64

16.8

7.5

11.7

1.2

39.8

Sep 15

2279303

OMC 2.60

0.09

Omnicom Group

75.66

244

18,485

2.4

14.8

-2.3

1,896

142

-

-20.5

5.4

35.9

3.1

-25.9

Sep 15

B62N8L5

P 0.40

0.01

Pandora Media

13.41

211

2,835

-2.8

-37.2

-24.8

10,240

140

1.67

12.2

4.7

8.6

2.6

36.3

Sep 15

B39QT24

SNI 0.71

0.02

Scripps Networks Int

55.21

91

5,046

-2.8

12.2

-26.7

1,203

67

-

40.9

+ve

16.7

5.1

84.0

Sep 15

BGLDK10

SIRI 1.31

0.05

Sirius XM Holdings

4.07

2,298

9,355

-1.0

8.8

16.3

26,048

106

0.00

10.7

13.5

12.1

1.9

+ve

Sep 15

B8DXDB3

STRZA 0.41

0.01

Starz Class A

33.50

86

2,889

-5.0

-10.3

12.8

727

25

2.19

5.7

2.7

5.9

0.9

39.3

Sep 15

BZ0P3Z5

TGNA 0.81

0.03

TEGNA

25.52

227

5,789

-9.7

14.0

0.0

1,515

40

3.54

14.6

2.3

10.4

2.3

14.3

Sep 15

2126067

TRI. 1.75

0.06

Thomson Reuters

37.85

330

12,477

-6.2

-6.0

-6.2

770

30

2.16

14.0

2.2

4.0

1.9

14.9

Sep 15

B63QTN2

TWX 7.49

0.26

Time Warner

64.67

825

53,327

-7.6

-5.9

-24.3

6,058

405

1.62

27.6

6.0

8.4

2.3

22.7

Sep 15

B63BPC8

TWC 7.37

0.26

Time Warner Cable In

185.59

283

52,464

0.4

3.5

22.1

1,413

259

2.22

8.8

0.7

30.7

1.6

7.7

Sep 15

B9GRTP5

TRCO 0.38

0.01

Tribune Media Co

33.81

81

2,726

-13.3

-5.0

-

668

24

1.10

8.1

4.2

13.2

2.2

50.8

Sep 15

BBM4S80

FOX 1.85

0.06

Twenty-First Century Fox Inc

27.23

484

13,168

-9.1

0.6

-26.2

4,217

121

1.10

6.0

3.1

9.8

1.7

50.8

Sep 15

BBM4S68

FOXA 4.52

0.16

Twenty-First Century Fox Inc

27.16

1,184

32,160

-8.0

0.7

-29.3

10,477

294

3.89

8.3

4.5

2.3

1.2

53.0

Sep 15

B0SRLF4

VIAB 2.00

0.07

Viacom (New) Class B

41.16

347

14,266

-17.3

-4.6

-45.3

4,280

186

3.64

11.2

6.1

3.1

1.6

53.0

Sep 15

B0SRLD2

VIA 0.06

0.00

Viacom Inc Cl A

43.99

10

454

-15.1

-0.6

-41.7

70

3

2.66

15.9

2.5

8.6

1.4

14.8

Oct 15

2965668

- 0.29

0.01

Wiley (John) & Sons

45.03

46

2,085

-12.7

-10.0

-24.0

271

12

0.00

99.1

3.1

29.6

5.8

3.6

Sep 15

B7KCD72

YELP 0.26

0.01

Yelp

28.80

65

1,870

-4.4

33.0

-47.4

2,022

59

1.54

19.8

3.7

11.0

2.7

18.4

712,025

-6.01

1.70

-5.12

Travel & Leisure

0.99

12.7

4.3

10.1

1.9

35.0

Sep 15

2012605

ALK 1.54

0.05

Alaska Air Group

80.51

130

10,437

1.0

1.3

34.7

1,158

96

0.94

5.4

7.1

6.8

0.6

+ve

Sep 15

BCV7KT2

AAL 3.95

0.13

American Airlines Gr

42.35

630

26,694

2.6

9.1

-21.0

7,701

331

1.18

32.7

4.1

9.4

0.5

13.1

Oct 15

BH3XG17

ARMK 0.92

0.03

Aramark

32.25

193

6,234

-1.1

8.8

3.5

1,919

63

0.00

10.7

6.1

1.5

0.4

51.2

Sep 15

B1CL8J2

CAR 0.54

0.02

Avis Budget Group

36.29

100

3,640

-2.9

-16.9

-45.3

1,870

66

2.67

14.5

-26.4

7.5

1.0

-

Sep 15

2193544

EAT 0.43

0.01

Brinker Intl

47.95

61

2,931

5.1

-9.0

-18.3

944

43

2.20

23.4

1.7

12.2

2.6

7.3

Nov 15

2523044

CCL 3.42

0.11

Carnival Corp A

54.48

425

23,141

7.8

9.6

20.2

4,355

226

-

28.2

6.2

24.1

3.6

24.6

Sep 15

B0X7DZ3

CMG 2.20

0.07

Chipotle Mexican Gri

479.85

31

14,898

-17.2

-33.4

-29.9

1,800

965

1.63

23.2

-7.1

22.9

3.8

-

Sep 15

2106780

CHH 0.26

0.01

Choice Hotels Intl

50.41

35

1,787

-1.3

5.8

-10.0

183

9

2.99

18.7

3.5

10.2

1.5

18.6

Sep 15

B1W7RQ0

CNK 0.57

0.02

Cinemark Holdings In

33.43

116

3,874

-3.7

2.9

-6.0

736

25

6.96

7.7

0.8

2.8

0.6

9.9

Sep 15

B0TNJH9

CPA 0.23

0.01

Copa Holdings S.A. C

48.26

33

1,589

-6.6

15.1

-53.4

570

28

3.46

21.7

4.0

3.4

1.2

17.5

Nov 15

2289874

DRI 1.18

0.04

Darden Restaurants

63.64

126

8,005

13.3

3.7

21.2

1,942

117

1.07

14.1

3.9

6.7

1.0

25.0

Sep 15

B1W9D46

DAL 6.12

0.20

Delta Air Lines

50.69

816

41,378

9.1

13.0

3.0

8,927

449

1.11

34.4

-4.9

31.8

3.1

-

Sep 15

B01SD70

DPZ 0.91

0.03

Dominos Pizza

111.25

55

6,140

3.5

3.1

18.1

688

75

2.49

23.7

-59.8

18.4

5.3

+ve

Sep 15

B3LHT03

DNKN 0.61

0.02

Dunkin' Brands Group

42.59

96

4,099

0.4

-13.1

-0.1

1,505

64

0.77

22.0

7.6

22.7

3.2

39.0

Sep 15

B748CK2

EXPE 2.17

0.07

Expedia

124.30

118

14,695

1.0

5.6

45.6

2,371

299

4.28

55.3

3.6

8.7

2.7

6.7

Sep 15

BGH3F75

STAY 0.14

0.00

Extended Stay Americ

15.90

60

949

-5.6

-3.8

-16.4

956

16

0.00

40.8

2.3

14.1

8.4

-

Jun 15

BZ16HK0

FCPT 0.15

0.00

Four Corners Propert

24.16

42

1,013

22.0

-

-

759

16

0.00

-ve

2.7

1.9

0.6

-1.7

Sep 15

B1HHJP8

HTZ 0.85

0.03

Hertz Global Holding

14.23

406

5,776

-10.3

-14.9

-42.9

8,439

123


FTSE Russell 1–27

Russell 1000®

Index 1–27


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Travel & Leisure 0.65

28.2

4.0

17.4

2.0

15.0

Sep 15

BH3XFX2

HLT 1.64

0.05

Hilton Worldwide

21.40

519

11,115

-7.8

-6.7

-18.0

6,610

146

0.00

20.2

1.3

12.1

1.2

6.1

Sep 15

B5B82X4

H 0.24

0.01

Hyatt Hotels

47.02

34

1,601

-4.6

-0.2

-21.9

529

26

4.94

-14.0

1.0

5.1

1.1

-8.2

Sep 15

BVG7F06

IGT 0.23

0.01

International Game T

16.18

94

1,523

4.2

5.5

-6.2

697

11

-

12.4

2.4

10.3

1.2

21.3

Sep 15

2852760

JBLU 1.05

0.03

Jetblue Airways Corp

22.65

313

7,095

-8.4

-12.1

42.8

6,064

147

5.93

15.8

5.1

7.1

2.4

31.5

Sep 15

B02T2J7

LVS 2.37

0.08

Las Vegas Sands

43.84

366

16,027

-0.5

15.5

-24.6

4,799

207

-

-30.8

3.7

12.0

0.7

-11.3

Sep 15

B0T7YX2

LYV 0.53

0.02

Live Nation Entertai

24.57

146

3,578

-3.2

2.2

-5.9

972

24

0.00

-81.3

-96.2

27.7

3.1

-3.4

Sep 15

BYQCZ35

MSG 0.49

0.02

Madison Square Garde

161.80

20

3,315

-0.4

7.2

-

196

32

1.49

20.2

-4.8

12.8

6.3

-

Sep 15

2210614

MAR 1.94

0.06

Marriott Internation

67.04

196

13,136

-5.5

-1.7

-14.1

2,720

186

3.01

24.5

13.1

16.0

4.0

40.3

Sep 15

2550707

MCD 16.75

0.55

McDonalds Corp

118.14

959

113,239

3.5

19.9

26.1

5,345

623

0.00

-ve

2.2

8.7

1.3

-0.2

Sep 15

2547419

MGM 1.50

0.05

MGM Resorts Internat

22.72

445

10,118

-0.1

23.1

6.3

4,633

102

0.00

36.8

3.4

19.3

4.3

10.7

Sep 15

B9CGTC3

NCLH 1.14

0.04

Norwegian Cruise Lin

58.60

131

7,699

2.0

2.3

25.3

2,018

117

-

31.4

8.5

14.9

1.9

24.1

Sep 15

2063034

PNRA 0.73

0.02

Panera Bread Co

194.78

25

4,932

7.1

0.7

11.4

450

86

-

25.4

7.4

21.6

7.5

29.0

Sep 15

2779063

PCLN 9.78

0.32

Priceline Group

1,274.95

52

66,090

2.1

3.1

11.8

450

582

4.66

20.4

-3.3

7.5

1.0

-

Sep 15

2866824

RGC 0.23

0.01

Regal Entertainment

18.87

83

1,562

0.6

1.0

-11.7

1,334

25

1.48

39.0

2.7

14.0

2.7

6.6

Sep 15

2754907

RCL 2.57

0.09

Royal Carib Crui

101.21

172

17,407

9.3

13.6

22.8

1,772

169

1.29

16.8

16.9

25.6

3.0

+ve

Sep 15

BLLHH27

SABR 0.47

0.02

Sabre Corp

27.97

114

3,179

-4.4

2.9

38.0

1,895

55

4.22

44.0

32.3

13.3

4.4

46.2

Sep 15

B43VKB8

SIX 0.58

0.02

Six Flags Entertainm

54.94

72

3,950

5.9

20.0

27.3

589

31

0.70

15.3

4.0

10.9

1.5

25.6

Sep 15

2831543

LUV 4.26

0.14

Southwest Airlines

43.06

668

28,777

-6.1

13.2

1.7

6,249

283

-

9.5

2.5

9.0

1.5

28.5

Sep 15

B3ZG8F4

SAVE 0.43

0.01

Spirit Airlines

39.85

73

2,909

8.4

-15.8

-47.3

2,131

88

1.33

32.3

15.3

25.7

4.6

49.7

Sep 15

2842255

SBUX 13.32

0.44

Starbucks

60.03

1,501

90,075

-2.2

5.6

46.3

8,036

485

2.17

21.0

9.4

13.8

2.0

33.4

Sep 15

B12GHV2

HOT 1.75

0.06

Starwood Hotels & Rt

69.28

171

11,839

-3.6

4.2

-14.5

2,476

171

0.00

48.5

8.4

33.4

9.0

19.2

Sep 15

B6ZC3N6

TRIP 1.41

0.05

TripAdvisor

85.25

112

9,562

3.5

35.3

14.2

1,194

101

-

3.3

2.6

7.6

0.6

+ve

Sep 15

B4QG225

UAL 3.24

0.11

United Continental H

57.30

382

21,889

2.8

8.0

-14.3

4,274

248

2.23

29.8

4.2

9.8

1.4

6.9

Sep 15

B3NXMJ9

WEN 0.33

0.01

Wendys Company

10.77

204

2,199

2.5

24.5

19.3

3,404

36

2.31

15.3

8.3

7.3

1.6

45.5

Sep 15

B198391

WYN 1.29

0.04

Wyndham Worldwide

72.65

120

8,721

-4.3

1.0

-15.3

1,040

77

2.89

36.0

-39.7

5.2

1.3

-

Sep 15

2963811

WYNN 0.83

0.03

Wynn Resorts

69.19

81

5,623

10.2

30.3

-53.5

4,177

277

2.52

33.9

17.3

14.5

2.4

43.0

Sep 15

2098876

YUM 4.67

0.15

Yum Brands

73.05

432

31,587

0.7

-8.6

0.3

3,785

278

1.85

21.3

8.2

15.0

2.8

34.6

676,028

0.75

6.11

4.67

Fixed Line Telecommunications

5.46

39.7

1.7

5.9

1.6

4.9

Sep 15

2831811

T 47.92

1.03

AT&T

34.41

6,087

209,466

2.2

5.6

2.4

24,575

834

8.59

19.0

1.0

2.4

0.8

4.7

Sep 15

2185046

CTL 3.24

0.07

CenturyLink

25.16

564

14,184

-6.6

0.2

-36.4

5,097

132

8.99

-64.9

0.9

4.6

1.1

-1.7

Sep 15

2197933

FTR 1.25

0.03

Frontier Communicati

4.67

1,168

5,456

-6.4

-1.7

-30.0

13,755

66

0.00

+ve

2.8

16.3

2.8

4.2

Sep 15

B5LL299

LVLT 3.60

0.08

Level 3 Comms.

54.36

289

15,723

6.9

24.4

10.1

2,067

108

4.89

18.4

14.4

5.8

1.5

69.0

Sep 15

2090571

VZ 43.12

0.92

Verizon Comms.

46.22

4,078

188,508

1.7

6.2

-1.2

13,609

623

0.00

-ve

5.2

9.8

4.8

-7.7

Sep 15

BRJ3H07

ZAYO 0.87

0.02

Zayo Group Holdings

26.59

144

3,817

9.4

4.9

-13.0

2,291

59

5.20

26.3

2.8

5.8

1.5

11.9

437,153

1.77

6.16

-1.89

Mobile Telecommunications

-

-64.3

-7.8

18.9

8.7

-

Sep 15

2429294

SBAC 45.34

0.07

SBA Communications

105.07

129

13,602

-0.1

0.3

-5.1

1,029

107

-

-4.5

0.7

3.3

0.4

-14.0

Sep 15

BC4FF21

S 8.96

0.01

Sprint Corporation

3.62

743

2,689

-0.8

-5.7

-12.8

15,181

56

2.18

13.9

0.7

3.2

0.6

5.0

Sep 15

B6YR5K3

TDS 8.11

0.01

Telephone & Data Sys

25.89

94

2,434

-8.5

3.7

2.5

397

11

0.00

59.0

2.0

6.6

1.1

3.5

Sep 15

B94Q9V0

TMUS 35.80

0.05

T-Mobile US Inc.

39.12

275

10,739

10.2

-1.7

45.2

5,083

190

-

15.3

1.0

5.6

0.9

6.4

Sep 15

2918996

USM 1.79

0.00

U.S. Cellular Cp

40.81

13

536

-2.1

15.2

2.5

63

3

0.02

-ve

2.6

7.6

1.3

-2.1

29,999

2.47

-0.50

8.05

Electricity

4.18

10.8

1.8

2.2

0.4

15.0

Sep 15

2002479

AES 1.49

0.03

AES Corp.

9.57

682

6,531

-4.2

-2.2

-30.5

5,668

53

3.52

17.0

1.9

6.6

2.1

11.0

Sep 15

2973821

LNT 1.61

0.03

Alliant Energy

62.45

113

7,055

3.8

6.8

-6.0

730

45

3.84

16.0

1.6

6.7

1.7

10.2

Sep 15

2026242

AEP 6.51

0.14

Amer. Elec Power Co

58.27

490

28,549

4.0

2.5

-4.0

3,177

179

0.00

8.1

0.2

1.7

0.5

3.5

Sep 15

BYP0CD9

AGR 0.50

0.01

Avangrid

38.40

57

2,203

-

-

-

2,539

88

-

10.6

1.7

7.6

0.6

14.8

Sep 15

B2NKK22

CPN 1.23

0.03

Calpine

14.47

372

5,388

-2.1

-0.9

-34.6

4,752

63

3.22

19.4

2.6

6.7

1.4

13.5

Sep 15

2219224

CMS 2.28

0.05

CMS Energy Corp

36.08

277

9,987

3.0

2.2

3.8

2,155

76

4.05

17.0

1.4

6.6

1.4

8.5

Sep 15

2216850

ED 4.29

0.09

Cons Edison Holding

64.27

293

18,823

3.4

-3.9

-2.6

1,802

113

3.83

22.4

3.2

10.6

3.2

14.8

Sep 15

2542049

D 9.16

0.20

Dominion Resources

67.64

593

40,143

0.4

-3.9

-12.0

2,468

165

3.64

15.2

1.6

6.4

1.2

11.1

Sep 15

2280220

DTE 3.28

0.07

DTE Energy

80.19

179

14,380

-0.4

-0.2

-7.2

1,114

89

3.24

11.8

1.7

5.1

1.4

11.7

Sep 15

2829515

EIX 4.40

0.09

Edison International

59.21

326

19,291

-0.3

-6.1

-9.6

2,141

128

4.97

-89.3

1.3

3.9

1.0

-1.4

Sep 15

2317087

ETR 2.80

0.06

Entergy Corp

68.36

180

12,272

2.6

5.0

-21.9

1,452

97

3.27

17.6

1.6

8.2

2.1

9.0

Sep 15

BVVN4Q8

ES 3.70

0.08

Eversource Energy

51.07

318

16,222

0.2

0.9

-4.6

1,600

81

4.47

12.9

1.0

3.3

0.9

8.0

Sep 15

2670519

EXC 5.83

0.13

Exelon Corporation

27.77

920

25,536

1.7

-6.5

-25.1

7,630

205

4.54

26.9

1.1

5.1

0.9

3.9

Sep 15

2100920

FE 3.05

0.07

Firstenergy Corp.

31.73

422

13,391

1.1

1.3

-18.6

4,623

147

3.84

20.0

1.1

6.3

1.6

5.7

Sep 15

2483706

GXP 0.96

0.02

Great Plains Energy

27.31

154

4,214

1.2

1.1

-3.9

1,023

27

4.28

19.5

1.5

7.3

0.9

8.2

Sep 15

2415204

HE 0.71

0.02

Hawaiian Electric

28.95

107

3,110

1.3

0.9

-13.5

302

9

1.91

24.1

3.6

12.4

5.9

15.2

Sep 15

B0F7FR7

ITC 1.39

0.03

ITC Holdings

39.25

155

6,092

6.4

17.7

-2.9

2,757

105

2.96

15.0

2.1

7.8

2.8

15.2

Sep 15

2328915

NEE 10.53

0.23

NextEra Energy Inc

103.89

444

46,140

4.0

6.5

-2.3

2,387

240

4.93

72.5

0.4

2.0

0.2

0.5

Sep 15

2212922

NRG 0.84

0.02

NRG Energy

11.77

314

3,698

-4.8

-20.7

-56.3

10,541

109

4.15

28.1

1.5

5.6

1.3

5.2

Sep 15

2971698

POM 1.50

0.03

Pepco Holdings

26.01

253

6,582

1.3

7.4

-3.4

1,579

41

3.42

29.4

1.6

5.0

1.5

5.5

Sep 15

2689560

PCG 5.82

0.13

PG & E Corp.

53.19

480

25,530

0.9

0.7

-0.1

2,406

127

3.88

17.8

1.5

6.6

2.0

8.8

Sep 15

2048804

PNW 1.63

0.03

Pinnacle W Capl Cp

64.48

111

7,141

1.8

0.5

-5.6

971

61

4.42

23.4

2.2

6.9

1.8

15.1

Sep 15

2680905

PPL 5.20

0.11

PPL Corporation

34.13

668

22,802

0.3

3.8

1.2

4,425

149


1–28 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Electricity 4.03

10.7

1.5

6.2

1.8

14.8

Sep 15

2707677

PEG 4.47

0.10

Public Svc Entp Grp

38.69

506

19,572

-1.0

-8.2

-6.6

2,930

112

4.64

17.4

2.1

7.9

2.3

11.5

Sep 15

2829601

SO 9.70

0.21

Southern Co

46.79

908

42,498

5.1

4.7

-4.7

4,472

204

3.38

46.7

2.4

9.4

2.4

8.4

Sep 15

2880255

TE 1.43

0.03

Teco Energy

26.65

235

6,266

1.3

1.5

30.1

1,837

49

11.13

-23.0

0.8

-70.7

8.0

-5.9

Sep 15

BP46HS5

TERP 0.17

0.00

TerraForm Power

12.58

58

725

82.3

-11.5

-59.3

7,044

74

3.40

20.3

1.6

7.6

2.3

8.5

Sep 15

2484000

WR 1.37

0.03

Westar Energy

42.41

141

5,991

-0.6

10.3

2.8

920

39

3.56

18.7

1.7

6.6

1.6

9.4

Sep 15

2614807

XEL 4.15

0.09

Xcel Energy

35.91

507

18,203

0.7

1.4

0.0

3,870

137

3.81

17.4

1.8

6.6

1.8

10.9

438,335

1.86

0.51

-8.86

Gas Water & Multiutilities

3.20

19.3

2.0

7.7

1.4

10.3

Sep 15

2060961

GAS 4.41

0.04

AGL Resources

63.81

120

7,653

2.0

4.5

17.1

886

56

3.93

16.1

1.5

5.7

1.7

8.6

Sep 15

2050832

AEE 6.04

0.05

Ameren Corp

43.23

243

10,489

-1.2

2.3

-6.3

1,938

83

2.28

22.7

2.1

9.3

3.6

9.3

Sep 15

B2R3PV1

AWK 6.19

0.05

American Water Works

59.75

180

10,753

3.4

8.5

12.1

978

57

2.39

22.0

3.1

13.8

6.8

13.3

Sep 15

2685234

WTR 3.04

0.03

Aqua America

29.80

177

5,277

1.5

12.6

11.6

830

25

2.66

20.3

2.0

7.8

1.5

10.0

Sep 15

2315359

ATO 3.67

0.03

Atmos Energy

63.04

101

6,368

1.2

8.4

13.1

522

33

5.39

-ve

1.9

4.4

0.8

-0.2

Sep 15

2440637

CNP 4.55

0.04

CenterPoint Energy

18.36

430

7,899

8.3

1.8

-21.6

6,061

104

4.62

20.3

1.2

6.8

2.1

5.9

Sep 15

B7VD3F2

DUK 28.43

0.24

Duke Energy Corp

71.39

692

49,369

5.4

-0.8

-14.5

3,359

232

3.70

-9.5

1.8

4.9

2.1

-17.1

Sep 15

2626103

NFG 2.08

0.02

Natl Fuel Gas Co

42.75

84

3,609

-6.5

-14.5

-38.5

832

34

3.18

16.3

1.6

4.3

1.0

8.2

Sep 15

2645409

NI 3.57

0.03

Nisource

19.51

317

6,192

1.7

5.2

17.0

2,541

49

9.98

16.3

12.4

4.4

0.4

61.2

Sep 15

2130109

OKE 2.97

0.03

ONEOK Inc

24.66

209

5,148

-16.4

-23.4

-50.5

4,729

106

4.31

15.5

2.6

6.7

2.9

17.1

Sep 15

2717483

STR 1.97

0.02

Questar Corp

19.48

176

3,423

2.8

0.4

-22.9

1,674

32

3.60

11.5

1.6

7.3

1.7

14.5

Sep 15

2545844

SCG 4.98

0.04

Scana Corp

60.49

143

8,645

2.3

7.5

0.1

908

54

2.98

18.1

2.0

9.4

2.1

11.1

Sep 15

2138158

SRE 13.41

0.11

Sempra Energy

94.01

248

23,275

-5.3

-2.8

-15.6

1,262

120

2.70

20.8

2.2

6.0

0.9

10.5

Sep 15

2910118

UGI 3.35

0.03

UGI Corp Hlds

33.76

172

5,824

-2.6

-3.0

-11.1

1,302

43

3.77

18.6

2.1

6.8

1.3

11.7

Sep 15

2572949

VVC 2.02

0.02

Vectren Corp

42.42

83

3,505

-0.4

1.0

-8.2

373

16

3.57

28.1

1.9

13.5

3.3

8.8

Sep 15

BYY8XK8

WEC 9.33

0.08

WEC Energy Group

51.31

316

16,198

4.0

-1.7

-2.7

1,923

96

4.16

20.4

1.4

7.3

2.0

6.9

173,626

1.13

-0.07

-9.53

Banks

2.35

14.5

1.0

10.7

2.8

6.7

Sep 15

2055718

ASB 0.24

0.01

Associated Banc-Corp

18.75

153

2,860

-8.6

4.3

0.6

1,213

23

1.19

10.7

0.8

16.0

1.8

6.7

Sep 15

2295677

BAC 14.98

0.87

Bank of America

16.83

10,502

176,750

-3.4

8.0

-5.9

79,713

1,376

2.86

17.2

2.5

16.5

4.6

14.8

Sep 15

2074070

BOH 0.23

0.01

Bank of Hawaii

62.90

44

2,743

-9.1

-0.9

6.1

376

24

2.33

16.0

1.7

-ve

4.4

11.0

Sep 15

B3NNTZ4

BKU 0.32

0.02

BankUnited

36.06

103

3,729

-4.6

0.9

24.5

889

33

2.86

13.8

1.2

9.3

3.0

8.3

Sep 15

2830904

BBT 2.49

0.14

BB&T Corporation

37.81

776

29,332

-2.1

6.2

-2.8

4,245

161

2.88

14.0

1.2

13.4

3.0

8.8

Sep 15

2109091

BOKF 0.14

0.01

BOK Financial Corp

59.79

28

1,688

-13.2

-7.6

-0.4

355

22

0.39

11.0

0.7

5.9

1.7

6.5

Sep 15

2297907

C 13.31

0.77

Citigroup

51.75

3,034

157,017

-4.3

4.3

-4.4

16,255

859

1.53

16.9

0.7

7.8

2.6

4.2

Sep 15

BQRX1X3

CFG 0.69

0.04

Citizens Financial G

26.19

312

8,168

-1.7

9.8

5.3

5,553

147

2.01

13.6

1.0

8.4

2.8

7.3

Sep 15

2212870

CMA 0.63

0.04

Comerica

41.83

178

7,446

-9.8

1.8

-10.7

2,314

99

2.01

16.1

1.9

12.0

3.8

11.1

Sep 15

2213204

CBSH 0.31

0.02

Commerce Bancshares

42.54

86

3,678

-7.4

-2.0

2.7

535

23

3.53

12.8

1.4

9.8

3.7

10.2

Sep 15

2239556

CFR 0.28

0.02

Cullen Frost Bankers

60.00

54

3,252

-14.0

-5.6

-15.1

682

43

1.92

15.4

1.9

15.5

5.2

13.2

Sep 15

2487407

EWBC 0.51

0.03

East West Bancorp

41.56

144

5,978

-4.2

8.2

7.4

784

33

2.59

11.1

1.1

6.8

2.5

9.2

Sep 15

2336747

FITB 1.38

0.08

Fifth Third Bancorp

20.10

810

16,280

-2.8

6.3

-1.3

8,665

176

1.65

39.8

1.6

9.9

2.7

3.7

Sep 15

2341484

FHN 0.29

0.02

First Horizon Natl

14.52

233

3,390

-2.4

2.4

6.9

2,164

31

2.95

15.6

1.0

3.4

2.5

6.1

Sep 15

2421171

FNFG 0.33

0.02

First Niagara Finl

10.85

355

3,852

0.6

6.3

28.7

3,352

36

0.91

18.9

2.1

21.0

5.2

9.9

Sep 15

B4WHY15

FRC 0.80

0.05

First Republic Bank

66.06

142

9,397

-4.1

5.2

26.7

749

50

2.53

13.0

1.4

8.1

3.0

10.5

Sep 15

2445966

HBAN 0.76

0.04

Huntington Bancshare

11.06

809

8,942

-5.4

4.3

5.1

10,023

112

2.67

10.4

1.1

6.7

2.4

9.8

Sep 15

2190385

JPM 20.77

1.20

JPMorgan Chase & Co

66.03

3,711

245,043

-1.0

8.3

5.5

14,421

953

2.27

11.7

1.1

7.8

2.5

8.8

Sep 15

2490911

KEY 0.95

0.05

Keycorp

13.19

848

11,189

0.6

1.4

-5.1

13,783

180

2.31

17.5

1.6

13.0

4.0

8.5

Sep 15

2340168

MTB 1.64

0.09

M&T Bank

121.18

160

19,348

-3.3

-0.6

-3.5

899

110

6.13

16.4

1.4

15.1

4.2

8.3

Sep 15

2711656

NYCB 0.67

0.04

New York Community

16.32

485

7,914

-0.5

-9.6

2.0

4,772

79

4.64

17.4

1.4

14.6

6.9

8.4

Sep 15

2619772

PACW 0.41

0.02

PacWest Bancorp

43.10

112

4,826

-8.3

0.7

-5.2

767

34

4.15

19.9

1.1

12.5

3.6

5.4

Sep 15

B1W41J2

PBCT 0.42

0.02

People's United Fina

16.15

309

4,992

-3.6

2.7

6.4

4,121

67

2.14

11.7

1.2

9.6

3.0

9.2

Sep 15

2692665

PNC 4.18

0.24

PNC Financial Svc Gp

95.31

518

49,363

-0.2

6.8

4.5

2,185

208

1.06

3.6

0.6

5.7

1.5

17.0

Sep 15

B86QM90

BPOP 0.25

0.01

Popular Inc

28.34

103

2,933

-4.6

-6.3

-16.8

809

23

2.50

12.7

0.8

7.1

2.3

5.9

Sep 15

B01R311

RF 1.09

0.06

Regions Financial

9.60

1,340

12,867

-5.3

6.5

-9.1

17,353

168

-

22.0

2.7

15.9

8.0

13.5

Sep 15

B00JQL9

SBNY 0.66

0.04

Signature Bank

153.37

51

7,771

-3.0

11.5

21.8

574

89

9.20

13.5

1.9

16.7

3.5

10.7

Sep 15

2101967

SLM 0.24

0.01

SLM Corp

6.52

426

2,775

-3.5

-11.9

-36.0

3,280

21

2.24

11.9

1.0

9.1

2.6

8.0

Sep 15

2860990

STI 1.87

0.11

Suntrust Banks

42.84

516

22,115

-1.3

12.0

2.2

3,667

158

-

19.3

1.9

23.1

4.1

10.7

Sep 15

2808053

SIVB 0.52

0.03

SVB Financial Group

118.90

51

6,092

-10.3

2.9

2.4

602

74

1.48

19.1

1.5

10.5

3.6

7.2

Sep 15

BMH4NJ8

SNV 0.37

0.02

Synovus Financial Co

32.38

133

4,313

-3.0

9.4

19.5

964

31

2.12

14.1

1.2

8.7

1.8

7.7

Sep 15

2868455

TCB 0.20

0.01

TCF Financial

14.12

169

2,385

-7.8

-6.9

-11.1

1,426

21

2.12

77.3

3.2

52.1

13.6

4.0

Sep 15

B1W8J67

TFSL 0.11

0.01

TFS Financial

18.83

66

1,243

0.3

9.2

26.5

272

5

2.39

12.9

1.9

12.2

3.5

13.3

Sep 15

2736035

USB 6.06

0.35

US Bancorp

42.67

1,675

71,481

-2.8

4.0

-5.1

6,445

279

2.76

12.1

1.6

9.5

3.1

12.3

Sep 15

2649100

WFC 21.46

1.24

Wells Fargo & Co.

54.36

4,659

253,255

-1.3

5.9

-0.8

15,507

847

0.88

19.4

0.8

12.0

2.4

3.8

Sep 15

2989828

ZION 0.47

0.03

Zions Bancorp

27.30

203

5,548

-8.9

-0.9

-4.2

3,331

93

2.17

11.2

1.1

8.4

2.4

9.1

1,179,959

-2.55

5.95

-0.68

Nonlife Insurance

2.29

14.1

1.4

8.5

2.0

9.6

Sep 15

B3BQMF6

- 5.46

0.19

Ace Ltd

116.85

327

38,162

1.7

13.0

1.7

2,134

247

-

13.7

1.0

20.0

1.4

7.3

Sep 15

2016801

Y 1.09

0.04

Alleghany

477.93

16

7,647

-6.2

2.1

3.1

54

26

2.80

15.9

0.9

8.1

1.4

5.9

Sep 15

B4LMCN9

AWH 0.51

0.02

Allied World Assuran

37.19

95

3,550

2.4

-2.6

-1.9

718

26


FTSE Russell 1–29

Russell 1000®

Index 1–29


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Nonlife Insurance 1.93

9.6

1.3

7.4

0.7

12.5

Sep 15

2019952

ALL 3.44

0.12

Allstate Corp

62.09

387

24,048

-1.1

6.6

-11.6

2,545

159

2.82

18.3

1.5

5.2

1.1

8.3

Sep 15

2134532

AFG 0.71

0.02

American Finance Grp

72.08

69

4,971

-1.2

6.1

20.4

331

24

1.81

16.3

0.9

15.0

1.2

5.1

Sep 15

2027342

AIG 10.96

0.38

American Intl Group

61.97

1,237

76,658

-2.5

9.1

10.6

8,998

550

3.13

11.0

0.7

4.9

0.9

6.4

Sep 15

2028420

ANAT 0.11

0.00

American National

102.27

7

739

-4.7

4.7

-10.5

37

4

1.95

10.7

2.5

4.7

1.3

22.4

Sep 15

B1H4YP4

AFSI 0.36

0.01

AmTrust Financial Se

61.58

41

2,520

-1.5

-2.2

9.5

468

29

1.30

20.0

4.3

11.6

2.1

19.2

Sep 15

B5BT0K0

AON 3.72

0.13

Aon plc

92.21

282

25,989

-2.7

4.1

-2.8

1,272

119

-

12.3

1.5

8.2

2.1

11.3

Sep 15

2740542

ACGL 1.24

0.04

Arch Capital Gp

69.75

124

8,651

-3.8

-5.1

18.0

404

29

3.62

20.9

2.0

15.6

1.6

10.0

Sep 15

2359506

AJG 0.98

0.03

Arthur J Gallagher

40.94

168

6,876

-6.4

-0.8

-13.0

1,385

58

1.74

10.8

0.9

4.8

1.1

7.9

Sep 15

2172372

AHL 0.43

0.01

Aspen Insurance Hldg

48.30

62

2,976

-4.4

3.9

10.3

271

13

1.82

3.2

0.7

6.5

1.8

21.9

Sep 15

B00V7H8

AGO 0.53

0.02

Assured Guaranty

26.43

141

3,735

0.0

5.7

1.7

1,542

40

2.49

8.1

1.0

6.3

1.2

11.5

Sep 15

2677606

AXS 0.81

0.03

Axis Capital Holding

56.22

101

5,674

0.4

4.7

10.0

495

28

0.88

13.4

1.6

9.2

0.9

11.6

Sep 15

2093644

WRB 0.76

0.03

Berkley W R

54.75

97

5,323

-1.6

0.7

6.8

509

28

-

16.3

1.5

15.7

1.9

9.4

Sep 15

2073390

- 35.12

1.20

Berkshire Hathaway B

132.04

1,860

245,575

-1.5

1.3

-12.1

4,056

540

1.53

22.1

2.1

11.8

2.9

9.5

Sep 15

2692687

BRO 0.53

0.02

Brown & Brown

32.10

116

3,719

-1.1

3.6

-2.5

522

17

1.72

14.8

2.0

14.0

2.1

13.6

Sep 15

2195722

- 4.36

0.15

Chubb Corp

132.64

230

30,474

1.6

8.1

28.2

1,416

186

3.11

15.0

1.9

11.1

2.0

13.2

Sep 15

2196888

CINF 1.39

0.05

Cincinnati Fin Cp

59.17

164

9,725

-2.4

10.8

15.0

655

39

2.84

12.7

0.7

6.6

1.0

6.0

Sep 15

2204866

CNA 0.14

0.00

CNA Financial Corp

35.15

27

946

-4.3

0.6

-4.8

128

5

2.19

13.3

1.0

16.0

2.1

8.2

Sep 15

2353014

ENH 0.57

0.02

Endurance Specialty

63.99

62

3,982

-3.0

4.9

6.9

237

15

3.05

29.1

6.6

6.4

0.8

22.5

Sep 15

2311711

ERIE 0.33

0.01

Erie Indemnity

95.64

24

2,322

-0.7

15.3

5.4

74

7

2.51

10.4

1.3

7.5

1.7

12.8

Sep 15

2556868

RE 1.16

0.04

Everest Re Group

183.09

44

8,135

-0.7

5.6

7.5

265

49

2.26

10.2

1.2

6.2

0.7

12.1

Sep 15

2020415

THG 0.51

0.02

Hanover Insurance Gp

81.34

44

3,597

-3.9

4.7

14.0

205

17

1.93

10.8

1.1

9.4

1.0

9.6

Sep 15

2476193

HIG 2.61

0.09

Hartford Fin Svc Gp

43.46

420

18,250

-4.8

-5.1

4.2

2,508

111

0.65

20.3

0.8

4.6

0.9

3.7

Sep 15

2523022

L 1.71

0.06

Loew's

38.40

311

11,955

1.3

6.3

-8.6

1,386

52

-

24.8

2.0

17.3

2.4

8.4

Sep 15

2566436

MKL 1.76

0.06

Markel Corp

883.35

14

12,319

-2.4

10.2

29.4

87

78

2.24

19.1

4.6

12.8

2.2

21.1

Sep 15

2567741

MMC 4.26

0.15

Marsh & Mclennan

55.45

537

29,770

0.3

6.2

-3.1

2,201

123

5.33

84.9

1.4

10.4

0.8

1.6

Sep 15

2578464

MCY 0.18

0.01

Mercury General

46.57

27

1,260

-10.0

-7.8

-17.8

204

10

3.97

12.2

1.2

-26.6

0.9

10.1

Sep 15

2659109

ORI 0.70

0.02

Old Republic Intl

18.63

261

4,865

-1.7

19.1

27.3

1,671

31

2.00

32.6

1.0

7.8

1.0

3.0

Sep 15

2671932

PRE 0.95

0.03

PartnerRe

139.74

48

6,670

0.4

0.6

22.4

328

46

2.56

17.8

1.3

27.1

3.1

6.8

Sep 15

2612737

PRA 0.38

0.01

ProAssurance

48.53

55

2,670

-6.3

1.0

9.8

285

14

2.16

14.5

2.8

11.0

1.0

20.7

Sep 15

2705024

PGR 2.67

0.09

Progressive Corp

31.80

587

18,658

3.2

3.8

17.8

3,246

101

1.73

10.7

1.1

2.4

0.5

10.1

Sep 15

2731193

RGA 0.81

0.03

Reinsurance Group of

85.55

66

5,663

-6.9

-5.6

-2.4

227

20

1.06

9.9

1.2

7.5

3.9

11.9

Sep 15

2728429

RNR 0.75

0.03

RenaissanceRe

113.19

46

5,213

2.2

6.5

16.4

293

33

2.16

9.6

1.5

9.3

1.3

15.6

Sep 15

2769503

TRV 5.14

0.18

Travelers Cos Inc.

112.86

319

35,968

-1.5

13.4

6.6

1,878

211

2.77

8.9

1.0

15.7

1.8

11.6

Sep 15

B23HRW2

VR 0.56

0.02

Validus Holdings Ltd

46.29

85

3,915

-1.9

2.7

11.4

432

20

0.14

41.9

1.1

34.8

1.6

2.3

Sep 15

2339252

WTM 0.59

0.02

White Mountains Insu

726.81

6

4,133

-10.0

-2.7

15.3

17

13

2.04

10.4

1.0

12.1

1.6

10.9

Sep 15

B5LRLL2

XL 1.72

0.06

XL Group

39.18

307

12,014

2.6

7.9

14.0

2,081

80

0.47

15.8

1.4

14.4

1.7

9.1

699,319

-1.40

4.50

-0.48

Life Insurance

2.74

10.2

1.8

3.9

1.1

17.6

Sep 15

2026361

AFL 16.08

0.13

Aflac

59.90

434

25,990

-8.2

3.0

-1.9

2,139

132

2.48

42.2

1.3

15.5

0.5

2.9

Sep 15

2331430

AIZ 3.38

0.03

Assurant

80.54

68

5,470

-5.8

1.9

17.7

539

45

-

-1.7

0.2

0.8

0.2

-6.0

Sep 15

B011WL6

GNW 1.15

0.01

Genworth Financial A

3.73

497

1,855

-26.1

-19.3

-56.1

6,893

28

1.59

10.2

1.0

4.9

0.9

9.7

Sep 15

2516378

LNC 7.87

0.06

Lincoln National Cor

50.26

253

12,717

-8.6

5.9

-12.8

1,859

97

3.11

9.0

0.9

3.3

0.7

10.6

Sep 15

2573209

MET 27.94

0.22

Metlife

48.21

937

45,162

-5.6

2.2

-10.9

6,390

310

3.38

10.6

1.4

4.3

1.3

12.5

Sep 15

2803014

PFG 8.19

0.06

Principal Financial

44.98

294

13,241

-12.6

-5.0

-13.4

1,657

78

3.44

10.8

1.4

1.9

0.7

13.0

Sep 15

2819118

PRU 22.82

0.18

Prudential Financial

81.41

453

36,879

-5.9

6.8

-10.0

2,337

194

1.23

20.6

2.1

20.1

1.7

10.2

Sep 15

2409575

SFG 2.97

0.02

Stancorp Fincl

113.88

42

4,807

0.2

-0.3

63.0

180

21

0.94

13.0

1.6

8.2

1.8

12.3

Sep 15

2896713

TMK 4.46

0.04

Torchmark Corp

57.16

126

7,208

-5.7

1.3

5.5

673

39

2.22

22.6

1.0

6.6

0.8

4.2

Sep 15

2433842

UNM 5.14

0.04

Unum Group

33.29

250

8,306

-9.2

3.8

-4.6

1,443

50

3.06

9.9

1.1

2.9

0.8

11.5

161,635

-7.29

2.65

-7.43

Real Estate Investment & Services

0.00

+ve

2.8

11.4

2.6

1.8

Sep 15

BXP2BR5

BKFS 1.92

0.00

Black Knight Financi

33.06

21

684

-4.7

1.6

-

180

6

-

20.1

4.5

18.1

1.3

24.4

Sep 15

B6WVMH3

CBG 27.77

0.05

CBRE Group

34.58

286

9,891

-7.7

8.1

1.0

1,679

60

0.00

-

-

-

-

-

Dec 14

-

- 13.45

0.02

Forest City A

21.93

218

4,790

-1.4

8.9

3.0

-

-

0.00

33.7

1.9

-50.2

7.0

5.9

Sep 15

B5VR4H9

HHC 12.62

0.02

Howard Hughes

113.16

40

4,493

-8.6

-1.4

-13.2

149

17

0.36

16.4

2.9

13.9

1.3

18.1

Sep 15

2040640

JLL 20.14

0.04

Jones Lang Lasalle

159.86

45

7,172

-3.8

11.2

6.6

281

45

-

27.3

2.2

10.3

1.0

8.6

Sep 15

B5T0CW1

RLGY 15.09

0.03

Realogy Holdngs

36.67

147

5,373

-11.2

-2.6

-17.6

1,261

48

-

-12.1

0.6

37.5

5.0

-8.2

Sep 15

BVYJBR3

ZG 3.22

0.01

Zillow Group

26.04

44

1,146

0.0

-9.4

-21.1

674

18

0.00

-20.8

1.0

64.2

8.5

-8.2

Sep 15

BYXJF62

Z 5.80

0.01

Zillow Group CL C

23.48

88

2,066

-4.7

-13.0

-

1,017

25

0.08

24.7

3.3

19.7

1.5

14.5

35,614

-6.35

3.58

-7.37

Real Estate Investment Trusts

3.41

70.6

1.9

16.6

9.0

2.4

Sep 15

2009210

ARE 0.88

0.03

Alexandria Real Esta

90.36

72

6,510

-1.9

6.7

1.8

393

36

3.87

40.6

1.7

17.7

6.3

4.3

Sep 15

B02H871

ACC 0.63

0.02

American Campus Comm

41.34

112

4,643

2.3

14.1

0.0

802

32

13.84

-8.7

0.8

3.8

21.6

-7.9

Sep 15

B2R8TC5

AGNC 0.82

0.03

American Capital Age

17.34

353

6,117

-3.4

-7.3

-20.6

2,877

50

1.20

-56.9

1.1

22.6

8.7

-1.8

Sep 15

BCF5RR9

AMH 0.37

0.01

American Homes 4 Ren

16.66

166

2,760

-0.7

3.6

-2.2

3,126

51

2.02

64.7

6.2

20.7

10.0

11.7

Sep 15

B7FBFL2

AMT 5.52

0.20

American Tower Corp

96.95

423

41,018

-2.4

10.2

-1.9

1,957

190

12.79

-10.3

0.8

1.5

10.7

-6.8

Sep 15

2113456

NLY 1.20

0.04

Annaly Capital Manag

9.38

948

8,890

-2.1

-5.0

-13.2

7,057

67

3.00

28.8

4.3

18.3

6.4

4.3

Sep 15

2057059

AIV 0.84

0.03

Apartment Inv Manage

40.03

156

6,256

5.0

8.1

7.8

1,176

46


1–30 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Real Estate Investment Trusts 4.01

22.3

1.3

14.1

4.4

5.5

Sep 15

BXRTX56

APLE 0.47

0.02

Apple Hospitality RE

19.97

175

3,503

2.4

7.5

-

2,474

49

2.72

34.7

2.6

28.5

15.0

7.7

Sep 15

2131179

AVB 3.28

0.12

Avalonbay Communitie

184.13

132

24,340

1.3

5.3

12.7

947

170

4.39

23.3

1.6

13.9

7.2

7.0

Sep 15

B02GMQ5

BMR 0.65

0.02

BioMed Realty Trust

23.69

204

4,823

0.9

18.6

10.0

2,688

63

2.04

31.6

3.3

22.4

8.2

10.7

Sep 15

2019479

BXP 2.63

0.10

Boston Property

127.54

153

19,566

3.0

8.8

0.1

756

96

4.39

80.8

1.2

12.2

4.0

1.4

Sep 15

2518954

BDN 0.33

0.01

Brandywine Rlty

13.66

180

2,457

-0.7

10.9

-14.5

1,600

21

3.49

47.5

2.7

15.0

6.2

6.0

Sep 15

BFTDJL8

BRX 0.60

0.02

Brixmor Property Gro

25.82

173

4,468

2.8

10.0

3.9

1,520

38

3.65

18.2

2.4

16.7

6.6

13.2

Sep 15

2166320

CPT 0.90

0.03

Camden Property

76.76

87

6,666

0.5

3.9

4.0

671

51

3.73

17.2

2.1

10.4

8.7

6.7

Sep 15

BYNH8G7

CCP 0.34

0.01

Care Capital Propert

30.57

83

2,529

-3.4

-7.2

-

598

18

8.57

10.4

1.5

4.3

2.0

14.7

Sep 15

2167475

CBL 0.28

0.01

CBL & Associates

12.37

167

2,066

-5.4

-10.0

-36.3

1,587

20

14.08

18.2

0.8

14.9

2.9

4.2

Sep 15

BVZCNC0

CIM 0.35

0.01

Chimera Investment

13.64

189

2,578

-3.2

2.0

-14.2

2,138

30

5.11

32.4

1.1

13.0

5.4

3.4

Sep 15

BFLY9C0

CXP 0.40

0.01

Columbia Property Tr

23.48

125

2,937

-6.3

1.2

-7.4

455

11

8.78

+ve

-2.6

+ve

78.1

-

Sep 15

BVYV0D8

CSAL 0.30

0.01

Communications Sales

18.69

121

2,255

-3.9

4.4

-

1,354

26

5.04

16.7

1.6

11.5

3.5

8.7

Sep 15

2756152

OFC 0.28

0.01

Corporate Office

21.83

95

2,064

-2.1

3.8

-23.1

969

21

8.15

15.3

2.1

8.8

1.9

13.7

Sep 15

2759418

CXW 0.42

0.02

Corrections Corp of

26.49

117

3,100

2.8

-10.3

-27.1

954

25

4.09

18.9

4.0

18.6

7.8

7.7

Sep 15

BTGQCX1

CCI 3.89

0.14

Crown Castle Intl Co

86.45

334

28,854

0.6

9.6

9.8

2,244

193

4.10

-34.0

2.0

13.5

6.1

-7.6

Sep 15

B6S2DF5

DDR 0.69

0.02

DDR Corp

16.84

303

5,100

-1.2

9.5

-8.3

2,197

37

4.50

36.7

3.8

13.6

5.9

6.9

Sep 15

B03GQS4

DLR 1.49

0.05

Digital Realty Trust

75.62

146

11,067

4.9

15.8

14.1

1,173

86

2.82

82.5

2.4

17.7

7.6

2.8

Sep 15

B1G3M58

DEI 0.61

0.02

Douglas Emmett

31.18

146

4,548

0.6

8.6

9.8

869

26

3.43

12.1

2.2

18.3

5.4

5.4

Sep 15

2284084

DRE 0.98

0.04

Duke Realty

21.02

345

7,253

3.3

11.5

5.1

3,101

64

1.88

69.5

4.1

12.2

3.3

6.3

Sep 15

BF321D7

ESRT 0.27

0.01

Empire State Realty

18.07

111

2,013

-1.7

6.1

2.8

1,077

19

2.24

-ve

12.5

24.9

7.6

-8.7

Sep 15

BVLZX12

EQIX 2.51

0.09

Equinix Inc

302.40

62

18,621

2.0

15.1

38.7

710

210

3.61

-34.4

1.2

14.0

4.1

-3.0

Sep 15

BPH3N63

EQC 0.48

0.02

Equity Commonwealth

27.73

130

3,597

0.4

1.8

8.0

688

19

2.25

41.7

7.1

21.2

7.3

14.7

Sep 15

2563125

ELS 0.76

0.03

Equity Lifestyle Pro

66.67

84

5,616

6.9

13.8

29.3

450

29

2.71

33.6

2.8

23.5

10.5

8.5

Sep 15

2319157

EQR 4.00

0.15

Equity Residential

81.59

364

29,698

2.2

8.6

13.6

1,674

133

2.41

81.4

2.6

26.5

15.5

3.2

Sep 15

2316619

ESS 2.11

0.08

Essex Prop Trust

239.41

65

15,646

3.7

7.2

15.9

464

109

2.68

48.3

5.2

33.3

16.8

11.7

Sep 15

B02HWR9

EXR 1.46

0.05

Extra Space Storage

88.21

123

10,831

5.3

14.3

50.4

986

86

2.57

57.5

6.1

29.1

14.8

10.2

Sep 15

2333931

FRT 1.35

0.05

Federal Realty Invs

146.10

69

10,034

-0.3

7.1

9.5

310

45

7.84

22.4

-13.5

10.3

5.0

-

Sep 15

BFPK4S5

GLPI 0.33

0.01

Gaming & Leisure Pro

27.80

88

2,452

2.2

-6.4

-5.2

982

27

2.79

16.4

3.0

24.6

9.2

17.7

Sep 15

B56VLR5

GGP 2.11

0.08

General Growth Prop

27.21

577

15,701

6.8

4.8

-3.3

4,737

124

5.91

75.8

1.7

14.4

7.8

2.2

Sep 15

2417578

HCP 2.38

0.09

HCP

38.24

462

17,654

7.6

2.7

-13.2

3,831

139

4.38

78.3

2.4

20.5

8.6

3.2

Sep 15

BT9QF28

HTA 0.45

0.02

Healthcare Trust Of

26.97

125

3,377

3.3

10.0

0.1

694

18

7.65

16.3

1.3

8.6

2.3

7.4

Sep 15

2438966

HPT 0.53

0.02

Hospitality Properti

26.15

150

3,921

-5.1

3.0

-15.0

952

25

5.22

17.9

1.7

9.4

2.2

9.1

Sep 15

2567503

HST 1.57

0.06

Host Hotels & Resort

15.34

758

11,623

-7.6

-3.0

-35.5

8,260

131

7.18

43.4

9.3

11.2

1.8

24.4

Sep 15

BVFTF03

IRM 0.77

0.03

Iron Mountain

27.01

211

5,687

-2.8

-12.9

-30.1

1,349

37

2.21

24.7

2.0

22.4

11.2

7.8

Sep 15

2495529

KRC 0.75

0.03

Kilroy Realty

63.28

88

5,572

-5.2

-2.9

-8.4

581

37

3.85

19.2

2.2

15.7

10.9

11.3

Sep 15

2491594

KIM 1.47

0.05

Kimco Realty Cp

26.46

413

10,921

1.4

8.3

5.3

3,402

88

4.60

14.3

5.0

10.9

3.8

36.7

Jun 15

BSPHGN6

LAMR 0.65

0.02

Lamar Advertising

59.98

81

4,857

2.7

14.9

11.8

511

30

6.12

19.1

1.6

12.5

5.5

8.0

Sep 15

2513681

LPT 0.62

0.02

Liberty Ppty Trust

31.05

149

4,641

-8.4

-1.5

-17.5

1,085

35

3.37

8.5

2.3

28.0

11.5

34.8

Sep 15

2543967

MAC 1.72

0.06

Macerich

80.69

158

12,770

3.3

10.3

1.6

1,114

88

12.12

7.7

0.8

10.8

5.3

10.1

Sep 15

2418162

MFA 0.33

0.01

MFA Financial

6.60

370

2,445

-5.4

-3.1

-17.4

2,614

18

3.39

21.2

2.3

17.7

6.9

10.9

Sep 15

2589132

MAA 0.92

0.03

Mid-America Apartmnt

90.81

75

6,842

2.5

10.9

21.6

404

36

4.34

26.2

2.1

18.0

12.5

6.5

Sep 15

2211811

NNN 0.72

0.03

National Retail Prop

40.05

134

5,367

4.1

10.4

1.7

1,179

46

1.27

-ve

1.1

-ve

64.0

-ve

Sep 15

BYZBSK1

NRE 0.10

0.00

NorthStar Realty Eur

11.81

61

718

3.3

-

-

1,226

14

17.62

-10.3

0.8

17.9

3.0

-7.2

Sep 15

BYZBSG7

NRF 0.42

0.02

NorthStar Realty Fin

17.03

182

3,107

-5.6

-17.3

-41.9

3,401

57

6.40

29.6

1.8

18.7

13.0

8.7

Sep 15

2043274

OHI 0.86

0.03

Omega Healthcare Inv

34.98

183

6,392

1.6

-0.5

-10.5

1,157

39

6.23

41.2

2.2

10.5

2.2

5.0

Sep 15

BSP6611

OUT 0.40

0.01

Outfront Media

21.83

137

2,999

-4.5

5.0

-18.5

740

16

2.10

89.2

1.0

-53.8

13.1

2.0

Sep 15

BSL7HC6

PGRE 0.44

0.02

Paramount Group

18.10

179

3,232

-1.5

7.7

-2.6

666

12

4.45

78.2

2.2

18.3

8.3

2.7

Sep 15

B3M3278

PDM 0.37

0.01

Piedmont Office Real

18.88

146

2,747

-3.1

5.5

0.2

995

19

3.69

36.1

5.5

17.8

5.6

14.4

Sep 15

2692397

PCL 1.13

0.04

Plum Creek Timber Co

47.72

176

8,381

-6.1

20.8

11.5

1,074

52

2.97

40.6

2.6

20.3

8.5

6.2

Sep 15

2705262

PPS 0.43

0.02

Post Properties

59.16

55

3,230

0.3

1.5

0.7

370

22

3.73

19.3

1.5

34.2

9.0

8.3

Sep 15

B44WZD7

PLD 3.03

0.11

Prologis

42.92

524

22,492

0.4

10.3

-0.3

3,005

127

2.75

33.1

8.4

26.6

19.5

14.0

Sep 15

2852533

PSA 4.83

0.18

Public Storage

247.70

145

35,876

3.2

17.0

34.0

886

218

4.50

61.4

2.1

9.9

4.6

3.1

Sep 15

2473138

RYN 0.38

0.01

Rayonier

22.20

127

2,816

-8.0

0.6

-20.5

653

15

4.44

46.3

2.3

21.1

13.2

4.8

Sep 15

2724193

O 1.74

0.06

Realty Income

51.63

250

12,886

4.1

8.9

8.2

2,144

108

2.85

30.8

4.1

21.9

11.8

11.1

Sep 15

2726177

REG 0.87

0.03

Regency Centers

68.12

94

6,425

1.1

9.6

6.8

520

35

4.49

23.7

1.6

13.4

5.6

6.7

Sep 15

B7QR337

RPAI 0.47

0.02

Retail Properties of

14.77

237

3,503

-3.5

4.8

-11.5

1,170

17

10.51

22.1

1.0

10.4

4.2

5.1

Sep 15

2501631

SNH 0.47

0.02

Senior Housing Prope

14.84

235

3,488

3.7

-7.5

-32.2

1,983

29

3.29

36.3

13.8

21.3

12.4

35.3

Sep 15

2812452

SPG 8.15

0.30

Simon Property Group

194.44

311

60,523

4.4

5.8

6.8

1,340

253

2.55

46.0

1.6

21.1

7.4

2.9

Sep 15

2096847

SLG 1.51

0.06

SL Green Realty

112.98

100

11,251

-4.3

4.5

-5.1

639

73

6.99

31.9

1.2

18.2

7.4

1.3

Sep 15

BBVHWR7

SRC 0.60

0.02

Spirit Realty Capita

10.02

441

4,423

2.0

9.6

-15.7

3,394

34

9.34

11.0

1.2

12.0

5.1

11.0

Sep 15

B3PQ520

STWD 0.66

0.02

Starwood Property Tr

20.56

238

4,896

1.1

0.2

-11.5

2,186

45

3.49

26.4

6.1

17.0

7.5

23.0

Sep 15

2874582

SKT 0.42

0.02

Tanger Factory

32.70

96

3,134

-1.2

-0.2

-11.0

989

32

2.95

8.5

40.8

13.3

6.8

-51.5

Sep 15

2872252

TCO 0.64

0.02

Taubman Centers

76.72

62

4,742

6.7

11.1

0.4

462

34

12.84

12.1

0.8

-4.7

9.3

6.2

Sep 15

B563MS9

TWO 0.40

0.01

Two Harbors Investme

8.10

367

2,969

-4.7

-8.2

-19.2

2,977

25

2.95

41.1

3.5

24.7

12.0

3.5

Sep 15

2727910

UDR 1.31

0.05

UDR

37.57

259

9,730

1.8

9.0

21.9

1,756

64

5.17

46.6

1.9

14.8

6.1

4.5

Sep 15

2927925

VTR 2.51

0.09

Ventas Inc

56.43

331

18,672

5.8

0.7

-10.1

2,653

144

3.47

-14.9

0.8

9.1

4.5

-5.2

Sep 15

BYVVTJ1

VER 0.97

0.04

VEREIT

7.92

905

7,169

-4.9

2.6

-12.5

6,020

49


FTSE Russell 1–31

Russell 1000®

Index 1–31


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Real Estate Investment Trusts 2.52

18.0

3.5

15.3

7.1

8.2

Sep 15

2933632

VNO 2.53

0.09

Vornado Realty

99.96

188

18,820

3.3

10.6

-6.2

745

73

6.54

39.6

1.8

15.5

6.7

4.2

Sep 15

B826YT8

WPC 0.83

0.03

W. P. Carey Inc.

59.00

104

6,156

-4.6

2.1

-15.8

352

21

3.99

19.8

3.1

16.6

8.3

15.1

Sep 15

2946618

WRI 0.58

0.02

Weingarten Realty In

34.58

124

4,285

-1.1

4.4

-1.0

706

24

4.85

25.4

1.7

19.7

7.1

4.2

Sep 15

BYVYHH4

HCN 3.21

0.12

Welltower Inc.

68.03

351

23,853

7.7

0.5

-10.1

2,408

156

4.14

25.0

3.1

12.3

2.1

11.4

Sep 15

2958936

WY 2.09

0.08

Weyerhaeuser

29.98

518

15,522

-6.8

9.7

-16.5

3,656

113

9.43

46.7

1.7

6.9

3.0

3.9

Sep 15

BVCY4B5

WPG 0.26

0.01

WP GLIMCHER

10.61

185

1,966

0.6

-9.0

-38.4

1,404

15

3.36

33.3

3.6

19.1

9.1

9.2

742,657

1.18

6.53

-0.21

Financial Services

-

15.8

3.3

7.1

3.4

20.6

Sep 15

2127899

AMG 0.85

0.04

Affiliated Managers

159.76

55

8,743

-9.9

-6.6

-24.7

649

103

0.00

7.5

0.7

2.0

0.9

5.2

Sep 15

B72XK05

ALLY 0.87

0.04

Ally Financial

18.64

482

8,975

-6.6

-8.5

-21.1

3,970

76

1.67

12.1

3.2

8.3

1.9

27.3

Sep 15

2026082

AXP 5.83

0.29

Amer. Express Co

69.55

864

60,103

-2.9

-6.2

-25.2

5,635

393

2.52

11.4

2.4

9.1

1.5

20.5

Sep 15

B0J7D57

AMP 1.87

0.09

Ameriprise Financial

106.42

181

19,302

-5.8

-2.5

-19.5

1,093

118

6.66

45.6

24.5

7.9

3.7

60.6

Sep 15

B8FW545

APAM 0.12

0.01

Artisan Partners Ass

36.06

36

1,280

-7.8

2.4

-27.2

371

13

1.65

16.9

1.3

15.6

3.0

7.0

Sep 15

B1Z77F6

BK 4.49

0.23

Bank of New York Mel

41.22

1,122

46,229

-6.0

5.3

1.6

7,001

294

2.56

17.0

2.0

16.5

5.0

11.9

Sep 15

2494504

BLK 4.15

0.21

Blackrock Inc

340.52

125

42,721

-6.4

14.5

-4.8

806

273

2.22

9.3

0.8

3.8

1.6

8.8

Sep 15

2654461

- 3.83

0.19

Capital One Fin.

72.18

546

39,441

-8.1

-0.5

-12.6

2,658

200

1.42

26.4

20.6

21.4

8.7

80.4

Sep 15

B5834C5

CBOE 0.53

0.03

CBOE Holdings

64.90

83

5,417

-10.1

-3.2

2.3

698

47

1.51

6.9

0.7

6.0

2.2

11.8

Sep 15

B4Z73G0

CIT 0.67

0.03

CIT Group

39.70

174

6,910

-7.6

-0.8

-17.0

1,667

69

5.41

24.1

1.4

20.4

9.8

5.9

Sep 15

2965839

CME 2.82

0.14

CME Group

90.60

321

29,044

-7.2

-2.3

2.2

1,612

153

0.00

15.1

4.7

11.4

6.1

34.8

Sep 15

2232050

CACC 0.18

0.01

Credit Acceptance Cp

214.02

8

1,819

6.8

8.7

56.9

181

40

2.09

10.5

2.1

5.4

2.4

19.4

Sep 15

B1YLC43

DFS 2.30

0.12

Discover Financial S

53.62

443

23,727

-5.5

3.1

-18.1

3,250

177

3.27

16.7

6.0

10.5

2.7

35.0

Oct 15

2301057

EV 0.37

0.02

Eaton Vance

32.43

118

3,821

-9.7

-3.0

-20.8

1,018

34

1.04

31.9

5.9

22.5

5.4

18.2

Sep 15

2319146

EFX 1.29

0.06

Equifax

111.37

119

13,254

-0.1

14.6

37.7

656

73

-

39.5

1.5

10.8

4.8

4.0

Sep 15

2299011

ETFC 0.83

0.04

E-Trade Financial

29.64

290

8,593

-2.6

12.6

22.2

3,082

91

3.49

19.2

4.7

16.0

3.4

25.3

Sep 15

2246288

FII 0.26

0.01

Federated Investor B

28.65

94

2,685

-8.5

-0.9

-13.0

912

27

2.42

12.2

1.6

15.5

1.2

14.9

Sep 15

BNBRDD4

FNF 0.94

0.05

FNF Group

34.67

280

9,723

-3.3

-2.3

0.6

1,589

55

1.96

11.3

1.9

9.3

2.9

17.3

Sep 15

2350684

BEN 1.39

0.07

Franklin Resources

36.82

388

14,281

-12.2

-1.2

-33.5

4,133

154

1.44

10.3

1.0

6.4

1.9

8.8

Sep 15

2407966

GS 7.55

0.38

Goldman Sachs Group

180.23

432

77,862

-5.2

3.7

-7.0

2,995

547

0.92

71.0

3.3

5.0

2.5

4.9

Sep 15

B1WT4X2

IBKR 0.24

0.01

Interactive Brokers

43.60

58

2,510

0.6

10.5

49.5

477

20

1.17

25.5

2.5

20.8

9.8

9.6

Sep 15

BFSSDS9

ICE 2.77

0.14

Intercontinental Exc

256.26

111

28,524

-1.4

9.1

16.9

946

239

3.23

13.7

1.8

12.3

2.7

12.6

Sep 15

B28XP76

IVZ 1.40

0.07

Invesco Limited

33.48

431

14,420

-0.6

7.2

-15.3

3,680

119

3.11

5.8

5.1

7.4

2.5

+ve

Sep 15

B081VQ7

LAZ 0.55

0.03

Lazard Class A

45.01

126

5,672

-3.1

3.9

-8.2

810

37

2.04

13.7

0.9

9.4

1.5

6.8

Sep 15

2510615

LM 0.37

0.02

Legg Mason Inc

39.23

98

3,832

-11.6

-5.7

-26.5

1,140

47

0.00

-ve

4.1

+ve

7.3

-3.2

Sep 15

BRYFYB8

LC 0.07

0.00

LendingClub

11.05

67

738

-8.1

-16.5

-56.3

6,672

84

0.00

-64.5

1.4

+ve

64.1

-2.3

Sep 15

BRTLBY3

LBRDA 0.13

0.01

Liberty Broadband Se

51.65

26

1,350

-2.6

0.4

3.1

158

8

0.00

-84.6

1.8

+ve

84.0

-2.3

Sep 15

BRTLC06

LBRDK 0.33

0.02

Liberty Broadband Se

51.86

66

3,441

-1.8

1.3

4.1

263

13

-

32.7

4.2

11.5

13.5

18.0

Jun 15

B8FK6R9

LVNTA 0.62

0.03

Liberty Ventures Class A

45.11

142

6,393

4.9

11.8

19.6

476

21

2.34

21.3

4.3

13.0

0.9

19.0

Sep 15

B75JX34

LPLA 0.34

0.02

LPL Financial Holdings

42.65

82

3,516

-7.2

7.2

-4.3

641

28

0.66

30.0

17.8

24.4

11.8

58.3

Sep 15

B121557

MA 9.44

0.48

MasterCard Cl A

97.36

1,000

97,327

-0.6

8.0

13.0

3,504

342

1.34

+ve

40.5

-ve

5.3

-9.2

Sep 15

2551443

MHFI 2.62

0.13

McGraw Hill Financia

98.58

274

26,981

2.2

14.0

10.8

1,228

118

1.36

20.7

-42.2

19.0

5.9

-

Sep 15

2252058

MCO 1.73

0.09

Moodys Corporation

100.34

178

17,812

-2.7

2.2

4.7

1,140

114

1.89

17.8

0.9

11.0

1.7

4.8

Sep 15

2262314

MS 4.73

0.24

Morgan Stanley

31.81

1,533

48,764

-7.3

1.0

-18.0

11,693

388

1.22

35.5

6.6

24.3

7.4

17.0

Sep 15

B2972D2

MSCI 0.72

0.04

MSCI

72.13

103

7,406

2.9

21.3

52.0

720

51

1.72

26.1

1.7

13.9

2.7

6.3

Sep 15

2965107

NDAQ 0.65

0.03

Nasdaq

58.17

116

6,734

-0.8

9.1

21.3

1,127

65

5.59

4.3

1.1

4.0

0.9

24.2

Sep 15

BLP5GX1

NAVI 0.40

0.02

Navient Corp

11.45

362

4,148

-3.9

1.9

-47.0

5,388

65

2.00

17.5

2.0

13.2

3.7

11.1

Sep 15

2648668

NTRS 1.63

0.08

Northern Trust

72.09

233

16,824

-3.8

5.8

7.0

1,357

99

3.29

18.3

8.8

32.2

9.1

58.8

Sep 15

BNLYX02

NSAM 0.23

0.01

NorthStar Asset Mana

12.14

194

2,353

-10.7

-15.5

-46.2

2,673

32

-

-80.0

1.9

11.0

2.0

-2.7

Sep 15

BYSZB89

OMF 0.21

0.01

OneMain Holdings

41.54

52

2,165

-14.3

-5.0

14.8

502

22

2.91

14.7

3.8

13.5

4.4

24.6

Sep 15

2702337

TROW 1.81

0.09

Price (T. Rowe) Grp

71.49

261

18,629

-6.1

2.9

-14.7

1,632

119

1.38

16.5

1.8

14.7

1.6

11.6

Sep 15

2718992

RJF 0.72

0.04

Raymond James Financ

57.97

128

7,407

-1.3

16.8

1.2

1,084

63

0.95

5.4

1.3

1.4

0.9

27.3

Sep 15

BJ0KZ85

SC 0.14

0.01

Santander Consumer U

15.85

89

1,408

-10.1

-22.4

-19.2

1,414

23

0.73

31.3

3.7

25.1

7.0

11.2

Sep 15

2779397

SCHW 3.66

0.18

Schwab (Charles) Cp

32.93

1,146

37,727

-2.3

15.3

9.1

7,730

256

0.99

26.6

6.6

22.2

6.9

25.6

Sep 15

2793610

SEIC 0.71

0.04

SEI Invest Co

52.40

139

7,300

-3.7

8.6

30.9

759

40

2.05

14.0

1.4

8.6

2.5

8.9

Sep 15

2842040

STT 2.65

0.13

State Street Corp.

66.36

412

27,319

-8.6

-1.3

-15.5

2,545

174

0.00

11.5

2.1

4.8

2.1

19.9

Sep 15

BP96PS6

SYF 2.46

0.12

Synchrony Financial

30.41

834

25,353

-4.5

-2.8

2.2

9,997

308

1.96

23.2

3.8

19.0

5.8

16.8

Sep 15

2983154

AMTD 0.90

0.05

TD Ameritrade Holdin

34.71

267

9,268

-5.2

9.0

-3.0

2,216

78

0.72

37.5

7.9

23.3

17.0

22.1

Sep 15

B2PZN04

V 14.73

0.74

Visa

77.55

1,957

151,799

-1.8

11.3

18.3

8,940

700

0.11

4.2

0.6

2.2

0.7

15.8

Sep 15

BKWQ2N2

VOYA 0.77

0.04

Voya Financial

36.91

215

7,948

-9.3

-4.8

-12.9

1,867

71

6.00

9.1

2.9

6.1

1.5

32.4

Sep 15

2156503

WDR 0.23

0.01

Waddell & Reed

28.66

84

2,415

-23.4

-17.6

-42.5

1,025

32

3.46

10.7

6.7

7.9

1.6

67.0

Sep 15

B1F76F9

WU 0.90

0.05

Western Union

17.91

516

9,247

-5.0

-2.5

0.0

3,901

72

1.20

20.6

2.7

13.4

4.4

13.3

1,030,660

-4.17

4.83

-3.14

Software & Computer Services

0.00

74.8

6.7

+ve

9.8

9.1

Nov 15

2008154

ADBE 2.49

0.23

Adobe Systems Inc

93.94

500

46,995

2.7

14.3

29.2

2,838

261

-

28.3

3.0

14.3

4.8

11.1

Sep 15

2507457

AKAM 0.50

0.05

Akamai Technologies

52.63

179

9,398

-8.6

-23.8

-16.4

2,043

110

-

-ve

2.1

18.9

2.1

-1.6

Sep 15

2710039

MDRX 0.15

0.01

AllScripts Healthcar

15.38

181

2,782

1.0

24.0

20.4

2,131

32


1–32 FTSE Russell


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Software & Computer Services -

34.5

4.6

24.5

8.2

13.7

Sep 15

BYVY8G0

GOOGL 11.90

1.10

Alphabet Class A

778.01

288

224,273

2.0

21.9

46.6

1,971

1,518

0.00

33.5

4.5

23.8

7.9

13.7

Sep 15

BYY88Y7

GOOG 11.84

1.09

Alphabet Class C

758.88

294

223,232

2.2

24.7

44.6

1,966

1,482

1.25

19.1

2.5

13.4

2.3

13.1

Sep 15

2256908

DOX 0.45

0.04

Amdocs

54.57

155

8,438

-3.5

-4.1

17.0

848

47

0.00

32.7

3.8

24.2

8.9

11.4

Sep 15

2045623

ANSS 0.44

0.04

ANSYS Inc

92.50

90

8,304

-0.8

4.9

12.8

400

37

0.00

50.4

7.3

53.1

9.0

17.1

Sep 15

BN33VM5

ANET 0.14

0.01

Arista Networks

77.84

34

2,624

5.9

27.2

28.1

671

49

0.00

+ve

12.1

49.9

8.2

3.2

Sep 15

B24FJV8

ATHN 0.33

0.03

athenahealth Inc.

160.97

39

6,206

-4.0

20.7

10.5

402

65

0.00

-49.2

8.0

35.2

5.5

-12.4

Oct 15

2065159

ADSK 0.74

0.07

Autodesk

60.93

228

13,871

-4.0

38.0

1.4

1,804

113

3.50

16.8

2.2

10.7

3.0

12.8

Sep 15

2214832

CA 0.45

0.04

CA Inc

28.56

299

8,549

1.6

4.6

-6.2

3,083

87

-

26.1

4.5

15.7

3.9

17.8

Oct 15

2302232

CDNS 0.32

0.03

Cadence Design Sys

20.81

293

6,091

-6.7

0.6

9.7

2,890

62

1.14

38.4

9.7

29.7

3.7

26.1

Sep 15

BQXTWQ5

CDK 0.40

0.04

CDK Global

47.47

160

7,610

0.1

-0.6

16.5

580

27

1.02

19.6

6.7

15.0

0.6

37.1

Sep 15

BBM5MD6

CDW 0.29

0.03

CDW

42.04

132

5,544

-2.6

2.9

19.5

1,277

55

-

39.5

5.4

20.7

6.1

14.4

Oct 15

2185284

CERN 0.96

0.09

Cerner Corp

60.17

300

18,031

1.0

0.4

-6.9

2,000

120

-

41.1

5.6

15.5

3.7

13.6

Sep 15

2182553

CTXS 0.64

0.06

Citrix Systems

75.65

160

12,126

-1.3

9.2

18.6

1,566

120

0.00

23.4

4.2

21.6

3.6

19.3

Sep 15

2257019

CTSH 1.94

0.18

Cognizant Tech Sltns

60.02

611

36,643

-7.1

-4.1

14.0

3,644

223

1.71

+ve

1.5

3.2

0.4

0.7

Oct 15

2215200

CSC 0.24

0.02

Computer Sciences

32.68

139

4,535

4.3

26.4

23.0

4,250

133

0.33

22.0

5.7

11.2

1.2

23.1

Oct 15

BYQKXC4

CSRA 0.22

0.02

CSRA

30.00

139

4,163

-4.8

-

-

2,926

85

1.05

7.2

3.7

12.6

1.4

49.3

Sep 15

2282947

DST 0.21

0.02

DST Systems

114.06

35

3,947

-6.7

8.5

21.1

204

24

-

+ve

7.2

52.0

23.9

9.0

Sep 15

B7TL820

FB 12.02

1.11

Facebook Class A

104.66

2,164

226,487

0.4

16.4

34.1

20,038

2,108

-

-6.5

3.0

-14.0

7.8

-42.3

Sep 15

BD4R405

FEYE 0.15

0.01

FireEye

20.74

138

2,861

-9.4

-34.8

-34.3

4,312

93

0.00

+ve

6.8

21.0

7.0

2.4

Sep 15

B5B2106

FTNT 0.24

0.02

Fortinet

31.17

143

4,451

-13.5

-26.6

1.7

2,056

68

-

44.6

-47.2

30.9

3.7

-

Sep 15

2372763

IT 0.40

0.04

Gartner

90.70

83

7,530

-2.8

8.1

7.7

411

37

0.00

-50.6

14.2

+ve

3.7

-25.8

Sep 15

BWFRFC6

GDDY 0.04

0.00

GoDaddy

32.06

24

757

3.2

27.2

-

485

16

0.36

11.2

0.8

4.7

0.5

7.0

Oct 14

BYVYWS0

HPE 1.47

0.14

Hewlett Packard Ente

15.20

1,818

27,627

2.3

-

-

11,750

174

2.26

24.0

2.9

11.0

1.7

11.6

Sep 15

B0F0F09

- 0.23

0.02

IAC InteractiveCorp

60.05

73

4,413

-4.4

-8.0

-1.2

785

48

3.78

9.4

10.0

7.2

1.4

+ve

Sep 15

2005973

IBM 6.63

0.61

IBM

137.62

908

124,964

-1.3

-5.1

-14.2

4,445

612

0.00

21.1

5.3

30.1

3.2

24.6

Sep 15

BKY7XL8

IMS 0.18

0.02

IMS Health Holdings

25.47

134

3,404

-8.1

-12.5

-0.7

1,421

38

1.24

63.9

25.4

25.3

6.4

23.4

Oct 15

2459020

INTU 1.41

0.13

Intuit

96.50

276

26,602

-3.7

8.7

4.7

1,784

175

2.28

-12.6

4.2

9.7

0.8

-25.5

Oct 15

BDV82B8

LDOS 0.20

0.02

Leidos Holdings

56.26

67

3,754

-2.9

36.2

29.3

355

20

0.00

3.4

0.5

2.5

0.5

16.3

Sep 15

BYT5JW8

MTCH 0.03

0.00

Match Group

13.55

36

483

-6.4

-

-

1,008

14

2.60

36.2

5.7

16.1

4.7

14.6

Sep 15

2588173

MSFT 23.81

2.20

Microsoft Corp

55.48

8,090

448,810

2.1

25.4

19.4

36,927

2,038

0.00

-56.8

21.5

57.7

12.0

-43.4

Sep 15

B2B0FZ2

N 0.18

0.02

NetSuite

84.62

40

3,381

-0.9

0.9

-22.5

418

35

-

-53.6

2.7

16.8

3.2

-4.7

Sep 15

2402121

NUAN 0.27

0.02

Nuance Communication

19.89

253

5,034

-5.0

21.5

39.4

2,929

61

1.64

16.8

3.4

11.4

4.1

19.9

Nov 15

2661568

ORCL 6.14

0.57

Oracle Corp.

36.53

3,168

115,743

-6.3

1.1

-18.8

17,041

643

-

-86.2

27.5

+ve

16.1

-33.5

Oct 15

B87ZMX0

PANW 0.68

0.06

Palo Alto Networks

176.14

73

12,783

-6.0

2.4

43.7

1,274

236

-

-74.1

-0.6

4.6

1.5

-

Sep 15

BDZDRC5

PINC 0.07

0.01

Premier Inc

35.27

38

1,327

2.6

2.6

5.2

245

8

-

83.7

4.6

20.0

3.2

5.5

Sep 15

B95N910

PTC 0.21

0.02

PTC

34.63

115

3,982

-3.9

9.1

-5.5

644

22

0.00

26.0

3.2

6.4

1.9

11.5

Sep 15

2591524

RAX 0.16

0.01

Rackspace Hosting

25.32

116

2,941

-11.5

2.6

-45.9

2,454

66

-

78.3

11.3

35.4

8.5

15.0

Nov 15

2447218

RHT 0.81

0.07

Red Hat Inc

82.81

183

15,181

1.7

15.2

19.8

1,824

147

-

-ve

10.8

49.7

9.6

-2.1

Oct 15

2310525

CRM 2.73

0.25

Salesforce.com

78.40

656

51,430

-1.6

12.9

32.2

3,201

253

-

-66.9

26.6

+ve

20.2

-44.0

Sep 15

B80NXX8

NOW 0.71

0.07

ServiceNow

86.56

154

13,313

-0.5

24.6

27.6

1,361

118

-

46.8

8.7

29.7

9.9

17.4

Sep 15

B4MTR12

SWI 0.20

0.02

SolarWinds

58.90

63

3,690

0.8

50.1

18.2

651

38

1.64

-20.5

-34.1

16.2

3.2

-74.1

Sep 15

B1XDZ96

SLH 0.20

0.02

Solera Holdings

54.83

67

3,680

2.0

1.5

7.1

701

38

0.00

-29.5

9.0

+ve

16.8

-31.3

Oct 15

B424494

SPLK 0.39

0.04

Splunk

58.81

125

7,370

-1.2

6.3

-0.2

1,666

94

0.00

-2.1

-1.3

-4.3

0.4

-77.3

Sep 15

BYNZGK1

SQ 0.02

0.00

Square Class A

13.09

31

406

8.7

-

-

1,272

16

0.73

98.0

3.2

29.9

8.6

4.0

Sep 15

B58YSC6

SSNC 0.29

0.03

SS&C Technologies Ho

68.27

81

5,549

-5.0

-2.5

16.7

471

32

2.86

21.1

2.4

9.5

2.2

11.4

Oct 15

2861078

SYMC 0.76

0.07

Symantec Corp

21.00

681

14,295

7.3

7.9

-18.1

6,839

138

0.00

31.3

2.3

12.7

3.2

7.3

Oct 15

2867719

SNPS 0.38

0.03

Synopsys Inc

45.61

155

7,074

-8.9

-1.2

4.9

1,071

50

0.00

-ve

10.1

+ve

17.9

-3.2

Sep 15

B8DJFL5

DATA 0.25

0.02

Tableau Software

94.22

50

4,669

-2.9

18.1

11.2

730

68

0.00

-74.8

3.5

5.9

1.3

-3.3

Sep 15

B247H10

TDC 0.19

0.02

Teradata

26.42

133

3,514

-11.7

-8.8

-39.5

1,770

49

-

-28.1

3.7

55.1

11.2

-14.3

Sep 15

BFLR866

TWTR 0.69

0.06

Twitter

23.14

565

13,078

-8.9

-14.1

-35.5

18,064

436

-

+ve

17.0

66.0

11.1

8.8

Sep 15

2249964

ULTI 0.30

0.03

Ultimate Softwr

195.51

29

5,588

-1.0

9.2

33.2

231

45

-

79.4

8.4

70.1

12.7

11.7

Oct 15

BFH3N85

VEEV 0.11

0.01

Veeva Systems

28.85

71

2,049

0.0

23.2

9.2

968

27

0.00

28.7

-9.4

19.1

9.6

-

Sep 15

2142922

VRSN 0.48

0.04

VeriSign Inc

87.36

103

9,037

-2.3

23.8

53.3

1,069

96

-

28.5

3.6

17.0

4.5

12.7

Sep 15

B23SN61

VMW 0.25

0.02

VMware Inc.

56.57

82

4,635

-7.9

-28.2

-31.4

1,576

92

-

-58.0

13.8

+ve

19.8

-23.8

Oct 15

B8K6ZD1

WDAY 0.45

0.04

Workday

79.68

106

8,453

-4.8

15.7

-2.4

885

72

0.00

+ve

1.1

-13.8

6.8

0.7

Sep 15

2986539

YHOO 1.66

0.15

Yahoo

33.26

938

31,213

-1.6

15.0

-34.2

16,598

567

1.50

33.2

5.3

18.4

5.3

15.3

1,884,917

-0.13

14.41

14.76

Technology Hardware & Equipment

-

-16.8

0.8

11.3

1.5

-4.5

Sep 15

2889768

DDD 0.06

0.00

3-D Systems

8.69

112

972

-4.7

-24.8

-73.6

3,186

30

2.89

24.9

3.4

18.9

5.0

14.2

Oct 15

2032067

ADI 1.15

0.08

Analog Devices

55.32

314

17,345

-10.2

-1.9

-0.4

2,539

147

1.98

11.0

4.9

8.4

2.5

46.2

Sep 15

2046251

AAPL 40.32

2.97

Apple Inc.

105.26

5,761

606,406

-11.0

-4.6

-4.6

41,818

4,679

2.14

16.3

2.9

12.5

2.3

17.8

Oct 15

2046552

AMAT 1.43

0.11

Applied Materials

18.67

1,149

21,454

-0.5

27.1

-25.1

12,926

242

-

23.1

3.4

10.6

1.1

15.8

Sep 15

-

ARRS 0.37

0.03

ARRIS Group

30.57

182

5,572

0.0

17.7

1.3

-

-

1.39

+ve

4.2

18.7

2.6

1.8

Sep 15

2062310

ATML 0.24

0.02

Atmel Corp

8.61

417

3,594

-0.5

6.7

2.6

4,552

39

1.21

30.3

8.5

16.7

6.1

35.1

Nov 15

B3WS2X9

AVGO 2.48

0.18

Avago Technologies

145.15

257

37,244

11.3

16.1

44.3

3,505

501

0.97

25.8

3.7

19.8

4.3

15.2

Sep 15

2235822

BRCM 2.12

0.16

Broadcom Corp

57.82

552

31,944

5.8

12.4

33.4

5,438

310

1.96

11.2

1.5

7.7

1.7

13.8

Oct 15

2422174

BRCD 0.26

0.02

Brocade Comm System

9.18

418

3,836

-2.2

-11.6

-22.5

3,771

34


FTSE Russell 1–33

Russell 1000®

Index 1–33


.

Report

Local Weight %

USD

Shares

MCap

Performance

Vol Avg (1M)

Yld%

P/E

P/B

P/CE

P/S

ROE

Date

Sedol

Code Sctr

Idx

Name

Price

mn

USDmn

MTD%

QTD%

YTD%

Sh(th)

Val(mn)

Technology Hardware & Equipment 3.09

14.4

2.3

11.0

2.8

16.4

Oct 15

2198163

CSCO 9.18

0.68

Cisco Systems

27.16

5,086

138,107

-0.3

3.4

-2.4

23,168

625

-

94.2

3.7

10.4

1.3

4.0

Sep 15

BFRBX34

COMM 0.18

0.01

CommScope Holding Co

25.89

105

2,725

-9.5

-13.8

13.4

1,118

29

2.63

10.3

1.2

4.6

2.2

10.1

Sep 15

2224701

GLW 1.44

0.11

Corning

18.28

1,183

21,625

-2.4

6.8

-20.3

11,853

216

-

-27.8

1.2

12.1

1.7

-3.7

Sep 15

2232351

CREE 0.18

0.01

Cree Inc

26.67

103

2,748

-3.5

10.1

-17.2

994

27

4.49

-10.7

1.1

29.3

4.5

-19.8

Sep 15

2244549

CY 0.22

0.02

Cypress Semicond

9.81

332

3,256

-9.3

15.1

-31.3

4,757

48

-

25.4

1.1

5.0

1.1

4.3

Sep 15

B2NC471

SATS 0.11

0.01

EchoStar

39.11

44

1,725

0.0

-9.1

-25.5

130

5

1.79

21.1

2.4

9.5

2.0

11.0

Sep 15

2295172

EMC 3.32

0.24

EMC Corp

25.68

1,942

49,872

1.3

6.3

-13.7

10,900

281

0.00

18.9

5.2

12.5

3.6

27.2

Sep 15

2427599

FFIV 0.46

0.03

F5 Networks Inc

96.96

72

6,975

-5.9

-16.3

-25.7

1,222

123

5.49

13.2

2.2

12.2

2.5

16.5

Sep 15

B3Z5T14

GRMN 0.29

0.02

Garmin Ltd

37.17

118

4,403

-1.8

3.6

-29.6

1,715

62

2.30

30.2

3.1

12.5

2.1

13.6

Oct 15

2412001

HRS 0.71

0.05

Harris Corp

86.90

124

10,740

4.5

18.8

21.0

953

80

4.19

4.7

0.8

2.0

0.2

16.7

Oct 15

BYX4D52

HPQ 1.43

0.11

HP

11.84

1,818

21,520

-5.6

1.8

-35.0

20,943

252

0.66

23.6

1.2

10.6

0.1

4.8

Oct 15

2489094

IM 0.32

0.02

Ingram Micro

30.38

156

4,747

-1.8

11.5

9.9

1,122

35

2.79

14.2

2.9

8.0

2.9

20.3

Sep 15

2463247

INTC 10.87

0.80

Intel Corp

34.45

4,744

163,431

-0.9

14.3

-5.1

19,549

678

1.45

-31.8

2.4

13.0

2.3

-6.3

Sep 15

2431846

JNPR 0.72

0.05

Juniper Networks

27.60

395

10,898

-8.4

7.4

23.7

5,904

171

3.00

27.1

36.7

18.2

3.8

20.9

Sep 15

2480138

KLAC 0.74

0.05

Kla-Tencor Corp

69.35

160

11,091

4.3

38.7

-1.4

1,321

90

1.51

15.7

2.4

10.5

2.4

15.7

Sep 15

2502247

LRCX 0.84

0.06

Lam Research

79.42

158

12,574

1.6

21.6

0.1

1,892

149

4.44

-36.0

1.7

4.7

0.5

-4.6

Sep 15

2511908

LXK 0.13

0.01

Lexmark Intnl Inc

32.45

61

1,989

-5.5

12.0

-21.4

570

19

2.83

20.1

6.4

16.0

6.9

33.9

Sep 15

2516839

LLTC 0.68

0.05

Linear Technology Co

42.47

239

10,170

-7.1

5.3

-6.9

1,861

82

0.00

-58.4

2.2

15.7

1.2

-4.6

Sep 15

BYM9ZP2

LITE 0.07

0.01

Lumentum Holdings

22.02

47

1,031

10.1

29.9

-

420

9

2.72

-26.5

0.9

6.7

1.2

-3.5

Aug 15

2594653

MRVL 0.27

0.02

Marvell Technology

8.82

453

3,996

-0.5

-2.5

-39.2

4,394

38

3.16

+ve

5.1

17.1

4.7

1.5

Sep 15

2573760

MXIM 0.72

0.05

Maxim Integrated Pr

38.00

284

10,792

-2.0

13.8

19.2

2,782

105

3.08

24.8

4.4

12.9

4.4

17.6

Sep 15

2592174

MCHP 0.65

0.05

Microchip Technology

46.54

209

9,732

-3.6

8.0

3.2

2,009

94

-

7.3

1.2

2.8

0.9

17.5

Dec 15

2588184

MU 1.02

0.08

Micron Technology

14.16

1,082

15,315

-11.1

-5.5

-59.6

22,484

328

2.40

22.7

-39.4

12.1

2.1

-38.8

Oct 15

B5BKPQ4

MSI 0.80

0.06

Motorola Solutions

68.45

177

12,095

-4.6

0.1

2.0

953

66

-

-18.7

1.9

8.4

0.5

-9.1

Sep 15

2632650

NCR 0.28

0.02

NCR Corp

24.46

170

4,146

-9.8

7.5

-16.1

4,317

113

2.71

19.8

2.6

7.1

1.3

12.3

Oct 15

2630643

NTAP 0.52

0.04

NetApp

26.53

295

7,824

-13.5

-10.4

-36.0

4,153

119

1.40

29.8

4.0

16.1

3.8

13.8

Oct 15

2379504

NVDA 1.18

0.09

Nvidia

32.96

538

17,732

3.9

33.7

64.4

6,473

213

-

26.7

2.6

7.3

1.3

9.6

Oct 15

2583576

ON 0.28

0.02

ON Semiconductor Cor

9.80

429

4,206

-10.6

4.3

-3.3

5,393

57

3.63

10.6

28.8

7.2

1.1

+ve

Sep 15

2690506

PBI 0.28

0.02

Pitney Bowes

20.65

202

4,165

-4.4

4.0

-15.3

1,666

34

0.00

71.4

1.3

19.8

4.2

3.1

Oct 15

BR9YYP4

QRVO 0.48

0.04

Qorvo Inc.

50.90

141

7,194

-12.3

13.0

-23.3

1,352

74

3.84

14.3

2.4

10.1

3.0

14.9

Sep 15

2714923

QCOM 5.00

0.37

Qualcomm

49.98

1,503

75,132

2.4

-7.0

-32.8

15,859

782

1.58

33.5

2.7

9.0

2.3

7.2

Sep 15

2765802

SNDK 1.05

0.08

Sandisk Corp

75.99

208

15,797

2.9

39.9

-22.4

1,802

135

1.35

18.4

4.6

13.9

4.5

28.1

Oct 15

2961053

SWKS 0.98

0.07

Skyworks Solutions I

76.83

191

14,682

-7.5

-8.8

5.7

3,201

261

-

-1.4

1.1

-2.0

0.6

-ve

Sep 15

BBC3995

SUNE 0.09

0.01

SunEdison

5.09

272

1,387

59.6

-29.1

-73.9

58,334

284

1.16

41.1

2.1

9.7

2.6

4.9

Oct 15

2884183

TER 0.29

0.02

Teradyne

20.67

215

4,435

-0.5

14.8

4.4

1,804

37

2.77

19.0

5.6

13.3

4.3

28.7

Sep 15

2885409

TXN 3.79

0.28

Texas Instruments

54.81

1,040

57,022

-5.7

10.7

2.5

5,339

304

-

40.5

3.6

11.7

1.6

8.2

Oct 15

B07RH68

PAY 0.21

0.02

VeriFone Systems

28.02

114

3,187

-2.3

1.0

-24.7

1,493

41

-

-9.8

1.9

8.0

0.8

-9.6

Oct 15

BYXB201

VIAV 0.09

0.01

Viavi Solutions

6.09

234

1,426

-4.2

13.4

-21.9

2,011

12

3.33

10.5

1.5

5.0

1.0

14.5

Oct 15

2954699

WDC 0.90

0.07

Western Digital

60.05

225

13,493

-3.8

-24.4

-45.8

3,025

186

2.64

21.0

4.7

14.8

5.1

21.7

Sep 15

2985677

XLNX 0.81

0.06

Xilinx

46.97

259

12,150

-5.5

10.8

8.5

2,135

103

2.11

11.5

4.3

8.5

2.5

38.8

1,503,901

-5.36

1.68

-9.32

Russell 1000®

2.22

19.6

3.1

11.1

2.2

15.2

20,417,027

-1.97

5.94

-1.09


1–34 FTSE Russell


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