Location: London, United Kingdom
CIK: 0000898419 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 15, 2014
Total Value: $22.49B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MSFT | MICROSOFT CORP | 27,475,872 | $1.126B | 5.0% | $40.99 | — | — | Microsoft Corp | 594918104 |
| UPS | UTD PARCEL SERV | 6,720,142 | $654M | 2.9% | $97.38 | — | — | United Parcel Service Inc | 911312106 |
| WFC | Wells Fargo & Co | 12,118,424 | $603M | 2.7% | $49.74 | — | — | WELLS FARGO ORD SHS | 949746101 |
| MEOH | METHANEX CORP | 8,212,757 | $525M | 2.3% | $63.94 | — | — | COM NPV | 59151K108 |
| OXY | Occidental Petroleum | 5,504,667 | $525M | 2.3% | $95.29 | — | — | Occidental Petroleum Corp | 674599105 |
| WMT | Wal-Mart Stores Inc | 5,473,601 | $418M | 1.9% | $76.43 | — | — | Wal-Mart Stores Inc | 931142103 |
| JNJ | Johnson & Johnson | 4,222,266 | $415M | 1.8% | $98.23 | — | — | Johnson & Johnson | 478160104 |
| QCOM | QUALCOMM Inc | 5,010,120 | $395M | 1.8% | $78.86 | — | — | QUALCOMM ORD SHS | 747525103 |
| — | AVAGO TECH LTD | 5,950,772 | $383M | 1.7% | $64.41 | — | — | NPV | Y0486S104 |
| VZ | Verizon Communicatio | 7,717,178 | $367M | 1.6% | $47.57 | — | — | VERIZON COMMUNICATIONS ORD SHS | 92343V104 |
| JPM | JPMORGAN CHASE &CO | 5,979,390 | $363M | 1.6% | $60.71 | — | — | JPMorgan Chase & Co | 46625H100 |
| ACN | ACCENTURE PLC | 4,547,829 | $363M | 1.6% | $79.72 | — | — | CLS'A'USD0.0000225 | G1151C101 |
| — | UTD TECHNOLOGIES | 3,082,465 | $360M | 1.6% | $116.84 | — | — | United Technologies Corp | 913017109 |
| KLAC | KLA-Tencor Corp | 5,025,942 | $347M | 1.5% | $69.14 | — | — | KLA TENCOR ORD SHS | 482480100 |
| — | HOLLYFRONTIER CORP | 6,789,084 | $323M | 1.4% | $47.58 | — | — | COM USD0.01 | 436106108 |
| EWY | iShares MSCI South K | 4,774,300 | $294M | 1.3% | $61.51 | — | — | ISHARES MSCI SOUTH KOREA INDEX | 464286772 |
| AJG | GALLAGHER AJ &CO | 5,837,032 | $278M | 1.2% | $47.58 | — | — | COM USD1 | 363576109 |
| IVV | iShares Core S&P 500 | 1,419,059 | $267M | 1.2% | $188.14 | — | — | ISHARES CORE S&P 500 ETF | 464287200 |
| CVX | Chevron Corp | 2,211,436 | $263M | 1.2% | $118.91 | — | — | COM USD0.75 | 166764100 |
| ADI | ANALOG DEVICES INC | 4,672,032 | $248M | 1.1% | $53.14 | — | — | COM USD0.16 2/3 | 032654105 |
| IBM | INTL BUSINESS MCHN | 1,286,013 | $248M | 1.1% | $192.49 | — | — | INTERNATIONAL BUSINESS MACHINE | 459200101 |
| — | AMCOL INTL CORP | 5,298,000 | $243M | 1.1% | $45.78 | — | — | COM USD0.01 | 02341W103 |
| — | L BRANDS INC | 4,210,697 | $239M | 1.1% | $56.77 | — | — | COM USD0.50 | 501797104 |
| — | UBS AG | 11,229,471 | $233M | 1.0% | $20.72 | — | — | CHF0.10 | H89231338 |
| BAC | BK OF AMERICA CORP | 13,051,323 | $224M | 1.0% | $17.20 | — | — | COM USD0.01 | 060505104 |
| AAPL | Apple Inc | 414,662 | $223M | 1.0% | $536.74 | — | — | COM NPV | 037833100 |
| — | SEADRILL LTD | 6,013,435 | $211M | 0.9% | $35.16 | — | — | USD2 | G7945E105 |
| — | MEDTRONIC INC | 3,230,619 | $199M | 0.9% | $61.54 | — | — | Medtronic Inc | 585055106 |
| — | XILINX INC | 3,623,418 | $197M | 0.9% | $54.27 | — | — | XILINX ORD SHS | 983919101 |
| — | NATL OILWELL VARCO | 2,495,172 | $194M | 0.9% | $77.87 | — | — | NATIONAL OILWELL VARCO ORD SHS | 637071101 |
| MS | MORGAN STANLEY | 5,971,152 | $186M | 0.8% | $31.17 | — | — | Morgan Stanley | 617446448 |
| SMG | SCOTTS MIRACLE-GRO | 3,000,000 | $184M | 0.8% | $61.28 | — | — | CLASS'A'COM NPV | 810186106 |
| CSCO | Cisco Systems Inc | 7,631,107 | $171M | 0.8% | $22.41 | — | — | COM USD0.001 | 17275R102 |
| HYG | iShares iBoxx $ High | 1,664,680 | $157M | 0.7% | $94.39 | — | — | ISHARES IBOXX $ HIGH YIELD COR | 464288513 |
| HAL | Halliburton Co | 2,625,737 | $155M | 0.7% | $58.89 | — | — | Halliburton Co | 406216101 |
| PFE | PFIZER INC | 4,798,622 | $154M | 0.7% | $32.12 | — | — | Pfizer Inc | 717081103 |
| LVS | LAS VEGAS SANDS CO | 1,864,838 | $151M | 0.7% | $80.78 | — | — | COM USD0.001 | 517834107 |
| AMGN | AMGEN INC | 1,179,352 | $145M | 0.6% | $123.34 | — | — | COM USD0.0001 | 031162100 |
| — | Google Inc | 129,587 | $144M | 0.6% | $1114.51 | — | — | GOOGLE INC-CL A | 38259P508 |
| INTC | Intel Corp | 5,355,986 | $138M | 0.6% | $25.81 | — | — | Intel Corp | 458140100 |
| CVS | CVS Caremark Corp | 1,804,049 | $135M | 0.6% | $74.86 | — | — | CVS Caremark Corp | 126650100 |
| AEM | AGNICO EAGLE MINES | 4,442,123 | $134M | 0.6% | $30.25 | — | — | COM NPV | 008474108 |
| C | Citigroup Inc | 2,708,113 | $129M | 0.6% | $47.60 | — | — | COM USD0.01 | 172967424 |
| MRK | Merck & Co Inc | 2,183,739 | $124M | 0.6% | $56.77 | — | — | Merck & Co Inc | 58933Y105 |
| — | Mindray Medical Inte | 3,761,889 | $122M | 0.5% | $32.36 | — | — | SPON ADR EACH REP 1 ORD 'A' | 602675100 |
| — | iShares MSCI Emergin | 5,127,200 | $119M | 0.5% | $23.30 | — | — | ISHARES MSCI EMERGING MARKETS | 464286566 |
| — | iShares MSCI Global | 6,122,926 | $119M | 0.5% | $19.42 | — | — | ISHARES MSCI GLOBAL METALS & M | 464286368 |
| KGC | KINROSS GOLD CORP | 28,000,000 | $116M | 0.5% | $4.14 | — | — | COM NPV | 496902404 |
| — | CIGNA CORP | 1,371,900 | $115M | 0.5% | $83.73 | — | — | COM USD0.25 | 125509109 |
| CMCSA | COMCAST CORP | 2,224,767 | $111M | 0.5% | $50.02 | — | — | Comcast Corp | 20030N101 |
| HIG | HARTFORD FINL SVCS | 3,146,259 | $111M | 0.5% | $35.27 | — | — | Hartford Financial Services Gr | 416515104 |
| — | ELIZABETH ARDEN IN | 3,714,001 | $110M | 0.5% | $29.51 | — | — | COM USD0.01 | 28660G106 |
| GS | GOLDMAN SACHS GRP | 668,211 | $109M | 0.5% | $163.85 | — | — | Goldman Sachs Group Inc/The | 38141G104 |
| T | AT&T Inc | 3,075,527 | $108M | 0.5% | $35.07 | — | — | COM USD1 | 00206R102 |
| GM | General Motors Co | 3,106,135 | $107M | 0.5% | $34.42 | — | — | General Motors Co | 37045V100 |
| CMI | CUMMINS INC | 716,892 | $107M | 0.5% | $148.99 | — | — | COM USD2.50 | 231021106 |
| LNC | LINCOLN NATL CORP | 2,106,900 | $107M | 0.5% | $50.67 | — | — | Lincoln National Corp | 534187109 |
| M | MACY'S INC | 1,780,500 | $106M | 0.5% | $59.29 | — | — | Macy's Inc | 55616P104 |
| ALL | Allstate Corp/The | 1,773,347 | $100M | 0.4% | $56.58 | — | — | COM USD0.01 | 020002101 |
| LMT | Lockheed Martin Corp | 614,091 | $100M | 0.4% | $163.24 | — | — | Lockheed Martin Corp | 539830109 |
| — | Anadarko Petroleum C | 1,177,477 | $99.8M | 0.4% | $84.76 | — | — | COM USD0.10 | 032511107 |
| PNC | PNC FINANCIAL SVCS | 1,139,201 | $99.11M | 0.4% | $87.00 | — | — | PNC Financial Services Group I | 693475105 |
| — | EMC Corp/MA | 3,599,568 | $98.66M | 0.4% | $27.41 | — | — | EMC ORD SHS | 268648102 |
| MOS | MOSAIC CO | 1,951,990 | $97.6M | 0.4% | $50.00 | — | — | COM USD0.01 | 61945C103 |
| EWZ | iShares MSCI Brazil | 2,162,980 | $97.41M | 0.4% | $45.04 | — | — | ISHARES MSCI BRAZIL CAPPED ETF | 464286400 |
| PG | Procter & Gamble Co/ | 1,177,134 | $94.88M | 0.4% | $80.60 | — | — | Procter & Gamble Co/The | 742718109 |
| CAT | CATERPILLAR INC | 943,538 | $93.76M | 0.4% | $99.37 | — | — | COM USD1 | 149123101 |
| MET | METLIFE INC | 1,751,907 | $92.5M | 0.4% | $52.80 | — | — | COM USD0.01 | 59156R108 |
| — | Hewlett-Packard Co | 2,854,697 | $92.38M | 0.4% | $32.36 | — | — | Hewlett-Packard Co | 428236103 |
| DB | DEUTSCHE BANK AG | 2,029,340 | $90.97M | 0.4% | $44.83 | — | — | NPV(REGD) | D18190898 |
| XOM | EXXON MOBIL CORP | 924,625 | $90.32M | 0.4% | $97.68 | — | — | Exxon Mobil Corp | 30231G102 |
| — | General Electric Co | 3,444,611 | $89.18M | 0.4% | $25.89 | — | — | GENERAL ELECTRIC ORD SHS | 369604103 |
| EIX | EDISON INTL | 1,553,500 | $87.94M | 0.4% | $56.61 | — | — | Edison International | 281020107 |
| USB | US Bancorp/MN | 2,036,210 | $87.27M | 0.4% | $42.86 | — | — | US Bancorp/MN | 902973304 |
| — | CBS CORPORATION | 1,405,591 | $86.86M | 0.4% | $61.80 | — | — | CLASS'B' COM STK USD0.001 | 124857202 |
| AXP | American Express Co | 956,342 | $86.1M | 0.4% | $90.03 | — | — | COM USD0.20 | 025816109 |
| NEM | NEWMONT MINING CP | 3,672,943 | $86.09M | 0.4% | $23.44 | — | — | COM USD1.60 | 651639106 |
| — | Viacom Inc | 1,010,691 | $85.9M | 0.4% | $84.99 | — | — | Viacom Inc | 92553P201 |
| TRV | Travelers Cos Inc/Th | 1,000,608 | $85.15M | 0.4% | $85.10 | — | — | Travelers Cos Inc/The | 89417E109 |
| — | APACHE CORP | 1,026,178 | $85.12M | 0.4% | $82.95 | — | — | COM USD0.625 | 037411105 |
| ADM | Archer-Daniels-Midla | 1,957,500 | $84.94M | 0.4% | $43.39 | — | — | COM NPV | 039483102 |
| AMAT | Applied Materials In | 4,019,100 | $82.07M | 0.4% | $20.42 | — | — | COM USD0.01 | 038222105 |
| HOG | HARLEY DAVIDSON | 1,145,439 | $76.3M | 0.3% | $66.61 | — | — | COM USD0.01 | 412822108 |
| ORCL | Oracle Corp | 1,838,392 | $75.21M | 0.3% | $40.91 | — | — | Oracle Corp | 68389X105 |
| — | HOLLYSYS AUTOMATIO | 3,460,597 | $74.54M | 0.3% | $21.54 | — | — | COM STK USD0.0001 | G45667105 |
| TXT | Textron Inc | 1,885,700 | $74.09M | 0.3% | $39.29 | — | — | Textron Inc | 883203101 |
| EWP | iShares MSCI Spain C | 1,768,900 | $72.17M | 0.3% | $40.80 | — | — | ISHARES MSCI SPAIN CAPPED ETF | 464286764 |
| DE | DEERE & CO | 793,829 | $72.08M | 0.3% | $90.80 | — | — | COM USD1 | 244199105 |
| NVDA | NVIDIA CORP | 3,992,522 | $71.51M | 0.3% | $17.91 | — | — | NVIDIA ORD SHS | 67066G104 |
| MO | Altria Group Inc | 1,875,199 | $70.19M | 0.3% | $37.43 | — | — | COM USD0.333333 | 02209S103 |
| G | GENPACT LIMITED | 3,940,448 | $68.64M | 0.3% | $17.42 | — | — | COM STK USD0.01 | G3922B107 |
| — | Diamond Offshore Dri | 1,404,500 | $68.48M | 0.3% | $48.76 | — | — | Diamond Offshore Drilling Inc | 25271C102 |
| MGM | MGM RESORTS INTL | 2,641,815 | $68.32M | 0.3% | $25.86 | — | — | COM STK USD0.01 | 552953101 |
| — | ITT CORPORATION | 1,572,223 | $67.23M | 0.3% | $42.76 | — | — | COM USD1.00 | 450911201 |
| — | Spirit AeroSystems H | 2,370,310 | $66.82M | 0.3% | $28.19 | — | — | Spirit AeroSystems Holdings In | 848574109 |
| SNA | SNAP-ON INC | 586,289 | $66.53M | 0.3% | $113.48 | — | — | COM USD1 | 833034101 |
| — | CON-WAY INC | 1,590,737 | $65.35M | 0.3% | $41.08 | — | — | Con-way Inc | 205944101 |
| — | MALLINCKRODT PLC | 1,023,046 | $64.87M | 0.3% | $63.41 | — | — | ORDINARY USD | G5785G107 |
| BRK/B | Berkshire Hathaway I | 512,350 | $64.03M | 0.3% | $124.97 | — | — | CLASS'B'COM USD0.0033 | 084670702 |
| NWL | Newell Rubbermaid In | 2,130,000 | $63.69M | 0.3% | $29.90 | — | — | Newell Rubbermaid Inc | 651229106 |
| XYL | Xylem Inc/NY | 1,723,822 | $62.78M | 0.3% | $36.42 | — | — | XYLEM ORD SHS | 98419M100 |
| D | Dominion Resources I | 863,156 | $61.28M | 0.3% | $70.99 | — | — | Dominion Resources Inc/VA | 25746U109 |
| PEP | PEPSICO INC | 724,439 | $60.49M | 0.3% | $83.50 | — | — | PepsiCo Inc | 713448108 |
| AVT | AVNET INC | 1,274,200 | $59.29M | 0.3% | $46.53 | — | — | COM USD1 | 053807103 |
| EBAY | EBAY INC | 1,063,009 | $58.72M | 0.3% | $55.24 | — | — | EBAY ORD SHS | 278642103 |
| NUE | NUCOR CORP | 1,144,300 | $57.83M | 0.3% | $50.54 | — | — | Nucor Corp | 670346105 |
| SLB | Schlumberger Ltd | 591,637 | $57.69M | 0.3% | $97.50 | — | — | SCHLUMBERGER ORD SHS | 806857108 |
| MSI | MOTOROLA SOLUTIONS | 887,428 | $57.05M | 0.3% | $64.29 | — | — | COM USD0.01 | 620076307 |
| BA | Boeing Co/The | 454,038 | $56.98M | 0.3% | $125.49 | — | — | COM USD5 | 097023105 |
| MMM | 3M COMPANY | 418,930 | $56.83M | 0.3% | $135.66 | — | — | COM USD0.01 | 88579Y101 |
| — | GROUPON INC | 7,210,139 | $56.53M | 0.3% | $7.84 | — | — | COM USD0.0001 | 399473107 |
| HAE | HAEMONETICS CORP | 1,718,538 | $56.01M | 0.2% | $32.59 | — | — | COM USD0.01 | 405024100 |
| PTEN | Patterson-UTI Energy | 1,762,300 | $55.83M | 0.2% | $31.68 | — | — | Patterson-UTI Energy Inc | 703481101 |
| — | JOY GLOBAL INC | 961,908 | $55.79M | 0.2% | $58.00 | — | — | COM USD1 | 481165108 |
| TEX | Terex Corp | 1,253,900 | $55.55M | 0.2% | $44.30 | — | — | Terex Corp | 880779103 |
| HD | Home Depot Inc/The | 697,173 | $55.17M | 0.2% | $79.13 | — | — | Home Depot Inc/The | 437076102 |
| — | ROCKET FUEL INC | 1,249,515 | $53.58M | 0.2% | $42.88 | — | — | USD0.001 | 773111109 |
| SLM | SLM CORP | 2,155,184 | $52.76M | 0.2% | $24.48 | — | — | COM USD0.20 | 78442P106 |
| FBIN | FORTUNE BRANDS HOM | 1,232,809 | $51.88M | 0.2% | $42.08 | — | — | USD0.01 | 34964C106 |
| — | GW PHARMACEUTICALS | 870,905 | $51.71M | 0.2% | $59.37 | — | — | ADS EA REPR 12 ORD | 36197T103 |
| PH | PARKER-HANNIFIN | 429,034 | $51.36M | 0.2% | $119.71 | — | — | COM STK USD0.50 | 701094104 |
| EFX | EQUIFAX INC | 753,637 | $51.27M | 0.2% | $68.03 | — | — | COM USD1.25 | 294429105 |
| — | Ashland Inc | 509,200 | $50.66M | 0.2% | $99.48 | — | — | COM USD1.00 | 044209104 |
| LLY | ELI LILLY AND CO | 851,997 | $50.15M | 0.2% | $58.86 | — | — | Eli Lilly & Co | 532457108 |
| — | TWENTY-FIRST CENTU | 1,587,211 | $49.39M | 0.2% | $31.12 | — | — | COM USD0.01 CL'B' | 90130A200 |
| RCL | Royal Caribbean Crui | 884,800 | $48.27M | 0.2% | $54.56 | — | — | Royal Caribbean Cruises Ltd | V7780T103 |
| KO | Coca-Cola Co/The | 1,240,312 | $47.95M | 0.2% | $38.66 | — | — | COM USD0.25 | 191216100 |
| ATI | Allegheny Technologi | 1,231,900 | $46.42M | 0.2% | $37.68 | — | — | Allegheny Technologies Inc | 01741R102 |
| ABBV | AbbVie Inc | 896,363 | $46.07M | 0.2% | $51.40 | — | — | COM USD0.01 | 00287Y109 |
| — | AMERICA MOVIL SAB | 2,311,366 | $45.95M | 0.2% | $19.88 | — | — | ADR EACH REP 20 SHS'L'NPV | 02364W105 |
| ABT | ABBOTT LABS | 1,175,706 | $45.28M | 0.2% | $38.51 | — | — | COM NPV | 002824100 |
| — | BIOMED REALTY TST | 2,157,170 | $44.2M | 0.2% | $20.49 | — | — | COM USD0.01 | 09063H107 |
| NWS | NEWS CORP NEW | 2,588,396 | $43.23M | 0.2% | $16.70 | — | — | COM USD0.01 CL'B' | 65249B208 |
| HBAN | HUNTINGTON BANCSHS | 4,250,042 | $42.37M | 0.2% | $9.97 | — | — | COM STK NPV | 446150104 |
| INGR | INGREDION INC | 619,271 | $42.16M | 0.2% | $68.08 | — | — | Ingredion Inc | 457187102 |
| — | TESSERA TECHNOLOGI | 1,765,453 | $41.72M | 0.2% | $23.63 | — | — | COM USD0.001 | 88164L100 |
| UNH | UNITEDHEALTH GRP | 493,239 | $40.44M | 0.2% | $81.99 | — | — | UnitedHealth Group Inc | 91324P102 |
| GILD | Gilead Sciences Inc | 559,793 | $39.67M | 0.2% | $70.86 | — | — | Gilead Sciences Inc | 375558103 |
| SIG | SIGNET JEWELERS LT | 371,733 | $39.35M | 0.2% | $105.86 | — | — | COM STK USD0.18 | G81276100 |
| BBY | Best Buy Co Inc | 1,488,100 | $39.3M | 0.2% | $26.41 | — | — | COM USD0.10 | 086516101 |
| VLO | Valero Energy Corp | 739,978 | $39.29M | 0.2% | $53.10 | — | — | Valero Energy Corp | 91913Y100 |
| — | TIME WARNER INC | 578,193 | $37.77M | 0.2% | $65.33 | — | — | Time Warner Inc | 887317303 |
| — | EI du Pont de Nemour | 515,658 | $34.6M | 0.2% | $67.10 | — | — | EI du Pont de Nemours & Co | 263534109 |
| — | SUPERVALU INC | 5,032,795 | $34.42M | 0.2% | $6.84 | — | — | COM USD0.01 | 868536103 |
| — | Dow Chemical Co/The | 680,992 | $33.09M | 0.1% | $48.59 | — | — | Dow Chemical Co/The | 260543103 |
| TXN | Texas Instruments In | 700,607 | $33.03M | 0.1% | $47.15 | — | — | Texas Instruments Inc | 882508104 |
| CCL | CARNIVAL CORP | 870,924 | $32.97M | 0.1% | $37.86 | — | — | COM USD0.01(PAIRED STOCK) | 143658300 |
| — | Philippine Long Dist | 531,500 | $32.43M | 0.1% | $61.02 | — | — | SPON ADR-REP 1 COM PHP5 | 718252604 |
| — | St Jude Medical Inc | 483,200 | $31.6M | 0.1% | $65.39 | — | — | St Jude Medical Inc | 790849103 |
| PSX | Phillips 66 | 392,093 | $30.21M | 0.1% | $77.06 | — | — | Phillips 66 | 718546104 |
| — | WELLPOINT INC | 303,208 | $30.18M | 0.1% | $99.55 | — | — | WellPoint Inc | 94973V107 |
| EMR | Emerson Electric Co | 449,864 | $30.05M | 0.1% | $66.80 | — | — | Emerson Electric Co | 291011104 |
| — | COVIDIEN PLC | 404,010 | $29.76M | 0.1% | $73.66 | — | — | USD0.20(POST CONSOLIDATION) | G2554F113 |
| SWK | STANLEY BLACK & DE | 348,442 | $28.31M | 0.1% | $81.24 | — | — | COM USD2.50 | 854502101 |
| WU | WESTERN UNION COMP | 1,699,806 | $27.81M | 0.1% | $16.36 | — | — | WESTERN UNION ORD SHS | 959802109 |
| HON | HONEYWELL INTL INC | 299,775 | $27.81M | 0.1% | $92.76 | — | — | Honeywell International Inc | 438516106 |
| ADP | Automatic Data Proce | 359,775 | $27.8M | 0.1% | $77.26 | — | — | COM USD0.10 | 053015103 |
| — | Time Warner Cable In | 202,278 | $27.75M | 0.1% | $137.18 | — | — | USD0.01 | 88732J207 |
| — | Walgreen Co | 416,728 | $27.52M | 0.1% | $66.03 | — | — | Walgreen Co | 931422109 |
| DG | DOLLAR GENERAL CP | 491,940 | $27.29M | 0.1% | $55.48 | — | — | COM USD0.875 | 256677105 |
| AMZN | AMAZON COM INC | 80,267 | $27.01M | 0.1% | $336.51 | — | — | COM USD0.01 | 023135106 |
| MA | MasterCard Inc | 361,348 | $26.99M | 0.1% | $74.70 | — | — | MASTERCARD ORD SHS CLASS A | 57636Q104 |
| ZTS | ZOETIS INC | 900,000 | $26.05M | 0.1% | $28.94 | — | — | COM USD0.01 CL 'A' | 98978V103 |
| PM | PHILIP MORRIS INTL | 316,080 | $25.88M | 0.1% | $81.87 | — | — | PHILIP MORRIS INTERNATIONAL OR | 718172109 |
| BC | BRUNSWICK CORP | 570,000 | $25.82M | 0.1% | $45.29 | — | — | COM USD0.75 | 117043109 |
| COF | CAPITAL ONE FINL | 327,843 | $25.3M | 0.1% | $77.16 | — | — | COM USD0.01 | 14040H105 |
| MDLZ | MONDELEZ INTL INC | 718,068 | $24.81M | 0.1% | $34.55 | — | — | Mondelez International Inc | 609207105 |
| DIS | Walt Disney Co/The | 302,475 | $24.22M | 0.1% | $80.07 | — | — | Walt Disney Co/The | 254687106 |
| JBL | JABIL CIRCUIT INC | 1,343,695 | $24.19M | 0.1% | $18.00 | — | — | COM USD0.001 | 466313103 |
| CL | Colgate-Palmolive Co | 370,593 | $24.04M | 0.1% | $64.87 | — | — | COM USD1 | 194162103 |
| — | RANDGOLD RESOURCES | 319,700 | $23.98M | 0.1% | $75.00 | — | — | ADS EACH REPR 1 ORD USD0.05 | 752344309 |
| GLW | CORNING INC | 1,127,244 | $23.47M | 0.1% | $20.82 | — | — | CORNING ORD SHS | 219350105 |
| — | ORBITAL SCIENCES | 834,440 | $23.28M | 0.1% | $27.90 | — | — | COM USD0.01 | 685564106 |
| TRMB | Trimble Navigation L | 597,248 | $23.21M | 0.1% | $38.87 | — | — | TRIMBLE NAVIGATION ORD SHS | 896239100 |
| KMB | KIMBERLY-CLARK CP | 206,220 | $22.73M | 0.1% | $110.25 | — | — | Kimberly-Clark Corp | 494368103 |
| — | UTI WORLDWIDE INC | 2,132,758 | $22.59M | 0.1% | $10.59 | — | — | COM NPV | G87210103 |
| FMX | FOMENTO ECON MEXIC | 241,272 | $22.5M | 0.1% | $93.24 | — | — | ADR RP 10 UTS(1B&2D-B&2'D-L | 344419106 |
| AYI | ACUITY BRANDS INC | 166,947 | $22.13M | 0.1% | $132.57 | — | — | COM STK USD0.01 | 00508Y102 |
| — | DR PEPPER SNAPPLE | 406,228 | $22.12M | 0.1% | $54.46 | — | — | COM STK USD0.01 | 26138E109 |
| — | Linear Technology Co | 452,052 | $22.01M | 0.1% | $48.69 | — | — | LINEAR TECHNOLOGY ORD SHS | 535678106 |
| — | STONE ENERGY CORP | 17,705,000 | $21.64M | 0.1% | $1.22 | — | — | SR NT CV 1.75%17 | 861642AN6 |
| RGLD | ROYAL GOLD INC | 341,400 | $21.38M | 0.1% | $62.62 | — | — | COM USD0.01 | 780287108 |
| — | MADISON SQUARE GAR | 369,345 | $20.97M | 0.1% | $56.78 | — | — | CLASS 'A' USD0.01 | 55826P100 |
| DAN | DANA HOLDING CORP | 897,644 | $20.89M | 0.1% | $23.27 | — | — | COM STK USD0.01 | 235825205 |
| — | PAREXEL INTL CP | 385,000 | $20.82M | 0.1% | $54.09 | — | — | COM USD0.01 | 699462107 |
| FDX | FedEx Corp | 156,560 | $20.75M | 0.1% | $132.56 | — | — | FedEx Corp | 31428X106 |
| — | WADDELL & REED FIN | 274,652 | $20.22M | 0.1% | $73.62 | — | — | CL A COM USD0.01 | 930059100 |
| FCN | FTI CONSULTING INC | 600,000 | $20M | 0.1% | $33.34 | — | — | COM USD0.01 | 302941109 |
| INTU | INTUIT INC | 245,721 | $19.1M | 0.1% | $77.73 | — | — | INTUIT ORD SHS | 461202103 |
| AL | Air Lease Corp | 500,315 | $18.66M | 0.1% | $37.29 | — | — | Air Lease Corp | 00912X302 |
| — | G & K SERVICES INC | 302,881 | $18.53M | 0.1% | $61.17 | — | — | CLASS'A'COM USD0.50 | 361268105 |
| EWG | iShares MSCI Germany | 583,400 | $18.29M | 0.1% | $31.35 | — | — | ISHARES MSCI GERMANY INDEX | 464286806 |
| NSC | NORFOLK STHN CORP | 186,090 | $18.08M | 0.1% | $97.17 | — | — | COM USD1 | 655844108 |
| — | Global Power Equipme | 880,536 | $17.51M | 0.1% | $19.89 | — | — | Global Power Equipment Group I | 37941P306 |
| — | TECH DATA CORP | 285,907 | $17.43M | 0.1% | $60.96 | — | — | COM USD0.0015 | 878237106 |
| TEVA | TEVA PHARMA IND | 324,579 | $17.15M | 0.1% | $52.84 | — | — | ADR(CNV 1 ORD ILS0.10) | 881624209 |
| — | LEAPFROG ENTERPRIS | 2,262,770 | $16.97M | 0.1% | $7.50 | — | — | COM CL'A' USD0.0001 | 52186N106 |
| CX | CEMEX SAB DE CV | 1,361,177 | $16.53M | 0.1% | $12.14 | — | — | SPON ADR REP 10 CPO | 151290889 |
| — | ACE LIMITED | 166,821 | $16.52M | 0.1% | $99.06 | — | — | ORD CHF27.04 | H0023R105 |
| — | KELLOGG CO | 253,670 | $15.91M | 0.1% | $62.71 | — | — | COM USD0.25 | 487836108 |
| — | AFFYMETRIX INC | 2,226,650 | $15.88M | 0.1% | $7.13 | — | — | COM USD0.01 | 00826T108 |
| TV | GRUPO TELEVISA SAB | 470,817 | $15.67M | 0.1% | $33.29 | — | — | ADR REP 5 ORD PTG CTF(BNY) | 40049J206 |
| — | VALE S.A. | 1,230,000 | $15.31M | 0.1% | $12.45 | — | — | SPON ADR REP 1 PRF'A'NPV | 91912E204 |
| ITUB | ITAU UNIBANCO HOLD | 1,008,862 | $14.99M | 0.1% | $14.86 | — | — | ADR EACH REPR 1 PRF NPV | 465562106 |
| KMT | KENNAMETAL INC | 326,968 | $14.48M | 0.1% | $44.30 | — | — | Kennametal Inc | 489170100 |
| — | Hill-Rom Holdings In | 364,040 | $14.03M | 0.1% | $38.54 | — | — | Hill-Rom Holdings Inc | 431475102 |
| WRLD | WORLD ACCEPTANCE | 183,373 | $13.77M | 0.1% | $75.08 | — | — | COM NPV | 981419104 |
| AAL | AMERICAN AIRLINES | 372,458 | $13.63M | 0.1% | $36.60 | — | — | COM USD1 | 02376R102 |
| SPG | SIMON PROP GROUP | 79,703 | $13.07M | 0.1% | $164.00 | — | — | COM USD0.0001 | 828806109 |
| — | Janus Capital Group | 1,194,000 | $12.98M | 0.1% | $10.87 | — | — | Janus Capital Group Inc | 47102X105 |
| — | FIRSTMERIT CORP | 622,769 | $12.97M | 0.1% | $20.83 | — | — | FirstMerit Corp | 337915102 |
| — | Esterline Technologi | 119,600 | $12.74M | 0.1% | $106.54 | — | — | Esterline Technologies Corp | 297425100 |
| ABEV | AMBEV SA | 1,716,725 | $12.72M | 0.1% | $7.41 | — | — | ADR EACH REPR ORD SPONS | 02319V103 |
| — | Foot Locker Inc | 269,600 | $12.67M | 0.1% | $46.98 | — | — | Foot Locker Inc | 344849104 |
| TER | Teradyne Inc | 636,300 | $12.66M | 0.1% | $19.89 | — | — | Teradyne Inc | 880770102 |
| GLNG | GOLAR LNG | 295,400 | $12.31M | 0.1% | $41.69 | — | — | COM STK USD1.00 | G9456A100 |
| — | Astoria Financial Co | 878,400 | $12.14M | 0.1% | $13.82 | — | — | Astoria Financial Corp | 046265104 |
| — | AMC Entertainment Ho | 500,000 | $12.13M | 0.1% | $24.25 | — | — | AMC Entertainment Holdings Inc | 00165C104 |
| — | Meredith Corp | 245,500 | $11.4M | 0.1% | $46.43 | — | — | Meredith Corp | 589433101 |
| AFG | American Financial G | 196,600 | $11.35M | 0.1% | $57.71 | — | — | American Financial Group Inc/O | 025932104 |
| — | Steelcase Inc | 680,100 | $11.3M | 0.1% | $16.61 | — | — | Steelcase Inc | 858155203 |
| RS | Reliance Steel & Alu | 156,600 | $11.06M | 0.0% | $70.66 | — | — | Reliance Steel & Aluminum Co | 759509102 |
| TXNM | PNM Resources Inc | 401,900 | $10.86M | 0.0% | $27.03 | — | — | PNM Resources Inc | 69349H107 |
| HLX | HELIX ENRGY SOL GR | 472,500 | $10.86M | 0.0% | $22.98 | — | — | Helix Energy Solutions Group I | 42330P107 |
| RGA | Reinsurance Group of | 136,000 | $10.83M | 0.0% | $79.63 | — | — | Reinsurance Group of America I | 759351604 |
| OLN | Olin Corp | 391,000 | $10.8M | 0.0% | $27.61 | — | — | Olin Corp | 680665205 |
| — | Fairchild Semiconduc | 774,900 | $10.69M | 0.0% | $13.79 | — | — | Fairchild Semiconductor Intern | 303726103 |
| SLF | SUN LIFE FINL INC | 308,390 | $10.68M | 0.0% | $34.63 | — | — | COM NPV | 866796105 |
| — | DISH Network Corp | 170,000 | $10.58M | 0.0% | $62.21 | — | — | DISH Network Corp | 25470M109 |
| STLD | Steel Dynamics Inc | 591,600 | $10.53M | 0.0% | $17.79 | — | — | Steel Dynamics Inc | 858119100 |
| — | LifePoint Hospitals | 190,000 | $10.37M | 0.0% | $54.55 | — | — | LifePoint Hospitals Inc | 53219L109 |
| UTHR | UTD THERAPEUTIC | 106,778 | $10.04M | 0.0% | $94.03 | — | — | COM USD0.01 | 91307C102 |
| — | SYMANTEC CORP | 501,208 | $10.01M | 0.0% | $19.97 | — | — | SYMANTEC ORD SHS | 871503108 |
| TFX | Teleflex Inc | 90,500 | $9.705M | 0.0% | $107.24 | — | — | Teleflex Inc | 879369106 |
| EWC | iShares MSCI Canada | 326,600 | $9.651M | 0.0% | $29.55 | — | — | ISHARES MSCI CANADA INDEX ETF | 464286509 |
| BDC | Belden Inc | 135,800 | $9.452M | 0.0% | $69.60 | — | — | Belden Inc | 077454106 |
| GME | GAMESTOP CORP | 225,000 | $9.248M | 0.0% | $41.10 | — | — | COM USD0.001 CLASS 'A' | 36467W109 |
| LYB | LyondellBasell Indus | 102,763 | $9.14M | 0.0% | $88.94 | — | — | LyondellBasell Industries NV | N53745100 |
| — | Health Net Inc/CA | 260,900 | $8.873M | 0.0% | $34.01 | — | — | Health Net Inc/CA | 42222G108 |
| — | Shanda Games Ltd | 1,356,448 | $8.803M | 0.0% | $6.49 | — | — | SHANDA GAMES LTD-SPONS ADR | 81941U105 |
| WTI | W&T Offshore Inc | 489,300 | $8.47M | 0.0% | $17.31 | — | — | W&T Offshore Inc | 92922P106 |
| GATX | GATX Corp | 123,500 | $8.383M | 0.0% | $67.88 | — | — | GATX Corp | 361448103 |
| — | HOSPIRA INC | 187,460 | $8.108M | 0.0% | $43.25 | — | — | COM USD0.01 | 441060100 |
| FCX | Freeport-McMoRan Cop | 241,554 | $7.988M | 0.0% | $33.07 | — | — | Freeport-McMoRan Copper & Gold | 35671D857 |
| SKYW | SkyWest Inc | 609,700 | $7.78M | 0.0% | $12.76 | — | — | SkyWest Inc | 830879102 |
| VNO | VORNADO REALTY TR | 78,232 | $7.711M | 0.0% | $98.57 | — | — | COM USD0.04 | 929042109 |
| — | Caesars Entertainmen | 402,838 | $7.658M | 0.0% | $19.01 | — | — | Caesars Entertainment Corp | 127686103 |
| AGG | iShares Core Total U | 70,900 | $7.651M | 0.0% | $107.91 | — | — | ISHARES CORE TOTAL US BOND MAR | 464287226 |
| — | KOFAX LTD | 878,141 | $7.613M | 0.0% | $8.67 | — | — | COM USD0.001 (DI) | G5307C105 |
| — | Kayne Anderson MLP I | 206,921 | $7.596M | 0.0% | $36.71 | — | — | Kayne Anderson MLP Investment | 486606106 |
| — | Bally Technologies I | 110,300 | $7.31M | 0.0% | $66.27 | — | — | Bally Technologies Inc | 05874B107 |
| BLDR | Builders FirstSource | 800,000 | $7.288M | 0.0% | $9.11 | — | — | Builders FirstSource Inc | 12008R107 |
| — | Royal Bank of Scotla | 700,000 | $7.266M | 0.0% | $10.38 | — | — | Royal Bank of Scotland Group P | 780097689 |
| — | OmniVision Technolog | 405,000 | $7.169M | 0.0% | $17.70 | — | — | OmniVision Technologies Inc | 682128103 |
| LQD | iShares iBoxx $ Inve | 60,900 | $7.122M | 0.0% | $116.95 | — | — | ISHARES IBOXX $ INV GRADE CORP | 464287242 |
| KIM | KIMCO REALTY | 320,238 | $7.007M | 0.0% | $21.88 | — | — | COM USD0.01 | 49446R109 |
| — | PLUM CREEK TMBR CO | 165,000 | $6.937M | 0.0% | $42.04 | — | — | COM USD0.01 | 729251108 |
| GRMN | GARMIN LTD | 125,000 | $6.908M | 0.0% | $55.26 | — | — | COM CHF10.00 | H2906T109 |
| — | Northeast Utilities | 150,000 | $6.825M | 0.0% | $45.50 | — | — | Northeast Utilities | 664397106 |
| BGS | B&G Foods Inc | 220,000 | $6.624M | 0.0% | $30.11 | — | — | B&G Foods Inc | 05508R106 |
| AMCX | AMC Networks Inc | 90,000 | $6.578M | 0.0% | $73.09 | — | — | AMC Networks Inc | 00164V103 |
| ARE | ALEXANDRIA R/EST I | 90,011 | $6.531M | 0.0% | $72.56 | — | — | COM STK USD0.01 | 015271109 |
| PLD | PROLOGIS INC | 159,305 | $6.504M | 0.0% | $40.83 | — | — | COM USD0.01 | 74340W103 |
| SYY | SYSCO CORP | 179,669 | $6.491M | 0.0% | $36.13 | — | — | SYSCO ORD SHS | 871829107 |
| — | iShares MSCI Taiwan | 439,600 | $6.326M | 0.0% | $14.39 | — | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| BXP | BOSTON PPTYS INC | 55,219 | $6.324M | 0.0% | $114.53 | — | — | COM USD0.01 | 101121101 |
| SBH | Sally Beauty Holding | 230,000 | $6.302M | 0.0% | $27.40 | — | — | Sally Beauty Holdings Inc | 79546E104 |
| — | ABAXIS | 159,820 | $6.214M | 0.0% | $38.88 | — | — | COM NPV | 002567105 |
| EOG | EOG RESOURCES INC | 63,347 | $6.213M | 0.0% | $98.08 | — | — | COM USD0.01 | 26875P101 |
| — | Level 3 Communicatio | 158,572 | $6.207M | 0.0% | $39.14 | — | — | Level 3 Communications Inc | 52729N308 |
| BKD | BROOKDALE SENIOR L | 183,822 | $6.16M | 0.0% | $33.51 | — | — | COM STK USD0.01 | 112463104 |
| — | Caesars Acquisition | 425,642 | $6.048M | 0.0% | $14.21 | — | — | Caesars Acquisition Co | 12768T103 |
| — | iShares MSCI Russia | 324,000 | $5.981M | 0.0% | $18.46 | — | — | ISHARES MSCI RUSSIA CAPPED ETF | 46429B705 |
| VALE | VALE S.A. | 417,526 | $5.774M | 0.0% | $13.83 | — | — | SPONS ADR REPR 1 COM NPV | 91912E105 |
| ABM | ABM INDS INC | 200,000 | $5.748M | 0.0% | $28.74 | — | — | COM USD0.01 | 000957100 |
| COLM | Columbia Sportswear | 68,427 | $5.656M | 0.0% | $82.66 | — | — | COM NPV | 198516106 |
| AVB | AVALONBAY COMMUNI | 42,949 | $5.64M | 0.0% | $131.32 | — | — | COM USD0.01 | 053484101 |
| BAX | BAXTER INTL INC | 76,323 | $5.616M | 0.0% | $73.58 | — | — | COM USD1 | 071813109 |
| — | ATHERSYS INC | 1,707,901 | $5.534M | 0.0% | $3.24 | — | — | COM STK USD0.001 | 04744L106 |
| MAC | MACERICH CO | 88,578 | $5.521M | 0.0% | $62.33 | — | — | COM USD0.01 | 554382101 |
| DVA | DaVita HealthCare Pa | 80,000 | $5.508M | 0.0% | $68.85 | — | — | DaVita HealthCare Partners Inc | 23918K108 |
| EXC | EXELON CORP | 160,048 | $5.372M | 0.0% | $33.56 | — | — | EXELON ORD SHS | 30161N101 |
| — | Yahoo! Inc | 147,382 | $5.291M | 0.0% | $35.90 | — | — | YAHOO! ORD SHS | 984332106 |
| HAIN | HAIN CELESTIAL GRP | 57,500 | $5.26M | 0.0% | $91.48 | — | — | COM USD0.01 | 405217100 |
| — | MarkWest Energy Part | 80,000 | $5.226M | 0.0% | $65.33 | — | — | MarkWest Energy Partners LP | 570759100 |
| TLT | iShares 20+ Year Tre | 46,900 | $5.117M | 0.0% | $109.10 | — | — | ISHARES 20+ YEAR TREASURY BOND | 464287432 |
| PFG | PRINCIPAL FINL GP | 110,000 | $5.059M | 0.0% | $45.99 | — | — | COM USD0.01 | 74251V102 |
| — | Cott Corp | 589,500 | $4.993M | 0.0% | $8.47 | — | — | Cott Corp | 22163N106 |
| — | Greatbatch Inc | 108,700 | $4.992M | 0.0% | $45.92 | — | — | Greatbatch Inc | 39153L106 |
| LECO | Lincoln Electric Hol | 69,300 | $4.99M | 0.0% | $72.01 | — | — | Lincoln Electric Holdings Inc | 533900106 |
| RIG | TRANSOCEAN LTD | 119,532 | $4.941M | 0.0% | $41.34 | — | — | COM CHF15 | H8817H100 |
| — | CATAMARAN CORP | 110,000 | $4.924M | 0.0% | $44.76 | — | — | COM NPV | 148887102 |
| SNX | SYNNEX Corp | 80,500 | $4.879M | 0.0% | $60.61 | — | — | SYNNEX Corp | 87162W100 |
| — | Intelsat SA | 260,000 | $4.867M | 0.0% | $18.72 | — | — | Intelsat SA | L5140P10 |
| BHE | Benchmark Electronic | 212,300 | $4.809M | 0.0% | $22.65 | — | — | Benchmark Electronics Inc | 08160H101 |
| INDB | Independent Bank Cor | 120,200 | $4.732M | 0.0% | $39.37 | — | — | Independent Bank Corp/Rockland | 453836108 |
| GPRK | GEOPARK LIMITED | 665,000 | $4.702M | 0.0% | $7.07 | — | — | COM USD0.001 | G38327105 |
| — | CHESAPEAKE LODGING | 182,628 | $4.699M | 0.0% | $25.73 | — | — | SBI USD0.01 | 165240102 |
| SDY | SPDR S&P Dividend ET | 63,500 | $4.672M | 0.0% | $73.57 | — | — | SPDR S&P DIVIDEND ETF | 78464A763 |
| R | RYDER SYSTEM INC | 58,319 | $4.661M | 0.0% | $79.92 | — | — | COM USD0.50 | 783549108 |
| — | SL GREEN REALTY CO | 45,698 | $4.598M | 0.0% | $100.62 | — | — | COM USD0.01 | 78440X101 |
| — | Superior Industries | 221,100 | $4.53M | 0.0% | $20.49 | — | — | Superior Industries Internatio | 868168105 |
| KRC | KILROY REALTY CORP | 75,415 | $4.418M | 0.0% | $58.58 | — | — | COM STK USD0.01 | 49427F108 |
| — | Bob Evans Farms Inc/ | 88,100 | $4.408M | 0.0% | $50.03 | — | — | Bob Evans Farms Inc/DE | 096761101 |
| — | GenCorp Inc | 240,700 | $4.398M | 0.0% | $18.27 | — | — | GenCorp Inc | 368682100 |
| — | PENNEY(JC)CO INC | 500,000 | $4.31M | 0.0% | $8.62 | — | — | COM USD0.50 | 708160106 |
| — | Grupo Financiero San | 350,004 | $4.301M | 0.0% | $12.29 | — | — | SPON ADR REPR 5 ORD SER'B' | 40053C105 |
| — | SPDR Barclays High Y | 103,600 | $4.281M | 0.0% | $41.32 | — | — | SPDR BARCLAYS HIGH YIELD BOND | 78464A417 |
| — | TYCO INTL LTD | 98,083 | $4.159M | 0.0% | $42.40 | — | — | COM CHF0.50 | H89128104 |
| — | APARTMENT INV&MGMT | 134,796 | $4.074M | 0.0% | $30.22 | — | — | COM USD0.01 CL'A' | 03748R101 |
| COP | CONOCOPHILLIPS | 56,260 | $3.958M | 0.0% | $70.35 | — | — | COM USD0.01 | 20825C104 |
| DVY | iShares Select Divid | 53,900 | $3.952M | 0.0% | $73.32 | — | — | ISHARES SELECT DIVIDEND ETF | 464287168 |
| PSA | PUBLIC STORAGE | 22,706 | $3.826M | 0.0% | $168.50 | — | — | COM USD0.10 | 74460D109 |
| BBD | BCO BRADESCO SA | 278,850 | $3.812M | 0.0% | $13.67 | — | — | SPON ADR EACH REP 1 PRF NPV | 059460303 |
| SATS | EchoStar Corp | 80,000 | $3.805M | 0.0% | $47.56 | — | — | EchoStar Corp | 278768106 |
| IEF | iShares 7-10 Year Tr | 37,100 | $3.774M | 0.0% | $101.73 | — | — | ISHARES 7-10 YEAR TREASURY BON | 464287440 |
| — | Hercules Offshore In | 803,600 | $3.689M | 0.0% | $4.59 | — | — | Hercules Offshore Inc | 427093109 |
| — | FED REALTY INV TR | 31,626 | $3.628M | 0.0% | $114.72 | — | — | SBI USD0.01 | 313747206 |
| — | Windstream Holdings | 440,000 | $3.626M | 0.0% | $8.24 | — | — | Windstream Holdings Inc | 97382A101 |
| CNH | CNH INDUSTRIAL NV | 311,450 | $3.582M | 0.0% | $11.50 | — | — | COM EUR0.01 | N20944109 |
| — | ADT Corp/The | 115,000 | $3.444M | 0.0% | $29.95 | — | — | COM USD0.01 | 00101J106 |
| — | Nortek Inc | 41,314 | $3.396M | 0.0% | $82.20 | — | — | Nortek Inc | 656559309 |
| — | Kinder Morgan Energy | 45,630 | $3.374M | 0.0% | $73.94 | — | — | Kinder Morgan Energy Partners | 494550106 |
| — | BreitBurn Energy Par | 160,000 | $3.195M | 0.0% | $19.97 | — | — | BreitBurn Energy Partners LP | 106776107 |
| LOW | LOWE'S COS INC | 61,201 | $2.993M | 0.0% | $48.90 | — | — | COM USD0.50 | 548661107 |
| — | HESS CORPORATION | 35,277 | $2.924M | 0.0% | $82.89 | — | — | COM USD1 | 42809H107 |
| — | CENTURYLINK INC | 87,414 | $2.871M | 0.0% | $32.84 | — | — | COM USD1 | 156700106 |
| L | LOEWS CORP | 65,050 | $2.865M | 0.0% | $44.04 | — | — | COM USD0.01 | 540424108 |
| TAP | MOLSON COORS BREWI | 47,320 | $2.785M | 0.0% | $58.85 | — | — | CLASS 'B' USD0.01 | 60871R209 |
| SU | SUNCOR ENERGY INC | 79,611 | $2.783M | 0.0% | $34.96 | — | — | COM NPV 'NEW' | 867224107 |
| — | PIMCO Income Strateg | 266,666 | $2.773M | 0.0% | $10.40 | — | — | PIMCO Income Strategy Fund II | 72201J104 |
| ETN | EATON CORP PLC | 36,909 | $2.773M | 0.0% | $75.13 | — | — | COM USD0.01 | G29183103 |
| — | STAPLES INC | 243,511 | $2.761M | 0.0% | $11.34 | — | — | COM STK USD0.0006 | 855030102 |
| — | BUNGE LIMITED | 34,229 | $2.722M | 0.0% | $79.52 | — | — | COM USD0.01 | G16962105 |
| INFY | Infosys Ltd | 49,900 | $2.704M | 0.0% | $54.19 | — | — | INFOSYS LTD-SP ADR | 456788108 |
| BTG | B2GOLD CORP | 1,000,000 | $2.69M | 0.0% | $2.69 | — | — | COM NPV | 11777Q209 |
| — | DEVRY EDUCATION GR | 61,912 | $2.624M | 0.0% | $42.38 | — | — | COM USD0.01 | 251893103 |
| HOLX | Hologic Inc | 120,000 | $2.58M | 0.0% | $21.50 | — | — | Hologic Inc | 436440101 |
| MCD | MCDONALD'S CORP | 25,021 | $2.453M | 0.0% | $98.04 | — | — | MCDONALD'S ORD SHS | 580135101 |
| SYK | STRYKER CORP | 30,048 | $2.448M | 0.0% | $81.47 | — | — | COM USD0.10 | 863667101 |
| DDS | DILLARDS INC | 26,270 | $2.427M | 0.0% | $92.39 | — | — | CLASS'A' COM USD0.01 | 254067101 |
| PAYX | PAYCHEX INC | 56,169 | $2.393M | 0.0% | $42.60 | — | — | PAYCHEX ORD SHS | 704326107 |
| GORO | GOLD RESOURCE CORP | 500,000 | $2.39M | 0.0% | $4.78 | — | — | COM STK USD0.001 | 38068T105 |
| HIW | HIGHWOODS PROPERTI | 62,166 | $2.388M | 0.0% | $38.41 | — | — | COM USD0.01 | 431284108 |
| — | KOSMOS ENERGY LTD | 215,953 | $2.375M | 0.0% | $11.00 | — | — | COM USD0.01 | G5315B107 |
| BSBR | BANCO SANTANDER(BR | 414,500 | $2.309M | 0.0% | $5.57 | — | — | SPON ADR EA REPR 1 UNIT | 05967A107 |
| — | LEXMARK INTL INC | 49,739 | $2.302M | 0.0% | $46.28 | — | — | 'A'COM USD0.01 | 529771107 |
| MGA | MAGNA INTL INC | 23,899 | $2.302M | 0.0% | $96.32 | — | — | COM NPV | 559222401 |
| — | Eaton Vance Senior F | 150,000 | $2.274M | 0.0% | $15.16 | — | — | Eaton Vance Senior Floating-Ra | 27828Q105 |
| WDC | WESTN DIGITAL CORP | 24,349 | $2.236M | 0.0% | $91.83 | — | — | COM USD0.01 | 958102105 |
| — | Nielsen Holdings NV | 50,000 | $2.232M | 0.0% | $44.64 | — | — | Nielsen Holdings NV | N63218106 |
| TSM | TAIWAN SEMICON MAN | 110,782 | $2.218M | 0.0% | $20.02 | — | — | ADS REP 5 ORD TWD10 | 874039100 |
| CDNS | CADENCE DESIGN SYS | 140,253 | $2.18M | 0.0% | $15.54 | — | — | COM USD0.01 | 127387108 |
| — | Skechers U.S.A. Inc | 59,500 | $2.174M | 0.0% | $36.54 | — | — | Skechers U.S.A. Inc | 830566105 |
| OKE | ONEOK INC | 36,698 | $2.174M | 0.0% | $59.24 | — | — | COM USD0.01 | 682680103 |
| — | DOMTAR CORPORATION | 19,130 | $2.147M | 0.0% | $112.23 | — | — | COM STK USD0.01 | 257559203 |
| — | FOREST LABS INC | 23,209 | $2.142M | 0.0% | $92.29 | — | — | COM USD0.10 | 345838106 |
| KEP | Korea Electric Power | 123,300 | $2.117M | 0.0% | $17.17 | — | — | KOREA ELECTRIC POWER ADR REP 1 | 500631106 |
| — | Diamond Foods Inc | 60,000 | $2.096M | 0.0% | $34.93 | — | — | Diamond Foods Inc | 252603105 |
| — | HARRIS CORP | 28,415 | $2.079M | 0.0% | $73.17 | — | — | COM STK USD1 | 413875105 |
| — | AVX CORP | 157,610 | $2.077M | 0.0% | $13.18 | — | — | COM USD0.01 | 002444107 |
| — | NOVACOPPER INC | 1,533,000 | $2.07M | 0.0% | $1.35 | — | — | COM NPV | 66988K102 |
| — | NABORS INDS LTD | 82,995 | $2.046M | 0.0% | $24.65 | — | — | COM USD0.001 | G6359F103 |
| — | Invesco Senior Incom | 407,025 | $2.043M | 0.0% | $5.02 | — | — | Invesco Senior Income Trust | 46131H107 |
| APOG | Apogee Enterprises I | 61,100 | $2.03M | 0.0% | $33.22 | — | — | Apogee Enterprises Inc | 037598109 |
| — | ASCENT CAPITAL GROUP | 2,000,000 | $1.995M | 0.0% | $1.00 | — | — | Ascent Capital Group Inc | 043632AA6 |
| — | Express Scripts Hold | 26,525 | $1.992M | 0.0% | $75.10 | — | — | EXPRESS SCRIPTS HOLDING ORD SH | 30219G108 |
| TSN | TYSON FOODS INC | 44,742 | $1.969M | 0.0% | $44.01 | — | — | CLASS'A'COM USD0.10 | 902494103 |
| — | TELEFONICA BRASIL | 92,648 | $1.968M | 0.0% | $21.24 | — | — | SPON ADR EA REPR 1 PFD SH | 87936R106 |
| — | QIAGEN NV | 91,767 | $1.935M | 0.0% | $21.09 | — | — | COM EUR0.01 | N72482107 |
| — | JAKKS Pacific Inc | 267,500 | $1.931M | 0.0% | $7.22 | — | — | JAKKS Pacific Inc | 47012E106 |
| BEN | Franklin Resources I | 34,700 | $1.88M | 0.0% | $54.18 | — | — | FRANKLIN RESOURCES ORD SHS | 354613101 |
| SPY | SPDR S&P 500 ETF Tru | 9,800 | $1.833M | 0.0% | $187.04 | — | — | SPDR S&P 500 ETF TRUST | 78462F103 |
| PBR | PETROL BRASILEIROS | 138,000 | $1.815M | 0.0% | $13.15 | — | — | ADS EACH 1 REP 2 COM NPV | 71654V408 |
| CHRW | CH Robinson Worldwid | 34,320 | $1.798M | 0.0% | $52.39 | — | — | COM USD0.1 | 12541W209 |
| — | BERKSHIRE HATHAWAY INC DEL | 14,230 | $1.778M | 0.0% | $124.95 | — | — | CL B NEW | 84670702 |
| — | PEOPLE'S UTD FINL | 112,502 | $1.673M | 0.0% | $14.87 | — | — | COM STK USD0.01 | 712704105 |
| GHC | GRAHAM HOLDINGS CO | 2,370 | $1.668M | 0.0% | $703.80 | — | — | COM USD1 | 384637104 |
| — | HARMAN INTL INDS | 15,035 | $1.6M | 0.0% | $106.42 | — | — | COM USD0.01 | 413086109 |
| — | CONSOL COMM HLDGS | 79,273 | $1.586M | 0.0% | $20.01 | — | — | COM STK USD0.01 | 209034107 |
| — | Spectra Energy Corp | 42,223 | $1.56M | 0.0% | $36.95 | — | — | SPECTRA ENERGY ORD SHS | 847560109 |
| — | MCDERMOTT INTL INC | 199,436 | $1.56M | 0.0% | $7.82 | — | — | COM STK USD1 | 580037109 |
| — | COACH INC | 30,900 | $1.534M | 0.0% | $49.64 | — | — | COM USD0.01 | 189754104 |
| META | FACEBOOK INC | 25,100 | $1.512M | 0.0% | $60.24 | — | — | FACEBOOK CLASS A ORD SHS | 30303M102 |
| PAAS | PAN AMER SILVER | 117,498 | $1.512M | 0.0% | $12.87 | — | — | COM NPV | 697900108 |
| BRK/A | BERKSHIRE HATHAWAY | 8 | $1.499M | 0.0% | $187375.00 | — | — | CLASS'A'COM USD5 | 084670108 |
| LUV | SOUTHWEST AIRLINES | 62,535 | $1.476M | 0.0% | $23.60 | — | — | COM USD1 | 844741108 |
| V | VISA INC | 6,530 | $1.409M | 0.0% | $215.77 | — | — | VISA ORD SHS CLASS A | 92826C839 |
| CFFN | CAPITOL FED FIN IN | 112,000 | $1.406M | 0.0% | $12.55 | — | — | COM USD0.01 | 14057J101 |
| KMI | Kinder Morgan Inc/DE | 43,000 | $1.397M | 0.0% | $32.49 | — | — | KINDER MORGAN ORD SHS | 49456B101 |
| CBT | CABOT CORP | 20,804 | $1.229M | 0.0% | $59.08 | — | — | COM USD1 | 127055101 |
| — | FX ENERGY INC | 361,919 | $1.209M | 0.0% | $3.34 | — | — | COM USD0.001 | 302695101 |
| — | Johnson Controls Inc | 23,739 | $1.123M | 0.0% | $47.31 | — | — | JOHNSON CONTROLS ORD SHS | 478366107 |
| ACH | OWENS & MINOR INC | 30,055 | $1.053M | 0.0% | $35.04 | — | — | COM USD2 | 690732102 |
| — | Hanesbrands Inc | 13,700 | $1.048M | 0.0% | $76.50 | — | — | HANESBRANDS ORD SHS | 410345102 |
| — | CIA PARANAENSE DE | 78,706 | $1.032M | 0.0% | $13.11 | — | — | ADR REPR 1 PRF'B'NPV | 20441B407 |
| — | AMERICAN CAP LTD | 64,252 | $1.015M | 0.0% | $15.80 | — | — | COM USD0.01 | 02503Y103 |
| — | BRF SA | 50,600 | $1.011M | 0.0% | $19.98 | — | — | SPON ADR EACH REP 1 COM SHS | 10552T107 |
| — | Kraft Foods Group In | 16,678 | $936K | 0.0% | $56.12 | — | — | Kraft Foods Group Inc | 50076Q106 |
| — | Market Vectors Russi | 38,740 | $929K | 0.0% | $23.98 | — | — | MARKET VECTORS RUSSIA ETF | 57060U506 |
| — | FIBRIA CELULOSE SA | 83,670 | $925K | 0.0% | $11.06 | — | — | SPON ADR REP 1 COM NPV | 31573A109 |
| STN | Stantec Inc | 14,667 | $896K | 0.0% | $61.09 | — | — | STANTEC ORD SHS | 85472N109 |
| CIG | CIA ENERG MG-CEMIG | 120,824 | $822K | 0.0% | $6.80 | — | — | SPN ADR REP 1 PRF (LVL 2) | 204409601 |
| — | PALL CORP | 8,432 | $754K | 0.0% | $89.42 | — | — | PALL ORD SHS | 696429307 |
| LKQ | LKQ Corp | 28,373 | $748K | 0.0% | $26.36 | — | — | LKQ ORD SHS | 501889208 |
| — | SALIX PHARM | 41,159,000 | $696K | 0.0% | $0.02 | — | — | 1.5% CNV BDS 15/03/19 USD1 | 795435AE6 |
| — | Stericycle Inc | 5,914 | $672K | 0.0% | $113.63 | — | — | STERICYCLE ORD SHS | 858912108 |
| UNFI | United Natural Foods | 9,360 | $664K | 0.0% | $70.94 | — | — | UNITED NATURAL FOODS ORD SHS | 911163103 |
| ELD | WisdomTree Emerging | 12,600 | $578K | 0.0% | $45.87 | — | — | WISDOMTREE EMERGING MARKETS LO | 97717X867 |
| UNP | UNION PACIFIC CORP | 3,011 | $565K | 0.0% | $187.65 | — | — | COM USD2.50 | 907818108 |
| BMY | BRISTOL-MYRS SQUIB | 10,398 | $540K | 0.0% | $51.93 | — | — | COM STK USD0.10 | 110122108 |
| — | LAM RESEARCH CORP | 43,402,000 | $538K | 0.0% | $0.01 | — | — | 1.25% CNV BDS 15/05/18 USD1 | 512807AL2 |
| — | Whole Foods Market I | 10,373 | $526K | 0.0% | $50.71 | — | — | WHOLE FOODS MARKET ORD SHS | 966837106 |
| HDYNQ | HYPERDYNAMICS CORP | 291,991 | $508K | 0.0% | $1.74 | — | — | USD0.001(POST SPLIT) | 448954206 |
| RSG | Republic Services In | 14,319 | $489K | 0.0% | $34.15 | — | — | REPUBLIC SERVICES ORD SHS | 760759100 |
| — | STILLWATER MINING | 37,009,000 | $483K | 0.0% | $0.01 | — | — | 1.75% CNV SNR 15/10/32 USD | 86074QAL6 |
| — | ALCOA INC | 37,000 | $476K | 0.0% | $12.86 | — | — | COM USD1 | 013817101 |
| AIG | AMER INTL GRP | 9,378 | $469K | 0.0% | $50.01 | — | — | COM USD2.50 | 026874784 |
| ADBE | ADOBE SYSTEMS INC | 7,005 | $461K | 0.0% | $65.81 | — | — | COM USD0.0001 | 00724F101 |
| BIIB | BIOGEN IDEC INC | 1,489 | $455K | 0.0% | $305.57 | — | — | COM STK USD0.0005 | 09062X103 |
| — | GEN CABLE CORP | 45,370,000 | $455K | 0.0% | $0.01 | — | — | 4.5%-VAR CNV 15/11/2029 USD | 369300AL2 |
| — | Progressive Waste So | 16,250 | $411K | 0.0% | $25.29 | — | — | PROGRESSIVE WASTE SOLUTIONS OR | 74339G101 |
| — | OMNICARE | 27,121,000 | $407K | 0.0% | $0.02 | — | — | 3.75% CNV BDS 01/04/42 USD1 | 681904AP3 |
| F | FORD MOTOR CO | 25,712 | $401K | 0.0% | $15.60 | — | — | COM STK USD0.01 | 345370860 |
| — | CACI INTL INC | 29,558,000 | $399K | 0.0% | $0.01 | — | — | 2.125% SNR CNV NTS 01/05/14 | 127190AD8 |
| BWA | BorgWarner Inc | 6,497 | $399K | 0.0% | $61.41 | — | — | COM USD0.01 | 099724106 |
| — | MONSANTO | 3,417 | $389K | 0.0% | $113.84 | — | — | COM STK USD0.01 | 61166W101 |
| — | CELGENE CORP | 2,618 | $365K | 0.0% | $139.42 | — | — | COM USD0.01 | 151020104 |
| — | HOLOGIC INC | 35,556,000 | $363K | 0.0% | $0.01 | — | — | 2% BDS 01/03/2042 USD | 436440AC5 |
| — | Covanta Holding Corp | 19,925 | $360K | 0.0% | $18.07 | — | — | COVANTA HOLDING ORD SHS | 22282E102 |
| ORA | Ormat Technologies I | 11,702 | $351K | 0.0% | $29.99 | — | — | ORMAT TECH ORD SHS | 686688102 |
| — | TWENTY-FIRST CENTU | 10,753 | $344K | 0.0% | $31.99 | — | — | COM USD0.01 CL'A' | 90130A101 |
| DUK | DUKE ENERGY CORP | 4,755 | $339K | 0.0% | $71.29 | — | — | COM USD0.001 | 26441C204 |
| — | PRICELINE.COM INC | 280 | $334K | 0.0% | $1192.86 | — | — | COM USD0.008 | 741503403 |
| SBUX | STARBUCKS CORP | 4,536 | $333K | 0.0% | $73.41 | — | — | COM USD0.001 | 855244109 |
| OGS | ONE GAS INC | 9,174 | $330K | 0.0% | $35.97 | — | — | COM USD0.01 | 68235P108 |
| ILMN | ILLUMINA INC | 2,093 | $311K | 0.0% | $148.59 | — | — | COM USD0.01 | 452327109 |
| TTEK | Tetra Tech Inc | 10,521 | $311K | 0.0% | $29.56 | — | — | TETRA TECH ORD SHS | 88162G103 |
| TJX | TJX COS INC | 4,972 | $302K | 0.0% | $60.74 | — | — | COM USD1 | 872540109 |
| NKE | NIKE INC | 4,023 | $297K | 0.0% | $73.83 | — | — | CLASS'B'COM NPV | 654106103 |
| RRX | Regal-Beloit Corp | 4,057 | $295K | 0.0% | $72.71 | — | — | REGAL BELOIT ORD SHS | 758750103 |
| COST | COSTCO WHOLESALE | 2,592 | $289K | 0.0% | $111.50 | — | — | COM STK USD0.005 | 22160K105 |
| TMO | THERMO FISHER SCIE | 2,405 | $289K | 0.0% | $120.17 | — | — | COM USD1 | 883556102 |
| — | HOLOGIC INC | 24,621,000 | $281K | 0.0% | $0.01 | — | — | 2% CNV BDS 15/12/37 USD1000 | 436440AB7 |
| — | HELIX ENRGY SOL GR | 22,520,000 | $278K | 0.0% | $0.01 | — | — | 3.25% CNV BDS 15/03/32 USD1 | 42330PAG2 |
| DHR | DANAHER CORP | 3,707 | $278K | 0.0% | $74.99 | — | — | COM USD0.01 | 235851102 |
| PBR/A | PETROL BRASILEIROS | 20,000 | $277K | 0.0% | $13.85 | — | — | SPON ADR REP 2 PRF SHS | 71654V101 |
| MCK | MCKESSON CORP | 1,544 | $273K | 0.0% | $176.81 | — | — | COM USD0.01 | 58155Q103 |
| — | DIRECTV | 3,491 | $267K | 0.0% | $76.48 | — | — | COM USD0.01 | 25490A309 |
| TGT | TARGET CORP | 4,354 | $263K | 0.0% | $60.40 | — | — | COM STK USD0.0833 | 87612E106 |
| — | OI SA | 191,634 | $255K | 0.0% | $1.33 | — | — | SPON ADR EA REPR 1 PFD SHS | 670851203 |
| — | BLACKROCK INC | 811 | $255K | 0.0% | $314.43 | — | — | COM STK USD0.01 | 09247X101 |
| — | ENDO PHARMACEUTICA | 10,778,000 | $254K | 0.0% | $0.02 | — | — | 1.75% CNV SUB 15/04/15 USD | 29264FAB2 |
| BK | BK OF NY MELLON CP | 7,199 | $254K | 0.0% | $35.28 | — | — | COM STK USD0.01 | 064058100 |
| NEE | NEXTERA ENERGY INC | 2,646 | $253K | 0.0% | $95.62 | — | — | COM USD0.01 | 65339F101 |
| — | ALLERGAN INC | 2,009 | $249K | 0.0% | $123.94 | — | — | COM USD0.01 | 018490102 |
| — | LAM RESEARCH CORP | 21,533,000 | $249K | 0.0% | $0.01 | — | — | 0.5% BDS 15/05/16 USD1000 | 512807AJ7 |
| — | JARDEN CORPORATION | 17,551,000 | $244K | 0.0% | $0.01 | — | — | 1.875% CNV BDS 15/09/18 USD | 471109AH1 |
| — | PRAXAIR INC | 1,814 | $238K | 0.0% | $131.20 | — | — | COM USD0.01 | 74005P104 |
| SO | SOUTHERN CO. | 5,413 | $238K | 0.0% | $43.97 | — | — | COM USD5 | 842587107 |
| ITW | ILLINOIS TOOL WKS | 2,831 | $230K | 0.0% | $81.24 | — | — | COM NPV | 452308109 |
| — | MYLAN INC | 4,696 | $229K | 0.0% | $48.76 | — | — | COM USD0.50 | 628530107 |
| — | PRECISION CASTPART | 906 | $229K | 0.0% | $252.76 | — | — | COM NPV | 740189105 |
| VFC | VF CORP | 3,668 | $227K | 0.0% | $61.89 | — | — | COM NPV | 918204108 |
| — | GAFISA SA | 71,000 | $226K | 0.0% | $3.18 | — | — | ADR EACH REPR 2 COM NPV | 362607301 |
| — | ACTAVIS PLC | 1,087 | $224K | 0.0% | $206.07 | — | — | USD0.0001 | G0083B108 |
| YUM | YUM BRANDS INC | 2,952 | $223K | 0.0% | $75.54 | — | — | COM NPV | 988498101 |
| PRU | PRUDENTIAL FINL | 2,616 | $221K | 0.0% | $84.48 | — | — | COM USD0.01 | 744320102 |
| — | DISCOVER FINL SVCS | 3,721 | $217K | 0.0% | $58.32 | — | — | COM STK USD0.01 | 254709108 |
| GD | GEN DYNAMICS CORP | 1,979 | $216K | 0.0% | $109.15 | — | — | COM USD1 | 369550108 |
| — | ALEXION PHARMACEUT | 1,408 | $214K | 0.0% | $151.99 | — | — | COM USD0.0001 | 015351109 |
| CTSH | Cognizant Technology | 4,170 | $211K | 0.0% | $50.60 | — | — | COM CL'A'USD0.01 | 192446102 |
| GIS | GENERAL MILLS INC | 4,011 | $208K | 0.0% | $51.86 | — | — | COM STK USD0.10 | 370334104 |
| AMT | AMER TOWER CORP | 2,486 | $204K | 0.0% | $82.06 | — | — | COM NEW USD0.01 | 03027X100 |
| — | RAYTHEON CO | 2,068 | $204K | 0.0% | $98.65 | — | — | COM USD0.01 | 755111507 |
| SCHW | SCHWAB(CHARLES)CP | 7,342 | $201K | 0.0% | $27.38 | — | — | COM USD0.01 | 808513105 |
| — | AGCO CORP | 14,492,000 | $198K | 0.0% | $0.01 | — | — | 1.25% CV SR SB NT 15/12/36 | 001084AM4 |
| — | NEWMONT MINING CP | 16,476,000 | $165K | 0.0% | $0.01 | — | — | 1.25% CNV GTD 15/07/14 USD | 651639AH9 |
| WMB | WILLIAMS COS INC | 3,717 | $151K | 0.0% | $40.62 | — | — | COM USD1 | 969457100 |
| — | OMNICARE | 13,676,000 | $146K | 0.0% | $0.01 | — | — | 3.25% SNR DEB 15/12/35 USD | 681904AL2 |
| KEY | KEYCORP | 10,107 | $144K | 0.0% | $14.25 | — | — | COM USD1 | 493267108 |
| CWST | Casella Waste System | 27,489 | $140K | 0.0% | $5.09 | — | — | CASELLA WASTE SYSTEMS ORD SHS | 147448104 |
| GGB | GERDAU SA | 21,200 | $136K | 0.0% | $6.42 | — | — | SPON ADR EACH REP 1 PRF NPV | 373737105 |
| RF | REGIONS FINL CORP | 11,998 | $133K | 0.0% | $11.09 | — | — | COM STK USD0.01 | 7591EP100 |
| FLEX | FLEXTRONICS INTL | 11,406 | $105K | 0.0% | $9.21 | — | — | COM USD0.01 | Y2573F102 |
| — | GILEAD SCIENCES | 3,229,000 | $100K | 0.0% | $0.03 | — | — | 1.625% CNV SNR 01/05/16 USD | 375558AP8 |
| — | SIRIUS XM HLDGS IN | 30,331 | $97,000 | 0.0% | $3.20 | — | — | COM USD0.001 | 82968B103 |
| — | SPRINT CORPORATION | 10,228 | $94,000 | 0.0% | $9.19 | — | — | COM USD0.01 | 85207U105 |
| — | BRISTOW GROUP INC | 6,802,000 | $84,000 | 0.0% | $0.01 | — | — | 3% SR CNV NTS 15/06/38 USD | 110394AC7 |
| — | FRONTIER COMMUNICA | 11,740 | $67,000 | 0.0% | $5.71 | — | — | COM USD0.25 | 35906A108 |
| — | BROOKDALE SENIOR L | 4,800,000 | $65,000 | 0.0% | $0.01 | — | — | 2.75% SNR CNV 15/06/18 USD | 112463AA2 |
| — | RPM INTERNATIONAL | 5,500,000 | $64,000 | 0.0% | $0.01 | — | — | 2.25% CNV BDS 15/12/20 USD1 | 749685AT0 |
| — | TRW AUTOMOTIVE INC | 2,010,000 | $56,000 | 0.0% | $0.03 | — | — | 3.5% NTS 01/12/15 USD | 87264MAH2 |
| — | MICRON TECHNOLOGY | 2,283,000 | $50,000 | 0.0% | $0.02 | — | — | 1.625% BDS 15/02/33 USD1000 | 595112AU7 |