Location: London, United Kingdom
CIK: 0000898419 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value: $23.98B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MSFT | Microsoft Corp | 25,798,217 | $1.076B | 4.5% | $41.70 | — | — | Microsoft Corp | 594918104 |
| UPS | UTD PARCEL SERV | 7,295,595 | $749M | 3.1% | $102.66 | — | — | United Parcel Service Inc | 911312106 |
| WFC | Wells Fargo & Co | 12,446,070 | $654M | 2.7% | $52.56 | — | — | Wells Fargo & Co | 949746101 |
| OXY | Occidental Petroleum | 5,997,879 | $616M | 2.6% | $102.63 | — | — | Occidental Petroleum Corp | 674599105 |
| MEOH | METHANEX CORP | 8,680,246 | $536M | 2.2% | $61.78 | — | — | COM NPV | 59151K108 |
| AMGN | AMGEN INC | 4,154,053 | $492M | 2.1% | $118.37 | — | — | COM USD0.0001 | 031162100 |
| JNJ | Johnson & Johnson | 3,940,606 | $412M | 1.7% | $104.62 | — | — | Johnson & Johnson | 478160104 |
| QCOM | QUALCOMM Inc | 5,140,567 | $407M | 1.7% | $79.20 | — | — | QUALCOMM ORD SHS | 747525103 |
| JPM | JPMORGAN CHASE &CO | 6,748,111 | $389M | 1.6% | $57.62 | — | — | JPMorgan Chase & Co | 46625H100 |
| WMT | Wal-Mart Stores Inc | 5,123,377 | $385M | 1.6% | $75.07 | — | — | Wal-Mart Stores Inc | 931142103 |
| ACN | ACCENTURE PLC | 4,547,829 | $368M | 1.5% | $80.84 | — | — | CLS'A'USD0.0000225 | G1151C101 |
| KLAC | KLA-TENCOR CORP | 4,921,389 | $357M | 1.5% | $72.64 | — | — | COM USD0.001 | 482480100 |
| — | AVAGO TECH LTD | 4,935,516 | $356M | 1.5% | $72.07 | — | — | NPV | Y0486S104 |
| — | UTD TECHNOLOGIES | 2,995,465 | $346M | 1.4% | $115.45 | — | — | United Technologies Corp | 913017109 |
| AJG | GALLAGHER AJ &CO | 7,295,850 | $340M | 1.4% | $46.60 | — | — | COM USD1 | 363576109 |
| EWY | iShares MSCI South K | 4,736,500 | $308M | 1.3% | $65.02 | — | — | ISHARES MSCI SOUTH KOREA INDEX | 464286772 |
| — | HOLLYFRONTIER CORP | 6,514,311 | $285M | 1.2% | $43.69 | — | — | COM USD0.01 | 436106108 |
| IBM | INTL BUSINESS MCHN | 1,542,303 | $280M | 1.2% | $181.27 | — | — | INTERNATIONAL BUSINESS MACHINE | 459200101 |
| AAPL | Apple Inc | 2,911,079 | $271M | 1.1% | $92.93 | — | — | COM NPV | 037833100 |
| CVX | CHEVRON CORP | 2,056,817 | $269M | 1.1% | $130.55 | — | — | COM USD0.75 | 166764100 |
| — | L BRANDS INC | 4,342,374 | $255M | 1.1% | $58.66 | — | — | COM USD0.50 | 501797104 |
| ADI | ANALOG DEVICES INC | 4,672,032 | $253M | 1.1% | $54.07 | — | — | COM USD0.16 2/3 | 032654105 |
| — | SEADRILL LTD | 6,023,388 | $241M | 1.0% | $39.95 | — | — | USD2 | G7945E105 |
| — | NATL OILWELL VARCO | 2,649,672 | $218M | 0.9% | $82.35 | — | — | National Oilwell Varco Inc | 637071101 |
| BAC | BK OF AMERICA CORP | 13,423,042 | $206M | 0.9% | $15.37 | — | — | COM USD0.01 | 060505104 |
| MS | MORGAN STANLEY | 6,354,454 | $205M | 0.9% | $32.33 | — | — | Morgan Stanley | 617446448 |
| — | XILINX INC | 4,340,911 | $205M | 0.9% | $47.31 | — | — | XILINX ORD SHS | 983919101 |
| LVS | LAS VEGAS SANDS CO | 2,569,302 | $196M | 0.8% | $76.22 | — | — | COM USD0.001 | 517834107 |
| — | MEDTRONIC INC | 2,964,500 | $189M | 0.8% | $63.76 | — | — | Medtronic Inc | 585055106 |
| HAL | Halliburton Co | 2,524,133 | $179M | 0.7% | $71.01 | — | — | Halliburton Co | 406216101 |
| IVV | iShares Core S&P 500 | 897,659 | $177M | 0.7% | $197.00 | — | — | ISHARES CORE S&P 500 ETF | 464287200 |
| CSCO | Cisco Systems Inc | 6,964,271 | $173M | 0.7% | $24.85 | — | — | COM USD0.001 | 17275R102 |
| SMG | SCOTTS MIRACLE-GRO | 3,000,000 | $171M | 0.7% | $56.86 | — | — | CLASS'A'COM NPV | 810186106 |
| CMI | CUMMINS INC | 1,094,063 | $169M | 0.7% | $154.29 | — | — | COM USD2.50 | 231021106 |
| PFE | PFIZER INC | 5,650,791 | $168M | 0.7% | $29.68 | — | — | Pfizer Inc | 717081103 |
| INTC | Intel Corp | 4,970,585 | $154M | 0.6% | $30.90 | — | — | Intel Corp | 458140100 |
| CVS | CVS CAREMARK CORP | 1,906,665 | $144M | 0.6% | $75.37 | — | — | CVS Caremark Corp | 126650100 |
| — | APACHE CORP | 1,420,759 | $143M | 0.6% | $100.62 | — | — | COM USD0.625 | 037411105 |
| GS | GOLDMAN SACHS GRP | 814,367 | $136M | 0.6% | $167.44 | — | — | Goldman Sachs Group Inc/The | 38141G104 |
| CMCSA | Comcast Corp | 2,523,934 | $135M | 0.6% | $53.68 | — | — | Comcast Corp | 20030N101 |
| C | Citigroup Inc | 2,876,257 | $135M | 0.6% | $47.10 | — | — | COM USD0.01 | 172967424 |
| — | Mindray Medical Inte | 4,262,350 | $134M | 0.6% | $31.50 | — | — | SPON ADR EACH REP 1 ORD 'A' | 602675100 |
| — | Anadarko Petroleum C | 1,217,441 | $133M | 0.6% | $109.47 | — | — | COM USD0.10 | 032511107 |
| GM | General Motors Co | 3,593,551 | $130M | 0.5% | $36.30 | — | — | General Motors Co | 37045V100 |
| HIG | HARTFORD FINL SVCS | 3,629,051 | $130M | 0.5% | $35.81 | — | — | Hartford Financial Services Gr | 416515104 |
| MRK | Merck & Co Inc | 2,240,727 | $130M | 0.5% | $57.85 | — | — | Merck & Co Inc | 58933Y105 |
| — | Cigna Corp | 1,390,200 | $128M | 0.5% | $91.97 | — | — | COM USD0.25 | 125509109 |
| — | UBS AG | 6,947,621 | $127M | 0.5% | $18.32 | — | — | CHF0.10 | H89231338 |
| LNC | LINCOLN NATL CORP | 2,441,200 | $126M | 0.5% | $51.44 | — | — | Lincoln National Corp | 534187109 |
| AEM | AGNICO EAGLE MINES | 3,261,589 | $125M | 0.5% | $38.30 | — | — | COM NPV | 008474108 |
| — | iShares MSCI Global | 6,154,526 | $124M | 0.5% | $20.10 | — | — | ISHARES MSCI GLOBAL METALS & M | 464286368 |
| T | AT&T Inc | 3,487,988 | $123M | 0.5% | $35.36 | — | — | COM USD1 | 00206R102 |
| EWZ | iShares MSCI Brazil | 2,495,480 | $119M | 0.5% | $47.78 | — | — | ISHARES MSCI BRAZIL CAPPED ETF | 464286400 |
| ALL | Allstate Corp/The | 2,024,547 | $119M | 0.5% | $58.72 | — | — | COM USD0.01 | 020002101 |
| KGC | KINROSS GOLD CORP | 28,000,000 | $116M | 0.5% | $4.14 | — | — | COM NPV | 496902404 |
| GILD | Gilead Sciences Inc | 1,387,293 | $115M | 0.5% | $82.91 | — | — | Gilead Sciences Inc | 375558103 |
| M | MACY'S INC | 1,968,300 | $114M | 0.5% | $58.02 | — | — | Macy's Inc | 55616P104 |
| PNC | PNC FINANCIAL SVCS | 1,273,876 | $113M | 0.5% | $89.05 | — | — | PNC Financial Services Group I | 693475105 |
| AXP | American Express Co | 1,173,702 | $111M | 0.5% | $94.87 | — | — | COM USD0.20 | 025816109 |
| CAT | CATERPILLAR INC | 1,002,360 | $109M | 0.5% | $108.67 | — | — | COM USD1 | 149123101 |
| MET | METLIFE INC | 1,910,323 | $106M | 0.4% | $55.56 | — | — | COM USD0.01 | 59156R108 |
| DB | DEUTSCHE BANK AG | 3,001,746 | $106M | 0.4% | $35.18 | — | — | NPV(REGD) | D18190898 |
| VZ | Verizon Communicatio | 2,143,408 | $105M | 0.4% | $48.93 | — | — | Verizon Communications Inc | 92343V104 |
| — | iShares MSCI Emergin | 4,193,100 | $105M | 0.4% | $24.94 | — | — | ISHARES MSCI EMERGING MARKETS | 464286566 |
| — | Google Inc | 173,420 | $101M | 0.4% | $584.67 | — | — | GOOGLE INC-CL A | 38259P508 |
| — | Viacom Inc | 1,136,491 | $98.57M | 0.4% | $86.73 | — | — | Viacom Inc | 92553P201 |
| — | Hewlett-Packard Co | 2,909,797 | $98M | 0.4% | $33.68 | — | — | Hewlett-Packard Co | 428236103 |
| — | EMC Corp/MA | 3,720,283 | $97.99M | 0.4% | $26.34 | — | — | EMC ORD SHS | 268648102 |
| — | MALLINCKRODT PLC | 1,222,538 | $97.83M | 0.4% | $80.02 | — | — | ORDINARY USD | G5785G107 |
| NEM | NEWMONT MINING CP | 3,804,524 | $96.79M | 0.4% | $25.44 | — | — | COM USD1.60 | 651639106 |
| MOS | MOSAIC CO | 1,951,990 | $96.53M | 0.4% | $49.45 | — | — | COM USD0.01 | 61945C103 |
| LMT | Lockheed Martin Corp | 593,641 | $95.42M | 0.4% | $160.73 | — | — | Lockheed Martin Corp | 539830109 |
| AMAT | Applied Materials In | 4,162,400 | $93.86M | 0.4% | $22.55 | — | — | COM USD0.01 | 038222105 |
| — | GW PHARMACEUTICALS | 870,905 | $93.44M | 0.4% | $107.29 | — | — | ADS EA REPR 12 ORD | 36197T103 |
| TRV | Travelers Cos Inc/Th | 992,446 | $93.36M | 0.4% | $94.07 | — | — | Travelers Cos Inc/The | 89417E109 |
| XOM | EXXON MOBIL CORP | 926,825 | $93.31M | 0.4% | $100.68 | — | — | Exxon Mobil Corp | 30231G102 |
| ADM | Archer-Daniels-Midla | 2,094,000 | $92.37M | 0.4% | $44.11 | — | — | COM NPV | 039483102 |
| — | HOLLYSYS AUTOMATIO | 3,756,731 | $92M | 0.4% | $24.49 | — | — | COM STK USD0.0001 | G45667105 |
| EIX | EDISON INTL | 1,570,000 | $91.23M | 0.4% | $58.11 | — | — | Edison International | 281020107 |
| — | General Electric Co | 3,433,056 | $90.22M | 0.4% | $26.28 | — | — | GENERAL ELECTRIC ORD SHS | 369604103 |
| PG | Procter & Gamble Co/ | 1,137,358 | $89.39M | 0.4% | $78.59 | — | — | PROCTER & GAMBLE ORD SHS | 742718109 |
| — | ROCKET FUEL INC | 2,855,200 | $88.77M | 0.4% | $31.09 | — | — | USD0.001 | 773111109 |
| — | GOOGLE INC | 153,513 | $88.31M | 0.4% | $575.27 | — | — | GOOGLE ORD SHS CLASS C | 38259P706 |
| INGR | INGREDION INC | 1,173,337 | $88.05M | 0.4% | $75.04 | — | — | Ingredion Inc | 457187102 |
| MO | Altria Group Inc | 2,097,919 | $87.99M | 0.4% | $41.94 | — | — | COM USD0.333333 | 02209S103 |
| USB | US Bancorp/MN | 2,025,210 | $87.73M | 0.4% | $43.32 | — | — | US Bancorp/MN | 902973304 |
| — | Spirit AeroSystems H | 2,461,255 | $82.94M | 0.3% | $33.70 | — | — | Spirit AeroSystems Holdings In | 848574109 |
| — | CON-WAY INC | 1,603,375 | $80.83M | 0.3% | $50.41 | — | — | Con-way Inc | 205944101 |
| MGM | MGM RESORTS INTL | 3,020,780 | $79.75M | 0.3% | $26.40 | — | — | COM STK USD0.01 | 552953101 |
| ORCL | Oracle Corp | 1,921,027 | $77.86M | 0.3% | $40.53 | — | — | ORACLE ORD SHS | 68389X105 |
| — | ELIZABETH ARDEN IN | 3,620,001 | $77.54M | 0.3% | $21.42 | — | — | COM USD0.01 | 28660G106 |
| EWP | iShares MSCI Spain C | 1,733,700 | $74.24M | 0.3% | $42.82 | — | — | ISHARES MSCI SPAIN CAPPED ETF | 464286764 |
| HOG | HARLEY DAVIDSON | 1,053,375 | $73.58M | 0.3% | $69.85 | — | — | COM USD0.01 | 412822108 |
| RGLD | ROYAL GOLD INC | 960,000 | $73.08M | 0.3% | $76.12 | — | — | COM USD0.01 | 780287108 |
| — | ITT CORPORATION | 1,517,670 | $73M | 0.3% | $48.10 | — | — | COM USD1.00 | 450911201 |
| NWL | Newell Rubbermaid In | 2,346,500 | $72.72M | 0.3% | $30.99 | — | — | Newell Rubbermaid Inc | 651229106 |
| NVDA | NVIDIA CORP | 3,837,502 | $71.15M | 0.3% | $18.54 | — | — | NVIDIA ORD SHS | 67066G104 |
| DE | DEERE & CO | 779,502 | $70.58M | 0.3% | $90.55 | — | — | COM USD1 | 244199105 |
| G | GENPACT LIMITED | 4,003,867 | $70.19M | 0.3% | $17.53 | — | — | COM STK USD0.01 | G3922B107 |
| — | Diamond Offshore Dri | 1,358,800 | $67.44M | 0.3% | $49.63 | — | — | Diamond Offshore Drilling Inc | 25271C102 |
| AAL | AMERICAN AIRLINES | 1,565,405 | $67.25M | 0.3% | $42.96 | — | — | COM USD1 | 02376R102 |
| MSI | MOTOROLA SOLUTIONS | 996,212 | $66.32M | 0.3% | $66.57 | — | — | COM USD0.01 | 620076307 |
| XYL | Xylem Inc/NY | 1,693,495 | $66.18M | 0.3% | $39.08 | — | — | XYLEM ORD SHS | 98419M100 |
| HYG | iShares iBoxx $ High | 690,180 | $65.7M | 0.3% | $95.20 | — | — | ISHARES IBOXX $ HIGH YIELD COR | 464288513 |
| BRK/B | Berkshire Hathaway I | 513,950 | $65.05M | 0.3% | $126.56 | — | — | CLASS'B'COM USD0.0033 | 084670702 |
| PEP | PEPSICO INC | 720,339 | $64.36M | 0.3% | $89.34 | — | — | PepsiCo Inc | 713448108 |
| SNA | SNAP-ON INC | 541,511 | $64.18M | 0.3% | $118.52 | — | — | COM USD1 | 833034101 |
| — | GOLDCORP INC | 2,277,369 | $63.56M | 0.3% | $27.91 | — | — | COM NPV | 380956409 |
| TEX | Terex Corp | 1,543,600 | $63.44M | 0.3% | $41.10 | — | — | Terex Corp | 880779103 |
| LLY | ELI LILLY AND CO | 1,018,844 | $63.34M | 0.3% | $62.17 | — | — | Eli Lilly & Co | 532457108 |
| NUE | NUCOR CORP | 1,283,200 | $63.2M | 0.3% | $49.25 | — | — | Nucor Corp | 670346105 |
| AVT | AVNET INC | 1,425,100 | $63.15M | 0.3% | $44.31 | — | — | COM USD1 | 053807103 |
| PTEN | Patterson-UTI Energy | 1,780,200 | $62.2M | 0.3% | $34.94 | — | — | Patterson-UTI Energy Inc | 703481101 |
| BBY | Best Buy Co Inc | 1,990,977 | $61.74M | 0.3% | $31.01 | — | — | COM USD0.10 | 086516101 |
| BA | Boeing Co/The | 479,638 | $61.02M | 0.3% | $127.23 | — | — | COM USD5 | 097023105 |
| — | CBS CORPORATION | 975,091 | $60.59M | 0.3% | $62.14 | — | — | CLASS'B' COM STK USD0.001 | 124857202 |
| — | RANDGOLD RESOURCES | 706,525 | $59.77M | 0.2% | $84.60 | — | — | ADS EACH REPR 1 ORD USD0.05 | 752344309 |
| — | JOY GLOBAL INC | 949,954 | $58.5M | 0.2% | $61.58 | — | — | COM USD1 | 481165108 |
| TXT | Textron Inc | 1,504,000 | $57.59M | 0.2% | $38.29 | — | — | Textron Inc | 883203101 |
| — | Ashland Inc | 528,500 | $57.47M | 0.2% | $108.74 | — | — | COM USD1.00 | 044209104 |
| SLB | Schlumberger Ltd | 486,783 | $57.42M | 0.2% | $117.95 | — | — | SCHLUMBERGER ORD SHS | 806857108 |
| HD | Home Depot Inc/The | 704,973 | $57.08M | 0.2% | $80.96 | — | — | Home Depot Inc/The | 437076102 |
| BTG | B2GOLD CORP | 19,388,000 | $56.61M | 0.2% | $2.92 | — | — | COM NPV | 11777Q209 |
| — | YAMANA GOLD INC | 6,737,700 | $55.38M | 0.2% | $8.22 | — | — | COM NPV | 98462Y100 |
| ABT | ABBOTT LABS | 1,323,465 | $54.13M | 0.2% | $40.90 | — | — | COM NPV | 002824100 |
| D | Dominion Resources I | 750,371 | $53.67M | 0.2% | $71.52 | — | — | Dominion Resources Inc/VA | 25746U109 |
| RCL | Royal Caribbean Crui | 953,200 | $53M | 0.2% | $55.60 | — | — | Royal Caribbean Cruises Ltd | V7780T103 |
| ATI | Allegheny Technologi | 1,171,800 | $52.85M | 0.2% | $45.10 | — | — | Allegheny Technologies Inc | 01741R102 |
| KO | Coca-Cola Co/The | 1,239,512 | $52.51M | 0.2% | $42.36 | — | — | COM USD0.25 | 191216100 |
| MMM | 3M COMPANY | 364,430 | $52.2M | 0.2% | $143.24 | — | — | COM USD0.01 | 88579Y101 |
| PH | PARKER-HANNIFIN | 413,744 | $52.02M | 0.2% | $125.73 | — | — | COM STK USD0.50 | 701094104 |
| ABBV | AbbVie Inc | 900,863 | $50.84M | 0.2% | $56.44 | — | — | COM USD0.01 | 00287Y109 |
| — | ELDORADO GOLD CORP | 6,540,600 | $49.97M | 0.2% | $7.64 | — | — | COM NPV | 284902103 |
| NWS | NEWS CORP NEW | 2,815,038 | $49.12M | 0.2% | $17.45 | — | — | COM USD0.01 CL'B' | 65249B208 |
| — | GROUPON INC | 7,380,416 | $48.86M | 0.2% | $6.62 | — | — | COM USD0.0001 | 399473107 |
| — | TWENTY-FIRST CENTU | 1,413,657 | $48.39M | 0.2% | $34.23 | — | — | COM USD0.01 CL'B' | 90130A200 |
| NAVI | NAVIENT CORP | 2,716,062 | $48.1M | 0.2% | $17.71 | — | — | COM USD0.01 | 63938C108 |
| — | AMERICA MOVIL SAB | 2,311,366 | $47.96M | 0.2% | $20.75 | — | — | ADR EACH REP 20 SHS'L'NPV | 02364W105 |
| HAE | HAEMONETICS CORP | 1,343,591 | $47.4M | 0.2% | $35.28 | — | — | COM USD0.01 | 405024100 |
| DIS | Walt Disney Co/The | 538,075 | $46.13M | 0.2% | $85.74 | — | — | Walt Disney Co/The | 254687106 |
| — | AFFYMETRIX INC | 5,156,928 | $45.95M | 0.2% | $8.91 | — | — | COM USD0.01 | 00826T108 |
| — | BIOMED REALTY TST | 2,088,372 | $45.59M | 0.2% | $21.83 | — | — | COM USD0.01 | 09063H107 |
| — | TIME WARNER INC | 641,676 | $45.08M | 0.2% | $70.25 | — | — | Time Warner Inc | 887317303 |
| EFX | EQUIFAX INC | 603,989 | $43.81M | 0.2% | $72.54 | — | — | COM USD1.25 | 294429105 |
| — | TESSERA TECHNOLOGI | 1,890,119 | $41.73M | 0.2% | $22.08 | — | — | COM USD0.001 | 88164L100 |
| FBIN | FORTUNE BRANDS HOM | 1,034,172 | $41.29M | 0.2% | $39.93 | — | — | USD0.01 | 34964C106 |
| UNH | UNITEDHEALTH GRP | 494,939 | $40.46M | 0.2% | $81.75 | — | — | UnitedHealth Group Inc | 91324P102 |
| — | SUPERVALU INC | 4,872,540 | $40.05M | 0.2% | $8.22 | — | — | COM USD0.01 | 868536103 |
| VLO | Valero Energy Corp | 798,799 | $40.02M | 0.2% | $50.10 | — | — | Valero Energy Corp | 91913Y100 |
| JBL | JABIL CIRCUIT INC | 1,852,754 | $38.72M | 0.2% | $20.90 | — | — | COM USD0.001 | 466313103 |
| MA | MasterCard Inc | 511,180 | $37.56M | 0.2% | $73.47 | — | — | MASTERCARD ORD SHS CLASS A | 57636Q104 |
| — | CTC MEDIA INC | 3,384,261 | $37.26M | 0.2% | $11.01 | — | — | COM STK USD0.01 | 12642X106 |
| — | Philippine Long Dist | 543,000 | $36.59M | 0.2% | $67.38 | — | — | SPON ADR-REP 1 COM PHP5 | 718252604 |
| — | WALGREEN CO | 486,268 | $36.05M | 0.2% | $74.13 | — | — | Walgreen Co | 931422109 |
| — | St Jude Medical Inc | 515,700 | $35.71M | 0.1% | $69.25 | — | — | St Jude Medical Inc | 790849103 |
| AMZN | Amazon.com Inc | 109,900 | $35.69M | 0.1% | $324.78 | — | — | COM USD0.01 | 023135106 |
| — | Dow Chemical Co/The | 680,992 | $35.04M | 0.1% | $51.46 | — | — | Dow Chemical Co/The | 260543103 |
| — | COVIDIEN PLC | 387,149 | $34.91M | 0.1% | $90.18 | — | — | USD0.20(POST CONSOLIDATION) | G2554F113 |
| — | WELLPOINT INC | 317,105 | $34.12M | 0.1% | $107.61 | — | — | WellPoint Inc | 94973V107 |
| HBAN | HUNTINGTON BANCSHS | 3,491,316 | $33.31M | 0.1% | $9.54 | — | — | COM STK NPV | 446150104 |
| SLM | SLM CORP | 4,004,929 | $33.28M | 0.1% | $8.31 | — | — | COM USD0.20 | 78442P106 |
| — | DR PEPPER SNAPPLE | 547,835 | $32.09M | 0.1% | $58.58 | — | — | COM STK USD0.01 | 26138E109 |
| EMR | Emerson Electric Co | 476,364 | $31.61M | 0.1% | $66.36 | — | — | Emerson Electric Co | 291011104 |
| PSX | PHILLIPS 66 | 387,693 | $31.18M | 0.1% | $80.43 | — | — | Phillips 66 | 718546104 |
| CCL | CARNIVAL CORP | 822,737 | $30.98M | 0.1% | $37.65 | — | — | COM USD0.01(PAIRED STOCK) | 143658300 |
| — | Time Warner Cable In | 204,930 | $30.19M | 0.1% | $147.30 | — | — | USD0.01 | 88732J207 |
| WU | WESTERN UNION COMP | 1,737,806 | $30.13M | 0.1% | $17.34 | — | — | WESTERN UNION ORD SHS | 959802109 |
| AYI | ACUITY BRANDS INC | 207,602 | $28.7M | 0.1% | $138.25 | — | — | COM STK USD0.01 | 00508Y102 |
| SWK | STANLEY BLACK & DE | 326,042 | $28.63M | 0.1% | $87.82 | — | — | COM USD2.50 | 854502101 |
| ADP | Automatic Data Proce | 361,075 | $28.63M | 0.1% | $79.28 | — | — | COM USD0.10 | 053015103 |
| KMB | KIMBERLY-CLARK CP | 254,826 | $28.34M | 0.1% | $111.22 | — | — | Kimberly-Clark Corp | 494368103 |
| HON | HONEYWELL INTL INC | 299,775 | $27.86M | 0.1% | $92.95 | — | — | Honeywell International Inc | 438516106 |
| FDX | FedEx Corp | 181,002 | $27.4M | 0.1% | $151.38 | — | — | FedEx Corp | 31428X106 |
| GLW | CORNING INC | 1,218,923 | $26.76M | 0.1% | $21.95 | — | — | CORNING ORD SHS | 219350105 |
| MDLZ | MONDELEZ INTL INC | 709,868 | $26.7M | 0.1% | $37.61 | — | — | Mondelez International Inc | 609207105 |
| CL | Colgate-Palmolive Co | 370,593 | $25.27M | 0.1% | $68.18 | — | — | COM USD1 | 194162103 |
| GLNG | GOLAR LNG | 415,400 | $24.97M | 0.1% | $60.10 | — | — | COM STK USD1.00 | G9456A100 |
| PM | PHILIP MORRIS INTL | 293,480 | $24.74M | 0.1% | $84.31 | — | — | Philip Morris International In | 718172109 |
| — | EI du Pont de Nemour | 377,258 | $24.69M | 0.1% | $65.44 | — | — | EI du Pont de Nemours & Co | 263534109 |
| SIG | SIGNET JEWELERS LT | 209,934 | $23.22M | 0.1% | $110.59 | — | — | COM STK USD0.18 | G81276100 |
| ZTS | ZOETIS INC | 712,000 | $22.98M | 0.1% | $32.27 | — | — | COM USD0.01 CL 'A' | 98978V103 |
| FMX | FOMENTO ECON MEXIC | 241,272 | $22.59M | 0.1% | $93.65 | — | — | ADR RP 10 UTS(1B&2D-B&2'D-L | 344419106 |
| DG | DOLLAR GENERAL CP | 389,940 | $22.37M | 0.1% | $57.36 | — | — | COM USD0.875 | 256677105 |
| DAN | DANA HOLDING CORP | 897,644 | $21.92M | 0.1% | $24.42 | — | — | COM STK USD0.01 | 235825205 |
| TRMB | Trimble Navigation L | 584,671 | $21.6M | 0.1% | $36.95 | — | — | TRIMBLE NAVIGATION ORD SHS | 896239100 |
| COF | CAPITAL ONE FINL | 260,443 | $21.51M | 0.1% | $82.60 | — | — | COM USD0.01 | 14040H105 |
| KMT | KENNAMETAL INC | 461,031 | $21.34M | 0.1% | $46.28 | — | — | Kennametal Inc | 489170100 |
| BC | BRUNSWICK CORP | 470,000 | $19.8M | 0.1% | $42.13 | — | — | COM USD0.75 | 117043109 |
| — | KELLOGG CO | 296,746 | $19.5M | 0.1% | $65.70 | — | — | COM USD0.25 | 487836108 |
| — | Hill-Rom Holdings In | 462,978 | $19.22M | 0.1% | $41.51 | — | — | Hill-Rom Holdings Inc | 431475102 |
| CX | CEMEX SAB DE CV | 1,415,625 | $18.73M | 0.1% | $13.23 | — | — | SPON ADR REP 10 CPO | 151290889 |
| — | TECH DATA CORP | 298,961 | $18.69M | 0.1% | $62.52 | — | — | COM USD0.0015 | 878237106 |
| — | ORBITAL SCIENCES | 617,007 | $18.23M | 0.1% | $29.55 | — | — | COM USD0.01 | 685564106 |
| EWG | iShares MSCI Germany | 574,500 | $17.97M | 0.1% | $31.28 | — | — | ISHARES MSCI GERMANY INDEX | 464286806 |
| FCN | FTI CONSULTING INC | 475,000 | $17.96M | 0.1% | $37.82 | — | — | COM USD0.01 | 302941109 |
| — | Fairchild Semiconduc | 1,149,415 | $17.93M | 0.1% | $15.60 | — | — | Fairchild Semiconductor Intern | 303726103 |
| — | FIRSTMERIT CORP | 893,028 | $17.64M | 0.1% | $19.75 | — | — | FirstMerit Corp | 337915102 |
| TV | GRUPO TELEVISA SAB | 501,817 | $17.22M | 0.1% | $34.31 | — | — | ADR REP 5 ORD PTG CTF(BNY) | 40049J206 |
| TEVA | TEVA PHARMA IND | 324,579 | $17.01M | 0.1% | $52.42 | — | — | ADR(CNV 1 ORD ILS0.10) | 881624209 |
| — | Linear Technology Co | 357,052 | $16.81M | 0.1% | $47.07 | — | — | LINEAR TECHNOLOGY ORD SHS | 535678106 |
| NSC | NORFOLK STHN CORP | 157,910 | $16.27M | 0.1% | $103.03 | — | — | COM USD1 | 655844108 |
| — | Janus Capital Group | 1,294,900 | $16.16M | 0.1% | $12.48 | — | — | Janus Capital Group Inc | 47102X105 |
| — | PAREXEL INTL CP | 304,500 | $16.09M | 0.1% | $52.84 | — | — | COM USD0.01 | 699462107 |
| TER | Teradyne Inc | 818,500 | $16.04M | 0.1% | $19.60 | — | — | Teradyne Inc | 880770102 |
| ITUB | ITAU UNIBANCO HOLD | 1,109,748 | $15.96M | 0.1% | $14.38 | — | — | ADR EACH REPR 1 PRF NPV | 465562106 |
| HLX | HELIX ENRGY SOL GR | 600,600 | $15.8M | 0.1% | $26.31 | — | — | Helix Energy Solutions Group I | 42330P107 |
| — | Esterline Technologi | 134,900 | $15.53M | 0.1% | $115.12 | — | — | Esterline Technologies Corp | 297425100 |
| — | ACE LIMITED | 146,741 | $15.22M | 0.1% | $103.70 | — | — | ORD CHF26.59 | H0023R105 |
| — | FOOT LOCKER INC | 297,700 | $15.1M | 0.1% | $50.72 | — | — | Foot Locker Inc | 344849104 |
| — | Astoria Financial Co | 1,097,900 | $14.77M | 0.1% | $13.45 | — | — | Astoria Financial Corp | 046265104 |
| UTHR | UTD THERAPEUTIC | 166,605 | $14.74M | 0.1% | $88.49 | — | — | COM USD0.01 | 91307C102 |
| EOG | EOG RESOURCES INC | 124,100 | $14.5M | 0.1% | $116.86 | — | — | COM USD0.01 | 26875P101 |
| — | Meredith Corp | 295,400 | $14.29M | 0.1% | $48.36 | — | — | Meredith Corp | 589433101 |
| — | Global Power Equipme | 880,535 | $14.23M | 0.1% | $16.16 | — | — | Global Power Equipment Group I | 37941P306 |
| AFG | American Financial G | 229,900 | $13.69M | 0.1% | $59.56 | — | — | American Financial Group Inc/O | 025932104 |
| RS | Reliance Steel & Alu | 184,500 | $13.6M | 0.1% | $73.71 | — | — | Reliance Steel & Aluminum Co | 759509102 |
| SPG | SIMON PROP GROUP | 79,978 | $13.3M | 0.1% | $166.28 | — | — | COM USD0.0001 | 828806109 |
| TXNM | PNM Resources Inc | 451,700 | $13.25M | 0.1% | $29.33 | — | — | PNM Resources Inc | 69349H107 |
| — | Health Net Inc/CA | 315,800 | $13.12M | 0.1% | $41.54 | — | — | Health Net Inc/CA | 42222G108 |
| RGA | Reinsurance Group of | 165,700 | $13.07M | 0.1% | $78.90 | — | — | Reinsurance Group of America I | 759351604 |
| OLN | Olin Corp | 478,700 | $12.89M | 0.1% | $26.92 | — | — | Olin Corp | 680665205 |
| STLD | Steel Dynamics Inc | 697,400 | $12.52M | 0.1% | $17.95 | — | — | Steel Dynamics Inc | 858119100 |
| — | AMC Entertainment Ho | 500,000 | $12.44M | 0.1% | $24.87 | — | — | AMC Entertainment Holdings Inc | 00165C104 |
| — | WADDELL & REED FIN | 196,237 | $12.28M | 0.1% | $62.59 | — | — | CL A COM USD0.01 | 930059100 |
| — | Steelcase Inc | 807,000 | $12.21M | 0.1% | $15.13 | — | — | Steelcase Inc | 858155203 |
| ABEV | AMBEV SA | 1,716,725 | $12.09M | 0.1% | $7.04 | — | — | ADR EACH REPR ORD SPONS | 02319V103 |
| — | LifePoint Hospitals | 194,500 | $12.08M | 0.1% | $62.10 | — | — | LifePoint Hospitals Inc | 53219L109 |
| BDC | Belden Inc | 152,600 | $11.93M | 0.0% | $78.16 | — | — | Belden Inc | 077454106 |
| COP | CONOCOPHILLIPS | 137,211 | $11.76M | 0.0% | $85.73 | — | — | COM USD0.01 | 20825C104 |
| — | SYMANTEC CORP | 501,208 | $11.48M | 0.0% | $22.90 | — | — | SYMANTEC ORD SHS | 871503108 |
| — | Bally Technologies I | 174,100 | $11.44M | 0.0% | $65.72 | — | — | Bally Technologies Inc | 05874B107 |
| — | Grupo Financiero San | 857,304 | $11.38M | 0.0% | $13.28 | — | — | SPON ADR REPR 5 ORD SER'B' | 40053C105 |
| SLF | SUN LIFE FINL INC | 309,590 | $11.37M | 0.0% | $36.71 | — | — | COM NPV | 866796105 |
| BAX | BAXTER INTL INC | 157,096 | $11.36M | 0.0% | $72.30 | — | — | COM USD1 | 071813109 |
| — | DISH Network Corp | 170,000 | $11.06M | 0.0% | $65.08 | — | — | DISH Network Corp | 25470M109 |
| TFX | Teleflex Inc | 104,300 | $11.01M | 0.0% | $105.60 | — | — | Teleflex Inc | 879369106 |
| GATX | GATX Corp | 160,900 | $10.77M | 0.0% | $66.94 | — | — | GATX Corp | 361448103 |
| — | G & K SERVICES INC | 199,316 | $10.38M | 0.0% | $52.07 | — | — | CLASS'A'COM USD0.50 | 361268105 |
| EWC | iShares MSCI Canada | 321,500 | $10.36M | 0.0% | $32.21 | — | — | ISHARES MSCI CANADA INDEX ETF | 464286509 |
| KIM | KIMCO REALTY | 445,574 | $10.24M | 0.0% | $22.98 | — | — | COM USD0.01 | 49446R109 |
| DNOW | NOW Inc/DE | 275,668 | $9.982M | 0.0% | $36.21 | — | — | NOW INC/DE | 67011P100 |
| CACI | CACI INTL INC | 141,014 | $9.901M | 0.0% | $70.21 | — | — | CLASS'A'COM USD0.10 | 127190304 |
| EXC | Exelon Corp | 268,415 | $9.791M | 0.0% | $36.48 | — | — | EXELON ORD SHS | 30161N101 |
| EBAY | EBAY INC | 189,437 | $9.483M | 0.0% | $50.06 | — | — | EBAY ORD SHS | 278642103 |
| COLM | Columbia Sportswear | 114,301 | $9.446M | 0.0% | $82.64 | — | — | COM NPV | 198516106 |
| AMCX | AMC Networks Inc | 151,288 | $9.303M | 0.0% | $61.49 | — | — | AMC Networks Inc | 00164V103 |
| INFY | Infosys Ltd | 172,600 | $9.281M | 0.0% | $53.77 | — | — | INFOSYS LTD-SP ADR | 456788108 |
| SKYW | SkyWest Inc | 757,200 | $9.253M | 0.0% | $12.22 | — | — | SkyWest Inc | 830879102 |
| — | HOSPIRA INC | 178,260 | $9.157M | 0.0% | $51.37 | — | — | COM USD0.01 | 441060100 |
| AIG | AMER INTL GRP | 167,580 | $9.147M | 0.0% | $54.58 | — | — | COM USD2.50 | 026874784 |
| GME | GAMESTOP CORP | 225,000 | $9.106M | 0.0% | $40.47 | — | — | COM USD0.001 CLASS 'A' | 36467W109 |
| — | TAHOE RESOURCES IN | 345,383 | $9.049M | 0.0% | $26.20 | — | — | COM NPV | 873868103 |
| — | Royal Bank of Scotla | 800,000 | $9.032M | 0.0% | $11.29 | — | — | Royal Bank of Scotland Group P | 780097689 |
| — | Shanda Games Ltd | 1,356,448 | $9.007M | 0.0% | $6.64 | — | — | SHANDA GAMES LTD-SPONS ADR | 81941U105 |
| FCX | Freeport-McMoRan Cop | 241,554 | $8.817M | 0.0% | $36.50 | — | — | Freeport-McMoRan Copper & Gold | 35671D857 |
| VNO | VORNADO REALTY TR | 82,564 | $8.812M | 0.0% | $106.73 | — | — | COM USD0.04 | 929042109 |
| — | HESS CORPORATION | 85,550 | $8.46M | 0.0% | $98.89 | — | — | COM USD1 | 42809H107 |
| — | OmniVision Technolog | 383,500 | $8.429M | 0.0% | $21.98 | — | — | OmniVision Technologies Inc | 682128103 |
| — | Kayne Anderson MLP I | 206,921 | $8.155M | 0.0% | $39.41 | — | — | Kayne Anderson MLP Investment | 486606106 |
| TAP | MOLSON COORS BREWI | 109,335 | $8.108M | 0.0% | $74.16 | — | — | CLASS 'B' USD0.01 | 60871R209 |
| L | LOEWS CORP | 180,586 | $7.948M | 0.0% | $44.01 | — | — | COM USD0.01 | 540424108 |
| WTI | W&T Offshore Inc | 477,000 | $7.808M | 0.0% | $16.37 | — | — | W&T Offshore Inc | 92922P106 |
| GRMN | GARMIN LTD | 125,000 | $7.613M | 0.0% | $60.90 | — | — | COM CHF10.00 | H2906T109 |
| — | Valeant Pharmaceutic | 60,000 | $7.567M | 0.0% | $126.12 | — | — | Valeant Pharmaceuticals Intern | 91911K102 |
| — | KOFAX LTD | 878,141 | $7.552M | 0.0% | $8.60 | — | — | COM USD0.001 (DI) | G5307C105 |
| BLDR | Builders FirstSource | 1,000,000 | $7.48M | 0.0% | $7.48 | — | — | Builders FirstSource Inc | 12008R107 |
| — | BUNGE LIMITED | 98,851 | $7.477M | 0.0% | $75.64 | — | — | COM USD0.01 | G16962105 |
| — | PLUM CREEK TMBR CO | 165,000 | $7.442M | 0.0% | $45.10 | — | — | COM USD0.01 | 729251108 |
| — | CENTURYLINK INC | 199,850 | $7.235M | 0.0% | $36.20 | — | — | COM USD1 | 156700106 |
| BGS | B&G Foods Inc | 220,000 | $7.192M | 0.0% | $32.69 | — | — | B&G Foods Inc | 05508R106 |
| LYB | LyondellBasell Indus | 72,763 | $7.106M | 0.0% | $97.66 | — | — | LyondellBasell Industries NV | N53745100 |
| — | Northeast Utilities | 150,000 | $7.091M | 0.0% | $47.27 | — | — | Northeast Utilities | 664397106 |
| SBH | Sally Beauty Holding | 280,000 | $7.022M | 0.0% | $25.08 | — | — | Sally Beauty Holdings Inc | 79546E104 |
| ARE | ALEXANDRIA R/EST I | 90,011 | $6.988M | 0.0% | $77.63 | — | — | COM STK USD0.01 | 015271109 |
| — | AVX CORP | 526,129 | $6.987M | 0.0% | $13.28 | — | — | COM USD0.01 | 002444107 |
| — | Level 3 Communicatio | 158,572 | $6.963M | 0.0% | $43.91 | — | — | Level 3 Communications Inc | 52729N308 |
| SYY | SYSCO CORP | 183,369 | $6.867M | 0.0% | $37.45 | — | — | SYSCO ORD SHS | 871829107 |
| LOW | LOWE'S COS INC | 142,734 | $6.85M | 0.0% | $47.99 | — | — | COM USD0.50 | 548661107 |
| SYK | STRYKER CORP | 80,869 | $6.819M | 0.0% | $84.32 | — | — | COM USD0.10 | 863667101 |
| PLD | PROLOGIS INC | 159,305 | $6.546M | 0.0% | $41.09 | — | — | COM USD0.01 | 74340W103 |
| CDNS | CADENCE DESIGN SYS | 371,212 | $6.493M | 0.0% | $17.49 | — | — | COM USD0.01 | 127387108 |
| — | LEXMARK INTL INC | 134,815 | $6.493M | 0.0% | $48.16 | — | — | 'A'COM USD0.01 | 529771107 |
| DDS | DILLARDS INC | 55,631 | $6.487M | 0.0% | $116.61 | — | — | CLASS'A' COM USD0.01 | 254067101 |
| MGA | MAGNA INTL INC | 60,088 | $6.474M | 0.0% | $107.74 | — | — | COM NPV | 559222401 |
| SNX | SYNNEX Corp | 86,000 | $6.265M | 0.0% | $72.85 | — | — | SYNNEX Corp | 87162W100 |
| WDC | WESTN DIGITAL CORP | 67,578 | $6.237M | 0.0% | $92.29 | — | — | WESTERN DIGITAL ORD SHS | 958102105 |
| BHE | Benchmark Electronic | 241,400 | $6.151M | 0.0% | $25.48 | — | — | Benchmark Electronics Inc | 08160H101 |
| BKD | BROOKDALE SENIOR L | 183,822 | $6.129M | 0.0% | $33.34 | — | — | COM STK USD0.01 | 112463104 |
| — | DOMTAR CORPORATION | 142,560 | $6.109M | 0.0% | $42.85 | — | — | COM STK USD0.01 | 257559203 |
| LECO | Lincoln Electric Hol | 87,400 | $6.108M | 0.0% | $69.89 | — | — | Lincoln Electric Holdings Inc | 533900106 |
| AVB | AVALONBAY COMMUNI | 42,949 | $6.107M | 0.0% | $142.19 | — | — | COM USD0.01 | 053484101 |
| GPRK | GEOPARK LIMITED | 665,000 | $6.085M | 0.0% | $9.15 | — | — | COM USD0.001 | G38327105 |
| — | MCDERMOTT INTL INC | 748,396 | $6.055M | 0.0% | $8.09 | — | — | COM STK USD1 | 580037109 |
| — | DEVRY EDUCATION GR | 141,354 | $5.985M | 0.0% | $42.34 | — | — | COM USD0.01 | 251893103 |
| — | Williams Partners LP | 110,000 | $5.972M | 0.0% | $54.29 | — | — | Williams Partners LP | 96950F104 |
| — | iShares MSCI Russia | 295,200 | $5.972M | 0.0% | $20.23 | — | — | ISHARES MSCI RUSSIA CAPPED ETF | 46429B705 |
| MAC | MACERICH CO | 88,578 | $5.913M | 0.0% | $66.75 | — | — | COM USD0.01 | 554382101 |
| — | Greatbatch Inc | 120,000 | $5.887M | 0.0% | $49.06 | — | — | Greatbatch Inc | 39153L106 |
| BXP | BOSTON PPTYS INC | 49,279 | $5.824M | 0.0% | $118.18 | — | — | COM USD0.01 | 101121101 |
| DVA | DaVita HealthCare Pa | 80,000 | $5.786M | 0.0% | $72.33 | — | — | DaVita HealthCare Partners Inc | 23918K108 |
| — | MEDIDATA SOLUTIONS | 135,000 | $5.779M | 0.0% | $42.81 | — | — | COM USD0.01 | 58471A105 |
| INDB | Independent Bank Cor | 150,400 | $5.772M | 0.0% | $38.38 | — | — | Independent Bank Corp/Rockland | 453836108 |
| — | MarkWest Energy Part | 80,000 | $5.726M | 0.0% | $71.58 | — | — | MarkWest Energy Partners LP | 570759100 |
| TSN | TYSON FOODS INC | 151,845 | $5.7M | 0.0% | $37.54 | — | — | CLASS'A'COM USD0.10 | 902494103 |
| — | CHESAPEAKE LODGING | 182,628 | $5.521M | 0.0% | $30.23 | — | — | SBI USD0.01 | 165240102 |
| — | Diamond Foods Inc | 194,400 | $5.482M | 0.0% | $28.20 | — | — | Diamond Foods Inc | 252603105 |
| TLT | iShares 20+ Year Tre | 48,200 | $5.472M | 0.0% | $113.53 | — | — | ISHARES 20+ YEAR TREASURY BOND | 464287432 |
| — | PENNEY(JC)CO INC | 600,000 | $5.43M | 0.0% | $9.05 | — | — | COM USD0.50 | 708160106 |
| PFG | PRINCIPAL FINL GP | 107,500 | $5.427M | 0.0% | $50.48 | — | — | COM USD0.01 | 74251V102 |
| — | HARRIS CORP | 71,442 | $5.412M | 0.0% | $75.75 | — | — | COM STK USD1 | 413875105 |
| ABM | ABM INDS INC | 200,000 | $5.396M | 0.0% | $26.98 | — | — | COM USD0.01 | 000957100 |
| — | GenCorp Inc | 282,400 | $5.394M | 0.0% | $19.10 | — | — | GenCorp Inc | 368682100 |
| — | Superior Industries | 259,600 | $5.353M | 0.0% | $20.62 | — | — | Superior Industries Internatio | 868168105 |
| RIG | TRANSOCEAN LTD | 118,047 | $5.316M | 0.0% | $45.03 | — | — | COM CHF15 | H8817H100 |
| — | Bob Evans Farms Inc/ | 105,900 | $5.3M | 0.0% | $50.05 | — | — | Bob Evans Farms Inc/DE | 096761101 |
| — | Caesars Acquisition | 425,642 | $5.265M | 0.0% | $12.37 | — | — | Caesars Acquisition Co | 12768T103 |
| HAIN | HAIN CELESTIAL GRP | 57,500 | $5.103M | 0.0% | $88.75 | — | — | COM USD0.01 | 405217100 |
| SU | SUNCOR ENERGY INC | 118,865 | $5.067M | 0.0% | $42.63 | — | — | COM NPV 'NEW' | 867224107 |
| — | Cott Corp | 709,500 | $5.016M | 0.0% | $7.07 | — | — | Cott Corp | 22163N106 |
| — | SL GREEN REALTY CO | 45,698 | $5M | 0.0% | $109.41 | — | — | COM USD0.01 | 78440X101 |
| — | Yahoo! Inc | 141,682 | $4.977M | 0.0% | $35.13 | — | — | YAHOO! ORD SHS | 984332106 |
| — | CATAMARAN CORP | 111,000 | $4.902M | 0.0% | $44.16 | — | — | COM NPV | 148887102 |
| — | Intelsat SA | 260,000 | $4.898M | 0.0% | $18.84 | — | — | Intelsat SA | L5140P10 |
| GHC | GRAHAM HOLDINGS CO | 6,813 | $4.892M | 0.0% | $718.04 | — | — | COM USD1 | 384637104 |
| SDY | SPDR S&P Dividend ET | 63,500 | $4.863M | 0.0% | $76.58 | — | — | SPDR S&P DIVIDEND ETF | 78464A763 |
| — | NABORS INDS LTD | 162,995 | $4.787M | 0.0% | $29.37 | — | — | COM USD0.001 | G6359F103 |
| — | MERIDIAN BIOSCIENC | 225,900 | $4.663M | 0.0% | $20.64 | — | — | COM STK NPV | 589584101 |
| — | PEOPLE'S UTD FINL | 306,063 | $4.643M | 0.0% | $15.17 | — | — | COM STK USD0.01 | 712704105 |
| PAAS | PAN AMER SILVER | 295,437 | $4.535M | 0.0% | $15.35 | — | — | COM NPV | 697900108 |
| — | Hercules Offshore In | 1,121,600 | $4.509M | 0.0% | $4.02 | — | — | Hercules Offshore Inc | 427093109 |
| — | TYCO INTL LTD | 98,083 | $4.473M | 0.0% | $45.60 | — | — | COM CHF0.50 | H89128104 |
| — | STAPLES INC | 410,111 | $4.446M | 0.0% | $10.84 | — | — | COM STK USD0.0006 | 855030102 |
| — | CBS Outdoor Americas | 135,000 | $4.412M | 0.0% | $32.68 | — | — | CBS Outdoor Americas Inc | 14987J106 |
| — | Windstream Holdings | 440,000 | $4.382M | 0.0% | $9.96 | — | — | Windstream Holdings Inc | 97382A101 |
| — | APARTMENT INV&MGMT | 134,796 | $4.35M | 0.0% | $32.27 | — | — | COM USD0.01 CL'A' | 03748R101 |
| ETN | EATON CORP PLC | 55,209 | $4.261M | 0.0% | $77.18 | — | — | COM USD0.01 | G29183103 |
| SATS | EchoStar Corp | 80,000 | $4.235M | 0.0% | $52.94 | — | — | EchoStar Corp | 278768106 |
| — | FAMILY DOLLAR STRS | 63,700 | $4.213M | 0.0% | $66.14 | — | — | COM USD0.10 | 307000109 |
| VALE | VALE S.A. | 316,626 | $4.189M | 0.0% | $13.23 | — | — | SPONS ADR REPR 1 COM NPV | 91912E105 |
| AGG | iShares Core U.S. Ag | 37,400 | $4.092M | 0.0% | $109.41 | — | — | ISHARES CORE US AGGREGATE BOND | 464287226 |
| R | RYDER SYSTEM INC | 46,319 | $4.08M | 0.0% | $88.08 | — | — | COM USD0.50 | 783549108 |
| KRC | KILROY REALTY CORP | 65,211 | $4.061M | 0.0% | $62.27 | — | — | COM STK USD0.01 | 49427F108 |
| BBD | BCO BRADESCO SA | 278,850 | $4.049M | 0.0% | $14.52 | — | — | SPON ADR EACH REP 1 PRF NPV | 059460303 |
| CFFN | CAPITOL FED FIN IN | 330,596 | $4.02M | 0.0% | $12.16 | — | — | COM USD0.01 | 14057J101 |
| — | ADT Corp/The | 115,000 | $4.018M | 0.0% | $34.94 | — | — | COM USD0.01 | 00101J106 |
| ACH | OWENS & MINOR INC | 116,932 | $3.973M | 0.0% | $33.98 | — | — | COM USD2 | 690732102 |
| HIW | HIGHWOODS PROPERTI | 92,467 | $3.879M | 0.0% | $41.95 | — | — | COM USD0.01 | 431284108 |
| — | CHUBB CORP | 41,919 | $3.864M | 0.0% | $92.18 | — | — | COM USD1 | 171232101 |
| ROST | ROSS STORES INC | 57,830 | $3.824M | 0.0% | $66.12 | — | — | COM USD0.01 | 778296103 |
| — | FED REALTY INV TR | 31,626 | $3.824M | 0.0% | $120.91 | — | — | SBI USD0.01 | 313747206 |
| — | Kinder Morgan Energy | 45,630 | $3.751M | 0.0% | $82.20 | — | — | Kinder Morgan Energy Partners | 494550106 |
| — | Nortek Inc | 41,314 | $3.708M | 0.0% | $89.75 | — | — | Nortek Inc | 656559309 |
| NBIS | YANDEX N.V. | 101,711 | $3.625M | 0.0% | $35.64 | — | — | COM USD0.01 CL 'A' | N97284108 |
| — | BreitBurn Energy Par | 160,000 | $3.539M | 0.0% | $22.12 | — | — | BreitBurn Energy Partners LP | 106776107 |
| — | MOBILE TELESYSTEMS | 175,668 | $3.468M | 0.0% | $19.74 | — | — | ADR EA REP 2 ORD RUB1 | 607409109 |
| PSA | PUBLIC STORAGE | 20,018 | $3.43M | 0.0% | $171.35 | — | — | COM USD0.10 | 74460D109 |
| CNH | CNH INDUSTRIAL NV | 324,300 | $3.314M | 0.0% | $10.22 | — | — | COM EUR0.01 | N20944109 |
| — | ATHERSYS INC | 1,800,000 | $3.222M | 0.0% | $1.79 | — | — | COM STK USD0.001 | 04744L106 |
| — | Legacy Reserves LP | 100,000 | $3.124M | 0.0% | $31.24 | — | — | Legacy Reserves LP | 524707304 |
| PAYX | PAYCHEX INC | 73,969 | $3.074M | 0.0% | $41.56 | — | — | PAYCHEX ORD SHS | 704326107 |
| — | Atlas Resource Partn | 150,000 | $3.042M | 0.0% | $20.28 | — | — | Atlas Resource Partners LP | 04941A101 |
| HOLX | Hologic Inc | 120,000 | $3.042M | 0.0% | $25.35 | — | — | Hologic Inc | 436440101 |
| CBT | CABOT CORP | 52,304 | $3.033M | 0.0% | $57.99 | — | — | COM USD1 | 127055101 |
| — | CONSOL COMM HLDGS | 133,173 | $2.962M | 0.0% | $22.24 | — | — | COM STK USD0.01 | 209034107 |
| — | PIMCO Income Strateg | 266,666 | $2.949M | 0.0% | $11.06 | — | — | PIMCO Income Strategy Fund II | 72201J104 |
| BSBR | BANCO SANTANDER(BR | 414,500 | $2.868M | 0.0% | $6.92 | — | — | SPON ADR EA REPR 1 UNIT | 05967A107 |
| — | AMERICAN CAP LTD | 184,586 | $2.822M | 0.0% | $15.29 | — | — | COM USD0.01 | 02503Y103 |
| V | VISA INC | 13,030 | $2.746M | 0.0% | $210.74 | — | — | VISA ORD SHS CLASS A | 92826C839 |
| GORO | GOLD RESOURCE CORP | 500,000 | $2.53M | 0.0% | $5.06 | — | — | COM STK USD0.001 | 38068T105 |
| OKE | ONEOK INC | 36,698 | $2.498M | 0.0% | $68.07 | — | — | COM USD0.01 | 682680103 |
| APOG | Apogee Enterprises I | 70,000 | $2.44M | 0.0% | $34.86 | — | — | Apogee Enterprises Inc | 037598109 |
| — | KOSMOS ENERGY LTD | 215,953 | $2.425M | 0.0% | $11.23 | — | — | COM USD0.01 | G5315B107 |
| — | Nielsen NV | 50,000 | $2.421M | 0.0% | $48.42 | — | — | Nielsen NV | N63218106 |
| TSM | TAIWAN SEMICON MAN | 104,463 | $2.234M | 0.0% | $21.39 | — | — | ADS REP 5 ORD TWD10 | 874039100 |
| — | Eaton Vance Senior F | 150,000 | $2.231M | 0.0% | $14.87 | — | — | Eaton Vance Senior Floating-Ra | 27828Q105 |
| — | Skechers U.S.A. Inc | 48,300 | $2.207M | 0.0% | $45.69 | — | — | Skechers U.S.A. Inc | 830566105 |
| — | QIAGEN NV | 89,280 | $2.183M | 0.0% | $24.45 | — | — | COM EUR0.01 | N72482107 |
| — | JAKKS Pacific Inc | 280,600 | $2.172M | 0.0% | $7.74 | — | — | JAKKS Pacific Inc | 47012E106 |
| KEP | Korea Electric Power | 113,900 | $2.096M | 0.0% | $18.40 | — | — | KOREA ELECTRIC POWER ADR REP 1 | 500631106 |
| TXN | Texas Instruments In | 43,507 | $2.08M | 0.0% | $47.81 | — | — | Texas Instruments Inc | 882508104 |
| — | Invesco Senior Incom | 407,025 | $2.039M | 0.0% | $5.01 | — | — | Invesco Senior Income Trust | 46131H107 |
| PBR | PETROL BRASILEIROS | 138,000 | $2.019M | 0.0% | $14.63 | — | — | ADS EACH 1 REP 2 COM NPV | 71654V408 |
| — | TELEFONICA BRASIL | 92,648 | $1.9M | 0.0% | $20.51 | — | — | SPON ADR EA REPR 1 PFD SH | 87936R106 |
| SBUX | STARBUCKS CORP | 24,136 | $1.868M | 0.0% | $77.39 | — | — | STARBUCKS ORD SHS | 855244109 |
| — | BlackRock Inc | 5,711 | $1.825M | 0.0% | $319.56 | — | — | COM STK USD0.01 | 09247X101 |
| — | Express Scripts Hold | 25,725 | $1.783M | 0.0% | $69.31 | — | — | EXPRESS SCRIPTS HOLDING ORD SH | 30219G108 |
| META | FACEBOOK INC | 26,400 | $1.777M | 0.0% | $67.31 | — | — | FACEBOOK CLASS A ORD SHS | 30303M102 |
| COST | Costco Wholesale Cor | 15,092 | $1.739M | 0.0% | $115.23 | — | — | COSTCO WHOLESALE ORD SHS | 22160K105 |
| — | VALE S.A. | 140,000 | $1.666M | 0.0% | $11.90 | — | — | SPON ADR REP 1 PRF'A'NPV | 91912E204 |
| MCD | MCDONALD'S CORP | 16,321 | $1.644M | 0.0% | $100.73 | — | — | COM USD0.01 | 580135101 |
| CHRW | CH Robinson Worldwid | 24,720 | $1.577M | 0.0% | $63.79 | — | — | COM USD0.1 | 12541W209 |
| — | NOVACOPPER INC | 1,438,844 | $1.568M | 0.0% | $1.09 | — | — | COM NPV | 66988K102 |
| BRK/A | BERKSHIRE HATHAWAY | 8 | $1.519M | 0.0% | $189875.00 | — | — | CLASS'A'COM USD5 | 084670108 |
| BEN | Franklin Resources I | 26,000 | $1.504M | 0.0% | $57.85 | — | — | FRANKLIN RESOURCES ORD SHS | 354613101 |
| SPY | SPDR S&P 500 ETF Tru | 7,600 | $1.487M | 0.0% | $195.66 | — | — | SPDR S&P 500 ETF TRUST | 78462F103 |
| — | Eaton Vance Corp | 38,300 | $1.447M | 0.0% | $37.78 | — | — | EATON VANCE ORD SHS | 278265103 |
| EXPD | Expeditors Internati | 31,500 | $1.391M | 0.0% | $44.16 | — | — | EXPEDITORS INTERNATIONAL OF WA | 302130109 |
| — | FX ENERGY INC | 361,919 | $1.307M | 0.0% | $3.61 | — | — | COM USD0.001 | 302695101 |
| — | Johnson Controls Inc | 20,439 | $1.021M | 0.0% | $49.95 | — | — | JOHNSON CONTROLS ORD SHS | 478366107 |
| — | Kraft Foods Group In | 16,678 | $1M | 0.0% | $59.96 | — | — | Kraft Foods Group Inc | 50076Q106 |
| HDYNQ | HYPERDYNAMICS CORP | 291,991 | $949K | 0.0% | $3.25 | — | — | USD0.001(POST SPLIT) | 448954206 |
| STN | Stantec Inc | 14,667 | $909K | 0.0% | $61.98 | — | — | STANTEC ORD SHS | 85472N109 |
| — | FIBRIA CELULOSE SA | 83,670 | $813K | 0.0% | $9.72 | — | — | SPON ADR REP 1 COM NPV | 31573A109 |
| ELD | WisdomTree Emerging | 16,500 | $784K | 0.0% | $47.52 | — | — | WISDOMTREE EMERGING MARKETS LO | 97717X867 |
| LKQ | LKQ Corp | 28,373 | $757K | 0.0% | $26.68 | — | — | LKQ ORD SHS | 501889208 |
| — | Market Vectors Russi | 28,640 | $754K | 0.0% | $26.33 | — | — | MARKET VECTORS RUSSIA ETF | 57060U506 |
| — | PALL CORP | 8,432 | $720K | 0.0% | $85.39 | — | — | PALL ORD SHS | 696429307 |
| — | Stericycle Inc | 5,914 | $700K | 0.0% | $118.36 | — | — | STERICYCLE ORD SHS | 858912108 |
| — | SALIX PHARM | 35,309,000 | $693K | 0.0% | $0.02 | — | — | 1.5% CNV BDS 15/03/19 USD1 | 795435AE6 |
| MU | Micron Technology In | 20,173 | $664K | 0.0% | $32.92 | — | — | MICRON TECHNOLOGY ORD SHS | 595112103 |
| DHR | Danaher Corp | 8,307 | $654K | 0.0% | $78.73 | — | — | DANAHER ORD SHS | 235851102 |
| UNFI | United Natural Foods | 9,360 | $609K | 0.0% | $65.06 | — | — | UNITED NATURAL FOODS ORD SHS | 911163103 |
| UNP | UNION PACIFIC CORP | 6,022 | $601K | 0.0% | $99.80 | — | — | COM USD2.50 | 907818108 |
| AOS | AO Smith Corp | 12,000 | $595K | 0.0% | $49.58 | — | — | SMITH (A.O.) CORP | 831865209 |
| — | LAM RESEARCH CORP | 42,176,000 | $576K | 0.0% | $0.01 | — | — | 1.25% CNV BDS 15/05/18 USD1 | 512807AL2 |
| — | CIA PARANAENSE DE | 36,506 | $559K | 0.0% | $15.31 | — | — | ADR REPR 1 PRF'B'NPV | 20441B407 |
| — | ALCOA INC | 37,000 | $551K | 0.0% | $14.89 | — | — | COM USD1 | 013817101 |
| RSG | Republic Services In | 14,319 | $544K | 0.0% | $37.99 | — | — | REPUBLIC SERVICES ORD SHS | 760759100 |
| — | STILLWATER MINING | 37,009,000 | $538K | 0.0% | $0.01 | — | — | 1.75% CNV SNR 15/10/32 USD | 86074QAL6 |
| BMY | BRISTOL-MYRS SQUIB | 10,398 | $504K | 0.0% | $48.47 | — | — | COM STK USD0.10 | 110122108 |
| ADBE | ADOBE SYSTEMS INC | 6,605 | $478K | 0.0% | $72.37 | — | — | COM USD0.0001 | 00724F101 |
| BIIB | BIOGEN IDEC INC | 1,489 | $470K | 0.0% | $315.65 | — | — | COM STK USD0.0005 | 09062X103 |
| — | PRICELINE GROUP IN | 380 | $457K | 0.0% | $1202.63 | — | — | COM USD0.008 | 741503403 |
| — | CELGENE CORP | 5,236 | $450K | 0.0% | $85.94 | — | — | COM USD0.01 | 151020104 |
| F | FORD MOTOR CO | 25,712 | $443K | 0.0% | $17.23 | — | — | COM STK USD0.01 | 345370860 |
| — | OMNICARE | 26,378,000 | $436K | 0.0% | $0.02 | — | — | 3.75% CNV BDS 01/04/42 USD1 | 681904AP3 |
| — | GEN CABLE CORP | 43,870,000 | $434K | 0.0% | $0.01 | — | — | 4.5%-VAR CNV 15/11/2029 USD | 369300AL2 |
| — | MONSANTO | 3,417 | $426K | 0.0% | $124.67 | — | — | COM STK USD0.01 | 61166W101 |
| BWA | BorgWarner Inc | 6,497 | $424K | 0.0% | $65.26 | — | — | COM USD0.01 | 099724106 |
| — | Progressive Waste So | 16,250 | $417K | 0.0% | $25.66 | — | — | PROGRESSIVE WASTE SOLUTIONS OR | 74339G101 |
| — | Covanta Holding Corp | 19,925 | $411K | 0.0% | $20.63 | — | — | COVANTA HOLDING ORD SHS | 22282E102 |
| — | HOLOGIC INC | 35,556,000 | $389K | 0.0% | $0.01 | — | — | 2% BDS 01/03/2042 USD | 436440AC5 |
| — | TWENTY-FIRST CENTU | 10,753 | $378K | 0.0% | $35.15 | — | — | COM USD0.01 CL'A' | 90130A101 |
| — | BROOKFIELD PPTY P. | 18,103 | $378K | 0.0% | $20.88 | — | — | UNIT LTD PARTNERSHIP | G16249107 |
| ILMN | ILLUMINA INC | 2,093 | $374K | 0.0% | $178.69 | — | — | ILLUMINA ORD SHS | 452327109 |
| CIG | CIA ENERG MG-CEMIG | 44,524 | $356K | 0.0% | $8.00 | — | — | SPN ADR REP 1 PRF (LVL 2) | 204409601 |
| DUK | DUKE ENERGY CORP | 4,755 | $353K | 0.0% | $74.24 | — | — | COM USD0.001 | 26441C204 |
| OGS | ONE GAS INC | 9,174 | $346K | 0.0% | $37.72 | — | — | COM USD0.01 | 68235P108 |
| — | ALLERGAN INC | 2,009 | $340K | 0.0% | $169.24 | — | — | COM USD0.01 | 018490102 |
| ORA | Ormat Technologies I | 11,702 | $337K | 0.0% | $28.80 | — | — | ORMAT TECH ORD SHS | 686688102 |
| RRX | Regal-Beloit Corp | 4,057 | $319K | 0.0% | $78.63 | — | — | REGAL BELOIT ORD SHS | 758750103 |
| — | SanDisk Corp | 3,000 | $313K | 0.0% | $104.33 | — | — | SANDISK CORP | 80004C101 |
| PBR/A | PETROL BRASILEIROS | 20,000 | $313K | 0.0% | $15.65 | — | — | SPON ADR REP 2 PRF SHS | 71654V101 |
| NKE | NIKE INC | 4,023 | $312K | 0.0% | $77.55 | — | — | CLASS'B'COM NPV | 654106103 |
| — | HOLOGIC INC | 24,621,000 | $309K | 0.0% | $0.01 | — | — | 2% CNV BDS 15/12/37 USD1000 | 436440AB7 |
| — | HELIX ENRGY SOL GR | 22,520,000 | $304K | 0.0% | $0.01 | — | — | 3.25% CNV BDS 15/03/32 USD1 | 42330PAG2 |
| — | DIRECTV | 3,491 | $297K | 0.0% | $85.08 | — | — | COM USD0.01 | 25490A309 |
| TTEK | Tetra Tech Inc | 10,521 | $289K | 0.0% | $27.47 | — | — | TETRA TECH ORD SHS | 88162G103 |
| MCK | MCKESSON CORP | 1,544 | $288K | 0.0% | $186.53 | — | — | COM USD0.01 | 58155Q103 |
| WMB | WILLIAMS COS INC | 4,917 | $286K | 0.0% | $58.17 | — | — | COM USD1 | 969457100 |
| TMO | THERMO FISHER SCIE | 2,405 | $284K | 0.0% | $118.09 | — | — | COM USD1 | 883556102 |
| NEE | NEXTERA ENERGY INC | 2,646 | $271K | 0.0% | $102.42 | — | — | COM USD0.01 | 65339F101 |
| BK | BK OF NY MELLON CP | 7,199 | $270K | 0.0% | $37.51 | — | — | COM STK USD0.01 | 064058100 |
| — | LAM RESEARCH CORP | 21,533,000 | $268K | 0.0% | $0.01 | — | — | 0.5% BDS 15/05/16 USD1000 | 512807AJ7 |
| TJX | TJX COS INC | 4,972 | $264K | 0.0% | $53.10 | — | — | COM USD1 | 872540109 |
| — | ENDO PHARMACEUTICA | 10,778,000 | $258K | 0.0% | $0.02 | — | — | 1.75% CNV SUB 15/04/15 USD | 29264FAB2 |
| TGT | TARGET CORP | 4,354 | $252K | 0.0% | $57.88 | — | — | COM STK USD0.0833 | 87612E106 |
| — | SPECTRA ENERGY COR | 5,923 | $252K | 0.0% | $42.55 | — | — | COM STK USD0.001 | 847560109 |
| ITW | ILLINOIS TOOL WKS | 2,831 | $248K | 0.0% | $87.60 | — | — | COM NPV | 452308109 |
| SO | SOUTHERN CO. | 5,413 | $246K | 0.0% | $45.45 | — | — | COM USD5 | 842587107 |
| — | MYLAN INC | 4,696 | $242K | 0.0% | $51.53 | — | — | COM USD0.50 | 628530107 |
| — | ACTAVIS PLC | 1,087 | $242K | 0.0% | $222.63 | — | — | USD0.0001 | G0083B108 |
| — | JARDEN CORPORATION | 17,551,000 | $242K | 0.0% | $0.01 | — | — | 1.875% CNV BDS 15/09/18 USD | 471109AH1 |
| — | PRAXAIR INC | 1,814 | $241K | 0.0% | $132.86 | — | — | COM USD0.01 | 74005P104 |
| YUM | YUM BRANDS INC | 2,952 | $240K | 0.0% | $81.30 | — | — | COM NPV | 988498101 |
| — | FOREST LABS INC | 2,390 | $237K | 0.0% | $99.16 | — | — | COM USD0.10 | 345838106 |
| — | BRF SA | 9,700 | $236K | 0.0% | $24.33 | — | — | SPON ADR EACH REP 1 COM SHS | 10552T107 |
| PRU | PRUDENTIAL FINL | 2,616 | $232K | 0.0% | $88.69 | — | — | COM USD0.01 | 744320102 |
| VFC | VF CORP | 3,668 | $231K | 0.0% | $62.98 | — | — | COM NPV | 918204108 |
| GD | GEN DYNAMICS CORP | 1,979 | $231K | 0.0% | $116.73 | — | — | COM USD1 | 369550108 |
| — | DISCOVER FINL SVCS | 3,721 | $231K | 0.0% | $62.08 | — | — | COM STK USD0.01 | 254709108 |
| CRM | SALESFORCE.COM INC | 3,968 | $230K | 0.0% | $57.96 | — | — | SALESFORCE.COM ORD SHS | 79466L302 |
| — | PRECISION CASTPART | 906 | $229K | 0.0% | $252.76 | — | — | COM NPV | 740189105 |
| — | YY Inc | 3,000 | $227K | 0.0% | $75.67 | — | — | YY INC-ADR | 98426T106 |
| AMT | AMER TOWER CORP | 2,486 | $224K | 0.0% | $90.10 | — | — | COM NEW USD0.01 | 03027X100 |
| — | Whole Foods Market I | 5,773 | $223K | 0.0% | $38.63 | — | — | WHOLE FOODS MARKET ORD SHS | 966837106 |
| — | ALEXION PHARMACEUT | 1,408 | $220K | 0.0% | $156.25 | — | — | COM USD0.0001 | 015351109 |
| — | GAFISA SA | 71,000 | $217K | 0.0% | $3.06 | — | — | ADR EACH REPR 2 COM NPV | 362607301 |
| GIS | GENERAL MILLS INC | 4,011 | $211K | 0.0% | $52.61 | — | — | COM STK USD0.10 | 370334104 |
| EQT | EQT CORPORATION | 1,964 | $210K | 0.0% | $106.92 | — | — | COM NPV | 26884L109 |
| — | WEATHERFORD INTL. | 9,091 | $209K | 0.0% | $22.99 | — | — | COM USD0.001 | G48833100 |
| — | BAKER HUGHES INC | 2,810 | $209K | 0.0% | $74.38 | — | — | COM USD1 | 057224107 |
| GSG | iShares S&P GSCI Com | 6,100 | $207K | 0.0% | $33.93 | — | — | ISHARES S&P GSCI COMMODITY-IND | 46428R107 |
| UHS | UNIVERSAL HEALTH S | 2,150 | $206K | 0.0% | $95.81 | — | — | CLASS'B'COM USD0.01 | 913903100 |
| DVN | DEVON ENERGY CORP | 2,584 | $205K | 0.0% | $79.33 | — | — | COM USD0.10 | 25179M103 |
| CTSH | Cognizant Technology | 4,170 | $204K | 0.0% | $48.92 | — | — | COM CL'A'USD0.01 | 192446102 |
| MRSH | MARSH & MCLENNAN | 3,867 | $200K | 0.0% | $51.72 | — | — | COM USD1 | 571748102 |
| — | SALESFORCE.COM INC | 16,193,000 | $186K | 0.0% | $0.01 | — | — | 0.25% NTS 01/04/18 USD1000 | 79466LAD6 |
| — | NEWMONT MINING CP | 16,476,000 | $165K | 0.0% | $0.01 | — | — | 1.25% CNV GTD 15/07/14 USD | 651639AH9 |
| — | OI SA | 191,634 | $164K | 0.0% | $0.86 | — | — | SPON ADR EA REPR 1 PFD SHS | 670851203 |
| KEY | KEYCORP | 10,107 | $145K | 0.0% | $14.35 | — | — | COM USD1 | 493267108 |
| — | OMNICARE | 13,676,000 | $145K | 0.0% | $0.01 | — | — | 3.25% SNR DEB 15/12/35 USD | 681904AL2 |
| CWST | Casella Waste System | 27,489 | $138K | 0.0% | $5.02 | — | — | CASELLA WASTE SYSTEMS ORD SHS | 147448104 |
| — | Xerox Corp | 10,634 | $132K | 0.0% | $12.41 | — | — | XEROX ORD SHS | 984121103 |
| RF | REGIONS FINL CORP | 11,998 | $127K | 0.0% | $10.59 | — | — | COM STK USD0.01 | 7591EP100 |
| FLEX | FLEXTRONICS INTL | 11,406 | $126K | 0.0% | $11.05 | — | — | COM USD0.01 | Y2573F102 |
| GGB | GERDAU SA | 21,200 | $125K | 0.0% | $5.90 | — | — | SPON ADR EACH REP 1 PRF NPV | 373737105 |
| — | GILEAD SCIENCES | 3,229,000 | $118K | 0.0% | $0.04 | — | — | 1.625% CNV SNR 01/05/16 USD | 375558AP8 |
| — | SIRIUS XM HLDGS IN | 30,331 | $105K | 0.0% | $3.46 | — | — | COM USD0.001 | 82968B103 |
| — | SPRINT CORPORATION | 10,228 | $87,000 | 0.0% | $8.51 | — | — | COM USD0.01 | 85207U105 |
| — | FRONTIER COMMUNICA | 11,740 | $69,000 | 0.0% | $5.88 | — | — | 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 |
| — | TRW AUTOMOTIVE INC | 2,010,000 | $61,000 | 0.0% | $0.03 | — | — | 3.5% NTS 01/12/15 USD | 87264MAH2 |
| — | ASCENT CAPITAL GROUP | 2,000,000 | $19,000 | 0.0% | $0.01 | — | — | Ascent Capital Group Inc | 043632AA6 |