Location: London, United Kingdom
CIK: 0001215838 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 7, 2014
Total Value: $2.992B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HEWLETT-PACKARD CO | 5,580,000 | $198M | 6.6% | $24879.75 | — | COM | 428236103 |
| CSCO | CISCO SYSTEMS INC | 5,856,523 | $147M | 4.9% | $16.06 | +10.2% | COM | 17275R102 |
| VZ | VERIZON COMMUNICATIONS INC | 2,134,069 | $107M | 3.6% | $25.87 | +7.4% | COM | 92343V104 |
| — | POWERSHARES BUYBACK ACHVERS | 2,326,000 | $104M | 3.5% | $40512.79 | — | ETFNP | 73935X286 |
| JNJ | JOHNSON & JOHNSON | 932,637 | $99.41M | 3.3% | $59.66 | +26.7% | COM | 478160104 |
| — | NEWMONT MINING CORP 1.625000% 07/15/2017 | 87,500,000 | $89.56M | 3.0% | $322.22 | — | CONB | 651639AJ5 |
| AAPL | APPLE INC | 697,452 | $70.27M | 2.3% | $18.37 | +17.7% | COM | 037833100 |
| — | MARKET VECTORS GOLD MINERS | 3,055,124 | $65.25M | 2.2% | $129.25 | — | ETFNP | 57060U100 |
| BAC | BANK OF AMERICA CORP | 3,181,238 | $54.24M | 1.8% | $13.14 | -4.3% | COM | 060505104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 926,281 | $50.04M | 1.7% | $40.41 | +3.4% | COM | 026874784 |
| C | CITIGROUP INC | 936,917 | $48.55M | 1.6% | $36.71 | +1.9% | COM | 172967424 |
| JPM | JPMORGAN CHASE & CO | 762,065 | $45.91M | 1.5% | $37.64 | +14.6% | COM | 46625H100 |
| MSFT | MICROSOFT CORP | 978,546 | $45.37M | 1.5% | $27.03 | +39.3% | COM | 594918104 |
| WFC | WELLS FARGO & CO | 762,625 | $39.56M | 1.3% | $31.04 | +20.5% | COM | 949746101 |
| CVX | CHEVRON CORP | 308,738 | $36.84M | 1.2% | $71.20 | +10.3% | COM | 166764100 |
| CVS | CVS HEALTH CORP | 446,934 | $35.57M | 1.2% | $41.61 | +38.1% | COM | 126650100 |
| AXP | AMERICAN EXPRESS CO | 391,733 | $34.29M | 1.1% | $76.40 | +0.1% | COM | 025816109 |
| RSG | REPUBLIC SERVICES INC | 845,405 | $32.99M | 1.1% | $26.37 | +18.2% | COM | 760759100 |
| — | ACE LTD | 307,192 | $32.22M | 1.1% | $89616.96 | — | COM | H0023R105 |
| UNFI | UNITED NATURAL FOODS INC | 517,108 | $31.78M | 1.1% | $53.64 | +17.1% | COM | 911163103 |
| PFE | PFIZER INC | 994,069 | $29.39M | 1.0% | $16.46 | +6.0% | COM | 717081103 |
| LNC | LINCOLN NATIONAL CORP | 544,430 | $29.17M | 1.0% | $22.68 | +57.1% | COM | 534187109 |
| LKQ | LKQ CORP | 1,061,600 | $28.23M | 0.9% | $22.59 | +6.9% | COM | 501889208 |
| CMCSA | COMCAST CORP-CLASS A | 500,273 | $26.91M | 0.9% | $15.64 | +35.3% | COM | 20030N101 |
| HON | HONEYWELL INTERNATIONAL INC | 285,169 | $26.55M | 0.9% | $53.19 | +26.2% | COM | 438516106 |
| — | MEDTRONIC INC | 407,549 | $25.25M | 0.8% | $51492.10 | — | COM | 585055106 |
| WMT | WAL-MART STORES INC | 305,849 | $23.39M | 0.8% | $19.98 | +1.6% | COM | 931142103 |
| — | PALL CORP | 270,183 | $22.61M | 0.8% | $66430.00 | — | COM | 696429307 |
| EMR | EMERSON ELECTRIC CO | 341,774 | $21.39M | 0.7% | $40.08 | +19.2% | COM | 291011104 |
| — | MARKET VECTORS JR GOLD MINER | 630,602 | $21.2M | 0.7% | $36.22 | — | ETFNP | 57061R544 |
| ORCL | ORACLE CORP | 546,943 | $20.94M | 0.7% | $27.58 | +24.0% | COM | 68389X105 |
| TRV | TRAVELERS COS INC/THE | 218,295 | $20.51M | 0.7% | $64.07 | +13.2% | COM | 89417E109 |
| HAL | HALLIBURTON CO | 313,860 | $20.25M | 0.7% | $33.21 | +66.2% | COM | 406216101 |
| — | COVANTA HOLDING CORP | 936,273 | $19.87M | 0.7% | $12337.33 | — | COM | 22282E102 |
| — | STERICYCLE INC | 164,380 | $19.16M | 0.6% | $110430.00 | — | COM | 858912108 |
| — | COACH INC | 525,000 | $18.7M | 0.6% | $2752.49 | — | COM | 189754104 |
| COP | CONOCOPHILLIPS | 236,141 | $18.07M | 0.6% | $41.13 | +37.8% | COM | 20825C104 |
| MA | MASTERCARD INC-CLASS A | 244,241 | $18.05M | 0.6% | $70.55 | +0.8% | COM | 57636Q104 |
| — | EMC CORP/MA | 606,923 | $17.76M | 0.6% | $23642.22 | — | COM | 268648102 |
| AMGN | AMGEN INC | 125,177 | $17.58M | 0.6% | $83.37 | +13.4% | COM | 031162100 |
| INTC | INTEL CORP | 501,365 | $17.46M | 0.6% | $17.19 | +49.8% | COM | 458140100 |
| MRK | MERCK & CO. INC. | 282,156 | $16.73M | 0.6% | $30.03 | +31.1% | COM | 58933Y105 |
| CL | COLGATE-PALMOLIVE CO | 249,814 | $16.29M | 0.5% | $44.38 | +14.2% | COM | 194162103 |
| PNR | PENTAIR PLC | 247,938 | $16.24M | 0.5% | $41.76 | -8.8% | COM | G7S00T104 |
| PG | PROCTER & GAMBLE CO/THE | 191,037 | $16M | 0.5% | $55.07 | +8.5% | COM | 742718109 |
| PEP | PEPSICO INC | 161,899 | $15.07M | 0.5% | $56.00 | +15.9% | COM | 713448108 |
| OXY | OCCIDENTAL PETROLEUM CORP | 154,518 | $14.86M | 0.5% | $57.85 | +17.6% | COM | 674599105 |
| RRX | REGAL-BELOIT CORP | 231,004 | $14.84M | 0.5% | $69.98 | +2.8% | COM | 758750103 |
| EBAY | EBAY INC | 251,941 | $14.27M | 0.5% | $20.18 | -1.9% | COM | 278642103 |
| — | RYANAIR HOLDINGS PLC-SP ADR | 251,967 | $14.22M | 0.5% | $35688.52 | — | ADR | 783513104 |
| — | GANNETT CO | 470,916 | $13.97M | 0.5% | $24490.68 | — | COM | 364730101 |
| WAT | WATERS CORP | 138,591 | $13.74M | 0.5% | $95.98 | +7.4% | COM | 941848103 |
| BWA | BORGWARNER INC | 260,466 | $13.7M | 0.5% | $42.99 | +7.8% | COM | 099724106 |
| — | DIRECTV | 153,487 | $13.28M | 0.4% | $76.42 | — | COM | 25490A309 |
| — | COMCAST CORP-SPECIAL CL A | 246,515 | $13.19M | 0.4% | $39670.00 | — | COM | 20030N200 |
| — | LAZARD LTD-CL A | 260,000 | $13.18M | 0.4% | $13456.36 | — | COM | G54050102 |
| — | COVIDIEN PLC | 151,564 | $13.11M | 0.4% | $30488.13 | — | COM | G2554F113 |
| ABBV | ABBVIE INC | 226,716 | $13.1M | 0.4% | $26.56 | +32.4% | COM | 00287Y109 |
| ITRI | ITRON INC | 329,897 | $12.97M | 0.4% | $42.64 | -6.1% | COM | 465741106 |
| — | TYCO INTERNATIONAL LTD | 270,486 | $12.06M | 0.4% | $28596.62 | — | COM | H89128104 |
| — | INTEL CORP 2.950000% 12/15/2035 | 9,335,000 | $11.94M | 0.4% | $858.60 | — | CONB | 458140AD2 |
| URI | UNITED RENTALS INC | 107,353 | $11.93M | 0.4% | $53.73 | +102.7% | COM | 911363109 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 320,000 | $11.92M | 0.4% | $24.43 | +16.5% | COM | 416515104 |
| — | HESS CORP | 125,213 | $11.81M | 0.4% | $66625.29 | — | COM | 42809H107 |
| KR | KROGER CO | 226,006 | $11.75M | 0.4% | $13.46 | +51.1% | COM | 501044101 |
| — | PROGRESSIVE WASTE SOLUTIONS | 451,824 | $11.64M | 0.4% | $19791.07 | — | COM | 74339G101 |
| — | WHOLE FOODS MARKET INC | 302,024 | $11.51M | 0.4% | $51480.00 | — | COM | 966837106 |
| A | AGILENT TECHNOLOGIES INC | 199,208 | $11.35M | 0.4% | $36.49 | +2.0% | COM | 00846U101 |
| — | DISCOVER FINANCIAL SERVICES | 176,225 | $11.35M | 0.4% | $44241.88 | — | COM | 254709108 |
| XYL | XYLEM INC | 317,024 | $11.25M | 0.4% | $24.80 | +29.6% | COM | 98419M100 |
| AVY | AVERY DENNISON CORP | 250,490 | $11.18M | 0.4% | $39.54 | -1.2% | COM | 053611109 |
| — | JOHNSON CONTROLS INC | 253,354 | $11.15M | 0.4% | $35790.00 | — | COM | 478366107 |
| AMAT | APPLIED MATERIALS INC | 499,259 | $10.79M | 0.4% | $15.75 | +21.7% | COM | 038222105 |
| IVZ | INVESCO LTD | 268,848 | $10.61M | 0.4% | $19.87 | +20.8% | COM | G491BT108 |
| BMY | BRISTOL-MYERS SQUIBB CO | 206,662 | $10.58M | 0.4% | $28.68 | +19.3% | COM | 110122108 |
| — | SUNTRUST BANKS INC | 274,778 | $10.45M | 0.3% | $25397.81 | — | COM | 867914103 |
| BIDU | BAIDU INC - SPON ADR | 47,500 | $10.37M | 0.3% | $159.22 | — | ADR | 056752108 |
| CLH | CLEAN HARBORS INC | 189,938 | $10.24M | 0.3% | $55.46 | +6.0% | COM | 184496107 |
| — | SVB FINANCIAL GROUP | 90,000 | $10.09M | 0.3% | $81670.77 | — | COM | 78486Q101 |
| MS | MORGAN STANLEY | 291,121 | $10.06M | 0.3% | $18.47 | +33.3% | COM | 617446448 |
| — | EROS INTERNATIONAL PLC | 671,900 | $9.816M | 0.3% | $10710.91 | — | COM | G3788M114 |
| PRU | PRUDENTIAL FINANCIAL INC | 111,100 | $9.77M | 0.3% | $45.29 | +21.3% | COM | 744320102 |
| MSCI | MSCI INC | 203,901 | $9.587M | 0.3% | $38.54 | +5.8% | COM | 55354G100 |
| ABT | ABBOTT LABORATORIES | 226,716 | $9.429M | 0.3% | $30.73 | +11.0% | COM | 002824100 |
| — | OMNICARE INC 3.250000% 12/15/2035 | 9,000,000 | $9.404M | 0.3% | $978.28 | — | CONB | 681904AL2 |
| SLB | SCHLUMBERGER LTD | 91,730 | $9.328M | 0.3% | $52.90 | +50.3% | COM | 806857108 |
| FIS | FIDELITY NATIONAL INFORMATIO | 164,075 | $9.237M | 0.3% | $34.39 | +35.2% | COM | 31620M106 |
| — | HORSEHEAD HOLDING CORP | 557,144 | $9.21M | 0.3% | $12810.00 | — | COM | 440694305 |
| — | RAYTHEON COMPANY | 87,705 | $8.913M | 0.3% | $66242.00 | — | COM | 755111507 |
| OC | OWENS CORNING | 276,622 | $8.783M | 0.3% | $41.69 | -15.3% | COM | 690742101 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 376,500 | $8.467M | 0.3% | $12408.20 | — | COM | G45667105 |
| — | WUXI PHARMATECH CAYMAN-ADR | 230,600 | $8.076M | 0.3% | $18590.75 | — | ADR | 929352102 |
| COF | CAPITAL ONE FINANCIAL CORP | 97,400 | $7.95M | 0.3% | $64.06 | +4.0% | COM | 14040H105 |
| IBN | ICICI BANK LTD-SPON ADR | 152,234 | $7.475M | 0.2% | $11970.87 | — | ADR | 45104G104 |
| BAX | BAXTER INTERNATIONAL INC | 95,937 | $6.885M | 0.2% | $30.34 | +10.2% | COM | 071813109 |
| PM | PHILIP MORRIS INTERNATIONAL | 80,445 | $6.709M | 0.2% | $49.81 | -3.9% | COM | 718172109 |
| BK | BANK OF NEW YORK MELLON CORP | 170,700 | $6.611M | 0.2% | $29.42 | 0.0% | COM | 064058100 |
| — | ABENGOA SA | 247,065 | $6.567M | 0.2% | $15418.23 | — | COM | 00289R201 |
| CRMT | AMERICA'S CAR-MART INC | 164,982 | $6.532M | 0.2% | $36.93 | +8.0% | COM | 03062T105 |
| — | NEW ORIENTAL EDUCATIO-SP ADR | 280,400 | $6.505M | 0.2% | $18702.57 | — | ADR | 647581107 |
| — | ALERE INC | 167,400 | $6.492M | 0.2% | $37420.00 | — | COM | 01449J105 |
| — | AIRGAS INC | 58,449 | $6.467M | 0.2% | $107607.00 | — | COM | 009363102 |
| GS | GOLDMAN SACHS GROUP INC | 35,000 | $6.425M | 0.2% | $140.58 | 0.0% | COM | 38141G104 |
| CALX | CALIX INC | 665,800 | $6.372M | 0.2% | $8.35 | +11.3% | COM | 13100M509 |
| — | DEVRY EDUCATION GROUP INC | 148,324 | $6.35M | 0.2% | $10080.39 | — | COM | 251893103 |
| AMP | AMERIPRISE FINANCIAL INC | 50,000 | $6.169M | 0.2% | $87.59 | +10.2% | COM | 03076C106 |
| XOM | EXXON MOBIL CORP | 65,565 | $6.166M | 0.2% | $61.06 | +0.7% | COM | 30231G102 |
| — | PREMIERE GLOBAL SERVICES INC | 513,656 | $6.148M | 0.2% | $12.06 | — | COM | 740585104 |
| — | CATCHMARK TIMBER TRUST INC-A | 560,500 | $6.143M | 0.2% | $2741.68 | — | COM | 14912Y202 |
| ROP | ROPER INDUSTRIES INC | 40,488 | $5.923M | 0.2% | $127.08 | +8.0% | COM | 776696106 |
| — | ELECTRONIC ARTS INC .750000% 07/15/2016 | 4,800,000 | $5.919M | 0.2% | $1054.98 | — | CONB | 285512AA7 |
| ULH | UNIVERSAL TRUCKLOAD SERVICES | 243,959 | $5.916M | 0.2% | $28.08 | -12.6% | COM | 91388P105 |
| MTN | VAIL RESORTS INC | 67,796 | $5.882M | 0.2% | $70.81 | +12.1% | COM | 91879Q109 |
| — | EXELON CORP 6.500000% 06/01/2017 | 115,000 | $5.837M | 0.2% | $50.76 | — | CONBNP | 30161N127 |
| — | CONN'S INC | 192,230 | $5.819M | 0.2% | $2527.98 | — | COM | 208242107 |
| — | BLACKROCK INC | 17,700 | $5.811M | 0.2% | $328.31 | — | COM | 09247X101 |
| KEX | KIRBY CORP | 49,080 | $5.784M | 0.2% | $100.94 | +18.0% | COM | 497266106 |
| — | CORELOGIC INC | 212,400 | $5.75M | 0.2% | $27518.07 | — | COM | 21871D103 |
| TRC | TEJON RANCH CO | 204,191 | $5.726M | 0.2% | $32.39 | -13.2% | COM | 879080109 |
| PRA | PROASSURANCE CORP | 129,200 | $5.694M | 0.2% | $45.17 | -0.3% | COM | 74267C106 |
| — | CARDINAL FINANCIAL CORP | 333,378 | $5.691M | 0.2% | $1959.52 | — | COM | 14149F109 |
| — | GENESEE & WYOMING INC-CL A | 59,636 | $5.684M | 0.2% | $5726.24 | — | COM | 371559105 |
| — | STANLEY BLACK & DECKER I 6.250000% 11/17/2016 | 50,000 | $5.684M | 0.2% | $114000.00 | — | CONBNP | 854502804 |
| — | MCGRAW HILL FINANCIAL INC | 67,214 | $5.676M | 0.2% | $10234.16 | — | COM | 580645109 |
| — | ATLANTIC TELE-NETWORK INC | 105,156 | $5.668M | 0.2% | $3316.28 | — | COM | 049079205 |
| — | BOTTOMLINE TECHNOLOGIES (DE) | 204,914 | $5.654M | 0.2% | $5912.44 | — | COM | 101388106 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 279,629 | $5.643M | 0.2% | $13967.60 | — | ADR | 874039100 |
| ACIW | ACI WORLDWIDE INC | 299,250 | $5.614M | 0.2% | $18.71 | +0.2% | COM | 004498101 |
| BB | BLACKBERRY LTD | 561,607 | $5.582M | 0.2% | $9.71 | +5.3% | COM | 09228F103 |
| — | TIME WARNER INC | 73,203 | $5.506M | 0.2% | $57820.00 | — | COM | 887317303 |
| SKT | TANGER FACTORY OUTLET CENTER | 166,100 | $5.435M | 0.2% | $14358.11 | — | COM | 875465106 |
| ORA | ORMAT TECHNOLOGIES INC | 206,504 | $5.425M | 0.2% | $20.26 | +23.6% | COM | 686688102 |
| TDS | TELEPHONE AND DATA SYSTEMS | 226,300 | $5.422M | 0.2% | $25.38 | 0.0% | COM | 879433829 |
| — | MRC GLOBAL INC | 230,300 | $5.371M | 0.2% | $23.32 | — | COM | 55345K103 |
| NDAQ | NASDAQ OMX GROUP/THE | 126,495 | $5.366M | 0.2% | $11.19 | +4.4% | COM | 631103108 |
| — | ACXIOM CORP | 322,300 | $5.334M | 0.2% | $17836.79 | — | COM | 005125109 |
| — | INTL FCSTONE INC | 307,142 | $5.32M | 0.2% | $1884.73 | — | COM | 46116V105 |
| FSLR | FIRST SOLAR INC | 80,800 | $5.317M | 0.2% | $55.76 | +21.4% | COM | 336433107 |
| CHEF | CHEFS' WAREHOUSE INC/THE | 326,221 | $5.304M | 0.2% | $22.78 | -22.0% | COM | 163086101 |
| — | SOTHEBY'S | 148,000 | $5.287M | 0.2% | $41451.40 | — | COM | 835898107 |
| — | REX ENERGY CORP | 414,313 | $5.249M | 0.2% | $876.04 | — | COM | 761565100 |
| MRSH | MARSH & MCLENNAN COS | 100,000 | $5.234M | 0.2% | $39.05 | +9.4% | COM | 571748102 |
| WTS | WATTS WATER TECHNOLOGIES-A | 89,730 | $5.227M | 0.2% | $46.26 | +32.2% | COM | 942749102 |
| — | GOODRICH PETROLEUM CORP | 352,400 | $5.223M | 0.2% | $15.61 | — | COM | 382410405 |
| ASTE | ASTEC INDUSTRIES INC | 143,167 | $5.221M | 0.2% | $34.90 | +3.0% | COM | 046224101 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 389,191 | $5.221M | 0.2% | $15.59 | -2.8% | COM | 01988P108 |
| — | ICONIX BRAND GROUP INC 1.500000% 03/15/2018 | 4,000,000 | $5.185M | 0.2% | $1.30 | — | CONB | 451055AF4 |
| GVA | GRANITE CONSTRUCTION INC | 162,926 | $5.183M | 0.2% | $35.90 | -3.9% | COM | 387328107 |
| — | WEYERHAEUSER CO 6.375000% 07/01/2016 | 95,000 | $5.178M | 0.2% | $52990.00 | — | CONBNP | 962166872 |
| NEM | NEWMONT MINING CORP | 224,222 | $5.168M | 0.2% | $25.12 | -20.9% | COM | 651639106 |
| PBF | PBF ENERGY INC-CLASS A | 215,200 | $5.165M | 0.2% | $26.36 | 0.0% | COM | 69318G106 |
| FITB | FIFTH THIRD BANCORP | 257,400 | $5.153M | 0.2% | $13.32 | +4.6% | COM | 316773100 |
| MET | METLIFE INC | 95,300 | $5.12M | 0.2% | $33.28 | 0.0% | COM | 59156R108 |
| — | SAFEGUARD SCIENTIFICS INC | 273,783 | $5.038M | 0.2% | $1175.13 | — | COM | 786449207 |
| — | HCC INSURANCE HOLDINGS INC | 104,230 | $5.033M | 0.2% | $2843.58 | — | COM | 404132102 |
| — | SENSATA TECHNOLOGIES HOLDING | 112,980 | $5.031M | 0.2% | $11069.40 | — | COM | N7902X106 |
| — | ALLEGHANY CORP | 11,946 | $4.995M | 0.2% | $438120.03 | — | COM | 017175100 |
| — | RESOLUTE ENERGY CORP | 788,700 | $4.945M | 0.2% | $501.93 | — | COM | 76116A108 |
| — | ADT CORP/THE | 135,088 | $4.79M | 0.2% | $34940.00 | — | COM | 00101J106 |
| STKL | SUNOPTA INC | 396,225 | $4.782M | 0.2% | $7.49 | +75.9% | COM | 8676EP108 |
| — | MOLINA HEALTHCARE INC 1.125000% 01/15/2020 | 4,000,000 | $4.717M | 0.2% | $1.18 | — | CONB | 60855RAC4 |
| — | STATE BANK FINANCIAL CORP | 286,600 | $4.654M | 0.2% | $16.24 | — | COM | 856190103 |
| — | ALAMOS GOLD INC | 570,100 | $4.538M | 0.2% | $7.96 | — | COM | 011527108 |
| MRCY | MERCURY SYSTEMS INC | 402,699 | $4.434M | 0.1% | $11.36 | -1.0% | COM | 589378108 |
| HUBG | HUB GROUP INC-CL A | 106,402 | $4.312M | 0.1% | $19.47 | +16.9% | COM | 443320106 |
| PNC | PNC FINANCIAL SERVICES GROUP | 50,000 | $4.279M | 0.1% | $57.23 | +4.6% | COM | 693475105 |
| GLW | CORNING INC | 221,156 | $4.277M | 0.1% | $10.49 | +47.5% | COM | 219350105 |
| — | PERNIX THERAPEUTICS HOLDINGS | 553,921 | $4.254M | 0.1% | $5.38 | — | COM | 71426V108 |
| — | IKANG HEALTHCARE GROUP-ADR | 212,000 | $4.126M | 0.1% | $16114.33 | — | COM | 45174L108 |
| JD | JD.COM INC-ADR | 159,721 | $4.124M | 0.1% | $28510.00 | — | ADR | 47215P106 |
| HBIO | HARVARD BIOSCIENCE INC | 1,003,819 | $4.106M | 0.1% | $4.34 | +6.0% | COM | 416906105 |
| — | UNITED TECHNOLOGIES CORP 7.500000% 08/01/2015 | 69,000 | $4.065M | 0.1% | $59924.64 | — | CONBNP | 913017117 |
| — | CHINA DISTANCE EDUCATION-ADR | 290,000 | $4.063M | 0.1% | $8585.75 | — | ADR | 16944W104 |
| SSD | SIMPSON MANUFACTURING CO INC | 135,408 | $3.947M | 0.1% | $29.56 | -4.7% | COM | 829073105 |
| — | DOMINION RESOURCES INC 6.125000% 04/01/2016 | 70,000 | $3.924M | 0.1% | $35728.57 | — | CONBNP | 25746U703 |
| — | HALLMARK FINL SERVICES INC | 368,131 | $3.795M | 0.1% | $1730.92 | — | COM | 40624Q203 |
| CWST | CASELLA WASTE SYSTEMS INC-A | 970,133 | $3.735M | 0.1% | $4.11 | +13.0% | COM | 147448104 |
| MO | ALTRIA GROUP INC | 80,545 | $3.7M | 0.1% | $19.20 | +7.7% | COM | 02209S103 |
| AMRC | AMERESCO INC-CL A | 534,766 | $3.663M | 0.1% | $6.77 | +11.5% | COM | 02361E108 |
| IBP | INSTALLED BUILDING PRODUCTS | 259,800 | $3.65M | 0.1% | $11.81 | 0.0% | COM | 45780R101 |
| — | CUBIST PHARMACEUTICALS 1.125000% 09/01/2018 | 3,000,000 | $3.244M | 0.1% | $1.08 | — | CONB | 229678AF4 |
| KEY | KEYCORP | 236,100 | $3.147M | 0.1% | $6.99 | +26.3% | COM | 493267108 |
| — | SCHNITZER STEEL INDS INC-A | 130,293 | $3.134M | 0.1% | $23380.00 | — | COM | 806882106 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 54,000 | $3.115M | 0.1% | $61.82 | -12.8% | COM | 88224Q107 |
| — | YAMANA GOLD INC | 512,826 | $3.077M | 0.1% | $9521.48 | — | COM | 98462Y100 |
| — | CONCORD MEDICAL - SPON ADR | 422,200 | $3.04M | 0.1% | $4020.00 | — | ADR | 206277105 |
| POOL | POOL CORP | 56,147 | $3.027M | 0.1% | $49.90 | -2.5% | COM | 73278L105 |
| — | CREE INC | 70,950 | $2.905M | 0.1% | $49950.01 | — | COM | 225447101 |
| INFY | INFOSYS LTD-SP ADR | 45,600 | $2.758M | 0.1% | $27770.09 | — | ADR | 456788108 |
| BAP | CREDICORP LTD | 17,000 | $2.608M | 0.1% | $97.36 | +19.7% | COM | G2519Y108 |
| — | ANADARKO PETROLEUM CORP | 25,000 | $2.536M | 0.1% | $84.77 | — | COM | 032511107 |
| WAB | WABTEC CORP | 31,271 | $2.534M | 0.1% | $49.35 | +57.1% | COM | 929740108 |
| CRAI | CRA INTERNATIONAL INC | 98,140 | $2.496M | 0.1% | $18.54 | +20.0% | COM | 12618T105 |
| NBIS | YANDEX NV-A | 82,000 | $2.279M | 0.1% | $29330.69 | — | COM | N97284108 |
| — | DOMINION RESOURCES INC 6.000000% 07/01/2016 | 40,000 | $2.25M | 0.1% | $49954.00 | — | CONBNP | 25746U885 |
| USB | US BANCORP CFD | 53,200 | $2.225M | 0.1% | $27.92 | +1.8% | CFDNP | 902973304 |
| — | STAPLES INC | 183,200 | $2.217M | 0.1% | $12.10 | — | COM | 855030102 |
| AOS | SMITH (A.O.) CORP | 45,074 | $2.131M | 0.1% | $16.56 | +22.4% | COM | 831865209 |
| — | MONARCH FINANCIAL HOLDINGS | 165,700 | $2.081M | 0.1% | $2612.64 | — | COM | 60907Q100 |
| — | TATA MOTORS LTD-SPON ADR | 44,900 | $1.963M | 0.1% | $28111.11 | — | ADR | 876568502 |
| — | EVERBANK FINANCIAL CORP | 110,000 | $1.943M | 0.1% | $6034.51 | — | COM | 29977G102 |
| ABEV | AMBEV SA-ADR | 296,100 | $1.939M | 0.1% | $5686.04 | — | ADR | 02319V103 |
| CPA | COPA HOLDINGS SA-CLASS A | 17,320 | $1.858M | 0.1% | $95.97 | -2.0% | COM | P31076105 |
| EGBN | EAGLE BANCORP INC | 58,300 | $1.855M | 0.1% | $26.17 | -0.3% | COM | 268948106 |
| GPN | GLOBAL PAYMENTS INC | 25,000 | $1.747M | 0.1% | $32.62 | +4.1% | COM | 37940X102 |
| EEM | ISHARES MSCI EMERGING MARKET | 40,100 | $1.667M | 0.1% | $41.01 | — | ETFNP | 464287234 |
| VALE | VALE SA-SP ADR | 149,500 | $1.646M | 0.1% | $6996.30 | — | ADR | 91912E105 |
| — | OCH-ZIFF CAPITAL MANAGEMEN-A | 150,000 | $1.606M | 0.1% | $10439.10 | — | COM | 67551U105 |
| FANG | DIAMONDBACK ENERGY INC | 20,000 | $1.496M | 0.0% | $26.49 | +136.6% | COM | 25278X109 |
| PFG | PRINCIPAL FINANCIAL GROUP | 28,000 | $1.469M | 0.0% | $34.61 | 0.0% | COM | 74251V102 |
| — | KKR & CO LP | 60,000 | $1.338M | 0.0% | $20291.11 | — | COM | 48248M102 |
| CTRA | CABOT OIL & GAS CORP | 40,000 | $1.308M | 0.0% | $25.97 | -6.8% | COM | 127097103 |
| HDB | HDFC BANK LTD-ADR | 26,200 | $1.22M | 0.0% | $39811.60 | — | ADR | 40415F101 |
| EME | EMCOR GROUP INC | 30,390 | $1.214M | 0.0% | $36.90 | +10.6% | COM | 29084Q100 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 13,089 | $1.163M | 0.0% | $88.85 | — | ADR | 01609W102 |
| PKX | POSCO-ADR | 15,300 | $1.161M | 0.0% | $75.88 | — | ADR | 693483109 |
| EOG | EOG RESOURCES INC | 11,000 | $1.089M | 0.0% | $76.67 | +3.5% | COM | 26875P101 |
| MCO | MOODY'S CORP | 10,300 | $973K | 0.0% | $81.56 | 0.0% | COM | 615369105 |
| — | MARKIT LTD | 40,000 | $934K | 0.0% | $23.35 | — | COM | G58249106 |
| — | AMTRUST FINANCIAL SERVICES | 22,700 | $904K | 0.0% | $39.82 | — | COM | 032359309 |
| — | INVESTORS BANCORP INC | 77,690 | $787K | 0.0% | $11049.99 | — | COM | 46146L101 |
| — | MARATHON OIL CORP | 19,000 | $714K | 0.0% | $34580.00 | — | COM | 565849106 |
| — | BANCOLOMBIA S.A.-SPONS ADR | 12,117 | $687K | 0.0% | $57800.00 | — | ADR | 05968L102 |
| ASRV | AMERISERV FINANCIAL INC | 203,262 | $671K | 0.0% | $2.59 | -6.3% | COM | 03074A102 |
| — | REALOGY HOLDINGS CORP | 17,300 | $644K | 0.0% | $37.23 | — | COM | 75605Y106 |
| — | PDC ENERGY INC | 10,950 | $551K | 0.0% | $51976.49 | — | COM | 69327R101 |
| — | SUNEDISON INC | 27,000 | $510K | 0.0% | $18.83 | — | COM | 86732Y109 |
| VECO | VEECO INSTRUMENTS INC | 13,952 | $488K | 0.0% | $37.63 | -6.5% | COM | 922417100 |
| ARCC | ARES CAPITAL CORP | 28,521 | $461K | 0.0% | $5.28 | +7.7% | COM | 04010L103 |
| PWR | QUANTA SERVICES INC | 10,795 | $392K | 0.0% | $27.23 | +28.2% | COM | 74762E102 |
| TTEK | TETRA TECH INC | 14,702 | $367K | 0.0% | $5.44 | -4.3% | COM | 88162G103 |
| — | MACQUARIE INFRASTRUCTURE 2.875000% 07/15/2019 | 250,000 | $278K | 0.0% | $1.11 | — | CONB | 55608BAA3 |
| — | GRAN TIERRA ENERGY INC | 40,000 | $248K | 0.0% | $6420.00 | — | COM | 38500T101 |
| UEC | URANIUM ENERGY CORP | 175,668 | $220K | 0.0% | $1.83 | -17.7% | COM | 916896103 |