Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 7, 2013
Total Value: $5.357B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,974,422 | $524M | 9.8% | $52.50 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EFA | ISHARES MSCI EAFE ETF | 4,288,050 | $246M | 4.6% | $57.38 | $60.47 | -5.2% | ISHARES MSCI EAFE ETF | 464287465 |
| TX | TERNIUM SA SPONSORED ADR | 7,606,503 | $172M | 3.2% | $22.63 | $22.14 | +2.2% | ADR USD1. | 880890108 |
| EEM | ISHARES MSCI EMERGING MARKETS | 3,749,067 | $145M | 2.7% | $38.57 | $41.50 | -7.2% | ISHARES MSCI EMERGING MARKET | 464287234 |
| INFY | INFOSYS LTD SP ADR | 3,468,098 | $143M | 2.7% | $41.19 | $43.59 | -5.5% | ADR | 456788108 |
| PKX | POSCO ADR | 1,908,804 | $124M | 2.3% | $65.08 | $70.51 | -7.7% | ADR | 693483109 |
| XOM | EXXON MOBIL CORP | 1,151,969 | $104M | 1.9% | $90.35 * | $53.69 | +0.7% | COMMON STOCK NPV | 30231G102 |
| CPA | COPA HOLDINGS SA CLASS A | 584,133 | $76.59M | 1.4% | $131.12 * | $87.82 | +2.6% | COMMON STOCK NPV | P31076105 |
| PFE | PFIZER INC W/D | 2,678,175 | $75.02M | 1.4% | $28.01 * | $16.46 | -3.5% | COMMON STOCK USD.05 | 717081103 |
| — | BANCOLOMBIA S.A. SPONS ADR | 1,307,952 | $73.9M | 1.4% | $56.50 | $56.50 | — | ADR | 05968L102 |
| MSFT | MICROSOFT CORP | 2,098,360 | $72.46M | 1.4% | $34.53 * | $26.70 | +5.8% | COMMON STOCK USD.006.25 | 594918104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 4,757,551 | $68.03M | 1.3% | $14.30 | $14.30 | — | ADR NPV | 035128206 |
| MRK | MERCK + CO. INC. | 1,403,625 | $65.2M | 1.2% | $46.45 * | $30.02 | -0.0% | COMMON STOCK USD.5 | 58933Y105 |
| ORCL | ORACLE CORP | 2,075,930 | $63.77M | 1.2% | $30.72 * | $27.58 | -7.4% | COMMON STOCK USD.01 | 68389X105 |
| WFC | WELLS FARGO + CO | 1,391,165 | $57.41M | 1.1% | $41.27 * | $27.36 | +6.2% | COMMON STOCK USD1.666 | 949746101 |
| — | AMERICA MOVIL ADR SERIES L | 2,452,309 | $53.34M | 1.0% | $21.75 | $21.75 | — | ADR NPV | 02364W105 |
| AAPL | APPLE INC | 130,175 | $51.56M | 1.0% | $396.08 * | $13.16 | -7.7% | COMMON STOCK NPV | 037833100 |
| CCU | CIA CERVECERIAS UNIDAS ADR | 1,782,225 | $50.99M | 1.0% | $28.61 | $30.41 | -5.9% | ADR | 204429104 |
| JPM | JPMORGAN CHASE + CO | 959,273 | $50.64M | 0.9% | $52.79 * | $36.24 | +3.9% | COMMON STOCK USD1. | 46625H100 |
| SLB | SCHLUMBERGER LTD | 658,260 | $47.17M | 0.9% | $71.66 * | $52.90 | -2.9% | COMMON STOCK USD.01 | 806857108 |
| DAL | DELTA AIR LINES INC | 2,418,416 | $45.25M | 0.8% | $18.71 * | $14.99 | +7.9% | COMMON STOCK USD.0001 | 247361702 |
| HUM | HUMANA INC | 486,822 | $41.08M | 0.8% | $84.38 * | $71.14 | +7.2% | COMMON STOCK USD.166 | 444859102 |
| C | CITIGROUP INC | 819,185 | $39.3M | 0.7% | $47.97 * | $35.76 | -0.2% | COMMON STOCK USD.01 | 172967424 |
| JNJ | JOHNSON + JOHNSON | 425,050 | $36.49M | 0.7% | $85.86 * | $59.66 | +1.6% | COMMON STOCK USD1. | 478160104 |
| PM | PHILIP MORRIS INTERNATIONAL | 405,153 | $35.09M | 0.7% | $86.62 * | $49.85 | -5.9% | COMMON STOCK NPV | 718172109 |
| — | COACH INC | 610,383 | $34.85M | 0.7% | $57.09 | $57.09 | — | COMMON STOCK USD.01 | 189754104 |
| — | EXPRESS SCRIPTS HOLDING CO | 547,218 | $33.76M | 0.6% | $61.69 | $61.69 | — | COMMON STOCK USD.01 | 30219G108 |
| KO | COCA COLA CO/THE | 760,290 | $30.5M | 0.6% | $40.11 * | $27.85 | -2.6% | COMMON STOCK USD.25 | 191216100 |
| PEP | PEPSICO INC | 371,222 | $30.36M | 0.6% | $81.79 * | $56.00 | +0.7% | COMMON STOCK USD.017 | 713448108 |
| M | MACY S INC | 618,124 | $29.67M | 0.6% | $48.00 | $46.44 | +3.4% | COMMON STOCK USD.01 | 55616P104 |
| — | BAKER HUGHES INC | 643,128 | $29.67M | 0.6% | $46.13 | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| — | TIFFANY + CO | 403,208 | $29.37M | 0.5% | $72.84 | $72.84 | — | COMMON STOCK USD.01 | 886547108 |
| KSS | KOHLS CORP | 573,739 | $28.98M | 0.5% | $50.51 | $49.51 | +2.0% | COMMON STOCK USD.01 | 500255104 |
| OXY | OCCIDENTAL PETROLEUM CORP | 319,273 | $28.49M | 0.5% | $89.23 * | $57.83 | +1.7% | COMMON STOCK USD.2 | 674599105 |
| — | GENERAL ELECTRIC CO | 1,228,110 | $28.48M | 0.5% | $23.19 | $23.19 | — | COMMON STOCK USD.06 | 369604103 |
| CSCO | CISCO SYSTEMS INC | 1,160,025 | $28.2M | 0.5% | $24.31 * | $15.24 | +8.2% | COMMON STOCK USD.001 | 17275R102 |
| USB | US BANCORP | 746,855 | $27M | 0.5% | $36.15 * | $22.41 | +6.0% | COMMON STOCK USD.01 | 902973304 |
| MET | METLIFE INC | 574,911 | $26.31M | 0.5% | $45.76 * | $24.43 | +11.2% | COMMON STOCK USD.01 | 59156R108 |
| BDX | BECTON DICKINSON AND CO | 263,280 | $26.02M | 0.5% | $98.83 * | $78.11 | +1.5% | COMMON STOCK USD1. | 075887109 |
| — | APACHE CORP | 308,619 | $25.87M | 0.5% | $83.83 | $83.83 | — | COMMON STOCK USD.625 | 037411105 |
| — | MEDTRONIC INC | 490,351 | $25.24M | 0.5% | $51.47 | $51.47 | — | COMMON STOCK USD.1 | 585055106 |
| GD | GENERAL DYNAMICS CORP | 309,895 | $24.27M | 0.5% | $78.33 * | $56.44 | +5.3% | COMMON STOCK USD1. | 369550108 |
| MCD | MCDONALD S CORP | 244,921 | $24.25M | 0.5% | $99.00 * | $71.80 | -0.6% | COMMON STOCK USD.01 | 580135101 |
| PH | PARKER HANNIFIN CORP | 252,220 | $24.06M | 0.4% | $95.40 * | $75.97 | +2.0% | COMMON STOCK USD.5 | 701094104 |
| TGT | TARGET CORP | 337,807 | $23.26M | 0.4% | $68.86 * | $47.95 | -0.8% | COMMON STOCK USD.0833 | 87612E106 |
| WDC | WESTERN DIGITAL CORP | 373,741 | $23.21M | 0.4% | $62.09 * | $35.69 | +7.5% | COMMON STOCK USD.01 | 958102105 |
| — | NATIONAL OILWELL VARCO INC | 332,504 | $22.91M | 0.4% | $68.90 | $68.90 | — | COMMON STOCK USD.01 | 637071101 |
| NWL | NEWELL RUBBERMAID INC | 846,469 | $22.22M | 0.4% | $26.25 * | $16.79 | -0.9% | COMMON STOCK USD1. | 651229106 |
| — | HEWLETT PACKARD CO | 889,465 | $22.06M | 0.4% | $24.80 | $24.80 | — | COMMON STOCK USD.01 | 428236103 |
| — | RAYTHEON COMPANY | 330,873 | $21.88M | 0.4% | $66.12 | $66.12 | — | COMMON STOCK USD.01 | 755111507 |
| NRG | NRG ENERGY INC | 779,442 | $20.81M | 0.4% | $26.70 * | $20.46 | -0.6% | COMMON STOCK USD.01 | 629377508 |
| — | KRAFT FOODS GROUP INC | 369,486 | $20.64M | 0.4% | $55.87 | $55.87 | — | COMMON STOCK | 50076Q106 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 438,655 | $20.56M | 0.4% | $46.88 * | $37.66 | +2.9% | COMMON STOCK USD.01 | 203668108 |
| AIG | AMERICAN INTERNATIONAL GROUP | 455,583 | $20.36M | 0.4% | $44.70 * | $32.51 | +4.2% | COMMON STOCK USD2.5 | 026874784 |
| — | GOOGLE INC CL A | 23,091 | $20.33M | 0.4% | $880.39 | $880.39 | — | COMMON STOCK USD.001 | 38259P508 |
| — | CELGENE CORP | 173,231 | $20.25M | 0.4% | $116.91 | $116.91 | — | COMMON STOCK USD.01 | 151020104 |
| KMT | KENNAMETAL INC | 518,276 | $20.13M | 0.4% | $38.83 * | $28.75 | -2.7% | COMMON STOCK USD1.25 | 489170100 |
| BALL | BALL CORP | 483,866 | $20.1M | 0.4% | $41.54 * | $19.77 | -7.4% | COMMON STOCK NPV | 058498106 |
| TECK | TECK RESOURCES LTD CLS B | 931,949 | $19.92M | 0.4% | $21.37 | $25.96 | -17.7% | COMMON STOCK NPV | 878742204 |
| BK | BANK OF NEW YORK MELLON CORP | 692,990 | $19.44M | 0.4% | $28.05 * | $21.22 | -2.2% | COMMON STOCK USD.01 | 064058100 |
| BA | BOEING CO/THE | 181,715 | $18.61M | 0.3% | $102.44 * | $80.37 | +8.0% | COMMON STOCK USD5. | 097023105 |
| COF | CAPITAL ONE FINANCIAL CORP | 294,355 | $18.49M | 0.3% | $62.81 * | $47.00 | +6.8% | COMMON STOCK USD.01 | 14040H105 |
| — | TIME WARNER CABLE | 163,114 | $18.35M | 0.3% | $112.48 | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| — | VIACOM INC CLASS B | 247,303 | $16.83M | 0.3% | $68.05 | $68.05 | — | COMMON STOCK USD.001 | 92553P201 |
| — | CBS CORP CLASS B NON VOTING | 344,272 | $16.82M | 0.3% | $48.87 | $48.87 | — | COMMON STOCK USD.001 | 124857202 |
| FCX | FREEPORT MCMORAN COPPER W/I | 586,343 | $16.19M | 0.3% | $27.61 * | $24.45 | -6.1% | COMMON STOCK USD.1 | 35671D857 |
| AFL | AFLAC INC | 274,609 | $15.96M | 0.3% | $58.12 * | $20.11 | +7.5% | COMMON STOCK USD.1 | 001055102 |
| VLO | VALERO ENERGY CORP | 452,379 | $15.73M | 0.3% | $34.77 * | $24.01 | -8.5% | COMMON STOCK USD.01 | 91913Y100 |
| ZION | ZIONS BANCORPORATION | 522,626 | $15.09M | 0.3% | $28.88 | $26.15 | +10.6% | COMMON STOCK NPV | 989701107 |
| NSC | NORFOLK SOUTHERN CORP | 204,349 | $14.85M | 0.3% | $72.65 * | $57.67 | -4.6% | COMMON STOCK USD1. | 655844108 |
| TXT | TEXTRON INC | 564,866 | $14.71M | 0.3% | $26.05 | $26.50 | -3.6% | COMMON STOCK USD.125 | 883203101 |
| WMT | WAL MART STORES INC | 192,975 | $14.38M | 0.3% | $74.49 * | $19.98 | -2.9% | COMMON STOCK USD.1 | 931142103 |
| CVX | CHEVRON CORP | 120,142 | $14.22M | 0.3% | $118.34 * | $71.30 | -1.7% | COMMON STOCK USD.75 | 166764100 |
| CF | CF INDUSTRIES HOLDINGS INC | 82,154 | $14.09M | 0.3% | $171.49 * | $26.73 | -8.0% | COMMON STOCK USD.01 | 125269100 |
| MOS | MOSAIC CO/THE | 261,697 | $14.08M | 0.3% | $53.81 * | $46.26 | -9.4% | COMMON STOCK USD.01 | 61945C103 |
| — | FOOT LOCKER INC | 395,100 | $13.88M | 0.3% | $35.13 | $35.13 | — | COMMON STOCK USD.01 | 344849104 |
| TSN | TYSON FOODS INC CL A | 539,480 | $13.85M | 0.3% | $25.68 * | $18.99 | +3.8% | COMMON STOCK USD.1 | 902494103 |
| DIS | WALT DISNEY CO/THE | 216,313 | $13.66M | 0.3% | $63.15 * | $56.11 | -0.0% | COMMON STOCK USD.01 | 254687106 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 410,614 | $13.41M | 0.3% | $32.66 * | $21.73 | -3.7% | COMMON STOCK NPV | 744573106 |
| EMR | EMERSON ELECTRIC CO | 245,086 | $13.37M | 0.2% | $54.54 * | $40.02 | -2.7% | COMMON STOCK USD.5 | 291011104 |
| UTHR | UNITED THERAPEUTICS CORP | 199,966 | $13.16M | 0.2% | $65.82 | $64.42 | +2.2% | COMMON STOCK USD.01 | 91307C102 |
| — | LORILLARD INC | 300,926 | $13.14M | 0.2% | $43.68 | $43.68 | — | COMMON STOCK USD.01 | 544147101 |
| — | URS CORP | 275,651 | $13.02M | 0.2% | $47.22 | $47.22 | — | COMMON STOCK USD.01 | 903236107 |
| CLX | CLOROX COMPANY | 156,185 | $12.98M | 0.2% | $83.14 * | $60.00 | -3.2% | COMMON STOCK USD1. | 189054109 |
| — | ST JUDE MEDICAL INC | 282,400 | $12.89M | 0.2% | $45.63 | $45.63 | — | COMMON STOCK USD.1 | 790849103 |
| — | GANNETT CO | 516,238 | $12.63M | 0.2% | $24.46 | $24.46 | — | COMMON STOCK USD1. | 364730101 |
| JLL | JONES LANG LASALLE INC | 135,490 | $12.35M | 0.2% | $91.14 * | $90.65 | -2.9% | COMMON STOCK USD.01 | 48020Q107 |
| — | AVON PRODUCTS INC | 578,284 | $12.16M | 0.2% | $21.03 | $21.03 | — | COMMON STOCK USD.25 | 054303102 |
| — | LEVEL 3 COMMUNICATIONS INC | 573,022 | $12.08M | 0.2% | $21.08 | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| — | ENERGIZER HOLDINGS INC | 119,382 | $12M | 0.2% | $100.51 | $100.51 | — | COMMON STOCK USD.01 | 29266R108 |
| OSK | OSHKOSH CORP | 313,417 | $11.9M | 0.2% | $37.97 * | $31.79 | -1.1% | COMMON STOCK USD.01 | 688239201 |
| SPY | SPDR S+P 500 ETF TRUST | 73,206 | $11.71M | 0.2% | $160.01 | $161.08 | -0.4% | SPDR S+P 500 ETF TRUST | 78462F103 |
| ACM | AECOM TECHNOLOGY CORP | 367,776 | $11.69M | 0.2% | $31.79 * | $29.07 | +5.2% | COMMON STOCK USD.01 | 00766T100 |
| ETR | ENTERGY CORP | 163,440 | $11.39M | 0.2% | $69.68 * | $20.57 | +1.8% | COMMON STOCK USD.01 | 29364G103 |
| HP | HELMERICH + PAYNE | 181,319 | $11.32M | 0.2% | $62.45 | $61.57 | +1.4% | COMMON STOCK USD.1 | 423452101 |
| KLAC | KLA TENCOR CORPORATION | 200,618 | $11.18M | 0.2% | $55.73 * | $33.95 | +2.4% | COMMON STOCK USD.001 | 482480100 |
| WYNN | WYNN RESORTS LTD | 86,481 | $11.07M | 0.2% | $128.00 * | $106.96 | -3.7% | COMMON STOCK USD.01 | 983134107 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 194,982 | $11.01M | 0.2% | $56.48 * | $43.35 | +4.8% | COMMON STOCK USD.01 | 446413106 |
| — | TELLABS INC | 5,540,772 | $10.97M | 0.2% | $1.98 | $1.98 | — | COMMON STOCK USD.01 | 879664100 |
| — | ICONIX BRAND GROUP INC | 371,585 | $10.93M | 0.2% | $29.41 | $29.41 | — | COMMON STOCK USD.001 | 451055107 |
| — | DIRECTV | 176,986 | $10.91M | 0.2% | $61.62 | $61.62 | — | COMMON STOCK USD.01 | 25490A309 |
| — | CA INC | 380,366 | $10.89M | 0.2% | $28.63 | $28.63 | — | COMMON STOCK USD.1 | 12673P105 |
| — | ULTRA PETROLEUM CORP | 544,725 | $10.8M | 0.2% | $19.82 | $19.82 | — | COMMON STOCK NPV | 903914109 |
| — | ALLIANT TECHSYSTEMS INC | 127,097 | $10.46M | 0.2% | $82.33 | $82.33 | — | COMMON STOCK USD.01 | 018804104 |
| WBS | WEBSTER FINANCIAL CORP | 397,936 | $10.22M | 0.2% | $25.68 | $23.57 | +8.9% | COMMON STOCK USD.01 | 947890109 |
| NOC | NORTHROP GRUMMAN CORP | 122,254 | $10.12M | 0.2% | $82.80 * | $62.64 | +6.8% | COMMON STOCK USD1. | 666807102 |
| — | IAC/INTERACTIVECORP | 210,144 | $9.994M | 0.2% | $47.56 | $47.56 | — | COMMON STOCK USD.001 | 44919P508 |
| NUE | NUCOR CORP | 230,631 | $9.991M | 0.2% | $43.32 * | $32.41 | -1.5% | COMMON STOCK USD.4 | 670346105 |
| — | MENTOR GRAPHICS CORP | 505,685 | $9.886M | 0.2% | $19.55 | $19.55 | — | COMMON STOCK NPV | 587200106 |
| IBM | INTL BUSINESS MACHINES CORP | 51,301 | $9.804M | 0.2% | $191.11 * | $118.94 | -6.0% | COMMON STOCK USD.2 | 459200101 |
| ZD | J2 GLOBAL INC | 230,187 | $9.785M | 0.2% | $42.51 * | $34.95 | +5.8% | COMMON STOCK USD.01 | 48123V102 |
| — | FIDELITY NATIONAL FINL A | 410,473 | $9.773M | 0.2% | $23.81 | $23.81 | — | COMMON STOCK USD.0001 | 31620R105 |
| ENS | ENERSYS | 195,130 | $9.569M | 0.2% | $49.04 * | $41.85 | +3.7% | COMMON STOCK USD.01 | 29275Y102 |
| CVS | CVS CAREMARK CORP | 163,399 | $9.343M | 0.2% | $57.18 * | $41.44 | -1.2% | COMMON STOCK USD.01 | 126650100 |
| — | DELPHI AUTOMOTIVE PLC | 179,650 | $9.106M | 0.2% | $50.69 | $50.69 | — | COMMON STOCK USD.01 | G27823106 |
| — | DYNEGY INC | 398,032 | $8.976M | 0.2% | $22.55 | $22.55 | — | COMMON STOCK USD.01 | 26817R108 |
| — | EXPRESS INC | 419,874 | $8.805M | 0.2% | $20.97 | $20.97 | — | COMMON STOCK | 30219E103 |
| GEF | GREIF INC CL A | 166,579 | $8.774M | 0.2% | $52.67 * | $31.80 | +4.6% | COMMON STOCK NPV | 397624107 |
| CAG | CONAGRA FOODS INC | 249,520 | $8.716M | 0.2% | $34.93 * | $17.69 | +0.7% | COMMON STOCK USD5. | 205887102 |
| VAC | MARRIOTT VACATIONS WORLD | 196,769 | $8.508M | 0.2% | $43.24 | $44.02 | -1.8% | COMMON STOCK USD.01 | 57164Y107 |
| INTC | INTEL CORP | 351,169 | $8.505M | 0.2% | $24.22 * | $17.18 | +2.9% | COMMON STOCK USD.001 | 458140100 |
| CAR | AVIS BUDGET GROUP INC | 290,647 | $8.356M | 0.2% | $28.75 * | $28.57 | -4.4% | COMMON STOCK USD.01 | 053774105 |
| AES | AES CORP | 685,084 | $8.214M | 0.2% | $11.99 * | $8.29 | -5.6% | COMMON STOCK USD.01 | 00130H105 |
| — | NAVISTAR INTERNATIONAL CORP | 295,770 | $8.211M | 0.2% | $27.76 | $27.76 | — | COMMON STOCK USD.1 | 63934E108 |
| CMCSA | COMCAST CORP CLASS A | 195,280 | $8.178M | 0.2% | $41.88 * | $15.62 | +1.1% | COMMON STOCK USD1. | 20030N101 |
| ALB | ALBEMARLE CORP | 126,492 | $7.879M | 0.1% | $62.29 * | $52.08 | -0.6% | COMMON STOCK USD.01 | 012653101 |
| SWKS | SKYWORKS SOLUTIONS INC | 354,145 | $7.752M | 0.1% | $21.89 * | $17.70 | -1.2% | COMMON STOCK USD.25 | 83088M102 |
| — | WYNDHAM WORLDWIDE CORP | 133,894 | $7.663M | 0.1% | $57.23 | $57.23 | — | COMMON STOCK USD.01 | 98310W108 |
| PB | PROSPERITY BANCSHARES INC | 147,370 | $7.632M | 0.1% | $51.79 * | $34.46 | +8.2% | COMMON STOCK USD1. | 743606105 |
| AVT | AVNET INC | 226,182 | $7.6M | 0.1% | $33.60 * | $25.70 | +0.5% | COMMON STOCK USD1. | 053807103 |
| UGI | UGI CORP | 194,013 | $7.588M | 0.1% | $39.11 * | $26.32 | -1.0% | COMMON STOCK NPV | 902681105 |
| ABT | ABBOTT LABORATORIES | 213,754 | $7.456M | 0.1% | $34.88 * | $28.85 | -4.9% | COMMON STOCK NPV | 002824100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 108,058 | $7.427M | 0.1% | $68.73 | $61.12 | +12.4% | COMMON STOCK USD.0001 | G50871105 |
| — | CORELOGIC INC | 314,303 | $7.282M | 0.1% | $23.17 | $23.17 | — | COMMON STOCK USD1. | 21871D103 |
| FITB | FIFTH THIRD BANCORP | 401,667 | $7.25M | 0.1% | $18.05 * | $11.47 | +4.3% | COMMON STOCK NPV | 316773100 |
| — | WADDELL + REED FINANCIAL A | 165,011 | $7.178M | 0.1% | $43.50 | $43.50 | — | COMMON STOCK USD.01 | 930059100 |
| GM | GENERAL MOTORS CO | 215,397 | $7.175M | 0.1% | $33.31 * | $23.62 | +5.2% | COMMON STOCK USD.01 | 37045V100 |
| PSEC | PROSPECT CAPITAL CORP | 663,742 | $7.168M | 0.1% | $10.80 * | $2.26 | +2.8% | COMMON STOCK USD.001 | 74348T102 |
| VZ | VERIZON COMMUNICATIONS INC | 141,484 | $7.122M | 0.1% | $50.34 * | $27.04 | -1.3% | COMMON STOCK USD.1 | 92343V104 |
| LYB | LYONDELLBASELL INDU CL A | 107,254 | $7.107M | 0.1% | $66.26 * | $33.34 | +5.4% | COMMON STOCK | N53745100 |
| — | WELLPOINT INC | 86,521 | $7.081M | 0.1% | $81.84 | $81.84 | — | COMMON STOCK USD.01 | 94973V107 |
| KR | KROGER CO | 204,626 | $7.068M | 0.1% | $34.54 * | $13.44 | +1.6% | COMMON STOCK USD1. | 501044101 |
| — | SAFEWAY INC | 297,326 | $7.035M | 0.1% | $23.66 | $23.66 | — | COMMON STOCK USD.01 | 786514208 |
| TTEK | TETRA TECH INC | 298,930 | $7.028M | 0.1% | $23.51 * | $5.31 | -11.4% | COMMON STOCK USD.01 | 88162G103 |
| — | TUPPERWARE BRANDS CORP | 89,674 | $6.967M | 0.1% | $77.69 | $77.69 | — | COMMON STOCK USD.01 | 899896104 |
| EXR | EXTRA SPACE STORAGE INC | 165,350 | $6.933M | 0.1% | $41.93 * | $26.60 | -0.2% | REIT USD.01 | 30225T102 |
| AME | AMETEK INC | 161,079 | $6.814M | 0.1% | $42.30 * | $38.40 | +1.4% | COMMON STOCK USD.01 | 031100100 |
| — | CNH GLOBAL N.V. | 162,587 | $6.773M | 0.1% | $41.66 | $41.66 | — | COMMON STOCK USD2.25 | N20935206 |
| — | TESORO CORP | 128,026 | $6.698M | 0.1% | $52.32 | $52.32 | — | COMMON STOCK USD.167 | 881609101 |
| T | AT+T INC | 188,305 | $6.666M | 0.1% | $35.40 * | $11.40 | -3.6% | COMMON STOCK USD1. | 00206R102 |
| ATO | ATMOS ENERGY CORP | 162,188 | $6.659M | 0.1% | $41.06 * | $31.05 | -3.2% | COMMON STOCK NPV | 049560105 |
| DLX | DELUXE CORP | 191,547 | $6.637M | 0.1% | $34.65 * | $23.94 | -8.3% | COMMON STOCK USD1. | 248019101 |
| UNM | UNUM GROUP | 225,767 | $6.631M | 0.1% | $29.37 | $27.85 | +5.5% | COMMON STOCK USD.1 | 91529Y106 |
| — | OMNICARE INC | 137,819 | $6.575M | 0.1% | $47.71 | $47.71 | — | COMMON STOCK USD1. | 681904108 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 149,039 | $6.543M | 0.1% | $43.90 * | $11.36 | -3.4% | COMMON STOCK USD.01 | 88023U101 |
| GS | GOLDMAN SACHS GROUP INC | 43,159 | $6.528M | 0.1% | $151.25 * | $120.06 | -0.6% | COMMON STOCK USD.01 | 38141G104 |
| — | JARDEN CORP | 148,860 | $6.513M | 0.1% | $43.75 | $43.75 | — | COMMON STOCK USD.01 | 471109108 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 120,086 | $6.389M | 0.1% | $53.20 | $56.33 | -5.6% | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| EXC | EXELON CORP | 206,560 | $6.379M | 0.1% | $30.88 * | $15.41 | -8.8% | COMMON STOCK NPV | 30161N101 |
| — | HOLLYFRONTIER CORP | 146,753 | $6.278M | 0.1% | $42.78 | $42.78 | — | COMMON STOCK USD.01 | 436106108 |
| F | FORD MOTOR CO | 405,816 | $6.278M | 0.1% | $15.47 * | $7.61 | +8.2% | COMMON STOCK USD.01 | 345370860 |
| FDX | FEDEX CORP | 63,371 | $6.247M | 0.1% | $98.58 * | $81.95 | +1.7% | COMMON STOCK USD.1 | 31428X106 |
| — | CIGNA CORP | 86,076 | $6.24M | 0.1% | $72.49 | $72.49 | — | COMMON STOCK USD.25 | 125509109 |
| GCO | GENESCO INC | 93,023 | $6.232M | 0.1% | $66.99 | $64.31 | +4.2% | COMMON STOCK USD1. | 371532102 |
| — | MANNKIND CORP | 5,680,000 | $6.191M | 0.1% | $1.09 | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| CBRL | CRACKER BARREL OLD COUNTRY | 65,183 | $6.17M | 0.1% | $94.66 * | $50.99 | +8.8% | COMMON STOCK USD.01 | 22410J106 |
| TRV | TRAVELERS COS INC/THE | 76,340 | $6.101M | 0.1% | $79.92 * | $63.44 | -4.5% | COMMON STOCK NPV | 89417E109 |
| SNPS | SYNOPSYS INC | 170,296 | $6.088M | 0.1% | $35.75 | $35.52 | +0.6% | COMMON STOCK USD.01 | 871607107 |
| STWD | STARWOOD PROPERTY TRUST INC | 245,734 | $6.082M | 0.1% | $24.75 | $24.75 | — | REIT USD.01 | 85571B105 |
| — | UNIT CORP | 142,575 | $6.071M | 0.1% | $42.58 | $42.58 | — | COMMON STOCK USD.2 | 909218109 |
| — | UMPQUA HOLDINGS CORP | 403,045 | $6.05M | 0.1% | $15.01 | $15.01 | — | COMMON STOCK NPV | 904214103 |
| CPT | CAMDEN PROPERTY TRUST | 87,093 | $6.022M | 0.1% | $69.14 * | $42.93 | -1.0% | REIT USD.01 | 133131102 |
| AIZ | ASSURANT INC | 117,911 | $6.003M | 0.1% | $50.91 * | $37.94 | +5.3% | COMMON STOCK USD.01 | 04621X108 |
| — | COCA COLA ENTERPRISES | 169,468 | $5.958M | 0.1% | $35.16 | $35.16 | — | COMMON STOCK USD1. | 19122T109 |
| RS | RELIANCE STEEL + ALUMINUM | 90,807 | $5.953M | 0.1% | $65.56 | $66.25 | -1.0% | COMMON STOCK NPV | 759509102 |
| BMY | BRISTOL MYERS SQUIBB CO | 132,325 | $5.914M | 0.1% | $44.69 * | $28.67 | +3.0% | COMMON STOCK USD.1 | 110122108 |
| GME | GAMESTOP CORP CLASS A | 140,286 | $5.896M | 0.1% | $42.03 * | $6.27 | +19.4% | COMMON STOCK USD.001 | 36467W109 |
| WCC | WESCO INTERNATIONAL INC | 86,709 | $5.893M | 0.1% | $67.96 * | $69.34 | -4.7% | COMMON STOCK USD.01 | 95082P105 |
| EG | EVEREST RE GROUP LTD | 45,745 | $5.867M | 0.1% | $128.25 * | $99.45 | -0.6% | COMMON STOCK USD.01 | G3223R108 |
| AVA | AVISTA CORP | 216,670 | $5.854M | 0.1% | $27.02 * | $16.44 | -1.0% | COMMON STOCK NPV | 05379B107 |
| ALK | ALASKA AIR GROUP INC | 110,547 | $5.748M | 0.1% | $52.00 * | $26.50 | -11.8% | COMMON STOCK USD1. | 011659109 |
| OHI | OMEGA HEALTHCARE INVESTORS | 184,185 | $5.713M | 0.1% | $31.02 | $31.02 | — | REIT USD.1 | 681936100 |
| SNX | SYNNEX CORP | 134,732 | $5.696M | 0.1% | $42.28 * | $16.65 | +12.1% | COMMON STOCK USD.001 | 87162W100 |
| ARW | ARROW ELECTRONICS INC | 141,816 | $5.651M | 0.1% | $39.85 | $38.94 | +2.3% | COMMON STOCK USD1. | 042735100 |
| ALL | ALLSTATE CORP | 116,038 | $5.584M | 0.1% | $48.12 * | $37.12 | -0.8% | COMMON STOCK USD.01 | 020002101 |
| BAC | BANK OF AMERICA CORP | 427,508 | $5.498M | 0.1% | $12.86 * | $10.03 | +0.9% | COMMON STOCK USD.01 | 060505104 |
| — | L 3 COMMUNICATIONS HOLDINGS | 64,129 | $5.498M | 0.1% | $85.73 | $85.73 | — | COMMON STOCK USD.01 | 502424104 |
| RGA | REINSURANCE GROUP OF AMERICA | 78,905 | $5.453M | 0.1% | $69.11 | $63.27 | +9.2% | COMMON STOCK USD.01 | 759351604 |
| MUR | MURPHY OIL CORP | 88,869 | $5.411M | 0.1% | $60.89 * | $34.50 | -2.6% | COMMON STOCK USD1. | 626717102 |
| — | SUNTRUST BANKS INC | 169,931 | $5.365M | 0.1% | $31.57 | $31.57 | — | COMMON STOCK USD1. | 867914103 |
| — | ENDO HEALTH SOLUTIONS INC | 145,527 | $5.354M | 0.1% | $36.79 | $36.79 | — | COMMON STOCK USD.01 | 29264F205 |
| WAB | WABTEC CORP | 99,286 | $5.305M | 0.1% | $53.43 * | $49.35 | +1.4% | COMMON STOCK USD.01 | 929740108 |
| — | VALUECLICK INC | 214,410 | $5.292M | 0.1% | $24.68 | $24.68 | — | COMMON STOCK USD.001 | 92046N102 |
| LEA | LEAR CORP | 86,822 | $5.249M | 0.1% | $60.46 * | $46.85 | +5.0% | COMMON STOCK USD.01 | 521865204 |
| TKR | TIMKEN CO | 92,747 | $5.22M | 0.1% | $56.28 * | $39.57 | +1.8% | COMMON STOCK NPV | 887389104 |
| MPC | MARATHON PETROLEUM CORP | 73,183 | $5.2M | 0.1% | $71.05 * | $27.55 | -10.8% | COMMON STOCK | 56585A102 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 89,923 | $5.15M | 0.1% | $57.27 | $55.81 | +2.6% | COMMON STOCK NPV | 533900106 |
| — | VALIDUS HOLDINGS LTD | 142,508 | $5.147M | 0.1% | $36.12 | $36.12 | — | COMMON STOCK USD.175 | G9319H102 |
| XLY | CONSUMER DISCRETIONARY SELECT | 90,500 | $5.104M | 0.1% | $56.40 * | $27.68 | +1.9% | CONSUMER DISCRETIONARY SELT | 81369Y407 |
| — | LAM RESEARCH CORP | 114,995 | $5.099M | 0.1% | $44.34 | $44.34 | — | COMMON STOCK USD.001 | 512807108 |
| — | NATIONSTAR MORTGAGE HOLDINGS | 136,167 | $5.098M | 0.1% | $37.44 | $37.44 | — | COMMON STOCK USD.01 | 63861C109 |
| — | LIBERTY INTERACTIVE CORP A | 219,500 | $5.051M | 0.1% | $23.01 | $23.01 | — | COMMON STOCK USD.01 | 53071M104 |
| HD | HOME DEPOT INC | 65,144 | $5.047M | 0.1% | $77.47 * | $56.05 | +3.5% | COMMON STOCK USD.05 | 437076102 |
| CROX | CROCS INC | 304,696 | $5.027M | 0.1% | $16.50 | $16.21 | +1.8% | COMMON STOCK USD.001 | 227046109 |
| — | TW TELECOM INC | 176,858 | $4.977M | 0.1% | $28.14 | $28.14 | — | COMMON STOCK USD.01 | 87311L104 |
| PG | PROCTER + GAMBLE CO/THE | 64,126 | $4.937M | 0.1% | $76.99 * | $55.00 | -1.7% | COMMON STOCK | 742718109 |
| — | HARRIS CORP | 98,921 | $4.872M | 0.1% | $49.25 | $49.25 | — | COMMON STOCK USD1. | 413875105 |
| DAR | DARLING INTERNATIONAL INC | 260,914 | $4.869M | 0.1% | $18.66 | $18.50 | +0.9% | COMMON STOCK USD.01 | 237266101 |
| — | ALLEGHANY CORP | 12,700 | $4.868M | 0.1% | $383.31 | $383.31 | — | COMMON STOCK USD1. | 017175100 |
| — | MYLAN INC | 156,595 | $4.859M | 0.1% | $31.03 | $31.03 | — | COMMON STOCK USD.5 | 628530107 |
| PSA | PUBLIC STORAGE | 31,614 | $4.847M | 0.1% | $153.32 * | $97.16 | -2.1% | REIT USD.1 | 74460D109 |
| JBL | JABIL CIRCUIT INC | 237,509 | $4.84M | 0.1% | $20.38 * | $16.76 | +8.2% | COMMON STOCK USD.001 | 466313103 |
| — | DELEK US HOLDINGS INC | 163,288 | $4.699M | 0.1% | $28.78 | $28.78 | — | COMMON STOCK USD.01 | 246647101 |
| — | GENERAL MOTORS CO WTS | 195,646 | $4.696M | 0.1% | $24.00 | $24.00 | — | CALL EXP 10JUL16 | 37045V118 |
| — | SPIRIT REALTY CAPITAL INC | 263,653 | $4.672M | 0.1% | $17.72 | $17.72 | — | REIT USD.01 | 84860F109 |
| STLD | STEEL DYNAMICS INC | 313,141 | $4.669M | 0.1% | $14.91 * | $11.35 | +0.3% | COMMON STOCK USD.005 | 858119100 |
| — | DR PEPPER SNAPPLE GROUP INC | 101,500 | $4.662M | 0.1% | $45.93 | $45.93 | — | COMMON STOCK USD.01 | 26138E109 |
| — | HSN INC | 86,669 | $4.656M | 0.1% | $53.72 | $53.72 | — | COMMON STOCK USD.01 | 404303109 |
| BEN | FRANKLIN RESOURCES INC | 34,000 | $4.625M | 0.1% | $136.03 * | $30.23 | -10.8% | COMMON STOCK USD.1 | 354613101 |
| — | ADT CORP/THE | 115,021 | $4.584M | 0.1% | $39.85 | $39.85 | — | COMMON STOCK USD.01 | 00101J106 |
| HLF | HERBALIFE LTD | 101,400 | $4.577M | 0.1% | $45.14 * | $20.94 | +6.3% | COMMON STOCK USD.002 | G4412G101 |
| TRN | TRINITY INDUSTRIES INC | 118,788 | $4.566M | 0.1% | $38.44 * | $10.24 | -5.2% | COMMON STOCK USD1. | 896522109 |
| — | SBA COMMUNICATIONS CORP CL A | 61,483 | $4.557M | 0.1% | $74.12 | $74.12 | — | COMMON STOCK USD.01 | 78388J106 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 248,663 | $4.556M | 0.1% | $18.32 | $18.42 | -0.5% | ADR | 874039100 |
| — | US CONCRETE INC | 277,277 | $4.553M | 0.1% | $16.42 | $16.42 | — | COMMON STOCK USD.001 | 90333L201 |
| — | PRICELINE.COM INC | 5,500 | $4.549M | 0.1% | $827.09 | $827.09 | — | COMMON STOCK USD.008 | 741503403 |
| — | FIRSTMERIT CORP | 225,802 | $4.523M | 0.1% | $20.03 | $20.03 | — | COMMON STOCK NPV | 337915102 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 29,203 | $4.486M | 0.1% | $153.61 | $153.61 | — | COMMON STOCK USD.01 | 73640Q105 |
| UNP | UNION PACIFIC CORP | 29,012 | $4.476M | 0.1% | $154.28 * | $57.06 | +2.7% | COMMON STOCK USD2.5 | 907818108 |
| RYN | RAYONIER INC | 80,430 | $4.455M | 0.1% | $55.39 | $55.39 | — | REIT NPV | 754907103 |
| AMGN | AMGEN INC | 44,509 | $4.391M | 0.1% | $98.65 * | $73.34 | -4.7% | COMMON STOCK USD.0001 | 031162100 |
| — | OCWEN FINANCIAL CORP | 105,693 | $4.357M | 0.1% | $41.22 | $41.22 | — | COMMON STOCK USD.01 | 675746309 |
| DOV | DOVER CORP | 55,984 | $4.348M | 0.1% | $77.67 * | $39.99 | +4.2% | COMMON STOCK USD1. | 260003108 |
| BBY | BEST BUY CO INC | 156,941 | $4.289M | 0.1% | $27.33 * | $16.63 | +6.5% | COMMON STOCK USD.1 | 086516101 |
| AGCO | AGCO CORP | 85,260 | $4.279M | 0.1% | $50.19 * | $41.52 | -5.1% | COMMON STOCK USD.01 | 001084102 |
| COP | CONOCOPHILLIPS | 70,231 | $4.249M | 0.1% | $60.50 * | $39.96 | +0.1% | COMMON STOCK USD.01 | 20825C104 |
| PMT | PENNYMAC MORTGAGE INVESTMENT | 201,567 | $4.243M | 0.1% | $21.05 | $21.05 | — | REIT USD.01 | 70931T103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 52,232 | $4.172M | 0.1% | $79.87 | $73.64 | +8.7% | COMMON STOCK USD.01 | 92532F100 |
| GNRC | GENERAC HOLDINGS INC | 109,639 | $4.058M | 0.1% | $37.01 | $32.90 | +12.5% | COMMON STOCK USD.01 | 368736104 |
| STT | STATE STREET CORP | 62,092 | $4.049M | 0.1% | $65.21 * | $44.60 | +5.3% | COMMON STOCK USD1. | 857477103 |
| — | TOWERS WATSON + CO CL A | 49,344 | $4.043M | 0.1% | $81.93 | $81.93 | — | COMMON STOCK USD.01 | 891894107 |
| SIG | SIGNET JEWELERS LTD | 59,661 | $4.023M | 0.1% | $67.43 * | $54.92 | -1.2% | COMMON STOCK USD.18 | G81276100 |
| ORLY | O REILLY AUTOMOTIVE INC | 35,625 | $4.012M | 0.1% | $112.62 * | $7.19 | +4.4% | COMMON STOCK USD.01 | 67103H107 |
| LUV | SOUTHWEST AIRLINES CO | 310,454 | $4.002M | 0.1% | $12.89 * | $11.86 | -5.2% | COMMON STOCK USD1. | 844741108 |
| NKE | NIKE INC CL B | 62,091 | $3.954M | 0.1% | $63.68 * | $26.53 | +2.6% | COMMON STOCK NPV | 654106103 |
| — | POST PROPERTIES INC | 79,354 | $3.927M | 0.1% | $49.49 | $49.49 | — | REIT USD.01 | 737464107 |
| GLW | CORNING INC | 274,828 | $3.911M | 0.1% | $14.23 * | $10.49 | -1.7% | COMMON STOCK USD.5 | 219350105 |
| — | USEC INC | 18,471,000 | $3.879M | 0.1% | $0.21 | $0.21 | — | SR UNSECURED 10/14 3. | 90333EAC2 |
| — | TRIUMPH GROUP INC | 48,335 | $3.826M | 0.1% | $79.16 | $79.16 | — | COMMON STOCK USD.001 | 896818101 |
| PEB | PEBBLEBROOK HOTEL TRUST | 146,130 | $3.777M | 0.1% | $25.85 | $25.85 | — | REIT USD.01 | 70509V100 |
| KMB | KIMBERLY CLARK CORP | 38,679 | $3.757M | 0.1% | $97.13 * | $63.06 | -2.9% | COMMON STOCK USD1.25 | 494368103 |
| BSX | BOSTON SCIENTIFIC CORP | 396,973 | $3.68M | 0.1% | $9.27 | $8.48 | +9.3% | COMMON STOCK USD.01 | 101137107 |
| CNA | CNA FINANCIAL CORP | 111,711 | $3.644M | 0.1% | $32.62 * | $13.70 | -1.6% | COMMON STOCK USD2.5 | 126117100 |
| — | GOVERNMENT PROPERTIES INCOME | 143,290 | $3.614M | 0.1% | $25.22 | $25.22 | — | REIT USD.01 | 38376A103 |
| TER | TERADYNE INC | 204,955 | $3.601M | 0.1% | $17.57 * | $15.29 | +5.8% | COMMON STOCK USD.125 | 880770102 |
| DAN | DANA HOLDING CORP | 186,338 | $3.589M | 0.1% | $19.26 * | $14.00 | +9.0% | COMMON STOCK USD.01 | 235825205 |
| MKTX | MARKETAXESS HOLDINGS INC | 76,455 | $3.574M | 0.1% | $46.75 * | $38.12 | +8.9% | COMMON STOCK USD.003 | 57060D108 |
| — | SANDERSON FARMS INC | 53,224 | $3.535M | 0.1% | $66.42 | $66.42 | — | COMMON STOCK USD1. | 800013104 |
| — | GENERAL MOTORS CO WTS | 215,646 | $3.526M | 0.1% | $16.35 | $16.35 | — | CALL EXP 10JUL19 | 37045V126 |
| — | PDL BIOPHARMA INC | 455,531 | $3.517M | 0.1% | $7.72 | $7.72 | — | COMMON STOCK USD.01 | 69329Y104 |
| VMI | VALMONT INDUSTRIES | 24,549 | $3.513M | 0.1% | $143.10 | $146.58 | -2.4% | COMMON STOCK USD1. | 920253101 |
| WLY | WILEY (JOHN) + SONS CLASS A | 87,000 | $3.488M | 0.1% | $40.09 * | $27.09 | +3.9% | COMMON STOCK USD1. | 968223206 |
| — | COLONY FINANCIAL INC | 174,820 | $3.477M | 0.1% | $19.89 | $19.89 | — | REIT USD.01 | 19624R106 |
| — | MONTPELIER RE HOLDINGS LTD | 137,814 | $3.447M | 0.1% | $25.01 | $25.01 | — | COMMON STOCK USD.001666 | G62185106 |
| — | CHESAPEAKE LODGING TRUST | 164,381 | $3.417M | 0.1% | $20.79 | $20.79 | — | REIT USD.01 | 165240102 |
| COR | AMERISOURCEBERGEN CORP | 61,073 | $3.41M | 0.1% | $55.83 * | $38.92 | +3.1% | COMMON STOCK USD.01 | 03073E105 |
| AXS | AXIS CAPITAL HOLDINGS LTD | 74,305 | $3.402M | 0.1% | $45.78 * | $31.36 | +4.6% | COMMON STOCK USD.0125 | G0692U109 |
| — | WEBMD HEALTH CORP | 115,636 | $3.396M | 0.1% | $29.37 | $29.37 | — | COMMON STOCK USD.01 | 94770V102 |
| — | LASALLE HOTEL PROPERTIES | 137,447 | $3.395M | 0.1% | $24.70 | $24.70 | — | REIT USD.01 | 517942108 |
| SPG | SIMON PROPERTY GROUP INC | 21,476 | $3.391M | 0.1% | $157.90 * | $88.80 | -7.1% | REIT USD.0001 | 828806109 |
| — | UNILEVER PLC SPONSORED ADR | 83,636 | $3.383M | 0.1% | $40.45 | $40.45 | — | ADR | 904767704 |
| — | APOLLO GROUP INC CL A | 185,900 | $3.294M | 0.1% | $17.72 | $17.72 | — | COMMON STOCK NPV | 037604105 |
| — | HI TECH PHARMACAL CO INC | 98,586 | $3.273M | 0.1% | $33.20 | $33.20 | — | COMMON STOCK USD.01 | 42840B101 |
| IP | INTERNATIONAL PAPER CO | 73,785 | $3.269M | 0.1% | $44.30 * | $25.91 | -3.9% | COMMON STOCK USD1. | 460146103 |
| — | DOMTAR CORP | 48,760 | $3.243M | 0.1% | $66.51 | $66.51 | — | COMMON STOCK USD.01 | 257559203 |
| PHM | PULTEGROUP INC | 170,325 | $3.231M | 0.1% | $18.97 * | $17.74 | -8.7% | COMMON STOCK USD.01 | 745867101 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 202,028 | $3.208M | 0.1% | $15.88 | $15.88 | — | REIT USD.01 | 03762U105 |
| — | XEROX CORP | 351,171 | $3.185M | 0.1% | $9.07 | $9.07 | — | COMMON STOCK USD1. | 984121103 |
| — | MARVELL TECHNOLOGY GROUP LTD | 270,321 | $3.165M | 0.1% | $11.71 | $11.71 | — | COMMON STOCK USD.002 | G5876H105 |
| INGR | INGREDION INC | 48,029 | $3.152M | 0.1% | $65.63 | $70.28 | -6.6% | COMMON STOCK USD.01 | 457187102 |
| DCH | AMERICAN AXLE + MFG HOLDINGS | 166,663 | $3.105M | 0.1% | $18.63 | $15.63 | +19.2% | COMMON STOCK USD.01 | 024061103 |
| EXPE | EXPEDIA INC | 51,560 | $3.101M | 0.1% | $60.14 * | $55.04 | +1.6% | COMMON STOCK USD.001 | 30212P303 |
| PPL | PPL CORPORATION | 102,093 | $3.089M | 0.1% | $30.26 * | $16.36 | -1.5% | COMMON STOCK USD.01 | 69351T106 |
| RLJ | RLJ LODGING TRUST | 134,971 | $3.035M | 0.1% | $22.49 | $22.49 | — | REIT | 74965L101 |
| — | DISCOVER FINANCIAL SERVICES | 63,109 | $3.007M | 0.1% | $47.65 | $47.65 | — | COMMON STOCK USD.01 | 254709108 |
| — | CORRECTIONS CORP OF AMERICA | 87,678 | $2.97M | 0.1% | $33.87 | $33.87 | — | REIT USD.01 | 22025Y407 |
| — | SEAGATE TECHNOLOGY | 66,163 | $2.966M | 0.1% | $44.83 | $44.83 | — | COMMON STOCK USD.00001 | G7945M107 |
| GIS | GENERAL MILLS INC | 61,073 | $2.964M | 0.1% | $48.53 * | $31.98 | -1.3% | COMMON STOCK USD.1 | 370334104 |
| — | DELL INC | 221,589 | $2.958M | 0.1% | $13.35 | $13.35 | — | COMMON STOCK USD.01 | 24702R101 |
| AVB | AVALONBAY COMMUNITIES INC | 21,900 | $2.955M | 0.1% | $134.93 * | $87.72 | +1.7% | REIT USD.01 | 053484101 |
| HUN | HUNTSMAN CORP | 177,919 | $2.946M | 0.1% | $16.56 | $18.29 | -9.5% | COMMON STOCK USD.01 | 447011107 |
| — | SL GREEN REALTY CORP | 33,271 | $2.934M | 0.1% | $88.18 | $88.18 | — | REIT USD.01 | 78440X101 |
| — | AVAGO TECHNOLOGIES LTD | 78,259 | $2.925M | 0.1% | $37.38 | $37.38 | — | COMMON STOCK | Y0486S104 |
| EZPW | EZCORP INC CL A | 173,151 | $2.923M | 0.1% | $16.88 | $18.73 | -9.7% | COMMON STOCK USD.01 | 302301106 |
| MCK | MCKESSON CORP | 25,426 | $2.911M | 0.1% | $114.49 * | $101.46 | +3.0% | COMMON STOCK USD.01 | 58155Q103 |
| GILD | GILEAD SCIENCES INC | 56,372 | $2.887M | 0.1% | $51.21 * | $36.21 | -1.6% | COMMON STOCK USD.001 | 375558103 |
| GAP | GAP INC/THE | 68,707 | $2.867M | 0.1% | $41.73 * | $26.00 | +6.0% | COMMON STOCK USD.05 | 364760108 |
| — | CHIQUITA BRANDS INTL | 2,960,000 | $2.829M | 0.1% | $0.96 | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| AVY | AVERY DENNISON CORP | 66,162 | $2.829M | 0.1% | $42.76 * | $33.15 | +0.7% | COMMON STOCK USD1. | 053611109 |
| — | VALASSIS COMMUNICATIONS INC | 114,558 | $2.817M | 0.1% | $24.59 | $24.59 | — | COMMON STOCK USD.01 | 918866104 |
| — | BPZ RESOURCES INC | 3,500,000 | $2.809M | 0.1% | $0.80 | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| — | RACKSPACE HOSTING INC | 74,088 | $2.807M | 0.1% | $37.89 | $37.89 | — | COMMON STOCK USD.001 | 750086100 |
| EIX | EDISON INTERNATIONAL | 58,026 | $2.795M | 0.1% | $48.17 * | $30.71 | -1.8% | COMMON STOCK NPV | 281020107 |
| — | BROADCOM CORP CL A | 82,600 | $2.789M | 0.1% | $33.77 | $33.77 | — | COMMON STOCK USD.0001 | 111320107 |
| — | QUESTCOR PHARMACEUTICALS | 61,100 | $2.778M | 0.1% | $45.47 | $45.47 | — | COMMON STOCK NPV | 74835Y101 |
| — | OWENS ILLINOIS INC | 99,600 | $2.768M | 0.1% | $27.79 | $27.79 | — | COMMON STOCK USD.01 | 690768403 |
| — | FIRST DEFIANCE FINL CORP | 121,915 | $2.749M | 0.1% | $22.55 | $22.55 | — | COMMON STOCK USD.01 | 32006W106 |
| IDCC | INTERDIGITAL INC | 61,487 | $2.745M | 0.1% | $44.64 | $44.80 | -0.3% | COMMON STOCK USD.01 | 45867G101 |
| PTEN | PATTERSON UTI ENERGY INC | 141,790 | $2.744M | 0.1% | $19.35 | $21.83 | -11.3% | COMMON STOCK USD.01 | 703481101 |
| CSX | CSX CORP | 116,800 | $2.709M | 0.1% | $23.19 * | $6.66 | -5.4% | COMMON STOCK USD1. | 126408103 |
| — | ISHARES MSCI TAIWAN ETF | 202,716 | $2.696M | 0.1% | $13.30 | $13.30 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| — | TIBCO SOFTWARE INC | 126,000 | $2.696M | 0.1% | $21.40 | $21.40 | — | COMMON STOCK USD.001 | 88632Q103 |
| — | CALPINE CORP | 126,682 | $2.689M | 0.1% | $21.23 | $21.23 | — | COMMON STOCK USD.001 | 131347304 |
| UHS | UNIVERSAL HEALTH SERVICES B | 40,138 | $2.688M | 0.1% | $66.97 * | $62.83 | +1.4% | COMMON STOCK USD.01 | 913903100 |
| — | MANNING + NAPIER INC | 150,686 | $2.676M | 0.0% | $17.76 | $17.76 | — | COMMON STOCK USD.01 | 56382Q102 |
| OIS | OIL STATES INTERNATIONAL INC | 28,798 | $2.668M | 0.0% | $92.65 * | $51.03 | +3.7% | COMMON STOCK USD.01 | 678026105 |
| — | STAPLES INC | 167,951 | $2.664M | 0.0% | $15.86 | $15.86 | — | COMMON STOCK USD.0006 | 855030102 |
| — | EXELIS INC | 191,500 | $2.641M | 0.0% | $13.79 | $13.79 | — | COMMON STOCK USD.01 | 30162A108 |
| — | WALGREEN CO | 59,515 | $2.631M | 0.0% | $44.21 | $44.21 | — | COMMON STOCK USD.078125 | 931422109 |
| SJM | JM SMUCKER CO/THE | 25,448 | $2.625M | 0.0% | $103.15 * | $70.84 | +1.6% | COMMON STOCK NPV | 832696405 |
| ANF | ABERCROMBIE + FITCH CO CL A | 57,001 | $2.579M | 0.0% | $45.24 * | $37.66 | -7.9% | COMMON STOCK USD.01 | 002896207 |
| — | TESSCO TECHNOLOGIES INC | 97,445 | $2.573M | 0.0% | $26.40 | $26.40 | — | COMMON STOCK USD.01 | 872386107 |
| SEE | SEALED AIR CORP | 105,859 | $2.535M | 0.0% | $23.95 * | $18.75 | +4.1% | COMMON STOCK USD.1 | 81211K100 |
| — | STONE ENERGY CORP | 114,849 | $2.53M | 0.0% | $22.03 | $22.03 | — | COMMON STOCK USD.01 | 861642106 |
| NEE | NEXTERA ENERGY INC | 31,043 | $2.529M | 0.0% | $81.47 * | $14.15 | +3.3% | COMMON STOCK USD.01 | 65339F101 |
| — | ADVANCED SEMICONDUCTOR E ADR | 611,737 | $2.484M | 0.0% | $4.06 | $4.06 | — | ADR | 00756M404 |
| — | PAREXEL INTERNATIONAL CORP | 53,986 | $2.48M | 0.0% | $45.94 | $45.94 | — | COMMON STOCK USD.01 | 699462107 |
| — | ACORDA THERAPEUTICS INC | 74,806 | $2.468M | 0.0% | $32.99 | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| — | HARRIS TEETER SUPERMARKETS | 52,023 | $2.438M | 0.0% | $46.86 | $46.86 | — | COMMON STOCK NPV | 414585109 |
| TAP | MOLSON COORS BREWING CO B | 50,426 | $2.413M | 0.0% | $47.85 * | $37.25 | -5.0% | COMMON STOCK USD.01 | 60871R209 |
| DUK | DUKE ENERGY CORP | 35,626 | $2.405M | 0.0% | $67.51 * | $41.83 | -4.0% | COMMON STOCK USD.001 | 26441C204 |
| — | JOY GLOBAL INC | 49,402 | $2.397M | 0.0% | $48.52 | $48.52 | — | COMMON STOCK USD1. | 481165108 |
| — | ROUNDY S INC | 286,557 | $2.387M | 0.0% | $8.33 | $8.33 | — | COMMON STOCK USD.01 | 779268101 |
| SCVL | SHOE CARNIVAL INC | 99,409 | $2.387M | 0.0% | $24.01 * | $11.01 | +9.0% | COMMON STOCK USD.01 | 824889109 |
| PPG | PPG INDUSTRIES INC | 16,284 | $2.384M | 0.0% | $146.40 * | $59.61 | -1.0% | COMMON STOCK USD1.67 | 693506107 |
| GBX | GREENBRIER COMPANIES INC | 97,680 | $2.38M | 0.0% | $24.37 * | $17.07 | +4.8% | COMMON STOCK NPV | 393657101 |
| CNC | CENTENE CORP | 45,235 | $2.373M | 0.0% | $52.46 * | $12.12 | +8.2% | COMMON STOCK USD.001 | 15135B101 |
| — | REPUBLIC AIRWAYS HOLDINGS IN | 209,343 | $2.372M | 0.0% | $11.33 | $11.33 | — | COMMON STOCK USD.001 | 760276105 |
| — | CHINA MOBILE LTD SPON ADR | 45,792 | $2.371M | 0.0% | $51.78 | $51.78 | — | ADR | 16941M109 |
| RNR | RENAISSANCERE HOLDINGS LTD | 27,281 | $2.368M | 0.0% | $86.80 | $88.61 | -2.1% | COMMON STOCK USD1. | G7496G103 |
| EPR | EPR PROPERTIES | 46,748 | $2.35M | 0.0% | $50.27 | $50.27 | — | REIT USD.01 | 26884U109 |
| ENTG | ENTEGRIS INC | 249,120 | $2.339M | 0.0% | $9.39 * | $9.27 | -3.1% | COMMON STOCK USD.01 | 29362U104 |
| — | NABORS INDUSTRIES LTD | 152,683 | $2.338M | 0.0% | $15.31 | $15.31 | — | COMMON STOCK USD.001 | G6359F103 |
| SO | SOUTHERN CO/THE | 52,930 | $2.336M | 0.0% | $44.13 * | $26.74 | -3.7% | COMMON STOCK USD5. | 842587107 |
| — | VODAFONE GROUP PLC SP ADR | 80,916 | $2.326M | 0.0% | $28.75 | $28.75 | — | ADR | 92857W209 |
| LFUS | LITTELFUSE INC | 31,076 | $2.319M | 0.0% | $74.62 | $70.35 | +6.1% | COMMON STOCK USD.01 | 537008104 |
| FIS | FIDELITY NATIONAL INFORMATIO | 53,692 | $2.3M | 0.0% | $42.84 * | $34.36 | +0.7% | COMMON STOCK USD.01 | 31620M106 |
| PCG | P G + E CORP | 50,247 | $2.298M | 0.0% | $45.73 * | $38.88 | +0.0% | COMMON STOCK NPV | 69331C108 |
| AEP | AMERICAN ELECTRIC POWER | 50,808 | $2.275M | 0.0% | $44.78 * | $30.44 | -6.3% | COMMON STOCK USD6.5 | 025537101 |
| PPC | PILGRIM S PRIDE CORP | 150,154 | $2.243M | 0.0% | $14.94 | $11.16 | +33.9% | COMMON STOCK USD.01 | 72147K108 |
| MANH | MANHATTAN ASSOCIATES INC | 28,889 | $2.229M | 0.0% | $77.16 * | $18.32 | +5.3% | COMMON STOCK USD.01 | 562750109 |
| — | CUBIST PHARMACEUTICALS INC | 46,042 | $2.224M | 0.0% | $48.30 | $48.30 | — | COMMON STOCK USD.001 | 229678107 |
| — | PLANTRONICS INC | 50,404 | $2.214M | 0.0% | $43.93 | $43.93 | — | COMMON STOCK USD.01 | 727493108 |
| — | OMNIVISION TECHNOLOGIES INC | 117,583 | $2.193M | 0.0% | $18.65 | $18.65 | — | COMMON STOCK USD.001 | 682128103 |
| — | TIME WARNER INC | 36,644 | $2.119M | 0.0% | $57.83 | $57.83 | — | COMMON STOCK USD.01 | 887317303 |
| NPKI | NEWPARK RESOURCES INC | 192,572 | $2.116M | 0.0% | $10.99 | $10.36 | +6.1% | COMMON STOCK USD.01 | 651718504 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 85,737 | $2.085M | 0.0% | $24.32 | $26.09 | -6.8% | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| — | PIKE ELECTRIC CORP | 169,462 | $2.084M | 0.0% | $12.30 | $12.30 | — | COMMON STOCK USD.001 | 721283109 |
| EMN | EASTMAN CHEMICAL CO | 29,600 | $2.072M | 0.0% | $70.00 * | $47.81 | +0.8% | COMMON STOCK USD.01 | 277432100 |
| SEM | SELECT MEDICAL HOLDINGS CORP | 251,339 | $2.061M | 0.0% | $8.20 * | $3.81 | +0.4% | COMMON STOCK USD.001 | 81619Q105 |
| — | KINDRED HEALTHCARE INC | 156,771 | $2.058M | 0.0% | $13.13 | $13.13 | — | COMMON STOCK USD.25 | 494580103 |
| — | ALON USA ENERGY INC | 141,170 | $2.041M | 0.0% | $14.46 | $14.46 | — | COMMON STOCK USD.01 | 020520102 |
| CBRE | CBRE GROUP INC A | 87,200 | $2.037M | 0.0% | $23.36 | $23.79 | -1.8% | COMMON STOCK USD.01 | 12504L109 |
| — | CLIFFS NATURAL RESOURCES INC | 125,100 | $2.033M | 0.0% | $16.25 | $16.25 | — | COMMON STOCK USD.125 | 18683K101 |
| MCHB | HOMESTREET INC | 94,751 | $2.032M | 0.0% | $21.45 | $22.03 | -2.6% | COMMON STOCK | 43785V102 |
| — | NORTHERN OIL AND GAS INC | 151,170 | $2.017M | 0.0% | $13.34 | $13.34 | — | COMMON STOCK USD.001 | 665531109 |
| ANDE | ANDERSONS INC/THE | 37,819 | $2.012M | 0.0% | $53.20 * | $27.72 | +0.4% | COMMON STOCK NPV | 034164103 |
| — | CARRIZO OIL + GAS INC | 2,000,000 | $2.009M | 0.0% | $1.00 | $1.00 | — | COMPANY GUAR 06/28 4.375 | 144577AA1 |
| — | PHOTOMEDEX INC | 124,912 | $1.991M | 0.0% | $15.94 | $15.94 | — | COMMON STOCK USD.01 | 719358301 |
| — | CROWN CASTLE INTL CORP | 27,485 | $1.99M | 0.0% | $72.40 | $72.40 | — | COMMON STOCK USD.01 | 228227104 |
| KIM | KIMCO REALTY CORP | 92,219 | $1.976M | 0.0% | $21.43 * | $12.61 | -6.4% | REIT USD.01 | 49446R109 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 69,217 | $1.975M | 0.0% | $28.53 * | $23.16 | -5.8% | COMMON STOCK NPV | 609207105 |
| MCRI | MONARCH CASINO + RESORT INC | 116,886 | $1.971M | 0.0% | $16.86 | $13.55 | +24.4% | COMMON STOCK USD.01 | 609027107 |
| — | HESS CORP | 29,522 | $1.963M | 0.0% | $66.49 | $66.49 | — | COMMON STOCK USD1. | 42809H107 |
| — | COMPUTER SCIENCES CORP | 44,787 | $1.96M | 0.0% | $43.76 | $43.76 | — | COMMON STOCK USD1. | 205363104 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 91,212 | $1.945M | 0.0% | $21.32 * | $17.84 | +8.9% | COMMON STOCK USD.01 | 199333105 |
| — | REYNOLDS AMERICAN INC | 40,207 | $1.945M | 0.0% | $48.37 | $48.37 | — | COMMON STOCK USD.0001 | 761713106 |
| BIIB | BIOGEN IDEC INC | 8,930 | $1.922M | 0.0% | $215.23 | $213.68 | +0.7% | COMMON STOCK USD.0005 | 09062X103 |
| STC | STEWART INFORMATION SERVICES | 73,365 | $1.921M | 0.0% | $26.18 | $27.19 | -3.7% | COMMON STOCK USD1. | 860372101 |
| WNC | WABASH NATIONAL CORP | 188,496 | $1.919M | 0.0% | $10.18 * | $8.07 | +4.9% | COMMON STOCK USD.01 | 929566107 |
| SRE | SEMPRA ENERGY | 23,411 | $1.914M | 0.0% | $81.76 * | $27.60 | +1.1% | COMMON STOCK NPV | 816851109 |
| — | RIVERBED TECHNOLOGY INC | 121,135 | $1.885M | 0.0% | $15.56 | $15.56 | — | COMMON STOCK USD.0001 | 768573107 |
| WU | WESTERN UNION CO | 109,932 | $1.881M | 0.0% | $17.11 | $17.11 | — | COMMON STOCK USD.01 | 959802109 |
| — | ACTAVIS INC | 14,904 | $1.881M | 0.0% | $126.21 | $126.21 | — | COMMON STOCK USD.0033 | 00507K103 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $1.875M | 0.0% | $0.94 | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| CGIP | CELADON GROUP INC | 102,478 | $1.87M | 0.0% | $18.25 | $18.16 | 0.0% | COMMON STOCK USD.033 | 150838100 |
| — | AXIALL CORP | 43,885 | $1.869M | 0.0% | $42.59 | $42.59 | — | COMMON STOCK USD.01 | 05463D100 |
| — | SUSQUEHANNA BANCSHARES INC | 142,684 | $1.833M | 0.0% | $12.85 | $12.85 | — | COMMON STOCK USD2. | 869099101 |
| — | AARON S INC | 65,388 | $1.832M | 0.0% | $28.02 | $28.02 | — | COMMON STOCK USD.5 | 002535300 |
| — | RPX CORP | 108,719 | $1.826M | 0.0% | $16.80 | $16.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | AETNA INC | 28,621 | $1.819M | 0.0% | $63.55 | $63.55 | — | COMMON STOCK USD.01 | 00817Y108 |
| ACTG | ACACIA RESEARCH CORP | 81,065 | $1.812M | 0.0% | $22.35 * | $22.79 | -10.9% | COMMON STOCK USD.001 | 003881307 |
| — | STERIS CORP | 42,249 | $1.812M | 0.0% | $42.89 | $42.89 | — | COMMON STOCK NPV | 859152100 |
| — | PIER 1 IMPORTS INC | 76,906 | $1.807M | 0.0% | $23.50 | $23.50 | — | COMMON STOCK USD.001 | 720279108 |
| — | XL GROUP PLC | 59,037 | $1.79M | 0.0% | $30.32 | $30.32 | — | COMMON STOCK USD.01 | G98290102 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 53,839 | $1.751M | 0.0% | $32.52 | $34.19 | -4.8% | ADR | 824596100 |
| — | SYMANTEC CORP | 77,939 | $1.751M | 0.0% | $22.47 | $22.47 | — | COMMON STOCK USD.01 | 871503108 |
| D | DOMINION RESOURCES INC/VA | 30,537 | $1.735M | 0.0% | $56.82 * | $34.53 | -2.3% | COMMON STOCK NPV | 25746U109 |
| UHAL | AMERCO | 10,601 | $1.716M | 0.0% | $161.87 * | $16.61 | -2.5% | COMMON STOCK USD.25 | 023586100 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 55,192 | $1.712M | 0.0% | $31.02 | $26.61 | +16.5% | COMMON STOCK USD.01 | 02043Q107 |
| — | SELECT INCOME REIT | 60,931 | $1.709M | 0.0% | $28.05 | $28.05 | — | REIT USD.01 | 81618T100 |
| HCA | HCA HOLDINGS INC | 47,090 | $1.698M | 0.0% | $36.06 * | $35.96 | -6.8% | COMMON STOCK USD.01 | 40412C101 |
| CMA | COMERICA INC | 42,201 | $1.681M | 0.0% | $39.83 * | $24.17 | +7.1% | COMMON STOCK USD5. | 200340107 |
| PFG | PRINCIPAL FINANCIAL GROUP | 44,787 | $1.677M | 0.0% | $37.44 * | $23.49 | +2.8% | COMMON STOCK USD.01 | 74251V102 |
| KELYA | KELLY SERVICES INC A | 95,806 | $1.674M | 0.0% | $17.47 * | $14.88 | -0.1% | COMMON STOCK USD1. | 488152208 |
| FCBC | FIRST COMMUNITY BANCSHARES | 106,420 | $1.669M | 0.0% | $15.68 * | $9.18 | +2.6% | COMMON STOCK USD1. | 31983A103 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 14,862 | $1.663M | 0.0% | $111.90 | $110.02 | +1.7% | COMMON STOCK USD.0033 | 084670702 |
| — | CEC ENTERTAINMENT INC | 40,453 | $1.66M | 0.0% | $41.04 | $41.04 | — | COMMON STOCK USD.1 | 125137109 |
| — | ROVI CORP | 71,710 | $1.638M | 0.0% | $22.84 | $22.84 | — | COMMON STOCK USD.001 | 779376102 |
| NTGR | NETGEAR INC | 53,195 | $1.625M | 0.0% | $30.55 * | $19.52 | -3.0% | COMMON STOCK USD.001 | 64111Q104 |
| LZB | LA Z BOY INC | 79,568 | $1.613M | 0.0% | $20.27 | $18.51 | +9.5% | COMMON STOCK USD1. | 505336107 |
| WAFD | WASHINGTON FEDERAL INC | 84,969 | $1.604M | 0.0% | $18.88 * | $12.07 | +9.9% | COMMON STOCK USD1. | 938824109 |
| — | VOXX INTERNATIONAL CORP | 130,000 | $1.595M | 0.0% | $12.27 | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| — | HEALTHSOUTH CORP W/D | 55,394 | $1.595M | 0.0% | $28.79 | $28.79 | — | COMMON STOCK USD.01 | 421924309 |
| — | NEENAH PAPER INC | 50,150 | $1.593M | 0.0% | $31.76 | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| UFCS | UNITED FIRE GROUP INC | 63,863 | $1.586M | 0.0% | $24.83 | $27.77 | -10.6% | COMMON STOCK USD.001 | 910340108 |
| — | FIFTH STREET FINANCE CORP | 150,730 | $1.575M | 0.0% | $10.45 | $10.45 | — | COMMON STOCK USD.01 | 31678A103 |
| — | CHICO S FAS INC | 91,931 | $1.568M | 0.0% | $17.06 | $17.06 | — | COMMON STOCK USD.01 | 168615102 |
| ANIK | ANIKA THERAPEUTICS INC | 91,515 | $1.556M | 0.0% | $17.00 | $14.42 | +17.9% | COMMON STOCK USD.01 | 035255108 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 22,516 | $1.555M | 0.0% | $69.06 | $83.42 | -17.2% | COMMON STOCK USD.01 | 37364X109 |
| MA | MASTERCARD INC CLASS A | 2,646 | $1.52M | 0.0% | $574.45 * | $51.54 | +3.4% | COMMON STOCK USD.0001 | 57636Q104 |
| — | EL PASO ELECTRIC CO | 42,535 | $1.502M | 0.0% | $35.31 | $35.31 | — | COMMON STOCK NPV | 283677854 |
| — | OPENTABLE INC | 23,416 | $1.497M | 0.0% | $63.93 | $63.93 | — | COMMON STOCK USD.0001 | 68372A104 |
| UNH | UNITEDHEALTH GROUP INC | 22,570 | $1.478M | 0.0% | $65.49 * | $50.75 | +5.6% | COMMON STOCK USD.01 | 91324P102 |
| — | SELECT COMFORT CORPORATION | 58,359 | $1.462M | 0.0% | $25.05 | $25.05 | — | COMMON STOCK USD.01 | 81616X103 |
| VRA | VERA BRADLEY INC | 66,832 | $1.448M | 0.0% | $21.67 | $22.25 | -2.7% | COMMON STOCK | 92335C106 |
| LXU | LSB INDUSTRIES INC | 47,252 | $1.437M | 0.0% | $30.41 * | $25.06 | -6.7% | COMMON STOCK USD.1 | 502160104 |
| — | AVG TECHNOLOGIES | 73,489 | $1.429M | 0.0% | $19.45 | $19.45 | — | COMMON STOCK EUR.01 | N07831105 |
| — | HANGER INC | 44,505 | $1.408M | 0.0% | $31.64 | $31.64 | — | COMMON STOCK USD.01 | 41043F208 |
| AMAT | APPLIED MATERIALS INC | 93,689 | $1.397M | 0.0% | $14.91 * | $12.22 | +3.2% | COMMON STOCK USD.01 | 038222105 |
| CAH | CARDINAL HEALTH INC | 29,580 | $1.396M | 0.0% | $47.19 * | $32.61 | +4.0% | COMMON STOCK NPV | 14149Y108 |
| — | ADVENT SOFTWARE INC | 39,802 | $1.395M | 0.0% | $35.05 | $35.05 | — | COMMON STOCK USD.01 | 007974108 |
| KLIC | KULICKE + SOFFA INDUSTRIES | 124,742 | $1.38M | 0.0% | $11.06 * | $9.86 | -2.2% | COMMON STOCK NPV | 501242101 |
| — | CHUBB CORP | 16,289 | $1.379M | 0.0% | $84.66 | $84.66 | — | COMMON STOCK USD1. | 171232101 |
| MHO | M/I HOMES INC | 59,810 | $1.373M | 0.0% | $22.96 | $24.31 | -5.6% | COMMON STOCK USD.01 | 55305B101 |
| CVLT | COMMVAULT SYSTEMS INC | 18,064 | $1.371M | 0.0% | $75.90 | $73.63 | +3.1% | COMMON STOCK USD.01 | 204166102 |
| — | BED BATH + BEYOND INC | 19,300 | $1.368M | 0.0% | $70.88 | $70.88 | — | COMMON STOCK USD.01 | 075896100 |
| — | VALSPAR CORP | 21,031 | $1.36M | 0.0% | $64.67 | $64.67 | — | COMMON STOCK USD.5 | 920355104 |
| IVZ | INVESCO LTD | 41,800 | $1.329M | 0.0% | $31.79 * | $18.88 | -0.3% | COMMON STOCK USD.2 | G491BT108 |
| — | SMITHFIELD FOODS INC | 40,400 | $1.323M | 0.0% | $32.75 | $32.75 | — | COMMON STOCK USD.5 | 832248108 |
| CVI | CVR ENERGY INC | 27,548 | $1.306M | 0.0% | $47.41 * | $18.37 | -7.6% | COMMON STOCK USD.01 | 12662P108 |
| HAL | HALLIBURTON CO | 30,500 | $1.272M | 0.0% | $41.70 * | $33.21 | +0.0% | COMMON STOCK USD2.5 | 406216101 |
| UIS | UNISYS CORP | 56,632 | $1.25M | 0.0% | $22.07 | $19.99 | +10.4% | COMMON STOCK USD.01 | 909214306 |
| PLXS | PLEXUS CORP | 41,629 | $1.244M | 0.0% | $29.88 | $27.78 | +7.6% | COMMON STOCK USD.01 | 729132100 |
| — | RENEWABLE ENERGY GROUP INC | 87,298 | $1.242M | 0.0% | $14.23 | $14.23 | — | COMMON STOCK USD.0001 | 75972A301 |
| — | BBCN BANCORP INC | 86,454 | $1.229M | 0.0% | $14.22 | $14.22 | — | COMMON STOCK USD.001 | 073295107 |
| DTE | DTE ENERGY COMPANY | 18,321 | $1.228M | 0.0% | $67.03 * | $38.29 | -2.4% | COMMON STOCK NPV | 233331107 |
| — | FEI COMPANY | 16,825 | $1.228M | 0.0% | $72.99 | $72.99 | — | COMMON STOCK NPV | 30241L109 |
| KBR | KBR INC | 37,049 | $1.204M | 0.0% | $32.50 * | $26.54 | +2.2% | COMMON STOCK USD.001 | 48242W106 |
| QUAD | QUAD GRAPHICS INC | 49,828 | $1.201M | 0.0% | $24.10 | $22.74 | +6.0% | COMMON STOCK USD.025 | 747301109 |
| — | JOHNSON CONTROLS INC | 33,035 | $1.182M | 0.0% | $35.78 | $35.78 | — | COMMON STOCK USD.01388 | 478366107 |
| CVU | CPI AEROSTRUCTURES INC | 108,220 | $1.174M | 0.0% | $10.85 | $9.36 | +15.9% | COMMON STOCK USD.001 | 125919308 |
| — | VALE SA SP PREF ADR | 95,780 | $1.165M | 0.0% | $12.16 | $12.16 | — | ADR NPV | 91912E204 |
| NYT | NEW YORK TIMES CO A | 103,298 | $1.142M | 0.0% | $11.06 * | $8.72 | +12.5% | COMMON STOCK USD.1 | 650111107 |
| TROW | T ROWE PRICE GROUP INC | 15,600 | $1.141M | 0.0% | $73.14 * | $47.69 | -1.6% | COMMON STOCK USD.2 | 74144T108 |
| TXN | TEXAS INSTRUMENTS INC | 32,572 | $1.136M | 0.0% | $34.88 * | $25.31 | -2.3% | COMMON STOCK USD1. | 882508104 |
| — | HANESBRANDS INC | 21,424 | $1.102M | 0.0% | $51.44 | $51.44 | — | COMMON STOCK USD.01 | 410345102 |
| — | WEB.COM GROUP INC | 42,891 | $1.098M | 0.0% | $25.60 | $25.60 | — | COMMON STOCK USD.001 | 94733A104 |
| PETS | PETMED EXPRESS INC | 86,229 | $1.086M | 0.0% | $12.59 | $13.04 | -3.4% | COMMON STOCK USD.001 | 716382106 |
| — | E TRADE FINANCIAL CORP | 85,724 | $1.085M | 0.0% | $12.66 | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| — | BRIDGEPOINT EDUCATION INC | 88,928 | $1.083M | 0.0% | $12.18 | $12.18 | — | COMMON STOCK USD.01 | 10807M105 |
| — | MONEYGRAM INTERNATIONAL INC | 47,529 | $1.077M | 0.0% | $22.66 | $22.66 | — | COMMON STOCK USD.01 | 60935Y208 |
| LPX | LOUISIANA PACIFIC CORP | 72,504 | $1.072M | 0.0% | $14.79 | $18.15 | -18.5% | COMMON STOCK USD1. | 546347105 |
| FCNCA | FIRST CITIZENS BCSHS CL A | 5,577 | $1.071M | 0.0% | $192.04 * | $182.75 | +0.2% | COMMON STOCK USD1. | 31946M103 |
| — | WESTERN REFINING INC | 37,740 | $1.059M | 0.0% | $28.06 | $28.06 | — | COMMON STOCK USD.01 | 959319104 |
| LKFN | LAKELAND FINANCIAL CORP | 37,738 | $1.047M | 0.0% | $27.74 * | $13.19 | +2.2% | COMMON STOCK NPV | 511656100 |
| AMWD | AMERICAN WOODMARK CORP | 28,822 | $1M | 0.0% | $34.70 | $34.15 | 0.0% | COMMON STOCK NPV | 030506109 |
| LLY | ELI LILLY + CO | 20,358 | $1M | 0.0% | $49.12 * | $42.21 | -9.3% | COMMON STOCK NPV | 532457108 |
| — | QUALITY SYSTEMS INC | 52,431 | $981K | 0.0% | $18.71 | $18.71 | — | COMMON STOCK USD.01 | 747582104 |
| — | EPL OIL + GAS INC | 33,349 | $979K | 0.0% | $29.36 | $29.36 | — | COMMON STOCK USD.001 | 26883D108 |
| — | MANNKIND CORP | 1,000,000 | $968K | 0.0% | $0.97 | $0.97 | — | SR UNSECURED 12/13 3.75 | 56400PAA0 |
| — | PETROCHINA CO LTD ADR | 8,713 | $964K | 0.0% | $110.64 | $110.64 | — | ADR | 71646E100 |
| — | GREATBATCH INC | 29,339 | $962K | 0.0% | $32.79 | $32.79 | — | COMMON STOCK USD.001 | 39153L106 |
| — | OMEGA PROTEIN CORP | 105,000 | $943K | 0.0% | $8.98 | $8.98 | — | COMMON STOCK USD.01 | 68210P107 |
| — | FRANCESCAS HOLDINGS CORP | 33,477 | $930K | 0.0% | $27.78 | $27.78 | — | COMMON STOCK USD.01 | 351793104 |
| PVH | PVH CORP | 7,263 | $908K | 0.0% | $125.02 | $112.68 | +9.0% | COMMON STOCK USD1. | 693656100 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 16,815 | $904K | 0.0% | $53.76 | $59.41 | -9.5% | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| PNNT | PENNANTPARK INVESTMENT CORP | 80,722 | $892K | 0.0% | $11.05 * | $2.41 | +1.1% | COMMON STOCK USD.001 | 708062104 |
| — | DOW CHEMICAL CO/THE | 27,700 | $891K | 0.0% | $32.17 | $32.17 | — | COMMON STOCK USD2.5 | 260543103 |
| WD | WALKER + DUNLOP INC | 50,884 | $890K | 0.0% | $17.49 * | $14.82 | -3.3% | COMMON STOCK | 93148P102 |
| ZBH | ZIMMER HOLDINGS INC | 11,767 | $882K | 0.0% | $74.96 * | $67.30 | -2.4% | COMMON STOCK USD.01 | 98956P102 |
| — | C+J ENERGY SERVICES INC | 44,957 | $871K | 0.0% | $19.37 | $19.37 | — | COMMON STOCK USD.01 | 12467B304 |
| SBUX | STARBUCKS CORP | 13,233 | $867K | 0.0% | $65.52 * | $24.37 | +5.6% | COMMON STOCK USD.001 | 855244109 |
| — | ANNALY CAPITAL MANAGEMENT IN | 68,525 | $861K | 0.0% | $12.56 | $12.56 | — | REIT USD.01 | 035710409 |
| — | ROCKWELL COLLINS INC | 13,548 | $859K | 0.0% | $63.40 | $63.40 | — | COMMON STOCK USD.01 | 774341101 |
| RRX | REGAL BELOIT CORP | 13,192 | $855K | 0.0% | $64.81 | $69.87 | -7.2% | COMMON STOCK USD.01 | 758750103 |
| TRS | TRIMAS CORP | 22,803 | $850K | 0.0% | $37.28 * | $25.45 | +16.7% | COMMON STOCK USD.01 | 896215209 |
| — | ROSETTA RESOURCES INC | 19,792 | $842K | 0.0% | $42.54 | $42.54 | — | COMMON STOCK USD.001 | 777779307 |
| FE | FIRSTENERGY CORP | 22,517 | $841K | 0.0% | $37.35 * | $24.57 | -10.8% | COMMON STOCK USD.1 | 337932107 |
| POWL | POWELL INDUSTRIES INC | 16,227 | $838K | 0.0% | $51.64 * | $36.18 | +3.6% | COMMON STOCK USD.01 | 739128106 |
| RWT | REDWOOD TRUST INC | 48,700 | $828K | 0.0% | $17.00 | $17.00 | — | REIT USD.01 | 758075402 |
| — | FURIEX PHARMACEUTICALS | 23,961 | $816K | 0.0% | $34.06 | $34.06 | — | COMMON STOCK USD.001 | 36106P101 |
| — | RUBICON TECHNOLOGY INC | 101,534 | $813K | 0.0% | $8.01 | $8.01 | — | COMMON STOCK USD.001 | 78112T107 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $804K | 0.0% | $0.40 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| EBS | EMERGENT BIOSOLUTIONS INC | 55,723 | $804K | 0.0% | $14.43 | $14.48 | -0.4% | COMMON STOCK USD.001 | 29089Q105 |
| — | GREEN MOUNTAIN COFFEE ROASTE | 10,341 | $776K | 0.0% | $75.04 | $75.04 | — | COMMON STOCK USD.1 | 393122106 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 57,952 | $775K | 0.0% | $13.37 | $12.28 | +8.9% | COMMON STOCK USD.001 | 64125C109 |
| — | ZAGG INC | 144,271 | $772K | 0.0% | $5.35 | $5.35 | — | COMMON STOCK USD.001 | 98884U108 |
| EMBJ | EMBRAER SA ADR | 20,132 | $743K | 0.0% | $36.91 | $35.51 | +3.9% | ADR | 29082A107 |
| DDS | DILLARDS INC CL A | 9,000 | $738K | 0.0% | $82.00 * | $62.60 | -3.1% | COMMON STOCK NPV | 254067101 |
| EAT | BRINKER INTERNATIONAL INC | 18,586 | $733K | 0.0% | $39.44 * | $32.07 | +0.4% | COMMON STOCK USD.1 | 109641100 |
| — | TECH DATA CORP | 15,500 | $730K | 0.0% | $47.10 | $47.10 | — | COMMON STOCK USD.0015 | 878237106 |
| — | AUDIENCE INC | 53,902 | $712K | 0.0% | $13.21 | $13.21 | — | COMMON STOCK USD.001 | 05070J102 |
| ALKS | ALKERMES PLC | 24,487 | $702K | 0.0% | $28.67 | $29.15 | -1.6% | COMMON STOCK USD.01 | G01767105 |
| — | FORESTAR GROUP INC | 34,497 | $692K | 0.0% | $20.06 | $20.06 | — | COMMON STOCK USD1. | 346233109 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 134,684 | $683K | 0.0% | $5.07 | $5.07 | — | COMMON STOCK USD.01 | 518415104 |
| PSX | PHILLIPS 66 | 11,600 | $683K | 0.0% | $58.88 * | $40.44 | -6.0% | COMMON STOCK | 718546104 |
| ALEX | ALEXANDER + BALDWIN INC | 17,100 | $680K | 0.0% | $39.77 | $39.77 | — | COMMON STOCK | 014491104 |
| — | WABCO HOLDINGS INC | 9,003 | $672K | 0.0% | $74.64 | $74.64 | — | COMMON STOCK USD.01 | 92927K102 |
| ERIC | ERICSSON (LM) TEL SP ADR | 59,565 | $672K | 0.0% | $11.28 | $11.95 | -5.6% | ADR | 294821608 |
| MLCO | MELCO CROWN ENTERTAINME ADR | 30,000 | $671K | 0.0% | $22.37 | $23.59 | -5.2% | ADR USD.01 | 585464100 |
| VFC | VF CORP | 3,429 | $662K | 0.0% | $193.06 * | $42.45 | +7.1% | COMMON STOCK NPV | 918204108 |
| — | CAI INTERNATIONAL INC | 27,939 | $659K | 0.0% | $23.59 | $23.59 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | CYBERONICS INC | 12,661 | $658K | 0.0% | $51.97 | $51.97 | — | COMMON STOCK USD.01 | 23251P102 |
| — | RUDOLPH TECHNOLOGIES INC | 58,519 | $655K | 0.0% | $11.19 | $11.19 | — | COMMON STOCK USD.001 | 781270103 |
| URBN | URBAN OUTFITTERS INC | 16,200 | $652K | 0.0% | $40.25 | $41.26 | -2.5% | COMMON STOCK USD.0001 | 917047102 |
| — | JUNIPER NETWORKS INC | 33,140 | $640K | 0.0% | $19.31 | $19.31 | — | COMMON STOCK USD.00001 | 48203R104 |
| — | OASIS PETROLEUM INC | 16,396 | $637K | 0.0% | $38.85 | $38.85 | — | COMMON STOCK USD.01 | 674215108 |
| — | CIA PARANAENSE ENER SP ADR P | 50,820 | $631K | 0.0% | $12.42 | $12.42 | — | ADR NPV | 20441B407 |
| PRU | PRUDENTIAL FINANCIAL INC | 8,596 | $628K | 0.0% | $73.06 * | $38.68 | +13.0% | COMMON STOCK USD.01 | 744320102 |
| — | MANITOWOC COMPANY INC | 34,239 | $613K | 0.0% | $17.90 | $17.90 | — | COMMON STOCK USD.01 | 563571108 |
| LVS | LAS VEGAS SANDS CORP | 11,523 | $610K | 0.0% | $52.94 * | $38.99 | -4.9% | COMMON STOCK USD.001 | 517834107 |
| — | ISHARES MSCI MALAYSIA ETF | 39,114 | $608K | 0.0% | $15.54 | $15.54 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| WHR | WHIRLPOOL CORP | 5,300 | $606K | 0.0% | $114.34 | $121.27 | -5.7% | COMMON STOCK USD1. | 963320106 |
| — | JINKOSOLAR HOLDING CO LT | 1,000,000 | $599K | 0.0% | $0.60 | $0.60 | — | SR UNSECURED 144A 05/16 4. | 47759TAA8 |
| TDG | TRANSDIGM GROUP INC | 3,759 | $589K | 0.0% | $156.69 * | $70.58 | +4.5% | COMMON STOCK USD.01 | 893641100 |
| EVC | ENTRAVISION COMMUNICATIONS A | 94,661 | $582K | 0.0% | $6.15 * | $2.58 | +38.4% | COMMON STOCK USD.0001 | 29382R107 |
| NOK | NOKIA CORP SPON ADR | 155,180 | $580K | 0.0% | $3.74 | $3.52 | +6.2% | ADR | 654902204 |
| MS | MORGAN STANLEY | 23,001 | $562K | 0.0% | $24.43 * | $17.33 | +3.1% | COMMON STOCK USD.01 | 617446448 |
| — | UNITED STATIONERS INC | 16,170 | $543K | 0.0% | $33.58 | $33.58 | — | COMMON STOCK USD.1 | 913004107 |
| FSLR | FIRST SOLAR INC | 12,094 | $541K | 0.0% | $44.73 | $44.50 | +0.7% | COMMON STOCK USD.001 | 336433107 |
| — | CHESAPEAKE ENERGY CORP | 26,154 | $533K | 0.0% | $20.38 | $20.38 | — | COMMON STOCK USD.01 | 165167107 |
| DRI | DARDEN RESTAURANTS INC | 10,515 | $531K | 0.0% | $50.50 * | $31.32 | -2.3% | COMMON STOCK NPV | 237194105 |
| — | LINEAR TECHNOLOGY CORP | 14,283 | $526K | 0.0% | $36.83 | $36.83 | — | COMMON STOCK USD.001 | 535678106 |
| — | SINCLAIR BROADCAST GROUP A | 17,594 | $517K | 0.0% | $29.39 | $29.39 | — | COMMON STOCK USD.01 | 829226109 |
| PCAR | PACCAR INC | 9,425 | $506K | 0.0% | $53.69 * | $21.67 | +3.9% | COMMON STOCK USD1. | 693718108 |
| — | INTL SHIPHOLDING CORP | 21,591 | $504K | 0.0% | $23.34 | $23.34 | — | COMMON STOCK USD1. | 460321201 |
| APEI | AMERICAN PUBLIC EDUCATION | 13,395 | $498K | 0.0% | $37.18 | $36.06 | +3.1% | COMMON STOCK USD.01 | 02913V103 |
| — | CREDIT SUISSE GROUP SPON ADR | 18,152 | $480K | 0.0% | $26.44 | $26.44 | — | ADR | 225401108 |
| SLGN | SILGAN HOLDINGS INC | 10,200 | $479K | 0.0% | $46.96 * | $23.90 | -1.8% | COMMON STOCK USD.01 | 827048109 |
| — | KAPSTONE PAPER AND PACKAGING | 11,901 | $478K | 0.0% | $40.16 | $40.16 | — | COMMON STOCK USD.0001 | 48562P103 |
| — | CENTRAL EURO MEDIA ENTER | 500,000 | $477K | 0.0% | $0.95 | $0.95 | — | SECURED 11/15 5. | 153443AH9 |
| FOSL | FOSSIL GROUP INC | 4,580 | $473K | 0.0% | $103.28 | $101.05 | +2.2% | COMMON STOCK USD.01 | 34988V106 |
| — | SOHU.COM INC | 7,600 | $468K | 0.0% | $61.58 | $61.58 | — | COMMON STOCK USD.001 | 83408W103 |
| TPC | TUTOR PERINI CORP | 24,937 | $451K | 0.0% | $18.09 | $17.65 | +2.5% | COMMON STOCK USD1. | 901109108 |
| — | CEPHEID INC | 13,009 | $448K | 0.0% | $34.44 | $34.44 | — | COMMON STOCK NPV | 15670R107 |
| — | CLOVIS ONCOLOGY INC | 6,667 | $447K | 0.0% | $67.05 | $67.05 | — | COMMON STOCK USD.001 | 189464100 |
| NUS | NU SKIN ENTERPRISES INC A | 7,100 | $434K | 0.0% | $61.13 * | $37.42 | +10.4% | COMMON STOCK USD.001 | 67018T105 |
| NVDA | NVIDIA CORP | 30,536 | $428K | 0.0% | $14.02 * | $0.32 | +2.0% | COMMON STOCK USD.001 | 67066G104 |
| — | T.G.C. INDUSTRIES INC | 51,300 | $422K | 0.0% | $8.23 | $8.23 | — | COMMON STOCK USD.01 | 872417308 |
| — | VITAMIN SHOPPE INC | 9,380 | $421K | 0.0% | $44.88 | $44.88 | — | COMMON STOCK USD.01 | 92849E101 |
| — | INGERSOLL RAND PLC | 7,487 | $416K | 0.0% | $55.56 | $55.56 | — | COMMON STOCK USD1. | G47791101 |
| — | PHARMACYCLICS INC | 5,206 | $414K | 0.0% | $79.52 | $79.52 | — | COMMON STOCK USD.0001 | 716933106 |
| GPRE | GREEN PLAINS RENEWABLE ENERG | 30,890 | $411K | 0.0% | $13.31 | $13.32 | +0.0% | COMMON STOCK USD.001 | 393222104 |
| LAD | LITHIA MOTORS INC CL A | 7,715 | $411K | 0.0% | $53.27 | $50.23 | +6.1% | COMMON STOCK NPV | 536797103 |
| YZCAY | YANZHOU COAL MINING SP ADR | 54,921 | $390K | 0.0% | $7.10 | $7.10 | — | ADR CNY1. | 984846105 |
| — | EQUINIX INC | 2,105 | $389K | 0.0% | $184.80 | $184.80 | — | COMMON STOCK USD.001 | 29444U502 |
| — | TORCHMARK CORP | 5,900 | $384K | 0.0% | $65.08 | $65.08 | — | COMMON STOCK USD1. | 891027104 |
| MRSH | MARSH + MCLENNAN COS | 9,604 | $383K | 0.0% | $39.88 * | $31.19 | +2.3% | COMMON STOCK USD1. | 571748102 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 2,062 | $373K | 0.0% | $180.89 * | $118.19 | +5.6% | COMMON STOCK USD.01 | 018581108 |
| MCHP | MICROCHIP TECHNOLOGY INC | 9,922 | $370K | 0.0% | $37.29 * | $13.83 | +2.5% | COMMON STOCK USD.001 | 595017104 |
| MPT | MEDICAL PROPERTIES TRUST INC | 24,731 | $354K | 0.0% | $14.31 | $14.31 | — | REIT USD.001 | 58463J304 |
| — | ALCOA INC | 44,198 | $346K | 0.0% | $7.83 | $7.83 | — | COMMON STOCK USD1. | 013817101 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 7,862 | $345K | 0.0% | $43.88 | $51.94 | -15.6% | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| SPPJY | SAPPI LTD SPONSORED ADR | 133,325 | $327K | 0.0% | $2.45 | $2.45 | — | ADR | 803069202 |
| AMG | AFFILIATED MANAGERS GROUP | 1,824 | $299K | 0.0% | $163.93 * | $153.14 | +3.6% | COMMON STOCK USD.01 | 008252108 |
| EWW | ISHARES MSCI MEXICO CAPPED ETF | 4,576 | $298K | 0.0% | $65.12 | $69.47 | -6.1% | ISHARES MSCI MEXICO CAPPED | 464286822 |
| O | REALTY INCOME CORP | 5,682 | $238K | 0.0% | $41.89 * | $25.40 | -11.4% | REIT USD1. | 756109104 |
| EIDO | ISHARES MSCI INDONESIA ETF | 6,534 | $204K | 0.0% | $31.22 | $33.79 | -7.8% | ISHARES MSCI INDONESIA ETF | 46429B309 |
| — | LEUCADIA NATIONAL CORP | 7,126 | $187K | 0.0% | $26.24 | $26.24 | — | COMMON STOCK USD1. | 527288104 |
| HSIC | HENRY SCHEIN INC | 1,930 | $185K | 0.0% | $95.85 * | $36.66 | +2.4% | COMMON STOCK USD.01 | 806407102 |
| CHD | CHURCH + DWIGHT CO INC | 2,950 | $182K | 0.0% | $61.69 * | $26.18 | -1.0% | COMMON STOCK USD1. | 171340102 |
| ACN | ACCENTURE PLC CL A | 2,150 | $155K | 0.0% | $72.09 * | $63.81 | -9.3% | COMMON STOCK USD.0022.5 | G1151C101 |
| BAX | BAXTER INTERNATIONAL INC | 1,720 | $119K | 0.0% | $69.19 * | $30.42 | -1.3% | COMMON STOCK USD1. | 071813109 |
| — | INTERCONTINENTALEXCHANGE INC | 641 | $114K | 0.0% | $177.85 | $177.85 | — | COMMON STOCK USD.01 | 45865V100 |
| — | AON PLC | 1,747 | $112K | 0.0% | $64.11 | $64.11 | — | COMMON STOCK USD.01 | G0408V102 |
| — | COVIDIEN PLC | 1,534 | $96,000 | 0.0% | $62.58 | $62.58 | — | COMMON STOCK USD.2 | G2554F113 |
| — | US CONCRETE INC | 8,000 | $13,000 | 0.0% | $1.63 | $1.63 | — | SR SECURED 08/15 9.5 | 90333LAF9 |