Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value: $5.467B (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 | $584M | 10.7% | $58.56 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EEM | ISHARES MSCI EMERGING MARKETS | 5,511,132 | $225M | 4.1% | $40.77 | $40.89 | -0.3% | ISHARES MSCI EMERGING MARKET | 464287234 |
| TX | TERNIUM SA SPONSORED ADR | 8,387,403 | $201M | 3.7% | $24.02 | $22.29 | +7.8% | ADR USD1. | 880890108 |
| PKX | POSCO ADR | 2,329,559 | $172M | 3.1% | $73.64 | $70.91 | +3.9% | ADR | 693483109 |
| XOM | EXXON MOBIL CORP | 1,272,925 | $110M | 2.0% | $86.04 * | $53.73 | -3.5% | COMMON STOCK NPV | 30231G102 |
| — | BANCOLOMBIA S.A. SPONS ADR | 1,685,013 | $96.96M | 1.8% | $57.54 | $56.73 | — | ADR | 05968L102 |
| INFY | INFOSYS LTD SP ADR | 1,999,924 | $96.22M | 1.8% | $48.11 | $43.59 | +10.4% | ADR | 456788108 |
| PFE | PFIZER INC | 3,080,193 | $88.43M | 1.6% | $28.71 * | $16.45 | -0.1% | COMMON STOCK USD.05 | 717081103 |
| AAPL | APPLE INC | 173,659 | $82.79M | 1.5% | $476.75 * | $13.44 | +9.4% | COMMON STOCK NPV | 037833100 |
| EFA | ISHARES MSCI EAFE ETF | 1,261,944 | $80.5M | 1.5% | $63.79 | $60.47 | +5.5% | ISHARES MSCI EAFE ETF | 464287465 |
| MSFT | MICROSOFT CORP | 2,378,276 | $79.22M | 1.4% | $33.31 * | $26.74 | +2.5% | COMMON STOCK USD.00000625 | 594918104 |
| ORCL | ORACLE CORP | 2,355,886 | $78.14M | 1.4% | $33.17 * | $27.52 | +0.6% | COMMON STOCK USD.01 | 68389X105 |
| MRK | MERCK + CO. INC. | 1,641,249 | $78.14M | 1.4% | $47.61 * | $30.16 | +2.9% | COMMON STOCK USD.5 | 58933Y105 |
| — | ANGLOGOLD ASHANTI SPON ADR | 5,707,453 | $75.8M | 1.4% | $13.28 | $14.13 | — | ADR NPV | 035128206 |
| SLB | SCHLUMBERGER LTD | 648,868 | $57.33M | 1.0% | $88.36 * | $52.90 | +20.2% | COMMON STOCK USD.01 | 806857108 |
| PG | PROCTER + GAMBLE CO/THE | 737,437 | $55.74M | 1.0% | $75.59 * | $56.12 | -4.7% | COMMON STOCK | 742718109 |
| — | AMERICA MOVIL ADR SERIES L | 2,543,683 | $50.39M | 0.9% | $19.81 | $21.68 | — | ADR NPV | 02364W105 |
| JPM | JPMORGAN CHASE + CO | 971,795 | $50.23M | 0.9% | $51.69 * | $36.27 | +2.3% | COMMON STOCK USD1. | 46625H100 |
| C | CITIGROUP INC | 853,550 | $41.41M | 0.8% | $48.51 * | $35.84 | +0.7% | COMMON STOCK USD.01 | 172967424 |
| KO | COCA COLA CO/THE | 1,062,417 | $40.24M | 0.7% | $37.88 * | $27.55 | -6.3% | COMMON STOCK USD.25 | 191216100 |
| WFC | WELLS FARGO + CO | 937,099 | $38.72M | 0.7% | $41.32 * | $27.36 | +7.1% | COMMON STOCK USD1.666 | 949746101 |
| DAL | DELTA AIR LINES INC | 1,497,591 | $35.33M | 0.6% | $23.59 * | $14.99 | +36.4% | COMMON STOCK USD.0001 | 247361702 |
| — | CELGENE CORP | 218,465 | $33.63M | 0.6% | $153.93 | $124.57 | — | COMMON STOCK USD.01 | 151020104 |
| CPA | COPA HOLDINGS SA CLASS A | 242,333 | $33.6M | 0.6% | $138.67 * | $87.82 | +9.1% | COMMON STOCK NPV | P31076105 |
| OXY | OCCIDENTAL PETROLEUM CORP | 358,511 | $33.53M | 0.6% | $93.54 * | $57.98 | +7.1% | COMMON STOCK USD.2 | 674599105 |
| MCD | MCDONALD S CORP | 345,805 | $33.27M | 0.6% | $96.21 * | $71.43 | -2.2% | COMMON STOCK USD.01 | 580135101 |
| PM | PHILIP MORRIS INTERNATIONAL | 347,290 | $30.07M | 0.6% | $86.59 * | $49.85 | -5.0% | COMMON STOCK NPV | 718172109 |
| — | MEDTRONIC INC | 546,908 | $29.12M | 0.5% | $53.25 | $51.65 | — | COMMON STOCK USD.1 | 585055106 |
| — | EXPRESS SCRIPTS HOLDING CO | 468,103 | $28.92M | 0.5% | $61.78 | $61.69 | — | COMMON STOCK USD.01 | 30219G108 |
| CSCO | CISCO SYSTEMS INC | 1,230,221 | $28.81M | 0.5% | $23.42 * | $15.33 | +4.2% | COMMON STOCK USD.001 | 17275R102 |
| — | GENERAL ELECTRIC CO | 1,187,509 | $28.37M | 0.5% | $23.89 | $23.19 | — | COMMON STOCK USD.06 | 369604103 |
| — | RAYTHEON COMPANY | 363,075 | $27.98M | 0.5% | $77.07 | $67.09 | — | COMMON STOCK USD.01 | 755111507 |
| USB | US BANCORP | 764,053 | $27.95M | 0.5% | $36.58 * | $22.46 | +7.7% | COMMON STOCK USD.01 | 902973304 |
| TGT | TARGET CORP | 434,986 | $27.83M | 0.5% | $63.98 * | $47.78 | -6.9% | COMMON STOCK USD.0833 | 87612E106 |
| — | NATIONAL OILWELL VARCO INC | 355,591 | $27.77M | 0.5% | $78.11 | $69.50 | — | COMMON STOCK USD.01 | 637071101 |
| — | COACH INC | 506,100 | $27.6M | 0.5% | $54.53 | $57.09 | — | COMMON STOCK USD.01 | 189754104 |
| HUM | HUMANA INC | 294,225 | $27.46M | 0.5% | $93.33 * | $71.14 | +18.9% | COMMON STOCK USD.166 | 444859102 |
| — | BAKER HUGHES INC | 547,227 | $26.87M | 0.5% | $49.10 | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| — | KRAFT FOODS GROUP INC | 508,504 | $26.67M | 0.5% | $52.44 | $54.93 | — | COMMON STOCK | 50076Q106 |
| CVE | CENOVUS ENERGY INC | 887,372 | $26.49M | 0.5% | $29.85 * | $22.60 | +1.6% | COMMON STOCK NPV | 15135U109 |
| DIS | WALT DISNEY CO/THE | 404,475 | $26.09M | 0.5% | $64.49 * | $56.49 | +1.4% | COMMON STOCK USD.01 | 254687106 |
| NWL | NEWELL RUBBERMAID INC | 926,674 | $25.48M | 0.5% | $27.50 * | $16.80 | +4.4% | COMMON STOCK USD1. | 651229106 |
| SPY | SPDR S+P 500 ETF TRUST | 150,732 | $25.34M | 0.5% | $168.10 | $164.43 | +2.2% | SPDR S+P 500 ETF TRUST | 78462F103 |
| BAC | BANK OF AMERICA CORP | 1,794,310 | $24.76M | 0.5% | $13.80 * | $10.95 | -0.7% | COMMON STOCK USD.01 | 060505104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 506,057 | $24.61M | 0.5% | $48.63 * | $32.86 | +12.4% | COMMON STOCK USD2.5 | 026874784 |
| JNJ | JOHNSON + JOHNSON | 283,746 | $24.6M | 0.4% | $86.69 * | $59.66 | +3.4% | COMMON STOCK USD1. | 478160104 |
| M | MACY S INC | 559,564 | $24.21M | 0.4% | $43.27 | $46.44 | -6.8% | COMMON STOCK USD.01 | 55616P104 |
| GD | GENERAL DYNAMICS CORP | 270,651 | $23.69M | 0.4% | $87.52 * | $56.44 | +18.5% | COMMON STOCK USD1. | 369550108 |
| COF | CAPITAL ONE FINANCIAL CORP | 340,042 | $23.37M | 0.4% | $68.74 * | $47.93 | +15.1% | COMMON STOCK USD.01 | 14040H105 |
| KMT | KENNAMETAL INC | 496,846 | $22.66M | 0.4% | $45.60 * | $28.75 | +14.7% | COMMON STOCK USD1.25 | 489170100 |
| PEP | PEPSICO INC | 275,449 | $21.9M | 0.4% | $79.50 * | $56.00 | -1.5% | COMMON STOCK USD.017 | 713448108 |
| MET | METLIFE INC | 454,017 | $21.32M | 0.4% | $46.95 * | $24.43 | +14.7% | COMMON STOCK USD.01 | 59156R108 |
| — | VIACOM INC CLASS B | 252,445 | $21.1M | 0.4% | $83.58 | $68.37 | — | COMMON STOCK USD.001 | 92553P201 |
| — | GANNETT CO | 783,303 | $20.98M | 0.4% | $26.79 | $25.25 | — | COMMON STOCK USD1. | 364730101 |
| NRG | NRG ENERGY INC | 767,516 | $20.98M | 0.4% | $27.33 * | $20.46 | +2.2% | COMMON STOCK USD.01 | 629377508 |
| EXPE | EXPEDIA INC | 402,532 | $20.85M | 0.4% | $51.79 * | $50.43 | -4.2% | COMMON STOCK USD.001 | 30212P303 |
| CCU | CIA CERVECERIAS UNIDAS ADR | 765,452 | $20.37M | 0.4% | $26.61 | $30.41 | -12.5% | ADR | 204429104 |
| — | APACHE CORP | 236,718 | $20.15M | 0.4% | $85.14 | $83.83 | — | COMMON STOCK USD.625 | 037411105 |
| — | HEWLETT PACKARD CO | 921,786 | $19.34M | 0.4% | $20.98 | $24.67 | — | COMMON STOCK USD.01 | 428236103 |
| WDC | WESTERN DIGITAL CORP | 304,373 | $19.3M | 0.4% | $63.40 * | $35.69 | +10.2% | COMMON STOCK USD.01 | 958102105 |
| BALL | BALL CORP | 428,958 | $19.25M | 0.4% | $44.88 * | $19.77 | +0.4% | COMMON STOCK NPV | 058498106 |
| TXT | TEXTRON INC | 693,643 | $19.15M | 0.4% | $27.61 | $26.66 | +1.7% | COMMON STOCK USD.125 | 883203101 |
| AFL | AFLAC INC | 306,596 | $19.01M | 0.3% | $61.99 * | $20.35 | +13.9% | COMMON STOCK USD.1 | 001055102 |
| BK | BANK OF NEW YORK MELLON CORP | 628,055 | $18.96M | 0.3% | $30.19 * | $21.22 | +5.8% | COMMON STOCK USD.01 | 064058100 |
| EMR | EMERSON ELECTRIC CO | 276,918 | $17.92M | 0.3% | $64.70 * | $40.46 | +15.0% | COMMON STOCK USD.5 | 291011104 |
| MOS | MOSAIC CO/THE | 411,605 | $17.71M | 0.3% | $43.02 * | $42.65 | -21.1% | COMMON STOCK USD.01 | 61945C103 |
| PNC | PNC FINANCIAL SERVICES GROUP | 233,810 | $16.94M | 0.3% | $72.45 * | $51.33 | -2.9% | COMMON STOCK USD5. | 693475105 |
| — | CBS CORP CLASS B NON VOTING | 305,651 | $16.86M | 0.3% | $55.16 | $48.87 | — | COMMON STOCK USD.001 | 124857202 |
| WMT | WAL MART STORES INC | 220,815 | $16.33M | 0.3% | $73.96 * | $19.96 | -2.8% | COMMON STOCK USD.1 | 931142103 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 242,126 | $16.32M | 0.3% | $67.40 * | $44.90 | +20.9% | COMMON STOCK USD.01 | 446413106 |
| — | TIME WARNER CABLE | 145,193 | $16.2M | 0.3% | $111.60 | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| TECK | TECK RESOURCES LTD CLS B | 588,519 | $15.8M | 0.3% | $26.84 | $25.96 | +3.4% | COMMON STOCK NPV | 878742204 |
| CF | CF INDUSTRIES HOLDINGS INC | 74,496 | $15.71M | 0.3% | $210.83 * | $26.73 | +13.3% | COMMON STOCK USD.01 | 125269100 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 374,141 | $15.53M | 0.3% | $41.50 * | $37.66 | -8.9% | COMMON STOCK USD.01 | 203668108 |
| — | GOOGLE INC CL A | 17,388 | $15.23M | 0.3% | $875.89 | $880.39 | — | COMMON STOCK USD.001 | 38259P508 |
| — | ANNALY CAPITAL MANAGEMENT IN | 1,293,444 | $14.98M | 0.3% | $11.58 | $11.63 | — | REIT USD.01 | 035710409 |
| — | NAVISTAR INTERNATIONAL CORP | 407,971 | $14.88M | 0.3% | $36.48 | $30.16 | — | COMMON STOCK USD.1 | 63934E108 |
| CLX | CLOROX COMPANY | 175,668 | $14.36M | 0.3% | $81.72 * | $59.93 | -4.0% | COMMON STOCK USD1. | 189054109 |
| — | ULTRA PETROLEUM CORP | 689,585 | $14.19M | 0.3% | $20.57 | $19.98 | — | COMMON STOCK NPV | 903914109 |
| CVX | CHEVRON CORP | 116,042 | $14.1M | 0.3% | $121.50 * | $71.30 | +1.8% | COMMON STOCK USD.75 | 166764100 |
| — | TELLABS INC | 6,185,931 | $14.04M | 0.3% | $2.27 | $2.01 | — | COMMON STOCK USD.01 | 879664100 |
| FCX | FREEPORT MCMORAN COPPER W/I | 418,547 | $13.85M | 0.3% | $33.08 * | $24.45 | +13.8% | COMMON STOCK USD.1 | 35671D857 |
| — | ALLERGAN INC | 148,366 | $13.42M | 0.2% | $90.45 | $90.45 | — | COMMON STOCK USD.01 | 018490102 |
| AVT | AVNET INC | 320,251 | $13.36M | 0.2% | $41.71 * | $26.88 | +19.8% | COMMON STOCK USD1. | 053807103 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 404,952 | $13.34M | 0.2% | $32.93 * | $21.73 | -1.8% | COMMON STOCK NPV | 744573106 |
| — | AVON PRODUCTS INC | 643,286 | $13.25M | 0.2% | $20.60 | $20.99 | — | COMMON STOCK USD.25 | 054303102 |
| — | ST JUDE MEDICAL INC | 243,891 | $13.08M | 0.2% | $53.64 | $45.63 | — | COMMON STOCK USD.1 | 790849103 |
| BDX | BECTON DICKINSON AND CO | 129,874 | $12.99M | 0.2% | $100.02 * | $78.11 | +3.2% | COMMON STOCK USD1. | 075887109 |
| OSK | OSHKOSH CORP | 258,617 | $12.67M | 0.2% | $48.98 * | $31.79 | +27.6% | COMMON STOCK USD.01 | 688239201 |
| JLL | JONES LANG LASALLE INC | 144,953 | $12.65M | 0.2% | $87.30 * | $90.35 | -6.7% | COMMON STOCK USD.01 | 48020Q107 |
| IP | INTERNATIONAL PAPER CO | 270,577 | $12.12M | 0.2% | $44.80 * | $26.61 | -4.8% | COMMON STOCK USD1. | 460146103 |
| — | LEVEL 3 COMMUNICATIONS INC | 445,722 | $11.9M | 0.2% | $26.69 | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| NSC | NORFOLK SOUTHERN CORP | 148,573 | $11.49M | 0.2% | $77.35 * | $57.67 | +2.3% | COMMON STOCK USD1. | 655844108 |
| — | JOY GLOBAL INC | 224,084 | $11.44M | 0.2% | $51.04 | $50.48 | — | COMMON STOCK USD1. | 481165108 |
| TSN | TYSON FOODS INC CL A | 401,331 | $11.35M | 0.2% | $28.28 * | $18.99 | +14.5% | COMMON STOCK USD.1 | 902494103 |
| UTHR | UNITED THERAPEUTICS CORP | 141,078 | $11.12M | 0.2% | $78.85 | $64.42 | +22.4% | COMMON STOCK USD.01 | 91307C102 |
| NOC | NORTHROP GRUMMAN CORP | 116,354 | $11.08M | 0.2% | $95.26 * | $62.64 | +23.7% | COMMON STOCK USD1. | 666807102 |
| — | IAC/INTERACTIVECORP | 202,336 | $11.06M | 0.2% | $54.67 | $47.56 | — | COMMON STOCK USD.001 | 44919P508 |
| — | WYNDHAM WORLDWIDE CORP | 180,055 | $10.98M | 0.2% | $60.97 | $58.19 | — | COMMON STOCK USD.01 | 98310W108 |
| CVS | CVS CAREMARK CORP | 193,294 | $10.97M | 0.2% | $56.75 * | $41.64 | -2.1% | COMMON STOCK USD.01 | 126650100 |
| — | CA INC | 364,894 | $10.83M | 0.2% | $29.67 | $28.63 | — | COMMON STOCK USD.1 | 12673P105 |
| — | DELPHI AUTOMOTIVE PLC | 183,950 | $10.75M | 0.2% | $58.42 | $50.87 | — | COMMON STOCK USD.01 | G27823106 |
| — | HSN INC | 200,346 | $10.74M | 0.2% | $53.62 | $53.67 | — | COMMON STOCK USD.01 | 404303109 |
| ENS | ENERSYS | 176,613 | $10.71M | 0.2% | $60.63 * | $41.85 | +28.6% | COMMON STOCK USD.01 | 29275Y102 |
| UGI | UGI CORP | 273,122 | $10.69M | 0.2% | $39.13 * | $26.46 | -1.4% | COMMON STOCK NPV | 902681105 |
| — | MENTOR GRAPHICS CORP | 443,496 | $10.37M | 0.2% | $23.37 | $19.55 | — | COMMON STOCK NPV | 587200106 |
| AES | AES CORP | 755,804 | $10.04M | 0.2% | $13.29 * | $8.30 | +4.9% | COMMON STOCK USD.01 | 00130H105 |
| XLI | INDUSTRIAL SELECT SECTOR SPDR | 213,695 | $9.909M | 0.2% | $46.37 | $45.24 | +2.6% | INDUSTRIAL SELECT SECT SPDR | 81369Y704 |
| IBM | INTL BUSINESS MACHINES CORP | 53,439 | $9.896M | 0.2% | $185.18 * | $118.64 | -8.2% | COMMON STOCK USD.2 | 459200101 |
| — | WELLPOINT INC | 117,221 | $9.801M | 0.2% | $83.61 | $82.30 | — | COMMON STOCK USD.01 | 94973V107 |
| — | URS CORP | 182,148 | $9.79M | 0.2% | $53.75 | $47.22 | — | COMMON STOCK USD.01 | 903236107 |
| RS | RELIANCE STEEL + ALUMINUM | 128,871 | $9.442M | 0.2% | $73.27 | $67.30 | +8.9% | COMMON STOCK NPV | 759509102 |
| DAN | DANA HOLDING CORP | 409,523 | $9.354M | 0.2% | $22.84 * | $15.74 | +15.3% | COMMON STOCK USD.01 | 235825205 |
| — | ICONIX BRAND GROUP INC | 279,359 | $9.28M | 0.2% | $33.22 | $29.41 | — | COMMON STOCK USD.001 | 451055107 |
| — | ENERGIZER HOLDINGS INC | 101,592 | $9.26M | 0.2% | $91.15 | $100.51 | — | COMMON STOCK USD.01 | 29266R108 |
| — | DIRECTV | 153,840 | $9.192M | 0.2% | $59.75 | $61.62 | — | COMMON STOCK USD.01 | 25490A309 |
| — | TIFFANY + CO | 119,917 | $9.188M | 0.2% | $76.62 | $72.84 | — | COMMON STOCK USD.01 | 886547108 |
| AGCO | AGCO CORP | 151,396 | $9.147M | 0.2% | $60.42 * | $42.82 | +11.0% | COMMON STOCK USD.01 | 001084102 |
| UHS | UNIVERSAL HEALTH SERVICES B | 119,899 | $8.991M | 0.2% | $74.99 * | $65.20 | +9.5% | COMMON STOCK USD.01 | 913903100 |
| TAP | MOLSON COORS BREWING CO B | 178,030 | $8.925M | 0.2% | $50.13 * | $37.25 | +0.1% | COMMON STOCK USD.01 | 60871R209 |
| CMCSA | COMCAST CORP CLASS A | 196,526 | $8.873M | 0.2% | $45.15 * | $15.62 | +10.2% | COMMON STOCK USD1. | 20030N101 |
| ETR | ENTERGY CORP | 139,140 | $8.792M | 0.2% | $63.19 * | $20.57 | -6.5% | COMMON STOCK USD.01 | 29364G103 |
| WBS | WEBSTER FINANCIAL CORP | 335,268 | $8.559M | 0.2% | $25.53 | $23.57 | +8.3% | COMMON STOCK USD.01 | 947890109 |
| — | LAM RESEARCH CORP | 167,060 | $8.552M | 0.2% | $51.19 | $46.48 | — | COMMON STOCK USD.001 | 512807108 |
| GM | GENERAL MOTORS CO | 236,963 | $8.524M | 0.2% | $35.97 * | $23.91 | +12.2% | COMMON STOCK USD.01 | 37045V100 |
| VLO | VALERO ENERGY CORP | 249,366 | $8.516M | 0.2% | $34.15 * | $24.01 | -9.6% | COMMON STOCK USD.01 | 91913Y100 |
| VRSN | VERISIGN INC | 167,204 | $8.509M | 0.2% | $50.89 | $47.86 | +5.4% | COMMON STOCK USD.001 | 92343E102 |
| — | OUTERWALL INC | 165,257 | $8.261M | 0.2% | $49.99 | $49.99 | — | COMMON STOCK USD.001 | 690070107 |
| VAC | MARRIOTT VACATIONS WORLD | 183,803 | $8.087M | 0.1% | $44.00 | $44.02 | -0.0% | COMMON STOCK USD.01 | 57164Y107 |
| MUR | MURPHY OIL CORP | 134,060 | $8.086M | 0.1% | $60.32 * | $35.59 | +8.8% | COMMON STOCK USD1. | 626717102 |
| INTC | INTEL CORP | 351,169 | $8.049M | 0.1% | $22.92 * | $17.18 | -1.7% | COMMON STOCK USD.001 | 458140100 |
| — | FOOT LOCKER INC | 236,142 | $8.015M | 0.1% | $33.94 | $35.13 | — | COMMON STOCK USD.01 | 344849104 |
| ABT | ABBOTT LABORATORIES | 234,111 | $7.77M | 0.1% | $33.19 * | $28.75 | -8.8% | COMMON STOCK NPV | 002824100 |
| VMI | VALMONT INDUSTRIES | 55,135 | $7.659M | 0.1% | $138.91 | $144.56 | -3.9% | COMMON STOCK USD1. | 920253101 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 123,051 | $7.571M | 0.1% | $61.53 | $56.35 | +9.1% | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| EXR | EXTRA SPACE STORAGE INC | 165,350 | $7.565M | 0.1% | $45.75 * | $26.60 | +9.9% | REIT USD.01 | 30225T102 |
| — | US CONCRETE INC | 373,092 | $7.484M | 0.1% | $20.06 | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| — | LORILLARD INC | 166,041 | $7.435M | 0.1% | $44.78 | $43.68 | — | COMMON STOCK USD.01 | 544147101 |
| ACM | AECOM TECHNOLOGY CORP | 237,477 | $7.426M | 0.1% | $31.27 * | $29.07 | +3.4% | COMMON STOCK USD.01 | 00766T100 |
| LYB | LYONDELLBASELL INDU CL A | 100,754 | $7.378M | 0.1% | $73.23 * | $33.34 | +17.2% | COMMON STOCK | N53745100 |
| CBRE | CBRE GROUP INC A | 314,175 | $7.267M | 0.1% | $23.13 | $23.33 | -0.9% | COMMON STOCK USD.01 | 12504L109 |
| — | VALASSIS COMMUNICATIONS INC | 250,244 | $7.227M | 0.1% | $28.88 | $26.92 | — | COMMON STOCK USD.01 | 918866104 |
| PSEC | PROSPECT CAPITAL CORP | 639,831 | $7.153M | 0.1% | $11.18 * | $2.26 | +9.5% | COMMON STOCK USD.001 | 74348T102 |
| PB | PROSPERITY BANCSHARES INC | 115,597 | $7.149M | 0.1% | $61.84 * | $34.46 | +29.6% | COMMON STOCK USD1. | 743606105 |
| FITB | FIFTH THIRD BANCORP | 395,565 | $7.136M | 0.1% | $18.04 * | $11.47 | +4.9% | COMMON STOCK NPV | 316773100 |
| — | DYNEGY INC | 368,612 | $7.122M | 0.1% | $19.32 | $22.55 | — | COMMON STOCK USD.01 | 26817R108 |
| SWKS | SKYWORKS SOLUTIONS INC | 279,545 | $6.944M | 0.1% | $24.84 * | $17.70 | +12.1% | COMMON STOCK USD.25 | 83088M102 |
| — | ALLIANT TECHSYSTEMS INC | 70,997 | $6.926M | 0.1% | $97.55 | $82.33 | — | COMMON STOCK USD.01 | 018804104 |
| KLAC | KLA TENCOR CORPORATION | 113,698 | $6.919M | 0.1% | $60.85 * | $33.95 | +12.7% | COMMON STOCK USD.001 | 482480100 |
| — | COCA COLA ENTERPRISES | 171,957 | $6.914M | 0.1% | $40.21 | $35.23 | — | COMMON STOCK USD.01 | 19122T109 |
| KR | KROGER CO | 169,805 | $6.85M | 0.1% | $40.34 * | $13.44 | +19.2% | COMMON STOCK USD1. | 501044101 |
| — | MDC HOLDINGS INC | 226,871 | $6.808M | 0.1% | $30.01 | $30.01 | — | COMMON STOCK USD.01 | 552676108 |
| MCK | MCKESSON CORP | 52,909 | $6.788M | 0.1% | $128.30 * | $107.04 | +9.6% | COMMON STOCK USD.01 | 58155Q103 |
| COP | CONOCOPHILLIPS | 96,695 | $6.721M | 0.1% | $69.51 * | $41.20 | +12.7% | COMMON STOCK USD.01 | 20825C104 |
| — | DR PEPPER SNAPPLE GROUP INC | 149,346 | $6.694M | 0.1% | $44.82 | $45.58 | — | COMMON STOCK USD.01 | 26138E109 |
| — | QUESTCOR PHARMACEUTICALS | 114,743 | $6.655M | 0.1% | $58.00 | $51.33 | — | COMMON STOCK NPV | 74835Y101 |
| EG | EVEREST RE GROUP LTD | 45,745 | $6.652M | 0.1% | $145.41 * | $99.45 | +13.1% | COMMON STOCK USD.01 | G3223R108 |
| VZ | VERIZON COMMUNICATIONS INC | 141,484 | $6.602M | 0.1% | $46.66 * | $27.04 | -7.6% | COMMON STOCK USD.1 | 92343V104 |
| AIZ | ASSURANT INC | 120,864 | $6.539M | 0.1% | $54.10 * | $38.05 | +12.0% | COMMON STOCK USD.01 | 04621X108 |
| DDS | DILLARDS INC CL A | 83,211 | $6.515M | 0.1% | $78.29 * | $60.23 | -3.7% | COMMON STOCK NPV | 254067101 |
| TRV | TRAVELERS COS INC/THE | 76,340 | $6.471M | 0.1% | $84.77 * | $63.44 | +1.9% | COMMON STOCK NPV | 89417E109 |
| CAR | AVIS BUDGET GROUP INC | 222,837 | $6.424M | 0.1% | $28.83 * | $28.57 | -4.1% | COMMON STOCK USD.01 | 053774105 |
| SNPS | SYNOPSYS INC | 170,296 | $6.42M | 0.1% | $37.70 | $35.52 | +6.1% | COMMON STOCK USD.01 | 871607107 |
| T | AT+T INC | 188,305 | $6.368M | 0.1% | $33.82 * | $11.40 | -6.4% | COMMON STOCK USD1. | 00206R102 |
| JBL | JABIL CIRCUIT INC | 291,529 | $6.32M | 0.1% | $21.68 * | $17.42 | +11.1% | COMMON STOCK USD.001 | 466313103 |
| ZD | J2 GLOBAL INC | 127,296 | $6.304M | 0.1% | $49.52 * | $34.95 | +23.2% | COMMON STOCK USD.01 | 48123V102 |
| — | ROCK TENN COMPANY CL A | 62,197 | $6.299M | 0.1% | $101.27 | $101.27 | — | COMMON STOCK USD.01 | 772739207 |
| — | EXPRESS INC | 266,319 | $6.282M | 0.1% | $23.59 | $20.97 | — | COMMON STOCK | 30219E103 |
| WAB | WABTEC CORP | 99,286 | $6.242M | 0.1% | $62.87 * | $49.35 | +19.4% | COMMON STOCK USD.01 | 929740108 |
| — | RYLAND GROUP INC/THE | 151,666 | $6.149M | 0.1% | $40.54 | $40.54 | — | COMMON STOCK USD1. | 783764103 |
| — | ENDO HEALTH SOLUTIONS INC | 134,396 | $6.107M | 0.1% | $45.44 | $36.79 | — | COMMON STOCK USD.01 | 29264F205 |
| — | L 3 COMMUNICATIONS HOLDINGS | 64,129 | $6.06M | 0.1% | $94.50 | $85.73 | — | COMMON STOCK USD.01 | 502424104 |
| — | HARRIS CORP | 101,975 | $6.047M | 0.1% | $59.30 | $49.55 | — | COMMON STOCK USD1. | 413875105 |
| — | OMNICARE INC | 108,543 | $6.024M | 0.1% | $55.50 | $47.71 | — | COMMON STOCK USD1. | 681904108 |
| — | MANNKIND CORP | 5,680,000 | $6.021M | 0.1% | $1.06 | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| GS | GOLDMAN SACHS GROUP INC | 37,764 | $5.975M | 0.1% | $158.22 * | $120.06 | +4.3% | COMMON STOCK USD.01 | 38141G104 |
| — | WGL HOLDINGS INC | 138,723 | $5.925M | 0.1% | $42.71 | $42.71 | — | COMMON STOCK NPV | 92924F106 |
| ARW | ARROW ELECTRONICS INC | 122,013 | $5.921M | 0.1% | $48.53 | $38.94 | +24.6% | COMMON STOCK USD1. | 042735100 |
| LEA | LEAR CORP | 82,657 | $5.916M | 0.1% | $71.57 * | $46.85 | +24.6% | COMMON STOCK USD.01 | 521865204 |
| — | ALLEGHANY CORP | 14,075 | $5.766M | 0.1% | $409.66 | $385.88 | — | COMMON STOCK USD1. | 017175100 |
| FDX | FEDEX CORP | 49,121 | $5.605M | 0.1% | $114.11 * | $81.95 | +17.9% | COMMON STOCK USD.1 | 31428X106 |
| — | LASALLE HOTEL PROPERTIES | 195,968 | $5.589M | 0.1% | $28.52 | $25.84 | — | REIT USD.01 | 517942108 |
| — | OWENS ILLINOIS INC | 181,270 | $5.442M | 0.1% | $30.02 | $28.80 | — | COMMON STOCK USD.01 | 690768403 |
| BMY | BRISTOL MYERS SQUIBB CO | 117,057 | $5.417M | 0.1% | $46.28 * | $28.67 | +7.5% | COMMON STOCK USD.1 | 110122108 |
| CBT | CABOT CORP | 126,313 | $5.395M | 0.1% | $42.71 * | $30.22 | +6.2% | COMMON STOCK USD1. | 127055101 |
| CPT | CAMDEN PROPERTY TRUST | 87,093 | $5.351M | 0.1% | $61.44 * | $42.93 | -11.1% | REIT USD.01 | 133131102 |
| ALK | ALASKA AIR GROUP INC | 85,323 | $5.343M | 0.1% | $62.62 * | $26.50 | +6.6% | COMMON STOCK USD1. | 011659109 |
| — | APOLLO GROUP INC CL A | 256,605 | $5.34M | 0.1% | $20.81 | $18.57 | — | COMMON STOCK NPV | 037604105 |
| ALB | ALBEMARLE CORP | 83,892 | $5.28M | 0.1% | $62.94 * | $52.08 | +0.9% | COMMON STOCK USD.01 | 012653101 |
| ATO | ATMOS ENERGY CORP | 123,201 | $5.247M | 0.1% | $42.59 * | $31.05 | +1.2% | COMMON STOCK NPV | 049560105 |
| STLD | STEEL DYNAMICS INC | 313,141 | $5.233M | 0.1% | $16.71 * | $11.35 | +13.2% | COMMON STOCK USD.005 | 858119100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 56,715 | $5.216M | 0.1% | $91.97 | $61.12 | +50.5% | COMMON STOCK USD.0001 | G50871105 |
| — | UMPQUA HOLDINGS CORP | 319,348 | $5.18M | 0.1% | $16.22 | $15.01 | — | COMMON STOCK NPV | 904214103 |
| OHI | OMEGA HEALTHCARE INVESTORS | 172,500 | $5.153M | 0.1% | $29.87 | $31.02 | — | REIT USD.1 | 681936100 |
| DLX | DELUXE CORP | 123,405 | $5.141M | 0.1% | $41.66 * | $23.94 | +10.9% | COMMON STOCK USD1. | 248019101 |
| — | FIDELITY NATIONAL FINL A | 191,564 | $5.096M | 0.1% | $26.60 | $23.81 | — | COMMON STOCK USD.0001 | 31620R105 |
| EMN | EASTMAN CHEMICAL CO | 64,837 | $5.051M | 0.1% | $77.90 * | $50.66 | +6.2% | COMMON STOCK USD.01 | 277432100 |
| TRN | TRINITY INDUSTRIES INC | 110,622 | $5.017M | 0.1% | $45.35 * | $10.24 | +12.3% | COMMON STOCK USD1. | 896522109 |
| F | FORD MOTOR CO | 296,616 | $5.004M | 0.1% | $16.87 * | $7.61 | +18.6% | COMMON STOCK USD.01 | 345370860 |
| NKE | NIKE INC CL B | 68,198 | $4.954M | 0.1% | $72.64 * | $26.65 | +16.9% | COMMON STOCK NPV | 654106103 |
| HD | HOME DEPOT INC | 65,144 | $4.941M | 0.1% | $75.85 * | $56.05 | +1.8% | COMMON STOCK USD.05 | 437076102 |
| DAR | DARLING INTERNATIONAL INC | 233,114 | $4.933M | 0.1% | $21.16 | $18.50 | +14.4% | COMMON STOCK USD.01 | 237266101 |
| — | DOW CHEMICAL CO/THE | 128,470 | $4.933M | 0.1% | $38.40 | $37.05 | — | COMMON STOCK USD2.5 | 260543103 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 77,197 | $4.929M | 0.1% | $63.85 * | $42.34 | -2.2% | REIT USD.01 | 015271109 |
| XLV | HEALTH CARE SELECT SECTOR SPDR | 96,840 | $4.897M | 0.1% | $50.57 | $50.25 | +0.7% | HEALTH CARE SELECT SECTOR | 81369Y209 |
| UNM | UNUM GROUP | 159,807 | $4.865M | 0.1% | $30.44 | $27.85 | +9.3% | COMMON STOCK USD.1 | 91529Y106 |
| MPC | MARATHON PETROLEUM CORP | 75,101 | $4.83M | 0.1% | $64.31 * | $27.47 | -18.5% | COMMON STOCK | 56585A102 |
| BSX | BOSTON SCIENTIFIC CORP | 411,223 | $4.828M | 0.1% | $11.74 | $8.56 | +37.1% | COMMON STOCK USD.01 | 101137107 |
| AME | AMETEK INC | 104,547 | $4.811M | 0.1% | $46.02 * | $38.40 | +10.5% | COMMON STOCK USD.01 | 031100100 |
| — | WADDELL + REED FINANCIAL A | 93,137 | $4.795M | 0.1% | $51.48 | $43.50 | — | COMMON STOCK USD.01 | 930059100 |
| — | UNIT CORP | 102,352 | $4.758M | 0.1% | $46.49 | $42.58 | — | COMMON STOCK USD.2 | 909218109 |
| — | ADT CORP/THE | 115,021 | $4.677M | 0.1% | $40.66 | $39.85 | — | COMMON STOCK USD.01 | 00101J106 |
| MD | MEDNAX INC | 46,492 | $4.668M | 0.1% | $100.40 * | $48.80 | +2.9% | COMMON STOCK USD.01 | 58502B106 |
| — | VALIDUS HOLDINGS LTD | 125,453 | $4.639M | 0.1% | $36.98 | $36.12 | — | COMMON STOCK USD.175 | G9319H102 |
| — | FIRSTMERIT CORP | 212,440 | $4.612M | 0.1% | $21.71 | $20.03 | — | COMMON STOCK NPV | 337915102 |
| LUV | SOUTHWEST AIRLINES CO | 315,543 | $4.594M | 0.1% | $14.56 * | $11.86 | +7.3% | COMMON STOCK USD1. | 844741108 |
| DOV | DOVER CORP | 50,895 | $4.572M | 0.1% | $89.83 * | $39.99 | +21.1% | COMMON STOCK USD1. | 260003108 |
| EWBC | EAST WEST BANCORP INC | 142,544 | $4.554M | 0.1% | $31.95 * | $22.90 | +5.8% | COMMON STOCK USD.001 | 27579R104 |
| ALL | ALLSTATE CORP | 89,573 | $4.528M | 0.1% | $50.55 * | $37.12 | +4.8% | COMMON STOCK USD.01 | 020002101 |
| KSS | KOHLS CORP | 87,153 | $4.51M | 0.1% | $51.75 | $49.51 | +4.5% | COMMON STOCK USD.01 | 500255104 |
| WYNN | WYNN RESORTS LTD | 28,157 | $4.449M | 0.1% | $158.01 * | $106.96 | +19.8% | COMMON STOCK USD.01 | 983134107 |
| — | MRC GLOBAL INC | 164,544 | $4.41M | 0.1% | $26.80 | $26.80 | — | COMMON STOCK USD.01 | 55345K103 |
| CBRL | CRACKER BARREL OLD COUNTRY | 41,558 | $4.29M | 0.1% | $103.23 * | $50.99 | +19.5% | COMMON STOCK USD.01 | 22410J106 |
| CNA | CNA FINANCIAL CORP | 111,711 | $4.265M | 0.1% | $38.18 * | $13.70 | +15.8% | COMMON STOCK USD2.5 | 126117100 |
| — | STARZ A | 151,295 | $4.256M | 0.1% | $28.13 | $28.13 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | USEC INC | 18,471,000 | $4.248M | 0.1% | $0.23 | $0.21 | — | SR UNSECURED 10/14 3. | 90333EAC2 |
| — | AVAGO TECHNOLOGIES LTD | 98,152 | $4.232M | 0.1% | $43.12 | $38.54 | — | COMMON STOCK | Y0486S104 |
| AMG | AFFILIATED MANAGERS GROUP | 23,056 | $4.211M | 0.1% | $182.64 * | $170.44 | +3.7% | COMMON STOCK USD.01 | 008252108 |
| — | MARVELL TECHNOLOGY GROUP LTD | 364,940 | $4.197M | 0.1% | $11.50 | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| GNRC | GENERAC HOLDINGS INC | 97,466 | $4.156M | 0.1% | $42.64 | $32.90 | +29.6% | COMMON STOCK USD.01 | 368736104 |
| WLY | WILEY (JOHN) + SONS CLASS A | 87,000 | $4.149M | 0.1% | $47.69 * | $27.09 | +24.2% | COMMON STOCK USD1. | 968223206 |
| UNP | UNION PACIFIC CORP | 26,467 | $4.111M | 0.1% | $155.33 * | $57.06 | +3.9% | COMMON STOCK USD2.5 | 907818108 |
| STWD | STARWOOD PROPERTY TRUST INC | 169,209 | $4.056M | 0.1% | $23.97 | $24.75 | — | REIT USD.01 | 85571B105 |
| — | SAFEWAY INC | 126,756 | $4.055M | 0.1% | $31.99 | $23.66 | — | COMMON STOCK USD.01 | 786514208 |
| — | MYLAN INC | 105,701 | $4.035M | 0.1% | $38.17 | $31.03 | — | COMMON STOCK USD.5 | 628530107 |
| — | ANSYS INC | 46,130 | $3.991M | 0.1% | $86.52 | $86.52 | — | COMMON STOCK USD.01 | 03662Q105 |
| — | DISCOVER FINANCIAL SERVICES | 78,887 | $3.987M | 0.1% | $50.54 | $48.23 | — | COMMON STOCK USD.01 | 254709108 |
| FDP | FRESH DEL MONTE PRODUCE INC | 134,200 | $3.983M | 0.1% | $29.68 * | $23.15 | +2.2% | COMMON STOCK USD.01 | G36738105 |
| IDCC | INTERDIGITAL INC | 106,606 | $3.98M | 0.1% | $37.33 | $41.81 | -10.7% | COMMON STOCK USD.01 | 45867G101 |
| — | ENSCO PLC CL A | 73,900 | $3.972M | 0.1% | $53.75 | $53.75 | — | COMMON STOCK USD.1 | G3157S106 |
| CAT | CATERPILLAR INC | 46,822 | $3.904M | 0.1% | $83.38 * | $61.64 | -1.3% | COMMON STOCK USD1. | 149123101 |
| — | NABORS INDUSTRIES LTD | 239,203 | $3.842M | 0.1% | $16.06 | $15.58 | — | COMMON STOCK USD.001 | G6359F103 |
| — | OASIS PETROLEUM INC | 78,050 | $3.835M | 0.1% | $49.14 | $46.97 | — | COMMON STOCK USD.01 | 674215108 |
| — | GENERAL MOTORS CO WTS | 142,631 | $3.768M | 0.1% | $26.42 | $24.00 | — | CALL EXP 10JUL16 | 37045V118 |
| EXC | EXELON CORP | 126,470 | $3.749M | 0.1% | $29.64 * | $15.41 | -11.6% | COMMON STOCK NPV | 30161N101 |
| — | XEROX CORP | 363,386 | $3.739M | 0.1% | $10.29 | $9.11 | — | COMMON STOCK USD1. | 984121103 |
| COR | AMERISOURCEBERGEN CORP | 61,073 | $3.732M | 0.1% | $61.11 * | $38.92 | +13.2% | COMMON STOCK USD.01 | 03073E105 |
| — | CIMAREX ENERGY CO | 38,120 | $3.675M | 0.1% | $96.41 | $96.41 | — | COMMON STOCK USD.01 | 171798101 |
| HUN | HUNTSMAN CORP | 177,919 | $3.667M | 0.1% | $20.61 | $18.29 | +12.7% | COMMON STOCK USD.01 | 447011107 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 54,459 | $3.628M | 0.1% | $66.62 | $55.81 | +19.4% | COMMON STOCK NPV | 533900106 |
| — | POST PROPERTIES INC | 79,354 | $3.573M | 0.1% | $45.03 | $49.49 | — | REIT USD.01 | 737464107 |
| — | BROADCOM CORP CL A | 136,879 | $3.56M | 0.1% | $26.01 | $30.69 | — | COMMON STOCK USD.0001 | 111320107 |
| — | TOWERS WATSON + CO CL A | 32,842 | $3.513M | 0.1% | $106.97 | $81.93 | — | COMMON STOCK USD.01 | 891894107 |
| WKC | WORLD FUEL SERVICES CORP | 93,363 | $3.483M | 0.1% | $37.31 | $38.51 | -3.1% | COMMON STOCK USD.01 | 981475106 |
| GLW | CORNING INC | 238,184 | $3.475M | 0.1% | $14.59 * | $10.49 | +1.5% | COMMON STOCK USD.5 | 219350105 |
| BA | BOEING CO/THE | 29,323 | $3.445M | 0.1% | $117.48 * | $80.37 | +24.5% | COMMON STOCK USD5. | 097023105 |
| — | PRICELINE.COM INC | 3,400 | $3.437M | 0.1% | $1010.88 | $827.09 | — | COMMON STOCK USD.008 | 741503403 |
| BBY | BEST BUY CO INC | 90,881 | $3.408M | 0.1% | $37.50 * | $16.63 | +46.7% | COMMON STOCK USD.1 | 086516101 |
| — | ANADARKO PETROLEUM CORP | 36,643 | $3.407M | 0.1% | $92.98 | $92.98 | — | COMMON STOCK USD.1 | 032511107 |
| — | TRIUMPH GROUP INC | 48,335 | $3.394M | 0.1% | $70.22 | $79.16 | — | COMMON STOCK USD.001 | 896818101 |
| — | ADVENT SOFTWARE INC | 106,640 | $3.386M | 0.1% | $31.75 | $32.98 | — | COMMON STOCK USD.01 | 007974108 |
| TER | TERADYNE INC | 204,955 | $3.386M | 0.1% | $16.52 * | $15.29 | -0.6% | COMMON STOCK USD.125 | 880770102 |
| ORLY | O REILLY AUTOMOTIVE INC | 25,955 | $3.312M | 0.1% | $127.61 * | $7.19 | +18.2% | COMMON STOCK USD.01 | 67103H107 |
| — | CUBIST PHARMACEUTICALS INC | 51,835 | $3.294M | 0.1% | $63.55 | $50.01 | — | COMMON STOCK USD.001 | 229678107 |
| GCO | GENESCO INC | 50,085 | $3.285M | 0.1% | $65.59 | $64.31 | +2.0% | COMMON STOCK USD1. | 371532102 |
| PNW | PINNACLE WEST CAPITAL | 59,804 | $3.274M | 0.1% | $54.75 * | $34.55 | -2.2% | COMMON STOCK NPV | 723484101 |
| — | VERINT SYSTEMS INC | 88,113 | $3.265M | 0.1% | $37.05 | $37.05 | — | COMMON STOCK USD.001 | 92343X100 |
| CDNS | CADENCE DESIGN SYS INC | 240,815 | $3.251M | 0.1% | $13.50 | $14.35 | -5.9% | COMMON STOCK USD.01 | 127387108 |
| — | RETAIL OPPORTUNITY INVESTMEN | 234,448 | $3.24M | 0.1% | $13.82 | $13.82 | — | REIT USD.0001 | 76131N101 |
| — | GOVERNMENT PROPERTIES INCOME | 135,338 | $3.239M | 0.1% | $23.93 | $25.22 | — | REIT USD.01 | 38376A103 |
| — | CHESAPEAKE LODGING TRUST | 137,535 | $3.238M | 0.1% | $23.54 | $20.79 | — | REIT USD.01 | 165240102 |
| HP | HELMERICH + PAYNE | 46,718 | $3.221M | 0.1% | $68.95 | $61.57 | +12.0% | COMMON STOCK USD.1 | 423452101 |
| — | BPZ RESOURCES INC | 3,500,000 | $3.218M | 0.1% | $0.92 | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| — | RACKSPACE HOSTING INC | 60,818 | $3.209M | 0.1% | $52.76 | $37.89 | — | COMMON STOCK USD.001 | 750086100 |
| RLJ | RLJ LODGING TRUST | 134,971 | $3.17M | 0.1% | $23.49 | $22.49 | — | REIT | 74965L101 |
| KMB | KIMBERLY CLARK CORP | 33,590 | $3.165M | 0.1% | $94.22 * | $63.06 | -5.0% | COMMON STOCK USD1.25 | 494368103 |
| WNC | WABASH NATIONAL CORP | 268,685 | $3.133M | 0.1% | $11.66 * | $8.33 | +16.3% | COMMON STOCK USD.01 | 929566107 |
| — | CALPINE CORP | 160,717 | $3.123M | 0.1% | $19.43 | $20.85 | — | COMMON STOCK USD.001 | 131347304 |
| HCA | HCA HOLDINGS INC | 71,990 | $3.078M | 0.1% | $42.76 * | $36.08 | +10.1% | COMMON STOCK USD.01 | 40412C101 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 79,947 | $3.046M | 0.1% | $38.10 * | $18.15 | +5.0% | COMMON STOCK USD.01 | 78467J100 |
| IT | GARTNER INC | 50,734 | $3.044M | 0.1% | $60.00 | $58.89 | +1.9% | COMMON STOCK USD.0005 | 366651107 |
| — | GENERAL MOTORS CO WTS | 163,511 | $3.041M | 0.1% | $18.60 | $16.35 | — | CALL EXP 10JUL19 | 37045V126 |
| PEB | PEBBLEBROOK HOTEL TRUST | 105,650 | $3.033M | 0.1% | $28.71 | $25.85 | — | REIT USD.01 | 70509V100 |
| — | STONE ENERGY CORP | 93,463 | $3.031M | 0.1% | $32.43 | $22.03 | — | COMMON STOCK USD.01 | 861642106 |
| — | CORRECTIONS CORP OF AMERICA | 87,678 | $3.029M | 0.1% | $34.55 | $33.87 | — | REIT USD.01 | 22025Y407 |
| — | CON WAY INC | 70,292 | $3.029M | 0.1% | $43.09 | $43.09 | — | COMMON STOCK USD.625 | 205944101 |
| — | CHUBB CORP | 33,592 | $2.998M | 0.1% | $89.25 | $87.02 | — | COMMON STOCK USD1. | 171232101 |
| HLF | HERBALIFE LTD | 42,900 | $2.993M | 0.1% | $69.77 * | $20.94 | +65.1% | COMMON STOCK USD.002 | G4412G101 |
| — | SUNTECH POWER HLDGS CO | 11,725,000 | $2.99M | 0.1% | $0.26 | $0.26 | — | SR UNSECURED 03/13 3. | 86800CAE4 |
| SEE | SEALED AIR CORP | 109,931 | $2.989M | 0.1% | $27.19 * | $18.91 | +17.7% | COMMON STOCK USD.1 | 81211K100 |
| — | INFORMATICA CORP | 76,608 | $2.985M | 0.1% | $38.96 | $38.96 | — | COMMON STOCK USD.001 | 45666Q102 |
| — | BLUCORA INC | 128,000 | $2.941M | 0.1% | $22.98 | $22.98 | — | COMMON STOCK USD.0001 | 095229100 |
| SJM | JM SMUCKER CO/THE | 27,993 | $2.94M | 0.1% | $105.03 * | $71.29 | +3.3% | COMMON STOCK NPV | 832696405 |
| GIS | GENERAL MILLS INC | 61,073 | $2.927M | 0.1% | $47.93 * | $31.98 | -1.7% | COMMON STOCK USD.1 | 370334104 |
| — | VODAFONE GROUP PLC SP ADR | 83,030 | $2.921M | 0.1% | $35.18 | $28.91 | — | ADR | 92857W209 |
| AVY | AVERY DENNISON CORP | 66,162 | $2.879M | 0.1% | $43.51 * | $33.15 | +3.2% | COMMON STOCK USD1. | 053611109 |
| PPL | PPL CORPORATION | 93,981 | $2.855M | 0.1% | $30.38 * | $16.36 | +0.1% | COMMON STOCK USD.01 | 69351T106 |
| TTEK | TETRA TECH INC | 110,070 | $2.85M | 0.1% | $25.89 * | $5.31 | -2.5% | COMMON STOCK USD.01 | 88162G103 |
| — | STAPLES INC | 193,398 | $2.833M | 0.1% | $14.65 | $15.70 | — | COMMON STOCK USD.0006 | 855030102 |
| SPG | SIMON PROPERTY GROUP INC | 18,728 | $2.776M | 0.1% | $148.23 * | $88.80 | -12.1% | REIT USD.0001 | 828806109 |
| GAP | GAP INC/THE | 68,707 | $2.768M | 0.1% | $40.29 * | $26.00 | +2.7% | COMMON STOCK USD.05 | 364760108 |
| — | PDL BIOPHARMA INC | 345,221 | $2.751M | 0.1% | $7.97 | $7.72 | — | COMMON STOCK USD.01 | 69329Y104 |
| — | NATIONSTAR MORTGAGE HOLDINGS | 48,858 | $2.747M | 0.1% | $56.22 | $37.44 | — | COMMON STOCK USD.01 | 63861C109 |
| EIX | EDISON INTERNATIONAL | 59,542 | $2.743M | 0.1% | $46.07 * | $30.68 | -5.3% | COMMON STOCK NPV | 281020107 |
| — | SUNTRUST BANKS INC | 83,465 | $2.706M | 0.0% | $32.42 | $31.57 | — | COMMON STOCK USD1. | 867914103 |
| — | HOLLYFRONTIER CORP | 63,663 | $2.681M | 0.0% | $42.11 | $42.78 | — | COMMON STOCK USD.01 | 436106108 |
| — | AARON S INC | 96,046 | $2.66M | 0.0% | $27.70 | $27.91 | — | COMMON STOCK USD.5 | 002535300 |
| WU | WESTERN UNION CO | 142,504 | $2.659M | 0.0% | $18.66 | $17.46 | — | COMMON STOCK USD.01 | 959802109 |
| EPR | EPR PROPERTIES | 54,385 | $2.651M | 0.0% | $48.75 | $50.06 | — | REIT USD.01 | 26884U109 |
| GME | GAMESTOP CORP CLASS A | 52,931 | $2.628M | 0.0% | $49.65 * | $6.27 | +41.8% | COMMON STOCK USD.001 | 36467W109 |
| CAH | CARDINAL HEALTH INC | 49,938 | $2.604M | 0.0% | $52.14 * | $34.20 | +10.2% | COMMON STOCK NPV | 14149Y108 |
| CROX | CROCS INC | 188,052 | $2.559M | 0.0% | $13.61 | $16.21 | -16.1% | COMMON STOCK USD.001 | 227046109 |
| — | CHINA MOBILE LTD SPON ADR | 45,099 | $2.545M | 0.0% | $56.43 | $51.78 | — | ADR | 16941M109 |
| ADM | ARCHER DANIELS MIDLAND CO | 68,990 | $2.542M | 0.0% | $36.85 * | $25.63 | +1.5% | COMMON STOCK NPV | 039483102 |
| — | EXELIS INC | 161,816 | $2.542M | 0.0% | $15.71 | $13.79 | — | COMMON STOCK USD.01 | 30162A108 |
| ENTG | ENTEGRIS INC | 249,120 | $2.529M | 0.0% | $10.15 * | $9.27 | +4.9% | COMMON STOCK USD.01 | 29362U104 |
| CVLT | COMMVAULT SYSTEMS INC | 28,722 | $2.523M | 0.0% | $87.84 | $77.40 | +13.6% | COMMON STOCK USD.01 | 204166102 |
| NEE | NEXTERA ENERGY INC | 31,375 | $2.515M | 0.0% | $80.16 * | $14.16 | +2.4% | COMMON STOCK USD.01 | 65339F101 |
| INGR | INGREDION INC | 37,929 | $2.51M | 0.0% | $66.18 | $70.28 | -5.9% | COMMON STOCK USD.01 | 457187102 |
| — | OCWEN FINANCIAL CORP | 44,839 | $2.501M | 0.0% | $55.78 | $41.22 | — | COMMON STOCK USD.01 | 675746309 |
| FIS | FIDELITY NATIONAL INFORMATIO | 53,692 | $2.493M | 0.0% | $46.43 * | $34.36 | +9.6% | COMMON STOCK USD.01 | 31620M106 |
| PTC | PTC INC | 87,452 | $2.486M | 0.0% | $28.43 | $27.20 | +4.6% | COMMON STOCK USD.01 | 69370C100 |
| GILD | GILEAD SCIENCES INC | 39,542 | $2.485M | 0.0% | $62.84 * | $36.21 | +20.6% | COMMON STOCK USD.001 | 375558103 |
| RNR | RENAISSANCERE HOLDINGS LTD | 27,281 | $2.47M | 0.0% | $90.54 | $88.61 | +2.2% | COMMON STOCK USD1. | G7496G103 |
| WD | WALKER + DUNLOP INC | 154,415 | $2.457M | 0.0% | $15.91 * | $13.94 | -6.5% | COMMON STOCK | 93148P102 |
| KIM | KIMCO REALTY CORP | 121,397 | $2.45M | 0.0% | $20.18 * | $12.43 | -9.7% | REIT USD.01 | 49446R109 |
| CAG | CONAGRA FOODS INC | 80,739 | $2.45M | 0.0% | $30.34 * | $17.69 | -11.9% | COMMON STOCK USD5. | 205887102 |
| — | CIGNA CORP | 31,676 | $2.435M | 0.0% | $76.87 | $72.49 | — | COMMON STOCK USD.25 | 125509109 |
| SNX | SYNNEX CORP | 39,482 | $2.426M | 0.0% | $61.45 * | $16.65 | +62.9% | COMMON STOCK USD.001 | 87162W100 |
| LOW | LOWE S COS INC | 50,894 | $2.423M | 0.0% | $47.61 * | $36.41 | +5.0% | COMMON STOCK USD.5 | 548661107 |
| GBX | GREENBRIER COMPANIES INC | 97,680 | $2.416M | 0.0% | $24.73 * | $17.07 | +6.4% | COMMON STOCK NPV | 393657101 |
| — | TESORO CORP | 54,900 | $2.415M | 0.0% | $43.99 | $52.32 | — | COMMON STOCK USD.167 | 881609101 |
| — | TIME WARNER INC | 36,644 | $2.412M | 0.0% | $65.82 | $57.83 | — | COMMON STOCK USD.01 | 887317303 |
| BEN | FRANKLIN RESOURCES INC | 47,300 | $2.391M | 0.0% | $50.55 * | $29.80 | +1.1% | COMMON STOCK USD.1 | 354613101 |
| — | CEC ENTERTAINMENT INC | 52,102 | $2.389M | 0.0% | $45.85 | $42.11 | — | COMMON STOCK USD.1 | 125137109 |
| EZPW | EZCORP INC CL A | 141,068 | $2.381M | 0.0% | $16.88 | $18.73 | -9.9% | COMMON STOCK USD.01 | 302301106 |
| DUK | DUKE ENERGY CORP | 35,626 | $2.379M | 0.0% | $66.78 * | $41.83 | -3.9% | COMMON STOCK USD.001 | 26441C204 |
| — | PAREXEL INTERNATIONAL CORP | 47,290 | $2.375M | 0.0% | $50.22 | $45.94 | — | COMMON STOCK USD.01 | 699462107 |
| — | CORELOGIC INC | 87,352 | $2.363M | 0.0% | $27.05 | $23.17 | — | COMMON STOCK USD1. | 21871D103 |
| — | WALGREEN CO | 43,772 | $2.355M | 0.0% | $53.80 | $44.21 | — | COMMON STOCK USD.078125 | 931422109 |
| — | SELECT INCOME REIT | 90,675 | $2.339M | 0.0% | $25.80 | $27.31 | — | REIT USD.01 | 81618T100 |
| CSX | CSX CORP | 90,800 | $2.337M | 0.0% | $25.74 * | $6.66 | +5.7% | COMMON STOCK USD1. | 126408103 |
| — | OMNIVISION TECHNOLOGIES INC | 152,624 | $2.337M | 0.0% | $15.31 | $17.88 | — | COMMON STOCK USD.001 | 682128103 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 81,095 | $2.322M | 0.0% | $28.63 | $26.09 | +9.8% | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| — | DOMTAR CORP | 29,188 | $2.318M | 0.0% | $79.42 | $66.51 | — | COMMON STOCK USD.01 | 257559203 |
| — | NORTHERN OIL AND GAS INC | 156,989 | $2.265M | 0.0% | $14.43 | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| PPG | PPG INDUSTRIES INC | 13,434 | $2.244M | 0.0% | $167.04 * | $59.61 | +13.4% | COMMON STOCK USD1.67 | 693506107 |
| AEP | AMERICAN ELECTRIC POWER | 51,657 | $2.239M | 0.0% | $43.34 * | $30.41 | -8.2% | COMMON STOCK USD6.5 | 025537101 |
| — | ACORDA THERAPEUTICS INC | 65,175 | $2.234M | 0.0% | $34.28 | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| STC | STEWART INFORMATION SERVICES | 69,721 | $2.23M | 0.0% | $31.98 | $27.19 | +17.7% | COMMON STOCK USD1. | 860372101 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 55,038 | $2.229M | 0.0% | $40.50 | $34.25 | +18.3% | ADR | 824596100 |
| MCHB | HOMESTREET INC | 114,477 | $2.209M | 0.0% | $19.30 | $21.82 | -11.6% | COMMON STOCK | 43785V102 |
| SO | SOUTHERN CO/THE | 52,930 | $2.18M | 0.0% | $41.19 * | $26.74 | -9.1% | COMMON STOCK USD5. | 842587107 |
| LFUS | LITTELFUSE INC | 27,710 | $2.167M | 0.0% | $78.20 | $70.35 | +11.2% | COMMON STOCK USD.01 | 537008104 |
| — | CHIQUITA BRANDS INTL | 2,210,000 | $2.165M | 0.0% | $0.98 | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| — | ISHARES MSCI TAIWAN ETF | 154,609 | $2.152M | 0.0% | $13.92 | $13.30 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| BIIB | BIOGEN IDEC INC | 8,930 | $2.15M | 0.0% | $240.76 | $213.68 | +12.7% | COMMON STOCK USD.0005 | 09062X103 |
| — | ACTAVIS INC | 14,904 | $2.146M | 0.0% | $143.99 | $126.21 | — | COMMON STOCK | 00507K103 |
| — | CYBERONICS INC | 42,230 | $2.143M | 0.0% | $50.75 | $51.11 | — | COMMON STOCK USD.01 | 23251P102 |
| PCG | P G + E CORP | 51,560 | $2.11M | 0.0% | $40.92 * | $38.84 | -9.4% | COMMON STOCK NPV | 69331C108 |
| ORA | ORMAT TECHNOLOGIES INC | 78,782 | $2.109M | 0.0% | $26.77 * | $22.73 | +7.7% | COMMON STOCK USD.001 | 686688102 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 137,510 | $2.1M | 0.0% | $15.27 | $15.88 | — | REIT USD.01 | 03762U105 |
| — | STERIS CORP | 48,766 | $2.095M | 0.0% | $42.96 | $42.90 | — | COMMON STOCK NPV | 859152100 |
| — | HEALTHSOUTH CORP W/D | 60,728 | $2.094M | 0.0% | $34.48 | $29.29 | — | COMMON STOCK USD.01 | 421924309 |
| MKTX | MARKETAXESS HOLDINGS INC | 34,392 | $2.065M | 0.0% | $60.04 * | $38.12 | +40.0% | COMMON STOCK USD.003 | 57060D108 |
| — | PIER 1 IMPORTS INC | 105,176 | $2.053M | 0.0% | $19.52 | $22.43 | — | COMMON STOCK USD.001 | 720279108 |
| A | AGILENT TECHNOLOGIES INC | 40,000 | $2.05M | 0.0% | $51.25 * | $30.43 | +9.0% | COMMON STOCK USD.01 | 00846U101 |
| PMT | PENNYMAC MORTGAGE INVESTMENT | 90,200 | $2.046M | 0.0% | $22.68 | $21.05 | — | REIT USD.01 | 70931T103 |
| ANDE | ANDERSONS INC/THE | 29,009 | $2.028M | 0.0% | $69.91 * | $27.72 | +32.3% | COMMON STOCK NPV | 034164103 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 83,877 | $2.016M | 0.0% | $24.04 * | $17.84 | +22.8% | COMMON STOCK USD.01 | 199333105 |
| UFCS | UNITED FIRE GROUP INC | 65,718 | $2.002M | 0.0% | $30.46 | $27.80 | +9.6% | COMMON STOCK USD.001 | 910340108 |
| — | NEENAH PAPER INC | 50,150 | $1.971M | 0.0% | $39.30 | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| PSA | PUBLIC STORAGE | 12,214 | $1.961M | 0.0% | $160.55 * | $97.16 | +3.3% | REIT USD.1 | 74460D109 |
| MEI | METHODE ELECTRONICS INC | 70,000 | $1.96M | 0.0% | $28.00 * | $16.79 | +32.6% | COMMON STOCK USD.5 | 591520200 |
| TRNO | TERRENO REALTY CORP | 109,801 | $1.95M | 0.0% | $17.76 | $17.76 | — | REIT USD.01 | 88146M101 |
| MANH | MANHATTAN ASSOCIATES INC | 20,338 | $1.941M | 0.0% | $95.44 * | $18.32 | +30.3% | COMMON STOCK USD.01 | 562750109 |
| — | DELEK US HOLDINGS INC | 91,966 | $1.94M | 0.0% | $21.09 | $28.78 | — | COMMON STOCK USD.01 | 246647101 |
| — | SANDERSON FARMS INC | 29,580 | $1.93M | 0.0% | $65.25 | $66.42 | — | COMMON STOCK USD1. | 800013104 |
| UHAL | AMERCO | 10,472 | $1.928M | 0.0% | $184.11 * | $16.61 | +10.9% | COMMON STOCK USD.25 | 023586100 |
| CGIP | CELADON GROUP INC | 102,478 | $1.913M | 0.0% | $18.67 | $18.16 | +1.8% | COMMON STOCK USD.033 | 150838100 |
| NSIT | INSIGHT ENTERPRISES INC | 101,032 | $1.912M | 0.0% | $18.92 | $20.13 | -6.1% | COMMON STOCK USD.01 | 45765U103 |
| D | DOMINION RESOURCES INC/VA | 30,537 | $1.908M | 0.0% | $62.48 * | $34.53 | +8.5% | COMMON STOCK NPV | 25746U109 |
| LPX | LOUISIANA PACIFIC CORP | 107,891 | $1.898M | 0.0% | $17.59 | $17.62 | -0.1% | COMMON STOCK USD1. | 546347105 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 22,516 | $1.898M | 0.0% | $84.30 | $83.42 | +1.0% | COMMON STOCK USD.01 | 37364X109 |
| — | LIBERTY INTERACTIVE CORP A | 80,400 | $1.887M | 0.0% | $23.47 | $23.01 | — | COMMON STOCK USD.01 | 53071M104 |
| — | ROSETTA RESOURCES INC | 34,293 | $1.868M | 0.0% | $54.47 | $47.59 | — | COMMON STOCK USD.001 | 777779307 |
| KELYA | KELLY SERVICES INC A | 95,806 | $1.865M | 0.0% | $19.47 * | $14.88 | +11.6% | COMMON STOCK USD1. | 488152208 |
| — | BB+T CORP | 55,072 | $1.859M | 0.0% | $33.76 | $33.76 | — | COMMON STOCK USD5. | 054937107 |
| SCVL | SHOE CARNIVAL INC | 68,398 | $1.847M | 0.0% | $27.00 * | $11.01 | +22.6% | COMMON STOCK USD.01 | 824889109 |
| — | CARRIZO OIL + GAS INC | 2,000,000 | $1.84M | 0.0% | $0.92 | $1.00 | — | COMPANY GUAR 06/28 4.375 | 144577AA1 |
| — | SAGENT PHARMACEUTICALS INC | 89,873 | $1.833M | 0.0% | $20.40 | $20.40 | — | COMMON STOCK USD.01 | 786692103 |
| — | AETNA INC | 28,621 | $1.832M | 0.0% | $64.01 | $63.55 | — | COMMON STOCK USD.01 | 00817Y108 |
| AVA | AVISTA CORP | 69,371 | $1.831M | 0.0% | $26.39 * | $16.44 | -2.2% | COMMON STOCK NPV | 05379B107 |
| — | XL GROUP PLC | 59,037 | $1.82M | 0.0% | $30.83 | $30.32 | — | COMMON STOCK USD.01 | G98290102 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $1.816M | 0.0% | $0.91 | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| — | PERFICIENT INC | 98,839 | $1.815M | 0.0% | $18.36 | $18.36 | — | COMMON STOCK USD.001 | 71375U101 |
| — | SUSQUEHANNA BANCSHARES INC | 142,684 | $1.791M | 0.0% | $12.55 | $12.85 | — | COMMON STOCK USD2. | 869099101 |
| CRUS | CIRRUS LOGIC INC | 78,170 | $1.773M | 0.0% | $22.68 | $20.65 | +9.7% | COMMON STOCK USD.001 | 172755100 |
| — | DELL INC | 128,366 | $1.768M | 0.0% | $13.77 | $13.35 | — | COMMON STOCK USD.01 | 24702R101 |
| WAFD | WASHINGTON FEDERAL INC | 84,969 | $1.757M | 0.0% | $20.68 * | $12.07 | +21.0% | COMMON STOCK USD1. | 938824109 |
| ANIK | ANIKA THERAPEUTICS INC | 73,350 | $1.757M | 0.0% | $23.95 | $14.42 | +65.6% | COMMON STOCK USD.01 | 035255108 |
| — | MONTPELIER RE HOLDINGS LTD | 67,187 | $1.75M | 0.0% | $26.05 | $25.01 | — | COMMON STOCK USD.001666 | G62185106 |
| — | SEAGATE TECHNOLOGY | 39,698 | $1.736M | 0.0% | $43.73 | $44.83 | — | COMMON STOCK USD.00001 | G7945M107 |
| NPKI | NEWPARK RESOURCES INC | 136,064 | $1.723M | 0.0% | $12.66 | $10.36 | +22.2% | COMMON STOCK USD.01 | 651718504 |
| NUS | NU SKIN ENTERPRISES INC A | 17,700 | $1.695M | 0.0% | $95.76 * | $49.41 | +31.4% | COMMON STOCK USD.001 | 67018T105 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 14,862 | $1.687M | 0.0% | $113.51 | $110.02 | +3.2% | COMMON STOCK USD.0033 | 084670702 |
| CMA | COMERICA INC | 42,201 | $1.659M | 0.0% | $39.31 * | $24.17 | +6.1% | COMMON STOCK USD5. | 200340107 |
| — | INVESCO MORTGAGE CAPITAL | 107,600 | $1.656M | 0.0% | $15.39 | $15.39 | — | REIT USD.01 | 46131B100 |
| SRE | SEMPRA ENERGY | 19,339 | $1.655M | 0.0% | $85.58 * | $27.60 | +6.6% | COMMON STOCK NPV | 816851109 |
| — | UNILEVER PLC SPONSORED ADR | 42,711 | $1.648M | 0.0% | $38.58 | $40.45 | — | ADR | 904767704 |
| — | HILL ROM HOLDINGS INC | 45,985 | $1.648M | 0.0% | $35.84 | $35.84 | — | COMMON STOCK NPV | 431475102 |
| NTGR | NETGEAR INC | 53,195 | $1.642M | 0.0% | $30.87 * | $19.52 | -1.9% | COMMON STOCK USD.001 | 64111Q104 |
| — | CROWN CASTLE INTL CORP | 22,396 | $1.636M | 0.0% | $73.05 | $72.40 | — | COMMON STOCK USD.01 | 228227104 |
| — | PHOTOMEDEX INC | 102,271 | $1.626M | 0.0% | $15.90 | $15.94 | — | COMMON STOCK USD.01 | 719358301 |
| ACTG | ACACIA RESEARCH CORP | 70,468 | $1.625M | 0.0% | $23.06 * | $22.79 | -7.6% | COMMON STOCK USD.001 | 003881307 |
| ANF | ABERCROMBIE + FITCH CO CL A | 45,804 | $1.62M | 0.0% | $35.37 * | $37.66 | -27.6% | COMMON STOCK USD.01 | 002896207 |
| UNH | UNITEDHEALTH GROUP INC | 22,570 | $1.616M | 0.0% | $71.60 * | $50.75 | +15.9% | COMMON STOCK USD.01 | 91324P102 |
| STT | STATE STREET CORP | 24,431 | $1.606M | 0.0% | $65.74 * | $44.60 | +6.5% | COMMON STOCK USD1. | 857477103 |
| — | INSYS THERAPEUTICS INC | 45,884 | $1.605M | 0.0% | $34.98 | $34.98 | — | COMMON STOCK USD.0002145 | 45824V209 |
| GT | GOODYEAR TIRE + RUBBER CO | 71,094 | $1.596M | 0.0% | $22.45 | $19.14 | +17.3% | COMMON STOCK NPV | 382550101 |
| HCI | HCI GROUP INC | 38,983 | $1.592M | 0.0% | $40.84 | $34.64 | +17.9% | COMMON STOCK NPV | 40416E103 |
| — | EPL OIL + GAS INC | 42,293 | $1.569M | 0.0% | $37.10 | $30.99 | — | COMMON STOCK USD.001 | 26883D108 |
| — | RPX CORP | 89,389 | $1.567M | 0.0% | $17.53 | $16.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | PLANTRONICS INC | 33,945 | $1.563M | 0.0% | $46.05 | $43.93 | — | COMMON STOCK USD.01 | 727493108 |
| — | FIFTH STREET FINANCE CORP | 150,730 | $1.551M | 0.0% | $10.29 | $10.45 | — | COMMON STOCK USD.01 | 31678A103 |
| PLXS | PLEXUS CORP | 41,629 | $1.549M | 0.0% | $37.21 | $27.78 | +33.8% | COMMON STOCK USD.01 | 729132100 |
| — | UNITED STATIONERS INC | 35,170 | $1.53M | 0.0% | $43.50 | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| — | AVG TECHNOLOGIES | 63,758 | $1.526M | 0.0% | $23.93 | $19.45 | — | COMMON STOCK EUR.01 | N07831105 |
| NDAQ | NASDAQ OMX GROUP/THE | 46,304 | $1.486M | 0.0% | $32.09 * | $8.76 | +0.4% | COMMON STOCK USD.01 | 631103108 |
| FOSL | FOSSIL GROUP INC | 12,723 | $1.479M | 0.0% | $116.25 | $109.53 | +6.1% | COMMON STOCK USD.01 | 34988V106 |
| ESINQ | ITT EDUCATIONAL SERVICES INC | 46,917 | $1.454M | 0.0% | $30.99 * | $28.19 | 0.0% | COMMON STOCK USD.01 | 45068B109 |
| — | FIRST DEFIANCE FINL CORP | 61,874 | $1.447M | 0.0% | $23.39 | $22.55 | — | COMMON STOCK USD.01 | 32006W106 |
| KLIC | KULICKE + SOFFA INDUSTRIES | 124,742 | $1.441M | 0.0% | $11.55 * | $9.86 | +2.2% | COMMON STOCK NPV | 501242101 |
| — | ACE LTD | 15,268 | $1.428M | 0.0% | $93.53 | $93.53 | — | COMMON STOCK CHF27.95 | H0023R105 |
| PNNT | PENNANTPARK INVESTMENT CORP | 126,851 | $1.428M | 0.0% | $11.26 * | $2.45 | +3.9% | COMMON STOCK USD.001 | 708062104 |
| — | SELECT COMFORT CORPORATION | 58,359 | $1.421M | 0.0% | $24.35 | $25.05 | — | COMMON STOCK USD.01 | 81616X103 |
| MCRI | MONARCH CASINO + RESORT INC | 74,703 | $1.418M | 0.0% | $18.98 | $13.55 | +40.1% | COMMON STOCK USD.01 | 609027107 |
| — | E TRADE FINANCIAL CORP | 85,724 | $1.414M | 0.0% | $16.49 | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| — | OMEGA PROTEIN CORP | 136,860 | $1.392M | 0.0% | $10.17 | $9.26 | — | COMMON STOCK USD.01 | 68210P107 |
| EBS | EMERGENT BIOSOLUTIONS INC | 72,936 | $1.389M | 0.0% | $19.04 | $15.28 | +24.7% | COMMON STOCK USD.001 | 29089Q105 |
| — | JOHNSON CONTROLS INC | 33,035 | $1.371M | 0.0% | $41.50 | $35.78 | — | COMMON STOCK USD.01388 | 478366107 |
| — | MEAD JOHNSON NUTRITION CO | 17,927 | $1.331M | 0.0% | $74.25 | $74.25 | — | COMMON STOCK USD.01 | 582839106 |
| — | AXIALL CORP | 35,009 | $1.323M | 0.0% | $37.79 | $42.59 | — | COMMON STOCK USD.01 | 05463D100 |
| — | RENEWABLE ENERGY GROUP INC | 87,298 | $1.323M | 0.0% | $15.15 | $14.23 | — | COMMON STOCK USD.0001 | 75972A301 |
| — | GREATBATCH INC | 38,592 | $1.313M | 0.0% | $34.02 | $33.08 | — | COMMON STOCK USD.001 | 39153L106 |
| — | SBA COMMUNICATIONS CORP CL A | 16,297 | $1.311M | 0.0% | $80.44 | $74.12 | — | COMMON STOCK USD.01 | 78388J106 |
| — | TESSCO TECHNOLOGIES INC | 38,395 | $1.294M | 0.0% | $33.70 | $26.40 | — | COMMON STOCK USD.01 | 872386107 |
| LKQ | LKQ CORP | 40,629 | $1.294M | 0.0% | $31.85 * | $25.92 | +10.4% | COMMON STOCK USD.01 | 501889208 |
| — | VALE SA SP PREF ADR | 90,683 | $1.289M | 0.0% | $14.21 | $12.16 | — | ADR NPV | 91912E204 |
| RGR | STURM RUGER + CO INC | 20,409 | $1.278M | 0.0% | $62.62 | $53.75 | +16.5% | COMMON STOCK USD1. | 864159108 |
| — | MB FINANCIAL INC | 44,573 | $1.259M | 0.0% | $28.25 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | MEDIVATION INC | 20,900 | $1.253M | 0.0% | $59.95 | $59.95 | — | COMMON STOCK USD.01 | 58501N101 |
| — | ROUNDY S INC | 144,307 | $1.241M | 0.0% | $8.60 | $8.33 | — | COMMON STOCK USD.01 | 779268101 |
| MGM | MGM RESORTS INTERNATIONAL | 60,100 | $1.228M | 0.0% | $20.43 * | $16.45 | +17.4% | COMMON STOCK USD.01 | 552953101 |
| — | VOXX INTERNATIONAL CORP | 89,050 | $1.22M | 0.0% | $13.70 | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| NNBR | NN INC | 77,849 | $1.211M | 0.0% | $15.56 * | $12.13 | +15.9% | COMMON STOCK USD.01 | 629337106 |
| — | COMPUTER SCIENCES CORP | 23,411 | $1.211M | 0.0% | $51.73 | $43.76 | — | COMMON STOCK USD1. | 205363104 |
| PPC | PILGRIM S PRIDE CORP | 71,983 | $1.209M | 0.0% | $16.80 | $11.16 | +50.4% | COMMON STOCK USD.01 | 72147K108 |
| DTE | DTE ENERGY COMPANY | 18,321 | $1.209M | 0.0% | $65.99 * | $38.29 | -2.9% | COMMON STOCK NPV | 233331107 |
| — | LYDALL INC | 69,955 | $1.201M | 0.0% | $17.17 | $17.17 | — | COMMON STOCK USD.1 | 550819106 |
| — | AMERICAN CAPITAL AGENCY CORP | 53,122 | $1.199M | 0.0% | $22.57 | $22.57 | — | REIT USD.01 | 02503X105 |
| — | BBCN BANCORP INC | 86,454 | $1.19M | 0.0% | $13.76 | $14.22 | — | COMMON STOCK USD.001 | 073295107 |
| OIS | OIL STATES INTERNATIONAL INC | 11,369 | $1.176M | 0.0% | $103.44 * | $51.03 | +15.8% | COMMON STOCK USD.01 | 678026105 |
| FE | FIRSTENERGY CORP | 32,136 | $1.171M | 0.0% | $36.44 * | $23.88 | -9.1% | COMMON STOCK USD.1 | 337932107 |
| FCNCA | FIRST CITIZENS BCSHS CL A | 5,577 | $1.147M | 0.0% | $205.67 * | $182.75 | +7.4% | COMMON STOCK USD1. | 31946M103 |
| ABBV | ABBVIE INC | 25,447 | $1.138M | 0.0% | $44.72 * | $27.16 | +1.0% | COMMON STOCK USD.01 | 00287Y109 |
| — | TREE.COM INC | 42,433 | $1.114M | 0.0% | $26.25 | $26.25 | — | COMMON STOCK USD.01 | 894675107 |
| — | CAI INTERNATIONAL INC | 47,638 | $1.109M | 0.0% | $23.28 | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | MANNING + NAPIER INC | 65,564 | $1.094M | 0.0% | $16.69 | $17.76 | — | COMMON STOCK USD.01 | 56382Q102 |
| — | KINDRED HEALTHCARE INC | 81,318 | $1.092M | 0.0% | $13.43 | $13.13 | — | COMMON STOCK USD.25 | 494580103 |
| — | NORTHEAST UTILITIES | 25,447 | $1.05M | 0.0% | $41.26 | $41.26 | — | COMMON STOCK USD5. | 664397106 |
| PH | PARKER HANNIFIN CORP | 9,603 | $1.044M | 0.0% | $108.72 * | $75.97 | +16.7% | COMMON STOCK USD.5 | 701094104 |
| — | CEPHEID INC | 26,642 | $1.04M | 0.0% | $39.04 | $36.79 | — | COMMON STOCK NPV | 15670R107 |
| — | QUALITY DISTRIBUTION INC | 111,138 | $1.027M | 0.0% | $9.24 | $9.24 | — | COMMON STOCK NPV | 74756M102 |
| MA | MASTERCARD INC CLASS A | 1,526 | $1.027M | 0.0% | $673.00 * | $51.54 | +21.2% | COMMON STOCK USD.0001 | 57636Q104 |
| SBUX | STARBUCKS CORP | 13,233 | $1.019M | 0.0% | $77.00 * | $24.37 | +24.4% | COMMON STOCK USD.001 | 855244109 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 15,923 | $1.019M | 0.0% | $64.00 | $26.61 | +140.6% | COMMON STOCK USD.01 | 02043Q107 |
| — | SMITH + WESSON HOLDING CORP | 92,584 | $1.017M | 0.0% | $10.98 | $10.98 | — | COMMON STOCK USD.001 | 831756101 |
| — | VALSPAR CORP | 15,947 | $1.012M | 0.0% | $63.46 | $64.67 | — | COMMON STOCK USD.5 | 920355104 |
| — | ADVANCED SEMICONDUCTOR E ADR | 211,551 | $1.011M | 0.0% | $4.78 | $4.06 | — | ADR | 00756M404 |
| NOK | NOKIA CORP SPON ADR | 155,180 | $1.01M | 0.0% | $6.51 | $3.52 | +84.9% | ADR | 654902204 |
| — | TRIPLE S MANAGEMENT CORP B | 53,884 | $991K | 0.0% | $18.39 | $18.39 | — | COMMON STOCK USD1. | 896749108 |
| — | MANNKIND CORP | 1,000,000 | $990K | 0.0% | $0.99 | $0.97 | — | SR UNSECURED 12/13 3.75 | 56400PAA0 |
| — | PARKER DRILLING CO | 173,555 | $989K | 0.0% | $5.70 | $5.70 | — | COMMON STOCK USD.167 | 701081101 |
| WTFC | WINTRUST FINANCIAL CORP | 23,999 | $986K | 0.0% | $41.09 | $40.65 | +1.0% | COMMON STOCK NPV | 97650W108 |
| — | PETROCHINA CO LTD ADR | 8,909 | $980K | 0.0% | $110.00 | $110.63 | — | ADR | 71646E100 |
| — | JINKOSOLAR HOLDING CO LT | 1,000,000 | $976K | 0.0% | $0.98 | $0.60 | — | SR UNSECURED 144A 05/16 4. | 47759TAA8 |
| LAD | LITHIA MOTORS INC CL A | 13,331 | $973K | 0.0% | $72.99 | $56.62 | +28.9% | COMMON STOCK NPV | 536797103 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 85,874 | $972K | 0.0% | $11.32 | $12.76 | -11.3% | COMMON STOCK USD.001 | 64125C109 |
| — | TECH DATA CORP | 19,384 | $967K | 0.0% | $49.89 | $47.66 | — | COMMON STOCK USD.0015 | 878237106 |
| — | HOSPITALITY PROPERTIES TRUST | 33,990 | $962K | 0.0% | $28.30 | $28.30 | — | REIT USD.01 | 44106M102 |
| FLR | FLUOR CORP | 13,500 | $958K | 0.0% | $70.96 * | $57.29 | +9.6% | COMMON STOCK USD.01 | 343412102 |
| MLCO | MELCO CROWN ENTERTAINME ADR | 30,000 | $955K | 0.0% | $31.83 | $23.59 | +34.9% | ADR USD.01 | 585464100 |
| — | EINSTEIN NOAH RESTAURANT GRO | 54,665 | $947K | 0.0% | $17.32 | $17.32 | — | COMMON STOCK USD.001 | 28257U104 |
| — | ROCKWELL COLLINS INC | 13,548 | $919K | 0.0% | $67.83 | $63.40 | — | COMMON STOCK USD.01 | 774341101 |
| — | PS BUSINESS PARKS INC/CA | 12,219 | $912K | 0.0% | $74.64 | $74.64 | — | REIT USD.01 | 69360J107 |
| — | HANESBRANDS INC | 14,535 | $906K | 0.0% | $62.33 | $51.44 | — | COMMON STOCK USD.01 | 410345102 |
| — | C+J ENERGY SERVICES INC | 44,957 | $903K | 0.0% | $20.09 | $19.37 | — | COMMON STOCK USD.01 | 12467B304 |
| — | CHESAPEAKE ENERGY CORP | 34,710 | $898K | 0.0% | $25.87 | $21.73 | — | COMMON STOCK USD.01 | 165167107 |
| RRX | REGAL BELOIT CORP | 13,192 | $896K | 0.0% | $67.92 | $69.87 | -2.8% | COMMON STOCK USD.01 | 758750103 |
| — | CARRIZO OIL + GAS INC | 23,764 | $887K | 0.0% | $37.33 | $37.33 | — | COMMON STOCK USD.01 | 144577103 |
| — | COLONY FINANCIAL INC | 43,311 | $865K | 0.0% | $19.97 | $19.89 | — | REIT USD.01 | 19624R106 |
| — | GREEN MOUNTAIN COFFEE ROASTE | 11,436 | $861K | 0.0% | $75.29 | $75.06 | — | COMMON STOCK USD.1 | 393122106 |
| — | WESTERN REFINING INC | 28,268 | $849K | 0.0% | $30.03 | $28.06 | — | COMMON STOCK USD.01 | 959319104 |
| — | PIKE ELECTRIC CORP | 74,358 | $842K | 0.0% | $11.32 | $12.30 | — | COMMON STOCK USD.001 | 721283109 |
| CMC | COMMERCIAL METALS CO | 49,498 | $839K | 0.0% | $16.95 * | $11.97 | +8.2% | COMMON STOCK USD.01 | 201723103 |
| — | AUXILIUM PHARMACEUTICALS INC | 45,825 | $835K | 0.0% | $18.22 | $18.22 | — | COMMON STOCK USD.01 | 05334D107 |
| QUAD | QUAD GRAPHICS INC | 26,621 | $808K | 0.0% | $30.35 | $22.74 | +33.5% | COMMON STOCK USD.025 | 747301109 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $804K | 0.0% | $0.40 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 17,366 | $801K | 0.0% | $46.12 | $46.12 | — | COMMON STOCK USD.01 | 049164205 |
| MPT | MEDICAL PROPERTIES TRUST INC | 65,324 | $795K | 0.0% | $12.17 | $12.98 | — | REIT USD.001 | 58463J304 |
| ERIC | ERICSSON (LM) TEL SP ADR | 59,565 | $795K | 0.0% | $13.35 | $11.95 | +11.7% | ADR | 294821608 |
| — | US AIRWAYS GROUP INC | 41,606 | $789K | 0.0% | $18.96 | $18.96 | — | COMMON STOCK USD.01 | 90341W108 |
| — | PICO HOLDINGS INC | 36,135 | $783K | 0.0% | $21.67 | $21.67 | — | COMMON STOCK USD.001 | 693366205 |
| MTDR | MATADOR RESOURCES CO | 47,324 | $773K | 0.0% | $16.33 | $14.86 | +9.9% | COMMON STOCK USD.01 | 576485205 |
| — | DIAMOND OFFSHORE DRILLING | 12,400 | $773K | 0.0% | $62.34 | $62.34 | — | COMMON STOCK USD.01 | 25271C102 |
| LVS | LAS VEGAS SANDS CORP | 11,523 | $765K | 0.0% | $66.39 * | $38.99 | +20.0% | COMMON STOCK USD.001 | 517834107 |
| — | WABCO HOLDINGS INC | 9,003 | $759K | 0.0% | $84.31 | $74.64 | — | COMMON STOCK USD.01 | 92927K102 |
| CWCO | CONSOLIDATED WATER CO ORD SH | 50,000 | $749K | 0.0% | $14.98 * | $9.64 | +17.7% | COMMON STOCK USD.6 | G23773107 |
| LTC | LTC PROPERTIES INC | 19,667 | $747K | 0.0% | $37.98 | $37.98 | — | REIT USD.01 | 502175102 |
| — | BED BATH + BEYOND INC | 9,600 | $743K | 0.0% | $77.40 | $70.88 | — | COMMON STOCK USD.01 | 075896100 |
| RWT | REDWOOD TRUST INC | 37,700 | $742K | 0.0% | $19.68 | $17.00 | — | REIT USD.01 | 758075402 |
| — | GLOBAL BRASS + COPPER HOLDIN | 41,927 | $735K | 0.0% | $17.53 | $17.53 | — | COMMON STOCK | 37953G103 |
| DCO | DUCOMMUN INC | 25,493 | $731K | 0.0% | $28.67 | $25.51 | +12.4% | COMMON STOCK USD.01 | 264147109 |
| MUSA | MURPHY USA INC | 17,999 | $727K | 0.0% | $40.39 * | $38.02 | +3.3% | COMMON STOCK | 626755102 |
| — | PRAXAIR INC | 5,991 | $720K | 0.0% | $120.18 | $120.18 | — | COMMON STOCK USD.01 | 74005P104 |
| UIS | UNISYS CORP | 28,066 | $707K | 0.0% | $25.19 | $19.99 | +26.0% | COMMON STOCK USD.01 | 909214306 |
| CNXN | PC CONNECTION INC | 46,789 | $706K | 0.0% | $15.09 * | $13.70 | -5.5% | COMMON STOCK USD.01 | 69318J100 |
| — | FORESTAR GROUP INC | 31,725 | $683K | 0.0% | $21.53 | $20.06 | — | COMMON STOCK USD1. | 346233109 |
| VFC | VF CORP | 3,429 | $683K | 0.0% | $199.18 * | $42.45 | +10.4% | COMMON STOCK NPV | 918204108 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 3,219 | $681K | 0.0% | $211.56 * | $124.91 | +16.7% | COMMON STOCK USD.01 | 018581108 |
| PVH | PVH CORP | 5,700 | $677K | 0.0% | $118.77 | $112.68 | +3.5% | COMMON STOCK USD1. | 693656100 |
| — | MANITOWOC COMPANY INC | 34,239 | $670K | 0.0% | $19.57 | $17.90 | — | COMMON STOCK USD.01 | 563571108 |
| PRU | PRUDENTIAL FINANCIAL INC | 8,596 | $670K | 0.0% | $77.94 * | $38.68 | +21.3% | COMMON STOCK USD.01 | 744320102 |
| EMBJ | EMBRAER SA ADR | 20,590 | $669K | 0.0% | $32.49 | $35.49 | -8.5% | ADR | 29082A107 |
| — | EL PASO ELECTRIC CO | 19,959 | $667K | 0.0% | $33.42 | $35.31 | — | COMMON STOCK NPV | 283677854 |
| — | SYMANTEC CORP | 25,749 | $637K | 0.0% | $24.74 | $22.47 | — | COMMON STOCK USD.01 | 871503108 |
| — | ISHARES MSCI MALAYSIA ETF | 41,813 | $629K | 0.0% | $15.04 | $15.51 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| TSCO | TRACTOR SUPPLY COMPANY | 9,356 | $628K | 0.0% | $67.12 * | $10.37 | +9.1% | COMMON STOCK USD.008 | 892356106 |
| EAT | BRINKER INTERNATIONAL INC | 15,086 | $611K | 0.0% | $40.50 * | $32.07 | +3.9% | COMMON STOCK USD.1 | 109641100 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 135,423 | $604K | 0.0% | $4.46 | $5.07 | — | COMMON STOCK USD.01 | 518415104 |
| URBN | URBAN OUTFITTERS INC | 16,200 | $596K | 0.0% | $36.79 | $41.26 | -10.9% | COMMON STOCK USD.0001 | 917047102 |
| CNMD | CONMED CORP | 17,322 | $589K | 0.0% | $34.00 * | $28.03 | +4.4% | COMMON STOCK USD.01 | 207410101 |
| — | QUALITY SYSTEMS INC | 26,210 | $570K | 0.0% | $21.75 | $18.71 | — | COMMON STOCK USD.01 | 747582104 |
| — | EPIZYME INC | 14,131 | $567K | 0.0% | $40.12 | $40.12 | — | COMMON STOCK | 29428V104 |
| — | LINEAR TECHNOLOGY CORP | 14,283 | $566K | 0.0% | $39.63 | $36.83 | — | COMMON STOCK USD.001 | 535678106 |
| — | ZAGG INC | 123,213 | $554K | 0.0% | $4.50 | $5.35 | — | COMMON STOCK USD.001 | 98884U108 |
| NVDA | NVIDIA CORP | 35,625 | $554K | 0.0% | $15.55 * | $0.33 | +12.2% | COMMON STOCK USD.001 | 67066G104 |
| FCBC | FIRST COMMUNITY BANCSHARES | 32,810 | $536K | 0.0% | $16.34 * | $9.18 | +7.9% | COMMON STOCK USD1. | 31983A103 |
| YZCAY | YANZHOU COAL MINING SP ADR | 56,113 | $536K | 0.0% | $9.55 | $7.15 | — | ADR CNY1. | 984846105 |
| PCAR | PACCAR INC | 9,425 | $525K | 0.0% | $55.70 * | $21.67 | +8.1% | COMMON STOCK USD1. | 693718108 |
| TDG | TRANSDIGM GROUP INC | 3,759 | $521K | 0.0% | $138.60 * | $70.58 | +7.1% | COMMON STOCK USD.01 | 893641100 |
| — | CIA PARANAENSE ENER SP ADR P | 36,295 | $507K | 0.0% | $13.97 | $12.42 | — | ADR NPV | 20441B407 |
| GPRE | GREEN PLAINS RENEWABLE ENERG | 30,890 | $496K | 0.0% | $16.06 | $13.32 | +20.5% | COMMON STOCK USD.001 | 393222104 |
| — | MEDICINES COMPANY | 14,580 | $489K | 0.0% | $33.54 | $33.54 | — | COMMON STOCK USD.001 | 584688105 |
| — | INGERSOLL RAND PLC | 7,487 | $486K | 0.0% | $64.91 | $55.56 | — | COMMON STOCK USD1. | G47791101 |
| AMAT | APPLIED MATERIALS INC | 27,526 | $483K | 0.0% | $17.55 * | $12.22 | +22.0% | COMMON STOCK USD.01 | 038222105 |
| SLGN | SILGAN HOLDINGS INC | 10,200 | $479K | 0.0% | $46.96 * | $23.90 | -1.7% | COMMON STOCK USD.01 | 827048109 |
| POWL | POWELL INDUSTRIES INC | 7,685 | $471K | 0.0% | $61.29 * | $36.18 | +22.9% | COMMON STOCK USD.01 | 739128106 |
| TPC | TUTOR PERINI CORP | 22,068 | $470K | 0.0% | $21.30 | $17.65 | +20.8% | COMMON STOCK USD1. | 901109108 |
| MS | MORGAN STANLEY | 16,671 | $449K | 0.0% | $26.93 * | $17.33 | +13.9% | COMMON STOCK USD.01 | 617446448 |
| — | MANITEX INTERNATIONAL INC | 40,455 | $442K | 0.0% | $10.93 | $10.93 | — | COMMON STOCK NPV | 563420108 |
| — | URSTADT BIDDLE CLASS A | 21,560 | $429K | 0.0% | $19.90 | $19.90 | — | REIT USD.01 | 917286205 |
| CACI | CACI INTERNATIONAL INC CL A | 6,112 | $422K | 0.0% | $69.04 | $66.75 | +3.5% | COMMON STOCK USD.1 | 127190304 |
| MRSH | MARSH + MCLENNAN COS | 9,604 | $418K | 0.0% | $43.52 * | $31.19 | +12.3% | COMMON STOCK USD1. | 571748102 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 8,295 | $416K | 0.0% | $50.15 | $59.41 | -15.6% | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| — | CLOVIS ONCOLOGY INC | 6,667 | $405K | 0.0% | $60.75 | $67.05 | — | COMMON STOCK USD.001 | 189464100 |
| MCHP | MICROCHIP TECHNOLOGY INC | 9,922 | $400K | 0.0% | $40.31 * | $13.83 | +11.9% | COMMON STOCK USD.001 | 595017104 |
| — | TIBCO SOFTWARE INC | 14,551 | $372K | 0.0% | $25.57 | $21.40 | — | COMMON STOCK USD.001 | 88632Q103 |
| MYGN | MYRIAD GENETICS INC | 15,800 | $371K | 0.0% | $23.48 | $28.41 | -17.3% | COMMON STOCK USD.01 | 62855J104 |
| — | SOHU.COM INC | 4,700 | $371K | 0.0% | $78.94 | $61.58 | — | COMMON STOCK USD.001 | 83408W103 |
| — | ALCOA INC | 44,198 | $359K | 0.0% | $8.12 | $7.83 | — | COMMON STOCK USD1. | 013817101 |
| — | ALON USA ENERGY INC | 33,376 | $341K | 0.0% | $10.22 | $14.46 | — | COMMON STOCK USD.01 | 020520102 |
| SPPJY | SAPPI LTD SPONSORED ADR | 136,059 | $339K | 0.0% | $2.49 | $2.45 | — | ADR | 803069202 |
| — | CERNER CORP | 6,300 | $331K | 0.0% | $52.54 | $52.54 | — | COMMON STOCK USD.01 | 156782104 |
| — | BUNGE LTD | 3,900 | $296K | 0.0% | $75.90 | $75.90 | — | COMMON STOCK USD.01 | G16962105 |
| HSIC | HENRY SCHEIN INC | 2,845 | $295K | 0.0% | $103.69 * | $37.90 | +7.4% | COMMON STOCK USD.01 | 806407102 |
| — | AK STEEL CORP | 250,000 | $235K | 0.0% | $0.94 | $0.94 | — | COMPANY GUAR 11/19 5. | 001546AP5 |
| — | THOMPSON CREEK METALS CO | 11,550 | $214K | 0.0% | $18.53 | $18.53 | — | PREFERRED STOCK 05/15 6.5 | 884768300 |
| — | EQUINIX INC | 1,112 | $204K | 0.0% | $183.45 | $184.80 | — | COMMON STOCK USD.001 | 29444U502 |
| EIDO | ISHARES MSCI INDONESIA ETF | 8,521 | $201K | 0.0% | $23.59 | $32.24 | -26.8% | ISHARES MSCI INDONESIA ETF | 46429B309 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 5,000 | $201K | 0.0% | $40.20 | $39.56 | +1.4% | VANGUARD FTSE EMERGING MARKE | 922042858 |
| OII | OCEANEERING INTL INC | 2,439 | $198K | 0.0% | $81.18 | $80.37 | +1.1% | COMMON STOCK USD.25 | 675232102 |
| — | LEUCADIA NATIONAL CORP | 7,126 | $194K | 0.0% | $27.22 | $26.24 | — | COMMON STOCK USD1. | 527288104 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 3,860 | $185K | 0.0% | $47.93 | $51.94 | -7.8% | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| ACN | ACCENTURE PLC CL A | 2,150 | $158K | 0.0% | $73.49 * | $63.81 | -7.2% | COMMON STOCK USD.0000225 | G1151C101 |
| ZBH | ZIMMER HOLDINGS INC | 1,590 | $131K | 0.0% | $82.39 * | $67.30 | +7.2% | COMMON STOCK USD.01 | 98956P102 |
| — | AON PLC | 1,747 | $130K | 0.0% | $74.41 | $64.11 | — | COMMON STOCK USD.01 | G0408V102 |
| GFI | GOLD FIELDS LTD SPONS ADR | 26,854 | $123K | 0.0% | $4.58 | $5.36 | -14.8% | ADR | 38059T106 |
| — | INTERCONTINENTALEXCHANGE W/I | 641 | $116K | 0.0% | $180.97 | $177.85 | — | COMMON STOCK USD.01 | 45865V100 |
| BAX | BAXTER INTERNATIONAL INC | 1,720 | $113K | 0.0% | $65.70 * | $30.42 | -5.7% | COMMON STOCK USD1. | 071813109 |
| — | COVIDIEN PLC | 1,534 | $93,000 | 0.0% | $60.63 | $62.58 | — | COMMON STOCK USD.2 | G2554F113 |