Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 11, 2014
Total Value: $5.729B (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 | $648M | 11.3% | $64.97 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EEM | ISHARES MSCI EMERGING MARKETS | 8,246,288 | $344M | 6.0% | $41.77 | $41.22 | +1.4% | ISHARES MSCI EMERGING MARKET | 464287234 |
| TX | TERNIUM SA SPONSORED ADR | 8,617,937 | $270M | 4.7% | $31.30 | $22.42 | +39.6% | ADR USD1. | 880890108 |
| PKX | POSCO ADR | 2,377,114 | $185M | 3.2% | $78.00 | $71.01 | +9.8% | ADR | 693483109 |
| EFA | ISHARES MSCI EAFE ETF | 2,065,626 | $139M | 2.4% | $67.06 | $62.36 | +7.6% | ISHARES MSCI EAFE ETF | 464287465 |
| XOM | EXXON MOBIL CORP | 1,320,650 | $134M | 2.3% | $101.20 * | $53.81 | +14.1% | COMMON STOCK NPV | 30231G102 |
| PFE | PFIZER INC | 3,183,722 | $97.52M | 1.7% | $30.63 * | $16.48 | +7.1% | COMMON STOCK USD.05 | 717081103 |
| MRK | MERCK + CO. INC. | 1,715,716 | $85.87M | 1.5% | $50.05 * | $30.21 | +9.0% | COMMON STOCK USD.5 | 58933Y105 |
| AAPL | APPLE INC | 148,107 | $83.1M | 1.5% | $561.11 * | $13.44 | +29.5% | COMMON STOCK NPV | 037833100 |
| — | BANCOLOMBIA S.A. SPONS ADR | 1,429,860 | $70.09M | 1.2% | $49.02 | $56.73 | — | ADR | 05968L102 |
| ORCL | ORACLE CORP | 1,817,468 | $69.54M | 1.2% | $38.26 * | $27.52 | +16.4% | COMMON STOCK USD.01 | 68389X105 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 6,116,342 | $68.63M | 1.2% | $11.22 | $12.39 | -9.4% | ADR | 204448104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 5,411,140 | $63.42M | 1.1% | $11.72 | $14.13 | — | ADR NPV | 035128206 |
| PG | PROCTER + GAMBLE CO/THE | 762,581 | $62.08M | 1.1% | $81.41 * | $56.18 | +3.3% | COMMON STOCK | 742718109 |
| — | AMERICA MOVIL ADR SERIES L | 2,639,614 | $61.69M | 1.1% | $23.37 | $21.74 | — | ADR NPV | 02364W105 |
| SLB | SCHLUMBERGER LTD | 675,953 | $60.91M | 1.1% | $90.11 * | $53.39 | +21.9% | COMMON STOCK USD.01 | 806857108 |
| MSFT | MICROSOFT CORP | 1,548,904 | $57.98M | 1.0% | $37.43 * | $26.74 | +16.1% | COMMON STOCK USD.00000625 | 594918104 |
| JPM | JPMORGAN CHASE + CO | 829,121 | $48.49M | 0.8% | $58.48 * | $36.27 | +16.6% | COMMON STOCK USD1. | 46625H100 |
| MCD | MCDONALD S CORP | 480,731 | $46.65M | 0.8% | $97.03 * | $71.03 | +0.1% | COMMON STOCK USD.01 | 580135101 |
| KO | COCA COLA CO/THE | 1,098,773 | $45.39M | 0.8% | $41.31 * | $27.53 | +3.0% | COMMON STOCK USD.25 | 191216100 |
| C | CITIGROUP INC | 870,838 | $45.38M | 0.8% | $52.11 * | $35.87 | +8.1% | COMMON STOCK USD.01 | 172967424 |
| CSCO | CISCO SYSTEMS INC | 1,910,037 | $42.88M | 0.7% | $22.45 * | $15.29 | +0.8% | COMMON STOCK USD.001 | 17275R102 |
| CPA | COPA HOLDINGS SA CLASS A | 241,795 | $38.71M | 0.7% | $160.11 * | $87.82 | +26.6% | COMMON STOCK NPV | P31076105 |
| OXY | OCCIDENTAL PETROLEUM CORP | 398,392 | $37.89M | 0.7% | $95.10 * | $58.52 | +8.6% | COMMON STOCK USD.2 | 674599105 |
| — | CELGENE CORP | 209,098 | $35.33M | 0.6% | $168.96 | $124.57 | — | COMMON STOCK USD.01 | 151020104 |
| — | MEDTRONIC INC | 589,620 | $33.84M | 0.6% | $57.39 | $52.07 | — | COMMON STOCK USD.1 | 585055106 |
| USB | US BANCORP | 835,918 | $33.77M | 0.6% | $40.40 * | $22.71 | +18.3% | COMMON STOCK USD.01 | 902973304 |
| DIS | WALT DISNEY CO/THE | 432,945 | $33.08M | 0.6% | $76.40 * | $56.84 | +20.9% | COMMON STOCK USD.01 | 254687106 |
| — | GENERAL ELECTRIC CO | 1,131,447 | $31.71M | 0.6% | $28.03 | $23.19 | — | COMMON STOCK USD.06 | 369604103 |
| PM | PHILIP MORRIS INTERNATIONAL | 360,123 | $31.38M | 0.5% | $87.13 * | $49.77 | -3.2% | COMMON STOCK NPV | 718172109 |
| NWL | NEWELL RUBBERMAID INC | 958,111 | $31.05M | 0.5% | $32.41 * | $16.87 | +23.1% | COMMON STOCK USD1. | 651229106 |
| — | BAKER HUGHES INC | 552,420 | $30.53M | 0.5% | $55.26 | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 389,815 | $30.24M | 0.5% | $77.58 * | $51.55 | +4.2% | COMMON STOCK USD5. | 693475105 |
| BAC | BANK OF AMERICA CORP | 1,919,504 | $29.89M | 0.5% | $15.57 * | $10.99 | +11.6% | COMMON STOCK USD.01 | 060505104 |
| — | NATIONAL OILWELL VARCO INC | 370,729 | $29.48M | 0.5% | $79.53 | $69.91 | — | COMMON STOCK USD.01 | 637071101 |
| EXPE | EXPEDIA INC | 410,480 | $28.59M | 0.5% | $69.66 * | $50.52 | +28.9% | COMMON STOCK USD.001 | 30212P303 |
| TGT | TARGET CORP | 446,887 | $28.27M | 0.5% | $63.27 * | $47.70 | -7.1% | COMMON STOCK USD.0833 | 87612E106 |
| DAL | DELTA AIR LINES INC | 1,015,704 | $27.9M | 0.5% | $27.47 * | $14.99 | +59.2% | COMMON STOCK USD.0001 | 247361702 |
| JNJ | JOHNSON + JOHNSON | 290,954 | $26.65M | 0.5% | $91.59 * | $59.81 | +9.7% | COMMON STOCK USD1. | 478160104 |
| COF | CAPITAL ONE FINANCIAL CORP | 345,833 | $26.49M | 0.5% | $76.61 * | $48.09 | +28.4% | COMMON STOCK USD.01 | 14040H105 |
| — | EXPRESS SCRIPTS HOLDING CO | 376,975 | $26.48M | 0.5% | $70.24 | $61.69 | — | COMMON STOCK USD.01 | 30219G108 |
| AIG | AMERICAN INTERNATIONAL GROUP | 515,987 | $26.34M | 0.5% | $51.05 * | $32.95 | +17.9% | COMMON STOCK USD2.5 | 026874784 |
| CVE | CENOVUS ENERGY INC | 895,617 | $25.66M | 0.4% | $28.65 * | $22.60 | -1.7% | COMMON STOCK NPV | 15135U109 |
| M | MACY S INC | 475,411 | $25.39M | 0.4% | $53.40 | $46.44 | +15.0% | COMMON STOCK USD.01 | 55616P104 |
| GD | GENERAL DYNAMICS CORP | 264,837 | $25.3M | 0.4% | $95.55 * | $56.44 | +30.3% | COMMON STOCK USD1. | 369550108 |
| MET | METLIFE INC | 465,963 | $25.13M | 0.4% | $53.92 * | $24.57 | +31.7% | COMMON STOCK USD.01 | 59156R108 |
| — | HEWLETT PACKARD CO | 896,749 | $25.09M | 0.4% | $27.98 | $24.67 | — | COMMON STOCK USD.01 | 428236103 |
| BALL | BALL CORP | 464,852 | $24.01M | 0.4% | $51.66 * | $19.91 | +15.0% | COMMON STOCK NPV | 058498106 |
| — | VIACOM INC CLASS B | 274,535 | $23.98M | 0.4% | $87.34 | $69.89 | — | COMMON STOCK USD.001 | 92553P201 |
| WDC | WESTERN DIGITAL CORP | 270,165 | $22.67M | 0.4% | $83.90 * | $35.69 | +46.4% | COMMON STOCK USD.01 | 958102105 |
| — | KRAFT FOODS GROUP INC | 390,048 | $21.03M | 0.4% | $53.92 | $54.93 | — | COMMON STOCK | 50076Q106 |
| — | COACH INC | 373,510 | $20.96M | 0.4% | $56.13 | $57.09 | — | COMMON STOCK USD.01 | 189754104 |
| — | JOY GLOBAL INC | 350,653 | $20.51M | 0.4% | $58.49 | $53.37 | — | COMMON STOCK USD1. | 481165108 |
| MOS | MOSAIC CO/THE | 429,182 | $20.29M | 0.4% | $47.27 * | $42.39 | -12.3% | COMMON STOCK USD.01 | 61945C103 |
| — | CBS CORP CLASS B NON VOTING | 317,925 | $20.27M | 0.4% | $63.74 | $49.45 | — | COMMON STOCK USD.001 | 124857202 |
| — | GOOGLE INC CL A | 17,708 | $19.85M | 0.3% | $1120.74 | $884.73 | — | COMMON STOCK USD.001 | 38259P508 |
| — | APACHE CORP | 225,831 | $19.41M | 0.3% | $85.94 | $83.83 | — | COMMON STOCK USD.625 | 037411105 |
| KMT | KENNAMETAL INC | 355,051 | $18.49M | 0.3% | $52.07 * | $28.75 | +31.5% | COMMON STOCK USD1.25 | 489170100 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 197,054 | $17.74M | 0.3% | $90.01 * | $44.90 | +61.9% | COMMON STOCK USD.01 | 446413106 |
| BK | BANK OF NEW YORK MELLON CORP | 505,841 | $17.67M | 0.3% | $34.94 * | $21.22 | +23.0% | COMMON STOCK USD.01 | 064058100 |
| AFL | AFLAC INC | 262,681 | $17.55M | 0.3% | $66.80 * | $20.35 | +23.5% | COMMON STOCK USD.1 | 001055102 |
| NRG | NRG ENERGY INC | 607,195 | $17.44M | 0.3% | $28.72 * | $20.46 | +7.8% | COMMON STOCK USD.01 | 629377508 |
| — | ALLERGAN INC | 155,269 | $17.25M | 0.3% | $111.08 | $91.37 | — | COMMON STOCK USD.01 | 018490102 |
| CLX | CLOROX COMPANY | 182,745 | $16.95M | 0.3% | $92.76 * | $60.08 | +9.6% | COMMON STOCK USD1. | 189054109 |
| — | RAYTHEON COMPANY | 182,486 | $16.55M | 0.3% | $90.70 | $67.09 | — | COMMON STOCK USD.01 | 755111507 |
| — | NAVISTAR INTERNATIONAL CORP | 431,426 | $16.48M | 0.3% | $38.19 | $30.60 | — | COMMON STOCK USD.1 | 63934E108 |
| HUM | HUMANA INC | 156,781 | $16.18M | 0.3% | $103.22 * | $71.14 | +31.9% | COMMON STOCK USD.166 | 444859102 |
| — | TIME WARNER CABLE | 118,556 | $16.06M | 0.3% | $135.50 | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| TECK | TECK RESOURCES LTD CLS B | 594,032 | $15.45M | 0.3% | $26.01 | $25.96 | +0.2% | COMMON STOCK NPV | 878742204 |
| — | ULTRA PETROLEUM CORP | 713,507 | $15.45M | 0.3% | $21.65 | $20.03 | — | COMMON STOCK NPV | 903914109 |
| — | GANNETT CO | 520,119 | $15.38M | 0.3% | $29.58 | $25.25 | — | COMMON STOCK USD1. | 364730101 |
| TXT | TEXTRON INC | 415,087 | $15.26M | 0.3% | $36.76 | $26.66 | +35.4% | COMMON STOCK USD.125 | 883203101 |
| FCX | FREEPORT MCMORAN COPPER W/I | 397,548 | $15M | 0.3% | $37.74 * | $24.45 | +31.0% | COMMON STOCK USD.1 | 35671D857 |
| BDX | BECTON DICKINSON AND CO | 134,778 | $14.89M | 0.3% | $110.49 * | $78.39 | +14.2% | COMMON STOCK USD1. | 075887109 |
| CVX | CHEVRON CORP | 116,153 | $14.51M | 0.3% | $124.91 * | $71.30 | +5.5% | COMMON STOCK USD.75 | 166764100 |
| PEP | PEPSICO INC | 174,709 | $14.49M | 0.3% | $82.94 * | $56.00 | +3.5% | COMMON STOCK USD.017 | 713448108 |
| — | LEVEL 3 COMMUNICATIONS INC | 429,422 | $14.24M | 0.2% | $33.17 | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| — | HSN INC | 223,023 | $13.89M | 0.2% | $62.30 | $54.54 | — | COMMON STOCK USD.01 | 404303109 |
| — | ANNALY CAPITAL MANAGEMENT IN | 1,351,146 | $13.47M | 0.2% | $9.97 | $11.56 | — | REIT USD.01 | 035710409 |
| SPY | SPDR S+P 500 ETF TRUST | 72,535 | $13.39M | 0.2% | $184.67 | $164.43 | +12.3% | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | WYNDHAM WORLDWIDE CORP | 181,762 | $13.39M | 0.2% | $73.69 | $58.19 | — | COMMON STOCK USD.01 | 98310W108 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 411,204 | $13.18M | 0.2% | $32.04 * | $21.73 | -3.4% | COMMON STOCK NPV | 744573106 |
| VRSN | VERISIGN INC | 218,840 | $13.08M | 0.2% | $59.78 | $49.45 | +19.8% | COMMON STOCK USD.001 | 92343E102 |
| IP | INTERNATIONAL PAPER CO | 265,874 | $13.04M | 0.2% | $49.03 * | $26.61 | +5.0% | COMMON STOCK USD1. | 460146103 |
| — | ENERGIZER HOLDINGS INC | 116,422 | $12.6M | 0.2% | $108.24 | $101.49 | — | COMMON STOCK USD.01 | 29266R108 |
| — | LAM RESEARCH CORP | 229,596 | $12.5M | 0.2% | $54.45 | $48.65 | — | COMMON STOCK USD.001 | 512807108 |
| WFC | WELLS FARGO + CO | 275,098 | $12.49M | 0.2% | $45.40 * | $27.36 | +18.5% | COMMON STOCK USD1.666 | 949746101 |
| GM | GENERAL MOTORS CO | 304,642 | $12.45M | 0.2% | $40.87 * | $24.85 | +22.6% | COMMON STOCK USD.01 | 37045V100 |
| JLL | JONES LANG LASALLE INC | 121,585 | $12.45M | 0.2% | $102.39 * | $90.35 | +9.8% | COMMON STOCK USD.01 | 48020Q107 |
| EMR | EMERSON ELECTRIC CO | 175,213 | $12.3M | 0.2% | $70.18 * | $40.46 | +25.5% | COMMON STOCK USD.5 | 291011104 |
| CF | CF INDUSTRIES HOLDINGS INC | 52,745 | $12.29M | 0.2% | $233.05 * | $26.73 | +25.8% | COMMON STOCK USD.01 | 125269100 |
| CVS | CVS CAREMARK CORP | 169,809 | $12.15M | 0.2% | $71.57 * | $41.64 | +23.9% | COMMON STOCK USD.01 | 126650100 |
| ENS | ENERSYS | 165,180 | $11.58M | 0.2% | $70.09 * | $41.85 | +48.9% | COMMON STOCK USD.01 | 29275Y102 |
| UTHR | UNITED THERAPEUTICS CORP | 101,784 | $11.51M | 0.2% | $113.08 | $64.42 | +75.5% | COMMON STOCK USD.01 | 91307C102 |
| TAP | MOLSON COORS BREWING CO B | 204,477 | $11.48M | 0.2% | $56.15 * | $37.59 | +11.8% | COMMON STOCK USD.01 | 60871R209 |
| RS | RELIANCE STEEL + ALUMINUM | 151,019 | $11.45M | 0.2% | $75.84 | $68.26 | +11.1% | COMMON STOCK NPV | 759509102 |
| — | AVON PRODUCTS INC | 660,090 | $11.37M | 0.2% | $17.22 | $20.89 | — | COMMON STOCK USD.25 | 054303102 |
| — | FOOT LOCKER INC | 271,062 | $11.23M | 0.2% | $41.44 | $35.94 | — | COMMON STOCK USD.01 | 344849104 |
| EL | ESTEE LAUDER COMPANIES CL A | 147,535 | $11.11M | 0.2% | $75.32 * | $62.14 | +4.2% | COMMON STOCK USD.01 | 518439104 |
| — | DIRECTV | 156,159 | $10.79M | 0.2% | $69.09 | $61.73 | — | COMMON STOCK USD.01 | 25490A309 |
| — | DELPHI AUTOMOTIVE PLC | 176,903 | $10.64M | 0.2% | $60.13 | $50.87 | — | COMMON STOCK USD.01 | G27823106 |
| — | WELLPOINT INC | 114,059 | $10.54M | 0.2% | $92.39 | $82.30 | — | COMMON STOCK USD.01 | 94973V107 |
| — | IAC/INTERACTIVECORP | 152,063 | $10.45M | 0.2% | $68.69 | $47.56 | — | COMMON STOCK USD.001 | 44919P508 |
| AES | AES CORP | 691,330 | $10.03M | 0.2% | $14.51 * | $8.30 | +14.8% | COMMON STOCK USD.01 | 00130H105 |
| AVT | AVNET INC | 222,695 | $9.823M | 0.2% | $44.11 * | $26.88 | +27.1% | COMMON STOCK USD1. | 053807103 |
| MUR | MURPHY OIL CORP | 151,108 | $9.804M | 0.2% | $64.88 * | $36.13 | +15.9% | COMMON STOCK USD1. | 626717102 |
| VAC | MARRIOTT VACATIONS WORLD | 179,752 | $9.484M | 0.2% | $52.76 | $44.02 | +19.9% | COMMON STOCK USD.01 | 57164Y107 |
| — | MENTOR GRAPHICS CORP | 377,381 | $9.084M | 0.2% | $24.07 | $19.55 | — | COMMON STOCK NPV | 587200106 |
| OSK | OSHKOSH CORP | 178,631 | $8.999M | 0.2% | $50.38 * | $31.79 | +31.6% | COMMON STOCK USD.01 | 688239201 |
| EMN | EASTMAN CHEMICAL CO | 111,278 | $8.98M | 0.2% | $80.70 * | $51.93 | +7.9% | COMMON STOCK USD.01 | 277432100 |
| F | FORD MOTOR CO | 577,921 | $8.917M | 0.2% | $15.43 * | $8.28 | +0.2% | COMMON STOCK USD.01 | 345370860 |
| WBS | WEBSTER FINANCIAL CORP | 284,711 | $8.877M | 0.2% | $31.18 | $23.57 | +32.3% | COMMON STOCK USD.01 | 947890109 |
| INTC | INTEL CORP | 341,326 | $8.861M | 0.2% | $25.96 * | $17.18 | +12.4% | COMMON STOCK USD.001 | 458140100 |
| TSN | TYSON FOODS INC CL A | 261,442 | $8.748M | 0.2% | $33.46 * | $18.99 | +35.8% | COMMON STOCK USD.1 | 902494103 |
| — | URS CORP | 161,020 | $8.532M | 0.1% | $52.99 | $47.22 | — | COMMON STOCK USD.01 | 903236107 |
| — | CA INC | 251,114 | $8.45M | 0.1% | $33.65 | $28.63 | — | COMMON STOCK USD.1 | 12673P105 |
| CAR | AVIS BUDGET GROUP INC | 207,319 | $8.38M | 0.1% | $40.42 * | $28.57 | +34.4% | COMMON STOCK USD.01 | 053774105 |
| AIZ | ASSURANT INC | 125,531 | $8.331M | 0.1% | $66.37 * | $38.43 | +36.6% | COMMON STOCK USD.01 | 04621X108 |
| DDS | DILLARDS INC CL A | 85,445 | $8.306M | 0.1% | $97.21 * | $60.33 | +19.5% | COMMON STOCK NPV | 254067101 |
| FITB | FIFTH THIRD BANCORP | 391,516 | $8.234M | 0.1% | $21.03 * | $11.47 | +23.0% | COMMON STOCK NPV | 316773100 |
| — | OUTERWALL INC | 121,923 | $8.202M | 0.1% | $67.27 | $49.99 | — | COMMON STOCK USD.001 | 690070107 |
| A | AGILENT TECHNOLOGIES INC | 142,167 | $8.131M | 0.1% | $57.19 * | $33.27 | +11.5% | COMMON STOCK USD.01 | 00846U101 |
| UHS | UNIVERSAL HEALTH SERVICES B | 99,518 | $8.087M | 0.1% | $81.26 * | $65.20 | +18.7% | COMMON STOCK USD.01 | 913903100 |
| WMT | WAL MART STORES INC | 101,888 | $8.018M | 0.1% | $78.69 * | $19.96 | +4.0% | COMMON STOCK USD.1 | 931142103 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 123,702 | $8M | 0.1% | $64.67 | $56.35 | +14.8% | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| — | ICONIX BRAND GROUP INC | 201,248 | $7.99M | 0.1% | $39.70 | $29.41 | — | COMMON STOCK USD.001 | 451055107 |
| KR | KROGER CO | 201,011 | $7.946M | 0.1% | $39.53 * | $13.91 | +13.3% | COMMON STOCK USD1. | 501044101 |
| UGI | UGI CORP | 190,553 | $7.9M | 0.1% | $41.46 * | $26.46 | +4.4% | COMMON STOCK NPV | 902681105 |
| CBRE | CBRE GROUP INC A | 290,772 | $7.647M | 0.1% | $26.30 | $23.33 | +12.7% | COMMON STOCK USD.01 | 12504L109 |
| AGCO | AGCO CORP | 128,795 | $7.623M | 0.1% | $59.19 * | $42.82 | +8.7% | COMMON STOCK USD.01 | 001084102 |
| CMCSA | COMCAST CORP CLASS A | 146,519 | $7.614M | 0.1% | $51.97 * | $15.62 | +27.5% | COMMON STOCK USD1. | 20030N101 |
| NOC | NORTHROP GRUMMAN CORP | 66,227 | $7.59M | 0.1% | $114.61 * | $62.64 | +49.7% | COMMON STOCK USD1. | 666807102 |
| — | US CONCRETE INC | 331,668 | $7.506M | 0.1% | $22.63 | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| IBM | INTL BUSINESS MACHINES CORP | 39,736 | $7.453M | 0.1% | $187.56 * | $118.64 | -6.5% | COMMON STOCK USD.2 | 459200101 |
| PHM | PULTEGROUP INC | 364,523 | $7.425M | 0.1% | $20.37 * | $15.23 | +15.1% | COMMON STOCK USD.01 | 745867101 |
| GNRC | GENERAC HOLDINGS INC | 127,360 | $7.214M | 0.1% | $56.64 | $36.65 | +54.5% | COMMON STOCK USD.01 | 368736104 |
| — | MRC GLOBAL INC | 219,521 | $7.082M | 0.1% | $32.26 | $28.17 | — | COMMON STOCK USD.01 | 55345K103 |
| ACM | AECOM TECHNOLOGY CORP | 238,759 | $7.027M | 0.1% | $29.43 * | $29.07 | -2.7% | COMMON STOCK USD.01 | 00766T100 |
| — | HARRIS CORP | 100,482 | $7.015M | 0.1% | $69.81 | $49.55 | — | COMMON STOCK USD1. | 413875105 |
| LYB | LYONDELLBASELL INDU CL A | 86,906 | $6.977M | 0.1% | $80.28 * | $33.34 | +29.5% | COMMON STOCK | N53745100 |
| — | ST JUDE MEDICAL INC | 110,963 | $6.874M | 0.1% | $61.95 | $45.63 | — | COMMON STOCK USD.1 | 790849103 |
| — | L 3 COMMUNICATIONS HOLDINGS | 64,190 | $6.859M | 0.1% | $106.85 | $85.73 | — | COMMON STOCK USD.01 | 502424104 |
| XLK | TECHNOLOGY SELECT SECTOR SPDR | 191,570 | $6.847M | 0.1% | $35.74 * | $16.95 | +5.5% | TECHNOLOGY SELECT SECT SPDR | 81369Y803 |
| COP | CONOCOPHILLIPS | 96,794 | $6.838M | 0.1% | $70.64 * | $41.20 | +15.7% | COMMON STOCK USD.01 | 20825C104 |
| HD | HOME DEPOT INC | 82,530 | $6.796M | 0.1% | $82.35 * | $56.61 | +10.0% | COMMON STOCK USD.05 | 437076102 |
| — | DR PEPPER SNAPPLE GROUP INC | 137,155 | $6.682M | 0.1% | $48.72 | $45.58 | — | COMMON STOCK USD.01 | 26138E109 |
| QCOM | QUALCOMM INC | 88,229 | $6.551M | 0.1% | $74.25 * | $50.36 | +5.6% | COMMON STOCK USD.0001 | 747525103 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 51,499 | $6.518M | 0.1% | $126.57 | $61.12 | +107.1% | COMMON STOCK USD.0001 | G50871105 |
| — | DYNEGY INC | 302,212 | $6.504M | 0.1% | $21.52 | $22.55 | — | COMMON STOCK USD.01 | 26817R108 |
| DAN | DANA HOLDING CORP | 331,149 | $6.497M | 0.1% | $19.62 * | $15.74 | -0.7% | COMMON STOCK USD.01 | 235825205 |
| LEA | LEAR CORP | 79,699 | $6.453M | 0.1% | $80.97 * | $46.85 | +41.3% | COMMON STOCK USD.01 | 521865204 |
| AMG | AFFILIATED MANAGERS GROUP | 29,572 | $6.414M | 0.1% | $216.89 * | $175.44 | +19.7% | COMMON STOCK USD.01 | 008252108 |
| KLAC | KLA TENCOR CORPORATION | 98,514 | $6.35M | 0.1% | $64.46 * | $33.95 | +20.2% | COMMON STOCK USD.001 | 482480100 |
| — | APOLLO EDUCATION GROUP INC | 230,965 | $6.31M | 0.1% | $27.32 | $18.57 | — | COMMON STOCK NPV | 037604105 |
| CNA | CNA FINANCIAL CORP | 144,925 | $6.216M | 0.1% | $42.89 * | $14.43 | +24.2% | COMMON STOCK USD2.5 | 126117100 |
| WAB | WABTEC CORP | 83,591 | $6.208M | 0.1% | $74.27 * | $49.35 | +41.2% | COMMON STOCK USD.01 | 929740108 |
| — | ALLIANT TECHSYSTEMS INC | 50,536 | $6.149M | 0.1% | $121.68 | $82.33 | — | COMMON STOCK USD.01 | 018804104 |
| — | USEC INC | 18,471,000 | $6.142M | 0.1% | $0.33 | $0.21 | — | SR UNSECURED 10/14 3. | 90333EAC2 |
| VZ | VERIZON COMMUNICATIONS INC | 123,285 | $6.058M | 0.1% | $49.14 * | $27.04 | -1.6% | COMMON STOCK USD.1 | 92343V104 |
| VLO | VALERO ENERGY CORP | 119,337 | $6.015M | 0.1% | $50.40 * | $24.01 | +34.1% | COMMON STOCK USD.01 | 91913Y100 |
| — | MANNKIND CORP | 5,680,000 | $5.956M | 0.1% | $1.05 | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| UHAL | AMERCO | 25,030 | $5.953M | 0.1% | $237.83 * | $19.45 | +22.3% | COMMON STOCK USD.25 | 023586100 |
| LUV | SOUTHWEST AIRLINES CO | 315,854 | $5.951M | 0.1% | $18.84 * | $11.86 | +39.2% | COMMON STOCK USD1. | 844741108 |
| FDX | FEDEX CORP | 41,357 | $5.946M | 0.1% | $143.77 * | $81.95 | +48.6% | COMMON STOCK USD.1 | 31428X106 |
| — | OWENS ILLINOIS INC | 164,851 | $5.898M | 0.1% | $35.78 | $28.80 | — | COMMON STOCK USD.01 | 690768403 |
| ALK | ALASKA AIR GROUP INC | 79,529 | $5.835M | 0.1% | $73.37 * | $26.50 | +25.2% | COMMON STOCK USD1. | 011659109 |
| SNPS | SYNOPSYS INC | 143,376 | $5.817M | 0.1% | $40.57 | $35.52 | +14.2% | COMMON STOCK USD.01 | 871607107 |
| — | DOW CHEMICAL CO/THE | 130,552 | $5.797M | 0.1% | $44.40 | $37.17 | — | COMMON STOCK USD2.5 | 260543103 |
| ETR | ENTERGY CORP | 90,644 | $5.735M | 0.1% | $63.27 * | $20.57 | -5.2% | COMMON STOCK USD.01 | 29364G103 |
| — | ENDO HEALTH SOLUTIONS INC | 84,587 | $5.706M | 0.1% | $67.46 | $36.79 | — | COMMON STOCK USD.01 | 29264F205 |
| — | HOLLYFRONTIER CORP | 114,379 | $5.683M | 0.1% | $49.69 | $45.84 | — | COMMON STOCK USD.01 | 436106108 |
| ADM | ARCHER DANIELS MIDLAND CO | 128,982 | $5.598M | 0.1% | $43.40 * | $27.01 | +13.9% | COMMON STOCK NPV | 039483102 |
| MCK | MCKESSON CORP | 34,642 | $5.591M | 0.1% | $161.39 * | $107.04 | +38.1% | COMMON STOCK USD.01 | 58155Q103 |
| BA | BOEING CO/THE | 40,755 | $5.563M | 0.1% | $136.50 * | $88.95 | +31.1% | COMMON STOCK USD5. | 097023105 |
| ARW | ARROW ELECTRONICS INC | 101,957 | $5.531M | 0.1% | $54.25 | $38.94 | +39.3% | COMMON STOCK USD1. | 042735100 |
| — | VALIDUS HOLDINGS LTD | 136,969 | $5.518M | 0.1% | $40.29 | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| SWKS | SKYWORKS SOLUTIONS INC | 192,756 | $5.505M | 0.1% | $28.56 * | $17.70 | +28.9% | COMMON STOCK USD.25 | 83088M102 |
| — | STARZ A | 187,454 | $5.481M | 0.1% | $29.24 | $28.34 | — | COMMON STOCK USD.01 | 85571Q102 |
| CBT | CABOT CORP | 106,346 | $5.466M | 0.1% | $51.40 * | $30.22 | +28.3% | COMMON STOCK USD1. | 127055101 |
| CAT | CATERPILLAR INC | 60,114 | $5.459M | 0.1% | $90.81 * | $61.87 | +7.9% | COMMON STOCK USD1. | 149123101 |
| HP | HELMERICH + PAYNE | 64,911 | $5.458M | 0.1% | $84.08 | $66.13 | +27.2% | COMMON STOCK USD.1 | 423452101 |
| GS | GOLDMAN SACHS GROUP INC | 30,271 | $5.366M | 0.1% | $177.27 * | $120.06 | +17.2% | COMMON STOCK USD.01 | 38141G104 |
| PNW | PINNACLE WEST CAPITAL | 101,077 | $5.349M | 0.1% | $52.92 * | $34.33 | -3.9% | COMMON STOCK NPV | 723484101 |
| — | COCA COLA ENTERPRISES | 119,882 | $5.29M | 0.1% | $44.13 | $35.23 | — | COMMON STOCK USD.01 | 19122T109 |
| MA | MASTERCARD INC CLASS A | 6,317 | $5.278M | 0.1% | $835.52 * | $64.81 | +19.8% | COMMON STOCK USD.0001 | 57636Q104 |
| — | ROCK TENN COMPANY CL A | 49,886 | $5.239M | 0.1% | $105.02 | $101.27 | — | COMMON STOCK USD.01 | 772739207 |
| VMI | VALMONT INDUSTRIES | 35,075 | $5.23M | 0.1% | $149.11 | $144.56 | +3.2% | COMMON STOCK USD1. | 920253101 |
| — | UMPQUA HOLDINGS CORP | 272,060 | $5.207M | 0.1% | $19.14 | $15.01 | — | COMMON STOCK NPV | 904214103 |
| T | AT+T INC | 147,738 | $5.194M | 0.1% | $35.16 * | $11.40 | -0.9% | COMMON STOCK USD1. | 00206R102 |
| STLD | STEEL DYNAMICS INC | 263,641 | $5.152M | 0.1% | $19.54 * | $11.35 | +33.1% | COMMON STOCK USD.005 | 858119100 |
| PMT | PENNYMAC MORTGAGE INVESTMENT | 223,080 | $5.122M | 0.1% | $22.96 | $22.19 | — | REIT USD.01 | 70931T103 |
| DOV | DOVER CORP | 52,982 | $5.115M | 0.1% | $96.54 * | $40.36 | +29.5% | COMMON STOCK USD1. | 260003108 |
| — | WADDELL + REED FINANCIAL A | 78,415 | $5.106M | 0.1% | $65.12 | $43.50 | — | COMMON STOCK USD.01 | 930059100 |
| TRN | TRINITY INDUSTRIES INC | 93,135 | $5.078M | 0.1% | $54.52 * | $10.24 | +35.4% | COMMON STOCK USD1. | 896522109 |
| JBL | JABIL CIRCUIT INC | 288,402 | $5.03M | 0.1% | $17.44 * | $17.42 | -10.3% | COMMON STOCK USD.001 | 466313103 |
| NSC | NORFOLK SOUTHERN CORP | 54,133 | $5.025M | 0.1% | $92.83 * | $57.67 | +23.5% | COMMON STOCK USD1. | 655844108 |
| IYR | ISHARES US REAL ESTATE ETF | 78,980 | $4.983M | 0.1% | $63.09 | $64.41 | -2.1% | ISHARES US REAL ESTATE ETF | 464287739 |
| LOW | LOWE S COS INC | 98,832 | $4.897M | 0.1% | $49.55 * | $37.73 | +5.8% | COMMON STOCK USD.5 | 548661107 |
| — | TRIUMPH GROUP INC | 63,885 | $4.86M | 0.1% | $76.07 | $78.41 | — | COMMON STOCK USD.001 | 896818101 |
| ZD | J2 GLOBAL INC | 96,561 | $4.829M | 0.1% | $50.01 * | $34.95 | +24.4% | COMMON STOCK USD.01 | 48123V102 |
| — | OASIS PETROLEUM INC | 102,415 | $4.81M | 0.1% | $46.97 | $46.97 | — | COMMON STOCK USD.01 | 674215108 |
| — | GENERAL MOTORS CO WTS | 154,081 | $4.801M | 0.1% | $31.16 | $24.53 | — | CALL EXP 10JUL16 | 37045V118 |
| — | TESORO CORP | 81,928 | $4.793M | 0.1% | $58.50 | $54.36 | — | COMMON STOCK USD.167 | 881609101 |
| PSEC | PROSPECT CAPITAL CORP | 425,859 | $4.778M | 0.1% | $11.22 * | $2.26 | +13.2% | COMMON STOCK USD.001 | 74348T102 |
| EWBC | EAST WEST BANCORP INC | 135,724 | $4.746M | 0.1% | $34.97 * | $22.90 | +16.3% | COMMON STOCK USD.001 | 27579R104 |
| — | OMNICARE INC | 78,597 | $4.744M | 0.1% | $60.36 | $47.71 | — | COMMON STOCK USD1. | 681904108 |
| ATO | ATMOS ENERGY CORP | 103,726 | $4.711M | 0.1% | $45.42 * | $31.05 | +8.8% | COMMON STOCK NPV | 049560105 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 73,341 | $4.666M | 0.1% | $63.62 * | $42.34 | -1.5% | REIT USD.01 | 015271109 |
| — | CHUBB CORP | 47,887 | $4.627M | 0.1% | $96.62 | $89.89 | — | COMMON STOCK USD1. | 171232101 |
| — | LORILLARD INC | 91,030 | $4.613M | 0.1% | $50.68 | $43.68 | — | COMMON STOCK USD.01 | 544147101 |
| TRV | TRAVELERS COS INC/THE | 50,944 | $4.612M | 0.1% | $90.53 * | $63.44 | +9.5% | COMMON STOCK NPV | 89417E109 |
| EXR | EXTRA SPACE STORAGE INC | 109,394 | $4.609M | 0.1% | $42.13 * | $26.60 | +2.2% | REIT USD.01 | 30225T102 |
| — | XEROX CORP | 376,987 | $4.588M | 0.1% | $12.17 | $9.22 | — | COMMON STOCK USD1. | 984121103 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 116,728 | $4.584M | 0.1% | $39.27 * | $37.66 | -13.8% | COMMON STOCK USD.01 | 203668108 |
| — | JARDEN CORP | 74,457 | $4.568M | 0.1% | $61.35 | $61.35 | — | COMMON STOCK USD.01 | 471109108 |
| ALB | ALBEMARLE CORP | 70,631 | $4.477M | 0.1% | $63.39 * | $52.08 | +1.9% | COMMON STOCK USD.01 | 012653101 |
| PPG | PPG INDUSTRIES INC | 23,434 | $4.444M | 0.1% | $189.64 * | $65.34 | +17.8% | COMMON STOCK USD1.67 | 693506107 |
| — | MARVELL TECHNOLOGY GROUP LTD | 307,252 | $4.418M | 0.1% | $14.38 | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| — | ADT CORP/THE | 106,983 | $4.33M | 0.1% | $40.47 | $39.85 | — | COMMON STOCK USD.01 | 00101J106 |
| OHI | OMEGA HEALTHCARE INVESTORS | 145,232 | $4.328M | 0.1% | $29.80 | $31.02 | — | REIT USD.1 | 681936100 |
| — | NABORS INDUSTRIES LTD | 254,721 | $4.328M | 0.1% | $16.99 | $15.67 | — | COMMON STOCK USD.001 | G6359F103 |
| — | QUESTCOR PHARMACEUTICALS | 77,632 | $4.227M | 0.1% | $54.45 | $51.33 | — | COMMON STOCK NPV | 74835Y101 |
| — | DISCOVER FINANCIAL SERVICES | 75,335 | $4.215M | 0.1% | $55.95 | $48.23 | — | COMMON STOCK USD.01 | 254709108 |
| — | THIRD POINT REINSURANCE LTD | 226,012 | $4.188M | 0.1% | $18.53 | $18.53 | — | COMMON STOCK USD.1 | G8827U100 |
| — | BROADCOM CORP CL A | 138,509 | $4.107M | 0.1% | $29.65 | $30.68 | — | COMMON STOCK USD.0001 | 111320107 |
| BSX | BOSTON SCIENTIFIC CORP | 341,326 | $4.103M | 0.1% | $12.02 | $8.56 | +40.4% | COMMON STOCK USD.01 | 101137107 |
| CDNS | CADENCE DESIGN SYS INC | 291,305 | $4.084M | 0.1% | $14.02 | $14.19 | -1.2% | COMMON STOCK USD.01 | 127387108 |
| PB | PROSPERITY BANCSHARES INC | 64,383 | $4.081M | 0.1% | $63.39 * | $34.46 | +33.4% | COMMON STOCK USD1. | 743606105 |
| UNM | UNUM GROUP | 116,153 | $4.075M | 0.1% | $35.08 | $27.85 | +26.0% | COMMON STOCK USD.1 | 91529Y106 |
| — | GENERAL MOTORS CO WTS | 174,961 | $4.047M | 0.1% | $23.13 | $16.79 | — | CALL EXP 10JUL19 | 37045V126 |
| WLY | WILEY (JOHN) + SONS CLASS A | 73,247 | $4.043M | 0.1% | $55.20 * | $27.09 | +44.4% | COMMON STOCK USD1. | 968223206 |
| CAH | CARDINAL HEALTH INC | 60,420 | $4.037M | 0.1% | $66.82 * | $35.93 | +35.0% | COMMON STOCK NPV | 14149Y108 |
| — | CR BARD INC | 30,057 | $4.026M | 0.1% | $133.95 | $133.95 | — | COMMON STOCK USD.25 | 067383109 |
| CAG | CONAGRA FOODS INC | 119,089 | $4.013M | 0.1% | $33.70 * | $17.33 | +0.6% | COMMON STOCK USD5. | 205887102 |
| CSX | CSX CORP | 138,932 | $3.997M | 0.1% | $28.77 * | $6.91 | +14.6% | COMMON STOCK USD1. | 126408103 |
| — | FIDELITY NATIONAL FINL A | 122,218 | $3.966M | 0.1% | $32.45 | $23.81 | — | COMMON STOCK USD.0001 | 31620R105 |
| — | ENSCO PLC CL A | 69,236 | $3.959M | 0.1% | $57.18 | $53.75 | — | COMMON STOCK USD.1 | G3157S106 |
| — | EXPRESS INC | 210,524 | $3.93M | 0.1% | $18.67 | $20.97 | — | COMMON STOCK | 30219E103 |
| CBRL | CRACKER BARREL OLD COUNTRY | 35,463 | $3.903M | 0.1% | $110.06 * | $50.99 | +28.3% | COMMON STOCK USD.01 | 22410J106 |
| — | ANADARKO PETROLEUM CORP | 48,906 | $3.879M | 0.1% | $79.32 | $89.55 | — | COMMON STOCK USD.1 | 032511107 |
| SPG | SIMON PROPERTY GROUP INC | 25,268 | $3.845M | 0.1% | $152.17 * | $86.77 | -6.9% | REIT USD.0001 | 828806109 |
| HLF | HERBALIFE LTD | 48,791 | $3.84M | 0.1% | $78.70 * | $22.57 | +73.6% | COMMON STOCK USD.002 | G4412G101 |
| — | FIRSTMERIT CORP | 172,085 | $3.825M | 0.1% | $22.23 | $20.03 | — | COMMON STOCK NPV | 337915102 |
| AMP | AMERIPRISE FINANCIAL INC | 33,114 | $3.81M | 0.1% | $115.06 * | $80.05 | +11.6% | COMMON STOCK USD.01 | 03076C106 |
| HUN | HUNTSMAN CORP | 149,794 | $3.685M | 0.1% | $24.60 | $18.29 | +34.5% | COMMON STOCK USD.01 | 447011107 |
| ALL | ALLSTATE CORP | 67,246 | $3.668M | 0.1% | $54.55 * | $37.12 | +13.6% | COMMON STOCK USD.01 | 020002101 |
| — | CIMAREX ENERGY CO | 34,760 | $3.647M | 0.1% | $104.92 | $96.41 | — | COMMON STOCK USD.01 | 171798101 |
| MD | MEDNAX INC | 67,706 | $3.614M | 0.1% | $53.38 | $50.32 | +6.1% | COMMON STOCK USD.01 | 58502B106 |
| UNP | UNION PACIFIC CORP | 21,397 | $3.595M | 0.1% | $168.01 * | $57.06 | +12.9% | COMMON STOCK USD2.5 | 907818108 |
| GIS | GENERAL MILLS INC | 71,322 | $3.56M | 0.1% | $49.91 * | $32.11 | +2.7% | COMMON STOCK USD.1 | 370334104 |
| — | UNIT CORP | 68,913 | $3.557M | 0.1% | $51.62 | $42.58 | — | COMMON STOCK USD.2 | 909218109 |
| — | CALPINE CORP | 180,863 | $3.529M | 0.1% | $19.51 | $20.70 | — | COMMON STOCK USD.001 | 131347304 |
| EG | EVEREST RE GROUP LTD | 22,303 | $3.476M | 0.1% | $155.85 * | $99.45 | +21.8% | COMMON STOCK USD.01 | G3223R108 |
| LVS | LAS VEGAS SANDS CORP | 43,951 | $3.466M | 0.1% | $78.86 * | $47.68 | +17.1% | COMMON STOCK USD.001 | 517834107 |
| RLJ | RLJ LODGING TRUST | 141,737 | $3.447M | 0.1% | $24.32 | $22.57 | — | REIT | 74965L101 |
| XLY | CONSUMER DISCRETIONARY SELECT | 50,810 | $3.396M | 0.1% | $66.84 * | $31.82 | +5.0% | CONSUMER DISCRETIONARY SELT | 81369Y407 |
| WKC | WORLD FUEL SERVICES CORP | 78,604 | $3.393M | 0.1% | $43.17 | $38.51 | +12.1% | COMMON STOCK USD.01 | 981475106 |
| INGR | INGREDION INC | 49,253 | $3.372M | 0.1% | $68.46 | $69.67 | -1.7% | COMMON STOCK USD.01 | 457187102 |
| ABT | ABBOTT LABORATORIES | 86,605 | $3.32M | 0.1% | $38.33 * | $28.75 | +5.8% | COMMON STOCK NPV | 002824100 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 45,594 | $3.253M | 0.1% | $71.35 | $55.81 | +27.8% | COMMON STOCK NPV | 533900106 |
| — | MYLAN INC | 74,762 | $3.245M | 0.1% | $43.40 | $31.03 | — | COMMON STOCK USD.5 | 628530107 |
| — | VERINT SYSTEMS INC | 75,430 | $3.239M | 0.1% | $42.94 | $37.05 | — | COMMON STOCK USD.001 | 92343X100 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 12,219 | $3.213M | 0.1% | $262.95 * | $154.35 | +17.4% | COMMON STOCK USD.01 | 018581108 |
| — | MDC HOLDINGS INC | 96,657 | $3.116M | 0.1% | $32.24 | $30.01 | — | COMMON STOCK USD.01 | 552676108 |
| AMGN | AMGEN INC | 27,191 | $3.104M | 0.1% | $114.16 * | $81.11 | +0.5% | COMMON STOCK USD.0001 | 031162100 |
| SNA | SNAP ON INC | 28,096 | $3.077M | 0.1% | $109.52 * | $79.24 | +5.8% | COMMON STOCK USD1. | 833034101 |
| — | MARATHON OIL CORP | 86,605 | $3.057M | 0.1% | $35.30 | $35.30 | — | COMMON STOCK USD1. | 565849106 |
| — | HANESBRANDS INC | 43,480 | $3.055M | 0.1% | $70.26 | $63.97 | — | COMMON STOCK USD.01 | 410345102 |
| TER | TERADYNE INC | 172,557 | $3.04M | 0.1% | $17.62 * | $15.29 | +6.1% | COMMON STOCK USD.125 | 880770102 |
| — | POST PROPERTIES INC | 66,810 | $3.022M | 0.1% | $45.23 | $49.49 | — | REIT USD.01 | 737464107 |
| SEE | SEALED AIR CORP | 88,643 | $3.018M | 0.1% | $34.05 * | $18.91 | +48.0% | COMMON STOCK USD.1 | 81211K100 |
| — | CHESAPEAKE LODGING TRUST | 118,312 | $2.992M | 0.1% | $25.29 | $20.79 | — | REIT USD.01 | 165240102 |
| PEB | PEBBLEBROOK HOTEL TRUST | 96,892 | $2.98M | 0.1% | $30.76 | $25.85 | — | REIT USD.01 | 70509V100 |
| EXC | EXELON CORP | 108,492 | $2.972M | 0.1% | $27.39 * | $15.41 | -17.4% | COMMON STOCK NPV | 30161N101 |
| NKE | NIKE INC CL B | 37,699 | $2.965M | 0.1% | $78.65 * | $26.65 | +26.9% | COMMON STOCK NPV | 654106103 |
| RMD | RESMED INC | 61,866 | $2.913M | 0.1% | $47.09 * | $43.06 | -6.7% | COMMON STOCK USD.004 | 761152107 |
| — | STAPLES INC | 181,154 | $2.879M | 0.1% | $15.89 | $15.70 | — | COMMON STOCK USD.0006 | 855030102 |
| — | CLIFFS NATURAL RESOURCES INC | 108,985 | $2.856M | 0.0% | $26.21 | $26.21 | — | COMMON STOCK USD.125 | 18683K101 |
| HAL | HALLIBURTON CO | 56,039 | $2.844M | 0.0% | $50.75 * | $41.29 | -1.6% | COMMON STOCK USD2.5 | 406216101 |
| DLX | DELUXE CORP | 54,263 | $2.832M | 0.0% | $52.19 * | $23.94 | +39.7% | COMMON STOCK USD1. | 248019101 |
| — | TIVO INC | 211,597 | $2.776M | 0.0% | $13.12 | $13.12 | — | COMMON STOCK USD.001 | 888706108 |
| — | ADVANCED SEMICONDUCTOR E ADR | 575,598 | $2.763M | 0.0% | $4.80 | $4.53 | — | ADR | 00756M404 |
| GLW | CORNING INC | 152,832 | $2.723M | 0.0% | $17.82 * | $10.49 | +24.7% | COMMON STOCK USD.5 | 219350105 |
| — | AVAGO TECHNOLOGIES LTD | 51,122 | $2.704M | 0.0% | $52.89 | $38.54 | — | COMMON STOCK | Y0486S104 |
| — | SELECT INCOME REIT | 99,474 | $2.66M | 0.0% | $26.74 | $27.26 | — | REIT USD.01 | 81618T100 |
| — | AOL INC | 56,916 | $2.653M | 0.0% | $46.61 | $46.61 | — | COMMON STOCK USD.01 | 00184X105 |
| — | RITE AID CORP | 520,387 | $2.633M | 0.0% | $5.06 | $5.06 | — | COMMON STOCK USD1. | 767754104 |
| — | CORELOGIC INC | 73,544 | $2.613M | 0.0% | $35.53 | $23.17 | — | COMMON STOCK USD1. | 21871D103 |
| — | EXELIS INC | 136,237 | $2.597M | 0.0% | $19.06 | $13.79 | — | COMMON STOCK USD.01 | 30162A108 |
| FOSL | FOSSIL GROUP INC | 21,648 | $2.596M | 0.0% | $119.92 | $115.25 | +4.1% | COMMON STOCK USD.01 | 34988V106 |
| ANDE | ANDERSONS INC/THE | 28,659 | $2.556M | 0.0% | $89.19 * | $27.72 | +69.1% | COMMON STOCK NPV | 034164103 |
| CL | COLGATE PALMOLIVE CO | 38,718 | $2.525M | 0.0% | $65.22 * | $48.40 | +2.0% | COMMON STOCK USD1. | 194162103 |
| KIM | KIMCO REALTY CORP | 127,034 | $2.509M | 0.0% | $19.75 * | $12.40 | -9.4% | REIT USD.01 | 49446R109 |
| NEE | NEXTERA ENERGY INC | 29,246 | $2.504M | 0.0% | $85.62 * | $14.16 | +10.2% | COMMON STOCK USD.01 | 65339F101 |
| ENTG | ENTEGRIS INC | 215,709 | $2.502M | 0.0% | $11.60 * | $9.27 | +19.7% | COMMON STOCK USD.01 | 29362U104 |
| KMB | KIMBERLY CLARK CORP | 23,944 | $2.501M | 0.0% | $104.45 * | $63.06 | +6.2% | COMMON STOCK USD1.25 | 494368103 |
| NDAQ | NASDAQ OMX GROUP/THE | 62,800 | $2.499M | 0.0% | $39.79 * | $9.11 | +20.2% | COMMON STOCK USD.01 | 631103108 |
| WAFD | WASHINGTON FEDERAL INC | 106,991 | $2.492M | 0.0% | $23.29 * | $12.90 | +28.6% | COMMON STOCK USD1. | 938824109 |
| LFUS | LITTELFUSE INC | 26,664 | $2.478M | 0.0% | $92.93 | $70.35 | +32.1% | COMMON STOCK USD.01 | 537008104 |
| DUK | DUKE ENERGY CORP | 35,661 | $2.461M | 0.0% | $69.01 * | $41.83 | +0.4% | COMMON STOCK USD.001 | 26441C204 |
| CTAS | CINTAS CORP | 40,755 | $2.429M | 0.0% | $59.60 * | $11.77 | +10.4% | COMMON STOCK NPV | 172908105 |
| FIS | FIDELITY NATIONAL INFORMATIO | 45,204 | $2.427M | 0.0% | $53.69 * | $34.36 | +27.3% | COMMON STOCK USD.01 | 31620M106 |
| GBX | GREENBRIER COMPANIES INC | 73,886 | $2.426M | 0.0% | $32.83 * | $17.07 | +41.3% | COMMON STOCK NPV | 393657101 |
| ANIK | ANIKA THERAPEUTICS INC | 63,513 | $2.424M | 0.0% | $38.17 | $14.42 | +164.5% | COMMON STOCK USD.01 | 035255108 |
| GT | GOODYEAR TIRE + RUBBER CO | 100,988 | $2.409M | 0.0% | $23.85 | $20.02 | +19.1% | COMMON STOCK NPV | 382550101 |
| — | CYBERONICS INC | 36,567 | $2.396M | 0.0% | $65.52 | $51.11 | — | COMMON STOCK USD.01 | 23251P102 |
| — | GOVERNMENT PROPERTIES INCOME | 96,050 | $2.387M | 0.0% | $24.85 | $25.22 | — | REIT USD.01 | 38376A103 |
| STWD | STARWOOD PROPERTY TRUST INC | 86,116 | $2.385M | 0.0% | $27.70 | $24.75 | — | REIT USD.01 | 85571B105 |
| — | HAWAIIAN HOLDINGS INC | 247,087 | $2.379M | 0.0% | $9.63 | $9.63 | — | COMMON STOCK USD.01 | 419879101 |
| — | AARON S INC | 80,864 | $2.377M | 0.0% | $29.40 | $27.91 | — | COMMON STOCK USD.5 | 002535300 |
| SYK | STRYKER CORP | 31,585 | $2.373M | 0.0% | $75.13 * | $63.06 | +3.4% | COMMON STOCK USD.1 | 863667101 |
| UNH | UNITEDHEALTH GROUP INC | 31,503 | $2.372M | 0.0% | $75.29 * | $53.11 | +16.9% | COMMON STOCK USD.01 | 91324P102 |
| — | CORRECTIONS CORP OF AMERICA | 73,818 | $2.367M | 0.0% | $32.07 | $33.87 | — | REIT USD.01 | 22025Y407 |
| — | LIBERTY INTERACTIVE CORP A | 80,400 | $2.36M | 0.0% | $29.35 | $23.01 | — | COMMON STOCK USD.01 | 53071M104 |
| — | RETAIL OPPORTUNITY INVESTMEN | 160,123 | $2.357M | 0.0% | $14.72 | $13.82 | — | REIT USD.0001 | 76131N101 |
| — | CON WAY INC | 59,181 | $2.35M | 0.0% | $39.71 | $43.09 | — | COMMON STOCK USD.625 | 205944101 |
| GAP | GAP INC/THE | 60,114 | $2.349M | 0.0% | $39.08 * | $26.00 | +0.1% | COMMON STOCK USD.05 | 364760108 |
| — | VODAFONE GROUP PLC SP ADR | 59,650 | $2.345M | 0.0% | $39.31 | $28.91 | — | ADR | 92857W209 |
| — | HILL ROM HOLDINGS INC | 56,644 | $2.342M | 0.0% | $41.35 | $36.87 | — | COMMON STOCK NPV | 431475102 |
| — | DOMTAR CORP | 24,574 | $2.318M | 0.0% | $94.33 | $66.51 | — | COMMON STOCK USD.01 | 257559203 |
| CVLT | COMMVAULT SYSTEMS INC | 30,926 | $2.316M | 0.0% | $74.89 | $77.46 | -3.4% | COMMON STOCK USD.01 | 204166102 |
| — | ISHARES MSCI TAIWAN ETF | 160,026 | $2.308M | 0.0% | $14.42 | $13.34 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| SNX | SYNNEX CORP | 34,187 | $2.304M | 0.0% | $67.39 * | $16.65 | +78.7% | COMMON STOCK USD.001 | 87162W100 |
| LKQ | LKQ CORP | 69,633 | $2.291M | 0.0% | $32.90 * | $27.33 | +8.1% | COMMON STOCK USD.01 | 501889208 |
| — | WGL HOLDINGS INC | 56,543 | $2.265M | 0.0% | $40.06 | $42.71 | — | COMMON STOCK NPV | 92924F106 |
| — | BPZ RESOURCES INC | 2,500,000 | $2.262M | 0.0% | $0.90 | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| TTEK | TETRA TECH INC | 80,598 | $2.255M | 0.0% | $27.98 * | $5.31 | +5.4% | COMMON STOCK USD.01 | 88162G103 |
| EPR | EPR PROPERTIES | 45,788 | $2.251M | 0.0% | $49.16 | $50.06 | — | REIT USD.01 | 26884U109 |
| RNR | RENAISSANCERE HOLDINGS LTD | 22,969 | $2.236M | 0.0% | $97.35 | $88.61 | +9.9% | COMMON STOCK USD1. | G7496G103 |
| — | WALGREEN CO | 38,718 | $2.224M | 0.0% | $57.44 | $44.21 | — | COMMON STOCK USD.078125 | 931422109 |
| NOK | NOKIA CORP SPON ADR | 273,996 | $2.222M | 0.0% | $8.11 | $5.25 | +54.4% | ADR | 654902204 |
| — | ROSETTA RESOURCES INC | 45,745 | $2.198M | 0.0% | $48.05 | $47.70 | — | COMMON STOCK USD.001 | 777779307 |
| PPL | PPL CORPORATION | 72,864 | $2.192M | 0.0% | $30.08 * | $16.36 | +0.3% | COMMON STOCK USD.01 | 69351T106 |
| ALLE | ALLEGION PLC | 49,480 | $2.187M | 0.0% | $44.20 * | $38.52 | +1.2% | COMMON STOCK USD.01 | G0176J109 |
| SO | SOUTHERN CO/THE | 52,982 | $2.178M | 0.0% | $41.11 * | $26.74 | -8.1% | COMMON STOCK USD5. | 842587107 |
| WNC | WABASH NATIONAL CORP | 175,535 | $2.168M | 0.0% | $12.35 * | $8.33 | +23.2% | COMMON STOCK USD.01 | 929566107 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 133,041 | $2.162M | 0.0% | $16.25 | $15.88 | — | REIT USD.01 | 03762U105 |
| — | STONE ENERGY CORP | 62,496 | $2.162M | 0.0% | $34.59 | $22.03 | — | COMMON STOCK USD.01 | 861642106 |
| PSA | PUBLIC STORAGE | 14,264 | $2.147M | 0.0% | $150.52 * | $97.59 | -2.7% | REIT USD.1 | 74460D109 |
| MAC | MACERICH CO/THE | 36,381 | $2.142M | 0.0% | $58.88 | $58.88 | — | REIT USD.01 | 554382101 |
| BBY | BEST BUY CO INC | 53,660 | $2.14M | 0.0% | $39.88 * | $16.63 | +56.7% | COMMON STOCK USD.1 | 086516101 |
| — | TIME WARNER INC | 30,566 | $2.131M | 0.0% | $69.72 | $57.83 | — | COMMON STOCK USD.01 | 887317303 |
| — | ALLEGHANY CORP | 5,261 | $2.104M | 0.0% | $399.92 | $385.88 | — | COMMON STOCK USD1. | 017175100 |
| — | PIER 1 IMPORTS INC | 91,070 | $2.102M | 0.0% | $23.08 | $22.43 | — | COMMON STOCK USD.001 | 720279108 |
| — | CHINA MOBILE LTD SPON ADR | 40,109 | $2.097M | 0.0% | $52.28 | $51.78 | — | ADR | 16941M109 |
| — | SBA COMMUNICATIONS CORP CL A | 23,094 | $2.075M | 0.0% | $89.85 | $78.75 | — | COMMON STOCK USD.01 | 78388J106 |
| WD | WALKER + DUNLOP INC | 128,256 | $2.074M | 0.0% | $16.17 * | $13.94 | -5.0% | COMMON STOCK | 93148P102 |
| KELYA | KELLY SERVICES INC A | 82,957 | $2.069M | 0.0% | $24.94 * | $14.88 | +43.3% | COMMON STOCK USD1. | 488152208 |
| — | DELEK US HOLDINGS INC | 60,034 | $2.066M | 0.0% | $34.41 | $28.78 | — | COMMON STOCK USD.01 | 246647101 |
| — | NORTHERN OIL AND GAS INC | 135,934 | $2.049M | 0.0% | $15.07 | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| — | STERIS CORP | 42,225 | $2.029M | 0.0% | $48.05 | $42.90 | — | COMMON STOCK NPV | 859152100 |
| — | NEENAH PAPER INC | 47,398 | $2.027M | 0.0% | $42.77 | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| HCA | HCA HOLDINGS INC | 42,207 | $2.014M | 0.0% | $47.72 * | $36.08 | +22.9% | COMMON STOCK USD.01 | 40412C101 |
| GME | GAMESTOP CORP CLASS A | 40,755 | $2.008M | 0.0% | $49.27 * | $6.27 | +41.5% | COMMON STOCK USD.001 | 36467W109 |
| MYGN | MYRIAD GENETICS INC | 94,955 | $1.992M | 0.0% | $20.98 | $25.81 | -18.7% | COMMON STOCK USD.01 | 62855J104 |
| NSIT | INSIGHT ENTERPRISES INC | 87,483 | $1.987M | 0.0% | $22.71 | $20.13 | +12.8% | COMMON STOCK USD.01 | 45765U103 |
| EIX | EDISON INTERNATIONAL | 42,775 | $1.98M | 0.0% | $46.29 * | $30.68 | -4.0% | COMMON STOCK NPV | 281020107 |
| D | DOMINION RESOURCES INC/VA | 30,566 | $1.977M | 0.0% | $64.68 * | $34.53 | +13.3% | COMMON STOCK NPV | 25746U109 |
| GILD | GILEAD SCIENCES INC | 26,287 | $1.975M | 0.0% | $75.13 * | $36.21 | +44.1% | COMMON STOCK USD.001 | 375558103 |
| — | SAGENT PHARMACEUTICALS INC | 77,819 | $1.975M | 0.0% | $25.38 | $20.40 | — | COMMON STOCK USD.01 | 786692103 |
| LPX | LOUISIANA PACIFIC CORP | 106,584 | $1.973M | 0.0% | $18.51 | $17.62 | +5.1% | COMMON STOCK USD1. | 546347105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 37,357 | $1.95M | 0.0% | $52.20 * | $25.99 | +12.6% | COMMON STOCK USD.01 | 754730109 |
| — | CAREFUSION CORP | 48,906 | $1.947M | 0.0% | $39.81 | $39.81 | — | COMMON STOCK USD.01 | 14170T101 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 41,333 | $1.889M | 0.0% | $45.70 | $34.25 | +33.4% | ADR | 824596100 |
| — | XL GROUP PLC | 59,095 | $1.882M | 0.0% | $31.85 | $30.32 | — | COMMON STOCK USD.01 | G98290102 |
| — | AXIALL CORP | 39,462 | $1.872M | 0.0% | $47.44 | $43.14 | — | COMMON STOCK USD.01 | 05463D100 |
| — | CBL + ASSOCIATES PROPERTIES | 104,012 | $1.868M | 0.0% | $17.96 | $17.96 | — | REIT USD.01 | 124830100 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 62,780 | $1.863M | 0.0% | $29.68 | $26.09 | +13.8% | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| — | NORTHEAST UTILITIES | 43,812 | $1.857M | 0.0% | $42.39 | $41.73 | — | COMMON STOCK USD5. | 664397106 |
| ORA | ORMAT TECHNOLOGIES INC | 68,216 | $1.856M | 0.0% | $27.21 * | $22.73 | +9.7% | COMMON STOCK USD.001 | 686688102 |
| — | PAREXEL INTERNATIONAL CORP | 40,948 | $1.85M | 0.0% | $45.18 | $45.94 | — | COMMON STOCK USD.01 | 699462107 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 19,497 | $1.849M | 0.0% | $94.84 | $83.42 | +13.5% | COMMON STOCK USD.01 | 37364X109 |
| — | CARRIZO OIL + GAS INC | 2,000,000 | $1.839M | 0.0% | $0.92 | $1.00 | — | COMPANY GUAR 06/28 4.375 | 144577AA1 |
| — | MEAD JOHNSON NUTRITION CO | 21,944 | $1.838M | 0.0% | $83.76 | $75.99 | — | COMMON STOCK USD.01 | 582839106 |
| — | RYLAND GROUP INC/THE | 42,271 | $1.835M | 0.0% | $43.41 | $40.54 | — | COMMON STOCK USD1. | 783764103 |
| HCI | HCI GROUP INC | 33,755 | $1.806M | 0.0% | $53.50 | $34.64 | +54.4% | COMMON STOCK NPV | 40416E103 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $1.793M | 0.0% | $0.90 | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| — | UNILEVER PLC SPONSORED ADR | 42,917 | $1.768M | 0.0% | $41.20 | $40.45 | — | ADR | 904767704 |
| — | C+J ENERGY SERVICES INC | 76,198 | $1.76M | 0.0% | $23.10 | $20.90 | — | COMMON STOCK USD.01 | 12467B304 |
| BIIB | BIOGEN IDEC INC | 6,278 | $1.756M | 0.0% | $279.71 | $213.68 | +30.8% | COMMON STOCK USD.0005 | 09062X103 |
| — | HEALTHSOUTH CORP W/D | 52,584 | $1.752M | 0.0% | $33.32 | $29.29 | — | COMMON STOCK USD.01 | 421924309 |
| FDP | FRESH DEL MONTE PRODUCE INC | 61,704 | $1.746M | 0.0% | $28.30 * | $23.15 | -2.1% | COMMON STOCK USD.01 | G36738105 |
| SRE | SEMPRA ENERGY | 19,359 | $1.738M | 0.0% | $89.78 * | $27.60 | +12.6% | COMMON STOCK NPV | 816851109 |
| CROX | CROCS INC | 108,700 | $1.731M | 0.0% | $15.92 | $16.21 | -1.8% | COMMON STOCK USD.001 | 227046109 |
| CGIP | CELADON GROUP INC | 88,734 | $1.729M | 0.0% | $19.49 * | $18.16 | +2.5% | COMMON STOCK USD.033 | 150838100 |
| HVT | HAVERTY FURNITURE | 55,219 | $1.728M | 0.0% | $31.29 | $27.59 | +13.4% | COMMON STOCK USD1. | 419596101 |
| — | TIBCO SOFTWARE INC | 76,743 | $1.725M | 0.0% | $22.48 | $22.27 | — | COMMON STOCK USD.001 | 88632Q103 |
| AEP | AMERICAN ELECTRIC POWER | 36,808 | $1.72M | 0.0% | $46.73 * | $30.41 | +0.0% | COMMON STOCK USD6.5 | 025537101 |
| — | GREATBATCH INC | 38,860 | $1.719M | 0.0% | $44.24 | $33.08 | — | COMMON STOCK USD.001 | 39153L106 |
| — | WESTERN REFINING INC | 40,239 | $1.707M | 0.0% | $42.42 | $32.33 | — | COMMON STOCK USD.01 | 959319104 |
| — | SINCLAIR BROADCAST GROUP A | 47,604 | $1.701M | 0.0% | $35.73 | $35.73 | — | COMMON STOCK USD.01 | 829226109 |
| — | TOWER GROUP INTL LTD | 2,000,000 | $1.694M | 0.0% | $0.85 | $0.85 | — | SR UNSECURED 09/14 5. | 891777AC8 |
| — | OMNIVISION TECHNOLOGIES INC | 98,244 | $1.69M | 0.0% | $17.20 | $17.88 | — | COMMON STOCK USD.001 | 682128103 |
| CMA | COMERICA INC | 35,530 | $1.689M | 0.0% | $47.54 * | $24.17 | +28.8% | COMMON STOCK USD5. | 200340107 |
| — | E TRADE FINANCIAL CORP | 85,724 | $1.684M | 0.0% | $19.64 | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| ROK | ROCKWELL AUTOMATION INC | 14,246 | $1.683M | 0.0% | $118.14 * | $87.37 | +6.6% | COMMON STOCK USD1. | 773903109 |
| HY | HYSTER YALE MATERIALS | 17,976 | $1.675M | 0.0% | $93.18 * | $65.22 | +7.1% | COMMON STOCK USD.01 | 449172105 |
| — | MEDICINES COMPANY | 43,337 | $1.674M | 0.0% | $38.63 | $36.92 | — | COMMON STOCK USD.001 | 584688105 |
| — | HOSPITALITY PROPERTIES TRUST | 61,587 | $1.665M | 0.0% | $27.03 | $27.73 | — | REIT USD.01 | 44106M102 |
| — | ACTAVIS PLC | 9,908 | $1.665M | 0.0% | $168.05 | $168.05 | — | COMMON STOCK USD.0033 | G0083B108 |
| WOR | WORTHINGTON INDUSTRIES | 39,351 | $1.656M | 0.0% | $42.08 * | $24.82 | +4.5% | COMMON STOCK NPV | 981811102 |
| — | ACORDA THERAPEUTICS INC | 56,434 | $1.648M | 0.0% | $29.20 | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| AVA | AVISTA CORP | 58,405 | $1.646M | 0.0% | $28.18 * | $16.44 | +5.6% | COMMON STOCK NPV | 05379B107 |
| — | BLUCORA INC | 56,304 | $1.642M | 0.0% | $29.16 | $22.98 | — | COMMON STOCK USD.0001 | 095229100 |
| — | SL GREEN REALTY CORP | 17,750 | $1.64M | 0.0% | $92.39 | $92.39 | — | REIT USD.01 | 78440X101 |
| LLY | ELI LILLY + CO | 32,118 | $1.638M | 0.0% | $51.00 * | $39.58 | +2.3% | COMMON STOCK NPV | 532457108 |
| — | PERFICIENT INC | 69,540 | $1.629M | 0.0% | $23.43 | $18.36 | — | COMMON STOCK USD.001 | 71375U101 |
| BMY | BRISTOL MYERS SQUIBB CO | 30,566 | $1.625M | 0.0% | $53.16 * | $28.67 | +25.2% | COMMON STOCK USD.1 | 110122108 |
| CRUS | CIRRUS LOGIC INC | 79,142 | $1.617M | 0.0% | $20.43 | $20.66 | -1.1% | COMMON STOCK USD.001 | 172755100 |
| — | ALTISOURCE RESIDENTIAL CORP | 53,300 | $1.605M | 0.0% | $30.11 | $30.11 | — | COMMON STOCK USD.01 | 02153W100 |
| — | KINDRED HEALTHCARE INC | 80,970 | $1.598M | 0.0% | $19.74 | $13.13 | — | COMMON STOCK USD.25 | 494580103 |
| SBUX | STARBUCKS CORP | 20,378 | $1.597M | 0.0% | $78.37 * | $26.77 | +15.7% | COMMON STOCK USD.001 | 855244109 |
| MPC | MARATHON PETROLEUM CORP | 17,321 | $1.589M | 0.0% | $91.74 * | $27.47 | +16.8% | COMMON STOCK | 56585A102 |
| — | SUSQUEHANNA BANCSHARES INC | 123,548 | $1.586M | 0.0% | $12.84 | $12.85 | — | COMMON STOCK USD2. | 869099101 |
| — | ACE LTD | 15,283 | $1.582M | 0.0% | $103.51 | $93.53 | — | COMMON STOCK | H0023R105 |
| — | MONTPELIER RE HOLDINGS LTD | 53,943 | $1.57M | 0.0% | $29.10 | $25.01 | — | COMMON STOCK USD.001666 | G62185106 |
| PLXS | PLEXUS CORP | 36,046 | $1.56M | 0.0% | $43.28 | $27.78 | +55.8% | COMMON STOCK USD.01 | 729132100 |
| WTFC | WINTRUST FINANCIAL CORP | 33,807 | $1.559M | 0.0% | $46.11 | $41.69 | +10.6% | COMMON STOCK NPV | 97650W108 |
| — | NATIONSTAR MORTGAGE HOLDINGS | 41,135 | $1.52M | 0.0% | $36.95 | $37.44 | — | COMMON STOCK USD.01 | 63861C109 |
| NTGR | NETGEAR INC | 46,061 | $1.517M | 0.0% | $32.93 * | $19.52 | +4.7% | COMMON STOCK USD.001 | 64111Q104 |
| — | TE CONNECTIVITY LTD | 27,510 | $1.516M | 0.0% | $55.11 | $55.11 | — | COMMON STOCK CHF.57 | H84989104 |
| — | ANN INC | 41,449 | $1.515M | 0.0% | $36.55 | $36.55 | — | COMMON STOCK USD.0068 | 035623107 |
| — | PRAXAIR INC | 11,647 | $1.514M | 0.0% | $129.99 | $124.94 | — | COMMON STOCK USD.01 | 74005P104 |
| — | BBCN BANCORP INC | 90,817 | $1.507M | 0.0% | $16.59 | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| UFCS | UNITED FIRE GROUP INC | 52,510 | $1.505M | 0.0% | $28.66 | $27.80 | +3.1% | COMMON STOCK USD.001 | 910340108 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 55,206 | $1.498M | 0.0% | $27.13 * | $17.84 | +38.6% | COMMON STOCK USD.01 | 199333105 |
| PCG | P G + E CORP | 37,041 | $1.492M | 0.0% | $40.28 * | $38.84 | -9.8% | COMMON STOCK NPV | 69331C108 |
| — | PICO HOLDINGS INC | 64,082 | $1.481M | 0.0% | $23.11 | $22.30 | — | COMMON STOCK USD.001 | 693366205 |
| — | MAGELLAN HEALTH SERVICES INC | 24,705 | $1.48M | 0.0% | $59.91 | $59.91 | — | COMMON STOCK USD.01 | 559079207 |
| — | SYMANTEC CORP | 62,591 | $1.476M | 0.0% | $23.58 | $23.12 | — | COMMON STOCK USD.01 | 871503108 |
| TSCO | TRACTOR SUPPLY COMPANY | 18,929 | $1.469M | 0.0% | $77.61 * | $11.22 | +16.7% | COMMON STOCK USD.008 | 892356106 |
| EBS | EMERGENT BIOSOLUTIONS INC | 63,154 | $1.452M | 0.0% | $22.99 | $15.28 | +50.5% | COMMON STOCK USD.001 | 29089Q105 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 12,227 | $1.45M | 0.0% | $118.59 | $110.02 | +7.8% | COMMON STOCK USD.0033 | 084670702 |
| NPKI | NEWPARK RESOURCES INC | 117,816 | $1.448M | 0.0% | $12.29 | $10.36 | +18.6% | COMMON STOCK USD.01 | 651718504 |
| — | SPIRIT AIRLINES INC | 31,852 | $1.446M | 0.0% | $45.40 | $45.40 | — | COMMON STOCK USD.0001 | 848577102 |
| — | LEUCADIA NATIONAL CORP | 50,868 | $1.442M | 0.0% | $28.35 | $28.05 | — | COMMON STOCK USD1. | 527288104 |
| KLIC | KULICKE + SOFFA INDUSTRIES | 108,012 | $1.437M | 0.0% | $13.30 * | $9.86 | +17.7% | COMMON STOCK NPV | 501242101 |
| CMI | CUMMINS INC | 10,189 | $1.436M | 0.0% | $140.94 * | $96.30 | +6.5% | COMMON STOCK USD2.5 | 231021106 |
| MKTX | MARKETAXESS HOLDINGS INC | 21,406 | $1.431M | 0.0% | $66.85 * | $38.12 | +56.6% | COMMON STOCK USD.003 | 57060D108 |
| — | SEAGATE TECHNOLOGY | 25,472 | $1.431M | 0.0% | $56.18 | $44.83 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | INGERSOLL RAND PLC | 23,088 | $1.422M | 0.0% | $61.59 | $59.64 | — | COMMON STOCK USD1. | G47791101 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 31,957 | $1.414M | 0.0% | $44.25 * | $18.15 | +21.9% | COMMON STOCK USD.01 | 78467J100 |
| STC | STEWART INFORMATION SERVICES | 43,681 | $1.41M | 0.0% | $32.28 | $27.19 | +18.7% | COMMON STOCK USD1. | 860372101 |
| — | CEPHEID INC | 30,049 | $1.404M | 0.0% | $46.72 | $37.92 | — | COMMON STOCK NPV | 15670R107 |
| — | PHOTOMEDEX INC | 108,320 | $1.403M | 0.0% | $12.95 | $15.77 | — | COMMON STOCK USD.01 | 719358301 |
| ABBV | ABBVIE INC | 26,491 | $1.399M | 0.0% | $52.81 * | $27.29 | +19.8% | COMMON STOCK USD.01 | 00287Y109 |
| — | UNITED STATIONERS INC | 30,453 | $1.397M | 0.0% | $45.87 | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| HSIC | HENRY SCHEIN INC | 12,213 | $1.395M | 0.0% | $114.22 * | $42.39 | +5.7% | COMMON STOCK USD.01 | 806407102 |
| — | TECH DATA CORP | 26,763 | $1.381M | 0.0% | $51.60 | $48.74 | — | COMMON STOCK USD.0015 | 878237106 |
| — | SELECT COMFORT CORPORATION | 65,457 | $1.38M | 0.0% | $21.08 | $24.62 | — | COMMON STOCK USD.01 | 81616X103 |
| IDCC | INTERDIGITAL INC | 46,688 | $1.377M | 0.0% | $29.49 | $41.81 | -29.5% | COMMON STOCK USD.01 | 45867G101 |
| — | CEC ENTERTAINMENT INC | 30,820 | $1.365M | 0.0% | $44.29 | $42.11 | — | COMMON STOCK USD.1 | 125137109 |
| — | PLANTRONICS INC | 29,392 | $1.365M | 0.0% | $46.44 | $43.93 | — | COMMON STOCK USD.01 | 727493108 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 247,230 | $1.362M | 0.0% | $5.51 | $5.27 | — | COMMON STOCK USD.01 | 518415104 |
| — | MB FINANCIAL INC | 42,453 | $1.362M | 0.0% | $32.08 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | QIAGEN N.V. | 57,144 | $1.361M | 0.0% | $23.82 | $23.82 | — | COMMON STOCK EUR.01 | N72482107 |
| NNBR | NN INC | 67,409 | $1.361M | 0.0% | $20.19 * | $12.13 | +50.8% | COMMON STOCK USD.01 | 629337106 |
| DAR | DARLING INTERNATIONAL INC | 65,023 | $1.358M | 0.0% | $20.88 | $18.50 | +12.9% | COMMON STOCK USD.01 | 237266101 |
| — | CROWN CASTLE INTL CORP | 18,340 | $1.347M | 0.0% | $73.45 | $72.40 | — | REIT USD.01 | 228227104 |
| — | CUBIST PHARMACEUTICALS INC | 19,422 | $1.338M | 0.0% | $68.89 | $50.01 | — | COMMON STOCK USD.001 | 229678107 |
| — | CHEMICAL FINANCIAL CORP | 41,850 | $1.325M | 0.0% | $31.66 | $31.66 | — | COMMON STOCK USD1. | 163731102 |
| WT | WISDOMTREE INVESTMENTS INC | 74,375 | $1.317M | 0.0% | $17.71 | $14.23 | +24.5% | COMMON STOCK USD.01 | 97717P104 |
| MANH | MANHATTAN ASSOCIATES INC | 11,181 | $1.314M | 0.0% | $117.52 * | $18.32 | +60.4% | COMMON STOCK USD.01 | 562750109 |
| — | RPX CORP | 77,401 | $1.308M | 0.0% | $16.90 | $16.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | EPL OIL + GAS INC | 45,738 | $1.304M | 0.0% | $28.51 | $30.81 | — | COMMON STOCK USD.001 | 26883D108 |
| MCRI | MONARCH CASINO + RESORT INC | 64,684 | $1.299M | 0.0% | $20.08 | $13.55 | +48.2% | COMMON STOCK USD.01 | 609027107 |
| — | CALAMP CORP | 46,260 | $1.294M | 0.0% | $27.97 | $27.97 | — | COMMON STOCK USD.01 | 128126109 |
| RGR | STURM RUGER + CO INC | 17,672 | $1.292M | 0.0% | $73.11 | $53.75 | +36.0% | COMMON STOCK USD1. | 864159108 |
| — | VOXX INTERNATIONAL CORP | 77,107 | $1.288M | 0.0% | $16.70 | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| ERIC | ERICSSON (LM) TEL SP ADR | 105,172 | $1.287M | 0.0% | $12.24 | $12.16 | +0.7% | ADR | 294821608 |
| PNNT | PENNANTPARK INVESTMENT CORP | 109,839 | $1.274M | 0.0% | $11.60 * | $2.45 | +9.4% | COMMON STOCK USD.001 | 708062104 |
| KW | KENNEDY WILSON HOLDINGS INC | 56,936 | $1.267M | 0.0% | $22.25 | $20.10 | +10.7% | COMMON STOCK USD.0001 | 489398107 |
| — | QUALITY DISTRIBUTION INC | 96,233 | $1.235M | 0.0% | $12.83 | $9.24 | — | COMMON STOCK NPV | 74756M102 |
| — | VALSPAR CORP | 17,119 | $1.22M | 0.0% | $71.27 | $65.12 | — | COMMON STOCK USD.5 | 920355104 |
| FFIV | F5 NETWORKS INC | 13,053 | $1.186M | 0.0% | $90.86 | $85.18 | +6.7% | COMMON STOCK NPV | 315616102 |
| CWCO | CONSOLIDATED WATER CO ORD SH | 83,510 | $1.177M | 0.0% | $14.09 * | $10.06 | +6.8% | COMMON STOCK USD.6 | G23773107 |
| — | CHIQUITA BRANDS INTL | 1,210,000 | $1.174M | 0.0% | $0.97 | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| — | CIGNA CORP | 13,422 | $1.174M | 0.0% | $87.47 | $72.49 | — | COMMON STOCK USD.25 | 125509109 |
| — | TESSCO TECHNOLOGIES INC | 29,040 | $1.171M | 0.0% | $40.32 | $26.40 | — | COMMON STOCK USD.01 | 872386107 |
| — | PDL BIOPHARMA INC | 138,364 | $1.168M | 0.0% | $8.44 | $7.72 | — | COMMON STOCK USD.01 | 69329Y104 |
| — | VALE SA SP PREF ADR | 82,951 | $1.162M | 0.0% | $14.01 | $12.16 | — | ADR NPV | 91912E204 |
| — | LINEAR TECHNOLOGY CORP | 25,219 | $1.149M | 0.0% | $45.56 | $40.61 | — | COMMON STOCK USD.001 | 535678106 |
| — | SMITH + WESSON HOLDING CORP | 84,997 | $1.147M | 0.0% | $13.49 | $10.98 | — | COMMON STOCK USD.001 | 831756101 |
| — | ISIS PHARMACEUTICALS INC | 28,237 | $1.125M | 0.0% | $39.84 | $39.84 | — | COMMON STOCK USD.001 | 464330109 |
| — | ZALE CORP | 70,582 | $1.113M | 0.0% | $15.77 | $15.77 | — | COMMON STOCK USD.01 | 988858106 |
| LTC | LTC PROPERTIES INC | 30,782 | $1.089M | 0.0% | $35.38 | $37.04 | — | REIT USD.01 | 502175102 |
| — | PARKER DRILLING CO | 133,563 | $1.086M | 0.0% | $8.13 | $5.70 | — | COMMON STOCK USD.167 | 701081101 |
| — | ALCOA INC | 101,888 | $1.083M | 0.0% | $10.63 | $9.41 | — | COMMON STOCK USD1. | 013817101 |
| — | SANDISK CORP | 15,283 | $1.078M | 0.0% | $70.54 | $70.54 | — | COMMON STOCK USD.001 | 80004C101 |
| OKE | ONEOK INC | 17,321 | $1.077M | 0.0% | $62.18 * | $24.39 | +8.8% | COMMON STOCK USD.01 | 682680103 |
| CNMD | CONMED CORP | 25,311 | $1.076M | 0.0% | $42.51 * | $29.54 | +24.7% | COMMON STOCK USD.01 | 207410101 |
| MCHB | HOMESTREET INC | 53,259 | $1.065M | 0.0% | $20.00 | $21.82 | -8.4% | COMMON STOCK | 43785V102 |
| TPC | TUTOR PERINI CORP | 40,400 | $1.063M | 0.0% | $26.31 | $20.30 | +29.5% | COMMON STOCK USD1. | 901109108 |
| — | LIN MEDIA LLC A | 36,916 | $1.06M | 0.0% | $28.71 | $28.71 | — | COMMON STOCK USD.01 | 532771102 |
| LNC | LINCOLN NATIONAL CORP | 20,378 | $1.052M | 0.0% | $51.62 * | $31.80 | +7.8% | COMMON STOCK NPV | 534187109 |
| — | OMEGA PROTEIN CORP | 83,852 | $1.031M | 0.0% | $12.30 | $9.26 | — | COMMON STOCK USD.01 | 68210P107 |
| — | CHESAPEAKE ENERGY CORP | 37,258 | $1.011M | 0.0% | $27.14 | $22.10 | — | COMMON STOCK USD.01 | 165167107 |
| INCY | INCYTE CORP | 19,702 | $998K | 0.0% | $50.65 | $43.51 | +16.4% | COMMON STOCK USD.001 | 45337C102 |
| — | SPX CORP | 9,947 | $991K | 0.0% | $99.63 | $99.63 | — | COMMON STOCK USD10. | 784635104 |
| FLR | FLUOR CORP | 12,122 | $973K | 0.0% | $80.27 * | $57.29 | +24.3% | COMMON STOCK USD.01 | 343412102 |
| — | CAI INTERNATIONAL INC | 41,249 | $972K | 0.0% | $23.56 | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | JOHNSON CONTROLS INC | 18,706 | $960K | 0.0% | $51.32 | $35.78 | — | COMMON STOCK USD.01388 | 478366107 |
| EZPW | EZCORP INC CL A | 82,040 | $959K | 0.0% | $11.69 | $18.73 | -37.6% | COMMON STOCK USD.01 | 302301106 |
| — | FIDELITY SOUTHERN CORP | 57,326 | $952K | 0.0% | $16.61 | $16.61 | — | COMMON STOCK NPV | 316394105 |
| — | TREE.COM INC | 28,888 | $949K | 0.0% | $32.85 | $26.25 | — | COMMON STOCK USD.01 | 894675107 |
| WU | WESTERN UNION CO | 55,020 | $949K | 0.0% | $17.25 | $17.46 | — | COMMON STOCK USD.01 | 959802109 |
| DTE | DTE ENERGY COMPANY | 14,264 | $947K | 0.0% | $66.39 * | $38.29 | -1.4% | COMMON STOCK NPV | 233331107 |
| DE | DEERE + CO | 10,289 | $940K | 0.0% | $91.36 * | $67.46 | +8.5% | COMMON STOCK USD1. | 244199105 |
| EMBJ | EMBRAER SA ADR | 28,682 | $923K | 0.0% | $32.18 | $34.43 | -6.5% | ADR | 29082A107 |
| PH | PARKER HANNIFIN CORP | 7,121 | $916K | 0.0% | $128.63 * | $75.97 | +38.6% | COMMON STOCK USD.5 | 701094104 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 14,189 | $913K | 0.0% | $64.35 | $26.61 | +141.6% | COMMON STOCK USD.01 | 02043Q107 |
| — | LEGG MASON INC | 20,378 | $886K | 0.0% | $43.48 | $43.48 | — | COMMON STOCK USD.1 | 524901105 |
| RRX | REGAL BELOIT CORP | 11,846 | $873K | 0.0% | $73.70 | $69.87 | +5.5% | COMMON STOCK USD.01 | 758750103 |
| — | ROCKWELL COLLINS INC | 11,694 | $864K | 0.0% | $73.88 | $63.40 | — | COMMON STOCK USD.01 | 774341101 |
| AMAT | APPLIED MATERIALS INC | 48,602 | $860K | 0.0% | $17.69 * | $13.36 | +13.2% | COMMON STOCK USD.01 | 038222105 |
| — | ADVENT SOFTWARE INC | 24,576 | $860K | 0.0% | $34.99 | $32.98 | — | COMMON STOCK USD.01 | 007974108 |
| — | AVG TECHNOLOGIES | 49,397 | $850K | 0.0% | $17.21 | $19.45 | — | COMMON STOCK EUR.01 | N07831105 |
| CHD | CHURCH + DWIGHT CO INC | 12,734 | $844K | 0.0% | $66.28 * | $27.25 | +3.1% | COMMON STOCK USD1. | 171340102 |
| ESINQ | ITT EDUCATIONAL SERVICES INC | 24,771 | $832K | 0.0% | $33.59 * | $28.19 | +27.3% | COMMON STOCK USD.01 | 45068B109 |
| — | MANNING + NAPIER INC | 46,951 | $829K | 0.0% | $17.66 | $17.76 | — | COMMON STOCK USD.01 | 56382Q102 |
| — | AUXILIUM PHARMACEUTICALS INC | 39,679 | $823K | 0.0% | $20.74 | $18.22 | — | COMMON STOCK USD.01 | 05334D107 |
| — | CHIPMOS TECHNOLOGIES BERMUDA | 42,715 | $822K | 0.0% | $19.24 | $19.24 | — | COMMON STOCK USD.01 | G2110R114 |
| — | PETROCHINA CO LTD ADR | 7,415 | $814K | 0.0% | $109.78 | $110.63 | — | ADR | 71646E100 |
| — | GLOBAL BRASS + COPPER HOLDIN | 48,775 | $807K | 0.0% | $16.55 | $17.39 | — | COMMON STOCK | 37953G103 |
| LAD | LITHIA MOTORS INC CL A | 11,543 | $801K | 0.0% | $69.39 | $56.62 | +22.6% | COMMON STOCK NPV | 536797103 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $795K | 0.0% | $0.40 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| MCHP | MICROCHIP TECHNOLOGY INC | 17,519 | $784K | 0.0% | $44.75 * | $14.85 | +16.7% | COMMON STOCK USD.001 | 595017104 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 19,000 | $782K | 0.0% | $41.16 | $40.79 | +0.9% | VANGUARD FTSE EMERGING MARKE | 922042858 |
| — | WESTMORELAND COAL CO | 40,197 | $775K | 0.0% | $19.28 | $19.28 | — | COMMON STOCK USD2.5 | 960878106 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 20,728 | $770K | 0.0% | $37.15 * | $16.87 | +10.1% | COMMON STOCK USD.01 | 828730200 |
| CNXN | PC CONNECTION INC | 30,733 | $764K | 0.0% | $24.86 * | $13.70 | +58.4% | COMMON STOCK USD.01 | 69318J100 |
| FE | FIRSTENERGY CORP | 23,087 | $761K | 0.0% | $32.96 * | $23.88 | -16.5% | COMMON STOCK USD.1 | 337932107 |
| SCVL | SHOE CARNIVAL INC | 26,020 | $755K | 0.0% | $29.02 * | $11.01 | +31.7% | COMMON STOCK USD.01 | 824889109 |
| — | GREEN MOUNTAIN COFFEE ROASTE | 9,628 | $728K | 0.0% | $75.61 | $75.06 | — | COMMON STOCK USD.1 | 393122106 |
| — | WABCO HOLDINGS INC | 7,771 | $726K | 0.0% | $93.42 | $74.64 | — | COMMON STOCK USD.01 | 92927K102 |
| KSS | KOHLS CORP | 12,736 | $723K | 0.0% | $56.77 | $49.51 | +14.6% | COMMON STOCK USD.01 | 500255104 |
| — | ANIXTER INTERNATIONAL INC | 8,000 | $719K | 0.0% | $89.88 | $89.88 | — | COMMON STOCK USD1. | 035290105 |
| UIS | UNISYS CORP | 21,018 | $706K | 0.0% | $33.59 | $19.99 | +68.0% | COMMON STOCK USD.01 | 909214306 |
| — | LASALLE HOTEL PROPERTIES | 22,833 | $705K | 0.0% | $30.88 | $25.84 | — | REIT USD.01 | 517942108 |
| — | TELENAV INC | 106,185 | $700K | 0.0% | $6.59 | $6.59 | — | COMMON STOCK USD.001 | 879455103 |
| — | INSYS THERAPEUTICS INC | 18,023 | $698K | 0.0% | $38.73 | $34.98 | — | COMMON STOCK USD.0002145 | 45824V209 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 74,357 | $694K | 0.0% | $9.33 | $12.76 | -26.8% | COMMON STOCK USD.001 | 64125C109 |
| — | MANITOWOC COMPANY INC | 29,553 | $689K | 0.0% | $23.31 | $17.90 | — | COMMON STOCK USD.01 | 563571108 |
| — | EINSTEIN NOAH RESTAURANT GRO | 47,334 | $686K | 0.0% | $14.49 | $17.32 | — | COMMON STOCK USD.001 | 28257U104 |
| — | COMPUTER SCIENCES CORP | 12,227 | $683K | 0.0% | $55.86 | $43.76 | — | COMMON STOCK USD1. | 205363104 |
| — | ANALOGIC CORP | 7,605 | $673K | 0.0% | $88.49 | $88.49 | — | COMMON STOCK USD.05 | 032657207 |
| VFC | VF CORP | 10,604 | $661K | 0.0% | $62.33 * | $48.99 | +19.8% | COMMON STOCK NPV | 918204108 |
| DCO | DUCOMMUN INC | 22,074 | $658K | 0.0% | $29.81 | $25.51 | +16.9% | COMMON STOCK USD.01 | 264147109 |
| — | ISHARES MSCI MALAYSIA ETF | 41,340 | $654K | 0.0% | $15.82 | $15.51 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| MLCO | MELCO CROWN ENTERTAINME ADR | 16,080 | $631K | 0.0% | $39.24 | $23.59 | +66.3% | ADR USD.01 | 585464100 |
| — | NORDSTROM INC | 10,189 | $630K | 0.0% | $61.83 | $61.83 | — | COMMON STOCK NPV | 655664100 |
| QUAD | QUAD GRAPHICS INC | 23,050 | $628K | 0.0% | $27.25 | $22.74 | +19.8% | COMMON STOCK USD.025 | 747301109 |
| — | CELLDEX THERAPEUTICS INC | 25,508 | $618K | 0.0% | $24.23 | $24.23 | — | COMMON STOCK USD.001 | 15117B103 |
| RGEN | REPLIGEN CORP | 45,032 | $614K | 0.0% | $13.63 | $11.94 | +14.2% | COMMON STOCK USD.01 | 759916109 |
| PVH | PVH CORP | 4,407 | $599K | 0.0% | $135.92 | $112.68 | +18.6% | COMMON STOCK USD1. | 693656100 |
| — | BED BATH + BEYOND INC | 7,421 | $596K | 0.0% | $80.31 | $70.88 | — | COMMON STOCK USD.01 | 075896100 |
| — | FORESTAR GROUP INC | 27,470 | $584K | 0.0% | $21.26 | $20.06 | — | COMMON STOCK USD1. | 346233109 |
| — | FIFTH STREET FINANCE CORP | 61,008 | $564K | 0.0% | $9.24 | $10.45 | — | COMMON STOCK USD.01 | 31678A103 |
| — | ALON USA ENERGY INC | 34,066 | $563K | 0.0% | $16.53 | $14.50 | — | COMMON STOCK USD.01 | 020520102 |
| — | MANITEX INTERNATIONAL INC | 35,030 | $556K | 0.0% | $15.87 | $10.93 | — | COMMON STOCK NPV | 563420108 |
| — | JINKOSOLAR HOLDING CO LT | 500,000 | $541K | 0.0% | $1.08 | $0.60 | — | SR UNSECURED 144A 05/16 4. | 47759TAA8 |
| — | ARCELORMITTAL NY REGISTERED | 30,223 | $539K | 0.0% | $17.83 | $17.83 | — | NY REG SHRS NPV | 03938L104 |
| — | THOMPSON CREEK METALS CO | 40,250 | $524K | 0.0% | $13.02 | $14.60 | — | PREFERRED STOCK 05/15 6.5 | 884768300 |
| TDG | TRANSDIGM GROUP INC | 3,244 | $522K | 0.0% | $160.91 * | $70.58 | +24.3% | COMMON STOCK USD.01 | 893641100 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 51,098 | $513K | 0.0% | $10.04 | $9.00 | +11.4% | COMMON STOCK USD.001 | 90385V107 |
| MS | MORGAN STANLEY | 16,254 | $510K | 0.0% | $31.38 * | $17.33 | +32.8% | COMMON STOCK USD.01 | 617446448 |
| FF | FUTUREFUEL CORP | 31,090 | $491K | 0.0% | $15.79 * | $4.50 | -4.9% | COMMON STOCK USD.0001 | 36116M106 |
| — | SOHU.COM INC | 6,623 | $483K | 0.0% | $72.93 | $64.87 | — | COMMON STOCK USD.001 | 83408W103 |
| — | CIA PARANAENSE ENER SP ADR P | 36,606 | $481K | 0.0% | $13.14 | $12.42 | — | ADR NPV | 20441B407 |
| PCAR | PACCAR INC | 8,136 | $481K | 0.0% | $59.12 * | $21.67 | +17.2% | COMMON STOCK USD1. | 693718108 |
| — | QUALITY SYSTEMS INC | 22,695 | $478K | 0.0% | $21.06 | $18.71 | — | COMMON STOCK USD.01 | 747582104 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $474K | 0.0% | $16.68 * | $9.18 | +11.0% | COMMON STOCK USD1. | 31983A103 |
| URBN | URBAN OUTFITTERS INC | 12,524 | $465K | 0.0% | $37.13 | $41.26 | -10.1% | COMMON STOCK USD.0001 | 917047102 |
| MRSH | MARSH + MCLENNAN COS | 9,364 | $453K | 0.0% | $48.38 * | $31.19 | +25.5% | COMMON STOCK USD1. | 571748102 |
| — | ZILLOW INC CLASS A | 4,888 | $399K | 0.0% | $81.63 | $81.63 | — | COMMON STOCK USD.0001 | 98954A107 |
| EQR | EQUITY RESIDENTIAL | 7,132 | $370K | 0.0% | $51.88 * | $29.24 | -0.4% | REIT USD.01 | 29476L107 |
| — | CLOVIS ONCOLOGY INC | 5,773 | $348K | 0.0% | $60.28 | $67.05 | — | COMMON STOCK USD.001 | 189464100 |
| — | COLONY FINANCIAL INC | 15,973 | $324K | 0.0% | $20.28 | $19.89 | — | REIT USD.01 | 19624R106 |
| ACN | ACCENTURE PLC CL A | 3,796 | $312K | 0.0% | $82.19 * | $62.83 | +6.6% | COMMON STOCK USD.0000225 | G1151C101 |
| — | TETRAPHASE PHARMACEUTICALS I | 19,915 | $269K | 0.0% | $13.51 | $13.51 | — | COMMON STOCK USD.001 | 88165N105 |
| EIDO | ISHARES MSCI INDONESIA ETF | 11,487 | $262K | 0.0% | $22.81 | $30.18 | -24.3% | ISHARES MSCI INDONESIA ETF | 46429B309 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 5,433 | $258K | 0.0% | $47.49 | $59.41 | -20.0% | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| — | EPIZYME INC | 12,236 | $255K | 0.0% | $20.84 | $40.12 | — | COMMON STOCK | 29428V104 |
| ZBH | ZIMMER HOLDINGS INC | 2,640 | $246K | 0.0% | $93.18 * | $71.67 | +14.4% | COMMON STOCK USD.01 | 98956P102 |
| KODK | EASTMAN KODAK CO | 6,411 | $222K | 0.0% | $34.63 | $26.90 | +29.0% | COMMON STOCK | 277461406 |
| BAX | BAXTER INTERNATIONAL INC | 2,855 | $199K | 0.0% | $69.70 * | $29.94 | +2.2% | COMMON STOCK USD1. | 071813109 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 3,893 | $174K | 0.0% | $44.70 | $51.94 | -14.0% | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| — | COVIDIEN PLC | 2,546 | $173K | 0.0% | $67.95 | $64.72 | — | COMMON STOCK USD.2 | G2554F113 |
| — | AON PLC | 1,703 | $143K | 0.0% | $83.97 | $64.11 | — | COMMON STOCK USD.01 | G0408V102 |
| ICE | INTERCONTINENTALEXCHANGE GRO | 625 | $141K | 0.0% | $225.60 * | $35.28 | +9.5% | COMMON STOCK USD.01 | 45866F104 |
| — | FIRST DEFIANCE FINL CORP | 4,638 | $120K | 0.0% | $25.87 | $22.55 | — | COMMON STOCK USD.01 | 32006W106 |
| CPS | COOPER STANDARD HOLDING | 2,259 | $111K | 0.0% | $49.14 | $50.83 | -3.4% | COMMON STOCK USD.001 | 21676P103 |
| OII | OCEANEERING INTL INC | 1,395 | $110K | 0.0% | $78.85 | $80.37 | -1.9% | COMMON STOCK USD.25 | 675232102 |
| PRU | PRUDENTIAL FINANCIAL INC | 1,181 | $109K | 0.0% | $92.29 * | $38.68 | +44.3% | COMMON STOCK USD.01 | 744320102 |
| — | EASTMAN KODAK CO | 2,209 | $43,000 | 0.0% | $19.47 | $19.47 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,209 | $40,000 | 0.0% | $18.11 | $18.11 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 100 | $1,000 | 0.0% | $10.00 * | $6.99 | +7.8% | COMMON STOCK USD.001 | 868459108 |