Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: Apr 24, 2014
Total Value: $6.193B (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 | $669M | 10.8% | $67.10 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EFA | ISHARES MSCI EAFE ETF | 7,379,208 | $496M | 8.0% | $67.17 | $65.04 | +3.3% | ISHARES MSCI EAFE ETF | 464287465 |
| EEM | ISHARES MSCI EMERGING MARKETS | 8,168,044 | $335M | 5.4% | $40.99 | $41.22 | -0.5% | ISHARES MSCI EMERGING MARKET | 464287234 |
| TX | TERNIUM SA SPONSORED ADR | 8,872,743 | $262M | 4.2% | $29.58 | $22.64 | +30.7% | ADR USD1. | 880890108 |
| PKX | POSCO ADR | 2,443,220 | $170M | 2.7% | $69.41 | $70.95 | -2.2% | ADR | 693483109 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 6,399,502 | $128M | 2.1% | $20.02 | $17.91 | +11.8% | ADR | 874039100 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 9,368,431 | $118M | 1.9% | $12.57 | $12.43 | +1.1% | ADR | 204448104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 6,735,617 | $115M | 1.9% | $17.08 | $14.71 | — | ADR NPV | 035128206 |
| PFE | PFIZER INC | 2,913,687 | $93.59M | 1.5% | $32.12 * | $16.48 | +13.2% | COMMON STOCK USD.05 | 717081103 |
| AAPL | APPLE INC | 169,403 | $90.92M | 1.5% | $536.74 * | $13.83 | +21.1% | COMMON STOCK NPV | 037833100 |
| MRK | MERCK + CO. INC. | 1,528,640 | $86.78M | 1.4% | $56.77 * | $30.21 | +24.6% | COMMON STOCK USD.5 | 58933Y105 |
| — | BANCOLOMBIA S.A. SPONS ADR | 1,442,787 | $81.49M | 1.3% | $56.48 | $56.73 | — | ADR | 05968L102 |
| ORCL | ORACLE CORP | 1,803,490 | $73.78M | 1.2% | $40.91 * | $27.52 | +24.9% | COMMON STOCK USD.01 | 68389X105 |
| PG | PROCTER + GAMBLE CO/THE | 855,299 | $68.94M | 1.1% | $80.60 * | $56.22 | +3.0% | COMMON STOCK | 742718109 |
| SLB | SCHLUMBERGER LTD | 562,809 | $54.87M | 0.9% | $97.50 * | $53.39 | +32.5% | COMMON STOCK USD.01 | 806857108 |
| XOM | EXXON MOBIL CORP | 513,166 | $50.13M | 0.8% | $97.68 * | $53.81 | +10.9% | COMMON STOCK NPV | 30231G102 |
| MSFT | MICROSOFT CORP | 1,151,938 | $47.22M | 0.8% | $40.99 * | $26.74 | +28.1% | COMMON STOCK USD.00000625 | 594918104 |
| MCD | MCDONALD S CORP | 478,680 | $46.92M | 0.8% | $98.03 * | $71.03 | +2.0% | COMMON STOCK USD.01 | 580135101 |
| JPM | JPMORGAN CHASE + CO | 765,801 | $46.49M | 0.8% | $60.71 * | $36.27 | +21.9% | COMMON STOCK USD1.0 | 46625H100 |
| — | AMERICA MOVIL ADR SERIES L | 2,322,499 | $46.17M | 0.7% | $19.88 | $21.74 | — | ADR NPV | 02364W105 |
| KO | COCA COLA CO/THE | 1,179,219 | $45.59M | 0.7% | $38.66 * | $27.46 | -2.6% | COMMON STOCK USD.25 | 191216100 |
| CVX | CHEVRON CORP | 374,041 | $44.48M | 0.7% | $118.91 * | $70.65 | +2.2% | COMMON STOCK USD.75 | 166764100 |
| CSCO | CISCO SYSTEMS INC | 1,930,322 | $43.26M | 0.7% | $22.41 * | $15.29 | +1.5% | COMMON STOCK USD.001 | 17275R102 |
| VZ | VERIZON COMMUNICATIONS INC | 870,462 | $41.41M | 0.7% | $47.57 * | $26.04 | +0.0% | COMMON STOCK USD.1 | 92343V104 |
| C | CITIGROUP INC | 864,006 | $41.13M | 0.7% | $47.60 * | $35.87 | -1.2% | COMMON STOCK USD.01 | 172967424 |
| OXY | OCCIDENTAL PETROLEUM CORP | 399,911 | $38.11M | 0.6% | $95.29 * | $58.52 | +9.6% | COMMON STOCK USD.2 | 674599105 |
| — | MEDTRONIC INC | 594,155 | $36.56M | 0.6% | $61.54 | $52.07 | — | COMMON STOCK USD.1 | 585055106 |
| DIS | WALT DISNEY CO/THE | 431,275 | $34.53M | 0.6% | $80.07 * | $56.84 | +26.7% | COMMON STOCK USD.01 | 254687106 |
| USB | US BANCORP | 785,747 | $33.68M | 0.5% | $42.86 * | $22.71 | +26.2% | COMMON STOCK USD.01 | 902973304 |
| BAC | BANK OF AMERICA CORP | 1,893,297 | $32.56M | 0.5% | $17.20 * | $10.99 | +23.3% | COMMON STOCK USD.01 | 060505104 |
| — | CELGENE CORP | 229,433 | $32.03M | 0.5% | $139.60 | $125.90 | — | COMMON STOCK USD.01 | 151020104 |
| — | NATIONAL OILWELL VARCO INC | 394,569 | $30.73M | 0.5% | $77.87 | $70.39 | — | COMMON STOCK USD.01 | 637071101 |
| EL | ESTEE LAUDER COMPANIES CL A | 444,133 | $29.7M | 0.5% | $66.88 * | $60.56 | -4.8% | COMMON STOCK USD.01 | 518439104 |
| — | HEWLETT PACKARD CO | 914,232 | $29.59M | 0.5% | $32.36 | $24.81 | — | COMMON STOCK USD.01 | 428236103 |
| M | MACY S INC | 492,653 | $29.21M | 0.5% | $59.29 | $46.76 | +26.8% | COMMON STOCK USD.01 | 55616P104 |
| — | BAKER HUGHES INC | 445,213 | $28.95M | 0.5% | $65.02 | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 324,901 | $28.27M | 0.5% | $87.00 * | $51.55 | +17.5% | COMMON STOCK USD5. | 693475105 |
| — | EXPRESS SCRIPTS HOLDING CO | 371,417 | $27.89M | 0.5% | $75.09 | $61.69 | — | COMMON STOCK USD.01 | 30219G108 |
| GD | GENERAL DYNAMICS CORP | 246,268 | $26.82M | 0.4% | $108.92 * | $56.44 | +49.4% | COMMON STOCK USD1. | 369550108 |
| — | KRAFT FOODS GROUP INC | 474,771 | $26.64M | 0.4% | $56.10 | $55.14 | — | COMMON STOCK | 50076Q106 |
| CVE | CENOVUS ENERGY INC | 895,617 | $25.94M | 0.4% | $28.96 * | $22.60 | +0.2% | COMMON STOCK NPV | 15135U109 |
| COF | CAPITAL ONE FINANCIAL CORP | 323,952 | $25M | 0.4% | $77.16 * | $48.09 | +29.9% | COMMON STOCK USD.01 | 14040H105 |
| DAL | DELTA AIR LINES INC | 713,271 | $24.71M | 0.4% | $34.65 * | $14.99 | +101.2% | COMMON STOCK USD.0001 | 247361702 |
| AIG | AMERICAN INTERNATIONAL GROUP | 482,991 | $24.15M | 0.4% | $50.01 * | $32.95 | +15.7% | COMMON STOCK USD2.5 | 026874784 |
| — | COACH INC | 479,252 | $23.8M | 0.4% | $49.66 | $55.45 | — | COMMON STOCK USD.01 | 189754104 |
| WDC | WESTERN DIGITAL CORP | 259,171 | $23.8M | 0.4% | $91.82 * | $35.69 | +60.8% | COMMON STOCK USD.01 | 958102105 |
| JNJ | JOHNSON + JOHNSON | 233,333 | $22.92M | 0.4% | $98.23 * | $59.81 | +18.5% | COMMON STOCK USD1. | 478160104 |
| BALL | BALL CORP | 418,087 | $22.91M | 0.4% | $54.81 * | $19.91 | +22.3% | COMMON STOCK NPV | 058498106 |
| — | GENERAL ELECTRIC CO | 885,009 | $22.91M | 0.4% | $25.89 | $23.19 | — | COMMON STOCK USD.06 | 369604103 |
| — | BED BATH + BEYOND INC | 327,028 | $22.5M | 0.4% | $68.80 | $68.85 | — | COMMON STOCK USD.01 | 075896100 |
| — | PRAXAIR INC | 171,299 | $22.43M | 0.4% | $130.97 | $130.56 | — | COMMON STOCK USD.01 | 74005P104 |
| MET | METLIFE INC | 413,834 | $21.85M | 0.4% | $52.80 * | $24.57 | +29.7% | COMMON STOCK USD.01 | 59156R108 |
| MOS | MOSAIC CO/THE | 430,941 | $21.55M | 0.3% | $50.00 * | $42.39 | -6.8% | COMMON STOCK USD.01 | 61945C103 |
| PM | PHILIP MORRIS INTERNATIONAL | 251,923 | $20.63M | 0.3% | $81.87 * | $49.77 | -7.9% | COMMON STOCK NPV | 718172109 |
| KMT | KENNAMETAL INC | 465,132 | $20.61M | 0.3% | $44.30 * | $29.83 | +8.3% | COMMON STOCK USD1.25 | 489170100 |
| — | NAVISTAR INTERNATIONAL CORP | 606,874 | $20.55M | 0.3% | $33.87 | $31.54 | — | COMMON STOCK USD.1 | 63934E108 |
| — | CIGNA CORP | 244,970 | $20.51M | 0.3% | $83.73 | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| CLX | CLOROX COMPANY | 230,958 | $20.33M | 0.3% | $88.01 * | $60.63 | +3.9% | COMMON STOCK USD1. | 189054109 |
| — | JOY GLOBAL INC | 350,379 | $20.32M | 0.3% | $58.00 | $53.37 | — | COMMON STOCK USD1. | 481165108 |
| TXT | TEXTRON INC | 494,559 | $19.43M | 0.3% | $39.29 | $28.28 | +36.5% | COMMON STOCK USD.125 | 883203101 |
| — | ALLERGAN INC | 155,883 | $19.34M | 0.3% | $124.10 | $91.37 | — | COMMON STOCK USD.01 | 018490102 |
| — | ULTRA PETROLEUM CORP | 710,388 | $19.1M | 0.3% | $26.89 | $20.03 | — | COMMON STOCK NPV | 903914109 |
| NWL | NEWELL RUBBERMAID INC | 627,205 | $18.75M | 0.3% | $29.90 * | $16.87 | +14.1% | COMMON STOCK USD1. | 651229106 |
| NRG | NRG ENERGY INC | 581,238 | $18.48M | 0.3% | $31.80 * | $20.46 | +19.9% | COMMON STOCK USD.01 | 629377508 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 467,276 | $17.82M | 0.3% | $38.14 * | $21.84 | +15.5% | COMMON STOCK NPV | 744573106 |
| BK | BANK OF NEW YORK MELLON CORP | 499,508 | $17.63M | 0.3% | $35.29 * | $21.22 | +24.8% | COMMON STOCK USD.01 | 064058100 |
| BDX | BECTON DICKINSON AND CO | 138,097 | $16.17M | 0.3% | $117.08 * | $78.70 | +21.1% | COMMON STOCK USD1. | 075887109 |
| RS | RELIANCE STEEL + ALUMINUM | 227,848 | $16.1M | 0.3% | $70.66 | $69.31 | +2.0% | COMMON STOCK NPV | 759509102 |
| — | VIACOM INC CLASS B | 187,988 | $15.98M | 0.3% | $84.99 | $69.89 | — | COMMON STOCK USD.001 | 92553P201 |
| — | APACHE CORP | 191,633 | $15.9M | 0.3% | $82.95 | $83.83 | — | COMMON STOCK USD.625 | 037411105 |
| — | CBS CORP CLASS B NON VOTING | 239,923 | $14.83M | 0.2% | $61.80 | $49.45 | — | COMMON STOCK USD.001 | 124857202 |
| IP | INTERNATIONAL PAPER CO | 309,510 | $14.2M | 0.2% | $45.88 * | $26.70 | -1.3% | COMMON STOCK USD1. | 460146103 |
| AFL | AFLAC INC | 222,355 | $14.02M | 0.2% | $63.04 * | $20.35 | +17.2% | COMMON STOCK USD.1 | 001055102 |
| — | RAYTHEON COMPANY | 140,503 | $13.88M | 0.2% | $98.79 | $67.09 | — | COMMON STOCK USD.01 | 755111507 |
| WFC | WELLS FARGO + CO | 275,098 | $13.68M | 0.2% | $49.74 * | $27.36 | +30.7% | COMMON STOCK USD1.666 | 949746101 |
| — | LEVEL 3 COMMUNICATIONS INC | 344,822 | $13.5M | 0.2% | $39.14 | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| JBL | JABIL CIRCUIT INC | 744,726 | $13.4M | 0.2% | $18.00 * | $16.66 | -2.8% | COMMON STOCK USD.001 | 466313103 |
| — | ANNALY CAPITAL MANAGEMENT IN | 1,219,063 | $13.37M | 0.2% | $10.97 | $11.56 | — | REIT USD.01 | 035710409 |
| NOC | NORTHROP GRUMMAN CORP | 105,727 | $13.04M | 0.2% | $123.38 * | $75.52 | +34.3% | COMMON STOCK USD1. | 666807102 |
| — | GANNETT CO | 471,461 | $13.01M | 0.2% | $27.60 | $25.25 | — | COMMON STOCK USD1. | 364730101 |
| CL | COLGATE PALMOLIVE CO | 200,231 | $12.99M | 0.2% | $64.87 * | $48.00 | +2.9% | COMMON STOCK USD1. | 194162103 |
| TECK | TECK RESOURCES LTD CLS B | 594,032 | $12.88M | 0.2% | $21.68 | $25.96 | -16.5% | COMMON STOCK NPV | 878742204 |
| QCOM | QUALCOMM INC | 160,430 | $12.65M | 0.2% | $78.86 * | $52.01 | +9.1% | COMMON STOCK USD.0001 | 747525103 |
| AVT | AVNET INC | 255,129 | $11.87M | 0.2% | $46.53 * | $27.69 | +30.6% | COMMON STOCK USD1. | 053807103 |
| ACM | AECOM TECHNOLOGY CORP | 368,733 | $11.86M | 0.2% | $32.17 * | $29.16 | +6.1% | COMMON STOCK USD.01 | 00766T100 |
| — | FOOT LOCKER INC | 252,024 | $11.84M | 0.2% | $46.98 | $35.94 | — | COMMON STOCK USD.01 | 344849104 |
| SPY | SPDR S+P 500 ETF TRUST | 62,500 | $11.69M | 0.2% | $187.04 | $164.43 | +13.7% | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | DIRECTV | 148,924 | $11.38M | 0.2% | $76.42 | $61.73 | — | COMMON STOCK USD.01 | 25490A309 |
| — | WELLPOINT INC | 113,593 | $11.31M | 0.2% | $99.55 | $82.30 | — | COMMON STOCK USD.01 | 94973V107 |
| CVS | CVS CAREMARK CORP | 150,988 | $11.3M | 0.2% | $74.86 * | $41.64 | +30.2% | COMMON STOCK USD.01 | 126650100 |
| — | DELPHI AUTOMOTIVE PLC | 164,816 | $11.18M | 0.2% | $67.86 | $50.87 | — | COMMON STOCK USD.01 | G27823106 |
| AAL | AMERICAN AIRLINES GROUP INC | 295,119 | $10.8M | 0.2% | $36.60 * | $32.09 | +7.5% | COMMON STOCK | 02376R102 |
| — | GOOGLE INC CL A | 9,679 | $10.79M | 0.2% | $1114.47 | $884.73 | — | COMMON STOCK USD.001 | 38259P508 |
| — | DR PEPPER SNAPPLE GROUP INC | 194,769 | $10.61M | 0.2% | $54.46 | $48.20 | — | COMMON STOCK USD.01 | 26138E109 |
| WBS | WEBSTER FINANCIAL CORP | 340,516 | $10.58M | 0.2% | $31.06 | $24.74 | +25.5% | COMMON STOCK USD.01 | 947890109 |
| ENS | ENERSYS | 151,826 | $10.52M | 0.2% | $69.29 * | $41.85 | +47.4% | COMMON STOCK USD.01 | 29275Y102 |
| GM | GENERAL MOTORS CO | 301,742 | $10.39M | 0.2% | $34.42 * | $24.85 | +4.2% | COMMON STOCK USD.01 | 37045V100 |
| VAC | MARRIOTT VACATIONS WORLD | 175,367 | $9.805M | 0.2% | $55.91 | $44.02 | +27.0% | COMMON STOCK USD.01 | 57164Y107 |
| — | LAM RESEARCH CORP | 176,525 | $9.709M | 0.2% | $55.00 | $48.65 | — | COMMON STOCK USD.001 | 512807108 |
| — | AVON PRODUCTS INC | 662,437 | $9.698M | 0.2% | $14.64 | $20.89 | — | COMMON STOCK USD.25 | 054303102 |
| DAN | DANA HOLDING CORP | 416,258 | $9.686M | 0.2% | $23.27 * | $15.90 | +16.8% | COMMON STOCK USD.01 | 235825205 |
| CF | CF INDUSTRIES HOLDINGS INC | 37,057 | $9.659M | 0.2% | $260.65 * | $26.73 | +41.3% | COMMON STOCK USD.01 | 125269100 |
| OSK | OSHKOSH CORP | 160,974 | $9.477M | 0.2% | $58.87 * | $31.79 | +54.2% | COMMON STOCK USD.01 | 688239201 |
| — | WADDELL + REED FINANCIAL A | 127,133 | $9.36M | 0.2% | $73.62 | $55.04 | — | COMMON STOCK USD.01 | 930059100 |
| TSN | TYSON FOODS INC CL A | 209,244 | $9.209M | 0.1% | $44.01 * | $18.99 | +79.0% | COMMON STOCK USD.1 | 902494103 |
| — | HSN INC | 151,200 | $9.031M | 0.1% | $59.73 | $54.54 | — | COMMON STOCK USD.01 | 404303109 |
| INTC | INTEL CORP | 341,326 | $8.81M | 0.1% | $25.81 * | $17.18 | +12.8% | COMMON STOCK USD.001 | 458140100 |
| CDNS | CADENCE DESIGN SYS INC | 564,966 | $8.78M | 0.1% | $15.54 | $14.50 | +7.2% | COMMON STOCK USD.01 | 127387108 |
| KR | KROGER CO | 201,037 | $8.775M | 0.1% | $43.65 * | $13.91 | +25.7% | COMMON STOCK USD1. | 501044101 |
| TAP | MOLSON COORS BREWING CO B | 148,775 | $8.757M | 0.1% | $58.86 * | $37.59 | +17.9% | COMMON STOCK USD.01 | 60871R209 |
| URI | UNITED RENTALS INC | 90,061 | $8.55M | 0.1% | $94.94 * | $82.10 | +12.0% | COMMON STOCK USD.01 | 911363109 |
| CAT | CATERPILLAR INC | 85,586 | $8.505M | 0.1% | $99.37 * | $64.20 | +14.5% | COMMON STOCK USD1. | 149123101 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 131,805 | $8.106M | 0.1% | $61.50 | $56.57 | +8.7% | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| — | DOMTAR CORP | 71,024 | $7.97M | 0.1% | $112.22 | $96.40 | — | COMMON STOCK USD.01 | 257559203 |
| SWKS | SKYWORKS SOLUTIONS INC | 211,651 | $7.941M | 0.1% | $37.52 * | $18.47 | +62.3% | COMMON STOCK USD.25 | 83088M102 |
| DDS | DILLARDS INC CL A | 85,810 | $7.929M | 0.1% | $92.40 * | $60.33 | +13.6% | COMMON STOCK NPV | 254067101 |
| LYB | LYONDELLBASELL INDU CL A | 88,663 | $7.886M | 0.1% | $88.94 * | $33.58 | +43.5% | COMMON STOCK | N53745100 |
| ALK | ALASKA AIR GROUP INC | 84,409 | $7.876M | 0.1% | $93.31 * | $27.14 | +56.0% | COMMON STOCK USD1. | 011659109 |
| UHS | UNIVERSAL HEALTH SERVICES B | 95,758 | $7.859M | 0.1% | $82.07 * | $65.20 | +20.0% | COMMON STOCK USD.01 | 913903100 |
| WMT | WAL MART STORES INC | 101,888 | $7.787M | 0.1% | $76.43 * | $19.96 | +1.6% | COMMON STOCK USD.1 | 931142103 |
| — | MENTOR GRAPHICS CORP | 352,992 | $7.773M | 0.1% | $22.02 | $19.55 | — | COMMON STOCK NPV | 587200106 |
| — | US CONCRETE INC | 328,668 | $7.724M | 0.1% | $23.50 | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| — | L 3 COMMUNICATIONS HOLDINGS | 64,190 | $7.584M | 0.1% | $118.15 | $85.73 | — | COMMON STOCK USD.01 | 502424104 |
| LUV | SOUTHWEST AIRLINES CO | 315,854 | $7.457M | 0.1% | $23.61 * | $11.86 | +74.8% | COMMON STOCK USD1. | 844741108 |
| ARW | ARROW ELECTRONICS INC | 124,075 | $7.365M | 0.1% | $59.36 | $41.70 | +42.3% | COMMON STOCK USD1. | 042735100 |
| CMCSA | COMCAST CORP CLASS A | 145,273 | $7.267M | 0.1% | $50.02 * | $15.62 | +23.3% | COMMON STOCK USD.01 | 20030N101 |
| HD | HOME DEPOT INC | 91,699 | $7.256M | 0.1% | $79.13 * | $56.98 | +5.6% | COMMON STOCK USD.05 | 437076102 |
| JLL | JONES LANG LASALLE INC | 60,963 | $7.224M | 0.1% | $118.50 * | $90.35 | +27.0% | COMMON STOCK USD.01 | 48020Q107 |
| AGCO | AGCO CORP | 129,741 | $7.157M | 0.1% | $55.16 * | $42.82 | +1.5% | COMMON STOCK USD.01 | 001084102 |
| UTHR | UNITED THERAPEUTICS CORP | 75,865 | $7.134M | 0.1% | $94.04 | $64.42 | +46.0% | COMMON STOCK USD.01 | 91307C102 |
| VRSN | VERISIGN INC | 131,319 | $7.079M | 0.1% | $53.91 | $49.45 | +8.1% | COMMON STOCK USD.001 | 92343E102 |
| — | MRC GLOBAL INC | 262,165 | $7.068M | 0.1% | $26.96 | $27.97 | — | COMMON STOCK USD.01 | 55345K103 |
| ROK | ROCKWELL AUTOMATION INC | 56,640 | $7.055M | 0.1% | $124.56 * | $92.20 | +7.0% | COMMON STOCK USD1. | 773903109 |
| RMD | RESMED INC | 155,790 | $6.962M | 0.1% | $44.69 * | $40.26 | -4.8% | COMMON STOCK USD.004 | 761152107 |
| — | SANDERSON FARMS INC | 88,324 | $6.933M | 0.1% | $78.50 | $78.50 | — | COMMON STOCK USD1. | 800013104 |
| CAR | AVIS BUDGET GROUP INC | 142,161 | $6.923M | 0.1% | $48.70 * | $28.57 | +61.9% | COMMON STOCK USD.01 | 053774105 |
| GS | GOLDMAN SACHS GROUP INC | 42,090 | $6.896M | 0.1% | $163.84 * | $123.89 | +5.4% | COMMON STOCK USD.01 | 38141G104 |
| VLO | VALERO ENERGY CORP | 129,196 | $6.86M | 0.1% | $53.10 * | $24.68 | +38.1% | COMMON STOCK USD.01 | 91913Y100 |
| — | ALLIANT TECHSYSTEMS INC | 48,248 | $6.858M | 0.1% | $142.14 | $82.33 | — | COMMON STOCK USD.01 | 018804104 |
| — | ALLEGHANY CORP | 16,753 | $6.825M | 0.1% | $407.39 | $400.64 | — | COMMON STOCK USD1. | 017175100 |
| COP | CONOCOPHILLIPS | 96,794 | $6.809M | 0.1% | $70.35 * | $41.20 | +16.4% | COMMON STOCK USD.01 | 20825C104 |
| PHM | PULTEGROUP INC | 347,219 | $6.663M | 0.1% | $19.19 * | $15.23 | +8.7% | COMMON STOCK USD.01 | 745867101 |
| — | WYNDHAM WORLDWIDE CORP | 89,429 | $6.549M | 0.1% | $73.23 | $58.19 | — | COMMON STOCK USD.01 | 98310W108 |
| UGI | UGI CORP | 143,515 | $6.546M | 0.1% | $45.61 * | $26.46 | +14.9% | COMMON STOCK NPV | 902681105 |
| — | ICONIX BRAND GROUP INC | 163,623 | $6.425M | 0.1% | $39.27 | $29.41 | — | COMMON STOCK USD.001 | 451055107 |
| TRN | TRINITY INDUSTRIES INC | 88,446 | $6.374M | 0.1% | $72.07 * | $10.24 | +79.5% | COMMON STOCK USD1. | 896522109 |
| — | APOLLO EDUCATION GROUP INC | 185,127 | $6.339M | 0.1% | $34.24 | $18.57 | — | COMMON STOCK NPV | 037604105 |
| FDX | FEDEX CORP | 47,490 | $6.295M | 0.1% | $132.55 * | $86.24 | +30.4% | COMMON STOCK USD.1 | 31428X106 |
| — | DOW CHEMICAL CO/THE | 125,852 | $6.115M | 0.1% | $48.59 | $37.17 | — | COMMON STOCK USD2.5 | 260543103 |
| MA | MASTERCARD INC CLASS A | 81,511 | $6.089M | 0.1% | $74.70 * | $72.10 | -3.6% | COMMON STOCK USD.0001 | 57636Q104 |
| — | ENERGIZER HOLDINGS INC | 60,413 | $6.086M | 0.1% | $100.74 | $101.49 | — | COMMON STOCK USD.01 | 29266R108 |
| — | BROADCOM CORP CL A | 190,231 | $5.988M | 0.1% | $31.48 | $30.89 | — | COMMON STOCK USD.0001 | 111320107 |
| ETR | ENTERGY CORP | 88,783 | $5.935M | 0.1% | $66.85 * | $20.57 | +1.5% | COMMON STOCK USD.01 | 29364G103 |
| MUR | MURPHY OIL CORP | 93,443 | $5.874M | 0.1% | $62.86 * | $36.13 | +12.9% | COMMON STOCK USD1. | 626717102 |
| — | STARZ A | 181,128 | $5.847M | 0.1% | $32.28 | $28.34 | — | COMMON STOCK USD.01 | 85571Q102 |
| EXC | EXELON CORP | 173,845 | $5.834M | 0.1% | $33.56 * | $14.80 | +6.5% | COMMON STOCK NPV | 30161N101 |
| SYK | STRYKER CORP | 71,322 | $5.811M | 0.1% | $81.48 * | $66.39 | +6.9% | COMMON STOCK USD.1 | 863667101 |
| CNA | CNA FINANCIAL CORP | 135,818 | $5.802M | 0.1% | $42.72 * | $14.43 | +27.5% | COMMON STOCK USD2.5 | 126117100 |
| STLD | STEEL DYNAMICS INC | 325,767 | $5.795M | 0.1% | $17.79 * | $11.76 | +17.6% | COMMON STOCK USD.005 | 858119100 |
| — | ROCK TENN COMPANY CL A | 54,657 | $5.77M | 0.1% | $105.57 | $101.65 | — | COMMON STOCK USD.01 | 772739207 |
| — | AMERICAN CAMPUS COMMUNITIES | 154,158 | $5.758M | 0.1% | $37.35 | $37.35 | — | REIT USD.01 | 024835100 |
| — | COCA COLA ENTERPRISES | 120,385 | $5.75M | 0.1% | $47.76 | $35.23 | — | COMMON STOCK USD.01 | 19122T109 |
| CAG | CONAGRA FOODS INC | 185,193 | $5.747M | 0.1% | $31.03 * | $16.87 | -4.1% | COMMON STOCK USD5. | 205887102 |
| — | DYNEGY INC | 227,212 | $5.667M | 0.1% | $24.94 | $22.55 | — | COMMON STOCK USD.01 | 26817R108 |
| CAH | CARDINAL HEALTH INC | 80,798 | $5.654M | 0.1% | $69.98 * | $39.60 | +28.8% | COMMON STOCK NPV | 14149Y108 |
| AES | AES CORP | 386,299 | $5.516M | 0.1% | $14.28 * | $8.30 | +13.4% | COMMON STOCK USD.01 | 00130H105 |
| — | HOLLYFRONTIER CORP | 115,575 | $5.499M | 0.1% | $47.58 | $45.86 | — | COMMON STOCK USD.01 | 436106108 |
| — | URS CORP | 116,575 | $5.486M | 0.1% | $47.06 | $47.22 | — | COMMON STOCK USD.01 | 903236107 |
| — | FIRSTMERIT CORP | 262,751 | $5.473M | 0.1% | $20.83 | $20.31 | — | COMMON STOCK NPV | 337915102 |
| — | MANNKIND CORP | 5,680,000 | $5.375M | 0.1% | $0.95 | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| TGT | TARGET CORP | 88,643 | $5.364M | 0.1% | $60.51 * | $47.70 | -10.5% | COMMON STOCK USD.0833 | 87612E106 |
| — | OWENS ILLINOIS INC | 156,407 | $5.291M | 0.1% | $33.83 | $28.80 | — | COMMON STOCK USD.01 | 690768403 |
| FCX | FREEPORT MCMORAN COPPER W/I | 159,994 | $5.291M | 0.1% | $33.07 * | $24.45 | +15.8% | COMMON STOCK USD.1 | 35671D857 |
| — | CRANE CO | 74,271 | $5.284M | 0.1% | $71.14 | $71.14 | — | COMMON STOCK USD1. | 224399105 |
| AIZ | ASSURANT INC | 80,983 | $5.261M | 0.1% | $64.96 * | $38.43 | +34.2% | COMMON STOCK USD.01 | 04621X108 |
| — | BALLY TECHNOLOGIES INC | 79,282 | $5.254M | 0.1% | $66.27 | $66.27 | — | COMMON STOCK USD.1 | 05874B107 |
| PNW | PINNACLE WEST CAPITAL | 95,988 | $5.247M | 0.1% | $54.66 * | $34.33 | +0.3% | COMMON STOCK NPV | 723484101 |
| — | SALIX PHARMACEUTICALS LTD | 50,552 | $5.238M | 0.1% | $103.62 | $103.62 | — | COMMON STOCK USD.001 | 795435106 |
| SNPS | SYNOPSYS INC | 136,157 | $5.23M | 0.1% | $38.41 | $35.52 | +8.1% | COMMON STOCK USD.01 | 871607107 |
| EMN | EASTMAN CHEMICAL CO | 59,866 | $5.161M | 0.1% | $86.21 * | $51.93 | +15.7% | COMMON STOCK USD.01 | 277432100 |
| T | AT+T INC | 145,191 | $5.092M | 0.1% | $35.07 * | $11.40 | +0.6% | COMMON STOCK USD1. | 00206R102 |
| — | SL GREEN REALTY CORP | 50,545 | $5.086M | 0.1% | $100.62 | $97.73 | — | REIT USD.01 | 78440X101 |
| NSC | NORFOLK SOUTHERN CORP | 52,059 | $5.059M | 0.1% | $97.18 * | $57.67 | +30.0% | COMMON STOCK USD1. | 655844108 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 69,648 | $5.054M | 0.1% | $72.56 * | $42.34 | +13.5% | REIT USD.01 | 015271109 |
| — | TESORO CORP | 99,683 | $5.043M | 0.1% | $50.59 | $53.69 | — | COMMON STOCK USD.167 | 881609101 |
| XLP | CONSUMER STAPLES SELECT SECTOR | 116,986 | $5.037M | 0.1% | $43.06 | $42.00 | +2.5% | CONSUMER STAPLES SPDR | 81369Y308 |
| MD | MEDNAX INC | 80,287 | $4.976M | 0.1% | $61.98 | $51.55 | +20.2% | COMMON STOCK USD.01 | 58502B106 |
| UNP | UNION PACIFIC CORP | 26,491 | $4.971M | 0.1% | $187.65 * | $59.22 | +22.2% | COMMON STOCK USD2.5 | 907818108 |
| — | VALIDUS HOLDINGS LTD | 131,604 | $4.963M | 0.1% | $37.71 | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| CATY | CATHAY GENERAL BANCORP | 196,555 | $4.951M | 0.1% | $25.19 * | $17.79 | +0.9% | COMMON STOCK USD.01 | 149150104 |
| UHAL | AMERCO | 21,258 | $4.934M | 0.1% | $232.10 * | $19.45 | +19.4% | COMMON STOCK USD.25 | 023586100 |
| PEP | PEPSICO INC | 59,095 | $4.934M | 0.1% | $83.49 * | $56.00 | +4.9% | COMMON STOCK USD.017 | 713448108 |
| — | HARRIS CORP | 67,317 | $4.925M | 0.1% | $73.16 | $49.55 | — | COMMON STOCK USD1. | 413875105 |
| HP | HELMERICH + PAYNE | 45,253 | $4.867M | 0.1% | $107.55 | $66.13 | +62.7% | COMMON STOCK USD.1 | 423452101 |
| MCK | MCKESSON CORP | 27,510 | $4.857M | 0.1% | $176.55 * | $107.04 | +51.3% | COMMON STOCK USD.01 | 58155Q103 |
| TKR | TIMKEN CO | 82,604 | $4.855M | 0.1% | $58.77 * | $41.09 | +2.4% | COMMON STOCK NPV | 887389104 |
| GNRC | GENERAC HOLDINGS INC | 82,246 | $4.85M | 0.1% | $58.97 | $36.65 | +60.9% | COMMON STOCK USD.01 | 368736104 |
| ZD | J2 GLOBAL INC | 96,872 | $4.848M | 0.1% | $50.05 * | $34.95 | +24.5% | COMMON STOCK USD.01 | 48123V102 |
| — | IAC/INTERACTIVECORP | 67,894 | $4.847M | 0.1% | $71.39 | $47.56 | — | COMMON STOCK USD.001 | 44919P508 |
| — | ANADARKO PETROLEUM CORP | 57,057 | $4.836M | 0.1% | $84.76 | $88.87 | — | COMMON STOCK USD.1 | 032511107 |
| — | HANESBRANDS INC | 63,232 | $4.836M | 0.1% | $76.48 | $67.88 | — | COMMON STOCK USD.01 | 410345102 |
| — | THIRD POINT REINSURANCE LTD | 304,432 | $4.825M | 0.1% | $15.85 | $17.84 | — | COMMON STOCK USD.1 | G8827U100 |
| OHI | OMEGA HEALTHCARE INVESTORS | 137,920 | $4.623M | 0.1% | $33.52 | $31.02 | — | REIT USD.1 | 681936100 |
| — | MARVELL TECHNOLOGY GROUP LTD | 291,783 | $4.596M | 0.1% | $15.75 | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| TRV | TRAVELERS COS INC/THE | 54,001 | $4.595M | 0.1% | $85.09 * | $63.50 | +3.4% | COMMON STOCK NPV | 89417E109 |
| HAL | HALLIBURTON CO | 77,973 | $4.592M | 0.1% | $58.89 * | $41.71 | +13.3% | COMMON STOCK USD2.5 | 406216101 |
| EMR | EMERSON ELECTRIC CO | 67,756 | $4.526M | 0.1% | $66.80 * | $40.46 | +20.3% | COMMON STOCK USD.5 | 291011104 |
| — | DUKE REALTY CORP | 268,025 | $4.524M | 0.1% | $16.88 | $16.88 | — | REIT USD.01 | 264411505 |
| — | CR BARD INC | 30,566 | $4.523M | 0.1% | $147.97 | $134.18 | — | COMMON STOCK USD.25 | 067383109 |
| IBM | INTL BUSINESS MACHINES CORP | 23,434 | $4.511M | 0.1% | $192.50 * | $118.64 | -3.6% | COMMON STOCK USD.2 | 459200101 |
| — | TOWERS WATSON + CO CL A | 39,477 | $4.502M | 0.1% | $114.04 | $114.04 | — | COMMON STOCK USD.01 | 891894107 |
| CBT | CABOT CORP | 76,128 | $4.496M | 0.1% | $59.06 * | $30.22 | +48.0% | COMMON STOCK USD1. | 127055101 |
| — | ENSCO PLC CL A | 84,800 | $4.476M | 0.1% | $52.78 | $53.57 | — | COMMON STOCK USD.1 | G3157S106 |
| WTFC | WINTRUST FINANCIAL CORP | 91,861 | $4.47M | 0.1% | $48.66 | $44.44 | +9.5% | COMMON STOCK NPV | 97650W108 |
| ALB | ALBEMARLE CORP | 67,075 | $4.455M | 0.1% | $66.42 * | $52.08 | +7.3% | COMMON STOCK USD.01 | 012653101 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 113,010 | $4.427M | 0.1% | $39.17 * | $37.66 | -14.0% | COMMON STOCK USD.01 | 203668108 |
| — | HOSPITALITY PROPERTIES TRUST | 154,000 | $4.423M | 0.1% | $28.72 | $28.33 | — | REIT USD.01 | 44106M102 |
| F | FORD MOTOR CO | 281,903 | $4.398M | 0.1% | $15.60 * | $8.28 | +2.1% | COMMON STOCK USD.01 | 345370860 |
| RLJ | RLJ LODGING TRUST | 162,882 | $4.355M | 0.1% | $26.74 | $23.11 | — | REIT | 74965L101 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 100,793 | $4.31M | 0.1% | $42.76 | $43.44 | -1.6% | COMMON STOCK USD.0001 | 70959W103 |
| IT | GARTNER INC | 61,988 | $4.304M | 0.1% | $69.43 | $69.18 | +0.4% | COMMON STOCK USD.0005 | 366651107 |
| — | UNIT CORP | 65,443 | $4.279M | 0.1% | $65.39 | $42.58 | — | COMMON STOCK USD.2 | 909218109 |
| — | CHUBB CORP | 47,887 | $4.276M | 0.1% | $89.29 | $89.89 | — | COMMON STOCK USD1. | 171232101 |
| — | PETSMART INC | 60,800 | $4.189M | 0.1% | $68.90 | $68.90 | — | COMMON STOCK USD.0001 | 716768106 |
| WOR | WORTHINGTON INDUSTRIES | 108,851 | $4.164M | 0.1% | $38.25 * | $24.89 | -5.2% | COMMON STOCK NPV | 981811102 |
| PTC | PTC INC | 117,413 | $4.16M | 0.1% | $35.43 | $36.75 | -3.6% | COMMON STOCK USD.01 | 69370C100 |
| SPG | SIMON PROPERTY GROUP INC | 25,268 | $4.144M | 0.1% | $164.00 * | $86.77 | +1.1% | REIT USD.0001 | 828806109 |
| DE | DEERE + CO | 45,591 | $4.14M | 0.1% | $90.81 * | $69.50 | +5.3% | COMMON STOCK USD1. | 244199105 |
| AXP | AMERICAN EXPRESS CO | 45,850 | $4.128M | 0.1% | $90.03 * | $75.50 | +0.8% | COMMON STOCK USD.2 | 025816109 |
| — | DISCOVER FINANCIAL SERVICES | 70,241 | $4.087M | 0.1% | $58.19 | $48.23 | — | COMMON STOCK USD.01 | 254709108 |
| — | ALTISOURCE RESIDENTIAL CORP | 129,400 | $4.084M | 0.1% | $31.56 | $30.96 | — | REIT USD.01 | 02153W100 |
| — | OMNICARE INC | 67,853 | $4.049M | 0.1% | $59.67 | $47.71 | — | COMMON STOCK USD1. | 681904108 |
| HUN | HUNTSMAN CORP | 165,752 | $4.048M | 0.1% | $24.42 | $18.76 | +30.1% | COMMON STOCK USD.01 | 447011107 |
| PB | PROSPERITY BANCSHARES INC | 61,141 | $4.044M | 0.1% | $66.14 * | $34.46 | +39.7% | COMMON STOCK USD1. | 743606105 |
| PKG | PACKAGING CORP OF AMERICA | 57,000 | $4.011M | 0.1% | $70.37 * | $48.15 | +3.5% | COMMON STOCK USD.01 | 695156109 |
| WLY | WILEY (JOHN) + SONS CLASS A | 69,559 | $4.009M | 0.1% | $57.63 * | $27.09 | +51.5% | COMMON STOCK USD1. | 968223206 |
| — | CALPINE CORP | 190,863 | $3.991M | 0.1% | $20.91 | $20.71 | — | COMMON STOCK USD.001 | 131347304 |
| LOW | LOWE S COS INC | 81,511 | $3.986M | 0.1% | $48.90 * | $37.73 | +4.9% | COMMON STOCK USD.5 | 548661107 |
| ADM | ARCHER DANIELS MIDLAND CO | 91,699 | $3.979M | 0.1% | $43.39 * | $27.01 | +14.6% | COMMON STOCK NPV | 039483102 |
| V | VISA INC CLASS A SHARES | 18,340 | $3.959M | 0.1% | $215.87 * | $51.12 | -2.8% | COMMON STOCK USD.0001 | 92826C839 |
| INGR | INGREDION INC | 57,125 | $3.889M | 0.1% | $68.08 | $69.11 | -1.5% | COMMON STOCK USD.01 | 457187102 |
| KMB | KIMBERLY CLARK CORP | 35,167 | $3.877M | 0.1% | $110.25 * | $65.08 | +9.4% | COMMON STOCK USD1.25 | 494368103 |
| — | QUESTCOR PHARMACEUTICALS | 59,660 | $3.874M | 0.1% | $64.93 | $51.33 | — | COMMON STOCK NPV | 74835Y101 |
| EXR | EXTRA SPACE STORAGE INC | 79,233 | $3.844M | 0.1% | $48.52 * | $26.60 | +18.7% | REIT USD.01 | 30225T102 |
| — | HILL ROM HOLDINGS INC | 99,734 | $3.844M | 0.1% | $38.54 | $37.60 | — | COMMON STOCK NPV | 431475102 |
| — | GENERAL MOTORS CO WTS | 154,078 | $3.827M | 0.1% | $24.84 | $24.53 | — | CALL EXP 10JUL16 | 37045V118 |
| KLAC | KLA TENCOR CORPORATION | 55,329 | $3.825M | 0.1% | $69.13 * | $33.95 | +29.9% | COMMON STOCK USD.001 | 482480100 |
| AAP | ADVANCE AUTO PARTS INC | 30,161 | $3.815M | 0.1% | $126.49 * | $105.89 | +4.3% | COMMON STOCK USD.0001 | 00751Y106 |
| DHI | DR HORTON INC | 174,000 | $3.767M | 0.1% | $21.65 * | $19.87 | -4.2% | COMMON STOCK USD.01 | 23331A109 |
| WAB | WABTEC CORP | 48,313 | $3.744M | 0.1% | $77.49 * | $49.35 | +47.4% | COMMON STOCK USD.01 | 929740108 |
| — | COOPER COS INC/THE | 27,152 | $3.73M | 0.1% | $137.37 | $137.37 | — | COMMON STOCK USD.1 | 216648402 |
| CMC | COMMERCIAL METALS CO | 195,846 | $3.698M | 0.1% | $18.88 * | $15.03 | -2.8% | COMMON STOCK USD.01 | 201723103 |
| — | TECH DATA CORP | 60,442 | $3.685M | 0.1% | $60.97 | $55.55 | — | COMMON STOCK USD.0015 | 878237106 |
| ANDE | ANDERSONS INC/THE | 62,178 | $3.683M | 0.1% | $59.23 * | $36.58 | +27.9% | COMMON STOCK NPV | 034164103 |
| MAN | MANPOWERGROUP INC | 46,624 | $3.675M | 0.1% | $78.82 | $79.12 | -0.4% | COMMON STOCK USD.01 | 56418H100 |
| — | FIDELITY NATIONAL FINL A | 116,065 | $3.649M | 0.1% | $31.44 | $23.81 | — | COMMON STOCK USD.0001 | 31620R105 |
| EWBC | EAST WEST BANCORP INC | 99,900 | $3.646M | 0.1% | $36.50 * | $22.90 | +22.0% | COMMON STOCK USD.001 | 27579R104 |
| EPR | EPR PROPERTIES | 68,211 | $3.642M | 0.1% | $53.39 | $51.15 | — | REIT USD.01 | 26884U109 |
| HLF | HERBALIFE LTD | 62,600 | $3.585M | 0.1% | $57.27 * | $24.85 | +15.2% | COMMON STOCK USD.002 | G4412G101 |
| ALL | ALLSTATE CORP | 63,171 | $3.574M | 0.1% | $56.58 * | $37.12 | +18.4% | COMMON STOCK USD.01 | 020002101 |
| EAT | BRINKER INTERNATIONAL INC | 67,927 | $3.563M | 0.1% | $52.45 * | $41.38 | +5.2% | COMMON STOCK USD.1 | 109641100 |
| — | ALEXION PHARMACEUTICALS INC | 23,027 | $3.503M | 0.1% | $152.13 | $152.13 | — | COMMON STOCK USD.0001 | 015351109 |
| — | VERINT SYSTEMS INC | 73,899 | $3.468M | 0.1% | $46.93 | $37.05 | — | COMMON STOCK USD.001 | 92343X100 |
| CBRE | CBRE GROUP INC A | 124,309 | $3.41M | 0.1% | $27.43 | $23.33 | +17.6% | COMMON STOCK USD.01 | 12504L109 |
| — | RITE AID CORP | 539,445 | $3.382M | 0.1% | $6.27 | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 24,308 | $3.371M | 0.1% | $138.68 | $61.12 | +126.9% | COMMON STOCK USD.0001 | G50871105 |
| MAA | MID AMERICA APARTMENT COMM | 49,122 | $3.354M | 0.1% | $68.28 * | $43.05 | +4.3% | REIT USD.01 | 59522J103 |
| — | CAREFUSION CORP | 82,514 | $3.319M | 0.1% | $40.22 | $39.98 | — | COMMON STOCK USD.01 | 14170T101 |
| LLY | ELI LILLY + CO | 56,039 | $3.298M | 0.1% | $58.85 * | $41.70 | +13.1% | COMMON STOCK NPV | 532457108 |
| — | CIMAREX ENERGY CO | 27,458 | $3.271M | 0.1% | $119.13 | $96.41 | — | COMMON STOCK USD.01 | 171798101 |
| — | TIME WARNER CABLE | 23,842 | $3.271M | 0.1% | $137.19 | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| — | EXPRESS INC | 205,718 | $3.267M | 0.1% | $15.88 | $20.97 | — | COMMON STOCK | 30219E103 |
| TER | TERADYNE INC | 163,869 | $3.259M | 0.1% | $19.89 * | $15.29 | +19.7% | COMMON STOCK USD.125 | 880770102 |
| — | LIBERTY VENTURES SER A | 25,000 | $3.258M | 0.1% | $130.32 | $130.32 | — | COMMON STOCK | 53071M880 |
| EG | EVEREST RE GROUP LTD | 21,180 | $3.242M | 0.1% | $153.07 * | $99.45 | +20.2% | COMMON STOCK USD.01 | G3223R108 |
| TDC | TERADATA CORP | 64,742 | $3.185M | 0.1% | $49.20 | $45.08 | +9.1% | COMMON STOCK USD.01 | 88076W103 |
| — | MARATHON OIL CORP | 89,661 | $3.185M | 0.1% | $35.52 | $35.31 | — | COMMON STOCK USD1. | 565849106 |
| MPC | MARATHON PETROLEUM CORP | 36,442 | $3.172M | 0.1% | $87.04 * | $29.18 | +4.8% | COMMON STOCK | 56585A102 |
| — | CARRIZO OIL + GAS INC | 59,136 | $3.161M | 0.1% | $53.45 | $53.45 | — | COMMON STOCK USD.01 | 144577103 |
| — | ACTAVIS PLC | 15,302 | $3.15M | 0.1% | $205.86 | $181.37 | — | COMMON STOCK USD.0033 | G0083B108 |
| WKC | WORLD FUEL SERVICES CORP | 70,766 | $3.121M | 0.1% | $44.10 | $38.51 | +14.5% | COMMON STOCK USD.01 | 981475106 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 43,298 | $3.118M | 0.1% | $72.01 | $55.81 | +29.0% | COMMON STOCK NPV | 533900106 |
| — | XEROX CORP | 275,098 | $3.109M | 0.1% | $11.30 | $9.22 | — | COMMON STOCK USD1.0 | 984121103 |
| SNA | SNAP ON INC | 27,392 | $3.108M | 0.1% | $113.46 * | $79.24 | +10.0% | COMMON STOCK USD1. | 833034101 |
| — | TRIUMPH GROUP INC | 47,487 | $3.067M | 0.0% | $64.59 | $78.41 | — | COMMON STOCK USD.001 | 896818101 |
| — | GENERAL MOTORS CO WTS | 174,958 | $3.046M | 0.0% | $17.41 | $16.79 | — | CALL EXP 10JUL19 | 37045V126 |
| — | ACE LTD | 30,566 | $3.028M | 0.0% | $99.06 | $96.30 | — | COMMON STOCK CHF26.59 | H0023R105 |
| GAP | GAP INC/THE | 75,049 | $3.006M | 0.0% | $40.05 * | $26.21 | +2.3% | COMMON STOCK USD.05 | 364760108 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 86,605 | $2.992M | 0.0% | $34.55 * | $26.35 | +1.5% | COMMON STOCK NPV | 609207105 |
| WHR | WHIRLPOOL CORP | 19,970 | $2.985M | 0.0% | $149.47 | $144.75 | +3.3% | COMMON STOCK USD1. | 963320106 |
| UNM | UNUM GROUP | 83,039 | $2.932M | 0.0% | $35.31 | $27.85 | +26.8% | COMMON STOCK USD.1 | 91529Y106 |
| FFIV | F5 NETWORKS INC | 27,300 | $2.911M | 0.0% | $106.63 | $95.94 | +11.1% | COMMON STOCK NPV | 315616102 |
| CMA | COMERICA INC | 55,943 | $2.898M | 0.0% | $51.80 * | $26.85 | +26.8% | COMMON STOCK USD5. | 200340107 |
| AMGN | AMGEN INC | 23,434 | $2.89M | 0.0% | $123.33 * | $81.11 | +9.2% | COMMON STOCK USD.0001 | 031162100 |
| MS | MORGAN STANLEY | 92,670 | $2.889M | 0.0% | $31.18 * | $21.75 | +5.3% | COMMON STOCK USD.01 | 617446448 |
| — | NABORS INDUSTRIES LTD | 117,171 | $2.888M | 0.0% | $24.65 | $15.67 | — | COMMON STOCK USD.001 | G6359F103 |
| — | MYLAN INC | 58,460 | $2.855M | 0.0% | $48.84 | $31.03 | — | COMMON STOCK USD.5 | 628530107 |
| PEB | PEBBLEBROOK HOTEL TRUST | 84,363 | $2.849M | 0.0% | $33.77 | $25.85 | — | REIT USD.01 | 70509V100 |
| DLX | DELUXE CORP | 54,263 | $2.847M | 0.0% | $52.47 * | $23.94 | +41.2% | COMMON STOCK USD1. | 248019101 |
| NEE | NEXTERA ENERGY INC | 29,246 | $2.797M | 0.0% | $95.64 * | $14.16 | +24.0% | COMMON STOCK USD.01 | 65339F101 |
| KEY | KEYCORP | 195,428 | $2.783M | 0.0% | $14.24 * | $8.56 | +6.6% | COMMON STOCK USD1. | 493267108 |
| WT | WISDOMTREE INVESTMENTS INC | 211,618 | $2.776M | 0.0% | $13.12 | $14.91 | -12.0% | COMMON STOCK USD.01 | 97717P104 |
| VMI | VALMONT INDUSTRIES | 18,645 | $2.775M | 0.0% | $148.83 | $144.56 | +3.0% | COMMON STOCK USD1. | 920253101 |
| — | ROSETTA RESOURCES INC | 56,941 | $2.652M | 0.0% | $46.57 | $47.48 | — | COMMON STOCK USD.001 | 777779307 |
| KIM | KIMCO REALTY CORP | 120,638 | $2.64M | 0.0% | $21.88 * | $12.40 | +0.4% | REIT USD.01 | 49446R109 |
| GBX | GREENBRIER COMPANIES INC | 57,689 | $2.631M | 0.0% | $45.61 * | $17.07 | +96.2% | COMMON STOCK NPV | 393657101 |
| ENTG | ENTEGRIS INC | 215,709 | $2.612M | 0.0% | $12.11 * | $9.27 | +25.0% | COMMON STOCK USD.01 | 29362U104 |
| META | FACEBOOK INC A | 42,999 | $2.59M | 0.0% | $60.23 | $62.93 | -4.9% | COMMON STOCK USD.000006 | 30303M102 |
| AVA | AVISTA CORP | 83,614 | $2.563M | 0.0% | $30.65 * | $16.91 | +12.8% | COMMON STOCK NPV | 05379B107 |
| — | LASALLE HOTEL PROPERTIES | 81,710 | $2.558M | 0.0% | $31.31 | $29.78 | — | REIT USD.01 | 517942108 |
| — | CHESAPEAKE LODGING TRUST | 99,161 | $2.551M | 0.0% | $25.73 | $20.79 | — | REIT USD.01 | 165240102 |
| — | DUPONT FABROS TECHNOLOGY | 105,870 | $2.548M | 0.0% | $24.07 | $24.07 | — | REIT USD.001 | 26613Q106 |
| — | BPZ RESOURCES INC | 2,500,000 | $2.544M | 0.0% | $1.02 | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| DUK | DUKE ENERGY CORP | 35,661 | $2.54M | 0.0% | $71.23 * | $41.83 | +4.7% | COMMON STOCK USD.001 | 26441C204 |
| NTGR | NETGEAR INC | 75,075 | $2.532M | 0.0% | $33.73 * | $20.00 | +4.6% | COMMON STOCK USD.001 | 64111Q104 |
| SEE | SEALED AIR CORP | 76,416 | $2.512M | 0.0% | $32.87 * | $18.91 | +43.4% | COMMON STOCK USD.1 | 81211K100 |
| LFUS | LITTELFUSE INC | 26,664 | $2.497M | 0.0% | $93.65 | $70.35 | +33.1% | COMMON STOCK USD.01 | 537008104 |
| GLW | CORNING INC | 119,005 | $2.478M | 0.0% | $20.82 * | $10.49 | +46.4% | COMMON STOCK USD.5 | 219350105 |
| — | ADT CORP/THE | 82,529 | $2.472M | 0.0% | $29.95 | $39.85 | — | COMMON STOCK USD.01 | 00101J106 |
| MYGN | MYRIAD GENETICS INC | 72,100 | $2.465M | 0.0% | $34.19 | $25.81 | +32.5% | COMMON STOCK USD.01 | 62855J104 |
| — | ADVANCED SEMICONDUCTOR E ADR | 443,599 | $2.462M | 0.0% | $5.55 | $4.53 | — | ADR | 00756M404 |
| — | EXELIS INC | 129,378 | $2.459M | 0.0% | $19.01 | $13.79 | — | COMMON STOCK USD.01 | 30162A108 |
| — | NEENAH PAPER INC | 47,398 | $2.451M | 0.0% | $51.71 | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| — | SBA COMMUNICATIONS CORP CL A | 26,891 | $2.446M | 0.0% | $90.96 | $80.47 | — | COMMON STOCK USD.01 | 78388J106 |
| GILD | GILEAD SCIENCES INC | 34,438 | $2.44M | 0.0% | $70.85 * | $40.54 | +21.4% | COMMON STOCK USD.001 | 375558103 |
| — | EMC CORP/MA | 88,643 | $2.43M | 0.0% | $27.41 | $27.41 | — | COMMON STOCK USD.01 | 268648102 |
| CTAS | CINTAS CORP | 40,755 | $2.429M | 0.0% | $59.60 * | $11.77 | +10.4% | COMMON STOCK NPV | 172908105 |
| EIX | EDISON INTERNATIONAL | 42,775 | $2.421M | 0.0% | $56.60 * | $30.68 | +18.1% | COMMON STOCK NPV | 281020107 |
| PPL | PPL CORPORATION | 72,864 | $2.415M | 0.0% | $33.14 * | $16.36 | +11.8% | COMMON STOCK USD.01 | 69351T106 |
| WNC | WABASH NATIONAL CORP | 175,535 | $2.415M | 0.0% | $13.76 * | $8.33 | +37.3% | COMMON STOCK USD.01 | 929566107 |
| PSA | PUBLIC STORAGE | 14,264 | $2.403M | 0.0% | $168.47 * | $97.59 | +9.9% | REIT USD.1 | 74460D109 |
| — | CYBERONICS INC | 36,567 | $2.386M | 0.0% | $65.25 | $51.11 | — | COMMON STOCK USD.01 | 23251P102 |
| WAFD | WASHINGTON FEDERAL INC | 101,604 | $2.367M | 0.0% | $23.30 * | $12.90 | +28.7% | COMMON STOCK USD1. | 938824109 |
| — | OASIS PETROLEUM INC | 56,614 | $2.363M | 0.0% | $41.74 | $46.97 | — | COMMON STOCK USD.01 | 674215108 |
| — | TE CONNECTIVITY LTD | 38,718 | $2.331M | 0.0% | $60.20 | $56.58 | — | COMMON STOCK CHF.57 | H84989104 |
| SO | SOUTHERN CO/THE | 52,982 | $2.328M | 0.0% | $43.94 * | $26.74 | -0.5% | COMMON STOCK USD5. | 842587107 |
| GNW | GENWORTH FINANCIAL INC CL A | 131,184 | $2.326M | 0.0% | $17.73 | $16.05 | +10.5% | COMMON STOCK USD.001 | 37247D106 |
| AMG | AFFILIATED MANAGERS GROUP | 11,452 | $2.291M | 0.0% | $200.05 * | $175.44 | +10.4% | COMMON STOCK USD.01 | 008252108 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 291,770 | $2.287M | 0.0% | $7.84 | $5.66 | — | COMMON STOCK USD.01 | 518415104 |
| — | SIX FLAGS ENTERTAINMENT CORP | 56,700 | $2.277M | 0.0% | $40.16 | $40.16 | — | COMMON STOCK | 83001A102 |
| OII | OCEANEERING INTL INC | 31,524 | $2.265M | 0.0% | $71.85 | $72.00 | -0.2% | COMMON STOCK USD.25 | 675232102 |
| TTEK | TETRA TECH INC | 76,540 | $2.265M | 0.0% | $29.59 * | $5.31 | +11.5% | COMMON STOCK USD.01 | 88162G103 |
| GT | GOODYEAR TIRE + RUBBER CO | 86,605 | $2.263M | 0.0% | $26.13 | $20.02 | +30.5% | COMMON STOCK NPV | 382550101 |
| — | LEUCADIA NATIONAL CORP | 79,626 | $2.23M | 0.0% | $28.01 | $28.04 | — | COMMON STOCK USD1. | 527288104 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 55,496 | $2.221M | 0.0% | $40.02 * | $19.17 | +4.4% | COMMON STOCK USD.01 | 78467J100 |
| — | WALGREEN CO | 33,623 | $2.22M | 0.0% | $66.03 | $44.21 | — | COMMON STOCK USD.078125 | 931422109 |
| HCA | HCA HOLDINGS INC | 42,207 | $2.216M | 0.0% | $52.50 * | $36.08 | +35.2% | COMMON STOCK USD.01 | 40412C101 |
| — | PAREXEL INTERNATIONAL CORP | 40,948 | $2.215M | 0.0% | $54.09 | $45.94 | — | COMMON STOCK USD.01 | 699462107 |
| PII | POLARIS INDUSTRIES INC | 15,831 | $2.212M | 0.0% | $139.73 | $134.91 | +3.6% | COMMON STOCK USD.01 | 731068102 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 133,041 | $2.212M | 0.0% | $16.63 | $15.88 | — | REIT USD.01 | 03762U105 |
| NDAQ | NASDAQ OMX GROUP/THE | 59,638 | $2.203M | 0.0% | $36.94 * | $9.11 | +12.0% | COMMON STOCK USD.01 | 631103108 |
| NSIT | INSIGHT ENTERPRISES INC | 87,483 | $2.197M | 0.0% | $25.11 | $20.13 | +24.7% | COMMON STOCK USD.01 | 45765U103 |
| — | CORRECTIONS CORP OF AMERICA | 70,101 | $2.196M | 0.0% | $31.33 | $33.87 | — | REIT USD.01 | 22025Y407 |
| D | DOMINION RESOURCES INC/VA | 30,566 | $2.17M | 0.0% | $70.99 * | $34.53 | +25.4% | COMMON STOCK NPV | 25746U109 |
| — | HARMAN INTERNATIONAL | 20,378 | $2.168M | 0.0% | $106.39 | $106.39 | — | COMMON STOCK USD.01 | 413086109 |
| — | BASIC ENERGY SERVICES INC | 78,650 | $2.156M | 0.0% | $27.41 | $27.41 | — | COMMON STOCK USD.01 | 06985P100 |
| BIIB | BIOGEN IDEC INC | 7,023 | $2.148M | 0.0% | $305.85 | $224.69 | +36.1% | COMMON STOCK USD.0005 | 09062X103 |
| — | AXIALL CORP | 47,662 | $2.141M | 0.0% | $44.92 | $43.44 | — | COMMON STOCK USD.01 | 05463D100 |
| — | ACORDA THERAPEUTICS INC | 56,434 | $2.139M | 0.0% | $37.90 | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| FOSL | FOSSIL GROUP INC | 18,300 | $2.134M | 0.0% | $116.61 | $115.25 | +1.1% | COMMON STOCK USD.01 | 34988V106 |
| ALEX | ALEXANDER + BALDWIN INC | 50,000 | $2.128M | 0.0% | $42.56 | $42.56 | — | COMMON STOCK | 014491104 |
| ANIK | ANIKA THERAPEUTICS INC | 51,695 | $2.125M | 0.0% | $41.11 | $14.42 | +184.9% | COMMON STOCK USD.01 | 035255108 |
| FITB | FIFTH THIRD BANCORP | 91,699 | $2.104M | 0.0% | $22.94 * | $11.47 | +35.0% | COMMON STOCK NPV | 316773100 |
| SNX | SYNNEX CORP | 34,187 | $2.072M | 0.0% | $60.61 * | $16.65 | +60.7% | COMMON STOCK USD.001 | 87162W100 |
| HUM | HUMANA INC | 18,340 | $2.067M | 0.0% | $112.70 * | $71.14 | +44.4% | COMMON STOCK USD.166 | 444859102 |
| WD | WALKER + DUNLOP INC | 125,756 | $2.056M | 0.0% | $16.35 * | $13.94 | -3.9% | COMMON STOCK | 93148P102 |
| UNH | UNITEDHEALTH GROUP INC | 24,762 | $2.03M | 0.0% | $81.98 * | $53.11 | +27.8% | COMMON STOCK USD.01 | 91324P102 |
| — | STERIS CORP | 42,225 | $2.016M | 0.0% | $47.74 | $42.90 | — | COMMON STOCK NPV | 859152100 |
| — | NORTHEAST UTILITIES | 43,812 | $1.993M | 0.0% | $45.49 | $41.73 | — | COMMON STOCK USD5. | 664397106 |
| — | NORTHERN OIL AND GAS INC | 135,934 | $1.987M | 0.0% | $14.62 | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| — | SOHU.COM INC | 30,500 | $1.985M | 0.0% | $65.08 | $65.04 | — | COMMON STOCK USD.001 | 83408W103 |
| — | E TRADE FINANCIAL CORP | 85,724 | $1.973M | 0.0% | $23.02 | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| CBRL | CRACKER BARREL OLD COUNTRY | 19,948 | $1.94M | 0.0% | $97.25 * | $50.99 | +14.2% | COMMON STOCK USD.01 | 22410J106 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $1.92M | 0.0% | $0.96 | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 63,849 | $1.919M | 0.0% | $30.06 | $26.14 | +14.9% | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| PSEC | PROSPECT CAPITAL CORP | 175,500 | $1.895M | 0.0% | $10.80 * | $2.26 | +12.4% | COMMON STOCK USD.001 | 74348T102 |
| — | MICHAEL KORS HOLDINGS LTD | 20,300 | $1.893M | 0.0% | $93.25 | $93.25 | — | COMMON STOCK NPV | G60754101 |
| — | SPIRIT AIRLINES INC | 31,852 | $1.892M | 0.0% | $59.40 | $45.40 | — | COMMON STOCK USD.0001 | 848577102 |
| — | TOWER GROUP INTL LTD | 2,000,000 | $1.89M | 0.0% | $0.94 | $0.85 | — | SR UNSECURED 09/14 5 | 891777AC8 |
| — | HEALTHSOUTH CORP W/D | 52,584 | $1.889M | 0.0% | $35.92 | $29.29 | — | COMMON STOCK USD.01 | 421924309 |
| SRE | SEMPRA ENERGY | 19,359 | $1.873M | 0.0% | $96.75 * | $27.60 | +22.2% | COMMON STOCK NPV | 816851109 |
| AEP | AMERICAN ELECTRIC POWER | 36,808 | $1.865M | 0.0% | $50.67 * | $30.41 | +9.6% | COMMON STOCK USD6.5 | 025537101 |
| — | XL GROUP PLC | 59,095 | $1.847M | 0.0% | $31.25 | $30.32 | — | COMMON STOCK USD.01 | G98290102 |
| — | CARRIZO OIL + GAS INC | 2,000,000 | $1.84M | 0.0% | $0.92 | $1.00 | — | COMPANY GUAR 06/28 4.375 | 144577AA1 |
| — | UNILEVER PLC SPONSORED ADR | 42,917 | $1.836M | 0.0% | $42.78 | $40.45 | — | ADR | 904767704 |
| — | MEAD JOHNSON NUTRITION CO | 21,944 | $1.824M | 0.0% | $83.12 | $75.99 | — | COMMON STOCK USD.01 | 582839106 |
| — | OUTERWALL INC W/I | 25,019 | $1.814M | 0.0% | $72.50 | $49.99 | — | COMMON STOCK USD.001 | 690070107 |
| — | PICO HOLDINGS INC | 69,692 | $1.811M | 0.0% | $25.99 | $22.59 | — | COMMON STOCK USD.001 | 693366205 |
| COR | AMERISOURCEBERGEN CORP | 27,080 | $1.776M | 0.0% | $65.58 * | $49.28 | -3.3% | COMMON STOCK USD.01 | 03073E105 |
| HY | HYSTER YALE MATERIALS | 17,976 | $1.753M | 0.0% | $97.52 * | $65.22 | +12.4% | COMMON STOCK USD.01 | 449172105 |
| — | DELEK US HOLDINGS INC | 60,034 | $1.743M | 0.0% | $29.03 | $28.78 | — | COMMON STOCK USD.01 | 246647101 |
| CVLT | COMMVAULT SYSTEMS INC | 26,824 | $1.742M | 0.0% | $64.94 | $77.46 | -16.2% | COMMON STOCK USD.01 | 204166102 |
| — | OMNIVISION TECHNOLOGIES INC | 98,244 | $1.739M | 0.0% | $17.70 | $17.88 | — | COMMON STOCK USD.001 | 682128103 |
| STC | STEWART INFORMATION SERVICES | 49,374 | $1.735M | 0.0% | $35.14 | $28.01 | +25.4% | COMMON STOCK USD1. | 860372101 |
| — | SELECT INCOME REIT | 57,204 | $1.732M | 0.0% | $30.28 | $27.26 | — | REIT USD.01 | 81618T100 |
| LEA | LEAR CORP | 20,591 | $1.724M | 0.0% | $83.73 * | $46.85 | +46.4% | COMMON STOCK USD.01 | 521865204 |
| — | PIER 1 IMPORTS INC | 91,070 | $1.719M | 0.0% | $18.88 | $22.43 | — | COMMON STOCK USD.001 | 720279108 |
| — | ELECTRONICS FOR IMAGING | 39,700 | $1.719M | 0.0% | $43.30 | $43.30 | — | COMMON STOCK USD.01 | 286082102 |
| TROW | T ROWE PRICE GROUP INC | 20,700 | $1.705M | 0.0% | $82.37 * | $52.57 | +2.0% | COMMON STOCK USD.2 | 74144T108 |
| FDP | FRESH DEL MONTE PRODUCE INC | 61,704 | $1.701M | 0.0% | $27.57 * | $23.15 | -4.2% | COMMON STOCK USD.01 | G36738105 |
| — | AVAGO TECHNOLOGIES LTD | 26,379 | $1.699M | 0.0% | $64.41 | $38.54 | — | COMMON STOCK | Y0486S104 |
| — | CHINA MOBILE LTD SPON ADR | 37,269 | $1.699M | 0.0% | $45.59 | $51.78 | — | ADR | 16941M109 |
| — | RETAIL OPPORTUNITY INVESTMEN | 113,593 | $1.697M | 0.0% | $14.94 | $13.82 | — | REIT USD.0001 | 76131N101 |
| KFY | KORN/FERRY INTERNATIONAL | 56,863 | $1.693M | 0.0% | $29.77 * | $22.02 | +15.8% | COMMON STOCK USD.01 | 500643200 |
| — | RYLAND GROUP INC/THE | 42,271 | $1.688M | 0.0% | $39.93 | $40.54 | — | COMMON STOCK USD1. | 783764103 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $1.683M | 0.0% | $73.44 | $73.44 | — | REIT USD.01 | 84610H108 |
| AMP | AMERIPRISE FINANCIAL INC | 15,283 | $1.682M | 0.0% | $110.06 * | $80.05 | +7.3% | COMMON STOCK USD.01 | 03076C106 |
| EOG | EOG RESOURCES INC | 8,559 | $1.679M | 0.0% | $196.17 * | $64.81 | +10.2% | COMMON STOCK USD.01 | 26875P101 |
| GME | GAMESTOP CORP CLASS A | 40,755 | $1.675M | 0.0% | $41.10 * | $6.27 | +19.1% | COMMON STOCK USD.001 | 36467W109 |
| IDA | IDACORP INC | 29,904 | $1.659M | 0.0% | $55.48 | $53.58 | +3.5% | COMMON STOCK NPV | 451107106 |
| — | ISHARES MSCI TAIWAN ETF | 114,988 | $1.654M | 0.0% | $14.38 | $13.34 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| FIS | FIDELITY NATIONAL INFORMATIO | 30,688 | $1.64M | 0.0% | $53.44 * | $34.36 | +27.3% | COMMON STOCK USD.01 | 31620M106 |
| HVT | HAVERTY FURNITURE | 55,219 | $1.64M | 0.0% | $29.70 | $27.59 | +7.6% | COMMON STOCK USD1. | 419596101 |
| — | ALCOA INC | 127,360 | $1.639M | 0.0% | $12.87 | $10.11 | — | COMMON STOCK USD1. | 013817101 |
| LKQ | LKQ CORP | 61,018 | $1.608M | 0.0% | $26.35 * | $27.33 | -13.4% | COMMON STOCK USD.01 | 501889208 |
| MLKN | HERMAN MILLER INC | 49,996 | $1.606M | 0.0% | $32.12 * | $21.68 | +12.1% | COMMON STOCK USD.2 | 600544100 |
| PCG | P G + E CORP | 37,041 | $1.6M | 0.0% | $43.20 * | $38.84 | -2.3% | COMMON STOCK NPV | 69331C108 |
| UFCS | UNITED FIRE GROUP INC | 52,510 | $1.594M | 0.0% | $30.36 | $27.80 | +9.2% | COMMON STOCK USD.001 | 910340108 |
| CRUS | CIRRUS LOGIC INC | 79,142 | $1.573M | 0.0% | $19.88 | $20.66 | -3.8% | COMMON STOCK USD.001 | 172755100 |
| — | STAPLES INC | 138,361 | $1.569M | 0.0% | $11.34 | $15.70 | — | COMMON STOCK USD.0006 | 855030102 |
| MANH | MANHATTAN ASSOCIATES INC | 44,724 | $1.567M | 0.0% | $35.04 | $30.70 | +14.1% | COMMON STOCK USD.01 | 562750109 |
| — | ANIXTER INTERNATIONAL INC | 15,365 | $1.56M | 0.0% | $101.53 | $95.46 | — | COMMON STOCK USD1. | 035290105 |
| — | BBCN BANCORP INC | 90,817 | $1.557M | 0.0% | $17.14 | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| — | WESTERN REFINING INC | 40,239 | $1.553M | 0.0% | $38.59 | $32.33 | — | COMMON STOCK USD.01 | 959319104 |
| POR | PORTLAND GENERAL ELECTRIC CO | 47,054 | $1.522M | 0.0% | $32.35 * | $20.00 | +5.9% | COMMON STOCK NPV | 736508847 |
| — | PROVIDENCE SERVICE CORP | 1,500,000 | $1.508M | 0.0% | $1.01 | $1.01 | — | SR SUB NOTES 05/14 6.5 | 743815AB8 |
| — | AVG TECHNOLOGIES | 71,487 | $1.498M | 0.0% | $20.95 | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | TIBCO SOFTWARE INC | 72,879 | $1.481M | 0.0% | $20.32 | $22.27 | — | COMMON STOCK USD.001 | 88632Q103 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 55,206 | $1.479M | 0.0% | $26.79 * | $17.84 | +36.9% | COMMON STOCK USD.01 | 199333105 |
| GIS | GENERAL MILLS INC | 28,529 | $1.478M | 0.0% | $51.81 * | $32.11 | +7.5% | COMMON STOCK USD.1 | 370334104 |
| — | AMERICAN AIRLINES GROUP | 53,425 | $1.475M | 0.0% | $27.61 | $27.61 | — | PREFERRED STOCK 6.25 | 02376R409 |
| ABBV | ABBVIE INC | 28,529 | $1.466M | 0.0% | $51.39 * | $27.59 | +16.2% | COMMON STOCK USD.01 | 00287Y109 |
| PLXS | PLEXUS CORP | 36,046 | $1.444M | 0.0% | $40.06 | $27.78 | +44.2% | COMMON STOCK USD.01 | 729132100 |
| LAD | LITHIA MOTORS INC CL A | 21,573 | $1.434M | 0.0% | $66.47 | $59.33 | +12.0% | COMMON STOCK NPV | 536797103 |
| MKSI | MKS INSTRUMENTS INC | 47,295 | $1.414M | 0.0% | $29.90 * | $26.46 | -0.0% | COMMON STOCK NPV | 55306N104 |
| — | SUSQUEHANNA BANCSHARES INC | 123,548 | $1.407M | 0.0% | $11.39 | $12.85 | — | COMMON STOCK USD2. | 869099101 |
| BA | BOEING CO/THE | 11,208 | $1.406M | 0.0% | $125.45 * | $88.95 | +21.3% | COMMON STOCK USD5. | 097023105 |
| — | CLECO CORPORATION | 27,743 | $1.403M | 0.0% | $50.57 | $50.57 | — | COMMON STOCK USD1. | 12561W105 |
| — | NOBLE CORP PLC | 42,793 | $1.401M | 0.0% | $32.74 | $32.74 | — | COMMON STOCK USD.01 | G65431101 |
| HSIC | HENRY SCHEIN INC | 11,598 | $1.384M | 0.0% | $119.33 * | $42.39 | +10.4% | COMMON STOCK USD.01 | 806407102 |
| TRMB | TRIMBLE NAVIGATION LTD | 35,010 | $1.361M | 0.0% | $38.87 | $35.99 | +8.0% | COMMON STOCK NPV | 896239100 |
| — | CHEMICAL FINANCIAL CORP | 41,850 | $1.358M | 0.0% | $32.45 | $31.66 | — | COMMON STOCK USD1. | 163731102 |
| NPKI | NEWPARK RESOURCES INC | 117,816 | $1.349M | 0.0% | $11.45 | $10.36 | +10.5% | COMMON STOCK USD.01 | 651718504 |
| — | CUBIST PHARMACEUTICALS INC | 18,444 | $1.349M | 0.0% | $73.14 | $50.01 | — | COMMON STOCK USD.001 | 229678107 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 10,698 | $1.337M | 0.0% | $124.98 | $110.02 | +13.6% | COMMON STOCK USD.0033 | 084670702 |
| EXPE | EXPEDIA INC | 18,340 | $1.33M | 0.0% | $72.52 * | $50.52 | +34.4% | COMMON STOCK USD.001 | 30212P303 |
| NNBR | NN INC | 67,409 | $1.328M | 0.0% | $19.70 * | $12.13 | +47.7% | COMMON STOCK USD.01 | 629337106 |
| — | MB FINANCIAL INC | 42,453 | $1.314M | 0.0% | $30.95 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | PLANTRONICS INC | 29,392 | $1.306M | 0.0% | $44.43 | $43.93 | — | COMMON STOCK USD.01 | 727493108 |
| DAR | DARLING INTERNATIONAL INC | 65,023 | $1.302M | 0.0% | $20.02 | $18.50 | +8.2% | COMMON STOCK USD.01 | 237266101 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 19,497 | $1.29M | 0.0% | $66.16 | $83.42 | -20.7% | COMMON STOCK USD.01 | 37364X109 |
| — | CALAMP CORP | 46,260 | $1.289M | 0.0% | $27.86 | $27.97 | — | COMMON STOCK USD.01 | 128126109 |
| MKTX | MARKETAXESS HOLDINGS INC | 21,406 | $1.268M | 0.0% | $59.24 * | $38.12 | +39.0% | COMMON STOCK USD.003 | 57060D108 |
| — | NATIONSTAR MORTGAGE HOLDINGS | 39,064 | $1.268M | 0.0% | $32.46 | $37.44 | — | COMMON STOCK USD.01 | 63861C109 |
| — | PERFICIENT INC | 69,540 | $1.26M | 0.0% | $18.12 | $18.36 | — | COMMON STOCK USD.001 | 71375U101 |
| — | RPX CORP | 77,401 | $1.26M | 0.0% | $16.28 | $16.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| NOK | NOKIA CORP SPON ADR | 171,591 | $1.259M | 0.0% | $7.34 | $5.25 | +39.7% | ADR | 654902204 |
| — | UNITED STATIONERS INC | 30,453 | $1.251M | 0.0% | $41.08 | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| — | SYMANTEC CORP | 62,591 | $1.25M | 0.0% | $19.97 | $23.12 | — | COMMON STOCK USD.01 | 871503108 |
| KAI | KADANT INC | 34,170 | $1.246M | 0.0% | $36.46 * | $33.91 | -3.7% | COMMON STOCK USD.01 | 48282T104 |
| — | MANITEX INTERNATIONAL INC | 76,380 | $1.245M | 0.0% | $16.30 | $13.84 | — | COMMON STOCK NPV | 563420108 |
| PBYI | PUMA BIOTECHNOLOGY INC | 11,917 | $1.241M | 0.0% | $104.14 | $117.54 | -11.4% | COMMON STOCK USD.0001 | 74587V107 |
| — | SANDISK CORP | 15,283 | $1.241M | 0.0% | $81.20 | $70.54 | — | COMMON STOCK USD.001 | 80004C101 |
| — | VALSPAR CORP | 17,119 | $1.235M | 0.0% | $72.14 | $65.12 | — | COMMON STOCK USD.5 | 920355104 |
| — | HAWAIIAN HOLDINGS INC | 88,413 | $1.234M | 0.0% | $13.96 | $9.63 | — | COMMON STOCK USD.01 | 419879101 |
| — | CHIQUITA BRANDS INTL | 1,210,000 | $1.231M | 0.0% | $1.02 | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| — | ISIS PHARMACEUTICALS INC | 28,237 | $1.22M | 0.0% | $43.21 | $39.84 | — | COMMON STOCK USD.001 | 464330109 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 92,628 | $1.218M | 0.0% | $13.15 | $10.56 | +24.5% | COMMON STOCK USD.001 | 90385V107 |
| — | KINDRED HEALTHCARE INC | 51,700 | $1.211M | 0.0% | $23.42 | $13.13 | — | COMMON STOCK USD.25 | 494580103 |
| — | QIAGEN N.V. | 57,144 | $1.205M | 0.0% | $21.09 | $23.82 | — | COMMON STOCK EUR.01 | N72482107 |
| — | GOVERNMENT PROPERTIES INCOME | 47,717 | $1.202M | 0.0% | $25.19 | $25.22 | — | REIT USD.01 | 38376A103 |
| AIT | APPLIED INDUSTRIAL TECH INC | 24,865 | $1.199M | 0.0% | $48.22 * | $40.21 | -1.5% | COMMON STOCK NPV | 03820C105 |
| MCRI | MONARCH CASINO + RESORT INC | 64,684 | $1.199M | 0.0% | $18.54 | $13.55 | +36.8% | COMMON STOCK USD.01 | 609027107 |
| VOD | VODAFONE GROUP PLC SP ADR | 32,536 | $1.198M | 0.0% | $36.82 | $38.55 | -4.5% | ADR | 92857W308 |
| — | SELECT COMFORT CORPORATION | 65,457 | $1.183M | 0.0% | $18.07 | $24.62 | — | COMMON STOCK USD.01 | 81616X103 |
| LPX | LOUISIANA PACIFIC CORP | 69,434 | $1.171M | 0.0% | $16.86 | $17.62 | -4.2% | COMMON STOCK USD1. | 546347105 |
| — | ANN INC | 28,163 | $1.168M | 0.0% | $41.47 | $36.55 | — | COMMON STOCK USD.0068 | 035623107 |
| — | GREATBATCH INC | 25,280 | $1.161M | 0.0% | $45.93 | $33.08 | — | COMMON STOCK USD.001 | 39153L106 |
| — | VALE SA SP PREF ADR | 93,226 | $1.161M | 0.0% | $12.45 | $12.20 | — | ADR NPV | 91912E204 |
| DVN | DEVON ENERGY CORPORATION | 17,321 | $1.159M | 0.0% | $66.91 * | $41.69 | +8.1% | COMMON STOCK USD.1 | 25179M103 |
| LTC | LTC PROPERTIES INC | 30,782 | $1.158M | 0.0% | $37.62 | $37.04 | — | REIT USD.01 | 502175102 |
| — | WEB.COM GROUP INC | 33,570 | $1.142M | 0.0% | $34.02 | $34.02 | — | COMMON STOCK USD.001 | 94733A104 |
| — | CEPHEID INC | 21,999 | $1.135M | 0.0% | $51.59 | $37.92 | — | COMMON STOCK NPV | 15670R107 |
| — | ISHARES MSCI RUSSIA CAPPED ETF | 60,852 | $1.123M | 0.0% | $18.45 | $18.45 | — | ISHARES MSCI RUSSIA CAPPED E | 46429B705 |
| FIX | COMFORT SYSTEMS USA INC | 73,360 | $1.118M | 0.0% | $15.24 * | $15.60 | -10.5% | COMMON STOCK USD.01 | 199908104 |
| ORA | ORMAT TECHNOLOGIES INC | 37,225 | $1.117M | 0.0% | $30.01 * | $22.73 | +21.2% | COMMON STOCK USD.001 | 686688102 |
| PLUS | EPLUS INC | 20,000 | $1.115M | 0.0% | $55.75 * | $14.07 | -0.9% | COMMON STOCK USD.01 | 294268107 |
| NUS | NU SKIN ENTERPRISES INC A | 13,454 | $1.115M | 0.0% | $82.87 * | $59.94 | -5.6% | COMMON STOCK USD.001 | 67018T105 |
| CNMD | CONMED CORP | 25,311 | $1.1M | 0.0% | $43.46 * | $29.54 | +28.0% | COMMON STOCK USD.01 | 207410101 |
| — | ROVI CORP | 47,967 | $1.093M | 0.0% | $22.79 | $22.79 | — | COMMON STOCK USD.001 | 779376102 |
| ALG | ALAMO GROUP INC | 20,000 | $1.087M | 0.0% | $54.35 * | $50.61 | +0.7% | COMMON STOCK USD.1 | 011311107 |
| — | TESSCO TECHNOLOGIES INC | 29,040 | $1.085M | 0.0% | $37.36 | $26.40 | — | COMMON STOCK USD.01 | 872386107 |
| PLD | PROLOGIS INC | 26,491 | $1.082M | 0.0% | $40.84 * | $27.64 | +4.2% | REIT USD.01 | 74340W103 |
| ERIC | ERICSSON (LM) TEL SP ADR | 80,995 | $1.08M | 0.0% | $13.33 | $12.16 | +9.6% | ADR | 294821608 |
| SXT | SENSIENT TECHNOLOGIES CORP | 19,089 | $1.077M | 0.0% | $56.42 | $51.45 | +9.6% | COMMON STOCK USD.1 | 81725T100 |
| DTE | DTE ENERGY COMPANY | 14,264 | $1.06M | 0.0% | $74.31 * | $38.29 | +11.4% | COMMON STOCK NPV | 233331107 |
| — | VOXX INTERNATIONAL CORP | 77,107 | $1.055M | 0.0% | $13.68 | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 23,899 | $1.05M | 0.0% | $43.93 | $34.25 | +28.3% | ADR | 824596100 |
| FF | FUTUREFUEL CORP | 51,600 | $1.047M | 0.0% | $20.29 * | $4.57 | +21.2% | COMMON STOCK USD.0001 | 36116M106 |
| UAL | UNITED CONTINENTAL HOLDINGS | 23,260 | $1.038M | 0.0% | $44.63 | $44.98 | -0.8% | COMMON STOCK USD.01 | 910047109 |
| — | HMS HOLDINGS CORP | 54,200 | $1.033M | 0.0% | $19.06 | $19.06 | — | COMMON STOCK USD.01 | 40425J101 |
| LNC | LINCOLN NATIONAL CORP | 20,378 | $1.033M | 0.0% | $50.69 * | $31.80 | +6.1% | COMMON STOCK NPV | 534187109 |
| — | CAI INTERNATIONAL INC | 41,249 | $1.018M | 0.0% | $24.68 | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | OMEGA PROTEIN CORP | 83,852 | $1.012M | 0.0% | $12.07 | $9.26 | — | COMMON STOCK USD.01 | 68210P107 |
| — | PETROCHINA CO LTD ADR | 9,293 | $1.008M | 0.0% | $108.47 | $110.19 | — | ADR | 71646E100 |
| IFF | INTL FLAVORS + FRAGRANCES | 10,494 | $1.004M | 0.0% | $95.67 * | $68.06 | +6.8% | COMMON STOCK USD.125 | 459506101 |
| CMI | CUMMINS INC | 6,725 | $1.002M | 0.0% | $149.00 * | $96.30 | +13.0% | COMMON STOCK USD2.5 | 231021106 |
| — | LEGG MASON INC | 20,378 | $999K | 0.0% | $49.02 | $43.48 | — | COMMON STOCK USD.1 | 524901105 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 17,137 | $992K | 0.0% | $57.89 | $57.89 | — | COMMON STOCK USD.01 | 73640Q105 |
| AMAT | APPLIED MATERIALS INC | 48,602 | $992K | 0.0% | $20.41 * | $13.36 | +31.4% | COMMON STOCK USD.01 | 038222105 |
| — | SPX CORP | 9,947 | $978K | 0.0% | $98.32 | $99.63 | — | COMMON STOCK USD10. | 784635104 |
| — | CROWN CASTLE INTL CORP | 13,245 | $977K | 0.0% | $73.76 | $72.40 | — | REIT USD.01 | 228227104 |
| KSS | KOHLS CORP | 16,710 | $949K | 0.0% | $56.79 | $50.49 | +12.5% | COMMON STOCK USD.01 | 500255104 |
| — | CHIPMOS TECHNOLOGIES BERMUDA | 42,715 | $942K | 0.0% | $22.05 | $19.24 | — | COMMON STOCK USD.01 | G2110R114 |
| FLR | FLUOR CORP | 12,122 | $942K | 0.0% | $77.71 * | $57.29 | +20.7% | COMMON STOCK USD.01 | 343412102 |
| HTLD | HEARTLAND EXPRESS INC | 41,281 | $937K | 0.0% | $22.70 | $20.91 | +8.5% | COMMON STOCK USD.01 | 422347104 |
| — | ROCKWELL COLLINS INC | 11,694 | $932K | 0.0% | $79.70 | $63.40 | — | COMMON STOCK USD.01 | 774341101 |
| — | COLONY FINANCIAL INC | 42,472 | $932K | 0.0% | $21.94 | $21.17 | — | REIT USD.01 | 19624R106 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 9,058 | $926K | 0.0% | $102.23 * | $44.90 | +84.3% | COMMON STOCK USD.01 | 446413106 |
| — | EMC INS GROUP INC | 25,870 | $919K | 0.0% | $35.52 | $35.52 | — | COMMON STOCK USD1. | 268664109 |
| KELYA | KELLY SERVICES INC A | 38,532 | $914K | 0.0% | $23.72 * | $14.88 | +36.7% | COMMON STOCK USD1. | 488152208 |
| TPC | TUTOR PERINI CORP | 31,894 | $914K | 0.0% | $28.66 | $20.30 | +41.2% | COMMON STOCK USD1. | 901109108 |
| — | SINCLAIR BROADCAST GROUP A | 33,621 | $911K | 0.0% | $27.10 | $35.73 | — | COMMON STOCK USD.01 | 829226109 |
| — | SAGENT PHARMACEUTICALS INC | 38,602 | $902K | 0.0% | $23.37 | $20.40 | — | COMMON STOCK USD.01 | 786692103 |
| — | TREE.COM INC | 28,888 | $897K | 0.0% | $31.05 | $26.25 | — | COMMON STOCK USD.01 | 894675107 |
| IDCC | INTERDIGITAL INC | 26,988 | $894K | 0.0% | $33.13 | $41.81 | -20.8% | COMMON STOCK USD.01 | 45867G101 |
| KW | KENNEDY WILSON HOLDINGS INC | 39,400 | $887K | 0.0% | $22.51 | $20.10 | +12.0% | COMMON STOCK USD.0001 | 489398107 |
| — | JOHNSON CONTROLS INC | 18,706 | $885K | 0.0% | $47.31 | $35.78 | — | COMMON STOCK USD.01388 | 478366107 |
| EZPW | EZCORP INC CL A | 81,026 | $874K | 0.0% | $10.79 | $18.73 | -42.4% | COMMON STOCK USD.01 | 302301106 |
| RRX | REGAL BELOIT CORP | 11,846 | $861K | 0.0% | $72.68 | $69.87 | +4.1% | COMMON STOCK USD.01 | 758750103 |
| — | AOL INC | 19,669 | $861K | 0.0% | $43.77 | $46.61 | — | COMMON STOCK USD.01 | 00184X105 |
| — | FORWARD AIR CORPORATION | 18,527 | $854K | 0.0% | $46.09 | $46.09 | — | COMMON STOCK USD.01 | 349853101 |
| PH | PARKER HANNIFIN CORP | 7,121 | $852K | 0.0% | $119.65 * | $75.97 | +29.6% | COMMON STOCK USD.5 | 701094104 |
| MCHP | MICROCHIP TECHNOLOGY INC | 17,519 | $837K | 0.0% | $47.78 * | $14.85 | +25.6% | COMMON STOCK USD.001 | 595017104 |
| — | WABCO HOLDINGS INC | 7,771 | $820K | 0.0% | $105.52 | $74.64 | — | COMMON STOCK USD.01 | 92927K102 |
| — | LINEAR TECHNOLOGY CORP | 16,815 | $819K | 0.0% | $48.71 | $40.61 | — | COMMON STOCK USD.001 | 535678106 |
| — | FIDELITY SOUTHERN CORP | 57,555 | $804K | 0.0% | $13.97 | $16.61 | — | COMMON STOCK NPV | 316394105 |
| — | CHIMERIX INC | 31,111 | $798K | 0.0% | $25.65 | $25.65 | — | COMMON STOCK | 16934W106 |
| — | ALON USA ENERGY INC | 53,155 | $794K | 0.0% | $14.94 | $14.66 | — | COMMON STOCK USD.01 | 020520102 |
| — | MANNING + NAPIER INC | 46,951 | $787K | 0.0% | $16.76 | $17.76 | — | COMMON STOCK USD.01 | 56382Q102 |
| FE | FIRSTENERGY CORP | 23,087 | $786K | 0.0% | $34.05 * | $23.88 | -12.9% | COMMON STOCK USD.1 | 337932107 |
| — | WESTMORELAND COAL CO | 26,187 | $780K | 0.0% | $29.79 | $19.28 | — | COMMON STOCK USD2.5 | 960878106 |
| — | EINSTEIN NOAH RESTAURANT GRO | 47,334 | $779K | 0.0% | $16.46 | $17.32 | — | COMMON STOCK USD.001 | 28257U104 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 20,728 | $773K | 0.0% | $37.29 * | $16.87 | +10.4% | COMMON STOCK USD.01 | 828730200 |
| — | ENDO INTERNATIONAL PLC | 11,215 | $770K | 0.0% | $68.66 | $68.66 | — | COMMON STOCK USD.0001 | G30401106 |
| — | GLOBAL BRASS + COPPER HOLDIN | 48,775 | $769K | 0.0% | $15.77 | $17.39 | — | COMMON STOCK | 37953G103 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $761K | 0.0% | $0.38 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | COMPUTER SCIENCES CORP | 12,227 | $744K | 0.0% | $60.85 | $43.76 | — | COMMON STOCK USD1. | 205363104 |
| — | SMITH + WESSON HOLDING CORP | 49,984 | $731K | 0.0% | $14.62 | $10.98 | — | COMMON STOCK USD.001 | 831756101 |
| — | SCHULMAN (A.) INC | 20,159 | $731K | 0.0% | $36.26 | $36.26 | — | COMMON STOCK USD1. | 808194104 |
| — | CHESAPEAKE ENERGY CORP | 28,500 | $730K | 0.0% | $25.61 | $22.10 | — | COMMON STOCK USD.01 | 165167107 |
| — | INSYS THERAPEUTICS INC | 17,570 | $728K | 0.0% | $41.43 | $34.98 | — | COMMON STOCK USD.0002145 | 45824V209 |
| — | PDL BIOPHARMA INC | 87,194 | $725K | 0.0% | $8.31 | $7.72 | — | COMMON STOCK USD.01 | 69329Y104 |
| — | ADVENT SOFTWARE INC | 24,576 | $722K | 0.0% | $29.38 | $32.98 | — | COMMON STOCK USD.01 | 007974108 |
| LVS | LAS VEGAS SANDS CORP | 8,908 | $720K | 0.0% | $80.83 * | $47.68 | +20.7% | COMMON STOCK USD.001 | 517834107 |
| EMBJ | EMBRAER SA ADR | 20,203 | $717K | 0.0% | $35.49 | $34.43 | +3.1% | ADR | 29082A107 |
| ESINQ | ITT EDUCATIONAL SERVICES INC | 24,771 | $710K | 0.0% | $28.66 * | $28.19 | +17.4% | COMMON STOCK USD.01 | 45068B109 |
| BBY | BEST BUY CO INC | 26,769 | $707K | 0.0% | $26.41 * | $16.63 | +4.5% | COMMON STOCK USD.1 | 086516101 |
| — | MANITOWOC COMPANY INC | 22,404 | $705K | 0.0% | $31.47 | $17.90 | — | COMMON STOCK USD.01 | 563571108 |
| — | PHOTOMEDEX INC | 44,124 | $698K | 0.0% | $15.82 | $15.77 | — | COMMON STOCK USD.01 | 719358301 |
| BELFB | BEL FUSE INC CL B | 31,700 | $694K | 0.0% | $21.89 * | $17.18 | +9.5% | COMMON STOCK USD.1 | 077347300 |
| — | THOMPSON CREEK METALS CO | 53,267 | $689K | 0.0% | $12.93 | $14.19 | — | PREFERRED STOCK 05/15 6.5 | 884768300 |
| — | ISHARES MSCI MALAYSIA ETF | 43,982 | $688K | 0.0% | $15.64 | $15.52 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| — | AUXILIUM PHARMACEUTICALS INC | 24,579 | $668K | 0.0% | $27.18 | $18.22 | — | COMMON STOCK USD.01 | 05334D107 |
| — | TWITTER INC | 14,300 | $667K | 0.0% | $46.64 | $46.64 | — | COMMON STOCK USD.000005 | 90184L102 |
| — | CA INC | 20,900 | $647K | 0.0% | $30.96 | $28.63 | — | COMMON STOCK USD.1 | 12673P105 |
| UIS | UNISYS CORP | 21,018 | $640K | 0.0% | $30.45 | $19.99 | +52.4% | COMMON STOCK USD.01 | 909214306 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 9,499 | $638K | 0.0% | $67.16 | $26.61 | +152.3% | COMMON STOCK USD.01 | 02043Q107 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 38,880 | $626K | 0.0% | $16.10 | $12.76 | +26.2% | COMMON STOCK USD.001 | 64125C109 |
| CNXN | PC CONNECTION INC | 30,733 | $624K | 0.0% | $20.30 * | $13.70 | +29.5% | COMMON STOCK USD.01 | 69318J100 |
| — | ANALOGIC CORP | 7,605 | $624K | 0.0% | $82.05 | $88.49 | — | COMMON STOCK USD.05 | 032657207 |
| EBS | EMERGENT BIOSOLUTIONS INC | 24,661 | $623K | 0.0% | $25.26 | $15.28 | +65.4% | COMMON STOCK USD.001 | 29089Q105 |
| MLCO | MELCO CROWN ENTERTAINME ADR | 16,080 | $621K | 0.0% | $38.62 | $23.59 | +63.8% | ADR USD.01 | 585464100 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 13,282 | $605K | 0.0% | $45.55 | $49.97 | -8.8% | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| — | OCWEN FINANCIAL CORP | 15,400 | $603K | 0.0% | $39.16 | $39.16 | — | COMMON STOCK USD.01 | 675746309 |
| TDG | TRANSDIGM GROUP INC | 3,244 | $601K | 0.0% | $185.27 * | $70.58 | +43.0% | COMMON STOCK USD.01 | 893641100 |
| RGEN | REPLIGEN CORP | 45,032 | $579K | 0.0% | $12.86 | $11.94 | +7.7% | COMMON STOCK USD.01 | 759916109 |
| DCO | DUCOMMUN INC | 22,074 | $553K | 0.0% | $25.05 | $25.51 | -1.8% | COMMON STOCK USD.01 | 264147109 |
| CHD | CHURCH + DWIGHT CO INC | 7,977 | $551K | 0.0% | $69.07 * | $27.25 | +7.9% | COMMON STOCK USD1. | 171340102 |
| PVH | PVH CORP | 4,407 | $550K | 0.0% | $124.80 | $112.68 | +8.9% | COMMON STOCK USD1. | 693656100 |
| PCAR | PACCAR INC | 8,136 | $549K | 0.0% | $67.48 * | $21.67 | +34.0% | COMMON STOCK USD1. | 693718108 |
| UAA | UNDER ARMOUR INC CLASS A | 4,653 | $533K | 0.0% | $114.55 * | $26.14 | +9.6% | COMMON STOCK USD.000333 | 904311107 |
| — | CIA PARANAENSE ENER SP ADR P | 40,289 | $528K | 0.0% | $13.11 | $12.48 | — | ADR NPV | 20441B407 |
| — | EQUINIX INC | 2,839 | $525K | 0.0% | $184.92 | $184.92 | — | COMMON STOCK USD.001 | 29444U502 |
| — | FORESTAR GROUP INC | 27,470 | $489K | 0.0% | $17.80 | $20.06 | — | COMMON STOCK USD1. | 346233109 |
| — | ARCELORMITTAL NY REGISTERED | 30,223 | $488K | 0.0% | $16.15 | $17.83 | — | NY REG SHRS NPV | 03938L104 |
| — | PRICELINE GROUP INC/THE | 400 | $477K | 0.0% | $1192.50 | $1192.50 | — | COMMON STOCK USD.008 | 741503403 |
| MCHB | HOMESTREET INC | 24,409 | $477K | 0.0% | $19.54 | $21.82 | -10.4% | COMMON STOCK | 43785V102 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $465K | 0.0% | $16.37 * | $9.18 | +9.6% | COMMON STOCK USD1. | 31983A103 |
| MRSH | MARSH + MCLENNAN COS | 9,364 | $462K | 0.0% | $49.34 * | $31.19 | +27.9% | COMMON STOCK USD1. | 571748102 |
| RGR | STURM RUGER + CO INC | 7,652 | $458K | 0.0% | $59.85 | $53.75 | +11.3% | COMMON STOCK USD1. | 864159108 |
| — | ZILLOW INC CLASS A | 4,888 | $431K | 0.0% | $88.18 | $81.63 | — | COMMON STOCK USD.0001 | 98954A107 |
| — | UNITED TECHNOLOGIES CORP | 3,598 | $420K | 0.0% | $116.73 | $116.73 | — | COMMON STOCK USD1. | 913017109 |
| — | RECEPTOS INC | 9,871 | $414K | 0.0% | $41.94 | $41.94 | — | COMMON STOCK USD.001 | 756207106 |
| EQR | EQUITY RESIDENTIAL | 7,132 | $414K | 0.0% | $58.05 * | $29.24 | +12.3% | REIT USD.01 | 29476L107 |
| — | CLOVIS ONCOLOGY INC | 5,773 | $400K | 0.0% | $69.29 | $67.05 | — | COMMON STOCK USD.001 | 189464100 |
| — | CELESTICA INC | 35,916 | $393K | 0.0% | $10.94 | $10.94 | — | COMMON STOCK NPV | 15101Q108 |
| — | QUALITY SYSTEMS INC | 22,695 | $383K | 0.0% | $16.88 | $18.71 | — | COMMON STOCK USD.01 | 747582104 |
| LPL | LG DISPLAY CO LTD ADR | 30,612 | $383K | 0.0% | $12.51 | $11.88 | +5.2% | ADR | 50186V102 |
| — | CYNOSURE INC A | 12,113 | $355K | 0.0% | $29.31 | $29.31 | — | COMMON STOCK USD.001 | 232577205 |
| EIDO | ISHARES MSCI INDONESIA ETF | 12,276 | $339K | 0.0% | $27.61 | $29.83 | -7.4% | ISHARES MSCI INDONESIA ETF | 46429B309 |
| A | AGILENT TECHNOLOGIES INC | 5,700 | $319K | 0.0% | $55.96 * | $33.27 | +9.0% | COMMON STOCK USD.01 | 00846U101 |
| SM | SM ENERGY CO | 4,400 | $314K | 0.0% | $71.36 * | $69.50 | -8.9% | COMMON STOCK USD.01 | 78454L100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 2,600 | $313K | 0.0% | $120.38 * | $114.47 | +1.2% | COMMON STOCK USD1. | 883556102 |
| ACN | ACCENTURE PLC CL A | 3,796 | $303K | 0.0% | $79.82 * | $62.83 | +3.4% | COMMON STOCK USD.0000225 | G1151C101 |
| — | EPIZYME INC | 12,236 | $279K | 0.0% | $22.80 | $40.12 | — | COMMON STOCK | 29428V104 |
| — | CELLDEX THERAPEUTICS INC | 15,072 | $266K | 0.0% | $17.65 | $24.23 | — | COMMON STOCK USD.001 | 15117B103 |
| ZBH | ZIMMER HOLDINGS INC | 2,640 | $250K | 0.0% | $94.70 * | $71.67 | +16.4% | COMMON STOCK USD.01 | 98956P102 |
| — | TETRAPHASE PHARMACEUTICALS I | 19,915 | $217K | 0.0% | $10.90 | $13.51 | — | COMMON STOCK USD.001 | 88165N105 |
| KODK | EASTMAN KODAK CO | 6,411 | $214K | 0.0% | $33.38 | $26.90 | +24.2% | COMMON STOCK | 277461406 |
| — | INGERSOLL RAND PLC | 3,729 | $213K | 0.0% | $57.12 | $59.64 | — | COMMON STOCK USD1. | G47791101 |
| BAX | BAXTER INTERNATIONAL INC | 2,855 | $210K | 0.0% | $73.56 * | $29.94 | +8.9% | COMMON STOCK USD1. | 071813109 |
| — | COVIDIEN PLC | 2,546 | $188K | 0.0% | $73.84 | $64.72 | — | COMMON STOCK USD.2 | G2554F113 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 4,146 | $187K | 0.0% | $45.10 | $51.28 | -12.2% | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| CPS | COOPER STANDARD HOLDING | 2,259 | $160K | 0.0% | $70.83 | $50.83 | +39.0% | COMMON STOCK USD.001 | 21676P103 |
| — | AON PLC | 1,703 | $144K | 0.0% | $84.56 | $64.11 | — | COMMON STOCK USD.01 | G0408V102 |
| — | FIRST DEFIANCE FINL CORP | 4,638 | $126K | 0.0% | $27.17 | $22.55 | — | COMMON STOCK USD.01 | 32006W106 |
| ICE | INTERCONTINENTALEXCHANGE GRO | 625 | $124K | 0.0% | $198.40 * | $35.28 | -3.4% | COMMON STOCK USD.01 | 45866F104 |
| PRU | PRUDENTIAL FINANCIAL INC | 1,181 | $100K | 0.0% | $84.67 * | $38.68 | +33.3% | COMMON STOCK USD.01 | 744320102 |
| — | EASTMAN KODAK CO | 2,209 | $40,000 | 0.0% | $18.11 | $19.47 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,209 | $38,000 | 0.0% | $17.20 | $18.11 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 100 | $1,000 | 0.0% | $10.00 * | $6.99 | +27.9% | COMMON STOCK USD.001 | 868459108 |