Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 11, 2014
Total Value: $6.106B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,974,422 | $653M | 10.7% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EEM | ISHARES MSCI EMERGING MARKETS | 8,592,648 | $371M | 6.1% | $40.26 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| EFA | ISHARES MSCI EAFE ETF | 4,723,258 | $323M | 5.3% | $65.48 | — | ISHARES MSCI EAFE ETF | 464287465 |
| TX | TERNIUM SA SPONSORED ADR | 9,222,740 | $258M | 4.2% | $23.36 | — | ADR USD1. | 880890108 |
| PKX | POSCO ADR | 2,101,277 | $156M | 2.6% | $66.92 | — | ADR | 693483109 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 5,327,345 | $114M | 1.9% | $20.02 | — | ADR | 874039100 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 9,596,330 | $113M | 1.9% | $11.69 | — | ADR | 204448104 |
| AAPL | APPLE INC | 1,149,386 | $107M | 1.7% | $17.95 | +4.0% | COMMON STOCK USD.00001 | 037833100 |
| — | ANGLOGOLD ASHANTI SPON ADR | 5,871,160 | $101M | 1.7% | $14.71 | — | ADR NPV | 035128206 |
| — | BANCOLOMBIA S.A. SPONS ADR | 1,554,009 | $89.82M | 1.5% | $56.81 | — | ADR | 05968L102 |
| MRK | MERCK + CO. INC. | 1,389,309 | $80.37M | 1.3% | $30.21 | +25.7% | COMMON STOCK USD.5 | 58933Y105 |
| ORCL | ORACLE CORP | 1,758,463 | $71.27M | 1.2% | $27.52 | +26.0% | COMMON STOCK USD.01 | 68389X105 |
| PG | PROCTER + GAMBLE CO/THE | 864,472 | $67.94M | 1.1% | $56.24 | +3.6% | COMMON STOCK | 742718109 |
| CVX | CHEVRONTEXACO CORP | 429,155 | $56.03M | 0.9% | $71.33 | +6.4% | COMMON STOCK USD.75 | 166764100 |
| XOM | EXXON MOBIL CORP | 513,166 | $51.67M | 0.8% | $53.81 | +15.0% | COMMON STOCK NPV | 30231G102 |
| PFE | PFIZER INC | 1,696,960 | $50.37M | 0.8% | $16.48 | +6.5% | COMMON STOCK USD.05 | 717081103 |
| KO | COCA COLA CO/THE | 1,179,219 | $49.95M | 0.8% | $27.46 | +2.4% | COMMON STOCK USD.25 | 191216100 |
| SLB | SCHLUMBERGER LTD | 419,119 | $49.44M | 0.8% | $53.39 | +40.2% | COMMON STOCK USD.01 | 806857108 |
| CSCO | CISCO SYSTEMS INC | 1,975,054 | $49.08M | 0.8% | $15.32 | +8.7% | COMMON STOCK USD.001 | 17275R102 |
| MCD | MCDONALD S CORP | 478,680 | $48.22M | 0.8% | $71.03 | +5.3% | COMMON STOCK USD.01 | 580135101 |
| — | AMERICA MOVIL ADR SERIES L | 2,323,801 | $48.22M | 0.8% | $21.74 | — | ADR NPV | 02364W105 |
| MSFT | MICROSOFT CORP | 1,143,011 | $47.66M | 0.8% | $26.74 | +27.0% | COMMON STOCK USD.00000625 | 594918104 |
| — | CELGENE CORP | 539,240 | $46.31M | 0.8% | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| VZ | VERIZON COMMUNICATIONS INC | 879,631 | $43.04M | 0.7% | $26.05 | +2.9% | COMMON STOCK USD.1 | 92343V104 |
| JPM | JPMORGAN CHASE + CO | 745,423 | $42.95M | 0.7% | $36.27 | +13.6% | COMMON STOCK USD1.0 | 46625H100 |
| C | CITIGROUP INC | 867,063 | $40.84M | 0.7% | $35.87 | -1.3% | COMMON STOCK USD.01 | 172967424 |
| DIS | WALT DISNEY CO/THE | 440,954 | $37.81M | 0.6% | $57.20 | +28.4% | COMMON STOCK USD.01 | 254687106 |
| OXY | OCCIDENTAL PETROLEUM CORP | 340,036 | $34.9M | 0.6% | $58.52 | +13.1% | COMMON STOCK USD.2 | 674599105 |
| EL | ESTEE LAUDER COMPANIES CL A | 459,019 | $34.09M | 0.6% | $60.66 | +4.5% | COMMON STOCK USD.01 | 518439104 |
| USB | US BANCORP | 785,747 | $34.04M | 0.6% | $22.71 | +23.0% | COMMON STOCK USD.01 | 902973304 |
| — | NATIONAL OILWELL VARCO INC | 409,697 | $33.74M | 0.6% | $70.83 | — | COMMON STOCK USD.01 | 637071101 |
| AAL | AMERICAN AIRLINES GROUP INC | 752,806 | $32.34M | 0.5% | $34.94 | +5.3% | COMMON STOCK | 02376R102 |
| — | HEWLETT PACKARD CO | 916,522 | $30.87M | 0.5% | $24.81 | — | COMMON STOCK USD.01 | 428236103 |
| COF | CAPITAL ONE FINANCIAL CORP | 347,386 | $28.69M | 0.5% | $49.10 | +28.4% | COMMON STOCK USD.01 | 14040H105 |
| AIG | AMERICAN INTERNATIONAL GROUP | 521,292 | $28.45M | 0.5% | $33.50 | +20.6% | COMMON STOCK USD2.5 | 026874784 |
| — | KRAFT FOODS GROUP INC | 472,871 | $28.35M | 0.5% | $55.14 | — | COMMON STOCK | 50076Q106 |
| JNJ | JOHNSON + JOHNSON | 268,454 | $28.09M | 0.5% | $61.55 | +18.8% | COMMON STOCK USD1. | 478160104 |
| PNC | PNC FINANCIAL SERVICES GROUP | 314,777 | $28.03M | 0.5% | $51.55 | +15.9% | COMMON STOCK USD5. | 693475105 |
| M | MACY S INC | 479,272 | $27.81M | 0.5% | $46.76 | +24.1% | COMMON STOCK USD.01 | 55616P104 |
| — | BAKER HUGHES INC | 370,462 | $27.58M | 0.5% | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| BAC | BANK OF AMERICA CORP | 1,732,313 | $26.63M | 0.4% | $10.99 | +11.4% | COMMON STOCK USD.01 | 060505104 |
| — | MEDTRONIC INC | 412,879 | $26.32M | 0.4% | $52.07 | — | COMMON STOCK USD.1 | 585055106 |
| GS | GOLDMAN SACHS GROUP INC | 153,166 | $25.65M | 0.4% | $127.39 | +1.0% | COMMON STOCK USD.01 | 38141G104 |
| PM | PHILIP MORRIS INTERNATIONAL | 303,623 | $25.6M | 0.4% | $49.51 | -2.6% | COMMON STOCK NPV | 718172109 |
| CVE | CENOVUS ENERGY INC | 777,903 | $25.18M | 0.4% | $22.60 | +3.1% | COMMON STOCK NPV | 15135U109 |
| — | BED BATH + BEYOND INC | 415,910 | $23.86M | 0.4% | $66.40 | — | COMMON STOCK USD.01 | 075896100 |
| — | EXPRESS SCRIPTS HOLDING CO | 342,372 | $23.74M | 0.4% | $61.69 | — | COMMON STOCK USD.01 | 30219G108 |
| TXT | TEXTRON INC | 615,806 | $23.58M | 0.4% | $30.29 | +27.1% | COMMON STOCK USD.125 | 883203101 |
| — | GENERAL ELECTRIC CO | 890,103 | $23.39M | 0.4% | $23.19 | — | COMMON STOCK USD.06 | 369604103 |
| SPY | SPDR S+P 500 ETF TRUST | 119,000 | $23.29M | 0.4% | $179.15 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| MET | METLIFE INC | 413,834 | $22.99M | 0.4% | $24.57 | +29.6% | COMMON STOCK USD.01 | 59156R108 |
| RS | RELIANCE STEEL + ALUMINUM | 310,915 | $22.92M | 0.4% | $69.99 | +2.7% | COMMON STOCK NPV | 759509102 |
| — | PRAXAIR INC | 171,866 | $22.83M | 0.4% | $130.56 | — | COMMON STOCK USD.01 | 74005P104 |
| — | NAVISTAR INTERNATIONAL CORP | 606,874 | $22.75M | 0.4% | $31.54 | — | COMMON STOCK USD.1 | 63934E108 |
| — | JOY GLOBAL INC | 350,379 | $21.58M | 0.4% | $53.37 | — | COMMON STOCK USD1. | 481165108 |
| KMT | KENNAMETAL INC | 461,592 | $21.36M | 0.3% | $29.83 | +13.3% | COMMON STOCK USD1.25 | 489170100 |
| MOS | MOSAIC CO/THE | 425,932 | $21.06M | 0.3% | $42.39 | -8.0% | COMMON STOCK USD.01 | 61945C103 |
| — | ULTRA PETROLEUM CORP | 705,974 | $20.96M | 0.3% | $20.03 | — | COMMON STOCK NPV | 903914109 |
| CLX | CLOROX COMPANY | 228,788 | $20.91M | 0.3% | $60.63 | +6.4% | COMMON STOCK USD1. | 189054109 |
| BALL | BALL CORP | 332,992 | $20.87M | 0.3% | $19.91 | +30.8% | COMMON STOCK NPV | 058498106 |
| DAL | DELTA AIR LINES INC | 526,969 | $20.4M | 0.3% | $14.99 | +119.3% | COMMON STOCK USD.0001 | 247361702 |
| — | CIGNA CORP | 219,302 | $20.17M | 0.3% | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| GILD | GILEAD SCIENCES INC | 236,261 | $19.59M | 0.3% | $52.10 | +3.8% | COMMON STOCK USD.001 | 375558103 |
| NWL | NEWELL RUBBERMAID INC | 627,205 | $19.44M | 0.3% | $16.87 | +14.5% | COMMON STOCK USD1. | 651229106 |
| CL | COLGATE PALMOLIVE CO | 283,670 | $19.34M | 0.3% | $48.95 | +4.7% | COMMON STOCK USD1. | 194162103 |
| BDX | BECTON DICKINSON AND CO | 156,437 | $18.51M | 0.3% | $80.58 | +17.6% | COMMON STOCK USD1. | 075887109 |
| NTAP | NETAPP INC | 501,199 | $18.3M | 0.3% | $26.84 | 0.0% | COMMON STOCK USD.001 | 64110D104 |
| NRG | NRG ENERGY INC | 479,679 | $17.84M | 0.3% | $20.46 | +30.2% | COMMON STOCK USD.01 | 629377508 |
| IP | INTERNATIONAL PAPER CO | 349,389 | $17.63M | 0.3% | $26.74 | +1.2% | COMMON STOCK USD1. | 460146103 |
| — | ISHARES MSCI TAIWAN ETF | 1,062,185 | $16.78M | 0.3% | $15.53 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| WDC | WESTERN DIGITAL CORP | 181,115 | $16.72M | 0.3% | $35.69 | +55.3% | COMMON STOCK USD.01 | 958102105 |
| TECK | TECK RESOURCES LTD CLS B | 702,884 | $16.05M | 0.3% | $25.41 | -11.8% | COMMON STOCK NPV | 878742204 |
| GD | GENERAL DYNAMICS CORP | 137,561 | $16.03M | 0.3% | $56.44 | +56.9% | COMMON STOCK USD1. | 369550108 |
| JBL | JABIL CIRCUIT INC | 749,338 | $15.66M | 0.3% | $16.66 | +0.7% | COMMON STOCK USD.001 | 466313103 |
| — | VIACOM INC CLASS B | 180,436 | $15.65M | 0.3% | $69.89 | — | COMMON STOCK USD.001 | 92553P201 |
| — | CBS CORP CLASS B NON VOTING | 239,923 | $14.91M | 0.2% | $49.45 | — | COMMON STOCK USD.001 | 124857202 |
| WFC | WELLS FARGO + CO | 275,098 | $14.46M | 0.2% | $27.36 | +32.7% | COMMON STOCK USD1.666 | 949746101 |
| — | ANNALY CAPITAL MANAGEMENT IN | 1,259,063 | $14.39M | 0.2% | $11.56 | — | REIT USD.01 | 035710409 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 339,340 | $13.84M | 0.2% | $21.84 | +18.0% | COMMON STOCK NPV | 744573106 |
| AFL | AFLAC INC | 222,355 | $13.84M | 0.2% | $20.35 | +16.3% | COMMON STOCK USD.1 | 001055102 |
| IFF | INTL FLAVORS + FRAGRANCES | 125,446 | $13.08M | 0.2% | $74.24 | +0.8% | COMMON STOCK USD.125 | 459506101 |
| CVS | CVS CAREMARK CORP | 166,688 | $12.56M | 0.2% | $42.89 | +28.0% | COMMON STOCK USD.01 | 126650100 |
| HCA | HCA HOLDINGS INC | 219,048 | $12.35M | 0.2% | $46.55 | +5.4% | COMMON STOCK USD.01 | 40412C101 |
| — | LEVEL 3 COMMUNICATIONS INC | 276,822 | $12.15M | 0.2% | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| ALK | ALASKA AIR GROUP INC | 127,299 | $12.1M | 0.2% | $32.57 | +32.8% | COMMON STOCK USD1. | 011659109 |
| GM | GENERAL MOTORS CO | 331,195 | $12.02M | 0.2% | $24.98 | +5.3% | COMMON STOCK USD.01 | 37045V100 |
| ACM | AECOM TECHNOLOGY CORP | 370,433 | $11.93M | 0.2% | $29.16 | +6.4% | COMMON STOCK USD.01 | 00766T100 |
| — | CTC MEDIA INC | 1,073,906 | $11.82M | 0.2% | $11.01 | — | COMMON STOCK USD.01 | 12642X106 |
| — | GANNETT CO | 374,361 | $11.72M | 0.2% | $25.25 | — | COMMON STOCK USD1. | 364730101 |
| — | SANDERSON FARMS INC | 119,424 | $11.61M | 0.2% | $83.37 | — | COMMON STOCK USD1. | 800013104 |
| AVT | AVNET INC | 256,729 | $11.38M | 0.2% | $27.69 | +23.7% | COMMON STOCK USD1. | 053807103 |
| — | DELPHI AUTOMOTIVE PLC | 164,192 | $11.29M | 0.2% | $50.87 | — | COMMON STOCK USD.01 | G27823106 |
| WOR | WORTHINGTON INDUSTRIES | 259,591 | $11.17M | 0.2% | $24.49 | -1.2% | COMMON STOCK NPV | 981811102 |
| ETR | ENTERGY CORP | 135,973 | $11.16M | 0.2% | $21.57 | +8.7% | COMMON STOCK USD.01 | 29364G103 |
| — | COACH INC | 316,747 | $10.83M | 0.2% | $55.45 | — | COMMON STOCK USD.01 | 189754104 |
| QCOM | QUALCOMM INC | 136,530 | $10.81M | 0.2% | $52.01 | +10.2% | COMMON STOCK USD.0001 | 747525103 |
| ENS | ENERSYS | 156,226 | $10.75M | 0.2% | $42.38 | +42.9% | COMMON STOCK USD.01 | 29275Y102 |
| INTC | INTEL CORP | 341,326 | $10.55M | 0.2% | $17.18 | +20.4% | COMMON STOCK USD.001 | 458140100 |
| CAT | CATERPILLAR INC | 96,961 | $10.54M | 0.2% | $65.82 | +18.5% | COMMON STOCK USD1. | 149123101 |
| KR | KROGER CO | 211,883 | $10.47M | 0.2% | $14.15 | +32.0% | COMMON STOCK USD1. | 501044101 |
| — | LAM RESEARCH CORP | 154,775 | $10.46M | 0.2% | $48.65 | — | COMMON STOCK USD.001 | 512807108 |
| — | BALLY TECHNOLOGIES INC | 156,902 | $10.31M | 0.2% | $66.00 | — | COMMON STOCK USD.1 | 05874B107 |
| CF | CF INDUSTRIES HOLDINGS INC | 40,338 | $9.702M | 0.2% | $27.45 | +29.4% | COMMON STOCK USD.01 | 125269100 |
| — | AVON PRODUCTS INC | 662,437 | $9.678M | 0.2% | $20.89 | — | COMMON STOCK USD.25 | 054303102 |
| TAP | MOLSON COORS BREWING CO B | 130,075 | $9.646M | 0.2% | $37.59 | +29.4% | COMMON STOCK USD.01 | 60871R209 |
| CAR | AVIS BUDGET GROUP INC | 161,081 | $9.615M | 0.2% | $31.34 | +66.2% | COMMON STOCK USD.01 | 053774105 |
| — | FOOT LOCKER INC | 186,624 | $9.466M | 0.2% | $35.94 | — | COMMON STOCK USD.01 | 344849104 |
| TRV | TRAVELERS COS INC/THE | 98,808 | $9.295M | 0.2% | $66.68 | +5.7% | COMMON STOCK NPV | 89417E109 |
| AMG | AFFILIATED MANAGERS GROUP | 45,177 | $9.279M | 0.2% | $184.19 | +1.6% | COMMON STOCK USD.01 | 008252108 |
| SWKS | SKYWORKS SOLUTIONS INC | 196,651 | $9.235M | 0.2% | $18.47 | +82.5% | COMMON STOCK USD.25 | 83088M102 |
| CDNS | CADENCE DESIGN SYS INC | 522,166 | $9.133M | 0.1% | $14.50 | +10.3% | COMMON STOCK USD.01 | 127387108 |
| — | WELLPOINT INC | 84,046 | $9.044M | 0.1% | $82.30 | — | COMMON STOCK USD.01 | 94973V107 |
| DDS | DILLARDS INC CL A | 77,510 | $9.038M | 0.1% | $60.33 | +28.4% | COMMON STOCK NPV | 254067101 |
| — | HOSPITALITY PROPERTIES TRUST | 296,800 | $9.023M | 0.1% | $29.32 | — | REIT USD.01 | 44106M102 |
| — | AGL RESOURCES INC | 163,800 | $9.014M | 0.1% | $55.03 | — | COMMON STOCK USD5. | 001204106 |
| VAC | MARRIOTT VACATIONS WORLD | 148,787 | $8.723M | 0.1% | $44.02 | +27.1% | COMMON STOCK USD.01 | 57164Y107 |
| UNP | UNION PACIFIC CORP | 86,916 | $8.67M | 0.1% | $70.03 | +6.8% | COMMON STOCK USD2.5 | 907818108 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 131,641 | $8.559M | 0.1% | $53.90 | — | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| LUV | SOUTHWEST AIRLINES CO | 315,854 | $8.484M | 0.1% | $11.86 | +86.7% | COMMON STOCK USD1. | 844741108 |
| NOC | NORTHROP GRUMMAN CORP | 70,885 | $8.48M | 0.1% | $75.52 | +31.9% | COMMON STOCK USD1. | 666807102 |
| AES | AES CORP | 532,459 | $8.28M | 0.1% | $8.62 | +10.0% | COMMON STOCK USD.01 | 00130H105 |
| — | US CONCRETE INC | 328,668 | $8.135M | 0.1% | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| — | STARZ A | 271,228 | $8.08M | 0.1% | $28.82 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | MANNKIND CORP | 4,930,000 | $8.036M | 0.1% | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| VLO | VALERO ENERGY CORP | 159,034 | $7.968M | 0.1% | $26.71 | +32.8% | COMMON STOCK USD.01 | 91913Y100 |
| ARW | ARROW ELECTRONICS INC | 130,975 | $7.912M | 0.1% | $42.58 | +36.8% | COMMON STOCK USD1. | 042735100 |
| CMCSA | COMCAST CORP CLASS A | 145,273 | $7.798M | 0.1% | $15.62 | +26.6% | COMMON STOCK USD.01 | 20030N101 |
| — | ALLEGHANY CORP | 17,753 | $7.778M | 0.1% | $402.75 | — | COMMON STOCK USD1. | 017175100 |
| AGCO | AGCO CORP | 137,941 | $7.755M | 0.1% | $42.87 | +1.6% | COMMON STOCK USD.01 | 001084102 |
| DHI | DR HORTON INC | 311,260 | $7.651M | 0.1% | $19.98 | +0.7% | COMMON STOCK USD.01 | 23331A109 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 202,757 | $7.626M | 0.1% | $27.47 | +3.0% | COMMON STOCK NPV | 609207105 |
| — | MENTOR GRAPHICS CORP | 352,992 | $7.614M | 0.1% | $19.55 | — | COMMON STOCK NPV | 587200106 |
| WBS | WEBSTER FINANCIAL CORP | 236,846 | $7.47M | 0.1% | $24.74 | +23.2% | COMMON STOCK USD.01 | 947890109 |
| — | ENERGIZER HOLDINGS INC | 60,413 | $7.372M | 0.1% | $101.49 | — | COMMON STOCK USD.01 | 29266R108 |
| UHS | UNIVERSAL HEALTH SERVICES B | 76,032 | $7.281M | 0.1% | $65.20 | +26.3% | COMMON STOCK USD.01 | 913903100 |
| — | WADDELL + REED FINANCIAL A | 116,063 | $7.264M | 0.1% | $55.04 | — | COMMON STOCK USD.01 | 930059100 |
| UGI | UGI CORP | 143,515 | $7.248M | 0.1% | $26.46 | +19.5% | COMMON STOCK NPV | 902681105 |
| — | HSN INC | 121,700 | $7.21M | 0.1% | $54.54 | — | COMMON STOCK USD.01 | 404303109 |
| — | DOW CHEMICAL CO/THE | 137,434 | $7.072M | 0.1% | $38.38 | — | COMMON STOCK USD2.5 | 260543103 |
| FDX | FEDEX CORP | 46,471 | $7.035M | 0.1% | $86.24 | +37.4% | COMMON STOCK USD.1 | 31428X106 |
| PHM | PULTEGROUP INC | 347,219 | $7M | 0.1% | $15.23 | +8.9% | COMMON STOCK USD.01 | 745867101 |
| — | MRC GLOBAL INC | 247,425 | $7M | 0.1% | $27.97 | — | COMMON STOCK USD.01 | 55345K103 |
| TRN | TRINITY INDUSTRIES INC | 158,412 | $6.926M | 0.1% | $14.61 | +37.8% | COMMON STOCK USD1. | 896522109 |
| — | TESORO CORP | 116,005 | $6.806M | 0.1% | $54.39 | — | COMMON STOCK USD.167 | 881609101 |
| MUR | MURPHY OIL CORP | 101,594 | $6.754M | 0.1% | $36.50 | +11.8% | COMMON STOCK USD1. | 626717102 |
| LYB | LYONDELLBASELL INDU CL A | 68,174 | $6.657M | 0.1% | $33.58 | +54.5% | COMMON STOCK | N53745100 |
| COP | CONOCOPHILLIPS | 77,435 | $6.639M | 0.1% | $41.20 | +29.5% | COMMON STOCK USD.01 | 20825C104 |
| — | WYNDHAM WORLDWIDE CORP | 87,586 | $6.632M | 0.1% | $58.19 | — | COMMON STOCK USD.01 | 98310W108 |
| PEB | PEBBLEBROOK HOTEL TRUST | 177,206 | $6.55M | 0.1% | $31.67 | — | REIT USD.01 | 70509V100 |
| WMT | WAL MART STORES INC | 86,605 | $6.501M | 0.1% | $19.96 | +2.9% | COMMON STOCK USD.1 | 931142103 |
| JLL | JONES LANG LASALLE INC | 51,233 | $6.475M | 0.1% | $90.35 | +29.3% | COMMON STOCK USD.01 | 48020Q107 |
| — | ANADARKO PETROLEUM CORP | 58,882 | $6.446M | 0.1% | $89.51 | — | COMMON STOCK USD.1 | 032511107 |
| — | SALIX PHARMACEUTICALS LTD | 52,082 | $6.424M | 0.1% | $104.20 | — | COMMON STOCK USD.001 | 795435106 |
| — | HEARTLAND PAYMENT SYSTEMS IN | 153,330 | $6.319M | 0.1% | $41.21 | — | COMMON STOCK USD.001 | 42235N108 |
| — | CRANE CO | 84,631 | $6.293M | 0.1% | $71.54 | — | COMMON STOCK USD1. | 224399105 |
| — | CIT GROUP INC | 135,070 | $6.181M | 0.1% | $45.76 | — | COMMON STOCK USD.01 | 125581801 |
| — | APACHE CORP | 61,133 | $6.151M | 0.1% | $83.83 | — | COMMON STOCK USD.625 | 037411105 |
| HD | HOME DEPOT INC | 74,378 | $6.022M | 0.1% | $56.98 | +5.5% | COMMON STOCK USD.05 | 437076102 |
| DAN | DANA HOLDING CORP | 246,058 | $6.009M | 0.1% | $15.90 | +12.6% | COMMON STOCK USD.01 | 235825205 |
| WAB | WABTEC CORP | 72,353 | $5.976M | 0.1% | $57.00 | +27.0% | COMMON STOCK USD.01 | 929740108 |
| — | LEUCADIA NATIONAL CORP | 224,936 | $5.898M | 0.1% | $26.86 | — | COMMON STOCK USD1. | 527288104 |
| — | AMERICAN CAMPUS COMMUNITIES | 154,158 | $5.895M | 0.1% | $37.35 | — | REIT USD.01 | 024835100 |
| — | APOLLO EDUCATION GROUP INC | 185,127 | $5.785M | 0.1% | $18.57 | — | COMMON STOCK NPV | 037604105 |
| — | ROCK TENN COMPANY CL A | 54,657 | $5.771M | 0.1% | $101.65 | — | COMMON STOCK USD.01 | 772739207 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 74,228 | $5.763M | 0.1% | $42.79 | +16.1% | REIT USD.01 | 015271109 |
| RHI | ROBERT HALF INTL INC | 119,230 | $5.692M | 0.1% | $44.79 | 0.0% | COMMON STOCK USD.001 | 770323103 |
| F | FORD MOTOR CO | 327,752 | $5.65M | 0.1% | $8.37 | +6.0% | COMMON STOCK USD.01 | 345370860 |
| — | NABORS INDUSTRIES LTD | 188,493 | $5.536M | 0.1% | $20.85 | — | COMMON STOCK USD.001 | G6359F103 |
| INGR | INGREDION INC | 72,985 | $5.477M | 0.1% | $69.90 | +4.0% | COMMON STOCK USD.01 | 457187102 |
| — | ICONIX BRAND GROUP INC | 125,677 | $5.397M | 0.1% | $29.41 | — | COMMON STOCK USD.001 | 451055107 |
| — | COCA COLA ENTERPRISES | 112,712 | $5.385M | 0.1% | $35.23 | — | COMMON STOCK USD.01 | 19122T109 |
| — | FIRSTMERIT CORP | 272,511 | $5.382M | 0.1% | $20.29 | — | COMMON STOCK NPV | 337915102 |
| LAD | LITHIA MOTORS INC CL A | 56,753 | $5.339M | 0.1% | $69.94 | +9.3% | COMMON STOCK NPV | 536797103 |
| IWM | ISHARES RUSSELL 2000 ETF | 44,925 | $5.338M | 0.1% | $118.82 | — | ISHARES RUSSELL 2000 ETF | 464287655 |
| — | DOMTAR CORP | 124,448 | $5.333M | 0.1% | $73.41 | — | COMMON STOCK USD.01 | 257559203 |
| AIZ | ASSURANT INC | 80,983 | $5.308M | 0.1% | $38.43 | +38.4% | COMMON STOCK USD.01 | 04621X108 |
| — | DYNEGY INC | 152,212 | $5.297M | 0.1% | $22.55 | — | COMMON STOCK USD.01 | 26817R108 |
| SNPS | SYNOPSYS INC | 136,157 | $5.286M | 0.1% | $35.52 | +7.4% | COMMON STOCK USD.01 | 871607107 |
| — | BROADCOM CORP CL A | 141,395 | $5.249M | 0.1% | $30.89 | — | COMMON STOCK USD.0001 | 111320107 |
| EMN | EASTMAN CHEMICAL CO | 59,866 | $5.229M | 0.1% | $51.93 | +16.7% | COMMON STOCK USD.01 | 277432100 |
| — | GOOGLE INC CL C | 9,068 | $5.217M | 0.1% | $575.32 | — | COMMON STOCK USD.001 | 38259P706 |
| MAN | MANPOWERGROUP INC | 60,994 | $5.175M | 0.1% | $79.66 | +2.2% | COMMON STOCK USD.01 | 56418H100 |
| HUN | HUNTSMAN CORP | 183,652 | $5.161M | 0.1% | $19.49 | +34.4% | COMMON STOCK USD.01 | 447011107 |
| T | AT+T INC | 145,191 | $5.134M | 0.1% | $11.40 | +3.3% | COMMON STOCK USD1. | 00206R102 |
| OSK | OSHKOSH CORP | 92,354 | $5.128M | 0.1% | $31.79 | +45.0% | COMMON STOCK USD.01 | 688239201 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 113,010 | $5.127M | 0.1% | $37.66 | -11.7% | COMMON STOCK USD.01 | 203668108 |
| — | EMC CORP/MA | 194,215 | $5.116M | 0.1% | $26.83 | — | COMMON STOCK USD.01 | 268648102 |
| — | DISCOVER FINANCIAL SERVICES | 82,467 | $5.111M | 0.1% | $50.26 | — | COMMON STOCK USD.01 | 254709108 |
| TROW | T ROWE PRICE GROUP INC | 60,500 | $5.107M | 0.1% | $52.98 | +0.4% | COMMON STOCK USD.2 | 74144T108 |
| SNA | SNAP ON INC | 42,792 | $5.072M | 0.1% | $82.76 | +7.6% | COMMON STOCK USD1. | 833034101 |
| XLE | ENERGY SELECT SECTOR SPDR FUND | 50,035 | $5.009M | 0.1% | $100.11 | — | ENERGY SELECT SECTOR SPDR | 81369Y506 |
| UTHR | UNITED THERAPEUTICS CORP | 56,545 | $5.004M | 0.1% | $64.42 | +49.3% | COMMON STOCK USD.01 | 91307C102 |
| META | FACEBOOK INC A | 72,833 | $4.901M | 0.1% | $62.17 | -1.7% | COMMON STOCK USD.000006 | 30303M102 |
| — | COOPER COS INC/THE | 36,072 | $4.889M | 0.1% | $136.92 | — | COMMON STOCK USD.1 | 216648402 |
| FCX | FREEPORT MCMORAN INC | 133,473 | $4.872M | 0.1% | $24.45 | +20.9% | COMMON STOCK USD.1 | 35671D857 |
| ALB | ALBEMARLE CORP | 67,075 | $4.796M | 0.1% | $52.08 | +10.9% | COMMON STOCK USD.01 | 012653101 |
| UHAL | AMERCO | 16,468 | $4.788M | 0.1% | $19.45 | +35.9% | COMMON STOCK USD.25 | 023586100 |
| — | GOOGLE INC CL A | 8,151 | $4.766M | 0.1% | $884.73 | — | COMMON STOCK USD.001 | 38259P508 |
| PTC | PTC INC | 122,710 | $4.761M | 0.1% | $36.72 | -1.9% | COMMON STOCK USD.01 | 69370C100 |
| — | OWENS ILLINOIS INC | 137,049 | $4.747M | 0.1% | $28.80 | — | COMMON STOCK USD.01 | 690768403 |
| MCK | MCKESSON CORP | 25,472 | $4.743M | 0.1% | $107.04 | +52.5% | COMMON STOCK USD.01 | 58155Q103 |
| PEP | PEPSICO INC | 52,982 | $4.733M | 0.1% | $56.00 | +8.8% | COMMON STOCK USD.017 | 713448108 |
| V | VISA INC CLASS A SHARES | 22,415 | $4.723M | 0.1% | $50.58 | -4.8% | COMMON STOCK USD.0001 | 92826C839 |
| RLJ | RLJ LODGING TRUST | 162,882 | $4.706M | 0.1% | $23.11 | — | REIT | 74965L101 |
| WRB | WR BERKLEY CORP | 100,990 | $4.677M | 0.1% | $9.99 | 0.0% | COMMON STOCK USD.2 | 084423102 |
| MD | MEDNAX INC | 80,287 | $4.669M | 0.1% | $51.55 | +14.1% | COMMON STOCK USD.01 | 58502B106 |
| — | CR BARD INC | 32,604 | $4.663M | 0.1% | $134.73 | — | COMMON STOCK USD.25 | 067383109 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 49,103 | $4.645M | 0.1% | $74.28 | +8.9% | COMMON STOCK USD.01 | 446413106 |
| — | ACTAVIS PLC | 20,754 | $4.629M | 0.1% | $192.32 | — | COMMON STOCK USD.0033 | G0083B108 |
| ADM | ARCHER DANIELS MIDLAND CO | 104,945 | $4.629M | 0.1% | $27.59 | +14.6% | COMMON STOCK NPV | 039483102 |
| — | ADT CORP/THE | 132,454 | $4.628M | 0.1% | $38.00 | — | COMMON STOCK USD.01 | 00101J106 |
| EG | EVEREST RE GROUP LTD | 28,570 | $4.585M | 0.1% | $105.76 | +17.1% | COMMON STOCK USD.01 | G3223R108 |
| MU | MICRON TECHNOLOGY INC | 138,437 | $4.561M | 0.1% | $26.60 | 0.0% | COMMON STOCK USD.1 | 595112103 |
| — | CALPINE CORP | 190,863 | $4.544M | 0.1% | $20.71 | — | COMMON STOCK USD.001 | 131347304 |
| — | DR PEPPER SNAPPLE GROUP INC | 77,435 | $4.536M | 0.1% | $48.20 | — | COMMON STOCK USD.01 | 26138E109 |
| GNW | GENWORTH FINANCIAL INC CL A | 260,165 | $4.527M | 0.1% | $16.76 | +4.3% | COMMON STOCK USD.001 | 37247D106 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 35,661 | $4.513M | 0.1% | $121.61 | +4.1% | COMMON STOCK USD.0033 | 084670702 |
| — | ALEXION PHARMACEUTICALS INC | 28,859 | $4.509M | 0.1% | $152.96 | — | COMMON STOCK USD.0001 | 015351109 |
| STLD | STEEL DYNAMICS INC | 250,367 | $4.494M | 0.1% | $11.76 | +18.9% | COMMON STOCK USD.005 | 858119100 |
| CAH | CARDINAL HEALTH INC | 65,515 | $4.492M | 0.1% | $39.60 | +25.4% | COMMON STOCK NPV | 14149Y108 |
| GLW | CORNING INC | 203,776 | $4.473M | 0.1% | $12.64 | +23.9% | COMMON STOCK USD.5 | 219350105 |
| NJR | NEW JERSEY RESOURCES CORP | 78,130 | $4.466M | 0.1% | $17.72 | 0.0% | COMMON STOCK USD2.5 | 646025106 |
| — | CHUBB CORP | 47,887 | $4.414M | 0.1% | $89.89 | — | COMMON STOCK USD1. | 171232101 |
| MS | MORGAN STANLEY | 136,482 | $4.412M | 0.1% | $22.06 | +3.0% | COMMON STOCK USD.01 | 617446448 |
| GATX | GATX CORP | 65,800 | $4.405M | 0.1% | $49.73 | 0.0% | COMMON STOCK USD.625 | 361448103 |
| — | CHESAPEAKE LODGING TRUST | 144,956 | $4.382M | 0.1% | $23.77 | — | REIT USD.01 | 165240102 |
| VSH | VISHAY INTERTECHNOLOGY INC | 280,790 | $4.349M | 0.1% | $11.87 | 0.0% | COMMON STOCK USD.1 | 928298108 |
| HLF | HERBALIFE LTD | 67,300 | $4.344M | 0.1% | $25.26 | +21.4% | COMMON STOCK USD.002 | G4412G101 |
| — | UNIT CORP | 63,033 | $4.339M | 0.1% | $42.58 | — | COMMON STOCK USD.2 | 909218109 |
| HP | HELMERICH + PAYNE | 37,353 | $4.337M | 0.1% | $66.13 | +65.6% | COMMON STOCK USD.1 | 423452101 |
| PSEC | PROSPECT CAPITAL CORP | 405,890 | $4.313M | 0.1% | $2.38 | +3.9% | COMMON STOCK USD.001 | 74348T102 |
| — | VALIDUS HOLDINGS LTD | 112,114 | $4.287M | 0.1% | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| OII | OCEANEERING INTL INC | 54,794 | $4.281M | 0.1% | $72.58 | +1.1% | COMMON STOCK USD.25 | 675232102 |
| — | ENSCO PLC CL A | 77,000 | $4.279M | 0.1% | $53.57 | — | COMMON STOCK USD.1 | G3157S106 |
| — | GNC HOLDINGS INC CL A | 124,900 | $4.259M | 0.1% | $34.10 | — | COMMON STOCK USD.001 | 36191G107 |
| — | DIRECTV | 49,925 | $4.244M | 0.1% | $61.73 | — | COMMON STOCK USD.01 | 25490A309 |
| HY | HYSTER YALE MATERIALS | 47,746 | $4.227M | 0.1% | $67.14 | +1.7% | COMMON STOCK USD.01 | 449172105 |
| WTFC | WINTRUST FINANCIAL CORP | 91,861 | $4.226M | 0.1% | $44.44 | +2.0% | COMMON STOCK NPV | 97650W108 |
| HAL | HALLIBURTON CO | 59,439 | $4.221M | 0.1% | $41.71 | +23.4% | COMMON STOCK USD2.5 | 406216101 |
| EXR | EXTRA SPACE STORAGE INC | 79,233 | $4.219M | 0.1% | $26.60 | +26.4% | REIT USD.01 | 30225T102 |
| — | SOHU.COM INC | 72,900 | $4.206M | 0.1% | $60.77 | — | COMMON STOCK USD.001 | 83408W103 |
| LOW | LOWE S COS INC | 87,624 | $4.205M | 0.1% | $37.74 | +0.3% | COMMON STOCK USD.5 | 548661107 |
| SPG | SIMON PROPERTY GROUP INC | 25,268 | $4.202M | 0.1% | $86.77 | +7.4% | REIT USD.0001 | 828806109 |
| CAG | CONAGRA FOODS INC | 141,423 | $4.197M | 0.1% | $16.87 | -3.4% | COMMON STOCK USD5. | 205887102 |
| — | MARVELL TECHNOLOGY GROUP LTD | 291,783 | $4.181M | 0.1% | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| GAP | GAP INC/THE | 100,521 | $4.179M | 0.1% | $26.47 | +2.9% | COMMON STOCK USD.05 | 364760108 |
| PKG | PACKAGING CORP OF AMERICA | 58,400 | $4.175M | 0.1% | $48.16 | +1.1% | COMMON STOCK USD.01 | 695156109 |
| FOSL | FOSSIL GROUP INC | 39,600 | $4.139M | 0.1% | $110.69 | -3.5% | COMMON STOCK USD.01 | 34988V106 |
| — | GENERAL MOTORS CO WTS | 154,078 | $4.1M | 0.1% | $24.53 | — | CALL EXP 10JUL16 | 37045V118 |
| VRSN | VERISIGN INC | 83,700 | $4.085M | 0.1% | $49.45 | -0.1% | COMMON STOCK USD.001 | 92343E102 |
| BSX | BOSTON SCIENTIFIC CORP | 315,800 | $4.033M | 0.1% | $13.00 | 0.0% | COMMON STOCK USD.01 | 101137107 |
| KLAC | KLA TENCOR CORPORATION | 55,329 | $4.019M | 0.1% | $33.95 | +25.1% | COMMON STOCK USD.001 | 482480100 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 57,250 | $4.001M | 0.1% | $58.73 | +15.5% | COMMON STOCK NPV | 533900106 |
| CBRE | CBRE GROUP INC A | 124,309 | $3.983M | 0.1% | $23.33 | +23.8% | COMMON STOCK USD.01 | 12504L109 |
| KSS | KOHLS CORP | 75,397 | $3.972M | 0.1% | $53.36 | +1.5% | COMMON STOCK USD.01 | 500255104 |
| — | DUPONT FABROS TECHNOLOGY | 145,670 | $3.927M | 0.1% | $24.86 | — | REIT USD.001 | 26613Q106 |
| FIS | FIDELITY NATIONAL INFORMATIO | 71,448 | $3.911M | 0.1% | $39.83 | +10.3% | COMMON STOCK USD.01 | 31620M106 |
| GBX | GREENBRIER COMPANIES INC | 67,538 | $3.89M | 0.1% | $20.17 | +89.9% | COMMON STOCK NPV | 393657101 |
| IBM | INTL BUSINESS MACHINES CORP | 21,396 | $3.878M | 0.1% | $118.64 | -5.4% | COMMON STOCK USD.2 | 459200101 |
| — | RITE AID CORP | 539,445 | $3.868M | 0.1% | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| MTD | METTLER TOLEDO INTERNATIONAL | 15,250 | $3.861M | 0.1% | $240.37 | 0.0% | COMMON STOCK USD.01 | 592688105 |
| — | HOLLYFRONTIER CORP | 88,075 | $3.848M | 0.1% | $45.86 | — | COMMON STOCK USD.01 | 436106108 |
| — | IAC/INTERACTIVECORP | 55,494 | $3.842M | 0.1% | $47.56 | — | COMMON STOCK USD.001 | 44919P508 |
| PPC | PILGRIM S PRIDE CORP | 140,200 | $3.836M | 0.1% | $23.75 | 0.0% | COMMON STOCK USD.01 | 72147K108 |
| — | PRIVATEBANCORP INC | 131,970 | $3.835M | 0.1% | $29.06 | — | COMMON STOCK NPV | 742962103 |
| PB | PROSPERITY BANCSHARES INC | 61,141 | $3.827M | 0.1% | $34.46 | +28.0% | COMMON STOCK USD1. | 743606105 |
| EPR | EPR PROPERTIES | 68,211 | $3.811M | 0.1% | $51.15 | — | REIT USD.01 | 26884U109 |
| EMR | EMERSON ELECTRIC CO | 57,057 | $3.786M | 0.1% | $40.46 | +21.4% | COMMON STOCK USD.5 | 291011104 |
| TKR | TIMKEN CO | 55,354 | $3.755M | 0.1% | $41.09 | +10.3% | COMMON STOCK NPV | 887389104 |
| — | SL GREEN REALTY CORP | 34,295 | $3.752M | 0.1% | $97.73 | — | REIT USD.01 | 78440X101 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 74,233 | $3.675M | 0.1% | $43.44 | +5.0% | COMMON STOCK USD.0001 | 70959W103 |
| — | PETSMART INC | 60,800 | $3.636M | 0.1% | $68.90 | — | COMMON STOCK USD.0001 | 716768106 |
| MAA | MID AMERICA APARTMENT COMM | 49,122 | $3.588M | 0.1% | $43.05 | +9.1% | REIT USD.01 | 59522J103 |
| — | TIME WARNER CABLE | 23,842 | $3.512M | 0.1% | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| LVS | LAS VEGAS SANDS CORP | 45,999 | $3.506M | 0.1% | $52.96 | +2.4% | COMMON STOCK USD.001 | 517834107 |
| EWBC | EAST WEST BANCORP INC | 99,900 | $3.496M | 0.1% | $22.90 | +16.5% | COMMON STOCK USD.001 | 27579R104 |
| EXPE | EXPEDIA INC | 43,608 | $3.435M | 0.1% | $60.83 | +12.3% | COMMON STOCK USD.001 | 30212P303 |
| — | INFORMATICA CORP | 94,720 | $3.377M | 0.1% | $35.65 | — | COMMON STOCK USD.001 | 45666Q102 |
| DE | DEERE + CO | 36,591 | $3.313M | 0.1% | $69.50 | +6.6% | COMMON STOCK USD1. | 244199105 |
| ZD | J2 GLOBAL INC | 65,072 | $3.31M | 0.1% | $34.95 | +19.5% | COMMON STOCK USD.01 | 48123V102 |
| — | GENERAL MOTORS CO WTS | 174,958 | $3.247M | 0.1% | $16.79 | — | CALL EXP 10JUL19 | 37045V126 |
| CTAS | CINTAS CORP | 50,944 | $3.237M | 0.1% | $12.06 | +9.4% | COMMON STOCK NPV | 172908105 |
| — | NORDSTROM INC | 46,868 | $3.184M | 0.1% | $67.94 | — | COMMON STOCK NPV | 655664100 |
| — | ACE LTD | 30,566 | $3.17M | 0.1% | $96.30 | — | COMMON STOCK CHF26.59 | H0023R105 |
| D | DOMINION RESOURCES INC/VA | 43,812 | $3.133M | 0.1% | $37.07 | +15.8% | COMMON STOCK NPV | 25746U109 |
| — | ROSETTA RESOURCES INC | 56,941 | $3.123M | 0.1% | $47.48 | — | COMMON STOCK USD.001 | 777779307 |
| DLX | DELUXE CORP | 53,273 | $3.121M | 0.1% | $23.94 | +47.5% | COMMON STOCK USD1. | 248019101 |
| URI | UNITED RENTALS INC | 29,721 | $3.113M | 0.1% | $82.10 | +15.3% | COMMON STOCK USD.01 | 911363109 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 52,017 | $3.097M | 0.1% | $58.99 | — | COMMON STOCK USD.01 | 73640Q105 |
| R | RYDER SYSTEM INC | 34,642 | $3.052M | 0.0% | $83.73 | 0.0% | COMMON STOCK USD.5 | 783549108 |
| FFIV | F5 NETWORKS INC | 27,300 | $3.042M | 0.0% | $95.94 | +12.2% | COMMON STOCK NPV | 315616102 |
| TSN | TYSON FOODS INC CL A | 80,288 | $3.014M | 0.0% | $18.99 | +63.1% | COMMON STOCK USD.1 | 902494103 |
| — | REGAL ENTERTAINMENT GROUP A | 142,800 | $3.013M | 0.0% | $21.10 | — | COMMON STOCK USD.001 | 758766109 |
| HOG | HARLEY DAVIDSON INC | 43,134 | $3.013M | 0.0% | $70.44 | 0.0% | COMMON STOCK USD.01 | 412822108 |
| — | MARATHON OIL CORP | 75,397 | $3.01M | 0.0% | $35.31 | — | COMMON STOCK USD1. | 565849106 |
| NEE | NEXTERA ENERGY INC | 29,246 | $2.997M | 0.0% | $14.16 | +26.6% | COMMON STOCK USD.01 | 65339F101 |
| SM | SM ENERGY CO | 35,400 | $2.977M | 0.0% | $68.31 | -0.2% | COMMON STOCK USD.01 | 78454L100 |
| OHI | OMEGA HEALTHCARE INVESTORS | 80,630 | $2.972M | 0.0% | $31.02 | — | REIT USD.1 | 681936100 |
| GNRC | GENERAC HOLDINGS INC | 60,476 | $2.948M | 0.0% | $36.65 | +43.5% | COMMON STOCK USD.01 | 368736104 |
| UNH | UNITEDHEALTH GROUP INC | 35,970 | $2.941M | 0.0% | $56.87 | +14.6% | COMMON STOCK USD.01 | 91324P102 |
| — | ALLIANT TECHSYSTEMS INC | 21,678 | $2.903M | 0.0% | $82.33 | — | COMMON STOCK USD.01 | 018804104 |
| — | ADVANCED SEMICONDUCTOR E ADR | 444,676 | $2.89M | 0.0% | $4.53 | — | ADR | 00756M404 |
| — | LASALLE HOTEL PROPERTIES | 81,710 | $2.884M | 0.0% | $29.78 | — | REIT USD.01 | 517942108 |
| XLF | FINANCIAL SELECT SECTOR SPDR F | 126,400 | $2.874M | 0.0% | $22.74 | — | FINANCIAL SELECT SECTOR SPDR | 81369Y605 |
| VMI | VALMONT INDUSTRIES | 18,645 | $2.833M | 0.0% | $144.56 | +6.5% | COMMON STOCK USD1. | 920253101 |
| — | GOVERNMENT PROPERTIES INCOME | 110,637 | $2.809M | 0.0% | $25.32 | — | REIT USD.01 | 38376A103 |
| KEY | KEYCORP | 195,428 | $2.8M | 0.0% | $8.56 | +3.6% | COMMON STOCK USD1. | 493267108 |
| WHR | WHIRLPOOL CORP | 19,970 | $2.78M | 0.0% | $144.75 | +1.4% | COMMON STOCK USD1. | 963320106 |
| — | THIRD POINT REINSURANCE LTD | 181,772 | $2.774M | 0.0% | $17.84 | — | COMMON STOCK USD.1 | G8827U100 |
| KIM | KIMCO REALTY CORP | 120,638 | $2.772M | 0.0% | $12.40 | +5.2% | REIT USD.01 | 49446R109 |
| — | CAREFUSION CORP | 62,137 | $2.756M | 0.0% | $39.98 | — | COMMON STOCK USD.01 | 14170T101 |
| — | XEROX CORP | 219,059 | $2.725M | 0.0% | $9.22 | — | COMMON STOCK USD1.0 | 984121103 |
| — | CARRIZO OIL + GAS INC | 39,296 | $2.722M | 0.0% | $53.45 | — | COMMON STOCK USD.01 | 144577103 |
| — | OASIS PETROLEUM INC | 48,054 | $2.686M | 0.0% | $46.97 | — | COMMON STOCK USD.01 | 674215108 |
| — | SUNTRUST BANKS INC | 66,876 | $2.679M | 0.0% | $40.06 | — | COMMON STOCK USD1. | 867914103 |
| — | WESTERN REFINING INC | 71,189 | $2.673M | 0.0% | $34.60 | — | COMMON STOCK USD.01 | 959319104 |
| DUK | DUKE ENERGY CORP | 35,661 | $2.646M | 0.0% | $41.83 | +6.4% | COMMON STOCK USD.001 | 26441C204 |
| — | HILL ROM HOLDINGS INC | 63,634 | $2.641M | 0.0% | $37.60 | — | COMMON STOCK NPV | 431475102 |
| ROK | ROCKWELL AUTOMATION INC | 21,032 | $2.632M | 0.0% | $92.20 | +6.1% | COMMON STOCK USD1. | 773903109 |
| PNW | PINNACLE WEST CAPITAL | 45,438 | $2.628M | 0.0% | $34.33 | +2.2% | COMMON STOCK NPV | 723484101 |
| LTC | LTC PROPERTIES INC | 67,282 | $2.627M | 0.0% | $38.13 | — | REIT USD.01 | 502175102 |
| NTGR | NETGEAR INC | 75,075 | $2.61M | 0.0% | $20.00 | +3.3% | COMMON STOCK USD.001 | 64111Q104 |
| — | CIMAREX ENERGY CO | 18,168 | $2.606M | 0.0% | $96.41 | — | COMMON STOCK USD.01 | 171798101 |
| PPL | PPL CORPORATION | 72,864 | $2.589M | 0.0% | $16.36 | +14.5% | COMMON STOCK USD.01 | 69351T106 |
| — | MYLAN INC | 49,290 | $2.541M | 0.0% | $31.03 | — | COMMON STOCK USD.5 | 628530107 |
| — | BPZ RESOURCES INC | 2,500,000 | $2.536M | 0.0% | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| LLY | ELI LILLY + CO | 40,755 | $2.534M | 0.0% | $41.70 | +15.2% | COMMON STOCK NPV | 532457108 |
| AMGN | AMGEN INC | 21,396 | $2.533M | 0.0% | $81.11 | +2.8% | COMMON STOCK USD.0001 | 031162100 |
| — | NEENAH PAPER INC | 47,398 | $2.519M | 0.0% | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| — | COMPUTER SCIENCES CORP | 39,736 | $2.511M | 0.0% | $57.21 | — | COMMON STOCK USD1. | 205363104 |
| WNC | WABASH NATIONAL CORP | 175,535 | $2.501M | 0.0% | $8.33 | +36.8% | COMMON STOCK USD.01 | 929566107 |
| — | WALGREEN CO | 33,623 | $2.492M | 0.0% | $44.21 | — | COMMON STOCK USD.078125 | 931422109 |
| SNX | SYNNEX CORP | 34,187 | $2.491M | 0.0% | $16.65 | +77.9% | COMMON STOCK USD.001 | 87162W100 |
| EIX | EDISON INTERNATIONAL | 42,775 | $2.486M | 0.0% | $30.68 | +16.9% | COMMON STOCK NPV | 281020107 |
| MO | ALTRIA GROUP INC | 58,900 | $2.47M | 0.0% | $19.20 | 0.0% | COMMON STOCK USD.333 | 02209S103 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 55,496 | $2.454M | 0.0% | $19.17 | +7.9% | COMMON STOCK USD.01 | 78467J100 |
| PSA | PUBLIC STORAGE | 14,264 | $2.444M | 0.0% | $97.59 | +12.0% | REIT USD.1 | 74460D109 |
| — | EQUINIX INC | 11,419 | $2.399M | 0.0% | $203.83 | — | COMMON STOCK USD.001 | 29444U502 |
| LEA | LEAR CORP | 26,531 | $2.37M | 0.0% | $52.16 | +35.3% | COMMON STOCK USD.01 | 521865204 |
| — | RAYTHEON COMPANY | 25,472 | $2.35M | 0.0% | $67.09 | — | COMMON STOCK USD.01 | 755111507 |
| HUM | HUMANA INC | 18,340 | $2.342M | 0.0% | $71.14 | +51.7% | COMMON STOCK USD.166 | 444859102 |
| ENTG | ENTEGRIS INC | 168,989 | $2.323M | 0.0% | $9.27 | +22.5% | COMMON STOCK USD.01 | 29362U104 |
| ANIK | ANIKA THERAPEUTICS INC | 50,105 | $2.321M | 0.0% | $14.42 | +208.3% | COMMON STOCK USD.01 | 035255108 |
| AXP | AMERICAN EXPRESS CO | 24,453 | $2.32M | 0.0% | $75.50 | +1.2% | COMMON STOCK USD.2 | 025816109 |
| BIIB | BIOGEN IDEC INC | 7,328 | $2.311M | 0.0% | $227.86 | +32.1% | COMMON STOCK USD.0005 | 09062X103 |
| NDAQ | NASDAQ OMX GROUP/THE | 59,638 | $2.303M | 0.0% | $9.11 | +11.2% | COMMON STOCK USD.01 | 631103108 |
| — | CORRECTIONS CORP OF AMERICA | 70,101 | $2.303M | 0.0% | $33.87 | — | REIT USD.01 | 22025Y407 |
| — | BASIC ENERGY SERVICES INC | 78,650 | $2.298M | 0.0% | $27.41 | — | COMMON STOCK USD.01 | 06985P100 |
| ABT | ABBOTT LABORATORIES | 56,038 | $2.292M | 0.0% | $31.49 | 0.0% | COMMON STOCK NPV | 002824100 |
| — | CYBERONICS INC | 36,567 | $2.284M | 0.0% | $51.11 | — | COMMON STOCK USD.01 | 23251P102 |
| WRLD | WORLD ACCEPTANCE CORP | 29,760 | $2.261M | 0.0% | $77.87 | 0.0% | COMMON STOCK NPV | 981419104 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 40,547 | $2.233M | 0.0% | $69.31 | -18.9% | COMMON STOCK USD.01 | 37364X109 |
| — | HOME LOAN SERVICING SOLUTION | 97,850 | $2.224M | 0.0% | $22.73 | — | COMMON STOCK | G6648D109 |
| — | NORTHERN OIL AND GAS INC | 135,934 | $2.214M | 0.0% | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| — | EXELIS INC | 129,378 | $2.197M | 0.0% | $13.79 | — | COMMON STOCK USD.01 | 30162A108 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 133,041 | $2.194M | 0.0% | $15.88 | — | REIT USD.01 | 03762U105 |
| — | OMNICARE INC | 32,867 | $2.188M | 0.0% | $47.71 | — | COMMON STOCK USD1. | 681904108 |
| MKSI | MKS INSTRUMENTS INC | 69,785 | $2.18M | 0.0% | $26.21 | -2.0% | COMMON STOCK NPV | 55306N104 |
| — | OMNIVISION TECHNOLOGIES INC | 98,244 | $2.159M | 0.0% | $17.88 | — | COMMON STOCK USD.001 | 682128103 |
| — | HANESBRANDS INC | 21,892 | $2.155M | 0.0% | $67.88 | — | COMMON STOCK USD.01 | 410345102 |
| — | ALCOA INC | 144,070 | $2.145M | 0.0% | $10.66 | — | COMMON STOCK USD1. | 013817101 |
| KMB | KIMBERLY CLARK CORP | 18,679 | $2.077M | 0.0% | $65.08 | +10.3% | COMMON STOCK USD1.25 | 494368103 |
| — | NORTHEAST UTILITIES | 43,812 | $2.071M | 0.0% | $41.73 | — | COMMON STOCK USD5. | 664397106 |
| PII | POLARIS INDUSTRIES INC | 15,831 | $2.062M | 0.0% | $134.91 | -1.8% | COMMON STOCK USD.01 | 731068102 |
| AEP | AMERICAN ELECTRIC POWER | 36,808 | $2.053M | 0.0% | $30.41 | +14.7% | COMMON STOCK USD6.5 | 025537101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 13,936 | $2.049M | 0.0% | $61.12 | +126.9% | COMMON STOCK USD.0001 | G50871105 |
| — | MEAD JOHNSON NUTRITION CO | 21,944 | $2.045M | 0.0% | $75.99 | — | COMMON STOCK USD.01 | 582839106 |
| — | CHINA MOBILE LTD SPON ADR | 41,928 | $2.038M | 0.0% | $51.43 | — | ADR | 16941M109 |
| ALL | ALLSTATE CORP | 34,642 | $2.034M | 0.0% | $37.12 | +20.9% | COMMON STOCK USD.01 | 020002101 |
| — | L 3 COMMUNICATIONS HOLDINGS | 16,812 | $2.03M | 0.0% | $85.73 | — | COMMON STOCK USD.01 | 502424104 |
| — | SANDISK CORP | 19,359 | $2.022M | 0.0% | $77.68 | — | COMMON STOCK USD.001 | 80004C101 |
| KFY | KORN/FERRY INTERNATIONAL | 68,430 | $2.01M | 0.0% | $22.58 | +12.1% | COMMON STOCK USD.01 | 500643200 |
| EOG | EOG RESOURCES INC | 17,118 | $2M | 0.0% | $70.74 | +8.4% | COMMON STOCK USD.01 | 26875P101 |
| NSIT | INSIGHT ENTERPRISES INC | 64,413 | $1.98M | 0.0% | $20.13 | +37.3% | COMMON STOCK USD.01 | 45765U103 |
| COR | AMERISOURCEBERGEN CORP | 27,080 | $1.968M | 0.0% | $49.28 | +1.1% | COMMON STOCK USD.01 | 03073E105 |
| KBR | KBR INC | 82,100 | $1.958M | 0.0% | $21.10 | 0.0% | COMMON STOCK USD.001 | 48242W106 |
| — | CARRIZO OIL + GAS INC | 2,000,000 | $1.95M | 0.0% | $1.00 | — | COMPANY GUAR 06/28 4.375 | 144577AA1 |
| ANDE | ANDERSONS INC/THE | 37,678 | $1.943M | 0.0% | $36.58 | +18.8% | COMMON STOCK NPV | 034164103 |
| — | HANGER INC | 61,420 | $1.932M | 0.0% | $31.46 | — | COMMON STOCK USD.01 | 41043F208 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $1.92M | 0.0% | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| — | ATWOOD OCEANICS INC | 36,380 | $1.909M | 0.0% | $52.47 | — | COMMON STOCK USD1. | 050095108 |
| ESNT | ESSENT GROUP LTD | 94,680 | $1.902M | 0.0% | $18.19 | 0.0% | COMMON STOCK USD.015 | G3198U102 |
| — | AETNA INC | 23,434 | $1.9M | 0.0% | $81.08 | — | COMMON STOCK USD.01 | 00817Y108 |
| FDP | FRESH DEL MONTE PRODUCE INC | 61,704 | $1.891M | 0.0% | $23.15 | -1.0% | COMMON STOCK USD.01 | G36738105 |
| — | STERIS CORP | 35,295 | $1.888M | 0.0% | $42.90 | — | COMMON STOCK NPV | 859152100 |
| — | HEALTHSOUTH CORP W/D | 52,584 | $1.886M | 0.0% | $29.29 | — | COMMON STOCK USD.01 | 421924309 |
| SO | SOUTHERN CO/THE | 41,570 | $1.886M | 0.0% | $26.74 | +0.8% | COMMON STOCK USD5. | 842587107 |
| — | CONTANGO OIL + GAS | 44,250 | $1.872M | 0.0% | $42.31 | — | COMMON STOCK USD.04 | 21075N204 |
| — | UNILEVER PLC SPONSORED ADR | 41,047 | $1.86M | 0.0% | $40.45 | — | ADR | 904767704 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 225,290 | $1.859M | 0.0% | $5.66 | — | COMMON STOCK USD.01 | 518415104 |
| — | B/E AEROSPACE INC | 20,000 | $1.85M | 0.0% | $92.50 | — | COMMON STOCK USD.01 | 073302101 |
| UNM | UNUM GROUP | 52,982 | $1.842M | 0.0% | $27.85 | +22.6% | COMMON STOCK USD.1 | 91529Y106 |
| — | E TRADE FINANCIAL CORP | 85,724 | $1.822M | 0.0% | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| SRE | SEMPRA ENERGY | 17,321 | $1.814M | 0.0% | $27.60 | +25.4% | COMMON STOCK NPV | 816851109 |
| CRUS | CIRRUS LOGIC INC | 79,142 | $1.8M | 0.0% | $20.66 | +5.9% | COMMON STOCK USD.001 | 172755100 |
| — | RETAIL OPPORTUNITY INVESTMEN | 113,593 | $1.787M | 0.0% | $13.82 | — | REIT USD.0001 | 76131N101 |
| PCG | P G + E CORP | 37,041 | $1.779M | 0.0% | $38.84 | +2.6% | COMMON STOCK NPV | 69331C108 |
| — | SYNAGEVA BIOPHARMA CORP | 16,960 | $1.777M | 0.0% | $104.78 | — | COMMON STOCK USD.001 | 87159A103 |
| — | OUTERWALL INC W/I | 29,839 | $1.771M | 0.0% | $51.50 | — | COMMON STOCK USD.001 | 690070107 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $1.77M | 0.0% | $73.44 | — | REIT USD.01 | 84610H108 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 63,746 | $1.724M | 0.0% | $18.79 | +32.9% | COMMON STOCK USD.01 | 199333105 |
| NNBR | NN INC | 67,409 | $1.724M | 0.0% | $12.13 | +69.9% | COMMON STOCK USD.01 | 629337106 |
| PBYI | PUMA BIOTECHNOLOGY INC | 26,097 | $1.722M | 0.0% | $92.31 | -23.0% | COMMON STOCK USD.0001 | 74587V107 |
| — | SELECT INCOME REIT | 57,204 | $1.696M | 0.0% | $27.26 | — | REIT USD.01 | 81618T100 |
| — | DELEK US HOLDINGS INC | 60,034 | $1.695M | 0.0% | $28.78 | — | COMMON STOCK USD.01 | 246647101 |
| WT | WISDOMTREE INVESTMENTS INC | 137,018 | $1.694M | 0.0% | $14.91 | -24.1% | COMMON STOCK USD.01 | 97717P104 |
| — | HARMAN INTERNATIONAL | 15,691 | $1.686M | 0.0% | $106.39 | — | COMMON STOCK USD.01 | 413086109 |
| LEN | LENNAR CORP A | 40,100 | $1.683M | 0.0% | $34.29 | 0.0% | COMMON STOCK USD.1 | 526057104 |
| RDN | RADIAN GROUP INC | 112,600 | $1.668M | 0.0% | $12.03 | 0.0% | COMMON STOCK USD.001 | 750236101 |
| — | RYLAND GROUP INC/THE | 42,271 | $1.667M | 0.0% | $40.54 | — | COMMON STOCK USD1. | 783764103 |
| GME | GAMESTOP CORP CLASS A | 40,755 | $1.649M | 0.0% | $6.27 | +13.8% | COMMON STOCK USD.001 | 36467W109 |
| ORA | ORMAT TECHNOLOGIES INC | 57,115 | $1.647M | 0.0% | $23.90 | +9.2% | COMMON STOCK USD.001 | 686688102 |
| OSUR | ORASURE TECHNOLOGIES INC | 189,880 | $1.635M | 0.0% | $7.01 | 0.0% | COMMON STOCK USD.000001 | 68554V108 |
| POR | PORTLAND GENERAL ELECTRIC CO | 47,054 | $1.631M | 0.0% | $20.00 | +8.0% | COMMON STOCK NPV | 736508847 |
| — | SWIFT TRANSPORTATION CO | 64,460 | $1.626M | 0.0% | $25.22 | — | COMMON STOCK USD.001 | 87074U101 |
| — | HESS CORP | 16,302 | $1.612M | 0.0% | $98.88 | — | COMMON STOCK USD1. | 42809H107 |
| OMC | OMNICOM GROUP | 22,400 | $1.595M | 0.0% | $47.35 | 0.0% | COMMON STOCK USD.15 | 681919106 |
| — | ISHARES MSCI RUSSIA CAPPED ETF | 76,577 | $1.549M | 0.0% | $18.82 | — | ISHARES MSCI RUSSIA CAPPED E | 46429B705 |
| MANH | MANHATTAN ASSOCIATES INC | 44,724 | $1.54M | 0.0% | $30.70 | +7.6% | COMMON STOCK USD.01 | 562750109 |
| CBRL | CRACKER BARREL OLD COUNTRY | 15,468 | $1.54M | 0.0% | $50.99 | +15.8% | COMMON STOCK USD.01 | 22410J106 |
| UFCS | UNITED FIRE GROUP INC | 52,510 | $1.54M | 0.0% | $27.80 | +2.8% | COMMON STOCK USD.001 | 910340108 |
| STC | STEWART INFORMATION SERVICES | 49,374 | $1.531M | 0.0% | $28.01 | +14.1% | COMMON STOCK USD1. | 860372101 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 50,242 | $1.475M | 0.0% | $24.41 | — | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| ABBV | ABBVIE INC | 26,100 | $1.473M | 0.0% | $27.59 | +19.5% | COMMON STOCK USD.01 | 00287Y109 |
| NPKI | NEWPARK RESOURCES INC | 117,816 | $1.468M | 0.0% | $10.36 | +12.5% | COMMON STOCK USD.01 | 651718504 |
| CVLT | COMMVAULT SYSTEMS INC | 29,854 | $1.468M | 0.0% | $75.06 | -28.3% | COMMON STOCK USD.01 | 204166102 |
| EBAY | EBAY INC | 29,140 | $1.459M | 0.0% | $19.39 | 0.0% | COMMON STOCK USD.001 | 278642103 |
| — | ACORDA THERAPEUTICS INC | 43,264 | $1.458M | 0.0% | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| — | BBCN BANCORP INC | 90,817 | $1.449M | 0.0% | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| — | TREEHOUSE FOODS INC | 18,070 | $1.447M | 0.0% | $80.08 | — | COMMON STOCK USD.01 | 89469A104 |
| VOD | VODAFONE GROUP PLC SP ADR | 43,124 | $1.44M | 0.0% | $35.98 | — | ADR | 92857W308 |
| — | AVG TECHNOLOGIES | 71,487 | $1.439M | 0.0% | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | PAREXEL INTERNATIONAL CORP | 27,058 | $1.43M | 0.0% | $45.94 | — | COMMON STOCK USD.01 | 699462107 |
| BA | BOEING CO/THE | 11,208 | $1.426M | 0.0% | $88.95 | +26.6% | COMMON STOCK USD5. | 097023105 |
| — | VERINT SYSTEMS INC | 28,873 | $1.416M | 0.0% | $37.05 | — | COMMON STOCK USD.001 | 92343X100 |
| — | PIER 1 IMPORTS INC | 91,070 | $1.403M | 0.0% | $22.43 | — | COMMON STOCK USD.001 | 720279108 |
| HVT | HAVERTY FURNITURE | 55,219 | $1.388M | 0.0% | $27.59 | -8.0% | COMMON STOCK USD1. | 419596101 |
| — | CASH AMERICA INTL INC | 31,130 | $1.383M | 0.0% | $44.43 | — | COMMON STOCK USD.1 | 14754D100 |
| — | LANNETT CO INC | 27,810 | $1.38M | 0.0% | $49.62 | — | COMMON STOCK USD.001 | 516012101 |
| SANM | SANMINA CORP | 60,500 | $1.378M | 0.0% | $20.25 | 0.0% | COMMON STOCK USD.01 | 801056102 |
| — | RPX CORP | 77,401 | $1.374M | 0.0% | $16.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | PERFICIENT INC | 69,540 | $1.354M | 0.0% | $18.36 | — | COMMON STOCK USD.001 | 71375U101 |
| — | STONE ENERGY CORP | 28,502 | $1.334M | 0.0% | $46.80 | — | COMMON STOCK USD.01 | 861642106 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 18,340 | $1.326M | 0.0% | $69.54 | 0.0% | COMMON STOCK USD.001 | 23918K108 |
| KAI | KADANT INC | 34,170 | $1.314M | 0.0% | $33.91 | -1.8% | COMMON STOCK USD.01 | 48282T104 |
| — | ADVENT SOFTWARE INC | 40,199 | $1.309M | 0.0% | $32.82 | — | COMMON STOCK USD.01 | 007974108 |
| — | SUSQUEHANNA BANCSHARES INC | 123,548 | $1.305M | 0.0% | $12.85 | — | COMMON STOCK USD2. | 869099101 |
| — | TOWER GROUP INTL LTD | 1,500,000 | $1.294M | 0.0% | $0.85 | — | SR UNSECURED 09/14 5 | 891777AC8 |
| IDCC | INTERDIGITAL INC | 26,988 | $1.29M | 0.0% | $41.81 | -7.6% | COMMON STOCK USD.01 | 45867G101 |
| WM | WASTE MANAGEMENT INC | 28,529 | $1.276M | 0.0% | $34.32 | 0.0% | COMMON STOCK USD.01 | 94106L109 |
| AIT | APPLIED INDUSTRIAL TECH INC | 24,865 | $1.261M | 0.0% | $40.21 | -1.1% | COMMON STOCK NPV | 03820C105 |
| CATY | CATHAY GENERAL BANCORP | 48,964 | $1.252M | 0.0% | $17.79 | -1.3% | COMMON STOCK USD.01 | 149150104 |
| MBI | MBIA INC | 112,370 | $1.241M | 0.0% | $5.37 | 0.0% | COMMON STOCK USD1. | 55262C100 |
| — | MANITEX INTERNATIONAL INC | 76,380 | $1.24M | 0.0% | $13.84 | — | COMMON STOCK NPV | 563420108 |
| — | SOLARWINDS INC | 32,000 | $1.237M | 0.0% | $38.66 | — | COMMON STOCK USD.001 | 83416B109 |
| — | MEDASSETS INC | 53,900 | $1.231M | 0.0% | $22.84 | — | COMMON STOCK USD.01 | 584045108 |
| — | CHIQUITA BRANDS INTL | 1,210,000 | $1.218M | 0.0% | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| — | STAPLES INC | 112,077 | $1.215M | 0.0% | $15.70 | — | COMMON STOCK USD.0006 | 855030102 |
| MA | MASTERCARD INC CLASS A | 16,302 | $1.198M | 0.0% | $72.10 | -4.0% | COMMON STOCK USD.0001 | 57636Q104 |
| EZPW | EZCORP INC CL A | 103,386 | $1.194M | 0.0% | $17.15 | -33.4% | COMMON STOCK USD.01 | 302301106 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 30,298 | $1.193M | 0.0% | $17.68 | +9.9% | COMMON STOCK USD.01 | 828730200 |
| — | PETROCHINA CO LTD ADR | 9,447 | $1.186M | 0.0% | $110.44 | — | ADR | 71646E100 |
| BELFB | BEL FUSE INC CL B | 45,890 | $1.178M | 0.0% | $18.19 | +12.4% | COMMON STOCK USD.1 | 077347300 |
| — | CHEMICAL FINANCIAL CORP | 41,850 | $1.175M | 0.0% | $31.66 | — | COMMON STOCK USD1. | 163731102 |
| MMM | 3M CO | 8,151 | $1.168M | 0.0% | $81.05 | 0.0% | COMMON STOCK USD.01 | 88579Y101 |
| PLUS | EPLUS INC | 20,000 | $1.164M | 0.0% | $14.07 | -1.2% | COMMON STOCK USD.01 | 294268107 |
| FIX | COMFORT SYSTEMS USA INC | 73,360 | $1.159M | 0.0% | $15.60 | -8.0% | COMMON STOCK USD.01 | 199908104 |
| — | ANN INC | 28,163 | $1.159M | 0.0% | $36.55 | — | COMMON STOCK USD.0068 | 035623107 |
| — | MB FINANCIAL INC | 42,453 | $1.148M | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | OMEGA PROTEIN CORP | 83,852 | $1.147M | 0.0% | $9.26 | — | COMMON STOCK USD.01 | 68210P107 |
| — | VALE SA SP PREF ADR | 95,296 | $1.134M | 0.0% | $12.19 | — | ADR NPV | 91912E204 |
| — | TE CONNECTIVITY LTD | 18,340 | $1.134M | 0.0% | $56.58 | — | COMMON STOCK CHF.57 | H84989104 |
| — | PLANTRONICS INC | 23,542 | $1.131M | 0.0% | $43.93 | — | COMMON STOCK USD.01 | 727493108 |
| — | SYMANTEC CORP | 48,592 | $1.113M | 0.0% | $23.12 | — | COMMON STOCK USD.01 | 871503108 |
| DTE | DTE ENERGY COMPANY | 14,264 | $1.111M | 0.0% | $38.29 | +14.5% | COMMON STOCK NPV | 233331107 |
| — | VALSPAR CORP | 14,583 | $1.111M | 0.0% | $65.12 | — | COMMON STOCK USD.5 | 920355104 |
| MATX | MATSON INC | 41,180 | $1.105M | 0.0% | $19.61 | 0.0% | COMMON STOCK NPV | 57686G105 |
| — | AXIALL CORP | 23,342 | $1.103M | 0.0% | $43.44 | — | COMMON STOCK USD.01 | 05463D100 |
| AMP | AMERIPRISE FINANCIAL INC | 9,170 | $1.1M | 0.0% | $80.05 | +9.4% | COMMON STOCK USD.01 | 03076C106 |
| — | NOBLE CORP PLC | 32,604 | $1.094M | 0.0% | $32.74 | — | COMMON STOCK USD.01 | G65431101 |
| PLD | PROLOGIS INC | 26,491 | $1.089M | 0.0% | $27.64 | +5.1% | REIT USD.01 | 74340W103 |
| ALG | ALAMO GROUP INC | 20,000 | $1.082M | 0.0% | $50.61 | -0.6% | COMMON STOCK USD.1 | 011311107 |
| — | SHUTTERFLY INC | 25,100 | $1.081M | 0.0% | $43.07 | — | COMMON STOCK USD.0001 | 82568P304 |
| — | HARRIS CORP | 14,264 | $1.08M | 0.0% | $49.55 | — | COMMON STOCK USD1. | 413875105 |
| — | SPX CORP | 9,947 | $1.076M | 0.0% | $99.63 | — | COMMON STOCK USD10. | 784635104 |
| — | ISHARES MSCI MALAYSIA ETF | 66,331 | $1.053M | 0.0% | $15.64 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| — | CITRIX SYSTEMS INC | 16,800 | $1.051M | 0.0% | $62.56 | — | COMMON STOCK USD.001 | 177376100 |
| LNC | LINCOLN NATIONAL CORP | 20,378 | $1.048M | 0.0% | $31.80 | +3.8% | COMMON STOCK NPV | 534187109 |
| NUS | NU SKIN ENTERPRISES INC A | 14,100 | $1.043M | 0.0% | $59.67 | -9.6% | COMMON STOCK USD.001 | 67018T105 |
| LPX | LOUISIANA PACIFIC CORP | 69,434 | $1.043M | 0.0% | $17.62 | -13.5% | COMMON STOCK USD1. | 546347105 |
| — | ARRIS GROUP INC | 31,996 | $1.041M | 0.0% | $32.54 | — | COMMON STOCK USD.01 | 04270V106 |
| CMI | CUMMINS INC | 6,725 | $1.038M | 0.0% | $96.30 | +15.0% | COMMON STOCK USD2.5 | 231021106 |
| ARCB | ARCBEST CORP | 23,752 | $1.033M | 0.0% | $36.80 | 0.0% | COMMON STOCK USD.01 | 03937C105 |
| — | QUALITY DISTRIBUTION INC | 69,470 | $1.032M | 0.0% | $14.86 | — | COMMON STOCK NPV | 74756M102 |
| RGEN | REPLIGEN CORP | 45,032 | $1.026M | 0.0% | $11.94 | +49.1% | COMMON STOCK USD.01 | 759916109 |
| MEI | METHODE ELECTRONICS INC | 26,842 | $1.026M | 0.0% | $24.50 | 0.0% | COMMON STOCK USD.5 | 591520200 |
| — | PICO HOLDINGS INC | 43,022 | $1.022M | 0.0% | $22.59 | — | COMMON STOCK USD.001 | 693366205 |
| NOK | NOKIA CORP SPON ADR | 132,991 | $1.005M | 0.0% | $5.63 | — | ADR | 654902204 |
| — | CELLDEX THERAPEUTICS INC | 61,442 | $1.003M | 0.0% | $18.26 | — | COMMON STOCK USD.001 | 15117B103 |
| — | CALAMP CORP | 46,260 | $1.002M | 0.0% | $27.97 | — | COMMON STOCK USD.01 | 128126109 |
| IDA | IDACORP INC | 17,284 | $1M | 0.0% | $53.58 | +3.1% | COMMON STOCK NPV | 451107106 |
| AMAT | APPLIED MATERIALS INC | 44,002 | $992K | 0.0% | $13.36 | +31.6% | COMMON STOCK USD.01 | 038222105 |
| — | CROWN CASTLE INTL CORP | 13,245 | $984K | 0.0% | $72.40 | — | REIT USD.01 | 228227104 |
| — | ISIS PHARMACEUTICALS INC | 28,237 | $973K | 0.0% | $39.84 | — | COMMON STOCK USD.001 | 464330109 |
| — | WEB.COM GROUP INC | 33,570 | $969K | 0.0% | $34.02 | — | COMMON STOCK USD.001 | 94733A104 |
| UPS | UNITED PARCEL SERVICE CL B | 9,380 | $963K | 0.0% | $66.59 | 0.0% | COMMON STOCK USD.01 | 911312106 |
| PNNT | PENNANTPARK INVESTMENT CORP | 83,930 | $962K | 0.0% | $2.61 | 0.0% | COMMON STOCK USD.001 | 708062104 |
| — | CEPHEID INC | 19,976 | $958K | 0.0% | $37.92 | — | COMMON STOCK NPV | 15670R107 |
| ERIC | ERICSSON (LM) TEL SP ADR | 78,484 | $948K | 0.0% | $11.70 | — | ADR | 294821608 |
| MYGN | MYRIAD GENETICS INC | 24,330 | $947K | 0.0% | $25.81 | +44.2% | COMMON STOCK USD.01 | 62855J104 |
| — | JOHNSON CONTROLS INC | 18,706 | $934K | 0.0% | $35.78 | — | COMMON STOCK USD.01388 | 478366107 |
| RRX | REGAL BELOIT CORP | 11,846 | $931K | 0.0% | $69.87 | +8.6% | COMMON STOCK USD.01 | 758750103 |
| — | ROCKWELL COLLINS INC | 11,694 | $914K | 0.0% | $63.40 | — | COMMON STOCK USD.01 | 774341101 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 14,399 | $910K | 0.0% | $37.78 | +57.3% | COMMON STOCK USD.01 | 02043Q107 |
| — | CAI INTERNATIONAL INC | 41,249 | $908K | 0.0% | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| HCI | HCI GROUP INC | 22,110 | $898K | 0.0% | $38.70 | 0.0% | COMMON STOCK NPV | 40416E103 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 98,708 | $893K | 0.0% | $10.50 | -9.0% | COMMON STOCK USD.001 | 90385V107 |
| — | FORWARD AIR CORPORATION | 18,527 | $887K | 0.0% | $46.09 | — | COMMON STOCK USD.01 | 349853101 |
| HTLD | HEARTLAND EXPRESS INC | 41,281 | $881K | 0.0% | $20.91 | +3.5% | COMMON STOCK USD.01 | 422347104 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 26,100 | $880K | 0.0% | $33.72 | — | COMMON STOCK USD.01 | 848574109 |
| WD | WALKER + DUNLOP INC | 62,036 | $875K | 0.0% | $13.94 | -10.3% | COMMON STOCK | 93148P102 |
| FF | FUTUREFUEL CORP | 51,600 | $856K | 0.0% | $4.57 | +8.7% | COMMON STOCK USD.0001 | 36116M106 |
| — | TREE.COM INC | 28,888 | $842K | 0.0% | $26.25 | — | COMMON STOCK USD.01 | 894675107 |
| BBY | BEST BUY CO INC | 26,769 | $830K | 0.0% | $16.63 | +6.8% | COMMON STOCK USD.1 | 086516101 |
| — | WABCO HOLDINGS INC | 7,771 | $830K | 0.0% | $74.64 | — | COMMON STOCK USD.01 | 92927K102 |
| MOV | MOVADO GROUP INC | 19,849 | $827K | 0.0% | $40.35 | 0.0% | COMMON STOCK USD.01 | 624580106 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $821K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | UIL HOLDINGS CORP | 21,100 | $817K | 0.0% | $38.72 | — | COMMON STOCK NPV | 902748102 |
| — | MANNING + NAPIER INC | 46,951 | $810K | 0.0% | $17.76 | — | COMMON STOCK USD.01 | 56382Q102 |
| FE | FIRSTENERGY CORP | 23,087 | $802K | 0.0% | $23.88 | -13.2% | COMMON STOCK USD.1 | 337932107 |
| — | COLONY FINANCIAL INC | 33,592 | $780K | 0.0% | $21.17 | — | REIT USD.01 | 19624R106 |
| — | SCHULMAN (A.) INC | 20,159 | $780K | 0.0% | $36.26 | — | COMMON STOCK USD1. | 808194104 |
| — | UNITED STATIONERS INC | 18,433 | $764K | 0.0% | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| — | EINSTEIN NOAH RESTAURANT GRO | 47,334 | $760K | 0.0% | $17.32 | — | COMMON STOCK USD.001 | 28257U104 |
| — | EMC INS GROUP INC | 24,570 | $756K | 0.0% | $35.52 | — | COMMON STOCK USD1. | 268664109 |
| — | CHESAPEAKE ENERGY CORP | 24,279 | $755K | 0.0% | $22.10 | — | COMMON STOCK USD.01 | 165167107 |
| — | THOMPSON CREEK METALS CO W/I | 254,682 | $754K | 0.0% | $2.96 | — | COMMON STOCK NPV | 884768102 |
| — | CONNECTICUT WATER SVC INC | 22,080 | $748K | 0.0% | $33.88 | — | COMMON STOCK NPV | 207797101 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 16,220 | $744K | 0.0% | $32.70 | — | ADR | 824596100 |
| EMBJ | EMBRAER SA ADR | 20,203 | $736K | 0.0% | $35.50 | — | ADR | 29082A107 |
| CCK | CROWN HOLDINGS INC | 14,668 | $730K | 0.0% | $45.58 | 0.0% | COMMON STOCK USD5. | 228368106 |
| — | VOXX INTERNATIONAL CORP | 77,107 | $726K | 0.0% | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| — | URS CORP | 15,845 | $726K | 0.0% | $47.22 | — | COMMON STOCK USD.01 | 903236107 |
| EXC | EXELON CORP | 19,545 | $713K | 0.0% | $14.80 | +14.0% | COMMON STOCK NPV | 30161N101 |
| — | ELECTRONICS FOR IMAGING | 15,610 | $706K | 0.0% | $43.30 | — | COMMON STOCK USD.01 | 286082102 |
| — | ZILLOW INC CLASS A | 4,888 | $699K | 0.0% | $81.63 | — | COMMON STOCK USD.0001 | 98954A107 |
| — | UNITED TECHNOLOGIES CORP | 6,041 | $697K | 0.0% | $116.18 | — | COMMON STOCK USD1. | 913017109 |
| — | HARBINGER GROUP INC | 53,200 | $676K | 0.0% | $12.71 | — | COMMON STOCK USD.01 | 41146A106 |
| ROP | ROPER INDUSTRIES INC | 4,559 | $666K | 0.0% | $130.09 | 0.0% | COMMON STOCK USD.01 | 776696106 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 13,915 | $665K | 0.0% | $46.65 | — | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| — | ALON USA ENERGY INC | 53,155 | $661K | 0.0% | $14.66 | — | COMMON STOCK USD.01 | 020520102 |
| UFI | UNIFI INC | 24,020 | $661K | 0.0% | $23.53 | 0.0% | COMMON STOCK USD.1 | 904677200 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 10,915 | $652K | 0.0% | $13.40 | 0.0% | COMMON STOCK USD.01 | 88023U101 |
| — | SCRIPPS NETWORKS INTER CL A | 8,000 | $649K | 0.0% | $81.13 | — | COMMON STOCK USD.01 | 811065101 |
| — | CONN S INC | 13,040 | $644K | 0.0% | $49.39 | — | COMMON STOCK USD.01 | 208242107 |
| MCRI | MONARCH CASINO + RESORT INC | 42,364 | $641K | 0.0% | $13.55 | +19.5% | COMMON STOCK USD.01 | 609027107 |
| CNXN | PC CONNECTION INC | 30,733 | $636K | 0.0% | $13.70 | +31.4% | COMMON STOCK USD.01 | 69318J100 |
| — | HAWAIIAN HOLDINGS INC | 45,553 | $625K | 0.0% | $9.63 | — | COMMON STOCK USD.01 | 419879101 |
| — | ENERNOC INC | 32,670 | $619K | 0.0% | $18.95 | — | COMMON STOCK USD.001 | 292764107 |
| — | CIA PARANAENSE ENER SP ADR P | 39,621 | $607K | 0.0% | $12.48 | — | ADR NPV | 20441B407 |
| OPK | OPKO HEALTH INC | 68,060 | $602K | 0.0% | $8.73 | 0.0% | COMMON STOCK USD.01 | 68375N103 |
| — | ANALOGIC CORP | 7,605 | $595K | 0.0% | $88.49 | — | COMMON STOCK USD.05 | 032657207 |
| — | CHIPMOS TECHNOLOGIES BERMUDA | 24,654 | $595K | 0.0% | $19.24 | — | COMMON STOCK USD.01 | G2110R114 |
| — | CNOOC LTD ADR | 3,246 | $582K | 0.0% | $179.30 | — | ADR | 126132109 |
| MHO | M/I HOMES INC | 23,950 | $581K | 0.0% | $22.75 | 0.0% | COMMON STOCK USD.01 | 55305B101 |
| DCO | DUCOMMUN INC | 22,074 | $577K | 0.0% | $25.51 | -2.3% | COMMON STOCK USD.01 | 264147109 |
| MLCO | MELCO CROWN ENTERTAINME ADR | 16,080 | $574K | 0.0% | $22.37 | — | ADR USD.01 | 585464100 |
| — | K12 INC | 23,750 | $572K | 0.0% | $24.08 | — | COMMON STOCK USD.0001 | 48273U102 |
| — | STEMLINE THERAPEUTICS INC | 38,810 | $569K | 0.0% | $14.66 | — | COMMON STOCK USD.0001 | 85858C107 |
| — | FIDELITY SOUTHERN CORP | 43,575 | $566K | 0.0% | $16.61 | — | COMMON STOCK NPV | 316394105 |
| TRMB | TRIMBLE NAVIGATION LTD | 15,210 | $562K | 0.0% | $35.99 | +3.9% | COMMON STOCK NPV | 896239100 |
| O | REALTY INCOME CORP | 12,600 | $560K | 0.0% | $24.22 | 0.0% | REIT USD1. | 756109104 |
| EBS | EMERGENT BIOSOLUTIONS INC | 24,661 | $554K | 0.0% | $15.28 | +52.5% | COMMON STOCK USD.001 | 29089Q105 |
| — | INSYS THERAPEUTICS INC | 17,569 | $549K | 0.0% | $34.98 | — | COMMON STOCK USD.0002145 | 45824V209 |
| LPL | LG DISPLAY CO LTD ADR | 34,612 | $546K | 0.0% | $12.89 | — | ADR | 50186V102 |
| TDG | TRANSDIGM GROUP INC | 3,244 | $543K | 0.0% | $70.58 | +43.1% | COMMON STOCK USD.01 | 893641100 |
| PVH | PVH CORP | 4,407 | $514K | 0.0% | $112.68 | +8.6% | COMMON STOCK USD1. | 693656100 |
| — | CELESTICA INC | 40,916 | $514K | 0.0% | $11.14 | — | COMMON STOCK NPV | 15101Q108 |
| PCAR | PACCAR INC | 8,136 | $511K | 0.0% | $21.67 | +27.5% | COMMON STOCK USD1. | 693718108 |
| — | SELECT COMFORT CORPORATION | 23,907 | $494K | 0.0% | $24.62 | — | COMMON STOCK USD.01 | 81616X103 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 32,990 | $490K | 0.0% | $12.76 | +10.6% | COMMON STOCK USD.001 | 64125C109 |
| MRSH | MARSH + MCLENNAN COS | 9,364 | $485K | 0.0% | $31.19 | +29.9% | COMMON STOCK USD1. | 571748102 |
| — | MANITOWOC COMPANY INC | 14,657 | $482K | 0.0% | $17.90 | — | COMMON STOCK USD.01 | 563571108 |
| — | PRICELINE GROUP INC/THE | 400 | $481K | 0.0% | $1192.50 | — | COMMON STOCK USD.008 | 741503403 |
| RGR | STURM RUGER + CO INC | 7,652 | $452K | 0.0% | $53.75 | +16.4% | COMMON STOCK USD1. | 864159108 |
| EQR | EQUITY RESIDENTIAL | 7,132 | $449K | 0.0% | $29.24 | +17.8% | REIT USD.01 | 29476L107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 9,100 | $444K | 0.0% | $14.85 | +25.8% | COMMON STOCK USD.001 | 595017104 |
| LGND | LIGAND PHARMACEUTICALS | 6,970 | $434K | 0.0% | $40.58 | 0.0% | COMMON STOCK USD.001 | 53220K504 |
| MCHI | ISHARES MSCI CHINA ETF | 9,312 | $432K | 0.0% | $46.39 | — | ISHARES MSCI CHINA ETF | 46429B671 |
| — | TRIUMPH GROUP INC | 6,155 | $430K | 0.0% | $78.41 | — | COMMON STOCK USD.001 | 896818101 |
| — | LINEAR TECHNOLOGY CORP | 9,015 | $424K | 0.0% | $40.61 | — | COMMON STOCK USD.001 | 535678106 |
| — | QLOGIC CORP | 41,900 | $423K | 0.0% | $10.10 | — | COMMON STOCK USD.001 | 747277101 |
| SBUX | STARBUCKS CORP | 5,440 | $421K | 0.0% | $28.87 | 0.0% | COMMON STOCK USD.001 | 855244109 |
| DKS | DICK S SPORTING GOODS INC | 8,900 | $414K | 0.0% | $36.47 | 0.0% | COMMON STOCK USD.01 | 253393102 |
| — | VITAMIN SHOPPE INC | 9,610 | $413K | 0.0% | $42.98 | — | COMMON STOCK USD.01 | 92849E101 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $407K | 0.0% | $9.18 | -0.4% | COMMON STOCK USD1. | 31983A103 |
| — | TESARO INC | 12,880 | $401K | 0.0% | $31.13 | — | COMMON STOCK USD.0001 | 881569107 |
| — | EPIZYME INC | 12,236 | $381K | 0.0% | $40.12 | — | COMMON STOCK USD.0001 | 29428V104 |
| — | ENDOCYTE INC | 57,850 | $381K | 0.0% | $6.59 | — | COMMON STOCK | 29269A102 |
| DHR | DANAHER CORP | 4,800 | $378K | 0.0% | $31.10 | 0.0% | COMMON STOCK USD.01 | 235851102 |
| ACN | ACCENTURE PLC CL A | 4,596 | $372K | 0.0% | $63.40 | +4.3% | COMMON STOCK USD.0000225 | G1151C101 |
| — | QUALITY SYSTEMS INC | 22,695 | $364K | 0.0% | $18.71 | — | COMMON STOCK USD.01 | 747582104 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 7,957 | $361K | 0.0% | $48.91 | — | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| SRPT | SAREPTA THERAPEUTICS INC | 12,035 | $359K | 0.0% | $31.61 | 0.0% | COMMON STOCK USD.0001 | 803607100 |
| — | UNITED STATES STEEL CORP | 13,700 | $357K | 0.0% | $26.06 | — | COMMON STOCK USD1. | 912909108 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 31,999 | $350K | 0.0% | $8.90 | +0.1% | COMMON STOCK USD.001 | 868459108 |
| — | SUNPOWER CORP | 8,500 | $348K | 0.0% | $40.94 | — | COMMON STOCK USD.001 | 867652406 |
| — | OI SA ADR | 405,349 | $348K | 0.0% | $0.86 | — | ADR | 670851203 |
| CACC | CREDIT ACCEPTANCE CORP | 2,700 | $332K | 0.0% | $131.97 | 0.0% | COMMON STOCK USD.01 | 225310101 |
| — | WINDSTREAM HOLDINGS INC | 33,100 | $330K | 0.0% | $9.97 | — | COMMON STOCK USD.0001 | 97382A101 |
| — | PS BUSINESS PARKS INC/CA | 3,910 | $326K | 0.0% | $83.38 | — | REIT USD.01 | 69360J107 |
| — | AUXILIUM PHARMACEUTICALS INC | 15,989 | $321K | 0.0% | $18.22 | — | COMMON STOCK USD.01 | 05334D107 |
| — | VERASTEM INC | 32,880 | $298K | 0.0% | $9.06 | — | COMMON STOCK USD.0001 | 92337C104 |
| — | RENEWABLE ENERGY GROUP INC | 24,900 | $286K | 0.0% | $11.49 | — | COMMON STOCK USD.0001 | 75972A301 |
| — | BANKFINANCIAL CORP | 25,270 | $282K | 0.0% | $11.16 | — | COMMON STOCK USD.01 | 06643P104 |
| ZBH | ZIMMER HOLDINGS INC | 2,640 | $274K | 0.0% | $71.67 | +23.7% | COMMON STOCK USD.01 | 98956P102 |
| — | TETRAPHASE PHARMACEUTICALS I | 19,915 | $269K | 0.0% | $13.51 | — | COMMON STOCK USD.001 | 88165N105 |
| BK | BANK OF NEW YORK MELLON CORP | 7,106 | $266K | 0.0% | $21.22 | +22.9% | COMMON STOCK USD.01 | 064058100 |
| — | CYNOSURE INC A | 12,113 | $257K | 0.0% | $29.31 | — | COMMON STOCK USD.001 | 232577205 |
| — | ROCKET FUEL INC | 8,200 | $255K | 0.0% | $31.10 | — | COMMON STOCK USD.001 | 773111109 |
| — | CLOVIS ONCOLOGY INC | 5,773 | $239K | 0.0% | $67.05 | — | COMMON STOCK USD.001 | 189464100 |
| — | INGERSOLL RAND PLC | 3,729 | $233K | 0.0% | $59.64 | — | COMMON STOCK USD1. | G47791101 |
| — | COVIDIEN PLC | 2,546 | $230K | 0.0% | $64.72 | — | COMMON STOCK USD.2 | G2554F113 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 12,280 | $222K | 0.0% | $18.08 | — | COMMON STOCK USD.001 | 018680306 |
| BAX | BAXTER INTERNATIONAL INC | 2,855 | $206K | 0.0% | $29.94 | +9.2% | COMMON STOCK USD1. | 071813109 |
| HURC | HURCO COMPANIES INC | 5,630 | $159K | 0.0% | $27.39 | 0.0% | COMMON STOCK NPV | 447324104 |
| KODK | EASTMAN KODAK CO | 6,411 | $157K | 0.0% | $26.90 | +6.4% | COMMON STOCK USD.01 | 277461406 |
| CPS | COOPER STANDARD HOLDING | 2,259 | $149K | 0.0% | $50.83 | +30.4% | COMMON STOCK USD.001 | 21676P103 |
| HSIC | HENRY SCHEIN INC | 1,178 | $140K | 0.0% | $42.39 | +7.9% | COMMON STOCK USD.01 | 806407102 |
| — | FIRST DEFIANCE FINL CORP | 4,638 | $133K | 0.0% | $22.55 | — | COMMON STOCK USD.01 | 32006W106 |
| PRU | PRUDENTIAL FINANCIAL INC | 1,181 | $105K | 0.0% | $38.68 | +32.8% | COMMON STOCK USD.01 | 744320102 |
| WAFD | WASHINGTON FEDERAL INC | 4,484 | $101K | 0.0% | $12.90 | +21.3% | COMMON STOCK USD1. | 938824109 |
| RMD | RESMED INC | 1,630 | $83,000 | 0.0% | $40.26 | +5.8% | COMMON STOCK USD.004 | 761152107 |
| — | REPUBLIC AIRWAYS HOLDINGS IN | 6,010 | $65,000 | 0.0% | $10.82 | — | COMMON STOCK USD.001 | 760276105 |
| EIDO | ISHARES MSCI INDONESIA ETF | 2,300 | $61,000 | 0.0% | $27.72 | — | ISHARES MSCI INDONESIA ETF | 46429B309 |
| — | OI SA ADR | 41,482 | $40,000 | 0.0% | $0.96 | — | ADR | 670851104 |
| — | EASTMAN KODAK CO | 2,209 | $21,000 | 0.0% | $19.47 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,209 | $20,000 | 0.0% | $18.11 | — | EASTMAN KODAK CO CW18 135 | 277461141 |