Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 3, 2014
Total Value: $5.77B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $715M | 12.4% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EEM | ISHARES MSCI EMERGING MARKETS | 9,614,530 | $400M | 6.9% | $40.39 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| EFA | ISHARES MSCI EAFE ETF | 5,018,698 | $322M | 5.6% | $65.40 | — | ISHARES MSCI EAFE ETF | 464287465 |
| TX | TERNIUM SA SPONSORED ADR | 9,573,730 | $230M | 4.0% | $23.38 | — | ADR USD1. | 880890108 |
| — | BANCOLOMBIA S.A. SPONS ADR | 2,140,862 | $121M | 2.1% | $56.79 | — | ADR | 05968L102 |
| PKX | POSCO SPON ADR | 1,492,845 | $113M | 2.0% | $66.92 | — | ADR | 693483109 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 7,862,470 | $91.05M | 1.6% | $11.69 | — | ADR | 204448104 |
| AAPL | APPLE INC | 718,539 | $72.39M | 1.3% | $17.95 | +20.5% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 1,386,529 | $64.28M | 1.1% | $28.66 | +31.4% | COMMON STOCK USD.00000625 | 594918104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 5,219,220 | $62.63M | 1.1% | $14.71 | — | ADR NPV | 035128206 |
| PFE | PFIZER INC | 1,901,270 | $56.22M | 1.0% | $16.59 | +5.2% | COMMON STOCK USD.05 | 717081103 |
| MRK | MERCK + CO. INC. | 905,143 | $53.66M | 0.9% | $30.21 | +30.3% | COMMON STOCK USD.5 | 58933Y105 |
| CVX | CHEVRON CORP | 426,890 | $50.94M | 0.9% | $71.33 | +10.1% | COMMON STOCK USD.75 | 166764100 |
| CSCO | CISCO SYSTEMS INC | 2,020,346 | $50.85M | 0.9% | $15.37 | +15.1% | COMMON STOCK USD.001 | 17275R102 |
| ORCL | ORACLE CORP | 1,291,934 | $49.45M | 0.9% | $27.52 | +24.3% | COMMON STOCK USD.01 | 68389X105 |
| — | AMERICA MOVIL SPN ADR CL L | 1,948,219 | $49.09M | 0.9% | $21.74 | — | ADR NPV | 02364W105 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 2,405,757 | $48.55M | 0.8% | $20.02 | — | ADR | 874039100 |
| PG | PROCTER + GAMBLE CO/THE | 575,228 | $48.17M | 0.8% | $56.24 | +6.2% | COMMON STOCK | 742718109 |
| — | CELGENE CORP | 496,495 | $47.06M | 0.8% | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| KO | COCA COLA CO/THE | 1,068,311 | $45.57M | 0.8% | $27.46 | +5.1% | COMMON STOCK USD.25 | 191216100 |
| JPM | JPMORGAN CHASE + CO | 755,726 | $45.52M | 0.8% | $36.36 | +18.6% | COMMON STOCK USD1.0 | 46625H100 |
| VZ | VERIZON COMMUNICATIONS INC | 873,546 | $43.67M | 0.8% | $26.05 | +6.7% | COMMON STOCK USD.1 | 92343V104 |
| CPA | COPA HOLDINGS SA CLASS A | 380,569 | $40.83M | 0.7% | $94.10 | 0.0% | COMMON STOCK NPV | P31076105 |
| XOM | EXXON MOBIL CORP | 405,793 | $38.16M | 0.7% | $53.81 | +14.3% | COMMON STOCK NPV | 30231G102 |
| C | CITIGROUP INC | 724,313 | $37.53M | 0.7% | $35.87 | +4.3% | COMMON STOCK USD.01 | 172967424 |
| AAL | AMERICAN AIRLINES GROUP INC | 1,054,883 | $37.43M | 0.6% | $35.57 | +4.4% | COMMON STOCK | 02376R102 |
| DIS | WALT DISNEY CO/THE | 401,028 | $35.7M | 0.6% | $57.20 | +38.7% | COMMON STOCK USD.01 | 254687106 |
| M | MACY S INC | 583,479 | $33.95M | 0.6% | $48.99 | +21.0% | COMMON STOCK USD.01 | 55616P104 |
| CMCSA | COMCAST CORP CLASS A | 613,856 | $33.01M | 0.6% | $19.86 | +6.6% | COMMON STOCK USD.01 | 20030N101 |
| SPY | SPDR S+P 500 ETF TRUST | 165,751 | $32.66M | 0.6% | $184.19 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | NATIONAL OILWELL VARCO INC | 417,045 | $31.74M | 0.6% | $70.92 | — | COMMON STOCK USD.01 | 637071101 |
| IBM | INTL BUSINESS MACHINES CORP | 164,816 | $31.29M | 0.5% | $114.89 | -0.5% | COMMON STOCK USD.2 | 459200101 |
| — | BED BATH + BEYOND INC | 473,710 | $31.18M | 0.5% | $66.33 | — | COMMON STOCK USD.01 | 075896100 |
| AIG | AMERICAN INTERNATIONAL GROUP | 569,279 | $30.75M | 0.5% | $34.20 | +22.2% | COMMON STOCK USD2.5 | 026874784 |
| SLB | SCHLUMBERGER LTD | 301,188 | $30.63M | 0.5% | $53.39 | +48.9% | COMMON STOCK USD.01 | 806857108 |
| GILD | GILEAD SCIENCES INC | 285,410 | $30.38M | 0.5% | $54.85 | +24.0% | COMMON STOCK USD.001 | 375558103 |
| OXY | OCCIDENTAL PETROLEUM CORP | 309,917 | $29.8M | 0.5% | $58.52 | +16.3% | COMMON STOCK USD.2 | 674599105 |
| BAC | BANK OF AMERICA CORP | 1,732,313 | $29.54M | 0.5% | $10.99 | +14.4% | COMMON STOCK USD.01 | 060505104 |
| MCD | MCDONALD S CORP | 306,579 | $29.07M | 0.5% | $71.03 | +0.3% | COMMON STOCK USD.01 | 580135101 |
| JNJ | JOHNSON + JOHNSON | 269,388 | $28.71M | 0.5% | $61.55 | +22.8% | COMMON STOCK USD1. | 478160104 |
| USB | US BANCORP | 664,198 | $27.78M | 0.5% | $22.71 | +25.1% | COMMON STOCK USD.01 | 902973304 |
| — | CTC MEDIA INC | 4,036,433 | $26.84M | 0.5% | $7.81 | — | COMMON STOCK USD.01 | 12642X106 |
| — | KRAFT FOODS GROUP INC | 470,308 | $26.52M | 0.5% | $55.14 | — | COMMON STOCK | 50076Q106 |
| PNC | PNC FINANCIAL SERVICES GROUP | 306,275 | $26.21M | 0.5% | $51.55 | +16.1% | COMMON STOCK USD5. | 693475105 |
| UNP | UNION PACIFIC CORP | 234,596 | $25.43M | 0.4% | $76.51 | +5.0% | COMMON STOCK USD2.5 | 907818108 |
| COF | CAPITAL ONE FINANCIAL CORP | 307,625 | $25.11M | 0.4% | $49.10 | +35.7% | COMMON STOCK USD.01 | 14040H105 |
| — | EXPRESS SCRIPTS HOLDING CO | 347,754 | $24.56M | 0.4% | $61.83 | — | COMMON STOCK USD.01 | 30219G108 |
| TXT | TEXTRON INC | 680,221 | $24.48M | 0.4% | $30.92 | +19.4% | COMMON STOCK USD.125 | 883203101 |
| — | BAKER HUGHES INC | 366,002 | $23.81M | 0.4% | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| BALL | BALL CORP | 365,928 | $23.15M | 0.4% | $20.67 | +37.3% | COMMON STOCK NPV | 058498106 |
| EL | ESTEE LAUDER COMPANIES CL A | 298,846 | $22.33M | 0.4% | $60.66 | +7.3% | COMMON STOCK USD.01 | 518439104 |
| — | PRAXAIR INC | 172,934 | $22.31M | 0.4% | $130.56 | — | COMMON STOCK USD.01 | 74005P104 |
| MET | METLIFE INC | 410,962 | $22.08M | 0.4% | $24.57 | +35.4% | COMMON STOCK USD.01 | 59156R108 |
| PM | PHILIP MORRIS INTERNATIONAL | 263,323 | $21.96M | 0.4% | $49.51 | -3.3% | COMMON STOCK NPV | 718172109 |
| RS | RELIANCE STEEL + ALUMINUM | 320,536 | $21.93M | 0.4% | $70.03 | +1.5% | COMMON STOCK NPV | 759509102 |
| GS | GOLDMAN SACHS GROUP INC | 118,994 | $21.84M | 0.4% | $127.39 | +10.4% | COMMON STOCK USD.01 | 38141G104 |
| NRG | NRG ENERGY INC | 716,468 | $21.84M | 0.4% | $21.72 | +11.7% | COMMON STOCK USD.01 | 629377508 |
| — | MEDTRONIC INC | 343,663 | $21.29M | 0.4% | $52.07 | — | COMMON STOCK USD.1 | 585055106 |
| NWL | NEWELL RUBBERMAID INC | 617,088 | $21.23M | 0.4% | $16.87 | +27.2% | COMMON STOCK USD1. | 651229106 |
| — | HEWLETT PACKARD CO | 597,818 | $21.2M | 0.4% | $24.81 | — | COMMON STOCK USD.01 | 428236103 |
| CVE | CENOVUS ENERGY INC | 753,456 | $20.25M | 0.4% | $22.60 | +6.7% | COMMON STOCK NPV | 15135U109 |
| NTAP | NETAPP INC | 458,666 | $19.7M | 0.3% | $26.84 | +12.3% | COMMON STOCK USD.001 | 64110D104 |
| — | CIGNA CORP | 214,012 | $19.41M | 0.3% | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| MOS | MOSAIC CO/THE | 428,451 | $19.03M | 0.3% | $42.39 | -11.8% | COMMON STOCK USD.01 | 61945C103 |
| DAL | DELTA AIR LINES INC | 519,931 | $18.8M | 0.3% | $14.99 | +122.6% | COMMON STOCK USD.0001 | 247361702 |
| CL | COLGATE PALMOLIVE CO | 283,670 | $18.5M | 0.3% | $48.95 | +3.5% | COMMON STOCK USD1. | 194162103 |
| — | UNITED TECHNOLOGIES CORP | 173,706 | $18.34M | 0.3% | $105.97 | — | COMMON STOCK USD1. | 913017109 |
| BDX | BECTON DICKINSON AND CO | 161,123 | $18.34M | 0.3% | $81.02 | +18.1% | COMMON STOCK USD1. | 075887109 |
| F | FORD MOTOR CO | 1,231,242 | $18.21M | 0.3% | $9.11 | +3.0% | COMMON STOCK USD.01 | 345370860 |
| IP | INTERNATIONAL PAPER CO | 368,096 | $17.57M | 0.3% | $26.84 | +6.7% | COMMON STOCK USD1. | 460146103 |
| — | GENERAL ELECTRIC CO | 676,790 | $17.34M | 0.3% | $23.19 | — | COMMON STOCK USD.06 | 369604103 |
| WDC | WESTERN DIGITAL CORP | 174,060 | $16.94M | 0.3% | $35.69 | +74.9% | COMMON STOCK USD.01 | 958102105 |
| CLX | CLOROX COMPANY | 174,164 | $16.73M | 0.3% | $60.63 | +8.3% | COMMON STOCK USD1. | 189054109 |
| — | JOY GLOBAL INC | 304,301 | $16.6M | 0.3% | $53.37 | — | COMMON STOCK USD1. | 481165108 |
| — | ULTRA PETROLEUM CORP | 703,624 | $16.37M | 0.3% | $20.03 | — | COMMON STOCK NPV | 903914109 |
| — | NAVISTAR INTERNATIONAL CORP | 472,128 | $15.54M | 0.3% | $31.54 | — | COMMON STOCK USD.1 | 63934E108 |
| — | ISHARES MSCI TAIWAN ETF | 1,010,421 | $15.43M | 0.3% | $15.53 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| WFC | WELLS FARGO + CO | 293,437 | $15.22M | 0.3% | $27.99 | +33.7% | COMMON STOCK USD1.666 | 949746101 |
| HCA | HCA HOLDINGS INC | 205,369 | $14.48M | 0.3% | $46.55 | +32.0% | COMMON STOCK USD.01 | 40412C101 |
| CAT | CATERPILLAR INC | 140,299 | $13.89M | 0.2% | $69.98 | +13.3% | COMMON STOCK USD1. | 149123101 |
| PH | PARKER HANNIFIN CORP | 121,142 | $13.83M | 0.2% | $97.48 | 0.0% | COMMON STOCK USD.5 | 701094104 |
| — | VIACOM INC CLASS B | 174,486 | $13.43M | 0.2% | $69.89 | — | COMMON STOCK USD.001 | 92553P201 |
| — | WYNDHAM WORLDWIDE CORP | 162,673 | $13.22M | 0.2% | $68.84 | — | COMMON STOCK USD.01 | 98310W108 |
| EMR | EMERSON ELECTRIC CO | 206,245 | $12.91M | 0.2% | $45.75 | +4.4% | COMMON STOCK USD.5 | 291011104 |
| — | CBS CORP CLASS B NON VOTING | 239,923 | $12.84M | 0.2% | $49.45 | — | COMMON STOCK USD.001 | 124857202 |
| CF | CF INDUSTRIES HOLDINGS INC | 45,742 | $12.77M | 0.2% | $28.58 | +29.6% | COMMON STOCK USD.01 | 125269100 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 339,340 | $12.64M | 0.2% | $21.84 | +13.4% | COMMON STOCK NPV | 744573106 |
| CVS | CVS HEALTH CORP | 157,494 | $12.54M | 0.2% | $42.89 | +34.0% | COMMON STOCK USD.01 | 126650100 |
| — | LEVEL 3 COMMUNICATIONS INC | 267,022 | $12.21M | 0.2% | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| IFF | INTL FLAVORS + FRAGRANCES | 124,395 | $11.93M | 0.2% | $74.24 | +4.0% | COMMON STOCK USD.125 | 459506101 |
| KR | KROGER CO | 221,660 | $11.53M | 0.2% | $14.42 | +41.0% | COMMON STOCK USD1. | 501044101 |
| INTC | INTEL CORP | 330,117 | $11.49M | 0.2% | $17.18 | +49.9% | COMMON STOCK USD.001 | 458140100 |
| — | DELPHI AUTOMOTIVE PLC | 181,050 | $11.11M | 0.2% | $51.84 | — | COMMON STOCK USD.01 | G27823106 |
| GM | GENERAL MOTORS CO | 344,441 | $11M | 0.2% | $25.04 | +5.8% | COMMON STOCK USD.01 | 37045V100 |
| ALK | ALASKA AIR GROUP INC | 249,298 | $10.85M | 0.2% | $37.31 | +13.3% | COMMON STOCK USD.01 | 011659109 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 254,000 | $10.59M | 0.2% | $41.71 | — | VANGUARD FTSE EMERGING MARKE | 922042858 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 74,631 | $10.31M | 0.2% | $127.66 | +4.3% | COMMON STOCK USD.0033 | 084670702 |
| MU | MICRON TECHNOLOGY INC | 297,849 | $10.2M | 0.2% | $29.28 | +7.9% | COMMON STOCK USD.1 | 595112103 |
| AVT | AVNET INC | 245,069 | $10.17M | 0.2% | $27.69 | +22.9% | COMMON STOCK USD1. | 053807103 |
| VAC | MARRIOTT VACATIONS WORLD | 156,537 | $9.926M | 0.2% | $44.78 | +32.4% | COMMON STOCK USD.01 | 57164Y107 |
| — | STARZ A | 297,928 | $9.855M | 0.2% | $29.21 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | AGL RESOURCES INC | 190,720 | $9.792M | 0.2% | $54.51 | — | COMMON STOCK USD5. | 001204106 |
| — | SANDERSON FARMS INC | 108,934 | $9.581M | 0.2% | $83.37 | — | COMMON STOCK USD1. | 800013104 |
| WOR | WORTHINGTON INDUSTRIES | 256,891 | $9.561M | 0.2% | $24.49 | +1.5% | COMMON STOCK NPV | 981811102 |
| QCOM | QUALCOMM INC | 126,871 | $9.486M | 0.2% | $52.01 | +6.6% | COMMON STOCK USD.0001 | 747525103 |
| ENS | ENERSYS | 160,746 | $9.426M | 0.2% | $42.79 | +33.5% | COMMON STOCK USD.01 | 29275Y102 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 90,183 | $9.398M | 0.2% | $76.86 | +4.0% | COMMON STOCK USD.01 | 446413106 |
| — | COCA COLA ENTERPRISES | 207,427 | $9.201M | 0.2% | $39.40 | — | COMMON STOCK USD.01 | 19122T109 |
| — | WELLPOINT INC | 76,684 | $9.173M | 0.2% | $82.30 | — | COMMON STOCK USD.01 | 94973V107 |
| — | FOOT LOCKER INC | 163,664 | $9.108M | 0.2% | $35.94 | — | COMMON STOCK USD.01 | 344849104 |
| LUV | SOUTHWEST AIRLINES CO | 260,833 | $8.808M | 0.2% | $11.86 | +126.8% | COMMON STOCK USD1. | 844741108 |
| ETR | ENTERGY CORP | 113,283 | $8.76M | 0.2% | $21.57 | +11.6% | COMMON STOCK USD.01 | 29364G103 |
| — | MENTOR GRAPHICS CORP | 421,242 | $8.633M | 0.1% | $19.70 | — | COMMON STOCK NPV | 587200106 |
| — | US CONCRETE INC | 328,668 | $8.591M | 0.1% | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 250,645 | $8.588M | 0.1% | $27.63 | +2.5% | COMMON STOCK NPV | 609207105 |
| — | HOSPITALITY PROPERTIES TRUST | 311,870 | $8.374M | 0.1% | $29.20 | — | REIT USD.01 | 44106M102 |
| KMT | KENNAMETAL INC | 200,000 | $8.262M | 0.1% | $29.83 | +8.1% | COMMON STOCK USD1.25 | 489170100 |
| LYB | LYONDELLBASELL INDU CL A | 75,753 | $8.231M | 0.1% | $36.14 | +63.8% | COMMON STOCK | N53745100 |
| — | AVON PRODUCTS INC | 647,471 | $8.158M | 0.1% | $20.89 | — | COMMON STOCK USD.25 | 054303102 |
| PKG | PACKAGING CORP OF AMERICA | 127,190 | $8.117M | 0.1% | $48.01 | -0.3% | COMMON STOCK USD.01 | 695156109 |
| — | EMC CORP/MA | 272,158 | $7.963M | 0.1% | $27.53 | — | COMMON STOCK USD.01 | 268648102 |
| SWKS | SKYWORKS SOLUTIONS INC | 134,291 | $7.796M | 0.1% | $18.47 | +131.6% | COMMON STOCK USD.25 | 83088M102 |
| DDS | DILLARDS INC CL A | 69,710 | $7.597M | 0.1% | $60.33 | +43.0% | COMMON STOCK NPV | 254067101 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 125,536 | $7.596M | 0.1% | $53.90 | — | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| VRSN | VERISIGN INC | 137,360 | $7.571M | 0.1% | $51.05 | +4.9% | COMMON STOCK USD.001 | 92343E102 |
| NOC | NORTHROP GRUMMAN CORP | 57,378 | $7.56M | 0.1% | $75.52 | +38.5% | COMMON STOCK USD1. | 666807102 |
| AES | AES CORP | 527,759 | $7.484M | 0.1% | $8.62 | +14.3% | COMMON STOCK USD.01 | 00130H105 |
| TRV | TRAVELERS COS INC/THE | 79,125 | $7.433M | 0.1% | $66.68 | +8.7% | COMMON STOCK NPV | 89417E109 |
| UGI | UGI CORP | 215,273 | $7.339M | 0.1% | $28.98 | +17.4% | COMMON STOCK NPV | 902681105 |
| CAG | CONAGRA FOODS INC | 220,948 | $7.3M | 0.1% | $16.82 | -0.5% | COMMON STOCK USD5. | 205887102 |
| ACM | AECOM TECHNOLOGY CORP W/I | 213,893 | $7.219M | 0.1% | $29.16 | +17.1% | COMMON STOCK USD.01 | 00766T100 |
| ARW | ARROW ELECTRONICS INC | 129,875 | $7.189M | 0.1% | $42.58 | +41.7% | COMMON STOCK USD1. | 042735100 |
| TAP | MOLSON COORS BREWING CO B | 95,336 | $7.097M | 0.1% | $37.59 | +47.3% | COMMON STOCK USD.01 | 60871R209 |
| — | ENSCO PLC CL A | 170,631 | $7.049M | 0.1% | $46.84 | — | COMMON STOCK USD.1 | G3157S106 |
| KSS | KOHLS CORP | 112,186 | $6.847M | 0.1% | $54.42 | +4.0% | COMMON STOCK USD.01 | 500255104 |
| HD | HOME DEPOT INC | 74,378 | $6.823M | 0.1% | $56.98 | +15.4% | COMMON STOCK USD.05 | 437076102 |
| MKSI | MKS INSTRUMENTS INC | 201,055 | $6.711M | 0.1% | $28.16 | +3.7% | COMMON STOCK NPV | 55306N104 |
| MUR | MURPHY OIL CORP | 116,707 | $6.642M | 0.1% | $37.02 | +9.4% | COMMON STOCK USD1. | 626717102 |
| WMT | WAL MART STORES INC | 86,605 | $6.623M | 0.1% | $19.96 | +1.8% | COMMON STOCK USD.1 | 931142103 |
| — | TRIUMPH GROUP INC | 100,905 | $6.564M | 0.1% | $65.87 | — | COMMON STOCK USD.001 | 896818101 |
| META | FACEBOOK INC A | 82,433 | $6.516M | 0.1% | $63.42 | +14.9% | COMMON STOCK USD.000006 | 30303M102 |
| EW | EDWARDS LIFESCIENCES CORP | 62,921 | $6.427M | 0.1% | $15.78 | 0.0% | COMMON STOCK USD1. | 28176E108 |
| TRN | TRINITY INDUSTRIES INC | 136,732 | $6.388M | 0.1% | $14.61 | +61.5% | COMMON STOCK USD1. | 896522109 |
| CAR | AVIS BUDGET GROUP INC | 116,221 | $6.379M | 0.1% | $31.34 | +89.5% | COMMON STOCK USD.01 | 053774105 |
| LOW | LOWE S COS INC | 120,432 | $6.373M | 0.1% | $38.68 | +6.5% | COMMON STOCK USD.5 | 548661107 |
| EG | EVEREST RE GROUP LTD | 39,180 | $6.348M | 0.1% | $111.60 | +14.1% | COMMON STOCK USD.01 | G3223R108 |
| COP | CONOCOPHILLIPS | 81,510 | $6.237M | 0.1% | $41.97 | +35.1% | COMMON STOCK USD.01 | 20825C104 |
| — | AMERICAN CAMPUS COMMUNITIES | 169,398 | $6.175M | 0.1% | $37.27 | — | REIT USD.01 | 024835100 |
| EMN | EASTMAN CHEMICAL CO | 76,217 | $6.165M | 0.1% | $53.33 | +9.6% | COMMON STOCK USD.01 | 277432100 |
| PHM | PULTEGROUP INC | 348,299 | $6.151M | 0.1% | $15.23 | +7.1% | COMMON STOCK USD.01 | 745867101 |
| FDX | FEDEX CORP | 37,433 | $6.044M | 0.1% | $86.24 | +49.7% | COMMON STOCK USD.1 | 31428X106 |
| CDNS | CADENCE DESIGN SYS INC | 351,106 | $6.043M | 0.1% | $14.50 | +19.7% | COMMON STOCK USD.01 | 127387108 |
| — | ANADARKO PETROLEUM CORP | 59,122 | $5.997M | 0.1% | $89.51 | — | COMMON STOCK USD.1 | 032511107 |
| — | HEALTHSOUTH CORP W/D | 162,504 | $5.996M | 0.1% | $34.44 | — | COMMON STOCK USD.01 | 421924309 |
| — | ADT CORP/THE | 168,115 | $5.961M | 0.1% | $37.46 | — | COMMON STOCK USD.01 | 00101J106 |
| MS | MORGAN STANLEY | 171,329 | $5.923M | 0.1% | $22.58 | +9.0% | COMMON STOCK USD.01 | 617446448 |
| — | MRC GLOBAL INC | 247,025 | $5.761M | 0.1% | $27.97 | — | COMMON STOCK USD.01 | 55345K103 |
| EBAY | EBAY INC | 101,231 | $5.733M | 0.1% | $19.68 | +0.6% | COMMON STOCK USD.001 | 278642103 |
| UTHR | UNITED THERAPEUTICS CORP | 44,025 | $5.664M | 0.1% | $64.42 | +60.0% | COMMON STOCK USD.01 | 91307C102 |
| STLD | STEEL DYNAMICS INC | 250,367 | $5.661M | 0.1% | $11.76 | +45.6% | COMMON STOCK USD.005 | 858119100 |
| UHS | UNIVERSAL HEALTH SERVICES B | 54,025 | $5.646M | 0.1% | $65.20 | +55.5% | COMMON STOCK USD.01 | 913903100 |
| ADM | ARCHER DANIELS MIDLAND CO | 110,039 | $5.623M | 0.1% | $27.95 | +26.2% | COMMON STOCK NPV | 039483102 |
| — | APACHE CORP | 59,605 | $5.595M | 0.1% | $83.83 | — | COMMON STOCK USD.625 | 037411105 |
| — | MANNKIND CORP | 4,930,000 | $5.528M | 0.1% | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| GAP | GAP INC/THE | 132,106 | $5.507M | 0.1% | $27.00 | +6.3% | COMMON STOCK USD.05 | 364760108 |
| — | DUPONT FABROS TECHNOLOGY | 203,320 | $5.498M | 0.1% | $25.48 | — | REIT USD.001 | 26613Q106 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 74,228 | $5.474M | 0.1% | $42.79 | +21.6% | REIT USD.01 | 015271109 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 98,727 | $5.409M | 0.1% | $37.66 | +10.4% | COMMON STOCK USD.01 | 203668108 |
| SNPS | SYNOPSYS INC | 136,157 | $5.405M | 0.1% | $35.52 | +11.6% | COMMON STOCK USD.01 | 871607107 |
| — | CRANE CO | 84,631 | $5.35M | 0.1% | $71.54 | — | COMMON STOCK USD1. | 224399105 |
| — | BROADCOM CORP CL A | 132,369 | $5.35M | 0.1% | $30.89 | — | COMMON STOCK USD.0001 | 111320107 |
| — | LEUCADIA NATIONAL CORP | 223,866 | $5.337M | 0.1% | $26.86 | — | COMMON STOCK USD1. | 527288104 |
| AIZ | ASSURANT INC | 80,983 | $5.207M | 0.1% | $38.43 | +36.0% | COMMON STOCK USD.01 | 04621X108 |
| XLV | HEALTH CARE SELECT SECTOR SPDR | 79,630 | $5.089M | 0.1% | $63.91 | — | HEALTH CARE SELECT SECTOR | 81369Y209 |
| — | GOOGLE INC CL A | 8,559 | $5.036M | 0.1% | $870.60 | — | COMMON STOCK USD.001 | 38259P508 |
| — | DR PEPPER SNAPPLE GROUP INC | 77,435 | $4.98M | 0.1% | $48.20 | — | COMMON STOCK USD.01 | 26138E109 |
| — | HSN INC | 81,100 | $4.977M | 0.1% | $54.54 | — | COMMON STOCK USD.01 | 404303109 |
| PEP | PEPSICO INC | 52,982 | $4.932M | 0.1% | $56.00 | +15.9% | COMMON STOCK USD.017 | 713448108 |
| WBS | WEBSTER FINANCIAL CORP | 167,976 | $4.895M | 0.1% | $24.74 | +20.2% | COMMON STOCK USD.01 | 947890109 |
| XLI | INDUSTRIAL SELECT SECTOR SPDR | 91,776 | $4.878M | 0.1% | $53.15 | — | INDUSTRIAL SELECT SECT SPDR | 81369Y704 |
| RHI | ROBERT HALF INTL INC | 98,090 | $4.806M | 0.1% | $44.79 | +10.6% | COMMON STOCK USD.001 | 770323103 |
| VLO | VALERO ENERGY CORP | 103,800 | $4.803M | 0.1% | $26.71 | +22.2% | COMMON STOCK USD.01 | 91913Y100 |
| — | FIRSTMERIT CORP | 272,511 | $4.796M | 0.1% | $20.29 | — | COMMON STOCK NPV | 337915102 |
| TROW | T ROWE PRICE GROUP INC | 61,100 | $4.79M | 0.1% | $52.98 | -0.7% | COMMON STOCK USD.2 | 74144T108 |
| — | HILL ROM HOLDINGS INC | 115,344 | $4.779M | 0.1% | $39.32 | — | COMMON STOCK NPV | 431475102 |
| — | ICONIX BRAND GROUP INC | 129,367 | $4.779M | 0.1% | $29.62 | — | COMMON STOCK USD.001 | 451055107 |
| T | AT+T INC | 133,473 | $4.704M | 0.1% | $11.40 | +4.4% | COMMON STOCK USD1. | 00206R102 |
| SNA | SNAP ON INC | 38,792 | $4.697M | 0.1% | $82.76 | +14.7% | COMMON STOCK USD1. | 833034101 |
| — | DIRECTV | 54,001 | $4.672M | 0.1% | $63.60 | — | COMMON STOCK USD.01 | 25490A309 |
| INGR | INGREDION INC | 61,585 | $4.668M | 0.1% | $69.90 | +11.2% | COMMON STOCK USD.01 | 457187102 |
| — | HOLLYFRONTIER CORP | 106,775 | $4.664M | 0.1% | $45.48 | — | COMMON STOCK USD.01 | 436106108 |
| — | CR BARD INC | 32,604 | $4.653M | 0.1% | $134.73 | — | COMMON STOCK USD.25 | 067383109 |
| EXPE | EXPEDIA INC | 52,982 | $4.642M | 0.1% | $64.01 | +23.1% | COMMON STOCK USD.001 | 30212P303 |
| — | DYNEGY INC | 157,212 | $4.537M | 0.1% | $22.75 | — | COMMON STOCK USD.01 | 26817R108 |
| — | HANESBRANDS INC | 42,212 | $4.535M | 0.1% | $86.92 | — | COMMON STOCK USD.01 | 410345102 |
| — | TESORO CORP | 74,230 | $4.527M | 0.1% | $54.39 | — | COMMON STOCK USD.167 | 881609101 |
| AMG | AFFILIATED MANAGERS GROUP | 22,467 | $4.501M | 0.1% | $184.19 | +7.2% | COMMON STOCK USD.01 | 008252108 |
| JBL | JABIL CIRCUIT INC | 222,555 | $4.489M | 0.1% | $16.66 | +13.6% | COMMON STOCK USD.001 | 466313103 |
| WTFC | WINTRUST FINANCIAL CORP | 100,116 | $4.472M | 0.1% | $44.59 | +3.9% | COMMON STOCK NPV | 97650W108 |
| — | GOOGLE INC CL C | 7,743 | $4.47M | 0.1% | $575.32 | — | COMMON STOCK USD.001 | 38259P706 |
| GLW | CORNING INC | 229,248 | $4.434M | 0.1% | $12.96 | +19.4% | COMMON STOCK USD.5 | 219350105 |
| MD | MEDNAX INC | 80,287 | $4.401M | 0.1% | $51.55 | +10.1% | COMMON STOCK USD.01 | 58502B106 |
| — | VALIDUS HOLDINGS LTD | 112,114 | $4.388M | 0.1% | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| FCX | FREEPORT MCMORAN INC | 133,473 | $4.358M | 0.1% | $24.45 | +29.4% | COMMON STOCK USD.1 | 35671D857 |
| MAS | MASCO CORP | 181,400 | $4.339M | 0.1% | $16.70 | 0.0% | COMMON STOCK USD1. | 574599106 |
| MMM | 3M CO | 30,566 | $4.331M | 0.1% | $82.85 | +0.8% | COMMON STOCK USD.01 | 88579Y101 |
| VSH | VISHAY INTERTECHNOLOGY INC | 302,390 | $4.321M | 0.1% | $11.91 | +3.5% | COMMON STOCK USD.1 | 928298108 |
| LAD | LITHIA MOTORS INC CL A | 56,753 | $4.296M | 0.1% | $69.94 | +26.5% | COMMON STOCK NPV | 536797103 |
| DHI | DR HORTON INC | 209,060 | $4.29M | 0.1% | $19.98 | -2.7% | COMMON STOCK USD.01 | 23331A109 |
| — | NABORS INDUSTRIES LTD | 188,493 | $4.29M | 0.1% | $20.85 | — | COMMON STOCK USD.001 | G6359F103 |
| MAN | MANPOWERGROUP INC | 60,994 | $4.276M | 0.1% | $79.66 | -1.9% | COMMON STOCK USD.01 | 56418H100 |
| — | DISCOVER FINANCIAL SERVICES | 66,227 | $4.264M | 0.1% | $50.26 | — | COMMON STOCK USD.01 | 254709108 |
| PII | POLARIS INDUSTRIES INC | 28,361 | $4.248M | 0.1% | $139.16 | +3.9% | COMMON STOCK USD.01 | 731068102 |
| — | SOLARWINDS INC | 100,940 | $4.245M | 0.1% | $40.98 | — | COMMON STOCK USD.001 | 83416B109 |
| — | CHESAPEAKE LODGING TRUST | 144,956 | $4.225M | 0.1% | $23.77 | — | REIT USD.01 | 165240102 |
| — | CITRIX SYSTEMS INC | 58,778 | $4.193M | 0.1% | $68.83 | — | COMMON STOCK USD.001 | 177376100 |
| DAN | DANA HOLDING CORP | 218,122 | $4.181M | 0.1% | $15.90 | +14.3% | COMMON STOCK USD.01 | 235825205 |
| — | XL GROUP PLC | 125,900 | $4.176M | 0.1% | $33.17 | — | COMMON STOCK USD.01 | G98290102 |
| — | BROCADE COMMUNICATIONS SYS | 383,400 | $4.168M | 0.1% | $10.87 | — | COMMON STOCK USD.001 | 111621306 |
| SPG | SIMON PROPERTY GROUP INC | 25,268 | $4.155M | 0.1% | $86.77 | +11.6% | REIT USD.0001 | 828806109 |
| ZD | J2 GLOBAL INC | 83,972 | $4.145M | 0.1% | $37.07 | +19.7% | COMMON STOCK USD.01 | 48123V102 |
| PPC | PILGRIM S PRIDE CORP | 135,500 | $4.141M | 0.1% | $23.75 | +27.1% | COMMON STOCK USD.01 | 72147K108 |
| LEN | LENNAR CORP A | 106,600 | $4.139M | 0.1% | $33.87 | -0.8% | COMMON STOCK USD.1 | 526057104 |
| V | VISA INC CLASS A SHARES | 19,359 | $4.131M | 0.1% | $50.58 | -1.9% | COMMON STOCK USD.0001 | 92826C839 |
| GBX | GREENBRIER COMPANIES INC | 56,021 | $4.111M | 0.1% | $20.17 | +150.0% | COMMON STOCK NPV | 393657101 |
| EXR | EXTRA SPACE STORAGE INC | 79,233 | $4.086M | 0.1% | $26.60 | +30.5% | REIT USD.01 | 30225T102 |
| — | ROCK TENN COMPANY CL A | 85,474 | $4.067M | 0.1% | $82.16 | — | COMMON STOCK USD.01 | 772739207 |
| PB | PROSPERITY BANCSHARES INC | 70,961 | $4.057M | 0.1% | $35.75 | +22.5% | COMMON STOCK USD1. | 743606105 |
| LVS | LAS VEGAS SANDS CORP | 65,127 | $4.052M | 0.1% | $51.89 | -5.0% | COMMON STOCK USD.001 | 517834107 |
| AGCO | AGCO CORP | 88,841 | $4.039M | 0.1% | $42.87 | -8.6% | COMMON STOCK USD.01 | 001084102 |
| — | WADDELL + REED FINANCIAL A | 78,017 | $4.033M | 0.1% | $55.04 | — | COMMON STOCK USD.01 | 930059100 |
| FIS | FIDELITY NATIONAL INFORMATIO | 71,448 | $4.023M | 0.1% | $39.83 | +16.7% | COMMON STOCK USD.01 | 31620M106 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 57,250 | $3.958M | 0.1% | $58.73 | +18.5% | COMMON STOCK NPV | 533900106 |
| ALB | ALBEMARLE CORP | 67,075 | $3.951M | 0.1% | $52.08 | +5.4% | COMMON STOCK USD.01 | 012653101 |
| — | MARVELL TECHNOLOGY GROUP LTD | 291,783 | $3.933M | 0.1% | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| BSX | BOSTON SCIENTIFIC CORP | 331,500 | $3.915M | 0.1% | $12.98 | -3.0% | COMMON STOCK USD.01 | 101137107 |
| MTD | METTLER TOLEDO INTERNATIONAL | 15,250 | $3.906M | 0.1% | $240.37 | +9.1% | COMMON STOCK USD.01 | 592688105 |
| UNH | UNITEDHEALTH GROUP INC | 44,697 | $3.855M | 0.1% | $59.50 | +18.2% | COMMON STOCK USD.01 | 91324P102 |
| HY | HYSTER YALE MATERIALS | 53,536 | $3.834M | 0.1% | $66.38 | -9.4% | COMMON STOCK USD.01 | 449172105 |
| — | CHUBB CORP | 42,080 | $3.833M | 0.1% | $89.89 | — | COMMON STOCK USD1. | 171232101 |
| — | GOVERNMENT PROPERTIES INCOME | 173,977 | $3.812M | 0.1% | $24.08 | — | REIT USD.01 | 38376A103 |
| — | ASPEN INSURANCE HOLDINGS LTD | 88,700 | $3.794M | 0.1% | $42.77 | — | COMMON STOCK USD.001514456 | G05384105 |
| FOSL | FOSSIL GROUP INC | 39,600 | $3.718M | 0.1% | $110.69 | -9.0% | COMMON STOCK USD.01 | 34988V106 |
| — | DISCOVERY COMMUNICATIONS A | 98,300 | $3.716M | 0.1% | $37.80 | — | COMMON STOCK USD.01 | 25470F104 |
| PEB | PEBBLEBROOK HOTEL TRUST | 99,406 | $3.712M | 0.1% | $31.67 | — | REIT USD.01 | 70509V100 |
| — | CALPINE CORP | 170,813 | $3.707M | 0.1% | $20.71 | — | COMMON STOCK USD.001 | 131347304 |
| HUN | HUNTSMAN CORP | 142,252 | $3.697M | 0.1% | $19.49 | +39.9% | COMMON STOCK USD.01 | 447011107 |
| AMGN | AMGEN INC | 25,981 | $3.649M | 0.1% | $83.47 | +13.2% | COMMON STOCK USD.0001 | 031162100 |
| — | AETNA INC | 44,525 | $3.607M | 0.1% | $81.05 | — | COMMON STOCK USD.01 | 00817Y108 |
| CAH | CARDINAL HEALTH INC | 47,788 | $3.58M | 0.1% | $39.60 | +34.6% | COMMON STOCK NPV | 14149Y108 |
| OII | OCEANEERING INTL INC | 54,794 | $3.571M | 0.1% | $72.58 | -4.8% | COMMON STOCK USD.25 | 675232102 |
| GNRC | GENERAC HOLDINGS INC | 87,076 | $3.53M | 0.1% | $39.14 | +14.4% | COMMON STOCK USD.01 | 368736104 |
| JLL | JONES LANG LASALLE INC | 27,912 | $3.526M | 0.1% | $90.35 | +39.9% | COMMON STOCK USD.01 | 48020Q107 |
| — | HOME LOAN SERVICING SOLUTION | 163,970 | $3.475M | 0.1% | $22.11 | — | COMMON STOCK | G6648D109 |
| SM | SM ENERGY CO | 44,500 | $3.471M | 0.1% | $69.17 | +4.8% | COMMON STOCK USD.01 | 78454L100 |
| — | GENERAL MOTORS CO WTS | 154,078 | $3.448M | 0.1% | $24.53 | — | CALL EXP 10JUL16 | 37045V118 |
| ROK | ROCKWELL AUTOMATION INC | 30,832 | $3.388M | 0.1% | $92.71 | +1.2% | COMMON STOCK USD1. | 773903109 |
| RLJ | RLJ LODGING TRUST | 118,635 | $3.378M | 0.1% | $23.11 | — | REIT | 74965L101 |
| HAL | HALLIBURTON CO | 51,903 | $3.348M | 0.1% | $41.71 | +32.3% | COMMON STOCK USD2.5 | 406216101 |
| — | IMS HEALTH HOLDINGS INC | 127,080 | $3.328M | 0.1% | $26.19 | — | COMMON STOCK USD.01 | 44970B109 |
| ABT | ABBOTT LABORATORIES | 78,454 | $3.263M | 0.1% | $32.24 | +5.8% | COMMON STOCK NPV | 002824100 |
| — | INFORMATICA CORP | 94,720 | $3.243M | 0.1% | $35.65 | — | COMMON STOCK USD.001 | 45666Q102 |
| — | ALLEGHANY CORP | 7,753 | $3.242M | 0.1% | $402.75 | — | COMMON STOCK USD1. | 017175100 |
| — | ACE LTD | 30,566 | $3.205M | 0.1% | $96.30 | — | COMMON STOCK | H0023R105 |
| D | DOMINION RESOURCES INC/VA | 45,850 | $3.168M | 0.1% | $37.32 | +14.2% | COMMON STOCK NPV | 25746U109 |
| R | RYDER SYSTEM INC | 34,642 | $3.117M | 0.1% | $83.73 | +7.1% | COMMON STOCK USD.5 | 783549108 |
| — | PARTNERRE LTD | 28,000 | $3.077M | 0.1% | $109.89 | — | COMMON STOCK USD1. | G6852T105 |
| — | ROSETTA RESOURCES INC | 67,601 | $3.012M | 0.1% | $47.02 | — | COMMON STOCK USD.001 | 777779307 |
| — | COMPUTER SCIENCES CORP | 48,906 | $2.991M | 0.1% | $57.95 | — | COMMON STOCK USD1. | 205363104 |
| HOLX | HOLOGIC INC | 122,720 | $2.986M | 0.1% | $25.25 | 0.0% | COMMON STOCK USD.01 | 436440101 |
| CPT | CAMDEN PROPERTY TRUST | 43,430 | $2.976M | 0.1% | $46.41 | 0.0% | REIT USD.01 | 133131102 |
| HP | HELMERICH + PAYNE | 29,993 | $2.935M | 0.1% | $66.13 | +60.7% | COMMON STOCK USD.1 | 423452101 |
| — | XEROX CORP | 219,059 | $2.898M | 0.1% | $9.22 | — | COMMON STOCK USD1.0 | 984121103 |
| — | TECH DATA CORP | 48,610 | $2.861M | 0.0% | $58.86 | — | COMMON STOCK USD.0015 | 878237106 |
| — | CAREFUSION CORP | 62,137 | $2.812M | 0.0% | $39.98 | — | COMMON STOCK USD.01 | 14170T101 |
| — | COOPER COS INC/THE | 17,992 | $2.802M | 0.0% | $136.92 | — | COMMON STOCK USD.1 | 216648402 |
| LEU | CENTRUS ENERGY CORP CLASS A | 274,757 | $2.789M | 0.0% | $51.25 | 0.0% | COMMON STOCK USD.1 | 15643U104 |
| — | OASIS PETROLEUM INC | 66,434 | $2.778M | 0.0% | $45.55 | — | COMMON STOCK USD.01 | 674215108 |
| — | ALLIANT TECHSYSTEMS INC | 21,678 | $2.767M | 0.0% | $82.33 | — | COMMON STOCK USD.01 | 018804104 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 52,949 | $2.766M | 0.0% | $58.88 | — | COMMON STOCK USD.01 | 73640Q105 |
| BIIB | BIOGEN IDEC INC | 8,342 | $2.76M | 0.0% | $240.25 | +37.2% | COMMON STOCK USD.0005 | 09062X103 |
| — | DELEK US HOLDINGS INC | 82,794 | $2.742M | 0.0% | $29.97 | — | COMMON STOCK USD.01 | 246647101 |
| DLX | DELUXE CORP | 49,323 | $2.721M | 0.0% | $23.94 | +56.4% | COMMON STOCK USD1. | 248019101 |
| DUK | DUKE ENERGY CORP | 35,661 | $2.666M | 0.0% | $41.83 | +9.1% | COMMON STOCK USD.001 | 26441C204 |
| KIM | KIMCO REALTY CORP | 120,638 | $2.643M | 0.0% | $12.40 | +7.3% | REIT USD.01 | 49446R109 |
| SWK | STANLEY BLACK + DECKER INC | 29,344 | $2.605M | 0.0% | $66.98 | 0.0% | COMMON STOCK USD2.5 | 854502101 |
| — | RAYTHEON COMPANY | 25,472 | $2.588M | 0.0% | $67.09 | — | COMMON STOCK USD.01 | 755111507 |
| — | WESTERN REFINING INC | 61,449 | $2.58M | 0.0% | $34.60 | — | COMMON STOCK USD.01 | 959319104 |
| — | NEENAH PAPER INC | 47,398 | $2.535M | 0.0% | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| NDAQ | NASDAQ OMX GROUP/THE | 59,638 | $2.53M | 0.0% | $9.11 | +28.2% | COMMON STOCK USD.01 | 631103108 |
| — | GENERAL MOTORS CO WTS | 174,958 | $2.528M | 0.0% | $16.79 | — | CALL EXP 10JUL19 | 37045V126 |
| LLY | ELI LILLY + CO | 38,717 | $2.511M | 0.0% | $41.70 | +23.2% | COMMON STOCK NPV | 532457108 |
| — | DOW CHEMICAL CO/THE | 47,887 | $2.511M | 0.0% | $38.38 | — | COMMON STOCK USD2.5 | 260543103 |
| — | BPZ RESOURCES INC | 2,500,000 | $2.497M | 0.0% | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| PNW | PINNACLE WEST CAPITAL | 45,438 | $2.483M | 0.0% | $34.33 | +4.0% | COMMON STOCK NPV | 723484101 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 60,755 | $2.466M | 0.0% | $43.44 | +8.1% | COMMON STOCK USD.0001 | 70959W103 |
| CTAS | CINTAS CORP | 34,642 | $2.445M | 0.0% | $12.06 | +17.8% | COMMON STOCK NPV | 172908105 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 55,496 | $2.436M | 0.0% | $19.17 | +15.5% | COMMON STOCK USD.01 | 78467J100 |
| — | HEARTLAND PAYMENT SYSTEMS IN | 50,920 | $2.43M | 0.0% | $41.21 | — | COMMON STOCK USD.001 | 42235N108 |
| CRUS | CIRRUS LOGIC INC | 116,452 | $2.428M | 0.0% | $21.46 | +7.9% | COMMON STOCK USD.001 | 172755100 |
| — | CORRECTIONS CORP OF AMERICA | 70,101 | $2.409M | 0.0% | $33.87 | — | REIT USD.01 | 22025Y407 |
| PTC | PTC INC | 65,026 | $2.399M | 0.0% | $36.72 | +4.1% | COMMON STOCK USD.01 | 69370C100 |
| — | TREE.COM INC | 66,651 | $2.392M | 0.0% | $31.71 | — | COMMON STOCK USD.01 | 894675107 |
| — | SUNTRUST BANKS INC | 62,801 | $2.388M | 0.0% | $40.06 | — | COMMON STOCK USD1. | 867914103 |
| — | TIME WARNER CABLE | 16,608 | $2.383M | 0.0% | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| ANDE | ANDERSONS INC/THE | 37,678 | $2.369M | 0.0% | $36.58 | +31.9% | COMMON STOCK NPV | 034164103 |
| PSA | PUBLIC STORAGE | 14,264 | $2.366M | 0.0% | $97.59 | +13.2% | REIT USD.1 | 74460D109 |
| — | OMNICARE INC | 37,747 | $2.35M | 0.0% | $49.59 | — | COMMON STOCK USD1. | 681904108 |
| NTGR | NETGEAR INC | 75,075 | $2.346M | 0.0% | $20.00 | +2.5% | COMMON STOCK USD.001 | 64111Q104 |
| KMB | KIMBERLY CLARK CORP | 21,599 | $2.323M | 0.0% | $65.86 | +7.6% | COMMON STOCK USD1.25 | 494368103 |
| — | PRIVATEBANCORP INC | 77,530 | $2.319M | 0.0% | $29.06 | — | COMMON STOCK NPV | 742962103 |
| — | DOMTAR CORP | 65,248 | $2.292M | 0.0% | $73.41 | — | COMMON STOCK USD.01 | 257559203 |
| — | APOLLO EDUCATION GROUP INC | 90,127 | $2.267M | 0.0% | $18.57 | — | COMMON STOCK NPV | 037604105 |
| — | CHINA MOBILE LTD SPON ADR | 38,532 | $2.264M | 0.0% | $51.43 | — | ADR | 16941M109 |
| ENTG | ENTEGRIS INC | 195,619 | $2.25M | 0.0% | $9.61 | +22.5% | COMMON STOCK USD.01 | 29362U104 |
| RF | REGIONS FINANCIAL CORP | 223,600 | $2.245M | 0.0% | $6.91 | 0.0% | COMMON STOCK USD.01 | 7591EP100 |
| NEE | NEXTERA ENERGY INC | 23,825 | $2.237M | 0.0% | $14.16 | +26.6% | COMMON STOCK USD.01 | 65339F101 |
| SNX | SYNNEX CORP | 34,187 | $2.21M | 0.0% | $16.65 | +74.3% | COMMON STOCK USD.001 | 87162W100 |
| LEA | LEAR CORP | 25,531 | $2.206M | 0.0% | $52.16 | +52.1% | COMMON STOCK USD.01 | 521865204 |
| — | HESS CORP | 23,027 | $2.172M | 0.0% | $97.55 | — | COMMON STOCK USD1. | 42809H107 |
| DE | DEERE + CO | 26,491 | $2.172M | 0.0% | $69.50 | -0.2% | COMMON STOCK USD1. | 244199105 |
| — | ENDO INTERNATIONAL PLC | 31,680 | $2.165M | 0.0% | $68.34 | — | COMMON STOCK USD.0001 | G30401106 |
| — | AIRGAS INC | 19,359 | $2.142M | 0.0% | $110.65 | — | COMMON STOCK USD.01 | 009363102 |
| — | EXELIS INC | 129,378 | $2.14M | 0.0% | $13.79 | — | COMMON STOCK USD.01 | 30162A108 |
| ORA | ORMAT TECHNOLOGIES INC | 80,295 | $2.109M | 0.0% | $24.23 | +3.3% | COMMON STOCK USD.001 | 686688102 |
| HLF | HERBALIFE LTD | 46,400 | $2.03M | 0.0% | $25.26 | +5.8% | COMMON STOCK USD.002 | G4412G101 |
| ESNT | ESSENT GROUP LTD | 94,680 | $2.027M | 0.0% | $18.19 | -0.7% | COMMON STOCK USD.015 | G3198U102 |
| WRLD | WORLD ACCEPTANCE CORP | 29,760 | $2.009M | 0.0% | $77.87 | -0.4% | COMMON STOCK NPV | 981419104 |
| — | HARBINGER GROUP INC | 153,000 | $2.007M | 0.0% | $12.97 | — | COMMON STOCK USD.01 | 41146A106 |
| — | AIRCASTLE LTD | 121,890 | $1.994M | 0.0% | $16.36 | — | COMMON STOCK USD.01 | G0129K104 |
| — | MARATHON OIL CORP | 52,982 | $1.992M | 0.0% | $35.31 | — | COMMON STOCK USD1. | 565849106 |
| — | ALEXION PHARMACEUTICALS INC | 11,900 | $1.973M | 0.0% | $152.96 | — | COMMON STOCK USD.0001 | 015351109 |
| FDP | FRESH DEL MONTE PRODUCE INC | 61,704 | $1.968M | 0.0% | $23.15 | +9.3% | COMMON STOCK USD.01 | G36738105 |
| WNC | WABASH NATIONAL CORP | 147,665 | $1.967M | 0.0% | $8.33 | +37.7% | COMMON STOCK USD.01 | 929566107 |
| — | NORTHEAST UTILITIES | 43,812 | $1.941M | 0.0% | $41.73 | — | COMMON STOCK USD5. | 664397106 |
| — | E TRADE FINANCIAL CORP | 85,724 | $1.937M | 0.0% | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| — | OMEGA PROTEIN CORP | 154,626 | $1.933M | 0.0% | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| A | AGILENT TECHNOLOGIES INC | 33,900 | $1.932M | 0.0% | $37.20 | 0.0% | COMMON STOCK USD.01 | 00846U101 |
| GME | GAMESTOP CORP CLASS A | 46,868 | $1.931M | 0.0% | $6.47 | +20.7% | COMMON STOCK USD.001 | 36467W109 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $1.925M | 0.0% | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| — | STERIS CORP | 35,295 | $1.905M | 0.0% | $42.90 | — | COMMON STOCK NPV | 859152100 |
| AME | AMETEK INC | 37,900 | $1.903M | 0.0% | $48.07 | 0.0% | COMMON STOCK USD.01 | 031100100 |
| — | MEAD JOHNSON NUTRITION CO | 19,746 | $1.9M | 0.0% | $75.99 | — | COMMON STOCK USD.01 | 582839106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 11,539 | $1.853M | 0.0% | $61.12 | +151.5% | COMMON STOCK USD.0001 | G50871105 |
| — | SWIFT TRANSPORTATION CO | 87,902 | $1.844M | 0.0% | $24.09 | — | COMMON STOCK USD.001 | 87074U101 |
| ANIK | ANIKA THERAPEUTICS INC | 50,105 | $1.837M | 0.0% | $14.42 | +199.6% | COMMON STOCK USD.01 | 035255108 |
| SRE | SEMPRA ENERGY | 17,321 | $1.825M | 0.0% | $27.60 | +31.0% | COMMON STOCK NPV | 816851109 |
| PSEC | PROSPECT CAPITAL CORP | 184,300 | $1.825M | 0.0% | $2.38 | +8.7% | COMMON STOCK USD.001 | 74348T102 |
| UNM | UNUM GROUP | 52,982 | $1.822M | 0.0% | $27.85 | +26.2% | COMMON STOCK USD.1 | 91529Y106 |
| — | ADVANCED SEMICONDUCTOR E ADR | 307,035 | $1.815M | 0.0% | $4.53 | — | ADR | 00756M404 |
| — | LASALLE HOTEL PROPERTIES | 53,000 | $1.815M | 0.0% | $29.78 | — | REIT USD.01 | 517942108 |
| EPR | EPR PROPERTIES | 35,089 | $1.778M | 0.0% | $51.15 | — | REIT USD.01 | 26884U109 |
| PPL | PPL CORP | 53,764 | $1.766M | 0.0% | $16.36 | +14.8% | COMMON STOCK USD.01 | 69351T106 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 61,546 | $1.748M | 0.0% | $25.15 | — | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| — | SANDISK CORP | 17,729 | $1.737M | 0.0% | $77.68 | — | COMMON STOCK USD.001 | 80004C101 |
| — | THIRD POINT REINSURANCE LTD | 118,072 | $1.718M | 0.0% | $17.84 | — | COMMON STOCK USD.1 | G8827U100 |
| — | PAREXEL INTERNATIONAL CORP | 27,058 | $1.707M | 0.0% | $45.94 | — | COMMON STOCK USD.01 | 699462107 |
| — | BASIC ENERGY SERVICES INC | 78,650 | $1.706M | 0.0% | $27.41 | — | COMMON STOCK USD.01 | 06985P100 |
| KFY | KORN/FERRY INTERNATIONAL | 68,430 | $1.704M | 0.0% | $22.58 | +11.6% | COMMON STOCK USD.01 | 500643200 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $1.704M | 0.0% | $73.44 | — | REIT USD.01 | 84610H108 |
| GNW | GENWORTH FINANCIAL INC CL A | 129,484 | $1.696M | 0.0% | $16.76 | -13.7% | COMMON STOCK USD.001 | 37247D106 |
| EOG | EOG RESOURCES INC | 17,118 | $1.695M | 0.0% | $70.74 | +12.1% | COMMON STOCK USD.01 | 26875P101 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 225,290 | $1.69M | 0.0% | $5.66 | — | COMMON STOCK USD.01 | 518415104 |
| — | GANNETT CO | 56,966 | $1.69M | 0.0% | $25.25 | — | COMMON STOCK USD1. | 364730101 |
| — | STAPLES INC | 138,568 | $1.677M | 0.0% | $15.01 | — | COMMON STOCK USD.0006 | 855030102 |
| — | RYLAND GROUP INC/THE | 50,391 | $1.675M | 0.0% | $39.37 | — | COMMON STOCK USD1. | 783764103 |
| — | OUTERWALL INC W/I | 29,839 | $1.674M | 0.0% | $51.50 | — | COMMON STOCK USD.001 | 690070107 |
| — | RETAIL OPPORTUNITY INVESTMEN | 113,593 | $1.67M | 0.0% | $13.82 | — | REIT USD.0001 | 76131N101 |
| CINF | CINCINNATI FINANCIAL CORP | 35,100 | $1.651M | 0.0% | $34.51 | 0.0% | COMMON STOCK USD2. | 172062101 |
| — | OWENS ILLINOIS INC | 62,359 | $1.624M | 0.0% | $28.80 | — | COMMON STOCK USD.01 | 690768403 |
| — | VERINT SYSTEMS INC | 28,873 | $1.606M | 0.0% | $37.05 | — | COMMON STOCK USD.001 | 92343X100 |
| CBRL | CRACKER BARREL OLD COUNTRY | 15,468 | $1.596M | 0.0% | $50.99 | +19.4% | COMMON STOCK USD.01 | 22410J106 |
| — | ATWOOD OCEANICS INC | 36,380 | $1.589M | 0.0% | $52.47 | — | COMMON STOCK USD1. | 050095108 |
| — | ON ASSIGNMENT INC | 59,010 | $1.584M | 0.0% | $26.84 | — | COMMON STOCK USD.01 | 682159108 |
| — | AMSURG CORP | 31,170 | $1.56M | 0.0% | $50.05 | — | COMMON STOCK NPV | 03232P405 |
| — | UNILEVER PLC SPONSORED ADR | 36,936 | $1.548M | 0.0% | $40.45 | — | ADR | 904767704 |
| SO | SOUTHERN CO/THE | 35,457 | $1.548M | 0.0% | $26.74 | +1.4% | COMMON STOCK USD5. | 842587107 |
| COR | AMERISOURCEBERGEN CORP | 19,983 | $1.545M | 0.0% | $49.28 | +12.6% | COMMON STOCK USD.01 | 03073E105 |
| ABG | ASBURY AUTOMOTIVE GROUP | 23,810 | $1.534M | 0.0% | $69.04 | 0.0% | COMMON STOCK USD.01 | 043436104 |
| CVLT | COMMVAULT SYSTEMS INC | 29,854 | $1.505M | 0.0% | $75.06 | -31.4% | COMMON STOCK USD.01 | 204166102 |
| MANH | MANHATTAN ASSOCIATES INC | 44,724 | $1.495M | 0.0% | $30.70 | +1.9% | COMMON STOCK USD.01 | 562750109 |
| — | SL GREEN REALTY CORP | 14,715 | $1.491M | 0.0% | $97.73 | — | REIT USD.01 | 78440X101 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 20,378 | $1.49M | 0.0% | $69.91 | +4.7% | COMMON STOCK USD.001 | 23918K108 |
| EIX | EDISON INTERNATIONAL | 26,362 | $1.474M | 0.0% | $30.68 | +19.9% | COMMON STOCK NPV | 281020107 |
| — | ISHARES MSCI RUSSIA CAPPED ETF | 85,213 | $1.472M | 0.0% | $18.66 | — | ISHARES MSCI RUSSIA CAPPED E | 46429B705 |
| NPKI | NEWPARK RESOURCES INC | 117,816 | $1.466M | 0.0% | $10.36 | +19.0% | COMMON STOCK USD.01 | 651718504 |
| — | ACORDA THERAPEUTICS INC | 43,264 | $1.466M | 0.0% | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| NSIT | INSIGHT ENTERPRISES INC | 64,413 | $1.458M | 0.0% | $20.13 | +32.3% | COMMON STOCK USD.01 | 45765U103 |
| UFCS | UNITED FIRE GROUP INC | 52,510 | $1.458M | 0.0% | $27.80 | +4.1% | COMMON STOCK USD.001 | 910340108 |
| — | TREEHOUSE FOODS INC | 18,070 | $1.455M | 0.0% | $80.08 | — | COMMON STOCK USD.01 | 89469A104 |
| PNNT | PENNANTPARK INVESTMENT CORP | 132,610 | $1.447M | 0.0% | $2.68 | +4.5% | COMMON STOCK USD.001 | 708062104 |
| MTDR | MATADOR RESOURCES CO | 55,900 | $1.445M | 0.0% | $26.35 | 0.0% | COMMON STOCK USD.01 | 576485205 |
| — | MANNING + NAPIER INC | 85,672 | $1.438M | 0.0% | $17.32 | — | COMMON STOCK USD.01 | 56382Q102 |
| — | RITE AID CORP | 296,539 | $1.435M | 0.0% | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| — | NORTHERN OIL AND GAS INC | 100,464 | $1.429M | 0.0% | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| AEP | AMERICAN ELECTRIC POWER | 27,160 | $1.418M | 0.0% | $30.41 | +16.1% | COMMON STOCK USD6.5 | 025537101 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 63,746 | $1.402M | 0.0% | $18.79 | +22.6% | COMMON STOCK USD.01 | 199333105 |
| — | HARMAN INTERNATIONAL | 14,162 | $1.388M | 0.0% | $106.39 | — | COMMON STOCK USD.01 | 413086109 |
| — | SELECT INCOME REIT | 57,204 | $1.376M | 0.0% | $27.26 | — | REIT USD.01 | 81618T100 |
| LNC | LINCOLN NATIONAL CORP | 25,472 | $1.365M | 0.0% | $32.56 | +9.4% | COMMON STOCK NPV | 534187109 |
| WM | WASTE MANAGEMENT INC | 28,529 | $1.356M | 0.0% | $34.32 | +6.2% | COMMON STOCK USD.01 | 94106L109 |
| KAI | KADANT INC | 34,170 | $1.334M | 0.0% | $33.91 | +4.5% | COMMON STOCK USD.01 | 48282T104 |
| — | BBCN BANCORP INC | 90,817 | $1.325M | 0.0% | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| — | SYMANTEC CORP | 56,302 | $1.324M | 0.0% | $23.18 | — | COMMON STOCK USD.01 | 871503108 |
| NOK | NOKIA CORP SPON ADR | 154,094 | $1.304M | 0.0% | $6.02 | — | ADR | 654902204 |
| ITW | ILLINOIS TOOL WORKS | 15,283 | $1.29M | 0.0% | $66.18 | 0.0% | COMMON STOCK USD.01 | 452308109 |
| OMC | OMNICOM GROUP | 18,500 | $1.274M | 0.0% | $47.35 | +3.1% | COMMON STOCK USD.15 | 681919106 |
| — | LANNETT CO INC | 27,810 | $1.27M | 0.0% | $49.62 | — | COMMON STOCK USD.001 | 516012101 |
| — | ADVENT SOFTWARE INC | 40,199 | $1.269M | 0.0% | $32.82 | — | COMMON STOCK USD.01 | 007974108 |
| — | RPX CORP | 92,201 | $1.266M | 0.0% | $16.30 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | PIER 1 IMPORTS INC | 106,404 | $1.265M | 0.0% | $20.91 | — | COMMON STOCK USD.001 | 720279108 |
| — | HANGER INC | 61,420 | $1.26M | 0.0% | $31.46 | — | COMMON STOCK USD.01 | 41043F208 |
| — | VALSPAR CORP | 15,858 | $1.253M | 0.0% | $66.24 | — | COMMON STOCK USD.5 | 920355104 |
| UPS | UNITED PARCEL SERVICE CL B | 12,714 | $1.25M | 0.0% | $66.53 | -0.3% | COMMON STOCK USD.01 | 911312106 |
| TSN | TYSON FOODS INC CL A | 31,585 | $1.244M | 0.0% | $18.99 | +56.0% | COMMON STOCK USD.1 | 902494103 |
| NJR | NEW JERSEY RESOURCES CORP | 24,540 | $1.24M | 0.0% | $17.72 | +1.9% | COMMON STOCK USD2.5 | 646025106 |
| — | PGT INC | 132,712 | $1.237M | 0.0% | $9.32 | — | COMMON STOCK USD.01 | 69336V101 |
| — | SUSQUEHANNA BANCSHARES INC | 123,548 | $1.235M | 0.0% | $12.85 | — | COMMON STOCK USD2. | 869099101 |
| PCG | P G + E CORP | 27,332 | $1.231M | 0.0% | $38.84 | +5.1% | COMMON STOCK NPV | 69331C108 |
| CATY | CATHAY GENERAL BANCORP | 48,964 | $1.216M | 0.0% | $17.79 | +3.7% | COMMON STOCK USD.01 | 149150104 |
| — | HYPERION THERAPEUTICS INC | 47,991 | $1.21M | 0.0% | $25.21 | — | COMMON STOCK USD.0001 | 44915N101 |
| UFI | UNIFI INC | 46,710 | $1.21M | 0.0% | $25.83 | +9.4% | COMMON STOCK USD.1 | 904677200 |
| — | CHIQUITA BRANDS INTL | 1,210,000 | $1.21M | 0.0% | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| OSUR | ORASURE TECHNOLOGIES INC | 167,020 | $1.206M | 0.0% | $7.01 | +14.1% | COMMON STOCK USD.000001 | 68554V108 |
| MA | MASTERCARD INC CLASS A | 16,302 | $1.205M | 0.0% | $72.10 | -1.4% | COMMON STOCK USD.0001 | 57636Q104 |
| HVT | HAVERTY FURNITURE | 55,219 | $1.203M | 0.0% | $27.59 | -14.6% | COMMON STOCK USD1. | 419596101 |
| — | B/E AEROSPACE INC | 14,230 | $1.194M | 0.0% | $92.50 | — | COMMON STOCK USD.01 | 073302101 |
| PBYI | PUMA BIOTECHNOLOGY INC | 4,980 | $1.188M | 0.0% | $92.31 | +122.4% | COMMON STOCK USD.0001 | 74587V107 |
| — | AVG TECHNOLOGIES | 71,487 | $1.185M | 0.0% | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | NEOPHOTONICS CORP | 352,560 | $1.181M | 0.0% | $3.35 | — | COMMON STOCK USD.0025 | 64051T100 |
| — | MB FINANCIAL INC | 42,453 | $1.175M | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 30,298 | $1.167M | 0.0% | $17.68 | +12.2% | COMMON STOCK USD.01 | 828730200 |
| — | HEALTH CARE REIT INC | 18,700 | $1.166M | 0.0% | $62.35 | — | REIT USD1. | 42217K106 |
| — | ACTAVIS PLC | 4,712 | $1.137M | 0.0% | $192.32 | — | COMMON STOCK USD.0033 | G0083B108 |
| — | ISHARES MSCI MALAYSIA ETF | 73,812 | $1.137M | 0.0% | $15.62 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| AIT | APPLIED INDUSTRIAL TECH INC | 24,865 | $1.135M | 0.0% | $40.21 | +0.7% | COMMON STOCK NPV | 03820C105 |
| — | NOBLE CORP PLC | 50,944 | $1.132M | 0.0% | $28.95 | — | COMMON STOCK USD.01 | G65431101 |
| AMP | AMERIPRISE FINANCIAL INC | 9,170 | $1.131M | 0.0% | $80.05 | +20.6% | COMMON STOCK USD.01 | 03076C106 |
| — | PLANTRONICS INC | 23,542 | $1.125M | 0.0% | $43.93 | — | COMMON STOCK USD.01 | 727493108 |
| WT | WISDOMTREE INVESTMENTS INC | 98,652 | $1.123M | 0.0% | $14.91 | -23.7% | COMMON STOCK USD.01 | 97717P104 |
| PLUS | EPLUS INC | 20,000 | $1.121M | 0.0% | $14.07 | +0.8% | COMMON STOCK USD.01 | 294268107 |
| — | INSYS THERAPEUTICS INC | 28,869 | $1.12M | 0.0% | $36.47 | — | COMMON STOCK USD.0002145 | 45824V209 |
| POR | PORTLAND GENERAL ELECTRIC CO | 34,720 | $1.115M | 0.0% | $20.00 | +9.7% | COMMON STOCK NPV | 736508847 |
| — | MICHAEL KORS HOLDINGS LTD | 15,500 | $1.107M | 0.0% | $71.42 | — | COMMON STOCK NPV | G60754101 |
| AMAT | APPLIED MATERIALS INC | 50,984 | $1.102M | 0.0% | $14.16 | +35.4% | COMMON STOCK USD.01 | 038222105 |
| — | ISIS PHARMACEUTICALS INC | 28,237 | $1.096M | 0.0% | $39.84 | — | COMMON STOCK USD.001 | 464330109 |
| CNXN | PC CONNECTION INC | 51,034 | $1.096M | 0.0% | $15.71 | +19.3% | COMMON STOCK USD.01 | 69318J100 |
| — | GNC HOLDINGS INC CL A | 28,100 | $1.089M | 0.0% | $34.10 | — | COMMON STOCK USD.001 | 36191G107 |
| DTE | DTE ENERGY COMPANY | 14,264 | $1.085M | 0.0% | $38.29 | +15.3% | COMMON STOCK NPV | 233331107 |
| WHR | WHIRLPOOL CORP | 7,336 | $1.068M | 0.0% | $144.75 | +2.1% | COMMON STOCK USD1. | 963320106 |
| — | CROWN CASTLE INTL CORP | 13,245 | $1.067M | 0.0% | $72.40 | — | REIT USD.01 | 228227104 |
| IVZ | INVESCO LTD | 27,000 | $1.066M | 0.0% | $24.01 | 0.0% | COMMON STOCK USD.2 | G491BT108 |
| OSK | OSHKOSH CORP | 24,103 | $1.064M | 0.0% | $31.79 | +30.9% | COMMON STOCK USD.01 | 688239201 |
| AXP | AMERICAN EXPRESS CO | 12,125 | $1.061M | 0.0% | $75.50 | +1.3% | COMMON STOCK USD.2 | 025816109 |
| — | CYBERONICS INC | 20,587 | $1.053M | 0.0% | $51.11 | — | COMMON STOCK USD.01 | 23251P102 |
| VOD | VODAFONE GROUP PLC SP ADR | 31,820 | $1.047M | 0.0% | $35.98 | — | ADR | 92857W308 |
| — | PERFICIENT INC | 69,540 | $1.042M | 0.0% | $18.36 | — | COMMON STOCK USD.001 | 71375U101 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 116,258 | $1.041M | 0.0% | $10.32 | -9.7% | COMMON STOCK USD.001 | 90385V107 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 66,130 | $1.039M | 0.0% | $15.88 | — | REIT USD.01 | 03762U105 |
| ERIC | ERICSSON (LM) TEL SP ADR | 81,942 | $1.032M | 0.0% | $11.73 | — | ADR | 294821608 |
| BELFB | BEL FUSE INC CL B | 41,720 | $1.032M | 0.0% | $18.19 | +14.4% | COMMON STOCK USD.1 | 077347300 |
| MATX | MATSON INC | 41,180 | $1.031M | 0.0% | $19.61 | +12.8% | COMMON STOCK NPV | 57686G105 |
| EZPW | EZCORP INC CL A | 103,386 | $1.025M | 0.0% | $17.15 | -39.5% | COMMON STOCK USD.01 | 302301106 |
| — | PARSLEY ENERGY INC CLASS A | 47,800 | $1.02M | 0.0% | $21.34 | — | COMMON STOCK USD.01 | 701877102 |
| LTC | LTC PROPERTIES INC | 27,592 | $1.018M | 0.0% | $38.13 | — | REIT USD.01 | 502175102 |
| — | CALAMP CORP | 57,130 | $1.007M | 0.0% | $26.00 | — | COMMON STOCK USD.01 | 128126109 |
| PLD | PROLOGIS INC | 26,491 | $999K | 0.0% | $27.64 | +4.3% | REIT USD.01 | 74340W103 |
| FIX | COMFORT SYSTEMS USA INC | 73,360 | $994K | 0.0% | $15.60 | -11.0% | COMMON STOCK USD.01 | 199908104 |
| — | HAWAIIAN HOLDINGS INC | 73,861 | $993K | 0.0% | $11.09 | — | COMMON STOCK USD.01 | 419879101 |
| MO | ALTRIA GROUP INC | 21,600 | $992K | 0.0% | $19.20 | +7.7% | COMMON STOCK USD.333 | 02209S103 |
| WD | WALKER + DUNLOP INC | 74,566 | $991K | 0.0% | $13.51 | -15.9% | COMMON STOCK | 93148P102 |
| MEI | METHODE ELECTRONICS INC | 26,842 | $990K | 0.0% | $24.50 | +16.3% | COMMON STOCK USD.5 | 591520200 |
| MTX | MINERALS TECHNOLOGIES INC | 15,950 | $984K | 0.0% | $59.56 | 0.0% | COMMON STOCK USD.1 | 603158106 |
| EMBJ | EMBRAER SA SPON ADR | 24,421 | $958K | 0.0% | $36.15 | — | ADR | 29082A107 |
| LPX | LOUISIANA PACIFIC CORP | 69,434 | $944K | 0.0% | $17.62 | -19.7% | COMMON STOCK USD1. | 546347105 |
| SANM | SANMINA CORP | 45,100 | $941K | 0.0% | $20.25 | +14.9% | COMMON STOCK USD.01 | 801056102 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 5,370 | $933K | 0.0% | $150.66 | 0.0% | COMMON STOCK USD.01 | 92828Q109 |
| IDA | IDACORP INC | 17,284 | $927K | 0.0% | $53.58 | +2.7% | COMMON STOCK NPV | 451107106 |
| DCO | DUCOMMUN INC | 33,794 | $926K | 0.0% | $26.34 | +5.9% | COMMON STOCK USD.01 | 264147109 |
| — | ROCKWELL COLLINS INC | 11,694 | $918K | 0.0% | $63.40 | — | COMMON STOCK USD.01 | 774341101 |
| — | VALE SA SP PREF ADR | 93,838 | $911K | 0.0% | $12.19 | — | ADR NPV | 91912E204 |
| — | CARRIZO OIL + GAS INC | 16,878 | $908K | 0.0% | $53.45 | — | COMMON STOCK USD.01 | 144577103 |
| IDCC | INTERDIGITAL INC | 22,778 | $907K | 0.0% | $41.81 | +5.3% | COMMON STOCK USD.01 | 45867G101 |
| — | CASH AMERICA INTL INC | 20,640 | $904K | 0.0% | $44.43 | — | COMMON STOCK USD.1 | 14754D100 |
| — | CONNECTICUT WATER SVC INC | 27,800 | $904K | 0.0% | $33.60 | — | COMMON STOCK NPV | 207797101 |
| BBY | BEST BUY CO INC | 26,769 | $899K | 0.0% | $16.63 | +25.1% | COMMON STOCK USD.1 | 086516101 |
| RGEN | REPLIGEN CORP | 45,032 | $897K | 0.0% | $11.94 | +76.3% | COMMON STOCK USD.01 | 759916109 |
| EA | ELECTRONIC ARTS INC | 25,166 | $896K | 0.0% | $35.43 | 0.0% | COMMON STOCK USD.01 | 285512109 |
| MCK | MCKESSON CORP | 4,585 | $893K | 0.0% | $107.04 | +65.2% | COMMON STOCK USD.01 | 58155Q103 |
| MTUS | TIMKENSTEEL CORP | 19,197 | $892K | 0.0% | $45.14 | 0.0% | COMMON STOCK | 887399103 |
| ARCB | ARCBEST CORP | 23,752 | $886K | 0.0% | $36.80 | -6.4% | COMMON STOCK USD.01 | 03937C105 |
| — | PETROCHINA CO LTD ADR | 6,869 | $883K | 0.0% | $110.44 | — | ADR | 71646E100 |
| — | CEPHEID INC | 19,976 | $880K | 0.0% | $37.92 | — | COMMON STOCK NPV | 15670R107 |
| — | CELLDEX THERAPEUTICS INC | 66,732 | $865K | 0.0% | $17.84 | — | COMMON STOCK USD.001 | 15117B103 |
| — | MANITEX INTERNATIONAL INC | 76,380 | $862K | 0.0% | $13.84 | — | COMMON STOCK NPV | 563420108 |
| CCK | CROWN HOLDINGS INC | 18,992 | $846K | 0.0% | $45.62 | +0.3% | COMMON STOCK USD5. | 228368106 |
| — | AXIALL CORP | 23,342 | $836K | 0.0% | $43.44 | — | COMMON STOCK USD.01 | 05463D100 |
| — | JUNIPER NETWORKS INC | 37,699 | $835K | 0.0% | $22.15 | — | COMMON STOCK USD.00001 | 48203R104 |
| NNBR | NN INC | 31,219 | $834K | 0.0% | $12.13 | +106.9% | COMMON STOCK USD.01 | 629337106 |
| — | JOHNSON CONTROLS INC | 18,706 | $823K | 0.0% | $35.78 | — | COMMON STOCK USD.01388 | 478366107 |
| ALG | ALAMO GROUP INC | 20,000 | $820K | 0.0% | $50.61 | -10.6% | COMMON STOCK USD.1 | 011311107 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 18,013 | $819K | 0.0% | $33.97 | — | ADR | 824596100 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $803K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | CAI INTERNATIONAL INC | 41,249 | $798K | 0.0% | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| GD | GENERAL DYNAMICS CORP | 6,056 | $770K | 0.0% | $56.44 | +68.4% | COMMON STOCK USD1. | 369550108 |
| — | NORDSTROM INC | 11,208 | $766K | 0.0% | $67.94 | — | COMMON STOCK NPV | 655664100 |
| — | ALON USA ENERGY INC | 53,155 | $763K | 0.0% | $14.66 | — | COMMON STOCK USD.01 | 020520102 |
| — | UIL HOLDINGS CORP | 21,100 | $747K | 0.0% | $38.72 | — | COMMON STOCK NPV | 902748102 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 21,227 | $746K | 0.0% | $69.31 | -39.5% | COMMON STOCK USD.01 | 37364X109 |
| — | CHESAPEAKE ENERGY CORP | 32,290 | $742K | 0.0% | $22.32 | — | COMMON STOCK USD.01 | 165167107 |
| — | VITAMIN SHOPPE INC | 16,620 | $738K | 0.0% | $43.58 | — | COMMON STOCK USD.01 | 92849E101 |
| AFL | AFLAC INC | 12,336 | $719K | 0.0% | $20.35 | +14.2% | COMMON STOCK USD.1 | 001055102 |
| NVDA | NVIDIA CORP | 38,900 | $718K | 0.0% | $0.45 | 0.0% | COMMON STOCK USD.001 | 67066G104 |
| — | VOXX INTERNATIONAL CORP | 77,107 | $717K | 0.0% | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| — | WABCO HOLDINGS INC | 7,771 | $707K | 0.0% | $74.64 | — | COMMON STOCK USD.01 | 92927K102 |
| — | SPX CORP | 7,513 | $706K | 0.0% | $99.63 | — | COMMON STOCK USD10. | 784635104 |
| — | THOMPSON CREEK METALS CO INC | 316,386 | $696K | 0.0% | $2.81 | — | COMMON STOCK NPV | 884768102 |
| — | UNITED STATIONERS INC | 18,433 | $693K | 0.0% | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| — | ELECTRONICS FOR IMAGING | 15,610 | $689K | 0.0% | $43.30 | — | COMMON STOCK USD.01 | 286082102 |
| — | INTERVAL LEISURE GROUP | 36,150 | $689K | 0.0% | $19.06 | — | COMMON STOCK USD.01 | 46113M108 |
| — | WEB.COM GROUP INC | 33,570 | $670K | 0.0% | $34.02 | — | COMMON STOCK USD.001 | 94733A104 |
| — | ENDOCYTE INC | 110,114 | $669K | 0.0% | $6.34 | — | COMMON STOCK | 29269A102 |
| ROP | ROPER INDUSTRIES INC | 4,559 | $667K | 0.0% | $130.09 | +5.5% | COMMON STOCK USD.01 | 776696106 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 17,500 | $666K | 0.0% | $33.72 | — | COMMON STOCK USD.01 | 848574109 |
| NSC | NORFOLK SOUTHERN CORP | 5,937 | $663K | 0.0% | $82.62 | 0.0% | COMMON STOCK USD1. | 655844108 |
| — | MARLIN BUSINESS SERVICES INC | 35,926 | $658K | 0.0% | $18.32 | — | COMMON STOCK USD.01 | 571157106 |
| MOV | MOVADO GROUP INC | 19,849 | $656K | 0.0% | $40.35 | -2.9% | COMMON STOCK USD.01 | 624580106 |
| — | CHIPMOS TECHNOLOGIES BERMUDA | 28,566 | $646K | 0.0% | $19.71 | — | COMMON STOCK USD.01 | G2110R114 |
| — | PICO HOLDINGS INC | 32,312 | $645K | 0.0% | $22.59 | — | COMMON STOCK USD.001 | 693366205 |
| — | QLOGIC CORP | 68,825 | $630K | 0.0% | $9.73 | — | COMMON STOCK USD.001 | 747277101 |
| FF | FUTUREFUEL CORP | 51,600 | $614K | 0.0% | $4.57 | -11.7% | COMMON STOCK USD.0001 | 36116M106 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 10,915 | $613K | 0.0% | $13.40 | +9.3% | COMMON STOCK USD.01 | 88023U101 |
| — | STARWOOD HOTELS + RESORTS | 7,282 | $606K | 0.0% | $83.22 | — | COMMON STOCK USD.01 | 85590A401 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 13,915 | $605K | 0.0% | $46.65 | — | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| TDG | TRANSDIGM GROUP INC | 3,244 | $598K | 0.0% | $70.58 | +58.1% | COMMON STOCK USD.01 | 893641100 |
| — | FIDELITY SOUTHERN CORP | 43,575 | $597K | 0.0% | $16.61 | — | COMMON STOCK NPV | 316394105 |
| — | FORWARD AIR CORP | 13,236 | $593K | 0.0% | $46.09 | — | COMMON STOCK USD.01 | 349853101 |
| — | JACOBS ENGINEERING GROUP INC | 12,084 | $590K | 0.0% | $48.82 | — | COMMON STOCK USD1. | 469814107 |
| — | REPUBLIC AIRWAYS HOLDINGS IN | 52,610 | $584K | 0.0% | $11.07 | — | COMMON STOCK USD.001 | 760276105 |
| CENX | CENTURY ALUMINUM COMPANY | 22,420 | $582K | 0.0% | $22.02 | 0.0% | COMMON STOCK USD.01 | 156431108 |
| OPK | OPKO HEALTH INC | 68,060 | $579K | 0.0% | $8.73 | +0.6% | COMMON STOCK USD.01 | 68375N103 |
| — | EQUINIX INC | 2,709 | $576K | 0.0% | $203.83 | — | COMMON STOCK USD.001 | 29444U502 |
| — | SYNAGEVA BIOPHARMA CORP | 8,360 | $575K | 0.0% | $104.78 | — | COMMON STOCK USD.001 | 87159A103 |
| LPL | LG DISPLAY CO LTD ADR | 36,504 | $575K | 0.0% | $13.04 | — | ADR | 50186V102 |
| FE | FIRSTENERGY CORP | 17,035 | $572K | 0.0% | $23.88 | -13.7% | COMMON STOCK USD.1 | 337932107 |
| — | CNOOC LTD SPON ADR | 3,305 | $570K | 0.0% | $179.18 | — | ADR | 126132109 |
| — | QUALITY DISTRIBUTION INC | 44,166 | $564K | 0.0% | $14.86 | — | COMMON STOCK NPV | 74756M102 |
| ZBH | ZIMMER HOLDINGS INC | 5,605 | $564K | 0.0% | $81.14 | +10.4% | COMMON STOCK USD.01 | 98956P102 |
| VOYA | VOYA FINANCIAL INC | 14,300 | $559K | 0.0% | $33.96 | 0.0% | COMMON STOCK USD.01 | 929089100 |
| — | ENERNOC INC | 32,670 | $554K | 0.0% | $18.95 | — | COMMON STOCK USD.001 | 292764107 |
| — | EMC INS GROUP INC | 18,940 | $547K | 0.0% | $35.52 | — | COMMON STOCK USD1. | 268664109 |
| — | TETRAPHASE PHARMACEUTICALS I | 26,995 | $539K | 0.0% | $15.20 | — | COMMON STOCK USD.001 | 88165N105 |
| LGND | LIGAND PHARMACEUTICALS | 11,400 | $536K | 0.0% | $37.71 | -12.0% | COMMON STOCK USD.001 | 53220K504 |
| PVH | PVH CORP | 4,407 | $534K | 0.0% | $112.68 | +2.3% | COMMON STOCK USD1. | 693656100 |
| MLM | MARTIN MARIETTA MATERIALS | 4,113 | $530K | 0.0% | $117.60 | 0.0% | COMMON STOCK USD.01 | 573284106 |
| EBS | EMERGENT BIOSOLUTIONS INC | 24,661 | $526K | 0.0% | $15.28 | +49.9% | COMMON STOCK USD.001 | 29089Q105 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 32,990 | $517K | 0.0% | $12.76 | +17.1% | COMMON STOCK USD.001 | 64125C109 |
| O | REALTY INCOME CORP | 12,600 | $514K | 0.0% | $24.22 | +3.3% | REIT USD1. | 756109104 |
| MCRI | MONARCH CASINO + RESORT INC | 42,364 | $505K | 0.0% | $13.55 | -2.5% | COMMON STOCK USD.01 | 609027107 |
| — | HARRIS CORP | 7,540 | $501K | 0.0% | $49.55 | — | COMMON STOCK USD1. | 413875105 |
| — | WARREN RESOURCES INC | 94,280 | $500K | 0.0% | $5.30 | — | COMMON STOCK USD.0001 | 93564A100 |
| EXC | EXELON CORP | 14,421 | $492K | 0.0% | $14.80 | +5.6% | COMMON STOCK NPV | 30161N101 |
| MCHI | ISHARES MSCI CHINA ETF | 10,362 | $491K | 0.0% | $46.49 | — | ISHARES MSCI CHINA ETF | 46429B671 |
| — | COVIDIEN PLC | 5,677 | $491K | 0.0% | $76.72 | — | COMMON STOCK USD.2 | G2554F113 |
| MRSH | MARSH + MCLENNAN COS | 9,364 | $490K | 0.0% | $31.19 | +37.0% | COMMON STOCK USD1. | 571748102 |
| — | ANALOGIC CORP | 7,605 | $486K | 0.0% | $88.49 | — | COMMON STOCK USD.05 | 032657207 |
| — | CELESTICA INC | 47,408 | $481K | 0.0% | $11.00 | — | COMMON STOCK NPV | 15101Q108 |
| — | AMTRUST FINANCIAL SERVICES | 11,950 | $476K | 0.0% | $39.83 | — | COMMON STOCK USD.01 | 032359309 |
| MHO | M/I HOMES INC | 23,950 | $475K | 0.0% | $22.75 | -4.2% | COMMON STOCK USD.01 | 55305B101 |
| HURC | HURCO COMPANIES INC | 12,510 | $471K | 0.0% | $30.62 | +8.6% | COMMON STOCK NPV | 447324104 |
| ED | CONSOLIDATED EDISON INC | 8,300 | $470K | 0.0% | $37.46 | 0.0% | COMMON STOCK USD.1 | 209115104 |
| — | TWENTY FIRST CENTURY FOX A | 13,630 | $467K | 0.0% | $34.26 | — | COMMON STOCK USD.01 | 90130A101 |
| TRMB | TRIMBLE NAVIGATION LTD | 15,210 | $464K | 0.0% | $35.99 | -9.7% | COMMON STOCK NPV | 896239100 |
| PCAR | PACCAR INC | 8,136 | $463K | 0.0% | $21.67 | +24.9% | COMMON STOCK USD1. | 693718108 |
| HOG | HARLEY DAVIDSON INC | 7,900 | $460K | 0.0% | $70.44 | -9.2% | COMMON STOCK USD.01 | 412822108 |
| GATX | GATX CORP | 7,700 | $449K | 0.0% | $49.73 | -0.8% | COMMON STOCK USD.625 | 361448103 |
| EQR | EQUITY RESIDENTIAL | 7,132 | $439K | 0.0% | $29.24 | +26.3% | REIT USD.01 | 29476L107 |
| — | LAM RESEARCH CORP | 5,868 | $438K | 0.0% | $48.65 | — | COMMON STOCK USD.001 | 512807108 |
| BAX | BAXTER INTERNATIONAL INC | 6,062 | $435K | 0.0% | $31.79 | +5.2% | COMMON STOCK USD1. | 071813109 |
| ACN | ACCENTURE PLC CL A | 5,325 | $433K | 0.0% | $63.77 | +3.7% | COMMON STOCK USD.0000225 | G1151C101 |
| MLCO | MELCO CROWN ENTERTAINME ADR | 16,080 | $423K | 0.0% | $22.37 | — | ADR USD.01 | 585464100 |
| SBUX | STARBUCKS CORP | 5,440 | $411K | 0.0% | $28.87 | +6.8% | COMMON STOCK USD.001 | 855244109 |
| — | STONE ENERGY CORP | 13,072 | $410K | 0.0% | $46.80 | — | COMMON STOCK USD.01 | 861642106 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $406K | 0.0% | $9.18 | +2.2% | COMMON STOCK USD1. | 31983A103 |
| — | CONN S INC | 13,040 | $395K | 0.0% | $49.39 | — | COMMON STOCK USD.01 | 208242107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 8,325 | $393K | 0.0% | $14.85 | +27.1% | COMMON STOCK USD.001 | 595017104 |
| DKS | DICK S SPORTING GOODS INC | 8,900 | $391K | 0.0% | $36.47 | -8.6% | COMMON STOCK USD.01 | 253393102 |
| — | SALIX PHARMACEUTICALS LTD | 2,432 | $380K | 0.0% | $104.20 | — | COMMON STOCK USD.001 | 795435106 |
| — | K12 INC | 23,750 | $379K | 0.0% | $24.08 | — | COMMON STOCK USD.0001 | 48273U102 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 8,838 | $377K | 0.0% | $48.29 | — | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| NI | NISOURCE INC | 9,170 | $376K | 0.0% | $10.70 | 0.0% | COMMON STOCK USD.01 | 65473P105 |
| RGR | STURM RUGER + CO INC | 7,652 | $373K | 0.0% | $53.75 | -1.9% | COMMON STOCK USD1. | 864159108 |
| — | STEMLINE THERAPEUTICS INC | 28,930 | $360K | 0.0% | $14.66 | — | COMMON STOCK USD.0001 | 85858C107 |
| — | MYLAN INC | 7,694 | $350K | 0.0% | $31.03 | — | COMMON STOCK USD.5 | 628530107 |
| — | TESARO INC | 12,880 | $347K | 0.0% | $31.13 | — | COMMON STOCK USD.0001 | 881569107 |
| — | MANITOWOC COMPANY INC | 14,657 | $344K | 0.0% | $17.90 | — | COMMON STOCK USD.01 | 563571108 |
| — | MICROSEMI CORP | 13,400 | $340K | 0.0% | $25.37 | — | COMMON STOCK USD.2 | 595137100 |
| — | EPIZYME INC | 12,236 | $332K | 0.0% | $40.12 | — | COMMON STOCK USD.0001 | 29428V104 |
| — | FIRST DEFIANCE FINL CORP | 12,118 | $327K | 0.0% | $25.29 | — | COMMON STOCK USD.01 | 32006W106 |
| — | BANKFINANCIAL CORP | 31,280 | $325K | 0.0% | $11.01 | — | COMMON STOCK USD.01 | 06643P104 |
| — | SPECTRUM PHARMACEUTICALS INC | 39,651 | $323K | 0.0% | $8.15 | — | COMMON STOCK USD.001 | 84763A108 |
| — | ALTISOURCE PORTFOLIO SOL | 3,200 | $323K | 0.0% | $100.94 | — | COMMON STOCK USD1. | L0175J104 |
| RRX | REGAL BELOIT CORP | 4,946 | $318K | 0.0% | $69.87 | +3.0% | COMMON STOCK USD.01 | 758750103 |
| — | CYNOSURE INC A | 14,663 | $308K | 0.0% | $27.86 | — | COMMON STOCK USD.001 | 232577205 |
| — | CLOVIS ONCOLOGY INC | 6,703 | $304K | 0.0% | $64.04 | — | COMMON STOCK USD.001 | 189464100 |
| SRPT | SAREPTA THERAPEUTICS INC | 14,415 | $304K | 0.0% | $30.12 | -25.1% | COMMON STOCK USD.0001 | 803607100 |
| — | OI SA ADR | 405,349 | $284K | 0.0% | $0.86 | — | ADR | 670851203 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 22,700 | $282K | 0.0% | $15.48 | — | COMMON STOCK USD.001 | 018680306 |
| BK | BANK OF NEW YORK MELLON CORP | 7,106 | $275K | 0.0% | $21.22 | +38.7% | COMMON STOCK USD.01 | 064058100 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 30,299 | $263K | 0.0% | $8.90 | +1.5% | COMMON STOCK USD.001 | 868459108 |
| THD | ISHARES MSCI THAILAND CAPPED E | 3,080 | $258K | 0.0% | $83.77 | — | ISHARES MSCI THAILAND CAPPED | 464286624 |
| HSIC | HENRY SCHEIN INC | 1,828 | $213K | 0.0% | $43.79 | +5.8% | COMMON STOCK USD.01 | 806407102 |
| — | INGERSOLL RAND PLC | 3,729 | $210K | 0.0% | $59.64 | — | COMMON STOCK USD1. | G47791101 |
| KODK | EASTMAN KODAK CO | 7,242 | $159K | 0.0% | $26.54 | -10.6% | COMMON STOCK USD.01 | 277461406 |
| CPS | COOPER STANDARD HOLDING | 2,259 | $141K | 0.0% | $50.83 | +25.2% | COMMON STOCK USD.001 | 21676P103 |
| VVX | VECTRUS INC | 7,188 | $140K | 0.0% | $22.23 | 0.0% | COMMON STOCK USD.01 | 92242T101 |
| PRU | PRUDENTIAL FINANCIAL INC | 1,181 | $104K | 0.0% | $38.68 | +42.1% | COMMON STOCK USD.01 | 744320102 |
| AAP | ADVANCE AUTO PARTS INC | 370 | $48,000 | 0.0% | $114.54 | 0.0% | COMMON STOCK USD.0001 | 00751Y106 |
| — | OI SA ADR | 41,482 | $31,000 | 0.0% | $0.96 | — | ADR | 670851104 |
| — | EASTMAN KODAK CO | 2,498 | $19,000 | 0.0% | $18.09 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,498 | $17,000 | 0.0% | $16.80 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| QUAD | QUAD GRAPHICS INC | 144 | $3,000 | 0.0% | $21.65 | 0.0% | COMMON STOCK USD.025 | 747301109 |