Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 6, 2015
Total Value: $5.429B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $737M | 13.6% | $73.94 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EEM | ISHARES MSCI EMERGING MARKETS | 4,390,730 | $173M | 3.2% | $39.29 | $41.59 | -5.5% | ISHARES MSCI EMERGING MARKET | 464287234 |
| MSFT | MICROSOFT CORP | 2,187,276 | $102M | 1.9% | $46.45 * | $32.77 | +20.8% | COMMON STOCK USD.00000625 | 594918104 |
| AAPL | APPLE INC | 819,995 | $90.51M | 1.7% | $110.38 * | $18.70 | +30.8% | COMMON STOCK USD.00001 | 037833100 |
| PFE | PFIZER INC | 2,367,583 | $73.75M | 1.4% | $31.15 * | $16.86 | +10.2% | COMMON STOCK USD.05 | 717081103 |
| SCCO | SOUTHERN COPPER CORP | 2,556,068 | $72.08M | 1.3% | $28.20 * | $18.99 | -2.9% | COMMON STOCK USD.01 | 84265V105 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 3,123,079 | $69.89M | 1.3% | $22.38 | $18.80 | +19.1% | ADR | 874039100 |
| ORCL | ORACLE CORP | 1,552,177 | $69.8M | 1.3% | $44.97 * | $28.69 | +32.9% | COMMON STOCK USD.01 | 68389X105 |
| JPM | JPMORGAN CHASE + CO | 1,077,512 | $67.43M | 1.2% | $62.58 * | $38.85 | +19.7% | COMMON STOCK USD1.0 | 46625H100 |
| CVX | CHEVRONTEXACO CORP | 600,663 | $67.38M | 1.2% | $112.18 * | $71.09 | -1.6% | COMMON STOCK USD.75 | 166764100 |
| CSCO | CISCO SYSTEMS INC | 2,358,542 | $65.6M | 1.2% | $27.82 * | $15.79 | +24.9% | COMMON STOCK USD.001 | 17275R102 |
| TX | TERNIUM SA SPONSORED ADR | 3,594,011 | $63.4M | 1.2% | $17.64 | $23.02 | -23.4% | ADR USD1. | 880890108 |
| C | CITIGROUP INC | 1,167,439 | $63.17M | 1.2% | $54.11 * | $37.27 | +8.1% | COMMON STOCK USD.01 | 172967424 |
| PG | PROCTER + GAMBLE CO/THE | 658,688 | $60M | 1.1% | $91.09 * | $57.30 | +16.9% | COMMON STOCK | 742718109 |
| MRK | MERCK + CO. INC. | 984,273 | $55.9M | 1.0% | $56.79 * | $30.94 | +24.4% | COMMON STOCK USD.5 | 58933Y105 |
| EFA | ISHARES MSCI EAFE ETF | 902,815 | $54.93M | 1.0% | $60.84 | $65.14 | -6.6% | ISHARES MSCI EAFE ETF | 464287465 |
| CMCSA | COMCAST CORP CLASS A | 939,220 | $54.48M | 1.0% | $58.01 * | $20.35 | +10.7% | COMMON STOCK USD.01 | 20030N101 |
| GILD | GILEAD SCIENCES INC | 560,622 | $52.84M | 1.0% | $94.26 * | $63.20 | +3.6% | COMMON STOCK USD.001 | 375558103 |
| VZ | VERIZON COMMUNICATIONS INC | 1,095,146 | $51.23M | 0.9% | $46.78 * | $26.37 | +0.4% | COMMON STOCK USD.1 | 92343V104 |
| AAL | AMERICAN AIRLINES GROUP INC | 950,569 | $50.98M | 0.9% | $53.63 * | $35.57 | +42.9% | COMMON STOCK | 02376R102 |
| — | CELGENE CORP | 454,806 | $50.88M | 0.9% | $111.86 | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 867,562 | $48.59M | 0.9% | $56.01 * | $36.58 | +17.6% | COMMON STOCK USD2.5 | 026874784 |
| CPA | COPA HOLDINGS SA CLASS A | 465,053 | $48.2M | 0.9% | $103.64 * | $90.76 | -18.2% | COMMON STOCK NPV | P31076105 |
| — | HEWLETT PACKARD CO | 1,181,958 | $47.43M | 0.9% | $40.13 | $32.38 | — | COMMON STOCK USD.01 | 428236103 |
| KO | COCA COLA CO/THE | 1,062,389 | $44.85M | 0.8% | $42.22 * | $27.46 | +8.7% | COMMON STOCK USD.25 | 191216100 |
| M | MACY S INC | 679,141 | $44.65M | 0.8% | $65.75 | $50.61 | +29.9% | COMMON STOCK USD.01 | 55616P104 |
| MET | METLIFE INC | 819,584 | $44.33M | 0.8% | $54.09 * | $28.66 | +16.3% | COMMON STOCK USD.01 | 59156R108 |
| BAC | BANK OF AMERICA CORP | 2,436,007 | $43.58M | 0.8% | $17.89 * | $11.73 | +21.0% | COMMON STOCK USD.01 | 060505104 |
| COF | CAPITAL ONE FINANCIAL CORP | 515,724 | $42.57M | 0.8% | $82.55 * | $56.14 | +20.5% | COMMON STOCK USD.01 | 14040H105 |
| — | AMERICA MOVIL SPN ADR CL L | 1,912,294 | $42.41M | 0.8% | $22.18 | $21.74 | — | ADR NPV | 02364W105 |
| — | BANCOLOMBIA S.A. SPONS ADR | 876,569 | $41.97M | 0.8% | $47.88 | $56.79 | — | ADR | 05968L102 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 4,193,170 | $40.09M | 0.7% | $9.56 | $12.41 | -23.0% | ADR | 204448104 |
| — | BED BATH + BEYOND INC | 520,765 | $39.67M | 0.7% | $76.17 | $67.22 | — | COMMON STOCK USD.01 | 075896100 |
| SLB | SCHLUMBERGER LTD | 443,801 | $37.91M | 0.7% | $85.41 * | $57.87 | +8.4% | COMMON STOCK USD.01 | 806857108 |
| DIS | WALT DISNEY CO/THE | 402,003 | $37.87M | 0.7% | $94.19 * | $57.20 | +49.9% | COMMON STOCK USD.01 | 254687106 |
| OXY | OCCIDENTAL PETROLEUM CORP | 461,734 | $37.22M | 0.7% | $80.61 * | $58.78 | -1.5% | COMMON STOCK USD.2 | 674599105 |
| — | EXPRESS SCRIPTS HOLDING CO | 430,058 | $36.41M | 0.7% | $84.67 | $66.20 | — | COMMON STOCK USD.01 | 30219G108 |
| NRG | NRG ENERGY INC | 1,347,760 | $36.32M | 0.7% | $26.95 * | $22.37 | -5.8% | COMMON STOCK USD.01 | 629377508 |
| PKX | POSCO SPON ADR | 567,178 | $36.19M | 0.7% | $63.81 | $70.95 | -10.1% | ADR | 693483109 |
| — | MEDTRONIC INC | 476,437 | $34.4M | 0.6% | $72.20 | $57.68 | — | COMMON STOCK USD.1 | 585055106 |
| — | UNITED TECH CORP | 294,323 | $33.85M | 0.6% | $115.00 | $109.67 | — | COMMON STOCK USD1. | 913017109 |
| MCD | MCDONALD S CORP | 360,804 | $33.81M | 0.6% | $93.70 * | $70.96 | +0.1% | COMMON STOCK USD.01 | 580135101 |
| TXT | TEXTRON INC | 797,292 | $33.57M | 0.6% | $42.11 | $32.17 | +28.8% | COMMON STOCK USD.125 | 883203101 |
| GS | GOLDMAN SACHS GROUP INC | 171,227 | $33.19M | 0.6% | $193.83 * | $134.55 | +15.9% | COMMON STOCK USD.01 | 38141G104 |
| UNP | UNION PACIFIC CORP | 259,624 | $30.93M | 0.6% | $119.13 * | $77.76 | +19.7% | COMMON STOCK USD2.5 | 907818108 |
| EL | ESTEE LAUDER COMPANIES CL A | 394,905 | $30.09M | 0.6% | $76.20 * | $61.49 | +7.7% | COMMON STOCK USD.01 | 518439104 |
| NWL | NEWELL RUBBERMAID INC | 777,590 | $29.62M | 0.5% | $38.09 * | $18.14 | +37.4% | COMMON STOCK USD1. | 651229106 |
| — | NATIONAL OILWELL VARCO INC | 426,632 | $27.96M | 0.5% | $65.53 | $70.80 | — | COMMON STOCK USD.01 | 637071101 |
| — | NAVISTAR INTERNATIONAL CORP | 809,527 | $27.1M | 0.5% | $33.48 | $32.35 | — | COMMON STOCK USD.1 | 63934E108 |
| — | PRAXAIR INC | 206,853 | $26.8M | 0.5% | $129.56 | $130.40 | — | COMMON STOCK USD.01 | 74005P104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 3,029,809 | $26.36M | 0.5% | $8.70 | $14.71 | — | ADR NPV | 035128206 |
| — | KRAFT FOODS GROUP INC | 413,175 | $25.89M | 0.5% | $62.66 | $55.14 | — | COMMON STOCK | 50076Q106 |
| RS | RELIANCE STEEL + ALUMINUM | 419,498 | $25.7M | 0.5% | $61.27 | $68.47 | -10.5% | COMMON STOCK NPV | 759509102 |
| XOM | EXXON MOBIL CORP | 271,825 | $25.13M | 0.5% | $92.45 * | $53.81 | +7.2% | COMMON STOCK NPV | 30231G102 |
| USB | US BANCORP | 558,749 | $25.12M | 0.5% | $44.95 * | $22.71 | +34.6% | COMMON STOCK USD.01 | 902973304 |
| EMR | EMERSON ELECTRIC CO | 406,207 | $25.07M | 0.5% | $61.73 * | $46.07 | -0.4% | COMMON STOCK USD.5 | 291011104 |
| NTAP | NETAPP INC | 604,255 | $25.05M | 0.5% | $41.45 * | $27.94 | +12.1% | COMMON STOCK USD.001 | 64110D104 |
| WDC | WESTERN DIGITAL CORP | 222,275 | $24.61M | 0.5% | $110.70 * | $41.61 | +68.3% | COMMON STOCK USD.01 | 958102105 |
| HCA | HCA HOLDINGS INC | 324,279 | $23.8M | 0.4% | $73.39 * | $53.43 | +27.7% | COMMON STOCK USD.01 | 40412C101 |
| PH | PARKER HANNIFIN CORP | 178,770 | $23.05M | 0.4% | $128.95 * | $98.94 | +8.6% | COMMON STOCK USD.5 | 701094104 |
| — | VIACOM INC CLASS B | 305,959 | $23.02M | 0.4% | $75.25 | $72.19 | — | COMMON STOCK USD.001 | 92553P201 |
| PNC | PNC FINANCIAL SERVICES GROUP | 251,954 | $22.99M | 0.4% | $91.23 * | $51.55 | +25.3% | COMMON STOCK USD5. | 693475105 |
| JNJ | JOHNSON + JOHNSON | 212,879 | $22.26M | 0.4% | $104.57 * | $61.55 | +25.1% | COMMON STOCK USD1. | 478160104 |
| — | BROCADE COMMUNICATIONS SYS | 1,823,003 | $21.58M | 0.4% | $11.84 | $11.64 | — | COMMON STOCK USD.001 | 111621306 |
| CL | COLGATE PALMOLIVE CO | 310,280 | $21.47M | 0.4% | $69.19 * | $49.23 | +8.7% | COMMON STOCK USD1. | 194162103 |
| IBN | ICICI BANK LTD SPON ADR | 1,739,057 | $20.09M | 0.4% | $11.55 | $11.22 | +2.9% | ADR | 45104G104 |
| DAL | DELTA AIR LINES INC | 406,591 | $20M | 0.4% | $49.19 * | $14.99 | +187.4% | COMMON STOCK USD.0001 | 247361702 |
| — | CBS CORP CLASS B NON VOTING | 361,357 | $20M | 0.4% | $55.34 | $51.43 | — | COMMON STOCK USD.001 | 124857202 |
| — | BAKER HUGHES INC | 354,923 | $19.9M | 0.4% | $56.07 | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| IP | INTERNATIONAL PAPER CO | 369,438 | $19.79M | 0.4% | $53.58 * | $26.84 | +18.9% | COMMON STOCK USD1. | 460146103 |
| — | CIGNA CORP | 191,671 | $19.73M | 0.4% | $102.91 | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| — | GENERAL ELECTRIC CO | 728,969 | $18.42M | 0.3% | $25.27 | $23.34 | — | COMMON STOCK USD.06 | 369604103 |
| MOS | MOSAIC CO/THE | 397,847 | $18.16M | 0.3% | $45.65 * | $42.39 | -13.5% | COMMON STOCK USD.01 | 61945C103 |
| — | JOY GLOBAL INC | 367,160 | $17.08M | 0.3% | $46.52 | $52.20 | — | COMMON STOCK USD1. | 481165108 |
| BDX | BECTON DICKINSON AND CO | 121,150 | $16.86M | 0.3% | $139.16 * | $81.02 | +41.7% | COMMON STOCK USD1. | 075887109 |
| WFC | WELLS FARGO + CO | 305,664 | $16.76M | 0.3% | $54.82 * | $28.42 | +41.6% | COMMON STOCK USD1.666 | 949746101 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 105,041 | $15.77M | 0.3% | $150.15 | $132.50 | +13.3% | COMMON STOCK USD.0033 | 084670702 |
| F | FORD MOTOR CO | 1,007,873 | $15.62M | 0.3% | $15.50 * | $9.11 | -5.6% | COMMON STOCK USD.01 | 345370860 |
| IFF | INTL FLAVORS + FRAGRANCES | 147,147 | $14.91M | 0.3% | $101.36 * | $74.48 | +4.8% | COMMON STOCK USD.125 | 459506101 |
| CVS | CVS HEALTH CORP | 150,594 | $14.5M | 0.3% | $96.31 * | $42.89 | +64.3% | COMMON STOCK USD.01 | 126650100 |
| PM | PHILIP MORRIS INTERNATIONAL | 177,304 | $14.44M | 0.3% | $81.45 * | $49.51 | -4.7% | COMMON STOCK NPV | 718172109 |
| CVE | CENOVUS ENERGY INC | 679,902 | $14.02M | 0.3% | $20.62 * | $22.60 | -26.6% | COMMON STOCK NPV | 15135U109 |
| KR | KROGER CO | 205,960 | $13.22M | 0.2% | $64.21 * | $14.42 | +80.0% | COMMON STOCK USD1. | 501044101 |
| — | LEVEL 3 COMMUNICATIONS INC | 267,022 | $13.19M | 0.2% | $49.38 | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| SWKS | SKYWORKS SOLUTIONS INC | 180,878 | $13.15M | 0.2% | $72.71 * | $26.55 | +120.3% | COMMON STOCK USD.25 | 83088M102 |
| — | MANITOWOC COMPANY INC | 594,339 | $13.13M | 0.2% | $22.10 | $22.00 | — | COMMON STOCK USD.01 | 563571108 |
| CAT | CATERPILLAR INC | 140,899 | $12.9M | 0.2% | $91.53 * | $69.98 | -1.3% | COMMON STOCK USD1. | 149123101 |
| GM | GENERAL MOTORS CO | 342,035 | $11.94M | 0.2% | $34.91 * | $25.04 | +7.6% | COMMON STOCK USD.01 | 37045V100 |
| — | WYNDHAM WORLDWIDE CORP | 135,660 | $11.63M | 0.2% | $85.76 | $68.84 | — | COMMON STOCK USD.01 | 98310W108 |
| — | MENTOR GRAPHICS CORP | 498,683 | $10.93M | 0.2% | $21.92 | $20.05 | — | COMMON STOCK NPV | 587200106 |
| INTC | INTEL CORP | 290,381 | $10.54M | 0.2% | $36.29 * | $17.18 | +62.1% | COMMON STOCK USD.001 | 458140100 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 250,365 | $10.37M | 0.2% | $41.41 * | $21.84 | +29.1% | COMMON STOCK NPV | 744573106 |
| — | DELPHI AUTOMOTIVE PLC | 141,486 | $10.29M | 0.2% | $72.72 | $51.84 | — | COMMON STOCK USD.01 | G27823106 |
| JLL | JONES LANG LASALLE INC | 68,578 | $10.28M | 0.2% | $149.93 * | $116.41 | +25.4% | COMMON STOCK USD.01 | 48020Q107 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 90,170 | $10.14M | 0.2% | $112.47 * | $76.86 | +19.3% | COMMON STOCK USD.01 | 446413106 |
| PKG | PACKAGING CORP OF AMERICA | 127,573 | $9.957M | 0.2% | $78.05 * | $48.01 | +17.0% | COMMON STOCK USD.01 | 695156109 |
| MU | MICRON TECHNOLOGY INC | 282,649 | $9.896M | 0.2% | $35.01 * | $29.28 | +16.7% | COMMON STOCK USD.1 | 595112103 |
| — | AGL RESOURCES INC | 173,945 | $9.482M | 0.2% | $54.51 | $54.51 | — | COMMON STOCK USD5. | 001204106 |
| — | US CONCRETE INC | 331,668 | $9.436M | 0.2% | $28.45 | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 250,645 | $9.105M | 0.2% | $36.33 * | $27.63 | +3.0% | COMMON STOCK NPV | 609207105 |
| PEP | PEPSICO INC | 95,775 | $9.056M | 0.2% | $94.55 * | $61.63 | +10.3% | COMMON STOCK USD.017 | 713448108 |
| DDS | DILLARDS INC CL A | 72,295 | $9.05M | 0.2% | $125.18 * | $61.13 | +52.1% | COMMON STOCK NPV | 254067101 |
| — | TESORO CORP | 121,552 | $9.037M | 0.2% | $74.35 | $62.16 | — | COMMON STOCK USD.167 | 881609101 |
| ELV | ANTHEM INC | 71,884 | $9.034M | 0.2% | $125.67 * | $105.54 | +1.9% | COMMON STOCK USD.01 | 036752103 |
| SNA | SNAP ON INC | 65,651 | $8.977M | 0.2% | $136.74 * | $90.49 | +17.4% | COMMON STOCK USD1. | 833034101 |
| — | HOSPITALITY PROPERTIES TRUST | 287,971 | $8.927M | 0.2% | $31.00 | $29.20 | — | REIT USD.01 | 44106M102 |
| LOW | LOWE S COS INC | 128,379 | $8.832M | 0.2% | $68.80 * | $39.32 | +43.4% | COMMON STOCK USD.5 | 548661107 |
| ETR | ENTERGY CORP | 99,993 | $8.747M | 0.2% | $87.48 * | $21.57 | +30.9% | COMMON STOCK USD.01 | 29364G103 |
| TRV | TRAVELERS COS INC/THE | 81,222 | $8.597M | 0.2% | $105.85 * | $67.00 | +24.0% | COMMON STOCK NPV | 89417E109 |
| VAC | MARRIOTT VACATIONS WORLD | 114,454 | $8.531M | 0.2% | $74.54 | $44.78 | +66.5% | COMMON STOCK USD.01 | 57164Y107 |
| AVT | AVNET INC | 194,287 | $8.358M | 0.2% | $43.02 * | $27.69 | +22.1% | COMMON STOCK USD1. | 053807103 |
| ALK | ALASKA AIR GROUP INC | 139,422 | $8.332M | 0.2% | $59.76 * | $37.31 | +46.4% | COMMON STOCK USD.01 | 011659109 |
| AMGN | AMGEN INC | 51,969 | $8.278M | 0.2% | $159.29 * | $98.39 | +17.9% | COMMON STOCK USD.0001 | 031162100 |
| ENS | ENERSYS | 133,259 | $8.225M | 0.2% | $61.72 * | $42.79 | +29.5% | COMMON STOCK USD.01 | 29275Y102 |
| CAG | CONAGRA FOODS INC | 221,511 | $8.036M | 0.1% | $36.28 * | $16.82 | +15.1% | COMMON STOCK USD5. | 205887102 |
| LYB | LYONDELLBASELL INDU CL A | 100,853 | $8.007M | 0.1% | $79.39 * | $39.04 | +12.6% | COMMON STOCK | N53745100 |
| VRSN | VERISIGN INC | 139,822 | $7.97M | 0.1% | $57.00 | $51.16 | +10.5% | COMMON STOCK USD.001 | 92343E102 |
| FDX | FEDEX CORP | 45,850 | $7.962M | 0.1% | $173.65 * | $96.82 | +52.7% | COMMON STOCK USD.1 | 31428X106 |
| MS | MORGAN STANLEY | 200,876 | $7.794M | 0.1% | $38.80 * | $23.14 | +24.4% | COMMON STOCK USD.01 | 617446448 |
| — | FOOT LOCKER INC | 138,180 | $7.763M | 0.1% | $56.18 | $35.94 | — | COMMON STOCK USD.01 | 344849104 |
| LUV | SOUTHWEST AIRLINES CO | 182,380 | $7.718M | 0.1% | $42.32 * | $11.86 | +215.0% | COMMON STOCK USD1. | 844741108 |
| WMT | WAL MART STORES INC | 89,662 | $7.7M | 0.1% | $85.88 * | $20.02 | +15.9% | COMMON STOCK USD.1 | 931142103 |
| VLO | VALERO ENERGY CORP | 153,338 | $7.59M | 0.1% | $49.50 * | $28.25 | +14.2% | COMMON STOCK USD.01 | 91913Y100 |
| AES | AES CORP | 547,220 | $7.535M | 0.1% | $13.77 * | $8.64 | +6.2% | COMMON STOCK USD.01 | 00130H105 |
| HD | HOME DEPOT INC | 70,303 | $7.38M | 0.1% | $104.97 * | $56.98 | +42.3% | COMMON STOCK USD.05 | 437076102 |
| ARW | ARROW ELECTRONICS INC | 125,672 | $7.275M | 0.1% | $57.89 | $42.58 | +36.0% | COMMON STOCK USD1. | 042735100 |
| — | STARZ A | 242,790 | $7.211M | 0.1% | $29.70 | $29.21 | — | COMMON STOCK USD.01 | 85571Q102 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 180,000 | $7.204M | 0.1% | $40.02 | $44.41 | -9.9% | VANGUARD FTSE EMERGING MARKE | 922042858 |
| — | AVON PRODUCTS INC | 758,092 | $7.118M | 0.1% | $9.39 | $19.21 | — | COMMON STOCK USD.25 | 054303102 |
| ESNT | ESSENT GROUP LTD | 270,936 | $6.966M | 0.1% | $25.71 * | $20.21 | +13.8% | COMMON STOCK USD.015 | G3198U102 |
| MKSI | MKS INSTRUMENTS INC | 188,766 | $6.909M | 0.1% | $36.60 * | $28.16 | +16.8% | COMMON STOCK NPV | 55306N104 |
| — | DUPONT FABROS TECHNOLOGY | 205,615 | $6.835M | 0.1% | $33.24 | $25.56 | — | REIT USD.001 | 26613Q106 |
| UGI | UGI CORP | 179,382 | $6.813M | 0.1% | $37.98 | $28.98 | +31.1% | COMMON STOCK NPV | 902681105 |
| PHM | PULTEGROUP INC | 314,491 | $6.749M | 0.1% | $21.46 * | $15.23 | +22.7% | COMMON STOCK USD.01 | 745867101 |
| SPY | SPDR S+P 500 ETF TRUST | 32,056 | $6.588M | 0.1% | $205.52 | $182.57 | +12.6% | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | ULTRA PETROLEUM CORP | 498,659 | $6.562M | 0.1% | $13.16 | $20.03 | — | COMMON STOCK NPV | 903914109 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 151,530 | $6.522M | 0.1% | $43.04 | $41.96 | — | COMMON STOCK USD.01 | 848574109 |
| — | DYNEGY INC | 211,192 | $6.41M | 0.1% | $30.35 | $24.69 | — | COMMON STOCK USD.01 | 26817R108 |
| MMM | 3M CO | 38,717 | $6.362M | 0.1% | $164.32 * | $84.29 | +14.2% | COMMON STOCK USD.01 | 88579Y101 |
| KSS | KOHLS CORP | 103,386 | $6.311M | 0.1% | $61.04 | $54.42 | +12.2% | COMMON STOCK USD.01 | 500255104 |
| GLW | CORNING INC | 272,041 | $6.238M | 0.1% | $22.93 * | $13.31 | +28.9% | COMMON STOCK USD.5 | 219350105 |
| — | ADT CORP/THE | 168,115 | $6.091M | 0.1% | $36.23 | $37.46 | — | COMMON STOCK USD.01 | 00101J106 |
| IBM | INTL BUSINESS MACHINES CORP | 37,699 | $6.048M | 0.1% | $160.43 * | $114.89 | -15.5% | COMMON STOCK USD.2 | 459200101 |
| EG | EVEREST RE GROUP LTD | 35,365 | $6.023M | 0.1% | $170.31 * | $111.60 | +21.0% | COMMON STOCK USD.01 | G3223R108 |
| CDNS | CADENCE DESIGN SYS INC | 316,920 | $6.012M | 0.1% | $18.97 | $14.50 | +30.8% | COMMON STOCK USD.01 | 127387108 |
| CTAS | CINTAS CORP | 76,217 | $5.978M | 0.1% | $78.43 * | $14.21 | +23.4% | COMMON STOCK NPV | 172908105 |
| QCOM | QUALCOMM INC | 79,646 | $5.92M | 0.1% | $74.33 * | $52.01 | +4.5% | COMMON STOCK USD.0001 | 747525103 |
| SNX | SYNNEX CORP | 74,815 | $5.848M | 0.1% | $78.17 * | $24.24 | +42.7% | COMMON STOCK USD.001 | 87162W100 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 105,734 | $5.847M | 0.1% | $55.30 | $56.57 | -2.3% | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| — | HEALTHSOUTH CORP W/D | 151,802 | $5.838M | 0.1% | $38.46 | $34.44 | — | COMMON STOCK USD.01 | 421924309 |
| EMN | EASTMAN CHEMICAL CO | 76,668 | $5.816M | 0.1% | $75.86 * | $53.33 | +0.5% | COMMON STOCK USD.01 | 277432100 |
| — | DR PEPPER SNAPPLE GROUP INC | 80,492 | $5.77M | 0.1% | $71.68 | $49.10 | — | COMMON STOCK USD.01 | 26138E109 |
| — | GANNETT CO | 180,219 | $5.754M | 0.1% | $31.93 | $29.82 | — | COMMON STOCK USD1. | 364730101 |
| — | HSN INC | 75,450 | $5.734M | 0.1% | $76.00 | $54.54 | — | COMMON STOCK USD.01 | 404303109 |
| ADM | ARCHER DANIELS MIDLAND CO | 110,039 | $5.722M | 0.1% | $52.00 * | $27.95 | +34.7% | COMMON STOCK NPV | 039483102 |
| COP | CONOCOPHILLIPS | 81,510 | $5.629M | 0.1% | $69.06 * | $41.97 | +15.3% | COMMON STOCK USD.01 | 20825C104 |
| — | TRIUMPH GROUP INC | 83,508 | $5.613M | 0.1% | $67.22 | $65.87 | — | COMMON STOCK USD.001 | 896818101 |
| — | LEUCADIA NATIONAL CORP | 250,034 | $5.606M | 0.1% | $22.42 | $26.40 | — | COMMON STOCK USD1. | 527288104 |
| — | CR BARD INC | 33,623 | $5.602M | 0.1% | $166.61 | $135.70 | — | COMMON STOCK USD.25 | 067383109 |
| EWBC | EAST WEST BANCORP INC | 144,200 | $5.582M | 0.1% | $38.71 * | $28.12 | +7.0% | COMMON STOCK USD.001 | 27579R104 |
| — | DIRECTV | 64,189 | $5.565M | 0.1% | $86.70 | $67.27 | — | COMMON STOCK USD.01 | 25490A309 |
| META | FACEBOOK INC A | 70,806 | $5.524M | 0.1% | $78.02 | $63.42 | +22.2% | COMMON STOCK USD.000006 | 30303M102 |
| — | ENSCO PLC CL A | 180,743 | $5.413M | 0.1% | $29.95 | $45.90 | — | COMMON STOCK USD.1 | G3157S106 |
| INGR | INGREDION INC | 63,479 | $5.386M | 0.1% | $84.85 | $70.18 | +20.9% | COMMON STOCK USD.01 | 457187102 |
| FOSL | FOSSIL GROUP INC | 48,481 | $5.369M | 0.1% | $110.74 | $109.55 | +1.1% | COMMON STOCK USD.01 | 34988V106 |
| EBAY | EBAY INC | 95,531 | $5.361M | 0.1% | $56.12 * | $19.68 | +6.8% | COMMON STOCK USD.001 | 278642103 |
| SNPS | SYNOPSYS INC | 122,900 | $5.342M | 0.1% | $43.47 | $35.52 | +22.4% | COMMON STOCK USD.01 | 871607107 |
| UHS | UNIVERSAL HEALTH SERVICES B | 47,922 | $5.332M | 0.1% | $111.26 * | $65.20 | +63.1% | COMMON STOCK USD.01 | 913903100 |
| — | MANNKIND CORP | 4,930,000 | $5.229M | 0.1% | $1.06 | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| AIZ | ASSURANT INC | 76,372 | $5.226M | 0.1% | $68.43 * | $38.43 | +43.1% | COMMON STOCK USD.01 | 04621X108 |
| — | ASPEN INSURANCE HOLDINGS LTD | 119,210 | $5.218M | 0.1% | $43.77 | $43.03 | — | COMMON STOCK USD.001514456 | G05384105 |
| — | ANADARKO PETROLEUM CORP | 62,704 | $5.173M | 0.1% | $82.50 | $89.11 | — | COMMON STOCK USD.1 | 032511107 |
| — | QUINTILES TRANSNATIONAL HOLD | 87,850 | $5.172M | 0.1% | $58.87 | $58.87 | — | COMMON STOCK USD.01 | 74876Y101 |
| — | GOVERNMENT PROPERTIES INCOME | 224,532 | $5.166M | 0.1% | $23.01 | $23.84 | — | REIT USD.01 | 38376A103 |
| UTHR | UNITED THERAPEUTICS CORP | 39,738 | $5.146M | 0.1% | $129.50 | $64.42 | +101.0% | COMMON STOCK USD.01 | 91307C102 |
| V | VISA INC CLASS A SHARES | 19,359 | $5.076M | 0.1% | $262.20 * | $50.58 | +20.0% | COMMON STOCK USD.0001 | 92826C839 |
| UNH | UNITEDHEALTH GROUP INC | 50,129 | $5.068M | 0.1% | $101.10 * | $61.64 | +37.5% | COMMON STOCK USD.01 | 91324P102 |
| XLY | CONSUMER DISCRETIONARY SELECT | 70,010 | $5.051M | 0.1% | $72.15 * | $34.28 | +5.2% | CONSUMER DISCRETIONARY SELT | 81369Y407 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 92,636 | $4.995M | 0.1% | $53.92 * | $37.66 | +18.3% | COMMON STOCK USD.01 | 203668108 |
| LVS | LAS VEGAS SANDS CORP | 85,300 | $4.961M | 0.1% | $58.16 * | $49.94 | -15.0% | COMMON STOCK USD.001 | 517834107 |
| — | EMC CORP/MA | 166,328 | $4.947M | 0.1% | $29.74 | $27.53 | — | COMMON STOCK USD.01 | 268648102 |
| — | OMNICARE INC | 67,690 | $4.937M | 0.1% | $72.94 | $59.92 | — | COMMON STOCK USD1. | 681904108 |
| GD | GENERAL DYNAMICS CORP | 35,546 | $4.892M | 0.1% | $137.62 * | $98.40 | +10.0% | COMMON STOCK USD1. | 369550108 |
| — | SANDERSON FARMS INC | 57,784 | $4.855M | 0.1% | $84.02 | $83.37 | — | COMMON STOCK USD1. | 800013104 |
| — | FIRSTMERIT CORP | 254,647 | $4.81M | 0.1% | $18.89 | $20.29 | — | COMMON STOCK NPV | 337915102 |
| MD | MEDNAX INC | 72,470 | $4.791M | 0.1% | $66.11 | $51.55 | +28.2% | COMMON STOCK USD.01 | 58502B106 |
| EXPE | EXPEDIA INC | 56,038 | $4.783M | 0.1% | $85.35 * | $64.88 | +24.0% | COMMON STOCK USD.001 | 30212P303 |
| — | HILL ROM HOLDINGS INC | 104,113 | $4.75M | 0.1% | $45.62 | $39.32 | — | COMMON STOCK NPV | 431475102 |
| — | COCA COLA ENTERPRISES | 106,600 | $4.714M | 0.1% | $44.22 | $39.40 | — | COMMON STOCK USD.01 | 19122T109 |
| — | AETNA INC | 52,982 | $4.706M | 0.1% | $88.82 | $82.29 | — | COMMON STOCK USD.01 | 00817Y108 |
| — | ROCK TENN COMPANY CL A | 77,152 | $4.705M | 0.1% | $60.98 | $82.16 | — | COMMON STOCK USD.01 | 772739207 |
| SPG | SIMON PROPERTY GROUP INC | 25,268 | $4.602M | 0.1% | $182.13 * | $86.77 | +22.1% | REIT USD.0001 | 828806109 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 78,683 | $4.602M | 0.1% | $58.49 * | $20.82 | +40.5% | COMMON STOCK USD.01 | 78467J100 |
| ABT | ABBOTT LABORATORIES | 101,888 | $4.587M | 0.1% | $45.02 * | $32.95 | +10.8% | COMMON STOCK NPV | 002824100 |
| — | AMTRUST FINANCIAL SERVICES | 81,412 | $4.579M | 0.1% | $56.24 | $53.84 | — | COMMON STOCK USD.01 | 032359309 |
| — | GOOGLE INC CL A | 8,559 | $4.542M | 0.1% | $530.67 | $870.60 | — | COMMON STOCK USD.001 | 38259P508 |
| — | SBA COMMUNICATIONS CORP CL A | 41,000 | $4.541M | 0.1% | $110.76 | $110.76 | — | COMMON STOCK USD.01 | 78388J106 |
| WBS | WEBSTER FINANCIAL CORP | 139,383 | $4.534M | 0.1% | $32.53 | $24.74 | +31.5% | COMMON STOCK USD.01 | 947890109 |
| BALL | BALL CORP | 66,227 | $4.515M | 0.1% | $68.17 * | $20.67 | +47.4% | COMMON STOCK NPV | 058498106 |
| — | CRANE CO | 76,391 | $4.484M | 0.1% | $58.70 | $71.54 | — | COMMON STOCK USD1. | 224399105 |
| T | AT+T INC | 133,473 | $4.483M | 0.1% | $33.59 * | $11.40 | +1.4% | COMMON STOCK USD1. | 00206R102 |
| DHI | DR HORTON INC | 175,396 | $4.436M | 0.1% | $25.29 * | $19.98 | +12.1% | COMMON STOCK USD.01 | 23331A109 |
| WTFC | WINTRUST FINANCIAL CORP | 94,520 | $4.42M | 0.1% | $46.76 | $44.59 | +4.9% | COMMON STOCK NPV | 97650W108 |
| MAS | MASCO CORP | 174,700 | $4.402M | 0.1% | $25.20 * | $16.70 | +12.5% | COMMON STOCK USD1. | 574599106 |
| — | AMERICAN CAMPUS COMMUNITIES | 105,534 | $4.365M | 0.1% | $41.36 | $37.27 | — | REIT USD.01 | 024835100 |
| DAN | DANA HOLDING CORP | 199,700 | $4.341M | 0.1% | $21.74 * | $15.90 | +9.9% | COMMON STOCK USD.01 | 235825205 |
| HSIC | HENRY SCHEIN INC | 31,807 | $4.331M | 0.1% | $136.16 * | $49.41 | +8.1% | COMMON STOCK USD.01 | 806407102 |
| RJF | RAYMOND JAMES FINANCIAL INC | 75,200 | $4.308M | 0.1% | $57.29 * | $31.14 | +4.4% | COMMON STOCK USD.01 | 754730109 |
| — | CHESAPEAKE LODGING TRUST | 115,015 | $4.28M | 0.1% | $37.21 | $23.77 | — | REIT USD.01 | 165240102 |
| — | HANESBRANDS INC | 38,102 | $4.253M | 0.1% | $111.62 | $86.92 | — | COMMON STOCK USD.01 | 410345102 |
| — | MRC GLOBAL INC | 280,253 | $4.246M | 0.1% | $15.15 | $26.45 | — | COMMON STOCK USD.01 | 55345K103 |
| PPC | PILGRIM S PRIDE CORP | 129,400 | $4.243M | 0.1% | $32.79 | $23.75 | +38.0% | COMMON STOCK USD.01 | 72147K108 |
| — | APACHE CORP | 67,246 | $4.214M | 0.1% | $62.67 | $81.43 | — | COMMON STOCK USD.625 | 037411105 |
| — | VALIDUS HOLDINGS LTD | 101,198 | $4.206M | 0.1% | $41.56 | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| EXR | EXTRA SPACE STORAGE INC | 71,518 | $4.194M | 0.1% | $58.64 * | $26.60 | +47.2% | REIT USD.01 | 30225T102 |
| MTD | METTLER TOLEDO INTERNATIONAL | 13,765 | $4.163M | 0.1% | $302.43 | $240.37 | +25.8% | COMMON STOCK USD.01 | 592688105 |
| EW | EDWARDS LIFESCIENCES CORP | 32,604 | $4.153M | 0.1% | $127.38 * | $15.78 | +34.5% | COMMON STOCK USD1. | 28176E108 |
| — | XL GROUP PLC | 118,900 | $4.087M | 0.1% | $34.37 | $33.17 | — | COMMON STOCK USD.01 | G98290102 |
| — | GOOGLE INC CL C | 7,743 | $4.076M | 0.1% | $526.41 | $575.32 | — | COMMON STOCK USD.001 | 38259P706 |
| LEN | LENNAR CORP A | 90,900 | $4.073M | 0.1% | $44.81 * | $33.87 | +14.2% | COMMON STOCK USD.1 | 526057104 |
| — | HARBINGER GROUP INC | 286,300 | $4.054M | 0.1% | $14.16 | $13.53 | — | COMMON STOCK USD.01 | 41146A106 |
| — | PARTNERRE LTD | 35,510 | $4.053M | 0.1% | $114.14 | $110.79 | — | COMMON STOCK USD1. | G6852T105 |
| — | GENERAL MOTORS CO WTS | 159,300 | $4.024M | 0.1% | $25.26 | $24.56 | — | CALL EXP 10JUL16 | 37045V118 |
| BSX | BOSTON SCIENTIFIC CORP | 303,600 | $4.023M | 0.1% | $13.25 | $12.98 | +2.1% | COMMON STOCK USD.01 | 101137107 |
| FIS | FIDELITY NATIONAL INFORMATIO | 64,491 | $4.011M | 0.1% | $62.19 * | $39.83 | +29.4% | COMMON STOCK USD.01 | 31620M106 |
| — | ENDO INTERNATIONAL PLC | 55,515 | $4.004M | 0.1% | $72.12 | $69.96 | — | COMMON STOCK USD.0001 | G30401106 |
| — | MYLAN INC | 70,667 | $3.983M | 0.1% | $56.36 | $53.60 | — | COMMON STOCK USD.5 | 628530107 |
| — | COMPUTER SCIENCES CORP | 63,171 | $3.983M | 0.1% | $63.05 | $59.10 | — | COMMON STOCK USD1. | 205363104 |
| WKC | WORLD FUEL SERVICES CORP | 84,610 | $3.971M | 0.1% | $46.93 | $43.26 | +8.5% | COMMON STOCK USD.01 | 981475106 |
| — | ARRIS GROUP INC | 130,600 | $3.943M | 0.1% | $30.19 | $30.19 | — | COMMON STOCK USD.01 | 04270V106 |
| DUK | DUKE ENERGY CORP | 46,869 | $3.915M | 0.1% | $83.53 * | $44.01 | +20.5% | COMMON STOCK USD.001 | 26441C204 |
| CE | CELANESE CORP SERIES A | 65,300 | $3.915M | 0.1% | $59.95 * | $47.26 | +2.7% | COMMON STOCK USD.0001 | 150870103 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 44,020 | $3.906M | 0.1% | $88.73 * | $42.79 | +41.1% | REIT USD.01 | 015271109 |
| PII | POLARIS INDUSTRIES INC | 25,600 | $3.872M | 0.1% | $151.25 | $139.16 | +8.7% | COMMON STOCK USD.01 | 731068102 |
| — | CALPINE CORP | 173,868 | $3.848M | 0.1% | $22.13 | $20.73 | — | COMMON STOCK USD.001 | 131347304 |
| — | MARVELL TECHNOLOGY GROUP LTD | 263,373 | $3.819M | 0.1% | $14.50 | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| MAN | MANPOWERGROUP INC | 55,055 | $3.753M | 0.1% | $68.17 | $79.66 | -14.4% | COMMON STOCK USD.01 | 56418H100 |
| — | LASALLE HOTEL PROPERTIES | 92,320 | $3.736M | 0.1% | $40.47 | $34.33 | — | REIT USD.01 | 517942108 |
| HY | HYSTER YALE MATERIALS | 50,637 | $3.707M | 0.1% | $73.21 * | $66.38 | -16.2% | COMMON STOCK USD.01 | 449172105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 22,590 | $3.699M | 0.1% | $163.75 | $112.42 | +45.6% | COMMON STOCK USD.0001 | G50871105 |
| — | JACOBS ENGINEERING GROUP INC | 81,700 | $3.651M | 0.1% | $44.69 | $45.30 | — | COMMON STOCK USD1. | 469814107 |
| ALB | ALBEMARLE CORP | 60,544 | $3.641M | 0.1% | $60.14 * | $52.08 | -1.7% | COMMON STOCK USD.01 | 012653101 |
| JBL | JABIL CIRCUIT INC | 165,446 | $3.612M | 0.1% | $21.83 * | $16.66 | +19.4% | COMMON STOCK USD.001 | 466313103 |
| RLJ | RLJ LODGING TRUST | 107,084 | $3.591M | 0.1% | $33.53 | $23.11 | — | REIT | 74965L101 |
| VSH | VISHAY INTERTECHNOLOGY INC | 253,451 | $3.586M | 0.1% | $14.15 * | $11.91 | -3.8% | COMMON STOCK USD.1 | 928298108 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 51,676 | $3.57M | 0.1% | $69.08 | $58.73 | +17.6% | COMMON STOCK NPV | 533900106 |
| PB | PROSPERITY BANCSHARES INC | 64,052 | $3.546M | 0.1% | $55.36 * | $35.75 | +14.2% | COMMON STOCK USD1. | 743606105 |
| D | DOMINION RESOURCES INC/VA | 45,850 | $3.526M | 0.1% | $76.90 * | $37.32 | +29.0% | COMMON STOCK NPV | 25746U109 |
| — | ACE LTD | 30,566 | $3.511M | 0.1% | $114.87 | $96.30 | — | COMMON STOCK CHF24.77 | H0023R105 |
| — | ROSETTA RESOURCES INC | 157,302 | $3.509M | 0.1% | $22.31 | $32.93 | — | COMMON STOCK USD.001 | 777779307 |
| MUR | MURPHY OIL CORP | 69,284 | $3.5M | 0.1% | $50.52 * | $37.02 | -9.9% | COMMON STOCK USD1. | 626717102 |
| WOR | WORTHINGTON INDUSTRIES | 116,093 | $3.493M | 0.1% | $30.09 * | $24.49 | -24.2% | COMMON STOCK NPV | 981811102 |
| — | SUNTRUST BANKS INC | 82,159 | $3.442M | 0.1% | $41.89 | $40.49 | — | COMMON STOCK USD1. | 867914103 |
| WAB | WABTEC CORP | 39,470 | $3.43M | 0.1% | $86.90 * | $79.15 | +3.2% | COMMON STOCK USD.01 | 929740108 |
| — | HOME LOAN SERVICING SOLUTION | 172,883 | $3.375M | 0.1% | $19.52 | $21.98 | — | COMMON STOCK | G6648D109 |
| HUN | HUNTSMAN CORP | 147,742 | $3.366M | 0.1% | $22.78 | $19.66 | +15.8% | COMMON STOCK USD.01 | 447011107 |
| SWK | STANLEY BLACK + DECKER INC | 34,642 | $3.328M | 0.1% | $96.07 * | $67.36 | +7.9% | COMMON STOCK USD2.5 | 854502101 |
| AOS | SMITH (A.O.) CORP | 57,800 | $3.26M | 0.1% | $56.40 * | $21.87 | +8.1% | COMMON STOCK USD1. | 831865209 |
| — | INFORMATICA CORP | 85,498 | $3.26M | 0.1% | $38.13 | $35.65 | — | COMMON STOCK USD.001 | 45666Q102 |
| — | ALLEGHANY CORP | 6,998 | $3.244M | 0.1% | $463.56 | $402.75 | — | COMMON STOCK USD1. | 017175100 |
| TAP | MOLSON COORS BREWING CO B | 43,098 | $3.212M | 0.1% | $74.53 * | $37.59 | +51.7% | COMMON STOCK USD.01 | 60871R209 |
| TRN | TRINITY INDUSTRIES INC | 113,820 | $3.188M | 0.1% | $28.01 * | $14.61 | -1.5% | COMMON STOCK USD1. | 896522109 |
| — | NABORS INDUSTRIES LTD | 244,531 | $3.174M | 0.1% | $12.98 | $19.05 | — | COMMON STOCK USD.001 | G6359F103 |
| EPR | EPR PROPERTIES | 55,084 | $3.174M | 0.1% | $57.62 | $53.50 | — | REIT USD.01 | 26884U109 |
| — | AMAG PHARMACEUTICALS INC | 73,761 | $3.144M | 0.1% | $42.62 | $42.62 | — | COMMON STOCK USD.01 | 00163U106 |
| — | SOLARWINDS INC | 62,859 | $3.132M | 0.1% | $49.83 | $40.98 | — | COMMON STOCK USD.001 | 83416B109 |
| FCX | FREEPORT MCMORAN INC | 133,473 | $3.118M | 0.1% | $23.36 * | $24.45 | -15.9% | COMMON STOCK USD.1 | 35671D857 |
| — | ATWOOD OCEANICS INC | 108,988 | $3.092M | 0.1% | $28.37 | $36.42 | — | COMMON STOCK USD1. | 050095108 |
| — | GENERAL MOTORS CO WTS | 180,180 | $3.086M | 0.1% | $17.13 | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| PEB | PEBBLEBROOK HOTEL TRUST | 67,276 | $3.07M | 0.1% | $45.63 | $31.67 | — | REIT USD.01 | 70509V100 |
| COR | AMERISOURCEBERGEN CORP | 34,038 | $3.069M | 0.1% | $90.16 * | $54.87 | +20.5% | COMMON STOCK USD.01 | 03073E105 |
| ZD | J2 GLOBAL INC | 49,276 | $3.055M | 0.1% | $62.00 * | $37.07 | +45.4% | COMMON STOCK USD.01 | 48123V102 |
| — | B/E AEROSPACE INC | 52,524 | $3.047M | 0.1% | $58.01 | $67.36 | — | COMMON STOCK USD.01 | 073302101 |
| — | ICONIX BRAND GROUP INC | 89,873 | $3.037M | 0.1% | $33.79 | $29.62 | — | COMMON STOCK USD.001 | 451055107 |
| — | VERINT SYSTEMS INC | 51,345 | $2.992M | 0.1% | $58.27 | $46.34 | — | COMMON STOCK USD.001 | 92343X100 |
| DLX | DELUXE CORP | 48,043 | $2.991M | 0.1% | $62.26 * | $23.94 | +70.2% | COMMON STOCK USD1. | 248019101 |
| HOLX | HOLOGIC INC | 110,771 | $2.962M | 0.1% | $26.74 | $25.25 | +5.9% | COMMON STOCK USD.01 | 436440101 |
| — | CHUBB CORP | 28,529 | $2.952M | 0.1% | $103.47 | $89.89 | — | COMMON STOCK USD1. | 171232101 |
| NEE | NEXTERA ENERGY INC | 27,676 | $2.942M | 0.1% | $106.30 * | $14.82 | +34.7% | COMMON STOCK USD.01 | 65339F101 |
| — | CIT GROUP INC | 60,800 | $2.908M | 0.1% | $47.83 | $47.83 | — | COMMON STOCK USD.01 | 125581801 |
| CPT | CAMDEN PROPERTY TRUST | 39,201 | $2.895M | 0.1% | $73.85 * | $46.41 | +3.8% | REIT USD.01 | 133131102 |
| — | OASIS PETROLEUM INC | 174,246 | $2.882M | 0.1% | $16.54 | $27.60 | — | COMMON STOCK USD.01 | 674215108 |
| PSA | PUBLIC STORAGE | 15,283 | $2.825M | 0.1% | $184.85 * | $98.90 | +21.8% | REIT USD.1 | 74460D109 |
| PNW | PINNACLE WEST CAPITAL | 41,014 | $2.802M | 0.1% | $68.32 * | $34.33 | +29.2% | COMMON STOCK NPV | 723484101 |
| — | TECH DATA CORP | 43,877 | $2.774M | 0.1% | $63.22 | $58.86 | — | COMMON STOCK USD.0015 | 878237106 |
| ACM | AECOM | 90,500 | $2.748M | 0.1% | $30.36 * | $29.16 | +0.2% | COMMON STOCK USD.01 | 00766T100 |
| — | XEROX CORP | 197,153 | $2.733M | 0.1% | $13.86 | $9.22 | — | COMMON STOCK USD1.0 | 984121103 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 54,840 | $2.691M | 0.0% | $49.07 | $43.44 | +13.0% | COMMON STOCK USD.0001 | 70959W103 |
| NTGR | NETGEAR INC | 75,075 | $2.671M | 0.0% | $35.58 * | $20.00 | +10.3% | COMMON STOCK USD.001 | 64111Q104 |
| LLY | ELI LILLY + CO | 38,717 | $2.671M | 0.0% | $68.99 * | $41.70 | +35.7% | COMMON STOCK NPV | 532457108 |
| — | ISHARES MSCI TAIWAN ETF | 176,768 | $2.671M | 0.0% | $15.11 | $15.53 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| CAR | AVIS BUDGET GROUP INC | 40,123 | $2.661M | 0.0% | $66.32 * | $31.34 | +101.1% | COMMON STOCK USD.01 | 053774105 |
| — | COOPER COS INC/THE | 16,240 | $2.632M | 0.0% | $162.07 | $136.92 | — | COMMON STOCK USD.1 | 216648402 |
| PTC | PTC INC | 71,605 | $2.624M | 0.0% | $36.65 | $36.75 | -0.3% | COMMON STOCK USD.01 | 69370C100 |
| ENTG | ENTEGRIS INC | 195,619 | $2.584M | 0.0% | $13.21 * | $9.61 | +31.5% | COMMON STOCK USD.01 | 29362U104 |
| NDAQ | NASDAQ OMX GROUP/THE | 53,831 | $2.582M | 0.0% | $47.96 * | $9.11 | +46.9% | COMMON STOCK USD.01 | 631103108 |
| AGCO | AGCO CORP | 56,614 | $2.559M | 0.0% | $45.20 * | $42.87 | -16.3% | COMMON STOCK USD.01 | 001084102 |
| — | IMPAX LABORATORIES INC | 80,590 | $2.553M | 0.0% | $31.68 | $31.68 | — | COMMON STOCK USD.01 | 45256B101 |
| — | TIME WARNER CABLE | 16,608 | $2.525M | 0.0% | $152.04 | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| — | STAPLES INC | 138,568 | $2.511M | 0.0% | $18.12 | $15.01 | — | COMMON STOCK USD.0006 | 855030102 |
| — | SWIFT TRANSPORTATION CO | 87,680 | $2.51M | 0.0% | $28.63 | $24.09 | — | COMMON STOCK USD.001 | 87074U101 |
| ORA | ORMAT TECHNOLOGIES INC | 91,865 | $2.497M | 0.0% | $27.18 * | $24.36 | +3.0% | COMMON STOCK USD.001 | 686688102 |
| BIIB | BIOGEN IDEC INC | 7,326 | $2.487M | 0.0% | $339.48 | $240.25 | +41.3% | COMMON STOCK USD.0005 | 09062X103 |
| — | HEARTLAND PAYMENT SYSTEMS IN | 45,962 | $2.48M | 0.0% | $53.96 | $41.21 | — | COMMON STOCK USD.001 | 42235N108 |
| — | HOLLYFRONTIER CORP | 66,062 | $2.476M | 0.0% | $37.48 | $45.48 | — | COMMON STOCK USD.01 | 436106108 |
| ROK | ROCKWELL AUTOMATION INC | 22,000 | $2.446M | 0.0% | $111.18 * | $92.71 | -3.5% | COMMON STOCK USD1. | 773903109 |
| RHI | ROBERT HALF INTL INC | 41,149 | $2.402M | 0.0% | $58.37 | $44.79 | +30.3% | COMMON STOCK USD.001 | 770323103 |
| KMB | KIMBERLY CLARK CORP | 20,725 | $2.395M | 0.0% | $115.56 * | $65.86 | +20.9% | COMMON STOCK USD1.25 | 494368103 |
| REX | REX AMERICAN RESOURCES CORP | 38,580 | $2.391M | 0.0% | $61.98 * | $11.07 | -6.7% | COMMON STOCK USD.01 | 761624105 |
| AVY | AVERY DENNISON CORP | 45,850 | $2.379M | 0.0% | $51.89 * | $38.42 | +9.7% | COMMON STOCK USD1. | 053611109 |
| — | DOMTAR CORP | 58,895 | $2.369M | 0.0% | $40.22 | $73.41 | — | COMMON STOCK USD.01 | 257559203 |
| RF | REGIONS FINANCIAL CORP | 223,600 | $2.361M | 0.0% | $10.56 * | $6.91 | +4.4% | COMMON STOCK USD.01 | 7591EP100 |
| WCC | WESCO INTERNATIONAL INC | 30,900 | $2.355M | 0.0% | $76.21 * | $76.51 | -3.2% | COMMON STOCK USD.01 | 95082P105 |
| — | AIRCASTLE LTD | 110,022 | $2.351M | 0.0% | $21.37 | $16.36 | — | COMMON STOCK USD.01 | G0129K104 |
| — | NORTHEAST UTILITIES | 43,812 | $2.345M | 0.0% | $53.52 | $41.73 | — | COMMON STOCK USD5. | 664397106 |
| — | PRIVATEBANCORP INC | 69,981 | $2.337M | 0.0% | $33.39 | $29.06 | — | COMMON STOCK NPV | 742962103 |
| — | LANNETT CO INC | 53,700 | $2.303M | 0.0% | $42.89 | $46.37 | — | COMMON STOCK USD.001 | 516012101 |
| — | CORRECTIONS CORP OF AMERICA | 63,276 | $2.299M | 0.0% | $36.33 | $33.87 | — | REIT USD.01 | 22025Y407 |
| — | STERIS CORP | 35,295 | $2.289M | 0.0% | $64.85 | $42.90 | — | COMMON STOCK NPV | 859152100 |
| MANH | MANHATTAN ASSOCIATES INC | 56,194 | $2.288M | 0.0% | $40.72 | $32.24 | +26.3% | COMMON STOCK USD.01 | 562750109 |
| SHW | SHERWIN WILLIAMS CO/THE | 8,660 | $2.278M | 0.0% | $263.05 * | $70.99 | +11.4% | COMMON STOCK USD1. | 824348106 |
| CAH | CARDINAL HEALTH INC | 28,173 | $2.274M | 0.0% | $80.72 * | $39.60 | +50.7% | COMMON STOCK NPV | 14149Y108 |
| LAD | LITHIA MOTORS INC CL A | 26,203 | $2.272M | 0.0% | $86.71 | $69.94 | +23.9% | COMMON STOCK NPV | 536797103 |
| — | WADDELL + REED FINANCIAL A | 45,508 | $2.267M | 0.0% | $49.82 | $55.04 | — | COMMON STOCK USD.01 | 930059100 |
| LEA | LEAR CORP | 22,818 | $2.238M | 0.0% | $98.08 * | $52.16 | +55.0% | COMMON STOCK USD.01 | 521865204 |
| GAP | GAP INC/THE | 52,982 | $2.231M | 0.0% | $42.11 * | $27.00 | +6.1% | COMMON STOCK USD.05 | 364760108 |
| — | AIRGAS INC | 19,359 | $2.23M | 0.0% | $115.19 | $110.65 | — | COMMON STOCK USD.01 | 009363102 |
| — | DSW INC CLASS A | 59,440 | $2.217M | 0.0% | $37.30 | $37.30 | — | COMMON STOCK NPV | 23334L102 |
| — | MICHAEL KORS HOLDINGS LTD | 29,200 | $2.193M | 0.0% | $75.10 | $73.15 | — | COMMON STOCK NPV | G60754101 |
| RDN | RADIAN GROUP INC | 130,560 | $2.183M | 0.0% | $16.72 * | $13.32 | +3.7% | COMMON STOCK USD.001 | 750236101 |
| CBRL | CRACKER BARREL OLD COUNTRY | 15,468 | $2.177M | 0.0% | $140.74 * | $50.99 | +69.8% | COMMON STOCK USD.01 | 22410J106 |
| MLKN | HERMAN MILLER INC | 72,030 | $2.12M | 0.0% | $29.43 * | $23.25 | -3.0% | COMMON STOCK USD.2 | 600544100 |
| — | HESS CORP | 28,529 | $2.106M | 0.0% | $73.82 | $92.98 | — | COMMON STOCK USD1. | 42809H107 |
| WT | WISDOMTREE INVESTMENTS INC | 133,952 | $2.1M | 0.0% | $15.68 | $14.64 | +7.1% | COMMON STOCK USD.01 | 97717P104 |
| PPL | PPL CORP | 57,641 | $2.094M | 0.0% | $36.33 * | $16.60 | +24.8% | COMMON STOCK USD.01 | 69351T106 |
| — | RPX CORP | 151,101 | $2.082M | 0.0% | $13.78 | $15.32 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | E TRADE FINANCIAL CORP | 85,724 | $2.079M | 0.0% | $24.25 | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| FDP | FRESH DEL MONTE PRODUCE W/D | 61,704 | $2.07M | 0.0% | $33.55 * | $23.15 | +18.0% | COMMON STOCK USD.01 | G36738105 |
| AMG | AFFILIATED MANAGERS GROUP | 9,628 | $2.043M | 0.0% | $212.19 * | $184.19 | +11.6% | COMMON STOCK USD.01 | 008252108 |
| — | TREEHOUSE FOODS INC | 23,880 | $2.042M | 0.0% | $85.51 | $81.40 | — | COMMON STOCK USD.01 | 89469A104 |
| — | WESTERN REFINING INC | 53,824 | $2.033M | 0.0% | $37.77 | $34.60 | — | COMMON STOCK USD.01 | 959319104 |
| ANIK | ANIKA THERAPEUTICS INC | 49,765 | $2.027M | 0.0% | $40.73 | $14.42 | +182.4% | COMMON STOCK USD.01 | 035255108 |
| — | RITE AID CORP | 267,666 | $2.013M | 0.0% | $7.52 | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| ALL | ALLSTATE CORP | 28,529 | $2.004M | 0.0% | $70.24 * | $51.69 | +7.0% | COMMON STOCK USD.01 | 020002101 |
| BC | BRUNSWICK CORP | 39,020 | $2M | 0.0% | $51.26 * | $38.96 | +9.7% | COMMON STOCK USD.75 | 117043109 |
| — | HUTCHINSON TECHNOLOGY | 2,000,000 | $2M | 0.0% | $1.00 | $0.94 | — | SR UNSECURED 01/26 8.5 | 448407AG1 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $1.999M | 0.0% | $87.23 | $73.44 | — | REIT USD.01 | 84610H108 |
| — | ADVANCED SEMICONDUCTOR E ADR | 324,419 | $1.989M | 0.0% | $6.13 | $4.61 | — | ADR | 00756M404 |
| — | BPZ RESOURCES INC | 6,168,000 | $1.97M | 0.0% | $0.32 | $0.32 | — | SR UNSECURED 10/17 8.5 | 055639AC2 |
| PCG | P G + E CORP | 37,003 | $1.97M | 0.0% | $53.24 * | $40.30 | +19.4% | COMMON STOCK NPV | 69331C108 |
| KFY | KORN/FERRY INTERNATIONAL | 68,430 | $1.968M | 0.0% | $28.76 * | $22.58 | +9.1% | COMMON STOCK USD.01 | 500643200 |
| — | RYLAND GROUP INC/THE | 50,391 | $1.943M | 0.0% | $38.56 | $39.37 | — | COMMON STOCK USD1. | 783764103 |
| AME | AMETEK INC | 36,900 | $1.942M | 0.0% | $52.63 * | $48.07 | +1.7% | COMMON STOCK USD.01 | 031100100 |
| SRE | SEMPRA ENERGY | 17,321 | $1.929M | 0.0% | $111.37 * | $27.60 | +43.3% | COMMON STOCK NPV | 816851109 |
| — | INTERVAL LEISURE GROUP | 92,180 | $1.926M | 0.0% | $20.89 | $20.17 | — | COMMON STOCK USD.01 | 46113M108 |
| — | RETAIL OPPORTUNITY INVESTMEN | 113,593 | $1.907M | 0.0% | $16.79 | $13.82 | — | REIT USD.0001 | 76131N101 |
| — | ACTIVISION BLIZZARD INC | 93,700 | $1.888M | 0.0% | $20.15 | $20.15 | — | COMMON STOCK USD.000001 | 00507V109 |
| MATX | MATSON INC | 54,671 | $1.887M | 0.0% | $34.52 * | $20.94 | +34.6% | COMMON STOCK NPV | 57686G105 |
| ABG | ASBURY AUTOMOTIVE GROUP | 24,760 | $1.88M | 0.0% | $75.93 | $69.14 | +9.8% | COMMON STOCK USD.01 | 043436104 |
| COST | COSTCO WHOLESALE CORP | 13,245 | $1.877M | 0.0% | $141.71 * | $109.42 | +4.4% | COMMON STOCK USD.005 | 22160K105 |
| URI | UNITED RENTALS INC | 18,340 | $1.871M | 0.0% | $102.02 * | $103.79 | -4.8% | COMMON STOCK USD.01 | 911363109 |
| HVT | HAVERTY FURNITURE | 84,651 | $1.863M | 0.0% | $22.01 | $25.47 | -13.6% | COMMON STOCK USD1. | 419596101 |
| — | NEENAH PAPER INC | 30,898 | $1.862M | 0.0% | $60.26 | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| EIX | EDISON INTERNATIONAL | 28,263 | $1.851M | 0.0% | $65.49 * | $31.33 | +36.3% | COMMON STOCK NPV | 281020107 |
| LEG | LEGGETT + PLATT INC | 43,302 | $1.845M | 0.0% | $42.61 | $39.39 | +8.2% | COMMON STOCK USD.01 | 524660107 |
| — | BROADCOM CORP CL A | 42,442 | $1.839M | 0.0% | $43.33 | $30.89 | — | COMMON STOCK USD.0001 | 111320107 |
| KIM | KIMCO REALTY CORP | 72,967 | $1.834M | 0.0% | $25.13 * | $12.40 | +20.0% | REIT USD.01 | 49446R109 |
| STLD | STEEL DYNAMICS INC | 92,887 | $1.834M | 0.0% | $19.74 * | $11.76 | +32.8% | COMMON STOCK USD.005 | 858119100 |
| WRLD | WORLD ACCEPTANCE CORP | 23,000 | $1.827M | 0.0% | $79.43 | $77.87 | +2.0% | COMMON STOCK NPV | 981419104 |
| HP | HELMERICH + PAYNE | 27,073 | $1.825M | 0.0% | $67.41 | $66.13 | +2.0% | COMMON STOCK USD.1 | 423452101 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,638 | $1.815M | 0.0% | $40.66 * | $18.46 | +10.1% | COMMON STOCK USD.01 | 828730200 |
| IDA | IDACORP INC | 26,994 | $1.787M | 0.0% | $66.20 | $56.37 | +17.4% | COMMON STOCK NPV | 451107106 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 63,746 | $1.787M | 0.0% | $28.03 * | $18.79 | +36.6% | COMMON STOCK USD.01 | 199333105 |
| — | JUNIPER NETWORKS INC | 79,473 | $1.774M | 0.0% | $22.32 | $22.24 | — | COMMON STOCK USD.00001 | 48203R104 |
| — | PERFICIENT INC | 94,990 | $1.77M | 0.0% | $18.63 | $18.44 | — | COMMON STOCK USD.001 | 71375U101 |
| — | ON ASSIGNMENT INC | 53,264 | $1.768M | 0.0% | $33.19 | $26.84 | — | COMMON STOCK USD.01 | 682159108 |
| AEP | AMERICAN ELECTRIC POWER | 29,118 | $1.768M | 0.0% | $60.72 * | $30.96 | +32.7% | COMMON STOCK USD6.5 | 025537101 |
| — | VALSPAR CORP | 20,438 | $1.767M | 0.0% | $86.46 | $70.77 | — | COMMON STOCK USD.5 | 920355104 |
| SO | SOUTHERN CO/THE | 35,457 | $1.741M | 0.0% | $49.10 * | $26.74 | +15.1% | COMMON STOCK USD5. | 842587107 |
| — | THIRD POINT REINSURANCE LTD | 118,072 | $1.711M | 0.0% | $14.49 | $17.84 | — | COMMON STOCK USD.1 | G8827U100 |
| GME | GAMESTOP CORP CLASS A | 49,925 | $1.687M | 0.0% | $33.79 * | $6.51 | -3.5% | COMMON STOCK USD.001 | 36467W109 |
| NSIT | INSIGHT ENTERPRISES INC | 64,413 | $1.668M | 0.0% | $25.90 | $20.13 | +28.6% | COMMON STOCK USD.01 | 45765U103 |
| — | UNILEVER PLC SPONSORED ADR | 41,082 | $1.663M | 0.0% | $40.48 | $40.45 | — | ADR | 904767704 |
| — | PIER 1 IMPORTS INC | 106,404 | $1.639M | 0.0% | $15.40 | $20.91 | — | COMMON STOCK USD.001 | 720279108 |
| — | OMEGA PROTEIN CORP | 154,626 | $1.634M | 0.0% | $10.57 | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| — | DOW CHEMICAL CO/THE | 35,661 | $1.626M | 0.0% | $45.60 | $38.38 | — | COMMON STOCK USD2.5 | 260543103 |
| DE | DEERE + CO | 18,340 | $1.623M | 0.0% | $88.50 * | $69.50 | +4.7% | COMMON STOCK USD1. | 244199105 |
| WD | WALKER + DUNLOP INC | 92,346 | $1.62M | 0.0% | $17.54 * | $13.41 | +7.1% | COMMON STOCK | 93148P102 |
| — | CHINA MOBILE LTD SPON ADR | 27,320 | $1.607M | 0.0% | $58.82 | $51.43 | — | ADR | 16941M109 |
| — | SL GREEN REALTY CORP | 13,282 | $1.581M | 0.0% | $119.03 | $97.73 | — | REIT USD.01 | 78440X101 |
| MTDR | MATADOR RESOURCES CO | 77,430 | $1.566M | 0.0% | $20.22 | $24.79 | -18.4% | COMMON STOCK USD.01 | 576485205 |
| — | DELEK US HOLDINGS INC | 57,074 | $1.557M | 0.0% | $27.28 | $29.97 | — | COMMON STOCK USD.01 | 246647101 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 225,290 | $1.552M | 0.0% | $6.89 | $5.66 | — | COMMON STOCK USD.01 | 518415104 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 20,378 | $1.543M | 0.0% | $75.72 | $69.91 | +8.3% | COMMON STOCK USD.001 | 23918K108 |
| AAP | ADVANCE AUTO PARTS INC | 9,676 | $1.541M | 0.0% | $159.26 * | $127.87 | +8.9% | COMMON STOCK USD.0001 | 00751Y106 |
| — | AMSURG CORP | 28,135 | $1.54M | 0.0% | $54.74 | $50.05 | — | COMMON STOCK NPV | 03232P405 |
| — | CELESTICA INC | 130,406 | $1.531M | 0.0% | $11.74 | $11.47 | — | COMMON STOCK NPV | 15101Q108 |
| ARCB | ARCBEST CORP | 32,772 | $1.52M | 0.0% | $46.38 * | $36.83 | +14.6% | COMMON STOCK USD.01 | 03937C105 |
| PLUS | EPLUS INC | 20,000 | $1.514M | 0.0% | $75.70 * | $14.07 | +34.5% | COMMON STOCK USD.01 | 294268107 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 92,010 | $1.505M | 0.0% | $16.36 | $16.01 | — | REIT USD.01 | 03762U105 |
| FF | FUTUREFUEL CORP | 114,980 | $1.497M | 0.0% | $13.02 * | $3.94 | -7.4% | COMMON STOCK USD.0001 | 36116M106 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 67,570 | $1.483M | 0.0% | $21.95 * | $14.21 | +18.1% | COMMON STOCK USD.0001 | 910710102 |
| LNC | LINCOLN NATIONAL CORP | 25,472 | $1.469M | 0.0% | $57.67 * | $32.56 | +19.1% | COMMON STOCK NPV | 534187109 |
| — | ROFIN SINAR TECHNOLOGIES INC | 50,910 | $1.465M | 0.0% | $28.78 | $28.78 | — | COMMON STOCK USD.01 | 775043102 |
| CLX | CLOROX COMPANY | 14,045 | $1.464M | 0.0% | $104.24 * | $60.63 | +25.9% | COMMON STOCK USD1. | 189054109 |
| KAI | KADANT INC | 34,170 | $1.459M | 0.0% | $42.70 * | $33.91 | +14.1% | COMMON STOCK USD.01 | 48282T104 |
| MTX | MINERALS TECHNOLOGIES INC | 20,920 | $1.453M | 0.0% | $69.46 * | $61.21 | +8.5% | COMMON STOCK USD.1 | 603158106 |
| CCK | CROWN HOLDINGS INC | 28,546 | $1.453M | 0.0% | $50.90 * | $45.68 | +5.9% | COMMON STOCK USD5. | 228368106 |
| — | DISCOVER FINANCIAL SERVICES | 21,906 | $1.435M | 0.0% | $65.51 | $50.26 | — | COMMON STOCK USD.01 | 254709108 |
| OMC | OMNICOM GROUP | 18,500 | $1.433M | 0.0% | $77.46 * | $47.35 | +13.4% | COMMON STOCK USD.15 | 681919106 |
| — | OUTERWALL INC W/I | 18,945 | $1.425M | 0.0% | $75.22 | $51.50 | — | COMMON STOCK USD.001 | 690070107 |
| WHR | WHIRLPOOL CORP | 7,336 | $1.421M | 0.0% | $193.70 | $144.75 | +33.8% | COMMON STOCK USD1. | 963320106 |
| AMAT | APPLIED MATERIALS INC | 56,888 | $1.418M | 0.0% | $24.93 * | $14.73 | +47.6% | COMMON STOCK USD.01 | 038222105 |
| — | AVG TECHNOLOGIES | 71,487 | $1.411M | 0.0% | $19.74 | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| POR | PORTLAND GENERAL ELECTRIC CO | 37,224 | $1.408M | 0.0% | $37.83 * | $20.28 | +25.2% | COMMON STOCK NPV | 736508847 |
| OSUR | ORASURE TECHNOLOGIES INC | 138,360 | $1.403M | 0.0% | $10.14 | $7.01 | +44.6% | COMMON STOCK USD.000001 | 68554V108 |
| PLD | PROLOGIS INC | 32,604 | $1.403M | 0.0% | $43.03 * | $27.98 | +11.1% | REIT USD.01 | 74340W103 |
| — | RF MICRO DEVICES INC | 84,520 | $1.402M | 0.0% | $16.59 | $16.59 | — | COMMON STOCK NPV | 749941100 |
| — | MB FINANCIAL INC | 42,453 | $1.395M | 0.0% | $32.86 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| R | RYDER SYSTEM INC | 14,978 | $1.391M | 0.0% | $92.87 | $83.73 | +10.9% | COMMON STOCK USD.5 | 783549108 |
| — | SYMANTEC CORP | 54,045 | $1.387M | 0.0% | $25.66 | $23.18 | — | COMMON STOCK USD.01 | 871503108 |
| CRUS | CIRRUS LOGIC INC | 58,192 | $1.372M | 0.0% | $23.58 | $21.46 | +9.8% | COMMON STOCK USD.001 | 172755100 |
| — | SKECHERS USA INC CL A | 24,822 | $1.371M | 0.0% | $55.23 | $55.23 | — | COMMON STOCK USD.001 | 830566105 |
| — | COVIDIEN PLC | 13,361 | $1.367M | 0.0% | $102.31 | $91.44 | — | COMMON STOCK USD.2 | G2554F113 |
| GBX | GREENBRIER COMPANIES INC | 25,171 | $1.352M | 0.0% | $53.71 * | $20.17 | +96.6% | COMMON STOCK NPV | 393657101 |
| NOK | NOKIA CORP SPON ADR | 171,937 | $1.351M | 0.0% | $7.86 | $5.89 | +33.4% | ADR | 654902204 |
| UNM | UNUM GROUP | 38,717 | $1.35M | 0.0% | $34.87 | $27.85 | +25.3% | COMMON STOCK USD.1 | 91529Y106 |
| — | HEALTH CARE REIT INC | 17,400 | $1.317M | 0.0% | $75.69 | $62.35 | — | REIT USD1. | 42217K106 |
| — | HANGER INC | 59,780 | $1.309M | 0.0% | $21.90 | $31.46 | — | COMMON STOCK USD.01 | 41043F208 |
| WM | WASTE MANAGEMENT INC | 25,472 | $1.307M | 0.0% | $51.31 * | $34.32 | +20.5% | COMMON STOCK USD.01 | 94106L109 |
| — | BBCN BANCORP INC | 90,817 | $1.306M | 0.0% | $14.38 | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| — | SHIRE PLC ADR | 6,120 | $1.301M | 0.0% | $212.58 | $212.58 | — | ADR | 82481R106 |
| — | CITRIX SYSTEMS INC | 20,378 | $1.3M | 0.0% | $63.79 | $68.83 | — | COMMON STOCK USD.001 | 177376100 |
| — | ACORDA THERAPEUTICS INC | 31,764 | $1.298M | 0.0% | $40.86 | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 53,580 | $1.29M | 0.0% | $24.08 | $26.62 | -9.6% | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| — | PGT INC | 132,712 | $1.278M | 0.0% | $9.63 | $9.32 | — | COMMON STOCK USD.01 | 69336V101 |
| FIX | COMFORT SYSTEMS USA INC | 73,360 | $1.256M | 0.0% | $17.12 * | $15.60 | +1.7% | COMMON STOCK USD.01 | 199908104 |
| CATY | CATHAY GENERAL BANCORP | 48,964 | $1.253M | 0.0% | $25.59 * | $17.79 | +3.4% | COMMON STOCK USD.01 | 149150104 |
| TGT | TARGET CORP | 16,302 | $1.237M | 0.0% | $75.88 * | $48.59 | +12.9% | COMMON STOCK USD.0833 | 87612E106 |
| — | ADVENT SOFTWARE INC | 40,199 | $1.232M | 0.0% | $30.65 | $32.82 | — | COMMON STOCK USD.01 | 007974108 |
| DTE | DTE ENERGY COMPANY | 14,264 | $1.232M | 0.0% | $86.37 * | $38.29 | +33.0% | COMMON STOCK NPV | 233331107 |
| — | ISIS PHARMACEUTICALS INC | 19,887 | $1.228M | 0.0% | $61.75 | $39.84 | — | COMMON STOCK USD.001 | 464330109 |
| — | MANNING + NAPIER INC | 88,602 | $1.224M | 0.0% | $13.81 | $17.20 | — | COMMON STOCK USD.01 | 56382Q102 |
| — | INSYS THERAPEUTICS INC | 28,869 | $1.217M | 0.0% | $42.16 | $36.47 | — | COMMON STOCK USD.0002145 | 45824V209 |
| — | MARATHON OIL CORP | 42,793 | $1.211M | 0.0% | $28.30 | $35.31 | — | COMMON STOCK USD1. | 565849106 |
| — | CHIQUITA BRANDS INTL | 1,210,000 | $1.209M | 0.0% | $1.00 | $0.96 | — | SR UNSECURED 08/16 4.25 | 170032AT3 |
| HTO | SJW CORP | 37,500 | $1.205M | 0.0% | $32.13 | $30.07 | +6.8% | COMMON STOCK USD1.042 | 784305104 |
| — | ISHARES MSCI RUSSIA CAPPED ETF | 104,789 | $1.202M | 0.0% | $11.47 | $17.32 | — | ISHARES MSCI RUSSIA CAPPED E | 46429B705 |
| TXN | TEXAS INSTRUMENTS INC | 22,415 | $1.198M | 0.0% | $53.45 * | $37.35 | +5.9% | COMMON STOCK USD1. | 882508104 |
| — | MERITOR INC | 78,700 | $1.192M | 0.0% | $15.15 | $15.15 | — | COMMON STOCK USD1. | 59001K100 |
| LTC | LTC PROPERTIES INC | 27,592 | $1.191M | 0.0% | $43.16 | $38.13 | — | REIT USD.01 | 502175102 |
| EA | ELECTRONIC ARTS INC | 25,166 | $1.183M | 0.0% | $47.01 * | $35.43 | +29.0% | COMMON STOCK USD.01 | 285512109 |
| LEU | CENTRUS ENERGY CORP CLASS A | 274,757 | $1.181M | 0.0% | $4.30 | $51.25 | -91.6% | COMMON STOCK USD.1 | 15643U104 |
| WNC | WABASH NATIONAL CORP | 94,555 | $1.169M | 0.0% | $12.36 * | $8.33 | +23.3% | COMMON STOCK USD.01 | 929566107 |
| VOD | VODAFONE GROUP PLC SP ADR | 34,114 | $1.166M | 0.0% | $34.18 | $37.50 | -8.9% | ADR | 92857W308 |
| — | CYBERONICS INC | 20,587 | $1.146M | 0.0% | $55.67 | $51.11 | — | COMMON STOCK USD.01 | 23251P102 |
| CF | CF INDUSTRIES HOLDINGS INC | 4,177 | $1.138M | 0.0% | $272.44 * | $28.58 | +40.4% | COMMON STOCK USD.01 | 125269100 |
| AXP | AMERICAN EXPRESS CO | 12,125 | $1.128M | 0.0% | $93.03 * | $75.50 | +5.0% | COMMON STOCK USD.2 | 025816109 |
| NPKI | NEWPARK RESOURCES INC | 117,816 | $1.124M | 0.0% | $9.54 | $10.36 | -7.9% | COMMON STOCK USD.01 | 651718504 |
| — | GNC HOLDINGS INC CL A | 23,600 | $1.108M | 0.0% | $46.95 | $34.10 | — | COMMON STOCK USD.001 | 36191G107 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 6,490 | $1.106M | 0.0% | $170.42 * | $146.10 | -13.2% | COMMON STOCK USD.01 | 92828Q109 |
| ERIC | ERICSSON (LM) TEL SP ADR | 91,430 | $1.106M | 0.0% | $12.10 | $12.16 | -0.5% | ADR | 294821608 |
| CNXN | PC CONNECTION INC | 44,774 | $1.099M | 0.0% | $24.55 * | $15.71 | +38.9% | COMMON STOCK USD.01 | 69318J100 |
| — | PEPCO HOLDINGS INC | 40,755 | $1.098M | 0.0% | $26.94 | $26.94 | — | COMMON STOCK USD.01 | 713291102 |
| — | KLX INC | 26,262 | $1.083M | 0.0% | $41.24 | $41.24 | — | COMMON STOCK USD.01 | 482539103 |
| BELFB | BEL FUSE INC CL B | 39,450 | $1.079M | 0.0% | $27.35 * | $18.19 | +30.3% | COMMON STOCK USD.1 | 077347300 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 116,258 | $1.079M | 0.0% | $9.28 | $10.32 | -10.1% | COMMON STOCK USD.001 | 90385V107 |
| — | KRATON PERFORMANCE POLYMERS | 51,700 | $1.075M | 0.0% | $20.79 | $20.79 | — | COMMON STOCK USD.01 | 50077C106 |
| — | ASPEN TECHNOLOGY INC | 30,270 | $1.06M | 0.0% | $35.02 | $35.02 | — | COMMON STOCK USD.1 | 045327103 |
| — | ISHARES MSCI MALAYSIA ETF | 78,503 | $1.058M | 0.0% | $13.48 | $15.49 | — | ISHARES MSCI MALAYSIA ETF | 464286830 |
| — | ROCKWELL COLLINS INC | 12,506 | $1.057M | 0.0% | $84.52 | $64.78 | — | COMMON STOCK USD.01 | 774341101 |
| — | CALAMP CORP | 57,130 | $1.045M | 0.0% | $18.29 | $26.00 | — | COMMON STOCK USD.01 | 128126109 |
| — | SAGENT PHARMACEUTICALS INC | 41,400 | $1.04M | 0.0% | $25.12 | $25.12 | — | COMMON STOCK USD.01 | 786692103 |
| — | STEINER LEISURE LTD | 22,400 | $1.035M | 0.0% | $46.21 | $46.21 | — | COMMON STOCK USD.01 | P8744Y102 |
| — | QLOGIC CORP | 76,794 | $1.023M | 0.0% | $13.32 | $10.10 | — | COMMON STOCK USD.001 | 747277101 |
| WSR | WHITESTONE REIT | 67,220 | $1.016M | 0.0% | $15.11 | $15.11 | — | REIT USD.001 | 966084204 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 27,620 | $1.01M | 0.0% | $36.57 | $44.79 | -18.4% | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| — | CONNECTICUT WATER SVC INC | 27,800 | $1.009M | 0.0% | $36.29 | $33.60 | — | COMMON STOCK NPV | 207797101 |
| — | BPZ RESOURCES INC | 2,500,000 | $1M | 0.0% | $0.40 | $0.80 | — | SR UNSECURED 03/15 6.5 | 055639AB4 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $984K | 0.0% | $51.70 | $75.06 | -31.1% | COMMON STOCK USD.01 | 204166102 |
| MEI | METHODE ELECTRONICS INC | 26,842 | $980K | 0.0% | $36.51 * | $24.50 | +20.1% | COMMON STOCK USD.5 | 591520200 |
| — | SALIX PHARMACEUTICALS LTD | 8,523 | $980K | 0.0% | $114.98 | $111.90 | — | COMMON STOCK USD.001 | 795435106 |
| — | IMS HEALTH HOLDINGS INC | 38,073 | $976K | 0.0% | $25.63 | $26.19 | — | COMMON STOCK USD.01 | 44970B109 |
| — | MANITEX INTERNATIONAL INC | 76,380 | $971K | 0.0% | $12.71 | $13.84 | — | COMMON STOCK NPV | 563420108 |
| ALG | ALAMO GROUP INC | 20,000 | $969K | 0.0% | $48.45 * | $50.61 | -9.8% | COMMON STOCK USD.1 | 011311107 |
| — | JOHNSON CONTROLS INC | 20,005 | $967K | 0.0% | $48.34 | $36.60 | — | COMMON STOCK USD.01388 | 478366107 |
| MA | MASTERCARD INC CLASS A | 11,208 | $966K | 0.0% | $86.19 * | $72.10 | +11.7% | COMMON STOCK USD.0001 | 57636Q104 |
| — | CAI INTERNATIONAL INC | 41,249 | $957K | 0.0% | $23.20 | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| IDCC | INTERDIGITAL INC | 17,988 | $952K | 0.0% | $52.92 | $41.81 | +26.5% | COMMON STOCK USD.01 | 45867G101 |
| — | UIL HOLDINGS CORP | 21,100 | $919K | 0.0% | $43.55 | $38.72 | — | COMMON STOCK NPV | 902748102 |
| — | IPC HEALTHCARE INC | 19,860 | $911K | 0.0% | $45.87 | $45.87 | — | COMMON STOCK USD.001 | 44984A105 |
| — | HIBBETT SPORTS INC | 18,780 | $910K | 0.0% | $48.46 | $48.46 | — | COMMON STOCK USD.01 | 428567101 |
| GEOS | GEOSPACE TECHNOLOGIES CORP | 33,297 | $882K | 0.0% | $26.49 | $54.70 | -51.5% | COMMON STOCK USD.01 | 37364X109 |
| — | CASCADE MICROTECH INC | 60,000 | $877K | 0.0% | $14.62 | $14.62 | — | COMMON STOCK USD.01 | 147322101 |
| — | BARRACUDA NETWORKS INC | 24,340 | $872K | 0.0% | $35.83 | $35.83 | — | COMMON STOCK USD.001 | 068323104 |
| — | TUESDAY MORNING CORP | 40,180 | $872K | 0.0% | $21.70 | $21.70 | — | COMMON STOCK USD.01 | 899035505 |
| — | WABCO HOLDINGS INC | 8,311 | $871K | 0.0% | $104.80 | $76.60 | — | COMMON STOCK USD.01 | 92927K102 |
| DCO | DUCOMMUN INC | 33,794 | $854K | 0.0% | $25.27 | $26.34 | -4.0% | COMMON STOCK USD.01 | 264147109 |
| RYZ | RYERSON HOLDING CORP | 84,410 | $838K | 0.0% | $9.93 | $11.26 | -11.8% | COMMON STOCK USD.01 | 783754104 |
| — | EQUINIX INC | 3,682 | $835K | 0.0% | $226.78 | $209.90 | — | COMMON STOCK USD.001 | 29444U502 |
| EMBJ | EMBRAER SA SPON ADR | 22,383 | $825K | 0.0% | $36.86 | $35.17 | +4.8% | ADR | 29082A107 |
| — | ALLERGAN INC | 3,853 | $819K | 0.0% | $212.56 | $212.56 | — | COMMON STOCK USD.01 | 018490102 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $818K | 0.0% | $0.41 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | PETROCHINA CO LTD ADR | 7,036 | $781K | 0.0% | $111.00 | $110.45 | — | ADR | 71646E100 |
| — | UNITED STATIONERS INC | 18,433 | $777K | 0.0% | $42.15 | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| — | SYNAGEVA BIOPHARMA CORP | 8,360 | $776K | 0.0% | $92.82 | $104.78 | — | COMMON STOCK USD.001 | 87159A103 |
| — | FRANCESCAS HOLDINGS CORP | 46,465 | $776K | 0.0% | $16.70 | $16.70 | — | COMMON STOCK USD.01 | 351793104 |
| CDW | CDW CORP/DE | 22,000 | $774K | 0.0% | $35.18 * | $28.50 | +8.9% | COMMON STOCK USD.01 | 12514G108 |
| PBYI | PUMA BIOTECHNOLOGY INC | 4,060 | $768K | 0.0% | $189.16 | $92.31 | +105.0% | COMMON STOCK USD.0001 | 74587V107 |
| MCRI | MONARCH CASINO + RESORT INC | 45,644 | $757K | 0.0% | $16.58 | $13.67 | +21.4% | COMMON STOCK USD.01 | 609027107 |
| AFL | AFLAC INC | 12,336 | $754K | 0.0% | $61.12 * | $20.35 | +15.7% | COMMON STOCK USD.1 | 001055102 |
| HLF | HERBALIFE LTD | 19,800 | $746K | 0.0% | $37.68 * | $25.26 | -25.4% | COMMON STOCK USD.002 | G4412G101 |
| VTR | VENTAS INC | 10,189 | $731K | 0.0% | $71.74 * | $48.29 | +4.7% | REIT USD.25 | 92276F100 |
| — | MEAD JOHNSON NUTRITION CO | 7,262 | $730K | 0.0% | $100.52 | $75.99 | — | COMMON STOCK USD.01 | 582839106 |
| SANM | SANMINA CORP | 31,000 | $729K | 0.0% | $23.52 | $20.25 | +16.2% | COMMON STOCK USD.01 | 801056102 |
| — | ACTAVIS PLC | 2,811 | $724K | 0.0% | $257.56 | $192.32 | — | COMMON STOCK USD.0033 | G0083B108 |
| — | ARCELORMITTAL NY REGISTERED | 65,100 | $718K | 0.0% | $11.03 | $11.03 | — | NY REG SHRS NPV | 03938L104 |
| FE | FIRSTENERGY CORP | 18,263 | $712K | 0.0% | $38.99 * | $23.82 | +3.4% | COMMON STOCK USD.1 | 337932107 |
| — | FIDELITY SOUTHERN CORP | 43,575 | $702K | 0.0% | $16.11 | $16.61 | — | COMMON STOCK NPV | 316394105 |
| ZBH | ZIMMER HOLDINGS INC | 6,093 | $691K | 0.0% | $113.41 * | $82.35 | +22.3% | COMMON STOCK USD.01 | 98956P102 |
| TDG | TRANSDIGM GROUP INC | 3,469 | $681K | 0.0% | $196.31 * | $73.64 | +66.6% | COMMON STOCK USD.01 | 893641100 |
| OPK | OPKO HEALTH INC | 68,060 | $680K | 0.0% | $9.99 | $8.73 | +14.4% | COMMON STOCK USD.01 | 68375N103 |
| — | VOXX INTERNATIONAL CORP | 77,107 | $675K | 0.0% | $8.75 | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| — | CHIPMOS TECHNOLOGIES BERMUDA | 28,927 | $675K | 0.0% | $23.33 | $19.75 | — | COMMON STOCK USD.01 | G2110R114 |
| — | ALON USA ENERGY INC | 53,155 | $673K | 0.0% | $12.66 | $14.66 | — | COMMON STOCK USD.01 | 020520102 |
| EBS | EMERGENT BIOSOLUTIONS INC | 24,661 | $672K | 0.0% | $27.25 | $15.28 | +78.3% | COMMON STOCK USD.001 | 29089Q105 |
| — | WEB.COM GROUP INC | 33,570 | $637K | 0.0% | $18.98 | $34.02 | — | COMMON STOCK USD.001 | 94733A104 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 15,704 | $634K | 0.0% | $40.37 | $35.68 | +13.2% | ADR | 824596100 |
| — | MARLIN BUSINESS SERVICES INC | 30,136 | $619K | 0.0% | $20.54 | $18.32 | — | COMMON STOCK USD.01 | 571157106 |
| LGND | LIGAND PHARMACEUTICALS | 11,400 | $607K | 0.0% | $53.25 * | $37.71 | -12.0% | COMMON STOCK USD.001 | 53220K504 |
| ITUB | ITAU UNIBANCO H SPON PRF ADR | 45,234 | $588K | 0.0% | $13.00 | $14.02 | -7.2% | ADR NPV | 465562106 |
| — | SOLARCITY CORP | 10,800 | $578K | 0.0% | $53.52 | $53.52 | — | COMMON STOCK USD.0001 | 83416T100 |
| EXC | EXELON CORP | 15,461 | $573K | 0.0% | $37.06 * | $14.97 | +19.5% | COMMON STOCK NPV | 30161N101 |
| — | TETRAPHASE PHARMACEUTICALS I | 14,325 | $569K | 0.0% | $39.72 | $15.20 | — | COMMON STOCK USD.001 | 88165N105 |
| — | NORTHERN OIL AND GAS INC | 100,464 | $568K | 0.0% | $5.65 | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| MOV | MOVADO GROUP INC | 19,849 | $563K | 0.0% | $28.36 | $40.35 | -29.7% | COMMON STOCK USD.01 | 624580106 |
| — | CNOOC LTD SPON ADR | 4,073 | $552K | 0.0% | $135.53 | $170.95 | — | ADR | 126132109 |
| — | BASIC ENERGY SERVICES INC | 78,650 | $551K | 0.0% | $7.01 | $27.41 | — | COMMON STOCK USD.01 | 06985P100 |
| MHO | M/I HOMES INC | 23,950 | $550K | 0.0% | $22.96 | $22.75 | +0.9% | COMMON STOCK USD.01 | 55305B101 |
| CENX | CENTURY ALUMINUM COMPANY | 22,420 | $547K | 0.0% | $24.40 | $22.02 | +10.8% | COMMON STOCK USD.01 | 156431108 |
| MRSH | MARSH + MCLENNAN COS | 9,364 | $536K | 0.0% | $57.24 * | $31.19 | +51.0% | COMMON STOCK USD1. | 571748102 |
| — | THOMPSON CREEK METALS CO INC | 316,386 | $528K | 0.0% | $1.67 | $2.81 | — | COMMON STOCK NPV | 884768102 |
| ANIP | ANI PHARMACEUTICALS INC | 9,330 | $526K | 0.0% | $56.38 | $44.09 | +27.9% | COMMON STOCK USD.0001 | 00182C103 |
| HOG | HARLEY DAVIDSON INC | 7,900 | $521K | 0.0% | $65.95 | $70.44 | -6.4% | COMMON STOCK USD.01 | 412822108 |
| — | LAM RESEARCH CORP | 6,547 | $519K | 0.0% | $79.27 | $51.82 | — | COMMON STOCK USD.001 | 512807108 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 23,030 | $514K | 0.0% | $22.32 | $12.76 | +75.1% | COMMON STOCK USD.001 | 64125C109 |
| INDA | ISHARES MSCI INDIA ETF | 16,958 | $510K | 0.0% | $30.07 | $30.82 | -2.8% | ISHARES MSCI INDIA ETF | 46429B598 |
| — | ENERNOC INC | 32,670 | $505K | 0.0% | $15.46 | $18.95 | — | COMMON STOCK USD.001 | 292764107 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 25,100 | $488K | 0.0% | $19.44 | $17.16 | +13.2% | COMMON STOCK USD.0001 | 42727J102 |
| — | TESARO INC | 12,880 | $479K | 0.0% | $37.19 | $31.13 | — | COMMON STOCK USD.0001 | 881569107 |
| — | PICO HOLDINGS INC | 25,222 | $475K | 0.0% | $18.83 | $22.59 | — | COMMON STOCK USD.001 | 693366205 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $468K | 0.0% | $16.47 * | $9.18 | +13.2% | COMMON STOCK USD1. | 31983A103 |
| — | ENDOCYTE INC | 72,204 | $454K | 0.0% | $6.29 | $6.34 | — | COMMON STOCK | 29269A102 |
| PCAR | PACCAR INC | 6,670 | $454K | 0.0% | $68.07 * | $21.67 | +38.6% | COMMON STOCK USD1. | 693718108 |
| CACC | CREDIT ACCEPTANCE CORP | 3,300 | $450K | 0.0% | $136.36 | $141.19 | -3.4% | COMMON STOCK USD.01 | 225310101 |
| GATX | GATX CORP | 7,700 | $443K | 0.0% | $57.53 * | $49.73 | -10.7% | COMMON STOCK USD.625 | 361448103 |
| — | CELLDEX THERAPEUTICS INC | 23,802 | $434K | 0.0% | $18.23 | $17.84 | — | COMMON STOCK USD.001 | 15117B103 |
| — | ELECTRONICS FOR IMAGING | 10,110 | $433K | 0.0% | $42.83 | $43.30 | — | COMMON STOCK USD.01 | 286082102 |
| HURC | HURCO COMPANIES INC | 12,510 | $426K | 0.0% | $34.05 | $30.62 | +11.3% | COMMON STOCK NPV | 447324104 |
| ANGO | ANGIODYNAMICS INC | 22,250 | $423K | 0.0% | $19.01 | $16.94 | +12.2% | COMMON STOCK USD.01 | 03475V101 |
| — | INTERSECT ENT INC | 22,570 | $419K | 0.0% | $18.56 | $18.56 | — | COMMON STOCK USD.001 | 46071F103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 9,289 | $419K | 0.0% | $45.11 * | $15.10 | +19.4% | COMMON STOCK USD.001 | 595017104 |
| — | SPARK ENERGY INC CLASS A | 29,690 | $418K | 0.0% | $14.08 | $14.08 | — | COMMON STOCK USD.01 | 846511103 |
| — | FIRST DEFIANCE FINL CORP | 12,118 | $413K | 0.0% | $34.08 | $25.29 | — | COMMON STOCK USD.01 | 32006W106 |
| PRU | PRUDENTIAL FINANCIAL INC | 4,542 | $411K | 0.0% | $90.49 * | $49.38 | +13.8% | COMMON STOCK USD.01 | 744320102 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 10,231 | $408K | 0.0% | $39.88 | $48.29 | -17.4% | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| — | CYNOSURE INC A | 14,663 | $402K | 0.0% | $27.42 | $27.86 | — | COMMON STOCK USD.001 | 232577205 |
| — | STEMLINE THERAPEUTICS INC | 22,980 | $392K | 0.0% | $17.06 | $14.66 | — | COMMON STOCK USD.0001 | 85858C107 |
| NI | NISOURCE INC | 9,170 | $389K | 0.0% | $42.42 * | $10.70 | +10.0% | COMMON STOCK USD.01 | 65473P105 |
| LPL | LG DISPLAY CO LTD ADR | 25,175 | $381K | 0.0% | $15.13 | $12.34 | +22.8% | ADR | 50186V102 |
| — | CLOVIS ONCOLOGY INC | 6,703 | $375K | 0.0% | $55.95 | $64.04 | — | COMMON STOCK USD.001 | 189464100 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 25,710 | $373K | 0.0% | $14.51 | $15.37 | — | COMMON STOCK USD.001 | 018680306 |
| MCHI | ISHARES MSCI CHINA ETF | 7,260 | $365K | 0.0% | $50.28 | $45.91 | +9.4% | ISHARES MSCI CHINA ETF | 46429B671 |
| TRMB | TRIMBLE NAVIGATION LTD | 13,729 | $364K | 0.0% | $26.51 | $35.99 | -26.3% | COMMON STOCK NPV | 896239100 |
| THD | ISHARES MSCI THAILAND CAPPED E | 4,662 | $361K | 0.0% | $77.43 | $81.83 | -5.3% | ISHARES MSCI THAILAND CAPPED | 464286624 |
| — | NAVIGATORS GROUP INC | 4,630 | $340K | 0.0% | $73.43 | $73.43 | — | COMMON STOCK USD.1 | 638904102 |
| — | BANKRATE INC | 26,980 | $335K | 0.0% | $12.42 | $12.42 | — | COMMON STOCK USD.01 | 06647F102 |
| CVI | CVR ENERGY INC | 8,600 | $333K | 0.0% | $38.72 * | $18.08 | -11.6% | COMMON STOCK USD.01 | 12662P108 |
| — | K12 INC | 25,540 | $303K | 0.0% | $11.86 | $23.23 | — | COMMON STOCK USD.0001 | 48273U102 |
| BK | BANK OF NEW YORK MELLON CORP | 7,106 | $288K | 0.0% | $40.53 * | $21.22 | +45.5% | COMMON STOCK USD.01 | 064058100 |
| BAX | BAXTER INTERNATIONAL INC | 3,826 | $280K | 0.0% | $73.18 * | $31.79 | +4.3% | COMMON STOCK USD1. | 071813109 |
| RGEN | REPLIGEN CORP | 13,892 | $275K | 0.0% | $19.80 | $11.94 | +65.8% | COMMON STOCK USD.01 | 759916109 |
| — | EPIZYME INC | 14,366 | $271K | 0.0% | $18.86 | $36.97 | — | COMMON STOCK USD.0001 | 29428V104 |
| — | INGERSOLL RAND PLC | 3,988 | $253K | 0.0% | $63.44 | $59.88 | — | COMMON STOCK USD1. | G47791101 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 30,299 | $251K | 0.0% | $8.28 | $8.90 | -6.8% | COMMON STOCK USD.001 | 868459108 |
| ABEV | AMBEV SA ADR | 29,603 | $184K | 0.0% | $6.22 | $6.32 | -1.5% | ADR NPV | 02319V103 |
| KODK | EASTMAN KODAK CO | 7,242 | $157K | 0.0% | $21.68 | $26.54 | -18.2% | COMMON STOCK USD.01 | 277461406 |
| CPS | COOPER STANDARD HOLDING | 2,259 | $131K | 0.0% | $57.99 | $50.83 | +13.9% | COMMON STOCK USD.001 | 21676P103 |
| TKC | TURKCELL ILETISIM HIZMET ADR | 8,137 | $123K | 0.0% | $15.12 | $14.52 | +4.1% | ADR TRY1. | 900111204 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 473 | $104K | 0.0% | $219.87 * | $37.19 | +2.6% | COMMON STOCK USD.01 | 45866F104 |
| — | HALYARD HEALTH INC | 1,062 | $48,000 | 0.0% | $45.20 | $45.20 | — | COMMON STOCK USD.01 | 40650V100 |
| — | EASTMAN KODAK CO | 2,498 | $19,000 | 0.0% | $7.61 | $18.09 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,498 | $15,000 | 0.0% | $6.00 | $16.80 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| QUAD | QUAD GRAPHICS INC | 144 | $3,000 | 0.0% | $20.83 * | $21.65 | +6.1% | COMMON STOCK USD.025 | 747301109 |