Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 1, 2015
Total Value: $5.094B (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 | $713M | 14.0% | $71.47 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| EEM | ISHARES MSCI EMERGING MARKETS | 3,971,761 | $159M | 3.1% | $40.13 | $41.59 | -3.5% | ISHARES MSCI EMERGING MARKET | 464287234 |
| AAPL | APPLE INC | 819,060 | $102M | 2.0% | $124.43 * | $18.70 | +48.1% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 1,773,917 | $72.12M | 1.4% | $40.66 * | $32.77 | +6.5% | COMMON STOCK USD.00000625 | 594918104 |
| PFE | PFIZER INC | 2,040,746 | $71M | 1.4% | $34.79 * | $16.86 | +24.2% | COMMON STOCK USD.05 | 717081103 |
| SCCO | SOUTHERN COPPER CORP | 2,184,374 | $63.74M | 1.3% | $29.18 * | $18.99 | +0.8% | COMMON STOCK USD.01 | 84265V105 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 2,560,227 | $60.11M | 1.2% | $23.48 | $18.80 | +24.9% | ADR | 874039100 |
| CVX | CHEVRON CORP | 539,256 | $56.61M | 1.1% | $104.98 * | $71.09 | -7.0% | COMMON STOCK USD.75 | 166764100 |
| CSCO | CISCO SYSTEMS INC | 2,005,768 | $55.21M | 1.1% | $27.53 * | $15.79 | +25.4% | COMMON STOCK USD.001 | 17275R102 |
| JPM | JPMORGAN CHASE + CO | 906,892 | $54.94M | 1.1% | $60.58 * | $38.85 | +16.6% | COMMON STOCK USD1.0 | 46625H100 |
| ORCL | ORACLE CORP | 1,248,471 | $53.87M | 1.1% | $43.15 * | $28.69 | +27.8% | COMMON STOCK USD.01 | 68389X105 |
| TX | TERNIUM SA SPONSORED ADR | 2,972,981 | $53.72M | 1.1% | $18.07 | $23.02 | -21.5% | ADR USD1. | 880890108 |
| MRK | MERCK + CO. INC. | 822,524 | $47.28M | 0.9% | $57.48 * | $30.94 | +27.0% | COMMON STOCK USD.5 | 58933Y105 |
| C | CITIGROUP INC | 912,470 | $47.01M | 0.9% | $51.52 * | $37.27 | +3.0% | COMMON STOCK USD.01 | 172967424 |
| CPA | COPA HOLDINGS SA CLASS A | 460,952 | $46.54M | 0.9% | $100.97 * | $90.76 | -19.8% | COMMON STOCK NPV | P31076105 |
| GILD | GILEAD SCIENCES INC | 467,813 | $45.91M | 0.9% | $98.13 * | $63.20 | +7.9% | COMMON STOCK USD.001 | 375558103 |
| CMCSA | COMCAST CORP CLASS A | 803,513 | $45.37M | 0.9% | $56.47 * | $20.35 | +8.6% | COMMON STOCK USD.01 | 20030N101 |
| — | ISHARES MSCI JAPAN ETF | 3,501,262 | $43.87M | 0.9% | $12.53 | $12.53 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| VZ | VERIZON COMMUNICATIONS INC | 869,866 | $42.3M | 0.8% | $48.63 * | $26.37 | +5.6% | COMMON STOCK USD.1 | 92343V104 |
| PG | PROCTER + GAMBLE CO/THE | 507,742 | $41.6M | 0.8% | $81.94 * | $57.30 | +5.9% | COMMON STOCK | 742718109 |
| — | CELGENE CORP | 346,103 | $39.9M | 0.8% | $115.28 | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| M | MACY S INC | 580,861 | $37.7M | 0.7% | $64.91 | $50.61 | +28.2% | COMMON STOCK USD.01 | 55616P104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 679,217 | $37.21M | 0.7% | $54.79 * | $36.58 | +15.3% | COMMON STOCK USD2.5 | 026874784 |
| IBN | ICICI BANK LTD SPON ADR | 3,557,060 | $36.85M | 0.7% | $10.36 | $11.32 | -8.5% | ADR | 45104G104 |
| OXY | OCCIDENTAL PETROLEUM CORP | 499,950 | $36.5M | 0.7% | $73.00 * | $58.55 | -9.6% | COMMON STOCK USD.2 | 674599105 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 3,599,762 | $36.47M | 0.7% | $10.13 | $12.41 | -18.4% | ADR | 204448104 |
| DIS | WALT DISNEY CO/THE | 335,140 | $35.15M | 0.7% | $104.89 * | $57.20 | +67.0% | COMMON STOCK USD.01 | 254687106 |
| — | HEWLETT PACKARD CO | 1,103,801 | $34.39M | 0.7% | $31.16 | $32.38 | — | COMMON STOCK USD.01 | 428236103 |
| WFC | WELLS FARGO + CO | 624,159 | $33.95M | 0.7% | $54.40 * | $34.25 | +17.4% | COMMON STOCK USD1.666 | 949746101 |
| MDT | MEDTRONIC PLC | 433,089 | $33.78M | 0.7% | $77.99 * | $58.10 | +3.3% | COMMON STOCK USD.1 | G5960L103 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 1,475,626 | $33.73M | 0.7% | $22.86 | $22.87 | -0.1% | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| AAL | AMERICAN AIRLINES GROUP INC | 638,203 | $33.68M | 0.7% | $52.78 * | $35.57 | +40.9% | COMMON STOCK | 02376R102 |
| UNP | UNION PACIFIC CORP | 302,787 | $32.8M | 0.6% | $108.31 * | $79.76 | +6.6% | COMMON STOCK USD2.5 | 907818108 |
| EFA | ISHARES MSCI EAFE ETF | 498,736 | $32M | 0.6% | $64.17 | $65.14 | -1.5% | ISHARES MSCI EAFE ETF | 464287465 |
| COF | CAPITAL ONE FINANCIAL CORP | 397,498 | $31.33M | 0.6% | $78.82 * | $56.14 | +15.5% | COMMON STOCK USD.01 | 14040H105 |
| — | UNITED TECHNOLOGIES CORP | 265,366 | $31.1M | 0.6% | $117.20 | $109.67 | — | COMMON STOCK USD1. | 913017109 |
| — | ACTAVIS PLC | 102,019 | $30.36M | 0.6% | $297.62 | $294.72 | — | COMMON STOCK USD.0033 | G0083B108 |
| WMT | WAL MART STORES INC | 366,463 | $30.14M | 0.6% | $82.25 * | $22.30 | +0.3% | COMMON STOCK USD.1 | 931142103 |
| PNC | PNC FINANCIAL SERVICES GROUP | 315,996 | $29.46M | 0.6% | $93.24 * | $54.13 | +22.7% | COMMON STOCK USD5. | 693475105 |
| TXT | TEXTRON INC | 664,238 | $29.45M | 0.6% | $44.33 | $32.17 | +35.7% | COMMON STOCK USD.125 | 883203101 |
| NRG | NRG ENERGY INC | 1,146,321 | $28.88M | 0.6% | $25.19 * | $22.37 | -11.4% | COMMON STOCK USD.01 | 629377508 |
| — | AMERICA MOVIL SPN ADR CL L | 1,368,987 | $28.01M | 0.5% | $20.46 | $21.74 | — | ADR NPV | 02364W105 |
| SLB | SCHLUMBERGER LTD | 329,778 | $27.52M | 0.5% | $83.44 * | $57.87 | +6.5% | COMMON STOCK USD.01 | 806857108 |
| — | BED BATH + BEYOND INC | 349,686 | $26.85M | 0.5% | $76.77 | $67.22 | — | COMMON STOCK USD.01 | 075896100 |
| PKX | POSCO SPON ADR | 472,200 | $25.81M | 0.5% | $54.66 | $70.95 | -23.0% | ADR | 693483109 |
| EL | ESTEE LAUDER COMPANIES CL A | 310,262 | $25.8M | 0.5% | $83.16 * | $61.49 | +17.9% | COMMON STOCK USD.01 | 518439104 |
| ALV | AUTOLIV INC | 214,306 | $25.24M | 0.5% | $117.77 * | $61.67 | +7.3% | COMMON STOCK USD1. | 052800109 |
| XOM | EXXON MOBIL CORP | 287,822 | $24.46M | 0.5% | $85.00 * | $53.91 | -0.9% | COMMON STOCK NPV | 30231G102 |
| MET | METLIFE INC | 482,980 | $24.41M | 0.5% | $50.55 * | $28.66 | +9.5% | COMMON STOCK USD.01 | 59156R108 |
| HD | HOME DEPOT INC | 211,510 | $24.03M | 0.5% | $113.61 * | $75.91 | +16.2% | COMMON STOCK USD.05 | 437076102 |
| RS | RELIANCE STEEL + ALUMINUM | 386,471 | $23.61M | 0.5% | $61.08 | $68.47 | -10.8% | COMMON STOCK NPV | 759509102 |
| DG | DOLLAR GENERAL CORP | 305,539 | $23.03M | 0.5% | $75.38 * | $61.51 | +6.6% | COMMON STOCK USD.875 | 256677105 |
| KO | COCA COLA CO/THE | 557,205 | $22.59M | 0.4% | $40.55 * | $27.46 | +5.2% | COMMON STOCK USD.25 | 191216100 |
| USB | US BANCORP | 516,755 | $22.57M | 0.4% | $43.67 * | $22.71 | +31.5% | COMMON STOCK USD.01 | 902973304 |
| GS | GOLDMAN SACHS GROUP INC | 119,793 | $22.52M | 0.4% | $187.97 * | $134.55 | +12.7% | COMMON STOCK USD.01 | 38141G104 |
| NWL | NEWELL RUBBERMAID INC | 560,831 | $21.91M | 0.4% | $39.07 * | $18.14 | +41.6% | COMMON STOCK USD1. | 651229106 |
| HCA | HCA HOLDINGS INC | 285,935 | $21.51M | 0.4% | $75.23 * | $53.43 | +30.9% | COMMON STOCK USD.01 | 40412C101 |
| — | ACE LTD | 191,179 | $21.32M | 0.4% | $111.49 | $109.06 | — | COMMON STOCK CHF24.77 | H0023R105 |
| MOS | MOSAIC CO/THE | 453,607 | $20.89M | 0.4% | $46.06 * | $42.01 | -11.5% | COMMON STOCK USD.01 | 61945C103 |
| PH | PARKER HANNIFIN CORP | 175,484 | $20.84M | 0.4% | $118.78 * | $98.94 | +0.5% | COMMON STOCK USD.5 | 701094104 |
| DAL | DELTA AIR LINES INC | 456,159 | $20.51M | 0.4% | $44.96 * | $17.77 | +121.9% | COMMON STOCK USD.0001 | 247361702 |
| — | BAKER HUGHES INC | 318,834 | $20.27M | 0.4% | $63.58 | $46.13 | — | COMMON STOCK USD1. | 057224107 |
| AZO | AUTOZONE INC | 29,321 | $20M | 0.4% | $682.17 | $628.12 | +8.6% | COMMON STOCK USD.01 | 053332102 |
| PM | PHILIP MORRIS INTERNATIONAL | 263,719 | $19.87M | 0.4% | $75.33 * | $48.71 | -9.3% | COMMON STOCK NPV | 718172109 |
| — | CIGNA CORP | 150,896 | $19.53M | 0.4% | $129.44 | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 465,550 | $19.52M | 0.4% | $41.92 * | $24.93 | +15.6% | COMMON STOCK NPV | 744573106 |
| JNJ | JOHNSON + JOHNSON | 192,660 | $19.38M | 0.4% | $100.60 * | $61.55 | +21.2% | COMMON STOCK USD1. | 478160104 |
| — | BROCADE COMMUNICATIONS SYS | 1,568,868 | $18.61M | 0.4% | $11.87 | $11.64 | — | COMMON STOCK USD.001 | 111621306 |
| F | FORD MOTOR CO | 1,058,102 | $17.08M | 0.3% | $16.14 * | $9.10 | -0.5% | COMMON STOCK USD.01 | 345370860 |
| — | GENERAL ELECTRIC CO | 679,947 | $16.87M | 0.3% | $24.81 | $23.34 | — | COMMON STOCK USD.06 | 369604103 |
| CVS | CVS HEALTH CORP | 162,850 | $16.81M | 0.3% | $103.21 * | $45.25 | +67.5% | COMMON STOCK USD.01 | 126650100 |
| — | NATIONAL OILWELL VARCO INC | 324,071 | $16.2M | 0.3% | $49.99 | $70.80 | — | COMMON STOCK USD.01 | 637071101 |
| AMGN | AMGEN INC | 100,794 | $16.11M | 0.3% | $159.85 * | $106.46 | +9.9% | COMMON STOCK USD.0001 | 031162100 |
| WDC | WESTERN DIGITAL CORP | 168,378 | $15.32M | 0.3% | $91.01 * | $41.61 | +39.1% | COMMON STOCK USD.01 | 958102105 |
| MCD | MCDONALD S CORP | 155,201 | $15.12M | 0.3% | $97.44 * | $70.96 | +5.0% | COMMON STOCK USD.01 | 580135101 |
| NTAP | NETAPP INC | 417,639 | $14.81M | 0.3% | $35.46 * | $27.94 | -3.7% | COMMON STOCK USD.001 | 64110D104 |
| — | NAVISTAR INTERNATIONAL CORP | 487,834 | $14.39M | 0.3% | $29.50 | $32.35 | — | COMMON STOCK USD.1 | 63934E108 |
| EMR | EMERSON ELECTRIC CO | 253,757 | $14.37M | 0.3% | $56.62 * | $46.07 | -7.9% | COMMON STOCK USD.5 | 291011104 |
| — | LEVEL 3 COMMUNICATIONS INC | 264,522 | $14.24M | 0.3% | $53.84 | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| — | VIACOM INC CLASS B | 206,695 | $14.12M | 0.3% | $68.30 | $72.19 | — | COMMON STOCK USD.001 | 92553P201 |
| VRSN | VERISIGN INC | 210,630 | $14.11M | 0.3% | $66.97 | $54.22 | +22.4% | COMMON STOCK USD.001 | 92343E102 |
| — | ANGLOGOLD ASHANTI SPON ADR | 1,507,183 | $14.08M | 0.3% | $9.34 | $14.71 | — | ADR NPV | 035128206 |
| — | MANITOWOC COMPANY INC | 652,748 | $14.07M | 0.3% | $21.56 | $21.96 | — | COMMON STOCK USD.01 | 563571108 |
| KR | KROGER CO | 183,428 | $14.06M | 0.3% | $76.66 * | $14.42 | +115.5% | COMMON STOCK USD1. | 501044101 |
| TRV | TRAVELERS COS INC/THE | 125,649 | $13.59M | 0.3% | $108.13 * | $73.00 | +16.9% | COMMON STOCK NPV | 89417E109 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 92,789 | $13.39M | 0.3% | $144.32 | $132.50 | +8.9% | COMMON STOCK USD.0033 | 084670702 |
| — | PRAXAIR INC | 110,670 | $13.36M | 0.3% | $120.74 | $130.40 | — | COMMON STOCK USD.01 | 74005P104 |
| SBUX | STARBUCKS CORP | 139,969 | $13.26M | 0.3% | $94.70 * | $36.12 | +5.5% | COMMON STOCK USD.001 | 855244109 |
| LOW | LOWE S COS INC | 175,767 | $13.07M | 0.3% | $74.39 * | $44.61 | +37.2% | COMMON STOCK USD.5 | 548661107 |
| BEN | FRANKLIN RESOURCES INC | 248,914 | $12.77M | 0.3% | $51.32 * | $32.28 | -3.0% | COMMON STOCK USD.1 | 354613101 |
| PEP | PEPSICO INC | 128,577 | $12.29M | 0.2% | $95.62 * | $63.69 | +8.6% | COMMON STOCK USD.017 | 713448108 |
| VLO | VALERO ENERGY CORP | 192,396 | $12.24M | 0.2% | $63.62 * | $29.94 | +39.6% | COMMON STOCK USD.01 | 91913Y100 |
| INTC | INTEL CORP | 389,833 | $12.19M | 0.2% | $31.27 * | $19.43 | +24.4% | COMMON STOCK USD.001 | 458140100 |
| — | WYNDHAM WORLDWIDE CORP | 132,013 | $11.94M | 0.2% | $90.47 | $68.84 | — | COMMON STOCK USD.01 | 98310W108 |
| — | ROCK TENN COMPANY CL A | 181,532 | $11.71M | 0.2% | $64.50 | $72.00 | — | COMMON STOCK USD.01 | 772739207 |
| GM | GENERAL MOTORS CO | 312,137 | $11.71M | 0.2% | $37.50 * | $25.04 | +16.6% | COMMON STOCK USD.01 | 37045V100 |
| BDX | BECTON DICKINSON AND CO | 81,231 | $11.66M | 0.2% | $143.59 * | $81.02 | +46.8% | COMMON STOCK USD1. | 075887109 |
| ELV | ANTHEM INC | 74,894 | $11.56M | 0.2% | $154.40 * | $106.21 | +25.0% | COMMON STOCK USD.01 | 036752103 |
| LYB | LYONDELLBASELL INDU CL A | 131,650 | $11.56M | 0.2% | $87.80 * | $40.83 | +20.0% | COMMON STOCK | N53745100 |
| SPY | SPDR S+P 500 ETF TRUST | 55,871 | $11.53M | 0.2% | $206.42 | $192.72 | +7.1% | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | DR PEPPER SNAPPLE GROUP INC | 144,859 | $11.37M | 0.2% | $78.48 | $62.15 | — | COMMON STOCK USD.01 | 26138E109 |
| — | US CONCRETE INC | 331,668 | $11.24M | 0.2% | $33.88 | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| CVE | CENOVUS ENERGY INC | 659,373 | $11.13M | 0.2% | $16.88 * | $22.60 | -39.1% | COMMON STOCK NPV | 15135U109 |
| — | JOY GLOBAL INC | 283,585 | $11.11M | 0.2% | $39.18 | $52.20 | — | COMMON STOCK USD1. | 481165108 |
| — | FOOT LOCKER INC | 175,824 | $11.08M | 0.2% | $63.00 | $41.74 | — | COMMON STOCK USD.01 | 344849104 |
| ARW | ARROW ELECTRONICS INC | 180,222 | $11.02M | 0.2% | $61.15 | $47.70 | +28.2% | COMMON STOCK USD1. | 042735100 |
| AVT | AVNET INC | 245,517 | $10.93M | 0.2% | $44.50 * | $29.16 | +20.3% | COMMON STOCK USD1. | 053807103 |
| CAG | CONAGRA FOODS INC | 297,366 | $10.86M | 0.2% | $36.53 * | $17.38 | +13.0% | COMMON STOCK USD5. | 205887102 |
| KSS | KOHLS CORP | 138,170 | $10.81M | 0.2% | $78.25 | $57.86 | +35.2% | COMMON STOCK USD.01 | 500255104 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 76,366 | $10.7M | 0.2% | $140.15 * | $76.86 | +49.1% | COMMON STOCK USD.01 | 446413106 |
| ESNT | ESSENT GROUP LTD | 443,336 | $10.6M | 0.2% | $23.91 * | $20.71 | +3.3% | COMMON STOCK USD.015 | G3198U102 |
| FDX | FEDEX CORP | 61,553 | $10.18M | 0.2% | $165.45 * | $109.84 | +28.4% | COMMON STOCK USD.1 | 31428X106 |
| MMM | 3M+A3:L509 CO | 59,826 | $9.868M | 0.2% | $164.95 * | $88.73 | +9.6% | COMMON STOCK USD.01 | 88579Y101 |
| CAT | CATERPILLAR INC | 123,105 | $9.852M | 0.2% | $80.03 * | $69.98 | -13.0% | COMMON STOCK USD1. | 149123101 |
| MU | MICRON TECHNOLOGY INC | 356,058 | $9.66M | 0.2% | $27.13 * | $29.25 | -9.5% | COMMON STOCK USD.1 | 595112103 |
| — | CBS CORP CLASS B NON VOTING | 156,616 | $9.496M | 0.2% | $60.63 | $51.43 | — | COMMON STOCK USD.001 | 124857202 |
| — | ADT CORP/THE | 225,692 | $9.371M | 0.2% | $41.52 | $38.50 | — | COMMON STOCK USD.01 | 00101J106 |
| SNA | SNAP ON INC | 62,951 | $9.258M | 0.2% | $147.07 * | $90.49 | +26.8% | COMMON STOCK USD1. | 833034101 |
| — | HOSPITALITY PROPERTIES TRUST | 273,071 | $9.009M | 0.2% | $32.99 | $29.20 | — | REIT USD.01 | 44106M102 |
| MS | MORGAN STANLEY | 251,682 | $8.983M | 0.2% | $35.69 * | $23.85 | +11.3% | COMMON STOCK USD.01 | 617446448 |
| EWH | ISHARES MSCI HONG KONG ETF | 399,298 | $8.757M | 0.2% | $21.93 | $21.45 | +2.2% | ISHARES MSCI HONG KONG ETF | 464286871 |
| CRUS | CIRRUS LOGIC INC | 261,762 | $8.706M | 0.2% | $33.26 | $27.35 | +21.6% | COMMON STOCK USD.001 | 172755100 |
| — | STARZ A | 249,010 | $8.568M | 0.2% | $34.41 | $29.34 | — | COMMON STOCK USD.01 | 85571Q102 |
| VAC | MARRIOTT VACATIONS WORLD | 105,334 | $8.537M | 0.2% | $81.05 | $44.78 | +81.0% | COMMON STOCK USD.01 | 57164Y107 |
| GLW | CORNING INC | 376,154 | $8.531M | 0.2% | $22.68 * | $14.56 | +17.1% | COMMON STOCK USD.5 | 219350105 |
| COR | AMERISOURCEBERGEN CORP | 74,022 | $8.414M | 0.2% | $113.67 * | $65.16 | +28.3% | COMMON STOCK USD.01 | 03073E105 |
| CTAS | CINTAS CORP | 102,922 | $8.402M | 0.2% | $81.63 * | $15.22 | +19.8% | COMMON STOCK NPV | 172908105 |
| — | GOVERNMENT PROPERTIES INCOME | 357,762 | $8.175M | 0.2% | $22.85 | $23.47 | — | REIT USD.01 | 38376A103 |
| TRN | TRINITY INDUSTRIES INC | 223,800 | $7.947M | 0.2% | $35.51 * | $15.13 | +21.1% | COMMON STOCK USD1. | 896522109 |
| — | TESORO CORP | 86,492 | $7.896M | 0.2% | $91.29 | $62.16 | — | COMMON STOCK USD.167 | 881609101 |
| ETR | ENTERGY CORP | 101,303 | $7.85M | 0.2% | $77.49 * | $21.63 | +16.8% | COMMON STOCK USD.01 | 29364G103 |
| — | ASPEN TECHNOLOGY INC | 203,230 | $7.822M | 0.2% | $38.49 | $37.97 | — | COMMON STOCK USD.1 | 045327103 |
| — | DELPHI AUTOMOTIVE PLC | 96,068 | $7.66M | 0.2% | $79.74 | $51.84 | — | COMMON STOCK USD.01 | G27823106 |
| — | LANNETT CO INC | 112,490 | $7.617M | 0.1% | $67.71 | $57.53 | — | COMMON STOCK USD.001 | 516012101 |
| AES | AES CORP | 592,310 | $7.611M | 0.1% | $12.85 * | $8.62 | +0.1% | COMMON STOCK USD.01 | 00130H105 |
| — | AETNA INC | 71,128 | $7.577M | 0.1% | $106.53 | $88.47 | — | COMMON STOCK USD.01 | 00817Y108 |
| — | ALLEGHANY CORP | 15,498 | $7.548M | 0.1% | $487.03 | $448.97 | — | COMMON STOCK USD1. | 017175100 |
| IBM | INTL BUSINESS MACHINES CORP | 46,644 | $7.486M | 0.1% | $160.49 * | $111.36 | -12.1% | COMMON STOCK USD.2 | 459200101 |
| AMT | AMERICAN TOWER CORP | 78,151 | $7.358M | 0.1% | $94.15 * | $74.63 | -3.2% | REIT USD.01 | 03027X100 |
| — | QUINTILES TRANSNATIONAL HOLD | 108,530 | $7.268M | 0.1% | $66.97 | $60.42 | — | COMMON STOCK USD.01 | 74876Y101 |
| META | FACEBOOK INC A | 88,156 | $7.248M | 0.1% | $82.22 | $66.25 | +23.2% | COMMON STOCK USD.000006 | 30303M102 |
| UGI | UGI CORP | 220,552 | $7.188M | 0.1% | $32.59 | $30.12 | +8.2% | COMMON STOCK NPV | 902681105 |
| EXPE | EXPEDIA INC | 75,230 | $7.081M | 0.1% | $94.12 * | $69.69 | +27.6% | COMMON STOCK USD.001 | 30212P303 |
| ADM | ARCHER DANIELS MIDLAND CO | 147,726 | $7.002M | 0.1% | $47.40 * | $29.64 | +16.5% | COMMON STOCK NPV | 039483102 |
| GD | GENERAL DYNAMICS CORP | 50,700 | $6.882M | 0.1% | $135.74 * | $101.37 | +5.8% | COMMON STOCK USD1. | 369550108 |
| COP | CONOCOPHILLIPS | 109,426 | $6.813M | 0.1% | $62.26 * | $42.89 | +2.8% | COMMON STOCK USD.01 | 20825C104 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 129,030 | $6.737M | 0.1% | $52.21 | $41.96 | — | COMMON STOCK USD.01 | 848574109 |
| — | WESTERN REFINING INC | 136,134 | $6.724M | 0.1% | $49.39 | $43.54 | — | COMMON STOCK USD.01 | 959319104 |
| CDNS | CADENCE DESIGN SYS INC | 364,220 | $6.716M | 0.1% | $18.44 | $14.98 | +23.1% | COMMON STOCK USD.01 | 127387108 |
| JLL | JONES LANG LASALLE INC | 38,978 | $6.642M | 0.1% | $170.40 * | $116.41 | +42.6% | COMMON STOCK USD.01 | 48020Q107 |
| SPG | SIMON PROPERTY GROUP INC | 33,922 | $6.637M | 0.1% | $195.65 * | $93.50 | +22.6% | REIT USD.0001 | 828806109 |
| T | AT+T INC | 202,302 | $6.605M | 0.1% | $32.65 * | $11.53 | -0.7% | COMMON STOCK USD1. | 00206R102 |
| V | VISA INC CLASS A SHARES | 99,372 | $6.5M | 0.1% | $65.41 * | $59.20 | +2.5% | COMMON STOCK USD.0001 | 92826C839 |
| EMN | EASTMAN CHEMICAL CO | 93,568 | $6.481M | 0.1% | $69.27 * | $52.92 | -7.0% | COMMON STOCK USD.01 | 277432100 |
| AMG | AFFILIATED MANAGERS GROUP | 29,828 | $6.406M | 0.1% | $214.76 * | $197.79 | +5.1% | COMMON STOCK USD.01 | 008252108 |
| MKSI | MKS INSTRUMENTS INC | 188,766 | $6.382M | 0.1% | $33.81 * | $28.16 | +8.4% | COMMON STOCK NPV | 55306N104 |
| — | GOOGLE INC CL A | 11,490 | $6.374M | 0.1% | $554.74 | $790.03 | — | COMMON STOCK USD.001 | 38259P508 |
| DDS | DILLARDS INC CL A | 46,465 | $6.343M | 0.1% | $136.51 * | $61.13 | +66.0% | COMMON STOCK NPV | 254067101 |
| ABT | ABBOTT LABORATORIES | 136,783 | $6.337M | 0.1% | $46.33 * | $34.09 | +10.8% | COMMON STOCK NPV | 002824100 |
| AN | AUTONATION INC | 98,500 | $6.337M | 0.1% | $64.34 | $61.28 | +5.0% | COMMON STOCK USD.01 | 05329W102 |
| — | SUNTRUST BANKS INC | 152,788 | $6.278M | 0.1% | $41.09 | $40.77 | — | COMMON STOCK USD1. | 867914103 |
| LUV | SOUTHWEST AIRLINES CO | 139,932 | $6.199M | 0.1% | $44.30 * | $11.86 | +230.2% | COMMON STOCK USD1. | 844741108 |
| — | AMAG PHARMACEUTICALS INC | 113,054 | $6.18M | 0.1% | $54.66 | $46.81 | — | COMMON STOCK USD.01 | 00163U106 |
| — | GANNETT CO | 166,319 | $6.167M | 0.1% | $37.08 | $29.82 | — | COMMON STOCK USD1. | 364730101 |
| EG | EVEREST RE GROUP LTD | 35,365 | $6.154M | 0.1% | $174.01 * | $111.60 | +24.3% | COMMON STOCK USD.01 | G3223R108 |
| IP | INTERNATIONAL PAPER CO | 110,526 | $6.133M | 0.1% | $55.49 * | $26.84 | +24.0% | COMMON STOCK USD1. | 460146103 |
| PKG | PACKAGING CORP OF AMERICA | 76,673 | $5.995M | 0.1% | $78.19 * | $48.01 | +18.1% | COMMON STOCK USD.01 | 695156109 |
| — | DELEK US HOLDINGS INC | 149,264 | $5.933M | 0.1% | $39.75 | $36.01 | — | COMMON STOCK USD.01 | 246647101 |
| PB | PROSPERITY BANCSHARES INC | 112,352 | $5.896M | 0.1% | $52.48 * | $36.50 | +6.6% | COMMON STOCK USD1. | 743606105 |
| MD | MEDNAX INC | 80,500 | $5.837M | 0.1% | $72.51 | $53.35 | +35.9% | COMMON STOCK USD.01 | 58502B106 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 58,827 | $5.767M | 0.1% | $98.03 * | $48.55 | +38.5% | REIT USD.01 | 015271109 |
| DHI | DR HORTON INC | 200,236 | $5.703M | 0.1% | $28.48 * | $20.37 | +24.2% | COMMON STOCK USD.01 | 23331A109 |
| SNPS | SYNOPSYS INC | 122,900 | $5.693M | 0.1% | $46.32 | $35.52 | +30.4% | COMMON STOCK USD.01 | 871607107 |
| RHI | ROBERT HALF INTL INC | 93,479 | $5.657M | 0.1% | $60.52 | $53.38 | +13.4% | COMMON STOCK USD.001 | 770323103 |
| SANM | SANMINA CORP | 232,090 | $5.614M | 0.1% | $24.19 | $22.60 | +7.0% | COMMON STOCK USD.01 | 801056102 |
| — | DIRECTV | 65,910 | $5.609M | 0.1% | $85.10 | $67.73 | — | COMMON STOCK USD.01 | 25490A309 |
| ENS | ENERSYS | 87,259 | $5.606M | 0.1% | $64.25 * | $42.79 | +35.1% | COMMON STOCK USD.01 | 29275Y102 |
| — | DYNEGY INC | 178,312 | $5.604M | 0.1% | $31.43 | $24.69 | — | COMMON STOCK USD.01 | 26817R108 |
| — | FXCM INC | 7,200,000 | $5.571M | 0.1% | $0.77 | $0.77 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| PHM | PULTEGROUP INC | 250,391 | $5.566M | 0.1% | $22.23 * | $15.23 | +27.6% | COMMON STOCK USD.01 | 745867101 |
| — | COMPUTER SCIENCES CORP | 84,806 | $5.536M | 0.1% | $65.28 | $60.68 | — | COMMON STOCK USD1. | 205363104 |
| — | MENTOR GRAPHICS CORP | 229,897 | $5.524M | 0.1% | $24.03 | $20.05 | — | COMMON STOCK NPV | 587200106 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 296,650 | $5.521M | 0.1% | $18.61 | $18.61 | — | REIT USD.01 | 720190206 |
| AIZ | ASSURANT INC | 87,887 | $5.397M | 0.1% | $61.41 * | $40.08 | +23.7% | COMMON STOCK USD.01 | 04621X108 |
| — | GOOGLE INC CL C | 9,836 | $5.39M | 0.1% | $547.99 | $569.50 | — | COMMON STOCK USD.001 | 38259P706 |
| — | BANCOLOMBIA S.A. SPONS ADR | 136,273 | $5.36M | 0.1% | $39.33 | $56.79 | — | ADR | 05968L102 |
| BIIB | BIOGEN INC | 12,675 | $5.352M | 0.1% | $422.25 | $305.19 | +38.4% | COMMON STOCK USD.0005 | 09062X103 |
| JBL | JABIL CIRCUIT INC | 228,396 | $5.34M | 0.1% | $23.38 * | $17.55 | +21.8% | COMMON STOCK USD.001 | 466313103 |
| UNH | UNITEDHEALTH GROUP INC | 45,138 | $5.339M | 0.1% | $118.28 * | $61.64 | +61.4% | COMMON STOCK USD.01 | 91324P102 |
| — | APACHE CORP | 88,218 | $5.322M | 0.1% | $60.33 | $76.41 | — | COMMON STOCK USD.625 | 037411105 |
| ZD | J2 GLOBAL INC | 80,246 | $5.271M | 0.1% | $65.69 * | $44.25 | +29.1% | COMMON STOCK USD.01 | 48123V102 |
| EW | EDWARDS LIFESCIENCES CORP | 36,932 | $5.261M | 0.1% | $142.45 * | $16.56 | +43.3% | COMMON STOCK USD1. | 28176E108 |
| EBAY | EBAY INC | 90,085 | $5.196M | 0.1% | $57.68 * | $19.68 | +9.8% | COMMON STOCK USD.001 | 278642103 |
| EVR | EVERCORE PARTNERS INC CL A | 100,480 | $5.191M | 0.1% | $51.66 * | $40.05 | +2.0% | COMMON STOCK USD.01 | 29977A105 |
| — | HSN INC | 75,450 | $5.148M | 0.1% | $68.23 | $54.54 | — | COMMON STOCK USD.01 | 404303109 |
| — | CBL + ASSOCIATES PROPERTIES | 259,070 | $5.13M | 0.1% | $19.80 | $19.80 | — | REIT USD.01 | 124830100 |
| — | HILL ROM HOLDINGS INC | 104,113 | $5.102M | 0.1% | $49.00 | $39.32 | — | COMMON STOCK NPV | 431475102 |
| — | SANDERSON FARMS INC | 63,494 | $5.057M | 0.1% | $79.65 | $83.03 | — | COMMON STOCK USD1. | 800013104 |
| — | MANNKIND CORP | 4,930,000 | $5.026M | 0.1% | $1.02 | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| — | AGL RESOURCES INC | 99,665 | $4.948M | 0.1% | $49.65 | $54.51 | — | COMMON STOCK USD5. | 001204106 |
| HOLX | HOLOGIC INC | 149,751 | $4.946M | 0.1% | $33.03 | $26.67 | +23.9% | COMMON STOCK USD.01 | 436440101 |
| IYR | ISHARES US REAL ESTATE ETF | 62,335 | $4.944M | 0.1% | $79.31 | $79.99 | -0.8% | ISHARES US REAL ESTATE ETF | 464287739 |
| INGR | INGREDION INC | 63,479 | $4.94M | 0.1% | $77.82 | $70.18 | +10.9% | COMMON STOCK USD.01 | 457187102 |
| XLV | HEALTH CARE SELECT SECTOR SPDR | 68,120 | $4.939M | 0.1% | $72.50 | $71.33 | +1.6% | HEALTH CARE SELECT SECTOR | 81369Y209 |
| XLY | CONSUMER DISCRETIONARY SELECT | 65,585 | $4.927M | 0.1% | $75.12 * | $34.28 | +9.9% | CONSUMER DISCRETIONARY SELT | 81369Y407 |
| WBS | WEBSTER FINANCIAL CORP | 132,723 | $4.917M | 0.1% | $37.05 | $24.74 | +49.8% | COMMON STOCK USD.01 | 947890109 |
| SOXX | ISHARES PHLX SEMICONDUCTOR ETF | 52,219 | $4.91M | 0.1% | $94.03 * | $31.24 | +0.3% | ISHARES PHLX SEMICONDUCTOR E | 464287523 |
| XLI | INDUSTRIAL SELECT SECTOR SPDR | 88,040 | $4.91M | 0.1% | $55.77 | $56.29 | -0.9% | INDUSTRIAL SELECT SECT SPDR | 81369Y704 |
| XLK | TECHNOLOGY SELECT SECTOR SPDR | 118,315 | $4.903M | 0.1% | $41.44 * | $20.84 | -0.6% | TECHNOLOGY SELECT SECT SPDR | 81369Y803 |
| — | AVON PRODUCTS INC | 611,442 | $4.885M | 0.1% | $7.99 | $19.21 | — | COMMON STOCK USD.25 | 054303102 |
| WKC | WORLD FUEL SERVICES CORP | 84,610 | $4.863M | 0.1% | $57.48 | $43.26 | +32.9% | COMMON STOCK USD.01 | 981475106 |
| — | HOLLYFRONTIER CORP | 120,662 | $4.859M | 0.1% | $40.27 | $43.12 | — | COMMON STOCK USD.01 | 436106108 |
| PSA | PUBLIC STORAGE | 24,621 | $4.854M | 0.1% | $197.15 * | $110.44 | +17.2% | REIT USD.1 | 74460D109 |
| — | FIRSTMERIT CORP | 254,647 | $4.854M | 0.1% | $19.06 | $20.29 | — | COMMON STOCK NPV | 337915102 |
| EWBC | EAST WEST BANCORP INC | 119,500 | $4.835M | 0.1% | $40.46 * | $28.12 | +12.5% | COMMON STOCK USD.001 | 27579R104 |
| DUK | DUKE ENERGY CORP | 62,921 | $4.831M | 0.1% | $76.78 * | $46.00 | +7.0% | COMMON STOCK USD.001 | 26441C204 |
| — | CRANE CO | 76,391 | $4.768M | 0.1% | $62.42 | $71.54 | — | COMMON STOCK USD1. | 224399105 |
| LVS | LAS VEGAS SANDS CORP | 85,800 | $4.722M | 0.1% | $55.03 * | $49.94 | -18.6% | COMMON STOCK USD.001 | 517834107 |
| — | ENSCO PLC CL A | 223,282 | $4.705M | 0.1% | $21.07 | $41.17 | — | COMMON STOCK USD.1 | G3157S106 |
| GAP | GAP INC/THE | 108,498 | $4.701M | 0.1% | $43.33 * | $27.77 | +6.7% | COMMON STOCK USD.05 | 364760108 |
| BAC | BANK OF AMERICA CORP | 304,199 | $4.682M | 0.1% | $15.39 * | $11.73 | +4.4% | COMMON STOCK USD.01 | 060505104 |
| JKHY | JACK HENRY + ASSOCIATES INC | 66,340 | $4.637M | 0.1% | $69.90 * | $57.27 | +7.1% | COMMON STOCK USD.01 | 426281101 |
| MUR | MURPHY OIL CORP | 98,865 | $4.607M | 0.1% | $46.60 * | $35.52 | -12.8% | COMMON STOCK USD1. | 626717102 |
| HUN | HUNTSMAN CORP | 204,442 | $4.532M | 0.1% | $22.17 | $20.40 | +8.7% | COMMON STOCK USD.01 | 447011107 |
| — | AMERICAN CAMPUS COMMUNITIES | 105,534 | $4.524M | 0.1% | $42.87 | $37.27 | — | REIT USD.01 | 024835100 |
| — | COCA COLA ENTERPRISES | 102,100 | $4.513M | 0.1% | $44.20 | $39.40 | — | COMMON STOCK USD.01 | 19122T109 |
| — | ASPEN INSURANCE HOLDINGS LTD | 95,210 | $4.497M | 0.1% | $47.23 | $43.03 | — | COMMON STOCK USD.001514456 | G05384105 |
| — | LIBERTY INTERACTIVE CORP A | 151,800 | $4.431M | 0.1% | $29.19 | $29.19 | — | TRACKING STK USD.01 | 53071M104 |
| D | DOMINION RESOURCES INC/VA | 61,553 | $4.362M | 0.1% | $70.87 * | $39.69 | +12.8% | COMMON STOCK NPV | 25746U109 |
| — | GENERAL MOTORS CO WTS | 156,801 | $4.351M | 0.1% | $27.75 | $24.56 | — | CALL EXP 10JUL16 | 37045V118 |
| MAN | MANPOWERGROUP INC | 50,335 | $4.336M | 0.1% | $86.14 | $79.66 | +8.2% | COMMON STOCK USD.01 | 56418H100 |
| SHW | SHERWIN WILLIAMS CO/THE | 15,210 | $4.327M | 0.1% | $284.48 * | $76.67 | +11.9% | COMMON STOCK USD1. | 824348106 |
| — | JUNIPER NETWORKS INC | 191,646 | $4.327M | 0.1% | $22.58 | $22.44 | — | COMMON STOCK USD.00001 | 48203R104 |
| — | LAZARD LTD CL A | 81,300 | $4.276M | 0.1% | $52.60 | $52.60 | — | MLP USD.01 | G54050102 |
| LLY | ELI LILLY + CO | 58,812 | $4.273M | 0.1% | $72.66 * | $47.49 | +26.4% | COMMON STOCK NPV | 532457108 |
| AOS | SMITH (A.O.) CORP | 65,000 | $4.268M | 0.1% | $65.66 * | $22.28 | +23.9% | COMMON STOCK USD1. | 831865209 |
| BA | BOEING CO/THE | 28,392 | $4.261M | 0.1% | $150.08 * | $127.79 | +3.4% | COMMON STOCK USD5. | 097023105 |
| — | VALIDUS HOLDINGS LTD | 101,198 | $4.26M | 0.1% | $42.10 | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| WCC | WESCO INTERNATIONAL INC | 60,900 | $4.256M | 0.1% | $69.89 * | $71.97 | -5.6% | COMMON STOCK USD.01 | 95082P105 |
| — | SBA COMMUNICATIONS CORP CL A | 36,300 | $4.251M | 0.1% | $117.11 | $110.76 | — | COMMON STOCK USD.01 | 78388J106 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 117,624 | $4.245M | 0.1% | $36.09 * | $27.63 | +2.8% | COMMON STOCK NPV | 609207105 |
| — | LEUCADIA NATIONAL CORP | 189,034 | $4.214M | 0.1% | $22.29 | $26.40 | — | COMMON STOCK USD1. | 527288104 |
| TSN | TYSON FOODS INC CL A | 109,800 | $4.205M | 0.1% | $38.30 * | $31.11 | -4.1% | COMMON STOCK USD.1 | 902494103 |
| — | HRG GROUP INC | 335,100 | $4.182M | 0.1% | $12.48 | $12.48 | — | COMMON STOCK USD.01 | 40434J100 |
| MAS | MASCO CORP | 156,300 | $4.173M | 0.1% | $26.70 * | $16.70 | +19.6% | COMMON STOCK USD1. | 574599106 |
| VYX | NCR CORPORATION | 138,720 | $4.094M | 0.1% | $29.51 * | $17.38 | +4.2% | COMMON STOCK USD.01 | 62886E108 |
| LNC | LINCOLN NATIONAL CORP | 70,980 | $4.079M | 0.1% | $57.47 * | $35.85 | +8.2% | COMMON STOCK NPV | 534187109 |
| — | HEALTHSOUTH CORP W/D | 91,822 | $4.073M | 0.1% | $44.36 | $34.44 | — | COMMON STOCK USD.01 | 421924309 |
| UHS | UNIVERSAL HEALTH SERVICES B | 34,211 | $4.027M | 0.1% | $117.71 * | $65.20 | +72.7% | COMMON STOCK USD.01 | 913903100 |
| — | EMC CORP/MA | 156,780 | $4.007M | 0.1% | $25.56 | $27.53 | — | COMMON STOCK USD.01 | 268648102 |
| RMD | RESMED INC | 55,370 | $3.974M | 0.1% | $71.77 * | $56.74 | +10.7% | COMMON STOCK USD.004 | 761152107 |
| — | GENESEE + WYOMING INC CL A | 40,900 | $3.944M | 0.1% | $96.43 | $96.43 | — | COMMON STOCK USD.01 | 371559105 |
| PLD | PROLOGIS INC | 90,512 | $3.943M | 0.1% | $43.56 * | $30.37 | +4.5% | REIT USD.01 | 74340W103 |
| GBX | GREENBRIER COMPANIES INC | 67,321 | $3.905M | 0.1% | $58.01 * | $33.14 | +29.5% | COMMON STOCK NPV | 393657101 |
| — | CHESAPEAKE LODGING TRUST | 115,015 | $3.891M | 0.1% | $33.83 | $23.77 | — | REIT USD.01 | 165240102 |
| — | CHUBB CORP | 38,300 | $3.872M | 0.1% | $101.10 | $92.75 | — | COMMON STOCK USD1. | 171232101 |
| GATX | GATX CORP | 66,600 | $3.861M | 0.1% | $57.97 * | $45.65 | -1.3% | COMMON STOCK USD.625 | 361448103 |
| — | OMNICARE INC | 49,842 | $3.841M | 0.1% | $77.06 | $59.92 | — | COMMON STOCK USD1. | 681904108 |
| UTHR | UNITED THERAPEUTICS CORP | 21,748 | $3.75M | 0.1% | $172.43 | $64.42 | +167.7% | COMMON STOCK USD.01 | 91307C102 |
| HY | HYSTER YALE MATERIALS | 50,637 | $3.711M | 0.1% | $73.29 * | $66.38 | -15.8% | COMMON STOCK USD.01 | 449172105 |
| — | TRIUMPH GROUP INC | 61,915 | $3.698M | 0.1% | $59.73 | $65.87 | — | COMMON STOCK USD.001 | 896818101 |
| TAP | MOLSON COORS BREWING CO B | 48,481 | $3.609M | 0.1% | $74.44 * | $39.83 | +43.8% | COMMON STOCK USD.01 | 60871R209 |
| — | NABORS INDUSTRIES LTD | 263,640 | $3.599M | 0.1% | $13.65 | $18.66 | — | COMMON STOCK USD.001 | G6359F103 |
| — | ICONIX BRAND GROUP INC | 106,813 | $3.596M | 0.1% | $33.67 | $30.27 | — | COMMON STOCK USD.001 | 451055107 |
| — | INSYS THERAPEUTICS INC | 61,479 | $3.574M | 0.1% | $58.13 | $47.96 | — | COMMON STOCK USD.0002145 | 45824V209 |
| DAN | DANA HOLDING CORP | 165,920 | $3.511M | 0.1% | $21.16 * | $15.90 | +7.2% | COMMON STOCK USD.01 | 235825205 |
| VSH | VISHAY INTERTECHNOLOGY INC | 253,451 | $3.503M | 0.1% | $13.82 * | $11.91 | -5.6% | COMMON STOCK USD.1 | 928298108 |
| — | GENERAL MOTORS CO WTS | 177,681 | $3.491M | 0.1% | $19.65 | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| SWK | STANLEY BLACK + DECKER INC | 36,504 | $3.481M | 0.1% | $95.36 * | $67.62 | +7.2% | COMMON STOCK USD2.5 | 854502101 |
| TGT | TARGET CORP | 42,403 | $3.48M | 0.1% | $82.07 * | $53.15 | +12.3% | COMMON STOCK USD.0833 | 87612E106 |
| — | LASALLE HOTEL PROPERTIES | 88,720 | $3.448M | 0.1% | $38.86 | $34.33 | — | REIT USD.01 | 517942108 |
| ACN | ACCENTURE PLC CL A | 36,605 | $3.43M | 0.1% | $93.70 * | $74.61 | +4.9% | COMMON STOCK USD.0000225 | G1151C101 |
| FCX | FREEPORT MCMORAN INC | 179,186 | $3.396M | 0.1% | $18.95 * | $22.71 | -25.5% | COMMON STOCK USD.1 | 35671D857 |
| QCOM | QUALCOMM INC | 48,832 | $3.386M | 0.1% | $69.34 * | $52.01 | -1.9% | COMMON STOCK USD.0001 | 747525103 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 51,676 | $3.379M | 0.1% | $65.39 | $58.73 | +11.3% | COMMON STOCK NPV | 533900106 |
| RLJ | RLJ LODGING TRUST | 107,084 | $3.353M | 0.1% | $31.31 | $23.11 | — | REIT | 74965L101 |
| — | HANESBRANDS INC | 98,888 | $3.314M | 0.1% | $33.51 | $54.09 | — | COMMON STOCK USD.01 | 410345102 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 63,308 | $3.31M | 0.1% | $52.28 * | $37.66 | +14.7% | COMMON STOCK USD.01 | 203668108 |
| EPR | EPR PROPERTIES | 55,084 | $3.307M | 0.1% | $60.04 | $53.50 | — | REIT USD.01 | 26884U109 |
| CAH | CARDINAL HEALTH INC | 36,504 | $3.295M | 0.1% | $90.26 * | $45.09 | +48.5% | COMMON STOCK NPV | 14149Y108 |
| SWKS | SKYWORKS SOLUTIONS INC | 33,448 | $3.288M | 0.1% | $98.30 * | $26.55 | +198.3% | COMMON STOCK USD.25 | 83088M102 |
| NEE | NEXTERA ENERGY INC | 31,460 | $3.273M | 0.1% | $104.04 * | $15.42 | +27.6% | COMMON STOCK USD.01 | 65339F101 |
| ORA | ORMAT TECHNOLOGIES INC | 85,475 | $3.25M | 0.1% | $38.02 * | $24.36 | +44.4% | COMMON STOCK USD.001 | 686688102 |
| — | SOLARWINDS INC | 62,859 | $3.221M | 0.1% | $51.24 | $40.98 | — | COMMON STOCK USD.001 | 83416B109 |
| — | VERINT SYSTEMS INC | 51,345 | $3.18M | 0.1% | $61.93 | $46.34 | — | COMMON STOCK USD.001 | 92343X100 |
| — | CERNER CORP | 43,200 | $3.165M | 0.1% | $73.26 | $73.26 | — | COMMON STOCK USD.01 | 156782104 |
| MATX | MATSON INC | 74,371 | $3.135M | 0.1% | $42.15 * | $23.64 | +46.4% | COMMON STOCK NPV | 57686G105 |
| FOSL | FOSSIL GROUP INC | 38,000 | $3.133M | 0.1% | $82.45 | $109.55 | -24.7% | COMMON STOCK USD.01 | 34988V106 |
| DLX | DELUXE CORP | 44,933 | $3.113M | 0.1% | $69.28 * | $23.94 | +90.3% | COMMON STOCK USD1. | 248019101 |
| — | HESS CORP | 45,138 | $3.064M | 0.1% | $67.88 | $83.74 | — | COMMON STOCK USD1. | 42809H107 |
| — | ATWOOD OCEANICS INC | 108,988 | $3.064M | 0.1% | $28.11 | $36.42 | — | COMMON STOCK USD1. | 050095108 |
| — | GNC HOLDINGS INC CL A | 62,370 | $3.06M | 0.1% | $49.06 | $43.40 | — | COMMON STOCK USD.001 | 36191G107 |
| DHR | DANAHER CORP | 35,490 | $3.013M | 0.1% | $84.90 * | $34.87 | -0.4% | COMMON STOCK USD.01 | 235851102 |
| ROK | ROCKWELL AUTOMATION INC | 25,800 | $2.993M | 0.1% | $116.01 * | $92.43 | +1.6% | COMMON STOCK USD1. | 773903109 |
| ES | EVERSOURCE ENERGY | 58,817 | $2.971M | 0.1% | $50.51 * | $36.21 | -3.5% | COMMON STOCK USD5.0 | 30040W108 |
| TXN | TEXAS INSTRUMENTS INC | 51,714 | $2.957M | 0.1% | $57.18 * | $39.83 | +6.9% | COMMON STOCK USD1. | 882508104 |
| PEB | PEBBLEBROOK HOTEL TRUST | 63,246 | $2.945M | 0.1% | $46.56 | $31.67 | — | REIT USD.01 | 70509V100 |
| — | CALPINE CORP | 128,448 | $2.938M | 0.1% | $22.87 | $20.73 | — | COMMON STOCK USD.001 | 131347304 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 47,033 | $2.93M | 0.1% | $62.30 * | $20.82 | +49.6% | COMMON STOCK USD.01 | 78467J100 |
| — | ARRIS GROUP INC | 100,800 | $2.913M | 0.1% | $28.90 | $30.19 | — | COMMON STOCK USD.01 | 04270V106 |
| CAR | AVIS BUDGET GROUP INC | 49,263 | $2.907M | 0.1% | $59.01 * | $36.28 | +54.6% | COMMON STOCK USD.01 | 053774105 |
| — | EXPRESS SCRIPTS HOLDING CO | 32,828 | $2.848M | 0.1% | $86.76 | $66.20 | — | COMMON STOCK USD.01 | 30219G108 |
| MANH | MANHATTAN ASSOCIATES INC | 56,194 | $2.844M | 0.1% | $50.61 | $32.24 | +57.0% | COMMON STOCK USD.01 | 562750109 |
| QRVO | QORVO INC | 35,598 | $2.837M | 0.1% | $79.70 | $71.21 | +11.9% | COMMON STOCK USD.0001 | 74736K101 |
| PLUS | EPLUS INC | 32,510 | $2.826M | 0.1% | $86.93 * | $16.14 | +34.7% | COMMON STOCK USD.01 | 294268107 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 54,840 | $2.824M | 0.1% | $51.50 | $43.44 | +18.5% | COMMON STOCK USD.0001 | 70959W103 |
| — | MONSTER BEVERAGE CORP | 20,280 | $2.807M | 0.1% | $138.41 | $138.41 | — | COMMON STOCK USD.005 | 611740101 |
| CNC | CENTENE CORP | 39,460 | $2.789M | 0.1% | $70.68 * | $30.07 | +17.5% | COMMON STOCK USD.001 | 15135B101 |
| ACM | AECOM | 90,500 | $2.789M | 0.1% | $30.82 * | $29.16 | +1.6% | COMMON STOCK USD.01 | 00766T100 |
| — | CABOT MICROELECTRONICS CORP | 55,480 | $2.772M | 0.1% | $49.96 | $49.96 | — | COMMON STOCK USD.001 | 12709P103 |
| — | PEPCO HOLDINGS INC | 102,588 | $2.752M | 0.1% | $26.83 | $26.87 | — | COMMON STOCK USD.01 | 713291102 |
| — | THIRD POINT REINSURANCE LTD | 193,692 | $2.741M | 0.1% | $14.15 | $16.40 | — | COMMON STOCK USD.1 | G8827U100 |
| — | MARATHON OIL CORP | 104,442 | $2.727M | 0.1% | $26.11 | $29.88 | — | COMMON STOCK USD1. | 565849106 |
| ALL | ALLSTATE CORP | 38,300 | $2.726M | 0.1% | $71.17 * | $52.71 | +6.8% | COMMON STOCK USD.01 | 020002101 |
| COST | COSTCO WHOLESALE CORP | 17,781 | $2.694M | 0.1% | $151.51 * | $112.35 | +12.6% | COMMON STOCK USD.005 | 22160K105 |
| WNC | WABASH NATIONAL CORP | 188,705 | $2.661M | 0.1% | $14.10 * | $9.79 | +19.8% | COMMON STOCK USD.01 | 929566107 |
| WD | WALKER + DUNLOP INC | 148,826 | $2.639M | 0.1% | $17.73 * | $13.60 | +6.8% | COMMON STOCK | 93148P102 |
| PGR | PROGRESSIVE CORP | 96,862 | $2.635M | 0.1% | $27.20 * | $19.50 | +2.8% | COMMON STOCK USD1. | 743315103 |
| PNW | PINNACLE WEST CAPITAL | 41,014 | $2.615M | 0.1% | $63.76 * | $34.33 | +21.6% | COMMON STOCK NPV | 723484101 |
| — | MICHAEL KORS HOLDINGS LTD | 39,500 | $2.597M | 0.1% | $65.75 | $71.22 | — | COMMON STOCK NPV | G60754101 |
| PTC | PTC INC | 71,605 | $2.59M | 0.1% | $36.17 | $36.75 | -1.6% | COMMON STOCK USD.01 | 69370C100 |
| EA | ELECTRONIC ARTS INC | 43,985 | $2.587M | 0.1% | $58.82 * | $42.70 | +33.9% | COMMON STOCK USD.01 | 285512109 |
| — | AIRGAS INC | 24,336 | $2.582M | 0.1% | $106.10 | $109.72 | — | COMMON STOCK USD.01 | 009363102 |
| — | CORRECTIONS CORP OF AMERICA | 63,276 | $2.547M | 0.0% | $40.25 | $33.87 | — | REIT USD.01 | 22025Y407 |
| SRE | SEMPRA ENERGY | 23,253 | $2.535M | 0.0% | $109.02 * | $30.55 | +27.5% | COMMON STOCK NPV | 816851109 |
| MTX | MINERALS TECHNOLOGIES INC | 34,210 | $2.501M | 0.0% | $73.11 * | $62.62 | +11.7% | COMMON STOCK USD.1 | 603158106 |
| RRX | REGAL BELOIT CORP | 31,060 | $2.482M | 0.0% | $79.91 | $74.91 | +6.7% | COMMON STOCK USD.01 | 758750103 |
| — | STERIS CORP | 35,295 | $2.48M | 0.0% | $70.26 | $42.90 | — | COMMON STOCK NPV | 859152100 |
| — | STAPLES INC | 152,099 | $2.477M | 0.0% | $16.29 | $15.13 | — | COMMON STOCK USD.0006 | 855030102 |
| NTGR | NETGEAR INC | 75,075 | $2.468M | 0.0% | $32.87 * | $20.00 | +2.0% | COMMON STOCK USD.001 | 64111Q104 |
| AVY | AVERY DENNISON CORP | 46,644 | $2.468M | 0.0% | $52.91 * | $38.50 | +12.4% | COMMON STOCK USD1. | 053611109 |
| — | PRIVATEBANCORP INC | 69,981 | $2.461M | 0.0% | $35.17 | $29.06 | — | COMMON STOCK NPV | 742962103 |
| — | RYLAND GROUP INC/THE | 50,391 | $2.456M | 0.0% | $48.74 | $39.37 | — | COMMON STOCK USD1. | 783764103 |
| — | E TRADE FINANCIAL CORP | 85,724 | $2.448M | 0.0% | $28.56 | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| — | DOW CHEMICAL CO/THE | 50,700 | $2.433M | 0.0% | $47.99 | $41.23 | — | COMMON STOCK USD2.5 | 260543103 |
| STLD | STEEL DYNAMICS INC | 120,567 | $2.423M | 0.0% | $20.10 * | $12.45 | +28.7% | COMMON STOCK USD.005 | 858119100 |
| — | INTERVAL LEISURE GROUP | 92,180 | $2.416M | 0.0% | $26.21 | $20.17 | — | COMMON STOCK USD.01 | 46113M108 |
| FDP | FRESH DEL MONTE PRODUCE W/D | 61,704 | $2.401M | 0.0% | $38.91 * | $23.15 | +37.3% | COMMON STOCK USD.01 | G36738105 |
| — | TIME WARNER CABLE | 15,920 | $2.386M | 0.0% | $149.87 | $112.48 | — | COMMON STOCK USD.01 | 88732J207 |
| ABBV | ABBVIE INC | 40,560 | $2.374M | 0.0% | $58.53 * | $38.85 | -3.0% | COMMON STOCK USD.01 | 00287Y109 |
| CBRL | CRACKER BARREL OLD COUNTRY | 15,468 | $2.353M | 0.0% | $152.12 * | $50.99 | +84.9% | COMMON STOCK USD.01 | 22410J106 |
| REX | REX AMERICAN RESOURCES CORP | 38,580 | $2.346M | 0.0% | $60.81 * | $11.07 | -8.4% | COMMON STOCK USD.01 | 761624105 |
| CDW | CDW CORP/DE | 62,660 | $2.333M | 0.0% | $37.23 * | $30.88 | +6.6% | COMMON STOCK USD.01 | 12514G108 |
| — | RITE AID CORP | 267,666 | $2.326M | 0.0% | $8.69 | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 53,940 | $2.325M | 0.0% | $43.10 | $38.70 | +11.4% | COMMON STOCK USD.01 | 800422107 |
| NDAQ | NASDAQ OMX GROUP/THE | 45,000 | $2.292M | 0.0% | $50.93 * | $9.11 | +56.5% | COMMON STOCK USD.01 | 631103108 |
| — | SWIFT TRANSPORTATION CO | 87,680 | $2.281M | 0.0% | $26.02 | $24.09 | — | COMMON STOCK USD.001 | 87074U101 |
| LEA | LEAR CORP | 20,518 | $2.274M | 0.0% | $110.83 * | $52.16 | +75.6% | COMMON STOCK USD.01 | 521865204 |
| ALK | ALASKA AIR GROUP INC | 34,312 | $2.271M | 0.0% | $66.19 * | $37.31 | +62.7% | COMMON STOCK USD.01 | 011659109 |
| AMZN | AMAZON.COM INC | 6,084 | $2.264M | 0.0% | $372.12 * | $17.58 | +5.8% | COMMON STOCK USD.01 | 023135106 |
| WTFC | WINTRUST FINANCIAL CORP | 47,260 | $2.253M | 0.0% | $47.67 | $44.59 | +6.9% | COMMON STOCK NPV | 97650W108 |
| KFY | KORN/FERRY INTERNATIONAL | 68,430 | $2.249M | 0.0% | $32.87 * | $22.58 | +25.1% | COMMON STOCK USD.01 | 500643200 |
| RDN | RADIAN GROUP INC | 130,560 | $2.192M | 0.0% | $16.79 * | $13.32 | +4.2% | COMMON STOCK USD.001 | 750236101 |
| THR | THERMON GROUP HOLDINGS INC | 90,860 | $2.187M | 0.0% | $24.07 | $22.99 | +4.7% | COMMON STOCK USD.001 | 88362T103 |
| — | RPX CORP | 151,101 | $2.174M | 0.0% | $14.39 | $15.32 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | DSW INC CLASS A | 58,570 | $2.16M | 0.0% | $36.88 | $37.30 | — | COMMON STOCK NPV | 23334L102 |
| DE | DEERE + CO | 24,621 | $2.159M | 0.0% | $87.69 * | $70.40 | +3.2% | COMMON STOCK USD1. | 244199105 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $2.153M | 0.0% | $93.95 | $73.44 | — | REIT USD.01 | 84610H108 |
| SO | SOUTHERN CO/THE | 47,601 | $2.108M | 0.0% | $44.28 * | $27.56 | +1.8% | COMMON STOCK USD5. | 842587107 |
| HVT | HAVERTY FURNITURE | 84,651 | $2.106M | 0.0% | $24.88 | $25.47 | -2.3% | COMMON STOCK USD1. | 419596101 |
| BSX | BOSTON SCIENTIFIC CORP | 118,000 | $2.095M | 0.0% | $17.75 | $12.98 | +36.7% | COMMON STOCK USD.01 | 101137107 |
| — | RETAIL OPPORTUNITY INVESTMEN | 113,593 | $2.079M | 0.0% | $18.30 | $13.82 | — | REIT USD.0001 | 76131N101 |
| ABG | ASBURY AUTOMOTIVE GROUP | 24,760 | $2.058M | 0.0% | $83.12 | $69.14 | +20.2% | COMMON STOCK USD.01 | 043436104 |
| ANIK | ANIKA THERAPEUTICS INC | 49,765 | $2.049M | 0.0% | $41.17 | $14.42 | +185.4% | COMMON STOCK USD.01 | 035255108 |
| — | INFORMATICA CORP | 46,478 | $2.038M | 0.0% | $43.85 | $35.65 | — | COMMON STOCK USD.001 | 45666Q102 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,638 | $2.03M | 0.0% | $45.48 * | $18.46 | +23.1% | COMMON STOCK USD.01 | 828730200 |
| MLKN | HERMAN MILLER INC | 72,030 | $2M | 0.0% | $27.77 * | $23.25 | -8.1% | COMMON STOCK USD.2 | 600544100 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 43,240 | $1.994M | 0.0% | $46.11 * | $25.78 | +7.0% | COMMON STOCK USD.1 | 808541106 |
| WHR | WHIRLPOOL CORP | 9,848 | $1.99M | 0.0% | $202.07 | $159.63 | +26.6% | COMMON STOCK USD1. | 963320106 |
| — | PERFICIENT INC | 94,990 | $1.965M | 0.0% | $20.69 | $18.44 | — | COMMON STOCK USD.001 | 71375U101 |
| KIM | KIMCO REALTY CORP | 72,967 | $1.959M | 0.0% | $26.85 * | $12.40 | +28.2% | REIT USD.01 | 49446R109 |
| — | NEENAH PAPER INC | 30,898 | $1.932M | 0.0% | $62.53 | $31.76 | — | COMMON STOCK USD.01 | 640079109 |
| — | OUTERWALL INC W/I | 28,825 | $1.906M | 0.0% | $66.12 | $56.51 | — | COMMON STOCK USD.001 | 690070107 |
| — | OMEGA PROTEIN CORP | 137,956 | $1.889M | 0.0% | $13.69 | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| CLX | CLOROX COMPANY | 17,035 | $1.88M | 0.0% | $110.36 * | $64.02 | +27.2% | COMMON STOCK USD1. | 189054109 |
| CF | CF INDUSTRIES HOLDINGS INC | 6,620 | $1.878M | 0.0% | $283.69 * | $34.27 | +22.5% | COMMON STOCK USD.01 | 125269100 |
| — | LIBERTY VENTURES SER A | 44,100 | $1.853M | 0.0% | $42.02 | $42.02 | — | COMMON STOCK USD.01 | 53071M880 |
| NSIT | INSIGHT ENTERPRISES INC | 64,413 | $1.837M | 0.0% | $28.52 | $20.13 | +41.7% | COMMON STOCK USD.01 | 45765U103 |
| PPC | PILGRIM S PRIDE CORP | 79,900 | $1.805M | 0.0% | $22.59 | $23.75 | -4.9% | COMMON STOCK USD.01 | 72147K108 |
| — | MANNING + NAPIER INC | 137,842 | $1.793M | 0.0% | $13.01 | $15.70 | — | COMMON STOCK USD.01 | 56382Q102 |
| — | OASIS PETROLEUM INC | 125,256 | $1.781M | 0.0% | $14.22 | $27.60 | — | COMMON STOCK USD.01 | 674215108 |
| — | IAC/INTERACTIVECORP | 26,300 | $1.774M | 0.0% | $67.45 | $67.45 | — | COMMON STOCK USD.001 | 44919P508 |
| CINF | CINCINNATI FINANCIAL CORP | 33,200 | $1.769M | 0.0% | $53.28 * | $38.50 | +2.5% | COMMON STOCK USD2. | 172062101 |
| WOR | WORTHINGTON INDUSTRIES | 65,882 | $1.753M | 0.0% | $26.61 * | $24.49 | -33.0% | COMMON STOCK NPV | 981811102 |
| MEI | METHODE ELECTRONICS INC | 37,192 | $1.75M | 0.0% | $47.05 * | $26.65 | +42.6% | COMMON STOCK USD.5 | 591520200 |
| — | CITRIX SYSTEMS INC | 27,357 | $1.747M | 0.0% | $63.86 | $67.56 | — | COMMON STOCK USD.001 | 177376100 |
| — | ON ASSIGNMENT INC | 45,234 | $1.736M | 0.0% | $38.38 | $26.84 | — | COMMON STOCK USD.01 | 682159108 |
| — | AMSURG CORP | 28,135 | $1.731M | 0.0% | $61.52 | $50.05 | — | COMMON STOCK NPV | 03232P405 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 63,746 | $1.717M | 0.0% | $26.94 * | $18.79 | +31.4% | COMMON STOCK USD.01 | 199333105 |
| IDA | IDACORP INC | 26,994 | $1.697M | 0.0% | $62.87 | $56.37 | +11.5% | COMMON STOCK NPV | 451107106 |
| — | MYLAN NV | 28,500 | $1.691M | 0.0% | $59.33 | $59.33 | — | COMMON STOCK EUR.01 | N59465109 |
| — | COACH INC | 40,560 | $1.68M | 0.0% | $41.42 | $41.42 | — | COMMON STOCK USD.01 | 189754104 |
| — | JANUS CAPITAL GROUP INC | 97,610 | $1.678M | 0.0% | $17.19 | $17.19 | — | COMMON STOCK USD.01 | 47102X105 |
| WRLD | WORLD ACCEPTANCE CORP | 23,000 | $1.677M | 0.0% | $72.91 | $77.87 | -6.4% | COMMON STOCK NPV | 981419104 |
| BIGGQ | BIG LOTS INC | 34,270 | $1.646M | 0.0% | $48.03 * | $35.95 | 0.0% | COMMON STOCK USD.01 | 089302103 |
| SNX | SYNNEX CORP | 21,277 | $1.644M | 0.0% | $77.27 * | $24.24 | +41.3% | COMMON STOCK USD.001 | 87162W100 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 92,010 | $1.581M | 0.0% | $17.18 | $16.01 | — | REIT USD.01 | 03762U105 |
| — | LIBERTY TRIPADVISOR HDG A | 49,400 | $1.57M | 0.0% | $31.78 | $31.78 | — | COMMON STOCK USD.01 | 531465102 |
| TREE | LENDINGTREE INC | 27,791 | $1.557M | 0.0% | $56.03 | $56.03 | — | COMMON STOCK USD.01 | 52603B107 |
| — | AVG TECHNOLOGIES | 71,487 | $1.548M | 0.0% | $21.65 | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | MRC GLOBAL INC | 130,453 | $1.546M | 0.0% | $11.85 | $26.45 | — | COMMON STOCK USD.01 | 55345K103 |
| DTE | DTE ENERGY COMPANY | 19,149 | $1.545M | 0.0% | $80.68 * | $41.23 | +16.4% | COMMON STOCK NPV | 233331107 |
| FIX | COMFORT SYSTEMS USA INC | 73,360 | $1.543M | 0.0% | $21.03 * | $15.60 | +25.4% | COMMON STOCK USD.01 | 199908104 |
| — | BROADCOM CORP CL A | 35,490 | $1.537M | 0.0% | $43.31 | $30.89 | — | COMMON STOCK USD.0001 | 111320107 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 67,570 | $1.52M | 0.0% | $22.50 * | $14.21 | +21.3% | COMMON STOCK USD.0001 | 910710102 |
| FISV | FISERV INC | 19,149 | $1.52M | 0.0% | $79.38 * | $38.13 | +4.1% | COMMON STOCK USD.01 | 337738108 |
| — | PIER 1 IMPORTS INC | 106,404 | $1.488M | 0.0% | $13.98 | $20.91 | — | COMMON STOCK USD.001 | 720279108 |
| GPI | GROUP 1 AUTOMOTIVE INC | 17,220 | $1.487M | 0.0% | $86.35 | $82.21 | +5.0% | COMMON STOCK USD.01 | 398905109 |
| — | PGT INC | 132,712 | $1.483M | 0.0% | $11.17 | $9.32 | — | COMMON STOCK USD.01 | 69336V101 |
| — | SKECHERS USA INC CL A | 20,560 | $1.478M | 0.0% | $71.89 | $55.23 | — | COMMON STOCK USD.001 | 830566105 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 225,290 | $1.428M | 0.0% | $6.34 | $5.66 | — | COMMON STOCK USD.01 | 518415104 |
| RITM | NEW RESIDENTIAL INVESTMENT | 94,320 | $1.418M | 0.0% | $15.03 | $15.03 | — | REIT USD.01 | 64828T201 |
| — | ISIS PHARMACEUTICALS INC | 22,257 | $1.417M | 0.0% | $63.67 | $42.38 | — | COMMON STOCK USD.001 | 464330109 |
| LEU | CENTRUS ENERGY CORP CLASS A | 274,757 | $1.404M | 0.0% | $5.11 | $51.25 | -90.0% | COMMON STOCK USD.1 | 15643U104 |
| CATY | CATHAY GENERAL BANCORP | 48,964 | $1.393M | 0.0% | $28.45 * | $17.79 | +15.5% | COMMON STOCK USD.01 | 149150104 |
| — | HANGER INC | 59,780 | $1.356M | 0.0% | $22.68 | $31.46 | — | COMMON STOCK USD.01 | 41043F208 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 7,727 | $1.335M | 0.0% | $172.77 | $112.42 | +53.7% | COMMON STOCK USD.0001 | G50871105 |
| — | MB FINANCIAL INC | 42,453 | $1.329M | 0.0% | $31.31 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| AMP | AMERIPRISE FINANCIAL INC | 10,140 | $1.327M | 0.0% | $130.87 * | $104.63 | -0.5% | COMMON STOCK USD.01 | 03076C106 |
| WT | WISDOMTREE INVESTMENTS INC | 61,412 | $1.318M | 0.0% | $21.46 | $14.64 | +46.6% | COMMON STOCK USD.01 | 97717P104 |
| — | BBCN BANCORP INC | 90,817 | $1.314M | 0.0% | $14.47 | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| — | IMPAX LABORATORIES INC | 27,400 | $1.284M | 0.0% | $46.86 | $31.68 | — | COMMON STOCK USD.01 | 45256B101 |
| KAI | KADANT INC | 24,340 | $1.281M | 0.0% | $52.63 * | $33.91 | +41.2% | COMMON STOCK USD.01 | 48282T104 |
| LTC | LTC PROPERTIES INC | 27,592 | $1.269M | 0.0% | $45.99 | $38.13 | — | REIT USD.01 | 502175102 |
| ALG | ALAMO GROUP INC | 20,000 | $1.263M | 0.0% | $63.15 * | $50.61 | +17.8% | COMMON STOCK USD.1 | 011311107 |
| FF | FUTUREFUEL CORP | 122,090 | $1.254M | 0.0% | $10.27 * | $3.90 | -26.0% | COMMON STOCK USD.0001 | 36116M106 |
| IOSP | INNOSPEC INC | 26,980 | $1.252M | 0.0% | $46.40 * | $37.07 | +8.1% | COMMON STOCK USD.01 | 45768S105 |
| PBF | PBF ENERGY INC CLASS A | 36,810 | $1.249M | 0.0% | $33.93 | $29.01 | +16.9% | COMMON STOCK USD.001 | 69318G106 |
| ARCB | ARCBEST CORP | 32,772 | $1.242M | 0.0% | $37.90 * | $36.83 | -6.2% | COMMON STOCK USD.01 | 03937C105 |
| EXR | EXTRA SPACE STORAGE INC | 18,278 | $1.235M | 0.0% | $67.57 * | $26.60 | +70.8% | REIT USD.01 | 30225T102 |
| HSIC | HENRY SCHEIN INC | 8,727 | $1.218M | 0.0% | $139.57 * | $49.41 | +10.8% | COMMON STOCK USD.01 | 806407102 |
| — | GRUBHUB INC | 26,780 | $1.216M | 0.0% | $45.41 | $45.41 | — | COMMON STOCK USD.0001 | 400110102 |
| CALM | CAL MAINE FOODS INC | 31,040 | $1.212M | 0.0% | $39.05 * | $26.57 | +5.9% | COMMON STOCK USD.01 | 128030202 |
| HTO | SJW CORP | 37,500 | $1.159M | 0.0% | $30.91 | $30.07 | +2.8% | COMMON STOCK USD1.042 | 784305104 |
| — | WEB.COM GROUP INC | 60,070 | $1.138M | 0.0% | $18.94 | $27.37 | — | COMMON STOCK USD.001 | 94733A104 |
| HTH | HILLTOP HOLDINGS INC | 56,017 | $1.089M | 0.0% | $19.44 | $19.02 | +2.2% | COMMON STOCK USD.01 | 432748101 |
| EWY | ISHARES MSCI SOUTH KOREA CAPPE | 18,874 | $1.08M | 0.0% | $57.22 | $56.57 | +1.2% | ISHARES MSCI SOUTH KOREA CAP | 464286772 |
| WSR | WHITESTONE REIT | 67,220 | $1.067M | 0.0% | $15.87 | $15.11 | — | REIT USD.001 | 966084204 |
| CNXN | PC CONNECTION INC | 40,914 | $1.067M | 0.0% | $26.08 * | $15.71 | +47.7% | COMMON STOCK USD.01 | 69318J100 |
| — | STEINER LEISURE LTD | 22,400 | $1.062M | 0.0% | $47.41 | $46.21 | — | COMMON STOCK USD.01 | P8744Y102 |
| — | ENDO INTERNATIONAL PLC | 11,715 | $1.051M | 0.0% | $89.71 | $69.96 | — | COMMON STOCK USD.0001 | G30401106 |
| AMKR | AMKOR TECHNOLOGY INC | 118,500 | $1.047M | 0.0% | $8.84 * | $7.58 | +8.8% | COMMON STOCK USD.001 | 031652100 |
| — | KRATON PERFORMANCE POLYMERS | 51,700 | $1.045M | 0.0% | $20.21 | $20.79 | — | COMMON STOCK USD.01 | 50077C106 |
| — | WHOLE FOODS MARKET INC | 19,773 | $1.03M | 0.0% | $52.09 | $52.09 | — | COMMON STOCK NPV | 966837106 |
| AME | AMETEK INC | 19,500 | $1.025M | 0.0% | $52.56 * | $48.07 | +1.7% | COMMON STOCK USD.01 | 031100100 |
| — | TERRAFORM POWER INC A | 28,070 | $1.025M | 0.0% | $36.52 | $36.52 | — | COMMON STOCK USD.01 | 88104R100 |
| — | CAI INTERNATIONAL INC | 41,249 | $1.013M | 0.0% | $24.56 | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| VTR | VENTAS INC | 13,679 | $999K | 0.0% | $73.03 * | $49.60 | +4.9% | REIT USD.25 | 92276F100 |
| — | MERITOR INC | 78,700 | $992K | 0.0% | $12.60 | $15.15 | — | COMMON STOCK USD1. | 59001K100 |
| — | BLUEBIRD BIO INC | 8,180 | $988K | 0.0% | $120.78 | $120.78 | — | COMMON STOCK USD.01 | 09609G100 |
| KW | KENNEDY WILSON HOLDINGS INC | 37,500 | $980K | 0.0% | $26.13 | $26.49 | -1.3% | COMMON STOCK USD.0001 | 489398107 |
| BC | BRUNSWICK CORP | 18,960 | $975K | 0.0% | $51.42 * | $38.96 | +10.3% | COMMON STOCK USD.75 | 117043109 |
| OPK | OPKO HEALTH INC | 68,060 | $964K | 0.0% | $14.16 | $8.73 | +62.3% | COMMON STOCK USD.01 | 68375N103 |
| PBYI | PUMA BIOTECHNOLOGY INC | 4,060 | $959K | 0.0% | $236.21 | $92.31 | +155.8% | COMMON STOCK USD.0001 | 74587V107 |
| — | FOREST CITY ENTERPRISES CL A | 37,300 | $952K | 0.0% | $25.52 | $25.52 | — | COMMON STOCK USD.333 | 345550107 |
| — | BARRACUDA NETWORKS INC | 24,340 | $936K | 0.0% | $38.46 | $35.83 | — | COMMON STOCK USD.001 | 068323104 |
| — | CALAMP CORP | 57,130 | $925K | 0.0% | $16.19 | $26.00 | — | COMMON STOCK USD.01 | 128126109 |
| — | HIBBETT SPORTS INC | 18,780 | $921K | 0.0% | $49.04 | $48.46 | — | COMMON STOCK USD.01 | 428567101 |
| OSUR | ORASURE TECHNOLOGIES INC | 138,360 | $905K | 0.0% | $6.54 | $7.01 | -6.7% | COMMON STOCK USD.000001 | 68554V108 |
| LGND | LIGAND PHARMACEUTICALS | 11,400 | $879K | 0.0% | $77.11 * | $37.71 | +27.6% | COMMON STOCK USD.001 | 53220K504 |
| — | DUPONT FABROS TECHNOLOGY | 26,905 | $879K | 0.0% | $32.67 | $25.56 | — | REIT USD.001 | 26613Q106 |
| DCO | DUCOMMUN INC | 33,794 | $875K | 0.0% | $25.89 | $26.34 | -1.7% | COMMON STOCK USD.01 | 264147109 |
| — | CONNECTICUT WATER SVC INC | 23,690 | $861K | 0.0% | $36.34 | $33.60 | — | COMMON STOCK NPV | 207797101 |
| — | CELESTICA INC | 77,509 | $861K | 0.0% | $11.11 | $11.47 | — | COMMON STOCK NPV | 15101Q108 |
| — | ACORDA THERAPEUTICS INC | 25,384 | $845K | 0.0% | $33.29 | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $832K | 0.0% | $43.71 | $75.06 | -41.8% | COMMON STOCK USD.01 | 204166102 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 116,258 | $831K | 0.0% | $7.15 | $10.32 | -30.7% | COMMON STOCK USD.001 | 90385V107 |
| — | FRANCESCAS HOLDINGS CORP | 46,465 | $827K | 0.0% | $17.80 | $16.70 | — | COMMON STOCK USD.01 | 351793104 |
| — | MARLIN BUSINESS SERVICES INC | 41,016 | $822K | 0.0% | $20.04 | $18.77 | — | COMMON STOCK USD.01 | 571157106 |
| MPC | MARATHON PETROLEUM CORP | 8,000 | $819K | 0.0% | $102.38 * | $34.39 | +6.8% | COMMON STOCK | 56585A102 |
| — | SYNAGEVA BIOPHARMA CORP | 8,360 | $815K | 0.0% | $97.49 | $104.78 | — | COMMON STOCK USD.001 | 87159A103 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $813K | 0.0% | $0.41 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| USPH | U.S. PHYSICAL THERAPY INC | 16,720 | $794K | 0.0% | $47.49 | $42.52 | +11.7% | COMMON STOCK USD.01 | 90337L108 |
| — | NORTHERN OIL AND GAS INC | 100,464 | $775K | 0.0% | $7.71 | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| — | EMC INS GROUP INC | 22,840 | $772K | 0.0% | $33.80 | $33.80 | — | COMMON STOCK USD1. | 268664109 |
| PKOH | PARK OHIO HOLDINGS CORP | 14,630 | $771K | 0.0% | $52.70 * | $45.20 | -5.1% | COMMON STOCK USD1. | 700666100 |
| — | ISHARES MSCI TAIWAN ETF | 48,538 | $764K | 0.0% | $15.74 | $15.53 | — | ISHARES MSCI TAIWAN ETF | 464286731 |
| MKTX | MARKETAXESS HOLDINGS INC | 9,160 | $759K | 0.0% | $82.86 * | $71.51 | +4.8% | COMMON STOCK USD.003 | 57060D108 |
| — | MARVELL TECHNOLOGY GROUP LTD | 51,423 | $756K | 0.0% | $14.70 | $11.65 | — | COMMON STOCK USD.002 | G5876H105 |
| — | UNITED STATIONERS INC | 18,433 | $756K | 0.0% | $41.01 | $38.94 | — | COMMON STOCK USD.1 | 913004107 |
| MTRX | MATRIX SERVICE CO | 42,900 | $753K | 0.0% | $17.55 | $18.83 | -6.7% | COMMON STOCK USD.01 | 576853105 |
| BELFB | BEL FUSE INC CL B | 39,450 | $751K | 0.0% | $19.04 * | $18.19 | -9.0% | COMMON STOCK USD.1 | 077347300 |
| — | MANITEX INTERNATIONAL INC | 76,380 | $743K | 0.0% | $9.73 | $13.84 | — | COMMON STOCK NPV | 563420108 |
| — | TESARO INC | 12,880 | $739K | 0.0% | $57.38 | $31.13 | — | COMMON STOCK USD.0001 | 881569107 |
| EBS | EMERGENT BIOSOLUTIONS INC | 24,661 | $709K | 0.0% | $28.75 | $15.28 | +88.3% | COMMON STOCK USD.001 | 29089Q105 |
| — | VOXX INTERNATIONAL CORP | 77,107 | $706K | 0.0% | $9.16 | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| — | FIDELITY SOUTHERN CORP | 41,775 | $705K | 0.0% | $16.88 | $16.61 | — | COMMON STOCK NPV | 316394105 |
| — | WEBMD HEALTH CORP | 16,070 | $704K | 0.0% | $43.81 | $43.81 | — | COMMON STOCK USD.01 | 94770V102 |
| — | SL GREEN REALTY CORP | 5,332 | $685K | 0.0% | $128.47 | $97.73 | — | REIT USD.01 | 78440X101 |
| NPKI | NEWPARK RESOURCES INC | 73,846 | $673K | 0.0% | $9.11 | $10.36 | -12.1% | COMMON STOCK USD.01 | 651718504 |
| — | CELLDEX THERAPEUTICS INC | 23,802 | $663K | 0.0% | $27.85 | $17.84 | — | COMMON STOCK USD.001 | 15117B103 |
| CMP | COMPASS MINERALS INTERNATION | 6,800 | $634K | 0.0% | $93.24 * | $65.22 | +2.6% | COMMON STOCK USD.01 | 20451N101 |
| — | PRECISION CASTPARTS CORP | 2,900 | $609K | 0.0% | $210.00 | $210.00 | — | COMMON STOCK NPV | 740189105 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 15,120 | $600K | 0.0% | $39.68 | $12.76 | +211.2% | COMMON STOCK USD.001 | 64125C109 |
| PIPR | PIPER JAFFRAY COS | 11,180 | $587K | 0.0% | $52.50 | $54.32 | -3.4% | COMMON STOCK USD.01 | 724078100 |
| ANIP | ANI PHARMACEUTICALS INC | 9,330 | $584K | 0.0% | $62.59 | $44.09 | +41.9% | COMMON STOCK USD.0001 | 00182C103 |
| — | INTERSECT ENT INC | 22,570 | $583K | 0.0% | $25.83 | $18.56 | — | COMMON STOCK USD.001 | 46071F103 |
| MHO | M/I HOMES INC | 23,950 | $571K | 0.0% | $23.84 | $22.75 | +4.8% | COMMON STOCK USD.01 | 55305B101 |
| MOV | MOVADO GROUP INC | 19,849 | $566K | 0.0% | $28.52 | $40.35 | -29.3% | COMMON STOCK USD.01 | 624580106 |
| ESPR | ESPERION THERAPEUTICS INC | 6,041 | $559K | 0.0% | $92.53 | $64.53 | +43.5% | COMMON STOCK USD.001 | 29664W105 |
| — | ALON USA ENERGY INC | 33,345 | $553K | 0.0% | $16.58 | $14.66 | — | COMMON STOCK USD.01 | 020520102 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 25,100 | $552K | 0.0% | $21.99 | $17.16 | +28.3% | COMMON STOCK USD.0001 | 42727J102 |
| O | REALTY INCOME CORP | 10,580 | $546K | 0.0% | $51.61 * | $30.07 | +0.6% | REIT USD1. | 756109104 |
| — | BASIC ENERGY SERVICES INC | 78,650 | $545K | 0.0% | $6.93 | $27.41 | — | COMMON STOCK USD.01 | 06985P100 |
| RYZ | RYERSON HOLDING CORP | 84,410 | $538K | 0.0% | $6.37 | $11.26 | -43.4% | COMMON STOCK USD.01 | 783754104 |
| — | CAMBREX CORP | 13,360 | $529K | 0.0% | $39.60 | $39.60 | — | COMMON STOCK USD.1 | 132011107 |
| — | QUESTAR CORP | 22,060 | $526K | 0.0% | $23.84 | $23.84 | — | COMMON STOCK NPV | 748356102 |
| — | TETRAPHASE PHARMACEUTICALS I | 14,325 | $525K | 0.0% | $36.65 | $15.20 | — | COMMON STOCK USD.001 | 88165N105 |
| — | SPEEDWAY MOTORSPORTS INC | 21,990 | $500K | 0.0% | $22.74 | $22.74 | — | COMMON STOCK USD.01 | 847788106 |
| — | CLOVIS ONCOLOGY INC | 6,703 | $498K | 0.0% | $74.30 | $64.04 | — | COMMON STOCK USD.001 | 189464100 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $498K | 0.0% | $17.53 * | $9.18 | +21.4% | COMMON STOCK USD1. | 31983A103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 10,100 | $494K | 0.0% | $48.91 * | $15.44 | +27.4% | COMMON STOCK USD.001 | 595017104 |
| SYNA | SYNAPTICS INC | 6,050 | $492K | 0.0% | $81.32 | $75.51 | +7.7% | COMMON STOCK USD.001 | 87157D109 |
| MCRI | MONARCH CASINO + RESORT INC | 25,084 | $480K | 0.0% | $19.14 | $13.67 | +40.1% | COMMON STOCK USD.01 | 609027107 |
| TROW | T ROWE PRICE GROUP INC | 5,900 | $478K | 0.0% | $81.02 * | $54.58 | -1.2% | COMMON STOCK USD.2 | 74144T108 |
| — | K12 INC | 29,780 | $468K | 0.0% | $15.72 | $22.16 | — | COMMON STOCK USD.0001 | 48273U102 |
| — | ALCOA INC | 35,800 | $463K | 0.0% | $12.93 | $12.93 | — | COMMON STOCK USD1. | 013817101 |
| — | ENDOCYTE INC | 72,204 | $452K | 0.0% | $6.26 | $6.34 | — | COMMON STOCK | 29269A102 |
| — | CYNOSURE INC A | 14,663 | $450K | 0.0% | $30.69 | $27.86 | — | COMMON STOCK USD.001 | 232577205 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 25,710 | $448K | 0.0% | $17.43 | $15.37 | — | COMMON STOCK USD.001 | 018680306 |
| — | PS BUSINESS PARKS INC/CA | 5,270 | $438K | 0.0% | $83.11 | $83.11 | — | REIT USD.01 | 69360J107 |
| RGEN | REPLIGEN CORP | 14,202 | $431K | 0.0% | $30.35 | $12.24 | +148.0% | COMMON STOCK USD.01 | 759916109 |
| — | CHINA MOBILE LTD SPON ADR | 6,494 | $422K | 0.0% | $64.98 | $51.43 | — | ADR | 16941M109 |
| — | ELECTRONICS FOR IMAGING | 10,110 | $422K | 0.0% | $41.74 | $43.30 | — | COMMON STOCK USD.01 | 286082102 |
| — | THOMPSON CREEK METALS CO INC | 316,386 | $418K | 0.0% | $1.32 | $2.81 | — | COMMON STOCK NPV | 884768102 |
| — | PICO HOLDINGS INC | 25,222 | $409K | 0.0% | $16.22 | $22.59 | — | COMMON STOCK USD.001 | 693366205 |
| MPT | MEDICAL PROPERTIES TRUST INC | 27,290 | $402K | 0.0% | $14.73 | $14.73 | — | REIT USD.001 | 58463J304 |
| — | FIREEYE INC | 10,200 | $400K | 0.0% | $39.22 | $39.22 | — | COMMON STOCK USD.0001 | 31816Q101 |
| — | FIRST DEFIANCE FINL CORP | 12,118 | $398K | 0.0% | $32.84 | $25.29 | — | COMMON STOCK USD.01 | 32006W106 |
| — | JACOBS ENGINEERING GROUP INC | 8,800 | $397K | 0.0% | $45.11 | $45.30 | — | COMMON STOCK USD1. | 469814107 |
| ANGO | ANGIODYNAMICS INC | 22,250 | $396K | 0.0% | $17.80 | $16.94 | +5.0% | COMMON STOCK USD.01 | 03475V101 |
| — | ROSETTA RESOURCES INC | 22,530 | $383K | 0.0% | $17.00 | $32.93 | — | COMMON STOCK USD.001 | 777779307 |
| — | CASCADE MICROTECH INC | 27,330 | $371K | 0.0% | $13.57 | $14.62 | — | COMMON STOCK USD.01 | 147322101 |
| — | NAVIGATORS GROUP INC | 4,730 | $368K | 0.0% | $77.80 | $73.53 | — | COMMON STOCK USD.1 | 638904102 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 30,299 | $366K | 0.0% | $12.08 | $8.90 | +35.8% | COMMON STOCK USD.001 | 868459108 |
| CHD | CHURCH + DWIGHT CO INC | 4,170 | $356K | 0.0% | $85.37 * | $36.05 | +2.7% | COMMON STOCK USD1. | 171340102 |
| — | STEMLINE THERAPEUTICS INC | 24,370 | $353K | 0.0% | $14.49 | $14.65 | — | COMMON STOCK USD.0001 | 85858C107 |
| — | ROFIN SINAR TECHNOLOGIES INC | 14,470 | $351K | 0.0% | $24.26 | $28.78 | — | COMMON STOCK USD.01 | 775043102 |
| IDCC | INTERDIGITAL INC | 6,868 | $348K | 0.0% | $50.67 | $41.81 | +21.4% | COMMON STOCK USD.01 | 45867G101 |
| — | SIX FLAGS ENTERTAINMENT CORP | 7,100 | $344K | 0.0% | $48.45 | $48.45 | — | COMMON STOCK | 83001A102 |
| — | EPIZYME INC | 18,186 | $342K | 0.0% | $18.81 | $33.16 | — | COMMON STOCK USD.0001 | 29428V104 |
| LEN | LENNAR CORP A | 6,500 | $337K | 0.0% | $51.85 * | $33.87 | +32.1% | COMMON STOCK USD.1 | 526057104 |
| — | STONE ENERGY CORP | 22,640 | $332K | 0.0% | $14.66 | $14.66 | — | COMMON STOCK USD.01 | 861642106 |
| AAP | ADVANCE AUTO PARTS INC | 2,146 | $321K | 0.0% | $149.58 * | $127.87 | +2.4% | COMMON STOCK USD.0001 | 00751Y106 |
| — | BANKRATE INC | 27,990 | $317K | 0.0% | $11.33 | $12.38 | — | COMMON STOCK USD.01 | 06647F102 |
| GME | GAMESTOP CORP CLASS A | 7,800 | $296K | 0.0% | $37.95 * | $6.51 | +9.4% | COMMON STOCK USD.001 | 36467W109 |
| — | PETROCHINA CO LTD ADR | 1,710 | $190K | 0.0% | $111.11 | $110.45 | — | ADR | 71646E100 |
| ABEV | AMBEV SA ADR | 29,603 | $171K | 0.0% | $5.78 | $6.32 | -8.8% | ADR NPV | 02319V103 |
| — | HEARTLAND PAYMENT SYSTEMS IN | 3,625 | $170K | 0.0% | $46.90 | $41.21 | — | COMMON STOCK USD.001 | 42235N108 |
| EWZ | ISHARES MSCI BRAZIL CAPPED ETF | 5,243 | $164K | 0.0% | $31.28 | $44.79 | -30.0% | ISHARES MSCI BRAZIL CAPPED E | 464286400 |
| KODK | EASTMAN KODAK CO | 8,026 | $152K | 0.0% | $18.94 | $25.80 | -26.4% | COMMON STOCK USD.01 | 277461406 |
| INDA | ISHARES MSCI INDIA ETF | 4,519 | $145K | 0.0% | $32.09 | $30.82 | +3.8% | ISHARES MSCI INDIA ETF | 46429B598 |
| EMBJ | EMBRAER SA SPON ADR | 4,667 | $144K | 0.0% | $30.85 | $35.17 | -12.6% | ADR | 29082A107 |
| CPS | COOPER STANDARD HOLDING | 2,259 | $134K | 0.0% | $59.32 | $50.83 | +16.5% | COMMON STOCK USD.001 | 21676P103 |
| SHG | SHINHAN FINANCIAL GROUP ADR | 3,465 | $129K | 0.0% | $37.23 | $35.68 | +4.5% | ADR | 824596100 |
| ITUB | ITAU UNIBANCO H SPON PRF ADR | 11,666 | $129K | 0.0% | $11.06 | $14.02 | -21.1% | ADR NPV | 465562106 |
| SIG | SIGNET JEWELERS LTD | 870 | $121K | 0.0% | $139.08 * | $100.94 | +12.1% | COMMON STOCK USD.18 | G81276100 |
| EPOL | ISHARES MSCI POLAND CAPPED ETF | 4,772 | $112K | 0.0% | $23.47 | $26.62 | -12.2% | ISHARES MSCI POLAND CAPPED E | 46429B606 |
| ECH | ISHARES MSCI CHILE CAPPED ETF | 2,383 | $96,000 | 0.0% | $40.29 | $48.29 | -16.6% | ISHARES MSCI CHILE CAPPED ET | 464286640 |
| — | ADVANCED SEMICONDUCTOR E ADR | 12,726 | $92,000 | 0.0% | $7.23 | $4.61 | — | ADR | 00756M404 |
| — | FEDERAL REALTY INVS TRUST | 530 | $78,000 | 0.0% | $147.17 | $147.17 | — | REIT USD.01 | 313747206 |
| TKC | TURKCELL ILETISIM HIZMET ADR | 5,206 | $68,000 | 0.0% | $13.06 | $14.52 | -10.3% | ADR TRY1. | 900111204 |
| — | EASTMAN KODAK CO | 2,771 | $15,000 | 0.0% | $5.41 | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $12,000 | 0.0% | $4.33 | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| QUAD | QUAD GRAPHICS INC | 144 | $3,000 | 0.0% | $20.83 * | $21.65 | +6.2% | COMMON STOCK USD.025 | 747301109 |