Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 3, 2015
Total Value: $4.619B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $638M | 13.8% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| AAPL | APPLE INC | 762,700 | $95.66M | 2.1% | $18.70 | +52.6% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 1,556,402 | $68.72M | 1.5% | $32.77 | +19.9% | COMMON STOCK USD.00000625 | 594918104 |
| JPM | JPMORGAN CHASE + CO | 1,004,889 | $68.09M | 1.5% | $39.86 | +23.3% | COMMON STOCK USD1.0 | 46625H100 |
| PFE | PFIZER INC | 1,962,233 | $65.79M | 1.4% | $16.86 | +23.2% | COMMON STOCK USD.05 | 717081103 |
| GILD | GILEAD SCIENCES INC | 482,264 | $56.46M | 1.2% | $63.58 | +19.5% | COMMON STOCK USD.001 | 375558103 |
| C | CITIGROUP INC | 1,007,916 | $55.68M | 1.2% | $37.58 | +7.9% | COMMON STOCK USD.01 | 172967424 |
| EEM | ISHARES MSCI EMERGING MARKETS | 1,391,846 | $55.15M | 1.2% | $40.39 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| CVX | CHEVRON CORP | 571,031 | $55.09M | 1.2% | $70.84 | -6.2% | COMMON STOCK USD.75 | 166764100 |
| CSCO | CISCO SYSTEMS INC | 1,803,274 | $49.52M | 1.1% | $15.79 | +30.6% | COMMON STOCK USD.001 | 17275R102 |
| CMCSA | COMCAST CORP CLASS A | 812,846 | $48.88M | 1.1% | $20.38 | +12.8% | COMMON STOCK USD.01 | 20030N101 |
| ORCL | ORACLE CORP | 1,160,974 | $46.79M | 1.0% | $28.69 | +29.0% | COMMON STOCK USD.01 | 68389X105 |
| AIG | AMERICAN INTERNATIONAL GROUP | 731,703 | $45.23M | 1.0% | $37.22 | +22.2% | COMMON STOCK USD2.5 | 026874784 |
| SLB | SCHLUMBERGER LTD | 519,928 | $44.81M | 1.0% | $61.13 | +9.2% | COMMON STOCK USD.01 | 806857108 |
| — | GOOGLE INC CL C | 80,149 | $41.72M | 0.9% | $526.52 | — | COMMON STOCK USD.001 | 38259P706 |
| DIS | WALT DISNEY CO/THE | 363,792 | $41.52M | 0.9% | $60.57 | +65.1% | COMMON STOCK USD.01 | 254687106 |
| SCCO | SOUTHERN COPPER CORP | 1,404,601 | $41.31M | 0.9% | $18.99 | +6.7% | COMMON STOCK USD.01 | 84265V105 |
| OXY | OCCIDENTAL PETROLEUM CORP | 528,364 | $41.09M | 0.9% | $58.46 | -2.7% | COMMON STOCK USD.2 | 674599105 |
| — | ALLERGAN PLC | 134,510 | $40.82M | 0.9% | $303.46 | — | COMMON STOCK USD.0033 | G0177J108 |
| MRK | MERCK + CO. INC. | 702,333 | $39.98M | 0.9% | $30.94 | +30.0% | COMMON STOCK USD.5 | 58933Y105 |
| VZ | VERIZON COMMUNICATIONS INC | 854,595 | $39.83M | 0.9% | $26.37 | +7.4% | COMMON STOCK USD.1 | 92343V104 |
| — | CELGENE CORP | 334,642 | $38.73M | 0.8% | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| COF | CAPITAL ONE FINANCIAL CORP | 426,410 | $37.51M | 0.8% | $57.03 | +21.5% | COMMON STOCK USD.01 | 14040H105 |
| PG | PROCTER + GAMBLE CO/THE | 467,497 | $36.58M | 0.8% | $57.30 | +4.6% | COMMON STOCK | 742718109 |
| M | MACY S INC | 529,299 | $35.71M | 0.8% | $50.61 | +33.5% | COMMON STOCK USD.01 | 55616P104 |
| WFC | WELLS FARGO + CO | 605,389 | $34.05M | 0.7% | $34.25 | +20.8% | COMMON STOCK USD1.666 | 949746101 |
| — | ISHARES MSCI JAPAN ETF | 2,630,162 | $33.69M | 0.7% | $12.53 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| — | AETNA INC | 258,762 | $32.98M | 0.7% | $116.74 | — | COMMON STOCK USD.01 | 00817Y108 |
| GS | GOLDMAN SACHS GROUP INC | 156,703 | $32.72M | 0.7% | $141.63 | +16.2% | COMMON STOCK USD.01 | 38141G104 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,374,626 | $31.22M | 0.7% | $20.56 | — | ADR | 874039100 |
| — | HEWLETT PACKARD CO | 1,035,464 | $31.07M | 0.7% | $32.38 | — | COMMON STOCK USD.01 | 428236103 |
| — | UNITED TECHNOLOGIES CORP | 277,728 | $30.81M | 0.7% | $109.72 | — | COMMON STOCK USD1. | 913017109 |
| MET | METLIFE INC | 527,206 | $29.52M | 0.6% | $29.04 | +14.1% | COMMON STOCK USD.01 | 59156R108 |
| HCA | HCA HOLDINGS INC | 315,704 | $28.64M | 0.6% | $55.42 | +34.4% | COMMON STOCK USD.01 | 40412C101 |
| TXT | TEXTRON INC | 621,169 | $27.72M | 0.6% | $32.17 | +39.0% | COMMON STOCK USD.125 | 883203101 |
| MDT | MEDTRONIC PLC | 368,058 | $27.27M | 0.6% | $58.10 | +1.2% | COMMON STOCK USD.1 | G5960L103 |
| DG | DOLLAR GENERAL CORP | 348,366 | $27.08M | 0.6% | $62.04 | +6.1% | COMMON STOCK USD.875 | 256677105 |
| — | AMERICA MOVIL SPN ADR CL L | 1,227,889 | $26.17M | 0.6% | $21.74 | — | ADR NPV | 02364W105 |
| ALV | AUTOLIV INC | 214,306 | $25.02M | 0.5% | $61.67 | +11.6% | COMMON STOCK USD1. | 052800109 |
| AAL | AMERICAN AIRLINES GROUP INC | 618,940 | $24.72M | 0.5% | $35.57 | +21.9% | COMMON STOCK | 02376R102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 252,420 | $24.14M | 0.5% | $54.13 | +25.0% | COMMON STOCK USD5. | 693475105 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 1,146,411 | $24.11M | 0.5% | $22.86 | — | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| NRG | NRG ENERGY INC | 1,050,025 | $24.02M | 0.5% | $22.37 | -11.8% | COMMON STOCK USD.01 | 629377508 |
| AZO | AUTOZONE INC | 35,015 | $23.35M | 0.5% | $637.30 | +7.4% | COMMON STOCK USD.01 | 053332102 |
| TX | TERNIUM SA SPONSORED ADR | 1,344,493 | $23.27M | 0.5% | $23.38 | — | ADR USD1. | 880890108 |
| RS | RELIANCE STEEL + ALUMINUM | 369,424 | $22.34M | 0.5% | $68.47 | -7.6% | COMMON STOCK NPV | 759509102 |
| CPA | COPA HOLDINGS SA CLASS A | 269,626 | $22.27M | 0.5% | $90.76 | -23.9% | COMMON STOCK NPV | P31076105 |
| — | BAKER HUGHES INC | 360,572 | $22.25M | 0.5% | $47.93 | — | COMMON STOCK USD1. | 057224107 |
| NWL | NEWELL RUBBERMAID INC | 539,729 | $22.19M | 0.5% | $18.14 | +45.5% | COMMON STOCK USD1. | 651229106 |
| DAL | DELTA AIR LINES INC | 520,281 | $21.37M | 0.5% | $20.32 | +89.0% | COMMON STOCK USD.0001 | 247361702 |
| MOS | MOSAIC CO/THE | 452,653 | $21.21M | 0.5% | $42.01 | -12.7% | COMMON STOCK USD.01 | 61945C103 |
| KO | COCA COLA CO/THE | 538,000 | $21.11M | 0.5% | $27.46 | +5.7% | COMMON STOCK USD.25 | 191216100 |
| — | CIGNA CORP | 126,086 | $20.43M | 0.4% | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| PM | PHILIP MORRIS INTERNATIONAL | 253,928 | $20.36M | 0.4% | $48.71 | -0.8% | COMMON STOCK NPV | 718172109 |
| BEN | FRANKLIN RESOURCES INC | 408,838 | $20.05M | 0.4% | $31.89 | -1.9% | COMMON STOCK USD.1 | 354613101 |
| INDA | ISHARES MSCI INDIA ETF | 660,842 | $20.03M | 0.4% | $30.31 | — | ISHARES MSCI INDIA ETF | 46429B598 |
| HD | HOME DEPOT INC | 178,165 | $19.8M | 0.4% | $75.91 | +14.7% | COMMON STOCK USD.05 | 437076102 |
| — | BED BATH + BEYOND INC | 284,603 | $19.63M | 0.4% | $67.22 | — | COMMON STOCK USD.01 | 075896100 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 499,331 | $19.61M | 0.4% | $25.17 | +13.6% | COMMON STOCK NPV | 744573106 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 1,859,702 | $19.3M | 0.4% | $11.69 | — | ADR | 204448104 |
| SBUX | STARBUCKS CORP | 358,072 | $19.2M | 0.4% | $39.05 | +4.8% | COMMON STOCK USD.001 | 855244109 |
| JNJ | JOHNSON + JOHNSON | 192,660 | $18.78M | 0.4% | $61.55 | +21.0% | COMMON STOCK USD1. | 478160104 |
| — | BROCADE COMMUNICATIONS SYS | 1,527,149 | $18.14M | 0.4% | $11.64 | — | COMMON STOCK USD.001 | 111621306 |
| NTAP | NETAPP INC | 564,597 | $17.82M | 0.4% | $27.55 | -4.0% | COMMON STOCK USD.001 | 64110D104 |
| USB | US BANCORP | 407,401 | $17.68M | 0.4% | $22.71 | +31.7% | COMMON STOCK USD.01 | 902973304 |
| IBN | ICICI BANK LTD SPON ADR | 1,655,268 | $17.25M | 0.4% | $10.94 | — | ADR | 45104G104 |
| CVS | CVS HEALTH CORP | 163,250 | $17.12M | 0.4% | $45.25 | +66.3% | COMMON STOCK USD.01 | 126650100 |
| UNP | UNION PACIFIC CORP | 177,773 | $16.95M | 0.4% | $79.76 | +2.8% | COMMON STOCK USD2.5 | 907818108 |
| TGT | TARGET CORP | 205,623 | $16.79M | 0.4% | $57.84 | +2.1% | COMMON STOCK USD.0833 | 87612E106 |
| — | DELPHI AUTOMOTIVE PLC | 188,695 | $16.06M | 0.3% | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| CL | COLGATE PALMOLIVE CO | 242,867 | $15.89M | 0.3% | $52.97 | 0.0% | COMMON STOCK USD1. | 194162103 |
| AMGN | AMGEN INC | 102,122 | $15.68M | 0.3% | $106.60 | +10.3% | COMMON STOCK USD.0001 | 031162100 |
| XOM | EXXON MOBIL CORP | 187,590 | $15.61M | 0.3% | $53.91 | +0.7% | COMMON STOCK NPV | 30231G102 |
| — | HESS CORP | 233,244 | $15.6M | 0.3% | $70.14 | — | COMMON STOCK USD1. | 42809H107 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 113,720 | $15.48M | 0.3% | $134.36 | +6.2% | COMMON STOCK USD.0033 | 084670702 |
| CAT | CATERPILLAR INC | 175,305 | $14.87M | 0.3% | $68.75 | -4.2% | COMMON STOCK USD1. | 149123101 |
| PH | PARKER HANNIFIN CORP | 117,415 | $13.66M | 0.3% | $98.94 | +2.6% | COMMON STOCK USD.5 | 701094104 |
| BDX | BECTON DICKINSON AND CO | 92,480 | $13.1M | 0.3% | $85.44 | +37.4% | COMMON STOCK USD1. | 075887109 |
| PEP | PEPSICO INC | 133,848 | $12.49M | 0.3% | $63.91 | +8.4% | COMMON STOCK USD.017 | 713448108 |
| WDC | WESTERN DIGITAL CORP | 157,870 | $12.38M | 0.3% | $41.61 | +44.9% | COMMON STOCK USD.01 | 958102105 |
| — | INGERSOLL RAND PLC | 179,030 | $12.07M | 0.3% | $67.42 | — | COMMON STOCK USD1. | G47791101 |
| AMT | AMERICAN TOWER CORP | 129,258 | $12.06M | 0.3% | $73.98 | -1.4% | REIT USD.01 | 03027X100 |
| INTC | INTEL CORP | 390,390 | $11.87M | 0.3% | $19.43 | +29.2% | COMMON STOCK USD.001 | 458140100 |
| WMT | WAL MART STORES INC | 167,310 | $11.87M | 0.3% | $22.30 | -6.4% | COMMON STOCK USD.1 | 931142103 |
| ELV | ANTHEM INC | 71,866 | $11.8M | 0.3% | $106.21 | +29.5% | COMMON STOCK USD.01 | 036752103 |
| LYB | LYONDELLBASELL INDU CL A | 113,706 | $11.77M | 0.3% | $40.83 | +37.5% | COMMON STOCK | N53745100 |
| — | DR PEPPER SNAPPLE GROUP INC | 160,228 | $11.68M | 0.3% | $63.18 | — | COMMON STOCK USD.01 | 26138E109 |
| — | US CONCRETE INC | 306,668 | $11.62M | 0.3% | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| — | FOOT LOCKER INC | 173,124 | $11.6M | 0.3% | $41.74 | — | COMMON STOCK USD.01 | 344849104 |
| VRSN | VERISIGN INC | 186,014 | $11.48M | 0.2% | $54.22 | +17.8% | COMMON STOCK USD.001 | 92343E102 |
| LOW | LOWE S COS INC | 170,352 | $11.41M | 0.2% | $44.61 | +31.8% | COMMON STOCK USD.5 | 548661107 |
| ESNT | ESSENT GROUP LTD | 406,566 | $11.12M | 0.2% | $20.71 | +11.1% | COMMON STOCK USD.015 | G3198U102 |
| — | LEVEL 3 COMMUNICATIONS INC | 208,922 | $11M | 0.2% | $21.08 | — | COMMON STOCK USD.01 | 52729N308 |
| — | ROCK TENN COMPANY | 182,232 | $10.97M | 0.2% | $72.00 | — | COMMON STOCK USD.01 | 772739207 |
| V | VISA INC CLASS A SHARES | 161,330 | $10.83M | 0.2% | $60.63 | +3.8% | COMMON STOCK USD.0001 | 92826C839 |
| — | WYNDHAM WORLDWIDE CORP | 129,651 | $10.62M | 0.2% | $68.84 | — | COMMON STOCK USD.01 | 98310W108 |
| EMR | EMERSON ELECTRIC CO | 189,930 | $10.53M | 0.2% | $46.07 | -4.0% | COMMON STOCK USD.5 | 291011104 |
| FDX | FEDEX CORP | 61,553 | $10.49M | 0.2% | $109.84 | +35.1% | COMMON STOCK USD.1 | 31428X106 |
| EG | EVEREST RE GROUP LTD | 57,565 | $10.48M | 0.2% | $124.60 | +16.6% | COMMON STOCK USD.01 | G3223R108 |
| — | ASPEN TECHNOLOGY INC | 227,067 | $10.34M | 0.2% | $38.77 | — | COMMON STOCK USD.1 | 045327103 |
| VLO | VALERO ENERGY CORP | 165,018 | $10.33M | 0.2% | $29.94 | +30.1% | COMMON STOCK USD.01 | 91913Y100 |
| — | HOSPITALITY PROPERTIES TRUST | 357,021 | $10.29M | 0.2% | $29.11 | — | REIT USD.01 | 44106M102 |
| ARW | ARROW ELECTRONICS INC | 179,812 | $10.03M | 0.2% | $47.70 | +27.4% | COMMON STOCK USD1. | 042735100 |
| — | GENERAL ELECTRIC CO | 377,208 | $10.02M | 0.2% | $23.34 | — | COMMON STOCK USD.06 | 369604103 |
| NTES | NETEASE INC ADR | 69,015 | $9.998M | 0.2% | $144.87 | — | ADR USD.0001 | 64110W102 |
| IWM | ISHARES RUSSELL 2000 ETF | 79,000 | $9.864M | 0.2% | $124.86 | — | ISHARES RUSSELL 2000 ETF | 464287655 |
| EMN | EASTMAN CHEMICAL CO | 120,028 | $9.821M | 0.2% | $53.35 | +2.8% | COMMON STOCK USD.01 | 277432100 |
| CAG | CONAGRA FOODS INC | 220,629 | $9.646M | 0.2% | $17.38 | +19.9% | COMMON STOCK USD5. | 205887102 |
| PKG | PACKAGING CORP OF AMERICA | 152,505 | $9.53M | 0.2% | $49.55 | +3.1% | COMMON STOCK USD.01 | 695156109 |
| CRUS | CIRRUS LOGIC INC | 276,192 | $9.399M | 0.2% | $27.76 | +27.0% | COMMON STOCK USD.001 | 172755100 |
| KSS | KOHLS CORP | 148,950 | $9.326M | 0.2% | $58.69 | +18.3% | COMMON STOCK USD.01 | 500255104 |
| BAC | BANK OF AMERICA CORP | 542,823 | $9.239M | 0.2% | $12.35 | +6.3% | COMMON STOCK USD.01 | 060505104 |
| MS | MORGAN STANLEY | 233,220 | $9.047M | 0.2% | $23.85 | +19.0% | COMMON STOCK USD.01 | 617446448 |
| SNA | SNAP ON INC | 53,971 | $8.595M | 0.2% | $90.49 | +33.2% | COMMON STOCK USD1. | 833034101 |
| — | PRECISION CASTPARTS CORP | 42,686 | $8.532M | 0.2% | $200.57 | — | COMMON STOCK NPV | 740189105 |
| TRV | TRAVELERS COS INC/THE | 87,204 | $8.429M | 0.2% | $73.00 | +10.9% | COMMON STOCK NPV | 89417E109 |
| — | AMAG PHARMACEUTICALS INC | 121,566 | $8.395M | 0.2% | $48.37 | — | COMMON STOCK USD.01 | 00163U106 |
| — | CBS CORP CLASS B NON VOTING | 149,824 | $8.315M | 0.2% | $51.43 | — | COMMON STOCK USD.001 | 124857202 |
| COR | AMERISOURCEBERGEN CORP | 78,078 | $8.303M | 0.2% | $66.09 | +25.6% | COMMON STOCK USD.01 | 03073E105 |
| AOS | SMITH (A.O.) CORP | 114,630 | $8.251M | 0.2% | $25.20 | +15.2% | COMMON STOCK USD1. | 831865209 |
| F | FORD MOTOR CO | 547,560 | $8.219M | 0.2% | $9.10 | -3.8% | COMMON STOCK USD.01 | 345370860 |
| SYK | STRYKER CORP | 85,330 | $8.155M | 0.2% | $83.78 | 0.0% | COMMON STOCK USD.1 | 863667101 |
| EL | ESTEE LAUDER COMPANIES CL A | 93,990 | $8.145M | 0.2% | $61.49 | +22.5% | COMMON STOCK USD.01 | 518439104 |
| FCX | FREEPORT MCMORAN INC | 434,194 | $8.085M | 0.2% | $20.22 | -8.6% | COMMON STOCK USD.1 | 35671D857 |
| — | MANITOWOC COMPANY INC | 403,848 | $7.915M | 0.2% | $21.96 | — | COMMON STOCK USD.01 | 563571108 |
| META | FACEBOOK INC A | 91,656 | $7.861M | 0.2% | $66.81 | +21.4% | COMMON STOCK USD.000006 | 30303M102 |
| T | AT+T INC | 219,632 | $7.801M | 0.2% | $11.59 | +5.4% | COMMON STOCK USD1. | 00206R102 |
| DE | DEERE + CO | 80,106 | $7.774M | 0.2% | $73.83 | +2.1% | COMMON STOCK USD1. | 244199105 |
| — | QUINTILES TRANSNATIONAL HOLD | 105,290 | $7.645M | 0.2% | $60.42 | — | COMMON STOCK USD.01 | 74876Y101 |
| IBM | INTL BUSINESS MACHINES CORP | 46,644 | $7.587M | 0.2% | $111.36 | -7.5% | COMMON STOCK USD.2 | 459200101 |
| — | SUNTRUST BANKS INC | 176,231 | $7.581M | 0.2% | $41.07 | — | COMMON STOCK USD1. | 867914103 |
| GM | GENERAL MOTORS CO | 221,155 | $7.371M | 0.2% | $25.04 | +11.2% | COMMON STOCK USD.01 | 37045V100 |
| KR | KROGER CO | 101,400 | $7.353M | 0.2% | $14.42 | +104.6% | COMMON STOCK USD1. | 501044101 |
| ACM | AECOM | 221,200 | $7.317M | 0.2% | $30.68 | +3.4% | COMMON STOCK USD.01 | 00766T100 |
| ABBV | ABBVIE INC | 108,498 | $7.29M | 0.2% | $41.03 | +3.2% | COMMON STOCK USD.01 | 00287Y109 |
| AES | AES CORP | 547,570 | $7.261M | 0.2% | $8.62 | +5.0% | COMMON STOCK USD.01 | 00130H105 |
| — | JOY GLOBAL INC | 199,468 | $7.221M | 0.2% | $52.20 | — | COMMON STOCK USD1. | 481165108 |
| CBRL | CRACKER BARREL OLD COUNTRY | 48,224 | $7.193M | 0.2% | $76.64 | +15.8% | COMMON STOCK USD.01 | 22410J106 |
| GD | GENERAL DYNAMICS CORP | 50,700 | $7.184M | 0.2% | $101.37 | +8.8% | COMMON STOCK USD1. | 369550108 |
| MKSI | MKS INSTRUMENTS INC | 188,766 | $7.162M | 0.2% | $28.16 | +16.9% | COMMON STOCK NPV | 55306N104 |
| ADM | ARCHER DANIELS MIDLAND CO | 147,726 | $7.123M | 0.2% | $29.64 | +24.3% | COMMON STOCK NPV | 039483102 |
| — | GOOGLE INC CL A | 13,182 | $7.119M | 0.2% | $757.94 | — | COMMON STOCK USD.001 | 38259P508 |
| MMM | 3M CO | 45,630 | $7.041M | 0.2% | $88.73 | +6.9% | COMMON STOCK USD.01 | 88579Y101 |
| ETR | ENTERGY CORP | 99,283 | $6.999M | 0.2% | $21.63 | +13.9% | COMMON STOCK USD.01 | 29364G103 |
| — | EMC CORP/MA | 261,480 | $6.9M | 0.1% | $27.07 | — | COMMON STOCK USD.01 | 268648102 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 61,266 | $6.898M | 0.1% | $76.86 | +35.5% | COMMON STOCK USD.01 | 446413106 |
| HTH | HILLTOP HOLDINGS INC | 283,440 | $6.828M | 0.1% | $21.04 | +2.4% | COMMON STOCK USD.01 | 432748101 |
| — | NAVISTAR INTERNATIONAL CORP | 300,762 | $6.806M | 0.1% | $32.35 | — | COMMON STOCK USD.1 | 63934E108 |
| — | JUNIPER NETWORKS INC | 261,105 | $6.781M | 0.1% | $23.38 | — | COMMON STOCK USD.00001 | 48203R104 |
| UGI | UGI CORP | 196,532 | $6.771M | 0.1% | $30.12 | +17.8% | COMMON STOCK NPV | 902681105 |
| RHI | ROBERT HALF INTL INC | 121,979 | $6.77M | 0.1% | $54.27 | +5.4% | COMMON STOCK USD.001 | 770323103 |
| — | ENSCO PLC CL A | 303,454 | $6.758M | 0.1% | $36.18 | — | COMMON STOCK USD.1 | G3157S106 |
| — | RYANAIR HOLDINGS PLC SP ADR | 93,500 | $6.671M | 0.1% | $71.35 | — | ADR | 783513104 |
| — | MENTOR GRAPHICS CORP | 251,879 | $6.657M | 0.1% | $20.60 | — | COMMON STOCK NPV | 587200106 |
| PKX | POSCO SPON ADR | 135,272 | $6.641M | 0.1% | $66.92 | — | ADR | 693483109 |
| CTAS | CINTAS CORP | 78,079 | $6.605M | 0.1% | $15.22 | +23.2% | COMMON STOCK NPV | 172908105 |
| — | TRIUMPH GROUP INC | 98,685 | $6.512M | 0.1% | $65.91 | — | COMMON STOCK USD.001 | 896818101 |
| — | HOLLYFRONTIER CORP | 152,492 | $6.51M | 0.1% | $43.03 | — | COMMON STOCK USD.01 | 436106108 |
| EWH | ISHARES MSCI HONG KONG ETF | 284,232 | $6.412M | 0.1% | $21.93 | — | ISHARES MSCI HONG KONG ETF | 464286871 |
| TSN | TYSON FOODS INC CL A | 147,050 | $6.269M | 0.1% | $31.34 | +2.1% | COMMON STOCK USD.1 | 902494103 |
| SNPS | SYNOPSYS INC | 122,900 | $6.225M | 0.1% | $35.52 | +37.0% | COMMON STOCK USD.01 | 871607107 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 112,440 | $6.197M | 0.1% | $41.96 | — | COMMON STOCK USD.01 | 848574109 |
| PHM | PULTEGROUP INC | 302,351 | $6.092M | 0.1% | $15.66 | +13.3% | COMMON STOCK USD.01 | 745867101 |
| NKE | NIKE INC CL B | 55,770 | $6.024M | 0.1% | $44.79 | 0.0% | COMMON STOCK NPV | 654106103 |
| SPY | SPDR S+P 500 ETF TRUST | 29,240 | $6.019M | 0.1% | $193.67 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | FXCM INC | 7,200,000 | $6.017M | 0.1% | $0.77 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| INGR | INGREDION INC | 75,079 | $5.992M | 0.1% | $71.75 | +12.0% | COMMON STOCK USD.01 | 457187102 |
| MD | MEDNAX INC | 80,500 | $5.966M | 0.1% | $53.35 | +34.9% | COMMON STOCK USD.01 | 58502B106 |
| PB | PROSPERITY BANCSHARES INC | 103,002 | $5.947M | 0.1% | $36.50 | +10.6% | COMMON STOCK USD1. | 743606105 |
| AMZN | AMAZON.COM INC | 13,689 | $5.942M | 0.1% | $19.43 | +7.6% | COMMON STOCK USD.01 | 023135106 |
| VYX | NCR CORPORATION | 197,020 | $5.93M | 0.1% | $17.71 | +4.4% | COMMON STOCK USD.01 | 62886E108 |
| — | HSN INC | 84,350 | $5.921M | 0.1% | $56.19 | — | COMMON STOCK USD.01 | 404303109 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 97,016 | $5.907M | 0.1% | $62.25 | +6.4% | COMMON STOCK NPV | 533900106 |
| SPG | SIMON PROPERTY GROUP INC | 33,922 | $5.869M | 0.1% | $93.50 | +15.6% | REIT USD.0001 | 828806109 |
| — | CRANE CO | 99,501 | $5.844M | 0.1% | $68.56 | — | COMMON STOCK USD1. | 224399105 |
| — | LIBERTY INTERACTIVE CORP Q A | 210,450 | $5.84M | 0.1% | $28.79 | — | TRACKING STK USD.01 | 53071M104 |
| UNH | UNITEDHEALTH GROUP INC | 47,658 | $5.814M | 0.1% | $63.65 | +56.5% | COMMON STOCK USD.01 | 91324P102 |
| GLW | CORNING INC | 294,060 | $5.802M | 0.1% | $14.56 | +10.7% | COMMON STOCK USD.5 | 219350105 |
| CAR | AVIS BUDGET GROUP INC | 131,163 | $5.782M | 0.1% | $44.92 | +11.6% | COMMON STOCK USD.01 | 053774105 |
| HOLX | HOLOGIC INC | 149,751 | $5.7M | 0.1% | $26.67 | +31.3% | COMMON STOCK USD.01 | 436440101 |
| JBL | JABIL CIRCUIT INC | 265,786 | $5.659M | 0.1% | $18.12 | +19.2% | COMMON STOCK USD.001 | 466313103 |
| SANM | SANMINA CORP | 280,651 | $5.658M | 0.1% | $22.47 | -2.8% | COMMON STOCK USD.01 | 801056102 |
| — | DIRECTV | 60,840 | $5.645M | 0.1% | $67.73 | — | COMMON STOCK USD.01 | 25490A309 |
| IP | INTERNATIONAL PAPER CO | 117,117 | $5.574M | 0.1% | $27.10 | +16.3% | COMMON STOCK USD1. | 460146103 |
| — | COMPUTER SCIENCES CORP | 84,806 | $5.567M | 0.1% | $60.68 | — | COMMON STOCK USD1. | 205363104 |
| JLL | JONES LANG LASALLE INC | 32,438 | $5.547M | 0.1% | $116.41 | +41.3% | COMMON STOCK USD.01 | 48020Q107 |
| UTHR | UNITED THERAPEUTICS CORP | 31,838 | $5.538M | 0.1% | $101.01 | +78.1% | COMMON STOCK USD.01 | 91307C102 |
| — | STARZ A | 122,170 | $5.463M | 0.1% | $29.34 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | LANNETT CO INC | 90,420 | $5.375M | 0.1% | $57.53 | — | COMMON STOCK USD.001 | 516012101 |
| EWBC | EAST WEST BANCORP INC | 119,500 | $5.356M | 0.1% | $28.12 | +19.5% | COMMON STOCK USD.001 | 27579R104 |
| AN | AUTONATION INC | 84,600 | $5.328M | 0.1% | $61.28 | +3.6% | COMMON STOCK USD.01 | 05329W102 |
| — | FIRSTMERIT CORP | 254,647 | $5.304M | 0.1% | $20.29 | — | COMMON STOCK NPV | 337915102 |
| — | AGL RESOURCES INC | 110,975 | $5.167M | 0.1% | $53.70 | — | COMMON STOCK USD5. | 001204106 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 58,827 | $5.145M | 0.1% | $48.55 | +31.1% | REIT USD.01 | 015271109 |
| BIIB | BIOGEN INC | 12,675 | $5.12M | 0.1% | $305.19 | +31.5% | COMMON STOCK USD.0005 | 09062X103 |
| EXPE | EXPEDIA INC | 46,644 | $5.101M | 0.1% | $69.69 | +40.3% | COMMON STOCK USD.001 | 30212P303 |
| — | DYNEGY INC | 173,312 | $5.069M | 0.1% | $24.69 | — | COMMON STOCK USD.01 | 26817R108 |
| — | GOVERNMENT PROPERTIES INCOME | 271,770 | $5.041M | 0.1% | $23.47 | — | REIT USD.01 | 38376A103 |
| MUR | MURPHY OIL CORP | 121,165 | $5.037M | 0.1% | $34.58 | -12.1% | COMMON STOCK USD1. | 626717102 |
| — | MANNKIND CORP | 4,930,000 | $4.985M | 0.1% | $1.09 | — | SR UNSECURED 08/15 5.75 | 56400PAC6 |
| XLI | INDUSTRIAL SELECT SECTOR SPDR | 92,215 | $4.985M | 0.1% | $55.69 | — | INDUSTRIAL SELECT SECT SPDR | 81369Y704 |
| MU | MICRON TECHNOLOGY INC | 261,226 | $4.921M | 0.1% | $29.25 | -11.1% | COMMON STOCK USD.1 | 595112103 |
| EBAY | EBAY INC | 81,385 | $4.903M | 0.1% | $19.68 | +12.8% | COMMON STOCK USD.001 | 278642103 |
| — | SANDERSON FARMS INC | 64,224 | $4.827M | 0.1% | $82.94 | — | COMMON STOCK USD1. | 800013104 |
| — | ALLEGHANY CORP | 10,198 | $4.78M | 0.1% | $448.97 | — | COMMON STOCK USD1. | 017175100 |
| WTFC | WINTRUST FINANCIAL CORP | 88,610 | $4.73M | 0.1% | $47.29 | +6.5% | COMMON STOCK NPV | 97650W108 |
| SOXX | ISHARES PHLX SEMICONDUCTOR ETF | 51,000 | $4.697M | 0.1% | $94.03 | — | ISHARES PHLX SEMICONDUCTOR E | 464287523 |
| — | LEUCADIA NATIONAL CORP | 189,034 | $4.59M | 0.1% | $26.40 | — | COMMON STOCK USD1. | 527288104 |
| GBX | GREENBRIER COMPANIES INC | 97,691 | $4.577M | 0.1% | $36.61 | +21.0% | COMMON STOCK NPV | 393657101 |
| GAP | GAP INC/THE | 119,652 | $4.567M | 0.1% | $27.71 | -2.0% | COMMON STOCK USD.05 | 364760108 |
| LNC | LINCOLN NATIONAL CORP | 77,064 | $4.564M | 0.1% | $36.15 | +9.7% | COMMON STOCK NPV | 534187109 |
| CDW | CDW CORP/DE | 133,060 | $4.561M | 0.1% | $32.01 | +3.1% | COMMON STOCK USD.01 | 12514G108 |
| HOG | HARLEY DAVIDSON INC | 80,700 | $4.547M | 0.1% | $57.19 | 0.0% | COMMON STOCK USD.01 | 412822108 |
| PSA | PUBLIC STORAGE | 24,621 | $4.539M | 0.1% | $110.44 | +14.3% | REIT USD.1 | 74460D109 |
| ABT | ABBOTT LABORATORIES | 92,274 | $4.529M | 0.1% | $34.09 | +15.4% | COMMON STOCK NPV | 002824100 |
| STLD | STEEL DYNAMICS INC | 218,567 | $4.528M | 0.1% | $14.56 | +17.9% | COMMON STOCK USD.005 | 858119100 |
| SHW | SHERWIN WILLIAMS CO/THE | 16,427 | $4.518M | 0.1% | $77.35 | +10.9% | COMMON STOCK USD1. | 824348106 |
| D | DOMINION RESOURCES INC/VA | 67,431 | $4.509M | 0.1% | $40.11 | +11.1% | COMMON STOCK NPV | 25746U109 |
| — | WESTERN REFINING INC | 102,994 | $4.493M | 0.1% | $43.54 | — | COMMON STOCK USD.01 | 959319104 |
| — | IAC/INTERACTIVECORP | 55,830 | $4.447M | 0.1% | $73.91 | — | COMMON STOCK USD.001 | 44919P508 |
| LEA | LEAR CORP | 39,598 | $4.445M | 0.1% | $72.78 | +30.5% | COMMON STOCK USD.01 | 521865204 |
| DUK | DUKE ENERGY CORP | 62,921 | $4.443M | 0.1% | $46.00 | +5.9% | COMMON STOCK USD.001 | 26441C204 |
| BA | BOEING CO/THE | 31,941 | $4.431M | 0.1% | $127.91 | +0.7% | COMMON STOCK USD5. | 097023105 |
| — | SBA COMMUNICATIONS CORP CL A | 38,500 | $4.426M | 0.1% | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| — | VIACOM INC CLASS B | 67,500 | $4.363M | 0.1% | $72.19 | — | COMMON STOCK USD.001 | 92553P201 |
| ROK | ROCKWELL AUTOMATION INC | 34,900 | $4.35M | 0.1% | $93.82 | +4.2% | COMMON STOCK USD1. | 773903109 |
| CDNS | CADENCE DESIGN SYS INC | 220,340 | $4.332M | 0.1% | $14.98 | +29.4% | COMMON STOCK USD.01 | 127387108 |
| — | WADDELL + REED FINANCIAL A | 91,540 | $4.331M | 0.1% | $47.31 | — | COMMON STOCK USD.01 | 930059100 |
| HY | HYSTER YALE MATERIALS | 62,387 | $4.322M | 0.1% | $64.35 | -13.6% | COMMON STOCK USD.01 | 449172105 |
| PNW | PINNACLE WEST CAPITAL | 74,214 | $4.222M | 0.1% | $36.76 | +8.1% | COMMON STOCK NPV | 723484101 |
| DHI | DR HORTON INC | 151,236 | $4.138M | 0.1% | $20.37 | +17.4% | COMMON STOCK USD.01 | 23331A109 |
| ACN | ACCENTURE PLC CL A | 42,588 | $4.122M | 0.1% | $75.47 | +6.9% | COMMON STOCK USD.0000225 | G1151C101 |
| INTU | INTUIT INC | 40,560 | $4.087M | 0.1% | $93.80 | 0.0% | COMMON STOCK USD.01 | 461202103 |
| — | HRG GROUP INC | 311,800 | $4.053M | 0.1% | $12.48 | — | COMMON STOCK USD.01 | 40434J100 |
| — | CBL + ASSOCIATES PROPERTIES | 250,120 | $4.052M | 0.1% | $19.80 | — | REIT USD.01 | 124830100 |
| — | L 3 COMMUNICATIONS HOLDINGS | 35,490 | $4.024M | 0.1% | $113.38 | — | COMMON STOCK USD.01 | 502424104 |
| — | AMERICAN CAMPUS COMMUNITIES | 105,534 | $3.978M | 0.1% | $37.27 | — | REIT USD.01 | 024835100 |
| ZD | J2 GLOBAL INC | 58,326 | $3.963M | 0.1% | $44.25 | +33.7% | COMMON STOCK USD.01 | 48123V102 |
| — | APACHE CORP | 68,242 | $3.933M | 0.1% | $76.41 | — | COMMON STOCK USD.625 | 037411105 |
| LEN | LENNAR CORP A | 76,000 | $3.879M | 0.1% | $41.07 | +1.6% | COMMON STOCK USD.1 | 526057104 |
| WOR | WORTHINGTON INDUSTRIES | 127,422 | $3.83M | 0.1% | $20.90 | -18.4% | COMMON STOCK NPV | 981811102 |
| WCC | WESCO INTERNATIONAL INC | 55,100 | $3.782M | 0.1% | $71.97 | -3.1% | COMMON STOCK USD.01 | 95082P105 |
| HUN | HUNTSMAN CORP | 170,262 | $3.758M | 0.1% | $20.40 | +10.9% | COMMON STOCK USD.01 | 447011107 |
| PLD | PROLOGIS INC | 100,452 | $3.727M | 0.1% | $30.31 | -2.0% | REIT USD.01 | 74340W103 |
| — | GENERAL MOTORS CO WTS | 156,801 | $3.727M | 0.1% | $24.56 | — | CALL EXP 10JUL16 | 37045V118 |
| — | INSYS THERAPEUTICS INC | 103,168 | $3.706M | 0.1% | $43.10 | — | COMMON STOCK USD.0002145 | 45824V209 |
| RLJ | RLJ LODGING TRUST | 124,334 | $3.703M | 0.1% | $24.04 | — | REIT | 74965L101 |
| — | NATIONAL OILWELL VARCO INC | 76,662 | $3.701M | 0.1% | $70.80 | — | COMMON STOCK USD.01 | 637071101 |
| O | REALTY INCOME CORP | 82,880 | $3.679M | 0.1% | $28.08 | -1.0% | REIT USD1. | 756109104 |
| — | CHUBB CORP | 38,300 | $3.644M | 0.1% | $92.75 | — | COMMON STOCK USD1. | 171232101 |
| WKC | WORLD FUEL SERVICES CORP | 75,900 | $3.639M | 0.1% | $43.26 | +21.0% | COMMON STOCK USD.01 | 981475106 |
| MAS | MASCO CORP | 136,000 | $3.627M | 0.1% | $16.70 | +21.1% | COMMON STOCK USD1. | 574599106 |
| — | CHESAPEAKE LODGING TRUST | 115,015 | $3.506M | 0.1% | $23.77 | — | REIT USD.01 | 165240102 |
| — | VALIDUS HOLDINGS LTD | 79,668 | $3.505M | 0.1% | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| — | COCA COLA ENTERPRISES | 79,800 | $3.467M | 0.1% | $39.40 | — | COMMON STOCK USD.01 | 19122T109 |
| ALL | ALLSTATE CORP | 52,728 | $3.42M | 0.1% | $53.15 | +2.2% | COMMON STOCK USD.01 | 020002101 |
| SWK | STANLEY BLACK + DECKER INC | 32,448 | $3.415M | 0.1% | $67.62 | +14.8% | COMMON STOCK USD2.5 | 854502101 |
| EAT | BRINKER INTERNATIONAL INC | 59,240 | $3.415M | 0.1% | $48.51 | 0.0% | COMMON STOCK USD.1 | 109641100 |
| — | OUTERWALL INC W/I | 44,535 | $3.39M | 0.1% | $63.43 | — | COMMON STOCK USD.001 | 690070107 |
| — | LASALLE HOTEL PROPERTIES | 94,920 | $3.366M | 0.1% | $34.41 | — | REIT USD.01 | 517942108 |
| — | HANESBRANDS INC | 98,888 | $3.295M | 0.1% | $54.09 | — | COMMON STOCK USD.01 | 410345102 |
| EVR | EVERCORE PARTNERS INC CL A | 60,606 | $3.27M | 0.1% | $40.05 | +0.9% | COMMON STOCK USD.01 | 29977A105 |
| MANH | MANHATTAN ASSOCIATES INC | 53,984 | $3.22M | 0.1% | $32.24 | +71.7% | COMMON STOCK USD.01 | 562750109 |
| NOC | NORTHROP GRUMMAN CORP | 20,280 | $3.217M | 0.1% | $134.61 | 0.0% | COMMON STOCK USD1. | 666807102 |
| — | DENTSPLY INTERNATIONAL INC | 62,361 | $3.215M | 0.1% | $51.55 | — | COMMON STOCK USD.01 | 249030107 |
| — | ADT CORP/THE | 94,302 | $3.166M | 0.1% | $38.50 | — | COMMON STOCK USD.01 | 00101J106 |
| — | JACOBS ENGINEERING GROUP INC | 77,064 | $3.13M | 0.1% | $41.15 | — | COMMON STOCK USD1. | 469814107 |
| RMD | RESMED INC | 55,370 | $3.121M | 0.1% | $56.74 | -2.4% | COMMON STOCK USD.004 | 761152107 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 49,318 | $3.106M | 0.1% | $37.66 | +19.1% | COMMON STOCK USD.01 | 203668108 |
| NEE | NEXTERA ENERGY INC | 31,460 | $3.084M | 0.1% | $15.42 | +25.1% | COMMON STOCK USD.01 | 65339F101 |
| CE | CELANESE CORP SERIES A | 42,840 | $3.079M | 0.1% | $54.29 | 0.0% | COMMON STOCK USD.0001 | 150870103 |
| TRN | TRINITY INDUSTRIES INC | 116,500 | $3.079M | 0.1% | $15.13 | +6.4% | COMMON STOCK USD.01 | 896522109 |
| TROW | T ROWE PRICE GROUP INC | 39,300 | $3.055M | 0.1% | $55.03 | +0.1% | COMMON STOCK USD.2 | 74144T108 |
| EPR | EPR PROPERTIES | 55,084 | $3.018M | 0.1% | $53.50 | — | REIT USD.01 | 26884U109 |
| — | DELEK US HOLDINGS INC | 81,364 | $2.996M | 0.1% | $36.01 | — | COMMON STOCK USD.01 | 246647101 |
| VSH | VISHAY INTERTECHNOLOGY INC | 253,451 | $2.96M | 0.1% | $11.91 | -12.0% | COMMON STOCK USD.1 | 928298108 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 167,900 | $2.953M | 0.1% | $18.61 | — | REIT USD.01 | 720190206 |
| LUV | SOUTHWEST AIRLINES CO | 89,232 | $2.953M | 0.1% | $11.86 | +191.7% | COMMON STOCK USD1. | 844741108 |
| PTC | PTC INC | 71,605 | $2.937M | 0.1% | $36.75 | +7.6% | COMMON STOCK USD.01 | 69370C100 |
| — | SCRIPPS NETWORKS INTER CL A | 44,850 | $2.932M | 0.1% | $65.37 | — | COMMON STOCK USD.01 | 811065101 |
| — | SOLARWINDS INC | 62,859 | $2.9M | 0.1% | $40.98 | — | COMMON STOCK USD.001 | 83416B109 |
| MATX | MATSON INC | 68,921 | $2.897M | 0.1% | $23.64 | +45.9% | COMMON STOCK NPV | 57686G105 |
| — | ATWOOD OCEANICS INC | 108,988 | $2.882M | 0.1% | $36.42 | — | COMMON STOCK USD1. | 050095108 |
| — | FMC TECHNOLOGIES INC | 69,100 | $2.867M | 0.1% | $41.49 | — | COMMON STOCK USD.01 | 30249U101 |
| AIZ | ASSURANT INC | 42,749 | $2.864M | 0.1% | $40.08 | +30.2% | COMMON STOCK USD.01 | 04621X108 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 54,840 | $2.858M | 0.1% | $43.44 | +19.3% | COMMON STOCK USD.0001 | 70959W103 |
| — | GENERAL MOTORS CO WTS | 177,681 | $2.852M | 0.1% | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| AVY | AVERY DENNISON CORP | 46,644 | $2.842M | 0.1% | $38.50 | +23.8% | COMMON STOCK USD1. | 053611109 |
| DAN | DANA HOLDING CORP | 137,580 | $2.831M | 0.1% | $15.90 | +9.7% | COMMON STOCK USD.01 | 235825205 |
| — | ASPEN INSURANCE HOLDINGS LTD | 58,920 | $2.822M | 0.1% | $43.03 | — | COMMON STOCK USD.001514456 | G05384105 |
| CALM | CAL MAINE FOODS INC | 53,763 | $2.806M | 0.1% | $30.41 | +17.2% | COMMON STOCK USD.01 | 128030202 |
| DLX | DELUXE CORP | 44,933 | $2.786M | 0.1% | $23.94 | +80.8% | COMMON STOCK USD1. | 248019101 |
| AMSF | AMERISAFE INC | 58,623 | $2.759M | 0.1% | $19.64 | 0.0% | COMMON STOCK USD.01 | 03071H100 |
| — | NEENAH PAPER INC | 46,701 | $2.753M | 0.1% | $40.96 | — | COMMON STOCK USD.01 | 640079109 |
| PEB | PEBBLEBROOK HOTEL TRUST | 63,246 | $2.712M | 0.1% | $31.67 | — | REIT USD.01 | 70509V100 |
| — | THIRD POINT REINSURANCE LTD | 183,512 | $2.707M | 0.1% | $16.40 | — | COMMON STOCK USD.1 | G8827U100 |
| PGR | PROGRESSIVE CORP | 96,862 | $2.696M | 0.1% | $19.50 | +3.0% | COMMON STOCK USD1. | 743315103 |
| ES | EVERSOURCE ENERGY | 58,817 | $2.671M | 0.1% | $36.21 | -7.1% | COMMON STOCK USD5.0 | 30040W108 |
| — | ICONIX BRAND GROUP INC | 106,813 | $2.667M | 0.1% | $30.27 | — | COMMON STOCK USD.001 | 451055107 |
| — | KRATON PERFORMANCE POLYMERS | 111,063 | $2.652M | 0.1% | $22.44 | — | COMMON STOCK USD.01 | 50077C106 |
| — | EXPRESS SCRIPTS HOLDING CO | 29,710 | $2.642M | 0.1% | $66.20 | — | COMMON STOCK USD.01 | 30219G108 |
| MTX | MINERALS TECHNOLOGIES INC | 38,731 | $2.639M | 0.1% | $63.07 | +5.4% | COMMON STOCK USD.1 | 603158106 |
| — | CABOT MICROELECTRONICS CORP | 55,480 | $2.614M | 0.1% | $49.96 | — | COMMON STOCK USD.001 | 12709P103 |
| — | DOW CHEMICAL CO/THE | 50,700 | $2.594M | 0.1% | $41.23 | — | COMMON STOCK USD2.5 | 260543103 |
| WT | WISDOMTREE INVESTMENTS INC | 117,900 | $2.59M | 0.1% | $17.73 | +18.9% | COMMON STOCK USD.01 | 97717P104 |
| — | RPX CORP | 151,101 | $2.554M | 0.1% | $15.32 | — | COMMON STOCK USD.0001 | 74972G103 |
| JKHY | JACK HENRY + ASSOCIATES INC | 39,090 | $2.529M | 0.1% | $57.27 | +1.9% | COMMON STOCK USD.01 | 426281101 |
| EW | EDWARDS LIFESCIENCES CORP | 17,644 | $2.513M | 0.1% | $16.56 | +36.2% | COMMON STOCK USD1. | 28176E108 |
| — | HILL ROM HOLDINGS INC | 45,943 | $2.496M | 0.1% | $39.32 | — | COMMON STOCK NPV | 431475102 |
| PLUS | EPLUS INC | 32,510 | $2.492M | 0.1% | $16.14 | +29.3% | COMMON STOCK USD.01 | 294268107 |
| RDN | RADIAN GROUP INC | 130,560 | $2.449M | 0.1% | $13.32 | +11.5% | COMMON STOCK USD.001 | 750236101 |
| VAC | MARRIOTT VACATIONS WORLD | 26,292 | $2.412M | 0.1% | $44.78 | +90.4% | COMMON STOCK USD.01 | 57164Y107 |
| KFY | KORN/FERRY INTERNATIONAL | 68,430 | $2.379M | 0.1% | $22.58 | +25.7% | COMMON STOCK USD.01 | 500643200 |
| — | SIX FLAGS ENTERTAINMENT CORP | 53,000 | $2.377M | 0.1% | $45.33 | — | COMMON STOCK | 83001A102 |
| WNC | WABASH NATIONAL CORP | 188,705 | $2.366M | 0.1% | $9.79 | +18.3% | COMMON STOCK USD.01 | 929566107 |
| — | RYLAND GROUP INC/THE | 50,391 | $2.337M | 0.1% | $39.37 | — | COMMON STOCK USD1. | 783764103 |
| MPC | MARATHON PETROLEUM CORP | 44,616 | $2.334M | 0.1% | $36.21 | +1.1% | COMMON STOCK | 56585A102 |
| CCK | CROWN HOLDINGS INC | 43,770 | $2.316M | 0.1% | $52.33 | 0.0% | COMMON STOCK USD5. | 228368106 |
| — | CALPINE CORP | 128,448 | $2.311M | 0.1% | $20.73 | — | COMMON STOCK USD.001 | 131347304 |
| SRE | SEMPRA ENERGY | 23,253 | $2.301M | 0.0% | $30.55 | +23.9% | COMMON STOCK NPV | 816851109 |
| — | STERIS CORP | 35,295 | $2.274M | 0.0% | $42.90 | — | COMMON STOCK NPV | 859152100 |
| TGNA | TEGNA INC | 70,319 | $2.255M | 0.0% | $18.83 | 0.0% | COMMON STOCK USD1.0 | 87901J105 |
| SO | SOUTHERN CO/THE | 53,742 | $2.252M | 0.0% | $27.58 | +0.7% | COMMON STOCK USD5. | 842587107 |
| ALK | ALASKA AIR GROUP INC | 34,312 | $2.211M | 0.0% | $37.31 | +58.6% | COMMON STOCK USD.01 | 011659109 |
| — | COACH INC | 63,476 | $2.197M | 0.0% | $38.96 | — | COMMON STOCK USD.01 | 189754104 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 34,973 | $2.186M | 0.0% | $20.82 | +47.3% | COMMON STOCK USD.01 | 78467J100 |
| TREE | LENDINGTREE INC | 27,791 | $2.185M | 0.0% | $56.03 | — | COMMON STOCK USD.01 | 52603B107 |
| DDS | DILLARDS INC CL A | 20,765 | $2.184M | 0.0% | $61.13 | +49.3% | COMMON STOCK NPV | 254067101 |
| — | AVAGO TECHNOLOGIES LTD | 16,224 | $2.157M | 0.0% | $132.95 | — | COMMON STOCK | Y0486S104 |
| MTRX | MATRIX SERVICE CO | 117,630 | $2.15M | 0.0% | $19.31 | +1.4% | COMMON STOCK USD.01 | 576853105 |
| COST | COSTCO WHOLESALE CORP | 15,920 | $2.15M | 0.0% | $112.35 | +7.0% | COMMON STOCK USD.005 | 22160K105 |
| AGX | ARGAN INC | 52,888 | $2.133M | 0.0% | $27.48 | 0.0% | COMMON STOCK USD.15 | 04010E109 |
| CF | CF INDUSTRIES HOLDINGS INC | 33,100 | $2.128M | 0.0% | $42.99 | +5.1% | COMMON STOCK USD.01 | 125269100 |
| — | E TRADE FINANCIAL CORP | 70,724 | $2.118M | 0.0% | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| FDP | FRESH DEL MONTE PRODUCE W/D | 54,654 | $2.113M | 0.0% | $23.15 | +36.9% | COMMON STOCK USD.01 | G36738105 |
| MTG | MGIC INVESTMENT CORP | 185,700 | $2.113M | 0.0% | $10.68 | 0.0% | COMMON STOCK USD1. | 552848103 |
| — | CORRECTIONS CORP OF AMERICA | 63,276 | $2.093M | 0.0% | $33.87 | — | REIT USD.01 | 22025Y407 |
| BK | BANK OF NEW YORK MELLON CORP | 49,686 | $2.085M | 0.0% | $32.68 | 0.0% | COMMON STOCK USD.01 | 064058100 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,638 | $2.084M | 0.0% | $18.46 | +20.3% | COMMON STOCK USD.01 | 828730200 |
| CBRE | CBRE GROUP INC A | 56,200 | $2.079M | 0.0% | $37.97 | 0.0% | COMMON STOCK USD.01 | 12504L109 |
| — | PEPCO HOLDINGS INC | 76,050 | $2.049M | 0.0% | $26.87 | — | COMMON STOCK USD.01 | 713291102 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $1.992M | 0.0% | $73.44 | — | REIT USD.01 | 84610H108 |
| — | MRC GLOBAL INC | 128,793 | $1.989M | 0.0% | $26.45 | — | COMMON STOCK USD.01 | 55345K103 |
| AMN | AMN HEALTHCARE SERVICES INC | 62,912 | $1.987M | 0.0% | $26.12 | 0.0% | COMMON STOCK USD.01 | 001744101 |
| AVT | AVNET INC | 48,297 | $1.985M | 0.0% | $29.16 | +19.1% | COMMON STOCK USD1. | 053807103 |
| — | AMSURG CORP | 28,135 | $1.968M | 0.0% | $50.05 | — | COMMON STOCK NPV | 03232P405 |
| URI | UNITED RENTALS INC | 22,308 | $1.955M | 0.0% | $92.74 | 0.0% | COMMON STOCK USD.01 | 911363109 |
| — | DSW INC CLASS A | 58,570 | $1.954M | 0.0% | $37.30 | — | COMMON STOCK NPV | 23334L102 |
| — | AVG TECHNOLOGIES | 71,487 | $1.945M | 0.0% | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| LAMR | LAMAR ADVERTISING CO A | 33,770 | $1.941M | 0.0% | $57.48 | — | REIT USD.001 | 512816109 |
| — | PGT INC | 132,712 | $1.926M | 0.0% | $9.32 | — | COMMON STOCK USD.01 | 69336V101 |
| AMWD | AMERICAN WOODMARK CORP | 34,866 | $1.912M | 0.0% | $53.23 | 0.0% | COMMON STOCK NPV | 030506109 |
| — | OMEGA PROTEIN CORP | 137,956 | $1.897M | 0.0% | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| — | TALEN ENERGY CORP | 109,900 | $1.886M | 0.0% | $17.16 | — | COMMON STOCK USD.001 | 87422J105 |
| DXCM | DEXCOM INC | 23,550 | $1.884M | 0.0% | $17.56 | 0.0% | COMMON STOCK USD.001 | 252131107 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.859M | 0.0% | $22.59 | 0.0% | COMMON STOCK USD.01 | 59001A102 |
| PPC | PILGRIM S PRIDE CORP | 79,900 | $1.835M | 0.0% | $23.75 | +4.2% | COMMON STOCK USD.01 | 72147K108 |
| — | LAZARD LTD CL A | 32,600 | $1.833M | 0.0% | $52.60 | — | MLP USD.01 | G54050102 |
| HVT | HAVERTY FURNITURE | 84,651 | $1.83M | 0.0% | $25.47 | -14.0% | COMMON STOCK USD1. | 419596101 |
| TOL | TOLL BROTHERS INC | 47,800 | $1.825M | 0.0% | $37.44 | 0.0% | COMMON STOCK USD.01 | 889478103 |
| — | WEB.COM GROUP INC | 74,115 | $1.795M | 0.0% | $26.77 | — | COMMON STOCK USD.001 | 94733A104 |
| MEI | METHODE ELECTRONICS INC | 65,122 | $1.788M | 0.0% | $30.76 | +17.8% | COMMON STOCK USD.5 | 591520200 |
| — | RETAIL OPPORTUNITY INVESTMEN | 113,593 | $1.774M | 0.0% | $13.82 | — | REIT USD.0001 | 76131N101 |
| CLX | CLOROX COMPANY | 17,035 | $1.772M | 0.0% | $64.02 | +25.0% | COMMON STOCK USD1. | 189054109 |
| — | UMPQUA HOLDINGS CORP | 97,300 | $1.75M | 0.0% | $17.99 | — | COMMON STOCK NPV | 904214103 |
| GT | GOODYEAR TIRE + RUBBER CO | 58,000 | $1.749M | 0.0% | $29.72 | 0.0% | COMMON STOCK NPV | 382550101 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 43,240 | $1.724M | 0.0% | $25.78 | -1.2% | COMMON STOCK USD.1 | 808541106 |
| TXN | TEXAS INSTRUMENTS INC | 32,549 | $1.677M | 0.0% | $39.83 | +3.6% | COMMON STOCK USD1. | 882508104 |
| — | WEBMD HEALTH CORP | 37,830 | $1.675M | 0.0% | $44.08 | — | COMMON STOCK USD.01 | 94770V102 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 40,500 | $1.656M | 0.0% | $40.89 | — | VANGUARD FTSE EMERGING MARKE | 922042858 |
| KIM | KIMCO REALTY CORP | 72,967 | $1.645M | 0.0% | $12.40 | +17.6% | REIT USD.01 | 49446R109 |
| ANIK | ANIKA THERAPEUTICS INC | 49,765 | $1.644M | 0.0% | $14.42 | +147.3% | COMMON STOCK USD.01 | 035255108 |
| — | STAPLES INC | 106,470 | $1.63M | 0.0% | $15.13 | — | COMMON STOCK USD.0006 | 855030102 |
| CTRN | CITI TRENDS INC | 66,065 | $1.599M | 0.0% | $23.11 | 0.0% | COMMON STOCK USD.01 | 17306X102 |
| BHE | BENCHMARK ELECTRONICS INC | 72,946 | $1.589M | 0.0% | $19.67 | 0.0% | COMMON STOCK USD.1 | 08160H101 |
| — | NUANCE COMMUNICATIONS INC | 90,770 | $1.589M | 0.0% | $17.51 | — | COMMON STOCK USD.001 | 67020Y100 |
| FISV | FISERV INC | 19,149 | $1.586M | 0.0% | $38.13 | +5.5% | COMMON STOCK USD.01 | 337738108 |
| AGO | ASSURED GUARANTY LTD | 65,200 | $1.564M | 0.0% | $23.19 | 0.0% | COMMON STOCK USD.01 | G0585R106 |
| — | PLUM CREEK TIMBER CO | 38,532 | $1.563M | 0.0% | $40.56 | — | REIT USD.01 | 729251108 |
| SNX | SYNNEX CORP | 21,277 | $1.557M | 0.0% | $24.24 | +45.5% | COMMON STOCK USD.001 | 87162W100 |
| BIGGQ | BIG LOTS INC | 34,270 | $1.542M | 0.0% | $35.95 | -0.9% | COMMON STOCK USD.01 | 089302103 |
| — | NABORS INDUSTRIES LTD | 106,470 | $1.536M | 0.0% | $18.66 | — | COMMON STOCK USD.001 | G6359F103 |
| IOSP | INNOSPEC INC | 33,776 | $1.521M | 0.0% | $37.43 | +3.8% | COMMON STOCK USD.01 | 45768S105 |
| IDA | IDACORP INC | 26,994 | $1.515M | 0.0% | $56.37 | +5.6% | COMMON STOCK NPV | 451107106 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 59,616 | $1.49M | 0.0% | $18.79 | +21.2% | COMMON STOCK USD.01 | 199333105 |
| — | MB FINANCIAL INC | 42,453 | $1.462M | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | WHOLE FOODS MARKET INC | 36,973 | $1.458M | 0.0% | $46.20 | — | COMMON STOCK NPV | 966837106 |
| CAH | CARDINAL HEALTH INC | 17,238 | $1.442M | 0.0% | $45.09 | +45.3% | COMMON STOCK NPV | 14149Y108 |
| FF | FUTUREFUEL CORP | 111,600 | $1.436M | 0.0% | $3.90 | -15.2% | COMMON STOCK USD.0001 | 36116M106 |
| DTE | DTE ENERGY COMPANY | 19,149 | $1.429M | 0.0% | $41.23 | +13.6% | COMMON STOCK NPV | 233331107 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 85,250 | $1.401M | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| — | HANGER INC | 59,780 | $1.401M | 0.0% | $31.46 | — | COMMON STOCK USD.01 | 41043F208 |
| — | DUNKIN BRANDS GROUP INC | 25,280 | $1.39M | 0.0% | $54.98 | — | COMMON STOCK USD.001 | 265504100 |
| — | CITRIX SYSTEMS INC | 19,773 | $1.387M | 0.0% | $67.56 | — | COMMON STOCK USD.001 | 177376100 |
| MSTR | MICROSTRATEGY INC CL A | 8,092 | $1.376M | 0.0% | $17.60 | 0.0% | COMMON STOCK USD.001 | 594972408 |
| OXM | OXFORD INDUSTRIES INC | 15,721 | $1.375M | 0.0% | $79.24 | 0.0% | COMMON STOCK USD1. | 691497309 |
| — | PIER 1 IMPORTS INC | 106,404 | $1.344M | 0.0% | $20.91 | — | COMMON STOCK USD.001 | 720279108 |
| — | BBCN BANCORP INC | 90,817 | $1.343M | 0.0% | $14.33 | — | COMMON STOCK USD.001 | 073295107 |
| WRLD | WORLD ACCEPTANCE CORP | 21,710 | $1.335M | 0.0% | $77.87 | +2.2% | COMMON STOCK NPV | 981419104 |
| NSIT | INSIGHT ENTERPRISES INC | 44,503 | $1.331M | 0.0% | $20.13 | +47.5% | COMMON STOCK USD.01 | 45765U103 |
| REX | REX AMERICAN RESOURCES CORP | 20,800 | $1.324M | 0.0% | $11.07 | -4.8% | COMMON STOCK USD.01 | 761624105 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 84,909 | $1.319M | 0.0% | $14.01 | -5.7% | COMMON STOCK USD.0001 | 910710102 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 76,037 | $1.291M | 0.0% | $12.11 | +17.5% | COMMON STOCK USD.001 | 868459108 |
| — | MYLAN NV | 19,000 | $1.289M | 0.0% | $59.33 | — | COMMON STOCK EUR.01 | N59465109 |
| HSIC | HENRY SCHEIN INC | 8,727 | $1.24M | 0.0% | $49.41 | +11.9% | COMMON STOCK USD.01 | 806407102 |
| JOE | ST JOE CO/THE | 78,780 | $1.223M | 0.0% | $16.76 | 0.0% | COMMON STOCK NPV | 790148100 |
| IDCC | INTERDIGITAL INC | 21,468 | $1.221M | 0.0% | $51.33 | +8.7% | COMMON STOCK USD.01 | 45867G101 |
| CSL | CARLISLE COS INC | 12,100 | $1.211M | 0.0% | $85.71 | 0.0% | COMMON STOCK USD1. | 142339100 |
| — | STEINER LEISURE LTD | 22,400 | $1.205M | 0.0% | $46.21 | — | COMMON STOCK USD.01 | P8744Y102 |
| FFIV | F5 NETWORKS INC | 10,000 | $1.204M | 0.0% | $122.95 | 0.0% | COMMON STOCK NPV | 315616102 |
| — | PALL CORP | 9,600 | $1.195M | 0.0% | $124.48 | — | COMMON STOCK USD.1 | 696429307 |
| EXR | EXTRA SPACE STORAGE INC | 18,278 | $1.192M | 0.0% | $26.60 | +71.7% | REIT USD.01 | 30225T102 |
| — | RITE AID CORP | 142,246 | $1.188M | 0.0% | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| — | NAVIGATORS GROUP INC | 15,050 | $1.167M | 0.0% | $76.28 | — | COMMON STOCK USD.1 | 638904102 |
| — | HEALTHCARE REALTY TRUST INC | 50,183 | $1.167M | 0.0% | $23.25 | — | REIT USD.01 | 421946104 |
| — | OWENS ILLINOIS INC | 50,700 | $1.163M | 0.0% | $22.94 | — | COMMON STOCK USD.01 | 690768403 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 24,120 | $1.152M | 0.0% | $23.82 | +78.0% | COMMON STOCK USD.001 | 64125C109 |
| LGND | LIGAND PHARMACEUTICALS | 11,400 | $1.15M | 0.0% | $37.71 | +44.7% | COMMON STOCK USD.001 | 53220K504 |
| KAI | KADANT INC | 24,340 | $1.149M | 0.0% | $33.91 | +34.1% | COMMON STOCK USD.01 | 48282T104 |
| — | MANNING + NAPIER INC | 114,832 | $1.145M | 0.0% | $15.70 | — | COMMON STOCK USD.01 | 56382Q102 |
| — | ISIS PHARMACEUTICALS INC | 19,887 | $1.144M | 0.0% | $42.38 | — | COMMON STOCK USD.001 | 464330109 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 193,270 | $1.138M | 0.0% | $5.66 | — | COMMON STOCK USD.01 | 518415104 |
| LEU | CENTRUS ENERGY CORP CLASS A | 274,757 | $1.135M | 0.0% | $51.25 | -90.7% | COMMON STOCK USD.1 | 15643U104 |
| CNC | CENTENE CORP | 13,840 | $1.113M | 0.0% | $30.07 | +19.4% | COMMON STOCK USD.001 | 15135B101 |
| ALG | ALAMO GROUP INC | 20,000 | $1.093M | 0.0% | $50.61 | +7.2% | COMMON STOCK USD.1 | 011311107 |
| — | TERRAFORM POWER INC A | 28,070 | $1.066M | 0.0% | $36.52 | — | COMMON STOCK USD.01 | 88104R100 |
| — | NEWLINK GENETICS CORP | 24,010 | $1.063M | 0.0% | $44.27 | — | COMMON STOCK USD.01 | 651511107 |
| MCD | MCDONALD S CORP | 11,154 | $1.06M | 0.0% | $70.96 | +4.5% | COMMON STOCK USD.01 | 580135101 |
| NAT | NORDIC AMERICAN TANKERS LTD | 74,107 | $1.055M | 0.0% | $12.81 | 0.0% | COMMON STOCK USD.01 | G65773106 |
| — | MICHAEL KORS HOLDINGS LTD | 25,000 | $1.052M | 0.0% | $71.22 | — | COMMON STOCK NPV | G60754101 |
| — | CALAMP CORP | 57,130 | $1.043M | 0.0% | $26.00 | — | COMMON STOCK USD.01 | 128126109 |
| ARCB | ARCBEST CORP | 32,772 | $1.042M | 0.0% | $36.83 | -11.5% | COMMON STOCK USD.01 | 03937C105 |
| — | MERITOR INC | 78,700 | $1.033M | 0.0% | $15.15 | — | COMMON STOCK USD1. | 59001K100 |
| — | GNC HOLDINGS INC CL A | 23,070 | $1.026M | 0.0% | $43.40 | — | COMMON STOCK USD.001 | 36191G107 |
| — | COWEN GROUP INC CLASS A | 159,971 | $1.024M | 0.0% | $6.40 | — | COMMON STOCK USD.01 | 223622101 |
| NBTB | N B T BANCORP INC | 38,770 | $1.015M | 0.0% | $25.14 | 0.0% | COMMON STOCK USD.01 | 628778102 |
| CNXN | PC CONNECTION INC | 40,914 | $1.012M | 0.0% | $15.71 | +42.9% | COMMON STOCK USD.01 | 69318J100 |
| — | STAMPS.COM INC | 13,684 | $1.007M | 0.0% | $73.59 | — | COMMON STOCK USD.001 | 852857200 |
| — | DEALERTRACK TECHNOLOGIES INC | 15,900 | $998K | 0.0% | $62.77 | — | COMMON STOCK USD.01 | 242309102 |
| — | MARATHON OIL CORP | 37,518 | $996K | 0.0% | $29.88 | — | COMMON STOCK USD1. | 565849106 |
| — | LUMENIS LTD B | 72,500 | $995K | 0.0% | $13.72 | — | COMMON STOCK ILS.01 | M6778Q121 |
| — | ALTERA CORP | 19,300 | $988K | 0.0% | $51.19 | — | COMMON STOCK USD.001 | 021441100 |
| — | HOME PROPERTIES INC | 13,500 | $986K | 0.0% | $73.04 | — | REIT USD.01 | 437306103 |
| — | OMNICARE INC | 10,400 | $980K | 0.0% | $59.92 | — | COMMON STOCK USD1. | 681904108 |
| PKOH | PARK OHIO HOLDINGS CORP | 19,632 | $951K | 0.0% | $43.94 | -8.4% | COMMON STOCK USD1. | 700666100 |
| WEC | WEC ENERGY GROUP INC | 20,280 | $912K | 0.0% | $33.96 | 0.0% | COMMON STOCK USD.01 | 92939U106 |
| — | GRUBHUB INC | 26,780 | $912K | 0.0% | $45.41 | — | COMMON STOCK USD.0001 | 400110102 |
| — | CELESTICA INC | 77,509 | $902K | 0.0% | $11.47 | — | COMMON STOCK NPV | 15101Q108 |
| — | JANUS CAPITAL GROUP INC | 52,468 | $898K | 0.0% | $17.19 | — | COMMON STOCK USD.01 | 47102X105 |
| — | BLUEBIRD BIO INC | 5,290 | $891K | 0.0% | $120.78 | — | COMMON STOCK USD.01 | 09609G100 |
| — | HIBBETT SPORTS INC | 18,780 | $875K | 0.0% | $48.46 | — | COMMON STOCK USD.01 | 428567101 |
| GATX | GATX CORP | 16,400 | $872K | 0.0% | $45.65 | -3.2% | COMMON STOCK USD.625 | 361448103 |
| — | LIBERTY VENTURES SER A | 22,200 | $872K | 0.0% | $42.02 | — | COMMON STOCK USD.01 | 53071M880 |
| WD | WALKER + DUNLOP INC | 32,416 | $867K | 0.0% | $13.60 | +33.7% | COMMON STOCK | 93148P102 |
| PRAA | PRA GROUP INC | 13,700 | $854K | 0.0% | $57.61 | 0.0% | COMMON STOCK USD.01 | 69354N106 |
| — | IBERIABANK CORP | 12,500 | $853K | 0.0% | $68.24 | — | COMMON STOCK USD1. | 450828108 |
| VTR | VENTAS INC | 13,679 | $849K | 0.0% | $49.60 | -1.4% | REIT USD.25 | 92276F100 |
| — | ACORDA THERAPEUTICS INC | 25,384 | $846K | 0.0% | $32.99 | — | COMMON STOCK USD.001 | 00484M106 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $843K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | DEPOMED INC | 39,200 | $841K | 0.0% | $21.45 | — | COMMON STOCK NPV | 249908104 |
| — | CATAMARAN CORP | 13,500 | $825K | 0.0% | $61.11 | — | COMMON STOCK NPV | 148887102 |
| — | POLYPORE INTERNATIONAL INC | 13,700 | $820K | 0.0% | $59.85 | — | COMMON STOCK USD.01 | 73179V103 |
| EFA | ISHARES MSCI EAFE ETF | 12,900 | $819K | 0.0% | $65.40 | — | ISHARES MSCI EAFE ETF | 464287465 |
| — | HOSPIRA INC | 9,200 | $816K | 0.0% | $88.70 | — | COMMON STOCK USD.01 | 441060100 |
| BELFB | BEL FUSE INC CL B | 39,450 | $810K | 0.0% | $18.19 | -1.0% | COMMON STOCK USD.1 | 077347300 |
| — | SIGMA ALDRICH | 5,800 | $808K | 0.0% | $139.31 | — | COMMON STOCK USD1. | 826552101 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $807K | 0.0% | $75.06 | -39.6% | COMMON STOCK USD.01 | 204166102 |
| — | INFORMATICA CORP | 16,600 | $805K | 0.0% | $35.65 | — | COMMON STOCK USD.001 | 45666Q102 |
| — | ASSOCIATED ESTATES REALTY CP | 28,000 | $802K | 0.0% | $28.64 | — | REIT NPV | 045604105 |
| — | IGATE CORP | 16,800 | $801K | 0.0% | $47.68 | — | COMMON STOCK USD.01 | 45169U105 |
| — | DUPONT FABROS TECHNOLOGY | 26,905 | $792K | 0.0% | $25.56 | — | REIT USD.001 | 26613Q106 |
| — | ORBITZ WORLDWIDE INC | 68,300 | $780K | 0.0% | $11.42 | — | COMMON STOCK USD.01 | 68557K109 |
| — | QUALITY DISTRIBUTION INC | 50,400 | $779K | 0.0% | $15.46 | — | COMMON STOCK NPV | 74756M102 |
| ENS | ENERSYS | 11,071 | $778K | 0.0% | $42.79 | +44.4% | COMMON STOCK USD.01 | 29275Y102 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 14,819 | $769K | 0.0% | $38.70 | +29.4% | COMMON STOCK USD.01 | 800422107 |
| NDAQ | NASDAQ OMX GROUP/THE | 15,300 | $747K | 0.0% | $9.11 | +54.9% | COMMON STOCK USD.01 | 631103108 |
| OSUR | ORASURE TECHNOLOGIES INC | 138,360 | $746K | 0.0% | $7.01 | -11.9% | COMMON STOCK USD.000001 | 68554V108 |
| — | STONE ENERGY CORP | 57,500 | $724K | 0.0% | $13.41 | — | COMMON STOCK USD.01 | 861642106 |
| — | ESSENDANT INC | 18,433 | $723K | 0.0% | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| — | RAYTHEON COMPANY | 7,500 | $718K | 0.0% | $95.73 | — | COMMON STOCK USD.01 | 755111507 |
| — | SUCAMPO PHARMACEUTICALS CL A | 43,542 | $715K | 0.0% | $16.42 | — | COMMON STOCK USD.01 | 864909106 |
| AMKR | AMKOR TECHNOLOGY INC | 118,500 | $709K | 0.0% | $7.58 | -11.3% | COMMON STOCK USD.001 | 031652100 |
| — | NORTHERN OIL AND GAS INC | 100,464 | $680K | 0.0% | $13.38 | — | COMMON STOCK USD.001 | 665531109 |
| NVR | NVR INC | 500 | $670K | 0.0% | $1349.27 | 0.0% | COMMON STOCK USD.01 | 62944T105 |
| CPS | COOPER STANDARD HOLDING | 10,659 | $655K | 0.0% | $59.86 | +4.1% | COMMON STOCK USD.001 | 21676P103 |
| — | ALON USA ENERGY INC | 33,345 | $630K | 0.0% | $14.66 | — | COMMON STOCK USD.01 | 020520102 |
| — | FRANCESCAS HOLDINGS CORP | 46,465 | $626K | 0.0% | $16.70 | — | COMMON STOCK USD.01 | 351793104 |
| — | ANN INC | 12,800 | $618K | 0.0% | $48.28 | — | COMMON STOCK USD.0068 | 035623107 |
| — | BANKRATE INC | 58,229 | $611K | 0.0% | $11.40 | — | COMMON STOCK USD.01 | 06647F102 |
| — | ADVENT SOFTWARE INC | 13,800 | $610K | 0.0% | $44.20 | — | COMMON STOCK USD.01 | 007974108 |
| — | CLICKSOFTWARE TECHNOLOGIES | 48,300 | $607K | 0.0% | $12.57 | — | COMMON STOCK ILS.02 | M25082104 |
| — | INTERSECT ENT INC | 21,020 | $602K | 0.0% | $18.56 | — | COMMON STOCK USD.001 | 46071F103 |
| — | K12 INC | 47,592 | $602K | 0.0% | $18.60 | — | COMMON STOCK USD.0001 | 48273U102 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 17,490 | $599K | 0.0% | $16.60 | 0.0% | COMMON STOCK NPV | 82312B106 |
| — | CLECO CORPORATION | 11,100 | $598K | 0.0% | $53.87 | — | COMMON STOCK USD1. | 12561W105 |
| MHO | M/I HOMES INC | 23,950 | $591K | 0.0% | $22.75 | +4.6% | COMMON STOCK USD.01 | 55305B101 |
| ENTA | ENANTA PHARMACEUTICALS INC | 13,128 | $591K | 0.0% | $38.90 | 0.0% | COMMON STOCK USD.01 | 29251M106 |
| — | CLOVIS ONCOLOGY INC | 6,703 | $589K | 0.0% | $64.04 | — | COMMON STOCK USD.001 | 189464100 |
| — | CAMBREX CORP | 13,360 | $587K | 0.0% | $39.60 | — | COMMON STOCK USD.1 | 132011107 |
| ANIP | ANI PHARMACEUTICALS INC | 9,330 | $579K | 0.0% | $44.09 | +35.0% | COMMON STOCK USD.0001 | 00182C103 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 25,100 | $577K | 0.0% | $17.16 | +25.1% | COMMON STOCK USD.0001 | 42727J102 |
| AAP | ADVANCE AUTO PARTS INC | 3,566 | $568K | 0.0% | $130.15 | +2.7% | COMMON STOCK USD.0001 | 00751Y106 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 10,321 | $567K | 0.0% | $54.94 | — | COMMON STOCK USD.01 | 049164205 |
| — | GUESS? INC | 29,545 | $566K | 0.0% | $19.16 | — | COMMON STOCK USD.01 | 401617105 |
| — | CYNOSURE INC A | 14,663 | $566K | 0.0% | $27.86 | — | COMMON STOCK USD.001 | 232577205 |
| CMP | COMPASS MINERALS INTERNATION | 6,800 | $559K | 0.0% | $65.22 | -2.8% | COMMON STOCK USD.01 | 20451N101 |
| PVH | PVH CORP | 4,810 | $554K | 0.0% | $106.87 | 0.0% | COMMON STOCK USD1. | 693656100 |
| — | EMC INS GROUP INC | 21,680 | $544K | 0.0% | $33.80 | — | COMMON STOCK USD1. | 268664109 |
| — | MULTI FINELINE ELECTRONIX IN | 24,842 | $543K | 0.0% | $21.86 | — | COMMON STOCK USD.0001 | 62541B101 |
| MOV | MOVADO GROUP INC | 19,849 | $539K | 0.0% | $40.35 | -28.6% | COMMON STOCK USD.01 | 624580106 |
| NFLX | NETFLIX INC | 800 | $526K | 0.0% | $8.37 | 0.0% | COMMON STOCK USD.001 | 64110L106 |
| — | SAGENT PHARMACEUTICALS INC | 21,652 | $526K | 0.0% | $24.29 | — | COMMON STOCK USD.01 | 786692103 |
| SYNA | SYNAPTICS INC | 6,050 | $525K | 0.0% | $75.51 | +20.9% | COMMON STOCK USD.001 | 87157D109 |
| FIX | COMFORT SYSTEMS USA INC | 22,840 | $524K | 0.0% | $15.60 | +31.2% | COMMON STOCK USD.01 | 199908104 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $518K | 0.0% | $9.18 | +20.6% | COMMON STOCK USD1. | 31983A103 |
| MCRI | MONARCH CASINO + RESORT INC | 25,084 | $516K | 0.0% | $13.67 | +44.1% | COMMON STOCK USD.01 | 609027107 |
| — | MARLIN BUSINESS SERVICES INC | 30,446 | $514K | 0.0% | $18.77 | — | COMMON STOCK USD.01 | 571157106 |
| — | SPEEDWAY MOTORSPORTS INC | 21,990 | $498K | 0.0% | $22.74 | — | COMMON STOCK USD.01 | 847788106 |
| — | PERICOM SEMICONDUCTOR CORP | 37,628 | $495K | 0.0% | $13.16 | — | COMMON STOCK NPV | 713831105 |
| ESPR | ESPERION THERAPEUTICS INC | 6,041 | $494K | 0.0% | $64.53 | +51.7% | COMMON STOCK USD.001 | 29664W105 |
| — | GANNETT CO INC | 35,159 | $492K | 0.0% | $13.99 | — | COMMON STOCK | 36473H104 |
| — | CELLDEX THERAPEUTICS INC | 19,402 | $489K | 0.0% | $17.84 | — | COMMON STOCK USD.001 | 15117B103 |
| PIPR | PIPER JAFFRAY COS | 11,180 | $488K | 0.0% | $54.32 | -8.1% | COMMON STOCK USD.01 | 724078100 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 25,710 | $477K | 0.0% | $15.37 | — | COMMON STOCK USD.001 | 018680306 |
| QRVO | QORVO INC | 5,831 | $468K | 0.0% | $71.21 | +8.9% | COMMON STOCK USD.0001 | 74736K101 |
| — | QUESTAR CORP | 22,060 | $461K | 0.0% | $23.84 | — | COMMON STOCK NPV | 748356102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 2,517 | $443K | 0.0% | $112.42 | +59.8% | COMMON STOCK USD.0001 | G50871105 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $427K | 0.0% | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| — | CASCADE MICROTECH INC | 27,330 | $416K | 0.0% | $14.62 | — | COMMON STOCK USD.01 | 147322101 |
| — | FREESCALE SEMICONDUCTOR LTD | 10,300 | $412K | 0.0% | $40.00 | — | COMMON STOCK USD.01 | G3727Q101 |
| — | DRESSER RAND GROUP INC | 4,800 | $409K | 0.0% | $85.21 | — | COMMON STOCK USD.01 | 261608103 |
| — | BASIC ENERGY SERVICES INC | 53,400 | $403K | 0.0% | $27.41 | — | COMMON STOCK USD.01 | 06985P100 |
| — | CEPHEID INC | 6,481 | $396K | 0.0% | $61.10 | — | COMMON STOCK NPV | 15670R107 |
| — | VOXX INTERNATIONAL CORP | 47,308 | $392K | 0.0% | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| — | ABIOMED INC | 5,907 | $388K | 0.0% | $65.68 | — | COMMON STOCK USD.01 | 003654100 |
| HCI | HCI GROUP INC | 8,769 | $388K | 0.0% | $44.84 | 0.0% | COMMON STOCK NPV | 40416E103 |
| — | PS BUSINESS PARKS INC/CA | 5,270 | $380K | 0.0% | $83.11 | — | REIT USD.01 | 69360J107 |
| — | ENDOCYTE INC | 72,204 | $375K | 0.0% | $6.34 | — | COMMON STOCK | 29269A102 |
| — | PICO HOLDINGS INC | 25,222 | $371K | 0.0% | $22.59 | — | COMMON STOCK USD.001 | 693366205 |
| MPT | MEDICAL PROPERTIES TRUST INC | 27,290 | $358K | 0.0% | $14.73 | — | REIT USD.001 | 58463J304 |
| THR | THERMON GROUP HOLDINGS INC | 14,810 | $356K | 0.0% | $22.99 | +2.1% | COMMON STOCK USD.001 | 88362T103 |
| — | SWIFT TRANSPORTATION CO | 15,420 | $350K | 0.0% | $24.09 | — | COMMON STOCK USD.001 | 87074U101 |
| — | CAI INTERNATIONAL INC | 16,571 | $341K | 0.0% | $23.46 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | STEMLINE THERAPEUTICS INC | 28,410 | $334K | 0.0% | $14.24 | — | COMMON STOCK USD.0001 | 85858C107 |
| — | ANGLOGOLD ASHANTI SPON ADR | 34,482 | $309K | 0.0% | $14.71 | — | ADR NPV | 035128206 |
| KW | KENNEDY WILSON HOLDINGS INC | 12,200 | $300K | 0.0% | $26.49 | -3.4% | COMMON STOCK USD.0001 | 489398107 |
| CHD | CHURCH + DWIGHT CO INC | 3,190 | $259K | 0.0% | $36.05 | +0.9% | COMMON STOCK USD1. | 171340102 |
| — | THOMPSON CREEK METALS CO INC | 316,386 | $259K | 0.0% | $2.81 | — | COMMON STOCK NPV | 884768102 |
| AMG | AFFILIATED MANAGERS GROUP | 1,068 | $233K | 0.0% | $197.79 | +8.8% | COMMON STOCK USD.01 | 008252108 |
| — | ALEXION PHARMACEUTICALS INC | 1,150 | $208K | 0.0% | $180.87 | — | COMMON STOCK USD.0001 | 015351109 |
| OHI | OMEGA HEALTHCARE INVESTORS | 5,240 | $180K | 0.0% | $34.35 | — | REIT USD.1 | 681936100 |
| SIG | SIGNET JEWELERS LTD | 1,220 | $156K | 0.0% | $103.36 | +5.8% | COMMON STOCK USD.18 | G81276100 |
| — | ROWAN COMPANIES PLC A | 6,660 | $141K | 0.0% | $21.17 | — | COMMON STOCK USD.125 | G7665A101 |
| KODK | EASTMAN KODAK CO | 8,026 | $135K | 0.0% | $25.80 | -26.3% | COMMON STOCK USD.01 | 277461406 |
| — | HCC INSURANCE HOLDINGS INC | 1,150 | $88,000 | 0.0% | $76.52 | — | COMMON STOCK USD1. | 404132102 |
| — | EASTMAN KODAK CO | 2,771 | $11,000 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $10,000 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| QUAD | QUAD GRAPHICS INC | 144 | $3,000 | 0.0% | $21.65 | -2.7% | COMMON STOCK USD.025 | 747301109 |
| — | VERSO CORP | 1,245 | $1,000 | 0.0% | $0.80 | — | COMMON STOCK USD.01 | 92531L108 |