Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Oct 23, 2015
Total Value: $3.957B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $481M | 12.1% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S+P 500 ETF | 725,000 | $127M | 3.2% | $175.71 | — | VANGUARD S+P 500 ETF | 922908363 |
| AAPL | APPLE INC | 669,223 | $73.81M | 1.9% | $18.70 | +40.5% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 1,316,679 | $58.28M | 1.5% | $32.77 | +18.8% | COMMON STOCK USD.00000625 | 594918104 |
| JPM | JPMORGAN CHASE + CO | 834,112 | $50.86M | 1.3% | $39.86 | +24.5% | COMMON STOCK USD1.0 | 46625H100 |
| EEM | ISHARES MSCI EMERGING MARKETS | 1,524,669 | $49.98M | 1.3% | $39.73 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| C | CITIGROUP INC | 953,302 | $47.29M | 1.2% | $37.58 | +8.5% | COMMON STOCK USD.01 | 172967424 |
| PFE | PFIZER INC | 1,485,306 | $46.65M | 1.2% | $16.86 | +22.2% | COMMON STOCK USD.05 | 717081103 |
| CSCO | CISCO SYSTEMS INC | 1,546,039 | $40.58M | 1.0% | $15.79 | +23.9% | COMMON STOCK USD.001 | 17275R102 |
| GILD | GILEAD SCIENCES INC | 405,977 | $39.86M | 1.0% | $63.58 | +21.9% | COMMON STOCK USD.001 | 375558103 |
| CMCSA | COMCAST CORP CLASS A | 609,689 | $34.68M | 0.9% | $20.38 | +14.6% | COMMON STOCK USD.01 | 20030N101 |
| DIS | WALT DISNEY CO/THE | 326,547 | $33.37M | 0.8% | $60.57 | +64.7% | COMMON STOCK USD.01 | 254687106 |
| AIG | AMERICAN INTERNATIONAL GROUP | 545,740 | $31.01M | 0.8% | $37.22 | +26.8% | COMMON STOCK USD2.5 | 026874784 |
| MRK | MERCK + CO. INC. | 616,737 | $30.46M | 0.8% | $30.94 | +24.1% | COMMON STOCK USD.5 | 58933Y105 |
| ORCL | ORACLE CORP | 841,558 | $30.4M | 0.8% | $28.69 | +14.7% | COMMON STOCK USD.01 | 68389X105 |
| PG | PROCTER + GAMBLE CO/THE | 412,930 | $29.71M | 0.8% | $57.30 | -1.7% | COMMON STOCK | 742718109 |
| SLB | SCHLUMBERGER LTD | 424,141 | $29.25M | 0.7% | $61.13 | -3.6% | COMMON STOCK USD.01 | 806857108 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,402,339 | $29.1M | 0.7% | $20.57 | — | ADR | 874039100 |
| CVX | CHEVRON CORP | 363,291 | $28.66M | 0.7% | $70.84 | -24.0% | COMMON STOCK USD.75 | 166764100 |
| XOM | EXXON MOBIL CORP | 362,557 | $26.96M | 0.7% | $51.58 | -4.8% | COMMON STOCK NPV | 30231G102 |
| OXY | OCCIDENTAL PETROLEUM CORP | 407,340 | $26.95M | 0.7% | $58.46 | -12.2% | COMMON STOCK USD.2 | 674599105 |
| WFC | WELLS FARGO + CO | 520,040 | $26.7M | 0.7% | $34.25 | +19.9% | COMMON STOCK USD1.666 | 949746101 |
| DAL | DELTA AIR LINES INC | 585,639 | $26.28M | 0.7% | $22.46 | +76.1% | COMMON STOCK USD.0001 | 247361702 |
| EWH | ISHARES MSCI HONG KONG ETF | 1,332,076 | $25.47M | 0.6% | $19.72 | — | ISHARES MSCI HONG KONG ETF | 464286871 |
| COF | CAPITAL ONE FINANCIAL CORP | 347,980 | $25.24M | 0.6% | $57.03 | +16.7% | COMMON STOCK USD.01 | 14040H105 |
| VZ | VERIZON COMMUNICATIONS INC | 569,102 | $24.76M | 0.6% | $26.37 | +2.4% | COMMON STOCK USD.1 | 92343V104 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 1,381,725 | $24.76M | 0.6% | $22.02 | — | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| — | ALLERGAN PLC | 90,957 | $24.72M | 0.6% | $303.46 | — | COMMON STOCK USD.0033 | G0177J108 |
| ALV | AUTOLIV INC | 224,620 | $24.49M | 0.6% | $61.56 | -3.5% | COMMON STOCK USD1. | 052800109 |
| — | ISHARES MSCI JAPAN ETF | 2,110,984 | $24.13M | 0.6% | $12.53 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| NTES | NETEASE INC ADR | 200,824 | $24.12M | 0.6% | $128.62 | — | ADR USD.0001 | 64110W102 |
| UNP | UNION PACIFIC CORP | 268,472 | $23.74M | 0.6% | $77.20 | -6.5% | COMMON STOCK USD2.5 | 907818108 |
| — | CELGENE CORP | 216,955 | $23.47M | 0.6% | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| AMZN | AMAZON.COM INC | 45,308 | $23.19M | 0.6% | $23.51 | +7.5% | COMMON STOCK USD.01 | 023135106 |
| GS | GOLDMAN SACHS GROUP INC | 133,146 | $23.14M | 0.6% | $141.63 | +12.2% | COMMON STOCK USD.01 | 38141G104 |
| — | RYANAIR HOLDINGS PLC SP ADR | 287,753 | $22.53M | 0.6% | $76.04 | — | ADR | 783513104 |
| TGT | TARGET CORP | 276,602 | $21.76M | 0.5% | $58.04 | +1.0% | COMMON STOCK USD.0833 | 87612E106 |
| CVS | CVS HEALTH CORP | 224,510 | $21.66M | 0.5% | $54.13 | +43.7% | COMMON STOCK USD.01 | 126650100 |
| T | AT+T INC | 662,887 | $21.6M | 0.5% | $12.04 | +1.9% | COMMON STOCK USD1. | 00206R102 |
| HD | HOME DEPOT INC | 186,448 | $21.53M | 0.5% | $76.55 | +18.2% | COMMON STOCK USD.05 | 437076102 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,069,250 | $21.45M | 0.5% | $6.99 | — | ADR NPV | 151290889 |
| MET | METLIFE INC | 453,943 | $21.4M | 0.5% | $29.04 | +13.3% | COMMON STOCK USD.01 | 59156R108 |
| KO | COCA COLA CO/THE | 533,052 | $21.39M | 0.5% | $27.46 | +5.0% | COMMON STOCK USD.25 | 191216100 |
| — | AETNA INC | 191,114 | $20.91M | 0.5% | $116.74 | — | COMMON STOCK USD.01 | 00817Y108 |
| JNJ | JOHNSON + JOHNSON | 216,428 | $20.2M | 0.5% | $62.75 | +15.5% | COMMON STOCK USD1. | 478160104 |
| MDT | MEDTRONIC PLC | 292,009 | $19.55M | 0.5% | $58.10 | -1.9% | COMMON STOCK USD.1 | G5960L103 |
| — | HEWLETT PACKARD CO | 762,877 | $19.54M | 0.5% | $32.38 | — | COMMON STOCK USD.01 | 428236103 |
| — | HESS CORP | 371,313 | $18.59M | 0.5% | $62.67 | — | COMMON STOCK USD1. | 42809H107 |
| GD | GENERAL DYNAMICS CORP | 130,376 | $17.98M | 0.5% | $109.99 | +5.0% | COMMON STOCK USD1. | 369550108 |
| PEP | PEPSICO INC | 187,917 | $17.72M | 0.4% | $65.52 | +6.1% | COMMON STOCK USD.017 | 713448108 |
| HCA | HCA HOLDINGS INC | 222,612 | $17.22M | 0.4% | $55.42 | +48.5% | COMMON STOCK USD.01 | 40412C101 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 410,486 | $17.19M | 0.4% | $34.03 | 0.0% | COMMON STOCK NPV | 609207105 |
| — | GENERAL ELECTRIC CO | 673,011 | $16.97M | 0.4% | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| PM | PHILIP MORRIS INTERNATIONAL | 213,696 | $16.95M | 0.4% | $48.71 | +0.4% | COMMON STOCK NPV | 718172109 |
| PNC | PNC FINANCIAL SERVICES GROUP | 186,445 | $16.63M | 0.4% | $54.13 | +25.0% | COMMON STOCK USD5. | 693475105 |
| HON | HONEYWELL INTERNATIONAL INC | 175,392 | $16.61M | 0.4% | $73.33 | 0.0% | COMMON STOCK USD1. | 438516106 |
| AZO | AUTOZONE INC | 22,161 | $16.04M | 0.4% | $637.30 | +11.2% | COMMON STOCK USD.01 | 053332102 |
| IBN | ICICI BANK LTD SPON ADR | 1,870,738 | $15.68M | 0.4% | $10.65 | — | ADR | 45104G104 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 119,634 | $15.6M | 0.4% | $134.50 | +1.9% | COMMON STOCK USD.0033 | 084670702 |
| NWL | NEWELL RUBBERMAID INC | 386,235 | $15.34M | 0.4% | $18.14 | +53.3% | COMMON STOCK USD1. | 651229106 |
| — | ACE LTD | 146,695 | $15.17M | 0.4% | $103.40 | — | COMMON STOCK CHF24.77 | H0023R105 |
| CL | COLGATE PALMOLIVE CO | 238,891 | $15.16M | 0.4% | $52.97 | -3.2% | COMMON STOCK USD1. | 194162103 |
| V | VISA INC CLASS A SHARES | 217,112 | $15.12M | 0.4% | $62.10 | +6.9% | COMMON STOCK USD.0001 | 92826C839 |
| INTC | INTEL CORP | 495,475 | $14.93M | 0.4% | $20.11 | +12.5% | COMMON STOCK USD.001 | 458140100 |
| — | BROCADE COMMUNICATIONS SYS | 1,438,647 | $14.93M | 0.4% | $11.64 | — | COMMON STOCK USD.001 | 111621306 |
| TXT | TEXTRON INC | 393,887 | $14.83M | 0.4% | $32.17 | +26.9% | COMMON STOCK USD.125 | 883203101 |
| NTAP | NETAPP INC | 499,797 | $14.79M | 0.4% | $27.55 | -14.2% | COMMON STOCK USD.001 | 64110D104 |
| — | US CONCRETE INC | 303,630 | $14.51M | 0.4% | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| SBUX | STARBUCKS CORP | 252,436 | $14.35M | 0.4% | $39.05 | +16.1% | COMMON STOCK USD.001 | 855244109 |
| META | FACEBOOK INC A | 159,043 | $14.3M | 0.4% | $77.12 | +18.2% | COMMON STOCK USD.000006 | 30303M102 |
| DG | DOLLAR GENERAL CORP | 197,289 | $14.29M | 0.4% | $62.04 | +7.7% | COMMON STOCK USD.875 | 256677105 |
| USB | US BANCORP | 347,464 | $14.25M | 0.4% | $22.71 | +31.3% | COMMON STOCK USD.01 | 902973304 |
| UNH | UNITEDHEALTH GROUP INC | 122,329 | $14.19M | 0.4% | $86.57 | +16.9% | COMMON STOCK USD.01 | 91324P102 |
| AMGN | AMGEN INC | 97,694 | $13.51M | 0.3% | $106.60 | +9.0% | COMMON STOCK USD.0001 | 031162100 |
| TX | TERNIUM SA SPONSORED ADR | 1,072,996 | $13.19M | 0.3% | $23.38 | — | ADR USD1. | 880890108 |
| RS | RELIANCE STEEL + ALUMINUM | 231,351 | $12.49M | 0.3% | $68.47 | -14.5% | COMMON STOCK NPV | 759509102 |
| AAL | AMERICAN AIRLINES GROUP INC | 312,753 | $12.14M | 0.3% | $35.57 | +10.0% | COMMON STOCK | 02376R102 |
| TRV | TRAVELERS COS INC/THE | 119,034 | $11.85M | 0.3% | $75.23 | +8.1% | COMMON STOCK NPV | 89417E109 |
| NKE | NIKE INC CL B | 95,423 | $11.73M | 0.3% | $46.78 | +6.0% | COMMON STOCK USD1.0 | 654106103 |
| IBM | INTL BUSINESS MACHINES CORP | 80,044 | $11.6M | 0.3% | $104.68 | -8.9% | COMMON STOCK USD.2 | 459200101 |
| BAC | BANK OF AMERICA CORP | 742,441 | $11.57M | 0.3% | $12.64 | +6.4% | COMMON STOCK USD.01 | 060505104 |
| VRSN | VERISIGN INC | 163,662 | $11.55M | 0.3% | $54.22 | +24.6% | COMMON STOCK USD.001 | 92343E102 |
| INDA | ISHARES MSCI INDIA ETF | 404,019 | $11.54M | 0.3% | $30.31 | — | ISHARES MSCI INDIA ETF | 46429B598 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 270,006 | $11.38M | 0.3% | $25.17 | +12.8% | COMMON STOCK NPV | 744573106 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 1,894,529 | $11.29M | 0.3% | $11.59 | — | ADR | 204448104 |
| LYB | LYONDELLBASELL INDU CL A | 135,276 | $11.28M | 0.3% | $42.27 | +17.9% | COMMON STOCK | N53745100 |
| — | RAYTHEON COMPANY | 102,355 | $11.18M | 0.3% | $108.27 | — | COMMON STOCK USD.01 | 755111507 |
| SPG | SIMON PROPERTY GROUP INC | 60,563 | $11.13M | 0.3% | $100.21 | +8.5% | REIT USD.0001 | 828806109 |
| — | FOOT LOCKER INC | 153,700 | $11.06M | 0.3% | $41.74 | — | COMMON STOCK USD.01 | 344849104 |
| — | UNITED TECHNOLOGIES CORP | 123,160 | $10.96M | 0.3% | $109.72 | — | COMMON STOCK USD1. | 913017109 |
| — | WYNDHAM WORLDWIDE CORP | 152,080 | $10.94M | 0.3% | $69.29 | — | COMMON STOCK USD.01 | 98310W108 |
| LOW | LOWE S COS INC | 158,184 | $10.9M | 0.3% | $44.61 | +27.6% | COMMON STOCK USD.5 | 548661107 |
| — | INGERSOLL RAND PLC | 209,860 | $10.65M | 0.3% | $64.97 | — | COMMON STOCK USD1. | G47791101 |
| VLO | VALERO ENERGY CORP | 176,172 | $10.59M | 0.3% | $30.71 | +37.3% | COMMON STOCK USD.01 | 91913Y100 |
| F | FORD MOTOR CO | 779,436 | $10.58M | 0.3% | $8.82 | -7.6% | COMMON STOCK USD.01 | 345370860 |
| ARW | ARROW ELECTRONICS INC | 190,800 | $10.55M | 0.3% | $48.15 | +15.3% | COMMON STOCK USD1. | 042735100 |
| BEN | FRANKLIN RESOURCES INC | 278,374 | $10.37M | 0.3% | $31.89 | -16.9% | COMMON STOCK USD.1 | 354613101 |
| — | DOW CHEMICAL CO W/D | 241,415 | $10.24M | 0.3% | $42.15 | — | COMMON STOCK USD2.5 | 260543103 |
| WMT | WAL MART STORES INC | 157,170 | $10.19M | 0.3% | $22.30 | -15.2% | COMMON STOCK USD.1 | 931142103 |
| — | DR PEPPER SNAPPLE GROUP INC | 127,664 | $10.09M | 0.3% | $63.18 | — | COMMON STOCK USD.01 | 26138E109 |
| — | CIGNA CORP | 73,511 | $9.925M | 0.3% | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| INGR | INGREDION INC | 113,600 | $9.918M | 0.3% | $76.49 | +12.1% | COMMON STOCK USD.01 | 457187102 |
| — | DELPHI AUTOMOTIVE PLC | 127,941 | $9.729M | 0.2% | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| WDC | WESTERN DIGITAL CORP | 121,390 | $9.643M | 0.2% | $41.61 | +22.4% | COMMON STOCK USD.01 | 958102105 |
| NRG | NRG ENERGY INC | 645,733 | $9.589M | 0.2% | $22.37 | -29.4% | COMMON STOCK USD.01 | 629377508 |
| PH | PARKER HANNIFIN CORP | 95,427 | $9.285M | 0.2% | $98.94 | -7.4% | COMMON STOCK USD.5 | 701094104 |
| AMT | AMERICAN TOWER CORP | 105,240 | $9.259M | 0.2% | $73.98 | -1.4% | REIT USD.01 | 03027X100 |
| — | BAKER HUGHES INC | 177,563 | $9.24M | 0.2% | $47.93 | — | COMMON STOCK USD1. | 057224107 |
| — | LEVEL 3 COMMUNICATIONS INC | 211,422 | $9.237M | 0.2% | $21.35 | — | COMMON STOCK USD.01 | 52729N308 |
| MOS | MOSAIC CO/THE | 286,453 | $8.912M | 0.2% | $42.01 | -20.1% | COMMON STOCK USD.01 | 61945C103 |
| FDX | FEDEX CORP | 61,553 | $8.862M | 0.2% | $109.84 | +24.1% | COMMON STOCK USD.1 | 31428X106 |
| — | JACOBS ENGINEERING GROUP INC | 231,550 | $8.667M | 0.2% | $38.67 | — | COMMON STOCK USD1. | 469814107 |
| MMM | 3M CO | 60,086 | $8.518M | 0.2% | $88.43 | -1.0% | COMMON STOCK USD.01 | 88579Y101 |
| ELV | ANTHEM INC | 60,840 | $8.518M | 0.2% | $106.21 | +22.3% | COMMON STOCK USD.01 | 036752103 |
| — | SCRIPPS NETWORKS INTER CL A | 173,100 | $8.515M | 0.2% | $53.38 | — | COMMON STOCK USD.01 | 811065101 |
| ETR | ENTERGY CORP | 130,700 | $8.509M | 0.2% | $21.85 | +3.1% | COMMON STOCK USD.01 | 29364G103 |
| — | QUINTILES TRANSNATIONAL HOLD | 120,300 | $8.369M | 0.2% | $61.56 | — | COMMON STOCK USD.01 | 74876Y101 |
| LEN | LENNAR CORP A | 173,500 | $8.351M | 0.2% | $43.06 | +3.6% | COMMON STOCK USD.1 | 526057104 |
| MO | ALTRIA GROUP INC | 152,724 | $8.308M | 0.2% | $27.01 | 0.0% | COMMON STOCK USD.333 | 02209S103 |
| EG | EVEREST RE GROUP LTD | 47,365 | $8.21M | 0.2% | $124.60 | +16.6% | COMMON STOCK USD.01 | G3223R108 |
| — | BED BATH + BEYOND INC | 143,865 | $8.203M | 0.2% | $67.22 | — | COMMON STOCK USD.01 | 075896100 |
| BDX | BECTON DICKINSON AND CO | 61,222 | $8.122M | 0.2% | $85.44 | +39.6% | COMMON STOCK USD1. | 075887109 |
| ESNT | ESSENT GROUP LTD | 315,500 | $7.84M | 0.2% | $20.71 | +18.7% | COMMON STOCK USD.015 | G3198U102 |
| NDAQ | NASDAQ INC | 146,082 | $7.791M | 0.2% | $13.92 | +4.0% | COMMON STOCK USD.01 | 631103108 |
| CCK | CROWN HOLDINGS INC | 166,900 | $7.636M | 0.2% | $49.20 | -2.3% | COMMON STOCK USD5. | 228368106 |
| SNA | SNAP ON INC | 50,000 | $7.547M | 0.2% | $90.49 | +38.9% | COMMON STOCK USD1. | 833034101 |
| COR | AMERISOURCEBERGEN CORP | 78,078 | $7.417M | 0.2% | $66.09 | +17.3% | COMMON STOCK USD.01 | 03073E105 |
| SYK | STRYKER CORP | 78,430 | $7.38M | 0.2% | $83.78 | +4.9% | COMMON STOCK USD.1 | 863667101 |
| AIZ | ASSURANT INC | 93,300 | $7.372M | 0.2% | $51.23 | +18.4% | COMMON STOCK USD.01 | 04621X108 |
| — | LIBERTY INTERACTIVE CORP Q A | 278,600 | $7.308M | 0.2% | $28.16 | — | TRACKING STK USD.01 | 53071M104 |
| PB | PROSPERITY BANCSHARES INC | 148,350 | $7.285M | 0.2% | $37.37 | +5.3% | COMMON STOCK USD1. | 743606105 |
| — | HOLLYFRONTIER CORP | 148,600 | $7.258M | 0.2% | $43.03 | — | COMMON STOCK USD.01 | 436106108 |
| ALK | ALASKA AIR GROUP INC | 90,912 | $7.223M | 0.2% | $57.89 | +21.5% | COMMON STOCK USD.01 | 011659109 |
| — | LAM RESEARCH CORP | 110,444 | $7.215M | 0.2% | $65.33 | — | COMMON STOCK USD.001 | 512807108 |
| — | FXCM INC | 9,200,000 | $7.176M | 0.2% | $0.78 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| CAT | CATERPILLAR INC | 108,904 | $7.118M | 0.2% | $68.75 | -14.0% | COMMON STOCK USD1. | 149123101 |
| — | EXPRESS SCRIPTS HOLDING CO | 87,781 | $7.107M | 0.2% | $75.97 | — | COMMON STOCK USD.01 | 30219G108 |
| AES | AES CORP | 722,600 | $7.074M | 0.2% | $8.52 | -3.7% | COMMON STOCK USD.01 | 00130H105 |
| AOS | SMITH (A.O.) CORP | 108,300 | $7.06M | 0.2% | $25.20 | +14.6% | COMMON STOCK USD1. | 831865209 |
| EL | ESTEE LAUDER COMPANIES CL A | 86,190 | $6.954M | 0.2% | $61.49 | +19.3% | COMMON STOCK USD.01 | 518439104 |
| KR | KROGER CO | 192,660 | $6.949M | 0.2% | $21.89 | +37.9% | COMMON STOCK USD1. | 501044101 |
| BA | BOEING CO/THE | 51,714 | $6.772M | 0.2% | $126.16 | -2.2% | COMMON STOCK USD5. | 097023105 |
| CRUS | CIRRUS LOGIC INC | 213,111 | $6.715M | 0.2% | $27.76 | +10.3% | COMMON STOCK USD.001 | 172755100 |
| DHR | DANAHER CORP W/D | 78,256 | $6.668M | 0.2% | $36.01 | 0.0% | COMMON STOCK USD.01 | 235851102 |
| TSN | TYSON FOODS INC CL A | 153,418 | $6.612M | 0.2% | $31.42 | +6.0% | COMMON STOCK USD.1 | 902494103 |
| — | HOSPITALITY PROPERTIES TRUST | 256,800 | $6.569M | 0.2% | $29.11 | — | REIT USD.01 | 44106M102 |
| — | AMERICA MOVIL SPN ADR CL L | 385,575 | $6.381M | 0.2% | $21.74 | — | ADR NPV | 02364W105 |
| RHI | ROBERT HALF INTL INC | 124,479 | $6.368M | 0.2% | $54.26 | -0.8% | COMMON STOCK USD.001 | 770323103 |
| MAS | MASCO CORP | 249,800 | $6.29M | 0.2% | $19.11 | +15.1% | COMMON STOCK USD1. | 574599106 |
| MS | MORGAN STANLEY | 198,845 | $6.264M | 0.2% | $23.85 | +14.3% | COMMON STOCK USD.01 | 617446448 |
| PKG | PACKAGING CORP OF AMERICA | 103,509 | $6.227M | 0.2% | $49.55 | -1.3% | COMMON STOCK USD.01 | 695156109 |
| — | JUNIPER NETWORKS INC | 238,290 | $6.126M | 0.2% | $23.38 | — | COMMON STOCK USD.00001 | 48203R104 |
| ADM | ARCHER DANIELS MIDLAND CO | 147,726 | $6.123M | 0.2% | $29.64 | +13.1% | COMMON STOCK NPV | 039483102 |
| — | MENTOR GRAPHICS CORP | 247,262 | $6.09M | 0.2% | $20.60 | — | COMMON STOCK NPV | 587200106 |
| JBL | JABIL CIRCUIT INC | 271,870 | $6.082M | 0.2% | $18.12 | +0.8% | COMMON STOCK USD.001 | 466313103 |
| — | ASPEN TECHNOLOGY INC | 157,118 | $5.956M | 0.2% | $38.77 | — | COMMON STOCK USD.1 | 045327103 |
| ABBV | ABBVIE INC | 108,498 | $5.903M | 0.1% | $41.03 | +3.6% | COMMON STOCK USD.01 | 00287Y109 |
| — | EZCORP INC | 8,250,000 | $5.888M | 0.1% | $0.71 | — | SR UNSECURED 06/19 2.625 | 302301AB2 |
| HOLX | HOLOGIC INC | 149,751 | $5.86M | 0.1% | $26.67 | +48.7% | COMMON STOCK USD.01 | 436440101 |
| EMN | EASTMAN CHEMICAL CO | 89,962 | $5.822M | 0.1% | $53.35 | -1.1% | COMMON STOCK USD.01 | 277432100 |
| — | COCA COLA ENTERPRISES | 118,730 | $5.741M | 0.1% | $42.33 | — | COMMON STOCK USD.01 | 19122T109 |
| SNPS | SYNOPSYS INC | 122,900 | $5.676M | 0.1% | $35.52 | +38.2% | COMMON STOCK USD.01 | 871607107 |
| — | TECH DATA CORP | 80,800 | $5.535M | 0.1% | $68.50 | — | COMMON STOCK USD.0015 | 878237106 |
| CAR | AVIS BUDGET GROUP INC | 126,400 | $5.521M | 0.1% | $44.92 | -8.3% | COMMON STOCK USD.01 | 053774105 |
| CPA | COPA HOLDINGS SA CLASS A | 131,527 | $5.515M | 0.1% | $90.76 | -49.2% | COMMON STOCK NPV | P31076105 |
| WOR | WORTHINGTON INDUSTRIES | 207,604 | $5.497M | 0.1% | $19.13 | -14.8% | COMMON STOCK NPV | 981811102 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 112,440 | $5.435M | 0.1% | $41.96 | — | COMMON STOCK USD.01 | 848574109 |
| GM | GENERAL MOTORS CO | 178,567 | $5.361M | 0.1% | $25.04 | -3.5% | COMMON STOCK USD.01 | 37045V100 |
| ROK | ROCKWELL AUTOMATION INC | 52,500 | $5.327M | 0.1% | $93.35 | -1.0% | COMMON STOCK USD1. | 773903109 |
| — | SUNTRUST BANKS INC | 138,966 | $5.314M | 0.1% | $41.07 | — | COMMON STOCK USD1. | 867914103 |
| ENR | ENERGIZER HOLDINGS INC | 136,600 | $5.288M | 0.1% | $28.77 | 0.0% | COMMON STOCK | 29272W109 |
| KSS | KOHLS CORP | 114,130 | $5.285M | 0.1% | $58.69 | -4.2% | COMMON STOCK USD.01 | 500255104 |
| PSA | PUBLIC STORAGE | 24,621 | $5.211M | 0.1% | $110.44 | +22.5% | REIT USD.1 | 74460D109 |
| PHM | PULTEGROUP INC | 274,800 | $5.185M | 0.1% | $15.66 | +14.1% | COMMON STOCK USD.01 | 745867101 |
| JLL | JONES LANG LASALLE INC | 35,938 | $5.167M | 0.1% | $120.61 | +32.2% | COMMON STOCK USD.01 | 48020Q107 |
| CDW | CDW CORP/DE | 126,260 | $5.159M | 0.1% | $32.01 | +4.8% | COMMON STOCK USD.01 | 12514G108 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 97,016 | $5.087M | 0.1% | $62.25 | -5.9% | COMMON STOCK NPV | 533900106 |
| EIX | EDISON INTERNATIONAL | 80,422 | $5.072M | 0.1% | $39.30 | 0.0% | COMMON STOCK NPV | 281020107 |
| ALSN | ALLISON TRANSMISSION HOLDING | 189,600 | $5.06M | 0.1% | $24.10 | 0.0% | COMMON STOCK USD.01 | 01973R101 |
| AEP | AMERICAN ELECTRIC POWER | 88,844 | $5.052M | 0.1% | $38.45 | 0.0% | COMMON STOCK USD6.5 | 025537101 |
| D | DOMINION RESOURCES INC/VA | 70,980 | $4.996M | 0.1% | $40.35 | +11.4% | COMMON STOCK NPV | 25746U109 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 58,827 | $4.981M | 0.1% | $48.55 | +28.2% | REIT USD.01 | 015271109 |
| PKX | POSCO SPON ADR | 141,738 | $4.964M | 0.1% | $65.47 | — | ADR | 693483109 |
| VYX | NCR CORPORATION | 218,020 | $4.96M | 0.1% | $17.61 | -5.4% | COMMON STOCK USD.01 | 62886E108 |
| HOG | HARLEY DAVIDSON INC | 89,312 | $4.903M | 0.1% | $57.11 | -1.2% | COMMON STOCK USD.01 | 412822108 |
| MD | MEDNAX INC | 63,800 | $4.899M | 0.1% | $53.35 | +51.3% | COMMON STOCK USD.01 | 58502B106 |
| — | L 3 COMMUNICATIONS HOLDINGS | 46,644 | $4.875M | 0.1% | $111.26 | — | COMMON STOCK USD.01 | 502424104 |
| WLY | WILEY (JOHN) + SONS CLASS A | 96,600 | $4.833M | 0.1% | $37.93 | 0.0% | COMMON STOCK USD1. | 968223206 |
| — | CRANE CO | 103,300 | $4.815M | 0.1% | $67.76 | — | COMMON STOCK USD1. | 224399105 |
| — | COMPUTER SCIENCES CORP | 78,078 | $4.792M | 0.1% | $60.68 | — | COMMON STOCK USD1. | 205363104 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 44,100 | $4.725M | 0.1% | $76.86 | +21.8% | COMMON STOCK USD.01 | 446413106 |
| — | CR BARD INC | 25,350 | $4.723M | 0.1% | $186.31 | — | COMMON STOCK USD.25 | 067383109 |
| BPOP | POPULAR INC | 155,300 | $4.695M | 0.1% | $22.55 | 0.0% | COMMON STOCK USD.01 | 733174700 |
| CINF | CINCINNATI FINANCIAL CORP | 87,200 | $4.691M | 0.1% | $40.22 | 0.0% | COMMON STOCK USD2. | 172062101 |
| GLW | CORNING INC | 273,780 | $4.687M | 0.1% | $14.56 | -6.4% | COMMON STOCK USD.5 | 219350105 |
| EWBC | EAST WEST BANCORP INC | 119,500 | $4.591M | 0.1% | $28.12 | +18.4% | COMMON STOCK USD.001 | 27579R104 |
| — | CAMERON INTERNATIONAL CORP | 74,138 | $4.546M | 0.1% | $61.32 | — | COMMON STOCK USD.01 | 13342B105 |
| DUK | DUKE ENERGY CORP | 62,921 | $4.527M | 0.1% | $46.00 | +2.6% | COMMON STOCK USD.001 | 26441C204 |
| — | EMC CORP/MA | 187,100 | $4.52M | 0.1% | $27.07 | — | COMMON STOCK USD.01 | 268648102 |
| — | LEGG MASON INC | 108,000 | $4.494M | 0.1% | $41.61 | — | COMMON STOCK USD.1 | 524901105 |
| — | AIRGAS INC | 50,300 | $4.493M | 0.1% | $89.32 | — | COMMON STOCK USD.01 | 009363102 |
| — | WHOLE FOODS MARKET INC | 141,820 | $4.489M | 0.1% | $35.45 | — | COMMON STOCK NPV | 966837106 |
| ACN | ACCENTURE PLC CL A | 45,630 | $4.484M | 0.1% | $76.02 | +10.2% | COMMON STOCK USD.0000225 | G1151C101 |
| DHI | DR HORTON INC | 151,236 | $4.44M | 0.1% | $20.37 | +28.9% | COMMON STOCK USD.01 | 23331A109 |
| EAT | BRINKER INTERNATIONAL INC | 83,600 | $4.403M | 0.1% | $48.21 | -1.5% | COMMON STOCK USD.1 | 109641100 |
| MHK | MOHAWK INDUSTRIES INC | 23,856 | $4.337M | 0.1% | $198.07 | 0.0% | COMMON STOCK USD.01 | 608190104 |
| — | HSN INC | 75,450 | $4.319M | 0.1% | $56.19 | — | COMMON STOCK USD.01 | 404303109 |
| CE | CELANESE CORP SERIES A | 72,200 | $4.272M | 0.1% | $53.35 | -2.6% | COMMON STOCK USD.0001 | 150870103 |
| — | LANNETT CO INC | 102,261 | $4.246M | 0.1% | $55.67 | — | COMMON STOCK USD.001 | 516012101 |
| HRB | H+R BLOCK INC | 117,100 | $4.239M | 0.1% | $22.90 | 0.0% | COMMON STOCK NPV | 093671105 |
| IP | INTERNATIONAL PAPER CO | 110,526 | $4.177M | 0.1% | $27.10 | +0.2% | COMMON STOCK USD1. | 460146103 |
| STLD | STEEL DYNAMICS INC | 239,567 | $4.116M | 0.1% | $14.65 | +6.1% | COMMON STOCK USD.005 | 858119100 |
| — | DYNEGY INC | 198,402 | $4.101M | 0.1% | $24.19 | — | COMMON STOCK USD.01 | 26817R108 |
| EXPE | EXPEDIA INC | 34,476 | $4.057M | 0.1% | $69.69 | +56.6% | COMMON STOCK USD.001 | 30212P303 |
| — | NUANCE COMMUNICATIONS INC | 245,300 | $4.016M | 0.1% | $16.79 | — | COMMON STOCK USD.001 | 67020Y100 |
| O | REALTY INCOME CORP | 82,880 | $3.928M | 0.1% | $28.08 | -1.1% | REIT USD1. | 756109104 |
| PLD | PROLOGIS INC | 100,452 | $3.908M | 0.1% | $30.31 | -4.9% | REIT USD.01 | 74340W103 |
| BBY | BEST BUY CO INC | 105,030 | $3.899M | 0.1% | $23.54 | 0.0% | COMMON STOCK USD.1 | 086516101 |
| AN | AUTONATION INC | 66,800 | $3.886M | 0.1% | $61.28 | -0.7% | COMMON STOCK USD.01 | 05329W102 |
| EFX | EQUIFAX INC | 39,546 | $3.843M | 0.1% | $90.00 | 0.0% | COMMON STOCK USD1.25 | 294429105 |
| — | ENSCO PLC CL A | 272,300 | $3.834M | 0.1% | $36.18 | — | COMMON STOCK USD.1 | G3157S106 |
| — | AMERICAN CAMPUS COMMUNITIES | 105,534 | $3.825M | 0.1% | $37.27 | — | REIT USD.01 | 024835100 |
| — | MANITOWOC COMPANY INC | 254,415 | $3.816M | 0.1% | $21.96 | — | COMMON STOCK USD.01 | 563571108 |
| — | VIACOM INC CLASS B | 88,000 | $3.797M | 0.1% | $65.43 | — | COMMON STOCK USD.001 | 92553P201 |
| CBRL | CRACKER BARREL OLD COUNTRY | 25,724 | $3.789M | 0.1% | $76.64 | +24.5% | COMMON STOCK USD.01 | 22410J106 |
| — | SBA COMMUNICATIONS CORP CL A | 36,100 | $3.781M | 0.1% | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| MTG | MGIC INVESTMENT CORP | 399,500 | $3.699M | 0.1% | $10.64 | -0.4% | COMMON STOCK USD1. | 552848103 |
| NEE | NEXTERA ENERGY INC | 37,518 | $3.66M | 0.1% | $16.07 | +21.0% | COMMON STOCK USD.01 | 65339F101 |
| — | HRG GROUP INC | 309,000 | $3.625M | 0.1% | $12.48 | — | COMMON STOCK USD.01 | 40434J100 |
| UGI | UGI CORP | 103,200 | $3.593M | 0.1% | $30.12 | +15.9% | COMMON STOCK NPV | 902681105 |
| — | VALIDUS HOLDINGS LTD | 79,668 | $3.591M | 0.1% | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| RLJ | RLJ LODGING TRUST | 141,544 | $3.577M | 0.1% | $24.19 | — | REIT | 74965L101 |
| CTAS | CINTAS CORP | 41,575 | $3.565M | 0.1% | $15.22 | +26.0% | COMMON STOCK NPV | 172908105 |
| RMD | RESMED INC | 68,300 | $3.481M | 0.1% | $54.98 | -13.7% | COMMON STOCK USD.004 | 761152107 |
| MU | MICRON TECHNOLOGY INC | 231,820 | $3.473M | 0.1% | $29.25 | -42.6% | COMMON STOCK USD.1 | 595112103 |
| PTC | PTC INC | 109,300 | $3.469M | 0.1% | $36.41 | -1.7% | COMMON STOCK USD.01 | 69370C100 |
| UTHR | UNITED THERAPEUTICS CORP | 26,400 | $3.465M | 0.1% | $101.01 | +58.8% | COMMON STOCK USD.01 | 91307C102 |
| TRN | TRINITY INDUSTRIES INC | 152,800 | $3.464M | 0.1% | $14.78 | -7.4% | COMMON STOCK USD.01 | 896522109 |
| GAP | GAP INC/THE | 119,652 | $3.41M | 0.1% | $27.71 | -14.1% | COMMON STOCK USD.05 | 364760108 |
| — | AMTRUST FINANCIAL SERVICES | 53,400 | $3.363M | 0.1% | $62.98 | — | COMMON STOCK USD.01 | 032359309 |
| PII | POLARIS INDUSTRIES INC | 27,700 | $3.32M | 0.1% | $135.73 | 0.0% | COMMON STOCK USD.01 | 731068102 |
| GT | GOODYEAR TIRE + RUBBER CO | 113,000 | $3.314M | 0.1% | $29.87 | +0.5% | COMMON STOCK NPV | 382550101 |
| MTX | MINERALS TECHNOLOGIES INC | 68,720 | $3.31M | 0.1% | $59.69 | -7.3% | COMMON STOCK USD.1 | 603158106 |
| — | NAVISTAR INTERNATIONAL CORP | 258,384 | $3.287M | 0.1% | $32.35 | — | COMMON STOCK USD.1 | 63934E108 |
| ACM | AECOM | 117,800 | $3.241M | 0.1% | $30.68 | -9.0% | COMMON STOCK USD.01 | 00766T100 |
| — | GENERAL MOTORS CO WTS | 156,801 | $3.196M | 0.1% | $24.56 | — | CALL EXP 10JUL16 | 37045V118 |
| — | AVAGO TECHNOLOGIES LTD | 25,350 | $3.169M | 0.1% | $130.09 | — | COMMON STOCK | Y0486S104 |
| — | DENTSPLY INTERNATIONAL INC | 62,361 | $3.154M | 0.1% | $51.55 | — | COMMON STOCK USD.01 | 249030107 |
| RNR | RENAISSANCERE HOLDINGS LTD | 29,500 | $3.136M | 0.1% | $104.95 | 0.0% | COMMON STOCK USD1. | G7496G103 |
| PNW | PINNACLE WEST CAPITAL | 48,800 | $3.13M | 0.1% | $36.76 | +10.7% | COMMON STOCK NPV | 723484101 |
| TROW | T ROWE PRICE GROUP INC | 44,400 | $3.086M | 0.1% | $54.57 | -6.6% | COMMON STOCK USD.2 | 74144T108 |
| — | BIOMED REALTY TRUST INC | 154,400 | $3.085M | 0.1% | $19.98 | — | REIT USD.01 | 09063H107 |
| TXN | TEXAS INSTRUMENTS INC | 61,871 | $3.064M | 0.1% | $38.36 | -4.3% | COMMON STOCK USD1. | 882508104 |
| EPR | EPR PROPERTIES | 58,927 | $3.039M | 0.1% | $53.37 | — | REIT USD.01 | 26884U109 |
| ES | EVERSOURCE ENERGY | 58,817 | $2.977M | 0.1% | $36.21 | -7.0% | COMMON STOCK USD5.0 | 30040W108 |
| TJX | TJX COMPANIES INC | 41,444 | $2.96M | 0.1% | $30.34 | 0.0% | COMMON STOCK USD1. | 872540109 |
| SANM | SANMINA CORP | 137,171 | $2.931M | 0.1% | $22.47 | -10.2% | COMMON STOCK USD.01 | 801056102 |
| WM | WASTE MANAGEMENT INC | 58,812 | $2.929M | 0.1% | $40.84 | 0.0% | COMMON STOCK USD.01 | 94106L109 |
| AMSF | AMERISAFE INC | 58,623 | $2.915M | 0.1% | $19.64 | +7.7% | COMMON STOCK USD.01 | 03071H100 |
| JKHY | JACK HENRY + ASSOCIATES INC | 41,700 | $2.903M | 0.1% | $57.49 | +5.5% | COMMON STOCK USD.01 | 426281101 |
| GATX | GATX CORP | 65,500 | $2.892M | 0.1% | $40.53 | -4.2% | COMMON STOCK USD.625 | 361448103 |
| PGR | PROGRESSIVE CORP | 94,302 | $2.889M | 0.1% | $19.50 | +14.2% | COMMON STOCK USD1. | 743315103 |
| CAG | CONAGRA FOODS INC | 71,200 | $2.884M | 0.1% | $17.38 | +34.8% | COMMON STOCK USD5. | 205887102 |
| EBAY | EBAY INC | 117,585 | $2.874M | 0.1% | $20.99 | +14.0% | COMMON STOCK USD.001 | 278642103 |
| SO | SOUTHERN CO/THE | 63,882 | $2.856M | 0.1% | $27.70 | +2.3% | COMMON STOCK USD5. | 842587107 |
| — | RED HAT INC | 39,562 | $2.844M | 0.1% | $71.89 | — | COMMON STOCK USD.0001 | 756577102 |
| MATX | MATSON INC | 73,791 | $2.84M | 0.1% | $24.23 | +34.7% | COMMON STOCK NPV | 57686G105 |
| — | IAC/INTERACTIVECORP | 43,300 | $2.826M | 0.1% | $73.91 | — | COMMON STOCK USD.001 | 44919P508 |
| — | ADT CORP/THE | 94,302 | $2.82M | 0.1% | $38.50 | — | COMMON STOCK USD.01 | 00101J106 |
| MUR | MURPHY OIL CORP | 116,265 | $2.814M | 0.1% | $34.58 | -37.8% | COMMON STOCK USD1. | 626717102 |
| BIGGQ | BIG LOTS INC | 58,250 | $2.791M | 0.1% | $35.22 | -2.9% | COMMON STOCK USD.01 | 089302103 |
| CALM | CAL MAINE FOODS INC | 50,371 | $2.751M | 0.1% | $30.41 | +28.6% | COMMON STOCK USD.01 | 128030202 |
| PLUS | EPLUS INC | 34,755 | $2.748M | 0.1% | $16.33 | +17.3% | COMMON STOCK USD.01 | 294268107 |
| — | ASPEN INSURANCE HOLDINGS LTD | 58,920 | $2.738M | 0.1% | $43.03 | — | COMMON STOCK USD.001514456 | G05384105 |
| AMCX | AMC NETWORKS INC A | 37,300 | $2.729M | 0.1% | $77.23 | 0.0% | COMMON STOCK | 00164V103 |
| WKC | WORLD FUEL SERVICES CORP | 75,900 | $2.717M | 0.1% | $43.26 | -3.8% | COMMON STOCK USD.01 | 981475106 |
| — | WESTERN REFINING INC | 61,474 | $2.712M | 0.1% | $43.54 | — | COMMON STOCK USD.01 | 959319104 |
| LUV | SOUTHWEST AIRLINES CO | 70,980 | $2.7M | 0.1% | $11.86 | +175.9% | COMMON STOCK USD1. | 844741108 |
| — | ANACOR PHARMACEUTICALS INC | 22,902 | $2.696M | 0.1% | $117.72 | — | COMMON STOCK USD.001 | 032420101 |
| BIIB | BIOGEN INC | 9,191 | $2.682M | 0.1% | $305.19 | +8.2% | COMMON STOCK USD.0005 | 09062X103 |
| RDN | RADIAN GROUP INC | 167,775 | $2.669M | 0.1% | $13.64 | +8.2% | COMMON STOCK USD.001 | 750236101 |
| OHI | OMEGA HEALTHCARE INVESTORS | 75,800 | $2.664M | 0.1% | $35.09 | — | REIT USD.1 | 681936100 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 54,840 | $2.656M | 0.1% | $43.44 | +18.0% | COMMON STOCK USD.0001 | 70959W103 |
| MTRX | MATRIX SERVICE CO | 117,630 | $2.643M | 0.1% | $19.31 | +4.8% | COMMON STOCK USD.01 | 576853105 |
| AVY | AVERY DENNISON CORP | 46,644 | $2.639M | 0.1% | $38.50 | +29.2% | COMMON STOCK USD1. | 053611109 |
| WCC | WESCO INTERNATIONAL INC | 55,100 | $2.56M | 0.1% | $71.97 | -21.8% | COMMON STOCK USD.01 | 95082P105 |
| SEE | SEALED AIR CORP | 54,249 | $2.543M | 0.1% | $43.36 | 0.0% | COMMON STOCK USD.1 | 81211K100 |
| MKSI | MKS INSTRUMENTS INC | 74,845 | $2.51M | 0.1% | $28.16 | +12.2% | COMMON STOCK NPV | 55306N104 |
| DLX | DELUXE CORP | 44,933 | $2.505M | 0.1% | $23.94 | +66.6% | COMMON STOCK USD1. | 248019101 |
| CDNS | CADENCE DESIGN SYS INC | 120,200 | $2.486M | 0.1% | $14.98 | +36.0% | COMMON STOCK USD.01 | 127387108 |
| PCAR | PACCAR INC | 47,400 | $2.473M | 0.1% | $27.08 | 0.0% | COMMON STOCK USD1. | 693718108 |
| EVR | EVERCORE PARTNERS INC CL A | 48,959 | $2.46M | 0.1% | $40.05 | +9.0% | COMMON STOCK USD.01 | 29977A105 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 34,973 | $2.45M | 0.1% | $20.82 | +62.1% | COMMON STOCK USD.01 | 78467J100 |
| QCOM | QUALCOMM INC | 45,262 | $2.432M | 0.1% | $44.14 | 0.0% | COMMON STOCK USD.0001 | 747525103 |
| INTU | INTUIT INC | 27,378 | $2.43M | 0.1% | $93.80 | -4.7% | COMMON STOCK USD.01 | 461202103 |
| — | STEINER LEISURE LTD | 38,100 | $2.407M | 0.1% | $53.20 | — | COMMON STOCK USD.01 | P8744Y102 |
| SRE | SEMPRA ENERGY | 24,843 | $2.403M | 0.1% | $30.86 | +14.8% | COMMON STOCK NPV | 816851109 |
| — | HILL ROM HOLDINGS INC | 45,943 | $2.389M | 0.1% | $39.32 | — | COMMON STOCK NPV | 431475102 |
| — | GOVERNMENT PROPERTIES INCOME | 148,455 | $2.375M | 0.1% | $23.47 | — | REIT USD.01 | 38376A103 |
| ALL | ALLSTATE CORP | 40,560 | $2.362M | 0.1% | $53.15 | -6.4% | COMMON STOCK USD.01 | 020002101 |
| MANH | MANHATTAN ASSOCIATES INC | 37,894 | $2.361M | 0.1% | $32.24 | +93.4% | COMMON STOCK USD.01 | 562750109 |
| NOC | NORTHROP GRUMMAN CORP | 14,196 | $2.356M | 0.1% | $134.61 | +5.2% | COMMON STOCK USD1. | 666807102 |
| — | GENERAL MOTORS CO WTS | 177,681 | $2.349M | 0.1% | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| M | MACY S INC | 45,630 | $2.342M | 0.1% | $50.61 | +23.9% | COMMON STOCK USD.01 | 55616P104 |
| SPY | SPDR S+P 500 ETF TRUST | 12,150 | $2.328M | 0.1% | $193.67 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | STERIS CORP | 35,295 | $2.293M | 0.1% | $42.90 | — | COMMON STOCK NPV | 859152100 |
| THG | HANOVER INSURANCE GROUP INC/ | 29,300 | $2.277M | 0.1% | $59.00 | 0.0% | COMMON STOCK USD.01 | 410867105 |
| SWK | STANLEY BLACK + DECKER INC | 23,322 | $2.262M | 0.1% | $67.62 | +16.6% | COMMON STOCK USD2.5 | 854502101 |
| AMWD | AMERICAN WOODMARK CORP | 34,866 | $2.262M | 0.1% | $53.23 | +18.8% | COMMON STOCK NPV | 030506109 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 40,300 | $2.231M | 0.1% | $44.82 | 0.0% | COMMON STOCK USD.01 | 11133T103 |
| — | AMSURG CORP | 28,135 | $2.186M | 0.1% | $50.05 | — | COMMON STOCK NPV | 03232P405 |
| DAN | DANA HOLDING CORP | 137,580 | $2.185M | 0.1% | $15.90 | -8.0% | COMMON STOCK USD.01 | 235825205 |
| — | LAZARD LTD CL A | 50,200 | $2.174M | 0.1% | $49.34 | — | MLP USD.01 | G54050102 |
| TRMK | TRUSTMARK CORP | 93,800 | $2.173M | 0.1% | $17.19 | 0.0% | COMMON STOCK NPV | 898402102 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $2.161M | 0.1% | $73.44 | — | REIT USD.01 | 84610H108 |
| FDP | FRESH DEL MONTE PRODUCE W/D | 54,654 | $2.159M | 0.1% | $23.15 | +38.2% | COMMON STOCK USD.01 | G36738105 |
| — | CABOT MICROELECTRONICS CORP | 55,480 | $2.149M | 0.1% | $49.96 | — | COMMON STOCK USD.001 | 12709P103 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,638 | $2.139M | 0.1% | $18.46 | +24.0% | COMMON STOCK USD.01 | 828730200 |
| LLY | ELI LILLY + CO | 25,350 | $2.122M | 0.1% | $70.47 | 0.0% | COMMON STOCK NPV | 532457108 |
| FAF | FIRST AMERICAN FINANCIAL | 54,300 | $2.122M | 0.1% | $28.11 | 0.0% | COMMON STOCK USD.00001 | 31847R102 |
| — | ST JUDE MEDICAL INC | 33,462 | $2.111M | 0.1% | $63.09 | — | COMMON STOCK USD.1 | 790849103 |
| — | RETAIL OPPORTUNITY INVESTMEN | 127,159 | $2.103M | 0.1% | $14.11 | — | REIT USD.0001 | 76131N101 |
| — | LEUCADIA NATIONAL CORP | 103,526 | $2.097M | 0.1% | $26.40 | — | COMMON STOCK USD1. | 527288104 |
| — | RPX CORP | 151,101 | $2.073M | 0.1% | $15.32 | — | COMMON STOCK USD.0001 | 74972G103 |
| LNC | LINCOLN NATIONAL CORP | 43,602 | $2.069M | 0.1% | $36.15 | +0.8% | COMMON STOCK NPV | 534187109 |
| AVT | AVNET INC | 48,297 | $2.061M | 0.1% | $29.16 | +13.0% | COMMON STOCK USD1. | 053807103 |
| — | RYLAND GROUP INC/THE | 50,391 | $2.057M | 0.1% | $39.37 | — | COMMON STOCK USD1.0 | 783764103 |
| — | NATIONAL OILWELL VARCO INC | 54,200 | $2.041M | 0.1% | $70.80 | — | COMMON STOCK USD.01 | 637071101 |
| — | SANDERSON FARMS INC | 29,352 | $2.013M | 0.1% | $82.94 | — | COMMON STOCK USD1. | 800013104 |
| WNC | WABASH NATIONAL CORP | 188,705 | $1.998M | 0.1% | $9.79 | +4.4% | COMMON STOCK USD.01 | 929566107 |
| HVT | HAVERTY FURNITURE | 84,651 | $1.988M | 0.1% | $25.47 | -9.8% | COMMON STOCK USD1. | 419596101 |
| PYPL | PAYPAL HOLDINGS INC | 63,660 | $1.976M | 0.0% | $35.85 | 0.0% | COMMON STOCK USD.0001 | 70450Y103 |
| LSTR | LANDSTAR SYSTEM INC | 31,100 | $1.974M | 0.0% | $63.47 | — | COMMON STOCK USD.01 | 515098101 |
| ZD | J2 GLOBAL INC | 27,690 | $1.962M | 0.0% | $44.25 | +36.9% | COMMON STOCK USD.01 | 48123V102 |
| HTH | HILLTOP HOLDINGS INC | 98,200 | $1.945M | 0.0% | $21.04 | +1.7% | COMMON STOCK USD.01 | 432748101 |
| — | CITRIX SYSTEMS INC | 28,073 | $1.945M | 0.0% | $68.07 | — | COMMON STOCK USD.001 | 177376100 |
| — | PERICOM SEMICONDUCTOR CORP | 106,126 | $1.937M | 0.0% | $16.44 | — | COMMON STOCK NPV | 713831105 |
| — | NEENAH PAPER INC | 33,224 | $1.936M | 0.0% | $40.96 | — | COMMON STOCK USD.01 | 640079109 |
| ABT | ABBOTT LABORATORIES | 47,658 | $1.917M | 0.0% | $34.09 | +13.8% | COMMON STOCK NPV | 002824100 |
| — | MEDIVATION INC | 45,000 | $1.913M | 0.0% | $42.51 | — | COMMON STOCK USD.01 | 58501N101 |
| VAC | MARRIOTT VACATIONS WORLD | 27,889 | $1.9M | 0.0% | $46.71 | +68.2% | COMMON STOCK USD.01 | 57164Y107 |
| STZ | CONSTELLATION BRANDS INC A | 15,109 | $1.892M | 0.0% | $106.05 | 0.0% | COMMON STOCK USD.01 | 21036P108 |
| AMN | AMN HEALTHCARE SERVICES INC | 62,912 | $1.888M | 0.0% | $26.12 | +26.4% | COMMON STOCK USD.01 | 001744101 |
| — | CALPINE CORP | 128,448 | $1.875M | 0.0% | $20.73 | — | COMMON STOCK USD.001 | 131347304 |
| KFY | KORN/FERRY INTERNATIONAL | 56,270 | $1.861M | 0.0% | $22.58 | +30.4% | COMMON STOCK USD.01 | 500643200 |
| — | POST PROPERTIES INC | 31,900 | $1.859M | 0.0% | $58.28 | — | REIT USD.01 | 737464107 |
| — | PEPCO HOLDINGS INC | 76,050 | $1.842M | 0.0% | $26.87 | — | COMMON STOCK USD.01 | 713291102 |
| — | COACH INC | 63,476 | $1.836M | 0.0% | $38.96 | — | COMMON STOCK USD.01 | 189754104 |
| AGX | ARGAN INC | 52,888 | $1.834M | 0.0% | $27.48 | +7.4% | COMMON STOCK USD.15 | 04010E109 |
| CBRE | CBRE GROUP INC A | 56,200 | $1.798M | 0.0% | $37.97 | -6.6% | COMMON STOCK USD.01 | 12504L109 |
| KIM | KIMCO REALTY CORP | 72,967 | $1.783M | 0.0% | $12.40 | +16.9% | REIT USD.01 | 49446R109 |
| — | CORRECTIONS CORP OF AMERICA | 60,100 | $1.775M | 0.0% | $33.87 | — | REIT USD.01 | 22025Y407 |
| — | PRECISION CASTPARTS CORP | 7,700 | $1.769M | 0.0% | $200.57 | — | COMMON STOCK NPV | 740189105 |
| LAMR | LAMAR ADVERTISING CO A | 33,770 | $1.762M | 0.0% | $57.48 | — | REIT USD.001 | 512816109 |
| IDA | IDACORP INC | 26,994 | $1.747M | 0.0% | $56.37 | +6.9% | COMMON STOCK NPV | 451107106 |
| — | SANTANDER CONSUMER USA HOLDI | 84,000 | $1.715M | 0.0% | $20.42 | — | COMMON STOCK USD.01 | 80283M101 |
| — | SELECT INCOME REIT | 89,401 | $1.7M | 0.0% | $19.02 | — | REIT USD.01 | 81618T100 |
| — | CHESAPEAKE LODGING TRUST | 65,126 | $1.697M | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| MAA | MID AMERICA APARTMENT COMM | 20,600 | $1.687M | 0.0% | $55.13 | 0.0% | REIT USD.01 | 59522J103 |
| PPC | PILGRIM S PRIDE CORP | 79,900 | $1.66M | 0.0% | $23.75 | -9.6% | COMMON STOCK USD.01 | 72147K108 |
| FISV | FISERV INC | 19,149 | $1.658M | 0.0% | $38.13 | +13.4% | COMMON STOCK USD.01 | 337738108 |
| — | AMAG PHARMACEUTICALS INC | 41,670 | $1.656M | 0.0% | $48.37 | — | COMMON STOCK USD.01 | 00163U106 |
| HUN | HUNTSMAN CORP | 170,262 | $1.65M | 0.0% | $20.40 | -15.6% | COMMON STOCK USD.01 | 447011107 |
| IVZ | INVESCO LTD | 52,400 | $1.636M | 0.0% | $22.28 | 0.0% | COMMON STOCK USD.2 | G491BT108 |
| — | PGT INC | 132,712 | $1.63M | 0.0% | $9.32 | — | COMMON STOCK USD.01 | 69336V101 |
| — | ATWOOD OCEANICS INC | 108,988 | $1.614M | 0.0% | $36.42 | — | COMMON STOCK USD1. | 050095108 |
| — | STARZ A | 43,200 | $1.613M | 0.0% | $29.34 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | E TRADE FINANCIAL CORP | 60,724 | $1.599M | 0.0% | $12.66 | — | COMMON STOCK USD.01 | 269246401 |
| LGND | LIGAND PHARMACEUTICALS | 18,654 | $1.598M | 0.0% | $46.64 | +30.1% | COMMON STOCK USD.001 | 53220K504 |
| — | CYTEC INDUSTRIES INC | 21,600 | $1.595M | 0.0% | $73.84 | — | COMMON STOCK USD.01 | 232820100 |
| MSTR | MICROSTRATEGY INC CL A | 8,092 | $1.59M | 0.0% | $17.60 | +12.6% | COMMON STOCK USD.001 | 594972408 |
| BHE | BENCHMARK ELECTRONICS INC | 72,946 | $1.587M | 0.0% | $19.67 | -9.8% | COMMON STOCK USD.1 | 08160H101 |
| — | UMPQUA HOLDINGS CORP | 97,300 | $1.586M | 0.0% | $17.99 | — | COMMON STOCK NPV | 904214103 |
| ESS | ESSEX PROPERTY TRUST INC | 7,100 | $1.586M | 0.0% | $157.07 | 0.0% | REIT USD.0001 | 297178105 |
| ANIK | ANIKA THERAPEUTICS INC | 49,765 | $1.584M | 0.0% | $14.42 | +141.7% | COMMON STOCK USD.01 | 035255108 |
| TER | TERADYNE INC | 87,900 | $1.583M | 0.0% | $17.24 | 0.0% | COMMON STOCK USD.125 | 880770102 |
| — | TESORO CORP | 16,224 | $1.578M | 0.0% | $97.26 | — | COMMON STOCK USD.167 | 881609101 |
| — | BBCN BANCORP INC | 104,935 | $1.576M | 0.0% | $14.42 | — | COMMON STOCK USD.001 | 073295107 |
| — | FIRSTMERIT CORP | 89,038 | $1.573M | 0.0% | $20.29 | — | COMMON STOCK NPV | 337915102 |
| IOSP | INNOSPEC INC | 33,776 | $1.571M | 0.0% | $37.43 | +6.5% | COMMON STOCK USD.01 | 45768S105 |
| PEB | PEBBLEBROOK HOTEL TRUST | 44,059 | $1.562M | 0.0% | $31.67 | — | REIT USD.01 | 70509V100 |
| — | TENNECO INC | 34,837 | $1.56M | 0.0% | $44.78 | — | COMMON STOCK USD.01 | 880349105 |
| — | AVG TECHNOLOGIES | 71,487 | $1.555M | 0.0% | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | STAMPS.COM INC | 20,900 | $1.547M | 0.0% | $73.74 | — | COMMON STOCK USD.001 | 852857200 |
| CTRN | CITI TRENDS INC | 66,065 | $1.545M | 0.0% | $23.11 | -0.4% | COMMON STOCK USD.01 | 17306X102 |
| DTE | DTE ENERGY COMPANY | 19,149 | $1.539M | 0.0% | $41.23 | +14.6% | COMMON STOCK NPV | 233331107 |
| IEX | IDEX CORP | 21,400 | $1.526M | 0.0% | $64.51 | 0.0% | COMMON STOCK USD.01 | 45167R104 |
| — | PLUM CREEK TIMBER CO | 38,532 | $1.522M | 0.0% | $40.56 | — | REIT USD.01 | 729251108 |
| — | WEBMD HEALTH CORP | 37,830 | $1.507M | 0.0% | $44.08 | — | COMMON STOCK USD.01 | 94770V102 |
| MPC | MARATHON PETROLEUM CORP | 32,448 | $1.503M | 0.0% | $36.21 | +2.8% | COMMON STOCK | 56585A102 |
| — | HEALTHCARE REALTY TRUST INC | 59,686 | $1.483M | 0.0% | $23.51 | — | REIT USD.01 | 421946104 |
| — | LASALLE HOTEL PROPERTIES | 51,727 | $1.469M | 0.0% | $34.41 | — | REIT USD.01 | 517942108 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 74,060 | $1.461M | 0.0% | $19.87 | +7.0% | COMMON STOCK USD.0001 | 42727J102 |
| — | INSYS THERAPEUTICS INC | 51,097 | $1.454M | 0.0% | $43.10 | — | COMMON STOCK USD.0002145 | 45824V209 |
| — | TRIUMPH GROUP INC | 34,300 | $1.443M | 0.0% | $65.91 | — | COMMON STOCK USD.001 | 896818101 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.441M | 0.0% | $22.59 | -4.8% | COMMON STOCK USD.01 | 59001A102 |
| EXR | EXTRA SPACE STORAGE INC | 18,278 | $1.41M | 0.0% | $26.60 | +87.2% | REIT USD.01 | 30225T102 |
| ED | CONSOLIDATED EDISON INC | 20,800 | $1.39M | 0.0% | $43.44 | 0.0% | COMMON STOCK USD.1 | 209115104 |
| — | MB FINANCIAL INC | 42,453 | $1.386M | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| TREE | LENDINGTREE INC | 14,790 | $1.376M | 0.0% | $56.03 | — | COMMON STOCK USD.01 | 52603B107 |
| HY | HYSTER YALE MATERIALS | 23,766 | $1.374M | 0.0% | $64.35 | -23.9% | COMMON STOCK USD.01 | 449172105 |
| — | REIS INC | 60,402 | $1.368M | 0.0% | $22.65 | — | COMMON STOCK USD.01 | 75936P105 |
| — | HCP INC | 36,700 | $1.367M | 0.0% | $37.25 | — | REIT USD1. | 40414L109 |
| — | OWENS ILLINOIS INC | 65,910 | $1.366M | 0.0% | $22.43 | — | COMMON STOCK USD.01 | 690768403 |
| VMI | VALMONT INDUSTRIES | 14,300 | $1.357M | 0.0% | $109.38 | 0.0% | COMMON STOCK USD1. | 920253101 |
| URI | UNITED RENTALS INC | 22,308 | $1.34M | 0.0% | $92.74 | -27.5% | COMMON STOCK USD.01 | 911363109 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 85,250 | $1.339M | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| — | OMEGA PROTEIN CORP | 78,531 | $1.333M | 0.0% | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| — | ANNALY CAPITAL MANAGEMENT IN | 134,800 | $1.33M | 0.0% | $9.87 | — | REIT USD.01 | 035710409 |
| CAH | CARDINAL HEALTH INC | 17,238 | $1.324M | 0.0% | $45.09 | +38.2% | COMMON STOCK NPV | 14149Y108 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 38,038 | $1.308M | 0.0% | $25.78 | -14.2% | COMMON STOCK USD.1 | 808541106 |
| — | SYMETRA FINANCIAL CORP | 41,300 | $1.307M | 0.0% | $31.65 | — | COMMON STOCK USD.01 | 87151Q106 |
| TXNM | PNM RESOURCES INC | 46,174 | $1.295M | 0.0% | $26.09 | 0.0% | COMMON STOCK NPV | 69349H107 |
| — | NEWLINK GENETICS CORP | 35,484 | $1.272M | 0.0% | $41.55 | — | COMMON STOCK USD.01 | 651511107 |
| — | THORATEC CORP | 20,100 | $1.272M | 0.0% | $63.28 | — | COMMON STOCK NPV | 885175307 |
| — | WGL HOLDINGS INC | 21,910 | $1.264M | 0.0% | $57.69 | — | COMMON STOCK NPV | 92924F106 |
| — | DUNKIN BRANDS GROUP INC | 25,280 | $1.239M | 0.0% | $54.98 | — | COMMON STOCK USD.001 | 265504100 |
| — | GREATBATCH INC | 21,892 | $1.235M | 0.0% | $56.41 | — | COMMON STOCK USD.001 | 39153L106 |
| — | MALLINCKRODT PLC | 19,266 | $1.232M | 0.0% | $63.95 | — | COMMON STOCK USD.2 | G5785G107 |
| AMP | AMERIPRISE FINANCIAL INC | 11,154 | $1.217M | 0.0% | $94.67 | 0.0% | COMMON STOCK USD.01 | 03076C106 |
| GSBC | GREAT SOUTHERN BANCORP INC | 28,089 | $1.216M | 0.0% | $41.43 | 0.0% | COMMON STOCK USD.01 | 390905107 |
| — | HOME PROPERTIES INC | 16,200 | $1.211M | 0.0% | $73.32 | — | REIT USD.01 | 437306103 |
| — | KEURIG GREEN MOUNTAIN INC | 23,000 | $1.199M | 0.0% | $52.13 | — | COMMON STOCK USD.1 | 49271M100 |
| PIPR | PIPER JAFFRAY COS | 32,822 | $1.187M | 0.0% | $45.59 | -9.9% | COMMON STOCK USD.01 | 724078100 |
| — | OM GROUP INC | 35,900 | $1.181M | 0.0% | $32.90 | — | COMMON STOCK USD.01 | 670872100 |
| GBX | GREENBRIER COMPANIES INC | 36,411 | $1.169M | 0.0% | $36.61 | -14.7% | COMMON STOCK NPV | 393657101 |
| — | STAPLES INC | 99,372 | $1.166M | 0.0% | $15.13 | — | COMMON STOCK USD.0006 | 855030102 |
| FFIV | F5 NETWORKS INC | 10,000 | $1.158M | 0.0% | $122.95 | -0.4% | COMMON STOCK NPV | 315616102 |
| HSIC | HENRY SCHEIN INC | 8,727 | $1.158M | 0.0% | $49.41 | +12.1% | COMMON STOCK USD.01 | 806407102 |
| TGNA | TEGNA INC | 51,419 | $1.151M | 0.0% | $18.83 | -10.0% | COMMON STOCK USD1.0 | 87901J105 |
| NSIT | INSIGHT ENTERPRISES INC | 44,503 | $1.15M | 0.0% | $20.13 | +31.3% | COMMON STOCK USD.01 | 45765U103 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.147M | 0.0% | $30.76 | -25.7% | COMMON STOCK USD.5 | 591520200 |
| — | BANK OF THE OZARKS | 26,100 | $1.142M | 0.0% | $43.75 | — | COMMON STOCK USD.01 | 063904106 |
| — | PS BUSINESS PARKS INC/CA | 14,258 | $1.132M | 0.0% | $80.77 | — | REIT USD.01 | 69360J107 |
| NAT | NORDIC AMERICAN TANKERS LTD | 74,107 | $1.126M | 0.0% | $12.81 | +16.3% | COMMON STOCK USD.01 | G65773106 |
| — | DELEK US HOLDINGS INC | 40,597 | $1.125M | 0.0% | $36.01 | — | COMMON STOCK USD.01 | 246647101 |
| — | SHIP FINANCE INTL LTD | 68,136 | $1.107M | 0.0% | $16.25 | — | COMMON STOCK USD1. | G81075106 |
| — | ANCHOR BANCORP WISCONSIN INC | 25,927 | $1.104M | 0.0% | $42.58 | — | COMMON STOCK USD.01 | 03283P106 |
| — | DRIL QUIP INC | 18,900 | $1.1M | 0.0% | $58.20 | — | COMMON STOCK USD.01 | 262037104 |
| IDCC | INTERDIGITAL INC | 21,468 | $1.086M | 0.0% | $51.33 | +0.6% | COMMON STOCK USD.01 | 45867G101 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 59,616 | $1.083M | 0.0% | $18.79 | +2.4% | COMMON STOCK USD.01 | 199333105 |
| — | TALEN ENERGY CORP | 107,007 | $1.081M | 0.0% | $17.16 | — | COMMON STOCK USD.001 | 87422J105 |
| — | THIRD POINT REINSURANCE LTD | 79,867 | $1.074M | 0.0% | $16.40 | — | COMMON STOCK USD.1 | G8827U100 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 76,037 | $1.067M | 0.0% | $12.11 | +53.6% | COMMON STOCK USD.001 | 868459108 |
| — | WEB.COM GROUP INC | 50,551 | $1.066M | 0.0% | $26.77 | — | COMMON STOCK USD.001 | 94733A104 |
| — | SCHULMAN (A.) INC | 32,808 | $1.065M | 0.0% | $32.46 | — | COMMON STOCK USD1. | 808194104 |
| WEC | WEC ENERGY GROUP INC | 20,280 | $1.059M | 0.0% | $33.96 | +2.5% | COMMON STOCK USD.01 | 92939U106 |
| — | MICHAEL KORS HOLDINGS LTD | 25,000 | $1.056M | 0.0% | $71.22 | — | COMMON STOCK NPV | G60754101 |
| NTRS | NORTHERN TRUST CORP | 15,210 | $1.037M | 0.0% | $55.52 | 0.0% | COMMON STOCK USD1.667 | 665859104 |
| — | ALLEGHANY CORP | 2,200 | $1.03M | 0.0% | $448.97 | — | COMMON STOCK USD1. | 017175100 |
| — | DEALERTRACK TECHNOLOGIES INC | 15,900 | $1.004M | 0.0% | $62.77 | — | COMMON STOCK USD.01 | 242309102 |
| — | LUMENIS LTD B | 72,500 | $1.004M | 0.0% | $13.72 | — | COMMON STOCK ILS.01 | M6778Q121 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 31,491 | $996K | 0.0% | $36.51 | 0.0% | COMMON STOCK USD.001 | 71742Q106 |
| — | SIX FLAGS ENTERTAINMENT CORP | 21,400 | $980K | 0.0% | $45.33 | — | COMMON STOCK | 83001A102 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 24,120 | $960K | 0.0% | $23.82 | +102.9% | COMMON STOCK USD.001 | 64125C109 |
| — | GUESS? INC | 44,658 | $954K | 0.0% | $19.90 | — | COMMON STOCK USD.01 | 401617105 |
| KAI | KADANT INC | 24,340 | $950K | 0.0% | $33.91 | +18.8% | COMMON STOCK USD.01 | 48282T104 |
| — | CEPHEID INC | 20,994 | $949K | 0.0% | $50.11 | — | COMMON STOCK NPV | 15670R107 |
| SYY | SYSCO CORP | 24,100 | $939K | 0.0% | $29.07 | 0.0% | COMMON STOCK USD1. | 871829107 |
| ALG | ALAMO GROUP INC | 20,000 | $935K | 0.0% | $50.61 | -5.6% | COMMON STOCK USD.1 | 011311107 |
| — | GNC HOLDINGS INC CL A | 23,070 | $932K | 0.0% | $43.40 | — | COMMON STOCK USD.001 | 36191G107 |
| WTFC | WINTRUST FINANCIAL CORP | 17,270 | $923K | 0.0% | $47.29 | +11.8% | COMMON STOCK NPV | 97650W108 |
| — | NAVIGATORS GROUP INC | 11,820 | $922K | 0.0% | $76.28 | — | COMMON STOCK USD.1 | 638904102 |
| — | SPEEDWAY MOTORSPORTS INC | 50,938 | $919K | 0.0% | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| FF | FUTUREFUEL CORP | 91,592 | $905K | 0.0% | $3.90 | -21.6% | COMMON STOCK USD.0001 | 36116M106 |
| — | LIBERTY VENTURES SER A | 22,200 | $896K | 0.0% | $42.02 | — | COMMON STOCK USD.01 | 53071M880 |
| — | IPC HEALTHCARE INC | 11,450 | $890K | 0.0% | $77.73 | — | COMMON STOCK USD.001 | 44984A105 |
| — | FMC TECHNOLOGIES INC | 28,100 | $871K | 0.0% | $41.49 | — | COMMON STOCK USD.01 | 30249U101 |
| — | SUCAMPO PHARMACEUTICALS CL A | 43,542 | $865K | 0.0% | $16.42 | — | COMMON STOCK USD.01 | 864909106 |
| — | RITE AID CORP | 142,246 | $863K | 0.0% | $5.10 | — | COMMON STOCK USD1. | 767754104 |
| MHO | M/I HOMES INC | 36,526 | $861K | 0.0% | $23.46 | +5.8% | COMMON STOCK USD.01 | 55305B101 |
| — | VMWARE INC CLASS A | 10,800 | $851K | 0.0% | $78.80 | — | COMMON STOCK USD.01 | 928563402 |
| LEU | CENTRUS ENERGY CORP CLASS A | 274,757 | $849K | 0.0% | $51.25 | -92.8% | COMMON STOCK USD.1 | 15643U104 |
| CNXN | PC CONNECTION INC | 40,914 | $848K | 0.0% | $15.71 | +23.3% | COMMON STOCK USD.01 | 69318J100 |
| CSL | CARLISLE COS INC | 9,700 | $848K | 0.0% | $85.71 | +2.2% | COMMON STOCK USD1. | 142339100 |
| ARCB | ARCBEST CORP | 32,772 | $845K | 0.0% | $36.83 | -25.2% | COMMON STOCK USD.01 | 03937C105 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $840K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | MERITOR INC | 78,700 | $837K | 0.0% | $15.15 | — | COMMON STOCK USD1. | 59001K100 |
| — | ROWAN COMPANIES PLC A | 51,300 | $828K | 0.0% | $16.79 | — | COMMON STOCK USD.125 | G7665A101 |
| FOSL | FOSSIL GROUP INC | 14,800 | $827K | 0.0% | $63.39 | 0.0% | COMMON STOCK USD.01 | 34988V106 |
| TOL | TOLL BROTHERS INC | 24,000 | $822K | 0.0% | $37.44 | +1.1% | COMMON STOCK USD.01 | 889478103 |
| — | HANGER INC | 59,780 | $815K | 0.0% | $31.46 | — | COMMON STOCK USD.01 | 41043F208 |
| — | SEATTLE GENETICS INC | 20,900 | $806K | 0.0% | $38.56 | — | COMMON STOCK USD.001 | 812578102 |
| — | PARTNERRE LTD | 5,800 | $806K | 0.0% | $138.97 | — | COMMON STOCK USD1. | G6852T105 |
| — | ACORDA THERAPEUTICS INC | 29,731 | $788K | 0.0% | $32.04 | — | COMMON STOCK USD.001 | 00484M106 |
| — | STRATEGIC HOTELS + RESORTS I | 56,900 | $785K | 0.0% | $13.80 | — | REIT USD.01 | 86272T106 |
| ICUI | ICU MEDICAL INC | 7,140 | $782K | 0.0% | $106.97 | 0.0% | COMMON STOCK USD.1 | 44930G107 |
| BELFB | BEL FUSE INC CL B | 39,450 | $767K | 0.0% | $18.19 | -3.5% | COMMON STOCK USD.1 | 077347300 |
| — | MYLAN NV | 19,000 | $765K | 0.0% | $59.33 | — | COMMON STOCK EUR.01 | N59465109 |
| NVR | NVR INC | 500 | $763K | 0.0% | $1349.27 | +10.7% | COMMON STOCK USD.01 | 62944T105 |
| CNC | CENTENE CORP | 13,840 | $751K | 0.0% | $30.07 | +11.3% | COMMON STOCK USD.001 | 15135B101 |
| — | DSW INC CLASS A | 29,100 | $737K | 0.0% | $37.30 | — | COMMON STOCK NPV | 23334L102 |
| — | PIER 1 IMPORTS INC | 106,404 | $734K | 0.0% | $20.91 | — | COMMON STOCK USD.001 | 720279108 |
| — | SOLARWINDS INC | 18,700 | $734K | 0.0% | $40.98 | — | COMMON STOCK USD.001 | 83416B109 |
| — | CORELOGIC INC | 19,600 | $730K | 0.0% | $37.24 | — | COMMON STOCK USD1. | 21871D103 |
| — | COWEN GROUP INC CLASS A | 159,971 | $729K | 0.0% | $6.40 | — | COMMON STOCK USD.01 | 223622101 |
| NBTB | N B T BANCORP INC | 26,011 | $701K | 0.0% | $25.14 | +5.3% | COMMON STOCK USD.01 | 628778102 |
| OXM | OXFORD INDUSTRIES INC | 9,387 | $694K | 0.0% | $79.24 | +4.7% | COMMON STOCK USD1. | 691497309 |
| — | HCC INSURANCE HOLDINGS INC | 8,950 | $693K | 0.0% | $77.31 | — | COMMON STOCK USD1. | 404132102 |
| — | HIBBETT SPORTS INC | 18,780 | $657K | 0.0% | $48.46 | — | COMMON STOCK USD.01 | 428567101 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $646K | 0.0% | $75.06 | -50.3% | COMMON STOCK USD.01 | 204166102 |
| — | NORTHERN OIL AND GAS INC | 141,220 | $624K | 0.0% | $10.80 | — | COMMON STOCK USD.001 | 665531109 |
| CHD | CHURCH + DWIGHT CO INC | 7,400 | $621K | 0.0% | $36.81 | +1.6% | COMMON STOCK USD1. | 171340102 |
| CPS | COOPER STANDARD HOLDING | 10,659 | $618K | 0.0% | $59.86 | +0.3% | COMMON STOCK USD.001 | 21676P103 |
| — | CLOVIS ONCOLOGY INC | 6,703 | $616K | 0.0% | $64.04 | — | COMMON STOCK USD.001 | 189464100 |
| OSUR | ORASURE TECHNOLOGIES INC | 138,360 | $614K | 0.0% | $7.01 | -25.6% | COMMON STOCK USD.000001 | 68554V108 |
| — | AVOLON HOLDINGS LTD | 20,000 | $609K | 0.0% | $30.45 | — | COMMON STOCK USD.001 | G52237107 |
| DCO | DUCOMMUN INC | 30,244 | $607K | 0.0% | $23.32 | 0.0% | COMMON STOCK USD.01 | 264147109 |
| — | BANKRATE INC | 58,229 | $603K | 0.0% | $11.40 | — | COMMON STOCK USD.01 | 06647F102 |
| — | ESSENDANT INC | 18,433 | $598K | 0.0% | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| ENS | ENERSYS | 11,071 | $593K | 0.0% | $42.79 | +21.8% | COMMON STOCK USD.01 | 29275Y102 |
| IPGP | IPG PHOTONICS CORP | 7,800 | $593K | 0.0% | $84.77 | 0.0% | COMMON STOCK USD.0001 | 44980X109 |
| — | K12 INC | 47,592 | $592K | 0.0% | $18.60 | — | COMMON STOCK USD.0001 | 48273U102 |
| — | CLECO CORPORATION | 11,100 | $591K | 0.0% | $53.87 | — | COMMON STOCK USD1. | 12561W105 |
| — | INVESTORS BANCORP INC | 47,453 | $586K | 0.0% | $12.35 | — | COMMON STOCK USD.01 | 46146L101 |
| WRLD | WORLD ACCEPTANCE CORP | 21,710 | $583K | 0.0% | $77.87 | -45.4% | COMMON STOCK NPV | 981419104 |
| NFLX | NETFLIX INC | 5,600 | $578K | 0.0% | $10.40 | +3.3% | COMMON STOCK USD.001 | 64110L106 |
| — | CYBERONICS INC | 9,463 | $575K | 0.0% | $60.76 | — | COMMON STOCK USD.01 | 23251P102 |
| — | ALTERA CORP | 11,400 | $571K | 0.0% | $51.19 | — | COMMON STOCK USD.001 | 021441100 |
| — | FRANCESCAS HOLDINGS CORP | 46,465 | $568K | 0.0% | $16.70 | — | COMMON STOCK USD.01 | 351793104 |
| PKOH | PARK OHIO HOLDINGS CORP | 19,632 | $567K | 0.0% | $43.94 | -25.3% | COMMON STOCK USD1. | 700666100 |
| ANIP | ANI PHARMACEUTICALS INC | 14,255 | $563K | 0.0% | $48.51 | +17.3% | COMMON STOCK USD.0001 | 00182C103 |
| — | CAI INTERNATIONAL INC | 54,441 | $549K | 0.0% | $14.16 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | ABIOMED INC | 5,907 | $548K | 0.0% | $65.68 | — | COMMON STOCK USD.01 | 003654100 |
| — | WHITEWAVE FOODS CO | 13,600 | $546K | 0.0% | $40.15 | — | COMMON STOCK USD.01 | 966244105 |
| — | BASIC ENERGY SERVICES INC | 163,597 | $540K | 0.0% | $11.17 | — | COMMON STOCK USD.01 | 06985P100 |
| CMP | COMPASS MINERALS INTERNATION | 6,800 | $533K | 0.0% | $65.22 | -8.7% | COMMON STOCK USD.01 | 20451N101 |
| AMKR | AMKOR TECHNOLOGY INC | 118,500 | $532K | 0.0% | $7.58 | -39.5% | COMMON STOCK USD.001 | 031652100 |
| — | CAMBREX CORP | 13,360 | $530K | 0.0% | $39.60 | — | COMMON STOCK USD.1 | 132011107 |
| MDXG | MIMEDX GROUP INC | 54,852 | $529K | 0.0% | $10.56 | 0.0% | COMMON STOCK USD.001 | 602496101 |
| PBF | PBF ENERGY INC CLASS A | 18,289 | $516K | 0.0% | $30.32 | 0.0% | COMMON STOCK USD.001 | 69318G106 |
| MOV | MOVADO GROUP INC | 19,849 | $513K | 0.0% | $40.35 | -35.6% | COMMON STOCK USD.01 | 624580106 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $509K | 0.0% | $9.18 | +25.3% | COMMON STOCK USD1. | 31983A103 |
| — | WMIH CORP | 196,186 | $506K | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| — | EMC INS GROUP INC | 21,680 | $503K | 0.0% | $33.80 | — | COMMON STOCK USD1. | 268664109 |
| — | KYTHERA BIOPHARMACEUTICALS I | 6,700 | $502K | 0.0% | $74.93 | — | COMMON STOCK USD.00001 | 501570105 |
| — | HESKA CORP | 16,450 | $501K | 0.0% | $30.46 | — | COMMON STOCK USD.001 | 42805E306 |
| SYNA | SYNAPTICS INC | 6,050 | $499K | 0.0% | $75.51 | +0.1% | COMMON STOCK USD.001 | 87157D109 |
| — | INTERSECT ENT INC | 21,020 | $492K | 0.0% | $18.56 | — | COMMON STOCK USD.001 | 46071F103 |
| — | FOREST CITY ENTERPRISES CL A | 24,400 | $491K | 0.0% | $20.12 | — | COMMON STOCK USD.333 | 345550107 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 14,524 | $476K | 0.0% | $32.77 | — | COMMON STOCK USD.0001 | 87157B103 |
| ENTA | ENANTA PHARMACEUTICALS INC | 13,128 | $474K | 0.0% | $38.90 | +10.4% | COMMON STOCK USD.01 | 29251M106 |
| — | MARLIN BUSINESS SERVICES INC | 30,446 | $469K | 0.0% | $18.77 | — | COMMON STOCK USD.01 | 571157106 |
| MCRI | MONARCH CASINO + RESORT INC | 25,084 | $451K | 0.0% | $13.67 | +37.7% | COMMON STOCK USD.01 | 609027107 |
| — | CYNOSURE INC A | 14,663 | $440K | 0.0% | $27.86 | — | COMMON STOCK USD.001 | 232577205 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 25,710 | $439K | 0.0% | $15.37 | — | COMMON STOCK USD.001 | 018680306 |
| — | INTERPUBLIC GROUP OF COS INC | 22,600 | $432K | 0.0% | $13.59 | 0.0% | COMMON STOCK USD.1 | 460690100 |
| — | JANUS CAPITAL GROUP INC | 31,489 | $428K | 0.0% | $17.19 | — | COMMON STOCK USD.01 | 47102X105 |
| — | QUESTAR CORP | 22,060 | $428K | 0.0% | $23.84 | — | COMMON STOCK NPV | 748356102 |
| REX | REX AMERICAN RESOURCES CORP | 8,431 | $427K | 0.0% | $11.07 | -19.3% | COMMON STOCK USD.01 | 761624105 |
| — | MULTI FINELINE ELECTRONIX IN | 24,842 | $415K | 0.0% | $21.86 | — | COMMON STOCK USD.0001 | 62541B101 |
| — | OASIS PETROLEUM INC | 46,997 | $408K | 0.0% | $8.68 | — | COMMON STOCK USD.01 | 674215108 |
| — | CHUBB CORP | 3,300 | $405K | 0.0% | $92.75 | — | COMMON STOCK USD1. | 171232101 |
| — | CALAMP CORP | 24,930 | $401K | 0.0% | $26.00 | — | COMMON STOCK USD.01 | 128126109 |
| — | CASCADE MICROTECH INC | 27,330 | $386K | 0.0% | $14.62 | — | COMMON STOCK USD.01 | 147322101 |
| — | FREESCALE SEMICONDUCTOR LTD | 10,300 | $377K | 0.0% | $40.00 | — | COMMON STOCK USD.01 | G3727Q101 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 10,321 | $357K | 0.0% | $54.94 | — | COMMON STOCK USD.01 | 049164205 |
| — | VOXX INTERNATIONAL CORP | 47,308 | $351K | 0.0% | $12.27 | — | COMMON STOCK USD.01 | 91829F104 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 25,974 | $342K | 0.0% | $14.01 | -21.0% | COMMON STOCK USD.0001 | 910710102 |
| HCI | HCI GROUP INC | 8,769 | $340K | 0.0% | $44.84 | -7.6% | COMMON STOCK NPV | 40416E103 |
| — | JARDEN CORP | 6,800 | $332K | 0.0% | $48.82 | — | COMMON STOCK USD.01 | 471109108 |
| — | SAGENT PHARMACEUTICALS INC | 21,652 | $332K | 0.0% | $24.29 | — | COMMON STOCK USD.01 | 786692103 |
| — | BUNGE LTD | 4,500 | $330K | 0.0% | $73.33 | — | COMMON STOCK USD.01 | G16962105 |
| — | WEST CORP | 14,673 | $329K | 0.0% | $22.42 | — | COMMON STOCK USD.001 | 952355204 |
| — | SMITH + WESSON HOLDING CORP | 19,265 | $325K | 0.0% | $16.87 | — | COMMON STOCK USD.001 | 831756101 |
| DIN | DINEEQUITY INC | 3,465 | $318K | 0.0% | $62.15 | 0.0% | COMMON STOCK USD.01 | 254423106 |
| GPI | GROUP 1 AUTOMOTIVE INC | 3,617 | $308K | 0.0% | $90.01 | 0.0% | COMMON STOCK USD.01 | 398905109 |
| THR | THERMON GROUP HOLDINGS INC | 14,810 | $304K | 0.0% | $22.99 | +0.6% | COMMON STOCK USD.001 | 88362T103 |
| — | SOLERA HOLDINGS INC | 5,500 | $297K | 0.0% | $54.00 | — | COMMON STOCK USD.01 | 83421A104 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $290K | 0.0% | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| — | TIME WARNER CABLE | 1,600 | $287K | 0.0% | $179.38 | — | COMMON STOCK USD.01 | 88732J207 |
| ATRO | ASTRONICS CORP | 7,003 | $283K | 0.0% | $36.32 | 0.0% | COMMON STOCK USD.01 | 046433108 |
| — | ANGLOGOLD ASHANTI SPON ADR | 34,482 | $282K | 0.0% | $14.71 | — | ADR NPV | 035128206 |
| — | COMMUNICATIONS SALES + LE | 15,700 | $281K | 0.0% | $17.90 | — | REIT USD.0001 | 20341J104 |
| — | SWIFT TRANSPORTATION CO | 15,420 | $232K | 0.0% | $24.09 | — | COMMON STOCK USD.001 | 87074U101 |
| MBUU | MALIBU BOATS INC A | 16,362 | $229K | 0.0% | $18.00 | 0.0% | COMMON STOCK USD.01 | 56117J100 |
| — | BIOSPECIFICS TECHNOLOGIES | 5,113 | $223K | 0.0% | $43.61 | — | COMMON STOCK USD.001 | 090931106 |
| — | CABLEVISION SYSTEMS NY GRP A | 6,200 | $201K | 0.0% | $32.42 | — | COMMON STOCK USD.01 | 12686C109 |
| — | DOT HILL SYSTEMS CORP | 20,400 | $198K | 0.0% | $9.71 | — | COMMON STOCK USD.001 | 25848T109 |
| SRNE | SORRENTO THERAPEUTICS INC | 20,029 | $168K | 0.0% | $15.93 | 0.0% | COMMON STOCK USD.0001 | 83587F202 |
| ESPR | ESPERION THERAPEUTICS INC | 6,041 | $143K | 0.0% | $64.53 | -2.8% | COMMON STOCK USD.001 | 29664W105 |
| — | THOMPSON CREEK METALS CO INC | 316,386 | $138K | 0.0% | $2.81 | — | COMMON STOCK NPV | 884768102 |
| KODK | EASTMAN KODAK CO | 8,026 | $125K | 0.0% | $25.80 | -42.1% | COMMON STOCK USD.01 | 277461406 |
| — | FEDERAL REALTY INVS TRUST | 800 | $109K | 0.0% | $136.25 | — | REIT USD.01 | 313747206 |
| — | STANCORP FINANCIAL GROUP | 400 | $46,000 | 0.0% | $115.00 | — | COMMON STOCK NPV | 852891100 |
| CVI | CVR ENERGY INC | 300 | $12,000 | 0.0% | $16.93 | 0.0% | COMMON STOCK USD.01 | 12662P108 |
| — | EASTMAN KODAK CO | 2,771 | $9,000 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $8,000 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| QUAD | QUAD GRAPHICS INC | 144 | $2,000 | 0.0% | $21.65 | -29.9% | COMMON STOCK USD.025 | 747301109 |