Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 29, 2016
Total Value: $4.146B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $664M | 16.0% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S+P 500 ETF | 1,079,000 | $202M | 4.9% | $179.39 | — | VANGUARD S+P 500 ETF | 922908363 |
| — | ISHARES MSCI JAPAN ETF | 5,686,504 | $68.92M | 1.7% | $12.27 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| AAPL | APPLE INC | 652,616 | $68.69M | 1.7% | $18.70 | +37.5% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 1,025,487 | $56.89M | 1.4% | $32.77 | +40.2% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 65,275 | $49.54M | 1.2% | $35.61 | 0.0% | COMMON STOCK USD.001 | 02079K107 |
| JPM | JPMORGAN CHASE + CO | 712,176 | $47.02M | 1.1% | $39.86 | +24.6% | COMMON STOCK USD1.0 | 46625H100 |
| C | CITIGROUP INC | 819,714 | $42.42M | 1.0% | $37.58 | +5.5% | COMMON STOCK USD.01 | 172967424 |
| XOM | EXXON MOBIL CORP | 504,532 | $39.33M | 0.9% | $51.53 | -0.3% | COMMON STOCK | 30231G102 |
| NTES | NETEASE INC ADR | 204,904 | $37.14M | 0.9% | $129.67 | — | ADR USD.0001 | 64110W102 |
| PFE | PFIZER INC | 1,140,466 | $36.81M | 0.9% | $16.86 | +20.9% | COMMON STOCK USD.05 | 717081103 |
| GILD | GILEAD SCIENCES INC | 356,415 | $36.07M | 0.9% | $63.58 | +14.7% | COMMON STOCK USD.001 | 375558103 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,530,614 | $34.82M | 0.8% | $20.75 | — | ADR | 874039100 |
| EWH | ISHARES MSCI HONG KONG ETF | 1,741,220 | $34.51M | 0.8% | $19.74 | — | ISHARES MSCI HONG KONG ETF | 464286871 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 1,807,349 | $34.27M | 0.8% | $21.30 | — | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| AMZN | AMAZON.COM INC | 48,605 | $32.85M | 0.8% | $24.06 | +31.0% | COMMON STOCK USD.01 | 023135106 |
| CSCO | CISCO SYSTEMS INC | 1,184,350 | $32.16M | 0.8% | $15.79 | +27.7% | COMMON STOCK USD.001 | 17275R102 |
| DAL | DELTA AIR LINES INC | 597,692 | $30.3M | 0.7% | $22.89 | +90.8% | COMMON STOCK USD.0001 | 247361702 |
| ALV | AUTOLIV INC | 224,730 | $28.04M | 0.7% | $61.56 | +12.3% | COMMON STOCK USD1. | 052800109 |
| — | ALLERGAN PLC | 87,750 | $27.42M | 0.7% | $303.46 | — | COMMON STOCK USD.0033 | G0177J108 |
| AIG | AMERICAN INTERNATIONAL GROUP | 439,762 | $27.25M | 0.7% | $37.22 | +27.1% | COMMON STOCK USD2.5 | 026874784 |
| CMCSA | COMCAST CORP CLASS A | 482,429 | $27.22M | 0.7% | $20.38 | +16.6% | COMMON STOCK USD.01 | 20030N101 |
| PG | PROCTER + GAMBLE CO/THE | 334,178 | $26.54M | 0.6% | $57.30 | +1.1% | COMMON STOCK | 742718109 |
| DIS | WALT DISNEY CO/THE | 249,338 | $26.2M | 0.6% | $60.57 | +68.8% | COMMON STOCK USD.01 | 254687106 |
| JNJ | JOHNSON + JOHNSON | 248,471 | $25.52M | 0.6% | $64.45 | +17.8% | COMMON STOCK USD1. | 478160104 |
| EEM | ISHARES MSCI EMERGING MARKETS | 779,843 | $25.1M | 0.6% | $39.73 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| HD | HOME DEPOT INC | 188,331 | $24.91M | 0.6% | $76.79 | +30.2% | COMMON STOCK USD.05 | 437076102 |
| SLB | SCHLUMBERGER LTD | 353,634 | $24.67M | 0.6% | $61.13 | -8.2% | COMMON STOCK USD.01 | 806857108 |
| COF | CAPITAL ONE FINANCIAL CORP | 330,685 | $23.87M | 0.6% | $57.03 | +11.9% | COMMON STOCK USD.01 | 14040H105 |
| MRK | MERCK + CO. INC. | 450,029 | $23.77M | 0.6% | $30.94 | +18.8% | COMMON STOCK USD.5 | 58933Y105 |
| RYAAY | RYANAIR HOLDINGS PLC SP ADR | 267,458 | $23.12M | 0.6% | $86.46 | — | ADR | 783513203 |
| WFC | WELLS FARGO + CO | 423,349 | $23.01M | 0.6% | $34.25 | +19.2% | COMMON STOCK USD1.666 | 949746101 |
| VZ | VERIZON COMMUNICATIONS INC | 480,512 | $22.21M | 0.5% | $26.37 | +2.1% | COMMON STOCK USD.1 | 92343V104 |
| ORCL | ORACLE CORP | 581,662 | $21.25M | 0.5% | $28.69 | +14.4% | COMMON STOCK USD.01 | 68389X105 |
| UNH | UNITEDHEALTH GROUP INC | 180,192 | $21.2M | 0.5% | $90.65 | +9.5% | COMMON STOCK USD.01 | 91324P102 |
| META | FACEBOOK INC A | 201,107 | $21.05M | 0.5% | $82.32 | +23.9% | COMMON STOCK USD.000006 | 30303M102 |
| INTC | INTEL CORP | 571,194 | $19.68M | 0.5% | $20.97 | +27.0% | COMMON STOCK USD.001 | 458140100 |
| OXY | OCCIDENTAL PETROLEUM CORP | 287,539 | $19.44M | 0.5% | $58.46 | -8.6% | COMMON STOCK USD.2 | 674599105 |
| MET | METLIFE INC | 402,622 | $19.41M | 0.5% | $29.04 | +7.4% | COMMON STOCK USD.01 | 59156R108 |
| T | AT+T INC | 551,667 | $18.98M | 0.5% | $12.04 | +3.3% | COMMON STOCK USD1. | 00206R102 |
| — | CELGENE CORP | 155,316 | $18.6M | 0.4% | $102.91 | — | COMMON STOCK USD.01 | 151020104 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,316,036 | $18.47M | 0.4% | $6.88 | — | ADR | 151290889 |
| GS | GOLDMAN SACHS GROUP INC | 101,852 | $18.36M | 0.4% | $141.63 | +6.7% | COMMON STOCK USD.01 | 38141G104 |
| PEP | PEPSICO INC | 181,558 | $18.14M | 0.4% | $65.52 | +12.1% | COMMON STOCK USD.017 | 713448108 |
| KO | COCA COLA CO/THE | 411,135 | $17.66M | 0.4% | $27.46 | +12.3% | COMMON STOCK USD.25 | 191216100 |
| — | GENERAL ELECTRIC CO W/D | 549,621 | $17.12M | 0.4% | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| CVS | CVS HEALTH CORP | 174,384 | $17.05M | 0.4% | $54.13 | +34.1% | COMMON STOCK USD.01 | 126650100 |
| MDT | MEDTRONIC PLC | 219,695 | $16.9M | 0.4% | $58.10 | +0.8% | COMMON STOCK USD.1 | G5960L103 |
| V | VISA INC CLASS A SHARES | 217,502 | $16.87M | 0.4% | $62.10 | +16.2% | COMMON STOCK USD.0001 | 92826C839 |
| BA | BOEING CO/THE | 113,444 | $16.4M | 0.4% | $127.64 | +1.0% | COMMON STOCK USD5. | 097023105 |
| AMGN | AMGEN INC | 99,648 | $16.18M | 0.4% | $106.79 | +9.1% | COMMON STOCK USD.0001 | 031162100 |
| TGT | TARGET CORP | 221,911 | $16.11M | 0.4% | $58.04 | -4.8% | COMMON STOCK USD.0833 | 87612E106 |
| — | HESS CORP | 326,497 | $15.83M | 0.4% | $62.67 | — | COMMON STOCK USD1. | 42809H107 |
| — | US CONCRETE INC | 295,068 | $15.54M | 0.4% | $17.35 | — | COMMON STOCK USD.001 | 90333L201 |
| CVX | CHEVRON CORP | 172,571 | $15.52M | 0.4% | $70.84 | -17.5% | COMMON STOCK USD.75 | 166764100 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 331,810 | $14.88M | 0.4% | $34.03 | +4.2% | COMMON STOCK | 609207105 |
| HON | HONEYWELL INTERNATIONAL INC | 142,890 | $14.8M | 0.4% | $73.33 | +1.3% | COMMON STOCK USD1. | 438516106 |
| MCD | MCDONALD S CORP | 123,460 | $14.59M | 0.4% | $87.24 | 0.0% | COMMON STOCK USD.01 | 580135101 |
| TRV | TRAVELERS COS INC/THE | 127,439 | $14.38M | 0.3% | $76.13 | +16.8% | COMMON STOCK | 89417E109 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 107,605 | $14.21M | 0.3% | $134.50 | -0.2% | COMMON STOCK USD.0033 | 084670702 |
| IBN | ICICI BANK LTD SPON ADR | 1,780,186 | $13.94M | 0.3% | $10.65 | — | ADR | 45104G104 |
| TXT | TEXTRON INC | 329,064 | $13.82M | 0.3% | $32.17 | +26.6% | COMMON STOCK USD.125 | 883203101 |
| PM | PHILIP MORRIS INTERNATIONAL | 149,170 | $13.11M | 0.3% | $48.71 | +7.3% | COMMON STOCK | 718172109 |
| GD | GENERAL DYNAMICS CORP | 94,676 | $13.01M | 0.3% | $109.99 | +4.2% | COMMON STOCK USD1. | 369550108 |
| AAL | AMERICAN AIRLINES GROUP INC | 306,926 | $13M | 0.3% | $35.57 | +16.3% | COMMON STOCK | 02376R102 |
| F | FORD MOTOR CO | 900,197 | $12.68M | 0.3% | $8.75 | -4.7% | COMMON STOCK USD.01 | 345370860 |
| VLO | VALERO ENERGY CORP | 178,918 | $12.65M | 0.3% | $30.94 | +47.0% | COMMON STOCK USD.01 | 91913Y100 |
| NWL | NEWELL RUBBERMAID INC | 286,649 | $12.63M | 0.3% | $18.14 | +60.4% | COMMON STOCK USD1. | 651229106 |
| HCA | HCA HOLDINGS INC | 182,486 | $12.34M | 0.3% | $55.42 | +17.0% | COMMON STOCK USD.01 | 40412C101 |
| CL | COLGATE PALMOLIVE CO | 180,421 | $12.02M | 0.3% | $52.97 | -0.8% | COMMON STOCK USD1. | 194162103 |
| UNP | UNION PACIFIC CORP | 151,066 | $11.81M | 0.3% | $77.20 | -11.5% | COMMON STOCK USD2.5 | 907818108 |
| WMT | WAL MART STORES INC | 190,580 | $11.68M | 0.3% | $21.31 | -21.9% | COMMON STOCK USD.1 | 931142103 |
| — | DR PEPPER SNAPPLE GROUP INC | 123,268 | $11.49M | 0.3% | $63.18 | — | COMMON STOCK USD.01 | 26138E109 |
| MO | ALTRIA GROUP INC | 194,914 | $11.35M | 0.3% | $27.54 | +7.0% | COMMON STOCK USD.333 | 02209S103 |
| LYB | LYONDELLBASELL INDU CL A | 130,520 | $11.34M | 0.3% | $42.27 | +23.1% | COMMON STOCK EUR.04 | N53745100 |
| NDAQ | NASDAQ INC | 193,696 | $11.27M | 0.3% | $14.47 | +11.7% | COMMON STOCK USD.01 | 631103108 |
| — | CHUBB LTD | 95,800 | $11.19M | 0.3% | $103.40 | — | COMMON STOCK | H0023R105 |
| — | WYNDHAM WORLDWIDE CORP | 153,173 | $11.13M | 0.3% | $69.29 | — | COMMON STOCK USD.01 | 98310W108 |
| JBL | JABIL CIRCUIT INC | 476,420 | $11.1M | 0.3% | $19.77 | +11.1% | COMMON STOCK USD.001 | 466313103 |
| GOOGL | ALPHABET INC CL A | 14,042 | $10.93M | 0.3% | $36.73 | 0.0% | COMMON STOCK USD.001 | 02079K305 |
| — | LEVEL 3 COMMUNICATIONS INC | 198,922 | $10.81M | 0.3% | $21.35 | — | COMMON STOCK USD.01 | 52729N308 |
| JLL | JONES LANG LASALLE INC | 66,900 | $10.7M | 0.3% | $136.32 | +13.4% | COMMON STOCK USD.01 | 48020Q107 |
| LOW | LOWE S COS INC | 140,452 | $10.68M | 0.3% | $44.61 | +38.4% | COMMON STOCK USD.5 | 548661107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 111,696 | $10.65M | 0.3% | $54.13 | +24.1% | COMMON STOCK USD5. | 693475105 |
| INGR | INGREDION INC | 111,000 | $10.64M | 0.3% | $76.49 | +23.9% | COMMON STOCK USD.01 | 457187102 |
| USB | US BANCORP | 247,744 | $10.57M | 0.3% | $22.71 | +30.3% | COMMON STOCK USD.01 | 902973304 |
| SPG | SIMON PROPERTY GROUP INC | 52,669 | $10.24M | 0.2% | $100.21 | +15.6% | REIT USD.0001 | 828806109 |
| — | FOOT LOCKER INC | 153,700 | $10M | 0.2% | $41.74 | — | COMMON STOCK USD.01 | 344849104 |
| EG | EVEREST RE GROUP LTD | 53,465 | $9.789M | 0.2% | $127.12 | +15.4% | COMMON STOCK USD.01 | G3223R108 |
| FDX | FEDEX CORP | 65,610 | $9.775M | 0.2% | $111.23 | +19.0% | COMMON STOCK USD.1 | 31428X106 |
| VRSN | VERISIGN INC | 109,748 | $9.588M | 0.2% | $54.22 | +52.4% | COMMON STOCK USD.001 | 92343E102 |
| NKE | NIKE INC CL B | 152,162 | $9.51M | 0.2% | $50.47 | +12.3% | COMMON STOCK USD1.0 | 654106103 |
| — | EXPRESS SCRIPTS HOLDING CO | 108,564 | $9.49M | 0.2% | $78.16 | — | COMMON STOCK USD.01 | 30219G108 |
| BAC | BANK OF AMERICA CORP | 558,609 | $9.401M | 0.2% | $12.64 | +7.2% | COMMON STOCK USD.01 | 060505104 |
| COR | AMERISOURCEBERGEN CORP | 90,305 | $9.366M | 0.2% | $66.99 | +8.6% | COMMON STOCK USD.01 | 03073E105 |
| ETR | ENTERGY CORP | 133,800 | $9.147M | 0.2% | $21.87 | +3.3% | COMMON STOCK USD.01 | 29364G103 |
| SBUX | STARBUCKS CORP | 152,150 | $9.134M | 0.2% | $39.05 | +26.5% | COMMON STOCK USD.001 | 855244109 |
| — | DOW CHEMICAL CO W/D | 175,934 | $9.057M | 0.2% | $42.15 | — | COMMON STOCK USD2.5 | 260543103 |
| TXN | TEXAS INSTRUMENTS INC | 163,749 | $8.975M | 0.2% | $40.80 | +3.6% | COMMON STOCK USD1. | 882508104 |
| — | DELPHI AUTOMOTIVE PLC | 103,138 | $8.842M | 0.2% | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| EMN | EASTMAN CHEMICAL CO | 129,161 | $8.72M | 0.2% | $52.43 | -4.0% | COMMON STOCK USD.01 | 277432100 |
| ELV | ANTHEM INC | 62,108 | $8.66M | 0.2% | $106.48 | +12.3% | COMMON STOCK USD.01 | 036752103 |
| IBM | INTL BUSINESS MACHINES CORP | 62,670 | $8.625M | 0.2% | $104.68 | -16.4% | COMMON STOCK USD.2 | 459200101 |
| KR | KROGER CO | 205,273 | $8.587M | 0.2% | $22.49 | +40.7% | COMMON STOCK USD1. | 501044101 |
| — | INGERSOLL RAND PLC | 155,200 | $8.581M | 0.2% | $64.97 | — | COMMON STOCK USD1. | G47791101 |
| — | LIBERTY INTERACTIVE CORP Q A | 313,800 | $8.573M | 0.2% | $28.07 | — | TRACKING STK USD.01 | 53071M104 |
| — | QUINTILES TRANSNATIONAL HOLD | 124,100 | $8.521M | 0.2% | $61.77 | — | COMMON STOCK USD.01 | 74876Y101 |
| — | FXCM INC | 12,200,000 | $8.479M | 0.2% | $0.76 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| — | LAM RESEARCH CORP | 105,273 | $8.361M | 0.2% | $65.33 | — | COMMON STOCK USD.001 | 512807108 |
| GM | GENERAL MOTORS CO | 245,742 | $8.358M | 0.2% | $25.77 | +7.5% | COMMON STOCK USD.01 | 37045V100 |
| EIX | EDISON INTERNATIONAL | 140,151 | $8.298M | 0.2% | $39.91 | +2.1% | COMMON STOCK | 281020107 |
| — | HOSPITALITY PROPERTIES TRUST | 315,200 | $8.242M | 0.2% | $28.56 | — | REIT USD.01 | 44106M102 |
| — | UNITED TECHNOLOGIES CORP | 85,466 | $8.211M | 0.2% | $109.72 | — | COMMON STOCK USD1. | 913017109 |
| EXC | EXELON CORP | 288,972 | $8.025M | 0.2% | $14.18 | 0.0% | COMMON STOCK | 30161N101 |
| MMM | 3M CO | 53,075 | $7.995M | 0.2% | $88.43 | +4.2% | COMMON STOCK USD.01 | 88579Y101 |
| — | CITRIX SYSTEMS INC | 105,629 | $7.991M | 0.2% | $73.64 | — | COMMON STOCK USD.001 | 177376100 |
| ALK | ALASKA AIR GROUP INC | 99,200 | $7.987M | 0.2% | $59.16 | +23.6% | COMMON STOCK USD.01 | 011659109 |
| AOS | SMITH (A.O.) CORP | 103,900 | $7.96M | 0.2% | $25.20 | +26.8% | COMMON STOCK USD1. | 831865209 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 62,400 | $7.915M | 0.2% | $83.91 | +20.3% | COMMON STOCK USD.01 | 446413106 |
| RS | RELIANCE STEEL + ALUMINUM | 136,400 | $7.899M | 0.2% | $68.47 | -15.1% | COMMON STOCK | 759509102 |
| VMI | VALMONT INDUSTRIES | 73,800 | $7.824M | 0.2% | $108.59 | -0.2% | COMMON STOCK USD1. | 920253101 |
| BEN | FRANKLIN RESOURCES INC | 211,392 | $7.783M | 0.2% | $31.89 | -24.7% | COMMON STOCK USD.1 | 354613101 |
| EL | ESTEE LAUDER COMPANIES CL A | 85,365 | $7.517M | 0.2% | $61.49 | +21.6% | COMMON STOCK USD.01 | 518439104 |
| — | ASPEN TECHNOLOGY INC | 199,018 | $7.515M | 0.2% | $38.56 | — | COMMON STOCK USD.1 | 045327103 |
| LEN | LENNAR CORP A | 151,800 | $7.425M | 0.2% | $43.06 | +0.7% | COMMON STOCK USD.1 | 526057104 |
| BVN | CIA DE MINAS BUENAVENTUR ADR | 1,721,110 | $7.366M | 0.2% | $11.59 | — | ADR | 204448104 |
| PB | PROSPERITY BANCSHARES INC | 151,850 | $7.268M | 0.2% | $37.40 | +3.0% | COMMON STOCK USD1. | 743606105 |
| MA | MASTERCARD INC CLASS A | 74,398 | $7.243M | 0.2% | $92.19 | 0.0% | COMMON STOCK USD.0001 | 57636Q104 |
| MAS | MASCO CORP | 254,300 | $7.197M | 0.2% | $19.21 | +27.5% | COMMON STOCK USD1. | 574599106 |
| DG | DOLLAR GENERAL CORP | 97,784 | $7.028M | 0.2% | $62.04 | -4.0% | COMMON STOCK USD.875 | 256677105 |
| TSN | TYSON FOODS INC CL A | 130,704 | $6.97M | 0.2% | $31.42 | +19.9% | COMMON STOCK USD.1 | 902494103 |
| — | CIT GROUP INC | 174,600 | $6.932M | 0.2% | $39.70 | — | COMMON STOCK USD.01 | 125581801 |
| ESNT | ESSENT GROUP LTD | 315,200 | $6.9M | 0.2% | $20.71 | +4.7% | COMMON STOCK USD.015 | G3198U102 |
| — | COCA COLA ENTERPRISES | 140,011 | $6.894M | 0.2% | $43.38 | — | COMMON STOCK USD.01 | 19122T109 |
| CCK | CROWN HOLDINGS INC | 135,800 | $6.885M | 0.2% | $49.20 | -1.7% | COMMON STOCK USD5. | 228368106 |
| — | JUNIPER NETWORKS INC | 248,512 | $6.859M | 0.2% | $23.55 | — | COMMON STOCK USD.00001 | 48203R104 |
| — | CIGNA CORP | 44,998 | $6.585M | 0.2% | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| PSA | PUBLIC STORAGE | 26,234 | $6.498M | 0.2% | $113.29 | +38.4% | REIT USD.1 | 74460D109 |
| AZO | AUTOZONE INC | 8,755 | $6.495M | 0.2% | $637.30 | +19.7% | COMMON STOCK USD.01 | 053332102 |
| — | CRANE CO | 135,400 | $6.478M | 0.2% | $63.04 | — | COMMON STOCK USD1. | 224399105 |
| PH | PARKER HANNIFIN CORP | 66,472 | $6.446M | 0.2% | $98.94 | -13.0% | COMMON STOCK USD.5 | 701094104 |
| EBAY | EBAY INC | 233,127 | $6.406M | 0.2% | $22.77 | +7.9% | COMMON STOCK USD.001 | 278642103 |
| UGI | UGI CORP | 189,000 | $6.381M | 0.2% | $32.20 | +7.8% | COMMON STOCK | 902681105 |
| — | RAYTHEON COMPANY | 50,811 | $6.327M | 0.2% | $108.27 | — | COMMON STOCK USD.01 | 755111507 |
| AMT | AMERICAN TOWER CORP | 65,243 | $6.325M | 0.2% | $73.98 | +2.7% | REIT USD.01 | 03027X100 |
| NNN | NATIONAL RETAIL PROPERTIES | 156,900 | $6.284M | 0.2% | $40.05 | — | REIT USD.01 | 637417106 |
| URI | UNITED RENTALS INC | 86,589 | $6.281M | 0.2% | $75.85 | -7.7% | COMMON STOCK USD.01 | 911363109 |
| SNA | SNAP ON INC | 36,000 | $6.171M | 0.1% | $90.49 | +44.7% | COMMON STOCK USD1. | 833034101 |
| TX | TERNIUM SA SPONSORED ADR | 490,893 | $6.102M | 0.1% | $23.38 | — | ADR USD1. | 880890108 |
| OGE | OGE ENERGY CORP | 227,100 | $5.97M | 0.1% | $26.84 | 0.0% | COMMON STOCK USD.01 | 670837103 |
| — | L 3 COMMUNICATIONS HOLDINGS | 49,703 | $5.94M | 0.1% | $111.77 | — | COMMON STOCK USD.01 | 502424104 |
| — | TIFFANY + CO | 77,351 | $5.901M | 0.1% | $76.29 | — | COMMON STOCK USD.01 | 886547108 |
| CTAS | CINTAS CORP | 64,475 | $5.87M | 0.1% | $17.10 | +19.9% | COMMON STOCK | 172908105 |
| RHI | ROBERT HALF INTL INC | 124,479 | $5.868M | 0.1% | $54.26 | -7.0% | COMMON STOCK USD.001 | 770323103 |
| BDX | BECTON DICKINSON AND CO | 37,966 | $5.85M | 0.1% | $85.44 | +44.5% | COMMON STOCK USD1. | 075887109 |
| HRL | HORMEL FOODS CORP | 73,194 | $5.788M | 0.1% | $27.86 | 0.0% | COMMON STOCK USD.0586 | 440452100 |
| — | WESTROCK CO | 126,655 | $5.778M | 0.1% | $45.62 | — | COMMON STOCK | 96145D105 |
| — | ENDURANCE SPECIALTY HOLDINGS | 90,100 | $5.765M | 0.1% | $63.98 | — | COMMON STOCK USD1.0 | G30397106 |
| MOS | MOSAIC CO/THE | 205,976 | $5.683M | 0.1% | $42.01 | -37.7% | COMMON STOCK USD.01 | 61945C103 |
| — | EZCORP INC | 8,250,000 | $5.677M | 0.1% | $0.71 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| CRUS | CIRRUS LOGIC INC | 191,211 | $5.646M | 0.1% | $27.76 | +11.9% | COMMON STOCK USD.001 | 172755100 |
| — | LEGG MASON INC | 141,500 | $5.551M | 0.1% | $41.05 | — | COMMON STOCK USD.1 | 524901105 |
| — | BED BATH + BEYOND INC | 114,300 | $5.515M | 0.1% | $67.22 | — | COMMON STOCK USD.01 | 075896100 |
| ABBV | ABBVIE INC | 91,835 | $5.44M | 0.1% | $41.03 | -7.5% | COMMON STOCK USD.01 | 00287Y109 |
| WDC | WESTERN DIGITAL CORP | 90,274 | $5.421M | 0.1% | $41.61 | +4.7% | COMMON STOCK USD.01 | 958102105 |
| ARW | ARROW ELECTRONICS INC | 99,800 | $5.407M | 0.1% | $48.15 | +18.4% | COMMON STOCK USD1. | 042735100 |
| WOR | WORTHINGTON INDUSTRIES | 178,854 | $5.391M | 0.1% | $19.13 | -3.4% | COMMON STOCK | 981811102 |
| VYX | NCR CORPORATION | 218,020 | $5.333M | 0.1% | $17.61 | -9.5% | COMMON STOCK USD.01 | 62886E108 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 58,827 | $5.316M | 0.1% | $48.55 | +30.0% | REIT USD.01 | 015271109 |
| EWBC | EAST WEST BANCORP INC | 125,800 | $5.228M | 0.1% | $28.34 | +14.9% | COMMON STOCK USD.001 | 27579R104 |
| MUR | MURPHY OIL CORP | 231,003 | $5.186M | 0.1% | $26.53 | -30.7% | COMMON STOCK USD1. | 626717102 |
| — | ENSCO PLC CL A | 336,300 | $5.176M | 0.1% | $32.22 | — | COMMON STOCK USD.1 | G3157S106 |
| — | CR BARD INC | 27,017 | $5.118M | 0.1% | $186.50 | — | COMMON STOCK USD.25 | 067383109 |
| D | DOMINION RESOURCES INC/VA | 75,632 | $5.116M | 0.1% | $40.62 | +9.8% | COMMON STOCK | 25746U109 |
| ALSN | ALLISON TRANSMISSION HOLDING | 195,300 | $5.056M | 0.1% | $24.07 | -3.9% | COMMON STOCK USD.01 | 01973R101 |
| BBY | BEST BUY CO INC | 165,630 | $5.043M | 0.1% | $23.29 | -1.8% | COMMON STOCK USD.1 | 086516101 |
| — | EMC CORP/MA | 196,092 | $5.036M | 0.1% | $27.01 | — | COMMON STOCK USD.01 | 268648102 |
| — | CAMERON INTERNATIONAL CORP | 78,642 | $4.97M | 0.1% | $61.43 | — | COMMON STOCK USD.01 | 13342B105 |
| CAT | CATERPILLAR INC | 72,430 | $4.922M | 0.1% | $68.75 | -20.6% | COMMON STOCK USD1. | 149123101 |
| TJX | TJX COMPANIES INC | 69,387 | $4.92M | 0.1% | $30.57 | +1.1% | COMMON STOCK USD1. | 872540109 |
| — | SCRIPPS NETWORKS INTER CL A | 88,700 | $4.897M | 0.1% | $53.38 | — | COMMON STOCK USD.01 | 811065101 |
| AEP | AMERICAN ELECTRIC POWER | 83,795 | $4.883M | 0.1% | $38.45 | +3.1% | COMMON STOCK USD6.5 | 025537101 |
| — | JACOBS ENGINEERING GROUP INC | 115,286 | $4.836M | 0.1% | $38.67 | — | COMMON STOCK USD1. | 469814107 |
| PKX | POSCO SPON ADR | 135,746 | $4.8M | 0.1% | $65.47 | — | ADR | 693483109 |
| FE | FIRSTENERGY CORP | 150,900 | $4.788M | 0.1% | $20.59 | 0.0% | COMMON STOCK USD.1 | 337932107 |
| DUK | DUKE ENERGY CORP | 67,030 | $4.785M | 0.1% | $46.02 | +0.7% | COMMON STOCK USD.001 | 26441C204 |
| EPR | EPR PROPERTIES | 81,279 | $4.751M | 0.1% | $54.77 | — | REIT USD.01 | 26884U109 |
| HOLX | HOLOGIC INC | 122,500 | $4.74M | 0.1% | $26.67 | +45.9% | COMMON STOCK USD.01 | 436440101 |
| SPY | SPDR S+P500 ETF TRUST | 23,131 | $4.716M | 0.1% | $198.52 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| EFX | EQUIFAX INC | 42,144 | $4.694M | 0.1% | $90.51 | +8.4% | COMMON STOCK USD1.25 | 294429105 |
| — | ADT CORP/THE | 140,494 | $4.633M | 0.1% | $36.68 | — | COMMON STOCK USD.01 | 00101J106 |
| ACN | ACCENTURE PLC CL A | 44,307 | $4.63M | 0.1% | $76.02 | +18.3% | COMMON STOCK USD.0000225 | G1151C101 |
| GLW | CORNING INC | 250,726 | $4.583M | 0.1% | $14.56 | -4.8% | COMMON STOCK USD.5 | 219350105 |
| MD | MEDNAX INC | 63,800 | $4.572M | 0.1% | $53.35 | +38.6% | COMMON STOCK USD.01 | 58502B106 |
| EWP | ISHARES MSCI SPAIN CAPPED ETF | 161,403 | $4.563M | 0.1% | $28.27 | — | ISHARES MSCI SPAIN CAPPED ET | 464286764 |
| LLY | ELI LILLY + CO | 54,009 | $4.551M | 0.1% | $70.06 | -0.5% | COMMON STOCK | 532457108 |
| MTX | MINERALS TECHNOLOGIES INC | 98,920 | $4.536M | 0.1% | $57.90 | -7.0% | COMMON STOCK USD.1 | 603158106 |
| EWG | ISHARES MSCI GERMANY ETF | 173,065 | $4.533M | 0.1% | $26.19 | — | ISHARES MSCI GERMANY ETF | 464286806 |
| KSS | KOHLS CORP | 91,769 | $4.371M | 0.1% | $58.69 | -21.2% | COMMON STOCK USD.01 | 500255104 |
| JACK | JACK IN THE BOX INC | 56,200 | $4.311M | 0.1% | $75.94 | 0.0% | COMMON STOCK USD.01 | 466367109 |
| — | SUNTRUST BANKS INC | 97,271 | $4.167M | 0.1% | $41.07 | — | COMMON STOCK USD1. | 867914103 |
| NEE | NEXTERA ENERGY INC | 39,977 | $4.153M | 0.1% | $16.28 | +19.7% | COMMON STOCK USD.01 | 65339F101 |
| BPOP | POPULAR INC | 146,500 | $4.152M | 0.1% | $22.55 | -0.6% | COMMON STOCK USD.01 | 733174700 |
| — | LANNETT CO INC | 102,261 | $4.103M | 0.1% | $55.67 | — | COMMON STOCK USD.001 | 516012101 |
| QCOM | QUALCOMM INC | 81,729 | $4.085M | 0.1% | $42.29 | -5.4% | COMMON STOCK USD.0001 | 747525103 |
| — | HRG GROUP INC | 300,400 | $4.073M | 0.1% | $12.48 | — | COMMON STOCK USD.01 | 40434J100 |
| GT | GOODYEAR TIRE + RUBBER CO | 124,538 | $4.069M | 0.1% | $30.14 | +8.8% | COMMON STOCK | 382550101 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 104,400 | $4.039M | 0.1% | $25.17 | +12.0% | COMMON STOCK | 744573106 |
| CE | CELANESE CORP SERIES A | 58,600 | $3.946M | 0.1% | $53.35 | +4.8% | COMMON STOCK USD.0001 | 150870103 |
| RMD | RESMED INC | 73,000 | $3.919M | 0.1% | $54.66 | -8.6% | COMMON STOCK USD.004 | 761152107 |
| AVT | AVNET INC | 90,997 | $3.898M | 0.1% | $32.26 | +10.9% | COMMON STOCK USD1. | 053807103 |
| AN | AUTONATION INC | 65,100 | $3.884M | 0.1% | $61.28 | +1.0% | COMMON STOCK USD.01 | 05329W102 |
| STLD | STEEL DYNAMICS INC | 214,700 | $3.837M | 0.1% | $14.65 | -1.3% | COMMON STOCK USD.005 | 858119100 |
| — | GENERAL MOTORS CO WTS | 156,801 | $3.823M | 0.1% | $24.56 | — | CALL EXP 10JUL16 | 37045V118 |
| PTC | PTC INC | 109,300 | $3.785M | 0.1% | $36.41 | -3.8% | COMMON STOCK USD.01 | 69370C100 |
| PGR | PROGRESSIVE CORP | 118,889 | $3.781M | 0.1% | $20.31 | +15.3% | COMMON STOCK USD1. | 743315103 |
| INDA | ISHARES MSCI INDIA ETF | 134,307 | $3.699M | 0.1% | $30.31 | — | ISHARES MSCI INDIA ETF | 46429B598 |
| RL | RALPH LAUREN CORP | 33,100 | $3.69M | 0.1% | $96.59 | 0.0% | COMMON STOCK USD.01 | 751212101 |
| UTHR | UNITED THERAPEUTICS CORP | 23,000 | $3.602M | 0.1% | $101.01 | +44.1% | COMMON STOCK USD.01 | 91307C102 |
| LSTR | LANDSTAR SYSTEM INC | 61,300 | $3.595M | 0.1% | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| IDCC | INTERDIGITAL INC | 72,768 | $3.569M | 0.1% | $50.93 | -0.3% | COMMON STOCK USD.01 | 45867G101 |
| — | HSN INC | 70,151 | $3.555M | 0.1% | $56.19 | — | COMMON STOCK USD.01 | 404303109 |
| STZ | CONSTELLATION BRANDS INC A | 24,849 | $3.539M | 0.1% | $111.00 | +6.9% | COMMON STOCK USD.01 | 21036P108 |
| ACM | AECOM | 117,800 | $3.538M | 0.1% | $30.68 | -5.8% | COMMON STOCK USD.01 | 00766T100 |
| — | DRIL QUIP INC | 59,100 | $3.5M | 0.1% | $58.90 | — | COMMON STOCK USD.01 | 262037104 |
| SO | SOUTHERN CO/THE | 74,546 | $3.488M | 0.1% | $27.98 | +5.9% | COMMON STOCK USD5. | 842587107 |
| — | ST JUDE MEDICAL INC | 56,210 | $3.472M | 0.1% | $62.55 | — | COMMON STOCK USD.1 | 790849103 |
| GAP | GAP INC/THE | 138,257 | $3.415M | 0.1% | $26.48 | -29.8% | COMMON STOCK USD.05 | 364760108 |
| — | VIACOM INC CLASS B | 81,700 | $3.363M | 0.1% | $65.43 | — | COMMON STOCK USD.001 | 92553P201 |
| — | HOLLYFRONTIER CORP | 83,900 | $3.347M | 0.1% | $43.03 | — | COMMON STOCK USD.01 | 436106108 |
| WM | WASTE MANAGEMENT INC | 62,676 | $3.345M | 0.1% | $41.03 | +7.0% | COMMON STOCK USD.01 | 94106L109 |
| RNR | RENAISSANCERE HOLDINGS LTD | 29,500 | $3.339M | 0.1% | $104.95 | +5.4% | COMMON STOCK USD1. | G7496G103 |
| OHI | OMEGA HEALTHCARE INVESTORS | 94,100 | $3.292M | 0.1% | $35.07 | — | REIT USD.1 | 681936100 |
| PRGO | PERRIGO CO PLC | 22,500 | $3.256M | 0.1% | $153.80 | 0.0% | COMMON STOCK NPV | G97822103 |
| LUV | SOUTHWEST AIRLINES CO | 75,619 | $3.256M | 0.1% | $13.55 | +190.3% | COMMON STOCK USD1. | 844741108 |
| JKHY | JACK HENRY + ASSOCIATES INC | 41,700 | $3.255M | 0.1% | $57.49 | +18.3% | COMMON STOCK USD.01 | 426281101 |
| ES | EVERSOURCE ENERGY | 62,677 | $3.201M | 0.1% | $36.19 | -0.9% | COMMON STOCK USD5.0 | 30040W108 |
| — | INTEGRATED DEVICE TECH INC | 120,582 | $3.177M | 0.1% | $26.35 | — | COMMON STOCK USD.001 | 458118106 |
| TROW | T ROWE PRICE GROUP INC | 44,400 | $3.174M | 0.1% | $54.57 | -6.8% | COMMON STOCK USD.2 | 74144T108 |
| — | MANITOWOC COMPANY INC | 205,543 | $3.155M | 0.1% | $21.96 | — | COMMON STOCK USD.01 | 563571108 |
| PLD | PROLOGIS INC | 73,455 | $3.153M | 0.1% | $30.31 | +3.7% | REIT USD.01 | 74340W103 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 62,600 | $3.134M | 0.1% | $41.96 | — | COMMON STOCK USD.01 | 848574109 |
| INTU | INTUIT INC | 32,412 | $3.128M | 0.1% | $93.11 | -4.0% | COMMON STOCK USD.01 | 461202103 |
| — | AMTRUST FINANCIAL SERVICES | 50,400 | $3.104M | 0.1% | $62.98 | — | COMMON STOCK USD.01 | 032359309 |
| NUE | NUCOR CORP | 76,762 | $3.094M | 0.1% | $32.43 | 0.0% | COMMON STOCK USD.4 | 670346105 |
| — | DYNEGY INC | 228,402 | $3.061M | 0.1% | $22.77 | — | COMMON STOCK USD.01 | 26817R108 |
| — | MENTOR GRAPHICS CORP | 164,462 | $3.029M | 0.1% | $20.60 | — | COMMON STOCK | 587200106 |
| MANH | MANHATTAN ASSOCIATES INC | 45,763 | $3.028M | 0.1% | $38.92 | +82.7% | COMMON STOCK USD.01 | 562750109 |
| IT | GARTNER INC | 33,300 | $3.02M | 0.1% | $88.55 | 0.0% | COMMON STOCK USD.0005 | 366651107 |
| IP | INTERNATIONAL PAPER CO | 79,978 | $3.015M | 0.1% | $27.10 | -8.1% | COMMON STOCK USD1.0 | 460146103 |
| — | MICHAEL KORS HOLDINGS LTD | 74,440 | $2.982M | 0.1% | $50.52 | — | COMMON STOCK | G60754101 |
| — | SEAGATE TECHNOLOGY | 80,002 | $2.933M | 0.1% | $36.66 | — | COMMON STOCK USD.00001 | G7945M107 |
| YUM | YUM BRANDS INC | 40,006 | $2.922M | 0.1% | $43.30 | 0.0% | COMMON STOCK | 988498101 |
| — | GENERAL MOTORS CO WTS | 177,681 | $2.907M | 0.1% | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| TRN | TRINITY INDUSTRIES INC | 121,000 | $2.906M | 0.1% | $14.78 | -9.1% | COMMON STOCK USD.01 | 896522109 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 54,000 | $2.901M | 0.1% | $45.38 | +3.7% | COMMON STOCK USD.01 | 11133T103 |
| — | KEURIG GREEN MOUNTAIN INC | 32,100 | $2.888M | 0.1% | $62.86 | — | COMMON STOCK USD.1 | 49271M100 |
| NTAP | NETAPP INC | 108,075 | $2.867M | 0.1% | $27.55 | -12.5% | COMMON STOCK USD.001 | 64110D104 |
| — | WEBMD HEALTH CORP | 59,365 | $2.867M | 0.1% | $45.61 | — | COMMON STOCK USD.01 | 94770V102 |
| — | BANK OF THE OZARKS | 57,700 | $2.854M | 0.1% | $46.88 | — | COMMON STOCK USD.01 | 063904106 |
| — | ASPEN INSURANCE HOLDINGS LTD | 58,920 | $2.846M | 0.1% | $43.03 | — | COMMON STOCK USD.001514456 | G05384105 |
| SYK | STRYKER CORP | 30,500 | $2.835M | 0.1% | $83.78 | +1.7% | COMMON STOCK USD.1 | 863667101 |
| DHI | DR HORTON INC | 88,200 | $2.825M | 0.1% | $20.37 | +36.8% | COMMON STOCK USD.01 | 23331A109 |
| DHR | DANAHER CORP W/D | 30,334 | $2.817M | 0.1% | $36.01 | +6.1% | COMMON STOCK USD.01 | 235851102 |
| SNPS | SYNOPSYS INC | 61,700 | $2.814M | 0.1% | $35.52 | +36.1% | COMMON STOCK USD.01 | 871607107 |
| BIIB | BIOGEN INC | 9,181 | $2.813M | 0.1% | $305.19 | -5.8% | COMMON STOCK USD.0005 | 09062X103 |
| MHK | MOHAWK INDUSTRIES INC | 14,792 | $2.801M | 0.1% | $198.07 | -3.1% | COMMON STOCK USD.01 | 608190104 |
| CPA | COPA HOLDINGS SA CLASS A | 57,777 | $2.788M | 0.1% | $90.76 | -57.3% | COMMON STOCK | P31076105 |
| AMCX | AMC NETWORKS INC A | 37,300 | $2.786M | 0.1% | $77.23 | -0.6% | COMMON STOCK | 00164V103 |
| RLJ | RLJ LODGING TRUST | 126,103 | $2.728M | 0.1% | $24.19 | — | REIT | 74965L101 |
| ZD | J2 GLOBAL INC | 32,990 | $2.716M | 0.1% | $48.05 | +41.4% | COMMON STOCK USD.01 | 48123V102 |
| MAA | MID AMERICA APARTMENT COMM | 29,900 | $2.715M | 0.1% | $57.04 | +7.4% | REIT USD.01 | 59522J103 |
| MATX | MATSON INC | 63,195 | $2.694M | 0.1% | $24.23 | +59.7% | COMMON STOCK | 57686G105 |
| — | NUANCE COMMUNICATIONS INC | 135,400 | $2.693M | 0.1% | $16.79 | — | COMMON STOCK USD.001 | 67020Y100 |
| — | POST PROPERTIES INC | 45,100 | $2.668M | 0.1% | $58.53 | — | REIT USD.01 | 737464107 |
| 1741046D | STERIS PLC | 35,295 | $2.659M | 0.1% | $75.34 | — | COMMON STOCK | G84720104 |
| AGO | ASSURED GUARANTY LTD | 100,400 | $2.654M | 0.1% | $22.54 | 0.0% | COMMON STOCK USD.01 | G0585R106 |
| SWK | STANLEY BLACK + DECKER INC | 24,865 | $2.654M | 0.1% | $68.46 | +18.5% | COMMON STOCK USD2.5 | 854502101 |
| EVR | EVERCORE PARTNERS INC CL A | 48,959 | $2.647M | 0.1% | $40.05 | +8.0% | COMMON STOCK USD.01 | 29977A105 |
| MU | MICRON TECHNOLOGY INC | 186,475 | $2.64M | 0.1% | $29.25 | -46.7% | COMMON STOCK USD.1 | 595112103 |
| LIVN | LIVANOVA PLC | 44,293 | $2.63M | 0.1% | $60.69 | 0.0% | COMMON STOCK GBP1.0 | G5509L101 |
| HPQ | HP INC | 221,512 | $2.623M | 0.1% | $9.12 | 0.0% | COMMON STOCK USD.01 | 40434L105 |
| — | BAXALTA INC | 66,945 | $2.613M | 0.1% | $39.03 | — | COMMON STOCK USD.01 | 07177M103 |
| CAH | CARDINAL HEALTH INC | 29,175 | $2.604M | 0.1% | $52.67 | +20.8% | COMMON STOCK | 14149Y108 |
| CBRL | CRACKER BARREL OLD COUNTRY | 20,525 | $2.603M | 0.1% | $76.64 | +13.4% | COMMON STOCK USD.01 | 22410J106 |
| HPE | HEWLETT PACKARD ENTERPRIS | 170,746 | $2.595M | 0.1% | $6.50 | 0.0% | COMMON STOCK USD.01 | 42824C109 |
| ATRO | ASTRONICS CORP | 63,342 | $2.579M | 0.1% | $28.92 | -3.2% | COMMON STOCK USD.01 | 046433108 |
| SEE | SEALED AIR CORP | 57,807 | $2.578M | 0.1% | $43.09 | -9.5% | COMMON STOCK USD.1 | 81211K100 |
| SMG | SCOTTS MIRACLE GRO CO CL A | 39,900 | $2.574M | 0.1% | $47.59 | 0.0% | COMMON STOCK USD.01 | 810186106 |
| WKC | WORLD FUEL SERVICES CORP | 66,900 | $2.573M | 0.1% | $43.26 | -5.4% | COMMON STOCK USD.01 | 981475106 |
| — | HCP INC | 66,600 | $2.547M | 0.1% | $37.69 | — | REIT USD1. | 40414L109 |
| — | COACH INC | 77,774 | $2.546M | 0.1% | $37.82 | — | COMMON STOCK USD.01 | 189754104 |
| LEA | LEAR CORP | 20,700 | $2.543M | 0.1% | $101.14 | 0.0% | COMMON STOCK USD.01 | 521865204 |
| — | E TRADE FINANCIAL CORP | 84,824 | $2.514M | 0.1% | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| SRE | SEMPRA ENERGY | 26,479 | $2.489M | 0.1% | $31.17 | +15.0% | COMMON STOCK | 816851109 |
| — | IAC/INTERACTIVECORP | 41,400 | $2.486M | 0.1% | $73.91 | — | COMMON STOCK USD.001 | 44919P508 |
| — | SOVRAN SELF STORAGE INC | 22,917 | $2.459M | 0.1% | $73.44 | — | REIT USD.01 | 84610H108 |
| DLX | DELUXE CORP | 44,933 | $2.451M | 0.1% | $23.94 | +60.4% | COMMON STOCK USD1. | 248019101 |
| EXR | EXTRA SPACE STORAGE INC | 27,600 | $2.435M | 0.1% | $36.62 | +53.7% | REIT USD.01 | 30225T102 |
| RDN | RADIAN GROUP INC | 178,915 | $2.396M | 0.1% | $13.54 | -10.5% | COMMON STOCK USD.001 | 750236101 |
| SSNC | SS+C TECHNOLOGIES HOLDINGS | 34,973 | $2.388M | 0.1% | $20.82 | +70.5% | COMMON STOCK USD.01 | 78467J100 |
| THG | HANOVER INSURANCE GROUP INC/ | 29,300 | $2.383M | 0.1% | $59.00 | +4.9% | COMMON STOCK USD.01 | 410867105 |
| — | HANGER INC | 144,293 | $2.374M | 0.1% | $22.67 | — | COMMON STOCK USD.01 | 41043F208 |
| — | PLUM CREEK TIMBER CO | 49,670 | $2.37M | 0.1% | $42.17 | — | REIT USD.01 | 729251108 |
| AGX | ARGAN INC | 73,079 | $2.368M | 0.1% | $27.65 | +1.6% | COMMON STOCK USD.15 | 04010E109 |
| — | DENTSPLY INTERNATIONAL INC | 38,885 | $2.366M | 0.1% | $51.55 | — | COMMON STOCK USD.01 | 249030107 |
| ROL | ROLLINS INC | 90,400 | $2.341M | 0.1% | $10.46 | 0.0% | COMMON STOCK USD1. | 775711104 |
| LNC | LINCOLN NATIONAL CORP | 46,489 | $2.337M | 0.1% | $36.12 | -1.2% | COMMON STOCK | 534187109 |
| PHM | PULTEGROUP INC | 130,800 | $2.331M | 0.1% | $15.66 | +5.1% | COMMON STOCK USD.01 | 745867101 |
| RSG | REPUBLIC SERVICES INC | 52,947 | $2.329M | 0.1% | $36.64 | 0.0% | COMMON STOCK USD.01 | 760759100 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 54,840 | $2.322M | 0.1% | $43.44 | +8.3% | COMMON STOCK USD.0001 | 70959W103 |
| PYPL | PAYPAL HOLDINGS INC | 63,635 | $2.304M | 0.1% | $35.85 | -1.8% | COMMON STOCK USD.0001 | 70450Y103 |
| CDW | CDW CORP/DE | 54,500 | $2.291M | 0.1% | $32.01 | +20.8% | COMMON STOCK USD.01 | 12514G108 |
| ROP | ROPER TECHNOLOGIES INC | 12,000 | $2.277M | 0.1% | $172.39 | 0.0% | COMMON STOCK USD.01 | 776696106 |
| — | RETAIL OPPORTUNITY INVESTMEN | 127,159 | $2.276M | 0.1% | $14.11 | — | REIT USD.0001 | 76131N101 |
| — | SANDERSON FARMS INC | 29,352 | $2.275M | 0.1% | $82.94 | — | COMMON STOCK USD1. | 800013104 |
| — | LAZARD LTD CL A | 50,200 | $2.26M | 0.1% | $49.34 | — | MLP USD.01 | G54050102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 8,800 | $2.255M | 0.1% | $44.17 | 0.0% | COMMON STOCK USD.01 | 45866F104 |
| VAC | MARRIOTT VACATIONS WORLD | 39,424 | $2.245M | 0.1% | $51.22 | +21.3% | COMMON STOCK USD.01 | 57164Y107 |
| BIGGQ | BIG LOTS INC | 58,250 | $2.245M | 0.1% | $35.22 | -2.8% | COMMON STOCK USD.01 | 089302103 |
| AES | AES CORP | 234,400 | $2.243M | 0.1% | $8.52 | -19.3% | COMMON STOCK USD.01 | 00130H105 |
| WNC | WABASH NATIONAL CORP | 188,705 | $2.232M | 0.1% | $9.79 | +0.4% | COMMON STOCK USD.01 | 929566107 |
| — | AMSURG CORP | 29,300 | $2.227M | 0.1% | $51.08 | — | COMMON STOCK | 03232P405 |
| PLUS | EPLUS INC | 23,877 | $2.227M | 0.1% | $16.33 | +37.5% | COMMON STOCK USD.01 | 294268107 |
| — | HILL ROM HOLDINGS INC | 45,943 | $2.208M | 0.1% | $39.32 | — | COMMON STOCK | 431475102 |
| PRU | PRUDENTIAL FINANCIAL INC | 27,025 | $2.2M | 0.1% | $52.61 | 0.0% | COMMON STOCK USD.01 | 744320102 |
| GATX | GATX CORP | 51,700 | $2.2M | 0.1% | $40.53 | -12.1% | COMMON STOCK USD.625 | 361448103 |
| PIPR | PIPER JAFFRAY COS | 54,428 | $2.199M | 0.1% | $42.71 | -10.2% | COMMON STOCK USD.01 | 724078100 |
| DOV | DOVER CORP | 35,692 | $2.188M | 0.1% | $42.55 | 0.0% | COMMON STOCK USD1. | 260003108 |
| — | SINCLAIR BROADCAST GROUP A | 66,600 | $2.167M | 0.1% | $32.54 | — | COMMON STOCK USD.01 | 829226109 |
| AMSF | AMERISAFE INC | 42,352 | $2.156M | 0.1% | $19.64 | +18.8% | COMMON STOCK USD.01 | 03071H100 |
| EAT | BRINKER INTERNATIONAL INC | 44,700 | $2.143M | 0.1% | $48.21 | -16.4% | COMMON STOCK USD.1 | 109641100 |
| — | GOVERNMENT PROPERTIES INCOME | 132,334 | $2.1M | 0.1% | $23.47 | — | REIT USD.01 | 38376A103 |
| — | LASALLE HOTEL PROPERTIES | 82,835 | $2.084M | 0.1% | $30.93 | — | REIT USD.01 | 517942108 |
| O | REALTY INCOME CORP | 40,200 | $2.076M | 0.1% | $28.08 | +6.0% | REIT USD1. | 756109104 |
| SANM | SANMINA CORP | 99,894 | $2.056M | 0.0% | $22.47 | -1.0% | COMMON STOCK USD.01 | 801056102 |
| LGND | LIGAND PHARMACEUTICALS | 18,654 | $2.022M | 0.0% | $46.64 | +32.4% | COMMON STOCK USD.001 | 53220K504 |
| HBAN | HUNTINGTON BANCSHARES INC | 182,668 | $2.02M | 0.0% | $7.38 | 0.0% | COMMON STOCK USD.01 | 446150104 |
| OMC | OMNICOM GROUP | 26,500 | $2.005M | 0.0% | $52.01 | 0.0% | COMMON STOCK USD.15 | 681919106 |
| — | CALPINE CORP | 138,448 | $2.003M | 0.0% | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| MS | MORGAN STANLEY | 62,697 | $1.994M | 0.0% | $23.85 | +4.8% | COMMON STOCK USD.01 | 617446448 |
| MTRX | MATRIX SERVICE CO | 95,807 | $1.968M | 0.0% | $19.31 | +16.1% | COMMON STOCK USD.01 | 576853105 |
| — | PEPCO HOLDINGS INC | 75,647 | $1.968M | 0.0% | $26.87 | — | COMMON STOCK USD.01 | 713291102 |
| — | MEDIVATION INC | 40,500 | $1.958M | 0.0% | $42.51 | — | COMMON STOCK USD.01 | 58501N101 |
| — | BERRY PLASTICS GROUP INC | 54,000 | $1.954M | 0.0% | $36.19 | — | COMMON STOCK USD.01 | 08579W103 |
| FAF | FIRST AMERICAN FINANCIAL | 54,300 | $1.949M | 0.0% | $28.11 | -2.6% | COMMON STOCK USD.00001 | 31847R102 |
| PII | POLARIS INDUSTRIES INC | 22,600 | $1.942M | 0.0% | $135.73 | -21.9% | COMMON STOCK USD.01 | 731068102 |
| PCAR | PACCAR INC | 40,800 | $1.934M | 0.0% | $27.08 | -15.1% | COMMON STOCK USD1. | 693718108 |
| KIM | KIMCO REALTY CORP | 72,967 | $1.931M | 0.0% | $12.40 | +28.1% | REIT USD.01 | 49446R109 |
| — | LEUCADIA NATIONAL CORP | 111,026 | $1.931M | 0.0% | $25.79 | — | COMMON STOCK USD1. | 527288104 |
| ANIK | ANIKA THERAPEUTICS INC | 49,765 | $1.899M | 0.0% | $14.42 | +165.2% | COMMON STOCK USD.01 | 035255108 |
| — | MYLAN NV | 35,000 | $1.892M | 0.0% | $56.92 | — | COMMON STOCK EUR.01 | N59465109 |
| GBX | GREENBRIER COMPANIES INC | 57,737 | $1.883M | 0.0% | $32.54 | -21.3% | COMMON STOCK | 393657101 |
| FDP | FRESH DEL MONTE PRODUCE W/D | 48,385 | $1.881M | 0.0% | $23.15 | +50.9% | COMMON STOCK USD.01 | G36738105 |
| — | PRECISION CASTPARTS CORP | 8,100 | $1.879M | 0.0% | $202.12 | — | COMMON STOCK | 740189105 |
| — | AMAG PHARMACEUTICALS INC | 62,193 | $1.878M | 0.0% | $42.37 | — | COMMON STOCK USD.01 | 00163U106 |
| KFY | KORN/FERRY INTERNATIONAL | 56,270 | $1.867M | 0.0% | $22.58 | +34.4% | COMMON STOCK USD.01 | 500643200 |
| FISV | FISERV INC | 20,407 | $1.866M | 0.0% | $38.67 | +21.4% | COMMON STOCK USD.01 | 337738108 |
| AMN | AMN HEALTHCARE SERVICES INC | 59,802 | $1.857M | 0.0% | $26.12 | +13.4% | COMMON STOCK USD.01 | 001744101 |
| — | WHITEWAVE FOODS CO | 47,700 | $1.856M | 0.0% | $39.26 | — | COMMON STOCK USD.01 | 966244105 |
| — | BROCADE COMMUNICATIONS SYS | 201,800 | $1.853M | 0.0% | $11.64 | — | COMMON STOCK USD.001 | 111621306 |
| IDA | IDACORP INC | 26,994 | $1.836M | 0.0% | $56.37 | +19.5% | COMMON STOCK | 451107106 |
| NFG | NATIONAL FUEL GAS CO | 42,900 | $1.834M | 0.0% | $47.49 | 0.0% | COMMON STOCK USD1. | 636180101 |
| — | SBA COMMUNICATIONS CORP CL A | 17,300 | $1.818M | 0.0% | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| EXPE | EXPEDIA INC | 14,583 | $1.813M | 0.0% | $69.69 | +72.4% | COMMON STOCK USD.001 | 30212P303 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 35,152 | $1.81M | 0.0% | $49.68 | 0.0% | COMMON STOCK USD.01 | 74112D101 |
| PPC | PILGRIM S PRIDE CORP | 79,900 | $1.765M | 0.0% | $23.75 | -13.9% | COMMON STOCK USD.01 | 72147K108 |
| IVZ | INVESCO LTD | 52,400 | $1.754M | 0.0% | $22.28 | -7.2% | COMMON STOCK USD.2 | G491BT108 |
| — | VMWARE INC CLASS A | 30,800 | $1.742M | 0.0% | $64.36 | — | COMMON STOCK USD.01 | 928563402 |
| — | STAMPS.COM INC | 15,576 | $1.707M | 0.0% | $73.74 | — | COMMON STOCK USD.001 | 852857200 |
| M | MACY S INC | 48,635 | $1.701M | 0.0% | $50.16 | -13.6% | COMMON STOCK USD.01 | 55616P104 |
| ESS | ESSEX PROPERTY TRUST INC | 7,100 | $1.7M | 0.0% | $157.07 | +4.8% | REIT USD.0001 | 297178105 |
| — | SOLARWINDS INC | 28,700 | $1.69M | 0.0% | $47.22 | — | COMMON STOCK USD.001 | 83416B109 |
| MPC | MARATHON PETROLEUM CORP | 32,414 | $1.68M | 0.0% | $36.21 | +5.1% | COMMON STOCK | 56585A102 |
| — | FIRSTMERIT CORP | 89,038 | $1.661M | 0.0% | $20.29 | — | COMMON STOCK | 337915102 |
| ALL | ALLSTATE CORP | 26,700 | $1.658M | 0.0% | $53.15 | -6.4% | COMMON STOCK USD.01 | 020002101 |
| — | CHESAPEAKE LODGING TRUST | 65,126 | $1.639M | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| DTE | DTE ENERGY COMPANY | 20,400 | $1.636M | 0.0% | $41.71 | +17.7% | COMMON STOCK | 233331107 |
| OKE | ONEOK INC | 65,900 | $1.625M | 0.0% | $15.97 | 0.0% | COMMON STOCK USD.01 | 682680103 |
| — | OWENS ILLINOIS INC | 92,944 | $1.619M | 0.0% | $20.97 | — | COMMON STOCK USD.01 | 690768403 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 74,060 | $1.616M | 0.0% | $19.87 | +11.2% | COMMON STOCK USD.0001 | 42727J102 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 38,038 | $1.597M | 0.0% | $25.78 | -5.0% | COMMON STOCK USD.1 | 808541106 |
| CDNS | CADENCE DESIGN SYS INC | 76,000 | $1.582M | 0.0% | $14.98 | +44.9% | COMMON STOCK USD.01 | 127387108 |
| PAYX | PAYCHEX INC | 29,700 | $1.571M | 0.0% | $38.55 | 0.0% | COMMON STOCK USD.01 | 704326107 |
| AVY | AVERY DENNISON CORP | 24,871 | $1.558M | 0.0% | $38.50 | +36.1% | COMMON STOCK USD1. | 053611109 |
| — | FIRST MIDWEST BANCORP INC/IL | 84,014 | $1.548M | 0.0% | $18.43 | — | COMMON STOCK USD.01 | 320867104 |
| — | UMPQUA HOLDINGS CORP | 97,300 | $1.547M | 0.0% | $17.99 | — | COMMON STOCK | 904214103 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 27,150 | $1.536M | 0.0% | $26.83 | +89.4% | COMMON STOCK USD.001 | 64125C109 |
| — | CALATLANTIC GROUP INC | 40,165 | $1.523M | 0.0% | $37.92 | — | COMMON STOCK USD.01 | 128195104 |
| — | SUPERIOR ENERGY SERVICES INC | 112,200 | $1.511M | 0.0% | $13.47 | — | COMMON STOCK USD.001 | 868157108 |
| — | INC RESEARCH HOLDINGS INC A | 31,100 | $1.509M | 0.0% | $48.52 | — | COMMON STOCK USD.01 | 45329R109 |
| BHE | BENCHMARK ELECTRONICS INC | 72,946 | $1.508M | 0.0% | $19.67 | -10.6% | COMMON STOCK USD.1 | 08160H101 |
| TYL | TYLER TECHNOLOGIES INC | 8,600 | $1.499M | 0.0% | $172.84 | 0.0% | COMMON STOCK USD.01 | 902252105 |
| — | DUNKIN BRANDS GROUP INC | 34,800 | $1.482M | 0.0% | $51.59 | — | COMMON STOCK USD.001 | 265504100 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 85,250 | $1.469M | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| MSTR | MICROSTRATEGY INC CL A | 8,092 | $1.451M | 0.0% | $17.60 | +3.3% | COMMON STOCK USD.001 | 594972408 |
| — | SERVICEMASTER GLOBAL HOLDING | 36,800 | $1.444M | 0.0% | $39.24 | — | COMMON STOCK USD.01 | 81761R109 |
| — | VALIDUS HOLDINGS LTD | 31,200 | $1.444M | 0.0% | $36.47 | — | COMMON STOCK USD.175 | G9319H102 |
| — | WESTERN REFINING INC | 40,384 | $1.438M | 0.0% | $43.54 | — | COMMON STOCK USD.01 | 959319104 |
| — | SELECT INCOME REIT | 72,304 | $1.433M | 0.0% | $19.02 | — | REIT USD.01 | 81618T100 |
| — | AVG TECHNOLOGIES | 71,487 | $1.433M | 0.0% | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| CBT | CABOT CORP | 34,900 | $1.427M | 0.0% | $30.91 | 0.0% | COMMON STOCK USD1. | 127055101 |
| NVDA | NVIDIA CORP | 43,205 | $1.424M | 0.0% | $0.73 | 0.0% | COMMON STOCK USD.001 | 67066G104 |
| — | GREAT WESTERN BANCORP INC | 48,702 | $1.413M | 0.0% | $29.01 | — | COMMON STOCK USD.01 | 391416104 |
| TXNM | PNM RESOURCES INC | 46,174 | $1.412M | 0.0% | $26.09 | +9.8% | COMMON STOCK | 69349H107 |
| GTN | GRAY TELEVISION INC | 86,595 | $1.411M | 0.0% | $15.66 | 0.0% | COMMON STOCK | 389375106 |
| CTRN | CITI TRENDS INC | 66,065 | $1.404M | 0.0% | $23.11 | -6.1% | COMMON STOCK USD.01 | 17306X102 |
| — | BAKER HUGHES INC | 30,279 | $1.397M | 0.0% | $47.93 | — | COMMON STOCK USD1. | 057224107 |
| AVB | AVALONBAY COMMUNITIES INC | 7,561 | $1.392M | 0.0% | $127.20 | 0.0% | REIT USD.01 | 053484101 |
| — | TIME INC | 88,500 | $1.387M | 0.0% | $15.67 | — | COMMON STOCK USD.01 | 887228104 |
| HSIC | HENRY SCHEIN INC | 8,727 | $1.381M | 0.0% | $49.41 | +20.3% | COMMON STOCK USD.01 | 806407102 |
| — | WGL HOLDINGS INC | 21,910 | $1.38M | 0.0% | $57.69 | — | COMMON STOCK | 92924F106 |
| — | MB FINANCIAL INC | 42,453 | $1.374M | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| AMKR | AMKOR TECHNOLOGY INC | 224,972 | $1.368M | 0.0% | $6.66 | -15.3% | COMMON STOCK USD.001 | 031652100 |
| — | KRISPY KREME DOUGHNUTS INC | 90,064 | $1.357M | 0.0% | $15.07 | — | COMMON STOCK | 501014104 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.342M | 0.0% | $22.59 | -19.1% | COMMON STOCK USD.01 | 59001A102 |
| MTN | VAIL RESORTS INC | 10,470 | $1.34M | 0.0% | $117.58 | 0.0% | COMMON STOCK USD.01 | 91879Q109 |
| WLY | WILEY (JOHN) + SONS CLASS A | 29,600 | $1.333M | 0.0% | $37.93 | -4.0% | COMMON STOCK USD1. | 968223206 |
| TREE | LENDINGTREE INC | 14,790 | $1.32M | 0.0% | $56.03 | — | COMMON STOCK USD.01 | 52603B107 |
| — | NEENAH PAPER INC | 21,064 | $1.315M | 0.0% | $40.96 | — | COMMON STOCK USD.01 | 640079109 |
| — | SYMETRA FINANCIAL CORP | 41,300 | $1.312M | 0.0% | $31.65 | — | COMMON STOCK USD.01 | 87151Q106 |
| — | FRANCESCAS HOLDINGS CORP | 75,276 | $1.311M | 0.0% | $16.97 | — | COMMON STOCK USD.01 | 351793104 |
| WPC | WP CAREY INC | 22,200 | $1.31M | 0.0% | $59.01 | — | REIT USD.001 | 92936U109 |
| — | ANCHOR BANCORP WISCONSIN INC | 29,860 | $1.3M | 0.0% | $42.71 | — | COMMON STOCK USD.01 | 03283P106 |
| HUN | HUNTSMAN CORP | 114,200 | $1.298M | 0.0% | $20.40 | -41.9% | COMMON STOCK USD.01 | 447011107 |
| — | MALLINCKRODT PLC | 17,289 | $1.29M | 0.0% | $63.95 | — | COMMON STOCK USD.2 | G5785G107 |
| — | TECH DATA CORP | 19,400 | $1.288M | 0.0% | $68.50 | — | COMMON STOCK USD.0015 | 878237106 |
| MOH | MOLINA HEALTHCARE INC | 21,300 | $1.281M | 0.0% | $63.01 | 0.0% | COMMON STOCK USD.001 | 60855R100 |
| AMP | AMERIPRISE FINANCIAL INC | 11,891 | $1.265M | 0.0% | $94.40 | -4.4% | COMMON STOCK USD.01 | 03076C106 |
| — | ANNALY CAPITAL MANAGEMENT IN | 134,800 | $1.264M | 0.0% | $9.87 | — | REIT USD.01 | 035710409 |
| HCI | HCI GROUP INC | 36,123 | $1.259M | 0.0% | $40.43 | -3.5% | COMMON STOCK | 40416E103 |
| — | TESORO CORP | 11,883 | $1.252M | 0.0% | $97.26 | — | COMMON STOCK USD.167 | 881609101 |
| — | JARDEN CORP | 21,900 | $1.251M | 0.0% | $54.55 | — | COMMON STOCK USD.01 | 471109108 |
| — | PS BUSINESS PARKS INC/CA | 14,258 | $1.247M | 0.0% | $80.77 | — | REIT USD.01 | 69360J107 |
| ALGN | ALIGN TECHNOLOGY INC | 18,800 | $1.238M | 0.0% | $64.15 | 0.0% | COMMON STOCK USD.0001 | 016255101 |
| MKTX | MARKETAXESS HOLDINGS INC | 11,000 | $1.227M | 0.0% | $92.99 | 0.0% | COMMON STOCK USD.003 | 57060D108 |
| — | INSYS THERAPEUTICS INC | 42,427 | $1.215M | 0.0% | $43.10 | — | COMMON STOCK USD.0002145 | 45824V209 |
| ANGO | ANGIODYNAMICS INC | 99,447 | $1.207M | 0.0% | $12.32 | 0.0% | COMMON STOCK USD.01 | 03475V101 |
| CALM | CAL MAINE FOODS INC | 25,791 | $1.195M | 0.0% | $30.41 | +30.9% | COMMON STOCK USD.01 | 128030202 |
| — | SKECHERS USA INC CL A | 39,400 | $1.19M | 0.0% | $30.20 | — | COMMON STOCK USD.001 | 830566105 |
| DKS | DICK S SPORTING GOODS INC | 33,400 | $1.181M | 0.0% | $31.82 | 0.0% | COMMON STOCK USD.01 | 253393102 |
| MKSI | MKS INSTRUMENTS INC | 32,337 | $1.164M | 0.0% | $28.16 | +15.5% | COMMON STOCK | 55306N104 |
| — | INFINITY PROPERTY + CASUALTY | 14,147 | $1.163M | 0.0% | $82.21 | — | COMMON STOCK | 45665Q103 |
| NWSA | NEWS CORP CLASS A | 86,485 | $1.155M | 0.0% | $12.49 | 0.0% | COMMON STOCK USD.01 | 65249B109 |
| NAT | NORDIC AMERICAN TANKERS LTD | 74,107 | $1.152M | 0.0% | $12.81 | +18.3% | COMMON STOCK USD.01 | G65773106 |
| — | HESKA CORP | 29,691 | $1.148M | 0.0% | $34.12 | — | COMMON STOCK USD.001 | 42805E306 |
| — | PRICELINE GROUP INC/THE | 900 | $1.147M | 0.0% | $1274.44 | — | COMMON STOCK USD.008 | 741503403 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.145M | 0.0% | $30.76 | -10.8% | COMMON STOCK USD.5 | 591520200 |
| PFBC | PREFERRED BANK/LOS ANGELES | 34,266 | $1.131M | 0.0% | $33.80 | 0.0% | COMMON STOCK | 740367404 |
| — | NAUTILUS INC | 67,491 | $1.128M | 0.0% | $16.71 | — | COMMON STOCK | 63910B102 |
| NSIT | INSIGHT ENTERPRISES INC | 44,503 | $1.118M | 0.0% | $20.13 | +30.8% | COMMON STOCK USD.01 | 45765U103 |
| — | FEDERATED NATIONAL HOLDING C | 37,678 | $1.114M | 0.0% | $29.57 | — | COMMON STOCK USD.01 | 31422T101 |
| — | NEWLINK GENETICS CORP | 30,624 | $1.114M | 0.0% | $41.55 | — | COMMON STOCK USD.01 | 651511107 |
| — | ANACOR PHARMACEUTICALS INC | 9,845 | $1.112M | 0.0% | $117.72 | — | COMMON STOCK USD.001 | 032420101 |
| WEC | WEC ENERGY GROUP INC | 21,606 | $1.109M | 0.0% | $34.14 | +7.7% | COMMON STOCK USD.01 | 92939U106 |
| — | WHOLE FOODS MARKET INC | 32,409 | $1.086M | 0.0% | $35.45 | — | COMMON STOCK | 966837106 |
| FSS | FEDERAL SIGNAL CORP | 67,890 | $1.076M | 0.0% | $14.13 | 0.0% | COMMON STOCK USD1. | 313855108 |
| ORA | ORMAT TECHNOLOGIES INC | 29,233 | $1.066M | 0.0% | $33.83 | 0.0% | COMMON STOCK USD.001 | 686688102 |
| — | SMITH + WESSON HOLDING CORP | 48,238 | $1.06M | 0.0% | $19.94 | — | COMMON STOCK USD.001 | 831756101 |
| HVT | HAVERTY FURNITURE | 49,462 | $1.06M | 0.0% | $25.47 | -10.0% | COMMON STOCK USD1. | 419596101 |
| CPK | CHESAPEAKE UTILITIES CORP | 18,639 | $1.058M | 0.0% | $44.34 | 0.0% | COMMON STOCK USD.4867 | 165303108 |
| — | SPEEDWAY MOTORSPORTS INC | 50,938 | $1.055M | 0.0% | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| — | AMERICAN CAMPUS COMMUNITIES | 25,300 | $1.046M | 0.0% | $37.27 | — | REIT USD.01 | 024835100 |
| ICUI | ICU MEDICAL INC | 9,272 | $1.046M | 0.0% | $107.79 | +2.5% | COMMON STOCK USD.1 | 44930G107 |
| — | CORELOGIC INC | 30,500 | $1.033M | 0.0% | $36.04 | — | COMMON STOCK USD1. | 21871D103 |
| FFIV | F5 NETWORKS INC | 10,500 | $1.018M | 0.0% | $122.24 | -11.6% | COMMON STOCK | 315616102 |
| — | WEB.COM GROUP INC | 50,551 | $1.012M | 0.0% | $26.77 | — | COMMON STOCK USD.001 | 94733A104 |
| ADC | AGREE REALTY CORP | 29,725 | $1.01M | 0.0% | $33.98 | — | REIT USD.0001 | 008492100 |
| — | PAREXEL INTERNATIONAL CORP | 14,800 | $1.008M | 0.0% | $68.11 | — | COMMON STOCK USD.01 | 699462107 |
| — | STAPLES INC | 105,930 | $1.003M | 0.0% | $14.78 | — | COMMON STOCK USD.0006 | 855030102 |
| — | DELEK US HOLDINGS INC | 40,597 | $999K | 0.0% | $36.01 | — | COMMON STOCK USD.01 | 246647101 |
| PCRX | PACIRA PHARMACEUTICALS INC | 12,989 | $997K | 0.0% | $56.62 | 0.0% | COMMON STOCK USD.001 | 695127100 |
| — | CAI INTERNATIONAL INC | 98,024 | $988K | 0.0% | $12.34 | — | COMMON STOCK USD.0001 | 12477X106 |
| KAI | KADANT INC | 24,340 | $988K | 0.0% | $33.91 | +11.7% | COMMON STOCK USD.01 | 48282T104 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 30,000 | $981K | 0.0% | $32.70 | — | VANGUARD FTSE EMERGING MARKE | 922042858 |
| — | NCI BUILDING SYSTEMS INC | 78,958 | $980K | 0.0% | $12.41 | — | COMMON STOCK USD.01 | 628852204 |
| — | HEALTHCARE REALTY TRUST INC | 34,424 | $975K | 0.0% | $23.51 | — | REIT USD.01 | 421946104 |
| PSX | PHILLIPS 66 | 11,888 | $972K | 0.0% | $59.08 | 0.0% | COMMON STOCK | 718546104 |
| — | SIX FLAGS ENTERTAINMENT CORP | 17,500 | $961K | 0.0% | $45.33 | — | COMMON STOCK | 83001A102 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 50,441 | $953K | 0.0% | $18.79 | -5.3% | COMMON STOCK USD.01 | 199333105 |
| MDXG | MIMEDX GROUP INC | 100,565 | $942K | 0.0% | $9.70 | -10.6% | COMMON STOCK USD.001 | 602496101 |
| CNXN | PC CONNECTION INC | 40,914 | $926K | 0.0% | $15.71 | +24.0% | COMMON STOCK USD.01 | 69318J100 |
| UAA | UNDER ARMOUR INC CLASS A | 11,400 | $919K | 0.0% | $45.61 | 0.0% | COMMON STOCK USD.000333 | 904311107 |
| WAL | WESTERN ALLIANCE BANCORP | 25,591 | $918K | 0.0% | $31.31 | 0.0% | COMMON STOCK USD.0001 | 957638109 |
| — | AIRGAS INC | 6,600 | $913K | 0.0% | $89.32 | — | COMMON STOCK USD.01 | 009363102 |
| ROK | ROCKWELL AUTOMATION INC | 8,900 | $913K | 0.0% | $93.35 | -7.8% | COMMON STOCK USD1. | 773903109 |
| — | BIOMED REALTY TRUST INC | 38,500 | $912K | 0.0% | $19.98 | — | REIT USD.01 | 09063H107 |
| CNC | CENTENE CORP | 13,840 | $911K | 0.0% | $30.07 | -1.5% | COMMON STOCK USD.001 | 15135B101 |
| PANW | PALO ALTO NETWORKS INC | 5,100 | $898K | 0.0% | $28.85 | 0.0% | COMMON STOCK USD.0001 | 697435105 |
| OSUR | ORASURE TECHNOLOGIES INC | 138,360 | $891K | 0.0% | $7.01 | -18.5% | COMMON STOCK USD.000001 | 68554V108 |
| MTG | MGIC INVESTMENT CORP | 100,200 | $885K | 0.0% | $10.64 | -11.8% | COMMON STOCK USD1. | 552848103 |
| UNFI | UNITED NATURAL FOODS INC | 22,200 | $874K | 0.0% | $46.83 | 0.0% | COMMON STOCK USD.01 | 911163103 |
| ALG | ALAMO GROUP INC | 16,742 | $872K | 0.0% | $50.61 | -3.6% | COMMON STOCK USD.1 | 011311107 |
| — | CAPITAL BANK FINANCIAL CL A | 27,254 | $872K | 0.0% | $32.00 | — | COMMON STOCK | 139794101 |
| — | ROWAN COMPANIES PLC A | 51,300 | $870K | 0.0% | $16.79 | — | COMMON STOCK USD.125 | G7665A101 |
| — | RPX CORP | 78,724 | $866K | 0.0% | $15.32 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | JANUS CAPITAL GROUP INC | 61,382 | $865K | 0.0% | $15.68 | — | COMMON STOCK USD.01 | 47102X105 |
| HRB | H+R BLOCK INC | 25,900 | $863K | 0.0% | $22.90 | +5.5% | COMMON STOCK | 093671105 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 63,414 | $852K | 0.0% | $12.11 | +27.7% | COMMON STOCK USD.001 | 868459108 |
| LZB | LA Z BOY INC | 34,672 | $847K | 0.0% | $26.83 | 0.0% | COMMON STOCK USD1. | 505336107 |
| — | MARATHON OIL CORP | 67,300 | $847K | 0.0% | $12.59 | — | COMMON STOCK USD1. | 565849106 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $846K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 27,689 | $834K | 0.0% | $36.51 | -12.1% | COMMON STOCK USD.001 | 71742Q106 |
| CPS | COOPER STANDARD HOLDING | 10,659 | $827K | 0.0% | $59.86 | +18.0% | COMMON STOCK USD.001 | 21676P103 |
| PKG | PACKAGING CORP OF AMERICA | 13,100 | $826K | 0.0% | $49.55 | -1.9% | COMMON STOCK USD.01 | 695156109 |
| NVR | NVR INC | 500 | $822K | 0.0% | $1349.27 | +21.3% | COMMON STOCK USD.01 | 62944T105 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 7,292 | $818K | 0.0% | $99.99 | 0.0% | COMMON STOCK USD.001 | 90400D108 |
| — | INGRAM MICRO INC CL A | 26,900 | $817K | 0.0% | $30.37 | — | COMMON STOCK USD.01 | 457153104 |
| — | FMC TECHNOLOGIES INC | 28,100 | $815K | 0.0% | $41.49 | — | COMMON STOCK USD.01 | 30249U101 |
| — | PARTNERRE LTD | 5,800 | $810K | 0.0% | $138.97 | — | COMMON STOCK USD1. | G6852T105 |
| MHO | M/I HOMES INC | 36,526 | $801K | 0.0% | $23.46 | -2.2% | COMMON STOCK USD.01 | 55305B101 |
| — | SEATTLE GENETICS INC | 17,600 | $790K | 0.0% | $38.56 | — | COMMON STOCK USD.001 | 812578102 |
| — | ABIOMED INC | 8,658 | $782K | 0.0% | $73.51 | — | COMMON STOCK USD.01 | 003654100 |
| — | NATIONAL CINEMEDIA INC | 49,522 | $778K | 0.0% | $15.71 | — | COMMON STOCK USD.01 | 635309107 |
| DAN | DANA HOLDING CORP | 56,256 | $776K | 0.0% | $15.90 | -19.4% | COMMON STOCK USD.01 | 235825205 |
| PEB | PEBBLEBROOK HOTEL TRUST | 27,651 | $775K | 0.0% | $31.67 | — | REIT USD.01 | 70509V100 |
| — | PGT INC | 67,293 | $766K | 0.0% | $9.32 | — | COMMON STOCK USD.01 | 69336V101 |
| THRM | GENTHERM INC | 16,110 | $764K | 0.0% | $47.95 | 0.0% | COMMON STOCK | 37253A103 |
| — | VERINT SYSTEMS INC | 18,819 | $763K | 0.0% | $40.54 | — | COMMON STOCK USD.001 | 92343X100 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 50,247 | $762K | 0.0% | $15.27 | — | COMMON STOCK USD.001 | 018680306 |
| — | ACORDA THERAPEUTICS INC | 17,804 | $762K | 0.0% | $32.04 | — | COMMON STOCK USD.001 | 00484M106 |
| — | SUCAMPO PHARMACEUTICALS CL A | 43,542 | $753K | 0.0% | $16.42 | — | COMMON STOCK USD.01 | 864909106 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $749K | 0.0% | $75.06 | -47.9% | COMMON STOCK USD.01 | 204166102 |
| CAR | AVIS BUDGET GROUP INC | 20,600 | $748K | 0.0% | $44.92 | -10.9% | COMMON STOCK USD.01 | 053774105 |
| — | OUTERWALL INC W/I | 20,395 | $745K | 0.0% | $36.53 | — | COMMON STOCK USD.001 | 690070107 |
| RRX | REGAL BELOIT CORP | 12,700 | $743K | 0.0% | $61.26 | 0.0% | COMMON STOCK USD.01 | 758750103 |
| — | LINKEDIN CORP A | 3,300 | $743K | 0.0% | $225.15 | — | COMMON STOCK USD.0001 | 53578A108 |
| — | OMEGA PROTEIN CORP | 33,304 | $739K | 0.0% | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 6,152 | $723K | 0.0% | $90.29 | 0.0% | COMMON STOCK USD.01 | 92828Q109 |
| CHD | CHURCH + DWIGHT CO INC | 8,500 | $721K | 0.0% | $36.90 | +1.7% | COMMON STOCK USD1. | 171340102 |
| BGS | B+G FOODS INC | 20,400 | $714K | 0.0% | $16.36 | 0.0% | COMMON STOCK USD.01 | 05508R106 |
| — | MDC PARTNERS INC A | 32,840 | $713K | 0.0% | $21.71 | — | COMMON STOCK | 552697104 |
| OC | OWENS CORNING | 15,100 | $710K | 0.0% | $45.91 | 0.0% | COMMON STOCK USD.001 | 690742101 |
| SYF | SYNCHRONY FINANCIAL | 23,261 | $707K | 0.0% | $25.00 | 0.0% | COMMON STOCK USD.001 | 87165B103 |
| ARCB | ARCBEST CORP | 32,772 | $701K | 0.0% | $36.83 | -38.5% | COMMON STOCK USD.01 | 03937C105 |
| AIZ | ASSURANT INC | 8,700 | $701K | 0.0% | $51.23 | +31.4% | COMMON STOCK USD.01 | 04621X108 |
| — | SHIP FINANCE INTL LTD | 42,071 | $697K | 0.0% | $16.25 | — | COMMON STOCK USD1. | G81075106 |
| — | PIEDMONT NATURAL GAS CO | 12,200 | $696K | 0.0% | $57.05 | — | COMMON STOCK | 720186105 |
| BELFB | BEL FUSE INC CL B | 39,450 | $682K | 0.0% | $18.19 | -7.6% | COMMON STOCK USD.1 | 077347300 |
| PBF | PBF ENERGY INC CLASS A | 18,289 | $673K | 0.0% | $30.32 | +16.3% | COMMON STOCK USD.001 | 69318G106 |
| — | REIS INC | 28,321 | $672K | 0.0% | $22.65 | — | COMMON STOCK USD.01 | 75936P105 |
| — | OPHTHOTECH CORP | 8,514 | $669K | 0.0% | $78.58 | — | COMMON STOCK USD.001 | 683745103 |
| — | CYNOSURE INC A | 14,663 | $655K | 0.0% | $27.86 | — | COMMON STOCK USD.001 | 232577205 |
| — | REXNORD CORP | 36,016 | $653K | 0.0% | $18.13 | — | COMMON STOCK USD.01 | 76169B102 |
| — | CONSTANT CONTACT INC | 22,200 | $649K | 0.0% | $29.23 | — | COMMON STOCK USD.01 | 210313102 |
| — | ELDORADO RESORTS INC | 57,532 | $633K | 0.0% | $11.00 | — | COMMON STOCK | 28470R102 |
| — | HIBBETT SPORTS INC | 20,845 | $630K | 0.0% | $46.65 | — | COMMON STOCK USD.01 | 428567101 |
| — | CAMBREX CORP | 13,360 | $629K | 0.0% | $39.60 | — | COMMON STOCK USD.1 | 132011107 |
| GSBC | GREAT SOUTHERN BANCORP INC | 13,889 | $629K | 0.0% | $41.43 | +16.5% | COMMON STOCK USD.01 | 390905107 |
| ANIP | ANI PHARMACEUTICALS INC | 13,893 | $627K | 0.0% | $48.51 | -11.3% | COMMON STOCK USD.0001 | 00182C103 |
| — | SAPIENS INTERNATIONAL CORP | 61,454 | $627K | 0.0% | $10.20 | — | COMMON STOCK USD.01 | N7716A151 |
| ENS | ENERSYS | 11,071 | $619K | 0.0% | $42.79 | +28.1% | COMMON STOCK USD.01 | 29275Y102 |
| — | AVOLON HOLDINGS LTD | 20,000 | $619K | 0.0% | $30.45 | — | COMMON STOCK USD.001 | G52237107 |
| — | CAMPUS CREST COMMUNITIES INC | 90,100 | $613K | 0.0% | $6.80 | — | REIT USD.01 | 13466Y105 |
| — | KING DIGITAL ENTERTAINMENT P | 33,900 | $606K | 0.0% | $17.88 | — | COMMON STOCK USD.000149 | G5258J109 |
| — | SOLERA HOLDINGS INC | 11,000 | $603K | 0.0% | $54.41 | — | COMMON STOCK USD.01 | 83421A104 |
| — | ESSENDANT INC | 18,433 | $599K | 0.0% | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| OXM | OXFORD INDUSTRIES INC | 9,387 | $599K | 0.0% | $79.24 | -13.1% | COMMON STOCK USD1. | 691497309 |
| — | CALAMP CORP | 29,987 | $598K | 0.0% | $24.98 | — | COMMON STOCK USD.01 | 128126109 |
| SCSC | SCANSOURCE INC | 18,361 | $592K | 0.0% | $36.92 | 0.0% | COMMON STOCK | 806037107 |
| — | INVESTORS BANCORP INC | 47,453 | $590K | 0.0% | $12.35 | — | COMMON STOCK USD.01 | 46146L101 |
| MCRI | MONARCH CASINO + RESORT INC | 25,084 | $570K | 0.0% | $13.67 | +55.4% | COMMON STOCK USD.01 | 609027107 |
| — | AVAGO TECHNOLOGIES LTD | 3,800 | $552K | 0.0% | $130.09 | — | COMMON STOCK | Y0486S104 |
| MOG/A | MOOG INC CLASS A | 9,104 | $552K | 0.0% | $57.29 | 0.0% | COMMON STOCK USD1. | 615394202 |
| — | EMC INS GROUP INC | 21,680 | $549K | 0.0% | $33.80 | — | COMMON STOCK USD1. | 268664109 |
| GCO | GENESCO INC | 9,638 | $548K | 0.0% | $57.84 | 0.0% | COMMON STOCK USD1. | 371532102 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $529K | 0.0% | $9.18 | +35.6% | COMMON STOCK USD1. | 31983A103 |
| MOV | MOVADO GROUP INC | 19,849 | $510K | 0.0% | $40.35 | -35.4% | COMMON STOCK USD.01 | 624580106 |
| — | WMIH CORP | 196,186 | $508K | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| — | CEPHEID INC | 13,604 | $497K | 0.0% | $50.11 | — | COMMON STOCK | 15670R107 |
| — | FIDELITY + GUARANTY LIFE | 19,300 | $490K | 0.0% | $25.39 | — | COMMON STOCK USD.01 | 315785105 |
| WRLD | WORLD ACCEPTANCE CORP | 12,841 | $476K | 0.0% | $77.87 | -52.4% | COMMON STOCK | 981419104 |
| — | HANESBRANDS INC | 15,700 | $462K | 0.0% | $29.43 | — | COMMON STOCK USD.01 | 410345102 |
| — | COWEN GROUP INC CLASS A | 120,631 | $462K | 0.0% | $6.40 | — | COMMON STOCK USD.01 | 223622101 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 10,473 | $451K | 0.0% | $23.10 | 0.0% | COMMON STOCK | 82312B106 |
| — | CASCADE MICROTECH INC | 27,330 | $444K | 0.0% | $14.62 | — | COMMON STOCK USD.01 | 147322101 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 25,974 | $444K | 0.0% | $14.01 | -5.1% | COMMON STOCK USD.0001 | 910710102 |
| — | GREATBATCH INC | 8,417 | $442K | 0.0% | $56.41 | — | COMMON STOCK USD.001 | 39153L106 |
| — | CHUBB CORP | 3,300 | $438K | 0.0% | $92.75 | — | COMMON STOCK USD1. | 171232101 |
| ENTA | ENANTA PHARMACEUTICALS INC | 13,128 | $433K | 0.0% | $38.90 | -16.2% | COMMON STOCK USD.01 | 29251M106 |
| WIX | WIX.COM LTD | 18,338 | $417K | 0.0% | $22.52 | 0.0% | COMMON STOCK ILS.01 | M98068105 |
| — | CABOT MICROELECTRONICS CORP | 9,456 | $414K | 0.0% | $49.96 | — | COMMON STOCK USD.001 | 12709P103 |
| — | YOUKU TUDOU INC ADR | 15,100 | $410K | 0.0% | $27.15 | — | ADR | 98742U100 |
| — | STANCORP FINANCIAL GROUP | 3,600 | $410K | 0.0% | $114.01 | — | COMMON STOCK | 852891100 |
| KLAC | KLA TENCOR CORP | 5,900 | $409K | 0.0% | $53.38 | 0.0% | COMMON STOCK USD.001 | 482480100 |
| — | CLECO CORPORATION | 7,800 | $407K | 0.0% | $53.87 | — | COMMON STOCK USD1. | 12561W105 |
| — | MEDASSETS INC | 13,100 | $405K | 0.0% | $30.92 | — | COMMON STOCK USD.01 | 584045108 |
| — | TECO ENERGY INC | 15,200 | $405K | 0.0% | $26.64 | — | COMMON STOCK USD1. | 872375100 |
| — | UTI WORLDWIDE INC | 57,300 | $403K | 0.0% | $7.03 | — | COMMON STOCK | G87210103 |
| — | HEARTLAND PAYMENT SYSTEMS IN | 4,200 | $398K | 0.0% | $94.76 | — | COMMON STOCK USD.001 | 42235N108 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 7,323 | $396K | 0.0% | $56.35 | 0.0% | COMMON STOCK USD.01 | 800422107 |
| — | CABLEVISION SYSTEMS NY GRP A | 12,200 | $389K | 0.0% | $32.16 | — | COMMON STOCK USD.01 | 12686C109 |
| — | NORTHERN OIL AND GAS INC | 98,571 | $380K | 0.0% | $10.80 | — | COMMON STOCK USD.001 | 665531109 |
| — | FEDERAL REALTY INVS TRUST | 2,600 | $380K | 0.0% | $143.11 | — | REIT USD.01 | 313747206 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $376K | 0.0% | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| AYI | ACUITY BRANDS INC | 1,600 | $374K | 0.0% | $210.07 | 0.0% | COMMON STOCK USD.01 | 00508Y102 |
| QTWO | Q2 HOLDINGS INC | 13,609 | $359K | 0.0% | $26.30 | 0.0% | COMMON STOCK USD.0001 | 74736L109 |
| LEU | CENTRUS ENERGY CORP CLASS A | 267,870 | $354K | 0.0% | $51.25 | -95.7% | COMMON STOCK USD.1 | 15643U104 |
| — | FIRST NBC BANK HOLDING CO | 9,362 | $350K | 0.0% | $37.39 | — | COMMON STOCK | 32115D106 |
| SRNE | SORRENTO THERAPEUTICS INC | 39,757 | $346K | 0.0% | $12.21 | -30.9% | COMMON STOCK USD.0001 | 83587F202 |
| — | OASIS PETROLEUM INC | 46,997 | $346K | 0.0% | $8.68 | — | COMMON STOCK USD.01 | 674215108 |
| PLAY | DAVE + BUSTER S ENTERTAINMEN | 8,206 | $343K | 0.0% | $39.12 | 0.0% | COMMON STOCK USD.01 | 238337109 |
| — | US SILICA HOLDINGS INC | 18,233 | $342K | 0.0% | $18.76 | — | COMMON STOCK USD.01 | 90346E103 |
| — | CANTEL MEDICAL CORP | 5,452 | $339K | 0.0% | $62.18 | — | COMMON STOCK USD.1 | 138098108 |
| — | GENERAL COMMUNICATION INC A | 17,090 | $338K | 0.0% | $19.78 | — | COMMON STOCK | 369385109 |
| — | ATLANTIC TELE NETWORK INC | 4,294 | $336K | 0.0% | $78.25 | — | COMMON STOCK USD.01 | 049079205 |
| PCTY | PAYLOCITY HOLDING CORP | 8,281 | $336K | 0.0% | $38.40 | 0.0% | PRIVATE COMP USD.001 | 70438V106 |
| PLNT | PLANET FITNESS INC CL A | 21,225 | $332K | 0.0% | $15.99 | 0.0% | COMMON STOCK USD.0001 | 72703H101 |
| PRTA | PROTHENA CORP PLC | 4,879 | $332K | 0.0% | $60.32 | 0.0% | COMMON STOCK USD.01 | G72800108 |
| KWR | QUAKER CHEMICAL CORP | 4,276 | $330K | 0.0% | $80.82 | 0.0% | COMMON STOCK USD1. | 747316107 |
| BUSE | FIRST BUSEY CORP | 15,863 | $327K | 0.0% | $14.41 | 0.0% | COMMON STOCK USD.001 | 319383204 |
| PDFS | PDF SOLUTIONS INC | 29,990 | $325K | 0.0% | $10.84 | 0.0% | COMMON STOCK USD.00015 | 693282105 |
| HY | HYSTER YALE MATERIALS | 6,147 | $322K | 0.0% | $64.35 | -31.3% | COMMON STOCK USD.01 | 449172105 |
| — | ADURO BIOTECH INC | 11,408 | $321K | 0.0% | $28.14 | — | COMMON STOCK USD.0001 | 00739L101 |
| EPAM | EPAM SYSTEMS INC | 4,057 | $319K | 0.0% | $78.02 | 0.0% | COMMON STOCK USD.001 | 29414B104 |
| — | WEST CORP | 14,673 | $316K | 0.0% | $22.42 | — | COMMON STOCK USD.001 | 952355204 |
| DGII | DIGI INTERNATIONAL INC | 27,577 | $314K | 0.0% | $12.27 | 0.0% | COMMON STOCK USD.01 | 253798102 |
| — | DIAMOND RESORTS INTERNATIONA | 12,145 | $310K | 0.0% | $25.52 | — | COMMON STOCK USD.01 | 25272T104 |
| CCRN | CROSS COUNTRY HEALTHCARE INC | 18,864 | $309K | 0.0% | $15.90 | 0.0% | COMMON STOCK USD.0001 | 227483104 |
| CYTK | CYTOKINETICS INC | 28,633 | $300K | 0.0% | $9.81 | 0.0% | COMMON STOCK USD.001 | 23282W605 |
| — | IMPERVA INC | 4,705 | $298K | 0.0% | $63.34 | — | COMMON STOCK USD.0001 | 45321L100 |
| — | TIME WARNER CABLE | 1,600 | $297K | 0.0% | $179.38 | — | COMMON STOCK USD.01 | 88732J207 |
| — | ASTORIA FINANCIAL CORP | 18,700 | $296K | 0.0% | $15.83 | — | COMMON STOCK USD.01 | 046265104 |
| — | REALD INC | 28,000 | $295K | 0.0% | $10.54 | — | COMMON STOCK USD.0001 | 75604L105 |
| — | ANGLOGOLD ASHANTI SPON ADR | 34,482 | $245K | 0.0% | $14.71 | — | ADR | 035128206 |
| — | CLOVIS ONCOLOGY INC | 6,703 | $235K | 0.0% | $64.04 | — | COMMON STOCK USD.001 | 189464100 |
| — | BIOSPECIFICS TECHNOLOGIES | 5,113 | $220K | 0.0% | $43.61 | — | COMMON STOCK USD.001 | 090931106 |
| UDR | UDR INC | 5,700 | $214K | 0.0% | $25.10 | 0.0% | REIT USD.01 | 902653104 |
| KODK | EASTMAN KODAK CO | 8,026 | $101K | 0.0% | $25.80 | -46.5% | COMMON STOCK USD.01 | 277461406 |
| MTD | METTLER TOLEDO INTERNATIONAL | 200 | $68,000 | 0.0% | $320.77 | 0.0% | COMMON STOCK USD.01 | 592688105 |
| — | THOMPSON CREEK METALS CO INC | 316,386 | $64,000 | 0.0% | $2.81 | — | COMMON STOCK NPV | 884768102 |
| — | EASTMAN KODAK CO | 2,771 | $8,000 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $5,000 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| QUAD | QUAD GRAPHICS INC | 144 | $1,000 | 0.0% | $21.65 | -50.3% | COMMON STOCK USD.025 | 747301109 |
| RMR | RMR GROUP INC/THE A | 2 | $0 | 0.0% | $7.12 | 0.0% | COMMON STOCK | 74967R106 |