Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: Apr 28, 2016
Total Value: $4.391B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $631M | 14.4% | $63.32 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S+P 500 ETF | 2,301,900 | $434M | 9.9% | $188.56 | $182.60 | +3.3% | VANGUARD S+P 500 ETF | 922908363 |
| AAPL | APPLE INC | 633,009 | $68.99M | 1.6% | $108.99 * | $18.70 | +32.1% | COMMON STOCK USD.00001 | 037833100 |
| — | ISHARES MSCI JAPAN ETF | 5,647,721 | $64.44M | 1.5% | $11.41 | $12.27 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| MSFT | MICROSOFT CORP | 987,835 | $54.56M | 1.2% | $55.23 * | $32.77 | +48.7% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 70,458 | $52.49M | 1.2% | $744.95 * | $35.61 | +3.8% | COMMON STOCK USD.001 | 02079K107 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,986,292 | $52.04M | 1.2% | $26.20 | $20.12 | +30.2% | ADR | 874039100 |
| XOM | EXXON MOBIL CORP | 540,615 | $45.19M | 1.0% | $83.59 * | $51.56 | +5.6% | COMMON STOCK | 30231G102 |
| JPM | JPMORGAN CHASE + CO | 723,249 | $42.83M | 1.0% | $59.22 * | $39.93 | +13.9% | COMMON STOCK USD1.0 | 46625H100 |
| GILD | GILEAD SCIENCES INC | 368,301 | $33.83M | 0.8% | $91.86 * | $63.58 | +2.1% | COMMON STOCK USD.001 | 375558103 |
| CSCO | CISCO SYSTEMS INC | 1,181,530 | $33.64M | 0.8% | $28.47 * | $15.79 | +32.8% | COMMON STOCK USD.001 | 17275R102 |
| CMCSA | COMCAST CORP CLASS A | 544,863 | $33.28M | 0.8% | $61.08 * | $20.65 | +17.3% | COMMON STOCK USD.01 | 20030N101 |
| PG | PROCTER + GAMBLE CO/THE | 395,672 | $32.57M | 0.7% | $82.31 * | $57.98 | +8.8% | COMMON STOCK | 742718109 |
| C | CITIGROUP INC | 771,420 | $32.21M | 0.7% | $41.75 * | $37.58 | -16.9% | COMMON STOCK USD.01 | 172967424 |
| VZ | VERIZON COMMUNICATIONS INC | 590,923 | $31.96M | 0.7% | $54.08 * | $27.06 | +20.1% | COMMON STOCK USD.1 | 92343V104 |
| PFE | PFIZER INC | 1,075,164 | $31.87M | 0.7% | $29.64 * | $16.86 | +9.5% | COMMON STOCK USD.05 | 717081103 |
| NTES | NETEASE INC ADR | 217,729 | $31.26M | 0.7% | $143.58 | $132.05 | +8.7% | ADR USD.0001 | 64110W102 |
| META | FACEBOOK INC A | 266,606 | $30.42M | 0.7% | $114.10 | $87.84 | +29.0% | COMMON STOCK USD.000006 | 30303M102 |
| MRK | MERCK + CO. INC. | 555,744 | $29.4M | 0.7% | $52.91 * | $31.91 | +17.2% | COMMON STOCK USD.5 | 58933Y105 |
| DAL | DELTA AIR LINES INC | 593,198 | $28.88M | 0.7% | $48.68 * | $22.89 | +88.6% | COMMON STOCK USD.0001 | 247361702 |
| AMZN | AMAZON.COM INC | 48,068 | $28.54M | 0.6% | $593.64 * | $24.06 | +23.4% | COMMON STOCK USD.01 | 023135106 |
| — | LAM RESEARCH CORP | 332,835 | $27.49M | 0.6% | $82.60 | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| SLB | SCHLUMBERGER LTD | 357,956 | $26.4M | 0.6% | $73.75 * | $61.03 | -8.4% | COMMON STOCK USD.01 | 806857108 |
| ORCL | ORACLE CORP | 630,203 | $25.78M | 0.6% | $40.91 * | $28.94 | +22.0% | COMMON STOCK USD.01 | 68389X105 |
| AIG | AMERICAN INTERNATIONAL GROUP | 473,114 | $25.57M | 0.6% | $54.05 * | $37.57 | +12.7% | COMMON STOCK USD2.5 | 026874784 |
| — | ALLERGAN PLC | 95,288 | $25.54M | 0.6% | $268.03 | $300.65 | — | COMMON STOCK USD.0033 | G0177J108 |
| DIS | WALT DISNEY CO/THE | 257,170 | $25.54M | 0.6% | $99.31 * | $61.44 | +49.0% | COMMON STOCK USD.01 | 254687106 |
| JNJ | JOHNSON + JOHNSON | 235,854 | $25.52M | 0.6% | $108.20 * | $64.45 | +28.2% | COMMON STOCK USD1. | 478160104 |
| EWH | ISHARES MSCI HONG KONG ETF | 1,287,617 | $25.46M | 0.6% | $19.77 | $20.76 | -4.8% | ISHARES MSCI HONG KONG ETF | 464286871 |
| COF | CAPITAL ONE FINANCIAL CORP | 363,478 | $25.19M | 0.6% | $69.31 * | $56.88 | +2.4% | COMMON STOCK USD.01 | 14040H105 |
| UNH | UNITEDHEALTH GROUP INC | 190,199 | $24.52M | 0.6% | $128.90 * | $91.19 | +20.9% | COMMON STOCK USD.01 | 91324P102 |
| RYAAY | RYANAIR HOLDINGS PLC SP ADR | 270,470 | $23.21M | 0.5% | $85.82 | $81.64 | +5.1% | ADR | 783513203 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,056,402 | $22.25M | 0.5% | $7.28 | $7.90 | -7.8% | ADR | 151290889 |
| MDT | MEDTRONIC PLC | 292,334 | $21.93M | 0.5% | $75.00 * | $58.30 | +1.0% | COMMON STOCK USD.1 | G5960L103 |
| KO | COCA COLA CO/THE | 463,958 | $21.52M | 0.5% | $46.39 * | $27.96 | +22.1% | COMMON STOCK USD.25 | 191216100 |
| OXY | OCCIDENTAL PETROLEUM CORP | 309,120 | $21.15M | 0.5% | $68.43 * | $57.89 | -10.5% | COMMON STOCK USD.2 | 674599105 |
| SPG | SIMON PROPERTY GROUP INC | 100,152 | $20.8M | 0.5% | $207.69 * | $107.65 | +16.9% | REIT USD.0001 | 828806109 |
| INTC | INTEL CORP | 637,375 | $20.62M | 0.5% | $32.35 * | $21.33 | +20.9% | COMMON STOCK USD.001 | 458140100 |
| HON | HONEYWELL INTERNATIONAL INC | 182,193 | $20.41M | 0.5% | $112.05 * | $73.97 | +11.2% | COMMON STOCK USD1. | 438516106 |
| T | AT+T INC | 521,171 | $20.41M | 0.5% | $39.17 * | $12.04 | +22.8% | COMMON STOCK USD1. | 00206R102 |
| V | VISA INC CLASS A SHARES | 260,747 | $19.94M | 0.5% | $76.48 * | $63.05 | +13.3% | COMMON STOCK USD.0001 | 92826C839 |
| EEM | ISHARES MSCI EMERGING MARKETS | 577,382 | $19.77M | 0.5% | $34.25 | $41.04 | -16.6% | ISHARES MSCI EMERGING MARKET | 464287234 |
| MCD | MCDONALD S CORP | 156,586 | $19.68M | 0.4% | $125.68 * | $88.66 | +12.0% | COMMON STOCK USD.01 | 580135101 |
| — | HESS CORP | 369,776 | $19.47M | 0.4% | $52.65 | $61.50 | — | COMMON STOCK USD1. | 42809H107 |
| TGT | TARGET CORP | 229,124 | $18.85M | 0.4% | $82.28 * | $57.99 | +6.3% | COMMON STOCK USD.0833 | 87612E106 |
| HD | HOME DEPOT INC | 139,785 | $18.65M | 0.4% | $133.43 * | $76.79 | +37.7% | COMMON STOCK USD.05 | 437076102 |
| MET | METLIFE INC | 424,442 | $18.65M | 0.4% | $43.94 * | $28.92 | -2.8% | COMMON STOCK USD.01 | 59156R108 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 940,520 | $18.17M | 0.4% | $19.32 | $21.51 | -10.2% | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| CVS | CVS HEALTH CORP | 174,135 | $18.06M | 0.4% | $103.73 * | $54.13 | +42.8% | COMMON STOCK USD.01 | 126650100 |
| — | US CONCRETE INC | 300,068 | $17.88M | 0.4% | $59.58 | $18.06 | — | COMMON STOCK USD.001 | 90333L201 |
| BMA | BANCO MACRO SA ADR | 273,318 | $17.62M | 0.4% | $64.47 | $63.80 | +1.0% | ADR | 05961W105 |
| HCA | HCA HOLDINGS INC | 223,508 | $17.45M | 0.4% | $78.05 * | $57.16 | +26.9% | COMMON STOCK USD.01 | 40412C101 |
| WFC | WELLS FARGO + CO | 354,027 | $17.12M | 0.4% | $48.36 * | $34.25 | +7.3% | COMMON STOCK USD1.666 | 949746101 |
| — | CELGENE CORP | 169,516 | $16.97M | 0.4% | $100.09 | $102.67 | — | COMMON STOCK USD.01 | 151020104 |
| PH | PARKER HANNIFIN CORP | 151,953 | $16.88M | 0.4% | $111.08 * | $91.63 | +3.9% | COMMON STOCK USD.5 | 701094104 |
| CVX | CHEVRON CORP | 168,128 | $16.04M | 0.4% | $95.40 * | $70.84 | -11.1% | COMMON STOCK USD.75 | 166764100 |
| — | GENERAL ELECTRIC CO W/D | 502,177 | $15.96M | 0.4% | $31.79 | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| — | INGERSOLL RAND PLC | 247,678 | $15.36M | 0.3% | $62.01 | $63.87 | — | COMMON STOCK USD1. | G47791101 |
| PEP | PEPSICO INC | 143,916 | $14.75M | 0.3% | $102.48 * | $65.52 | +16.5% | COMMON STOCK USD.017 | 713448108 |
| AMGN | AMGEN INC | 97,395 | $14.6M | 0.3% | $149.93 * | $106.79 | +5.0% | COMMON STOCK USD.0001 | 031162100 |
| — | WISDOMTREE JAPAN HEDGED REAL E | 563,190 | $14.5M | 0.3% | $25.75 | $25.75 | — | WISDOMTREE JPN HDG REAL EST | 97717W638 |
| MMM | 3M CO | 85,972 | $14.33M | 0.3% | $166.64 * | $90.09 | +12.0% | COMMON STOCK USD.01 | 88579Y101 |
| CB | CHUBB LTD | 119,922 | $14.29M | 0.3% | $119.15 * | $96.06 | +4.2% | COMMON STOCK | H1467J104 |
| TRV | TRAVELERS COS INC/THE | 120,504 | $14.06M | 0.3% | $116.71 * | $76.13 | +23.8% | COMMON STOCK | 89417E109 |
| — | RAYTHEON COMPANY | 114,575 | $14.05M | 0.3% | $122.63 | $116.26 | — | COMMON STOCK USD.01 | 755111507 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 98,234 | $13.94M | 0.3% | $141.88 | $134.50 | +5.5% | COMMON STOCK USD.0033 | 084670702 |
| PM | PHILIP MORRIS INTERNATIONAL | 133,935 | $13.14M | 0.3% | $98.11 * | $48.71 | +23.8% | COMMON STOCK | 718172109 |
| AVB | AVALONBAY COMMUNITIES INC | 69,021 | $13.13M | 0.3% | $190.20 * | $126.45 | +8.4% | REIT USD.01 | 053484101 |
| MA | MASTERCARD INC CLASS A | 136,142 | $12.87M | 0.3% | $94.50 * | $88.21 | +1.1% | COMMON STOCK USD.0001 | 57636Q104 |
| NDAQ | NASDAQ INC | 193,005 | $12.81M | 0.3% | $66.38 * | $14.47 | +30.7% | COMMON STOCK USD.01 | 631103108 |
| CL | COLGATE PALMOLIVE CO | 180,729 | $12.77M | 0.3% | $70.65 * | $52.97 | +6.1% | COMMON STOCK USD1. | 194162103 |
| — | WYNDHAM WORLDWIDE CORP | 165,132 | $12.62M | 0.3% | $76.43 | $69.81 | — | COMMON STOCK USD.01 | 98310W108 |
| USB | US BANCORP | 309,265 | $12.55M | 0.3% | $40.59 * | $23.72 | +19.9% | COMMON STOCK USD.01 | 902973304 |
| GM | GENERAL MOTORS CO | 396,385 | $12.46M | 0.3% | $31.43 * | $25.20 | +1.6% | COMMON STOCK USD.01 | 37045V100 |
| MO | ALTRIA GROUP INC | 198,701 | $12.45M | 0.3% | $62.66 * | $27.61 | +17.5% | COMMON STOCK USD.333 | 02209S103 |
| GD | GENERAL DYNAMICS CORP | 94,060 | $12.36M | 0.3% | $131.37 * | $109.99 | -3.7% | COMMON STOCK USD1. | 369550108 |
| AAL | AMERICAN AIRLINES GROUP INC | 301,033 | $12.35M | 0.3% | $41.01 * | $35.57 | +10.5% | COMMON STOCK | 02376R102 |
| EXC | EXELON CORP | 343,260 | $12.31M | 0.3% | $35.86 * | $14.44 | +25.7% | COMMON STOCK | 30161N101 |
| TSN | TYSON FOODS INC CL A | 182,742 | $12.18M | 0.3% | $66.66 * | $35.93 | +46.0% | COMMON STOCK USD.1 | 902494103 |
| IBN | ICICI BANK LTD SPON ADR | 1,675,834 | $12M | 0.3% | $7.16 | $11.10 | -35.5% | ADR | 45104G104 |
| — | CITRIX SYSTEMS INC | 147,903 | $11.62M | 0.3% | $78.58 | $75.05 | — | COMMON STOCK USD.001 | 177376100 |
| GS | GOLDMAN SACHS GROUP INC | 73,879 | $11.6M | 0.3% | $156.99 * | $141.63 | -9.3% | COMMON STOCK USD.01 | 38141G104 |
| — | DOW CHEMICAL CO W/D | 227,630 | $11.58M | 0.3% | $50.86 | $44.13 | — | COMMON STOCK USD2.5 | 260543103 |
| ARW | ARROW ELECTRONICS INC | 178,900 | $11.52M | 0.3% | $64.41 | $51.40 | +25.3% | COMMON STOCK USD1. | 042735100 |
| TXT | TEXTRON INC | 312,260 | $11.38M | 0.3% | $36.46 | $32.17 | +11.8% | COMMON STOCK USD.125 | 883203101 |
| BC | BRUNSWICK CORP | 235,200 | $11.29M | 0.3% | $47.98 * | $36.46 | +11.2% | COMMON STOCK USD.75 | 117043109 |
| TJX | TJX COMPANIES INC | 142,122 | $11.13M | 0.3% | $78.35 * | $31.10 | +9.8% | COMMON STOCK USD1. | 872540109 |
| ACM | AECOM | 361,200 | $11.12M | 0.3% | $30.79 * | $27.99 | +5.8% | COMMON STOCK USD.01 | 00766T100 |
| TXN | TEXAS INSTRUMENTS INC | 191,426 | $10.99M | 0.3% | $57.42 * | $40.76 | +7.7% | COMMON STOCK USD1. | 882508104 |
| INGR | INGREDION INC | 102,500 | $10.95M | 0.2% | $106.79 | $76.49 | +39.6% | COMMON STOCK USD.01 | 457187102 |
| — | FOOT LOCKER INC | 166,100 | $10.71M | 0.2% | $64.50 | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| EG | EVEREST RE GROUP LTD | 54,200 | $10.7M | 0.2% | $197.44 * | $127.43 | +26.3% | COMMON STOCK USD.01 | G3223R108 |
| WMT | WAL MART STORES INC | 155,914 | $10.68M | 0.2% | $68.49 * | $21.31 | -10.0% | COMMON STOCK USD.1 | 931142103 |
| — | LEVEL 3 COMMUNICATIONS INC | 201,422 | $10.64M | 0.2% | $52.85 | $21.74 | — | COMMON STOCK USD.01 | 52729N308 |
| LOW | LOWE S COS INC | 138,979 | $10.53M | 0.2% | $75.75 * | $44.61 | +41.8% | COMMON STOCK USD.5 | 548661107 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 259,405 | $10.41M | 0.2% | $40.12 * | $34.03 | -5.8% | COMMON STOCK | 609207105 |
| VMI | VALMONT INDUSTRIES | 81,200 | $10.06M | 0.2% | $123.84 | $108.81 | +13.8% | COMMON STOCK USD1.0 | 920253101 |
| ETR | ENTERGY CORP | 125,200 | $9.926M | 0.2% | $79.28 * | $21.87 | +24.1% | COMMON STOCK USD.01 | 29364G103 |
| GOOGL | ALPHABET INC CL A | 12,990 | $9.91M | 0.2% | $762.89 * | $36.73 | +3.1% | COMMON STOCK USD.001 | 02079K305 |
| VYX | NCR CORPORATION | 331,000 | $9.907M | 0.2% | $29.93 * | $16.49 | +11.4% | COMMON STOCK USD.01 | 62886E108 |
| FDX | FEDEX CORP | 60,694 | $9.876M | 0.2% | $162.72 * | $111.23 | +25.5% | COMMON STOCK USD.1 | 31428X106 |
| DG | DOLLAR GENERAL CORP | 114,230 | $9.778M | 0.2% | $85.60 * | $62.71 | +20.5% | COMMON STOCK USD.875 | 256677105 |
| LYB | LYONDELLBASELL INDU CL A | 114,175 | $9.771M | 0.2% | $85.58 * | $42.27 | +16.1% | COMMON STOCK EUR.04 | N53745100 |
| UNP | UNION PACIFIC CORP | 121,963 | $9.702M | 0.2% | $79.55 * | $77.20 | -17.1% | COMMON STOCK USD2.5 | 907818108 |
| — | DR PEPPER SNAPPLE GROUP INC | 108,121 | $9.668M | 0.2% | $89.42 | $63.18 | — | COMMON STOCK USD.01 | 26138E109 |
| — | ASPEN TECHNOLOGY INC | 266,518 | $9.629M | 0.2% | $36.13 | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| RS | RELIANCE STEEL + ALUMINUM | 138,100 | $9.555M | 0.2% | $69.19 | $68.37 | +1.2% | COMMON STOCK | 759509102 |
| BEN | FRANKLIN RESOURCES INC | 240,644 | $9.397M | 0.2% | $39.05 * | $30.67 | -21.1% | COMMON STOCK USD.1 | 354613101 |
| — | LIBERTY INTERACTIVE CORP Q A | 370,500 | $9.355M | 0.2% | $25.25 | $27.64 | — | TRACKING STK USD.01 | 53071M104 |
| — | MICHAEL KORS HOLDINGS LTD | 162,905 | $9.279M | 0.2% | $56.96 | $54.02 | — | COMMON STOCK | G60754101 |
| — | WESTROCK CO | 237,133 | $9.255M | 0.2% | $39.03 | $42.55 | — | COMMON STOCK | 96145D105 |
| PNC | PNC FINANCIAL SERVICES GROUP | 108,577 | $9.182M | 0.2% | $84.57 * | $54.13 | +13.8% | COMMON STOCK USD5. | 693475105 |
| — | QUINTILES TRANSNATIONAL HOLD | 140,300 | $9.134M | 0.2% | $65.10 | $62.16 | — | COMMON STOCK USD.01 | 74876Y101 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 66,600 | $9.12M | 0.2% | $136.94 * | $85.41 | +33.0% | COMMON STOCK USD.01 | 446413106 |
| NWL | NEWELL BRANDS INC | 205,826 | $9.116M | 0.2% | $44.29 * | $18.14 | +63.5% | COMMON STOCK USD1.0 | 651229106 |
| ELV | ANTHEM INC | 64,458 | $8.959M | 0.2% | $138.99 * | $106.85 | +13.8% | COMMON STOCK USD.01 | 036752103 |
| VLO | VALERO ENERGY CORP | 139,221 | $8.93M | 0.2% | $64.14 * | $30.94 | +40.3% | COMMON STOCK USD.01 | 91913Y100 |
| F | FORD MOTOR CO | 626,495 | $8.458M | 0.2% | $13.50 * | $8.75 | -7.9% | COMMON STOCK USD.01 | 345370860 |
| AZO | AUTOZONE INC | 10,579 | $8.428M | 0.2% | $796.67 | $657.84 | +21.1% | COMMON STOCK USD.01 | 053332102 |
| PLD | PROLOGIS INC | 189,050 | $8.352M | 0.2% | $44.18 * | $30.23 | +10.8% | REIT USD.01 | 74340W103 |
| NUE | NUCOR CORP | 173,260 | $8.195M | 0.2% | $47.30 * | $32.43 | +17.1% | COMMON STOCK USD.4 | 670346105 |
| MUR | MURPHY OIL CORP | 324,194 | $8.166M | 0.2% | $25.19 * | $22.90 | -23.0% | COMMON STOCK USD1. | 626717102 |
| IBM | INTL BUSINESS MACHINES CORP | 53,203 | $8.058M | 0.2% | $151.46 * | $104.68 | -8.6% | COMMON STOCK USD.2 | 459200101 |
| AOS | SMITH (A.O.) CORP | 102,400 | $7.814M | 0.2% | $76.31 * | $25.20 | +28.8% | COMMON STOCK USD1. | 831865209 |
| TX | TERNIUM SA SPONSORED ADR | 426,918 | $7.676M | 0.2% | $17.98 | $23.02 | -21.9% | ADR USD1. | 880890108 |
| COR | AMERISOURCEBERGEN CORP | 88,402 | $7.651M | 0.2% | $86.55 * | $66.99 | -3.7% | COMMON STOCK USD.01 | 03073E105 |
| — | UNITED TECHNOLOGIES CORP | 75,882 | $7.596M | 0.2% | $100.10 | $109.72 | — | COMMON STOCK USD1. | 913017109 |
| MAS | MASCO CORP | 239,100 | $7.52M | 0.2% | $31.45 * | $19.21 | +41.4% | COMMON STOCK USD1. | 574599106 |
| CTAS | CINTAS CORP | 83,644 | $7.512M | 0.2% | $89.81 * | $17.62 | +15.2% | COMMON STOCK | 172908105 |
| EL | ESTEE LAUDER COMPANIES CL A | 78,969 | $7.448M | 0.2% | $94.32 * | $61.49 | +35.4% | COMMON STOCK USD.01 | 518439104 |
| BA | BOEING CO/THE | 58,632 | $7.443M | 0.2% | $126.94 * | $127.64 | -10.0% | COMMON STOCK USD5. | 097023105 |
| — | FXCM INC | 12,200,000 | $7.32M | 0.2% | $0.60 | $0.76 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| — | EXPRESS SCRIPTS HOLDING CO | 104,347 | $7.168M | 0.2% | $68.69 | $78.16 | — | COMMON STOCK USD.01 | 30219G108 |
| — | MALLINCKRODT PLC | 116,194 | $7.12M | 0.2% | $61.28 | $61.67 | — | COMMON STOCK USD.2 | G5785G107 |
| ABBV | ABBVIE INC | 123,887 | $7.076M | 0.2% | $57.12 * | $40.02 | -4.8% | COMMON STOCK USD.01 | 00287Y109 |
| — | EZCORP INC | 11,250,000 | $7.059M | 0.2% | $0.63 | $0.69 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| PB | PROSPERITY BANCSHARES INC | 151,850 | $7.044M | 0.2% | $46.39 * | $37.40 | -5.9% | COMMON STOCK USD1. | 743606105 |
| HOLX | HOLOGIC INC | 202,900 | $7M | 0.2% | $34.50 | $29.92 | +15.3% | COMMON STOCK USD.01 | 436440101 |
| BAC | BANK OF AMERICA CORP | 509,308 | $6.886M | 0.2% | $13.52 * | $12.64 | -13.8% | COMMON STOCK USD.01 | 060505104 |
| KR | KROGER CO | 178,067 | $6.811M | 0.2% | $38.25 * | $22.49 | +39.5% | COMMON STOCK USD1. | 501044101 |
| ALK | ALASKA AIR GROUP INC | 82,900 | $6.799M | 0.2% | $82.01 * | $59.16 | +28.7% | COMMON STOCK USD.01 | 011659109 |
| CCK | CROWN HOLDINGS INC | 135,800 | $6.734M | 0.2% | $49.59 * | $49.20 | -4.2% | COMMON STOCK USD5. | 228368106 |
| — | HOSPITALITY PROPERTIES TRUST | 253,200 | $6.725M | 0.2% | $26.56 | $28.56 | — | REIT USD.01 | 44106M102 |
| PSA | PUBLIC STORAGE | 24,268 | $6.694M | 0.2% | $275.84 * | $113.29 | +65.0% | REIT USD.1 | 74460D109 |
| — | TIFFANY + CO | 91,209 | $6.693M | 0.2% | $73.38 | $75.85 | — | COMMON STOCK USD.01 | 886547108 |
| WDC | WESTERN DIGITAL CORP | 138,027 | $6.52M | 0.1% | $47.24 * | $37.85 | -18.1% | COMMON STOCK USD.01 | 958102105 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 139,200 | $6.314M | 0.1% | $45.36 | $43.83 | — | COMMON STOCK USD.01 | 848574109 |
| NNN | NATIONAL RETAIL PROPERTIES | 136,600 | $6.311M | 0.1% | $46.20 | $40.05 | — | REIT USD.01 | 637417106 |
| — | MEAD JOHNSON NUTRITION CO | 73,300 | $6.228M | 0.1% | $84.97 | $84.97 | — | COMMON STOCK USD.01 | 582839106 |
| WOR | WORTHINGTON INDUSTRIES | 174,298 | $6.212M | 0.1% | $35.64 * | $19.13 | +14.9% | COMMON STOCK | 981811102 |
| STZ | CONSTELLATION BRANDS INC A | 40,791 | $6.163M | 0.1% | $151.09 * | $116.38 | +12.2% | COMMON STOCK USD.01 | 21036P108 |
| UGI | UGI CORP | 152,900 | $6.16M | 0.1% | $40.29 | $32.20 | +25.1% | COMMON STOCK | 902681105 |
| — | CIT GROUP INC | 198,400 | $6.156M | 0.1% | $31.03 | $38.66 | — | COMMON STOCK USD.01 | 125581801 |
| — | BED BATH + BEYOND INC | 121,600 | $6.036M | 0.1% | $49.64 | $66.16 | — | COMMON STOCK USD.01 | 075896100 |
| MTX | MINERALS TECHNOLOGIES INC | 104,950 | $5.966M | 0.1% | $56.85 * | $57.15 | -4.4% | COMMON STOCK USD.1 | 603158106 |
| AMT | AMERICAN TOWER CORP | 57,941 | $5.931M | 0.1% | $102.36 * | $73.98 | +8.3% | REIT USD.01 | 03027X100 |
| — | ENDURANCE SPECIALTY HOLDINGS | 90,100 | $5.887M | 0.1% | $65.34 | $63.98 | — | COMMON STOCK USD1.0 | G30397106 |
| — | INGRAM MICRO INC CL A | 162,000 | $5.817M | 0.1% | $35.91 | $34.99 | — | COMMON STOCK USD.01 | 457153104 |
| QCOM | QUALCOMM INC | 112,361 | $5.746M | 0.1% | $51.14 * | $40.82 | -4.6% | COMMON STOCK USD.0001 | 747525103 |
| SBUX | STARBUCKS CORP | 95,954 | $5.728M | 0.1% | $59.70 * | $39.05 | +24.6% | COMMON STOCK USD.001 | 855244109 |
| TDG | TRANSDIGM GROUP INC | 25,926 | $5.713M | 0.1% | $220.36 * | $136.47 | +0.9% | COMMON STOCK USD.01 | 893641100 |
| — | PACWEST BANCORP | 153,600 | $5.706M | 0.1% | $37.15 | $37.15 | — | COMMON STOCK | 695263103 |
| LUV | SOUTHWEST AIRLINES CO | 126,748 | $5.678M | 0.1% | $44.80 * | $22.69 | +75.9% | COMMON STOCK USD1. | 844741108 |
| — | COCA COLA ENTERPRISES | 110,961 | $5.63M | 0.1% | $50.74 | $43.38 | — | COMMON STOCK USD.01 | 19122T109 |
| PRU | PRUDENTIAL FINANCIAL INC | 76,004 | $5.489M | 0.1% | $72.22 * | $47.58 | -1.9% | COMMON STOCK USD.01 | 744320102 |
| PKX | POSCO SPON ADR | 115,861 | $5.484M | 0.1% | $47.33 | $69.58 | -32.0% | ADR | 693483109 |
| SFM | SPROUTS FARMERS MARKET INC | 188,200 | $5.465M | 0.1% | $29.04 | $25.80 | +12.6% | COMMON STOCK USD.001 | 85208M102 |
| RHI | ROBERT HALF INTL INC | 114,779 | $5.346M | 0.1% | $46.58 | $54.26 | -14.2% | COMMON STOCK USD.001 | 770323103 |
| — | QUESTAR CORP | 214,896 | $5.329M | 0.1% | $24.80 | $24.80 | — | COMMON STOCK | 748356102 |
| — | ADT CORP/THE | 129,107 | $5.327M | 0.1% | $41.26 | $36.68 | — | COMMON STOCK USD.01 | 00101J106 |
| GT | GOODYEAR TIRE + RUBBER CO | 160,720 | $5.301M | 0.1% | $32.98 | $30.14 | +9.4% | COMMON STOCK | 382550101 |
| LEN | LENNAR CORP A | 109,600 | $5.3M | 0.1% | $48.36 * | $43.06 | -2.7% | COMMON STOCK USD.1 | 526057104 |
| D | DOMINION RESOURCES INC/VA | 69,964 | $5.256M | 0.1% | $75.12 * | $40.62 | +21.3% | COMMON STOCK | 25746U109 |
| SPY | SPDR S+P500 ETF TRUST | 25,359 | $5.213M | 0.1% | $205.57 | $198.40 | +3.6% | SPDR S+P 500 ETF TRUST | 78462F103 |
| CNP | CENTERPOINT ENERGY INC | 247,800 | $5.184M | 0.1% | $20.92 * | $13.68 | +11.4% | COMMON STOCK USD.01 | 15189T107 |
| — | SCRIPPS NETWORKS INTER CL A | 79,000 | $5.175M | 0.1% | $65.51 | $53.38 | — | COMMON STOCK USD.01 | 811065101 |
| CAT | CATERPILLAR INC | 67,002 | $5.128M | 0.1% | $76.54 * | $68.75 | -11.8% | COMMON STOCK USD1. | 149123101 |
| BDX | BECTON DICKINSON AND CO | 33,720 | $5.119M | 0.1% | $151.81 * | $85.44 | +49.8% | COMMON STOCK USD1. | 075887109 |
| MOS | MOSAIC CO/THE | 186,688 | $5.041M | 0.1% | $27.00 * | $42.01 | -46.5% | COMMON STOCK USD.01 | 61945C103 |
| EMN | EASTMAN CHEMICAL CO | 69,200 | $4.998M | 0.1% | $72.23 * | $52.43 | +0.3% | COMMON STOCK USD.01 | 277432100 |
| — | PAREXEL INTERNATIONAL CORP | 79,324 | $4.976M | 0.1% | $62.73 | $63.73 | — | COMMON STOCK USD.01 | 699462107 |
| — | L 3 COMMUNICATIONS HOLDINGS | 41,802 | $4.954M | 0.1% | $118.51 | $111.77 | — | COMMON STOCK USD.01 | 502424104 |
| AEP | AMERICAN ELECTRIC POWER | 74,387 | $4.939M | 0.1% | $66.40 * | $38.45 | +22.4% | COMMON STOCK USD6.5 | 025537101 |
| — | CAMERON INTERNATIONAL CORP | 73,213 | $4.909M | 0.1% | $67.05 | $61.43 | — | COMMON STOCK USD.01 | 13342B105 |
| LEA | LEAR CORP | 43,600 | $4.847M | 0.1% | $111.17 * | $94.33 | -1.7% | COMMON STOCK USD.01 | 521865204 |
| DUK | DUKE ENERGY CORP | 58,632 | $4.73M | 0.1% | $80.67 * | $46.02 | +17.4% | COMMON STOCK USD.001 | 26441C204 |
| ACN | ACCENTURE PLC CL A | 40,987 | $4.73M | 0.1% | $115.40 * | $76.02 | +29.6% | COMMON STOCK USD.0000225 | G1151C101 |
| RPM | RPM INTERNATIONAL INC | 99,900 | $4.728M | 0.1% | $47.33 | $41.42 | +14.3% | COMMON STOCK USD.01 | 749685103 |
| FE | FIRSTENERGY CORP | 131,400 | $4.726M | 0.1% | $35.97 * | $20.59 | +16.2% | COMMON STOCK USD.1 | 337932107 |
| EPR | EPR PROPERTIES | 69,873 | $4.655M | 0.1% | $66.62 | $54.77 | — | REIT USD.01 | 26884U109 |
| ALSN | ALLISON TRANSMISSION HOLDING | 171,500 | $4.627M | 0.1% | $26.98 * | $24.07 | -4.3% | COMMON STOCK USD.01 | 01973R101 |
| — | DRIL QUIP INC | 76,200 | $4.615M | 0.1% | $60.56 | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| SEE | SEALED AIR CORP | 93,804 | $4.504M | 0.1% | $48.02 * | $40.73 | -0.3% | COMMON STOCK USD.1 | 81211K100 |
| EBAY | EBAY INC | 188,400 | $4.495M | 0.1% | $23.86 * | $22.77 | -6.7% | COMMON STOCK USD.001 | 278642103 |
| GLW | CORNING INC | 214,984 | $4.491M | 0.1% | $20.89 * | $14.56 | +10.8% | COMMON STOCK USD.5 | 219350105 |
| EFX | EQUIFAX INC | 38,986 | $4.456M | 0.1% | $114.30 * | $90.51 | +15.3% | COMMON STOCK USD1.25 | 294429105 |
| — | ARRIS INTERNATIONAL PLC | 194,200 | $4.451M | 0.1% | $22.92 | $22.92 | — | COMMON STOCK GBP.0001 | G0551A103 |
| — | CR BARD INC | 21,715 | $4.401M | 0.1% | $202.67 | $186.50 | — | COMMON STOCK USD.25 | 067383109 |
| NEE | NEXTERA ENERGY INC | 36,982 | $4.376M | 0.1% | $118.33 * | $16.28 | +41.7% | COMMON STOCK USD.01 | 65339F101 |
| — | EMC CORP/MA | 162,696 | $4.336M | 0.1% | $26.65 | $27.01 | — | COMMON STOCK USD.01 | 268648102 |
| OGE | OGE ENERGY CORP | 148,700 | $4.257M | 0.1% | $28.63 | $26.84 | +6.7% | COMMON STOCK USD.01 | 670837103 |
| URI | UNITED RENTALS INC | 67,873 | $4.221M | 0.1% | $62.19 * | $75.85 | -20.6% | COMMON STOCK USD.01 | 911363109 |
| BBY | BEST BUY CO INC | 129,574 | $4.203M | 0.1% | $32.44 * | $23.29 | -1.0% | COMMON STOCK USD.1 | 086516101 |
| O | REALTY INCOME CORP | 66,300 | $4.144M | 0.1% | $62.50 * | $30.83 | +24.5% | REIT USD1. | 756109104 |
| — | CIGNA CORP | 29,923 | $4.107M | 0.1% | $137.25 | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| EWBC | EAST WEST BANCORP INC | 125,800 | $4.086M | 0.1% | $32.48 * | $28.34 | -8.6% | COMMON STOCK USD.001 | 27579R104 |
| JLL | JONES LANG LASALLE INC | 34,800 | $4.083M | 0.1% | $117.33 * | $136.32 | -15.9% | COMMON STOCK USD.01 | 48020Q107 |
| NKE | NIKE INC CL B | 66,035 | $4.059M | 0.1% | $61.47 * | $50.47 | +7.5% | COMMON STOCK USD1.0 | 654106103 |
| BIIB | BIOGEN INC | 15,592 | $4.059M | 0.1% | $260.33 | $288.32 | -9.7% | COMMON STOCK USD.0005 | 09062X103 |
| RMD | RESMED INC | 69,600 | $4.024M | 0.1% | $57.82 * | $54.66 | -5.5% | COMMON STOCK USD.004 | 761152107 |
| — | CRANE CO | 73,500 | $3.959M | 0.1% | $53.86 | $63.04 | — | COMMON STOCK USD1. | 224399105 |
| OHI | OMEGA HEALTHCARE INVESTORS | 112,000 | $3.954M | 0.1% | $35.30 | $35.11 | — | REIT USD.1 | 681936100 |
| WHR | WHIRLPOOL CORP | 21,900 | $3.949M | 0.1% | $180.32 | $149.07 | +21.0% | COMMON STOCK USD1. | 963320106 |
| VRSN | VERISIGN INC | 44,176 | $3.911M | 0.1% | $88.53 | $54.22 | +61.9% | COMMON STOCK USD.001 | 92343E102 |
| ESS | ESSEX PROPERTY TRUST INC | 16,329 | $3.819M | 0.1% | $233.88 * | $157.69 | +7.7% | REIT USD.0001 | 297178105 |
| HRL | HORMEL FOODS CORP | 86,863 | $3.756M | 0.1% | $43.24 * | $28.63 | +18.8% | COMMON STOCK USD.01465 | 440452100 |
| WM | WASTE MANAGEMENT INC | 63,518 | $3.748M | 0.1% | $59.01 * | $41.09 | +20.1% | COMMON STOCK USD.01 | 94106L109 |
| — | WEBMD HEALTH CORP | 59,365 | $3.718M | 0.1% | $62.63 | $45.61 | — | COMMON STOCK USD.01 | 94770V102 |
| — | HSN INC | 70,151 | $3.67M | 0.1% | $52.32 | $56.19 | — | COMMON STOCK USD.01 | 404303109 |
| — | POST PROPERTIES INC | 61,100 | $3.65M | 0.1% | $59.74 | $58.85 | — | REIT USD.01 | 737464107 |
| INDA | ISHARES MSCI INDIA ETF | 134,307 | $3.642M | 0.1% | $27.12 | $30.57 | -11.3% | ISHARES MSCI INDIA ETF | 46429B598 |
| PTC | PTC INC | 109,300 | $3.624M | 0.1% | $33.16 | $36.41 | -8.9% | COMMON STOCK USD.01 | 69370C100 |
| CRUS | CIRRUS LOGIC INC | 98,202 | $3.576M | 0.1% | $36.41 | $27.76 | +31.2% | COMMON STOCK USD.001 | 172755100 |
| BIGGQ | BIG LOTS INC | 77,880 | $3.527M | 0.1% | $45.29 * | $34.18 | -9.1% | COMMON STOCK USD.01 | 089302103 |
| JKHY | JACK HENRY + ASSOCIATES INC | 41,700 | $3.527M | 0.1% | $84.58 * | $57.49 | +30.9% | COMMON STOCK USD.01 | 426281101 |
| HBAN | HUNTINGTON BANCSHARES INC | 369,600 | $3.526M | 0.1% | $9.54 * | $6.74 | -5.5% | COMMON STOCK USD.01 | 446150104 |
| PNR | PENTAIR PLC | 64,600 | $3.505M | 0.1% | $54.26 * | $27.52 | +12.9% | COMMON STOCK USD.01 | G7S00T104 |
| — | ROWAN COMPANIES PLC A | 214,700 | $3.457M | 0.1% | $16.10 | $16.27 | — | COMMON STOCK USD.125 | G7665A101 |
| SNA | SNAP ON INC | 22,000 | $3.454M | 0.1% | $157.00 * | $90.49 | +37.3% | COMMON STOCK USD1. | 833034101 |
| EXR | EXTRA SPACE STORAGE INC | 36,800 | $3.439M | 0.1% | $93.45 * | $42.46 | +52.7% | REIT USD.01 | 30225T102 |
| CSL | CARLISLE COS INC | 34,400 | $3.423M | 0.1% | $99.51 * | $77.82 | +13.0% | COMMON STOCK USD1. | 142339100 |
| RSG | REPUBLIC SERVICES INC | 71,779 | $3.42M | 0.1% | $47.65 * | $37.09 | +9.2% | COMMON STOCK USD.01 | 760759100 |
| ES | EVERSOURCE ENERGY | 57,981 | $3.383M | 0.1% | $58.35 * | $36.19 | +15.4% | COMMON STOCK USD5.0 | 30040W108 |
| — | DYNEGY INC | 233,402 | $3.354M | 0.1% | $14.37 | $22.59 | — | COMMON STOCK USD.01 | 26817R108 |
| — | COLFAX CORP | 117,000 | $3.345M | 0.1% | $28.59 | $28.59 | — | COMMON STOCK USD.001 | 194014106 |
| — | MENTOR GRAPHICS CORP | 164,462 | $3.344M | 0.1% | $20.33 | $20.60 | — | COMMON STOCK | 587200106 |
| WKC | WORLD FUEL SERVICES CORP | 66,900 | $3.25M | 0.1% | $48.58 | $43.26 | +12.3% | COMMON STOCK USD.01 | 981475106 |
| PKG | PACKAGING CORP OF AMERICA | 53,600 | $3.237M | 0.1% | $60.39 * | $42.28 | +7.3% | COMMON STOCK USD.01 | 695156109 |
| — | DELPHI AUTOMOTIVE PLC | 42,940 | $3.221M | 0.1% | $75.01 | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 54,000 | $3.203M | 0.1% | $59.31 * | $45.38 | +10.7% | COMMON STOCK USD.01 | 11133T103 |
| MD | MEDNAX INC | 48,800 | $3.153M | 0.1% | $64.61 | $53.35 | +21.1% | COMMON STOCK USD.01 | 58502B106 |
| SO | SOUTHERN CO/THE | 60,919 | $3.151M | 0.1% | $51.72 * | $27.98 | +22.9% | COMMON STOCK USD5. | 842587107 |
| INTU | INTUIT INC | 29,983 | $3.119M | 0.1% | $104.03 * | $93.11 | +3.6% | COMMON STOCK USD.01 | 461202103 |
| URBN | URBAN OUTFITTERS INC | 93,500 | $3.094M | 0.1% | $33.09 | $26.44 | +25.2% | COMMON STOCK USD.0001 | 917047102 |
| WEC | WEC ENERGY GROUP INC | 51,032 | $3.065M | 0.1% | $60.06 * | $37.93 | +15.6% | COMMON STOCK USD.01 | 92939U106 |
| MOH | MOLINA HEALTHCARE INC | 47,400 | $3.057M | 0.1% | $64.49 | $61.01 | +5.7% | COMMON STOCK USD.001 | 60855R100 |
| IP | INTERNATIONAL PAPER CO | 73,985 | $3.036M | 0.1% | $41.04 * | $27.10 | -5.5% | COMMON STOCK USD1.0 | 460146103 |
| SNPS | SYNOPSYS INC | 61,700 | $2.989M | 0.1% | $48.44 | $35.52 | +36.4% | COMMON STOCK USD.01 | 871607107 |
| — | BROCADE COMMUNICATIONS SYS | 278,900 | $2.951M | 0.1% | $10.58 | $11.34 | — | COMMON STOCK USD.001 | 111621306 |
| RDN | RADIAN GROUP INC | 236,815 | $2.937M | 0.1% | $12.40 * | $12.53 | -18.1% | COMMON STOCK USD.001 | 750236101 |
| MS | MORGAN STANLEY | 117,264 | $2.933M | 0.1% | $25.01 * | $21.74 | -12.8% | COMMON STOCK USD.01 | 617446448 |
| BPOP | POPULAR INC | 102,500 | $2.933M | 0.1% | $28.61 * | $22.55 | -2.8% | COMMON STOCK USD.01 | 733174700 |
| NVDA | NVIDIA CORP | 81,868 | $2.917M | 0.1% | $35.63 * | $0.74 | +18.0% | COMMON STOCK USD.001 | 67066G104 |
| CPB | CAMPBELL SOUP CO | 45,603 | $2.909M | 0.1% | $63.79 * | $43.03 | +8.6% | COMMON STOCK USD.0375 | 134429109 |
| — | INTEGRATED DEVICE TECH INC | 141,451 | $2.891M | 0.1% | $20.44 | $25.48 | — | COMMON STOCK USD.001 | 458118106 |
| UTHR | UNITED THERAPEUTICS CORP | 25,900 | $2.886M | 0.1% | $111.43 | $103.87 | +7.3% | COMMON STOCK USD.01 | 91307C102 |
| — | SUNTRUST BANKS INC | 79,662 | $2.874M | 0.1% | $36.08 | $41.07 | — | COMMON STOCK USD1. | 867914103 |
| KLAC | KLA TENCOR CORP | 39,470 | $2.874M | 0.1% | $72.81 * | $56.10 | +9.5% | COMMON STOCK USD.001 | 482480100 |
| — | ASPEN INSURANCE HOLDINGS LTD | 58,920 | $2.81M | 0.1% | $47.69 | $43.03 | — | COMMON STOCK USD.001514456 | G05384105 |
| ESNT | ESSENT GROUP LTD | 134,600 | $2.8M | 0.1% | $20.80 * | $20.71 | -10.1% | COMMON STOCK USD.015 | G3198U102 |
| FAF | FIRST AMERICAN FINANCIAL | 72,030 | $2.745M | 0.1% | $38.11 * | $27.51 | +0.4% | COMMON STOCK USD.00001 | 31847R102 |
| NTAP | NETAPP INC | 99,977 | $2.728M | 0.1% | $27.29 * | $27.55 | -23.0% | COMMON STOCK USD.001 | 64110D104 |
| — | JARDEN CORP | 46,100 | $2.718M | 0.1% | $58.96 | $56.86 | — | COMMON STOCK USD.01 | 471109108 |
| DLX | DELUXE CORP | 42,571 | $2.66M | 0.1% | $62.48 * | $23.94 | +75.1% | COMMON STOCK USD1. | 248019101 |
| GATX | GATX CORP | 55,500 | $2.636M | 0.1% | $47.50 * | $40.08 | -4.8% | COMMON STOCK USD.625 | 361448103 |
| MTN | VAIL RESORTS INC | 19,670 | $2.63M | 0.1% | $133.71 | $121.15 | +10.4% | COMMON STOCK USD.01 | 91879Q109 |
| CNC | CENTENE CORP | 42,700 | $2.629M | 0.1% | $61.57 * | $29.92 | +2.9% | COMMON STOCK USD.001 | 15135B101 |
| — | AMTRUST FINANCIAL SERVICES | 100,800 | $2.609M | 0.1% | $25.88 | $44.43 | — | COMMON STOCK USD.01 | 032359309 |
| LSTR | LANDSTAR SYSTEM INC | 40,200 | $2.597M | 0.1% | $64.60 | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| OC | OWENS CORNING | 54,800 | $2.591M | 0.1% | $47.28 | $44.83 | +5.5% | COMMON STOCK USD.001 | 690742101 |
| MKTX | MARKETAXESS HOLDINGS INC | 20,600 | $2.571M | 0.1% | $124.81 * | $98.14 | +16.0% | COMMON STOCK USD.003 | 57060D108 |
| AMP | AMERIPRISE FINANCIAL INC | 27,144 | $2.552M | 0.1% | $94.02 * | $82.29 | -6.8% | COMMON STOCK USD.01 | 03076C106 |
| — | DUNKIN BRANDS GROUP INC | 54,000 | $2.547M | 0.1% | $47.17 | $50.02 | — | COMMON STOCK USD.001 | 265504100 |
| AGO | ASSURED GUARANTY LTD | 100,400 | $2.54M | 0.1% | $25.30 * | $22.54 | -5.0% | COMMON STOCK USD.01 | G0585R106 |
| EVR | EVERCORE PARTNERS INC CL A | 48,959 | $2.534M | 0.1% | $51.76 * | $40.05 | +4.6% | COMMON STOCK USD.01 | 29977A105 |
| — | L BRANDS INC | 28,773 | $2.527M | 0.1% | $87.83 | $87.83 | — | COMMON STOCK USD.5 | 501797104 |
| MHK | MOHAWK INDUSTRIES INC | 13,129 | $2.506M | 0.1% | $190.88 | $198.07 | -3.6% | COMMON STOCK USD.01 | 608190104 |
| IT | GARTNER INC | 27,900 | $2.493M | 0.1% | $89.35 | $88.55 | +0.9% | COMMON STOCK USD.0005 | 366651107 |
| DOX | AMDOCS LTD | 41,000 | $2.477M | 0.1% | $60.41 * | $46.46 | +8.2% | COMMON STOCK GBP.0001 | G02602103 |
| — | PRICELINE GROUP INC/THE | 1,900 | $2.449M | 0.1% | $1288.95 | $1282.08 | — | COMMON STOCK USD.008 | 741503403 |
| PHM | PULTEGROUP INC | 130,800 | $2.447M | 0.1% | $18.71 * | $15.66 | +6.3% | COMMON STOCK USD.01 | 745867101 |
| KSS | KOHLS CORP | 52,117 | $2.429M | 0.1% | $46.61 | $58.69 | -20.6% | COMMON STOCK USD.01 | 500255104 |
| — | GENERAL MOTORS CO WTS | 177,681 | $2.427M | 0.1% | $13.66 | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| FIX | COMFORT SYSTEMS USA INC | 76,322 | $2.425M | 0.1% | $31.77 * | $26.50 | +12.5% | COMMON STOCK USD.01 | 199908104 |
| LIVN | LIVANOVA PLC | 44,885 | $2.423M | 0.1% | $53.98 | $60.62 | -11.0% | COMMON STOCK GBP1.0 | G5509L101 |
| HP | HELMERICH + PAYNE | 41,260 | $2.423M | 0.1% | $58.73 | $52.86 | +11.1% | COMMON STOCK USD.1 | 423452101 |
| AMCX | AMC NETWORKS INC A | 37,300 | $2.422M | 0.1% | $64.93 | $77.23 | -15.9% | COMMON STOCK | 00164V103 |
| ATRO | ASTRONICS CORP | 63,342 | $2.416M | 0.1% | $38.14 * | $28.92 | -3.0% | COMMON STOCK USD.01 | 046433108 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 26,400 | $2.399M | 0.1% | $90.87 * | $48.55 | +32.9% | REIT USD.01 | 015271109 |
| ITW | ILLINOIS TOOL WORKS | 23,344 | $2.391M | 0.1% | $102.42 * | $73.25 | +11.2% | COMMON STOCK USD.01 | 452308109 |
| — | GOVERNMENT PROPERTIES INCOME | 132,334 | $2.362M | 0.1% | $17.85 | $23.47 | — | REIT USD.01 | 38376A103 |
| MTD | METTLER TOLEDO INTERNATIONAL | 6,800 | $2.344M | 0.1% | $344.71 | $321.77 | +7.1% | COMMON STOCK USD.01 | 592688105 |
| SANM | SANMINA CORP | 99,894 | $2.336M | 0.1% | $23.38 | $22.47 | +4.1% | COMMON STOCK USD.01 | 801056102 |
| AGX | ARGAN INC | 65,869 | $2.316M | 0.1% | $35.16 * | $27.65 | -0.5% | COMMON STOCK USD.15 | 04010E109 |
| — | HILL ROM HOLDINGS INC | 45,943 | $2.311M | 0.1% | $50.30 | $39.32 | — | COMMON STOCK | 431475102 |
| TROW | T ROWE PRICE GROUP INC | 31,300 | $2.299M | 0.1% | $73.45 * | $54.57 | -5.4% | COMMON STOCK USD.2 | 74144T108 |
| — | NORDSTROM INC | 39,848 | $2.28M | 0.1% | $57.22 | $57.22 | — | COMMON STOCK | 655664100 |
| MANH | MANHATTAN ASSOCIATES INC | 39,868 | $2.267M | 0.1% | $56.86 | $38.92 | +46.1% | COMMON STOCK USD.01 | 562750109 |
| CE | CELANESE CORP SERIES A | 34,000 | $2.227M | 0.1% | $65.50 * | $53.35 | +1.7% | COMMON STOCK USD.0001 | 150870103 |
| TRN | TRINITY INDUSTRIES INC | 121,000 | $2.216M | 0.1% | $18.31 * | $14.78 | -35.0% | COMMON STOCK USD.01 | 896522109 |
| CAH | CARDINAL HEALTH INC | 26,989 | $2.212M | 0.1% | $81.96 * | $52.67 | +17.6% | COMMON STOCK | 14149Y108 |
| — | RETAIL OPPORTUNITY INVESTMEN | 108,627 | $2.186M | 0.0% | $20.12 | $14.11 | — | REIT USD.0001 | 76131N101 |
| — | AMSURG CORP | 29,300 | $2.186M | 0.0% | $74.61 | $51.08 | — | COMMON STOCK | 03232P405 |
| — | HOLLYFRONTIER CORP | 61,500 | $2.172M | 0.0% | $35.32 | $43.03 | — | COMMON STOCK USD.01 | 436106108 |
| STLD | STEEL DYNAMICS INC | 95,700 | $2.154M | 0.0% | $22.51 * | $14.65 | +26.0% | COMMON STOCK USD.005 | 858119100 |
| — | SKECHERS USA INC CL A | 69,200 | $2.107M | 0.0% | $30.45 | $30.31 | — | COMMON STOCK USD.001 | 830566105 |
| — | CALPINE CORP | 138,448 | $2.1M | 0.0% | $15.17 | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| KIM | KIMCO REALTY CORP | 72,967 | $2.1M | 0.0% | $28.78 * | $12.40 | +42.9% | REIT USD.01 | 49446R109 |
| SRE | SEMPRA ENERGY | 20,149 | $2.097M | 0.0% | $104.07 * | $31.17 | +22.8% | COMMON STOCK | 816851109 |
| EIX | EDISON INTERNATIONAL | 29,053 | $2.089M | 0.0% | $71.90 * | $39.91 | +21.8% | COMMON STOCK | 281020107 |
| — | WHITEWAVE FOODS CO | 50,800 | $2.065M | 0.0% | $40.65 | $39.35 | — | COMMON STOCK USD.01 | 966244105 |
| UPS | UNITED PARCEL SERVICE CL B | 19,544 | $2.061M | 0.0% | $105.45 * | $67.69 | +8.9% | COMMON STOCK USD.01 | 911312106 |
| — | SEAGATE TECHNOLOGY | 59,717 | $2.057M | 0.0% | $34.45 | $36.66 | — | COMMON STOCK USD.00001 | G7945M107 |
| EAT | BRINKER INTERNATIONAL INC | 44,700 | $2.054M | 0.0% | $45.95 * | $48.21 | -17.3% | COMMON STOCK USD.1 | 109641100 |
| — | SINCLAIR BROADCAST GROUP A | 66,600 | $2.048M | 0.0% | $30.75 | $32.54 | — | COMMON STOCK USD.01 | 829226109 |
| ZD | J2 GLOBAL INC | 32,990 | $2.032M | 0.0% | $61.59 * | $48.05 | +11.4% | COMMON STOCK USD.01 | 48123V102 |
| MATX | MATSON INC | 50,301 | $2.021M | 0.0% | $40.18 * | $24.23 | +38.4% | COMMON STOCK | 57686G105 |
| AMN | AMN HEALTHCARE SERVICES INC | 59,802 | $2.01M | 0.0% | $33.61 | $26.12 | +28.7% | COMMON STOCK USD.01 | 001744101 |
| LGND | LIGAND PHARMACEUTICALS | 18,654 | $1.998M | 0.0% | $107.11 * | $46.64 | +43.2% | COMMON STOCK USD.001 | 53220K504 |
| CBT | CABOT CORP | 41,100 | $1.986M | 0.0% | $48.32 * | $31.35 | +21.5% | COMMON STOCK USD1. | 127055101 |
| AMSF | AMERISAFE INC | 37,392 | $1.965M | 0.0% | $52.55 * | $19.64 | +25.1% | COMMON STOCK USD.01 | 03071H100 |
| — | NATIONAL OILWELL VARCO INC | 62,975 | $1.959M | 0.0% | $31.11 | $31.11 | — | COMMON STOCK USD.01 | 637071101 |
| WNC | WABASH NATIONAL CORP | 148,302 | $1.958M | 0.0% | $13.20 * | $9.79 | +12.1% | COMMON STOCK USD.01 | 929566107 |
| — | MONSANTO CO | 22,259 | $1.953M | 0.0% | $87.74 | $87.74 | — | COMMON STOCK USD.01 | 61166W101 |
| SYY | SYSCO CORP | 41,500 | $1.939M | 0.0% | $46.72 * | $33.38 | +9.0% | COMMON STOCK USD1. | 871829107 |
| — | WEINGARTEN REALTY INVESTORS | 51,600 | $1.936M | 0.0% | $37.52 | $37.52 | — | REIT USD.03 | 948741103 |
| CBRL | CRACKER BARREL OLD COUNTRY | 12,672 | $1.935M | 0.0% | $152.70 * | $76.64 | +29.7% | COMMON STOCK USD.01 | 22410J106 |
| THG | HANOVER INSURANCE GROUP INC/ | 21,400 | $1.931M | 0.0% | $90.23 * | $59.00 | +15.6% | COMMON STOCK USD.01 | 410867105 |
| — | BUNGE LTD | 34,000 | $1.927M | 0.0% | $56.68 | $56.68 | — | COMMON STOCK USD.01 | G16962105 |
| TREE | LENDINGTREE INC | 19,690 | $1.925M | 0.0% | $97.77 | $66.41 | — | COMMON STOCK USD.01 | 52603B107 |
| ANIK | ANIKA THERAPEUTICS INC | 43,017 | $1.924M | 0.0% | $44.73 | $14.42 | +210.0% | COMMON STOCK USD.01 | 035255108 |
| GAP | GAP INC/THE | 65,146 | $1.915M | 0.0% | $29.40 * | $26.48 | -21.9% | COMMON STOCK USD.05 | 364760108 |
| HSY | HERSHEY CO/THE | 20,630 | $1.9M | 0.0% | $92.10 * | $70.50 | +3.6% | COMMON STOCK USD1. | 427866108 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 35,152 | $1.877M | 0.0% | $53.40 | $49.68 | +7.5% | COMMON STOCK USD.01 | 74112D101 |
| — | MEDIVATION INC | 40,500 | $1.862M | 0.0% | $45.98 | $42.51 | — | COMMON STOCK USD.01 | 58501N101 |
| — | STAPLES INC | 168,697 | $1.861M | 0.0% | $11.03 | $13.38 | — | COMMON STOCK USD.0006 | 855030102 |
| CALM | CAL MAINE FOODS INC | 35,832 | $1.86M | 0.0% | $51.91 * | $32.41 | +20.9% | COMMON STOCK USD.01 | 128030202 |
| — | UMPQUA HOLDINGS CORP | 117,296 | $1.86M | 0.0% | $15.86 | $17.62 | — | COMMON STOCK | 904214103 |
| — | LASALLE HOTEL PROPERTIES | 72,966 | $1.847M | 0.0% | $25.31 | $30.93 | — | REIT USD.01 | 517942108 |
| BHE | BENCHMARK ELECTRONICS INC | 80,052 | $1.845M | 0.0% | $23.05 * | $19.48 | -1.7% | COMMON STOCK USD.1 | 08160H101 |
| GBX | GREENBRIER COMPANIES INC | 66,766 | $1.845M | 0.0% | $27.63 * | $30.76 | -32.1% | COMMON STOCK | 393657101 |
| ROL | ROLLINS INC | 67,500 | $1.831M | 0.0% | $27.13 * | $10.46 | +1.8% | COMMON STOCK USD1. | 775711104 |
| OSUR | ORASURE TECHNOLOGIES INC | 248,666 | $1.798M | 0.0% | $7.23 | $6.72 | +7.5% | COMMON STOCK USD.000001 | 68554V108 |
| CDNS | CADENCE DESIGN SYS INC | 76,000 | $1.792M | 0.0% | $23.58 | $14.98 | +57.4% | COMMON STOCK USD.01 | 127387108 |
| FISV | FISERV INC | 17,339 | $1.779M | 0.0% | $102.60 * | $38.67 | +32.6% | COMMON STOCK USD.01 | 337738108 |
| — | FMC TECHNOLOGIES INC | 65,000 | $1.778M | 0.0% | $27.35 | $33.47 | — | COMMON STOCK USD.01 | 30249U101 |
| PIPR | PIPER JAFFRAY COS | 35,615 | $1.765M | 0.0% | $49.56 | $42.71 | +16.0% | COMMON STOCK USD.01 | 724078100 |
| OMC | OMNICOM GROUP | 21,000 | $1.748M | 0.0% | $83.24 * | $52.01 | +14.7% | COMMON STOCK USD.15 | 681919106 |
| TBI | TRUEBLUE INC | 66,011 | $1.726M | 0.0% | $26.15 | $23.15 | +13.0% | COMMON STOCK | 89785X101 |
| M | MACY S INC | 39,087 | $1.723M | 0.0% | $44.08 | $50.16 | -12.1% | COMMON STOCK USD.01 | 55616P104 |
| — | SVB FINANCIAL GROUP | 16,800 | $1.714M | 0.0% | $102.02 | $102.02 | — | COMMON STOCK USD.001 | 78486Q101 |
| ORA | ORMAT TECHNOLOGIES INC | 41,396 | $1.707M | 0.0% | $41.24 * | $34.05 | +13.5% | COMMON STOCK USD.001 | 686688102 |
| MAA | MID AMERICA APARTMENT COMM | 16,400 | $1.676M | 0.0% | $102.20 * | $57.04 | +27.6% | REIT USD.01 | 59522J103 |
| — | SELECT INCOME REIT | 72,304 | $1.667M | 0.0% | $23.06 | $19.02 | — | REIT USD.01 | 81618T100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 28,332 | $1.663M | 0.0% | $58.70 | $57.11 | +2.8% | COMMON STOCK USD.01 | 398905109 |
| — | VIACOM INC CLASS B | 40,000 | $1.651M | 0.0% | $41.27 | $65.43 | — | COMMON STOCK USD.001 | 92553P201 |
| HPE | HEWLETT PACKARD ENTERPRIS | 92,291 | $1.636M | 0.0% | $17.73 * | $6.50 | +20.8% | COMMON STOCK USD.01 | 42824C109 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 22,000 | $1.633M | 0.0% | $74.23 * | $54.33 | +8.6% | COMMON STOCK USD.1 | 12541W209 |
| MDXG | MIMEDX GROUP INC | 185,903 | $1.625M | 0.0% | $8.74 | $9.06 | -3.5% | COMMON STOCK USD.001 | 602496101 |
| VAC | MARRIOTT VACATIONS WORLD | 23,976 | $1.618M | 0.0% | $67.48 | $51.22 | +31.8% | COMMON STOCK USD.01 | 57164Y107 |
| KFY | KORN/FERRY INTERNATIONAL | 56,270 | $1.592M | 0.0% | $28.29 * | $22.58 | +9.0% | COMMON STOCK USD.01 | 500643200 |
| — | DEAN FOODS CO | 91,700 | $1.588M | 0.0% | $17.32 | $17.32 | — | COMMON STOCK USD.01 | 242370203 |
| — | NUANCE COMMUNICATIONS INC | 84,400 | $1.577M | 0.0% | $18.68 | $16.79 | — | COMMON STOCK USD.001 | 67020Y100 |
| — | XEROX CORP | 141,151 | $1.575M | 0.0% | $11.16 | $11.16 | — | COMMON STOCK USD1.0 | 984121103 |
| PWR | QUANTA SERVICES INC | 68,839 | $1.553M | 0.0% | $22.56 | $19.43 | +13.9% | COMMON STOCK USD.00001 | 74762E102 |
| AES | AES CORP | 131,200 | $1.548M | 0.0% | $11.80 * | $8.52 | -3.6% | COMMON STOCK USD.01 | 00130H105 |
| FFIV | F5 NETWORKS INC | 14,600 | $1.545M | 0.0% | $105.82 | $114.82 | -7.8% | COMMON STOCK | 315616102 |
| BXP | BOSTON PROPERTIES INC | 11,943 | $1.518M | 0.0% | $127.10 * | $79.42 | +7.6% | REIT USD.01 | 101121101 |
| DE | DEERE + CO | 19,682 | $1.515M | 0.0% | $76.97 * | $66.30 | -0.9% | COMMON STOCK USD1. | 244199105 |
| — | CHESAPEAKE LODGING TRUST | 56,416 | $1.493M | 0.0% | $26.46 | $23.77 | — | REIT USD.01 | 165240102 |
| — | TECH DATA CORP | 19,400 | $1.489M | 0.0% | $76.75 | $68.50 | — | COMMON STOCK USD.0015 | 878237106 |
| — | AVG TECHNOLOGIES | 71,487 | $1.483M | 0.0% | $20.75 | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| EQR | EQUITY RESIDENTIAL | 19,544 | $1.466M | 0.0% | $75.01 * | $46.57 | +8.5% | REIT USD.01 | 29476L107 |
| FULT | FULTON FINANCIAL CORP | 109,200 | $1.461M | 0.0% | $13.38 * | $8.75 | +5.6% | COMMON STOCK USD2.5 | 360271100 |
| — | AMAG PHARMACEUTICALS INC | 62,193 | $1.455M | 0.0% | $23.39 | $42.37 | — | COMMON STOCK USD.01 | 00163U106 |
| MSTR | MICROSTRATEGY INC CL A | 8,092 | $1.454M | 0.0% | $179.68 * | $17.60 | +2.1% | COMMON STOCK USD.001 | 594972408 |
| WLY | WILEY (JOHN) + SONS CLASS A | 29,600 | $1.447M | 0.0% | $48.89 * | $37.93 | -4.7% | COMMON STOCK USD1. | 968223206 |
| DHI | DR HORTON INC | 47,775 | $1.444M | 0.0% | $30.23 * | $20.37 | +33.1% | COMMON STOCK USD.01 | 23331A109 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.439M | 0.0% | $36.46 * | $22.59 | -19.3% | COMMON STOCK USD.01 | 59001A102 |
| — | E TRADE FINANCIAL CORP | 58,624 | $1.436M | 0.0% | $24.50 | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| — | JUNIPER NETWORKS INC | 55,810 | $1.424M | 0.0% | $25.52 | $23.55 | — | COMMON STOCK USD.00001 | 48203R104 |
| OII | OCEANEERING INTL INC | 42,600 | $1.416M | 0.0% | $33.24 | $31.14 | +6.7% | COMMON STOCK USD.25 | 675232102 |
| — | KRISPY KREME DOUGHNUTS INC | 90,064 | $1.404M | 0.0% | $15.59 | $15.07 | — | COMMON STOCK | 501014104 |
| FITB | FIFTH THIRD BANCORP | 83,605 | $1.395M | 0.0% | $16.69 * | $11.61 | +2.2% | COMMON STOCK | 316773100 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 85,250 | $1.39M | 0.0% | $16.30 | $16.01 | — | REIT USD.01 | 03762U105 |
| — | MB FINANCIAL INC | 42,453 | $1.378M | 0.0% | $32.46 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 10,500 | $1.371M | 0.0% | $130.57 | $124.48 | +4.9% | COMMON STOCK USD.0001 | G50871105 |
| — | NCI BUILDING SYSTEMS INC | 96,030 | $1.364M | 0.0% | $14.20 | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| CDW | CDW CORP/DE | 32,600 | $1.353M | 0.0% | $41.50 * | $32.01 | +15.6% | COMMON STOCK USD.01 | 12514G108 |
| — | WEB.COM GROUP INC | 68,109 | $1.35M | 0.0% | $19.82 | $24.98 | — | COMMON STOCK USD.001 | 94733A104 |
| — | LAZARD LTD CL A | 34,800 | $1.35M | 0.0% | $38.79 | $49.34 | — | MLP USD.01 | G54050102 |
| — | ANCHOR BANCORP WISCONSIN INC | 29,860 | $1.345M | 0.0% | $45.04 | $42.71 | — | COMMON STOCK USD.01 | 03283P106 |
| — | AMERICAN NATIONAL INSURANCE | 11,600 | $1.34M | 0.0% | $115.52 | $115.52 | — | COMMON STOCK USD1. | 028591105 |
| — | SANDERSON FARMS INC | 14,853 | $1.339M | 0.0% | $90.15 | $82.94 | — | COMMON STOCK USD1. | 800013104 |
| DTE | DTE ENERGY COMPANY | 14,658 | $1.329M | 0.0% | $90.67 * | $41.71 | +34.0% | COMMON STOCK | 233331107 |
| — | GREAT WESTERN BANCORP INC | 48,702 | $1.328M | 0.0% | $27.27 | $29.01 | — | COMMON STOCK USD.01 | 391416104 |
| ADBE | ADOBE SYSTEMS INC | 14,116 | $1.324M | 0.0% | $93.79 | $86.68 | +8.2% | COMMON STOCK USD.0001 | 00724F101 |
| MOV | MOVADO GROUP INC | 47,866 | $1.318M | 0.0% | $27.54 | $32.40 | -15.0% | COMMON STOCK USD.01 | 624580106 |
| — | LEGG MASON INC | 37,900 | $1.314M | 0.0% | $34.67 | $41.05 | — | COMMON STOCK USD.1 | 524901105 |
| PYPL | PAYPAL HOLDINGS INC | 33,983 | $1.312M | 0.0% | $38.61 | $35.85 | +7.4% | COMMON STOCK USD.0001 | 70450Y103 |
| ORI | OLD REPUBLIC INTL CORP | 71,700 | $1.311M | 0.0% | $18.28 * | $8.67 | +2.1% | COMMON STOCK USD1. | 680223104 |
| — | NAUTILUS INC | 67,491 | $1.304M | 0.0% | $19.32 | $16.71 | — | COMMON STOCK | 63910B102 |
| 1741046D | STERIS PLC | 18,312 | $1.301M | 0.0% | $71.05 | $75.34 | — | COMMON STOCK | G84720104 |
| RLJ | RLJ LODGING TRUST | 56,503 | $1.293M | 0.0% | $22.88 | $24.19 | — | REIT | 74965L101 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 80,140 | $1.28M | 0.0% | $15.97 | $19.75 | -19.1% | COMMON STOCK USD.0001 | 42727J102 |
| PLUS | EPLUS INC | 15,874 | $1.278M | 0.0% | $80.51 * | $16.33 | +23.2% | COMMON STOCK USD.01 | 294268107 |
| IDA | IDACORP INC | 17,039 | $1.271M | 0.0% | $74.59 | $56.37 | +32.3% | COMMON STOCK | 451107106 |
| — | STAMPS.COM INC | 11,919 | $1.267M | 0.0% | $106.30 | $73.74 | — | COMMON STOCK USD.001 | 852857200 |
| — | FIRST MIDWEST BANCORP INC/IL | 70,194 | $1.265M | 0.0% | $18.02 | $18.43 | — | COMMON STOCK USD.01 | 320867104 |
| — | INC RESEARCH HOLDINGS INC A | 30,300 | $1.249M | 0.0% | $41.22 | $48.52 | — | COMMON STOCK USD.01 | 45329R109 |
| CINF | CINCINNATI FINANCIAL CORP | 19,100 | $1.248M | 0.0% | $65.34 * | $46.63 | +8.0% | COMMON STOCK USD2. | 172062101 |
| — | SPARTANNASH CO | 41,094 | $1.246M | 0.0% | $30.32 | $30.32 | — | COMMON STOCK | 847215100 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 81,701 | $1.246M | 0.0% | $15.25 | $12.32 | +23.8% | COMMON STOCK USD.001 | 868459108 |
| — | SIX FLAGS ENTERTAINMENT CORP | 22,400 | $1.243M | 0.0% | $55.49 | $47.55 | — | COMMON STOCK | 83001A102 |
| ROK | ROCKWELL AUTOMATION INC | 10,900 | $1.24M | 0.0% | $113.76 * | $91.63 | +3.1% | COMMON STOCK USD1. | 773903109 |
| ABG | ASBURY AUTOMOTIVE GROUP | 20,546 | $1.229M | 0.0% | $59.82 | $54.46 | +9.9% | COMMON STOCK USD.01 | 043436104 |
| ANGO | ANGIODYNAMICS INC | 99,447 | $1.222M | 0.0% | $12.29 | $12.32 | -0.2% | COMMON STOCK USD.01 | 03475V101 |
| MKSI | MKS INSTRUMENTS INC | 32,337 | $1.217M | 0.0% | $37.63 * | $28.16 | +23.1% | COMMON STOCK | 55306N104 |
| FDP | FRESH DEL MONTE PRODUCE W/D | 28,055 | $1.18M | 0.0% | $42.06 * | $23.15 | +50.3% | COMMON STOCK USD.01 | G36738105 |
| — | GNC HOLDINGS INC CL A | 37,000 | $1.175M | 0.0% | $31.76 | $31.76 | — | COMMON STOCK USD.001 | 36191G107 |
| MSCI | MSCI INC | 15,800 | $1.17M | 0.0% | $74.05 * | $62.13 | +7.3% | COMMON STOCK USD.01 | 55354G100 |
| WAL | WESTERN ALLIANCE BANCORP | 34,828 | $1.163M | 0.0% | $33.39 * | $30.20 | -4.1% | COMMON STOCK USD.0001 | 957638109 |
| — | PS BUSINESS PARKS INC/CA | 11,485 | $1.154M | 0.0% | $100.48 | $80.77 | — | REIT USD.01 | 69360J107 |
| — | WGL HOLDINGS INC | 15,900 | $1.151M | 0.0% | $72.39 | $57.69 | — | COMMON STOCK | 92924F106 |
| PEB | PEBBLEBROOK HOTEL TRUST | 39,430 | $1.146M | 0.0% | $29.06 | $30.89 | — | REIT USD.01 | 70509V100 |
| — | SBA COMMUNICATIONS CORP CL A | 11,400 | $1.142M | 0.0% | $100.18 | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| — | INFINITY PROPERTY + CASUALTY | 14,147 | $1.139M | 0.0% | $80.51 | $82.21 | — | COMMON STOCK | 45665Q103 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 7,500 | $1.136M | 0.0% | $151.47 * | $134.62 | +1.8% | COMMON STOCK USD.01 | 303075105 |
| DAN | DANA HOLDING CORP | 79,630 | $1.122M | 0.0% | $14.09 * | $14.22 | -19.0% | COMMON STOCK USD.01 | 235825205 |
| AEO | AMERICAN EAGLE OUTFITTERS | 67,200 | $1.12M | 0.0% | $16.67 * | $11.46 | +10.8% | COMMON STOCK USD.01 | 02553E106 |
| — | SOVRAN SELF STORAGE INC | 9,479 | $1.118M | 0.0% | $117.94 | $73.44 | — | REIT USD.01 | 84610H108 |
| — | FEDERAL REALTY INVS TRUST | 7,165 | $1.118M | 0.0% | $156.04 | $151.34 | — | REIT USD.01 | 313747206 |
| LEU | CENTRUS ENERGY CORP CLASS A | 247,870 | $1.118M | 0.0% | $4.51 | $51.25 | -91.2% | COMMON STOCK USD.1 | 15643U104 |
| MPC | MARATHON PETROLEUM CORP | 29,985 | $1.115M | 0.0% | $37.19 * | $36.21 | -24.3% | COMMON STOCK | 56585A102 |
| — | CAPITAL BANK FINANCIAL CL A | 36,119 | $1.114M | 0.0% | $30.84 | $31.71 | — | COMMON STOCK | 139794101 |
| — | WESTERN REFINING INC | 38,147 | $1.11M | 0.0% | $29.10 | $43.54 | — | COMMON STOCK USD.01 | 959319104 |
| — | TIME WARNER INC | 15,201 | $1.103M | 0.0% | $72.56 | $72.56 | — | COMMON STOCK USD.01 | 887317303 |
| WST | WEST PHARMACEUTICAL SERVICES | 15,733 | $1.091M | 0.0% | $69.34 * | $57.94 | +15.2% | COMMON STOCK USD.25 | 955306105 |
| ENS | ENERSYS | 19,383 | $1.08M | 0.0% | $55.72 * | $44.58 | +13.9% | COMMON STOCK USD.01 | 29275Y102 |
| — | HEALTHCARE REALTY TRUST INC | 34,424 | $1.063M | 0.0% | $30.88 | $23.51 | — | REIT USD.01 | 421946104 |
| — | WADDELL + REED FINANCIAL A | 45,000 | $1.059M | 0.0% | $23.53 | $23.53 | — | COMMON STOCK USD.01 | 930059100 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.052M | 0.0% | $29.25 * | $30.76 | -22.4% | COMMON STOCK USD.5 | 591520200 |
| HOMB | HOME BANCSHARES INC | 25,700 | $1.052M | 0.0% | $40.93 * | $19.65 | +4.2% | COMMON STOCK USD.01 | 436893200 |
| HVT | HAVERTY FURNITURE | 49,462 | $1.047M | 0.0% | $21.17 | $25.47 | -16.9% | COMMON STOCK USD1. | 419596101 |
| — | CALATLANTIC GROUP INC | 31,271 | $1.045M | 0.0% | $33.42 | $37.92 | — | COMMON STOCK USD.01 | 128195104 |
| — | HIBBETT SPORTS INC | 28,876 | $1.037M | 0.0% | $35.91 | $43.66 | — | COMMON STOCK USD.01 | 428567101 |
| MHO | M/I HOMES INC | 55,464 | $1.034M | 0.0% | $18.64 | $21.59 | -13.6% | COMMON STOCK USD.01 | 55305B101 |
| CLX | CLOROX COMPANY | 8,200 | $1.034M | 0.0% | $126.10 * | $96.11 | -0.7% | COMMON STOCK USD1. | 189054109 |
| GTN | GRAY TELEVISION INC | 86,595 | $1.015M | 0.0% | $11.72 | $15.66 | -25.2% | COMMON STOCK | 389375106 |
| — | REXNORD CORP | 50,030 | $1.012M | 0.0% | $20.23 | $18.72 | — | COMMON STOCK USD.01 | 76169B102 |
| — | SPEEDWAY MOTORSPORTS INC | 50,938 | $1.01M | 0.0% | $19.83 | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| — | SUCAMPO PHARMACEUTICALS CL A | 91,053 | $995K | 0.0% | $10.93 | $13.55 | — | COMMON STOCK USD.01 | 864909106 |
| PRGO | PERRIGO CO PLC | 7,600 | $972K | 0.0% | $127.89 | $153.80 | -16.8% | COMMON STOCK | G97822103 |
| — | TENNECO INC | 18,768 | $967K | 0.0% | $51.52 | $51.52 | — | COMMON STOCK USD.01 | 880349105 |
| NSIT | INSIGHT ENTERPRISES INC | 33,439 | $958K | 0.0% | $28.65 | $20.13 | +42.2% | COMMON STOCK USD.01 | 45765U103 |
| OKE | ONEOK INC | 32,000 | $956K | 0.0% | $29.88 * | $15.97 | +2.9% | COMMON STOCK USD.01 | 682680103 |
| — | CAI INTERNATIONAL INC | 98,024 | $947K | 0.0% | $9.66 | $12.34 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | ABIOMED INC | 9,941 | $943K | 0.0% | $94.86 | $76.27 | — | COMMON STOCK USD.01 | 003654100 |
| — | IAC/INTERACTIVECORP | 20,000 | $942K | 0.0% | $47.10 | $73.91 | — | COMMON STOCK USD.001 | 44919P508 |
| — | INVESTORS BANCORP INC | 80,707 | $939K | 0.0% | $11.63 | $12.05 | — | COMMON STOCK USD.01 | 46146L101 |
| — | CANTEL MEDICAL CORP | 13,116 | $936K | 0.0% | $71.36 | $67.55 | — | COMMON STOCK USD.1 | 138098108 |
| — | AIRGAS INC | 6,600 | $935K | 0.0% | $141.67 | $89.32 | — | COMMON STOCK USD.01 | 009363102 |
| ICUI | ICU MEDICAL INC | 8,920 | $929K | 0.0% | $104.15 | $107.79 | -3.4% | COMMON STOCK USD.1 | 44930G107 |
| LZB | LA Z BOY INC | 34,672 | $927K | 0.0% | $26.74 | $26.83 | -0.3% | COMMON STOCK USD1. | 505336107 |
| HUN | HUNTSMAN CORP | 68,800 | $915K | 0.0% | $13.30 | $20.40 | -34.8% | COMMON STOCK USD.01 | 447011107 |
| — | OWENS ILLINOIS INC | 56,461 | $901K | 0.0% | $15.96 | $20.97 | — | COMMON STOCK USD.01 | 690768403 |
| FSS | FEDERAL SIGNAL CORP | 67,890 | $900K | 0.0% | $13.26 * | $14.13 | -15.4% | COMMON STOCK USD1. | 313855108 |
| — | JANUS CAPITAL GROUP INC | 61,382 | $898K | 0.0% | $14.63 | $15.68 | — | COMMON STOCK USD.01 | 47102X105 |
| — | SYNOVUS FINANCIAL CORP | 30,900 | $893K | 0.0% | $28.90 | $28.90 | — | COMMON STOCK USD1.0 | 87161C501 |
| TER | TERADYNE INC | 41,200 | $890K | 0.0% | $21.60 * | $18.42 | +10.6% | COMMON STOCK USD.125 | 880770102 |
| KAI | KADANT INC | 19,718 | $890K | 0.0% | $45.14 * | $33.91 | +23.1% | COMMON STOCK USD.01 | 48282T104 |
| ARCB | ARCBEST CORP | 40,999 | $885K | 0.0% | $21.59 * | $33.20 | -40.1% | COMMON STOCK USD.01 | 03937C105 |
| NVR | NVR INC | 500 | $866K | 0.0% | $1732.00 | $1349.27 | +28.4% | COMMON STOCK USD.01 | 62944T105 |
| CAL | CALERES INC | 30,299 | $857K | 0.0% | $28.28 * | $23.12 | +6.6% | COMMON STOCK USD.01 | 129500104 |
| — | NORTEL NETWORKS CORP | 1,000,000 | $850K | 0.0% | $0.85 | $0.85 | — | COMPANY GUAR 04/14 2.125 | 656568AE2 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 12,199 | $843K | 0.0% | $69.10 | $58.79 | +17.5% | COMMON STOCK USD.01 | 800422107 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $840K | 0.0% | $0.42 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| MU | MICRON TECHNOLOGY INC | 79,995 | $838K | 0.0% | $10.48 * | $29.25 | -65.1% | COMMON STOCK USD.1 | 595112103 |
| — | PRIVATEBANCORP INC | 21,707 | $838K | 0.0% | $38.61 | $38.61 | — | COMMON STOCK | 742962103 |
| — | TESSERA TECHNOLOGIES INC | 26,682 | $827K | 0.0% | $30.99 | $30.99 | — | COMMON STOCK USD.001 | 88164L100 |
| MTRX | MATRIX SERVICE CO | 46,686 | $826K | 0.0% | $17.69 | $19.31 | -8.4% | COMMON STOCK USD.01 | 576853105 |
| NFG | NATIONAL FUEL GAS CO | 16,500 | $826K | 0.0% | $50.06 | $47.49 | +5.4% | COMMON STOCK USD1. | 636180101 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $822K | 0.0% | $43.19 | $75.06 | -42.5% | COMMON STOCK USD.01 | 204166102 |
| FHI | FEDERATED INVESTORS INC CL B | 28,400 | $819K | 0.0% | $28.84 * | $16.58 | +10.0% | COMMON STOCK | 314211103 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 44,200 | $818K | 0.0% | $18.51 * | $15.26 | +0.2% | COMMON STOCK USD.01 | 203668108 |
| ADC | AGREE REALTY CORP | 21,104 | $812K | 0.0% | $38.48 | $33.98 | — | REIT USD.0001 | 008492100 |
| — | CABOT MICROELECTRONICS CORP | 19,289 | $789K | 0.0% | $40.90 | $45.35 | — | COMMON STOCK USD.001 | 12709P103 |
| — | MDC PARTNERS INC A | 32,840 | $775K | 0.0% | $23.60 | $21.71 | — | COMMON STOCK | 552697104 |
| SYK | STRYKER CORP | 7,200 | $772K | 0.0% | $107.22 * | $83.78 | +14.9% | COMMON STOCK USD.1 | 863667101 |
| CPS | COOPER STANDARD HOLDING | 10,659 | $766K | 0.0% | $71.86 | $59.86 | +20.0% | COMMON STOCK USD.001 | 21676P103 |
| CTRN | CITI TRENDS INC | 42,527 | $758K | 0.0% | $17.82 * | $23.11 | -27.4% | COMMON STOCK USD.01 | 17306X102 |
| — | TESORO CORP | 8,800 | $757K | 0.0% | $86.02 | $97.26 | — | COMMON STOCK USD.167 | 881609101 |
| — | OUTERWALL INC | 20,395 | $754K | 0.0% | $36.97 | $36.53 | — | COMMON STOCK USD.001 | 690070107 |
| — | EXPRESS INC | 34,920 | $748K | 0.0% | $21.42 | $21.42 | — | COMMON STOCK | 30219E103 |
| — | ALLIANCE FIBER OPTIC PRODUCT | 50,247 | $743K | 0.0% | $14.79 | $15.27 | — | COMMON STOCK USD.001 | 018680306 |
| — | FEDERATED NATIONAL HOLDING C | 37,678 | $741K | 0.0% | $19.67 | $29.57 | — | COMMON STOCK USD.01 | 31422T101 |
| — | RED HAT INC | 9,900 | $738K | 0.0% | $74.55 | $74.55 | — | COMMON STOCK USD.0001 | 756577102 |
| — | SAPIENS INTERNATIONAL CORP | 61,454 | $736K | 0.0% | $11.98 | $10.20 | — | COMMON STOCK USD.01 | N7716A151 |
| — | ROFIN SINAR TECHNOLOGIES INC | 22,700 | $731K | 0.0% | $32.20 | $32.20 | — | COMMON STOCK USD.01 | 775043102 |
| — | PIEDMONT NATURAL GAS CO | 12,200 | $730K | 0.0% | $59.84 | $57.05 | — | COMMON STOCK | 720186105 |
| AMBA | AMBARELLA INC | 16,202 | $724K | 0.0% | $44.69 | $41.39 | +8.0% | COMMON STOCK USD.00045 | G037AX101 |
| — | YOUKU TUDOU INC ADR | 26,100 | $717K | 0.0% | $27.47 | $27.29 | — | ADR | 98742U100 |
| — | VALSPAR CORP/THE | 6,600 | $706K | 0.0% | $106.97 | $106.97 | — | COMMON STOCK USD.5 | 920355104 |
| — | US SILICA HOLDINGS INC | 30,995 | $704K | 0.0% | $22.71 | $20.39 | — | COMMON STOCK USD.01 | 90346E103 |
| — | LANNETT CO INC | 39,232 | $703K | 0.0% | $17.92 | $55.67 | — | COMMON STOCK USD.001 | 516012101 |
| PII | POLARIS INDUSTRIES INC | 7,100 | $699K | 0.0% | $98.45 | $135.73 | -27.4% | COMMON STOCK USD.01 | 731068102 |
| CAR | AVIS BUDGET GROUP INC | 25,000 | $684K | 0.0% | $27.36 * | $41.58 | -37.5% | COMMON STOCK USD.01 | 053774105 |
| — | EMC INS GROUP INC | 26,204 | $672K | 0.0% | $25.64 | $32.39 | — | COMMON STOCK USD1. | 268664109 |
| — | REIS INC | 28,321 | $667K | 0.0% | $23.55 | $22.65 | — | COMMON STOCK USD.01 | 75936P105 |
| — | BRISTOW GROUP INC | 35,176 | $666K | 0.0% | $18.93 | $18.93 | — | COMMON STOCK USD.01 | 110394103 |
| PDFS | PDF SOLUTIONS INC | 49,298 | $660K | 0.0% | $13.39 | $10.88 | +22.9% | COMMON STOCK USD.00015 | 693282105 |
| — | ELDORADO RESORTS INC | 57,532 | $658K | 0.0% | $11.44 | $11.00 | — | COMMON STOCK | 28470R102 |
| CNXN | PC CONNECTION INC | 25,508 | $658K | 0.0% | $25.80 * | $15.71 | +48.7% | COMMON STOCK USD.01 | 69318J100 |
| — | TIME WARNER CABLE | 3,200 | $655K | 0.0% | $204.69 | $192.03 | — | COMMON STOCK USD.01 | 88732J207 |
| — | OPHTHOTECH CORP | 15,435 | $652K | 0.0% | $42.24 | $62.28 | — | COMMON STOCK USD.001 | 683745103 |
| — | PROGRESSIVE WASTE SOLUTIONS | 20,760 | $644K | 0.0% | $31.02 | $31.02 | — | COMMON STOCK | 74339G101 |
| JACK | JACK IN THE BOX INC | 10,000 | $639K | 0.0% | $63.90 | $75.94 | -15.9% | COMMON STOCK USD.01 | 466367109 |
| — | VERINT SYSTEMS INC | 18,819 | $628K | 0.0% | $33.37 | $40.54 | — | COMMON STOCK USD.001 | 92343X100 |
| — | NEWPORT CORP | 26,400 | $607K | 0.0% | $22.99 | $22.99 | — | COMMON STOCK USD.1167 | 651824104 |
| PRTA | PROTHENA CORP PLC | 14,475 | $596K | 0.0% | $41.17 | $46.28 | -11.1% | COMMON STOCK USD.01 | G72800108 |
| — | EL PASO ELECTRIC CO | 12,993 | $596K | 0.0% | $45.87 | $45.87 | — | COMMON STOCK | 283677854 |
| PAYX | PAYCHEX INC | 11,000 | $594K | 0.0% | $54.00 * | $38.55 | +4.5% | COMMON STOCK USD.01 | 704326107 |
| — | ESSENDANT INC | 18,433 | $589K | 0.0% | $31.95 | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| — | DELEK US HOLDINGS INC | 38,578 | $588K | 0.0% | $15.24 | $36.01 | — | COMMON STOCK USD.01 | 246647101 |
| SCVL | SHOE CARNIVAL INC | 21,796 | $588K | 0.0% | $26.98 * | $11.88 | +13.4% | COMMON STOCK USD.01 | 824889109 |
| — | SHIP FINANCE INTL LTD | 42,071 | $584K | 0.0% | $13.88 | $16.25 | — | COMMON STOCK USD1. | G81075106 |
| — | URSTADT BIDDLE CLASS A | 27,759 | $582K | 0.0% | $20.97 | $20.97 | — | REIT USD.01 | 917286205 |
| — | OASIS PETROLEUM INC | 79,151 | $576K | 0.0% | $7.28 | $8.11 | — | COMMON STOCK USD.01 | 674215108 |
| ALG | ALAMO GROUP INC | 10,195 | $568K | 0.0% | $55.71 * | $50.61 | +4.6% | COMMON STOCK USD.1 | 011311107 |
| — | HEADWATERS INC | 28,578 | $567K | 0.0% | $19.84 | $19.84 | — | COMMON STOCK USD.001 | 42210P102 |
| FCBC | FIRST COMMUNITY BANCSHARES | 28,409 | $564K | 0.0% | $19.85 * | $9.18 | +41.7% | COMMON STOCK USD1. | 31983A103 |
| — | OMEGA PROTEIN CORP | 33,304 | $564K | 0.0% | $16.93 | $10.74 | — | COMMON STOCK USD.01 | 68210P107 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 20,946 | $560K | 0.0% | $26.74 | $23.04 | +16.1% | COMMON STOCK | 82312B106 |
| — | STARWOOD HOTELS + RESORTS | 6,600 | $551K | 0.0% | $83.48 | $83.48 | — | COMMON STOCK USD.01 | 85590A401 |
| AMKR | AMKOR TECHNOLOGY INC | 93,422 | $550K | 0.0% | $5.89 * | $6.66 | -17.6% | COMMON STOCK USD.001 | 031652100 |
| — | RPX CORP | 48,455 | $546K | 0.0% | $11.27 | $15.32 | — | COMMON STOCK USD.0001 | 74972G103 |
| IDCC | INTERDIGITAL INC | 9,771 | $544K | 0.0% | $55.67 | $50.93 | +9.3% | COMMON STOCK USD.01 | 45867G101 |
| — | CALAMP CORP | 29,987 | $538K | 0.0% | $17.94 | $24.98 | — | COMMON STOCK USD.01 | 128126109 |
| STC | STEWART INFORMATION SERVICES | 14,746 | $535K | 0.0% | $36.28 | $33.89 | +7.1% | COMMON STOCK USD1. | 860372101 |
| — | SMITH + WESSON HOLDING CORP | 19,733 | $525K | 0.0% | $26.61 | $19.94 | — | COMMON STOCK USD.001 | 831756101 |
| GSBC | GREAT SOUTHERN BANCORP INC | 13,889 | $516K | 0.0% | $37.15 | $41.43 | -10.4% | COMMON STOCK USD.01 | 390905107 |
| RYAM | RAYONIER ADVANCED MATERIALS | 53,975 | $513K | 0.0% | $9.50 | $7.89 | +20.5% | COMMON STOCK USD.01 | 75508B104 |
| — | FIDELITY + GUARANTY LIFE | 19,300 | $506K | 0.0% | $26.22 | $25.39 | — | COMMON STOCK USD.01 | 315785105 |
| — | COLUMBIA PIPELINE GROUP | 20,100 | $505K | 0.0% | $25.12 | $25.12 | — | COMMON STOCK USD.01 | 198280109 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 25,974 | $499K | 0.0% | $19.21 * | $14.01 | +6.3% | COMMON STOCK USD.0001 | 910710102 |
| OM2 | ORTHOFIX INTERNATIONAL NV | 12,010 | $499K | 0.0% | $41.55 | $41.55 | — | COMMON STOCK USD.1 | N6748L102 |
| MCRI | MONARCH CASINO + RESORT INC | 25,084 | $488K | 0.0% | $19.45 | $13.67 | +42.4% | COMMON STOCK USD.01 | 609027107 |
| NTCT | NETSCOUT SYSTEMS INC | 21,250 | $488K | 0.0% | $22.96 | $22.54 | +1.9% | COMMON STOCK USD.001 | 64115T104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 34,482 | $472K | 0.0% | $13.69 | $14.71 | — | ADR | 035128206 |
| — | H+E EQUIPMENT SERVICES INC | 26,854 | $471K | 0.0% | $17.54 | $17.54 | — | COMMON STOCK USD.01 | 404030108 |
| — | ACORDA THERAPEUTICS INC | 17,804 | $471K | 0.0% | $26.45 | $32.04 | — | COMMON STOCK USD.001 | 00484M106 |
| ANIP | ANI PHARMACEUTICALS INC | 13,893 | $468K | 0.0% | $33.69 | $48.51 | -30.6% | COMMON STOCK USD.0001 | 00182C103 |
| AWR | AMERICAN STATES WATER CO | 11,830 | $466K | 0.0% | $39.39 * | $35.01 | -6.9% | COMMON STOCK | 029899101 |
| — | TALMER BANCORP INC CL A | 25,700 | $465K | 0.0% | $18.09 | $18.09 | — | COMMON STOCK USD1.0 | 87482X101 |
| HCI | HCI GROUP INC | 13,875 | $462K | 0.0% | $33.30 | $40.43 | -17.6% | COMMON STOCK | 40416E103 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 7,292 | $462K | 0.0% | $63.36 | $99.99 | -36.7% | COMMON STOCK USD.001 | 90400D108 |
| — | WMIH CORP | 196,172 | $459K | 0.0% | $2.34 | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| CENX | CENTURY ALUMINUM COMPANY | 60,412 | $426K | 0.0% | $7.05 | $5.54 | +27.3% | COMMON STOCK USD.01 | 156431108 |
| — | TECO ENERGY INC | 15,200 | $418K | 0.0% | $27.50 | $26.64 | — | COMMON STOCK USD1. | 872375100 |
| — | FIRST DEFIANCE FINL CORP | 10,877 | $418K | 0.0% | $38.43 | $38.43 | — | COMMON STOCK USD.01 | 32006W106 |
| MOG/A | MOOG INC CLASS A | 9,104 | $416K | 0.0% | $45.69 * | $57.29 | -26.4% | COMMON STOCK USD1. | 615394202 |
| — | NEUSTAR INC CLASS A | 16,874 | $415K | 0.0% | $24.59 | $24.59 | — | COMMON STOCK USD.001 | 64126X201 |
| — | CARMIKE CINEMAS INC | 13,700 | $412K | 0.0% | $30.07 | $30.07 | — | COMMON STOCK USD.03 | 143436400 |
| HY | HYSTER YALE MATERIALS | 6,147 | $409K | 0.0% | $66.54 * | $64.35 | -19.6% | COMMON STOCK USD.01 | 449172105 |
| — | TUMI HOLDINGS INC | 15,200 | $408K | 0.0% | $26.84 | $26.84 | — | COMMON STOCK USD.01 | 89969Q104 |
| — | ATMEL CORP | 50,300 | $408K | 0.0% | $8.11 | $8.11 | — | COMMON STOCK USD.001 | 049513104 |
| — | HEARTLAND PAYMENT SYSTEMS IN | 4,200 | $406K | 0.0% | $96.67 | $94.76 | — | COMMON STOCK USD.001 | 42235N108 |
| — | POWERSECURE INTERNATIONAL IN | 21,600 | $404K | 0.0% | $18.70 | $18.70 | — | COMMON STOCK USD.01 | 73936N105 |
| — | CABLEVISION SYSTEMS NY GRP A | 12,200 | $403K | 0.0% | $33.03 | $32.16 | — | COMMON STOCK USD.01 | 12686C109 |
| — | FRESH MARKET INC/THE | 14,100 | $402K | 0.0% | $28.51 | $28.51 | — | COMMON STOCK USD.01 | 35804H106 |
| — | SANDISK CORP | 5,200 | $396K | 0.0% | $76.15 | $76.15 | — | COMMON STOCK USD.001 | 80004C101 |
| — | CARRIZO OIL + GAS INC | 12,731 | $394K | 0.0% | $30.95 | $30.95 | — | COMMON STOCK USD.01 | 144577103 |
| ENTA | ENANTA PHARMACEUTICALS INC | 13,128 | $386K | 0.0% | $29.40 | $38.90 | -24.5% | COMMON STOCK USD.01 | 29251M106 |
| — | GIGAMON INC | 12,241 | $380K | 0.0% | $31.04 | $31.04 | — | COMMON STOCK USD.0001 | 37518B102 |
| — | SUPERIOR ENERGY SERVICES INC | 28,400 | $380K | 0.0% | $13.38 | $13.47 | — | COMMON STOCK USD.001 | 868157108 |
| — | ALERE INC | 7,400 | $375K | 0.0% | $50.68 | $50.68 | — | COMMON STOCK USD.001 | 01449J105 |
| MYGN | MYRIAD GENETICS INC | 10,021 | $375K | 0.0% | $37.42 | $37.68 | -0.7% | COMMON STOCK USD.01 | 62855J104 |
| KWR | QUAKER CHEMICAL CORP | 4,276 | $363K | 0.0% | $84.89 | $80.82 | +5.0% | COMMON STOCK USD1. | 747316107 |
| — | SEMGROUP CORP CLASS A | 15,807 | $354K | 0.0% | $22.40 | $22.40 | — | COMMON STOCK | 81663A105 |
| OGS | ONE GAS INC | 5,721 | $350K | 0.0% | $61.18 | $56.41 | +8.3% | COMMON STOCK | 68235P108 |
| CLDT | CHATHAM LODGING TRUST | 16,231 | $348K | 0.0% | $21.44 | $21.44 | — | REIT | 16208T102 |
| PLNT | PLANET FITNESS INC CL A | 21,225 | $345K | 0.0% | $16.25 | $15.99 | +1.5% | COMMON STOCK USD.0001 | 72703H101 |
| — | KRATON PERFORMANCE POLYMERS | 19,727 | $341K | 0.0% | $17.29 | $17.29 | — | COMMON STOCK USD.01 | 50077C106 |
| — | FIRSTMERIT CORP | 16,200 | $341K | 0.0% | $21.05 | $20.29 | — | COMMON STOCK | 337915102 |
| — | WEST CORP | 14,673 | $335K | 0.0% | $22.83 | $22.42 | — | COMMON STOCK USD.001 | 952355204 |
| NHI | NATL HEALTH INVESTORS INC | 4,912 | $327K | 0.0% | $66.57 | $66.57 | — | REIT USD.01 | 63633D104 |
| BUSE | FIRST BUSEY CORP | 15,863 | $325K | 0.0% | $20.49 * | $14.41 | -1.4% | COMMON STOCK USD.001 | 319383204 |
| — | CAMBREX CORP | 7,357 | $324K | 0.0% | $44.04 | $39.60 | — | COMMON STOCK USD.1 | 132011107 |
| — | SENIOR HOUSING PROP TRUST | 17,800 | $318K | 0.0% | $17.87 | $17.87 | — | REIT USD.01 | 81721M109 |
| THRM | GENTHERM INC | 7,494 | $312K | 0.0% | $41.63 | $47.95 | -13.3% | COMMON STOCK | 37253A103 |
| — | BAXALTA INC | 7,600 | $307K | 0.0% | $40.39 | $39.03 | — | COMMON STOCK USD.01 | 07177M103 |
| — | AGL RESOURCES INC | 4,700 | $306K | 0.0% | $65.11 | $65.11 | — | COMMON STOCK USD5. | 001204106 |
| — | CONTROL4 CORP | 38,333 | $305K | 0.0% | $7.96 | $7.96 | — | COMMON STOCK USD.0001 | 21240D107 |
| PCRX | PACIRA PHARMACEUTICALS INC | 5,757 | $305K | 0.0% | $52.98 | $56.62 | -6.4% | COMMON STOCK USD.001 | 695127100 |
| — | EMPIRE DISTRICT ELECTRIC CO | 9,200 | $304K | 0.0% | $33.04 | $33.04 | — | COMMON STOCK USD1. | 291641108 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 11,693 | $302K | 0.0% | $25.83 | $25.32 | +2.0% | COMMON STOCK | 760281204 |
| — | INFRAREIT INC | 17,502 | $298K | 0.0% | $17.03 | $17.03 | — | REIT USD.01 | 45685L100 |
| — | ASTORIA FINANCIAL CORP | 18,700 | $296K | 0.0% | $15.83 | $15.83 | — | COMMON STOCK USD.01 | 046265104 |
| — | APOLLO EDUCATION GROUP INC | 34,500 | $283K | 0.0% | $8.20 | $8.20 | — | COMMON STOCK | 037604105 |
| — | NEWLINK GENETICS CORP | 15,455 | $281K | 0.0% | $18.18 | $41.55 | — | COMMON STOCK USD.01 | 651511107 |
| PCTY | PAYLOCITY HOLDING CORP | 8,281 | $271K | 0.0% | $32.73 | $38.40 | -14.7% | PRIVATE COMP USD.001 | 70438V106 |
| — | NTELOS HOLDINGS CORP | 27,945 | $257K | 0.0% | $9.20 | $9.20 | — | COMMON STOCK USD.01 | 67020Q305 |
| — | COMSCORE INC | 8,114 | $244K | 0.0% | $30.07 | $30.07 | — | COMMON STOCK USD.001 | 20564W105 |
| — | LEUCADIA NATIONAL CORP | 14,626 | $237K | 0.0% | $16.20 | $25.79 | — | COMMON STOCK USD1. | 527288104 |
| LKQ | LKQ CORP | 6,900 | $220K | 0.0% | $31.88 * | $25.04 | +14.5% | COMMON STOCK USD.01 | 501889208 |
| — | HALLMARK FINL SERVICES INC | 18,118 | $208K | 0.0% | $11.48 | $11.48 | — | COMMON STOCK USD.18 | 40624Q203 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 7,578 | $205K | 0.0% | $27.05 | $36.51 | -25.9% | COMMON STOCK USD.001 | 71742Q106 |
| — | RITE AID CORP | 25,100 | $205K | 0.0% | $8.17 | $8.17 | — | COMMON STOCK USD1. | 767754104 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 5,144 | $203K | 0.0% | $39.46 | $26.83 | +47.4% | COMMON STOCK USD.001 | 64125C109 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 4,737 | $200K | 0.0% | $42.22 | $42.22 | — | COMMON STOCK USD.01 | 049164205 |
| ALRM | ALARM.COM HOLDINGS INC | 8,282 | $196K | 0.0% | $23.67 | $18.26 | +29.8% | COMMON STOCK | 011642105 |
| AYI | ACUITY BRANDS INC | 900 | $196K | 0.0% | $217.78 * | $210.07 | +0.6% | COMMON STOCK USD.01 | 00508Y102 |
| — | FIRST NBC BANK HOLDING CO | 9,362 | $193K | 0.0% | $20.62 | $37.39 | — | COMMON STOCK | 32115D106 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $179K | 0.0% | $9.18 | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| TFIN | TRIUMPH BANCORP INC | 8,158 | $129K | 0.0% | $15.81 | $14.35 | +10.3% | COMMON STOCK USD.01 | 89679E300 |
| — | MARKIT LTD | 2,970 | $105K | 0.0% | $35.35 | $35.35 | — | COMMON STOCK USD.01 | G58249106 |
| — | DIAMOND RESORTS INTERNATIONA | 3,750 | $91,000 | 0.0% | $24.27 | $25.52 | — | COMMON STOCK USD.01 | 25272T104 |
| KODK | EASTMAN KODAK CO | 8,026 | $87,000 | 0.0% | $10.84 | $25.80 | -57.9% | COMMON STOCK USD.01 | 277461406 |
| SMG | SCOTTS MIRACLE GRO CO CL A | 1,100 | $80,000 | 0.0% | $72.73 * | $47.59 | +11.0% | COMMON STOCK USD.01 | 810186106 |
| — | CORELOGIC INC | 800 | $28,000 | 0.0% | $35.00 | $36.04 | — | COMMON STOCK USD1. | 21871D103 |
| — | FIRST NIAGARA FINANCIAL GRP | 2,270 | $22,000 | 0.0% | $9.69 | $9.69 | — | COMMON STOCK USD.01 | 33582V108 |
| — | SUNTECH POWER HLDGS CO | 18,480,000 | $9,000 | 0.0% | $0.00 | $0.00 | — | SR UNSECURED 03/13 3 | 86800CAE4 |
| — | EASTMAN KODAK CO | 2,771 | $7,000 | 0.0% | $2.53 | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $5,000 | 0.0% | $1.80 | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | CALIFORNIA RESOURCES CORP | 3 | $0 | 0.0% | $0.00 | — | — | COMMON STOCK USD.01 | 13057Q107 |