Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 2, 2016
Total Value: $4.49B (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 | $646M | 14.4% | $64.80 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S+P 500 ETF | 2,990,400 | $575M | 12.8% | $192.22 | $184.38 | +4.2% | VANGUARD S+P 500 ETF | 922908363 |
| HDV | ISHARES HIGH DIVIDEND ETF | 1,707,742 | $140M | 3.1% | $82.15 * | $15.92 | +3.2% | ISHARES CORE HIGH DIVIDEND E | 46429B663 |
| XOM | EXXON MOBIL CORP | 575,089 | $53.91M | 1.2% | $93.74 * | $51.93 | +18.5% | COMMON STOCK | 30231G102 |
| AAPL | APPLE INC | 560,312 | $53.57M | 1.2% | $95.60 * | $18.70 | +16.6% | COMMON STOCK USD.00001 | 037833100 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 2,024,863 | $53.11M | 1.2% | $26.23 | $20.21 | +29.8% | ADR | 874039100 |
| GOOG | ALPHABET INC CL C | 65,996 | $45.68M | 1.0% | $692.10 * | $35.61 | -3.5% | COMMON STOCK USD.001 | 02079K107 |
| MSFT | MICROSOFT CORP | 884,662 | $45.27M | 1.0% | $51.17 * | $32.77 | +38.7% | COMMON STOCK USD.00000625 | 594918104 |
| NTES | NETEASE INC ADR | 221,349 | $42.77M | 1.0% | $193.22 | $132.43 | +45.9% | ADR USD.0001 | 64110W102 |
| JPM | JPMORGAN CHASE + CO | 629,024 | $39.09M | 0.9% | $62.14 * | $39.93 | +20.4% | COMMON STOCK USD1.0 | 46625H100 |
| AMZN | AMAZON.COM INC | 52,147 | $37.32M | 0.8% | $715.61 * | $24.82 | +44.2% | COMMON STOCK USD.01 | 023135106 |
| CMCSA | COMCAST CORP CLASS A | 560,063 | $36.51M | 0.8% | $65.19 * | $20.76 | +25.0% | COMMON STOCK USD.01 | 20030N101 |
| PFE | PFIZER INC | 986,514 | $34.73M | 0.8% | $35.21 * | $16.86 | +31.2% | COMMON STOCK USD.05 | 717081103 |
| CSCO | CISCO SYSTEMS INC | 1,122,212 | $32.2M | 0.7% | $28.69 * | $15.79 | +35.0% | COMMON STOCK USD.001 | 17275R102 |
| PG | PROCTER + GAMBLE CO/THE | 378,821 | $32.08M | 0.7% | $84.67 * | $57.98 | +12.8% | COMMON STOCK | 742718109 |
| MRK | MERCK + CO. INC. | 541,048 | $31.17M | 0.7% | $57.61 * | $31.91 | +28.6% | COMMON STOCK USD.5 | 58933Y105 |
| C | CITIGROUP INC | 724,539 | $30.71M | 0.7% | $42.39 * | $37.58 | -15.5% | COMMON STOCK USD.01 | 172967424 |
| V | VISA INC CLASS A SHARES | 386,469 | $28.66M | 0.6% | $74.17 * | $66.36 | +4.6% | COMMON STOCK USD.0001 | 92826C839 |
| META | FACEBOOK INC A | 247,325 | $28.26M | 0.6% | $114.28 | $87.84 | +29.2% | COMMON STOCK USD.000006 | 30303M102 |
| UNH | UNITEDHEALTH GROUP INC | 195,960 | $27.67M | 0.6% | $141.20 * | $91.87 | +32.1% | COMMON STOCK USD.01 | 91324P102 |
| GILD | GILEAD SCIENCES INC | 330,476 | $27.57M | 0.6% | $83.42 * | $63.58 | -6.8% | COMMON STOCK USD.001 | 375558103 |
| — | LAM RESEARCH CORP | 304,552 | $25.6M | 0.6% | $84.06 | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| OXY | OCCIDENTAL PETROLEUM CORP | 337,289 | $25.49M | 0.6% | $75.56 * | $57.79 | -0.0% | COMMON STOCK USD.2 | 674599105 |
| JNJ | JOHNSON + JOHNSON | 209,038 | $25.36M | 0.6% | $121.30 * | $64.45 | +44.7% | COMMON STOCK USD1. | 478160104 |
| ORCL | ORACLE CORP | 573,806 | $23.49M | 0.5% | $40.93 * | $28.94 | +22.5% | COMMON STOCK USD.01 | 68389X105 |
| EEM | ISHARES MSCI EMERGING MARKETS | 674,645 | $23.18M | 0.5% | $34.36 | $39.97 | -14.0% | ISHARES MSCI EMERGING MARKET | 464287234 |
| MDT | MEDTRONIC PLC | 266,781 | $23.15M | 0.5% | $86.77 * | $58.30 | +16.9% | COMMON STOCK USD.1 | G5960L103 |
| SLB | SCHLUMBERGER LTD | 291,285 | $23.04M | 0.5% | $79.08 * | $61.03 | -1.2% | COMMON STOCK USD.01 | 806857108 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,693,227 | $22.79M | 0.5% | $6.17 | $7.47 | -17.4% | ADR | 151290889 |
| VZ | VERIZON COMMUNICATIONS INC | 403,156 | $22.51M | 0.5% | $55.84 * | $27.06 | +25.3% | COMMON STOCK USD.1 | 92343V104 |
| BMA | BANCO MACRO SA ADR | 292,865 | $21.74M | 0.5% | $74.22 | $63.93 | +16.1% | ADR | 05961W105 |
| HON | HONEYWELL INTERNATIONAL INC | 185,828 | $21.62M | 0.5% | $116.32 * | $74.17 | +15.7% | COMMON STOCK USD1. | 438516106 |
| DAL | DELTA AIR LINES INC | 583,666 | $21.26M | 0.5% | $36.43 * | $22.89 | +41.6% | COMMON STOCK USD.0001 | 247361702 |
| AIG | AMERICAN INTERNATIONAL GROUP | 401,952 | $21.26M | 0.5% | $52.89 * | $37.57 | +10.9% | COMMON STOCK USD2.5 | 026874784 |
| KO | COCA COLA CO/THE | 447,277 | $20.27M | 0.5% | $45.33 * | $27.96 | +20.2% | COMMON STOCK USD.25 | 191216100 |
| — | HESS CORP | 333,998 | $20.07M | 0.4% | $60.10 | $61.50 | — | COMMON STOCK USD1. | 42809H107 |
| T | AT+T INC | 457,718 | $19.78M | 0.4% | $43.21 * | $12.04 | +37.7% | COMMON STOCK USD1. | 00206R102 |
| — | ALLERGAN PLC | 85,058 | $19.66M | 0.4% | $231.09 | $300.65 | — | COMMON STOCK USD.0033 | G0177J108 |
| DIS | WALT DISNEY CO/THE | 199,783 | $19.54M | 0.4% | $97.82 * | $61.44 | +46.8% | COMMON STOCK USD.01 | 254687106 |
| COF | CAPITAL ONE FINANCIAL CORP | 306,421 | $19.46M | 0.4% | $63.51 * | $56.88 | -5.7% | COMMON STOCK USD.01 | 14040H105 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 991,911 | $19.29M | 0.4% | $19.45 | $21.41 | -9.1% | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| — | WISDOMTREE JAPAN HEDGED REAL E | 787,751 | $19.2M | 0.4% | $24.37 | $25.36 | — | WISDOMTREE JPN HDG REAL EST | 97717W638 |
| TXN | TEXAS INSTRUMENTS INC | 299,408 | $18.76M | 0.4% | $62.65 * | $42.53 | +13.4% | COMMON STOCK USD1. | 882508104 |
| HCA | HCA HOLDINGS INC | 239,421 | $18.44M | 0.4% | $77.01 * | $58.24 | +22.9% | COMMON STOCK USD.01 | 40412C101 |
| MCD | MCDONALD S CORP | 149,181 | $17.95M | 0.4% | $120.34 * | $88.66 | +8.0% | COMMON STOCK USD.01 | 580135101 |
| — | US CONCRETE INC | 293,068 | $17.85M | 0.4% | $60.91 | $18.06 | — | COMMON STOCK USD.001 | 90333L201 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 379,569 | $17.27M | 0.4% | $45.51 * | $34.29 | +6.5% | COMMON STOCK | 609207105 |
| UNP | UNION PACIFIC CORP | 195,449 | $17.05M | 0.4% | $87.25 * | $73.83 | -4.2% | COMMON STOCK USD2.5 | 907818108 |
| HD | HOME DEPOT INC | 133,333 | $17.02M | 0.4% | $127.69 * | $76.79 | +32.5% | COMMON STOCK USD.05 | 437076102 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 115,469 | $16.72M | 0.4% | $144.79 | $135.76 | +6.7% | COMMON STOCK USD.0033 | 084670702 |
| AMT | AMERICAN TOWER CORP | 146,743 | $16.67M | 0.4% | $113.61 * | $79.89 | +12.4% | REIT USD.01 | 03027X100 |
| — | CELGENE CORP | 163,008 | $16.08M | 0.4% | $98.63 | $102.67 | — | COMMON STOCK USD.01 | 151020104 |
| CVX | CHEVRON CORP | 153,364 | $16.08M | 0.4% | $104.83 * | $70.84 | -1.3% | COMMON STOCK USD.75 | 166764100 |
| — | INGERSOLL RAND PLC | 249,363 | $15.88M | 0.4% | $63.68 | $63.87 | — | COMMON STOCK USD1. | G47791101 |
| CVS | CVS HEALTH CORP | 157,042 | $15.04M | 0.3% | $95.74 * | $54.13 | +32.3% | COMMON STOCK USD.01 | 126650100 |
| CB | CHUBB LTD | 113,695 | $14.86M | 0.3% | $130.71 * | $96.06 | +15.0% | COMMON STOCK | H1467J104 |
| TGT | TARGET CORP | 211,828 | $14.79M | 0.3% | $69.82 * | $57.99 | -9.1% | COMMON STOCK USD.0833 | 87612E106 |
| MET | METLIFE INC | 370,659 | $14.76M | 0.3% | $39.83 * | $28.92 | -11.1% | COMMON STOCK USD.01 | 59156R108 |
| CL | COLGATE PALMOLIVE CO | 199,338 | $14.59M | 0.3% | $73.20 * | $53.34 | +9.8% | COMMON STOCK USD1. | 194162103 |
| PEP | PEPSICO INC | 137,391 | $14.55M | 0.3% | $105.94 * | $65.52 | +21.4% | COMMON STOCK USD.017 | 713448108 |
| SPG | SIMON PROPERTY GROUP INC | 66,673 | $14.46M | 0.3% | $216.89 * | $107.65 | +23.0% | REIT USD.0001 | 828806109 |
| WFC | WELLS FARGO + CO | 303,539 | $14.37M | 0.3% | $47.33 * | $34.25 | +5.8% | COMMON STOCK USD1.666 | 949746101 |
| PM | PHILIP MORRIS INTERNATIONAL | 139,340 | $14.17M | 0.3% | $101.72 * | $49.20 | +28.4% | COMMON STOCK | 718172109 |
| EWH | ISHARES MSCI HONG KONG ETF | 709,243 | $13.89M | 0.3% | $19.58 | $20.76 | -5.7% | ISHARES MSCI HONG KONG ETF | 464286871 |
| — | RAYTHEON COMPANY | 100,597 | $13.68M | 0.3% | $135.95 | $116.26 | — | COMMON STOCK USD.01 | 755111507 |
| AVB | AVALONBAY COMMUNITIES INC | 73,158 | $13.2M | 0.3% | $180.39 * | $126.64 | +3.4% | REIT USD.01 | 053484101 |
| — | GENERAL ELECTRIC CO W/D | 417,638 | $13.15M | 0.3% | $31.48 | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| PH | PARKER HANNIFIN CORP | 120,855 | $13.06M | 0.3% | $108.05 * | $91.63 | +1.7% | COMMON STOCK USD.5 | 701094104 |
| AMGN | AMGEN INC | 85,157 | $12.96M | 0.3% | $152.15 * | $106.79 | +7.3% | COMMON STOCK USD.0001 | 031162100 |
| TJX | TJX COMPANIES INC | 164,529 | $12.71M | 0.3% | $77.23 * | $31.40 | +7.6% | COMMON STOCK USD1. | 872540109 |
| GD | GENERAL DYNAMICS CORP | 90,816 | $12.64M | 0.3% | $139.24 * | $109.99 | +3.3% | COMMON STOCK USD1. | 369550108 |
| EXC | EXELON CORP | 345,677 | $12.57M | 0.3% | $36.36 * | $14.44 | +28.6% | COMMON STOCK | 30161N101 |
| USB | US BANCORP | 311,499 | $12.56M | 0.3% | $40.33 * | $23.72 | +19.9% | COMMON STOCK USD.01 | 902973304 |
| — | MEAD JOHNSON NUTRITION CO | 138,066 | $12.53M | 0.3% | $90.75 | $87.68 | — | COMMON STOCK USD.01 | 582839106 |
| IBN | ICICI BANK LTD SPON ADR | 1,708,329 | $12.27M | 0.3% | $7.18 | $11.02 | -34.9% | ADR | 45104G104 |
| EWC | ISHARES MSCI CANADA ETF | 490,248 | $12.02M | 0.3% | $24.51 | $24.49 | +0.1% | ISHARES MSCI CANADA ETF | 464286509 |
| MO | ALTRIA GROUP INC | 173,687 | $11.98M | 0.3% | $68.96 * | $27.61 | +30.4% | COMMON STOCK USD.333 | 02209S103 |
| — | EZCORP INC | 14,250,000 | $11.82M | 0.3% | $0.83 | $0.72 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| INTC | INTEL CORP | 358,947 | $11.77M | 0.3% | $32.80 * | $21.33 | +23.7% | COMMON STOCK USD.001 | 458140100 |
| HPE | HEWLETT PACKARD ENTERPRIS | 638,925 | $11.67M | 0.3% | $18.27 * | $7.58 | +7.1% | COMMON STOCK USD.01 | 42824C109 |
| — | EXPRESS SCRIPTS HOLDING CO | 153,062 | $11.6M | 0.3% | $75.80 | $77.41 | — | COMMON STOCK USD.01 | 30219G108 |
| — | WYNDHAM WORLDWIDE CORP | 162,536 | $11.58M | 0.3% | $71.23 | $69.81 | — | COMMON STOCK USD.01 | 98310W108 |
| UGI | UGI CORP | 255,376 | $11.56M | 0.3% | $45.25 | $36.19 | +25.0% | COMMON STOCK | 902681105 |
| MMM | 3M CO | 65,832 | $11.53M | 0.3% | $175.13 * | $90.09 | +18.5% | COMMON STOCK USD.01 | 88579Y101 |
| F | FORD MOTOR CO | 911,171 | $11.45M | 0.3% | $12.57 * | $8.50 | -10.7% | COMMON STOCK USD.01 | 345370860 |
| — | CITRIX SYSTEMS INC | 142,169 | $11.39M | 0.3% | $80.09 | $75.05 | — | COMMON STOCK USD.001 | 177376100 |
| TSN | TYSON FOODS INC CL A | 168,465 | $11.25M | 0.3% | $66.79 * | $35.93 | +46.6% | COMMON STOCK USD.1 | 902494103 |
| INGR | INGREDION INC | 85,734 | $11.1M | 0.2% | $129.41 | $76.49 | +69.2% | COMMON STOCK USD.01 | 457187102 |
| GM | GENERAL MOTORS CO | 384,176 | $10.87M | 0.2% | $28.30 * | $25.20 | -7.4% | COMMON STOCK USD.01 | 37045V100 |
| MUR | MURPHY OIL CORP | 341,751 | $10.85M | 0.2% | $31.75 * | $22.82 | -1.5% | COMMON STOCK USD1. | 626717102 |
| DG | DOLLAR GENERAL CORP | 114,934 | $10.8M | 0.2% | $94.00 * | $62.71 | +32.7% | COMMON STOCK USD.875 | 256677105 |
| RS | RELIANCE STEEL + ALUMINUM | 138,031 | $10.62M | 0.2% | $76.90 | $68.37 | +12.5% | COMMON STOCK | 759509102 |
| — | DOW CHEMICAL CO W/D | 212,890 | $10.58M | 0.2% | $49.71 | $44.13 | — | COMMON STOCK USD2.5 | 260543103 |
| — | ASPEN TECHNOLOGY INC | 260,162 | $10.47M | 0.2% | $40.24 | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| NDAQ | NASDAQ INC | 160,570 | $10.38M | 0.2% | $64.67 * | $14.47 | +28.0% | COMMON STOCK USD.01 | 631103108 |
| — | LEVEL 3 COMMUNICATIONS INC | 201,422 | $10.37M | 0.2% | $51.49 | $21.74 | — | COMMON STOCK USD.01 | 52729N308 |
| ACM | AECOM | 320,182 | $10.17M | 0.2% | $31.77 * | $27.99 | +9.2% | COMMON STOCK USD.01 | 00766T100 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 60,460 | $10.16M | 0.2% | $168.03 * | $85.41 | +63.8% | COMMON STOCK USD.01 | 446413106 |
| NWL | NEWELL BRANDS INC | 206,738 | $10.04M | 0.2% | $48.57 * | $18.14 | +80.1% | COMMON STOCK USD1.0 | 651229106 |
| WMT | WAL MART STORES INC | 135,968 | $9.928M | 0.2% | $73.02 * | $21.31 | -3.4% | COMMON STOCK USD.1 | 931142103 |
| ARW | ARROW ELECTRONICS INC | 159,759 | $9.889M | 0.2% | $61.90 | $51.40 | +20.4% | COMMON STOCK USD1. | 042735100 |
| TXT | TEXTRON INC | 268,535 | $9.818M | 0.2% | $36.56 | $32.17 | +12.2% | COMMON STOCK USD.125 | 883203101 |
| LYB | LYONDELLBASELL INDU CL A | 128,788 | $9.584M | 0.2% | $74.42 * | $42.87 | +0.6% | COMMON STOCK EUR.04 | N53745100 |
| BC | BRUNSWICK CORP | 210,755 | $9.551M | 0.2% | $45.32 * | $36.46 | +5.3% | COMMON STOCK USD.75 | 117043109 |
| — | QUINTILES TRANSNATIONAL HOLD | 142,832 | $9.33M | 0.2% | $65.32 | $62.22 | — | COMMON STOCK USD.01 | 74876Y101 |
| — | WESTROCK CO | 239,008 | $9.29M | 0.2% | $38.87 | $42.55 | — | COMMON STOCK | 96145D105 |
| LOW | LOWE S COS INC | 116,657 | $9.236M | 0.2% | $79.17 * | $44.61 | +48.7% | COMMON STOCK USD.5 | 548661107 |
| IWM | ISHARES RUSSELL 2000 ETF | 80,314 | $9.234M | 0.2% | $114.97 | $112.82 | +1.9% | ISHARES RUSSELL 2000 ETF | 464287655 |
| — | DR PEPPER SNAPPLE GROUP INC | 91,536 | $8.845M | 0.2% | $96.63 | $63.18 | — | COMMON STOCK USD.01 | 26138E109 |
| GS | GOLDMAN SACHS GROUP INC | 59,151 | $8.789M | 0.2% | $148.59 * | $141.63 | -13.8% | COMMON STOCK USD.01 | 38141G104 |
| AAL | AMERICAN AIRLINES GROUP INC | 300,282 | $8.501M | 0.2% | $28.31 * | $35.57 | -23.5% | COMMON STOCK | 02376R102 |
| AZO | AUTOZONE INC | 10,662 | $8.464M | 0.2% | $793.85 | $657.84 | +20.7% | COMMON STOCK USD.01 | 053332102 |
| TRV | TRAVELERS COS INC/THE | 70,197 | $8.356M | 0.2% | $119.04 * | $76.13 | +27.0% | COMMON STOCK | 89417E109 |
| WOR | WORTHINGTON INDUSTRIES | 192,671 | $8.15M | 0.2% | $42.30 * | $19.51 | +33.7% | COMMON STOCK | 981811102 |
| — | MICHAEL KORS HOLDINGS LTD | 162,927 | $8.062M | 0.2% | $49.48 | $54.02 | — | COMMON STOCK | G60754101 |
| IBM | INTL BUSINESS MACHINES CORP | 52,922 | $8.033M | 0.2% | $151.79 * | $104.68 | -7.5% | COMMON STOCK USD.2 | 459200101 |
| VYX | NCR CORPORATION | 286,258 | $7.949M | 0.2% | $27.77 * | $16.49 | +3.3% | COMMON STOCK USD.01 | 62886E108 |
| CNP | CENTERPOINT ENERGY INC | 328,116 | $7.875M | 0.2% | $24.00 * | $14.29 | +23.8% | COMMON STOCK USD.01 | 15189T107 |
| ETR | ENTERGY CORP | 96,321 | $7.836M | 0.2% | $81.35 * | $21.87 | +28.7% | COMMON STOCK USD.01 | 29364G103 |
| — | PACWEST BANCORP | 196,167 | $7.804M | 0.2% | $39.78 | $37.72 | — | COMMON STOCK | 695263103 |
| PLD | PROLOGIS INC | 157,836 | $7.74M | 0.2% | $49.04 * | $30.23 | +24.0% | REIT USD.01 | 74340W103 |
| FDX | FEDEX CORP | 50,946 | $7.733M | 0.2% | $151.79 * | $111.23 | +17.4% | COMMON STOCK USD.1 | 31428X106 |
| — | UNITED TECHNOLOGIES CORP | 75,155 | $7.707M | 0.2% | $102.55 | $109.72 | — | COMMON STOCK USD1. | 913017109 |
| YPF | YPF S.A. SPONSORED ADR | 400,885 | $7.697M | 0.2% | $19.20 | $19.89 | -3.5% | ADR | 984245100 |
| QCOM | QUALCOMM INC | 143,655 | $7.696M | 0.2% | $53.57 * | $40.70 | +1.2% | COMMON STOCK USD.0001 | 747525103 |
| BDX | BECTON DICKINSON AND CO | 45,313 | $7.685M | 0.2% | $169.60 * | $98.97 | +45.0% | COMMON STOCK USD1. | 075887109 |
| GOOGL | ALPHABET INC CL A | 10,904 | $7.671M | 0.2% | $703.50 * | $36.73 | -4.9% | COMMON STOCK USD.001 | 02079K305 |
| — | ISHARES MSCI JAPAN ETF | 664,904 | $7.646M | 0.2% | $11.50 | $12.27 | — | ISHARES MSCI JAPAN ETF | 464286848 |
| — | FOOT LOCKER INC | 138,320 | $7.588M | 0.2% | $54.86 | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| PB | PROSPERITY BANCSHARES INC | 145,138 | $7.401M | 0.2% | $50.99 * | $37.40 | +4.0% | COMMON STOCK USD1. | 743606105 |
| TDG | TRANSDIGM GROUP INC | 26,072 | $6.875M | 0.2% | $263.69 * | $136.47 | +20.8% | COMMON STOCK USD.01 | 893641100 |
| TX | TERNIUM SA SPONSORED ADR | 360,653 | $6.874M | 0.2% | $19.06 | $23.02 | -17.2% | ADR USD1. | 880890108 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 159,494 | $6.858M | 0.2% | $43.00 | $43.73 | — | COMMON STOCK USD.01 | 848574109 |
| BA | BOEING CO/THE | 52,617 | $6.833M | 0.2% | $129.86 * | $127.64 | -7.2% | COMMON STOCK USD5. | 097023105 |
| CCK | CROWN HOLDINGS INC | 132,358 | $6.707M | 0.1% | $50.67 * | $49.20 | -2.1% | COMMON STOCK USD5. | 228368106 |
| NNN | NATIONAL RETAIL PROPERTIES | 128,478 | $6.645M | 0.1% | $51.72 | $40.05 | — | REIT USD.01 | 637417106 |
| PNC | PNC FINANCIAL SERVICES GROUP | 80,874 | $6.582M | 0.1% | $81.39 * | $54.13 | +10.2% | COMMON STOCK USD5. | 693475105 |
| BBY | BEST BUY CO INC | 210,399 | $6.438M | 0.1% | $30.60 * | $22.95 | -4.3% | COMMON STOCK USD.1 | 086516101 |
| — | HOSPITALITY PROPERTIES TRUST | 217,354 | $6.26M | 0.1% | $28.80 | $28.56 | — | REIT USD.01 | 44106M102 |
| ABBV | ABBVIE INC | 100,324 | $6.211M | 0.1% | $61.91 * | $40.02 | +4.1% | COMMON STOCK USD.01 | 00287Y109 |
| EL | ESTEE LAUDER COMPANIES CL A | 66,285 | $6.033M | 0.1% | $91.02 * | $61.49 | +31.1% | COMMON STOCK USD.01 | 518439104 |
| — | MALLINCKRODT PLC | 96,896 | $5.889M | 0.1% | $60.78 | $61.67 | — | COMMON STOCK USD.2 | G5785G107 |
| — | LIBERTY INTERACTIVE CORP Q A | 230,258 | $5.842M | 0.1% | $25.37 | $27.64 | — | TRACKING STK USD.01 | 53071M104 |
| — | CIT GROUP INC | 180,244 | $5.752M | 0.1% | $31.91 | $38.66 | — | COMMON STOCK USD.01 | 125581801 |
| — | DISCOVER FINANCIAL SERVICES | 107,244 | $5.747M | 0.1% | $53.59 | $53.59 | — | COMMON STOCK USD.01 | 254709108 |
| MTX | MINERALS TECHNOLOGIES INC | 101,002 | $5.737M | 0.1% | $56.80 * | $57.15 | -4.4% | COMMON STOCK USD.1 | 603158106 |
| — | POST PROPERTIES INC | 93,684 | $5.719M | 0.1% | $61.05 | $59.61 | — | REIT USD.01 | 737464107 |
| CTAS | CINTAS CORP | 58,084 | $5.7M | 0.1% | $98.13 * | $17.62 | +25.8% | COMMON STOCK | 172908105 |
| HOLX | HOLOGIC INC | 164,666 | $5.697M | 0.1% | $34.60 | $29.92 | +15.6% | COMMON STOCK USD.01 | 436440101 |
| — | ENDURANCE SPECIALTY HOLDINGS | 84,743 | $5.691M | 0.1% | $67.16 | $63.98 | — | COMMON STOCK USD1.0 | G30397106 |
| — | INGRAM MICRO INC CL A | 161,249 | $5.608M | 0.1% | $34.78 | $34.99 | — | COMMON STOCK USD.01 | 457153104 |
| ELV | ANTHEM INC | 42,592 | $5.594M | 0.1% | $131.34 * | $106.85 | +8.1% | COMMON STOCK USD.01 | 036752103 |
| WM | WASTE MANAGEMENT INC | 83,963 | $5.564M | 0.1% | $66.27 * | $43.42 | +28.5% | COMMON STOCK USD.01 | 94106L109 |
| NUE | NUCOR CORP | 112,547 | $5.561M | 0.1% | $49.41 * | $32.43 | +23.3% | COMMON STOCK USD.4 | 670346105 |
| MTN | VAIL RESORTS INC | 39,874 | $5.512M | 0.1% | $138.24 | $126.65 | +9.1% | COMMON STOCK USD.01 | 91879Q109 |
| MKTX | MARKETAXESS HOLDINGS INC | 37,825 | $5.5M | 0.1% | $145.41 * | $108.73 | +22.2% | COMMON STOCK USD.003 | 57060D108 |
| KR | KROGER CO | 149,467 | $5.499M | 0.1% | $36.79 * | $22.49 | +34.5% | COMMON STOCK USD1. | 501044101 |
| PSA | PUBLIC STORAGE | 20,370 | $5.206M | 0.1% | $255.57 * | $113.29 | +54.0% | REIT USD.1 | 74460D109 |
| AEP | AMERICAN ELECTRIC POWER | 73,656 | $5.163M | 0.1% | $70.10 * | $38.45 | +30.3% | COMMON STOCK USD6.5 | 025537101 |
| — | L 3 COMMUNICATIONS HOLDINGS | 35,088 | $5.147M | 0.1% | $146.69 | $111.77 | — | COMMON STOCK USD.01 | 502424104 |
| PKX | POSCO SPON ADR | 113,539 | $5.052M | 0.1% | $44.50 | $69.58 | -36.0% | ADR | 693483109 |
| EMN | EASTMAN CHEMICAL CO | 74,086 | $5.03M | 0.1% | $67.89 * | $52.50 | -5.3% | COMMON STOCK USD.01 | 277432100 |
| EBAY | EBAY INC | 210,400 | $4.925M | 0.1% | $23.41 * | $22.63 | -7.9% | COMMON STOCK USD.001 | 278642103 |
| PWR | QUANTA SERVICES INC | 209,211 | $4.837M | 0.1% | $23.12 | $21.61 | +5.0% | COMMON STOCK USD.00001 | 74762E102 |
| NTAP | NETAPP INC | 196,419 | $4.83M | 0.1% | $24.59 * | $23.47 | -18.1% | COMMON STOCK USD.001 | 64110D104 |
| PRU | PRUDENTIAL FINANCIAL INC | 67,295 | $4.801M | 0.1% | $71.34 * | $47.58 | -2.2% | COMMON STOCK USD.01 | 744320102 |
| PKG | PACKAGING CORP OF AMERICA | 71,236 | $4.768M | 0.1% | $66.93 * | $43.98 | +15.2% | COMMON STOCK USD.01 | 695156109 |
| — | SCRIPPS NETWORKS INTER CL A | 76,455 | $4.761M | 0.1% | $62.27 | $53.38 | — | COMMON STOCK USD.01 | 811065101 |
| WPC | WP CAREY INC | 67,655 | $4.697M | 0.1% | $69.43 | $69.43 | — | REIT USD.001 | 92936U109 |
| ALSN | ALLISON TRANSMISSION HOLDING | 165,818 | $4.681M | 0.1% | $28.23 * | $24.07 | +0.6% | COMMON STOCK USD.01 | 01973R101 |
| MOS | MOSAIC CO/THE | 177,816 | $4.655M | 0.1% | $26.18 * | $42.01 | -47.5% | COMMON STOCK USD.01 | 61945C103 |
| SBUX | STARBUCKS CORP | 80,542 | $4.601M | 0.1% | $57.13 * | $39.05 | +19.6% | COMMON STOCK USD.001 | 855244109 |
| COR | AMERISOURCEBERGEN CORP | 57,762 | $4.582M | 0.1% | $79.33 * | $66.99 | -11.4% | COMMON STOCK USD.01 | 03073E105 |
| D | DOMINION RESOURCES INC/VA | 58,727 | $4.577M | 0.1% | $77.94 * | $40.62 | +27.1% | COMMON STOCK | 25746U109 |
| — | USG CORP | 169,632 | $4.573M | 0.1% | $26.96 | $26.96 | — | COMMON STOCK USD.1 | 903293405 |
| CSL | CARLISLE COS INC | 43,200 | $4.565M | 0.1% | $105.67 * | $80.28 | +16.7% | COMMON STOCK USD1. | 142339100 |
| OGE | OGE ENERGY CORP | 138,354 | $4.531M | 0.1% | $32.75 | $26.84 | +22.0% | COMMON STOCK USD.01 | 670837103 |
| — | ASPEN INSURANCE HOLDINGS LTD | 97,389 | $4.517M | 0.1% | $46.38 | $44.35 | — | COMMON STOCK USD.001514456 | G05384105 |
| LUV | SOUTHWEST AIRLINES CO | 112,591 | $4.415M | 0.1% | $39.21 * | $22.69 | +54.3% | COMMON STOCK USD1. | 844741108 |
| EPR | EPR PROPERTIES | 54,205 | $4.373M | 0.1% | $80.68 | $54.77 | — | REIT USD.01 | 26884U109 |
| BEN | FRANKLIN RESOURCES INC | 130,100 | $4.341M | 0.1% | $33.37 * | $30.67 | -32.1% | COMMON STOCK USD.1 | 354613101 |
| — | NUANCE COMMUNICATIONS INC | 276,614 | $4.323M | 0.1% | $15.63 | $15.98 | — | COMMON STOCK USD.001 | 67020Y100 |
| FE | FIRSTENERGY CORP | 123,587 | $4.314M | 0.1% | $34.91 * | $20.59 | +14.0% | COMMON STOCK USD.1 | 337932107 |
| — | DRIL QUIP INC | 73,721 | $4.308M | 0.1% | $58.44 | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| ESNT | ESSENT GROUP LTD | 196,549 | $4.287M | 0.1% | $21.81 * | $20.05 | -2.7% | COMMON STOCK USD.015 | G3198U102 |
| — | CR BARD INC | 18,227 | $4.286M | 0.1% | $235.15 | $186.50 | — | COMMON STOCK USD.25 | 067383109 |
| ALK | ALASKA AIR GROUP INC | 73,186 | $4.266M | 0.1% | $58.29 * | $59.16 | -8.2% | COMMON STOCK USD.01 | 011659109 |
| — | FXCM INC | 12,200,000 | $4.262M | 0.1% | $0.35 | $0.76 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| ACN | ACCENTURE PLC CL A | 37,481 | $4.246M | 0.1% | $113.28 * | $76.02 | +28.5% | COMMON STOCK USD.0000225 | G1151C101 |
| NDSN | NORDSON CORP | 50,693 | $4.238M | 0.1% | $83.60 * | $72.81 | +3.9% | COMMON STOCK | 655663102 |
| DUK | DUKE ENERGY CORP | 49,215 | $4.222M | 0.1% | $85.79 * | $46.02 | +26.2% | COMMON STOCK USD.001 | 26441C204 |
| RHI | ROBERT HALF INTL INC | 109,548 | $4.18M | 0.1% | $38.16 | $54.26 | -29.7% | COMMON STOCK USD.001 | 770323103 |
| — | BED BATH + BEYOND INC | 96,123 | $4.154M | 0.1% | $43.22 | $66.16 | — | COMMON STOCK USD.01 | 075896100 |
| RMD | RESMED INC | 65,462 | $4.139M | 0.1% | $63.23 * | $54.66 | +3.9% | COMMON STOCK USD.004 | 761152107 |
| — | UMPQUA HOLDINGS CORP | 264,303 | $4.089M | 0.1% | $15.47 | $16.43 | — | COMMON STOCK | 904214103 |
| CRUS | CIRRUS LOGIC INC | 105,087 | $4.076M | 0.1% | $38.79 | $28.29 | +37.1% | COMMON STOCK USD.001 | 172755100 |
| MAS | MASCO CORP | 130,981 | $4.053M | 0.1% | $30.94 * | $19.21 | +39.5% | COMMON STOCK USD1. | 574599106 |
| NEE | NEXTERA ENERGY INC | 31,042 | $4.048M | 0.1% | $130.40 * | $16.28 | +57.3% | COMMON STOCK USD.01 | 65339F101 |
| EWBC | EAST WEST BANCORP INC | 118,320 | $4.044M | 0.1% | $34.18 * | $28.34 | -3.3% | COMMON STOCK USD.001 | 27579R104 |
| VLO | VALERO ENERGY CORP | 78,668 | $4.012M | 0.1% | $51.00 * | $30.94 | +12.8% | COMMON STOCK USD.01 | 91913Y100 |
| — | DYNEGY INC | 231,952 | $3.999M | 0.1% | $17.24 | $22.59 | — | COMMON STOCK USD.01 | 26817R108 |
| AMG | AFFILIATED MANAGERS GROUP | 28,304 | $3.984M | 0.1% | $140.76 * | $158.47 | -14.0% | COMMON STOCK USD.01 | 008252108 |
| — | HSN INC | 80,837 | $3.955M | 0.1% | $48.93 | $55.23 | — | COMMON STOCK USD.01 | 404303109 |
| — | ARRIS INTERNATIONAL PLC | 187,315 | $3.926M | 0.1% | $20.96 | $22.92 | — | COMMON STOCK GBP.0001 | G0551A103 |
| — | CRANE CO | 69,130 | $3.921M | 0.1% | $56.72 | $63.04 | — | COMMON STOCK USD1. | 224399105 |
| SSL | SASOL LTD SPONSORED ADR | 144,108 | $3.908M | 0.1% | $27.12 | $29.40 | -7.7% | ADR | 803866300 |
| — | PAREXEL INTERNATIONAL CORP | 61,941 | $3.895M | 0.1% | $62.88 | $63.73 | — | COMMON STOCK USD.01 | 699462107 |
| LEA | LEAR CORP | 38,100 | $3.877M | 0.1% | $101.76 * | $94.33 | -9.8% | COMMON STOCK USD.01 | 521865204 |
| NVDA | NVIDIA CORP | 81,777 | $3.844M | 0.1% | $47.01 * | $0.74 | +56.1% | COMMON STOCK USD.001 | 67066G104 |
| — | CIGNA CORP | 29,624 | $3.792M | 0.1% | $128.00 | $83.11 | — | COMMON STOCK USD.25 | 125509109 |
| PNR | PENTAIR PLC | 64,600 | $3.766M | 0.1% | $58.30 * | $27.52 | +22.0% | COMMON STOCK USD.01 | G7S00T104 |
| — | VWR CORP | 129,286 | $3.736M | 0.1% | $28.90 | $28.90 | — | COMMON STOCK USD.01 | 91843L103 |
| GLW | CORNING INC | 180,454 | $3.696M | 0.1% | $20.48 * | $14.56 | +9.3% | COMMON STOCK USD.5 | 219350105 |
| HP | HELMERICH + PAYNE | 54,518 | $3.66M | 0.1% | $67.13 | $55.03 | +22.0% | COMMON STOCK USD.1 | 423452101 |
| WHR | WHIRLPOOL CORP | 21,900 | $3.649M | 0.1% | $166.62 | $149.07 | +11.8% | COMMON STOCK USD1. | 963320106 |
| GT | GOODYEAR TIRE + RUBBER CO | 140,688 | $3.61M | 0.1% | $25.66 | $30.14 | -14.9% | COMMON STOCK | 382550101 |
| OHI | OMEGA HEALTHCARE INVESTORS | 105,340 | $3.576M | 0.1% | $33.95 | $35.11 | — | REIT USD.1 | 681936100 |
| AJG | ARTHUR J GALLAGHER + CO | 72,800 | $3.465M | 0.1% | $47.60 * | $39.55 | +3.1% | COMMON STOCK USD1. | 363576109 |
| JKHY | JACK HENRY + ASSOCIATES INC | 39,221 | $3.423M | 0.1% | $87.27 * | $57.49 | +35.6% | COMMON STOCK USD.01 | 426281101 |
| CPB | CAMPBELL SOUP CO | 51,111 | $3.4M | 0.1% | $66.52 * | $43.37 | +12.9% | COMMON STOCK USD.0375 | 134429109 |
| BAC | BANK OF AMERICA CORP | 255,553 | $3.391M | 0.1% | $13.27 * | $12.64 | -15.1% | COMMON STOCK USD.01 | 060505104 |
| — | AMTRUST FINANCIAL SERVICES | 138,007 | $3.381M | 0.1% | $24.50 | $39.06 | — | COMMON STOCK USD.01 | 032359309 |
| SNA | SNAP ON INC | 21,257 | $3.355M | 0.1% | $157.83 * | $90.49 | +38.5% | COMMON STOCK USD1. | 833034101 |
| — | MENTOR GRAPHICS CORP | 156,292 | $3.323M | 0.1% | $21.26 | $20.60 | — | COMMON STOCK | 587200106 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 50,789 | $3.311M | 0.1% | $65.19 * | $45.38 | +22.3% | COMMON STOCK USD.01 | 11133T103 |
| ESS | ESSEX PROPERTY TRUST INC | 14,425 | $3.29M | 0.1% | $228.08 * | $157.69 | +5.8% | REIT USD.0001 | 297178105 |
| JLL | JONES LANG LASALLE INC | 33,492 | $3.264M | 0.1% | $97.46 * | $136.32 | -29.9% | COMMON STOCK USD.01 | 48020Q107 |
| KMB | KIMBERLY CLARK CORP | 23,408 | $3.218M | 0.1% | $137.47 * | $93.94 | +5.6% | COMMON STOCK USD1.25 | 494368103 |
| EXR | EXTRA SPACE STORAGE INC | 34,612 | $3.203M | 0.1% | $92.54 * | $42.46 | +52.5% | REIT USD.01 | 30225T102 |
| URI | UNITED RENTALS INC | 47,541 | $3.19M | 0.1% | $67.10 * | $75.85 | -14.3% | COMMON STOCK USD.01 | 911363109 |
| SNPS | SYNOPSYS INC | 58,031 | $3.138M | 0.1% | $54.07 | $35.52 | +52.2% | COMMON STOCK USD.01 | 871607107 |
| STZ | CONSTELLATION BRANDS INC A | 18,613 | $3.079M | 0.1% | $165.42 * | $116.38 | +23.2% | COMMON STOCK USD.01 | 21036P108 |
| — | GOVERNMENT PROPERTIES INCOME | 132,334 | $3.052M | 0.1% | $23.06 | $23.47 | — | REIT USD.01 | 38376A103 |
| SFM | SPROUTS FARMERS MARKET INC | 132,581 | $3.036M | 0.1% | $22.90 | $25.80 | -11.2% | COMMON STOCK USD.001 | 85208M102 |
| SEE | SEALED AIR CORP | 65,433 | $3.008M | 0.1% | $45.97 * | $40.73 | -4.2% | COMMON STOCK USD.1 | 81211K100 |
| HBAN | HUNTINGTON BANCSHARES INC | 336,478 | $3.008M | 0.1% | $8.94 * | $6.74 | -10.8% | COMMON STOCK USD.01 | 446150104 |
| WKC | WORLD FUEL SERVICES CORP | 62,922 | $2.988M | 0.1% | $47.49 | $43.26 | +9.8% | COMMON STOCK USD.01 | 981475106 |
| STLD | STEEL DYNAMICS INC | 121,760 | $2.983M | 0.1% | $24.50 * | $15.80 | +27.9% | COMMON STOCK USD.005 | 858119100 |
| DOX | AMDOCS LTD | 50,970 | $2.942M | 0.1% | $57.72 * | $46.71 | +3.2% | COMMON STOCK GBP.0001 | G02602103 |
| AOS | SMITH (A.O.) CORP | 33,168 | $2.922M | 0.1% | $88.10 * | $25.20 | +49.2% | COMMON STOCK USD1. | 831865209 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 155,880 | $2.921M | 0.1% | $18.74 * | $10.61 | +4.2% | COMMON STOCK USD.1 | G4863A108 |
| ES | EVERSOURCE ENERGY | 48,669 | $2.915M | 0.1% | $59.89 * | $36.19 | +19.4% | COMMON STOCK USD5.0 | 30040W108 |
| BPOP | POPULAR INC | 96,406 | $2.825M | 0.1% | $29.30 * | $22.55 | +0.0% | COMMON STOCK USD.01 | 733174700 |
| DLX | DELUXE CORP | 42,571 | $2.825M | 0.1% | $66.36 * | $23.94 | +86.9% | COMMON STOCK USD1. | 248019101 |
| INTU | INTUIT INC | 25,168 | $2.809M | 0.1% | $111.61 * | $93.11 | +11.5% | COMMON STOCK USD.01 | 461202103 |
| WEC | WEC ENERGY GROUP INC | 42,836 | $2.797M | 0.1% | $65.30 * | $37.93 | +26.7% | COMMON STOCK USD.01 | 92939U106 |
| FAF | FIRST AMERICAN FINANCIAL | 68,801 | $2.767M | 0.1% | $40.22 * | $27.51 | +6.7% | COMMON STOCK USD.00001 | 31847R102 |
| AGX | ARGAN INC | 65,869 | $2.748M | 0.1% | $41.72 * | $27.65 | +18.1% | COMMON STOCK USD.15 | 04010E109 |
| — | SUNTRUST BANKS INC | 66,867 | $2.747M | 0.1% | $41.08 | $41.07 | — | COMMON STOCK USD1. | 867914103 |
| SO | SOUTHERN CO/THE | 51,134 | $2.742M | 0.1% | $53.62 * | $27.98 | +28.8% | COMMON STOCK USD5. | 842587107 |
| ITW | ILLINOIS TOOL WORKS | 25,981 | $2.706M | 0.1% | $104.15 * | $74.27 | +12.2% | COMMON STOCK USD.01 | 452308109 |
| VRSN | VERISIGN INC | 31,189 | $2.697M | 0.1% | $86.47 | $54.22 | +58.1% | COMMON STOCK USD.001 | 92343E102 |
| — | DELPHI AUTOMOTIVE PLC | 42,616 | $2.668M | 0.1% | $62.61 | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| LSTR | LANDSTAR SYSTEM INC | 38,405 | $2.637M | 0.1% | $68.66 | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| IP | INTERNATIONAL PAPER CO | 62,102 | $2.632M | 0.1% | $42.38 * | $27.10 | -1.4% | COMMON STOCK USD1.0 | 460146103 |
| — | DEAN FOODS CO | 145,222 | $2.627M | 0.1% | $18.09 | $17.60 | — | COMMON STOCK USD.01 | 242370203 |
| MD | MEDNAX INC | 36,070 | $2.613M | 0.1% | $72.44 | $53.35 | +35.8% | COMMON STOCK USD.01 | 58502B106 |
| UTHR | UNITED THERAPEUTICS CORP | 24,360 | $2.58M | 0.1% | $105.91 | $103.87 | +2.0% | COMMON STOCK USD.01 | 91307C102 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 24,831 | $2.571M | 0.1% | $103.54 * | $48.55 | +52.6% | REIT USD.01 | 015271109 |
| KLAC | KLA TENCOR CORP | 35,058 | $2.568M | 0.1% | $73.25 * | $56.10 | +11.0% | COMMON STOCK USD.001 | 482480100 |
| MS | MORGAN STANLEY | 98,430 | $2.557M | 0.1% | $25.98 * | $21.74 | -8.9% | COMMON STOCK USD.01 | 617446448 |
| VMI | VALMONT INDUSTRIES | 18,751 | $2.536M | 0.1% | $135.25 | $108.81 | +24.3% | COMMON STOCK USD1.0 | 920253101 |
| — | SELECT INCOME REIT | 97,155 | $2.525M | 0.1% | $25.99 | $20.80 | — | REIT USD.01 | 81618T100 |
| POST | POST HOLDINGS INC | 30,241 | $2.501M | 0.1% | $82.70 * | $48.36 | +11.9% | COMMON STOCK USD.01 | 737446104 |
| PHM | PULTEGROUP INC | 126,876 | $2.473M | 0.1% | $19.49 * | $15.66 | +11.3% | COMMON STOCK USD.01 | 745867101 |
| RDN | RADIAN GROUP INC | 236,815 | $2.468M | 0.1% | $10.42 * | $12.53 | -31.2% | COMMON STOCK USD.001 | 750236101 |
| MHK | MOHAWK INDUSTRIES INC | 13,000 | $2.467M | 0.1% | $189.77 | $198.07 | -4.2% | COMMON STOCK USD.01 | 608190104 |
| AGO | ASSURED GUARANTY LTD | 94,431 | $2.396M | 0.1% | $25.37 * | $22.54 | -4.2% | COMMON STOCK USD.01 | G0585R106 |
| BIGGQ | BIG LOTS INC | 47,669 | $2.389M | 0.1% | $50.12 * | $34.18 | +8.1% | COMMON STOCK USD.01 | 089302103 |
| MKL | MARKEL CORP | 2,500 | $2.382M | 0.1% | $952.80 | $931.24 | +2.3% | COMMON STOCK | 570535104 |
| — | ROWAN COMPANIES PLC A | 134,726 | $2.379M | 0.1% | $17.66 | $16.27 | — | COMMON STOCK USD.125 | G7665A101 |
| FITB | FIFTH THIRD BANCORP | 134,165 | $2.36M | 0.1% | $17.59 * | $12.04 | +4.7% | COMMON STOCK | 316773100 |
| — | RETAIL OPPORTUNITY INVESTMEN | 108,627 | $2.354M | 0.1% | $21.67 | $14.11 | — | REIT USD.0001 | 76131N101 |
| SYY | SYSCO CORP | 46,100 | $2.339M | 0.1% | $50.74 * | $33.81 | +17.6% | COMMON STOCK USD1. | 871829107 |
| VAC | MARRIOTT VACATIONS WORLD | 33,805 | $2.315M | 0.1% | $68.48 | $54.53 | +25.6% | COMMON STOCK USD.01 | 57164Y107 |
| ANIK | ANIKA THERAPEUTICS INC | 43,017 | $2.308M | 0.1% | $53.65 | $14.42 | +271.9% | COMMON STOCK USD.01 | 035255108 |
| — | MEDIVATION INC | 38,092 | $2.297M | 0.1% | $60.30 | $42.51 | — | COMMON STOCK USD.01 | 58501N101 |
| BIIB | BIOGEN INC | 9,479 | $2.292M | 0.1% | $241.80 | $288.32 | -16.1% | COMMON STOCK USD.0005 | 09062X103 |
| TROW | T ROWE PRICE GROUP INC | 31,300 | $2.284M | 0.1% | $72.97 * | $54.57 | -5.3% | COMMON STOCK USD.2 | 74144T108 |
| FFIV | F5 NETWORKS INC | 19,800 | $2.254M | 0.1% | $113.84 | $112.91 | +0.8% | COMMON STOCK | 315616102 |
| FIX | COMFORT SYSTEMS USA INC | 69,147 | $2.252M | 0.1% | $32.57 * | $26.50 | +15.6% | COMMON STOCK USD.01 | 199908104 |
| — | REXNORD CORP | 113,030 | $2.219M | 0.0% | $19.63 | $19.23 | — | COMMON STOCK USD.01 | 76169B102 |
| — | HILL ROM HOLDINGS INC | 43,212 | $2.18M | 0.0% | $50.45 | $39.32 | — | COMMON STOCK | 431475102 |
| — | HOWARD HUGHES CORP/THE | 19,000 | $2.172M | 0.0% | $114.32 | $114.32 | — | COMMON STOCK | 44267D107 |
| WDC | WESTERN DIGITAL CORP | 45,798 | $2.164M | 0.0% | $47.25 * | $37.85 | -17.1% | COMMON STOCK USD.01 | 958102105 |
| KIM | KIMCO REALTY CORP | 68,628 | $2.154M | 0.0% | $31.39 * | $12.40 | +57.2% | REIT USD.01 | 49446R109 |
| — | AMSURG CORP | 27,558 | $2.137M | 0.0% | $77.55 | $51.08 | — | COMMON STOCK | 03232P405 |
| SANM | SANMINA CORP | 79,353 | $2.127M | 0.0% | $26.80 | $22.47 | +19.3% | COMMON STOCK USD.01 | 801056102 |
| AMCX | AMC NETWORKS INC A | 35,082 | $2.12M | 0.0% | $60.43 | $77.23 | -21.8% | COMMON STOCK | 00164V103 |
| IT | GARTNER INC | 21,727 | $2.116M | 0.0% | $97.39 | $88.55 | +10.0% | COMMON STOCK USD.0005 | 366651107 |
| CE | CELANESE CORP SERIES A | 31,978 | $2.093M | 0.0% | $65.45 * | $53.35 | +2.1% | COMMON STOCK USD.0001 | 150870103 |
| — | LIBERTY PROPERTY TRUST | 51,635 | $2.051M | 0.0% | $39.72 | $39.72 | — | REIT USD.001 | 531172104 |
| AMP | AMERIPRISE FINANCIAL INC | 22,785 | $2.047M | 0.0% | $89.84 * | $82.29 | -10.2% | COMMON STOCK USD.01 | 03076C106 |
| — | CALPINE CORP | 138,448 | $2.042M | 0.0% | $14.75 | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| MANH | MANHATTAN ASSOCIATES INC | 31,020 | $1.989M | 0.0% | $64.12 | $38.92 | +64.8% | COMMON STOCK USD.01 | 562750109 |
| — | WEINGARTEN REALTY INVESTORS | 48,532 | $1.981M | 0.0% | $40.82 | $37.52 | — | REIT USD.03 | 948741103 |
| AWR | AMERICAN STATES WATER CO | 45,002 | $1.972M | 0.0% | $43.82 * | $33.92 | +7.6% | COMMON STOCK | 029899101 |
| — | LANNETT CO INC | 82,305 | $1.958M | 0.0% | $23.79 | $38.99 | — | COMMON STOCK USD.001 | 516012101 |
| EQT | EQT CORP | 25,151 | $1.947M | 0.0% | $77.41 * | $35.80 | +8.4% | COMMON STOCK | 26884L109 |
| GBX | GREENBRIER COMPANIES INC | 66,766 | $1.945M | 0.0% | $29.13 * | $30.76 | -28.0% | COMMON STOCK | 393657101 |
| AMN | AMN HEALTHCARE SERVICES INC | 48,597 | $1.942M | 0.0% | $39.96 | $26.12 | +53.1% | COMMON STOCK USD.01 | 001744101 |
| URBN | URBAN OUTFITTERS INC | 70,136 | $1.929M | 0.0% | $27.50 | $26.44 | +4.0% | COMMON STOCK USD.0001 | 917047102 |
| SRE | SEMPRA ENERGY | 16,913 | $1.928M | 0.0% | $114.00 * | $31.17 | +35.5% | COMMON STOCK | 816851109 |
| MKSI | MKS INSTRUMENTS INC | 44,703 | $1.925M | 0.0% | $43.06 * | $30.27 | +31.5% | COMMON STOCK | 55306N104 |
| INDA | ISHARES MSCI INDIA ETF | 68,837 | $1.922M | 0.0% | $27.92 | $30.57 | -8.7% | ISHARES MSCI INDIA ETF | 46429B598 |
| EAT | BRINKER INTERNATIONAL INC | 42,042 | $1.914M | 0.0% | $45.53 * | $48.21 | -17.5% | COMMON STOCK USD.1 | 109641100 |
| CDNS | CADENCE DESIGN SYS INC | 78,574 | $1.909M | 0.0% | $24.30 | $15.28 | +59.1% | COMMON STOCK USD.01 | 127387108 |
| EIX | EDISON INTERNATIONAL | 24,387 | $1.894M | 0.0% | $77.66 * | $39.91 | +32.4% | COMMON STOCK | 281020107 |
| — | BUNGE LTD | 31,978 | $1.891M | 0.0% | $59.13 | $56.68 | — | COMMON STOCK USD.01 | G16962105 |
| TGNA | TEGNA INC | 81,262 | $1.883M | 0.0% | $23.17 * | $14.62 | 0.0% | COMMON STOCK USD1.0 | 87901J105 |
| — | SINCLAIR BROADCAST GROUP A | 62,640 | $1.87M | 0.0% | $29.85 | $32.54 | — | COMMON STOCK USD.01 | 829226109 |
| — | GENERAL MOTORS CO WTS | 177,681 | $1.855M | 0.0% | $10.44 | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| MA | MASTERCARD INC CLASS A | 20,962 | $1.846M | 0.0% | $88.06 * | $88.21 | -5.6% | COMMON STOCK USD.0001 | 57636Q104 |
| — | QUESTAR CORP | 71,668 | $1.818M | 0.0% | $25.37 | $24.80 | — | COMMON STOCK | 748356102 |
| ORA | ORMAT TECHNOLOGIES INC | 41,396 | $1.811M | 0.0% | $43.75 * | $34.05 | +20.6% | COMMON STOCK USD.001 | 686688102 |
| — | SKECHERS USA INC CL A | 60,476 | $1.797M | 0.0% | $29.71 | $30.31 | — | COMMON STOCK USD.001 | 830566105 |
| DHI | DR HORTON INC | 57,073 | $1.797M | 0.0% | $31.49 * | $21.52 | +31.6% | COMMON STOCK USD.01 | 23331A109 |
| OC | OWENS CORNING | 34,602 | $1.783M | 0.0% | $51.53 | $44.83 | +14.9% | COMMON STOCK USD.001 | 690742101 |
| CAH | CARDINAL HEALTH INC | 22,655 | $1.767M | 0.0% | $78.00 * | $52.67 | +12.6% | COMMON STOCK | 14149Y108 |
| CBT | CABOT CORP | 38,656 | $1.765M | 0.0% | $45.66 * | $31.35 | +15.5% | COMMON STOCK USD1. | 127055101 |
| NOC | NORTHROP GRUMMAN CORP | 7,938 | $1.764M | 0.0% | $222.22 * | $180.17 | +5.9% | COMMON STOCK USD1. | 666807102 |
| — | PRICELINE GROUP INC/THE | 1,400 | $1.748M | 0.0% | $1248.57 | $1282.08 | — | COMMON STOCK USD.008 | 741503403 |
| MDXG | MIMEDX GROUP INC | 218,712 | $1.745M | 0.0% | $7.98 | $8.87 | -10.0% | COMMON STOCK USD.001 | 602496101 |
| — | FMC TECHNOLOGIES INC | 65,000 | $1.734M | 0.0% | $26.68 | $33.47 | — | COMMON STOCK USD.01 | 30249U101 |
| CCL | CARNIVAL CORP | 39,185 | $1.732M | 0.0% | $44.20 * | $43.20 | -9.5% | COMMON STOCK USD.01 | 143658300 |
| — | LASALLE HOTEL PROPERTIES | 72,966 | $1.721M | 0.0% | $23.59 | $30.93 | — | REIT USD.01 | 517942108 |
| THG | HANOVER INSURANCE GROUP INC/ | 20,128 | $1.703M | 0.0% | $84.61 * | $59.00 | +9.0% | COMMON STOCK USD.01 | 410867105 |
| CINF | CINCINNATI FINANCIAL CORP | 22,573 | $1.69M | 0.0% | $74.87 * | $47.51 | +22.4% | COMMON STOCK USD2. | 172062101 |
| — | JANUS CAPITAL GROUP INC | 121,271 | $1.688M | 0.0% | $13.92 | $14.81 | — | COMMON STOCK USD.01 | 47102X105 |
| — | DISCOVERY COMMUNICATIONS A | 66,000 | $1.665M | 0.0% | $25.23 | $25.23 | — | COMMON STOCK USD.01 | 25470F104 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 81,701 | $1.664M | 0.0% | $20.37 | $12.32 | +65.4% | COMMON STOCK USD.001 | 868459108 |
| KSS | KOHLS CORP | 43,746 | $1.659M | 0.0% | $37.92 | $58.69 | -35.4% | COMMON STOCK USD.01 | 500255104 |
| — | VIACOM INC CLASS B | 40,000 | $1.659M | 0.0% | $41.48 | $65.43 | — | COMMON STOCK USD.001 | 92553P201 |
| WAB | WABTEC CORP | 23,600 | $1.657M | 0.0% | $70.21 * | $73.44 | -9.6% | COMMON STOCK USD.01 | 929740108 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 10,228 | $1.651M | 0.0% | $161.42 * | $136.05 | +7.6% | COMMON STOCK USD.01 | 303075105 |
| MAA | MID AMERICA APARTMENT COMM | 15,425 | $1.641M | 0.0% | $106.39 * | $57.04 | +33.9% | REIT USD.01 | 59522J103 |
| AMBA | AMBARELLA INC | 32,221 | $1.637M | 0.0% | $50.81 | $42.78 | +18.8% | COMMON STOCK USD.00045 | G037AX101 |
| CBRL | CRACKER BARREL OLD COUNTRY | 9,540 | $1.636M | 0.0% | $171.49 * | $76.64 | +46.7% | COMMON STOCK USD.01 | 22410J106 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 22,000 | $1.634M | 0.0% | $74.27 * | $54.33 | +9.2% | COMMON STOCK USD.1 | 12541W209 |
| CAT | CATERPILLAR INC | 21,551 | $1.634M | 0.0% | $75.82 * | $68.75 | -11.8% | COMMON STOCK USD1. | 149123101 |
| EG | EVEREST RE GROUP LTD | 8,917 | $1.629M | 0.0% | $182.68 * | $127.43 | +17.6% | COMMON STOCK USD.01 | G3223R108 |
| ETN | EATON CORP PLC | 27,259 | $1.628M | 0.0% | $59.72 * | $49.78 | -2.4% | COMMON STOCK USD.01 | G29183103 |
| — | WEST CORP | 82,157 | $1.615M | 0.0% | $19.66 | $20.15 | — | COMMON STOCK USD.001 | 952355204 |
| — | INTEGRATED DEVICE TECH INC | 79,758 | $1.606M | 0.0% | $20.14 | $25.48 | — | COMMON STOCK USD.001 | 458118106 |
| PEGA | PEGASYSTEMS INC | 59,338 | $1.599M | 0.0% | $26.95 * | $13.18 | +2.2% | COMMON STOCK USD.01 | 705573103 |
| NUS | NU SKIN ENTERPRISES INC A | 34,300 | $1.584M | 0.0% | $46.18 * | $29.53 | +15.3% | COMMON STOCK USD.001 | 67018T105 |
| FISV | FISERV INC | 14,554 | $1.582M | 0.0% | $108.70 * | $38.67 | +40.6% | COMMON STOCK USD.01 | 337738108 |
| — | WEBMD HEALTH CORP | 26,906 | $1.564M | 0.0% | $58.13 | $45.61 | — | COMMON STOCK USD.01 | 94770V102 |
| GSBC | GREAT SOUTHERN BANCORP INC | 42,148 | $1.558M | 0.0% | $36.96 | $39.33 | -6.0% | COMMON STOCK USD.01 | 390905107 |
| WNC | WABASH NATIONAL CORP | 122,244 | $1.552M | 0.0% | $12.70 * | $9.79 | +7.9% | COMMON STOCK USD.01 | 929566107 |
| — | FLEETMATICS GROUP PLC | 35,736 | $1.548M | 0.0% | $43.32 | $43.32 | — | COMMON STOCK EUR.015 | G35569105 |
| — | MB FINANCIAL INC | 42,453 | $1.54M | 0.0% | $36.28 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | QLIK TECHNOLOGIES INC | 52,043 | $1.539M | 0.0% | $29.57 | $29.57 | — | COMMON STOCK USD.0001 | 74733T105 |
| CMI | CUMMINS INC | 13,629 | $1.532M | 0.0% | $112.41 * | $87.68 | -0.3% | COMMON STOCK USD2.5 | 231021106 |
| LIVN | LIVANOVA PLC | 30,495 | $1.532M | 0.0% | $50.24 | $60.62 | -17.1% | COMMON STOCK GBP1.0 | G5509L101 |
| ROL | ROLLINS INC | 51,730 | $1.514M | 0.0% | $29.27 * | $10.46 | +10.3% | COMMON STOCK USD1. | 775711104 |
| — | NAUTILUS INC | 84,358 | $1.505M | 0.0% | $17.84 | $16.94 | — | COMMON STOCK | 63910B102 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 35,276 | $1.504M | 0.0% | $42.64 | $55.98 | -23.8% | COMMON STOCK USD.01 | 800422107 |
| JACK | JACK IN THE BOX INC | 17,470 | $1.501M | 0.0% | $85.92 | $75.75 | +13.4% | COMMON STOCK USD.01 | 466367109 |
| STC | STEWART INFORMATION SERVICES | 36,222 | $1.5M | 0.0% | $41.41 | $35.63 | +16.2% | COMMON STOCK USD1. | 860372101 |
| — | DIGITALGLOBE INC | 70,088 | $1.499M | 0.0% | $21.39 | $21.39 | — | COMMON STOCK USD.001 | 25389M877 |
| — | RED HAT INC | 20,499 | $1.488M | 0.0% | $72.59 | $73.53 | — | COMMON STOCK USD.0001 | 756577102 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.482M | 0.0% | $37.55 * | $22.59 | -16.9% | COMMON STOCK USD.01 | 59001A102 |
| OSUR | ORASURE TECHNOLOGIES INC | 248,666 | $1.47M | 0.0% | $5.91 | $6.72 | -12.1% | COMMON STOCK USD.000001 | 68554V108 |
| LTC | LTC PROPERTIES INC | 27,873 | $1.442M | 0.0% | $51.73 | $51.73 | — | REIT USD.01 | 502175102 |
| — | DUNKIN BRANDS GROUP INC | 33,013 | $1.44M | 0.0% | $43.62 | $50.02 | — | COMMON STOCK USD.001 | 265504100 |
| — | SUCAMPO PHARMACEUTICALS CL A | 130,758 | $1.434M | 0.0% | $10.97 | $12.77 | — | COMMON STOCK USD.01 | 864909106 |
| — | COLFAX CORP | 53,610 | $1.419M | 0.0% | $26.47 | $28.59 | — | COMMON STOCK USD.001 | 194014106 |
| — | INC RESEARCH HOLDINGS INC A | 36,570 | $1.394M | 0.0% | $38.12 | $46.74 | — | COMMON STOCK USD.01 | 45329R109 |
| CMC | COMMERCIAL METALS CO | 82,181 | $1.389M | 0.0% | $16.90 * | $14.25 | -1.7% | COMMON STOCK USD.01 | 201723103 |
| — | E TRADE FINANCIAL CORP | 58,624 | $1.377M | 0.0% | $23.49 | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 85,250 | $1.37M | 0.0% | $16.07 | $16.01 | — | REIT USD.01 | 03762U105 |
| O | REALTY INCOME CORP | 19,752 | $1.37M | 0.0% | $69.36 * | $30.83 | +39.4% | REIT USD1. | 756109104 |
| — | XEROX CORP | 143,961 | $1.366M | 0.0% | $9.49 | $11.13 | — | COMMON STOCK USD1.0 | 984121103 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 34,856 | $1.361M | 0.0% | $39.05 | $26.19 | +49.1% | COMMON STOCK | 82312B106 |
| — | US SILICA HOLDINGS INC | 39,219 | $1.352M | 0.0% | $34.47 | $23.34 | — | COMMON STOCK USD.01 | 90346E103 |
| — | DEVRY EDUCATION GROUP INC | 75,620 | $1.349M | 0.0% | $17.84 | $17.84 | — | COMMON STOCK USD.01 | 251893103 |
| PIPR | PIPER JAFFRAY COS | 35,615 | $1.343M | 0.0% | $37.71 | $42.71 | -11.7% | COMMON STOCK USD.01 | 724078100 |
| CDW | CDW CORP/DE | 33,438 | $1.34M | 0.0% | $40.07 * | $32.13 | +11.5% | COMMON STOCK USD.01 | 12514G108 |
| OM2 | ORTHOFIX INTERNATIONAL NV | 31,262 | $1.326M | 0.0% | $42.42 | $42.08 | — | COMMON STOCK USD.1 | N6748L102 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 110,769 | $1.326M | 0.0% | $11.97 | $17.97 | -33.4% | COMMON STOCK USD.0001 | 42727J102 |
| BXP | BOSTON PROPERTIES INC | 10,025 | $1.322M | 0.0% | $131.87 * | $79.42 | +12.3% | REIT USD.01 | 101121101 |
| — | CHESAPEAKE LODGING TRUST | 56,416 | $1.312M | 0.0% | $23.26 | $23.77 | — | REIT USD.01 | 165240102 |
| — | SUPERIOR ENERGY SERVICES INC | 70,778 | $1.303M | 0.0% | $18.41 | $16.43 | — | COMMON STOCK USD.001 | 868157108 |
| ORI | OLD REPUBLIC INTL CORP | 67,437 | $1.301M | 0.0% | $19.29 * | $8.67 | +8.8% | COMMON STOCK USD1. | 680223104 |
| — | SIX FLAGS ENTERTAINMENT CORP | 22,400 | $1.298M | 0.0% | $57.95 | $47.55 | — | COMMON STOCK | 83001A102 |
| OKE | ONEOK INC | 27,276 | $1.294M | 0.0% | $47.44 * | $15.97 | +66.3% | COMMON STOCK USD.01 | 682680103 |
| OMC | OMNICOM GROUP | 15,800 | $1.288M | 0.0% | $81.52 * | $52.01 | +13.0% | COMMON STOCK USD.15 | 681919106 |
| — | NORDSTROM INC | 33,447 | $1.273M | 0.0% | $38.06 | $57.22 | — | COMMON STOCK | 655664100 |
| TRN | TRINITY INDUSTRIES INC | 68,435 | $1.271M | 0.0% | $18.57 * | $14.78 | -33.7% | COMMON STOCK USD.01 | 896522109 |
| — | SPARTANNASH CO | 41,094 | $1.257M | 0.0% | $30.59 | $30.32 | — | COMMON STOCK | 847215100 |
| ROK | ROCKWELL AUTOMATION INC | 10,900 | $1.252M | 0.0% | $114.86 * | $91.63 | +4.7% | COMMON STOCK USD1. | 773903109 |
| — | CA INC | 38,092 | $1.251M | 0.0% | $32.84 | $32.84 | — | COMMON STOCK USD.1 | 12673P105 |
| — | FIRST MIDWEST BANCORP INC/IL | 70,194 | $1.233M | 0.0% | $17.57 | $18.43 | — | COMMON STOCK USD.01 | 320867104 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.231M | 0.0% | $34.23 * | $30.76 | -8.8% | COMMON STOCK USD.5 | 591520200 |
| — | POLYONE CORPORATION | 34,900 | $1.23M | 0.0% | $35.24 | $35.24 | — | COMMON STOCK USD.01 | 73179P106 |
| — | CAPITAL BANK FINANCIAL CL A | 42,607 | $1.227M | 0.0% | $28.80 | $31.27 | — | COMMON STOCK | 139794101 |
| NKE | NIKE INC CL B | 22,148 | $1.223M | 0.0% | $55.22 * | $50.47 | -3.2% | COMMON STOCK USD1.0 | 654106103 |
| MASI | MASIMO CORP | 23,254 | $1.221M | 0.0% | $52.51 | $47.10 | +11.5% | COMMON STOCK USD.001 | 574795100 |
| — | STAPLES INC | 141,602 | $1.221M | 0.0% | $8.62 | $13.38 | — | COMMON STOCK USD.0006 | 855030102 |
| — | SEAGATE TECHNOLOGY | 50,126 | $1.221M | 0.0% | $24.36 | $36.66 | — | COMMON STOCK USD.00001 | G7945M107 |
| DTE | DTE ENERGY COMPANY | 12,304 | $1.22M | 0.0% | $99.15 * | $41.71 | +47.6% | COMMON STOCK | 233331107 |
| — | PS BUSINESS PARKS INC/CA | 11,485 | $1.218M | 0.0% | $106.05 | $80.77 | — | REIT USD.01 | 69360J107 |
| — | PRIVATEBANCORP INC | 27,382 | $1.206M | 0.0% | $44.04 | $39.73 | — | COMMON STOCK | 742962103 |
| — | INDEPENDENT BANK GROUP INC | 28,114 | $1.206M | 0.0% | $42.90 | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| WST | WEST PHARMACEUTICAL SERVICES | 15,733 | $1.194M | 0.0% | $75.89 * | $57.94 | +26.4% | COMMON STOCK USD.25 | 955306105 |
| ZD | J2 GLOBAL INC | 18,904 | $1.194M | 0.0% | $63.16 * | $48.05 | +14.3% | COMMON STOCK USD.01 | 48123V102 |
| AFL | AFLAC INC | 16,487 | $1.19M | 0.0% | $72.18 * | $27.28 | +6.0% | COMMON STOCK USD.1 | 001055102 |
| SYK | STRYKER CORP | 9,800 | $1.174M | 0.0% | $119.80 * | $88.17 | +22.3% | COMMON STOCK USD.1 | 863667101 |
| GAP | GAP INC/THE | 54,683 | $1.16M | 0.0% | $21.21 * | $26.48 | -43.2% | COMMON STOCK USD.05 | 364760108 |
| — | TALEN ENERGY CORP | 85,291 | $1.156M | 0.0% | $13.55 | $13.55 | — | COMMON STOCK USD.001 | 87422J105 |
| ENS | ENERSYS | 19,383 | $1.153M | 0.0% | $59.49 * | $44.58 | +21.9% | COMMON STOCK USD.01 | 29275Y102 |
| — | CORENERGY INFRASTRUCTURE TRU | 39,782 | $1.148M | 0.0% | $28.86 | $28.86 | — | REIT USD.001 | 21870U502 |
| ADBE | ADOBE SYSTEMS INC | 11,849 | $1.135M | 0.0% | $95.79 | $86.68 | +10.5% | COMMON STOCK USD.0001 | 00724F101 |
| EQR | EQUITY RESIDENTIAL | 16,405 | $1.13M | 0.0% | $68.88 * | $46.57 | +0.4% | REIT USD.01 | 29476L107 |
| GDDY | GODADDY INC CLASS A | 36,100 | $1.126M | 0.0% | $31.19 | $31.33 | -0.4% | COMMON STOCK USD.001 | 380237107 |
| — | FEI COMPANY | 10,400 | $1.112M | 0.0% | $106.92 | $106.92 | — | COMMON STOCK | 30241L109 |
| M | MACY S INC | 32,809 | $1.103M | 0.0% | $33.62 | $50.16 | -33.0% | COMMON STOCK USD.01 | 55616P104 |
| — | NCI BUILDING SYSTEMS INC | 68,887 | $1.102M | 0.0% | $16.00 | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| CAL | CALERES INC | 45,445 | $1.1M | 0.0% | $24.21 * | $22.56 | -6.2% | COMMON STOCK USD.01 | 129500104 |
| LGND | LIGAND PHARMACEUTICALS | 9,180 | $1.095M | 0.0% | $119.28 * | $46.64 | +59.5% | COMMON STOCK USD.001 | 53220K504 |
| — | AXIALL CORP | 33,500 | $1.092M | 0.0% | $32.60 | $32.60 | — | COMMON STOCK USD.01 | 05463D100 |
| — | SBA COMMUNICATIONS CORP CL A | 10,100 | $1.09M | 0.0% | $107.92 | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| ABEV | AMBEV SA ADR | 183,816 | $1.086M | 0.0% | $5.91 | $5.37 | +10.1% | ADR | 02319V103 |
| GTN | GRAY TELEVISION INC | 100,040 | $1.085M | 0.0% | $10.85 | $15.14 | -28.3% | COMMON STOCK | 389375106 |
| — | OMEGA PROTEIN CORP | 54,140 | $1.082M | 0.0% | $19.99 | $14.30 | — | COMMON STOCK USD.01 | 68210P107 |
| MSCI | MSCI INC | 14,000 | $1.08M | 0.0% | $77.14 * | $62.13 | +12.0% | COMMON STOCK USD.01 | 55354G100 |
| — | NATIONAL OILWELL VARCO INC | 32,058 | $1.079M | 0.0% | $33.66 | $31.11 | — | COMMON STOCK USD.01 | 637071101 |
| — | LINKEDIN CORP A | 5,700 | $1.079M | 0.0% | $189.30 | $189.30 | — | COMMON STOCK USD.0001 | 53578A108 |
| EVR | EVERCORE PARTNERS INC CL A | 24,292 | $1.073M | 0.0% | $44.17 * | $40.05 | -10.1% | COMMON STOCK USD.01 | 29977A105 |
| NMIH | NMI HOLDINGS INC CLASS A | 195,833 | $1.073M | 0.0% | $5.48 | $5.67 | -3.4% | COMMON STOCK USD.01 | 629209305 |
| RSG | REPUBLIC SERVICES INC | 20,900 | $1.072M | 0.0% | $51.29 * | $37.09 | +18.4% | COMMON STOCK USD.01 | 760759100 |
| — | AVG TECHNOLOGIES | 55,857 | $1.061M | 0.0% | $18.99 | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 7,500 | $1.06M | 0.0% | $141.33 | $124.48 | +13.5% | COMMON STOCK USD.0001 | G50871105 |
| — | KNOLL INC | 43,538 | $1.057M | 0.0% | $24.28 | $24.28 | — | COMMON STOCK USD.01 | 498904200 |
| — | CAMBREX CORP | 20,341 | $1.052M | 0.0% | $51.72 | $47.33 | — | COMMON STOCK USD.1 | 132011107 |
| ICUI | ICU MEDICAL INC | 9,334 | $1.052M | 0.0% | $112.71 | $107.61 | +4.8% | COMMON STOCK USD.1 | 44930G107 |
| — | HMS HOLDINGS CORP | 59,452 | $1.047M | 0.0% | $17.61 | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| MHO | M/I HOMES INC | 55,464 | $1.044M | 0.0% | $18.82 | $21.59 | -12.8% | COMMON STOCK USD.01 | 55305B101 |
| — | STAMPS.COM INC | 11,919 | $1.042M | 0.0% | $87.42 | $73.74 | — | COMMON STOCK USD.001 | 852857200 |
| — | WALGREENS BOOTS ALLIANCE INC | 12,500 | $1.041M | 0.0% | $83.28 | $83.28 | — | COMMON STOCK USD.01 | 931427108 |
| MORN | MORNINGSTAR INC | 12,700 | $1.039M | 0.0% | $81.81 | $83.58 | -2.2% | COMMON STOCK | 617700109 |
| PEB | PEBBLEBROOK HOTEL TRUST | 39,430 | $1.035M | 0.0% | $26.25 | $30.89 | — | REIT USD.01 | 70509V100 |
| — | UBIQUITI NETWORKS INC | 26,518 | $1.025M | 0.0% | $38.65 | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| NRG | NRG ENERGY INC | 68,147 | $1.022M | 0.0% | $15.00 * | $12.13 | +1.2% | COMMON STOCK USD.01 | 629377508 |
| NFG | NATIONAL FUEL GAS CO | 17,965 | $1.022M | 0.0% | $56.89 | $48.02 | +18.5% | COMMON STOCK USD1. | 636180101 |
| — | HIBBETT SPORTS INC | 28,876 | $1.005M | 0.0% | $34.80 | $43.66 | — | COMMON STOCK USD.01 | 428567101 |
| — | ST JUDE MEDICAL INC | 12,800 | $998K | 0.0% | $77.97 | $77.97 | — | COMMON STOCK USD.1 | 790849103 |
| — | FEDERAL REALTY INVS TRUST | 6,014 | $996K | 0.0% | $165.61 | $151.34 | — | REIT USD.01 | 313747206 |
| — | ABIOMED INC | 9,105 | $995K | 0.0% | $109.28 | $76.27 | — | COMMON STOCK USD.01 | 003654100 |
| CLX | CLOROX COMPANY | 7,100 | $983K | 0.0% | $138.45 * | $96.11 | +9.7% | COMMON STOCK USD1. | 189054109 |
| — | ELDORADO RESORTS INC | 64,281 | $977K | 0.0% | $15.20 | $11.44 | — | COMMON STOCK | 28470R102 |
| — | WESTERN REFINING INC W/I | 47,235 | $974K | 0.0% | $20.62 | $39.13 | — | COMMON STOCK USD.01 | 959319104 |
| MCRI | MONARCH CASINO + RESORT INC | 44,291 | $973K | 0.0% | $21.97 | $16.64 | +32.1% | COMMON STOCK USD.01 | 609027107 |
| LZB | LA Z BOY INC | 34,672 | $965K | 0.0% | $27.83 | $26.83 | +3.7% | COMMON STOCK USD1. | 505336107 |
| OII | OCEANEERING INTL INC | 32,300 | $964K | 0.0% | $29.85 | $31.14 | -4.1% | COMMON STOCK USD.25 | 675232102 |
| — | VONAGE HOLDINGS CORP | 157,635 | $962K | 0.0% | $6.10 | $6.10 | — | COMMON STOCK USD.001 | 92886T201 |
| HOMB | HOME BANCSHARES INC | 48,600 | $962K | 0.0% | $19.79 | $20.27 | -2.4% | COMMON STOCK USD.01 | 436893200 |
| CNC | CENTENE CORP | 13,453 | $960K | 0.0% | $71.36 * | $29.92 | +19.3% | COMMON STOCK USD.001 | 15135B101 |
| MPC | MARATHON PETROLEUM CORP | 25,169 | $955K | 0.0% | $37.94 * | $36.21 | -22.0% | COMMON STOCK | 56585A102 |
| — | FNFV GROUP | 82,766 | $949K | 0.0% | $11.47 | $11.47 | — | TRACKING STK USD.0001 | 31620R402 |
| — | TIME WARNER INC | 12,760 | $938K | 0.0% | $73.51 | $72.56 | — | COMMON STOCK USD.01 | 887317303 |
| HSY | HERSHEY CO/THE | 8,235 | $935K | 0.0% | $113.54 * | $70.50 | +28.5% | COMMON STOCK USD1. | 427866108 |
| CLDT | CHATHAM LODGING TRUST | 41,662 | $916K | 0.0% | $21.99 | $21.77 | — | REIT USD.01 | 16208T102 |
| CENX | CENTURY ALUMINUM COMPANY | 144,032 | $912K | 0.0% | $6.33 | $6.40 | -1.1% | COMMON STOCK USD.01 | 156431108 |
| ATRO | ASTRONICS CORP | 27,291 | $908K | 0.0% | $33.27 * | $28.92 | -15.4% | COMMON STOCK USD.01 | 046433108 |
| — | SPEEDWAY MOTORSPORTS INC | 50,938 | $904K | 0.0% | $17.75 | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| — | CANTEL MEDICAL CORP | 13,116 | $901K | 0.0% | $68.69 | $67.55 | — | COMMON STOCK USD.1 | 138098108 |
| PYPL | PAYPAL HOLDINGS INC | 24,619 | $899K | 0.0% | $36.52 | $35.85 | +1.6% | COMMON STOCK USD.0001 | 70450Y103 |
| — | NANOMETRICS INC | 43,210 | $898K | 0.0% | $20.78 | $20.78 | — | COMMON STOCK | 630077105 |
| EEFT | EURONET WORLDWIDE INC | 12,966 | $897K | 0.0% | $69.18 | $76.11 | -9.1% | COMMON STOCK USD.02 | 298736109 |
| MCS | MARCUS CORPORATION | 42,496 | $897K | 0.0% | $21.11 | $19.65 | +7.4% | COMMON STOCK USD1. | 566330106 |
| — | HEALTHCARE REALTY TRUST INC | 25,589 | $895K | 0.0% | $34.98 | $23.51 | — | REIT USD.01 | 421946104 |
| — | INVESTORS BANCORP INC | 80,707 | $894K | 0.0% | $11.08 | $12.05 | — | COMMON STOCK USD.01 | 46146L101 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 16,029 | $888K | 0.0% | $55.40 | $49.68 | +11.5% | COMMON STOCK USD.01 | 74112D101 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $880K | 0.0% | $0.44 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| — | TENNECO INC | 18,768 | $875K | 0.0% | $46.62 | $51.52 | — | COMMON STOCK USD.01 | 880349105 |
| KFY | KORN/FERRY INTERNATIONAL | 42,250 | $875K | 0.0% | $20.71 * | $22.58 | -19.9% | COMMON STOCK USD.01 | 500643200 |
| FSS | FEDERAL SIGNAL CORP | 67,890 | $874K | 0.0% | $12.87 * | $14.13 | -17.4% | COMMON STOCK USD1. | 313855108 |
| TRNO | TERRENO REALTY CORP | 33,746 | $873K | 0.0% | $25.87 | $25.87 | — | REIT USD.01 | 88146M101 |
| NVR | NVR INC | 490 | $872K | 0.0% | $1779.59 | $1349.27 | +31.9% | COMMON STOCK USD.01 | 62944T105 |
| HUN | HUNTSMAN CORP | 64,709 | $870K | 0.0% | $13.44 | $20.40 | -34.1% | COMMON STOCK USD.01 | 447011107 |
| NSIT | INSIGHT ENTERPRISES INC | 33,439 | $869K | 0.0% | $25.99 | $20.13 | +29.1% | COMMON STOCK USD.01 | 45765U103 |
| NTCT | NETSCOUT SYSTEMS INC | 38,996 | $868K | 0.0% | $22.26 | $22.82 | -2.5% | COMMON STOCK USD.001 | 64115T104 |
| — | NORTEL NETWORKS CORP | 1,000,000 | $866K | 0.0% | $0.87 | $0.85 | — | COMPANY GUAR 04/14 2.125 | 656568AE2 |
| LEN | LENNAR CORP A | 18,620 | $858K | 0.0% | $46.08 * | $43.06 | -7.1% | COMMON STOCK USD.1 | 526057104 |
| — | MEMORIAL RESOURCE DEVELOPMEN | 54,000 | $858K | 0.0% | $15.89 | $15.89 | — | COMMON STOCK USD.01 | 58605Q109 |
| — | WGL HOLDINGS INC | 12,113 | $857K | 0.0% | $70.75 | $57.69 | — | COMMON STOCK | 92924F106 |
| — | WEB.COM GROUP INC | 47,023 | $855K | 0.0% | $18.18 | $24.98 | — | COMMON STOCK USD.001 | 94733A104 |
| — | OWENS ILLINOIS INC | 47,392 | $854K | 0.0% | $18.02 | $20.97 | — | COMMON STOCK USD.01 | 690768403 |
| SPY | SPDR S+P500 ETF TRUST | 4,065 | $852K | 0.0% | $209.59 | $198.40 | +5.6% | SPDR S+P 500 ETF TRUST | 78462F103 |
| — | STARWOOD HOTELS + RESORTS | 11,500 | $850K | 0.0% | $73.91 | $79.41 | — | COMMON STOCK USD.01 | 85590A401 |
| AMSF | AMERISAFE INC | 13,833 | $847K | 0.0% | $61.23 * | $19.64 | +46.2% | COMMON STOCK USD.01 | 03071H100 |
| — | SYNOVUS FINANCIAL CORP | 29,063 | $843K | 0.0% | $29.01 | $28.90 | — | COMMON STOCK USD1.0 | 87161C501 |
| CPS | COOPER STANDARD HOLDING | 10,659 | $842K | 0.0% | $78.99 | $59.86 | +32.0% | COMMON STOCK USD.001 | 21676P103 |
| CVLT | COMMVAULT SYSTEMS INC | 19,034 | $822K | 0.0% | $43.19 | $75.06 | -42.5% | COMMON STOCK USD.01 | 204166102 |
| LEU | CENTRUS ENERGY CORP CLASS A | 250,186 | $821K | 0.0% | $3.28 | $51.25 | -93.6% | COMMON STOCK USD.1 | 15643U104 |
| — | TESSERA TECHNOLOGIES INC | 26,682 | $818K | 0.0% | $30.66 | $30.99 | — | COMMON STOCK USD.001 | 88164L100 |
| — | AMAG PHARMACEUTICALS INC | 33,838 | $809K | 0.0% | $23.91 | $42.37 | — | COMMON STOCK USD.01 | 00163U106 |
| SPSC | SPS COMMERCE INC | 13,320 | $807K | 0.0% | $60.59 * | $25.88 | +17.1% | COMMON STOCK USD.001 | 78463M107 |
| CAR | AVIS BUDGET GROUP INC | 25,000 | $806K | 0.0% | $32.24 * | $41.58 | -26.4% | COMMON STOCK USD.01 | 053774105 |
| — | GREAT WESTERN BANCORP INC | 25,365 | $800K | 0.0% | $31.54 | $29.01 | — | COMMON STOCK USD.01 | 391416104 |
| — | OPHTHOTECH CORP | 15,435 | $788K | 0.0% | $51.05 | $62.28 | — | COMMON STOCK USD.001 | 683745103 |
| — | SMITH + WESSON HOLDING CORP | 28,844 | $784K | 0.0% | $27.18 | $22.22 | — | COMMON STOCK USD.001 | 831756101 |
| EFX | EQUIFAX INC | 6,106 | $784K | 0.0% | $128.40 * | $90.51 | +29.8% | COMMON STOCK USD1.25 | 294429105 |
| MTRX | MATRIX SERVICE CO | 46,686 | $770K | 0.0% | $16.49 | $19.31 | -14.6% | COMMON STOCK USD.01 | 576853105 |
| FHI | FEDERATED INVESTORS INC CL B | 26,711 | $769K | 0.0% | $28.79 * | $16.58 | +10.7% | COMMON STOCK | 314211103 |
| TER | TERADYNE INC | 38,751 | $763K | 0.0% | $19.69 * | $18.42 | +1.2% | COMMON STOCK USD.125 | 880770102 |
| ANGO | ANGIODYNAMICS INC | 53,032 | $762K | 0.0% | $14.37 | $12.32 | +16.7% | COMMON STOCK USD.01 | 03475V101 |
| — | IAC/INTERACTIVECORP | 13,453 | $757K | 0.0% | $56.27 | $73.91 | — | COMMON STOCK USD.001 | 44919P508 |
| KAI | KADANT INC | 14,490 | $746K | 0.0% | $51.48 * | $33.91 | +41.0% | COMMON STOCK USD.01 | 48282T104 |
| — | OASIS PETROLEUM INC | 79,151 | $739K | 0.0% | $9.34 | $8.11 | — | COMMON STOCK USD.01 | 674215108 |
| — | ACORDA THERAPEUTICS INC | 28,858 | $736K | 0.0% | $25.50 | $29.54 | — | COMMON STOCK USD.001 | 00484M106 |
| RYAM | RAYONIER ADVANCED MATERIALS | 53,975 | $734K | 0.0% | $13.60 | $7.89 | +72.3% | COMMON STOCK USD.01 | 75508B104 |
| — | PIEDMONT NATURAL GAS CO | 12,200 | $733K | 0.0% | $60.08 | $57.05 | — | COMMON STOCK | 720186105 |
| — | SONIC CORP | 27,092 | $733K | 0.0% | $27.06 | $27.06 | — | COMMON STOCK USD.01 | 835451105 |
| — | EMC INS GROUP INC | 26,204 | $726K | 0.0% | $27.71 | $32.39 | — | COMMON STOCK USD1. | 268664109 |
| — | ROFIN SINAR TECHNOLOGIES INC | 22,700 | $725K | 0.0% | $31.94 | $32.20 | — | COMMON STOCK USD.01 | 775043102 |
| — | VIRGIN AMERICA INC | 12,900 | $725K | 0.0% | $56.20 | $56.20 | — | COMMON STOCK USD.01 | 92765X208 |
| RJF | RAYMOND JAMES FINANCIAL INC | 14,700 | $725K | 0.0% | $49.32 * | $29.63 | -3.5% | COMMON STOCK USD.01 | 754730109 |
| — | CALATLANTIC GROUP INC | 19,716 | $724K | 0.0% | $36.72 | $37.92 | — | COMMON STOCK USD.01 | 128195104 |
| — | SAPIENS INTERNATIONAL CORP | 61,454 | $720K | 0.0% | $11.72 | $10.20 | — | COMMON STOCK USD.01 | N7716A151 |
| — | DREAMWORKS ANIMATION SKG A | 17,500 | $715K | 0.0% | $40.86 | $40.86 | — | COMMON STOCK USD.01 | 26153C103 |
| — | VALSPAR CORP/THE | 6,600 | $713K | 0.0% | $108.03 | $106.97 | — | COMMON STOCK USD.5 | 920355104 |
| — | MERIDIAN BANCORP INC | 47,924 | $708K | 0.0% | $14.77 | $14.77 | — | COMMON STOCK | 58958U103 |
| — | REIS INC | 28,321 | $705K | 0.0% | $24.89 | $22.65 | — | COMMON STOCK USD.01 | 75936P105 |
| — | XURA INC | 28,700 | $701K | 0.0% | $24.43 | $24.43 | — | COMMON STOCK USD.01 | 98420V107 |
| ALRM | ALARM.COM HOLDINGS INC | 27,150 | $696K | 0.0% | $25.64 | $21.21 | +20.8% | COMMON STOCK | 011642105 |
| — | NORTHWEST NATURAL GAS CO | 10,645 | $690K | 0.0% | $64.82 | $64.82 | — | COMMON STOCK USD3.167 | 667655104 |
| PDFS | PDF SOLUTIONS INC | 49,298 | $690K | 0.0% | $14.00 | $10.88 | +28.5% | COMMON STOCK USD.00015 | 693282105 |
| — | URSTADT BIDDLE CLASS A | 27,759 | $688K | 0.0% | $24.78 | $20.97 | — | REIT USD.01 | 917286205 |
| ADC | AGREE REALTY CORP | 14,181 | $684K | 0.0% | $48.23 | $33.98 | — | REIT USD.0001 | 008492100 |
| SKYW | SKYWEST INC | 25,813 | $683K | 0.0% | $26.46 | $22.84 | +15.8% | COMMON STOCK | 830879102 |
| RPM | RPM INTERNATIONAL INC | 13,544 | $677K | 0.0% | $49.99 | $41.42 | +20.6% | COMMON STOCK USD.01 | 749685103 |
| ALG | ALAMO GROUP INC | 10,195 | $673K | 0.0% | $66.01 * | $50.61 | +24.1% | COMMON STOCK USD.1 | 011311107 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,278 | $655K | 0.0% | $49.33 | $57.11 | -13.6% | COMMON STOCK USD.01 | 398905109 |
| — | CASH AMERICA INTL INC | 15,350 | $654K | 0.0% | $42.61 | $42.61 | — | COMMON STOCK USD.1 | 14754D100 |
| MATX | MATSON INC | 19,795 | $639K | 0.0% | $32.28 * | $24.23 | +11.8% | COMMON STOCK | 57686G105 |
| — | CORRECTIONS CORP OF AMERICA | 18,058 | $632K | 0.0% | $35.00 | $35.00 | — | REIT USD.01 | 22025Y407 |
| — | FIRST NBC BANK HOLDING CO | 37,564 | $631K | 0.0% | $16.80 | $21.93 | — | COMMON STOCK | 32115D106 |
| MOH | MOLINA HEALTHCARE INC | 12,600 | $629K | 0.0% | $49.92 | $61.01 | -18.2% | COMMON STOCK USD.001 | 60855R100 |
| — | ANGLOGOLD ASHANTI SPON ADR | 34,482 | $623K | 0.0% | $18.07 | $14.71 | — | ADR | 035128206 |
| — | TECO ENERGY INC | 22,500 | $622K | 0.0% | $27.64 | $26.97 | — | COMMON STOCK USD1.0 | 872375100 |
| — | TESORO CORP | 8,277 | $620K | 0.0% | $74.91 | $97.26 | — | COMMON STOCK USD.167 | 881609101 |
| — | SHIP FINANCE INTL LTD | 42,071 | $620K | 0.0% | $14.74 | $16.25 | — | COMMON STOCK USD1. | G81075106 |
| CPF | CENTRAL PACIFIC FINANCIAL CO | 26,196 | $618K | 0.0% | $23.59 * | $15.78 | +3.8% | COMMON STOCK | 154760409 |
| — | EL PASO ELECTRIC CO | 12,993 | $614K | 0.0% | $47.26 | $45.87 | — | COMMON STOCK | 283677854 |
| ROG | ROGERS CORP | 10,019 | $612K | 0.0% | $61.08 | $61.56 | -0.8% | COMMON STOCK USD1. | 775133101 |
| — | CVENT INC | 17,100 | $611K | 0.0% | $35.73 | $35.73 | — | COMMON STOCK USD.001 | 23247G109 |
| POWL | POWELL INDUSTRIES INC | 15,336 | $603K | 0.0% | $39.32 * | $26.21 | +17.2% | COMMON STOCK USD.01 | 739128106 |
| — | EXAMWORKS GROUP INC | 17,200 | $599K | 0.0% | $34.83 | $34.83 | — | COMMON STOCK | 30066A105 |
| HEI | HEICO CORP | 8,955 | $598K | 0.0% | $66.78 * | $32.33 | +5.8% | COMMON STOCK USD.01 | 422806109 |
| — | WESTAR ENERGY INC | 10,600 | $595K | 0.0% | $56.13 | $56.13 | — | COMMON STOCK USD5. | 95709T100 |
| — | ACCELERON PHARMA INC | 17,350 | $590K | 0.0% | $34.01 | $34.01 | — | COMMON STOCK USD.001 | 00434H108 |
| — | PARKWAY PROPERTIES INC | 34,700 | $581K | 0.0% | $16.74 | $16.74 | — | REIT USD.001 | 70159Q104 |
| HL | HECLA MINING CO | 113,382 | $578K | 0.0% | $5.10 * | $3.87 | +26.2% | COMMON STOCK USD.25 | 422704106 |
| — | STARZ A | 19,100 | $571K | 0.0% | $29.90 | $29.90 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | ESSENDANT INC | 18,433 | $563K | 0.0% | $30.54 | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| CIEN | CIENA CORP | 29,538 | $554K | 0.0% | $18.76 | $18.11 | +3.5% | COMMON STOCK USD.01 | 171779309 |
| IFF | INTL FLAVORS + FRAGRANCES | 4,387 | $553K | 0.0% | $126.05 * | $97.48 | +2.4% | COMMON STOCK USD.125 | 459506101 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 12,070 | $549K | 0.0% | $45.48 | $37.85 | +20.1% | COMMON STOCK USD.001 | 64125C109 |
| BSRR | SIERRA BANCORP | 32,854 | $548K | 0.0% | $16.68 * | $12.49 | -3.6% | COMMON STOCK | 82620P102 |
| — | DUPONT FABROS TECHNOLOGY | 11,503 | $547K | 0.0% | $47.55 | $47.55 | — | REIT USD.001 | 26613Q106 |
| SCVL | SHOE CARNIVAL INC | 21,796 | $546K | 0.0% | $25.05 * | $11.88 | +5.4% | COMMON STOCK USD.01 | 824889109 |
| IDCC | INTERDIGITAL INC | 9,771 | $544K | 0.0% | $55.67 | $50.93 | +9.3% | COMMON STOCK USD.01 | 45867G101 |
| CALM | CAL MAINE FOODS INC | 12,205 | $541K | 0.0% | $44.33 * | $32.41 | +4.1% | COMMON STOCK USD.01 | 128030202 |
| HCKT | HACKETT GROUP INC/THE | 38,441 | $533K | 0.0% | $13.87 | $14.60 | -5.0% | COMMON STOCK USD.001 | 404609109 |
| — | SENIOR HOUSING PROP TRUST | 25,489 | $531K | 0.0% | $20.83 | $18.76 | — | REIT USD.01 | 81721M109 |
| REI | RING ENERGY INC | 60,188 | $531K | 0.0% | $8.82 | $7.48 | +17.9% | COMMON STOCK USD.001 | 76680V108 |
| — | APPLIED GENETIC TECHNOLOGIES | 36,509 | $516K | 0.0% | $14.13 | $14.13 | — | COMMON STOCK USD.001 | 03820J100 |
| — | SEMGROUP CORP CLASS A | 15,807 | $515K | 0.0% | $32.58 | $22.40 | — | COMMON STOCK | 81663A105 |
| — | COLUMBIA PIPELINE GROUP | 20,100 | $512K | 0.0% | $25.47 | $25.12 | — | COMMON STOCK USD.01 | 198280109 |
| — | H+E EQUIPMENT SERVICES INC | 26,854 | $511K | 0.0% | $19.03 | $17.54 | — | COMMON STOCK USD.01 | 404030108 |
| UNFI | UNITED NATURAL FOODS INC | 10,918 | $511K | 0.0% | $46.80 | $38.40 | +21.9% | COMMON STOCK USD.01 | 911163103 |
| — | XENOPORT INC | 72,500 | $510K | 0.0% | $7.03 | $7.03 | — | COMMON STOCK USD.001 | 98411C100 |
| — | EXPRESS INC | 34,920 | $507K | 0.0% | $14.52 | $21.42 | — | COMMON STOCK | 30219E103 |
| PRTA | PROTHENA CORP PLC | 14,475 | $506K | 0.0% | $34.96 | $46.28 | -24.5% | COMMON STOCK USD.01 | G72800108 |
| — | MARKETO INC | 14,500 | $505K | 0.0% | $34.83 | $34.83 | — | COMMON STOCK USD.0001 | 57063L107 |
| — | CELATOR PHARMACEUTICALS INC | 16,700 | $504K | 0.0% | $30.18 | $30.18 | — | COMMON STOCK USD.001 | 15089R102 |
| — | HEARTWARE INTERNATIONAL INC | 8,700 | $502K | 0.0% | $57.70 | $57.70 | — | COMMON STOCK USD.001 | 422368100 |
| — | DEMANDWARE INC | 6,700 | $502K | 0.0% | $74.93 | $74.93 | — | COMMON STOCK USD.01 | 24802Y105 |
| — | DIAMOND RESORTS INTERNATIONA | 16,700 | $500K | 0.0% | $29.94 | $28.95 | — | COMMON STOCK USD.01 | 25272T104 |
| — | INCONTACT INC | 36,100 | $500K | 0.0% | $13.85 | $13.85 | — | COMMON STOCK USD.0001 | 45336E109 |
| — | SCIQUEST INC | 28,100 | $496K | 0.0% | $17.65 | $17.65 | — | COMMON STOCK USD.001 | 80908T101 |
| — | ELIZABETH ARDEN INC | 35,968 | $495K | 0.0% | $13.76 | $13.76 | — | COMMON STOCK USD.01 | 28660G106 |
| — | TALMER BANCORP INC CL A | 25,700 | $493K | 0.0% | $19.18 | $18.09 | — | COMMON STOCK USD1.0 | 87482X101 |
| — | EMC CORP/MA | 18,100 | $492K | 0.0% | $27.18 | $27.01 | — | COMMON STOCK USD.01 | 268648102 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 40,554 | $489K | 0.0% | $12.06 | $15.26 | -21.0% | COMMON STOCK USD.01 | 203668108 |
| — | SOLARCITY CORP | 20,028 | $479K | 0.0% | $23.92 | $23.92 | — | COMMON STOCK USD.0001 | 83416T100 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 18,620 | $463K | 0.0% | $24.87 | $24.88 | +0.0% | COMMON STOCK USD.001 | 681116109 |
| — | GIGAMON INC | 12,241 | $458K | 0.0% | $37.42 | $31.04 | — | COMMON STOCK USD.0001 | 37518B102 |
| — | CARRIZO OIL + GAS INC | 12,731 | $456K | 0.0% | $35.82 | $30.95 | — | COMMON STOCK USD.01 | 144577103 |
| KFRC | KFORCE INC | 26,626 | $450K | 0.0% | $16.90 | $18.59 | -9.1% | COMMON STOCK USD.01 | 493732101 |
| — | NEFF CORP CLASS A | 40,928 | $447K | 0.0% | $10.92 | $10.92 | — | COMMON STOCK USD.01 | 640094207 |
| ANIP | ANI PHARMACEUTICALS INC | 7,955 | $444K | 0.0% | $55.81 | $48.51 | +15.1% | COMMON STOCK USD.0001 | 00182C103 |
| — | NEENAH PAPER INC | 6,051 | $438K | 0.0% | $72.38 | $72.38 | — | COMMON STOCK USD.01 | 640079109 |
| — | WMIH CORP | 196,172 | $436K | 0.0% | $2.22 | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| — | HALYARD HEALTH INC | 13,063 | $425K | 0.0% | $32.53 | $32.53 | — | COMMON STOCK USD.01 | 40650V100 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 25,974 | $425K | 0.0% | $16.36 * | $14.01 | -9.0% | COMMON STOCK USD.0001 | 910710102 |
| — | HATTERAS FINANCIAL CORP | 25,500 | $418K | 0.0% | $16.39 | $16.39 | — | REIT USD.001 | 41902R103 |
| TBI | TRUEBLUE INC | 21,990 | $416K | 0.0% | $18.92 | $23.15 | -18.3% | COMMON STOCK | 89785X101 |
| — | TUMI HOLDINGS INC | 15,200 | $406K | 0.0% | $26.71 | $26.84 | — | COMMON STOCK USD.01 | 89969Q104 |
| — | FEDERATED NATIONAL HOLDING C | 21,287 | $405K | 0.0% | $19.03 | $29.57 | — | COMMON STOCK USD.01 | 31422T101 |
| — | RESOURCE AMERICA INC CL A | 41,500 | $403K | 0.0% | $9.71 | $9.71 | — | COMMON STOCK USD.01 | 761195205 |
| PLNT | PLANET FITNESS INC CL A | 21,225 | $401K | 0.0% | $18.89 | $15.99 | +18.0% | COMMON STOCK USD.0001 | 72703H101 |
| — | PERRY ELLIS INTERNATIONAL | 19,730 | $397K | 0.0% | $20.12 | $20.12 | — | COMMON STOCK USD.01 | 288853104 |
| — | NEUSTAR INC CLASS A | 16,874 | $397K | 0.0% | $23.53 | $24.59 | — | COMMON STOCK USD.001 | 64126X201 |
| — | LEXMARK INTERNATIONAL INC A | 10,500 | $396K | 0.0% | $37.71 | $37.71 | — | COMMON STOCK USD.01 | 529771107 |
| QLYS | QUALYS INC | 13,275 | $396K | 0.0% | $29.83 | $28.08 | +6.1% | COMMON STOCK USD.001 | 74758T303 |
| RLJ | RLJ LODGING TRUST | 18,362 | $394K | 0.0% | $21.46 | $24.19 | — | REIT | 74965L101 |
| WAL | WESTERN ALLIANCE BANCORP | 12,024 | $393K | 0.0% | $32.68 * | $30.20 | -6.2% | COMMON STOCK USD.0001 | 957638109 |
| HUBG | HUB GROUP INC CL A | 10,083 | $387K | 0.0% | $38.38 * | $19.55 | -1.8% | COMMON STOCK USD.01 | 443320106 |
| MOV | MOVADO GROUP INC | 17,802 | $386K | 0.0% | $21.68 | $32.40 | -33.1% | COMMON STOCK USD.01 | 624580106 |
| — | DEPOMED INC | 19,572 | $384K | 0.0% | $19.62 | $19.62 | — | COMMON STOCK | 249908104 |
| KWR | QUAKER CHEMICAL CORP | 4,276 | $381K | 0.0% | $89.10 | $80.82 | +10.4% | COMMON STOCK USD1. | 747316107 |
| OGS | ONE GAS INC | 5,721 | $381K | 0.0% | $66.60 | $56.41 | +18.1% | COMMON STOCK | 68235P108 |
| — | RITE AID CORP | 50,800 | $380K | 0.0% | $7.48 | $7.82 | — | COMMON STOCK USD1. | 767754104 |
| PFBC | PREFERRED BANK/LOS ANGELES | 13,105 | $378K | 0.0% | $28.84 | $31.12 | -7.2% | COMMON STOCK | 740367404 |
| — | AARON S INC | 16,865 | $369K | 0.0% | $21.88 | $21.88 | — | COMMON STOCK USD.5 | 002535300 |
| — | ATLAS AIR WORLDWIDE HOLDINGS | 8,708 | $361K | 0.0% | $41.46 | $41.87 | — | COMMON STOCK USD.01 | 049164205 |
| DAN | DANA HOLDING CORP | 33,974 | $359K | 0.0% | $10.57 * | $14.22 | -39.0% | COMMON STOCK USD.01 | 235825205 |
| PCTY | PAYLOCITY HOLDING CORP | 8,281 | $358K | 0.0% | $43.23 | $38.40 | +12.5% | PRIVATE COMP USD.001 | 70438V106 |
| — | BIOSPECIFICS TECHNOLOGIES | 8,749 | $349K | 0.0% | $39.89 | $39.89 | — | COMMON STOCK USD.001 | 090931106 |
| — | CAI INTERNATIONAL INC | 46,205 | $347K | 0.0% | $7.51 | $12.34 | — | COMMON STOCK USD.0001 | 12477X106 |
| MTD | METTLER TOLEDO INTERNATIONAL | 941 | $343K | 0.0% | $364.51 | $321.77 | +13.4% | COMMON STOCK USD.01 | 592688105 |
| — | SOVRAN SELF STORAGE INC | 3,128 | $328K | 0.0% | $104.86 | $73.44 | — | REIT USD.01 | 84610H108 |
| — | FIRSTMERIT CORP | 16,200 | $328K | 0.0% | $20.25 | $20.29 | — | COMMON STOCK | 337915102 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 11,693 | $323K | 0.0% | $27.62 | $25.32 | +9.1% | COMMON STOCK | 760281204 |
| — | CARMIKE CINEMAS INC | 10,698 | $322K | 0.0% | $30.10 | $30.07 | — | COMMON STOCK USD.03 | 143436400 |
| — | MONOTYPE IMAGING HOLDINGS IN | 13,010 | $320K | 0.0% | $24.60 | $24.60 | — | COMMON STOCK USD.001 | 61022P100 |
| SCL | STEPAN CO | 5,364 | $319K | 0.0% | $59.47 | $58.72 | +1.4% | COMMON STOCK USD1. | 858586100 |
| — | CABOT MICROELECTRONICS CORP | 7,513 | $318K | 0.0% | $42.33 | $45.35 | — | COMMON STOCK USD.001 | 12709P103 |
| — | REALPAGE INC | 14,181 | $317K | 0.0% | $22.35 | $22.35 | — | COMMON STOCK USD.001 | 75606N109 |
| — | UNIT CORP | 20,291 | $316K | 0.0% | $15.57 | $15.57 | — | COMMON STOCK USD.2 | 909218109 |
| CNXN | PC CONNECTION INC | 13,219 | $315K | 0.0% | $23.83 * | $15.71 | +37.1% | COMMON STOCK USD.01 | 69318J100 |
| — | EMPIRE DISTRICT ELECTRIC CO | 9,200 | $313K | 0.0% | $34.02 | $33.04 | — | COMMON STOCK USD1. | 291641108 |
| — | CONTROL4 CORP | 38,333 | $313K | 0.0% | $8.17 | $7.96 | — | COMMON STOCK USD.0001 | 21240D107 |
| — | AGL RESOURCES INC | 4,700 | $310K | 0.0% | $65.96 | $65.11 | — | COMMON STOCK USD5.0 | 001204106 |
| MYGN | MYRIAD GENETICS INC | 10,021 | $307K | 0.0% | $30.64 | $37.68 | -18.8% | COMMON STOCK USD.01 | 62855J104 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $292K | 0.0% | $14.98 | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| — | ASTORIA FINANCIAL CORP | 18,700 | $287K | 0.0% | $15.35 | $15.83 | — | COMMON STOCK USD.01 | 046265104 |
| LKQ | LKQ CORP | 9,029 | $286K | 0.0% | $31.68 * | $26.01 | +9.4% | COMMON STOCK USD.01 | 501889208 |
| — | TAL INTERNATIONAL GROUP INC | 19,765 | $265K | 0.0% | $13.41 | $13.41 | — | COMMON STOCK USD.001 | 874083108 |
| — | LEUCADIA NATIONAL CORP | 14,626 | $253K | 0.0% | $17.30 | $25.79 | — | COMMON STOCK USD1. | 527288104 |
| — | RICE ENERGY INC | 11,406 | $251K | 0.0% | $22.01 | $22.01 | — | COMMON STOCK USD.01 | 762760106 |
| ALGN | ALIGN TECHNOLOGY INC | 2,827 | $228K | 0.0% | $80.65 | $76.47 | +5.3% | COMMON STOCK USD.0001 | 016255101 |
| — | HALLMARK FINL SERVICES INC | 18,118 | $210K | 0.0% | $11.59 | $11.48 | — | COMMON STOCK USD.18 | 40624Q203 |
| PCRX | PACIRA PHARMACEUTICALS INC | 5,757 | $194K | 0.0% | $33.70 | $56.62 | -40.4% | COMMON STOCK USD.001 | 695127100 |
| — | ION GEOPHYSICAL CORP | 30,400 | $189K | 0.0% | $6.22 | $6.22 | — | COMMON STOCK | 462044207 |
| ALB | ALBEMARLE CORP | 2,242 | $178K | 0.0% | $79.39 * | $64.37 | +8.3% | COMMON STOCK USD.01 | 012653101 |
| KODK | EASTMAN KODAK CO | 8,026 | $129K | 0.0% | $16.07 | $25.80 | -37.7% | COMMON STOCK USD.01 | 277461406 |
| — | MERITOR INC | 16,902 | $122K | 0.0% | $7.22 | $7.22 | — | COMMON STOCK USD1. | 59001K100 |
| FBIN | FORTUNE BRANDS HOME + SECURI | 1,693 | $98,000 | 0.0% | $57.89 * | $42.41 | +1.7% | COMMON STOCK USD.01 | 34964C106 |
| — | MARKIT LTD | 2,970 | $97,000 | 0.0% | $32.66 | $35.35 | — | COMMON STOCK USD.01 | G58249106 |
| — | CDK GLOBAL INC | 1,560 | $87,000 | 0.0% | $55.77 | $55.77 | — | COMMON STOCK USD.01 | 12508E101 |
| — | ELECTRO RENT CORP | 4,658 | $72,000 | 0.0% | $15.46 | $15.46 | — | COMMON STOCK | 285218103 |
| — | QEP RESOURCES INC | 4,094 | $72,000 | 0.0% | $17.59 | $17.59 | — | COMMON STOCK USD.01 | 74733V100 |
| ENR | ENERGIZER HOLDINGS INC | 1,365 | $70,000 | 0.0% | $51.28 * | $33.42 | +12.9% | COMMON STOCK | 29272W109 |
| DY | DYCOM INDUSTRIES INC | 720 | $65,000 | 0.0% | $90.28 | $75.52 | +18.9% | COMMON STOCK USD.333 | 267475101 |
| — | GULFPORT ENERGY CORP | 1,462 | $46,000 | 0.0% | $31.46 | $31.46 | — | COMMON STOCK USD.01 | 402635304 |
| — | FIRST NIAGARA FINANCIAL GRP | 2,270 | $22,000 | 0.0% | $9.69 | $9.69 | — | COMMON STOCK USD.01 | 33582V108 |
| — | EASTMAN KODAK CO | 2,771 | $11,000 | 0.0% | $3.97 | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $10,000 | 0.0% | $3.61 | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | SUNTECH POWER HLDGS CO | 18,480,000 | $0 | 0.0% | $0.00 | $0.00 | — | SR UNSECURED 03/13 3 | 86800CAE4 |
| QUAD | QUAD GRAPHICS INC | 8 | $0 | 0.0% | $0.00 | $16.96 | +37.3% | COMMON STOCK USD.025 | 747301109 |