CIK: 0001128251 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 1, 2016
Total Value ($000): $4,465,809 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $667,645 | 15.0% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S+P 500 ETF | 2,874,720 | $571,178 | 12.8% | $186.09 | — | VANGUARD S+P 500 ETF | 922908363 |
| HDV | ISHARES CORE HIGH DIVIDEND ETF | 1,372,067 | $111,522 | 2.5% | $82.15 | — | ISHARES CORE HIGH DIVIDEND E | 46429B663 |
| AAPL | APPLE INC | 542,196 | $61,295 | 1.4% | $18.70 | +29.5% | COMMON STOCK USD.00001 | 037833100 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,927,087 | $58,950 | 1.3% | $22.08 | — | ADR | 874039100 |
| MSFT | MICROSOFT CORP | 871,184 | $50,180 | 1.1% | $32.77 | +53.5% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 62,649 | $48,696 | 1.1% | $35.61 | +5.8% | COMMON STOCK USD.001 | 02079K107 |
| XOM | EXXON MOBIL CORP | 526,905 | $45,988 | 1.0% | $51.93 | +12.7% | COMMON STOCK | 30231G102 |
| AMZN | AMAZON.COM INC | 54,366 | $45,521 | 1.0% | $25.37 | +50.9% | COMMON STOCK USD.01 | 023135106 |
| NTES | NETEASE INC ADR | 168,443 | $40,558 | 0.9% | $131.52 | — | ADR USD.0001 | 64110W102 |
| JPM | JPMORGAN CHASE + CO | 590,748 | $39,338 | 0.9% | $39.93 | +27.3% | COMMON STOCK USD1.0 | 46625H100 |
| PFE | PFIZER INC | 1,104,776 | $37,419 | 0.8% | $17.44 | +27.6% | COMMON STOCK USD.05 | 717081103 |
| CMCSA | COMCAST CORP CLASS A | 498,294 | $33,057 | 0.7% | $20.76 | +28.2% | COMMON STOCK USD.01 | 20030N101 |
| PG | PROCTER + GAMBLE CO WHEN DIS | 359,083 | $32,228 | 0.7% | $57.98 | +16.5% | COMMON STOCK | 742718109 |
| CSCO | CISCO SYSTEMS INC | 993,161 | $31,503 | 0.7% | $15.79 | +46.0% | COMMON STOCK USD.001 | 17275R102 |
| META | FACEBOOK INC A | 243,607 | $31,247 | 0.7% | $87.84 | +40.3% | COMMON STOCK USD.000006 | 30303M102 |
| V | VISA INC CLASS A SHARES | 377,401 | $31,211 | 0.7% | $66.36 | +13.0% | COMMON STOCK USD.0001 | 92826C839 |
| C | CITIGROUP INC | 624,473 | $29,494 | 0.7% | $37.58 | -9.1% | COMMON STOCK USD.01 | 172967424 |
| MRK | MERCK + CO. INC. | 468,742 | $29,254 | 0.7% | $31.91 | +37.1% | COMMON STOCK USD.5 | 58933Y105 |
| UNH | UNITEDHEALTH GROUP INC | 208,444 | $29,182 | 0.7% | $93.58 | +28.8% | COMMON STOCK USD.01 | 91324P102 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,602,668 | $28,605 | 0.6% | $6.76 | — | ADR | 151290889 |
| — | LAM RESEARCH CORP | 280,708 | $26,586 | 0.6% | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| OXY | OCCIDENTAL PETROLEUM CORP | 356,374 | $25,987 | 0.6% | $57.77 | -0.7% | COMMON STOCK USD.2 | 674599105 |
| — | ALLERGAN PLC | 100,152 | $23,066 | 0.5% | $290.05 | — | COMMON STOCK USD.0033 | G0177J108 |
| T | AT+T INC | 559,079 | $22,704 | 0.5% | $12.81 | +27.2% | COMMON STOCK USD1.0 | 00206R102 |
| — | CELGENE CORP | 217,205 | $22,704 | 0.5% | $103.14 | — | COMMON STOCK USD.01 | 151020104 |
| BMA | BANCO MACRO SA ADR | 284,529 | $22,264 | 0.5% | $65.12 | — | ADR | 05961W105 |
| GILD | GILEAD SCIENCES INC | 279,863 | $22,143 | 0.5% | $63.58 | -9.1% | COMMON STOCK USD.001 | 375558103 |
| HON | HONEYWELL INTERNATIONAL INC | 186,897 | $21,790 | 0.5% | $74.17 | +16.0% | COMMON STOCK USD1.0 | 438516106 |
| MDT | MEDTRONIC PLC | 249,185 | $21,530 | 0.5% | $58.30 | +18.0% | COMMON STOCK USD.1 | G5960L103 |
| TXN | TEXAS INSTRUMENTS INC | 304,163 | $21,346 | 0.5% | $42.68 | +23.4% | COMMON STOCK USD1.0 | 882508104 |
| ORCL | ORACLE CORP | 540,287 | $21,222 | 0.5% | $28.94 | +22.4% | COMMON STOCK USD.01 | 68389X105 |
| SLB | SCHLUMBERGER LTD | 269,768 | $21,215 | 0.5% | $61.03 | -0.6% | COMMON STOCK USD.01 | 806857108 |
| JNJ | JOHNSON + JOHNSON | 177,862 | $21,011 | 0.5% | $64.45 | +45.2% | COMMON STOCK USD1.0 | 478160104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 351,509 | $20,859 | 0.5% | $37.57 | +20.0% | COMMON STOCK USD2.5 | 026874784 |
| VZ | VERIZON COMMUNICATIONS INC | 395,277 | $20,546 | 0.5% | $27.06 | +21.6% | COMMON STOCK USD.1 | 92343V104 |
| DAL | DELTA AIR LINES INC | 519,566 | $20,450 | 0.5% | $22.89 | +47.6% | COMMON STOCK USD.0001 | 247361702 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 132,033 | $19,075 | 0.4% | $137.07 | +6.7% | COMMON STOCK USD.0033 | 084670702 |
| — | HESS CORP | 353,197 | $18,938 | 0.4% | $61.07 | — | COMMON STOCK USD1.0 | 42809H107 |
| HD | HOME DEPOT INC | 144,004 | $18,530 | 0.4% | $78.98 | +34.6% | COMMON STOCK USD.05 | 437076102 |
| COF | CAPITAL ONE FINANCIAL CORP | 256,581 | $18,430 | 0.4% | $56.88 | +2.4% | COMMON STOCK USD.01 | 14040H105 |
| HCA | HCA HOLDINGS INC | 236,658 | $17,898 | 0.4% | $58.24 | +22.2% | COMMON STOCK USD.01 | 40412C101 |
| PEP | PEPSICO INC | 158,691 | $17,261 | 0.4% | $67.61 | +19.9% | COMMON STOCK USD.017 | 713448108 |
| KO | COCA COLA CO/THE | 406,336 | $17,196 | 0.4% | $27.96 | +16.4% | COMMON STOCK USD.25 | 191216100 |
| EEM | ISHARES MSCI EMERGING MARKETS | 451,470 | $16,908 | 0.4% | $38.96 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| UNP | UNION PACIFIC CORP | 171,596 | $16,736 | 0.4% | $73.83 | +2.9% | COMMON STOCK USD2.5 | 907818108 |
| CB | CHUBB LTD | 122,218 | $15,357 | 0.3% | $96.84 | +10.7% | COMMON STOCK | H1467J104 |
| AMT | AMERICAN TOWER CORP | 134,701 | $15,266 | 0.3% | $79.89 | +13.1% | REIT USD.01 | 03027X100 |
| HPE | HEWLETT PACKARD ENTERPRIS | 667,054 | $15,175 | 0.3% | $7.65 | +23.2% | COMMON STOCK USD.01 | 42824C109 |
| — | WESTROCK CO | 301,838 | $14,633 | 0.3% | $43.78 | — | COMMON STOCK | 96145D105 |
| AMGN | AMGEN INC | 86,757 | $14,472 | 0.3% | $107.18 | +19.2% | COMMON STOCK USD.0001 | 031162100 |
| INTC | INTEL CORP | 378,928 | $14,305 | 0.3% | $21.71 | +31.8% | COMMON STOCK USD.001 | 458140100 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 319,778 | $14,038 | 0.3% | $34.29 | +2.7% | COMMON STOCK | 609207105 |
| — | EZCORP INC | 14,250,000 | $13,956 | 0.3% | $0.72 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| — | US CONCRETE INC | 300,068 | $13,823 | 0.3% | $18.71 | — | COMMON STOCK USD.001 | 90333L201 |
| SPG | SIMON PROPERTY GROUP INC | 65,025 | $13,461 | 0.3% | $107.65 | +23.5% | REIT USD.0001 | 828806109 |
| GD | GENERAL DYNAMICS CORP | 85,500 | $13,266 | 0.3% | $109.99 | +10.6% | COMMON STOCK USD1.0 | 369550108 |
| PPG | PPG INDUSTRIES INC | 127,232 | $13,151 | 0.3% | $88.30 | 0.0% | COMMON STOCK USD1.67 | 693506107 |
| PM | PHILIP MORRIS INTERNATIONAL | 134,935 | $13,118 | 0.3% | $49.20 | +26.5% | COMMON STOCK | 718172109 |
| CVX | CHEVRON CORP | 126,156 | $12,984 | 0.3% | $70.84 | -3.3% | COMMON STOCK USD.75 | 166764100 |
| TGT | TARGET CORP | 188,597 | $12,953 | 0.3% | $57.99 | -6.3% | COMMON STOCK USD.0833 | 87612E106 |
| — | UNITED TECHNOLOGIES CORP | 126,386 | $12,841 | 0.3% | $106.43 | — | COMMON STOCK USD1.0 | 913017109 |
| MHK | MOHAWK INDUSTRIES INC | 63,635 | $12,749 | 0.3% | $204.00 | +0.7% | COMMON STOCK USD.01 | 608190104 |
| — | INGERSOLL RAND PLC | 183,447 | $12,463 | 0.3% | $63.87 | — | COMMON STOCK USD1.0 | G47791101 |
| USB | US BANCORP | 288,652 | $12,380 | 0.3% | $23.72 | +26.4% | COMMON STOCK USD.01 | 902973304 |
| CVS | CVS HEALTH CORP | 137,574 | $12,243 | 0.3% | $54.13 | +31.0% | COMMON STOCK USD.01 | 126650100 |
| WFC | WELLS FARGO + CO | 275,946 | $12,219 | 0.3% | $34.25 | +7.5% | COMMON STOCK USD1.666 | 949746101 |
| AVB | AVALONBAY COMMUNITIES INC | 68,472 | $12,177 | 0.3% | $126.64 | +3.2% | REIT USD.01 | 053484101 |
| IBN | ICICI BANK LTD SPON ADR | 1,622,001 | $12,116 | 0.3% | $10.58 | — | ADR | 45104G104 |
| GM | GENERAL MOTORS CO | 380,414 | $12,086 | 0.3% | $25.20 | +2.6% | COMMON STOCK USD.01 | 37045V100 |
| — | CITRIX SYSTEMS INC | 139,948 | $11,926 | 0.3% | $75.05 | — | COMMON STOCK USD.001 | 177376100 |
| AAL | AMERICAN AIRLINES GROUP INC | 324,463 | $11,879 | 0.3% | $35.46 | -4.1% | COMMON STOCK | 02376R102 |
| TSN | TYSON FOODS INC CL A | 158,065 | $11,803 | 0.3% | $35.93 | +61.0% | COMMON STOCK USD.1 | 902494103 |
| — | WABCO HOLDINGS INC | 101,599 | $11,535 | 0.3% | $113.53 | — | COMMON STOCK USD.01 | 92927K102 |
| — | GENERAL ELECTRIC CO | 389,263 | $11,530 | 0.3% | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| TJX | TJX COMPANIES INC | 152,042 | $11,370 | 0.3% | $31.40 | +9.2% | COMMON STOCK USD1.0 | 872540109 |
| LYB | LYONDELLBASELL INDU CL A | 140,780 | $11,355 | 0.3% | $43.06 | +4.7% | COMMON STOCK EUR.04 | N53745100 |
| WMT | WAL MART STORES INC | 154,558 | $11,147 | 0.2% | $21.22 | -2.9% | COMMON STOCK USD.1 | 931142103 |
| UGI | UGI CORP | 242,800 | $10,984 | 0.2% | $36.19 | +26.1% | COMMON STOCK | 902681105 |
| — | ASPEN TECHNOLOGY INC | 232,218 | $10,865 | 0.2% | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| — | WISDOMTREE JAPAN HEDGED REAL E | 448,607 | $10,740 | 0.2% | $25.36 | — | WISDOMTREE JPN HDG REAL EST | 97717W638 |
| DG | DOLLAR GENERAL CORP | 152,496 | $10,673 | 0.2% | $65.75 | +14.2% | COMMON STOCK USD.875 | 256677105 |
| EXC | EXELON CORP | 320,393 | $10,666 | 0.2% | $14.44 | +25.2% | COMMON STOCK | 30161N101 |
| BA | BOEING CO/THE | 80,693 | $10,630 | 0.2% | $125.25 | -3.6% | COMMON STOCK USD5.0 | 097023105 |
| — | PACWEST BANCORP | 243,774 | $10,460 | 0.2% | $38.73 | — | COMMON STOCK | 695263103 |
| QCOM | QUALCOMM INC | 150,574 | $10,314 | 0.2% | $40.99 | +14.4% | COMMON STOCK USD.0001 | 747525103 |
| DIS | WALT DISNEY CO/THE | 110,936 | $10,302 | 0.2% | $61.44 | +44.7% | COMMON STOCK USD.01 | 254687106 |
| — | WYNDHAM WORLDWIDE CORP | 152,957 | $10,299 | 0.2% | $69.81 | — | COMMON STOCK USD.01 | 98310W108 |
| MO | ALTRIA GROUP INC | 162,507 | $10,275 | 0.2% | $27.61 | +25.9% | COMMON STOCK USD.333 | 02209S103 |
| NWL | NEWELL BRANDS INC | 192,535 | $10,139 | 0.2% | $18.14 | +92.0% | COMMON STOCK USD1.0 | 651229106 |
| — | MEAD JOHNSON NUTRITION CO | 127,836 | $10,100 | 0.2% | $87.68 | — | COMMON STOCK USD.01 | 582839106 |
| — | REYNOLDS AMERICAN INC | 212,776 | $10,032 | 0.2% | $47.15 | — | COMMON STOCK USD.0001 | 761713106 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 479,145 | $10,014 | 0.2% | $21.20 | — | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| — | RAYTHEON COMPANY | 72,861 | $9,919 | 0.2% | $116.26 | — | COMMON STOCK USD.01 | 755111507 |
| F | FORD MOTOR CO | 794,365 | $9,588 | 0.2% | $8.50 | -9.6% | COMMON STOCK USD.01 | 345370860 |
| PH | PARKER HANNIFIN CORP | 75,941 | $9,533 | 0.2% | $91.63 | +12.4% | COMMON STOCK USD.5 | 701094104 |
| — | LEVEL 3 COMMUNICATIONS INC | 203,922 | $9,458 | 0.2% | $22.04 | — | COMMON STOCK USD.01 | 52729N308 |
| — | QUINTILES IMS HOLDINGS INC | 116,100 | $9,411 | 0.2% | $62.22 | — | COMMON STOCK USD.01 | 74876Y101 |
| — | CIGNA CORP | 72,003 | $9,383 | 0.2% | $110.89 | — | COMMON STOCK USD.25 | 125509109 |
| GS | GOLDMAN SACHS GROUP INC | 57,686 | $9,303 | 0.2% | $141.63 | -5.5% | COMMON STOCK USD.01 | 38141G104 |
| YPF | YPF S.A. SPONSORED ADR | 505,059 | $9,202 | 0.2% | $19.00 | — | ADR | 984245100 |
| MTN | VAIL RESORTS INC | 58,200 | $9,130 | 0.2% | $134.76 | +13.1% | COMMON STOCK USD.01 | 91879Q109 |
| ACM | AECOM | 302,350 | $8,989 | 0.2% | $27.99 | +10.7% | COMMON STOCK USD.01 | 00766T100 |
| CNP | CENTERPOINT ENERGY INC | 383,900 | $8,918 | 0.2% | $14.73 | +17.5% | COMMON STOCK USD.01 | 15189T107 |
| FDX | FEDEX CORP | 50,946 | $8,899 | 0.2% | $111.23 | +26.7% | COMMON STOCK USD.1 | 31428X106 |
| BDX | BECTON DICKINSON AND CO | 49,371 | $8,873 | 0.2% | $103.04 | +44.1% | COMMON STOCK USD1.0 | 075887109 |
| BBY | BEST BUY CO INC | 230,453 | $8,799 | 0.2% | $23.15 | +9.0% | COMMON STOCK USD.1 | 086516101 |
| GOOGL | ALPHABET INC CL A | 10,904 | $8,767 | 0.2% | $36.73 | +5.7% | COMMON STOCK USD.001 | 02079K305 |
| IBM | INTL BUSINESS MACHINES CORP | 54,957 | $8,730 | 0.2% | $104.57 | -2.7% | COMMON STOCK USD.2 | 459200101 |
| VYX | NCR CORPORATION | 269,253 | $8,667 | 0.2% | $16.49 | +19.3% | COMMON STOCK USD.01 | 62886E108 |
| BC | BRUNSWICK CORP | 175,427 | $8,557 | 0.2% | $36.46 | +11.1% | COMMON STOCK USD.75 | 117043109 |
| — | DR PEPPER SNAPPLE GROUP INC | 93,136 | $8,504 | 0.2% | $63.67 | — | COMMON STOCK USD.01 | 26138E109 |
| RGA | REINSURANCE GROUP OF AMERICA | 77,990 | $8,418 | 0.2% | $102.08 | 0.0% | COMMON STOCK USD.01 | 759351604 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 53,079 | $8,143 | 0.2% | $85.41 | +61.9% | COMMON STOCK USD.01 | 446413106 |
| TRV | TRAVELERS COS INC/THE | 70,197 | $8,041 | 0.2% | $76.13 | +25.1% | COMMON STOCK | 89417E109 |
| CL | COLGATE PALMOLIVE CO | 106,999 | $7,933 | 0.2% | $53.34 | +11.3% | COMMON STOCK USD1.0 | 194162103 |
| TDG | TRANSDIGM GROUP INC | 27,422 | $7,928 | 0.2% | $138.38 | +26.8% | COMMON STOCK USD.01 | 893641100 |
| MKTX | MARKETAXESS HOLDINGS INC | 47,700 | $7,899 | 0.2% | $116.98 | +27.0% | COMMON STOCK USD.003 | 57060D108 |
| PWR | QUANTA SERVICES INC | 281,011 | $7,865 | 0.2% | $22.47 | +11.2% | COMMON STOCK USD.00001 | 74762E102 |
| MUR | MURPHY OIL CORP | 257,723 | $7,835 | 0.2% | $22.82 | -11.1% | COMMON STOCK USD1.0 | 626717102 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 172,100 | $7,665 | 0.2% | $43.79 | — | COMMON STOCK USD.01 | 848574109 |
| INGR | INGREDION INC | 57,024 | $7,588 | 0.2% | $76.49 | +74.6% | COMMON STOCK USD.01 | 457187102 |
| AZO | AUTOZONE INC | 9,868 | $7,582 | 0.2% | $657.84 | +18.3% | COMMON STOCK USD.01 | 053332102 |
| — | MICHAEL KORS HOLDINGS LTD | 161,922 | $7,576 | 0.2% | $54.02 | — | COMMON STOCK | G60754101 |
| — | DISCOVER FINANCIAL SERVICES | 133,944 | $7,575 | 0.2% | $54.18 | — | COMMON STOCK USD.01 | 254709108 |
| NUE | NUCOR CORP | 152,847 | $7,558 | 0.2% | $34.75 | +18.6% | COMMON STOCK USD.4 | 670346105 |
| OHI | OMEGA HEALTHCARE INVESTORS | 212,700 | $7,540 | 0.2% | $35.28 | — | REIT USD.1 | 681936100 |
| TXT | TEXTRON INC | 187,510 | $7,454 | 0.2% | $32.17 | +20.9% | COMMON STOCK USD.125 | 883203101 |
| ABBV | ABBVIE INC | 116,302 | $7,335 | 0.2% | $40.55 | +8.3% | COMMON STOCK USD.01 | 00287Y109 |
| ETR | ENTERGY CORP | 94,900 | $7,282 | 0.2% | $21.87 | +26.7% | COMMON STOCK USD.01 | 29364G103 |
| IDCC | INTERDIGITAL INC | 90,774 | $7,189 | 0.2% | $65.06 | +2.6% | COMMON STOCK USD.01 | 45867G101 |
| CCK | CROWN HOLDINGS INC | 125,500 | $7,165 | 0.2% | $49.20 | +3.5% | COMMON STOCK USD5.0 | 228368106 |
| PLD | PROLOGIS INC | 133,445 | $7,145 | 0.2% | $30.23 | +33.7% | REIT USD.01 | 74340W103 |
| NTAP | NETAPP INC | 198,594 | $7,114 | 0.2% | $23.48 | +2.3% | COMMON STOCK USD.001 | 64110D104 |
| PNC | PNC FINANCIAL SERVICES GROUP | 78,871 | $7,105 | 0.2% | $54.13 | +16.9% | COMMON STOCK USD5.0 | 693475105 |
| OC | OWENS CORNING | 132,300 | $7,063 | 0.2% | $51.40 | +4.5% | COMMON STOCK USD.001 | 690742101 |
| PKG | PACKAGING CORP OF AMERICA | 86,205 | $7,005 | 0.2% | $46.41 | +24.9% | COMMON STOCK USD.01 | 695156109 |
| — | FOOT LOCKER INC | 102,500 | $6,941 | 0.2% | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| EWC | ISHARES MSCI CANADA ETF | 267,548 | $6,873 | 0.2% | $24.51 | — | ISHARES MSCI CANADA ETF | 464286509 |
| LOW | LOWE S COS INC | 94,649 | $6,835 | 0.2% | $44.61 | +46.7% | COMMON STOCK USD.5 | 548661107 |
| HOLX | HOLOGIC INC | 173,812 | $6,749 | 0.2% | $30.33 | +24.5% | COMMON STOCK USD.01 | 436440101 |
| MTX | MINERALS TECHNOLOGIES INC | 94,898 | $6,708 | 0.2% | $57.15 | +12.4% | COMMON STOCK USD.1 | 603158106 |
| NNN | NATIONAL RETAIL PROPERTIES | 129,900 | $6,605 | 0.1% | $40.17 | — | REIT USD.01 | 637417106 |
| STT | STATE STREET CORP | 93,835 | $6,534 | 0.1% | $49.69 | 0.0% | COMMON STOCK USD1.0 | 857477103 |
| ESNT | ESSENT GROUP LTD | 245,136 | $6,523 | 0.1% | $20.57 | +10.2% | COMMON STOCK USD.015 | G3198U102 |
| — | MALLINCKRODT PLC | 92,238 | $6,436 | 0.1% | $61.67 | — | COMMON STOCK USD.2 | G5785G107 |
| CTAS | CINTAS CORP | 56,718 | $6,386 | 0.1% | $17.62 | +40.5% | COMMON STOCK | 172908105 |
| RS | RELIANCE STEEL + ALUMINUM | 88,638 | $6,385 | 0.1% | $68.37 | +9.7% | COMMON STOCK | 759509102 |
| WM | WASTE MANAGEMENT INC | 99,737 | $6,359 | 0.1% | $45.28 | +21.8% | COMMON STOCK USD.01 | 94106L109 |
| — | DOW CHEMICAL CO/THE | 120,092 | $6,224 | 0.1% | $44.13 | — | COMMON STOCK USD2.5 | 260543103 |
| EWH | ISHARES MSCI HONG KONG ETF | 279,668 | $6,155 | 0.1% | $19.74 | — | ISHARES MSCI HONG KONG ETF | 464286871 |
| FAF | FIRST AMERICAN FINANCIAL | 156,159 | $6,134 | 0.1% | $29.10 | +4.3% | COMMON STOCK USD.00001 | 31847R102 |
| TX | TERNIUM SA SPONSORED ADR | 311,901 | $6,123 | 0.1% | $23.38 | — | ADR USD1.0 | 880890108 |
| WOR | WORTHINGTON INDUSTRIES | 123,710 | $5,942 | 0.1% | $19.51 | +36.9% | COMMON STOCK | 981811102 |
| MMM | 3M CO | 33,075 | $5,829 | 0.1% | $90.09 | +21.2% | COMMON STOCK USD.01 | 88579Y101 |
| — | POST PROPERTIES INC | 88,056 | $5,823 | 0.1% | $59.61 | — | REIT USD.01 | 737464107 |
| ARW | ARROW ELECTRONICS INC | 90,798 | $5,808 | 0.1% | $51.40 | +25.7% | COMMON STOCK USD1.0 | 042735100 |
| — | DISCOVERY COMMUNICATIONS A | 215,195 | $5,793 | 0.1% | $26.40 | — | COMMON STOCK USD.01 | 25470F104 |
| KHC | KRAFT HEINZ CO/THE | 64,117 | $5,739 | 0.1% | $58.03 | 0.0% | COMMON STOCK USD.01 | 500754106 |
| — | INGRAM MICRO INC CL A | 160,624 | $5,728 | 0.1% | $34.99 | — | COMMON STOCK USD.01 | 457153104 |
| CMI | CUMMINS INC | 44,514 | $5,704 | 0.1% | $92.57 | +2.3% | COMMON STOCK USD2.5 | 231021106 |
| BSX | BOSTON SCIENTIFIC CORP | 231,533 | $5,510 | 0.1% | $23.86 | 0.0% | COMMON STOCK USD.01 | 101137107 |
| PRU | PRUDENTIAL FINANCIAL INC | 67,295 | $5,495 | 0.1% | $47.58 | +5.6% | COMMON STOCK USD.01 | 744320102 |
| PKX | POSCO SPON ADR | 105,476 | $5,388 | 0.1% | $65.47 | — | ADR | 693483109 |
| — | CRANE CO | 85,082 | $5,361 | 0.1% | $63.03 | — | COMMON STOCK USD1.0 | 224399105 |
| EBAY | EBAY INC | 162,500 | $5,346 | 0.1% | $22.63 | +18.7% | COMMON STOCK USD.001 | 278642103 |
| PB | PROSPERITY BANCSHARES INC | 96,407 | $5,292 | 0.1% | $37.40 | +8.3% | COMMON STOCK USD1.0 | 743606105 |
| — | L 3 COMMUNICATIONS HOLDINGS | 35,088 | $5,289 | 0.1% | $111.77 | — | COMMON STOCK USD.01 | 502424104 |
| IP | INTERNATIONAL PAPER CO | 108,897 | $5,225 | 0.1% | $28.13 | +4.9% | COMMON STOCK USD1.0 | 460146103 |
| WAB | WABTEC CORP | 63,362 | $5,174 | 0.1% | $70.95 | -2.1% | COMMON STOCK USD.01 | 929740108 |
| — | FXCM INC | 12,200,000 | $5,124 | 0.1% | $0.76 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| ITW | ILLINOIS TOOL WORKS | 42,745 | $5,123 | 0.1% | $81.56 | +13.9% | COMMON STOCK USD.01 | 452308109 |
| — | ARRIS INTERNATIONAL PLC | 179,572 | $5,087 | 0.1% | $22.92 | — | COMMON STOCK GBP.0001 | G0551A103 |
| ZD | J2 GLOBAL INC | 76,257 | $5,079 | 0.1% | $55.69 | +4.5% | COMMON STOCK USD.01 | 48123V102 |
| — | HSN INC | 127,564 | $5,077 | 0.1% | $49.58 | — | COMMON STOCK USD.01 | 404303109 |
| AEP | AMERICAN ELECTRIC POWER | 77,646 | $4,986 | 0.1% | $38.95 | +24.0% | COMMON STOCK USD6.5 | 025537101 |
| BEN | FRANKLIN RESOURCES INC | 139,800 | $4,973 | 0.1% | $30.07 | -26.6% | COMMON STOCK USD.1 | 354613101 |
| — | BAKER HUGHES INC | 97,906 | $4,941 | 0.1% | $50.47 | — | COMMON STOCK USD1.0 | 057224107 |
| EMN | EASTMAN CHEMICAL CO | 72,916 | $4,935 | 0.1% | $52.50 | -6.3% | COMMON STOCK USD.01 | 277432100 |
| FITB | FIFTH THIRD BANCORP | 241,202 | $4,935 | 0.1% | $12.84 | +7.8% | COMMON STOCK | 316773100 |
| NDSN | NORDSON CORP | 48,625 | $4,845 | 0.1% | $72.81 | +15.5% | COMMON STOCK | 655663102 |
| AFL | AFLAC INC | 67,170 | $4,828 | 0.1% | $28.75 | +1.7% | COMMON STOCK USD.1 | 001055102 |
| SSL | SASOL LTD SPONSORED ADR | 174,490 | $4,767 | 0.1% | $27.15 | — | ADR | 803866300 |
| MCD | MCDONALD S CORP | 41,301 | $4,764 | 0.1% | $88.66 | +6.6% | COMMON STOCK USD.01 | 580135101 |
| LEA | LEAR CORP | 37,600 | $4,558 | 0.1% | $94.33 | +1.1% | COMMON STOCK USD.01 | 521865204 |
| PSA | PUBLIC STORAGE | 20,370 | $4,545 | 0.1% | $113.29 | +41.0% | REIT USD.1 | 74460D109 |
| GT | GOODYEAR TIRE + RUBBER CO | 140,688 | $4,544 | 0.1% | $30.14 | -3.5% | COMMON STOCK | 382550101 |
| GLW | CORNING INC | 190,434 | $4,504 | 0.1% | $14.71 | +18.1% | COMMON STOCK USD.5 | 219350105 |
| — | HOWARD HUGHES CORP/THE | 39,100 | $4,477 | 0.1% | $114.41 | — | COMMON STOCK | 44267D107 |
| — | EXPRESS SCRIPTS HOLDING CO | 63,474 | $4,477 | 0.1% | $77.41 | — | COMMON STOCK USD.01 | 30219G108 |
| ELV | ANTHEM INC | 35,621 | $4,464 | 0.1% | $106.85 | +6.4% | COMMON STOCK USD.01 | 036752103 |
| CRUS | CIRRUS LOGIC INC | 82,891 | $4,406 | 0.1% | $28.29 | +70.0% | COMMON STOCK USD.001 | 172755100 |
| CSL | CARLISLE COS INC | 42,900 | $4,400 | 0.1% | $80.28 | +15.5% | COMMON STOCK USD1.0 | 142339100 |
| POST | POST HOLDINGS INC | 56,735 | $4,378 | 0.1% | $51.40 | +6.7% | COMMON STOCK USD.01 | 737446104 |
| — | LIBERTY INTERACTIVE CORP Q A | 218,124 | $4,365 | 0.1% | $27.64 | — | TRACKING STK USD.01 | 53071M104 |
| D | DOMINION RESOURCES INC/VA | 58,727 | $4,362 | 0.1% | $40.62 | +24.6% | COMMON STOCK | 25746U109 |
| SBUX | STARBUCKS CORP | 80,542 | $4,361 | 0.1% | $39.05 | +17.4% | COMMON STOCK USD.001 | 855244109 |
| URI | UNITED RENTALS INC | 55,551 | $4,360 | 0.1% | $75.62 | -1.8% | COMMON STOCK USD.01 | 911363109 |
| — | ASPEN INSURANCE HOLDINGS LTD | 93,417 | $4,352 | 0.1% | $44.35 | — | COMMON STOCK USD.001514456 | G05384105 |
| LUV | SOUTHWEST AIRLINES CO | 111,391 | $4,332 | 0.1% | $22.69 | +49.8% | COMMON STOCK USD1.0 | 844741108 |
| — | HOSPITALITY PROPERTIES TRUST | 143,070 | $4,252 | 0.1% | $28.56 | — | REIT USD.01 | 44106M102 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 174,097 | $4,244 | 0.1% | $10.87 | +20.5% | COMMON STOCK USD.1 | G4863A108 |
| OGE | OGE ENERGY CORP | 132,711 | $4,196 | 0.1% | $26.84 | +17.9% | COMMON STOCK USD.01 | 670837103 |
| VLO | VALERO ENERGY CORP | 78,668 | $4,169 | 0.1% | $30.94 | +18.7% | COMMON STOCK USD.01 | 91913Y100 |
| EWBC | EAST WEST BANCORP INC | 113,494 | $4,166 | 0.1% | $28.34 | -0.0% | COMMON STOCK USD.001 | 27579R104 |
| HP | HELMERICH + PAYNE | 60,046 | $4,041 | 0.1% | $55.75 | +12.6% | COMMON STOCK USD.1 | 423452101 |
| MCK | MCKESSON CORP | 24,221 | $4,039 | 0.1% | $173.09 | 0.0% | COMMON STOCK USD.01 | 58155Q103 |
| AGO | ASSURED GUARANTY LTD | 144,457 | $4,009 | 0.1% | $22.70 | +1.3% | COMMON STOCK USD.01 | G0585R106 |
| BAC | BANK OF AMERICA CORP | 255,553 | $3,999 | 0.1% | $12.64 | -4.6% | COMMON STOCK USD.01 | 060505104 |
| — | MENTOR GRAPHICS CORP | 151,021 | $3,993 | 0.1% | $20.60 | — | COMMON STOCK | 587200106 |
| KMB | KIMBERLY CLARK CORP | 31,550 | $3,980 | 0.1% | $93.83 | -0.3% | COMMON STOCK USD1.25 | 494368103 |
| — | BED BATH + BEYOND INC | 92,202 | $3,975 | 0.1% | $66.16 | — | COMMON STOCK USD.01 | 075896100 |
| TRN | TRINITY INDUSTRIES INC | 163,737 | $3,959 | 0.1% | $13.24 | -8.4% | COMMON STOCK USD.01 | 896522109 |
| DUK | DUKE ENERGY CORP | 49,215 | $3,939 | 0.1% | $46.02 | +22.5% | COMMON STOCK USD.001 | 26441C204 |
| — | NUANCE COMMUNICATIONS INC | 265,331 | $3,847 | 0.1% | $15.98 | — | COMMON STOCK USD.001 | 67020Y100 |
| MANH | MANHATTAN ASSOCIATES INC | 66,281 | $3,819 | 0.1% | $50.26 | +19.9% | COMMON STOCK USD.01 | 562750109 |
| NEE | NEXTERA ENERGY INC | 31,042 | $3,797 | 0.1% | $16.28 | +52.4% | COMMON STOCK USD.01 | 65339F101 |
| SNA | SNAP ON INC | 24,977 | $3,796 | 0.1% | $95.32 | +29.0% | COMMON STOCK USD1.0 | 833034101 |
| STLD | STEEL DYNAMICS INC | 151,100 | $3,776 | 0.1% | $16.82 | +25.2% | COMMON STOCK USD.005 | 858119100 |
| EOG | EOG RESOURCES INC | 38,674 | $3,740 | 0.1% | $65.14 | 0.0% | COMMON STOCK USD.01 | 26875P101 |
| — | PAREXEL INTERNATIONAL CORP | 53,445 | $3,712 | 0.1% | $63.73 | — | COMMON STOCK USD.01 | 699462107 |
| NDAQ | NASDAQ INC | 54,188 | $3,660 | 0.1% | $14.47 | +37.3% | COMMON STOCK USD.01 | 631103108 |
| — | AMTRUST FINANCIAL SERVICES | 134,140 | $3,599 | 0.1% | $39.06 | — | COMMON STOCK USD.01 | 032359309 |
| BPOP | POPULAR INC | 92,474 | $3,534 | 0.1% | $22.55 | +21.7% | COMMON STOCK USD.01 | 733174700 |
| — | AARON S INC | 131,047 | $3,331 | 0.1% | $24.96 | — | COMMON STOCK USD.5 | 002535300 |
| — | VWR CORP | 117,299 | $3,327 | 0.1% | $28.90 | — | COMMON STOCK USD.01 | 91843L103 |
| SJM | JM SMUCKER CO/THE | 24,527 | $3,324 | 0.1% | $109.93 | 0.0% | COMMON STOCK | 832696405 |
| SNPS | SYNOPSYS INC | 55,664 | $3,304 | 0.1% | $35.52 | +59.9% | COMMON STOCK USD.01 | 871607107 |
| — | DRIL QUIP INC | 59,021 | $3,290 | 0.1% | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| AMCX | AMC NETWORKS INC A | 63,095 | $3,272 | 0.1% | $67.26 | -18.6% | COMMON STOCK | 00164V103 |
| AIZ | ASSURANT INC | 35,213 | $3,248 | 0.1% | $72.72 | 0.0% | COMMON STOCK USD.01 | 04621X108 |
| EPR | EPR PROPERTIES | 41,230 | $3,246 | 0.1% | $54.77 | — | REIT USD.01 | 26884U109 |
| JKHY | JACK HENRY + ASSOCIATES INC | 37,621 | $3,218 | 0.1% | $57.49 | +36.3% | COMMON STOCK USD.01 | 426281101 |
| RDN | RADIAN GROUP INC | 236,843 | $3,209 | 0.1% | $12.53 | -14.8% | COMMON STOCK USD.001 | 750236101 |
| NVDA | NVIDIA CORP | 46,408 | $3,180 | 0.1% | $0.74 | +96.3% | COMMON STOCK USD.001 | 67066G104 |
| ETN | EATON CORP PLC | 48,342 | $3,177 | 0.1% | $51.14 | +3.4% | COMMON STOCK USD.01 | G29183103 |
| ESS | ESSEX PROPERTY TRUST INC | 14,153 | $3,152 | 0.1% | $157.69 | +5.5% | REIT USD.0001 | 297178105 |
| — | UMPQUA HOLDINGS CORP | 201,899 | $3,039 | 0.1% | $16.43 | — | COMMON STOCK | 904214103 |
| MA | MASTERCARD INC A | 29,819 | $3,035 | 0.1% | $88.99 | +2.1% | COMMON STOCK USD.0001 | 57636Q104 |
| URBN | URBAN OUTFITTERS INC | 86,915 | $3,000 | 0.1% | $27.66 | +18.5% | COMMON STOCK USD.0001 | 917047102 |
| AOS | SMITH (A.O.) CORP | 29,984 | $2,962 | 0.1% | $25.20 | +58.5% | COMMON STOCK USD1.0 | 831865209 |
| M | MACY S INC | 79,586 | $2,949 | 0.1% | $41.98 | -13.7% | COMMON STOCK USD.01 | 55616P104 |
| DOX | AMDOCS LTD | 50,563 | $2,925 | 0.1% | $46.71 | +5.3% | COMMON STOCK GBP.0001 | G02602103 |
| — | DYNEGY INC | 231,952 | $2,874 | 0.1% | $22.59 | — | COMMON STOCK USD.01 | 26817R108 |
| AMG | AFFILIATED MANAGERS GROUP | 19,668 | $2,846 | 0.1% | $158.47 | -12.5% | COMMON STOCK USD.01 | 008252108 |
| WKC | WORLD FUEL SERVICES CORP | 60,355 | $2,792 | 0.1% | $43.26 | +6.6% | COMMON STOCK USD.01 | 981475106 |
| INTU | INTUIT INC | 25,168 | $2,769 | 0.1% | $93.11 | +12.0% | COMMON STOCK USD.01 | 461202103 |
| WHR | WHIRLPOOL CORP | 16,400 | $2,659 | 0.1% | $149.07 | +18.8% | COMMON STOCK USD1.0 | 963320106 |
| — | INC RESEARCH HOLDINGS INC A | 59,285 | $2,643 | 0.1% | $45.91 | — | COMMON STOCK USD.01 | 45329R109 |
| ES | EVERSOURCE ENERGY | 48,669 | $2,637 | 0.1% | $36.19 | +12.7% | COMMON STOCK USD5.0 | 30040W108 |
| SO | SOUTHERN CO/THE | 51,134 | $2,623 | 0.1% | $27.98 | +27.2% | COMMON STOCK USD5.0 | 842587107 |
| RHI | ROBERT HALF INTL INC | 69,200 | $2,620 | 0.1% | $54.26 | -29.8% | COMMON STOCK USD.001 | 770323103 |
| WEC | WEC ENERGY GROUP INC | 42,836 | $2,565 | 0.1% | $37.93 | +21.7% | COMMON STOCK USD.01 | 92939U106 |
| PCAR | PACCAR INC | 43,253 | $2,542 | 0.1% | $26.67 | 0.0% | COMMON STOCK USD1.0 | 693718108 |
| LSTR | LANDSTAR SYSTEM INC | 37,246 | $2,536 | 0.1% | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| — | NORDSTROM INC | 48,851 | $2,534 | 0.1% | $55.53 | — | COMMON STOCK | 655664100 |
| ENS | ENERSYS | 36,242 | $2,508 | 0.1% | $52.17 | +16.7% | COMMON STOCK USD.01 | 29275Y102 |
| SWK | STANLEY BLACK + DECKER INC | 20,355 | $2,503 | 0.1% | $94.37 | 0.0% | COMMON STOCK USD2.5 | 854502101 |
| ICUI | ICU MEDICAL INC | 19,667 | $2,486 | 0.1% | $114.43 | +5.4% | COMMON STOCK USD.1 | 44930G107 |
| — | GENERAL MOTORS CO WTS | 177,681 | $2,480 | 0.1% | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| FFIV | F5 NETWORKS INC | 19,800 | $2,468 | 0.1% | $112.91 | +7.5% | COMMON STOCK | 315616102 |
| DLX | DELUXE CORP | 36,667 | $2,450 | 0.1% | $23.94 | +92.1% | COMMON STOCK USD1.0 | 248019101 |
| MKSI | MKS INSTRUMENTS INC | 49,249 | $2,449 | 0.1% | $31.51 | +38.6% | COMMON STOCK | 55306N104 |
| — | REXNORD CORP | 113,030 | $2,420 | 0.1% | $19.23 | — | COMMON STOCK USD.01 | 76169B102 |
| AVT | AVNET INC | 58,882 | $2,418 | 0.1% | $32.83 | 0.0% | COMMON STOCK USD1.0 | 053807103 |
| EXR | EXTRA SPACE STORAGE INC | 30,215 | $2,399 | 0.1% | $42.46 | +39.4% | REIT USD.01 | 30225T102 |
| — | RETAIL OPPORTUNITY INVESTMEN | 108,627 | $2,385 | 0.1% | $14.11 | — | REIT USD.0001 | 76131N101 |
| CAR | AVIS BUDGET GROUP INC | 69,700 | $2,384 | 0.1% | $36.99 | -7.0% | COMMON STOCK USD.01 | 053774105 |
| AMBA | AMBARELLA INC | 32,221 | $2,372 | 0.1% | $42.78 | +46.4% | COMMON STOCK USD.00045 | G037AX101 |
| — | SCRIPPS NETWORKS INTER CL A | 37,184 | $2,361 | 0.1% | $53.38 | — | COMMON STOCK USD.01 | 811065101 |
| GBX | GREENBRIER COMPANIES INC | 66,766 | $2,357 | 0.1% | $30.76 | -18.7% | COMMON STOCK | 393657101 |
| — | DEAN FOODS CO | 142,713 | $2,340 | 0.1% | $17.60 | — | COMMON STOCK USD.01 | 242370203 |
| TILE | INTERFACE INC | 139,783 | $2,333 | 0.1% | $16.70 | 0.0% | COMMON STOCK USD.1 | 458665304 |
| ACN | ACCENTURE PLC CL A | 19,032 | $2,325 | 0.1% | $76.02 | +29.1% | COMMON STOCK USD.0000225 | G1151C101 |
| AGX | ARGAN INC | 38,430 | $2,275 | 0.1% | $27.65 | +38.8% | COMMON STOCK USD.15 | 04010E109 |
| — | STAMPS.COM INC | 24,066 | $2,274 | 0.1% | $84.21 | — | COMMON STOCK USD.001 | 852857200 |
| — | SENIOR HOUSING PROP TRUST | 99,900 | $2,269 | 0.1% | $21.70 | — | REIT USD.01 | 81721M109 |
| SANM | SANMINA CORP | 79,353 | $2,259 | 0.1% | $22.47 | +20.5% | COMMON STOCK USD.01 | 801056102 |
| SYY | SYSCO CORP | 46,100 | $2,259 | 0.1% | $33.81 | +19.0% | COMMON STOCK USD1.0 | 871829107 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 155,235 | $2,237 | 0.1% | $16.59 | -20.7% | COMMON STOCK USD.0001 | 42727J102 |
| O | REALTY INCOME CORP | 33,285 | $2,228 | 0.0% | $35.52 | +19.3% | REIT USD1.0 | 756109104 |
| — | DELPHI AUTOMOTIVE PLC | 31,230 | $2,227 | 0.0% | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| — | XL GROUP LTD | 66,152 | $2,225 | 0.0% | $33.63 | — | COMMON STOCK | G98294104 |
| NOC | NORTHROP GRUMMAN CORP | 10,381 | $2,221 | 0.0% | $181.60 | +2.5% | COMMON STOCK USD1.0 | 666807102 |
| ZION | ZIONS BANCORPORATION | 71,300 | $2,212 | 0.0% | $28.41 | 0.0% | COMMON STOCK | 989701107 |
| WDC | WESTERN DIGITAL CORP | 37,656 | $2,202 | 0.0% | $37.85 | -12.5% | COMMON STOCK USD.01 | 958102105 |
| CE | CELANESE CORP SERIES A | 32,700 | $2,177 | 0.0% | $53.37 | +2.4% | COMMON STOCK USD.0001 | 150870103 |
| — | ACTIVISION BLIZZARD INC | 48,851 | $2,164 | 0.0% | $44.30 | — | COMMON STOCK USD.000001 | 00507V109 |
| SNX | SYNNEX CORP | 18,927 | $2,160 | 0.0% | $46.25 | 0.0% | COMMON STOCK USD.001 | 87162W100 |
| SUI | SUN COMMUNITIES INC | 27,304 | $2,143 | 0.0% | $78.49 | — | REIT USD.01 | 866674104 |
| MD | MEDNAX INC | 32,134 | $2,129 | 0.0% | $53.35 | +28.2% | COMMON STOCK USD.01 | 58502B106 |
| UTHR | UNITED THERAPEUTICS CORP | 17,937 | $2,118 | 0.0% | $103.87 | +15.7% | COMMON STOCK USD.01 | 91307C102 |
| DCH | AMERICAN AXLE + MFG HOLDINGS | 122,476 | $2,109 | 0.0% | $16.81 | 0.0% | COMMON STOCK USD.01 | 024061103 |
| TROW | T ROWE PRICE GROUP INC | 31,300 | $2,081 | 0.0% | $54.57 | -9.5% | COMMON STOCK USD.2 | 74144T108 |
| MS | MORGAN STANLEY | 64,829 | $2,078 | 0.0% | $21.74 | +5.1% | COMMON STOCK USD.01 | 617446448 |
| BIIB | BIOGEN INC | 6,615 | $2,071 | 0.0% | $288.32 | +2.7% | COMMON STOCK USD.0005 | 09062X103 |
| — | PRICELINE GROUP INC/THE | 1,400 | $2,060 | 0.0% | $1282.08 | — | COMMON STOCK USD.008 | 741503403 |
| EAT | BRINKER INTERNATIONAL INC | 40,327 | $2,034 | 0.0% | $48.21 | -8.6% | COMMON STOCK USD.1 | 109641100 |
| STZ | CONSTELLATION BRANDS INC A | 12,213 | $2,033 | 0.0% | $116.38 | +22.9% | COMMON STOCK USD.01 | 21036P108 |
| FDP | FRESH DEL MONTE PRODUCE INC | 33,620 | $2,014 | 0.0% | $48.18 | 0.0% | COMMON STOCK USD.01 | G36738105 |
| ORA | ORMAT TECHNOLOGIES INC | 41,396 | $2,004 | 0.0% | $34.05 | +30.3% | COMMON STOCK USD.001 | 686688102 |
| — | LIBERTY PROPERTY TRUST | 49,529 | $1,998 | 0.0% | $39.72 | — | REIT USD.001 | 531172104 |
| OSUR | ORASURE TECHNOLOGIES INC | 248,666 | $1,982 | 0.0% | $6.72 | +10.4% | COMMON STOCK USD.000001 | 68554V108 |
| KR | KROGER CO | 66,152 | $1,963 | 0.0% | $22.49 | +21.8% | COMMON STOCK USD1.0 | 501044101 |
| VAC | MARRIOTT VACATIONS WORLD | 26,611 | $1,951 | 0.0% | $54.53 | +36.1% | COMMON STOCK USD.01 | 57164Y107 |
| CBT | CABOT CORP | 37,079 | $1,943 | 0.0% | $31.35 | +25.5% | COMMON STOCK USD1.0 | 127055101 |
| — | DIGITALGLOBE INC | 70,088 | $1,927 | 0.0% | $21.39 | — | COMMON STOCK USD.001 | 25389M877 |
| CDNS | CADENCE DESIGN SYS INC | 75,369 | $1,924 | 0.0% | $15.28 | +63.7% | COMMON STOCK USD.01 | 127387108 |
| — | NAUTILUS INC | 84,358 | $1,917 | 0.0% | $16.94 | — | COMMON STOCK | 63910B102 |
| KSS | KOHLS CORP | 43,746 | $1,914 | 0.0% | $58.69 | -28.6% | COMMON STOCK USD.01 | 500255104 |
| CAT | CATERPILLAR INC | 21,551 | $1,913 | 0.0% | $68.75 | -4.0% | COMMON STOCK USD1.0 | 149123101 |
| CCL | CARNIVAL CORP | 39,185 | $1,913 | 0.0% | $43.20 | -5.0% | COMMON STOCK USD.01 | 143658300 |
| — | CIT GROUP INC | 52,700 | $1,913 | 0.0% | $38.66 | — | COMMON STOCK USD.01 | 125581801 |
| ALK | ALASKA AIR GROUP INC | 29,029 | $1,912 | 0.0% | $59.16 | +3.8% | COMMON STOCK USD.01 | 011659109 |
| — | LANNETT CO INC | 70,814 | $1,882 | 0.0% | $38.99 | — | COMMON STOCK USD.001 | 516012101 |
| MDXG | MIMEDX GROUP INC | 218,712 | $1,877 | 0.0% | $8.87 | -10.7% | COMMON STOCK USD.001 | 602496101 |
| BIGGQ | BIG LOTS INC | 39,040 | $1,864 | 0.0% | $34.18 | +17.1% | COMMON STOCK USD.01 | 089302103 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 14,248 | $1,853 | 0.0% | $114.42 | 0.0% | COMMON STOCK USD.01 | 98956P102 |
| VRSN | VERISIGN INC | 23,597 | $1,846 | 0.0% | $54.22 | +46.7% | COMMON STOCK USD.001 | 92343E102 |
| AMP | AMERIPRISE FINANCIAL INC | 18,319 | $1,828 | 0.0% | $82.29 | -2.7% | COMMON STOCK USD.01 | 03076C106 |
| — | WEINGARTEN REALTY INVESTORS | 46,552 | $1,815 | 0.0% | $37.52 | — | REIT USD.03 | 948741103 |
| SRE | SEMPRA ENERGY | 16,913 | $1,813 | 0.0% | $31.17 | +29.4% | COMMON STOCK | 816851109 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 35,276 | $1,811 | 0.0% | $55.98 | -14.1% | COMMON STOCK USD.01 | 800422107 |
| COR | AMERISOURCEBERGEN CORP | 22,390 | $1,809 | 0.0% | $66.99 | -4.1% | COMMON STOCK USD.01 | 03073E105 |
| AWR | AMERICAN STATES WATER CO | 45,002 | $1,802 | 0.0% | $33.92 | +1.9% | COMMON STOCK | 029899101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 8,345 | $1,790 | 0.0% | $147.03 | 0.0% | COMMON STOCK USD.01 | 018581108 |
| FE | FIRSTENERGY CORP | 53,908 | $1,783 | 0.0% | $20.59 | +11.8% | COMMON STOCK USD.1 | 337932107 |
| — | AMSURG CORP | 26,434 | $1,772 | 0.0% | $51.08 | — | COMMON STOCK | 03232P405 |
| — | INTEGRATED DEVICE TECH INC | 76,505 | $1,767 | 0.0% | $25.48 | — | COMMON STOCK USD.001 | 458118106 |
| EIX | EDISON INTERNATIONAL | 24,387 | $1,762 | 0.0% | $39.91 | +27.9% | COMMON STOCK | 281020107 |
| CAH | CARDINAL HEALTH INC | 22,655 | $1,760 | 0.0% | $52.67 | +16.7% | COMMON STOCK | 14149Y108 |
| — | CALPINE CORP | 138,448 | $1,750 | 0.0% | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 25,800 | $1,749 | 0.0% | $45.38 | +28.1% | COMMON STOCK USD.01 | 11133T103 |
| WNC | WABASH NATIONAL CORP | 122,244 | $1,741 | 0.0% | $9.79 | +16.0% | COMMON STOCK USD.01 | 929566107 |
| — | LEGACYTEXAS FINANCIAL GROUP | 54,918 | $1,737 | 0.0% | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| — | SINCLAIR BROADCAST GROUP A | 60,085 | $1,735 | 0.0% | $32.54 | — | COMMON STOCK USD.01 | 829226109 |
| PLUS | EPLUS INC | 18,292 | $1,727 | 0.0% | $21.77 | 0.0% | COMMON STOCK USD.01 | 294268107 |
| DHI | DR HORTON INC | 57,073 | $1,724 | 0.0% | $21.52 | +34.4% | COMMON STOCK USD.01 | 23331A109 |
| PIPR | PIPER JAFFRAY COS | 35,615 | $1,720 | 0.0% | $42.71 | +2.0% | COMMON STOCK USD.01 | 724078100 |
| — | E TRADE FINANCIAL CORP | 58,624 | $1,707 | 0.0% | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| TGNA | TEGNA INC | 77,947 | $1,704 | 0.0% | $14.62 | -3.8% | COMMON STOCK USD1.0 | 87901J105 |
| — | SONIC CORP | 64,976 | $1,701 | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| — | JANUS CAPITAL GROUP INC | 121,271 | $1,699 | 0.0% | $14.81 | — | COMMON STOCK USD.01 | 47102X105 |
| — | PS BUSINESS PARKS INC/CA | 14,764 | $1,677 | 0.0% | $88.06 | — | REIT USD.01 | 69360J107 |
| EG | EVEREST RE GROUP LTD | 8,786 | $1,669 | 0.0% | $127.43 | +21.3% | COMMON STOCK USD.01 | G3223R108 |
| LTC | LTC PROPERTIES INC | 31,792 | $1,653 | 0.0% | $51.77 | — | REIT USD.01 | 502175102 |
| — | DUNKIN BRANDS GROUP INC | 31,666 | $1,649 | 0.0% | $50.02 | — | COMMON STOCK USD.001 | 265504100 |
| JLL | JONES LANG LASALLE INC | 14,454 | $1,645 | 0.0% | $136.32 | -19.8% | COMMON STOCK USD.01 | 48020Q107 |
| MTG | MGIC INVESTMENT CORP | 205,234 | $1,642 | 0.0% | $7.44 | 0.0% | COMMON STOCK USD1.0 | 552848103 |
| — | USG CORP | 63,243 | $1,635 | 0.0% | $26.96 | — | COMMON STOCK USD.1 | 903293405 |
| — | RED HAT INC | 20,046 | $1,620 | 0.0% | $73.53 | — | COMMON STOCK USD.0001 | 756577102 |
| — | COLFAX CORP | 51,423 | $1,616 | 0.0% | $28.59 | — | COMMON STOCK USD.001 | 194014106 |
| DNOW | NOW INC | 75,000 | $1,607 | 0.0% | $20.00 | 0.0% | COMMON STOCK USD.01 | 67011P100 |
| LZB | LA Z BOY INC | 64,999 | $1,596 | 0.0% | $27.44 | +2.5% | COMMON STOCK USD1.0 | 505336107 |
| — | HILL ROM HOLDINGS INC | 25,710 | $1,594 | 0.0% | $39.32 | — | COMMON STOCK | 431475102 |
| MET | METLIFE INC | 35,621 | $1,583 | 0.0% | $28.92 | -5.3% | COMMON STOCK USD.01 | 59156R108 |
| IT | GARTNER INC | 17,600 | $1,557 | 0.0% | $88.55 | +5.9% | COMMON STOCK USD.0005 | 366651107 |
| USFD | US FOODS HOLDING CORP | 65,610 | $1,549 | 0.0% | $24.27 | 0.0% | COMMON STOCK USD.01 | 912008109 |
| — | TESSERA TECHNOLOGIES INC | 40,157 | $1,544 | 0.0% | $33.50 | — | COMMON STOCK USD.001 | 88164L100 |
| AMAT | APPLIED MATERIALS INC | 50,886 | $1,534 | 0.0% | $25.12 | 0.0% | COMMON STOCK USD.01 | 038222105 |
| SRCE | 1ST SOURCE CORP | 42,675 | $1,523 | 0.0% | $35.69 | — | COMMON STOCK | 336901103 |
| — | PDC ENERGY INC | 22,600 | $1,516 | 0.0% | $67.08 | — | COMMON STOCK USD.01 | 69327R101 |
| — | INVESTORS BANCORP INC | 124,324 | $1,493 | 0.0% | $12.04 | — | COMMON STOCK USD.01 | 46146L101 |
| NMIH | NMI HOLDINGS INC CLASS A | 195,833 | $1,492 | 0.0% | $5.67 | +23.4% | COMMON STOCK USD.01 | 629209305 |
| — | CONTROL4 CORP | 120,664 | $1,482 | 0.0% | $10.91 | — | COMMON STOCK USD.0001 | 21240D107 |
| CLDT | CHATHAM LODGING TRUST | 75,854 | $1,460 | 0.0% | $20.64 | — | REIT USD.01 | 16208T102 |
| — | XEROX CORP | 143,961 | $1,458 | 0.0% | $11.13 | — | COMMON STOCK USD1.0 | 984121103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 9,160 | $1,457 | 0.0% | $150.09 | 0.0% | COMMON STOCK USD1.0 | 883556102 |
| THG | HANOVER INSURANCE GROUP INC/ | 19,307 | $1,456 | 0.0% | $59.00 | +2.5% | COMMON STOCK USD.01 | 410867105 |
| FISV | FISERV INC | 14,554 | $1,448 | 0.0% | $38.67 | +35.6% | COMMON STOCK USD.01 | 337738108 |
| — | LASALLE HOTEL PROPERTIES | 60,665 | $1,448 | 0.0% | $30.93 | — | REIT USD.01 | 517942108 |
| MCS | MARCUS CORPORATION | 56,952 | $1,426 | 0.0% | $20.47 | +11.9% | COMMON STOCK USD1.0 | 566330106 |
| CPB | CAMPBELL SOUP CO | 26,054 | $1,425 | 0.0% | $43.37 | +3.2% | COMMON STOCK USD.0375 | 134429109 |
| — | WEST CORP | 64,413 | $1,422 | 0.0% | $20.15 | — | COMMON STOCK USD.001 | 952355204 |
| — | US SILICA HOLDINGS INC | 30,483 | $1,419 | 0.0% | $23.34 | — | COMMON STOCK USD.01 | 90346E103 |
| ROL | ROLLINS INC | 48,300 | $1,414 | 0.0% | $10.46 | +8.2% | COMMON STOCK USD1.0 | 775711104 |
| — | SUCAMPO PHARMACEUTICALS CL A | 114,704 | $1,412 | 0.0% | $12.77 | — | COMMON STOCK USD.01 | 864909106 |
| CNO | CNO FINANCIAL GROUP INC | 91,741 | $1,401 | 0.0% | $13.27 | 0.0% | COMMON STOCK USD.01 | 12621E103 |
| FIX | COMFORT SYSTEMS USA INC | 47,572 | $1,394 | 0.0% | $26.50 | +5.6% | COMMON STOCK USD.01 | 199908104 |
| MAA | MID AMERICA APARTMENT COMM | 14,796 | $1,391 | 0.0% | $57.04 | +26.4% | REIT USD.01 | 59522J103 |
| MASI | MASIMO CORP | 23,254 | $1,383 | 0.0% | $47.10 | +19.8% | COMMON STOCK USD.001 | 574795100 |
| GSBC | GREAT SOUTHERN BANCORP INC | 33,893 | $1,379 | 0.0% | $39.33 | +2.2% | COMMON STOCK USD.01 | 390905107 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1,370 | 0.0% | $22.59 | -19.6% | COMMON STOCK USD.01 | 59001A102 |
| BXP | BOSTON PROPERTIES INC | 10,025 | $1,366 | 0.0% | $79.42 | +18.1% | REIT USD.01 | 101121101 |
| — | ROWAN COMPANIES PLC A | 89,974 | $1,364 | 0.0% | $16.27 | — | COMMON STOCK USD.125 | G7665A101 |
| — | FIRST MIDWEST BANCORP INC/IL | 70,194 | $1,359 | 0.0% | $18.43 | — | COMMON STOCK USD.01 | 320867104 |
| JACK | JACK IN THE BOX INC | 14,165 | $1,359 | 0.0% | $75.75 | +25.2% | COMMON STOCK USD.01 | 466367109 |
| HPQ | HP INC | 87,525 | $1,359 | 0.0% | $10.47 | 0.0% | COMMON STOCK USD.01 | 40434L105 |
| OKE | ONEOK INC | 26,163 | $1,345 | 0.0% | $15.97 | +67.3% | COMMON STOCK USD.01 | 682680103 |
| — | SELECT INCOME REIT | 49,974 | $1,344 | 0.0% | $20.80 | — | REIT USD.01 | 81618T100 |
| — | BANK OF THE OZARKS | 34,794 | $1,336 | 0.0% | $38.40 | — | COMMON STOCK USD.01 | 063904106 |
| KIM | KIMCO REALTY CORP | 46,042 | $1,333 | 0.0% | $12.40 | +53.8% | REIT USD.01 | 49446R109 |
| KMI | KINDER MORGAN INC | 57,502 | $1,330 | 0.0% | $13.06 | 0.0% | COMMON STOCK USD.01 | 49456B101 |
| WPC | WP CAREY INC | 20,596 | $1,329 | 0.0% | $69.43 | — | REIT USD.001 | 92936U109 |
| — | SUPERIOR ENERGY SERVICES INC | 73,818 | $1,321 | 0.0% | $16.49 | — | COMMON STOCK USD.001 | 868157108 |
| — | HMS HOLDINGS CORP | 59,452 | $1,318 | 0.0% | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| STC | STEWART INFORMATION SERVICES | 29,604 | $1,316 | 0.0% | $35.63 | +25.9% | COMMON STOCK USD1.0 | 860372101 |
| — | KNOLL INC | 56,686 | $1,295 | 0.0% | $23.95 | — | COMMON STOCK USD.01 | 498904200 |
| APOG | APOGEE ENTERPRISES INC | 28,920 | $1,292 | 0.0% | $38.62 | 0.0% | COMMON STOCK USD.333 | 037598109 |
| — | CHESAPEAKE LODGING TRUST | 56,416 | $1,292 | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| — | WEBMD HEALTH CORP | 25,809 | $1,283 | 0.0% | $45.61 | — | COMMON STOCK USD.01 | 94770V102 |
| ANIK | ANIKA THERAPEUTICS INC | 26,709 | $1,278 | 0.0% | $14.42 | +242.4% | COMMON STOCK USD.01 | 035255108 |
| — | NATIONAL OILWELL VARCO INC | 34,500 | $1,268 | 0.0% | $31.51 | — | COMMON STOCK USD.01 | 637071101 |
| — | OMEGA PROTEIN CORP | 54,140 | $1,265 | 0.0% | $14.30 | — | COMMON STOCK USD.01 | 68210P107 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1,258 | 0.0% | $30.76 | -6.2% | COMMON STOCK USD.5 | 591520200 |
| — | PRIVATEBANCORP INC | 27,382 | $1,257 | 0.0% | $39.73 | — | COMMON STOCK | 742962103 |
| — | DEVRY EDUCATION GROUP INC | 54,500 | $1,257 | 0.0% | $17.84 | — | COMMON STOCK USD.01 | 251893103 |
| SWX | SOUTHWEST GAS CORP | 17,937 | $1,253 | 0.0% | $73.74 | 0.0% | COMMON STOCK USD1.0 | 844895102 |
| EVR | EVERCORE PARTNERS INC CL A | 24,292 | $1,251 | 0.0% | $40.05 | +2.5% | COMMON STOCK USD.01 | 29977A105 |
| — | WESTERN REFINING INC | 47,235 | $1,250 | 0.0% | $39.13 | — | COMMON STOCK USD.01 | 959319104 |
| GAP | GAP INC/THE | 54,683 | $1,216 | 0.0% | $26.48 | -34.6% | COMMON STOCK USD.05 | 364760108 |
| — | SPARTANNASH CO | 41,094 | $1,188 | 0.0% | $30.32 | — | COMMON STOCK | 847215100 |
| — | TALEN ENERGY CORP | 85,291 | $1,181 | 0.0% | $13.55 | — | COMMON STOCK USD.001 | 87422J105 |
| TTMI | TTM TECHNOLOGIES | 102,111 | $1,169 | 0.0% | $9.89 | 0.0% | COMMON STOCK USD.001 | 87305R109 |
| — | CORENERGY INFRASTRUCTURE TRU | 39,782 | $1,167 | 0.0% | $28.86 | — | REIT USD.001 | 21870U502 |
| — | CA INC | 35,203 | $1,165 | 0.0% | $32.84 | — | COMMON STOCK USD.1 | 12673P105 |
| DTE | DTE ENERGY COMPANY | 12,304 | $1,153 | 0.0% | $41.71 | +42.8% | COMMON STOCK | 233331107 |
| — | HIBBETT SPORTS INC | 28,876 | $1,152 | 0.0% | $43.66 | — | COMMON STOCK USD.01 | 428567101 |
| CAL | CALERES INC | 45,445 | $1,149 | 0.0% | $22.56 | -1.4% | COMMON STOCK USD.01 | 129500104 |
| ORI | OLD REPUBLIC INTL CORP | 64,686 | $1,140 | 0.0% | $8.67 | +7.7% | COMMON STOCK USD1.0 | 680223104 |
| — | SEAGATE TECHNOLOGY | 29,400 | $1,133 | 0.0% | $36.66 | — | COMMON STOCK USD.00001 | G7945M107 |
| VNO | VORNADO REALTY TRUST | 11,195 | $1,133 | 0.0% | $101.21 | — | REIT USD.04 | 929042109 |
| — | POLYONE CORPORATION | 33,476 | $1,132 | 0.0% | $35.24 | — | COMMON STOCK USD.01 | 73179P106 |
| — | RUDOLPH TECHNOLOGIES INC | 63,638 | $1,129 | 0.0% | $17.74 | — | COMMON STOCK USD.001 | 781270103 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 67,934 | $1,112 | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| — | FMC TECHNOLOGIES INC | 36,900 | $1,095 | 0.0% | $33.47 | — | COMMON STOCK USD.01 | 30249U101 |
| PNR | PENTAIR PLC | 17,000 | $1,092 | 0.0% | $27.52 | +31.9% | COMMON STOCK USD.01 | G7S00T104 |
| HCKT | HACKETT GROUP INC/THE | 66,003 | $1,090 | 0.0% | $14.88 | +2.6% | COMMON STOCK USD.001 | 404609109 |
| — | LINKEDIN CORP A | 5,700 | $1,089 | 0.0% | $189.30 | — | COMMON STOCK USD.0001 | 53578A108 |
| NSIT | INSIGHT ENTERPRISES INC | 33,439 | $1,088 | 0.0% | $20.13 | +46.0% | COMMON STOCK USD.01 | 45765U103 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 39,953 | $1,087 | 0.0% | $26.94 | +19.1% | COMMON STOCK | 82312B106 |
| — | CHIMERA INVESTMENT CORP | 67,900 | $1,083 | 0.0% | $15.95 | — | REIT USD.01 | 16934Q208 |
| ROK | ROCKWELL AUTOMATION INC | 8,800 | $1,077 | 0.0% | $91.63 | +7.0% | COMMON STOCK USD1.0 | 773903109 |
| — | BRIGHTCOVE | 81,451 | $1,063 | 0.0% | $13.05 | — | COMMON STOCK USD.001 | 10921T101 |
| — | GOVERNMENT PROPERTIES INCOME | 46,853 | $1,060 | 0.0% | $23.47 | — | REIT USD.01 | 38376A103 |
| BDC | BELDEN INC | 15,333 | $1,058 | 0.0% | $67.54 | 0.0% | COMMON STOCK USD.01 | 077454106 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 15,000 | $1,057 | 0.0% | $54.33 | +3.4% | COMMON STOCK USD.1 | 12541W209 |
| EQR | EQUITY RESIDENTIAL | 16,405 | $1,055 | 0.0% | $46.57 | -2.3% | REIT USD.01 | 29476L107 |
| PHM | PULTEGROUP INC | 52,600 | $1,054 | 0.0% | $15.66 | +18.5% | COMMON STOCK USD.01 | 745867101 |
| MAS | MASCO CORP | 30,600 | $1,050 | 0.0% | $19.21 | +56.5% | COMMON STOCK USD1.0 | 574599106 |
| PEB | PEBBLEBROOK HOTEL TRUST | 39,430 | $1,049 | 0.0% | $30.89 | — | REIT USD.01 | 70509V100 |
| — | SBA COMMUNICATIONS CORP CL A | 9,300 | $1,043 | 0.0% | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| MRSH | MARSH + MCLENNAN COS | 15,500 | $1,042 | 0.0% | $57.32 | 0.0% | COMMON STOCK USD1.0 | 571748102 |
| — | VONAGE HOLDINGS CORP | 157,635 | $1,042 | 0.0% | $6.10 | — | COMMON STOCK USD.001 | 92886T201 |
| SYK | STRYKER CORP | 8,900 | $1,036 | 0.0% | $88.17 | +19.0% | COMMON STOCK USD.1 | 863667101 |
| GTN | GRAY TELEVISION INC | 100,040 | $1,036 | 0.0% | $15.14 | -28.0% | COMMON STOCK | 389375106 |
| — | DUPONT FABROS TECHNOLOGY | 24,844 | $1,025 | 0.0% | $44.17 | — | REIT USD.001 | 26613Q106 |
| MPC | MARATHON PETROLEUM CORP | 25,169 | $1,022 | 0.0% | $36.21 | -16.2% | COMMON STOCK | 56585A102 |
| — | ST JUDE MEDICAL INC | 12,800 | $1,021 | 0.0% | $77.97 | — | COMMON STOCK USD.1 | 790849103 |
| EEFT | EURONET WORLDWIDE INC | 12,437 | $1,018 | 0.0% | $76.11 | +0.7% | COMMON STOCK USD.02 | 298736109 |
| — | TIME WARNER INC | 12,760 | $1,016 | 0.0% | $72.56 | — | COMMON STOCK USD.01 | 887317303 |
| CVLT | COMMVAULT SYSTEMS INC | 19,010 | $1,010 | 0.0% | $75.06 | -33.0% | COMMON STOCK USD.01 | 204166102 |
| HUN | HUNTSMAN CORP | 62,070 | $1,010 | 0.0% | $20.40 | -22.4% | COMMON STOCK USD.01 | 447011107 |
| RSG | REPUBLIC SERVICES INC | 20,000 | $1,009 | 0.0% | $37.09 | +18.2% | COMMON STOCK USD.01 | 760759100 |
| — | NCI BUILDING SYSTEMS INC | 68,887 | $1,005 | 0.0% | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| CENX | CENTURY ALUMINUM COMPANY | 144,032 | $1,001 | 0.0% | $6.40 | +6.7% | COMMON STOCK USD.01 | 156431108 |
| — | FNFV GROUP | 79,390 | $991 | 0.0% | $11.47 | — | TRACKING STK USD.0001 | 31620R402 |
| SPSC | SPS COMMERCE INC | 13,320 | $978 | 0.0% | $25.88 | +26.9% | COMMON STOCK USD.001 | 78463M107 |
| — | ARGO GROUP INTERNATIONAL | 17,326 | $978 | 0.0% | $56.45 | — | COMMON STOCK USD1.0 | G0464B107 |
| — | AKORN INC | 35,683 | $973 | 0.0% | $27.27 | — | COMMON STOCK | 009728106 |
| LEU | CENTRUS ENERGY CORP CLASS A | 242,444 | $970 | 0.0% | $51.25 | -93.2% | COMMON STOCK USD.1 | 15643U104 |
| SWKS | SKYWORKS SOLUTIONS INC | 12,700 | $967 | 0.0% | $57.24 | 0.0% | COMMON STOCK USD.25 | 83088M102 |
| QLYS | QUALYS INC | 24,670 | $942 | 0.0% | $30.58 | +9.5% | COMMON STOCK USD.001 | 74758T303 |
| — | BENEFICIAL BANCORP INC | 64,038 | $942 | 0.0% | $14.71 | — | COMMON STOCK USD.01 | 08171T102 |
| NFG | NATIONAL FUEL GAS CO | 17,232 | $932 | 0.0% | $48.02 | +17.7% | COMMON STOCK USD1.0 | 636180101 |
| TRNO | TERRENO REALTY CORP | 33,746 | $928 | 0.0% | $25.87 | — | REIT USD.01 | 88146M101 |
| — | FEDERAL REALTY INVS TRUST | 6,014 | $926 | 0.0% | $151.34 | — | REIT USD.01 | 313747206 |
| — | ANNALY CAPITAL MANAGEMENT IN | 88,200 | $926 | 0.0% | $10.50 | — | REIT USD.01 | 035710409 |
| — | FIVE PRIME THERAPEUTICS INC | 17,629 | $925 | 0.0% | $52.47 | — | COMMON STOCK USD.001 | 33830X104 |
| — | RICE ENERGY INC | 35,300 | $922 | 0.0% | $24.79 | — | COMMON STOCK USD.01 | 762760106 |
| REI | RING ENERGY INC | 83,788 | $917 | 0.0% | $8.01 | +16.8% | COMMON STOCK USD.001 | 76680V108 |
| PFBC | PREFERRED BANK/LOS ANGELES | 25,628 | $916 | 0.0% | $32.35 | +4.0% | COMMON STOCK | 740367404 |
| — | NORTEL NETWORKS CORP | 1,000,000 | $908 | 0.0% | $0.85 | — | COMPANY GUAR 04/14 2.125 | 656568AE2 |
| — | OASIS PETROLEUM INC | 79,151 | $908 | 0.0% | $8.11 | — | COMMON STOCK USD.01 | 674215108 |
| — | SYNOVUS FINANCIAL CORP | 27,878 | $907 | 0.0% | $28.90 | — | COMMON STOCK USD1.0 | 87161C501 |
| — | SANDERSON FARMS INC | 9,355 | $901 | 0.0% | $96.31 | — | COMMON STOCK USD1.0 | 800013104 |
| FSS | FEDERAL SIGNAL CORP | 67,890 | $900 | 0.0% | $14.13 | -15.5% | COMMON STOCK USD1.0 | 313855108 |
| CLX | CLOROX COMPANY | 7,100 | $889 | 0.0% | $96.11 | +4.3% | COMMON STOCK USD1.0 | 189054109 |
| OII | OCEANEERING INTL INC | 32,300 | $889 | 0.0% | $31.14 | -11.1% | COMMON STOCK USD.25 | 675232102 |
| KFY | KORN/FERRY INTERNATIONAL | 42,250 | $887 | 0.0% | $22.58 | -11.8% | COMMON STOCK USD.01 | 500643200 |
| — | GULFPORT ENERGY CORP | 31,366 | $886 | 0.0% | $28.40 | — | COMMON STOCK USD.01 | 402635304 |
| — | WHITEWAVE FOODS CO | 16,100 | $876 | 0.0% | $54.41 | — | COMMON STOCK USD.01 | 966244105 |
| MTRX | MATRIX SERVICE CO | 46,686 | $876 | 0.0% | $19.31 | -9.4% | COMMON STOCK USD.01 | 576853105 |
| GPRE | GREEN PLAINS INC | 33,236 | $871 | 0.0% | $23.35 | 0.0% | COMMON STOCK USD.001 | 393222104 |
| AJG | ARTHUR J GALLAGHER + CO | 17,100 | $870 | 0.0% | $39.55 | +7.3% | COMMON STOCK USD1.0 | 363576109 |
| PRTA | PROTHENA CORP PLC | 14,475 | $868 | 0.0% | $46.28 | +15.9% | COMMON STOCK USD.01 | G72800108 |
| CNC | CENTENE CORP | 12,904 | $864 | 0.0% | $29.92 | +16.1% | COMMON STOCK USD.001 | 15135B101 |
| MHO | M/I HOMES INC | 36,627 | $863 | 0.0% | $21.59 | +2.5% | COMMON STOCK USD.01 | 55305B101 |
| — | HESKA CORP | 15,709 | $855 | 0.0% | $54.43 | — | COMMON STOCK USD.001 | 42805E306 |
| — | RETROPHIN INC | 38,018 | $851 | 0.0% | $22.38 | — | COMMON STOCK USD.0001 | 761299106 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,278 | $848 | 0.0% | $57.11 | +3.3% | COMMON STOCK USD.01 | 398905109 |
| — | GREAT WESTERN BANCORP INC | 25,365 | $845 | 0.0% | $29.01 | — | COMMON STOCK USD.01 | 391416104 |
| — | INTRALINKS HOLDINGS INC | 83,907 | $844 | 0.0% | $10.06 | — | COMMON STOCK USD.001 | 46118H104 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $840 | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| CPS | COOPER STANDARD HOLDING | 8,500 | $840 | 0.0% | $59.86 | +57.3% | COMMON STOCK USD.001 | 21676P103 |
| KLAC | KLA TENCOR CORP | 12,000 | $837 | 0.0% | $56.10 | +9.6% | COMMON STOCK USD.001 | 482480100 |
| NPKI | NEWPARK RESOURCES INC | 111,622 | $822 | 0.0% | $6.61 | 0.0% | COMMON STOCK USD.01 | 651718504 |
| NVR | NVR INC | 500 | $820 | 0.0% | $1356.36 | +25.6% | COMMON STOCK USD.01 | 62944T105 |
| AMSF | AMERISAFE INC | 13,833 | $813 | 0.0% | $19.64 | +42.0% | COMMON STOCK USD.01 | 03071H100 |
| — | SKECHERS USA INC CL A | 35,491 | $813 | 0.0% | $30.31 | — | COMMON STOCK USD.001 | 830566105 |
| TER | TERADYNE INC | 37,170 | $802 | 0.0% | $18.42 | +6.1% | COMMON STOCK USD.125 | 880770102 |
| MGNX | MACROGENICS INC | 26,768 | $801 | 0.0% | $29.74 | 0.0% | COMMON STOCK USD.01 | 556099109 |
| ENTA | ENANTA PHARMACEUTICALS INC | 30,099 | $801 | 0.0% | $23.23 | 0.0% | COMMON STOCK USD.01 | 29251M106 |
| — | INDEPENDENT BANK GROUP INC | 17,786 | $786 | 0.0% | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| ABEV | AMBEV SA ADR | 128,761 | $784 | 0.0% | $5.91 | — | ADR | 02319V103 |
| ALRM | ALARM.COM HOLDINGS INC | 27,150 | $784 | 0.0% | $21.21 | +31.4% | COMMON STOCK | 011642105 |
| — | CAPITAL BANK FINANCIAL CL A | 24,406 | $784 | 0.0% | $31.27 | — | COMMON STOCK | 139794101 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,400 | $782 | 0.0% | $83.19 | — | COMMON STOCK USD.001 | 55608B105 |
| — | AMAG PHARMACEUTICALS INC | 31,901 | $782 | 0.0% | $42.37 | — | COMMON STOCK USD.01 | 00163U106 |
| AOSL | ALPHA + OMEGA SEMICONDUCTOR | 35,783 | $777 | 0.0% | $17.96 | 0.0% | COMMON STOCK | G6331P104 |
| — | SMITH + WESSON HOLDING CORP | 28,844 | $767 | 0.0% | $22.22 | — | COMMON STOCK USD.001 | 831756101 |
| FHI | FEDERATED INVESTORS INC CL B | 25,621 | $759 | 0.0% | $16.58 | +21.0% | COMMON STOCK | 314211103 |
| LEN | LENNAR CORP A | 17,861 | $756 | 0.0% | $43.06 | -6.2% | COMMON STOCK USD.1 | 526057104 |
| KAI | KADANT INC | 14,490 | $755 | 0.0% | $33.91 | +46.5% | COMMON STOCK USD.01 | 48282T104 |
| PBYI | PUMA BIOTECHNOLOGY INC | 11,177 | $749 | 0.0% | $50.56 | 0.0% | COMMON STOCK USD.0001 | 74587V107 |
| — | MERIDIAN BANCORP INC | 47,924 | $746 | 0.0% | $14.77 | — | COMMON STOCK | 58958U103 |
| FLO | FLOWERS FOODS INC | 49,208 | $744 | 0.0% | $11.44 | 0.0% | COMMON STOCK USD.01 | 343498101 |
| — | PIEDMONT NATURAL GAS CO | 12,200 | $732 | 0.0% | $57.05 | — | COMMON STOCK | 720186105 |
| — | ROFIN SINAR TECHNOLOGIES INC | 22,700 | $730 | 0.0% | $32.20 | — | COMMON STOCK USD.01 | 775043102 |
| — | SHUTTERFLY INC | 16,310 | $728 | 0.0% | $44.64 | — | COMMON STOCK USD.0001 | 82568P304 |
| — | HALYARD HEALTH INC | 20,623 | $715 | 0.0% | $33.32 | — | COMMON STOCK USD.01 | 40650V100 |
| — | SAEXPLORATION HOLDINGS INC | 86,409 | $710 | 0.0% | $8.22 | — | COMMON STOCK USD.0001 | 78636X204 |
| ADC | AGREE REALTY CORP | 14,181 | $701 | 0.0% | $33.98 | — | REIT USD.0001 | 008492100 |
| GDDY | GODADDY INC CLASS A | 20,300 | $701 | 0.0% | $31.33 | +1.8% | COMMON STOCK USD.001 | 380237107 |
| — | VALSPAR CORP/THE | 6,600 | $700 | 0.0% | $106.97 | — | COMMON STOCK USD.5 | 920355104 |
| AES | AES CORP | 54,400 | $699 | 0.0% | $8.82 | 0.0% | COMMON STOCK USD.01 | 00130H105 |
| RPM | RPM INTERNATIONAL INC | 12,992 | $698 | 0.0% | $41.42 | +28.1% | COMMON STOCK USD.01 | 749685103 |
| EQT | EQT CORP | 9,600 | $697 | 0.0% | $35.80 | +1.7% | COMMON STOCK | 26884L109 |
| FRCB | FIRST REPUBLIC BANK/CA | 9,000 | $694 | 0.0% | $70.30 | 0.0% | COMMON STOCK USD.01 | 33616C100 |
| — | UBIQUITI NETWORKS INC | 12,841 | $687 | 0.0% | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| LIVN | LIVANOVA PLC | 11,319 | $680 | 0.0% | $60.62 | -5.1% | COMMON STOCK GBP1.0 | G5509L101 |
| MOH | MOLINA HEALTHCARE INC | 11,663 | $680 | 0.0% | $61.01 | -9.7% | COMMON STOCK USD.001 | 60855R100 |
| — | TAILORED BRANDS INC | 42,693 | $670 | 0.0% | $15.69 | — | COMMON STOCK USD.01 | 87403A107 |
| — | MERITOR INC | 59,897 | $667 | 0.0% | $10.03 | — | COMMON STOCK USD1.0 | 59001K100 |
| CPF | CENTRAL PACIFIC FINANCIAL CO | 26,196 | $660 | 0.0% | $15.78 | +9.4% | COMMON STOCK | 154760409 |
| — | ABIOMED INC | 5,049 | $649 | 0.0% | $76.27 | — | COMMON STOCK USD.01 | 003654100 |
| — | MB FINANCIAL INC | 16,608 | $632 | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | ACCELERON PHARMA INC | 17,350 | $628 | 0.0% | $34.01 | — | COMMON STOCK USD.001 | 00434H108 |
| — | SPECTRA ENERGY CORP | 14,600 | $624 | 0.0% | $42.74 | — | COMMON STOCK USD.001 | 847560109 |
| — | SAGE THERAPEUTICS INC | 13,528 | $623 | 0.0% | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| — | SHIP FINANCE INTL LTD | 42,071 | $620 | 0.0% | $16.25 | — | COMMON STOCK USD.01 | G81075106 |
| — | MONOTYPE IMAGING HOLDINGS IN | 28,010 | $619 | 0.0% | $23.26 | — | COMMON STOCK USD.001 | 61022P100 |
| BSRR | SIERRA BANCORP | 32,854 | $616 | 0.0% | $12.49 | +3.3% | COMMON STOCK | 82620P102 |
| — | EL PASO ELECTRIC CO | 12,993 | $608 | 0.0% | $45.87 | — | COMMON STOCK | 283677854 |
| — | CST BRANDS INC | 12,600 | $606 | 0.0% | $48.10 | — | COMMON STOCK USD.01 | 12646R105 |
| — | ISLE OF CAPRI CASINOS | 27,100 | $604 | 0.0% | $22.29 | — | COMMON STOCK USD.01 | 464592104 |
| — | INFOBLOX INC | 22,900 | $604 | 0.0% | $26.38 | — | COMMON STOCK USD.0001 | 45672H104 |
| — | CHEMTURA CORP | 18,400 | $604 | 0.0% | $32.83 | — | COMMON STOCK USD.01 | 163893209 |
| — | WESTAR ENERGY INC | 10,600 | $602 | 0.0% | $56.13 | — | COMMON STOCK USD5.0 | 95709T100 |
| IFF | INTL FLAVORS + FRAGRANCES | 4,208 | $602 | 0.0% | $97.48 | +10.0% | COMMON STOCK USD.125 | 459506101 |
| — | STARZ A | 19,100 | $596 | 0.0% | $29.90 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | PARKWAY PROPERTIES INC | 34,700 | $590 | 0.0% | $16.74 | — | REIT USD.001 | 70159Q104 |
| HNI | HNI CORP | 14,721 | $586 | 0.0% | $50.64 | 0.0% | COMMON STOCK USD1.0 | 404251100 |
| PFGC | PERFORMANCE FOOD GROUP CO | 23,501 | $583 | 0.0% | $26.09 | 0.0% | COMMON STOCK USD.01 | 71377A103 |
| — | SAPIENS INTERNATIONAL CORP | 45,649 | $583 | 0.0% | $10.20 | — | COMMON STOCK USD.01 | N7716A151 |
| — | BATS GLOBAL MARKETS INC | 19,300 | $582 | 0.0% | $30.16 | — | COMMON STOCK USD.01 | 05491G109 |
| — | FEDERATED NATIONAL HOLDING C | 30,972 | $579 | 0.0% | $26.17 | — | COMMON STOCK USD.01 | 31422T101 |
| KFRC | KFORCE INC | 26,626 | $546 | 0.0% | $18.59 | +0.2% | COMMON STOCK USD.01 | 493732101 |
| UNFI | UNITED NATURAL FOODS INC | 13,045 | $522 | 0.0% | $39.62 | +15.9% | COMMON STOCK USD.01 | 911163103 |
| AMWD | AMERICAN WOODMARK CORP | 6,428 | $518 | 0.0% | $78.15 | 0.0% | COMMON STOCK | 030506109 |
| — | CARRIZO OIL + GAS INC | 12,731 | $517 | 0.0% | $30.95 | — | COMMON STOCK USD.01 | 144577103 |
| — | SPEEDWAY MOTORSPORTS INC | 28,416 | $508 | 0.0% | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| — | CEPHEID | 9,600 | $506 | 0.0% | $52.71 | — | COMMON STOCK | 15670R107 |
| — | INCONTACT INC | 36,100 | $505 | 0.0% | $13.85 | — | COMMON STOCK USD.0001 | 45336E109 |
| — | AVG TECHNOLOGIES | 20,200 | $505 | 0.0% | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | FLEETMATICS GROUP PLC | 8,400 | $504 | 0.0% | $43.32 | — | COMMON STOCK EUR.015 | G35569105 |
| TBI | TRUEBLUE INC | 21,990 | $498 | 0.0% | $23.15 | -5.6% | COMMON STOCK | 89785X101 |
| — | NEVRO CORP | 4,754 | $496 | 0.0% | $104.33 | — | COMMON STOCK USD.001 | 64157F103 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 20,027 | $495 | 0.0% | $12.32 | +83.7% | COMMON STOCK USD.001 | 868459108 |
| ATNI | ATN INTERNATIONAL INC | 7,615 | $495 | 0.0% | $56.80 | 0.0% | COMMON STOCK USD.01 | 00215F107 |
| CBRL | CRACKER BARREL OLD COUNTRY | 3,708 | $490 | 0.0% | $76.64 | +34.6% | COMMON STOCK USD.01 | 22410J106 |
| — | DEPOMED INC | 19,572 | $489 | 0.0% | $19.62 | — | COMMON STOCK | 249908104 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 18,620 | $488 | 0.0% | $24.88 | +4.8% | COMMON STOCK USD.001 | 681116109 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 10,079 | $487 | 0.0% | $49.68 | +1.8% | COMMON STOCK USD.01 | 74112D101 |
| — | NEENAH PAPER INC | 6,051 | $478 | 0.0% | $72.38 | — | COMMON STOCK USD.01 | 640079109 |
| — | CLIFFS NATURAL RESOURCES INC | 79,127 | $463 | 0.0% | $5.85 | — | COMMON STOCK USD.125 | 18683K101 |
| — | WMIH CORP | 196,172 | $459 | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| KWR | QUAKER CHEMICAL CORP | 4,276 | $453 | 0.0% | $80.82 | +20.8% | COMMON STOCK USD1.0 | 747316107 |
| — | H+E EQUIPMENT SERVICES INC | 26,854 | $450 | 0.0% | $17.54 | — | COMMON STOCK USD.01 | 404030108 |
| — | NEUSTAR INC CLASS A | 16,874 | $449 | 0.0% | $24.59 | — | COMMON STOCK USD.001 | 64126X201 |
| — | IMPAX LABORATORIES INC | 18,841 | $447 | 0.0% | $23.72 | — | COMMON STOCK USD.01 | 45256B101 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 25,974 | $441 | 0.0% | $14.01 | -11.8% | COMMON STOCK USD.0001 | 910710102 |
| — | INSYS THERAPEUTICS INC | 36,606 | $432 | 0.0% | $11.80 | — | COMMON STOCK USD.0002145 | 45824V209 |
| PLNT | PLANET FITNESS INC CL A | 21,225 | $426 | 0.0% | $15.99 | +28.7% | COMMON STOCK USD.0001 | 72703H101 |
| HUBS | HUBSPOT INC | 7,386 | $426 | 0.0% | $54.27 | 0.0% | COMMON STOCK USD.001 | 443573100 |
| — | LEXMARK INTERNATIONAL INC A | 10,500 | $420 | 0.0% | $37.71 | — | COMMON STOCK USD.01 | 529771107 |
| — | 2U INC | 10,833 | $415 | 0.0% | $38.31 | — | COMMON STOCK USD.001 | 90214J101 |
| FICO | FAIR ISAAC CORP | 3,276 | $408 | 0.0% | $124.73 | 0.0% | COMMON STOCK USD.01 | 303250104 |
| — | WADDELL + REED FINANCIAL A | 22,300 | $405 | 0.0% | $18.16 | — | COMMON STOCK USD.01 | 930059100 |
| — | JOY GLOBAL INC | 14,600 | $405 | 0.0% | $27.74 | — | COMMON STOCK USD1.0 | 481165108 |
| LGND | LIGAND PHARMACEUTICALS | 3,957 | $404 | 0.0% | $46.64 | +57.4% | COMMON STOCK USD.001 | 53220K504 |
| — | RACKSPACE HOSTING INC | 12,700 | $402 | 0.0% | $31.65 | — | COMMON STOCK USD.001 | 750086100 |
| — | NORTHWEST NATURAL GAS CO | 6,655 | $400 | 0.0% | $64.82 | — | COMMON STOCK USD3.167 | 667655104 |
| — | BIOSPECIFICS TECHNOLOGIES | 8,749 | $400 | 0.0% | $39.89 | — | COMMON STOCK USD.001 | 090931106 |
| — | CABOT MICROELECTRONICS CORP | 7,513 | $398 | 0.0% | $45.35 | — | COMMON STOCK USD.001 | 12709P103 |
| — | RITE AID CORP | 50,800 | $391 | 0.0% | $7.82 | — | COMMON STOCK USD1.0 | 767754104 |
| — | NEFF CORP CLASS A | 40,928 | $389 | 0.0% | $10.92 | — | COMMON STOCK USD.01 | 640094207 |
| ROG | ROGERS CORP | 6,333 | $387 | 0.0% | $61.56 | -1.4% | COMMON STOCK USD1.0 | 775133101 |
| — | URSTADT BIDDLE CLASS A | 17,373 | $386 | 0.0% | $20.97 | — | REIT USD.01 | 917286205 |
| — | CAI INTERNATIONAL INC | 46,205 | $382 | 0.0% | $12.34 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $381 | 0.0% | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| — | ESSENDANT INC | 18,433 | $378 | 0.0% | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| — | ENDURANCE SPECIALTY HOLDINGS | 5,755 | $377 | 0.0% | $63.98 | — | COMMON STOCK USD1.0 | G30397106 |
| — | UNIT CORP | 20,291 | $377 | 0.0% | $15.57 | — | COMMON STOCK USD.2 | 909218109 |
| SILC | SILICOM LTD | 9,049 | $375 | 0.0% | $36.42 | 0.0% | COMMON STOCK ILS.01 | M84116108 |
| — | SPARK ENERGY INC CLASS A | 12,790 | $373 | 0.0% | $29.16 | — | COMMON STOCK USD.01 | 846511103 |
| XNCR | XENCOR INC | 15,194 | $372 | 0.0% | $21.16 | 0.0% | COMMON STOCK USD.01 | 98401F105 |
| — | REALPAGE INC | 14,181 | $364 | 0.0% | $22.35 | — | COMMON STOCK USD.001 | 75606N109 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 11,693 | $363 | 0.0% | $25.32 | +20.2% | COMMON STOCK | 760281204 |
| — | APPLIED GENETIC TECHNOLOGIES | 36,509 | $357 | 0.0% | $14.13 | — | COMMON STOCK USD.001 | 03820J100 |
| — | WEB.COM GROUP INC | 20,544 | $355 | 0.0% | $24.98 | — | COMMON STOCK USD.001 | 94733A104 |
| OGS | ONE GAS INC | 5,721 | $354 | 0.0% | $56.41 | +12.5% | COMMON STOCK | 68235P108 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 30,600 | $353 | 0.0% | $15.26 | -24.5% | COMMON STOCK USD.01 | 203668108 |
| CDW | CDW CORP/DE | 7,693 | $352 | 0.0% | $32.13 | +22.2% | COMMON STOCK USD.01 | 12514G108 |
| CNXN | PC CONNECTION INC | 13,219 | $349 | 0.0% | $15.71 | +47.1% | COMMON STOCK USD.01 | 69318J100 |
| — | SEMGROUP CORP CLASS A | 9,709 | $343 | 0.0% | $22.40 | — | COMMON STOCK | 81663A105 |
| SPY | SPDR S+P500 ETF TRUST | 1,579 | $342 | 0.0% | $199.14 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| ALGN | ALIGN TECHNOLOGY INC | 3,600 | $338 | 0.0% | $79.47 | +13.8% | COMMON STOCK USD.0001 | 016255101 |
| JRVR | JAMES RIVER GROUP HOLDINGS L | 9,186 | $333 | 0.0% | $35.15 | 0.0% | COMMON STOCK USD.0002 | G5005R107 |
| — | EBIX INC | 5,855 | $333 | 0.0% | $56.87 | — | COMMON STOCK USD.1 | 278715206 |
| MCRI | MONARCH CASINO + RESORT INC | 13,172 | $332 | 0.0% | $16.64 | +41.2% | COMMON STOCK USD.01 | 609027107 |
| HVT | HAVERTY FURNITURE | 16,491 | $330 | 0.0% | $19.56 | 0.0% | COMMON STOCK USD1.0 | 419596101 |
| CALM | CAL MAINE FOODS INC | 8,530 | $329 | 0.0% | $32.41 | +1.2% | COMMON STOCK USD.01 | 128030202 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $318 | 0.0% | $14.71 | — | ADR | 035128206 |
| CIEN | CIENA CORP | 14,580 | $318 | 0.0% | $18.11 | +15.1% | COMMON STOCK USD.01 | 171779309 |
| — | OPHTHOTECH CORP | 6,829 | $315 | 0.0% | $62.28 | — | COMMON STOCK USD.001 | 683745103 |
| — | EMPIRE DISTRICT ELECTRIC CO | 9,200 | $314 | 0.0% | $33.04 | — | COMMON STOCK USD1.0 | 291641108 |
| — | EVERBANK FINANCIAL CORP | 15,700 | $304 | 0.0% | $19.36 | — | COMMON STOCK USD.01 | 29977G102 |
| AMN | AMN HEALTHCARE SERVICES INC | 9,494 | $303 | 0.0% | $26.12 | +45.5% | COMMON STOCK USD.01 | 001744101 |
| — | AMERICAN CAMPUS COMMUNITIES | 5,947 | $303 | 0.0% | $50.95 | — | REIT USD.01 | 024835100 |
| — | LINEAR TECHNOLOGY CORP | 5,100 | $302 | 0.0% | $59.22 | — | COMMON STOCK USD.001 | 535678106 |
| — | ELDORADO RESORTS INC | 21,502 | $302 | 0.0% | $11.44 | — | COMMON STOCK | 28470R102 |
| — | EPIQ SYSTEMS INC | 18,300 | $302 | 0.0% | $16.50 | — | COMMON STOCK USD.01 | 26882D109 |
| — | SUNEDISON SEMICONDUCTOR LTD | 25,800 | $294 | 0.0% | $11.40 | — | COMMON STOCK | Y8213L102 |
| — | SILICON GRAPHICS INTERNATION | 37,788 | $291 | 0.0% | $7.70 | — | COMMON STOCK USD.001 | 82706L108 |
| IDXX | IDEXX LABORATORIES INC | 2,500 | $282 | 0.0% | $105.39 | 0.0% | COMMON STOCK USD.1 | 45168D104 |
| — | LEUCADIA NATIONAL CORP | 14,626 | $278 | 0.0% | $25.79 | — | COMMON STOCK USD1.0 | 527288104 |
| — | ASTORIA FINANCIAL CORP | 18,700 | $273 | 0.0% | $15.83 | — | COMMON STOCK USD.01 | 046265104 |
| — | TRITON INTERNATIONAL LTD/BER | 19,765 | $261 | 0.0% | $13.21 | — | COMMON STOCK USD.01 | G9078F107 |
| — | ION GEOPHYSICAL CORP | 30,400 | $208 | 0.0% | $6.22 | — | COMMON STOCK | 462044207 |
| PCRX | PACIRA PHARMACEUTICALS INC | 5,757 | $197 | 0.0% | $56.62 | -30.8% | COMMON STOCK USD.001 | 695127100 |
| — | DUKE REALTY CORP | 5,900 | $161 | 0.0% | $27.29 | — | REIT USD.01 | 264411505 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 2,151 | $109 | 0.0% | $37.85 | +31.6% | COMMON STOCK USD.001 | 64125C109 |
| RMD | RESMED INC | 1,535 | $99 | 0.0% | $54.66 | +9.6% | COMMON STOCK USD.004 | 761152107 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 1,700 | $84 | 0.0% | $49.41 | — | COMMON STOCK ILS.01 | M2682V108 |
| KODK | EASTMAN KODAK CO | 2,000 | $30 | 0.0% | $25.80 | -38.6% | COMMON STOCK USD.01 | 277461406 |
| — | EASTMAN KODAK CO | 2,771 | $10 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $7 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | VERSO CORP A | 909 | $6 | 0.0% | $6.60 | — | COMMON STOCK | 92531L207 |
| — | SUNTECH POWER HLDGS CO | 18,480,000 | $0 | 0.0% | $0.00 | — | SR UNSECURED 03/13 3 | 86800CAE4 |