Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 1, 2016
Total Value: $4.466B (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 | $668M | 15.0% | $66.97 | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S+P 500 ETF | 2,874,720 | $571M | 12.8% | $198.69 | $184.38 | +7.8% | VANGUARD S+P 500 ETF | 922908363 |
| HDV | ISHARES CORE HIGH DIVIDEND ETF | 1,372,067 | $112M | 2.5% | $81.28 * | $15.92 | +2.1% | ISHARES CORE HIGH DIVIDEND E | 46429B663 |
| AAPL | APPLE INC | 542,196 | $61.3M | 1.4% | $113.05 * | $18.70 | +38.6% | COMMON STOCK USD.00001 | 037833100 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,927,087 | $58.95M | 1.3% | $30.59 | $20.21 | +51.3% | ADR | 874039100 |
| MSFT | MICROSOFT CORP | 871,184 | $50.18M | 1.1% | $57.60 * | $32.77 | +57.1% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 62,649 | $48.7M | 1.1% | $777.28 * | $35.61 | +8.3% | COMMON STOCK USD.001 | 02079K107 |
| XOM | EXXON MOBIL CORP | 526,905 | $45.99M | 1.0% | $87.28 * | $51.93 | +11.3% | COMMON STOCK | 30231G102 |
| AMZN | AMAZON.COM INC | 54,366 | $45.52M | 1.0% | $837.31 * | $25.37 | +65.0% | COMMON STOCK USD.01 | 023135106 |
| NTES | NETEASE INC ADR | 168,443 | $40.56M | 0.9% | $240.78 | $132.43 | +81.8% | ADR USD.0001 | 64110W102 |
| JPM | JPMORGAN CHASE + CO | 590,748 | $39.34M | 0.9% | $66.59 * | $39.93 | +30.0% | COMMON STOCK USD1.0 | 46625H100 |
| PFE | PFIZER INC | 1,104,776 | $37.42M | 0.8% | $33.87 * | $17.44 | +23.0% | COMMON STOCK USD.05 | 717081103 |
| CMCSA | COMCAST CORP CLASS A | 498,294 | $33.06M | 0.7% | $66.34 * | $20.76 | +27.8% | COMMON STOCK USD.01 | 20030N101 |
| PG | PROCTER + GAMBLE CO WHEN DIS | 359,083 | $32.23M | 0.7% | $89.75 * | $57.98 | +20.5% | COMMON STOCK | 742718109 |
| CSCO | CISCO SYSTEMS INC | 993,161 | $31.5M | 0.7% | $31.72 * | $15.79 | +50.6% | COMMON STOCK USD.001 | 17275R102 |
| META | FACEBOOK INC A | 243,607 | $31.25M | 0.7% | $128.27 | $87.84 | +45.0% | COMMON STOCK USD.000006 | 30303M102 |
| V | VISA INC CLASS A SHARES | 377,401 | $31.21M | 0.7% | $82.70 * | $66.36 | +16.8% | COMMON STOCK USD.0001 | 92826C839 |
| C | CITIGROUP INC | 624,473 | $29.49M | 0.7% | $47.23 * | $37.58 | -5.6% | COMMON STOCK USD.01 | 172967424 |
| MRK | MERCK + CO. INC. | 468,742 | $29.25M | 0.7% | $62.41 * | $31.91 | +40.4% | COMMON STOCK USD.5 | 58933Y105 |
| UNH | UNITEDHEALTH GROUP INC | 208,444 | $29.18M | 0.7% | $140.00 * | $93.58 | +29.2% | COMMON STOCK USD.01 | 91324P102 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,602,668 | $28.61M | 0.6% | $7.94 | $7.47 | +6.3% | ADR | 151290889 |
| — | LAM RESEARCH CORP | 280,708 | $26.59M | 0.6% | $94.71 | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| OXY | OCCIDENTAL PETROLEUM CORP | 356,374 | $25.99M | 0.6% | $72.92 * | $57.77 | -2.5% | COMMON STOCK USD.2 | 674599105 |
| — | ALLERGAN PLC | 100,152 | $23.07M | 0.5% | $230.31 | $290.05 | — | COMMON STOCK USD.0033 | G0177J108 |
| T | AT+T INC | 559,079 | $22.7M | 0.5% | $40.61 * | $12.81 | +23.5% | COMMON STOCK USD1.0 | 00206R102 |
| — | CELGENE CORP | 217,205 | $22.7M | 0.5% | $104.53 | $103.14 | — | COMMON STOCK USD.01 | 151020104 |
| BMA | BANCO MACRO SA ADR | 284,529 | $22.26M | 0.5% | $78.25 | $63.93 | +22.4% | ADR | 05961W105 |
| GILD | GILEAD SCIENCES INC | 279,863 | $22.14M | 0.5% | $79.12 * | $63.58 | -11.1% | COMMON STOCK USD.001 | 375558103 |
| HON | HONEYWELL INTERNATIONAL INC | 186,897 | $21.79M | 0.5% | $116.59 * | $74.17 | +16.6% | COMMON STOCK USD1.0 | 438516106 |
| MDT | MEDTRONIC PLC | 249,185 | $21.53M | 0.5% | $86.40 * | $58.30 | +17.6% | COMMON STOCK USD.1 | G5960L103 |
| TXN | TEXAS INSTRUMENTS INC | 304,163 | $21.35M | 0.5% | $70.18 * | $42.68 | +27.2% | COMMON STOCK USD1.0 | 882508104 |
| ORCL | ORACLE CORP | 540,287 | $21.22M | 0.5% | $39.28 * | $28.94 | +18.0% | COMMON STOCK USD.01 | 68389X105 |
| SLB | SCHLUMBERGER LTD | 269,768 | $21.21M | 0.5% | $78.64 * | $61.03 | -1.1% | COMMON STOCK USD.01 | 806857108 |
| JNJ | JOHNSON + JOHNSON | 177,862 | $21.01M | 0.5% | $118.13 * | $64.45 | +41.9% | COMMON STOCK USD1.0 | 478160104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 351,509 | $20.86M | 0.5% | $59.34 * | $37.57 | +25.1% | COMMON STOCK USD2.5 | 026874784 |
| VZ | VERIZON COMMUNICATIONS INC | 395,277 | $20.55M | 0.5% | $51.98 * | $27.06 | +17.8% | COMMON STOCK USD.1 | 92343V104 |
| DAL | DELTA AIR LINES INC | 519,566 | $20.45M | 0.5% | $39.36 * | $22.89 | +53.8% | COMMON STOCK USD.0001 | 247361702 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 132,033 | $19.07M | 0.4% | $144.47 | $137.07 | +5.4% | COMMON STOCK USD.0033 | 084670702 |
| — | HESS CORP | 353,197 | $18.94M | 0.4% | $53.62 | $61.07 | — | COMMON STOCK USD1.0 | 42809H107 |
| HD | HOME DEPOT INC | 144,004 | $18.53M | 0.4% | $128.68 * | $78.98 | +30.4% | COMMON STOCK USD.05 | 437076102 |
| COF | CAPITAL ONE FINANCIAL CORP | 256,581 | $18.43M | 0.4% | $71.83 * | $56.88 | +7.3% | COMMON STOCK USD.01 | 14040H105 |
| HCA | HCA HOLDINGS INC | 236,658 | $17.9M | 0.4% | $75.63 * | $58.24 | +20.7% | COMMON STOCK USD.01 | 40412C101 |
| PEP | PEPSICO INC | 158,691 | $17.26M | 0.4% | $108.77 * | $67.61 | +21.6% | COMMON STOCK USD.017 | 713448108 |
| KO | COCA COLA CO/THE | 406,336 | $17.2M | 0.4% | $42.32 * | $27.96 | +13.2% | COMMON STOCK USD.25 | 191216100 |
| EEM | ISHARES MSCI EMERGING MARKETS | 451,470 | $16.91M | 0.4% | $37.45 | $39.97 | -6.3% | ISHARES MSCI EMERGING MARKET | 464287234 |
| UNP | UNION PACIFIC CORP | 171,596 | $16.74M | 0.4% | $97.53 * | $73.83 | +7.7% | COMMON STOCK USD2.5 | 907818108 |
| CB | CHUBB LTD | 122,218 | $15.36M | 0.3% | $125.65 * | $96.84 | +10.2% | COMMON STOCK | H1467J104 |
| AMT | AMERICAN TOWER CORP | 134,701 | $15.27M | 0.3% | $113.33 * | $79.89 | +12.7% | REIT USD.01 | 03027X100 |
| HPE | HEWLETT PACKARD ENTERPRIS | 667,054 | $15.18M | 0.3% | $22.75 * | $7.65 | +31.9% | COMMON STOCK USD.01 | 42824C109 |
| — | WESTROCK CO | 301,838 | $14.63M | 0.3% | $48.48 | $43.78 | — | COMMON STOCK | 96145D105 |
| AMGN | AMGEN INC | 86,757 | $14.47M | 0.3% | $166.81 * | $107.18 | +17.9% | COMMON STOCK USD.0001 | 031162100 |
| INTC | INTEL CORP | 378,928 | $14.3M | 0.3% | $37.75 * | $21.71 | +40.9% | COMMON STOCK USD.001 | 458140100 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 319,778 | $14.04M | 0.3% | $43.90 * | $34.29 | +3.2% | COMMON STOCK | 609207105 |
| — | EZCORP INC | 14,250,000 | $13.96M | 0.3% | $0.98 | $0.72 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| — | US CONCRETE INC | 300,068 | $13.82M | 0.3% | $46.07 | $18.71 | — | COMMON STOCK USD.001 | 90333L201 |
| SPG | SIMON PROPERTY GROUP INC | 65,025 | $13.46M | 0.3% | $207.01 * | $107.65 | +18.3% | REIT USD.0001 | 828806109 |
| GD | GENERAL DYNAMICS CORP | 85,500 | $13.27M | 0.3% | $155.16 * | $109.99 | +15.1% | COMMON STOCK USD1.0 | 369550108 |
| PPG | PPG INDUSTRIES INC | 127,232 | $13.15M | 0.3% | $103.36 * | $88.30 | -1.3% | COMMON STOCK USD1.67 | 693506107 |
| PM | PHILIP MORRIS INTERNATIONAL | 134,935 | $13.12M | 0.3% | $97.22 * | $49.20 | +24.0% | COMMON STOCK | 718172109 |
| CVX | CHEVRON CORP | 126,156 | $12.98M | 0.3% | $102.92 * | $70.84 | -2.0% | COMMON STOCK USD.75 | 166764100 |
| TGT | TARGET CORP | 188,597 | $12.95M | 0.3% | $68.68 * | $57.99 | -9.9% | COMMON STOCK USD.0833 | 87612E106 |
| — | UNITED TECHNOLOGIES CORP | 126,386 | $12.84M | 0.3% | $101.60 | $106.43 | — | COMMON STOCK USD1.0 | 913017109 |
| MHK | MOHAWK INDUSTRIES INC | 63,635 | $12.75M | 0.3% | $200.35 | $204.00 | -1.8% | COMMON STOCK USD.01 | 608190104 |
| — | INGERSOLL RAND PLC | 183,447 | $12.46M | 0.3% | $67.94 | $63.87 | — | COMMON STOCK USD1.0 | G47791101 |
| USB | US BANCORP | 288,652 | $12.38M | 0.3% | $42.89 * | $23.72 | +28.4% | COMMON STOCK USD.01 | 902973304 |
| CVS | CVS HEALTH CORP | 137,574 | $12.24M | 0.3% | $88.99 * | $54.13 | +23.6% | COMMON STOCK USD.01 | 126650100 |
| WFC | WELLS FARGO + CO | 275,946 | $12.22M | 0.3% | $44.28 * | $34.25 | -0.2% | COMMON STOCK USD1.666 | 949746101 |
| AVB | AVALONBAY COMMUNITIES INC | 68,472 | $12.18M | 0.3% | $177.84 * | $126.64 | +2.7% | REIT USD.01 | 053484101 |
| IBN | ICICI BANK LTD SPON ADR | 1,622,001 | $12.12M | 0.3% | $7.47 | $11.02 | -32.2% | ADR | 45104G104 |
| GM | GENERAL MOTORS CO | 380,414 | $12.09M | 0.3% | $31.77 * | $25.20 | +5.2% | COMMON STOCK USD.01 | 37045V100 |
| — | CITRIX SYSTEMS INC | 139,948 | $11.93M | 0.3% | $85.22 | $75.05 | — | COMMON STOCK USD.001 | 177376100 |
| AAL | AMERICAN AIRLINES GROUP INC | 324,463 | $11.88M | 0.3% | $36.61 * | $35.46 | -0.5% | COMMON STOCK | 02376R102 |
| TSN | TYSON FOODS INC CL A | 158,065 | $11.8M | 0.3% | $74.67 * | $35.93 | +64.2% | COMMON STOCK USD.1 | 902494103 |
| — | WABCO HOLDINGS INC | 101,599 | $11.54M | 0.3% | $113.53 | $113.53 | — | COMMON STOCK USD.01 | 92927K102 |
| — | GENERAL ELECTRIC CO | 389,263 | $11.53M | 0.3% | $29.62 | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| TJX | TJX COMPANIES INC | 152,042 | $11.37M | 0.3% | $74.78 * | $31.40 | +4.5% | COMMON STOCK USD1.0 | 872540109 |
| LYB | LYONDELLBASELL INDU CL A | 140,780 | $11.36M | 0.3% | $80.66 * | $43.06 | +9.8% | COMMON STOCK EUR.04 | N53745100 |
| WMT | WAL MART STORES INC | 154,558 | $11.15M | 0.2% | $72.12 * | $21.22 | -3.5% | COMMON STOCK USD.1 | 931142103 |
| UGI | UGI CORP | 242,800 | $10.98M | 0.2% | $45.24 | $36.19 | +25.0% | COMMON STOCK | 902681105 |
| — | ASPEN TECHNOLOGY INC | 232,218 | $10.87M | 0.2% | $46.79 | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| — | WISDOMTREE JAPAN HEDGED REAL E | 448,607 | $10.74M | 0.2% | $23.94 | $25.36 | — | WISDOMTREE JPN HDG REAL EST | 97717W638 |
| DG | DOLLAR GENERAL CORP | 152,496 | $10.67M | 0.2% | $69.99 * | $65.75 | -5.4% | COMMON STOCK USD.875 | 256677105 |
| EXC | EXELON CORP | 320,393 | $10.67M | 0.2% | $33.29 * | $14.44 | +18.9% | COMMON STOCK | 30161N101 |
| BA | BOEING CO/THE | 80,693 | $10.63M | 0.2% | $131.73 * | $125.25 | -3.2% | COMMON STOCK USD5.0 | 097023105 |
| — | PACWEST BANCORP | 243,774 | $10.46M | 0.2% | $42.91 | $38.73 | — | COMMON STOCK | 695263103 |
| QCOM | QUALCOMM INC | 150,574 | $10.31M | 0.2% | $68.50 * | $40.99 | +29.6% | COMMON STOCK USD.0001 | 747525103 |
| DIS | WALT DISNEY CO/THE | 110,936 | $10.3M | 0.2% | $92.86 * | $61.44 | +40.3% | COMMON STOCK USD.01 | 254687106 |
| — | WYNDHAM WORLDWIDE CORP | 152,957 | $10.3M | 0.2% | $67.33 | $69.81 | — | COMMON STOCK USD.01 | 98310W108 |
| MO | ALTRIA GROUP INC | 162,507 | $10.28M | 0.2% | $63.23 * | $27.61 | +20.7% | COMMON STOCK USD.333 | 02209S103 |
| NWL | NEWELL BRANDS INC | 192,535 | $10.14M | 0.2% | $52.66 * | $18.14 | +95.9% | COMMON STOCK USD1.0 | 651229106 |
| — | MEAD JOHNSON NUTRITION CO | 127,836 | $10.1M | 0.2% | $79.01 | $87.68 | — | COMMON STOCK USD.01 | 582839106 |
| — | REYNOLDS AMERICAN INC | 212,776 | $10.03M | 0.2% | $47.15 | $47.15 | — | COMMON STOCK USD.0001 | 761713106 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 479,145 | $10.01M | 0.2% | $20.90 | $21.41 | -2.4% | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| — | RAYTHEON COMPANY | 72,861 | $9.919M | 0.2% | $136.14 | $116.26 | — | COMMON STOCK USD.01 | 755111507 |
| F | FORD MOTOR CO | 794,365 | $9.588M | 0.2% | $12.07 * | $8.50 | -13.3% | COMMON STOCK USD.01 | 345370860 |
| PH | PARKER HANNIFIN CORP | 75,941 | $9.533M | 0.2% | $125.53 * | $91.63 | +18.7% | COMMON STOCK USD.5 | 701094104 |
| — | LEVEL 3 COMMUNICATIONS INC | 203,922 | $9.458M | 0.2% | $46.38 | $22.04 | — | COMMON STOCK USD.01 | 52729N308 |
| — | QUINTILES IMS HOLDINGS INC | 116,100 | $9.411M | 0.2% | $81.06 | $62.22 | — | COMMON STOCK USD.01 | 74876Y101 |
| — | CIGNA CORP | 72,003 | $9.383M | 0.2% | $130.31 | $110.89 | — | COMMON STOCK USD.25 | 125509109 |
| GS | GOLDMAN SACHS GROUP INC | 57,686 | $9.303M | 0.2% | $161.27 * | $141.63 | -6.1% | COMMON STOCK USD.01 | 38141G104 |
| YPF | YPF S.A. SPONSORED ADR | 505,059 | $9.202M | 0.2% | $18.22 | $19.51 | -6.6% | ADR | 984245100 |
| MTN | VAIL RESORTS INC | 58,200 | $9.13M | 0.2% | $156.87 | $134.76 | +16.4% | COMMON STOCK USD.01 | 91879Q109 |
| ACM | AECOM | 302,350 | $8.989M | 0.2% | $29.73 * | $27.99 | +2.1% | COMMON STOCK USD.01 | 00766T100 |
| CNP | CENTERPOINT ENERGY INC | 383,900 | $8.918M | 0.2% | $23.23 * | $14.73 | +17.6% | COMMON STOCK USD.01 | 15189T107 |
| FDX | FEDEX CORP | 50,946 | $8.899M | 0.2% | $174.68 * | $111.23 | +35.4% | COMMON STOCK USD.1 | 31428X106 |
| BDX | BECTON DICKINSON AND CO | 49,371 | $8.873M | 0.2% | $179.72 * | $103.04 | +48.2% | COMMON STOCK USD1.0 | 075887109 |
| BBY | BEST BUY CO INC | 230,453 | $8.799M | 0.2% | $38.18 * | $23.15 | +19.2% | COMMON STOCK USD.1 | 086516101 |
| GOOGL | ALPHABET INC CL A | 10,904 | $8.767M | 0.2% | $804.02 * | $36.73 | +8.6% | COMMON STOCK USD.001 | 02079K305 |
| IBM | INTL BUSINESS MACHINES CORP | 54,957 | $8.73M | 0.2% | $158.85 * | $104.57 | -2.3% | COMMON STOCK USD.2 | 459200101 |
| VYX | NCR CORPORATION | 269,253 | $8.667M | 0.2% | $32.19 * | $16.49 | +19.8% | COMMON STOCK USD.01 | 62886E108 |
| BC | BRUNSWICK CORP | 175,427 | $8.557M | 0.2% | $48.78 * | $36.46 | +13.7% | COMMON STOCK USD.75 | 117043109 |
| — | DR PEPPER SNAPPLE GROUP INC | 93,136 | $8.504M | 0.2% | $91.31 | $63.67 | — | COMMON STOCK USD.01 | 26138E109 |
| RGA | REINSURANCE GROUP OF AMERICA | 77,990 | $8.418M | 0.2% | $107.94 | $102.08 | +5.7% | COMMON STOCK USD.01 | 759351604 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 53,079 | $8.143M | 0.2% | $153.41 * | $85.41 | +50.0% | COMMON STOCK USD.01 | 446413106 |
| TRV | TRAVELERS COS INC/THE | 70,197 | $8.041M | 0.2% | $114.55 * | $76.13 | +22.9% | COMMON STOCK | 89417E109 |
| CL | COLGATE PALMOLIVE CO | 106,999 | $7.933M | 0.2% | $74.14 * | $53.34 | +11.8% | COMMON STOCK USD1.0 | 194162103 |
| TDG | TRANSDIGM GROUP INC | 27,422 | $7.928M | 0.2% | $289.11 * | $138.38 | +30.6% | COMMON STOCK USD.01 | 893641100 |
| MKTX | MARKETAXESS HOLDINGS INC | 47,700 | $7.899M | 0.2% | $165.60 * | $116.98 | +29.6% | COMMON STOCK USD.003 | 57060D108 |
| PWR | QUANTA SERVICES INC | 281,011 | $7.865M | 0.2% | $27.99 | $22.47 | +22.2% | COMMON STOCK USD.00001 | 74762E102 |
| MUR | MURPHY OIL CORP | 257,723 | $7.835M | 0.2% | $30.40 * | $22.82 | -4.8% | COMMON STOCK USD1.0 | 626717102 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 172,100 | $7.665M | 0.2% | $44.54 | $43.79 | — | COMMON STOCK USD.01 | 848574109 |
| INGR | INGREDION INC | 57,024 | $7.588M | 0.2% | $133.07 | $76.49 | +74.0% | COMMON STOCK USD.01 | 457187102 |
| AZO | AUTOZONE INC | 9,868 | $7.582M | 0.2% | $768.34 | $657.84 | +16.8% | COMMON STOCK USD.01 | 053332102 |
| — | MICHAEL KORS HOLDINGS LTD | 161,922 | $7.576M | 0.2% | $46.79 | $54.02 | — | COMMON STOCK | G60754101 |
| — | DISCOVER FINANCIAL SERVICES | 133,944 | $7.575M | 0.2% | $56.55 | $54.18 | — | COMMON STOCK USD.01 | 254709108 |
| NUE | NUCOR CORP | 152,847 | $7.558M | 0.2% | $49.45 * | $34.75 | +16.1% | COMMON STOCK USD.4 | 670346105 |
| OHI | OMEGA HEALTHCARE INVESTORS | 212,700 | $7.54M | 0.2% | $35.45 | $35.28 | — | REIT USD.1 | 681936100 |
| TXT | TEXTRON INC | 187,510 | $7.454M | 0.2% | $39.75 | $32.17 | +22.0% | COMMON STOCK USD.125 | 883203101 |
| ABBV | ABBVIE INC | 116,302 | $7.335M | 0.2% | $63.07 * | $40.55 | +5.6% | COMMON STOCK USD.01 | 00287Y109 |
| ETR | ENTERGY CORP | 94,900 | $7.282M | 0.2% | $76.73 * | $21.87 | +22.7% | COMMON STOCK USD.01 | 29364G103 |
| IDCC | INTERDIGITAL INC | 90,774 | $7.189M | 0.2% | $79.20 | $65.06 | +21.7% | COMMON STOCK USD.01 | 45867G101 |
| CCK | CROWN HOLDINGS INC | 125,500 | $7.165M | 0.2% | $57.09 * | $49.20 | +10.3% | COMMON STOCK USD5.0 | 228368106 |
| PLD | PROLOGIS INC | 133,445 | $7.145M | 0.2% | $53.54 * | $30.23 | +36.5% | REIT USD.01 | 74340W103 |
| NTAP | NETAPP INC | 198,594 | $7.114M | 0.2% | $35.82 * | $23.48 | +20.2% | COMMON STOCK USD.001 | 64110D104 |
| PNC | PNC FINANCIAL SERVICES GROUP | 78,871 | $7.105M | 0.2% | $90.08 * | $54.13 | +22.8% | COMMON STOCK USD5.0 | 693475105 |
| OC | OWENS CORNING | 132,300 | $7.063M | 0.2% | $53.39 | $51.40 | +3.9% | COMMON STOCK USD.001 | 690742101 |
| PKG | PACKAGING CORP OF AMERICA | 86,205 | $7.005M | 0.2% | $81.26 * | $46.41 | +33.6% | COMMON STOCK USD.01 | 695156109 |
| — | FOOT LOCKER INC | 102,500 | $6.941M | 0.2% | $67.72 | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| EWC | ISHARES MSCI CANADA ETF | 267,548 | $6.873M | 0.2% | $25.69 | $24.49 | +4.9% | ISHARES MSCI CANADA ETF | 464286509 |
| LOW | LOWE S COS INC | 94,649 | $6.835M | 0.2% | $72.21 * | $44.61 | +36.3% | COMMON STOCK USD.5 | 548661107 |
| HOLX | HOLOGIC INC | 173,812 | $6.749M | 0.2% | $38.83 | $30.33 | +28.0% | COMMON STOCK USD.01 | 436440101 |
| MTX | MINERALS TECHNOLOGIES INC | 94,898 | $6.708M | 0.2% | $70.69 * | $57.15 | +19.0% | COMMON STOCK USD.1 | 603158106 |
| NNN | NATIONAL RETAIL PROPERTIES | 129,900 | $6.605M | 0.1% | $50.85 | $40.17 | — | REIT USD.01 | 637417106 |
| STT | STATE STREET CORP | 93,835 | $6.534M | 0.1% | $69.63 * | $49.69 | +7.1% | COMMON STOCK USD1.0 | 857477103 |
| ESNT | ESSENT GROUP LTD | 245,136 | $6.523M | 0.1% | $26.61 * | $20.57 | +15.7% | COMMON STOCK USD.015 | G3198U102 |
| — | MALLINCKRODT PLC | 92,238 | $6.436M | 0.1% | $69.78 | $61.67 | — | COMMON STOCK USD.2 | G5785G107 |
| CTAS | CINTAS CORP | 56,718 | $6.386M | 0.1% | $112.59 * | $17.62 | +44.4% | COMMON STOCK | 172908105 |
| RS | RELIANCE STEEL + ALUMINUM | 88,638 | $6.385M | 0.1% | $72.03 | $68.37 | +5.3% | COMMON STOCK | 759509102 |
| WM | WASTE MANAGEMENT INC | 99,737 | $6.359M | 0.1% | $63.76 * | $45.28 | +19.3% | COMMON STOCK USD.01 | 94106L109 |
| — | DOW CHEMICAL CO/THE | 120,092 | $6.224M | 0.1% | $51.83 | $44.13 | — | COMMON STOCK USD2.5 | 260543103 |
| EWH | ISHARES MSCI HONG KONG ETF | 279,668 | $6.155M | 0.1% | $22.01 | $20.76 | +6.0% | ISHARES MSCI HONG KONG ETF | 464286871 |
| FAF | FIRST AMERICAN FINANCIAL | 156,159 | $6.134M | 0.1% | $39.28 * | $29.10 | -0.7% | COMMON STOCK USD.00001 | 31847R102 |
| TX | TERNIUM SA SPONSORED ADR | 311,901 | $6.123M | 0.1% | $19.63 | $23.02 | -14.7% | ADR USD1.0 | 880890108 |
| WOR | WORTHINGTON INDUSTRIES | 123,710 | $5.942M | 0.1% | $48.03 * | $19.51 | +51.8% | COMMON STOCK | 981811102 |
| MMM | 3M CO | 33,075 | $5.829M | 0.1% | $176.24 * | $90.09 | +20.0% | COMMON STOCK USD.01 | 88579Y101 |
| — | POST PROPERTIES INC | 88,056 | $5.823M | 0.1% | $66.13 | $59.61 | — | REIT USD.01 | 737464107 |
| ARW | ARROW ELECTRONICS INC | 90,798 | $5.808M | 0.1% | $63.97 | $51.40 | +24.5% | COMMON STOCK USD1.0 | 042735100 |
| — | DISCOVERY COMMUNICATIONS A | 215,195 | $5.793M | 0.1% | $26.92 | $26.40 | — | COMMON STOCK USD.01 | 25470F104 |
| KHC | KRAFT HEINZ CO/THE | 64,117 | $5.739M | 0.1% | $89.51 * | $58.03 | +1.6% | COMMON STOCK USD.01 | 500754106 |
| — | INGRAM MICRO INC CL A | 160,624 | $5.728M | 0.1% | $35.66 | $34.99 | — | COMMON STOCK USD.01 | 457153104 |
| CMI | CUMMINS INC | 44,514 | $5.704M | 0.1% | $128.14 * | $92.57 | +8.5% | COMMON STOCK USD2.5 | 231021106 |
| BSX | BOSTON SCIENTIFIC CORP | 231,533 | $5.51M | 0.1% | $23.80 | $23.86 | -0.2% | COMMON STOCK USD.01 | 101137107 |
| PRU | PRUDENTIAL FINANCIAL INC | 67,295 | $5.495M | 0.1% | $81.66 * | $47.58 | +12.9% | COMMON STOCK USD.01 | 744320102 |
| PKX | POSCO SPON ADR | 105,476 | $5.388M | 0.1% | $51.08 | $69.58 | -26.6% | ADR | 693483109 |
| — | CRANE CO | 85,082 | $5.361M | 0.1% | $63.01 | $63.03 | — | COMMON STOCK USD1.0 | 224399105 |
| EBAY | EBAY INC | 162,500 | $5.346M | 0.1% | $32.90 * | $22.63 | +29.4% | COMMON STOCK USD.001 | 278642103 |
| PB | PROSPERITY BANCSHARES INC | 96,407 | $5.292M | 0.1% | $54.89 * | $37.40 | +12.6% | COMMON STOCK USD1.0 | 743606105 |
| — | L 3 COMMUNICATIONS HOLDINGS | 35,088 | $5.289M | 0.1% | $150.74 | $111.77 | — | COMMON STOCK USD.01 | 502424104 |
| IP | INTERNATIONAL PAPER CO | 108,897 | $5.225M | 0.1% | $47.98 * | $28.13 | +8.5% | COMMON STOCK USD1.0 | 460146103 |
| WAB | WABTEC CORP | 63,362 | $5.174M | 0.1% | $81.66 * | $70.95 | +9.0% | COMMON STOCK USD.01 | 929740108 |
| — | FXCM INC | 12,200,000 | $5.124M | 0.1% | $0.42 | $0.76 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| ITW | ILLINOIS TOOL WORKS | 42,745 | $5.123M | 0.1% | $119.85 * | $81.56 | +18.2% | COMMON STOCK USD.01 | 452308109 |
| — | ARRIS INTERNATIONAL PLC | 179,572 | $5.087M | 0.1% | $28.33 | $22.92 | — | COMMON STOCK GBP.0001 | G0551A103 |
| ZD | J2 GLOBAL INC | 76,257 | $5.079M | 0.1% | $66.60 * | $55.69 | +4.0% | COMMON STOCK USD.01 | 48123V102 |
| — | HSN INC | 127,564 | $5.077M | 0.1% | $39.80 | $49.58 | — | COMMON STOCK USD.01 | 404303109 |
| AEP | AMERICAN ELECTRIC POWER | 77,646 | $4.986M | 0.1% | $64.21 * | $38.95 | +18.8% | COMMON STOCK USD6.5 | 025537101 |
| BEN | FRANKLIN RESOURCES INC | 139,800 | $4.973M | 0.1% | $35.57 * | $30.07 | -25.8% | COMMON STOCK USD.1 | 354613101 |
| — | BAKER HUGHES INC | 97,906 | $4.941M | 0.1% | $50.47 | $50.47 | — | COMMON STOCK USD1.0 | 057224107 |
| EMN | EASTMAN CHEMICAL CO | 72,916 | $4.935M | 0.1% | $67.68 * | $52.50 | -4.9% | COMMON STOCK USD.01 | 277432100 |
| FITB | FIFTH THIRD BANCORP | 241,202 | $4.935M | 0.1% | $20.46 * | $12.84 | +14.9% | COMMON STOCK | 316773100 |
| NDSN | NORDSON CORP | 48,625 | $4.845M | 0.1% | $99.64 * | $72.81 | +24.2% | COMMON STOCK | 655663102 |
| AFL | AFLAC INC | 67,170 | $4.828M | 0.1% | $71.88 * | $28.75 | +0.7% | COMMON STOCK USD.1 | 001055102 |
| SSL | SASOL LTD SPONSORED ADR | 174,490 | $4.767M | 0.1% | $27.32 | $28.98 | -5.7% | ADR | 803866300 |
| MCD | MCDONALD S CORP | 41,301 | $4.764M | 0.1% | $115.35 * | $88.66 | +4.3% | COMMON STOCK USD.01 | 580135101 |
| LEA | LEAR CORP | 37,600 | $4.558M | 0.1% | $121.22 * | $94.33 | +7.8% | COMMON STOCK USD.01 | 521865204 |
| PSA | PUBLIC STORAGE | 20,370 | $4.545M | 0.1% | $223.12 * | $113.29 | +35.6% | REIT USD.1 | 74460D109 |
| GT | GOODYEAR TIRE + RUBBER CO | 140,688 | $4.544M | 0.1% | $32.30 | $30.14 | +7.2% | COMMON STOCK | 382550101 |
| GLW | CORNING INC | 190,434 | $4.504M | 0.1% | $23.65 * | $14.71 | +25.7% | COMMON STOCK USD.5 | 219350105 |
| — | EXPRESS SCRIPTS HOLDING CO | 63,474 | $4.477M | 0.1% | $70.53 | $77.41 | — | COMMON STOCK USD.01 | 30219G108 |
| — | HOWARD HUGHES CORP/THE | 39,100 | $4.477M | 0.1% | $114.50 | $114.41 | — | COMMON STOCK | 44267D107 |
| ELV | ANTHEM INC | 35,621 | $4.464M | 0.1% | $125.32 * | $106.85 | +3.7% | COMMON STOCK USD.01 | 036752103 |
| CRUS | CIRRUS LOGIC INC | 82,891 | $4.406M | 0.1% | $53.15 | $28.29 | +87.9% | COMMON STOCK USD.001 | 172755100 |
| CSL | CARLISLE COS INC | 42,900 | $4.4M | 0.1% | $102.56 * | $80.28 | +13.6% | COMMON STOCK USD1.0 | 142339100 |
| POST | POST HOLDINGS INC | 56,735 | $4.378M | 0.1% | $77.17 * | $51.40 | -1.7% | COMMON STOCK USD.01 | 737446104 |
| — | LIBERTY INTERACTIVE CORP Q A | 218,124 | $4.365M | 0.1% | $20.01 | $27.64 | — | TRACKING STK USD.01 | 53071M104 |
| D | DOMINION RESOURCES INC/VA | 58,727 | $4.362M | 0.1% | $74.28 * | $40.62 | +22.2% | COMMON STOCK | 25746U109 |
| SBUX | STARBUCKS CORP | 80,542 | $4.361M | 0.1% | $54.15 * | $39.05 | +13.8% | COMMON STOCK USD.001 | 855244109 |
| URI | UNITED RENTALS INC | 55,551 | $4.36M | 0.1% | $78.49 * | $75.62 | +0.5% | COMMON STOCK USD.01 | 911363109 |
| — | ASPEN INSURANCE HOLDINGS LTD | 93,417 | $4.352M | 0.1% | $46.59 | $44.35 | — | COMMON STOCK USD.001514456 | G05384105 |
| LUV | SOUTHWEST AIRLINES CO | 111,391 | $4.332M | 0.1% | $38.89 * | $22.69 | +53.4% | COMMON STOCK USD1.0 | 844741108 |
| — | HOSPITALITY PROPERTIES TRUST | 143,070 | $4.252M | 0.1% | $29.72 | $28.56 | — | REIT USD.01 | 44106M102 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 174,097 | $4.244M | 0.1% | $24.38 * | $10.87 | +33.6% | COMMON STOCK USD.1 | G4863A108 |
| OGE | OGE ENERGY CORP | 132,711 | $4.196M | 0.1% | $31.62 | $26.84 | +17.8% | COMMON STOCK USD.01 | 670837103 |
| VLO | VALERO ENERGY CORP | 78,668 | $4.169M | 0.1% | $52.99 * | $30.94 | +18.5% | COMMON STOCK USD.01 | 91913Y100 |
| EWBC | EAST WEST BANCORP INC | 113,494 | $4.166M | 0.1% | $36.71 * | $28.34 | +4.5% | COMMON STOCK USD.001 | 27579R104 |
| HP | HELMERICH + PAYNE | 60,046 | $4.041M | 0.1% | $67.30 | $55.75 | +20.7% | COMMON STOCK USD.1 | 423452101 |
| MCK | MCKESSON CORP | 24,221 | $4.039M | 0.1% | $166.76 * | $173.09 | -10.4% | COMMON STOCK USD.01 | 58155Q103 |
| AGO | ASSURED GUARANTY LTD | 144,457 | $4.009M | 0.1% | $27.75 * | $22.70 | +4.5% | COMMON STOCK USD.01 | G0585R106 |
| BAC | BANK OF AMERICA CORP | 255,553 | $3.999M | 0.1% | $15.65 * | $12.64 | +0.6% | COMMON STOCK USD.01 | 060505104 |
| — | MENTOR GRAPHICS CORP | 151,021 | $3.993M | 0.1% | $26.44 | $20.60 | — | COMMON STOCK | 587200106 |
| KMB | KIMBERLY CLARK CORP | 31,550 | $3.98M | 0.1% | $126.15 * | $93.83 | -2.3% | COMMON STOCK USD1.25 | 494368103 |
| — | BED BATH + BEYOND INC | 92,202 | $3.975M | 0.1% | $43.11 | $66.16 | — | COMMON STOCK USD.01 | 075896100 |
| TRN | TRINITY INDUSTRIES INC | 163,737 | $3.959M | 0.1% | $24.18 * | $13.24 | -3.1% | COMMON STOCK USD.01 | 896522109 |
| DUK | DUKE ENERGY CORP | 49,215 | $3.939M | 0.1% | $80.04 * | $46.02 | +18.9% | COMMON STOCK USD.001 | 26441C204 |
| — | NUANCE COMMUNICATIONS INC | 265,331 | $3.847M | 0.1% | $14.50 | $15.98 | — | COMMON STOCK USD.001 | 67020Y100 |
| MANH | MANHATTAN ASSOCIATES INC | 66,281 | $3.819M | 0.1% | $57.62 | $50.26 | +14.6% | COMMON STOCK USD.01 | 562750109 |
| NEE | NEXTERA ENERGY INC | 31,042 | $3.797M | 0.1% | $122.32 * | $16.28 | +48.6% | COMMON STOCK USD.01 | 65339F101 |
| SNA | SNAP ON INC | 24,977 | $3.796M | 0.1% | $151.98 * | $95.32 | +27.1% | COMMON STOCK USD1.0 | 833034101 |
| STLD | STEEL DYNAMICS INC | 151,100 | $3.776M | 0.1% | $24.99 * | $16.82 | +23.2% | COMMON STOCK USD.005 | 858119100 |
| EOG | EOG RESOURCES INC | 38,674 | $3.74M | 0.1% | $96.71 * | $65.14 | +10.2% | COMMON STOCK USD.01 | 26875P101 |
| — | PAREXEL INTERNATIONAL CORP | 53,445 | $3.712M | 0.1% | $69.45 | $63.73 | — | COMMON STOCK USD.01 | 699462107 |
| NDAQ | NASDAQ INC | 54,188 | $3.66M | 0.1% | $67.54 * | $14.47 | +34.3% | COMMON STOCK USD.01 | 631103108 |
| — | AMTRUST FINANCIAL SERVICES | 134,140 | $3.599M | 0.1% | $26.83 | $39.06 | — | COMMON STOCK USD.01 | 032359309 |
| BPOP | POPULAR INC | 92,474 | $3.534M | 0.1% | $38.22 * | $22.55 | +31.0% | COMMON STOCK USD.01 | 733174700 |
| — | AARON S INC | 131,047 | $3.331M | 0.1% | $25.42 | $24.96 | — | COMMON STOCK USD.5 | 002535300 |
| — | VWR CORP | 117,299 | $3.327M | 0.1% | $28.36 | $28.90 | — | COMMON STOCK USD.01 | 91843L103 |
| SJM | JM SMUCKER CO/THE | 24,527 | $3.324M | 0.1% | $135.52 * | $109.93 | -7.5% | COMMON STOCK | 832696405 |
| SNPS | SYNOPSYS INC | 55,664 | $3.304M | 0.1% | $59.36 | $35.52 | +67.1% | COMMON STOCK USD.01 | 871607107 |
| — | DRIL QUIP INC | 59,021 | $3.29M | 0.1% | $55.74 | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| AMCX | AMC NETWORKS INC A | 63,095 | $3.272M | 0.1% | $51.86 | $67.26 | -22.9% | COMMON STOCK | 00164V103 |
| AIZ | ASSURANT INC | 35,213 | $3.248M | 0.1% | $92.24 * | $72.72 | +5.9% | COMMON STOCK USD.01 | 04621X108 |
| EPR | EPR PROPERTIES | 41,230 | $3.246M | 0.1% | $78.73 | $54.77 | — | REIT USD.01 | 26884U109 |
| JKHY | JACK HENRY + ASSOCIATES INC | 37,621 | $3.218M | 0.1% | $85.54 * | $57.49 | +33.3% | COMMON STOCK USD.01 | 426281101 |
| RDN | RADIAN GROUP INC | 236,843 | $3.209M | 0.1% | $13.55 * | $12.53 | -10.5% | COMMON STOCK USD.001 | 750236101 |
| NVDA | NVIDIA CORP | 46,408 | $3.18M | 0.1% | $68.52 * | $0.74 | +128.0% | COMMON STOCK USD.001 | 67066G104 |
| ETN | EATON CORP PLC | 48,342 | $3.177M | 0.1% | $65.72 * | $51.14 | +5.4% | COMMON STOCK USD.01 | G29183103 |
| ESS | ESSEX PROPERTY TRUST INC | 14,153 | $3.152M | 0.1% | $222.71 * | $157.69 | +4.0% | REIT USD.0001 | 297178105 |
| — | UMPQUA HOLDINGS CORP | 201,899 | $3.039M | 0.1% | $15.05 | $16.43 | — | COMMON STOCK | 904214103 |
| MA | MASTERCARD INC A | 29,819 | $3.035M | 0.1% | $101.78 * | $88.99 | +8.4% | COMMON STOCK USD.0001 | 57636Q104 |
| URBN | URBAN OUTFITTERS INC | 86,915 | $3M | 0.1% | $34.52 | $27.66 | +24.8% | COMMON STOCK USD.0001 | 917047102 |
| AOS | SMITH (A.O.) CORP | 29,984 | $2.962M | 0.1% | $98.79 * | $25.20 | +67.7% | COMMON STOCK USD1.0 | 831865209 |
| M | MACY S INC | 79,586 | $2.949M | 0.1% | $37.05 | $41.98 | -11.7% | COMMON STOCK USD.01 | 55616P104 |
| DOX | AMDOCS LTD | 50,563 | $2.925M | 0.1% | $57.85 * | $46.71 | +3.8% | COMMON STOCK GBP.0001 | G02602103 |
| — | DYNEGY INC | 231,952 | $2.874M | 0.1% | $12.39 | $22.59 | — | COMMON STOCK USD.01 | 26817R108 |
| AMG | AFFILIATED MANAGERS GROUP | 19,668 | $2.846M | 0.1% | $144.70 * | $158.47 | -11.6% | COMMON STOCK USD.01 | 008252108 |
| WKC | WORLD FUEL SERVICES CORP | 60,355 | $2.792M | 0.1% | $46.26 | $43.26 | +6.9% | COMMON STOCK USD.01 | 981475106 |
| INTU | INTUIT INC | 25,168 | $2.769M | 0.1% | $110.02 * | $93.11 | +10.2% | COMMON STOCK USD.01 | 461202103 |
| WHR | WHIRLPOOL CORP | 16,400 | $2.659M | 0.1% | $162.13 | $149.07 | +8.8% | COMMON STOCK USD1.0 | 963320106 |
| — | INC RESEARCH HOLDINGS INC A | 59,285 | $2.643M | 0.1% | $44.58 | $45.91 | — | COMMON STOCK USD.01 | 45329R109 |
| ES | EVERSOURCE ENERGY | 48,669 | $2.637M | 0.1% | $54.18 * | $36.19 | +8.9% | COMMON STOCK USD5.0 | 30040W108 |
| SO | SOUTHERN CO/THE | 51,134 | $2.623M | 0.1% | $51.30 * | $27.98 | +24.5% | COMMON STOCK USD5.0 | 842587107 |
| RHI | ROBERT HALF INTL INC | 69,200 | $2.62M | 0.1% | $37.86 | $54.26 | -30.2% | COMMON STOCK USD.001 | 770323103 |
| WEC | WEC ENERGY GROUP INC | 42,836 | $2.565M | 0.1% | $59.88 * | $37.93 | +17.1% | COMMON STOCK USD.01 | 92939U106 |
| PCAR | PACCAR INC | 43,253 | $2.542M | 0.1% | $58.77 * | $26.67 | +3.2% | COMMON STOCK USD1.0 | 693718108 |
| LSTR | LANDSTAR SYSTEM INC | 37,246 | $2.536M | 0.1% | $68.09 | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| — | NORDSTROM INC | 48,851 | $2.534M | 0.1% | $51.87 | $55.53 | — | COMMON STOCK | 655664100 |
| ENS | ENERSYS | 36,242 | $2.508M | 0.1% | $69.20 * | $52.17 | +21.5% | COMMON STOCK USD.01 | 29275Y102 |
| SWK | STANLEY BLACK + DECKER INC | 20,355 | $2.503M | 0.1% | $122.97 * | $94.37 | +2.2% | COMMON STOCK USD2.5 | 854502101 |
| ICUI | ICU MEDICAL INC | 19,667 | $2.486M | 0.1% | $126.40 | $114.43 | +10.4% | COMMON STOCK USD.1 | 44930G107 |
| — | GENERAL MOTORS CO WTS | 177,681 | $2.48M | 0.1% | $13.96 | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| FFIV | F5 NETWORKS INC | 19,800 | $2.468M | 0.1% | $124.65 | $112.91 | +10.4% | COMMON STOCK | 315616102 |
| DLX | DELUXE CORP | 36,667 | $2.45M | 0.1% | $66.82 * | $23.94 | +89.0% | COMMON STOCK USD1.0 | 248019101 |
| MKSI | MKS INSTRUMENTS INC | 49,249 | $2.449M | 0.1% | $49.73 * | $31.51 | +46.4% | COMMON STOCK | 55306N104 |
| — | REXNORD CORP | 113,030 | $2.42M | 0.1% | $21.41 | $19.23 | — | COMMON STOCK USD.01 | 76169B102 |
| AVT | AVNET INC | 58,882 | $2.418M | 0.1% | $41.07 * | $32.83 | +1.0% | COMMON STOCK USD1.0 | 053807103 |
| EXR | EXTRA SPACE STORAGE INC | 30,215 | $2.399M | 0.1% | $79.40 * | $42.46 | +32.2% | REIT USD.01 | 30225T102 |
| — | RETAIL OPPORTUNITY INVESTMEN | 108,627 | $2.385M | 0.1% | $21.96 | $14.11 | — | REIT USD.0001 | 76131N101 |
| CAR | AVIS BUDGET GROUP INC | 69,700 | $2.384M | 0.1% | $34.20 * | $36.99 | -12.1% | COMMON STOCK USD.01 | 053774105 |
| AMBA | AMBARELLA INC | 32,221 | $2.372M | 0.1% | $73.62 | $42.78 | +72.1% | COMMON STOCK USD.00045 | G037AX101 |
| — | SCRIPPS NETWORKS INTER CL A | 37,184 | $2.361M | 0.1% | $63.50 | $53.38 | — | COMMON STOCK USD.01 | 811065101 |
| GBX | GREENBRIER COMPANIES INC | 66,766 | $2.357M | 0.1% | $35.30 * | $30.76 | -12.2% | COMMON STOCK | 393657101 |
| — | DEAN FOODS CO | 142,713 | $2.34M | 0.1% | $16.40 | $17.60 | — | COMMON STOCK USD.01 | 242370203 |
| TILE | INTERFACE INC | 139,783 | $2.333M | 0.1% | $16.69 | $16.70 | -0.1% | COMMON STOCK USD.1 | 458665304 |
| ACN | ACCENTURE PLC CL A | 19,032 | $2.325M | 0.1% | $122.16 * | $76.02 | +38.5% | COMMON STOCK USD.0000225 | G1151C101 |
| AGX | ARGAN INC | 38,430 | $2.275M | 0.1% | $59.20 * | $27.65 | +67.5% | COMMON STOCK USD.15 | 04010E109 |
| — | STAMPS.COM INC | 24,066 | $2.274M | 0.1% | $94.49 | $84.21 | — | COMMON STOCK USD.001 | 852857200 |
| — | SENIOR HOUSING PROP TRUST | 99,900 | $2.269M | 0.1% | $22.71 | $21.70 | — | REIT USD.01 | 81721M109 |
| SANM | SANMINA CORP | 79,353 | $2.259M | 0.1% | $28.47 | $22.47 | +26.7% | COMMON STOCK USD.01 | 801056102 |
| SYY | SYSCO CORP | 46,100 | $2.259M | 0.1% | $49.00 * | $33.81 | +13.6% | COMMON STOCK USD1.0 | 871829107 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 155,235 | $2.237M | 0.1% | $14.41 | $16.59 | -13.1% | COMMON STOCK USD.0001 | 42727J102 |
| O | REALTY INCOME CORP | 33,285 | $2.228M | 0.0% | $66.94 * | $35.52 | +17.8% | REIT USD1.0 | 756109104 |
| — | DELPHI AUTOMOTIVE PLC | 31,230 | $2.227M | 0.0% | $71.31 | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| — | XL GROUP LTD | 66,152 | $2.225M | 0.0% | $33.63 | $33.63 | — | COMMON STOCK | G98294104 |
| NOC | NORTHROP GRUMMAN CORP | 10,381 | $2.221M | 0.0% | $213.95 * | $181.60 | +1.6% | COMMON STOCK USD1.0 | 666807102 |
| ZION | ZIONS BANCORPORATION | 71,300 | $2.212M | 0.0% | $31.02 | $28.41 | +9.2% | COMMON STOCK | 989701107 |
| WDC | WESTERN DIGITAL CORP | 37,656 | $2.202M | 0.0% | $58.48 * | $37.85 | +3.5% | COMMON STOCK USD.01 | 958102105 |
| CE | CELANESE CORP SERIES A | 32,700 | $2.177M | 0.0% | $66.57 * | $53.37 | +4.4% | COMMON STOCK USD.0001 | 150870103 |
| — | ACTIVISION BLIZZARD INC | 48,851 | $2.164M | 0.0% | $44.30 | $44.30 | — | COMMON STOCK USD.000001 | 00507V109 |
| SNX | SYNNEX CORP | 18,927 | $2.16M | 0.0% | $114.12 * | $46.25 | +10.7% | COMMON STOCK USD.001 | 87162W100 |
| SUI | SUN COMMUNITIES INC | 27,304 | $2.143M | 0.0% | $78.49 | $78.49 | — | REIT USD.01 | 866674104 |
| MD | MEDNAX INC | 32,134 | $2.129M | 0.0% | $66.25 | $53.35 | +24.2% | COMMON STOCK USD.01 | 58502B106 |
| UTHR | UNITED THERAPEUTICS CORP | 17,937 | $2.118M | 0.0% | $118.08 | $103.87 | +13.7% | COMMON STOCK USD.01 | 91307C102 |
| DCH | AMERICAN AXLE + MFG HOLDINGS | 122,476 | $2.109M | 0.0% | $17.22 | $16.81 | +2.5% | COMMON STOCK USD.01 | 024061103 |
| TROW | T ROWE PRICE GROUP INC | 31,300 | $2.081M | 0.0% | $66.49 * | $54.57 | -13.1% | COMMON STOCK USD.2 | 74144T108 |
| MS | MORGAN STANLEY | 64,829 | $2.078M | 0.0% | $32.05 * | $21.74 | +13.2% | COMMON STOCK USD.01 | 617446448 |
| BIIB | BIOGEN INC | 6,615 | $2.071M | 0.0% | $313.08 | $288.32 | +8.6% | COMMON STOCK USD.0005 | 09062X103 |
| — | PRICELINE GROUP INC/THE | 1,400 | $2.06M | 0.0% | $1471.43 | $1282.08 | — | COMMON STOCK USD.008 | 741503403 |
| EAT | BRINKER INTERNATIONAL INC | 40,327 | $2.034M | 0.0% | $50.44 * | $48.21 | -8.0% | COMMON STOCK USD.1 | 109641100 |
| STZ | CONSTELLATION BRANDS INC A | 12,213 | $2.033M | 0.0% | $166.46 * | $116.38 | +24.3% | COMMON STOCK USD.01 | 21036P108 |
| FDP | FRESH DEL MONTE PRODUCE INC | 33,620 | $2.014M | 0.0% | $59.90 * | $48.18 | +3.4% | COMMON STOCK USD.01 | G36738105 |
| ORA | ORMAT TECHNOLOGIES INC | 41,396 | $2.004M | 0.0% | $48.41 * | $34.05 | +33.6% | COMMON STOCK USD.001 | 686688102 |
| — | LIBERTY PROPERTY TRUST | 49,529 | $1.998M | 0.0% | $40.34 | $39.72 | — | REIT USD.001 | 531172104 |
| OSUR | ORASURE TECHNOLOGIES INC | 248,666 | $1.982M | 0.0% | $7.97 | $6.72 | +18.6% | COMMON STOCK USD.000001 | 68554V108 |
| KR | KROGER CO | 66,152 | $1.963M | 0.0% | $29.67 * | $22.49 | +8.9% | COMMON STOCK USD1.0 | 501044101 |
| VAC | MARRIOTT VACATIONS WORLD | 26,611 | $1.951M | 0.0% | $73.32 | $54.53 | +34.4% | COMMON STOCK USD.01 | 57164Y107 |
| CBT | CABOT CORP | 37,079 | $1.943M | 0.0% | $52.40 * | $31.35 | +33.4% | COMMON STOCK USD1.0 | 127055101 |
| — | DIGITALGLOBE INC | 70,088 | $1.927M | 0.0% | $27.49 | $21.39 | — | COMMON STOCK USD.001 | 25389M877 |
| CDNS | CADENCE DESIGN SYS INC | 75,369 | $1.924M | 0.0% | $25.53 | $15.28 | +67.1% | COMMON STOCK USD.01 | 127387108 |
| — | NAUTILUS INC | 84,358 | $1.917M | 0.0% | $22.72 | $16.94 | — | COMMON STOCK | 63910B102 |
| KSS | KOHLS CORP | 43,746 | $1.914M | 0.0% | $43.75 | $58.69 | -25.5% | COMMON STOCK USD.01 | 500255104 |
| CCL | CARNIVAL CORP | 39,185 | $1.913M | 0.0% | $48.82 * | $43.20 | +0.7% | COMMON STOCK USD.01 | 143658300 |
| — | CIT GROUP INC | 52,700 | $1.913M | 0.0% | $36.30 | $38.66 | — | COMMON STOCK USD.01 | 125581801 |
| CAT | CATERPILLAR INC | 21,551 | $1.913M | 0.0% | $88.77 * | $68.75 | +4.3% | COMMON STOCK USD1.0 | 149123101 |
| ALK | ALASKA AIR GROUP INC | 29,029 | $1.912M | 0.0% | $65.87 * | $59.16 | +4.2% | COMMON STOCK USD.01 | 011659109 |
| — | LANNETT CO INC | 70,814 | $1.882M | 0.0% | $26.58 | $38.99 | — | COMMON STOCK USD.001 | 516012101 |
| MDXG | MIMEDX GROUP INC | 218,712 | $1.877M | 0.0% | $8.58 | $8.87 | -3.2% | COMMON STOCK USD.001 | 602496101 |
| BIGGQ | BIG LOTS INC | 39,040 | $1.864M | 0.0% | $47.75 * | $34.18 | +17.1% | COMMON STOCK USD.01 | 089302103 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 14,248 | $1.853M | 0.0% | $130.05 * | $114.42 | +2.3% | COMMON STOCK USD.01 | 98956P102 |
| VRSN | VERISIGN INC | 23,597 | $1.846M | 0.0% | $78.23 | $54.22 | +43.0% | COMMON STOCK USD.001 | 92343E102 |
| AMP | AMERIPRISE FINANCIAL INC | 18,319 | $1.828M | 0.0% | $99.79 * | $82.29 | +0.5% | COMMON STOCK USD.01 | 03076C106 |
| — | WEINGARTEN REALTY INVESTORS | 46,552 | $1.815M | 0.0% | $38.99 | $37.52 | — | REIT USD.03 | 948741103 |
| SRE | SEMPRA ENERGY | 16,913 | $1.813M | 0.0% | $107.20 * | $31.17 | +28.3% | COMMON STOCK | 816851109 |
| JBSS | JOHN B. SANFILIPPO + SON INC | 35,276 | $1.811M | 0.0% | $51.34 | $55.98 | -8.3% | COMMON STOCK USD.01 | 800422107 |
| COR | AMERISOURCEBERGEN CORP | 22,390 | $1.809M | 0.0% | $80.79 * | $66.99 | -9.4% | COMMON STOCK USD.01 | 03073E105 |
| AWR | AMERICAN STATES WATER CO | 45,002 | $1.802M | 0.0% | $40.04 * | $33.92 | -1.1% | COMMON STOCK | 029899101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 8,345 | $1.79M | 0.0% | $214.50 * | $147.03 | +0.6% | COMMON STOCK USD.01 | 018581108 |
| FE | FIRSTENERGY CORP | 53,908 | $1.783M | 0.0% | $33.07 * | $20.59 | +9.2% | COMMON STOCK USD.1 | 337932107 |
| — | AMSURG CORP | 26,434 | $1.772M | 0.0% | $67.03 | $51.08 | — | COMMON STOCK | 03232P405 |
| — | INTEGRATED DEVICE TECH INC | 76,505 | $1.767M | 0.0% | $23.10 | $25.48 | — | COMMON STOCK USD.001 | 458118106 |
| EIX | EDISON INTERNATIONAL | 24,387 | $1.762M | 0.0% | $72.25 * | $39.91 | +23.9% | COMMON STOCK | 281020107 |
| CAH | CARDINAL HEALTH INC | 22,655 | $1.76M | 0.0% | $77.69 * | $52.67 | +12.8% | COMMON STOCK | 14149Y108 |
| — | CALPINE CORP | 138,448 | $1.75M | 0.0% | $12.64 | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 25,800 | $1.749M | 0.0% | $67.79 * | $45.38 | +27.7% | COMMON STOCK USD.01 | 11133T103 |
| WNC | WABASH NATIONAL CORP | 122,244 | $1.741M | 0.0% | $14.24 * | $9.79 | +20.9% | COMMON STOCK USD.01 | 929566107 |
| — | LEGACYTEXAS FINANCIAL GROUP | 54,918 | $1.737M | 0.0% | $31.63 | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| — | SINCLAIR BROADCAST GROUP A | 60,085 | $1.735M | 0.0% | $28.88 | $32.54 | — | COMMON STOCK USD.01 | 829226109 |
| PLUS | EPLUS INC | 18,292 | $1.727M | 0.0% | $94.41 * | $21.77 | +8.4% | COMMON STOCK USD.01 | 294268107 |
| DHI | DR HORTON INC | 57,073 | $1.724M | 0.0% | $30.21 * | $21.52 | +26.6% | COMMON STOCK USD.01 | 23331A109 |
| PIPR | PIPER JAFFRAY COS | 35,615 | $1.72M | 0.0% | $48.29 | $42.71 | +13.1% | COMMON STOCK USD.01 | 724078100 |
| — | E TRADE FINANCIAL CORP | 58,624 | $1.707M | 0.0% | $29.12 | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| TGNA | TEGNA INC | 77,947 | $1.704M | 0.0% | $21.86 * | $14.62 | -3.8% | COMMON STOCK USD1.0 | 87901J105 |
| — | SONIC CORP | 64,976 | $1.701M | 0.0% | $26.18 | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| — | JANUS CAPITAL GROUP INC | 121,271 | $1.699M | 0.0% | $14.01 | $14.81 | — | COMMON STOCK USD.01 | 47102X105 |
| — | PS BUSINESS PARKS INC/CA | 14,764 | $1.677M | 0.0% | $113.59 | $88.06 | — | REIT USD.01 | 69360J107 |
| EG | EVEREST RE GROUP LTD | 8,786 | $1.669M | 0.0% | $189.96 * | $127.43 | +23.1% | COMMON STOCK USD.01 | G3223R108 |
| LTC | LTC PROPERTIES INC | 31,792 | $1.653M | 0.0% | $51.99 | $51.77 | — | REIT USD.01 | 502175102 |
| — | DUNKIN BRANDS GROUP INC | 31,666 | $1.649M | 0.0% | $52.07 | $50.02 | — | COMMON STOCK USD.001 | 265504100 |
| JLL | JONES LANG LASALLE INC | 14,454 | $1.645M | 0.0% | $113.81 * | $136.32 | -18.2% | COMMON STOCK USD.01 | 48020Q107 |
| MTG | MGIC INVESTMENT CORP | 205,234 | $1.642M | 0.0% | $8.00 | $7.44 | +7.6% | COMMON STOCK USD1.0 | 552848103 |
| — | USG CORP | 63,243 | $1.635M | 0.0% | $25.85 | $26.96 | — | COMMON STOCK USD.1 | 903293405 |
| — | RED HAT INC | 20,046 | $1.62M | 0.0% | $80.81 | $73.53 | — | COMMON STOCK USD.0001 | 756577102 |
| — | COLFAX CORP | 51,423 | $1.616M | 0.0% | $31.43 | $28.59 | — | COMMON STOCK USD.001 | 194014106 |
| DNOW | NOW INC | 75,000 | $1.607M | 0.0% | $21.43 | $20.00 | +7.2% | COMMON STOCK USD.01 | 67011P100 |
| LZB | LA Z BOY INC | 64,999 | $1.596M | 0.0% | $24.55 | $27.44 | -10.5% | COMMON STOCK USD1.0 | 505336107 |
| — | HILL ROM HOLDINGS INC | 25,710 | $1.594M | 0.0% | $62.00 | $39.32 | — | COMMON STOCK | 431475102 |
| MET | METLIFE INC | 35,621 | $1.583M | 0.0% | $44.44 * | $28.92 | +0.1% | COMMON STOCK USD.01 | 59156R108 |
| IT | GARTNER INC | 17,600 | $1.557M | 0.0% | $88.47 | $88.55 | -0.1% | COMMON STOCK USD.0005 | 366651107 |
| USFD | US FOODS HOLDING CORP | 65,610 | $1.549M | 0.0% | $23.61 | $24.27 | -2.7% | COMMON STOCK USD.01 | 912008109 |
| — | TESSERA TECHNOLOGIES INC | 40,157 | $1.544M | 0.0% | $38.45 | $33.50 | — | COMMON STOCK USD.001 | 88164L100 |
| AMAT | APPLIED MATERIALS INC | 50,886 | $1.534M | 0.0% | $30.15 * | $25.12 | +8.3% | COMMON STOCK USD.01 | 038222105 |
| SRCE | 1ST SOURCE CORP | 42,675 | $1.523M | 0.0% | $35.69 | $35.69 | — | COMMON STOCK | 336901103 |
| — | PDC ENERGY INC | 22,600 | $1.516M | 0.0% | $67.08 | $67.08 | — | COMMON STOCK USD.01 | 69327R101 |
| — | INVESTORS BANCORP INC | 124,324 | $1.493M | 0.0% | $12.01 | $12.04 | — | COMMON STOCK USD.01 | 46146L101 |
| NMIH | NMI HOLDINGS INC CLASS A | 195,833 | $1.492M | 0.0% | $7.62 | $5.67 | +34.3% | COMMON STOCK USD.01 | 629209305 |
| — | CONTROL4 CORP | 120,664 | $1.482M | 0.0% | $12.28 | $10.91 | — | COMMON STOCK USD.0001 | 21240D107 |
| CLDT | CHATHAM LODGING TRUST | 75,854 | $1.46M | 0.0% | $19.25 | $20.64 | — | REIT USD.01 | 16208T102 |
| — | XEROX CORP | 143,961 | $1.458M | 0.0% | $10.13 | $11.13 | — | COMMON STOCK USD1.0 | 984121103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 9,160 | $1.457M | 0.0% | $159.06 * | $150.09 | +3.3% | COMMON STOCK USD1.0 | 883556102 |
| THG | HANOVER INSURANCE GROUP INC/ | 19,307 | $1.456M | 0.0% | $75.41 * | $59.00 | -2.2% | COMMON STOCK USD.01 | 410867105 |
| FISV | FISERV INC | 14,554 | $1.448M | 0.0% | $99.49 * | $38.67 | +28.6% | COMMON STOCK USD.01 | 337738108 |
| — | LASALLE HOTEL PROPERTIES | 60,665 | $1.448M | 0.0% | $23.87 | $30.93 | — | REIT USD.01 | 517942108 |
| MCS | MARCUS CORPORATION | 56,952 | $1.426M | 0.0% | $25.04 | $20.47 | +22.3% | COMMON STOCK USD1.0 | 566330106 |
| CPB | CAMPBELL SOUP CO | 26,054 | $1.425M | 0.0% | $54.69 * | $43.37 | -6.7% | COMMON STOCK USD.0375 | 134429109 |
| — | WEST CORP | 64,413 | $1.422M | 0.0% | $22.08 | $20.15 | — | COMMON STOCK USD.001 | 952355204 |
| — | US SILICA HOLDINGS INC | 30,483 | $1.419M | 0.0% | $46.55 | $23.34 | — | COMMON STOCK USD.01 | 90346E103 |
| ROL | ROLLINS INC | 48,300 | $1.414M | 0.0% | $29.28 * | $10.46 | +10.7% | COMMON STOCK USD1.0 | 775711104 |
| — | SUCAMPO PHARMACEUTICALS CL A | 114,704 | $1.412M | 0.0% | $12.31 | $12.77 | — | COMMON STOCK USD.01 | 864909106 |
| CNO | CNO FINANCIAL GROUP INC | 91,741 | $1.401M | 0.0% | $15.27 * | $13.27 | -6.0% | COMMON STOCK USD.01 | 12621E103 |
| FIX | COMFORT SYSTEMS USA INC | 47,572 | $1.394M | 0.0% | $29.30 * | $26.50 | +4.3% | COMMON STOCK USD.01 | 199908104 |
| MAA | MID AMERICA APARTMENT COMM | 14,796 | $1.391M | 0.0% | $94.01 * | $57.04 | +19.2% | REIT USD.01 | 59522J103 |
| MASI | MASIMO CORP | 23,254 | $1.383M | 0.0% | $59.47 | $47.10 | +26.3% | COMMON STOCK USD.001 | 574795100 |
| GSBC | GREAT SOUTHERN BANCORP INC | 33,893 | $1.379M | 0.0% | $40.69 | $39.33 | +3.5% | COMMON STOCK USD.01 | 390905107 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.37M | 0.0% | $34.71 * | $22.59 | -23.2% | COMMON STOCK USD.01 | 59001A102 |
| BXP | BOSTON PROPERTIES INC | 10,025 | $1.366M | 0.0% | $136.26 * | $79.42 | +16.5% | REIT USD.01 | 101121101 |
| — | ROWAN COMPANIES PLC A | 89,974 | $1.364M | 0.0% | $15.16 | $16.27 | — | COMMON STOCK USD.125 | G7665A101 |
| JACK | JACK IN THE BOX INC | 14,165 | $1.359M | 0.0% | $95.94 | $75.75 | +26.6% | COMMON STOCK USD.01 | 466367109 |
| HPQ | HP INC | 87,525 | $1.359M | 0.0% | $15.53 * | $10.47 | +9.7% | COMMON STOCK USD.01 | 40434L105 |
| — | FIRST MIDWEST BANCORP INC/IL | 70,194 | $1.359M | 0.0% | $19.36 | $18.43 | — | COMMON STOCK USD.01 | 320867104 |
| OKE | ONEOK INC | 26,163 | $1.345M | 0.0% | $51.41 * | $15.97 | +82.6% | COMMON STOCK USD.01 | 682680103 |
| — | SELECT INCOME REIT | 49,974 | $1.344M | 0.0% | $26.89 | $20.80 | — | REIT USD.01 | 81618T100 |
| — | BANK OF THE OZARKS | 34,794 | $1.336M | 0.0% | $38.40 | $38.40 | — | COMMON STOCK USD.01 | 063904106 |
| KIM | KIMCO REALTY CORP | 46,042 | $1.333M | 0.0% | $28.95 * | $12.40 | +46.2% | REIT USD.01 | 49446R109 |
| KMI | KINDER MORGAN INC | 57,502 | $1.33M | 0.0% | $23.13 * | $13.06 | +9.4% | COMMON STOCK USD.01 | 49456B101 |
| WPC | WP CAREY INC | 20,596 | $1.329M | 0.0% | $64.53 | $69.43 | — | REIT USD.001 | 92936U109 |
| — | SUPERIOR ENERGY SERVICES INC | 73,818 | $1.321M | 0.0% | $17.90 | $16.49 | — | COMMON STOCK USD.001 | 868157108 |
| — | HMS HOLDINGS CORP | 59,452 | $1.318M | 0.0% | $22.17 | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| STC | STEWART INFORMATION SERVICES | 29,604 | $1.316M | 0.0% | $44.45 | $35.63 | +24.8% | COMMON STOCK USD1.0 | 860372101 |
| — | KNOLL INC | 56,686 | $1.295M | 0.0% | $22.85 | $23.95 | — | COMMON STOCK USD.01 | 498904200 |
| APOG | APOGEE ENTERPRISES INC | 28,920 | $1.292M | 0.0% | $44.67 * | $38.62 | -4.2% | COMMON STOCK USD.333 | 037598109 |
| — | CHESAPEAKE LODGING TRUST | 56,416 | $1.292M | 0.0% | $22.90 | $23.77 | — | REIT USD.01 | 165240102 |
| — | WEBMD HEALTH CORP | 25,809 | $1.283M | 0.0% | $49.71 | $45.61 | — | COMMON STOCK USD.01 | 94770V102 |
| ANIK | ANIKA THERAPEUTICS INC | 26,709 | $1.278M | 0.0% | $47.85 | $14.42 | +231.7% | COMMON STOCK USD.01 | 035255108 |
| — | NATIONAL OILWELL VARCO INC | 34,500 | $1.268M | 0.0% | $36.75 | $31.51 | — | COMMON STOCK USD.01 | 637071101 |
| — | OMEGA PROTEIN CORP | 54,140 | $1.265M | 0.0% | $23.37 | $14.30 | — | COMMON STOCK USD.01 | 68210P107 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.258M | 0.0% | $34.98 * | $30.76 | -6.6% | COMMON STOCK USD.5 | 591520200 |
| — | PRIVATEBANCORP INC | 27,382 | $1.257M | 0.0% | $45.91 | $39.73 | — | COMMON STOCK | 742962103 |
| — | DEVRY EDUCATION GROUP INC | 54,500 | $1.257M | 0.0% | $23.06 | $17.84 | — | COMMON STOCK USD.01 | 251893103 |
| SWX | SOUTHWEST GAS CORP | 17,937 | $1.253M | 0.0% | $69.86 | $73.74 | -5.3% | COMMON STOCK USD1.0 | 844895102 |
| EVR | EVERCORE PARTNERS INC CL A | 24,292 | $1.251M | 0.0% | $51.50 * | $40.05 | +5.4% | COMMON STOCK USD.01 | 29977A105 |
| — | WESTERN REFINING INC | 47,235 | $1.25M | 0.0% | $26.46 | $39.13 | — | COMMON STOCK USD.01 | 959319104 |
| GAP | GAP INC/THE | 54,683 | $1.216M | 0.0% | $22.24 * | $26.48 | -39.8% | COMMON STOCK USD.05 | 364760108 |
| — | SPARTANNASH CO | 41,094 | $1.188M | 0.0% | $28.91 | $30.32 | — | COMMON STOCK | 847215100 |
| — | TALEN ENERGY CORP | 85,291 | $1.181M | 0.0% | $13.85 | $13.55 | — | COMMON STOCK USD.001 | 87422J105 |
| TTMI | TTM TECHNOLOGIES | 102,111 | $1.169M | 0.0% | $11.45 | $9.89 | +15.8% | COMMON STOCK USD.001 | 87305R109 |
| — | CORENERGY INFRASTRUCTURE TRU | 39,782 | $1.167M | 0.0% | $29.33 | $28.86 | — | REIT USD.001 | 21870U502 |
| — | CA INC | 35,203 | $1.165M | 0.0% | $33.09 | $32.84 | — | COMMON STOCK USD.1 | 12673P105 |
| DTE | DTE ENERGY COMPANY | 12,304 | $1.153M | 0.0% | $93.71 * | $41.71 | +40.7% | COMMON STOCK | 233331107 |
| — | HIBBETT SPORTS INC | 28,876 | $1.152M | 0.0% | $39.89 | $43.66 | — | COMMON STOCK USD.01 | 428567101 |
| CAL | CALERES INC | 45,445 | $1.149M | 0.0% | $25.28 * | $22.56 | -1.7% | COMMON STOCK USD.01 | 129500104 |
| ORI | OLD REPUBLIC INTL CORP | 64,686 | $1.14M | 0.0% | $17.62 * | $8.67 | +0.4% | COMMON STOCK USD1.0 | 680223104 |
| — | SEAGATE TECHNOLOGY | 29,400 | $1.133M | 0.0% | $38.54 | $36.66 | — | COMMON STOCK USD.00001 | G7945M107 |
| VNO | VORNADO REALTY TRUST | 11,195 | $1.133M | 0.0% | $101.21 | $101.21 | — | REIT USD.04 | 929042109 |
| — | POLYONE CORPORATION | 33,476 | $1.132M | 0.0% | $33.82 | $35.24 | — | COMMON STOCK USD.01 | 73179P106 |
| — | RUDOLPH TECHNOLOGIES INC | 63,638 | $1.129M | 0.0% | $17.74 | $17.74 | — | COMMON STOCK USD.001 | 781270103 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 67,934 | $1.112M | 0.0% | $16.37 | $16.01 | — | REIT USD.01 | 03762U105 |
| — | FMC TECHNOLOGIES INC | 36,900 | $1.095M | 0.0% | $29.67 | $33.47 | — | COMMON STOCK USD.01 | 30249U101 |
| PNR | PENTAIR PLC | 17,000 | $1.092M | 0.0% | $64.24 * | $27.52 | +35.2% | COMMON STOCK USD.01 | G7S00T104 |
| HCKT | HACKETT GROUP INC/THE | 66,003 | $1.09M | 0.0% | $16.51 | $14.88 | +11.0% | COMMON STOCK USD.001 | 404609109 |
| — | LINKEDIN CORP A | 5,700 | $1.089M | 0.0% | $191.05 | $189.30 | — | COMMON STOCK USD.0001 | 53578A108 |
| NSIT | INSIGHT ENTERPRISES INC | 33,439 | $1.088M | 0.0% | $32.54 | $20.13 | +61.7% | COMMON STOCK USD.01 | 45765U103 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 39,953 | $1.087M | 0.0% | $27.21 | $26.94 | +1.0% | COMMON STOCK | 82312B106 |
| — | CHIMERA INVESTMENT CORP | 67,900 | $1.083M | 0.0% | $15.95 | $15.95 | — | REIT USD.01 | 16934Q208 |
| ROK | ROCKWELL AUTOMATION INC | 8,800 | $1.077M | 0.0% | $122.39 * | $91.63 | +12.2% | COMMON STOCK USD1.0 | 773903109 |
| — | BRIGHTCOVE | 81,451 | $1.063M | 0.0% | $13.05 | $13.05 | — | COMMON STOCK USD.001 | 10921T101 |
| — | GOVERNMENT PROPERTIES INCOME | 46,853 | $1.06M | 0.0% | $22.62 | $23.47 | — | REIT USD.01 | 38376A103 |
| BDC | BELDEN INC | 15,333 | $1.058M | 0.0% | $69.00 * | $67.54 | -0.7% | COMMON STOCK USD.01 | 077454106 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 15,000 | $1.057M | 0.0% | $70.47 * | $54.33 | +4.3% | COMMON STOCK USD.1 | 12541W209 |
| EQR | EQUITY RESIDENTIAL | 16,405 | $1.055M | 0.0% | $64.31 * | $46.57 | -1.0% | REIT USD.01 | 29476L107 |
| PHM | PULTEGROUP INC | 52,600 | $1.054M | 0.0% | $20.04 * | $15.66 | +14.9% | COMMON STOCK USD.01 | 745867101 |
| MAS | MASCO CORP | 30,600 | $1.05M | 0.0% | $34.31 * | $19.21 | +55.2% | COMMON STOCK USD1.0 | 574599106 |
| PEB | PEBBLEBROOK HOTEL TRUST | 39,430 | $1.049M | 0.0% | $26.60 | $30.89 | — | REIT USD.01 | 70509V100 |
| — | SBA COMMUNICATIONS CORP CL A | 9,300 | $1.043M | 0.0% | $112.15 | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| — | VONAGE HOLDINGS CORP | 157,635 | $1.042M | 0.0% | $6.61 | $6.10 | — | COMMON STOCK USD.001 | 92886T201 |
| MRSH | MARSH + MCLENNAN COS | 15,500 | $1.042M | 0.0% | $67.23 * | $57.32 | +0.2% | COMMON STOCK USD1.0 | 571748102 |
| GTN | GRAY TELEVISION INC | 100,040 | $1.036M | 0.0% | $10.36 | $15.14 | -31.6% | COMMON STOCK | 389375106 |
| SYK | STRYKER CORP | 8,900 | $1.036M | 0.0% | $116.40 * | $88.17 | +19.2% | COMMON STOCK USD.1 | 863667101 |
| — | DUPONT FABROS TECHNOLOGY | 24,844 | $1.025M | 0.0% | $41.26 | $44.17 | — | REIT USD.001 | 26613Q106 |
| MPC | MARATHON PETROLEUM CORP | 25,169 | $1.022M | 0.0% | $40.61 * | $36.21 | -15.9% | COMMON STOCK | 56585A102 |
| — | ST JUDE MEDICAL INC | 12,800 | $1.021M | 0.0% | $79.77 | $77.97 | — | COMMON STOCK USD.1 | 790849103 |
| EEFT | EURONET WORLDWIDE INC | 12,437 | $1.018M | 0.0% | $81.85 | $76.11 | +7.5% | COMMON STOCK USD.02 | 298736109 |
| — | TIME WARNER INC | 12,760 | $1.016M | 0.0% | $79.62 | $72.56 | — | COMMON STOCK USD.01 | 887317303 |
| HUN | HUNTSMAN CORP | 62,070 | $1.01M | 0.0% | $16.27 | $20.40 | -20.3% | COMMON STOCK USD.01 | 447011107 |
| CVLT | COMMVAULT SYSTEMS INC | 19,010 | $1.01M | 0.0% | $53.13 | $75.06 | -29.2% | COMMON STOCK USD.01 | 204166102 |
| RSG | REPUBLIC SERVICES INC | 20,000 | $1.009M | 0.0% | $50.45 * | $37.09 | +17.1% | COMMON STOCK USD.01 | 760759100 |
| — | NCI BUILDING SYSTEMS INC | 68,887 | $1.005M | 0.0% | $14.59 | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| CENX | CENTURY ALUMINUM COMPANY | 144,032 | $1.001M | 0.0% | $6.95 | $6.40 | +8.6% | COMMON STOCK USD.01 | 156431108 |
| — | FNFV GROUP | 79,390 | $991K | 0.0% | $12.48 | $11.47 | — | TRACKING STK USD.0001 | 31620R402 |
| SPSC | SPS COMMERCE INC | 13,320 | $978K | 0.0% | $73.42 * | $25.88 | +41.8% | COMMON STOCK USD.001 | 78463M107 |
| — | ARGO GROUP INTERNATIONAL | 17,326 | $978K | 0.0% | $56.45 | $56.45 | — | COMMON STOCK USD1.0 | G0464B107 |
| — | AKORN INC | 35,683 | $973K | 0.0% | $27.27 | $27.27 | — | COMMON STOCK | 009728106 |
| LEU | CENTRUS ENERGY CORP CLASS A | 242,444 | $970K | 0.0% | $4.00 | $51.25 | -92.2% | COMMON STOCK USD.1 | 15643U104 |
| SWKS | SKYWORKS SOLUTIONS INC | 12,700 | $967K | 0.0% | $76.14 * | $57.24 | +9.4% | COMMON STOCK USD.25 | 83088M102 |
| — | BENEFICIAL BANCORP INC | 64,038 | $942K | 0.0% | $14.71 | $14.71 | — | COMMON STOCK USD.01 | 08171T102 |
| QLYS | QUALYS INC | 24,670 | $942K | 0.0% | $38.18 | $30.58 | +24.9% | COMMON STOCK USD.001 | 74758T303 |
| NFG | NATIONAL FUEL GAS CO | 17,232 | $932K | 0.0% | $54.09 | $48.02 | +12.6% | COMMON STOCK USD1.0 | 636180101 |
| TRNO | TERRENO REALTY CORP | 33,746 | $928K | 0.0% | $27.50 | $25.87 | — | REIT USD.01 | 88146M101 |
| — | FEDERAL REALTY INVS TRUST | 6,014 | $926K | 0.0% | $153.97 | $151.34 | — | REIT USD.01 | 313747206 |
| — | ANNALY CAPITAL MANAGEMENT IN | 88,200 | $926K | 0.0% | $10.50 | $10.50 | — | REIT USD.01 | 035710409 |
| — | FIVE PRIME THERAPEUTICS INC | 17,629 | $925K | 0.0% | $52.47 | $52.47 | — | COMMON STOCK USD.001 | 33830X104 |
| — | RICE ENERGY INC | 35,300 | $922K | 0.0% | $26.12 | $24.79 | — | COMMON STOCK USD.01 | 762760106 |
| REI | RING ENERGY INC | 83,788 | $917K | 0.0% | $10.94 | $8.01 | +36.7% | COMMON STOCK USD.001 | 76680V108 |
| PFBC | PREFERRED BANK/LOS ANGELES | 25,628 | $916K | 0.0% | $35.74 | $32.35 | +10.5% | COMMON STOCK | 740367404 |
| — | NORTEL NETWORKS CORP | 1,000,000 | $908K | 0.0% | $0.91 | $0.85 | — | COMPANY GUAR 04/14 2.125 | 656568AE2 |
| — | OASIS PETROLEUM INC | 79,151 | $908K | 0.0% | $11.47 | $8.11 | — | COMMON STOCK USD.01 | 674215108 |
| — | SYNOVUS FINANCIAL CORP | 27,878 | $907K | 0.0% | $32.53 | $28.90 | — | COMMON STOCK USD1.0 | 87161C501 |
| — | SANDERSON FARMS INC | 9,355 | $901K | 0.0% | $96.31 | $96.31 | — | COMMON STOCK USD1.0 | 800013104 |
| FSS | FEDERAL SIGNAL CORP | 67,890 | $900K | 0.0% | $13.26 * | $14.13 | -14.5% | COMMON STOCK USD1.0 | 313855108 |
| OII | OCEANEERING INTL INC | 32,300 | $889K | 0.0% | $27.52 | $31.14 | -11.7% | COMMON STOCK USD.25 | 675232102 |
| CLX | CLOROX COMPANY | 7,100 | $889K | 0.0% | $125.21 * | $96.11 | -0.2% | COMMON STOCK USD1.0 | 189054109 |
| KFY | KORN/FERRY INTERNATIONAL | 42,250 | $887K | 0.0% | $20.99 * | $22.58 | -18.4% | COMMON STOCK USD.01 | 500643200 |
| — | GULFPORT ENERGY CORP | 31,366 | $886K | 0.0% | $28.25 | $28.40 | — | COMMON STOCK USD.01 | 402635304 |
| MTRX | MATRIX SERVICE CO | 46,686 | $876K | 0.0% | $18.76 | $19.31 | -2.9% | COMMON STOCK USD.01 | 576853105 |
| — | WHITEWAVE FOODS CO | 16,100 | $876K | 0.0% | $54.41 | $54.41 | — | COMMON STOCK USD.01 | 966244105 |
| GPRE | GREEN PLAINS INC | 33,236 | $871K | 0.0% | $26.21 | $23.35 | +12.2% | COMMON STOCK USD.001 | 393222104 |
| AJG | ARTHUR J GALLAGHER + CO | 17,100 | $870K | 0.0% | $50.88 * | $39.55 | +11.1% | COMMON STOCK USD1.0 | 363576109 |
| PRTA | PROTHENA CORP PLC | 14,475 | $868K | 0.0% | $59.97 | $46.28 | +29.6% | COMMON STOCK USD.01 | G72800108 |
| CNC | CENTENE CORP | 12,904 | $864K | 0.0% | $66.96 * | $29.92 | +11.9% | COMMON STOCK USD.001 | 15135B101 |
| MHO | M/I HOMES INC | 36,627 | $863K | 0.0% | $23.56 | $21.59 | +9.2% | COMMON STOCK USD.01 | 55305B101 |
| — | HESKA CORP | 15,709 | $855K | 0.0% | $54.43 | $54.43 | — | COMMON STOCK USD.001 | 42805E306 |
| — | RETROPHIN INC | 38,018 | $851K | 0.0% | $22.38 | $22.38 | — | COMMON STOCK USD.0001 | 761299106 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,278 | $848K | 0.0% | $63.87 | $57.11 | +11.9% | COMMON STOCK USD.01 | 398905109 |
| — | GREAT WESTERN BANCORP INC | 25,365 | $845K | 0.0% | $33.31 | $29.01 | — | COMMON STOCK USD.01 | 391416104 |
| — | INTRALINKS HOLDINGS INC | 83,907 | $844K | 0.0% | $10.06 | $10.06 | — | COMMON STOCK USD.001 | 46118H104 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $840K | 0.0% | $0.42 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| CPS | COOPER STANDARD HOLDING | 8,500 | $840K | 0.0% | $98.82 | $59.86 | +65.0% | COMMON STOCK USD.001 | 21676P103 |
| KLAC | KLA TENCOR CORP | 12,000 | $837K | 0.0% | $69.75 * | $56.10 | +6.5% | COMMON STOCK USD.001 | 482480100 |
| NPKI | NEWPARK RESOURCES INC | 111,622 | $822K | 0.0% | $7.36 | $6.61 | +11.4% | COMMON STOCK USD.01 | 651718504 |
| NVR | NVR INC | 500 | $820K | 0.0% | $1640.00 | $1356.36 | +20.9% | COMMON STOCK USD.01 | 62944T105 |
| — | SKECHERS USA INC CL A | 35,491 | $813K | 0.0% | $22.91 | $30.31 | — | COMMON STOCK USD.001 | 830566105 |
| AMSF | AMERISAFE INC | 13,833 | $813K | 0.0% | $58.77 * | $19.64 | +40.8% | COMMON STOCK USD.01 | 03071H100 |
| TER | TERADYNE INC | 37,170 | $802K | 0.0% | $21.58 * | $18.42 | +11.2% | COMMON STOCK USD.125 | 880770102 |
| ENTA | ENANTA PHARMACEUTICALS INC | 30,099 | $801K | 0.0% | $26.61 | $23.23 | +14.6% | COMMON STOCK USD.01 | 29251M106 |
| MGNX | MACROGENICS INC | 26,768 | $801K | 0.0% | $29.92 | $29.74 | +0.6% | COMMON STOCK USD.01 | 556099109 |
| — | INDEPENDENT BANK GROUP INC | 17,786 | $786K | 0.0% | $44.19 | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| ABEV | AMBEV SA ADR | 128,761 | $784K | 0.0% | $6.09 | $5.37 | +13.4% | ADR | 02319V103 |
| ALRM | ALARM.COM HOLDINGS INC | 27,150 | $784K | 0.0% | $28.88 | $21.21 | +36.0% | COMMON STOCK | 011642105 |
| — | CAPITAL BANK FINANCIAL CL A | 24,406 | $784K | 0.0% | $32.12 | $31.27 | — | COMMON STOCK | 139794101 |
| — | AMAG PHARMACEUTICALS INC | 31,901 | $782K | 0.0% | $24.51 | $42.37 | — | COMMON STOCK USD.01 | 00163U106 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,400 | $782K | 0.0% | $83.19 | $83.19 | — | COMMON STOCK USD.001 | 55608B105 |
| AOSL | ALPHA + OMEGA SEMICONDUCTOR | 35,783 | $777K | 0.0% | $21.71 | $17.96 | +20.9% | COMMON STOCK | G6331P104 |
| — | SMITH + WESSON HOLDING CORP | 28,844 | $767K | 0.0% | $26.59 | $22.22 | — | COMMON STOCK USD.001 | 831756101 |
| FHI | FEDERATED INVESTORS INC CL B | 25,621 | $759K | 0.0% | $29.62 * | $16.58 | +14.8% | COMMON STOCK | 314211103 |
| LEN | LENNAR CORP A | 17,861 | $756K | 0.0% | $42.33 * | $43.06 | -14.6% | COMMON STOCK USD.1 | 526057104 |
| KAI | KADANT INC | 14,490 | $755K | 0.0% | $52.10 * | $33.91 | +43.1% | COMMON STOCK USD.01 | 48282T104 |
| PBYI | PUMA BIOTECHNOLOGY INC | 11,177 | $749K | 0.0% | $67.01 | $50.56 | +32.6% | COMMON STOCK USD.0001 | 74587V107 |
| — | MERIDIAN BANCORP INC | 47,924 | $746K | 0.0% | $15.57 | $14.77 | — | COMMON STOCK | 58958U103 |
| FLO | FLOWERS FOODS INC | 49,208 | $744K | 0.0% | $15.12 * | $11.44 | -8.1% | COMMON STOCK USD.01 | 343498101 |
| — | PIEDMONT NATURAL GAS CO | 12,200 | $732K | 0.0% | $60.00 | $57.05 | — | COMMON STOCK | 720186105 |
| — | ROFIN SINAR TECHNOLOGIES INC | 22,700 | $730K | 0.0% | $32.16 | $32.20 | — | COMMON STOCK USD.01 | 775043102 |
| — | SHUTTERFLY INC | 16,310 | $728K | 0.0% | $44.64 | $44.64 | — | COMMON STOCK USD.0001 | 82568P304 |
| — | HALYARD HEALTH INC | 20,623 | $715K | 0.0% | $34.67 | $33.32 | — | COMMON STOCK USD.01 | 40650V100 |
| — | SAEXPLORATION HOLDINGS INC | 86,409 | $710K | 0.0% | $8.22 | $8.22 | — | COMMON STOCK USD.0001 | 78636X204 |
| GDDY | GODADDY INC CLASS A | 20,300 | $701K | 0.0% | $34.53 | $31.33 | +10.2% | COMMON STOCK USD.001 | 380237107 |
| ADC | AGREE REALTY CORP | 14,181 | $701K | 0.0% | $49.43 | $33.98 | — | REIT USD.0001 | 008492100 |
| — | VALSPAR CORP/THE | 6,600 | $700K | 0.0% | $106.06 | $106.97 | — | COMMON STOCK USD.5 | 920355104 |
| AES | AES CORP | 54,400 | $699K | 0.0% | $12.85 * | $8.82 | +3.4% | COMMON STOCK USD.01 | 00130H105 |
| RPM | RPM INTERNATIONAL INC | 12,992 | $698K | 0.0% | $53.73 | $41.42 | +29.7% | COMMON STOCK USD.01 | 749685103 |
| EQT | EQT CORP | 9,600 | $697K | 0.0% | $72.60 * | $35.80 | +1.7% | COMMON STOCK | 26884L109 |
| FRCB | FIRST REPUBLIC BANK/CA | 9,000 | $694K | 0.0% | $77.11 * | $70.30 | +4.9% | COMMON STOCK USD.01 | 33616C100 |
| — | UBIQUITI NETWORKS INC | 12,841 | $687K | 0.0% | $53.50 | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| LIVN | LIVANOVA PLC | 11,319 | $680K | 0.0% | $60.08 | $60.62 | -0.8% | COMMON STOCK GBP1.0 | G5509L101 |
| MOH | MOLINA HEALTHCARE INC | 11,663 | $680K | 0.0% | $58.30 | $61.01 | -4.4% | COMMON STOCK USD.001 | 60855R100 |
| — | TAILORED BRANDS INC | 42,693 | $670K | 0.0% | $15.69 | $15.69 | — | COMMON STOCK USD.01 | 87403A107 |
| — | MERITOR INC | 59,897 | $667K | 0.0% | $11.14 | $10.03 | — | COMMON STOCK USD1.0 | 59001K100 |
| CPF | CENTRAL PACIFIC FINANCIAL CO | 26,196 | $660K | 0.0% | $25.19 * | $15.78 | +11.5% | COMMON STOCK | 154760409 |
| — | ABIOMED INC | 5,049 | $649K | 0.0% | $128.54 | $76.27 | — | COMMON STOCK USD.01 | 003654100 |
| — | MB FINANCIAL INC | 16,608 | $632K | 0.0% | $38.05 | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | ACCELERON PHARMA INC | 17,350 | $628K | 0.0% | $36.20 | $34.01 | — | COMMON STOCK USD.001 | 00434H108 |
| — | SPECTRA ENERGY CORP | 14,600 | $624K | 0.0% | $42.74 | $42.74 | — | COMMON STOCK USD.001 | 847560109 |
| — | SAGE THERAPEUTICS INC | 13,528 | $623K | 0.0% | $46.05 | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| — | SHIP FINANCE INTL LTD | 42,071 | $620K | 0.0% | $14.74 | $16.25 | — | COMMON STOCK USD.01 | G81075106 |
| — | MONOTYPE IMAGING HOLDINGS IN | 28,010 | $619K | 0.0% | $22.10 | $23.26 | — | COMMON STOCK USD.001 | 61022P100 |
| BSRR | SIERRA BANCORP | 32,854 | $616K | 0.0% | $18.75 * | $12.49 | +9.1% | COMMON STOCK | 82620P102 |
| — | EL PASO ELECTRIC CO | 12,993 | $608K | 0.0% | $46.79 | $45.87 | — | COMMON STOCK | 283677854 |
| — | CST BRANDS INC | 12,600 | $606K | 0.0% | $48.10 | $48.10 | — | COMMON STOCK USD.01 | 12646R105 |
| — | CHEMTURA CORP | 18,400 | $604K | 0.0% | $32.83 | $32.83 | — | COMMON STOCK USD.01 | 163893209 |
| — | ISLE OF CAPRI CASINOS | 27,100 | $604K | 0.0% | $22.29 | $22.29 | — | COMMON STOCK USD.01 | 464592104 |
| — | INFOBLOX INC | 22,900 | $604K | 0.0% | $26.38 | $26.38 | — | COMMON STOCK USD.0001 | 45672H104 |
| IFF | INTL FLAVORS + FRAGRANCES | 4,208 | $602K | 0.0% | $143.06 * | $97.48 | +16.6% | COMMON STOCK USD.125 | 459506101 |
| — | WESTAR ENERGY INC | 10,600 | $602K | 0.0% | $56.79 | $56.13 | — | COMMON STOCK USD5.0 | 95709T100 |
| — | STARZ A | 19,100 | $596K | 0.0% | $31.20 | $29.90 | — | COMMON STOCK USD.01 | 85571Q102 |
| — | PARKWAY PROPERTIES INC | 34,700 | $590K | 0.0% | $17.00 | $16.74 | — | REIT USD.001 | 70159Q104 |
| HNI | HNI CORP | 14,721 | $586K | 0.0% | $39.81 | $50.64 | -21.4% | COMMON STOCK USD1.0 | 404251100 |
| — | SAPIENS INTERNATIONAL CORP | 45,649 | $583K | 0.0% | $12.77 | $10.20 | — | COMMON STOCK USD.01 | N7716A151 |
| PFGC | PERFORMANCE FOOD GROUP CO | 23,501 | $583K | 0.0% | $24.81 | $26.09 | -5.0% | COMMON STOCK USD.01 | 71377A103 |
| — | BATS GLOBAL MARKETS INC | 19,300 | $582K | 0.0% | $30.16 | $30.16 | — | COMMON STOCK USD.01 | 05491G109 |
| — | FEDERATED NATIONAL HOLDING C | 30,972 | $579K | 0.0% | $18.69 | $26.17 | — | COMMON STOCK USD.01 | 31422T101 |
| KFRC | KFORCE INC | 26,626 | $546K | 0.0% | $20.51 | $18.59 | +10.2% | COMMON STOCK USD.01 | 493732101 |
| UNFI | UNITED NATURAL FOODS INC | 13,045 | $522K | 0.0% | $40.02 | $39.62 | +1.0% | COMMON STOCK USD.01 | 911163103 |
| AMWD | AMERICAN WOODMARK CORP | 6,428 | $518K | 0.0% | $80.58 * | $78.15 | 0.0% | COMMON STOCK | 030506109 |
| — | CARRIZO OIL + GAS INC | 12,731 | $517K | 0.0% | $40.61 | $30.95 | — | COMMON STOCK USD.01 | 144577103 |
| — | SPEEDWAY MOTORSPORTS INC | 28,416 | $508K | 0.0% | $17.88 | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| — | CEPHEID | 9,600 | $506K | 0.0% | $52.71 | $52.71 | — | COMMON STOCK | 15670R107 |
| — | INCONTACT INC | 36,100 | $505K | 0.0% | $13.99 | $13.85 | — | COMMON STOCK USD.0001 | 45336E109 |
| — | AVG TECHNOLOGIES | 20,200 | $505K | 0.0% | $25.00 | $19.91 | — | COMMON STOCK EUR.01 | N07831105 |
| — | FLEETMATICS GROUP PLC | 8,400 | $504K | 0.0% | $60.00 | $43.32 | — | COMMON STOCK EUR.015 | G35569105 |
| TBI | TRUEBLUE INC | 21,990 | $498K | 0.0% | $22.65 | $23.15 | -2.1% | COMMON STOCK | 89785X101 |
| — | NEVRO CORP | 4,754 | $496K | 0.0% | $104.33 | $104.33 | — | COMMON STOCK USD.001 | 64157F103 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 20,027 | $495K | 0.0% | $24.72 | $12.32 | +100.7% | COMMON STOCK USD.001 | 868459108 |
| ATNI | ATN INTERNATIONAL INC | 7,615 | $495K | 0.0% | $65.00 * | $56.80 | -7.3% | COMMON STOCK USD.01 | 00215F107 |
| CBRL | CRACKER BARREL OLD COUNTRY | 3,708 | $490K | 0.0% | $132.15 * | $76.64 | +16.3% | COMMON STOCK USD.01 | 22410J106 |
| — | DEPOMED INC | 19,572 | $489K | 0.0% | $24.98 | $19.62 | — | COMMON STOCK | 249908104 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 18,620 | $488K | 0.0% | $26.21 | $24.88 | +5.3% | COMMON STOCK USD.001 | 681116109 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 10,079 | $487K | 0.0% | $48.32 | $49.68 | -2.8% | COMMON STOCK USD.01 | 74112D101 |
| — | NEENAH PAPER INC | 6,051 | $478K | 0.0% | $79.00 | $72.38 | — | COMMON STOCK USD.01 | 640079109 |
| — | CLIFFS NATURAL RESOURCES INC | 79,127 | $463K | 0.0% | $5.85 | $5.85 | — | COMMON STOCK USD.125 | 18683K101 |
| — | WMIH CORP | 196,172 | $459K | 0.0% | $2.34 | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| KWR | QUAKER CHEMICAL CORP | 4,276 | $453K | 0.0% | $105.94 | $80.82 | +31.1% | COMMON STOCK USD1.0 | 747316107 |
| — | H+E EQUIPMENT SERVICES INC | 26,854 | $450K | 0.0% | $16.76 | $17.54 | — | COMMON STOCK USD.01 | 404030108 |
| — | NEUSTAR INC CLASS A | 16,874 | $449K | 0.0% | $26.61 | $24.59 | — | COMMON STOCK USD.001 | 64126X201 |
| — | IMPAX LABORATORIES INC | 18,841 | $447K | 0.0% | $23.72 | $23.72 | — | COMMON STOCK USD.01 | 45256B101 |
| ACIC | UNITED INSURANCE HOLDINGS CO | 25,974 | $441K | 0.0% | $16.98 * | $14.01 | -5.4% | COMMON STOCK USD.0001 | 910710102 |
| — | INSYS THERAPEUTICS INC | 36,606 | $432K | 0.0% | $11.80 | $11.80 | — | COMMON STOCK USD.0002145 | 45824V209 |
| HUBS | HUBSPOT INC | 7,386 | $426K | 0.0% | $57.68 | $54.27 | +6.2% | COMMON STOCK USD.001 | 443573100 |
| PLNT | PLANET FITNESS INC CL A | 21,225 | $426K | 0.0% | $20.07 | $15.99 | +25.5% | COMMON STOCK USD.0001 | 72703H101 |
| — | LEXMARK INTERNATIONAL INC A | 10,500 | $420K | 0.0% | $40.00 | $37.71 | — | COMMON STOCK USD.01 | 529771107 |
| — | 2U INC | 10,833 | $415K | 0.0% | $38.31 | $38.31 | — | COMMON STOCK USD.001 | 90214J101 |
| FICO | FAIR ISAAC CORP | 3,276 | $408K | 0.0% | $124.54 | $124.73 | -0.1% | COMMON STOCK USD.01 | 303250104 |
| — | WADDELL + REED FINANCIAL A | 22,300 | $405K | 0.0% | $18.16 | $18.16 | — | COMMON STOCK USD.01 | 930059100 |
| — | JOY GLOBAL INC | 14,600 | $405K | 0.0% | $27.74 | $27.74 | — | COMMON STOCK USD1.0 | 481165108 |
| LGND | LIGAND PHARMACEUTICALS | 3,957 | $404K | 0.0% | $102.10 * | $46.64 | +36.5% | COMMON STOCK USD.001 | 53220K504 |
| — | RACKSPACE HOSTING INC | 12,700 | $402K | 0.0% | $31.65 | $31.65 | — | COMMON STOCK USD.001 | 750086100 |
| — | NORTHWEST NATURAL GAS CO | 6,655 | $400K | 0.0% | $60.11 | $64.82 | — | COMMON STOCK USD3.167 | 667655104 |
| — | BIOSPECIFICS TECHNOLOGIES | 8,749 | $400K | 0.0% | $45.72 | $39.89 | — | COMMON STOCK USD.001 | 090931106 |
| — | CABOT MICROELECTRONICS CORP | 7,513 | $398K | 0.0% | $52.97 | $45.35 | — | COMMON STOCK USD.001 | 12709P103 |
| — | RITE AID CORP | 50,800 | $391K | 0.0% | $7.70 | $7.82 | — | COMMON STOCK USD1.0 | 767754104 |
| — | NEFF CORP CLASS A | 40,928 | $389K | 0.0% | $9.50 | $10.92 | — | COMMON STOCK USD.01 | 640094207 |
| ROG | ROGERS CORP | 6,333 | $387K | 0.0% | $61.11 | $61.56 | -0.8% | COMMON STOCK USD1.0 | 775133101 |
| — | URSTADT BIDDLE CLASS A | 17,373 | $386K | 0.0% | $22.22 | $20.97 | — | REIT USD.01 | 917286205 |
| — | CAI INTERNATIONAL INC | 46,205 | $382K | 0.0% | $8.27 | $12.34 | — | COMMON STOCK USD.0001 | 12477X106 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $381K | 0.0% | $19.55 | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| — | ESSENDANT INC | 18,433 | $378K | 0.0% | $20.51 | $39.22 | — | COMMON STOCK USD.1 | 296689102 |
| — | ENDURANCE SPECIALTY HOLDINGS | 5,755 | $377K | 0.0% | $65.51 | $63.98 | — | COMMON STOCK USD1.0 | G30397106 |
| — | UNIT CORP | 20,291 | $377K | 0.0% | $18.58 | $15.57 | — | COMMON STOCK USD.2 | 909218109 |
| SILC | SILICOM LTD | 9,049 | $375K | 0.0% | $41.44 * | $36.42 | +11.3% | COMMON STOCK ILS.01 | M84116108 |
| — | SPARK ENERGY INC CLASS A | 12,790 | $373K | 0.0% | $29.16 | $29.16 | — | COMMON STOCK USD.01 | 846511103 |
| XNCR | XENCOR INC | 15,194 | $372K | 0.0% | $24.48 | $21.16 | +15.8% | COMMON STOCK USD.01 | 98401F105 |
| — | REALPAGE INC | 14,181 | $364K | 0.0% | $25.67 | $22.35 | — | COMMON STOCK USD.001 | 75606N109 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 11,693 | $363K | 0.0% | $31.04 | $25.32 | +22.7% | COMMON STOCK | 760281204 |
| — | APPLIED GENETIC TECHNOLOGIES | 36,509 | $357K | 0.0% | $9.78 | $14.13 | — | COMMON STOCK USD.001 | 03820J100 |
| — | WEB.COM GROUP INC | 20,544 | $355K | 0.0% | $17.28 | $24.98 | — | COMMON STOCK USD.001 | 94733A104 |
| OGS | ONE GAS INC | 5,721 | $354K | 0.0% | $61.88 | $56.41 | +9.6% | COMMON STOCK | 68235P108 |
| CYH | COMMUNITY HEALTH SYSTEMS INC | 30,600 | $353K | 0.0% | $11.54 | $15.26 | -24.4% | COMMON STOCK USD.01 | 203668108 |
| CDW | CDW CORP/DE | 7,693 | $352K | 0.0% | $45.76 * | $32.13 | +27.5% | COMMON STOCK USD.01 | 12514G108 |
| CNXN | PC CONNECTION INC | 13,219 | $349K | 0.0% | $26.40 * | $15.71 | +52.2% | COMMON STOCK USD.01 | 69318J100 |
| — | SEMGROUP CORP CLASS A | 9,709 | $343K | 0.0% | $35.33 | $22.40 | — | COMMON STOCK | 81663A105 |
| SPY | SPDR S+P500 ETF TRUST | 1,579 | $342K | 0.0% | $216.59 | $198.40 | +9.0% | SPDR S+P 500 ETF TRUST | 78462F103 |
| ALGN | ALIGN TECHNOLOGY INC | 3,600 | $338K | 0.0% | $93.89 | $79.47 | +18.0% | COMMON STOCK USD.0001 | 016255101 |
| JRVR | JAMES RIVER GROUP HOLDINGS L | 9,186 | $333K | 0.0% | $36.25 * | $35.15 | 0.0% | COMMON STOCK USD.0002 | G5005R107 |
| — | EBIX INC | 5,855 | $333K | 0.0% | $56.87 | $56.87 | — | COMMON STOCK USD.1 | 278715206 |
| MCRI | MONARCH CASINO + RESORT INC | 13,172 | $332K | 0.0% | $25.20 | $16.64 | +51.3% | COMMON STOCK USD.01 | 609027107 |
| HVT | HAVERTY FURNITURE | 16,491 | $330K | 0.0% | $20.01 | $19.56 | +2.4% | COMMON STOCK USD1.0 | 419596101 |
| CALM | CAL MAINE FOODS INC | 8,530 | $329K | 0.0% | $38.57 * | $32.41 | -9.5% | COMMON STOCK USD.01 | 128030202 |
| CIEN | CIENA CORP | 14,580 | $318K | 0.0% | $21.81 | $18.11 | +20.4% | COMMON STOCK USD.01 | 171779309 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $318K | 0.0% | $15.90 | $14.71 | — | ADR | 035128206 |
| — | OPHTHOTECH CORP | 6,829 | $315K | 0.0% | $46.13 | $62.28 | — | COMMON STOCK USD.001 | 683745103 |
| — | EMPIRE DISTRICT ELECTRIC CO | 9,200 | $314K | 0.0% | $34.13 | $33.04 | — | COMMON STOCK USD1.0 | 291641108 |
| — | EVERBANK FINANCIAL CORP | 15,700 | $304K | 0.0% | $19.36 | $19.36 | — | COMMON STOCK USD.01 | 29977G102 |
| AMN | AMN HEALTHCARE SERVICES INC | 9,494 | $303K | 0.0% | $31.91 | $26.12 | +22.0% | COMMON STOCK USD.01 | 001744101 |
| — | AMERICAN CAMPUS COMMUNITIES | 5,947 | $303K | 0.0% | $50.95 | $50.95 | — | REIT USD.01 | 024835100 |
| — | ELDORADO RESORTS INC | 21,502 | $302K | 0.0% | $14.05 | $11.44 | — | COMMON STOCK | 28470R102 |
| — | EPIQ SYSTEMS INC | 18,300 | $302K | 0.0% | $16.50 | $16.50 | — | COMMON STOCK USD.01 | 26882D109 |
| — | LINEAR TECHNOLOGY CORP | 5,100 | $302K | 0.0% | $59.22 | $59.22 | — | COMMON STOCK USD.001 | 535678106 |
| — | SUNEDISON SEMICONDUCTOR LTD | 25,800 | $294K | 0.0% | $11.40 | $11.40 | — | COMMON STOCK | Y8213L102 |
| — | SILICON GRAPHICS INTERNATION | 37,788 | $291K | 0.0% | $7.70 | $7.70 | — | COMMON STOCK USD.001 | 82706L108 |
| IDXX | IDEXX LABORATORIES INC | 2,500 | $282K | 0.0% | $112.80 | $105.39 | +7.0% | COMMON STOCK USD.1 | 45168D104 |
| — | LEUCADIA NATIONAL CORP | 14,626 | $278K | 0.0% | $19.01 | $25.79 | — | COMMON STOCK USD1.0 | 527288104 |
| — | ASTORIA FINANCIAL CORP | 18,700 | $273K | 0.0% | $14.60 | $15.83 | — | COMMON STOCK USD.01 | 046265104 |
| — | TRITON INTERNATIONAL LTD/BER | 19,765 | $261K | 0.0% | $13.21 | $13.21 | — | COMMON STOCK USD.01 | G9078F107 |
| — | ION GEOPHYSICAL CORP | 30,400 | $208K | 0.0% | $6.84 | $6.22 | — | COMMON STOCK | 462044207 |
| PCRX | PACIRA PHARMACEUTICALS INC | 5,757 | $197K | 0.0% | $34.22 | $56.62 | -39.6% | COMMON STOCK USD.001 | 695127100 |
| — | DUKE REALTY CORP | 5,900 | $161K | 0.0% | $27.29 | $27.29 | — | REIT USD.01 | 264411505 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 2,151 | $109K | 0.0% | $50.67 | $37.85 | +33.8% | COMMON STOCK USD.001 | 64125C109 |
| RMD | RESMED INC | 1,535 | $99,000 | 0.0% | $64.50 * | $54.66 | +7.0% | COMMON STOCK USD.004 | 761152107 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 1,700 | $84,000 | 0.0% | $49.41 | $49.41 | — | COMMON STOCK ILS.01 | M2682V108 |
| KODK | EASTMAN KODAK CO | 2,000 | $30,000 | 0.0% | $15.00 | $25.80 | -41.9% | COMMON STOCK USD.01 | 277461406 |
| — | EASTMAN KODAK CO | 2,771 | $10,000 | 0.0% | $3.61 | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $7,000 | 0.0% | $2.53 | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | VERSO CORP A | 909 | $6,000 | 0.0% | $6.60 | $6.60 | — | COMMON STOCK | 92531L207 |
| — | SUNTECH POWER HLDGS CO | 18,480,000 | $0 | 0.0% | $0.00 | $0.00 | — | SR UNSECURED 03/13 3 | 86800CAE4 |