Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Jan 27, 2017
Total Value: $4.47B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $732M | 16.4% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD SP 500 ETF | 1,844,737 | $379M | 8.5% | $186.09 | — | VANGUARD S+P 500 ETF | 922908363 |
| VTV | VANGUARD VALUE ETF | 1,263,052 | $117M | 2.6% | $93.01 | — | VANGUARD VALUE ETF | 922908744 |
| AAPL | APPLE INC | 490,509 | $56.81M | 1.3% | $18.70 | +39.5% | COMMON STOCK USD.00001 | 037833100 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 1,966,627 | $56.54M | 1.3% | $22.21 | — | ADR | 874039100 |
| VEA | VANGUARD FTSE DEVELOPED MARKET | 1,350,916 | $49.36M | 1.1% | $36.54 | — | VANGUARD FTSE DEVELOPED ETF | 921943858 |
| IEFA | ISHARES CORE MSCI EAFE ETF | 920,107 | $49.34M | 1.1% | $53.63 | — | ISHARES CORE MSCI EAFE ETF | 46432F842 |
| EFV | ISHARES MSCI EAFE VALUE ETF | 1,039,666 | $49.12M | 1.1% | $47.25 | — | ISHARES MSCI EAFE VALUE ETF | 464288877 |
| MSFT | MICROSOFT CORP | 787,507 | $48.94M | 1.1% | $32.77 | +64.6% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 60,461 | $46.66M | 1.0% | $35.61 | +8.6% | COMMON STOCK USD.001 | 02079K107 |
| JPM | JPMORGAN CHASE CO | 537,928 | $46.42M | 1.0% | $39.93 | +50.0% | COMMON STOCK USD1.0 | 46625H100 |
| XOM | EXXON MOBIL CORP | 436,799 | $39.42M | 0.9% | $51.93 | +12.0% | COMMON STOCK | 30231G102 |
| NTES | NETEASE INC ADR | 170,028 | $36.61M | 0.8% | $131.52 | — | ADR USD.0001 | 64110W102 |
| AMZN | AMAZON.COM INC | 48,623 | $36.46M | 0.8% | $25.37 | +54.5% | COMMON STOCK USD.01 | 023135106 |
| BAC | BANK OF AMERICA CORP | 1,625,286 | $35.92M | 0.8% | $15.20 | +3.1% | COMMON STOCK USD.01 | 060505104 |
| C | CITIGROUP INC | 552,241 | $32.82M | 0.7% | $37.58 | +8.1% | COMMON STOCK USD.01 | 172967424 |
| UNH | UNITEDHEALTH GROUP INC | 202,587 | $32.42M | 0.7% | $93.58 | +38.0% | COMMON STOCK USD.01 | 91324P102 |
| MRK | MERCK CO. INC. | 538,383 | $31.7M | 0.7% | $33.48 | +31.7% | COMMON STOCK USD.5 | 58933Y105 |
| WFC | WELLS FARGO CO | 545,051 | $30.04M | 0.7% | $36.61 | +6.6% | COMMON STOCK USD1.666 | 949746101 |
| CMCSA | COMCAST CORP CLASS A | 427,340 | $29.51M | 0.7% | $20.76 | +29.2% | COMMON STOCK USD.01 | 20030N101 |
| CX | CEMEX SAB SPONS ADR PART CER | 3,548,813 | $28.5M | 0.6% | $6.76 | — | ADR | 151290889 |
| META | FACEBOOK INC A | 231,047 | $26.58M | 0.6% | $87.84 | +38.8% | COMMON STOCK USD.000006 | 30303M102 |
| PG | PROCTER GAMBLE CO WHEN DIS | 312,875 | $26.31M | 0.6% | $57.98 | +15.2% | COMMON STOCK | 742718109 |
| — | CELGENE CORP | 221,996 | $25.7M | 0.6% | $103.41 | — | COMMON STOCK USD.01 | 151020104 |
| V | VISA INC CLASS A SHARES | 326,989 | $25.51M | 0.6% | $66.36 | +13.7% | COMMON STOCK USD.0001 | 92826C839 |
| CSCO | CISCO SYSTEMS INC | 835,593 | $25.25M | 0.6% | $15.79 | +46.0% | COMMON STOCK USD.001 | 17275R102 |
| DAL | DELTA AIR LINES INC | 494,724 | $24.34M | 0.5% | $22.89 | +78.7% | COMMON STOCK USD.0001 | 247361702 |
| OXY | OCCIDENTAL PETROLEUM CORP | 340,453 | $24.25M | 0.5% | $57.77 | -4.8% | COMMON STOCK USD.2 | 674599105 |
| EEM | ISHARES MSCI EMERGING MARKETS | 690,581 | $24.18M | 0.5% | $37.59 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| — | LAM RESEARCH CORP | 219,362 | $23.19M | 0.5% | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| PFE | PFIZER INC | 658,926 | $21.4M | 0.5% | $17.44 | +17.6% | COMMON STOCK USD.05 | 717081103 |
| SLB | SCHLUMBERGER LTD | 248,023 | $20.82M | 0.5% | $61.03 | +3.3% | COMMON STOCK USD.01 | 806857108 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 124,688 | $20.32M | 0.5% | $137.07 | +12.3% | COMMON STOCK USD.0033 | 084670702 |
| — | US CONCRETE INC | 305,068 | $19.98M | 0.4% | $19.48 | — | COMMON STOCK USD.001 | 90333L201 |
| HCA | HCA HOLDINGS INC | 260,344 | $19.27M | 0.4% | $59.27 | +17.4% | COMMON STOCK USD.01 | 40412C101 |
| AIG | AMERICAN INTERNATIONAL GROUP | 294,638 | $19.24M | 0.4% | $37.57 | +32.6% | COMMON STOCK USD2.5 | 026874784 |
| HON | HONEYWELL INTERNATIONAL INC | 165,245 | $19.14M | 0.4% | $74.17 | +13.5% | COMMON STOCK USD1.0 | 438516106 |
| JNJ | JOHNSON JOHNSON | 158,522 | $18.26M | 0.4% | $64.45 | +39.2% | COMMON STOCK USD1.0 | 478160104 |
| COF | CAPITAL ONE FINANCIAL CORP | 206,044 | $17.98M | 0.4% | $56.88 | +20.9% | COMMON STOCK USD.01 | 14040H105 |
| TXN | TEXAS INSTRUMENTS INC | 244,501 | $17.84M | 0.4% | $42.68 | +30.0% | COMMON STOCK USD1.0 | 882508104 |
| GILD | GILEAD SCIENCES INC | 248,064 | $17.76M | 0.4% | $63.58 | -16.3% | COMMON STOCK USD.001 | 375558103 |
| — | INGERSOLL RAND PLC | 236,446 | $17.74M | 0.4% | $66.37 | — | COMMON STOCK USD1.0 | G47791101 |
| ORCL | ORACLE CORP | 454,189 | $17.46M | 0.4% | $28.94 | +17.9% | COMMON STOCK USD.01 | 68389X105 |
| VZ | VERIZON COMMUNICATIONS INC | 326,539 | $17.43M | 0.4% | $27.06 | +14.5% | COMMON STOCK USD.1 | 92343V104 |
| PEP | PEPSICO INC | 165,957 | $17.36M | 0.4% | $68.13 | +16.5% | COMMON STOCK USD.017 | 713448108 |
| UNP | UNION PACIFIC CORP | 167,154 | $17.33M | 0.4% | $73.83 | +8.8% | COMMON STOCK USD2.5 | 907818108 |
| T | ATT INC | 386,933 | $16.46M | 0.4% | $12.81 | +20.6% | COMMON STOCK USD1.0 | 00206R102 |
| HD | HOME DEPOT INC | 122,253 | $16.39M | 0.4% | $78.98 | +30.9% | COMMON STOCK USD.05 | 437076102 |
| MDT | MEDTRONIC PLC | 228,634 | $16.29M | 0.4% | $58.30 | +7.0% | COMMON STOCK USD.1 | G5960L103 |
| KO | COCA COLA CO/THE | 373,317 | $15.48M | 0.3% | $27.96 | +11.6% | COMMON STOCK USD.25 | 191216100 |
| — | HESS CORP | 238,809 | $14.88M | 0.3% | $61.07 | — | COMMON STOCK USD1.0 | 42809H107 |
| CB | CHUBB LTD | 109,716 | $14.5M | 0.3% | $96.84 | +11.9% | COMMON STOCK | H1467J104 |
| SPG | SIMON PROPERTY GROUP INC | 80,600 | $14.32M | 0.3% | $109.03 | +5.3% | REIT USD.0001 | 828806109 |
| GD | GENERAL DYNAMICS CORP | 81,640 | $14.1M | 0.3% | $109.99 | +21.9% | COMMON STOCK USD1.0 | 369550108 |
| EWJ | ISHARES MSCI JAPAN ETF | 288,139 | $14.08M | 0.3% | $48.86 | — | ISHARES MSCI JAPAN ETF | 46434G822 |
| — | LEVEL 3 COMMUNICATIONS INC | 247,362 | $13.94M | 0.3% | $28.07 | — | COMMON STOCK USD.01 | 52729N308 |
| BMA | BANCO MACRO SA ADR | 215,985 | $13.9M | 0.3% | $65.12 | — | ADR | 05961W105 |
| HPE | HEWLETT PACKARD ENTERPRIS | 600,257 | $13.89M | 0.3% | $7.65 | +33.7% | COMMON STOCK USD.01 | 42824C109 |
| MHK | MOHAWK INDUSTRIES INC | 68,809 | $13.74M | 0.3% | $203.43 | -3.5% | COMMON STOCK USD.01 | 608190104 |
| — | EZCORP INC | 14,250,000 | $13.73M | 0.3% | $0.72 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| — | ALLERGAN PLC | 65,063 | $13.66M | 0.3% | $290.05 | — | COMMON STOCK USD.0033 | G0177J108 |
| — | WESTROCK CO | 267,166 | $13.56M | 0.3% | $43.78 | — | COMMON STOCK | 96145D105 |
| CVX | CHEVRON CORP | 114,725 | $13.5M | 0.3% | $70.84 | +4.2% | COMMON STOCK USD.75 | 166764100 |
| — | UNITED TECHNOLOGIES CORP | 121,794 | $13.35M | 0.3% | $106.43 | — | COMMON STOCK USD1.0 | 913017109 |
| EWH | ISHARES MSCI HONG KONG ETF | 672,976 | $13.11M | 0.3% | $19.59 | — | ISHARES MSCI HONG KONG ETF | 464286871 |
| PH | PARKER HANNIFIN CORP | 88,325 | $12.37M | 0.3% | $94.99 | +21.7% | COMMON STOCK USD.5 | 701094104 |
| IBN | ICICI BANK LTD SPON ADR | 1,612,972 | $12.08M | 0.3% | $10.58 | — | ADR | 45104G104 |
| — | WABCO HOLDINGS INC | 113,480 | $12.05M | 0.3% | $112.76 | — | COMMON STOCK USD.01 | 92927K102 |
| GS | GOLDMAN SACHS GROUP INC | 49,671 | $11.89M | 0.3% | $141.63 | +18.4% | COMMON STOCK USD.01 | 38141G104 |
| TGT | TARGET CORP | 157,382 | $11.37M | 0.3% | $57.99 | -4.6% | COMMON STOCK USD.0833 | 87612E106 |
| PPG | PPG INDUSTRIES INC | 119,370 | $11.31M | 0.3% | $88.30 | -8.7% | COMMON STOCK USD1.67 | 693506107 |
| INTC | INTEL CORP | 311,740 | $11.31M | 0.3% | $21.71 | +34.3% | COMMON STOCK USD.001 | 458140100 |
| AMT | AMERICAN TOWER CORP | 106,520 | $11.26M | 0.3% | $79.89 | +8.1% | REIT USD.01 | 03027X100 |
| TJX | TJX COMPANIES INC | 148,291 | $11.14M | 0.2% | $31.40 | +5.8% | COMMON STOCK USD1.0 | 872540109 |
| RDN | RADIAN GROUP INC | 616,178 | $11.08M | 0.2% | $12.46 | -0.3% | COMMON STOCK USD.001 | 750236101 |
| — | CITRIX SYSTEMS INC | 122,382 | $10.93M | 0.2% | $75.05 | — | COMMON STOCK USD.001 | 177376100 |
| AMGN | AMGEN INC | 73,094 | $10.69M | 0.2% | $107.18 | +6.7% | COMMON STOCK USD.0001 | 031162100 |
| EMN | EASTMAN CHEMICAL CO | 141,456 | $10.64M | 0.2% | $52.91 | +0.8% | COMMON STOCK USD.01 | 277432100 |
| — | GENERAL ELECTRIC CO | 334,919 | $10.58M | 0.2% | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 238,581 | $10.58M | 0.2% | $34.29 | +1.3% | COMMON STOCK | 609207105 |
| — | ASPEN TECHNOLOGY INC | 191,710 | $10.48M | 0.2% | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| — | BAKER HUGHES INC | 159,629 | $10.37M | 0.2% | $56.07 | — | COMMON STOCK USD1.0 | 057224107 |
| BA | BOEING CO/THE | 66,489 | $10.35M | 0.2% | $125.25 | +7.8% | COMMON STOCK USD5.0 | 097023105 |
| SJM | JM SMUCKER CO/THE | 80,668 | $10.33M | 0.2% | $101.35 | -3.7% | COMMON STOCK | 832696405 |
| PM | PHILIP MORRIS INTERNATIONAL | 111,103 | $10.16M | 0.2% | $49.20 | +18.4% | COMMON STOCK | 718172109 |
| CVS | CVS HEALTH CORP | 124,667 | $9.837M | 0.2% | $54.13 | +12.8% | COMMON STOCK USD.01 | 126650100 |
| — | REYNOLDS AMERICAN INC | 174,176 | $9.761M | 0.2% | $47.15 | — | COMMON STOCK USD.0001 | 761713106 |
| LYB | LYONDELLBASELL INDU CL A | 113,723 | $9.755M | 0.2% | $43.06 | +14.7% | COMMON STOCK EUR.04 | N53745100 |
| DG | DOLLAR GENERAL CORP | 130,442 | $9.662M | 0.2% | $65.75 | -1.3% | COMMON STOCK USD.875 | 256677105 |
| PLD | PROLOGIS INC | 181,804 | $9.597M | 0.2% | $32.63 | +20.3% | REIT USD.01 | 74340W103 |
| — | MEAD JOHNSON NUTRITION CO | 134,538 | $9.52M | 0.2% | $86.83 | — | COMMON STOCK USD.01 | 582839106 |
| EXC | EXELON CORP | 263,700 | $9.359M | 0.2% | $14.44 | +19.4% | COMMON STOCK | 30161N101 |
| DIS | WALT DISNEY CO/THE | 87,780 | $9.148M | 0.2% | $61.44 | +47.7% | COMMON STOCK USD.01 | 254687106 |
| — | CIGNA CORP | 67,260 | $8.972M | 0.2% | $110.89 | — | COMMON STOCK USD.25 | 125509109 |
| PWR | QUANTA SERVICES INC | 250,247 | $8.721M | 0.2% | $22.47 | +37.1% | COMMON STOCK USD.00001 | 74762E102 |
| AZO | AUTOZONE INC | 11,024 | $8.707M | 0.2% | $669.56 | +14.9% | COMMON STOCK USD.01 | 053332102 |
| CNP | CENTERPOINT ENERGY INC | 351,668 | $8.665M | 0.2% | $14.73 | +19.1% | COMMON STOCK USD.01 | 15189T107 |
| — | RAYTHEON COMPANY | 60,743 | $8.626M | 0.2% | $116.26 | — | COMMON STOCK USD.01 | 755111507 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 147,619 | $8.614M | 0.2% | $43.79 | — | COMMON STOCK USD.01 | 848574109 |
| F | FORD MOTOR CO | 702,146 | $8.517M | 0.2% | $8.50 | -12.0% | COMMON STOCK USD.01 | 345370860 |
| VYX | NCR CORPORATION | 208,782 | $8.468M | 0.2% | $16.49 | +36.1% | COMMON STOCK USD.01 | 62886E108 |
| AAL | AMERICAN AIRLINES GROUP INC | 181,147 | $8.458M | 0.2% | $35.46 | +18.6% | COMMON STOCK | 02376R102 |
| RGA | REINSURANCE GROUP OF AMERICA | 66,650 | $8.387M | 0.2% | $102.08 | +14.9% | COMMON STOCK USD.01 | 759351604 |
| CL | COLGATE PALMOLIVE CO | 126,515 | $8.279M | 0.2% | $53.65 | +3.2% | COMMON STOCK USD1.0 | 194162103 |
| YPF | YPF S.A. SPONSORED ADR | 497,533 | $8.209M | 0.2% | $19.00 | — | ADR | 984245100 |
| FDX | FEDEX CORP | 43,765 | $8.149M | 0.2% | $111.23 | +42.4% | COMMON STOCK USD.1 | 31428X106 |
| MTN | VAIL RESORTS INC | 50,249 | $8.106M | 0.2% | $134.76 | +17.8% | COMMON STOCK USD.01 | 91879Q109 |
| EWC | ISHARES MSCI CANADA ETF | 308,983 | $8.08M | 0.2% | $24.73 | — | ISHARES MSCI CANADA ETF | 464286509 |
| WMT | WAL MART STORES INC | 116,278 | $8.037M | 0.2% | $21.22 | -6.2% | COMMON STOCK USD.1 | 931142103 |
| ALSN | ALLISON TRANSMISSION HOLDING | 237,416 | $7.999M | 0.2% | $26.93 | 0.0% | COMMON STOCK USD.01 | 01973R101 |
| GLW | CORNING INC | 329,127 | $7.988M | 0.2% | $16.36 | +13.9% | COMMON STOCK USD.5 | 219350105 |
| IBM | INTL BUSINESS MACHINES CORP | 47,211 | $7.837M | 0.2% | $104.57 | -1.5% | COMMON STOCK USD.2 | 459200101 |
| LEA | LEAR CORP | 58,721 | $7.773M | 0.2% | $98.38 | +7.3% | COMMON STOCK USD.01 | 521865204 |
| BBY | BEST BUY CO INC | 182,103 | $7.77M | 0.2% | $23.15 | +32.9% | COMMON STOCK USD.1 | 086516101 |
| NWL | NEWELL BRANDS INC | 173,023 | $7.725M | 0.2% | $18.14 | +80.3% | COMMON STOCK USD1.0 | 651229106 |
| — | CHICAGO BRIDGE IRON CO NV | 242,545 | $7.701M | 0.2% | $31.75 | — | COMMON STOCK EUR.01 | 167250109 |
| — | QUINTILES IMS HOLDINGS INC | 101,035 | $7.684M | 0.2% | $62.22 | — | COMMON STOCK USD.01 | 74876Y101 |
| GM | GENERAL MOTORS CO | 217,598 | $7.581M | 0.2% | $25.20 | +11.7% | COMMON STOCK USD.01 | 37045V100 |
| VLO | VALERO ENERGY CORP | 110,416 | $7.544M | 0.2% | $34.34 | +24.6% | COMMON STOCK USD.01 | 91913Y100 |
| BDX | BECTON DICKINSON AND CO | 45,490 | $7.531M | 0.2% | $103.04 | +40.4% | COMMON STOCK USD1.0 | 075887109 |
| ZD | J2 GLOBAL INC | 91,168 | $7.458M | 0.2% | $56.98 | +11.6% | COMMON STOCK USD.01 | 48123V102 |
| GOOGL | ALPHABET INC CL A | 9,367 | $7.423M | 0.2% | $36.73 | +8.0% | COMMON STOCK USD.001 | 02079K305 |
| MUR | MURPHY OIL CORP | 235,945 | $7.345M | 0.2% | $22.82 | -4.6% | COMMON STOCK USD1.0 | 626717102 |
| TX | TERNIUM SA SPONSORED ADR | 299,296 | $7.228M | 0.2% | $23.38 | — | ADR USD1.0 | 880890108 |
| PRU | PRUDENTIAL FINANCIAL INC | 69,257 | $7.207M | 0.2% | $48.01 | +30.4% | COMMON STOCK USD.01 | 744320102 |
| ESNT | ESSENT GROUP LTD | 221,587 | $7.173M | 0.2% | $20.57 | +28.0% | COMMON STOCK USD.015 | G3198U102 |
| TDG | TRANSDIGM GROUP INC | 28,756 | $7.159M | 0.2% | $140.13 | +25.6% | COMMON STOCK USD.01 | 893641100 |
| UGI | UGI CORP | 153,879 | $7.091M | 0.2% | $36.19 | +23.7% | COMMON STOCK | 902681105 |
| BC | BRUNSWICK CORP | 129,192 | $7.046M | 0.2% | $36.46 | +15.7% | COMMON STOCK USD.75 | 117043109 |
| PSA | PUBLIC STORAGE | 31,121 | $6.956M | 0.2% | $124.87 | +17.6% | REIT USD.1 | 74460D109 |
| CPT | CAMDEN PROPERTY TRUST | 82,702 | $6.953M | 0.2% | $58.23 | 0.0% | REIT USD.01 | 133131102 |
| TSN | TYSON FOODS INC CL A | 112,570 | $6.943M | 0.2% | $35.93 | +44.8% | COMMON STOCK USD.1 | 902494103 |
| — | WYNDHAM WORLDWIDE CORP | 89,827 | $6.86M | 0.2% | $69.81 | — | COMMON STOCK USD.01 | 98310W108 |
| — | FXCM INC | 12,200,000 | $6.527M | 0.1% | $0.76 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| USB | US BANCORP | 126,535 | $6.5M | 0.1% | $23.72 | +42.4% | COMMON STOCK USD.01 | 902973304 |
| OHI | OMEGA HEALTHCARE INVESTORS | 205,819 | $6.434M | 0.1% | $35.28 | — | REIT USD.1 | 681936100 |
| IP | INTERNATIONAL PAPER CO | 121,115 | $6.426M | 0.1% | $28.45 | +9.9% | COMMON STOCK USD1.0 | 460146103 |
| IDCC | INTERDIGITAL INC | 69,301 | $6.331M | 0.1% | $65.06 | +23.3% | COMMON STOCK USD.01 | 45867G101 |
| STT | STATE STREET CORP | 80,608 | $6.265M | 0.1% | $49.69 | +15.8% | COMMON STOCK USD1.0 | 857477103 |
| ABBV | ABBVIE INC | 98,690 | $6.18M | 0.1% | $40.55 | +3.0% | COMMON STOCK USD.01 | 00287Y109 |
| MCD | MCDONALD S CORP | 50,616 | $6.161M | 0.1% | $89.70 | +5.1% | COMMON STOCK USD.01 | 580135101 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 33,412 | $6.154M | 0.1% | $85.41 | +66.2% | COMMON STOCK USD.01 | 446413106 |
| HOLX | HOLOGIC INC | 152,982 | $6.138M | 0.1% | $30.33 | +27.2% | COMMON STOCK USD.01 | 436440101 |
| CCK | CROWN HOLDINGS INC | 116,681 | $6.134M | 0.1% | $49.20 | +4.4% | COMMON STOCK USD5.0 | 228368106 |
| KMB | KIMBERLY CLARK CORP | 53,428 | $6.097M | 0.1% | $90.02 | -6.1% | COMMON STOCK USD1.25 | 494368103 |
| — | FOOT LOCKER INC | 85,745 | $6.078M | 0.1% | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| WM | WASTE MANAGEMENT INC | 85,678 | $6.075M | 0.1% | $45.28 | +25.5% | COMMON STOCK USD.01 | 94106L109 |
| FAF | FIRST AMERICAN FINANCIAL | 165,152 | $6.05M | 0.1% | $29.05 | -2.7% | COMMON STOCK USD.00001 | 31847R102 |
| OC | OWENS CORNING | 115,627 | $5.962M | 0.1% | $51.40 | +0.8% | COMMON STOCK USD.001 | 690742101 |
| QCOM | QUALCOMM INC | 90,174 | $5.879M | 0.1% | $40.99 | +27.5% | COMMON STOCK USD.0001 | 747525103 |
| TRV | TRAVELERS COS INC/THE | 47,876 | $5.861M | 0.1% | $76.13 | +22.7% | COMMON STOCK | 89417E109 |
| AMAT | APPLIED MATERIALS INC | 177,902 | $5.741M | 0.1% | $26.81 | +2.5% | COMMON STOCK USD.01 | 038222105 |
| MTX | MINERALS TECHNOLOGIES INC | 74,055 | $5.721M | 0.1% | $57.15 | +24.8% | COMMON STOCK USD.1 | 603158106 |
| MO | ALTRIA GROUP INC | 83,906 | $5.674M | 0.1% | $27.61 | +23.1% | COMMON STOCK USD.333 | 02209S103 |
| PKG | PACKAGING CORP OF AMERICA | 66,526 | $5.643M | 0.1% | $46.41 | +38.0% | COMMON STOCK USD.01 | 695156109 |
| FITB | FIFTH THIRD BANCORP | 207,203 | $5.588M | 0.1% | $12.84 | +34.7% | COMMON STOCK | 316773100 |
| EG | EVEREST RE GROUP LTD | 25,766 | $5.576M | 0.1% | $155.83 | +9.4% | COMMON STOCK USD.01 | G3223R108 |
| — | PACWEST BANCORP | 98,823 | $5.38M | 0.1% | $38.73 | — | COMMON STOCK | 695263103 |
| PKX | POSCO SPON ADR | 101,226 | $5.319M | 0.1% | $65.47 | — | ADR | 693483109 |
| AMCX | AMC NETWORKS INC A | 101,454 | $5.31M | 0.1% | $61.45 | -15.5% | COMMON STOCK | 00164V103 |
| SSL | SASOL LTD SPONSORED ADR | 185,601 | $5.306M | 0.1% | $27.24 | — | ADR | 803866300 |
| CTAS | CINTAS CORP | 45,872 | $5.301M | 0.1% | $17.62 | +45.2% | COMMON STOCK | 172908105 |
| ELV | ANTHEM INC | 36,426 | $5.237M | 0.1% | $107.10 | +10.7% | COMMON STOCK USD.01 | 036752103 |
| FFIV | F5 NETWORKS INC | 36,164 | $5.234M | 0.1% | $123.12 | +10.0% | COMMON STOCK | 315616102 |
| SNA | SNAP ON INC | 30,421 | $5.21M | 0.1% | $101.53 | +28.0% | COMMON STOCK USD1.0 | 833034101 |
| — | DR PEPPER SNAPPLE GROUP INC | 56,814 | $5.151M | 0.1% | $63.67 | — | COMMON STOCK USD.01 | 26138E109 |
| INGR | INGREDION INC | 40,951 | $5.117M | 0.1% | $76.49 | +65.2% | COMMON STOCK USD.01 | 457187102 |
| ARW | ARROW ELECTRONICS INC | 71,393 | $5.09M | 0.1% | $51.40 | +28.7% | COMMON STOCK USD1.0 | 042735100 |
| AMG | AFFILIATED MANAGERS GROUP | 34,886 | $5.069M | 0.1% | $150.66 | -6.7% | COMMON STOCK USD.01 | 008252108 |
| EWBC | EAST WEST BANCORP INC | 99,251 | $5.045M | 0.1% | $28.34 | +27.0% | COMMON STOCK USD.001 | 27579R104 |
| FE | FIRSTENERGY CORP | 162,894 | $5.045M | 0.1% | $21.48 | +2.1% | COMMON STOCK USD.1 | 337932107 |
| WPC | WP CAREY INC | 83,560 | $4.938M | 0.1% | $61.64 | — | REIT USD.001 | 92936U109 |
| KHC | KRAFT HEINZ CO/THE | 55,080 | $4.81M | 0.1% | $58.03 | -2.7% | COMMON STOCK USD.01 | 500754106 |
| PB | PROSPERITY BANCSHARES INC | 66,963 | $4.807M | 0.1% | $37.40 | +28.4% | COMMON STOCK USD1.0 | 743606105 |
| — | WHITEWAVE FOODS CO | 85,717 | $4.766M | 0.1% | $55.38 | — | COMMON STOCK USD.01 | 966244105 |
| ESS | ESSEX PROPERTY TRUST INC | 20,014 | $4.653M | 0.1% | $158.15 | +0.7% | REIT USD.0001 | 297178105 |
| — | CRANE CO | 63,453 | $4.576M | 0.1% | $63.03 | — | COMMON STOCK USD1.0 | 224399105 |
| — | ARRIS INTERNATIONAL PLC | 151,854 | $4.575M | 0.1% | $22.92 | — | COMMON STOCK GBP.0001 | G0551A103 |
| — | EXPRESS SCRIPTS HOLDING CO | 65,859 | $4.53M | 0.1% | $77.09 | — | COMMON STOCK USD.01 | 30219G108 |
| — | DISCOVERY COMMUNICATIONS A | 165,203 | $4.528M | 0.1% | $26.40 | — | COMMON STOCK USD.01 | 25470F104 |
| — | DOW CHEMICAL CO/THE | 79,018 | $4.521M | 0.1% | $44.13 | — | COMMON STOCK USD2.5 | 260543103 |
| GT | GOODYEAR TIRE RUBBER CO | 144,362 | $4.456M | 0.1% | $30.16 | +2.6% | COMMON STOCK | 382550101 |
| CMI | CUMMINS INC | 32,315 | $4.416M | 0.1% | $92.57 | +13.8% | COMMON STOCK USD2.5 | 231021106 |
| CRUS | CIRRUS LOGIC INC | 77,930 | $4.406M | 0.1% | $28.29 | +95.7% | COMMON STOCK USD.001 | 172755100 |
| — | HOSPITALITY PROPERTIES TRUST | 138,580 | $4.399M | 0.1% | $28.56 | — | REIT USD.01 | 44106M102 |
| AVB | AVALONBAY COMMUNITIES INC | 24,822 | $4.397M | 0.1% | $126.64 | -2.6% | REIT USD.01 | 053484101 |
| FBIN | FORTUNE BRANDS HOME SECURI | 81,646 | $4.365M | 0.1% | $41.24 | 0.0% | COMMON STOCK USD.01 | 34964C106 |
| WOR | WORTHINGTON INDUSTRIES | 91,458 | $4.339M | 0.1% | $19.51 | +65.0% | COMMON STOCK | 981811102 |
| — | MICHAEL KORS HOLDINGS LTD | 99,659 | $4.283M | 0.1% | $54.02 | — | COMMON STOCK | G60754101 |
| STLD | STEEL DYNAMICS INC | 118,808 | $4.227M | 0.1% | $16.82 | +55.1% | COMMON STOCK USD.005 | 858119100 |
| AEP | AMERICAN ELECTRIC POWER | 66,949 | $4.215M | 0.1% | $38.95 | +14.7% | COMMON STOCK USD6.5 | 025537101 |
| — | AARON S INC | 130,254 | $4.167M | 0.1% | $24.96 | — | COMMON STOCK USD.5 | 002535300 |
| SYY | SYSCO CORP | 74,987 | $4.152M | 0.1% | $36.56 | +12.0% | COMMON STOCK USD1.0 | 871829107 |
| CSL | CARLISLE COS INC | 37,222 | $4.105M | 0.1% | $80.28 | +21.2% | COMMON STOCK USD1.0 | 142339100 |
| URI | UNITED RENTALS INC | 38,730 | $4.089M | 0.1% | $75.62 | +16.6% | COMMON STOCK USD.01 | 911363109 |
| HRB | HR BLOCK INC | 176,828 | $4.065M | 0.1% | $16.08 | 0.0% | COMMON STOCK | 093671105 |
| HP | HELMERICH PAYNE | 51,582 | $3.992M | 0.1% | $55.75 | +27.4% | COMMON STOCK USD.1 | 423452101 |
| LOW | LOWE S COS INC | 55,954 | $3.979M | 0.1% | $44.61 | +34.1% | COMMON STOCK USD.5 | 548661107 |
| THG | HANOVER INSURANCE GROUP INC/ | 43,638 | $3.971M | 0.1% | $61.70 | +3.5% | COMMON STOCK USD.01 | 410867105 |
| CE | CELANESE CORP SERIES A | 50,007 | $3.938M | 0.1% | $56.76 | +11.3% | COMMON STOCK USD.0001 | 150870103 |
| — | LIBERTY INTERACTIVE CORP Q A | 196,349 | $3.923M | 0.1% | $27.64 | — | TRACKING STK USD.01 | 53071M104 |
| MA | MASTERCARD INC A | 37,808 | $3.904M | 0.1% | $90.95 | +8.0% | COMMON STOCK USD.0001 | 57636Q104 |
| — | ENDURANCE SPECIALTY HOLDINGS | 42,164 | $3.896M | 0.1% | $88.52 | — | COMMON STOCK USD1.0 | G30397106 |
| NTAP | NETAPP INC | 110,405 | $3.894M | 0.1% | $23.48 | +18.1% | COMMON STOCK USD.001 | 64110D104 |
| D | DOMINION RESOURCES INC/VA | 50,449 | $3.864M | 0.1% | $40.62 | +21.7% | COMMON STOCK | 25746U109 |
| WKC | WORLD FUEL SERVICES CORP | 81,157 | $3.726M | 0.1% | $43.59 | +2.2% | COMMON STOCK USD.01 | 981475106 |
| AGO | ASSURED GUARANTY LTD | 98,199 | $3.709M | 0.1% | $22.70 | +26.9% | COMMON STOCK USD.01 | G0585R106 |
| NNN | NATIONAL RETAIL PROPERTIES | 83,804 | $3.704M | 0.1% | $40.17 | — | REIT USD.01 | 637417106 |
| CCL | CARNIVAL CORP | 71,069 | $3.7M | 0.1% | $43.89 | +1.9% | COMMON STOCK USD.01 | 143658300 |
| — | DISCOVER FINANCIAL SERVICES | 50,985 | $3.676M | 0.1% | $54.18 | — | COMMON STOCK USD.01 | 254709108 |
| — | MENTOR GRAPHICS CORP | 94,660 | $3.492M | 0.1% | $20.60 | — | COMMON STOCK | 587200106 |
| MMM | 3M CO | 19,234 | $3.435M | 0.1% | $90.09 | +17.9% | COMMON STOCK USD.01 | 88579Y101 |
| — | WEBMD HEALTH CORP | 67,767 | $3.359M | 0.1% | $48.06 | — | COMMON STOCK USD.01 | 94770V102 |
| EOG | EOG RESOURCES INC | 33,222 | $3.359M | 0.1% | $65.14 | +11.1% | COMMON STOCK USD.01 | 26875P101 |
| JKHY | JACK HENRY ASSOCIATES INC | 37,782 | $3.354M | 0.1% | $57.49 | +33.2% | COMMON STOCK USD.01 | 426281101 |
| POST | POST HOLDINGS INC | 41,527 | $3.338M | 0.1% | $51.40 | -1.7% | COMMON STOCK USD.01 | 737446104 |
| SYK | STRYKER CORP | 27,783 | $3.329M | 0.1% | $98.87 | +5.1% | COMMON STOCK USD.1 | 863667101 |
| ETR | ENTERGY CORP | 45,176 | $3.319M | 0.1% | $21.87 | +15.5% | COMMON STOCK USD.01 | 29364G103 |
| EQIX | EQUINIX INC | 9,283 | $3.318M | 0.1% | $293.28 | 0.0% | REIT USD.001 | 29444U700 |
| — | SPECTRUM BRANDS HOLDINGS INC | 27,012 | $3.304M | 0.1% | $122.32 | — | COMMON STOCK USD.01 | 84763R101 |
| DUK | DUKE ENERGY CORP | 42,278 | $3.282M | 0.1% | $46.02 | +14.4% | COMMON STOCK USD.001 | 26441C204 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 31,620 | $3.263M | 0.1% | $106.19 | -6.4% | COMMON STOCK USD.01 | 98956P102 |
| CAR | AVIS BUDGET GROUP INC | 88,704 | $3.254M | 0.1% | $36.43 | -5.6% | COMMON STOCK USD.01 | 053774105 |
| AXP | AMERICAN EXPRESS CO | 43,905 | $3.252M | 0.1% | $60.98 | 0.0% | COMMON STOCK USD.2 | 025816109 |
| ITW | ILLINOIS TOOL WORKS | 26,494 | $3.244M | 0.1% | $81.56 | +19.1% | COMMON STOCK USD.01 | 452308109 |
| 1741046D | STERIS PLC | 48,065 | $3.239M | 0.1% | $67.39 | — | COMMON STOCK | G84720104 |
| AIZ | ASSURANT INC | 34,861 | $3.237M | 0.1% | $72.72 | +0.6% | COMMON STOCK USD.01 | 04621X108 |
| — | UMPQUA HOLDINGS CORP | 171,763 | $3.226M | 0.1% | $16.43 | — | COMMON STOCK | 904214103 |
| NEE | NEXTERA ENERGY INC | 26,667 | $3.186M | 0.1% | $16.28 | +45.7% | COMMON STOCK USD.01 | 65339F101 |
| BPOP | POPULAR INC | 72,711 | $3.186M | 0.1% | $22.55 | +38.8% | COMMON STOCK USD.01 | 733174700 |
| MS | MORGAN STANLEY | 75,188 | $3.177M | 0.1% | $22.76 | +28.1% | COMMON STOCK USD.01 | 617446448 |
| — | CHIMERA INVESTMENT CORP | 184,500 | $3.14M | 0.1% | $16.63 | — | REIT USD.01 | 16934Q208 |
| — | BROCADE COMMUNICATIONS SYS | 249,582 | $3.117M | 0.1% | $12.49 | — | COMMON STOCK USD.001 | 111621306 |
| — | NUANCE COMMUNICATIONS INC | 208,625 | $3.109M | 0.1% | $15.98 | — | COMMON STOCK USD.001 | 67020Y100 |
| — | PS BUSINESS PARKS INC/CA | 26,660 | $3.106M | 0.1% | $100.75 | — | REIT USD.01 | 69360J107 |
| — | HILL ROM HOLDINGS INC | 54,849 | $3.079M | 0.1% | $48.25 | — | COMMON STOCK | 431475102 |
| SBUX | STARBUCKS CORP | 55,080 | $3.058M | 0.1% | $39.05 | +16.7% | COMMON STOCK USD.001 | 855244109 |
| — | AMTRUST FINANCIAL SERVICES | 111,605 | $3.056M | 0.1% | $39.06 | — | COMMON STOCK USD.01 | 032359309 |
| — | GENERAL MOTORS CO WTS | 177,681 | $3.044M | 0.1% | $16.80 | — | CALL EXP 10JUL19 | 37045V126 |
| — | SCRIPPS NETWORKS INTER CL A | 42,185 | $3.011M | 0.1% | $55.52 | — | COMMON STOCK USD.01 | 811065101 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 117,805 | $3.006M | 0.1% | $10.87 | +47.3% | COMMON STOCK USD.1 | G4863A108 |
| — | PAREXEL INTERNATIONAL CORP | 45,511 | $2.991M | 0.1% | $63.73 | — | COMMON STOCK USD.01 | 699462107 |
| ETN | EATON CORP PLC | 44,587 | $2.991M | 0.1% | $51.14 | +5.9% | COMMON STOCK USD.01 | G29183103 |
| — | LASALLE HOTEL PROPERTIES | 97,745 | $2.978M | 0.1% | $30.76 | — | REIT USD.01 | 517942108 |
| CSX | CSX CORP | 82,395 | $2.96M | 0.1% | $9.89 | 0.0% | COMMON STOCK USD1.0 | 126408103 |
| BIGGQ | BIG LOTS INC | 58,720 | $2.948M | 0.1% | $35.64 | +8.1% | COMMON STOCK USD.01 | 089302103 |
| — | BED BATH BEYOND INC | 72,497 | $2.946M | 0.1% | $66.16 | — | COMMON STOCK USD.01 | 075896100 |
| RSG | REPUBLIC SERVICES INC | 51,196 | $2.921M | 0.1% | $42.63 | +8.3% | COMMON STOCK USD.01 | 760759100 |
| RS | RELIANCE STEEL ALUMINUM | 36,365 | $2.892M | 0.1% | $68.37 | +11.4% | COMMON STOCK | 759509102 |
| EQR | EQUITY RESIDENTIAL | 44,394 | $2.857M | 0.1% | $44.98 | -2.1% | REIT USD.01 | 29476L107 |
| LUV | SOUTHWEST AIRLINES CO | 57,140 | $2.848M | 0.1% | $22.69 | +77.0% | COMMON STOCK USD1.0 | 844741108 |
| VNO | VORNADO REALTY TRUST | 26,850 | $2.802M | 0.1% | $103.04 | — | REIT USD.04 | 929042109 |
| — | ANSYS INC | 30,195 | $2.793M | 0.1% | $92.50 | — | COMMON STOCK USD.01 | 03662Q105 |
| MCK | MCKESSON CORP | 19,793 | $2.78M | 0.1% | $173.09 | -20.9% | COMMON STOCK USD.01 | 58155Q103 |
| — | MALLINCKRODT PLC | 55,659 | $2.773M | 0.1% | $61.67 | — | COMMON STOCK USD.2 | G5785G107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 23,320 | $2.728M | 0.1% | $54.13 | +42.5% | COMMON STOCK USD5.0 | 693475105 |
| SNPS | SYNOPSYS INC | 46,189 | $2.719M | 0.1% | $35.52 | +67.5% | COMMON STOCK USD.01 | 871607107 |
| — | DEAN FOODS CO | 123,833 | $2.697M | 0.1% | $17.60 | — | COMMON STOCK USD.01 | 242370203 |
| WAB | WABTEC CORP | 32,438 | $2.693M | 0.1% | $70.95 | +10.1% | COMMON STOCK USD.01 | 929740108 |
| — | TEAM HEALTH HOLDINGS INC | 61,100 | $2.655M | 0.1% | $43.45 | — | COMMON STOCK USD.01 | 87817A107 |
| EBAY | EBAY INC | 89,017 | $2.643M | 0.1% | $22.63 | +16.1% | COMMON STOCK USD.001 | 278642103 |
| — | HARMAN INTERNATIONAL | 23,700 | $2.634M | 0.1% | $111.14 | — | COMMON STOCK USD.01 | 413086109 |
| — | INTERSIL CORP A | 116,900 | $2.607M | 0.1% | $22.30 | — | COMMON STOCK USD.01 | 46069S109 |
| — | CHEMTURA CORP | 78,400 | $2.603M | 0.1% | $33.11 | — | COMMON STOCK USD.01 | 163893209 |
| — | WADDELL REED FINANCIAL A | 133,383 | $2.602M | 0.1% | $19.28 | — | COMMON STOCK USD.01 | 930059100 |
| — | CST BRANDS INC | 54,000 | $2.6M | 0.1% | $48.14 | — | COMMON STOCK USD.01 | 12646R105 |
| — | HEADWATERS INC | 110,400 | $2.597M | 0.1% | $23.52 | — | COMMON STOCK USD.001 | 42210P102 |
| NXPI | NXP SEMICONDUCTORS NV | 26,500 | $2.597M | 0.1% | $88.31 | 0.0% | COMMON STOCK | N6596X109 |
| BIIB | BIOGEN INC | 9,145 | $2.593M | 0.1% | $290.56 | +2.0% | COMMON STOCK USD.0005 | 09062X103 |
| CPB | CAMPBELL SOUP CO | 42,839 | $2.59M | 0.1% | $42.71 | -2.4% | COMMON STOCK USD.0375 | 134429109 |
| — | LINEAR TECHNOLOGY CORP | 41,500 | $2.588M | 0.1% | $61.97 | — | COMMON STOCK USD.001 | 535678106 |
| — | WESTAR ENERGY INC | 45,600 | $2.57M | 0.1% | $56.31 | — | COMMON STOCK USD5.0 | 95709T100 |
| — | BANK OF THE OZARKS | 48,782 | $2.565M | 0.1% | $42.46 | — | COMMON STOCK USD.01 | 063904106 |
| KSS | KOHLS CORP | 51,780 | $2.557M | 0.1% | $57.27 | -13.6% | COMMON STOCK USD.01 | 500255104 |
| GNRC | GENERAC HOLDINGS INC | 61,950 | $2.524M | 0.1% | $39.60 | 0.0% | COMMON STOCK USD.01 | 368736104 |
| MANH | MANHATTAN ASSOCIATES INC | 47,568 | $2.523M | 0.1% | $50.26 | +6.1% | COMMON STOCK USD.01 | 562750109 |
| BXP | BOSTON PROPERTIES INC | 19,881 | $2.501M | 0.1% | $81.91 | +3.1% | REIT USD.01 | 101121101 |
| AMN | AMN HEALTHCARE SERVICES INC | 64,982 | $2.499M | 0.1% | $32.99 | +3.6% | COMMON STOCK USD.01 | 001744101 |
| INTU | INTUIT INC | 21,621 | $2.478M | 0.1% | $93.11 | +12.5% | COMMON STOCK USD.01 | 461202103 |
| — | VALSPAR CORP/THE | 23,753 | $2.461M | 0.1% | $104.54 | — | COMMON STOCK USD.5 | 920355104 |
| DOX | AMDOCS LTD | 42,146 | $2.455M | 0.1% | $46.71 | +5.9% | COMMON STOCK GBP.0001 | G02602103 |
| M | MACY S INC | 68,368 | $2.448M | 0.1% | $41.98 | -7.3% | COMMON STOCK USD.01 | 55616P104 |
| UTHR | UNITED THERAPEUTICS CORP | 17,063 | $2.447M | 0.1% | $103.87 | +22.9% | COMMON STOCK USD.01 | 91307C102 |
| CAKE | CHEESECAKE FACTORY INC/THE | 39,235 | $2.349M | 0.1% | $46.50 | 0.0% | COMMON STOCK USD.01 | 163072101 |
| VTR | VENTAS INC | 37,243 | $2.328M | 0.1% | $42.58 | 0.0% | REIT USD.25 | 92276F100 |
| EPR | EPR PROPERTIES | 32,419 | $2.327M | 0.1% | $54.77 | — | REIT USD.01 | 26884U109 |
| ES | EVERSOURCE ENERGY | 41,809 | $2.309M | 0.1% | $36.19 | +7.6% | COMMON STOCK USD5.0 | 30040W108 |
| — | SELECT INCOME REIT | 91,569 | $2.308M | 0.1% | $22.80 | — | REIT USD.01 | 81618T100 |
| — | LIFEPOINT HEALTH INC | 40,288 | $2.288M | 0.1% | $56.79 | — | COMMON STOCK USD.01 | 53219L109 |
| BEN | FRANKLIN RESOURCES INC | 57,100 | $2.26M | 0.1% | $30.07 | -21.9% | COMMON STOCK USD.1 | 354613101 |
| TILE | INTERFACE INC | 120,860 | $2.242M | 0.1% | $16.70 | +3.2% | COMMON STOCK USD.1 | 458665304 |
| — | DRIL QUIP INC | 37,314 | $2.241M | 0.1% | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| LAMR | LAMAR ADVERTISING CO A | 33,023 | $2.22M | 0.0% | $67.23 | — | REIT USD.001 | 512816109 |
| ORA | ORMAT TECHNOLOGIES INC | 41,396 | $2.22M | 0.0% | $34.05 | +34.1% | COMMON STOCK USD.001 | 686688102 |
| GRMN | GARMIN LTD | 45,552 | $2.209M | 0.0% | $39.20 | 0.0% | COMMON STOCK CHF10.0 | H2906T109 |
| — | DIGITALGLOBE INC | 76,969 | $2.205M | 0.0% | $22.04 | — | COMMON STOCK USD.001 | 25389M877 |
| — | SINCLAIR BROADCAST GROUP A | 66,127 | $2.205M | 0.0% | $32.61 | — | COMMON STOCK USD.01 | 829226109 |
| WDC | WESTERN DIGITAL CORP | 32,348 | $2.198M | 0.0% | $37.85 | +8.0% | COMMON STOCK USD.01 | 958102105 |
| OGE | OGE ENERGY CORP | 65,603 | $2.194M | 0.0% | $26.84 | +17.6% | COMMON STOCK USD.01 | 670837103 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 53,703 | $2.191M | 0.0% | $28.04 | 0.0% | COMMON STOCK USD1.0 | 459044103 |
| — | VWR CORP | 87,507 | $2.19M | 0.0% | $28.90 | — | COMMON STOCK USD.01 | 91843L103 |
| TROW | T ROWE PRICE GROUP INC | 29,054 | $2.187M | 0.0% | $54.57 | -7.2% | COMMON STOCK USD.2 | 74144T108 |
| OSUR | ORASURE TECHNOLOGIES INC | 248,666 | $2.183M | 0.0% | $6.72 | +22.8% | COMMON STOCK USD.000001 | 68554V108 |
| — | FCB FINANCIAL HOLDINGS CL A | 45,630 | $2.177M | 0.0% | $47.71 | — | COMMON STOCK USD.001 | 30255G103 |
| MKSI | MKS INSTRUMENTS INC | 36,376 | $2.161M | 0.0% | $31.51 | +59.1% | COMMON STOCK | 55306N104 |
| ENS | ENERSYS | 27,673 | $2.161M | 0.0% | $52.17 | +28.8% | COMMON STOCK USD.01 | 29275Y102 |
| SO | SOUTHERN CO/THE | 43,926 | $2.161M | 0.0% | $27.98 | +19.9% | COMMON STOCK USD5.0 | 842587107 |
| WEC | WEC ENERGY GROUP INC | 36,799 | $2.158M | 0.0% | $37.93 | +12.7% | COMMON STOCK USD.01 | 92939U106 |
| AGX | ARGAN INC | 30,422 | $2.146M | 0.0% | $27.65 | +79.3% | COMMON STOCK USD.15 | 04010E109 |
| AFL | AFLAC INC | 30,677 | $2.135M | 0.0% | $28.75 | -1.0% | COMMON STOCK USD.1 | 001055102 |
| JBL | JABIL CIRCUIT INC | 89,782 | $2.125M | 0.0% | $20.44 | 0.0% | COMMON STOCK USD.001 | 466313103 |
| — | XL GROUP LTD | 56,828 | $2.117M | 0.0% | $33.63 | — | COMMON STOCK | G98294104 |
| — | LAZARD LTD CL A | 51,331 | $2.109M | 0.0% | $41.09 | — | COMMON STOCK USD.01 | G54050102 |
| O | REALTY INCOME CORP | 36,604 | $2.104M | 0.0% | $35.60 | +2.1% | REIT USD1.0 | 756109104 |
| NMIH | NMI HOLDINGS INC CLASS A | 195,833 | $2.086M | 0.0% | $5.67 | +55.9% | COMMON STOCK USD.01 | 629209305 |
| HIW | HIGHWOODS PROPERTIES INC | 40,847 | $2.084M | 0.0% | $51.02 | — | REIT USD.01 | 431284108 |
| — | METALDYNE PERFORMANCE GROUP | 89,900 | $2.063M | 0.0% | $22.95 | — | COMMON STOCK USD.001 | 59116R107 |
| AWR | AMERICAN STATES WATER CO | 45,002 | $2.05M | 0.0% | $33.92 | +3.3% | COMMON STOCK | 029899101 |
| ACN | ACCENTURE PLC CL A | 17,486 | $2.048M | 0.0% | $76.02 | +35.7% | COMMON STOCK USD.0000225 | G1151C101 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 130,357 | $2.043M | 0.0% | $16.59 | -16.1% | COMMON STOCK USD.0001 | 42727J102 |
| — | TWENTY FIRST CENTURY FOX A | 72,510 | $2.033M | 0.0% | $28.04 | — | COMMON STOCK USD.01 | 90130A101 |
| UDR | UDR INC | 55,685 | $2.031M | 0.0% | $24.75 | 0.0% | REIT USD.01 | 902653104 |
| EXR | EXTRA SPACE STORAGE INC | 26,266 | $2.029M | 0.0% | $42.46 | +22.8% | REIT USD.01 | 30225T102 |
| QLYS | QUALYS INC | 64,048 | $2.027M | 0.0% | $33.42 | +5.3% | COMMON STOCK USD.001 | 74758T303 |
| — | DEVRY EDUCATION GROUP INC | 64,901 | $2.025M | 0.0% | $19.98 | — | COMMON STOCK USD.01 | 251893103 |
| — | POLYONE CORPORATION | 63,122 | $2.022M | 0.0% | $33.74 | — | COMMON STOCK USD.01 | 73179P106 |
| DCH | AMERICAN AXLE MFG HOLDINGS | 104,098 | $2.009M | 0.0% | $16.81 | +0.8% | COMMON STOCK USD.01 | 024061103 |
| — | DYNEGY INC | 236,952 | $2.005M | 0.0% | $22.29 | — | COMMON STOCK USD.01 | 26817R108 |
| SWK | STANLEY BLACK DECKER INC | 17,486 | $2.005M | 0.0% | $94.37 | -0.8% | COMMON STOCK USD2.5 | 854502101 |
| — | CLARCOR INC | 24,300 | $2.004M | 0.0% | $82.47 | — | COMMON STOCK USD1.0 | 179895107 |
| KLAC | KLA TENCOR CORP | 25,397 | $1.998M | 0.0% | $61.17 | +7.4% | COMMON STOCK USD.001 | 482480100 |
| — | LANNETT CO INC | 90,445 | $1.994M | 0.0% | $35.31 | — | COMMON STOCK USD.001 | 516012101 |
| — | STAMPS.COM INC | 17,309 | $1.984M | 0.0% | $84.21 | — | COMMON STOCK USD.001 | 852857200 |
| GBX | GREENBRIER COMPANIES INC | 47,751 | $1.984M | 0.0% | $30.76 | -6.8% | COMMON STOCK | 393657101 |
| — | SANDRIDGE ENERGY INC | 1,581,324 | $1.97M | 0.0% | $1.25 | — | COMPANY GUAR 10/20 0.00000 | 80007PBC2 |
| MDXG | MIMEDX GROUP INC | 218,712 | $1.938M | 0.0% | $8.87 | +1.3% | COMMON STOCK USD.001 | 602496101 |
| SCSC | SCANSOURCE INC | 47,960 | $1.935M | 0.0% | $37.21 | 0.0% | COMMON STOCK | 806037107 |
| SRCE | 1ST SOURCE CORP | 42,675 | $1.906M | 0.0% | $35.69 | — | COMMON STOCK | 336901103 |
| NSC | NORFOLK SOUTHERN CORP | 17,476 | $1.889M | 0.0% | $83.99 | 0.0% | COMMON STOCK USD1.0 | 655844108 |
| KFY | KORN/FERRY INTERNATIONAL | 64,114 | $1.887M | 0.0% | $22.18 | -3.5% | COMMON STOCK USD.01 | 500643200 |
| TRN | TRINITY INDUSTRIES INC | 66,679 | $1.851M | 0.0% | $13.24 | +2.9% | COMMON STOCK USD.01 | 896522109 |
| FIX | COMFORT SYSTEMS USA INC | 55,583 | $1.851M | 0.0% | $26.92 | +9.2% | COMMON STOCK USD.01 | 199908104 |
| — | CABELA S INC | 31,200 | $1.827M | 0.0% | $58.56 | — | COMMON STOCK USD.01 | 126804301 |
| ALLE | ALLEGION PLC | 28,401 | $1.818M | 0.0% | $59.48 | 0.0% | COMMON STOCK USD.01 | G0176J109 |
| — | RETAIL OPPORTUNITY INVESTMEN | 85,931 | $1.816M | 0.0% | $14.11 | — | REIT USD.0001 | 76131N101 |
| ACM | AECOM | 49,930 | $1.815M | 0.0% | $27.99 | +14.1% | COMMON STOCK USD.01 | 00766T100 |
| — | DELPHI AUTOMOTIVE PLC | 26,939 | $1.814M | 0.0% | $68.16 | — | COMMON STOCK USD.01 | G27823106 |
| — | HARRIS CORP | 17,532 | $1.797M | 0.0% | $102.50 | — | COMMON STOCK USD1. | 413875105 |
| — | LEGACYTEXAS FINANCIAL GROUP | 41,444 | $1.785M | 0.0% | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| — | TRIUMPH GROUP INC | 67,176 | $1.78M | 0.0% | $26.50 | — | COMMON STOCK USD.001 | 896818101 |
| MU | MICRON TECHNOLOGY INC | 81,100 | $1.778M | 0.0% | $18.33 | 0.0% | COMMON STOCK USD.1 | 595112103 |
| — | TESSERA HOLDING CORP | 40,157 | $1.775M | 0.0% | $44.20 | — | COMMON STOCK USD.001 | 88166T101 |
| ARCB | ARCBEST CORP | 63,888 | $1.767M | 0.0% | $23.95 | 0.0% | COMMON STOCK USD.01 | 03937C105 |
| — | INVESTORS BANCORP INC | 124,324 | $1.734M | 0.0% | $12.04 | — | COMMON STOCK USD.01 | 46146L101 |
| — | FMC TECHNOLOGIES INC | 48,072 | $1.708M | 0.0% | $33.95 | — | COMMON STOCK USD.01 | 30249U101 |
| SKT | TANGER FACTORY OUTLET CENTER | 47,353 | $1.694M | 0.0% | $35.77 | — | REIT USD.01 | 875465106 |
| — | NORDSTROM INC | 35,325 | $1.693M | 0.0% | $55.53 | — | COMMON STOCK | 655664100 |
| MSTR | MICROSTRATEGY INC CL A | 8,570 | $1.692M | 0.0% | $18.91 | 0.0% | COMMON STOCK USD.001 | 594972408 |
| WNC | WABASH NATIONAL CORP | 106,634 | $1.687M | 0.0% | $9.79 | +15.8% | COMMON STOCK USD.01 | 929566107 |
| — | E TRADE FINANCIAL CORP | 48,624 | $1.685M | 0.0% | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| WELL | WELLTOWER INC | 25,054 | $1.677M | 0.0% | $47.28 | 0.0% | REIT USD1.0 | 95040Q104 |
| LZB | LA Z BOY INC | 53,952 | $1.675M | 0.0% | $27.44 | -1.4% | COMMON STOCK USD1.0 | 505336107 |
| — | GREAT WESTERN BANCORP INC | 37,829 | $1.649M | 0.0% | $33.82 | — | COMMON STOCK USD.01 | 391416104 |
| VAC | MARRIOTT VACATIONS WORLD | 19,440 | $1.649M | 0.0% | $54.53 | +38.0% | COMMON STOCK USD.01 | 57164Y107 |
| — | CR BARD INC | 7,323 | $1.645M | 0.0% | $224.63 | — | COMMON STOCK USD.25 | 067383109 |
| AOS | SMITH (A.O.) CORP | 34,610 | $1.639M | 0.0% | $27.36 | +51.1% | COMMON STOCK USD1.0 | 831865209 |
| — | RED HAT INC | 23,385 | $1.63M | 0.0% | $72.99 | — | COMMON STOCK USD.0001 | 756577102 |
| — | NOBLE ENERGY INC | 42,298 | $1.61M | 0.0% | $38.06 | — | COMMON STOCK USD.01 | 655044105 |
| NDSN | NORDSON CORP | 14,312 | $1.604M | 0.0% | $72.81 | +30.6% | COMMON STOCK | 655663102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 11,330 | $1.599M | 0.0% | $148.87 | -3.4% | COMMON STOCK USD1.0 | 883556102 |
| VRSN | VERISIGN INC | 21,020 | $1.599M | 0.0% | $54.22 | +44.5% | COMMON STOCK USD.001 | 92343E102 |
| SD | SANDRIDGE ENERGY INC | 67,526 | $1.59M | 0.0% | $23.46 | 0.0% | COMMON STOCK USD.001 | 80007P869 |
| — | KNOLL INC | 56,686 | $1.583M | 0.0% | $23.95 | — | COMMON STOCK USD.01 | 498904200 |
| — | CALPINE CORP | 138,448 | $1.582M | 0.0% | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| — | GENERAL GROWTH PROPERTIES | 63,301 | $1.581M | 0.0% | $24.98 | — | REIT USD.01 | 370023103 |
| MASI | MASIMO CORP | 23,254 | $1.567M | 0.0% | $47.10 | +30.5% | COMMON STOCK USD.001 | 574795100 |
| CLDT | CHATHAM LODGING TRUST | 75,854 | $1.559M | 0.0% | $20.64 | — | REIT USD.01 | 16208T102 |
| ALK | ALASKA AIR GROUP INC | 17,486 | $1.552M | 0.0% | $59.16 | +24.9% | COMMON STOCK USD.01 | 011659109 |
| APOG | APOGEE ENTERPRISES INC | 28,920 | $1.549M | 0.0% | $38.62 | -0.4% | COMMON STOCK USD.333 | 037598109 |
| MTRX | MATRIX SERVICE CO | 67,925 | $1.542M | 0.0% | $19.50 | +2.1% | COMMON STOCK USD.01 | 576853105 |
| EAT | BRINKER INTERNATIONAL INC | 31,136 | $1.542M | 0.0% | $48.21 | -5.9% | COMMON STOCK USD.1 | 109641100 |
| — | LIBERTY PROPERTY TRUST | 38,943 | $1.538M | 0.0% | $39.72 | — | REIT USD.001 | 531172104 |
| LEU | CENTRUS ENERGY CORP CLASS A | 239,586 | $1.529M | 0.0% | $51.25 | -90.6% | COMMON STOCK USD.1 | 15643U104 |
| — | INC RESEARCH HOLDINGS INC A | 28,985 | $1.525M | 0.0% | $45.91 | — | COMMON STOCK USD.01 | 45329R109 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 53,351 | $1.518M | 0.0% | $27.47 | +5.0% | COMMON STOCK USD.001 | 681116109 |
| — | ACTIVISION BLIZZARD INC | 41,965 | $1.515M | 0.0% | $44.30 | — | COMMON STOCK USD.000001 | 00507V109 |
| KMI | KINDER MORGAN INC | 73,001 | $1.512M | 0.0% | $13.07 | +0.3% | COMMON STOCK USD.01 | 49456B101 |
| EIX | EDISON INTERNATIONAL | 20,950 | $1.508M | 0.0% | $39.91 | +21.1% | COMMON STOCK | 281020107 |
| EVR | EVERCORE PARTNERS INC CL A | 21,840 | $1.5M | 0.0% | $40.05 | +26.1% | COMMON STOCK USD.01 | 29977A105 |
| FCNCA | FIRST CITIZENS BCSHS CL A | 4,219 | $1.498M | 0.0% | $316.50 | 0.0% | COMMON STOCK USD1.0 | 31946M103 |
| — | SENIOR HOUSING PROP TRUST | 78,549 | $1.487M | 0.0% | $21.70 | — | REIT USD.01 | 81721M109 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.487M | 0.0% | $30.76 | -1.8% | COMMON STOCK USD.5 | 591520200 |
| DHR | DANAHER CORP | 18,980 | $1.477M | 0.0% | $66.37 | 0.0% | COMMON STOCK USD.01 | 235851102 |
| HSIC | HENRY SCHEIN INC | 9,675 | $1.468M | 0.0% | $60.36 | 0.0% | COMMON STOCK USD.01 | 806407102 |
| SRE | SEMPRA ENERGY | 14,528 | $1.462M | 0.0% | $31.17 | +21.9% | COMMON STOCK | 816851109 |
| — | WEST CORP | 58,944 | $1.459M | 0.0% | $20.15 | — | COMMON STOCK USD.001 | 952355204 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 12,358 | $1.459M | 0.0% | $84.01 | 0.0% | COMMON STOCK USD.01 | 92828Q109 |
| — | CHESAPEAKE LODGING TRUST | 56,416 | $1.459M | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| CVLT | COMMVAULT SYSTEMS INC | 28,356 | $1.457M | 0.0% | $68.00 | -21.1% | COMMON STOCK USD.01 | 204166102 |
| — | COLFAX CORP | 40,433 | $1.453M | 0.0% | $28.59 | — | COMMON STOCK USD.001 | 194014106 |
| — | TE CONNECTIVITY LTD | 20,664 | $1.432M | 0.0% | $69.30 | — | COMMON STOCK CHF.57 | H84989104 |
| DNOW | NOW INC | 69,617 | $1.425M | 0.0% | $20.00 | +6.0% | COMMON STOCK USD.01 | 67011P100 |
| USFD | US FOODS HOLDING CORP | 51,588 | $1.418M | 0.0% | $24.27 | -1.1% | COMMON STOCK USD.01 | 912008109 |
| — | INTEGRATED DEVICE TECH INC | 60,154 | $1.417M | 0.0% | $25.48 | — | COMMON STOCK USD.001 | 458118106 |
| ANIK | ANIKA THERAPEUTICS INC | 28,929 | $1.416M | 0.0% | $16.87 | +174.1% | COMMON STOCK USD.01 | 035255108 |
| — | PRAXAIR INC | 11,963 | $1.402M | 0.0% | $117.19 | — | COMMON STOCK USD.01 | 74005P104 |
| — | AMAG PHARMACEUTICALS INC | 40,272 | $1.401M | 0.0% | $40.79 | — | COMMON STOCK USD.01 | 00163U106 |
| CAH | CARDINAL HEALTH INC | 19,462 | $1.401M | 0.0% | $52.67 | +5.0% | COMMON STOCK | 14149Y108 |
| IT | GARTNER INC | 13,839 | $1.399M | 0.0% | $88.55 | +9.1% | COMMON STOCK USD.0005 | 366651107 |
| TTMI | TTM TECHNOLOGIES | 102,111 | $1.392M | 0.0% | $9.89 | +31.8% | COMMON STOCK USD.001 | 87305R109 |
| — | FEDERAL REALTY INVS TRUST | 9,789 | $1.391M | 0.0% | $147.78 | — | REIT USD.01 | 313747206 |
| MTH | MERITAGE HOMES CORP | 39,470 | $1.374M | 0.0% | $22.59 | -23.4% | COMMON STOCK USD.01 | 59001A102 |
| MAA | MID AMERICA APARTMENT COMM | 14,006 | $1.371M | 0.0% | $57.04 | +17.7% | REIT USD.01 | 59522J103 |
| — | OMEGA PROTEIN CORP | 54,140 | $1.356M | 0.0% | $14.30 | — | COMMON STOCK USD.01 | 68210P107 |
| — | PRICELINE GROUP INC/THE | 925 | $1.356M | 0.0% | $1282.08 | — | COMMON STOCK USD.008 | 741503403 |
| HST | HOST HOTELS RESORTS INC | 71,789 | $1.353M | 0.0% | $11.81 | 0.0% | REIT USD.01 | 44107P104 |
| — | GREENHILL CO INC | 48,738 | $1.35M | 0.0% | $27.70 | — | COMMON STOCK USD.01 | 395259104 |
| DHI | DR HORTON INC | 49,028 | $1.34M | 0.0% | $21.52 | +19.9% | COMMON STOCK USD.01 | 23331A109 |
| — | REXNORD CORP | 67,830 | $1.329M | 0.0% | $19.23 | — | COMMON STOCK USD.01 | 76169B102 |
| FISV | FISERV INC | 12,503 | $1.329M | 0.0% | $38.67 | +32.8% | COMMON STOCK USD.01 | 337738108 |
| — | WEINGARTEN REALTY INVESTORS | 36,603 | $1.31M | 0.0% | $37.52 | — | REIT USD.03 | 948741103 |
| — | DUNKIN BRANDS GROUP INC | 24,899 | $1.306M | 0.0% | $50.02 | — | COMMON STOCK USD.001 | 265504100 |
| GAP | GAP INC/THE | 58,138 | $1.305M | 0.0% | $26.02 | -28.3% | COMMON STOCK USD.05 | 364760108 |
| SUI | SUN COMMUNITIES INC | 16,984 | $1.301M | 0.0% | $78.49 | — | REIT USD.01 | 866674104 |
| ROST | ROSS STORES INC | 19,802 | $1.299M | 0.0% | $59.76 | 0.0% | COMMON STOCK USD.01 | 778296103 |
| ZION | ZIONS BANCORPORATION | 30,168 | $1.298M | 0.0% | $28.41 | +29.7% | COMMON STOCK | 989701107 |
| FHI | FEDERATED INVESTORS INC CL B | 45,601 | $1.29M | 0.0% | $17.35 | +5.8% | COMMON STOCK | 314211103 |
| HLI | HOULIHAN LOKEY INC | 41,375 | $1.288M | 0.0% | $22.45 | 0.0% | COMMON STOCK USD.001 | 441593100 |
| GTN | GRAY TELEVISION INC | 117,680 | $1.277M | 0.0% | $14.34 | -31.6% | COMMON STOCK | 389375106 |
| SANM | SANMINA CORP | 34,739 | $1.273M | 0.0% | $22.47 | +40.8% | COMMON STOCK USD.01 | 801056102 |
| MTG | MGIC INVESTMENT CORP | 124,776 | $1.271M | 0.0% | $7.44 | +21.4% | COMMON STOCK USD1.0 | 552848103 |
| REG | REGENCY CENTERS CORP | 18,396 | $1.268M | 0.0% | $48.53 | 0.0% | REIT USD.01 | 758849103 |
| BRX | BRIXMOR PROPERTY GROUP INC | 51,280 | $1.252M | 0.0% | $24.41 | — | REIT USD.01 | 11120U105 |
| — | SL GREEN REALTY CORP | 11,516 | $1.239M | 0.0% | $107.59 | — | REIT USD.01 | 78440X101 |
| — | REALPAGE INC | 41,284 | $1.239M | 0.0% | $27.38 | — | COMMON STOCK USD.001 | 75606N109 |
| — | SONIC CORP | 46,640 | $1.236M | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| FHB | FIRST HAWAIIAN INC | 35,325 | $1.23M | 0.0% | $20.25 | 0.0% | COMMON STOCK USD.01 | 32051X108 |
| — | TCF FINANCIAL CORP | 62,745 | $1.229M | 0.0% | $19.59 | — | COMMON STOCK USD.01 | 872275102 |
| — | CORENERGY INFRASTRUCTURE TRU | 35,194 | $1.228M | 0.0% | $28.86 | — | REIT USD.001 | 21870U502 |
| CFG | CITIZENS FINANCIAL GROUP | 34,396 | $1.226M | 0.0% | $21.33 | 0.0% | COMMON STOCK USD.01 | 174610105 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 23,441 | $1.221M | 0.0% | $48.87 | -1.2% | COMMON STOCK USD.01 | 74112D101 |
| AMSF | AMERISAFE INC | 19,491 | $1.215M | 0.0% | $22.31 | +29.3% | COMMON STOCK USD.01 | 03071H100 |
| HUN | HUNTSMAN CORP | 63,039 | $1.203M | 0.0% | $20.37 | -10.9% | COMMON STOCK USD.01 | 447011107 |
| — | OASIS PETROLEUM INC | 79,151 | $1.198M | 0.0% | $8.11 | — | COMMON STOCK USD.01 | 674215108 |
| OKE | ONEOK INC | 20,572 | $1.181M | 0.0% | $15.97 | +88.1% | COMMON STOCK USD.01 | 682680103 |
| — | VECTREN CORP | 22,645 | $1.181M | 0.0% | $52.15 | — | COMMON STOCK | 92240G101 |
| MET | METLIFE INC | 21,857 | $1.178M | 0.0% | $28.92 | +16.6% | COMMON STOCK USD.01 | 59156R108 |
| MCS | MARCUS CORPORATION | 37,348 | $1.176M | 0.0% | $20.47 | +38.1% | COMMON STOCK USD1.0 | 566330106 |
| PEB | PEBBLEBROOK HOTEL TRUST | 39,430 | $1.173M | 0.0% | $30.89 | — | REIT USD.01 | 70509V100 |
| NEM | NEWMONT MINING CORP | 34,396 | $1.172M | 0.0% | $26.88 | 0.0% | COMMON STOCK USD1.6 | 651639106 |
| HCKT | HACKETT GROUP INC/THE | 66,003 | $1.166M | 0.0% | $14.88 | +13.8% | COMMON STOCK USD.001 | 404609109 |
| — | SUCAMPO PHARMACEUTICALS CL A | 86,028 | $1.166M | 0.0% | $12.77 | — | COMMON STOCK USD.01 | 864909106 |
| — | BASIC ENERGY SERVICES INC | 32,405 | $1.146M | 0.0% | $35.36 | — | COMMON STOCK USD.01 | 06985P209 |
| — | FOREST CITY REALTY TRUST A | 55,006 | $1.146M | 0.0% | $20.83 | — | REIT USD.01 | 345605109 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 31,665 | $1.142M | 0.0% | $28.75 | 0.0% | COMMON STOCK USD.01 | 099502106 |
| JACK | JACK IN THE BOX INC | 10,199 | $1.139M | 0.0% | $75.75 | +34.8% | COMMON STOCK USD.01 | 466367109 |
| STZ | CONSTELLATION BRANDS INC A | 7,432 | $1.139M | 0.0% | $116.38 | +18.7% | COMMON STOCK USD.01 | 21036P108 |
| — | WESTERN REFINING INC | 29,909 | $1.132M | 0.0% | $39.13 | — | COMMON STOCK USD.01 | 959319104 |
| DKS | DICK S SPORTING GOODS INC | 21,326 | $1.132M | 0.0% | $44.07 | 0.0% | COMMON STOCK USD.01 | 253393102 |
| — | US SILICA HOLDINGS INC | 19,823 | $1.124M | 0.0% | $23.34 | — | COMMON STOCK USD.01 | 90346E103 |
| — | SHUTTERFLY INC | 22,287 | $1.118M | 0.0% | $46.12 | — | COMMON STOCK USD.0001 | 82568P304 |
| HPQ | HP INC | 75,188 | $1.116M | 0.0% | $10.47 | +7.1% | COMMON STOCK USD.01 | 40434L105 |
| DGX | QUEST DIAGNOSTICS INC | 12,081 | $1.11M | 0.0% | $71.99 | 0.0% | COMMON STOCK USD.01 | 74834L100 |
| ADM | ARCHER DANIELS MIDLAND CO | 24,170 | $1.103M | 0.0% | $33.77 | 0.0% | COMMON STOCK | 039483102 |
| MIDD | MIDDLEBY CORP | 8,492 | $1.094M | 0.0% | $125.87 | 0.0% | COMMON STOCK USD.01 | 596278101 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 16,433 | $1.09M | 0.0% | $45.38 | +22.6% | COMMON STOCK USD.01 | 11133T103 |
| CUBE | CUBESMART | 40,709 | $1.09M | 0.0% | $26.78 | — | REIT USD.01 | 229663109 |
| MPC | MARATHON PETROLEUM CORP | 21,621 | $1.089M | 0.0% | $36.21 | -5.5% | COMMON STOCK | 56585A102 |
| — | XEROX CORP | 123,668 | $1.08M | 0.0% | $11.13 | — | COMMON STOCK USD1.0 | 984121103 |
| MRSH | MARSH MCLENNAN COS | 15,971 | $1.079M | 0.0% | $57.33 | +0.6% | COMMON STOCK USD1.0 | 571748102 |
| — | NCI BUILDING SYSTEMS INC | 68,887 | $1.078M | 0.0% | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| UNFI | UNITED NATURAL FOODS INC | 22,443 | $1.071M | 0.0% | $41.83 | +7.3% | COMMON STOCK USD.01 | 911163103 |
| AME | AMETEK INC | 21,844 | $1.062M | 0.0% | $44.57 | 0.0% | COMMON STOCK USD.01 | 031100100 |
| — | TIME WARNER INC | 10,961 | $1.058M | 0.0% | $72.56 | — | COMMON STOCK USD.01 | 887317303 |
| MCO | MOODY S CORP | 11,170 | $1.053M | 0.0% | $92.69 | 0.0% | COMMON STOCK USD.01 | 615369105 |
| — | CA INC | 32,945 | $1.047M | 0.0% | $32.84 | — | COMMON STOCK USD.1 | 12673P105 |
| DTE | DTE ENERGY COMPANY | 10,569 | $1.041M | 0.0% | $41.71 | +42.1% | COMMON STOCK | 233331107 |
| — | COHERENT INC | 7,570 | $1.04M | 0.0% | $137.38 | — | COMMON STOCK USD.01 | 192479103 |
| GPI | GROUP 1 AUTOMOTIVE INC | 13,278 | $1.035M | 0.0% | $57.11 | +20.3% | COMMON STOCK USD.01 | 398905109 |
| STC | STEWART INFORMATION SERVICES | 22,443 | $1.034M | 0.0% | $35.63 | +26.0% | COMMON STOCK USD1.0 | 860372101 |
| CMA | COMERICA INC | 15,175 | $1.034M | 0.0% | $40.37 | 0.0% | COMMON STOCK USD5.0 | 200340107 |
| DLR | DIGITAL REALTY TRUST INC | 10,474 | $1.029M | 0.0% | $67.63 | 0.0% | REIT USD.01 | 253868103 |
| — | GOVERNMENT PROPERTIES INCOME | 53,968 | $1.029M | 0.0% | $22.89 | — | REIT USD.01 | 38376A103 |
| — | ST JUDE MEDICAL INC | 12,800 | $1.026M | 0.0% | $77.97 | — | COMMON STOCK USD.1 | 790849103 |
| DRI | DARDEN RESTAURANTS INC | 13,988 | $1.017M | 0.0% | $53.91 | 0.0% | COMMON STOCK | 237194105 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 13,846 | $1.014M | 0.0% | $54.33 | +7.2% | COMMON STOCK USD.1 | 12541W209 |
| — | HUDSON PACIFIC PROPERTIES IN | 29,029 | $1.01M | 0.0% | $34.79 | — | REIT USD.01 | 444097109 |
| ENTA | ENANTA PHARMACEUTICALS INC | 30,099 | $1.008M | 0.0% | $23.23 | +23.4% | COMMON STOCK USD.01 | 29251M106 |
| OFG | OFG BANCORP | 76,420 | $1.001M | 0.0% | $12.02 | 0.0% | COMMON STOCK USD1.0 | 67103X102 |
| HVT | HAVERTY FURNITURE | 42,022 | $996K | 0.0% | $20.39 | +2.6% | COMMON STOCK USD1.0 | 419596101 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 11,546 | $992K | 0.0% | $78.79 | 0.0% | COMMON STOCK USD.01 | 477839104 |
| — | SPARTANNASH CO | 25,039 | $990K | 0.0% | $30.32 | — | COMMON STOCK | 847215100 |
| MPT | MEDICAL PROPERTIES TRUST INC | 80,326 | $988K | 0.0% | $12.30 | — | REIT USD.001 | 58463J304 |
| — | REALOGY HOLDINGS CORP | 38,400 | $988K | 0.0% | $25.73 | — | COMMON STOCK USD.01 | 75605Y106 |
| INCY | INCYTE CORP | 9,830 | $986K | 0.0% | $97.56 | 0.0% | COMMON STOCK USD.001 | 45337C102 |
| — | CIMAREX ENERGY CO | 7,251 | $985K | 0.0% | $135.84 | — | COMMON STOCK USD.01 | 171798101 |
| DOV | DOVER CORP | 13,124 | $983K | 0.0% | $49.76 | 0.0% | COMMON STOCK USD1.0 | 260003108 |
| — | VMWARE INC CLASS A | 12,474 | $982K | 0.0% | $78.72 | — | COMMON STOCK USD.01 | 928563402 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 59,070 | $982K | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| PANW | PALO ALTO NETWORKS INC | 7,724 | $966K | 0.0% | $23.96 | 0.0% | COMMON STOCK USD.0001 | 697435105 |
| NUE | NUCOR CORP | 16,151 | $961K | 0.0% | $34.75 | +31.3% | COMMON STOCK USD.4 | 670346105 |
| TRNO | TERRENO REALTY CORP | 33,746 | $961K | 0.0% | $25.87 | — | REIT USD.01 | 88146M101 |
| — | CAPITAL BANK FINANCIAL CL A | 24,406 | $958K | 0.0% | $31.27 | — | COMMON STOCK | 139794101 |
| OGS | ONE GAS INC | 14,941 | $956K | 0.0% | $59.07 | +2.8% | COMMON STOCK | 68235P108 |
| — | RETAIL PROPERTIES OF AME A | 61,977 | $950K | 0.0% | $15.33 | — | REIT USD.001 | 76131V202 |
| DLX | DELUXE CORP | 13,259 | $949K | 0.0% | $23.94 | +90.4% | COMMON STOCK USD1.0 | 248019101 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 45,037 | $942K | 0.0% | $20.92 | — | REIT USD.01 | 720190206 |
| IEX | IDEX CORP | 10,458 | $942K | 0.0% | $80.87 | 0.0% | COMMON STOCK USD.01 | 45167R104 |
| FR | FIRST INDUSTRIAL REALTY TR | 33,545 | $941K | 0.0% | $28.05 | — | REIT USD.01 | 32054K103 |
| — | NATIONAL OILWELL VARCO INC | 24,800 | $929K | 0.0% | $31.51 | — | COMMON STOCK USD.01 | 637071101 |
| MHO | M/I HOMES INC | 36,627 | $922K | 0.0% | $21.59 | +9.1% | COMMON STOCK USD.01 | 55305B101 |
| CAG | CONAGRA BRANDS INC | 23,240 | $919K | 0.0% | $26.85 | 0.0% | COMMON STOCK USD5.0 | 205887102 |
| — | SPLUNK INC | 17,937 | $917K | 0.0% | $51.12 | — | COMMON STOCK USD.001 | 848637104 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $915K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 3,965 | $906K | 0.0% | $147.03 | +2.4% | COMMON STOCK USD.01 | 018581108 |
| — | MERIDIAN BANCORP INC | 47,924 | $906K | 0.0% | $14.77 | — | COMMON STOCK | 58958U103 |
| — | PDC ENERGY INC | 12,424 | $902K | 0.0% | $67.08 | — | COMMON STOCK USD.01 | 69327R101 |
| — | SYNOVUS FINANCIAL CORP | 21,920 | $900K | 0.0% | $28.90 | — | COMMON STOCK USD1.0 | 87161C501 |
| MAS | MASCO CORP | 28,404 | $898K | 0.0% | $19.21 | +45.5% | COMMON STOCK USD1.0 | 574599106 |
| KR | KROGER CO | 26,030 | $898K | 0.0% | $22.49 | +19.9% | COMMON STOCK USD1.0 | 501044101 |
| DRH | DIAMONDROCK HOSPITALITY CO | 77,887 | $898K | 0.0% | $11.53 | — | REIT USD.01 | 252784301 |
| PHM | PULTEGROUP INC | 48,825 | $897K | 0.0% | $15.66 | +9.0% | COMMON STOCK USD.01 | 745867101 |
| — | CYRUSONE INC | 19,997 | $894K | 0.0% | $44.71 | — | REIT USD.01 | 23283R100 |
| — | STAPLES INC | 98,819 | $894K | 0.0% | $9.05 | — | COMMON STOCK USD.0006 | 855030102 |
| SNX | SYNNEX CORP | 7,391 | $894K | 0.0% | $46.25 | +10.3% | COMMON STOCK USD.001 | 87162W100 |
| — | SBA COMMUNICATIONS CORP CL A | 8,633 | $891K | 0.0% | $111.00 | — | COMMON STOCK USD.01 | 78388J106 |
| KAI | KADANT INC | 14,490 | $887K | 0.0% | $33.91 | +58.6% | COMMON STOCK USD.01 | 48282T104 |
| VRE | MACK CALI REALTY CORP | 30,502 | $885K | 0.0% | $29.01 | — | REIT USD.01 | 554489104 |
| — | FIVE PRIME THERAPEUTICS INC | 17,629 | $883K | 0.0% | $52.47 | — | COMMON STOCK USD.001 | 33830X104 |
| URBN | URBAN OUTFITTERS INC | 30,677 | $874K | 0.0% | $27.66 | +21.9% | COMMON STOCK USD.0001 | 917047102 |
| BSRR | SIERRA BANCORP | 32,854 | $874K | 0.0% | $12.49 | +23.5% | COMMON STOCK | 82620P102 |
| KRC | KILROY REALTY CORP | 11,862 | $869K | 0.0% | $73.26 | — | REIT USD.01 | 49427F108 |
| LGND | LIGAND PHARMACEUTICALS | 8,502 | $864K | 0.0% | $55.44 | +13.8% | COMMON STOCK USD.001 | 53220K504 |
| — | CARE CAPITAL PROPERTIES INC | 34,532 | $863K | 0.0% | $24.99 | — | REIT USD.01 | 141624106 |
| — | BRISTOW GROUP INC | 41,999 | $860K | 0.0% | $20.48 | — | COMMON STOCK USD.01 | 110394103 |
| — | CANTEL MEDICAL CORP | 10,883 | $857K | 0.0% | $78.75 | — | COMMON STOCK USD.1 | 138098108 |
| PLUS | EPLUS INC | 7,422 | $855K | 0.0% | $21.77 | +19.1% | COMMON STOCK USD.01 | 294268107 |
| — | ROWAN COMPANIES PLC A | 45,053 | $851K | 0.0% | $16.27 | — | COMMON STOCK USD.125 | G7665A101 |
| — | RUDOLPH TECHNOLOGIES INC | 36,390 | $850K | 0.0% | $17.74 | — | COMMON STOCK USD.001 | 781270103 |
| — | SEMGROUP CORP CLASS A | 20,171 | $842K | 0.0% | $32.43 | — | COMMON STOCK | 81663A105 |
| CRL | CHARLES RIVER LABORATORIES | 10,921 | $832K | 0.0% | $75.95 | 0.0% | COMMON STOCK USD.01 | 159864107 |
| WRLD | WORLD ACCEPTANCE CORP | 12,919 | $830K | 0.0% | $56.03 | 0.0% | COMMON STOCK | 981419104 |
| — | SUPER MICRO COMPUTER INC | 29,397 | $825K | 0.0% | $28.06 | — | COMMON STOCK USD.001 | 86800U104 |
| — | ANNALY CAPITAL MANAGEMENT IN | 81,870 | $816K | 0.0% | $10.50 | — | REIT USD.01 | 035710409 |
| CNS | COHEN STEERS INC | 23,903 | $803K | 0.0% | $23.76 | 0.0% | COMMON STOCK USD.01 | 19247A100 |
| — | PINNACLE ENTERTAINMENT INC | 55,124 | $799K | 0.0% | $14.49 | — | COMMON STOCK USD.01 | 72348Y105 |
| LSTR | LANDSTAR SYSTEM INC | 9,348 | $797K | 0.0% | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| ROG | ROGERS CORP | 10,358 | $796K | 0.0% | $63.95 | +5.9% | COMMON STOCK USD1.0 | 775133101 |
| — | CBL ASSOCIATES PROPERTIES | 68,864 | $792K | 0.0% | $11.50 | — | REIT USD.01 | 124830100 |
| CTRE | CARETRUST REIT INC | 51,284 | $786K | 0.0% | $15.33 | — | REIT USD.01 | 14174T107 |
| — | URSTADT BIDDLE CLASS A | 32,290 | $779K | 0.0% | $22.43 | — | REIT USD.01 | 917286205 |
| ICUI | ICU MEDICAL INC | 5,267 | $776K | 0.0% | $114.43 | +26.5% | COMMON STOCK USD.1 | 44930G107 |
| PCRX | PACIRA PHARMACEUTICALS INC | 23,548 | $761K | 0.0% | $39.06 | -14.6% | COMMON STOCK USD.001 | 695127100 |
| ALGN | ALIGN TECHNOLOGY INC | 7,876 | $757K | 0.0% | $86.74 | +7.1% | COMMON STOCK USD.0001 | 016255101 |
| BOH | BANK OF HAWAII CORP | 8,509 | $755K | 0.0% | $57.74 | 0.0% | COMMON STOCK USD.01 | 062540109 |
| — | BRIGHTCOVE | 93,666 | $754K | 0.0% | $12.40 | — | COMMON STOCK USD.001 | 10921T101 |
| R | RYDER SYSTEM INC | 10,065 | $749K | 0.0% | $73.69 | 0.0% | COMMON STOCK USD.5 | 783549108 |
| WRB | WR BERKLEY CORP | 11,235 | $747K | 0.0% | $14.61 | 0.0% | COMMON STOCK USD.2 | 084423102 |
| SWKS | SKYWORKS SOLUTIONS INC | 9,986 | $746K | 0.0% | $57.24 | +10.8% | COMMON STOCK USD.25 | 83088M102 |
| — | ALLEGHANY CORP | 1,223 | $744K | 0.0% | $608.34 | — | COMMON STOCK USD1.0 | 017175100 |
| TER | TERADYNE INC | 29,227 | $742K | 0.0% | $18.42 | +22.3% | COMMON STOCK USD.125 | 880770102 |
| TBI | TRUEBLUE INC | 29,989 | $739K | 0.0% | $22.60 | -6.7% | COMMON STOCK | 89785X101 |
| CPRT | COPART INC | 13,296 | $737K | 0.0% | $6.79 | 0.0% | COMMON STOCK | 217204106 |
| JBSS | JOHN B. SANFILIPPO SON INC | 10,396 | $732K | 0.0% | $55.98 | +9.8% | COMMON STOCK USD.01 | 800422107 |
| ADI | ANALOG DEVICES INC | 10,077 | $732K | 0.0% | $57.16 | 0.0% | COMMON STOCK USD.167 | 032654105 |
| — | FLIR SYSTEMS INC | 20,177 | $730K | 0.0% | $36.18 | — | COMMON STOCK USD.01 | 302445101 |
| — | NEUSTAR INC CLASS A | 21,808 | $728K | 0.0% | $26.58 | — | COMMON STOCK USD.001 | 64126X201 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 7,479 | $726K | 0.0% | $81.79 | 0.0% | COMMON STOCK USD.01 | 445658107 |
| — | EQUITY ONE INC | 23,600 | $724K | 0.0% | $30.68 | — | REIT USD.01 | 294752100 |
| SBH | SALLY BEAUTY HOLDINGS INC | 27,332 | $722K | 0.0% | $26.38 | 0.0% | COMMON STOCK USD.01 | 79546E104 |
| — | B/E AEROSPACE INC | 12,000 | $722K | 0.0% | $60.17 | — | COMMON STOCK USD.01 | 073302101 |
| — | CORESITE REALTY CORP | 9,081 | $721K | 0.0% | $79.40 | — | REIT USD.01 | 21870Q105 |
| LII | LENNOX INTERNATIONAL INC | 4,705 | $721K | 0.0% | $136.91 | 0.0% | COMMON STOCK USD.01 | 526107107 |
| HEI | HEICO CORP | 9,329 | $720K | 0.0% | $37.55 | 0.0% | COMMON STOCK USD.01 | 422806109 |
| ODFL | OLD DOMINION FREIGHT LINE | 8,345 | $716K | 0.0% | $25.77 | 0.0% | COMMON STOCK USD.1 | 679580100 |
| — | GUARANTY BANCORP | 29,551 | $715K | 0.0% | $24.20 | — | COMMON STOCK USD.001 | 40075T607 |
| — | DCT INDUSTRIAL TRUST INC | 14,894 | $713K | 0.0% | $47.87 | — | REIT USD.01 | 233153204 |
| THO | THOR INDUSTRIES INC | 7,130 | $713K | 0.0% | $75.21 | 0.0% | COMMON STOCK USD.1 | 885160101 |
| PRTA | PROTHENA CORP PLC | 14,475 | $712K | 0.0% | $46.28 | +19.2% | COMMON STOCK USD.01 | G72800108 |
| HOG | HARLEY DAVIDSON INC | 12,206 | $712K | 0.0% | $57.04 | 0.0% | COMMON STOCK USD.01 | 412822108 |
| UHS | UNIVERSAL HEALTH SERVICES B | 6,679 | $711K | 0.0% | $113.83 | 0.0% | COMMON STOCK USD.01 | 913903100 |
| EEFT | EURONET WORLDWIDE INC | 9,779 | $708K | 0.0% | $76.11 | +1.6% | COMMON STOCK USD.02 | 298736109 |
| DORM | DORMAN PRODUCTS INC | 9,646 | $705K | 0.0% | $68.28 | 0.0% | COMMON STOCK USD.01 | 258278100 |
| EXPD | EXPEDITORS INTL WASH INC | 13,270 | $703K | 0.0% | $46.57 | 0.0% | COMMON STOCK USD.01 | 302130109 |
| — | BENEFICIAL BANCORP INC | 38,104 | $701K | 0.0% | $14.71 | — | COMMON STOCK USD.01 | 08171T102 |
| — | SAGE THERAPEUTICS INC | 13,528 | $691K | 0.0% | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| KFRC | KFORCE INC | 29,852 | $690K | 0.0% | $18.80 | +9.3% | COMMON STOCK USD.01 | 493732101 |
| — | SKECHERS USA INC CL A | 27,906 | $686K | 0.0% | $30.31 | — | COMMON STOCK USD.001 | 830566105 |
| — | AMERICAN CAMPUS COMMUNITIES | 13,600 | $677K | 0.0% | $50.29 | — | REIT USD.01 | 024835100 |
| — | HIBBETT SPORTS INC | 18,080 | $674K | 0.0% | $43.66 | — | COMMON STOCK USD.01 | 428567101 |
| — | ISLE OF CAPRI CASINOS | 27,100 | $669K | 0.0% | $22.29 | — | COMMON STOCK USD.01 | 464592104 |
| — | NAUTILUS INC | 36,114 | $668K | 0.0% | $16.94 | — | COMMON STOCK | 63910B102 |
| — | CDK GLOBAL INC | 11,165 | $666K | 0.0% | $59.65 | — | COMMON STOCK USD.01 | 12508E101 |
| AMH | AMERICAN HOMES 4 RENT A | 31,651 | $664K | 0.0% | $20.98 | — | REIT USD.01 | 02665T306 |
| — | QTS REALTY TRUST INC CL A | 13,371 | $664K | 0.0% | $49.66 | — | REIT USD.01 | 74736A103 |
| — | INDEPENDENT BANK GROUP INC | 10,584 | $660K | 0.0% | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| — | SAPIENS INTERNATIONAL CORP | 45,649 | $655K | 0.0% | $10.20 | — | COMMON STOCK USD.01 | N7716A151 |
| HL | HECLA MINING CO | 125,000 | $655K | 0.0% | $5.62 | 0.0% | COMMON STOCK USD.25 | 422704106 |
| ADC | AGREE REALTY CORP | 14,181 | $653K | 0.0% | $33.98 | — | REIT USD.0001 | 008492100 |
| WSM | WILLIAMS SONOMA INC | 13,467 | $652K | 0.0% | $20.54 | 0.0% | COMMON STOCK USD.01 | 969904101 |
| — | BATS GLOBAL MARKETS INC | 19,300 | $647K | 0.0% | $30.16 | — | COMMON STOCK USD.01 | 05491G109 |
| — | HAWAIIAN HOLDINGS INC | 11,300 | $644K | 0.0% | $56.99 | — | COMMON STOCK USD.01 | 419879101 |
| — | ENSCO PLC CL A | 65,852 | $640K | 0.0% | $9.72 | — | COMMON STOCK USD.1 | G3157S106 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 8,847 | $638K | 0.0% | $72.11 | — | REIT USD.01 | 29472R108 |
| MOH | MOLINA HEALTHCARE INC | 11,663 | $633K | 0.0% | $61.01 | -10.3% | COMMON STOCK USD.001 | 60855R100 |
| — | ASHFORD HOSPITALITY TRUST | 81,437 | $632K | 0.0% | $7.76 | — | REIT USD.01 | 044103109 |
| — | UNIT CORP | 23,423 | $629K | 0.0% | $17.08 | — | COMMON STOCK USD.2 | 909218109 |
| AAT | AMERICAN ASSETS TRUST INC | 14,570 | $628K | 0.0% | $43.10 | — | REIT USD.01 | 024013104 |
| — | RPX CORP | 57,989 | $626K | 0.0% | $10.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | SHIP FINANCE INTL LTD | 42,071 | $625K | 0.0% | $16.25 | — | COMMON STOCK USD.01 | G81075106 |
| CBRL | CRACKER BARREL OLD COUNTRY | 3,708 | $619K | 0.0% | $76.64 | +33.8% | COMMON STOCK USD.01 | 22410J106 |
| — | WEB.COM GROUP INC | 29,215 | $618K | 0.0% | $23.84 | — | COMMON STOCK USD.001 | 94733A104 |
| — | SPEEDWAY MOTORSPORTS INC | 28,416 | $616K | 0.0% | $20.07 | — | COMMON STOCK USD.01 | 847788106 |
| PTEN | PATTERSON UTI ENERGY INC | 22,802 | $614K | 0.0% | $24.70 | 0.0% | COMMON STOCK USD.01 | 703481101 |
| — | PRIVATEBANCORP INC | 11,300 | $612K | 0.0% | $39.73 | — | COMMON STOCK | 742962103 |
| — | AKORN INC | 28,057 | $612K | 0.0% | $27.27 | — | COMMON STOCK | 009728106 |
| — | EL PASO ELECTRIC CO | 12,993 | $604K | 0.0% | $45.87 | — | COMMON STOCK | 283677854 |
| JRVR | JAMES RIVER GROUP HOLDINGS L | 14,507 | $603K | 0.0% | $36.48 | +6.3% | COMMON STOCK USD.0002 | G5005R107 |
| LEN | LENNAR CORP A | 14,043 | $603K | 0.0% | $43.06 | -14.2% | COMMON STOCK USD.1 | 526057104 |
| — | COLUMBIA PIPELINE PARTNERS L | 35,100 | $602K | 0.0% | $17.15 | — | MLP | 198281107 |
| — | SPECTRA ENERGY CORP | 14,600 | $600K | 0.0% | $42.74 | — | COMMON STOCK USD.001 | 847560109 |
| — | RICE ENERGY INC | 27,756 | $593K | 0.0% | $24.79 | — | COMMON STOCK USD.01 | 762760106 |
| — | HESKA CORP | 8,083 | $579K | 0.0% | $54.43 | — | COMMON STOCK USD.001 | 42805E306 |
| — | FEDERATED NATIONAL HOLDING C | 30,972 | $579K | 0.0% | $26.17 | — | COMMON STOCK USD.01 | 31422T101 |
| ALRM | ALARM.COM HOLDINGS INC | 20,664 | $575K | 0.0% | $21.21 | +36.8% | COMMON STOCK | 011642105 |
| CNC | CENTENE CORP | 10,146 | $573K | 0.0% | $29.92 | -1.4% | COMMON STOCK USD.001 | 15135B101 |
| LTC | LTC PROPERTIES INC | 12,124 | $570K | 0.0% | $51.77 | — | REIT USD.01 | 502175102 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 14,679 | $568K | 0.0% | $44.18 | +2.5% | COMMON STOCK USD.001 | 64125C109 |
| SBRA | SABRA HEALTH CARE REIT INC | 23,154 | $565K | 0.0% | $24.40 | — | REIT USD.01 | 78573L106 |
| TGNA | TEGNA INC | 26,390 | $564K | 0.0% | $14.62 | -6.9% | COMMON STOCK USD1.0 | 87901J105 |
| RF | REGIONS FINANCIAL CORP | 39,078 | $561K | 0.0% | $8.84 | 0.0% | COMMON STOCK USD.01 | 7591EP100 |
| RYAM | RAYONIER ADVANCED MATERIALS | 36,162 | $559K | 0.0% | $13.95 | 0.0% | COMMON STOCK USD.01 | 75508B104 |
| NJR | NEW JERSEY RESOURCES CORP | 15,593 | $554K | 0.0% | $25.01 | 0.0% | COMMON STOCK USD2.5 | 646025106 |
| — | DUPONT FABROS TECHNOLOGY | 12,575 | $552K | 0.0% | $44.17 | — | REIT USD.001 | 26613Q106 |
| RPM | RPM INTERNATIONAL INC | 10,215 | $550K | 0.0% | $41.42 | +23.6% | COMMON STOCK USD.01 | 749685103 |
| AMBA | AMBARELLA INC | 10,141 | $549K | 0.0% | $42.78 | +41.0% | COMMON STOCK USD.00045 | G037AX101 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 12,016 | $547K | 0.0% | $26.02 | 0.0% | COMMON STOCK USD.1 | 808541106 |
| CXW | CORECIVIC INC | 22,089 | $540K | 0.0% | $14.21 | 0.0% | REIT USD.01 | 21871N101 |
| RLJ | RLJ LODGING TRUST | 21,757 | $533K | 0.0% | $24.50 | — | REIT | 74965L101 |
| — | HCP INC | 17,852 | $531K | 0.0% | $29.74 | — | REIT USD1.0 | 40414L109 |
| LPX | LOUISIANA PACIFIC CORP | 27,900 | $528K | 0.0% | $19.07 | 0.0% | COMMON STOCK USD1.0 | 546347105 |
| — | HMS HOLDINGS CORP | 28,890 | $525K | 0.0% | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| WD | WALKER DUNLOP INC | 16,701 | $521K | 0.0% | $22.96 | 0.0% | COMMON STOCK | 93148P102 |
| KIM | KIMCO REALTY CORP | 20,532 | $517K | 0.0% | $12.40 | +34.3% | REIT USD.01 | 49446R109 |
| IONS | IONIS PHARMACEUTICALS INC | 10,787 | $516K | 0.0% | $39.57 | 0.0% | COMMON STOCK USD.001 | 462222100 |
| FLO | FLOWERS FOODS INC | 25,860 | $516K | 0.0% | $11.44 | +0.4% | COMMON STOCK USD.01 | 343498101 |
| CHE | CHEMED CORP | 3,204 | $514K | 0.0% | $142.14 | 0.0% | COMMON STOCK USD1.0 | 16359R103 |
| CECO | CECO ENVIRONMENTAL CORP | 36,725 | $512K | 0.0% | $11.85 | 0.0% | COMMON STOCK USD.01 | 125141101 |
| MMS | MAXIMUS INC | 9,131 | $509K | 0.0% | $54.32 | 0.0% | COMMON STOCK | 577933104 |
| — | INTELIQUENT INC | 22,100 | $507K | 0.0% | $22.94 | — | COMMON STOCK USD.001 | 45825N107 |
| TRS | TRIMAS CORP | 21,513 | $506K | 0.0% | $20.41 | 0.0% | COMMON STOCK USD.01 | 896215209 |
| — | UBIQUITI NETWORKS INC | 8,692 | $502K | 0.0% | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| — | SAEXPLORATION HOLDINGS INC | 68,649 | $501K | 0.0% | $8.22 | — | COMMON STOCK USD.0001 | 78636X204 |
| — | FELCOR LODGING TRUST INC | 62,354 | $499K | 0.0% | $8.00 | — | REIT USD.01 | 31430F101 |
| CHH | CHOICE HOTELS INTL INC | 8,907 | $499K | 0.0% | $46.12 | 0.0% | COMMON STOCK USD.01 | 169905106 |
| ENR | ENERGIZER HOLDINGS INC | 11,197 | $499K | 0.0% | $33.68 | 0.0% | COMMON STOCK | 29272W109 |
| — | NUVASIVE INC | 7,399 | $498K | 0.0% | $67.31 | — | COMMON STOCK USD.001 | 670704105 |
| MELI | MERCADOLIBRE INC | 3,183 | $497K | 0.0% | $164.67 | 0.0% | COMMON STOCK USD.001 | 58733R102 |
| BRO | BROWN BROWN INC | 11,059 | $496K | 0.0% | $18.83 | 0.0% | COMMON STOCK USD.1 | 115236101 |
| — | RAVEN INDUSTRIES INC | 19,649 | $495K | 0.0% | $25.19 | — | COMMON STOCK USD1.0 | 754212108 |
| — | ENVESTNET INC | 14,000 | $494K | 0.0% | $35.29 | — | COMMON STOCK | 29404K106 |
| TTEK | TETRA TECH INC | 11,460 | $494K | 0.0% | $8.08 | 0.0% | COMMON STOCK USD.01 | 88162G103 |
| SEIC | SEI INVESTMENTS COMPANY | 10,013 | $494K | 0.0% | $41.56 | 0.0% | COMMON STOCK USD.01 | 784117103 |
| NEU | NEWMARKET CORP | 1,162 | $493K | 0.0% | $344.78 | 0.0% | COMMON STOCK | 651587107 |
| CGNX | COGNEX CORP | 7,744 | $493K | 0.0% | $26.62 | 0.0% | COMMON STOCK USD.002 | 192422103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 6,280 | $493K | 0.0% | $76.28 | 0.0% | COMMON STOCK USD.1 | 81725T100 |
| SPSC | SPS COMMERCE INC | 7,041 | $492K | 0.0% | $25.88 | +32.0% | COMMON STOCK USD.001 | 78463M107 |
| — | BROADCOM LTD | 2,781 | $492K | 0.0% | $176.91 | — | COMMON STOCK | Y09827109 |
| FTNT | FORTINET INC | 16,337 | $492K | 0.0% | $6.25 | 0.0% | COMMON STOCK USD.001 | 34959E109 |
| ROK | ROCKWELL AUTOMATION INC | 3,661 | $492K | 0.0% | $91.63 | +17.6% | COMMON STOCK USD1.0 | 773903109 |
| MCHP | MICROCHIP TECHNOLOGY INC | 7,667 | $492K | 0.0% | $26.55 | 0.0% | COMMON STOCK USD.001 | 595017104 |
| MTD | METTLER TOLEDO INTERNATIONAL | 1,172 | $491K | 0.0% | $416.21 | 0.0% | COMMON STOCK USD.01 | 592688105 |
| IPGP | IPG PHOTONICS CORP | 4,970 | $491K | 0.0% | $93.27 | 0.0% | COMMON STOCK USD.0001 | 44980X109 |
| BRC | BRADY CORPORATION CL A | 13,048 | $490K | 0.0% | $30.45 | 0.0% | COMMON STOCK USD.01 | 104674106 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 2,991 | $489K | 0.0% | $145.23 | 0.0% | COMMON STOCK USD.01 | 303075105 |
| NKE | NIKE INC CL B | 9,615 | $489K | 0.0% | $45.58 | 0.0% | COMMON STOCK USD1.0 | 654106103 |
| WWD | WOODWARD INC | 7,065 | $488K | 0.0% | $60.91 | 0.0% | COMMON STOCK USD.00292 | 980745103 |
| SAM | BOSTON BEER COMPANY INC A | 2,872 | $488K | 0.0% | $165.63 | 0.0% | COMMON STOCK USD.01 | 100557107 |
| — | BIOSPECIFICS TECHNOLOGIES | 8,749 | $487K | 0.0% | $39.89 | — | COMMON STOCK USD.001 | 090931106 |
| — | LYDALL INC | 7,878 | $487K | 0.0% | $61.82 | — | COMMON STOCK USD.1 | 550819106 |
| MD | MEDNAX INC | 7,293 | $486K | 0.0% | $53.35 | +21.9% | COMMON STOCK USD.01 | 58502B106 |
| WLK | WESTLAKE CHEMICAL CORP | 8,654 | $485K | 0.0% | $47.64 | 0.0% | COMMON STOCK USD.01 | 960413102 |
| — | VARIAN MEDICAL SYSTEMS INC | 5,404 | $485K | 0.0% | $89.75 | — | COMMON STOCK USD1.0 | 92220P105 |
| GLPI | GAMING AND LEISURE PROPERTIE | 15,840 | $485K | 0.0% | $30.62 | — | REIT | 36467J108 |
| BLKB | BLACKBAUD INC | 7,582 | $485K | 0.0% | $62.75 | 0.0% | COMMON STOCK USD.001 | 09227Q100 |
| GPC | GENUINE PARTS CO | 5,072 | $485K | 0.0% | $73.08 | 0.0% | COMMON STOCK USD1.0 | 372460105 |
| GPN | GLOBAL PAYMENTS INC | 6,959 | $483K | 0.0% | $68.34 | 0.0% | COMMON STOCK | 37940X102 |
| PII | POLARIS INDUSTRIES INC | 5,859 | $483K | 0.0% | $81.56 | 0.0% | COMMON STOCK USD.01 | 731068102 |
| XRAY | DENTSPLY SIRONA INC | 8,343 | $482K | 0.0% | $59.08 | 0.0% | COMMON STOCK USD.01 | 24906P109 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 26,268 | $481K | 0.0% | $18.31 | — | COMMON STOCK USD.0001 | G45667105 |
| WAT | WATERS CORP | 3,575 | $480K | 0.0% | $142.72 | 0.0% | COMMON STOCK USD.01 | 941848103 |
| — | KITE PHARMA INC | 10,708 | $480K | 0.0% | $44.83 | — | COMMON STOCK USD.001 | 49803L109 |
| PTC | PTC INC | 10,350 | $479K | 0.0% | $46.75 | 0.0% | COMMON STOCK USD.01 | 69370C100 |
| — | PREMIER INC CLASS A | 15,783 | $479K | 0.0% | $30.35 | — | COMMON STOCK USD.01 | 74051N102 |
| CBRE | CBRE GROUP INC A | 15,192 | $478K | 0.0% | $28.95 | 0.0% | COMMON STOCK USD.01 | 12504L109 |
| AVY | AVERY DENNISON CORP | 6,799 | $477K | 0.0% | $61.60 | 0.0% | COMMON STOCK USD1.0 | 053611109 |
| — | CARRIZO OIL GAS INC | 12,731 | $476K | 0.0% | $30.95 | — | COMMON STOCK USD.01 | 144577103 |
| — | FIRST FINANCIAL NORTHWEST | 24,019 | $474K | 0.0% | $19.73 | — | COMMON STOCK USD.01 | 32022K102 |
| — | ABIOMED INC | 4,206 | $474K | 0.0% | $76.27 | — | COMMON STOCK USD.01 | 003654100 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $473K | 0.0% | $52.49 | 0.0% | COMMON STOCK | 198516106 |
| RYN | RAYONIER INC | 17,763 | $472K | 0.0% | $26.57 | — | REIT | 754907103 |
| — | RUTH S HOSPITALITY GROUP INC | 25,814 | $472K | 0.0% | $18.28 | — | COMMON STOCK USD.01 | 783332109 |
| — | CARDIOVASCULAR SYSTEMS INC | 19,443 | $471K | 0.0% | $24.22 | — | COMMON STOCK | 141619106 |
| — | INOTEK PHARMACEUTICALS CORP | 76,784 | $468K | 0.0% | $6.10 | — | COMMON STOCK USD.01 | 45780V102 |
| — | ALDER BIOPHARMACEUTICALS INC | 22,482 | $468K | 0.0% | $20.82 | — | COMMON STOCK USD.0001 | 014339105 |
| — | TABLEAU SOFTWARE INC CL A | 11,091 | $467K | 0.0% | $42.11 | — | COMMON STOCK USD.0001 | 87336U105 |
| WDAY | WORKDAY INC CLASS A | 7,073 | $467K | 0.0% | $80.58 | 0.0% | COMMON STOCK USD.001 | 98138H101 |
| — | LOGMEIN INC W/I | 4,806 | $464K | 0.0% | $96.55 | — | COMMON STOCK USD.01 | 54142L109 |
| — | NRG YIELD INC CLASS A | 30,161 | $463K | 0.0% | $15.35 | — | COMMON STOCK USD.01 | 62942X306 |
| GWRE | GUIDEWIRE SOFTWARE INC | 9,366 | $462K | 0.0% | $56.06 | 0.0% | COMMON STOCK USD.0001 | 40171V100 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 11,693 | $462K | 0.0% | $25.32 | +37.0% | COMMON STOCK | 760281204 |
| TREE | LENDINGTREE INC | 4,537 | $460K | 0.0% | $101.39 | — | COMMON STOCK USD.01 | 52603B107 |
| WWW | WOLVERINE WORLD WIDE INC | 20,935 | $460K | 0.0% | $19.04 | 0.0% | COMMON STOCK USD1.0 | 978097103 |
| GME | GAMESTOP CORP CLASS A | 18,201 | $460K | 0.0% | $4.97 | 0.0% | COMMON STOCK USD.001 | 36467W109 |
| CRI | CARTER S INC | 5,313 | $459K | 0.0% | $69.41 | 0.0% | COMMON STOCK USD.01 | 146229109 |
| SRPT | SAREPTA THERAPEUTICS INC | 16,648 | $457K | 0.0% | $40.16 | 0.0% | COMMON STOCK USD.0001 | 803607100 |
| BKE | BUCKLE INC/THE | 19,893 | $454K | 0.0% | $8.54 | 0.0% | COMMON STOCK USD.01 | 118440106 |
| — | INNOPHOS HOLDINGS INC | 8,648 | $452K | 0.0% | $52.27 | — | COMMON STOCK USD.001 | 45774N108 |
| — | BLUEBIRD BIO INC | 7,281 | $449K | 0.0% | $61.67 | — | COMMON STOCK USD.01 | 09609G100 |
| HALO | HALOZYME THERAPEUTICS INC | 45,331 | $448K | 0.0% | $10.95 | 0.0% | COMMON STOCK USD.001 | 40637H109 |
| — | MICHAELS COS INC/THE | 21,815 | $446K | 0.0% | $20.44 | — | COMMON STOCK USD.06775 | 59408Q106 |
| MAC | MACERICH CO/THE | 6,134 | $435K | 0.0% | $70.92 | — | REIT USD.01 | 554382101 |
| PLNT | PLANET FITNESS INC CL A | 21,225 | $427K | 0.0% | $15.99 | +29.7% | COMMON STOCK USD.0001 | 72703H101 |
| GPRE | GREEN PLAINS INC | 15,205 | $423K | 0.0% | $23.35 | +14.0% | COMMON STOCK USD.001 | 393222104 |
| — | MRC GLOBAL INC | 20,706 | $420K | 0.0% | $20.28 | — | COMMON STOCK USD.01 | 55345K103 |
| — | FAIRMOUNT SANTROL HOLDINGS I | 35,530 | $419K | 0.0% | $11.79 | — | COMMON STOCK USD.01 | 30555Q108 |
| — | TAILORED BRANDS INC | 16,347 | $418K | 0.0% | $15.69 | — | COMMON STOCK USD.01 | 87403A107 |
| — | MONOTYPE IMAGING HOLDINGS IN | 21,028 | $417K | 0.0% | $23.26 | — | COMMON STOCK USD.001 | 61022P100 |
| NVR | NVR INC | 250 | $417K | 0.0% | $1356.36 | +17.7% | COMMON STOCK USD.01 | 62944T105 |
| PFBC | PREFERRED BANK/LOS ANGELES | 7,871 | $413K | 0.0% | $32.35 | +31.0% | COMMON STOCK | 740367404 |
| — | JOY GLOBAL INC | 14,600 | $409K | 0.0% | $27.74 | — | COMMON STOCK USD1.0 | 481165108 |
| RYZ | RYERSON HOLDING CORP | 30,663 | $409K | 0.0% | $12.25 | 0.0% | COMMON STOCK USD.01 | 783754104 |
| — | WCI COMMUNITIES INC | 17,400 | $408K | 0.0% | $23.45 | — | COMMON STOCK USD.01 | 92923C807 |
| — | DATALINK CORP | 35,900 | $404K | 0.0% | $11.25 | — | COMMON STOCK USD.001 | 237934104 |
| IPAR | INTER PARFUMS INC | 12,264 | $402K | 0.0% | $33.13 | 0.0% | COMMON STOCK USD.001 | 458334109 |
| — | CAI INTERNATIONAL INC | 46,205 | $401K | 0.0% | $12.34 | — | COMMON STOCK USD.0001 | 12477X106 |
| LIVN | LIVANOVA PLC | 8,900 | $400K | 0.0% | $60.62 | -18.9% | COMMON STOCK GBP1.0 | G5509L101 |
| XNCR | XENCOR INC | 15,194 | $400K | 0.0% | $21.16 | +13.7% | COMMON STOCK USD.01 | 98401F105 |
| — | NORTHWEST NATURAL GAS CO | 6,655 | $398K | 0.0% | $64.82 | — | COMMON STOCK USD3.167 | 667655104 |
| — | NEENAH PAPER INC | 4,605 | $392K | 0.0% | $72.38 | — | COMMON STOCK USD.01 | 640079109 |
| SPY | SPDR SP500 ETF TRUST | 1,755 | $392K | 0.0% | $201.57 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| CWCO | CONSOLIDATED WATER CO ORD SH | 35,834 | $389K | 0.0% | $9.01 | 0.0% | COMMON STOCK USD.6 | G23773107 |
| — | AMERICAN NATIONAL INSURANCE | 3,061 | $381K | 0.0% | $124.47 | — | COMMON STOCK USD1.0 | 028591105 |
| KOP | KOPPERS HOLDINGS INC | 9,319 | $376K | 0.0% | $35.58 | 0.0% | COMMON STOCK USD.01 | 50060P106 |
| SILC | SILICOM LTD | 9,049 | $372K | 0.0% | $36.42 | +5.2% | COMMON STOCK ILS.01 | M84116108 |
| CNXN | PC CONNECTION INC | 13,219 | $371K | 0.0% | $15.71 | +52.6% | COMMON STOCK USD.01 | 69318J100 |
| — | FLEXION THERAPEUTICS INC | 19,491 | $371K | 0.0% | $21.91 | — | COMMON STOCK USD.001 | 33938J106 |
| — | CONTROL4 CORP | 35,583 | $363K | 0.0% | $10.91 | — | COMMON STOCK USD.0001 | 21240D107 |
| — | CLIFFS NATURAL RESOURCES INC | 42,859 | $360K | 0.0% | $5.85 | — | COMMON STOCK USD.125 | 18683K101 |
| — | HSN INC | 10,222 | $351K | 0.0% | $49.58 | — | COMMON STOCK USD.01 | 404303109 |
| BDC | BELDEN INC | 4,686 | $350K | 0.0% | $67.54 | +2.5% | COMMON STOCK USD.01 | 077454106 |
| — | VONAGE HOLDINGS CORP | 50,910 | $349K | 0.0% | $6.10 | — | COMMON STOCK USD.001 | 92886T201 |
| HUBS | HUBSPOT INC | 7,386 | $347K | 0.0% | $54.27 | -2.4% | COMMON STOCK USD.001 | 443573100 |
| AR | ANTERO RESOURCES CORP | 14,643 | $346K | 0.0% | $25.67 | 0.0% | COMMON STOCK USD.01 | 03674X106 |
| — | PEOPLE S UTAH BANCORP | 12,808 | $344K | 0.0% | $26.86 | — | COMMON STOCK USD.01 | 712706209 |
| — | APPLIED GENETIC TECHNOLOGIES | 36,509 | $341K | 0.0% | $14.13 | — | COMMON STOCK USD.001 | 03820J100 |
| TPICQ | TPI COMPOSITES INC | 21,264 | $341K | 0.0% | $16.22 | 0.0% | COMMON STOCK USD.01 | 87266J104 |
| — | INSYS THERAPEUTICS INC | 36,606 | $337K | 0.0% | $11.80 | — | COMMON STOCK USD.0002145 | 45824V209 |
| TOWN | TOWNE BANK | 10,049 | $334K | 0.0% | $28.83 | 0.0% | COMMON STOCK USD1.667 | 89214P109 |
| — | OWENS REALTY MORTGAGE INC | 17,965 | $333K | 0.0% | $18.54 | — | REIT USD.01 | 690828108 |
| — | CAREER EDUCATION CORP | 32,289 | $326K | 0.0% | $10.10 | — | COMMON STOCK USD.01 | 141665109 |
| EGRX | EAGLE PHARMACEUTICALS INC | 4,085 | $324K | 0.0% | $72.64 | 0.0% | COMMON STOCK USD.001 | 269796108 |
| — | AK STEEL HOLDING CORP | 31,142 | $318K | 0.0% | $10.21 | — | COMMON STOCK USD.01 | 001547108 |
| — | RAMCO GERSHENSON PROPERTIES | 19,129 | $317K | 0.0% | $16.57 | — | REIT USD.01 | 751452202 |
| — | PFENEX INC | 34,797 | $316K | 0.0% | $9.08 | — | COMMON STOCK USD.001 | 717071104 |
| — | BARNES GROUP INC | 6,664 | $316K | 0.0% | $47.42 | — | COMMON STOCK USD.01 | 067806109 |
| — | EMPIRE DISTRICT ELECTRIC CO | 9,200 | $314K | 0.0% | $33.04 | — | COMMON STOCK USD1.0 | 291641108 |
| NPKI | NEWPARK RESOURCES INC | 41,803 | $314K | 0.0% | $6.61 | +9.8% | COMMON STOCK USD.01 | 651718504 |
| AOSL | ALPHA OMEGA SEMICONDUCTOR | 14,444 | $307K | 0.0% | $17.96 | +20.3% | COMMON STOCK | G6331P104 |
| — | ACCELERON PHARMA INC | 12,037 | $307K | 0.0% | $34.01 | — | COMMON STOCK USD.001 | 00434H108 |
| — | EVERBANK FINANCIAL CORP | 15,700 | $305K | 0.0% | $19.36 | — | COMMON STOCK USD.01 | 29977G102 |
| — | WMIH CORP | 196,172 | $304K | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| CC | CHEMOURS CO/THE | 13,049 | $288K | 0.0% | $15.00 | 0.0% | COMMON STOCK | 163851108 |
| VRNS | VARONIS SYSTEMS INC | 10,763 | $288K | 0.0% | $9.51 | 0.0% | COMMON STOCK USD.001 | 922280102 |
| ACGL | ARCH CAPITAL GROUP LTD | 3,302 | $285K | 0.0% | $25.85 | 0.0% | COMMON STOCK USD.01 | G0450A105 |
| — | DST SYSTEMS INC | 2,594 | $278K | 0.0% | $107.17 | — | COMMON STOCK USD.01 | 233326107 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 2,456 | $273K | 0.0% | $77.41 | 0.0% | REIT USD.01 | 015271109 |
| — | GULFPORT ENERGY CORP | 12,030 | $260K | 0.0% | $28.40 | — | COMMON STOCK USD.01 | 402635304 |
| — | IMPAX LABORATORIES INC | 18,841 | $250K | 0.0% | $23.72 | — | COMMON STOCK USD.01 | 45256B101 |
| FSP | FRANKLIN STREET PROPERTIES C | 18,746 | $243K | 0.0% | $12.96 | — | REIT USD.0001 | 35471R106 |
| — | STORE CAPITAL CORP | 9,171 | $227K | 0.0% | $24.75 | — | REIT USD.01 | 862121100 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 10,887 | $223K | 0.0% | $20.48 | — | REIT USD.0001 | 35086T109 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 3,435 | $216K | 0.0% | $62.88 | — | REIT USD.01 | 78377T107 |
| — | ACACIA COMMUNICATIONS INC | 3,419 | $211K | 0.0% | $61.71 | — | COMMON STOCK USD.0001 | 00401C108 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $210K | 0.0% | $14.71 | — | ADR | 035128206 |
| NSA | NATIONAL STORAGE AFFILIATES | 9,400 | $207K | 0.0% | $22.02 | — | REIT USD.01 | 637870106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,280 | $189K | 0.0% | $86.00 | 0.0% | COMMON STOCK USD.001 | 09061G101 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 4,039 | $184K | 0.0% | $47.18 | — | COMMON STOCK ILS.01 | M2682V108 |
| — | ION GEOPHYSICAL CORP | 30,400 | $182K | 0.0% | $6.22 | — | COMMON STOCK | 462044207 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 11,795 | $172K | 0.0% | $14.58 | — | REIT USD.01 | 04208T108 |
| — | COLONY STARWOOD HOMES | 5,550 | $160K | 0.0% | $28.83 | — | REIT USD.01 | 19625X102 |
| INN | SUMMIT HOTEL PROPERTIES INC | 9,424 | $151K | 0.0% | $16.02 | — | REIT | 866082100 |
| — | ULTRATECH INC | 5,299 | $127K | 0.0% | $23.97 | — | COMMON STOCK USD.001 | 904034105 |
| IDXX | IDEXX LABORATORIES INC | 1,075 | $126K | 0.0% | $105.39 | +8.3% | COMMON STOCK USD.1 | 45168D104 |
| — | PENN REAL ESTATE INVEST TST | 6,610 | $125K | 0.0% | $18.91 | — | REIT USD1.0 | 709102107 |
| DAN | DANA INC | 5,971 | $113K | 0.0% | $13.83 | 0.0% | COMMON STOCK USD.01 | 235825205 |
| — | DUKE REALTY CORP | 3,567 | $95,000 | 0.0% | $27.29 | — | REIT USD.01 | 264411505 |
| — | ISTAR INC | 5,456 | $67,000 | 0.0% | $12.28 | — | REIT USD.001 | 45031U101 |
| KODK | EASTMAN KODAK CO | 2,000 | $31,000 | 0.0% | $25.80 | -40.9% | COMMON STOCK USD.01 | 277461406 |
| — | MB FINANCIAL INC | 575 | $27,000 | 0.0% | $28.25 | — | COMMON STOCK USD.01 | 55264U108 |
| — | JIVE SOFTWARE INC | 6,000 | $26,000 | 0.0% | $4.33 | — | COMMON STOCK | 47760A108 |
| — | EASTMAN KODAK CO | 2,771 | $11,000 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |
| — | EASTMAN KODAK CO | 2,771 | $8,000 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | VERSO CORP A | 909 | $6,000 | 0.0% | $6.60 | — | COMMON STOCK | 92531L207 |