0001140361-14-005771.txt : 20140211
0001140361-14-005771.hdr.sgml : 20140211
20140211114613
ACCESSION NUMBER: 0001140361-14-005771
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140211
DATE AS OF CHANGE: 20140211
EFFECTIVENESS DATE: 20140211
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
CENTRAL INDEX KEY: 0001128251
IRS NUMBER: 516012443
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05977
FILM NUMBER: 14592419
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
12-31-2013
12-31-2013
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F HOLDINGS REPORT
028-05977
N
John Macedo
Chief Administrative Officer
(302) 477-6076
/s/ John Macedo
Wilmington
DE
02-10-2014
0
616
5728960
false
INFORMATION TABLE
2
form13fInfoTable.xml
AARON S INC
COMMON STOCK USD.5
002535300
2377
80864
SH
SOLE
80864
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
3320
86605
SH
SOLE
86605
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
1399
26491
SH
SOLE
26491
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
312
3796
SH
SOLE
3796
0
0
ACE LTD
COMMON STOCK
H0023R105
1582
15283
SH
SOLE
15283
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
1648
56434
SH
SOLE
56434
0
0
ACTAVIS PLC
COMMON STOCK USD.0033
G0083B108
1665
9908
SH
SOLE
9908
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
4330
106983
SH
SOLE
106983
0
0
ADVANCED SEMICONDUCTOR E ADR
ADR
00756M404
2763
575598
SH
SOLE
575598
0
0
ADVENT SOFTWARE INC
COMMON STOCK USD.01
007974108
860
24576
SH
SOLE
24576
0
0
AECOM TECHNOLOGY CORP
COMMON STOCK USD.01
00766T100
7027
238759
SH
SOLE
238759
0
0
AES CORP
COMMON STOCK USD.01
00130H105
10031
691330
SH
SOLE
691330
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
6414
29572
SH
SOLE
29572
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
17547
262681
SH
SOLE
262681
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
7623
128795
SH
SOLE
128795
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
8131
142167
SH
SOLE
142167
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD1.
011659109
5835
79529
SH
SOLE
79529
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
4477
70631
SH
SOLE
70631
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
1083
101888
SH
SOLE
101888
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
4666
73341
SH
SOLE
73341
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
2104
5261
SH
SOLE
5261
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
2187
49480
SH
SOLE
49480
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
17247
155269
SH
SOLE
155269
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
3213
12219
SH
SOLE
12219
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
6149
50536
SH
SOLE
50536
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
3668
67246
SH
SOLE
67246
0
0
ALNYLAM PHARMACEUTICALS INC
COMMON STOCK USD.01
02043Q107
913
14189
SH
SOLE
14189
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
563
34066
SH
SOLE
34066
0
0
ALTISOURCE RESIDENTIAL CORP
COMMON STOCK USD.01
02153W100
1605
53300
SH
SOLE
53300
0
0
AMERCO
COMMON STOCK USD.25
023586100
5953
25030
SH
SOLE
25030
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
2217
94877
SH
SOLE
94877
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
59471
2544737
SH
SOLE
0
0
2544737
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1720
36808
SH
SOLE
36808
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
26341
515987
SH
SOLE
515987
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
3810
33114
SH
SOLE
33114
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
3104
27191
SH
SOLE
27191
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
3879
48906
SH
SOLE
48906
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
673
7605
SH
SOLE
7605
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
2556
28659
SH
SOLE
28659
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
20944
1787044
SH
SOLE
1787044
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
42474
3624096
SH
SOLE
0
0
3624096
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
2424
63513
SH
SOLE
63513
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
719
8000
SH
SOLE
8000
0
0
ANN INC
COMMON STOCK USD.0068
035623107
1515
41449
SH
SOLE
41449
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
13471
1351146
SH
SOLE
1351146
0
0
AOL INC
COMMON STOCK USD.01
00184X105
2653
56916
SH
SOLE
56916
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
143
1703
SH
SOLE
1703
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
19408
225831
SH
SOLE
225831
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
2162
133041
SH
SOLE
133041
0
0
APOLLO EDUCATION GROUP INC
COMMON STOCK NPV
037604105
6310
230965
SH
SOLE
230965
0
0
APPLE INC
COMMON STOCK NPV
037833100
83104
148107
SH
SOLE
148107
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
860
48602
SH
SOLE
48602
0
0
ARCELORMITTAL NY REGISTERED
NY REG SHRS NPV
03938L104
539
30223
SH
SOLE
30223
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
5598
128982
SH
SOLE
128982
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
5531
101957
SH
SOLE
101957
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
8331
125531
SH
SOLE
125531
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
5194
147738
SH
SOLE
147738
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
795
2000000
SH
SOLE
2000000
0
0
ATMOS ENERGY CORP
COMMON STOCK NPV
049560105
4711
103726
SH
SOLE
103726
0
0
AUXILIUM PHARMACEUTICALS INC
COMMON STOCK USD.01
05334D107
823
39679
SH
SOLE
39679
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
2704
51122
SH
SOLE
51122
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
850
49397
SH
SOLE
49397
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
8380
207319
SH
SOLE
207319
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
1646
58405
SH
SOLE
58405
0
0
AVNET INC
COMMON STOCK USD1.
053807103
9823
222695
SH
SOLE
222695
0
0
AVON PRODUCTS INC
COMMON STOCK USD.25
054303102
11367
660090
SH
SOLE
660090
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
1872
39462
SH
SOLE
39462
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
30527
552420
SH
SOLE
552420
0
0
BALL CORP
COMMON STOCK NPV
058498106
24014
464852
SH
SOLE
464852
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
36767
750033
SH
SOLE
750033
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
33325
679827
SH
SOLE
0
0
679827
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
29887
1919504
SH
SOLE
1919504
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
17674
505841
SH
SOLE
505841
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
199
2855
SH
SOLE
2855
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
1507
90817
SH
SOLE
90817
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
14892
134778
SH
SOLE
134778
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
596
7421
SH
SOLE
7421
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
1450
12227
SH
SOLE
12227
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
2140
53660
SH
SOLE
53660
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
1756
6278
SH
SOLE
6278
0
0
BLUCORA INC
COMMON STOCK USD.0001
095229100
1642
56304
SH
SOLE
56304
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
5563
40755
SH
SOLE
40755
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
4103
341326
SH
SOLE
341326
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1199
1325000
SH
SOLE
1325000
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1063
1175000
SH
SOLE
0
0
1175000
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
1625
30566
SH
SOLE
30566
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
4107
138509
SH
SOLE
138509
0
0
C+J ENERGY SERVICES INC
COMMON STOCK USD.01
12467B304
1760
76198
SH
SOLE
76198
0
0
CA INC
COMMON STOCK USD.1
12673P105
8450
251114
SH
SOLE
251114
0
0
CABOT CORP
COMMON STOCK USD1.
127055101
5466
106346
SH
SOLE
106346
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
4084
291305
SH
SOLE
291305
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
972
41249
SH
SOLE
41249
0
0
CALAMP CORP
COMMON STOCK USD.01
128126109
1294
46260
SH
SOLE
46260
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
3529
180863
SH
SOLE
180863
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
26494
345833
SH
SOLE
345833
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
4037
60420
SH
SOLE
60420
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
1947
48906
SH
SOLE
48906
0
0
CARRIZO OIL + GAS INC
COMPANY GUAR 06/28 4.375
144577AA1
1839
2000000
SH
SOLE
0
0
2000000
CATERPILLAR INC
COMMON STOCK USD1.
149123101
5459
60114
SH
SOLE
60114
0
0
CBL + ASSOCIATES PROPERTIES
REIT USD.01
124830100
1868
104012
SH
SOLE
104012
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
7647
290772
SH
SOLE
290772
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
20265
317925
SH
SOLE
317925
0
0
CEC ENTERTAINMENT INC
COMMON STOCK USD.1
125137109
1365
30820
SH
SOLE
30820
0
0
CELADON GROUP INC
COMMON STOCK USD.033
150838100
1729
88734
SH
SOLE
88734
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
35329
209098
SH
SOLE
209098
0
0
CELLDEX THERAPEUTICS INC
COMMON STOCK USD.001
15117B103
618
25508
SH
SOLE
25508
0
0
CENOVUS ENERGY INC
COMMON STOCK NPV
15135U109
25659
895617
SH
SOLE
895617
0
0
CEPHEID INC
COMMON STOCK NPV
15670R107
1404
30049
SH
SOLE
30049
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
12292
52745
SH
SOLE
52745
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
1325
41850
SH
SOLE
41850
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
1011
37258
SH
SOLE
37258
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
2992
118312
SH
SOLE
118312
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
14509
116153
SH
SOLE
116153
0
0
CHINA MOBILE LTD SPON ADR
ADR
16941M109
2097
40109
SH
SOLE
40109
0
0
CHIPMOS TECHNOLOGIES BERMUDA
COMMON STOCK USD.01
G2110R114
822
42715
SH
SOLE
42715
0
0
CHIQUITA BRANDS INTL
SR UNSECURED 08/16 4.25
170032AT3
1174
1210000
SH
SOLE
1210000
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
4627
47887
SH
SOLE
47887
0
0
CHURCH + DWIGHT CO INC
COMMON STOCK USD1.
171340102
844
12734
SH
SOLE
12734
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
24868
2216424
SH
SOLE
2216424
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
43757
3899918
SH
SOLE
0
0
3899918
CIA PARANAENSE ENER SP ADR P
ADR NPV
20441B407
481
36606
SH
SOLE
36606
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
1174
13422
SH
SOLE
13422
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
3647
34760
SH
SOLE
34760
0
0
CINTAS CORP
COMMON STOCK NPV
172908105
2429
40755
SH
SOLE
40755
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
1617
79142
SH
SOLE
79142
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
42880
1910037
SH
SOLE
1910037
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
45379
870838
SH
SOLE
870838
0
0
CLIFFS NATURAL RESOURCES INC
COMMON STOCK USD.125
18683K101
2856
108985
SH
SOLE
108985
0
0
CLOROX COMPANY
COMMON STOCK USD1.
189054109
16951
182745
SH
SOLE
182745
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
348
5773
SH
SOLE
5773
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
6216
144925
SH
SOLE
144925
0
0
COACH INC
COMMON STOCK USD.01
189754104
20965
373510
SH
SOLE
373510
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
45390
1098773
SH
SOLE
1098773
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
5290
119882
SH
SOLE
119882
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
2525
38718
SH
SOLE
38718
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
324
15973
SH
SOLE
15973
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
1498
55206
SH
SOLE
55206
0
0
COMCAST CORP CLASS A
COMMON STOCK USD1.
20030N101
7614
146519
SH
SOLE
146519
0
0
COMERICA INC
COMMON STOCK USD5.
200340107
1689
35530
SH
SOLE
35530
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
4584
116728
SH
SOLE
116728
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
2316
30926
SH
SOLE
30926
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
683
12227
SH
SOLE
12227
0
0
CON WAY INC
COMMON STOCK USD.625
205944101
2350
59181
SH
SOLE
59181
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
4013
119089
SH
SOLE
119089
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
1076
25311
SH
SOLE
25311
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
6838
96794
SH
SOLE
96794
0
0
CONSOLIDATED WATER CO ORD SH
COMMON STOCK USD.6
G23773107
1177
83510
SH
SOLE
83510
0
0
CONSUMER DISCRETIONARY SELECT
CONSUMER DISCRETIONARY SELT
81369Y407
3396
50810
SH
SOLE
50810
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
111
2259
SH
SOLE
2259
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
16516
103155
SH
SOLE
103155
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
22198
138640
SH
SOLE
0
0
138640
CORELOGIC INC
COMMON STOCK USD1.
21871D103
2613
73544
SH
SOLE
73544
0
0
CORNING INC
COMMON STOCK USD.5
219350105
2723
152832
SH
SOLE
152832
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
2367
73818
SH
SOLE
73818
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
173
2546
SH
SOLE
2546
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
4026
30057
SH
SOLE
30057
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
3903
35463
SH
SOLE
35463
0
0
CROCS INC
COMMON STOCK USD.001
227046109
1731
108700
SH
SOLE
108700
0
0
CROWN CASTLE INTL CORP
REIT USD.01
228227104
1347
18340
SH
SOLE
18340
0
0
CSX CORP
COMMON STOCK USD1.
126408103
3997
138932
SH
SOLE
138932
0
0
CUBIST PHARMACEUTICALS INC
COMMON STOCK USD.001
229678107
1338
19422
SH
SOLE
19422
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
1436
10189
SH
SOLE
10189
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
12153
169809
SH
SOLE
169809
0
0
CYBERONICS INC
COMMON STOCK USD.01
23251P102
2396
36567
SH
SOLE
36567
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
6497
331149
SH
SOLE
331149
0
0
DARLING INTERNATIONAL INC
COMMON STOCK USD.01
237266101
1358
65023
SH
SOLE
65023
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
940
10289
SH
SOLE
10289
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
2066
60034
SH
SOLE
60034
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
10637
176903
SH
SOLE
176903
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
27901
1015704
SH
SOLE
1015704
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
2832
54263
SH
SOLE
54263
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
8306
85445
SH
SOLE
85445
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
10789
156159
SH
SOLE
156159
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
4215
75335
SH
SOLE
75335
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
1977
30566
SH
SOLE
30566
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
2318
24574
SH
SOLE
24574
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
5115
52982
SH
SOLE
52982
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
5797
130552
SH
SOLE
130552
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
6682
137155
SH
SOLE
137155
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
947
14264
SH
SOLE
14264
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
648038
9974422
SH
SOLE
9974422
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
658
22074
SH
SOLE
22074
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2461
35661
SH
SOLE
35661
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
6504
302212
SH
SOLE
302212
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1684
85724
SH
SOLE
85724
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
4746
135724
SH
SOLE
135724
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
8980
111278
SH
SOLE
111278
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
14
736
SH
SOLE
736
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
29
1473
SH
SOLE
0
0
1473
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
13
736
SH
SOLE
736
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
27
1473
SH
SOLE
0
0
1473
EASTMAN KODAK CO
COMMON STOCK
277461406
75
2172
SH
SOLE
2172
0
0
EASTMAN KODAK CO
COMMON STOCK
277461406
147
4239
SH
SOLE
0
0
4239
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
1980
42775
SH
SOLE
42775
0
0
EINSTEIN NOAH RESTAURANT GRO
COMMON STOCK USD.001
28257U104
686
47334
SH
SOLE
47334
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
1638
32118
SH
SOLE
32118
0
0
EMBRAER SA ADR
ADR
29082A107
923
28682
SH
SOLE
28682
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
1452
63154
SH
SOLE
63154
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
12296
175213
SH
SOLE
175213
0
0
ENDO HEALTH SOLUTIONS INC
COMMON STOCK USD.01
29264F205
5706
84587
SH
SOLE
84587
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
12602
116422
SH
SOLE
116422
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
11577
165180
SH
SOLE
165180
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
3959
69236
SH
SOLE
69236
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
2502
215709
SH
SOLE
215709
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
5735
90644
SH
SOLE
90644
0
0
EPIZYME INC
COMMON STOCK
29428V104
255
12236
SH
SOLE
12236
0
0
EPL OIL + GAS INC
COMMON STOCK USD.001
26883D108
1304
45738
SH
SOLE
45738
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2251
45788
SH
SOLE
45788
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
370
7132
SH
SOLE
7132
0
0
ERICSSON (LM) TEL SP ADR
ADR
294821608
1287
105172
SH
SOLE
105172
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
11112
147535
SH
SOLE
147535
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
3476
22303
SH
SOLE
22303
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
2597
136237
SH
SOLE
136237
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
2972
108492
SH
SOLE
108492
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
28594
410480
SH
SOLE
410480
0
0
EXPRESS INC
COMMON STOCK
30219E103
3930
210524
SH
SOLE
210524
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
26479
376975
SH
SOLE
376975
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
4609
109394
SH
SOLE
109394
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
133650
1320650
SH
SOLE
1320650
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
959
82040
SH
SOLE
82040
0
0
F5 NETWORKS INC
COMMON STOCK NPV
315616102
1186
13053
SH
SOLE
13053
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
5946
41357
SH
SOLE
41357
0
0
FIDELITY NATIONAL FINL A
COMMON STOCK USD.0001
31620R105
3966
122218
SH
SOLE
122218
0
0
FIDELITY NATIONAL INFORMATIO
COMMON STOCK USD.01
31620M106
2427
45204
SH
SOLE
45204
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
952
57326
SH
SOLE
57326
0
0
FIFTH STREET FINANCE CORP
COMMON STOCK USD.01
31678A103
564
61008
SH
SOLE
61008
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
8234
391516
SH
SOLE
391516
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
474
28409
SH
SOLE
28409
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
120
4638
SH
SOLE
4638
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
761
23087
SH
SOLE
23087
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
3825
172085
SH
SOLE
172085
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
973
12122
SH
SOLE
12122
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
11233
271062
SH
SOLE
271062
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
8917
577921
SH
SOLE
577921
0
0
FORESTAR GROUP INC
COMMON STOCK USD1.
346233109
584
27470
SH
SOLE
27470
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
2596
21648
SH
SOLE
21648
0
0
FREEPORT MCMORAN COPPER W/I
COMMON STOCK USD.1
35671D857
15003
397548
SH
SOLE
397548
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
1746
61704
SH
SOLE
61704
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
491
31090
SH
SOLE
31090
0
0
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
2008
40755
SH
SOLE
40755
0
0
GANNETT CO
COMMON STOCK USD1.
364730101
15385
520119
SH
SOLE
520119
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
2349
60114
SH
SOLE
60114
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
7214
127360
SH
SOLE
127360
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
25305
264837
SH
SOLE
264837
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
31714
1131447
SH
SOLE
1131447
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
3560
71322
SH
SOLE
71322
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
12449
304591
SH
SOLE
304591
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
2
51
SH
SOLE
0
0
51
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
4800
154035
SH
SOLE
154035
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
1
46
SH
SOLE
0
0
46
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
4046
174915
SH
SOLE
174915
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
1
46
SH
SOLE
0
0
46
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
1849
19497
SH
SOLE
19497
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
1975
26287
SH
SOLE
26287
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK
37953G103
807
48775
SH
SOLE
48775
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
5366
30271
SH
SOLE
30271
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK NPV
382550101
2409
100988
SH
SOLE
100988
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
19846
17708
SH
SOLE
17708
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
2387
96050
SH
SOLE
96050
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
1719
38860
SH
SOLE
38860
0
0
GREEN MOUNTAIN COFFEE ROASTE
COMMON STOCK USD.1
393122106
728
9628
SH
SOLE
9628
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
2426
73886
SH
SOLE
73886
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
2844
56039
SH
SOLE
56039
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
3055
43480
SH
SOLE
43480
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
7015
100482
SH
SOLE
100482
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
1728
55219
SH
SOLE
55219
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
2379
247087
SH
SOLE
247087
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
2014
42207
SH
SOLE
42207
0
0
HCI GROUP INC
COMMON STOCK NPV
40416E103
1806
33755
SH
SOLE
33755
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
1752
52584
SH
SOLE
52584
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
5458
64911
SH
SOLE
64911
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1395
12213
SH
SOLE
12213
0
0
HERBALIFE LTD
COMMON STOCK USD.002
G4412G101
3840
48791
SH
SOLE
48791
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
25091
896749
SH
SOLE
896749
0
0
HILL ROM HOLDINGS INC
COMMON STOCK NPV
431475102
2342
56644
SH
SOLE
56644
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
5683
114379
SH
SOLE
114379
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
6796
82530
SH
SOLE
82530
0
0
HOMESTREET INC
COMMON STOCK
43785V102
1065
53259
SH
SOLE
53259
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
1665
61587
SH
SOLE
61587
0
0
HSN INC
COMMON STOCK USD.01
404303109
13894
223023
SH
SOLE
223023
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
16183
156781
SH
SOLE
156781
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
17737
197054
SH
SOLE
197054
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
3685
149794
SH
SOLE
149794
0
0
HUTCHINSON TECHNOLOGY
SR UNSECURED 01/26 8.5
448407AG1
1793
2000000
SH
SOLE
2000000
0
0
HYSTER YALE MATERIALS
COMMON STOCK USD.01
449172105
1675
17976
SH
SOLE
17976
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
10445
152063
SH
SOLE
152063
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
7990
201248
SH
SOLE
201248
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
998
19702
SH
SOLE
19702
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
1422
23088
SH
SOLE
23088
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
3372
49253
SH
SOLE
49253
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
1987
87483
SH
SOLE
87483
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
698
18023
SH
SOLE
18023
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
8861
341326
SH
SOLE
341326
0
0
INTERCONTINENTALEXCHANGE GRO
COMMON STOCK USD.01
45866F104
141
625
SH
SOLE
625
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
1377
46688
SH
SOLE
46688
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
13036
265874
SH
SOLE
265874
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
7453
39736
SH
SOLE
39736
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ISHARES MSCI BRAZIL CAPPED E
464286400
174
3893
SH
SOLE
3893
0
0
ISHARES MSCI CHILE CAPPED ETF
ISHARES MSCI CHILE CAPPED ET
464286640
258
5433
SH
SOLE
5433
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
138521
2065626
SH
SOLE
2065626
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
127461
3051491
SH
SOLE
3051491
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
216987
5194797
SH
SOLE
0
0
5194797
ISHARES MSCI INDONESIA ETF
ISHARES MSCI INDONESIA ETF
46429B309
262
11487
SH
SOLE
11487
0
0
ISHARES MSCI MALAYSIA ETF
ISHARES MSCI MALAYSIA ETF
464286830
654
41340
SH
SOLE
41340
0
0
ISHARES MSCI POLAND CAPPED ETF
ISHARES MSCI POLAND CAPPED E
46429B606
1863
62780
SH
SOLE
62780
0
0
ISHARES MSCI SOUTH KOREA CAPPE
ISHARES MSCI SOUTH KOREA CAP
464286772
8000
123702
SH
SOLE
123702
0
0
ISHARES MSCI TAIWAN ETF
ISHARES MSCI TAIWAN ETF
464286731
2308
160026
SH
SOLE
160026
0
0
ISHARES US REAL ESTATE ETF
ISHARES US REAL ESTATE ETF
464287739
4983
78980
SH
SOLE
78980
0
0
ISIS PHARMACEUTICALS INC
COMMON STOCK USD.001
464330109
1125
28237
SH
SOLE
28237
0
0
ITT EDUCATIONAL SERVICES INC
COMMON STOCK USD.01
45068B109
832
24771
SH
SOLE
24771
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
4829
96561
SH
SOLE
96561
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
5030
288402
SH
SOLE
288402
0
0
JARDEN CORP
COMMON STOCK USD.01
471109108
4568
74457
SH
SOLE
74457
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
6518
51499
SH
SOLE
51499
0
0
JINKOSOLAR HOLDING CO LT
SR UNSECURED 144A 05/16 4.
47759TAA8
541
500000
SH
SOLE
500000
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
26648
290954
SH
SOLE
290954
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
960
18706
SH
SOLE
18706
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
12449
121585
SH
SOLE
121585
0
0
JOY GLOBAL INC
COMMON STOCK USD1.
481165108
20510
350653
SH
SOLE
350653
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.
46625H100
48487
829121
SH
SOLE
829121
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.
488152208
2069
82957
SH
SOLE
82957
0
0
KENNAMETAL INC
COMMON STOCK USD1.25
489170100
18488
355051
SH
SOLE
355051
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
1267
56936
SH
SOLE
56936
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
2501
23944
SH
SOLE
23944
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
2509
127034
SH
SOLE
127034
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
1598
80970
SH
SOLE
80970
0
0
KLA TENCOR CORPORATION
COMMON STOCK USD.001
482480100
6350
98514
SH
SOLE
98514
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
723
12736
SH
SOLE
12736
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
21031
390048
SH
SOLE
390048
0
0
KROGER CO
COMMON STOCK USD1.
501044101
7946
201011
SH
SOLE
201011
0
0
KULICKE + SOFFA INDUSTRIES
COMMON STOCK NPV
501242101
1437
108012
SH
SOLE
108012
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
6859
64190
SH
SOLE
64190
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
12502
229596
SH
SOLE
229596
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
3466
43951
SH
SOLE
43951
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
705
22833
SH
SOLE
22833
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
1362
247230
SH
SOLE
247230
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
6453
79699
SH
SOLE
79699
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
886
20378
SH
SOLE
20378
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
1442
50868
SH
SOLE
50868
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
14244
429422
SH
SOLE
429422
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
2360
80400
SH
SOLE
80400
0
0
LIN MEDIA LLC A
COMMON STOCK USD.01
532771102
1060
36916
SH
SOLE
36916
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
3253
45594
SH
SOLE
45594
0
0
LINCOLN NATIONAL CORP
COMMON STOCK NPV
534187109
1052
20378
SH
SOLE
20378
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
1149
25219
SH
SOLE
25219
0
0
LITHIA MOTORS INC CL A
COMMON STOCK NPV
536797103
801
11543
SH
SOLE
11543
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
2478
26664
SH
SOLE
26664
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
2291
69633
SH
SOLE
69633
0
0
LORILLARD INC
COMMON STOCK USD.01
544147101
4613
91030
SH
SOLE
91030
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
1973
106584
SH
SOLE
106584
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
4897
98832
SH
SOLE
98832
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
1089
30782
SH
SOLE
30782
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
6977
86906
SH
SOLE
86906
0
0
MACERICH CO/THE
REIT USD.01
554382101
2142
36381
SH
SOLE
36381
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
25387
475411
SH
SOLE
475411
0
0
MAGELLAN HEALTH SERVICES INC
COMMON STOCK USD.01
559079207
1480
24705
SH
SOLE
24705
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
1314
11181
SH
SOLE
11181
0
0
MANITEX INTERNATIONAL INC
COMMON STOCK NPV
563420108
556
35030
SH
SOLE
35030
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
689
29553
SH
SOLE
29553
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
829
46951
SH
SOLE
46951
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
3151
3005000
SH
SOLE
3005000
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
2805
2675000
SH
SOLE
0
0
2675000
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
3057
86605
SH
SOLE
86605
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1589
17321
SH
SOLE
17321
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
1431
21406
SH
SOLE
21406
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
9484
179752
SH
SOLE
179752
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
453
9364
SH
SOLE
9364
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
4418
307252
SH
SOLE
307252
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
5278
6317
SH
SOLE
6317
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1362
42453
SH
SOLE
42453
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
46645
480731
SH
SOLE
480731
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
5591
34642
SH
SOLE
34642
0
0
MDC HOLDINGS INC
COMMON STOCK USD.01
552676108
3116
96657
SH
SOLE
96657
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
1838
21944
SH
SOLE
21944
0
0
MEDICINES COMPANY
COMMON STOCK USD.001
584688105
1674
43337
SH
SOLE
43337
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
3614
67706
SH
SOLE
67706
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
33838
589620
SH
SOLE
589620
0
0
MELCO CROWN ENTERTAINME ADR
ADR USD.01
585464100
631
16080
SH
SOLE
16080
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
9084
377381
SH
SOLE
377381
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
85872
1715716
SH
SOLE
1715716
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
25125
465963
SH
SOLE
465963
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
784
17519
SH
SOLE
17519
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
57975
1548904
SH
SOLE
1548904
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
11481
204477
SH
SOLE
204477
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
1299
64684
SH
SOLE
64684
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
1570
53943
SH
SOLE
53943
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
510
16254
SH
SOLE
16254
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
20287
429182
SH
SOLE
429182
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
7082
219521
SH
SOLE
219521
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
9804
151108
SH
SOLE
151108
0
0
MYLAN INC
COMMON STOCK USD.5
628530107
3245
74762
SH
SOLE
74762
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
1992
94955
SH
SOLE
94955
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
4328
254721
SH
SOLE
254721
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
2499
62800
SH
SOLE
62800
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
29484
370729
SH
SOLE
370729
0
0
NATIONSTAR MORTGAGE HOLDINGS
COMMON STOCK USD.01
63861C109
1520
41135
SH
SOLE
41135
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
16476
431426
SH
SOLE
431426
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
2027
47398
SH
SOLE
47398
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
1517
46061
SH
SOLE
46061
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
694
74357
SH
SOLE
74357
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
31052
958111
SH
SOLE
958111
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
1448
117816
SH
SOLE
117816
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
2504
29246
SH
SOLE
29246
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
2965
37699
SH
SOLE
37699
0
0
NN INC
COMMON STOCK USD.01
629337106
1361
67409
SH
SOLE
67409
0
0
NOKIA CORP SPON ADR
ADR
654902204
2222
273996
SH
SOLE
273996
0
0
NORDSTROM INC
COMMON STOCK NPV
655664100
630
10189
SH
SOLE
10189
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
5025
54133
SH
SOLE
54133
0
0
NORTHEAST UTILITIES
COMMON STOCK USD5.
664397106
1857
43812
SH
SOLE
43812
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
2049
135934
SH
SOLE
135934
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
7590
66227
SH
SOLE
66227
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
17439
607195
SH
SOLE
607195
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
4810
102415
SH
SOLE
102415
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
37887
398392
SH
SOLE
398392
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
110
1395
SH
SOLE
1395
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
4328
145232
SH
SOLE
145232
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1031
83852
SH
SOLE
83852
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
4744
78597
SH
SOLE
78597
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
1690
98244
SH
SOLE
98244
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
1077
17321
SH
SOLE
17321
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
69536
1817468
SH
SOLE
1817468
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
1856
68216
SH
SOLE
68216
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
8999
178631
SH
SOLE
178631
0
0
OUTERWALL INC
COMMON STOCK USD.001
690070107
8202
121923
SH
SOLE
121923
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
5898
164851
SH
SOLE
164851
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
1492
37041
SH
SOLE
37041
0
0
PACCAR INC
COMMON STOCK USD1.
693718108
481
8136
SH
SOLE
8136
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
1850
40948
SH
SOLE
40948
0
0
PARKER DRILLING CO
COMMON STOCK USD.167
701081101
1086
133563
SH
SOLE
133563
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
916
7121
SH
SOLE
7121
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
764
30733
SH
SOLE
30733
0
0
PDL BIOPHARMA INC
COMMON STOCK USD.01
69329Y104
1168
138364
SH
SOLE
138364
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
2980
96892
SH
SOLE
96892
0
0
PENNANTPARK INVESTMENT CORP
COMMON STOCK USD.001
708062104
1274
109839
SH
SOLE
109839
0
0
PENNYMAC MORTGAGE INVESTMENT
REIT USD.01
70931T103
5122
223080
SH
SOLE
223080
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
14490
174709
SH
SOLE
174709
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
1629
69540
SH
SOLE
69540
0
0
PETROCHINA CO LTD ADR
ADR
71646E100
814
7415
SH
SOLE
7415
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
97517
3183722
SH
SOLE
3183722
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
31378
360123
SH
SOLE
360123
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
1403
108320
SH
SOLE
108320
0
0
PICO HOLDINGS INC
COMMON STOCK USD.001
693366205
1481
64082
SH
SOLE
64082
0
0
PIER 1 IMPORTS INC
COMMON STOCK USD.001
720279108
2102
91070
SH
SOLE
91070
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
5349
101077
SH
SOLE
101077
0
0
PLANTRONICS INC
COMMON STOCK USD.01
727493108
1365
29392
SH
SOLE
29392
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
1560
36046
SH
SOLE
36046
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
30242
389815
SH
SOLE
389815
0
0
POSCO ADR
ADR
693483109
70892
908866
SH
SOLE
908866
0
0
POSCO ADR
ADR
693483109
114523
1468248
SH
SOLE
0
0
1468248
POST PROPERTIES INC
REIT USD.01
737464107
3022
66810
SH
SOLE
66810
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
4444
23434
SH
SOLE
23434
0
0
PPL CORPORATION
COMMON STOCK USD.01
69351T106
2192
72864
SH
SOLE
72864
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
1514
11647
SH
SOLE
11647
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
62082
762581
SH
SOLE
762581
0
0
PROSPECT CAPITAL CORP
COMMON STOCK USD.001
74348T102
4778
425859
SH
SOLE
425859
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
4081
64383
SH
SOLE
64383
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
109
1181
SH
SOLE
1181
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
13175
411204
SH
SOLE
411204
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
2147
14264
SH
SOLE
14264
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
7425
364523
SH
SOLE
364523
0
0
PVH CORP
COMMON STOCK USD1.
693656100
599
4407
SH
SOLE
4407
0
0
QIAGEN N.V.
COMMON STOCK EUR.01
N72482107
1361
57144
SH
SOLE
57144
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
628
23050
SH
SOLE
23050
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
6551
88229
SH
SOLE
88229
0
0
QUALITY DISTRIBUTION INC
COMMON STOCK NPV
74756M102
1235
96233
SH
SOLE
96233
0
0
QUALITY SYSTEMS INC
COMMON STOCK USD.01
747582104
478
22695
SH
SOLE
22695
0
0
QUESTCOR PHARMACEUTICALS
COMMON STOCK NPV
74835Y101
4227
77632
SH
SOLE
77632
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
1950
37357
SH
SOLE
37357
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
16551
182486
SH
SOLE
182486
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
873
11846
SH
SOLE
11846
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
11453
151019
SH
SOLE
151019
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.
G7496G103
2236
22969
SH
SOLE
22969
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
614
45032
SH
SOLE
45032
0
0
RESMED INC
COMMON STOCK USD.004
761152107
2913
61866
SH
SOLE
61866
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
2357
160123
SH
SOLE
160123
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
2633
520387
SH
SOLE
520387
0
0
RLJ LODGING TRUST
REIT
74965L101
3447
141737
SH
SOLE
141737
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
5239
49886
SH
SOLE
49886
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1683
14246
SH
SOLE
14246
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
864
11694
SH
SOLE
11694
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
2198
45745
SH
SOLE
45745
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
1308
77401
SH
SOLE
77401
0
0
RYLAND GROUP INC/THE
COMMON STOCK USD1.
783764103
1835
42271
SH
SOLE
42271
0
0
SAGENT PHARMACEUTICALS INC
COMMON STOCK USD.01
786692103
1975
77819
SH
SOLE
77819
0
0
SANDISK CORP
COMMON STOCK USD.001
80004C101
1078
15283
SH
SOLE
15283
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
2075
23094
SH
SOLE
23094
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
60910
675953
SH
SOLE
675953
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
1431
25472
SH
SOLE
25472
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
3018
88643
SH
SOLE
88643
0
0
SELECT COMFORT CORPORATION
COMMON STOCK USD.01
81616X103
1380
65457
SH
SOLE
65457
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
2660
99474
SH
SOLE
99474
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
1738
19359
SH
SOLE
19359
0
0
SHINHAN FINANCIAL GROUP ADR
ADR
824596100
1889
41333
SH
SOLE
41333
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
755
26020
SH
SOLE
26020
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
770
20728
SH
SOLE
20728
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
3845
25268
SH
SOLE
25268
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
1701
47604
SH
SOLE
47604
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
5505
192756
SH
SOLE
192756
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
1640
17750
SH
SOLE
17750
0
0
SMITH + WESSON HOLDING CORP
COMMON STOCK USD.001
831756101
1147
84997
SH
SOLE
84997
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
3077
28096
SH
SOLE
28096
0
0
SOHU.COM INC
COMMON STOCK USD.001
83408W103
483
6623
SH
SOLE
6623
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
2178
52982
SH
SOLE
52982
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
5951
315854
SH
SOLE
315854
0
0
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
13395
72535
SH
SOLE
72535
0
0
SPIRIT AIRLINES INC
COMMON STOCK USD.0001
848577102
1446
31852
SH
SOLE
31852
0
0
SPX CORP
COMMON STOCK USD10.
784635104
991
9947
SH
SOLE
9947
0
0
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
1414
31957
SH
SOLE
31957
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
6874
110963
SH
SOLE
110963
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
2879
181154
SH
SOLE
181154
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
1597
20378
SH
SOLE
20378
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
2385
86116
SH
SOLE
86116
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
5481
187454
SH
SOLE
187454
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
5152
263641
SH
SOLE
263641
0
0
STERIS CORP
COMMON STOCK NPV
859152100
2029
42225
SH
SOLE
42225
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
1410
43681
SH
SOLE
43681
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
2162
62496
SH
SOLE
62496
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
2373
31585
SH
SOLE
31585
0
0
STURM RUGER + CO INC
COMMON STOCK USD1.
864159108
1292
17672
SH
SOLE
17672
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1
100
SH
SOLE
100
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
1586
123548
SH
SOLE
123548
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1476
62591
SH
SOLE
62591
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
2304
34187
SH
SOLE
34187
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
5817
143376
SH
SOLE
143376
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
28275
446887
SH
SOLE
446887
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
1516
27510
SH
SOLE
27510
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
1381
26763
SH
SOLE
26763
0
0
TECHNOLOGY SELECT SECTOR SPDR
TECHNOLOGY SELECT SECT SPDR
81369Y803
6847
191570
SH
SOLE
191570
0
0
TECK RESOURCES LTD CLS B
COMMON STOCK NPV
878742204
15451
594032
SH
SOLE
594032
0
0
TELENAV INC
COMMON STOCK USD.001
879455103
700
106185
SH
SOLE
106185
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
3040
172557
SH
SOLE
172557
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
98874
3158914
SH
SOLE
3158914
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
170867
5459023
SH
SOLE
0
0
5459023
TESORO CORP
COMMON STOCK USD.167
881609101
4793
81928
SH
SOLE
81928
0
0
TESSCO TECHNOLOGIES INC
COMMON STOCK USD.01
872386107
1171
29040
SH
SOLE
29040
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
2255
80598
SH
SOLE
80598
0
0
TETRAPHASE PHARMACEUTICALS I
COMMON STOCK USD.001
88165N105
269
19915
SH
SOLE
19915
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
15259
415087
SH
SOLE
415087
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
4188
226012
SH
SOLE
226012
0
0
THOMPSON CREEK METALS CO
PREFERRED STOCK 05/15 6.5
884768300
398
30550
SH
SOLE
30550
0
0
THOMPSON CREEK METALS CO
PREFERRED STOCK 05/15 6.5
884768300
126
9700
SH
SOLE
0
0
9700
TIBCO SOFTWARE INC
COMMON STOCK USD.001
88632Q103
1725
76743
SH
SOLE
76743
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
16064
118556
SH
SOLE
118556
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
2131
30566
SH
SOLE
30566
0
0
TIVO INC
COMMON STOCK USD.001
888706108
2776
211597
SH
SOLE
211597
0
0
TOWER GROUP INTL LTD
SR UNSECURED 09/14 5.
891777AC8
1101
1300000
SH
SOLE
1300000
0
0
TOWER GROUP INTL LTD
SR UNSECURED 09/14 5.
891777AC8
593
700000
SH
SOLE
0
0
700000
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
1469
18929
SH
SOLE
18929
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
522
3244
SH
SOLE
3244
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
4612
50944
SH
SOLE
50944
0
0
TREE.COM INC
COMMON STOCK USD.01
894675107
949
28888
SH
SOLE
28888
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD1.
896522109
5078
93135
SH
SOLE
93135
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
4860
63885
SH
SOLE
63885
0
0
TUTOR PERINI CORP
COMMON STOCK USD1.
901109108
1063
40400
SH
SOLE
40400
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
8748
261442
SH
SOLE
261442
0
0
UGI CORP
COMMON STOCK NPV
902681105
7900
190553
SH
SOLE
190553
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
513
51098
SH
SOLE
51098
0
0
ULTRA PETROLEUM CORP
COMMON STOCK NPV
903914109
15447
713507
SH
SOLE
713507
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
5207
272060
SH
SOLE
272060
0
0
UNILEVER PLC SPONSORED ADR
ADR
904767704
1768
42917
SH
SOLE
42917
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
3595
21397
SH
SOLE
21397
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
706
21018
SH
SOLE
21018
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
3557
68913
SH
SOLE
68913
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
1505
52510
SH
SOLE
52510
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
1397
30453
SH
SOLE
30453
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
11510
101784
SH
SOLE
101784
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
2372
31503
SH
SOLE
31503
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
8087
99518
SH
SOLE
99518
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
4075
116153
SH
SOLE
116153
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
465
12524
SH
SOLE
12524
0
0
URS CORP
COMMON STOCK USD.01
903236107
8532
161020
SH
SOLE
161020
0
0
US BANCORP
COMMON STOCK USD.01
902973304
33771
835918
SH
SOLE
835918
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
7506
331668
SH
SOLE
331668
0
0
USEC INC
SR UNSECURED 10/14 3.
90333EAC2
4546
13671000
SH
SOLE
13671000
0
0
USEC INC
SR UNSECURED 10/14 3.
90333EAC2
1596
4800000
SH
SOLE
0
0
4800000
VALE SA SP PREF ADR
ADR NPV
91912E204
1162
82951
SH
SOLE
82951
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
6015
119337
SH
SOLE
119337
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
5518
136969
SH
SOLE
136969
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
5230
35075
SH
SOLE
35075
0
0
VALSPAR CORP
COMMON STOCK USD.5
920355104
1220
17119
SH
SOLE
17119
0
0
VANGUARD FTSE EMERGING MARKETS
VANGUARD FTSE EMERGING MARKE
922042858
782
19000
SH
SOLE
19000
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
3239
75430
SH
SOLE
75430
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
13082
218840
SH
SOLE
218840
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
6058
123285
SH
SOLE
123285
0
0
VF CORP
COMMON STOCK NPV
918204108
661
10604
SH
SOLE
10604
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
23978
274535
SH
SOLE
274535
0
0
VODAFONE GROUP PLC SP ADR
ADR
92857W209
2345
59650
SH
SOLE
59650
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
1288
77107
SH
SOLE
77107
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
2168
175535
SH
SOLE
175535
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
726
7771
SH
SOLE
7771
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
6208
83591
SH
SOLE
83591
0
0
WADDELL + REED FINANCIAL A
COMMON STOCK USD.01
930059100
5106
78415
SH
SOLE
78415
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
8018
101888
SH
SOLE
101888
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
2224
38718
SH
SOLE
38718
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
2074
128256
SH
SOLE
128256
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
33077
432945
SH
SOLE
432945
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
2492
106991
SH
SOLE
106991
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
8877
284711
SH
SOLE
284711
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
10538
114059
SH
SOLE
114059
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
12489
275098
SH
SOLE
275098
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
22667
270165
SH
SOLE
270165
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
1707
40239
SH
SOLE
40239
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
949
55020
SH
SOLE
55020
0
0
WESTMORELAND COAL CO
COMMON STOCK USD2.5
960878106
775
40197
SH
SOLE
40197
0
0
WGL HOLDINGS INC
COMMON STOCK NPV
92924F106
2265
56543
SH
SOLE
56543
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
4043
73247
SH
SOLE
73247
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
1559
33807
SH
SOLE
33807
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK USD.01
97717P104
1317
74375
SH
SOLE
74375
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
3393
78604
SH
SOLE
78604
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK NPV
981811102
1656
39351
SH
SOLE
39351
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
13394
181762
SH
SOLE
181762
0
0
XEROX CORP
COMMON STOCK USD1.
984121103
4588
376987
SH
SOLE
376987
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
1882
59095
SH
SOLE
59095
0
0
ZALE CORP
COMMON STOCK USD.01
988858106
1113
70582
SH
SOLE
70582
0
0
ZILLOW INC CLASS A
COMMON STOCK USD.0001
98954A107
399
4888
SH
SOLE
4888
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
246
2640
SH
SOLE
2640
0
0