0001140361-14-031657.txt : 20140812 0001140361-14-031657.hdr.sgml : 20140812 20140811110952 ACCESSION NUMBER: 0001140361-14-031657 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140811 DATE AS OF CHANGE: 20140811 EFFECTIVENESS DATE: 20140811 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: 141029414 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 06-30-2014 06-30-2014 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 08-06-2014 0 657 6105806 false
INFORMATION TABLE 2 form13fInfoTable.xml AFLAC INC COMMON STOCK USD.1 001055102 13842 222355 SH SOLE 222355 0 0 AGCO CORP COMMON STOCK USD.01 001084102 7755 137941 SH SOLE 137941 0 0 AGL RESOURCES INC COMMON STOCK USD5. 001204106 9014 163800 SH SOLE 163800 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 2292 56038 SH SOLE 56038 0 0 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 1309 40199 SH SOLE 40199 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 9279 45177 SH SOLE 45177 0 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 1082 20000 SH SOLE 20000 0 0 ALASKA AIR GROUP INC COMMON STOCK USD1. 011659109 12100 127299 SH SOLE 127299 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 4796 67075 SH SOLE 67075 0 0 ALCOA INC COMMON STOCK USD1. 013817101 2145 144070 SH SOLE 144070 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 5763 74228 SH SOLE 74228 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 4509 28859 SH SOLE 28859 0 0 ALLEGHANY CORP COMMON STOCK USD1. 017175100 7778 17753 SH SOLE 17753 0 0 ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 222 12280 SH SOLE 12280 0 0 ALLIANT TECHSYSTEMS INC COMMON STOCK USD.01 018804104 2903 21678 SH SOLE 21678 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 2034 34642 SH SOLE 34642 0 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 661 53155 SH SOLE 53155 0 0 AMERCO COMMON STOCK USD.25 023586100 4788 16468 SH SOLE 16468 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 5895 154158 SH SOLE 154158 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 2053 36808 SH SOLE 36808 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 2320 24453 SH SOLE 24453 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 28452 521292 SH SOLE 521292 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 2533 21396 SH SOLE 21396 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 6446 58882 SH SOLE 58882 0 0 ANALOGIC CORP COMMON STOCK USD.05 032657207 595 7605 SH SOLE 7605 0 0 ANDERSONS INC/THE COMMON STOCK NPV 034164103 1943 37678 SH SOLE 37678 0 0 ANGLOGOLD ASHANTI SPON ADR ADR NPV 035128206 34886 2027034 SH SOLE 2027034 0 0 ANGLOGOLD ASHANTI SPON ADR ADR NPV 035128206 66157 3844126 SH SOLE 0 0 3844126 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 2321 50105 SH SOLE 50105 0 0 ANN INC COMMON STOCK USD.0068 035623107 1159 28163 SH SOLE 28163 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 14391 1259063 SH SOLE 1259063 0 0 APACHE CORP COMMON STOCK USD.625 037411105 6151 61133 SH SOLE 61133 0 0 APOLLO EDUCATION GROUP INC COMMON STOCK NPV 037604105 5785 185127 SH SOLE 185127 0 0 APPLE INC COMMON STOCK USD.00001 037833100 106812 1149386 SH SOLE 1149386 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 992 44002 SH SOLE 44002 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 4629 104945 SH SOLE 104945 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 7912 130975 SH SOLE 130975 0 0 ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 1909 36380 SH SOLE 36380 0 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 9615 161081 SH SOLE 161081 0 0 AVNET INC COMMON STOCK USD1. 053807103 11376 256729 SH SOLE 256729 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 9678 662437 SH SOLE 662437 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 27581 370462 SH SOLE 370462 0 0 BALL CORP COMMON STOCK NPV 058498106 20872 332992 SH SOLE 332992 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 26626 1732313 SH SOLE 1732313 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 266 7106 SH SOLE 7106 0 0 CR BARD INC COMMON STOCK USD.25 067383109 4663 32604 SH SOLE 32604 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 206 2855 SH SOLE 2855 0 0 BBCN BANCORP INC COMMON STOCK USD.001 073295107 1449 90817 SH SOLE 90817 0 0 B/E AEROSPACE INC COMMON STOCK USD.01 073302101 1850 20000 SH SOLE 20000 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 18506 156437 SH SOLE 156437 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 23865 415910 SH SOLE 415910 0 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 1178 45890 SH SOLE 45890 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 4677 100990 SH SOLE 100990 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 4513 35661 SH SOLE 35661 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 830 26769 SH SOLE 26769 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 1426 11208 SH SOLE 11208 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 4033 315800 SH SOLE 315800 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 5249 141395 SH SOLE 141395 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 14909 239923 SH SOLE 239923 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 9702 40338 SH SOLE 40338 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 20169 219302 SH SOLE 219302 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 6181 135070 SH SOLE 135070 0 0 CNOOC LTD ADR ADR 126132109 582 3246 SH SOLE 3246 0 0 CVS CAREMARK CORP COMMON STOCK USD.01 126650100 12563 166688 SH SOLE 166688 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 9133 522166 SH SOLE 522166 0 0 CALAMP CORP COMMON STOCK USD.01 128126109 1002 46260 SH SOLE 46260 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 4544 190863 SH SOLE 190863 0 0 CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 2722 39296 SH SOLE 39296 0 0 CARRIZO OIL + GAS INC COMPANY GUAR 06/28 4.375 144577AA1 1950 2000000 SH SOLE 0 0 2000000 CATERPILLAR INC COMMON STOCK USD1. 149123101 10537 96961 SH SOLE 96961 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 1252 48964 SH SOLE 48964 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 46310 539240 SH SOLE 539240 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK USD1. 163731102 1175 41850 SH SOLE 41850 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 755 24279 SH SOLE 24279 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 4382 144956 SH SOLE 144956 0 0 CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 56026 429155 SH SOLE 429155 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 4414 47887 SH SOLE 47887 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 2606 18168 SH SOLE 18168 0 0 CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 1800 79142 SH SOLE 79142 0 0 CINTAS CORP COMMON STOCK NPV 172908105 3237 50944 SH SOLE 50944 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 40839 867063 SH SOLE 867063 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1051 16800 SH SOLE 16800 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 20911 228788 SH SOLE 228788 0 0 CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 239 5773 SH SOLE 5773 0 0 COACH INC COMMON STOCK USD.01 189754104 10830 316747 SH SOLE 316747 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 49952 1179219 SH SOLE 1179219 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 19341 283670 SH SOLE 283670 0 0 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 1724 63746 SH SOLE 63746 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 1159 73360 SH SOLE 73360 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 5127 113010 SH SOLE 113010 0 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 1468 29854 SH SOLE 29854 0 0 CIA DE MINAS BUENAVENTUR ADR ADR 204448104 41529 3516359 SH SOLE 3516359 0 0 CIA DE MINAS BUENAVENTUR ADR ADR 204448104 71804 6079971 SH SOLE 0 0 6079971 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 2511 39736 SH SOLE 39736 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 4197 141423 SH SOLE 141423 0 0 CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 748 22080 SH SOLE 22080 0 0 CONN S INC COMMON STOCK USD.01 208242107 644 13040 SH SOLE 13040 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 4889 36072 SH SOLE 36072 0 0 CORNING INC COMMON STOCK USD.5 219350105 4473 203776 SH SOLE 203776 0 0 CRANE CO COMMON STOCK USD1. 224399105 6293 84631 SH SOLE 84631 0 0 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 332 2700 SH SOLE 2700 0 0 CROWN CASTLE INTL CORP REIT USD.01 228227104 984 13245 SH SOLE 13245 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 730 14668 SH SOLE 14668 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 1038 6725 SH SOLE 6725 0 0 CYNOSURE INC A COMMON STOCK USD.001 232577205 257 12113 SH SOLE 12113 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 1111 14264 SH SOLE 14264 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 6009 246058 SH SOLE 246058 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 378 4800 SH SOLE 4800 0 0 DEERE + CO COMMON STOCK USD1. 244199105 3313 36591 SH SOLE 36591 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 1695 60034 SH SOLE 60034 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 20404 526969 SH SOLE 526969 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 3121 53273 SH SOLE 53273 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 414 8900 SH SOLE 8900 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 9038 77510 SH SOLE 77510 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 37807 440954 SH SOLE 440954 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 5111 82467 SH SOLE 82467 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 5333 124448 SH SOLE 124448 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 7072 137434 SH SOLE 137434 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 652726 9974422 SH SOLE 9974422 0 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 577 22074 SH SOLE 22074 0 0 EMC CORP/MA COMMON STOCK USD.01 268648102 5116 194215 SH SOLE 194215 0 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 756 24570 SH SOLE 24570 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1822 85724 SH SOLE 85724 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 5229 59866 SH SOLE 59866 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 7 736 SH SOLE 736 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 14 1473 SH SOLE 0 0 1473 EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 7 736 SH SOLE 736 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 13 1473 SH SOLE 0 0 1473 EASTMAN KODAK CO COMMON STOCK USD.01 277461406 53 2172 SH SOLE 2172 0 0 EASTMAN KODAK CO COMMON STOCK USD.01 277461406 104 4239 SH SOLE 0 0 4239 EBAY INC COMMON STOCK USD.001 278642103 1459 29140 SH SOLE 29140 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 2486 42775 SH SOLE 42775 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 706 15610 SH SOLE 15610 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 3786 57057 SH SOLE 57057 0 0 ENERNOC INC COMMON STOCK USD.001 292764107 619 32670 SH SOLE 32670 0 0 EPLUS INC COMMON STOCK USD.01 294268107 1164 20000 SH SOLE 20000 0 0 ERICSSON (LM) TEL SP ADR ADR 294821608 948 78484 SH SOLE 78484 0 0 EZCORP INC CL A COMMON STOCK USD.01 302301106 1194 103386 SH SOLE 103386 0 0 F5 NETWORKS INC COMMON STOCK NPV 315616102 3042 27300 SH SOLE 27300 0 0 FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 566 43575 SH SOLE 43575 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 5382 272511 SH SOLE 272511 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 802 23087 SH SOLE 23087 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 9466 186624 SH SOLE 186624 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 5650 327752 SH SOLE 327752 0 0 FORWARD AIR CORPORATION COMMON STOCK USD.01 349853101 887 18527 SH SOLE 18527 0 0 GATX CORP COMMON STOCK USD.625 361448103 4405 65800 SH SOLE 65800 0 0 GANNETT CO COMMON STOCK USD1. 364730101 11721 374361 SH SOLE 374361 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 4179 100521 SH SOLE 100521 0 0 GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 2948 60476 SH SOLE 60476 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 16033 137561 SH SOLE 137561 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 23392 890103 SH SOLE 890103 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 19588 236261 SH SOLE 236261 0 0 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 3890 67538 SH SOLE 67538 0 0 HSN INC COMMON STOCK USD.01 404303109 7210 121700 SH SOLE 121700 0 0 HALLIBURTON CO COMMON STOCK USD2.5 406216101 4221 59439 SH SOLE 59439 0 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 2155 21892 SH SOLE 21892 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 3013 43134 SH SOLE 43134 0 0 HARMAN INTERNATIONAL COMMON STOCK USD.01 413086109 1686 15691 SH SOLE 15691 0 0 HARRIS CORP COMMON STOCK USD1. 413875105 1080 14264 SH SOLE 14264 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 1388 55219 SH SOLE 55219 0 0 HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 625 45553 SH SOLE 45553 0 0 HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 1886 52584 SH SOLE 52584 0 0 HEARTLAND EXPRESS INC COMMON STOCK USD.01 422347104 881 41281 SH SOLE 41281 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 4337 37353 SH SOLE 37353 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 30868 916522 SH SOLE 916522 0 0 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 2641 63634 SH SOLE 63634 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 3848 88075 SH SOLE 88075 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 6022 74378 SH SOLE 74378 0 0 HUMANA INC COMMON STOCK USD.166 444859102 2342 18340 SH SOLE 18340 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 4645 49103 SH SOLE 49103 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 5161 183652 SH SOLE 183652 0 0 HURCO COMPANIES INC COMMON STOCK NPV 447324104 159 5630 SH SOLE 5630 0 0 HYSTER YALE MATERIALS COMMON STOCK USD.01 449172105 4227 47746 SH SOLE 47746 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 5397 125677 SH SOLE 125677 0 0 IDACORP INC COMMON STOCK NPV 451107106 1000 17284 SH SOLE 17284 0 0 INGREDION INC COMMON STOCK USD.01 457187102 5477 72985 SH SOLE 72985 0 0 INTEL CORP COMMON STOCK USD.001 458140100 10547 341326 SH SOLE 341326 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 3878 21396 SH SOLE 21396 0 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 13082 125446 SH SOLE 125446 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 17634 349389 SH SOLE 349389 0 0 ISHARES MSCI BRAZIL CAPPED ETF ISHARES MSCI BRAZIL CAPPED E 464286400 665 13915 SH SOLE 13915 0 0 ISHARES MSCI CHILE CAPPED ETF ISHARES MSCI CHILE CAPPED ET 464286640 361 7957 SH SOLE 7957 0 0 ISHARES MSCI TAIWAN ETF ISHARES MSCI TAIWAN ETF 464286731 16783 1062185 SH SOLE 1062185 0 0 ISHARES MSCI SOUTH KOREA CAPPE ISHARES MSCI SOUTH KOREA CAP 464286772 8559 131641 SH SOLE 131641 0 0 ISHARES MSCI MALAYSIA ETF ISHARES MSCI MALAYSIA ETF 464286830 1053 66331 SH SOLE 66331 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 135881 3143211 SH SOLE 3143211 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 235579 5449437 SH SOLE 0 0 5449437 ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 322929 4723258 SH SOLE 4723258 0 0 ISHARES RUSSELL 2000 ETF ISHARES RUSSELL 2000 ETF 464287655 5338 44925 SH SOLE 44925 0 0 ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 973 28237 SH SOLE 28237 0 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 15661 749338 SH SOLE 749338 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 28086 268454 SH SOLE 268454 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 934 18706 SH SOLE 18706 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 21576 350379 SH SOLE 350379 0 0 KLA TENCOR CORPORATION COMMON STOCK USD.001 482480100 4019 55329 SH SOLE 55329 0 0 KENNAMETAL INC COMMON STOCK USD1.25 489170100 21362 461592 SH SOLE 461592 0 0 KEYCORP COMMON STOCK USD1. 493267108 2800 195428 SH SOLE 195428 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 2077 18679 SH SOLE 18679 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 3972 75397 SH SOLE 75397 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 2010 68430 SH SOLE 68430 0 0 KROGER CO COMMON STOCK USD1. 501044101 10473 211883 SH SOLE 211883 0 0 LTC PROPERTIES INC REIT USD.01 502175102 2627 67282 SH SOLE 67282 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 2030 16812 SH SOLE 16812 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 10460 154775 SH SOLE 154775 0 0 LANNETT CO INC COMMON STOCK USD.001 516012101 1380 27810 SH SOLE 27810 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 3506 45999 SH SOLE 45999 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 2884 81710 SH SOLE 81710 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 1859 225290 SH SOLE 225290 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 34087 459019 SH SOLE 459019 0 0 LEAR CORP COMMON STOCK USD.01 521865204 2370 26531 SH SOLE 26531 0 0 LENNAR CORP A COMMON STOCK USD.1 526057104 1683 40100 SH SOLE 40100 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 5898 224936 SH SOLE 224936 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2534 40755 SH SOLE 40755 0 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 4001 57250 SH SOLE 57250 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1048 20378 SH SOLE 20378 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK USD.001 535678106 424 9015 SH SOLE 9015 0 0 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 5339 56753 SH SOLE 56753 0 0 LOUISIANA PACIFIC CORP COMMON STOCK USD1. 546347105 1043 69434 SH SOLE 69434 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 4205 87624 SH SOLE 87624 0 0 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 1540 44724 SH SOLE 44724 0 0 MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 1240 76380 SH SOLE 76380 0 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 482 14657 SH SOLE 14657 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 3010 75397 SH SOLE 75397 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 485 9364 SH SOLE 9364 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 48222 478680 SH SOLE 478680 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 2045 21944 SH SOLE 21944 0 0 MEDASSETS INC COMMON STOCK USD.01 584045108 1231 53900 SH SOLE 53900 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 26325 412879 SH SOLE 412879 0 0 MELCO CROWN ENTERTAINME ADR ADR USD.01 585464100 574 16080 SH SOLE 16080 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 7614 352992 SH SOLE 352992 0 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 1026 26842 SH SOLE 26842 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 3861 15250 SH SOLE 15250 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 47664 1143011 SH SOLE 1143011 0 0 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 444 9100 SH SOLE 9100 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 4561 138437 SH SOLE 138437 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 641 42364 SH SOLE 42364 0 0 MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 7626 202757 SH SOLE 202757 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 4412 136482 SH SOLE 136482 0 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 827 19849 SH SOLE 19849 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 6754 101594 SH SOLE 101594 0 0 MYLAN INC COMMON STOCK USD.5 628530107 2541 49290 SH SOLE 49290 0 0 NN INC COMMON STOCK USD.01 629337106 1724 67409 SH SOLE 67409 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 17844 479679 SH SOLE 479679 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 2303 59638 SH SOLE 59638 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 33739 409697 SH SOLE 409697 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 2519 47398 SH SOLE 47398 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 4466 78130 SH SOLE 78130 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 19437 627205 SH SOLE 627205 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 1468 117816 SH SOLE 117816 0 0 NOKIA CORP SPON ADR ADR 654902204 1005 132991 SH SOLE 132991 0 0 NORDSTROM INC COMMON STOCK NPV 655664100 3184 46868 SH SOLE 46868 0 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 2071 43812 SH SOLE 43812 0 0 NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 2214 135934 SH SOLE 135934 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1. 666807102 8480 70885 SH SOLE 70885 0 0 OI SA ADR ADR 670851104 40 41482 SH SOLE 41482 0 0 OI SA ADR ADR 670851203 348 405349 SH SOLE 405349 0 0 OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 2686 48054 SH SOLE 48054 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 34898 340036 SH SOLE 340036 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 4281 54794 SH SOLE 54794 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 2188 32867 SH SOLE 32867 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 1595 22400 SH SOLE 22400 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 2972 80630 SH SOLE 80630 0 0 OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001 682128103 2159 98244 SH SOLE 98244 0 0 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 1647 57115 SH SOLE 57115 0 0 OSHKOSH CORP COMMON STOCK USD.01 688239201 5128 92354 SH SOLE 92354 0 0 OUTERWALL INC W/I COMMON STOCK USD.001 690070107 1771 29839 SH SOLE 29839 0 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 4747 137049 SH SOLE 137049 0 0 PICO HOLDINGS INC COMMON STOCK USD.001 693366205 1022 43022 SH SOLE 43022 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 28031 314777 SH SOLE 314777 0 0 POSCO ADR ADR 693483109 62044 833474 SH SOLE 833474 0 0 POSCO ADR ADR 693483109 94375 1267803 SH SOLE 0 0 1267803 PVH CORP COMMON STOCK USD1. 693656100 514 4407 SH SOLE 4407 0 0 PACCAR INC COMMON STOCK USD1. 693718108 511 8136 SH SOLE 8136 0 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 4175 58400 SH SOLE 58400 0 0 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 1430 27058 SH SOLE 27058 0 0 PENNANTPARK INVESTMENT CORP COMMON STOCK USD.001 708062104 962 83930 SH SOLE 83930 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 4733 52982 SH SOLE 52982 0 0 PETSMART INC COMMON STOCK USD.0001 716768106 3636 60800 SH SOLE 60800 0 0 PFIZER INC COMMON STOCK USD.05 717081103 50366 1696960 SH SOLE 1696960 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 25598 303623 SH SOLE 303623 0 0 PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 1403 91070 SH SOLE 91070 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 2628 45438 SH SOLE 45438 0 0 PLANTRONICS INC COMMON STOCK USD.01 727493108 1131 23542 SH SOLE 23542 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 2062 15831 SH SOLE 15831 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1631 47054 SH SOLE 47054 0 0 PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 481 400 SH SOLE 400 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 67939 864472 SH SOLE 864472 0 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 3835 131970 SH SOLE 131970 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 3827 61141 SH SOLE 61141 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 105 1181 SH SOLE 1181 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 13842 339340 SH SOLE 339340 0 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 7000 347219 SH SOLE 347219 0 0 QLOGIC CORP COMMON STOCK USD.001 747277101 423 41900 SH SOLE 41900 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 10813 136530 SH SOLE 136530 0 0 QUALITY SYSTEMS INC COMMON STOCK USD.01 747582104 364 22695 SH SOLE 22695 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 1668 112600 SH SOLE 112600 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 2350 25472 SH SOLE 25472 0 0 REALTY INCOME CORP REIT USD1. 756109104 560 12600 SH SOLE 12600 0 0 REGAL BELOIT CORP COMMON STOCK USD.01 758750103 931 11846 SH SOLE 11846 0 0 REGAL ENTERTAINMENT GROUP A COMMON STOCK USD.001 758766109 3013 142800 SH SOLE 142800 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 22918 310915 SH SOLE 310915 0 0 REPLIGEN CORP COMMON STOCK USD.01 759916109 1026 45032 SH SOLE 45032 0 0 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK USD.001 760276105 65 6010 SH SOLE 6010 0 0 RESMED INC COMMON STOCK USD.004 761152107 83 1630 SH SOLE 1630 0 0 RITE AID CORP COMMON STOCK USD1. 767754104 3868 539445 SH SOLE 539445 0 0 ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 5692 119230 SH SOLE 119230 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 5771 54657 SH SOLE 54657 0 0 ROCKET FUEL INC COMMON STOCK USD.001 773111109 255 8200 SH SOLE 8200 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 2632 21032 SH SOLE 21032 0 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 914 11694 SH SOLE 11694 0 0 ROPER INDUSTRIES INC COMMON STOCK USD.01 776696106 666 4559 SH SOLE 4559 0 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 3123 56941 SH SOLE 56941 0 0 RYDER SYSTEM INC COMMON STOCK USD.5 783549108 3052 34642 SH SOLE 34642 0 0 RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1667 42271 SH SOLE 42271 0 0 SPX CORP COMMON STOCK USD10. 784635104 1076 9947 SH SOLE 9947 0 0 SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 6424 52082 SH SOLE 52082 0 0 SANDERSON FARMS INC COMMON STOCK USD1. 800013104 11608 119424 SH SOLE 119424 0 0 SANMINA CORP COMMON STOCK USD.01 801056102 1378 60500 SH SOLE 60500 0 0 SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001 803607100 359 12035 SH SOLE 12035 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 140 1178 SH SOLE 1178 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 49435 419119 SH SOLE 419119 0 0 SCHULMAN (A.) INC COMMON STOCK USD1. 808194104 780 20159 SH SOLE 20159 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 649 8000 SH SOLE 8000 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 1814 17321 SH SOLE 17321 0 0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 744 16220 SH SOLE 16220 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 1193 30298 SH SOLE 30298 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 4202 25268 SH SOLE 25268 0 0 SNAP ON INC COMMON STOCK USD1. 833034101 5072 42792 SH SOLE 42792 0 0 SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1886 41570 SH SOLE 41570 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 8484 315854 SH SOLE 315854 0 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 880 26100 SH SOLE 26100 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 1215 112077 SH SOLE 112077 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 421 5440 SH SOLE 5440 0 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 4494 250367 SH SOLE 250367 0 0 STERIS CORP COMMON STOCK NPV 859152100 1888 35295 SH SOLE 35295 0 0 STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 1531 49374 SH SOLE 49374 0 0 STONE ENERGY CORP COMMON STOCK USD.01 861642106 1334 28502 SH SOLE 28502 0 0 STURM RUGER + CO INC COMMON STOCK USD1. 864159108 452 7652 SH SOLE 7652 0 0 SUNPOWER CORP COMMON STOCK USD.001 867652406 348 8500 SH SOLE 8500 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 2679 66876 SH SOLE 66876 0 0 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 350 31999 SH SOLE 31999 0 0 SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2. 869099101 1305 123548 SH SOLE 123548 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 1113 48592 SH SOLE 48592 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 5286 136157 SH SOLE 136157 0 0 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 38412 1795778 SH SOLE 1795778 0 0 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 75540 3531567 SH SOLE 0 0 3531567 TECK RESOURCES LTD CLS B COMMON STOCK NPV 878742204 16047 702884 SH SOLE 702884 0 0 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 95890 3433222 SH SOLE 3433222 0 0 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 161701 5789518 SH SOLE 0 0 5789518 TESARO INC COMMON STOCK USD.0001 881569107 401 12880 SH SOLE 12880 0 0 TESORO CORP COMMON STOCK USD.167 881609101 6806 116005 SH SOLE 116005 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 23579 615806 SH SOLE 615806 0 0 THOMPSON CREEK METALS CO W/I COMMON STOCK NPV 884768102 754 254682 SH SOLE 254682 0 0 TIMKEN CO COMMON STOCK NPV 887389104 3755 55354 SH SOLE 55354 0 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 543 3244 SH SOLE 3244 0 0 TREE.COM INC COMMON STOCK USD.01 894675107 842 28888 SH SOLE 28888 0 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 562 15210 SH SOLE 15210 0 0 TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 6926 158412 SH SOLE 158412 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 430 6155 SH SOLE 6155 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 3014 80288 SH SOLE 80288 0 0 UGI CORP COMMON STOCK NPV 902681105 7248 143515 SH SOLE 143515 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 817 21100 SH SOLE 21100 0 0 US BANCORP COMMON STOCK USD.01 902973304 34039 785747 SH SOLE 785747 0 0 URS CORP COMMON STOCK USD.01 903236107 726 15845 SH SOLE 15845 0 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 20960 705974 SH SOLE 705974 0 0 UNIFI INC COMMON STOCK USD.1 904677200 661 24020 SH SOLE 24020 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 1860 41047 SH SOLE 41047 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 8670 86916 SH SOLE 86916 0 0 UNIT CORP COMMON STOCK USD.2 909218109 4339 63033 SH SOLE 63033 0 0 UNITED FIRE GROUP INC COMMON STOCK USD.001 910340108 1540 52510 SH SOLE 52510 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 963 9380 SH SOLE 9380 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 3113 29721 SH SOLE 29721 0 0 UNITED STATES STEEL CORP COMMON STOCK USD1. 912909108 357 13700 SH SOLE 13700 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 764 18433 SH SOLE 18433 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 697 6041 SH SOLE 6041 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 7281 76032 SH SOLE 76032 0 0 VALMONT INDUSTRIES COMMON STOCK USD1. 920253101 2833 18645 SH SOLE 18645 0 0 VALSPAR CORP COMMON STOCK USD.5 920355104 1111 14583 SH SOLE 14583 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 4349 280790 SH SOLE 280790 0 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 2501 175535 SH SOLE 175535 0 0 WABTEC CORP COMMON STOCK USD.01 929740108 5976 72353 SH SOLE 72353 0 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 7264 116063 SH SOLE 116063 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 6501 86605 SH SOLE 86605 0 0 WALGREEN CO COMMON STOCK USD.078125 931422109 2492 33623 SH SOLE 33623 0 0 WASHINGTON FEDERAL INC COMMON STOCK USD1. 938824109 101 4484 SH SOLE 4484 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 7470 236846 SH SOLE 236846 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 14459 275098 SH SOLE 275098 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 16717 181115 SH SOLE 181115 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 2673 71189 SH SOLE 71189 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 2780 19970 SH SOLE 19970 0 0 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 2261 29760 SH SOLE 29760 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 11173 259591 SH SOLE 259591 0 0 XEROX CORP COMMON STOCK USD1.0 984121103 2725 219059 SH SOLE 219059 0 0 PETROCHINA CO LTD ADR ADR 71646E100 1186 9447 SH SOLE 9447 0 0 VITAMIN SHOPPE INC COMMON STOCK USD.01 92849E101 413 9610 SH SOLE 9610 0 0 VERISIGN INC COMMON STOCK USD.001 92343E102 4085 83700 SH SOLE 83700 0 0 HCI GROUP INC COMMON STOCK NPV 40416E103 898 22110 SH SOLE 22110 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1968 27080 SH SOLE 27080 0 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 22746 606874 SH SOLE 606874 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 4536 77435 SH SOLE 77435 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 9295 98808 SH SOLE 98808 0 0 VALE SA SP PREF ADR ADR NPV 91912E204 1134 95296 SH SOLE 95296 0 0 ADT CORP/THE COMMON STOCK USD.01 00101J106 4628 132454 SH SOLE 132454 0 0 AES CORP COMMON STOCK USD.01 00130H105 8280 532459 SH SOLE 532459 0 0 AT+T INC COMMON STOCK USD1. 00206R102 5134 145191 SH SOLE 145191 0 0 ABBVIE INC COMMON STOCK USD.01 00287Y109 1473 26100 SH SOLE 26100 0 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 1458 43264 SH SOLE 43264 0 0 ADVANCED SEMICONDUCTOR E ADR ADR 00756M404 2890 444676 SH SOLE 444676 0 0 AECOM TECHNOLOGY CORP COMMON STOCK USD.01 00766T100 11928 370433 SH SOLE 370433 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 1900 23434 SH SOLE 23434 0 0 ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD.01 02043Q107 910 14399 SH SOLE 14399 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 2470 58900 SH SOLE 58900 0 0 AMERICA MOVIL ADR SERIES L ADR NPV 02364W105 1671 80543 SH SOLE 80543 0 0 AMERICA MOVIL ADR SERIES L ADR NPV 02364W105 46548 2243258 SH SOLE 0 0 2243258 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 30744 715633 SH SOLE 715633 0 0 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 1597 37173 SH SOLE 0 0 37173 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1100 9170 SH SOLE 9170 0 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 2194 133041 SH SOLE 133041 0 0 APPLIED INDUSTRIAL TECH INC COMMON STOCK NPV 03820C105 1261 24865 SH SOLE 24865 0 0 ARCBEST CORP COMMON STOCK USD.01 03937C105 1033 23752 SH SOLE 23752 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04270V106 1041 31996 SH SOLE 31996 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 5308 80983 SH SOLE 80983 0 0 AUXILIUM PHARMACEUTICALS INC COMMON STOCK USD.01 05334D107 321 15989 SH SOLE 15989 0 0 AXIALL CORP COMMON STOCK USD.01 05463D100 1103 23342 SH SOLE 23342 0 0 BPZ RESOURCES INC SR UNSECURED 03/15 6.5 055639AB4 1344 1325000 SH SOLE 1325000 0 0 BPZ RESOURCES INC SR UNSECURED 03/15 6.5 055639AB4 1192 1175000 SH SOLE 0 0 1175000 BALLY TECHNOLOGIES INC COMMON STOCK USD.1 05874B107 10312 156902 SH SOLE 156902 0 0 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 46659 807244 SH SOLE 807244 0 0 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 43163 746765 SH SOLE 0 0 746765 BANKFINANCIAL CORP COMMON STOCK USD.01 06643P104 282 25270 SH SOLE 25270 0 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 2298 78650 SH SOLE 78650 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 2311 7328 SH SOLE 7328 0 0 CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 908 41249 SH SOLE 41249 0 0 CBRE GROUP INC A COMMON STOCK USD.01 12504L109 3983 124309 SH SOLE 124309 0 0 CTC MEDIA INC COMMON STOCK USD.01 12642X106 4286 389279 SH SOLE 389279 0 0 CTC MEDIA INC COMMON STOCK USD.01 12642X106 7538 684627 SH SOLE 0 0 684627 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 28694 347386 SH SOLE 347386 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 4492 65515 SH SOLE 65515 0 0 CAREFUSION CORP COMMON STOCK USD.01 14170T101 2756 62137 SH SOLE 62137 0 0 CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 1383 31130 SH SOLE 31130 0 0 CELESTICA INC COMMON STOCK NPV 15101Q108 514 40916 SH SOLE 40916 0 0 CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 1003 61442 SH SOLE 61442 0 0 CENOVUS ENERGY INC COMMON STOCK NPV 15135U109 25181 777903 SH SOLE 777903 0 0 CEPHEID INC COMMON STOCK NPV 15670R107 958 19976 SH SOLE 19976 0 0 CHINA MOBILE LTD SPON ADR ADR 16941M109 2038 41928 SH SOLE 41928 0 0 CHIQUITA BRANDS INTL SR UNSECURED 08/16 4.25 170032AT3 1218 1210000 SH SOLE 1210000 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 49080 1975054 SH SOLE 1975054 0 0 COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 5385 112712 SH SOLE 112712 0 0 COLONY FINANCIAL INC REIT USD.01 19624R106 780 33592 SH SOLE 33592 0 0 COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 7798 145273 SH SOLE 145273 0 0 CIA PARANAENSE ENER SP ADR P ADR NPV 20441B407 607 39621 SH SOLE 39621 0 0 ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 821 2000000 SH SOLE 2000000 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 6639 77435 SH SOLE 77435 0 0 CONTANGO OIL + GAS COMMON STOCK USD.04 21075N204 1872 44250 SH SOLE 44250 0 0 COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 149 2259 SH SOLE 2259 0 0 CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 2303 70101 SH SOLE 70101 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 1540 15468 SH SOLE 15468 0 0 CYBERONICS INC COMMON STOCK USD.01 23251P102 2284 36567 SH SOLE 36567 0 0 DR HORTON INC COMMON STOCK USD.01 23331A109 7651 311260 SH SOLE 311260 0 0 DAVITA HEALTHCARE PARTNERS I COMMON STOCK USD.001 23918K108 1326 18340 SH SOLE 18340 0 0 DIRECTV COMMON STOCK USD.01 25490A309 4244 49925 SH SOLE 49925 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 3133 43812 SH SOLE 43812 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 2646 35661 SH SOLE 35661 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 3927 145670 SH SOLE 145670 0 0 DYNEGY INC COMMON STOCK USD.01 26817R108 5297 152212 SH SOLE 152212 0 0 EOG RESOURCES INC COMMON STOCK USD.01 26875P101 2000 17118 SH SOLE 17118 0 0 EPR PROPERTIES REIT USD.01 26884U109 3811 68211 SH SOLE 68211 0 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 3496 99900 SH SOLE 99900 0 0 EINSTEIN NOAH RESTAURANT GRO COMMON STOCK USD.001 28257U104 760 47334 SH SOLE 47334 0 0 EMBRAER SA ADR ADR 29082A107 736 20203 SH SOLE 20203 0 0 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 554 24661 SH SOLE 24661 0 0 ENERGIZER HOLDINGS INC COMMON STOCK USD.01 29266R108 7372 60413 SH SOLE 60413 0 0 ENDOCYTE INC COMMON STOCK 29269A102 381 57850 SH SOLE 57850 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 10747 156226 SH SOLE 156226 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 2323 168989 SH SOLE 168989 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 11162 135973 SH SOLE 135973 0 0 EPIZYME INC COMMON STOCK USD.0001 29428V104 381 12236 SH SOLE 12236 0 0 EQUINIX INC COMMON STOCK USD.001 29444U502 2399 11419 SH SOLE 11419 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 449 7132 SH SOLE 7132 0 0 EXELON CORP COMMON STOCK NPV 30161N101 713 19545 SH SOLE 19545 0 0 EXELIS INC COMMON STOCK USD.01 30162A108 2197 129378 SH SOLE 129378 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P303 3435 43608 SH SOLE 43608 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 23737 342372 SH SOLE 342372 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 4219 79233 SH SOLE 79233 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 51666 513166 SH SOLE 513166 0 0 FACEBOOK INC A COMMON STOCK USD.000006 30303M102 4901 72833 SH SOLE 72833 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 7035 46471 SH SOLE 46471 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 3911 71448 SH SOLE 71448 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 407 28409 SH SOLE 28409 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 133 4638 SH SOLE 4638 0 0 FOSSIL GROUP INC COMMON STOCK USD.01 34988V106 4139 39600 SH SOLE 39600 0 0 FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 4872 133473 SH SOLE 133473 0 0 FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 856 51600 SH SOLE 51600 0 0 GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 4259 124900 SH SOLE 124900 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 1649 40755 SH SOLE 40755 0 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 12020 331144 SH SOLE 331144 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 4099 154033 SH SOLE 154033 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 1 45 SH SOLE 0 0 45 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 3246 174913 SH SOLE 174913 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 1 45 SH SOLE 0 0 45 GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 37247D106 4527 260165 SH SOLE 260165 0 0 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 2233 40547 SH SOLE 40547 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 25646 153166 SH SOLE 153166 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 4766 8151 SH SOLE 8151 0 0 GOOGLE INC CL C COMMON STOCK USD.001 38259P706 5217 9068 SH SOLE 9068 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 2809 110637 SH SOLE 110637 0 0 HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 12350 219048 SH SOLE 219048 0 0 HANGER INC COMMON STOCK USD.01 41043F208 1932 61420 SH SOLE 61420 0 0 HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 676 53200 SH SOLE 53200 0 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 6319 153330 SH SOLE 153330 0 0 HESS CORP COMMON STOCK USD1. 42809H107 1612 16302 SH SOLE 16302 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 9023 296800 SH SOLE 296800 0 0 HUTCHINSON TECHNOLOGY SR UNSECURED 01/26 8.5 448407AG1 1920 2000000 SH SOLE 2000000 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 3842 55494 SH SOLE 55494 0 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 3377 94720 SH SOLE 94720 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 1980 64413 SH SOLE 64413 0 0 INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 549 17569 SH SOLE 17569 0 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 1290 26988 SH SOLE 26988 0 0 ISHARES MSCI INDONESIA ETF ISHARES MSCI INDONESIA ETF 46429B309 61 2300 SH SOLE 2300 0 0 ISHARES MSCI POLAND CAPPED ETF ISHARES MSCI POLAND CAPPED E 46429B606 1475 50242 SH SOLE 50242 0 0 ISHARES MSCI CHINA ETF ISHARES MSCI CHINA ETF 46429B671 432 9312 SH SOLE 9312 0 0 ISHARES MSCI RUSSIA CAPPED ETF ISHARES MSCI RUSSIA CAPPED E 46429B705 1549 76577 SH SOLE 76577 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 42951 745423 SH SOLE 745423 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 6475 51233 SH SOLE 51233 0 0 J2 GLOBAL INC COMMON STOCK USD.01 48123V102 3310 65072 SH SOLE 65072 0 0 KBR INC COMMON STOCK USD.001 48242W106 1958 82100 SH SOLE 82100 0 0 K12 INC COMMON STOCK USD.0001 48273U102 572 23750 SH SOLE 23750 0 0 KADANT INC COMMON STOCK USD.01 48282T104 1314 34170 SH SOLE 34170 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 2772 120638 SH SOLE 120638 0 0 KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 28349 472871 SH SOLE 472871 0 0 LG DISPLAY CO LTD ADR ADR 50186V102 546 34612 SH SOLE 34612 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 12155 276822 SH SOLE 276822 0 0 LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 434 6970 SH SOLE 6970 0 0 MBIA INC COMMON STOCK USD1. 55262C100 1241 112370 SH SOLE 112370 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1148 42453 SH SOLE 42453 0 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 581 23950 SH SOLE 23950 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 2180 69785 SH SOLE 69785 0 0 MRC GLOBAL INC COMMON STOCK USD.01 55345K103 7000 247425 SH SOLE 247425 0 0 MACY S INC COMMON STOCK USD.01 55616P104 27807 479272 SH SOLE 479272 0 0 MANNING + NAPIER INC COMMON STOCK USD.01 56382Q102 810 46951 SH SOLE 46951 0 0 MANNKIND CORP SR UNSECURED 08/15 5.75 56400PAC6 4328 2655000 SH SOLE 2655000 0 0 MANNKIND CORP SR UNSECURED 08/15 5.75 56400PAC6 3708 2275000 SH SOLE 0 0 2275000 MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 5175 60994 SH SOLE 60994 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 8723 148787 SH SOLE 148787 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 1198 16302 SH SOLE 16302 0 0 MATSON INC COMMON STOCK NPV 57686G105 1105 41180 SH SOLE 41180 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 4743 25472 SH SOLE 25472 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 4669 80287 SH SOLE 80287 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 80372 1389309 SH SOLE 1389309 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 22993 413834 SH SOLE 413834 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 3588 49122 SH SOLE 49122 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 9646 130075 SH SOLE 130075 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 21062 425932 SH SOLE 425932 0 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 947 24330 SH SOLE 24330 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 18304 501199 SH SOLE 501199 0 0 NETGEAR INC COMMON STOCK USD.001 64111Q104 2610 75075 SH SOLE 75075 0 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 490 32990 SH SOLE 32990 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 2997 29246 SH SOLE 29246 0 0 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 1043 14100 SH SOLE 14100 0 0 OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 1147 83852 SH SOLE 83852 0 0 OPKO HEALTH INC COMMON STOCK USD.01 68375N103 602 68060 SH SOLE 68060 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 71271 1758463 SH SOLE 1758463 0 0 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 1635 189880 SH SOLE 189880 0 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 636 30733 SH SOLE 30733 0 0 P G + E CORP COMMON STOCK NPV 69331C108 1779 37041 SH SOLE 37041 0 0 PPL CORPORATION COMMON STOCK USD.01 69351T106 2589 72864 SH SOLE 72864 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 326 3910 SH SOLE 3910 0 0 PTC INC COMMON STOCK USD.01 69370C100 4761 122710 SH SOLE 122710 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 6550 177206 SH SOLE 177206 0 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 3675 74233 SH SOLE 74233 0 0 PERFICIENT INC COMMON STOCK USD.001 71375U101 1354 69540 SH SOLE 69540 0 0 PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 3836 140200 SH SOLE 140200 0 0 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK USD.01 73640Q105 3097 52017 SH SOLE 52017 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 22831 171866 SH SOLE 171866 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 5107 60500 SH SOLE 60500 0 0 PROLOGIS INC REIT USD.01 74340W103 1089 26491 SH SOLE 26491 0 0 PROSPECT CAPITAL CORP COMMON STOCK USD.001 74348T102 4313 405890 SH SOLE 405890 0 0 PUBLIC STORAGE REIT USD.1 74460D109 2444 14264 SH SOLE 14264 0 0 PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 1722 26097 SH SOLE 26097 0 0 QUALITY DISTRIBUTION INC COMMON STOCK NPV 74756M102 1032 69470 SH SOLE 69470 0 0 RLJ LODGING TRUST REIT 74965L101 4706 162882 SH SOLE 162882 0 0 RPX CORP COMMON STOCK USD.0001 74972G103 1374 77401 SH SOLE 77401 0 0 RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 75972A301 286 24900 SH SOLE 24900 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 1787 113593 SH SOLE 113593 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 3752 34295 SH SOLE 34295 0 0 SM ENERGY CO COMMON STOCK USD.01 78454L100 2977 35400 SH SOLE 35400 0 0 SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 23291 119000 SH SOLE 119000 0 0 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 2454 55496 SH SOLE 55496 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 2022 19359 SH SOLE 19359 0 0 ENERGY SELECT SECTOR SPDR FUND ENERGY SELECT SECTOR SPDR 81369Y506 5009 50035 SH SOLE 50035 0 0 FINANCIAL SELECT SECTOR SPDR F FINANCIAL SELECT SECTOR SPDR 81369Y605 2874 126400 SH SOLE 126400 0 0 SELECT COMFORT CORPORATION COMMON STOCK USD.01 81616X103 494 23907 SH SOLE 23907 0 0 SELECT INCOME REIT REIT USD.01 81618T100 1696 57204 SH SOLE 57204 0 0 SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 1081 25100 SH SOLE 25100 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 9235 196651 SH SOLE 196651 0 0 SOHU.COM INC COMMON STOCK USD.001 83408W103 4206 72900 SH SOLE 72900 0 0 SOLARWINDS INC COMMON STOCK USD.001 83416B109 1237 32000 SH SOLE 32000 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 1770 22917 SH SOLE 22917 0 0 STARZ A COMMON STOCK USD.01 85571Q102 8080 271228 SH SOLE 271228 0 0 STEMLINE THERAPEUTICS INC COMMON STOCK USD.0001 85858C107 569 38810 SH SOLE 38810 0 0 SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 1626 64460 SH SOLE 64460 0 0 SYNAGEVA BIOPHARMA CORP COMMON STOCK USD.001 87159A103 1777 16960 SH SOLE 16960 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 2491 34187 SH SOLE 34187 0 0 TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01 88023U101 652 10915 SH SOLE 10915 0 0 TETRAPHASE PHARMACEUTICALS I COMMON STOCK USD.001 88165N105 269 19915 SH SOLE 19915 0 0 3M CO COMMON STOCK USD.01 88579Y101 1168 8151 SH SOLE 8151 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 3512 23842 SH SOLE 23842 0 0 TOWER GROUP INTL LTD SR UNSECURED 09/14 5 891777AC8 690 800000 SH SOLE 800000 0 0 TOWER GROUP INTL LTD SR UNSECURED 09/14 5 891777AC8 604 700000 SH SOLE 0 0 700000 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 1447 18070 SH SOLE 18070 0 0 US CONCRETE INC COMMON STOCK USD.001 90333L201 8135 328668 SH SOLE 328668 0 0 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 893 98708 SH SOLE 98708 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 5004 56545 SH SOLE 56545 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 2941 35970 SH SOLE 35970 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 1842 52982 SH SOLE 52982 0 0 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 726 77107 SH SOLE 77107 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 7968 159034 SH SOLE 159034 0 0 VERASTEM INC COMMON STOCK USD.0001 92337C104 298 32880 SH SOLE 32880 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 43040 879631 SH SOLE 879631 0 0 VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 1416 28873 SH SOLE 28873 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 15649 180436 SH SOLE 180436 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 4723 22415 SH SOLE 22415 0 0 VODAFONE GROUP PLC SP ADR ADR 92857W308 1440 43124 SH SOLE 43124 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 830 7771 SH SOLE 7771 0 0 WALKER + DUNLOP INC COMMON STOCK 93148P102 875 62036 SH SOLE 62036 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 1276 28529 SH SOLE 28529 0 0 WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 969 33570 SH SOLE 33570 0 0 WELLPOINT INC COMMON STOCK USD.01 94973V107 9044 84046 SH SOLE 84046 0 0 WINDSTREAM HOLDINGS INC COMMON STOCK USD.0001 97382A101 330 33100 SH SOLE 33100 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 4226 91861 SH SOLE 91861 0 0 WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 1694 137018 SH SOLE 137018 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 6632 87586 SH SOLE 87586 0 0 ZILLOW INC CLASS A COMMON STOCK USD.0001 98954A107 699 4888 SH SOLE 4888 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 274 2640 SH SOLE 2640 0 0 ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 4629 20754 SH SOLE 20754 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 372 4596 SH SOLE 4596 0 0 CHIPMOS TECHNOLOGIES BERMUDA COMMON STOCK USD.01 G2110R114 595 24654 SH SOLE 24654 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 230 2546 SH SOLE 2546 0 0 DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 11287 164192 SH SOLE 164192 0 0 ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 4279 77000 SH SOLE 77000 0 0 ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 1902 94680 SH SOLE 94680 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 4585 28570 SH SOLE 28570 0 0 FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01 G36738105 1891 61704 SH SOLE 61704 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 4344 67300 SH SOLE 67300 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 233 3729 SH SOLE 3729 0 0 JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 2049 13936 SH SOLE 13936 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 4181 291783 SH SOLE 291783 0 0 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 5536 188493 SH SOLE 188493 0 0 NOBLE CORP PLC COMMON STOCK USD.01 G65431101 1094 32604 SH SOLE 32604 0 0 HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 2224 97850 SH SOLE 97850 0 0 THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 2774 181772 SH SOLE 181772 0 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 4287 112114 SH SOLE 112114 0 0 ACE LTD COMMON STOCK CHF26.59 H0023R105 3170 30566 SH SOLE 30566 0 0 TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 1134 18340 SH SOLE 18340 0 0 AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 1439 71487 SH SOLE 71487 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 6657 68174 SH SOLE 68174 0 0