0001140361-14-017417.txt : 20140424
0001140361-14-017417.hdr.sgml : 20140424
20140424125233
ACCESSION NUMBER: 0001140361-14-017417
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140424
DATE AS OF CHANGE: 20140424
EFFECTIVENESS DATE: 20140424
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: 14780958
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
03-31-2014
03-31-2014
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
04-24-2014
0
643
6193076
false
INFORMATION TABLE
2
form13fInfoTable.xml
ABBVIE INC
COMMON STOCK USD.01
00287Y109
1466
28529
SH
SOLE
28529
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
303
3796
SH
SOLE
3796
0
0
ACE LTD
COMMON STOCK CHF26.59
H0023R105
3028
30566
SH
SOLE
30566
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
2139
56434
SH
SOLE
56434
0
0
ACTAVIS PLC
COMMON STOCK USD.0033
G0083B108
3150
15302
SH
SOLE
15302
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
2472
82529
SH
SOLE
82529
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
3815
30161
SH
SOLE
30161
0
0
ADVANCED SEMICONDUCTOR E ADR
ADR
00756M404
2462
443599
SH
SOLE
443599
0
0
ADVENT SOFTWARE INC
COMMON STOCK USD.01
007974108
722
24576
SH
SOLE
24576
0
0
AECOM TECHNOLOGY CORP
COMMON STOCK USD.01
00766T100
11862
368733
SH
SOLE
368733
0
0
AES CORP
COMMON STOCK USD.01
00130H105
5516
386299
SH
SOLE
386299
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
2291
11452
SH
SOLE
11452
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
14017
222355
SH
SOLE
222355
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
7157
129741
SH
SOLE
129741
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
319
5700
SH
SOLE
5700
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
1087
20000
SH
SOLE
20000
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD1.
011659109
7876
84409
SH
SOLE
84409
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
4455
67075
SH
SOLE
67075
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
1639
127360
SH
SOLE
127360
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
2128
50000
SH
SOLE
50000
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
5054
69648
SH
SOLE
69648
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
3503
23027
SH
SOLE
23027
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
6825
16753
SH
SOLE
16753
0
0
ALLERGAN INC
COMMON STOCK USD.01
018490102
19345
155883
SH
SOLE
155883
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
6858
48248
SH
SOLE
48248
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
3574
63171
SH
SOLE
63171
0
0
ALNYLAM PHARMACEUTICALS INC
COMMON STOCK USD.01
02043Q107
638
9499
SH
SOLE
9499
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
794
53155
SH
SOLE
53155
0
0
ALTISOURCE RESIDENTIAL CORP
REIT USD.01
02153W100
4084
129400
SH
SOLE
129400
0
0
AMERCO
COMMON STOCK USD.25
023586100
4934
21258
SH
SOLE
21258
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
1575
79241
SH
SOLE
79241
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
44596
2243258
SH
SOLE
0
0
2243258
AMERICAN AIRLINES GROUP
PREFERRED STOCK 6.25
02376R409
1311
47465
SH
SOLE
47465
0
0
AMERICAN AIRLINES GROUP
PREFERRED STOCK 6.25
02376R409
164
5960
SH
SOLE
0
0
5960
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
9605
262445
SH
SOLE
262445
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
1196
32674
SH
SOLE
0
0
32674
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
5758
154158
SH
SOLE
154158
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1865
36808
SH
SOLE
36808
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
4128
45850
SH
SOLE
45850
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
24154
482991
SH
SOLE
482991
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
1682
15283
SH
SOLE
15283
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1776
27080
SH
SOLE
27080
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2890
23434
SH
SOLE
23434
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
4836
57057
SH
SOLE
57057
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
624
7605
SH
SOLE
7605
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
3683
62178
SH
SOLE
62178
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
38651
2262986
SH
SOLE
2262986
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
76393
4472631
SH
SOLE
0
0
4472631
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
2125
51695
SH
SOLE
51695
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.
035290105
1560
15365
SH
SOLE
15365
0
0
ANN INC
COMMON STOCK USD.0068
035623107
1168
28163
SH
SOLE
28163
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
13373
1219063
SH
SOLE
1219063
0
0
AOL INC
COMMON STOCK USD.01
00184X105
861
19669
SH
SOLE
19669
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
144
1703
SH
SOLE
1703
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
15896
191633
SH
SOLE
191633
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
2212
133041
SH
SOLE
133041
0
0
APOLLO EDUCATION GROUP INC
COMMON STOCK NPV
037604105
6339
185127
SH
SOLE
185127
0
0
APPLE INC
COMMON STOCK NPV
037833100
90925
169403
SH
SOLE
169403
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK NPV
03820C105
1199
24865
SH
SOLE
24865
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
992
48602
SH
SOLE
48602
0
0
ARCELORMITTAL NY REGISTERED
NY REG SHRS NPV
03938L104
488
30223
SH
SOLE
30223
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
3979
91699
SH
SOLE
91699
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
7365
124075
SH
SOLE
124075
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
5261
80983
SH
SOLE
80983
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
5092
145191
SH
SOLE
145191
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
761
2000000
SH
SOLE
2000000
0
0
AUXILIUM PHARMACEUTICALS INC
COMMON STOCK USD.01
05334D107
668
24579
SH
SOLE
24579
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
1699
26379
SH
SOLE
26379
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1498
71487
SH
SOLE
71487
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
6923
142161
SH
SOLE
142161
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
2563
83614
SH
SOLE
83614
0
0
AVNET INC
COMMON STOCK USD1.
053807103
11871
255129
SH
SOLE
255129
0
0
AVON PRODUCTS INC
COMMON STOCK USD.25
054303102
9698
662437
SH
SOLE
662437
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
2141
47662
SH
SOLE
47662
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
28948
445213
SH
SOLE
445213
0
0
BALL CORP
COMMON STOCK NPV
058498106
22915
418087
SH
SOLE
418087
0
0
BALLY TECHNOLOGIES INC
COMMON STOCK USD.1
05874B107
5254
79282
SH
SOLE
79282
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
43092
762960
SH
SOLE
762960
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
38397
679827
SH
SOLE
0
0
679827
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
32565
1893297
SH
SOLE
1893297
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
17628
499508
SH
SOLE
499508
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P100
2156
78650
SH
SOLE
78650
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
210
2855
SH
SOLE
2855
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
1557
90817
SH
SOLE
90817
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
16168
138097
SH
SOLE
138097
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
22500
327028
SH
SOLE
327028
0
0
BEL FUSE INC CL B
COMMON STOCK USD.1
077347300
694
31700
SH
SOLE
31700
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
1337
10698
SH
SOLE
10698
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
707
26769
SH
SOLE
26769
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
2148
7023
SH
SOLE
7023
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
1406
11208
SH
SOLE
11208
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1348
1325000
SH
SOLE
1325000
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1196
1175000
SH
SOLE
0
0
1175000
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
3563
67927
SH
SOLE
67927
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
5988
190231
SH
SOLE
190231
0
0
CA INC
COMMON STOCK USD.1
12673P105
647
20900
SH
SOLE
20900
0
0
CABOT CORP
COMMON STOCK USD1.
127055101
4496
76128
SH
SOLE
76128
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
8780
564966
SH
SOLE
564966
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
1018
41249
SH
SOLE
41249
0
0
CALAMP CORP
COMMON STOCK USD.01
128126109
1289
46260
SH
SOLE
46260
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
3991
190863
SH
SOLE
190863
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
24996
323952
SH
SOLE
323952
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
5654
80798
SH
SOLE
80798
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
3319
82514
SH
SOLE
82514
0
0
CARRIZO OIL + GAS INC
COMMON STOCK USD.01
144577103
3161
59136
SH
SOLE
59136
0
0
CARRIZO OIL + GAS INC
COMPANY GUAR 06/28 4.375
144577AA1
1840
2000000
SH
SOLE
0
0
2000000
CATERPILLAR INC
COMMON STOCK USD1.
149123101
8505
85586
SH
SOLE
85586
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
4951
196555
SH
SOLE
196555
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
3410
124309
SH
SOLE
124309
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
14827
239923
SH
SOLE
239923
0
0
CELESTICA INC
COMMON STOCK NPV
15101Q108
393
35916
SH
SOLE
35916
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
32029
229433
SH
SOLE
229433
0
0
CELLDEX THERAPEUTICS INC
COMMON STOCK USD.001
15117B103
266
15072
SH
SOLE
15072
0
0
CENOVUS ENERGY INC
COMMON STOCK NPV
15135U109
25937
895617
SH
SOLE
895617
0
0
CEPHEID INC
COMMON STOCK NPV
15670R107
1135
21999
SH
SOLE
21999
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
9659
37057
SH
SOLE
37057
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
1358
41850
SH
SOLE
41850
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
730
28500
SH
SOLE
28500
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
2551
99161
SH
SOLE
99161
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
44477
374041
SH
SOLE
374041
0
0
CHIMERIX INC
COMMON STOCK
16934W106
798
31111
SH
SOLE
31111
0
0
CHINA MOBILE LTD SPON ADR
ADR
16941M109
1699
37269
SH
SOLE
37269
0
0
CHIPMOS TECHNOLOGIES BERMUDA
COMMON STOCK USD.01
G2110R114
942
42715
SH
SOLE
42715
0
0
CHIQUITA BRANDS INTL
SR UNSECURED 08/16 4.25
170032AT3
1231
1210000
SH
SOLE
1210000
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
4276
47887
SH
SOLE
47887
0
0
CHURCH + DWIGHT CO INC
COMMON STOCK USD1.
171340102
551
7977
SH
SOLE
7977
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
42509
3381770
SH
SOLE
3381770
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
75252
5986661
SH
SOLE
0
0
5986661
CIA PARANAENSE ENER SP ADR P
ADR NPV
20441B407
528
40289
SH
SOLE
40289
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
20511
244970
SH
SOLE
244970
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
3271
27458
SH
SOLE
27458
0
0
CINTAS CORP
COMMON STOCK NPV
172908105
2429
40755
SH
SOLE
40755
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
1573
79142
SH
SOLE
79142
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
43259
1930322
SH
SOLE
1930322
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
41127
864006
SH
SOLE
864006
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
1403
27743
SH
SOLE
27743
0
0
CLOROX COMPANY
COMMON STOCK USD1.
189054109
20327
230958
SH
SOLE
230958
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
400
5773
SH
SOLE
5773
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
5802
135818
SH
SOLE
135818
0
0
COACH INC
COMMON STOCK USD.01
189754104
23800
479252
SH
SOLE
479252
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
45589
1179219
SH
SOLE
1179219
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
5750
120385
SH
SOLE
120385
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
12989
200231
SH
SOLE
200231
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
932
42472
SH
SOLE
42472
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
1479
55206
SH
SOLE
55206
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
7267
145273
SH
SOLE
145273
0
0
COMERICA INC
COMMON STOCK USD5.
200340107
2898
55943
SH
SOLE
55943
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
1118
73360
SH
SOLE
73360
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
3698
195846
SH
SOLE
195846
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
4427
113010
SH
SOLE
113010
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
1742
26824
SH
SOLE
26824
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
744
12227
SH
SOLE
12227
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
5747
185193
SH
SOLE
185193
0
0
CONMED CORP
COMMON STOCK USD.01
207410101
1100
25311
SH
SOLE
25311
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
6809
96794
SH
SOLE
96794
0
0
CONSUMER STAPLES SELECT SECTOR
CONSUMER STAPLES SPDR
81369Y308
5037
116986
SH
SOLE
116986
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
3730
27152
SH
SOLE
27152
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
160
2259
SH
SOLE
2259
0
0
CORNING INC
COMMON STOCK USD.5
219350105
2478
119005
SH
SOLE
119005
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
2196
70101
SH
SOLE
70101
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
188
2546
SH
SOLE
2546
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
4523
30566
SH
SOLE
30566
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
1940
19948
SH
SOLE
19948
0
0
CRANE CO
COMMON STOCK USD1.
224399105
5284
74271
SH
SOLE
74271
0
0
CROWN CASTLE INTL CORP
REIT USD.01
228227104
977
13245
SH
SOLE
13245
0
0
CUBIST PHARMACEUTICALS INC
COMMON STOCK USD.001
229678107
1349
18444
SH
SOLE
18444
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
1002
6725
SH
SOLE
6725
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
11303
150988
SH
SOLE
150988
0
0
CYBERONICS INC
COMMON STOCK USD.01
23251P102
2386
36567
SH
SOLE
36567
0
0
CYNOSURE INC A
COMMON STOCK USD.001
232577205
355
12113
SH
SOLE
12113
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
9686
416258
SH
SOLE
416258
0
0
DARLING INTERNATIONAL INC
COMMON STOCK USD.01
237266101
1302
65023
SH
SOLE
65023
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
4140
45591
SH
SOLE
45591
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
1743
60034
SH
SOLE
60034
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
11184
164816
SH
SOLE
164816
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
24715
713271
SH
SOLE
713271
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
2847
54263
SH
SOLE
54263
0
0
DEVON ENERGY CORPORATION
COMMON STOCK USD.1
25179M103
1159
17321
SH
SOLE
17321
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
7929
85810
SH
SOLE
85810
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
11381
148924
SH
SOLE
148924
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
4087
70241
SH
SOLE
70241
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
2170
30566
SH
SOLE
30566
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
7970
71024
SH
SOLE
71024
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
6115
125852
SH
SOLE
125852
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
3767
174000
SH
SOLE
174000
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
10607
194769
SH
SOLE
194769
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1060
14264
SH
SOLE
14264
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
669284
9974422
SH
SOLE
9974422
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
553
22074
SH
SOLE
22074
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2540
35661
SH
SOLE
35661
0
0
DUKE REALTY CORP
REIT USD.01
264411505
4524
268025
SH
SOLE
268025
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
2548
105870
SH
SOLE
105870
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
5667
227212
SH
SOLE
227212
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1973
85724
SH
SOLE
85724
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
3646
99900
SH
SOLE
99900
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
5161
59866
SH
SOLE
59866
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
13
736
SH
SOLE
736
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
27
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
25
1473
SH
SOLE
0
0
1473
EASTMAN KODAK CO
COMMON STOCK
277461406
72
2172
SH
SOLE
2172
0
0
EASTMAN KODAK CO
COMMON STOCK
277461406
142
4239
SH
SOLE
0
0
4239
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
2421
42775
SH
SOLE
42775
0
0
EINSTEIN NOAH RESTAURANT GRO
COMMON STOCK USD.001
28257U104
779
47334
SH
SOLE
47334
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
1719
39700
SH
SOLE
39700
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
3298
56039
SH
SOLE
56039
0
0
EMBRAER SA ADR
ADR
29082A107
717
20203
SH
SOLE
20203
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
2430
88643
SH
SOLE
88643
0
0
EMC INS GROUP INC
COMMON STOCK USD1.
268664109
919
25870
SH
SOLE
25870
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
623
24661
SH
SOLE
24661
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
4526
67756
SH
SOLE
67756
0
0
ENDO INTERNATIONAL PLC
COMMON STOCK USD.0001
G30401106
770
11215
SH
SOLE
11215
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
6086
60413
SH
SOLE
60413
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
10520
151826
SH
SOLE
151826
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
4476
84800
SH
SOLE
84800
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
2612
215709
SH
SOLE
215709
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
5935
88783
SH
SOLE
88783
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1679
8559
SH
SOLE
8559
0
0
EPIZYME INC
COMMON STOCK
29428V104
279
12236
SH
SOLE
12236
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
1115
20000
SH
SOLE
20000
0
0
EPR PROPERTIES
REIT USD.01
26884U109
3642
68211
SH
SOLE
68211
0
0
EQUINIX INC
COMMON STOCK USD.001
29444U502
525
2839
SH
SOLE
2839
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
414
7132
SH
SOLE
7132
0
0
ERICSSON (LM) TEL SP ADR
ADR
294821608
1080
80995
SH
SOLE
80995
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
29704
444133
SH
SOLE
444133
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
3242
21180
SH
SOLE
21180
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
2459
129378
SH
SOLE
129378
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
5834
173845
SH
SOLE
173845
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
1330
18340
SH
SOLE
18340
0
0
EXPRESS INC
COMMON STOCK
30219E103
3267
205718
SH
SOLE
205718
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
27890
371417
SH
SOLE
371417
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
3844
79233
SH
SOLE
79233
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
50126
513166
SH
SOLE
513166
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
874
81026
SH
SOLE
81026
0
0
F5 NETWORKS INC
COMMON STOCK NPV
315616102
2911
27300
SH
SOLE
27300
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
2590
42999
SH
SOLE
42999
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
6295
47490
SH
SOLE
47490
0
0
FIDELITY NATIONAL FINL A
COMMON STOCK USD.0001
31620R105
3649
116065
SH
SOLE
116065
0
0
FIDELITY NATIONAL INFORMATIO
COMMON STOCK USD.01
31620M106
1640
30688
SH
SOLE
30688
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
804
57555
SH
SOLE
57555
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
2104
91699
SH
SOLE
91699
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
465
28409
SH
SOLE
28409
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
126
4638
SH
SOLE
4638
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
786
23087
SH
SOLE
23087
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
5473
262751
SH
SOLE
262751
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
942
12122
SH
SOLE
12122
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
11840
252024
SH
SOLE
252024
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
4398
281903
SH
SOLE
281903
0
0
FORESTAR GROUP INC
COMMON STOCK USD1.
346233109
489
27470
SH
SOLE
27470
0
0
FORWARD AIR CORPORATION
COMMON STOCK USD.01
349853101
854
18527
SH
SOLE
18527
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
2134
18300
SH
SOLE
18300
0
0
FREEPORT MCMORAN COPPER W/I
COMMON STOCK USD.1
35671D857
5291
159994
SH
SOLE
159994
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
1701
61704
SH
SOLE
61704
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
1047
51600
SH
SOLE
51600
0
0
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
1675
40755
SH
SOLE
40755
0
0
GANNETT CO
COMMON STOCK USD1.
364730101
13012
471461
SH
SOLE
471461
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
3006
75049
SH
SOLE
75049
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
4304
61988
SH
SOLE
61988
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
4850
82246
SH
SOLE
82246
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
26824
246268
SH
SOLE
246268
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
22913
885009
SH
SOLE
885009
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
1478
28529
SH
SOLE
28529
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
10384
301691
SH
SOLE
301691
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
3826
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
3045
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
2326
131184
SH
SOLE
131184
0
0
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
1290
19497
SH
SOLE
19497
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
2440
34438
SH
SOLE
34438
0
0
GLOBAL BRASS + COPPER HOLDIN
COMMON STOCK
37953G103
769
48775
SH
SOLE
48775
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
6896
42090
SH
SOLE
42090
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK NPV
382550101
2263
86605
SH
SOLE
86605
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
10787
9679
SH
SOLE
9679
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
1202
47717
SH
SOLE
47717
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
1161
25280
SH
SOLE
25280
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
2631
57689
SH
SOLE
57689
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
4592
77973
SH
SOLE
77973
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
4836
63232
SH
SOLE
63232
0
0
HARMAN INTERNATIONAL
COMMON STOCK USD.01
413086109
2168
20378
SH
SOLE
20378
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
4925
67317
SH
SOLE
67317
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
1640
55219
SH
SOLE
55219
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
1234
88413
SH
SOLE
88413
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
2216
42207
SH
SOLE
42207
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
1889
52584
SH
SOLE
52584
0
0
HEARTLAND EXPRESS INC
COMMON STOCK USD.01
422347104
937
41281
SH
SOLE
41281
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
4867
45253
SH
SOLE
45253
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1384
11598
SH
SOLE
11598
0
0
HERBALIFE LTD
COMMON STOCK USD.002
G4412G101
3585
62600
SH
SOLE
62600
0
0
HERMAN MILLER INC
COMMON STOCK USD.2
600544100
1606
49996
SH
SOLE
49996
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
29585
914232
SH
SOLE
914232
0
0
HILL ROM HOLDINGS INC
COMMON STOCK NPV
431475102
3844
99734
SH
SOLE
99734
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
1033
54200
SH
SOLE
54200
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
5499
115575
SH
SOLE
115575
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
7256
91699
SH
SOLE
91699
0
0
HOMESTREET INC
COMMON STOCK
43785V102
477
24409
SH
SOLE
24409
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
4423
154000
SH
SOLE
154000
0
0
HSN INC
COMMON STOCK USD.01
404303109
9031
151200
SH
SOLE
151200
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
2067
18340
SH
SOLE
18340
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
926
9058
SH
SOLE
9058
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
4048
165752
SH
SOLE
165752
0
0
HUTCHINSON TECHNOLOGY
SR UNSECURED 01/26 8.5
448407AG1
1920
2000000
SH
SOLE
2000000
0
0
HYSTER YALE MATERIALS
COMMON STOCK USD.01
449172105
1753
17976
SH
SOLE
17976
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
4847
67894
SH
SOLE
67894
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
6425
163623
SH
SOLE
163623
0
0
IDACORP INC
COMMON STOCK NPV
451107106
1659
29904
SH
SOLE
29904
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
213
3729
SH
SOLE
3729
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
3889
57125
SH
SOLE
57125
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
2197
87483
SH
SOLE
87483
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
728
17570
SH
SOLE
17570
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
8810
341326
SH
SOLE
341326
0
0
INTERCONTINENTALEXCHANGE GRO
COMMON STOCK USD.01
45866F104
124
625
SH
SOLE
625
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
894
26988
SH
SOLE
26988
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
14200
309510
SH
SOLE
309510
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
4511
23434
SH
SOLE
23434
0
0
INTL FLAVORS + FRAGRANCES
COMMON STOCK USD.125
459506101
1004
10494
SH
SOLE
10494
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ISHARES MSCI BRAZIL CAPPED E
464286400
187
4146
SH
SOLE
4146
0
0
ISHARES MSCI CHILE CAPPED ETF
ISHARES MSCI CHILE CAPPED ET
464286640
605
13282
SH
SOLE
13282
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
495661
7379208
SH
SOLE
7379208
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
129879
3168561
SH
SOLE
3168561
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
204929
4999483
SH
SOLE
0
0
4999483
ISHARES MSCI INDONESIA ETF
ISHARES MSCI INDONESIA ETF
46429B309
339
12276
SH
SOLE
12276
0
0
ISHARES MSCI MALAYSIA ETF
ISHARES MSCI MALAYSIA ETF
464286830
688
43982
SH
SOLE
43982
0
0
ISHARES MSCI POLAND CAPPED ETF
ISHARES MSCI POLAND CAPPED E
46429B606
1919
63849
SH
SOLE
63849
0
0
ISHARES MSCI RUSSIA CAPPED ETF
ISHARES MSCI RUSSIA CAPPED E
46429B705
1123
60852
SH
SOLE
60852
0
0
ISHARES MSCI SOUTH KOREA CAPPE
ISHARES MSCI SOUTH KOREA CAP
464286772
8106
131805
SH
SOLE
131805
0
0
ISHARES MSCI TAIWAN ETF
ISHARES MSCI TAIWAN ETF
464286731
1654
114988
SH
SOLE
114988
0
0
ISIS PHARMACEUTICALS INC
COMMON STOCK USD.001
464330109
1220
28237
SH
SOLE
28237
0
0
ITT EDUCATIONAL SERVICES INC
COMMON STOCK USD.01
45068B109
710
24771
SH
SOLE
24771
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
4848
96872
SH
SOLE
96872
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
13405
744726
SH
SOLE
744726
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
3371
24308
SH
SOLE
24308
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
22920
233333
SH
SOLE
233333
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
885
18706
SH
SOLE
18706
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
7224
60963
SH
SOLE
60963
0
0
JOY GLOBAL INC
COMMON STOCK USD1.
481165108
20322
350379
SH
SOLE
350379
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
46492
765801
SH
SOLE
765801
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
1246
34170
SH
SOLE
34170
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.
488152208
914
38532
SH
SOLE
38532
0
0
KENNAMETAL INC
COMMON STOCK USD1.25
489170100
20605
465132
SH
SOLE
465132
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
887
39400
SH
SOLE
39400
0
0
KEYCORP
COMMON STOCK USD1.
493267108
2783
195428
SH
SOLE
195428
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
3877
35167
SH
SOLE
35167
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
2640
120638
SH
SOLE
120638
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
1211
51700
SH
SOLE
51700
0
0
KLA TENCOR CORPORATION
COMMON STOCK USD.001
482480100
3825
55329
SH
SOLE
55329
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
949
16710
SH
SOLE
16710
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
1693
56863
SH
SOLE
56863
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
26635
474771
SH
SOLE
474771
0
0
KROGER CO
COMMON STOCK USD1.
501044101
8775
201037
SH
SOLE
201037
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
7584
64190
SH
SOLE
64190
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
9709
176525
SH
SOLE
176525
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
720
8908
SH
SOLE
8908
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2558
81710
SH
SOLE
81710
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
2287
291770
SH
SOLE
291770
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
1724
20591
SH
SOLE
20591
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
999
20378
SH
SOLE
20378
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
2230
79626
SH
SOLE
79626
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
13496
344822
SH
SOLE
344822
0
0
LG DISPLAY CO LTD ADR
ADR
50186V102
383
30612
SH
SOLE
30612
0
0
LIBERTY VENTURES SER A
COMMON STOCK
53071M880
3258
25000
SH
SOLE
25000
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
3118
43298
SH
SOLE
43298
0
0
LINCOLN NATIONAL CORP
COMMON STOCK NPV
534187109
1033
20378
SH
SOLE
20378
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
819
16815
SH
SOLE
16815
0
0
LITHIA MOTORS INC CL A
COMMON STOCK NPV
536797103
1434
21573
SH
SOLE
21573
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
2497
26664
SH
SOLE
26664
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
1608
61018
SH
SOLE
61018
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
1171
69434
SH
SOLE
69434
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
3986
81511
SH
SOLE
81511
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
1158
30782
SH
SOLE
30782
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
7886
88663
SH
SOLE
88663
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
29209
492653
SH
SOLE
492653
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
1567
44724
SH
SOLE
44724
0
0
MANITEX INTERNATIONAL INC
COMMON STOCK NPV
563420108
1245
76380
SH
SOLE
76380
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
705
22404
SH
SOLE
22404
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
787
46951
SH
SOLE
46951
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
2844
3005000
SH
SOLE
3005000
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
2531
2675000
SH
SOLE
0
0
2675000
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
3675
46624
SH
SOLE
46624
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
3185
89661
SH
SOLE
89661
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
3172
36442
SH
SOLE
36442
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
1268
21406
SH
SOLE
21406
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
9805
175367
SH
SOLE
175367
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
462
9364
SH
SOLE
9364
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
4596
291783
SH
SOLE
291783
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
6089
81511
SH
SOLE
81511
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1314
42453
SH
SOLE
42453
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
46925
478680
SH
SOLE
478680
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
4857
27510
SH
SOLE
27510
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
1824
21944
SH
SOLE
21944
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
4976
80287
SH
SOLE
80287
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
36564
594155
SH
SOLE
594155
0
0
MELCO CROWN ENTERTAINME ADR
ADR USD.01
585464100
621
16080
SH
SOLE
16080
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
7773
352992
SH
SOLE
352992
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
86781
1528640
SH
SOLE
1528640
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
21850
413834
SH
SOLE
413834
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK NPV
G60754101
1893
20300
SH
SOLE
20300
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
837
17519
SH
SOLE
17519
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
47218
1151938
SH
SOLE
1151938
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
3354
49122
SH
SOLE
49122
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
1414
47295
SH
SOLE
47295
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
8757
148775
SH
SOLE
148775
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
1199
64684
SH
SOLE
64684
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
2992
86605
SH
SOLE
86605
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2889
92670
SH
SOLE
92670
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
21547
430941
SH
SOLE
430941
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
7068
262165
SH
SOLE
262165
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
5874
93443
SH
SOLE
93443
0
0
MYLAN INC
COMMON STOCK USD.5
628530107
2855
58460
SH
SOLE
58460
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
2465
72100
SH
SOLE
72100
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
2888
117171
SH
SOLE
117171
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
2203
59638
SH
SOLE
59638
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
30725
394569
SH
SOLE
394569
0
0
NATIONSTAR MORTGAGE HOLDINGS
COMMON STOCK USD.01
63861C109
1268
39064
SH
SOLE
39064
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
20555
606874
SH
SOLE
606874
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
2451
47398
SH
SOLE
47398
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
2532
75075
SH
SOLE
75075
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
626
38880
SH
SOLE
38880
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
18753
627205
SH
SOLE
627205
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
1349
117816
SH
SOLE
117816
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
2797
29246
SH
SOLE
29246
0
0
NN INC
COMMON STOCK USD.01
629337106
1328
67409
SH
SOLE
67409
0
0
NOBLE CORP PLC
COMMON STOCK USD.01
G65431101
1401
42793
SH
SOLE
42793
0
0
NOKIA CORP SPON ADR
ADR
654902204
1259
171591
SH
SOLE
171591
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
5059
52059
SH
SOLE
52059
0
0
NORTHEAST UTILITIES
COMMON STOCK USD5.
664397106
1993
43812
SH
SOLE
43812
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
1987
135934
SH
SOLE
135934
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
13045
105727
SH
SOLE
105727
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
18483
581238
SH
SOLE
581238
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
1115
13454
SH
SOLE
13454
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
2363
56614
SH
SOLE
56614
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
38108
399911
SH
SOLE
399911
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
2265
31524
SH
SOLE
31524
0
0
OCWEN FINANCIAL CORP
COMMON STOCK USD.01
675746309
603
15400
SH
SOLE
15400
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
4623
137920
SH
SOLE
137920
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1012
83852
SH
SOLE
83852
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
4049
67853
SH
SOLE
67853
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
1739
98244
SH
SOLE
98244
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
73781
1803490
SH
SOLE
1803490
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
1117
37225
SH
SOLE
37225
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
9477
160974
SH
SOLE
160974
0
0
OUTERWALL INC W/I
COMMON STOCK USD.001
690070107
1814
25019
SH
SOLE
25019
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
5291
156407
SH
SOLE
156407
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
1600
37041
SH
SOLE
37041
0
0
PACCAR INC
COMMON STOCK USD1.
693718108
549
8136
SH
SOLE
8136
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
4011
57000
SH
SOLE
57000
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
2215
40948
SH
SOLE
40948
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
852
7121
SH
SOLE
7121
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
624
30733
SH
SOLE
30733
0
0
PDL BIOPHARMA INC
COMMON STOCK USD.01
69329Y104
725
87194
SH
SOLE
87194
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
2849
84363
SH
SOLE
84363
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
4310
100793
SH
SOLE
100793
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
4934
59095
SH
SOLE
59095
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
1260
69540
SH
SOLE
69540
0
0
PETROCHINA CO LTD ADR
ADR
71646E100
1008
9293
SH
SOLE
9293
0
0
PETSMART INC
COMMON STOCK USD.0001
716768106
4189
60800
SH
SOLE
60800
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
93588
2913687
SH
SOLE
2913687
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
20625
251923
SH
SOLE
251923
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
698
44124
SH
SOLE
44124
0
0
PICO HOLDINGS INC
COMMON STOCK USD.001
693366205
1811
69692
SH
SOLE
69692
0
0
PIER 1 IMPORTS INC
COMMON STOCK USD.001
720279108
1719
91070
SH
SOLE
91070
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
5247
95988
SH
SOLE
95988
0
0
PLANTRONICS INC
COMMON STOCK USD.01
727493108
1306
29392
SH
SOLE
29392
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
1444
36046
SH
SOLE
36046
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
28266
324901
SH
SOLE
324901
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
2212
15831
SH
SOLE
15831
0
0
PORTFOLIO RECOVERY ASSOCIATE
COMMON STOCK USD.01
73640Q105
992
17137
SH
SOLE
17137
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
1522
47054
SH
SOLE
47054
0
0
POSCO ADR
ADR
693483109
66358
956022
SH
SOLE
956022
0
0
POSCO ADR
ADR
693483109
103226
1487198
SH
SOLE
0
0
1487198
PPL CORPORATION
COMMON STOCK USD.01
69351T106
2415
72864
SH
SOLE
72864
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
22435
171299
SH
SOLE
171299
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
477
400
SH
SOLE
400
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
68937
855299
SH
SOLE
855299
0
0
PROLOGIS INC
REIT USD.01
74340W103
1082
26491
SH
SOLE
26491
0
0
PROSPECT CAPITAL CORP
COMMON STOCK USD.001
74348T102
1895
175500
SH
SOLE
175500
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
4044
61141
SH
SOLE
61141
0
0
PROVIDENCE SERVICE CORP
SR SUB NOTES 05/14 6.5
743815AB8
503
500000
SH
SOLE
500000
0
0
PROVIDENCE SERVICE CORP
SR SUB NOTES 05/14 6.5
743815AB8
1005
1000000
SH
SOLE
0
0
1000000
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
100
1181
SH
SOLE
1181
0
0
PTC INC
COMMON STOCK USD.01
69370C100
4160
117413
SH
SOLE
117413
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
17822
467276
SH
SOLE
467276
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
2403
14264
SH
SOLE
14264
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
6663
347219
SH
SOLE
347219
0
0
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
74587V107
1241
11917
SH
SOLE
11917
0
0
PVH CORP
COMMON STOCK USD1.
693656100
550
4407
SH
SOLE
4407
0
0
QIAGEN N.V.
COMMON STOCK EUR.01
N72482107
1205
57144
SH
SOLE
57144
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
12652
160430
SH
SOLE
160430
0
0
QUALITY SYSTEMS INC
COMMON STOCK USD.01
747582104
383
22695
SH
SOLE
22695
0
0
QUESTCOR PHARMACEUTICALS
COMMON STOCK NPV
74835Y101
3874
59660
SH
SOLE
59660
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
13880
140503
SH
SOLE
140503
0
0
RECEPTOS INC
COMMON STOCK USD.001
756207106
414
9871
SH
SOLE
9871
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
861
11846
SH
SOLE
11846
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
16100
227848
SH
SOLE
227848
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
579
45032
SH
SOLE
45032
0
0
RESMED INC
COMMON STOCK USD.004
761152107
6962
155790
SH
SOLE
155790
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1697
113593
SH
SOLE
113593
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
3382
539445
SH
SOLE
539445
0
0
RLJ LODGING TRUST
REIT
74965L101
4355
162882
SH
SOLE
162882
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
5770
54657
SH
SOLE
54657
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
7055
56640
SH
SOLE
56640
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
932
11694
SH
SOLE
11694
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
2652
56941
SH
SOLE
56941
0
0
ROVI CORP
COMMON STOCK USD.001
779376102
1093
47967
SH
SOLE
47967
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
1260
77401
SH
SOLE
77401
0
0
RYLAND GROUP INC/THE
COMMON STOCK USD1.
783764103
1688
42271
SH
SOLE
42271
0
0
SAGENT PHARMACEUTICALS INC
COMMON STOCK USD.01
786692103
902
38602
SH
SOLE
38602
0
0
SALIX PHARMACEUTICALS LTD
COMMON STOCK USD.001
795435106
5238
50552
SH
SOLE
50552
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
6933
88324
SH
SOLE
88324
0
0
SANDISK CORP
COMMON STOCK USD.001
80004C101
1241
15283
SH
SOLE
15283
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
2446
26891
SH
SOLE
26891
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
54874
562809
SH
SOLE
562809
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
731
20159
SH
SOLE
20159
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
2512
76416
SH
SOLE
76416
0
0
SELECT COMFORT CORPORATION
COMMON STOCK USD.01
81616X103
1183
65457
SH
SOLE
65457
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1732
57204
SH
SOLE
57204
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
1873
19359
SH
SOLE
19359
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
1077
19089
SH
SOLE
19089
0
0
SHINHAN FINANCIAL GROUP ADR
ADR
824596100
1050
23899
SH
SOLE
23899
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
773
20728
SH
SOLE
20728
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
4144
25268
SH
SOLE
25268
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
911
33621
SH
SOLE
33621
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
2277
56700
SH
SOLE
56700
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
7941
211651
SH
SOLE
211651
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
5086
50545
SH
SOLE
50545
0
0
SM ENERGY CO
COMMON STOCK USD.01
78454L100
314
4400
SH
SOLE
4400
0
0
SMITH + WESSON HOLDING CORP
COMMON STOCK USD.001
831756101
731
49984
SH
SOLE
49984
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
3108
27392
SH
SOLE
27392
0
0
SOHU.COM INC
COMMON STOCK USD.001
83408W103
1985
30500
SH
SOLE
30500
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
2328
52982
SH
SOLE
52982
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
7457
315854
SH
SOLE
315854
0
0
SOVRAN SELF STORAGE INC
REIT USD.01
84610H108
1683
22917
SH
SOLE
22917
0
0
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
11690
62500
SH
SOLE
62500
0
0
SPIRIT AIRLINES INC
COMMON STOCK USD.0001
848577102
1892
31852
SH
SOLE
31852
0
0
SPX CORP
COMMON STOCK USD10.
784635104
978
9947
SH
SOLE
9947
0
0
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
2221
55496
SH
SOLE
55496
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1569
138361
SH
SOLE
138361
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
5847
181128
SH
SOLE
181128
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
5795
325767
SH
SOLE
325767
0
0
STERIS CORP
COMMON STOCK NPV
859152100
2016
42225
SH
SOLE
42225
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
1735
49374
SH
SOLE
49374
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
5811
71322
SH
SOLE
71322
0
0
STURM RUGER + CO INC
COMMON STOCK USD1.
864159108
458
7652
SH
SOLE
7652
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1
100
SH
SOLE
100
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
1407
123548
SH
SOLE
123548
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1250
62591
SH
SOLE
62591
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
2072
34187
SH
SOLE
34187
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
5230
136157
SH
SOLE
136157
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
1705
20700
SH
SOLE
20700
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
42297
2112725
SH
SOLE
2112725
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
85821
4286777
SH
SOLE
0
0
4286777
TARGET CORP
COMMON STOCK USD.0833
87612E106
5364
88643
SH
SOLE
88643
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
2331
38718
SH
SOLE
38718
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
3685
60442
SH
SOLE
60442
0
0
TECK RESOURCES LTD CLS B
COMMON STOCK NPV
878742204
12879
594032
SH
SOLE
594032
0
0
TERADATA CORP
COMMON STOCK USD.01
88076W103
3185
64742
SH
SOLE
64742
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
3259
163869
SH
SOLE
163869
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
96648
3267347
SH
SOLE
3267347
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
165808
5605396
SH
SOLE
0
0
5605396
TESORO CORP
COMMON STOCK USD.167
881609101
5043
99683
SH
SOLE
99683
0
0
TESSCO TECHNOLOGIES INC
COMMON STOCK USD.01
872386107
1085
29040
SH
SOLE
29040
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
2265
76540
SH
SOLE
76540
0
0
TETRAPHASE PHARMACEUTICALS I
COMMON STOCK USD.001
88165N105
217
19915
SH
SOLE
19915
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
19431
494559
SH
SOLE
494559
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.
883556102
313
2600
SH
SOLE
2600
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
4825
304432
SH
SOLE
304432
0
0
THOMPSON CREEK METALS CO
PREFERRED STOCK 05/15 6.5
884768300
563
43567
SH
SOLE
43567
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
1481
72879
SH
SOLE
72879
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
3271
23842
SH
SOLE
23842
0
0
TIMKEN CO
COMMON STOCK NPV
887389104
4855
82604
SH
SOLE
82604
0
0
TOWER GROUP INTL LTD
SR UNSECURED 09/14 5
891777AC8
1228
1300000
SH
SOLE
1300000
0
0
TOWER GROUP INTL LTD
SR UNSECURED 09/14 5
891777AC8
662
700000
SH
SOLE
0
0
700000
TOWERS WATSON + CO CL A
COMMON STOCK USD.01
891894107
4502
39477
SH
SOLE
39477
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
601
3244
SH
SOLE
3244
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
4595
54001
SH
SOLE
54001
0
0
TREE.COM INC
COMMON STOCK USD.01
894675107
897
28888
SH
SOLE
28888
0
0
TRIMBLE NAVIGATION LTD
COMMON STOCK NPV
896239100
1361
35010
SH
SOLE
35010
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD1.
896522109
6374
88446
SH
SOLE
88446
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
3067
47487
SH
SOLE
47487
0
0
TUTOR PERINI CORP
COMMON STOCK USD1.
901109108
914
31894
SH
SOLE
31894
0
0
TWITTER INC
COMMON STOCK USD.000005
90184L102
667
14300
SH
SOLE
14300
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
9209
209244
SH
SOLE
209244
0
0
UGI CORP
COMMON STOCK NPV
902681105
6546
143515
SH
SOLE
143515
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
1218
92628
SH
SOLE
92628
0
0
ULTRA PETROLEUM CORP
COMMON STOCK NPV
903914109
19102
710388
SH
SOLE
710388
0
0
UNDER ARMOUR INC CLASS A
COMMON STOCK USD.000333
904311107
533
4653
SH
SOLE
4653
0
0
UNILEVER PLC SPONSORED ADR
ADR
904767704
1836
42917
SH
SOLE
42917
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
4971
26491
SH
SOLE
26491
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
640
21018
SH
SOLE
21018
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
4279
65443
SH
SOLE
65443
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
1038
23260
SH
SOLE
23260
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
1594
52510
SH
SOLE
52510
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
8550
90061
SH
SOLE
90061
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
1251
30453
SH
SOLE
30453
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
420
3598
SH
SOLE
3598
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
7134
75865
SH
SOLE
75865
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
2030
24762
SH
SOLE
24762
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
7859
95758
SH
SOLE
95758
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
2932
83039
SH
SOLE
83039
0
0
URS CORP
COMMON STOCK USD.01
903236107
5486
116575
SH
SOLE
116575
0
0
US BANCORP
COMMON STOCK USD.01
902973304
33677
785747
SH
SOLE
785747
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
7724
328668
SH
SOLE
328668
0
0
VALE SA SP PREF ADR
ADR NPV
91912E204
1161
93226
SH
SOLE
93226
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
6860
129196
SH
SOLE
129196
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
4963
131604
SH
SOLE
131604
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
2775
18645
SH
SOLE
18645
0
0
VALSPAR CORP
COMMON STOCK USD.5
920355104
1235
17119
SH
SOLE
17119
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
3468
73899
SH
SOLE
73899
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
7079
131319
SH
SOLE
131319
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
41408
870462
SH
SOLE
870462
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
15977
187988
SH
SOLE
187988
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
3959
18340
SH
SOLE
18340
0
0
VODAFONE GROUP PLC SP ADR
ADR
92857W308
1198
32536
SH
SOLE
32536
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
1055
77107
SH
SOLE
77107
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
2415
175535
SH
SOLE
175535
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
820
7771
SH
SOLE
7771
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
3744
48313
SH
SOLE
48313
0
0
WADDELL + REED FINANCIAL A
COMMON STOCK USD.01
930059100
9360
127133
SH
SOLE
127133
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
7787
101888
SH
SOLE
101888
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
2220
33623
SH
SOLE
33623
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
2056
125756
SH
SOLE
125756
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
34532
431275
SH
SOLE
431275
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
2367
101604
SH
SOLE
101604
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
1142
33570
SH
SOLE
33570
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
10576
340516
SH
SOLE
340516
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
11308
113593
SH
SOLE
113593
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
13683
275098
SH
SOLE
275098
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
23797
259171
SH
SOLE
259171
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
1553
40239
SH
SOLE
40239
0
0
WESTMORELAND COAL CO
COMMON STOCK USD2.5
960878106
780
26187
SH
SOLE
26187
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
2985
19970
SH
SOLE
19970
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
4009
69559
SH
SOLE
69559
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
4470
91861
SH
SOLE
91861
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK USD.01
97717P104
2776
211618
SH
SOLE
211618
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
3121
70766
SH
SOLE
70766
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK NPV
981811102
4164
108851
SH
SOLE
108851
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
6549
89429
SH
SOLE
89429
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
3109
275098
SH
SOLE
275098
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
1847
59095
SH
SOLE
59095
0
0
ZILLOW INC CLASS A
COMMON STOCK USD.0001
98954A107
431
4888
SH
SOLE
4888
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
250
2640
SH
SOLE
2640
0
0