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