0001140361-14-031657.txt : 20140812
0001140361-14-031657.hdr.sgml : 20140812
20140811110952
ACCESSION NUMBER: 0001140361-14-031657
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140811
DATE AS OF CHANGE: 20140811
EFFECTIVENESS DATE: 20140811
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
CENTRAL INDEX KEY: 0001128251
IRS NUMBER: 516012443
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05977
FILM NUMBER: 141029414
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
06-30-2014
06-30-2014
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F HOLDINGS REPORT
028-05977
N
John Macedo
Chief Administrative Officer
302-477-6076
/s/ John Macedo
Wilmington
DE
08-06-2014
0
657
6105806
false
INFORMATION TABLE
2
form13fInfoTable.xml
AFLAC INC
COMMON STOCK USD.1
001055102
13842
222355
SH
SOLE
222355
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
7755
137941
SH
SOLE
137941
0
0
AGL RESOURCES INC
COMMON STOCK USD5.
001204106
9014
163800
SH
SOLE
163800
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
2292
56038
SH
SOLE
56038
0
0
ADVENT SOFTWARE INC
COMMON STOCK USD.01
007974108
1309
40199
SH
SOLE
40199
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
9279
45177
SH
SOLE
45177
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
1082
20000
SH
SOLE
20000
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD1.
011659109
12100
127299
SH
SOLE
127299
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
4796
67075
SH
SOLE
67075
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
2145
144070
SH
SOLE
144070
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
5763
74228
SH
SOLE
74228
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
4509
28859
SH
SOLE
28859
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
7778
17753
SH
SOLE
17753
0
0
ALLIANCE FIBER OPTIC PRODUCT
COMMON STOCK USD.001
018680306
222
12280
SH
SOLE
12280
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
2903
21678
SH
SOLE
21678
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
2034
34642
SH
SOLE
34642
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
661
53155
SH
SOLE
53155
0
0
AMERCO
COMMON STOCK USD.25
023586100
4788
16468
SH
SOLE
16468
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
5895
154158
SH
SOLE
154158
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
2053
36808
SH
SOLE
36808
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
2320
24453
SH
SOLE
24453
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
28452
521292
SH
SOLE
521292
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
2533
21396
SH
SOLE
21396
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
6446
58882
SH
SOLE
58882
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
595
7605
SH
SOLE
7605
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
1943
37678
SH
SOLE
37678
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
34886
2027034
SH
SOLE
2027034
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
66157
3844126
SH
SOLE
0
0
3844126
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
2321
50105
SH
SOLE
50105
0
0
ANN INC
COMMON STOCK USD.0068
035623107
1159
28163
SH
SOLE
28163
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
14391
1259063
SH
SOLE
1259063
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
6151
61133
SH
SOLE
61133
0
0
APOLLO EDUCATION GROUP INC
COMMON STOCK NPV
037604105
5785
185127
SH
SOLE
185127
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
106812
1149386
SH
SOLE
1149386
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
992
44002
SH
SOLE
44002
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
4629
104945
SH
SOLE
104945
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
7912
130975
SH
SOLE
130975
0
0
ATWOOD OCEANICS INC
COMMON STOCK USD1.
050095108
1909
36380
SH
SOLE
36380
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
9615
161081
SH
SOLE
161081
0
0
AVNET INC
COMMON STOCK USD1.
053807103
11376
256729
SH
SOLE
256729
0
0
AVON PRODUCTS INC
COMMON STOCK USD.25
054303102
9678
662437
SH
SOLE
662437
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
27581
370462
SH
SOLE
370462
0
0
BALL CORP
COMMON STOCK NPV
058498106
20872
332992
SH
SOLE
332992
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
26626
1732313
SH
SOLE
1732313
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
266
7106
SH
SOLE
7106
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
4663
32604
SH
SOLE
32604
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
206
2855
SH
SOLE
2855
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
1449
90817
SH
SOLE
90817
0
0
B/E AEROSPACE INC
COMMON STOCK USD.01
073302101
1850
20000
SH
SOLE
20000
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
18506
156437
SH
SOLE
156437
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
23865
415910
SH
SOLE
415910
0
0
BEL FUSE INC CL B
COMMON STOCK USD.1
077347300
1178
45890
SH
SOLE
45890
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
4677
100990
SH
SOLE
100990
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
4513
35661
SH
SOLE
35661
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
830
26769
SH
SOLE
26769
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
1426
11208
SH
SOLE
11208
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
4033
315800
SH
SOLE
315800
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
5249
141395
SH
SOLE
141395
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
14909
239923
SH
SOLE
239923
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
9702
40338
SH
SOLE
40338
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
20169
219302
SH
SOLE
219302
0
0
CIT GROUP INC
COMMON STOCK USD.01
125581801
6181
135070
SH
SOLE
135070
0
0
CNOOC LTD ADR
ADR
126132109
582
3246
SH
SOLE
3246
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
12563
166688
SH
SOLE
166688
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
9133
522166
SH
SOLE
522166
0
0
CALAMP CORP
COMMON STOCK USD.01
128126109
1002
46260
SH
SOLE
46260
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
4544
190863
SH
SOLE
190863
0
0
CARRIZO OIL + GAS INC
COMMON STOCK USD.01
144577103
2722
39296
SH
SOLE
39296
0
0
CARRIZO OIL + GAS INC
COMPANY GUAR 06/28 4.375
144577AA1
1950
2000000
SH
SOLE
0
0
2000000
CATERPILLAR INC
COMMON STOCK USD1.
149123101
10537
96961
SH
SOLE
96961
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
1252
48964
SH
SOLE
48964
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
46310
539240
SH
SOLE
539240
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.
163731102
1175
41850
SH
SOLE
41850
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
755
24279
SH
SOLE
24279
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
4382
144956
SH
SOLE
144956
0
0
CHEVRONTEXACO CORP
COMMON STOCK USD.75
166764100
56026
429155
SH
SOLE
429155
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
4414
47887
SH
SOLE
47887
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
2606
18168
SH
SOLE
18168
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
1800
79142
SH
SOLE
79142
0
0
CINTAS CORP
COMMON STOCK NPV
172908105
3237
50944
SH
SOLE
50944
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
40839
867063
SH
SOLE
867063
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
1051
16800
SH
SOLE
16800
0
0
CLOROX COMPANY
COMMON STOCK USD1.
189054109
20911
228788
SH
SOLE
228788
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
239
5773
SH
SOLE
5773
0
0
COACH INC
COMMON STOCK USD.01
189754104
10830
316747
SH
SOLE
316747
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
49952
1179219
SH
SOLE
1179219
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
19341
283670
SH
SOLE
283670
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
1724
63746
SH
SOLE
63746
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
1159
73360
SH
SOLE
73360
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
5127
113010
SH
SOLE
113010
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
1468
29854
SH
SOLE
29854
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
41529
3516359
SH
SOLE
3516359
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
71804
6079971
SH
SOLE
0
0
6079971
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
2511
39736
SH
SOLE
39736
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
4197
141423
SH
SOLE
141423
0
0
CONNECTICUT WATER SVC INC
COMMON STOCK NPV
207797101
748
22080
SH
SOLE
22080
0
0
CONN S INC
COMMON STOCK USD.01
208242107
644
13040
SH
SOLE
13040
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
4889
36072
SH
SOLE
36072
0
0
CORNING INC
COMMON STOCK USD.5
219350105
4473
203776
SH
SOLE
203776
0
0
CRANE CO
COMMON STOCK USD1.
224399105
6293
84631
SH
SOLE
84631
0
0
CREDIT ACCEPTANCE CORP
COMMON STOCK USD.01
225310101
332
2700
SH
SOLE
2700
0
0
CROWN CASTLE INTL CORP
REIT USD.01
228227104
984
13245
SH
SOLE
13245
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
730
14668
SH
SOLE
14668
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
1038
6725
SH
SOLE
6725
0
0
CYNOSURE INC A
COMMON STOCK USD.001
232577205
257
12113
SH
SOLE
12113
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1111
14264
SH
SOLE
14264
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
6009
246058
SH
SOLE
246058
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
378
4800
SH
SOLE
4800
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
3313
36591
SH
SOLE
36591
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
1695
60034
SH
SOLE
60034
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
20404
526969
SH
SOLE
526969
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
3121
53273
SH
SOLE
53273
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
414
8900
SH
SOLE
8900
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
9038
77510
SH
SOLE
77510
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
37807
440954
SH
SOLE
440954
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
5111
82467
SH
SOLE
82467
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
5333
124448
SH
SOLE
124448
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
7072
137434
SH
SOLE
137434
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
652726
9974422
SH
SOLE
9974422
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
577
22074
SH
SOLE
22074
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
5116
194215
SH
SOLE
194215
0
0
EMC INS GROUP INC
COMMON STOCK USD1.
268664109
756
24570
SH
SOLE
24570
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1822
85724
SH
SOLE
85724
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
5229
59866
SH
SOLE
59866
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
7
736
SH
SOLE
736
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
14
1473
SH
SOLE
0
0
1473
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
7
736
SH
SOLE
736
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
13
1473
SH
SOLE
0
0
1473
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
53
2172
SH
SOLE
2172
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
104
4239
SH
SOLE
0
0
4239
EBAY INC
COMMON STOCK USD.001
278642103
1459
29140
SH
SOLE
29140
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
2486
42775
SH
SOLE
42775
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
706
15610
SH
SOLE
15610
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
3786
57057
SH
SOLE
57057
0
0
ENERNOC INC
COMMON STOCK USD.001
292764107
619
32670
SH
SOLE
32670
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
1164
20000
SH
SOLE
20000
0
0
ERICSSON (LM) TEL SP ADR
ADR
294821608
948
78484
SH
SOLE
78484
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
1194
103386
SH
SOLE
103386
0
0
F5 NETWORKS INC
COMMON STOCK NPV
315616102
3042
27300
SH
SOLE
27300
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
566
43575
SH
SOLE
43575
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
5382
272511
SH
SOLE
272511
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
802
23087
SH
SOLE
23087
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
9466
186624
SH
SOLE
186624
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
5650
327752
SH
SOLE
327752
0
0
FORWARD AIR CORPORATION
COMMON STOCK USD.01
349853101
887
18527
SH
SOLE
18527
0
0
GATX CORP
COMMON STOCK USD.625
361448103
4405
65800
SH
SOLE
65800
0
0
GANNETT CO
COMMON STOCK USD1.
364730101
11721
374361
SH
SOLE
374361
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
4179
100521
SH
SOLE
100521
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
2948
60476
SH
SOLE
60476
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
16033
137561
SH
SOLE
137561
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
23392
890103
SH
SOLE
890103
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
19588
236261
SH
SOLE
236261
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
3890
67538
SH
SOLE
67538
0
0
HSN INC
COMMON STOCK USD.01
404303109
7210
121700
SH
SOLE
121700
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
4221
59439
SH
SOLE
59439
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
2155
21892
SH
SOLE
21892
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
3013
43134
SH
SOLE
43134
0
0
HARMAN INTERNATIONAL
COMMON STOCK USD.01
413086109
1686
15691
SH
SOLE
15691
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1080
14264
SH
SOLE
14264
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
1388
55219
SH
SOLE
55219
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
625
45553
SH
SOLE
45553
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
1886
52584
SH
SOLE
52584
0
0
HEARTLAND EXPRESS INC
COMMON STOCK USD.01
422347104
881
41281
SH
SOLE
41281
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
4337
37353
SH
SOLE
37353
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
30868
916522
SH
SOLE
916522
0
0
HILL ROM HOLDINGS INC
COMMON STOCK NPV
431475102
2641
63634
SH
SOLE
63634
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
3848
88075
SH
SOLE
88075
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
6022
74378
SH
SOLE
74378
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
2342
18340
SH
SOLE
18340
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
4645
49103
SH
SOLE
49103
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
5161
183652
SH
SOLE
183652
0
0
HURCO COMPANIES INC
COMMON STOCK NPV
447324104
159
5630
SH
SOLE
5630
0
0
HYSTER YALE MATERIALS
COMMON STOCK USD.01
449172105
4227
47746
SH
SOLE
47746
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
5397
125677
SH
SOLE
125677
0
0
IDACORP INC
COMMON STOCK NPV
451107106
1000
17284
SH
SOLE
17284
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
5477
72985
SH
SOLE
72985
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
10547
341326
SH
SOLE
341326
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
3878
21396
SH
SOLE
21396
0
0
INTL FLAVORS + FRAGRANCES
COMMON STOCK USD.125
459506101
13082
125446
SH
SOLE
125446
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
17634
349389
SH
SOLE
349389
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ISHARES MSCI BRAZIL CAPPED E
464286400
665
13915
SH
SOLE
13915
0
0
ISHARES MSCI CHILE CAPPED ETF
ISHARES MSCI CHILE CAPPED ET
464286640
361
7957
SH
SOLE
7957
0
0
ISHARES MSCI TAIWAN ETF
ISHARES MSCI TAIWAN ETF
464286731
16783
1062185
SH
SOLE
1062185
0
0
ISHARES MSCI SOUTH KOREA CAPPE
ISHARES MSCI SOUTH KOREA CAP
464286772
8559
131641
SH
SOLE
131641
0
0
ISHARES MSCI MALAYSIA ETF
ISHARES MSCI MALAYSIA ETF
464286830
1053
66331
SH
SOLE
66331
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
135881
3143211
SH
SOLE
3143211
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
235579
5449437
SH
SOLE
0
0
5449437
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
322929
4723258
SH
SOLE
4723258
0
0
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
464287655
5338
44925
SH
SOLE
44925
0
0
ISIS PHARMACEUTICALS INC
COMMON STOCK USD.001
464330109
973
28237
SH
SOLE
28237
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
15661
749338
SH
SOLE
749338
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
28086
268454
SH
SOLE
268454
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
934
18706
SH
SOLE
18706
0
0
JOY GLOBAL INC
COMMON STOCK USD1.
481165108
21576
350379
SH
SOLE
350379
0
0
KLA TENCOR CORPORATION
COMMON STOCK USD.001
482480100
4019
55329
SH
SOLE
55329
0
0
KENNAMETAL INC
COMMON STOCK USD1.25
489170100
21362
461592
SH
SOLE
461592
0
0
KEYCORP
COMMON STOCK USD1.
493267108
2800
195428
SH
SOLE
195428
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
2077
18679
SH
SOLE
18679
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
3972
75397
SH
SOLE
75397
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
2010
68430
SH
SOLE
68430
0
0
KROGER CO
COMMON STOCK USD1.
501044101
10473
211883
SH
SOLE
211883
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
2627
67282
SH
SOLE
67282
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
2030
16812
SH
SOLE
16812
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
10460
154775
SH
SOLE
154775
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
1380
27810
SH
SOLE
27810
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
3506
45999
SH
SOLE
45999
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2884
81710
SH
SOLE
81710
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
1859
225290
SH
SOLE
225290
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
34087
459019
SH
SOLE
459019
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
2370
26531
SH
SOLE
26531
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
1683
40100
SH
SOLE
40100
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
5898
224936
SH
SOLE
224936
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
2534
40755
SH
SOLE
40755
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
4001
57250
SH
SOLE
57250
0
0
LINCOLN NATIONAL CORP
COMMON STOCK NPV
534187109
1048
20378
SH
SOLE
20378
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
424
9015
SH
SOLE
9015
0
0
LITHIA MOTORS INC CL A
COMMON STOCK NPV
536797103
5339
56753
SH
SOLE
56753
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
1043
69434
SH
SOLE
69434
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
4205
87624
SH
SOLE
87624
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
1540
44724
SH
SOLE
44724
0
0
MANITEX INTERNATIONAL INC
COMMON STOCK NPV
563420108
1240
76380
SH
SOLE
76380
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
482
14657
SH
SOLE
14657
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
3010
75397
SH
SOLE
75397
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
485
9364
SH
SOLE
9364
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
48222
478680
SH
SOLE
478680
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
2045
21944
SH
SOLE
21944
0
0
MEDASSETS INC
COMMON STOCK USD.01
584045108
1231
53900
SH
SOLE
53900
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
26325
412879
SH
SOLE
412879
0
0
MELCO CROWN ENTERTAINME ADR
ADR USD.01
585464100
574
16080
SH
SOLE
16080
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
7614
352992
SH
SOLE
352992
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1026
26842
SH
SOLE
26842
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
3861
15250
SH
SOLE
15250
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
47664
1143011
SH
SOLE
1143011
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
444
9100
SH
SOLE
9100
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
4561
138437
SH
SOLE
138437
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
641
42364
SH
SOLE
42364
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
7626
202757
SH
SOLE
202757
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
4412
136482
SH
SOLE
136482
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
827
19849
SH
SOLE
19849
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
6754
101594
SH
SOLE
101594
0
0
MYLAN INC
COMMON STOCK USD.5
628530107
2541
49290
SH
SOLE
49290
0
0
NN INC
COMMON STOCK USD.01
629337106
1724
67409
SH
SOLE
67409
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
17844
479679
SH
SOLE
479679
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
2303
59638
SH
SOLE
59638
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
33739
409697
SH
SOLE
409697
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
2519
47398
SH
SOLE
47398
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
4466
78130
SH
SOLE
78130
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
19437
627205
SH
SOLE
627205
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
1468
117816
SH
SOLE
117816
0
0
NOKIA CORP SPON ADR
ADR
654902204
1005
132991
SH
SOLE
132991
0
0
NORDSTROM INC
COMMON STOCK NPV
655664100
3184
46868
SH
SOLE
46868
0
0
NORTHEAST UTILITIES
COMMON STOCK USD5.
664397106
2071
43812
SH
SOLE
43812
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
2214
135934
SH
SOLE
135934
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
8480
70885
SH
SOLE
70885
0
0
OI SA ADR
ADR
670851104
40
41482
SH
SOLE
41482
0
0
OI SA ADR
ADR
670851203
348
405349
SH
SOLE
405349
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
2686
48054
SH
SOLE
48054
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
34898
340036
SH
SOLE
340036
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
4281
54794
SH
SOLE
54794
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
2188
32867
SH
SOLE
32867
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1595
22400
SH
SOLE
22400
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
2972
80630
SH
SOLE
80630
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
2159
98244
SH
SOLE
98244
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
1647
57115
SH
SOLE
57115
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
5128
92354
SH
SOLE
92354
0
0
OUTERWALL INC W/I
COMMON STOCK USD.001
690070107
1771
29839
SH
SOLE
29839
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
4747
137049
SH
SOLE
137049
0
0
PICO HOLDINGS INC
COMMON STOCK USD.001
693366205
1022
43022
SH
SOLE
43022
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
28031
314777
SH
SOLE
314777
0
0
POSCO ADR
ADR
693483109
62044
833474
SH
SOLE
833474
0
0
POSCO ADR
ADR
693483109
94375
1267803
SH
SOLE
0
0
1267803
PVH CORP
COMMON STOCK USD1.
693656100
514
4407
SH
SOLE
4407
0
0
PACCAR INC
COMMON STOCK USD1.
693718108
511
8136
SH
SOLE
8136
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
4175
58400
SH
SOLE
58400
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
1430
27058
SH
SOLE
27058
0
0
PENNANTPARK INVESTMENT CORP
COMMON STOCK USD.001
708062104
962
83930
SH
SOLE
83930
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
4733
52982
SH
SOLE
52982
0
0
PETSMART INC
COMMON STOCK USD.0001
716768106
3636
60800
SH
SOLE
60800
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
50366
1696960
SH
SOLE
1696960
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
25598
303623
SH
SOLE
303623
0
0
PIER 1 IMPORTS INC
COMMON STOCK USD.001
720279108
1403
91070
SH
SOLE
91070
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
2628
45438
SH
SOLE
45438
0
0
PLANTRONICS INC
COMMON STOCK USD.01
727493108
1131
23542
SH
SOLE
23542
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
2062
15831
SH
SOLE
15831
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK NPV
736508847
1631
47054
SH
SOLE
47054
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
481
400
SH
SOLE
400
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
67939
864472
SH
SOLE
864472
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
3835
131970
SH
SOLE
131970
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
3827
61141
SH
SOLE
61141
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
105
1181
SH
SOLE
1181
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
13842
339340
SH
SOLE
339340
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
7000
347219
SH
SOLE
347219
0
0
QLOGIC CORP
COMMON STOCK USD.001
747277101
423
41900
SH
SOLE
41900
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
10813
136530
SH
SOLE
136530
0
0
QUALITY SYSTEMS INC
COMMON STOCK USD.01
747582104
364
22695
SH
SOLE
22695
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
1668
112600
SH
SOLE
112600
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
2350
25472
SH
SOLE
25472
0
0
REALTY INCOME CORP
REIT USD1.
756109104
560
12600
SH
SOLE
12600
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
931
11846
SH
SOLE
11846
0
0
REGAL ENTERTAINMENT GROUP A
COMMON STOCK USD.001
758766109
3013
142800
SH
SOLE
142800
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
22918
310915
SH
SOLE
310915
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
1026
45032
SH
SOLE
45032
0
0
REPUBLIC AIRWAYS HOLDINGS IN
COMMON STOCK USD.001
760276105
65
6010
SH
SOLE
6010
0
0
RESMED INC
COMMON STOCK USD.004
761152107
83
1630
SH
SOLE
1630
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
3868
539445
SH
SOLE
539445
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
5692
119230
SH
SOLE
119230
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
5771
54657
SH
SOLE
54657
0
0
ROCKET FUEL INC
COMMON STOCK USD.001
773111109
255
8200
SH
SOLE
8200
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
2632
21032
SH
SOLE
21032
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
914
11694
SH
SOLE
11694
0
0
ROPER INDUSTRIES INC
COMMON STOCK USD.01
776696106
666
4559
SH
SOLE
4559
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
3123
56941
SH
SOLE
56941
0
0
RYDER SYSTEM INC
COMMON STOCK USD.5
783549108
3052
34642
SH
SOLE
34642
0
0
RYLAND GROUP INC/THE
COMMON STOCK USD1.
783764103
1667
42271
SH
SOLE
42271
0
0
SPX CORP
COMMON STOCK USD10.
784635104
1076
9947
SH
SOLE
9947
0
0
SALIX PHARMACEUTICALS LTD
COMMON STOCK USD.001
795435106
6424
52082
SH
SOLE
52082
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
11608
119424
SH
SOLE
119424
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
1378
60500
SH
SOLE
60500
0
0
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
359
12035
SH
SOLE
12035
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
140
1178
SH
SOLE
1178
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
49435
419119
SH
SOLE
419119
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
780
20159
SH
SOLE
20159
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
649
8000
SH
SOLE
8000
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
1814
17321
SH
SOLE
17321
0
0
SHINHAN FINANCIAL GROUP ADR
ADR
824596100
744
16220
SH
SOLE
16220
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
1193
30298
SH
SOLE
30298
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
4202
25268
SH
SOLE
25268
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
5072
42792
SH
SOLE
42792
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
1886
41570
SH
SOLE
41570
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
8484
315854
SH
SOLE
315854
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
880
26100
SH
SOLE
26100
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1215
112077
SH
SOLE
112077
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
421
5440
SH
SOLE
5440
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
4494
250367
SH
SOLE
250367
0
0
STERIS CORP
COMMON STOCK NPV
859152100
1888
35295
SH
SOLE
35295
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
1531
49374
SH
SOLE
49374
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
1334
28502
SH
SOLE
28502
0
0
STURM RUGER + CO INC
COMMON STOCK USD1.
864159108
452
7652
SH
SOLE
7652
0
0
SUNPOWER CORP
COMMON STOCK USD.001
867652406
348
8500
SH
SOLE
8500
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
2679
66876
SH
SOLE
66876
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
350
31999
SH
SOLE
31999
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
1305
123548
SH
SOLE
123548
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1113
48592
SH
SOLE
48592
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
5286
136157
SH
SOLE
136157
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
38412
1795778
SH
SOLE
1795778
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
75540
3531567
SH
SOLE
0
0
3531567
TECK RESOURCES LTD CLS B
COMMON STOCK NPV
878742204
16047
702884
SH
SOLE
702884
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
95890
3433222
SH
SOLE
3433222
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
161701
5789518
SH
SOLE
0
0
5789518
TESARO INC
COMMON STOCK USD.0001
881569107
401
12880
SH
SOLE
12880
0
0
TESORO CORP
COMMON STOCK USD.167
881609101
6806
116005
SH
SOLE
116005
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
23579
615806
SH
SOLE
615806
0
0
THOMPSON CREEK METALS CO W/I
COMMON STOCK NPV
884768102
754
254682
SH
SOLE
254682
0
0
TIMKEN CO
COMMON STOCK NPV
887389104
3755
55354
SH
SOLE
55354
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
543
3244
SH
SOLE
3244
0
0
TREE.COM INC
COMMON STOCK USD.01
894675107
842
28888
SH
SOLE
28888
0
0
TRIMBLE NAVIGATION LTD
COMMON STOCK NPV
896239100
562
15210
SH
SOLE
15210
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD1.
896522109
6926
158412
SH
SOLE
158412
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
430
6155
SH
SOLE
6155
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
3014
80288
SH
SOLE
80288
0
0
UGI CORP
COMMON STOCK NPV
902681105
7248
143515
SH
SOLE
143515
0
0
UIL HOLDINGS CORP
COMMON STOCK NPV
902748102
817
21100
SH
SOLE
21100
0
0
US BANCORP
COMMON STOCK USD.01
902973304
34039
785747
SH
SOLE
785747
0
0
URS CORP
COMMON STOCK USD.01
903236107
726
15845
SH
SOLE
15845
0
0
ULTRA PETROLEUM CORP
COMMON STOCK NPV
903914109
20960
705974
SH
SOLE
705974
0
0
UNIFI INC
COMMON STOCK USD.1
904677200
661
24020
SH
SOLE
24020
0
0
UNILEVER PLC SPONSORED ADR
ADR
904767704
1860
41047
SH
SOLE
41047
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
8670
86916
SH
SOLE
86916
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
4339
63033
SH
SOLE
63033
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
1540
52510
SH
SOLE
52510
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
963
9380
SH
SOLE
9380
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
3113
29721
SH
SOLE
29721
0
0
UNITED STATES STEEL CORP
COMMON STOCK USD1.
912909108
357
13700
SH
SOLE
13700
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
764
18433
SH
SOLE
18433
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
697
6041
SH
SOLE
6041
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
7281
76032
SH
SOLE
76032
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
2833
18645
SH
SOLE
18645
0
0
VALSPAR CORP
COMMON STOCK USD.5
920355104
1111
14583
SH
SOLE
14583
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
4349
280790
SH
SOLE
280790
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
2501
175535
SH
SOLE
175535
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
5976
72353
SH
SOLE
72353
0
0
WADDELL + REED FINANCIAL A
COMMON STOCK USD.01
930059100
7264
116063
SH
SOLE
116063
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
6501
86605
SH
SOLE
86605
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
2492
33623
SH
SOLE
33623
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
101
4484
SH
SOLE
4484
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
7470
236846
SH
SOLE
236846
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
14459
275098
SH
SOLE
275098
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
16717
181115
SH
SOLE
181115
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
2673
71189
SH
SOLE
71189
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
2780
19970
SH
SOLE
19970
0
0
WORLD ACCEPTANCE CORP
COMMON STOCK NPV
981419104
2261
29760
SH
SOLE
29760
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK NPV
981811102
11173
259591
SH
SOLE
259591
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
2725
219059
SH
SOLE
219059
0
0
PETROCHINA CO LTD ADR
ADR
71646E100
1186
9447
SH
SOLE
9447
0
0
VITAMIN SHOPPE INC
COMMON STOCK USD.01
92849E101
413
9610
SH
SOLE
9610
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
4085
83700
SH
SOLE
83700
0
0
HCI GROUP INC
COMMON STOCK NPV
40416E103
898
22110
SH
SOLE
22110
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1968
27080
SH
SOLE
27080
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
22746
606874
SH
SOLE
606874
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
4536
77435
SH
SOLE
77435
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
9295
98808
SH
SOLE
98808
0
0
VALE SA SP PREF ADR
ADR NPV
91912E204
1134
95296
SH
SOLE
95296
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
4628
132454
SH
SOLE
132454
0
0
AES CORP
COMMON STOCK USD.01
00130H105
8280
532459
SH
SOLE
532459
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
5134
145191
SH
SOLE
145191
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
1473
26100
SH
SOLE
26100
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
1458
43264
SH
SOLE
43264
0
0
ADVANCED SEMICONDUCTOR E ADR
ADR
00756M404
2890
444676
SH
SOLE
444676
0
0
AECOM TECHNOLOGY CORP
COMMON STOCK USD.01
00766T100
11928
370433
SH
SOLE
370433
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1900
23434
SH
SOLE
23434
0
0
ALNYLAM PHARMACEUTICALS INC
COMMON STOCK USD.01
02043Q107
910
14399
SH
SOLE
14399
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
2470
58900
SH
SOLE
58900
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
1671
80543
SH
SOLE
80543
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
46548
2243258
SH
SOLE
0
0
2243258
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
30744
715633
SH
SOLE
715633
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
1597
37173
SH
SOLE
0
0
37173
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
1100
9170
SH
SOLE
9170
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
2194
133041
SH
SOLE
133041
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK NPV
03820C105
1261
24865
SH
SOLE
24865
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1033
23752
SH
SOLE
23752
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
1041
31996
SH
SOLE
31996
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
5308
80983
SH
SOLE
80983
0
0
AUXILIUM PHARMACEUTICALS INC
COMMON STOCK USD.01
05334D107
321
15989
SH
SOLE
15989
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
1103
23342
SH
SOLE
23342
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1344
1325000
SH
SOLE
1325000
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1192
1175000
SH
SOLE
0
0
1175000
BALLY TECHNOLOGIES INC
COMMON STOCK USD.1
05874B107
10312
156902
SH
SOLE
156902
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
46659
807244
SH
SOLE
807244
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
43163
746765
SH
SOLE
0
0
746765
BANKFINANCIAL CORP
COMMON STOCK USD.01
06643P104
282
25270
SH
SOLE
25270
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P100
2298
78650
SH
SOLE
78650
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
2311
7328
SH
SOLE
7328
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
908
41249
SH
SOLE
41249
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
3983
124309
SH
SOLE
124309
0
0
CTC MEDIA INC
COMMON STOCK USD.01
12642X106
4286
389279
SH
SOLE
389279
0
0
CTC MEDIA INC
COMMON STOCK USD.01
12642X106
7538
684627
SH
SOLE
0
0
684627
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
28694
347386
SH
SOLE
347386
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
4492
65515
SH
SOLE
65515
0
0
CAREFUSION CORP
COMMON STOCK USD.01
14170T101
2756
62137
SH
SOLE
62137
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
1383
31130
SH
SOLE
31130
0
0
CELESTICA INC
COMMON STOCK NPV
15101Q108
514
40916
SH
SOLE
40916
0
0
CELLDEX THERAPEUTICS INC
COMMON STOCK USD.001
15117B103
1003
61442
SH
SOLE
61442
0
0
CENOVUS ENERGY INC
COMMON STOCK NPV
15135U109
25181
777903
SH
SOLE
777903
0
0
CEPHEID INC
COMMON STOCK NPV
15670R107
958
19976
SH
SOLE
19976
0
0
CHINA MOBILE LTD SPON ADR
ADR
16941M109
2038
41928
SH
SOLE
41928
0
0
CHIQUITA BRANDS INTL
SR UNSECURED 08/16 4.25
170032AT3
1218
1210000
SH
SOLE
1210000
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
49080
1975054
SH
SOLE
1975054
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
5385
112712
SH
SOLE
112712
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
780
33592
SH
SOLE
33592
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
7798
145273
SH
SOLE
145273
0
0
CIA PARANAENSE ENER SP ADR P
ADR NPV
20441B407
607
39621
SH
SOLE
39621
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
821
2000000
SH
SOLE
2000000
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
6639
77435
SH
SOLE
77435
0
0
CONTANGO OIL + GAS
COMMON STOCK USD.04
21075N204
1872
44250
SH
SOLE
44250
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
149
2259
SH
SOLE
2259
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
2303
70101
SH
SOLE
70101
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
1540
15468
SH
SOLE
15468
0
0
CYBERONICS INC
COMMON STOCK USD.01
23251P102
2284
36567
SH
SOLE
36567
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
7651
311260
SH
SOLE
311260
0
0
DAVITA HEALTHCARE PARTNERS I
COMMON STOCK USD.001
23918K108
1326
18340
SH
SOLE
18340
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
4244
49925
SH
SOLE
49925
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
3133
43812
SH
SOLE
43812
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2646
35661
SH
SOLE
35661
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
3927
145670
SH
SOLE
145670
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
5297
152212
SH
SOLE
152212
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
2000
17118
SH
SOLE
17118
0
0
EPR PROPERTIES
REIT USD.01
26884U109
3811
68211
SH
SOLE
68211
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
3496
99900
SH
SOLE
99900
0
0
EINSTEIN NOAH RESTAURANT GRO
COMMON STOCK USD.001
28257U104
760
47334
SH
SOLE
47334
0
0
EMBRAER SA ADR
ADR
29082A107
736
20203
SH
SOLE
20203
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
554
24661
SH
SOLE
24661
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
7372
60413
SH
SOLE
60413
0
0
ENDOCYTE INC
COMMON STOCK
29269A102
381
57850
SH
SOLE
57850
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
10747
156226
SH
SOLE
156226
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
2323
168989
SH
SOLE
168989
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
11162
135973
SH
SOLE
135973
0
0
EPIZYME INC
COMMON STOCK USD.0001
29428V104
381
12236
SH
SOLE
12236
0
0
EQUINIX INC
COMMON STOCK USD.001
29444U502
2399
11419
SH
SOLE
11419
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
449
7132
SH
SOLE
7132
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
713
19545
SH
SOLE
19545
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
2197
129378
SH
SOLE
129378
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
3435
43608
SH
SOLE
43608
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
23737
342372
SH
SOLE
342372
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
4219
79233
SH
SOLE
79233
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
51666
513166
SH
SOLE
513166
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
4901
72833
SH
SOLE
72833
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
7035
46471
SH
SOLE
46471
0
0
FIDELITY NATIONAL INFORMATIO
COMMON STOCK USD.01
31620M106
3911
71448
SH
SOLE
71448
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
407
28409
SH
SOLE
28409
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
133
4638
SH
SOLE
4638
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
4139
39600
SH
SOLE
39600
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
4872
133473
SH
SOLE
133473
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
856
51600
SH
SOLE
51600
0
0
GNC HOLDINGS INC CL A
COMMON STOCK USD.001
36191G107
4259
124900
SH
SOLE
124900
0
0
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
1649
40755
SH
SOLE
40755
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
12020
331144
SH
SOLE
331144
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
2
51
SH
SOLE
0
0
51
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
4099
154033
SH
SOLE
154033
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
1
45
SH
SOLE
0
0
45
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
3246
174913
SH
SOLE
174913
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
1
45
SH
SOLE
0
0
45
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
4527
260165
SH
SOLE
260165
0
0
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
2233
40547
SH
SOLE
40547
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
25646
153166
SH
SOLE
153166
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
4766
8151
SH
SOLE
8151
0
0
GOOGLE INC CL C
COMMON STOCK USD.001
38259P706
5217
9068
SH
SOLE
9068
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
2809
110637
SH
SOLE
110637
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
12350
219048
SH
SOLE
219048
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
1932
61420
SH
SOLE
61420
0
0
HARBINGER GROUP INC
COMMON STOCK USD.01
41146A106
676
53200
SH
SOLE
53200
0
0
HEARTLAND PAYMENT SYSTEMS IN
COMMON STOCK USD.001
42235N108
6319
153330
SH
SOLE
153330
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1612
16302
SH
SOLE
16302
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
9023
296800
SH
SOLE
296800
0
0
HUTCHINSON TECHNOLOGY
SR UNSECURED 01/26 8.5
448407AG1
1920
2000000
SH
SOLE
2000000
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
3842
55494
SH
SOLE
55494
0
0
INFORMATICA CORP
COMMON STOCK USD.001
45666Q102
3377
94720
SH
SOLE
94720
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
1980
64413
SH
SOLE
64413
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
549
17569
SH
SOLE
17569
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
1290
26988
SH
SOLE
26988
0
0
ISHARES MSCI INDONESIA ETF
ISHARES MSCI INDONESIA ETF
46429B309
61
2300
SH
SOLE
2300
0
0
ISHARES MSCI POLAND CAPPED ETF
ISHARES MSCI POLAND CAPPED E
46429B606
1475
50242
SH
SOLE
50242
0
0
ISHARES MSCI CHINA ETF
ISHARES MSCI CHINA ETF
46429B671
432
9312
SH
SOLE
9312
0
0
ISHARES MSCI RUSSIA CAPPED ETF
ISHARES MSCI RUSSIA CAPPED E
46429B705
1549
76577
SH
SOLE
76577
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
42951
745423
SH
SOLE
745423
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
6475
51233
SH
SOLE
51233
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
3310
65072
SH
SOLE
65072
0
0
KBR INC
COMMON STOCK USD.001
48242W106
1958
82100
SH
SOLE
82100
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
572
23750
SH
SOLE
23750
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
1314
34170
SH
SOLE
34170
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
2772
120638
SH
SOLE
120638
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
28349
472871
SH
SOLE
472871
0
0
LG DISPLAY CO LTD ADR
ADR
50186V102
546
34612
SH
SOLE
34612
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
12155
276822
SH
SOLE
276822
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
434
6970
SH
SOLE
6970
0
0
MBIA INC
COMMON STOCK USD1.
55262C100
1241
112370
SH
SOLE
112370
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1148
42453
SH
SOLE
42453
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
581
23950
SH
SOLE
23950
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
2180
69785
SH
SOLE
69785
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
7000
247425
SH
SOLE
247425
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
27807
479272
SH
SOLE
479272
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
810
46951
SH
SOLE
46951
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
4328
2655000
SH
SOLE
2655000
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
3708
2275000
SH
SOLE
0
0
2275000
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
5175
60994
SH
SOLE
60994
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
8723
148787
SH
SOLE
148787
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
1198
16302
SH
SOLE
16302
0
0
MATSON INC
COMMON STOCK NPV
57686G105
1105
41180
SH
SOLE
41180
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
4743
25472
SH
SOLE
25472
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
4669
80287
SH
SOLE
80287
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
80372
1389309
SH
SOLE
1389309
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
22993
413834
SH
SOLE
413834
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
3588
49122
SH
SOLE
49122
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
9646
130075
SH
SOLE
130075
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
21062
425932
SH
SOLE
425932
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
947
24330
SH
SOLE
24330
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
18304
501199
SH
SOLE
501199
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
2610
75075
SH
SOLE
75075
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
490
32990
SH
SOLE
32990
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
2997
29246
SH
SOLE
29246
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
1043
14100
SH
SOLE
14100
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1147
83852
SH
SOLE
83852
0
0
OPKO HEALTH INC
COMMON STOCK USD.01
68375N103
602
68060
SH
SOLE
68060
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
71271
1758463
SH
SOLE
1758463
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
1635
189880
SH
SOLE
189880
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
636
30733
SH
SOLE
30733
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
1779
37041
SH
SOLE
37041
0
0
PPL CORPORATION
COMMON STOCK USD.01
69351T106
2589
72864
SH
SOLE
72864
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
326
3910
SH
SOLE
3910
0
0
PTC INC
COMMON STOCK USD.01
69370C100
4761
122710
SH
SOLE
122710
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
6550
177206
SH
SOLE
177206
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
3675
74233
SH
SOLE
74233
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
1354
69540
SH
SOLE
69540
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
3836
140200
SH
SOLE
140200
0
0
PORTFOLIO RECOVERY ASSOCIATE
COMMON STOCK USD.01
73640Q105
3097
52017
SH
SOLE
52017
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
22831
171866
SH
SOLE
171866
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
5107
60500
SH
SOLE
60500
0
0
PROLOGIS INC
REIT USD.01
74340W103
1089
26491
SH
SOLE
26491
0
0
PROSPECT CAPITAL CORP
COMMON STOCK USD.001
74348T102
4313
405890
SH
SOLE
405890
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
2444
14264
SH
SOLE
14264
0
0
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
74587V107
1722
26097
SH
SOLE
26097
0
0
QUALITY DISTRIBUTION INC
COMMON STOCK NPV
74756M102
1032
69470
SH
SOLE
69470
0
0
RLJ LODGING TRUST
REIT
74965L101
4706
162882
SH
SOLE
162882
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
1374
77401
SH
SOLE
77401
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
286
24900
SH
SOLE
24900
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1787
113593
SH
SOLE
113593
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
3752
34295
SH
SOLE
34295
0
0
SM ENERGY CO
COMMON STOCK USD.01
78454L100
2977
35400
SH
SOLE
35400
0
0
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
23291
119000
SH
SOLE
119000
0
0
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
2454
55496
SH
SOLE
55496
0
0
SANDISK CORP
COMMON STOCK USD.001
80004C101
2022
19359
SH
SOLE
19359
0
0
ENERGY SELECT SECTOR SPDR FUND
ENERGY SELECT SECTOR SPDR
81369Y506
5009
50035
SH
SOLE
50035
0
0
FINANCIAL SELECT SECTOR SPDR F
FINANCIAL SELECT SECTOR SPDR
81369Y605
2874
126400
SH
SOLE
126400
0
0
SELECT COMFORT CORPORATION
COMMON STOCK USD.01
81616X103
494
23907
SH
SOLE
23907
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1696
57204
SH
SOLE
57204
0
0
SHUTTERFLY INC
COMMON STOCK USD.0001
82568P304
1081
25100
SH
SOLE
25100
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
9235
196651
SH
SOLE
196651
0
0
SOHU.COM INC
COMMON STOCK USD.001
83408W103
4206
72900
SH
SOLE
72900
0
0
SOLARWINDS INC
COMMON STOCK USD.001
83416B109
1237
32000
SH
SOLE
32000
0
0
SOVRAN SELF STORAGE INC
REIT USD.01
84610H108
1770
22917
SH
SOLE
22917
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
8080
271228
SH
SOLE
271228
0
0
STEMLINE THERAPEUTICS INC
COMMON STOCK USD.0001
85858C107
569
38810
SH
SOLE
38810
0
0
SWIFT TRANSPORTATION CO
COMMON STOCK USD.001
87074U101
1626
64460
SH
SOLE
64460
0
0
SYNAGEVA BIOPHARMA CORP
COMMON STOCK USD.001
87159A103
1777
16960
SH
SOLE
16960
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
2491
34187
SH
SOLE
34187
0
0
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
88023U101
652
10915
SH
SOLE
10915
0
0
TETRAPHASE PHARMACEUTICALS I
COMMON STOCK USD.001
88165N105
269
19915
SH
SOLE
19915
0
0
3M CO
COMMON STOCK USD.01
88579Y101
1168
8151
SH
SOLE
8151
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
3512
23842
SH
SOLE
23842
0
0
TOWER GROUP INTL LTD
SR UNSECURED 09/14 5
891777AC8
690
800000
SH
SOLE
800000
0
0
TOWER GROUP INTL LTD
SR UNSECURED 09/14 5
891777AC8
604
700000
SH
SOLE
0
0
700000
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
1447
18070
SH
SOLE
18070
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
8135
328668
SH
SOLE
328668
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
893
98708
SH
SOLE
98708
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
5004
56545
SH
SOLE
56545
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
2941
35970
SH
SOLE
35970
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
1842
52982
SH
SOLE
52982
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
726
77107
SH
SOLE
77107
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
7968
159034
SH
SOLE
159034
0
0
VERASTEM INC
COMMON STOCK USD.0001
92337C104
298
32880
SH
SOLE
32880
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
43040
879631
SH
SOLE
879631
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
1416
28873
SH
SOLE
28873
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
15649
180436
SH
SOLE
180436
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
4723
22415
SH
SOLE
22415
0
0
VODAFONE GROUP PLC SP ADR
ADR
92857W308
1440
43124
SH
SOLE
43124
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
830
7771
SH
SOLE
7771
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
875
62036
SH
SOLE
62036
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
1276
28529
SH
SOLE
28529
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
969
33570
SH
SOLE
33570
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
9044
84046
SH
SOLE
84046
0
0
WINDSTREAM HOLDINGS INC
COMMON STOCK USD.0001
97382A101
330
33100
SH
SOLE
33100
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
4226
91861
SH
SOLE
91861
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK USD.01
97717P104
1694
137018
SH
SOLE
137018
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
6632
87586
SH
SOLE
87586
0
0
ZILLOW INC CLASS A
COMMON STOCK USD.0001
98954A107
699
4888
SH
SOLE
4888
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
274
2640
SH
SOLE
2640
0
0
ACTAVIS PLC
COMMON STOCK USD.0033
G0083B108
4629
20754
SH
SOLE
20754
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
372
4596
SH
SOLE
4596
0
0
CHIPMOS TECHNOLOGIES BERMUDA
COMMON STOCK USD.01
G2110R114
595
24654
SH
SOLE
24654
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
230
2546
SH
SOLE
2546
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
11287
164192
SH
SOLE
164192
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
4279
77000
SH
SOLE
77000
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
1902
94680
SH
SOLE
94680
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
4585
28570
SH
SOLE
28570
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
1891
61704
SH
SOLE
61704
0
0
HERBALIFE LTD
COMMON STOCK USD.002
G4412G101
4344
67300
SH
SOLE
67300
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
233
3729
SH
SOLE
3729
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
2049
13936
SH
SOLE
13936
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
4181
291783
SH
SOLE
291783
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
5536
188493
SH
SOLE
188493
0
0
NOBLE CORP PLC
COMMON STOCK USD.01
G65431101
1094
32604
SH
SOLE
32604
0
0
HOME LOAN SERVICING SOLUTION
COMMON STOCK
G6648D109
2224
97850
SH
SOLE
97850
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
2774
181772
SH
SOLE
181772
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
4287
112114
SH
SOLE
112114
0
0
ACE LTD
COMMON STOCK CHF26.59
H0023R105
3170
30566
SH
SOLE
30566
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
1134
18340
SH
SOLE
18340
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1439
71487
SH
SOLE
71487
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
6657
68174
SH
SOLE
68174
0
0