Chief Administrative Officer

0001140361-15-004446.txt : 20150206 0001140361-15-004446.hdr.sgml : 20150206 20150206093427 ACCESSION NUMBER: 0001140361-15-004446 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150206 DATE AS OF CHANGE: 20150206 EFFECTIVENESS DATE: 20150206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp CENTRAL INDEX KEY: 0001128251 IRS NUMBER: 510350197 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05977 FILM NUMBER: 15582333 BUSINESS ADDRESS: STREET 1: DELAWARE CORPORATE CENTER STREET 2: ONE RIGHTER PARKWAY, SUITE 3200 CITY: WILMINGTON STATE: DE ZIP: 19803 BUSINESS PHONE: 3024776076 MAIL ADDRESS: STREET 1: DELAWARE CORPORATE CENTER STREET 2: ONE RIGHTER PARKWAY, SUITE 3200 CITY: WILMINGTON STATE: DE ZIP: 19803 FORMER COMPANY: FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT DATE OF NAME CHANGE: 20001114 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001128251 XXXXXXXX 12-31-2014 12-31-2014 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 02-05-2015 0 618 5428846 false INFORMATION TABLE 2 form13fInfoTable.xml AFLAC INC COMMON STOCK USD.1 001055102 754 12336 SH SOLE 12336 0 0 AGCO CORP COMMON STOCK USD.01 001084102 2559 56614 SH SOLE 56614 0 0 AGL RESOURCES INC COMMON STOCK USD5. 001204106 9482 173945 SH SOLE 173945 0 0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 4587 101888 SH SOLE 101888 0 0 ADVENT SOFTWARE INC COMMON STOCK USD.01 007974108 1232 40199 SH SOLE 40199 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 2043 9628 SH SOLE 9628 0 0 AIRGAS INC COMMON STOCK USD.01 009363102 2230 19359 SH SOLE 19359 0 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 969 20000 SH SOLE 20000 0 0 ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 8332 139422 SH SOLE 139422 0 0 ALBEMARLE CORP COMMON STOCK USD.01 012653101 3641 60544 SH SOLE 60544 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 3906 44020 SH SOLE 44020 0 0 ALLEGHANY CORP COMMON STOCK USD1. 017175100 3244 6998 SH SOLE 6998 0 0 ALLERGAN INC COMMON STOCK USD.01 018490102 819 3853 SH SOLE 3853 0 0 ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 373 25710 SH SOLE 25710 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 2004 28529 SH SOLE 28529 0 0 ALON USA ENERGY INC COMMON STOCK USD.01 020520102 673 53155 SH SOLE 53155 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 4365 105534 SH SOLE 105534 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1768 29118 SH SOLE 29118 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1128 12125 SH SOLE 12125 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 48592 867562 SH SOLE 867562 0 0 AMETEK INC COMMON STOCK USD.01 031100100 1942 36900 SH SOLE 36900 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 8278 51969 SH SOLE 51969 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 4579 81412 SH SOLE 81412 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 5173 62704 SH SOLE 62704 0 0 ANGLOGOLD ASHANTI SPON ADR ADR NPV 035128206 10005 1149987 SH SOLE 1149987 0 0 ANGLOGOLD ASHANTI SPON ADR ADR NPV 035128206 16354 1879822 SH SOLE 0 0 1879822 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 2027 49765 SH SOLE 49765 0 0 ANTHEM INC COMMON STOCK USD.01 036752103 9034 71884 SH SOLE 71884 0 0 APACHE CORP COMMON STOCK USD.625 037411105 4214 67246 SH SOLE 67246 0 0 APPLE INC COMMON STOCK USD.00001 037833100 90511 819995 SH SOLE 819995 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1418 56888 SH SOLE 56888 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 5722 110039 SH SOLE 110039 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 7275 125672 SH SOLE 125672 0 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1880 24760 SH SOLE 24760 0 0 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 1060 30270 SH SOLE 30270 0 0 ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 3092 108988 SH SOLE 108988 0 0 AVERY DENNISON CORP COMMON STOCK USD1. 053611109 2379 45850 SH SOLE 45850 0 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 2661 40123 SH SOLE 40123 0 0 AVNET INC COMMON STOCK USD1. 053807103 8358 194287 SH SOLE 194287 0 0 AVON PRODUCTS INC COMMON STOCK USD.25 054303102 7118 758092 SH SOLE 758092 0 0 BAKER HUGHES INC COMMON STOCK USD1. 057224107 19901 354923 SH SOLE 354923 0 0 BALL CORP COMMON STOCK NPV 058498106 4515 66227 SH SOLE 66227 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 43580 2436007 SH SOLE 2436007 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 288 7106 SH SOLE 7106 0 0 CR BARD INC COMMON STOCK USD.25 067383109 5602 33623 SH SOLE 33623 0 0 BARRACUDA NETWORKS INC COMMON STOCK USD.001 068323104 872 24340 SH SOLE 24340 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1. 071813109 280 3826 SH SOLE 3826 0 0 BBCN BANCORP INC COMMON STOCK USD.001 073295107 1306 90817 SH SOLE 90817 0 0 B/E AEROSPACE INC COMMON STOCK USD.01 073302101 3047 52524 SH SOLE 52524 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 16859 121150 SH SOLE 121150 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 39667 520765 SH SOLE 520765 0 0 BEL FUSE INC CL B COMMON STOCK USD.1 077347300 1079 39450 SH SOLE 39450 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 15772 105041 SH SOLE 105041 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 4023 303600 SH SOLE 303600 0 0 BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1839 42442 SH SOLE 42442 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 21584 1823003 SH SOLE 1823003 0 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 2000 39020 SH SOLE 39020 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 19997 361357 SH SOLE 361357 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 1138 4177 SH SOLE 4177 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 19725 191671 SH SOLE 191671 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 2908 60800 SH SOLE 60800 0 0 CNOOC LTD SPON ADR ADR 126132109 552 4073 SH SOLE 4073 0 0 CVS HEALTH CORP COMMON STOCK USD.01 126650100 14504 150594 SH SOLE 150594 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 6012 316920 SH SOLE 316920 0 0 CALAMP CORP COMMON STOCK USD.01 128126109 1045 57130 SH SOLE 57130 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 3848 173868 SH SOLE 173868 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 2895 39201 SH SOLE 39201 0 0 CASCADE MICROTECH INC COMMON STOCK USD.01 147322101 877 60000 SH SOLE 60000 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 12896 140899 SH SOLE 140899 0 0 CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 1253 48964 SH SOLE 48964 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 3915 65300 SH SOLE 65300 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 50875 454806 SH SOLE 454806 0 0 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 547 22420 SH SOLE 22420 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 4280 115015 SH SOLE 115015 0 0 CHEVRONTEXACO CORP COMMON STOCK USD.75 166764100 67382 600663 SH SOLE 600663 0 0 CHUBB CORP COMMON STOCK USD1. 171232101 2952 28529 SH SOLE 28529 0 0 CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 1372 58192 SH SOLE 58192 0 0 CINTAS CORP COMMON STOCK NPV 172908105 5978 76217 SH SOLE 76217 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 63170 1167439 SH SOLE 1167439 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1300 20378 SH SOLE 20378 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 1464 14045 SH SOLE 14045 0 0 CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 375 6703 SH SOLE 6703 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 44854 1062389 SH SOLE 1062389 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 21468 310280 SH SOLE 310280 0 0 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 1787 63746 SH SOLE 63746 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 1256 73360 SH SOLE 73360 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 4995 92636 SH SOLE 92636 0 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 984 19034 SH SOLE 19034 0 0 CIA DE MINAS BUENAVENTUR ADR ADR 204448104 13845 1448231 SH SOLE 1448231 0 0 CIA DE MINAS BUENAVENTUR ADR ADR 204448104 26242 2744939 SH SOLE 0 0 2744939 COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 3983 63171 SH SOLE 63171 0 0 CONAGRA FOODS INC COMMON STOCK USD5. 205887102 8036 221511 SH SOLE 221511 0 0 CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 1009 27800 SH SOLE 27800 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 2632 16240 SH SOLE 16240 0 0 CORNING INC COMMON STOCK USD.5 219350105 6238 272041 SH SOLE 272041 0 0 CRANE CO COMMON STOCK USD1. 224399105 4484 76391 SH SOLE 76391 0 0 CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 450 3300 SH SOLE 3300 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 1453 28546 SH SOLE 28546 0 0 CYNOSURE INC A COMMON STOCK USD.001 232577205 402 14663 SH SOLE 14663 0 0 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 1232 14264 SH SOLE 14264 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 4341 199700 SH SOLE 199700 0 0 DEERE + CO COMMON STOCK USD1. 244199105 1623 18340 SH SOLE 18340 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 1557 57074 SH SOLE 57074 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 20000 406591 SH SOLE 406591 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 2991 48043 SH SOLE 48043 0 0 DILLARDS INC CL A COMMON STOCK NPV 254067101 9050 72295 SH SOLE 72295 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 37865 402003 SH SOLE 402003 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 1435 21906 SH SOLE 21906 0 0 DOMTAR CORP COMMON STOCK USD.01 257559203 2369 58895 SH SOLE 58895 0 0 DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 1626 35661 SH SOLE 35661 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 737132 9969322 SH SOLE 9969322 0 0 DUCOMMUN INC COMMON STOCK USD.01 264147109 854 33794 SH SOLE 33794 0 0 EMC CORP/MA COMMON STOCK USD.01 268648102 4947 166328 SH SOLE 166328 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 2079 85724 SH SOLE 85724 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 5816 76668 SH SOLE 76668 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 6 832 SH SOLE 832 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 13 1666 SH SOLE 0 0 1666 EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 5 832 SH SOLE 832 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 10 1666 SH SOLE 0 0 1666 EASTMAN KODAK CO COMMON STOCK USD.01 277461406 53 2448 SH SOLE 2448 0 0 EASTMAN KODAK CO COMMON STOCK USD.01 277461406 104 4794 SH SOLE 0 0 4794 EBAY INC COMMON STOCK USD.001 278642103 5361 95531 SH SOLE 95531 0 0 EDISON INTERNATIONAL COMMON STOCK NPV 281020107 1851 28263 SH SOLE 28263 0 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 1183 25166 SH SOLE 25166 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 433 10110 SH SOLE 10110 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 25075 406207 SH SOLE 406207 0 0 ENERNOC INC COMMON STOCK USD.001 292764107 505 32670 SH SOLE 32670 0 0 EPLUS INC COMMON STOCK USD.01 294268107 1514 20000 SH SOLE 20000 0 0 ERICSSON (LM) TEL SP ADR ADR 294821608 1106 91430 SH SOLE 91430 0 0 FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 702 43575 SH SOLE 43575 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 4810 254647 SH SOLE 254647 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 712 18263 SH SOLE 18263 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 7763 138180 SH SOLE 138180 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 15622 1007873 SH SOLE 1007873 0 0 FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 776 46465 SH SOLE 46465 0 0 GATX CORP COMMON STOCK USD.625 361448103 443 7700 SH SOLE 7700 0 0 GANNETT CO COMMON STOCK USD1. 364730101 5754 180219 SH SOLE 180219 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 2231 52982 SH SOLE 52982 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 4892 35546 SH SOLE 35546 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 18421 728969 SH SOLE 728969 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 52844 560622 SH SOLE 560622 0 0 GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 1352 25171 SH SOLE 25171 0 0 HSN INC COMMON STOCK USD.01 404303109 5734 75450 SH SOLE 75450 0 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 4253 38102 SH SOLE 38102 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 521 7900 SH SOLE 7900 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 1863 84651 SH SOLE 84651 0 0 HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 5838 151802 SH SOLE 151802 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 1825 27073 SH SOLE 27073 0 0 HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 47432 1181958 SH SOLE 1181958 0 0 HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 910 18780 SH SOLE 18780 0 0 HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 4750 104113 SH SOLE 104113 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2476 66062 SH SOLE 66062 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 2962 110771 SH SOLE 110771 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 7380 70303 SH SOLE 70303 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 10141 90170 SH SOLE 90170 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 3366 147742 SH SOLE 147742 0 0 HURCO COMPANIES INC COMMON STOCK NPV 447324104 426 12510 SH SOLE 12510 0 0 HYSTER YALE MATERIALS COMMON STOCK USD.01 449172105 3707 50637 SH SOLE 50637 0 0 ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 3037 89873 SH SOLE 89873 0 0 IDACORP INC COMMON STOCK NPV 451107106 1787 26994 SH SOLE 26994 0 0 INGREDION INC COMMON STOCK USD.01 457187102 5386 63479 SH SOLE 63479 0 0 INTEL CORP COMMON STOCK USD.001 458140100 10538 290381 SH SOLE 290381 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 6048 37699 SH SOLE 37699 0 0 INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125 459506101 14915 147147 SH SOLE 147147 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 19794 369438 SH SOLE 369438 0 0 ISHARES MSCI BRAZIL CAPPED ETF ISHARES MSCI BRAZIL CAPPED E 464286400 1010 27620 SH SOLE 27620 0 0 ISHARES MSCI THAILAND CAPPED E ISHARES MSCI THAILAND CAPPED 464286624 361 4662 SH SOLE 4662 0 0 ISHARES MSCI CHILE CAPPED ETF ISHARES MSCI CHILE CAPPED ET 464286640 408 10231 SH SOLE 10231 0 0 ISHARES MSCI TAIWAN ETF ISHARES MSCI TAIWAN ETF 464286731 2671 176768 SH SOLE 176768 0 0 ISHARES MSCI SOUTH KOREA CAPPE ISHARES MSCI SOUTH KOREA CAP 464286772 5847 105734 SH SOLE 105734 0 0 ISHARES MSCI MALAYSIA ETF ISHARES MSCI MALAYSIA ETF 464286830 1058 78503 SH SOLE 78503 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 55961 1424293 SH SOLE 1424293 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 116551 2966437 SH SOLE 0 0 2966437 ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 54927 902815 SH SOLE 902815 0 0 ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 1228 19887 SH SOLE 19887 0 0 ITAU UNIBANCO H SPON PRF ADR ADR NPV 465562106 588 45234 SH SOLE 45234 0 0 JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 3612 165446 SH SOLE 165446 0 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 3651 81700 SH SOLE 81700 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 22261 212879 SH SOLE 212879 0 0 JOHNSON CONTROLS INC COMMON STOCK USD.01388 478366107 967 20005 SH SOLE 20005 0 0 JOY GLOBAL INC COMMON STOCK USD1. 481165108 17080 367160 SH SOLE 367160 0 0 KLX INC COMMON STOCK USD.01 482539103 1083 26262 SH SOLE 26262 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 2395 20725 SH SOLE 20725 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 6311 103386 SH SOLE 103386 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 1968 68430 SH SOLE 68430 0 0 KROGER CO COMMON STOCK USD1. 501044101 13225 205960 SH SOLE 205960 0 0 LTC PROPERTIES INC REIT USD.01 502175102 1191 27592 SH SOLE 27592 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 519 6547 SH SOLE 6547 0 0 LANNETT CO INC COMMON STOCK USD.001 516012101 2303 53700 SH SOLE 53700 0 0 LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 4961 85300 SH SOLE 85300 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 3736 92320 SH SOLE 92320 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 1552 225290 SH SOLE 225290 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 30092 394905 SH SOLE 394905 0 0 LEAR CORP COMMON STOCK USD.01 521865204 2238 22818 SH SOLE 22818 0 0 LEGGETT + PLATT INC COMMON STOCK USD.01 524660107 1845 43302 SH SOLE 43302 0 0 LENNAR CORP A COMMON STOCK USD.1 526057104 4073 90900 SH SOLE 90900 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 5606 250034 SH SOLE 250034 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 2671 38717 SH SOLE 38717 0 0 LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 3570 51676 SH SOLE 51676 0 0 LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 1469 25472 SH SOLE 25472 0 0 LITHIA MOTORS INC CL A COMMON STOCK NPV 536797103 2272 26203 SH SOLE 26203 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 8832 128379 SH SOLE 128379 0 0 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 2288 56194 SH SOLE 56194 0 0 MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 971 76380 SH SOLE 76380 0 0 MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 13135 594339 SH SOLE 594339 0 0 MARATHON OIL CORP COMMON STOCK USD1. 565849106 1211 42793 SH SOLE 42793 0 0 MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 571157106 619 30136 SH SOLE 30136 0 0 MARSH + MCLENNAN COS COMMON STOCK USD1. 571748102 536 9364 SH SOLE 9364 0 0 MASCO CORP COMMON STOCK USD1. 574599106 4402 174700 SH SOLE 174700 0 0 MATADOR RESOURCES CO COMMON STOCK USD.01 576485205 1566 77430 SH SOLE 77430 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 33807 360804 SH SOLE 360804 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 730 7262 SH SOLE 7262 0 0 MEDTRONIC INC COMMON STOCK USD.1 585055106 34399 476437 SH SOLE 476437 0 0 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 10931 498683 SH SOLE 498683 0 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 980 26842 SH SOLE 26842 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 4163 13765 SH SOLE 13765 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 101599 2187276 SH SOLE 2187276 0 0 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 419 9289 SH SOLE 9289 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 9896 282649 SH SOLE 282649 0 0 HERMAN MILLER INC COMMON STOCK USD.2 600544100 2120 72030 SH SOLE 72030 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 1453 20920 SH SOLE 20920 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 757 45644 SH SOLE 45644 0 0 MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 9105 250645 SH SOLE 250645 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 7794 200876 SH SOLE 200876 0 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 563 19849 SH SOLE 19849 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 3500 69284 SH SOLE 69284 0 0 MYLAN INC COMMON STOCK USD.5 628530107 3983 70667 SH SOLE 70667 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 36322 1347760 SH SOLE 1347760 0 0 NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 2582 53831 SH SOLE 53831 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 27957 426632 SH SOLE 426632 0 0 NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 340 4630 SH SOLE 4630 0 0 NEENAH PAPER INC COMMON STOCK USD.01 640079109 1862 30898 SH SOLE 30898 0 0 NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 29618 777590 SH SOLE 777590 0 0 NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 1124 117816 SH SOLE 117816 0 0 NOKIA CORP SPON ADR ADR 654902204 1351 171937 SH SOLE 171937 0 0 NORTHEAST UTILITIES COMMON STOCK USD5. 664397106 2345 43812 SH SOLE 43812 0 0 NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 568 100464 SH SOLE 100464 0 0 OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 2882 174246 SH SOLE 174246 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 37220 461734 SH SOLE 461734 0 0 OMNICARE INC COMMON STOCK USD1. 681904108 4937 67690 SH SOLE 67690 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 1433 18500 SH SOLE 18500 0 0 ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 1768 53264 SH SOLE 53264 0 0 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 2497 91865 SH SOLE 91865 0 0 OUTERWALL INC W/I COMMON STOCK USD.001 690070107 1425 18945 SH SOLE 18945 0 0 PICO HOLDINGS INC COMMON STOCK USD.001 693366205 475 25222 SH SOLE 25222 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 22986 251954 SH SOLE 251954 0 0 POSCO SPON ADR ADR 693483109 15789 247439 SH SOLE 247439 0 0 POSCO SPON ADR ADR 693483109 20403 319739 SH SOLE 0 0 319739 PACCAR INC COMMON STOCK USD1. 693718108 454 6670 SH SOLE 6670 0 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 9957 127573 SH SOLE 127573 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 23052 178770 SH SOLE 178770 0 0 PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 1098 40755 SH SOLE 40755 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 9056 95775 SH SOLE 95775 0 0 PFIZER INC COMMON STOCK USD.05 717081103 73750 2367583 SH SOLE 2367583 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 14441 177304 SH SOLE 177304 0 0 PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 1639 106404 SH SOLE 106404 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 2802 41014 SH SOLE 41014 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 3872 25600 SH SOLE 25600 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 1408 37224 SH SOLE 37224 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 60000 658688 SH SOLE 658688 0 0 PRIVATEBANCORP INC COMMON STOCK NPV 742962103 2337 69981 SH SOLE 69981 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 3546 64052 SH SOLE 64052 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 411 4542 SH SOLE 4542 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 10368 250365 SH SOLE 250365 0 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 6749 314491 SH SOLE 314491 0 0 QLOGIC CORP COMMON STOCK USD.001 747277101 1023 76794 SH SOLE 76794 0 0 QUAD GRAPHICS INC COMMON STOCK USD.025 747301109 3 144 SH SOLE 0 0 144 QUALCOMM INC COMMON STOCK USD.0001 747525103 5920 79646 SH SOLE 79646 0 0 RF MICRO DEVICES INC COMMON STOCK NPV 749941100 1402 84520 SH SOLE 84520 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 2183 130560 SH SOLE 130560 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 4308 75200 SH SOLE 75200 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 25703 419498 SH SOLE 419498 0 0 REPLIGEN CORP COMMON STOCK USD.01 759916109 275 13892 SH SOLE 13892 0 0 REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 2391 38580 SH SOLE 38580 0 0 RITE AID CORP COMMON STOCK USD1. 767754104 2013 267666 SH SOLE 267666 0 0 ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 2402 41149 SH SOLE 41149 0 0 ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 4705 77152 SH SOLE 77152 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 2446 22000 SH SOLE 22000 0 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 1057 12506 SH SOLE 12506 0 0 ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 1465 50910 SH SOLE 50910 0 0 ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 3509 157302 SH SOLE 157302 0 0 RYDER SYSTEM INC COMMON STOCK USD.5 783549108 1391 14978 SH SOLE 14978 0 0 RYERSON HOLDING CORP COMMON STOCK USD.01 783754104 838 84410 SH SOLE 84410 0 0 RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 1943 50391 SH SOLE 50391 0 0 SJW CORP COMMON STOCK USD1.042 784305104 1205 37500 SH SOLE 37500 0 0 SAGENT PHARMACEUTICALS INC COMMON STOCK USD.01 786692103 1040 41400 SH SOLE 41400 0 0 SALIX PHARMACEUTICALS LTD COMMON STOCK USD.001 795435106 980 8523 SH SOLE 8523 0 0 SANDERSON FARMS INC COMMON STOCK USD1. 800013104 4855 57784 SH SOLE 57784 0 0 SANMINA CORP COMMON STOCK USD.01 801056102 729 31000 SH SOLE 31000 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 4331 31807 SH SOLE 31807 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 37905 443801 SH SOLE 443801 0 0 SEMPRA ENERGY COMMON STOCK NPV 816851109 1929 17321 SH SOLE 17321 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 2278 8660 SH SOLE 8660 0 0 SHINHAN FINANCIAL GROUP ADR ADR 824596100 634 15704 SH SOLE 15704 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 1815 44638 SH SOLE 44638 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 4602 25268 SH SOLE 25268 0 0 SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 1371 24822 SH SOLE 24822 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 3260 57800 SH SOLE 57800 0 0 SNAP ON INC COMMON STOCK USD1. 833034101 8977 65651 SH SOLE 65651 0 0 SOUTHERN CO/THE COMMON STOCK USD5. 842587107 1741 35457 SH SOLE 35457 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 7718 182380 SH SOLE 182380 0 0 SPARK ENERGY INC CLASS A COMMON STOCK USD.01 846511103 418 29690 SH SOLE 29690 0 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 6522 151530 SH SOLE 151530 0 0 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 3328 34642 SH SOLE 34642 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 2511 138568 SH SOLE 138568 0 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 1834 92887 SH SOLE 92887 0 0 STERIS CORP COMMON STOCK NPV 859152100 2289 35295 SH SOLE 35295 0 0 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 3442 82159 SH SOLE 82159 0 0 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 251 30299 SH SOLE 30299 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 1387 54045 SH SOLE 54045 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 5342 122900 SH SOLE 122900 0 0 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 26913 1202535 SH SOLE 1202535 0 0 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 42982 1920544 SH SOLE 0 0 1920544 TECH DATA CORP COMMON STOCK USD.0015 878237106 2774 43877 SH SOLE 43877 0 0 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 23612 1338574 SH SOLE 1338574 0 0 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 39786 2255437 SH SOLE 0 0 2255437 TESARO INC COMMON STOCK USD.0001 881569107 479 12880 SH SOLE 12880 0 0 TESORO CORP COMMON STOCK USD.167 881609101 9037 121552 SH SOLE 121552 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 1198 22415 SH SOLE 22415 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 33574 797292 SH SOLE 797292 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 435 260873 SH SOLE 260873 0 0 THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 93 55513 SH SOLE 0 0 55513 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 681 3469 SH SOLE 3469 0 0 TRIMBLE NAVIGATION LTD COMMON STOCK NPV 896239100 364 13729 SH SOLE 13729 0 0 TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 3188 113820 SH SOLE 113820 0 0 TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 5613 83508 SH SOLE 83508 0 0 TUESDAY MORNING CORP COMMON STOCK USD.01 899035505 872 40180 SH SOLE 40180 0 0 TURKCELL ILETISIM HIZMET ADR ADR TRY1. 900111204 123 8137 SH SOLE 8137 0 0 UGI CORP COMMON STOCK NPV 902681105 6813 179382 SH SOLE 179382 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 919 21100 SH SOLE 21100 0 0 US BANCORP COMMON STOCK USD.01 902973304 25116 558749 SH SOLE 558749 0 0 ULTRA PETROLEUM CORP COMMON STOCK NPV 903914109 6562 498659 SH SOLE 498659 0 0 UNILEVER PLC SPONSORED ADR ADR 904767704 1663 41082 SH SOLE 41082 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 30929 259624 SH SOLE 259624 0 0 UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 1483 67570 SH SOLE 67570 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 1871 18340 SH SOLE 18340 0 0 UNITED STATIONERS INC COMMON STOCK USD.1 913004107 777 18433 SH SOLE 18433 0 0 UNITED TECH CORP COMMON STOCK USD1. 913017109 33847 294323 SH SOLE 294323 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 5332 47922 SH SOLE 47922 0 0 VALSPAR CORP COMMON STOCK USD.5 920355104 1767 20438 SH SOLE 20438 0 0 VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 7204 180000 SH SOLE 180000 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 3586 253451 SH SOLE 253451 0 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1169 94555 SH SOLE 94555 0 0 WABTEC CORP COMMON STOCK USD.01 929740108 3430 39470 SH SOLE 39470 0 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 2267 45508 SH SOLE 45508 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 7700 89662 SH SOLE 89662 0 0 WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 4534 139383 SH SOLE 139383 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 16757 305664 SH SOLE 305664 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 24606 222275 SH SOLE 222275 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 2033 53824 SH SOLE 53824 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1421 7336 SH SOLE 7336 0 0 WHITESTONE REIT REIT USD.001 966084204 1016 67220 SH SOLE 67220 0 0 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 1827 23000 SH SOLE 23000 0 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 3971 84610 SH SOLE 84610 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 3493 116093 SH SOLE 116093 0 0 XEROX CORP COMMON STOCK USD1.0 984121103 2733 197153 SH SOLE 197153 0 0 PETROCHINA CO LTD ADR ADR 71646E100 781 7036 SH SOLE 7036 0 0 VERISIGN INC COMMON STOCK USD.001 92343E102 7970 139822 SH SOLE 139822 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 3069 34038 SH SOLE 34038 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 1237 16302 SH SOLE 16302 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 4153 32604 SH SOLE 32604 0 0 NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 27103 809527 SH SOLE 809527 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 5770 80492 SH SOLE 80492 0 0 TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 8597 81222 SH SOLE 81222 0 0 ADT CORP/THE COMMON STOCK USD.01 00101J106 6091 168115 SH SOLE 168115 0 0 AES CORP COMMON STOCK USD.01 00130H105 7535 547220 SH SOLE 547220 0 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 2602 61033 SH SOLE 61033 0 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 542 12728 SH SOLE 0 0 12728 ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 526 9330 SH SOLE 9330 0 0 AT+T INC COMMON STOCK USD1. 00206R102 4483 133473 SH SOLE 133473 0 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 1298 31764 SH SOLE 31764 0 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 1888 93700 SH SOLE 93700 0 0 ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 1541 9676 SH SOLE 9676 0 0 ADVANCED SEMICONDUCTOR E ADR ADR 00756M404 1989 324419 SH SOLE 324419 0 0 AECOM COMMON STOCK USD.01 00766T100 2748 90500 SH SOLE 90500 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 4706 52982 SH SOLE 52982 0 0 AMBEV SA ADR ADR NPV 02319V103 184 29603 SH SOLE 29603 0 0 AMERICA MOVIL SPN ADR CL L ADR NPV 02364W105 1324 59685 SH SOLE 59685 0 0 AMERICA MOVIL SPN ADR CL L ADR NPV 02364W105 41091 1852609 SH SOLE 0 0 1852609 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 49512 923212 SH SOLE 923212 0 0 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 1467 27357 SH SOLE 0 0 27357 AMSURG CORP COMMON STOCK NPV 03232P405 1540 28135 SH SOLE 28135 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 423 22250 SH SOLE 22250 0 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1505 92010 SH SOLE 92010 0 0 ARCBEST CORP COMMON STOCK USD.01 03937C105 1520 32772 SH SOLE 32772 0 0 ARCELORMITTAL NY REGISTERED NY REG SHRS NPV 03938L104 718 65100 SH SOLE 65100 0 0 ARRIS GROUP INC COMMON STOCK USD.01 04270V106 3943 130600 SH SOLE 130600 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 5226 76372 SH SOLE 76372 0 0 BPZ RESOURCES INC SR UNSECURED 03/15 6.5 055639AB4 530 1325000 SH SOLE 1325000 0 0 BPZ RESOURCES INC SR UNSECURED 03/15 6.5 055639AB4 470 1175000 SH SOLE 0 0 1175000 BPZ RESOURCES INC SR UNSECURED 10/17 8.5 055639AC2 1491 4668000 SH SOLE 4668000 0 0 BPZ RESOURCES INC SR UNSECURED 10/17 8.5 055639AC2 479 1500000 SH SOLE 0 0 1500000 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 19839 414360 SH SOLE 414360 0 0 BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 22131 462209 SH SOLE 0 0 462209 BANKRATE INC COMMON STOCK USD.01 06647F102 335 26980 SH SOLE 26980 0 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 551 78650 SH SOLE 78650 0 0 BIOGEN IDEC INC COMMON STOCK USD.0005 09062X103 2487 7326 SH SOLE 7326 0 0 CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 957 41249 SH SOLE 41249 0 0 CDW CORP/DE COMMON STOCK USD.01 12514G108 774 22000 SH SOLE 22000 0 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 333 8600 SH SOLE 8600 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 42573 515724 SH SOLE 515724 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 2274 28173 SH SOLE 28173 0 0 CELESTICA INC COMMON STOCK NPV 15101Q108 1531 130406 SH SOLE 130406 0 0 CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 434 23802 SH SOLE 23802 0 0 CENOVUS ENERGY INC COMMON STOCK NPV 15135U109 14020 679902 SH SOLE 679902 0 0 CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 875 203621 SH SOLE 203621 0 0 CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 306 71136 SH SOLE 0 0 71136 CHINA MOBILE LTD SPON ADR ADR 16941M109 1607 27320 SH SOLE 27320 0 0 CHIQUITA BRANDS INTL SR UNSECURED 08/16 4.25 170032AT3 1209 1210000 SH SOLE 1210000 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 65603 2358542 SH SOLE 2358542 0 0 COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 4714 106600 SH SOLE 106600 0 0 COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 54484 939220 SH SOLE 939220 0 0 ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 818 2000000 SH SOLE 2000000 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 5629 81510 SH SOLE 81510 0 0 COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 131 2259 SH SOLE 2259 0 0 CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 2299 63276 SH SOLE 63276 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 1877 13245 SH SOLE 13245 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 2177 15468 SH SOLE 15468 0 0 CYBERONICS INC COMMON STOCK USD.01 23251P102 1146 20587 SH SOLE 20587 0 0 DR HORTON INC COMMON STOCK USD.01 23331A109 4436 175396 SH SOLE 175396 0 0 DSW INC CLASS A COMMON STOCK NPV 23334L102 2217 59440 SH SOLE 59440 0 0 DAVITA HEALTHCARE PARTNERS I COMMON STOCK USD.001 23918K108 1543 20378 SH SOLE 20378 0 0 DIRECTV COMMON STOCK USD.01 25490A309 5565 64189 SH SOLE 64189 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 3526 45850 SH SOLE 45850 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 3915 46869 SH SOLE 46869 0 0 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 6835 205615 SH SOLE 205615 0 0 DYNEGY INC COMMON STOCK USD.01 26817R108 6410 211192 SH SOLE 211192 0 0 EPR PROPERTIES REIT USD.01 26884U109 3174 55084 SH SOLE 55084 0 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 5582 144200 SH SOLE 144200 0 0 EMBRAER SA SPON ADR ADR 29082A107 825 22383 SH SOLE 22383 0 0 EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 672 24661 SH SOLE 24661 0 0 ENDOCYTE INC COMMON STOCK 29269A102 454 72204 SH SOLE 72204 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 8225 133259 SH SOLE 133259 0 0 ENTEGRIS INC COMMON STOCK USD.01 29362U104 2584 195619 SH SOLE 195619 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 8747 99993 SH SOLE 99993 0 0 EPIZYME INC COMMON STOCK USD.0001 29428V104 271 14366 SH SOLE 14366 0 0 EQUINIX INC COMMON STOCK USD.001 29444U502 835 3682 SH SOLE 3682 0 0 EXELON CORP COMMON STOCK NPV 30161N101 573 15461 SH SOLE 15461 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P303 4783 56038 SH SOLE 56038 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 36413 430058 SH SOLE 430058 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 4194 71518 SH SOLE 71518 0 0 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 25130 271825 SH SOLE 271825 0 0 FACEBOOK INC A COMMON STOCK USD.000006 30303M102 5524 70806 SH SOLE 70806 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 7962 45850 SH SOLE 45850 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01 31620M106 4011 64491 SH SOLE 64491 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 468 28409 SH SOLE 28409 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 413 12118 SH SOLE 12118 0 0 FOSSIL GROUP INC COMMON STOCK USD.01 34988V106 5369 48481 SH SOLE 48481 0 0 FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 3118 133473 SH SOLE 133473 0 0 FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 1497 114980 SH SOLE 114980 0 0 GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 1108 23600 SH SOLE 23600 0 0 GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 1687 49925 SH SOLE 49925 0 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 11937 341956 SH SOLE 341956 0 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 3 79 SH SOLE 0 0 79 GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 4022 159230 SH SOLE 159230 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 2 70 SH SOLE 0 0 70 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 3085 180110 SH SOLE 180110 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 1 70 SH SOLE 0 0 70 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01 37364X109 882 33297 SH SOLE 33297 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 33189 171227 SH SOLE 171227 0 0 GOOGLE INC CL A COMMON STOCK USD.001 38259P508 4542 8559 SH SOLE 8559 0 0 GOOGLE INC CL C COMMON STOCK USD.001 38259P706 4076 7743 SH SOLE 7743 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 5166 224532 SH SOLE 224532 0 0 HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 23799 324279 SH SOLE 324279 0 0 HALYARD HEALTH INC COMMON STOCK USD.01 40650V100 48 1062 SH SOLE 1062 0 0 HANGER INC COMMON STOCK USD.01 41043F208 1309 59780 SH SOLE 59780 0 0 HARBINGER GROUP INC COMMON STOCK USD.01 41146A106 4054 286300 SH SOLE 286300 0 0 HEALTH CARE REIT INC REIT USD1. 42217K106 1317 17400 SH SOLE 17400 0 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 2480 45962 SH SOLE 45962 0 0 HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 42727J102 488 25100 SH SOLE 25100 0 0 HESS CORP COMMON STOCK USD1. 42809H107 2106 28529 SH SOLE 28529 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 8927 287971 SH SOLE 287971 0 0 HUTCHINSON TECHNOLOGY SR UNSECURED 01/26 8.5 448407AG1 2000 2000000 SH SOLE 2000000 0 0 IMS HEALTH HOLDINGS INC COMMON STOCK USD.01 44970B109 976 38073 SH SOLE 38073 0 0 IPC HEALTHCARE INC COMMON STOCK USD.001 44984A105 911 19860 SH SOLE 19860 0 0 ICICI BANK LTD SPON ADR ADR 45104G104 5827 504542 SH SOLE 504542 0 0 ICICI BANK LTD SPON ADR ADR 45104G104 14259 1234515 SH SOLE 0 0 1234515 IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 2553 80590 SH SOLE 80590 0 0 INFORMATICA CORP COMMON STOCK USD.001 45666Q102 3260 85498 SH SOLE 85498 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 1668 64413 SH SOLE 64413 0 0 INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 1217 28869 SH SOLE 28869 0 0 INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 104 473 SH SOLE 473 0 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 952 17988 SH SOLE 17988 0 0 INTERSECT ENT INC COMMON STOCK USD.001 46071F103 419 22570 SH SOLE 22570 0 0 INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 1926 92180 SH SOLE 92180 0 0 ISHARES MSCI INDIA ETF ISHARES MSCI INDIA ETF 46429B598 510 16958 SH SOLE 16958 0 0 ISHARES MSCI POLAND CAPPED ETF ISHARES MSCI POLAND CAPPED E 46429B606 1290 53580 SH SOLE 53580 0 0 ISHARES MSCI CHINA ETF ISHARES MSCI CHINA ETF 46429B671 365 7260 SH SOLE 7260 0 0 ISHARES MSCI RUSSIA CAPPED ETF ISHARES MSCI RUSSIA CAPPED E 46429B705 1202 104789 SH SOLE 104789 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 67431 1077512 SH SOLE 1077512 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 10282 68578 SH SOLE 68578 0 0 J2 GLOBAL INC COMMON STOCK USD.01 48123V102 3055 49276 SH SOLE 49276 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1774 79473 SH SOLE 79473 0 0 K12 INC COMMON STOCK USD.0001 48273U102 303 25540 SH SOLE 25540 0 0 KADANT INC COMMON STOCK USD.01 48282T104 1459 34170 SH SOLE 34170 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 1834 72967 SH SOLE 72967 0 0 KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 25890 413175 SH SOLE 413175 0 0 KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 1075 51700 SH SOLE 51700 0 0 LG DISPLAY CO LTD ADR ADR 50186V102 381 25175 SH SOLE 25175 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 13186 267022 SH SOLE 267022 0 0 LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 607 11400 SH SOLE 11400 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1395 42453 SH SOLE 42453 0 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 550 23950 SH SOLE 23950 0 0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 6909 188766 SH SOLE 188766 0 0 MRC GLOBAL INC COMMON STOCK USD.01 55345K103 4246 280253 SH SOLE 280253 0 0 MACY S INC COMMON STOCK USD.01 55616P104 44654 679141 SH SOLE 679141 0 0 MANNING + NAPIER INC COMMON STOCK USD.01 56382Q102 1224 88602 SH SOLE 88602 0 0 MANNKIND CORP SR UNSECURED 08/15 5.75 56400PAC6 2816 2655000 SH SOLE 2655000 0 0 MANNKIND CORP SR UNSECURED 08/15 5.75 56400PAC6 2413 2275000 SH SOLE 0 0 2275000 MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 3753 55055 SH SOLE 55055 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 8531 114454 SH SOLE 114454 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 966 11208 SH SOLE 11208 0 0 MATSON INC COMMON STOCK NPV 57686G105 1887 54671 SH SOLE 54671 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 4791 72470 SH SOLE 72470 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 55897 984273 SH SOLE 984273 0 0 MERITOR INC COMMON STOCK USD1. 59001K100 1192 78700 SH SOLE 78700 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 44331 819584 SH SOLE 819584 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 3212 43098 SH SOLE 43098 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 18162 397847 SH SOLE 397847 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 25046 604255 SH SOLE 604255 0 0 NETGEAR INC COMMON STOCK USD.001 64111Q104 2671 75075 SH SOLE 75075 0 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 514 23030 SH SOLE 23030 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 2942 27676 SH SOLE 27676 0 0 NISOURCE INC COMMON STOCK USD.01 65473P105 389 9170 SH SOLE 9170 0 0 OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 1634 154626 SH SOLE 154626 0 0 OPKO HEALTH INC COMMON STOCK USD.01 68375N103 680 68060 SH SOLE 68060 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 69801 1552177 SH SOLE 1552177 0 0 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 1403 138360 SH SOLE 138360 0 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 1099 44774 SH SOLE 44774 0 0 P G + E CORP COMMON STOCK NPV 69331C108 1970 37003 SH SOLE 37003 0 0 PGT INC COMMON STOCK USD.01 69336V101 1278 132712 SH SOLE 132712 0 0 PPL CORP COMMON STOCK USD.01 69351T106 2094 57641 SH SOLE 57641 0 0 PTC INC COMMON STOCK USD.01 69370C100 2624 71605 SH SOLE 71605 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 3070 67276 SH SOLE 67276 0 0 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 2691 54840 SH SOLE 54840 0 0 PERFICIENT INC COMMON STOCK USD.001 71375U101 1770 94990 SH SOLE 94990 0 0 PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 4243 129400 SH SOLE 129400 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 26800 206853 SH SOLE 206853 0 0 PROLOGIS INC REIT USD.01 74340W103 1403 32604 SH SOLE 32604 0 0 PUBLIC STORAGE REIT USD.1 74460D109 2825 15283 SH SOLE 15283 0 0 PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 768 4060 SH SOLE 4060 0 0 QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 5172 87850 SH SOLE 87850 0 0 RLJ LODGING TRUST REIT 74965L101 3591 107084 SH SOLE 107084 0 0 RPX CORP COMMON STOCK USD.0001 74972G103 2082 151101 SH SOLE 151101 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 2361 223600 SH SOLE 223600 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 1907 113593 SH SOLE 113593 0 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 4541 41000 SH SOLE 41000 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 1581 13282 SH SOLE 13282 0 0 SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 6588 32056 SH SOLE 32056 0 0 SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 4602 78683 SH SOLE 78683 0 0 CONSUMER DISCRETIONARY SELECT CONSUMER DISCRETIONARY SELT 81369Y407 5051 70010 SH SOLE 70010 0 0 SHIRE PLC ADR ADR 82481R106 1301 6120 SH SOLE 6120 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 13152 180878 SH SOLE 180878 0 0 SOLARWINDS INC COMMON STOCK USD.001 83416B109 3132 62859 SH SOLE 62859 0 0 SOLARCITY CORP COMMON STOCK USD.0001 83416T100 578 10800 SH SOLE 10800 0 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 34545 1224991 SH SOLE 1224991 0 0 SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 37536 1331077 SH SOLE 0 0 1331077 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 1999 22917 SH SOLE 22917 0 0 STARZ A COMMON STOCK USD.01 85571Q102 7211 242790 SH SOLE 242790 0 0 STEMLINE THERAPEUTICS INC COMMON STOCK USD.0001 85858C107 392 22980 SH SOLE 22980 0 0 SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 2510 87680 SH SOLE 87680 0 0 SYNAGEVA BIOPHARMA CORP COMMON STOCK USD.001 87159A103 776 8360 SH SOLE 8360 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 5848 74815 SH SOLE 74815 0 0 TETRAPHASE PHARMACEUTICALS I COMMON STOCK USD.001 88165N105 569 14325 SH SOLE 14325 0 0 3M CO COMMON STOCK USD.01 88579Y101 6362 38717 SH SOLE 38717 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 2525 16608 SH SOLE 16608 0 0 TREEHOUSE FOODS INC COMMON STOCK USD.01 89469A104 2042 23880 SH SOLE 23880 0 0 US CONCRETE INC COMMON STOCK USD.001 90333L201 9436 331668 SH SOLE 331668 0 0 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 1079 116258 SH SOLE 116258 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 5146 39738 SH SOLE 39738 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 5068 50129 SH SOLE 50129 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 1350 38717 SH SOLE 38717 0 0 VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 675 77107 SH SOLE 77107 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 7590 153338 SH SOLE 153338 0 0 VENTAS INC REIT USD.25 92276F100 731 10189 SH SOLE 10189 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 51231 1095146 SH SOLE 1095146 0 0 VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 2992 51345 SH SOLE 51345 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 23023 305959 SH SOLE 305959 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 5076 19359 SH SOLE 19359 0 0 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 1106 6490 SH SOLE 6490 0 0 VODAFONE GROUP PLC SP ADR ADR 92857W308 1166 34114 SH SOLE 34114 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 871 8311 SH SOLE 8311 0 0 WALKER + DUNLOP INC COMMON STOCK 93148P102 1620 92346 SH SOLE 92346 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 1307 25472 SH SOLE 25472 0 0 WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 637 33570 SH SOLE 33570 0 0 WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 2355 30900 SH SOLE 30900 0 0 WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 4420 94520 SH SOLE 94520 0 0 WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 2100 133952 SH SOLE 133952 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 11634 135660 SH SOLE 135660 0 0 ZIMMER HOLDINGS INC COMMON STOCK USD.01 98956P102 691 6093 SH SOLE 6093 0 0 ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 724 2811 SH SOLE 2811 0 0 AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 2351 110022 SH SOLE 110022 0 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 5218 119210 SH SOLE 119210 0 0 CHIPMOS TECHNOLOGIES BERMUDA COMMON STOCK USD.01 G2110R114 675 28927 SH SOLE 28927 0 0 COVIDIEN PLC COMMON STOCK USD.2 G2554F113 1367 13361 SH SOLE 13361 0 0 DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 10289 141486 SH SOLE 141486 0 0 ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 4004 55515 SH SOLE 55515 0 0 ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 5413 180743 SH SOLE 180743 0 0 ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 6966 270936 SH SOLE 270936 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 6023 35365 SH SOLE 35365 0 0 FRESH DEL MONTE PRODUCE W/D COMMON STOCK USD.01 G36738105 2070 61704 SH SOLE 61704 0 0 HERBALIFE LTD COMMON STOCK USD.002 G4412G101 746 19800 SH SOLE 19800 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 253 3988 SH SOLE 3988 0 0 JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 3699 22590 SH SOLE 22590 0 0 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 3819 263373 SH SOLE 263373 0 0 MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 2193 29200 SH SOLE 29200 0 0 NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 3174 244531 SH SOLE 244531 0 0 HOME LOAN SERVICING SOLUTION COMMON STOCK G6648D109 3375 172883 SH SOLE 172883 0 0 PARTNERRE LTD COMMON STOCK USD1. G6852T105 4053 35510 SH SOLE 35510 0 0 THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 1711 118072 SH SOLE 118072 0 0 VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 4206 101198 SH SOLE 101198 0 0 XL GROUP PLC COMMON STOCK USD.01 G98290102 4087 118900 SH SOLE 118900 0 0 ACE LTD COMMON STOCK CHF24.77 H0023R105 3511 30566 SH SOLE 30566 0 0 AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 1411 71487 SH SOLE 71487 0 0 LYONDELLBASELL INDU CL A COMMON STOCK N53745100 8007 100853 SH SOLE 100853 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 18837 181754 SH SOLE 181754 0 0 COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 29361 283299 SH SOLE 0 0 283299 STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 1035 22400 SH SOLE 22400 0 0