0001140361-15-017135.txt : 20150501
0001140361-15-017135.hdr.sgml : 20150501
20150501091256
ACCESSION NUMBER: 0001140361-15-017135
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150501
DATE AS OF CHANGE: 20150501
EFFECTIVENESS DATE: 20150501
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: 15822145
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
03-31-2015
03-31-2015
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F COMBINATION REPORT
028-05977
0000721204
028-01190
RUSSELL FRANK CO/
N
John Macedo
Chief Administrative Officer
302-477-6076
/s/ John Macedo
Wilmington
DE
04-30-2015
0
565
5094071
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M+A3:L509 CO
COMMON STOCK USD.01
88579Y101
9868
59826
SH
SOLE
59826
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
6337
136783
SH
SOLE
136783
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
2374
40560
SH
SOLE
40560
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
3430
36605
SH
SOLE
36605
0
0
ACE LTD
COMMON STOCK CHF24.77
H0023R105
21315
191179
SH
SOLE
191179
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
845
25384
SH
SOLE
25384
0
0
ACTAVIS PLC
COMMON STOCK USD.0033
G0083B108
30363
102019
SH
SOLE
102019
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
9371
225692
SH
SOLE
225692
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
321
2146
SH
SOLE
2146
0
0
ADVANCED SEMICONDUCTOR E ADR
ADR
00756M404
92
12726
SH
SOLE
12726
0
0
AECOM
COMMON STOCK USD.01
00766T100
2789
90500
SH
SOLE
90500
0
0
AES CORP
COMMON STOCK USD.01
00130H105
7611
592310
SH
SOLE
592310
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
7577
71128
SH
SOLE
71128
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
6406
29828
SH
SOLE
29828
0
0
AGL RESOURCES INC
COMMON STOCK USD5.
001204106
4948
99665
SH
SOLE
99665
0
0
AIRGAS INC
COMMON STOCK USD.01
009363102
2582
24336
SH
SOLE
24336
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
1263
20000
SH
SOLE
20000
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
2271
34312
SH
SOLE
34312
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
463
35800
SH
SOLE
35800
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
5767
58827
SH
SOLE
58827
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
7548
15498
SH
SOLE
15498
0
0
ALLIANCE FIBER OPTIC PRODUCT
COMMON STOCK USD.001
018680306
448
25710
SH
SOLE
25710
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
2726
38300
SH
SOLE
38300
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
553
33345
SH
SOLE
33345
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
6180
113054
SH
SOLE
100326
0
12728
AMAZON.COM INC
COMMON STOCK USD.01
023135106
2264
6084
SH
SOLE
6084
0
0
AMBEV SA ADR
ADR NPV
02319V103
171
29603
SH
SOLE
29603
0
0
AMERICA MOVIL SPN ADR CL L
ADR NPV
02364W105
28009
1368987
SH
SOLE
11533
0
1357454
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
33684
638203
SH
SOLE
611360
0
26843
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
4524
105534
SH
SOLE
105534
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
37214
679217
SH
SOLE
679217
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
7358
78151
SH
SOLE
78151
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
1327
10140
SH
SOLE
10140
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
8414
74022
SH
SOLE
74022
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
1025
19500
SH
SOLE
19500
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
16112
100794
SH
SOLE
100794
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
1047
118500
SH
SOLE
118500
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
1731
28135
SH
SOLE
28135
0
0
ANGIODYNAMICS INC
COMMON STOCK USD.01
03475V101
396
22250
SH
SOLE
22250
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
14077
1507183
SH
SOLE
325682
0
1181501
ANI PHARMACEUTICALS INC
COMMON STOCK USD.0001
00182C103
584
9330
SH
SOLE
9330
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
2049
49765
SH
SOLE
49765
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
11564
74894
SH
SOLE
74894
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
5322
88218
SH
SOLE
88218
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
1581
92010
SH
SOLE
92010
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
101916
819060
SH
SOLE
819060
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1242
32772
SH
SOLE
32772
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
7002
147726
SH
SOLE
147726
0
0
ARRIS GROUP INC
COMMON STOCK USD.01
04270V106
2913
100800
SH
SOLE
100800
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
11021
180222
SH
SOLE
180222
0
0
ASBURY AUTOMOTIVE GROUP
COMMON STOCK USD.01
043436104
2058
24760
SH
SOLE
24760
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
4497
95210
SH
SOLE
95210
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
7822
203230
SH
SOLE
203230
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
5397
87887
SH
SOLE
87887
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
6605
202302
SH
SOLE
202302
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
813
2000000
SH
SOLE
2000000
0
0
ATWOOD OCEANICS INC
COMMON STOCK USD1.
050095108
3064
108988
SH
SOLE
108988
0
0
AUTOLIV INC
COMMON STOCK USD1.
052800109
25239
214306
SH
SOLE
214306
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
6337
98500
SH
SOLE
98500
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
20002
29321
SH
SOLE
29321
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
2468
46644
SH
SOLE
46644
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1548
71487
SH
SOLE
71487
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
2907
49263
SH
SOLE
49263
0
0
AVNET INC
COMMON STOCK USD1.
053807103
10926
245517
SH
SOLE
245517
0
0
AVON PRODUCTS INC
COMMON STOCK USD.25
054303102
4885
611442
SH
SOLE
611442
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
20271
318834
SH
SOLE
318834
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
5360
136273
SH
SOLE
0
0
136273
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
4682
304199
SH
SOLE
304199
0
0
BANKRATE INC
COMMON STOCK USD.01
06647F102
317
27990
SH
SOLE
27990
0
0
BARRACUDA NETWORKS INC
COMMON STOCK USD.001
068323104
936
24340
SH
SOLE
24340
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P100
545
78650
SH
SOLE
78650
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
1314
90817
SH
SOLE
90817
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
11664
81231
SH
SOLE
81231
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
26847
349686
SH
SOLE
349686
0
0
BEL FUSE INC CL B
COMMON STOCK USD.1
077347300
751
39450
SH
SOLE
39450
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
13391
92789
SH
SOLE
92789
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
1646
34270
SH
SOLE
34270
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
5352
12675
SH
SOLE
12675
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
988
8180
SH
SOLE
8180
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
4261
28392
SH
SOLE
28392
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
2095
118000
SH
SOLE
118000
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
1537
35490
SH
SOLE
35490
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
18615
1568868
SH
SOLE
1568868
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
975
18960
SH
SOLE
18960
0
0
CABOT MICROELECTRONICS CORP
COMMON STOCK USD.001
12709P103
2772
55480
SH
SOLE
55480
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
6716
364220
SH
SOLE
364220
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
1013
41249
SH
SOLE
41249
0
0
CAL MAINE FOODS INC
COMMON STOCK USD.01
128030202
1212
31040
SH
SOLE
31040
0
0
CALAMP CORP
COMMON STOCK USD.01
128126109
925
57130
SH
SOLE
57130
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
2938
128448
SH
SOLE
128448
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
529
13360
SH
SOLE
13360
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
31331
397498
SH
SOLE
397498
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
3295
36504
SH
SOLE
36504
0
0
CASCADE MICROTECH INC
COMMON STOCK USD.01
147322101
371
27330
SH
SOLE
27330
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
9852
123105
SH
SOLE
123105
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
1393
48964
SH
SOLE
48964
0
0
CBL + ASSOCIATES PROPERTIES
REIT USD.01
124830100
5130
259070
SH
SOLE
259070
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
9496
156616
SH
SOLE
156616
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
2333
62660
SH
SOLE
62660
0
0
CELESTICA INC
COMMON STOCK NPV
15101Q108
861
77509
SH
SOLE
77509
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
39899
346103
SH
SOLE
346103
0
0
CELLDEX THERAPEUTICS INC
COMMON STOCK USD.001
15117B103
663
23802
SH
SOLE
23802
0
0
CENOVUS ENERGY INC
COMMON STOCK NPV
15135U109
11130
659373
SH
SOLE
659373
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
2789
39460
SH
SOLE
39460
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
1404
274757
SH
SOLE
203621
0
71136
CERNER CORP
COMMON STOCK USD.01
156782104
3165
43200
SH
SOLE
43200
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
1878
6620
SH
SOLE
6620
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
3891
115015
SH
SOLE
115015
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
56611
539256
SH
SOLE
539256
0
0
CHINA MOBILE LTD SPON ADR
ADR
16941M109
422
6494
SH
SOLE
6494
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
3872
38300
SH
SOLE
38300
0
0
CHURCH + DWIGHT CO INC
COMMON STOCK USD1.
171340102
356
4170
SH
SOLE
4170
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
36466
3599762
SH
SOLE
854823
0
2744939
CIGNA CORP
COMMON STOCK USD.25
125509109
19532
150896
SH
SOLE
150896
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.
172062101
1769
33200
SH
SOLE
33200
0
0
CINTAS CORP
COMMON STOCK NPV
172908105
8402
102922
SH
SOLE
102922
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
8706
261762
SH
SOLE
261762
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
55209
2005768
SH
SOLE
2005768
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
47010
912470
SH
SOLE
912470
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
1747
27357
SH
SOLE
27357
0
0
CLOROX COMPANY
COMMON STOCK USD1.
189054109
1880
17035
SH
SOLE
17035
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
498
6703
SH
SOLE
6703
0
0
COACH INC
COMMON STOCK USD.01
189754104
1680
40560
SH
SOLE
40560
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
22595
557205
SH
SOLE
557205
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
4513
102100
SH
SOLE
102100
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
1717
63746
SH
SOLE
63746
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
45374
803513
SH
SOLE
803513
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
1543
73360
SH
SOLE
73360
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
3310
63308
SH
SOLE
63308
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
832
19034
SH
SOLE
19034
0
0
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
20451N101
634
6800
SH
SOLE
6800
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
5536
84806
SH
SOLE
84806
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
10863
297366
SH
SOLE
297366
0
0
CONNECTICUT WATER SVC INC
COMMON STOCK NPV
207797101
861
23690
SH
SOLE
23690
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
6813
109426
SH
SOLE
109426
0
0
CONSUMER DISCRETIONARY SELECT
CONSUMER DISCRETIONARY SELT
81369Y407
4927
65585
SH
SOLE
65585
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
134
2259
SH
SOLE
2259
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
46542
460952
SH
SOLE
119437
0
341515
CORNING INC
COMMON STOCK USD.5
219350105
8531
376154
SH
SOLE
376154
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
2547
63276
SH
SOLE
63276
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
2694
17781
SH
SOLE
17781
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
2353
15468
SH
SOLE
15468
0
0
CRANE CO
COMMON STOCK USD1.
224399105
4768
76391
SH
SOLE
76391
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
16808
162850
SH
SOLE
162850
0
0
CYNOSURE INC A
COMMON STOCK USD.001
232577205
450
14663
SH
SOLE
14663
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
3511
165920
SH
SOLE
165920
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
3013
35490
SH
SOLE
35490
0
0
DEERE + CO
COMMON STOCK USD1.
244199105
2159
24621
SH
SOLE
24621
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
5933
149264
SH
SOLE
149264
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
7660
96068
SH
SOLE
96068
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
20509
456159
SH
SOLE
456159
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
3113
44933
SH
SOLE
44933
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
6343
46465
SH
SOLE
46465
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
5609
65910
SH
SOLE
65910
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
23032
305539
SH
SOLE
305539
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
4362
61553
SH
SOLE
61553
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
2433
50700
SH
SOLE
50700
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
5703
200236
SH
SOLE
200236
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
11369
144859
SH
SOLE
144859
0
0
DSW INC CLASS A
COMMON STOCK NPV
23334L102
2160
58570
SH
SOLE
58570
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1545
19149
SH
SOLE
19149
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
712507
9969322
SH
SOLE
9969322
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
875
33794
SH
SOLE
33794
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
4831
62921
SH
SOLE
62921
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
879
26905
SH
SOLE
26905
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
5604
178312
SH
SOLE
178312
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
2448
85724
SH
SOLE
85724
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
4835
119500
SH
SOLE
119500
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
6481
93568
SH
SOLE
93568
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
15
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
12
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
152
8026
SH
SOLE
2709
0
5317
EBAY INC
COMMON STOCK USD.001
278642103
5196
90085
SH
SOLE
90085
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.
28176E108
5261
36932
SH
SOLE
36932
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
2587
43985
SH
SOLE
43985
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
422
10110
SH
SOLE
10110
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
4273
58812
SH
SOLE
58812
0
0
EMBRAER SA SPON ADR
ADR
29082A107
144
4667
SH
SOLE
4667
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
4007
156780
SH
SOLE
156780
0
0
EMC INS GROUP INC
COMMON STOCK USD1.
268664109
772
22840
SH
SOLE
22840
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
709
24661
SH
SOLE
24661
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
14368
253757
SH
SOLE
253757
0
0
ENDO INTERNATIONAL PLC
COMMON STOCK USD.0001
G30401106
1051
11715
SH
SOLE
11715
0
0
ENDOCYTE INC
COMMON STOCK
29269A102
452
72204
SH
SOLE
72204
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
5606
87259
SH
SOLE
87259
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
4705
223282
SH
SOLE
223282
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
7850
101303
SH
SOLE
101303
0
0
EPIZYME INC
COMMON STOCK USD.0001
29428V104
342
18186
SH
SOLE
18186
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
2826
32510
SH
SOLE
32510
0
0
EPR PROPERTIES
REIT USD.01
26884U109
3307
55084
SH
SOLE
55084
0
0
ESPERION THERAPEUTICS INC
COMMON STOCK USD.001
29664W105
559
6041
SH
SOLE
6041
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
10600
443336
SH
SOLE
443336
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
25801
310262
SH
SOLE
310262
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
5191
100480
SH
SOLE
100480
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
6154
35365
SH
SOLE
35365
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2971
58817
SH
SOLE
58817
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
7081
75230
SH
SOLE
75230
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
2848
32828
SH
SOLE
32828
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
1235
18278
SH
SOLE
18278
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
24465
287822
SH
SOLE
287822
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
7248
88156
SH
SOLE
88156
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
78
530
SH
SOLE
530
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
10184
61553
SH
SOLE
61553
0
0
FIDELITY SOUTHERN CORP
COMMON STOCK NPV
316394105
705
41775
SH
SOLE
41775
0
0
FIREEYE INC
COMMON STOCK USD.0001
31816Q101
400
10200
SH
SOLE
10200
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
498
28409
SH
SOLE
28409
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
398
12118
SH
SOLE
12118
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
4854
254647
SH
SOLE
254647
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1520
19149
SH
SOLE
19149
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
11077
175824
SH
SOLE
175824
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
17078
1058102
SH
SOLE
1058102
0
0
FOREST CITY ENTERPRISES CL A
COMMON STOCK USD.333
345550107
952
37300
SH
SOLE
37300
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
3133
38000
SH
SOLE
38000
0
0
FRANCESCAS HOLDINGS CORP
COMMON STOCK USD.01
351793104
827
46465
SH
SOLE
46465
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
12774
248914
SH
SOLE
248914
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
3396
179186
SH
SOLE
179186
0
0
FRESH DEL MONTE PRODUCE W/D
COMMON STOCK USD.01
G36738105
2401
61704
SH
SOLE
61704
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
1254
122090
SH
SOLE
122090
0
0
FXCM INC
SR UNSECURED 06/18 2.25
302693AB2
5571
7200000
SH
SOLE
4875000
0
2325000
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
296
7800
SH
SOLE
7800
0
0
GANNETT CO
COMMON STOCK USD1.
364730101
6167
166319
SH
SOLE
166319
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
4701
108498
SH
SOLE
108498
0
0
GATX CORP
COMMON STOCK USD.625
361448103
3861
66600
SH
SOLE
66600
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
6882
50700
SH
SOLE
50700
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
16869
679947
SH
SOLE
679947
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
11705
312137
SH
SOLE
312137
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
4351
156801
SH
SOLE
156801
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
3491
177681
SH
SOLE
177681
0
0
GENESEE + WYOMING INC CL A
COMMON STOCK USD.01
371559105
3944
40900
SH
SOLE
40900
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
45906
467813
SH
SOLE
467813
0
0
GNC HOLDINGS INC CL A
COMMON STOCK USD.001
36191G107
3060
62370
SH
SOLE
62370
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
22517
119793
SH
SOLE
119793
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
6374
11490
SH
SOLE
11490
0
0
GOOGLE INC CL C
COMMON STOCK USD.001
38259P706
5390
9836
SH
SOLE
9836
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
8175
357762
SH
SOLE
357762
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
3905
67321
SH
SOLE
67321
0
0
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
398905109
1487
17220
SH
SOLE
17220
0
0
GRUBHUB INC
COMMON STOCK USD.0001
400110102
1216
26780
SH
SOLE
26780
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
3314
98888
SH
SOLE
98888
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
1356
59780
SH
SOLE
59780
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
2106
84651
SH
SOLE
84651
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
21511
285935
SH
SOLE
285935
0
0
HEALTH CARE SELECT SECTOR SPDR
HEALTH CARE SELECT SECTOR
81369Y209
4939
68120
SH
SOLE
68120
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
4073
91822
SH
SOLE
91822
0
0
HEARTLAND PAYMENT SYSTEMS IN
COMMON STOCK USD.001
42235N108
170
3625
SH
SOLE
3625
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1218
8727
SH
SOLE
8727
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
552
25100
SH
SOLE
25100
0
0
HERMAN MILLER INC
COMMON STOCK USD.2
600544100
2000
72030
SH
SOLE
72030
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
3064
45138
SH
SOLE
45138
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
34394
1103801
SH
SOLE
1103801
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
921
18780
SH
SOLE
18780
0
0
HILL ROM HOLDINGS INC
COMMON STOCK NPV
431475102
5102
104113
SH
SOLE
104113
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
1089
56017
SH
SOLE
56017
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
4859
120662
SH
SOLE
120662
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
4946
149751
SH
SOLE
149751
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
24030
211510
SH
SOLE
211510
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
9009
273071
SH
SOLE
273071
0
0
HRG GROUP INC
COMMON STOCK USD.01
40434J100
4182
335100
SH
SOLE
335100
0
0
HSN INC
COMMON STOCK USD.01
404303109
5148
75450
SH
SOLE
75450
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
10703
76366
SH
SOLE
76366
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
4532
204442
SH
SOLE
204442
0
0
HYSTER YALE MATERIALS
COMMON STOCK USD.01
449172105
3711
50637
SH
SOLE
50637
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
1774
26300
SH
SOLE
26300
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
36851
3557060
SH
SOLE
309584
0
3247476
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
3596
106813
SH
SOLE
106813
0
0
IDACORP INC
COMMON STOCK NPV
451107106
1697
26994
SH
SOLE
26994
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
1284
27400
SH
SOLE
27400
0
0
INDUSTRIAL SELECT SECTOR SPDR
INDUSTRIAL SELECT SECT SPDR
81369Y704
4910
88040
SH
SOLE
88040
0
0
INFORMATICA CORP
COMMON STOCK USD.001
45666Q102
2038
46478
SH
SOLE
46478
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
4940
63479
SH
SOLE
63479
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
1252
26980
SH
SOLE
26980
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
1837
64413
SH
SOLE
64413
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
3574
61479
SH
SOLE
61479
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
12190
389833
SH
SOLE
389833
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
348
6868
SH
SOLE
6868
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
6133
110526
SH
SOLE
110526
0
0
INTERSECT ENT INC
COMMON STOCK USD.001
46071F103
583
22570
SH
SOLE
22570
0
0
INTERVAL LEISURE GROUP
COMMON STOCK USD.01
46113M108
2416
92180
SH
SOLE
92180
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
7486
46644
SH
SOLE
46644
0
0
ISHARES MSCI AUSTRALIA ETF
ISHARES MSCI AUSTRALIA ETF
464286103
33733
1475626
SH
SOLE
1475626
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ISHARES MSCI BRAZIL CAPPED E
464286400
164
5243
SH
SOLE
5243
0
0
ISHARES MSCI CHILE CAPPED ETF
ISHARES MSCI CHILE CAPPED ET
464286640
96
2383
SH
SOLE
2383
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
32004
498736
SH
SOLE
498736
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
159387
3971761
SH
SOLE
848849
0
3122912
ISHARES MSCI HONG KONG ETF
ISHARES MSCI HONG KONG ETF
464286871
8757
399298
SH
SOLE
399298
0
0
ISHARES MSCI INDIA ETF
ISHARES MSCI INDIA ETF
46429B598
145
4519
SH
SOLE
4519
0
0
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
464286848
43871
3501262
SH
SOLE
3501262
0
0
ISHARES MSCI POLAND CAPPED ETF
ISHARES MSCI POLAND CAPPED E
46429B606
112
4772
SH
SOLE
4772
0
0
ISHARES MSCI SOUTH KOREA CAPPE
ISHARES MSCI SOUTH KOREA CAP
464286772
1080
18874
SH
SOLE
18874
0
0
ISHARES MSCI TAIWAN ETF
ISHARES MSCI TAIWAN ETF
464286731
764
48538
SH
SOLE
48538
0
0
ISHARES PHLX SEMICONDUCTOR ETF
ISHARES PHLX SEMICONDUCTOR E
464287523
4910
52219
SH
SOLE
52219
0
0
ISHARES US REAL ESTATE ETF
ISHARES US REAL ESTATE ETF
464287739
4944
62335
SH
SOLE
62335
0
0
ISIS PHARMACEUTICALS INC
COMMON STOCK USD.001
464330109
1417
22257
SH
SOLE
22257
0
0
ITAU UNIBANCO H SPON PRF ADR
ADR NPV
465562106
129
11666
SH
SOLE
11666
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
5271
80246
SH
SOLE
80246
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
5340
228396
SH
SOLE
228396
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
4637
66340
SH
SOLE
66340
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.
469814107
397
8800
SH
SOLE
8800
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
1678
97610
SH
SOLE
97610
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
1335
7727
SH
SOLE
7727
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
2325
53940
SH
SOLE
53940
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
19382
192660
SH
SOLE
192660
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
6642
38978
SH
SOLE
38978
0
0
JOY GLOBAL INC
COMMON STOCK USD1.
481165108
11111
283585
SH
SOLE
283585
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
54940
906892
SH
SOLE
906892
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
4327
191646
SH
SOLE
191646
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
468
29780
SH
SOLE
29780
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
1281
24340
SH
SOLE
24340
0
0
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
489398107
980
37500
SH
SOLE
37500
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1959
72967
SH
SOLE
72967
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
10812
138170
SH
SOLE
138170
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
2249
68430
SH
SOLE
68430
0
0
KRATON PERFORMANCE POLYMERS
COMMON STOCK USD.01
50077C106
1045
51700
SH
SOLE
51700
0
0
KROGER CO
COMMON STOCK USD1.
501044101
14062
183428
SH
SOLE
183428
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
7617
112490
SH
SOLE
112490
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
4722
85800
SH
SOLE
85800
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
3448
88720
SH
SOLE
88720
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
1428
225290
SH
SOLE
225290
0
0
LAZARD LTD CL A
MLP USD.01
G54050102
4276
81300
SH
SOLE
81300
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
2274
20518
SH
SOLE
20518
0
0
LENDINGTREE INC
COMMON STOCK USD.01
52603B107
1557
27791
SH
SOLE
27791
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
337
6500
SH
SOLE
6500
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
4214
189034
SH
SOLE
189034
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
14242
264522
SH
SOLE
264522
0
0
LIBERTY INTERACTIVE CORP A
TRACKING STK USD.01
53071M104
4431
151800
SH
SOLE
151800
0
0
LIBERTY TRIPADVISOR HDG A
COMMON STOCK USD.01
531465102
1570
49400
SH
SOLE
49400
0
0
LIBERTY VENTURES SER A
COMMON STOCK USD.01
53071M880
1853
44100
SH
SOLE
44100
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
879
11400
SH
SOLE
11400
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
3379
51676
SH
SOLE
51676
0
0
LINCOLN NATIONAL CORP
COMMON STOCK NPV
534187109
4079
70980
SH
SOLE
70980
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
13075
175767
SH
SOLE
175767
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
1269
27592
SH
SOLE
27592
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
11559
131650
SH
SOLE
131650
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
571
23950
SH
SOLE
23950
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
37704
580861
SH
SOLE
580861
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
2844
56194
SH
SOLE
56194
0
0
MANITEX INTERNATIONAL INC
COMMON STOCK NPV
563420108
743
76380
SH
SOLE
76380
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
14073
652748
SH
SOLE
652748
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
1793
137842
SH
SOLE
137842
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
5026
4930000
SH
SOLE
2655000
0
2275000
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
4336
50335
SH
SOLE
50335
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
2727
104442
SH
SOLE
104442
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
819
8000
SH
SOLE
8000
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
759
9160
SH
SOLE
9160
0
0
MARLIN BUSINESS SERVICES INC
COMMON STOCK USD.01
571157106
822
41016
SH
SOLE
41016
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
8537
105334
SH
SOLE
105334
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
756
51423
SH
SOLE
51423
0
0
MASCO CORP
COMMON STOCK USD1.
574599106
4173
156300
SH
SOLE
156300
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
753
42900
SH
SOLE
42900
0
0
MATSON INC
COMMON STOCK NPV
57686G105
3135
74371
SH
SOLE
74371
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1329
42453
SH
SOLE
42453
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
15123
155201
SH
SOLE
155201
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
402
27290
SH
SOLE
27290
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
5837
80500
SH
SOLE
80500
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
33777
433089
SH
SOLE
433089
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
5524
229897
SH
SOLE
229897
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
47279
822524
SH
SOLE
822524
0
0
MERITOR INC
COMMON STOCK USD1.
59001K100
992
78700
SH
SOLE
78700
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1750
37192
SH
SOLE
37192
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
24415
482980
SH
SOLE
482980
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK NPV
G60754101
2597
39500
SH
SOLE
39500
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
494
10100
SH
SOLE
10100
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
9660
356058
SH
SOLE
356058
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
72119
1773917
SH
SOLE
1773917
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
2501
34210
SH
SOLE
34210
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
6382
188766
SH
SOLE
188766
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
3609
48481
SH
SOLE
48481
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
480
25084
SH
SOLE
25084
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
4245
117624
SH
SOLE
117624
0
0
MONSTER BEVERAGE CORP
COMMON STOCK USD.005
611740101
2807
20280
SH
SOLE
20280
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
8983
251682
SH
SOLE
251682
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
20893
453607
SH
SOLE
453607
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
566
19849
SH
SOLE
19849
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
1546
130453
SH
SOLE
130453
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
4607
98865
SH
SOLE
98865
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
1691
28500
SH
SOLE
28500
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
3599
263640
SH
SOLE
263640
0
0
NASDAQ OMX GROUP/THE
COMMON STOCK USD.01
631103108
2292
45000
SH
SOLE
45000
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
16200
324071
SH
SOLE
324071
0
0
NAVIGATORS GROUP INC
COMMON STOCK USD.1
638904102
368
4730
SH
SOLE
4730
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
14391
487834
SH
SOLE
487834
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
4094
138720
SH
SOLE
138720
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
1932
30898
SH
SOLE
30898
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
14809
417639
SH
SOLE
417639
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
2468
75075
SH
SOLE
75075
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
600
15120
SH
SOLE
15120
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
1418
94320
SH
SOLE
94320
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
21912
560831
SH
SOLE
560831
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
673
73846
SH
SOLE
73846
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3273
31460
SH
SOLE
31460
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
775
100464
SH
SOLE
100464
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
28876
1146321
SH
SOLE
1146321
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
1781
125256
SH
SOLE
125256
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
36496
499950
SH
SOLE
499950
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1889
137956
SH
SOLE
137956
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
3841
49842
SH
SOLE
49842
0
0
ON ASSIGNMENT INC
COMMON STOCK USD.01
682159108
1736
45234
SH
SOLE
45234
0
0
OPKO HEALTH INC
COMMON STOCK USD.01
68375N103
964
68060
SH
SOLE
68060
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
53872
1248471
SH
SOLE
1248471
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
905
138360
SH
SOLE
138360
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
3250
85475
SH
SOLE
85475
0
0
OUTERWALL INC W/I
COMMON STOCK USD.001
690070107
1906
28825
SH
SOLE
28825
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
5995
76673
SH
SOLE
76673
0
0
PARK OHIO HOLDINGS CORP
COMMON STOCK USD1.
700666100
771
14630
SH
SOLE
14630
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
20844
175484
SH
SOLE
175484
0
0
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
69318G106
1249
36810
SH
SOLE
36810
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
1067
40914
SH
SOLE
40914
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
2945
63246
SH
SOLE
63246
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
2824
54840
SH
SOLE
54840
0
0
PEPCO HOLDINGS INC
COMMON STOCK USD.01
713291102
2752
102588
SH
SOLE
102588
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
12295
128577
SH
SOLE
128577
0
0
PERFICIENT INC
COMMON STOCK USD.001
71375U101
1965
94990
SH
SOLE
94990
0
0
PETROCHINA CO LTD ADR
ADR
71646E100
190
1710
SH
SOLE
1710
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
70998
2040746
SH
SOLE
2040746
0
0
PGT INC
COMMON STOCK USD.01
69336V101
1483
132712
SH
SOLE
132712
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
19866
263719
SH
SOLE
263719
0
0
PICO HOLDINGS INC
COMMON STOCK USD.001
693366205
409
25222
SH
SOLE
25222
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
5521
296650
SH
SOLE
296650
0
0
PIER 1 IMPORTS INC
COMMON STOCK USD.001
720279108
1488
106404
SH
SOLE
106404
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
1805
79900
SH
SOLE
79900
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
2615
41014
SH
SOLE
41014
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
587
11180
SH
SOLE
11180
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
29463
315996
SH
SOLE
315996
0
0
POSCO SPON ADR
ADR
693483109
25810
472200
SH
SOLE
152461
0
319739
PRAXAIR INC
COMMON STOCK USD.01
74005P104
13362
110670
SH
SOLE
110670
0
0
PRECISION CASTPARTS CORP
COMMON STOCK NPV
740189105
609
2900
SH
SOLE
2900
0
0
PRIVATEBANCORP INC
COMMON STOCK NPV
742962103
2461
69981
SH
SOLE
69981
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
41604
507742
SH
SOLE
507742
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
2635
96862
SH
SOLE
96862
0
0
PROLOGIS INC
REIT USD.01
74340W103
3943
90512
SH
SOLE
90512
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
5896
112352
SH
SOLE
112352
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
438
5270
SH
SOLE
5270
0
0
PTC INC
COMMON STOCK USD.01
69370C100
2590
71605
SH
SOLE
71605
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
19516
465550
SH
SOLE
465550
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
4854
24621
SH
SOLE
24621
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
5566
250391
SH
SOLE
250391
0
0
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
74587V107
959
4060
SH
SOLE
4060
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
2837
35598
SH
SOLE
35598
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
3
144
SH
SOLE
0
0
144
QUALCOMM INC
COMMON STOCK USD.0001
747525103
3386
48832
SH
SOLE
48832
0
0
QUESTAR CORP
COMMON STOCK NPV
748356102
526
22060
SH
SOLE
22060
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON STOCK USD.01
74876Y101
7268
108530
SH
SOLE
108530
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
2192
130560
SH
SOLE
130560
0
0
REALTY INCOME CORP
REIT USD1.
756109104
546
10580
SH
SOLE
10580
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
2482
31060
SH
SOLE
31060
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
23606
386471
SH
SOLE
386471
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
431
14202
SH
SOLE
14202
0
0
RESMED INC
COMMON STOCK USD.004
761152107
3974
55370
SH
SOLE
55370
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
2079
113593
SH
SOLE
113593
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
2346
38580
SH
SOLE
38580
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
2326
267666
SH
SOLE
267666
0
0
RLJ LODGING TRUST
REIT
74965L101
3353
107084
SH
SOLE
107084
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
5657
93479
SH
SOLE
93479
0
0
ROCK TENN COMPANY CL A
COMMON STOCK USD.01
772739207
11709
181532
SH
SOLE
181532
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
2993
25800
SH
SOLE
25800
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
351
14470
SH
SOLE
14470
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
383
22530
SH
SOLE
22530
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
2174
151101
SH
SOLE
151101
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
538
84410
SH
SOLE
84410
0
0
RYLAND GROUP INC/THE
COMMON STOCK USD1.
783764103
2456
50391
SH
SOLE
50391
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
5057
63494
SH
SOLE
63494
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
5614
232090
SH
SOLE
232090
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
4251
36300
SH
SOLE
36300
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
27517
329778
SH
SOLE
329778
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
1994
43240
SH
SOLE
43240
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
2535
23253
SH
SOLE
23253
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.
824348106
4327
15210
SH
SOLE
15210
0
0
SHINHAN FINANCIAL GROUP ADR
ADR
824596100
129
3465
SH
SOLE
3465
0
0
SIGNET JEWELERS LTD
COMMON STOCK USD.18
G81276100
121
870
SH
SOLE
870
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
2030
44638
SH
SOLE
44638
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
6637
33922
SH
SOLE
33922
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
344
7100
SH
SOLE
7100
0
0
SJW CORP
COMMON STOCK USD1.042
784305104
1159
37500
SH
SOLE
37500
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
1478
20560
SH
SOLE
20560
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
3288
33448
SH
SOLE
33448
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
685
5332
SH
SOLE
5332
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.
831865209
4268
65000
SH
SOLE
65000
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
9258
62951
SH
SOLE
62951
0
0
SOLARWINDS INC
COMMON STOCK USD.001
83416B109
3221
62859
SH
SOLE
62859
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
2108
47601
SH
SOLE
47601
0
0
SOUTHERN COPPER CORP
COMMON STOCK USD.01
84265V105
63740
2184374
SH
SOLE
853297
0
1331077
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
6199
139932
SH
SOLE
139932
0
0
SOVRAN SELF STORAGE INC
REIT USD.01
84610H108
2153
22917
SH
SOLE
22917
0
0
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
11533
55871
SH
SOLE
55871
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
500
21990
SH
SOLE
21990
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
6737
129030
SH
SOLE
129030
0
0
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
2930
47033
SH
SOLE
47033
0
0
STANLEY BLACK + DECKER INC
COMMON STOCK USD2.5
854502101
3481
36504
SH
SOLE
36504
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
2477
152099
SH
SOLE
152099
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
13255
139969
SH
SOLE
139969
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
8568
249010
SH
SOLE
249010
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
2423
120567
SH
SOLE
120567
0
0
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
1062
22400
SH
SOLE
22400
0
0
STEMLINE THERAPEUTICS INC
COMMON STOCK USD.0001
85858C107
353
24370
SH
SOLE
24370
0
0
STERIS CORP
COMMON STOCK NPV
859152100
2480
35295
SH
SOLE
35295
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
332
22640
SH
SOLE
22640
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
6278
152788
SH
SOLE
152788
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
366
30299
SH
SOLE
30299
0
0
SWIFT TRANSPORTATION CO
COMMON STOCK USD.001
87074U101
2281
87680
SH
SOLE
87680
0
0
SYNAGEVA BIOPHARMA CORP
COMMON STOCK USD.001
87159A103
815
8360
SH
SOLE
8360
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
492
6050
SH
SOLE
6050
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
1644
21277
SH
SOLE
21277
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
5693
122900
SH
SOLE
122900
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
478
5900
SH
SOLE
5900
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
60114
2560227
SH
SOLE
639683
0
1920544
TARGET CORP
COMMON STOCK USD.0833
87612E106
3480
42403
SH
SOLE
42403
0
0
TECHNOLOGY SELECT SECTOR SPDR
TECHNOLOGY SELECT SECT SPDR
81369Y803
4903
118315
SH
SOLE
118315
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
53722
2972981
SH
SOLE
717544
0
2255437
TERRAFORM POWER INC A
COMMON STOCK USD.01
88104R100
1025
28070
SH
SOLE
28070
0
0
TESARO INC
COMMON STOCK USD.0001
881569107
739
12880
SH
SOLE
12880
0
0
TESORO CORP
COMMON STOCK USD.167
881609101
7896
86492
SH
SOLE
86492
0
0
TETRAPHASE PHARMACEUTICALS I
COMMON STOCK USD.001
88165N105
525
14325
SH
SOLE
14325
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
2957
51714
SH
SOLE
51714
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
29446
664238
SH
SOLE
664238
0
0
THERMON GROUP HOLDINGS INC
COMMON STOCK USD.001
88362T103
2187
90860
SH
SOLE
90860
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
2741
193692
SH
SOLE
193692
0
0
THOMPSON CREEK METALS CO INC
COMMON STOCK NPV
884768102
418
316386
SH
SOLE
260873
0
55513
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
2386
15920
SH
SOLE
15920
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
13586
125649
SH
SOLE
125649
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD1.
896522109
7947
223800
SH
SOLE
223800
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
3698
61915
SH
SOLE
61915
0
0
TURKCELL ILETISIM HIZMET ADR
ADR TRY1.
900111204
68
5206
SH
SOLE
5206
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
4205
109800
SH
SOLE
109800
0
0
U.S. PHYSICAL THERAPY INC
COMMON STOCK USD.01
90337L108
794
16720
SH
SOLE
16720
0
0
UGI CORP
COMMON STOCK NPV
902681105
7188
220552
SH
SOLE
220552
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
831
116258
SH
SOLE
116258
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
32795
302787
SH
SOLE
302787
0
0
UNITED INSURANCE HOLDINGS CO
COMMON STOCK USD.0001
910710102
1520
67570
SH
SOLE
67570
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
756
18433
SH
SOLE
18433
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
31101
265366
SH
SOLE
265366
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
3750
21748
SH
SOLE
21748
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
5339
45138
SH
SOLE
45138
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
4027
34211
SH
SOLE
34211
0
0
US BANCORP
COMMON STOCK USD.01
902973304
22567
516755
SH
SOLE
516755
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
11237
331668
SH
SOLE
331668
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
12240
192396
SH
SOLE
192396
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
4260
101198
SH
SOLE
101198
0
0
VENTAS INC
REIT USD.25
92276F100
999
13679
SH
SOLE
13679
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
3180
51345
SH
SOLE
51345
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
14106
210630
SH
SOLE
210630
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
42302
869866
SH
SOLE
869866
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
14117
206695
SH
SOLE
206695
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
6500
99372
SH
SOLE
99372
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
3503
253451
SH
SOLE
253451
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
706
77107
SH
SOLE
77107
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
2661
188705
SH
SOLE
188705
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
30142
366463
SH
SOLE
366463
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
2639
148826
SH
SOLE
148826
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
35153
335140
SH
SOLE
335140
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
1138
60070
SH
SOLE
60070
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
704
16070
SH
SOLE
16070
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
4917
132723
SH
SOLE
132723
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
33954
624159
SH
SOLE
624159
0
0
WESCO INTERNATIONAL INC
COMMON STOCK USD.01
95082P105
4256
60900
SH
SOLE
60900
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
15324
168378
SH
SOLE
168378
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
6724
136134
SH
SOLE
136134
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
1990
9848
SH
SOLE
9848
0
0
WHITESTONE REIT
REIT USD.001
966084204
1067
67220
SH
SOLE
67220
0
0
WHOLE FOODS MARKET INC
COMMON STOCK NPV
966837106
1030
19773
SH
SOLE
19773
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
2253
47260
SH
SOLE
47260
0
0
WISDOMTREE INVESTMENTS INC
COMMON STOCK USD.01
97717P104
1318
61412
SH
SOLE
61412
0
0
WORLD ACCEPTANCE CORP
COMMON STOCK NPV
981419104
1677
23000
SH
SOLE
23000
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
4863
84610
SH
SOLE
84610
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK NPV
981811102
1753
65882
SH
SOLE
65882
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
11943
132013
SH
SOLE
132013
0
0