0001140361-16-049215.txt : 20160129
0001140361-16-049215.hdr.sgml : 20160129
20160129161909
ACCESSION NUMBER: 0001140361-16-049215
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160129
DATE AS OF CHANGE: 20160129
EFFECTIVENESS DATE: 20160129
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT CORP
CENTRAL INDEX KEY: 0001128251
IRS NUMBER: 510350197
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05977
FILM NUMBER: 161373599
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 Corp
DATE OF NAME CHANGE: 20090126
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
12-31-2015
12-31-2015
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
01-29-2016
0
635
4146002
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COMMON STOCK USD.01
88579Y101
7995
53075
SH
SOLE
53075
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
5440
91835
SH
SOLE
91835
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
782
8658
SH
SOLE
8658
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
4630
44307
SH
SOLE
44307
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
762
17804
SH
SOLE
17804
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
374
1600
SH
SOLE
1600
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
4633
140494
SH
SOLE
140494
0
0
ADURO BIOTECH INC
COMMON STOCK USD.0001
00739L101
321
11408
SH
SOLE
11408
0
0
AECOM
COMMON STOCK USD.01
00766T100
3538
117800
SH
SOLE
117800
0
0
AES CORP
COMMON STOCK USD.01
00130H105
2243
234400
SH
SOLE
234400
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
1010
29725
SH
SOLE
29725
0
0
AIRGAS INC
COMMON STOCK USD.01
009363102
913
6600
SH
SOLE
6600
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
872
16742
SH
SOLE
16742
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
7987
99200
SH
SOLE
99200
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
5316
58827
SH
SOLE
58827
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
1238
18800
SH
SOLE
18800
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
27422
87750
SH
SOLE
87750
0
0
ALLIANCE FIBER OPTIC PRODUCT
COMMON STOCK USD.001
018680306
762
50247
SH
SOLE
50247
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
5056
195300
SH
SOLE
195300
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
1658
26700
SH
SOLE
26700
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
10925
14042
SH
SOLE
14042
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
49536
65275
SH
SOLE
65275
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
11346
194914
SH
SOLE
194914
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
1878
62193
SH
SOLE
61703
0
490
AMAZON.COM INC
COMMON STOCK USD.01
023135106
32852
48605
SH
SOLE
48605
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
2786
37300
SH
SOLE
37300
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
12998
306926
SH
SOLE
280938
0
25988
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
1046
25300
SH
SOLE
25300
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
4883
83795
SH
SOLE
83795
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
27252
439762
SH
SOLE
439762
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
6325
65243
SH
SOLE
65243
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
1265
11891
SH
SOLE
11891
0
0
AMERISAFE INC
COMMON STOCK USD.01
03071H100
2156
42352
SH
SOLE
42352
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
9366
90305
SH
SOLE
90305
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
16176
99648
SH
SOLE
99648
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
1368
224972
SH
SOLE
224972
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
1857
59802
SH
SOLE
59802
0
0
AMSURG CORP
COMMON STOCK
03232P405
2227
29300
SH
SOLE
29300
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
3104
50400
SH
SOLE
50400
0
0
ANACOR PHARMACEUTICALS INC
COMMON STOCK USD.001
032420101
1112
9845
SH
SOLE
9845
0
0
ANCHOR BANCORP WISCONSIN INC
COMMON STOCK USD.01
03283P106
1300
29860
SH
SOLE
29860
0
0
ANGIODYNAMICS INC
COMMON STOCK USD.01
03475V101
1207
99447
SH
SOLE
99447
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
245
34482
SH
SOLE
34482
0
0
ANI PHARMACEUTICALS INC
COMMON STOCK USD.0001
00182C103
627
13893
SH
SOLE
13893
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
1899
49765
SH
SOLE
49765
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
1264
134800
SH
SOLE
134800
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
8660
62108
SH
SOLE
62108
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
1469
85250
SH
SOLE
85250
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
68694
652616
SH
SOLE
652616
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
701
32772
SH
SOLE
32772
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
2368
73079
SH
SOLE
73079
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
5407
99800
SH
SOLE
99800
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
2846
58920
SH
SOLE
58920
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
7515
199018
SH
SOLE
199018
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
701
8700
SH
SOLE
8700
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
2654
100400
SH
SOLE
100400
0
0
ASTORIA FINANCIAL CORP
COMMON STOCK USD.01
046265104
296
18700
SH
SOLE
18700
0
0
ASTRONICS CORP
COMMON STOCK USD.01
046433108
2579
63342
SH
SOLE
63342
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
18983
551667
SH
SOLE
551667
0
0
ATLANTIC TELE NETWORK INC
COMMON STOCK USD.01
049079205
336
4294
SH
SOLE
4294
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
846
2000000
SH
SOLE
2000000
0
0
AUTOLIV INC
COMMON STOCK USD1.
052800109
28040
224730
SH
SOLE
224730
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
3884
65100
SH
SOLE
65100
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
6495
8755
SH
SOLE
8755
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
552
3800
SH
SOLE
3800
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
1392
7561
SH
SOLE
7561
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
1558
24871
SH
SOLE
24871
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1433
71487
SH
SOLE
71487
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
748
20600
SH
SOLE
20600
0
0
AVNET INC
COMMON STOCK USD1.
053807103
3898
90997
SH
SOLE
90997
0
0
AVOLON HOLDINGS LTD
COMMON STOCK USD.001
G52237107
619
20000
SH
SOLE
20000
0
0
B+G FOODS INC
COMMON STOCK USD.01
05508R106
714
20400
SH
SOLE
20400
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
1397
30279
SH
SOLE
30279
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
9401
558609
SH
SOLE
558609
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
2854
57700
SH
SOLE
57700
0
0
BAXALTA INC
COMMON STOCK USD.01
07177M103
2613
66945
SH
SOLE
66945
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
5850
37966
SH
SOLE
37966
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
5515
114300
SH
SOLE
114300
0
0
BEL FUSE INC CL B
COMMON STOCK USD.1
077347300
682
39450
SH
SOLE
39450
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
1508
72946
SH
SOLE
72946
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
14208
107605
SH
SOLE
107605
0
0
BERRY PLASTICS GROUP INC
COMMON STOCK USD.01
08579W103
1954
54000
SH
SOLE
54000
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
5043
165630
SH
SOLE
165630
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2245
58250
SH
SOLE
58250
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
2813
9181
SH
SOLE
9181
0
0
BIOMED REALTY TRUST INC
REIT USD.01
09063H107
912
38500
SH
SOLE
38500
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
220
5113
SH
SOLE
5113
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
16403
113444
SH
SOLE
113444
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
2143
44700
SH
SOLE
44700
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
2901
54000
SH
SOLE
54000
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
1853
201800
SH
SOLE
201800
0
0
CABLEVISION SYSTEMS NY GRP A
COMMON STOCK USD.01
12686C109
389
12200
SH
SOLE
12200
0
0
CABOT CORP
COMMON STOCK USD1.
127055101
1427
34900
SH
SOLE
34900
0
0
CABOT MICROELECTRONICS CORP
COMMON STOCK USD.001
12709P103
414
9456
SH
SOLE
9456
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
1582
76000
SH
SOLE
76000
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
988
98024
SH
SOLE
98024
0
0
CAL MAINE FOODS INC
COMMON STOCK USD.01
128030202
1195
25791
SH
SOLE
25791
0
0
CALAMP CORP
COMMON STOCK USD.01
128126109
598
29987
SH
SOLE
29987
0
0
CALATLANTIC GROUP INC
COMMON STOCK USD.01
128195104
1523
40165
SH
SOLE
40165
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
2003
138448
SH
SOLE
138448
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
629
13360
SH
SOLE
13360
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
4970
78642
SH
SOLE
78642
0
0
CAMPUS CREST COMMUNITIES INC
REIT USD.01
13466Y105
613
90100
SH
SOLE
90100
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
339
5452
SH
SOLE
5452
0
0
CAPITAL BANK FINANCIAL CL A
COMMON STOCK
139794101
872
27254
SH
SOLE
27254
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
23869
330685
SH
SOLE
330685
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
2604
29175
SH
SOLE
29175
0
0
CASCADE MICROTECH INC
COMMON STOCK USD.01
147322101
444
27330
SH
SOLE
27330
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
4922
72430
SH
SOLE
72430
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
2291
54500
SH
SOLE
54500
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
3946
58600
SH
SOLE
58600
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
18601
155316
SH
SOLE
155316
0
0
CEMEX SAB SPONS ADR PART CER
ADR
151290889
18470
3316036
SH
SOLE
1318316
0
1997720
CENTENE CORP
COMMON STOCK USD.001
15135B101
911
13840
SH
SOLE
13840
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
354
267870
SH
SOLE
196734
0
71136
CEPHEID INC
COMMON STOCK
15670R107
497
13604
SH
SOLE
13604
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1639
65126
SH
SOLE
65126
0
0
CHESAPEAKE UTILITIES CORP
COMMON STOCK USD.4867
165303108
1058
18639
SH
SOLE
18639
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
15524
172571
SH
SOLE
172571
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
438
3300
SH
SOLE
3300
0
0
CHUBB LTD
COMMON STOCK
H0023R105
11194
95800
SH
SOLE
95800
0
0
CHURCH + DWIGHT CO INC
COMMON STOCK USD1.
171340102
721
8500
SH
SOLE
8500
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
7366
1721110
SH
SOLE
756634
0
964476
CIGNA CORP
COMMON STOCK USD.25
125509109
6585
44998
SH
SOLE
44998
0
0
CINTAS CORP
COMMON STOCK
172908105
5870
64475
SH
SOLE
64475
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
5646
191211
SH
SOLE
191211
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
32161
1184350
SH
SOLE
1184350
0
0
CIT GROUP INC
COMMON STOCK USD.01
125581801
6932
174600
SH
SOLE
174600
0
0
CITI TRENDS INC
COMMON STOCK USD.01
17306X102
1404
66065
SH
SOLE
66065
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
42420
819714
SH
SOLE
819714
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
7991
105629
SH
SOLE
105629
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
407
7800
SH
SOLE
7800
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
235
6703
SH
SOLE
6703
0
0
COACH INC
COMMON STOCK USD.01
189754104
2546
77774
SH
SOLE
77774
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
17662
411135
SH
SOLE
411135
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
6894
140011
SH
SOLE
140011
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
12020
180421
SH
SOLE
180421
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
953
50441
SH
SOLE
50441
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
27223
482429
SH
SOLE
482429
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
749
19034
SH
SOLE
19034
0
0
CONSTANT CONTACT INC
COMMON STOCK USD.01
210313102
649
22200
SH
SOLE
22200
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
3539
24849
SH
SOLE
24849
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
827
10659
SH
SOLE
10659
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK
P31076105
2788
57777
SH
SOLE
51057
0
6720
CORELOGIC INC
COMMON STOCK USD1.
21871D103
1033
30500
SH
SOLE
30500
0
0
CORNING INC
COMMON STOCK USD.5
219350105
4583
250726
SH
SOLE
250726
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
462
120631
SH
SOLE
120631
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
5118
27017
SH
SOLE
27017
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
2603
20525
SH
SOLE
20525
0
0
CRANE CO
COMMON STOCK USD1.
224399105
6478
135400
SH
SOLE
135400
0
0
CROSS COUNTRY HEALTHCARE INC
COMMON STOCK USD.0001
227483104
309
18864
SH
SOLE
18864
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
6885
135800
SH
SOLE
135800
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
17050
174384
SH
SOLE
174384
0
0
CYNOSURE INC A
COMMON STOCK USD.001
232577205
655
14663
SH
SOLE
14663
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
300
28633
SH
SOLE
28633
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
776
56256
SH
SOLE
56256
0
0
DANAHER CORP W/D
COMMON STOCK USD.01
235851102
2817
30334
SH
SOLE
30334
0
0
DAVE + BUSTER S ENTERTAINMEN
COMMON STOCK USD.01
238337109
343
8206
SH
SOLE
8206
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
999
40597
SH
SOLE
40597
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
8842
103138
SH
SOLE
103138
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
30297
597692
SH
SOLE
597692
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
2451
44933
SH
SOLE
44933
0
0
DENTSPLY INTERNATIONAL INC
COMMON STOCK USD.01
249030107
2366
38885
SH
SOLE
38885
0
0
DIAMOND RESORTS INTERNATIONA
COMMON STOCK USD.01
25272T104
310
12145
SH
SOLE
12145
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
1181
33400
SH
SOLE
33400
0
0
DIGI INTERNATIONAL INC
COMMON STOCK USD.01
253798102
314
27577
SH
SOLE
27577
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
7028
97784
SH
SOLE
97784
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK
25746U109
5116
75632
SH
SOLE
75632
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
2188
35692
SH
SOLE
35692
0
0
DOW CHEMICAL CO W/D
COMMON STOCK USD2.5
260543103
9057
175934
SH
SOLE
175934
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
2825
88200
SH
SOLE
88200
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
11489
123268
SH
SOLE
123268
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
3500
59100
SH
SOLE
59100
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1636
20400
SH
SOLE
20400
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
663957
9969322
SH
SOLE
9969322
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
4785
67030
SH
SOLE
67030
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
1482
34800
SH
SOLE
34800
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
3061
228402
SH
SOLE
228402
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
2514
84824
SH
SOLE
84824
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
5228
125800
SH
SOLE
125800
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
8720
129161
SH
SOLE
129161
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
8
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
5
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
101
8026
SH
SOLE
2709
0
5317
EBAY INC
COMMON STOCK USD.001
278642103
6406
233127
SH
SOLE
233127
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
8298
140151
SH
SOLE
140151
0
0
ELDORADO RESORTS INC
COMMON STOCK
28470R102
633
57532
SH
SOLE
57532
0
0
ELI LILLY + CO
COMMON STOCK
532457108
4551
54009
SH
SOLE
54009
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
5036
196092
SH
SOLE
196092
0
0
EMC INS GROUP INC
COMMON STOCK USD1.
268664109
549
21680
SH
SOLE
21680
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
433
13128
SH
SOLE
13128
0
0
ENDURANCE SPECIALTY HOLDINGS
COMMON STOCK USD1.0
G30397106
5765
90100
SH
SOLE
90100
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
619
11071
SH
SOLE
11071
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
5176
336300
SH
SOLE
336300
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
9147
133800
SH
SOLE
133800
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
319
4057
SH
SOLE
4057
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
2227
23877
SH
SOLE
23877
0
0
EPR PROPERTIES
REIT USD.01
26884U109
4751
81279
SH
SOLE
81279
0
0
EQUIFAX INC
COMMON STOCK USD1.25
294429105
4694
42144
SH
SOLE
42144
0
0
ESSENDANT INC
COMMON STOCK USD.1
296689102
599
18433
SH
SOLE
18433
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
6900
315200
SH
SOLE
315200
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
1700
7100
SH
SOLE
7100
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
7517
85365
SH
SOLE
85365
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
2647
48959
SH
SOLE
48959
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
9789
53465
SH
SOLE
53465
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
3201
62677
SH
SOLE
62677
0
0
EXELON CORP
COMMON STOCK
30161N101
8025
288972
SH
SOLE
288972
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
1813
14583
SH
SOLE
14583
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
9490
108564
SH
SOLE
108564
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
2435
27600
SH
SOLE
27600
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
39328
504532
SH
SOLE
504532
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
5677
8250000
SH
SOLE
5545000
0
2705000
F5 NETWORKS INC
COMMON STOCK
315616102
1018
10500
SH
SOLE
10500
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
21048
201107
SH
SOLE
201107
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
380
2600
SH
SOLE
2600
0
0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.
313855108
1076
67890
SH
SOLE
67890
0
0
FEDERATED NATIONAL HOLDING C
COMMON STOCK USD.01
31422T101
1114
37678
SH
SOLE
37678
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
9775
65610
SH
SOLE
65610
0
0
FIDELITY + GUARANTY LIFE
COMMON STOCK USD.01
315785105
490
19300
SH
SOLE
19300
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
1949
54300
SH
SOLE
54300
0
0
FIRST BUSEY CORP
COMMON STOCK USD.001
319383204
327
15863
SH
SOLE
15863
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
529
28409
SH
SOLE
28409
0
0
FIRST MIDWEST BANCORP INC/IL
COMMON STOCK USD.01
320867104
1548
84014
SH
SOLE
84014
0
0
FIRST NBC BANK HOLDING CO
COMMON STOCK
32115D106
350
9362
SH
SOLE
9362
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
4788
150900
SH
SOLE
150900
0
0
FIRSTMERIT CORP
COMMON STOCK
337915102
1661
89038
SH
SOLE
89038
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1866
20407
SH
SOLE
20407
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
376
19491
SH
SOLE
19491
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
815
28100
SH
SOLE
28100
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
10004
153700
SH
SOLE
153700
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
12684
900197
SH
SOLE
900197
0
0
FRANCESCAS HOLDINGS CORP
COMMON STOCK USD.01
351793104
1311
75276
SH
SOLE
75276
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
7783
211392
SH
SOLE
211392
0
0
FRESH DEL MONTE PRODUCE W/D
COMMON STOCK USD.01
G36738105
1881
48385
SH
SOLE
48385
0
0
FXCM INC
SR UNSECURED 06/18 2.25
302693AB2
8479
12200000
SH
SOLE
8215000
0
3985000
GAP INC/THE
COMMON STOCK USD.05
364760108
3415
138257
SH
SOLE
138257
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
3020
33300
SH
SOLE
33300
0
0
GATX CORP
COMMON STOCK USD.625
361448103
2200
51700
SH
SOLE
51700
0
0
GENERAL COMMUNICATION INC A
COMMON STOCK
369385109
338
17090
SH
SOLE
17090
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
13005
94676
SH
SOLE
94676
0
0
GENERAL ELECTRIC CO W/D
COMMON STOCK USD.06
369604103
17121
549621
SH
SOLE
549621
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
8358
245742
SH
SOLE
245742
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
3823
156801
SH
SOLE
156801
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
2907
177681
SH
SOLE
177681
0
0
GENESCO INC
COMMON STOCK USD1.
371532102
548
9638
SH
SOLE
9638
0
0
GENTHERM INC
COMMON STOCK
37253A103
764
16110
SH
SOLE
16110
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
36066
356415
SH
SOLE
356415
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
18357
101852
SH
SOLE
101852
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK
382550101
4069
124538
SH
SOLE
124538
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
2100
132334
SH
SOLE
132334
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
1411
86595
SH
SOLE
86595
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
629
13889
SH
SOLE
13889
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
1413
48702
SH
SOLE
48702
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
442
8417
SH
SOLE
8417
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
1883
57737
SH
SOLE
57737
0
0
H+R BLOCK INC
COMMON STOCK
093671105
863
25900
SH
SOLE
25900
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
462
15700
SH
SOLE
15700
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
2374
144293
SH
SOLE
144293
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
2383
29300
SH
SOLE
29300
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
1060
49462
SH
SOLE
49462
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
12342
182486
SH
SOLE
182486
0
0
HCI GROUP INC
COMMON STOCK
40416E103
1259
36123
SH
SOLE
36123
0
0
HCP INC
REIT USD1.
40414L109
2547
66600
SH
SOLE
66600
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
975
34424
SH
SOLE
34424
0
0
HEARTLAND PAYMENT SYSTEMS IN
COMMON STOCK USD.001
42235N108
398
4200
SH
SOLE
4200
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1381
8727
SH
SOLE
8727
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
1616
74060
SH
SOLE
74060
0
0
HESKA CORP
COMMON STOCK USD.001
42805E306
1148
29691
SH
SOLE
29691
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
15829
326497
SH
SOLE
326497
0
0
HEWLETT PACKARD ENTERPRIS
COMMON STOCK USD.01
42824C109
2595
170746
SH
SOLE
170746
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
630
20845
SH
SOLE
20845
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
2208
45943
SH
SOLE
45943
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
3347
83900
SH
SOLE
83900
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
4740
122500
SH
SOLE
122500
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
24907
188331
SH
SOLE
188331
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
14799
142890
SH
SOLE
142890
0
0
HORMEL FOODS CORP
COMMON STOCK USD.0586
440452100
5788
73194
SH
SOLE
73194
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
8242
315200
SH
SOLE
315200
0
0
HP INC
COMMON STOCK USD.01
40434L105
2623
221512
SH
SOLE
221512
0
0
HRG GROUP INC
COMMON STOCK USD.01
40434J100
4073
300400
SH
SOLE
300400
0
0
HSN INC
COMMON STOCK USD.01
404303109
3555
70151
SH
SOLE
70151
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
2020
182668
SH
SOLE
182668
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
7915
62400
SH
SOLE
62400
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
1298
114200
SH
SOLE
114200
0
0
HYSTER YALE MATERIALS
COMMON STOCK USD.01
449172105
322
6147
SH
SOLE
6147
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
2486
41400
SH
SOLE
41400
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
13939
1780186
SH
SOLE
182618
0
1597568
ICU MEDICAL INC
COMMON STOCK USD.1
44930G107
1046
9272
SH
SOLE
9272
0
0
IDACORP INC
COMMON STOCK
451107106
1836
26994
SH
SOLE
26994
0
0
IMPERVA INC
COMMON STOCK USD.0001
45321L100
298
4705
SH
SOLE
4705
0
0
INC RESEARCH HOLDINGS INC A
COMMON STOCK USD.01
45329R109
1509
31100
SH
SOLE
31100
0
0
INFINITY PROPERTY + CASUALTY
COMMON STOCK
45665Q103
1163
14147
SH
SOLE
14147
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
8581
155200
SH
SOLE
155200
0
0
INGRAM MICRO INC CL A
COMMON STOCK USD.01
457153104
817
26900
SH
SOLE
26900
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
10638
111000
SH
SOLE
111000
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
1118
44503
SH
SOLE
44503
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
1215
42427
SH
SOLE
42427
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
3177
120582
SH
SOLE
120582
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
19678
571194
SH
SOLE
571194
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
2255
8800
SH
SOLE
8800
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
3569
72768
SH
SOLE
72768
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
3015
79978
SH
SOLE
79978
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
8625
62670
SH
SOLE
62670
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
3128
32412
SH
SOLE
32412
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
1754
52400
SH
SOLE
52400
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
590
47453
SH
SOLE
47453
0
0
ISHARES MSCI AUSTRALIA ETF
ISHARES MSCI AUSTRALIA ETF
464286103
34267
1807349
SH
SOLE
1807349
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
25103
779843
SH
SOLE
478071
0
301772
ISHARES MSCI GERMANY ETF
ISHARES MSCI GERMANY ETF
464286806
4533
173065
SH
SOLE
173065
0
0
ISHARES MSCI HONG KONG ETF
ISHARES MSCI HONG KONG ETF
464286871
34511
1741220
SH
SOLE
1741220
0
0
ISHARES MSCI INDIA ETF
ISHARES MSCI INDIA ETF
46429B598
3699
134307
SH
SOLE
0
0
134307
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
464286848
68920
5686504
SH
SOLE
5686504
0
0
ISHARES MSCI SPAIN CAPPED ETF
ISHARES MSCI SPAIN CAPPED ET
464286764
4563
161403
SH
SOLE
161403
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
2716
32990
SH
SOLE
32990
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
11096
476420
SH
SOLE
476420
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
3255
41700
SH
SOLE
41700
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
4311
56200
SH
SOLE
56200
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.
469814107
4836
115286
SH
SOLE
115286
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
865
61382
SH
SOLE
61382
0
0
JARDEN CORP
COMMON STOCK USD.01
471109108
1251
21900
SH
SOLE
21900
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
396
7323
SH
SOLE
7323
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
25523
248471
SH
SOLE
248471
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
10695
66900
SH
SOLE
66900
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
47025
712176
SH
SOLE
712176
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
6859
248512
SH
SOLE
248512
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
988
24340
SH
SOLE
24340
0
0
KEURIG GREEN MOUNTAIN INC
COMMON STOCK USD.1
49271M100
2888
32100
SH
SOLE
32100
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1931
72967
SH
SOLE
72967
0
0
KING DIGITAL ENTERTAINMENT P
COMMON STOCK USD.000149
G5258J109
606
33900
SH
SOLE
33900
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
409
5900
SH
SOLE
5900
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
4371
91769
SH
SOLE
91769
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
1867
56270
SH
SOLE
56270
0
0
KRISPY KREME DOUGHNUTS INC
COMMON STOCK
501014104
1357
90064
SH
SOLE
90064
0
0
KROGER CO
COMMON STOCK USD1.
501044101
8587
205273
SH
SOLE
205273
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
5940
49703
SH
SOLE
49703
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
847
34672
SH
SOLE
34672
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
8361
105273
SH
SOLE
105273
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
3595
61300
SH
SOLE
61300
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
4103
102261
SH
SOLE
102261
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2084
82835
SH
SOLE
82835
0
0
LAZARD LTD CL A
MLP USD.01
G54050102
2260
50200
SH
SOLE
50200
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
2543
20700
SH
SOLE
20700
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
5551
141500
SH
SOLE
141500
0
0
LENDINGTREE INC
COMMON STOCK USD.01
52603B107
1320
14790
SH
SOLE
14790
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
7425
151800
SH
SOLE
151800
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
1931
111026
SH
SOLE
111026
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
10813
198922
SH
SOLE
198922
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
8573
313800
SH
SOLE
313800
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
2022
18654
SH
SOLE
18654
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
2337
46489
SH
SOLE
46489
0
0
LINKEDIN CORP A
COMMON STOCK USD.0001
53578A108
743
3300
SH
SOLE
3300
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
2630
44293
SH
SOLE
44293
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
10680
140452
SH
SOLE
140452
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
11342
130520
SH
SOLE
130520
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
801
36526
SH
SOLE
36526
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1701
48635
SH
SOLE
48635
0
0
MALLINCKRODT PLC
COMMON STOCK USD.2
G5785G107
1290
17289
SH
SOLE
17289
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
3028
45763
SH
SOLE
45763
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
3155
205543
SH
SOLE
205543
0
0
MARATHON OIL CORP
COMMON STOCK USD1.
565849106
847
67300
SH
SOLE
67300
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1680
32414
SH
SOLE
32414
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
1227
11000
SH
SOLE
11000
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
2245
39424
SH
SOLE
39424
0
0
MASCO CORP
COMMON STOCK USD1.
574599106
7197
254300
SH
SOLE
254300
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
7243
74398
SH
SOLE
74398
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
1968
95807
SH
SOLE
95807
0
0
MATSON INC
COMMON STOCK
57686G105
2694
63195
SH
SOLE
63195
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1374
42453
SH
SOLE
42453
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
14586
123460
SH
SOLE
123460
0
0
MDC PARTNERS INC A
COMMON STOCK
552697104
713
32840
SH
SOLE
32840
0
0
MEDASSETS INC
COMMON STOCK USD.01
584045108
405
13100
SH
SOLE
13100
0
0
MEDIVATION INC
COMMON STOCK USD.01
58501N101
1958
40500
SH
SOLE
40500
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
4572
63800
SH
SOLE
63800
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
16899
219695
SH
SOLE
219695
0
0
MENTOR GRAPHICS CORP
COMMON STOCK
587200106
3029
164462
SH
SOLE
164462
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
23771
450029
SH
SOLE
450029
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
1342
39470
SH
SOLE
39470
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1145
35962
SH
SOLE
35962
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
19410
402622
SH
SOLE
402622
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
68
200
SH
SOLE
200
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.
552848103
885
100200
SH
SOLE
100200
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
2982
74440
SH
SOLE
74440
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
2640
186475
SH
SOLE
186475
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
56894
1025487
SH
SOLE
1025487
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
1451
8092
SH
SOLE
8092
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
2715
29900
SH
SOLE
29900
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
942
100565
SH
SOLE
100565
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
4536
98920
SH
SOLE
98920
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
1164
32337
SH
SOLE
32337
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
2801
14792
SH
SOLE
14792
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
1281
21300
SH
SOLE
21300
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
570
25084
SH
SOLE
25084
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
14878
331810
SH
SOLE
331810
0
0
MOOG INC CLASS A
COMMON STOCK USD1.
615394202
552
9104
SH
SOLE
9104
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
1994
62697
SH
SOLE
62697
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
5683
205976
SH
SOLE
205976
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
510
19849
SH
SOLE
19849
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
5186
231003
SH
SOLE
231003
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
1892
35000
SH
SOLE
35000
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
11267
193696
SH
SOLE
193696
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
635309107
778
49522
SH
SOLE
49522
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.
636180101
1834
42900
SH
SOLE
42900
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
6284
156900
SH
SOLE
156900
0
0
NAUTILUS INC
COMMON STOCK
63910B102
1128
67491
SH
SOLE
67491
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
980
78958
SH
SOLE
78958
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
5333
218020
SH
SOLE
218020
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
1315
21064
SH
SOLE
21064
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
2867
108075
SH
SOLE
108075
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
37137
204904
SH
SOLE
80080
0
124824
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
1536
27150
SH
SOLE
27150
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
12635
286649
SH
SOLE
286649
0
0
NEWLINK GENETICS CORP
COMMON STOCK USD.01
651511107
1114
30624
SH
SOLE
30624
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
1155
86485
SH
SOLE
86485
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
4153
39977
SH
SOLE
39977
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
9510
152162
SH
SOLE
152162
0
0
NORDIC AMERICAN TANKERS LTD
COMMON STOCK USD.01
G65773106
1152
74107
SH
SOLE
74107
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
380
98571
SH
SOLE
98571
0
0
NUANCE COMMUNICATIONS INC
COMMON STOCK USD.001
67020Y100
2693
135400
SH
SOLE
135400
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
3094
76762
SH
SOLE
76762
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
1424
43205
SH
SOLE
43205
0
0
NVR INC
COMMON STOCK USD.01
62944T105
822
500
SH
SOLE
500
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
346
46997
SH
SOLE
46997
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
19441
287539
SH
SOLE
287539
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
5970
227100
SH
SOLE
227100
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
3292
94100
SH
SOLE
94100
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
739
33304
SH
SOLE
33304
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
2005
26500
SH
SOLE
26500
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
1625
65900
SH
SOLE
65900
0
0
OPHTHOTECH CORP
COMMON STOCK USD.001
683745103
669
8514
SH
SOLE
8514
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
21248
581662
SH
SOLE
581662
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
891
138360
SH
SOLE
138360
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
1066
29233
SH
SOLE
29233
0
0
OUTERWALL INC W/I
COMMON STOCK USD.001
690070107
745
20395
SH
SOLE
20395
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
710
15100
SH
SOLE
15100
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
1619
92944
SH
SOLE
92944
0
0
OXFORD INDUSTRIES INC
COMMON STOCK USD1.
691497309
599
9387
SH
SOLE
9387
0
0
PACCAR INC
COMMON STOCK USD1.
693718108
1934
40800
SH
SOLE
40800
0
0
PACIRA PHARMACEUTICALS INC
COMMON STOCK USD.001
695127100
997
12989
SH
SOLE
12989
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
826
13100
SH
SOLE
13100
0
0
PALO ALTO NETWORKS INC
COMMON STOCK USD.0001
697435105
898
5100
SH
SOLE
5100
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
1008
14800
SH
SOLE
14800
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
6446
66472
SH
SOLE
66472
0
0
PARTNERRE LTD
COMMON STOCK USD1.
G6852T105
810
5800
SH
SOLE
5800
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
1571
29700
SH
SOLE
29700
0
0
PAYLOCITY HOLDING CORP
PRIVATE COMP USD.001
70438V106
336
8281
SH
SOLE
8281
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
2304
63635
SH
SOLE
63635
0
0
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
69318G106
673
18289
SH
SOLE
18289
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
926
40914
SH
SOLE
40914
0
0
PDF SOLUTIONS INC
COMMON STOCK USD.00015
693282105
325
29990
SH
SOLE
29990
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
775
27651
SH
SOLE
27651
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
2322
54840
SH
SOLE
54840
0
0
PEPCO HOLDINGS INC
COMMON STOCK USD.01
713291102
1968
75647
SH
SOLE
75647
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
18141
181558
SH
SOLE
181558
0
0
PERRIGO CO PLC
COMMON STOCK NPV
G97822103
3256
22500
SH
SOLE
22500
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
36814
1140466
SH
SOLE
1140466
0
0
PGT INC
COMMON STOCK USD.01
69336V101
766
67293
SH
SOLE
67293
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
834
27689
SH
SOLE
27689
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
13114
149170
SH
SOLE
149170
0
0
PHILLIPS 66
COMMON STOCK
718546104
972
11888
SH
SOLE
11888
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK
720186105
696
12200
SH
SOLE
12200
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
1765
79900
SH
SOLE
79900
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
2199
54428
SH
SOLE
54428
0
0
PLANET FITNESS INC CL A
COMMON STOCK USD.0001
72703H101
332
21225
SH
SOLE
21225
0
0
PLUM CREEK TIMBER CO
REIT USD.01
729251108
2370
49670
SH
SOLE
49670
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
10646
111696
SH
SOLE
111696
0
0
PNM RESOURCES INC
COMMON STOCK
69349H107
1412
46174
SH
SOLE
46174
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
1942
22600
SH
SOLE
22600
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
4152
146500
SH
SOLE
146500
0
0
POSCO SPON ADR
ADR
693483109
4800
135746
SH
SOLE
135746
0
0
POST PROPERTIES INC
REIT USD.01
737464107
2668
45100
SH
SOLE
45100
0
0
PRECISION CASTPARTS CORP
COMMON STOCK
740189105
1879
8100
SH
SOLE
8100
0
0
PREFERRED BANK/LOS ANGELES
COMMON STOCK
740367404
1131
34266
SH
SOLE
34266
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
1810
35152
SH
SOLE
35152
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
1147
900
SH
SOLE
900
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
26537
334178
SH
SOLE
334178
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
3781
118889
SH
SOLE
118889
0
0
PROLOGIS INC
REIT USD.01
74340W103
3153
73455
SH
SOLE
73455
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
7268
151850
SH
SOLE
151850
0
0
PROTHENA CORP PLC
COMMON STOCK USD.01
G72800108
332
4879
SH
SOLE
4879
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
2200
27025
SH
SOLE
27025
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
1247
14258
SH
SOLE
14258
0
0
PTC INC
COMMON STOCK USD.01
69370C100
3785
109300
SH
SOLE
109300
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
4039
104400
SH
SOLE
104400
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6498
26234
SH
SOLE
26234
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
2331
130800
SH
SOLE
130800
0
0
Q2 HOLDINGS INC
COMMON STOCK USD.0001
74736L109
359
13609
SH
SOLE
13609
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
1
144
SH
SOLE
0
0
144
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
330
4276
SH
SOLE
4276
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
4085
81729
SH
SOLE
81729
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON STOCK USD.01
74876Y101
8521
124100
SH
SOLE
124100
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
2396
178915
SH
SOLE
178915
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
3690
33100
SH
SOLE
33100
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
6327
50811
SH
SOLE
50811
0
0
REALD INC
COMMON STOCK USD.0001
75604L105
295
28000
SH
SOLE
28000
0
0
REALTY INCOME CORP
REIT USD1.
756109104
2076
40200
SH
SOLE
40200
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
743
12700
SH
SOLE
12700
0
0
REIS INC
COMMON STOCK USD.01
75936P105
672
28321
SH
SOLE
28321
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK
759509102
7899
136400
SH
SOLE
136400
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.
G7496G103
3339
29500
SH
SOLE
29500
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
2329
52947
SH
SOLE
52947
0
0
RESMED INC
COMMON STOCK USD.004
761152107
3919
73000
SH
SOLE
73000
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
2276
127159
SH
SOLE
127159
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
653
36016
SH
SOLE
36016
0
0
RLJ LODGING TRUST
REIT
74965L101
2728
126103
SH
SOLE
126103
0
0
RMR GROUP INC/THE A
COMMON STOCK
74967R106
0
2
SH
SOLE
2
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
5868
124479
SH
SOLE
124479
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
913
8900
SH
SOLE
8900
0
0
ROLLINS INC
COMMON STOCK USD1.
775711104
2341
90400
SH
SOLE
90400
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
2277
12000
SH
SOLE
12000
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
870
51300
SH
SOLE
51300
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
866
78724
SH
SOLE
78724
0
0
RYANAIR HOLDINGS PLC SP ADR
ADR
783513203
23124
267458
SH
SOLE
267458
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
2275
29352
SH
SOLE
29352
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
2056
99894
SH
SOLE
99894
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
627
61454
SH
SOLE
61454
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
1818
17300
SH
SOLE
17300
0
0
SCANSOURCE INC
COMMON STOCK
806037107
592
18361
SH
SOLE
18361
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
24666
353634
SH
SOLE
353634
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
1597
38038
SH
SOLE
38038
0
0
SCOTTS MIRACLE GRO CO CL A
COMMON STOCK USD.01
810186106
2574
39900
SH
SOLE
39900
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
4897
88700
SH
SOLE
88700
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
2933
80002
SH
SOLE
80002
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
2578
57807
SH
SOLE
57807
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
790
17600
SH
SOLE
17600
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1433
72304
SH
SOLE
72304
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
2489
26479
SH
SOLE
26479
0
0
SERVICEMASTER GLOBAL HOLDING
COMMON STOCK USD.01
81761R109
1444
36800
SH
SOLE
36800
0
0
SHENANDOAH TELECOMMUNICATION
COMMON STOCK
82312B106
451
10473
SH
SOLE
10473
0
0
SHIP FINANCE INTL LTD
COMMON STOCK USD1.
G81075106
697
42071
SH
SOLE
42071
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
10241
52669
SH
SOLE
52669
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
2167
66600
SH
SOLE
66600
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
961
17500
SH
SOLE
17500
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
1190
39400
SH
SOLE
39400
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.
831865209
7960
103900
SH
SOLE
103900
0
0
SMITH + WESSON HOLDING CORP
COMMON STOCK USD.001
831756101
1060
48238
SH
SOLE
48238
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
6171
36000
SH
SOLE
36000
0
0
SOLARWINDS INC
COMMON STOCK USD.001
83416B109
1690
28700
SH
SOLE
28700
0
0
SOLERA HOLDINGS INC
COMMON STOCK USD.01
83421A104
603
11000
SH
SOLE
11000
0
0
SORRENTO THERAPEUTICS INC
COMMON STOCK USD.0001
83587F202
346
39757
SH
SOLE
39757
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
3488
74546
SH
SOLE
74546
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
3256
75619
SH
SOLE
75619
0
0
SOVRAN SELF STORAGE INC
REIT USD.01
84610H108
2459
22917
SH
SOLE
22917
0
0
SPDR S+P500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
4716
23131
SH
SOLE
23131
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
1055
50938
SH
SOLE
50938
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
3134
62600
SH
SOLE
62600
0
0
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
2388
34973
SH
SOLE
34973
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
3472
56210
SH
SOLE
56210
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
1707
15576
SH
SOLE
15576
0
0
STANCORP FINANCIAL GROUP
COMMON STOCK
852891100
410
3600
SH
SOLE
3600
0
0
STANLEY BLACK + DECKER INC
COMMON STOCK USD2.5
854502101
2654
24865
SH
SOLE
24865
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1003
105930
SH
SOLE
105930
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
9134
152150
SH
SOLE
152150
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
3837
214700
SH
SOLE
214700
0
0
STERIS PLC
COMMON STOCK
G84720104
2659
35295
SH
SOLE
35295
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
2835
30500
SH
SOLE
30500
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON STOCK USD.01
864909106
753
43542
SH
SOLE
43542
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
4167
97271
SH
SOLE
97271
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
1511
112200
SH
SOLE
112200
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
852
63414
SH
SOLE
63414
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
1312
41300
SH
SOLE
41300
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
707
23261
SH
SOLE
23261
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
2814
61700
SH
SOLE
61700
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
3174
44400
SH
SOLE
44400
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
34821
1530614
SH
SOLE
637709
0
892905
TARGET CORP
COMMON STOCK USD.0833
87612E106
16113
221911
SH
SOLE
221911
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
1288
19400
SH
SOLE
19400
0
0
TECO ENERGY INC
COMMON STOCK USD1.
872375100
405
15200
SH
SOLE
15200
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
6102
490893
SH
SOLE
437587
0
53306
TESORO CORP
COMMON STOCK USD.167
881609101
1252
11883
SH
SOLE
11883
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
8975
163749
SH
SOLE
163749
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
13824
329064
SH
SOLE
329064
0
0
THOMPSON CREEK METALS CO INC
COMMON STOCK NPV
884768102
64
316386
SH
SOLE
260873
0
55513
TIFFANY + CO
COMMON STOCK USD.01
886547108
5901
77351
SH
SOLE
77351
0
0
TIME INC
COMMON STOCK USD.01
887228104
1387
88500
SH
SOLE
88500
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
297
1600
SH
SOLE
1600
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
4920
69387
SH
SOLE
69387
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
14383
127439
SH
SOLE
127439
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
2906
121000
SH
SOLE
121000
0
0
TYLER TECHNOLOGIES INC
COMMON STOCK USD.01
902252105
1499
8600
SH
SOLE
8600
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
6970
130704
SH
SOLE
130704
0
0
UDR INC
REIT USD.01
902653104
214
5700
SH
SOLE
5700
0
0
UGI CORP
COMMON STOCK
902681105
6381
189000
SH
SOLE
189000
0
0
ULTRAGENYX PHARMACEUTICAL IN
COMMON STOCK USD.001
90400D108
818
7292
SH
SOLE
7292
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
1547
97300
SH
SOLE
97300
0
0
UNDER ARMOUR INC CLASS A
COMMON STOCK USD.000333
904311107
919
11400
SH
SOLE
11400
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
11813
151066
SH
SOLE
151066
0
0
UNITED INSURANCE HOLDINGS CO
COMMON STOCK USD.0001
910710102
444
25974
SH
SOLE
25974
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
874
22200
SH
SOLE
22200
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
6281
86589
SH
SOLE
86589
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
8211
85466
SH
SOLE
85466
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
3602
23000
SH
SOLE
23000
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
21198
180192
SH
SOLE
180192
0
0
US BANCORP
COMMON STOCK USD.01
902973304
10571
247744
SH
SOLE
247744
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
15538
295068
SH
SOLE
295068
0
0
US SILICA HOLDINGS INC
COMMON STOCK USD.01
90346E103
342
18233
SH
SOLE
18233
0
0
UTI WORLDWIDE INC
COMMON STOCK
G87210103
403
57300
SH
SOLE
57300
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
1340
10470
SH
SOLE
10470
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
12651
178918
SH
SOLE
178918
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
1444
31200
SH
SOLE
31200
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
7824
73800
SH
SOLE
73800
0
0
VANGUARD FTSE EMERGING MARKETS
VANGUARD FTSE EMERGING MARKE
922042858
981
30000
SH
SOLE
30000
0
0
VANGUARD S+P 500 ETF
VANGUARD S+P 500 ETF
922908363
201697
1079000
SH
SOLE
1079000
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
763
18819
SH
SOLE
18819
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
9588
109748
SH
SOLE
109748
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
22209
480512
SH
SOLE
480512
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
3363
81700
SH
SOLE
81700
0
0
VIRTUS INVESTMENT PARTNERS
COMMON STOCK USD.01
92828Q109
723
6152
SH
SOLE
6152
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
16867
217502
SH
SOLE
217502
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
1742
30800
SH
SOLE
30800
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
2232
188705
SH
SOLE
188705
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
11683
190580
SH
SOLE
190580
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
26200
249338
SH
SOLE
249338
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
3345
62676
SH
SOLE
62676
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
1012
50551
SH
SOLE
50551
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
2867
59365
SH
SOLE
59365
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
1109
21606
SH
SOLE
21606
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
23013
423349
SH
SOLE
423349
0
0
WEST CORP
COMMON STOCK USD.001
952355204
316
14673
SH
SOLE
14673
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
918
25591
SH
SOLE
25591
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
5421
90274
SH
SOLE
90274
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
1438
40384
SH
SOLE
40384
0
0
WESTROCK CO
COMMON STOCK
96145D105
5778
126655
SH
SOLE
126655
0
0
WGL HOLDINGS INC
COMMON STOCK
92924F106
1380
21910
SH
SOLE
21910
0
0
WHITEWAVE FOODS CO
COMMON STOCK USD.01
966244105
1856
47700
SH
SOLE
47700
0
0
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
1086
32409
SH
SOLE
32409
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
1333
29600
SH
SOLE
29600
0
0
WIX.COM LTD
COMMON STOCK ILS.01
M98068105
417
18338
SH
SOLE
18338
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
508
196186
SH
SOLE
196172
0
14
WORLD ACCEPTANCE CORP
COMMON STOCK
981419104
476
12841
SH
SOLE
12841
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
2573
66900
SH
SOLE
66900
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
5391
178854
SH
SOLE
178854
0
0
WP CAREY INC
REIT USD.001
92936U109
1310
22200
SH
SOLE
22200
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
11128
153173
SH
SOLE
153173
0
0
YOUKU TUDOU INC ADR
ADR
98742U100
410
15100
SH
SOLE
15100
0
0
YUM BRANDS INC
COMMON STOCK
988498101
2922
40006
SH
SOLE
40006
0
0