0001140361-16-062418.txt : 20160428 0001140361-16-062418.hdr.sgml : 20160428 20160428155946 ACCESSION NUMBER: 0001140361-16-062418 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160428 DATE AS OF CHANGE: 20160428 EFFECTIVENESS DATE: 20160428 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: 161599922 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 03-31-2016 03-31-2016 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 04-28-2016 0 625 4390992 false
INFORMATION TABLE 2 form13fInfoTable.xml 3M CO COMMON STOCK USD.01 88579Y101 14326 85972 SH SOLE 85972 0 0 ABBVIE INC COMMON STOCK USD.01 00287Y109 7076 123887 SH SOLE 123887 0 0 ABIOMED INC COMMON STOCK USD.01 003654100 943 9941 SH SOLE 9941 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 4730 40987 SH SOLE 40987 0 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 471 17804 SH SOLE 17804 0 0 ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 196 900 SH SOLE 900 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 1324 14116 SH SOLE 14116 0 0 ADT CORP/THE COMMON STOCK USD.01 00101J106 5327 129107 SH SOLE 129107 0 0 AECOM COMMON STOCK USD.01 00766T100 11121 361200 SH SOLE 361200 0 0 AES CORP COMMON STOCK USD.01 00130H105 1548 131200 SH SOLE 131200 0 0 AGL RESOURCES INC COMMON STOCK USD5. 001204106 306 4700 SH SOLE 4700 0 0 AGREE REALTY CORP REIT USD.0001 008492100 812 21104 SH SOLE 21104 0 0 AIRGAS INC COMMON STOCK USD.01 009363102 935 6600 SH SOLE 6600 0 0 ALAMO GROUP INC COMMON STOCK USD.1 011311107 568 10195 SH SOLE 10195 0 0 ALARM.COM HOLDINGS INC COMMON STOCK 011642105 196 8282 SH SOLE 8282 0 0 ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 6799 82900 SH SOLE 82900 0 0 ALERE INC COMMON STOCK USD.001 01449J105 375 7400 SH SOLE 7400 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 2399 26400 SH SOLE 26400 0 0 ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 25540 95288 SH SOLE 95288 0 0 ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 743 50247 SH SOLE 50247 0 0 ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 4627 171500 SH SOLE 171500 0 0 ALPHABET INC CL A COMMON STOCK USD.001 02079K305 9910 12990 SH SOLE 12990 0 0 ALPHABET INC CL C COMMON STOCK USD.001 02079K107 52488 70458 SH SOLE 70458 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 12451 198701 SH SOLE 198701 0 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1455 62193 SH SOLE 61703 0 490 AMAZON.COM INC COMMON STOCK USD.01 023135106 28535 48068 SH SOLE 48068 0 0 AMBARELLA INC COMMON STOCK USD.00045 G037AX101 724 16202 SH SOLE 16202 0 0 AMC NETWORKS INC A COMMON STOCK 00164V103 2422 37300 SH SOLE 37300 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2477 41000 SH SOLE 41000 0 0 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 12345 301033 SH SOLE 275045 0 25988 AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 1120 67200 SH SOLE 67200 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 4939 74387 SH SOLE 74387 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 25572 473114 SH SOLE 473114 0 0 AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 1340 11600 SH SOLE 11600 0 0 AMERICAN STATES WATER CO COMMON STOCK 029899101 466 11830 SH SOLE 11830 0 0 AMERICAN TOWER CORP REIT USD.01 03027X100 5931 57941 SH SOLE 57941 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 2552 27144 SH SOLE 27144 0 0 AMERISAFE INC COMMON STOCK USD.01 03071H100 1965 37392 SH SOLE 37392 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 7651 88402 SH SOLE 88402 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 14602 97395 SH SOLE 97395 0 0 AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 550 93422 SH SOLE 93422 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2010 59802 SH SOLE 59802 0 0 AMSURG CORP COMMON STOCK 03232P405 2186 29300 SH SOLE 29300 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 2609 100800 SH SOLE 100800 0 0 ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.01 03283P106 1345 29860 SH SOLE 29860 0 0 ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1222 99447 SH SOLE 99447 0 0 ANGLOGOLD ASHANTI SPON ADR ADR 035128206 472 34482 SH SOLE 34482 0 0 ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 468 13893 SH SOLE 13893 0 0 ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1924 43017 SH SOLE 43017 0 0 ANTHEM INC COMMON STOCK USD.01 036752103 8959 64458 SH SOLE 64458 0 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1390 85250 SH SOLE 85250 0 0 APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 283 34500 SH SOLE 34500 0 0 APPLE INC COMMON STOCK USD.00001 037833100 68992 633009 SH SOLE 633009 0 0 ARCBEST CORP COMMON STOCK USD.01 03937C105 885 40999 SH SOLE 40999 0 0 ARGAN INC COMMON STOCK USD.15 04010E109 2316 65869 SH SOLE 65869 0 0 ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 4451 194200 SH SOLE 194200 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 11523 178900 SH SOLE 178900 0 0 ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1229 20546 SH SOLE 20546 0 0 ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 2810 58920 SH SOLE 58920 0 0 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 9629 266518 SH SOLE 266518 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 2540 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 2416 63342 SH SOLE 63342 0 0 AT+T INC COMMON STOCK USD1. 00206R102 20414 521171 SH SOLE 521171 0 0 ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 840 2000000 SH SOLE 2000000 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 200 4737 SH SOLE 4737 0 0 ATMEL CORP COMMON STOCK USD.001 049513104 408 50300 SH SOLE 50300 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 8428 10579 SH SOLE 10579 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 13128 69021 SH SOLE 69021 0 0 AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 1483 71487 SH SOLE 71487 0 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 684 25000 SH SOLE 25000 0 0 BANCO MACRO SA ADR ADR 05961W105 17621 273318 SH SOLE 134889 0 138429 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 6886 509308 SH SOLE 509308 0 0 BAXALTA INC COMMON STOCK USD.01 07177M103 307 7600 SH SOLE 7600 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 5119 33720 SH SOLE 33720 0 0 BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 6036 121600 SH SOLE 121600 0 0 BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 1845 80052 SH SOLE 80052 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 13937 98234 SH SOLE 98234 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 4203 129574 SH SOLE 129574 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 3527 77880 SH SOLE 77880 0 0 BIOGEN INC COMMON STOCK USD.0005 09062X103 4059 15592 SH SOLE 15592 0 0 BOEING CO/THE COMMON STOCK USD5. 097023105 7443 58632 SH SOLE 58632 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 1518 11943 SH SOLE 11943 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 2054 44700 SH SOLE 44700 0 0 BRISTOW GROUP INC COMMON STOCK USD.01 110394103 666 35176 SH SOLE 35176 0 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 3203 54000 SH SOLE 54000 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 2951 278900 SH SOLE 278900 0 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 11285 235200 SH SOLE 235200 0 0 BUNGE LTD COMMON STOCK USD.01 G16962105 1927 34000 SH SOLE 34000 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1633 22000 SH SOLE 22000 0 0 CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 403 12200 SH SOLE 12200 0 0 CABOT CORP COMMON STOCK USD1. 127055101 1986 41100 SH SOLE 41100 0 0 CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 789 19289 SH SOLE 19289 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 1792 76000 SH SOLE 76000 0 0 CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 947 98024 SH SOLE 98024 0 0 CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1860 35832 SH SOLE 35832 0 0 CALAMP CORP COMMON STOCK USD.01 128126109 538 29987 SH SOLE 29987 0 0 CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 1045 31271 SH SOLE 31271 0 0 CALERES INC COMMON STOCK USD.01 129500104 857 30299 SH SOLE 30299 0 0 CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 13057Q107 0 3 SH SOLE 3 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 2100 138448 SH SOLE 138448 0 0 CAMBREX CORP COMMON STOCK USD.1 132011107 324 7357 SH SOLE 7357 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 4909 73213 SH SOLE 73213 0 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2909 45603 SH SOLE 45603 0 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 936 13116 SH SOLE 13116 0 0 CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 1114 36119 SH SOLE 36119 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 25193 363478 SH SOLE 363478 0 0 CARDINAL HEALTH INC COMMON STOCK 14149Y108 2212 26989 SH SOLE 26989 0 0 CARLISLE COS INC COMMON STOCK USD1. 142339100 3423 34400 SH SOLE 34400 0 0 CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 412 13700 SH SOLE 13700 0 0 CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 394 12731 SH SOLE 12731 0 0 CATERPILLAR INC COMMON STOCK USD1. 149123101 5128 67002 SH SOLE 67002 0 0 CDW CORP/DE COMMON STOCK USD.01 12514G108 1353 32600 SH SOLE 32600 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 2227 34000 SH SOLE 34000 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 16967 169516 SH SOLE 169516 0 0 CEMEX SAB SPONS ADR PART CER ADR 151290889 22251 3056402 SH SOLE 1121782 0 1934620 CENTENE CORP COMMON STOCK USD.001 15135B101 2629 42700 SH SOLE 42700 0 0 CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 5184 247800 SH SOLE 247800 0 0 CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 1118 247870 SH SOLE 176734 0 71136 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 426 60412 SH SOLE 60412 0 0 CHATHAM LODGING TRUST REIT 16208T102 348 16231 SH SOLE 16231 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1493 56416 SH SOLE 56416 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 16039 168128 SH SOLE 168128 0 0 CHUBB LTD COMMON STOCK H1467J104 14289 119922 SH SOLE 119922 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 4107 29923 SH SOLE 29923 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 1248 19100 SH SOLE 19100 0 0 CINTAS CORP COMMON STOCK 172908105 7512 83644 SH SOLE 83644 0 0 CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 3576 98202 SH SOLE 98202 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 33638 1181530 SH SOLE 1181530 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 6156 198400 SH SOLE 198400 0 0 CITI TRENDS INC COMMON STOCK USD.01 17306X102 758 42527 SH SOLE 42527 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 32207 771420 SH SOLE 771420 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 11622 147903 SH SOLE 147903 0 0 CLOROX COMPANY COMMON STOCK USD1. 189054109 1034 8200 SH SOLE 8200 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 21523 463958 SH SOLE 463958 0 0 COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 5630 110961 SH SOLE 110961 0 0 COLFAX CORP COMMON STOCK USD.001 194014106 3345 117000 SH SOLE 117000 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 12769 180729 SH SOLE 180729 0 0 COLUMBIA PIPELINE GROUP COMMON STOCK USD.01 198280109 505 20100 SH SOLE 20100 0 0 COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 33280 544863 SH SOLE 544863 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2425 76322 SH SOLE 76322 0 0 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 818 44200 SH SOLE 44200 0 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 822 19034 SH SOLE 19034 0 0 COMSCORE INC COMMON STOCK USD.001 20564W105 244 8114 SH SOLE 8114 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 6163 40791 SH SOLE 40791 0 0 CONTROL4 CORP COMMON STOCK USD.0001 21240D107 305 38333 SH SOLE 38333 0 0 COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 766 10659 SH SOLE 10659 0 0 CORELOGIC INC COMMON STOCK USD1. 21871D103 28 800 SH SOLE 800 0 0 CORNING INC COMMON STOCK USD.5 219350105 4491 214984 SH SOLE 214984 0 0 CR BARD INC COMMON STOCK USD.25 067383109 4401 21715 SH SOLE 21715 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 1935 12672 SH SOLE 12672 0 0 CRANE CO COMMON STOCK USD1. 224399105 3959 73500 SH SOLE 73500 0 0 CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 6734 135800 SH SOLE 135800 0 0 CVS HEALTH CORP COMMON STOCK USD.01 126650100 18063 174135 SH SOLE 174135 0 0 DANA HOLDING CORP COMMON STOCK USD.01 235825205 1122 79630 SH SOLE 79630 0 0 DEAN FOODS CO COMMON STOCK USD.01 242370203 1588 91700 SH SOLE 91700 0 0 DEERE + CO COMMON STOCK USD1. 244199105 1515 19682 SH SOLE 19682 0 0 DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 588 38578 SH SOLE 38578 0 0 DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 3221 42940 SH SOLE 42940 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 28877 593198 SH SOLE 593198 0 0 DELUXE CORP COMMON STOCK USD1. 248019101 2660 42571 SH SOLE 42571 0 0 DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 91 3750 SH SOLE 3750 0 0 DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 9778 114230 SH SOLE 114230 0 0 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 5256 69964 SH SOLE 69964 0 0 DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 11577 227630 SH SOLE 227630 0 0 DR HORTON INC COMMON STOCK USD.01 23331A109 1444 47775 SH SOLE 47775 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 9668 108121 SH SOLE 108121 0 0 DRIL QUIP INC COMMON STOCK USD.01 262037104 4615 76200 SH SOLE 76200 0 0 DTE ENERGY COMPANY COMMON STOCK 233331107 1329 14658 SH SOLE 14658 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 631257 9969322 SH SOLE 9969322 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 4730 58632 SH SOLE 58632 0 0 DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 2547 54000 SH SOLE 54000 0 0 DYNEGY INC COMMON STOCK USD.01 26817R108 3354 233402 SH SOLE 233402 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1436 58624 SH SOLE 58624 0 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 4086 125800 SH SOLE 125800 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 4998 69200 SH SOLE 69200 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 7 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 87 8026 SH SOLE 2709 0 5317 EBAY INC COMMON STOCK USD.001 278642103 4495 188400 SH SOLE 188400 0 0 EDISON INTERNATIONAL COMMON STOCK 281020107 2089 29053 SH SOLE 29053 0 0 EL PASO ELECTRIC CO COMMON STOCK 283677854 596 12993 SH SOLE 12993 0 0 ELDORADO RESORTS INC COMMON STOCK 28470R102 658 57532 SH SOLE 57532 0 0 EMC CORP/MA COMMON STOCK USD.01 268648102 4336 162696 SH SOLE 162696 0 0 EMC INS GROUP INC COMMON STOCK USD1. 268664109 672 26204 SH SOLE 26204 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 304 9200 SH SOLE 9200 0 0 ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 29251M106 386 13128 SH SOLE 13128 0 0 ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 5887 90100 SH SOLE 90100 0 0 ENERSYS COMMON STOCK USD.01 29275Y102 1080 19383 SH SOLE 19383 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 9926 125200 SH SOLE 125200 0 0 EPLUS INC COMMON STOCK USD.01 294268107 1278 15874 SH SOLE 15874 0 0 EPR PROPERTIES REIT USD.01 26884U109 4655 69873 SH SOLE 69873 0 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 4456 38986 SH SOLE 38986 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 1466 19544 SH SOLE 19544 0 0 ESSENDANT INC COMMON STOCK USD.1 296689102 589 18433 SH SOLE 18433 0 0 ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 2800 134600 SH SOLE 134600 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 3819 16329 SH SOLE 16329 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 7448 78969 SH SOLE 78969 0 0 EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 2534 48959 SH SOLE 48959 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 10701 54200 SH SOLE 54200 0 0 EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 3383 57981 SH SOLE 57981 0 0 EXELON CORP COMMON STOCK 30161N101 12309 343260 SH SOLE 343260 0 0 EXPRESS INC COMMON STOCK 30219E103 748 34920 SH SOLE 34920 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 7168 104347 SH SOLE 104347 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 3439 36800 SH SOLE 36800 0 0 EXXON MOBIL CORP COMMON STOCK 30231G102 45190 540615 SH SOLE 540615 0 0 EZCORP INC COMPANY GUAR 06/19 2.125 302301AB2 7059 11250000 SH SOLE 8295000 0 2955000 F5 NETWORKS INC COMMON STOCK 315616102 1545 14600 SH SOLE 14600 0 0 FACEBOOK INC A COMMON STOCK USD.000006 30303M102 30420 266606 SH SOLE 266606 0 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1136 7500 SH SOLE 7500 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 1118 7165 SH SOLE 7165 0 0 FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 900 67890 SH SOLE 67890 0 0 FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 819 28400 SH SOLE 28400 0 0 FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 741 37678 SH SOLE 37678 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 9876 60694 SH SOLE 60694 0 0 FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 506 19300 SH SOLE 19300 0 0 FIFTH THIRD BANCORP COMMON STOCK 316773100 1395 83605 SH SOLE 83605 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 2745 72030 SH SOLE 72030 0 0 FIRST BUSEY CORP COMMON STOCK USD.001 319383204 325 15863 SH SOLE 15863 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 564 28409 SH SOLE 28409 0 0 FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 418 10877 SH SOLE 10877 0 0 FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 1265 70194 SH SOLE 70194 0 0 FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 193 9362 SH SOLE 9362 0 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 22 2270 SH SOLE 2270 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 4726 131400 SH SOLE 131400 0 0 FIRSTMERIT CORP COMMON STOCK 337915102 341 16200 SH SOLE 16200 0 0 FISERV INC COMMON STOCK USD.01 337738108 1779 17339 SH SOLE 17339 0 0 FLEXION THERAPEUTICS INC COMMON STOCK USD.001 33938J106 179 19491 SH SOLE 19491 0 0 FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1778 65000 SH SOLE 65000 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 10713 166100 SH SOLE 166100 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 8458 626495 SH SOLE 626495 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 9397 240644 SH SOLE 240644 0 0 FRESH DEL MONTE PRODUCE W/D COMMON STOCK USD.01 G36738105 1180 28055 SH SOLE 28055 0 0 FRESH MARKET INC/THE COMMON STOCK USD.01 35804H106 402 14100 SH SOLE 14100 0 0 FULTON FINANCIAL CORP COMMON STOCK USD2.5 360271100 1461 109200 SH SOLE 109200 0 0 FXCM INC SR UNSECURED 06/18 2.25 302693AB2 7320 12200000 SH SOLE 8215000 0 3985000 GAP INC/THE COMMON STOCK USD.05 364760108 1915 65146 SH SOLE 65146 0 0 GARTNER INC COMMON STOCK USD.0005 366651107 2493 27900 SH SOLE 27900 0 0 GATX CORP COMMON STOCK USD.625 361448103 2636 55500 SH SOLE 55500 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 12357 94060 SH SOLE 94060 0 0 GENERAL ELECTRIC CO W/D COMMON STOCK USD.06 369604103 15964 502177 SH SOLE 502177 0 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 12458 396385 SH SOLE 396385 0 0 GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 2427 177681 SH SOLE 177681 0 0 GENTHERM INC COMMON STOCK 37253A103 312 7494 SH SOLE 7494 0 0 GIGAMON INC COMMON STOCK USD.0001 37518B102 380 12241 SH SOLE 12241 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 33832 368301 SH SOLE 368301 0 0 GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 1175 37000 SH SOLE 37000 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 11598 73879 SH SOLE 73879 0 0 GOODYEAR TIRE + RUBBER CO COMMON STOCK 382550101 5301 160720 SH SOLE 160720 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 2362 132334 SH SOLE 132334 0 0 GRAY TELEVISION INC COMMON STOCK 389375106 1015 86595 SH SOLE 86595 0 0 GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 390905107 516 13889 SH SOLE 13889 0 0 GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 1328 48702 SH SOLE 48702 0 0 GREENBRIER COMPANIES INC COMMON STOCK 393657101 1845 66766 SH SOLE 66766 0 0 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 1663 28332 SH SOLE 28332 0 0 H+E EQUIPMENT SERVICES INC COMMON STOCK USD.01 404030108 471 26854 SH SOLE 26854 0 0 HALLMARK FINL SERVICES INC COMMON STOCK USD.18 40624Q203 208 18118 SH SOLE 18118 0 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 410867105 1931 21400 SH SOLE 21400 0 0 HAVERTY FURNITURE COMMON STOCK USD1. 419596101 1047 49462 SH SOLE 49462 0 0 HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 17445 223508 SH SOLE 223508 0 0 HCI GROUP INC COMMON STOCK 40416E103 462 13875 SH SOLE 13875 0 0 HEADWATERS INC COMMON STOCK USD.001 42210P102 567 28578 SH SOLE 28578 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 1063 34424 SH SOLE 34424 0 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 406 4200 SH SOLE 4200 0 0 HELMERICH + PAYNE COMMON STOCK USD.1 423452101 2423 41260 SH SOLE 41260 0 0 HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 42727J102 1280 80140 SH SOLE 80140 0 0 HERSHEY CO/THE COMMON STOCK USD1. 427866108 1900 20630 SH SOLE 20630 0 0 HESS CORP COMMON STOCK USD1. 42809H107 19469 369776 SH SOLE 369776 0 0 HEWLETT PACKARD ENTERPRIS COMMON STOCK USD.01 42824C109 1636 92291 SH SOLE 92291 0 0 HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 1037 28876 SH SOLE 28876 0 0 HILL ROM HOLDINGS INC COMMON STOCK 431475102 2311 45943 SH SOLE 45943 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 2172 61500 SH SOLE 61500 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 7000 202900 SH SOLE 202900 0 0 HOME BANCSHARES INC COMMON STOCK USD.01 436893200 1052 25700 SH SOLE 25700 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 18652 139785 SH SOLE 139785 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1. 438516106 20415 182193 SH SOLE 182193 0 0 HORMEL FOODS CORP COMMON STOCK USD.01465 440452100 3756 86863 SH SOLE 86863 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 6725 253200 SH SOLE 253200 0 0 HSN INC COMMON STOCK USD.01 404303109 3670 70151 SH SOLE 70151 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 3526 369600 SH SOLE 369600 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 9120 66600 SH SOLE 66600 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 915 68800 SH SOLE 68800 0 0 HYSTER YALE MATERIALS COMMON STOCK USD.01 449172105 409 6147 SH SOLE 6147 0 0 IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 942 20000 SH SOLE 20000 0 0 ICICI BANK LTD SPON ADR ADR 45104G104 11999 1675834 SH SOLE 78266 0 1597568 ICU MEDICAL INC COMMON STOCK USD.1 44930G107 929 8920 SH SOLE 8920 0 0 IDACORP INC COMMON STOCK 451107106 1271 17039 SH SOLE 17039 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 2391 23344 SH SOLE 23344 0 0 INC RESEARCH HOLDINGS INC A COMMON STOCK USD.01 45329R109 1249 30300 SH SOLE 30300 0 0 INFINITY PROPERTY + CASUALTY COMMON STOCK 45665Q103 1139 14147 SH SOLE 14147 0 0 INFRAREIT INC REIT USD.01 45685L100 298 17502 SH SOLE 17502 0 0 INGERSOLL RAND PLC COMMON STOCK USD1. G47791101 15359 247678 SH SOLE 247678 0 0 INGRAM MICRO INC CL A COMMON STOCK USD.01 457153104 5817 162000 SH SOLE 162000 0 0 INGREDION INC COMMON STOCK USD.01 457187102 10946 102500 SH SOLE 102500 0 0 INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 958 33439 SH SOLE 33439 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK USD.001 458118106 2891 141451 SH SOLE 141451 0 0 INTEL CORP COMMON STOCK USD.001 458140100 20619 637375 SH SOLE 637375 0 0 INTERDIGITAL INC COMMON STOCK USD.01 45867G101 544 9771 SH SOLE 9771 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 3036 73985 SH SOLE 73985 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 8058 53203 SH SOLE 53203 0 0 INTUIT INC COMMON STOCK USD.01 461202103 3119 29983 SH SOLE 29983 0 0 INVESTORS BANCORP INC COMMON STOCK USD.01 46146L101 939 80707 SH SOLE 80707 0 0 ISHARES MSCI AUSTRALIA ETF ISHARES MSCI AUSTRALIA ETF 464286103 18171 940520 SH SOLE 940520 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 19775 577382 SH SOLE 309449 0 267933 ISHARES MSCI HONG KONG ETF ISHARES MSCI HONG KONG ETF 464286871 25456 1287617 SH SOLE 1287617 0 0 ISHARES MSCI INDIA ETF ISHARES MSCI INDIA ETF 46429B598 3642 134307 SH SOLE 0 0 134307 ISHARES MSCI JAPAN ETF ISHARES MSCI JAPAN ETF 464286848 64440 5647721 SH SOLE 5647721 0 0 J2 GLOBAL INC COMMON STOCK USD.01 48123V102 2032 32990 SH SOLE 32990 0 0 JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 3527 41700 SH SOLE 41700 0 0 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 639 10000 SH SOLE 10000 0 0 JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 898 61382 SH SOLE 61382 0 0 JARDEN CORP COMMON STOCK USD.01 471109108 2718 46100 SH SOLE 46100 0 0 JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 1371 10500 SH SOLE 10500 0 0 JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 843 12199 SH SOLE 12199 0 0 JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 25519 235854 SH SOLE 235854 0 0 JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 4083 34800 SH SOLE 34800 0 0 JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 42831 723249 SH SOLE 723249 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 1424 55810 SH SOLE 55810 0 0 KADANT INC COMMON STOCK USD.01 48282T104 890 19718 SH SOLE 19718 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 2100 72967 SH SOLE 72967 0 0 KLA TENCOR CORP COMMON STOCK USD.001 482480100 2874 39470 SH SOLE 39470 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 2429 52117 SH SOLE 52117 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 1592 56270 SH SOLE 56270 0 0 KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 341 19727 SH SOLE 19727 0 0 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 1404 90064 SH SOLE 90064 0 0 KROGER CO COMMON STOCK USD1. 501044101 6811 178067 SH SOLE 178067 0 0 L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01 502424104 4954 41802 SH SOLE 41802 0 0 L BRANDS INC COMMON STOCK USD.5 501797104 2527 28773 SH SOLE 28773 0 0 LA Z BOY INC COMMON STOCK USD1. 505336107 927 34672 SH SOLE 34672 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 27492 332835 SH SOLE 332835 0 0 LANDSTAR SYSTEM INC COMMON STOCK USD.01 515098101 2597 40200 SH SOLE 40200 0 0 LANNETT CO INC COMMON STOCK USD.001 516012101 703 39232 SH SOLE 39232 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 1847 72966 SH SOLE 72966 0 0 LAZARD LTD CL A MLP USD.01 G54050102 1350 34800 SH SOLE 34800 0 0 LEAR CORP COMMON STOCK USD.01 521865204 4847 43600 SH SOLE 43600 0 0 LEGG MASON INC COMMON STOCK USD.1 524901105 1314 37900 SH SOLE 37900 0 0 LENDINGTREE INC COMMON STOCK USD.01 52603B107 1925 19690 SH SOLE 19690 0 0 LENNAR CORP A COMMON STOCK USD.1 526057104 5300 109600 SH SOLE 109600 0 0 LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 237 14626 SH SOLE 14626 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 10645 201422 SH SOLE 201422 0 0 LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 9355 370500 SH SOLE 370500 0 0 LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 1998 18654 SH SOLE 18654 0 0 LIVANOVA PLC COMMON STOCK GBP1.0 G5509L101 2423 44885 SH SOLE 44885 0 0 LKQ CORP COMMON STOCK USD.01 501889208 220 6900 SH SOLE 6900 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 10528 138979 SH SOLE 138979 0 0 LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 9771 114175 SH SOLE 114175 0 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 1034 55464 SH SOLE 55464 0 0 MACY S INC COMMON STOCK USD.01 55616P104 1723 39087 SH SOLE 39087 0 0 MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 7120 116194 SH SOLE 116194 0 0 MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 2267 39868 SH SOLE 39868 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 1115 29985 SH SOLE 29985 0 0 MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 2571 20600 SH SOLE 20600 0 0 MARKIT LTD COMMON STOCK USD.01 G58249106 105 2970 SH SOLE 2970 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 1618 23976 SH SOLE 23976 0 0 MASCO CORP COMMON STOCK USD1. 574599106 7520 239100 SH SOLE 239100 0 0 MASTERCARD INC CLASS A COMMON STOCK USD.0001 57636Q104 12865 136142 SH SOLE 136142 0 0 MATRIX SERVICE CO COMMON STOCK USD.01 576853105 826 46686 SH SOLE 46686 0 0 MATSON INC COMMON STOCK 57686G105 2021 50301 SH SOLE 50301 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1378 42453 SH SOLE 42453 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 19680 156586 SH SOLE 156586 0 0 MDC PARTNERS INC A COMMON STOCK 552697104 775 32840 SH SOLE 32840 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01 582839106 6228 73300 SH SOLE 73300 0 0 MEDIVATION INC COMMON STOCK USD.01 58501N101 1862 40500 SH SOLE 40500 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 3153 48800 SH SOLE 48800 0 0 MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 21925 292334 SH SOLE 292334 0 0 MENTOR GRAPHICS CORP COMMON STOCK 587200106 3344 164462 SH SOLE 164462 0 0 MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 29404 555744 SH SOLE 555744 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 1439 39470 SH SOLE 39470 0 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 1052 35962 SH SOLE 35962 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 18650 424442 SH SOLE 424442 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 2344 6800 SH SOLE 6800 0 0 MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 9279 162905 SH SOLE 162905 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 838 79995 SH SOLE 79995 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 54558 987835 SH SOLE 987835 0 0 MICROSTRATEGY INC CL A COMMON STOCK USD.001 594972408 1454 8092 SH SOLE 8092 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 1676 16400 SH SOLE 16400 0 0 MIMEDX GROUP INC COMMON STOCK USD.001 602496101 1625 185903 SH SOLE 185903 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 5966 104950 SH SOLE 104950 0 0 MKS INSTRUMENTS INC COMMON STOCK 55306N104 1217 32337 SH SOLE 32337 0 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 2506 13129 SH SOLE 13129 0 0 MOLINA HEALTHCARE INC COMMON STOCK USD.001 60855R100 3057 47400 SH SOLE 47400 0 0 MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 488 25084 SH SOLE 25084 0 0 MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 10407 259405 SH SOLE 259405 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 1953 22259 SH SOLE 22259 0 0 MOOG INC CLASS A COMMON STOCK USD1. 615394202 416 9104 SH SOLE 9104 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 2933 117264 SH SOLE 117264 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 5041 186688 SH SOLE 186688 0 0 MOVADO GROUP INC COMMON STOCK USD.01 624580106 1318 47866 SH SOLE 47866 0 0 MSCI INC COMMON STOCK USD.01 55354G100 1170 15800 SH SOLE 15800 0 0 MURPHY OIL CORP COMMON STOCK USD1. 626717102 8166 324194 SH SOLE 324194 0 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 375 10021 SH SOLE 10021 0 0 NASDAQ INC COMMON STOCK USD.01 631103108 12812 193005 SH SOLE 193005 0 0 NATIONAL FUEL GAS CO COMMON STOCK USD1. 636180101 826 16500 SH SOLE 16500 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 1959 62975 SH SOLE 62975 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 6311 136600 SH SOLE 136600 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 327 4912 SH SOLE 4912 0 0 NAUTILUS INC COMMON STOCK 63910B102 1304 67491 SH SOLE 67491 0 0 NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 1364 96030 SH SOLE 96030 0 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 9907 331000 SH SOLE 331000 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 2728 99977 SH SOLE 99977 0 0 NETEASE INC ADR ADR USD.0001 64110W102 31262 217729 SH SOLE 92011 0 125718 NETSCOUT SYSTEMS INC COMMON STOCK USD.001 64115T104 488 21250 SH SOLE 21250 0 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 203 5144 SH SOLE 5144 0 0 NEUSTAR INC CLASS A COMMON STOCK USD.001 64126X201 415 16874 SH SOLE 16874 0 0 NEWELL BRANDS INC COMMON STOCK USD1.0 651229106 9116 205826 SH SOLE 205826 0 0 NEWLINK GENETICS CORP COMMON STOCK USD.01 651511107 281 15455 SH SOLE 15455 0 0 NEWPORT CORP COMMON STOCK USD.1167 651824104 607 26400 SH SOLE 26400 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 4376 36982 SH SOLE 36982 0 0 NIKE INC CL B COMMON STOCK USD1.0 654106103 4059 66035 SH SOLE 66035 0 0 NORDSTROM INC COMMON STOCK 655664100 2280 39848 SH SOLE 39848 0 0 NORTEL NETWORKS CORP COMPANY GUAR 04/14 2.125 656568AE2 850 1000000 SH SOLE 525000 0 475000 NTELOS HOLDINGS CORP COMMON STOCK USD.01 67020Q305 257 27945 SH SOLE 27945 0 0 NUANCE COMMUNICATIONS INC COMMON STOCK USD.001 67020Y100 1577 84400 SH SOLE 84400 0 0 NUCOR CORP COMMON STOCK USD.4 670346105 8195 173260 SH SOLE 173260 0 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 2917 81868 SH SOLE 81868 0 0 NVR INC COMMON STOCK USD.01 62944T105 866 500 SH SOLE 500 0 0 OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 576 79151 SH SOLE 79151 0 0 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 21153 309120 SH SOLE 309120 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 1416 42600 SH SOLE 42600 0 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 4257 148700 SH SOLE 148700 0 0 OLD REPUBLIC INTL CORP COMMON STOCK USD1. 680223104 1311 71700 SH SOLE 71700 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 3954 112000 SH SOLE 112000 0 0 OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 564 33304 SH SOLE 33304 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 1748 21000 SH SOLE 21000 0 0 ONE GAS INC COMMON STOCK 68235P108 350 5721 SH SOLE 5721 0 0 ONEOK INC COMMON STOCK USD.01 682680103 956 32000 SH SOLE 32000 0 0 OPHTHOTECH CORP COMMON STOCK USD.001 683745103 652 15435 SH SOLE 15435 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 25782 630203 SH SOLE 630203 0 0 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 1798 248666 SH SOLE 248666 0 0 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 1707 41396 SH SOLE 41396 0 0 ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 499 12010 SH SOLE 12010 0 0 OUTERWALL INC COMMON STOCK USD.001 690070107 754 20395 SH SOLE 20395 0 0 OWENS CORNING COMMON STOCK USD.001 690742101 2591 54800 SH SOLE 54800 0 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 901 56461 SH SOLE 56461 0 0 PACIRA PHARMACEUTICALS INC COMMON STOCK USD.001 695127100 305 5757 SH SOLE 5757 0 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 3237 53600 SH SOLE 53600 0 0 PACWEST BANCORP COMMON STOCK 695263103 5706 153600 SH SOLE 153600 0 0 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 4976 79324 SH SOLE 79324 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 16879 151953 SH SOLE 151953 0 0 PAYCHEX INC COMMON STOCK USD.01 704326107 594 11000 SH SOLE 11000 0 0 PAYLOCITY HOLDING CORP PRIVATE COMP USD.001 70438V106 271 8281 SH SOLE 8281 0 0 PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 1312 33983 SH SOLE 33983 0 0 PC CONNECTION INC COMMON STOCK USD.01 69318J100 658 25508 SH SOLE 25508 0 0 PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 660 49298 SH SOLE 49298 0 0 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 1146 39430 SH SOLE 39430 0 0 PENTAIR PLC COMMON STOCK USD.01 G7S00T104 3505 64600 SH SOLE 64600 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 14749 143916 SH SOLE 143916 0 0 PERRIGO CO PLC COMMON STOCK G97822103 972 7600 SH SOLE 7600 0 0 PFIZER INC COMMON STOCK USD.05 717081103 31868 1075164 SH SOLE 1075164 0 0 PHIBRO ANIMAL HEALTH CORP A COMMON STOCK USD.001 71742Q106 205 7578 SH SOLE 7578 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 13140 133935 SH SOLE 133935 0 0 PIEDMONT NATURAL GAS CO COMMON STOCK 720186105 730 12200 SH SOLE 12200 0 0 PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 1765 35615 SH SOLE 35615 0 0 PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 345 21225 SH SOLE 21225 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 9182 108577 SH SOLE 108577 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 699 7100 SH SOLE 7100 0 0 POPULAR INC COMMON STOCK USD.01 733174700 2933 102500 SH SOLE 102500 0 0 POSCO SPON ADR ADR 693483109 5484 115861 SH SOLE 115861 0 0 POST PROPERTIES INC REIT USD.01 737464107 3650 61100 SH SOLE 61100 0 0 POWERSECURE INTERNATIONAL IN COMMON STOCK USD.01 73936N105 404 21600 SH SOLE 21600 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 1877 35152 SH SOLE 35152 0 0 PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 2449 1900 SH SOLE 1900 0 0 PRIVATEBANCORP INC COMMON STOCK 742962103 838 21707 SH SOLE 21707 0 0 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 32568 395672 SH SOLE 395672 0 0 PROGRESSIVE WASTE SOLUTIONS COMMON STOCK 74339G101 644 20760 SH SOLE 20760 0 0 PROLOGIS INC REIT USD.01 74340W103 8352 189050 SH SOLE 189050 0 0 PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 7044 151850 SH SOLE 151850 0 0 PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 596 14475 SH SOLE 14475 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 5489 76004 SH SOLE 76004 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 1154 11485 SH SOLE 11485 0 0 PTC INC COMMON STOCK USD.01 69370C100 3624 109300 SH SOLE 109300 0 0 PUBLIC STORAGE REIT USD.1 74460D109 6694 24268 SH SOLE 24268 0 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 2447 130800 SH SOLE 130800 0 0 QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 363 4276 SH SOLE 4276 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 5746 112361 SH SOLE 112361 0 0 QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1553 68839 SH SOLE 68839 0 0 QUESTAR CORP COMMON STOCK 748356102 5329 214896 SH SOLE 214896 0 0 QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 9134 140300 SH SOLE 140300 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 2937 236815 SH SOLE 236815 0 0 RAYONIER ADVANCED MATERIALS COMMON STOCK USD.01 75508B104 513 53975 SH SOLE 53975 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 14050 114575 SH SOLE 114575 0 0 REALTY INCOME CORP REIT USD1. 756109104 4144 66300 SH SOLE 66300 0 0 RED HAT INC COMMON STOCK USD.0001 756577102 738 9900 SH SOLE 9900 0 0 REIS INC COMMON STOCK USD.01 75936P105 667 28321 SH SOLE 28321 0 0 RELIANCE STEEL + ALUMINUM COMMON STOCK 759509102 9555 138100 SH SOLE 138100 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK 760281204 302 11693 SH SOLE 11693 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 3420 71779 SH SOLE 71779 0 0 RESMED INC COMMON STOCK USD.004 761152107 4024 69600 SH SOLE 69600 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 2186 108627 SH SOLE 108627 0 0 REXNORD CORP COMMON STOCK USD.01 76169B102 1012 50030 SH SOLE 50030 0 0 RITE AID CORP COMMON STOCK USD1. 767754104 205 25100 SH SOLE 25100 0 0 RLJ LODGING TRUST REIT 74965L101 1293 56503 SH SOLE 56503 0 0 ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 5346 114779 SH SOLE 114779 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1240 10900 SH SOLE 10900 0 0 ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 731 22700 SH SOLE 22700 0 0 ROLLINS INC COMMON STOCK USD1. 775711104 1831 67500 SH SOLE 67500 0 0 ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 3457 214700 SH SOLE 214700 0 0 RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 4728 99900 SH SOLE 99900 0 0 RPX CORP COMMON STOCK USD.0001 74972G103 546 48455 SH SOLE 48455 0 0 RYANAIR HOLDINGS PLC SP ADR ADR 783513203 23212 270470 SH SOLE 270470 0 0 SANDERSON FARMS INC COMMON STOCK USD1. 800013104 1339 14853 SH SOLE 14853 0 0 SANDISK CORP COMMON STOCK USD.001 80004C101 396 5200 SH SOLE 5200 0 0 SANMINA CORP COMMON STOCK USD.01 801056102 2336 99894 SH SOLE 99894 0 0 SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 736 61454 SH SOLE 61454 0 0 SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 1142 11400 SH SOLE 11400 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 26399 357956 SH SOLE 357956 0 0 SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 80 1100 SH SOLE 1100 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 5175 79000 SH SOLE 79000 0 0 SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 2057 59717 SH SOLE 59717 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 4504 93804 SH SOLE 93804 0 0 SELECT INCOME REIT REIT USD.01 81618T100 1667 72304 SH SOLE 72304 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 354 15807 SH SOLE 15807 0 0 SEMPRA ENERGY COMMON STOCK 816851109 2097 20149 SH SOLE 20149 0 0 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 318 17800 SH SOLE 17800 0 0 SHENANDOAH TELECOMMUNICATION COMMON STOCK 82312B106 560 20946 SH SOLE 20946 0 0 SHIP FINANCE INTL LTD COMMON STOCK USD1. G81075106 584 42071 SH SOLE 42071 0 0 SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 588 21796 SH SOLE 21796 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 20801 100152 SH SOLE 100152 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 2048 66600 SH SOLE 66600 0 0 SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1243 22400 SH SOLE 22400 0 0 SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 2107 69200 SH SOLE 69200 0 0 SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 7814 102400 SH SOLE 102400 0 0 SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 525 19733 SH SOLE 19733 0 0 SNAP ON INC COMMON STOCK USD1. 833034101 3454 22000 SH SOLE 22000 0 0 SOUTHERN CO/THE COMMON STOCK USD5. 842587107 3151 60919 SH SOLE 60919 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 5678 126748 SH SOLE 126748 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 1118 9479 SH SOLE 9479 0 0 SPARTANNASH CO COMMON STOCK 847215100 1246 41094 SH SOLE 41094 0 0 SPDR S+P500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 5213 25359 SH SOLE 25359 0 0 SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 1010 50938 SH SOLE 50938 0 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 6314 139200 SH SOLE 139200 0 0 SPROUTS FARMERS MARKET INC COMMON STOCK USD.001 85208M102 5465 188200 SH SOLE 188200 0 0 STAMPS.COM INC COMMON STOCK USD.001 852857200 1267 11919 SH SOLE 11919 0 0 STAPLES INC COMMON STOCK USD.0006 855030102 1861 168697 SH SOLE 168697 0 0 STARBUCKS CORP COMMON STOCK USD.001 855244109 5728 95954 SH SOLE 95954 0 0 STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 551 6600 SH SOLE 6600 0 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 2154 95700 SH SOLE 95700 0 0 STERIS PLC COMMON STOCK G84720104 1301 18312 SH SOLE 18312 0 0 STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 535 14746 SH SOLE 14746 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 772 7200 SH SOLE 7200 0 0 SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 995 91053 SH SOLE 91053 0 0 SUNTECH POWER HLDGS CO SR UNSECURED 03/13 3 86800CAE4 9 18480000 SH SOLE 16480000 0 2000000 SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 2874 79662 SH SOLE 79662 0 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 380 28400 SH SOLE 28400 0 0 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 1246 81701 SH SOLE 81701 0 0 SVB FINANCIAL GROUP COMMON STOCK USD.001 78486Q101 1714 16800 SH SOLE 16800 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 2989 61700 SH SOLE 61700 0 0 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 893 30900 SH SOLE 30900 0 0 SYSCO CORP COMMON STOCK USD1. 871829107 1939 41500 SH SOLE 41500 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 2299 31300 SH SOLE 31300 0 0 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 52041 1986292 SH SOLE 836219 0 1150073 TALMER BANCORP INC CL A COMMON STOCK USD1.0 87482X101 465 25700 SH SOLE 25700 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 18852 229124 SH SOLE 229124 0 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 1489 19400 SH SOLE 19400 0 0 TECO ENERGY INC COMMON STOCK USD1. 872375100 418 15200 SH SOLE 15200 0 0 TENNECO INC COMMON STOCK USD.01 880349105 967 18768 SH SOLE 18768 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 890 41200 SH SOLE 41200 0 0 TERNIUM SA SPONSORED ADR ADR USD1. 880890108 7676 426918 SH SOLE 373612 0 53306 TESORO CORP COMMON STOCK USD.167 881609101 757 8800 SH SOLE 8800 0 0 TESSERA TECHNOLOGIES INC COMMON STOCK USD.001 88164L100 827 26682 SH SOLE 26682 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 10992 191426 SH SOLE 191426 0 0 TEXTRON INC COMMON STOCK USD.125 883203101 11385 312260 SH SOLE 312260 0 0 TIFFANY + CO COMMON STOCK USD.01 886547108 6693 91209 SH SOLE 91209 0 0 TIME WARNER CABLE COMMON STOCK USD.01 88732J207 655 3200 SH SOLE 3200 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 1103 15201 SH SOLE 15201 0 0 TJX COMPANIES INC COMMON STOCK USD1. 872540109 11135 142122 SH SOLE 142122 0 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 5713 25926 SH SOLE 25926 0 0 TRAVELERS COS INC/THE COMMON STOCK 89417E109 14064 120504 SH SOLE 120504 0 0 TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 2216 121000 SH SOLE 121000 0 0 TRIUMPH BANCORP INC COMMON STOCK USD.01 89679E300 129 8158 SH SOLE 8158 0 0 TRUEBLUE INC COMMON STOCK 89785X101 1726 66011 SH SOLE 66011 0 0 TUMI HOLDINGS INC COMMON STOCK USD.01 89969Q104 408 15200 SH SOLE 15200 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 12182 182742 SH SOLE 182742 0 0 UGI CORP COMMON STOCK 902681105 6160 152900 SH SOLE 152900 0 0 ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK USD.001 90400D108 462 7292 SH SOLE 7292 0 0 UMPQUA HOLDINGS CORP COMMON STOCK 904214103 1860 117296 SH SOLE 117296 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 9702 121963 SH SOLE 121963 0 0 UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 499 25974 SH SOLE 25974 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 2061 19544 SH SOLE 19544 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 4221 67873 SH SOLE 67873 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 7596 75882 SH SOLE 75882 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 2886 25900 SH SOLE 25900 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 24517 190199 SH SOLE 190199 0 0 URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 3094 93500 SH SOLE 93500 0 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 582 27759 SH SOLE 27759 0 0 US BANCORP COMMON STOCK USD.01 902973304 12553 309265 SH SOLE 309265 0 0 US CONCRETE INC COMMON STOCK USD.001 90333L201 17878 300068 SH SOLE 300068 0 0 US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 704 30995 SH SOLE 30995 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 2630 19670 SH SOLE 19670 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 8930 139221 SH SOLE 139221 0 0 VALMONT INDUSTRIES COMMON STOCK USD1.0 920253101 10056 81200 SH SOLE 81200 0 0 VALSPAR CORP/THE COMMON STOCK USD.5 920355104 706 6600 SH SOLE 6600 0 0 VANGUARD S+P 500 ETF VANGUARD S+P 500 ETF 922908363 434046 2301900 SH SOLE 2301900 0 0 VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 628 18819 SH SOLE 18819 0 0 VERISIGN INC COMMON STOCK USD.001 92343E102 3911 44176 SH SOLE 44176 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 31957 590923 SH SOLE 590923 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 1651 40000 SH SOLE 40000 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 19942 260747 SH SOLE 260747 0 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1958 148302 SH SOLE 148302 0 0 WADDELL + REED FINANCIAL A COMMON STOCK USD.01 930059100 1059 45000 SH SOLE 45000 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 10679 155914 SH SOLE 155914 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 25540 257170 SH SOLE 257170 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 3748 63518 SH SOLE 63518 0 0 WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 1350 68109 SH SOLE 68109 0 0 WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 3718 59365 SH SOLE 59365 0 0 WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 3065 51032 SH SOLE 51032 0 0 WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 1936 51600 SH SOLE 51600 0 0 WELLS FARGO + CO COMMON STOCK USD1.666 949746101 17121 354027 SH SOLE 354027 0 0 WEST CORP COMMON STOCK USD.001 952355204 335 14673 SH SOLE 14673 0 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1091 15733 SH SOLE 15733 0 0 WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 1163 34828 SH SOLE 34828 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 6520 138027 SH SOLE 138027 0 0 WESTERN REFINING INC COMMON STOCK USD.01 959319104 1110 38147 SH SOLE 38147 0 0 WESTROCK CO COMMON STOCK 96145D105 9255 237133 SH SOLE 237133 0 0 WGL HOLDINGS INC COMMON STOCK 92924F106 1151 15900 SH SOLE 15900 0 0 WHIRLPOOL CORP COMMON STOCK USD1. 963320106 3949 21900 SH SOLE 21900 0 0 WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 2065 50800 SH SOLE 50800 0 0 WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1. 968223206 1447 29600 SH SOLE 29600 0 0 WISDOMTREE JAPAN HEDGED REAL E WISDOMTREE JPN HDG REAL EST 97717W638 14502 563190 SH SOLE 563190 0 0 WMIH CORP COMMON STOCK USD.00001 92936P100 459 196172 SH SOLE 196172 0 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 3250 66900 SH SOLE 66900 0 0 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 6212 174298 SH SOLE 174298 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 12621 165132 SH SOLE 165132 0 0 XEROX CORP COMMON STOCK USD1.0 984121103 1575 141151 SH SOLE 141151 0 0 YOUKU TUDOU INC ADR ADR 98742U100 717 26100 SH SOLE 26100 0 0