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