0001140361-15-038347.txt : 20151023
0001140361-15-038347.hdr.sgml : 20151023
20151023084156
ACCESSION NUMBER: 0001140361-15-038347
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151023
DATE AS OF CHANGE: 20151023
EFFECTIVENESS DATE: 20151023
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: 151171738
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
09-30-2015
09-30-2015
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F COMBINATION REPORT
028-05977
0000721204
028-01190
RUSSELL FRANK CO/
N
John Macedo
Chief Administrative Officer
302-477-6076
/s/ John Macedo
Wilmington
DE
10-22-2015
0
589
3957486
false
INFORMATION TABLE
2
form13fInfoTable.xml
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
1888
62912
SH
SOLE
62912
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
1917
47658
SH
SOLE
47658
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
548
5907
SH
SOLE
5907
0
0
AIRGAS INC
COMMON STOCK USD.01
009363102
4493
50300
SH
SOLE
50300
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
935
20000
SH
SOLE
20000
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
7223
90912
SH
SOLE
90912
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
4981
58827
SH
SOLE
58827
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
1030
2200
SH
SOLE
2200
0
0
ALLIANCE FIBER OPTIC PRODUCT
COMMON STOCK USD.001
018680306
439
25710
SH
SOLE
25710
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
2362
40560
SH
SOLE
40560
0
0
ALTERA CORP
COMMON STOCK USD.001
021441100
571
11400
SH
SOLE
11400
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
23193
45308
SH
SOLE
45308
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
3825
105534
SH
SOLE
105534
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
5052
88844
SH
SOLE
88844
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
31009
545740
SH
SOLE
545740
0
0
AMERICAN WOODMARK CORP
COMMON STOCK NPV
030506109
2262
34866
SH
SOLE
34866
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
13513
97694
SH
SOLE
97694
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
532
118500
SH
SOLE
118500
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
3363
53400
SH
SOLE
53400
0
0
ANACOR PHARMACEUTICALS INC
COMMON STOCK USD.001
032420101
2696
22902
SH
SOLE
22902
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
282
34482
SH
SOLE
34482
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
1584
49765
SH
SOLE
49765
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
1330
134800
SH
SOLE
134800
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
8518
60840
SH
SOLE
60840
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
73815
669223
SH
SOLE
669223
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK NPV
039483102
6123
147726
SH
SOLE
147726
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
10547
190800
SH
SOLE
190800
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
5956
157118
SH
SOLE
157118
0
0
ASTRONICS CORP
COMMON STOCK USD.01
046433108
283
7003
SH
SOLE
7003
0
0
ATLAS AIR WORLDWIDE HOLDINGS
COMMON STOCK USD.01
049164205
357
10321
SH
SOLE
10321
0
0
ATWOOD OCEANICS INC
COMMON STOCK USD1.
050095108
1614
108988
SH
SOLE
108988
0
0
AUTOLIV INC
COMMON STOCK USD1.
052800109
24486
224620
SH
SOLE
224620
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
16041
22161
SH
SOLE
22161
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
2639
46644
SH
SOLE
46644
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
5521
126400
SH
SOLE
126400
0
0
AVNET INC
COMMON STOCK USD1.
053807103
2061
48297
SH
SOLE
48297
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
9240
177563
SH
SOLE
177563
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
11567
742441
SH
SOLE
742441
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
1142
26100
SH
SOLE
26100
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
4723
25350
SH
SOLE
25350
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
1576
104935
SH
SOLE
104935
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
8122
61222
SH
SOLE
61222
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
8203
143865
SH
SOLE
143865
0
0
BEL FUSE INC CL B
COMMON STOCK USD.1
077347300
767
39450
SH
SOLE
39450
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
15600
119634
SH
SOLE
119634
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
3899
105030
SH
SOLE
105030
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2791
58250
SH
SOLE
58250
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
223
5113
SH
SOLE
5113
0
0
H+R BLOCK INC
COMMON STOCK NPV
093671105
4239
117100
SH
SOLE
117100
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
6772
51714
SH
SOLE
51714
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
4403
83600
SH
SOLE
83600
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
14933
1438647
SH
SOLE
1438647
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
9925
73511
SH
SOLE
73511
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
21661
224510
SH
SOLE
224510
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
2486
120200
SH
SOLE
120200
0
0
CAL MAINE FOODS INC
COMMON STOCK USD.01
128030202
2751
50371
SH
SOLE
50371
0
0
CALAMP CORP
COMMON STOCK USD.01
128126109
401
24930
SH
SOLE
24930
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
1875
128448
SH
SOLE
128448
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
530
13360
SH
SOLE
13360
0
0
CARLISLE COS INC
COMMON STOCK USD1.
142339100
848
9700
SH
SOLE
9700
0
0
CASCADE MICROTECH INC
COMMON STOCK USD.01
147322101
386
27330
SH
SOLE
27330
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
7118
108904
SH
SOLE
108904
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
4272
72200
SH
SOLE
72200
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
23468
216955
SH
SOLE
216955
0
0
CEMEX SAB SPONS ADR PART CER
ADR NPV
151290889
21454
3069250
SH
SOLE
1276469
0
1792781
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1697
65126
SH
SOLE
65126
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
28656
363291
SH
SOLE
363291
0
0
CHUBB CORP
COMMON STOCK USD1.
171232101
405
3300
SH
SOLE
3300
0
0
CHURCH + DWIGHT CO INC
COMMON STOCK USD1.
171340102
621
7400
SH
SOLE
7400
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.
172062101
4691
87200
SH
SOLE
87200
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
6715
213111
SH
SOLE
213111
0
0
CINTAS CORP
COMMON STOCK NPV
172908105
3565
41575
SH
SOLE
41575
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
47293
953302
SH
SOLE
953302
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
1945
28073
SH
SOLE
28073
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
616
6703
SH
SOLE
6703
0
0
COACH INC
COMMON STOCK USD.01
189754104
1836
63476
SH
SOLE
63476
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
21386
533052
SH
SOLE
533052
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
15160
238891
SH
SOLE
238891
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
1083
59616
SH
SOLE
59616
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
646
19034
SH
SOLE
19034
0
0
CIA DE MINAS BUENAVENTUR ADR
ADR
204448104
11291
1894529
SH
SOLE
791255
0
1103274
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
4792
78078
SH
SOLE
78078
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
2884
71200
SH
SOLE
71200
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
1390
20800
SH
SOLE
20800
0
0
CORNING INC
COMMON STOCK USD.5
219350105
4687
273780
SH
SOLE
273780
0
0
COWEN GROUP INC CLASS A
COMMON STOCK USD.01
223622101
729
159971
SH
SOLE
159971
0
0
CRANE CO
COMMON STOCK USD1.
224399105
4815
103300
SH
SOLE
103300
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
7636
166900
SH
SOLE
166900
0
0
CYNOSURE INC A
COMMON STOCK USD.001
232577205
440
14663
SH
SOLE
14663
0
0
CYTEC INDUSTRIES INC
COMMON STOCK USD.01
232820100
1595
21600
SH
SOLE
21600
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1539
19149
SH
SOLE
19149
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
2185
137580
SH
SOLE
137580
0
0
DANAHER CORP W/D
COMMON STOCK USD.01
235851102
6668
78256
SH
SOLE
78256
0
0
DEALERTRACK TECHNOLOGIES INC
COMMON STOCK USD.01
242309102
1004
15900
SH
SOLE
15900
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
1125
40597
SH
SOLE
40597
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
26278
585639
SH
SOLE
585639
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
2505
44933
SH
SOLE
44933
0
0
DENTSPLY INTERNATIONAL INC
COMMON STOCK USD.01
249030107
3154
62361
SH
SOLE
62361
0
0
DINEEQUITY INC
COMMON STOCK USD.01
254423106
318
3465
SH
SOLE
3465
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
33373
326547
SH
SOLE
326547
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
14292
197289
SH
SOLE
197289
0
0
DOW CHEMICAL CO W/D
COMMON STOCK USD2.5
260543103
10236
241415
SH
SOLE
241415
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
1100
18900
SH
SOLE
18900
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
480521
9969322
SH
SOLE
9969322
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
607
30244
SH
SOLE
30244
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
1239
25280
SH
SOLE
25280
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
4520
187100
SH
SOLE
187100
0
0
EMC INS GROUP INC
COMMON STOCK USD1.
268664109
503
21680
SH
SOLE
21680
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1599
60724
SH
SOLE
60724
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
5822
89962
SH
SOLE
89962
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
9
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
8
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
125
8026
SH
SOLE
2709
0
5317
EBAY INC
COMMON STOCK USD.001
278642103
2874
117585
SH
SOLE
117585
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
5072
80422
SH
SOLE
80422
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
2748
34755
SH
SOLE
34755
0
0
EQUIFAX INC
COMMON STOCK USD1.25
294429105
3843
39546
SH
SOLE
39546
0
0
ESSENDANT INC
COMMON STOCK USD.1
296689102
598
18433
SH
SOLE
18433
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
1586
7100
SH
SOLE
7100
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
109
800
SH
SOLE
800
0
0
F5 NETWORKS INC
COMMON STOCK NPV
315616102
1158
10000
SH
SOLE
10000
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1658
19149
SH
SOLE
19149
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
1573
89038
SH
SOLE
89038
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
11062
153700
SH
SOLE
153700
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
10577
779436
SH
SOLE
779436
0
0
FOREST CITY ENTERPRISES CL A
COMMON STOCK USD.333
345550107
491
24400
SH
SOLE
24400
0
0
FRANCESCAS HOLDINGS CORP
COMMON STOCK USD.01
351793104
568
46465
SH
SOLE
46465
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
10372
278374
SH
SOLE
278374
0
0
GATX CORP
COMMON STOCK USD.625
361448103
2892
65500
SH
SOLE
65500
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
3410
119652
SH
SOLE
119652
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
17985
130376
SH
SOLE
130376
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
16973
673011
SH
SOLE
673011
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
39863
405977
SH
SOLE
405977
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK NPV
382550101
3314
113000
SH
SOLE
113000
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
1216
28089
SH
SOLE
28089
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
1169
36411
SH
SOLE
36411
0
0
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
398905109
308
3617
SH
SOLE
3617
0
0
GUESS? INC
COMMON STOCK USD.01
401617105
954
44658
SH
SOLE
44658
0
0
HCC INSURANCE HOLDINGS INC
COMMON STOCK USD1.
404132102
693
8950
SH
SOLE
8950
0
0
HSN INC
COMMON STOCK USD.01
404303109
4319
75450
SH
SOLE
75450
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
2277
29300
SH
SOLE
29300
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
4903
89312
SH
SOLE
89312
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.
419596101
1988
84651
SH
SOLE
84651
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
1483
59686
SH
SOLE
59686
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
2903
41700
SH
SOLE
41700
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
19537
762877
SH
SOLE
762877
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
657
18780
SH
SOLE
18780
0
0
HILL ROM HOLDINGS INC
COMMON STOCK NPV
431475102
2389
45943
SH
SOLE
45943
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
1945
98200
SH
SOLE
98200
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
7258
148600
SH
SOLE
148600
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
5860
149751
SH
SOLE
149751
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
21533
186448
SH
SOLE
186448
0
0
HOME PROPERTIES INC
REIT USD.01
437306103
1211
16200
SH
SOLE
16200
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
16608
175392
SH
SOLE
175392
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
4725
44100
SH
SOLE
44100
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
1650
170262
SH
SOLE
170262
0
0
HYSTER YALE MATERIALS
COMMON STOCK USD.01
449172105
1374
23766
SH
SOLE
23766
0
0
IDACORP INC
COMMON STOCK NPV
451107106
1747
26994
SH
SOLE
26994
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
9918
113600
SH
SOLE
113600
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
14934
495475
SH
SOLE
495475
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
11604
80044
SH
SOLE
80044
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
4177
110526
SH
SOLE
110526
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
432
22600
SH
SOLE
22600
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2430
27378
SH
SOLE
27378
0
0
ISHARES MSCI AUSTRALIA ETF
ISHARES MSCI AUSTRALIA ETF
464286103
24761
1381725
SH
SOLE
1381725
0
0
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
464286848
24129
2110984
SH
SOLE
2110984
0
0
ISHARES MSCI HONG KONG ETF
ISHARES MSCI HONG KONG ETF
464286871
25469
1332076
SH
SOLE
1332076
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
49979
1524669
SH
SOLE
732212
0
792457
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
6082
271870
SH
SOLE
271870
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.
469814107
8667
231550
SH
SOLE
231550
0
0
JARDEN CORP
COMMON STOCK USD.01
471109108
332
6800
SH
SOLE
6800
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
20204
216428
SH
SOLE
216428
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
5285
114130
SH
SOLE
114130
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
1861
56270
SH
SOLE
56270
0
0
KROGER CO
COMMON STOCK USD1.
501044101
6949
192660
SH
SOLE
192660
0
0
KYTHERA BIOPHARMACEUTICALS I
COMMON STOCK USD.00001
501570105
502
6700
SH
SOLE
6700
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
4875
46644
SH
SOLE
46644
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
7215
110444
SH
SOLE
110444
0
0
LAMAR ADVERTISING CO A
REIT USD.001
512816109
1762
33770
SH
SOLE
33770
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
1974
31100
SH
SOLE
31100
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
4246
102261
SH
SOLE
102261
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
1469
51727
SH
SOLE
51727
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
6954
86190
SH
SOLE
86190
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
4494
108000
SH
SOLE
108000
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
8351
173500
SH
SOLE
173500
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
2097
103526
SH
SOLE
103526
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
2122
25350
SH
SOLE
25350
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
5087
97016
SH
SOLE
97016
0
0
LINCOLN NATIONAL CORP
COMMON STOCK NPV
534187109
2069
43602
SH
SOLE
43602
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
10902
158184
SH
SOLE
158184
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.
552848103
3699
399500
SH
SOLE
399500
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
2361
37894
SH
SOLE
37894
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
3816
254415
SH
SOLE
254415
0
0
MARLIN BUSINESS SERVICES INC
COMMON STOCK USD.01
571157106
469
30446
SH
SOLE
30446
0
0
MASCO CORP
COMMON STOCK USD1.
574599106
6290
249800
SH
SOLE
249800
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
2643
117630
SH
SOLE
117630
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
6090
247262
SH
SOLE
247262
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1147
35962
SH
SOLE
35962
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
58276
1316679
SH
SOLE
1316679
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
1590
8092
SH
SOLE
8092
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
3473
231820
SH
SOLE
231820
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
529
54852
SH
SOLE
54852
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
3310
68720
SH
SOLE
68720
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
4337
23856
SH
SOLE
23856
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
451
25084
SH
SOLE
25084
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK NPV
609207105
17187
410486
SH
SOLE
410486
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
6264
198845
SH
SOLE
198845
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
513
19849
SH
SOLE
19849
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
2814
116265
SH
SOLE
116265
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
701
26011
SH
SOLE
26011
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
9589
645733
SH
SOLE
645733
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
7791
146082
SH
SOLE
146082
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
2041
54200
SH
SOLE
54200
0
0
NAVIGATORS GROUP INC
COMMON STOCK USD.1
638904102
922
11820
SH
SOLE
11820
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
1936
33224
SH
SOLE
33224
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
15337
386235
SH
SOLE
386235
0
0
NEWLINK GENETICS CORP
COMMON STOCK USD.01
651511107
1272
35484
SH
SOLE
35484
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
11734
95423
SH
SOLE
95423
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
624
141220
SH
SOLE
141220
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
1037
15210
SH
SOLE
15210
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
2356
14196
SH
SOLE
14196
0
0
OM GROUP INC
COMMON STOCK USD.01
670872100
1181
35900
SH
SOLE
35900
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
408
46997
SH
SOLE
46997
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
26946
407340
SH
SOLE
407340
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
2664
75800
SH
SOLE
75800
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
1366
65910
SH
SOLE
65910
0
0
OXFORD INDUSTRIES INC
COMMON STOCK USD1.
691497309
694
9387
SH
SOLE
9387
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
16631
186445
SH
SOLE
186445
0
0
POSCO SPON ADR
ADR
693483109
4964
141738
SH
SOLE
141738
0
0
PACCAR INC
COMMON STOCK USD1.
693718108
2473
47400
SH
SOLE
47400
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
6227
103509
SH
SOLE
103509
0
0
PARK OHIO HOLDINGS CORP
COMMON STOCK USD1.
700666100
567
19632
SH
SOLE
19632
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
9285
95427
SH
SOLE
95427
0
0
PEPCO HOLDINGS INC
COMMON STOCK USD.01
713291102
1842
76050
SH
SOLE
76050
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
17721
187917
SH
SOLE
187917
0
0
PERICOM SEMICONDUCTOR CORP
COMMON STOCK NPV
713831105
1937
106126
SH
SOLE
106126
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
46653
1485306
SH
SOLE
1485306
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
16953
213696
SH
SOLE
213696
0
0
PIER 1 IMPORTS INC
COMMON STOCK USD.001
720279108
734
106404
SH
SOLE
106404
0
0
PINNACLE WEST CAPITAL
COMMON STOCK NPV
723484101
3130
48800
SH
SOLE
48800
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
1187
32822
SH
SOLE
32822
0
0
PLUM CREEK TIMBER CO
REIT USD.01
729251108
1522
38532
SH
SOLE
38532
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
3320
27700
SH
SOLE
27700
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
4695
155300
SH
SOLE
155300
0
0
POST PROPERTIES INC
REIT USD.01
737464107
1859
31900
SH
SOLE
31900
0
0
PRECISION CASTPARTS CORP
COMMON STOCK NPV
740189105
1769
7700
SH
SOLE
7700
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
29706
412930
SH
SOLE
412930
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.
743315103
2889
94302
SH
SOLE
94302
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
7285
148350
SH
SOLE
148350
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
11383
270006
SH
SOLE
270006
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
5185
274800
SH
SOLE
274800
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
2
144
SH
SOLE
0
0
144
QUALCOMM INC
COMMON STOCK USD.0001
747525103
2432
45262
SH
SOLE
45262
0
0
QUESTAR CORP
COMMON STOCK NPV
748356102
428
22060
SH
SOLE
22060
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
2669
167775
SH
SOLE
167775
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
11183
102355
SH
SOLE
102355
0
0
REALTY INCOME CORP
REIT USD1.
756109104
3928
82880
SH
SOLE
82880
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
2844
39562
SH
SOLE
39562
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
12495
231351
SH
SOLE
231351
0
0
RESMED INC
COMMON STOCK USD.004
761152107
3481
68300
SH
SOLE
68300
0
0
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
761624105
427
8431
SH
SOLE
8431
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
863
142246
SH
SOLE
142246
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
6368
124479
SH
SOLE
124479
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
5327
52500
SH
SOLE
52500
0
0
RYANAIR HOLDINGS PLC SP ADR
ADR
783513104
22531
287753
SH
SOLE
287753
0
0
RYLAND GROUP INC/THE
COMMON STOCK USD1.0
783764103
2057
50391
SH
SOLE
50391
0
0
SAGENT PHARMACEUTICALS INC
COMMON STOCK USD.01
786692103
332
21652
SH
SOLE
21652
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
2111
33462
SH
SOLE
33462
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
2013
29352
SH
SOLE
29352
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
2931
137171
SH
SOLE
137171
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1158
8727
SH
SOLE
8727
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
29253
424141
SH
SOLE
424141
0
0
SCHULMAN (A.) INC
COMMON STOCK USD1.
808194104
1065
32808
SH
SOLE
32808
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
1308
38038
SH
SOLE
38038
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
8515
173100
SH
SOLE
173100
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
806
20900
SH
SOLE
20900
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
2403
24843
SH
SOLE
24843
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
2139
44638
SH
SOLE
44638
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
11127
60563
SH
SOLE
60563
0
0
SMITH + WESSON HOLDING CORP
COMMON STOCK USD.001
831756101
325
19265
SH
SOLE
19265
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.
831865209
7060
108300
SH
SOLE
108300
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
7547
50000
SH
SOLE
50000
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
2856
63882
SH
SOLE
63882
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
2700
70980
SH
SOLE
70980
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
919
50938
SH
SOLE
50938
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
5435
112440
SH
SOLE
112440
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
1547
20900
SH
SOLE
20900
0
0
STANCORP FINANCIAL GROUP
COMMON STOCK NPV
852891100
46
400
SH
SOLE
400
0
0
STANLEY BLACK + DECKER INC
COMMON STOCK USD2.5
854502101
2262
23322
SH
SOLE
23322
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1166
99372
SH
SOLE
99372
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
14348
252436
SH
SOLE
252436
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
4116
239567
SH
SOLE
239567
0
0
STERIS CORP
COMMON STOCK NPV
859152100
2293
35295
SH
SOLE
35295
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
7380
78430
SH
SOLE
78430
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON STOCK USD.01
864909106
865
43542
SH
SOLE
43542
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
5314
138966
SH
SOLE
138966
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1067
76037
SH
SOLE
76037
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
5676
122900
SH
SOLE
122900
0
0
SYSCO CORP
COMMON STOCK USD1.
871829107
939
24100
SH
SOLE
24100
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
2960
41444
SH
SOLE
41444
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
29099
1402339
SH
SOLE
596057
0
806282
TECH DATA CORP
COMMON STOCK USD.0015
878237106
5535
80800
SH
SOLE
80800
0
0
TENNECO INC
COMMON STOCK USD.01
880349105
1560
34837
SH
SOLE
34837
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
1583
87900
SH
SOLE
87900
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
13187
1072996
SH
SOLE
457202
0
615794
TESORO CORP
COMMON STOCK USD.167
881609101
1578
16224
SH
SOLE
16224
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
3064
61871
SH
SOLE
61871
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
14826
393887
SH
SOLE
393887
0
0
THOMPSON CREEK METALS CO INC
COMMON STOCK NPV
884768102
138
316386
SH
SOLE
260873
0
55513
THORATEC CORP
COMMON STOCK NPV
885175307
1272
20100
SH
SOLE
20100
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
822
24000
SH
SOLE
24000
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
3464
152800
SH
SOLE
152800
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
1443
34300
SH
SOLE
34300
0
0
TRUSTMARK CORP
COMMON STOCK NPV
898402102
2173
93800
SH
SOLE
93800
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
6612
153418
SH
SOLE
153418
0
0
UGI CORP
COMMON STOCK NPV
902681105
3593
103200
SH
SOLE
103200
0
0
US BANCORP
COMMON STOCK USD.01
902973304
14249
347464
SH
SOLE
347464
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
1586
97300
SH
SOLE
97300
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
23736
268472
SH
SOLE
268472
0
0
UNITED INSURANCE HOLDINGS CO
COMMON STOCK USD.0001
910710102
342
25974
SH
SOLE
25974
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
1340
22308
SH
SOLE
22308
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
10960
123160
SH
SOLE
123160
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
1357
14300
SH
SOLE
14300
0
0
VANGUARD S+P 500 ETF
VANGUARD S+P 500 ETF
922908363
127390
725000
SH
SOLE
725000
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
851
10800
SH
SOLE
10800
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
1998
188705
SH
SOLE
188705
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
10191
157170
SH
SOLE
157170
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
26704
520040
SH
SOLE
520040
0
0
WEST CORP
COMMON STOCK USD.001
952355204
329
14673
SH
SOLE
14673
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
9643
121390
SH
SOLE
121390
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
2712
61474
SH
SOLE
61474
0
0
WHITEWAVE FOODS CO
COMMON STOCK USD.01
966244105
546
13600
SH
SOLE
13600
0
0
WHOLE FOODS MARKET INC
COMMON STOCK NPV
966837106
4489
141820
SH
SOLE
141820
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
4833
96600
SH
SOLE
96600
0
0
WORLD ACCEPTANCE CORP
COMMON STOCK NPV
981419104
583
21710
SH
SOLE
21710
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
2717
75900
SH
SOLE
75900
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK NPV
981811102
5497
207604
SH
SOLE
207604
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
11548
163662
SH
SOLE
163662
0
0
HCI GROUP INC
COMMON STOCK NPV
40416E103
340
8769
SH
SOLE
8769
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
7417
78078
SH
SOLE
78078
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
21758
276602
SH
SOLE
276602
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
1834
52888
SH
SOLE
52888
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
4960
218020
SH
SOLE
218020
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
3287
258384
SH
SOLE
258384
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
10092
127664
SH
SOLE
127664
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
11847
119034
SH
SOLE
119034
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
2820
94302
SH
SOLE
94302
0
0
AES CORP
COMMON STOCK USD.01
00130H105
7074
722600
SH
SOLE
722600
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
1656
41670
SH
SOLE
41180
0
490
AMC NETWORKS INC A
COMMON STOCK
00164V103
2729
37300
SH
SOLE
37300
0
0
ANI PHARMACEUTICALS INC
COMMON STOCK USD.0001
00182C103
563
14255
SH
SOLE
14255
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
21597
662887
SH
SOLE
662887
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
5903
108498
SH
SOLE
108498
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
788
29731
SH
SOLE
29731
0
0
AECOM
COMMON STOCK USD.01
00766T100
3241
117800
SH
SOLE
117800
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
20910
191114
SH
SOLE
191114
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
5060
189600
SH
SOLE
189600
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
8308
152724
SH
SOLE
152724
0
0
AMERICA MOVIL SPN ADR CL L
ADR NPV
02364W105
6381
385575
SH
SOLE
0
0
385575
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
12144
312753
SH
SOLE
286765
0
25988
AMERICAN TOWER CORP
REIT USD.01
03027X100
9259
105240
SH
SOLE
105240
0
0
AMERISAFE INC
COMMON STOCK USD.01
03071H100
2915
58623
SH
SOLE
58623
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
1217
11154
SH
SOLE
11154
0
0
AMSURG CORP
COMMON STOCK NPV
03232P405
2186
28135
SH
SOLE
28135
0
0
ANCHOR BANCORP WISCONSIN INC
COMMON STOCK USD.01
03283P106
1104
25927
SH
SOLE
25927
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
1339
85250
SH
SOLE
85250
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
845
32772
SH
SOLE
32772
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
7372
93300
SH
SOLE
93300
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
3886
66800
SH
SOLE
66800
0
0
BANKRATE INC
COMMON STOCK USD.01
06647F102
603
58229
SH
SOLE
58229
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P100
540
163597
SH
SOLE
163597
0
0
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
08160H101
1587
72946
SH
SOLE
72946
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
2682
9191
SH
SOLE
9191
0
0
BIOMED REALTY TRUST INC
REIT USD.01
09063H107
3085
154400
SH
SOLE
154400
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
2231
40300
SH
SOLE
40300
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
549
54441
SH
SOLE
54441
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
1798
56200
SH
SOLE
56200
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
5159
126260
SH
SOLE
126260
0
0
CLECO CORPORATION
COMMON STOCK USD1.
12561W105
591
11100
SH
SOLE
11100
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
12
300
SH
SOLE
300
0
0
CABLEVISION SYSTEMS NY GRP A
COMMON STOCK USD.01
12686C109
201
6200
SH
SOLE
6200
0
0
CABOT MICROELECTRONICS CORP
COMMON STOCK USD.001
12709P103
2149
55480
SH
SOLE
55480
0
0
CAMERON INTERNATIONAL CORP
COMMON STOCK USD.01
13342B105
4546
74138
SH
SOLE
74138
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
25236
347980
SH
SOLE
347980
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1324
17238
SH
SOLE
17238
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
751
13840
SH
SOLE
13840
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
849
274757
SH
SOLE
203621
0
71136
CEPHEID INC
COMMON STOCK NPV
15670R107
949
20994
SH
SOLE
20994
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
40584
1546039
SH
SOLE
1546039
0
0
CITI TRENDS INC
COMMON STOCK USD.01
17306X102
1545
66065
SH
SOLE
66065
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD.01
19122T109
5741
118730
SH
SOLE
118730
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
34679
609689
SH
SOLE
609689
0
0
COMMUNICATIONS SALES + LE
REIT USD.0001
20341J104
281
15700
SH
SOLE
15700
0
0
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
20451N101
533
6800
SH
SOLE
6800
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
840
2000000
SH
SOLE
2000000
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
1892
15109
SH
SOLE
15109
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
618
10659
SH
SOLE
10659
0
0
CORELOGIC INC
COMMON STOCK USD1.
21871D103
730
19600
SH
SOLE
19600
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
1775
60100
SH
SOLE
60100
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
3789
25724
SH
SOLE
25724
0
0
CYBERONICS INC
COMMON STOCK USD.01
23251P102
575
9463
SH
SOLE
9463
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
4440
151236
SH
SOLE
151236
0
0
DSW INC CLASS A
COMMON STOCK NPV
23334L102
737
29100
SH
SOLE
29100
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
4996
70980
SH
SOLE
70980
0
0
DOT HILL SYSTEMS CORP
COMMON STOCK USD.001
25848T109
198
20400
SH
SOLE
20400
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
4527
62921
SH
SOLE
62921
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
4101
198402
SH
SOLE
198402
0
0
EPR PROPERTIES
REIT USD.01
26884U109
3039
58927
SH
SOLE
58927
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
4591
119500
SH
SOLE
119500
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
474
13128
SH
SOLE
13128
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
5288
136600
SH
SOLE
136600
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
593
11071
SH
SOLE
11071
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
8509
130700
SH
SOLE
130700
0
0
ESPERION THERAPEUTICS INC
COMMON STOCK USD.001
29664W105
143
6041
SH
SOLE
6041
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
2460
48959
SH
SOLE
48959
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2977
58817
SH
SOLE
58817
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
4057
34476
SH
SOLE
34476
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
7107
87781
SH
SOLE
87781
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
1410
18278
SH
SOLE
18278
0
0
EZCORP INC
SR UNSECURED 06/19 2.625
302301AB2
5888
8250000
SH
SOLE
5545000
0
2705000
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
26956
362557
SH
SOLE
362557
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
871
28100
SH
SOLE
28100
0
0
FXCM INC
SR UNSECURED 06/18 2.25
302693AB2
7176
9200000
SH
SOLE
6215000
0
2985000
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
14298
159043
SH
SOLE
159043
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
8862
61553
SH
SOLE
61553
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
2122
54300
SH
SOLE
54300
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
509
28409
SH
SOLE
28409
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
290
19491
SH
SOLE
19491
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
827
14800
SH
SOLE
14800
0
0
FUTUREFUEL CORP
COMMON STOCK USD.0001
36116M106
905
91592
SH
SOLE
91592
0
0
GNC HOLDINGS INC CL A
COMMON STOCK USD.001
36191G107
932
23070
SH
SOLE
23070
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
5361
178567
SH
SOLE
178567
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
3196
156801
SH
SOLE
156801
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
2349
177681
SH
SOLE
177681
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
23135
133146
SH
SOLE
133146
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
2375
148455
SH
SOLE
148455
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
1235
21892
SH
SOLE
21892
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
17221
222612
SH
SOLE
222612
0
0
HCP INC
REIT USD1.
40414L109
1367
36700
SH
SOLE
36700
0
0
HRG GROUP INC
COMMON STOCK USD.01
40434J100
3625
309000
SH
SOLE
309000
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
815
59780
SH
SOLE
59780
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
1461
74060
SH
SOLE
74060
0
0
HESKA CORP
COMMON STOCK USD.001
42805E306
501
16450
SH
SOLE
16450
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
18588
371313
SH
SOLE
371313
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
6569
256800
SH
SOLE
256800
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
2826
43300
SH
SOLE
43300
0
0
ICU MEDICAL INC
COMMON STOCK USD.1
44930G107
782
7140
SH
SOLE
7140
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
593
7800
SH
SOLE
7800
0
0
IPC HEALTHCARE INC
COMMON STOCK USD.001
44984A105
890
11450
SH
SOLE
11450
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
15677
1870738
SH
SOLE
228789
0
1641949
IDEX CORP
COMMON STOCK USD.01
45167R104
1526
21400
SH
SOLE
21400
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
1150
44503
SH
SOLE
44503
0
0
INNOSPEC INC
COMMON STOCK USD.01
45768S105
1571
33776
SH
SOLE
33776
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
1454
51097
SH
SOLE
51097
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
1086
21468
SH
SOLE
21468
0
0
INTERSECT ENT INC
COMMON STOCK USD.001
46071F103
492
21020
SH
SOLE
21020
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
586
47453
SH
SOLE
47453
0
0
ISHARES MSCI INDIA ETF
ISHARES MSCI INDIA ETF
46429B598
11543
404019
SH
SOLE
0
0
404019
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
50856
834112
SH
SOLE
834112
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
428
31489
SH
SOLE
31489
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
5167
35938
SH
SOLE
35938
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
1962
27690
SH
SOLE
27690
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
6126
238290
SH
SOLE
238290
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
592
47592
SH
SOLE
47592
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
950
24340
SH
SOLE
24340
0
0
KEURIG GREEN MOUNTAIN INC
COMMON STOCK USD.1
49271M100
1199
23000
SH
SOLE
23000
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1783
72967
SH
SOLE
72967
0
0
LENDINGTREE INC
COMMON STOCK USD.01
52603B107
1376
14790
SH
SOLE
14790
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
9237
211422
SH
SOLE
211422
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
7308
278600
SH
SOLE
278600
0
0
LIBERTY VENTURES SER A
COMMON STOCK USD.01
53071M880
896
22200
SH
SOLE
22200
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
1598
18654
SH
SOLE
18654
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1386
42453
SH
SOLE
42453
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
861
36526
SH
SOLE
36526
0
0
MKS INSTRUMENTS INC
COMMON STOCK NPV
55306N104
2510
74845
SH
SOLE
74845
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
2342
45630
SH
SOLE
45630
0
0
MALIBU BOATS INC A
COMMON STOCK USD.01
56117J100
229
16362
SH
SOLE
16362
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1503
32448
SH
SOLE
32448
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1900
27889
SH
SOLE
27889
0
0
MATSON INC
COMMON STOCK NPV
57686G105
2840
73791
SH
SOLE
73791
0
0
MEDIVATION INC
COMMON STOCK USD.01
58501N101
1913
45000
SH
SOLE
45000
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
4899
63800
SH
SOLE
63800
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
30461
616737
SH
SOLE
616737
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
1441
39470
SH
SOLE
39470
0
0
MERITOR INC
COMMON STOCK USD1.
59001K100
837
78700
SH
SOLE
78700
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
21403
453943
SH
SOLE
453943
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1687
20600
SH
SOLE
20600
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
8912
286453
SH
SOLE
286453
0
0
MULTI FINELINE ELECTRONIX IN
COMMON STOCK USD.0001
62541B101
415
24842
SH
SOLE
24842
0
0
NVR INC
COMMON STOCK USD.01
62944T105
763
500
SH
SOLE
500
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
14794
499797
SH
SOLE
499797
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
578
5600
SH
SOLE
5600
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
24123
200824
SH
SOLE
83674
0
117150
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
960
24120
SH
SOLE
24120
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3660
37518
SH
SOLE
37518
0
0
NUANCE COMMUNICATIONS INC
COMMON STOCK USD.001
67020Y100
4016
245300
SH
SOLE
245300
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1333
78531
SH
SOLE
78531
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
30397
841558
SH
SOLE
841558
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
614
138360
SH
SOLE
138360
0
0
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
69318G106
516
18289
SH
SOLE
18289
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
848
40914
SH
SOLE
40914
0
0
PGT INC
COMMON STOCK USD.01
69336V101
1630
132712
SH
SOLE
132712
0
0
PNM RESOURCES INC
COMMON STOCK NPV
69349H107
1295
46174
SH
SOLE
46174
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
1132
14258
SH
SOLE
14258
0
0
PTC INC
COMMON STOCK USD.01
69370C100
3469
109300
SH
SOLE
109300
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
1976
63660
SH
SOLE
63660
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
1562
44059
SH
SOLE
44059
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
2656
54840
SH
SOLE
54840
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
996
31491
SH
SOLE
31491
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
1660
79900
SH
SOLE
79900
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
3086
44400
SH
SOLE
44400
0
0
PROLOGIS INC
REIT USD.01
74340W103
3908
100452
SH
SOLE
100452
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
5211
24621
SH
SOLE
24621
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON STOCK USD.01
74876Y101
8369
120300
SH
SOLE
120300
0
0
RLJ LODGING TRUST
REIT
74965L101
3577
141544
SH
SOLE
141544
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
2073
151101
SH
SOLE
151101
0
0
REIS INC
COMMON STOCK USD.01
75936P105
1368
60402
SH
SOLE
60402
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
2103
127159
SH
SOLE
127159
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
3781
36100
SH
SOLE
36100
0
0
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
2328
12150
SH
SOLE
12150
0
0
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
2450
34973
SH
SOLE
34973
0
0
SANTANDER CONSUMER USA HOLDI
COMMON STOCK USD.01
80283M101
1715
84000
SH
SOLE
84000
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
2543
54249
SH
SOLE
54249
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1700
89401
SH
SOLE
89401
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
980
21400
SH
SOLE
21400
0
0
SOLARWINDS INC
COMMON STOCK USD.001
83416B109
734
18700
SH
SOLE
18700
0
0
SOLERA HOLDINGS INC
COMMON STOCK USD.01
83421A104
297
5500
SH
SOLE
5500
0
0
SORRENTO THERAPEUTICS INC
COMMON STOCK USD.0001
83587F202
168
20029
SH
SOLE
20029
0
0
SOVRAN SELF STORAGE INC
REIT USD.01
84610H108
2161
22917
SH
SOLE
22917
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
1613
43200
SH
SOLE
43200
0
0
STRATEGIC HOTELS + RESORTS I
REIT USD.01
86272T106
785
56900
SH
SOLE
56900
0
0
SWIFT TRANSPORTATION CO
COMMON STOCK USD.001
87074U101
232
15420
SH
SOLE
15420
0
0
SYMETRA FINANCIAL CORP
COMMON STOCK USD.01
87151Q106
1307
41300
SH
SOLE
41300
0
0
SYNCHRONOSS TECHNOLOGIES INC
COMMON STOCK USD.0001
87157B103
476
14524
SH
SOLE
14524
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
499
6050
SH
SOLE
6050
0
0
TALEN ENERGY CORP
COMMON STOCK USD.001
87422J105
1081
107007
SH
SOLE
107007
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
1151
51419
SH
SOLE
51419
0
0
THERMON GROUP HOLDINGS INC
COMMON STOCK USD.001
88362T103
304
14810
SH
SOLE
14810
0
0
3M CO
COMMON STOCK USD.01
88579Y101
8518
60086
SH
SOLE
60086
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
287
1600
SH
SOLE
1600
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
14510
303630
SH
SOLE
303630
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
3465
26400
SH
SOLE
26400
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
14191
122329
SH
SOLE
122329
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
351
47308
SH
SOLE
47308
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
10588
176172
SH
SOLE
176172
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
24762
569102
SH
SOLE
569102
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
3797
88000
SH
SOLE
88000
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
15124
217112
SH
SOLE
217112
0
0
WGL HOLDINGS INC
COMMON STOCK NPV
92924F106
1264
21910
SH
SOLE
21910
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
506
196186
SH
SOLE
196172
0
14
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
1059
20280
SH
SOLE
20280
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
2929
58812
SH
SOLE
58812
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
1066
50551
SH
SOLE
50551
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
1507
37830
SH
SOLE
37830
0
0
WESCO INTERNATIONAL INC
COMMON STOCK USD.01
95082P105
2560
55100
SH
SOLE
55100
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK NPV
97650W108
923
17270
SH
SOLE
17270
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
10935
152080
SH
SOLE
152080
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
24723
90957
SH
SOLE
90957
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
2738
58920
SH
SOLE
58920
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
4484
45630
SH
SOLE
45630
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
330
4500
SH
SOLE
4500
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
9729
127941
SH
SOLE
127941
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
3834
272300
SH
SOLE
272300
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
7840
315500
SH
SOLE
315500
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
8210
47365
SH
SOLE
47365
0
0
FRESH DEL MONTE PRODUCE W/D
COMMON STOCK USD.01
G36738105
2159
54654
SH
SOLE
54654
0
0
FREESCALE SEMICONDUCTOR LTD
COMMON STOCK USD.01
G3727Q101
377
10300
SH
SOLE
10300
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
10655
209860
SH
SOLE
209860
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
1636
52400
SH
SOLE
52400
0
0
AVOLON HOLDINGS LTD
COMMON STOCK USD.001
G52237107
609
20000
SH
SOLE
20000
0
0
LAZARD LTD CL A
MLP USD.01
G54050102
2174
50200
SH
SOLE
50200
0
0
MALLINCKRODT PLC
COMMON STOCK USD.2
G5785G107
1232
19266
SH
SOLE
19266
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
19547
292009
SH
SOLE
292009
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK NPV
G60754101
1056
25000
SH
SOLE
25000
0
0
NORDIC AMERICAN TANKERS LTD
COMMON STOCK USD.01
G65773106
1126
74107
SH
SOLE
74107
0
0
PARTNERRE LTD
COMMON STOCK USD1.
G6852T105
806
5800
SH
SOLE
5800
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.
G7496G103
3136
29500
SH
SOLE
29500
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
828
51300
SH
SOLE
51300
0
0
SHIP FINANCE INTL LTD
COMMON STOCK USD1.
G81075106
1107
68136
SH
SOLE
68136
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
1074
79867
SH
SOLE
79867
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
3591
79668
SH
SOLE
79668
0
0
ACE LTD
COMMON STOCK CHF24.77
H0023R105
15168
146695
SH
SOLE
146695
0
0
LUMENIS LTD B
COMMON STOCK ILS.01
M6778Q121
1004
72500
SH
SOLE
72500
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1555
71487
SH
SOLE
71487
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
11277
135276
SH
SOLE
135276
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
765
19000
SH
SOLE
19000
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
5515
131527
SH
SOLE
52921
0
78606
STEINER LEISURE LTD
COMMON STOCK USD.01
P8744Y102
2407
38100
SH
SOLE
38100
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
3169
25350
SH
SOLE
25350
0
0