0001140361-13-030757.txt : 20130807
0001140361-13-030757.hdr.sgml : 20130807
20130807113724
ACCESSION NUMBER: 0001140361-13-030757
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130807
DATE AS OF CHANGE: 20130807
EFFECTIVENESS DATE: 20130807
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
CENTRAL INDEX KEY: 0001128251
IRS NUMBER: 516012443
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: 131016410
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
06-30-2013
06-30-2013
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
Wilmington
DE
19803
13F HOLDINGS REPORT
028-05977
N
John Macedo
Chief Administrative Officer
(302) 477-6076
/s/ John Macedo
Wilmington
DE
08-05-2013
0
593
5357417
false
INFORMATION TABLE
2
form13fInfoTable.xml
AARON S INC
COMMON STOCK USD.5
002535300
1832
65388
SH
SOLE
65388
0
0
ABBOTT LABORATORIES
COMMON STOCK NPV
002824100
7456
213754
SH
SOLE
213754
0
0
ABERCROMBIE + FITCH CO CL A
COMMON STOCK USD.01
002896207
2579
57001
SH
SOLE
57001
0
0
ACACIA RESEARCH CORP
COMMON STOCK USD.001
003881307
1812
81065
SH
SOLE
81065
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0022.5
G1151C101
155
2150
SH
SOLE
2150
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
2468
74806
SH
SOLE
74806
0
0
ACTAVIS INC
COMMON STOCK USD.0033
00507K103
1881
14904
SH
SOLE
14904
0
0
ADT CORP/THE
COMMON STOCK USD.01
00101J106
4584
115021
SH
SOLE
115021
0
0
ADVANCED SEMICONDUCTOR E ADR
ADR
00756M404
2484
611737
SH
SOLE
611737
0
0
ADVENT SOFTWARE INC
COMMON STOCK USD.01
007974108
1395
39802
SH
SOLE
39802
0
0
AECOM TECHNOLOGY CORP
COMMON STOCK USD.01
00766T100
11692
367776
SH
SOLE
367776
0
0
AES CORP
COMMON STOCK USD.01
00130H105
8214
685084
SH
SOLE
685084
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1819
28621
SH
SOLE
28621
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
299
1824
SH
SOLE
1824
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
15960
274609
SH
SOLE
274609
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
4279
85260
SH
SOLE
85260
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD1.
011659109
5748
110547
SH
SOLE
110547
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
7879
126492
SH
SOLE
126492
0
0
ALCOA INC
COMMON STOCK USD1.
013817101
346
44198
SH
SOLE
44198
0
0
ALEXANDER + BALDWIN INC
COMMON STOCK
014491104
680
17100
SH
SOLE
17100
0
0
ALKERMES PLC
COMMON STOCK USD.01
G01767105
702
24487
SH
SOLE
24487
0
0
ALLEGHANY CORP
COMMON STOCK USD1.
017175100
4868
12700
SH
SOLE
12700
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
373
2062
SH
SOLE
2062
0
0
ALLIANT TECHSYSTEMS INC
COMMON STOCK USD.01
018804104
10464
127097
SH
SOLE
127097
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
5584
116038
SH
SOLE
116038
0
0
ALNYLAM PHARMACEUTICALS INC
COMMON STOCK USD.01
02043Q107
1712
55192
SH
SOLE
55192
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
2041
141170
SH
SOLE
141170
0
0
AMERCO
COMMON STOCK USD.25
023586100
1716
10601
SH
SOLE
10601
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
2003
92080
SH
SOLE
92080
0
0
AMERICA MOVIL ADR SERIES L
ADR NPV
02364W105
51335
2360229
SH
SOLE
0
0
2360229
AMERICAN AXLE + MFG HOLDINGS
COMMON STOCK USD.01
024061103
3105
166663
SH
SOLE
166663
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
2275
50808
SH
SOLE
50808
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
20365
455583
SH
SOLE
455583
0
0
AMERICAN PUBLIC EDUCATION
COMMON STOCK USD.01
02913V103
498
13395
SH
SOLE
13395
0
0
AMERICAN WOODMARK CORP
COMMON STOCK NPV
030506109
1000
28822
SH
SOLE
28822
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
3410
61073
SH
SOLE
61073
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
6814
161079
SH
SOLE
161079
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
4391
44509
SH
SOLE
44509
0
0
ANDERSONS INC/THE
COMMON STOCK NPV
034164103
2012
37819
SH
SOLE
37819
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
18853
1318391
SH
SOLE
1318391
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR NPV
035128206
49180
3439160
SH
SOLE
0
0
3439160
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
1556
91515
SH
SOLE
91515
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
861
68525
SH
SOLE
68525
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
112
1747
SH
SOLE
1747
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
25872
308619
SH
SOLE
308619
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
3208
202028
SH
SOLE
202028
0
0
APOLLO GROUP INC CL A
COMMON STOCK NPV
037604105
3294
185900
SH
SOLE
185900
0
0
APPLE INC
COMMON STOCK NPV
037833100
51560
130175
SH
SOLE
130175
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
1397
93689
SH
SOLE
93689
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
5651
141816
SH
SOLE
141816
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
6003
117911
SH
SOLE
117911
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
6666
188305
SH
SOLE
188305
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
804
2000000
SH
SOLE
2000000
0
0
ATMOS ENERGY CORP
COMMON STOCK NPV
049560105
6659
162188
SH
SOLE
162188
0
0
AUDIENCE INC
COMMON STOCK USD.001
05070J102
712
53902
SH
SOLE
53902
0
0
AVAGO TECHNOLOGIES LTD
COMMON STOCK
Y0486S104
2925
78259
SH
SOLE
78259
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
2955
21900
SH
SOLE
21900
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.
053611109
2829
66162
SH
SOLE
66162
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1429
73489
SH
SOLE
73489
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
8356
290647
SH
SOLE
290647
0
0
AVISTA CORP
COMMON STOCK NPV
05379B107
5854
216670
SH
SOLE
216670
0
0
AVNET INC
COMMON STOCK USD1.
053807103
7600
226182
SH
SOLE
226182
0
0
AVON PRODUCTS INC
COMMON STOCK USD.25
054303102
12161
578284
SH
SOLE
578284
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
1869
43885
SH
SOLE
43885
0
0
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
G0692U109
3402
74305
SH
SOLE
74305
0
0
BAKER HUGHES INC
COMMON STOCK USD1.
057224107
29667
643128
SH
SOLE
643128
0
0
BALL CORP
COMMON STOCK NPV
058498106
20100
483866
SH
SOLE
483866
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
31604
559359
SH
SOLE
559359
0
0
BANCOLOMBIA S.A. SPONS ADR
ADR
05968L102
42296
748593
SH
SOLE
0
0
748593
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
5498
427508
SH
SOLE
427508
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
19438
692990
SH
SOLE
692990
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.
071813109
119
1720
SH
SOLE
1720
0
0
BBCN BANCORP INC
COMMON STOCK USD.001
073295107
1229
86454
SH
SOLE
86454
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
26020
263280
SH
SOLE
263280
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
1368
19300
SH
SOLE
19300
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
1663
14862
SH
SOLE
14862
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
4289
156941
SH
SOLE
156941
0
0
BIOGEN IDEC INC
COMMON STOCK USD.0005
09062X103
1922
8930
SH
SOLE
8930
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
18615
181715
SH
SOLE
181715
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
3680
396973
SH
SOLE
396973
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
1866
2325000
SH
SOLE
2325000
0
0
BPZ RESOURCES INC
SR UNSECURED 03/15 6.5
055639AB4
943
1175000
SH
SOLE
0
0
1175000
BRIDGEPOINT EDUCATION INC
COMMON STOCK USD.01
10807M105
1083
88928
SH
SOLE
88928
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
733
18586
SH
SOLE
18586
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
5914
132325
SH
SOLE
132325
0
0
BROADCOM CORP CL A
COMMON STOCK USD.0001
111320107
2789
82600
SH
SOLE
82600
0
0
C+J ENERGY SERVICES INC
COMMON STOCK USD.01
12467B304
871
44957
SH
SOLE
44957
0
0
CA INC
COMMON STOCK USD.1
12673P105
10890
380366
SH
SOLE
380366
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
659
27939
SH
SOLE
27939
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
2689
126682
SH
SOLE
126682
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
6022
87093
SH
SOLE
87093
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
18488
294355
SH
SOLE
294355
0
0
CARDINAL HEALTH INC
COMMON STOCK NPV
14149Y108
1396
29580
SH
SOLE
29580
0
0
CARRIZO OIL + GAS INC
COMPANY GUAR 06/28 4.375
144577AA1
2009
2000000
SH
SOLE
0
0
2000000
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
2037
87200
SH
SOLE
87200
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
16825
344272
SH
SOLE
344272
0
0
CEC ENTERTAINMENT INC
COMMON STOCK USD.1
125137109
1660
40453
SH
SOLE
40453
0
0
CELADON GROUP INC
COMMON STOCK USD.033
150838100
1870
102478
SH
SOLE
102478
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
20252
173231
SH
SOLE
173231
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
2373
45235
SH
SOLE
45235
0
0
CENTRAL EURO MEDIA ENTER
SECURED 11/15 5.
153443AH9
477
500000
SH
SOLE
500000
0
0
CEPHEID INC
COMMON STOCK NPV
15670R107
448
13009
SH
SOLE
13009
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
14089
82154
SH
SOLE
82154
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
533
26154
SH
SOLE
26154
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
3417
164381
SH
SOLE
164381
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
14218
120142
SH
SOLE
120142
0
0
CHICO S FAS INC
COMMON STOCK USD.01
168615102
1568
91931
SH
SOLE
91931
0
0
CHINA MOBILE LTD SPON ADR
ADR
16941M109
2371
45792
SH
SOLE
45792
0
0
CHIQUITA BRANDS INTL
SR UNSECURED 08/16 4.25
170032AT3
2160
2260000
SH
SOLE
2260000
0
0
CHIQUITA BRANDS INTL
SR UNSECURED 08/16 4.25
170032AT3
669
700000
SH
SOLE
0
0
700000
CHUBB CORP
COMMON STOCK USD1.
171232101
1379
16289
SH
SOLE
16289
0
0
CHURCH + DWIGHT CO INC
COMMON STOCK USD1.
171340102
182
2950
SH
SOLE
2950
0
0
CIA CERVECERIAS UNIDAS ADR
ADR
204429104
26069
911198
SH
SOLE
911198
0
0
CIA CERVECERIAS UNIDAS ADR
ADR
204429104
24920
871027
SH
SOLE
0
0
871027
CIA PARANAENSE ENER SP ADR P
ADR NPV
20441B407
631
50820
SH
SOLE
50820
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
6240
86076
SH
SOLE
86076
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
28200
1160025
SH
SOLE
1160025
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
39296
819185
SH
SOLE
819185
0
0
CLIFFS NATURAL RESOURCES INC
COMMON STOCK USD.125
18683K101
2033
125100
SH
SOLE
125100
0
0
CLOROX COMPANY
COMMON STOCK USD1.
189054109
12985
156185
SH
SOLE
156185
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
447
6667
SH
SOLE
6667
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
3644
111711
SH
SOLE
111711
0
0
CNH GLOBAL N.V.
COMMON STOCK USD2.25
N20935206
6773
162587
SH
SOLE
162587
0
0
COACH INC
COMMON STOCK USD.01
189754104
34847
610383
SH
SOLE
610383
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
30495
760290
SH
SOLE
760290
0
0
COCA COLA ENTERPRISES
COMMON STOCK USD1.
19122T109
5958
169468
SH
SOLE
169468
0
0
COLONY FINANCIAL INC
REIT USD.01
19624R106
3477
174820
SH
SOLE
174820
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
1945
91212
SH
SOLE
91212
0
0
COMCAST CORP CLASS A
COMMON STOCK USD1.
20030N101
8178
195280
SH
SOLE
195280
0
0
COMERICA INC
COMMON STOCK USD5.
200340107
1681
42201
SH
SOLE
42201
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
20564
438655
SH
SOLE
438655
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
1371
18064
SH
SOLE
18064
0
0
COMPUTER SCIENCES CORP
COMMON STOCK USD1.
205363104
1960
44787
SH
SOLE
44787
0
0
CONAGRA FOODS INC
COMMON STOCK USD5.
205887102
8716
249520
SH
SOLE
249520
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4249
70231
SH
SOLE
70231
0
0
CONSUMER DISCRETIONARY SELECT
CONSUMER DISCRETIONARY SELT
81369Y407
5104
90500
SH
SOLE
90500
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
22912
174740
SH
SOLE
174740
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK NPV
P31076105
53680
409393
SH
SOLE
0
0
409393
CORELOGIC INC
COMMON STOCK USD1.
21871D103
7282
314303
SH
SOLE
314303
0
0
CORNING INC
COMMON STOCK USD.5
219350105
3911
274828
SH
SOLE
274828
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
2970
87678
SH
SOLE
87678
0
0
COVIDIEN PLC
COMMON STOCK USD.2
G2554F113
96
1534
SH
SOLE
1534
0
0
CPI AEROSTRUCTURES INC
COMMON STOCK USD.001
125919308
1174
108220
SH
SOLE
108220
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
6170
65183
SH
SOLE
65183
0
0
CREDIT SUISSE GROUP SPON ADR
ADR
225401108
480
18152
SH
SOLE
18152
0
0
CROCS INC
COMMON STOCK USD.001
227046109
5027
304696
SH
SOLE
304696
0
0
CROWN CASTLE INTL CORP
COMMON STOCK USD.01
228227104
1990
27485
SH
SOLE
27485
0
0
CSX CORP
COMMON STOCK USD1.
126408103
2709
116800
SH
SOLE
116800
0
0
CUBIST PHARMACEUTICALS INC
COMMON STOCK USD.001
229678107
2224
46042
SH
SOLE
46042
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
1306
27548
SH
SOLE
27548
0
0
CVS CAREMARK CORP
COMMON STOCK USD.01
126650100
9343
163399
SH
SOLE
163399
0
0
CYBERONICS INC
COMMON STOCK USD.01
23251P102
658
12661
SH
SOLE
12661
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
3589
186338
SH
SOLE
186338
0
0
DARDEN RESTAURANTS INC
COMMON STOCK NPV
237194105
531
10515
SH
SOLE
10515
0
0
DARLING INTERNATIONAL INC
COMMON STOCK USD.01
237266101
4869
260914
SH
SOLE
260914
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
246647101
4699
163288
SH
SOLE
163288
0
0
DELL INC
COMMON STOCK USD.01
24702R101
2958
221589
SH
SOLE
221589
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
9106
179650
SH
SOLE
179650
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
45249
2418416
SH
SOLE
2418416
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
6637
191547
SH
SOLE
191547
0
0
DILLARDS INC CL A
COMMON STOCK NPV
254067101
738
9000
SH
SOLE
9000
0
0
DIRECTV
COMMON STOCK USD.01
25490A309
10906
176986
SH
SOLE
176986
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
3007
63109
SH
SOLE
63109
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK NPV
25746U109
1735
30537
SH
SOLE
30537
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
3243
48760
SH
SOLE
48760
0
0
DOVER CORP
COMMON STOCK USD1.
260003108
4348
55984
SH
SOLE
55984
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
891
27700
SH
SOLE
27700
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
4662
101500
SH
SOLE
101500
0
0
DTE ENERGY COMPANY
COMMON STOCK NPV
233331107
1228
18321
SH
SOLE
18321
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
523657
9974422
SH
SOLE
9974422
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2405
35626
SH
SOLE
35626
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
8976
398032
SH
SOLE
398032
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1085
85724
SH
SOLE
85724
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
2072
29600
SH
SOLE
29600
0
0
EDISON INTERNATIONAL
COMMON STOCK NPV
281020107
2795
58026
SH
SOLE
58026
0
0
EL PASO ELECTRIC CO
COMMON STOCK NPV
283677854
1502
42535
SH
SOLE
42535
0
0
ELI LILLY + CO
COMMON STOCK NPV
532457108
1000
20358
SH
SOLE
20358
0
0
EMBRAER SA ADR
ADR
29082A107
743
20132
SH
SOLE
20132
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
804
55723
SH
SOLE
55723
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
13367
245086
SH
SOLE
245086
0
0
ENDO HEALTH SOLUTIONS INC
COMMON STOCK USD.01
29264F205
5354
145527
SH
SOLE
145527
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK USD.01
29266R108
11999
119382
SH
SOLE
119382
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
9569
195130
SH
SOLE
195130
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
2339
249120
SH
SOLE
249120
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
11388
163440
SH
SOLE
163440
0
0
ENTRAVISION COMMUNICATIONS A
COMMON STOCK USD.0001
29382R107
582
94661
SH
SOLE
94661
0
0
EPL OIL + GAS INC
COMMON STOCK USD.001
26883D108
979
33349
SH
SOLE
33349
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2350
46748
SH
SOLE
46748
0
0
EQUINIX INC
COMMON STOCK USD.001
29444U502
389
2105
SH
SOLE
2105
0
0
ERICSSON (LM) TEL SP ADR
ADR
294821608
672
59565
SH
SOLE
59565
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
5867
45745
SH
SOLE
45745
0
0
EXELIS INC
COMMON STOCK USD.01
30162A108
2641
191500
SH
SOLE
191500
0
0
EXELON CORP
COMMON STOCK NPV
30161N101
6379
206560
SH
SOLE
206560
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
3101
51560
SH
SOLE
51560
0
0
EXPRESS INC
COMMON STOCK
30219E103
8805
419874
SH
SOLE
419874
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
33758
547218
SH
SOLE
547218
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
6933
165350
SH
SOLE
165350
0
0
EXXON MOBIL CORP
COMMON STOCK NPV
30231G102
104080
1151969
SH
SOLE
1151969
0
0
EZCORP INC CL A
COMMON STOCK USD.01
302301106
2923
173151
SH
SOLE
173151
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
6247
63371
SH
SOLE
63371
0
0
FEI COMPANY
COMMON STOCK NPV
30241L109
1228
16825
SH
SOLE
16825
0
0
FIDELITY NATIONAL FINL A
COMMON STOCK USD.0001
31620R105
9773
410473
SH
SOLE
410473
0
0
FIDELITY NATIONAL INFORMATIO
COMMON STOCK USD.01
31620M106
2300
53692
SH
SOLE
53692
0
0
FIFTH STREET FINANCE CORP
COMMON STOCK USD.01
31678A103
1575
150730
SH
SOLE
150730
0
0
FIFTH THIRD BANCORP
COMMON STOCK NPV
316773100
7250
401667
SH
SOLE
401667
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.
31946M103
1071
5577
SH
SOLE
5577
0
0
FIRST COMMUNITY BANCSHARES
COMMON STOCK USD1.
31983A103
1669
106420
SH
SOLE
106420
0
0
FIRST DEFIANCE FINL CORP
COMMON STOCK USD.01
32006W106
2749
121915
SH
SOLE
121915
0
0
FIRST SOLAR INC
COMMON STOCK USD.001
336433107
541
12094
SH
SOLE
12094
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
841
22517
SH
SOLE
22517
0
0
FIRSTMERIT CORP
COMMON STOCK NPV
337915102
4523
225802
SH
SOLE
225802
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
13880
395100
SH
SOLE
395100
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
6278
405816
SH
SOLE
405816
0
0
FORESTAR GROUP INC
COMMON STOCK USD1.
346233109
692
34497
SH
SOLE
34497
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
473
4580
SH
SOLE
4580
0
0
FRANCESCAS HOLDINGS CORP
COMMON STOCK USD.01
351793104
930
33477
SH
SOLE
33477
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
4625
34000
SH
SOLE
34000
0
0
FREEPORT MCMORAN COPPER W/I
COMMON STOCK USD.1
35671D857
16189
586343
SH
SOLE
586343
0
0
FURIEX PHARMACEUTICALS
COMMON STOCK USD.001
36106P101
816
23961
SH
SOLE
23961
0
0
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
5896
140286
SH
SOLE
140286
0
0
GANNETT CO
COMMON STOCK USD1.
364730101
12627
516238
SH
SOLE
516238
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
2867
68707
SH
SOLE
68707
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
4058
109639
SH
SOLE
109639
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
24274
309895
SH
SOLE
309895
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
28480
1228110
SH
SOLE
1228110
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
2964
61073
SH
SOLE
61073
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
7175
215397
SH
SOLE
215397
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL16
37045V118
4696
195646
SH
SOLE
195646
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
3511
214766
SH
SOLE
214766
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
15
880
SH
SOLE
0
0
880
GENESCO INC
COMMON STOCK USD1.
371532102
6232
93023
SH
SOLE
93023
0
0
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
1555
22516
SH
SOLE
22516
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
2887
56372
SH
SOLE
56372
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
6528
43159
SH
SOLE
43159
0
0
GOOGLE INC CL A
COMMON STOCK USD.001
38259P508
20329
23091
SH
SOLE
23091
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
3614
143290
SH
SOLE
143290
0
0
GREATBATCH INC
COMMON STOCK USD.001
39153L106
962
29339
SH
SOLE
29339
0
0
GREEN MOUNTAIN COFFEE ROASTE
COMMON STOCK USD.1
393122106
776
10341
SH
SOLE
10341
0
0
GREEN PLAINS RENEWABLE ENERG
COMMON STOCK USD.001
393222104
411
30890
SH
SOLE
30890
0
0
GREENBRIER COMPANIES INC
COMMON STOCK NPV
393657101
2380
97680
SH
SOLE
97680
0
0
GREIF INC CL A
COMMON STOCK NPV
397624107
8774
166579
SH
SOLE
166579
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
1272
30500
SH
SOLE
30500
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
1102
21424
SH
SOLE
21424
0
0
HANGER INC
COMMON STOCK USD.01
41043F208
1408
44505
SH
SOLE
44505
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
4872
98921
SH
SOLE
98921
0
0
HARRIS TEETER SUPERMARKETS
COMMON STOCK NPV
414585109
2438
52023
SH
SOLE
52023
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
1698
47090
SH
SOLE
47090
0
0
HEALTHSOUTH CORP W/D
COMMON STOCK USD.01
421924309
1595
55394
SH
SOLE
55394
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
11323
181319
SH
SOLE
181319
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
185
1930
SH
SOLE
1930
0
0
HERBALIFE LTD
COMMON STOCK USD.002
G4412G101
4577
101400
SH
SOLE
101400
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
1963
29522
SH
SOLE
29522
0
0
HEWLETT PACKARD CO
COMMON STOCK USD.01
428236103
22059
889465
SH
SOLE
889465
0
0
HI TECH PHARMACAL CO INC
COMMON STOCK USD.01
42840B101
3273
98586
SH
SOLE
98586
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
6278
146753
SH
SOLE
146753
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
5047
65144
SH
SOLE
65144
0
0
HOMESTREET INC
COMMON STOCK
43785V102
2032
94751
SH
SOLE
94751
0
0
HSN INC
COMMON STOCK USD.01
404303109
4656
86669
SH
SOLE
86669
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
41078
486822
SH
SOLE
486822
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
11013
194982
SH
SOLE
194982
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
2946
177919
SH
SOLE
177919
0
0
HUTCHINSON TECHNOLOGY
SR UNSECURED 01/26 8.5
448407AG1
1875
2000000
SH
SOLE
2000000
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
9994
210144
SH
SOLE
210144
0
0
ICONIX BRAND GROUP INC
COMMON STOCK USD.001
451055107
10928
371585
SH
SOLE
371585
0
0
INFOSYS LTD SP ADR
ADR
456788108
32416
786990
SH
SOLE
786990
0
0
INFOSYS LTD SP ADR
ADR
456788108
110435
2681108
SH
SOLE
0
0
2681108
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
416
7487
SH
SOLE
7487
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
3152
48029
SH
SOLE
48029
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
8505
351169
SH
SOLE
351169
0
0
INTERCONTINENTALEXCHANGE INC
COMMON STOCK USD.01
45865V100
114
641
SH
SOLE
641
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
2745
61487
SH
SOLE
61487
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.
460146103
3269
73785
SH
SOLE
73785
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
9804
51301
SH
SOLE
51301
0
0
INTL SHIPHOLDING CORP
COMMON STOCK USD1.
460321201
504
21591
SH
SOLE
21591
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
1329
41800
SH
SOLE
41800
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ISHARES MSCI BRAZIL CAPPED E
464286400
345
7862
SH
SOLE
7862
0
0
ISHARES MSCI CHILE CAPPED ETF
ISHARES MSCI CHILE CAPPED ET
464286640
904
16815
SH
SOLE
16815
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
246048
4288050
SH
SOLE
4288050
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
50894
1319535
SH
SOLE
1319535
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
93707
2429532
SH
SOLE
0
0
2429532
ISHARES MSCI INDONESIA ETF
ISHARES MSCI INDONESIA ETF
46429B309
204
6534
SH
SOLE
6534
0
0
ISHARES MSCI MALAYSIA ETF
ISHARES MSCI MALAYSIA ETF
464286830
608
39114
SH
SOLE
39114
0
0
ISHARES MSCI MEXICO CAPPED ETF
ISHARES MSCI MEXICO CAPPED
464286822
298
4576
SH
SOLE
4576
0
0
ISHARES MSCI POLAND CAPPED ETF
ISHARES MSCI POLAND CAPPED E
46429B606
2085
85737
SH
SOLE
85737
0
0
ISHARES MSCI SOUTH KOREA CAPPE
ISHARES MSCI SOUTH KOREA CAP
464286772
6389
120086
SH
SOLE
120086
0
0
ISHARES MSCI TAIWAN ETF
ISHARES MSCI TAIWAN ETF
464286731
2696
202716
SH
SOLE
202716
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
9785
230187
SH
SOLE
230187
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
4840
237509
SH
SOLE
237509
0
0
JARDEN CORP
COMMON STOCK USD.01
471109108
6513
148860
SH
SOLE
148860
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
7427
108058
SH
SOLE
108058
0
0
JINKOSOLAR HOLDING CO LT
SR UNSECURED 144A 05/16 4.
47759TAA8
599
1000000
SH
SOLE
1000000
0
0
JM SMUCKER CO/THE
COMMON STOCK NPV
832696405
2625
25448
SH
SOLE
25448
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
36495
425050
SH
SOLE
425050
0
0
JOHNSON CONTROLS INC
COMMON STOCK USD.01388
478366107
1182
33035
SH
SOLE
33035
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
12349
135490
SH
SOLE
135490
0
0
JOY GLOBAL INC
COMMON STOCK USD1.
481165108
2397
49402
SH
SOLE
49402
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.
46625H100
50640
959273
SH
SOLE
959273
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
640
33140
SH
SOLE
33140
0
0
KAPSTONE PAPER AND PACKAGING
COMMON STOCK USD.0001
48562P103
478
11901
SH
SOLE
11901
0
0
KBR INC
COMMON STOCK USD.001
48242W106
1204
37049
SH
SOLE
37049
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.
488152208
1674
95806
SH
SOLE
95806
0
0
KENNAMETAL INC
COMMON STOCK USD1.25
489170100
20125
518276
SH
SOLE
518276
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
3757
38679
SH
SOLE
38679
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1976
92219
SH
SOLE
92219
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
2058
156771
SH
SOLE
156771
0
0
KLA TENCOR CORPORATION
COMMON STOCK USD.001
482480100
11180
200618
SH
SOLE
200618
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
28980
573739
SH
SOLE
573739
0
0
KRAFT FOODS GROUP INC
COMMON STOCK
50076Q106
20643
369486
SH
SOLE
369486
0
0
KROGER CO
COMMON STOCK USD1.
501044101
7068
204626
SH
SOLE
204626
0
0
KULICKE + SOFFA INDUSTRIES
COMMON STOCK NPV
501242101
1380
124742
SH
SOLE
124742
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
5498
64129
SH
SOLE
64129
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
1613
79568
SH
SOLE
79568
0
0
LAKELAND FINANCIAL CORP
COMMON STOCK NPV
511656100
1047
37738
SH
SOLE
37738
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
5099
114995
SH
SOLE
114995
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
610
11523
SH
SOLE
11523
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
3395
137447
SH
SOLE
137447
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
683
134684
SH
SOLE
134684
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
5249
86822
SH
SOLE
86822
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
187
7126
SH
SOLE
7126
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
12079
573022
SH
SOLE
573022
0
0
LIBERTY INTERACTIVE CORP A
COMMON STOCK USD.01
53071M104
5051
219500
SH
SOLE
219500
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK NPV
533900106
5150
89923
SH
SOLE
89923
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
526
14283
SH
SOLE
14283
0
0
LITHIA MOTORS INC CL A
COMMON STOCK NPV
536797103
411
7715
SH
SOLE
7715
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
2319
31076
SH
SOLE
31076
0
0
LORILLARD INC
COMMON STOCK USD.01
544147101
13144
300926
SH
SOLE
300926
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.
546347105
1072
72504
SH
SOLE
72504
0
0
LSB INDUSTRIES INC
COMMON STOCK USD.1
502160104
1437
47252
SH
SOLE
47252
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK
N53745100
7107
107254
SH
SOLE
107254
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
1373
59810
SH
SOLE
59810
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
29670
618124
SH
SOLE
618124
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
2229
28889
SH
SOLE
28889
0
0
MANITOWOC COMPANY INC
COMMON STOCK USD.01
563571108
613
34239
SH
SOLE
34239
0
0
MANNING + NAPIER INC
COMMON STOCK USD.01
56382Q102
2676
150686
SH
SOLE
150686
0
0
MANNKIND CORP
SR UNSECURED 12/13 3.75
56400PAA0
605
625000
SH
SOLE
625000
0
0
MANNKIND CORP
SR UNSECURED 12/13 3.75
56400PAA0
363
375000
SH
SOLE
0
0
375000
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
3275
3005000
SH
SOLE
3005000
0
0
MANNKIND CORP
SR UNSECURED 08/15 5.75
56400PAC6
2916
2675000
SH
SOLE
0
0
2675000
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
5200
73183
SH
SOLE
73183
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
3574
76455
SH
SOLE
76455
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
8508
196769
SH
SOLE
196769
0
0
MARSH + MCLENNAN COS
COMMON STOCK USD1.
571748102
383
9604
SH
SOLE
9604
0
0
MARVELL TECHNOLOGY GROUP LTD
COMMON STOCK USD.002
G5876H105
3165
270321
SH
SOLE
270321
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
1520
2646
SH
SOLE
2646
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
24247
244921
SH
SOLE
244921
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
2911
25426
SH
SOLE
25426
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
354
24731
SH
SOLE
24731
0
0
MEDTRONIC INC
COMMON STOCK USD.1
585055106
25238
490351
SH
SOLE
490351
0
0
MELCO CROWN ENTERTAINME ADR
ADR USD.01
585464100
671
30000
SH
SOLE
30000
0
0
MENTOR GRAPHICS CORP
COMMON STOCK NPV
587200106
9886
505685
SH
SOLE
505685
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
65198
1403625
SH
SOLE
1403625
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
26308
574911
SH
SOLE
574911
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
370
9922
SH
SOLE
9922
0
0
MICROSOFT CORP
COMMON STOCK USD.006.25
594918104
72456
2098360
SH
SOLE
2098360
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
2413
50426
SH
SOLE
50426
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
1971
116886
SH
SOLE
116886
0
0
MONDELEZ INTERNATIONAL INC
COMMON STOCK NPV
609207105
1975
69217
SH
SOLE
69217
0
0
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
60935Y208
1077
47529
SH
SOLE
47529
0
0
MONTPELIER RE HOLDINGS LTD
COMMON STOCK USD.001666
G62185106
3447
137814
SH
SOLE
137814
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
562
23001
SH
SOLE
23001
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
14082
261697
SH
SOLE
261697
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
5411
88869
SH
SOLE
88869
0
0
MYLAN INC
COMMON STOCK USD.5
628530107
4859
156595
SH
SOLE
156595
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F103
2338
152683
SH
SOLE
152683
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
22910
332504
SH
SOLE
332504
0
0
NATIONSTAR MORTGAGE HOLDINGS
COMMON STOCK USD.01
63861C109
5098
136167
SH
SOLE
136167
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
8211
295770
SH
SOLE
295770
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
1593
50150
SH
SOLE
50150
0
0
NETGEAR INC
COMMON STOCK USD.001
64111Q104
1625
53195
SH
SOLE
53195
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
775
57952
SH
SOLE
57952
0
0
NEW YORK TIMES CO A
COMMON STOCK USD.1
650111107
1142
103298
SH
SOLE
103298
0
0
NEWELL RUBBERMAID INC
COMMON STOCK USD1.
651229106
22220
846469
SH
SOLE
846469
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
2116
192572
SH
SOLE
192572
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
2529
31043
SH
SOLE
31043
0
0
NIKE INC CL B
COMMON STOCK NPV
654106103
3954
62091
SH
SOLE
62091
0
0
NOKIA CORP SPON ADR
ADR
654902204
580
155180
SH
SOLE
155180
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.
655844108
14846
204349
SH
SOLE
204349
0
0
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
665531109
2017
151170
SH
SOLE
151170
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
10123
122254
SH
SOLE
122254
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
20811
779442
SH
SOLE
779442
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
434
7100
SH
SOLE
7100
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
9991
230631
SH
SOLE
230631
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
428
30536
SH
SOLE
30536
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
4012
35625
SH
SOLE
35625
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
637
16396
SH
SOLE
16396
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
28489
319273
SH
SOLE
319273
0
0
OCWEN FINANCIAL CORP
COMMON STOCK USD.01
675746309
4357
105693
SH
SOLE
105693
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
2668
28798
SH
SOLE
28798
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
5713
184185
SH
SOLE
184185
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
943
105000
SH
SOLE
105000
0
0
OMNICARE INC
COMMON STOCK USD1.
681904108
6575
137819
SH
SOLE
137819
0
0
OMNIVISION TECHNOLOGIES INC
COMMON STOCK USD.001
682128103
2193
117583
SH
SOLE
117583
0
0
OPENTABLE INC
COMMON STOCK USD.0001
68372A104
1497
23416
SH
SOLE
23416
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
63773
2075930
SH
SOLE
2075930
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
11900
313417
SH
SOLE
313417
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
2768
99600
SH
SOLE
99600
0
0
P G + E CORP
COMMON STOCK NPV
69331C108
2298
50247
SH
SOLE
50247
0
0
PACCAR INC
COMMON STOCK USD1.
693718108
506
9425
SH
SOLE
9425
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
2480
53986
SH
SOLE
53986
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
24062
252220
SH
SOLE
252220
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
2744
141790
SH
SOLE
141790
0
0
PDL BIOPHARMA INC
COMMON STOCK USD.01
69329Y104
3517
455531
SH
SOLE
455531
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
3777
146130
SH
SOLE
146130
0
0
PENNANTPARK INVESTMENT CORP
COMMON STOCK USD.001
708062104
892
80722
SH
SOLE
80722
0
0
PENNYMAC MORTGAGE INVESTMENT
REIT USD.01
70931T103
4243
201567
SH
SOLE
201567
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
30362
371222
SH
SOLE
371222
0
0
PETMED EXPRESS INC
COMMON STOCK USD.001
716382106
1086
86229
SH
SOLE
86229
0
0
PETROCHINA CO LTD ADR
ADR
71646E100
964
8713
SH
SOLE
8713
0
0
PFIZER INC W/D
COMMON STOCK USD.05
717081103
75016
2678175
SH
SOLE
2678175
0
0
PHARMACYCLICS INC
COMMON STOCK USD.0001
716933106
414
5206
SH
SOLE
5206
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK NPV
718172109
35094
405153
SH
SOLE
405153
0
0
PHILLIPS 66
COMMON STOCK
718546104
683
11600
SH
SOLE
11600
0
0
PHOTOMEDEX INC
COMMON STOCK USD.01
719358301
1991
124912
SH
SOLE
124912
0
0
PIER 1 IMPORTS INC
COMMON STOCK USD.001
720279108
1807
76906
SH
SOLE
76906
0
0
PIKE ELECTRIC CORP
COMMON STOCK USD.001
721283109
2084
169462
SH
SOLE
169462
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
2243
150154
SH
SOLE
150154
0
0
PLANTRONICS INC
COMMON STOCK USD.01
727493108
2214
50404
SH
SOLE
50404
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
1244
41629
SH
SOLE
41629
0
0
PORTFOLIO RECOVERY ASSOCIATE
COMMON STOCK USD.01
73640Q105
4486
29203
SH
SOLE
29203
0
0
POSCO ADR
ADR
693483109
39195
602253
SH
SOLE
602253
0
0
POSCO ADR
ADR
693483109
85030
1306551
SH
SOLE
0
0
1306551
POST PROPERTIES INC
REIT USD.01
737464107
3927
79354
SH
SOLE
79354
0
0
POWELL INDUSTRIES INC
COMMON STOCK USD.01
739128106
838
16227
SH
SOLE
16227
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
2384
16284
SH
SOLE
16284
0
0
PPL CORPORATION
COMMON STOCK USD.01
69351T106
3089
102093
SH
SOLE
102093
0
0
PRICELINE.COM INC
COMMON STOCK USD.008
741503403
4549
5500
SH
SOLE
5500
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
1677
44787
SH
SOLE
44787
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
4937
64126
SH
SOLE
64126
0
0
PROSPECT CAPITAL CORP
COMMON STOCK USD.001
74348T102
7168
663742
SH
SOLE
663742
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
7632
147370
SH
SOLE
147370
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
628
8596
SH
SOLE
8596
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK NPV
744573106
13411
410614
SH
SOLE
410614
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
4847
31614
SH
SOLE
31614
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
3231
170325
SH
SOLE
170325
0
0
PVH CORP
COMMON STOCK USD1.
693656100
908
7263
SH
SOLE
7263
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
1201
49828
SH
SOLE
49828
0
0
QUALITY SYSTEMS INC
COMMON STOCK USD.01
747582104
981
52431
SH
SOLE
52431
0
0
QUESTCOR PHARMACEUTICALS
COMMON STOCK NPV
74835Y101
2778
61100
SH
SOLE
61100
0
0
RACKSPACE HOSTING INC
COMMON STOCK USD.001
750086100
2807
74088
SH
SOLE
74088
0
0
RAYONIER INC
REIT NPV
754907103
4455
80430
SH
SOLE
80430
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
21877
330873
SH
SOLE
330873
0
0
REALTY INCOME CORP
REIT USD1.
756109104
238
5682
SH
SOLE
5682
0
0
REDWOOD TRUST INC
REIT USD.01
758075402
828
48700
SH
SOLE
48700
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
855
13192
SH
SOLE
13192
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
5453
78905
SH
SOLE
78905
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK NPV
759509102
5953
90807
SH
SOLE
90807
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.
G7496G103
2368
27281
SH
SOLE
27281
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
1242
87298
SH
SOLE
87298
0
0
REPUBLIC AIRWAYS HOLDINGS IN
COMMON STOCK USD.001
760276105
2372
209343
SH
SOLE
209343
0
0
REYNOLDS AMERICAN INC
COMMON STOCK USD.0001
761713106
1945
40207
SH
SOLE
40207
0
0
RIVERBED TECHNOLOGY INC
COMMON STOCK USD.0001
768573107
1885
121135
SH
SOLE
121135
0
0
RLJ LODGING TRUST
REIT
74965L101
3035
134971
SH
SOLE
134971
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
859
13548
SH
SOLE
13548
0
0
ROSETTA RESOURCES INC
COMMON STOCK USD.001
777779307
842
19792
SH
SOLE
19792
0
0
ROUNDY S INC
COMMON STOCK USD.01
779268101
2387
286557
SH
SOLE
286557
0
0
ROVI CORP
COMMON STOCK USD.001
779376102
1638
71710
SH
SOLE
71710
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
1826
108719
SH
SOLE
108719
0
0
RUBICON TECHNOLOGY INC
COMMON STOCK USD.001
78112T107
813
101534
SH
SOLE
101534
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
655
58519
SH
SOLE
58519
0
0
SAFEWAY INC
COMMON STOCK USD.01
786514208
7035
297326
SH
SOLE
297326
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.
800013104
3535
53224
SH
SOLE
53224
0
0
SAPPI LTD SPONSORED ADR
ADR
803069202
327
133325
SH
SOLE
133325
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
4557
61483
SH
SOLE
61483
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
47171
658260
SH
SOLE
658260
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
2966
66163
SH
SOLE
66163
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
2535
105859
SH
SOLE
105859
0
0
SELECT COMFORT CORPORATION
COMMON STOCK USD.01
81616X103
1462
58359
SH
SOLE
58359
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1709
60931
SH
SOLE
60931
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
2061
251339
SH
SOLE
251339
0
0
SEMPRA ENERGY
COMMON STOCK NPV
816851109
1914
23411
SH
SOLE
23411
0
0
SHINHAN FINANCIAL GROUP ADR
ADR
824596100
1751
53839
SH
SOLE
53839
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
2387
99409
SH
SOLE
99409
0
0
SIGNET JEWELERS LTD
COMMON STOCK USD.18
G81276100
4023
59661
SH
SOLE
59661
0
0
SILGAN HOLDINGS INC
COMMON STOCK USD.01
827048109
479
10200
SH
SOLE
10200
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
3391
21476
SH
SOLE
21476
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
517
17594
SH
SOLE
17594
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
7752
354145
SH
SOLE
354145
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
2934
33271
SH
SOLE
33271
0
0
SMITHFIELD FOODS INC
COMMON STOCK USD.5
832248108
1323
40400
SH
SOLE
40400
0
0
SOHU.COM INC
COMMON STOCK USD.001
83408W103
468
7600
SH
SOLE
7600
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
2336
52930
SH
SOLE
52930
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
4002
310454
SH
SOLE
310454
0
0
SPDR S+P 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
11714
73206
SH
SOLE
73206
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860F109
4672
263653
SH
SOLE
263653
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
12886
282400
SH
SOLE
282400
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
2664
167951
SH
SOLE
167951
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
867
13233
SH
SOLE
13233
0
0
STARWOOD PROPERTY TRUST INC
REIT USD.01
85571B105
6082
245734
SH
SOLE
245734
0
0
STATE STREET CORP
COMMON STOCK USD1.
857477103
4049
62092
SH
SOLE
62092
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
4669
313141
SH
SOLE
313141
0
0
STERIS CORP
COMMON STOCK NPV
859152100
1812
42249
SH
SOLE
42249
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
1921
73365
SH
SOLE
73365
0
0
STONE ENERGY CORP
COMMON STOCK USD.01
861642106
2530
114849
SH
SOLE
114849
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
5365
169931
SH
SOLE
169931
0
0
SUSQUEHANNA BANCSHARES INC
COMMON STOCK USD2.
869099101
1833
142684
SH
SOLE
142684
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
1751
77939
SH
SOLE
77939
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
5696
134732
SH
SOLE
134732
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
6088
170296
SH
SOLE
170296
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
1141
15600
SH
SOLE
15600
0
0
T.G.C. INDUSTRIES INC
COMMON STOCK USD.01
872417308
422
51300
SH
SOLE
51300
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
4556
248663
SH
SOLE
248663
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
23261
337807
SH
SOLE
337807
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
730
15500
SH
SOLE
15500
0
0
TECK RESOURCES LTD CLS B
COMMON STOCK NPV
878742204
19916
931949
SH
SOLE
931949
0
0
TELLABS INC
COMMON STOCK USD.01
879664100
10971
5540772
SH
SOLE
5540772
0
0
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
88023U101
6543
149039
SH
SOLE
149039
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
3601
204955
SH
SOLE
204955
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
50907
2249533
SH
SOLE
2249533
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
121228
5356970
SH
SOLE
0
0
5356970
TESORO CORP
COMMON STOCK USD.167
881609101
6698
128026
SH
SOLE
128026
0
0
TESSCO TECHNOLOGIES INC
COMMON STOCK USD.01
872386107
2573
97445
SH
SOLE
97445
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
7028
298930
SH
SOLE
298930
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
1136
32572
SH
SOLE
32572
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
14715
564866
SH
SOLE
564866
0
0
TIBCO SOFTWARE INC
COMMON STOCK USD.001
88632Q103
2696
126000
SH
SOLE
126000
0
0
TIFFANY + CO
COMMON STOCK USD.01
886547108
29370
403208
SH
SOLE
403208
0
0
TIME WARNER CABLE
COMMON STOCK USD.01
88732J207
18347
163114
SH
SOLE
163114
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
2119
36644
SH
SOLE
36644
0
0
TIMKEN CO
COMMON STOCK NPV
887389104
5220
92747
SH
SOLE
92747
0
0
TORCHMARK CORP
COMMON STOCK USD1.
891027104
384
5900
SH
SOLE
5900
0
0
TOWERS WATSON + CO CL A
COMMON STOCK USD.01
891894107
4043
49344
SH
SOLE
49344
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
589
3759
SH
SOLE
3759
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
6101
76340
SH
SOLE
76340
0
0
TRIMAS CORP
COMMON STOCK USD.01
896215209
850
22803
SH
SOLE
22803
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD1.
896522109
4566
118788
SH
SOLE
118788
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
3826
48335
SH
SOLE
48335
0
0
TUPPERWARE BRANDS CORP
COMMON STOCK USD.01
899896104
6967
89674
SH
SOLE
89674
0
0
TUTOR PERINI CORP
COMMON STOCK USD1.
901109108
451
24937
SH
SOLE
24937
0
0
TW TELECOM INC
COMMON STOCK USD.01
87311L104
4977
176858
SH
SOLE
176858
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
13854
539480
SH
SOLE
539480
0
0
UGI CORP
COMMON STOCK NPV
902681105
7588
194013
SH
SOLE
194013
0
0
ULTRA PETROLEUM CORP
COMMON STOCK NPV
903914109
10796
544725
SH
SOLE
544725
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK NPV
904214103
6050
403045
SH
SOLE
403045
0
0
UNILEVER PLC SPONSORED ADR
ADR
904767704
3383
83636
SH
SOLE
83636
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
4476
29012
SH
SOLE
29012
0
0
UNISYS CORP
COMMON STOCK USD.01
909214306
1250
56632
SH
SOLE
56632
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
6071
142575
SH
SOLE
142575
0
0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
910340108
1586
63863
SH
SOLE
63863
0
0
UNITED STATIONERS INC
COMMON STOCK USD.1
913004107
543
16170
SH
SOLE
16170
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
13162
199966
SH
SOLE
199966
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
1478
22570
SH
SOLE
22570
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
2688
40138
SH
SOLE
40138
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
6631
225767
SH
SOLE
225767
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
652
16200
SH
SOLE
16200
0
0
URS CORP
COMMON STOCK USD.01
903236107
13016
275651
SH
SOLE
275651
0
0
US BANCORP
COMMON STOCK USD.01
902973304
26999
746855
SH
SOLE
746855
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
4553
277277
SH
SOLE
277277
0
0
US CONCRETE INC
SR SECURED 08/15 9.5
90333LAF9
13
8000
SH
SOLE
8000
0
0
USEC INC
SR UNSECURED 10/14 3.
90333EAC2
2871
13671000
SH
SOLE
13671000
0
0
USEC INC
SR UNSECURED 10/14 3.
90333EAC2
1008
4800000
SH
SOLE
0
0
4800000
VALASSIS COMMUNICATIONS INC
COMMON STOCK USD.01
918866104
2817
114558
SH
SOLE
114558
0
0
VALE SA SP PREF ADR
ADR NPV
91912E204
1165
95780
SH
SOLE
95780
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
15729
452379
SH
SOLE
452379
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
5147
142508
SH
SOLE
142508
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.
920253101
3513
24549
SH
SOLE
24549
0
0
VALSPAR CORP
COMMON STOCK USD.5
920355104
1360
21031
SH
SOLE
21031
0
0
VALUECLICK INC
COMMON STOCK USD.001
92046N102
5292
214410
SH
SOLE
214410
0
0
VERA BRADLEY INC
COMMON STOCK
92335C106
1448
66832
SH
SOLE
66832
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
7122
141484
SH
SOLE
141484
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
4172
52232
SH
SOLE
52232
0
0
VF CORP
COMMON STOCK NPV
918204108
662
3429
SH
SOLE
3429
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
16829
247303
SH
SOLE
247303
0
0
VITAMIN SHOPPE INC
COMMON STOCK USD.01
92849E101
421
9380
SH
SOLE
9380
0
0
VODAFONE GROUP PLC SP ADR
ADR
92857W209
2326
80916
SH
SOLE
80916
0
0
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
91829F104
1595
130000
SH
SOLE
130000
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
1919
188496
SH
SOLE
188496
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
672
9003
SH
SOLE
9003
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
5305
99286
SH
SOLE
99286
0
0
WADDELL + REED FINANCIAL A
COMMON STOCK USD.01
930059100
7178
165011
SH
SOLE
165011
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
14375
192975
SH
SOLE
192975
0
0
WALGREEN CO
COMMON STOCK USD.078125
931422109
2631
59515
SH
SOLE
59515
0
0
WALKER + DUNLOP INC
COMMON STOCK
93148P102
890
50884
SH
SOLE
50884
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
13660
216313
SH
SOLE
216313
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.
938824109
1604
84969
SH
SOLE
84969
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
1098
42891
SH
SOLE
42891
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
3396
115636
SH
SOLE
115636
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
10219
397936
SH
SOLE
397936
0
0
WELLPOINT INC
COMMON STOCK USD.01
94973V107
7081
86521
SH
SOLE
86521
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
57413
1391165
SH
SOLE
1391165
0
0
WESCO INTERNATIONAL INC
COMMON STOCK USD.01
95082P105
5893
86709
SH
SOLE
86709
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
23206
373741
SH
SOLE
373741
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
1059
37740
SH
SOLE
37740
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
1881
109932
SH
SOLE
109932
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
606
5300
SH
SOLE
5300
0
0
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.
968223206
3488
87000
SH
SOLE
87000
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
7663
133894
SH
SOLE
133894
0
0
WYNN RESORTS LTD
COMMON STOCK USD.01
983134107
11070
86481
SH
SOLE
86481
0
0
XEROX CORP
COMMON STOCK USD1.
984121103
3185
351171
SH
SOLE
351171
0
0
XL GROUP PLC
COMMON STOCK USD.01
G98290102
1790
59037
SH
SOLE
59037
0
0
YANZHOU COAL MINING SP ADR
ADR CNY1.
984846105
390
54921
SH
SOLE
54921
0
0
ZAGG INC
COMMON STOCK USD.001
98884U108
772
144271
SH
SOLE
144271
0
0
ZIMMER HOLDINGS INC
COMMON STOCK USD.01
98956P102
882
11767
SH
SOLE
11767
0
0
ZIONS BANCORPORATION
COMMON STOCK NPV
989701107
15093
522626
SH
SOLE
522626
0
0