0001140361-16-074244.txt : 20160802
0001140361-16-074244.hdr.sgml : 20160802
20160802093321
ACCESSION NUMBER: 0001140361-16-074244
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160802
DATE AS OF CHANGE: 20160802
EFFECTIVENESS DATE: 20160802
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: 161799176
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
DATE OF NAME CHANGE: 20090126
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
06-30-2016
06-30-2016
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F COMBINATION REPORT
028-05977
0000721204
028-01190
RUSSELL FRANK CO/
N
John Macedo
Chief Administrative Officer
302-477-6076
/s/ John Macedo
Wilmington
DE
07-28-2016
0
665
4489921
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COMMON STOCK USD.01
88579Y101
11529
65832
SH
SOLE
65832
0
0
AARON S INC
COMMON STOCK USD.5
002535300
369
16865
SH
SOLE
16865
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
6211
100324
SH
SOLE
100324
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
995
9105
SH
SOLE
9105
0
0
ACCELERON PHARMA INC
COMMON STOCK USD.001
00434H108
590
17350
SH
SOLE
17350
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
4246
37481
SH
SOLE
37481
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
736
28858
SH
SOLE
28858
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
1135
11849
SH
SOLE
11849
0
0
AECOM
COMMON STOCK USD.01
00766T100
10172
320182
SH
SOLE
320182
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
3984
28304
SH
SOLE
28304
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
1190
16487
SH
SOLE
16487
0
0
AGL RESOURCES INC
COMMON STOCK USD5.0
001204106
310
4700
SH
SOLE
4700
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
684
14181
SH
SOLE
14181
0
0
ALAMO GROUP INC
COMMON STOCK USD.1
011311107
673
10195
SH
SOLE
10195
0
0
ALARM.COM HOLDINGS INC
COMMON STOCK
011642105
696
27150
SH
SOLE
27150
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
4266
73186
SH
SOLE
73186
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
178
2242
SH
SOLE
2242
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
2571
24831
SH
SOLE
24831
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
228
2827
SH
SOLE
2827
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
19656
85058
SH
SOLE
85058
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
4681
165818
SH
SOLE
165818
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
7671
10904
SH
SOLE
10904
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
45676
65996
SH
SOLE
65996
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
11977
173687
SH
SOLE
173687
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
809
33838
SH
SOLE
33348
0
490
AMAZON.COM INC
COMMON STOCK USD.01
023135106
37317
52147
SH
SOLE
52147
0
0
AMBARELLA INC
COMMON STOCK USD.00045
G037AX101
1637
32221
SH
SOLE
32221
0
0
AMBEV SA ADR
ADR
02319V103
1086
183816
SH
SOLE
183816
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
2120
35082
SH
SOLE
35082
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2942
50970
SH
SOLE
50970
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
8501
300282
SH
SOLE
274294
0
25988
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
5163
73656
SH
SOLE
73656
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
21259
401952
SH
SOLE
401952
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
1972
45002
SH
SOLE
45002
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
16671
146743
SH
SOLE
146743
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
2047
22785
SH
SOLE
22785
0
0
AMERISAFE INC
COMMON STOCK USD.01
03071H100
847
13833
SH
SOLE
13833
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
4582
57762
SH
SOLE
57762
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
12957
85157
SH
SOLE
85157
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
1942
48597
SH
SOLE
48597
0
0
AMSURG CORP
COMMON STOCK
03232P405
2137
27558
SH
SOLE
27558
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
3381
138007
SH
SOLE
138007
0
0
ANGIODYNAMICS INC
COMMON STOCK USD.01
03475V101
762
53032
SH
SOLE
53032
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
623
34482
SH
SOLE
34482
0
0
ANI PHARMACEUTICALS INC
COMMON STOCK USD.0001
00182C103
444
7955
SH
SOLE
7955
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
2308
43017
SH
SOLE
43017
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
5594
42592
SH
SOLE
42592
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
1370
85250
SH
SOLE
85250
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
53566
560312
SH
SOLE
560312
0
0
APPLIED GENETIC TECHNOLOGIES
COMMON STOCK USD.001
03820J100
516
36509
SH
SOLE
36509
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
2748
65869
SH
SOLE
65869
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
3926
187315
SH
SOLE
187315
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.
042735100
9889
159759
SH
SOLE
159759
0
0
ARTHUR J GALLAGHER + CO
COMMON STOCK USD1.
363576109
3465
72800
SH
SOLE
72800
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
4517
97389
SH
SOLE
97389
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
10469
260162
SH
SOLE
260162
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
2396
94431
SH
SOLE
94431
0
0
ASTORIA FINANCIAL CORP
COMMON STOCK USD.01
046265104
287
18700
SH
SOLE
18700
0
0
ASTRONICS CORP
COMMON STOCK USD.01
046433108
908
27291
SH
SOLE
27291
0
0
AT+T INC
COMMON STOCK USD1.
00206R102
19778
457718
SH
SOLE
457718
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
880
2000000
SH
SOLE
2000000
0
0
ATLAS AIR WORLDWIDE HOLDINGS
COMMON STOCK USD.01
049164205
361
8708
SH
SOLE
8708
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
8464
10662
SH
SOLE
10662
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
13197
73158
SH
SOLE
73158
0
0
AVG TECHNOLOGIES
COMMON STOCK EUR.01
N07831105
1061
55857
SH
SOLE
55857
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
806
25000
SH
SOLE
25000
0
0
AXIALL CORP
COMMON STOCK USD.01
05463D100
1092
33500
SH
SOLE
33500
0
0
BANCO MACRO SA ADR
ADR
05961W105
21736
292865
SH
SOLE
148649
0
144216
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
3391
255553
SH
SOLE
255553
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.
075887109
7685
45313
SH
SOLE
45313
0
0
BED BATH + BEYOND INC
COMMON STOCK USD.01
075896100
4154
96123
SH
SOLE
96123
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
16719
115469
SH
SOLE
115469
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
6438
210399
SH
SOLE
210399
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2389
47669
SH
SOLE
47669
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
2292
9479
SH
SOLE
9479
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
349
8749
SH
SOLE
8749
0
0
BOEING CO/THE
COMMON STOCK USD5.
097023105
6833
52617
SH
SOLE
52617
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
1322
10025
SH
SOLE
10025
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1914
42042
SH
SOLE
42042
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
3311
50789
SH
SOLE
50789
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
9551
210755
SH
SOLE
210755
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
1891
31978
SH
SOLE
31978
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
1634
22000
SH
SOLE
22000
0
0
CA INC
COMMON STOCK USD.1
12673P105
1251
38092
SH
SOLE
38092
0
0
CABOT CORP
COMMON STOCK USD1.
127055101
1765
38656
SH
SOLE
38656
0
0
CABOT MICROELECTRONICS CORP
COMMON STOCK USD.001
12709P103
318
7513
SH
SOLE
7513
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
1909
78574
SH
SOLE
78574
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
347
46205
SH
SOLE
46205
0
0
CAL MAINE FOODS INC
COMMON STOCK USD.01
128030202
541
12205
SH
SOLE
12205
0
0
CALATLANTIC GROUP INC
COMMON STOCK USD.01
128195104
724
19716
SH
SOLE
19716
0
0
CALERES INC
COMMON STOCK USD.01
129500104
1100
45445
SH
SOLE
45445
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
2042
138448
SH
SOLE
138448
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
1052
20341
SH
SOLE
20341
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
3400
51111
SH
SOLE
51111
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
901
13116
SH
SOLE
13116
0
0
CAPITAL BANK FINANCIAL CL A
COMMON STOCK
139794101
1227
42607
SH
SOLE
42607
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
19461
306421
SH
SOLE
306421
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
1767
22655
SH
SOLE
22655
0
0
CARLISLE COS INC
COMMON STOCK USD1.
142339100
4565
43200
SH
SOLE
43200
0
0
CARMIKE CINEMAS INC
COMMON STOCK USD.03
143436400
322
10698
SH
SOLE
10698
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
1732
39185
SH
SOLE
39185
0
0
CARRIZO OIL + GAS INC
COMMON STOCK USD.01
144577103
456
12731
SH
SOLE
12731
0
0
CASH AMERICA INTL INC
COMMON STOCK USD.1
14754D100
654
15350
SH
SOLE
15350
0
0
CATERPILLAR INC
COMMON STOCK USD1.
149123101
1634
21551
SH
SOLE
21551
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
87
1560
SH
SOLE
1560
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
1340
33438
SH
SOLE
33438
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
2093
31978
SH
SOLE
31978
0
0
CELATOR PHARMACEUTICALS INC
COMMON STOCK USD.001
15089R102
504
16700
SH
SOLE
16700
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
16077
163008
SH
SOLE
163008
0
0
CEMEX SAB SPONS ADR PART CER
ADR
151290889
22787
3693227
SH
SOLE
1393147
0
2300080
CENTENE CORP
COMMON STOCK USD.001
15135B101
960
13453
SH
SOLE
13453
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
7875
328116
SH
SOLE
328116
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK
154760409
618
26196
SH
SOLE
26196
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
821
250186
SH
SOLE
179050
0
71136
CENTURY ALUMINUM COMPANY
COMMON STOCK USD.01
156431108
912
144032
SH
SOLE
144032
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
916
41662
SH
SOLE
41662
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1312
56416
SH
SOLE
56416
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
16077
153364
SH
SOLE
153364
0
0
CHUBB LTD
COMMON STOCK
H1467J104
14861
113695
SH
SOLE
113695
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
554
29538
SH
SOLE
29538
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
3792
29624
SH
SOLE
29624
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.
172062101
1690
22573
SH
SOLE
22573
0
0
CINTAS CORP
COMMON STOCK
172908105
5700
58084
SH
SOLE
58084
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
4076
105087
SH
SOLE
105087
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
32196
1122212
SH
SOLE
1122212
0
0
CIT GROUP INC
COMMON STOCK USD.01
125581801
5752
180244
SH
SOLE
180244
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
30713
724539
SH
SOLE
724539
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
11386
142169
SH
SOLE
142169
0
0
CLOROX COMPANY
COMMON STOCK USD1.
189054109
983
7100
SH
SOLE
7100
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
20275
447277
SH
SOLE
447277
0
0
COLFAX CORP
COMMON STOCK USD.001
194014106
1419
53610
SH
SOLE
53610
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.
194162103
14592
199338
SH
SOLE
199338
0
0
COLUMBIA PIPELINE GROUP
COMMON STOCK USD.01
198280109
512
20100
SH
SOLE
20100
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
36511
560063
SH
SOLE
560063
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
2252
69147
SH
SOLE
69147
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
1389
82181
SH
SOLE
82181
0
0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
203668108
489
40554
SH
SOLE
40554
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
822
19034
SH
SOLE
19034
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
3079
18613
SH
SOLE
18613
0
0
CONTROL4 CORP
COMMON STOCK USD.0001
21240D107
313
38333
SH
SOLE
38333
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
842
10659
SH
SOLE
10659
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
1148
39782
SH
SOLE
39782
0
0
CORNING INC
COMMON STOCK USD.5
219350105
3696
180454
SH
SOLE
180454
0
0
CORRECTIONS CORP OF AMERICA
REIT USD.01
22025Y407
632
18058
SH
SOLE
18058
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
4286
18227
SH
SOLE
18227
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
1636
9540
SH
SOLE
9540
0
0
CRANE CO
COMMON STOCK USD1.
224399105
3921
69130
SH
SOLE
69130
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.
228368106
6707
132358
SH
SOLE
132358
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
1532
13629
SH
SOLE
13629
0
0
CVENT INC
COMMON STOCK USD.001
23247G109
611
17100
SH
SOLE
17100
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
15035
157042
SH
SOLE
157042
0
0
DANA HOLDING CORP
COMMON STOCK USD.01
235825205
359
33974
SH
SOLE
33974
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370203
2627
145222
SH
SOLE
145222
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
2668
42616
SH
SOLE
42616
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
21263
583666
SH
SOLE
583666
0
0
DELUXE CORP
COMMON STOCK USD1.
248019101
2825
42571
SH
SOLE
42571
0
0
DEMANDWARE INC
COMMON STOCK USD.01
24802Y105
502
6700
SH
SOLE
6700
0
0
DEPOMED INC
COMMON STOCK
249908104
384
19572
SH
SOLE
19572
0
0
DEVRY EDUCATION GROUP INC
COMMON STOCK USD.01
251893103
1349
75620
SH
SOLE
75620
0
0
DIAMOND RESORTS INTERNATIONA
COMMON STOCK USD.01
25272T104
500
16700
SH
SOLE
16700
0
0
DIGITALGLOBE INC
COMMON STOCK USD.001
25389M877
1499
70088
SH
SOLE
70088
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
5747
107244
SH
SOLE
107244
0
0
DISCOVERY COMMUNICATIONS A
COMMON STOCK USD.01
25470F104
1665
66000
SH
SOLE
66000
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
10804
114934
SH
SOLE
114934
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK
25746U109
4577
58727
SH
SOLE
58727
0
0
DOW CHEMICAL CO W/D
COMMON STOCK USD2.5
260543103
10583
212890
SH
SOLE
212890
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1797
57073
SH
SOLE
57073
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
8845
91536
SH
SOLE
91536
0
0
DREAMWORKS ANIMATION SKG A
COMMON STOCK USD.01
26153C103
715
17500
SH
SOLE
17500
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
4308
73721
SH
SOLE
73721
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1220
12304
SH
SOLE
12304
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
646012
9969322
SH
SOLE
9969322
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
4222
49215
SH
SOLE
49215
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
1440
33013
SH
SOLE
33013
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
547
11503
SH
SOLE
11503
0
0
DYCOM INDUSTRIES INC
COMMON STOCK USD.333
267475101
65
720
SH
SOLE
720
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
3999
231952
SH
SOLE
231952
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1377
58624
SH
SOLE
58624
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
4044
118320
SH
SOLE
118320
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
5030
74086
SH
SOLE
74086
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
11
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
10
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
129
8026
SH
SOLE
2709
0
5317
EATON CORP PLC
COMMON STOCK USD.01
G29183103
1628
27259
SH
SOLE
27259
0
0
EBAY INC
COMMON STOCK USD.001
278642103
4925
210400
SH
SOLE
210400
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1894
24387
SH
SOLE
24387
0
0
EL PASO ELECTRIC CO
COMMON STOCK
283677854
614
12993
SH
SOLE
12993
0
0
ELDORADO RESORTS INC
COMMON STOCK
28470R102
977
64281
SH
SOLE
64281
0
0
ELECTRO RENT CORP
COMMON STOCK
285218103
72
4658
SH
SOLE
4658
0
0
ELIZABETH ARDEN INC
COMMON STOCK USD.01
28660G106
495
35968
SH
SOLE
35968
0
0
EMC CORP/MA
COMMON STOCK USD.01
268648102
492
18100
SH
SOLE
18100
0
0
EMC INS GROUP INC
COMMON STOCK USD1.
268664109
726
26204
SH
SOLE
26204
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.
291641108
313
9200
SH
SOLE
9200
0
0
ENDURANCE SPECIALTY HOLDINGS
COMMON STOCK USD1.0
G30397106
5691
84743
SH
SOLE
84743
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
70
1365
SH
SOLE
1365
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
1153
19383
SH
SOLE
19383
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
7836
96321
SH
SOLE
96321
0
0
EPR PROPERTIES
REIT USD.01
26884U109
4373
54205
SH
SOLE
54205
0
0
EQT CORP
COMMON STOCK
26884L109
1947
25151
SH
SOLE
25151
0
0
EQUIFAX INC
COMMON STOCK USD1.25
294429105
784
6106
SH
SOLE
6106
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
1130
16405
SH
SOLE
16405
0
0
ESSENDANT INC
COMMON STOCK USD.1
296689102
563
18433
SH
SOLE
18433
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
4287
196549
SH
SOLE
196549
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
3290
14425
SH
SOLE
14425
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
6033
66285
SH
SOLE
66285
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
897
12966
SH
SOLE
12966
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
1073
24292
SH
SOLE
24292
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
1629
8917
SH
SOLE
8917
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2915
48669
SH
SOLE
48669
0
0
EXAMWORKS GROUP INC
COMMON STOCK
30066A105
599
17200
SH
SOLE
17200
0
0
EXELON CORP
COMMON STOCK
30161N101
12569
345677
SH
SOLE
345677
0
0
EXPRESS INC
COMMON STOCK
30219E103
507
34920
SH
SOLE
34920
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
11602
153062
SH
SOLE
153062
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
3203
34612
SH
SOLE
34612
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
53909
575089
SH
SOLE
575089
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
11819
14250000
SH
SOLE
10795000
0
3455000
F5 NETWORKS INC
COMMON STOCK
315616102
2254
19800
SH
SOLE
19800
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
28264
247325
SH
SOLE
247325
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
1651
10228
SH
SOLE
10228
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
996
6014
SH
SOLE
6014
0
0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.
313855108
874
67890
SH
SOLE
67890
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
769
26711
SH
SOLE
26711
0
0
FEDERATED NATIONAL HOLDING C
COMMON STOCK USD.01
31422T101
405
21287
SH
SOLE
21287
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
7733
50946
SH
SOLE
50946
0
0
FEI COMPANY
COMMON STOCK
30241L109
1112
10400
SH
SOLE
10400
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
2360
134165
SH
SOLE
134165
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
2767
68801
SH
SOLE
68801
0
0
FIRST MIDWEST BANCORP INC/IL
COMMON STOCK USD.01
320867104
1233
70194
SH
SOLE
70194
0
0
FIRST NBC BANK HOLDING CO
COMMON STOCK
32115D106
631
37564
SH
SOLE
37564
0
0
FIRST NIAGARA FINANCIAL GRP
COMMON STOCK USD.01
33582V108
22
2270
SH
SOLE
2270
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
4314
123587
SH
SOLE
123587
0
0
FIRSTMERIT CORP
COMMON STOCK
337915102
328
16200
SH
SOLE
16200
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1582
14554
SH
SOLE
14554
0
0
FLEETMATICS GROUP PLC
COMMON STOCK EUR.015
G35569105
1548
35736
SH
SOLE
35736
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
292
19491
SH
SOLE
19491
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
1734
65000
SH
SOLE
65000
0
0
FNFV GROUP
TRACKING STK USD.0001
31620R402
949
82766
SH
SOLE
82766
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
7588
138320
SH
SOLE
138320
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
11453
911171
SH
SOLE
911171
0
0
FORTUNE BRANDS HOME + SECURI
COMMON STOCK USD.01
34964C106
98
1693
SH
SOLE
1693
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
4341
130100
SH
SOLE
130100
0
0
FXCM INC
SR UNSECURED 06/18 2.25
302693AB2
4262
12200000
SH
SOLE
8215000
0
3985000
GAP INC/THE
COMMON STOCK USD.05
364760108
1160
54683
SH
SOLE
54683
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
2116
21727
SH
SOLE
21727
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.
369550108
12645
90816
SH
SOLE
90816
0
0
GENERAL ELECTRIC CO W/D
COMMON STOCK USD.06
369604103
13147
417638
SH
SOLE
417638
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
10872
384176
SH
SOLE
384176
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
1855
177681
SH
SOLE
177681
0
0
GIGAMON INC
COMMON STOCK USD.0001
37518B102
458
12241
SH
SOLE
12241
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
27568
330476
SH
SOLE
330476
0
0
GODADDY INC CLASS A
COMMON STOCK USD.001
380237107
1126
36100
SH
SOLE
36100
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
8789
59151
SH
SOLE
59151
0
0
GOODYEAR TIRE + RUBBER CO
COMMON STOCK
382550101
3610
140688
SH
SOLE
140688
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
3052
132334
SH
SOLE
132334
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
1085
100040
SH
SOLE
100040
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
1558
42148
SH
SOLE
42148
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
800
25365
SH
SOLE
25365
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
1945
66766
SH
SOLE
66766
0
0
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
398905109
655
13278
SH
SOLE
13278
0
0
GULFPORT ENERGY CORP
COMMON STOCK USD.01
402635304
46
1462
SH
SOLE
1462
0
0
H+E EQUIPMENT SERVICES INC
COMMON STOCK USD.01
404030108
511
26854
SH
SOLE
26854
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
533
38441
SH
SOLE
38441
0
0
HALLMARK FINL SERVICES INC
COMMON STOCK USD.18
40624Q203
210
18118
SH
SOLE
18118
0
0
HALYARD HEALTH INC
COMMON STOCK USD.01
40650V100
425
13063
SH
SOLE
13063
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
1703
20128
SH
SOLE
20128
0
0
HATTERAS FINANCIAL CORP
REIT USD.001
41902R103
418
25500
SH
SOLE
25500
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
18438
239421
SH
SOLE
239421
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
895
25589
SH
SOLE
25589
0
0
HEARTWARE INTERNATIONAL INC
COMMON STOCK USD.001
422368100
502
8700
SH
SOLE
8700
0
0
HECLA MINING CO
COMMON STOCK USD.25
422704106
578
113382
SH
SOLE
113382
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
598
8955
SH
SOLE
8955
0
0
HELMERICH + PAYNE
COMMON STOCK USD.1
423452101
3660
54518
SH
SOLE
54518
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
1326
110769
SH
SOLE
110769
0
0
HERSHEY CO/THE
COMMON STOCK USD1.
427866108
935
8235
SH
SOLE
8235
0
0
HESS CORP
COMMON STOCK USD1.
42809H107
20073
333998
SH
SOLE
333998
0
0
HEWLETT PACKARD ENTERPRIS
COMMON STOCK USD.01
42824C109
11673
638925
SH
SOLE
638925
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
1005
28876
SH
SOLE
28876
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
2180
43212
SH
SOLE
43212
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
1047
59452
SH
SOLE
59452
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
5697
164666
SH
SOLE
164666
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
962
48600
SH
SOLE
48600
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
17025
133333
SH
SOLE
133333
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.
438516106
21616
185828
SH
SOLE
185828
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
6260
217354
SH
SOLE
217354
0
0
HOWARD HUGHES CORP/THE
COMMON STOCK
44267D107
2172
19000
SH
SOLE
19000
0
0
HSN INC
COMMON STOCK USD.01
404303109
3955
80837
SH
SOLE
80837
0
0
HUB GROUP INC CL A
COMMON STOCK USD.01
443320106
387
10083
SH
SOLE
10083
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
3008
336478
SH
SOLE
336478
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
10159
60460
SH
SOLE
60460
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
870
64709
SH
SOLE
64709
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
757
13453
SH
SOLE
13453
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
12266
1708329
SH
SOLE
60377
0
1647952
ICU MEDICAL INC
COMMON STOCK USD.1
44930G107
1052
9334
SH
SOLE
9334
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
2706
25981
SH
SOLE
25981
0
0
INC RESEARCH HOLDINGS INC A
COMMON STOCK USD.01
45329R109
1394
36570
SH
SOLE
36570
0
0
INCONTACT INC
COMMON STOCK USD.0001
45336E109
500
36100
SH
SOLE
36100
0
0
INDEPENDENT BANK GROUP INC
COMMON STOCK USD.01
45384B106
1206
28114
SH
SOLE
28114
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.
G47791101
15879
249363
SH
SOLE
249363
0
0
INGRAM MICRO INC CL A
COMMON STOCK USD.01
457153104
5608
161249
SH
SOLE
161249
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
11095
85734
SH
SOLE
85734
0
0
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
45765U103
869
33439
SH
SOLE
33439
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
1606
79758
SH
SOLE
79758
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
11773
358947
SH
SOLE
358947
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
544
9771
SH
SOLE
9771
0
0
INTERNATIONAL GAME TECHNOLOG
COMMON STOCK USD.1
G4863A108
2921
155880
SH
SOLE
155880
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
2632
62102
SH
SOLE
62102
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
8033
52922
SH
SOLE
52922
0
0
INTL FLAVORS + FRAGRANCES
COMMON STOCK USD.125
459506101
553
4387
SH
SOLE
4387
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2809
25168
SH
SOLE
25168
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
894
80707
SH
SOLE
80707
0
0
ION GEOPHYSICAL CORP
COMMON STOCK
462044207
189
30400
SH
SOLE
14150
0
16250
ISHARES HIGH DIVIDEND ETF
ISHARES CORE HIGH DIVIDEND E
46429B663
140291
1707742
SH
SOLE
1707742
0
0
ISHARES MSCI AUSTRALIA ETF
ISHARES MSCI AUSTRALIA ETF
464286103
19293
991911
SH
SOLE
991911
0
0
ISHARES MSCI CANADA ETF
ISHARES MSCI CANADA ETF
464286509
12016
490248
SH
SOLE
490248
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
23181
674645
SH
SOLE
506177
0
168468
ISHARES MSCI HONG KONG ETF
ISHARES MSCI HONG KONG ETF
464286871
13887
709243
SH
SOLE
709243
0
0
ISHARES MSCI INDIA ETF
ISHARES MSCI INDIA ETF
46429B598
1922
68837
SH
SOLE
0
0
68837
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
464286848
7646
664904
SH
SOLE
664904
0
0
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
464287655
9234
80314
SH
SOLE
80314
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
1194
18904
SH
SOLE
18904
0
0
JACK HENRY + ASSOCIATES INC
COMMON STOCK USD.01
426281101
3423
39221
SH
SOLE
39221
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
1501
17470
SH
SOLE
17470
0
0
JANUS CAPITAL GROUP INC
COMMON STOCK USD.01
47102X105
1688
121271
SH
SOLE
121271
0
0
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
G50871105
1060
7500
SH
SOLE
7500
0
0
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
800422107
1504
35276
SH
SOLE
35276
0
0
JOHNSON + JOHNSON
COMMON STOCK USD1.
478160104
25356
209038
SH
SOLE
209038
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
3264
33492
SH
SOLE
33492
0
0
JPMORGAN CHASE + CO
COMMON STOCK USD1.0
46625H100
39088
629024
SH
SOLE
629024
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
746
14490
SH
SOLE
14490
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
450
26626
SH
SOLE
26626
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
3218
23408
SH
SOLE
23408
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
2154
68628
SH
SOLE
68628
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
2568
35058
SH
SOLE
35058
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
1057
43538
SH
SOLE
43538
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1659
43746
SH
SOLE
43746
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
875
42250
SH
SOLE
42250
0
0
KROGER CO
COMMON STOCK USD1.
501044101
5499
149467
SH
SOLE
149467
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON STOCK USD.01
502424104
5147
35088
SH
SOLE
35088
0
0
LA Z BOY INC
COMMON STOCK USD1.
505336107
965
34672
SH
SOLE
34672
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
25601
304552
SH
SOLE
304552
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
2637
38405
SH
SOLE
38405
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
1958
82305
SH
SOLE
82305
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
1721
72966
SH
SOLE
72966
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
3877
38100
SH
SOLE
38100
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
858
18620
SH
SOLE
18620
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.
527288104
253
14626
SH
SOLE
14626
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
10371
201422
SH
SOLE
201422
0
0
LEXMARK INTERNATIONAL INC A
COMMON STOCK USD.01
529771107
396
10500
SH
SOLE
10500
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
5842
230258
SH
SOLE
230258
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
2051
51635
SH
SOLE
51635
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
1095
9180
SH
SOLE
9180
0
0
LINKEDIN CORP A
COMMON STOCK USD.0001
53578A108
1079
5700
SH
SOLE
5700
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
1532
30495
SH
SOLE
30495
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
286
9029
SH
SOLE
9029
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
9236
116657
SH
SOLE
116657
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
1442
27873
SH
SOLE
27873
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
9584
128788
SH
SOLE
128788
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
1044
55464
SH
SOLE
55464
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1103
32809
SH
SOLE
32809
0
0
MALLINCKRODT PLC
COMMON STOCK USD.2
G5785G107
5889
96896
SH
SOLE
96896
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
1989
31020
SH
SOLE
31020
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
955
25169
SH
SOLE
25169
0
0
MARCUS CORPORATION
COMMON STOCK USD1.
566330106
897
42496
SH
SOLE
42496
0
0
MARKEL CORP
COMMON STOCK
570535104
2382
2500
SH
SOLE
2500
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
5500
37825
SH
SOLE
37825
0
0
MARKETO INC
COMMON STOCK USD.0001
57063L107
505
14500
SH
SOLE
14500
0
0
MARKIT LTD
COMMON STOCK USD.01
G58249106
97
2970
SH
SOLE
2970
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
2315
33805
SH
SOLE
33805
0
0
MASCO CORP
COMMON STOCK USD1.
574599106
4053
130981
SH
SOLE
130981
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
1221
23254
SH
SOLE
23254
0
0
MASTERCARD INC CLASS A
COMMON STOCK USD.0001
57636Q104
1846
20962
SH
SOLE
20962
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
770
46686
SH
SOLE
46686
0
0
MATSON INC
COMMON STOCK
57686G105
639
19795
SH
SOLE
19795
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
1540
42453
SH
SOLE
42453
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
17952
149181
SH
SOLE
149181
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
12529
138066
SH
SOLE
138066
0
0
MEDIVATION INC
COMMON STOCK USD.01
58501N101
2297
38092
SH
SOLE
38092
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
2613
36070
SH
SOLE
36070
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
23149
266781
SH
SOLE
266781
0
0
MEMORIAL RESOURCE DEVELOPMEN
COMMON STOCK USD.01
58605Q109
858
54000
SH
SOLE
54000
0
0
MENTOR GRAPHICS CORP
COMMON STOCK
587200106
3323
156292
SH
SOLE
156292
0
0
MERCK + CO. INC.
COMMON STOCK USD.5
58933Y105
31170
541048
SH
SOLE
541048
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
708
47924
SH
SOLE
47924
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
1482
39470
SH
SOLE
39470
0
0
MERITOR INC
COMMON STOCK USD1.
59001K100
122
16902
SH
SOLE
16902
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1231
35962
SH
SOLE
35962
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
14763
370659
SH
SOLE
370659
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
343
941
SH
SOLE
941
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
8062
162927
SH
SOLE
162927
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
45268
884662
SH
SOLE
884662
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1641
15425
SH
SOLE
15425
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
1745
218712
SH
SOLE
218712
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
5737
101002
SH
SOLE
101002
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
1925
44703
SH
SOLE
44703
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
2467
13000
SH
SOLE
13000
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
629
12600
SH
SOLE
12600
0
0
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
609027107
973
44291
SH
SOLE
44291
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
17274
379569
SH
SOLE
379569
0
0
MONOTYPE IMAGING HOLDINGS IN
COMMON STOCK USD.001
61022P100
320
13010
SH
SOLE
13010
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2557
98430
SH
SOLE
98430
0
0
MORNINGSTAR INC
COMMON STOCK
617700109
1039
12700
SH
SOLE
12700
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
4655
177816
SH
SOLE
177816
0
0
MOVADO GROUP INC
COMMON STOCK USD.01
624580106
386
17802
SH
SOLE
17802
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
1080
14000
SH
SOLE
14000
0
0
MURPHY OIL CORP
COMMON STOCK USD1.
626717102
10851
341751
SH
SOLE
341751
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
307
10021
SH
SOLE
10021
0
0
NANOMETRICS INC
COMMON STOCK
630077105
898
43210
SH
SOLE
43210
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
10384
160570
SH
SOLE
160570
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.
636180101
1022
17965
SH
SOLE
17965
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1079
32058
SH
SOLE
32058
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
6645
128478
SH
SOLE
128478
0
0
NAUTILUS INC
COMMON STOCK
63910B102
1505
84358
SH
SOLE
84358
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
1102
68887
SH
SOLE
68887
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
7949
286258
SH
SOLE
286258
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
438
6051
SH
SOLE
6051
0
0
NEFF CORP CLASS A
COMMON STOCK USD.01
640094207
447
40928
SH
SOLE
40928
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
4830
196419
SH
SOLE
196419
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
42769
221349
SH
SOLE
100980
0
120369
NETSCOUT SYSTEMS INC
COMMON STOCK USD.001
64115T104
868
38996
SH
SOLE
38996
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
549
12070
SH
SOLE
12070
0
0
NEUSTAR INC CLASS A
COMMON STOCK USD.001
64126X201
397
16874
SH
SOLE
16874
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
10041
206738
SH
SOLE
206738
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
4048
31042
SH
SOLE
31042
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
1223
22148
SH
SOLE
22148
0
0
NMI HOLDINGS INC CLASS A
COMMON STOCK USD.01
629209305
1073
195833
SH
SOLE
195833
0
0
NORDSON CORP
COMMON STOCK
655663102
4238
50693
SH
SOLE
50693
0
0
NORDSTROM INC
COMMON STOCK
655664100
1273
33447
SH
SOLE
33447
0
0
NORTEL NETWORKS CORP
COMPANY GUAR 04/14 2.125
656568AE2
866
1000000
SH
SOLE
525000
0
475000
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.
666807102
1764
7938
SH
SOLE
7938
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
690
10645
SH
SOLE
10645
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
1022
68147
SH
SOLE
68147
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
1584
34300
SH
SOLE
34300
0
0
NUANCE COMMUNICATIONS INC
COMMON STOCK USD.001
67020Y100
4323
276614
SH
SOLE
276614
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
5561
112547
SH
SOLE
112547
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
3844
81777
SH
SOLE
81777
0
0
NVR INC
COMMON STOCK USD.01
62944T105
872
490
SH
SOLE
490
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
739
79151
SH
SOLE
79151
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
25486
337289
SH
SOLE
337289
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
964
32300
SH
SOLE
32300
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
4531
138354
SH
SOLE
138354
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.
680223104
1301
67437
SH
SOLE
67437
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
463
18620
SH
SOLE
18620
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
3576
105340
SH
SOLE
105340
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1082
54140
SH
SOLE
54140
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
1288
15800
SH
SOLE
15800
0
0
ONE GAS INC
COMMON STOCK
68235P108
381
5721
SH
SOLE
5721
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
1294
27276
SH
SOLE
27276
0
0
OPHTHOTECH CORP
COMMON STOCK USD.001
683745103
788
15435
SH
SOLE
15435
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
23486
573806
SH
SOLE
573806
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
1470
248666
SH
SOLE
248666
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
1811
41396
SH
SOLE
41396
0
0
ORTHOFIX INTERNATIONAL NV
COMMON STOCK USD.1
N6748L102
1326
31262
SH
SOLE
31262
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
1783
34602
SH
SOLE
34602
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
854
47392
SH
SOLE
47392
0
0
PACIRA PHARMACEUTICALS INC
COMMON STOCK USD.001
695127100
194
5757
SH
SOLE
5757
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
4768
71236
SH
SOLE
71236
0
0
PACWEST BANCORP
COMMON STOCK
695263103
7804
196167
SH
SOLE
196167
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
3895
61941
SH
SOLE
61941
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
13058
120855
SH
SOLE
120855
0
0
PARKWAY PROPERTIES INC
REIT USD.001
70159Q104
581
34700
SH
SOLE
34700
0
0
PAYLOCITY HOLDING CORP
PRIVATE COMP USD.001
70438V106
358
8281
SH
SOLE
8281
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
899
24619
SH
SOLE
24619
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
315
13219
SH
SOLE
13219
0
0
PDF SOLUTIONS INC
COMMON STOCK USD.00015
693282105
690
49298
SH
SOLE
49298
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
1035
39430
SH
SOLE
39430
0
0
PEGASYSTEMS INC
COMMON STOCK USD.01
705573103
1599
59338
SH
SOLE
59338
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
3766
64600
SH
SOLE
64600
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
14555
137391
SH
SOLE
137391
0
0
PERRY ELLIS INTERNATIONAL
COMMON STOCK USD.01
288853104
397
19730
SH
SOLE
19730
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
34735
986514
SH
SOLE
986514
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
14174
139340
SH
SOLE
139340
0
0
PIEDMONT NATURAL GAS CO
COMMON STOCK
720186105
733
12200
SH
SOLE
12200
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
1343
35615
SH
SOLE
35615
0
0
PLANET FITNESS INC CL A
COMMON STOCK USD.0001
72703H101
401
21225
SH
SOLE
21225
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.
693475105
6582
80874
SH
SOLE
80874
0
0
POLYONE CORPORATION
COMMON STOCK USD.01
73179P106
1230
34900
SH
SOLE
34900
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
2825
96406
SH
SOLE
96406
0
0
POSCO SPON ADR
ADR
693483109
5052
113539
SH
SOLE
113539
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
2501
30241
SH
SOLE
30241
0
0
POST PROPERTIES INC
REIT USD.01
737464107
5719
93684
SH
SOLE
93684
0
0
POWELL INDUSTRIES INC
COMMON STOCK USD.01
739128106
603
15336
SH
SOLE
15336
0
0
PREFERRED BANK/LOS ANGELES
COMMON STOCK
740367404
378
13105
SH
SOLE
13105
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
888
16029
SH
SOLE
16029
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
1748
1400
SH
SOLE
1400
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
1206
27382
SH
SOLE
27382
0
0
PROCTER + GAMBLE CO/THE
COMMON STOCK
742718109
32075
378821
SH
SOLE
378821
0
0
PROLOGIS INC
REIT USD.01
74340W103
7740
157836
SH
SOLE
157836
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.
743606105
7401
145138
SH
SOLE
145138
0
0
PROTHENA CORP PLC
COMMON STOCK USD.01
G72800108
506
14475
SH
SOLE
14475
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
4801
67295
SH
SOLE
67295
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
1218
11485
SH
SOLE
11485
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
5206
20370
SH
SOLE
20370
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
2473
126876
SH
SOLE
126876
0
0
QEP RESOURCES INC
COMMON STOCK USD.01
74733V100
72
4094
SH
SOLE
4094
0
0
QLIK TECHNOLOGIES INC
COMMON STOCK USD.0001
74733T105
1539
52043
SH
SOLE
52043
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
0
8
SH
SOLE
0
0
8
QUAKER CHEMICAL CORP
COMMON STOCK USD1.
747316107
381
4276
SH
SOLE
4276
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
7696
143655
SH
SOLE
143655
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
396
13275
SH
SOLE
13275
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
4837
209211
SH
SOLE
209211
0
0
QUESTAR CORP
COMMON STOCK
748356102
1818
71668
SH
SOLE
71668
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON STOCK USD.01
74876Y101
9330
142832
SH
SOLE
142832
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
2468
236815
SH
SOLE
236815
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
725
14700
SH
SOLE
14700
0
0
RAYONIER ADVANCED MATERIALS
COMMON STOCK USD.01
75508B104
734
53975
SH
SOLE
53975
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
13676
100597
SH
SOLE
100597
0
0
REALPAGE INC
COMMON STOCK USD.001
75606N109
317
14181
SH
SOLE
14181
0
0
REALTY INCOME CORP
REIT USD1.
756109104
1370
19752
SH
SOLE
19752
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
1488
20499
SH
SOLE
20499
0
0
REIS INC
COMMON STOCK USD.01
75936P105
705
28321
SH
SOLE
28321
0
0
RELIANCE STEEL + ALUMINUM
COMMON STOCK
759509102
10615
138031
SH
SOLE
138031
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
760281204
323
11693
SH
SOLE
11693
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
1072
20900
SH
SOLE
20900
0
0
RESMED INC
COMMON STOCK USD.004
761152107
4139
65462
SH
SOLE
65462
0
0
RESOURCE AMERICA INC CL A
COMMON STOCK USD.01
761195205
403
41500
SH
SOLE
41500
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
2354
108627
SH
SOLE
108627
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
2219
113030
SH
SOLE
113030
0
0
RICE ENERGY INC
COMMON STOCK USD.01
762760106
251
11406
SH
SOLE
11406
0
0
RING ENERGY INC
COMMON STOCK USD.001
76680V108
531
60188
SH
SOLE
60188
0
0
RITE AID CORP
COMMON STOCK USD1.
767754104
380
50800
SH
SOLE
50800
0
0
RLJ LODGING TRUST
REIT
74965L101
394
18362
SH
SOLE
18362
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
4180
109548
SH
SOLE
109548
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.
773903109
1252
10900
SH
SOLE
10900
0
0
ROFIN SINAR TECHNOLOGIES INC
COMMON STOCK USD.01
775043102
725
22700
SH
SOLE
22700
0
0
ROGERS CORP
COMMON STOCK USD1.
775133101
612
10019
SH
SOLE
10019
0
0
ROLLINS INC
COMMON STOCK USD1.
775711104
1514
51730
SH
SOLE
51730
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
2379
134726
SH
SOLE
134726
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
677
13544
SH
SOLE
13544
0
0
SANMINA CORP
COMMON STOCK USD.01
801056102
2127
79353
SH
SOLE
79353
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
720
61454
SH
SOLE
61454
0
0
SASOL LTD SPONSORED ADR
ADR
803866300
3908
144108
SH
SOLE
144108
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
1090
10100
SH
SOLE
10100
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
23035
291285
SH
SOLE
291285
0
0
SCIQUEST INC
COMMON STOCK USD.001
80908T101
496
28100
SH
SOLE
28100
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
4761
76455
SH
SOLE
76455
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
1221
50126
SH
SOLE
50126
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
3008
65433
SH
SOLE
65433
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
2525
97155
SH
SOLE
97155
0
0
SEMGROUP CORP CLASS A
COMMON STOCK
81663A105
515
15807
SH
SOLE
15807
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1928
16913
SH
SOLE
16913
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
531
25489
SH
SOLE
25489
0
0
SHENANDOAH TELECOMMUNICATION
COMMON STOCK
82312B106
1361
34856
SH
SOLE
34856
0
0
SHIP FINANCE INTL LTD
COMMON STOCK USD1.
G81075106
620
42071
SH
SOLE
42071
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
546
21796
SH
SOLE
21796
0
0
SIERRA BANCORP
COMMON STOCK
82620P102
548
32854
SH
SOLE
32854
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
14461
66673
SH
SOLE
66673
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
1870
62640
SH
SOLE
62640
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
1298
22400
SH
SOLE
22400
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
1797
60476
SH
SOLE
60476
0
0
SKYWEST INC
COMMON STOCK
830879102
683
25813
SH
SOLE
25813
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.
831865209
2922
33168
SH
SOLE
33168
0
0
SMITH + WESSON HOLDING CORP
COMMON STOCK USD.001
831756101
784
28844
SH
SOLE
28844
0
0
SNAP ON INC
COMMON STOCK USD1.
833034101
3355
21257
SH
SOLE
21257
0
0
SOLARCITY CORP
COMMON STOCK USD.0001
83416T100
479
20028
SH
SOLE
20028
0
0
SONIC CORP
COMMON STOCK USD.01
835451105
733
27092
SH
SOLE
27092
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.
842587107
2742
51134
SH
SOLE
51134
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.
844741108
4415
112591
SH
SOLE
112591
0
0
SOVRAN SELF STORAGE INC
REIT USD.01
84610H108
328
3128
SH
SOLE
3128
0
0
SPARTANNASH CO
COMMON STOCK
847215100
1257
41094
SH
SOLE
41094
0
0
SPDR S+P500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
852
4065
SH
SOLE
4065
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
904
50938
SH
SOLE
50938
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
6858
159494
SH
SOLE
159494
0
0
SPROUTS FARMERS MARKET INC
COMMON STOCK USD.001
85208M102
3036
132581
SH
SOLE
132581
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
807
13320
SH
SOLE
13320
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
998
12800
SH
SOLE
12800
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
1042
11919
SH
SOLE
11919
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1221
141602
SH
SOLE
141602
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
4601
80542
SH
SOLE
80542
0
0
STARWOOD HOTELS + RESORTS
COMMON STOCK USD.01
85590A401
850
11500
SH
SOLE
11500
0
0
STARZ A
COMMON STOCK USD.01
85571Q102
571
19100
SH
SOLE
19100
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
2983
121760
SH
SOLE
121760
0
0
STEPAN CO
COMMON STOCK USD1.
858586100
319
5364
SH
SOLE
5364
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.
860372101
1500
36222
SH
SOLE
36222
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
1174
9800
SH
SOLE
9800
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON STOCK USD.01
864909106
1434
130758
SH
SOLE
130758
0
0
SUNTECH POWER HLDGS CO
SR UNSECURED 03/13 3
86800CAE4
0
18480000
SH
SOLE
16480000
0
2000000
SUNTRUST BANKS INC
COMMON STOCK USD1.
867914103
2747
66867
SH
SOLE
66867
0
0
SUPERIOR ENERGY SERVICES INC
COMMON STOCK USD.001
868157108
1303
70778
SH
SOLE
70778
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1664
81701
SH
SOLE
81701
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
3138
58031
SH
SOLE
58031
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
843
29063
SH
SOLE
29063
0
0
SYSCO CORP
COMMON STOCK USD1.
871829107
2339
46100
SH
SOLE
46100
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
2284
31300
SH
SOLE
31300
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
53112
2024863
SH
SOLE
925189
0
1099674
TAL INTERNATIONAL GROUP INC
COMMON STOCK USD.001
874083108
265
19765
SH
SOLE
19765
0
0
TALEN ENERGY CORP
COMMON STOCK USD.001
87422J105
1156
85291
SH
SOLE
85291
0
0
TALMER BANCORP INC CL A
COMMON STOCK USD1.0
87482X101
493
25700
SH
SOLE
25700
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
14790
211828
SH
SOLE
211828
0
0
TECO ENERGY INC
COMMON STOCK USD1.0
872375100
622
22500
SH
SOLE
22500
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
1883
81262
SH
SOLE
81262
0
0
TENNECO INC
COMMON STOCK USD.01
880349105
875
18768
SH
SOLE
18768
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
763
38751
SH
SOLE
38751
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.
880890108
6874
360653
SH
SOLE
335718
0
24935
TERRENO REALTY CORP
REIT USD.01
88146M101
873
33746
SH
SOLE
33746
0
0
TESORO CORP
COMMON STOCK USD.167
881609101
620
8277
SH
SOLE
8277
0
0
TESSERA TECHNOLOGIES INC
COMMON STOCK USD.001
88164L100
818
26682
SH
SOLE
26682
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.
882508104
18758
299408
SH
SOLE
299408
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
9818
268535
SH
SOLE
268535
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
938
12760
SH
SOLE
12760
0
0
TJX COMPANIES INC
COMMON STOCK USD1.
872540109
12707
164529
SH
SOLE
164529
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
6875
26072
SH
SOLE
26072
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
8356
70197
SH
SOLE
70197
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
1271
68435
SH
SOLE
68435
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
416
21990
SH
SOLE
21990
0
0
TUMI HOLDINGS INC
COMMON STOCK USD.01
89969Q104
406
15200
SH
SOLE
15200
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
11252
168465
SH
SOLE
168465
0
0
UBIQUITI NETWORKS INC
COMMON STOCK USD.001
90347A100
1025
26518
SH
SOLE
26518
0
0
UGI CORP
COMMON STOCK
902681105
11556
255376
SH
SOLE
255376
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
4089
264303
SH
SOLE
264303
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
17053
195449
SH
SOLE
195449
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
316
20291
SH
SOLE
20291
0
0
UNITED INSURANCE HOLDINGS CO
COMMON STOCK USD.0001
910710102
425
25974
SH
SOLE
25974
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
511
10918
SH
SOLE
10918
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
3190
47541
SH
SOLE
47541
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.
913017109
7707
75155
SH
SOLE
75155
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
2580
24360
SH
SOLE
24360
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
27670
195960
SH
SOLE
195960
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
1929
70136
SH
SOLE
70136
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
688
27759
SH
SOLE
27759
0
0
US BANCORP
COMMON STOCK USD.01
902973304
12563
311499
SH
SOLE
311499
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
17851
293068
SH
SOLE
293068
0
0
US SILICA HOLDINGS INC
COMMON STOCK USD.01
90346E103
1352
39219
SH
SOLE
39219
0
0
USG CORP
COMMON STOCK USD.1
903293405
4573
169632
SH
SOLE
169632
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
5512
39874
SH
SOLE
39874
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
4012
78668
SH
SOLE
78668
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.0
920253101
2536
18751
SH
SOLE
18751
0
0
VALSPAR CORP/THE
COMMON STOCK USD.5
920355104
713
6600
SH
SOLE
6600
0
0
VANGUARD S+P 500 ETF
VANGUARD S+P 500 ETF
922908363
574815
2990400
SH
SOLE
2990400
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
2697
31189
SH
SOLE
31189
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
22512
403156
SH
SOLE
403156
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
1659
40000
SH
SOLE
40000
0
0
VIRGIN AMERICA INC
COMMON STOCK USD.01
92765X208
725
12900
SH
SOLE
12900
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
28664
386469
SH
SOLE
386469
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
962
157635
SH
SOLE
157635
0
0
VWR CORP
COMMON STOCK USD.01
91843L103
3736
129286
SH
SOLE
129286
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
1552
122244
SH
SOLE
122244
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
1657
23600
SH
SOLE
23600
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
9928
135968
SH
SOLE
135968
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
1041
12500
SH
SOLE
12500
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
19543
199783
SH
SOLE
199783
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
5564
83963
SH
SOLE
83963
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
855
47023
SH
SOLE
47023
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
1564
26906
SH
SOLE
26906
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2797
42836
SH
SOLE
42836
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
1981
48532
SH
SOLE
48532
0
0
WELLS FARGO + CO
COMMON STOCK USD1.666
949746101
14367
303539
SH
SOLE
303539
0
0
WEST CORP
COMMON STOCK USD.001
952355204
1615
82157
SH
SOLE
82157
0
0
WEST PHARMACEUTICAL SERVICES
COMMON STOCK USD.25
955306105
1194
15733
SH
SOLE
15733
0
0
WESTAR ENERGY INC
COMMON STOCK USD5.
95709T100
595
10600
SH
SOLE
10600
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
393
12024
SH
SOLE
12024
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
2164
45798
SH
SOLE
45798
0
0
WESTERN REFINING INC W/I
COMMON STOCK USD.01
959319104
974
47235
SH
SOLE
47235
0
0
WESTROCK CO
COMMON STOCK
96145D105
9290
239008
SH
SOLE
239008
0
0
WGL HOLDINGS INC
COMMON STOCK
92924F106
857
12113
SH
SOLE
12113
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.
963320106
3649
21900
SH
SOLE
21900
0
0
WISDOMTREE JAPAN HEDGED REAL E
WISDOMTREE JPN HDG REAL EST
97717W638
19197
787751
SH
SOLE
787751
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
436
196172
SH
SOLE
196172
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
2988
62922
SH
SOLE
62922
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
8150
192671
SH
SOLE
192671
0
0
WP CAREY INC
REIT USD.001
92936U109
4697
67655
SH
SOLE
67655
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
11577
162536
SH
SOLE
162536
0
0
XENOPORT INC
COMMON STOCK USD.001
98411C100
510
72500
SH
SOLE
72500
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
1366
143961
SH
SOLE
143961
0
0
XURA INC
COMMON STOCK USD.01
98420V107
701
28700
SH
SOLE
28700
0
0
YPF S.A. SPONSORED ADR
ADR
984245100
7697
400885
SH
SOLE
145862
0
255023