COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 |
| | | VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY |
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AARON S INC | COMMON STOCK USD.5 | 002535300 | 2,377 | 80,864 | SH | | SOLE | | 80,864 | 0 | 0 |
ABBOTT LABORATORIES | COMMON STOCK NPV | 002824100 | 3,320 | 86,605 | SH | | SOLE | | 86,605 | 0 | 0 |
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 1,399 | 26,491 | SH | | SOLE | | 26,491 | 0 | 0 |
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 312 | 3,796 | SH | | SOLE | | 3,796 | 0 | 0 |
ACE LTD | COMMON STOCK | H0023R105 | 1,582 | 15,283 | SH | | SOLE | | 15,283 | 0 | 0 |
ACORDA THERAPEUTICS INC | COMMON STOCK USD.001 | 00484M106 | 1,648 | 56,434 | SH | | SOLE | | 56,434 | 0 | 0 |
ACTAVIS PLC | COMMON STOCK USD.0033 | G0083B108 | 1,665 | 9,908 | SH | | SOLE | | 9,908 | 0 | 0 |
ADT CORP/THE | COMMON STOCK USD.01 | 00101J106 | 4,330 | 106,983 | SH | | SOLE | | 106,983 | 0 | 0 |
ADVANCED SEMICONDUCTOR E ADR | ADR | 00756M404 | 2,763 | 575,598 | SH | | SOLE | | 575,598 | 0 | 0 |
ADVENT SOFTWARE INC | COMMON STOCK USD.01 | 007974108 | 860 | 24,576 | SH | | SOLE | | 24,576 | 0 | 0 |
AECOM TECHNOLOGY CORP | COMMON STOCK USD.01 | 00766T100 | 7,027 | 238,759 | SH | | SOLE | | 238,759 | 0 | 0 |
AES CORP | COMMON STOCK USD.01 | 00130H105 | 10,031 | 691,330 | SH | | SOLE | | 691,330 | 0 | 0 |
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 6,414 | 29,572 | SH | | SOLE | | 29,572 | 0 | 0 |
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 17,547 | 262,681 | SH | | SOLE | | 262,681 | 0 | 0 |
AGCO CORP | COMMON STOCK USD.01 | 001084102 | 7,623 | 128,795 | SH | | SOLE | | 128,795 | 0 | 0 |
AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 | 8,131 | 142,167 | SH | | SOLE | | 142,167 | 0 | 0 |
ALASKA AIR GROUP INC | COMMON STOCK USD1. | 011659109 | 5,835 | 79,529 | SH | | SOLE | | 79,529 | 0 | 0 |
ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 | 4,477 | 70,631 | SH | | SOLE | | 70,631 | 0 | 0 |
ALCOA INC | COMMON STOCK USD1. | 013817101 | 1,083 | 101,888 | SH | | SOLE | | 101,888 | 0 | 0 |
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 4,666 | 73,341 | SH | | SOLE | | 73,341 | 0 | 0 |
ALLEGHANY CORP | COMMON STOCK USD1. | 017175100 | 2,104 | 5,261 | SH | | SOLE | | 5,261 | 0 | 0 |
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 2,187 | 49,480 | SH | | SOLE | | 49,480 | 0 | 0 |
ALLERGAN INC | COMMON STOCK USD.01 | 018490102 | 17,247 | 155,269 | SH | | SOLE | | 155,269 | 0 | 0 |
ALLIANCE DATA SYSTEMS CORP | COMMON STOCK USD.01 | 018581108 | 3,213 | 12,219 | SH | | SOLE | | 12,219 | 0 | 0 |
ALLIANT TECHSYSTEMS INC | COMMON STOCK USD.01 | 018804104 | 6,149 | 50,536 | SH | | SOLE | | 50,536 | 0 | 0 |
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 3,668 | 67,246 | SH | | SOLE | | 67,246 | 0 | 0 |
ALNYLAM PHARMACEUTICALS INC | COMMON STOCK USD.01 | 02043Q107 | 913 | 14,189 | SH | | SOLE | | 14,189 | 0 | 0 |
ALON USA ENERGY INC | COMMON STOCK USD.01 | 020520102 | 563 | 34,066 | SH | | SOLE | | 34,066 | 0 | 0 |
ALTISOURCE RESIDENTIAL CORP | COMMON STOCK USD.01 | 02153W100 | 1,605 | 53,300 | SH | | SOLE | | 53,300 | 0 | 0 |
AMERCO | COMMON STOCK USD.25 | 023586100 | 5,953 | 25,030 | SH | | SOLE | | 25,030 | 0 | 0 |
AMERICA MOVIL ADR SERIES L | ADR NPV | 02364W105 | 2,217 | 94,877 | SH | | SOLE | | 94,877 | 0 | 0 |
AMERICA MOVIL ADR SERIES L | ADR NPV | 02364W105 | 59,471 | 2,544,737 | SH | | SOLE | | 0 | 0 | 2,544,737 |
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 1,720 | 36,808 | SH | | SOLE | | 36,808 | 0 | 0 |
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 26,341 | 515,987 | SH | | SOLE | | 515,987 | 0 | 0 |
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 3,810 | 33,114 | SH | | SOLE | | 33,114 | 0 | 0 |
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 3,104 | 27,191 | SH | | SOLE | | 27,191 | 0 | 0 |
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 3,879 | 48,906 | SH | | SOLE | | 48,906 | 0 | 0 |
ANALOGIC CORP | COMMON STOCK USD.05 | 032657207 | 673 | 7,605 | SH | | SOLE | | 7,605 | 0 | 0 |
ANDERSONS INC/THE | COMMON STOCK NPV | 034164103 | 2,556 | 28,659 | SH | | SOLE | | 28,659 | 0 | 0 |
ANGLOGOLD ASHANTI SPON ADR | ADR NPV | 035128206 | 20,944 | 1,787,044 | SH | | SOLE | | 1,787,044 | 0 | 0 |
ANGLOGOLD ASHANTI SPON ADR | ADR NPV | 035128206 | 42,474 | 3,624,096 | SH | | SOLE | | 0 | 0 | 3,624,096 |
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 2,424 | 63,513 | SH | | SOLE | | 63,513 | 0 | 0 |
ANIXTER INTERNATIONAL INC | COMMON STOCK USD1. | 035290105 | 719 | 8,000 | SH | | SOLE | | 8,000 | 0 | 0 |
ANN INC | COMMON STOCK USD.0068 | 035623107 | 1,515 | 41,449 | SH | | SOLE | | 41,449 | 0 | 0 |
ANNALY CAPITAL MANAGEMENT IN | REIT USD.01 | 035710409 | 13,471 | 1,351,146 | SH | | SOLE | | 1,351,146 | 0 | 0 |
AOL INC | COMMON STOCK USD.01 | 00184X105 | 2,653 | 56,916 | SH | | SOLE | | 56,916 | 0 | 0 |
AON PLC | COMMON STOCK USD.01 | G0408V102 | 143 | 1,703 | SH | | SOLE | | 1,703 | 0 | 0 |
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 19,408 | 225,831 | SH | | SOLE | | 225,831 | 0 | 0 |
APOLLO COMMERCIAL REAL ESTAT | REIT USD.01 | 03762U105 | 2,162 | 133,041 | SH | | SOLE | | 133,041 | 0 | 0 |
APOLLO EDUCATION GROUP INC | COMMON STOCK NPV | 037604105 | 6,310 | 230,965 | SH | | SOLE | | 230,965 | 0 | 0 |
APPLE INC | COMMON STOCK NPV | 037833100 | 83,104 | 148,107 | SH | | SOLE | | 148,107 | 0 | 0 |
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 860 | 48,602 | SH | | SOLE | | 48,602 | 0 | 0 |
ARCELORMITTAL NY REGISTERED | NY REG SHRS NPV | 03938L104 | 539 | 30,223 | SH | | SOLE | | 30,223 | 0 | 0 |
ARCHER DANIELS MIDLAND CO | COMMON STOCK NPV | 039483102 | 5,598 | 128,982 | SH | | SOLE | | 128,982 | 0 | 0 |
ARROW ELECTRONICS INC | COMMON STOCK USD1. | 042735100 | 5,531 | 101,957 | SH | | SOLE | | 101,957 | 0 | 0 |
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 8,331 | 125,531 | SH | | SOLE | | 125,531 | 0 | 0 |
AT+T INC | COMMON STOCK USD1. | 00206R102 | 5,194 | 147,738 | SH | | SOLE | | 147,738 | 0 | 0 |
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 795 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
ATMOS ENERGY CORP | COMMON STOCK NPV | 049560105 | 4,711 | 103,726 | SH | | SOLE | | 103,726 | 0 | 0 |
AUXILIUM PHARMACEUTICALS INC | COMMON STOCK USD.01 | 05334D107 | 823 | 39,679 | SH | | SOLE | | 39,679 | 0 | 0 |
AVAGO TECHNOLOGIES LTD | COMMON STOCK | Y0486S104 | 2,704 | 51,122 | SH | | SOLE | | 51,122 | 0 | 0 |
AVG TECHNOLOGIES | COMMON STOCK EUR.01 | N07831105 | 850 | 49,397 | SH | | SOLE | | 49,397 | 0 | 0 |
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 8,380 | 207,319 | SH | | SOLE | | 207,319 | 0 | 0 |
AVISTA CORP | COMMON STOCK NPV | 05379B107 | 1,646 | 58,405 | SH | | SOLE | | 58,405 | 0 | 0 |
AVNET INC | COMMON STOCK USD1. | 053807103 | 9,823 | 222,695 | SH | | SOLE | | 222,695 | 0 | 0 |
AVON PRODUCTS INC | COMMON STOCK USD.25 | 054303102 | 11,367 | 660,090 | SH | | SOLE | | 660,090 | 0 | 0 |
AXIALL CORP | COMMON STOCK USD.01 | 05463D100 | 1,872 | 39,462 | SH | | SOLE | | 39,462 | 0 | 0 |
BAKER HUGHES INC | COMMON STOCK USD1. | 057224107 | 30,527 | 552,420 | SH | | SOLE | | 552,420 | 0 | 0 |
BALL CORP | COMMON STOCK NPV | 058498106 | 24,014 | 464,852 | SH | | SOLE | | 464,852 | 0 | 0 |
BANCOLOMBIA S.A. SPONS ADR | ADR | 05968L102 | 36,767 | 750,033 | SH | | SOLE | | 750,033 | 0 | 0 |
BANCOLOMBIA S.A. SPONS ADR | ADR | 05968L102 | 33,325 | 679,827 | SH | | SOLE | | 0 | 0 | 679,827 |
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 29,887 | 1,919,504 | SH | | SOLE | | 1,919,504 | 0 | 0 |
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 17,674 | 505,841 | SH | | SOLE | | 505,841 | 0 | 0 |
BAXTER INTERNATIONAL INC | COMMON STOCK USD1. | 071813109 | 199 | 2,855 | SH | | SOLE | | 2,855 | 0 | 0 |
BBCN BANCORP INC | COMMON STOCK USD.001 | 073295107 | 1,507 | 90,817 | SH | | SOLE | | 90,817 | 0 | 0 |
BECTON DICKINSON AND CO | COMMON STOCK USD1. | 075887109 | 14,892 | 134,778 | SH | | SOLE | | 134,778 | 0 | 0 |
BED BATH + BEYOND INC | COMMON STOCK USD.01 | 075896100 | 596 | 7,421 | SH | | SOLE | | 7,421 | 0 | 0 |
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 1,450 | 12,227 | SH | | SOLE | | 12,227 | 0 | 0 |
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 2,140 | 53,660 | SH | | SOLE | | 53,660 | 0 | 0 |
BIOGEN IDEC INC | COMMON STOCK USD.0005 | 09062X103 | 1,756 | 6,278 | SH | | SOLE | | 6,278 | 0 | 0 |
BLUCORA INC | COMMON STOCK USD.0001 | 095229100 | 1,642 | 56,304 | SH | | SOLE | | 56,304 | 0 | 0 |
BOEING CO/THE | COMMON STOCK USD5. | 097023105 | 5,563 | 40,755 | SH | | SOLE | | 40,755 | 0 | 0 |
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 4,103 | 341,326 | SH | | SOLE | | 341,326 | 0 | 0 |
BPZ RESOURCES INC | SR UNSECURED 03/15 6.5 | 055639AB4 | 1,199 | 1,325,000 | SH | | SOLE | | 1,325,000 | 0 | 0 |
BPZ RESOURCES INC | SR UNSECURED 03/15 6.5 | 055639AB4 | 1,063 | 1,175,000 | SH | | SOLE | | 0 | 0 | 1,175,000 |
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 1,625 | 30,566 | SH | | SOLE | | 30,566 | 0 | 0 |
BROADCOM CORP CL A | COMMON STOCK USD.0001 | 111320107 | 4,107 | 138,509 | SH | | SOLE | | 138,509 | 0 | 0 |
C+J ENERGY SERVICES INC | COMMON STOCK USD.01 | 12467B304 | 1,760 | 76,198 | SH | | SOLE | | 76,198 | 0 | 0 |
CA INC | COMMON STOCK USD.1 | 12673P105 | 8,450 | 251,114 | SH | | SOLE | | 251,114 | 0 | 0 |
CABOT CORP | COMMON STOCK USD1. | 127055101 | 5,466 | 106,346 | SH | | SOLE | | 106,346 | 0 | 0 |
CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 | 4,084 | 291,305 | SH | | SOLE | | 291,305 | 0 | 0 |
CAI INTERNATIONAL INC | COMMON STOCK USD.0001 | 12477X106 | 972 | 41,249 | SH | | SOLE | | 41,249 | 0 | 0 |
CALAMP CORP | COMMON STOCK USD.01 | 128126109 | 1,294 | 46,260 | SH | | SOLE | | 46,260 | 0 | 0 |
CALPINE CORP | COMMON STOCK USD.001 | 131347304 | 3,529 | 180,863 | SH | | SOLE | | 180,863 | 0 | 0 |
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 26,494 | 345,833 | SH | | SOLE | | 345,833 | 0 | 0 |
CARDINAL HEALTH INC | COMMON STOCK NPV | 14149Y108 | 4,037 | 60,420 | SH | | SOLE | | 60,420 | 0 | 0 |
CAREFUSION CORP | COMMON STOCK USD.01 | 14170T101 | 1,947 | 48,906 | SH | | SOLE | | 48,906 | 0 | 0 |
CARRIZO OIL + GAS INC | COMPANY GUAR 06/28 4.375 | 144577AA1 | 1,839 | 2,000,000 | SH | | SOLE | | 0 | 0 | 2,000,000 |
CATERPILLAR INC | COMMON STOCK USD1. | 149123101 | 5,459 | 60,114 | SH | | SOLE | | 60,114 | 0 | 0 |
CBL + ASSOCIATES PROPERTIES | REIT USD.01 | 124830100 | 1,868 | 104,012 | SH | | SOLE | | 104,012 | 0 | 0 |
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 7,647 | 290,772 | SH | | SOLE | | 290,772 | 0 | 0 |
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 20,265 | 317,925 | SH | | SOLE | | 317,925 | 0 | 0 |
CEC ENTERTAINMENT INC | COMMON STOCK USD.1 | 125137109 | 1,365 | 30,820 | SH | | SOLE | | 30,820 | 0 | 0 |
CELADON GROUP INC | COMMON STOCK USD.033 | 150838100 | 1,729 | 88,734 | SH | | SOLE | | 88,734 | 0 | 0 |
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 35,329 | 209,098 | SH | | SOLE | | 209,098 | 0 | 0 |
CELLDEX THERAPEUTICS INC | COMMON STOCK USD.001 | 15117B103 | 618 | 25,508 | SH | | SOLE | | 25,508 | 0 | 0 |
CENOVUS ENERGY INC | COMMON STOCK NPV | 15135U109 | 25,659 | 895,617 | SH | | SOLE | | 895,617 | 0 | 0 |
CEPHEID INC | COMMON STOCK NPV | 15670R107 | 1,404 | 30,049 | SH | | SOLE | | 30,049 | 0 | 0 |
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 12,292 | 52,745 | SH | | SOLE | | 52,745 | 0 | 0 |
CHEMICAL FINANCIAL CORP | COMMON STOCK USD1. | 163731102 | 1,325 | 41,850 | SH | | SOLE | | 41,850 | 0 | 0 |
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 1,011 | 37,258 | SH | | SOLE | | 37,258 | 0 | 0 |
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 2,992 | 118,312 | SH | | SOLE | | 118,312 | 0 | 0 |
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 14,509 | 116,153 | SH | | SOLE | | 116,153 | 0 | 0 |
CHINA MOBILE LTD SPON ADR | ADR | 16941M109 | 2,097 | 40,109 | SH | | SOLE | | 40,109 | 0 | 0 |
CHIPMOS TECHNOLOGIES BERMUDA | COMMON STOCK USD.01 | G2110R114 | 822 | 42,715 | SH | | SOLE | | 42,715 | 0 | 0 |
CHIQUITA BRANDS INTL | SR UNSECURED 08/16 4.25 | 170032AT3 | 1,174 | 1,210,000 | SH | | SOLE | | 1,210,000 | 0 | 0 |
CHUBB CORP | COMMON STOCK USD1. | 171232101 | 4,627 | 47,887 | SH | | SOLE | | 47,887 | 0 | 0 |
CHURCH + DWIGHT CO INC | COMMON STOCK USD1. | 171340102 | 844 | 12,734 | SH | | SOLE | | 12,734 | 0 | 0 |
CIA DE MINAS BUENAVENTUR ADR | ADR | 204448104 | 24,868 | 2,216,424 | SH | | SOLE | | 2,216,424 | 0 | 0 |
CIA DE MINAS BUENAVENTUR ADR | ADR | 204448104 | 43,757 | 3,899,918 | SH | | SOLE | | 0 | 0 | 3,899,918 |
CIA PARANAENSE ENER SP ADR P | ADR NPV | 20441B407 | 481 | 36,606 | SH | | SOLE | | 36,606 | 0 | 0 |
CIGNA CORP | COMMON STOCK USD.25 | 125509109 | 1,174 | 13,422 | SH | | SOLE | | 13,422 | 0 | 0 |
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 3,647 | 34,760 | SH | | SOLE | | 34,760 | 0 | 0 |
CINTAS CORP | COMMON STOCK NPV | 172908105 | 2,429 | 40,755 | SH | | SOLE | | 40,755 | 0 | 0 |
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 1,617 | 79,142 | SH | | SOLE | | 79,142 | 0 | 0 |
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 42,880 | 1,910,037 | SH | | SOLE | | 1,910,037 | 0 | 0 |
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 45,379 | 870,838 | SH | | SOLE | | 870,838 | 0 | 0 |
CLIFFS NATURAL RESOURCES INC | COMMON STOCK USD.125 | 18683K101 | 2,856 | 108,985 | SH | | SOLE | | 108,985 | 0 | 0 |
CLOROX COMPANY | COMMON STOCK USD1. | 189054109 | 16,951 | 182,745 | SH | | SOLE | | 182,745 | 0 | 0 |
CLOVIS ONCOLOGY INC | COMMON STOCK USD.001 | 189464100 | 348 | 5,773 | SH | | SOLE | | 5,773 | 0 | 0 |
CNA FINANCIAL CORP | COMMON STOCK USD2.5 | 126117100 | 6,216 | 144,925 | SH | | SOLE | | 144,925 | 0 | 0 |
COACH INC | COMMON STOCK USD.01 | 189754104 | 20,965 | 373,510 | SH | | SOLE | | 373,510 | 0 | 0 |
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 45,390 | 1,098,773 | SH | | SOLE | | 1,098,773 | 0 | 0 |
COCA COLA ENTERPRISES | COMMON STOCK USD.01 | 19122T109 | 5,290 | 119,882 | SH | | SOLE | | 119,882 | 0 | 0 |
COLGATE PALMOLIVE CO | COMMON STOCK USD1. | 194162103 | 2,525 | 38,718 | SH | | SOLE | | 38,718 | 0 | 0 |
COLONY FINANCIAL INC | REIT USD.01 | 19624R106 | 324 | 15,973 | SH | | SOLE | | 15,973 | 0 | 0 |
COLUMBUS MCKINNON CORP/NY | COMMON STOCK USD.01 | 199333105 | 1,498 | 55,206 | SH | | SOLE | | 55,206 | 0 | 0 |
COMCAST CORP CLASS A | COMMON STOCK USD1. | 20030N101 | 7,614 | 146,519 | SH | | SOLE | | 146,519 | 0 | 0 |
COMERICA INC | COMMON STOCK USD5. | 200340107 | 1,689 | 35,530 | SH | | SOLE | | 35,530 | 0 | 0 |
COMMUNITY HEALTH SYSTEMS INC | COMMON STOCK USD.01 | 203668108 | 4,584 | 116,728 | SH | | SOLE | | 116,728 | 0 | 0 |
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 2,316 | 30,926 | SH | | SOLE | | 30,926 | 0 | 0 |
COMPUTER SCIENCES CORP | COMMON STOCK USD1. | 205363104 | 683 | 12,227 | SH | | SOLE | | 12,227 | 0 | 0 |
CON WAY INC | COMMON STOCK USD.625 | 205944101 | 2,350 | 59,181 | SH | | SOLE | | 59,181 | 0 | 0 |
CONAGRA FOODS INC | COMMON STOCK USD5. | 205887102 | 4,013 | 119,089 | SH | | SOLE | | 119,089 | 0 | 0 |
CONMED CORP | COMMON STOCK USD.01 | 207410101 | 1,076 | 25,311 | SH | | SOLE | | 25,311 | 0 | 0 |
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 6,838 | 96,794 | SH | | SOLE | | 96,794 | 0 | 0 |
CONSOLIDATED WATER CO ORD SH | COMMON STOCK USD.6 | G23773107 | 1,177 | 83,510 | SH | | SOLE | | 83,510 | 0 | 0 |
CONSUMER DISCRETIONARY SELECT | CONSUMER DISCRETIONARY SELT | 81369Y407 | 3,396 | 50,810 | SH | | SOLE | | 50,810 | 0 | 0 |
COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 21676P103 | 111 | 2,259 | SH | | SOLE | | 2,259 | 0 | 0 |
COPA HOLDINGS SA CLASS A | COMMON STOCK NPV | P31076105 | 16,516 | 103,155 | SH | | SOLE | | 103,155 | 0 | 0 |
COPA HOLDINGS SA CLASS A | COMMON STOCK NPV | P31076105 | 22,198 | 138,640 | SH | | SOLE | | 0 | 0 | 138,640 |
CORELOGIC INC | COMMON STOCK USD1. | 21871D103 | 2,613 | 73,544 | SH | | SOLE | | 73,544 | 0 | 0 |
CORNING INC | COMMON STOCK USD.5 | 219350105 | 2,723 | 152,832 | SH | | SOLE | | 152,832 | 0 | 0 |
CORRECTIONS CORP OF AMERICA | REIT USD.01 | 22025Y407 | 2,367 | 73,818 | SH | | SOLE | | 73,818 | 0 | 0 |
COVIDIEN PLC | COMMON STOCK USD.2 | G2554F113 | 173 | 2,546 | SH | | SOLE | | 2,546 | 0 | 0 |
CR BARD INC | COMMON STOCK USD.25 | 067383109 | 4,026 | 30,057 | SH | | SOLE | | 30,057 | 0 | 0 |
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 3,903 | 35,463 | SH | | SOLE | | 35,463 | 0 | 0 |
CROCS INC | COMMON STOCK USD.001 | 227046109 | 1,731 | 108,700 | SH | | SOLE | | 108,700 | 0 | 0 |
CROWN CASTLE INTL CORP | REIT USD.01 | 228227104 | 1,347 | 18,340 | SH | | SOLE | | 18,340 | 0 | 0 |
CSX CORP | COMMON STOCK USD1. | 126408103 | 3,997 | 138,932 | SH | | SOLE | | 138,932 | 0 | 0 |
CUBIST PHARMACEUTICALS INC | COMMON STOCK USD.001 | 229678107 | 1,338 | 19,422 | SH | | SOLE | | 19,422 | 0 | 0 |
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 1,436 | 10,189 | SH | | SOLE | | 10,189 | 0 | 0 |
CVS CAREMARK CORP | COMMON STOCK USD.01 | 126650100 | 12,153 | 169,809 | SH | | SOLE | | 169,809 | 0 | 0 |
CYBERONICS INC | COMMON STOCK USD.01 | 23251P102 | 2,396 | 36,567 | SH | | SOLE | | 36,567 | 0 | 0 |
DANA HOLDING CORP | COMMON STOCK USD.01 | 235825205 | 6,497 | 331,149 | SH | | SOLE | | 331,149 | 0 | 0 |
DARLING INTERNATIONAL INC | COMMON STOCK USD.01 | 237266101 | 1,358 | 65,023 | SH | | SOLE | | 65,023 | 0 | 0 |
DEERE + CO | COMMON STOCK USD1. | 244199105 | 940 | 10,289 | SH | | SOLE | | 10,289 | 0 | 0 |
DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 246647101 | 2,066 | 60,034 | SH | | SOLE | | 60,034 | 0 | 0 |
DELPHI AUTOMOTIVE PLC | COMMON STOCK USD.01 | G27823106 | 10,637 | 176,903 | SH | | SOLE | | 176,903 | 0 | 0 |
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 27,901 | 1,015,704 | SH | | SOLE | | 1,015,704 | 0 | 0 |
DELUXE CORP | COMMON STOCK USD1. | 248019101 | 2,832 | 54,263 | SH | | SOLE | | 54,263 | 0 | 0 |
DILLARDS INC CL A | COMMON STOCK NPV | 254067101 | 8,306 | 85,445 | SH | | SOLE | | 85,445 | 0 | 0 |
DIRECTV | COMMON STOCK USD.01 | 25490A309 | 10,789 | 156,159 | SH | | SOLE | | 156,159 | 0 | 0 |
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 4,215 | 75,335 | SH | | SOLE | | 75,335 | 0 | 0 |
DOMINION RESOURCES INC/VA | COMMON STOCK NPV | 25746U109 | 1,977 | 30,566 | SH | | SOLE | | 30,566 | 0 | 0 |
DOMTAR CORP | COMMON STOCK USD.01 | 257559203 | 2,318 | 24,574 | SH | | SOLE | | 24,574 | 0 | 0 |
DOVER CORP | COMMON STOCK USD1. | 260003108 | 5,115 | 52,982 | SH | | SOLE | | 52,982 | 0 | 0 |
DOW CHEMICAL CO/THE | COMMON STOCK USD2.5 | 260543103 | 5,797 | 130,552 | SH | | SOLE | | 130,552 | 0 | 0 |
DR PEPPER SNAPPLE GROUP INC | COMMON STOCK USD.01 | 26138E109 | 6,682 | 137,155 | SH | | SOLE | | 137,155 | 0 | 0 |
DTE ENERGY COMPANY | COMMON STOCK NPV | 233331107 | 947 | 14,264 | SH | | SOLE | | 14,264 | 0 | 0 |
DU PONT (E.I.) DE NEMOURS | COMMON STOCK USD.3 | 263534109 | 648,038 | 9,974,422 | SH | | SOLE | | 9,974,422 | 0 | 0 |
DUCOMMUN INC | COMMON STOCK USD.01 | 264147109 | 658 | 22,074 | SH | | SOLE | | 22,074 | 0 | 0 |
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 2,461 | 35,661 | SH | | SOLE | | 35,661 | 0 | 0 |
DYNEGY INC | COMMON STOCK USD.01 | 26817R108 | 6,504 | 302,212 | SH | | SOLE | | 302,212 | 0 | 0 |
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,684 | 85,724 | SH | | SOLE | | 85,724 | 0 | 0 |
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 4,746 | 135,724 | SH | | SOLE | | 135,724 | 0 | 0 |
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 8,980 | 111,278 | SH | | SOLE | | 111,278 | 0 | 0 |
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 125 | 277461133 | 14 | 736 | SH | | SOLE | | 736 | 0 | 0 |
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 125 | 277461133 | 29 | 1,473 | SH | | SOLE | | 0 | 0 | 1,473 |
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 135 | 277461141 | 13 | 736 | SH | | SOLE | | 736 | 0 | 0 |
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 135 | 277461141 | 27 | 1,473 | SH | | SOLE | | 0 | 0 | 1,473 |
EASTMAN KODAK CO | COMMON STOCK | 277461406 | 75 | 2,172 | SH | | SOLE | | 2,172 | 0 | 0 |
EASTMAN KODAK CO | COMMON STOCK | 277461406 | 147 | 4,239 | SH | | SOLE | | 0 | 0 | 4,239 |
EDISON INTERNATIONAL | COMMON STOCK NPV | 281020107 | 1,980 | 42,775 | SH | | SOLE | | 42,775 | 0 | 0 |
EINSTEIN NOAH RESTAURANT GRO | COMMON STOCK USD.001 | 28257U104 | 686 | 47,334 | SH | | SOLE | | 47,334 | 0 | 0 |
ELI LILLY + CO | COMMON STOCK NPV | 532457108 | 1,638 | 32,118 | SH | | SOLE | | 32,118 | 0 | 0 |
EMBRAER SA ADR | ADR | 29082A107 | 923 | 28,682 | SH | | SOLE | | 28,682 | 0 | 0 |
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 1,452 | 63,154 | SH | | SOLE | | 63,154 | 0 | 0 |
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 12,296 | 175,213 | SH | | SOLE | | 175,213 | 0 | 0 |
ENDO HEALTH SOLUTIONS INC | COMMON STOCK USD.01 | 29264F205 | 5,706 | 84,587 | SH | | SOLE | | 84,587 | 0 | 0 |
ENERGIZER HOLDINGS INC | COMMON STOCK USD.01 | 29266R108 | 12,602 | 116,422 | SH | | SOLE | | 116,422 | 0 | 0 |
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 11,577 | 165,180 | SH | | SOLE | | 165,180 | 0 | 0 |
ENSCO PLC CL A | COMMON STOCK USD.1 | G3157S106 | 3,959 | 69,236 | SH | | SOLE | | 69,236 | 0 | 0 |
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 2,502 | 215,709 | SH | | SOLE | | 215,709 | 0 | 0 |
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 5,735 | 90,644 | SH | | SOLE | | 90,644 | 0 | 0 |
EPIZYME INC | COMMON STOCK | 29428V104 | 255 | 12,236 | SH | | SOLE | | 12,236 | 0 | 0 |
EPL OIL + GAS INC | COMMON STOCK USD.001 | 26883D108 | 1,304 | 45,738 | SH | | SOLE | | 45,738 | 0 | 0 |
EPR PROPERTIES | REIT USD.01 | 26884U109 | 2,251 | 45,788 | SH | | SOLE | | 45,788 | 0 | 0 |
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 370 | 7,132 | SH | | SOLE | | 7,132 | 0 | 0 |
ERICSSON (LM) TEL SP ADR | ADR | 294821608 | 1,287 | 105,172 | SH | | SOLE | | 105,172 | 0 | 0 |
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 11,112 | 147,535 | SH | | SOLE | | 147,535 | 0 | 0 |
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 3,476 | 22,303 | SH | | SOLE | | 22,303 | 0 | 0 |
EXELIS INC | COMMON STOCK USD.01 | 30162A108 | 2,597 | 136,237 | SH | | SOLE | | 136,237 | 0 | 0 |
EXELON CORP | COMMON STOCK NPV | 30161N101 | 2,972 | 108,492 | SH | | SOLE | | 108,492 | 0 | 0 |
EXPEDIA INC | COMMON STOCK USD.001 | 30212P303 | 28,594 | 410,480 | SH | | SOLE | | 410,480 | 0 | 0 |
EXPRESS INC | COMMON STOCK | 30219E103 | 3,930 | 210,524 | SH | | SOLE | | 210,524 | 0 | 0 |
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK USD.01 | 30219G108 | 26,479 | 376,975 | SH | | SOLE | | 376,975 | 0 | 0 |
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 4,609 | 109,394 | SH | | SOLE | | 109,394 | 0 | 0 |
EXXON MOBIL CORP | COMMON STOCK NPV | 30231G102 | 133,650 | 1,320,650 | SH | | SOLE | | 1,320,650 | 0 | 0 |
EZCORP INC CL A | COMMON STOCK USD.01 | 302301106 | 959 | 82,040 | SH | | SOLE | | 82,040 | 0 | 0 |
F5 NETWORKS INC | COMMON STOCK NPV | 315616102 | 1,186 | 13,053 | SH | | SOLE | | 13,053 | 0 | 0 |
FEDEX CORP | COMMON STOCK USD.1 | 31428X106 | 5,946 | 41,357 | SH | | SOLE | | 41,357 | 0 | 0 |
FIDELITY NATIONAL FINL A | COMMON STOCK USD.0001 | 31620R105 | 3,966 | 122,218 | SH | | SOLE | | 122,218 | 0 | 0 |
FIDELITY NATIONAL INFORMATIO | COMMON STOCK USD.01 | 31620M106 | 2,427 | 45,204 | SH | | SOLE | | 45,204 | 0 | 0 |
FIDELITY SOUTHERN CORP | COMMON STOCK NPV | 316394105 | 952 | 57,326 | SH | | SOLE | | 57,326 | 0 | 0 |
FIFTH STREET FINANCE CORP | COMMON STOCK USD.01 | 31678A103 | 564 | 61,008 | SH | | SOLE | | 61,008 | 0 | 0 |
FIFTH THIRD BANCORP | COMMON STOCK NPV | 316773100 | 8,234 | 391,516 | SH | | SOLE | | 391,516 | 0 | 0 |
FIRST COMMUNITY BANCSHARES | COMMON STOCK USD1. | 31983A103 | 474 | 28,409 | SH | | SOLE | | 28,409 | 0 | 0 |
FIRST DEFIANCE FINL CORP | COMMON STOCK USD.01 | 32006W106 | 120 | 4,638 | SH | | SOLE | | 4,638 | 0 | 0 |
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 761 | 23,087 | SH | | SOLE | | 23,087 | 0 | 0 |
FIRSTMERIT CORP | COMMON STOCK NPV | 337915102 | 3,825 | 172,085 | SH | | SOLE | | 172,085 | 0 | 0 |
FLUOR CORP | COMMON STOCK USD.01 | 343412102 | 973 | 12,122 | SH | | SOLE | | 12,122 | 0 | 0 |
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 11,233 | 271,062 | SH | | SOLE | | 271,062 | 0 | 0 |
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 8,917 | 577,921 | SH | | SOLE | | 577,921 | 0 | 0 |
FORESTAR GROUP INC | COMMON STOCK USD1. | 346233109 | 584 | 27,470 | SH | | SOLE | | 27,470 | 0 | 0 |
FOSSIL GROUP INC | COMMON STOCK USD.01 | 34988V106 | 2,596 | 21,648 | SH | | SOLE | | 21,648 | 0 | 0 |
FREEPORT MCMORAN COPPER W/I | COMMON STOCK USD.1 | 35671D857 | 15,003 | 397,548 | SH | | SOLE | | 397,548 | 0 | 0 |
FRESH DEL MONTE PRODUCE INC | COMMON STOCK USD.01 | G36738105 | 1,746 | 61,704 | SH | | SOLE | | 61,704 | 0 | 0 |
FUTUREFUEL CORP | COMMON STOCK USD.0001 | 36116M106 | 491 | 31,090 | SH | | SOLE | | 31,090 | 0 | 0 |
GAMESTOP CORP CLASS A | COMMON STOCK USD.001 | 36467W109 | 2,008 | 40,755 | SH | | SOLE | | 40,755 | 0 | 0 |
GANNETT CO | COMMON STOCK USD1. | 364730101 | 15,385 | 520,119 | SH | | SOLE | | 520,119 | 0 | 0 |
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 2,349 | 60,114 | SH | | SOLE | | 60,114 | 0 | 0 |
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 7,214 | 127,360 | SH | | SOLE | | 127,360 | 0 | 0 |
GENERAL DYNAMICS CORP | COMMON STOCK USD1. | 369550108 | 25,305 | 264,837 | SH | | SOLE | | 264,837 | 0 | 0 |
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 31,714 | 1,131,447 | SH | | SOLE | | 1,131,447 | 0 | 0 |
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 3,560 | 71,322 | SH | | SOLE | | 71,322 | 0 | 0 |
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 12,449 | 304,591 | SH | | SOLE | | 304,591 | 0 | 0 |
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 2 | 51 | SH | | SOLE | | 0 | 0 | 51 |
GENERAL MOTORS CO WTS | CALL EXP 10JUL16 | 37045V118 | 4,800 | 154,035 | SH | | SOLE | | 154,035 | 0 | 0 |
GENERAL MOTORS CO WTS | CALL EXP 10JUL16 | 37045V118 | 1 | 46 | SH | | SOLE | | 0 | 0 | 46 |
GENERAL MOTORS CO WTS | CALL EXP 10JUL19 | 37045V126 | 4,046 | 174,915 | SH | | SOLE | | 174,915 | 0 | 0 |
GENERAL MOTORS CO WTS | CALL EXP 10JUL19 | 37045V126 | 1 | 46 | SH | | SOLE | | 0 | 0 | 46 |
GEOSPACE TECHNOLOGIES CORP | COMMON STOCK USD.01 | 37364X109 | 1,849 | 19,497 | SH | | SOLE | | 19,497 | 0 | 0 |
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 1,975 | 26,287 | SH | | SOLE | | 26,287 | 0 | 0 |
GLOBAL BRASS + COPPER HOLDIN | COMMON STOCK | 37953G103 | 807 | 48,775 | SH | | SOLE | | 48,775 | 0 | 0 |
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 5,366 | 30,271 | SH | | SOLE | | 30,271 | 0 | 0 |
GOODYEAR TIRE + RUBBER CO | COMMON STOCK NPV | 382550101 | 2,409 | 100,988 | SH | | SOLE | | 100,988 | 0 | 0 |
GOOGLE INC CL A | COMMON STOCK USD.001 | 38259P508 | 19,846 | 17,708 | SH | | SOLE | | 17,708 | 0 | 0 |
GOVERNMENT PROPERTIES INCOME | REIT USD.01 | 38376A103 | 2,387 | 96,050 | SH | | SOLE | | 96,050 | 0 | 0 |
GREATBATCH INC | COMMON STOCK USD.001 | 39153L106 | 1,719 | 38,860 | SH | | SOLE | | 38,860 | 0 | 0 |
GREEN MOUNTAIN COFFEE ROASTE | COMMON STOCK USD.1 | 393122106 | 728 | 9,628 | SH | | SOLE | | 9,628 | 0 | 0 |
GREENBRIER COMPANIES INC | COMMON STOCK NPV | 393657101 | 2,426 | 73,886 | SH | | SOLE | | 73,886 | 0 | 0 |
HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 | 2,844 | 56,039 | SH | | SOLE | | 56,039 | 0 | 0 |
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 3,055 | 43,480 | SH | | SOLE | | 43,480 | 0 | 0 |
HARRIS CORP | COMMON STOCK USD1. | 413875105 | 7,015 | 100,482 | SH | | SOLE | | 100,482 | 0 | 0 |
HAVERTY FURNITURE | COMMON STOCK USD1. | 419596101 | 1,728 | 55,219 | SH | | SOLE | | 55,219 | 0 | 0 |
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 2,379 | 247,087 | SH | | SOLE | | 247,087 | 0 | 0 |
HCA HOLDINGS INC | COMMON STOCK USD.01 | 40412C101 | 2,014 | 42,207 | SH | | SOLE | | 42,207 | 0 | 0 |
HCI GROUP INC | COMMON STOCK NPV | 40416E103 | 1,806 | 33,755 | SH | | SOLE | | 33,755 | 0 | 0 |
HEALTHSOUTH CORP W/D | COMMON STOCK USD.01 | 421924309 | 1,752 | 52,584 | SH | | SOLE | | 52,584 | 0 | 0 |
HELMERICH + PAYNE | COMMON STOCK USD.1 | 423452101 | 5,458 | 64,911 | SH | | SOLE | | 64,911 | 0 | 0 |
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 1,395 | 12,213 | SH | | SOLE | | 12,213 | 0 | 0 |
HERBALIFE LTD | COMMON STOCK USD.002 | G4412G101 | 3,840 | 48,791 | SH | | SOLE | | 48,791 | 0 | 0 |
HEWLETT PACKARD CO | COMMON STOCK USD.01 | 428236103 | 25,091 | 896,749 | SH | | SOLE | | 896,749 | 0 | 0 |
HILL ROM HOLDINGS INC | COMMON STOCK NPV | 431475102 | 2,342 | 56,644 | SH | | SOLE | | 56,644 | 0 | 0 |
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 5,683 | 114,379 | SH | | SOLE | | 114,379 | 0 | 0 |
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 6,796 | 82,530 | SH | | SOLE | | 82,530 | 0 | 0 |
HOMESTREET INC | COMMON STOCK | 43785V102 | 1,065 | 53,259 | SH | | SOLE | | 53,259 | 0 | 0 |
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 1,665 | 61,587 | SH | | SOLE | | 61,587 | 0 | 0 |
HSN INC | COMMON STOCK USD.01 | 404303109 | 13,894 | 223,023 | SH | | SOLE | | 223,023 | 0 | 0 |
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 16,183 | 156,781 | SH | | SOLE | | 156,781 | 0 | 0 |
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 17,737 | 197,054 | SH | | SOLE | | 197,054 | 0 | 0 |
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 3,685 | 149,794 | SH | | SOLE | | 149,794 | 0 | 0 |
HUTCHINSON TECHNOLOGY | SR UNSECURED 01/26 8.5 | 448407AG1 | 1,793 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
HYSTER YALE MATERIALS | COMMON STOCK USD.01 | 449172105 | 1,675 | 17,976 | SH | | SOLE | | 17,976 | 0 | 0 |
IAC/INTERACTIVECORP | COMMON STOCK USD.001 | 44919P508 | 10,445 | 152,063 | SH | | SOLE | | 152,063 | 0 | 0 |
ICONIX BRAND GROUP INC | COMMON STOCK USD.001 | 451055107 | 7,990 | 201,248 | SH | | SOLE | | 201,248 | 0 | 0 |
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 998 | 19,702 | SH | | SOLE | | 19,702 | 0 | 0 |
INGERSOLL RAND PLC | COMMON STOCK USD1. | G47791101 | 1,422 | 23,088 | SH | | SOLE | | 23,088 | 0 | 0 |
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 3,372 | 49,253 | SH | | SOLE | | 49,253 | 0 | 0 |
INSIGHT ENTERPRISES INC | COMMON STOCK USD.01 | 45765U103 | 1,987 | 87,483 | SH | | SOLE | | 87,483 | 0 | 0 |
INSYS THERAPEUTICS INC | COMMON STOCK USD.0002145 | 45824V209 | 698 | 18,023 | SH | | SOLE | | 18,023 | 0 | 0 |
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 8,861 | 341,326 | SH | | SOLE | | 341,326 | 0 | 0 |
INTERCONTINENTALEXCHANGE GRO | COMMON STOCK USD.01 | 45866F104 | 141 | 625 | SH | | SOLE | | 625 | 0 | 0 |
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 1,377 | 46,688 | SH | | SOLE | | 46,688 | 0 | 0 |
INTERNATIONAL PAPER CO | COMMON STOCK USD1. | 460146103 | 13,036 | 265,874 | SH | | SOLE | | 265,874 | 0 | 0 |
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 7,453 | 39,736 | SH | | SOLE | | 39,736 | 0 | 0 |
ISHARES MSCI BRAZIL CAPPED ETF | ISHARES MSCI BRAZIL CAPPED E | 464286400 | 174 | 3,893 | SH | | SOLE | | 3,893 | 0 | 0 |
ISHARES MSCI CHILE CAPPED ETF | ISHARES MSCI CHILE CAPPED ET | 464286640 | 258 | 5,433 | SH | | SOLE | | 5,433 | 0 | 0 |
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 138,521 | 2,065,626 | SH | | SOLE | | 2,065,626 | 0 | 0 |
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 127,461 | 3,051,491 | SH | | SOLE | | 3,051,491 | 0 | 0 |
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 216,987 | 5,194,797 | SH | | SOLE | | 0 | 0 | 5,194,797 |
ISHARES MSCI INDONESIA ETF | ISHARES MSCI INDONESIA ETF | 46429B309 | 262 | 11,487 | SH | | SOLE | | 11,487 | 0 | 0 |
ISHARES MSCI MALAYSIA ETF | ISHARES MSCI MALAYSIA ETF | 464286830 | 654 | 41,340 | SH | | SOLE | | 41,340 | 0 | 0 |
ISHARES MSCI POLAND CAPPED ETF | ISHARES MSCI POLAND CAPPED E | 46429B606 | 1,863 | 62,780 | SH | | SOLE | | 62,780 | 0 | 0 |
ISHARES MSCI SOUTH KOREA CAPPE | ISHARES MSCI SOUTH KOREA CAP | 464286772 | 8,000 | 123,702 | SH | | SOLE | | 123,702 | 0 | 0 |
ISHARES MSCI TAIWAN ETF | ISHARES MSCI TAIWAN ETF | 464286731 | 2,308 | 160,026 | SH | | SOLE | | 160,026 | 0 | 0 |
ISHARES US REAL ESTATE ETF | ISHARES US REAL ESTATE ETF | 464287739 | 4,983 | 78,980 | SH | | SOLE | | 78,980 | 0 | 0 |
ISIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 464330109 | 1,125 | 28,237 | SH | | SOLE | | 28,237 | 0 | 0 |
ITT EDUCATIONAL SERVICES INC | COMMON STOCK USD.01 | 45068B109 | 832 | 24,771 | SH | | SOLE | | 24,771 | 0 | 0 |
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 4,829 | 96,561 | SH | | SOLE | | 96,561 | 0 | 0 |
JABIL CIRCUIT INC | COMMON STOCK USD.001 | 466313103 | 5,030 | 288,402 | SH | | SOLE | | 288,402 | 0 | 0 |
JARDEN CORP | COMMON STOCK USD.01 | 471109108 | 4,568 | 74,457 | SH | | SOLE | | 74,457 | 0 | 0 |
JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | G50871105 | 6,518 | 51,499 | SH | | SOLE | | 51,499 | 0 | 0 |
JINKOSOLAR HOLDING CO LT | SR UNSECURED 144A 05/16 4. | 47759TAA8 | 541 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
JOHNSON + JOHNSON | COMMON STOCK USD1. | 478160104 | 26,648 | 290,954 | SH | | SOLE | | 290,954 | 0 | 0 |
JOHNSON CONTROLS INC | COMMON STOCK USD.01388 | 478366107 | 960 | 18,706 | SH | | SOLE | | 18,706 | 0 | 0 |
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 12,449 | 121,585 | SH | | SOLE | | 121,585 | 0 | 0 |
JOY GLOBAL INC | COMMON STOCK USD1. | 481165108 | 20,510 | 350,653 | SH | | SOLE | | 350,653 | 0 | 0 |
JPMORGAN CHASE + CO | COMMON STOCK USD1. | 46625H100 | 48,487 | 829,121 | SH | | SOLE | | 829,121 | 0 | 0 |
KELLY SERVICES INC A | COMMON STOCK USD1. | 488152208 | 2,069 | 82,957 | SH | | SOLE | | 82,957 | 0 | 0 |
KENNAMETAL INC | COMMON STOCK USD1.25 | 489170100 | 18,488 | 355,051 | SH | | SOLE | | 355,051 | 0 | 0 |
KENNEDY WILSON HOLDINGS INC | COMMON STOCK USD.0001 | 489398107 | 1,267 | 56,936 | SH | | SOLE | | 56,936 | 0 | 0 |
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2,501 | 23,944 | SH | | SOLE | | 23,944 | 0 | 0 |
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 2,509 | 127,034 | SH | | SOLE | | 127,034 | 0 | 0 |
KINDRED HEALTHCARE INC | COMMON STOCK USD.25 | 494580103 | 1,598 | 80,970 | SH | | SOLE | | 80,970 | 0 | 0 |
KLA TENCOR CORPORATION | COMMON STOCK USD.001 | 482480100 | 6,350 | 98,514 | SH | | SOLE | | 98,514 | 0 | 0 |
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 723 | 12,736 | SH | | SOLE | | 12,736 | 0 | 0 |
KRAFT FOODS GROUP INC | COMMON STOCK | 50076Q106 | 21,031 | 390,048 | SH | | SOLE | | 390,048 | 0 | 0 |
KROGER CO | COMMON STOCK USD1. | 501044101 | 7,946 | 201,011 | SH | | SOLE | | 201,011 | 0 | 0 |
KULICKE + SOFFA INDUSTRIES | COMMON STOCK NPV | 501242101 | 1,437 | 108,012 | SH | | SOLE | | 108,012 | 0 | 0 |
L 3 COMMUNICATIONS HOLDINGS | COMMON STOCK USD.01 | 502424104 | 6,859 | 64,190 | SH | | SOLE | | 64,190 | 0 | 0 |
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 12,502 | 229,596 | SH | | SOLE | | 229,596 | 0 | 0 |
LAS VEGAS SANDS CORP | COMMON STOCK USD.001 | 517834107 | 3,466 | 43,951 | SH | | SOLE | | 43,951 | 0 | 0 |
LASALLE HOTEL PROPERTIES | REIT USD.01 | 517942108 | 705 | 22,833 | SH | | SOLE | | 22,833 | 0 | 0 |
LATTICE SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 518415104 | 1,362 | 247,230 | SH | | SOLE | | 247,230 | 0 | 0 |
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 6,453 | 79,699 | SH | | SOLE | | 79,699 | 0 | 0 |
LEGG MASON INC | COMMON STOCK USD.1 | 524901105 | 886 | 20,378 | SH | | SOLE | | 20,378 | 0 | 0 |
LEUCADIA NATIONAL CORP | COMMON STOCK USD1. | 527288104 | 1,442 | 50,868 | SH | | SOLE | | 50,868 | 0 | 0 |
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK USD.01 | 52729N308 | 14,244 | 429,422 | SH | | SOLE | | 429,422 | 0 | 0 |
LIBERTY INTERACTIVE CORP A | COMMON STOCK USD.01 | 53071M104 | 2,360 | 80,400 | SH | | SOLE | | 80,400 | 0 | 0 |
LIN MEDIA LLC A | COMMON STOCK USD.01 | 532771102 | 1,060 | 36,916 | SH | | SOLE | | 36,916 | 0 | 0 |
LINCOLN ELECTRIC HOLDINGS | COMMON STOCK NPV | 533900106 | 3,253 | 45,594 | SH | | SOLE | | 45,594 | 0 | 0 |
LINCOLN NATIONAL CORP | COMMON STOCK NPV | 534187109 | 1,052 | 20,378 | SH | | SOLE | | 20,378 | 0 | 0 |
LINEAR TECHNOLOGY CORP | COMMON STOCK USD.001 | 535678106 | 1,149 | 25,219 | SH | | SOLE | | 25,219 | 0 | 0 |
LITHIA MOTORS INC CL A | COMMON STOCK NPV | 536797103 | 801 | 11,543 | SH | | SOLE | | 11,543 | 0 | 0 |
LITTELFUSE INC | COMMON STOCK USD.01 | 537008104 | 2,478 | 26,664 | SH | | SOLE | | 26,664 | 0 | 0 |
LKQ CORP | COMMON STOCK USD.01 | 501889208 | 2,291 | 69,633 | SH | | SOLE | | 69,633 | 0 | 0 |
LORILLARD INC | COMMON STOCK USD.01 | 544147101 | 4,613 | 91,030 | SH | | SOLE | | 91,030 | 0 | 0 |
LOUISIANA PACIFIC CORP | COMMON STOCK USD1. | 546347105 | 1,973 | 106,584 | SH | | SOLE | | 106,584 | 0 | 0 |
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 4,897 | 98,832 | SH | | SOLE | | 98,832 | 0 | 0 |
LTC PROPERTIES INC | REIT USD.01 | 502175102 | 1,089 | 30,782 | SH | | SOLE | | 30,782 | 0 | 0 |
LYONDELLBASELL INDU CL A | COMMON STOCK | N53745100 | 6,977 | 86,906 | SH | | SOLE | | 86,906 | 0 | 0 |
MACERICH CO/THE | REIT USD.01 | 554382101 | 2,142 | 36,381 | SH | | SOLE | | 36,381 | 0 | 0 |
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 25,387 | 475,411 | SH | | SOLE | | 475,411 | 0 | 0 |
MAGELLAN HEALTH SERVICES INC | COMMON STOCK USD.01 | 559079207 | 1,480 | 24,705 | SH | | SOLE | | 24,705 | 0 | 0 |
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 1,314 | 11,181 | SH | | SOLE | | 11,181 | 0 | 0 |
MANITEX INTERNATIONAL INC | COMMON STOCK NPV | 563420108 | 556 | 35,030 | SH | | SOLE | | 35,030 | 0 | 0 |
MANITOWOC COMPANY INC | COMMON STOCK USD.01 | 563571108 | 689 | 29,553 | SH | | SOLE | | 29,553 | 0 | 0 |
MANNING + NAPIER INC | COMMON STOCK USD.01 | 56382Q102 | 829 | 46,951 | SH | | SOLE | | 46,951 | 0 | 0 |
MANNKIND CORP | SR UNSECURED 08/15 5.75 | 56400PAC6 | 3,151 | 3,005,000 | SH | | SOLE | | 3,005,000 | 0 | 0 |
MANNKIND CORP | SR UNSECURED 08/15 5.75 | 56400PAC6 | 2,805 | 2,675,000 | SH | | SOLE | | 0 | 0 | 2,675,000 |
MARATHON OIL CORP | COMMON STOCK USD1. | 565849106 | 3,057 | 86,605 | SH | | SOLE | | 86,605 | 0 | 0 |
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 1,589 | 17,321 | SH | | SOLE | | 17,321 | 0 | 0 |
MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 57060D108 | 1,431 | 21,406 | SH | | SOLE | | 21,406 | 0 | 0 |
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 9,484 | 179,752 | SH | | SOLE | | 179,752 | 0 | 0 |
MARSH + MCLENNAN COS | COMMON STOCK USD1. | 571748102 | 453 | 9,364 | SH | | SOLE | | 9,364 | 0 | 0 |
MARVELL TECHNOLOGY GROUP LTD | COMMON STOCK USD.002 | G5876H105 | 4,418 | 307,252 | SH | | SOLE | | 307,252 | 0 | 0 |
MASTERCARD INC CLASS A | COMMON STOCK USD.0001 | 57636Q104 | 5,278 | 6,317 | SH | | SOLE | | 6,317 | 0 | 0 |
MB FINANCIAL INC | COMMON STOCK USD.01 | 55264U108 | 1,362 | 42,453 | SH | | SOLE | | 42,453 | 0 | 0 |
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 46,645 | 480,731 | SH | | SOLE | | 480,731 | 0 | 0 |
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 5,591 | 34,642 | SH | | SOLE | | 34,642 | 0 | 0 |
MDC HOLDINGS INC | COMMON STOCK USD.01 | 552676108 | 3,116 | 96,657 | SH | | SOLE | | 96,657 | 0 | 0 |
MEAD JOHNSON NUTRITION CO | COMMON STOCK USD.01 | 582839106 | 1,838 | 21,944 | SH | | SOLE | | 21,944 | 0 | 0 |
MEDICINES COMPANY | COMMON STOCK USD.001 | 584688105 | 1,674 | 43,337 | SH | | SOLE | | 43,337 | 0 | 0 |
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 3,614 | 67,706 | SH | | SOLE | | 67,706 | 0 | 0 |
MEDTRONIC INC | COMMON STOCK USD.1 | 585055106 | 33,838 | 589,620 | SH | | SOLE | | 589,620 | 0 | 0 |
MELCO CROWN ENTERTAINME ADR | ADR USD.01 | 585464100 | 631 | 16,080 | SH | | SOLE | | 16,080 | 0 | 0 |
MENTOR GRAPHICS CORP | COMMON STOCK NPV | 587200106 | 9,084 | 377,381 | SH | | SOLE | | 377,381 | 0 | 0 |
MERCK + CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 85,872 | 1,715,716 | SH | | SOLE | | 1,715,716 | 0 | 0 |
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 25,125 | 465,963 | SH | | SOLE | | 465,963 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 595017104 | 784 | 17,519 | SH | | SOLE | | 17,519 | 0 | 0 |
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 57,975 | 1,548,904 | SH | | SOLE | | 1,548,904 | 0 | 0 |
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 11,481 | 204,477 | SH | | SOLE | | 204,477 | 0 | 0 |
MONARCH CASINO + RESORT INC | COMMON STOCK USD.01 | 609027107 | 1,299 | 64,684 | SH | | SOLE | | 64,684 | 0 | 0 |
MONTPELIER RE HOLDINGS LTD | COMMON STOCK USD.001666 | G62185106 | 1,570 | 53,943 | SH | | SOLE | | 53,943 | 0 | 0 |
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 510 | 16,254 | SH | | SOLE | | 16,254 | 0 | 0 |
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 20,287 | 429,182 | SH | | SOLE | | 429,182 | 0 | 0 |
MRC GLOBAL INC | COMMON STOCK USD.01 | 55345K103 | 7,082 | 219,521 | SH | | SOLE | | 219,521 | 0 | 0 |
MURPHY OIL CORP | COMMON STOCK USD1. | 626717102 | 9,804 | 151,108 | SH | | SOLE | | 151,108 | 0 | 0 |
MYLAN INC | COMMON STOCK USD.5 | 628530107 | 3,245 | 74,762 | SH | | SOLE | | 74,762 | 0 | 0 |
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 1,992 | 94,955 | SH | | SOLE | | 94,955 | 0 | 0 |
NABORS INDUSTRIES LTD | COMMON STOCK USD.001 | G6359F103 | 4,328 | 254,721 | SH | | SOLE | | 254,721 | 0 | 0 |
NASDAQ OMX GROUP/THE | COMMON STOCK USD.01 | 631103108 | 2,499 | 62,800 | SH | | SOLE | | 62,800 | 0 | 0 |
NATIONAL OILWELL VARCO INC | COMMON STOCK USD.01 | 637071101 | 29,484 | 370,729 | SH | | SOLE | | 370,729 | 0 | 0 |
NATIONSTAR MORTGAGE HOLDINGS | COMMON STOCK USD.01 | 63861C109 | 1,520 | 41,135 | SH | | SOLE | | 41,135 | 0 | 0 |
NAVISTAR INTERNATIONAL CORP | COMMON STOCK USD.1 | 63934E108 | 16,476 | 431,426 | SH | | SOLE | | 431,426 | 0 | 0 |
NEENAH PAPER INC | COMMON STOCK USD.01 | 640079109 | 2,027 | 47,398 | SH | | SOLE | | 47,398 | 0 | 0 |
NETGEAR INC | COMMON STOCK USD.001 | 64111Q104 | 1,517 | 46,061 | SH | | SOLE | | 46,061 | 0 | 0 |
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 694 | 74,357 | SH | | SOLE | | 74,357 | 0 | 0 |
NEWELL RUBBERMAID INC | COMMON STOCK USD1. | 651229106 | 31,052 | 958,111 | SH | | SOLE | | 958,111 | 0 | 0 |
NEWPARK RESOURCES INC | COMMON STOCK USD.01 | 651718504 | 1,448 | 117,816 | SH | | SOLE | | 117,816 | 0 | 0 |
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 2,504 | 29,246 | SH | | SOLE | | 29,246 | 0 | 0 |
NIKE INC CL B | COMMON STOCK NPV | 654106103 | 2,965 | 37,699 | SH | | SOLE | | 37,699 | 0 | 0 |
NN INC | COMMON STOCK USD.01 | 629337106 | 1,361 | 67,409 | SH | | SOLE | | 67,409 | 0 | 0 |
NOKIA CORP SPON ADR | ADR | 654902204 | 2,222 | 273,996 | SH | | SOLE | | 273,996 | 0 | 0 |
NORDSTROM INC | COMMON STOCK NPV | 655664100 | 630 | 10,189 | SH | | SOLE | | 10,189 | 0 | 0 |
NORFOLK SOUTHERN CORP | COMMON STOCK USD1. | 655844108 | 5,025 | 54,133 | SH | | SOLE | | 54,133 | 0 | 0 |
NORTHEAST UTILITIES | COMMON STOCK USD5. | 664397106 | 1,857 | 43,812 | SH | | SOLE | | 43,812 | 0 | 0 |
NORTHERN OIL AND GAS INC | COMMON STOCK USD.001 | 665531109 | 2,049 | 135,934 | SH | | SOLE | | 135,934 | 0 | 0 |
NORTHROP GRUMMAN CORP | COMMON STOCK USD1. | 666807102 | 7,590 | 66,227 | SH | | SOLE | | 66,227 | 0 | 0 |
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 17,439 | 607,195 | SH | | SOLE | | 607,195 | 0 | 0 |
OASIS PETROLEUM INC | COMMON STOCK USD.01 | 674215108 | 4,810 | 102,415 | SH | | SOLE | | 102,415 | 0 | 0 |
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 37,887 | 398,392 | SH | | SOLE | | 398,392 | 0 | 0 |
OCEANEERING INTL INC | COMMON STOCK USD.25 | 675232102 | 110 | 1,395 | SH | | SOLE | | 1,395 | 0 | 0 |
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 4,328 | 145,232 | SH | | SOLE | | 145,232 | 0 | 0 |
OMEGA PROTEIN CORP | COMMON STOCK USD.01 | 68210P107 | 1,031 | 83,852 | SH | | SOLE | | 83,852 | 0 | 0 |
OMNICARE INC | COMMON STOCK USD1. | 681904108 | 4,744 | 78,597 | SH | | SOLE | | 78,597 | 0 | 0 |
OMNIVISION TECHNOLOGIES INC | COMMON STOCK USD.001 | 682128103 | 1,690 | 98,244 | SH | | SOLE | | 98,244 | 0 | 0 |
ONEOK INC | COMMON STOCK USD.01 | 682680103 | 1,077 | 17,321 | SH | | SOLE | | 17,321 | 0 | 0 |
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 69,536 | 1,817,468 | SH | | SOLE | | 1,817,468 | 0 | 0 |
ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 686688102 | 1,856 | 68,216 | SH | | SOLE | | 68,216 | 0 | 0 |
OSHKOSH CORP | COMMON STOCK USD.01 | 688239201 | 8,999 | 178,631 | SH | | SOLE | | 178,631 | 0 | 0 |
OUTERWALL INC | COMMON STOCK USD.001 | 690070107 | 8,202 | 121,923 | SH | | SOLE | | 121,923 | 0 | 0 |
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 5,898 | 164,851 | SH | | SOLE | | 164,851 | 0 | 0 |
P G + E CORP | COMMON STOCK NPV | 69331C108 | 1,492 | 37,041 | SH | | SOLE | | 37,041 | 0 | 0 |
PACCAR INC | COMMON STOCK USD1. | 693718108 | 481 | 8,136 | SH | | SOLE | | 8,136 | 0 | 0 |
PAREXEL INTERNATIONAL CORP | COMMON STOCK USD.01 | 699462107 | 1,850 | 40,948 | SH | | SOLE | | 40,948 | 0 | 0 |
PARKER DRILLING CO | COMMON STOCK USD.167 | 701081101 | 1,086 | 133,563 | SH | | SOLE | | 133,563 | 0 | 0 |
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 916 | 7,121 | SH | | SOLE | | 7,121 | 0 | 0 |
PC CONNECTION INC | COMMON STOCK USD.01 | 69318J100 | 764 | 30,733 | SH | | SOLE | | 30,733 | 0 | 0 |
PDL BIOPHARMA INC | COMMON STOCK USD.01 | 69329Y104 | 1,168 | 138,364 | SH | | SOLE | | 138,364 | 0 | 0 |
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 2,980 | 96,892 | SH | | SOLE | | 96,892 | 0 | 0 |
PENNANTPARK INVESTMENT CORP | COMMON STOCK USD.001 | 708062104 | 1,274 | 109,839 | SH | | SOLE | | 109,839 | 0 | 0 |
PENNYMAC MORTGAGE INVESTMENT | REIT USD.01 | 70931T103 | 5,122 | 223,080 | SH | | SOLE | | 223,080 | 0 | 0 |
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 14,490 | 174,709 | SH | | SOLE | | 174,709 | 0 | 0 |
PERFICIENT INC | COMMON STOCK USD.001 | 71375U101 | 1,629 | 69,540 | SH | | SOLE | | 69,540 | 0 | 0 |
PETROCHINA CO LTD ADR | ADR | 71646E100 | 814 | 7,415 | SH | | SOLE | | 7,415 | 0 | 0 |
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 97,517 | 3,183,722 | SH | | SOLE | | 3,183,722 | 0 | 0 |
PHILIP MORRIS INTERNATIONAL | COMMON STOCK NPV | 718172109 | 31,378 | 360,123 | SH | | SOLE | | 360,123 | 0 | 0 |
PHOTOMEDEX INC | COMMON STOCK USD.01 | 719358301 | 1,403 | 108,320 | SH | | SOLE | | 108,320 | 0 | 0 |
PICO HOLDINGS INC | COMMON STOCK USD.001 | 693366205 | 1,481 | 64,082 | SH | | SOLE | | 64,082 | 0 | 0 |
PIER 1 IMPORTS INC | COMMON STOCK USD.001 | 720279108 | 2,102 | 91,070 | SH | | SOLE | | 91,070 | 0 | 0 |
PINNACLE WEST CAPITAL | COMMON STOCK NPV | 723484101 | 5,349 | 101,077 | SH | | SOLE | | 101,077 | 0 | 0 |
PLANTRONICS INC | COMMON STOCK USD.01 | 727493108 | 1,365 | 29,392 | SH | | SOLE | | 29,392 | 0 | 0 |
PLEXUS CORP | COMMON STOCK USD.01 | 729132100 | 1,560 | 36,046 | SH | | SOLE | | 36,046 | 0 | 0 |
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5. | 693475105 | 30,242 | 389,815 | SH | | SOLE | | 389,815 | 0 | 0 |
POSCO ADR | ADR | 693483109 | 70,892 | 908,866 | SH | | SOLE | | 908,866 | 0 | 0 |
POSCO ADR | ADR | 693483109 | 114,523 | 1,468,248 | SH | | SOLE | | 0 | 0 | 1,468,248 |
POST PROPERTIES INC | REIT USD.01 | 737464107 | 3,022 | 66,810 | SH | | SOLE | | 66,810 | 0 | 0 |
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 4,444 | 23,434 | SH | | SOLE | | 23,434 | 0 | 0 |
PPL CORPORATION | COMMON STOCK USD.01 | 69351T106 | 2,192 | 72,864 | SH | | SOLE | | 72,864 | 0 | 0 |
PRAXAIR INC | COMMON STOCK USD.01 | 74005P104 | 1,514 | 11,647 | SH | | SOLE | | 11,647 | 0 | 0 |
PROCTER + GAMBLE CO/THE | COMMON STOCK | 742718109 | 62,082 | 762,581 | SH | | SOLE | | 762,581 | 0 | 0 |
PROSPECT CAPITAL CORP | COMMON STOCK USD.001 | 74348T102 | 4,778 | 425,859 | SH | | SOLE | | 425,859 | 0 | 0 |
PROSPERITY BANCSHARES INC | COMMON STOCK USD1. | 743606105 | 4,081 | 64,383 | SH | | SOLE | | 64,383 | 0 | 0 |
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 109 | 1,181 | SH | | SOLE | | 1,181 | 0 | 0 |
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK NPV | 744573106 | 13,175 | 411,204 | SH | | SOLE | | 411,204 | 0 | 0 |
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 2,147 | 14,264 | SH | | SOLE | | 14,264 | 0 | 0 |
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 7,425 | 364,523 | SH | | SOLE | | 364,523 | 0 | 0 |
PVH CORP | COMMON STOCK USD1. | 693656100 | 599 | 4,407 | SH | | SOLE | | 4,407 | 0 | 0 |
QIAGEN N.V. | COMMON STOCK EUR.01 | N72482107 | 1,361 | 57,144 | SH | | SOLE | | 57,144 | 0 | 0 |
QUAD GRAPHICS INC | COMMON STOCK USD.025 | 747301109 | 628 | 23,050 | SH | | SOLE | | 23,050 | 0 | 0 |
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 6,551 | 88,229 | SH | | SOLE | | 88,229 | 0 | 0 |
QUALITY DISTRIBUTION INC | COMMON STOCK NPV | 74756M102 | 1,235 | 96,233 | SH | | SOLE | | 96,233 | 0 | 0 |
QUALITY SYSTEMS INC | COMMON STOCK USD.01 | 747582104 | 478 | 22,695 | SH | | SOLE | | 22,695 | 0 | 0 |
QUESTCOR PHARMACEUTICALS | COMMON STOCK NPV | 74835Y101 | 4,227 | 77,632 | SH | | SOLE | | 77,632 | 0 | 0 |
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 1,950 | 37,357 | SH | | SOLE | | 37,357 | 0 | 0 |
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 16,551 | 182,486 | SH | | SOLE | | 182,486 | 0 | 0 |
REGAL BELOIT CORP | COMMON STOCK USD.01 | 758750103 | 873 | 11,846 | SH | | SOLE | | 11,846 | 0 | 0 |
RELIANCE STEEL + ALUMINUM | COMMON STOCK NPV | 759509102 | 11,453 | 151,019 | SH | | SOLE | | 151,019 | 0 | 0 |
RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1. | G7496G103 | 2,236 | 22,969 | SH | | SOLE | | 22,969 | 0 | 0 |
REPLIGEN CORP | COMMON STOCK USD.01 | 759916109 | 614 | 45,032 | SH | | SOLE | | 45,032 | 0 | 0 |
RESMED INC | COMMON STOCK USD.004 | 761152107 | 2,913 | 61,866 | SH | | SOLE | | 61,866 | 0 | 0 |
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 2,357 | 160,123 | SH | | SOLE | | 160,123 | 0 | 0 |
RITE AID CORP | COMMON STOCK USD1. | 767754104 | 2,633 | 520,387 | SH | | SOLE | | 520,387 | 0 | 0 |
RLJ LODGING TRUST | REIT | 74965L101 | 3,447 | 141,737 | SH | | SOLE | | 141,737 | 0 | 0 |
ROCK TENN COMPANY CL A | COMMON STOCK USD.01 | 772739207 | 5,239 | 49,886 | SH | | SOLE | | 49,886 | 0 | 0 |
ROCKWELL AUTOMATION INC | COMMON STOCK USD1. | 773903109 | 1,683 | 14,246 | SH | | SOLE | | 14,246 | 0 | 0 |
ROCKWELL COLLINS INC | COMMON STOCK USD.01 | 774341101 | 864 | 11,694 | SH | | SOLE | | 11,694 | 0 | 0 |
ROSETTA RESOURCES INC | COMMON STOCK USD.001 | 777779307 | 2,198 | 45,745 | SH | | SOLE | | 45,745 | 0 | 0 |
RPX CORP | COMMON STOCK USD.0001 | 74972G103 | 1,308 | 77,401 | SH | | SOLE | | 77,401 | 0 | 0 |
RYLAND GROUP INC/THE | COMMON STOCK USD1. | 783764103 | 1,835 | 42,271 | SH | | SOLE | | 42,271 | 0 | 0 |
SAGENT PHARMACEUTICALS INC | COMMON STOCK USD.01 | 786692103 | 1,975 | 77,819 | SH | | SOLE | | 77,819 | 0 | 0 |
SANDISK CORP | COMMON STOCK USD.001 | 80004C101 | 1,078 | 15,283 | SH | | SOLE | | 15,283 | 0 | 0 |
SBA COMMUNICATIONS CORP CL A | COMMON STOCK USD.01 | 78388J106 | 2,075 | 23,094 | SH | | SOLE | | 23,094 | 0 | 0 |
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 60,910 | 675,953 | SH | | SOLE | | 675,953 | 0 | 0 |
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 1,431 | 25,472 | SH | | SOLE | | 25,472 | 0 | 0 |
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 3,018 | 88,643 | SH | | SOLE | | 88,643 | 0 | 0 |
SELECT COMFORT CORPORATION | COMMON STOCK USD.01 | 81616X103 | 1,380 | 65,457 | SH | | SOLE | | 65,457 | 0 | 0 |
SELECT INCOME REIT | REIT USD.01 | 81618T100 | 2,660 | 99,474 | SH | | SOLE | | 99,474 | 0 | 0 |
SEMPRA ENERGY | COMMON STOCK NPV | 816851109 | 1,738 | 19,359 | SH | | SOLE | | 19,359 | 0 | 0 |
SHINHAN FINANCIAL GROUP ADR | ADR | 824596100 | 1,889 | 41,333 | SH | | SOLE | | 41,333 | 0 | 0 |
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 755 | 26,020 | SH | | SOLE | | 26,020 | 0 | 0 |
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 770 | 20,728 | SH | | SOLE | | 20,728 | 0 | 0 |
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 3,845 | 25,268 | SH | | SOLE | | 25,268 | 0 | 0 |
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 1,701 | 47,604 | SH | | SOLE | | 47,604 | 0 | 0 |
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 5,505 | 192,756 | SH | | SOLE | | 192,756 | 0 | 0 |
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 1,640 | 17,750 | SH | | SOLE | | 17,750 | 0 | 0 |
SMITH + WESSON HOLDING CORP | COMMON STOCK USD.001 | 831756101 | 1,147 | 84,997 | SH | | SOLE | | 84,997 | 0 | 0 |
SNAP ON INC | COMMON STOCK USD1. | 833034101 | 3,077 | 28,096 | SH | | SOLE | | 28,096 | 0 | 0 |
SOHU.COM INC | COMMON STOCK USD.001 | 83408W103 | 483 | 6,623 | SH | | SOLE | | 6,623 | 0 | 0 |
SOUTHERN CO/THE | COMMON STOCK USD5. | 842587107 | 2,178 | 52,982 | SH | | SOLE | | 52,982 | 0 | 0 |
SOUTHWEST AIRLINES CO | COMMON STOCK USD1. | 844741108 | 5,951 | 315,854 | SH | | SOLE | | 315,854 | 0 | 0 |
SPDR S+P 500 ETF TRUST | SPDR S+P 500 ETF TRUST | 78462F103 | 13,395 | 72,535 | SH | | SOLE | | 72,535 | 0 | 0 |
SPIRIT AIRLINES INC | COMMON STOCK USD.0001 | 848577102 | 1,446 | 31,852 | SH | | SOLE | | 31,852 | 0 | 0 |
SPX CORP | COMMON STOCK USD10. | 784635104 | 991 | 9,947 | SH | | SOLE | | 9,947 | 0 | 0 |
SS+C TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 78467J100 | 1,414 | 31,957 | SH | | SOLE | | 31,957 | 0 | 0 |
ST JUDE MEDICAL INC | COMMON STOCK USD.1 | 790849103 | 6,874 | 110,963 | SH | | SOLE | | 110,963 | 0 | 0 |
STAPLES INC | COMMON STOCK USD.0006 | 855030102 | 2,879 | 181,154 | SH | | SOLE | | 181,154 | 0 | 0 |
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 1,597 | 20,378 | SH | | SOLE | | 20,378 | 0 | 0 |
STARWOOD PROPERTY TRUST INC | REIT USD.01 | 85571B105 | 2,385 | 86,116 | SH | | SOLE | | 86,116 | 0 | 0 |
STARZ A | COMMON STOCK USD.01 | 85571Q102 | 5,481 | 187,454 | SH | | SOLE | | 187,454 | 0 | 0 |
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 5,152 | 263,641 | SH | | SOLE | | 263,641 | 0 | 0 |
STERIS CORP | COMMON STOCK NPV | 859152100 | 2,029 | 42,225 | SH | | SOLE | | 42,225 | 0 | 0 |
STEWART INFORMATION SERVICES | COMMON STOCK USD1. | 860372101 | 1,410 | 43,681 | SH | | SOLE | | 43,681 | 0 | 0 |
STONE ENERGY CORP | COMMON STOCK USD.01 | 861642106 | 2,162 | 62,496 | SH | | SOLE | | 62,496 | 0 | 0 |
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 2,373 | 31,585 | SH | | SOLE | | 31,585 | 0 | 0 |
STURM RUGER + CO INC | COMMON STOCK USD1. | 864159108 | 1,292 | 17,672 | SH | | SOLE | | 17,672 | 0 | 0 |
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1 | 100 | SH | | SOLE | | 100 | 0 | 0 |
SUSQUEHANNA BANCSHARES INC | COMMON STOCK USD2. | 869099101 | 1,586 | 123,548 | SH | | SOLE | | 123,548 | 0 | 0 |
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 1,476 | 62,591 | SH | | SOLE | | 62,591 | 0 | 0 |
SYNNEX CORP | COMMON STOCK USD.001 | 87162W100 | 2,304 | 34,187 | SH | | SOLE | | 34,187 | 0 | 0 |
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 5,817 | 143,376 | SH | | SOLE | | 143,376 | 0 | 0 |
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 28,275 | 446,887 | SH | | SOLE | | 446,887 | 0 | 0 |
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 1,516 | 27,510 | SH | | SOLE | | 27,510 | 0 | 0 |
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 1,381 | 26,763 | SH | | SOLE | | 26,763 | 0 | 0 |
TECHNOLOGY SELECT SECTOR SPDR | TECHNOLOGY SELECT SECT SPDR | 81369Y803 | 6,847 | 191,570 | SH | | SOLE | | 191,570 | 0 | 0 |
TECK RESOURCES LTD CLS B | COMMON STOCK NPV | 878742204 | 15,451 | 594,032 | SH | | SOLE | | 594,032 | 0 | 0 |
TELENAV INC | COMMON STOCK USD.001 | 879455103 | 700 | 106,185 | SH | | SOLE | | 106,185 | 0 | 0 |
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 3,040 | 172,557 | SH | | SOLE | | 172,557 | 0 | 0 |
TERNIUM SA SPONSORED ADR | ADR USD1. | 880890108 | 98,874 | 3,158,914 | SH | | SOLE | | 3,158,914 | 0 | 0 |
TERNIUM SA SPONSORED ADR | ADR USD1. | 880890108 | 170,867 | 5,459,023 | SH | | SOLE | | 0 | 0 | 5,459,023 |
TESORO CORP | COMMON STOCK USD.167 | 881609101 | 4,793 | 81,928 | SH | | SOLE | | 81,928 | 0 | 0 |
TESSCO TECHNOLOGIES INC | COMMON STOCK USD.01 | 872386107 | 1,171 | 29,040 | SH | | SOLE | | 29,040 | 0 | 0 |
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 2,255 | 80,598 | SH | | SOLE | | 80,598 | 0 | 0 |
TETRAPHASE PHARMACEUTICALS I | COMMON STOCK USD.001 | 88165N105 | 269 | 19,915 | SH | | SOLE | | 19,915 | 0 | 0 |
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 15,259 | 415,087 | SH | | SOLE | | 415,087 | 0 | 0 |
THIRD POINT REINSURANCE LTD | COMMON STOCK USD.1 | G8827U100 | 4,188 | 226,012 | SH | | SOLE | | 226,012 | 0 | 0 |
THOMPSON CREEK METALS CO | PREFERRED STOCK 05/15 6.5 | 884768300 | 398 | 30,550 | SH | | SOLE | | 30,550 | 0 | 0 |
THOMPSON CREEK METALS CO | PREFERRED STOCK 05/15 6.5 | 884768300 | 126 | 9,700 | SH | | SOLE | | 0 | 0 | 9,700 |
TIBCO SOFTWARE INC | COMMON STOCK USD.001 | 88632Q103 | 1,725 | 76,743 | SH | | SOLE | | 76,743 | 0 | 0 |
TIME WARNER CABLE | COMMON STOCK USD.01 | 88732J207 | 16,064 | 118,556 | SH | | SOLE | | 118,556 | 0 | 0 |
TIME WARNER INC | COMMON STOCK USD.01 | 887317303 | 2,131 | 30,566 | SH | | SOLE | | 30,566 | 0 | 0 |
TIVO INC | COMMON STOCK USD.001 | 888706108 | 2,776 | 211,597 | SH | | SOLE | | 211,597 | 0 | 0 |
TOWER GROUP INTL LTD | SR UNSECURED 09/14 5. | 891777AC8 | 1,101 | 1,300,000 | SH | | SOLE | | 1,300,000 | 0 | 0 |
TOWER GROUP INTL LTD | SR UNSECURED 09/14 5. | 891777AC8 | 593 | 700,000 | SH | | SOLE | | 0 | 0 | 700,000 |
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 1,469 | 18,929 | SH | | SOLE | | 18,929 | 0 | 0 |
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 522 | 3,244 | SH | | SOLE | | 3,244 | 0 | 0 |
TRAVELERS COS INC/THE | COMMON STOCK NPV | 89417E109 | 4,612 | 50,944 | SH | | SOLE | | 50,944 | 0 | 0 |
TREE.COM INC | COMMON STOCK USD.01 | 894675107 | 949 | 28,888 | SH | | SOLE | | 28,888 | 0 | 0 |
TRINITY INDUSTRIES INC | COMMON STOCK USD1. | 896522109 | 5,078 | 93,135 | SH | | SOLE | | 93,135 | 0 | 0 |
TRIUMPH GROUP INC | COMMON STOCK USD.001 | 896818101 | 4,860 | 63,885 | SH | | SOLE | | 63,885 | 0 | 0 |
TUTOR PERINI CORP | COMMON STOCK USD1. | 901109108 | 1,063 | 40,400 | SH | | SOLE | | 40,400 | 0 | 0 |
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 8,748 | 261,442 | SH | | SOLE | | 261,442 | 0 | 0 |
UGI CORP | COMMON STOCK NPV | 902681105 | 7,900 | 190,553 | SH | | SOLE | | 190,553 | 0 | 0 |
ULTRA CLEAN HOLDINGS INC | COMMON STOCK USD.001 | 90385V107 | 513 | 51,098 | SH | | SOLE | | 51,098 | 0 | 0 |
ULTRA PETROLEUM CORP | COMMON STOCK NPV | 903914109 | 15,447 | 713,507 | SH | | SOLE | | 713,507 | 0 | 0 |
UMPQUA HOLDINGS CORP | COMMON STOCK NPV | 904214103 | 5,207 | 272,060 | SH | | SOLE | | 272,060 | 0 | 0 |
UNILEVER PLC SPONSORED ADR | ADR | 904767704 | 1,768 | 42,917 | SH | | SOLE | | 42,917 | 0 | 0 |
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 3,595 | 21,397 | SH | | SOLE | | 21,397 | 0 | 0 |
UNISYS CORP | COMMON STOCK USD.01 | 909214306 | 706 | 21,018 | SH | | SOLE | | 21,018 | 0 | 0 |
UNIT CORP | COMMON STOCK USD.2 | 909218109 | 3,557 | 68,913 | SH | | SOLE | | 68,913 | 0 | 0 |
UNITED FIRE GROUP INC | COMMON STOCK USD.001 | 910340108 | 1,505 | 52,510 | SH | | SOLE | | 52,510 | 0 | 0 |
UNITED STATIONERS INC | COMMON STOCK USD.1 | 913004107 | 1,397 | 30,453 | SH | | SOLE | | 30,453 | 0 | 0 |
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 11,510 | 101,784 | SH | | SOLE | | 101,784 | 0 | 0 |
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 2,372 | 31,503 | SH | | SOLE | | 31,503 | 0 | 0 |
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 8,087 | 99,518 | SH | | SOLE | | 99,518 | 0 | 0 |
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 4,075 | 116,153 | SH | | SOLE | | 116,153 | 0 | 0 |
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 465 | 12,524 | SH | | SOLE | | 12,524 | 0 | 0 |
URS CORP | COMMON STOCK USD.01 | 903236107 | 8,532 | 161,020 | SH | | SOLE | | 161,020 | 0 | 0 |
US BANCORP | COMMON STOCK USD.01 | 902973304 | 33,771 | 835,918 | SH | | SOLE | | 835,918 | 0 | 0 |
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 7,506 | 331,668 | SH | | SOLE | | 331,668 | 0 | 0 |
USEC INC | SR UNSECURED 10/14 3. | 90333EAC2 | 4,546 | 13,671,000 | SH | | SOLE | | 13,671,000 | 0 | 0 |
USEC INC | SR UNSECURED 10/14 3. | 90333EAC2 | 1,596 | 4,800,000 | SH | | SOLE | | 0 | 0 | 4,800,000 |
VALE SA SP PREF ADR | ADR NPV | 91912E204 | 1,162 | 82,951 | SH | | SOLE | | 82,951 | 0 | 0 |
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 6,015 | 119,337 | SH | | SOLE | | 119,337 | 0 | 0 |
VALIDUS HOLDINGS LTD | COMMON STOCK USD.175 | G9319H102 | 5,518 | 136,969 | SH | | SOLE | | 136,969 | 0 | 0 |
VALMONT INDUSTRIES | COMMON STOCK USD1. | 920253101 | 5,230 | 35,075 | SH | | SOLE | | 35,075 | 0 | 0 |
VALSPAR CORP | COMMON STOCK USD.5 | 920355104 | 1,220 | 17,119 | SH | | SOLE | | 17,119 | 0 | 0 |
VANGUARD FTSE EMERGING MARKETS | VANGUARD FTSE EMERGING MARKE | 922042858 | 782 | 19,000 | SH | | SOLE | | 19,000 | 0 | 0 |
VERINT SYSTEMS INC | COMMON STOCK USD.001 | 92343X100 | 3,239 | 75,430 | SH | | SOLE | | 75,430 | 0 | 0 |
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 13,082 | 218,840 | SH | | SOLE | | 218,840 | 0 | 0 |
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 6,058 | 123,285 | SH | | SOLE | | 123,285 | 0 | 0 |
VF CORP | COMMON STOCK NPV | 918204108 | 661 | 10,604 | SH | | SOLE | | 10,604 | 0 | 0 |
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 23,978 | 274,535 | SH | | SOLE | | 274,535 | 0 | 0 |
VODAFONE GROUP PLC SP ADR | ADR | 92857W209 | 2,345 | 59,650 | SH | | SOLE | | 59,650 | 0 | 0 |
VOXX INTERNATIONAL CORP | COMMON STOCK USD.01 | 91829F104 | 1,288 | 77,107 | SH | | SOLE | | 77,107 | 0 | 0 |
WABASH NATIONAL CORP | COMMON STOCK USD.01 | 929566107 | 2,168 | 175,535 | SH | | SOLE | | 175,535 | 0 | 0 |
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 726 | 7,771 | SH | | SOLE | | 7,771 | 0 | 0 |
WABTEC CORP | COMMON STOCK USD.01 | 929740108 | 6,208 | 83,591 | SH | | SOLE | | 83,591 | 0 | 0 |
WADDELL + REED FINANCIAL A | COMMON STOCK USD.01 | 930059100 | 5,106 | 78,415 | SH | | SOLE | | 78,415 | 0 | 0 |
WAL MART STORES INC | COMMON STOCK USD.1 | 931142103 | 8,018 | 101,888 | SH | | SOLE | | 101,888 | 0 | 0 |
WALGREEN CO | COMMON STOCK USD.078125 | 931422109 | 2,224 | 38,718 | SH | | SOLE | | 38,718 | 0 | 0 |
WALKER + DUNLOP INC | COMMON STOCK | 93148P102 | 2,074 | 128,256 | SH | | SOLE | | 128,256 | 0 | 0 |
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 33,077 | 432,945 | SH | | SOLE | | 432,945 | 0 | 0 |
WASHINGTON FEDERAL INC | COMMON STOCK USD1. | 938824109 | 2,492 | 106,991 | SH | | SOLE | | 106,991 | 0 | 0 |
WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 947890109 | 8,877 | 284,711 | SH | | SOLE | | 284,711 | 0 | 0 |
WELLPOINT INC | COMMON STOCK USD.01 | 94973V107 | 10,538 | 114,059 | SH | | SOLE | | 114,059 | 0 | 0 |
WELLS FARGO + CO | COMMON STOCK USD1.666 | 949746101 | 12,489 | 275,098 | SH | | SOLE | | 275,098 | 0 | 0 |
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 22,667 | 270,165 | SH | | SOLE | | 270,165 | 0 | 0 |
WESTERN REFINING INC | COMMON STOCK USD.01 | 959319104 | 1,707 | 40,239 | SH | | SOLE | | 40,239 | 0 | 0 |
WESTERN UNION CO | COMMON STOCK USD.01 | 959802109 | 949 | 55,020 | SH | | SOLE | | 55,020 | 0 | 0 |
WESTMORELAND COAL CO | COMMON STOCK USD2.5 | 960878106 | 775 | 40,197 | SH | | SOLE | | 40,197 | 0 | 0 |
WGL HOLDINGS INC | COMMON STOCK NPV | 92924F106 | 2,265 | 56,543 | SH | | SOLE | | 56,543 | 0 | 0 |
WILEY (JOHN) + SONS CLASS A | COMMON STOCK USD1. | 968223206 | 4,043 | 73,247 | SH | | SOLE | | 73,247 | 0 | 0 |
WINTRUST FINANCIAL CORP | COMMON STOCK NPV | 97650W108 | 1,559 | 33,807 | SH | | SOLE | | 33,807 | 0 | 0 |
WISDOMTREE INVESTMENTS INC | COMMON STOCK USD.01 | 97717P104 | 1,317 | 74,375 | SH | | SOLE | | 74,375 | 0 | 0 |
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 3,393 | 78,604 | SH | | SOLE | | 78,604 | 0 | 0 |
WORTHINGTON INDUSTRIES | COMMON STOCK NPV | 981811102 | 1,656 | 39,351 | SH | | SOLE | | 39,351 | 0 | 0 |
WYNDHAM WORLDWIDE CORP | COMMON STOCK USD.01 | 98310W108 | 13,394 | 181,762 | SH | | SOLE | | 181,762 | 0 | 0 |
XEROX CORP | COMMON STOCK USD1. | 984121103 | 4,588 | 376,987 | SH | | SOLE | | 376,987 | 0 | 0 |
XL GROUP PLC | COMMON STOCK USD.01 | G98290102 | 1,882 | 59,095 | SH | | SOLE | | 59,095 | 0 | 0 |
ZALE CORP | COMMON STOCK USD.01 | 988858106 | 1,113 | 70,582 | SH | | SOLE | | 70,582 | 0 | 0 |
ZILLOW INC CLASS A | COMMON STOCK USD.0001 | 98954A107 | 399 | 4,888 | SH | | SOLE | | 4,888 | 0 | 0 |
ZIMMER HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 246 | 2,640 | SH | | SOLE | | 2,640 | 0 | 0 |