The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
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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
3M+A3:L509 CO COMMON STOCK USD.01 88579Y101 9,868 59,826 SH   SOLE   59,826 0 0
ABBOTT LABORATORIES COMMON STOCK NPV 002824100 6,337 136,783 SH   SOLE   136,783 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 2,374 40,560 SH   SOLE   40,560 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 3,430 36,605 SH   SOLE   36,605 0 0
ACE LTD COMMON STOCK CHF24.77 H0023R105 21,315 191,179 SH   SOLE   191,179 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 845 25,384 SH   SOLE   25,384 0 0
ACTAVIS PLC COMMON STOCK USD.0033 G0083B108 30,363 102,019 SH   SOLE   102,019 0 0
ADT CORP/THE COMMON STOCK USD.01 00101J106 9,371 225,692 SH   SOLE   225,692 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 321 2,146 SH   SOLE   2,146 0 0
ADVANCED SEMICONDUCTOR E ADR ADR 00756M404 92 12,726 SH   SOLE   12,726 0 0
AECOM COMMON STOCK USD.01 00766T100 2,789 90,500 SH   SOLE   90,500 0 0
AES CORP COMMON STOCK USD.01 00130H105 7,611 592,310 SH   SOLE   592,310 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 7,577 71,128 SH   SOLE   71,128 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 6,406 29,828 SH   SOLE   29,828 0 0
AGL RESOURCES INC COMMON STOCK USD5. 001204106 4,948 99,665 SH   SOLE   99,665 0 0
AIRGAS INC COMMON STOCK USD.01 009363102 2,582 24,336 SH   SOLE   24,336 0 0
ALAMO GROUP INC COMMON STOCK USD.1 011311107 1,263 20,000 SH   SOLE   20,000 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 2,271 34,312 SH   SOLE   34,312 0 0
ALCOA INC COMMON STOCK USD1. 013817101 463 35,800 SH   SOLE   35,800 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 5,767 58,827 SH   SOLE   58,827 0 0
ALLEGHANY CORP COMMON STOCK USD1. 017175100 7,548 15,498 SH   SOLE   15,498 0 0
ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 448 25,710 SH   SOLE   25,710 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 2,726 38,300 SH   SOLE   38,300 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 553 33,345 SH   SOLE   33,345 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 6,180 113,054 SH   SOLE   100,326 0 12,728
AMAZON.COM INC COMMON STOCK USD.01 023135106 2,264 6,084 SH   SOLE   6,084 0 0
AMBEV SA ADR ADR NPV 02319V103 171 29,603 SH   SOLE   29,603 0 0
AMERICA MOVIL SPN ADR CL L ADR NPV 02364W105 28,009 1,368,987 SH   SOLE   11,533 0 1,357,454
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 33,684 638,203 SH   SOLE   611,360 0 26,843
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 4,524 105,534 SH   SOLE   105,534 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 37,214 679,217 SH   SOLE   679,217 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 7,358 78,151 SH   SOLE   78,151 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,327 10,140 SH   SOLE   10,140 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 8,414 74,022 SH   SOLE   74,022 0 0
AMETEK INC COMMON STOCK USD.01 031100100 1,025 19,500 SH   SOLE   19,500 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 16,112 100,794 SH   SOLE   100,794 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 1,047 118,500 SH   SOLE   118,500 0 0
AMSURG CORP COMMON STOCK NPV 03232P405 1,731 28,135 SH   SOLE   28,135 0 0
ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 396 22,250 SH   SOLE   22,250 0 0
ANGLOGOLD ASHANTI SPON ADR ADR NPV 035128206 14,077 1,507,183 SH   SOLE   325,682 0 1,181,501
ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 584 9,330 SH   SOLE   9,330 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 2,049 49,765 SH   SOLE   49,765 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 11,564 74,894 SH   SOLE   74,894 0 0
APACHE CORP COMMON STOCK USD.625 037411105 5,322 88,218 SH   SOLE   88,218 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1,581 92,010 SH   SOLE   92,010 0 0
APPLE INC COMMON STOCK USD.00001 037833100 101,916 819,060 SH   SOLE   819,060 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 1,242 32,772 SH   SOLE   32,772 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK NPV 039483102 7,002 147,726 SH   SOLE   147,726 0 0
ARRIS GROUP INC COMMON STOCK USD.01 04270V106 2,913 100,800 SH   SOLE   100,800 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 11,021 180,222 SH   SOLE   180,222 0 0
ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 2,058 24,760 SH   SOLE   24,760 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 4,497 95,210 SH   SOLE   95,210 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 7,822 203,230 SH   SOLE   203,230 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 5,397 87,887 SH   SOLE   87,887 0 0
AT+T INC COMMON STOCK USD1. 00206R102 6,605 202,302 SH   SOLE   202,302 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 813 2,000,000 SH   SOLE   2,000,000 0 0
ATWOOD OCEANICS INC COMMON STOCK USD1. 050095108 3,064 108,988 SH   SOLE   108,988 0 0
AUTOLIV INC COMMON STOCK USD1. 052800109 25,239 214,306 SH   SOLE   214,306 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 6,337 98,500 SH   SOLE   98,500 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 20,002 29,321 SH   SOLE   29,321 0 0
AVERY DENNISON CORP COMMON STOCK USD1. 053611109 2,468 46,644 SH   SOLE   46,644 0 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 1,548 71,487 SH   SOLE   71,487 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 2,907 49,263 SH   SOLE   49,263 0 0
AVNET INC COMMON STOCK USD1. 053807103 10,926 245,517 SH   SOLE   245,517 0 0
AVON PRODUCTS INC COMMON STOCK USD.25 054303102 4,885 611,442 SH   SOLE   611,442 0 0
BAKER HUGHES INC COMMON STOCK USD1. 057224107 20,271 318,834 SH   SOLE   318,834 0 0
BANCOLOMBIA S.A. SPONS ADR ADR 05968L102 5,360 136,273 SH   SOLE   0 0 136,273
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 4,682 304,199 SH   SOLE   304,199 0 0
BANKRATE INC COMMON STOCK USD.01 06647F102 317 27,990 SH   SOLE   27,990 0 0
BARRACUDA NETWORKS INC COMMON STOCK USD.001 068323104 936 24,340 SH   SOLE   24,340 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P100 545 78,650 SH   SOLE   78,650 0 0
BBCN BANCORP INC COMMON STOCK USD.001 073295107 1,314 90,817 SH   SOLE   90,817 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 11,664 81,231 SH   SOLE   81,231 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 26,847 349,686 SH   SOLE   349,686 0 0
BEL FUSE INC CL B COMMON STOCK USD.1 077347300 751 39,450 SH   SOLE   39,450 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 13,391 92,789 SH   SOLE   92,789 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 1,646 34,270 SH   SOLE   34,270 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 5,352 12,675 SH   SOLE   12,675 0 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 988 8,180 SH   SOLE   8,180 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 4,261 28,392 SH   SOLE   28,392 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 2,095 118,000 SH   SOLE   118,000 0 0
BROADCOM CORP CL A COMMON STOCK USD.0001 111320107 1,537 35,490 SH   SOLE   35,490 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 18,615 1,568,868 SH   SOLE   1,568,868 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 975 18,960 SH   SOLE   18,960 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 2,772 55,480 SH   SOLE   55,480 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 6,716 364,220 SH   SOLE   364,220 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 1,013 41,249 SH   SOLE   41,249 0 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1,212 31,040 SH   SOLE   31,040 0 0
CALAMP CORP COMMON STOCK USD.01 128126109 925 57,130 SH   SOLE   57,130 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 2,938 128,448 SH   SOLE   128,448 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 529 13,360 SH   SOLE   13,360 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 31,331 397,498 SH   SOLE   397,498 0 0
CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 3,295 36,504 SH   SOLE   36,504 0 0
CASCADE MICROTECH INC COMMON STOCK USD.01 147322101 371 27,330 SH   SOLE   27,330 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 9,852 123,105 SH   SOLE   123,105 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 1,393 48,964 SH   SOLE   48,964 0 0
CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 5,130 259,070 SH   SOLE   259,070 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 9,496 156,616 SH   SOLE   156,616 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 2,333 62,660 SH   SOLE   62,660 0 0
CELESTICA INC COMMON STOCK NPV 15101Q108 861 77,509 SH   SOLE   77,509 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 39,899 346,103 SH   SOLE   346,103 0 0
CELLDEX THERAPEUTICS INC COMMON STOCK USD.001 15117B103 663 23,802 SH   SOLE   23,802 0 0
CENOVUS ENERGY INC COMMON STOCK NPV 15135U109 11,130 659,373 SH   SOLE   659,373 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 2,789 39,460 SH   SOLE   39,460 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 1,404 274,757 SH   SOLE   203,621 0 71,136
CERNER CORP COMMON STOCK USD.01 156782104 3,165 43,200 SH   SOLE   43,200 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 1,878 6,620 SH   SOLE   6,620 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 3,891 115,015 SH   SOLE   115,015 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 56,611 539,256 SH   SOLE   539,256 0 0
CHINA MOBILE LTD SPON ADR ADR 16941M109 422 6,494 SH   SOLE   6,494 0 0
CHUBB CORP COMMON STOCK USD1. 171232101 3,872 38,300 SH   SOLE   38,300 0 0
CHURCH + DWIGHT CO INC COMMON STOCK USD1. 171340102 356 4,170 SH   SOLE   4,170 0 0
CIA DE MINAS BUENAVENTUR ADR ADR 204448104 36,466 3,599,762 SH   SOLE   854,823 0 2,744,939
CIGNA CORP COMMON STOCK USD.25 125509109 19,532 150,896 SH   SOLE   150,896 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 1,769 33,200 SH   SOLE   33,200 0 0
CINTAS CORP COMMON STOCK NPV 172908105 8,402 102,922 SH   SOLE   102,922 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 8,706 261,762 SH   SOLE   261,762 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 55,209 2,005,768 SH   SOLE   2,005,768 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 47,010 912,470 SH   SOLE   912,470 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 1,747 27,357 SH   SOLE   27,357 0 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 1,880 17,035 SH   SOLE   17,035 0 0
CLOVIS ONCOLOGY INC COMMON STOCK USD.001 189464100 498 6,703 SH   SOLE   6,703 0 0
COACH INC COMMON STOCK USD.01 189754104 1,680 40,560 SH   SOLE   40,560 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 22,595 557,205 SH   SOLE   557,205 0 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 4,513 102,100 SH   SOLE   102,100 0 0
COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01 199333105 1,717 63,746 SH   SOLE   63,746 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 45,374 803,513 SH   SOLE   803,513 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 1,543 73,360 SH   SOLE   73,360 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 3,310 63,308 SH   SOLE   63,308 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 832 19,034 SH   SOLE   19,034 0 0
COMPASS MINERALS INTERNATION COMMON STOCK USD.01 20451N101 634 6,800 SH   SOLE   6,800 0 0
COMPUTER SCIENCES CORP COMMON STOCK USD1. 205363104 5,536 84,806 SH   SOLE   84,806 0 0
CONAGRA FOODS INC COMMON STOCK USD5. 205887102 10,863 297,366 SH   SOLE   297,366 0 0
CONNECTICUT WATER SVC INC COMMON STOCK NPV 207797101 861 23,690 SH   SOLE   23,690 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 6,813 109,426 SH   SOLE   109,426 0 0
CONSUMER DISCRETIONARY SELECT CONSUMER DISCRETIONARY SELT 81369Y407 4,927 65,585 SH   SOLE   65,585 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 134 2,259 SH   SOLE   2,259 0 0
COPA HOLDINGS SA CLASS A COMMON STOCK NPV P31076105 46,542 460,952 SH   SOLE   119,437 0 341,515
CORNING INC COMMON STOCK USD.5 219350105 8,531 376,154 SH   SOLE   376,154 0 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 2,547 63,276 SH   SOLE   63,276 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 2,694 17,781 SH   SOLE   17,781 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 2,353 15,468 SH   SOLE   15,468 0 0
CRANE CO COMMON STOCK USD1. 224399105 4,768 76,391 SH   SOLE   76,391 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 16,808 162,850 SH   SOLE   162,850 0 0
CYNOSURE INC A COMMON STOCK USD.001 232577205 450 14,663 SH   SOLE   14,663 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 3,511 165,920 SH   SOLE   165,920 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 3,013 35,490 SH   SOLE   35,490 0 0
DEERE + CO COMMON STOCK USD1. 244199105 2,159 24,621 SH   SOLE   24,621 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 5,933 149,264 SH   SOLE   149,264 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 7,660 96,068 SH   SOLE   96,068 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 20,509 456,159 SH   SOLE   456,159 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 3,113 44,933 SH   SOLE   44,933 0 0
DILLARDS INC CL A COMMON STOCK NPV 254067101 6,343 46,465 SH   SOLE   46,465 0 0
DIRECTV COMMON STOCK USD.01 25490A309 5,609 65,910 SH   SOLE   65,910 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 23,032 305,539 SH   SOLE   305,539 0 0
DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 4,362 61,553 SH   SOLE   61,553 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 2,433 50,700 SH   SOLE   50,700 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 5,703 200,236 SH   SOLE   200,236 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 11,369 144,859 SH   SOLE   144,859 0 0
DSW INC CLASS A COMMON STOCK NPV 23334L102 2,160 58,570 SH   SOLE   58,570 0 0
DTE ENERGY COMPANY COMMON STOCK NPV 233331107 1,545 19,149 SH   SOLE   19,149 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 712,507 9,969,322 SH   SOLE   9,969,322 0 0
DUCOMMUN INC COMMON STOCK USD.01 264147109 875 33,794 SH   SOLE   33,794 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 4,831 62,921 SH   SOLE   62,921 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 879 26,905 SH   SOLE   26,905 0 0
DYNEGY INC COMMON STOCK USD.01 26817R108 5,604 178,312 SH   SOLE   178,312 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 2,448 85,724 SH   SOLE   85,724 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 4,835 119,500 SH   SOLE   119,500 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 6,481 93,568 SH   SOLE   93,568 0 0
EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 15 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 12 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO COMMON STOCK USD.01 277461406 152 8,026 SH   SOLE   2,709 0 5,317
EBAY INC COMMON STOCK USD.001 278642103 5,196 90,085 SH   SOLE   90,085 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK USD1. 28176E108 5,261 36,932 SH   SOLE   36,932 0 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 2,587 43,985 SH   SOLE   43,985 0 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 422 10,110 SH   SOLE   10,110 0 0
ELI LILLY + CO COMMON STOCK NPV 532457108 4,273 58,812 SH   SOLE   58,812 0 0
EMBRAER SA SPON ADR ADR 29082A107 144 4,667 SH   SOLE   4,667 0 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4,007 156,780 SH   SOLE   156,780 0 0
EMC INS GROUP INC COMMON STOCK USD1. 268664109 772 22,840 SH   SOLE   22,840 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001 29089Q105 709 24,661 SH   SOLE   24,661 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 14,368 253,757 SH   SOLE   253,757 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 1,051 11,715 SH   SOLE   11,715 0 0
ENDOCYTE INC COMMON STOCK 29269A102 452 72,204 SH   SOLE   72,204 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 5,606 87,259 SH   SOLE   87,259 0 0
ENSCO PLC CL A COMMON STOCK USD.1 G3157S106 4,705 223,282 SH   SOLE   223,282 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 7,850 101,303 SH   SOLE   101,303 0 0
EPIZYME INC COMMON STOCK USD.0001 29428V104 342 18,186 SH   SOLE   18,186 0 0
EPLUS INC COMMON STOCK USD.01 294268107 2,826 32,510 SH   SOLE   32,510 0 0
EPR PROPERTIES REIT USD.01 26884U109 3,307 55,084 SH   SOLE   55,084 0 0
ESPERION THERAPEUTICS INC COMMON STOCK USD.001 29664W105 559 6,041 SH   SOLE   6,041 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 10,600 443,336 SH   SOLE   443,336 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 25,801 310,262 SH   SOLE   310,262 0 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 5,191 100,480 SH   SOLE   100,480 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 6,154 35,365 SH   SOLE   35,365 0 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,971 58,817 SH   SOLE   58,817 0 0
EXPEDIA INC COMMON STOCK USD.001 30212P303 7,081 75,230 SH   SOLE   75,230 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 2,848 32,828 SH   SOLE   32,828 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 1,235 18,278 SH   SOLE   18,278 0 0
EXXON MOBIL CORP COMMON STOCK NPV 30231G102 24,465 287,822 SH   SOLE   287,822 0 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 7,248 88,156 SH   SOLE   88,156 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 78 530 SH   SOLE   530 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 10,184 61,553 SH   SOLE   61,553 0 0
FIDELITY SOUTHERN CORP COMMON STOCK NPV 316394105 705 41,775 SH   SOLE   41,775 0 0
FIREEYE INC COMMON STOCK USD.0001 31816Q101 400 10,200 SH   SOLE   10,200 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 498 28,409 SH   SOLE   28,409 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 398 12,118 SH   SOLE   12,118 0 0
FIRSTMERIT CORP COMMON STOCK NPV 337915102 4,854 254,647 SH   SOLE   254,647 0 0
FISERV INC COMMON STOCK USD.01 337738108 1,520 19,149 SH   SOLE   19,149 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 11,077 175,824 SH   SOLE   175,824 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 17,078 1,058,102 SH   SOLE   1,058,102 0 0
FOREST CITY ENTERPRISES CL A COMMON STOCK USD.333 345550107 952 37,300 SH   SOLE   37,300 0 0
FOSSIL GROUP INC COMMON STOCK USD.01 34988V106 3,133 38,000 SH   SOLE   38,000 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD.01 351793104 827 46,465 SH   SOLE   46,465 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 12,774 248,914 SH   SOLE   248,914 0 0
FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 3,396 179,186 SH   SOLE   179,186 0 0
FRESH DEL MONTE PRODUCE W/D COMMON STOCK USD.01 G36738105 2,401 61,704 SH   SOLE   61,704 0 0
FUTUREFUEL CORP COMMON STOCK USD.0001 36116M106 1,254 122,090 SH   SOLE   122,090 0 0
FXCM INC SR UNSECURED 06/18 2.25 302693AB2 5,571 7,200,000 SH   SOLE   4,875,000 0 2,325,000
GAMESTOP CORP CLASS A COMMON STOCK USD.001 36467W109 296 7,800 SH   SOLE   7,800 0 0
GANNETT CO COMMON STOCK USD1. 364730101 6,167 166,319 SH   SOLE   166,319 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 4,701 108,498 SH   SOLE   108,498 0 0
GATX CORP COMMON STOCK USD.625 361448103 3,861 66,600 SH   SOLE   66,600 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1. 369550108 6,882 50,700 SH   SOLE   50,700 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 16,869 679,947 SH   SOLE   679,947 0 0
GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 11,705 312,137 SH   SOLE   312,137 0 0
GENERAL MOTORS CO WTS CALL EXP 10JUL16 37045V118 4,351 156,801 SH   SOLE   156,801 0 0
GENERAL MOTORS CO WTS CALL EXP 10JUL19 37045V126 3,491 177,681 SH   SOLE   177,681 0 0
GENESEE + WYOMING INC CL A COMMON STOCK USD.01 371559105 3,944 40,900 SH   SOLE   40,900 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 45,906 467,813 SH   SOLE   467,813 0 0
GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 3,060 62,370 SH   SOLE   62,370 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 22,517 119,793 SH   SOLE   119,793 0 0
GOOGLE INC CL A COMMON STOCK USD.001 38259P508 6,374 11,490 SH   SOLE   11,490 0 0
GOOGLE INC CL C COMMON STOCK USD.001 38259P706 5,390 9,836 SH   SOLE   9,836 0 0
GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 8,175 357,762 SH   SOLE   357,762 0 0
GREENBRIER COMPANIES INC COMMON STOCK NPV 393657101 3,905 67,321 SH   SOLE   67,321 0 0
GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01 398905109 1,487 17,220 SH   SOLE   17,220 0 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 1,216 26,780 SH   SOLE   26,780 0 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 3,314 98,888 SH   SOLE   98,888 0 0
HANGER INC COMMON STOCK USD.01 41043F208 1,356 59,780 SH   SOLE   59,780 0 0
HAVERTY FURNITURE COMMON STOCK USD1. 419596101 2,106 84,651 SH   SOLE   84,651 0 0
HCA HOLDINGS INC COMMON STOCK USD.01 40412C101 21,511 285,935 SH   SOLE   285,935 0 0
HEALTH CARE SELECT SECTOR SPDR HEALTH CARE SELECT SECTOR 81369Y209 4,939 68,120 SH   SOLE   68,120 0 0
HEALTHSOUTH CORP W/D COMMON STOCK USD.01 421924309 4,073 91,822 SH   SOLE   91,822 0 0
HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK USD.001 42235N108 170 3,625 SH   SOLE   3,625 0 0
HENRY SCHEIN INC COMMON STOCK USD.01 806407102 1,218 8,727 SH   SOLE   8,727 0 0
HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 42727J102 552 25,100 SH   SOLE   25,100 0 0
HERMAN MILLER INC COMMON STOCK USD.2 600544100 2,000 72,030 SH   SOLE   72,030 0 0
HESS CORP COMMON STOCK USD1. 42809H107 3,064 45,138 SH   SOLE   45,138 0 0
HEWLETT PACKARD CO COMMON STOCK USD.01 428236103 34,394 1,103,801 SH   SOLE   1,103,801 0 0
HIBBETT SPORTS INC COMMON STOCK USD.01 428567101 921 18,780 SH   SOLE   18,780 0 0
HILL ROM HOLDINGS INC COMMON STOCK NPV 431475102 5,102 104,113 SH   SOLE   104,113 0 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 1,089 56,017 SH   SOLE   56,017 0 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 4,859 120,662 SH   SOLE   120,662 0 0
HOLOGIC INC COMMON STOCK USD.01 436440101 4,946 149,751 SH   SOLE   149,751 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 24,030 211,510 SH   SOLE   211,510 0 0
HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 9,009 273,071 SH   SOLE   273,071 0 0
HRG GROUP INC COMMON STOCK USD.01 40434J100 4,182 335,100 SH   SOLE   335,100 0 0
HSN INC COMMON STOCK USD.01 404303109 5,148 75,450 SH   SOLE   75,450 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 10,703 76,366 SH   SOLE   76,366 0 0
HUNTSMAN CORP COMMON STOCK USD.01 447011107 4,532 204,442 SH   SOLE   204,442 0 0
HYSTER YALE MATERIALS COMMON STOCK USD.01 449172105 3,711 50,637 SH   SOLE   50,637 0 0
IAC/INTERACTIVECORP COMMON STOCK USD.001 44919P508 1,774 26,300 SH   SOLE   26,300 0 0
ICICI BANK LTD SPON ADR ADR 45104G104 36,851 3,557,060 SH   SOLE   309,584 0 3,247,476
ICONIX BRAND GROUP INC COMMON STOCK USD.001 451055107 3,596 106,813 SH   SOLE   106,813 0 0
IDACORP INC COMMON STOCK NPV 451107106 1,697 26,994 SH   SOLE   26,994 0 0
IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 1,284 27,400 SH   SOLE   27,400 0 0
INDUSTRIAL SELECT SECTOR SPDR INDUSTRIAL SELECT SECT SPDR 81369Y704 4,910 88,040 SH   SOLE   88,040 0 0
INFORMATICA CORP COMMON STOCK USD.001 45666Q102 2,038 46,478 SH   SOLE   46,478 0 0
INGREDION INC COMMON STOCK USD.01 457187102 4,940 63,479 SH   SOLE   63,479 0 0
INNOSPEC INC COMMON STOCK USD.01 45768S105 1,252 26,980 SH   SOLE   26,980 0 0
INSIGHT ENTERPRISES INC COMMON STOCK USD.01 45765U103 1,837 64,413 SH   SOLE   64,413 0 0
INSYS THERAPEUTICS INC COMMON STOCK USD.0002145 45824V209 3,574 61,479 SH   SOLE   61,479 0 0
INTEL CORP COMMON STOCK USD.001 458140100 12,190 389,833 SH   SOLE   389,833 0 0
INTERDIGITAL INC COMMON STOCK USD.01 45867G101 348 6,868 SH   SOLE   6,868 0 0
INTERNATIONAL PAPER CO COMMON STOCK USD1. 460146103 6,133 110,526 SH   SOLE   110,526 0 0
INTERSECT ENT INC COMMON STOCK USD.001 46071F103 583 22,570 SH   SOLE   22,570 0 0
INTERVAL LEISURE GROUP COMMON STOCK USD.01 46113M108 2,416 92,180 SH   SOLE   92,180 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 7,486 46,644 SH   SOLE   46,644 0 0
ISHARES MSCI AUSTRALIA ETF ISHARES MSCI AUSTRALIA ETF 464286103 33,733 1,475,626 SH   SOLE   1,475,626 0 0
ISHARES MSCI BRAZIL CAPPED ETF ISHARES MSCI BRAZIL CAPPED E 464286400 164 5,243 SH   SOLE   5,243 0 0
ISHARES MSCI CHILE CAPPED ETF ISHARES MSCI CHILE CAPPED ET 464286640 96 2,383 SH   SOLE   2,383 0 0
ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 32,004 498,736 SH   SOLE   498,736 0 0
ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 159,387 3,971,761 SH   SOLE   848,849 0 3,122,912
ISHARES MSCI HONG KONG ETF ISHARES MSCI HONG KONG ETF 464286871 8,757 399,298 SH   SOLE   399,298 0 0
ISHARES MSCI INDIA ETF ISHARES MSCI INDIA ETF 46429B598 145 4,519 SH   SOLE   4,519 0 0
ISHARES MSCI JAPAN ETF ISHARES MSCI JAPAN ETF 464286848 43,871 3,501,262 SH   SOLE   3,501,262 0 0
ISHARES MSCI POLAND CAPPED ETF ISHARES MSCI POLAND CAPPED E 46429B606 112 4,772 SH   SOLE   4,772 0 0
ISHARES MSCI SOUTH KOREA CAPPE ISHARES MSCI SOUTH KOREA CAP 464286772 1,080 18,874 SH   SOLE   18,874 0 0
ISHARES MSCI TAIWAN ETF ISHARES MSCI TAIWAN ETF 464286731 764 48,538 SH   SOLE   48,538 0 0
ISHARES PHLX SEMICONDUCTOR ETF ISHARES PHLX SEMICONDUCTOR E 464287523 4,910 52,219 SH   SOLE   52,219 0 0
ISHARES US REAL ESTATE ETF ISHARES US REAL ESTATE ETF 464287739 4,944 62,335 SH   SOLE   62,335 0 0
ISIS PHARMACEUTICALS INC COMMON STOCK USD.001 464330109 1,417 22,257 SH   SOLE   22,257 0 0
ITAU UNIBANCO H SPON PRF ADR ADR NPV 465562106 129 11,666 SH   SOLE   11,666 0 0
J2 GLOBAL INC COMMON STOCK USD.01 48123V102 5,271 80,246 SH   SOLE   80,246 0 0
JABIL CIRCUIT INC COMMON STOCK USD.001 466313103 5,340 228,396 SH   SOLE   228,396 0 0
JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01 426281101 4,637 66,340 SH   SOLE   66,340 0 0
JACOBS ENGINEERING GROUP INC COMMON STOCK USD1. 469814107 397 8,800 SH   SOLE   8,800 0 0
JANUS CAPITAL GROUP INC COMMON STOCK USD.01 47102X105 1,678 97,610 SH   SOLE   97,610 0 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 1,335 7,727 SH   SOLE   7,727 0 0
JOHN B. SANFILIPPO + SON INC COMMON STOCK USD.01 800422107 2,325 53,940 SH   SOLE   53,940 0 0
JOHNSON + JOHNSON COMMON STOCK USD1. 478160104 19,382 192,660 SH   SOLE   192,660 0 0
JONES LANG LASALLE INC COMMON STOCK USD.01 48020Q107 6,642 38,978 SH   SOLE   38,978 0 0
JOY GLOBAL INC COMMON STOCK USD1. 481165108 11,111 283,585 SH   SOLE   283,585 0 0
JPMORGAN CHASE + CO COMMON STOCK USD1.0 46625H100 54,940 906,892 SH   SOLE   906,892 0 0
JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 4,327 191,646 SH   SOLE   191,646 0 0
K12 INC COMMON STOCK USD.0001 48273U102 468 29,780 SH   SOLE   29,780 0 0
KADANT INC COMMON STOCK USD.01 48282T104 1,281 24,340 SH   SOLE   24,340 0 0
KENNEDY WILSON HOLDINGS INC COMMON STOCK USD.0001 489398107 980 37,500 SH   SOLE   37,500 0 0
KIMCO REALTY CORP REIT USD.01 49446R109 1,959 72,967 SH   SOLE   72,967 0 0
KOHLS CORP COMMON STOCK USD.01 500255104 10,812 138,170 SH   SOLE   138,170 0 0
KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 2,249 68,430 SH   SOLE   68,430 0 0
KRATON PERFORMANCE POLYMERS COMMON STOCK USD.01 50077C106 1,045 51,700 SH   SOLE   51,700 0 0
KROGER CO COMMON STOCK USD1. 501044101 14,062 183,428 SH   SOLE   183,428 0 0
LANNETT CO INC COMMON STOCK USD.001 516012101 7,617 112,490 SH   SOLE   112,490 0 0
LAS VEGAS SANDS CORP COMMON STOCK USD.001 517834107 4,722 85,800 SH   SOLE   85,800 0 0
LASALLE HOTEL PROPERTIES REIT USD.01 517942108 3,448 88,720 SH   SOLE   88,720 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01 518415104 1,428 225,290 SH   SOLE   225,290 0 0
LAZARD LTD CL A MLP USD.01 G54050102 4,276 81,300 SH   SOLE   81,300 0 0
LEAR CORP COMMON STOCK USD.01 521865204 2,274 20,518 SH   SOLE   20,518 0 0
LENDINGTREE INC COMMON STOCK USD.01 52603B107 1,557 27,791 SH   SOLE   27,791 0 0
LENNAR CORP A COMMON STOCK USD.1 526057104 337 6,500 SH   SOLE   6,500 0 0
LEUCADIA NATIONAL CORP COMMON STOCK USD1. 527288104 4,214 189,034 SH   SOLE   189,034 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 14,242 264,522 SH   SOLE   264,522 0 0
LIBERTY INTERACTIVE CORP A TRACKING STK USD.01 53071M104 4,431 151,800 SH   SOLE   151,800 0 0
LIBERTY TRIPADVISOR HDG A COMMON STOCK USD.01 531465102 1,570 49,400 SH   SOLE   49,400 0 0
LIBERTY VENTURES SER A COMMON STOCK USD.01 53071M880 1,853 44,100 SH   SOLE   44,100 0 0
LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 879 11,400 SH   SOLE   11,400 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK NPV 533900106 3,379 51,676 SH   SOLE   51,676 0 0
LINCOLN NATIONAL CORP COMMON STOCK NPV 534187109 4,079 70,980 SH   SOLE   70,980 0 0
LOWE S COS INC COMMON STOCK USD.5 548661107 13,075 175,767 SH   SOLE   175,767 0 0
LTC PROPERTIES INC REIT USD.01 502175102 1,269 27,592 SH   SOLE   27,592 0 0
LYONDELLBASELL INDU CL A COMMON STOCK N53745100 11,559 131,650 SH   SOLE   131,650 0 0
M/I HOMES INC COMMON STOCK USD.01 55305B101 571 23,950 SH   SOLE   23,950 0 0
MACY S INC COMMON STOCK USD.01 55616P104 37,704 580,861 SH   SOLE   580,861 0 0
MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 562750109 2,844 56,194 SH   SOLE   56,194 0 0
MANITEX INTERNATIONAL INC COMMON STOCK NPV 563420108 743 76,380 SH   SOLE   76,380 0 0
MANITOWOC COMPANY INC COMMON STOCK USD.01 563571108 14,073 652,748 SH   SOLE   652,748 0 0
MANNING + NAPIER INC COMMON STOCK USD.01 56382Q102 1,793 137,842 SH   SOLE   137,842 0 0
MANNKIND CORP SR UNSECURED 08/15 5.75 56400PAC6 5,026 4,930,000 SH   SOLE   2,655,000 0 2,275,000
MANPOWERGROUP INC COMMON STOCK USD.01 56418H100 4,336 50,335 SH   SOLE   50,335 0 0
MARATHON OIL CORP COMMON STOCK USD1. 565849106 2,727 104,442 SH   SOLE   104,442 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 819 8,000 SH   SOLE   8,000 0 0
MARKETAXESS HOLDINGS INC COMMON STOCK USD.003 57060D108 759 9,160 SH   SOLE   9,160 0 0
MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01 571157106 822 41,016 SH   SOLE   41,016 0 0
MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 8,537 105,334 SH   SOLE   105,334 0 0
MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002 G5876H105 756 51,423 SH   SOLE   51,423 0 0
MASCO CORP COMMON STOCK USD1. 574599106 4,173 156,300 SH   SOLE   156,300 0 0
MATRIX SERVICE CO COMMON STOCK USD.01 576853105 753 42,900 SH   SOLE   42,900 0 0
MATSON INC COMMON STOCK NPV 57686G105 3,135 74,371 SH   SOLE   74,371 0 0
MB FINANCIAL INC COMMON STOCK USD.01 55264U108 1,329 42,453 SH   SOLE   42,453 0 0
MCDONALD S CORP COMMON STOCK USD.01 580135101 15,123 155,201 SH   SOLE   155,201 0 0
MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 402 27,290 SH   SOLE   27,290 0 0
MEDNAX INC COMMON STOCK USD.01 58502B106 5,837 80,500 SH   SOLE   80,500 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 33,777 433,089 SH   SOLE   433,089 0 0
MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 5,524 229,897 SH   SOLE   229,897 0 0
MERCK + CO. INC. COMMON STOCK USD.5 58933Y105 47,279 822,524 SH   SOLE   822,524 0 0
MERITOR INC COMMON STOCK USD1. 59001K100 992 78,700 SH   SOLE   78,700 0 0
METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 1,750 37,192 SH   SOLE   37,192 0 0
METLIFE INC COMMON STOCK USD.01 59156R108 24,415 482,980 SH   SOLE   482,980 0 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV G60754101 2,597 39,500 SH   SOLE   39,500 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 494 10,100 SH   SOLE   10,100 0 0
MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 9,660 356,058 SH   SOLE   356,058 0 0
MICROSOFT CORP COMMON STOCK USD.00000625 594918104 72,119 1,773,917 SH   SOLE   1,773,917 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 2,501 34,210 SH   SOLE   34,210 0 0
MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 6,382 188,766 SH   SOLE   188,766 0 0
MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 3,609 48,481 SH   SOLE   48,481 0 0
MONARCH CASINO + RESORT INC COMMON STOCK USD.01 609027107 480 25,084 SH   SOLE   25,084 0 0
MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV 609207105 4,245 117,624 SH   SOLE   117,624 0 0
MONSTER BEVERAGE CORP COMMON STOCK USD.005 611740101 2,807 20,280 SH   SOLE   20,280 0 0
MORGAN STANLEY COMMON STOCK USD.01 617446448 8,983 251,682 SH   SOLE   251,682 0 0
MOSAIC CO/THE COMMON STOCK USD.01 61945C103 20,893 453,607 SH   SOLE   453,607 0 0
MOVADO GROUP INC COMMON STOCK USD.01 624580106 566 19,849 SH   SOLE   19,849 0 0
MRC GLOBAL INC COMMON STOCK USD.01 55345K103 1,546 130,453 SH   SOLE   130,453 0 0
MURPHY OIL CORP COMMON STOCK USD1. 626717102 4,607 98,865 SH   SOLE   98,865 0 0
MYLAN NV COMMON STOCK EUR.01 N59465109 1,691 28,500 SH   SOLE   28,500 0 0
NABORS INDUSTRIES LTD COMMON STOCK USD.001 G6359F103 3,599 263,640 SH   SOLE   263,640 0 0
NASDAQ OMX GROUP/THE COMMON STOCK USD.01 631103108 2,292 45,000 SH   SOLE   45,000 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK USD.01 637071101 16,200 324,071 SH   SOLE   324,071 0 0
NAVIGATORS GROUP INC COMMON STOCK USD.1 638904102 368 4,730 SH   SOLE   4,730 0 0
NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1 63934E108 14,391 487,834 SH   SOLE   487,834 0 0
NCR CORPORATION COMMON STOCK USD.01 62886E108 4,094 138,720 SH   SOLE   138,720 0 0
NEENAH PAPER INC COMMON STOCK USD.01 640079109 1,932 30,898 SH   SOLE   30,898 0 0
NETAPP INC COMMON STOCK USD.001 64110D104 14,809 417,639 SH   SOLE   417,639 0 0
NETGEAR INC COMMON STOCK USD.001 64111Q104 2,468 75,075 SH   SOLE   75,075 0 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 600 15,120 SH   SOLE   15,120 0 0
NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 1,418 94,320 SH   SOLE   94,320 0 0
NEWELL RUBBERMAID INC COMMON STOCK USD1. 651229106 21,912 560,831 SH   SOLE   560,831 0 0
NEWPARK RESOURCES INC COMMON STOCK USD.01 651718504 673 73,846 SH   SOLE   73,846 0 0
NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 3,273 31,460 SH   SOLE   31,460 0 0
NORTHERN OIL AND GAS INC COMMON STOCK USD.001 665531109 775 100,464 SH   SOLE   100,464 0 0
NRG ENERGY INC COMMON STOCK USD.01 629377508 28,876 1,146,321 SH   SOLE   1,146,321 0 0
OASIS PETROLEUM INC COMMON STOCK USD.01 674215108 1,781 125,256 SH   SOLE   125,256 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 674599105 36,496 499,950 SH   SOLE   499,950 0 0
OMEGA PROTEIN CORP COMMON STOCK USD.01 68210P107 1,889 137,956 SH   SOLE   137,956 0 0
OMNICARE INC COMMON STOCK USD1. 681904108 3,841 49,842 SH   SOLE   49,842 0 0
ON ASSIGNMENT INC COMMON STOCK USD.01 682159108 1,736 45,234 SH   SOLE   45,234 0 0
OPKO HEALTH INC COMMON STOCK USD.01 68375N103 964 68,060 SH   SOLE   68,060 0 0
ORACLE CORP COMMON STOCK USD.01 68389X105 53,872 1,248,471 SH   SOLE   1,248,471 0 0
ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 905 138,360 SH   SOLE   138,360 0 0
ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 3,250 85,475 SH   SOLE   85,475 0 0
OUTERWALL INC W/I COMMON STOCK USD.001 690070107 1,906 28,825 SH   SOLE   28,825 0 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 5,995 76,673 SH   SOLE   76,673 0 0
PARK OHIO HOLDINGS CORP COMMON STOCK USD1. 700666100 771 14,630 SH   SOLE   14,630 0 0
PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 20,844 175,484 SH   SOLE   175,484 0 0
PBF ENERGY INC CLASS A COMMON STOCK USD.001 69318G106 1,249 36,810 SH   SOLE   36,810 0 0
PC CONNECTION INC COMMON STOCK USD.01 69318J100 1,067 40,914 SH   SOLE   40,914 0 0
PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 2,945 63,246 SH   SOLE   63,246 0 0
PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001 70959W103 2,824 54,840 SH   SOLE   54,840 0 0
PEPCO HOLDINGS INC COMMON STOCK USD.01 713291102 2,752 102,588 SH   SOLE   102,588 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 12,295 128,577 SH   SOLE   128,577 0 0
PERFICIENT INC COMMON STOCK USD.001 71375U101 1,965 94,990 SH   SOLE   94,990 0 0
PETROCHINA CO LTD ADR ADR 71646E100 190 1,710 SH   SOLE   1,710 0 0
PFIZER INC COMMON STOCK USD.05 717081103 70,998 2,040,746 SH   SOLE   2,040,746 0 0
PGT INC COMMON STOCK USD.01 69336V101 1,483 132,712 SH   SOLE   132,712 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 19,866 263,719 SH   SOLE   263,719 0 0
PICO HOLDINGS INC COMMON STOCK USD.001 693366205 409 25,222 SH   SOLE   25,222 0 0
PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 5,521 296,650 SH   SOLE   296,650 0 0
PIER 1 IMPORTS INC COMMON STOCK USD.001 720279108 1,488 106,404 SH   SOLE   106,404 0 0
PILGRIM S PRIDE CORP COMMON STOCK USD.01 72147K108 1,805 79,900 SH   SOLE   79,900 0 0
PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 2,615 41,014 SH   SOLE   41,014 0 0
PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 587 11,180 SH   SOLE   11,180 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 29,463 315,996 SH   SOLE   315,996 0 0
POSCO SPON ADR ADR 693483109 25,810 472,200 SH   SOLE   152,461 0 319,739
PRAXAIR INC COMMON STOCK USD.01 74005P104 13,362 110,670 SH   SOLE   110,670 0 0
PRECISION CASTPARTS CORP COMMON STOCK NPV 740189105 609 2,900 SH   SOLE   2,900 0 0
PRIVATEBANCORP INC COMMON STOCK NPV 742962103 2,461 69,981 SH   SOLE   69,981 0 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 41,604 507,742 SH   SOLE   507,742 0 0
PROGRESSIVE CORP COMMON STOCK USD1. 743315103 2,635 96,862 SH   SOLE   96,862 0 0
PROLOGIS INC REIT USD.01 74340W103 3,943 90,512 SH   SOLE   90,512 0 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 5,896 112,352 SH   SOLE   112,352 0 0
PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 438 5,270 SH   SOLE   5,270 0 0
PTC INC COMMON STOCK USD.01 69370C100 2,590 71,605 SH   SOLE   71,605 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV 744573106 19,516 465,550 SH   SOLE   465,550 0 0
PUBLIC STORAGE REIT USD.1 74460D109 4,854 24,621 SH   SOLE   24,621 0 0
PULTEGROUP INC COMMON STOCK USD.01 745867101 5,566 250,391 SH   SOLE   250,391 0 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 959 4,060 SH   SOLE   4,060 0 0
QORVO INC COMMON STOCK USD.0001 74736K101 2,837 35,598 SH   SOLE   35,598 0 0
QUAD GRAPHICS INC COMMON STOCK USD.025 747301109 3 144 SH   SOLE   0 0 144
QUALCOMM INC COMMON STOCK USD.0001 747525103 3,386 48,832 SH   SOLE   48,832 0 0
QUESTAR CORP COMMON STOCK NPV 748356102 526 22,060 SH   SOLE   22,060 0 0
QUINTILES TRANSNATIONAL HOLD COMMON STOCK USD.01 74876Y101 7,268 108,530 SH   SOLE   108,530 0 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 2,192 130,560 SH   SOLE   130,560 0 0
REALTY INCOME CORP REIT USD1. 756109104 546 10,580 SH   SOLE   10,580 0 0
REGAL BELOIT CORP COMMON STOCK USD.01 758750103 2,482 31,060 SH   SOLE   31,060 0 0
RELIANCE STEEL + ALUMINUM COMMON STOCK NPV 759509102 23,606 386,471 SH   SOLE   386,471 0 0
REPLIGEN CORP COMMON STOCK USD.01 759916109 431 14,202 SH   SOLE   14,202 0 0
RESMED INC COMMON STOCK USD.004 761152107 3,974 55,370 SH   SOLE   55,370 0 0
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 2,079 113,593 SH   SOLE   113,593 0 0
REX AMERICAN RESOURCES CORP COMMON STOCK USD.01 761624105 2,346 38,580 SH   SOLE   38,580 0 0
RITE AID CORP COMMON STOCK USD1. 767754104 2,326 267,666 SH   SOLE   267,666 0 0
RLJ LODGING TRUST REIT 74965L101 3,353 107,084 SH   SOLE   107,084 0 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 5,657 93,479 SH   SOLE   93,479 0 0
ROCK TENN COMPANY CL A COMMON STOCK USD.01 772739207 11,709 181,532 SH   SOLE   181,532 0 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 2,993 25,800 SH   SOLE   25,800 0 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 351 14,470 SH   SOLE   14,470 0 0
ROSETTA RESOURCES INC COMMON STOCK USD.001 777779307 383 22,530 SH   SOLE   22,530 0 0
RPX CORP COMMON STOCK USD.0001 74972G103 2,174 151,101 SH   SOLE   151,101 0 0
RYERSON HOLDING CORP COMMON STOCK USD.01 783754104 538 84,410 SH   SOLE   84,410 0 0
RYLAND GROUP INC/THE COMMON STOCK USD1. 783764103 2,456 50,391 SH   SOLE   50,391 0 0
SANDERSON FARMS INC COMMON STOCK USD1. 800013104 5,057 63,494 SH   SOLE   63,494 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 5,614 232,090 SH   SOLE   232,090 0 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 4,251 36,300 SH   SOLE   36,300 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 27,517 329,778 SH   SOLE   329,778 0 0
SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 1,994 43,240 SH   SOLE   43,240 0 0
SEMPRA ENERGY COMMON STOCK NPV 816851109 2,535 23,253 SH   SOLE   23,253 0 0
SHERWIN WILLIAMS CO/THE COMMON STOCK USD1. 824348106 4,327 15,210 SH   SOLE   15,210 0 0
SHINHAN FINANCIAL GROUP ADR ADR 824596100 129 3,465 SH   SOLE   3,465 0 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 121 870 SH   SOLE   870 0 0
SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 2,030 44,638 SH   SOLE   44,638 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 6,637 33,922 SH   SOLE   33,922 0 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 344 7,100 SH   SOLE   7,100 0 0
SJW CORP COMMON STOCK USD1.042 784305104 1,159 37,500 SH   SOLE   37,500 0 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 1,478 20,560 SH   SOLE   20,560 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 3,288 33,448 SH   SOLE   33,448 0 0
SL GREEN REALTY CORP REIT USD.01 78440X101 685 5,332 SH   SOLE   5,332 0 0
SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 4,268 65,000 SH   SOLE   65,000 0 0
SNAP ON INC COMMON STOCK USD1. 833034101 9,258 62,951 SH   SOLE   62,951 0 0
SOLARWINDS INC COMMON STOCK USD.001 83416B109 3,221 62,859 SH   SOLE   62,859 0 0
SOUTHERN CO/THE COMMON STOCK USD5. 842587107 2,108 47,601 SH   SOLE   47,601 0 0
SOUTHERN COPPER CORP COMMON STOCK USD.01 84265V105 63,740 2,184,374 SH   SOLE   853,297 0 1,331,077
SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 6,199 139,932 SH   SOLE   139,932 0 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 2,153 22,917 SH   SOLE   22,917 0 0
SPDR S+P 500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 11,533 55,871 SH   SOLE   55,871 0 0
SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 500 21,990 SH   SOLE   21,990 0 0
SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 6,737 129,030 SH   SOLE   129,030 0 0
SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01 78467J100 2,930 47,033 SH   SOLE   47,033 0 0
STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 854502101 3,481 36,504 SH   SOLE   36,504 0 0
STAPLES INC COMMON STOCK USD.0006 855030102 2,477 152,099 SH   SOLE   152,099 0 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 13,255 139,969 SH   SOLE   139,969 0 0
STARZ A COMMON STOCK USD.01 85571Q102 8,568 249,010 SH   SOLE   249,010 0 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 2,423 120,567 SH   SOLE   120,567 0 0
STEINER LEISURE LTD COMMON STOCK USD.01 P8744Y102 1,062 22,400 SH   SOLE   22,400 0 0
STEMLINE THERAPEUTICS INC COMMON STOCK USD.0001 85858C107 353 24,370 SH   SOLE   24,370 0 0
STERIS CORP COMMON STOCK NPV 859152100 2,480 35,295 SH   SOLE   35,295 0 0
STONE ENERGY CORP COMMON STOCK USD.01 861642106 332 22,640 SH   SOLE   22,640 0 0
SUNTRUST BANKS INC COMMON STOCK USD1. 867914103 6,278 152,788 SH   SOLE   152,788 0 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 366 30,299 SH   SOLE   30,299 0 0
SWIFT TRANSPORTATION CO COMMON STOCK USD.001 87074U101 2,281 87,680 SH   SOLE   87,680 0 0
SYNAGEVA BIOPHARMA CORP COMMON STOCK USD.001 87159A103 815 8,360 SH   SOLE   8,360 0 0
SYNAPTICS INC COMMON STOCK USD.001 87157D109 492 6,050 SH   SOLE   6,050 0 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 1,644 21,277 SH   SOLE   21,277 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 5,693 122,900 SH   SOLE   122,900 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 478 5,900 SH   SOLE   5,900 0 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 60,114 2,560,227 SH   SOLE   639,683 0 1,920,544
TARGET CORP COMMON STOCK USD.0833 87612E106 3,480 42,403 SH   SOLE   42,403 0 0
TECHNOLOGY SELECT SECTOR SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 4,903 118,315 SH   SOLE   118,315 0 0
TERNIUM SA SPONSORED ADR ADR USD1. 880890108 53,722 2,972,981 SH   SOLE   717,544 0 2,255,437
TERRAFORM POWER INC A COMMON STOCK USD.01 88104R100 1,025 28,070 SH   SOLE   28,070 0 0
TESARO INC COMMON STOCK USD.0001 881569107 739 12,880 SH   SOLE   12,880 0 0
TESORO CORP COMMON STOCK USD.167 881609101 7,896 86,492 SH   SOLE   86,492 0 0
TETRAPHASE PHARMACEUTICALS I COMMON STOCK USD.001 88165N105 525 14,325 SH   SOLE   14,325 0 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1. 882508104 2,957 51,714 SH   SOLE   51,714 0 0
TEXTRON INC COMMON STOCK USD.125 883203101 29,446 664,238 SH   SOLE   664,238 0 0
THERMON GROUP HOLDINGS INC COMMON STOCK USD.001 88362T103 2,187 90,860 SH   SOLE   90,860 0 0
THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 2,741 193,692 SH   SOLE   193,692 0 0
THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 418 316,386 SH   SOLE   260,873 0 55,513
TIME WARNER CABLE COMMON STOCK USD.01 88732J207 2,386 15,920 SH   SOLE   15,920 0 0
TRAVELERS COS INC/THE COMMON STOCK NPV 89417E109 13,586 125,649 SH   SOLE   125,649 0 0
TRINITY INDUSTRIES INC COMMON STOCK USD1. 896522109 7,947 223,800 SH   SOLE   223,800 0 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 3,698 61,915 SH   SOLE   61,915 0 0
TURKCELL ILETISIM HIZMET ADR ADR TRY1. 900111204 68 5,206 SH   SOLE   5,206 0 0
TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 4,205 109,800 SH   SOLE   109,800 0 0
U.S. PHYSICAL THERAPY INC COMMON STOCK USD.01 90337L108 794 16,720 SH   SOLE   16,720 0 0
UGI CORP COMMON STOCK NPV 902681105 7,188 220,552 SH   SOLE   220,552 0 0
ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 831 116,258 SH   SOLE   116,258 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 32,795 302,787 SH   SOLE   302,787 0 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK USD.0001 910710102 1,520 67,570 SH   SOLE   67,570 0 0
UNITED STATIONERS INC COMMON STOCK USD.1 913004107 756 18,433 SH   SOLE   18,433 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1. 913017109 31,101 265,366 SH   SOLE   265,366 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 3,750 21,748 SH   SOLE   21,748 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 5,339 45,138 SH   SOLE   45,138 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 4,027 34,211 SH   SOLE   34,211 0 0
US BANCORP COMMON STOCK USD.01 902973304 22,567 516,755 SH   SOLE   516,755 0 0
US CONCRETE INC COMMON STOCK USD.001 90333L201 11,237 331,668 SH   SOLE   331,668 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 12,240 192,396 SH   SOLE   192,396 0 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 4,260 101,198 SH   SOLE   101,198 0 0
VENTAS INC REIT USD.25 92276F100 999 13,679 SH   SOLE   13,679 0 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 3,180 51,345 SH   SOLE   51,345 0 0
VERISIGN INC COMMON STOCK USD.001 92343E102 14,106 210,630 SH   SOLE   210,630 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 42,302 869,866 SH   SOLE   869,866 0 0
VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 14,117 206,695 SH   SOLE   206,695 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 6,500 99,372 SH   SOLE   99,372 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 3,503 253,451 SH   SOLE   253,451 0 0
VOXX INTERNATIONAL CORP COMMON STOCK USD.01 91829F104 706 77,107 SH   SOLE   77,107 0 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 2,661 188,705 SH   SOLE   188,705 0 0
WAL MART STORES INC COMMON STOCK USD.1 931142103 30,142 366,463 SH   SOLE   366,463 0 0
WALKER + DUNLOP INC COMMON STOCK 93148P102 2,639 148,826 SH   SOLE   148,826 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 35,153 335,140 SH   SOLE   335,140 0 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 1,138 60,070 SH   SOLE   60,070 0 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 704 16,070 SH   SOLE   16,070 0 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 4,917 132,723 SH   SOLE   132,723 0 0
WELLS FARGO + CO COMMON STOCK USD1.666 949746101 33,954 624,159 SH   SOLE   624,159 0 0
WESCO INTERNATIONAL INC COMMON STOCK USD.01 95082P105 4,256 60,900 SH   SOLE   60,900 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 15,324 168,378 SH   SOLE   168,378 0 0
WESTERN REFINING INC COMMON STOCK USD.01 959319104 6,724 136,134 SH   SOLE   136,134 0 0
WHIRLPOOL CORP COMMON STOCK USD1. 963320106 1,990 9,848 SH   SOLE   9,848 0 0
WHITESTONE REIT REIT USD.001 966084204 1,067 67,220 SH   SOLE   67,220 0 0
WHOLE FOODS MARKET INC COMMON STOCK NPV 966837106 1,030 19,773 SH   SOLE   19,773 0 0
WINTRUST FINANCIAL CORP COMMON STOCK NPV 97650W108 2,253 47,260 SH   SOLE   47,260 0 0
WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01 97717P104 1,318 61,412 SH   SOLE   61,412 0 0
WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 1,677 23,000 SH   SOLE   23,000 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 4,863 84,610 SH   SOLE   84,610 0 0
WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 1,753 65,882 SH   SOLE   65,882 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 11,943 132,013 SH   SOLE   132,013 0 0