Dupont Capital Management 13F-HR Quarterly holdings report by institutional manager

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

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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
AARON S INC	COMMON STOCK USD.5	002535300	1,832	65,388	SH		SOLE		65,388	0	0
ABBOTT LABORATORIES	COMMON STOCK NPV	002824100	7,456	213,754	SH		SOLE		213,754	0	0
ABERCROMBIE + FITCH CO CL A	COMMON STOCK USD.01	002896207	2,579	57,001	SH		SOLE		57,001	0	0
ACACIA RESEARCH CORP	COMMON STOCK USD.001	003881307	1,812	81,065	SH		SOLE		81,065	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0022.5	G1151C101	155	2,150	SH		SOLE		2,150	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	2,468	74,806	SH		SOLE		74,806	0	0
ACTAVIS INC	COMMON STOCK USD.0033	00507K103	1,881	14,904	SH		SOLE		14,904	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	4,584	115,021	SH		SOLE		115,021	0	0
ADVANCED SEMICONDUCTOR E ADR	ADR	00756M404	2,484	611,737	SH		SOLE		611,737	0	0
ADVENT SOFTWARE INC	COMMON STOCK USD.01	007974108	1,395	39,802	SH		SOLE		39,802	0	0
AECOM TECHNOLOGY CORP	COMMON STOCK USD.01	00766T100	11,692	367,776	SH		SOLE		367,776	0	0
AES CORP	COMMON STOCK USD.01	00130H105	8,214	685,084	SH		SOLE		685,084	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	1,819	28,621	SH		SOLE		28,621	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	299	1,824	SH		SOLE		1,824	0	0
AFLAC INC	COMMON STOCK USD.1	001055102	15,960	274,609	SH		SOLE		274,609	0	0
AGCO CORP	COMMON STOCK USD.01	001084102	4,279	85,260	SH		SOLE		85,260	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD1.	011659109	5,748	110,547	SH		SOLE		110,547	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	7,879	126,492	SH		SOLE		126,492	0	0
ALCOA INC	COMMON STOCK USD1.	013817101	346	44,198	SH		SOLE		44,198	0	0
ALEXANDER + BALDWIN INC	COMMON STOCK	014491104	680	17,100	SH		SOLE		17,100	0	0
ALKERMES PLC	COMMON STOCK USD.01	G01767105	702	24,487	SH		SOLE		24,487	0	0
ALLEGHANY CORP	COMMON STOCK USD1.	017175100	4,868	12,700	SH		SOLE		12,700	0	0
ALLIANCE DATA SYSTEMS CORP	COMMON STOCK USD.01	018581108	373	2,062	SH		SOLE		2,062	0	0
ALLIANT TECHSYSTEMS INC	COMMON STOCK USD.01	018804104	10,464	127,097	SH		SOLE		127,097	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	5,584	116,038	SH		SOLE		116,038	0	0
ALNYLAM PHARMACEUTICALS INC	COMMON STOCK USD.01	02043Q107	1,712	55,192	SH		SOLE		55,192	0	0
ALON USA ENERGY INC	COMMON STOCK USD.01	020520102	2,041	141,170	SH		SOLE		141,170	0	0
AMERCO	COMMON STOCK USD.25	023586100	1,716	10,601	SH		SOLE		10,601	0	0
AMERICA MOVIL ADR SERIES L	ADR NPV	02364W105	2,003	92,080	SH		SOLE		92,080	0	0
AMERICA MOVIL ADR SERIES L	ADR NPV	02364W105	51,335	2,360,229	SH		SOLE		0	0	2,360,229
AMERICAN AXLE + MFG HOLDINGS	COMMON STOCK USD.01	024061103	3,105	166,663	SH		SOLE		166,663	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	2,275	50,808	SH		SOLE		50,808	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	20,365	455,583	SH		SOLE		455,583	0	0
AMERICAN PUBLIC EDUCATION	COMMON STOCK USD.01	02913V103	498	13,395	SH		SOLE		13,395	0	0
AMERICAN WOODMARK CORP	COMMON STOCK NPV	030506109	1,000	28,822	SH		SOLE		28,822	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	3,410	61,073	SH		SOLE		61,073	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	6,814	161,079	SH		SOLE		161,079	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	4,391	44,509	SH		SOLE		44,509	0	0
ANDERSONS INC/THE	COMMON STOCK NPV	034164103	2,012	37,819	SH		SOLE		37,819	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	18,853	1,318,391	SH		SOLE		1,318,391	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	49,180	3,439,160	SH		SOLE		0	0	3,439,160
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,556	91,515	SH		SOLE		91,515	0	0
ANNALY CAPITAL MANAGEMENT IN	REIT USD.01	035710409	861	68,525	SH		SOLE		68,525	0	0
AON PLC	COMMON STOCK USD.01	G0408V102	112	1,747	SH		SOLE		1,747	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	25,872	308,619	SH		SOLE		308,619	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	3,208	202,028	SH		SOLE		202,028	0	0
APOLLO GROUP INC CL A	COMMON STOCK NPV	037604105	3,294	185,900	SH		SOLE		185,900	0	0
APPLE INC	COMMON STOCK NPV	037833100	51,560	130,175	SH		SOLE		130,175	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	1,397	93,689	SH		SOLE		93,689	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	5,651	141,816	SH		SOLE		141,816	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	6,003	117,911	SH		SOLE		117,911	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	6,666	188,305	SH		SOLE		188,305	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	804	2,000,000	SH		SOLE		2,000,000	0	0
ATMOS ENERGY CORP	COMMON STOCK NPV	049560105	6,659	162,188	SH		SOLE		162,188	0	0
AUDIENCE INC	COMMON STOCK USD.001	05070J102	712	53,902	SH		SOLE		53,902	0	0
AVAGO TECHNOLOGIES LTD	COMMON STOCK	Y0486S104	2,925	78,259	SH		SOLE		78,259	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	2,955	21,900	SH		SOLE		21,900	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.	053611109	2,829	66,162	SH		SOLE		66,162	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,429	73,489	SH		SOLE		73,489	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	8,356	290,647	SH		SOLE		290,647	0	0
AVISTA CORP	COMMON STOCK NPV	05379B107	5,854	216,670	SH		SOLE		216,670	0	0
AVNET INC	COMMON STOCK USD1.	053807103	7,600	226,182	SH		SOLE		226,182	0	0
AVON PRODUCTS INC	COMMON STOCK USD.25	054303102	12,161	578,284	SH		SOLE		578,284	0	0
AXIALL CORP	COMMON STOCK USD.01	05463D100	1,869	43,885	SH		SOLE		43,885	0	0
AXIS CAPITAL HOLDINGS LTD	COMMON STOCK USD.0125	G0692U109	3,402	74,305	SH		SOLE		74,305	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	29,667	643,128	SH		SOLE		643,128	0	0
BALL CORP	COMMON STOCK NPV	058498106	20,100	483,866	SH		SOLE		483,866	0	0
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	31,604	559,359	SH		SOLE		559,359	0	0
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	42,296	748,593	SH		SOLE		0	0	748,593
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	5,498	427,508	SH		SOLE		427,508	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	19,438	692,990	SH		SOLE		692,990	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.	071813109	119	1,720	SH		SOLE		1,720	0	0
BBCN BANCORP INC	COMMON STOCK USD.001	073295107	1,229	86,454	SH		SOLE		86,454	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	26,020	263,280	SH		SOLE		263,280	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	1,368	19,300	SH		SOLE		19,300	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	1,663	14,862	SH		SOLE		14,862	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	4,289	156,941	SH		SOLE		156,941	0	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	1,922	8,930	SH		SOLE		8,930	0	0
BOEING CO/THE	COMMON STOCK USD5.	097023105	18,615	181,715	SH		SOLE		181,715	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	3,680	396,973	SH		SOLE		396,973	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	1,866	2,325,000	SH		SOLE		2,325,000	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	943	1,175,000	SH		SOLE		0	0	1,175,000
BRIDGEPOINT EDUCATION INC	COMMON STOCK USD.01	10807M105	1,083	88,928	SH		SOLE		88,928	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	733	18,586	SH		SOLE		18,586	0	0
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	110122108	5,914	132,325	SH		SOLE		132,325	0	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	2,789	82,600	SH		SOLE		82,600	0	0
C+J ENERGY SERVICES INC	COMMON STOCK USD.01	12467B304	871	44,957	SH		SOLE		44,957	0	0
CA INC	COMMON STOCK USD.1	12673P105	10,890	380,366	SH		SOLE		380,366	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	659	27,939	SH		SOLE		27,939	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	2,689	126,682	SH		SOLE		126,682	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	6,022	87,093	SH		SOLE		87,093	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	18,488	294,355	SH		SOLE		294,355	0	0
CARDINAL HEALTH INC	COMMON STOCK NPV	14149Y108	1,396	29,580	SH		SOLE		29,580	0	0
CARRIZO OIL + GAS INC	COMPANY GUAR 06/28 4.375	144577AA1	2,009	2,000,000	SH		SOLE		0	0	2,000,000
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	2,037	87,200	SH		SOLE		87,200	0	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	16,825	344,272	SH		SOLE		344,272	0	0
CEC ENTERTAINMENT INC	COMMON STOCK USD.1	125137109	1,660	40,453	SH		SOLE		40,453	0	0
CELADON GROUP INC	COMMON STOCK USD.033	150838100	1,870	102,478	SH		SOLE		102,478	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	20,252	173,231	SH		SOLE		173,231	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	2,373	45,235	SH		SOLE		45,235	0	0
CENTRAL EURO MEDIA ENTER	SECURED 11/15 5.	153443AH9	477	500,000	SH		SOLE		500,000	0	0
CEPHEID INC	COMMON STOCK NPV	15670R107	448	13,009	SH		SOLE		13,009	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	14,089	82,154	SH		SOLE		82,154	0	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	533	26,154	SH		SOLE		26,154	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	3,417	164,381	SH		SOLE		164,381	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	14,218	120,142	SH		SOLE		120,142	0	0
CHICO S FAS INC	COMMON STOCK USD.01	168615102	1,568	91,931	SH		SOLE		91,931	0	0
CHINA MOBILE LTD SPON ADR	ADR	16941M109	2,371	45,792	SH		SOLE		45,792	0	0
CHIQUITA BRANDS INTL	SR UNSECURED 08/16 4.25	170032AT3	2,160	2,260,000	SH		SOLE		2,260,000	0	0
CHIQUITA BRANDS INTL	SR UNSECURED 08/16 4.25	170032AT3	669	700,000	SH		SOLE		0	0	700,000
CHUBB CORP	COMMON STOCK USD1.	171232101	1,379	16,289	SH		SOLE		16,289	0	0
CHURCH + DWIGHT CO INC	COMMON STOCK USD1.	171340102	182	2,950	SH		SOLE		2,950	0	0
CIA CERVECERIAS UNIDAS ADR	ADR	204429104	26,069	911,198	SH		SOLE		911,198	0	0
CIA CERVECERIAS UNIDAS ADR	ADR	204429104	24,920	871,027	SH		SOLE		0	0	871,027
CIA PARANAENSE ENER SP ADR P	ADR NPV	20441B407	631	50,820	SH		SOLE		50,820	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	6,240	86,076	SH		SOLE		86,076	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	28,200	1,160,025	SH		SOLE		1,160,025	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	39,296	819,185	SH		SOLE		819,185	0	0
CLIFFS NATURAL RESOURCES INC	COMMON STOCK USD.125	18683K101	2,033	125,100	SH		SOLE		125,100	0	0
CLOROX COMPANY	COMMON STOCK USD1.	189054109	12,985	156,185	SH		SOLE		156,185	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	447	6,667	SH		SOLE		6,667	0	0
CNA FINANCIAL CORP	COMMON STOCK USD2.5	126117100	3,644	111,711	SH		SOLE		111,711	0	0
CNH GLOBAL N.V.	COMMON STOCK USD2.25	N20935206	6,773	162,587	SH		SOLE		162,587	0	0
COACH INC	COMMON STOCK USD.01	189754104	34,847	610,383	SH		SOLE		610,383	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	30,495	760,290	SH		SOLE		760,290	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD1.	19122T109	5,958	169,468	SH		SOLE		169,468	0	0
COLONY FINANCIAL INC	REIT USD.01	19624R106	3,477	174,820	SH		SOLE		174,820	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	1,945	91,212	SH		SOLE		91,212	0	0
COMCAST CORP CLASS A	COMMON STOCK USD1.	20030N101	8,178	195,280	SH		SOLE		195,280	0	0
COMERICA INC	COMMON STOCK USD5.	200340107	1,681	42,201	SH		SOLE		42,201	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	20,564	438,655	SH		SOLE		438,655	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	1,371	18,064	SH		SOLE		18,064	0	0
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	1,960	44,787	SH		SOLE		44,787	0	0
CONAGRA FOODS INC	COMMON STOCK USD5.	205887102	8,716	249,520	SH		SOLE		249,520	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	4,249	70,231	SH		SOLE		70,231	0	0
CONSUMER DISCRETIONARY SELECT	CONSUMER DISCRETIONARY SELT	81369Y407	5,104	90,500	SH		SOLE		90,500	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	22,912	174,740	SH		SOLE		174,740	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	53,680	409,393	SH		SOLE		0	0	409,393
CORELOGIC INC	COMMON STOCK USD1.	21871D103	7,282	314,303	SH		SOLE		314,303	0	0
CORNING INC	COMMON STOCK USD.5	219350105	3,911	274,828	SH		SOLE		274,828	0	0
CORRECTIONS CORP OF AMERICA	REIT USD.01	22025Y407	2,970	87,678	SH		SOLE		87,678	0	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	96	1,534	SH		SOLE		1,534	0	0
CPI AEROSTRUCTURES INC	COMMON STOCK USD.001	125919308	1,174	108,220	SH		SOLE		108,220	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	6,170	65,183	SH		SOLE		65,183	0	0
CREDIT SUISSE GROUP SPON ADR	ADR	225401108	480	18,152	SH		SOLE		18,152	0	0
CROCS INC	COMMON STOCK USD.001	227046109	5,027	304,696	SH		SOLE		304,696	0	0
CROWN CASTLE INTL CORP	COMMON STOCK USD.01	228227104	1,990	27,485	SH		SOLE		27,485	0	0
CSX CORP	COMMON STOCK USD1.	126408103	2,709	116,800	SH		SOLE		116,800	0	0
CUBIST PHARMACEUTICALS INC	COMMON STOCK USD.001	229678107	2,224	46,042	SH		SOLE		46,042	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	1,306	27,548	SH		SOLE		27,548	0	0
CVS CAREMARK CORP	COMMON STOCK USD.01	126650100	9,343	163,399	SH		SOLE		163,399	0	0
CYBERONICS INC	COMMON STOCK USD.01	23251P102	658	12,661	SH		SOLE		12,661	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	3,589	186,338	SH		SOLE		186,338	0	0
DARDEN RESTAURANTS INC	COMMON STOCK NPV	237194105	531	10,515	SH		SOLE		10,515	0	0
DARLING INTERNATIONAL INC	COMMON STOCK USD.01	237266101	4,869	260,914	SH		SOLE		260,914	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	4,699	163,288	SH		SOLE		163,288	0	0
DELL INC	COMMON STOCK USD.01	24702R101	2,958	221,589	SH		SOLE		221,589	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	9,106	179,650	SH		SOLE		179,650	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	45,249	2,418,416	SH		SOLE		2,418,416	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	6,637	191,547	SH		SOLE		191,547	0	0
DILLARDS INC CL A	COMMON STOCK NPV	254067101	738	9,000	SH		SOLE		9,000	0	0
DIRECTV	COMMON STOCK USD.01	25490A309	10,906	176,986	SH		SOLE		176,986	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	3,007	63,109	SH		SOLE		63,109	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK NPV	25746U109	1,735	30,537	SH		SOLE		30,537	0	0
DOMTAR CORP	COMMON STOCK USD.01	257559203	3,243	48,760	SH		SOLE		48,760	0	0
DOVER CORP	COMMON STOCK USD1.	260003108	4,348	55,984	SH		SOLE		55,984	0	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	891	27,700	SH		SOLE		27,700	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	4,662	101,500	SH		SOLE		101,500	0	0
DTE ENERGY COMPANY	COMMON STOCK NPV	233331107	1,228	18,321	SH		SOLE		18,321	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	523,657	9,974,422	SH		SOLE		9,974,422	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	2,405	35,626	SH		SOLE		35,626	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	8,976	398,032	SH		SOLE		398,032	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,085	85,724	SH		SOLE		85,724	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	2,072	29,600	SH		SOLE		29,600	0	0
EDISON INTERNATIONAL	COMMON STOCK NPV	281020107	2,795	58,026	SH		SOLE		58,026	0	0
EL PASO ELECTRIC CO	COMMON STOCK NPV	283677854	1,502	42,535	SH		SOLE		42,535	0	0
ELI LILLY + CO	COMMON STOCK NPV	532457108	1,000	20,358	SH		SOLE		20,358	0	0
EMBRAER SA ADR	ADR	29082A107	743	20,132	SH		SOLE		20,132	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	804	55,723	SH		SOLE		55,723	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	13,367	245,086	SH		SOLE		245,086	0	0
ENDO HEALTH SOLUTIONS INC	COMMON STOCK USD.01	29264F205	5,354	145,527	SH		SOLE		145,527	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK USD.01	29266R108	11,999	119,382	SH		SOLE		119,382	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	9,569	195,130	SH		SOLE		195,130	0	0
ENTEGRIS INC	COMMON STOCK USD.01	29362U104	2,339	249,120	SH		SOLE		249,120	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	11,388	163,440	SH		SOLE		163,440	0	0
ENTRAVISION COMMUNICATIONS A	COMMON STOCK USD.0001	29382R107	582	94,661	SH		SOLE		94,661	0	0
EPL OIL + GAS INC	COMMON STOCK USD.001	26883D108	979	33,349	SH		SOLE		33,349	0	0
EPR PROPERTIES	REIT USD.01	26884U109	2,350	46,748	SH		SOLE		46,748	0	0
EQUINIX INC	COMMON STOCK USD.001	29444U502	389	2,105	SH		SOLE		2,105	0	0
ERICSSON (LM) TEL SP ADR	ADR	294821608	672	59,565	SH		SOLE		59,565	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	5,867	45,745	SH		SOLE		45,745	0	0
EXELIS INC	COMMON STOCK USD.01	30162A108	2,641	191,500	SH		SOLE		191,500	0	0
EXELON CORP	COMMON STOCK NPV	30161N101	6,379	206,560	SH		SOLE		206,560	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	3,101	51,560	SH		SOLE		51,560	0	0
EXPRESS INC	COMMON STOCK	30219E103	8,805	419,874	SH		SOLE		419,874	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	33,758	547,218	SH		SOLE		547,218	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	6,933	165,350	SH		SOLE		165,350	0	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	104,080	1,151,969	SH		SOLE		1,151,969	0	0
EZCORP INC CL A	COMMON STOCK USD.01	302301106	2,923	173,151	SH		SOLE		173,151	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	6,247	63,371	SH		SOLE		63,371	0	0
FEI COMPANY	COMMON STOCK NPV	30241L109	1,228	16,825	SH		SOLE		16,825	0	0
FIDELITY NATIONAL FINL A	COMMON STOCK USD.0001	31620R105	9,773	410,473	SH		SOLE		410,473	0	0
FIDELITY NATIONAL INFORMATIO	COMMON STOCK USD.01	31620M106	2,300	53,692	SH		SOLE		53,692	0	0
FIFTH STREET FINANCE CORP	COMMON STOCK USD.01	31678A103	1,575	150,730	SH		SOLE		150,730	0	0
FIFTH THIRD BANCORP	COMMON STOCK NPV	316773100	7,250	401,667	SH		SOLE		401,667	0	0
FIRST CITIZENS BCSHS CL A	COMMON STOCK USD1.	31946M103	1,071	5,577	SH		SOLE		5,577	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	1,669	106,420	SH		SOLE		106,420	0	0
FIRST DEFIANCE FINL CORP	COMMON STOCK USD.01	32006W106	2,749	121,915	SH		SOLE		121,915	0	0
FIRST SOLAR INC	COMMON STOCK USD.001	336433107	541	12,094	SH		SOLE		12,094	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	841	22,517	SH		SOLE		22,517	0	0
FIRSTMERIT CORP	COMMON STOCK NPV	337915102	4,523	225,802	SH		SOLE		225,802	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	13,880	395,100	SH		SOLE		395,100	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	6,278	405,816	SH		SOLE		405,816	0	0
FORESTAR GROUP INC	COMMON STOCK USD1.	346233109	692	34,497	SH		SOLE		34,497	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	473	4,580	SH		SOLE		4,580	0	0
FRANCESCAS HOLDINGS CORP	COMMON STOCK USD.01	351793104	930	33,477	SH		SOLE		33,477	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	4,625	34,000	SH		SOLE		34,000	0	0
FREEPORT MCMORAN COPPER W/I	COMMON STOCK USD.1	35671D857	16,189	586,343	SH		SOLE		586,343	0	0
FURIEX PHARMACEUTICALS	COMMON STOCK USD.001	36106P101	816	23,961	SH		SOLE		23,961	0	0
GAMESTOP CORP CLASS A	COMMON STOCK USD.001	36467W109	5,896	140,286	SH		SOLE		140,286	0	0
GANNETT CO	COMMON STOCK USD1.	364730101	12,627	516,238	SH		SOLE		516,238	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	2,867	68,707	SH		SOLE		68,707	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	4,058	109,639	SH		SOLE		109,639	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	24,274	309,895	SH		SOLE		309,895	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	28,480	1,228,110	SH		SOLE		1,228,110	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	2,964	61,073	SH		SOLE		61,073	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	7,175	215,397	SH		SOLE		215,397	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	4,696	195,646	SH		SOLE		195,646	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	3,511	214,766	SH		SOLE		214,766	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	15	880	SH		SOLE		0	0	880
GENESCO INC	COMMON STOCK USD1.	371532102	6,232	93,023	SH		SOLE		93,023	0	0
GEOSPACE TECHNOLOGIES CORP	COMMON STOCK USD.01	37364X109	1,555	22,516	SH		SOLE		22,516	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	2,887	56,372	SH		SOLE		56,372	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	6,528	43,159	SH		SOLE		43,159	0	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	20,329	23,091	SH		SOLE		23,091	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	3,614	143,290	SH		SOLE		143,290	0	0
GREATBATCH INC	COMMON STOCK USD.001	39153L106	962	29,339	SH		SOLE		29,339	0	0
GREEN MOUNTAIN COFFEE ROASTE	COMMON STOCK USD.1	393122106	776	10,341	SH		SOLE		10,341	0	0
GREEN PLAINS RENEWABLE ENERG	COMMON STOCK USD.001	393222104	411	30,890	SH		SOLE		30,890	0	0
GREENBRIER COMPANIES INC	COMMON STOCK NPV	393657101	2,380	97,680	SH		SOLE		97,680	0	0
GREIF INC CL A	COMMON STOCK NPV	397624107	8,774	166,579	SH		SOLE		166,579	0	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	1,272	30,500	SH		SOLE		30,500	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	1,102	21,424	SH		SOLE		21,424	0	0
HANGER INC	COMMON STOCK USD.01	41043F208	1,408	44,505	SH		SOLE		44,505	0	0
HARRIS CORP	COMMON STOCK USD1.	413875105	4,872	98,921	SH		SOLE		98,921	0	0
HARRIS TEETER SUPERMARKETS	COMMON STOCK NPV	414585109	2,438	52,023	SH		SOLE		52,023	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	1,698	47,090	SH		SOLE		47,090	0	0
HEALTHSOUTH CORP W/D	COMMON STOCK USD.01	421924309	1,595	55,394	SH		SOLE		55,394	0	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	11,323	181,319	SH		SOLE		181,319	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	185	1,930	SH		SOLE		1,930	0	0
HERBALIFE LTD	COMMON STOCK USD.002	G4412G101	4,577	101,400	SH		SOLE		101,400	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	1,963	29,522	SH		SOLE		29,522	0	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	22,059	889,465	SH		SOLE		889,465	0	0
HI TECH PHARMACAL CO INC	COMMON STOCK USD.01	42840B101	3,273	98,586	SH		SOLE		98,586	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	6,278	146,753	SH		SOLE		146,753	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	5,047	65,144	SH		SOLE		65,144	0	0
HOMESTREET INC	COMMON STOCK	43785V102	2,032	94,751	SH		SOLE		94,751	0	0
HSN INC	COMMON STOCK USD.01	404303109	4,656	86,669	SH		SOLE		86,669	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	41,078	486,822	SH		SOLE		486,822	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	11,013	194,982	SH		SOLE		194,982	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	2,946	177,919	SH		SOLE		177,919	0	0
HUTCHINSON TECHNOLOGY	SR UNSECURED 01/26 8.5	448407AG1	1,875	2,000,000	SH		SOLE		2,000,000	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	9,994	210,144	SH		SOLE		210,144	0	0
ICONIX BRAND GROUP INC	COMMON STOCK USD.001	451055107	10,928	371,585	SH		SOLE		371,585	0	0
INFOSYS LTD SP ADR	ADR	456788108	32,416	786,990	SH		SOLE		786,990	0	0
INFOSYS LTD SP ADR	ADR	456788108	110,435	2,681,108	SH		SOLE		0	0	2,681,108
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	416	7,487	SH		SOLE		7,487	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	3,152	48,029	SH		SOLE		48,029	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	8,505	351,169	SH		SOLE		351,169	0	0
INTERCONTINENTALEXCHANGE INC	COMMON STOCK USD.01	45865V100	114	641	SH		SOLE		641	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	2,745	61,487	SH		SOLE		61,487	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.	460146103	3,269	73,785	SH		SOLE		73,785	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	9,804	51,301	SH		SOLE		51,301	0	0
INTL SHIPHOLDING CORP	COMMON STOCK USD1.	460321201	504	21,591	SH		SOLE		21,591	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	1,329	41,800	SH		SOLE		41,800	0	0
ISHARES MSCI BRAZIL CAPPED ETF	ISHARES MSCI BRAZIL CAPPED E	464286400	345	7,862	SH		SOLE		7,862	0	0
ISHARES MSCI CHILE CAPPED ETF	ISHARES MSCI CHILE CAPPED ET	464286640	904	16,815	SH		SOLE		16,815	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	246,048	4,288,050	SH		SOLE		4,288,050	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	50,894	1,319,535	SH		SOLE		1,319,535	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	93,707	2,429,532	SH		SOLE		0	0	2,429,532
ISHARES MSCI INDONESIA ETF	ISHARES MSCI INDONESIA ETF	46429B309	204	6,534	SH		SOLE		6,534	0	0
ISHARES MSCI MALAYSIA ETF	ISHARES MSCI MALAYSIA ETF	464286830	608	39,114	SH		SOLE		39,114	0	0
ISHARES MSCI MEXICO CAPPED ETF	ISHARES MSCI MEXICO CAPPED	464286822	298	4,576	SH		SOLE		4,576	0	0
ISHARES MSCI POLAND CAPPED ETF	ISHARES MSCI POLAND CAPPED E	46429B606	2,085	85,737	SH		SOLE		85,737	0	0
ISHARES MSCI SOUTH KOREA CAPPE	ISHARES MSCI SOUTH KOREA CAP	464286772	6,389	120,086	SH		SOLE		120,086	0	0
ISHARES MSCI TAIWAN ETF	ISHARES MSCI TAIWAN ETF	464286731	2,696	202,716	SH		SOLE		202,716	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	9,785	230,187	SH		SOLE		230,187	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	4,840	237,509	SH		SOLE		237,509	0	0
JARDEN CORP	COMMON STOCK USD.01	471109108	6,513	148,860	SH		SOLE		148,860	0	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	7,427	108,058	SH		SOLE		108,058	0	0
JINKOSOLAR HOLDING CO LT	SR UNSECURED 144A 05/16 4.	47759TAA8	599	1,000,000	SH		SOLE		1,000,000	0	0
JM SMUCKER CO/THE	COMMON STOCK NPV	832696405	2,625	25,448	SH		SOLE		25,448	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	36,495	425,050	SH		SOLE		425,050	0	0
JOHNSON CONTROLS INC	COMMON STOCK USD.01388	478366107	1,182	33,035	SH		SOLE		33,035	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	12,349	135,490	SH		SOLE		135,490	0	0
JOY GLOBAL INC	COMMON STOCK USD1.	481165108	2,397	49,402	SH		SOLE		49,402	0	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.	46625H100	50,640	959,273	SH		SOLE		959,273	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	640	33,140	SH		SOLE		33,140	0	0
KAPSTONE PAPER AND PACKAGING	COMMON STOCK USD.0001	48562P103	478	11,901	SH		SOLE		11,901	0	0
KBR INC	COMMON STOCK USD.001	48242W106	1,204	37,049	SH		SOLE		37,049	0	0
KELLY SERVICES INC A	COMMON STOCK USD1.	488152208	1,674	95,806	SH		SOLE		95,806	0	0
KENNAMETAL INC	COMMON STOCK USD1.25	489170100	20,125	518,276	SH		SOLE		518,276	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	3,757	38,679	SH		SOLE		38,679	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,976	92,219	SH		SOLE		92,219	0	0
KINDRED HEALTHCARE INC	COMMON STOCK USD.25	494580103	2,058	156,771	SH		SOLE		156,771	0	0
KLA TENCOR CORPORATION	COMMON STOCK USD.001	482480100	11,180	200,618	SH		SOLE		200,618	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	28,980	573,739	SH		SOLE		573,739	0	0
KRAFT FOODS GROUP INC	COMMON STOCK	50076Q106	20,643	369,486	SH		SOLE		369,486	0	0
KROGER CO	COMMON STOCK USD1.	501044101	7,068	204,626	SH		SOLE		204,626	0	0
KULICKE + SOFFA INDUSTRIES	COMMON STOCK NPV	501242101	1,380	124,742	SH		SOLE		124,742	0	0
L 3 COMMUNICATIONS HOLDINGS	COMMON STOCK USD.01	502424104	5,498	64,129	SH		SOLE		64,129	0	0
LA Z BOY INC	COMMON STOCK USD1.	505336107	1,613	79,568	SH		SOLE		79,568	0	0
LAKELAND FINANCIAL CORP	COMMON STOCK NPV	511656100	1,047	37,738	SH		SOLE		37,738	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	5,099	114,995	SH		SOLE		114,995	0	0
LAS VEGAS SANDS CORP	COMMON STOCK USD.001	517834107	610	11,523	SH		SOLE		11,523	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	3,395	137,447	SH		SOLE		137,447	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	683	134,684	SH		SOLE		134,684	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	5,249	86,822	SH		SOLE		86,822	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	187	7,126	SH		SOLE		7,126	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	12,079	573,022	SH		SOLE		573,022	0	0
LIBERTY INTERACTIVE CORP A	COMMON STOCK USD.01	53071M104	5,051	219,500	SH		SOLE		219,500	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	5,150	89,923	SH		SOLE		89,923	0	0
LINEAR TECHNOLOGY CORP	COMMON STOCK USD.001	535678106	526	14,283	SH		SOLE		14,283	0	0
LITHIA MOTORS INC CL A	COMMON STOCK NPV	536797103	411	7,715	SH		SOLE		7,715	0	0
LITTELFUSE INC	COMMON STOCK USD.01	537008104	2,319	31,076	SH		SOLE		31,076	0	0
LORILLARD INC	COMMON STOCK USD.01	544147101	13,144	300,926	SH		SOLE		300,926	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.	546347105	1,072	72,504	SH		SOLE		72,504	0	0
LSB INDUSTRIES INC	COMMON STOCK USD.1	502160104	1,437	47,252	SH		SOLE		47,252	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	7,107	107,254	SH		SOLE		107,254	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	1,373	59,810	SH		SOLE		59,810	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	29,670	618,124	SH		SOLE		618,124	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	2,229	28,889	SH		SOLE		28,889	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	613	34,239	SH		SOLE		34,239	0	0
MANNING + NAPIER INC	COMMON STOCK USD.01	56382Q102	2,676	150,686	SH		SOLE		150,686	0	0
MANNKIND CORP	SR UNSECURED 12/13 3.75	56400PAA0	605	625,000	SH		SOLE		625,000	0	0
MANNKIND CORP	SR UNSECURED 12/13 3.75	56400PAA0	363	375,000	SH		SOLE		0	0	375,000
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	3,275	3,005,000	SH		SOLE		3,005,000	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,916	2,675,000	SH		SOLE		0	0	2,675,000
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	5,200	73,183	SH		SOLE		73,183	0	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	3,574	76,455	SH		SOLE		76,455	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	8,508	196,769	SH		SOLE		196,769	0	0
MARSH + MCLENNAN COS	COMMON STOCK USD1.	571748102	383	9,604	SH		SOLE		9,604	0	0
MARVELL TECHNOLOGY GROUP LTD	COMMON STOCK USD.002	G5876H105	3,165	270,321	SH		SOLE		270,321	0	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	1,520	2,646	SH		SOLE		2,646	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	24,247	244,921	SH		SOLE		244,921	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	2,911	25,426	SH		SOLE		25,426	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	354	24,731	SH		SOLE		24,731	0	0
MEDTRONIC INC	COMMON STOCK USD.1	585055106	25,238	490,351	SH		SOLE		490,351	0	0
MELCO CROWN ENTERTAINME ADR	ADR USD.01	585464100	671	30,000	SH		SOLE		30,000	0	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	9,886	505,685	SH		SOLE		505,685	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	65,198	1,403,625	SH		SOLE		1,403,625	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	26,308	574,911	SH		SOLE		574,911	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	370	9,922	SH		SOLE		9,922	0	0
MICROSOFT CORP	COMMON STOCK USD.006.25	594918104	72,456	2,098,360	SH		SOLE		2,098,360	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	2,413	50,426	SH		SOLE		50,426	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	1,971	116,886	SH		SOLE		116,886	0	0
MONDELEZ INTERNATIONAL INC	COMMON STOCK NPV	609207105	1,975	69,217	SH		SOLE		69,217	0	0
MONEYGRAM INTERNATIONAL INC	COMMON STOCK USD.01	60935Y208	1,077	47,529	SH		SOLE		47,529	0	0
MONTPELIER RE HOLDINGS LTD	COMMON STOCK USD.001666	G62185106	3,447	137,814	SH		SOLE		137,814	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	562	23,001	SH		SOLE		23,001	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	14,082	261,697	SH		SOLE		261,697	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	5,411	88,869	SH		SOLE		88,869	0	0
MYLAN INC	COMMON STOCK USD.5	628530107	4,859	156,595	SH		SOLE		156,595	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F103	2,338	152,683	SH		SOLE		152,683	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	22,910	332,504	SH		SOLE		332,504	0	0
NATIONSTAR MORTGAGE HOLDINGS	COMMON STOCK USD.01	63861C109	5,098	136,167	SH		SOLE		136,167	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	8,211	295,770	SH		SOLE		295,770	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	1,593	50,150	SH		SOLE		50,150	0	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	1,625	53,195	SH		SOLE		53,195	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	775	57,952	SH		SOLE		57,952	0	0
NEW YORK TIMES CO A	COMMON STOCK USD.1	650111107	1,142	103,298	SH		SOLE		103,298	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	22,220	846,469	SH		SOLE		846,469	0	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	2,116	192,572	SH		SOLE		192,572	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	2,529	31,043	SH		SOLE		31,043	0	0
NIKE INC CL B	COMMON STOCK NPV	654106103	3,954	62,091	SH		SOLE		62,091	0	0
NOKIA CORP SPON ADR	ADR	654902204	580	155,180	SH		SOLE		155,180	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.	655844108	14,846	204,349	SH		SOLE		204,349	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	2,017	151,170	SH		SOLE		151,170	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.	666807102	10,123	122,254	SH		SOLE		122,254	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	20,811	779,442	SH		SOLE		779,442	0	0
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	67018T105	434	7,100	SH		SOLE		7,100	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	9,991	230,631	SH		SOLE		230,631	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	428	30,536	SH		SOLE		30,536	0	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	4,012	35,625	SH		SOLE		35,625	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	637	16,396	SH		SOLE		16,396	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	28,489	319,273	SH		SOLE		319,273	0	0
OCWEN FINANCIAL CORP	COMMON STOCK USD.01	675746309	4,357	105,693	SH		SOLE		105,693	0	0
OIL STATES INTERNATIONAL INC	COMMON STOCK USD.01	678026105	2,668	28,798	SH		SOLE		28,798	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	5,713	184,185	SH		SOLE		184,185	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	943	105,000	SH		SOLE		105,000	0	0
OMNICARE INC	COMMON STOCK USD1.	681904108	6,575	137,819	SH		SOLE		137,819	0	0
OMNIVISION TECHNOLOGIES INC	COMMON STOCK USD.001	682128103	2,193	117,583	SH		SOLE		117,583	0	0
OPENTABLE INC	COMMON STOCK USD.0001	68372A104	1,497	23,416	SH		SOLE		23,416	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	63,773	2,075,930	SH		SOLE		2,075,930	0	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	11,900	313,417	SH		SOLE		313,417	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	2,768	99,600	SH		SOLE		99,600	0	0
P G + E CORP	COMMON STOCK NPV	69331C108	2,298	50,247	SH		SOLE		50,247	0	0
PACCAR INC	COMMON STOCK USD1.	693718108	506	9,425	SH		SOLE		9,425	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	2,480	53,986	SH		SOLE		53,986	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	24,062	252,220	SH		SOLE		252,220	0	0
PATTERSON UTI ENERGY INC	COMMON STOCK USD.01	703481101	2,744	141,790	SH		SOLE		141,790	0	0
PDL BIOPHARMA INC	COMMON STOCK USD.01	69329Y104	3,517	455,531	SH		SOLE		455,531	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	3,777	146,130	SH		SOLE		146,130	0	0
PENNANTPARK INVESTMENT CORP	COMMON STOCK USD.001	708062104	892	80,722	SH		SOLE		80,722	0	0
PENNYMAC MORTGAGE INVESTMENT	REIT USD.01	70931T103	4,243	201,567	SH		SOLE		201,567	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	30,362	371,222	SH		SOLE		371,222	0	0
PETMED EXPRESS INC	COMMON STOCK USD.001	716382106	1,086	86,229	SH		SOLE		86,229	0	0
PETROCHINA CO LTD ADR	ADR	71646E100	964	8,713	SH		SOLE		8,713	0	0
PFIZER INC W/D	COMMON STOCK USD.05	717081103	75,016	2,678,175	SH		SOLE		2,678,175	0	0
PHARMACYCLICS INC	COMMON STOCK USD.0001	716933106	414	5,206	SH		SOLE		5,206	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	35,094	405,153	SH		SOLE		405,153	0	0
PHILLIPS 66	COMMON STOCK	718546104	683	11,600	SH		SOLE		11,600	0	0
PHOTOMEDEX INC	COMMON STOCK USD.01	719358301	1,991	124,912	SH		SOLE		124,912	0	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	1,807	76,906	SH		SOLE		76,906	0	0
PIKE ELECTRIC CORP	COMMON STOCK USD.001	721283109	2,084	169,462	SH		SOLE		169,462	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	2,243	150,154	SH		SOLE		150,154	0	0
PLANTRONICS INC	COMMON STOCK USD.01	727493108	2,214	50,404	SH		SOLE		50,404	0	0
PLEXUS CORP	COMMON STOCK USD.01	729132100	1,244	41,629	SH		SOLE		41,629	0	0
PORTFOLIO RECOVERY ASSOCIATE	COMMON STOCK USD.01	73640Q105	4,486	29,203	SH		SOLE		29,203	0	0
POSCO ADR	ADR	693483109	39,195	602,253	SH		SOLE		602,253	0	0
POSCO ADR	ADR	693483109	85,030	1,306,551	SH		SOLE		0	0	1,306,551
POST PROPERTIES INC	REIT USD.01	737464107	3,927	79,354	SH		SOLE		79,354	0	0
POWELL INDUSTRIES INC	COMMON STOCK USD.01	739128106	838	16,227	SH		SOLE		16,227	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	2,384	16,284	SH		SOLE		16,284	0	0
PPL CORPORATION	COMMON STOCK USD.01	69351T106	3,089	102,093	SH		SOLE		102,093	0	0
PRICELINE.COM INC	COMMON STOCK USD.008	741503403	4,549	5,500	SH		SOLE		5,500	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	1,677	44,787	SH		SOLE		44,787	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	4,937	64,126	SH		SOLE		64,126	0	0
PROSPECT CAPITAL CORP	COMMON STOCK USD.001	74348T102	7,168	663,742	SH		SOLE		663,742	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	7,632	147,370	SH		SOLE		147,370	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	628	8,596	SH		SOLE		8,596	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	13,411	410,614	SH		SOLE		410,614	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	4,847	31,614	SH		SOLE		31,614	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	3,231	170,325	SH		SOLE		170,325	0	0
PVH CORP	COMMON STOCK USD1.	693656100	908	7,263	SH		SOLE		7,263	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	1,201	49,828	SH		SOLE		49,828	0	0
QUALITY SYSTEMS INC	COMMON STOCK USD.01	747582104	981	52,431	SH		SOLE		52,431	0	0
QUESTCOR PHARMACEUTICALS	COMMON STOCK NPV	74835Y101	2,778	61,100	SH		SOLE		61,100	0	0
RACKSPACE HOSTING INC	COMMON STOCK USD.001	750086100	2,807	74,088	SH		SOLE		74,088	0	0
RAYONIER INC	REIT NPV	754907103	4,455	80,430	SH		SOLE		80,430	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	21,877	330,873	SH		SOLE		330,873	0	0
REALTY INCOME CORP	REIT USD1.	756109104	238	5,682	SH		SOLE		5,682	0	0
REDWOOD TRUST INC	REIT USD.01	758075402	828	48,700	SH		SOLE		48,700	0	0
REGAL BELOIT CORP	COMMON STOCK USD.01	758750103	855	13,192	SH		SOLE		13,192	0	0
REINSURANCE GROUP OF AMERICA	COMMON STOCK USD.01	759351604	5,453	78,905	SH		SOLE		78,905	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK NPV	759509102	5,953	90,807	SH		SOLE		90,807	0	0
RENAISSANCERE HOLDINGS LTD	COMMON STOCK USD1.	G7496G103	2,368	27,281	SH		SOLE		27,281	0	0
RENEWABLE ENERGY GROUP INC	COMMON STOCK USD.0001	75972A301	1,242	87,298	SH		SOLE		87,298	0	0
REPUBLIC AIRWAYS HOLDINGS IN	COMMON STOCK USD.001	760276105	2,372	209,343	SH		SOLE		209,343	0	0
REYNOLDS AMERICAN INC	COMMON STOCK USD.0001	761713106	1,945	40,207	SH		SOLE		40,207	0	0
RIVERBED TECHNOLOGY INC	COMMON STOCK USD.0001	768573107	1,885	121,135	SH		SOLE		121,135	0	0
RLJ LODGING TRUST	REIT	74965L101	3,035	134,971	SH		SOLE		134,971	0	0
ROCKWELL COLLINS INC	COMMON STOCK USD.01	774341101	859	13,548	SH		SOLE		13,548	0	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	842	19,792	SH		SOLE		19,792	0	0
ROUNDY S INC	COMMON STOCK USD.01	779268101	2,387	286,557	SH		SOLE		286,557	0	0
ROVI CORP	COMMON STOCK USD.001	779376102	1,638	71,710	SH		SOLE		71,710	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	1,826	108,719	SH		SOLE		108,719	0	0
RUBICON TECHNOLOGY INC	COMMON STOCK USD.001	78112T107	813	101,534	SH		SOLE		101,534	0	0
RUDOLPH TECHNOLOGIES INC	COMMON STOCK USD.001	781270103	655	58,519	SH		SOLE		58,519	0	0
SAFEWAY INC	COMMON STOCK USD.01	786514208	7,035	297,326	SH		SOLE		297,326	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	3,535	53,224	SH		SOLE		53,224	0	0
SAPPI LTD SPONSORED ADR	ADR	803069202	327	133,325	SH		SOLE		133,325	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	4,557	61,483	SH		SOLE		61,483	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	47,171	658,260	SH		SOLE		658,260	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	2,966	66,163	SH		SOLE		66,163	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	2,535	105,859	SH		SOLE		105,859	0	0
SELECT COMFORT CORPORATION	COMMON STOCK USD.01	81616X103	1,462	58,359	SH		SOLE		58,359	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,709	60,931	SH		SOLE		60,931	0	0
SELECT MEDICAL HOLDINGS CORP	COMMON STOCK USD.001	81619Q105	2,061	251,339	SH		SOLE		251,339	0	0
SEMPRA ENERGY	COMMON STOCK NPV	816851109	1,914	23,411	SH		SOLE		23,411	0	0
SHINHAN FINANCIAL GROUP ADR	ADR	824596100	1,751	53,839	SH		SOLE		53,839	0	0
SHOE CARNIVAL INC	COMMON STOCK USD.01	824889109	2,387	99,409	SH		SOLE		99,409	0	0
SIGNET JEWELERS LTD	COMMON STOCK USD.18	G81276100	4,023	59,661	SH		SOLE		59,661	0	0
SILGAN HOLDINGS INC	COMMON STOCK USD.01	827048109	479	10,200	SH		SOLE		10,200	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	3,391	21,476	SH		SOLE		21,476	0	0
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	829226109	517	17,594	SH		SOLE		17,594	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	7,752	354,145	SH		SOLE		354,145	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	2,934	33,271	SH		SOLE		33,271	0	0
SMITHFIELD FOODS INC	COMMON STOCK USD.5	832248108	1,323	40,400	SH		SOLE		40,400	0	0
SOHU.COM INC	COMMON STOCK USD.001	83408W103	468	7,600	SH		SOLE		7,600	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	2,336	52,930	SH		SOLE		52,930	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	4,002	310,454	SH		SOLE		310,454	0	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	11,714	73,206	SH		SOLE		73,206	0	0
SPIRIT REALTY CAPITAL INC	REIT USD.01	84860F109	4,672	263,653	SH		SOLE		263,653	0	0
ST JUDE MEDICAL INC	COMMON STOCK USD.1	790849103	12,886	282,400	SH		SOLE		282,400	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	2,664	167,951	SH		SOLE		167,951	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	867	13,233	SH		SOLE		13,233	0	0
STARWOOD PROPERTY TRUST INC	REIT USD.01	85571B105	6,082	245,734	SH		SOLE		245,734	0	0
STATE STREET CORP	COMMON STOCK USD1.	857477103	4,049	62,092	SH		SOLE		62,092	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	4,669	313,141	SH		SOLE		313,141	0	0
STERIS CORP	COMMON STOCK NPV	859152100	1,812	42,249	SH		SOLE		42,249	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.	860372101	1,921	73,365	SH		SOLE		73,365	0	0
STONE ENERGY CORP	COMMON STOCK USD.01	861642106	2,530	114,849	SH		SOLE		114,849	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	5,365	169,931	SH		SOLE		169,931	0	0
SUSQUEHANNA BANCSHARES INC	COMMON STOCK USD2.	869099101	1,833	142,684	SH		SOLE		142,684	0	0
SYMANTEC CORP	COMMON STOCK USD.01	871503108	1,751	77,939	SH		SOLE		77,939	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	5,696	134,732	SH		SOLE		134,732	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	6,088	170,296	SH		SOLE		170,296	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,141	15,600	SH		SOLE		15,600	0	0
T.G.C. INDUSTRIES INC	COMMON STOCK USD.01	872417308	422	51,300	SH		SOLE		51,300	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	4,556	248,663	SH		SOLE		248,663	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	23,261	337,807	SH		SOLE		337,807	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	730	15,500	SH		SOLE		15,500	0	0
TECK RESOURCES LTD CLS B	COMMON STOCK NPV	878742204	19,916	931,949	SH		SOLE		931,949	0	0
TELLABS INC	COMMON STOCK USD.01	879664100	10,971	5,540,772	SH		SOLE		5,540,772	0	0
TEMPUR SEALY INTERNATIONAL I	COMMON STOCK USD.01	88023U101	6,543	149,039	SH		SOLE		149,039	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	3,601	204,955	SH		SOLE		204,955	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	50,907	2,249,533	SH		SOLE		2,249,533	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	121,228	5,356,970	SH		SOLE		0	0	5,356,970
TESORO CORP	COMMON STOCK USD.167	881609101	6,698	128,026	SH		SOLE		128,026	0	0
TESSCO TECHNOLOGIES INC	COMMON STOCK USD.01	872386107	2,573	97,445	SH		SOLE		97,445	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	7,028	298,930	SH		SOLE		298,930	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	1,136	32,572	SH		SOLE		32,572	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	14,715	564,866	SH		SOLE		564,866	0	0
TIBCO SOFTWARE INC	COMMON STOCK USD.001	88632Q103	2,696	126,000	SH		SOLE		126,000	0	0
TIFFANY + CO	COMMON STOCK USD.01	886547108	29,370	403,208	SH		SOLE		403,208	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	18,347	163,114	SH		SOLE		163,114	0	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	2,119	36,644	SH		SOLE		36,644	0	0
TIMKEN CO	COMMON STOCK NPV	887389104	5,220	92,747	SH		SOLE		92,747	0	0
TORCHMARK CORP	COMMON STOCK USD1.	891027104	384	5,900	SH		SOLE		5,900	0	0
TOWERS WATSON + CO CL A	COMMON STOCK USD.01	891894107	4,043	49,344	SH		SOLE		49,344	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	589	3,759	SH		SOLE		3,759	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	6,101	76,340	SH		SOLE		76,340	0	0
TRIMAS CORP	COMMON STOCK USD.01	896215209	850	22,803	SH		SOLE		22,803	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD1.	896522109	4,566	118,788	SH		SOLE		118,788	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	3,826	48,335	SH		SOLE		48,335	0	0
TUPPERWARE BRANDS CORP	COMMON STOCK USD.01	899896104	6,967	89,674	SH		SOLE		89,674	0	0
TUTOR PERINI CORP	COMMON STOCK USD1.	901109108	451	24,937	SH		SOLE		24,937	0	0
TW TELECOM INC	COMMON STOCK USD.01	87311L104	4,977	176,858	SH		SOLE		176,858	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	13,854	539,480	SH		SOLE		539,480	0	0
UGI CORP	COMMON STOCK NPV	902681105	7,588	194,013	SH		SOLE		194,013	0	0
ULTRA PETROLEUM CORP	COMMON STOCK NPV	903914109	10,796	544,725	SH		SOLE		544,725	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK NPV	904214103	6,050	403,045	SH		SOLE		403,045	0	0
UNILEVER PLC SPONSORED ADR	ADR	904767704	3,383	83,636	SH		SOLE		83,636	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	4,476	29,012	SH		SOLE		29,012	0	0
UNISYS CORP	COMMON STOCK USD.01	909214306	1,250	56,632	SH		SOLE		56,632	0	0
UNIT CORP	COMMON STOCK USD.2	909218109	6,071	142,575	SH		SOLE		142,575	0	0
UNITED FIRE GROUP INC	COMMON STOCK USD.001	910340108	1,586	63,863	SH		SOLE		63,863	0	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	543	16,170	SH		SOLE		16,170	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	13,162	199,966	SH		SOLE		199,966	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	1,478	22,570	SH		SOLE		22,570	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	2,688	40,138	SH		SOLE		40,138	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	6,631	225,767	SH		SOLE		225,767	0	0
URBAN OUTFITTERS INC	COMMON STOCK USD.0001	917047102	652	16,200	SH		SOLE		16,200	0	0
URS CORP	COMMON STOCK USD.01	903236107	13,016	275,651	SH		SOLE		275,651	0	0
US BANCORP	COMMON STOCK USD.01	902973304	26,999	746,855	SH		SOLE		746,855	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	4,553	277,277	SH		SOLE		277,277	0	0
US CONCRETE INC	SR SECURED 08/15 9.5	90333LAF9	13	8,000	SH		SOLE		8,000	0	0
USEC INC	SR UNSECURED 10/14 3.	90333EAC2	2,871	13,671,000	SH		SOLE		13,671,000	0	0
USEC INC	SR UNSECURED 10/14 3.	90333EAC2	1,008	4,800,000	SH		SOLE		0	0	4,800,000
VALASSIS COMMUNICATIONS INC	COMMON STOCK USD.01	918866104	2,817	114,558	SH		SOLE		114,558	0	0
VALE SA SP PREF ADR	ADR NPV	91912E204	1,165	95,780	SH		SOLE		95,780	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	15,729	452,379	SH		SOLE		452,379	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	5,147	142,508	SH		SOLE		142,508	0	0
VALMONT INDUSTRIES	COMMON STOCK USD1.	920253101	3,513	24,549	SH		SOLE		24,549	0	0
VALSPAR CORP	COMMON STOCK USD.5	920355104	1,360	21,031	SH		SOLE		21,031	0	0
VALUECLICK INC	COMMON STOCK USD.001	92046N102	5,292	214,410	SH		SOLE		214,410	0	0
VERA BRADLEY INC	COMMON STOCK	92335C106	1,448	66,832	SH		SOLE		66,832	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	7,122	141,484	SH		SOLE		141,484	0	0
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	92532F100	4,172	52,232	SH		SOLE		52,232	0	0
VF CORP	COMMON STOCK NPV	918204108	662	3,429	SH		SOLE		3,429	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	16,829	247,303	SH		SOLE		247,303	0	0
VITAMIN SHOPPE INC	COMMON STOCK USD.01	92849E101	421	9,380	SH		SOLE		9,380	0	0
VODAFONE GROUP PLC SP ADR	ADR	92857W209	2,326	80,916	SH		SOLE		80,916	0	0
VOXX INTERNATIONAL CORP	COMMON STOCK USD.01	91829F104	1,595	130,000	SH		SOLE		130,000	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	1,919	188,496	SH		SOLE		188,496	0	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	672	9,003	SH		SOLE		9,003	0	0
WABTEC CORP	COMMON STOCK USD.01	929740108	5,305	99,286	SH		SOLE		99,286	0	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	7,178	165,011	SH		SOLE		165,011	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	14,375	192,975	SH		SOLE		192,975	0	0
WALGREEN CO	COMMON STOCK USD.078125	931422109	2,631	59,515	SH		SOLE		59,515	0	0
WALKER + DUNLOP INC	COMMON STOCK	93148P102	890	50,884	SH		SOLE		50,884	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	13,660	216,313	SH		SOLE		216,313	0	0
WASHINGTON FEDERAL INC	COMMON STOCK USD1.	938824109	1,604	84,969	SH		SOLE		84,969	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	1,098	42,891	SH		SOLE		42,891	0	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	3,396	115,636	SH		SOLE		115,636	0	0
WEBSTER FINANCIAL CORP	COMMON STOCK USD.01	947890109	10,219	397,936	SH		SOLE		397,936	0	0
WELLPOINT INC	COMMON STOCK USD.01	94973V107	7,081	86,521	SH		SOLE		86,521	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	57,413	1,391,165	SH		SOLE		1,391,165	0	0
WESCO INTERNATIONAL INC	COMMON STOCK USD.01	95082P105	5,893	86,709	SH		SOLE		86,709	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	23,206	373,741	SH		SOLE		373,741	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	1,059	37,740	SH		SOLE		37,740	0	0
WESTERN UNION CO	COMMON STOCK USD.01	959802109	1,881	109,932	SH		SOLE		109,932	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.	963320106	606	5,300	SH		SOLE		5,300	0	0
WILEY (JOHN) + SONS CLASS A	COMMON STOCK USD1.	968223206	3,488	87,000	SH		SOLE		87,000	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	7,663	133,894	SH		SOLE		133,894	0	0
WYNN RESORTS LTD	COMMON STOCK USD.01	983134107	11,070	86,481	SH		SOLE		86,481	0	0
XEROX CORP	COMMON STOCK USD1.	984121103	3,185	351,171	SH		SOLE		351,171	0	0
XL GROUP PLC	COMMON STOCK USD.01	G98290102	1,790	59,037	SH		SOLE		59,037	0	0
YANZHOU COAL MINING SP ADR	ADR CNY1.	984846105	390	54,921	SH		SOLE		54,921	0	0
ZAGG INC	COMMON STOCK USD.001	98884U108	772	144,271	SH		SOLE		144,271	0	0
ZIMMER HOLDINGS INC	COMMON STOCK USD.01	98956P102	882	11,767	SH		SOLE		11,767	0	0
ZIONS BANCORPORATION	COMMON STOCK NPV	989701107	15,093	522,626	SH		SOLE		522,626	0	0