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
ABBVIE INC	COMMON STOCK USD.01	00287Y109	1,466	28,529	SH		SOLE		28,529	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	303	3,796	SH		SOLE		3,796	0	0
ACE LTD	COMMON STOCK CHF26.59	H0023R105	3,028	30,566	SH		SOLE		30,566	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	2,139	56,434	SH		SOLE		56,434	0	0
ACTAVIS PLC	COMMON STOCK USD.0033	G0083B108	3,150	15,302	SH		SOLE		15,302	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	2,472	82,529	SH		SOLE		82,529	0	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	3,815	30,161	SH		SOLE		30,161	0	0
ADVANCED SEMICONDUCTOR E ADR	ADR	00756M404	2,462	443,599	SH		SOLE		443,599	0	0
ADVENT SOFTWARE INC	COMMON STOCK USD.01	007974108	722	24,576	SH		SOLE		24,576	0	0
AECOM TECHNOLOGY CORP	COMMON STOCK USD.01	00766T100	11,862	368,733	SH		SOLE		368,733	0	0
AES CORP	COMMON STOCK USD.01	00130H105	5,516	386,299	SH		SOLE		386,299	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	2,291	11,452	SH		SOLE		11,452	0	0
AFLAC INC	COMMON STOCK USD.1	001055102	14,017	222,355	SH		SOLE		222,355	0	0
AGCO CORP	COMMON STOCK USD.01	001084102	7,157	129,741	SH		SOLE		129,741	0	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	319	5,700	SH		SOLE		5,700	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	1,087	20,000	SH		SOLE		20,000	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD1.	011659109	7,876	84,409	SH		SOLE		84,409	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	4,455	67,075	SH		SOLE		67,075	0	0
ALCOA INC	COMMON STOCK USD1.	013817101	1,639	127,360	SH		SOLE		127,360	0	0
ALEXANDER + BALDWIN INC	COMMON STOCK	014491104	2,128	50,000	SH		SOLE		50,000	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	5,054	69,648	SH		SOLE		69,648	0	0
ALEXION PHARMACEUTICALS INC	COMMON STOCK USD.0001	015351109	3,503	23,027	SH		SOLE		23,027	0	0
ALLEGHANY CORP	COMMON STOCK USD1.	017175100	6,825	16,753	SH		SOLE		16,753	0	0
ALLERGAN INC	COMMON STOCK USD.01	018490102	19,345	155,883	SH		SOLE		155,883	0	0
ALLIANT TECHSYSTEMS INC	COMMON STOCK USD.01	018804104	6,858	48,248	SH		SOLE		48,248	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	3,574	63,171	SH		SOLE		63,171	0	0
ALNYLAM PHARMACEUTICALS INC	COMMON STOCK USD.01	02043Q107	638	9,499	SH		SOLE		9,499	0	0
ALON USA ENERGY INC	COMMON STOCK USD.01	020520102	794	53,155	SH		SOLE		53,155	0	0
ALTISOURCE RESIDENTIAL CORP	REIT USD.01	02153W100	4,084	129,400	SH		SOLE		129,400	0	0
AMERCO	COMMON STOCK USD.25	023586100	4,934	21,258	SH		SOLE		21,258	0	0
AMERICA MOVIL ADR SERIES L	ADR NPV	02364W105	1,575	79,241	SH		SOLE		79,241	0	0
AMERICA MOVIL ADR SERIES L	ADR NPV	02364W105	44,596	2,243,258	SH		SOLE		0	0	2,243,258
AMERICAN AIRLINES GROUP	PREFERRED STOCK 6.25	02376R409	1,311	47,465	SH		SOLE		47,465	0	0
AMERICAN AIRLINES GROUP	PREFERRED STOCK 6.25	02376R409	164	5,960	SH		SOLE		0	0	5,960
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	9,605	262,445	SH		SOLE		262,445	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	1,196	32,674	SH		SOLE		0	0	32,674
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	5,758	154,158	SH		SOLE		154,158	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	1,865	36,808	SH		SOLE		36,808	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	4,128	45,850	SH		SOLE		45,850	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	24,154	482,991	SH		SOLE		482,991	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	1,682	15,283	SH		SOLE		15,283	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,776	27,080	SH		SOLE		27,080	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	2,890	23,434	SH		SOLE		23,434	0	0
ANADARKO PETROLEUM CORP	COMMON STOCK USD.1	032511107	4,836	57,057	SH		SOLE		57,057	0	0
ANALOGIC CORP	COMMON STOCK USD.05	032657207	624	7,605	SH		SOLE		7,605	0	0
ANDERSONS INC/THE	COMMON STOCK NPV	034164103	3,683	62,178	SH		SOLE		62,178	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	38,651	2,262,986	SH		SOLE		2,262,986	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	76,393	4,472,631	SH		SOLE		0	0	4,472,631
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	2,125	51,695	SH		SOLE		51,695	0	0
ANIXTER INTERNATIONAL INC	COMMON STOCK USD1.	035290105	1,560	15,365	SH		SOLE		15,365	0	0
ANN INC	COMMON STOCK USD.0068	035623107	1,168	28,163	SH		SOLE		28,163	0	0
ANNALY CAPITAL MANAGEMENT IN	REIT USD.01	035710409	13,373	1,219,063	SH		SOLE		1,219,063	0	0
AOL INC	COMMON STOCK USD.01	00184X105	861	19,669	SH		SOLE		19,669	0	0
AON PLC	COMMON STOCK USD.01	G0408V102	144	1,703	SH		SOLE		1,703	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	15,896	191,633	SH		SOLE		191,633	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	2,212	133,041	SH		SOLE		133,041	0	0
APOLLO EDUCATION GROUP INC	COMMON STOCK NPV	037604105	6,339	185,127	SH		SOLE		185,127	0	0
APPLE INC	COMMON STOCK NPV	037833100	90,925	169,403	SH		SOLE		169,403	0	0
APPLIED INDUSTRIAL TECH INC	COMMON STOCK NPV	03820C105	1,199	24,865	SH		SOLE		24,865	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	992	48,602	SH		SOLE		48,602	0	0
ARCELORMITTAL NY REGISTERED	NY REG SHRS NPV	03938L104	488	30,223	SH		SOLE		30,223	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK NPV	039483102	3,979	91,699	SH		SOLE		91,699	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	7,365	124,075	SH		SOLE		124,075	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	5,261	80,983	SH		SOLE		80,983	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	5,092	145,191	SH		SOLE		145,191	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	761	2,000,000	SH		SOLE		2,000,000	0	0
AUXILIUM PHARMACEUTICALS INC	COMMON STOCK USD.01	05334D107	668	24,579	SH		SOLE		24,579	0	0
AVAGO TECHNOLOGIES LTD	COMMON STOCK	Y0486S104	1,699	26,379	SH		SOLE		26,379	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,498	71,487	SH		SOLE		71,487	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	6,923	142,161	SH		SOLE		142,161	0	0
AVISTA CORP	COMMON STOCK NPV	05379B107	2,563	83,614	SH		SOLE		83,614	0	0
AVNET INC	COMMON STOCK USD1.	053807103	11,871	255,129	SH		SOLE		255,129	0	0
AVON PRODUCTS INC	COMMON STOCK USD.25	054303102	9,698	662,437	SH		SOLE		662,437	0	0
AXIALL CORP	COMMON STOCK USD.01	05463D100	2,141	47,662	SH		SOLE		47,662	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	28,948	445,213	SH		SOLE		445,213	0	0
BALL CORP	COMMON STOCK NPV	058498106	22,915	418,087	SH		SOLE		418,087	0	0
BALLY TECHNOLOGIES INC	COMMON STOCK USD.1	05874B107	5,254	79,282	SH		SOLE		79,282	0	0
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	43,092	762,960	SH		SOLE		762,960	0	0
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	38,397	679,827	SH		SOLE		0	0	679,827
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	32,565	1,893,297	SH		SOLE		1,893,297	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	17,628	499,508	SH		SOLE		499,508	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P100	2,156	78,650	SH		SOLE		78,650	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.	071813109	210	2,855	SH		SOLE		2,855	0	0
BBCN BANCORP INC	COMMON STOCK USD.001	073295107	1,557	90,817	SH		SOLE		90,817	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	16,168	138,097	SH		SOLE		138,097	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	22,500	327,028	SH		SOLE		327,028	0	0
BEL FUSE INC CL B	COMMON STOCK USD.1	077347300	694	31,700	SH		SOLE		31,700	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	1,337	10,698	SH		SOLE		10,698	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	707	26,769	SH		SOLE		26,769	0	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	2,148	7,023	SH		SOLE		7,023	0	0
BOEING CO/THE	COMMON STOCK USD5.	097023105	1,406	11,208	SH		SOLE		11,208	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	1,348	1,325,000	SH		SOLE		1,325,000	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	1,196	1,175,000	SH		SOLE		0	0	1,175,000
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	3,563	67,927	SH		SOLE		67,927	0	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	5,988	190,231	SH		SOLE		190,231	0	0
CA INC	COMMON STOCK USD.1	12673P105	647	20,900	SH		SOLE		20,900	0	0
CABOT CORP	COMMON STOCK USD1.	127055101	4,496	76,128	SH		SOLE		76,128	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	8,780	564,966	SH		SOLE		564,966	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	1,018	41,249	SH		SOLE		41,249	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	1,289	46,260	SH		SOLE		46,260	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	3,991	190,863	SH		SOLE		190,863	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	24,996	323,952	SH		SOLE		323,952	0	0
CARDINAL HEALTH INC	COMMON STOCK NPV	14149Y108	5,654	80,798	SH		SOLE		80,798	0	0
CAREFUSION CORP	COMMON STOCK USD.01	14170T101	3,319	82,514	SH		SOLE		82,514	0	0
CARRIZO OIL + GAS INC	COMMON STOCK USD.01	144577103	3,161	59,136	SH		SOLE		59,136	0	0
CARRIZO OIL + GAS INC	COMPANY GUAR 06/28 4.375	144577AA1	1,840	2,000,000	SH		SOLE		0	0	2,000,000
CATERPILLAR INC	COMMON STOCK USD1.	149123101	8,505	85,586	SH		SOLE		85,586	0	0
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	149150104	4,951	196,555	SH		SOLE		196,555	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	3,410	124,309	SH		SOLE		124,309	0	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	14,827	239,923	SH		SOLE		239,923	0	0
CELESTICA INC	COMMON STOCK NPV	15101Q108	393	35,916	SH		SOLE		35,916	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	32,029	229,433	SH		SOLE		229,433	0	0
CELLDEX THERAPEUTICS INC	COMMON STOCK USD.001	15117B103	266	15,072	SH		SOLE		15,072	0	0
CENOVUS ENERGY INC	COMMON STOCK NPV	15135U109	25,937	895,617	SH		SOLE		895,617	0	0
CEPHEID INC	COMMON STOCK NPV	15670R107	1,135	21,999	SH		SOLE		21,999	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	9,659	37,057	SH		SOLE		37,057	0	0
CHEMICAL FINANCIAL CORP	COMMON STOCK USD1.	163731102	1,358	41,850	SH		SOLE		41,850	0	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	730	28,500	SH		SOLE		28,500	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	2,551	99,161	SH		SOLE		99,161	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	44,477	374,041	SH		SOLE		374,041	0	0
CHIMERIX INC	COMMON STOCK	16934W106	798	31,111	SH		SOLE		31,111	0	0
CHINA MOBILE LTD SPON ADR	ADR	16941M109	1,699	37,269	SH		SOLE		37,269	0	0
CHIPMOS TECHNOLOGIES BERMUDA	COMMON STOCK USD.01	G2110R114	942	42,715	SH		SOLE		42,715	0	0
CHIQUITA BRANDS INTL	SR UNSECURED 08/16 4.25	170032AT3	1,231	1,210,000	SH		SOLE		1,210,000	0	0
CHUBB CORP	COMMON STOCK USD1.	171232101	4,276	47,887	SH		SOLE		47,887	0	0
CHURCH + DWIGHT CO INC	COMMON STOCK USD1.	171340102	551	7,977	SH		SOLE		7,977	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	42,509	3,381,770	SH		SOLE		3,381,770	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	75,252	5,986,661	SH		SOLE		0	0	5,986,661
CIA PARANAENSE ENER SP ADR P	ADR NPV	20441B407	528	40,289	SH		SOLE		40,289	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	20,511	244,970	SH		SOLE		244,970	0	0
CIMAREX ENERGY CO	COMMON STOCK USD.01	171798101	3,271	27,458	SH		SOLE		27,458	0	0
CINTAS CORP	COMMON STOCK NPV	172908105	2,429	40,755	SH		SOLE		40,755	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	1,573	79,142	SH		SOLE		79,142	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	43,259	1,930,322	SH		SOLE		1,930,322	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	41,127	864,006	SH		SOLE		864,006	0	0
CLECO CORPORATION	COMMON STOCK USD1.	12561W105	1,403	27,743	SH		SOLE		27,743	0	0
CLOROX COMPANY	COMMON STOCK USD1.	189054109	20,327	230,958	SH		SOLE		230,958	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	400	5,773	SH		SOLE		5,773	0	0
CNA FINANCIAL CORP	COMMON STOCK USD2.5	126117100	5,802	135,818	SH		SOLE		135,818	0	0
COACH INC	COMMON STOCK USD.01	189754104	23,800	479,252	SH		SOLE		479,252	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	45,589	1,179,219	SH		SOLE		1,179,219	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	5,750	120,385	SH		SOLE		120,385	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	12,989	200,231	SH		SOLE		200,231	0	0
COLONY FINANCIAL INC	REIT USD.01	19624R106	932	42,472	SH		SOLE		42,472	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	1,479	55,206	SH		SOLE		55,206	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	7,267	145,273	SH		SOLE		145,273	0	0
COMERICA INC	COMMON STOCK USD5.	200340107	2,898	55,943	SH		SOLE		55,943	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	1,118	73,360	SH		SOLE		73,360	0	0
COMMERCIAL METALS CO	COMMON STOCK USD.01	201723103	3,698	195,846	SH		SOLE		195,846	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	4,427	113,010	SH		SOLE		113,010	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	1,742	26,824	SH		SOLE		26,824	0	0
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	744	12,227	SH		SOLE		12,227	0	0
CONAGRA FOODS INC	COMMON STOCK USD5.	205887102	5,747	185,193	SH		SOLE		185,193	0	0
CONMED CORP	COMMON STOCK USD.01	207410101	1,100	25,311	SH		SOLE		25,311	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	6,809	96,794	SH		SOLE		96,794	0	0
CONSUMER STAPLES SELECT SECTOR	CONSUMER STAPLES SPDR	81369Y308	5,037	116,986	SH		SOLE		116,986	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	3,730	27,152	SH		SOLE		27,152	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	160	2,259	SH		SOLE		2,259	0	0
CORNING INC	COMMON STOCK USD.5	219350105	2,478	119,005	SH		SOLE		119,005	0	0
CORRECTIONS CORP OF AMERICA	REIT USD.01	22025Y407	2,196	70,101	SH		SOLE		70,101	0	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	188	2,546	SH		SOLE		2,546	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	4,523	30,566	SH		SOLE		30,566	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	1,940	19,948	SH		SOLE		19,948	0	0
CRANE CO	COMMON STOCK USD1.	224399105	5,284	74,271	SH		SOLE		74,271	0	0
CROWN CASTLE INTL CORP	REIT USD.01	228227104	977	13,245	SH		SOLE		13,245	0	0
CUBIST PHARMACEUTICALS INC	COMMON STOCK USD.001	229678107	1,349	18,444	SH		SOLE		18,444	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	1,002	6,725	SH		SOLE		6,725	0	0
CVS CAREMARK CORP	COMMON STOCK USD.01	126650100	11,303	150,988	SH		SOLE		150,988	0	0
CYBERONICS INC	COMMON STOCK USD.01	23251P102	2,386	36,567	SH		SOLE		36,567	0	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	355	12,113	SH		SOLE		12,113	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	9,686	416,258	SH		SOLE		416,258	0	0
DARLING INTERNATIONAL INC	COMMON STOCK USD.01	237266101	1,302	65,023	SH		SOLE		65,023	0	0
DEERE + CO	COMMON STOCK USD1.	244199105	4,140	45,591	SH		SOLE		45,591	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	1,743	60,034	SH		SOLE		60,034	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	11,184	164,816	SH		SOLE		164,816	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	24,715	713,271	SH		SOLE		713,271	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,847	54,263	SH		SOLE		54,263	0	0
DEVON ENERGY CORPORATION	COMMON STOCK USD.1	25179M103	1,159	17,321	SH		SOLE		17,321	0	0
DILLARDS INC CL A	COMMON STOCK NPV	254067101	7,929	85,810	SH		SOLE		85,810	0	0
DIRECTV	COMMON STOCK USD.01	25490A309	11,381	148,924	SH		SOLE		148,924	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	4,087	70,241	SH		SOLE		70,241	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK NPV	25746U109	2,170	30,566	SH		SOLE		30,566	0	0
DOMTAR CORP	COMMON STOCK USD.01	257559203	7,970	71,024	SH		SOLE		71,024	0	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	6,115	125,852	SH		SOLE		125,852	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	3,767	174,000	SH		SOLE		174,000	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	10,607	194,769	SH		SOLE		194,769	0	0
DTE ENERGY COMPANY	COMMON STOCK NPV	233331107	1,060	14,264	SH		SOLE		14,264	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	669,284	9,974,422	SH		SOLE		9,974,422	0	0
DUCOMMUN INC	COMMON STOCK USD.01	264147109	553	22,074	SH		SOLE		22,074	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	2,540	35,661	SH		SOLE		35,661	0	0
DUKE REALTY CORP	REIT USD.01	264411505	4,524	268,025	SH		SOLE		268,025	0	0
DUPONT FABROS TECHNOLOGY	REIT USD.001	26613Q106	2,548	105,870	SH		SOLE		105,870	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	5,667	227,212	SH		SOLE		227,212	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,973	85,724	SH		SOLE		85,724	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	3,646	99,900	SH		SOLE		99,900	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	5,161	59,866	SH		SOLE		59,866	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	13	736	SH		SOLE		736	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	27	1,473	SH		SOLE		0	0	1,473
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	13	736	SH		SOLE		736	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	25	1,473	SH		SOLE		0	0	1,473
EASTMAN KODAK CO	COMMON STOCK	277461406	72	2,172	SH		SOLE		2,172	0	0
EASTMAN KODAK CO	COMMON STOCK	277461406	142	4,239	SH		SOLE		0	0	4,239
EDISON INTERNATIONAL	COMMON STOCK NPV	281020107	2,421	42,775	SH		SOLE		42,775	0	0
EINSTEIN NOAH RESTAURANT GRO	COMMON STOCK USD.001	28257U104	779	47,334	SH		SOLE		47,334	0	0
ELECTRONICS FOR IMAGING	COMMON STOCK USD.01	286082102	1,719	39,700	SH		SOLE		39,700	0	0
ELI LILLY + CO	COMMON STOCK NPV	532457108	3,298	56,039	SH		SOLE		56,039	0	0
EMBRAER SA ADR	ADR	29082A107	717	20,203	SH		SOLE		20,203	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	2,430	88,643	SH		SOLE		88,643	0	0
EMC INS GROUP INC	COMMON STOCK USD1.	268664109	919	25,870	SH		SOLE		25,870	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	623	24,661	SH		SOLE		24,661	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	4,526	67,756	SH		SOLE		67,756	0	0
ENDO INTERNATIONAL PLC	COMMON STOCK USD.0001	G30401106	770	11,215	SH		SOLE		11,215	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK USD.01	29266R108	6,086	60,413	SH		SOLE		60,413	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	10,520	151,826	SH		SOLE		151,826	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	4,476	84,800	SH		SOLE		84,800	0	0
ENTEGRIS INC	COMMON STOCK USD.01	29362U104	2,612	215,709	SH		SOLE		215,709	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	5,935	88,783	SH		SOLE		88,783	0	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	1,679	8,559	SH		SOLE		8,559	0	0
EPIZYME INC	COMMON STOCK	29428V104	279	12,236	SH		SOLE		12,236	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	1,115	20,000	SH		SOLE		20,000	0	0
EPR PROPERTIES	REIT USD.01	26884U109	3,642	68,211	SH		SOLE		68,211	0	0
EQUINIX INC	COMMON STOCK USD.001	29444U502	525	2,839	SH		SOLE		2,839	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	414	7,132	SH		SOLE		7,132	0	0
ERICSSON (LM) TEL SP ADR	ADR	294821608	1,080	80,995	SH		SOLE		80,995	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	29,704	444,133	SH		SOLE		444,133	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	3,242	21,180	SH		SOLE		21,180	0	0
EXELIS INC	COMMON STOCK USD.01	30162A108	2,459	129,378	SH		SOLE		129,378	0	0
EXELON CORP	COMMON STOCK NPV	30161N101	5,834	173,845	SH		SOLE		173,845	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	1,330	18,340	SH		SOLE		18,340	0	0
EXPRESS INC	COMMON STOCK	30219E103	3,267	205,718	SH		SOLE		205,718	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	27,890	371,417	SH		SOLE		371,417	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	3,844	79,233	SH		SOLE		79,233	0	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	50,126	513,166	SH		SOLE		513,166	0	0
EZCORP INC CL A	COMMON STOCK USD.01	302301106	874	81,026	SH		SOLE		81,026	0	0
F5 NETWORKS INC	COMMON STOCK NPV	315616102	2,911	27,300	SH		SOLE		27,300	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	2,590	42,999	SH		SOLE		42,999	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	6,295	47,490	SH		SOLE		47,490	0	0
FIDELITY NATIONAL FINL A	COMMON STOCK USD.0001	31620R105	3,649	116,065	SH		SOLE		116,065	0	0
FIDELITY NATIONAL INFORMATIO	COMMON STOCK USD.01	31620M106	1,640	30,688	SH		SOLE		30,688	0	0
FIDELITY SOUTHERN CORP	COMMON STOCK NPV	316394105	804	57,555	SH		SOLE		57,555	0	0
FIFTH THIRD BANCORP	COMMON STOCK NPV	316773100	2,104	91,699	SH		SOLE		91,699	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	465	28,409	SH		SOLE		28,409	0	0
FIRST DEFIANCE FINL CORP	COMMON STOCK USD.01	32006W106	126	4,638	SH		SOLE		4,638	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	786	23,087	SH		SOLE		23,087	0	0
FIRSTMERIT CORP	COMMON STOCK NPV	337915102	5,473	262,751	SH		SOLE		262,751	0	0
FLUOR CORP	COMMON STOCK USD.01	343412102	942	12,122	SH		SOLE		12,122	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	11,840	252,024	SH		SOLE		252,024	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	4,398	281,903	SH		SOLE		281,903	0	0
FORESTAR GROUP INC	COMMON STOCK USD1.	346233109	489	27,470	SH		SOLE		27,470	0	0
FORWARD AIR CORPORATION	COMMON STOCK USD.01	349853101	854	18,527	SH		SOLE		18,527	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	2,134	18,300	SH		SOLE		18,300	0	0
FREEPORT MCMORAN COPPER W/I	COMMON STOCK USD.1	35671D857	5,291	159,994	SH		SOLE		159,994	0	0
FRESH DEL MONTE PRODUCE INC	COMMON STOCK USD.01	G36738105	1,701	61,704	SH		SOLE		61,704	0	0
FUTUREFUEL CORP	COMMON STOCK USD.0001	36116M106	1,047	51,600	SH		SOLE		51,600	0	0
GAMESTOP CORP CLASS A	COMMON STOCK USD.001	36467W109	1,675	40,755	SH		SOLE		40,755	0	0
GANNETT CO	COMMON STOCK USD1.	364730101	13,012	471,461	SH		SOLE		471,461	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	3,006	75,049	SH		SOLE		75,049	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	4,304	61,988	SH		SOLE		61,988	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	4,850	82,246	SH		SOLE		82,246	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	26,824	246,268	SH		SOLE		246,268	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	22,913	885,009	SH		SOLE		885,009	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	1,478	28,529	SH		SOLE		28,529	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	10,384	301,691	SH		SOLE		301,691	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	2	51	SH		SOLE		0	0	51
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	3,826	154,033	SH		SOLE		154,033	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	1	45	SH		SOLE		0	0	45
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	3,045	174,913	SH		SOLE		174,913	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	1	45	SH		SOLE		0	0	45
GENWORTH FINANCIAL INC CL A	COMMON STOCK USD.001	37247D106	2,326	131,184	SH		SOLE		131,184	0	0
GEOSPACE TECHNOLOGIES CORP	COMMON STOCK USD.01	37364X109	1,290	19,497	SH		SOLE		19,497	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	2,440	34,438	SH		SOLE		34,438	0	0
GLOBAL BRASS + COPPER HOLDIN	COMMON STOCK	37953G103	769	48,775	SH		SOLE		48,775	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	6,896	42,090	SH		SOLE		42,090	0	0
GOODYEAR TIRE + RUBBER CO	COMMON STOCK NPV	382550101	2,263	86,605	SH		SOLE		86,605	0	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	10,787	9,679	SH		SOLE		9,679	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	1,202	47,717	SH		SOLE		47,717	0	0
GREATBATCH INC	COMMON STOCK USD.001	39153L106	1,161	25,280	SH		SOLE		25,280	0	0
GREENBRIER COMPANIES INC	COMMON STOCK NPV	393657101	2,631	57,689	SH		SOLE		57,689	0	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	4,592	77,973	SH		SOLE		77,973	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	4,836	63,232	SH		SOLE		63,232	0	0
HARMAN INTERNATIONAL	COMMON STOCK USD.01	413086109	2,168	20,378	SH		SOLE		20,378	0	0
HARRIS CORP	COMMON STOCK USD1.	413875105	4,925	67,317	SH		SOLE		67,317	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,640	55,219	SH		SOLE		55,219	0	0
HAWAIIAN HOLDINGS INC	COMMON STOCK USD.01	419879101	1,234	88,413	SH		SOLE		88,413	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	2,216	42,207	SH		SOLE		42,207	0	0
HEALTHSOUTH CORP W/D	COMMON STOCK USD.01	421924309	1,889	52,584	SH		SOLE		52,584	0	0
HEARTLAND EXPRESS INC	COMMON STOCK USD.01	422347104	937	41,281	SH		SOLE		41,281	0	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	4,867	45,253	SH		SOLE		45,253	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	1,384	11,598	SH		SOLE		11,598	0	0
HERBALIFE LTD	COMMON STOCK USD.002	G4412G101	3,585	62,600	SH		SOLE		62,600	0	0
HERMAN MILLER INC	COMMON STOCK USD.2	600544100	1,606	49,996	SH		SOLE		49,996	0	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	29,585	914,232	SH		SOLE		914,232	0	0
HILL ROM HOLDINGS INC	COMMON STOCK NPV	431475102	3,844	99,734	SH		SOLE		99,734	0	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	1,033	54,200	SH		SOLE		54,200	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	5,499	115,575	SH		SOLE		115,575	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	7,256	91,699	SH		SOLE		91,699	0	0
HOMESTREET INC	COMMON STOCK	43785V102	477	24,409	SH		SOLE		24,409	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	4,423	154,000	SH		SOLE		154,000	0	0
HSN INC	COMMON STOCK USD.01	404303109	9,031	151,200	SH		SOLE		151,200	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	2,067	18,340	SH		SOLE		18,340	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	926	9,058	SH		SOLE		9,058	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	4,048	165,752	SH		SOLE		165,752	0	0
HUTCHINSON TECHNOLOGY	SR UNSECURED 01/26 8.5	448407AG1	1,920	2,000,000	SH		SOLE		2,000,000	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	1,753	17,976	SH		SOLE		17,976	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	4,847	67,894	SH		SOLE		67,894	0	0
ICONIX BRAND GROUP INC	COMMON STOCK USD.001	451055107	6,425	163,623	SH		SOLE		163,623	0	0
IDACORP INC	COMMON STOCK NPV	451107106	1,659	29,904	SH		SOLE		29,904	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	213	3,729	SH		SOLE		3,729	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	3,889	57,125	SH		SOLE		57,125	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	2,197	87,483	SH		SOLE		87,483	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	728	17,570	SH		SOLE		17,570	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	8,810	341,326	SH		SOLE		341,326	0	0
INTERCONTINENTALEXCHANGE GRO	COMMON STOCK USD.01	45866F104	124	625	SH		SOLE		625	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	894	26,988	SH		SOLE		26,988	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.	460146103	14,200	309,510	SH		SOLE		309,510	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	4,511	23,434	SH		SOLE		23,434	0	0
INTL FLAVORS + FRAGRANCES	COMMON STOCK USD.125	459506101	1,004	10,494	SH		SOLE		10,494	0	0
ISHARES MSCI BRAZIL CAPPED ETF	ISHARES MSCI BRAZIL CAPPED E	464286400	187	4,146	SH		SOLE		4,146	0	0
ISHARES MSCI CHILE CAPPED ETF	ISHARES MSCI CHILE CAPPED ET	464286640	605	13,282	SH		SOLE		13,282	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	495,661	7,379,208	SH		SOLE		7,379,208	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	129,879	3,168,561	SH		SOLE		3,168,561	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	204,929	4,999,483	SH		SOLE		0	0	4,999,483
ISHARES MSCI INDONESIA ETF	ISHARES MSCI INDONESIA ETF	46429B309	339	12,276	SH		SOLE		12,276	0	0
ISHARES MSCI MALAYSIA ETF	ISHARES MSCI MALAYSIA ETF	464286830	688	43,982	SH		SOLE		43,982	0	0
ISHARES MSCI POLAND CAPPED ETF	ISHARES MSCI POLAND CAPPED E	46429B606	1,919	63,849	SH		SOLE		63,849	0	0
ISHARES MSCI RUSSIA CAPPED ETF	ISHARES MSCI RUSSIA CAPPED E	46429B705	1,123	60,852	SH		SOLE		60,852	0	0
ISHARES MSCI SOUTH KOREA CAPPE	ISHARES MSCI SOUTH KOREA CAP	464286772	8,106	131,805	SH		SOLE		131,805	0	0
ISHARES MSCI TAIWAN ETF	ISHARES MSCI TAIWAN ETF	464286731	1,654	114,988	SH		SOLE		114,988	0	0
ISIS PHARMACEUTICALS INC	COMMON STOCK USD.001	464330109	1,220	28,237	SH		SOLE		28,237	0	0
ITT EDUCATIONAL SERVICES INC	COMMON STOCK USD.01	45068B109	710	24,771	SH		SOLE		24,771	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	4,848	96,872	SH		SOLE		96,872	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	13,405	744,726	SH		SOLE		744,726	0	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	3,371	24,308	SH		SOLE		24,308	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	22,920	233,333	SH		SOLE		233,333	0	0
JOHNSON CONTROLS INC	COMMON STOCK USD.01388	478366107	885	18,706	SH		SOLE		18,706	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	7,224	60,963	SH		SOLE		60,963	0	0
JOY GLOBAL INC	COMMON STOCK USD1.	481165108	20,322	350,379	SH		SOLE		350,379	0	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	46,492	765,801	SH		SOLE		765,801	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	1,246	34,170	SH		SOLE		34,170	0	0
KELLY SERVICES INC A	COMMON STOCK USD1.	488152208	914	38,532	SH		SOLE		38,532	0	0
KENNAMETAL INC	COMMON STOCK USD1.25	489170100	20,605	465,132	SH		SOLE		465,132	0	0
KENNEDY WILSON HOLDINGS INC	COMMON STOCK USD.0001	489398107	887	39,400	SH		SOLE		39,400	0	0
KEYCORP	COMMON STOCK USD1.	493267108	2,783	195,428	SH		SOLE		195,428	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	3,877	35,167	SH		SOLE		35,167	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	2,640	120,638	SH		SOLE		120,638	0	0
KINDRED HEALTHCARE INC	COMMON STOCK USD.25	494580103	1,211	51,700	SH		SOLE		51,700	0	0
KLA TENCOR CORPORATION	COMMON STOCK USD.001	482480100	3,825	55,329	SH		SOLE		55,329	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	949	16,710	SH		SOLE		16,710	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,693	56,863	SH		SOLE		56,863	0	0
KRAFT FOODS GROUP INC	COMMON STOCK	50076Q106	26,635	474,771	SH		SOLE		474,771	0	0
KROGER CO	COMMON STOCK USD1.	501044101	8,775	201,037	SH		SOLE		201,037	0	0
L 3 COMMUNICATIONS HOLDINGS	COMMON STOCK USD.01	502424104	7,584	64,190	SH		SOLE		64,190	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	9,709	176,525	SH		SOLE		176,525	0	0
LAS VEGAS SANDS CORP	COMMON STOCK USD.001	517834107	720	8,908	SH		SOLE		8,908	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	2,558	81,710	SH		SOLE		81,710	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	2,287	291,770	SH		SOLE		291,770	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	1,724	20,591	SH		SOLE		20,591	0	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	999	20,378	SH		SOLE		20,378	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	2,230	79,626	SH		SOLE		79,626	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	13,496	344,822	SH		SOLE		344,822	0	0
LG DISPLAY CO LTD ADR	ADR	50186V102	383	30,612	SH		SOLE		30,612	0	0
LIBERTY VENTURES SER A	COMMON STOCK	53071M880	3,258	25,000	SH		SOLE		25,000	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	3,118	43,298	SH		SOLE		43,298	0	0
LINCOLN NATIONAL CORP	COMMON STOCK NPV	534187109	1,033	20,378	SH		SOLE		20,378	0	0
LINEAR TECHNOLOGY CORP	COMMON STOCK USD.001	535678106	819	16,815	SH		SOLE		16,815	0	0
LITHIA MOTORS INC CL A	COMMON STOCK NPV	536797103	1,434	21,573	SH		SOLE		21,573	0	0
LITTELFUSE INC	COMMON STOCK USD.01	537008104	2,497	26,664	SH		SOLE		26,664	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	1,608	61,018	SH		SOLE		61,018	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.	546347105	1,171	69,434	SH		SOLE		69,434	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	3,986	81,511	SH		SOLE		81,511	0	0
LTC PROPERTIES INC	REIT USD.01	502175102	1,158	30,782	SH		SOLE		30,782	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	7,886	88,663	SH		SOLE		88,663	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	29,209	492,653	SH		SOLE		492,653	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	1,567	44,724	SH		SOLE		44,724	0	0
MANITEX INTERNATIONAL INC	COMMON STOCK NPV	563420108	1,245	76,380	SH		SOLE		76,380	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	705	22,404	SH		SOLE		22,404	0	0
MANNING + NAPIER INC	COMMON STOCK USD.01	56382Q102	787	46,951	SH		SOLE		46,951	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,844	3,005,000	SH		SOLE		3,005,000	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,531	2,675,000	SH		SOLE		0	0	2,675,000
MANPOWERGROUP INC	COMMON STOCK USD.01	56418H100	3,675	46,624	SH		SOLE		46,624	0	0
MARATHON OIL CORP	COMMON STOCK USD1.	565849106	3,185	89,661	SH		SOLE		89,661	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	3,172	36,442	SH		SOLE		36,442	0	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	1,268	21,406	SH		SOLE		21,406	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	9,805	175,367	SH		SOLE		175,367	0	0
MARSH + MCLENNAN COS	COMMON STOCK USD1.	571748102	462	9,364	SH		SOLE		9,364	0	0
MARVELL TECHNOLOGY GROUP LTD	COMMON STOCK USD.002	G5876H105	4,596	291,783	SH		SOLE		291,783	0	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	6,089	81,511	SH		SOLE		81,511	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,314	42,453	SH		SOLE		42,453	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	46,925	478,680	SH		SOLE		478,680	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	4,857	27,510	SH		SOLE		27,510	0	0
MEAD JOHNSON NUTRITION CO	COMMON STOCK USD.01	582839106	1,824	21,944	SH		SOLE		21,944	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	4,976	80,287	SH		SOLE		80,287	0	0
MEDTRONIC INC	COMMON STOCK USD.1	585055106	36,564	594,155	SH		SOLE		594,155	0	0
MELCO CROWN ENTERTAINME ADR	ADR USD.01	585464100	621	16,080	SH		SOLE		16,080	0	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	7,773	352,992	SH		SOLE		352,992	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	86,781	1,528,640	SH		SOLE		1,528,640	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	21,850	413,834	SH		SOLE		413,834	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	1,893	20,300	SH		SOLE		20,300	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	837	17,519	SH		SOLE		17,519	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	47,218	1,151,938	SH		SOLE		1,151,938	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	3,354	49,122	SH		SOLE		49,122	0	0
MKS INSTRUMENTS INC	COMMON STOCK NPV	55306N104	1,414	47,295	SH		SOLE		47,295	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	8,757	148,775	SH		SOLE		148,775	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	1,199	64,684	SH		SOLE		64,684	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK NPV	609207105	2,992	86,605	SH		SOLE		86,605	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	2,889	92,670	SH		SOLE		92,670	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	21,547	430,941	SH		SOLE		430,941	0	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	7,068	262,165	SH		SOLE		262,165	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	5,874	93,443	SH		SOLE		93,443	0	0
MYLAN INC	COMMON STOCK USD.5	628530107	2,855	58,460	SH		SOLE		58,460	0	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	2,465	72,100	SH		SOLE		72,100	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F103	2,888	117,171	SH		SOLE		117,171	0	0
NASDAQ OMX GROUP/THE	COMMON STOCK USD.01	631103108	2,203	59,638	SH		SOLE		59,638	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	30,725	394,569	SH		SOLE		394,569	0	0
NATIONSTAR MORTGAGE HOLDINGS	COMMON STOCK USD.01	63861C109	1,268	39,064	SH		SOLE		39,064	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	20,555	606,874	SH		SOLE		606,874	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	2,451	47,398	SH		SOLE		47,398	0	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	2,532	75,075	SH		SOLE		75,075	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	626	38,880	SH		SOLE		38,880	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	18,753	627,205	SH		SOLE		627,205	0	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	1,349	117,816	SH		SOLE		117,816	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	2,797	29,246	SH		SOLE		29,246	0	0
NN INC	COMMON STOCK USD.01	629337106	1,328	67,409	SH		SOLE		67,409	0	0
NOBLE CORP PLC	COMMON STOCK USD.01	G65431101	1,401	42,793	SH		SOLE		42,793	0	0
NOKIA CORP SPON ADR	ADR	654902204	1,259	171,591	SH		SOLE		171,591	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.	655844108	5,059	52,059	SH		SOLE		52,059	0	0
NORTHEAST UTILITIES	COMMON STOCK USD5.	664397106	1,993	43,812	SH		SOLE		43,812	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	1,987	135,934	SH		SOLE		135,934	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.	666807102	13,045	105,727	SH		SOLE		105,727	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	18,483	581,238	SH		SOLE		581,238	0	0
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	67018T105	1,115	13,454	SH		SOLE		13,454	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	2,363	56,614	SH		SOLE		56,614	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	38,108	399,911	SH		SOLE		399,911	0	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	2,265	31,524	SH		SOLE		31,524	0	0
OCWEN FINANCIAL CORP	COMMON STOCK USD.01	675746309	603	15,400	SH		SOLE		15,400	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	4,623	137,920	SH		SOLE		137,920	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	1,012	83,852	SH		SOLE		83,852	0	0
OMNICARE INC	COMMON STOCK USD1.	681904108	4,049	67,853	SH		SOLE		67,853	0	0
OMNIVISION TECHNOLOGIES INC	COMMON STOCK USD.001	682128103	1,739	98,244	SH		SOLE		98,244	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	73,781	1,803,490	SH		SOLE		1,803,490	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	1,117	37,225	SH		SOLE		37,225	0	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	9,477	160,974	SH		SOLE		160,974	0	0
OUTERWALL INC W/I	COMMON STOCK USD.001	690070107	1,814	25,019	SH		SOLE		25,019	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	5,291	156,407	SH		SOLE		156,407	0	0
P G + E CORP	COMMON STOCK NPV	69331C108	1,600	37,041	SH		SOLE		37,041	0	0
PACCAR INC	COMMON STOCK USD1.	693718108	549	8,136	SH		SOLE		8,136	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	4,011	57,000	SH		SOLE		57,000	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	2,215	40,948	SH		SOLE		40,948	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	852	7,121	SH		SOLE		7,121	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	624	30,733	SH		SOLE		30,733	0	0
PDL BIOPHARMA INC	COMMON STOCK USD.01	69329Y104	725	87,194	SH		SOLE		87,194	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	2,849	84,363	SH		SOLE		84,363	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	4,310	100,793	SH		SOLE		100,793	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	4,934	59,095	SH		SOLE		59,095	0	0
PERFICIENT INC	COMMON STOCK USD.001	71375U101	1,260	69,540	SH		SOLE		69,540	0	0
PETROCHINA CO LTD ADR	ADR	71646E100	1,008	9,293	SH		SOLE		9,293	0	0
PETSMART INC	COMMON STOCK USD.0001	716768106	4,189	60,800	SH		SOLE		60,800	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	93,588	2,913,687	SH		SOLE		2,913,687	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	20,625	251,923	SH		SOLE		251,923	0	0
PHOTOMEDEX INC	COMMON STOCK USD.01	719358301	698	44,124	SH		SOLE		44,124	0	0
PICO HOLDINGS INC	COMMON STOCK USD.001	693366205	1,811	69,692	SH		SOLE		69,692	0	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	1,719	91,070	SH		SOLE		91,070	0	0
PINNACLE WEST CAPITAL	COMMON STOCK NPV	723484101	5,247	95,988	SH		SOLE		95,988	0	0
PLANTRONICS INC	COMMON STOCK USD.01	727493108	1,306	29,392	SH		SOLE		29,392	0	0
PLEXUS CORP	COMMON STOCK USD.01	729132100	1,444	36,046	SH		SOLE		36,046	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	28,266	324,901	SH		SOLE		324,901	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	2,212	15,831	SH		SOLE		15,831	0	0
PORTFOLIO RECOVERY ASSOCIATE	COMMON STOCK USD.01	73640Q105	992	17,137	SH		SOLE		17,137	0	0
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK NPV	736508847	1,522	47,054	SH		SOLE		47,054	0	0
POSCO ADR	ADR	693483109	66,358	956,022	SH		SOLE		956,022	0	0
POSCO ADR	ADR	693483109	103,226	1,487,198	SH		SOLE		0	0	1,487,198
PPL CORPORATION	COMMON STOCK USD.01	69351T106	2,415	72,864	SH		SOLE		72,864	0	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	22,435	171,299	SH		SOLE		171,299	0	0
PRICELINE GROUP INC/THE	COMMON STOCK USD.008	741503403	477	400	SH		SOLE		400	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	68,937	855,299	SH		SOLE		855,299	0	0
PROLOGIS INC	REIT USD.01	74340W103	1,082	26,491	SH		SOLE		26,491	0	0
PROSPECT CAPITAL CORP	COMMON STOCK USD.001	74348T102	1,895	175,500	SH		SOLE		175,500	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	4,044	61,141	SH		SOLE		61,141	0	0
PROVIDENCE SERVICE CORP	SR SUB NOTES 05/14 6.5	743815AB8	503	500,000	SH		SOLE		500,000	0	0
PROVIDENCE SERVICE CORP	SR SUB NOTES 05/14 6.5	743815AB8	1,005	1,000,000	SH		SOLE		0	0	1,000,000
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	100	1,181	SH		SOLE		1,181	0	0
PTC INC	COMMON STOCK USD.01	69370C100	4,160	117,413	SH		SOLE		117,413	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	17,822	467,276	SH		SOLE		467,276	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	2,403	14,264	SH		SOLE		14,264	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	6,663	347,219	SH		SOLE		347,219	0	0
PUMA BIOTECHNOLOGY INC	COMMON STOCK USD.0001	74587V107	1,241	11,917	SH		SOLE		11,917	0	0
PVH CORP	COMMON STOCK USD1.	693656100	550	4,407	SH		SOLE		4,407	0	0
QIAGEN N.V.	COMMON STOCK EUR.01	N72482107	1,205	57,144	SH		SOLE		57,144	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	12,652	160,430	SH		SOLE		160,430	0	0
QUALITY SYSTEMS INC	COMMON STOCK USD.01	747582104	383	22,695	SH		SOLE		22,695	0	0
QUESTCOR PHARMACEUTICALS	COMMON STOCK NPV	74835Y101	3,874	59,660	SH		SOLE		59,660	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	13,880	140,503	SH		SOLE		140,503	0	0
RECEPTOS INC	COMMON STOCK USD.001	756207106	414	9,871	SH		SOLE		9,871	0	0
REGAL BELOIT CORP	COMMON STOCK USD.01	758750103	861	11,846	SH		SOLE		11,846	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK NPV	759509102	16,100	227,848	SH		SOLE		227,848	0	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	579	45,032	SH		SOLE		45,032	0	0
RESMED INC	COMMON STOCK USD.004	761152107	6,962	155,790	SH		SOLE		155,790	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	1,697	113,593	SH		SOLE		113,593	0	0
RITE AID CORP	COMMON STOCK USD1.	767754104	3,382	539,445	SH		SOLE		539,445	0	0
RLJ LODGING TRUST	REIT	74965L101	4,355	162,882	SH		SOLE		162,882	0	0
ROCK TENN COMPANY CL A	COMMON STOCK USD.01	772739207	5,770	54,657	SH		SOLE		54,657	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	7,055	56,640	SH		SOLE		56,640	0	0
ROCKWELL COLLINS INC	COMMON STOCK USD.01	774341101	932	11,694	SH		SOLE		11,694	0	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	2,652	56,941	SH		SOLE		56,941	0	0
ROVI CORP	COMMON STOCK USD.001	779376102	1,093	47,967	SH		SOLE		47,967	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	1,260	77,401	SH		SOLE		77,401	0	0
RYLAND GROUP INC/THE	COMMON STOCK USD1.	783764103	1,688	42,271	SH		SOLE		42,271	0	0
SAGENT PHARMACEUTICALS INC	COMMON STOCK USD.01	786692103	902	38,602	SH		SOLE		38,602	0	0
SALIX PHARMACEUTICALS LTD	COMMON STOCK USD.001	795435106	5,238	50,552	SH		SOLE		50,552	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	6,933	88,324	SH		SOLE		88,324	0	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	1,241	15,283	SH		SOLE		15,283	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	2,446	26,891	SH		SOLE		26,891	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	54,874	562,809	SH		SOLE		562,809	0	0
SCHULMAN (A.) INC	COMMON STOCK USD1.	808194104	731	20,159	SH		SOLE		20,159	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	2,512	76,416	SH		SOLE		76,416	0	0
SELECT COMFORT CORPORATION	COMMON STOCK USD.01	81616X103	1,183	65,457	SH		SOLE		65,457	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,732	57,204	SH		SOLE		57,204	0	0
SEMPRA ENERGY	COMMON STOCK NPV	816851109	1,873	19,359	SH		SOLE		19,359	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	1,077	19,089	SH		SOLE		19,089	0	0
SHINHAN FINANCIAL GROUP ADR	ADR	824596100	1,050	23,899	SH		SOLE		23,899	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	773	20,728	SH		SOLE		20,728	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	4,144	25,268	SH		SOLE		25,268	0	0
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	829226109	911	33,621	SH		SOLE		33,621	0	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	2,277	56,700	SH		SOLE		56,700	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	7,941	211,651	SH		SOLE		211,651	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	5,086	50,545	SH		SOLE		50,545	0	0
SM ENERGY CO	COMMON STOCK USD.01	78454L100	314	4,400	SH		SOLE		4,400	0	0
SMITH + WESSON HOLDING CORP	COMMON STOCK USD.001	831756101	731	49,984	SH		SOLE		49,984	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	3,108	27,392	SH		SOLE		27,392	0	0
SOHU.COM INC	COMMON STOCK USD.001	83408W103	1,985	30,500	SH		SOLE		30,500	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	2,328	52,982	SH		SOLE		52,982	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	7,457	315,854	SH		SOLE		315,854	0	0
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	1,683	22,917	SH		SOLE		22,917	0	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	11,690	62,500	SH		SOLE		62,500	0	0
SPIRIT AIRLINES INC	COMMON STOCK USD.0001	848577102	1,892	31,852	SH		SOLE		31,852	0	0
SPX CORP	COMMON STOCK USD10.	784635104	978	9,947	SH		SOLE		9,947	0	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	2,221	55,496	SH		SOLE		55,496	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	1,569	138,361	SH		SOLE		138,361	0	0
STARZ A	COMMON STOCK USD.01	85571Q102	5,847	181,128	SH		SOLE		181,128	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	5,795	325,767	SH		SOLE		325,767	0	0
STERIS CORP	COMMON STOCK NPV	859152100	2,016	42,225	SH		SOLE		42,225	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.	860372101	1,735	49,374	SH		SOLE		49,374	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	5,811	71,322	SH		SOLE		71,322	0	0
STURM RUGER + CO INC	COMMON STOCK USD1.	864159108	458	7,652	SH		SOLE		7,652	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	1	100	SH		SOLE		100	0	0
SUSQUEHANNA BANCSHARES INC	COMMON STOCK USD2.	869099101	1,407	123,548	SH		SOLE		123,548	0	0
SYMANTEC CORP	COMMON STOCK USD.01	871503108	1,250	62,591	SH		SOLE		62,591	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	2,072	34,187	SH		SOLE		34,187	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	5,230	136,157	SH		SOLE		136,157	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,705	20,700	SH		SOLE		20,700	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	42,297	2,112,725	SH		SOLE		2,112,725	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	85,821	4,286,777	SH		SOLE		0	0	4,286,777
TARGET CORP	COMMON STOCK USD.0833	87612E106	5,364	88,643	SH		SOLE		88,643	0	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	2,331	38,718	SH		SOLE		38,718	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	3,685	60,442	SH		SOLE		60,442	0	0
TECK RESOURCES LTD CLS B	COMMON STOCK NPV	878742204	12,879	594,032	SH		SOLE		594,032	0	0
TERADATA CORP	COMMON STOCK USD.01	88076W103	3,185	64,742	SH		SOLE		64,742	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	3,259	163,869	SH		SOLE		163,869	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	96,648	3,267,347	SH		SOLE		3,267,347	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	165,808	5,605,396	SH		SOLE		0	0	5,605,396
TESORO CORP	COMMON STOCK USD.167	881609101	5,043	99,683	SH		SOLE		99,683	0	0
TESSCO TECHNOLOGIES INC	COMMON STOCK USD.01	872386107	1,085	29,040	SH		SOLE		29,040	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	2,265	76,540	SH		SOLE		76,540	0	0
TETRAPHASE PHARMACEUTICALS I	COMMON STOCK USD.001	88165N105	217	19,915	SH		SOLE		19,915	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	19,431	494,559	SH		SOLE		494,559	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.	883556102	313	2,600	SH		SOLE		2,600	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	4,825	304,432	SH		SOLE		304,432	0	0
THOMPSON CREEK METALS CO	PREFERRED STOCK 05/15 6.5	884768300	563	43,567	SH		SOLE		43,567	0	0
THOMPSON CREEK METALS CO	PREFERRED STOCK 05/15 6.5	884768300	126	9,700	SH		SOLE		0	0	9,700
TIBCO SOFTWARE INC	COMMON STOCK USD.001	88632Q103	1,481	72,879	SH		SOLE		72,879	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	3,271	23,842	SH		SOLE		23,842	0	0
TIMKEN CO	COMMON STOCK NPV	887389104	4,855	82,604	SH		SOLE		82,604	0	0
TOWER GROUP INTL LTD	SR UNSECURED 09/14 5	891777AC8	1,228	1,300,000	SH		SOLE		1,300,000	0	0
TOWER GROUP INTL LTD	SR UNSECURED 09/14 5	891777AC8	662	700,000	SH		SOLE		0	0	700,000
TOWERS WATSON + CO CL A	COMMON STOCK USD.01	891894107	4,502	39,477	SH		SOLE		39,477	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	601	3,244	SH		SOLE		3,244	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	4,595	54,001	SH		SOLE		54,001	0	0
TREE.COM INC	COMMON STOCK USD.01	894675107	897	28,888	SH		SOLE		28,888	0	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	1,361	35,010	SH		SOLE		35,010	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD1.	896522109	6,374	88,446	SH		SOLE		88,446	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	3,067	47,487	SH		SOLE		47,487	0	0
TUTOR PERINI CORP	COMMON STOCK USD1.	901109108	914	31,894	SH		SOLE		31,894	0	0
TWITTER INC	COMMON STOCK USD.000005	90184L102	667	14,300	SH		SOLE		14,300	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	9,209	209,244	SH		SOLE		209,244	0	0
UGI CORP	COMMON STOCK NPV	902681105	6,546	143,515	SH		SOLE		143,515	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	1,218	92,628	SH		SOLE		92,628	0	0
ULTRA PETROLEUM CORP	COMMON STOCK NPV	903914109	19,102	710,388	SH		SOLE		710,388	0	0
UNDER ARMOUR INC CLASS A	COMMON STOCK USD.000333	904311107	533	4,653	SH		SOLE		4,653	0	0
UNILEVER PLC SPONSORED ADR	ADR	904767704	1,836	42,917	SH		SOLE		42,917	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	4,971	26,491	SH		SOLE		26,491	0	0
UNISYS CORP	COMMON STOCK USD.01	909214306	640	21,018	SH		SOLE		21,018	0	0
UNIT CORP	COMMON STOCK USD.2	909218109	4,279	65,443	SH		SOLE		65,443	0	0
UNITED CONTINENTAL HOLDINGS	COMMON STOCK USD.01	910047109	1,038	23,260	SH		SOLE		23,260	0	0
UNITED FIRE GROUP INC	COMMON STOCK USD.001	910340108	1,594	52,510	SH		SOLE		52,510	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	8,550	90,061	SH		SOLE		90,061	0	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	1,251	30,453	SH		SOLE		30,453	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	420	3,598	SH		SOLE		3,598	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	7,134	75,865	SH		SOLE		75,865	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	2,030	24,762	SH		SOLE		24,762	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	7,859	95,758	SH		SOLE		95,758	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	2,932	83,039	SH		SOLE		83,039	0	0
URS CORP	COMMON STOCK USD.01	903236107	5,486	116,575	SH		SOLE		116,575	0	0
US BANCORP	COMMON STOCK USD.01	902973304	33,677	785,747	SH		SOLE		785,747	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	7,724	328,668	SH		SOLE		328,668	0	0
VALE SA SP PREF ADR	ADR NPV	91912E204	1,161	93,226	SH		SOLE		93,226	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	6,860	129,196	SH		SOLE		129,196	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	4,963	131,604	SH		SOLE		131,604	0	0
VALMONT INDUSTRIES	COMMON STOCK USD1.	920253101	2,775	18,645	SH		SOLE		18,645	0	0
VALSPAR CORP	COMMON STOCK USD.5	920355104	1,235	17,119	SH		SOLE		17,119	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	3,468	73,899	SH		SOLE		73,899	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	7,079	131,319	SH		SOLE		131,319	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	41,408	870,462	SH		SOLE		870,462	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	15,977	187,988	SH		SOLE		187,988	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	3,959	18,340	SH		SOLE		18,340	0	0
VODAFONE GROUP PLC SP ADR	ADR	92857W308	1,198	32,536	SH		SOLE		32,536	0	0
VOXX INTERNATIONAL CORP	COMMON STOCK USD.01	91829F104	1,055	77,107	SH		SOLE		77,107	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	2,415	175,535	SH		SOLE		175,535	0	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	820	7,771	SH		SOLE		7,771	0	0
WABTEC CORP	COMMON STOCK USD.01	929740108	3,744	48,313	SH		SOLE		48,313	0	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	9,360	127,133	SH		SOLE		127,133	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	7,787	101,888	SH		SOLE		101,888	0	0
WALGREEN CO	COMMON STOCK USD.078125	931422109	2,220	33,623	SH		SOLE		33,623	0	0
WALKER + DUNLOP INC	COMMON STOCK	93148P102	2,056	125,756	SH		SOLE		125,756	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	34,532	431,275	SH		SOLE		431,275	0	0
WASHINGTON FEDERAL INC	COMMON STOCK USD1.	938824109	2,367	101,604	SH		SOLE		101,604	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	1,142	33,570	SH		SOLE		33,570	0	0
WEBSTER FINANCIAL CORP	COMMON STOCK USD.01	947890109	10,576	340,516	SH		SOLE		340,516	0	0
WELLPOINT INC	COMMON STOCK USD.01	94973V107	11,308	113,593	SH		SOLE		113,593	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	13,683	275,098	SH		SOLE		275,098	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	23,797	259,171	SH		SOLE		259,171	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	1,553	40,239	SH		SOLE		40,239	0	0
WESTMORELAND COAL CO	COMMON STOCK USD2.5	960878106	780	26,187	SH		SOLE		26,187	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.	963320106	2,985	19,970	SH		SOLE		19,970	0	0
WILEY (JOHN) + SONS CLASS A	COMMON STOCK USD1.	968223206	4,009	69,559	SH		SOLE		69,559	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK NPV	97650W108	4,470	91,861	SH		SOLE		91,861	0	0
WISDOMTREE INVESTMENTS INC	COMMON STOCK USD.01	97717P104	2,776	211,618	SH		SOLE		211,618	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	3,121	70,766	SH		SOLE		70,766	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK NPV	981811102	4,164	108,851	SH		SOLE		108,851	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	6,549	89,429	SH		SOLE		89,429	0	0
XEROX CORP	COMMON STOCK USD1.0	984121103	3,109	275,098	SH		SOLE		275,098	0	0
XL GROUP PLC	COMMON STOCK USD.01	G98290102	1,847	59,095	SH		SOLE		59,095	0	0
ZILLOW INC CLASS A	COMMON STOCK USD.0001	98954A107	431	4,888	SH		SOLE		4,888	0	0
ZIMMER HOLDINGS INC	COMMON STOCK USD.01	98956P102	250	2,640	SH		SOLE		2,640	0	0