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
AFLAC INC	COMMON STOCK USD.1	001055102	719	12,336	SH		SOLE		12,336	0	0
AGCO CORP	COMMON STOCK USD.01	001084102	4,039	88,841	SH		SOLE		88,841	0	0
AGL RESOURCES INC	COMMON STOCK USD5.	001204106	9,792	190,720	SH		SOLE		190,720	0	0
ABBOTT LABORATORIES	COMMON STOCK NPV	002824100	3,263	78,454	SH		SOLE		78,454	0	0
ADVENT SOFTWARE INC	COMMON STOCK USD.01	007974108	1,269	40,199	SH		SOLE		40,199	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	4,501	22,467	SH		SOLE		22,467	0	0
AIRGAS INC	COMMON STOCK USD.01	009363102	2,142	19,359	SH		SOLE		19,359	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	820	20,000	SH		SOLE		20,000	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	10,854	249,298	SH		SOLE		249,298	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	3,951	67,075	SH		SOLE		67,075	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	5,474	74,228	SH		SOLE		74,228	0	0
ALEXION PHARMACEUTICALS INC	COMMON STOCK USD.0001	015351109	1,973	11,900	SH		SOLE		11,900	0	0
ALLEGHANY CORP	COMMON STOCK USD1.	017175100	3,242	7,753	SH		SOLE		7,753	0	0
ALLIANCE FIBER OPTIC PRODUCT	COMMON STOCK USD.001	018680306	282	22,700	SH		SOLE		22,700	0	0
ALLIANT TECHSYSTEMS INC	COMMON STOCK USD.01	018804104	2,767	21,678	SH		SOLE		21,678	0	0
ALON USA ENERGY INC	COMMON STOCK USD.01	020520102	763	53,155	SH		SOLE		53,155	0	0
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	6,175	169,398	SH		SOLE		169,398	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	1,418	27,160	SH		SOLE		27,160	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	1,061	12,125	SH		SOLE		12,125	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	30,752	569,279	SH		SOLE		569,279	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	1,903	37,900	SH		SOLE		37,900	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	3,649	25,981	SH		SOLE		25,981	0	0
AMTRUST FINANCIAL SERVICES	COMMON STOCK USD.01	032359309	476	11,950	SH		SOLE		11,950	0	0
ANADARKO PETROLEUM CORP	COMMON STOCK USD.1	032511107	5,997	59,122	SH		SOLE		59,122	0	0
ANALOGIC CORP	COMMON STOCK USD.05	032657207	486	7,605	SH		SOLE		7,605	0	0
ANDERSONS INC/THE	COMMON STOCK NPV	034164103	2,369	37,678	SH		SOLE		37,678	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	22,095	1,841,244	SH		SOLE		1,841,244	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	40,536	3,377,976	SH		SOLE		0	0	3,377,976
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,837	50,105	SH		SOLE		50,105	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	5,595	59,605	SH		SOLE		59,605	0	0
APOLLO EDUCATION GROUP INC	COMMON STOCK NPV	037604105	2,267	90,127	SH		SOLE		90,127	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	72,393	718,539	SH		SOLE		718,539	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	1,102	50,984	SH		SOLE		50,984	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK NPV	039483102	5,623	110,039	SH		SOLE		110,039	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	7,189	129,875	SH		SOLE		129,875	0	0
ASBURY AUTOMOTIVE GROUP	COMMON STOCK USD.01	043436104	1,534	23,810	SH		SOLE		23,810	0	0
ATWOOD OCEANICS INC	COMMON STOCK USD1.	050095108	1,589	36,380	SH		SOLE		36,380	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	6,379	116,221	SH		SOLE		116,221	0	0
AVNET INC	COMMON STOCK USD1.	053807103	10,170	245,069	SH		SOLE		245,069	0	0
AVON PRODUCTS INC	COMMON STOCK USD.25	054303102	8,158	647,471	SH		SOLE		647,471	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	23,812	366,002	SH		SOLE		366,002	0	0
BALL CORP	COMMON STOCK NPV	058498106	23,152	365,928	SH		SOLE		365,928	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	29,536	1,732,313	SH		SOLE		1,732,313	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	275	7,106	SH		SOLE		7,106	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	4,653	32,604	SH		SOLE		32,604	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.	071813109	435	6,062	SH		SOLE		6,062	0	0
BBCN BANCORP INC	COMMON STOCK USD.001	073295107	1,325	90,817	SH		SOLE		90,817	0	0
B/E AEROSPACE INC	COMMON STOCK USD.01	073302101	1,194	14,230	SH		SOLE		14,230	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	18,337	161,123	SH		SOLE		161,123	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	31,184	473,710	SH		SOLE		473,710	0	0
BEL FUSE INC CL B	COMMON STOCK USD.1	077347300	1,032	41,720	SH		SOLE		41,720	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	10,310	74,631	SH		SOLE		74,631	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	899	26,769	SH		SOLE		26,769	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	3,915	331,500	SH		SOLE		331,500	0	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	5,350	132,369	SH		SOLE		132,369	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	4,168	383,400	SH		SOLE		383,400	0	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	12,836	239,923	SH		SOLE		239,923	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	12,772	45,742	SH		SOLE		45,742	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	19,409	214,012	SH		SOLE		214,012	0	0
CNOOC LTD SPON ADR	ADR	126132109	570	3,305	SH		SOLE		3,305	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	12,535	157,494	SH		SOLE		157,494	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	6,043	351,106	SH		SOLE		351,106	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	1,007	57,130	SH		SOLE		57,130	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	3,707	170,813	SH		SOLE		170,813	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	2,976	43,430	SH		SOLE		43,430	0	0
CARRIZO OIL + GAS INC	COMMON STOCK USD.01	144577103	908	16,878	SH		SOLE		16,878	0	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	13,894	140,299	SH		SOLE		140,299	0	0
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	149150104	1,216	48,964	SH		SOLE		48,964	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	47,058	496,495	SH		SOLE		496,495	0	0
CENTURY ALUMINUM COMPANY	COMMON STOCK USD.01	156431108	582	22,420	SH		SOLE		22,420	0	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	742	32,290	SH		SOLE		32,290	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	4,225	144,956	SH		SOLE		144,956	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	50,937	426,890	SH		SOLE		426,890	0	0
CHUBB CORP	COMMON STOCK USD1.	171232101	3,833	42,080	SH		SOLE		42,080	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.	172062101	1,651	35,100	SH		SOLE		35,100	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	2,428	116,452	SH		SOLE		116,452	0	0
CINTAS CORP	COMMON STOCK NPV	172908105	2,445	34,642	SH		SOLE		34,642	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	37,534	724,313	SH		SOLE		724,313	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	4,193	58,778	SH		SOLE		58,778	0	0
CLOROX COMPANY	COMMON STOCK USD1.	189054109	16,727	174,164	SH		SOLE		174,164	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	304	6,703	SH		SOLE		6,703	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	45,574	1,068,311	SH		SOLE		1,068,311	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	18,501	283,670	SH		SOLE		283,670	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	1,402	63,746	SH		SOLE		63,746	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	994	73,360	SH		SOLE		73,360	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	5,409	98,727	SH		SOLE		98,727	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	1,505	29,854	SH		SOLE		29,854	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	34,699	2,996,482	SH		SOLE		2,996,482	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	56,348	4,865,988	SH		SOLE		0	0	4,865,988
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	2,991	48,906	SH		SOLE		48,906	0	0
CONAGRA FOODS INC	COMMON STOCK USD5.	205887102	7,300	220,948	SH		SOLE		220,948	0	0
CONNECTICUT WATER SVC INC	COMMON STOCK NPV	207797101	904	27,800	SH		SOLE		27,800	0	0
CONN S INC	COMMON STOCK USD.01	208242107	395	13,040	SH		SOLE		13,040	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	470	8,300	SH		SOLE		8,300	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	2,802	17,992	SH		SOLE		17,992	0	0
CORNING INC	COMMON STOCK USD.5	219350105	4,434	229,248	SH		SOLE		229,248	0	0
CRANE CO	COMMON STOCK USD1.	224399105	5,350	84,631	SH		SOLE		84,631	0	0
CROWN CASTLE INTL CORP	REIT USD.01	228227104	1,067	13,245	SH		SOLE		13,245	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.	228368106	846	18,992	SH		SOLE		18,992	0	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	308	14,663	SH		SOLE		14,663	0	0
DTE ENERGY COMPANY	COMMON STOCK NPV	233331107	1,085	14,264	SH		SOLE		14,264	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	4,181	218,122	SH		SOLE		218,122	0	0
DEERE + CO	COMMON STOCK USD1.	244199105	2,172	26,491	SH		SOLE		26,491	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	2,742	82,794	SH		SOLE		82,794	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	18,796	519,931	SH		SOLE		519,931	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,721	49,323	SH		SOLE		49,323	0	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	391	8,900	SH		SOLE		8,900	0	0
DILLARDS INC CL A	COMMON STOCK NPV	254067101	7,597	69,710	SH		SOLE		69,710	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	35,704	401,028	SH		SOLE		401,028	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	4,264	66,227	SH		SOLE		66,227	0	0
DOMTAR CORP	COMMON STOCK USD.01	257559203	2,292	65,248	SH		SOLE		65,248	0	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	2,511	47,887	SH		SOLE		47,887	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	715,399	9,969,322	SH		SOLE		9,969,322	0	0
DUCOMMUN INC	COMMON STOCK USD.01	264147109	926	33,794	SH		SOLE		33,794	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	7,963	272,158	SH		SOLE		272,158	0	0
EMC INS GROUP INC	COMMON STOCK USD1.	268664109	547	18,940	SH		SOLE		18,940	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,937	85,724	SH		SOLE		85,724	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	6,165	76,217	SH		SOLE		76,217	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	6	832	SH		SOLE		832	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	13	1,666	SH		SOLE		0	0	1,666
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	6	832	SH		SOLE		832	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	11	1,666	SH		SOLE		0	0	1,666
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	54	2,448	SH		SOLE		2,448	0	0
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	105	4,794	SH		SOLE		0	0	4,794
EBAY INC	COMMON STOCK USD.001	278642103	5,733	101,231	SH		SOLE		101,231	0	0
EDISON INTERNATIONAL	COMMON STOCK NPV	281020107	1,474	26,362	SH		SOLE		26,362	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	896	25,166	SH		SOLE		25,166	0	0
ELECTRONICS FOR IMAGING	COMMON STOCK USD.01	286082102	689	15,610	SH		SOLE		15,610	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	12,907	206,245	SH		SOLE		206,245	0	0
ENERNOC INC	COMMON STOCK USD.001	292764107	554	32,670	SH		SOLE		32,670	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	1,121	20,000	SH		SOLE		20,000	0	0
ERICSSON (LM) TEL SP ADR	ADR	294821608	1,032	81,942	SH		SOLE		81,942	0	0
EZCORP INC CL A	COMMON STOCK USD.01	302301106	1,025	103,386	SH		SOLE		103,386	0	0
FIDELITY SOUTHERN CORP	COMMON STOCK NPV	316394105	597	43,575	SH		SOLE		43,575	0	0
FIRSTMERIT CORP	COMMON STOCK NPV	337915102	4,796	272,511	SH		SOLE		272,511	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	572	17,035	SH		SOLE		17,035	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	9,108	163,664	SH		SOLE		163,664	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	18,210	1,231,242	SH		SOLE		1,231,242	0	0
FORWARD AIR CORP	COMMON STOCK USD.01	349853101	593	13,236	SH		SOLE		13,236	0	0
GATX CORP	COMMON STOCK USD.625	361448103	449	7,700	SH		SOLE		7,700	0	0
GANNETT CO	COMMON STOCK USD1.	364730101	1,690	56,966	SH		SOLE		56,966	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	5,507	132,106	SH		SOLE		132,106	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	3,530	87,076	SH		SOLE		87,076	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	770	6,056	SH		SOLE		6,056	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	17,339	676,790	SH		SOLE		676,790	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	30,382	285,410	SH		SOLE		285,410	0	0
GREENBRIER COMPANIES INC	COMMON STOCK NPV	393657101	4,111	56,021	SH		SOLE		56,021	0	0
HSN INC	COMMON STOCK USD.01	404303109	4,977	81,100	SH		SOLE		81,100	0	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	3,348	51,903	SH		SOLE		51,903	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	4,535	42,212	SH		SOLE		42,212	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	460	7,900	SH		SOLE		7,900	0	0
HARMAN INTERNATIONAL	COMMON STOCK USD.01	413086109	1,388	14,162	SH		SOLE		14,162	0	0
HARRIS CORP	COMMON STOCK USD1.	413875105	501	7,540	SH		SOLE		7,540	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,203	55,219	SH		SOLE		55,219	0	0
HAWAIIAN HOLDINGS INC	COMMON STOCK USD.01	419879101	993	73,861	SH		SOLE		73,861	0	0
HEALTHSOUTH CORP W/D	COMMON STOCK USD.01	421924309	5,996	162,504	SH		SOLE		162,504	0	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	2,935	29,993	SH		SOLE		29,993	0	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	21,205	597,818	SH		SOLE		597,818	0	0
HILL ROM HOLDINGS INC	COMMON STOCK NPV	431475102	4,779	115,344	SH		SOLE		115,344	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	4,664	106,775	SH		SOLE		106,775	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	2,986	122,720	SH		SOLE		122,720	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	6,823	74,378	SH		SOLE		74,378	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	9,398	90,183	SH		SOLE		90,183	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	3,697	142,252	SH		SOLE		142,252	0	0
HURCO COMPANIES INC	COMMON STOCK NPV	447324104	471	12,510	SH		SOLE		12,510	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	3,834	53,536	SH		SOLE		53,536	0	0
ICONIX BRAND GROUP INC	COMMON STOCK USD.001	451055107	4,779	129,367	SH		SOLE		129,367	0	0
IDACORP INC	COMMON STOCK NPV	451107106	927	17,284	SH		SOLE		17,284	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	1,290	15,283	SH		SOLE		15,283	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	4,668	61,585	SH		SOLE		61,585	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	11,495	330,117	SH		SOLE		330,117	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	31,287	164,816	SH		SOLE		164,816	0	0
INTL FLAVORS + FRAGRANCES	COMMON STOCK USD.125	459506101	11,927	124,395	SH		SOLE		124,395	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.	460146103	17,573	368,096	SH		SOLE		368,096	0	0
ISHARES MSCI BRAZIL CAPPED ETF	ISHARES MSCI BRAZIL CAPPED E	464286400	605	13,915	SH		SOLE		13,915	0	0
ISHARES MSCI THAILAND CAPPED E	ISHARES MSCI THAILAND CAPPED	464286624	258	3,080	SH		SOLE		3,080	0	0
ISHARES MSCI CHILE CAPPED ETF	ISHARES MSCI CHILE CAPPED ET	464286640	377	8,838	SH		SOLE		8,838	0	0
ISHARES MSCI TAIWAN ETF	ISHARES MSCI TAIWAN ETF	464286731	15,429	1,010,421	SH		SOLE		1,010,421	0	0
ISHARES MSCI SOUTH KOREA CAPPE	ISHARES MSCI SOUTH KOREA CAP	464286772	7,596	125,536	SH		SOLE		125,536	0	0
ISHARES MSCI MALAYSIA ETF	ISHARES MSCI MALAYSIA ETF	464286830	1,137	73,812	SH		SOLE		73,812	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	163,184	3,926,460	SH		SOLE		3,926,460	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	236,396	5,688,070	SH		SOLE		0	0	5,688,070
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	321,799	5,018,698	SH		SOLE		5,018,698	0	0
ISIS PHARMACEUTICALS INC	COMMON STOCK USD.001	464330109	1,096	28,237	SH		SOLE		28,237	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	4,489	222,555	SH		SOLE		222,555	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	590	12,084	SH		SOLE		12,084	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	28,714	269,388	SH		SOLE		269,388	0	0
JOHNSON CONTROLS INC	COMMON STOCK USD.01388	478366107	823	18,706	SH		SOLE		18,706	0	0
JOY GLOBAL INC	COMMON STOCK USD1.	481165108	16,597	304,301	SH		SOLE		304,301	0	0
KENNAMETAL INC	COMMON STOCK USD1.25	489170100	8,262	200,000	SH		SOLE		200,000	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	2,323	21,599	SH		SOLE		21,599	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	6,847	112,186	SH		SOLE		112,186	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,704	68,430	SH		SOLE		68,430	0	0
KROGER CO	COMMON STOCK USD1.	501044101	11,526	221,660	SH		SOLE		221,660	0	0
LTC PROPERTIES INC	REIT USD.01	502175102	1,018	27,592	SH		SOLE		27,592	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	438	5,868	SH		SOLE		5,868	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	1,270	27,810	SH		SOLE		27,810	0	0
LAS VEGAS SANDS CORP	COMMON STOCK USD.001	517834107	4,052	65,127	SH		SOLE		65,127	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	1,815	53,000	SH		SOLE		53,000	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	1,690	225,290	SH		SOLE		225,290	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	22,330	298,846	SH		SOLE		298,846	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	2,206	25,531	SH		SOLE		25,531	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	4,139	106,600	SH		SOLE		106,600	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	5,337	223,866	SH		SOLE		223,866	0	0
ELI LILLY + CO	COMMON STOCK NPV	532457108	2,511	38,717	SH		SOLE		38,717	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	3,958	57,250	SH		SOLE		57,250	0	0
LINCOLN NATIONAL CORP	COMMON STOCK NPV	534187109	1,365	25,472	SH		SOLE		25,472	0	0
LITHIA MOTORS INC CL A	COMMON STOCK NPV	536797103	4,296	56,753	SH		SOLE		56,753	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.	546347105	944	69,434	SH		SOLE		69,434	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	6,373	120,432	SH		SOLE		120,432	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	1,495	44,724	SH		SOLE		44,724	0	0
MANITEX INTERNATIONAL INC	COMMON STOCK NPV	563420108	862	76,380	SH		SOLE		76,380	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	344	14,657	SH		SOLE		14,657	0	0
MARATHON OIL CORP	COMMON STOCK USD1.	565849106	1,992	52,982	SH		SOLE		52,982	0	0
MARLIN BUSINESS SERVICES INC	COMMON STOCK USD.01	571157106	658	35,926	SH		SOLE		35,926	0	0
MARSH + MCLENNAN COS	COMMON STOCK USD1.	571748102	490	9,364	SH		SOLE		9,364	0	0
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	573284106	530	4,113	SH		SOLE		4,113	0	0
MASCO CORP	COMMON STOCK USD1.	574599106	4,339	181,400	SH		SOLE		181,400	0	0
MATADOR RESOURCES CO	COMMON STOCK USD.01	576485205	1,445	55,900	SH		SOLE		55,900	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	29,067	306,579	SH		SOLE		306,579	0	0
MEAD JOHNSON NUTRITION CO	COMMON STOCK USD.01	582839106	1,900	19,746	SH		SOLE		19,746	0	0
MEDTRONIC INC	COMMON STOCK USD.1	585055106	21,290	343,663	SH		SOLE		343,663	0	0
MELCO CROWN ENTERTAINME ADR	ADR USD.01	585464100	423	16,080	SH		SOLE		16,080	0	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	8,633	421,242	SH		SOLE		421,242	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	990	26,842	SH		SOLE		26,842	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	3,906	15,250	SH		SOLE		15,250	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	64,279	1,386,529	SH		SOLE		1,386,529	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	393	8,325	SH		SOLE		8,325	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	10,204	297,849	SH		SOLE		297,849	0	0
MICROSEMI CORP	COMMON STOCK USD.2	595137100	340	13,400	SH		SOLE		13,400	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	984	15,950	SH		SOLE		15,950	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	505	42,364	SH		SOLE		42,364	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK NPV	609207105	8,588	250,645	SH		SOLE		250,645	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	5,923	171,329	SH		SOLE		171,329	0	0
MOVADO GROUP INC	COMMON STOCK USD.01	624580106	656	19,849	SH		SOLE		19,849	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	6,642	116,707	SH		SOLE		116,707	0	0
MYLAN INC	COMMON STOCK USD.5	628530107	350	7,694	SH		SOLE		7,694	0	0
NN INC	COMMON STOCK USD.01	629337106	834	31,219	SH		SOLE		31,219	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	21,838	716,468	SH		SOLE		716,468	0	0
NASDAQ OMX GROUP/THE	COMMON STOCK USD.01	631103108	2,530	59,638	SH		SOLE		59,638	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	31,737	417,045	SH		SOLE		417,045	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	2,535	47,398	SH		SOLE		47,398	0	0
NEW JERSEY RESOURCES CORP	COMMON STOCK USD2.5	646025106	1,240	24,540	SH		SOLE		24,540	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	21,234	617,088	SH		SOLE		617,088	0	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	1,466	117,816	SH		SOLE		117,816	0	0
NOKIA CORP SPON ADR	ADR	654902204	1,304	154,094	SH		SOLE		154,094	0	0
NORDSTROM INC	COMMON STOCK NPV	655664100	766	11,208	SH		SOLE		11,208	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.	655844108	663	5,937	SH		SOLE		5,937	0	0
NORTHEAST UTILITIES	COMMON STOCK USD5.	664397106	1,941	43,812	SH		SOLE		43,812	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	1,429	100,464	SH		SOLE		100,464	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.	666807102	7,560	57,378	SH		SOLE		57,378	0	0
OI SA ADR	ADR	670851104	31	41,482	SH		SOLE		41,482	0	0
OI SA ADR	ADR	670851203	284	405,349	SH		SOLE		405,349	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	2,778	66,434	SH		SOLE		66,434	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	29,799	309,917	SH		SOLE		309,917	0	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	3,571	54,794	SH		SOLE		54,794	0	0
OMNICARE INC	COMMON STOCK USD1.	681904108	2,350	37,747	SH		SOLE		37,747	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	1,274	18,500	SH		SOLE		18,500	0	0
ON ASSIGNMENT INC	COMMON STOCK USD.01	682159108	1,584	59,010	SH		SOLE		59,010	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	2,109	80,295	SH		SOLE		80,295	0	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	1,064	24,103	SH		SOLE		24,103	0	0
OUTERWALL INC W/I	COMMON STOCK USD.001	690070107	1,674	29,839	SH		SOLE		29,839	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	1,624	62,359	SH		SOLE		62,359	0	0
PICO HOLDINGS INC	COMMON STOCK USD.001	693366205	645	32,312	SH		SOLE		32,312	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	26,211	306,275	SH		SOLE		306,275	0	0
POSCO SPON ADR	ADR	693483109	45,539	599,989	SH		SOLE		599,989	0	0
POSCO SPON ADR	ADR	693483109	67,768	892,856	SH		SOLE		0	0	892,856
PVH CORP	COMMON STOCK USD1.	693656100	534	4,407	SH		SOLE		4,407	0	0
PACCAR INC	COMMON STOCK USD1.	693718108	463	8,136	SH		SOLE		8,136	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	8,117	127,190	SH		SOLE		127,190	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	1,707	27,058	SH		SOLE		27,058	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	13,828	121,142	SH		SOLE		121,142	0	0
PARSLEY ENERGY INC CLASS A	COMMON STOCK USD.01	701877102	1,020	47,800	SH		SOLE		47,800	0	0
PENNANTPARK INVESTMENT CORP	COMMON STOCK USD.001	708062104	1,447	132,610	SH		SOLE		132,610	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	4,932	52,982	SH		SOLE		52,982	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	56,221	1,901,270	SH		SOLE		1,901,270	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	21,961	263,323	SH		SOLE		263,323	0	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	1,265	106,404	SH		SOLE		106,404	0	0
PINNACLE WEST CAPITAL	COMMON STOCK NPV	723484101	2,483	45,438	SH		SOLE		45,438	0	0
PLANTRONICS INC	COMMON STOCK USD.01	727493108	1,125	23,542	SH		SOLE		23,542	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	4,248	28,361	SH		SOLE		28,361	0	0
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK NPV	736508847	1,115	34,720	SH		SOLE		34,720	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	48,170	575,228	SH		SOLE		575,228	0	0
PRIVATEBANCORP INC	COMMON STOCK NPV	742962103	2,319	77,530	SH		SOLE		77,530	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	4,057	70,961	SH		SOLE		70,961	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	104	1,181	SH		SOLE		1,181	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	12,637	339,340	SH		SOLE		339,340	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	6,151	348,299	SH		SOLE		348,299	0	0
QLOGIC CORP	COMMON STOCK USD.001	747277101	630	68,825	SH		SOLE		68,825	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	3	144	SH		SOLE		0	0	144
QUALCOMM INC	COMMON STOCK USD.0001	747525103	9,486	126,871	SH		SOLE		126,871	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	2,588	25,472	SH		SOLE		25,472	0	0
REALTY INCOME CORP	REIT USD1.	756109104	514	12,600	SH		SOLE		12,600	0	0
REGAL BELOIT CORP	COMMON STOCK USD.01	758750103	318	4,946	SH		SOLE		4,946	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK NPV	759509102	21,925	320,536	SH		SOLE		320,536	0	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	897	45,032	SH		SOLE		45,032	0	0
REPUBLIC AIRWAYS HOLDINGS IN	COMMON STOCK USD.001	760276105	584	52,610	SH		SOLE		52,610	0	0
RITE AID CORP	COMMON STOCK USD1.	767754104	1,435	296,539	SH		SOLE		296,539	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	4,806	98,090	SH		SOLE		98,090	0	0
ROCK TENN COMPANY CL A	COMMON STOCK USD.01	772739207	4,067	85,474	SH		SOLE		85,474	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	3,388	30,832	SH		SOLE		30,832	0	0
ROCKWELL COLLINS INC	COMMON STOCK USD.01	774341101	918	11,694	SH		SOLE		11,694	0	0
ROPER INDUSTRIES INC	COMMON STOCK USD.01	776696106	667	4,559	SH		SOLE		4,559	0	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	3,012	67,601	SH		SOLE		67,601	0	0
RYDER SYSTEM INC	COMMON STOCK USD.5	783549108	3,117	34,642	SH		SOLE		34,642	0	0
RYLAND GROUP INC/THE	COMMON STOCK USD1.	783764103	1,675	50,391	SH		SOLE		50,391	0	0
SPX CORP	COMMON STOCK USD10.	784635104	706	7,513	SH		SOLE		7,513	0	0
SALIX PHARMACEUTICALS LTD	COMMON STOCK USD.001	795435106	380	2,432	SH		SOLE		2,432	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	9,581	108,934	SH		SOLE		108,934	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	941	45,100	SH		SOLE		45,100	0	0
SAREPTA THERAPEUTICS INC	COMMON STOCK USD.0001	803607100	304	14,415	SH		SOLE		14,415	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	213	1,828	SH		SOLE		1,828	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	30,628	301,188	SH		SOLE		301,188	0	0
SEMPRA ENERGY	COMMON STOCK NPV	816851109	1,825	17,321	SH		SOLE		17,321	0	0
SHINHAN FINANCIAL GROUP ADR	ADR	824596100	819	18,013	SH		SOLE		18,013	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	1,167	30,298	SH		SOLE		30,298	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	4,155	25,268	SH		SOLE		25,268	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	4,697	38,792	SH		SOLE		38,792	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	1,548	35,457	SH		SOLE		35,457	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	8,808	260,833	SH		SOLE		260,833	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	666	17,500	SH		SOLE		17,500	0	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	2,605	29,344	SH		SOLE		29,344	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	1,677	138,568	SH		SOLE		138,568	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	411	5,440	SH		SOLE		5,440	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	5,661	250,367	SH		SOLE		250,367	0	0
STERIS CORP	COMMON STOCK NPV	859152100	1,905	35,295	SH		SOLE		35,295	0	0
STONE ENERGY CORP	COMMON STOCK USD.01	861642106	410	13,072	SH		SOLE		13,072	0	0
STURM RUGER + CO INC	COMMON STOCK USD1.	864159108	373	7,652	SH		SOLE		7,652	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	2,388	62,801	SH		SOLE		62,801	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	263	30,299	SH		SOLE		30,299	0	0
SUSQUEHANNA BANCSHARES INC	COMMON STOCK USD2.	869099101	1,235	123,548	SH		SOLE		123,548	0	0
SYMANTEC CORP	COMMON STOCK USD.01	871503108	1,324	56,302	SH		SOLE		56,302	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	5,405	136,157	SH		SOLE		136,157	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	16,100	797,827	SH		SOLE		797,827	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	32,448	1,607,930	SH		SOLE		0	0	1,607,930
TECH DATA CORP	COMMON STOCK USD.0015	878237106	2,861	48,610	SH		SOLE		48,610	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	87,876	3,653,883	SH		SOLE		3,653,883	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	142,372	5,919,847	SH		SOLE		0	0	5,919,847
TESARO INC	COMMON STOCK USD.0001	881569107	347	12,880	SH		SOLE		12,880	0	0
TESORO CORP	COMMON STOCK USD.167	881609101	4,527	74,230	SH		SOLE		74,230	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	24,481	680,221	SH		SOLE		680,221	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	574	260,873	SH		SOLE		260,873	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	122	55,513	SH		SOLE		0	0	55,513
TIMKENSTEEL CORP	COMMON STOCK	887399103	892	19,197	SH		SOLE		19,197	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	598	3,244	SH		SOLE		3,244	0	0
TREE.COM INC	COMMON STOCK USD.01	894675107	2,392	66,651	SH		SOLE		66,651	0	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	464	15,210	SH		SOLE		15,210	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD1.	896522109	6,388	136,732	SH		SOLE		136,732	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	6,564	100,905	SH		SOLE		100,905	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	1,244	31,585	SH		SOLE		31,585	0	0
UGI CORP	COMMON STOCK NPV	902681105	7,339	215,273	SH		SOLE		215,273	0	0
UIL HOLDINGS CORP	COMMON STOCK NPV	902748102	747	21,100	SH		SOLE		21,100	0	0
US BANCORP	COMMON STOCK USD.01	902973304	27,783	664,198	SH		SOLE		664,198	0	0
ULTRA PETROLEUM CORP	COMMON STOCK NPV	903914109	16,366	703,624	SH		SOLE		703,624	0	0
UNIFI INC	COMMON STOCK USD.1	904677200	1,210	46,710	SH		SOLE		46,710	0	0
UNILEVER PLC SPONSORED ADR	ADR	904767704	1,548	36,936	SH		SOLE		36,936	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	25,435	234,596	SH		SOLE		234,596	0	0
UNITED FIRE GROUP INC	COMMON STOCK USD.001	910340108	1,458	52,510	SH		SOLE		52,510	0	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	1,250	12,714	SH		SOLE		12,714	0	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	693	18,433	SH		SOLE		18,433	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	18,343	173,706	SH		SOLE		173,706	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	5,646	54,025	SH		SOLE		54,025	0	0
VALSPAR CORP	COMMON STOCK USD.5	920355104	1,253	15,858	SH		SOLE		15,858	0	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	10,594	254,000	SH		SOLE		254,000	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	4,321	302,390	SH		SOLE		302,390	0	0
VOYA FINANCIAL INC	COMMON STOCK USD.01	929089100	559	14,300	SH		SOLE		14,300	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	1,967	147,665	SH		SOLE		147,665	0	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	4,033	78,017	SH		SOLE		78,017	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	6,623	86,605	SH		SOLE		86,605	0	0
WEBSTER FINANCIAL CORP	COMMON STOCK USD.01	947890109	4,895	167,976	SH		SOLE		167,976	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	15,221	293,437	SH		SOLE		293,437	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	16,940	174,060	SH		SOLE		174,060	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	2,580	61,449	SH		SOLE		61,449	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.	963320106	1,068	7,336	SH		SOLE		7,336	0	0
WORLD ACCEPTANCE CORP	COMMON STOCK NPV	981419104	2,009	29,760	SH		SOLE		29,760	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK NPV	981811102	9,561	256,891	SH		SOLE		256,891	0	0
XEROX CORP	COMMON STOCK USD1.0	984121103	2,898	219,059	SH		SOLE		219,059	0	0
PETROCHINA CO LTD ADR	ADR	71646E100	883	6,869	SH		SOLE		6,869	0	0
VITAMIN SHOPPE INC	COMMON STOCK USD.01	92849E101	738	16,620	SH		SOLE		16,620	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	7,571	137,360	SH		SOLE		137,360	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,545	19,983	SH		SOLE		19,983	0	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.	28176E108	6,427	62,921	SH		SOLE		62,921	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	15,538	472,128	SH		SOLE		472,128	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	4,980	77,435	SH		SOLE		77,435	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	7,433	79,125	SH		SOLE		79,125	0	0
VALE SA SP PREF ADR	ADR NPV	91912E204	911	93,838	SH		SOLE		93,838	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	5,961	168,115	SH		SOLE		168,115	0	0
AES CORP	COMMON STOCK USD.01	00130H105	7,484	527,759	SH		SOLE		527,759	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	4,704	133,473	SH		SOLE		133,473	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	1,466	43,264	SH		SOLE		43,264	0	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	48	370	SH		SOLE		370	0	0
ADVANCED SEMICONDUCTOR E ADR	ADR	00756M404	1,815	307,035	SH		SOLE		307,035	0	0
AECOM TECHNOLOGY CORP W/I	COMMON STOCK USD.01	00766T100	7,219	213,893	SH		SOLE		213,893	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	3,607	44,525	SH		SOLE		44,525	0	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	1,932	33,900	SH		SOLE		33,900	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	992	21,600	SH		SOLE		21,600	0	0
AMERICA MOVIL SPN ADR CL L	ADR NPV	02364W105	1,729	68,604	SH		SOLE		68,604	0	0
AMERICA MOVIL SPN ADR CL L	ADR NPV	02364W105	47,366	1,879,615	SH		SOLE		0	0	1,879,615
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	36,108	1,017,710	SH		SOLE		1,017,710	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	1,319	37,173	SH		SOLE		0	0	37,173
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	1,131	9,170	SH		SOLE		9,170	0	0
AMSURG CORP	COMMON STOCK NPV	03232P405	1,560	31,170	SH		SOLE		31,170	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,039	66,130	SH		SOLE		66,130	0	0
APPLIED INDUSTRIAL TECH INC	COMMON STOCK NPV	03820C105	1,135	24,865	SH		SOLE		24,865	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	886	23,752	SH		SOLE		23,752	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	5,207	80,983	SH		SOLE		80,983	0	0
AXIALL CORP	COMMON STOCK USD.01	05463D100	836	23,342	SH		SOLE		23,342	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	1,323	1,325,000	SH		SOLE		1,325,000	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	1,174	1,175,000	SH		SOLE		0	0	1,175,000
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	57,435	1,012,593	SH		SOLE		1,012,593	0	0
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	63,995	1,128,269	SH		SOLE		0	0	1,128,269
BANKFINANCIAL CORP	COMMON STOCK USD.01	06643P104	325	31,280	SH		SOLE		31,280	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P100	1,706	78,650	SH		SOLE		78,650	0	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	2,760	8,342	SH		SOLE		8,342	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	798	41,249	SH		SOLE		41,249	0	0
CTC MEDIA INC	COMMON STOCK USD.01	12642X106	9,929	1,493,198	SH		SOLE		1,493,198	0	0
CTC MEDIA INC	COMMON STOCK USD.01	12642X106	16,913	2,543,235	SH		SOLE		0	0	2,543,235
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	25,108	307,625	SH		SOLE		307,625	0	0
CARDINAL HEALTH INC	COMMON STOCK NPV	14149Y108	3,580	47,788	SH		SOLE		47,788	0	0
CAREFUSION CORP	COMMON STOCK USD.01	14170T101	2,812	62,137	SH		SOLE		62,137	0	0
CASH AMERICA INTL INC	COMMON STOCK USD.1	14754D100	904	20,640	SH		SOLE		20,640	0	0
CELESTICA INC	COMMON STOCK NPV	15101Q108	481	47,408	SH		SOLE		47,408	0	0
CELLDEX THERAPEUTICS INC	COMMON STOCK USD.001	15117B103	865	66,732	SH		SOLE		66,732	0	0
CENOVUS ENERGY INC	COMMON STOCK NPV	15135U109	20,253	753,456	SH		SOLE		753,456	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	2,067	203,621	SH		SOLE		203,621	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	722	71,136	SH		SOLE		0	0	71,136
CEPHEID INC	COMMON STOCK NPV	15670R107	880	19,976	SH		SOLE		19,976	0	0
CHINA MOBILE LTD SPON ADR	ADR	16941M109	2,264	38,532	SH		SOLE		38,532	0	0
CHIQUITA BRANDS INTL	SR UNSECURED 08/16 4.25	170032AT3	1,210	1,210,000	SH		SOLE		1,210,000	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	50,852	2,020,346	SH		SOLE		2,020,346	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	9,201	207,427	SH		SOLE		207,427	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	33,013	613,856	SH		SOLE		613,856	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	803	2,000,000	SH		SOLE		2,000,000	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	6,237	81,510	SH		SOLE		81,510	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	141	2,259	SH		SOLE		2,259	0	0
CORRECTIONS CORP OF AMERICA	REIT USD.01	22025Y407	2,409	70,101	SH		SOLE		70,101	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	1,596	15,468	SH		SOLE		15,468	0	0
CYBERONICS INC	COMMON STOCK USD.01	23251P102	1,053	20,587	SH		SOLE		20,587	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	4,290	209,060	SH		SOLE		209,060	0	0
DAVITA HEALTHCARE PARTNERS I	COMMON STOCK USD.001	23918K108	1,490	20,378	SH		SOLE		20,378	0	0
DISCOVERY COMMUNICATIONS A	COMMON STOCK USD.01	25470F104	3,716	98,300	SH		SOLE		98,300	0	0
DIRECTV	COMMON STOCK USD.01	25490A309	4,672	54,001	SH		SOLE		54,001	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK NPV	25746U109	3,168	45,850	SH		SOLE		45,850	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	2,666	35,661	SH		SOLE		35,661	0	0
DUPONT FABROS TECHNOLOGY	REIT USD.001	26613Q106	5,498	203,320	SH		SOLE		203,320	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	4,537	157,212	SH		SOLE		157,212	0	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	1,695	17,118	SH		SOLE		17,118	0	0
EPR PROPERTIES	REIT USD.01	26884U109	1,778	35,089	SH		SOLE		35,089	0	0
EMBRAER SA SPON ADR	ADR	29082A107	958	24,421	SH		SOLE		24,421	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	526	24,661	SH		SOLE		24,661	0	0
ENDOCYTE INC	COMMON STOCK	29269A102	669	110,114	SH		SOLE		110,114	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	9,426	160,746	SH		SOLE		160,746	0	0
ENTEGRIS INC	COMMON STOCK USD.01	29362U104	2,250	195,619	SH		SOLE		195,619	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	8,760	113,283	SH		SOLE		113,283	0	0
EPIZYME INC	COMMON STOCK USD.0001	29428V104	332	12,236	SH		SOLE		12,236	0	0
EQUINIX INC	COMMON STOCK USD.001	29444U502	576	2,709	SH		SOLE		2,709	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	439	7,132	SH		SOLE		7,132	0	0
EXELON CORP	COMMON STOCK NPV	30161N101	492	14,421	SH		SOLE		14,421	0	0
EXELIS INC	COMMON STOCK USD.01	30162A108	2,140	129,378	SH		SOLE		129,378	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	4,642	52,982	SH		SOLE		52,982	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	24,562	347,754	SH		SOLE		347,754	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	4,086	79,233	SH		SOLE		79,233	0	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	38,165	405,793	SH		SOLE		405,793	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	6,516	82,433	SH		SOLE		82,433	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	6,044	37,433	SH		SOLE		37,433	0	0
FIDELITY NATIONAL INFORMATIO	COMMON STOCK USD.01	31620M106	4,023	71,448	SH		SOLE		71,448	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	406	28,409	SH		SOLE		28,409	0	0
FIRST DEFIANCE FINL CORP	COMMON STOCK USD.01	32006W106	327	12,118	SH		SOLE		12,118	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	3,718	39,600	SH		SOLE		39,600	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	4,358	133,473	SH		SOLE		133,473	0	0
FUTUREFUEL CORP	COMMON STOCK USD.0001	36116M106	614	51,600	SH		SOLE		51,600	0	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	1,089	28,100	SH		SOLE		28,100	0	0
GAMESTOP CORP CLASS A	COMMON STOCK USD.001	36467W109	1,931	46,868	SH		SOLE		46,868	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	10,999	344,390	SH		SOLE		344,390	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	3,447	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	2,527	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	1,696	129,484	SH		SOLE		129,484	0	0
GEOSPACE TECHNOLOGIES CORP	COMMON STOCK USD.01	37364X109	746	21,227	SH		SOLE		21,227	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	21,844	118,994	SH		SOLE		118,994	0	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	5,036	8,559	SH		SOLE		8,559	0	0
GOOGLE INC CL C	COMMON STOCK USD.001	38259P706	4,470	7,743	SH		SOLE		7,743	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	3,812	173,977	SH		SOLE		173,977	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	14,483	205,369	SH		SOLE		205,369	0	0
HANGER INC	COMMON STOCK USD.01	41043F208	1,260	61,420	SH		SOLE		61,420	0	0
HARBINGER GROUP INC	COMMON STOCK USD.01	41146A106	2,007	153,000	SH		SOLE		153,000	0	0
HEALTH CARE REIT INC	REIT USD1.	42217K106	1,166	18,700	SH		SOLE		18,700	0	0
HEARTLAND PAYMENT SYSTEMS IN	COMMON STOCK USD.001	42235N108	2,430	50,920	SH		SOLE		50,920	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	2,172	23,027	SH		SOLE		23,027	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	8,374	311,870	SH		SOLE		311,870	0	0
HUTCHINSON TECHNOLOGY	SR UNSECURED 01/26 8.5	448407AG1	1,925	2,000,000	SH		SOLE		2,000,000	0	0
HYPERION THERAPEUTICS INC	COMMON STOCK USD.0001	44915N101	1,210	47,991	SH		SOLE		47,991	0	0
IMS HEALTH HOLDINGS INC	COMMON STOCK USD.01	44970B109	3,328	127,080	SH		SOLE		127,080	0	0
INFORMATICA CORP	COMMON STOCK USD.001	45666Q102	3,243	94,720	SH		SOLE		94,720	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	1,458	64,413	SH		SOLE		64,413	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	1,120	28,869	SH		SOLE		28,869	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	907	22,778	SH		SOLE		22,778	0	0
INTERVAL LEISURE GROUP	COMMON STOCK USD.01	46113M108	689	36,150	SH		SOLE		36,150	0	0
ISHARES MSCI POLAND CAPPED ETF	ISHARES MSCI POLAND CAPPED E	46429B606	1,748	61,546	SH		SOLE		61,546	0	0
ISHARES MSCI CHINA ETF	ISHARES MSCI CHINA ETF	46429B671	491	10,362	SH		SOLE		10,362	0	0
ISHARES MSCI RUSSIA CAPPED ETF	ISHARES MSCI RUSSIA CAPPED E	46429B705	1,472	85,213	SH		SOLE		85,213	0	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	45,525	755,726	SH		SOLE		755,726	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	3,526	27,912	SH		SOLE		27,912	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	4,145	83,972	SH		SOLE		83,972	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	835	37,699	SH		SOLE		37,699	0	0
K12 INC	COMMON STOCK USD.0001	48273U102	379	23,750	SH		SOLE		23,750	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	1,334	34,170	SH		SOLE		34,170	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	2,643	120,638	SH		SOLE		120,638	0	0
KRAFT FOODS GROUP INC	COMMON STOCK	50076Q106	26,525	470,308	SH		SOLE		470,308	0	0
LG DISPLAY CO LTD ADR	ADR	50186V102	575	36,504	SH		SOLE		36,504	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	12,211	267,022	SH		SOLE		267,022	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	536	11,400	SH		SOLE		11,400	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,175	42,453	SH		SOLE		42,453	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	475	23,950	SH		SOLE		23,950	0	0
MKS INSTRUMENTS INC	COMMON STOCK NPV	55306N104	6,711	201,055	SH		SOLE		201,055	0	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	5,761	247,025	SH		SOLE		247,025	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	33,947	583,479	SH		SOLE		583,479	0	0
MANNING + NAPIER INC	COMMON STOCK USD.01	56382Q102	1,438	85,672	SH		SOLE		85,672	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,977	2,655,000	SH		SOLE		2,655,000	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,551	2,275,000	SH		SOLE		0	0	2,275,000
MANPOWERGROUP INC	COMMON STOCK USD.01	56418H100	4,276	60,994	SH		SOLE		60,994	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	9,926	156,537	SH		SOLE		156,537	0	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	1,205	16,302	SH		SOLE		16,302	0	0
MATSON INC	COMMON STOCK NPV	57686G105	1,031	41,180	SH		SOLE		41,180	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	893	4,585	SH		SOLE		4,585	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	4,401	80,287	SH		SOLE		80,287	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	53,657	905,143	SH		SOLE		905,143	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	22,077	410,962	SH		SOLE		410,962	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	7,097	95,336	SH		SOLE		95,336	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	19,028	428,451	SH		SOLE		428,451	0	0
NEOPHOTONICS CORP	COMMON STOCK USD.0025	64051T100	1,181	352,560	SH		SOLE		352,560	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	19,704	458,666	SH		SOLE		458,666	0	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	2,346	75,075	SH		SOLE		75,075	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	517	32,990	SH		SOLE		32,990	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	2,237	23,825	SH		SOLE		23,825	0	0
NISOURCE INC	COMMON STOCK USD.01	65473P105	376	9,170	SH		SOLE		9,170	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	718	38,900	SH		SOLE		38,900	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	1,933	154,626	SH		SOLE		154,626	0	0
OPKO HEALTH INC	COMMON STOCK USD.01	68375N103	579	68,060	SH		SOLE		68,060	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	49,455	1,291,934	SH		SOLE		1,291,934	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	1,206	167,020	SH		SOLE		167,020	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	1,096	51,034	SH		SOLE		51,034	0	0
P G + E CORP	COMMON STOCK NPV	69331C108	1,231	27,332	SH		SOLE		27,332	0	0
PGT INC	COMMON STOCK USD.01	69336V101	1,237	132,712	SH		SOLE		132,712	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	1,766	53,764	SH		SOLE		53,764	0	0
PTC INC	COMMON STOCK USD.01	69370C100	2,399	65,026	SH		SOLE		65,026	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	3,712	99,406	SH		SOLE		99,406	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	2,466	60,755	SH		SOLE		60,755	0	0
PERFICIENT INC	COMMON STOCK USD.001	71375U101	1,042	69,540	SH		SOLE		69,540	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	4,141	135,500	SH		SOLE		135,500	0	0
PORTFOLIO RECOVERY ASSOCIATE	COMMON STOCK USD.01	73640Q105	2,766	52,949	SH		SOLE		52,949	0	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	22,308	172,934	SH		SOLE		172,934	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	4,790	61,100	SH		SOLE		61,100	0	0
PROLOGIS INC	REIT USD.01	74340W103	999	26,491	SH		SOLE		26,491	0	0
PROSPECT CAPITAL CORP	COMMON STOCK USD.001	74348T102	1,825	184,300	SH		SOLE		184,300	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	2,366	14,264	SH		SOLE		14,264	0	0
PUMA BIOTECHNOLOGY INC	COMMON STOCK USD.0001	74587V107	1,188	4,980	SH		SOLE		4,980	0	0
QUALITY DISTRIBUTION INC	COMMON STOCK NPV	74756M102	564	44,166	SH		SOLE		44,166	0	0
RLJ LODGING TRUST	REIT	74965L101	3,378	118,635	SH		SOLE		118,635	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	1,266	92,201	SH		SOLE		92,201	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	2,245	223,600	SH		SOLE		223,600	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	1,670	113,593	SH		SOLE		113,593	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	1,491	14,715	SH		SOLE		14,715	0	0
SM ENERGY CO	COMMON STOCK USD.01	78454L100	3,471	44,500	SH		SOLE		44,500	0	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	32,656	165,751	SH		SOLE		165,751	0	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	2,436	55,496	SH		SOLE		55,496	0	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	1,737	17,729	SH		SOLE		17,729	0	0
HEALTH CARE SELECT SECTOR SPDR	HEALTH CARE SELECT SECTOR	81369Y209	5,089	79,630	SH		SOLE		79,630	0	0
INDUSTRIAL SELECT SECTOR SPDR	INDUSTRIAL SELECT SECT SPDR	81369Y704	4,878	91,776	SH		SOLE		91,776	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,376	57,204	SH		SOLE		57,204	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	7,796	134,291	SH		SOLE		134,291	0	0
SOLARWINDS INC	COMMON STOCK USD.001	83416B109	4,245	100,940	SH		SOLE		100,940	0	0
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	1,704	22,917	SH		SOLE		22,917	0	0
SPECTRUM PHARMACEUTICALS INC	COMMON STOCK USD.001	84763A108	323	39,651	SH		SOLE		39,651	0	0
STARZ A	COMMON STOCK USD.01	85571Q102	9,855	297,928	SH		SOLE		297,928	0	0
STARWOOD HOTELS + RESORTS	COMMON STOCK USD.01	85590A401	606	7,282	SH		SOLE		7,282	0	0
STEMLINE THERAPEUTICS INC	COMMON STOCK USD.0001	85858C107	360	28,930	SH		SOLE		28,930	0	0
SWIFT TRANSPORTATION CO	COMMON STOCK USD.001	87074U101	1,844	87,902	SH		SOLE		87,902	0	0
SYNAGEVA BIOPHARMA CORP	COMMON STOCK USD.001	87159A103	575	8,360	SH		SOLE		8,360	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	2,210	34,187	SH		SOLE		34,187	0	0
TEMPUR SEALY INTERNATIONAL I	COMMON STOCK USD.01	88023U101	613	10,915	SH		SOLE		10,915	0	0
TETRAPHASE PHARMACEUTICALS I	COMMON STOCK USD.001	88165N105	539	26,995	SH		SOLE		26,995	0	0
3M CO	COMMON STOCK USD.01	88579Y101	4,331	30,566	SH		SOLE		30,566	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	2,383	16,608	SH		SOLE		16,608	0	0
TREEHOUSE FOODS INC	COMMON STOCK USD.01	89469A104	1,455	18,070	SH		SOLE		18,070	0	0
TWENTY FIRST CENTURY FOX A	COMMON STOCK USD.01	90130A101	467	13,630	SH		SOLE		13,630	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	8,591	328,668	SH		SOLE		328,668	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	1,041	116,258	SH		SOLE		116,258	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	5,664	44,025	SH		SOLE		44,025	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	3,855	44,697	SH		SOLE		44,697	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	1,822	52,982	SH		SOLE		52,982	0	0
VOXX INTERNATIONAL CORP	COMMON STOCK USD.01	91829F104	717	77,107	SH		SOLE		77,107	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	4,803	103,800	SH		SOLE		103,800	0	0
VECTRUS INC	COMMON STOCK USD.01	92242T101	140	7,188	SH		SOLE		7,188	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	43,669	873,546	SH		SOLE		873,546	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	1,606	28,873	SH		SOLE		28,873	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	13,425	174,486	SH		SOLE		174,486	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	4,131	19,359	SH		SOLE		19,359	0	0
VIRTUS INVESTMENT PARTNERS	COMMON STOCK USD.01	92828Q109	933	5,370	SH		SOLE		5,370	0	0
VODAFONE GROUP PLC SP ADR	ADR	92857W308	1,047	31,820	SH		SOLE		31,820	0	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	707	7,771	SH		SOLE		7,771	0	0
WALKER + DUNLOP INC	COMMON STOCK	93148P102	991	74,566	SH		SOLE		74,566	0	0
WARREN RESOURCES INC	COMMON STOCK USD.0001	93564A100	500	94,280	SH		SOLE		94,280	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	1,356	28,529	SH		SOLE		28,529	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	670	33,570	SH		SOLE		33,570	0	0
WELLPOINT INC	COMMON STOCK USD.01	94973V107	9,173	76,684	SH		SOLE		76,684	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK NPV	97650W108	4,472	100,116	SH		SOLE		100,116	0	0
WISDOMTREE INVESTMENTS INC	COMMON STOCK USD.01	97717P104	1,123	98,652	SH		SOLE		98,652	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	13,219	162,673	SH		SOLE		162,673	0	0
ZIMMER HOLDINGS INC	COMMON STOCK USD.01	98956P102	564	5,605	SH		SOLE		5,605	0	0
ACTAVIS PLC	COMMON STOCK USD.0033	G0083B108	1,137	4,712	SH		SOLE		4,712	0	0
AIRCASTLE LTD	COMMON STOCK USD.01	G0129K104	1,994	121,890	SH		SOLE		121,890	0	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.001514456	G05384105	3,794	88,700	SH		SOLE		88,700	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	433	5,325	SH		SOLE		5,325	0	0
CHIPMOS TECHNOLOGIES BERMUDA	COMMON STOCK USD.01	G2110R114	646	28,566	SH		SOLE		28,566	0	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	491	5,677	SH		SOLE		5,677	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	11,106	181,050	SH		SOLE		181,050	0	0
ENDO INTERNATIONAL PLC	COMMON STOCK USD.0001	G30401106	2,165	31,680	SH		SOLE		31,680	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	7,049	170,631	SH		SOLE		170,631	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	2,027	94,680	SH		SOLE		94,680	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	6,348	39,180	SH		SOLE		39,180	0	0
FRESH DEL MONTE PRODUCE INC	COMMON STOCK USD.01	G36738105	1,968	61,704	SH		SOLE		61,704	0	0
HERBALIFE LTD	COMMON STOCK USD.002	G4412G101	2,030	46,400	SH		SOLE		46,400	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	210	3,729	SH		SOLE		3,729	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	1,066	27,000	SH		SOLE		27,000	0	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	1,853	11,539	SH		SOLE		11,539	0	0
MARVELL TECHNOLOGY GROUP LTD	COMMON STOCK USD.002	G5876H105	3,933	291,783	SH		SOLE		291,783	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	1,107	15,500	SH		SOLE		15,500	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F103	4,290	188,493	SH		SOLE		188,493	0	0
NOBLE CORP PLC	COMMON STOCK USD.01	G65431101	1,132	50,944	SH		SOLE		50,944	0	0
HOME LOAN SERVICING SOLUTION	COMMON STOCK	G6648D109	3,475	163,970	SH		SOLE		163,970	0	0
PARTNERRE LTD	COMMON STOCK USD1.	G6852T105	3,077	28,000	SH		SOLE		28,000	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	1,718	118,072	SH		SOLE		118,072	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	4,388	112,114	SH		SOLE		112,114	0	0
XL GROUP PLC	COMMON STOCK USD.01	G98290102	4,176	125,900	SH		SOLE		125,900	0	0
ACE LTD	COMMON STOCK	H0023R105	3,205	30,566	SH		SOLE		30,566	0	0
ALTISOURCE PORTFOLIO SOL	COMMON STOCK USD1.	L0175J104	323	3,200	SH		SOLE		3,200	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,185	71,487	SH		SOLE		71,487	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	8,231	75,753	SH		SOLE		75,753	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	14,819	138,119	SH		SOLE		138,119	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	26,012	242,450	SH		SOLE		0	0	242,450