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	754	12,336	SH		SOLE		12,336	0	0
AGCO CORP	COMMON STOCK USD.01	001084102	2,559	56,614	SH		SOLE		56,614	0	0
AGL RESOURCES INC	COMMON STOCK USD5.	001204106	9,482	173,945	SH		SOLE		173,945	0	0
ABBOTT LABORATORIES	COMMON STOCK NPV	002824100	4,587	101,888	SH		SOLE		101,888	0	0
ADVENT SOFTWARE INC	COMMON STOCK USD.01	007974108	1,232	40,199	SH		SOLE		40,199	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	2,043	9,628	SH		SOLE		9,628	0	0
AIRGAS INC	COMMON STOCK USD.01	009363102	2,230	19,359	SH		SOLE		19,359	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	969	20,000	SH		SOLE		20,000	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	8,332	139,422	SH		SOLE		139,422	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	3,641	60,544	SH		SOLE		60,544	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	3,906	44,020	SH		SOLE		44,020	0	0
ALLEGHANY CORP	COMMON STOCK USD1.	017175100	3,244	6,998	SH		SOLE		6,998	0	0
ALLERGAN INC	COMMON STOCK USD.01	018490102	819	3,853	SH		SOLE		3,853	0	0
ALLIANCE FIBER OPTIC PRODUCT	COMMON STOCK USD.001	018680306	373	25,710	SH		SOLE		25,710	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	2,004	28,529	SH		SOLE		28,529	0	0
ALON USA ENERGY INC	COMMON STOCK USD.01	020520102	673	53,155	SH		SOLE		53,155	0	0
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	4,365	105,534	SH		SOLE		105,534	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	1,768	29,118	SH		SOLE		29,118	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	1,128	12,125	SH		SOLE		12,125	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	48,592	867,562	SH		SOLE		867,562	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	1,942	36,900	SH		SOLE		36,900	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	8,278	51,969	SH		SOLE		51,969	0	0
AMTRUST FINANCIAL SERVICES	COMMON STOCK USD.01	032359309	4,579	81,412	SH		SOLE		81,412	0	0
ANADARKO PETROLEUM CORP	COMMON STOCK USD.1	032511107	5,173	62,704	SH		SOLE		62,704	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	10,005	1,149,987	SH		SOLE		1,149,987	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	16,354	1,879,822	SH		SOLE		0	0	1,879,822
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	2,027	49,765	SH		SOLE		49,765	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	9,034	71,884	SH		SOLE		71,884	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	4,214	67,246	SH		SOLE		67,246	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	90,511	819,995	SH		SOLE		819,995	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	1,418	56,888	SH		SOLE		56,888	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK NPV	039483102	5,722	110,039	SH		SOLE		110,039	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	7,275	125,672	SH		SOLE		125,672	0	0
ASBURY AUTOMOTIVE GROUP	COMMON STOCK USD.01	043436104	1,880	24,760	SH		SOLE		24,760	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	1,060	30,270	SH		SOLE		30,270	0	0
ATWOOD OCEANICS INC	COMMON STOCK USD1.	050095108	3,092	108,988	SH		SOLE		108,988	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.	053611109	2,379	45,850	SH		SOLE		45,850	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	2,661	40,123	SH		SOLE		40,123	0	0
AVNET INC	COMMON STOCK USD1.	053807103	8,358	194,287	SH		SOLE		194,287	0	0
AVON PRODUCTS INC	COMMON STOCK USD.25	054303102	7,118	758,092	SH		SOLE		758,092	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	19,901	354,923	SH		SOLE		354,923	0	0
BALL CORP	COMMON STOCK NPV	058498106	4,515	66,227	SH		SOLE		66,227	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	43,580	2,436,007	SH		SOLE		2,436,007	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	288	7,106	SH		SOLE		7,106	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	5,602	33,623	SH		SOLE		33,623	0	0
BARRACUDA NETWORKS INC	COMMON STOCK USD.001	068323104	872	24,340	SH		SOLE		24,340	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.	071813109	280	3,826	SH		SOLE		3,826	0	0
BBCN BANCORP INC	COMMON STOCK USD.001	073295107	1,306	90,817	SH		SOLE		90,817	0	0
B/E AEROSPACE INC	COMMON STOCK USD.01	073302101	3,047	52,524	SH		SOLE		52,524	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	16,859	121,150	SH		SOLE		121,150	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	39,667	520,765	SH		SOLE		520,765	0	0
BEL FUSE INC CL B	COMMON STOCK USD.1	077347300	1,079	39,450	SH		SOLE		39,450	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	15,772	105,041	SH		SOLE		105,041	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	4,023	303,600	SH		SOLE		303,600	0	0
BROADCOM CORP CL A	COMMON STOCK USD.0001	111320107	1,839	42,442	SH		SOLE		42,442	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	21,584	1,823,003	SH		SOLE		1,823,003	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	2,000	39,020	SH		SOLE		39,020	0	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	19,997	361,357	SH		SOLE		361,357	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	1,138	4,177	SH		SOLE		4,177	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	19,725	191,671	SH		SOLE		191,671	0	0
CIT GROUP INC	COMMON STOCK USD.01	125581801	2,908	60,800	SH		SOLE		60,800	0	0
CNOOC LTD SPON ADR	ADR	126132109	552	4,073	SH		SOLE		4,073	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	14,504	150,594	SH		SOLE		150,594	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	6,012	316,920	SH		SOLE		316,920	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	1,045	57,130	SH		SOLE		57,130	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	3,848	173,868	SH		SOLE		173,868	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	2,895	39,201	SH		SOLE		39,201	0	0
CASCADE MICROTECH INC	COMMON STOCK USD.01	147322101	877	60,000	SH		SOLE		60,000	0	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	12,896	140,899	SH		SOLE		140,899	0	0
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	149150104	1,253	48,964	SH		SOLE		48,964	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	3,915	65,300	SH		SOLE		65,300	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	50,875	454,806	SH		SOLE		454,806	0	0
CENTURY ALUMINUM COMPANY	COMMON STOCK USD.01	156431108	547	22,420	SH		SOLE		22,420	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	4,280	115,015	SH		SOLE		115,015	0	0
CHEVRONTEXACO CORP	COMMON STOCK USD.75	166764100	67,382	600,663	SH		SOLE		600,663	0	0
CHUBB CORP	COMMON STOCK USD1.	171232101	2,952	28,529	SH		SOLE		28,529	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	1,372	58,192	SH		SOLE		58,192	0	0
CINTAS CORP	COMMON STOCK NPV	172908105	5,978	76,217	SH		SOLE		76,217	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	63,170	1,167,439	SH		SOLE		1,167,439	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	1,300	20,378	SH		SOLE		20,378	0	0
CLOROX COMPANY	COMMON STOCK USD1.	189054109	1,464	14,045	SH		SOLE		14,045	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	375	6,703	SH		SOLE		6,703	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	44,854	1,062,389	SH		SOLE		1,062,389	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	21,468	310,280	SH		SOLE		310,280	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	1,787	63,746	SH		SOLE		63,746	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	1,256	73,360	SH		SOLE		73,360	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	4,995	92,636	SH		SOLE		92,636	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	984	19,034	SH		SOLE		19,034	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	13,845	1,448,231	SH		SOLE		1,448,231	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	26,242	2,744,939	SH		SOLE		0	0	2,744,939
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	3,983	63,171	SH		SOLE		63,171	0	0
CONAGRA FOODS INC	COMMON STOCK USD5.	205887102	8,036	221,511	SH		SOLE		221,511	0	0
CONNECTICUT WATER SVC INC	COMMON STOCK NPV	207797101	1,009	27,800	SH		SOLE		27,800	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	2,632	16,240	SH		SOLE		16,240	0	0
CORNING INC	COMMON STOCK USD.5	219350105	6,238	272,041	SH		SOLE		272,041	0	0
CRANE CO	COMMON STOCK USD1.	224399105	4,484	76,391	SH		SOLE		76,391	0	0
CREDIT ACCEPTANCE CORP	COMMON STOCK USD.01	225310101	450	3,300	SH		SOLE		3,300	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.	228368106	1,453	28,546	SH		SOLE		28,546	0	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	402	14,663	SH		SOLE		14,663	0	0
DTE ENERGY COMPANY	COMMON STOCK NPV	233331107	1,232	14,264	SH		SOLE		14,264	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	4,341	199,700	SH		SOLE		199,700	0	0
DEERE + CO	COMMON STOCK USD1.	244199105	1,623	18,340	SH		SOLE		18,340	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	1,557	57,074	SH		SOLE		57,074	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	20,000	406,591	SH		SOLE		406,591	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,991	48,043	SH		SOLE		48,043	0	0
DILLARDS INC CL A	COMMON STOCK NPV	254067101	9,050	72,295	SH		SOLE		72,295	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	37,865	402,003	SH		SOLE		402,003	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	1,435	21,906	SH		SOLE		21,906	0	0
DOMTAR CORP	COMMON STOCK USD.01	257559203	2,369	58,895	SH		SOLE		58,895	0	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	1,626	35,661	SH		SOLE		35,661	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	737,132	9,969,322	SH		SOLE		9,969,322	0	0
DUCOMMUN INC	COMMON STOCK USD.01	264147109	854	33,794	SH		SOLE		33,794	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	4,947	166,328	SH		SOLE		166,328	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	2,079	85,724	SH		SOLE		85,724	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	5,816	76,668	SH		SOLE		76,668	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	5	832	SH		SOLE		832	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	10	1,666	SH		SOLE		0	0	1,666
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	53	2,448	SH		SOLE		2,448	0	0
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	104	4,794	SH		SOLE		0	0	4,794
EBAY INC	COMMON STOCK USD.001	278642103	5,361	95,531	SH		SOLE		95,531	0	0
EDISON INTERNATIONAL	COMMON STOCK NPV	281020107	1,851	28,263	SH		SOLE		28,263	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	1,183	25,166	SH		SOLE		25,166	0	0
ELECTRONICS FOR IMAGING	COMMON STOCK USD.01	286082102	433	10,110	SH		SOLE		10,110	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	25,075	406,207	SH		SOLE		406,207	0	0
ENERNOC INC	COMMON STOCK USD.001	292764107	505	32,670	SH		SOLE		32,670	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	1,514	20,000	SH		SOLE		20,000	0	0
ERICSSON (LM) TEL SP ADR	ADR	294821608	1,106	91,430	SH		SOLE		91,430	0	0
FIDELITY SOUTHERN CORP	COMMON STOCK NPV	316394105	702	43,575	SH		SOLE		43,575	0	0
FIRSTMERIT CORP	COMMON STOCK NPV	337915102	4,810	254,647	SH		SOLE		254,647	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	712	18,263	SH		SOLE		18,263	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	7,763	138,180	SH		SOLE		138,180	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	15,622	1,007,873	SH		SOLE		1,007,873	0	0
FRANCESCAS HOLDINGS CORP	COMMON STOCK USD.01	351793104	776	46,465	SH		SOLE		46,465	0	0
GATX CORP	COMMON STOCK USD.625	361448103	443	7,700	SH		SOLE		7,700	0	0
GANNETT CO	COMMON STOCK USD1.	364730101	5,754	180,219	SH		SOLE		180,219	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	2,231	52,982	SH		SOLE		52,982	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	4,892	35,546	SH		SOLE		35,546	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	18,421	728,969	SH		SOLE		728,969	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	52,844	560,622	SH		SOLE		560,622	0	0
GREENBRIER COMPANIES INC	COMMON STOCK NPV	393657101	1,352	25,171	SH		SOLE		25,171	0	0
HSN INC	COMMON STOCK USD.01	404303109	5,734	75,450	SH		SOLE		75,450	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	4,253	38,102	SH		SOLE		38,102	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	521	7,900	SH		SOLE		7,900	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,863	84,651	SH		SOLE		84,651	0	0
HEALTHSOUTH CORP W/D	COMMON STOCK USD.01	421924309	5,838	151,802	SH		SOLE		151,802	0	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	1,825	27,073	SH		SOLE		27,073	0	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	47,432	1,181,958	SH		SOLE		1,181,958	0	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	910	18,780	SH		SOLE		18,780	0	0
HILL ROM HOLDINGS INC	COMMON STOCK NPV	431475102	4,750	104,113	SH		SOLE		104,113	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	2,476	66,062	SH		SOLE		66,062	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	2,962	110,771	SH		SOLE		110,771	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	7,380	70,303	SH		SOLE		70,303	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	10,141	90,170	SH		SOLE		90,170	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	3,366	147,742	SH		SOLE		147,742	0	0
HURCO COMPANIES INC	COMMON STOCK NPV	447324104	426	12,510	SH		SOLE		12,510	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	3,707	50,637	SH		SOLE		50,637	0	0
ICONIX BRAND GROUP INC	COMMON STOCK USD.001	451055107	3,037	89,873	SH		SOLE		89,873	0	0
IDACORP INC	COMMON STOCK NPV	451107106	1,787	26,994	SH		SOLE		26,994	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	5,386	63,479	SH		SOLE		63,479	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	10,538	290,381	SH		SOLE		290,381	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	6,048	37,699	SH		SOLE		37,699	0	0
INTL FLAVORS + FRAGRANCES	COMMON STOCK USD.125	459506101	14,915	147,147	SH		SOLE		147,147	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.	460146103	19,794	369,438	SH		SOLE		369,438	0	0
ISHARES MSCI BRAZIL CAPPED ETF	ISHARES MSCI BRAZIL CAPPED E	464286400	1,010	27,620	SH		SOLE		27,620	0	0
ISHARES MSCI THAILAND CAPPED E	ISHARES MSCI THAILAND CAPPED	464286624	361	4,662	SH		SOLE		4,662	0	0
ISHARES MSCI CHILE CAPPED ETF	ISHARES MSCI CHILE CAPPED ET	464286640	408	10,231	SH		SOLE		10,231	0	0
ISHARES MSCI TAIWAN ETF	ISHARES MSCI TAIWAN ETF	464286731	2,671	176,768	SH		SOLE		176,768	0	0
ISHARES MSCI SOUTH KOREA CAPPE	ISHARES MSCI SOUTH KOREA CAP	464286772	5,847	105,734	SH		SOLE		105,734	0	0
ISHARES MSCI MALAYSIA ETF	ISHARES MSCI MALAYSIA ETF	464286830	1,058	78,503	SH		SOLE		78,503	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	55,961	1,424,293	SH		SOLE		1,424,293	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	116,551	2,966,437	SH		SOLE		0	0	2,966,437
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	54,927	902,815	SH		SOLE		902,815	0	0
ISIS PHARMACEUTICALS INC	COMMON STOCK USD.001	464330109	1,228	19,887	SH		SOLE		19,887	0	0
ITAU UNIBANCO H SPON PRF ADR	ADR NPV	465562106	588	45,234	SH		SOLE		45,234	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	3,612	165,446	SH		SOLE		165,446	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	3,651	81,700	SH		SOLE		81,700	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	22,261	212,879	SH		SOLE		212,879	0	0
JOHNSON CONTROLS INC	COMMON STOCK USD.01388	478366107	967	20,005	SH		SOLE		20,005	0	0
JOY GLOBAL INC	COMMON STOCK USD1.	481165108	17,080	367,160	SH		SOLE		367,160	0	0
KLX INC	COMMON STOCK USD.01	482539103	1,083	26,262	SH		SOLE		26,262	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	2,395	20,725	SH		SOLE		20,725	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	6,311	103,386	SH		SOLE		103,386	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,968	68,430	SH		SOLE		68,430	0	0
KROGER CO	COMMON STOCK USD1.	501044101	13,225	205,960	SH		SOLE		205,960	0	0
LTC PROPERTIES INC	REIT USD.01	502175102	1,191	27,592	SH		SOLE		27,592	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	519	6,547	SH		SOLE		6,547	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	2,303	53,700	SH		SOLE		53,700	0	0
LAS VEGAS SANDS CORP	COMMON STOCK USD.001	517834107	4,961	85,300	SH		SOLE		85,300	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	3,736	92,320	SH		SOLE		92,320	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	1,552	225,290	SH		SOLE		225,290	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	30,092	394,905	SH		SOLE		394,905	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	2,238	22,818	SH		SOLE		22,818	0	0
LEGGETT + PLATT INC	COMMON STOCK USD.01	524660107	1,845	43,302	SH		SOLE		43,302	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	4,073	90,900	SH		SOLE		90,900	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	5,606	250,034	SH		SOLE		250,034	0	0
ELI LILLY + CO	COMMON STOCK NPV	532457108	2,671	38,717	SH		SOLE		38,717	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	3,570	51,676	SH		SOLE		51,676	0	0
LINCOLN NATIONAL CORP	COMMON STOCK NPV	534187109	1,469	25,472	SH		SOLE		25,472	0	0
LITHIA MOTORS INC CL A	COMMON STOCK NPV	536797103	2,272	26,203	SH		SOLE		26,203	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	8,832	128,379	SH		SOLE		128,379	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	2,288	56,194	SH		SOLE		56,194	0	0
MANITEX INTERNATIONAL INC	COMMON STOCK NPV	563420108	971	76,380	SH		SOLE		76,380	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	13,135	594,339	SH		SOLE		594,339	0	0
MARATHON OIL CORP	COMMON STOCK USD1.	565849106	1,211	42,793	SH		SOLE		42,793	0	0
MARLIN BUSINESS SERVICES INC	COMMON STOCK USD.01	571157106	619	30,136	SH		SOLE		30,136	0	0
MARSH + MCLENNAN COS	COMMON STOCK USD1.	571748102	536	9,364	SH		SOLE		9,364	0	0
MASCO CORP	COMMON STOCK USD1.	574599106	4,402	174,700	SH		SOLE		174,700	0	0
MATADOR RESOURCES CO	COMMON STOCK USD.01	576485205	1,566	77,430	SH		SOLE		77,430	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	33,807	360,804	SH		SOLE		360,804	0	0
MEAD JOHNSON NUTRITION CO	COMMON STOCK USD.01	582839106	730	7,262	SH		SOLE		7,262	0	0
MEDTRONIC INC	COMMON STOCK USD.1	585055106	34,399	476,437	SH		SOLE		476,437	0	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	10,931	498,683	SH		SOLE		498,683	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	980	26,842	SH		SOLE		26,842	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	4,163	13,765	SH		SOLE		13,765	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	101,599	2,187,276	SH		SOLE		2,187,276	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	419	9,289	SH		SOLE		9,289	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	9,896	282,649	SH		SOLE		282,649	0	0
HERMAN MILLER INC	COMMON STOCK USD.2	600544100	2,120	72,030	SH		SOLE		72,030	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	1,453	20,920	SH		SOLE		20,920	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	757	45,644	SH		SOLE		45,644	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK NPV	609207105	9,105	250,645	SH		SOLE		250,645	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	7,794	200,876	SH		SOLE		200,876	0	0
MOVADO GROUP INC	COMMON STOCK USD.01	624580106	563	19,849	SH		SOLE		19,849	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	3,500	69,284	SH		SOLE		69,284	0	0
MYLAN INC	COMMON STOCK USD.5	628530107	3,983	70,667	SH		SOLE		70,667	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	36,322	1,347,760	SH		SOLE		1,347,760	0	0
NASDAQ OMX GROUP/THE	COMMON STOCK USD.01	631103108	2,582	53,831	SH		SOLE		53,831	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	27,957	426,632	SH		SOLE		426,632	0	0
NAVIGATORS GROUP INC	COMMON STOCK USD.1	638904102	340	4,630	SH		SOLE		4,630	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	1,862	30,898	SH		SOLE		30,898	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	29,618	777,590	SH		SOLE		777,590	0	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	1,124	117,816	SH		SOLE		117,816	0	0
NOKIA CORP SPON ADR	ADR	654902204	1,351	171,937	SH		SOLE		171,937	0	0
NORTHEAST UTILITIES	COMMON STOCK USD5.	664397106	2,345	43,812	SH		SOLE		43,812	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	568	100,464	SH		SOLE		100,464	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	2,882	174,246	SH		SOLE		174,246	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	37,220	461,734	SH		SOLE		461,734	0	0
OMNICARE INC	COMMON STOCK USD1.	681904108	4,937	67,690	SH		SOLE		67,690	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	1,433	18,500	SH		SOLE		18,500	0	0
ON ASSIGNMENT INC	COMMON STOCK USD.01	682159108	1,768	53,264	SH		SOLE		53,264	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	2,497	91,865	SH		SOLE		91,865	0	0
OUTERWALL INC W/I	COMMON STOCK USD.001	690070107	1,425	18,945	SH		SOLE		18,945	0	0
PICO HOLDINGS INC	COMMON STOCK USD.001	693366205	475	25,222	SH		SOLE		25,222	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	22,986	251,954	SH		SOLE		251,954	0	0
POSCO SPON ADR	ADR	693483109	15,789	247,439	SH		SOLE		247,439	0	0
POSCO SPON ADR	ADR	693483109	20,403	319,739	SH		SOLE		0	0	319,739
PACCAR INC	COMMON STOCK USD1.	693718108	454	6,670	SH		SOLE		6,670	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	9,957	127,573	SH		SOLE		127,573	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	23,052	178,770	SH		SOLE		178,770	0	0
PEPCO HOLDINGS INC	COMMON STOCK USD.01	713291102	1,098	40,755	SH		SOLE		40,755	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	9,056	95,775	SH		SOLE		95,775	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	73,750	2,367,583	SH		SOLE		2,367,583	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	14,441	177,304	SH		SOLE		177,304	0	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	1,639	106,404	SH		SOLE		106,404	0	0
PINNACLE WEST CAPITAL	COMMON STOCK NPV	723484101	2,802	41,014	SH		SOLE		41,014	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	3,872	25,600	SH		SOLE		25,600	0	0
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK NPV	736508847	1,408	37,224	SH		SOLE		37,224	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	60,000	658,688	SH		SOLE		658,688	0	0
PRIVATEBANCORP INC	COMMON STOCK NPV	742962103	2,337	69,981	SH		SOLE		69,981	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	3,546	64,052	SH		SOLE		64,052	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	411	4,542	SH		SOLE		4,542	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	10,368	250,365	SH		SOLE		250,365	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	6,749	314,491	SH		SOLE		314,491	0	0
QLOGIC CORP	COMMON STOCK USD.001	747277101	1,023	76,794	SH		SOLE		76,794	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	3	144	SH		SOLE		0	0	144
QUALCOMM INC	COMMON STOCK USD.0001	747525103	5,920	79,646	SH		SOLE		79,646	0	0
RF MICRO DEVICES INC	COMMON STOCK NPV	749941100	1,402	84,520	SH		SOLE		84,520	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	2,183	130,560	SH		SOLE		130,560	0	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	4,308	75,200	SH		SOLE		75,200	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK NPV	759509102	25,703	419,498	SH		SOLE		419,498	0	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	275	13,892	SH		SOLE		13,892	0	0
REX AMERICAN RESOURCES CORP	COMMON STOCK USD.01	761624105	2,391	38,580	SH		SOLE		38,580	0	0
RITE AID CORP	COMMON STOCK USD1.	767754104	2,013	267,666	SH		SOLE		267,666	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	2,402	41,149	SH		SOLE		41,149	0	0
ROCK TENN COMPANY CL A	COMMON STOCK USD.01	772739207	4,705	77,152	SH		SOLE		77,152	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	2,446	22,000	SH		SOLE		22,000	0	0
ROCKWELL COLLINS INC	COMMON STOCK USD.01	774341101	1,057	12,506	SH		SOLE		12,506	0	0
ROFIN SINAR TECHNOLOGIES INC	COMMON STOCK USD.01	775043102	1,465	50,910	SH		SOLE		50,910	0	0
ROSETTA RESOURCES INC	COMMON STOCK USD.001	777779307	3,509	157,302	SH		SOLE		157,302	0	0
RYDER SYSTEM INC	COMMON STOCK USD.5	783549108	1,391	14,978	SH		SOLE		14,978	0	0
RYERSON HOLDING CORP	COMMON STOCK USD.01	783754104	838	84,410	SH		SOLE		84,410	0	0
RYLAND GROUP INC/THE	COMMON STOCK USD1.	783764103	1,943	50,391	SH		SOLE		50,391	0	0
SJW CORP	COMMON STOCK USD1.042	784305104	1,205	37,500	SH		SOLE		37,500	0	0
SAGENT PHARMACEUTICALS INC	COMMON STOCK USD.01	786692103	1,040	41,400	SH		SOLE		41,400	0	0
SALIX PHARMACEUTICALS LTD	COMMON STOCK USD.001	795435106	980	8,523	SH		SOLE		8,523	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	4,855	57,784	SH		SOLE		57,784	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	729	31,000	SH		SOLE		31,000	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	4,331	31,807	SH		SOLE		31,807	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	37,905	443,801	SH		SOLE		443,801	0	0
SEMPRA ENERGY	COMMON STOCK NPV	816851109	1,929	17,321	SH		SOLE		17,321	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.	824348106	2,278	8,660	SH		SOLE		8,660	0	0
SHINHAN FINANCIAL GROUP ADR	ADR	824596100	634	15,704	SH		SOLE		15,704	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	1,815	44,638	SH		SOLE		44,638	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	4,602	25,268	SH		SOLE		25,268	0	0
SKECHERS USA INC CL A	COMMON STOCK USD.001	830566105	1,371	24,822	SH		SOLE		24,822	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.	831865209	3,260	57,800	SH		SOLE		57,800	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	8,977	65,651	SH		SOLE		65,651	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	1,741	35,457	SH		SOLE		35,457	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	7,718	182,380	SH		SOLE		182,380	0	0
SPARK ENERGY INC CLASS A	COMMON STOCK USD.01	846511103	418	29,690	SH		SOLE		29,690	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	6,522	151,530	SH		SOLE		151,530	0	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	3,328	34,642	SH		SOLE		34,642	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	2,511	138,568	SH		SOLE		138,568	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	1,834	92,887	SH		SOLE		92,887	0	0
STERIS CORP	COMMON STOCK NPV	859152100	2,289	35,295	SH		SOLE		35,295	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	3,442	82,159	SH		SOLE		82,159	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	251	30,299	SH		SOLE		30,299	0	0
SYMANTEC CORP	COMMON STOCK USD.01	871503108	1,387	54,045	SH		SOLE		54,045	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	5,342	122,900	SH		SOLE		122,900	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	26,913	1,202,535	SH		SOLE		1,202,535	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	42,982	1,920,544	SH		SOLE		0	0	1,920,544
TECH DATA CORP	COMMON STOCK USD.0015	878237106	2,774	43,877	SH		SOLE		43,877	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	23,612	1,338,574	SH		SOLE		1,338,574	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	39,786	2,255,437	SH		SOLE		0	0	2,255,437
TESARO INC	COMMON STOCK USD.0001	881569107	479	12,880	SH		SOLE		12,880	0	0
TESORO CORP	COMMON STOCK USD.167	881609101	9,037	121,552	SH		SOLE		121,552	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	1,198	22,415	SH		SOLE		22,415	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	33,574	797,292	SH		SOLE		797,292	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	435	260,873	SH		SOLE		260,873	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	93	55,513	SH		SOLE		0	0	55,513
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	681	3,469	SH		SOLE		3,469	0	0
TRIMBLE NAVIGATION LTD	COMMON STOCK NPV	896239100	364	13,729	SH		SOLE		13,729	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD1.	896522109	3,188	113,820	SH		SOLE		113,820	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	5,613	83,508	SH		SOLE		83,508	0	0
TUESDAY MORNING CORP	COMMON STOCK USD.01	899035505	872	40,180	SH		SOLE		40,180	0	0
TURKCELL ILETISIM HIZMET ADR	ADR TRY1.	900111204	123	8,137	SH		SOLE		8,137	0	0
UGI CORP	COMMON STOCK NPV	902681105	6,813	179,382	SH		SOLE		179,382	0	0
UIL HOLDINGS CORP	COMMON STOCK NPV	902748102	919	21,100	SH		SOLE		21,100	0	0
US BANCORP	COMMON STOCK USD.01	902973304	25,116	558,749	SH		SOLE		558,749	0	0
ULTRA PETROLEUM CORP	COMMON STOCK NPV	903914109	6,562	498,659	SH		SOLE		498,659	0	0
UNILEVER PLC SPONSORED ADR	ADR	904767704	1,663	41,082	SH		SOLE		41,082	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	30,929	259,624	SH		SOLE		259,624	0	0
UNITED INSURANCE HOLDINGS CO	COMMON STOCK USD.0001	910710102	1,483	67,570	SH		SOLE		67,570	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	1,871	18,340	SH		SOLE		18,340	0	0
UNITED STATIONERS INC	COMMON STOCK USD.1	913004107	777	18,433	SH		SOLE		18,433	0	0
UNITED TECH CORP	COMMON STOCK USD1.	913017109	33,847	294,323	SH		SOLE		294,323	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	5,332	47,922	SH		SOLE		47,922	0	0
VALSPAR CORP	COMMON STOCK USD.5	920355104	1,767	20,438	SH		SOLE		20,438	0	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	7,204	180,000	SH		SOLE		180,000	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	3,586	253,451	SH		SOLE		253,451	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	1,169	94,555	SH		SOLE		94,555	0	0
WABTEC CORP	COMMON STOCK USD.01	929740108	3,430	39,470	SH		SOLE		39,470	0	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	2,267	45,508	SH		SOLE		45,508	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	7,700	89,662	SH		SOLE		89,662	0	0
WEBSTER FINANCIAL CORP	COMMON STOCK USD.01	947890109	4,534	139,383	SH		SOLE		139,383	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	16,757	305,664	SH		SOLE		305,664	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	24,606	222,275	SH		SOLE		222,275	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	2,033	53,824	SH		SOLE		53,824	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.	963320106	1,421	7,336	SH		SOLE		7,336	0	0
WHITESTONE REIT	REIT USD.001	966084204	1,016	67,220	SH		SOLE		67,220	0	0
WORLD ACCEPTANCE CORP	COMMON STOCK NPV	981419104	1,827	23,000	SH		SOLE		23,000	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	3,971	84,610	SH		SOLE		84,610	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK NPV	981811102	3,493	116,093	SH		SOLE		116,093	0	0
XEROX CORP	COMMON STOCK USD1.0	984121103	2,733	197,153	SH		SOLE		197,153	0	0
PETROCHINA CO LTD ADR	ADR	71646E100	781	7,036	SH		SOLE		7,036	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	7,970	139,822	SH		SOLE		139,822	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	3,069	34,038	SH		SOLE		34,038	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	1,237	16,302	SH		SOLE		16,302	0	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.	28176E108	4,153	32,604	SH		SOLE		32,604	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	27,103	809,527	SH		SOLE		809,527	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	5,770	80,492	SH		SOLE		80,492	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	8,597	81,222	SH		SOLE		81,222	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	6,091	168,115	SH		SOLE		168,115	0	0
AES CORP	COMMON STOCK USD.01	00130H105	7,535	547,220	SH		SOLE		547,220	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	2,602	61,033	SH		SOLE		61,033	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	542	12,728	SH		SOLE		0	0	12,728
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	526	9,330	SH		SOLE		9,330	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	4,483	133,473	SH		SOLE		133,473	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	1,298	31,764	SH		SOLE		31,764	0	0
ACTIVISION BLIZZARD INC	COMMON STOCK USD.000001	00507V109	1,888	93,700	SH		SOLE		93,700	0	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	1,541	9,676	SH		SOLE		9,676	0	0
ADVANCED SEMICONDUCTOR E ADR	ADR	00756M404	1,989	324,419	SH		SOLE		324,419	0	0
AECOM	COMMON STOCK USD.01	00766T100	2,748	90,500	SH		SOLE		90,500	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	4,706	52,982	SH		SOLE		52,982	0	0
AMBEV SA ADR	ADR NPV	02319V103	184	29,603	SH		SOLE		29,603	0	0
AMERICA MOVIL SPN ADR CL L	ADR NPV	02364W105	1,324	59,685	SH		SOLE		59,685	0	0
AMERICA MOVIL SPN ADR CL L	ADR NPV	02364W105	41,091	1,852,609	SH		SOLE		0	0	1,852,609
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	49,512	923,212	SH		SOLE		923,212	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	1,467	27,357	SH		SOLE		0	0	27,357
AMSURG CORP	COMMON STOCK NPV	03232P405	1,540	28,135	SH		SOLE		28,135	0	0
ANGIODYNAMICS INC	COMMON STOCK USD.01	03475V101	423	22,250	SH		SOLE		22,250	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,505	92,010	SH		SOLE		92,010	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	1,520	32,772	SH		SOLE		32,772	0	0
ARCELORMITTAL NY REGISTERED	NY REG SHRS NPV	03938L104	718	65,100	SH		SOLE		65,100	0	0
ARRIS GROUP INC	COMMON STOCK USD.01	04270V106	3,943	130,600	SH		SOLE		130,600	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	5,226	76,372	SH		SOLE		76,372	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	530	1,325,000	SH		SOLE		1,325,000	0	0
BPZ RESOURCES INC	SR UNSECURED 03/15 6.5	055639AB4	470	1,175,000	SH		SOLE		0	0	1,175,000
BPZ RESOURCES INC	SR UNSECURED 10/17 8.5	055639AC2	1,491	4,668,000	SH		SOLE		4,668,000	0	0
BPZ RESOURCES INC	SR UNSECURED 10/17 8.5	055639AC2	479	1,500,000	SH		SOLE		0	0	1,500,000
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	19,839	414,360	SH		SOLE		414,360	0	0
BANCOLOMBIA S.A. SPONS ADR	ADR	05968L102	22,131	462,209	SH		SOLE		0	0	462,209
BANKRATE INC	COMMON STOCK USD.01	06647F102	335	26,980	SH		SOLE		26,980	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P100	551	78,650	SH		SOLE		78,650	0	0
BIOGEN IDEC INC	COMMON STOCK USD.0005	09062X103	2,487	7,326	SH		SOLE		7,326	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	957	41,249	SH		SOLE		41,249	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	774	22,000	SH		SOLE		22,000	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	333	8,600	SH		SOLE		8,600	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	42,573	515,724	SH		SOLE		515,724	0	0
CARDINAL HEALTH INC	COMMON STOCK NPV	14149Y108	2,274	28,173	SH		SOLE		28,173	0	0
CELESTICA INC	COMMON STOCK NPV	15101Q108	1,531	130,406	SH		SOLE		130,406	0	0
CELLDEX THERAPEUTICS INC	COMMON STOCK USD.001	15117B103	434	23,802	SH		SOLE		23,802	0	0
CENOVUS ENERGY INC	COMMON STOCK NPV	15135U109	14,020	679,902	SH		SOLE		679,902	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	875	203,621	SH		SOLE		203,621	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	306	71,136	SH		SOLE		0	0	71,136
CHINA MOBILE LTD SPON ADR	ADR	16941M109	1,607	27,320	SH		SOLE		27,320	0	0
CHIQUITA BRANDS INTL	SR UNSECURED 08/16 4.25	170032AT3	1,209	1,210,000	SH		SOLE		1,210,000	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	65,603	2,358,542	SH		SOLE		2,358,542	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	4,714	106,600	SH		SOLE		106,600	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	54,484	939,220	SH		SOLE		939,220	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	818	2,000,000	SH		SOLE		2,000,000	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	5,629	81,510	SH		SOLE		81,510	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	131	2,259	SH		SOLE		2,259	0	0
CORRECTIONS CORP OF AMERICA	REIT USD.01	22025Y407	2,299	63,276	SH		SOLE		63,276	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	1,877	13,245	SH		SOLE		13,245	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	2,177	15,468	SH		SOLE		15,468	0	0
CYBERONICS INC	COMMON STOCK USD.01	23251P102	1,146	20,587	SH		SOLE		20,587	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	4,436	175,396	SH		SOLE		175,396	0	0
DSW INC CLASS A	COMMON STOCK NPV	23334L102	2,217	59,440	SH		SOLE		59,440	0	0
DAVITA HEALTHCARE PARTNERS I	COMMON STOCK USD.001	23918K108	1,543	20,378	SH		SOLE		20,378	0	0
DIRECTV	COMMON STOCK USD.01	25490A309	5,565	64,189	SH		SOLE		64,189	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK NPV	25746U109	3,526	45,850	SH		SOLE		45,850	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	3,915	46,869	SH		SOLE		46,869	0	0
DUPONT FABROS TECHNOLOGY	REIT USD.001	26613Q106	6,835	205,615	SH		SOLE		205,615	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	6,410	211,192	SH		SOLE		211,192	0	0
EPR PROPERTIES	REIT USD.01	26884U109	3,174	55,084	SH		SOLE		55,084	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	5,582	144,200	SH		SOLE		144,200	0	0
EMBRAER SA SPON ADR	ADR	29082A107	825	22,383	SH		SOLE		22,383	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	672	24,661	SH		SOLE		24,661	0	0
ENDOCYTE INC	COMMON STOCK	29269A102	454	72,204	SH		SOLE		72,204	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	8,225	133,259	SH		SOLE		133,259	0	0
ENTEGRIS INC	COMMON STOCK USD.01	29362U104	2,584	195,619	SH		SOLE		195,619	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	8,747	99,993	SH		SOLE		99,993	0	0
EPIZYME INC	COMMON STOCK USD.0001	29428V104	271	14,366	SH		SOLE		14,366	0	0
EQUINIX INC	COMMON STOCK USD.001	29444U502	835	3,682	SH		SOLE		3,682	0	0
EXELON CORP	COMMON STOCK NPV	30161N101	573	15,461	SH		SOLE		15,461	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	4,783	56,038	SH		SOLE		56,038	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	36,413	430,058	SH		SOLE		430,058	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	4,194	71,518	SH		SOLE		71,518	0	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	25,130	271,825	SH		SOLE		271,825	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	5,524	70,806	SH		SOLE		70,806	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	7,962	45,850	SH		SOLE		45,850	0	0
FIDELITY NATIONAL INFORMATIO	COMMON STOCK USD.01	31620M106	4,011	64,491	SH		SOLE		64,491	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	468	28,409	SH		SOLE		28,409	0	0
FIRST DEFIANCE FINL CORP	COMMON STOCK USD.01	32006W106	413	12,118	SH		SOLE		12,118	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	5,369	48,481	SH		SOLE		48,481	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	3,118	133,473	SH		SOLE		133,473	0	0
FUTUREFUEL CORP	COMMON STOCK USD.0001	36116M106	1,497	114,980	SH		SOLE		114,980	0	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	1,108	23,600	SH		SOLE		23,600	0	0
GAMESTOP CORP CLASS A	COMMON STOCK USD.001	36467W109	1,687	49,925	SH		SOLE		49,925	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	11,937	341,956	SH		SOLE		341,956	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	3	79	SH		SOLE		0	0	79
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	4,022	159,230	SH		SOLE		159,230	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	2	70	SH		SOLE		0	0	70
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	3,085	180,110	SH		SOLE		180,110	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	1	70	SH		SOLE		0	0	70
GEOSPACE TECHNOLOGIES CORP	COMMON STOCK USD.01	37364X109	882	33,297	SH		SOLE		33,297	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	33,189	171,227	SH		SOLE		171,227	0	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	4,542	8,559	SH		SOLE		8,559	0	0
GOOGLE INC CL C	COMMON STOCK USD.001	38259P706	4,076	7,743	SH		SOLE		7,743	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	5,166	224,532	SH		SOLE		224,532	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	23,799	324,279	SH		SOLE		324,279	0	0
HALYARD HEALTH INC	COMMON STOCK USD.01	40650V100	48	1,062	SH		SOLE		1,062	0	0
HANGER INC	COMMON STOCK USD.01	41043F208	1,309	59,780	SH		SOLE		59,780	0	0
HARBINGER GROUP INC	COMMON STOCK USD.01	41146A106	4,054	286,300	SH		SOLE		286,300	0	0
HEALTH CARE REIT INC	REIT USD1.	42217K106	1,317	17,400	SH		SOLE		17,400	0	0
HEARTLAND PAYMENT SYSTEMS IN	COMMON STOCK USD.001	42235N108	2,480	45,962	SH		SOLE		45,962	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	488	25,100	SH		SOLE		25,100	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	2,106	28,529	SH		SOLE		28,529	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	8,927	287,971	SH		SOLE		287,971	0	0
HUTCHINSON TECHNOLOGY	SR UNSECURED 01/26 8.5	448407AG1	2,000	2,000,000	SH		SOLE		2,000,000	0	0
IMS HEALTH HOLDINGS INC	COMMON STOCK USD.01	44970B109	976	38,073	SH		SOLE		38,073	0	0
IPC HEALTHCARE INC	COMMON STOCK USD.001	44984A105	911	19,860	SH		SOLE		19,860	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	5,827	504,542	SH		SOLE		504,542	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	14,259	1,234,515	SH		SOLE		0	0	1,234,515
IMPAX LABORATORIES INC	COMMON STOCK USD.01	45256B101	2,553	80,590	SH		SOLE		80,590	0	0
INFORMATICA CORP	COMMON STOCK USD.001	45666Q102	3,260	85,498	SH		SOLE		85,498	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	1,668	64,413	SH		SOLE		64,413	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	1,217	28,869	SH		SOLE		28,869	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	104	473	SH		SOLE		473	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	952	17,988	SH		SOLE		17,988	0	0
INTERSECT ENT INC	COMMON STOCK USD.001	46071F103	419	22,570	SH		SOLE		22,570	0	0
INTERVAL LEISURE GROUP	COMMON STOCK USD.01	46113M108	1,926	92,180	SH		SOLE		92,180	0	0
ISHARES MSCI INDIA ETF	ISHARES MSCI INDIA ETF	46429B598	510	16,958	SH		SOLE		16,958	0	0
ISHARES MSCI POLAND CAPPED ETF	ISHARES MSCI POLAND CAPPED E	46429B606	1,290	53,580	SH		SOLE		53,580	0	0
ISHARES MSCI CHINA ETF	ISHARES MSCI CHINA ETF	46429B671	365	7,260	SH		SOLE		7,260	0	0
ISHARES MSCI RUSSIA CAPPED ETF	ISHARES MSCI RUSSIA CAPPED E	46429B705	1,202	104,789	SH		SOLE		104,789	0	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	67,431	1,077,512	SH		SOLE		1,077,512	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	10,282	68,578	SH		SOLE		68,578	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	3,055	49,276	SH		SOLE		49,276	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	1,774	79,473	SH		SOLE		79,473	0	0
K12 INC	COMMON STOCK USD.0001	48273U102	303	25,540	SH		SOLE		25,540	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	1,459	34,170	SH		SOLE		34,170	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,834	72,967	SH		SOLE		72,967	0	0
KRAFT FOODS GROUP INC	COMMON STOCK	50076Q106	25,890	413,175	SH		SOLE		413,175	0	0
KRATON PERFORMANCE POLYMERS	COMMON STOCK USD.01	50077C106	1,075	51,700	SH		SOLE		51,700	0	0
LG DISPLAY CO LTD ADR	ADR	50186V102	381	25,175	SH		SOLE		25,175	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	13,186	267,022	SH		SOLE		267,022	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	607	11,400	SH		SOLE		11,400	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,395	42,453	SH		SOLE		42,453	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	550	23,950	SH		SOLE		23,950	0	0
MKS INSTRUMENTS INC	COMMON STOCK NPV	55306N104	6,909	188,766	SH		SOLE		188,766	0	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	4,246	280,253	SH		SOLE		280,253	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	44,654	679,141	SH		SOLE		679,141	0	0
MANNING + NAPIER INC	COMMON STOCK USD.01	56382Q102	1,224	88,602	SH		SOLE		88,602	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,816	2,655,000	SH		SOLE		2,655,000	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	2,413	2,275,000	SH		SOLE		0	0	2,275,000
MANPOWERGROUP INC	COMMON STOCK USD.01	56418H100	3,753	55,055	SH		SOLE		55,055	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	8,531	114,454	SH		SOLE		114,454	0	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	966	11,208	SH		SOLE		11,208	0	0
MATSON INC	COMMON STOCK NPV	57686G105	1,887	54,671	SH		SOLE		54,671	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	4,791	72,470	SH		SOLE		72,470	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	55,897	984,273	SH		SOLE		984,273	0	0
MERITOR INC	COMMON STOCK USD1.	59001K100	1,192	78,700	SH		SOLE		78,700	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	44,331	819,584	SH		SOLE		819,584	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	3,212	43,098	SH		SOLE		43,098	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	18,162	397,847	SH		SOLE		397,847	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	25,046	604,255	SH		SOLE		604,255	0	0
NETGEAR INC	COMMON STOCK USD.001	64111Q104	2,671	75,075	SH		SOLE		75,075	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	514	23,030	SH		SOLE		23,030	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	2,942	27,676	SH		SOLE		27,676	0	0
NISOURCE INC	COMMON STOCK USD.01	65473P105	389	9,170	SH		SOLE		9,170	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	1,634	154,626	SH		SOLE		154,626	0	0
OPKO HEALTH INC	COMMON STOCK USD.01	68375N103	680	68,060	SH		SOLE		68,060	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	69,801	1,552,177	SH		SOLE		1,552,177	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	1,403	138,360	SH		SOLE		138,360	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	1,099	44,774	SH		SOLE		44,774	0	0
P G + E CORP	COMMON STOCK NPV	69331C108	1,970	37,003	SH		SOLE		37,003	0	0
PGT INC	COMMON STOCK USD.01	69336V101	1,278	132,712	SH		SOLE		132,712	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	2,094	57,641	SH		SOLE		57,641	0	0
PTC INC	COMMON STOCK USD.01	69370C100	2,624	71,605	SH		SOLE		71,605	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	3,070	67,276	SH		SOLE		67,276	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	2,691	54,840	SH		SOLE		54,840	0	0
PERFICIENT INC	COMMON STOCK USD.001	71375U101	1,770	94,990	SH		SOLE		94,990	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	4,243	129,400	SH		SOLE		129,400	0	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	26,800	206,853	SH		SOLE		206,853	0	0
PROLOGIS INC	REIT USD.01	74340W103	1,403	32,604	SH		SOLE		32,604	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	2,825	15,283	SH		SOLE		15,283	0	0
PUMA BIOTECHNOLOGY INC	COMMON STOCK USD.0001	74587V107	768	4,060	SH		SOLE		4,060	0	0
QUINTILES TRANSNATIONAL HOLD	COMMON STOCK USD.01	74876Y101	5,172	87,850	SH		SOLE		87,850	0	0
RLJ LODGING TRUST	REIT	74965L101	3,591	107,084	SH		SOLE		107,084	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	2,082	151,101	SH		SOLE		151,101	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	2,361	223,600	SH		SOLE		223,600	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	1,907	113,593	SH		SOLE		113,593	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	4,541	41,000	SH		SOLE		41,000	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	1,581	13,282	SH		SOLE		13,282	0	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	6,588	32,056	SH		SOLE		32,056	0	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	4,602	78,683	SH		SOLE		78,683	0	0
CONSUMER DISCRETIONARY SELECT	CONSUMER DISCRETIONARY SELT	81369Y407	5,051	70,010	SH		SOLE		70,010	0	0
SHIRE PLC ADR	ADR	82481R106	1,301	6,120	SH		SOLE		6,120	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	13,152	180,878	SH		SOLE		180,878	0	0
SOLARWINDS INC	COMMON STOCK USD.001	83416B109	3,132	62,859	SH		SOLE		62,859	0	0
SOLARCITY CORP	COMMON STOCK USD.0001	83416T100	578	10,800	SH		SOLE		10,800	0	0
SOUTHERN COPPER CORP	COMMON STOCK USD.01	84265V105	34,545	1,224,991	SH		SOLE		1,224,991	0	0
SOUTHERN COPPER CORP	COMMON STOCK USD.01	84265V105	37,536	1,331,077	SH		SOLE		0	0	1,331,077
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	1,999	22,917	SH		SOLE		22,917	0	0
STARZ A	COMMON STOCK USD.01	85571Q102	7,211	242,790	SH		SOLE		242,790	0	0
STEMLINE THERAPEUTICS INC	COMMON STOCK USD.0001	85858C107	392	22,980	SH		SOLE		22,980	0	0
SWIFT TRANSPORTATION CO	COMMON STOCK USD.001	87074U101	2,510	87,680	SH		SOLE		87,680	0	0
SYNAGEVA BIOPHARMA CORP	COMMON STOCK USD.001	87159A103	776	8,360	SH		SOLE		8,360	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	5,848	74,815	SH		SOLE		74,815	0	0
TETRAPHASE PHARMACEUTICALS I	COMMON STOCK USD.001	88165N105	569	14,325	SH		SOLE		14,325	0	0
3M CO	COMMON STOCK USD.01	88579Y101	6,362	38,717	SH		SOLE		38,717	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	2,525	16,608	SH		SOLE		16,608	0	0
TREEHOUSE FOODS INC	COMMON STOCK USD.01	89469A104	2,042	23,880	SH		SOLE		23,880	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	9,436	331,668	SH		SOLE		331,668	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	1,079	116,258	SH		SOLE		116,258	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	5,146	39,738	SH		SOLE		39,738	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	5,068	50,129	SH		SOLE		50,129	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	1,350	38,717	SH		SOLE		38,717	0	0
VOXX INTERNATIONAL CORP	COMMON STOCK USD.01	91829F104	675	77,107	SH		SOLE		77,107	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	7,590	153,338	SH		SOLE		153,338	0	0
VENTAS INC	REIT USD.25	92276F100	731	10,189	SH		SOLE		10,189	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	51,231	1,095,146	SH		SOLE		1,095,146	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	2,992	51,345	SH		SOLE		51,345	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	23,023	305,959	SH		SOLE		305,959	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	5,076	19,359	SH		SOLE		19,359	0	0
VIRTUS INVESTMENT PARTNERS	COMMON STOCK USD.01	92828Q109	1,106	6,490	SH		SOLE		6,490	0	0
VODAFONE GROUP PLC SP ADR	ADR	92857W308	1,166	34,114	SH		SOLE		34,114	0	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	871	8,311	SH		SOLE		8,311	0	0
WALKER + DUNLOP INC	COMMON STOCK	93148P102	1,620	92,346	SH		SOLE		92,346	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	1,307	25,472	SH		SOLE		25,472	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	637	33,570	SH		SOLE		33,570	0	0
WESCO INTERNATIONAL INC	COMMON STOCK USD.01	95082P105	2,355	30,900	SH		SOLE		30,900	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK NPV	97650W108	4,420	94,520	SH		SOLE		94,520	0	0
WISDOMTREE INVESTMENTS INC	COMMON STOCK USD.01	97717P104	2,100	133,952	SH		SOLE		133,952	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	11,634	135,660	SH		SOLE		135,660	0	0
ZIMMER HOLDINGS INC	COMMON STOCK USD.01	98956P102	691	6,093	SH		SOLE		6,093	0	0
ACTAVIS PLC	COMMON STOCK USD.0033	G0083B108	724	2,811	SH		SOLE		2,811	0	0
AIRCASTLE LTD	COMMON STOCK USD.01	G0129K104	2,351	110,022	SH		SOLE		110,022	0	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.001514456	G05384105	5,218	119,210	SH		SOLE		119,210	0	0
CHIPMOS TECHNOLOGIES BERMUDA	COMMON STOCK USD.01	G2110R114	675	28,927	SH		SOLE		28,927	0	0
COVIDIEN PLC	COMMON STOCK USD.2	G2554F113	1,367	13,361	SH		SOLE		13,361	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	10,289	141,486	SH		SOLE		141,486	0	0
ENDO INTERNATIONAL PLC	COMMON STOCK USD.0001	G30401106	4,004	55,515	SH		SOLE		55,515	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	5,413	180,743	SH		SOLE		180,743	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	6,966	270,936	SH		SOLE		270,936	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	6,023	35,365	SH		SOLE		35,365	0	0
FRESH DEL MONTE PRODUCE W/D	COMMON STOCK USD.01	G36738105	2,070	61,704	SH		SOLE		61,704	0	0
HERBALIFE LTD	COMMON STOCK USD.002	G4412G101	746	19,800	SH		SOLE		19,800	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	253	3,988	SH		SOLE		3,988	0	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	3,699	22,590	SH		SOLE		22,590	0	0
MARVELL TECHNOLOGY GROUP LTD	COMMON STOCK USD.002	G5876H105	3,819	263,373	SH		SOLE		263,373	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	2,193	29,200	SH		SOLE		29,200	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F103	3,174	244,531	SH		SOLE		244,531	0	0
HOME LOAN SERVICING SOLUTION	COMMON STOCK	G6648D109	3,375	172,883	SH		SOLE		172,883	0	0
PARTNERRE LTD	COMMON STOCK USD1.	G6852T105	4,053	35,510	SH		SOLE		35,510	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	1,711	118,072	SH		SOLE		118,072	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	4,206	101,198	SH		SOLE		101,198	0	0
XL GROUP PLC	COMMON STOCK USD.01	G98290102	4,087	118,900	SH		SOLE		118,900	0	0
ACE LTD	COMMON STOCK CHF24.77	H0023R105	3,511	30,566	SH		SOLE		30,566	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,411	71,487	SH		SOLE		71,487	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	8,007	100,853	SH		SOLE		100,853	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	18,837	181,754	SH		SOLE		181,754	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	29,361	283,299	SH		SOLE		0	0	283,299
STEINER LEISURE LTD	COMMON STOCK USD.01	P8744Y102	1,035	22,400	SH		SOLE		22,400	0	0