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
AGL RESOURCES INC	COMMON STOCK USD5.	001204106	5,167	110,975	SH		SOLE		110,975	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	1,987	62,912	SH		SOLE		62,912	0	0
ABBOTT LABORATORIES	COMMON STOCK NPV	002824100	4,529	92,274	SH		SOLE		92,274	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	388	5,907	SH		SOLE		5,907	0	0
ADVENT SOFTWARE INC	COMMON STOCK USD.01	007974108	610	13,800	SH		SOLE		13,800	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	233	1,068	SH		SOLE		1,068	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	1,093	20,000	SH		SOLE		20,000	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	2,211	34,312	SH		SOLE		34,312	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	5,145	58,827	SH		SOLE		58,827	0	0
ALEXION PHARMACEUTICALS INC	COMMON STOCK USD.0001	015351109	208	1,150	SH		SOLE		1,150	0	0
ALLEGHANY CORP	COMMON STOCK USD1.	017175100	4,780	10,198	SH		SOLE		10,198	0	0
ALLIANCE FIBER OPTIC PRODUCT	COMMON STOCK USD.001	018680306	477	25,710	SH		SOLE		25,710	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	3,420	52,728	SH		SOLE		52,728	0	0
ALON USA ENERGY INC	COMMON STOCK USD.01	020520102	630	33,345	SH		SOLE		33,345	0	0
ALTERA CORP	COMMON STOCK USD.001	021441100	988	19,300	SH		SOLE		19,300	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	5,942	13,689	SH		SOLE		13,689	0	0
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	3,978	105,534	SH		SOLE		105,534	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	45,234	731,703	SH		SOLE		731,703	0	0
AMERICAN WOODMARK CORP	COMMON STOCK NPV	030506109	1,912	34,866	SH		SOLE		34,866	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	15,678	102,122	SH		SOLE		102,122	0	0
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	031652100	709	118,500	SH		SOLE		118,500	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	309	34,482	SH		SOLE		34,482	0	0
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,644	49,765	SH		SOLE		49,765	0	0
ANN INC	COMMON STOCK USD.0068	035623107	618	12,800	SH		SOLE		12,800	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	11,796	71,866	SH		SOLE		71,866	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	3,933	68,242	SH		SOLE		68,242	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	95,662	762,700	SH		SOLE		762,700	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK NPV	039483102	7,123	147,726	SH		SOLE		147,726	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	10,034	179,812	SH		SOLE		179,812	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	10,343	227,067	SH		SOLE		227,067	0	0
ASSOCIATED ESTATES REALTY CP	REIT NPV	045604105	802	28,000	SH		SOLE		28,000	0	0
ATLAS AIR WORLDWIDE HOLDINGS	COMMON STOCK USD.01	049164205	567	10,321	SH		SOLE		10,321	0	0
ATWOOD OCEANICS INC	COMMON STOCK USD1.	050095108	2,882	108,988	SH		SOLE		108,988	0	0
AUTOLIV INC	COMMON STOCK USD1.	052800109	25,020	214,306	SH		SOLE		214,306	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	23,352	35,015	SH		SOLE		35,015	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.	053611109	2,842	46,644	SH		SOLE		46,644	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	5,782	131,163	SH		SOLE		131,163	0	0
AVNET INC	COMMON STOCK USD1.	053807103	1,985	48,297	SH		SOLE		48,297	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	22,247	360,572	SH		SOLE		360,572	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	9,239	542,823	SH		SOLE		542,823	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	2,085	49,686	SH		SOLE		49,686	0	0
BBCN BANCORP INC	COMMON STOCK USD.001	073295107	1,343	90,817	SH		SOLE		90,817	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	13,100	92,480	SH		SOLE		92,480	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	19,632	284,603	SH		SOLE		284,603	0	0
BEL FUSE INC CL B	COMMON STOCK USD.1	077347300	810	39,450	SH		SOLE		39,450	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	15,478	113,720	SH		SOLE		113,720	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	1,542	34,270	SH		SOLE		34,270	0	0
BOEING CO/THE	COMMON STOCK USD5.	097023105	4,431	31,941	SH		SOLE		31,941	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	3,415	59,240	SH		SOLE		59,240	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	18,143	1,527,149	SH		SOLE		1,527,149	0	0
CBL + ASSOCIATES PROPERTIES	REIT USD.01	124830100	4,052	250,120	SH		SOLE		250,120	0	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	8,315	149,824	SH		SOLE		149,824	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	2,128	33,100	SH		SOLE		33,100	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	20,426	126,086	SH		SOLE		126,086	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	17,122	163,250	SH		SOLE		163,250	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	4,332	220,340	SH		SOLE		220,340	0	0
CAL MAINE FOODS INC	COMMON STOCK USD.01	128030202	2,806	53,763	SH		SOLE		53,763	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	1,043	57,130	SH		SOLE		57,130	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	2,311	128,448	SH		SOLE		128,448	0	0
CAMBREX CORP	COMMON STOCK USD.1	132011107	587	13,360	SH		SOLE		13,360	0	0
CARLISLE COS INC	COMMON STOCK USD1.	142339100	1,211	12,100	SH		SOLE		12,100	0	0
CASCADE MICROTECH INC	COMMON STOCK USD.01	147322101	416	27,330	SH		SOLE		27,330	0	0
CATAMARAN CORP	COMMON STOCK NPV	148887102	825	13,500	SH		SOLE		13,500	0	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	14,869	175,305	SH		SOLE		175,305	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	3,079	42,840	SH		SOLE		42,840	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	38,730	334,642	SH		SOLE		334,642	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	3,506	115,015	SH		SOLE		115,015	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	55,087	571,031	SH		SOLE		571,031	0	0
CHUBB CORP	COMMON STOCK USD1.	171232101	3,644	38,300	SH		SOLE		38,300	0	0
CHURCH + DWIGHT CO INC	COMMON STOCK USD1.	171340102	259	3,190	SH		SOLE		3,190	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	9,399	276,192	SH		SOLE		276,192	0	0
CINTAS CORP	COMMON STOCK NPV	172908105	6,605	78,079	SH		SOLE		78,079	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	55,677	1,007,916	SH		SOLE		1,007,916	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	1,387	19,773	SH		SOLE		19,773	0	0
CLOROX COMPANY	COMMON STOCK USD1.	189054109	1,772	17,035	SH		SOLE		17,035	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	589	6,703	SH		SOLE		6,703	0	0
COACH INC	COMMON STOCK USD.01	189754104	2,197	63,476	SH		SOLE		63,476	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	21,106	538,000	SH		SOLE		538,000	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	15,886	242,867	SH		SOLE		242,867	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	1,490	59,616	SH		SOLE		59,616	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	524	22,840	SH		SOLE		22,840	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	3,106	49,318	SH		SOLE		49,318	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	807	19,034	SH		SOLE		19,034	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	19,304	1,859,702	SH		SOLE		756,428	0	1,103,274
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	5,567	84,806	SH		SOLE		84,806	0	0
CONAGRA FOODS INC	COMMON STOCK USD5.	205887102	9,646	220,629	SH		SOLE		220,629	0	0
CORNING INC	COMMON STOCK USD.5	219350105	5,802	294,060	SH		SOLE		294,060	0	0
COWEN GROUP INC CLASS A	COMMON STOCK USD.01	223622101	1,024	159,971	SH		SOLE		159,971	0	0
CRANE CO	COMMON STOCK USD1.	224399105	5,844	99,501	SH		SOLE		99,501	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.	228368106	2,316	43,770	SH		SOLE		43,770	0	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	566	14,663	SH		SOLE		14,663	0	0
DTE ENERGY COMPANY	COMMON STOCK NPV	233331107	1,429	19,149	SH		SOLE		19,149	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	2,831	137,580	SH		SOLE		137,580	0	0
DEALERTRACK TECHNOLOGIES INC	COMMON STOCK USD.01	242309102	998	15,900	SH		SOLE		15,900	0	0
DEERE + CO	COMMON STOCK USD1.	244199105	7,774	80,106	SH		SOLE		80,106	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	2,996	81,364	SH		SOLE		81,364	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	21,373	520,281	SH		SOLE		520,281	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,786	44,933	SH		SOLE		44,933	0	0
DENTSPLY INTERNATIONAL INC	COMMON STOCK USD.01	249030107	3,215	62,361	SH		SOLE		62,361	0	0
DEPOMED INC	COMMON STOCK NPV	249908104	841	39,200	SH		SOLE		39,200	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	1,884	23,550	SH		SOLE		23,550	0	0
DILLARDS INC CL A	COMMON STOCK NPV	254067101	2,184	20,765	SH		SOLE		20,765	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	41,523	363,792	SH		SOLE		363,792	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	27,082	348,366	SH		SOLE		348,366	0	0
DOW CHEMICAL CO/THE	COMMON STOCK USD2.5	260543103	2,594	50,700	SH		SOLE		50,700	0	0
DRESSER RAND GROUP INC	COMMON STOCK USD.01	261608103	409	4,800	SH		SOLE		4,800	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	637,538	9,969,322	SH		SOLE		9,969,322	0	0
DUNKIN BRANDS GROUP INC	COMMON STOCK USD.001	265504100	1,390	25,280	SH		SOLE		25,280	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	6,900	261,480	SH		SOLE		261,480	0	0
EMC INS GROUP INC	COMMON STOCK USD1.	268664109	544	21,680	SH		SOLE		21,680	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	2,118	70,724	SH		SOLE		70,724	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	9,821	120,028	SH		SOLE		120,028	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	11	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	10	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	135	8,026	SH		SOLE		2,709	0	5,317
EBAY INC	COMMON STOCK USD.001	278642103	4,903	81,385	SH		SOLE		81,385	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	10,528	189,930	SH		SOLE		189,930	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	2,492	32,510	SH		SOLE		32,510	0	0
ESSENDANT INC	COMMON STOCK USD.1	296689102	723	18,433	SH		SOLE		18,433	0	0
F5 NETWORKS INC	COMMON STOCK NPV	315616102	1,204	10,000	SH		SOLE		10,000	0	0
FISERV INC	COMMON STOCK USD.01	337738108	1,586	19,149	SH		SOLE		19,149	0	0
FIRSTMERIT CORP	COMMON STOCK NPV	337915102	5,304	254,647	SH		SOLE		254,647	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	11,601	173,124	SH		SOLE		173,124	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	8,219	547,560	SH		SOLE		547,560	0	0
FRANCESCAS HOLDINGS CORP	COMMON STOCK USD.01	351793104	626	46,465	SH		SOLE		46,465	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	20,045	408,838	SH		SOLE		408,838	0	0
GATX CORP	COMMON STOCK USD.625	361448103	872	16,400	SH		SOLE		16,400	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	4,567	119,652	SH		SOLE		119,652	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	7,184	50,700	SH		SOLE		50,700	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	10,022	377,208	SH		SOLE		377,208	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	56,463	482,264	SH		SOLE		482,264	0	0
GOODYEAR TIRE + RUBBER CO	COMMON STOCK NPV	382550101	1,749	58,000	SH		SOLE		58,000	0	0
GREENBRIER COMPANIES INC	COMMON STOCK NPV	393657101	4,577	97,691	SH		SOLE		97,691	0	0
GRUBHUB INC	COMMON STOCK USD.0001	400110102	912	26,780	SH		SOLE		26,780	0	0
GUESS? INC	COMMON STOCK USD.01	401617105	566	29,545	SH		SOLE		29,545	0	0
HCC INSURANCE HOLDINGS INC	COMMON STOCK USD1.	404132102	88	1,150	SH		SOLE		1,150	0	0
HSN INC	COMMON STOCK USD.01	404303109	5,921	84,350	SH		SOLE		84,350	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	3,295	98,888	SH		SOLE		98,888	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	4,547	80,700	SH		SOLE		80,700	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,830	84,651	SH		SOLE		84,651	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	1,167	50,183	SH		SOLE		50,183	0	0
JACK HENRY + ASSOCIATES INC	COMMON STOCK USD.01	426281101	2,529	39,090	SH		SOLE		39,090	0	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	31,074	1,035,464	SH		SOLE		1,035,464	0	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	875	18,780	SH		SOLE		18,780	0	0
HILL ROM HOLDINGS INC	COMMON STOCK NPV	431475102	2,496	45,943	SH		SOLE		45,943	0	0
HILLTOP HOLDINGS INC	COMMON STOCK USD.01	432748101	6,828	283,440	SH		SOLE		283,440	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	6,510	152,492	SH		SOLE		152,492	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	5,700	149,751	SH		SOLE		149,751	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	19,799	178,165	SH		SOLE		178,165	0	0
HOME PROPERTIES INC	REIT USD.01	437306103	986	13,500	SH		SOLE		13,500	0	0
HOSPIRA INC	COMMON STOCK USD.01	441060100	816	9,200	SH		SOLE		9,200	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	6,898	61,266	SH		SOLE		61,266	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	3,758	170,262	SH		SOLE		170,262	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	4,322	62,387	SH		SOLE		62,387	0	0
IBERIABANK CORP	COMMON STOCK USD1.	450828108	853	12,500	SH		SOLE		12,500	0	0
ICONIX BRAND GROUP INC	COMMON STOCK USD.001	451055107	2,667	106,813	SH		SOLE		106,813	0	0
IDACORP INC	COMMON STOCK NPV	451107106	1,515	26,994	SH		SOLE		26,994	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	5,992	75,079	SH		SOLE		75,079	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	11,874	390,390	SH		SOLE		390,390	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	7,587	46,644	SH		SOLE		46,644	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.	460146103	5,574	117,117	SH		SOLE		117,117	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	4,087	40,560	SH		SOLE		40,560	0	0
ISHARES MSCI AUSTRALIA ETF	ISHARES MSCI AUSTRALIA ETF	464286103	24,109	1,146,411	SH		SOLE		1,146,411	0	0
ISHARES MSCI JAPAN ETF	ISHARES MSCI JAPAN ETF	464286848	33,692	2,630,162	SH		SOLE		2,630,162	0	0
ISHARES MSCI HONG KONG ETF	ISHARES MSCI HONG KONG ETF	464286871	6,412	284,232	SH		SOLE		284,232	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	55,145	1,391,846	SH		SOLE		797,889	0	593,957
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	819	12,900	SH		SOLE		12,900	0	0
ISHARES PHLX SEMICONDUCTOR ETF	ISHARES PHLX SEMICONDUCTOR E	464287523	4,697	51,000	SH		SOLE		51,000	0	0
ISHARES RUSSELL 2000 ETF	ISHARES RUSSELL 2000 ETF	464287655	9,864	79,000	SH		SOLE		79,000	0	0
ISIS PHARMACEUTICALS INC	COMMON STOCK USD.001	464330109	1,144	19,887	SH		SOLE		19,887	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	5,659	265,786	SH		SOLE		265,786	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	3,130	77,064	SH		SOLE		77,064	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	18,777	192,660	SH		SOLE		192,660	0	0
JOY GLOBAL INC	COMMON STOCK USD1.	481165108	7,221	199,468	SH		SOLE		199,468	0	0
KENNEDY WILSON HOLDINGS INC	COMMON STOCK USD.0001	489398107	300	12,200	SH		SOLE		12,200	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	9,326	148,950	SH		SOLE		148,950	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	2,379	68,430	SH		SOLE		68,430	0	0
KROGER CO	COMMON STOCK USD1.	501044101	7,353	101,400	SH		SOLE		101,400	0	0
L 3 COMMUNICATIONS HOLDINGS	COMMON STOCK USD.01	502424104	4,024	35,490	SH		SOLE		35,490	0	0
LAMAR ADVERTISING CO A	REIT USD.001	512816109	1,941	33,770	SH		SOLE		33,770	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	5,375	90,420	SH		SOLE		90,420	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	3,366	94,920	SH		SOLE		94,920	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	1,138	193,270	SH		SOLE		193,270	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	8,145	93,990	SH		SOLE		93,990	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	4,445	39,598	SH		SOLE		39,598	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	3,879	76,000	SH		SOLE		76,000	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	4,590	189,034	SH		SOLE		189,034	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	5,907	97,016	SH		SOLE		97,016	0	0
LINCOLN NATIONAL CORP	COMMON STOCK NPV	534187109	4,564	77,064	SH		SOLE		77,064	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	11,408	170,352	SH		SOLE		170,352	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.	552848103	2,113	185,700	SH		SOLE		185,700	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	3,220	53,984	SH		SOLE		53,984	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	7,915	403,848	SH		SOLE		403,848	0	0
MARATHON OIL CORP	COMMON STOCK USD1.	565849106	996	37,518	SH		SOLE		37,518	0	0
MARLIN BUSINESS SERVICES INC	COMMON STOCK USD.01	571157106	514	30,446	SH		SOLE		30,446	0	0
MASCO CORP	COMMON STOCK USD1.	574599106	3,627	136,000	SH		SOLE		136,000	0	0
MATRIX SERVICE CO	COMMON STOCK USD.01	576853105	2,150	117,630	SH		SOLE		117,630	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	1,060	11,154	SH		SOLE		11,154	0	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	6,657	251,879	SH		SOLE		251,879	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,788	65,122	SH		SOLE		65,122	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	68,715	1,556,402	SH		SOLE		1,556,402	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	1,376	8,092	SH		SOLE		8,092	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	4,921	261,226	SH		SOLE		261,226	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	2,639	38,731	SH		SOLE		38,731	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	516	25,084	SH		SOLE		25,084	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	9,047	233,220	SH		SOLE		233,220	0	0
MOVADO GROUP INC	COMMON STOCK USD.01	624580106	539	19,849	SH		SOLE		19,849	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	5,037	121,165	SH		SOLE		121,165	0	0
N B T BANCORP INC	COMMON STOCK USD.01	628778102	1,015	38,770	SH		SOLE		38,770	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	24,025	1,050,025	SH		SOLE		1,050,025	0	0
NASDAQ OMX GROUP/THE	COMMON STOCK USD.01	631103108	747	15,300	SH		SOLE		15,300	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	3,701	76,662	SH		SOLE		76,662	0	0
NAVIGATORS GROUP INC	COMMON STOCK USD.1	638904102	1,167	15,050	SH		SOLE		15,050	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	2,753	46,701	SH		SOLE		46,701	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	22,188	539,729	SH		SOLE		539,729	0	0
NEWLINK GENETICS CORP	COMMON STOCK USD.01	651511107	1,063	24,010	SH		SOLE		24,010	0	0
NIKE INC CL B	COMMON STOCK NPV	654106103	6,024	55,770	SH		SOLE		55,770	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	680	100,464	SH		SOLE		100,464	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.	666807102	3,217	20,280	SH		SOLE		20,280	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	41,091	528,364	SH		SOLE		528,364	0	0
OMNICARE INC	COMMON STOCK USD1.	681904108	980	10,400	SH		SOLE		10,400	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	180	5,240	SH		SOLE		5,240	0	0
OUTERWALL INC W/I	COMMON STOCK USD.001	690070107	3,390	44,535	SH		SOLE		44,535	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	1,163	50,700	SH		SOLE		50,700	0	0
OXFORD INDUSTRIES INC	COMMON STOCK USD1.	691497309	1,375	15,721	SH		SOLE		15,721	0	0
PICO HOLDINGS INC	COMMON STOCK USD.001	693366205	371	25,222	SH		SOLE		25,222	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	24,144	252,420	SH		SOLE		252,420	0	0
POSCO SPON ADR	ADR	693483109	6,641	135,272	SH		SOLE		135,272	0	0
PVH CORP	COMMON STOCK USD1.	693656100	554	4,810	SH		SOLE		4,810	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	9,530	152,505	SH		SOLE		152,505	0	0
PALL CORP	COMMON STOCK USD.1	696429307	1,195	9,600	SH		SOLE		9,600	0	0
PARK OHIO HOLDINGS CORP	COMMON STOCK USD1.	700666100	951	19,632	SH		SOLE		19,632	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	13,659	117,415	SH		SOLE		117,415	0	0
PEPCO HOLDINGS INC	COMMON STOCK USD.01	713291102	2,049	76,050	SH		SOLE		76,050	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	12,493	133,848	SH		SOLE		133,848	0	0
PERICOM SEMICONDUCTOR CORP	COMMON STOCK NPV	713831105	495	37,628	SH		SOLE		37,628	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	65,794	1,962,233	SH		SOLE		1,962,233	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	20,357	253,928	SH		SOLE		253,928	0	0
PIEDMONT OFFICE REALTY TRU A	REIT USD.01	720190206	2,953	167,900	SH		SOLE		167,900	0	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	1,344	106,404	SH		SOLE		106,404	0	0
PINNACLE WEST CAPITAL	COMMON STOCK NPV	723484101	4,222	74,214	SH		SOLE		74,214	0	0
PIPER JAFFRAY COS	COMMON STOCK USD.01	724078100	488	11,180	SH		SOLE		11,180	0	0
PLUM CREEK TIMBER CO	REIT USD.01	729251108	1,563	38,532	SH		SOLE		38,532	0	0
PRECISION CASTPARTS CORP	COMMON STOCK NPV	740189105	8,532	42,686	SH		SOLE		42,686	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	36,577	467,497	SH		SOLE		467,497	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.	743315103	2,696	96,862	SH		SOLE		96,862	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	5,947	103,002	SH		SOLE		103,002	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	19,614	499,331	SH		SOLE		499,331	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	6,092	302,351	SH		SOLE		302,351	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	3	144	SH		SOLE		0	0	144
QUESTAR CORP	COMMON STOCK NPV	748356102	461	22,060	SH		SOLE		22,060	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	2,449	130,560	SH		SOLE		130,560	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	718	7,500	SH		SOLE		7,500	0	0
REALTY INCOME CORP	REIT USD1.	756109104	3,679	82,880	SH		SOLE		82,880	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK NPV	759509102	22,343	369,424	SH		SOLE		369,424	0	0
RESMED INC	COMMON STOCK USD.004	761152107	3,121	55,370	SH		SOLE		55,370	0	0
REX AMERICAN RESOURCES CORP	COMMON STOCK USD.01	761624105	1,324	20,800	SH		SOLE		20,800	0	0
RITE AID CORP	COMMON STOCK USD1.	767754104	1,188	142,246	SH		SOLE		142,246	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	6,770	121,979	SH		SOLE		121,979	0	0
ROCK TENN COMPANY	COMMON STOCK USD.01	772739207	10,970	182,232	SH		SOLE		182,232	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	4,350	34,900	SH		SOLE		34,900	0	0
RYANAIR HOLDINGS PLC SP ADR	ADR	783513104	6,671	93,500	SH		SOLE		93,500	0	0
RYLAND GROUP INC/THE	COMMON STOCK USD1.	783764103	2,337	50,391	SH		SOLE		50,391	0	0
SAGENT PHARMACEUTICALS INC	COMMON STOCK USD.01	786692103	526	21,652	SH		SOLE		21,652	0	0
ST JOE CO/THE	COMMON STOCK NPV	790148100	1,223	78,780	SH		SOLE		78,780	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	4,827	64,224	SH		SOLE		64,224	0	0
JOHN B. SANFILIPPO + SON INC	COMMON STOCK USD.01	800422107	769	14,819	SH		SOLE		14,819	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	5,658	280,651	SH		SOLE		280,651	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	1,240	8,727	SH		SOLE		8,727	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	44,813	519,928	SH		SOLE		519,928	0	0
SCHWEITZER MAUDUIT INTL INC	COMMON STOCK USD.1	808541106	1,724	43,240	SH		SOLE		43,240	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	2,932	44,850	SH		SOLE		44,850	0	0
SEMPRA ENERGY	COMMON STOCK NPV	816851109	2,301	23,253	SH		SOLE		23,253	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.	824348106	4,518	16,427	SH		SOLE		16,427	0	0
SIGMA ALDRICH	COMMON STOCK USD1.	826552101	808	5,800	SH		SOLE		5,800	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	2,084	44,638	SH		SOLE		44,638	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	5,869	33,922	SH		SOLE		33,922	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.	831865209	8,251	114,630	SH		SOLE		114,630	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	8,595	53,971	SH		SOLE		53,971	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	2,252	53,742	SH		SOLE		53,742	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	2,953	89,232	SH		SOLE		89,232	0	0
SPEEDWAY MOTORSPORTS INC	COMMON STOCK USD.01	847788106	498	21,990	SH		SOLE		21,990	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	6,197	112,440	SH		SOLE		112,440	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	1,007	13,684	SH		SOLE		13,684	0	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	3,415	32,448	SH		SOLE		32,448	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	1,630	106,470	SH		SOLE		106,470	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	19,198	358,072	SH		SOLE		358,072	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	4,528	218,567	SH		SOLE		218,567	0	0
STERIS CORP	COMMON STOCK NPV	859152100	2,274	35,295	SH		SOLE		35,295	0	0
STONE ENERGY CORP	COMMON STOCK USD.01	861642106	724	57,500	SH		SOLE		57,500	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	8,155	85,330	SH		SOLE		85,330	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	715	43,542	SH		SOLE		43,542	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	7,581	176,231	SH		SOLE		176,231	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	1,291	76,037	SH		SOLE		76,037	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	6,225	122,900	SH		SOLE		122,900	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	31,218	1,374,626	SH		SOLE		568,344	0	806,282
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	23,273	1,344,493	SH		SOLE		554,812	0	789,681
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	1,677	32,549	SH		SOLE		32,549	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	27,723	621,169	SH		SOLE		621,169	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	259	316,386	SH		SOLE		260,873	0	55,513
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	1,825	47,800	SH		SOLE		47,800	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD.01	896522109	3,079	116,500	SH		SOLE		116,500	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	6,512	98,685	SH		SOLE		98,685	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	6,269	147,050	SH		SOLE		147,050	0	0
UGI CORP	COMMON STOCK NPV	902681105	6,771	196,532	SH		SOLE		196,532	0	0
US BANCORP	COMMON STOCK USD.01	902973304	17,681	407,401	SH		SOLE		407,401	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK NPV	904214103	1,750	97,300	SH		SOLE		97,300	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	16,954	177,773	SH		SOLE		177,773	0	0
UNITED INSURANCE HOLDINGS CO	COMMON STOCK USD.0001	910710102	1,319	84,909	SH		SOLE		84,909	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	1,955	22,308	SH		SOLE		22,308	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	30,808	277,728	SH		SOLE		277,728	0	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	1,656	40,500	SH		SOLE		40,500	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	2,960	253,451	SH		SOLE		253,451	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	2,366	188,705	SH		SOLE		188,705	0	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	4,331	91,540	SH		SOLE		91,540	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	11,867	167,310	SH		SOLE		167,310	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	34,047	605,389	SH		SOLE		605,389	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	12,380	157,870	SH		SOLE		157,870	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	4,493	102,994	SH		SOLE		102,994	0	0
WHOLE FOODS MARKET INC	COMMON STOCK NPV	966837106	1,458	36,973	SH		SOLE		36,973	0	0
WORLD ACCEPTANCE CORP	COMMON STOCK NPV	981419104	1,335	21,710	SH		SOLE		21,710	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	3,639	75,900	SH		SOLE		75,900	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK NPV	981811102	3,830	127,422	SH		SOLE		127,422	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	11,481	186,014	SH		SOLE		186,014	0	0
HCI GROUP INC	COMMON STOCK NPV	40416E103	388	8,769	SH		SOLE		8,769	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	8,303	78,078	SH		SOLE		78,078	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	16,785	205,623	SH		SOLE		205,623	0	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.	28176E108	2,513	17,644	SH		SOLE		17,644	0	0
ARGAN INC	COMMON STOCK USD.15	04010E109	2,133	52,888	SH		SOLE		52,888	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	5,930	197,020	SH		SOLE		197,020	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	6,806	300,762	SH		SOLE		300,762	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	11,681	160,228	SH		SOLE		160,228	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	8,429	87,204	SH		SOLE		87,204	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	3,166	94,302	SH		SOLE		94,302	0	0
AES CORP	COMMON STOCK USD.01	00130H105	7,261	547,570	SH		SOLE		547,570	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	8,395	121,566	SH		SOLE		119,373	0	2,193
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	579	9,330	SH		SOLE		9,330	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	7,801	219,632	SH		SOLE		219,632	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	7,290	108,498	SH		SOLE		108,498	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	846	25,384	SH		SOLE		25,384	0	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	568	3,566	SH		SOLE		3,566	0	0
AECOM	COMMON STOCK USD.01	00766T100	7,317	221,200	SH		SOLE		221,200	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	32,982	258,762	SH		SOLE		258,762	0	0
AMERICA MOVIL SPN ADR CL L	ADR NPV	02364W105	26,166	1,227,889	SH		SOLE		0	0	1,227,889
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	24,717	618,940	SH		SOLE		592,097	0	26,843
AMERICAN TOWER CORP	REIT USD.01	03027X100	12,058	129,258	SH		SOLE		129,258	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	2,759	58,623	SH		SOLE		58,623	0	0
AMSURG CORP	COMMON STOCK NPV	03232P405	1,968	28,135	SH		SOLE		28,135	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,401	85,250	SH		SOLE		85,250	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	1,042	32,772	SH		SOLE		32,772	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	2,864	42,749	SH		SOLE		42,749	0	0
AUTONATION INC	COMMON STOCK USD.01	05329W102	5,328	84,600	SH		SOLE		84,600	0	0
BANKRATE INC	COMMON STOCK USD.01	06647F102	611	58,229	SH		SOLE		58,229	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P100	403	53,400	SH		SOLE		53,400	0	0
BENCHMARK ELECTRONICS INC	COMMON STOCK USD.1	08160H101	1,589	72,946	SH		SOLE		72,946	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	5,120	12,675	SH		SOLE		12,675	0	0
BLUEBIRD BIO INC	COMMON STOCK USD.01	09609G100	891	5,290	SH		SOLE		5,290	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	341	16,571	SH		SOLE		16,571	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	2,079	56,200	SH		SOLE		56,200	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	4,561	133,060	SH		SOLE		133,060	0	0
CLECO CORPORATION	COMMON STOCK USD1.	12561W105	598	11,100	SH		SOLE		11,100	0	0
CABOT MICROELECTRONICS CORP	COMMON STOCK USD.001	12709P103	2,614	55,480	SH		SOLE		55,480	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	37,511	426,410	SH		SOLE		426,410	0	0
CARDINAL HEALTH INC	COMMON STOCK NPV	14149Y108	1,442	17,238	SH		SOLE		17,238	0	0
CELESTICA INC	COMMON STOCK NPV	15101Q108	902	77,509	SH		SOLE		77,509	0	0
CELLDEX THERAPEUTICS INC	COMMON STOCK USD.001	15117B103	489	19,402	SH		SOLE		19,402	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	1,113	13,840	SH		SOLE		13,840	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	1,135	274,757	SH		SOLE		203,621	0	71,136
CEPHEID INC	COMMON STOCK NPV	15670R107	396	6,481	SH		SOLE		6,481	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	49,518	1,803,274	SH		SOLE		1,803,274	0	0
CITI TRENDS INC	COMMON STOCK USD.01	17306X102	1,599	66,065	SH		SOLE		66,065	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	3,467	79,800	SH		SOLE		79,800	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	48,885	812,846	SH		SOLE		812,846	0	0
COMPASS MINERALS INTERNATION	COMMON STOCK USD.01	20451N101	559	6,800	SH		SOLE		6,800	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	843	2,000,000	SH		SOLE		2,000,000	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	655	10,659	SH		SOLE		10,659	0	0
CORRECTIONS CORP OF AMERICA	REIT USD.01	22025Y407	2,093	63,276	SH		SOLE		63,276	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	2,150	15,920	SH		SOLE		15,920	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	7,193	48,224	SH		SOLE		48,224	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	4,138	151,236	SH		SOLE		151,236	0	0
DSW INC CLASS A	COMMON STOCK NPV	23334L102	1,954	58,570	SH		SOLE		58,570	0	0
DIRECTV	COMMON STOCK USD.01	25490A309	5,645	60,840	SH		SOLE		60,840	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK NPV	25746U109	4,509	67,431	SH		SOLE		67,431	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	4,443	62,921	SH		SOLE		62,921	0	0
DUPONT FABROS TECHNOLOGY	REIT USD.001	26613Q106	792	26,905	SH		SOLE		26,905	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	5,069	173,312	SH		SOLE		173,312	0	0
EPR PROPERTIES	REIT USD.01	26884U109	3,018	55,084	SH		SOLE		55,084	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	5,356	119,500	SH		SOLE		119,500	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	591	13,128	SH		SOLE		13,128	0	0
ENDOCYTE INC	COMMON STOCK	29269A102	375	72,204	SH		SOLE		72,204	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	778	11,071	SH		SOLE		11,071	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	6,999	99,283	SH		SOLE		99,283	0	0
ESPERION THERAPEUTICS INC	COMMON STOCK USD.001	29664W105	494	6,041	SH		SOLE		6,041	0	0
EVERCORE PARTNERS INC CL A	COMMON STOCK USD.01	29977A105	3,270	60,606	SH		SOLE		60,606	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	2,671	58,817	SH		SOLE		58,817	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	5,101	46,644	SH		SOLE		46,644	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	2,642	29,710	SH		SOLE		29,710	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	1,192	18,278	SH		SOLE		18,278	0	0
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	15,607	187,590	SH		SOLE		187,590	0	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	2,867	69,100	SH		SOLE		69,100	0	0
FXCM INC	SR UNSECURED 06/18 2.25	302693AB2	6,017	7,200,000	SH		SOLE		4,875,000	0	2,325,000
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	7,861	91,656	SH		SOLE		91,656	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	10,489	61,553	SH		SOLE		61,553	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	518	28,409	SH		SOLE		28,409	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	427	19,491	SH		SOLE		19,491	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	8,085	434,194	SH		SOLE		434,194	0	0
FUTUREFUEL CORP	COMMON STOCK USD.0001	36116M106	1,436	111,600	SH		SOLE		111,600	0	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	1,026	23,070	SH		SOLE		23,070	0	0
GANNETT CO INC	COMMON STOCK	36473H104	492	35,159	SH		SOLE		35,159	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	7,371	221,155	SH		SOLE		221,155	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	3,727	156,801	SH		SOLE		156,801	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	2,852	177,681	SH		SOLE		177,681	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	32,718	156,703	SH		SOLE		156,703	0	0
GOOGLE INC CL A	COMMON STOCK USD.001	38259P508	7,119	13,182	SH		SOLE		13,182	0	0
GOOGLE INC CL C	COMMON STOCK USD.001	38259P706	41,718	80,149	SH		SOLE		80,149	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	5,041	271,770	SH		SOLE		271,770	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	28,641	315,704	SH		SOLE		315,704	0	0
HRG GROUP INC	COMMON STOCK USD.01	40434J100	4,053	311,800	SH		SOLE		311,800	0	0
HANGER INC	COMMON STOCK USD.01	41043F208	1,401	59,780	SH		SOLE		59,780	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	577	25,100	SH		SOLE		25,100	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	15,599	233,244	SH		SOLE		233,244	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	10,289	357,021	SH		SOLE		357,021	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	4,447	55,830	SH		SOLE		55,830	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	17,248	1,655,268	SH		SOLE		225,505	0	1,429,763
IGATE CORP	COMMON STOCK USD.01	45169U105	801	16,800	SH		SOLE		16,800	0	0
INFORMATICA CORP	COMMON STOCK USD.001	45666Q102	805	16,600	SH		SOLE		16,600	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	1,331	44,503	SH		SOLE		44,503	0	0
INNOSPEC INC	COMMON STOCK USD.01	45768S105	1,521	33,776	SH		SOLE		33,776	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	3,706	103,168	SH		SOLE		103,168	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	1,221	21,468	SH		SOLE		21,468	0	0
INTERSECT ENT INC	COMMON STOCK USD.001	46071F103	602	21,020	SH		SOLE		21,020	0	0
ISHARES MSCI INDIA ETF	ISHARES MSCI INDIA ETF	46429B598	20,030	660,842	SH		SOLE	��	0	0	660,842
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	68,091	1,004,889	SH		SOLE		1,004,889	0	0
JANUS CAPITAL GROUP INC	COMMON STOCK USD.01	47102X105	898	52,468	SH		SOLE		52,468	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	5,547	32,438	SH		SOLE		32,438	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	3,963	58,326	SH		SOLE		58,326	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	6,781	261,105	SH		SOLE		261,105	0	0
K12 INC	COMMON STOCK USD.0001	48273U102	602	47,592	SH		SOLE		47,592	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	1,149	24,340	SH		SOLE		24,340	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,645	72,967	SH		SOLE		72,967	0	0
KRATON PERFORMANCE POLYMERS	COMMON STOCK USD.01	50077C106	2,652	111,063	SH		SOLE		111,063	0	0
LENDINGTREE INC	COMMON STOCK USD.01	52603B107	2,185	27,791	SH		SOLE		27,791	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	11,004	208,922	SH		SOLE		208,922	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	5,840	210,450	SH		SOLE		210,450	0	0
LIBERTY VENTURES SER A	COMMON STOCK USD.01	53071M880	872	22,200	SH		SOLE		22,200	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	1,150	11,400	SH		SOLE		11,400	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,462	42,453	SH		SOLE		42,453	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	591	23,950	SH		SOLE		23,950	0	0
MKS INSTRUMENTS INC	COMMON STOCK NPV	55306N104	7,162	188,766	SH		SOLE		188,766	0	0
MRC GLOBAL INC	COMMON STOCK USD.01	55345K103	1,989	128,793	SH		SOLE		128,793	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	35,712	529,299	SH		SOLE		529,299	0	0
MANNING + NAPIER INC	COMMON STOCK USD.01	56382Q102	1,145	114,832	SH		SOLE		114,832	0	0
MANNKIND CORP	SR UNSECURED 08/15 5.75	56400PAC6	4,985	4,930,000	SH		SOLE		2,655,000	0	2,275,000
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	2,334	44,616	SH		SOLE		44,616	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	2,412	26,292	SH		SOLE		26,292	0	0
MATSON INC	COMMON STOCK NPV	57686G105	2,897	68,921	SH		SOLE		68,921	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	358	27,290	SH		SOLE		27,290	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	5,966	80,500	SH		SOLE		80,500	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	39,984	702,333	SH		SOLE		702,333	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	1,859	39,470	SH		SOLE		39,470	0	0
MERITOR INC	COMMON STOCK USD1.	59001K100	1,033	78,700	SH		SOLE		78,700	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	29,518	527,206	SH		SOLE		527,206	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	21,207	452,653	SH		SOLE		452,653	0	0
MULTI FINELINE ELECTRONIX IN	COMMON STOCK USD.0001	62541B101	543	24,842	SH		SOLE		24,842	0	0
NVR INC	COMMON STOCK USD.01	62944T105	670	500	SH		SOLE		500	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	17,819	564,597	SH		SOLE		564,597	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	526	800	SH		SOLE		800	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	9,998	69,015	SH		SOLE		28,088	0	40,927
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	1,152	24,120	SH		SOLE		24,120	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	3,084	31,460	SH		SOLE		31,460	0	0
NUANCE COMMUNICATIONS INC	COMMON STOCK USD.001	67020Y100	1,589	90,770	SH		SOLE		90,770	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	1,897	137,956	SH		SOLE		137,956	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	46,787	1,160,974	SH		SOLE		1,160,974	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	746	138,360	SH		SOLE		138,360	0	0
ORBITZ WORLDWIDE INC	COMMON STOCK USD.01	68557K109	780	68,300	SH		SOLE		68,300	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	1,012	40,914	SH		SOLE		40,914	0	0
PGT INC	COMMON STOCK USD.01	69336V101	1,926	132,712	SH		SOLE		132,712	0	0
PRA GROUP INC	COMMON STOCK USD.01	69354N106	854	13,700	SH		SOLE		13,700	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	380	5,270	SH		SOLE		5,270	0	0
PTC INC	COMMON STOCK USD.01	69370C100	2,937	71,605	SH		SOLE		71,605	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	2,712	63,246	SH		SOLE		63,246	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	2,858	54,840	SH		SOLE		54,840	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	1,835	79,900	SH		SOLE		79,900	0	0
POLYPORE INTERNATIONAL INC	COMMON STOCK USD.01	73179V103	820	13,700	SH		SOLE		13,700	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	3,055	39,300	SH		SOLE		39,300	0	0
PROLOGIS INC	REIT USD.01	74340W103	3,727	100,452	SH		SOLE		100,452	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	4,539	24,621	SH		SOLE		24,621	0	0
QORVO INC	COMMON STOCK USD.0001	74736K101	468	5,831	SH		SOLE		5,831	0	0
QUALITY DISTRIBUTION INC	COMMON STOCK NPV	74756M102	779	50,400	SH		SOLE		50,400	0	0
QUINTILES TRANSNATIONAL HOLD	COMMON STOCK USD.01	74876Y101	7,645	105,290	SH		SOLE		105,290	0	0
RLJ LODGING TRUST	REIT	74965L101	3,703	124,334	SH		SOLE		124,334	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	2,554	151,101	SH		SOLE		151,101	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	1,774	113,593	SH		SOLE		113,593	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	4,426	38,500	SH		SOLE		38,500	0	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	6,019	29,240	SH		SOLE		29,240	0	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	2,186	34,973	SH		SOLE		34,973	0	0
INDUSTRIAL SELECT SECTOR SPDR	INDUSTRIAL SELECT SECT SPDR	81369Y704	4,985	92,215	SH		SOLE		92,215	0	0
SHENANDOAH TELECOMMUNICATION	COMMON STOCK NPV	82312B106	599	17,490	SH		SOLE		17,490	0	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	2,377	53,000	SH		SOLE		53,000	0	0
SOLARWINDS INC	COMMON STOCK USD.001	83416B109	2,900	62,859	SH		SOLE		62,859	0	0
SOUTHERN COPPER CORP	COMMON STOCK USD.01	84265V105	41,309	1,404,601	SH		SOLE		844,832	0	559,769
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	1,992	22,917	SH		SOLE		22,917	0	0
STARZ A	COMMON STOCK USD.01	85571Q102	5,463	122,170	SH		SOLE		122,170	0	0
STEMLINE THERAPEUTICS INC	COMMON STOCK USD.0001	85858C107	334	28,410	SH		SOLE		28,410	0	0
SWIFT TRANSPORTATION CO	COMMON STOCK USD.001	87074U101	350	15,420	SH		SOLE		15,420	0	0
SYNAPTICS INC	COMMON STOCK USD.001	87157D109	525	6,050	SH		SOLE		6,050	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	1,557	21,277	SH		SOLE		21,277	0	0
TALEN ENERGY CORP	COMMON STOCK USD.001	87422J105	1,886	109,900	SH		SOLE		109,900	0	0
TEGNA INC	COMMON STOCK USD1.0	87901J105	2,255	70,319	SH		SOLE		70,319	0	0
TERRAFORM POWER INC A	COMMON STOCK USD.01	88104R100	1,066	28,070	SH		SOLE		28,070	0	0
THERMON GROUP HOLDINGS INC	COMMON STOCK USD.001	88362T103	356	14,810	SH		SOLE		14,810	0	0
3M CO	COMMON STOCK USD.01	88579Y101	7,041	45,630	SH		SOLE		45,630	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	11,620	306,668	SH		SOLE		306,668	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	5,538	31,838	SH		SOLE		31,838	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	5,814	47,658	SH		SOLE		47,658	0	0
VOXX INTERNATIONAL CORP	COMMON STOCK USD.01	91829F104	392	47,308	SH		SOLE		47,308	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	10,330	165,018	SH		SOLE		165,018	0	0
VENTAS INC	REIT USD.25	92276F100	849	13,679	SH		SOLE		13,679	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	39,833	854,595	SH		SOLE		854,595	0	0
VERSO CORP	COMMON STOCK USD.01	92531L108	1	1,245	SH		SOLE		0	0	1,245
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	4,363	67,500	SH		SOLE		67,500	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	10,833	161,330	SH		SOLE		161,330	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	912	20,280	SH		SOLE		20,280	0	0
WALKER + DUNLOP INC	COMMON STOCK	93148P102	867	32,416	SH		SOLE		32,416	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	1,795	74,115	SH		SOLE		74,115	0	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	1,675	37,830	SH		SOLE		37,830	0	0
WESCO INTERNATIONAL INC	COMMON STOCK USD.01	95082P105	3,782	55,100	SH		SOLE		55,100	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK NPV	97650W108	4,730	88,610	SH		SOLE		88,610	0	0
WISDOMTREE INVESTMENTS INC	COMMON STOCK USD.01	97717P104	2,590	117,900	SH		SOLE		117,900	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	10,620	129,651	SH		SOLE		129,651	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	40,818	134,510	SH		SOLE		134,510	0	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.001514456	G05384105	2,822	58,920	SH		SOLE		58,920	0	0
ASSURED GUARANTY LTD	COMMON STOCK USD.01	G0585R106	1,564	65,200	SH		SOLE		65,200	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	4,122	42,588	SH		SOLE		42,588	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	16,056	188,695	SH		SOLE		188,695	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	6,758	303,454	SH		SOLE		303,454	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	11,120	406,566	SH		SOLE		406,566	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	10,477	57,565	SH		SOLE		57,565	0	0
FRESH DEL MONTE PRODUCE W/D	COMMON STOCK USD.01	G36738105	2,113	54,654	SH		SOLE		54,654	0	0
FREESCALE SEMICONDUCTOR LTD	COMMON STOCK USD.01	G3727Q101	412	10,300	SH		SOLE		10,300	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	12,070	179,030	SH		SOLE		179,030	0	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	443	2,517	SH		SOLE		2,517	0	0
LAZARD LTD CL A	MLP USD.01	G54050102	1,833	32,600	SH		SOLE		32,600	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	27,273	368,058	SH		SOLE		368,058	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	1,052	25,000	SH		SOLE		25,000	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F103	1,536	106,470	SH		SOLE		106,470	0	0
NORDIC AMERICAN TANKERS LTD	COMMON STOCK USD.01	G65773106	1,055	74,107	SH		SOLE		74,107	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	141	6,660	SH		SOLE		6,660	0	0
SIGNET JEWELERS LTD	COMMON STOCK USD.18	G81276100	156	1,220	SH		SOLE		1,220	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	2,707	183,512	SH		SOLE		183,512	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	3,505	79,668	SH		SOLE		79,668	0	0
CLICKSOFTWARE TECHNOLOGIES	COMMON STOCK ILS.02	M25082104	607	48,300	SH		SOLE		48,300	0	0
LUMENIS LTD B	COMMON STOCK ILS.01	M6778Q121	995	72,500	SH		SOLE		72,500	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,945	71,487	SH		SOLE		71,487	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	11,771	113,706	SH		SOLE		113,706	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	1,289	19,000	SH		SOLE		19,000	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	22,268	269,626	SH		SOLE		107,192	0	162,434
STEINER LEISURE LTD	COMMON STOCK USD.01	P8744Y102	1,205	22,400	SH		SOLE		22,400	0	0
AVAGO TECHNOLOGIES LTD	COMMON STOCK	Y0486S104	2,157	16,224	SH		SOLE		16,224	0	0