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
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	1,888	62,912	SH		SOLE		62,912	0	0
ABBOTT LABORATORIES	COMMON STOCK NPV	002824100	1,917	47,658	SH		SOLE		47,658	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	548	5,907	SH		SOLE		5,907	0	0
AIRGAS INC	COMMON STOCK USD.01	009363102	4,493	50,300	SH		SOLE		50,300	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	935	20,000	SH		SOLE		20,000	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	7,223	90,912	SH		SOLE		90,912	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	4,981	58,827	SH		SOLE		58,827	0	0
ALLEGHANY CORP	COMMON STOCK USD1.	017175100	1,030	2,200	SH		SOLE		2,200	0	0
ALLIANCE FIBER OPTIC PRODUCT	COMMON STOCK USD.001	018680306	439	25,710	SH		SOLE		25,710	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	2,362	40,560	SH		SOLE		40,560	0	0
ALTERA CORP	COMMON STOCK USD.001	021441100	571	11,400	SH		SOLE		11,400	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	23,193	45,308	SH		SOLE		45,308	0	0
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	3,825	105,534	SH		SOLE		105,534	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	5,052	88,844	SH		SOLE		88,844	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	31,009	545,740	SH		SOLE		545,740	0	0
AMERICAN WOODMARK CORP	COMMON STOCK NPV	030506109	2,262	34,866	SH		SOLE		34,866	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	13,513	97,694	SH		SOLE		97,694	0	0
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	031652100	532	118,500	SH		SOLE		118,500	0	0
AMTRUST FINANCIAL SERVICES	COMMON STOCK USD.01	032359309	3,363	53,400	SH		SOLE		53,400	0	0
ANACOR PHARMACEUTICALS INC	COMMON STOCK USD.001	032420101	2,696	22,902	SH		SOLE		22,902	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR NPV	035128206	282	34,482	SH		SOLE		34,482	0	0
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,584	49,765	SH		SOLE		49,765	0	0
ANNALY CAPITAL MANAGEMENT IN	REIT USD.01	035710409	1,330	134,800	SH		SOLE		134,800	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	8,518	60,840	SH		SOLE		60,840	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	73,815	669,223	SH		SOLE		669,223	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK NPV	039483102	6,123	147,726	SH		SOLE		147,726	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	10,547	190,800	SH		SOLE		190,800	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	5,956	157,118	SH		SOLE		157,118	0	0
ASTRONICS CORP	COMMON STOCK USD.01	046433108	283	7,003	SH		SOLE		7,003	0	0
ATLAS AIR WORLDWIDE HOLDINGS	COMMON STOCK USD.01	049164205	357	10,321	SH		SOLE		10,321	0	0
ATWOOD OCEANICS INC	COMMON STOCK USD1.	050095108	1,614	108,988	SH		SOLE		108,988	0	0
AUTOLIV INC	COMMON STOCK USD1.	052800109	24,486	224,620	SH		SOLE		224,620	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	16,041	22,161	SH		SOLE		22,161	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.	053611109	2,639	46,644	SH		SOLE		46,644	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	5,521	126,400	SH		SOLE		126,400	0	0
AVNET INC	COMMON STOCK USD1.	053807103	2,061	48,297	SH		SOLE		48,297	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	9,240	177,563	SH		SOLE		177,563	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	11,567	742,441	SH		SOLE		742,441	0	0
BANK OF THE OZARKS	COMMON STOCK USD.01	063904106	1,142	26,100	SH		SOLE		26,100	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	4,723	25,350	SH		SOLE		25,350	0	0
BBCN BANCORP INC	COMMON STOCK USD.001	073295107	1,576	104,935	SH		SOLE		104,935	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	8,122	61,222	SH		SOLE		61,222	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	8,203	143,865	SH		SOLE		143,865	0	0
BEL FUSE INC CL B	COMMON STOCK USD.1	077347300	767	39,450	SH		SOLE		39,450	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	15,600	119,634	SH		SOLE		119,634	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	3,899	105,030	SH		SOLE		105,030	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	2,791	58,250	SH		SOLE		58,250	0	0
BIOSPECIFICS TECHNOLOGIES	COMMON STOCK USD.001	090931106	223	5,113	SH		SOLE		5,113	0	0
H+R BLOCK INC	COMMON STOCK NPV	093671105	4,239	117,100	SH		SOLE		117,100	0	0
BOEING CO/THE	COMMON STOCK USD5.	097023105	6,772	51,714	SH		SOLE		51,714	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	4,403	83,600	SH		SOLE		83,600	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	14,933	1,438,647	SH		SOLE		1,438,647	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	9,925	73,511	SH		SOLE		73,511	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	21,661	224,510	SH		SOLE		224,510	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	2,486	120,200	SH		SOLE		120,200	0	0
CAL MAINE FOODS INC	COMMON STOCK USD.01	128030202	2,751	50,371	SH		SOLE		50,371	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	401	24,930	SH		SOLE		24,930	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	1,875	128,448	SH		SOLE		128,448	0	0
CAMBREX CORP	COMMON STOCK USD.1	132011107	530	13,360	SH		SOLE		13,360	0	0
CARLISLE COS INC	COMMON STOCK USD1.	142339100	848	9,700	SH		SOLE		9,700	0	0
CASCADE MICROTECH INC	COMMON STOCK USD.01	147322101	386	27,330	SH		SOLE		27,330	0	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	7,118	108,904	SH		SOLE		108,904	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	4,272	72,200	SH		SOLE		72,200	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	23,468	216,955	SH		SOLE		216,955	0	0
CEMEX SAB SPONS ADR PART CER	ADR NPV	151290889	21,454	3,069,250	SH		SOLE		1,276,469	0	1,792,781
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	1,697	65,126	SH		SOLE		65,126	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	28,656	363,291	SH		SOLE		363,291	0	0
CHUBB CORP	COMMON STOCK USD1.	171232101	405	3,300	SH		SOLE		3,300	0	0
CHURCH + DWIGHT CO INC	COMMON STOCK USD1.	171340102	621	7,400	SH		SOLE		7,400	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.	172062101	4,691	87,200	SH		SOLE		87,200	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	6,715	213,111	SH		SOLE		213,111	0	0
CINTAS CORP	COMMON STOCK NPV	172908105	3,565	41,575	SH		SOLE		41,575	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	47,293	953,302	SH		SOLE		953,302	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	1,945	28,073	SH		SOLE		28,073	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	616	6,703	SH		SOLE		6,703	0	0
COACH INC	COMMON STOCK USD.01	189754104	1,836	63,476	SH		SOLE		63,476	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	21,386	533,052	SH		SOLE		533,052	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	15,160	238,891	SH		SOLE		238,891	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	1,083	59,616	SH		SOLE		59,616	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	646	19,034	SH		SOLE		19,034	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	11,291	1,894,529	SH		SOLE		791,255	0	1,103,274
COMPUTER SCIENCES CORP	COMMON STOCK USD1.	205363104	4,792	78,078	SH		SOLE		78,078	0	0
CONAGRA FOODS INC	COMMON STOCK USD5.	205887102	2,884	71,200	SH		SOLE		71,200	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	1,390	20,800	SH		SOLE		20,800	0	0
CORNING INC	COMMON STOCK USD.5	219350105	4,687	273,780	SH		SOLE		273,780	0	0
COWEN GROUP INC CLASS A	COMMON STOCK USD.01	223622101	729	159,971	SH		SOLE		159,971	0	0
CRANE CO	COMMON STOCK USD1.	224399105	4,815	103,300	SH		SOLE		103,300	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.	228368106	7,636	166,900	SH		SOLE		166,900	0	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	440	14,663	SH		SOLE		14,663	0	0
CYTEC INDUSTRIES INC	COMMON STOCK USD.01	232820100	1,595	21,600	SH		SOLE		21,600	0	0
DTE ENERGY COMPANY	COMMON STOCK NPV	233331107	1,539	19,149	SH		SOLE		19,149	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	2,185	137,580	SH		SOLE		137,580	0	0
DANAHER CORP W/D	COMMON STOCK USD.01	235851102	6,668	78,256	SH		SOLE		78,256	0	0
DEALERTRACK TECHNOLOGIES INC	COMMON STOCK USD.01	242309102	1,004	15,900	SH		SOLE		15,900	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	1,125	40,597	SH		SOLE		40,597	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	26,278	585,639	SH		SOLE		585,639	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,505	44,933	SH		SOLE		44,933	0	0
DENTSPLY INTERNATIONAL INC	COMMON STOCK USD.01	249030107	3,154	62,361	SH		SOLE		62,361	0	0
DINEEQUITY INC	COMMON STOCK USD.01	254423106	318	3,465	SH		SOLE		3,465	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	33,373	326,547	SH		SOLE		326,547	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	14,292	197,289	SH		SOLE		197,289	0	0
DOW CHEMICAL CO W/D	COMMON STOCK USD2.5	260543103	10,236	241,415	SH		SOLE		241,415	0	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	1,100	18,900	SH		SOLE		18,900	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	480,521	9,969,322	SH		SOLE		9,969,322	0	0
DUCOMMUN INC	COMMON STOCK USD.01	264147109	607	30,244	SH		SOLE		30,244	0	0
DUNKIN BRANDS GROUP INC	COMMON STOCK USD.001	265504100	1,239	25,280	SH		SOLE		25,280	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	4,520	187,100	SH		SOLE		187,100	0	0
EMC INS GROUP INC	COMMON STOCK USD1.	268664109	503	21,680	SH		SOLE		21,680	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,599	60,724	SH		SOLE		60,724	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	5,822	89,962	SH		SOLE		89,962	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	9	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	8	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	125	8,026	SH		SOLE		2,709	0	5,317
EBAY INC	COMMON STOCK USD.001	278642103	2,874	117,585	SH		SOLE		117,585	0	0
EDISON INTERNATIONAL	COMMON STOCK NPV	281020107	5,072	80,422	SH		SOLE		80,422	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	2,748	34,755	SH		SOLE		34,755	0	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	3,843	39,546	SH		SOLE		39,546	0	0
ESSENDANT INC	COMMON STOCK USD.1	296689102	598	18,433	SH		SOLE		18,433	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	1,586	7,100	SH		SOLE		7,100	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	109	800	SH		SOLE		800	0	0
F5 NETWORKS INC	COMMON STOCK NPV	315616102	1,158	10,000	SH		SOLE		10,000	0	0
FISERV INC	COMMON STOCK USD.01	337738108	1,658	19,149	SH		SOLE		19,149	0	0
FIRSTMERIT CORP	COMMON STOCK NPV	337915102	1,573	89,038	SH		SOLE		89,038	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	11,062	153,700	SH		SOLE		153,700	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	10,577	779,436	SH		SOLE		779,436	0	0
FOREST CITY ENTERPRISES CL A	COMMON STOCK USD.333	345550107	491	24,400	SH		SOLE		24,400	0	0
FRANCESCAS HOLDINGS CORP	COMMON STOCK USD.01	351793104	568	46,465	SH		SOLE		46,465	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	10,372	278,374	SH		SOLE		278,374	0	0
GATX CORP	COMMON STOCK USD.625	361448103	2,892	65,500	SH		SOLE		65,500	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	3,410	119,652	SH		SOLE		119,652	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	17,985	130,376	SH		SOLE		130,376	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	16,973	673,011	SH		SOLE		673,011	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	39,863	405,977	SH		SOLE		405,977	0	0
GOODYEAR TIRE + RUBBER CO	COMMON STOCK NPV	382550101	3,314	113,000	SH		SOLE		113,000	0	0
GREAT SOUTHERN BANCORP INC	COMMON STOCK USD.01	390905107	1,216	28,089	SH		SOLE		28,089	0	0
GREENBRIER COMPANIES INC	COMMON STOCK NPV	393657101	1,169	36,411	SH		SOLE		36,411	0	0
GROUP 1 AUTOMOTIVE INC	COMMON STOCK USD.01	398905109	308	3,617	SH		SOLE		3,617	0	0
GUESS? INC	COMMON STOCK USD.01	401617105	954	44,658	SH		SOLE		44,658	0	0
HCC INSURANCE HOLDINGS INC	COMMON STOCK USD1.	404132102	693	8,950	SH		SOLE		8,950	0	0
HSN INC	COMMON STOCK USD.01	404303109	4,319	75,450	SH		SOLE		75,450	0	0
HANOVER INSURANCE GROUP INC/	COMMON STOCK USD.01	410867105	2,277	29,300	SH		SOLE		29,300	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	4,903	89,312	SH		SOLE		89,312	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,988	84,651	SH		SOLE		84,651	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	1,483	59,686	SH		SOLE		59,686	0	0
JACK HENRY + ASSOCIATES INC	COMMON STOCK USD.01	426281101	2,903	41,700	SH		SOLE		41,700	0	0
HEWLETT PACKARD CO	COMMON STOCK USD.01	428236103	19,537	762,877	SH		SOLE		762,877	0	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	657	18,780	SH		SOLE		18,780	0	0
HILL ROM HOLDINGS INC	COMMON STOCK NPV	431475102	2,389	45,943	SH		SOLE		45,943	0	0
HILLTOP HOLDINGS INC	COMMON STOCK USD.01	432748101	1,945	98,200	SH		SOLE		98,200	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	7,258	148,600	SH		SOLE		148,600	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	5,860	149,751	SH		SOLE		149,751	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	21,533	186,448	SH		SOLE		186,448	0	0
HOME PROPERTIES INC	REIT USD.01	437306103	1,211	16,200	SH		SOLE		16,200	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	16,608	175,392	SH		SOLE		175,392	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	4,725	44,100	SH		SOLE		44,100	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	1,650	170,262	SH		SOLE		170,262	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	1,374	23,766	SH		SOLE		23,766	0	0
IDACORP INC	COMMON STOCK NPV	451107106	1,747	26,994	SH		SOLE		26,994	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	9,918	113,600	SH		SOLE		113,600	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	14,934	495,475	SH		SOLE		495,475	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	11,604	80,044	SH		SOLE		80,044	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.	460146103	4,177	110,526	SH		SOLE		110,526	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	432	22,600	SH		SOLE		22,600	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	2,430	27,378	SH		SOLE		27,378	0	0
ISHARES MSCI AUSTRALIA ETF	ISHARES MSCI AUSTRALIA ETF	464286103	24,761	1,381,725	SH		SOLE		1,381,725	0	0
ISHARES MSCI JAPAN ETF	ISHARES MSCI JAPAN ETF	464286848	24,129	2,110,984	SH		SOLE		2,110,984	0	0
ISHARES MSCI HONG KONG ETF	ISHARES MSCI HONG KONG ETF	464286871	25,469	1,332,076	SH		SOLE		1,332,076	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	49,979	1,524,669	SH		SOLE		732,212	0	792,457
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	6,082	271,870	SH		SOLE		271,870	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	8,667	231,550	SH		SOLE		231,550	0	0
JARDEN CORP	COMMON STOCK USD.01	471109108	332	6,800	SH		SOLE		6,800	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	20,204	216,428	SH		SOLE		216,428	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	5,285	114,130	SH		SOLE		114,130	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,861	56,270	SH		SOLE		56,270	0	0
KROGER CO	COMMON STOCK USD1.	501044101	6,949	192,660	SH		SOLE		192,660	0	0
KYTHERA BIOPHARMACEUTICALS I	COMMON STOCK USD.00001	501570105	502	6,700	SH		SOLE		6,700	0	0
L 3 COMMUNICATIONS HOLDINGS	COMMON STOCK USD.01	502424104	4,875	46,644	SH		SOLE		46,644	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	7,215	110,444	SH		SOLE		110,444	0	0
LAMAR ADVERTISING CO A	REIT USD.001	512816109	1,762	33,770	SH		SOLE		33,770	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	1,974	31,100	SH		SOLE		31,100	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	4,246	102,261	SH		SOLE		102,261	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	1,469	51,727	SH		SOLE		51,727	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	6,954	86,190	SH		SOLE		86,190	0	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	4,494	108,000	SH		SOLE		108,000	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	8,351	173,500	SH		SOLE		173,500	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	2,097	103,526	SH		SOLE		103,526	0	0
ELI LILLY + CO	COMMON STOCK NPV	532457108	2,122	25,350	SH		SOLE		25,350	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK NPV	533900106	5,087	97,016	SH		SOLE		97,016	0	0
LINCOLN NATIONAL CORP	COMMON STOCK NPV	534187109	2,069	43,602	SH		SOLE		43,602	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	10,902	158,184	SH		SOLE		158,184	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.	552848103	3,699	399,500	SH		SOLE		399,500	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	2,361	37,894	SH		SOLE		37,894	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	3,816	254,415	SH		SOLE		254,415	0	0
MARLIN BUSINESS SERVICES INC	COMMON STOCK USD.01	571157106	469	30,446	SH		SOLE		30,446	0	0
MASCO CORP	COMMON STOCK USD1.	574599106	6,290	249,800	SH		SOLE		249,800	0	0
MATRIX SERVICE CO	COMMON STOCK USD.01	576853105	2,643	117,630	SH		SOLE		117,630	0	0
MENTOR GRAPHICS CORP	COMMON STOCK NPV	587200106	6,090	247,262	SH		SOLE		247,262	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,147	35,962	SH		SOLE		35,962	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	58,276	1,316,679	SH		SOLE		1,316,679	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	1,590	8,092	SH		SOLE		8,092	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	3,473	231,820	SH		SOLE		231,820	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	529	54,852	SH		SOLE		54,852	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	3,310	68,720	SH		SOLE		68,720	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	4,337	23,856	SH		SOLE		23,856	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	451	25,084	SH		SOLE		25,084	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK NPV	609207105	17,187	410,486	SH		SOLE		410,486	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	6,264	198,845	SH		SOLE		198,845	0	0
MOVADO GROUP INC	COMMON STOCK USD.01	624580106	513	19,849	SH		SOLE		19,849	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	2,814	116,265	SH		SOLE		116,265	0	0
N B T BANCORP INC	COMMON STOCK USD.01	628778102	701	26,011	SH		SOLE		26,011	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	9,589	645,733	SH		SOLE		645,733	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	7,791	146,082	SH		SOLE		146,082	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	2,041	54,200	SH		SOLE		54,200	0	0
NAVIGATORS GROUP INC	COMMON STOCK USD.1	638904102	922	11,820	SH		SOLE		11,820	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	1,936	33,224	SH		SOLE		33,224	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	15,337	386,235	SH		SOLE		386,235	0	0
NEWLINK GENETICS CORP	COMMON STOCK USD.01	651511107	1,272	35,484	SH		SOLE		35,484	0	0
NIKE INC CL B	COMMON STOCK USD1.0	654106103	11,734	95,423	SH		SOLE		95,423	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	624	141,220	SH		SOLE		141,220	0	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	1,037	15,210	SH		SOLE		15,210	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.	666807102	2,356	14,196	SH		SOLE		14,196	0	0
OM GROUP INC	COMMON STOCK USD.01	670872100	1,181	35,900	SH		SOLE		35,900	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	408	46,997	SH		SOLE		46,997	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	26,946	407,340	SH		SOLE		407,340	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	2,664	75,800	SH		SOLE		75,800	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	1,366	65,910	SH		SOLE		65,910	0	0
OXFORD INDUSTRIES INC	COMMON STOCK USD1.	691497309	694	9,387	SH		SOLE		9,387	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	16,631	186,445	SH		SOLE		186,445	0	0
POSCO SPON ADR	ADR	693483109	4,964	141,738	SH		SOLE		141,738	0	0
PACCAR INC	COMMON STOCK USD1.	693718108	2,473	47,400	SH		SOLE		47,400	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	6,227	103,509	SH		SOLE		103,509	0	0
PARK OHIO HOLDINGS CORP	COMMON STOCK USD1.	700666100	567	19,632	SH		SOLE		19,632	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	9,285	95,427	SH		SOLE		95,427	0	0
PEPCO HOLDINGS INC	COMMON STOCK USD.01	713291102	1,842	76,050	SH		SOLE		76,050	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	17,721	187,917	SH		SOLE		187,917	0	0
PERICOM SEMICONDUCTOR CORP	COMMON STOCK NPV	713831105	1,937	106,126	SH		SOLE		106,126	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	46,653	1,485,306	SH		SOLE		1,485,306	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK NPV	718172109	16,953	213,696	SH		SOLE		213,696	0	0
PIER 1 IMPORTS INC	COMMON STOCK USD.001	720279108	734	106,404	SH		SOLE		106,404	0	0
PINNACLE WEST CAPITAL	COMMON STOCK NPV	723484101	3,130	48,800	SH		SOLE		48,800	0	0
PIPER JAFFRAY COS	COMMON STOCK USD.01	724078100	1,187	32,822	SH		SOLE		32,822	0	0
PLUM CREEK TIMBER CO	REIT USD.01	729251108	1,522	38,532	SH		SOLE		38,532	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	3,320	27,700	SH		SOLE		27,700	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	4,695	155,300	SH		SOLE		155,300	0	0
POST PROPERTIES INC	REIT USD.01	737464107	1,859	31,900	SH		SOLE		31,900	0	0
PRECISION CASTPARTS CORP	COMMON STOCK NPV	740189105	1,769	7,700	SH		SOLE		7,700	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	29,706	412,930	SH		SOLE		412,930	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.	743315103	2,889	94,302	SH		SOLE		94,302	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	7,285	148,350	SH		SOLE		148,350	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK NPV	744573106	11,383	270,006	SH		SOLE		270,006	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	5,185	274,800	SH		SOLE		274,800	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	2	144	SH		SOLE		0	0	144
QUALCOMM INC	COMMON STOCK USD.0001	747525103	2,432	45,262	SH		SOLE		45,262	0	0
QUESTAR CORP	COMMON STOCK NPV	748356102	428	22,060	SH		SOLE		22,060	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	2,669	167,775	SH		SOLE		167,775	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	11,183	102,355	SH		SOLE		102,355	0	0
REALTY INCOME CORP	REIT USD1.	756109104	3,928	82,880	SH		SOLE		82,880	0	0
RED HAT INC	COMMON STOCK USD.0001	756577102	2,844	39,562	SH		SOLE		39,562	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK NPV	759509102	12,495	231,351	SH		SOLE		231,351	0	0
RESMED INC	COMMON STOCK USD.004	761152107	3,481	68,300	SH		SOLE		68,300	0	0
REX AMERICAN RESOURCES CORP	COMMON STOCK USD.01	761624105	427	8,431	SH		SOLE		8,431	0	0
RITE AID CORP	COMMON STOCK USD1.	767754104	863	142,246	SH		SOLE		142,246	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	6,368	124,479	SH		SOLE		124,479	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	5,327	52,500	SH		SOLE		52,500	0	0
RYANAIR HOLDINGS PLC SP ADR	ADR	783513104	22,531	287,753	SH		SOLE		287,753	0	0
RYLAND GROUP INC/THE	COMMON STOCK USD1.0	783764103	2,057	50,391	SH		SOLE		50,391	0	0
SAGENT PHARMACEUTICALS INC	COMMON STOCK USD.01	786692103	332	21,652	SH		SOLE		21,652	0	0
ST JUDE MEDICAL INC	COMMON STOCK USD.1	790849103	2,111	33,462	SH		SOLE		33,462	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	2,013	29,352	SH		SOLE		29,352	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	2,931	137,171	SH		SOLE		137,171	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	1,158	8,727	SH		SOLE		8,727	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	29,253	424,141	SH		SOLE		424,141	0	0
SCHULMAN (A.) INC	COMMON STOCK USD1.	808194104	1,065	32,808	SH		SOLE		32,808	0	0
SCHWEITZER MAUDUIT INTL INC	COMMON STOCK USD.1	808541106	1,308	38,038	SH		SOLE		38,038	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	8,515	173,100	SH		SOLE		173,100	0	0
SEATTLE GENETICS INC	COMMON STOCK USD.001	812578102	806	20,900	SH		SOLE		20,900	0	0
SEMPRA ENERGY	COMMON STOCK NPV	816851109	2,403	24,843	SH		SOLE		24,843	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	2,139	44,638	SH		SOLE		44,638	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	11,127	60,563	SH		SOLE		60,563	0	0
SMITH + WESSON HOLDING CORP	COMMON STOCK USD.001	831756101	325	19,265	SH		SOLE		19,265	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.	831865209	7,060	108,300	SH		SOLE		108,300	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	7,547	50,000	SH		SOLE		50,000	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	2,856	63,882	SH		SOLE		63,882	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	2,700	70,980	SH		SOLE		70,980	0	0
SPEEDWAY MOTORSPORTS INC	COMMON STOCK USD.01	847788106	919	50,938	SH		SOLE		50,938	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	5,435	112,440	SH		SOLE		112,440	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	1,547	20,900	SH		SOLE		20,900	0	0
STANCORP FINANCIAL GROUP	COMMON STOCK NPV	852891100	46	400	SH		SOLE		400	0	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	2,262	23,322	SH		SOLE		23,322	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	1,166	99,372	SH		SOLE		99,372	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	14,348	252,436	SH		SOLE		252,436	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	4,116	239,567	SH		SOLE		239,567	0	0
STERIS CORP	COMMON STOCK NPV	859152100	2,293	35,295	SH		SOLE		35,295	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	7,380	78,430	SH		SOLE		78,430	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	865	43,542	SH		SOLE		43,542	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	5,314	138,966	SH		SOLE		138,966	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	1,067	76,037	SH		SOLE		76,037	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	5,676	122,900	SH		SOLE		122,900	0	0
SYSCO CORP	COMMON STOCK USD1.	871829107	939	24,100	SH		SOLE		24,100	0	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	2,960	41,444	SH		SOLE		41,444	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	29,099	1,402,339	SH		SOLE		596,057	0	806,282
TECH DATA CORP	COMMON STOCK USD.0015	878237106	5,535	80,800	SH		SOLE		80,800	0	0
TENNECO INC	COMMON STOCK USD.01	880349105	1,560	34,837	SH		SOLE		34,837	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	1,583	87,900	SH		SOLE		87,900	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	13,187	1,072,996	SH		SOLE		457,202	0	615,794
TESORO CORP	COMMON STOCK USD.167	881609101	1,578	16,224	SH		SOLE		16,224	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	3,064	61,871	SH		SOLE		61,871	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	14,826	393,887	SH		SOLE		393,887	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	138	316,386	SH		SOLE		260,873	0	55,513
THORATEC CORP	COMMON STOCK NPV	885175307	1,272	20,100	SH		SOLE		20,100	0	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	822	24,000	SH		SOLE		24,000	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD.01	896522109	3,464	152,800	SH		SOLE		152,800	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	1,443	34,300	SH		SOLE		34,300	0	0
TRUSTMARK CORP	COMMON STOCK NPV	898402102	2,173	93,800	SH		SOLE		93,800	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	6,612	153,418	SH		SOLE		153,418	0	0
UGI CORP	COMMON STOCK NPV	902681105	3,593	103,200	SH		SOLE		103,200	0	0
US BANCORP	COMMON STOCK USD.01	902973304	14,249	347,464	SH		SOLE		347,464	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK NPV	904214103	1,586	97,300	SH		SOLE		97,300	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	23,736	268,472	SH		SOLE		268,472	0	0
UNITED INSURANCE HOLDINGS CO	COMMON STOCK USD.0001	910710102	342	25,974	SH		SOLE		25,974	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	1,340	22,308	SH		SOLE		22,308	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	10,960	123,160	SH		SOLE		123,160	0	0
VALMONT INDUSTRIES	COMMON STOCK USD1.	920253101	1,357	14,300	SH		SOLE		14,300	0	0
VANGUARD S+P 500 ETF	VANGUARD S+P 500 ETF	922908363	127,390	725,000	SH		SOLE		725,000	0	0
VMWARE INC CLASS A	COMMON STOCK USD.01	928563402	851	10,800	SH		SOLE		10,800	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	1,998	188,705	SH		SOLE		188,705	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	10,191	157,170	SH		SOLE		157,170	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	26,704	520,040	SH		SOLE		520,040	0	0
WEST CORP	COMMON STOCK USD.001	952355204	329	14,673	SH		SOLE		14,673	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	9,643	121,390	SH		SOLE		121,390	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	2,712	61,474	SH		SOLE		61,474	0	0
WHITEWAVE FOODS CO	COMMON STOCK USD.01	966244105	546	13,600	SH		SOLE		13,600	0	0
WHOLE FOODS MARKET INC	COMMON STOCK NPV	966837106	4,489	141,820	SH		SOLE		141,820	0	0
WILEY (JOHN) + SONS CLASS A	COMMON STOCK USD1.	968223206	4,833	96,600	SH		SOLE		96,600	0	0
WORLD ACCEPTANCE CORP	COMMON STOCK NPV	981419104	583	21,710	SH		SOLE		21,710	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	2,717	75,900	SH		SOLE		75,900	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK NPV	981811102	5,497	207,604	SH		SOLE		207,604	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	11,548	163,662	SH		SOLE		163,662	0	0
HCI GROUP INC	COMMON STOCK NPV	40416E103	340	8,769	SH		SOLE		8,769	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	7,417	78,078	SH		SOLE		78,078	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	21,758	276,602	SH		SOLE		276,602	0	0
ARGAN INC	COMMON STOCK USD.15	04010E109	1,834	52,888	SH		SOLE		52,888	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	4,960	218,020	SH		SOLE		218,020	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	3,287	258,384	SH		SOLE		258,384	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	10,092	127,664	SH		SOLE		127,664	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	11,847	119,034	SH		SOLE		119,034	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	2,820	94,302	SH		SOLE		94,302	0	0
AES CORP	COMMON STOCK USD.01	00130H105	7,074	722,600	SH		SOLE		722,600	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	1,656	41,670	SH		SOLE		41,180	0	490
AMC NETWORKS INC A	COMMON STOCK	00164V103	2,729	37,300	SH		SOLE		37,300	0	0
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	563	14,255	SH		SOLE		14,255	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	21,597	662,887	SH		SOLE		662,887	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	5,903	108,498	SH		SOLE		108,498	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	788	29,731	SH		SOLE		29,731	0	0
AECOM	COMMON STOCK USD.01	00766T100	3,241	117,800	SH		SOLE		117,800	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	20,910	191,114	SH		SOLE		191,114	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	5,060	189,600	SH		SOLE		189,600	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	8,308	152,724	SH		SOLE		152,724	0	0
AMERICA MOVIL SPN ADR CL L	ADR NPV	02364W105	6,381	385,575	SH		SOLE		0	0	385,575
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	12,144	312,753	SH		SOLE		286,765	0	25,988
AMERICAN TOWER CORP	REIT USD.01	03027X100	9,259	105,240	SH		SOLE		105,240	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	2,915	58,623	SH		SOLE		58,623	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	1,217	11,154	SH		SOLE		11,154	0	0
AMSURG CORP	COMMON STOCK NPV	03232P405	2,186	28,135	SH		SOLE		28,135	0	0
ANCHOR BANCORP WISCONSIN INC	COMMON STOCK USD.01	03283P106	1,104	25,927	SH		SOLE		25,927	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,339	85,250	SH		SOLE		85,250	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	845	32,772	SH		SOLE		32,772	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	7,372	93,300	SH		SOLE		93,300	0	0
AUTONATION INC	COMMON STOCK USD.01	05329W102	3,886	66,800	SH		SOLE		66,800	0	0
BANKRATE INC	COMMON STOCK USD.01	06647F102	603	58,229	SH		SOLE		58,229	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P100	540	163,597	SH		SOLE		163,597	0	0
BENCHMARK ELECTRONICS INC	COMMON STOCK USD.1	08160H101	1,587	72,946	SH		SOLE		72,946	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	2,682	9,191	SH		SOLE		9,191	0	0
BIOMED REALTY TRUST INC	REIT USD.01	09063H107	3,085	154,400	SH		SOLE		154,400	0	0
BROADRIDGE FINANCIAL SOLUTIO	COMMON STOCK USD.01	11133T103	2,231	40,300	SH		SOLE		40,300	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	549	54,441	SH		SOLE		54,441	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	1,798	56,200	SH		SOLE		56,200	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	5,159	126,260	SH		SOLE		126,260	0	0
CLECO CORPORATION	COMMON STOCK USD1.	12561W105	591	11,100	SH		SOLE		11,100	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	12	300	SH		SOLE		300	0	0
CABLEVISION SYSTEMS NY GRP A	COMMON STOCK USD.01	12686C109	201	6,200	SH		SOLE		6,200	0	0
CABOT MICROELECTRONICS CORP	COMMON STOCK USD.001	12709P103	2,149	55,480	SH		SOLE		55,480	0	0
CAMERON INTERNATIONAL CORP	COMMON STOCK USD.01	13342B105	4,546	74,138	SH		SOLE		74,138	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	25,236	347,980	SH		SOLE		347,980	0	0
CARDINAL HEALTH INC	COMMON STOCK NPV	14149Y108	1,324	17,238	SH		SOLE		17,238	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	751	13,840	SH		SOLE		13,840	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	849	274,757	SH		SOLE		203,621	0	71,136
CEPHEID INC	COMMON STOCK NPV	15670R107	949	20,994	SH		SOLE		20,994	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	40,584	1,546,039	SH		SOLE		1,546,039	0	0
CITI TRENDS INC	COMMON STOCK USD.01	17306X102	1,545	66,065	SH		SOLE		66,065	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	5,741	118,730	SH		SOLE		118,730	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	34,679	609,689	SH		SOLE		609,689	0	0
COMMUNICATIONS SALES + LE	REIT USD.0001	20341J104	281	15,700	SH		SOLE		15,700	0	0
COMPASS MINERALS INTERNATION	COMMON STOCK USD.01	20451N101	533	6,800	SH		SOLE		6,800	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	840	2,000,000	SH		SOLE		2,000,000	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	1,892	15,109	SH		SOLE		15,109	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	618	10,659	SH		SOLE		10,659	0	0
CORELOGIC INC	COMMON STOCK USD1.	21871D103	730	19,600	SH		SOLE		19,600	0	0
CORRECTIONS CORP OF AMERICA	REIT USD.01	22025Y407	1,775	60,100	SH		SOLE		60,100	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	3,789	25,724	SH		SOLE		25,724	0	0
CYBERONICS INC	COMMON STOCK USD.01	23251P102	575	9,463	SH		SOLE		9,463	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	4,440	151,236	SH		SOLE		151,236	0	0
DSW INC CLASS A	COMMON STOCK NPV	23334L102	737	29,100	SH		SOLE		29,100	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK NPV	25746U109	4,996	70,980	SH		SOLE		70,980	0	0
DOT HILL SYSTEMS CORP	COMMON STOCK USD.001	25848T109	198	20,400	SH		SOLE		20,400	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	4,527	62,921	SH		SOLE		62,921	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	4,101	198,402	SH		SOLE		198,402	0	0
EPR PROPERTIES	REIT USD.01	26884U109	3,039	58,927	SH		SOLE		58,927	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	4,591	119,500	SH		SOLE		119,500	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	474	13,128	SH		SOLE		13,128	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK	29272W109	5,288	136,600	SH		SOLE		136,600	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	593	11,071	SH		SOLE		11,071	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	8,509	130,700	SH		SOLE		130,700	0	0
ESPERION THERAPEUTICS INC	COMMON STOCK USD.001	29664W105	143	6,041	SH		SOLE		6,041	0	0
EVERCORE PARTNERS INC CL A	COMMON STOCK USD.01	29977A105	2,460	48,959	SH		SOLE		48,959	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	2,977	58,817	SH		SOLE		58,817	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	4,057	34,476	SH		SOLE		34,476	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	7,107	87,781	SH		SOLE		87,781	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	1,410	18,278	SH		SOLE		18,278	0	0
EZCORP INC	SR UNSECURED 06/19 2.625	302301AB2	5,888	8,250,000	SH		SOLE		5,545,000	0	2,705,000
EXXON MOBIL CORP	COMMON STOCK NPV	30231G102	26,956	362,557	SH		SOLE		362,557	0	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	871	28,100	SH		SOLE		28,100	0	0
FXCM INC	SR UNSECURED 06/18 2.25	302693AB2	7,176	9,200,000	SH		SOLE		6,215,000	0	2,985,000
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	14,298	159,043	SH		SOLE		159,043	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	8,862	61,553	SH		SOLE		61,553	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	2,122	54,300	SH		SOLE		54,300	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	509	28,409	SH		SOLE		28,409	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	290	19,491	SH		SOLE		19,491	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	827	14,800	SH		SOLE		14,800	0	0
FUTUREFUEL CORP	COMMON STOCK USD.0001	36116M106	905	91,592	SH		SOLE		91,592	0	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	932	23,070	SH		SOLE		23,070	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	5,361	178,567	SH		SOLE		178,567	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	3,196	156,801	SH		SOLE		156,801	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	2,349	177,681	SH		SOLE		177,681	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	23,135	133,146	SH		SOLE		133,146	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	2,375	148,455	SH		SOLE		148,455	0	0
GREATBATCH INC	COMMON STOCK USD.001	39153L106	1,235	21,892	SH		SOLE		21,892	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	17,221	222,612	SH		SOLE		222,612	0	0
HCP INC	REIT USD1.	40414L109	1,367	36,700	SH		SOLE		36,700	0	0
HRG GROUP INC	COMMON STOCK USD.01	40434J100	3,625	309,000	SH		SOLE		309,000	0	0
HANGER INC	COMMON STOCK USD.01	41043F208	815	59,780	SH		SOLE		59,780	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	1,461	74,060	SH		SOLE		74,060	0	0
HESKA CORP	COMMON STOCK USD.001	42805E306	501	16,450	SH		SOLE		16,450	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	18,588	371,313	SH		SOLE		371,313	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	6,569	256,800	SH		SOLE		256,800	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	2,826	43,300	SH		SOLE		43,300	0	0
ICU MEDICAL INC	COMMON STOCK USD.1	44930G107	782	7,140	SH		SOLE		7,140	0	0
IPG PHOTONICS CORP	COMMON STOCK USD.0001	44980X109	593	7,800	SH		SOLE		7,800	0	0
IPC HEALTHCARE INC	COMMON STOCK USD.001	44984A105	890	11,450	SH		SOLE		11,450	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	15,677	1,870,738	SH		SOLE		228,789	0	1,641,949
IDEX CORP	COMMON STOCK USD.01	45167R104	1,526	21,400	SH		SOLE		21,400	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	1,150	44,503	SH		SOLE		44,503	0	0
INNOSPEC INC	COMMON STOCK USD.01	45768S105	1,571	33,776	SH		SOLE		33,776	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	1,454	51,097	SH		SOLE		51,097	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	1,086	21,468	SH		SOLE		21,468	0	0
INTERSECT ENT INC	COMMON STOCK USD.001	46071F103	492	21,020	SH		SOLE		21,020	0	0
INVESTORS BANCORP INC	COMMON STOCK USD.01	46146L101	586	47,453	SH		SOLE		47,453	0	0
ISHARES MSCI INDIA ETF	ISHARES MSCI INDIA ETF	46429B598	11,543	404,019	SH		SOLE		0	0	404,019
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	50,856	834,112	SH		SOLE		834,112	0	0
JANUS CAPITAL GROUP INC	COMMON STOCK USD.01	47102X105	428	31,489	SH		SOLE		31,489	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	5,167	35,938	SH		SOLE		35,938	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	1,962	27,690	SH		SOLE		27,690	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	6,126	238,290	SH		SOLE		238,290	0	0
K12 INC	COMMON STOCK USD.0001	48273U102	592	47,592	SH		SOLE		47,592	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	950	24,340	SH		SOLE		24,340	0	0
KEURIG GREEN MOUNTAIN INC	COMMON STOCK USD.1	49271M100	1,199	23,000	SH		SOLE		23,000	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,783	72,967	SH		SOLE		72,967	0	0
LENDINGTREE INC	COMMON STOCK USD.01	52603B107	1,376	14,790	SH		SOLE		14,790	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	9,237	211,422	SH		SOLE		211,422	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	7,308	278,600	SH		SOLE		278,600	0	0
LIBERTY VENTURES SER A	COMMON STOCK USD.01	53071M880	896	22,200	SH		SOLE		22,200	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	1,598	18,654	SH		SOLE		18,654	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,386	42,453	SH		SOLE		42,453	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	861	36,526	SH		SOLE		36,526	0	0
MKS INSTRUMENTS INC	COMMON STOCK NPV	55306N104	2,510	74,845	SH		SOLE		74,845	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	2,342	45,630	SH		SOLE		45,630	0	0
MALIBU BOATS INC A	COMMON STOCK USD.01	56117J100	229	16,362	SH		SOLE		16,362	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	1,503	32,448	SH		SOLE		32,448	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	1,900	27,889	SH		SOLE		27,889	0	0
MATSON INC	COMMON STOCK NPV	57686G105	2,840	73,791	SH		SOLE		73,791	0	0
MEDIVATION INC	COMMON STOCK USD.01	58501N101	1,913	45,000	SH		SOLE		45,000	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	4,899	63,800	SH		SOLE		63,800	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	30,461	616,737	SH		SOLE		616,737	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	1,441	39,470	SH		SOLE		39,470	0	0
MERITOR INC	COMMON STOCK USD1.	59001K100	837	78,700	SH		SOLE		78,700	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	21,403	453,943	SH		SOLE		453,943	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	1,687	20,600	SH		SOLE		20,600	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	8,912	286,453	SH		SOLE		286,453	0	0
MULTI FINELINE ELECTRONIX IN	COMMON STOCK USD.0001	62541B101	415	24,842	SH		SOLE		24,842	0	0
NVR INC	COMMON STOCK USD.01	62944T105	763	500	SH		SOLE		500	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	14,794	499,797	SH		SOLE		499,797	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	578	5,600	SH		SOLE		5,600	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	24,123	200,824	SH		SOLE		83,674	0	117,150
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	960	24,120	SH		SOLE		24,120	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	3,660	37,518	SH		SOLE		37,518	0	0
NUANCE COMMUNICATIONS INC	COMMON STOCK USD.001	67020Y100	4,016	245,300	SH		SOLE		245,300	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	1,333	78,531	SH		SOLE		78,531	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	30,397	841,558	SH		SOLE		841,558	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	614	138,360	SH		SOLE		138,360	0	0
PBF ENERGY INC CLASS A	COMMON STOCK USD.001	69318G106	516	18,289	SH		SOLE		18,289	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	848	40,914	SH		SOLE		40,914	0	0
PGT INC	COMMON STOCK USD.01	69336V101	1,630	132,712	SH		SOLE		132,712	0	0
PNM RESOURCES INC	COMMON STOCK NPV	69349H107	1,295	46,174	SH		SOLE		46,174	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	1,132	14,258	SH		SOLE		14,258	0	0
PTC INC	COMMON STOCK USD.01	69370C100	3,469	109,300	SH		SOLE		109,300	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	1,976	63,660	SH		SOLE		63,660	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	1,562	44,059	SH		SOLE		44,059	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	2,656	54,840	SH		SOLE		54,840	0	0
PHIBRO ANIMAL HEALTH CORP A	COMMON STOCK USD.001	71742Q106	996	31,491	SH		SOLE		31,491	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	1,660	79,900	SH		SOLE		79,900	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	3,086	44,400	SH		SOLE		44,400	0	0
PROLOGIS INC	REIT USD.01	74340W103	3,908	100,452	SH		SOLE		100,452	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	5,211	24,621	SH		SOLE		24,621	0	0
QUINTILES TRANSNATIONAL HOLD	COMMON STOCK USD.01	74876Y101	8,369	120,300	SH		SOLE		120,300	0	0
RLJ LODGING TRUST	REIT	74965L101	3,577	141,544	SH		SOLE		141,544	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	2,073	151,101	SH		SOLE		151,101	0	0
REIS INC	COMMON STOCK USD.01	75936P105	1,368	60,402	SH		SOLE		60,402	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	2,103	127,159	SH		SOLE		127,159	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	3,781	36,100	SH		SOLE		36,100	0	0
SPDR S+P 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	2,328	12,150	SH		SOLE		12,150	0	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	2,450	34,973	SH		SOLE		34,973	0	0
SANTANDER CONSUMER USA HOLDI	COMMON STOCK USD.01	80283M101	1,715	84,000	SH		SOLE		84,000	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	2,543	54,249	SH		SOLE		54,249	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,700	89,401	SH		SOLE		89,401	0	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	980	21,400	SH		SOLE		21,400	0	0
SOLARWINDS INC	COMMON STOCK USD.001	83416B109	734	18,700	SH		SOLE		18,700	0	0
SOLERA HOLDINGS INC	COMMON STOCK USD.01	83421A104	297	5,500	SH		SOLE		5,500	0	0
SORRENTO THERAPEUTICS INC	COMMON STOCK USD.0001	83587F202	168	20,029	SH		SOLE		20,029	0	0
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	2,161	22,917	SH		SOLE		22,917	0	0
STARZ A	COMMON STOCK USD.01	85571Q102	1,613	43,200	SH		SOLE		43,200	0	0
STRATEGIC HOTELS + RESORTS I	REIT USD.01	86272T106	785	56,900	SH		SOLE		56,900	0	0
SWIFT TRANSPORTATION CO	COMMON STOCK USD.001	87074U101	232	15,420	SH		SOLE		15,420	0	0
SYMETRA FINANCIAL CORP	COMMON STOCK USD.01	87151Q106	1,307	41,300	SH		SOLE		41,300	0	0
SYNCHRONOSS TECHNOLOGIES INC	COMMON STOCK USD.0001	87157B103	476	14,524	SH		SOLE		14,524	0	0
SYNAPTICS INC	COMMON STOCK USD.001	87157D109	499	6,050	SH		SOLE		6,050	0	0
TALEN ENERGY CORP	COMMON STOCK USD.001	87422J105	1,081	107,007	SH		SOLE		107,007	0	0
TEGNA INC	COMMON STOCK USD1.0	87901J105	1,151	51,419	SH		SOLE		51,419	0	0
THERMON GROUP HOLDINGS INC	COMMON STOCK USD.001	88362T103	304	14,810	SH		SOLE		14,810	0	0
3M CO	COMMON STOCK USD.01	88579Y101	8,518	60,086	SH		SOLE		60,086	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	287	1,600	SH		SOLE		1,600	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	14,510	303,630	SH		SOLE		303,630	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	3,465	26,400	SH		SOLE		26,400	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	14,191	122,329	SH		SOLE		122,329	0	0
VOXX INTERNATIONAL CORP	COMMON STOCK USD.01	91829F104	351	47,308	SH		SOLE		47,308	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	10,588	176,172	SH		SOLE		176,172	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	24,762	569,102	SH		SOLE		569,102	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	3,797	88,000	SH		SOLE		88,000	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	15,124	217,112	SH		SOLE		217,112	0	0
WGL HOLDINGS INC	COMMON STOCK NPV	92924F106	1,264	21,910	SH		SOLE		21,910	0	0
WMIH CORP	COMMON STOCK USD.00001	92936P100	506	196,186	SH		SOLE		196,172	0	14
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	1,059	20,280	SH		SOLE		20,280	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	2,929	58,812	SH		SOLE		58,812	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	1,066	50,551	SH		SOLE		50,551	0	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	1,507	37,830	SH		SOLE		37,830	0	0
WESCO INTERNATIONAL INC	COMMON STOCK USD.01	95082P105	2,560	55,100	SH		SOLE		55,100	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK NPV	97650W108	923	17,270	SH		SOLE		17,270	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	10,935	152,080	SH		SOLE		152,080	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	24,723	90,957	SH		SOLE		90,957	0	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.001514456	G05384105	2,738	58,920	SH		SOLE		58,920	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	4,484	45,630	SH		SOLE		45,630	0	0
BUNGE LTD	COMMON STOCK USD.01	G16962105	330	4,500	SH		SOLE		4,500	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	9,729	127,941	SH		SOLE		127,941	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	3,834	272,300	SH		SOLE		272,300	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	7,840	315,500	SH		SOLE		315,500	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	8,210	47,365	SH		SOLE		47,365	0	0
FRESH DEL MONTE PRODUCE W/D	COMMON STOCK USD.01	G36738105	2,159	54,654	SH		SOLE		54,654	0	0
FREESCALE SEMICONDUCTOR LTD	COMMON STOCK USD.01	G3727Q101	377	10,300	SH		SOLE		10,300	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	10,655	209,860	SH		SOLE		209,860	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	1,636	52,400	SH		SOLE		52,400	0	0
AVOLON HOLDINGS LTD	COMMON STOCK USD.001	G52237107	609	20,000	SH		SOLE		20,000	0	0
LAZARD LTD CL A	MLP USD.01	G54050102	2,174	50,200	SH		SOLE		50,200	0	0
MALLINCKRODT PLC	COMMON STOCK USD.2	G5785G107	1,232	19,266	SH		SOLE		19,266	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	19,547	292,009	SH		SOLE		292,009	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK NPV	G60754101	1,056	25,000	SH		SOLE		25,000	0	0
NORDIC AMERICAN TANKERS LTD	COMMON STOCK USD.01	G65773106	1,126	74,107	SH		SOLE		74,107	0	0
PARTNERRE LTD	COMMON STOCK USD1.	G6852T105	806	5,800	SH		SOLE		5,800	0	0
RENAISSANCERE HOLDINGS LTD	COMMON STOCK USD1.	G7496G103	3,136	29,500	SH		SOLE		29,500	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	828	51,300	SH		SOLE		51,300	0	0
SHIP FINANCE INTL LTD	COMMON STOCK USD1.	G81075106	1,107	68,136	SH		SOLE		68,136	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	1,074	79,867	SH		SOLE		79,867	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	3,591	79,668	SH		SOLE		79,668	0	0
ACE LTD	COMMON STOCK CHF24.77	H0023R105	15,168	146,695	SH		SOLE		146,695	0	0
LUMENIS LTD B	COMMON STOCK ILS.01	M6778Q121	1,004	72,500	SH		SOLE		72,500	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,555	71,487	SH		SOLE		71,487	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK	N53745100	11,277	135,276	SH		SOLE		135,276	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	765	19,000	SH		SOLE		19,000	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK NPV	P31076105	5,515	131,527	SH		SOLE		52,921	0	78,606
STEINER LEISURE LTD	COMMON STOCK USD.01	P8744Y102	2,407	38,100	SH		SOLE		38,100	0	0
AVAGO TECHNOLOGIES LTD	COMMON STOCK	Y0486S104	3,169	25,350	SH		SOLE		25,350	0	0