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
3M CO	COMMON STOCK USD.01	88579Y101	7,995	53,075	SH		SOLE		53,075	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	5,440	91,835	SH		SOLE		91,835	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	782	8,658	SH		SOLE		8,658	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	4,630	44,307	SH		SOLE		44,307	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	762	17,804	SH		SOLE		17,804	0	0
ACUITY BRANDS INC	COMMON STOCK USD.01	00508Y102	374	1,600	SH		SOLE		1,600	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	4,633	140,494	SH		SOLE		140,494	0	0
ADURO BIOTECH INC	COMMON STOCK USD.0001	00739L101	321	11,408	SH		SOLE		11,408	0	0
AECOM	COMMON STOCK USD.01	00766T100	3,538	117,800	SH		SOLE		117,800	0	0
AES CORP	COMMON STOCK USD.01	00130H105	2,243	234,400	SH		SOLE		234,400	0	0
AGREE REALTY CORP	REIT USD.0001	008492100	1,010	29,725	SH		SOLE		29,725	0	0
AIRGAS INC	COMMON STOCK USD.01	009363102	913	6,600	SH		SOLE		6,600	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	872	16,742	SH		SOLE		16,742	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	7,987	99,200	SH		SOLE		99,200	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	5,316	58,827	SH		SOLE		58,827	0	0
ALIGN TECHNOLOGY INC	COMMON STOCK USD.0001	016255101	1,238	18,800	SH		SOLE		18,800	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	27,422	87,750	SH		SOLE		87,750	0	0
ALLIANCE FIBER OPTIC PRODUCT	COMMON STOCK USD.001	018680306	762	50,247	SH		SOLE		50,247	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	5,056	195,300	SH		SOLE		195,300	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	1,658	26,700	SH		SOLE		26,700	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	10,925	14,042	SH		SOLE		14,042	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	49,536	65,275	SH		SOLE		65,275	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	11,346	194,914	SH		SOLE		194,914	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	1,878	62,193	SH		SOLE		61,703	0	490
AMAZON.COM INC	COMMON STOCK USD.01	023135106	32,852	48,605	SH		SOLE		48,605	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	2,786	37,300	SH		SOLE		37,300	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	12,998	306,926	SH		SOLE		280,938	0	25,988
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	1,046	25,300	SH		SOLE		25,300	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	4,883	83,795	SH		SOLE		83,795	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	27,252	439,762	SH		SOLE		439,762	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	6,325	65,243	SH		SOLE		65,243	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	1,265	11,891	SH		SOLE		11,891	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	2,156	42,352	SH		SOLE		42,352	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	9,366	90,305	SH		SOLE		90,305	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	16,176	99,648	SH		SOLE		99,648	0	0
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	031652100	1,368	224,972	SH		SOLE		224,972	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	1,857	59,802	SH		SOLE		59,802	0	0
AMSURG CORP	COMMON STOCK	03232P405	2,227	29,300	SH		SOLE		29,300	0	0
AMTRUST FINANCIAL SERVICES	COMMON STOCK USD.01	032359309	3,104	50,400	SH		SOLE		50,400	0	0
ANACOR PHARMACEUTICALS INC	COMMON STOCK USD.001	032420101	1,112	9,845	SH		SOLE		9,845	0	0
ANCHOR BANCORP WISCONSIN INC	COMMON STOCK USD.01	03283P106	1,300	29,860	SH		SOLE		29,860	0	0
ANGIODYNAMICS INC	COMMON STOCK USD.01	03475V101	1,207	99,447	SH		SOLE		99,447	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	245	34,482	SH		SOLE		34,482	0	0
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	627	13,893	SH		SOLE		13,893	0	0
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,899	49,765	SH		SOLE		49,765	0	0
ANNALY CAPITAL MANAGEMENT IN	REIT USD.01	035710409	1,264	134,800	SH		SOLE		134,800	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	8,660	62,108	SH		SOLE		62,108	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,469	85,250	SH		SOLE		85,250	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	68,694	652,616	SH		SOLE		652,616	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	701	32,772	SH		SOLE		32,772	0	0
ARGAN INC	COMMON STOCK USD.15	04010E109	2,368	73,079	SH		SOLE		73,079	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	5,407	99,800	SH		SOLE		99,800	0	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.001514456	G05384105	2,846	58,920	SH		SOLE		58,920	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	7,515	199,018	SH		SOLE		199,018	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	701	8,700	SH		SOLE		8,700	0	0
ASSURED GUARANTY LTD	COMMON STOCK USD.01	G0585R106	2,654	100,400	SH		SOLE		100,400	0	0
ASTORIA FINANCIAL CORP	COMMON STOCK USD.01	046265104	296	18,700	SH		SOLE		18,700	0	0
ASTRONICS CORP	COMMON STOCK USD.01	046433108	2,579	63,342	SH		SOLE		63,342	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	18,983	551,667	SH		SOLE		551,667	0	0
ATLANTIC TELE NETWORK INC	COMMON STOCK USD.01	049079205	336	4,294	SH		SOLE		4,294	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	846	2,000,000	SH		SOLE		2,000,000	0	0
AUTOLIV INC	COMMON STOCK USD1.	052800109	28,040	224,730	SH		SOLE		224,730	0	0
AUTONATION INC	COMMON STOCK USD.01	05329W102	3,884	65,100	SH		SOLE		65,100	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	6,495	8,755	SH		SOLE		8,755	0	0
AVAGO TECHNOLOGIES LTD	COMMON STOCK	Y0486S104	552	3,800	SH		SOLE		3,800	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	1,392	7,561	SH		SOLE		7,561	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.	053611109	1,558	24,871	SH		SOLE		24,871	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,433	71,487	SH		SOLE		71,487	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	748	20,600	SH		SOLE		20,600	0	0
AVNET INC	COMMON STOCK USD1.	053807103	3,898	90,997	SH		SOLE		90,997	0	0
AVOLON HOLDINGS LTD	COMMON STOCK USD.001	G52237107	619	20,000	SH		SOLE		20,000	0	0
B+G FOODS INC	COMMON STOCK USD.01	05508R106	714	20,400	SH		SOLE		20,400	0	0
BAKER HUGHES INC	COMMON STOCK USD1.	057224107	1,397	30,279	SH		SOLE		30,279	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	9,401	558,609	SH		SOLE		558,609	0	0
BANK OF THE OZARKS	COMMON STOCK USD.01	063904106	2,854	57,700	SH		SOLE		57,700	0	0
BAXALTA INC	COMMON STOCK USD.01	07177M103	2,613	66,945	SH		SOLE		66,945	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	5,850	37,966	SH		SOLE		37,966	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	5,515	114,300	SH		SOLE		114,300	0	0
BEL FUSE INC CL B	COMMON STOCK USD.1	077347300	682	39,450	SH		SOLE		39,450	0	0
BENCHMARK ELECTRONICS INC	COMMON STOCK USD.1	08160H101	1,508	72,946	SH		SOLE		72,946	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	14,208	107,605	SH		SOLE		107,605	0	0
BERRY PLASTICS GROUP INC	COMMON STOCK USD.01	08579W103	1,954	54,000	SH		SOLE		54,000	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	5,043	165,630	SH		SOLE		165,630	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	2,245	58,250	SH		SOLE		58,250	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	2,813	9,181	SH		SOLE		9,181	0	0
BIOMED REALTY TRUST INC	REIT USD.01	09063H107	912	38,500	SH		SOLE		38,500	0	0
BIOSPECIFICS TECHNOLOGIES	COMMON STOCK USD.001	090931106	220	5,113	SH		SOLE		5,113	0	0
BOEING CO/THE	COMMON STOCK USD5.	097023105	16,403	113,444	SH		SOLE		113,444	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	2,143	44,700	SH		SOLE		44,700	0	0
BROADRIDGE FINANCIAL SOLUTIO	COMMON STOCK USD.01	11133T103	2,901	54,000	SH		SOLE		54,000	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	1,853	201,800	SH		SOLE		201,800	0	0
CABLEVISION SYSTEMS NY GRP A	COMMON STOCK USD.01	12686C109	389	12,200	SH		SOLE		12,200	0	0
CABOT CORP	COMMON STOCK USD1.	127055101	1,427	34,900	SH		SOLE		34,900	0	0
CABOT MICROELECTRONICS CORP	COMMON STOCK USD.001	12709P103	414	9,456	SH		SOLE		9,456	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	1,582	76,000	SH		SOLE		76,000	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	988	98,024	SH		SOLE		98,024	0	0
CAL MAINE FOODS INC	COMMON STOCK USD.01	128030202	1,195	25,791	SH		SOLE		25,791	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	598	29,987	SH		SOLE		29,987	0	0
CALATLANTIC GROUP INC	COMMON STOCK USD.01	128195104	1,523	40,165	SH		SOLE		40,165	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	2,003	138,448	SH		SOLE		138,448	0	0
CAMBREX CORP	COMMON STOCK USD.1	132011107	629	13,360	SH		SOLE		13,360	0	0
CAMERON INTERNATIONAL CORP	COMMON STOCK USD.01	13342B105	4,970	78,642	SH		SOLE		78,642	0	0
CAMPUS CREST COMMUNITIES INC	REIT USD.01	13466Y105	613	90,100	SH		SOLE		90,100	0	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	339	5,452	SH		SOLE		5,452	0	0
CAPITAL BANK FINANCIAL CL A	COMMON STOCK	139794101	872	27,254	SH		SOLE		27,254	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	23,869	330,685	SH		SOLE		330,685	0	0
CARDINAL HEALTH INC	COMMON STOCK	14149Y108	2,604	29,175	SH		SOLE		29,175	0	0
CASCADE MICROTECH INC	COMMON STOCK USD.01	147322101	444	27,330	SH		SOLE		27,330	0	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	4,922	72,430	SH		SOLE		72,430	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	2,291	54,500	SH		SOLE		54,500	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	3,946	58,600	SH		SOLE		58,600	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	18,601	155,316	SH		SOLE		155,316	0	0
CEMEX SAB SPONS ADR PART CER	ADR	151290889	18,470	3,316,036	SH		SOLE		1,318,316	0	1,997,720
CENTENE CORP	COMMON STOCK USD.001	15135B101	911	13,840	SH		SOLE		13,840	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	354	267,870	SH		SOLE		196,734	0	71,136
CEPHEID INC	COMMON STOCK	15670R107	497	13,604	SH		SOLE		13,604	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	1,639	65,126	SH		SOLE		65,126	0	0
CHESAPEAKE UTILITIES CORP	COMMON STOCK USD.4867	165303108	1,058	18,639	SH		SOLE		18,639	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	15,524	172,571	SH		SOLE		172,571	0	0
CHUBB CORP	COMMON STOCK USD1.	171232101	438	3,300	SH		SOLE		3,300	0	0
CHUBB LTD	COMMON STOCK	H0023R105	11,194	95,800	SH		SOLE		95,800	0	0
CHURCH + DWIGHT CO INC	COMMON STOCK USD1.	171340102	721	8,500	SH		SOLE		8,500	0	0
CIA DE MINAS BUENAVENTUR ADR	ADR	204448104	7,366	1,721,110	SH		SOLE		756,634	0	964,476
CIGNA CORP	COMMON STOCK USD.25	125509109	6,585	44,998	SH		SOLE		44,998	0	0
CINTAS CORP	COMMON STOCK	172908105	5,870	64,475	SH		SOLE		64,475	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	5,646	191,211	SH		SOLE		191,211	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	32,161	1,184,350	SH		SOLE		1,184,350	0	0
CIT GROUP INC	COMMON STOCK USD.01	125581801	6,932	174,600	SH		SOLE		174,600	0	0
CITI TRENDS INC	COMMON STOCK USD.01	17306X102	1,404	66,065	SH		SOLE		66,065	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	42,420	819,714	SH		SOLE		819,714	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	7,991	105,629	SH		SOLE		105,629	0	0
CLECO CORPORATION	COMMON STOCK USD1.	12561W105	407	7,800	SH		SOLE		7,800	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	235	6,703	SH		SOLE		6,703	0	0
COACH INC	COMMON STOCK USD.01	189754104	2,546	77,774	SH		SOLE		77,774	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	17,662	411,135	SH		SOLE		411,135	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	6,894	140,011	SH		SOLE		140,011	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	12,020	180,421	SH		SOLE		180,421	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	953	50,441	SH		SOLE		50,441	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	27,223	482,429	SH		SOLE		482,429	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	749	19,034	SH		SOLE		19,034	0	0
CONSTANT CONTACT INC	COMMON STOCK USD.01	210313102	649	22,200	SH		SOLE		22,200	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	3,539	24,849	SH		SOLE		24,849	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	827	10,659	SH		SOLE		10,659	0	0
COPA HOLDINGS SA CLASS A	COMMON STOCK	P31076105	2,788	57,777	SH		SOLE		51,057	0	6,720
CORELOGIC INC	COMMON STOCK USD1.	21871D103	1,033	30,500	SH		SOLE		30,500	0	0
CORNING INC	COMMON STOCK USD.5	219350105	4,583	250,726	SH		SOLE		250,726	0	0
COWEN GROUP INC CLASS A	COMMON STOCK USD.01	223622101	462	120,631	SH		SOLE		120,631	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	5,118	27,017	SH		SOLE		27,017	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	2,603	20,525	SH		SOLE		20,525	0	0
CRANE CO	COMMON STOCK USD1.	224399105	6,478	135,400	SH		SOLE		135,400	0	0
CROSS COUNTRY HEALTHCARE INC	COMMON STOCK USD.0001	227483104	309	18,864	SH		SOLE		18,864	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.	228368106	6,885	135,800	SH		SOLE		135,800	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	17,050	174,384	SH		SOLE		174,384	0	0
CYNOSURE INC A	COMMON STOCK USD.001	232577205	655	14,663	SH		SOLE		14,663	0	0
CYTOKINETICS INC	COMMON STOCK USD.001	23282W605	300	28,633	SH		SOLE		28,633	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	776	56,256	SH		SOLE		56,256	0	0
DANAHER CORP W/D	COMMON STOCK USD.01	235851102	2,817	30,334	SH		SOLE		30,334	0	0
DAVE + BUSTER S ENTERTAINMEN	COMMON STOCK USD.01	238337109	343	8,206	SH		SOLE		8,206	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	999	40,597	SH		SOLE		40,597	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	8,842	103,138	SH		SOLE		103,138	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	30,297	597,692	SH		SOLE		597,692	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,451	44,933	SH		SOLE		44,933	0	0
DENTSPLY INTERNATIONAL INC	COMMON STOCK USD.01	249030107	2,366	38,885	SH		SOLE		38,885	0	0
DIAMOND RESORTS INTERNATIONA	COMMON STOCK USD.01	25272T104	310	12,145	SH		SOLE		12,145	0	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	1,181	33,400	SH		SOLE		33,400	0	0
DIGI INTERNATIONAL INC	COMMON STOCK USD.01	253798102	314	27,577	SH		SOLE		27,577	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	7,028	97,784	SH		SOLE		97,784	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK	25746U109	5,116	75,632	SH		SOLE		75,632	0	0
DOVER CORP	COMMON STOCK USD1.	260003108	2,188	35,692	SH		SOLE		35,692	0	0
DOW CHEMICAL CO W/D	COMMON STOCK USD2.5	260543103	9,057	175,934	SH		SOLE		175,934	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	2,825	88,200	SH		SOLE		88,200	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	11,489	123,268	SH		SOLE		123,268	0	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	3,500	59,100	SH		SOLE		59,100	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	1,636	20,400	SH		SOLE		20,400	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	663,957	9,969,322	SH		SOLE		9,969,322	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	4,785	67,030	SH		SOLE		67,030	0	0
DUNKIN BRANDS GROUP INC	COMMON STOCK USD.001	265504100	1,482	34,800	SH		SOLE		34,800	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	3,061	228,402	SH		SOLE		228,402	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	2,514	84,824	SH		SOLE		84,824	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	5,228	125,800	SH		SOLE		125,800	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	8,720	129,161	SH		SOLE		129,161	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	8	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	5	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	101	8,026	SH		SOLE		2,709	0	5,317
EBAY INC	COMMON STOCK USD.001	278642103	6,406	233,127	SH		SOLE		233,127	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	8,298	140,151	SH		SOLE		140,151	0	0
ELDORADO RESORTS INC	COMMON STOCK	28470R102	633	57,532	SH		SOLE		57,532	0	0
ELI LILLY + CO	COMMON STOCK	532457108	4,551	54,009	SH		SOLE		54,009	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	5,036	196,092	SH		SOLE		196,092	0	0
EMC INS GROUP INC	COMMON STOCK USD1.	268664109	549	21,680	SH		SOLE		21,680	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	433	13,128	SH		SOLE		13,128	0	0
ENDURANCE SPECIALTY HOLDINGS	COMMON STOCK USD1.0	G30397106	5,765	90,100	SH		SOLE		90,100	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	619	11,071	SH		SOLE		11,071	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	5,176	336,300	SH		SOLE		336,300	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	9,147	133,800	SH		SOLE		133,800	0	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	319	4,057	SH		SOLE		4,057	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	2,227	23,877	SH		SOLE		23,877	0	0
EPR PROPERTIES	REIT USD.01	26884U109	4,751	81,279	SH		SOLE		81,279	0	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	4,694	42,144	SH		SOLE		42,144	0	0
ESSENDANT INC	COMMON STOCK USD.1	296689102	599	18,433	SH		SOLE		18,433	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	6,900	315,200	SH		SOLE		315,200	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	1,700	7,100	SH		SOLE		7,100	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	7,517	85,365	SH		SOLE		85,365	0	0
EVERCORE PARTNERS INC CL A	COMMON STOCK USD.01	29977A105	2,647	48,959	SH		SOLE		48,959	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	9,789	53,465	SH		SOLE		53,465	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	3,201	62,677	SH		SOLE		62,677	0	0
EXELON CORP	COMMON STOCK	30161N101	8,025	288,972	SH		SOLE		288,972	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	1,813	14,583	SH		SOLE		14,583	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	9,490	108,564	SH		SOLE		108,564	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	2,435	27,600	SH		SOLE		27,600	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	39,328	504,532	SH		SOLE		504,532	0	0
EZCORP INC	COMPANY GUAR 06/19 2.125	302301AB2	5,677	8,250,000	SH		SOLE		5,545,000	0	2,705,000
F5 NETWORKS INC	COMMON STOCK	315616102	1,018	10,500	SH		SOLE		10,500	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	21,048	201,107	SH		SOLE		201,107	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	380	2,600	SH		SOLE		2,600	0	0
FEDERAL SIGNAL CORP	COMMON STOCK USD1.	313855108	1,076	67,890	SH		SOLE		67,890	0	0
FEDERATED NATIONAL HOLDING C	COMMON STOCK USD.01	31422T101	1,114	37,678	SH		SOLE		37,678	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	9,775	65,610	SH		SOLE		65,610	0	0
FIDELITY + GUARANTY LIFE	COMMON STOCK USD.01	315785105	490	19,300	SH		SOLE		19,300	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	1,949	54,300	SH		SOLE		54,300	0	0
FIRST BUSEY CORP	COMMON STOCK USD.001	319383204	327	15,863	SH		SOLE		15,863	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	529	28,409	SH		SOLE		28,409	0	0
FIRST MIDWEST BANCORP INC/IL	COMMON STOCK USD.01	320867104	1,548	84,014	SH		SOLE		84,014	0	0
FIRST NBC BANK HOLDING CO	COMMON STOCK	32115D106	350	9,362	SH		SOLE		9,362	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	4,788	150,900	SH		SOLE		150,900	0	0
FIRSTMERIT CORP	COMMON STOCK	337915102	1,661	89,038	SH		SOLE		89,038	0	0
FISERV INC	COMMON STOCK USD.01	337738108	1,866	20,407	SH		SOLE		20,407	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	376	19,491	SH		SOLE		19,491	0	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	815	28,100	SH		SOLE		28,100	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	10,004	153,700	SH		SOLE		153,700	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	12,684	900,197	SH		SOLE		900,197	0	0
FRANCESCAS HOLDINGS CORP	COMMON STOCK USD.01	351793104	1,311	75,276	SH		SOLE		75,276	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	7,783	211,392	SH		SOLE		211,392	0	0
FRESH DEL MONTE PRODUCE W/D	COMMON STOCK USD.01	G36738105	1,881	48,385	SH		SOLE		48,385	0	0
FXCM INC	SR UNSECURED 06/18 2.25	302693AB2	8,479	12,200,000	SH		SOLE		8,215,000	0	3,985,000
GAP INC/THE	COMMON STOCK USD.05	364760108	3,415	138,257	SH		SOLE		138,257	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	3,020	33,300	SH		SOLE		33,300	0	0
GATX CORP	COMMON STOCK USD.625	361448103	2,200	51,700	SH		SOLE		51,700	0	0
GENERAL COMMUNICATION INC A	COMMON STOCK	369385109	338	17,090	SH		SOLE		17,090	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	13,005	94,676	SH		SOLE		94,676	0	0
GENERAL ELECTRIC CO W/D	COMMON STOCK USD.06	369604103	17,121	549,621	SH		SOLE		549,621	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	8,358	245,742	SH		SOLE		245,742	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL16	37045V118	3,823	156,801	SH		SOLE		156,801	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	2,907	177,681	SH		SOLE		177,681	0	0
GENESCO INC	COMMON STOCK USD1.	371532102	548	9,638	SH		SOLE		9,638	0	0
GENTHERM INC	COMMON STOCK	37253A103	764	16,110	SH		SOLE		16,110	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	36,066	356,415	SH		SOLE		356,415	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	18,357	101,852	SH		SOLE		101,852	0	0
GOODYEAR TIRE + RUBBER CO	COMMON STOCK	382550101	4,069	124,538	SH		SOLE		124,538	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	2,100	132,334	SH		SOLE		132,334	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	1,411	86,595	SH		SOLE		86,595	0	0
GREAT SOUTHERN BANCORP INC	COMMON STOCK USD.01	390905107	629	13,889	SH		SOLE		13,889	0	0
GREAT WESTERN BANCORP INC	COMMON STOCK USD.01	391416104	1,413	48,702	SH		SOLE		48,702	0	0
GREATBATCH INC	COMMON STOCK USD.001	39153L106	442	8,417	SH		SOLE		8,417	0	0
GREENBRIER COMPANIES INC	COMMON STOCK	393657101	1,883	57,737	SH		SOLE		57,737	0	0
H+R BLOCK INC	COMMON STOCK	093671105	863	25,900	SH		SOLE		25,900	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	462	15,700	SH		SOLE		15,700	0	0
HANGER INC	COMMON STOCK USD.01	41043F208	2,374	144,293	SH		SOLE		144,293	0	0
HANOVER INSURANCE GROUP INC/	COMMON STOCK USD.01	410867105	2,383	29,300	SH		SOLE		29,300	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,060	49,462	SH		SOLE		49,462	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	12,342	182,486	SH		SOLE		182,486	0	0
HCI GROUP INC	COMMON STOCK	40416E103	1,259	36,123	SH		SOLE		36,123	0	0
HCP INC	REIT USD1.	40414L109	2,547	66,600	SH		SOLE		66,600	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	975	34,424	SH		SOLE		34,424	0	0
HEARTLAND PAYMENT SYSTEMS IN	COMMON STOCK USD.001	42235N108	398	4,200	SH		SOLE		4,200	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	1,381	8,727	SH		SOLE		8,727	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	1,616	74,060	SH		SOLE		74,060	0	0
HESKA CORP	COMMON STOCK USD.001	42805E306	1,148	29,691	SH		SOLE		29,691	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	15,829	326,497	SH		SOLE		326,497	0	0
HEWLETT PACKARD ENTERPRIS	COMMON STOCK USD.01	42824C109	2,595	170,746	SH		SOLE		170,746	0	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	630	20,845	SH		SOLE		20,845	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	2,208	45,943	SH		SOLE		45,943	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	3,347	83,900	SH		SOLE		83,900	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	4,740	122,500	SH		SOLE		122,500	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	24,907	188,331	SH		SOLE		188,331	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	14,799	142,890	SH		SOLE		142,890	0	0
HORMEL FOODS CORP	COMMON STOCK USD.0586	440452100	5,788	73,194	SH		SOLE		73,194	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	8,242	315,200	SH		SOLE		315,200	0	0
HP INC	COMMON STOCK USD.01	40434L105	2,623	221,512	SH		SOLE		221,512	0	0
HRG GROUP INC	COMMON STOCK USD.01	40434J100	4,073	300,400	SH		SOLE		300,400	0	0
HSN INC	COMMON STOCK USD.01	404303109	3,555	70,151	SH		SOLE		70,151	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	2,020	182,668	SH		SOLE		182,668	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	7,915	62,400	SH		SOLE		62,400	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	1,298	114,200	SH		SOLE		114,200	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	322	6,147	SH		SOLE		6,147	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	2,486	41,400	SH		SOLE		41,400	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	13,939	1,780,186	SH		SOLE		182,618	0	1,597,568
ICU MEDICAL INC	COMMON STOCK USD.1	44930G107	1,046	9,272	SH		SOLE		9,272	0	0
IDACORP INC	COMMON STOCK	451107106	1,836	26,994	SH		SOLE		26,994	0	0
IMPERVA INC	COMMON STOCK USD.0001	45321L100	298	4,705	SH		SOLE		4,705	0	0
INC RESEARCH HOLDINGS INC A	COMMON STOCK USD.01	45329R109	1,509	31,100	SH		SOLE		31,100	0	0
INFINITY PROPERTY + CASUALTY	COMMON STOCK	45665Q103	1,163	14,147	SH		SOLE		14,147	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	8,581	155,200	SH		SOLE		155,200	0	0
INGRAM MICRO INC CL A	COMMON STOCK USD.01	457153104	817	26,900	SH		SOLE		26,900	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	10,638	111,000	SH		SOLE		111,000	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	1,118	44,503	SH		SOLE		44,503	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	1,215	42,427	SH		SOLE		42,427	0	0
INTEGRATED DEVICE TECH INC	COMMON STOCK USD.001	458118106	3,177	120,582	SH		SOLE		120,582	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	19,678	571,194	SH		SOLE		571,194	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	2,255	8,800	SH		SOLE		8,800	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	3,569	72,768	SH		SOLE		72,768	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	460146103	3,015	79,978	SH		SOLE		79,978	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	8,625	62,670	SH		SOLE		62,670	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	3,128	32,412	SH		SOLE		32,412	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	1,754	52,400	SH		SOLE		52,400	0	0
INVESTORS BANCORP INC	COMMON STOCK USD.01	46146L101	590	47,453	SH		SOLE		47,453	0	0
ISHARES MSCI AUSTRALIA ETF	ISHARES MSCI AUSTRALIA ETF	464286103	34,267	1,807,349	SH		SOLE		1,807,349	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	25,103	779,843	SH		SOLE		478,071	0	301,772
ISHARES MSCI GERMANY ETF	ISHARES MSCI GERMANY ETF	464286806	4,533	173,065	SH		SOLE		173,065	0	0
ISHARES MSCI HONG KONG ETF	ISHARES MSCI HONG KONG ETF	464286871	34,511	1,741,220	SH		SOLE		1,741,220	0	0
ISHARES MSCI INDIA ETF	ISHARES MSCI INDIA ETF	46429B598	3,699	134,307	SH		SOLE		0	0	134,307
ISHARES MSCI JAPAN ETF	ISHARES MSCI JAPAN ETF	464286848	68,920	5,686,504	SH		SOLE		5,686,504	0	0
ISHARES MSCI SPAIN CAPPED ETF	ISHARES MSCI SPAIN CAPPED ET	464286764	4,563	161,403	SH		SOLE		161,403	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	2,716	32,990	SH		SOLE		32,990	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	11,096	476,420	SH		SOLE		476,420	0	0
JACK HENRY + ASSOCIATES INC	COMMON STOCK USD.01	426281101	3,255	41,700	SH		SOLE		41,700	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	4,311	56,200	SH		SOLE		56,200	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.	469814107	4,836	115,286	SH		SOLE		115,286	0	0
JANUS CAPITAL GROUP INC	COMMON STOCK USD.01	47102X105	865	61,382	SH		SOLE		61,382	0	0
JARDEN CORP	COMMON STOCK USD.01	471109108	1,251	21,900	SH		SOLE		21,900	0	0
JOHN B. SANFILIPPO + SON INC	COMMON STOCK USD.01	800422107	396	7,323	SH		SOLE		7,323	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	25,523	248,471	SH		SOLE		248,471	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	10,695	66,900	SH		SOLE		66,900	0	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	47,025	712,176	SH		SOLE		712,176	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	6,859	248,512	SH		SOLE		248,512	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	988	24,340	SH		SOLE		24,340	0	0
KEURIG GREEN MOUNTAIN INC	COMMON STOCK USD.1	49271M100	2,888	32,100	SH		SOLE		32,100	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,931	72,967	SH		SOLE		72,967	0	0
KING DIGITAL ENTERTAINMENT P	COMMON STOCK USD.000149	G5258J109	606	33,900	SH		SOLE		33,900	0	0
KLA TENCOR CORP	COMMON STOCK USD.001	482480100	409	5,900	SH		SOLE		5,900	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	4,371	91,769	SH		SOLE		91,769	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,867	56,270	SH		SOLE		56,270	0	0
KRISPY KREME DOUGHNUTS INC	COMMON STOCK	501014104	1,357	90,064	SH		SOLE		90,064	0	0
KROGER CO	COMMON STOCK USD1.	501044101	8,587	205,273	SH		SOLE		205,273	0	0
L 3 COMMUNICATIONS HOLDINGS	COMMON STOCK USD.01	502424104	5,940	49,703	SH		SOLE		49,703	0	0
LA Z BOY INC	COMMON STOCK USD1.	505336107	847	34,672	SH		SOLE		34,672	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	8,361	105,273	SH		SOLE		105,273	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	3,595	61,300	SH		SOLE		61,300	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	4,103	102,261	SH		SOLE		102,261	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	2,084	82,835	SH		SOLE		82,835	0	0
LAZARD LTD CL A	MLP USD.01	G54050102	2,260	50,200	SH		SOLE		50,200	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	2,543	20,700	SH		SOLE		20,700	0	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	5,551	141,500	SH		SOLE		141,500	0	0
LENDINGTREE INC	COMMON STOCK USD.01	52603B107	1,320	14,790	SH		SOLE		14,790	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	7,425	151,800	SH		SOLE		151,800	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	1,931	111,026	SH		SOLE		111,026	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	10,813	198,922	SH		SOLE		198,922	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	8,573	313,800	SH		SOLE		313,800	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	2,022	18,654	SH		SOLE		18,654	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	2,337	46,489	SH		SOLE		46,489	0	0
LINKEDIN CORP A	COMMON STOCK USD.0001	53578A108	743	3,300	SH		SOLE		3,300	0	0
LIVANOVA PLC	COMMON STOCK GBP1.0	G5509L101	2,630	44,293	SH		SOLE		44,293	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	10,680	140,452	SH		SOLE		140,452	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	11,342	130,520	SH		SOLE		130,520	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	801	36,526	SH		SOLE		36,526	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	1,701	48,635	SH		SOLE		48,635	0	0
MALLINCKRODT PLC	COMMON STOCK USD.2	G5785G107	1,290	17,289	SH		SOLE		17,289	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	3,028	45,763	SH		SOLE		45,763	0	0
MANITOWOC COMPANY INC	COMMON STOCK USD.01	563571108	3,155	205,543	SH		SOLE		205,543	0	0
MARATHON OIL CORP	COMMON STOCK USD1.	565849106	847	67,300	SH		SOLE		67,300	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	1,680	32,414	SH		SOLE		32,414	0	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	1,227	11,000	SH		SOLE		11,000	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	2,245	39,424	SH		SOLE		39,424	0	0
MASCO CORP	COMMON STOCK USD1.	574599106	7,197	254,300	SH		SOLE		254,300	0	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	7,243	74,398	SH		SOLE		74,398	0	0
MATRIX SERVICE CO	COMMON STOCK USD.01	576853105	1,968	95,807	SH		SOLE		95,807	0	0
MATSON INC	COMMON STOCK	57686G105	2,694	63,195	SH		SOLE		63,195	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,374	42,453	SH		SOLE		42,453	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	14,586	123,460	SH		SOLE		123,460	0	0
MDC PARTNERS INC A	COMMON STOCK	552697104	713	32,840	SH		SOLE		32,840	0	0
MEDASSETS INC	COMMON STOCK USD.01	584045108	405	13,100	SH		SOLE		13,100	0	0
MEDIVATION INC	COMMON STOCK USD.01	58501N101	1,958	40,500	SH		SOLE		40,500	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	4,572	63,800	SH		SOLE		63,800	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	16,899	219,695	SH		SOLE		219,695	0	0
MENTOR GRAPHICS CORP	COMMON STOCK	587200106	3,029	164,462	SH		SOLE		164,462	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	23,771	450,029	SH		SOLE		450,029	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	1,342	39,470	SH		SOLE		39,470	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,145	35,962	SH		SOLE		35,962	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	19,410	402,622	SH		SOLE		402,622	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	68	200	SH		SOLE		200	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.	552848103	885	100,200	SH		SOLE		100,200	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK	G60754101	2,982	74,440	SH		SOLE		74,440	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	2,640	186,475	SH		SOLE		186,475	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	56,894	1,025,487	SH		SOLE		1,025,487	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	1,451	8,092	SH		SOLE		8,092	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	2,715	29,900	SH		SOLE		29,900	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	942	100,565	SH		SOLE		100,565	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	4,536	98,920	SH		SOLE		98,920	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	1,164	32,337	SH		SOLE		32,337	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	2,801	14,792	SH		SOLE		14,792	0	0
MOLINA HEALTHCARE INC	COMMON STOCK USD.001	60855R100	1,281	21,300	SH		SOLE		21,300	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	570	25,084	SH		SOLE		25,084	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	14,878	331,810	SH		SOLE		331,810	0	0
MOOG INC CLASS A	COMMON STOCK USD1.	615394202	552	9,104	SH		SOLE		9,104	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	1,994	62,697	SH		SOLE		62,697	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	5,683	205,976	SH		SOLE		205,976	0	0
MOVADO GROUP INC	COMMON STOCK USD.01	624580106	510	19,849	SH		SOLE		19,849	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	5,186	231,003	SH		SOLE		231,003	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	1,892	35,000	SH		SOLE		35,000	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	11,267	193,696	SH		SOLE		193,696	0	0
NATIONAL CINEMEDIA INC	COMMON STOCK USD.01	635309107	778	49,522	SH		SOLE		49,522	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.	636180101	1,834	42,900	SH		SOLE		42,900	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	6,284	156,900	SH		SOLE		156,900	0	0
NAUTILUS INC	COMMON STOCK	63910B102	1,128	67,491	SH		SOLE		67,491	0	0
NCI BUILDING SYSTEMS INC	COMMON STOCK USD.01	628852204	980	78,958	SH		SOLE		78,958	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	5,333	218,020	SH		SOLE		218,020	0	0
NEENAH PAPER INC	COMMON STOCK USD.01	640079109	1,315	21,064	SH		SOLE		21,064	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	2,867	108,075	SH		SOLE		108,075	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	37,137	204,904	SH		SOLE		80,080	0	124,824
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	1,536	27,150	SH		SOLE		27,150	0	0
NEWELL RUBBERMAID INC	COMMON STOCK USD1.	651229106	12,635	286,649	SH		SOLE		286,649	0	0
NEWLINK GENETICS CORP	COMMON STOCK USD.01	651511107	1,114	30,624	SH		SOLE		30,624	0	0
NEWS CORP CLASS A	COMMON STOCK USD.01	65249B109	1,155	86,485	SH		SOLE		86,485	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	4,153	39,977	SH		SOLE		39,977	0	0
NIKE INC CL B	COMMON STOCK USD1.0	654106103	9,510	152,162	SH		SOLE		152,162	0	0
NORDIC AMERICAN TANKERS LTD	COMMON STOCK USD.01	G65773106	1,152	74,107	SH		SOLE		74,107	0	0
NORTHERN OIL AND GAS INC	COMMON STOCK USD.001	665531109	380	98,571	SH		SOLE		98,571	0	0
NUANCE COMMUNICATIONS INC	COMMON STOCK USD.001	67020Y100	2,693	135,400	SH		SOLE		135,400	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	3,094	76,762	SH		SOLE		76,762	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	1,424	43,205	SH		SOLE		43,205	0	0
NVR INC	COMMON STOCK USD.01	62944T105	822	500	SH		SOLE		500	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	346	46,997	SH		SOLE		46,997	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	19,441	287,539	SH		SOLE		287,539	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	5,970	227,100	SH		SOLE		227,100	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	3,292	94,100	SH		SOLE		94,100	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	739	33,304	SH		SOLE		33,304	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	2,005	26,500	SH		SOLE		26,500	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	1,625	65,900	SH		SOLE		65,900	0	0
OPHTHOTECH CORP	COMMON STOCK USD.001	683745103	669	8,514	SH		SOLE		8,514	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	21,248	581,662	SH		SOLE		581,662	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	891	138,360	SH		SOLE		138,360	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	1,066	29,233	SH		SOLE		29,233	0	0
OUTERWALL INC W/I	COMMON STOCK USD.001	690070107	745	20,395	SH		SOLE		20,395	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	710	15,100	SH		SOLE		15,100	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	1,619	92,944	SH		SOLE		92,944	0	0
OXFORD INDUSTRIES INC	COMMON STOCK USD1.	691497309	599	9,387	SH		SOLE		9,387	0	0
PACCAR INC	COMMON STOCK USD1.	693718108	1,934	40,800	SH		SOLE		40,800	0	0
PACIRA PHARMACEUTICALS INC	COMMON STOCK USD.001	695127100	997	12,989	SH		SOLE		12,989	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	826	13,100	SH		SOLE		13,100	0	0
PALO ALTO NETWORKS INC	COMMON STOCK USD.0001	697435105	898	5,100	SH		SOLE		5,100	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	1,008	14,800	SH		SOLE		14,800	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	6,446	66,472	SH		SOLE		66,472	0	0
PARTNERRE LTD	COMMON STOCK USD1.	G6852T105	810	5,800	SH		SOLE		5,800	0	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	1,571	29,700	SH		SOLE		29,700	0	0
PAYLOCITY HOLDING CORP	PRIVATE COMP USD.001	70438V106	336	8,281	SH		SOLE		8,281	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	2,304	63,635	SH		SOLE		63,635	0	0
PBF ENERGY INC CLASS A	COMMON STOCK USD.001	69318G106	673	18,289	SH		SOLE		18,289	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	926	40,914	SH		SOLE		40,914	0	0
PDF SOLUTIONS INC	COMMON STOCK USD.00015	693282105	325	29,990	SH		SOLE		29,990	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	775	27,651	SH		SOLE		27,651	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	2,322	54,840	SH		SOLE		54,840	0	0
PEPCO HOLDINGS INC	COMMON STOCK USD.01	713291102	1,968	75,647	SH		SOLE		75,647	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	18,141	181,558	SH		SOLE		181,558	0	0
PERRIGO CO PLC	COMMON STOCK NPV	G97822103	3,256	22,500	SH		SOLE		22,500	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	36,814	1,140,466	SH		SOLE		1,140,466	0	0
PGT INC	COMMON STOCK USD.01	69336V101	766	67,293	SH		SOLE		67,293	0	0
PHIBRO ANIMAL HEALTH CORP A	COMMON STOCK USD.001	71742Q106	834	27,689	SH		SOLE		27,689	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	13,114	149,170	SH		SOLE		149,170	0	0
PHILLIPS 66	COMMON STOCK	718546104	972	11,888	SH		SOLE		11,888	0	0
PIEDMONT NATURAL GAS CO	COMMON STOCK	720186105	696	12,200	SH		SOLE		12,200	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	1,765	79,900	SH		SOLE		79,900	0	0
PIPER JAFFRAY COS	COMMON STOCK USD.01	724078100	2,199	54,428	SH		SOLE		54,428	0	0
PLANET FITNESS INC CL A	COMMON STOCK USD.0001	72703H101	332	21,225	SH		SOLE		21,225	0	0
PLUM CREEK TIMBER CO	REIT USD.01	729251108	2,370	49,670	SH		SOLE		49,670	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	10,646	111,696	SH		SOLE		111,696	0	0
PNM RESOURCES INC	COMMON STOCK	69349H107	1,412	46,174	SH		SOLE		46,174	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	1,942	22,600	SH		SOLE		22,600	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	4,152	146,500	SH		SOLE		146,500	0	0
POSCO SPON ADR	ADR	693483109	4,800	135,746	SH		SOLE		135,746	0	0
POST PROPERTIES INC	REIT USD.01	737464107	2,668	45,100	SH		SOLE		45,100	0	0
PRECISION CASTPARTS CORP	COMMON STOCK	740189105	1,879	8,100	SH		SOLE		8,100	0	0
PREFERRED BANK/LOS ANGELES	COMMON STOCK	740367404	1,131	34,266	SH		SOLE		34,266	0	0
PRESTIGE BRANDS HOLDINGS INC	COMMON STOCK USD.01	74112D101	1,810	35,152	SH		SOLE		35,152	0	0
PRICELINE GROUP INC/THE	COMMON STOCK USD.008	741503403	1,147	900	SH		SOLE		900	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	26,537	334,178	SH		SOLE		334,178	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.	743315103	3,781	118,889	SH		SOLE		118,889	0	0
PROLOGIS INC	REIT USD.01	74340W103	3,153	73,455	SH		SOLE		73,455	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	7,268	151,850	SH		SOLE		151,850	0	0
PROTHENA CORP PLC	COMMON STOCK USD.01	G72800108	332	4,879	SH		SOLE		4,879	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	2,200	27,025	SH		SOLE		27,025	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	1,247	14,258	SH		SOLE		14,258	0	0
PTC INC	COMMON STOCK USD.01	69370C100	3,785	109,300	SH		SOLE		109,300	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	744573106	4,039	104,400	SH		SOLE		104,400	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,498	26,234	SH		SOLE		26,234	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	2,331	130,800	SH		SOLE		130,800	0	0
Q2 HOLDINGS INC	COMMON STOCK USD.0001	74736L109	359	13,609	SH		SOLE		13,609	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	1	144	SH		SOLE		0	0	144
QUAKER CHEMICAL CORP	COMMON STOCK USD1.	747316107	330	4,276	SH		SOLE		4,276	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	4,085	81,729	SH		SOLE		81,729	0	0
QUINTILES TRANSNATIONAL HOLD	COMMON STOCK USD.01	74876Y101	8,521	124,100	SH		SOLE		124,100	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	2,396	178,915	SH		SOLE		178,915	0	0
RALPH LAUREN CORP	COMMON STOCK USD.01	751212101	3,690	33,100	SH		SOLE		33,100	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	6,327	50,811	SH		SOLE		50,811	0	0
REALD INC	COMMON STOCK USD.0001	75604L105	295	28,000	SH		SOLE		28,000	0	0
REALTY INCOME CORP	REIT USD1.	756109104	2,076	40,200	SH		SOLE		40,200	0	0
REGAL BELOIT CORP	COMMON STOCK USD.01	758750103	743	12,700	SH		SOLE		12,700	0	0
REIS INC	COMMON STOCK USD.01	75936P105	672	28,321	SH		SOLE		28,321	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK	759509102	7,899	136,400	SH		SOLE		136,400	0	0
RENAISSANCERE HOLDINGS LTD	COMMON STOCK USD1.	G7496G103	3,339	29,500	SH		SOLE		29,500	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	2,329	52,947	SH		SOLE		52,947	0	0
RESMED INC	COMMON STOCK USD.004	761152107	3,919	73,000	SH		SOLE		73,000	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	2,276	127,159	SH		SOLE		127,159	0	0
REXNORD CORP	COMMON STOCK USD.01	76169B102	653	36,016	SH		SOLE		36,016	0	0
RLJ LODGING TRUST	REIT	74965L101	2,728	126,103	SH		SOLE		126,103	0	0
RMR GROUP INC/THE A	COMMON STOCK	74967R106	0	2	SH		SOLE		2	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	5,868	124,479	SH		SOLE		124,479	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	913	8,900	SH		SOLE		8,900	0	0
ROLLINS INC	COMMON STOCK USD1.	775711104	2,341	90,400	SH		SOLE		90,400	0	0
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	776696106	2,277	12,000	SH		SOLE		12,000	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	870	51,300	SH		SOLE		51,300	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	866	78,724	SH		SOLE		78,724	0	0
RYANAIR HOLDINGS PLC SP ADR	ADR	783513203	23,124	267,458	SH		SOLE		267,458	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	2,275	29,352	SH		SOLE		29,352	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	2,056	99,894	SH		SOLE		99,894	0	0
SAPIENS INTERNATIONAL CORP	COMMON STOCK USD.01	N7716A151	627	61,454	SH		SOLE		61,454	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	1,818	17,300	SH		SOLE		17,300	0	0
SCANSOURCE INC	COMMON STOCK	806037107	592	18,361	SH		SOLE		18,361	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	24,666	353,634	SH		SOLE		353,634	0	0
SCHWEITZER MAUDUIT INTL INC	COMMON STOCK USD.1	808541106	1,597	38,038	SH		SOLE		38,038	0	0
SCOTTS MIRACLE GRO CO CL A	COMMON STOCK USD.01	810186106	2,574	39,900	SH		SOLE		39,900	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	4,897	88,700	SH		SOLE		88,700	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	2,933	80,002	SH		SOLE		80,002	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	2,578	57,807	SH		SOLE		57,807	0	0
SEATTLE GENETICS INC	COMMON STOCK USD.001	812578102	790	17,600	SH		SOLE		17,600	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,433	72,304	SH		SOLE		72,304	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	2,489	26,479	SH		SOLE		26,479	0	0
SERVICEMASTER GLOBAL HOLDING	COMMON STOCK USD.01	81761R109	1,444	36,800	SH		SOLE		36,800	0	0
SHENANDOAH TELECOMMUNICATION	COMMON STOCK	82312B106	451	10,473	SH		SOLE		10,473	0	0
SHIP FINANCE INTL LTD	COMMON STOCK USD1.	G81075106	697	42,071	SH		SOLE		42,071	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	10,241	52,669	SH		SOLE		52,669	0	0
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	829226109	2,167	66,600	SH		SOLE		66,600	0	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	961	17,500	SH		SOLE		17,500	0	0
SKECHERS USA INC CL A	COMMON STOCK USD.001	830566105	1,190	39,400	SH		SOLE		39,400	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.	831865209	7,960	103,900	SH		SOLE		103,900	0	0
SMITH + WESSON HOLDING CORP	COMMON STOCK USD.001	831756101	1,060	48,238	SH		SOLE		48,238	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	6,171	36,000	SH		SOLE		36,000	0	0
SOLARWINDS INC	COMMON STOCK USD.001	83416B109	1,690	28,700	SH		SOLE		28,700	0	0
SOLERA HOLDINGS INC	COMMON STOCK USD.01	83421A104	603	11,000	SH		SOLE		11,000	0	0
SORRENTO THERAPEUTICS INC	COMMON STOCK USD.0001	83587F202	346	39,757	SH		SOLE		39,757	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	3,488	74,546	SH		SOLE		74,546	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	3,256	75,619	SH		SOLE		75,619	0	0
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	2,459	22,917	SH		SOLE		22,917	0	0
SPDR S+P500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	4,716	23,131	SH		SOLE		23,131	0	0
SPEEDWAY MOTORSPORTS INC	COMMON STOCK USD.01	847788106	1,055	50,938	SH		SOLE		50,938	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	3,134	62,600	SH		SOLE		62,600	0	0
SS+C TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	2,388	34,973	SH		SOLE		34,973	0	0
ST JUDE MEDICAL INC	COMMON STOCK USD.1	790849103	3,472	56,210	SH		SOLE		56,210	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	1,707	15,576	SH		SOLE		15,576	0	0
STANCORP FINANCIAL GROUP	COMMON STOCK	852891100	410	3,600	SH		SOLE		3,600	0	0
STANLEY BLACK + DECKER INC	COMMON STOCK USD2.5	854502101	2,654	24,865	SH		SOLE		24,865	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	1,003	105,930	SH		SOLE		105,930	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	9,134	152,150	SH		SOLE		152,150	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	3,837	214,700	SH		SOLE		214,700	0	0
STERIS PLC	COMMON STOCK	G84720104	2,659	35,295	SH		SOLE		35,295	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	2,835	30,500	SH		SOLE		30,500	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	753	43,542	SH		SOLE		43,542	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	4,167	97,271	SH		SOLE		97,271	0	0
SUPERIOR ENERGY SERVICES INC	COMMON STOCK USD.001	868157108	1,511	112,200	SH		SOLE		112,200	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	852	63,414	SH		SOLE		63,414	0	0
SYMETRA FINANCIAL CORP	COMMON STOCK USD.01	87151Q106	1,312	41,300	SH		SOLE		41,300	0	0
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	87165B103	707	23,261	SH		SOLE		23,261	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	2,814	61,700	SH		SOLE		61,700	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	3,174	44,400	SH		SOLE		44,400	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	34,821	1,530,614	SH		SOLE		637,709	0	892,905
TARGET CORP	COMMON STOCK USD.0833	87612E106	16,113	221,911	SH		SOLE		221,911	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	1,288	19,400	SH		SOLE		19,400	0	0
TECO ENERGY INC	COMMON STOCK USD1.	872375100	405	15,200	SH		SOLE		15,200	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	6,102	490,893	SH		SOLE		437,587	0	53,306
TESORO CORP	COMMON STOCK USD.167	881609101	1,252	11,883	SH		SOLE		11,883	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	8,975	163,749	SH		SOLE		163,749	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	13,824	329,064	SH		SOLE		329,064	0	0
THOMPSON CREEK METALS CO INC	COMMON STOCK NPV	884768102	64	316,386	SH		SOLE		260,873	0	55,513
TIFFANY + CO	COMMON STOCK USD.01	886547108	5,901	77,351	SH		SOLE		77,351	0	0
TIME INC	COMMON STOCK USD.01	887228104	1,387	88,500	SH		SOLE		88,500	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	297	1,600	SH		SOLE		1,600	0	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	4,920	69,387	SH		SOLE		69,387	0	0
TRAVELERS COS INC/THE	COMMON STOCK	89417E109	14,383	127,439	SH		SOLE		127,439	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD.01	896522109	2,906	121,000	SH		SOLE		121,000	0	0
TYLER TECHNOLOGIES INC	COMMON STOCK USD.01	902252105	1,499	8,600	SH		SOLE		8,600	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	6,970	130,704	SH		SOLE		130,704	0	0
UDR INC	REIT USD.01	902653104	214	5,700	SH		SOLE		5,700	0	0
UGI CORP	COMMON STOCK	902681105	6,381	189,000	SH		SOLE		189,000	0	0
ULTRAGENYX PHARMACEUTICAL IN	COMMON STOCK USD.001	90400D108	818	7,292	SH		SOLE		7,292	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	1,547	97,300	SH		SOLE		97,300	0	0
UNDER ARMOUR INC CLASS A	COMMON STOCK USD.000333	904311107	919	11,400	SH		SOLE		11,400	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	11,813	151,066	SH		SOLE		151,066	0	0
UNITED INSURANCE HOLDINGS CO	COMMON STOCK USD.0001	910710102	444	25,974	SH		SOLE		25,974	0	0
UNITED NATURAL FOODS INC	COMMON STOCK USD.01	911163103	874	22,200	SH		SOLE		22,200	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	6,281	86,589	SH		SOLE		86,589	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	8,211	85,466	SH		SOLE		85,466	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	3,602	23,000	SH		SOLE		23,000	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	21,198	180,192	SH		SOLE		180,192	0	0
US BANCORP	COMMON STOCK USD.01	902973304	10,571	247,744	SH		SOLE		247,744	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	15,538	295,068	SH		SOLE		295,068	0	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	342	18,233	SH		SOLE		18,233	0	0
UTI WORLDWIDE INC	COMMON STOCK	G87210103	403	57,300	SH		SOLE		57,300	0	0
VAIL RESORTS INC	COMMON STOCK USD.01	91879Q109	1,340	10,470	SH		SOLE		10,470	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	12,651	178,918	SH		SOLE		178,918	0	0
VALIDUS HOLDINGS LTD	COMMON STOCK USD.175	G9319H102	1,444	31,200	SH		SOLE		31,200	0	0
VALMONT INDUSTRIES	COMMON STOCK USD1.	920253101	7,824	73,800	SH		SOLE		73,800	0	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	981	30,000	SH		SOLE		30,000	0	0
VANGUARD S+P 500 ETF	VANGUARD S+P 500 ETF	922908363	201,697	1,079,000	SH		SOLE		1,079,000	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	763	18,819	SH		SOLE		18,819	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	9,588	109,748	SH		SOLE		109,748	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	22,209	480,512	SH		SOLE		480,512	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	3,363	81,700	SH		SOLE		81,700	0	0
VIRTUS INVESTMENT PARTNERS	COMMON STOCK USD.01	92828Q109	723	6,152	SH		SOLE		6,152	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	16,867	217,502	SH		SOLE		217,502	0	0
VMWARE INC CLASS A	COMMON STOCK USD.01	928563402	1,742	30,800	SH		SOLE		30,800	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	2,232	188,705	SH		SOLE		188,705	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	11,683	190,580	SH		SOLE		190,580	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	26,200	249,338	SH		SOLE		249,338	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	3,345	62,676	SH		SOLE		62,676	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	1,012	50,551	SH		SOLE		50,551	0	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	2,867	59,365	SH		SOLE		59,365	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	1,109	21,606	SH		SOLE		21,606	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	23,013	423,349	SH		SOLE		423,349	0	0
WEST CORP	COMMON STOCK USD.001	952355204	316	14,673	SH		SOLE		14,673	0	0
WESTERN ALLIANCE BANCORP	COMMON STOCK USD.0001	957638109	918	25,591	SH		SOLE		25,591	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	5,421	90,274	SH		SOLE		90,274	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	1,438	40,384	SH		SOLE		40,384	0	0
WESTROCK CO	COMMON STOCK	96145D105	5,778	126,655	SH		SOLE		126,655	0	0
WGL HOLDINGS INC	COMMON STOCK	92924F106	1,380	21,910	SH		SOLE		21,910	0	0
WHITEWAVE FOODS CO	COMMON STOCK USD.01	966244105	1,856	47,700	SH		SOLE		47,700	0	0
WHOLE FOODS MARKET INC	COMMON STOCK	966837106	1,086	32,409	SH		SOLE		32,409	0	0
WILEY (JOHN) + SONS CLASS A	COMMON STOCK USD1.	968223206	1,333	29,600	SH		SOLE		29,600	0	0
WIX.COM LTD	COMMON STOCK ILS.01	M98068105	417	18,338	SH		SOLE		18,338	0	0
WMIH CORP	COMMON STOCK USD.00001	92936P100	508	196,186	SH		SOLE		196,172	0	14
WORLD ACCEPTANCE CORP	COMMON STOCK	981419104	476	12,841	SH		SOLE		12,841	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	2,573	66,900	SH		SOLE		66,900	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK	981811102	5,391	178,854	SH		SOLE		178,854	0	0
WP CAREY INC	REIT USD.001	92936U109	1,310	22,200	SH		SOLE		22,200	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	11,128	153,173	SH		SOLE		153,173	0	0
YOUKU TUDOU INC ADR	ADR	98742U100	410	15,100	SH		SOLE		15,100	0	0
YUM BRANDS INC	COMMON STOCK	988498101	2,922	40,006	SH		SOLE		40,006	0	0