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	14,326	85,972	SH		SOLE		85,972	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	7,076	123,887	SH		SOLE		123,887	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	943	9,941	SH		SOLE		9,941	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	4,730	40,987	SH		SOLE		40,987	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	471	17,804	SH		SOLE		17,804	0	0
ACUITY BRANDS INC	COMMON STOCK USD.01	00508Y102	196	900	SH		SOLE		900	0	0
ADOBE SYSTEMS INC	COMMON STOCK USD.0001	00724F101	1,324	14,116	SH		SOLE		14,116	0	0
ADT CORP/THE	COMMON STOCK USD.01	00101J106	5,327	129,107	SH		SOLE		129,107	0	0
AECOM	COMMON STOCK USD.01	00766T100	11,121	361,200	SH		SOLE		361,200	0	0
AES CORP	COMMON STOCK USD.01	00130H105	1,548	131,200	SH		SOLE		131,200	0	0
AGL RESOURCES INC	COMMON STOCK USD5.	001204106	306	4,700	SH		SOLE		4,700	0	0
AGREE REALTY CORP	REIT USD.0001	008492100	812	21,104	SH		SOLE		21,104	0	0
AIRGAS INC	COMMON STOCK USD.01	009363102	935	6,600	SH		SOLE		6,600	0	0
ALAMO GROUP INC	COMMON STOCK USD.1	011311107	568	10,195	SH		SOLE		10,195	0	0
ALARM.COM HOLDINGS INC	COMMON STOCK	011642105	196	8,282	SH		SOLE		8,282	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	6,799	82,900	SH		SOLE		82,900	0	0
ALERE INC	COMMON STOCK USD.001	01449J105	375	7,400	SH		SOLE		7,400	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	2,399	26,400	SH		SOLE		26,400	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	25,540	95,288	SH		SOLE		95,288	0	0
ALLIANCE FIBER OPTIC PRODUCT	COMMON STOCK USD.001	018680306	743	50,247	SH		SOLE		50,247	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	4,627	171,500	SH		SOLE		171,500	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	9,910	12,990	SH		SOLE		12,990	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	52,488	70,458	SH		SOLE		70,458	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	12,451	198,701	SH		SOLE		198,701	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	1,455	62,193	SH		SOLE		61,703	0	490
AMAZON.COM INC	COMMON STOCK USD.01	023135106	28,535	48,068	SH		SOLE		48,068	0	0
AMBARELLA INC	COMMON STOCK USD.00045	G037AX101	724	16,202	SH		SOLE		16,202	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	2,422	37,300	SH		SOLE		37,300	0	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	2,477	41,000	SH		SOLE		41,000	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	12,345	301,033	SH		SOLE		275,045	0	25,988
AMERICAN EAGLE OUTFITTERS	COMMON STOCK USD.01	02553E106	1,120	67,200	SH		SOLE		67,200	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	4,939	74,387	SH		SOLE		74,387	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	25,572	473,114	SH		SOLE		473,114	0	0
AMERICAN NATIONAL INSURANCE	COMMON STOCK USD1.	028591105	1,340	11,600	SH		SOLE		11,600	0	0
AMERICAN STATES WATER CO	COMMON STOCK	029899101	466	11,830	SH		SOLE		11,830	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	5,931	57,941	SH		SOLE		57,941	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	2,552	27,144	SH		SOLE		27,144	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	1,965	37,392	SH		SOLE		37,392	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	7,651	88,402	SH		SOLE		88,402	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	14,602	97,395	SH		SOLE		97,395	0	0
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	031652100	550	93,422	SH		SOLE		93,422	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	2,010	59,802	SH		SOLE		59,802	0	0
AMSURG CORP	COMMON STOCK	03232P405	2,186	29,300	SH		SOLE		29,300	0	0
AMTRUST FINANCIAL SERVICES	COMMON STOCK USD.01	032359309	2,609	100,800	SH		SOLE		100,800	0	0
ANCHOR BANCORP WISCONSIN INC	COMMON STOCK USD.01	03283P106	1,345	29,860	SH		SOLE		29,860	0	0
ANGIODYNAMICS INC	COMMON STOCK USD.01	03475V101	1,222	99,447	SH		SOLE		99,447	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	472	34,482	SH		SOLE		34,482	0	0
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	468	13,893	SH		SOLE		13,893	0	0
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,924	43,017	SH		SOLE		43,017	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	8,959	64,458	SH		SOLE		64,458	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,390	85,250	SH		SOLE		85,250	0	0
APOLLO EDUCATION GROUP INC	COMMON STOCK	037604105	283	34,500	SH		SOLE		34,500	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	68,992	633,009	SH		SOLE		633,009	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	885	40,999	SH		SOLE		40,999	0	0
ARGAN INC	COMMON STOCK USD.15	04010E109	2,316	65,869	SH		SOLE		65,869	0	0
ARRIS INTERNATIONAL PLC	COMMON STOCK GBP.0001	G0551A103	4,451	194,200	SH		SOLE		194,200	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.	042735100	11,523	178,900	SH		SOLE		178,900	0	0
ASBURY AUTOMOTIVE GROUP	COMMON STOCK USD.01	043436104	1,229	20,546	SH		SOLE		20,546	0	0
ASPEN INSURANCE HOLDINGS LTD	COMMON STOCK USD.001514456	G05384105	2,810	58,920	SH		SOLE		58,920	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	9,629	266,518	SH		SOLE		266,518	0	0
ASSURED GUARANTY LTD	COMMON STOCK USD.01	G0585R106	2,540	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	2,416	63,342	SH		SOLE		63,342	0	0
AT+T INC	COMMON STOCK USD1.	00206R102	20,414	521,171	SH		SOLE		521,171	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	840	2,000,000	SH		SOLE		2,000,000	0	0
ATLAS AIR WORLDWIDE HOLDINGS	COMMON STOCK USD.01	049164205	200	4,737	SH		SOLE		4,737	0	0
ATMEL CORP	COMMON STOCK USD.001	049513104	408	50,300	SH		SOLE		50,300	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	8,428	10,579	SH		SOLE		10,579	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	13,128	69,021	SH		SOLE		69,021	0	0
AVG TECHNOLOGIES	COMMON STOCK EUR.01	N07831105	1,483	71,487	SH		SOLE		71,487	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	684	25,000	SH		SOLE		25,000	0	0
BANCO MACRO SA ADR	ADR	05961W105	17,621	273,318	SH		SOLE		134,889	0	138,429
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	6,886	509,308	SH		SOLE		509,308	0	0
BAXALTA INC	COMMON STOCK USD.01	07177M103	307	7,600	SH		SOLE		7,600	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.	075887109	5,119	33,720	SH		SOLE		33,720	0	0
BED BATH + BEYOND INC	COMMON STOCK USD.01	075896100	6,036	121,600	SH		SOLE		121,600	0	0
BENCHMARK ELECTRONICS INC	COMMON STOCK USD.1	08160H101	1,845	80,052	SH		SOLE		80,052	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	13,937	98,234	SH		SOLE		98,234	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	4,203	129,574	SH		SOLE		129,574	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	3,527	77,880	SH		SOLE		77,880	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	4,059	15,592	SH		SOLE		15,592	0	0
BOEING CO/THE	COMMON STOCK USD5.	097023105	7,443	58,632	SH		SOLE		58,632	0	0
BOSTON PROPERTIES INC	REIT USD.01	101121101	1,518	11,943	SH		SOLE		11,943	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	2,054	44,700	SH		SOLE		44,700	0	0
BRISTOW GROUP INC	COMMON STOCK USD.01	110394103	666	35,176	SH		SOLE		35,176	0	0
BROADRIDGE FINANCIAL SOLUTIO	COMMON STOCK USD.01	11133T103	3,203	54,000	SH		SOLE		54,000	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	2,951	278,900	SH		SOLE		278,900	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	11,285	235,200	SH		SOLE		235,200	0	0
BUNGE LTD	COMMON STOCK USD.01	G16962105	1,927	34,000	SH		SOLE		34,000	0	0
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	12541W209	1,633	22,000	SH		SOLE		22,000	0	0
CABLEVISION SYSTEMS NY GRP A	COMMON STOCK USD.01	12686C109	403	12,200	SH		SOLE		12,200	0	0
CABOT CORP	COMMON STOCK USD1.	127055101	1,986	41,100	SH		SOLE		41,100	0	0
CABOT MICROELECTRONICS CORP	COMMON STOCK USD.001	12709P103	789	19,289	SH		SOLE		19,289	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	1,792	76,000	SH		SOLE		76,000	0	0
CAI INTERNATIONAL INC	COMMON STOCK USD.0001	12477X106	947	98,024	SH		SOLE		98,024	0	0
CAL MAINE FOODS INC	COMMON STOCK USD.01	128030202	1,860	35,832	SH		SOLE		35,832	0	0
CALAMP CORP	COMMON STOCK USD.01	128126109	538	29,987	SH		SOLE		29,987	0	0
CALATLANTIC GROUP INC	COMMON STOCK USD.01	128195104	1,045	31,271	SH		SOLE		31,271	0	0
CALERES INC	COMMON STOCK USD.01	129500104	857	30,299	SH		SOLE		30,299	0	0
CALIFORNIA RESOURCES CORP	COMMON STOCK USD.01	13057Q107	0	3	SH		SOLE		3	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	2,100	138,448	SH		SOLE		138,448	0	0
CAMBREX CORP	COMMON STOCK USD.1	132011107	324	7,357	SH		SOLE		7,357	0	0
CAMERON INTERNATIONAL CORP	COMMON STOCK USD.01	13342B105	4,909	73,213	SH		SOLE		73,213	0	0
CAMPBELL SOUP CO	COMMON STOCK USD.0375	134429109	2,909	45,603	SH		SOLE		45,603	0	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	936	13,116	SH		SOLE		13,116	0	0
CAPITAL BANK FINANCIAL CL A	COMMON STOCK	139794101	1,114	36,119	SH		SOLE		36,119	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	25,193	363,478	SH		SOLE		363,478	0	0
CARDINAL HEALTH INC	COMMON STOCK	14149Y108	2,212	26,989	SH		SOLE		26,989	0	0
CARLISLE COS INC	COMMON STOCK USD1.	142339100	3,423	34,400	SH		SOLE		34,400	0	0
CARMIKE CINEMAS INC	COMMON STOCK USD.03	143436400	412	13,700	SH		SOLE		13,700	0	0
CARRIZO OIL + GAS INC	COMMON STOCK USD.01	144577103	394	12,731	SH		SOLE		12,731	0	0
CATERPILLAR INC	COMMON STOCK USD1.	149123101	5,128	67,002	SH		SOLE		67,002	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	1,353	32,600	SH		SOLE		32,600	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	2,227	34,000	SH		SOLE		34,000	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	16,967	169,516	SH		SOLE		169,516	0	0
CEMEX SAB SPONS ADR PART CER	ADR	151290889	22,251	3,056,402	SH		SOLE		1,121,782	0	1,934,620
CENTENE CORP	COMMON STOCK USD.001	15135B101	2,629	42,700	SH		SOLE		42,700	0	0
CENTERPOINT ENERGY INC	COMMON STOCK USD.01	15189T107	5,184	247,800	SH		SOLE		247,800	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	1,118	247,870	SH		SOLE		176,734	0	71,136
CENTURY ALUMINUM COMPANY	COMMON STOCK USD.01	156431108	426	60,412	SH		SOLE		60,412	0	0
CHATHAM LODGING TRUST	REIT	16208T102	348	16,231	SH		SOLE		16,231	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	1,493	56,416	SH		SOLE		56,416	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	16,039	168,128	SH		SOLE		168,128	0	0
CHUBB LTD	COMMON STOCK	H1467J104	14,289	119,922	SH		SOLE		119,922	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	4,107	29,923	SH		SOLE		29,923	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.	172062101	1,248	19,100	SH		SOLE		19,100	0	0
CINTAS CORP	COMMON STOCK	172908105	7,512	83,644	SH		SOLE		83,644	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	3,576	98,202	SH		SOLE		98,202	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	33,638	1,181,530	SH		SOLE		1,181,530	0	0
CIT GROUP INC	COMMON STOCK USD.01	125581801	6,156	198,400	SH		SOLE		198,400	0	0
CITI TRENDS INC	COMMON STOCK USD.01	17306X102	758	42,527	SH		SOLE		42,527	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	32,207	771,420	SH		SOLE		771,420	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	11,622	147,903	SH		SOLE		147,903	0	0
CLOROX COMPANY	COMMON STOCK USD1.	189054109	1,034	8,200	SH		SOLE		8,200	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	21,523	463,958	SH		SOLE		463,958	0	0
COCA COLA ENTERPRISES	COMMON STOCK USD.01	19122T109	5,630	110,961	SH		SOLE		110,961	0	0
COLFAX CORP	COMMON STOCK USD.001	194014106	3,345	117,000	SH		SOLE		117,000	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.	194162103	12,769	180,729	SH		SOLE		180,729	0	0
COLUMBIA PIPELINE GROUP	COMMON STOCK USD.01	198280109	505	20,100	SH		SOLE		20,100	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	33,280	544,863	SH		SOLE		544,863	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	2,425	76,322	SH		SOLE		76,322	0	0
COMMUNITY HEALTH SYSTEMS INC	COMMON STOCK USD.01	203668108	818	44,200	SH		SOLE		44,200	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	822	19,034	SH		SOLE		19,034	0	0
COMSCORE INC	COMMON STOCK USD.001	20564W105	244	8,114	SH		SOLE		8,114	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	6,163	40,791	SH		SOLE		40,791	0	0
CONTROL4 CORP	COMMON STOCK USD.0001	21240D107	305	38,333	SH		SOLE		38,333	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	766	10,659	SH		SOLE		10,659	0	0
CORELOGIC INC	COMMON STOCK USD1.	21871D103	28	800	SH		SOLE		800	0	0
CORNING INC	COMMON STOCK USD.5	219350105	4,491	214,984	SH		SOLE		214,984	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	4,401	21,715	SH		SOLE		21,715	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	1,935	12,672	SH		SOLE		12,672	0	0
CRANE CO	COMMON STOCK USD1.	224399105	3,959	73,500	SH		SOLE		73,500	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.	228368106	6,734	135,800	SH		SOLE		135,800	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	18,063	174,135	SH		SOLE		174,135	0	0
DANA HOLDING CORP	COMMON STOCK USD.01	235825205	1,122	79,630	SH		SOLE		79,630	0	0
DEAN FOODS CO	COMMON STOCK USD.01	242370203	1,588	91,700	SH		SOLE		91,700	0	0
DEERE + CO	COMMON STOCK USD1.	244199105	1,515	19,682	SH		SOLE		19,682	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	246647101	588	38,578	SH		SOLE		38,578	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	3,221	42,940	SH		SOLE		42,940	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	28,877	593,198	SH		SOLE		593,198	0	0
DELUXE CORP	COMMON STOCK USD1.	248019101	2,660	42,571	SH		SOLE		42,571	0	0
DIAMOND RESORTS INTERNATIONA	COMMON STOCK USD.01	25272T104	91	3,750	SH		SOLE		3,750	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	9,778	114,230	SH		SOLE		114,230	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK	25746U109	5,256	69,964	SH		SOLE		69,964	0	0
DOW CHEMICAL CO W/D	COMMON STOCK USD2.5	260543103	11,577	227,630	SH		SOLE		227,630	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	1,444	47,775	SH		SOLE		47,775	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	9,668	108,121	SH		SOLE		108,121	0	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	4,615	76,200	SH		SOLE		76,200	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	1,329	14,658	SH		SOLE		14,658	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	631,257	9,969,322	SH		SOLE		9,969,322	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	4,730	58,632	SH		SOLE		58,632	0	0
DUNKIN BRANDS GROUP INC	COMMON STOCK USD.001	265504100	2,547	54,000	SH		SOLE		54,000	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	3,354	233,402	SH		SOLE		233,402	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,436	58,624	SH		SOLE		58,624	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	4,086	125,800	SH		SOLE		125,800	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	4,998	69,200	SH		SOLE		69,200	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	7	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	87	8,026	SH		SOLE		2,709	0	5,317
EBAY INC	COMMON STOCK USD.001	278642103	4,495	188,400	SH		SOLE		188,400	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	2,089	29,053	SH		SOLE		29,053	0	0
EL PASO ELECTRIC CO	COMMON STOCK	283677854	596	12,993	SH		SOLE		12,993	0	0
ELDORADO RESORTS INC	COMMON STOCK	28470R102	658	57,532	SH		SOLE		57,532	0	0
EMC CORP/MA	COMMON STOCK USD.01	268648102	4,336	162,696	SH		SOLE		162,696	0	0
EMC INS GROUP INC	COMMON STOCK USD1.	268664109	672	26,204	SH		SOLE		26,204	0	0
EMPIRE DISTRICT ELECTRIC CO	COMMON STOCK USD1.	291641108	304	9,200	SH		SOLE		9,200	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	386	13,128	SH		SOLE		13,128	0	0
ENDURANCE SPECIALTY HOLDINGS	COMMON STOCK USD1.0	G30397106	5,887	90,100	SH		SOLE		90,100	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	1,080	19,383	SH		SOLE		19,383	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	9,926	125,200	SH		SOLE		125,200	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	1,278	15,874	SH		SOLE		15,874	0	0
EPR PROPERTIES	REIT USD.01	26884U109	4,655	69,873	SH		SOLE		69,873	0	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	4,456	38,986	SH		SOLE		38,986	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	1,466	19,544	SH		SOLE		19,544	0	0
ESSENDANT INC	COMMON STOCK USD.1	296689102	589	18,433	SH		SOLE		18,433	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	2,800	134,600	SH		SOLE		134,600	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	3,819	16,329	SH		SOLE		16,329	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	7,448	78,969	SH		SOLE		78,969	0	0
EVERCORE PARTNERS INC CL A	COMMON STOCK USD.01	29977A105	2,534	48,959	SH		SOLE		48,959	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	10,701	54,200	SH		SOLE		54,200	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	3,383	57,981	SH		SOLE		57,981	0	0
EXELON CORP	COMMON STOCK	30161N101	12,309	343,260	SH		SOLE		343,260	0	0
EXPRESS INC	COMMON STOCK	30219E103	748	34,920	SH		SOLE		34,920	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	7,168	104,347	SH		SOLE		104,347	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	3,439	36,800	SH		SOLE		36,800	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	45,190	540,615	SH		SOLE		540,615	0	0
EZCORP INC	COMPANY GUAR 06/19 2.125	302301AB2	7,059	11,250,000	SH		SOLE		8,295,000	0	2,955,000
F5 NETWORKS INC	COMMON STOCK	315616102	1,545	14,600	SH		SOLE		14,600	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	30,420	266,606	SH		SOLE		266,606	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	1,136	7,500	SH		SOLE		7,500	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	1,118	7,165	SH		SOLE		7,165	0	0
FEDERAL SIGNAL CORP	COMMON STOCK USD1.	313855108	900	67,890	SH		SOLE		67,890	0	0
FEDERATED INVESTORS INC CL B	COMMON STOCK	314211103	819	28,400	SH		SOLE		28,400	0	0
FEDERATED NATIONAL HOLDING C	COMMON STOCK USD.01	31422T101	741	37,678	SH		SOLE		37,678	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	9,876	60,694	SH		SOLE		60,694	0	0
FIDELITY + GUARANTY LIFE	COMMON STOCK USD.01	315785105	506	19,300	SH		SOLE		19,300	0	0
FIFTH THIRD BANCORP	COMMON STOCK	316773100	1,395	83,605	SH		SOLE		83,605	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	2,745	72,030	SH		SOLE		72,030	0	0
FIRST BUSEY CORP	COMMON STOCK USD.001	319383204	325	15,863	SH		SOLE		15,863	0	0
FIRST COMMUNITY BANCSHARES	COMMON STOCK USD1.	31983A103	564	28,409	SH		SOLE		28,409	0	0
FIRST DEFIANCE FINL CORP	COMMON STOCK USD.01	32006W106	418	10,877	SH		SOLE		10,877	0	0
FIRST MIDWEST BANCORP INC/IL	COMMON STOCK USD.01	320867104	1,265	70,194	SH		SOLE		70,194	0	0
FIRST NBC BANK HOLDING CO	COMMON STOCK	32115D106	193	9,362	SH		SOLE		9,362	0	0
FIRST NIAGARA FINANCIAL GRP	COMMON STOCK USD.01	33582V108	22	2,270	SH		SOLE		2,270	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	4,726	131,400	SH		SOLE		131,400	0	0
FIRSTMERIT CORP	COMMON STOCK	337915102	341	16,200	SH		SOLE		16,200	0	0
FISERV INC	COMMON STOCK USD.01	337738108	1,779	17,339	SH		SOLE		17,339	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	179	19,491	SH		SOLE		19,491	0	0
FMC TECHNOLOGIES INC	COMMON STOCK USD.01	30249U101	1,778	65,000	SH		SOLE		65,000	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	10,713	166,100	SH		SOLE		166,100	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	8,458	626,495	SH		SOLE		626,495	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	9,397	240,644	SH		SOLE		240,644	0	0
FRESH DEL MONTE PRODUCE W/D	COMMON STOCK USD.01	G36738105	1,180	28,055	SH		SOLE		28,055	0	0
FRESH MARKET INC/THE	COMMON STOCK USD.01	35804H106	402	14,100	SH		SOLE		14,100	0	0
FULTON FINANCIAL CORP	COMMON STOCK USD2.5	360271100	1,461	109,200	SH		SOLE		109,200	0	0
FXCM INC	SR UNSECURED 06/18 2.25	302693AB2	7,320	12,200,000	SH		SOLE		8,215,000	0	3,985,000
GAP INC/THE	COMMON STOCK USD.05	364760108	1,915	65,146	SH		SOLE		65,146	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	2,493	27,900	SH		SOLE		27,900	0	0
GATX CORP	COMMON STOCK USD.625	361448103	2,636	55,500	SH		SOLE		55,500	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.	369550108	12,357	94,060	SH		SOLE		94,060	0	0
GENERAL ELECTRIC CO W/D	COMMON STOCK USD.06	369604103	15,964	502,177	SH		SOLE		502,177	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	12,458	396,385	SH		SOLE		396,385	0	0
GENERAL MOTORS CO WTS	CALL EXP 10JUL19	37045V126	2,427	177,681	SH		SOLE		177,681	0	0
GENTHERM INC	COMMON STOCK	37253A103	312	7,494	SH		SOLE		7,494	0	0
GIGAMON INC	COMMON STOCK USD.0001	37518B102	380	12,241	SH		SOLE		12,241	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	33,832	368,301	SH		SOLE		368,301	0	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	1,175	37,000	SH		SOLE		37,000	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	11,598	73,879	SH		SOLE		73,879	0	0
GOODYEAR TIRE + RUBBER CO	COMMON STOCK	382550101	5,301	160,720	SH		SOLE		160,720	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	2,362	132,334	SH		SOLE		132,334	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	1,015	86,595	SH		SOLE		86,595	0	0
GREAT SOUTHERN BANCORP INC	COMMON STOCK USD.01	390905107	516	13,889	SH		SOLE		13,889	0	0
GREAT WESTERN BANCORP INC	COMMON STOCK USD.01	391416104	1,328	48,702	SH		SOLE		48,702	0	0
GREENBRIER COMPANIES INC	COMMON STOCK	393657101	1,845	66,766	SH		SOLE		66,766	0	0
GROUP 1 AUTOMOTIVE INC	COMMON STOCK USD.01	398905109	1,663	28,332	SH		SOLE		28,332	0	0
H+E EQUIPMENT SERVICES INC	COMMON STOCK USD.01	404030108	471	26,854	SH		SOLE		26,854	0	0
HALLMARK FINL SERVICES INC	COMMON STOCK USD.18	40624Q203	208	18,118	SH		SOLE		18,118	0	0
HANOVER INSURANCE GROUP INC/	COMMON STOCK USD.01	410867105	1,931	21,400	SH		SOLE		21,400	0	0
HAVERTY FURNITURE	COMMON STOCK USD1.	419596101	1,047	49,462	SH		SOLE		49,462	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	17,445	223,508	SH		SOLE		223,508	0	0
HCI GROUP INC	COMMON STOCK	40416E103	462	13,875	SH		SOLE		13,875	0	0
HEADWATERS INC	COMMON STOCK USD.001	42210P102	567	28,578	SH		SOLE		28,578	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	1,063	34,424	SH		SOLE		34,424	0	0
HEARTLAND PAYMENT SYSTEMS IN	COMMON STOCK USD.001	42235N108	406	4,200	SH		SOLE		4,200	0	0
HELMERICH + PAYNE	COMMON STOCK USD.1	423452101	2,423	41,260	SH		SOLE		41,260	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	1,280	80,140	SH		SOLE		80,140	0	0
HERSHEY CO/THE	COMMON STOCK USD1.	427866108	1,900	20,630	SH		SOLE		20,630	0	0
HESS CORP	COMMON STOCK USD1.	42809H107	19,469	369,776	SH		SOLE		369,776	0	0
HEWLETT PACKARD ENTERPRIS	COMMON STOCK USD.01	42824C109	1,636	92,291	SH		SOLE		92,291	0	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	1,037	28,876	SH		SOLE		28,876	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	2,311	45,943	SH		SOLE		45,943	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	2,172	61,500	SH		SOLE		61,500	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	7,000	202,900	SH		SOLE		202,900	0	0
HOME BANCSHARES INC	COMMON STOCK USD.01	436893200	1,052	25,700	SH		SOLE		25,700	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	18,652	139,785	SH		SOLE		139,785	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.	438516106	20,415	182,193	SH		SOLE		182,193	0	0
HORMEL FOODS CORP	COMMON STOCK USD.01465	440452100	3,756	86,863	SH		SOLE		86,863	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	6,725	253,200	SH		SOLE		253,200	0	0
HSN INC	COMMON STOCK USD.01	404303109	3,670	70,151	SH		SOLE		70,151	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	3,526	369,600	SH		SOLE		369,600	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	9,120	66,600	SH		SOLE		66,600	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	915	68,800	SH		SOLE		68,800	0	0
HYSTER YALE MATERIALS	COMMON STOCK USD.01	449172105	409	6,147	SH		SOLE		6,147	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	942	20,000	SH		SOLE		20,000	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	11,999	1,675,834	SH		SOLE		78,266	0	1,597,568
ICU MEDICAL INC	COMMON STOCK USD.1	44930G107	929	8,920	SH		SOLE		8,920	0	0
IDACORP INC	COMMON STOCK	451107106	1,271	17,039	SH		SOLE		17,039	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	2,391	23,344	SH		SOLE		23,344	0	0
INC RESEARCH HOLDINGS INC A	COMMON STOCK USD.01	45329R109	1,249	30,300	SH		SOLE		30,300	0	0
INFINITY PROPERTY + CASUALTY	COMMON STOCK	45665Q103	1,139	14,147	SH		SOLE		14,147	0	0
INFRAREIT INC	REIT USD.01	45685L100	298	17,502	SH		SOLE		17,502	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.	G47791101	15,359	247,678	SH		SOLE		247,678	0	0
INGRAM MICRO INC CL A	COMMON STOCK USD.01	457153104	5,817	162,000	SH		SOLE		162,000	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	10,946	102,500	SH		SOLE		102,500	0	0
INSIGHT ENTERPRISES INC	COMMON STOCK USD.01	45765U103	958	33,439	SH		SOLE		33,439	0	0
INTEGRATED DEVICE TECH INC	COMMON STOCK USD.001	458118106	2,891	141,451	SH		SOLE		141,451	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	20,619	637,375	SH		SOLE		637,375	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	544	9,771	SH		SOLE		9,771	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	460146103	3,036	73,985	SH		SOLE		73,985	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	8,058	53,203	SH		SOLE		53,203	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	3,119	29,983	SH		SOLE		29,983	0	0
INVESTORS BANCORP INC	COMMON STOCK USD.01	46146L101	939	80,707	SH		SOLE		80,707	0	0
ISHARES MSCI AUSTRALIA ETF	ISHARES MSCI AUSTRALIA ETF	464286103	18,171	940,520	SH		SOLE		940,520	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	19,775	577,382	SH		SOLE		309,449	0	267,933
ISHARES MSCI HONG KONG ETF	ISHARES MSCI HONG KONG ETF	464286871	25,456	1,287,617	SH		SOLE		1,287,617	0	0
ISHARES MSCI INDIA ETF	ISHARES MSCI INDIA ETF	46429B598	3,642	134,307	SH		SOLE		0	0	134,307
ISHARES MSCI JAPAN ETF	ISHARES MSCI JAPAN ETF	464286848	64,440	5,647,721	SH		SOLE		5,647,721	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	2,032	32,990	SH		SOLE		32,990	0	0
JACK HENRY + ASSOCIATES INC	COMMON STOCK USD.01	426281101	3,527	41,700	SH		SOLE		41,700	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	639	10,000	SH		SOLE		10,000	0	0
JANUS CAPITAL GROUP INC	COMMON STOCK USD.01	47102X105	898	61,382	SH		SOLE		61,382	0	0
JARDEN CORP	COMMON STOCK USD.01	471109108	2,718	46,100	SH		SOLE		46,100	0	0
JAZZ PHARMACEUTICALS PLC	COMMON STOCK USD.0001	G50871105	1,371	10,500	SH		SOLE		10,500	0	0
JOHN B. SANFILIPPO + SON INC	COMMON STOCK USD.01	800422107	843	12,199	SH		SOLE		12,199	0	0
JOHNSON + JOHNSON	COMMON STOCK USD1.	478160104	25,519	235,854	SH		SOLE		235,854	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	4,083	34,800	SH		SOLE		34,800	0	0
JPMORGAN CHASE + CO	COMMON STOCK USD1.0	46625H100	42,831	723,249	SH		SOLE		723,249	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	1,424	55,810	SH		SOLE		55,810	0	0
KADANT INC	COMMON STOCK USD.01	48282T104	890	19,718	SH		SOLE		19,718	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	2,100	72,967	SH		SOLE		72,967	0	0
KLA TENCOR CORP	COMMON STOCK USD.001	482480100	2,874	39,470	SH		SOLE		39,470	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	2,429	52,117	SH		SOLE		52,117	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,592	56,270	SH		SOLE		56,270	0	0
KRATON PERFORMANCE POLYMERS	COMMON STOCK USD.01	50077C106	341	19,727	SH		SOLE		19,727	0	0
KRISPY KREME DOUGHNUTS INC	COMMON STOCK	501014104	1,404	90,064	SH		SOLE		90,064	0	0
KROGER CO	COMMON STOCK USD1.	501044101	6,811	178,067	SH		SOLE		178,067	0	0
L 3 COMMUNICATIONS HOLDINGS	COMMON STOCK USD.01	502424104	4,954	41,802	SH		SOLE		41,802	0	0
L BRANDS INC	COMMON STOCK USD.5	501797104	2,527	28,773	SH		SOLE		28,773	0	0
LA Z BOY INC	COMMON STOCK USD1.	505336107	927	34,672	SH		SOLE		34,672	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	27,492	332,835	SH		SOLE		332,835	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	2,597	40,200	SH		SOLE		40,200	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	703	39,232	SH		SOLE		39,232	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	1,847	72,966	SH		SOLE		72,966	0	0
LAZARD LTD CL A	MLP USD.01	G54050102	1,350	34,800	SH		SOLE		34,800	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	4,847	43,600	SH		SOLE		43,600	0	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	1,314	37,900	SH		SOLE		37,900	0	0
LENDINGTREE INC	COMMON STOCK USD.01	52603B107	1,925	19,690	SH		SOLE		19,690	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	5,300	109,600	SH		SOLE		109,600	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.	527288104	237	14,626	SH		SOLE		14,626	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	10,645	201,422	SH		SOLE		201,422	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	9,355	370,500	SH		SOLE		370,500	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	1,998	18,654	SH		SOLE		18,654	0	0
LIVANOVA PLC	COMMON STOCK GBP1.0	G5509L101	2,423	44,885	SH		SOLE		44,885	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	220	6,900	SH		SOLE		6,900	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	10,528	138,979	SH		SOLE		138,979	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	9,771	114,175	SH		SOLE		114,175	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	1,034	55,464	SH		SOLE		55,464	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	1,723	39,087	SH		SOLE		39,087	0	0
MALLINCKRODT PLC	COMMON STOCK USD.2	G5785G107	7,120	116,194	SH		SOLE		116,194	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	2,267	39,868	SH		SOLE		39,868	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	1,115	29,985	SH		SOLE		29,985	0	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	2,571	20,600	SH		SOLE		20,600	0	0
MARKIT LTD	COMMON STOCK USD.01	G58249106	105	2,970	SH		SOLE		2,970	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	1,618	23,976	SH		SOLE		23,976	0	0
MASCO CORP	COMMON STOCK USD1.	574599106	7,520	239,100	SH		SOLE		239,100	0	0
MASTERCARD INC CLASS A	COMMON STOCK USD.0001	57636Q104	12,865	136,142	SH		SOLE		136,142	0	0
MATRIX SERVICE CO	COMMON STOCK USD.01	576853105	826	46,686	SH		SOLE		46,686	0	0
MATSON INC	COMMON STOCK	57686G105	2,021	50,301	SH		SOLE		50,301	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	1,378	42,453	SH		SOLE		42,453	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	19,680	156,586	SH		SOLE		156,586	0	0
MDC PARTNERS INC A	COMMON STOCK	552697104	775	32,840	SH		SOLE		32,840	0	0
MEAD JOHNSON NUTRITION CO	COMMON STOCK USD.01	582839106	6,228	73,300	SH		SOLE		73,300	0	0
MEDIVATION INC	COMMON STOCK USD.01	58501N101	1,862	40,500	SH		SOLE		40,500	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	3,153	48,800	SH		SOLE		48,800	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	21,925	292,334	SH		SOLE		292,334	0	0
MENTOR GRAPHICS CORP	COMMON STOCK	587200106	3,344	164,462	SH		SOLE		164,462	0	0
MERCK + CO. INC.	COMMON STOCK USD.5	58933Y105	29,404	555,744	SH		SOLE		555,744	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	1,439	39,470	SH		SOLE		39,470	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,052	35,962	SH		SOLE		35,962	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	18,650	424,442	SH		SOLE		424,442	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	2,344	6,800	SH		SOLE		6,800	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK	G60754101	9,279	162,905	SH		SOLE		162,905	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	838	79,995	SH		SOLE		79,995	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	54,558	987,835	SH		SOLE		987,835	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	1,454	8,092	SH		SOLE		8,092	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	1,676	16,400	SH		SOLE		16,400	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	1,625	185,903	SH		SOLE		185,903	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	5,966	104,950	SH		SOLE		104,950	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	1,217	32,337	SH		SOLE		32,337	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	2,506	13,129	SH		SOLE		13,129	0	0
MOLINA HEALTHCARE INC	COMMON STOCK USD.001	60855R100	3,057	47,400	SH		SOLE		47,400	0	0
MONARCH CASINO + RESORT INC	COMMON STOCK USD.01	609027107	488	25,084	SH		SOLE		25,084	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	10,407	259,405	SH		SOLE		259,405	0	0
MONSANTO CO	COMMON STOCK USD.01	61166W101	1,953	22,259	SH		SOLE		22,259	0	0
MOOG INC CLASS A	COMMON STOCK USD1.	615394202	416	9,104	SH		SOLE		9,104	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	2,933	117,264	SH		SOLE		117,264	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	5,041	186,688	SH		SOLE		186,688	0	0
MOVADO GROUP INC	COMMON STOCK USD.01	624580106	1,318	47,866	SH		SOLE		47,866	0	0
MSCI INC	COMMON STOCK USD.01	55354G100	1,170	15,800	SH		SOLE		15,800	0	0
MURPHY OIL CORP	COMMON STOCK USD1.	626717102	8,166	324,194	SH		SOLE		324,194	0	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	375	10,021	SH		SOLE		10,021	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	12,812	193,005	SH		SOLE		193,005	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.	636180101	826	16,500	SH		SOLE		16,500	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	1,959	62,975	SH		SOLE		62,975	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	6,311	136,600	SH		SOLE		136,600	0	0
NATL HEALTH INVESTORS INC	REIT USD.01	63633D104	327	4,912	SH		SOLE		4,912	0	0
NAUTILUS INC	COMMON STOCK	63910B102	1,304	67,491	SH		SOLE		67,491	0	0
NCI BUILDING SYSTEMS INC	COMMON STOCK USD.01	628852204	1,364	96,030	SH		SOLE		96,030	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	9,907	331,000	SH		SOLE		331,000	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	2,728	99,977	SH		SOLE		99,977	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	31,262	217,729	SH		SOLE		92,011	0	125,718
NETSCOUT SYSTEMS INC	COMMON STOCK USD.001	64115T104	488	21,250	SH		SOLE		21,250	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	203	5,144	SH		SOLE		5,144	0	0
NEUSTAR INC CLASS A	COMMON STOCK USD.001	64126X201	415	16,874	SH		SOLE		16,874	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	9,116	205,826	SH		SOLE		205,826	0	0
NEWLINK GENETICS CORP	COMMON STOCK USD.01	651511107	281	15,455	SH		SOLE		15,455	0	0
NEWPORT CORP	COMMON STOCK USD.1167	651824104	607	26,400	SH		SOLE		26,400	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	4,376	36,982	SH		SOLE		36,982	0	0
NIKE INC CL B	COMMON STOCK USD1.0	654106103	4,059	66,035	SH		SOLE		66,035	0	0
NORDSTROM INC	COMMON STOCK	655664100	2,280	39,848	SH		SOLE		39,848	0	0
NORTEL NETWORKS CORP	COMPANY GUAR 04/14 2.125	656568AE2	850	1,000,000	SH		SOLE		525,000	0	475,000
NTELOS HOLDINGS CORP	COMMON STOCK USD.01	67020Q305	257	27,945	SH		SOLE		27,945	0	0
NUANCE COMMUNICATIONS INC	COMMON STOCK USD.001	67020Y100	1,577	84,400	SH		SOLE		84,400	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	8,195	173,260	SH		SOLE		173,260	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	2,917	81,868	SH		SOLE		81,868	0	0
NVR INC	COMMON STOCK USD.01	62944T105	866	500	SH		SOLE		500	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	576	79,151	SH		SOLE		79,151	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	21,153	309,120	SH		SOLE		309,120	0	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	1,416	42,600	SH		SOLE		42,600	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	4,257	148,700	SH		SOLE		148,700	0	0
OLD REPUBLIC INTL CORP	COMMON STOCK USD1.	680223104	1,311	71,700	SH		SOLE		71,700	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	3,954	112,000	SH		SOLE		112,000	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	564	33,304	SH		SOLE		33,304	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	1,748	21,000	SH		SOLE		21,000	0	0
ONE GAS INC	COMMON STOCK	68235P108	350	5,721	SH		SOLE		5,721	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	956	32,000	SH		SOLE		32,000	0	0
OPHTHOTECH CORP	COMMON STOCK USD.001	683745103	652	15,435	SH		SOLE		15,435	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	25,782	630,203	SH		SOLE		630,203	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	1,798	248,666	SH		SOLE		248,666	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	1,707	41,396	SH		SOLE		41,396	0	0
ORTHOFIX INTERNATIONAL NV	COMMON STOCK USD.1	N6748L102	499	12,010	SH		SOLE		12,010	0	0
OUTERWALL INC	COMMON STOCK USD.001	690070107	754	20,395	SH		SOLE		20,395	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	2,591	54,800	SH		SOLE		54,800	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	901	56,461	SH		SOLE		56,461	0	0
PACIRA PHARMACEUTICALS INC	COMMON STOCK USD.001	695127100	305	5,757	SH		SOLE		5,757	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	3,237	53,600	SH		SOLE		53,600	0	0
PACWEST BANCORP	COMMON STOCK	695263103	5,706	153,600	SH		SOLE		153,600	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	4,976	79,324	SH		SOLE		79,324	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	16,879	151,953	SH		SOLE		151,953	0	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	594	11,000	SH		SOLE		11,000	0	0
PAYLOCITY HOLDING CORP	PRIVATE COMP USD.001	70438V106	271	8,281	SH		SOLE		8,281	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	1,312	33,983	SH		SOLE		33,983	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	658	25,508	SH		SOLE		25,508	0	0
PDF SOLUTIONS INC	COMMON STOCK USD.00015	693282105	660	49,298	SH		SOLE		49,298	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	1,146	39,430	SH		SOLE		39,430	0	0
PENTAIR PLC	COMMON STOCK USD.01	G7S00T104	3,505	64,600	SH		SOLE		64,600	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	14,749	143,916	SH		SOLE		143,916	0	0
PERRIGO CO PLC	COMMON STOCK	G97822103	972	7,600	SH		SOLE		7,600	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	31,868	1,075,164	SH		SOLE		1,075,164	0	0
PHIBRO ANIMAL HEALTH CORP A	COMMON STOCK USD.001	71742Q106	205	7,578	SH		SOLE		7,578	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	13,140	133,935	SH		SOLE		133,935	0	0
PIEDMONT NATURAL GAS CO	COMMON STOCK	720186105	730	12,200	SH		SOLE		12,200	0	0
PIPER JAFFRAY COS	COMMON STOCK USD.01	724078100	1,765	35,615	SH		SOLE		35,615	0	0
PLANET FITNESS INC CL A	COMMON STOCK USD.0001	72703H101	345	21,225	SH		SOLE		21,225	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.	693475105	9,182	108,577	SH		SOLE		108,577	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	699	7,100	SH		SOLE		7,100	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	2,933	102,500	SH		SOLE		102,500	0	0
POSCO SPON ADR	ADR	693483109	5,484	115,861	SH		SOLE		115,861	0	0
POST PROPERTIES INC	REIT USD.01	737464107	3,650	61,100	SH		SOLE		61,100	0	0
POWERSECURE INTERNATIONAL IN	COMMON STOCK USD.01	73936N105	404	21,600	SH		SOLE		21,600	0	0
PRESTIGE BRANDS HOLDINGS INC	COMMON STOCK USD.01	74112D101	1,877	35,152	SH		SOLE		35,152	0	0
PRICELINE GROUP INC/THE	COMMON STOCK USD.008	741503403	2,449	1,900	SH		SOLE		1,900	0	0
PRIVATEBANCORP INC	COMMON STOCK	742962103	838	21,707	SH		SOLE		21,707	0	0
PROCTER + GAMBLE CO/THE	COMMON STOCK	742718109	32,568	395,672	SH		SOLE		395,672	0	0
PROGRESSIVE WASTE SOLUTIONS	COMMON STOCK	74339G101	644	20,760	SH		SOLE		20,760	0	0
PROLOGIS INC	REIT USD.01	74340W103	8,352	189,050	SH		SOLE		189,050	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.	743606105	7,044	151,850	SH		SOLE		151,850	0	0
PROTHENA CORP PLC	COMMON STOCK USD.01	G72800108	596	14,475	SH		SOLE		14,475	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	5,489	76,004	SH		SOLE		76,004	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	1,154	11,485	SH		SOLE		11,485	0	0
PTC INC	COMMON STOCK USD.01	69370C100	3,624	109,300	SH		SOLE		109,300	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,694	24,268	SH		SOLE		24,268	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	2,447	130,800	SH		SOLE		130,800	0	0
QUAKER CHEMICAL CORP	COMMON STOCK USD1.	747316107	363	4,276	SH		SOLE		4,276	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	5,746	112,361	SH		SOLE		112,361	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	1,553	68,839	SH		SOLE		68,839	0	0
QUESTAR CORP	COMMON STOCK	748356102	5,329	214,896	SH		SOLE		214,896	0	0
QUINTILES TRANSNATIONAL HOLD	COMMON STOCK USD.01	74876Y101	9,134	140,300	SH		SOLE		140,300	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	2,937	236,815	SH		SOLE		236,815	0	0
RAYONIER ADVANCED MATERIALS	COMMON STOCK USD.01	75508B104	513	53,975	SH		SOLE		53,975	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	14,050	114,575	SH		SOLE		114,575	0	0
REALTY INCOME CORP	REIT USD1.	756109104	4,144	66,300	SH		SOLE		66,300	0	0
RED HAT INC	COMMON STOCK USD.0001	756577102	738	9,900	SH		SOLE		9,900	0	0
REIS INC	COMMON STOCK USD.01	75936P105	667	28,321	SH		SOLE		28,321	0	0
RELIANCE STEEL + ALUMINUM	COMMON STOCK	759509102	9,555	138,100	SH		SOLE		138,100	0	0
REPUBLIC BANCORP INC CLASS A	COMMON STOCK	760281204	302	11,693	SH		SOLE		11,693	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	3,420	71,779	SH		SOLE		71,779	0	0
RESMED INC	COMMON STOCK USD.004	761152107	4,024	69,600	SH		SOLE		69,600	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	2,186	108,627	SH		SOLE		108,627	0	0
REXNORD CORP	COMMON STOCK USD.01	76169B102	1,012	50,030	SH		SOLE		50,030	0	0
RITE AID CORP	COMMON STOCK USD1.	767754104	205	25,100	SH		SOLE		25,100	0	0
RLJ LODGING TRUST	REIT	74965L101	1,293	56,503	SH		SOLE		56,503	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	5,346	114,779	SH		SOLE		114,779	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.	773903109	1,240	10,900	SH		SOLE		10,900	0	0
ROFIN SINAR TECHNOLOGIES INC	COMMON STOCK USD.01	775043102	731	22,700	SH		SOLE		22,700	0	0
ROLLINS INC	COMMON STOCK USD1.	775711104	1,831	67,500	SH		SOLE		67,500	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	3,457	214,700	SH		SOLE		214,700	0	0
RPM INTERNATIONAL INC	COMMON STOCK USD.01	749685103	4,728	99,900	SH		SOLE		99,900	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	546	48,455	SH		SOLE		48,455	0	0
RYANAIR HOLDINGS PLC SP ADR	ADR	783513203	23,212	270,470	SH		SOLE		270,470	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.	800013104	1,339	14,853	SH		SOLE		14,853	0	0
SANDISK CORP	COMMON STOCK USD.001	80004C101	396	5,200	SH		SOLE		5,200	0	0
SANMINA CORP	COMMON STOCK USD.01	801056102	2,336	99,894	SH		SOLE		99,894	0	0
SAPIENS INTERNATIONAL CORP	COMMON STOCK USD.01	N7716A151	736	61,454	SH		SOLE		61,454	0	0
SBA COMMUNICATIONS CORP CL A	COMMON STOCK USD.01	78388J106	1,142	11,400	SH		SOLE		11,400	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	26,399	357,956	SH		SOLE		357,956	0	0
SCOTTS MIRACLE GRO CO CL A	COMMON STOCK USD.01	810186106	80	1,100	SH		SOLE		1,100	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	5,175	79,000	SH		SOLE		79,000	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	2,057	59,717	SH		SOLE		59,717	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	4,504	93,804	SH		SOLE		93,804	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,667	72,304	SH		SOLE		72,304	0	0
SEMGROUP CORP CLASS A	COMMON STOCK	81663A105	354	15,807	SH		SOLE		15,807	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	2,097	20,149	SH		SOLE		20,149	0	0
SENIOR HOUSING PROP TRUST	REIT USD.01	81721M109	318	17,800	SH		SOLE		17,800	0	0
SHENANDOAH TELECOMMUNICATION	COMMON STOCK	82312B106	560	20,946	SH		SOLE		20,946	0	0
SHIP FINANCE INTL LTD	COMMON STOCK USD1.	G81075106	584	42,071	SH		SOLE		42,071	0	0
SHOE CARNIVAL INC	COMMON STOCK USD.01	824889109	588	21,796	SH		SOLE		21,796	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	20,801	100,152	SH		SOLE		100,152	0	0
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	829226109	2,048	66,600	SH		SOLE		66,600	0	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	1,243	22,400	SH		SOLE		22,400	0	0
SKECHERS USA INC CL A	COMMON STOCK USD.001	830566105	2,107	69,200	SH		SOLE		69,200	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.	831865209	7,814	102,400	SH		SOLE		102,400	0	0
SMITH + WESSON HOLDING CORP	COMMON STOCK USD.001	831756101	525	19,733	SH		SOLE		19,733	0	0
SNAP ON INC	COMMON STOCK USD1.	833034101	3,454	22,000	SH		SOLE		22,000	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.	842587107	3,151	60,919	SH		SOLE		60,919	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.	844741108	5,678	126,748	SH		SOLE		126,748	0	0
SOVRAN SELF STORAGE INC	REIT USD.01	84610H108	1,118	9,479	SH		SOLE		9,479	0	0
SPARTANNASH CO	COMMON STOCK	847215100	1,246	41,094	SH		SOLE		41,094	0	0
SPDR S+P500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	5,213	25,359	SH		SOLE		25,359	0	0
SPEEDWAY MOTORSPORTS INC	COMMON STOCK USD.01	847788106	1,010	50,938	SH		SOLE		50,938	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	6,314	139,200	SH		SOLE		139,200	0	0
SPROUTS FARMERS MARKET INC	COMMON STOCK USD.001	85208M102	5,465	188,200	SH		SOLE		188,200	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	1,267	11,919	SH		SOLE		11,919	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	1,861	168,697	SH		SOLE		168,697	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	5,728	95,954	SH		SOLE		95,954	0	0
STARWOOD HOTELS + RESORTS	COMMON STOCK USD.01	85590A401	551	6,600	SH		SOLE		6,600	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	2,154	95,700	SH		SOLE		95,700	0	0
STERIS PLC	COMMON STOCK	G84720104	1,301	18,312	SH		SOLE		18,312	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.	860372101	535	14,746	SH		SOLE		14,746	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	772	7,200	SH		SOLE		7,200	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	995	91,053	SH		SOLE		91,053	0	0
SUNTECH POWER HLDGS CO	SR UNSECURED 03/13 3	86800CAE4	9	18,480,000	SH		SOLE		16,480,000	0	2,000,000
SUNTRUST BANKS INC	COMMON STOCK USD1.	867914103	2,874	79,662	SH		SOLE		79,662	0	0
SUPERIOR ENERGY SERVICES INC	COMMON STOCK USD.001	868157108	380	28,400	SH		SOLE		28,400	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	1,246	81,701	SH		SOLE		81,701	0	0
SVB FINANCIAL GROUP	COMMON STOCK USD.001	78486Q101	1,714	16,800	SH		SOLE		16,800	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	2,989	61,700	SH		SOLE		61,700	0	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	87161C501	893	30,900	SH		SOLE		30,900	0	0
SYSCO CORP	COMMON STOCK USD1.	871829107	1,939	41,500	SH		SOLE		41,500	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	2,299	31,300	SH		SOLE		31,300	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	52,041	1,986,292	SH		SOLE		836,219	0	1,150,073
TALMER BANCORP INC CL A	COMMON STOCK USD1.0	87482X101	465	25,700	SH		SOLE		25,700	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	18,852	229,124	SH		SOLE		229,124	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	1,489	19,400	SH		SOLE		19,400	0	0
TECO ENERGY INC	COMMON STOCK USD1.	872375100	418	15,200	SH		SOLE		15,200	0	0
TENNECO INC	COMMON STOCK USD.01	880349105	967	18,768	SH		SOLE		18,768	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	890	41,200	SH		SOLE		41,200	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.	880890108	7,676	426,918	SH		SOLE		373,612	0	53,306
TESORO CORP	COMMON STOCK USD.167	881609101	757	8,800	SH		SOLE		8,800	0	0
TESSERA TECHNOLOGIES INC	COMMON STOCK USD.001	88164L100	827	26,682	SH		SOLE		26,682	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.	882508104	10,992	191,426	SH		SOLE		191,426	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	11,385	312,260	SH		SOLE		312,260	0	0
TIFFANY + CO	COMMON STOCK USD.01	886547108	6,693	91,209	SH		SOLE		91,209	0	0
TIME WARNER CABLE	COMMON STOCK USD.01	88732J207	655	3,200	SH		SOLE		3,200	0	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	1,103	15,201	SH		SOLE		15,201	0	0
TJX COMPANIES INC	COMMON STOCK USD1.	872540109	11,135	142,122	SH		SOLE		142,122	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	5,713	25,926	SH		SOLE		25,926	0	0
TRAVELERS COS INC/THE	COMMON STOCK	89417E109	14,064	120,504	SH		SOLE		120,504	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD.01	896522109	2,216	121,000	SH		SOLE		121,000	0	0
TRIUMPH BANCORP INC	COMMON STOCK USD.01	89679E300	129	8,158	SH		SOLE		8,158	0	0
TRUEBLUE INC	COMMON STOCK	89785X101	1,726	66,011	SH		SOLE		66,011	0	0
TUMI HOLDINGS INC	COMMON STOCK USD.01	89969Q104	408	15,200	SH		SOLE		15,200	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	12,182	182,742	SH		SOLE		182,742	0	0
UGI CORP	COMMON STOCK	902681105	6,160	152,900	SH		SOLE		152,900	0	0
ULTRAGENYX PHARMACEUTICAL IN	COMMON STOCK USD.001	90400D108	462	7,292	SH		SOLE		7,292	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	1,860	117,296	SH		SOLE		117,296	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	9,702	121,963	SH		SOLE		121,963	0	0
UNITED INSURANCE HOLDINGS CO	COMMON STOCK USD.0001	910710102	499	25,974	SH		SOLE		25,974	0	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	2,061	19,544	SH		SOLE		19,544	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	4,221	67,873	SH		SOLE		67,873	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.	913017109	7,596	75,882	SH		SOLE		75,882	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	2,886	25,900	SH		SOLE		25,900	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	24,517	190,199	SH		SOLE		190,199	0	0
URBAN OUTFITTERS INC	COMMON STOCK USD.0001	917047102	3,094	93,500	SH		SOLE		93,500	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	582	27,759	SH		SOLE		27,759	0	0
US BANCORP	COMMON STOCK USD.01	902973304	12,553	309,265	SH		SOLE		309,265	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	17,878	300,068	SH		SOLE		300,068	0	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	704	30,995	SH		SOLE		30,995	0	0
VAIL RESORTS INC	COMMON STOCK USD.01	91879Q109	2,630	19,670	SH		SOLE		19,670	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	8,930	139,221	SH		SOLE		139,221	0	0
VALMONT INDUSTRIES	COMMON STOCK USD1.0	920253101	10,056	81,200	SH		SOLE		81,200	0	0
VALSPAR CORP/THE	COMMON STOCK USD.5	920355104	706	6,600	SH		SOLE		6,600	0	0
VANGUARD S+P 500 ETF	VANGUARD S+P 500 ETF	922908363	434,046	2,301,900	SH		SOLE		2,301,900	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	628	18,819	SH		SOLE		18,819	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	3,911	44,176	SH		SOLE		44,176	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	31,957	590,923	SH		SOLE		590,923	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	1,651	40,000	SH		SOLE		40,000	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	19,942	260,747	SH		SOLE		260,747	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	1,958	148,302	SH		SOLE		148,302	0	0
WADDELL + REED FINANCIAL A	COMMON STOCK USD.01	930059100	1,059	45,000	SH		SOLE		45,000	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	10,679	155,914	SH		SOLE		155,914	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	25,540	257,170	SH		SOLE		257,170	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	3,748	63,518	SH		SOLE		63,518	0	0
WEB.COM GROUP INC	COMMON STOCK USD.001	94733A104	1,350	68,109	SH		SOLE		68,109	0	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	3,718	59,365	SH		SOLE		59,365	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	3,065	51,032	SH		SOLE		51,032	0	0
WEINGARTEN REALTY INVESTORS	REIT USD.03	948741103	1,936	51,600	SH		SOLE		51,600	0	0
WELLS FARGO + CO	COMMON STOCK USD1.666	949746101	17,121	354,027	SH		SOLE		354,027	0	0
WEST CORP	COMMON STOCK USD.001	952355204	335	14,673	SH		SOLE		14,673	0	0
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	955306105	1,091	15,733	SH		SOLE		15,733	0	0
WESTERN ALLIANCE BANCORP	COMMON STOCK USD.0001	957638109	1,163	34,828	SH		SOLE		34,828	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	6,520	138,027	SH		SOLE		138,027	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	1,110	38,147	SH		SOLE		38,147	0	0
WESTROCK CO	COMMON STOCK	96145D105	9,255	237,133	SH		SOLE		237,133	0	0
WGL HOLDINGS INC	COMMON STOCK	92924F106	1,151	15,900	SH		SOLE		15,900	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.	963320106	3,949	21,900	SH		SOLE		21,900	0	0
WHITEWAVE FOODS CO	COMMON STOCK USD.01	966244105	2,065	50,800	SH		SOLE		50,800	0	0
WILEY (JOHN) + SONS CLASS A	COMMON STOCK USD1.	968223206	1,447	29,600	SH		SOLE		29,600	0	0
WISDOMTREE JAPAN HEDGED REAL E	WISDOMTREE JPN HDG REAL EST	97717W638	14,502	563,190	SH		SOLE		563,190	0	0
WMIH CORP	COMMON STOCK USD.00001	92936P100	459	196,172	SH		SOLE		196,172	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	3,250	66,900	SH		SOLE		66,900	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK	981811102	6,212	174,298	SH		SOLE		174,298	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	12,621	165,132	SH		SOLE		165,132	0	0
XEROX CORP	COMMON STOCK USD1.0	984121103	1,575	141,151	SH		SOLE		141,151	0	0
YOUKU TUDOU INC ADR	ADR	98742U100	717	26,100	SH		SOLE		26,100	0	0