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
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