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
OMB APPROVAL
OMB Number: 3235-0006
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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
1ST SOURCE CORP COMMON STOCK 336901103 1,523 42,675 SH   SOLE   42,675 0 0
2U INC COMMON STOCK USD.001 90214J101 415 10,833 SH   SOLE   10,833 0 0
3M CO COMMON STOCK USD.01 88579Y101 5,829 33,075 SH   SOLE   33,075 0 0
AARON S INC COMMON STOCK USD.5 002535300 3,331 131,047 SH   SOLE   131,047 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 7,335 116,302 SH   SOLE   116,302 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 649 5,049 SH   SOLE   5,049 0 0
ACCELERON PHARMA INC COMMON STOCK USD.001 00434H108 628 17,350 SH   SOLE   17,350 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,325 19,032 SH   SOLE   19,032 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 2,164 48,851 SH   SOLE   48,851 0 0
AECOM COMMON STOCK USD.01 00766T100 8,989 302,350 SH   SOLE   302,350 0 0
AES CORP COMMON STOCK USD.01 00130H105 699 54,400 SH   SOLE   54,400 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 2,846 19,668 SH   SOLE   19,668 0 0
AFLAC INC COMMON STOCK USD.1 001055102 4,828 67,170 SH   SOLE   67,170 0 0
AGREE REALTY CORP REIT USD.0001 008492100 701 14,181 SH   SOLE   14,181 0 0
AKORN INC COMMON STOCK 009728106 973 35,683 SH   SOLE   35,683 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 784 27,150 SH   SOLE   27,150 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 1,912 29,029 SH   SOLE   29,029 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 338 3,600 SH   SOLE   3,600 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 23,066 100,152 SH   SOLE   100,152 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 1,790 8,345 SH   SOLE   8,345 0 0
ALPHA + OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 777 35,783 SH   SOLE   35,783 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 8,767 10,904 SH   SOLE   10,904 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 48,696 62,649 SH   SOLE   62,649 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 10,275 162,507 SH   SOLE   162,507 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 782 31,901 SH   SOLE   31,901 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 45,521 54,366 SH   SOLE   54,366 0 0
AMBARELLA INC COMMON STOCK USD.00045 G037AX101 2,372 32,221 SH   SOLE   32,221 0 0
AMBEV SA ADR ADR 02319V103 784 128,761 SH   SOLE   128,761 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 3,272 63,095 SH   SOLE   63,095 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,925 50,563 SH   SOLE   50,563 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 11,879 324,463 SH   SOLE   298,475 0 25,988
AMERICAN AXLE + MFG HOLDINGS COMMON STOCK USD.01 024061103 2,109 122,476 SH   SOLE   122,476 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 303 5,947 SH   SOLE   5,947 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 4,986 77,646 SH   SOLE   77,646 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 20,859 351,509 SH   SOLE   351,509 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 1,802 45,002 SH   SOLE   45,002 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 15,266 134,701 SH   SOLE   134,701 0 0
AMERICAN WOODMARK CORP COMMON STOCK 030506109 518 6,428 SH   SOLE   6,428 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 1,828 18,319 SH   SOLE   18,319 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 813 13,833 SH   SOLE   13,833 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,809 22,390 SH   SOLE   22,390 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 14,472 86,757 SH   SOLE   86,757 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 303 9,494 SH   SOLE   9,494 0 0
AMSURG CORP COMMON STOCK 03232P405 1,772 26,434 SH   SOLE   26,434 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 3,599 134,140 SH   SOLE   134,140 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 318 20,000 SH   SOLE   20,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,278 26,709 SH   SOLE   26,709 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 926 88,200 SH   SOLE   88,200 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 4,464 35,621 SH   SOLE   35,621 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,292 28,920 SH   SOLE   28,920 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1,112 67,934 SH   SOLE   67,934 0 0
APPLE INC COMMON STOCK USD.00001 037833100 61,295 542,196 SH   SOLE   542,196 0 0
APPLIED GENETIC TECHNOLOGIES COMMON STOCK USD.001 03820J100 357 36,509 SH   SOLE   36,509 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 1,534 50,886 SH   SOLE   50,886 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 2,275 38,430 SH   SOLE   38,430 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 978 17,326 SH   SOLE   17,326 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 5,087 179,572 SH   SOLE   179,572 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5,808 90,798 SH   SOLE   90,798 0 0
ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0 363576109 870 17,100 SH   SOLE   17,100 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 4,352 93,417 SH   SOLE   93,417 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 10,865 232,218 SH   SOLE   232,218 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 3,248 35,213 SH   SOLE   35,213 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 4,009 144,457 SH   SOLE   144,457 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 273 18,700 SH   SOLE   18,700 0 0
AT+T INC COMMON STOCK USD1.0 00206R102 22,704 559,079 SH   SOLE   559,079 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 840 2,000,000 SH   SOLE   2,000,000 0 0
ATN INTERNATIONAL INC COMMON STOCK USD.01 00215F107 495 7,615 SH   SOLE   7,615 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 7,582 9,868 SH   SOLE   9,868 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 12,177 68,472 SH   SOLE   68,472 0 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 505 20,200 SH   SOLE   20,200 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 2,384 69,700 SH   SOLE   69,700 0 0
AVNET INC COMMON STOCK USD1.0 053807103 2,418 58,882 SH   SOLE   58,882 0 0
BAKER HUGHES INC COMMON STOCK USD1.0 057224107 4,941 97,906 SH   SOLE   97,906 0 0
BANCO MACRO SA ADR ADR 05961W105 22,264 284,529 SH   SOLE   147,223 0 137,306
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 3,999 255,553 SH   SOLE   255,553 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 1,336 34,794 SH   SOLE   34,794 0 0
BATS GLOBAL MARKETS INC COMMON STOCK USD.01 05491G109 582 19,300 SH   SOLE   19,300 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 8,873 49,371 SH   SOLE   49,371 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 3,975 92,202 SH   SOLE   92,202 0 0
BELDEN INC COMMON STOCK USD.01 077454106 1,058 15,333 SH   SOLE   15,333 0 0
BENEFICIAL BANCORP INC COMMON STOCK USD.01 08171T102 942 64,038 SH   SOLE   64,038 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 19,075 132,033 SH   SOLE   132,033 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 8,799 230,453 SH   SOLE   230,453 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 1,864 39,040 SH   SOLE   39,040 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,071 6,615 SH   SOLE   6,615 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 400 8,749 SH   SOLE   8,749 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 10,630 80,693 SH   SOLE   80,693 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 1,366 10,025 SH   SOLE   10,025 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 5,510 231,533 SH   SOLE   231,533 0 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 1,063 81,451 SH   SOLE   81,451 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 2,034 40,327 SH   SOLE   40,327 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 1,749 25,800 SH   SOLE   25,800 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 8,557 175,427 SH   SOLE   175,427 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,057 15,000 SH   SOLE   15,000 0 0
CA INC COMMON STOCK USD.1 12673P105 1,165 35,203 SH   SOLE   35,203 0 0
CABOT CORP COMMON STOCK USD1.0 127055101 1,943 37,079 SH   SOLE   37,079 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 398 7,513 SH   SOLE   7,513 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 1,924 75,369 SH   SOLE   75,369 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 382 46,205 SH   SOLE   46,205 0 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 329 8,530 SH   SOLE   8,530 0 0
CALERES INC COMMON STOCK USD.01 129500104 1,149 45,445 SH   SOLE   45,445 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 1,750 138,448 SH   SOLE   138,448 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 1,425 26,054 SH   SOLE   26,054 0 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 784 24,406 SH   SOLE   24,406 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 18,430 256,581 SH   SOLE   256,581 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 1,760 22,655 SH   SOLE   22,655 0 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 4,400 42,900 SH   SOLE   42,900 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 1,913 39,185 SH   SOLE   39,185 0 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 517 12,731 SH   SOLE   12,731 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 1,913 21,551 SH   SOLE   21,551 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 352 7,693 SH   SOLE   7,693 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 2,177 32,700 SH   SOLE   32,700 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 22,704 217,205 SH   SOLE   217,205 0 0
CEMEX SAB SPONS ADR PART CER ADR 151290889 28,605 3,602,668 SH   SOLE   1,335,051 0 2,267,617
CENTENE CORP COMMON STOCK USD.001 15135B101 864 12,904 SH   SOLE   12,904 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 8,918 383,900 SH   SOLE   383,900 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK 154760409 660 26,196 SH   SOLE   26,196 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 970 242,444 SH   SOLE   179,050 0 63,394
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 1,001 144,032 SH   SOLE   144,032 0 0
CEPHEID COMMON STOCK 15670R107 506 9,600 SH   SOLE   9,600 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 1,460 75,854 SH   SOLE   75,854 0 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 604 18,400 SH   SOLE   18,400 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,292 56,416 SH   SOLE   56,416 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 12,984 126,156 SH   SOLE   126,156 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 1,083 67,900 SH   SOLE   67,900 0 0
CHUBB LTD COMMON STOCK H1467J104 15,357 122,218 SH   SOLE   122,218 0 0
CIENA CORP COMMON STOCK USD.01 171779309 318 14,580 SH   SOLE   14,580 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 9,383 72,003 SH   SOLE   72,003 0 0
CINTAS CORP COMMON STOCK 172908105 6,386 56,718 SH   SOLE   56,718 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 4,406 82,891 SH   SOLE   82,891 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 31,503 993,161 SH   SOLE   993,161 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 1,913 52,700 SH   SOLE   52,700 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 29,494 624,473 SH   SOLE   624,473 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 11,926 139,948 SH   SOLE   139,948 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 463 79,127 SH   SOLE   79,127 0 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 889 7,100 SH   SOLE   7,100 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 1,401 91,741 SH   SOLE   91,741 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 17,196 406,336 SH   SOLE   406,336 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 1,616 51,423 SH   SOLE   51,423 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 7,933 106,999 SH   SOLE   106,999 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 33,057 498,294 SH   SOLE   498,294 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 1,394 47,572 SH   SOLE   47,572 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 353 30,600 SH   SOLE   30,600 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 1,010 19,010 SH   SOLE   19,010 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 2,033 12,213 SH   SOLE   12,213 0 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 1,482 120,664 SH   SOLE   120,664 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 840 8,500 SH   SOLE   8,500 0 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 1,167 39,782 SH   SOLE   39,782 0 0
CORNING INC COMMON STOCK USD.5 219350105 4,504 190,434 SH   SOLE   190,434 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 490 3,708 SH   SOLE   3,708 0 0
CRANE CO COMMON STOCK USD1.0 224399105 5,361 85,082 SH   SOLE   85,082 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 7,165 125,500 SH   SOLE   125,500 0 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 606 12,600 SH   SOLE   12,600 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 5,704 44,514 SH   SOLE   44,514 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 12,243 137,574 SH   SOLE   137,574 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 84 1,700 SH   SOLE   1,700 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 2,340 142,713 SH   SOLE   142,713 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 2,227 31,230 SH   SOLE   31,230 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 20,450 519,566 SH   SOLE   519,566 0 0
DELUXE CORP COMMON STOCK USD1.0 248019101 2,450 36,667 SH   SOLE   36,667 0 0
DEPOMED INC COMMON STOCK 249908104 489 19,572 SH   SOLE   19,572 0 0
DEVRY EDUCATION GROUP INC COMMON STOCK USD.01 251893103 1,257 54,500 SH   SOLE   54,500 0 0
DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 1,927 70,088 SH   SOLE   70,088 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 7,575 133,944 SH   SOLE   133,944 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 5,793 215,195 SH   SOLE   215,195 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 10,673 152,496 SH   SOLE   152,496 0 0
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 4,362 58,727 SH   SOLE   58,727 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 6,224 120,092 SH   SOLE   120,092 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 1,724 57,073 SH   SOLE   57,073 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 8,504 93,136 SH   SOLE   93,136 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 3,290 59,021 SH   SOLE   59,021 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 1,153 12,304 SH   SOLE   12,304 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 667,645 9,969,322 SH   SOLE   9,969,322 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 3,939 49,215 SH   SOLE   49,215 0 0
DUKE REALTY CORP REIT USD.01 264411505 161 5,900 SH   SOLE   5,900 0 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 1,649 31,666 SH   SOLE   31,666 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 1,025 24,844 SH   SOLE   24,844 0 0
DYNEGY INC COMMON STOCK USD.01 26817R108 2,874 231,952 SH   SOLE   231,952 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,707 58,624 SH   SOLE   58,624 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 4,166 113,494 SH   SOLE   113,494 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 4,935 72,916 SH   SOLE   72,916 0 0
EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 10 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 7 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO COMMON STOCK USD.01 277461406 30 2,000 SH   SOLE   2,000 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 3,177 48,342 SH   SOLE   48,342 0 0
EBAY INC COMMON STOCK USD.001 278642103 5,346 162,500 SH   SOLE   162,500 0 0
EBIX INC COMMON STOCK USD.1 278715206 333 5,855 SH   SOLE   5,855 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 1,762 24,387 SH   SOLE   24,387 0 0
EL PASO ELECTRIC CO COMMON STOCK 283677854 608 12,993 SH   SOLE   12,993 0 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 302 21,502 SH   SOLE   21,502 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1.0 291641108 314 9,200 SH   SOLE   9,200 0 0
ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 29251M106 801 30,099 SH   SOLE   30,099 0 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 377 5,755 SH   SOLE   5,755 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 2,508 36,242 SH   SOLE   36,242 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 7,282 94,900 SH   SOLE   94,900 0 0
EOG RESOURCES INC COMMON STOCK USD.01 26875P101 3,740 38,674 SH   SOLE   38,674 0 0
EPIQ SYSTEMS INC COMMON STOCK USD.01 26882D109 302 18,300 SH   SOLE   18,300 0 0
EPLUS INC COMMON STOCK USD.01 294268107 1,727 18,292 SH   SOLE   18,292 0 0
EPR PROPERTIES REIT USD.01 26884U109 3,246 41,230 SH   SOLE   41,230 0 0
EQT CORP COMMON STOCK 26884L109 697 9,600 SH   SOLE   9,600 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 1,055 16,405 SH   SOLE   16,405 0 0
ESSENDANT INC COMMON STOCK USD.1 296689102 378 18,433 SH   SOLE   18,433 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 6,523 245,136 SH   SOLE   245,136 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 3,152 14,153 SH   SOLE   14,153 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 1,018 12,437 SH   SOLE   12,437 0 0
EVERBANK FINANCIAL CORP COMMON STOCK USD.01 29977G102 304 15,700 SH   SOLE   15,700 0 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 1,251 24,292 SH   SOLE   24,292 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 1,669 8,786 SH   SOLE   8,786 0 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,637 48,669 SH   SOLE   48,669 0 0
EXELON CORP COMMON STOCK 30161N101 10,666 320,393 SH   SOLE   320,393 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 4,477 63,474 SH   SOLE   63,474 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 2,399 30,215 SH   SOLE   30,215 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 45,988 526,905 SH   SOLE   526,905 0 0
EZCORP INC COMPANY GUAR 06/19 2.125 302301AB2 13,956 14,250,000 SH   SOLE   10,795,000 0 3,455,000
F5 NETWORKS INC COMMON STOCK 315616102 2,468 19,800 SH   SOLE   19,800 0 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 31,247 243,607 SH   SOLE   243,607 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 408 3,276 SH   SOLE   3,276 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 926 6,014 SH   SOLE   6,014 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1.0 313855108 900 67,890 SH   SOLE   67,890 0 0
FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 759 25,621 SH   SOLE   25,621 0 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 579 30,972 SH   SOLE   30,972 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 8,899 50,946 SH   SOLE   50,946 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 4,935 241,202 SH   SOLE   241,202 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 6,134 156,159 SH   SOLE   156,159 0 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 1,359 70,194 SH   SOLE   70,194 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK USD.01 33616C100 694 9,000 SH   SOLE   9,000 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 1,783 53,908 SH   SOLE   53,908 0 0
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FLOWERS FOODS INC COMMON STOCK USD.01 343498101 744 49,208 SH   SOLE   49,208 0 0
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FOOT LOCKER INC COMMON STOCK USD.01 344849104 6,941 102,500 SH   SOLE   102,500 0 0
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PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 1,049 39,430 SH   SOLE   39,430 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 1,092 17,000 SH   SOLE   17,000 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 17,261 158,691 SH   SOLE   158,691 0 0
PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 71377A103 583 23,501 SH   SOLE   23,501 0 0
PFIZER INC COMMON STOCK USD.05 717081103 37,419 1,104,776 SH   SOLE   1,104,776 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 13,118 134,935 SH   SOLE   134,935 0 0
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PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 1,720 35,615 SH   SOLE   35,615 0 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 426 21,225 SH   SOLE   21,225 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 7,105 78,871 SH   SOLE   78,871 0 0
POLYONE CORPORATION COMMON STOCK USD.01 73179P106 1,132 33,476 SH   SOLE   33,476 0 0
POPULAR INC COMMON STOCK USD.01 733174700 3,534 92,474 SH   SOLE   92,474 0 0
POSCO SPON ADR ADR 693483109 5,388 105,476 SH   SOLE   105,476 0 0
POST HOLDINGS INC COMMON STOCK USD.01 737446104 4,378 56,735 SH   SOLE   56,735 0 0
POST PROPERTIES INC REIT USD.01 737464107 5,823 88,056 SH   SOLE   88,056 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 13,151 127,232 SH   SOLE   127,232 0 0
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PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 487 10,079 SH   SOLE   10,079 0 0
PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 2,060 1,400 SH   SOLE   1,400 0 0
PRIVATEBANCORP INC COMMON STOCK 742962103 1,257 27,382 SH   SOLE   27,382 0 0
PROCTER + GAMBLE CO WHEN DIS COMMON STOCK 742718109 32,228 359,083 SH   SOLE   359,083 0 0
PROLOGIS INC REIT USD.01 74340W103 7,145 133,445 SH   SOLE   133,445 0 0
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PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 868 14,475 SH   SOLE   14,475 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 5,495 67,295 SH   SOLE   67,295 0 0
PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 1,677 14,764 SH   SOLE   14,764 0 0
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PULTEGROUP INC COMMON STOCK USD.01 745867101 1,054 52,600 SH   SOLE   52,600 0 0
PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001 74587V107 749 11,177 SH   SOLE   11,177 0 0
QUAKER CHEMICAL CORP COMMON STOCK USD1.0 747316107 453 4,276 SH   SOLE   4,276 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 10,314 150,574 SH   SOLE   150,574 0 0
QUALYS INC COMMON STOCK USD.001 74758T303 942 24,670 SH   SOLE   24,670 0 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 7,865 281,011 SH   SOLE   281,011 0 0
QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 9,411 116,100 SH   SOLE   116,100 0 0
RACKSPACE HOSTING INC COMMON STOCK USD.001 750086100 402 12,700 SH   SOLE   12,700 0 0
RADIAN GROUP INC COMMON STOCK USD.001 750236101 3,209 236,843 SH   SOLE   236,843 0 0
RAYTHEON COMPANY COMMON STOCK USD.01 755111507 9,919 72,861 SH   SOLE   72,861 0 0
REALPAGE INC COMMON STOCK USD.001 75606N109 364 14,181 SH   SOLE   14,181 0 0
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RED HAT INC COMMON STOCK USD.0001 756577102 1,620 20,046 SH   SOLE   20,046 0 0
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REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 1,009 20,000 SH   SOLE   20,000 0 0
RESMED INC COMMON STOCK USD.004 761152107 99 1,535 SH   SOLE   1,535 0 0
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RETROPHIN INC COMMON STOCK USD.0001 761299106 851 38,018 SH   SOLE   38,018 0 0
REXNORD CORP COMMON STOCK USD.01 76169B102 2,420 113,030 SH   SOLE   113,030 0 0
REYNOLDS AMERICAN INC COMMON STOCK USD.0001 761713106 10,032 212,776 SH   SOLE   212,776 0 0
RICE ENERGY INC COMMON STOCK USD.01 762760106 922 35,300 SH   SOLE   35,300 0 0
RING ENERGY INC COMMON STOCK USD.001 76680V108 917 83,788 SH   SOLE   83,788 0 0
RITE AID CORP COMMON STOCK USD1.0 767754104 391 50,800 SH   SOLE   50,800 0 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 2,620 69,200 SH   SOLE   69,200 0 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 1,077 8,800 SH   SOLE   8,800 0 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 730 22,700 SH   SOLE   22,700 0 0
ROGERS CORP COMMON STOCK USD1.0 775133101 387 6,333 SH   SOLE   6,333 0 0
ROLLINS INC COMMON STOCK USD1.0 775711104 1,414 48,300 SH   SOLE   48,300 0 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 1,364 89,974 SH   SOLE   89,974 0 0
RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 698 12,992 SH   SOLE   12,992 0 0
RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001 781270103 1,129 63,638 SH   SOLE   63,638 0 0
SAEXPLORATION HOLDINGS INC COMMON STOCK USD.0001 78636X204 710 86,409 SH   SOLE   46,409 0 40,000
SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 623 13,528 SH   SOLE   13,528 0 0
SANDERSON FARMS INC COMMON STOCK USD1.0 800013104 901 9,355 SH   SOLE   9,355 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 2,259 79,353 SH   SOLE   79,353 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 583 45,649 SH   SOLE   45,649 0 0
SASOL LTD SPONSORED ADR ADR 803866300 4,767 174,490 SH   SOLE   174,490 0 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 1,043 9,300 SH   SOLE   9,300 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 21,215 269,768 SH   SOLE   269,768 0 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 2,361 37,184 SH   SOLE   37,184 0 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 1,133 29,400 SH   SOLE   29,400 0 0
SELECT INCOME REIT REIT USD.01 81618T100 1,344 49,974 SH   SOLE   49,974 0 0
SEMGROUP CORP CLASS A COMMON STOCK 81663A105 343 9,709 SH   SOLE   9,709 0 0
SEMPRA ENERGY COMMON STOCK 816851109 1,813 16,913 SH   SOLE   16,913 0 0
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SHUTTERFLY INC COMMON STOCK USD.0001 82568P304 728 16,310 SH   SOLE   16,310 0 0
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SILICOM LTD COMMON STOCK ILS.01 M84116108 375 9,049 SH   SOLE   9,049 0 0
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SIMON PROPERTY GROUP INC REIT USD.0001 828806109 13,461 65,025 SH   SOLE   65,025 0 0
SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 1,735 60,085 SH   SOLE   60,085 0 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 813 35,491 SH   SOLE   35,491 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 967 12,700 SH   SOLE   12,700 0 0
SMITH (A.O.) CORP COMMON STOCK USD1.0 831865209 2,962 29,984 SH   SOLE   29,984 0 0
SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 767 28,844 SH   SOLE   28,844 0 0
SNAP ON INC COMMON STOCK USD1.0 833034101 3,796 24,977 SH   SOLE   24,977 0 0
SONIC CORP COMMON STOCK USD.01 835451105 1,701 64,976 SH   SOLE   64,976 0 0
SOUTHERN CO/THE COMMON STOCK USD5.0 842587107 2,623 51,134 SH   SOLE   51,134 0 0
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SPARK ENERGY INC CLASS A COMMON STOCK USD.01 846511103 373 12,790 SH   SOLE   12,790 0 0
SPARTANNASH CO COMMON STOCK 847215100 1,188 41,094 SH   SOLE   41,094 0 0
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SPEEDWAY MOTORSPORTS INC COMMON STOCK USD.01 847788106 508 28,416 SH   SOLE   28,416 0 0
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STARBUCKS CORP COMMON STOCK USD.001 855244109 4,361 80,542 SH   SOLE   80,542 0 0
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STRYKER CORP COMMON STOCK USD.1 863667101 1,036 8,900 SH   SOLE   8,900 0 0
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SUN COMMUNITIES INC REIT USD.01 866674104 2,143 27,304 SH   SOLE   27,304 0 0
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WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 876 16,100 SH   SOLE   16,100 0 0
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WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 2,792 60,355 SH   SOLE   60,355 0 0
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