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 1,906 42,675 SH   SOLE   42,675 0 0
3M CO COMMON STOCK USD.01 88579Y101 3,435 19,234 SH   SOLE   19,234 0 0
AARON S INC COMMON STOCK USD.5 002535300 4,167 130,254 SH   SOLE   130,254 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 6,180 98,690 SH   SOLE   98,690 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 474 4,206 SH   SOLE   4,206 0 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 211 3,419 SH   SOLE   3,419 0 0
ACCELERON PHARMA INC COMMON STOCK USD.001 00434H108 307 12,037 SH   SOLE   12,037 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,048 17,486 SH   SOLE   17,486 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 1,515 41,965 SH   SOLE   41,965 0 0
AECOM COMMON STOCK USD.01 00766T100 1,815 49,930 SH   SOLE   49,930 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 5,069 34,886 SH   SOLE   34,886 0 0
AFLAC INC COMMON STOCK USD.1 001055102 2,135 30,677 SH   SOLE   30,677 0 0
AGREE REALTY CORP REIT USD.0001 008492100 653 14,181 SH   SOLE   14,181 0 0
AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 318 31,142 SH   SOLE   31,142 0 0
AKORN INC COMMON STOCK 009728106 612 28,057 SH   SOLE   28,057 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 575 20,664 SH   SOLE   20,664 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 1,552 17,486 SH   SOLE   17,486 0 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 014339105 468 22,482 SH   SOLE   22,482 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 273 2,456 SH   SOLE   2,456 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 757 7,876 SH   SOLE   7,876 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 744 1,223 SH   SOLE   1,223 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 1,818 28,401 SH   SOLE   28,401 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 13,664 65,063 SH   SOLE   65,063 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 906 3,965 SH   SOLE   3,965 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 7,999 237,416 SH   SOLE   237,416 0 0
ALPHA OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 307 14,444 SH   SOLE   14,444 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 7,423 9,367 SH   SOLE   9,367 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 46,665 60,461 SH   SOLE   60,461 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 5,674 83,906 SH   SOLE   83,906 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1,401 40,272 SH   SOLE   40,272 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 36,461 48,623 SH   SOLE   48,623 0 0
AMBARELLA INC COMMON STOCK USD.00045 G037AX101 549 10,141 SH   SOLE   10,141 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 5,310 101,454 SH   SOLE   101,454 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,455 42,146 SH   SOLE   42,146 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 8,458 181,147 SH   SOLE   159,367 0 21,780
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 628 14,570 SH   SOLE   14,570 0 0
AMERICAN AXLE MFG HOLDINGS COMMON STOCK USD.01 024061103 2,009 104,098 SH   SOLE   104,098 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 677 13,600 SH   SOLE   13,600 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 4,215 66,949 SH   SOLE   66,949 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 3,252 43,905 SH   SOLE   43,905 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 664 31,651 SH   SOLE   31,651 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 19,243 294,638 SH   SOLE   294,638 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 028591105 381 3,061 SH   SOLE   3,061 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 2,050 45,002 SH   SOLE   45,002 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 11,257 106,520 SH   SOLE   106,520 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 1,215 19,491 SH   SOLE   19,491 0 0
AMETEK INC COMMON STOCK USD.01 031100100 1,062 21,844 SH   SOLE   21,844 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 10,687 73,094 SH   SOLE   73,094 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,499 64,982 SH   SOLE   64,982 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 3,056 111,605 SH   SOLE   111,605 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 732 10,077 SH   SOLE   10,077 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 210 20,000 SH   SOLE   20,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,416 28,929 SH   SOLE   28,929 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 816 81,870 SH   SOLE   81,870 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 2,793 30,195 SH   SOLE   30,195 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 346 14,643 SH   SOLE   14,643 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 5,237 36,426 SH   SOLE   36,426 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,549 28,920 SH   SOLE   28,920 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 982 59,070 SH   SOLE   59,070 0 0
APPLE INC COMMON STOCK USD.00001 037833100 56,811 490,509 SH   SOLE   490,509 0 0
APPLIED GENETIC TECHNOLOGIES COMMON STOCK USD.001 03820J100 341 36,509 SH   SOLE   36,509 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 5,741 177,902 SH   SOLE   177,902 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 1,767 63,888 SH   SOLE   63,888 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 285 3,302 SH   SOLE   3,302 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 1,103 24,170 SH   SOLE   24,170 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 2,146 30,422 SH   SOLE   30,422 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 172 11,795 SH   SOLE   11,795 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 4,575 151,854 SH   SOLE   151,854 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5,090 71,393 SH   SOLE   71,393 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 632 81,437 SH   SOLE   81,437 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 10,483 191,710 SH   SOLE   191,710 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 3,237 34,861 SH   SOLE   34,861 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 3,709 98,199 SH   SOLE   98,199 0 0
ATT INC COMMON STOCK USD1.0 00206R102 16,456 386,933 SH   SOLE   386,933 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 915 2,000,000 SH   SOLE   2,000,000 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 8,707 11,024 SH   SOLE   11,024 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 4,397 24,822 SH   SOLE   24,822 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 477 6,799 SH   SOLE   6,799 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 3,254 88,704 SH   SOLE   88,704 0 0
B/E AEROSPACE INC COMMON STOCK USD.01 073302101 722 12,000 SH   SOLE   12,000 0 0
BAKER HUGHES INC COMMON STOCK USD1.0 057224107 10,371 159,629 SH   SOLE   159,629 0 0
BANCO MACRO SA ADR ADR 05961W105 13,899 215,985 SH   SOLE   78,679 0 137,306
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 35,919 1,625,286 SH   SOLE   1,625,286 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 755 8,509 SH   SOLE   8,509 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 2,565 48,782 SH   SOLE   48,782 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 316 6,664 SH   SOLE   6,664 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 1,146 32,405 SH   SOLE   19,107 0 13,298
BATS GLOBAL MARKETS INC COMMON STOCK USD.01 05491G109 647 19,300 SH   SOLE   19,300 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 7,531 45,490 SH   SOLE   45,490 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 2,946 72,497 SH   SOLE   72,497 0 0
BELDEN INC COMMON STOCK USD.01 077454106 350 4,686 SH   SOLE   4,686 0 0
BENEFICIAL BANCORP INC COMMON STOCK USD.01 08171T102 701 38,104 SH   SOLE   38,104 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 20,322 124,688 SH   SOLE   124,688 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 7,770 182,103 SH   SOLE   182,103 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 2,948 58,720 SH   SOLE   58,720 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,593 9,145 SH   SOLE   9,145 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 189 2,280 SH   SOLE   2,280 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 487 8,749 SH   SOLE   8,749 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 485 7,582 SH   SOLE   7,582 0 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 449 7,281 SH   SOLE   7,281 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 10,351 66,489 SH   SOLE   66,489 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 1,142 31,665 SH   SOLE   31,665 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 488 2,872 SH   SOLE   2,872 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 2,501 19,881 SH   SOLE   19,881 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 490 13,048 SH   SOLE   13,048 0 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 754 93,666 SH   SOLE   93,666 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,542 31,136 SH   SOLE   31,136 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 860 41,999 SH   SOLE   41,999 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 1,252 51,280 SH   SOLE   51,280 0 0
BROADCOM LTD COMMON STOCK Y09827109 492 2,781 SH   SOLE   2,781 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 1,090 16,433 SH   SOLE   16,433 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 3,117 249,582 SH   SOLE   249,582 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 496 11,059 SH   SOLE   11,059 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 7,046 129,192 SH   SOLE   129,192 0 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 454 19,893 SH   SOLE   19,893 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,014 13,846 SH   SOLE   13,846 0 0
CA INC COMMON STOCK USD.1 12673P105 1,047 32,945 SH   SOLE   32,945 0 0
CABELA S INC COMMON STOCK USD.01 126804301 1,827 31,200 SH   SOLE   31,200 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 401 46,205 SH   SOLE   46,205 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 1,582 138,448 SH   SOLE   138,448 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 6,953 82,702 SH   SOLE   82,702 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2,590 42,839 SH   SOLE   42,839 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 857 10,883 SH   SOLE   10,883 0 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 958 24,406 SH   SOLE   24,406 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 17,975 206,044 SH   SOLE   206,044 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 1,401 19,462 SH   SOLE   19,462 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 471 19,443 SH   SOLE   19,443 0 0
CARE CAPITAL PROPERTIES INC REIT USD.01 141624106 863 34,532 SH   SOLE   34,532 0 0
CAREER EDUCATION CORP COMMON STOCK USD.01 141665109 326 32,289 SH   SOLE   32,289 0 0
CARETRUST REIT INC REIT USD.01 14174T107 786 51,284 SH   SOLE   51,284 0 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 4,105 37,222 SH   SOLE   37,222 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 3,700 71,069 SH   SOLE   71,069 0 0
CARRIZO OIL GAS INC COMMON STOCK USD.01 144577103 476 12,731 SH   SOLE   12,731 0 0
CARTER S INC COMMON STOCK USD.01 146229109 459 5,313 SH   SOLE   5,313 0 0
CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 792 68,864 SH   SOLE   68,864 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 478 15,192 SH   SOLE   15,192 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 666 11,165 SH   SOLE   11,165 0 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 512 36,725 SH   SOLE   36,725 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 3,938 50,007 SH   SOLE   50,007 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 25,696 221,996 SH   SOLE   221,996 0 0
CEMEX SAB SPONS ADR PART CER ADR 151290889 28,497 3,548,813 SH   SOLE   1,281,196 0 2,267,617
CENTENE CORP COMMON STOCK USD.001 15135B101 573 10,146 SH   SOLE   10,146 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 8,665 351,668 SH   SOLE   351,668 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 1,529 239,586 SH   SOLE   176,939 0 62,647
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 832 10,921 SH   SOLE   10,921 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 1,559 75,854 SH   SOLE   75,854 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 2,349 39,235 SH   SOLE   39,235 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 514 3,204 SH   SOLE   3,204 0 0
CHEMOURS CO/THE COMMON STOCK 163851108 288 13,049 SH   SOLE   13,049 0 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 2,603 78,400 SH   SOLE   78,400 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,459 56,416 SH   SOLE   56,416 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 13,503 114,725 SH   SOLE   114,725 0 0
CHICAGO BRIDGE IRON CO NV COMMON STOCK EUR.01 167250109 7,701 242,545 SH   SOLE   242,545 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 3,140 184,500 SH   SOLE   184,500 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 499 8,907 SH   SOLE   8,907 0 0
CHUBB LTD COMMON STOCK H1467J104 14,496 109,716 SH   SOLE   109,716 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 8,972 67,260 SH   SOLE   67,260 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 985 7,251 SH   SOLE   7,251 0 0
CINTAS CORP COMMON STOCK 172908105 5,301 45,872 SH   SOLE   45,872 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 4,406 77,930 SH   SOLE   77,930 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 25,252 835,593 SH   SOLE   835,593 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 32,820 552,241 SH   SOLE   552,241 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 1,226 34,396 SH   SOLE   34,396 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 10,930 122,382 SH   SOLE   122,382 0 0
CLARCOR INC COMMON STOCK USD1.0 179895107 2,004 24,300 SH   SOLE   24,300 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 360 42,859 SH   SOLE   42,859 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 15,478 373,317 SH   SOLE   373,317 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 493 7,744 SH   SOLE   7,744 0 0
COHEN STEERS INC COMMON STOCK USD.01 19247A100 803 23,903 SH   SOLE   23,903 0 0
COHERENT INC COMMON STOCK USD.01 192479103 1,040 7,570 SH   SOLE   7,570 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 1,453 40,433 SH   SOLE   40,433 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 8,279 126,515 SH   SOLE   126,515 0 0
COLONY STARWOOD HOMES REIT USD.01 19625X102 160 5,550 SH   SOLE   5,550 0 0
COLUMBIA PIPELINE PARTNERS L MLP 198281107 602 35,100 SH   SOLE   35,100 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 473 8,114 SH   SOLE   8,114 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 29,508 427,340 SH   SOLE   427,340 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 1,034 15,175 SH   SOLE   15,175 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 1,851 55,583 SH   SOLE   55,583 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 1,457 28,356 SH   SOLE   28,356 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 919 23,240 SH   SOLE   23,240 0 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 389 35,834 SH   SOLE   35,834 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 1,139 7,432 SH   SOLE   7,432 0 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 363 35,583 SH   SOLE   35,583 0 0
COPART INC COMMON STOCK 217204106 737 13,296 SH   SOLE   13,296 0 0
CORECIVIC INC REIT USD.01 21871N101 540 22,089 SH   SOLE   22,089 0 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 1,228 35,194 SH   SOLE   35,194 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 721 9,081 SH   SOLE   9,081 0 0
CORNING INC COMMON STOCK USD.5 219350105 7,988 329,127 SH   SOLE   329,127 0 0
CR BARD INC COMMON STOCK USD.25 067383109 1,645 7,323 SH   SOLE   7,323 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 619 3,708 SH   SOLE   3,708 0 0
CRANE CO COMMON STOCK USD1.0 224399105 4,576 63,453 SH   SOLE   63,453 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 6,134 116,681 SH   SOLE   116,681 0 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 2,600 54,000 SH   SOLE   54,000 0 0
CSX CORP COMMON STOCK USD1.0 126408103 2,960 82,395 SH   SOLE   82,395 0 0
CUBESMART REIT USD.01 229663109 1,090 40,709 SH   SOLE   40,709 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 4,416 32,315 SH   SOLE   32,315 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 9,837 124,667 SH   SOLE   124,667 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 184 4,039 SH   SOLE   4,039 0 0
CYRUSONE INC REIT USD.01 23283R100 894 19,997 SH   SOLE   19,997 0 0
DANA INC COMMON STOCK USD.01 235825205 113 5,971 SH   SOLE   5,971 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 1,477 18,980 SH   SOLE   18,980 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,017 13,988 SH   SOLE   13,988 0 0
DATALINK CORP COMMON STOCK USD.001 237934104 404 35,900 SH   SOLE   35,900 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 713 14,894 SH   SOLE   14,894 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 2,697 123,833 SH   SOLE   123,833 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 1,814 26,939 SH   SOLE   26,939 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 24,335 494,724 SH   SOLE   494,724 0 0
DELUXE CORP COMMON STOCK USD1.0 248019101 949 13,259 SH   SOLE   13,259 0 0
DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 482 8,343 SH   SOLE   8,343 0 0
DEVRY EDUCATION GROUP INC COMMON STOCK USD.01 251893103 2,025 64,901 SH   SOLE   64,901 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 898 77,887 SH   SOLE   77,887 0 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 1,132 21,326 SH   SOLE   21,326 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 1,029 10,474 SH   SOLE   10,474 0 0
DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 2,205 76,969 SH   SOLE   76,969 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 3,676 50,985 SH   SOLE   50,985 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 4,528 165,203 SH   SOLE   165,203 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 9,662 130,442 SH   SOLE   130,442 0 0
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 3,864 50,449 SH   SOLE   50,449 0 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 705 9,646 SH   SOLE   9,646 0 0
DOVER CORP COMMON STOCK USD1.0 260003108 983 13,124 SH   SOLE   13,124 0 0
DOW CHEMICAL CO/THE COMMON STOCK USD2.5 260543103 4,521 79,018 SH   SOLE   79,018 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 1,340 49,028 SH   SOLE   49,028 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 5,151 56,814 SH   SOLE   56,814 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 2,241 37,314 SH   SOLE   37,314 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 278 2,594 SH   SOLE   2,594 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 1,041 10,569 SH   SOLE   10,569 0 0
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STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 4,227 118,808 SH   SOLE   118,808 0 0
STERIS PLC COMMON STOCK G84720104 3,239 48,065 SH   SOLE   48,065 0 0
STEWART INFORMATION SERVICES COMMON STOCK USD1.0 860372101 1,034 22,443 SH   SOLE   22,443 0 0
STORE CAPITAL CORP REIT USD.01 862121100 227 9,171 SH   SOLE   9,171 0 0
STRYKER CORP COMMON STOCK USD.1 863667101 3,329 27,783 SH   SOLE   27,783 0 0
SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 1,166 86,028 SH   SOLE   86,028 0 0
SUMMIT HOTEL PROPERTIES INC REIT 866082100 151 9,424 SH   SOLE   9,424 0 0
SUN COMMUNITIES INC REIT USD.01 866674104 1,301 16,984 SH   SOLE   16,984 0 0
SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 825 29,397 SH   SOLE   29,397 0 0
SYNNEX CORP COMMON STOCK USD.001 87162W100 894 7,391 SH   SOLE   7,391 0 0
SYNOPSYS INC COMMON STOCK USD.01 871607107 2,719 46,189 SH   SOLE   46,189 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 900 21,920 SH   SOLE   21,920 0 0
SYSCO CORP COMMON STOCK USD1.0 871829107 4,152 74,987 SH   SOLE   74,987 0 0
T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 2,187 29,054 SH   SOLE   29,054 0 0
TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 467 11,091 SH   SOLE   11,091 0 0
TAILORED BRANDS INC COMMON STOCK USD.01 87403A107 418 16,347 SH   SOLE   16,347 0 0
TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 56,541 1,966,627 SH   SOLE   919,943 0 1,046,684
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TARGET CORP COMMON STOCK USD.0833 87612E106 11,368 157,382 SH   SOLE   157,382 0 0
TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 1,229 62,745 SH   SOLE   62,745 0 0
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TEAM HEALTH HOLDINGS INC COMMON STOCK USD.01 87817A107 2,655 61,100 SH   SOLE   61,100 0 0
TEGNA INC COMMON STOCK USD1.0 87901J105 564 26,390 SH   SOLE   26,390 0 0
TERADYNE INC COMMON STOCK USD.125 880770102 742 29,227 SH   SOLE   29,227 0 0
TERNIUM SA SPONSORED ADR ADR USD1.0 880890108 7,228 299,296 SH   SOLE   299,296 0 0
TERRENO REALTY CORP REIT USD.01 88146M101 961 33,746 SH   SOLE   33,746 0 0
TESSERA HOLDING CORP COMMON STOCK USD.001 88166T101 1,775 40,157 SH   SOLE   40,157 0 0
TETRA TECH INC COMMON STOCK USD.01 88162G103 494 11,460 SH   SOLE   11,460 0 0
TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 17,841 244,501 SH   SOLE   244,501 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 1,599 11,330 SH   SOLE   11,330 0 0
THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 713 7,130 SH   SOLE   7,130 0 0
TIME WARNER INC COMMON STOCK USD.01 887317303 1,058 10,961 SH   SOLE   10,961 0 0
TJX COMPANIES INC COMMON STOCK USD1.0 872540109 11,141 148,291 SH   SOLE   148,291 0 0
TOWNE BANK COMMON STOCK USD1.667 89214P109 334 10,049 SH   SOLE   10,049 0 0
TPI COMPOSITES INC COMMON STOCK USD.01 87266J104 341 21,264 SH   SOLE   21,264 0 0
TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 7,159 28,756 SH   SOLE   28,756 0 0
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TRIMAS CORP COMMON STOCK USD.01 896215209 506 21,513 SH   SOLE   21,513 0 0
TRINITY INDUSTRIES INC COMMON STOCK USD.01 896522109 1,851 66,679 SH   SOLE   66,679 0 0
TRIUMPH GROUP INC COMMON STOCK USD.001 896818101 1,780 67,176 SH   SOLE   67,176 0 0
TRUEBLUE INC COMMON STOCK 89785X101 739 29,989 SH   SOLE   29,989 0 0
TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 1,392 102,111 SH   SOLE   102,111 0 0
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TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 6,943 112,570 SH   SOLE   112,570 0 0
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UDR INC REIT USD.01 902653104 2,031 55,685 SH   SOLE   55,685 0 0
UGI CORP COMMON STOCK 902681105 7,091 153,879 SH   SOLE   153,879 0 0
ULTRATECH INC COMMON STOCK USD.001 904034105 127 5,299 SH   SOLE   5,299 0 0
UMPQUA HOLDINGS CORP COMMON STOCK 904214103 3,226 171,763 SH   SOLE   171,763 0 0
UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 17,331 167,154 SH   SOLE   167,154 0 0
UNIT CORP COMMON STOCK USD.2 909218109 629 23,423 SH   SOLE   23,423 0 0
UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 1,071 22,443 SH   SOLE   22,443 0 0
UNITED RENTALS INC COMMON STOCK USD.01 911363109 4,089 38,730 SH   SOLE   38,730 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 13,351 121,794 SH   SOLE   121,794 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 2,447 17,063 SH   SOLE   17,063 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 32,422 202,587 SH   SOLE   202,587 0 0
UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 711 6,679 SH   SOLE   6,679 0 0
URBAN OUTFITTERS INC COMMON STOCK USD.0001 917047102 874 30,677 SH   SOLE   30,677 0 0
URSTADT BIDDLE CLASS A REIT USD.01 917286205 779 32,290 SH   SOLE   32,290 0 0
US BANCORP COMMON STOCK USD.01 902973304 6,500 126,535 SH   SOLE   126,535 0 0
US CONCRETE INC COMMON STOCK USD.001 90333L201 19,982 305,068 SH   SOLE   305,068 0 0
US FOODS HOLDING CORP COMMON STOCK USD.01 912008109 1,418 51,588 SH   SOLE   51,588 0 0
US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 1,124 19,823 SH   SOLE   19,823 0 0
VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 8,106 50,249 SH   SOLE   50,249 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 7,544 110,416 SH   SOLE   110,416 0 0
VALSPAR CORP/THE COMMON STOCK USD.5 920355104 2,461 23,753 SH   SOLE   23,753 0 0
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VANGUARD SP 500 ETF VANGUARD S+P 500 ETF 922908363 378,743 1,844,737 SH   SOLE   1,844,737 0 0
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VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 485 5,404 SH   SOLE   5,404 0 0
VARONIS SYSTEMS INC COMMON STOCK USD.001 922280102 288 10,763 SH   SOLE   10,763 0 0
VECTREN CORP COMMON STOCK 92240G101 1,181 22,645 SH   SOLE   22,645 0 0
VENTAS INC REIT USD.25 92276F100 2,328 37,243 SH   SOLE   37,243 0 0
VERISIGN INC COMMON STOCK USD.001 92343E102 1,599 21,020 SH   SOLE   21,020 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 17,431 326,539 SH   SOLE   326,539 0 0
VERSO CORP A COMMON STOCK 92531L207 6 909 SH   SOLE   0 0 909
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VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 25,512 326,989 SH   SOLE   326,989 0 0
VMWARE INC CLASS A COMMON STOCK USD.01 928563402 982 12,474 SH   SOLE   12,474 0 0
VONAGE HOLDINGS CORP COMMON STOCK USD.001 92886T201 349 50,910 SH   SOLE   50,910 0 0
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VWR CORP COMMON STOCK USD.01 91843L103 2,190 87,507 SH   SOLE   87,507 0 0
WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1,687 106,634 SH   SOLE   106,634 0 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 12,046 113,480 SH   SOLE   113,480 0 0
WABTEC CORP COMMON STOCK USD.01 929740108 2,693 32,438 SH   SOLE   32,438 0 0
WADDELL REED FINANCIAL A COMMON STOCK USD.01 930059100 2,602 133,383 SH   SOLE   133,383 0 0
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WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 6,075 85,678 SH   SOLE   85,678 0 0
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WCI COMMUNITIES INC COMMON STOCK USD.01 92923C807 408 17,400 SH   SOLE   17,400 0 0
WEB.COM GROUP INC COMMON STOCK USD.001 94733A104 618 29,215 SH   SOLE   29,215 0 0
WEBMD HEALTH CORP COMMON STOCK USD.01 94770V102 3,359 67,767 SH   SOLE   67,767 0 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 2,158 36,799 SH   SOLE   36,799 0 0
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WELLS FARGO CO COMMON STOCK USD1.666 949746101 30,038 545,051 SH   SOLE   545,051 0 0
WELLTOWER INC REIT USD1.0 95040Q104 1,677 25,054 SH   SOLE   25,054 0 0
WEST CORP COMMON STOCK USD.001 952355204 1,459 58,944 SH   SOLE   58,944 0 0
WESTAR ENERGY INC COMMON STOCK USD5.0 95709T100 2,570 45,600 SH   SOLE   45,600 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 2,198 32,348 SH   SOLE   32,348 0 0
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WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 485 8,654 SH   SOLE   8,654 0 0
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WHITEWAVE FOODS CO COMMON STOCK USD.01 966244105 4,766 85,717 SH   SOLE   85,717 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 652 13,467 SH   SOLE   13,467 0 0
WMIH CORP COMMON STOCK USD.00001 92936P100 304 196,172 SH   SOLE   196,172 0 0
WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 460 20,935 SH   SOLE   20,935 0 0
WOODWARD INC COMMON STOCK USD.00292 980745103 488 7,065 SH   SOLE   7,065 0 0
WORKDAY INC CLASS A COMMON STOCK USD.001 98138H101 467 7,073 SH   SOLE   7,073 0 0
WORLD ACCEPTANCE CORP COMMON STOCK 981419104 830 12,919 SH   SOLE   12,919 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 3,726 81,157 SH   SOLE   81,157 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 4,339 91,458 SH   SOLE   91,458 0 0
WP CAREY INC REIT USD.001 92936U109 4,938 83,560 SH   SOLE   83,560 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 747 11,235 SH   SOLE   11,235 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 6,860 89,827 SH   SOLE   89,827 0 0
XENCOR INC COMMON STOCK USD.01 98401F105 400 15,194 SH   SOLE   15,194 0 0
XEROX CORP COMMON STOCK USD1.0 984121103 1,080 123,668 SH   SOLE   123,668 0 0
XL GROUP LTD COMMON STOCK G98294104 2,117 56,828 SH   SOLE   56,828 0 0
YPF S.A. SPONSORED ADR ADR 984245100 8,209 497,533 SH   SOLE   178,401 0 319,132
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 3,263 31,620 SH   SOLE   31,620 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 1,298 30,168 SH   SOLE   30,168 0 0