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
3M CO COMMON STOCK USD.01 88579Y101 5,907 28,143 SH   SOLE   28,143 0 0
AARON S INC COMMON STOCK USD.5 002535300 3,931 90,100 SH   SOLE   90,100 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 10,214 191,415 SH   SOLE   191,415 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 8,064 90,748 SH   SOLE   90,748 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 4,670 27,700 SH   SOLE   27,700 0 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 435 9,238 SH   SOLE   9,238 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 3,273 24,231 SH   SOLE   24,231 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 804 33,997 SH   SOLE   33,997 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 5,953 92,277 SH   SOLE   92,277 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 916 10,904 SH   SOLE   10,904 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 7,168 48,046 SH   SOLE   48,046 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 831 23,174 SH   SOLE   23,174 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 1,546 64,419 SH   SOLE   64,419 0 0
ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 1,920 35,800 SH   SOLE   35,800 0 0
AECOM COMMON STOCK USD.01 00766T100 3,969 107,832 SH   SOLE   107,832 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 254 1,595 SH   SOLE   1,595 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 7,019 36,976 SH   SOLE   36,976 0 0
AFLAC INC COMMON STOCK USD.1 001055102 197 2,416 SH   SOLE   2,416 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 101 1,570 SH   SOLE   1,570 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 355 2,349 SH   SOLE   2,349 0 0
AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 298 53,343 SH   SOLE   53,343 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 39 792 SH   SOLE   792 0 0
AKORN INC COMMON STOCK 009728106 3,279 98,800 SH   SOLE   98,800 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 932 20,638 SH   SOLE   20,638 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 31 408 SH   SOLE   408 0 0
ALERE INC COMMON STOCK USD.001 01449J105 1,351 26,500 SH   SOLE   26,500 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 1,051 8,831 SH   SOLE   8,831 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 156 1,111 SH   SOLE   1,111 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 10,477 60,665 SH   SOLE   60,665 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 815 4,377 SH   SOLE   4,377 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 678 1,223 SH   SOLE   1,223 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 17,171 198,581 SH   SOLE   198,581 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 17,477 85,275 SH   SOLE   85,275 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 3,286 14,833 SH   SOLE   14,833 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 8,215 218,900 SH   SOLE   218,900 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 4,001 43,537 SH   SOLE   43,537 0 0
ALPHA OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 1,015 61,578 SH   SOLE   61,578 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 9,131 9,377 SH   SOLE   9,377 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 62,483 65,147 SH   SOLE   65,147 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 7,213 113,727 SH   SOLE   113,727 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 364 19,731 SH   SOLE   19,731 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 49,358 51,342 SH   SOLE   51,342 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 6,139 105,000 SH   SOLE   105,000 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,448 38,057 SH   SOLE   38,057 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 72 1,247 SH   SOLE   1,247 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 6,736 141,833 SH   SOLE   132,313 0 9,520
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 1,401 35,226 SH   SOLE   35,226 0 0
AMERICAN AXLE MFG HOLDINGS COMMON STOCK USD.01 024061103 944 53,703 SH   SOLE   53,703 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 7,860 111,901 SH   SOLE   111,901 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1,466 16,201 SH   SOLE   16,201 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 1,966 90,576 SH   SOLE   90,576 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 20,001 325,799 SH   SOLE   325,799 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 2,081 42,258 SH   SOLE   42,258 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 16,160 118,230 SH   SOLE   118,230 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 88 1,083 SH   SOLE   1,083 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 75 505 SH   SOLE   505 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 456 7,830 SH   SOLE   7,830 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,514 18,302 SH   SOLE   18,302 0 0
AMETEK INC COMMON STOCK USD.01 031100100 3,893 58,949 SH   SOLE   58,949 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 25,877 138,786 SH   SOLE   138,786 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,161 47,289 SH   SOLE   47,289 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 256 5,236 SH   SOLE   5,236 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 3,170 36,782 SH   SOLE   36,782 0 0
ANDEAVOR COMMON STOCK USD.167 03349M105 2,023 19,617 SH   SOLE   19,617 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 186 20,000 SH   SOLE   20,000 0 0
ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 450 8,567 SH   SOLE   8,567 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 471 5,537 SH   SOLE   5,537 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 45 365 SH   SOLE   365 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 238 11,963 SH   SOLE   11,963 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 4,035 21,252 SH   SOLE   21,252 0 0
AON PLC COMMON STOCK USD.01 G0408V102 189 1,292 SH   SOLE   1,292 0 0
APACHE CORP COMMON STOCK USD.625 037411105 385 8,405 SH   SOLE   8,405 0 0
APARTMENT INVT MGMT CO A REIT USD.01 03748R101 554 12,637 SH   SOLE   12,637 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 2,047 42,409 SH   SOLE   42,409 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 308 17,003 SH   SOLE   17,003 0 0
APPLE INC COMMON STOCK USD.00001 037833100 93,868 609,061 SH   SOLE   609,061 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 19,104 366,742 SH   SOLE   366,742 0 0
ARAMARK COMMON STOCK USD.01 03852U106 1,697 41,800 SH   SOLE   41,800 0 0
ARC LOGISTICS PARTNERS LP MLP 03879N101 1,022 61,181 SH   SOLE   61,181 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 2,137 63,888 SH   SOLE   63,888 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 903 9,164 SH   SOLE   9,164 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 161 3,794 SH   SOLE   3,794 0 0
ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 040047607 422 16,568 SH   SOLE   16,568 0 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 550 44,706 SH   SOLE   44,706 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 6,486 227,648 SH   SOLE   227,648 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5,421 67,418 SH   SOLE   67,418 0 0
ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 32 524 SH   SOLE   524 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2,575 40,997 SH   SOLE   40,997 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 2,511 26,283 SH   SOLE   26,283 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 4,840 128,200 SH   SOLE   128,200 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2,681 124,700 SH   SOLE   124,700 0 0
AT T INC COMMON STOCK USD1.0 00206R102 16,290 415,891 SH   SOLE   415,891 0 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 1,378 25,600 SH   SOLE   25,600 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 272 13,945 SH   SOLE   13,945 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 945 2,000,000 SH   SOLE   2,000,000 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 101 903 SH   SOLE   903 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 279 2,550 SH   SOLE   2,550 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 7,694 12,929 SH   SOLE   12,929 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 6,453 36,167 SH   SOLE   36,167 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 4,621 46,986 SH   SOLE   46,986 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 2,674 70,259 SH   SOLE   70,259 0 0
BANCO MACRO SA ADR ADR 05961W105 10,768 91,757 SH   SOLE   91,757 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 43,359 1,711,089 SH   SOLE   1,711,089 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 709 8,509 SH   SOLE   8,509 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 288 5,437 SH   SOLE   5,437 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 672 13,988 SH   SOLE   13,988 0 0
BANKWELL FINANCIAL GROUP INC COMMON STOCK 06654A103 482 13,058 SH   SOLE   13,058 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 3,712 52,700 SH   SOLE   52,700 0 0
BARRACUDA NETWORKS INC COMMON STOCK USD.001 068323104 542 22,375 SH   SOLE   22,375 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 2,487 128,850 SH   SOLE   128,850 0 0
BASSETT FURNITURE INDS COMMON STOCK USD5.0 070203104 554 14,688 SH   SOLE   14,688 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 4,898 78,055 SH   SOLE   78,055 0 0
BB T CORP COMMON STOCK USD5.0 054937107 206 4,390 SH   SOLE   4,390 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 5,718 29,180 SH   SOLE   29,180 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 2,091 89,100 SH   SOLE   89,100 0 0
BELDEN INC COMMON STOCK USD.01 077454106 4,341 53,900 SH   SOLE   53,900 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 30,692 167,421 SH   SOLE   167,421 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 5,232 91,856 SH   SOLE   91,856 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 2,412 45,021 SH   SOLE   45,021 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 358 1,144 SH   SOLE   1,144 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 536 5,763 SH   SOLE   5,763 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 713 15,316 SH   SOLE   15,316 0 0
BIOVERATIV INC COMMON STOCK USD.001 09075E100 1,181 20,700 SH   SOLE   20,700 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 392 4,461 SH   SOLE   4,461 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 16,710 37,376 SH   SOLE   37,376 0 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 1,110 8,082 SH   SOLE   8,082 0 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 580 8,330 SH   SOLE   8,330 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 13,346 52,501 SH   SOLE   52,501 0 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 1,014 29,044 SH   SOLE   29,044 0 0
BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 962 10,800 SH   SOLE   10,800 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 1,709 45,715 SH   SOLE   45,715 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 3,852 75,185 SH   SOLE   75,185 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1,397 8,941 SH   SOLE   8,941 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 3,117 25,370 SH   SOLE   25,370 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 257 8,798 SH   SOLE   8,798 0 0
BOX INC CLASS A COMMON STOCK USD.0001 10316T104 359 18,604 SH   SOLE   18,604 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 951 54,378 SH   SOLE   54,378 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,221 38,315 SH   SOLE   38,315 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 2,897 45,447 SH   SOLE   45,447 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 2,054 109,241 SH   SOLE   109,241 0 0
BROADCOM LTD COMMON STOCK Y09827109 4,713 19,432 SH   SOLE   19,432 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 2,506 209,700 SH   SOLE   209,700 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 533 11,059 SH   SOLE   11,059 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 6,202 110,803 SH   SOLE   110,803 0 0
BUFFALO WILD WINGS INC COMMON STOCK 119848109 318 3,013 SH   SOLE   3,013 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 603 7,925 SH   SOLE   7,925 0 0
C J ENERGY SERVICES INC COMMON STOCK 12674R100 450 15,000 SH   SOLE   15,000 0 0
CA INC COMMON STOCK USD.1 12673P105 5,328 159,631 SH   SOLE   159,631 0 0
CABOT OIL GAS CORP COMMON STOCK USD.1 127097103 5,738 214,500 SH   SOLE   214,500 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 170 4,300 SH   SOLE   4,300 0 0
CALITHERA BIOSCIENCES INC COMMON STOCK USD.001 13089P101 258 16,394 SH   SOLE   16,394 0 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 713 49,391 SH   SOLE   49,391 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 4,656 315,648 SH   SOLE   315,648 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 3,922 42,890 SH   SOLE   42,890 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2,103 44,910 SH   SOLE   44,910 0 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 4,012 119,793 SH   SOLE   119,793 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 709 7,530 SH   SOLE   7,530 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 14,650 173,042 SH   SOLE   173,042 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 141 2,109 SH   SOLE   2,109 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 413 14,670 SH   SOLE   14,670 0 0
CARETRUST REIT INC REIT USD.01 14174T107 1,371 72,008 SH   SOLE   72,008 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 2,387 36,972 SH   SOLE   36,972 0 0
CARTER S INC COMMON STOCK USD.01 146229109 5,675 57,468 SH   SOLE   57,468 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 6,460 51,797 SH   SOLE   51,797 0 0
CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 1,037 123,575 SH   SOLE   123,575 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 59 548 SH   SOLE   548 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 4,160 109,833 SH   SOLE   109,833 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 77 1,332 SH   SOLE   1,332 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 5,236 83,000 SH   SOLE   83,000 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 599 9,069 SH   SOLE   9,069 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 660 117,486 SH   SOLE   117,486 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 3,681 35,300 SH   SOLE   35,300 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 29,100 199,558 SH   SOLE   199,558 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 6,796 70,224 SH   SOLE   70,224 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 874 234,186 SH   SOLE   173,399 0 60,787
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 695 41,932 SH   SOLE   41,932 0 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 47 2,509 SH   SOLE   2,509 0 0
CERNER CORP COMMON STOCK USD.01 156782104 1,282 17,980 SH   SOLE   17,980 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 76 2,157 SH   SOLE   2,157 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 964 8,923 SH   SOLE   8,923 0 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 373 1,027 SH   SOLE   1,027 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 2,142 100,484 SH   SOLE   100,484 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 1,040 24,700 SH   SOLE   24,700 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 647 3,204 SH   SOLE   3,204 0 0
CHEMOURS CO/THE COMMON STOCK 163851108 1,787 35,300 SH   SOLE   35,300 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 33 7,591 SH   SOLE   7,591 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,533 56,837 SH   SOLE   56,837 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 36,985 314,767 SH   SOLE   314,767 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 2,615 138,200 SH   SOLE   138,200 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 59 193 SH   SOLE   193 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 569 8,907 SH   SOLE   8,907 0 0
CHUBB LTD COMMON STOCK H1467J104 409 2,869 SH   SOLE   2,869 0 0
CHURCH DWIGHT CO INC COMMON STOCK USD1.0 171340102 1,313 27,109 SH   SOLE   27,109 0 0
CIENA CORP COMMON STOCK USD.01 171779309 1,593 72,528 SH   SOLE   72,528 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 10,402 55,646 SH   SOLE   55,646 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 1,478 13,000 SH   SOLE   13,000 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 52 680 SH   SOLE   680 0 0
CINTAS CORP COMMON STOCK 172908105 7,967 55,222 SH   SOLE   55,222 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 1,291 24,207 SH   SOLE   24,207 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 6,861 204,010 SH   SOLE   204,010 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 3,218 65,600 SH   SOLE   65,600 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 38,336 527,028 SH   SOLE   527,028 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 7,656 202,153 SH   SOLE   202,153 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 3,300 42,959 SH   SOLE   42,959 0 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 199 1,505 SH   SOLE   1,505 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 265 1,950 SH   SOLE   1,950 0 0
CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 23 1,000 SH   SOLE   1,000 0 0
COACH INC COMMON STOCK USD.01 189754104 100 2,486 SH   SOLE   2,486 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 23,706 526,680 SH   SOLE   526,680 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 4,146 37,591 SH   SOLE   37,591 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 3,579 49,342 SH   SOLE   49,342 0 0
COHERENT INC COMMON STOCK USD.01 192479103 4,316 18,353 SH   SOLE   18,353 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 12,456 170,976 SH   SOLE   170,976 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 500 8,114 SH   SOLE   8,114 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 32,043 832,728 SH   SOLE   832,728 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 4,556 59,743 SH   SOLE   59,743 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2,119 59,354 SH   SOLE   59,354 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 268 4,412 SH   SOLE   4,412 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 138 4,101 SH   SOLE   4,101 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 13,588 271,482 SH   SOLE   271,482 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 141 1,748 SH   SOLE   1,748 0 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 704 54,967 SH   SOLE   54,967 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 18,064 90,567 SH   SOLE   90,567 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 2,494 10,518 SH   SOLE   10,518 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 1,369 11,809 SH   SOLE   11,809 0 0
COPART INC COMMON STOCK 217204106 914 26,592 SH   SOLE   26,592 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 2,269 117,539 SH   SOLE   117,539 0 0
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WOODWARD INC COMMON STOCK USD.00292 980745103 400 5,151 SH   SOLE   5,151 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 2,248 66,306 SH   SOLE   66,306 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1,556 33,834 SH   SOLE   33,834 0 0
WP CAREY INC REIT USD.001 92936U109 251 3,722 SH   SOLE   3,722 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 750 11,235 SH   SOLE   11,235 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,546 8,601 SH   SOLE   8,601 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 8,658 82,139 SH   SOLE   82,139 0 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 43 291 SH   SOLE   291 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 85 1,803 SH   SOLE   1,803 0 0
XENCOR INC COMMON STOCK USD.01 98401F105 956 41,713 SH   SOLE   41,713 0 0
XENIA HOTELS RESORTS INC REIT USD.01 984017103 1,526 72,486 SH   SOLE   72,486 0 0
XEROX CORP COMMON STOCK USD1.0 984121608 32 963 SH   SOLE   963 0 0
XILINX INC COMMON STOCK USD.01 983919101 74 1,044 SH   SOLE   1,044 0 0
XL GROUP LTD COMMON STOCK G98294104 5,330 135,109 SH   SOLE   135,109 0 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 664 9,794 SH   SOLE   9,794 0 0
YY INC ADR ADR USD.00001 98426T106 3,853 44,404 SH   SOLE   44,404 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 9,873 84,322 SH   SOLE   84,322 0 0
ZIONS BANCORPORATION COMMON STOCK 989701107 255 5,400 SH   SOLE   5,400 0 0