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 11,529 65,832 SH   SOLE   65,832 0 0
AARON S INC COMMON STOCK USD.5 002535300 369 16,865 SH   SOLE   16,865 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 6,211 100,324 SH   SOLE   100,324 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 995 9,105 SH   SOLE   9,105 0 0
ACCELERON PHARMA INC COMMON STOCK USD.001 00434H108 590 17,350 SH   SOLE   17,350 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 4,246 37,481 SH   SOLE   37,481 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 736 28,858 SH   SOLE   28,858 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 1,135 11,849 SH   SOLE   11,849 0 0
AECOM COMMON STOCK USD.01 00766T100 10,172 320,182 SH   SOLE   320,182 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 3,984 28,304 SH   SOLE   28,304 0 0
AFLAC INC COMMON STOCK USD.1 001055102 1,190 16,487 SH   SOLE   16,487 0 0
AGL RESOURCES INC COMMON STOCK USD5.0 001204106 310 4,700 SH   SOLE   4,700 0 0
AGREE REALTY CORP REIT USD.0001 008492100 684 14,181 SH   SOLE   14,181 0 0
ALAMO GROUP INC COMMON STOCK USD.1 011311107 673 10,195 SH   SOLE   10,195 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 696 27,150 SH   SOLE   27,150 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 4,266 73,186 SH   SOLE   73,186 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 178 2,242 SH   SOLE   2,242 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 2,571 24,831 SH   SOLE   24,831 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 228 2,827 SH   SOLE   2,827 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 19,656 85,058 SH   SOLE   85,058 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 4,681 165,818 SH   SOLE   165,818 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 7,671 10,904 SH   SOLE   10,904 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 45,676 65,996 SH   SOLE   65,996 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 11,977 173,687 SH   SOLE   173,687 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 809 33,838 SH   SOLE   33,348 0 490
AMAZON.COM INC COMMON STOCK USD.01 023135106 37,317 52,147 SH   SOLE   52,147 0 0
AMBARELLA INC COMMON STOCK USD.00045 G037AX101 1,637 32,221 SH   SOLE   32,221 0 0
AMBEV SA ADR ADR 02319V103 1,086 183,816 SH   SOLE   183,816 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 2,120 35,082 SH   SOLE   35,082 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,942 50,970 SH   SOLE   50,970 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 8,501 300,282 SH   SOLE   274,294 0 25,988
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 5,163 73,656 SH   SOLE   73,656 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 21,259 401,952 SH   SOLE   401,952 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 1,972 45,002 SH   SOLE   45,002 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 16,671 146,743 SH   SOLE   146,743 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 2,047 22,785 SH   SOLE   22,785 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 847 13,833 SH   SOLE   13,833 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 4,582 57,762 SH   SOLE   57,762 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 12,957 85,157 SH   SOLE   85,157 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 1,942 48,597 SH   SOLE   48,597 0 0
AMSURG CORP COMMON STOCK 03232P405 2,137 27,558 SH   SOLE   27,558 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 3,381 138,007 SH   SOLE   138,007 0 0
ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 762 53,032 SH   SOLE   53,032 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 623 34,482 SH   SOLE   34,482 0 0
ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 444 7,955 SH   SOLE   7,955 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 2,308 43,017 SH   SOLE   43,017 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 5,594 42,592 SH   SOLE   42,592 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1,370 85,250 SH   SOLE   85,250 0 0
APPLE INC COMMON STOCK USD.00001 037833100 53,566 560,312 SH   SOLE   560,312 0 0
APPLIED GENETIC TECHNOLOGIES COMMON STOCK USD.001 03820J100 516 36,509 SH   SOLE   36,509 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 2,748 65,869 SH   SOLE   65,869 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 3,926 187,315 SH   SOLE   187,315 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 9,889 159,759 SH   SOLE   159,759 0 0
ARTHUR J GALLAGHER + CO COMMON STOCK USD1. 363576109 3,465 72,800 SH   SOLE   72,800 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 4,517 97,389 SH   SOLE   97,389 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 10,469 260,162 SH   SOLE   260,162 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 2,396 94,431 SH   SOLE   94,431 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 287 18,700 SH   SOLE   18,700 0 0
ASTRONICS CORP COMMON STOCK USD.01 046433108 908 27,291 SH   SOLE   27,291 0 0
AT+T INC COMMON STOCK USD1. 00206R102 19,778 457,718 SH   SOLE   457,718 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 880 2,000,000 SH   SOLE   2,000,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 361 8,708 SH   SOLE   8,708 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 8,464 10,662 SH   SOLE   10,662 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 13,197 73,158 SH   SOLE   73,158 0 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 1,061 55,857 SH   SOLE   55,857 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 806 25,000 SH   SOLE   25,000 0 0
AXIALL CORP COMMON STOCK USD.01 05463D100 1,092 33,500 SH   SOLE   33,500 0 0
BANCO MACRO SA ADR ADR 05961W105 21,736 292,865 SH   SOLE   148,649 0 144,216
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 3,391 255,553 SH   SOLE   255,553 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 7,685 45,313 SH   SOLE   45,313 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 4,154 96,123 SH   SOLE   96,123 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 16,719 115,469 SH   SOLE   115,469 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 6,438 210,399 SH   SOLE   210,399 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 2,389 47,669 SH   SOLE   47,669 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,292 9,479 SH   SOLE   9,479 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 349 8,749 SH   SOLE   8,749 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 6,833 52,617 SH   SOLE   52,617 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 1,322 10,025 SH   SOLE   10,025 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,914 42,042 SH   SOLE   42,042 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 3,311 50,789 SH   SOLE   50,789 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 9,551 210,755 SH   SOLE   210,755 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 1,891 31,978 SH   SOLE   31,978 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,634 22,000 SH   SOLE   22,000 0 0
CA INC COMMON STOCK USD.1 12673P105 1,251 38,092 SH   SOLE   38,092 0 0
CABOT CORP COMMON STOCK USD1. 127055101 1,765 38,656 SH   SOLE   38,656 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 318 7,513 SH   SOLE   7,513 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 1,909 78,574 SH   SOLE   78,574 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 347 46,205 SH   SOLE   46,205 0 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 541 12,205 SH   SOLE   12,205 0 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 724 19,716 SH   SOLE   19,716 0 0
CALERES INC COMMON STOCK USD.01 129500104 1,100 45,445 SH   SOLE   45,445 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 2,042 138,448 SH   SOLE   138,448 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 1,052 20,341 SH   SOLE   20,341 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 3,400 51,111 SH   SOLE   51,111 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 901 13,116 SH   SOLE   13,116 0 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 1,227 42,607 SH   SOLE   42,607 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 19,461 306,421 SH   SOLE   306,421 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 1,767 22,655 SH   SOLE   22,655 0 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 4,565 43,200 SH   SOLE   43,200 0 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 322 10,698 SH   SOLE   10,698 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 1,732 39,185 SH   SOLE   39,185 0 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 456 12,731 SH   SOLE   12,731 0 0
CASH AMERICA INTL INC COMMON STOCK USD.1 14754D100 654 15,350 SH   SOLE   15,350 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 1,634 21,551 SH   SOLE   21,551 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 87 1,560 SH   SOLE   1,560 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 1,340 33,438 SH   SOLE   33,438 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 2,093 31,978 SH   SOLE   31,978 0 0
CELATOR PHARMACEUTICALS INC COMMON STOCK USD.001 15089R102 504 16,700 SH   SOLE   16,700 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 16,077 163,008 SH   SOLE   163,008 0 0
CEMEX SAB SPONS ADR PART CER ADR 151290889 22,787 3,693,227 SH   SOLE   1,393,147 0 2,300,080
CENTENE CORP COMMON STOCK USD.001 15135B101 960 13,453 SH   SOLE   13,453 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 7,875 328,116 SH   SOLE   328,116 0 0
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK 154760409 618 26,196 SH   SOLE   26,196 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 821 250,186 SH   SOLE   179,050 0 71,136
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 912 144,032 SH   SOLE   144,032 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 916 41,662 SH   SOLE   41,662 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,312 56,416 SH   SOLE   56,416 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 16,077 153,364 SH   SOLE   153,364 0 0
CHUBB LTD COMMON STOCK H1467J104 14,861 113,695 SH   SOLE   113,695 0 0
CIENA CORP COMMON STOCK USD.01 171779309 554 29,538 SH   SOLE   29,538 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 3,792 29,624 SH   SOLE   29,624 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 1,690 22,573 SH   SOLE   22,573 0 0
CINTAS CORP COMMON STOCK 172908105 5,700 58,084 SH   SOLE   58,084 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 4,076 105,087 SH   SOLE   105,087 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 32,196 1,122,212 SH   SOLE   1,122,212 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 5,752 180,244 SH   SOLE   180,244 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 30,713 724,539 SH   SOLE   724,539 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 11,386 142,169 SH   SOLE   142,169 0 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 983 7,100 SH   SOLE   7,100 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 20,275 447,277 SH   SOLE   447,277 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 1,419 53,610 SH   SOLE   53,610 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 14,592 199,338 SH   SOLE   199,338 0 0
COLUMBIA PIPELINE GROUP COMMON STOCK USD.01 198280109 512 20,100 SH   SOLE   20,100 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 36,511 560,063 SH   SOLE   560,063 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2,252 69,147 SH   SOLE   69,147 0 0
COMMERCIAL METALS CO COMMON STOCK USD.01 201723103 1,389 82,181 SH   SOLE   82,181 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 489 40,554 SH   SOLE   40,554 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 822 19,034 SH   SOLE   19,034 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 3,079 18,613 SH   SOLE   18,613 0 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 313 38,333 SH   SOLE   38,333 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 842 10,659 SH   SOLE   10,659 0 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 1,148 39,782 SH   SOLE   39,782 0 0
CORNING INC COMMON STOCK USD.5 219350105 3,696 180,454 SH   SOLE   180,454 0 0
CORRECTIONS CORP OF AMERICA REIT USD.01 22025Y407 632 18,058 SH   SOLE   18,058 0 0
CR BARD INC COMMON STOCK USD.25 067383109 4,286 18,227 SH   SOLE   18,227 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 1,636 9,540 SH   SOLE   9,540 0 0
CRANE CO COMMON STOCK USD1. 224399105 3,921 69,130 SH   SOLE   69,130 0 0
CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 6,707 132,358 SH   SOLE   132,358 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 1,532 13,629 SH   SOLE   13,629 0 0
CVENT INC COMMON STOCK USD.001 23247G109 611 17,100 SH   SOLE   17,100 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 15,035 157,042 SH   SOLE   157,042 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 359 33,974 SH   SOLE   33,974 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 2,627 145,222 SH   SOLE   145,222 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 2,668 42,616 SH   SOLE   42,616 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 21,263 583,666 SH   SOLE   583,666 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 2,825 42,571 SH   SOLE   42,571 0 0
DEMANDWARE INC COMMON STOCK USD.01 24802Y105 502 6,700 SH   SOLE   6,700 0 0
DEPOMED INC COMMON STOCK 249908104 384 19,572 SH   SOLE   19,572 0 0
DEVRY EDUCATION GROUP INC COMMON STOCK USD.01 251893103 1,349 75,620 SH   SOLE   75,620 0 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 500 16,700 SH   SOLE   16,700 0 0
DIGITALGLOBE INC COMMON STOCK USD.001 25389M877 1,499 70,088 SH   SOLE   70,088 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 5,747 107,244 SH   SOLE   107,244 0 0
DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 1,665 66,000 SH   SOLE   66,000 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 10,804 114,934 SH   SOLE   114,934 0 0
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 4,577 58,727 SH   SOLE   58,727 0 0
DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 10,583 212,890 SH   SOLE   212,890 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 1,797 57,073 SH   SOLE   57,073 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 8,845 91,536 SH   SOLE   91,536 0 0
DREAMWORKS ANIMATION SKG A COMMON STOCK USD.01 26153C103 715 17,500 SH   SOLE   17,500 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 4,308 73,721 SH   SOLE   73,721 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 1,220 12,304 SH   SOLE   12,304 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 646,012 9,969,322 SH   SOLE   9,969,322 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 4,222 49,215 SH   SOLE   49,215 0 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 1,440 33,013 SH   SOLE   33,013 0 0
DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 547 11,503 SH   SOLE   11,503 0 0
DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 65 720 SH   SOLE   720 0 0
DYNEGY INC COMMON STOCK USD.01 26817R108 3,999 231,952 SH   SOLE   231,952 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,377 58,624 SH   SOLE   58,624 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 4,044 118,320 SH   SOLE   118,320 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 5,030 74,086 SH   SOLE   74,086 0 0
EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 11 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 10 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO COMMON STOCK USD.01 277461406 129 8,026 SH   SOLE   2,709 0 5,317
EATON CORP PLC COMMON STOCK USD.01 G29183103 1,628 27,259 SH   SOLE   27,259 0 0
EBAY INC COMMON STOCK USD.001 278642103 4,925 210,400 SH   SOLE   210,400 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 1,894 24,387 SH   SOLE   24,387 0 0
EL PASO ELECTRIC CO COMMON STOCK 283677854 614 12,993 SH   SOLE   12,993 0 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 977 64,281 SH   SOLE   64,281 0 0
ELECTRO RENT CORP COMMON STOCK 285218103 72 4,658 SH   SOLE   4,658 0 0
ELIZABETH ARDEN INC COMMON STOCK USD.01 28660G106 495 35,968 SH   SOLE   35,968 0 0
EMC CORP/MA COMMON STOCK USD.01 268648102 492 18,100 SH   SOLE   18,100 0 0
EMC INS GROUP INC COMMON STOCK USD1. 268664109 726 26,204 SH   SOLE   26,204 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 313 9,200 SH   SOLE   9,200 0 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 5,691 84,743 SH   SOLE   84,743 0 0
ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 70 1,365 SH   SOLE   1,365 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 1,153 19,383 SH   SOLE   19,383 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 7,836 96,321 SH   SOLE   96,321 0 0
EPR PROPERTIES REIT USD.01 26884U109 4,373 54,205 SH   SOLE   54,205 0 0
EQT CORP COMMON STOCK 26884L109 1,947 25,151 SH   SOLE   25,151 0 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 784 6,106 SH   SOLE   6,106 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 1,130 16,405 SH   SOLE   16,405 0 0
ESSENDANT INC COMMON STOCK USD.1 296689102 563 18,433 SH   SOLE   18,433 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 4,287 196,549 SH   SOLE   196,549 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 3,290 14,425 SH   SOLE   14,425 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 6,033 66,285 SH   SOLE   66,285 0 0
EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 897 12,966 SH   SOLE   12,966 0 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 1,073 24,292 SH   SOLE   24,292 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 1,629 8,917 SH   SOLE   8,917 0 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2,915 48,669 SH   SOLE   48,669 0 0
EXAMWORKS GROUP INC COMMON STOCK 30066A105 599 17,200 SH   SOLE   17,200 0 0
EXELON CORP COMMON STOCK 30161N101 12,569 345,677 SH   SOLE   345,677 0 0
EXPRESS INC COMMON STOCK 30219E103 507 34,920 SH   SOLE   34,920 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 11,602 153,062 SH   SOLE   153,062 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 3,203 34,612 SH   SOLE   34,612 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 53,909 575,089 SH   SOLE   575,089 0 0
EZCORP INC COMPANY GUAR 06/19 2.125 302301AB2 11,819 14,250,000 SH   SOLE   10,795,000 0 3,455,000
F5 NETWORKS INC COMMON STOCK 315616102 2,254 19,800 SH   SOLE   19,800 0 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 28,264 247,325 SH   SOLE   247,325 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,651 10,228 SH   SOLE   10,228 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 996 6,014 SH   SOLE   6,014 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 874 67,890 SH   SOLE   67,890 0 0
FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 769 26,711 SH   SOLE   26,711 0 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 405 21,287 SH   SOLE   21,287 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 7,733 50,946 SH   SOLE   50,946 0 0
FEI COMPANY COMMON STOCK 30241L109 1,112 10,400 SH   SOLE   10,400 0 0
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FMC TECHNOLOGIES INC COMMON STOCK USD.01 30249U101 1,734 65,000 SH   SOLE   65,000 0 0
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GARTNER INC COMMON STOCK USD.0005 366651107 2,116 21,727 SH   SOLE   21,727 0 0
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ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1 N6748L102 1,326 31,262 SH   SOLE   31,262 0 0
OWENS CORNING COMMON STOCK USD.001 690742101 1,783 34,602 SH   SOLE   34,602 0 0
OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 854 47,392 SH   SOLE   47,392 0 0
PACIRA PHARMACEUTICALS INC COMMON STOCK USD.001 695127100 194 5,757 SH   SOLE   5,757 0 0
PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 4,768 71,236 SH   SOLE   71,236 0 0
PACWEST BANCORP COMMON STOCK 695263103 7,804 196,167 SH   SOLE   196,167 0 0
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PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 13,058 120,855 SH   SOLE   120,855 0 0
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PAYLOCITY HOLDING CORP PRIVATE COMP USD.001 70438V106 358 8,281 SH   SOLE   8,281 0 0
PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 899 24,619 SH   SOLE   24,619 0 0
PC CONNECTION INC COMMON STOCK USD.01 69318J100 315 13,219 SH   SOLE   13,219 0 0
PDF SOLUTIONS INC COMMON STOCK USD.00015 693282105 690 49,298 SH   SOLE   49,298 0 0
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PEGASYSTEMS INC COMMON STOCK USD.01 705573103 1,599 59,338 SH   SOLE   59,338 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 3,766 64,600 SH   SOLE   64,600 0 0
PEPSICO INC COMMON STOCK USD.017 713448108 14,555 137,391 SH   SOLE   137,391 0 0
PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01 288853104 397 19,730 SH   SOLE   19,730 0 0
PFIZER INC COMMON STOCK USD.05 717081103 34,735 986,514 SH   SOLE   986,514 0 0
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PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 401 21,225 SH   SOLE   21,225 0 0
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POLYONE CORPORATION COMMON STOCK USD.01 73179P106 1,230 34,900 SH   SOLE   34,900 0 0
POPULAR INC COMMON STOCK USD.01 733174700 2,825 96,406 SH   SOLE   96,406 0 0
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POST HOLDINGS INC COMMON STOCK USD.01 737446104 2,501 30,241 SH   SOLE   30,241 0 0
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PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 506 14,475 SH   SOLE   14,475 0 0
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RADIAN GROUP INC COMMON STOCK USD.001 750236101 2,468 236,815 SH   SOLE   236,815 0 0
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RAYTHEON COMPANY COMMON STOCK USD.01 755111507 13,676 100,597 SH   SOLE   100,597 0 0
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RED HAT INC COMMON STOCK USD.0001 756577102 1,488 20,499 SH   SOLE   20,499 0 0
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RESMED INC COMMON STOCK USD.004 761152107 4,139 65,462 SH   SOLE   65,462 0 0
RESOURCE AMERICA INC CL A COMMON STOCK USD.01 761195205 403 41,500 SH   SOLE   41,500 0 0
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REXNORD CORP COMMON STOCK USD.01 76169B102 2,219 113,030 SH   SOLE   113,030 0 0
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RING ENERGY INC COMMON STOCK USD.001 76680V108 531 60,188 SH   SOLE   60,188 0 0
RITE AID CORP COMMON STOCK USD1. 767754104 380 50,800 SH   SOLE   50,800 0 0
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ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 4,180 109,548 SH   SOLE   109,548 0 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,252 10,900 SH   SOLE   10,900 0 0
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ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 2,379 134,726 SH   SOLE   134,726 0 0
RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 677 13,544 SH   SOLE   13,544 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 2,127 79,353 SH   SOLE   79,353 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 720 61,454 SH   SOLE   61,454 0 0
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SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 23,035 291,285 SH   SOLE   291,285 0 0
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SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,298 22,400 SH   SOLE   22,400 0 0
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SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 784 28,844 SH   SOLE   28,844 0 0
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