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
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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 3,238 16,924 SH   SOLE   16,924 0 0
AARON S INC COMMON STOCK USD.5 002535300 2,640 88,773 SH   SOLE   88,773 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 6,273 96,264 SH   SOLE   96,264 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 527 4,206 SH   SOLE   4,206 0 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 813 13,873 SH   SOLE   13,873 0 0
ACCELERON PHARMA INC COMMON STOCK USD.001 00434H108 319 12,037 SH   SOLE   12,037 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 2,774 23,143 SH   SOLE   23,143 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 1,495 71,175 SH   SOLE   71,175 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 651 8,955 SH   SOLE   8,955 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 363 24,919 SH   SOLE   24,919 0 0
ADVANSIX INC COMMON STOCK USD.01 00773T101 0 1 SH   SOLE   1 0 0
AECOM COMMON STOCK USD.01 00766T100 3,164 88,900 SH   SOLE   88,900 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 1,517 11,894 SH   SOLE   11,894 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 8,375 51,088 SH   SOLE   51,088 0 0
AGREE REALTY CORP REIT USD.0001 008492100 680 14,181 SH   SOLE   14,181 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 1,236 9,139 SH   SOLE   9,139 0 0
AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 224 31,142 SH   SOLE   31,142 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 2,403 40,248 SH   SOLE   40,248 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 1,383 15,000 SH   SOLE   15,000 0 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001 014339105 352 16,914 SH   SOLE   16,914 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 271 2,456 SH   SOLE   2,456 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 10,162 94,243 SH   SOLE   53,355 0 40,888
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 903 7,876 SH   SOLE   7,876 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 752 1,223 SH   SOLE   1,223 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 12,535 165,591 SH   SOLE   165,591 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 16,107 67,415 SH   SOLE   67,415 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 1,728 6,938 SH   SOLE   6,938 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 8,164 226,400 SH   SOLE   226,400 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 3,244 39,803 SH   SOLE   39,803 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 546 44,831 SH   SOLE   44,831 0 0
ALPHA OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 248 14,444 SH   SOLE   14,444 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 7,712 9,096 SH   SOLE   9,096 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 51,089 61,586 SH   SOLE   61,586 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3,430 48,030 SH   SOLE   48,030 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 506 22,448 SH   SOLE   22,448 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 42,134 47,526 SH   SOLE   47,526 0 0
AMBARELLA INC COMMON STOCK USD.00045 G037AX101 957 17,488 SH   SOLE   17,488 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 9,084 154,800 SH   SOLE   154,800 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,570 42,146 SH   SOLE   42,146 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 5,922 139,994 SH   SOLE   130,474 0 9,520
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 610 14,570 SH   SOLE   14,570 0 0
AMERICAN AXLE MFG HOLDINGS COMMON STOCK USD.01 024061103 1,955 104,098 SH   SOLE   104,098 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 528 11,101 SH   SOLE   11,101 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 5,974 88,991 SH   SOLE   88,991 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 2,158 27,274 SH   SOLE   27,274 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 1,112 48,438 SH   SOLE   48,438 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 1,371 21,955 SH   SOLE   21,955 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 028591105 1,369 11,600 SH   SOLE   11,600 0 0
AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001 02874P103 306 15,446 SH   SOLE   15,446 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 1,994 45,002 SH   SOLE   45,002 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 14,597 120,101 SH   SOLE   120,101 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 508 7,830 SH   SOLE   7,830 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 2,590 29,271 SH   SOLE   29,271 0 0
AMETEK INC COMMON STOCK USD.01 031100100 2,476 45,789 SH   SOLE   45,789 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 22,850 139,267 SH   SOLE   139,267 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,315 57,014 SH   SOLE   57,014 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 1,320 71,505 SH   SOLE   71,505 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 884 10,791 SH   SOLE   10,791 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 215 20,000 SH   SOLE   20,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,229 28,286 SH   SOLE   28,286 0 0
ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 840 75,600 SH   SOLE   75,600 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 334 14,643 SH   SOLE   14,643 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 3,185 19,256 SH   SOLE   19,256 0 0
APARTMENT INVT MGMT CO A REIT USD.01 03748R101 851 19,197 SH   SOLE   19,197 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,724 28,920 SH   SOLE   28,920 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1,111 59,070 SH   SOLE   59,070 0 0
APPLE INC COMMON STOCK USD.00001 037833100 76,957 535,685 SH   SOLE   535,685 0 0
APPLIED GENETIC TECHNOLOGIES COMMON STOCK USD.001 03820J100 252 36,509 SH   SOLE   36,509 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 17,744 456,156 SH   SOLE   456,156 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 1,661 63,888 SH   SOLE   63,888 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 1,982 43,054 SH   SOLE   43,054 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 380 5,740 SH   SOLE   5,740 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 6,679 252,500 SH   SOLE   252,500 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5,675 77,300 SH   SOLE   77,300 0 0
ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 519 81,437 SH   SOLE   81,437 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 7,637 129,613 SH   SOLE   129,613 0 0
ASSEMBLY BIOSCIENCES INC COMMON STOCK USD.001 045396108 344 13,515 SH   SOLE   13,515 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 3,239 33,853 SH   SOLE   33,853 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2,558 124,700 SH   SOLE   124,700 0 0
ATT INC COMMON STOCK USD1.0 00206R102 18,990 457,042 SH   SOLE   457,042 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 621 23,649 SH   SOLE   23,649 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 958 2,000,000 SH   SOLE   2,000,000 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 9,073 12,548 SH   SOLE   12,548 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 4,301 23,425 SH   SOLE   23,425 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 1,600 19,854 SH   SOLE   19,854 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 3,198 108,100 SH   SOLE   108,100 0 0
B/E AEROSPACE INC COMMON STOCK USD.01 073302101 769 12,000 SH   SOLE   12,000 0 0
BAKER HUGHES INC COMMON STOCK USD1.0 057224107 5,180 86,598 SH   SOLE   86,598 0 0
BANCO MACRO SA ADR ADR 05961W105 11,154 128,653 SH   SOLE   69,523 0 59,130
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 34,567 1,465,335 SH   SOLE   1,465,335 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 701 8,509 SH   SOLE   8,509 0 0
BANK OF NT BUTTERFIELD SON COMMON STOCK BMD1.0 G0772R208 1,235 38,716 SH   SOLE   38,716 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 2,537 48,782 SH   SOLE   48,782 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 342 6,664 SH   SOLE   6,664 0 0
BARRACUDA NETWORKS INC COMMON STOCK USD.001 068323104 517 22,375 SH   SOLE   22,375 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 1,105 33,111 SH   SOLE   33,111 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 9,296 50,676 SH   SOLE   50,676 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 7,659 194,100 SH   SOLE   194,100 0 0
BELDEN INC COMMON STOCK USD.01 077454106 2,254 32,583 SH   SOLE   32,583 0 0
BENEFICIAL BANCORP INC COMMON STOCK USD.01 08171T102 610 38,104 SH   SOLE   38,104 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 26,134 156,789 SH   SOLE   156,789 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 8,784 178,717 SH   SOLE   178,717 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 2,192 45,021 SH   SOLE   45,021 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 3,670 13,422 SH   SOLE   13,422 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 200 2,280 SH   SOLE   2,280 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 479 8,749 SH   SOLE   8,749 0 0
BIOVERATIV INC COMMON STOCK USD.001 09075E100 1,274 23,400 SH   SOLE   23,400 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 581 7,582 SH   SOLE   7,582 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 6,600 17,209 SH   SOLE   17,209 0 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 321 3,535 SH   SOLE   3,535 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 9,484 53,625 SH   SOLE   53,625 0 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 775 29,044 SH   SOLE   29,044 0 0
BOJANGLES INC COMMON STOCK USD.01 097488100 730 35,617 SH   SOLE   35,617 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 1,784 50,415 SH   SOLE   50,415 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 1,196 28,620 SH   SOLE   28,620 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 415 2,872 SH   SOLE   2,872 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 2,490 18,802 SH   SOLE   18,802 0 0
BRADY CORPORATION CL A COMMON STOCK USD.01 104674106 504 13,048 SH   SOLE   13,048 0 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 834 93,666 SH   SOLE   93,666 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,369 31,136 SH   SOLE   31,136 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 1,100 51,280 SH   SOLE   51,280 0 0
BROADCOM LTD COMMON STOCK Y09827109 609 2,781 SH   SOLE   2,781 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 48 700 SH   SOLE   700 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 2,617 209,700 SH   SOLE   209,700 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 461 11,059 SH   SOLE   11,059 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 6,359 103,900 SH   SOLE   103,900 0 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 190 10,191 SH   SOLE   10,191 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 1,157 14,600 SH   SOLE   14,600 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 613 7,925 SH   SOLE   7,925 0 0
CA INC COMMON STOCK USD.1 12673P105 1,970 62,100 SH   SOLE   62,100 0 0
CAESARSTONE LTD COMMON STOCK M20598104 568 15,675 SH   SOLE   15,675 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 1,530 138,448 SH   SOLE   138,448 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 5,770 71,717 SH   SOLE   71,717 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2,979 52,038 SH   SOLE   52,038 0 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 3,046 92,883 SH   SOLE   92,883 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 649 8,108 SH   SOLE   8,108 0 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 1,059 24,406 SH   SOLE   24,406 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 15,120 174,472 SH   SOLE   174,472 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 415 14,670 SH   SOLE   14,670 0 0
CARE CAPITAL PROPERTIES INC REIT USD.01 141624106 706 26,281 SH   SOLE   26,281 0 0
CARETRUST REIT INC REIT USD.01 14174T107 775 46,069 SH   SOLE   46,069 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 1,926 32,688 SH   SOLE   32,688 0 0
CARTER S INC COMMON STOCK USD.01 146229109 5,322 59,268 SH   SOLE   59,268 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 1,227 13,228 SH   SOLE   13,228 0 0
CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 134 14,042 SH   SOLE   14,042 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 529 15,192 SH   SOLE   15,192 0 0
CECO ENVIRONMENTAL CORP COMMON STOCK USD.01 125141101 386 36,725 SH   SOLE   36,725 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 430 85,659 SH   SOLE   85,659 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 4,151 46,200 SH   SOLE   46,200 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 22,118 177,752 SH   SOLE   177,752 0 0
CEMEX SAB SPONS ADR PART CER ADR 151290889 18,995 2,094,248 SH   SOLE   1,133,587 0 960,661
CENTENE CORP COMMON STOCK USD.001 15135B101 723 10,146 SH   SOLE   10,146 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 7,061 256,100 SH   SOLE   256,100 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 1,419 234,586 SH   SOLE   173,799 0 60,787
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 982 10,921 SH   SOLE   10,921 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 1,498 75,854 SH   SOLE   75,854 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 2,486 39,235 SH   SOLE   39,235 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 585 3,204 SH   SOLE   3,204 0 0
CHEMOURS CO/THE COMMON STOCK 163851108 786 20,403 SH   SOLE   20,403 0 0
CHEMTURA CORP COMMON STOCK USD.01 163893209 2,619 78,400 SH   SOLE   78,400 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,352 56,416 SH   SOLE   56,416 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 28,116 261,859 SH   SOLE   261,859 0 0
CHICAGO BRIDGE IRON CO NV COMMON STOCK EUR.01 167250109 7,608 247,400 SH   SOLE   247,400 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 4,585 227,200 SH   SOLE   227,200 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 558 8,907 SH   SOLE   8,907 0 0
CHUBB LTD COMMON STOCK H1467J104 14,508 106,478 SH   SOLE   106,478 0 0
CIENA CORP COMMON STOCK USD.01 171779309 685 29,000 SH   SOLE   29,000 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 7,679 52,423 SH   SOLE   52,423 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 1,007 8,425 SH   SOLE   8,425 0 0
CINTAS CORP COMMON STOCK 172908105 5,597 44,234 SH   SOLE   44,234 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 4,626 76,229 SH   SOLE   76,229 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 28,465 842,160 SH   SOLE   842,160 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 27,617 461,670 SH   SOLE   461,670 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 1,154 33,402 SH   SOLE   33,402 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 3,711 44,503 SH   SOLE   44,503 0 0
CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125 18683K101 616 75,033 SH   SOLE   75,033 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 19,044 448,731 SH   SOLE   448,731 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 650 7,744 SH   SOLE   7,744 0 0
COHERENT INC COMMON STOCK USD.01 192479103 277 1,346 SH   SOLE   1,346 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 247 6,300 SH   SOLE   6,300 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 5,816 79,461 SH   SOLE   79,461 0 0
COLONY STARWOOD HOMES REIT USD.01 19625X102 188 5,550 SH   SOLE   5,550 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 477 8,114 SH   SOLE   8,114 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 29,434 783,027 SH   SOLE   783,027 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 1,716 25,020 SH   SOLE   25,020 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2,290 62,475 SH   SOLE   62,475 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 224 4,412 SH   SOLE   4,412 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 4,202 104,175 SH   SOLE   104,175 0 0
CONDUENT INC COMMON STOCK USD.01 206787103 0 1 SH   SOLE   1 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 4,753 95,300 SH   SOLE   95,300 0 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 417 35,834 SH   SOLE   35,834 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 12,315 75,984 SH   SOLE   75,984 0 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 562 35,583 SH   SOLE   35,583 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,606 8,034 SH   SOLE   8,034 0 0
COPART INC COMMON STOCK 217204106 823 13,296 SH   SOLE   13,296 0 0
CORECIVIC INC REIT USD.01 21871N101 694 22,089 SH   SOLE   22,089 0 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 1,189 35,194 SH   SOLE   35,194 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 7,024 78,000 SH   SOLE   78,000 0 0
CORNING INC COMMON STOCK USD.5 219350105 10,074 373,117 SH   SOLE   373,117 0 0
COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 341 51,271 SH   SOLE   51,271 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 4,907 29,264 SH   SOLE   29,264 0 0
CR BARD INC COMMON STOCK USD.25 067383109 1,859 7,480 SH   SOLE   7,480 0 0
CRANE CO COMMON STOCK USD1.0 224399105 5,088 68,000 SH   SOLE   68,000 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 6,626 125,140 SH   SOLE   125,140 0 0
CST BRANDS INC COMMON STOCK USD.01 12646R105 2,597 54,000 SH   SOLE   54,000 0 0
CUBESMART REIT USD.01 229663109 919 35,382 SH   SOLE   35,382 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 4,775 31,582 SH   SOLE   31,582 0 0
CVR ENERGY INC COMMON STOCK USD.01 12662P108 653 32,538 SH   SOLE   32,538 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 22,059 281,005 SH   SOLE   281,005 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 333 6,539 SH   SOLE   6,539 0 0
CYRUSONE INC REIT USD.01 23283R100 747 14,513 SH   SOLE   14,513 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 2,559 29,923 SH   SOLE   29,923 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,136 13,583 SH   SOLE   13,583 0 0
DAVITA INC COMMON STOCK USD.001 23918K108 3,035 44,655 SH   SOLE   44,655 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 482 10,015 SH   SOLE   10,015 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,342 68,256 SH   SOLE   68,256 0 0
DEERE CO COMMON STOCK USD1.0 244199105 3,483 31,991 SH   SOLE   31,991 0 0
DELL TECHNOLOGIES INC CL V TRACKING STK 24703L103 5,088 79,400 SH   SOLE   79,400 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 2,127 26,421 SH   SOLE   26,421 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 21,680 471,725 SH   SOLE   471,725 0 0
DELUXE CORP COMMON STOCK USD1.0 248019101 957 13,259 SH   SOLE   13,259 0 0
DEVRY EDUCATION GROUP INC COMMON STOCK USD.01 251893103 2,301 64,901 SH   SOLE   64,901 0 0
DEXCOM INC COMMON STOCK USD.001 252131107 270 3,181 SH   SOLE   3,181 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 483 43,287 SH   SOLE   43,287 0 0
DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 815 16,745 SH   SOLE   16,745 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 1,112 10,452 SH   SOLE   10,452 0 0
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SILICOM LTD COMMON STOCK ILS.01 M84116108 449 9,049 SH   SOLE   9,049 0 0
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SIMON PROPERTY GROUP INC REIT USD.0001 828806109 9,179 53,356 SH   SOLE   53,356 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 2,561 26,138 SH   SOLE   26,138 0 0
SL GREEN REALTY CORP REIT USD.01 78440X101 1,228 11,516 SH   SOLE   11,516 0 0
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SONIC CORP COMMON STOCK USD.01 835451105 1,183 46,640 SH   SOLE   46,640 0 0
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SP PLUS CORP COMMON STOCK USD.001 78469C103 801 23,743 SH   SOLE   23,743 0 0
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STERIS PLC COMMON STOCK G84720104 3,339 48,065 SH   SOLE   48,065 0 0
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