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
Estimated average burden
hours per response: 23.8
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 6,602 31,711 SH   SOLE   31,711 0 0
AARON S INC COMMON STOCK USD.5 002535300 4,192 107,763 SH   SOLE   107,763 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 537 11,041 SH   SOLE   11,041 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 8,374 115,491 SH   SOLE   115,491 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 948 6,618 SH   SOLE   6,618 0 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 383 9,238 SH   SOLE   9,238 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 3,226 26,086 SH   SOLE   26,086 0 0
ACETO CORP COMMON STOCK USD.01 004446100 335 21,709 SH   SOLE   21,709 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 670 33,997 SH   SOLE   33,997 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 216 3,746 SH   SOLE   3,746 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 585 8,955 SH   SOLE   8,955 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 1,747 12,348 SH   SOLE   12,348 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 879 23,174 SH   SOLE   23,174 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 35 2,780 SH   SOLE   2,780 0 0
AECOM COMMON STOCK USD.01 00766T100 3,486 107,832 SH   SOLE   107,832 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 242 1,595 SH   SOLE   1,595 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 6,166 37,176 SH   SOLE   37,176 0 0
AFLAC INC COMMON STOCK USD.1 001055102 244 3,136 SH   SOLE   3,136 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 299 2,093 SH   SOLE   2,093 0 0
AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 350 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 3,314 98,800 SH   SOLE   98,800 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 777 20,638 SH   SOLE   20,638 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 37 408 SH   SOLE   408 0 0
ALBANY MOLECULAR RESEARCH COMMON STOCK USD.01 012423109 2,131 98,208 SH   SOLE   98,208 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 86 813 SH   SOLE   813 0 0
ALERE INC COMMON STOCK USD.001 01449J105 1,330 26,500 SH   SOLE   26,500 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 1,064 8,831 SH   SOLE   8,831 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 6,981 49,549 SH   SOLE   49,549 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 958 6,384 SH   SOLE   6,384 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 727 1,223 SH   SOLE   1,223 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 14,778 182,175 SH   SOLE   182,175 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 20,047 82,466 SH   SOLE   82,466 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 2,849 11,100 SH   SOLE   11,100 0 0
ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 30 737 SH   SOLE   737 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 6,670 177,807 SH   SOLE   177,807 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 2,891 32,690 SH   SOLE   32,690 0 0
ALON USA ENERGY INC COMMON STOCK USD.01 020520102 597 44,831 SH   SOLE   44,831 0 0
ALPHA OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 241 14,444 SH   SOLE   14,444 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 9,433 10,147 SH   SOLE   10,147 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 61,827 68,037 SH   SOLE   68,037 0 0
ALTABA INC ALTABA INC 021346101 228 4,188 SH   SOLE   4,188 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 8,830 118,573 SH   SOLE   118,573 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 179 9,731 SH   SOLE   9,731 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 52,570 54,308 SH   SOLE   54,308 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 8,288 155,174 SH   SOLE   155,174 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,453 38,057 SH   SOLE   38,057 0 0
AMERCO COMMON STOCK USD.25 023586100 1,611 4,400 SH   SOLE   4,400 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 68 1,247 SH   SOLE   1,247 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 7,137 141,833 SH   SOLE   132,313 0 9,520
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 1,388 35,226 SH   SOLE   35,226 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 7,741 111,428 SH   SOLE   111,428 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 2,527 30,002 SH   SOLE   30,002 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 1,940 85,933 SH   SOLE   85,933 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 234 3,747 SH   SOLE   3,747 0 0
AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001 02874P103 1,226 55,317 SH   SOLE   55,317 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 2,003 42,258 SH   SOLE   42,258 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 17,273 130,537 SH   SOLE   130,537 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 64 505 SH   SOLE   505 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 446 7,830 SH   SOLE   7,830 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 5,793 61,280 SH   SOLE   61,280 0 0
AMETEK INC COMMON STOCK USD.01 031100100 3,571 58,949 SH   SOLE   58,949 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 25,560 148,408 SH   SOLE   148,408 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 1,847 47,289 SH   SOLE   47,289 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 109 1,480 SH   SOLE   1,480 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 884 58,420 SH   SOLE   58,420 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 262 5,781 SH   SOLE   5,781 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 1,127 14,481 SH   SOLE   14,481 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 194 20,000 SH   SOLE   20,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,024 20,764 SH   SOLE   20,764 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 433 5,537 SH   SOLE   5,537 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 149 1,226 SH   SOLE   1,226 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 259 11,963 SH   SOLE   11,963 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 6,443 34,249 SH   SOLE   34,249 0 0
APACHE CORP COMMON STOCK USD.625 037411105 200 4,176 SH   SOLE   4,176 0 0
APARTMENT INVT MGMT CO A REIT USD.01 03748R101 543 12,637 SH   SOLE   12,637 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,644 28,920 SH   SOLE   28,920 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 315 17,003 SH   SOLE   17,003 0 0
APPLE INC COMMON STOCK USD.00001 037833100 92,952 645,408 SH   SOLE   645,408 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 18,989 459,664 SH   SOLE   459,664 0 0
ARAMARK COMMON STOCK USD.01 03852U106 2,734 66,719 SH   SOLE   66,719 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 1,316 63,888 SH   SOLE   63,888 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 2,396 57,903 SH   SOLE   57,903 0 0
ARCONIC INC COMMON STOCK 03965L100 46 2,028 SH   SOLE   2,028 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 6,494 231,748 SH   SOLE   231,748 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5,287 67,418 SH   SOLE   67,418 0 0
ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 31 541 SH   SOLE   541 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 6,161 111,489 SH   SOLE   111,489 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 4,119 39,724 SH   SOLE   39,724 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 3,656 87,583 SH   SOLE   87,583 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2,513 124,700 SH   SOLE   124,700 0 0
AT T INC COMMON STOCK USD1.0 00206R102 16,336 432,980 SH   SOLE   432,980 0 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 580 11,683 SH   SOLE   11,683 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 314 13,945 SH   SOLE   13,945 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 965 2,000,000 SH   SOLE   2,000,000 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 91 903 SH   SOLE   903 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 261 2,550 SH   SOLE   2,550 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 7,796 13,666 SH   SOLE   13,666 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 7,040 36,634 SH   SOLE   36,634 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 6,809 77,048 SH   SOLE   77,048 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 2,729 100,059 SH   SOLE   100,059 0 0
BAKER HUGHES INC COMMON STOCK USD1.0 057224107 4,963 91,043 SH   SOLE   91,043 0 0
BANCO MACRO SA ADR ADR 05961W105 5,952 64,567 SH   SOLE   64,567 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 40,492 1,669,094 SH   SOLE   1,669,094 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 706 8,509 SH   SOLE   8,509 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 304 5,967 SH   SOLE   5,967 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 1,972 42,078 SH   SOLE   42,078 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 3,596 61,439 SH   SOLE   61,439 0 0
BARRACUDA NETWORKS INC COMMON STOCK USD.001 068323104 516 22,375 SH   SOLE   22,375 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 1,590 63,850 SH   SOLE   63,850 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 2,641 43,621 SH   SOLE   43,621 0 0
BB T CORP COMMON STOCK USD5.0 054937107 170 3,741 SH   SOLE   3,741 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 6,495 33,291 SH   SOLE   33,291 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 5,467 179,850 SH   SOLE   179,850 0 0
BELDEN INC COMMON STOCK USD.01 077454106 1,522 20,180 SH   SOLE   20,180 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 29,973 176,966 SH   SOLE   176,966 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 9,751 170,089 SH   SOLE   170,089 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 2,175 45,021 SH   SOLE   45,021 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,217 8,169 SH   SOLE   8,169 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 169 1,863 SH   SOLE   1,863 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 758 15,316 SH   SOLE   15,316 0 0
BIOVERATIV INC COMMON STOCK USD.001 09075E100 1,180 19,608 SH   SOLE   19,608 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 650 7,582 SH   SOLE   7,582 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 14,153 33,505 SH   SOLE   33,505 0 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 371 3,535 SH   SOLE   3,535 0 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 422 8,330 SH   SOLE   8,330 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 12,597 63,702 SH   SOLE   63,702 0 0
BOISE CASCADE CO COMMON STOCK USD.01 09739D100 883 29,044 SH   SOLE   29,044 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 775 23,815 SH   SOLE   23,815 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 3,533 83,400 SH   SOLE   83,400 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 380 2,872 SH   SOLE   2,872 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 3,219 26,168 SH   SOLE   26,168 0 0
BRIGHTCOVE COMMON STOCK USD.001 10921T101 581 93,666 SH   SOLE   93,666 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 2,209 39,645 SH   SOLE   39,645 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 1,953 109,241 SH   SOLE   109,241 0 0
BROADCOM LTD COMMON STOCK Y09827109 4,616 19,806 SH   SOLE   19,806 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 2,644 209,700 SH   SOLE   209,700 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 476 11,059 SH   SOLE   11,059 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 6,951 110,803 SH   SOLE   110,803 0 0
BUCKLE INC/THE COMMON STOCK USD.01 118440106 181 10,191 SH   SOLE   10,191 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 1,089 14,600 SH   SOLE   14,600 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 652 9,493 SH   SOLE   9,493 0 0
C J ENERGY SERVICES INC COMMON STOCK 12674R100 343 10,000 SH   SOLE   10,000 0 0
CA INC COMMON STOCK USD.1 12673P105 1,749 50,736 SH   SOLE   50,736 0 0
CABOT OIL GAS CORP COMMON STOCK USD.1 127097103 1,946 77,594 SH   SOLE   77,594 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 1,873 138,448 SH   SOLE   138,448 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 5,331 62,342 SH   SOLE   62,342 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 3,888 74,552 SH   SOLE   74,552 0 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 3,385 117,363 SH   SOLE   117,363 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 12,959 156,856 SH   SOLE   156,856 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 164 2,109 SH   SOLE   2,109 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 473 14,670 SH   SOLE   14,670 0 0
CARETRUST REIT INC REIT USD.01 14174T107 1,515 81,730 SH   SOLE   81,730 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 2,704 41,232 SH   SOLE   41,232 0 0
CARTER S INC COMMON STOCK USD.01 146229109 5,192 58,368 SH   SOLE   58,368 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 2,281 21,225 SH   SOLE   21,225 0 0
CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 1,389 164,796 SH   SOLE   164,796 0 0
CBOE HOLDINGS INC COMMON STOCK 12503M108 50 548 SH   SOLE   548 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 1,672 45,933 SH   SOLE   45,933 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 102 1,592 SH   SOLE   1,592 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 5,187 83,580 SH   SOLE   83,580 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 567 9,069 SH   SOLE   9,069 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 570 117,486 SH   SOLE   117,486 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 3,584 37,746 SH   SOLE   37,746 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 26,466 203,790 SH   SOLE   203,790 0 0
CEMEX SAB SPONS ADR PART CER ADR 151290889 9,036 959,270 SH   SOLE   959,270 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 5,448 68,205 SH   SOLE   68,205 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 985 234,586 SH   SOLE   173,799 0 60,787
CENTURYLINK INC COMMON STOCK USD1.0 156700106 60 2,509 SH   SOLE   2,509 0 0
CERNER CORP COMMON STOCK USD.01 156782104 4,434 66,700 SH   SOLE   66,700 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 60 2,157 SH   SOLE   2,157 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 903 8,923 SH   SOLE   8,923 0 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 311 923 SH   SOLE   923 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 2,019 100,484 SH   SOLE   100,484 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 1,612 32,055 SH   SOLE   32,055 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 655 3,204 SH   SOLE   3,204 0 0
CHEMOURS CO/THE COMMON STOCK 163851108 1,276 33,661 SH   SOLE   33,661 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 38 7,591 SH   SOLE   7,591 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,391 56,837 SH   SOLE   56,837 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 30,338 290,785 SH   SOLE   290,785 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 4,026 216,100 SH   SOLE   216,100 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 80 193 SH   SOLE   193 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 572 8,907 SH   SOLE   8,907 0 0
CHUBB LTD COMMON STOCK H1467J104 15,237 104,809 SH   SOLE   104,809 0 0
CHURCH DWIGHT CO INC COMMON STOCK USD1.0 171340102 384 7,395 SH   SOLE   7,395 0 0
CIENA CORP COMMON STOCK USD.01 171779309 1,815 72,528 SH   SOLE   72,528 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 11,991 71,635 SH   SOLE   71,635 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 1,203 12,793 SH   SOLE   12,793 0 0
CINTAS CORP COMMON STOCK 172908105 7,369 58,466 SH   SOLE   58,466 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 4,161 66,343 SH   SOLE   66,343 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 18,973 606,180 SH   SOLE   606,180 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 34,163 510,806 SH   SOLE   510,806 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 7,071 198,172 SH   SOLE   198,172 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 3,380 42,472 SH   SOLE   42,472 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 248 1,980 SH   SOLE   1,980 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 74 1,604 SH   SOLE   1,604 0 0
COACH INC COMMON STOCK USD.01 189754104 118 2,486 SH   SOLE   2,486 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 24,896 555,097 SH   SOLE   555,097 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 657 7,744 SH   SOLE   7,744 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 225 3,388 SH   SOLE   3,388 0 0
COHERENT INC COMMON STOCK USD.01 192479103 762 3,388 SH   SOLE   3,388 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 9,992 134,788 SH   SOLE   134,788 0 0
COLONY STARWOOD HOMES REIT USD.01 19625X102 338 9,846 SH   SOLE   9,846 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 471 8,114 SH   SOLE   8,114 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 34,351 882,611 SH   SOLE   882,611 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 3,522 48,089 SH   SOLE   48,089 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2,202 59,354 SH   SOLE   59,354 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 249 4,412 SH   SOLE   4,412 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 4,336 121,261 SH   SOLE   121,261 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 9,672 220,018 SH   SOLE   220,018 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 191 2,358 SH   SOLE   2,358 0 0
CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 682 54,967 SH   SOLE   54,967 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 19,342 99,839 SH   SOLE   99,839 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 1,363 5,691 SH   SOLE   5,691 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 1,191 11,809 SH   SOLE   11,809 0 0
COPART INC COMMON STOCK 217204106 845 26,592 SH   SOLE   26,592 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 1,387 117,539 SH   SOLE   117,539 0 0
CORECIVIC INC REIT USD.01 21871N101 241 8,742 SH   SOLE   8,742 0 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 523 15,580 SH   SOLE   15,580 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 8,995 86,884 SH   SOLE   86,884 0 0
CORNING INC COMMON STOCK USD.5 219350105 10,851 361,095 SH   SOLE   361,095 0 0
COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 2,069 283,075 SH   SOLE   283,075 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 4,732 29,591 SH   SOLE   29,591 0 0
COTY INC CL A COMMON STOCK USD.01 222070203 73 3,889 SH   SOLE   3,889 0 0
CR BARD INC COMMON STOCK USD.25 067383109 4,264 13,490 SH   SOLE   13,490 0 0
CRANE CO COMMON STOCK USD1.0 224399105 4,235 53,350 SH   SOLE   53,350 0 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 198 1,974 SH   SOLE   1,974 0 0
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WEYERHAEUSER CO REIT USD1.25 962166104 109 3,252 SH   SOLE   3,252 0 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 100 520 SH   SOLE   520 0 0
WHOLE FOODS MARKET INC COMMON STOCK 966837106 2,675 63,528 SH   SOLE   63,528 0 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 194 6,400 SH   SOLE   6,400 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 106 728 SH   SOLE   728 0 0
WMIH CORP COMMON STOCK USD.00001 92936P100 245 196,172 SH   SOLE   196,172 0 0
WOODWARD INC COMMON STOCK USD.00292 980745103 348 5,151 SH   SOLE   5,151 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 2,549 66,306 SH   SOLE   66,306 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1,686 33,582 SH   SOLE   33,582 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 777 11,235 SH   SOLE   11,235 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 66 365 SH   SOLE   365 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 8,388 83,539 SH   SOLE   83,539 0 0
WYNN RESORTS LTD COMMON STOCK USD.01 983134107 39 291 SH   SOLE   291 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 135 2,950 SH   SOLE   2,950 0 0
XENCOR INC COMMON STOCK USD.01 98401F105 881 41,713 SH   SOLE   41,713 0 0
XENIA HOTELS RESORTS INC REIT USD.01 984017103 1,632 84,269 SH   SOLE   84,269 0 0
XILINX INC COMMON STOCK USD.01 983919101 67 1,044 SH   SOLE   1,044 0 0
XL GROUP LTD COMMON STOCK G98294104 4,274 97,575 SH   SOLE   97,575 0 0
YPF S.A. SPONSORED ADR ADR 984245100 2,457 112,213 SH   SOLE   112,213 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 11,239 87,529 SH   SOLE   87,529 0 0