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 6,951 29,531 SH   SOLE   29,531 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 19,026 333,388 SH   SOLE   333,388 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 8,840 91,409 SH   SOLE   91,409 0 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 335 9,238 SH   SOLE   9,238 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 1,604 10,475 SH   SOLE   10,475 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 853 13,475 SH   SOLE   13,475 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 858 10,904 SH   SOLE   10,904 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 7,063 40,305 SH   SOLE   40,305 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 974 23,174 SH   SOLE   23,174 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 1,247 64,419 SH   SOLE   64,419 0 0
ADVANCED ACCELERATOR APP ADR ADR EUR.1 00790T100 1,926 23,600 SH   SOLE   23,600 0 0
AECOM COMMON STOCK USD.01 00766T100 4,844 130,400 SH   SOLE   130,400 0 0
AES CORP COMMON STOCK USD.01 00130H105 68 6,316 SH   SOLE   6,316 0 0
AETNA INC COMMON STOCK USD.01 00817Y108 4,481 24,838 SH   SOLE   24,838 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 7,056 34,376 SH   SOLE   34,376 0 0
AFLAC INC COMMON STOCK USD.1 001055102 212 2,416 SH   SOLE   2,416 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 367 5,473 SH   SOLE   5,473 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD1.0 009158106 314 1,914 SH   SOLE   1,914 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 52 792 SH   SOLE   792 0 0
AKORN INC COMMON STOCK 009728106 3,184 98,800 SH   SOLE   98,800 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 30 408 SH   SOLE   408 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 96 748 SH   SOLE   748 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 2,438 18,668 SH   SOLE   18,668 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 17,906 103,844 SH   SOLE   103,844 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 579 2,604 SH   SOLE   2,604 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 729 1,223 SH   SOLE   1,223 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 13,654 171,624 SH   SOLE   171,624 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 2,170 13,267 SH   SOLE   13,267 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 3,567 14,072 SH   SOLE   14,072 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 7,826 181,700 SH   SOLE   181,700 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 6,512 62,194 SH   SOLE   62,194 0 0
ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 1,007 61,578 SH   SOLE   61,578 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 9,396 8,920 SH   SOLE   8,920 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 68,561 65,521 SH   SOLE   65,521 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 8,842 123,817 SH   SOLE   123,817 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 398 30,031 SH   SOLE   30,031 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 58,299 49,851 SH   SOLE   49,851 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 5,678 105,000 SH   SOLE   105,000 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,492 38,057 SH   SOLE   38,057 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 43 737 SH   SOLE   737 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 7,380 141,833 SH   SOLE   132,313 0 9,520
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK USD.01 024061103 915 53,703 SH   SOLE   53,703 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 7,915 107,580 SH   SOLE   107,580 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1,539 15,501 SH   SOLE   15,501 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 1,679 76,878 SH   SOLE   76,878 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 18,346 307,927 SH   SOLE   307,927 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 670 11,573 SH   SOLE   11,573 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 15,136 106,091 SH   SOLE   106,091 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 99 1,079 SH   SOLE   1,079 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 34 201 SH   SOLE   201 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 482 7,830 SH   SOLE   7,830 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1,680 18,302 SH   SOLE   18,302 0 0
AMETEK INC COMMON STOCK USD.01 031100100 11,190 154,407 SH   SOLE   154,407 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 11,649 66,988 SH   SOLE   66,988 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,712 55,063 SH   SOLE   55,063 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 115 1,315 SH   SOLE   1,315 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 250 4,654 SH   SOLE   4,654 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 14,841 166,697 SH   SOLE   166,697 0 0
ANDEAVOR COMMON STOCK USD.167 03349M105 2,012 17,598 SH   SOLE   17,598 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 204 20,000 SH   SOLE   20,000 0 0
ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 1,176 18,251 SH   SOLE   18,251 0 0
ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 181 9,500 SH   SOLE   9,500 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 4,972 22,098 SH   SOLE   22,098 0 0
AON PLC COMMON STOCK USD.01 G0408V102 173 1,292 SH   SOLE   1,292 0 0
APACHE CORP COMMON STOCK USD.625 037411105 547 12,948 SH   SOLE   12,948 0 0
APARTMENT INVT & MGMT CO A REIT USD.01 03748R101 552 12,637 SH   SOLE   12,637 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,939 42,409 SH   SOLE   42,409 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 314 17,003 SH   SOLE   17,003 0 0
APPLE HOSPITALITY REIT INC REIT NPV 03784Y200 1,697 86,560 SH   SOLE   86,560 0 0
APPLE INC COMMON STOCK USD.00001 037833100 95,867 566,487 SH   SOLE   566,487 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 603 8,850 SH   SOLE   8,850 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 13,378 261,695 SH   SOLE   261,695 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 2,841 33,487 SH   SOLE   33,487 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 1,284 35,907 SH   SOLE   35,907 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 832 9,164 SH   SOLE   9,164 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 152 3,794 SH   SOLE   3,794 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 440 9,772 SH   SOLE   9,772 0 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 687 53,693 SH   SOLE   53,693 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 6,596 256,748 SH   SOLE   256,748 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5,421 67,418 SH   SOLE   67,418 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2,714 40,997 SH   SOLE   40,997 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 33 331 SH   SOLE   331 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 4,616 136,300 SH   SOLE   136,300 0 0
AT&T INC COMMON STOCK USD1.0 00206R102 15,410 396,341 SH   SOLE   396,341 0 0
ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 6,314 122,100 SH   SOLE   122,100 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 299 13,945 SH   SOLE   13,945 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 988 2,000,000 SH   SOLE   2,000,000 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 94 901 SH   SOLE   901 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 9,787 13,758 SH   SOLE   13,758 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 6,538 36,646 SH   SOLE   36,646 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 3,940 34,303 SH   SOLE   34,303 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 3,083 70,259 SH   SOLE   70,259 0 0
BALL CORP COMMON STOCK 058498106 164 4,328 SH   SOLE   4,328 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 46,871 1,587,755 SH   SOLE   1,587,755 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 729 8,509 SH   SOLE   8,509 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 327 6,072 SH   SOLE   6,072 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 1,632 33,688 SH   SOLE   33,688 0 0
BANKUNITED INC COMMON STOCK USD.01 06652K103 3,608 88,600 SH   SOLE   88,600 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 2,778 43,900 SH   SOLE   43,900 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 2,930 124,850 SH   SOLE   124,850 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 4,783 73,992 SH   SOLE   73,992 0 0
BAZAARVOICE INC COMMON STOCK USD.0001 073271108 746 136,962 SH   SOLE   136,962 0 0
BB&T CORP COMMON STOCK USD5.0 054937107 218 4,390 SH   SOLE   4,390 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 10,035 398,204 SH   SOLE   398,204 0 0
BEACON ROOFING SUPPLY INC COMMON STOCK USD.01 073685109 1,192 18,700 SH   SOLE   18,700 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 10,606 49,547 SH   SOLE   49,547 0 0
BED BATH & BEYOND INC COMMON STOCK USD.01 075896100 1,959 89,100 SH   SOLE   89,100 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 30,125 151,979 SH   SOLE   151,979 0 0
BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 931 25,444 SH   SOLE   25,444 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 1,931 28,196 SH   SOLE   28,196 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 2,528 45,021 SH   SOLE   45,021 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 4,491 14,098 SH   SOLE   14,098 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 166 1,863 SH   SOLE   1,863 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 664 15,316 SH   SOLE   15,316 0 0
BIOVERATIV INC COMMON STOCK USD.001 09075E100 1,019 18,900 SH   SOLE   18,900 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 348 3,685 SH   SOLE   3,685 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 18,279 35,582 SH   SOLE   35,582 0 0
BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 1,842 10,344 SH   SOLE   10,344 0 0
BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 628 8,330 SH   SOLE   8,330 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 13,620 46,182 SH   SOLE   46,182 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 1,743 45,715 SH   SOLE   45,715 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 3,057 59,843 SH   SOLE   59,843 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1,709 8,941 SH   SOLE   8,941 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 3,250 24,995 SH   SOLE   24,995 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 484 19,512 SH   SOLE   19,512 0 0
BOX INC CLASS A COMMON STOCK USD.0001 10316T104 317 15,000 SH   SOLE   15,000 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 470 25,820 SH   SOLE   25,820 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,488 38,315 SH   SOLE   38,315 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,838 62,623 SH   SOLE   62,623 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 835 44,735 SH   SOLE   44,735 0 0
BROADCOM LTD COMMON STOCK Y09827109 4,865 18,936 SH   SOLE   18,936 0 0
BROWN & BROWN INC COMMON STOCK USD.1 115236101 569 11,059 SH   SOLE   11,059 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 6,119 110,803 SH   SOLE   110,803 0 0
BUFFALO WILD WINGS INC COMMON STOCK 119848109 394 2,521 SH   SOLE   2,521 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 452 5,075 SH   SOLE   5,075 0 0
C&J ENERGY SERVICES INC COMMON STOCK 12674R100 502 15,000 SH   SOLE   15,000 0 0
CA INC COMMON STOCK USD.1 12673P105 4,288 128,835 SH   SOLE   128,835 0 0
CABOT OIL & GAS CORP COMMON STOCK USD.1 127097103 5,989 209,410 SH   SOLE   209,410 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 180 4,300 SH   SOLE   4,300 0 0
CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5 127686AA1 1,101 569,099 SH   SOLE   493,320 0 75,779
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01 127686103 1,929 152,485 SH   SOLE   102,314 0 50,171
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 312 22,363 SH   SOLE   22,363 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 6,100 403,148 SH   SOLE   403,148 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 440 9,163 SH   SOLE   9,163 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 1,433 15,561 SH   SOLE   15,561 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2,161 44,910 SH   SOLE   44,910 0 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 4,144 116,026 SH   SOLE   116,026 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 1,350 13,120 SH   SOLE   13,120 0 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 1,695 21,900 SH   SOLE   21,900 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 20,074 201,591 SH   SOLE   201,591 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 241 3,932 SH   SOLE   3,932 0 0
CARE.COM INC COMMON STOCK USD.001 141633107 1,482 82,174 SH   SOLE   82,174 0 0
CARETRUST REIT INC REIT USD.01 14174T107 645 38,479 SH   SOLE   38,479 0 0
CARMAX INC COMMON STOCK USD.5 143130102 31 482 SH   SOLE   482 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 2,373 35,751 SH   SOLE   35,751 0 0
CARTER S INC COMMON STOCK USD.01 146229109 5,965 50,768 SH   SOLE   50,768 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 11,125 70,600 SH   SOLE   70,600 0 0
CAVIUM INC COMMON STOCK USD.001 14964U108 2,683 32,000 SH   SOLE   32,000 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 2,002 46,233 SH   SOLE   46,233 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 7,876 110,500 SH   SOLE   110,500 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 714 117,486 SH   SOLE   117,486 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 3,544 33,100 SH   SOLE   33,100 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 21,879 209,652 SH   SOLE   209,652 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 2,568 25,456 SH   SOLE   25,456 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 1,840 64,885 SH   SOLE   64,885 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 939 234,186 SH   SOLE   173,399 0 60,787
CENTURYLINK INC COMMON STOCK USD1.0 156700106 3,537 212,029 SH   SOLE   212,029 0 0
CERNER CORP COMMON STOCK USD.01 156782104 244 3,614 SH   SOLE   3,614 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 2,130 50,073 SH   SOLE   50,073 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 1,259 11,500 SH   SOLE   11,500 0 0
CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 336 999 SH   SOLE   999 0 0
CHATHAM LODGING TRUST REIT USD.01 16208T102 2,844 124,958 SH   SOLE   124,958 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 366 7,600 SH   SOLE   7,600 0 0
CHEMED CORP COMMON STOCK USD1.0 16359R103 779 3,204 SH   SOLE   3,204 0 0
CHEMOURS CO/THE COMMON STOCK 163851108 1,697 33,900 SH   SOLE   33,900 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 30 7,591 SH   SOLE   7,591 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,540 56,837 SH   SOLE   56,837 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 39,251 313,528 SH   SOLE   313,528 0 0
CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 2,554 138,200 SH   SOLE   138,200 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 56 193 SH   SOLE   193 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 691 8,907 SH   SOLE   8,907 0 0
CHUBB LTD COMMON STOCK H1467J104 451 3,085 SH   SOLE   3,085 0 0
CHURCH & DWIGHT CO INC COMMON STOCK USD1.0 171340102 1,551 30,910 SH   SOLE   30,910 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 14,872 73,231 SH   SOLE   73,231 0 0
CINCINNATI BELL INC COMMON STOCK USD.01 171871502 478 22,949 SH   SOLE   22,949 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 85 1,140 SH   SOLE   1,140 0 0
CINTAS CORP COMMON STOCK 172908105 8,111 52,053 SH   SOLE   52,053 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 900 17,352 SH   SOLE   17,352 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 20,823 543,684 SH   SOLE   543,684 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 40,111 539,052 SH   SOLE   539,052 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 10,092 240,403 SH   SOLE   240,403 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 3,614 41,065 SH   SOLE   41,065 0 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 7,320 49,211 SH   SOLE   49,211 0 0
CME GROUP INC COMMON STOCK USD.01 12572Q105 285 1,950 SH   SOLE   1,950 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 22,557 491,663 SH   SOLE   491,663 0 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK USD.001 19239V302 630 13,900 SH   SOLE   13,900 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 602 9,838 SH   SOLE   9,838 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 4,043 56,933 SH   SOLE   56,933 0 0
COHERENT INC COMMON STOCK USD.01 192479103 366 1,298 SH   SOLE   1,298 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 8,400 111,335 SH   SOLE   111,335 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 583 8,114 SH   SOLE   8,114 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 31,094 776,374 SH   SOLE   776,374 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 4,431 51,045 SH   SOLE   51,045 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 1,821 41,716 SH   SOLE   41,716 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 232 4,412 SH   SOLE   4,412 0 0
CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001 206022105 970 37,494 SH   SOLE   37,494 0 0
CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 15,237 277,586 SH   SOLE   277,586 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 158 1,857 SH   SOLE   1,857 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 20,426 89,364 SH   SOLE   89,364 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 6,310 28,960 SH   SOLE   28,960 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 821 6,703 SH   SOLE   6,703 0 0
COPART INC COMMON STOCK 217204106 1,149 26,592 SH   SOLE   26,592 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 2,123 117,539 SH   SOLE   117,539 0 0
CORECIVIC INC REIT USD.01 21871N101 2,789 123,974 SH   SOLE   123,974 0 0
CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 384 10,061 SH   SOLE   10,061 0 0
CORESITE REALTY CORP REIT USD.01 21870Q105 9,604 84,319 SH   SOLE   84,319 0 0
CORNING INC COMMON STOCK USD.5 219350105 150 4,697 SH   SOLE   4,697 0 0
COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 1,191 206,436 SH   SOLE   206,436 0 0
COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 10,030 53,888 SH   SOLE   53,888 0 0
CRANE CO COMMON STOCK USD1.0 224399105 4,497 50,400 SH   SOLE   50,400 0 0
CROWN CASTLE INTL CORP REIT USD.01 22822V101 219 1,974 SH   SOLE   1,974 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 9,516 169,171 SH   SOLE   169,171 0 0
CSRA INC COMMON STOCK USD.001 12650T104 34 1,145 SH   SOLE   1,145 0 0
CSS INDUSTRIES INC COMMON STOCK USD.1 125906107 434 15,598 SH   SOLE   15,598 0 0
CSX CORP COMMON STOCK USD1.0 126408103 263 4,783 SH   SOLE   4,783 0 0
CUBESMART REIT USD.01 229663109 1,735 59,986 SH   SOLE   59,986 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 4,895 27,709 SH   SOLE   27,709 0 0
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ZIONS BANCORPORATION COMMON STOCK 989701107 274 5,400 SH   SOLE   5,400 0 0
ZIX CORP COMMON STOCK USD.01 98974P100 418 95,543 SH   SOLE   95,543 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 291 4,041 SH   SOLE   4,041 0 0