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
AFLAC INC COMMON STOCK USD.1 001055102 4,025 91,990 SH   SOLE   91,990 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 3,318 58,472 SH   SOLE   58,472 0 0
AARON S INC COMMON STOCK USD.5 002535300 2,092 44,900 SH   SOLE   44,900 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 22,434 374,403 SH   SOLE   374,403 0 0
ABERCROMBIE & FITCH CO CL A COMMON STOCK USD.01 002896207 440 18,177 SH   SOLE   18,177 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 161 553 SH   SOLE   553 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 3,051 16,091 SH   SOLE   16,091 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD1.0 009158106 562 3,534 SH   SOLE   3,534 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 71 1,147 SH   SOLE   1,147 0 0
ALBEMARLE CORP COMMON STOCK USD.01 012653101 126 1,358 SH   SOLE   1,358 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 2,224 17,806 SH   SOLE   17,806 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 220 1,973 SH   SOLE   1,973 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 631 2,512 SH   SOLE   2,512 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 2,203 10,348 SH   SOLE   10,348 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 6,206 65,467 SH   SOLE   65,467 0 0
ALTABA INC ALTABA INC 021346101 1,851 25,000 SH   SOLE   25,000 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 70,406 48,645 SH   SOLE   48,645 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 132 2,335 SH   SOLE   2,335 0 0
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK USD.01 024061103 1,304 85,671 SH   SOLE   85,671 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 7,051 102,793 SH   SOLE   102,793 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1,501 16,094 SH   SOLE   16,094 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 13,485 247,794 SH   SOLE   247,794 0 0
AMETEK INC COMMON STOCK USD.01 031100100 16,582 218,272 SH   SOLE   218,272 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 10,926 64,092 SH   SOLE   64,092 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 2,329 27,041 SH   SOLE   27,041 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 1,221 99,200 SH   SOLE   99,200 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 338 5,593 SH   SOLE   5,593 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 13,446 147,552 SH   SOLE   147,552 0 0
ANALOGIC CORP COMMON STOCK USD.05 032657207 656 6,838 SH   SOLE   6,838 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 190 20,000 SH   SOLE   20,000 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 6,320 28,765 SH   SOLE   28,765 0 0
APACHE CORP COMMON STOCK USD.625 037411105 596 15,479 SH   SOLE   15,479 0 0
APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 1,838 42,409 SH   SOLE   42,409 0 0
APPLE INC COMMON STOCK USD.00001 037833100 91,580 545,831 SH   SOLE   545,831 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 14,406 259,054 SH   SOLE   259,054 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 271 6,246 SH   SOLE   6,246 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 4,926 63,955 SH   SOLE   63,955 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2,972 37,668 SH   SOLE   37,668 0 0
ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001 046513107 402 10,315 SH   SOLE   10,315 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 1,375 69,283 SH   SOLE   69,283 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 12,029 18,543 SH   SOLE   18,543 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 4,817 29,289 SH   SOLE   29,289 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 909 8,553 SH   SOLE   8,553 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 1,662 35,478 SH   SOLE   35,478 0 0
BB&T CORP COMMON STOCK USD5.0 054937107 231 4,446 SH   SOLE   4,446 0 0
BALL CORP COMMON STOCK 058498106 182 4,594 SH   SOLE   4,594 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 39,379 1,313,087 SH   SOLE   1,313,087 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 942 11,341 SH   SOLE   11,341 0 0
BANK OF THE OZARKS COMMON STOCK USD.01 063904106 4,761 98,629 SH   SOLE   98,629 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 355 6,892 SH   SOLE   6,892 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 252 3,876 SH   SOLE   3,876 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 14,807 68,331 SH   SOLE   68,331 0 0
BED BATH & BEYOND INC COMMON STOCK USD.01 075896100 834 39,717 SH   SOLE   39,717 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 1,089 14,974 SH   SOLE   14,974 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 31,887 159,849 SH   SOLE   159,849 0 0
BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01 084680107 1,197 31,536 SH   SOLE   31,536 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 99 1,409 SH   SOLE   1,409 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 1,801 41,382 SH   SOLE   41,382 0 0
BITAUTO HOLDINGS LTD ADR ADR USD.00004 091727107 264 12,462 SH   SOLE   12,462 0 0
H&R BLOCK INC COMMON STOCK 093671105 5,285 208,005 SH   SOLE   208,005 0 0
BLUE HILLS BANCORP INC COMMON STOCK USD.01 095573101 377 18,059 SH   SOLE   18,059 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 11,249 34,309 SH   SOLE   34,309 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 2,010 51,921 SH   SOLE   51,921 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 2,949 58,718 SH   SOLE   58,718 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1,871 9,897 SH   SOLE   9,897 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 3,340 27,105 SH   SOLE   27,105 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 4,473 163,708 SH   SOLE   163,708 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 391 24,591 SH   SOLE   24,591 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,383 38,315 SH   SOLE   38,315 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 9,159 144,807 SH   SOLE   144,807 0 0
BROWN & BROWN INC COMMON STOCK USD.1 115236101 750 29,478 SH   SOLE   29,478 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 189 3,483 SH   SOLE   3,483 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 6,414 108,000 SH   SOLE   108,000 0 0
CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 132 2,570 SH   SOLE   2,570 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 109 2,891 SH   SOLE   2,891 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 1,998 11,914 SH   SOLE   11,914 0 0
CMS ENERGY CORP COMMON STOCK USD.01 125896100 144 3,183 SH   SOLE   3,183 0 0
CSX CORP COMMON STOCK USD1.0 126408103 13,811 247,908 SH   SOLE   247,908 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 6,120 98,377 SH   SOLE   98,377 0 0
CABOT OIL & GAS CORP COMMON STOCK USD.1 127097103 4,740 197,655 SH   SOLE   197,655 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01 127686103 1,151 102,314 SH   SOLE   102,314 0 0
CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 366 22,363 SH   SOLE   22,363 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 479 9,163 SH   SOLE   9,163 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 1,238 14,702 SH   SOLE   14,702 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 3,195 73,782 SH   SOLE   73,782 0 0
CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 3,639 115,621 SH   SOLE   115,621 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 390 3,502 SH   SOLE   3,502 0 0
CAPELLA EDUCATION CO COMMON STOCK USD.01 139594105 1,913 21,900 SH   SOLE   21,900 0 0
CARE.COM INC COMMON STOCK USD.001 141633107 1,337 82,174 SH   SOLE   82,174 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 2,347 35,791 SH   SOLE   35,791 0 0
CARTER S INC COMMON STOCK USD.01 146229109 5,100 48,987 SH   SOLE   48,987 0 0
CATALENT INC COMMON STOCK USD.01 148806102 635 15,468 SH   SOLE   15,468 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 629 4,271 SH   SOLE   4,271 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 99 2,488 SH   SOLE   2,488 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 769 195,116 SH   SOLE   195,116 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 1,791 17,877 SH   SOLE   17,877 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 15,994 179,283 SH   SOLE   179,283 0 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 3,520 214,252 SH   SOLE   214,252 0 0
CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 374 3,502 SH   SOLE   3,502 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 320 6,635 SH   SOLE   6,635 0 0
CHEMOURS CO/THE COMMON STOCK 163851108 1,387 28,474 SH   SOLE   28,474 0 0
CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 35 11,538 SH   SOLE   11,538 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 2,782 100,031 SH   SOLE   100,031 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 32,341 283,594 SH   SOLE   283,594 0 0
CHICAGO BRIDGE & IRON CO NV COMMON STOCK EUR.01 167250109 1,961 136,200 SH   SOLE   136,200 0 0
CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 951 11,871 SH   SOLE   11,871 0 0
CHURCH & DWIGHT CO INC COMMON STOCK USD1.0 171340102 8,250 163,815 SH   SOLE   163,815 0 0
CHURCHILL DOWNS INC COMMON STOCK 171484108 3,374 13,823 SH   SOLE   13,823 0 0
CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 158 1,686 SH   SOLE   1,686 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 110 1,484 SH   SOLE   1,484 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 790 19,455 SH   SOLE   19,455 0 0
CINTAS CORP COMMON STOCK 172908105 7,928 46,475 SH   SOLE   46,475 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 32,690 484,292 SH   SOLE   484,292 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 9,876 235,244 SH   SOLE   235,244 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 3,277 35,309 SH   SOLE   35,309 0 0
CLOROX COMPANY COMMON STOCK USD1.0 189054109 7,758 58,282 SH   SOLE   58,282 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 18,314 421,683 SH   SOLE   421,683 0 0
COGNEX CORP COMMON STOCK USD.002 192422103 459 8,838 SH   SOLE   8,838 0 0
COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 4,074 50,608 SH   SOLE   50,608 0 0
COHERENT INC COMMON STOCK USD.01 192479103 486 2,592 SH   SOLE   2,592 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 5,435 75,828 SH   SOLE   75,828 0 0
COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 620 8,114 SH   SOLE   8,114 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2,191 53,115 SH   SOLE   53,115 0 0
COMERICA INC COMMON STOCK USD5.0 200340107 4,117 42,921 SH   SOLE   42,921 0 0
CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 2,960 80,258 SH   SOLE   80,258 0 0
CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001 206022105 859 37,494 SH   SOLE   37,494 0 0
CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 185 2,368 SH   SOLE   2,368 0 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK USD.01 212015101 297 5,046 SH   SOLE   5,046 0 0
COOPER COS INC/THE COMMON STOCK USD.1 216648402 124 541 SH   SOLE   541 0 0
COPART INC COMMON STOCK 217204106 1,805 35,441 SH   SOLE   35,441 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 1,527 92,845 SH   SOLE   92,845 0 0
CORNING INC COMMON STOCK USD.5 219350105 204 7,319 SH   SOLE   7,319 0 0
COUSINS PROPERTIES INC REIT USD1.0 222795106 857 98,756 SH   SOLE   98,756 0 0
CREDIT ACCEPTANCE CORP COMMON STOCK USD.01 225310101 610 1,846 SH   SOLE   1,846 0 0
CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 11,459 225,796 SH   SOLE   225,796 0 0
CUBESMART REIT USD.01 229663109 1,092 38,730 SH   SOLE   38,730 0 0
CUMMINS INC COMMON STOCK USD2.5 231021106 5,774 35,623 SH   SOLE   35,623 0 0
DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 1,764 31,317 SH   SOLE   31,317 0 0
DST SYSTEMS INC COMMON STOCK USD.01 233326107 3,195 38,200 SH   SOLE   38,200 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 957 9,171 SH   SOLE   9,171 0 0
DANAHER CORP COMMON STOCK USD.01 235851102 16,663 170,184 SH   SOLE   170,184 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 1,754 20,573 SH   SOLE   20,573 0 0
DECKERS OUTDOOR CORP COMMON STOCK USD.01 243537107 3,476 38,611 SH   SOLE   38,611 0 0
DEERE & CO COMMON STOCK USD1.0 244199105 15,438 99,394 SH   SOLE   99,394 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 38,453 701,561 SH   SOLE   701,561 0 0
DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 602 57,691 SH   SOLE   57,691 0 0
DIGITAL REALTY TRUST INC REIT USD.01 253868103 2,818 26,741 SH   SOLE   26,741 0 0
DILLARDS INC CL A COMMON STOCK 254067101 856 10,656 SH   SOLE   10,656 0 0
DINE BRANDS GLOBAL INC COMMON STOCK USD.01 254423106 910 13,880 SH   SOLE   13,880 0 0
WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 10,467 104,214 SH   SOLE   104,214 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 5,260 73,129 SH   SOLE   73,129 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 136 1,452 SH   SOLE   1,452 0 0
DOLLAR TREE INC COMMON STOCK USD.01 256746108 155 1,632 SH   SOLE   1,632 0 0
DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 1,103 16,652 SH   SOLE   16,652 0 0
DOVER CORP COMMON STOCK USD1.0 260003108 1,137 11,577 SH   SOLE   11,577 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 882 19,680 SH   SOLE   19,680 0 0
DUKE REALTY CORP REIT USD.01 264411505 879 33,182 SH   SOLE   33,182 0 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 2,937 49,200 SH   SOLE   49,200 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,424 25,703 SH   SOLE   25,703 0 0
EAGLE PHARMACEUTICALS INC COMMON STOCK USD.001 269796108 286 5,436 SH   SOLE   5,436 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 8,841 83,741 SH   SOLE   83,741 0 0
EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 0 923 SH   SOLE   923 0 0
EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 0 923 SH   SOLE   923 0 0
EASTMAN KODAK CO COMMON STOCK USD.01 277461406 98 18,376 SH   SOLE   18,376 0 0
EBAY INC COMMON STOCK USD.001 278642103 3,567 88,642 SH   SOLE   88,642 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 1,196 18,784 SH   SOLE   18,784 0 0
ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 354 2,922 SH   SOLE   2,922 0 0
ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 303 11,085 SH   SOLE   11,085 0 0
EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 355 5,196 SH   SOLE   5,196 0 0
ENTERCOM COMMUNICATIONS CL A COMMON STOCK USD.01 293639100 20 2,041 SH   SOLE   2,041 0 0
ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 343 7,310 SH   SOLE   7,310 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 4,300 17,865 SH   SOLE   17,865 0 0
EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 990 15,645 SH   SOLE   15,645 0 0
FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 1,392 27,825 SH   SOLE   27,825 0 0
FMC CORP COMMON STOCK USD.1 302491303 1,108 14,472 SH   SOLE   14,472 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 795 3,986 SH   SOLE   3,986 0 0
FAIR ISAAC CORP COMMON STOCK USD.01 303250104 3,088 18,235 SH   SOLE   18,235 0 0
FASTENAL CO COMMON STOCK USD.01 311900104 159 2,910 SH   SOLE   2,910 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 2,565 22,092 SH   SOLE   22,092 0 0
FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 3,456 103,475 SH   SOLE   103,475 0 0
F5 NETWORKS INC COMMON STOCK 315616102 2,987 20,654 SH   SOLE   20,654 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 102 3,209 SH   SOLE   3,209 0 0
FINANCIAL ENGINES INC COMMON STOCK USD.0001 317485100 308 8,789 SH   SOLE   8,789 0 0
FISERV INC COMMON STOCK USD.01 337738108 2,904 40,728 SH   SOLE   40,728 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 5,046 148,375 SH   SOLE   148,375 0 0
FIVE9 INC COMMON STOCK USD.001 338307101 1,630 54,703 SH   SOLE   54,703 0 0
FLUOR CORP COMMON STOCK USD.01 343412102 3,543 61,922 SH   SOLE   61,922 0 0
FLOWERS FOODS INC COMMON STOCK USD.01 343498101 54 2,488 SH   SOLE   2,488 0 0
FOGO DE CHAO INC COMMON STOCK 344177100 1,317 83,600 SH   SOLE   83,600 0 0
FOOT LOCKER INC COMMON STOCK USD.01 344849104 4,546 99,828 SH   SOLE   99,828 0 0
FORD MOTOR CO COMMON STOCK USD.01 345370860 1,390 125,494 SH   SOLE   125,494 0 0
FOREST CITY REALTY TRUST A REIT USD.01 345605109 1,170 57,766 SH   SOLE   57,766 0 0
FORMFACTOR INC COMMON STOCK USD.001 346375108 572 41,900 SH   SOLE   41,900 0 0
FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 90 2,586 SH   SOLE   2,586 0 0
ARTHUR J GALLAGHER & CO COMMON STOCK USD1.0 363576109 56 821 SH   SOLE   821 0 0
GAP INC/THE COMMON STOCK USD.05 364760108 44 1,418 SH   SOLE   1,418 0 0
GARTNER INC COMMON STOCK USD.0005 366651107 490 4,164 SH   SOLE   4,164 0 0
GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 3,128 68,129 SH   SOLE   68,129 0 0
GENERAL CABLE CORP COMMON STOCK USD.01 369300108 2,637 89,100 SH   SOLE   89,100 0 0
GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 17,058 77,220 SH   SOLE   77,220 0 0
GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 902 66,899 SH   SOLE   66,899 0 0
GENERAL MILLS INC COMMON STOCK USD.1 370334104 4,187 92,911 SH   SOLE   92,911 0 0
GENUINE PARTS CO COMMON STOCK USD1.0 372460105 541 6,023 SH   SOLE   6,023 0 0
GETTY REALTY CORP REIT USD.01 374297109 307 12,177 SH   SOLE   12,177 0 0
GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 1,316 17,450 SH   SOLE   17,450 0 0
GLOBALSTAR INC COMMON STOCK USD.0001 378973408 48 70,200 SH   SOLE   70,200 0 0
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 37 1,392 SH   SOLE   1,392 0 0
GORMAN RUPP CO COMMON STOCK 383082104 1,387 47,406 SH   SOLE   47,406 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 4,712 16,693 SH   SOLE   16,693 0 0
GRAY TELEVISION INC COMMON STOCK 389375106 1,675 131,896 SH   SOLE   131,896 0 0
GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 1,915 47,551 SH   SOLE   47,551 0 0
GREENBRIER COMPANIES INC COMMON STOCK 393657101 1,766 35,151 SH   SOLE   35,151 0 0
GRUBHUB INC COMMON STOCK USD.0001 400110102 990 9,757 SH   SOLE   9,757 0 0
HAEMONETICS CORP/MASS COMMON STOCK USD.01 405024100 1,304 17,818 SH   SOLE   17,818 0 0
HALLIBURTON CO COMMON STOCK USD2.5 406216101 571 12,166 SH   SOLE   12,166 0 0
HANESBRANDS INC COMMON STOCK USD.01 410345102 118 6,408 SH   SOLE   6,408 0 0
HARDINGE INC COMMON STOCK USD.01 412324303 1,301 71,000 SH   SOLE   71,000 0 0
HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 798 18,604 SH   SOLE   18,604 0 0
HARRIS CORP COMMON STOCK USD1.0 413875105 3,732 23,140 SH   SOLE   23,140 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 142 2,759 SH   SOLE   2,759 0 0
HASBRO INC COMMON STOCK USD.5 418056107 156 1,846 SH   SOLE   1,846 0 0
HAWAIIAN HOLDINGS INC COMMON STOCK USD.01 419879101 1,033 26,681 SH   SOLE   26,681 0 0
HEICO CORP COMMON STOCK USD.01 422806109 1,044 12,023 SH   SOLE   12,023 0 0
JACK HENRY & ASSOCIATES INC COMMON STOCK USD.01 426281101 2,972 24,568 SH   SOLE   24,568 0 0
HILLTOP HOLDINGS INC COMMON STOCK USD.01 432748101 1,464 62,402 SH   SOLE   62,402 0 0
HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 1,351 27,645 SH   SOLE   27,645 0 0
HOME BANCSHARES INC COMMON STOCK USD.01 436893200 321 14,086 SH   SOLE   14,086 0 0
HOME DEPOT INC COMMON STOCK USD.05 437076102 32,970 184,973 SH   SOLE   184,973 0 0
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LIVANOVA PLC COMMON STOCK GBP1.0 G5509L101 646 7,303 SH   SOLE   7,303 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 837 10,439 SH   SOLE   10,439 0 0
MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 7,443 119,901 SH   SOLE   119,901 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 169 1,986 SH   SOLE   1,986 0 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 105 3,307 SH   SOLE   3,307 0 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 68 1,280 SH   SOLE   1,280 0 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 3,309 286,727 SH   SOLE   286,727 0 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 86 1,464 SH   SOLE   1,464 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 13 194 SH   SOLE   194 0 0
STERIS PLC COMMON STOCK G84720104 7,972 85,387 SH   SOLE   85,387 0 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 3,719 126,276 SH   SOLE   126,276 0 0
THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 719 51,566 SH   SOLE   51,566 0 0
VALIDUS HOLDINGS LTD COMMON STOCK USD.175 G9319H102 5,200 77,100 SH   SOLE   77,100 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 126 828 SH   SOLE   828 0 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 87 1,041 SH   SOLE   1,041 0 0
XL GROUP LTD COMMON STOCK G98294104 4,576 82,802 SH   SOLE   82,802 0 0
CHUBB LTD COMMON STOCK H1467J104 427 3,121 SH   SOLE   3,121 0 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 19,696 197,161 SH   SOLE   197,161 0 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 5,172 69,848 SH   SOLE   69,848 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 365 7,149 SH   SOLE   7,149 0 0
ORBOTECH LTD COMMON STOCK USD.14 M75253100 2,203 35,434 SH   SOLE   35,434 0 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 515 19,156 SH   SOLE   19,156 0 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 827 7,645 SH   SOLE   7,645 0 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 8,907 84,280 SH   SOLE   84,280 0 0
MYLAN NV COMMON STOCK EUR.01 N59465109 4,508 109,506 SH   SOLE   109,506 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 4,493 38,400 SH   SOLE   38,400 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 2,150 18,259 SH   SOLE   18,259 0 0
BROADCOM LTD COMMON STOCK Y09827109 3,841 16,301 SH   SOLE   16,301 0 0
COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 1,288 206,436 SH   SOLE   206,436 0 0