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 14,326 85,972 SH   SOLE   85,972 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 7,076 123,887 SH   SOLE   123,887 0 0
ABIOMED INC COMMON STOCK USD.01 003654100 943 9,941 SH   SOLE   9,941 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 4,730 40,987 SH   SOLE   40,987 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 471 17,804 SH   SOLE   17,804 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 196 900 SH   SOLE   900 0 0
ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 1,324 14,116 SH   SOLE   14,116 0 0
ADT CORP/THE COMMON STOCK USD.01 00101J106 5,327 129,107 SH   SOLE   129,107 0 0
AECOM COMMON STOCK USD.01 00766T100 11,121 361,200 SH   SOLE   361,200 0 0
AES CORP COMMON STOCK USD.01 00130H105 1,548 131,200 SH   SOLE   131,200 0 0
AGL RESOURCES INC COMMON STOCK USD5. 001204106 306 4,700 SH   SOLE   4,700 0 0
AGREE REALTY CORP REIT USD.0001 008492100 812 21,104 SH   SOLE   21,104 0 0
AIRGAS INC COMMON STOCK USD.01 009363102 935 6,600 SH   SOLE   6,600 0 0
ALAMO GROUP INC COMMON STOCK USD.1 011311107 568 10,195 SH   SOLE   10,195 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 196 8,282 SH   SOLE   8,282 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 6,799 82,900 SH   SOLE   82,900 0 0
ALERE INC COMMON STOCK USD.001 01449J105 375 7,400 SH   SOLE   7,400 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 2,399 26,400 SH   SOLE   26,400 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 25,540 95,288 SH   SOLE   95,288 0 0
ALLIANCE FIBER OPTIC PRODUCT COMMON STOCK USD.001 018680306 743 50,247 SH   SOLE   50,247 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 4,627 171,500 SH   SOLE   171,500 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 9,910 12,990 SH   SOLE   12,990 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 52,488 70,458 SH   SOLE   70,458 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 12,451 198,701 SH   SOLE   198,701 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 1,455 62,193 SH   SOLE   61,703 0 490
AMAZON.COM INC COMMON STOCK USD.01 023135106 28,535 48,068 SH   SOLE   48,068 0 0
AMBARELLA INC COMMON STOCK USD.00045 G037AX101 724 16,202 SH   SOLE   16,202 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 2,422 37,300 SH   SOLE   37,300 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2,477 41,000 SH   SOLE   41,000 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 12,345 301,033 SH   SOLE   275,045 0 25,988
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 1,120 67,200 SH   SOLE   67,200 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 4,939 74,387 SH   SOLE   74,387 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 25,572 473,114 SH   SOLE   473,114 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1. 028591105 1,340 11,600 SH   SOLE   11,600 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 466 11,830 SH   SOLE   11,830 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 5,931 57,941 SH   SOLE   57,941 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 2,552 27,144 SH   SOLE   27,144 0 0
AMERISAFE INC COMMON STOCK USD.01 03071H100 1,965 37,392 SH   SOLE   37,392 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 7,651 88,402 SH   SOLE   88,402 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 14,602 97,395 SH   SOLE   97,395 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 550 93,422 SH   SOLE   93,422 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,010 59,802 SH   SOLE   59,802 0 0
AMSURG CORP COMMON STOCK 03232P405 2,186 29,300 SH   SOLE   29,300 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK USD.01 032359309 2,609 100,800 SH   SOLE   100,800 0 0
ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD.01 03283P106 1,345 29,860 SH   SOLE   29,860 0 0
ANGIODYNAMICS INC COMMON STOCK USD.01 03475V101 1,222 99,447 SH   SOLE   99,447 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 472 34,482 SH   SOLE   34,482 0 0
ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 468 13,893 SH   SOLE   13,893 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 1,924 43,017 SH   SOLE   43,017 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 8,959 64,458 SH   SOLE   64,458 0 0
APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 1,390 85,250 SH   SOLE   85,250 0 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 283 34,500 SH   SOLE   34,500 0 0
APPLE INC COMMON STOCK USD.00001 037833100 68,992 633,009 SH   SOLE   633,009 0 0
ARCBEST CORP COMMON STOCK USD.01 03937C105 885 40,999 SH   SOLE   40,999 0 0
ARGAN INC COMMON STOCK USD.15 04010E109 2,316 65,869 SH   SOLE   65,869 0 0
ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 4,451 194,200 SH   SOLE   194,200 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1. 042735100 11,523 178,900 SH   SOLE   178,900 0 0
ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01 043436104 1,229 20,546 SH   SOLE   20,546 0 0
ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.001514456 G05384105 2,810 58,920 SH   SOLE   58,920 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 9,629 266,518 SH   SOLE   266,518 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 2,540 100,400 SH   SOLE   100,400 0 0
ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 296 18,700 SH   SOLE   18,700 0 0
ASTRONICS CORP COMMON STOCK USD.01 046433108 2,416 63,342 SH   SOLE   63,342 0 0
AT+T INC COMMON STOCK USD1. 00206R102 20,414 521,171 SH   SOLE   521,171 0 0
ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 840 2,000,000 SH   SOLE   2,000,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01 049164205 200 4,737 SH   SOLE   4,737 0 0
ATMEL CORP COMMON STOCK USD.001 049513104 408 50,300 SH   SOLE   50,300 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 8,428 10,579 SH   SOLE   10,579 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 13,128 69,021 SH   SOLE   69,021 0 0
AVG TECHNOLOGIES COMMON STOCK EUR.01 N07831105 1,483 71,487 SH   SOLE   71,487 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 684 25,000 SH   SOLE   25,000 0 0
BANCO MACRO SA ADR ADR 05961W105 17,621 273,318 SH   SOLE   134,889 0 138,429
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 6,886 509,308 SH   SOLE   509,308 0 0
BAXALTA INC COMMON STOCK USD.01 07177M103 307 7,600 SH   SOLE   7,600 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1. 075887109 5,119 33,720 SH   SOLE   33,720 0 0
BED BATH + BEYOND INC COMMON STOCK USD.01 075896100 6,036 121,600 SH   SOLE   121,600 0 0
BENCHMARK ELECTRONICS INC COMMON STOCK USD.1 08160H101 1,845 80,052 SH   SOLE   80,052 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 13,937 98,234 SH   SOLE   98,234 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 4,203 129,574 SH   SOLE   129,574 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 3,527 77,880 SH   SOLE   77,880 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 4,059 15,592 SH   SOLE   15,592 0 0
BOEING CO/THE COMMON STOCK USD5. 097023105 7,443 58,632 SH   SOLE   58,632 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 1,518 11,943 SH   SOLE   11,943 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 2,054 44,700 SH   SOLE   44,700 0 0
BRISTOW GROUP INC COMMON STOCK USD.01 110394103 666 35,176 SH   SOLE   35,176 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 3,203 54,000 SH   SOLE   54,000 0 0
BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 2,951 278,900 SH   SOLE   278,900 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 11,285 235,200 SH   SOLE   235,200 0 0
BUNGE LTD COMMON STOCK USD.01 G16962105 1,927 34,000 SH   SOLE   34,000 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,633 22,000 SH   SOLE   22,000 0 0
CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01 12686C109 403 12,200 SH   SOLE   12,200 0 0
CABOT CORP COMMON STOCK USD1. 127055101 1,986 41,100 SH   SOLE   41,100 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 789 19,289 SH   SOLE   19,289 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 1,792 76,000 SH   SOLE   76,000 0 0
CAI INTERNATIONAL INC COMMON STOCK USD.0001 12477X106 947 98,024 SH   SOLE   98,024 0 0
CAL MAINE FOODS INC COMMON STOCK USD.01 128030202 1,860 35,832 SH   SOLE   35,832 0 0
CALAMP CORP COMMON STOCK USD.01 128126109 538 29,987 SH   SOLE   29,987 0 0
CALATLANTIC GROUP INC COMMON STOCK USD.01 128195104 1,045 31,271 SH   SOLE   31,271 0 0
CALERES INC COMMON STOCK USD.01 129500104 857 30,299 SH   SOLE   30,299 0 0
CALIFORNIA RESOURCES CORP COMMON STOCK USD.01 13057Q107 0 3 SH   SOLE   3 0 0
CALPINE CORP COMMON STOCK USD.001 131347304 2,100 138,448 SH   SOLE   138,448 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 324 7,357 SH   SOLE   7,357 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK USD.01 13342B105 4,909 73,213 SH   SOLE   73,213 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2,909 45,603 SH   SOLE   45,603 0 0
CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 936 13,116 SH   SOLE   13,116 0 0
CAPITAL BANK FINANCIAL CL A COMMON STOCK 139794101 1,114 36,119 SH   SOLE   36,119 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 25,193 363,478 SH   SOLE   363,478 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 2,212 26,989 SH   SOLE   26,989 0 0
CARLISLE COS INC COMMON STOCK USD1. 142339100 3,423 34,400 SH   SOLE   34,400 0 0
CARMIKE CINEMAS INC COMMON STOCK USD.03 143436400 412 13,700 SH   SOLE   13,700 0 0
CARRIZO OIL + GAS INC COMMON STOCK USD.01 144577103 394 12,731 SH   SOLE   12,731 0 0
CATERPILLAR INC COMMON STOCK USD1. 149123101 5,128 67,002 SH   SOLE   67,002 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 1,353 32,600 SH   SOLE   32,600 0 0
CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 2,227 34,000 SH   SOLE   34,000 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 16,967 169,516 SH   SOLE   169,516 0 0
CEMEX SAB SPONS ADR PART CER ADR 151290889 22,251 3,056,402 SH   SOLE   1,121,782 0 1,934,620
CENTENE CORP COMMON STOCK USD.001 15135B101 2,629 42,700 SH   SOLE   42,700 0 0
CENTERPOINT ENERGY INC COMMON STOCK USD.01 15189T107 5,184 247,800 SH   SOLE   247,800 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 1,118 247,870 SH   SOLE   176,734 0 71,136
CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 426 60,412 SH   SOLE   60,412 0 0
CHATHAM LODGING TRUST REIT 16208T102 348 16,231 SH   SOLE   16,231 0 0
CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1,493 56,416 SH   SOLE   56,416 0 0
CHEVRON CORP COMMON STOCK USD.75 166764100 16,039 168,128 SH   SOLE   168,128 0 0
CHUBB LTD COMMON STOCK H1467J104 14,289 119,922 SH   SOLE   119,922 0 0
CIGNA CORP COMMON STOCK USD.25 125509109 4,107 29,923 SH   SOLE   29,923 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK USD2. 172062101 1,248 19,100 SH   SOLE   19,100 0 0
CINTAS CORP COMMON STOCK 172908105 7,512 83,644 SH   SOLE   83,644 0 0
CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 3,576 98,202 SH   SOLE   98,202 0 0
CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 33,638 1,181,530 SH   SOLE   1,181,530 0 0
CIT GROUP INC COMMON STOCK USD.01 125581801 6,156 198,400 SH   SOLE   198,400 0 0
CITI TRENDS INC COMMON STOCK USD.01 17306X102 758 42,527 SH   SOLE   42,527 0 0
CITIGROUP INC COMMON STOCK USD.01 172967424 32,207 771,420 SH   SOLE   771,420 0 0
CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 11,622 147,903 SH   SOLE   147,903 0 0
CLOROX COMPANY COMMON STOCK USD1. 189054109 1,034 8,200 SH   SOLE   8,200 0 0
COCA COLA CO/THE COMMON STOCK USD.25 191216100 21,523 463,958 SH   SOLE   463,958 0 0
COCA COLA ENTERPRISES COMMON STOCK USD.01 19122T109 5,630 110,961 SH   SOLE   110,961 0 0
COLFAX CORP COMMON STOCK USD.001 194014106 3,345 117,000 SH   SOLE   117,000 0 0
COLGATE PALMOLIVE CO COMMON STOCK USD1. 194162103 12,769 180,729 SH   SOLE   180,729 0 0
COLUMBIA PIPELINE GROUP COMMON STOCK USD.01 198280109 505 20,100 SH   SOLE   20,100 0 0
COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 33,280 544,863 SH   SOLE   544,863 0 0
COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2,425 76,322 SH   SOLE   76,322 0 0
COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01 203668108 818 44,200 SH   SOLE   44,200 0 0
COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 822 19,034 SH   SOLE   19,034 0 0
COMSCORE INC COMMON STOCK USD.001 20564W105 244 8,114 SH   SOLE   8,114 0 0
CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 6,163 40,791 SH   SOLE   40,791 0 0
CONTROL4 CORP COMMON STOCK USD.0001 21240D107 305 38,333 SH   SOLE   38,333 0 0
COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 766 10,659 SH   SOLE   10,659 0 0
CORELOGIC INC COMMON STOCK USD1. 21871D103 28 800 SH   SOLE   800 0 0
CORNING INC COMMON STOCK USD.5 219350105 4,491 214,984 SH   SOLE   214,984 0 0
CR BARD INC COMMON STOCK USD.25 067383109 4,401 21,715 SH   SOLE   21,715 0 0
CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01 22410J106 1,935 12,672 SH   SOLE   12,672 0 0
CRANE CO COMMON STOCK USD1. 224399105 3,959 73,500 SH   SOLE   73,500 0 0
CROWN HOLDINGS INC COMMON STOCK USD5. 228368106 6,734 135,800 SH   SOLE   135,800 0 0
CVS HEALTH CORP COMMON STOCK USD.01 126650100 18,063 174,135 SH   SOLE   174,135 0 0
DANA HOLDING CORP COMMON STOCK USD.01 235825205 1,122 79,630 SH   SOLE   79,630 0 0
DEAN FOODS CO COMMON STOCK USD.01 242370203 1,588 91,700 SH   SOLE   91,700 0 0
DEERE + CO COMMON STOCK USD1. 244199105 1,515 19,682 SH   SOLE   19,682 0 0
DELEK US HOLDINGS INC COMMON STOCK USD.01 246647101 588 38,578 SH   SOLE   38,578 0 0
DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 3,221 42,940 SH   SOLE   42,940 0 0
DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 28,877 593,198 SH   SOLE   593,198 0 0
DELUXE CORP COMMON STOCK USD1. 248019101 2,660 42,571 SH   SOLE   42,571 0 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK USD.01 25272T104 91 3,750 SH   SOLE   3,750 0 0
DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 9,778 114,230 SH   SOLE   114,230 0 0
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 5,256 69,964 SH   SOLE   69,964 0 0
DOW CHEMICAL CO W/D COMMON STOCK USD2.5 260543103 11,577 227,630 SH   SOLE   227,630 0 0
DR HORTON INC COMMON STOCK USD.01 23331A109 1,444 47,775 SH   SOLE   47,775 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 9,668 108,121 SH   SOLE   108,121 0 0
DRIL QUIP INC COMMON STOCK USD.01 262037104 4,615 76,200 SH   SOLE   76,200 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 1,329 14,658 SH   SOLE   14,658 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3 263534109 631,257 9,969,322 SH   SOLE   9,969,322 0 0
DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 4,730 58,632 SH   SOLE   58,632 0 0
DUNKIN BRANDS GROUP INC COMMON STOCK USD.001 265504100 2,547 54,000 SH   SOLE   54,000 0 0
DYNEGY INC COMMON STOCK USD.01 26817R108 3,354 233,402 SH   SOLE   233,402 0 0
E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1,436 58,624 SH   SOLE   58,624 0 0
EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 4,086 125,800 SH   SOLE   125,800 0 0
EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 4,998 69,200 SH   SOLE   69,200 0 0
EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 7 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 5 2,771 SH   SOLE   923 0 1,848
EASTMAN KODAK CO COMMON STOCK USD.01 277461406 87 8,026 SH   SOLE   2,709 0 5,317
EBAY INC COMMON STOCK USD.001 278642103 4,495 188,400 SH   SOLE   188,400 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 2,089 29,053 SH   SOLE   29,053 0 0
EL PASO ELECTRIC CO COMMON STOCK 283677854 596 12,993 SH   SOLE   12,993 0 0
ELDORADO RESORTS INC COMMON STOCK 28470R102 658 57,532 SH   SOLE   57,532 0 0
EMC CORP/MA COMMON STOCK USD.01 268648102 4,336 162,696 SH   SOLE   162,696 0 0
EMC INS GROUP INC COMMON STOCK USD1. 268664109 672 26,204 SH   SOLE   26,204 0 0
EMPIRE DISTRICT ELECTRIC CO COMMON STOCK USD1. 291641108 304 9,200 SH   SOLE   9,200 0 0
ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 29251M106 386 13,128 SH   SOLE   13,128 0 0
ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.0 G30397106 5,887 90,100 SH   SOLE   90,100 0 0
ENERSYS COMMON STOCK USD.01 29275Y102 1,080 19,383 SH   SOLE   19,383 0 0
ENTERGY CORP COMMON STOCK USD.01 29364G103 9,926 125,200 SH   SOLE   125,200 0 0
EPLUS INC COMMON STOCK USD.01 294268107 1,278 15,874 SH   SOLE   15,874 0 0
EPR PROPERTIES REIT USD.01 26884U109 4,655 69,873 SH   SOLE   69,873 0 0
EQUIFAX INC COMMON STOCK USD1.25 294429105 4,456 38,986 SH   SOLE   38,986 0 0
EQUITY RESIDENTIAL REIT USD.01 29476L107 1,466 19,544 SH   SOLE   19,544 0 0
ESSENDANT INC COMMON STOCK USD.1 296689102 589 18,433 SH   SOLE   18,433 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 2,800 134,600 SH   SOLE   134,600 0 0
ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 3,819 16,329 SH   SOLE   16,329 0 0
ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 7,448 78,969 SH   SOLE   78,969 0 0
EVERCORE PARTNERS INC CL A COMMON STOCK USD.01 29977A105 2,534 48,959 SH   SOLE   48,959 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 10,701 54,200 SH   SOLE   54,200 0 0
EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 3,383 57,981 SH   SOLE   57,981 0 0
EXELON CORP COMMON STOCK 30161N101 12,309 343,260 SH   SOLE   343,260 0 0
EXPRESS INC COMMON STOCK 30219E103 748 34,920 SH   SOLE   34,920 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 7,168 104,347 SH   SOLE   104,347 0 0
EXTRA SPACE STORAGE INC REIT USD.01 30225T102 3,439 36,800 SH   SOLE   36,800 0 0
EXXON MOBIL CORP COMMON STOCK 30231G102 45,190 540,615 SH   SOLE   540,615 0 0
EZCORP INC COMPANY GUAR 06/19 2.125 302301AB2 7,059 11,250,000 SH   SOLE   8,295,000 0 2,955,000
F5 NETWORKS INC COMMON STOCK 315616102 1,545 14,600 SH   SOLE   14,600 0 0
FACEBOOK INC A COMMON STOCK USD.000006 30303M102 30,420 266,606 SH   SOLE   266,606 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 1,136 7,500 SH   SOLE   7,500 0 0
FEDERAL REALTY INVS TRUST REIT USD.01 313747206 1,118 7,165 SH   SOLE   7,165 0 0
FEDERAL SIGNAL CORP COMMON STOCK USD1. 313855108 900 67,890 SH   SOLE   67,890 0 0
FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 819 28,400 SH   SOLE   28,400 0 0
FEDERATED NATIONAL HOLDING C COMMON STOCK USD.01 31422T101 741 37,678 SH   SOLE   37,678 0 0
FEDEX CORP COMMON STOCK USD.1 31428X106 9,876 60,694 SH   SOLE   60,694 0 0
FIDELITY + GUARANTY LIFE COMMON STOCK USD.01 315785105 506 19,300 SH   SOLE   19,300 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 1,395 83,605 SH   SOLE   83,605 0 0
FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 2,745 72,030 SH   SOLE   72,030 0 0
FIRST BUSEY CORP COMMON STOCK USD.001 319383204 325 15,863 SH   SOLE   15,863 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK USD1. 31983A103 564 28,409 SH   SOLE   28,409 0 0
FIRST DEFIANCE FINL CORP COMMON STOCK USD.01 32006W106 418 10,877 SH   SOLE   10,877 0 0
FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01 320867104 1,265 70,194 SH   SOLE   70,194 0 0
FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 193 9,362 SH   SOLE   9,362 0 0
FIRST NIAGARA FINANCIAL GRP COMMON STOCK USD.01 33582V108 22 2,270 SH   SOLE   2,270 0 0
FIRSTENERGY CORP COMMON STOCK USD.1 337932107 4,726 131,400 SH   SOLE   131,400 0 0
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PIPER JAFFRAY COS COMMON STOCK USD.01 724078100 1,765 35,615 SH   SOLE   35,615 0 0
PLANET FITNESS INC CL A COMMON STOCK USD.0001 72703H101 345 21,225 SH   SOLE   21,225 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5. 693475105 9,182 108,577 SH   SOLE   108,577 0 0
POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 699 7,100 SH   SOLE   7,100 0 0
POPULAR INC COMMON STOCK USD.01 733174700 2,933 102,500 SH   SOLE   102,500 0 0
POSCO SPON ADR ADR 693483109 5,484 115,861 SH   SOLE   115,861 0 0
POST PROPERTIES INC REIT USD.01 737464107 3,650 61,100 SH   SOLE   61,100 0 0
POWERSECURE INTERNATIONAL IN COMMON STOCK USD.01 73936N105 404 21,600 SH   SOLE   21,600 0 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 1,877 35,152 SH   SOLE   35,152 0 0
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PRIVATEBANCORP INC COMMON STOCK 742962103 838 21,707 SH   SOLE   21,707 0 0
PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 32,568 395,672 SH   SOLE   395,672 0 0
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PROLOGIS INC REIT USD.01 74340W103 8,352 189,050 SH   SOLE   189,050 0 0
PROSPERITY BANCSHARES INC COMMON STOCK USD1. 743606105 7,044 151,850 SH   SOLE   151,850 0 0
PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 596 14,475 SH   SOLE   14,475 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 5,489 76,004 SH   SOLE   76,004 0 0
PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 1,154 11,485 SH   SOLE   11,485 0 0
PTC INC COMMON STOCK USD.01 69370C100 3,624 109,300 SH   SOLE   109,300 0 0
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PULTEGROUP INC COMMON STOCK USD.01 745867101 2,447 130,800 SH   SOLE   130,800 0 0
QUAKER CHEMICAL CORP COMMON STOCK USD1. 747316107 363 4,276 SH   SOLE   4,276 0 0
QUALCOMM INC COMMON STOCK USD.0001 747525103 5,746 112,361 SH   SOLE   112,361 0 0
QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1,553 68,839 SH   SOLE   68,839 0 0
QUESTAR CORP COMMON STOCK 748356102 5,329 214,896 SH   SOLE   214,896 0 0
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RADIAN GROUP INC COMMON STOCK USD.001 750236101 2,937 236,815 SH   SOLE   236,815 0 0
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RAYTHEON COMPANY COMMON STOCK USD.01 755111507 14,050 114,575 SH   SOLE   114,575 0 0
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RED HAT INC COMMON STOCK USD.0001 756577102 738 9,900 SH   SOLE   9,900 0 0
REIS INC COMMON STOCK USD.01 75936P105 667 28,321 SH   SOLE   28,321 0 0
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RESMED INC COMMON STOCK USD.004 761152107 4,024 69,600 SH   SOLE   69,600 0 0
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REXNORD CORP COMMON STOCK USD.01 76169B102 1,012 50,030 SH   SOLE   50,030 0 0
RITE AID CORP COMMON STOCK USD1. 767754104 205 25,100 SH   SOLE   25,100 0 0
RLJ LODGING TRUST REIT 74965L101 1,293 56,503 SH   SOLE   56,503 0 0
ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 5,346 114,779 SH   SOLE   114,779 0 0
ROCKWELL AUTOMATION INC COMMON STOCK USD1. 773903109 1,240 10,900 SH   SOLE   10,900 0 0
ROFIN SINAR TECHNOLOGIES INC COMMON STOCK USD.01 775043102 731 22,700 SH   SOLE   22,700 0 0
ROLLINS INC COMMON STOCK USD1. 775711104 1,831 67,500 SH   SOLE   67,500 0 0
ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 3,457 214,700 SH   SOLE   214,700 0 0
RPM INTERNATIONAL INC COMMON STOCK USD.01 749685103 4,728 99,900 SH   SOLE   99,900 0 0
RPX CORP COMMON STOCK USD.0001 74972G103 546 48,455 SH   SOLE   48,455 0 0
RYANAIR HOLDINGS PLC SP ADR ADR 783513203 23,212 270,470 SH   SOLE   270,470 0 0
SANDERSON FARMS INC COMMON STOCK USD1. 800013104 1,339 14,853 SH   SOLE   14,853 0 0
SANDISK CORP COMMON STOCK USD.001 80004C101 396 5,200 SH   SOLE   5,200 0 0
SANMINA CORP COMMON STOCK USD.01 801056102 2,336 99,894 SH   SOLE   99,894 0 0
SAPIENS INTERNATIONAL CORP COMMON STOCK USD.01 N7716A151 736 61,454 SH   SOLE   61,454 0 0
SBA COMMUNICATIONS CORP CL A COMMON STOCK USD.01 78388J106 1,142 11,400 SH   SOLE   11,400 0 0
SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 26,399 357,956 SH   SOLE   357,956 0 0
SCOTTS MIRACLE GRO CO CL A COMMON STOCK USD.01 810186106 80 1,100 SH   SOLE   1,100 0 0
SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 5,175 79,000 SH   SOLE   79,000 0 0
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SEALED AIR CORP COMMON STOCK USD.1 81211K100 4,504 93,804 SH   SOLE   93,804 0 0
SELECT INCOME REIT REIT USD.01 81618T100 1,667 72,304 SH   SOLE   72,304 0 0
SEMGROUP CORP CLASS A COMMON STOCK 81663A105 354 15,807 SH   SOLE   15,807 0 0
SEMPRA ENERGY COMMON STOCK 816851109 2,097 20,149 SH   SOLE   20,149 0 0
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SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 588 21,796 SH   SOLE   21,796 0 0
SIMON PROPERTY GROUP INC REIT USD.0001 828806109 20,801 100,152 SH   SOLE   100,152 0 0
SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01 829226109 2,048 66,600 SH   SOLE   66,600 0 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,243 22,400 SH   SOLE   22,400 0 0
SKECHERS USA INC CL A COMMON STOCK USD.001 830566105 2,107 69,200 SH   SOLE   69,200 0 0
SMITH (A.O.) CORP COMMON STOCK USD1. 831865209 7,814 102,400 SH   SOLE   102,400 0 0
SMITH + WESSON HOLDING CORP COMMON STOCK USD.001 831756101 525 19,733 SH   SOLE   19,733 0 0
SNAP ON INC COMMON STOCK USD1. 833034101 3,454 22,000 SH   SOLE   22,000 0 0
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SOUTHWEST AIRLINES CO COMMON STOCK USD1. 844741108 5,678 126,748 SH   SOLE   126,748 0 0
SOVRAN SELF STORAGE INC REIT USD.01 84610H108 1,118 9,479 SH   SOLE   9,479 0 0
SPARTANNASH CO COMMON STOCK 847215100 1,246 41,094 SH   SOLE   41,094 0 0
SPDR S+P500 ETF TRUST SPDR S+P 500 ETF TRUST 78462F103 5,213 25,359 SH   SOLE   25,359 0 0
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STAMPS.COM INC COMMON STOCK USD.001 852857200 1,267 11,919 SH   SOLE   11,919 0 0
STAPLES INC COMMON STOCK USD.0006 855030102 1,861 168,697 SH   SOLE   168,697 0 0
STARBUCKS CORP COMMON STOCK USD.001 855244109 5,728 95,954 SH   SOLE   95,954 0 0
STARWOOD HOTELS + RESORTS COMMON STOCK USD.01 85590A401 551 6,600 SH   SOLE   6,600 0 0
STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 2,154 95,700 SH   SOLE   95,700 0 0
STERIS PLC COMMON STOCK G84720104 1,301 18,312 SH   SOLE   18,312 0 0
STEWART INFORMATION SERVICES COMMON STOCK USD1. 860372101 535 14,746 SH   SOLE   14,746 0 0
STRYKER CORP COMMON STOCK USD.1 863667101 772 7,200 SH   SOLE   7,200 0 0
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SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001 868157108 380 28,400 SH   SOLE   28,400 0 0
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SYNOPSYS INC COMMON STOCK USD.01 871607107 2,989 61,700 SH   SOLE   61,700 0 0
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SYSCO CORP COMMON STOCK USD1. 871829107 1,939 41,500 SH   SOLE   41,500 0 0
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TARGET CORP COMMON STOCK USD.0833 87612E106 18,852 229,124 SH   SOLE   229,124 0 0
TECH DATA CORP COMMON STOCK USD.0015 878237106 1,489 19,400 SH   SOLE   19,400 0 0
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TENNECO INC COMMON STOCK USD.01 880349105 967 18,768 SH   SOLE   18,768 0 0
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TIFFANY + CO COMMON STOCK USD.01 886547108 6,693 91,209 SH   SOLE   91,209 0 0
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WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 3,250 66,900 SH   SOLE   66,900 0 0
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