0001140361-17-029972.txt : 20170803
0001140361-17-029972.hdr.sgml : 20170803
20170803083500
ACCESSION NUMBER: 0001140361-17-029972
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170803
DATE AS OF CHANGE: 20170803
EFFECTIVENESS DATE: 20170803
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT CORP
CENTRAL INDEX KEY: 0001128251
IRS NUMBER: 510350197
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05977
FILM NUMBER: 171002979
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
DATE OF NAME CHANGE: 20090126
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
06-30-2017
06-30-2017
DUPONT CAPITAL MANAGEMENT CORP
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F COMBINATION REPORT
028-05977
0000721204
028-01190
RUSSELL FRANK CO/
N
John Macedo
Chief Administrative Officer
302-477-6076
/s/ John Macedo
Wilmington
DE
07-31-2017
0
939
4485502
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COMMON STOCK USD.01
88579Y101
6602
31711
SH
SOLE
31711
0
0
AARON S INC
COMMON STOCK USD.5
002535300
4192
107763
SH
SOLE
107763
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
537
11041
SH
SOLE
11041
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
8374
115491
SH
SOLE
115491
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
948
6618
SH
SOLE
6618
0
0
ACACIA COMMUNICATIONS INC
COMMON STOCK USD.0001
00401C108
383
9238
SH
SOLE
9238
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
3226
26086
SH
SOLE
26086
0
0
ACETO CORP
COMMON STOCK USD.01
004446100
335
21709
SH
SOLE
21709
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
670
33997
SH
SOLE
33997
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
216
3746
SH
SOLE
3746
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
585
8955
SH
SOLE
8955
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
1747
12348
SH
SOLE
12348
0
0
ADTALEM GLOBAL EDUCATION INC
COMMON STOCK USD.01
00737L103
879
23174
SH
SOLE
23174
0
0
ADVANCED MICRO DEVICES
COMMON STOCK USD.01
007903107
35
2780
SH
SOLE
2780
0
0
AECOM
COMMON STOCK USD.01
00766T100
3486
107832
SH
SOLE
107832
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
242
1595
SH
SOLE
1595
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
6166
37176
SH
SOLE
37176
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
244
3136
SH
SOLE
3136
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
299
2093
SH
SOLE
2093
0
0
AK STEEL HOLDING CORP
COMMON STOCK USD.01
001547108
350
53343
SH
SOLE
53343
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
39
792
SH
SOLE
792
0
0
AKORN INC
COMMON STOCK
009728106
3314
98800
SH
SOLE
98800
0
0
ALARM.COM HOLDINGS INC
COMMON STOCK
011642105
777
20638
SH
SOLE
20638
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
2131
98208
SH
SOLE
98208
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
86
813
SH
SOLE
813
0
0
ALERE INC
COMMON STOCK USD.001
01449J105
1330
26500
SH
SOLE
26500
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
1064
8831
SH
SOLE
8831
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
6981
49549
SH
SOLE
49549
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
958
6384
SH
SOLE
6384
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
727
1223
SH
SOLE
1223
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
14778
182175
SH
SOLE
182175
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
20047
82466
SH
SOLE
82466
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
2849
11100
SH
SOLE
11100
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
6670
177807
SH
SOLE
177807
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
2891
32690
SH
SOLE
32690
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
597
44831
SH
SOLE
44831
0
0
ALPHA OMEGA SEMICONDUCTOR
COMMON STOCK
G6331P104
241
14444
SH
SOLE
14444
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
9433
10147
SH
SOLE
10147
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
61827
68037
SH
SOLE
68037
0
0
ALTABA INC
ALTABA INC
021346101
228
4188
SH
SOLE
4188
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
8830
118573
SH
SOLE
118573
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
179
9731
SH
SOLE
9731
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
52570
54308
SH
SOLE
54308
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
8288
155174
SH
SOLE
155174
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2453
38057
SH
SOLE
38057
0
0
AMERCO
COMMON STOCK USD.25
023586100
1611
4400
SH
SOLE
4400
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
68
1247
SH
SOLE
1247
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
7137
141833
SH
SOLE
132313
0
9520
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
1388
35226
SH
SOLE
35226
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
7741
111428
SH
SOLE
111428
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
2527
30002
SH
SOLE
30002
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
1940
85933
SH
SOLE
85933
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
234
3747
SH
SOLE
3747
0
0
AMERICAN OUTDOOR BRANDS CORP
COMMON STOCK USD.001
02874P103
1226
55317
SH
SOLE
55317
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
2003
42258
SH
SOLE
42258
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
17273
130537
SH
SOLE
130537
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
7830
SH
SOLE
7830
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
5793
61280
SH
SOLE
61280
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
3571
58949
SH
SOLE
58949
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
25560
148408
SH
SOLE
148408
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
1847
47289
SH
SOLE
47289
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
109
1480
SH
SOLE
1480
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
884
58420
SH
SOLE
58420
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
262
5781
SH
SOLE
5781
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
1127
14481
SH
SOLE
14481
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
194
20000
SH
SOLE
20000
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
1024
20764
SH
SOLE
20764
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.0
035290105
433
5537
SH
SOLE
5537
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
149
1226
SH
SOLE
1226
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
259
11963
SH
SOLE
11963
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
6443
34249
SH
SOLE
34249
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
200
4176
SH
SOLE
4176
0
0
APARTMENT INVT MGMT CO A
REIT USD.01
03748R101
543
12637
SH
SOLE
12637
0
0
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
037598109
1644
28920
SH
SOLE
28920
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
315
17003
SH
SOLE
17003
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
92952
645408
SH
SOLE
645408
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
18989
459664
SH
SOLE
459664
0
0
ARAMARK
COMMON STOCK USD.01
03852U106
2734
66719
SH
SOLE
66719
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1316
63888
SH
SOLE
63888
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
2396
57903
SH
SOLE
57903
0
0
ARCONIC INC
COMMON STOCK
03965L100
46
2028
SH
SOLE
2028
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
6494
231748
SH
SOLE
231748
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
5287
67418
SH
SOLE
67418
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
6161
111489
SH
SOLE
111489
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
4119
39724
SH
SOLE
39724
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
3656
87583
SH
SOLE
87583
0
0
ASTORIA FINANCIAL CORP
COMMON STOCK USD.01
046265104
2513
124700
SH
SOLE
124700
0
0
AT T INC
COMMON STOCK USD1.0
00206R102
16336
432980
SH
SOLE
432980
0
0
ATHENE HOLDING LTD CLASS A
COMMON STOCK
G0684D107
580
11683
SH
SOLE
11683
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
314
13945
SH
SOLE
13945
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
965
2000000
SH
SOLE
2000000
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
2550
SH
SOLE
2550
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
7796
13666
SH
SOLE
13666
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
7040
36634
SH
SOLE
36634
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
6809
77048
SH
SOLE
77048
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
2729
100059
SH
SOLE
100059
0
0
BAKER HUGHES INC
COMMON STOCK USD1.0
057224107
4963
91043
SH
SOLE
91043
0
0
BANCO MACRO SA ADR
ADR
05961W105
5952
64567
SH
SOLE
64567
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
40492
1669094
SH
SOLE
1669094
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
706
8509
SH
SOLE
8509
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
304
5967
SH
SOLE
5967
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
1972
42078
SH
SOLE
42078
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
3596
61439
SH
SOLE
61439
0
0
BARRACUDA NETWORKS INC
COMMON STOCK USD.001
068323104
516
22375
SH
SOLE
22375
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
1590
63850
SH
SOLE
63850
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
2641
43621
SH
SOLE
43621
0
0
BB T CORP
COMMON STOCK USD5.0
054937107
170
3741
SH
SOLE
3741
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
6495
33291
SH
SOLE
33291
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
5467
179850
SH
SOLE
179850
0
0
BELDEN INC
COMMON STOCK USD.01
077454106
1522
20180
SH
SOLE
20180
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
29973
176966
SH
SOLE
176966
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
9751
170089
SH
SOLE
170089
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2175
45021
SH
SOLE
45021
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
2217
8169
SH
SOLE
8169
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
169
1863
SH
SOLE
1863
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
758
15316
SH
SOLE
15316
0
0
BIOVERATIV INC
COMMON STOCK USD.001
09075E100
1180
19608
SH
SOLE
19608
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
650
7582
SH
SOLE
7582
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
14153
33505
SH
SOLE
33505
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
371
3535
SH
SOLE
3535
0
0
BLUEPRINT MEDICINES CORP
COMMON STOCK USD.001
09627Y109
422
8330
SH
SOLE
8330
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
12597
63702
SH
SOLE
63702
0
0
BOISE CASCADE CO
COMMON STOCK USD.01
09739D100
883
29044
SH
SOLE
29044
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
775
23815
SH
SOLE
23815
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
3533
83400
SH
SOLE
83400
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
380
2872
SH
SOLE
2872
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
3219
26168
SH
SOLE
26168
0
0
BRIGHTCOVE
COMMON STOCK USD.001
10921T101
581
93666
SH
SOLE
93666
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
2209
39645
SH
SOLE
39645
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
1953
109241
SH
SOLE
109241
0
0
BROADCOM LTD
COMMON STOCK
Y09827109
4616
19806
SH
SOLE
19806
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
2644
209700
SH
SOLE
209700
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
476
11059
SH
SOLE
11059
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
6951
110803
SH
SOLE
110803
0
0
BUCKLE INC/THE
COMMON STOCK USD.01
118440106
181
10191
SH
SOLE
10191
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
1089
14600
SH
SOLE
14600
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
652
9493
SH
SOLE
9493
0
0
C J ENERGY SERVICES INC
COMMON STOCK
12674R100
343
10000
SH
SOLE
10000
0
0
CA INC
COMMON STOCK USD.1
12673P105
1749
50736
SH
SOLE
50736
0
0
CABOT OIL GAS CORP
COMMON STOCK USD.1
127097103
1946
77594
SH
SOLE
77594
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
1873
138448
SH
SOLE
138448
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
5331
62342
SH
SOLE
62342
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
3888
74552
SH
SOLE
74552
0
0
CANADIAN NATURAL RESOURCES
COMMON STOCK
136385101
3385
117363
SH
SOLE
117363
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
12959
156856
SH
SOLE
156856
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
164
2109
SH
SOLE
2109
0
0
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
141619106
473
14670
SH
SOLE
14670
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
1515
81730
SH
SOLE
81730
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
2704
41232
SH
SOLE
41232
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
5192
58368
SH
SOLE
58368
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
2281
21225
SH
SOLE
21225
0
0
CBL ASSOCIATES PROPERTIES
REIT USD.01
124830100
1389
164796
SH
SOLE
164796
0
0
CBOE HOLDINGS INC
COMMON STOCK
12503M108
50
548
SH
SOLE
548
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
1672
45933
SH
SOLE
45933
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
102
1592
SH
SOLE
1592
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
5187
83580
SH
SOLE
83580
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
567
9069
SH
SOLE
9069
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
570
117486
SH
SOLE
117486
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
3584
37746
SH
SOLE
37746
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
26466
203790
SH
SOLE
203790
0
0
CEMEX SAB SPONS ADR PART CER
ADR
151290889
9036
959270
SH
SOLE
959270
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
5448
68205
SH
SOLE
68205
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
985
234586
SH
SOLE
173799
0
60787
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
60
2509
SH
SOLE
2509
0
0
CERNER CORP
COMMON STOCK USD.01
156782104
4434
66700
SH
SOLE
66700
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
60
2157
SH
SOLE
2157
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
903
8923
SH
SOLE
8923
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
2019
100484
SH
SOLE
100484
0
0
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
163072101
1612
32055
SH
SOLE
32055
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
655
3204
SH
SOLE
3204
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
1276
33661
SH
SOLE
33661
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
38
7591
SH
SOLE
7591
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1391
56837
SH
SOLE
56837
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
30338
290785
SH
SOLE
290785
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q208
4026
216100
SH
SOLE
216100
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
8907
SH
SOLE
8907
0
0
CHUBB LTD
COMMON STOCK
H1467J104
15237
104809
SH
SOLE
104809
0
0
CHURCH DWIGHT CO INC
COMMON STOCK USD1.0
171340102
384
7395
SH
SOLE
7395
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
1815
72528
SH
SOLE
72528
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
11991
71635
SH
SOLE
71635
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1203
12793
SH
SOLE
12793
0
0
CINTAS CORP
COMMON STOCK
172908105
7369
58466
SH
SOLE
58466
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
4161
66343
SH
SOLE
66343
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
18973
606180
SH
SOLE
606180
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
34163
510806
SH
SOLE
510806
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
7071
198172
SH
SOLE
198172
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
3380
42472
SH
SOLE
42472
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
248
1980
SH
SOLE
1980
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
74
1604
SH
SOLE
1604
0
0
COACH INC
COMMON STOCK USD.01
189754104
118
2486
SH
SOLE
2486
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
24896
555097
SH
SOLE
555097
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
657
7744
SH
SOLE
7744
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
225
3388
SH
SOLE
3388
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
762
3388
SH
SOLE
3388
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
9992
134788
SH
SOLE
134788
0
0
COLONY STARWOOD HOMES
REIT USD.01
19625X102
338
9846
SH
SOLE
9846
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
471
8114
SH
SOLE
8114
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
34351
882611
SH
SOLE
882611
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
3522
48089
SH
SOLE
48089
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
2202
59354
SH
SOLE
59354
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
249
4412
SH
SOLE
4412
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
4336
121261
SH
SOLE
121261
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
9672
220018
SH
SOLE
220018
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
191
2358
SH
SOLE
2358
0
0
CONSOLIDATED WATER CO ORD SH
COMMON STOCK USD.6
G23773107
682
54967
SH
SOLE
54967
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
19342
99839
SH
SOLE
99839
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
1363
5691
SH
SOLE
5691
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
1191
11809
SH
SOLE
11809
0
0
COPART INC
COMMON STOCK
217204106
845
26592
SH
SOLE
26592
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
1387
117539
SH
SOLE
117539
0
0
CORECIVIC INC
REIT USD.01
21871N101
241
8742
SH
SOLE
8742
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
523
15580
SH
SOLE
15580
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
8995
86884
SH
SOLE
86884
0
0
CORNING INC
COMMON STOCK USD.5
219350105
10851
361095
SH
SOLE
361095
0
0
COSTAMARE INC
COMMON STOCK USD.0001
Y1771G102
2069
283075
SH
SOLE
283075
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
4732
29591
SH
SOLE
29591
0
0
COTY INC CL A
COMMON STOCK USD.01
222070203
73
3889
SH
SOLE
3889
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
4264
13490
SH
SOLE
13490
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
4235
53350
SH
SOLE
53350
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
198
1974
SH
SOLE
1974
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
8621
144502
SH
SOLE
144502
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
219
4017
SH
SOLE
4017
0
0
CU BANCORP
COMMON STOCK
126534106
341
9433
SH
SOLE
9433
0
0
CUBESMART
REIT USD.01
229663109
638
26524
SH
SOLE
26524
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
2658
16385
SH
SOLE
16385
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
444
20406
SH
SOLE
20406
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
25620
318417
SH
SOLE
318417
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
407
8151
SH
SOLE
8151
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
278
22940
SH
SOLE
22940
0
0
DANA INC
COMMON STOCK USD.01
235825205
1755
78580
SH
SOLE
78580
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
3210
38041
SH
SOLE
38041
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
1300
14373
SH
SOLE
14373
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
2830
43693
SH
SOLE
43693
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
949
17767
SH
SOLE
17767
0
0
DDR CORP
REIT USD.1
23317H102
382
42149
SH
SOLE
42149
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370203
1348
79288
SH
SOLE
79288
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
4656
37671
SH
SOLE
37671
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
2979
33987
SH
SOLE
33987
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
20542
382250
SH
SOLE
382250
0
0
DELUXE CORP
COMMON STOCK USD1.0
248019101
631
9115
SH
SOLE
9115
0
0
DENTSPLY SIRONA INC
COMMON STOCK USD.01
24906P109
116
1788
SH
SOLE
1788
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
184
5760
SH
SOLE
5760
0
0
DEXCOM INC
COMMON STOCK USD.001
252131107
520
7102
SH
SOLE
7102
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
474
43287
SH
SOLE
43287
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
667
16745
SH
SOLE
16745
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
2190
19388
SH
SOLE
19388
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
6817
109611
SH
SOLE
109611
0
0
DISCOVERY COMMUNICATIONS A
COMMON STOCK USD.01
25470F104
3496
135333
SH
SOLE
135333
0
0
DISCOVERY COMMUNICATIONS C
COMMON STOCK USD.01
25470F302
30
1179
SH
SOLE
1179
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
40
645
SH
SOLE
645
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
97
1351
SH
SOLE
1351
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
86
1225
SH
SOLE
1225
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
3590
46847
SH
SOLE
46847
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
356
4299
SH
SOLE
4299
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
851
22284
SH
SOLE
22284
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1361
16966
SH
SOLE
16966
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1574
45527
SH
SOLE
45527
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
1394
15304
SH
SOLE
15304
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
565
11586
SH
SOLE
11586
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1158
10948
SH
SOLE
10948
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
804624
9969322
SH
SOLE
9969322
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
3649
43653
SH
SOLE
43653
0
0
DUKE REALTY CORP
REIT USD.01
264411505
772
27631
SH
SOLE
27631
0
0
DULUTH HOLDINGS INC CL B
COMMON STOCK
26443V101
280
15365
SH
SOLE
15365
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
3530
57710
SH
SOLE
57710
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
80
1041
SH
SOLE
1041
0
0
DYCOM INDUSTRIES INC
COMMON STOCK USD.333
267475101
288
3217
SH
SOLE
3217
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
2436
294552
SH
SOLE
294552
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
898
23624
SH
SOLE
23624
0
0
EAGLE MATERIALS INC
COMMON STOCK USD.01
26969P108
4159
45000
SH
SOLE
45000
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
668
8465
SH
SOLE
8465
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
6581
112349
SH
SOLE
112349
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
12372
147305
SH
SOLE
147305
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
1
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
1
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
18
2000
SH
SOLE
2000
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
3480
44713
SH
SOLE
44713
0
0
EBAY INC
COMMON STOCK USD.001
278642103
167
4773
SH
SOLE
4773
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1673
21399
SH
SOLE
21399
0
0
ELDORADO RESORTS INC
COMMON STOCK
28470R102
847
42325
SH
SOLE
42325
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
1315
27746
SH
SOLE
27746
0
0
ELI LILLY CO
COMMON STOCK
532457108
3772
45831
SH
SOLE
45831
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
306
5139
SH
SOLE
5139
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
584
16233
SH
SOLE
16233
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
448
9338
SH
SOLE
9338
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
15071
811596
SH
SOLE
627375
0
184221
ENERSYS
COMMON STOCK USD.01
29275Y102
2944
40640
SH
SOLE
40640
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29286C107
673
23704
SH
SOLE
23704
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
6041
78687
SH
SOLE
78687
0
0
ENVESTNET INC
COMMON STOCK
29404K106
554
14000
SH
SOLE
14000
0
0
ENVISION HEALTHCARE CORP
COMMON STOCK
29414D100
42
664
SH
SOLE
664
0
0
ENZO BIOCHEM INC
COMMON STOCK USD.01
294100102
696
63016
SH
SOLE
63016
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2485
34574
SH
SOLE
34574
0
0
EQT CORP
COMMON STOCK
26884L109
3664
62538
SH
SOLE
62538
0
0
EQUINIX INC
REIT USD.001
29444U700
7418
17286
SH
SOLE
17286
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
2447
28337
SH
SOLE
28337
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
4095
62210
SH
SOLE
62210
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
7397
199176
SH
SOLE
199176
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
5462
21230
SH
SOLE
21230
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
11861
123579
SH
SOLE
123579
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
86
980
SH
SOLE
980
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
5317
75413
SH
SOLE
75413
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
11209
44028
SH
SOLE
44028
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2504
41239
SH
SOLE
41239
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
718
29167
SH
SOLE
29167
0
0
EXELON CORP
COMMON STOCK
30161N101
12839
355940
SH
SOLE
355940
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
143
961
SH
SOLE
961
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
756
13390
SH
SOLE
13390
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
4475
70104
SH
SOLE
70104
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
9657
123814
SH
SOLE
123814
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
24665
305527
SH
SOLE
305527
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
13805
14250000
SH
SOLE
10795000
0
3455000
F5 NETWORKS INC
COMMON STOCK
315616102
3354
26396
SH
SOLE
26396
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
46614
308743
SH
SOLE
308743
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
497
2991
SH
SOLE
2991
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
1982
14220
SH
SOLE
14220
0
0
FCB FINANCIAL HOLDINGS CL A
COMMON STOCK USD.001
30255G103
1570
32870
SH
SOLE
32870
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
1946
15399
SH
SOLE
15399
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
719
25455
SH
SOLE
25455
0
0
FEDERATED NATIONAL HOLDING C
COMMON STOCK USD.01
31422T101
496
30972
SH
SOLE
30972
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
1596
7343
SH
SOLE
7343
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
1391
192945
SH
SOLE
192945
0
0
FIBROGEN INC
COMMON STOCK USD.01
31572Q808
757
23447
SH
SOLE
23447
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
514
6023
SH
SOLE
6023
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
32
1218
SH
SOLE
1218
0
0
FINISAR CORPORATION
COMMON STOCK USD.001
31787A507
861
33142
SH
SOLE
33142
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
8632
193147
SH
SOLE
193147
0
0
FIRST BANCORP PUERTO RICO
COMMON STOCK USD.1
318672706
1036
178843
SH
SOLE
178843
0
0
FIRST CONNECTICUT BANCORP
COMMON STOCK USD.01
319850103
825
32167
SH
SOLE
32167
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
387
24019
SH
SOLE
24019
0
0
FIRST HAWAIIAN INC
COMMON STOCK USD.01
32051X108
1896
61929
SH
SOLE
61929
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
1675
58529
SH
SOLE
58529
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
8631
295982
SH
SOLE
295982
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1586
12967
SH
SOLE
12967
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1177
54703
SH
SOLE
54703
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
699
20177
SH
SOLE
20177
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
448
25860
SH
SOLE
25860
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
28
603
SH
SOLE
603
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
48
1050
SH
SOLE
1050
0
0
FMC CORP
COMMON STOCK USD.1
302491303
63
865
SH
SOLE
865
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
351
7128
SH
SOLE
7128
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
2675
239067
SH
SOLE
239067
0
0
FOREST CITY REALTY TRUST A
REIT USD.01
345605109
1476
61076
SH
SOLE
61076
0
0
FORESTAR GROUP INC
COMMON STOCK USD1.0
346233109
492
28700
SH
SOLE
28700
0
0
FORMFACTOR INC
COMMON STOCK USD.001
346375108
1105
89087
SH
SOLE
89087
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
406
10842
SH
SOLE
10842
0
0
FORTRESS INVESTMENT GRP CL A
MLP
34958B106
2606
326200
SH
SOLE
326200
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
7759
118932
SH
SOLE
118932
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
709
28229
SH
SOLE
28229
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
2359
52675
SH
SOLE
52675
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
450
37444
SH
SOLE
37444
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
2112
56075
SH
SOLE
56075
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
1187
53986
SH
SOLE
53986
0
0
GARMIN LTD
COMMON STOCK CHF10.0
H2906T109
40
775
SH
SOLE
775
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
1452
11758
SH
SOLE
11758
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
4788
132508
SH
SOLE
132508
0
0
GENERAL COMMUNICATION INC A
COMMON STOCK
369385109
1429
39000
SH
SOLE
39000
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
16072
81132
SH
SOLE
81132
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
3613
133770
SH
SOLE
133770
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
417
7535
SH
SOLE
7535
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
8747
250408
SH
SOLE
250408
0
0
GENTHERM INC
COMMON STOCK
37253A103
1158
29845
SH
SOLE
29845
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
580
6256
SH
SOLE
6256
0
0
GGP INC
REIT USD.01
36174X101
9611
407956
SH
SOLE
407956
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
16993
240076
SH
SOLE
240076
0
0
GLAUKOS CORP
COMMON STOCK USD.001
377322102
944
22774
SH
SOLE
22774
0
0
GLOBAL BROKERAGE INC
SR UNSECURED 06/18 2.25
302693AB2
3280
8200000
SH
SOLE
8200000
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
629
6959
SH
SOLE
6959
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
75
35000
SH
SOLE
35000
0
0
GNC HOLDINGS INC CL A
COMMON STOCK USD.001
36191G107
830
98454
SH
SOLE
98454
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
13391
60348
SH
SOLE
60348
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
3333
95346
SH
SOLE
95346
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
1771
96702
SH
SOLE
96702
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
640
46717
SH
SOLE
46717
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
1941
47551
SH
SOLE
47551
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
2048
44281
SH
SOLE
44281
0
0
GREENHILL CO INC
COMMON STOCK USD.01
395259104
476
23675
SH
SOLE
23675
0
0
GUARANTY BANCORP
COMMON STOCK USD.001
40075T607
804
29551
SH
SOLE
29551
0
0
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
40171V100
644
9366
SH
SOLE
9366
0
0
H R BLOCK INC
COMMON STOCK
093671105
6552
211959
SH
SOLE
211959
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
398
25651
SH
SOLE
25651
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
251
19543
SH
SOLE
19543
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
81
3501
SH
SOLE
3501
0
0
HANNON ARMSTRONG SUSTAINABLE
REIT USD.01
41068X100
798
34892
SH
SOLE
34892
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
4055
45752
SH
SOLE
45752
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
506
9363
SH
SOLE
9363
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
2885
26453
SH
SOLE
26453
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
119
2257
SH
SOLE
2257
0
0
HASBRO INC
COMMON STOCK USD.5
418056107
2884
25867
SH
SOLE
25867
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
8340
95640
SH
SOLE
95640
0
0
HCP INC
REIT USD1.0
40414L109
2123
66440
SH
SOLE
66440
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
838
11661
SH
SOLE
11661
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
10344
56521
SH
SOLE
56521
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
895
68755
SH
SOLE
68755
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
174
1616
SH
SOLE
1616
0
0
HESS CORP
COMMON STOCK USD1.0
42809H107
6287
143299
SH
SOLE
143299
0
0
HEWLETT PACKARD ENTERPRIS
COMMON STOCK USD.01
42824C109
91
5477
SH
SOLE
5477
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
671
32339
SH
SOLE
32339
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
2016
39760
SH
SOLE
39760
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
455
5719
SH
SOLE
5719
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
534
28890
SH
SOLE
28890
0
0
HOLLYSYS AUTOMATION TECHNOLO
COMMON STOCK USD.0001
G45667105
366
22006
SH
SOLE
22006
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
6934
152804
SH
SOLE
152804
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
24551
160046
SH
SOLE
160046
0
0
HOMETRUST BANCSHARES INC
COMMON STOCK
437872104
1224
50180
SH
SOLE
50180
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
24697
185285
SH
SOLE
185285
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
3358
115186
SH
SOLE
115186
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
2693
147374
SH
SOLE
147374
0
0
HOULIHAN LOKEY INC
COMMON STOCK USD.001
441593100
1783
51075
SH
SOLE
51075
0
0
HP INC
COMMON STOCK USD.01
40434L105
5411
309566
SH
SOLE
309566
0
0
HSN INC
COMMON STOCK USD.01
404303109
3716
116496
SH
SOLE
116496
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
486
7386
SH
SOLE
7386
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
1957
57226
SH
SOLE
57226
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
2623
10902
SH
SOLE
10902
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
831
9092
SH
SOLE
9092
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
34
2495
SH
SOLE
2495
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
6396
34356
SH
SOLE
34356
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
1896
73367
SH
SOLE
73367
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
369
41104
SH
SOLE
41104
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
625
5532
SH
SOLE
5532
0
0
IDEXX LABORATORIES INC
COMMON STOCK USD.1
45168D104
2322
14382
SH
SOLE
14382
0
0
IHS MARKIT LTD
COMMON STOCK USD.01
G47567105
120
2731
SH
SOLE
2731
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1875
13086
SH
SOLE
13086
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
996
61879
SH
SOLE
61879
0
0
INC RESEARCH HOLDINGS INC A
COMMON STOCK USD.01
45329R109
5184
88610
SH
SOLE
88610
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
1133
8998
SH
SOLE
8998
0
0
INDEPENDENT BANK GROUP INC
COMMON STOCK USD.01
45384B106
630
10584
SH
SOLE
10584
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
19778
216416
SH
SOLE
216416
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
3422
28708
SH
SOLE
28708
0
0
INNOPHOS HOLDINGS INC
COMMON STOCK USD.001
45774N108
379
8648
SH
SOLE
8648
0
0
INNOVIVA INC
COMMON STOCK
45781M101
1044
81547
SH
SOLE
81547
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
463
36606
SH
SOLE
36606
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
1511
34927
SH
SOLE
34927
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
1013
39298
SH
SOLE
39298
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
7803
231265
SH
SOLE
231265
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
5932
89989
SH
SOLE
89989
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
95
1226
SH
SOLE
1226
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
1836
93460
SH
SOLE
93460
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
1538
43876
SH
SOLE
43876
0
0
INTERNATIONAL GAME TECHNOLOG
COMMON STOCK USD.1
G4863A108
1299
70998
SH
SOLE
70998
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
183
3226
SH
SOLE
3226
0
0
INTERNATIONAL SEAWAYS INC
COMMON STOCK
Y41053102
776
35821
SH
SOLE
35821
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
1387
56367
SH
SOLE
56367
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
6492
42205
SH
SOLE
42205
0
0
INTRAWEST RESORTS HOLDINGS I
COMMON STOCK USD.01
46090K109
710
29891
SH
SOLE
29891
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2868
21591
SH
SOLE
21591
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
72
2034
SH
SOLE
2034
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
1661
124324
SH
SOLE
124324
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
62
14266
SH
SOLE
6683
0
7583
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
462222100
264
5184
SH
SOLE
5184
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
721
4970
SH
SOLE
4970
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
842
24509
SH
SOLE
24509
0
0
ISHARES CORE MSCI EAFE ETF
ISHARES CORE MSCI EAFE ETF
46432F842
47656
782650
SH
SOLE
782650
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
52525
805599
SH
SOLE
805599
0
0
ISHARES MSCI EAFE VALUE ETF
ISHARES MSCI EAFE VALUE ETF
464288877
14993
290000
SH
SOLE
290000
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
19112
461759
SH
SOLE
461759
0
0
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
46434G822
3076
57335
SH
SOLE
57335
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
296
63600
SH
SOLE
63600
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
1944
22849
SH
SOLE
22849
0
0
JABIL INC
COMMON STOCK USD.001
466313103
1952
66863
SH
SOLE
66863
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
5180
49869
SH
SOLE
49869
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
877
8901
SH
SOLE
8901
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
48
884
SH
SOLE
884
0
0
JAMES RIVER GROUP HOLDINGS L
COMMON STOCK USD.0002
G5005R107
1743
43865
SH
SOLE
43865
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
951
41667
SH
SOLE
41667
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
7017
59304
SH
SOLE
59304
0
0
JOHN BEAN TECHNOLOGIES CORP
COMMON STOCK USD.01
477839104
401
4095
SH
SOLE
4095
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
43672
330122
SH
SOLE
330122
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
45972
502981
SH
SOLE
502981
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
3465
124291
SH
SOLE
124291
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
1147
10965
SH
SOLE
10965
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
1049
25000
SH
SOLE
25000
0
0
KCG HOLDINGS INC CL A
COMMON STOCK USD.01
48244B100
3290
165000
SH
SOLE
165000
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
268
3852
SH
SOLE
3852
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
39
2104
SH
SOLE
2104
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
1802
91921
SH
SOLE
91921
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
8545
66186
SH
SOLE
66186
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
34
1833
SH
SOLE
1833
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
1945
101489
SH
SOLE
101489
0
0
KITE PHARMA INC
COMMON STOCK USD.001
49803L109
776
7487
SH
SOLE
7487
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T300
247
13061
SH
SOLE
13061
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
30
328
SH
SOLE
328
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1210
31286
SH
SOLE
31286
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
1056
30574
SH
SOLE
30574
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
105
4516
SH
SOLE
4516
0
0
KRONOS WORLDWIDE INC
COMMON STOCK USD.01
50105F105
498
27310
SH
SOLE
27310
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
90
1678
SH
SOLE
1678
0
0
L3 TECHNOLOGIES INC
COMMON STOCK USD.01
502413107
3531
21132
SH
SOLE
21132
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1325
40765
SH
SOLE
40765
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
75
488
SH
SOLE
488
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
14018
99114
SH
SOLE
99114
0
0
LAMB WESTON HOLDINGS INC
COMMON STOCK USD1.0
513272104
1112
25245
SH
SOLE
25245
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
654
7637
SH
SOLE
7637
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
1051
51524
SH
SOLE
51524
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
3530
118450
SH
SOLE
118450
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
6657
46853
SH
SOLE
46853
0
0
LEGACYTEXAS FINANCIAL GROUP
COMMON STOCK USD.01
52471Y106
669
17541
SH
SOLE
17541
0
0
LEGGETT PLATT INC
COMMON STOCK USD.01
524660107
51
966
SH
SOLE
966
0
0
LEMAITRE VASCULAR INC
COMMON STOCK USD.01
525558201
883
28297
SH
SOLE
28297
0
0
LENDINGTREE INC
COMMON STOCK USD.01
52603B107
634
3679
SH
SOLE
3679
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
2136
40055
SH
SOLE
40055
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
864
4705
SH
SOLE
4705
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
11606
195716
SH
SOLE
195716
0
0
LEXICON PHARMACEUTICALS INC
COMMON STOCK USD.001
528872302
596
36202
SH
SOLE
36202
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
5474
223063
SH
SOLE
223063
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
1068
26226
SH
SOLE
26226
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
1513
12462
SH
SOLE
12462
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
3577
52937
SH
SOLE
52937
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
485
7925
SH
SOLE
7925
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
77
2332
SH
SOLE
2332
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
408
1469
SH
SOLE
1469
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
1060
10147
SH
SOLE
10147
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
2357
97744
SH
SOLE
97744
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
3914
50488
SH
SOLE
50488
0
0
LPL FINANCIAL HOLDINGS INC
COMMON STOCK
50212V100
1297
30556
SH
SOLE
30556
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
623
12124
SH
SOLE
12124
0
0
LUMOS NETWORKS CORP
COMMON STOCK USD.01
550283105
2618
146500
SH
SOLE
146500
0
0
LUXOFT HOLDING INC
COMMON STOCK
G57279104
569
9356
SH
SOLE
9356
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
11039
130815
SH
SOLE
130815
0
0
M T BANK CORP
COMMON STOCK USD.5
55261F104
140
865
SH
SOLE
865
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
374
13099
SH
SOLE
13099
0
0
MACERICH CO/THE
REIT USD.01
554382101
65
1120
SH
SOLE
1120
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
1599
58921
SH
SOLE
58921
0
0
MACQUARIE INFRASTRUCTURE COR
COMMON STOCK USD.001
55608B105
1074
13700
SH
SOLE
13700
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
29
1231
SH
SOLE
1231
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
339
4652
SH
SOLE
4652
0
0
MAMMOTH ENERGY SERVICES INC
COMMON STOCK USD.01
56155L108
754
40530
SH
SOLE
40530
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
122
10292
SH
SOLE
10292
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
2558
48878
SH
SOLE
48878
0
0
MARCUS CORPORATION
COMMON STOCK USD1.0
566330106
320
10606
SH
SOLE
10606
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
182
1818
SH
SOLE
1818
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1062
9017
SH
SOLE
9017
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
2090
26807
SH
SOLE
26807
0
0
MARTIN MARIETTA MATERIALS
COMMON STOCK USD.01
573284106
128
577
SH
SOLE
577
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
2597
67975
SH
SOLE
67975
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
901
9886
SH
SOLE
9886
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
327
4335
SH
SOLE
4335
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
362
8007
SH
SOLE
8007
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
4166
34305
SH
SOLE
34305
0
0
MAXIMUS INC
COMMON STOCK
577933104
837
13370
SH
SOLE
13370
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
337
7642
SH
SOLE
7642
0
0
MCDERMOTT INTL INC
COMMON STOCK USD1.0
580037109
1540
214822
SH
SOLE
214822
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
6723
43893
SH
SOLE
43893
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
2629
15976
SH
SOLE
15976
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
614
47713
SH
SOLE
47713
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
440
7293
SH
SOLE
7293
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
6572
74052
SH
SOLE
74052
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
605
2410
SH
SOLE
2410
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
28383
442855
SH
SOLE
442855
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
1275
75443
SH
SOLE
75443
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
584
13830
SH
SOLE
13830
0
0
MERITOR INC
COMMON STOCK USD1.0
59001K100
354
21299
SH
SOLE
21299
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1482
35962
SH
SOLE
35962
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
267
4855
SH
SOLE
4855
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
278
473
SH
SOLE
473
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
2506
223736
SH
SOLE
223736
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
1510
51743
SH
SOLE
51743
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
3502
96605
SH
SOLE
96605
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
2252
121596
SH
SOLE
121596
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
664
8597
SH
SOLE
8597
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
2455
82231
SH
SOLE
82231
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
363
7762
SH
SOLE
7762
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
63490
921084
SH
SOLE
921084
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
1078
5622
SH
SOLE
5622
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1545
14660
SH
SOLE
14660
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
843
6938
SH
SOLE
6938
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
2021
134996
SH
SOLE
134996
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
2578
35214
SH
SOLE
35214
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
4303
63945
SH
SOLE
63945
0
0
MOBILEYE NV
COMMON STOCK
N51488117
3366
53600
SH
SOLE
53600
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
15087
62421
SH
SOLE
62421
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
12588
291462
SH
SOLE
291462
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
3047
25743
SH
SOLE
25743
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
2406
19770
SH
SOLE
19770
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
1113
15513
SH
SOLE
15513
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
5729
128576
SH
SOLE
128576
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
75
3273
SH
SOLE
3273
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
2102
24236
SH
SOLE
24236
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
1125
43891
SH
SOLE
43891
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
89
2284
SH
SOLE
2284
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
769
29764
SH
SOLE
29764
0
0
NANOMETRICS INC
COMMON STOCK
630077105
814
32183
SH
SOLE
32183
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
47
660
SH
SOLE
660
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
771
13807
SH
SOLE
13807
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
1285
39012
SH
SOLE
39012
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
3178
81291
SH
SOLE
81291
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
702
30372
SH
SOLE
30372
0
0
NAUTILUS INC
COMMON STOCK
63910B102
692
36114
SH
SOLE
36114
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
1150
68887
SH
SOLE
68887
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
5609
137347
SH
SOLE
137347
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
1595
39825
SH
SOLE
39825
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
17994
59853
SH
SOLE
59853
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
582
12654
SH
SOLE
12654
0
0
NEUSTAR INC CLASS A
COMMON STOCK USD.001
64126X201
995
29847
SH
SOLE
29847
0
0
NEVRO CORP
COMMON STOCK USD.001
64157F103
547
7352
SH
SOLE
7352
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
619
15593
SH
SOLE
15593
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
2782
178800
SH
SOLE
178800
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
13040
243197
SH
SOLE
243197
0
0
NEWFIELD EXPLORATION CO
COMMON STOCK USD.01
651290108
131
4613
SH
SOLE
4613
0
0
NEWMARKET CORP
COMMON STOCK
651587107
535
1162
SH
SOLE
1162
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
3453
106617
SH
SOLE
106617
0
0
NEWS CORP CLASS B
COMMON STOCK
65249B208
37
2591
SH
SOLE
2591
0
0
NEWSTAR FINANCIAL INC
COMMON STOCK USD.01
65251F105
311
29579
SH
SOLE
29579
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
1239
49774
SH
SOLE
49774
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
4035
28792
SH
SOLE
28792
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
78
2017
SH
SOLE
2017
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
567
9615
SH
SOLE
9615
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
30
1178
SH
SOLE
1178
0
0
NMI HOLDINGS INC CLASS A
COMMON STOCK USD.01
629209305
485
42367
SH
SOLE
42367
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
1607
56773
SH
SOLE
56773
0
0
NORD ANGLIA EDUCATION INC
COMMON STOCK USD.01
G6583A102
1316
40400
SH
SOLE
40400
0
0
NORDSON CORP
COMMON STOCK
655663102
595
4902
SH
SOLE
4902
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
163
1337
SH
SOLE
1337
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
107
1104
SH
SOLE
1104
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.0
666807102
241
939
SH
SOLE
939
0
0
NRG YIELD INC CLASS A
COMMON STOCK USD.01
62942X306
1625
95245
SH
SOLE
95245
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
2747
43708
SH
SOLE
43708
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
5206
89952
SH
SOLE
89952
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
569
7399
SH
SOLE
7399
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
3321
22976
SH
SOLE
22976
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
4203
38400
SH
SOLE
38400
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
1258
5751
SH
SOLE
5751
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
391
48631
SH
SOLE
48631
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
3931
172100
SH
SOLE
172100
0
0
OFFICE DEPOT INC
COMMON STOCK USD.01
676220106
586
103894
SH
SOLE
103894
0
0
OFG BANCORP
COMMON STOCK USD1.0
67103X102
764
76420
SH
SOLE
76420
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
1865
53598
SH
SOLE
53598
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
795
8345
SH
SOLE
8345
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
2286
53652
SH
SOLE
53652
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
6773
205105
SH
SOLE
205105
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
688
38410
SH
SOLE
38410
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
104
1250
SH
SOLE
1250
0
0
ONE GAS INC
COMMON STOCK
68235P108
969
13884
SH
SOLE
13884
0
0
ONEBEACON INSURANCE GROUP A
COMMON STOCK USD.01
G67742109
2620
143700
SH
SOLE
143700
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
8895
170540
SH
SOLE
170540
0
0
ONEOK PARTNERS LP
MLP
68268N103
2451
48000
SH
SOLE
48000
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
25354
505664
SH
SOLE
505664
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
2307
133659
SH
SOLE
133659
0
0
ORBOTECH LTD
COMMON STOCK USD.14
M75253100
567
17370
SH
SOLE
17370
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
2233
38053
SH
SOLE
38053
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
7952
118830
SH
SOLE
118830
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
6751
282253
SH
SOLE
282253
0
0
P G E CORP
COMMON STOCK
69331C108
223
3360
SH
SOLE
3360
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
92
1396
SH
SOLE
1396
0
0
PACIRA PHARMACEUTICALS INC
COMMON STOCK USD.001
695127100
633
13269
SH
SOLE
13269
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
1717
15410
SH
SOLE
15410
0
0
PACWEST BANCORP
COMMON STOCK
695263103
2498
53495
SH
SOLE
53495
0
0
PALO ALTO NETWORKS INC
COMMON STOCK USD.0001
697435105
668
4992
SH
SOLE
4992
0
0
PANERA BREAD COMPANY CLASS A
COMMON STOCK USD.0001
69840W108
2612
8300
SH
SOLE
8300
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
4711
54202
SH
SOLE
54202
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
11128
69630
SH
SOLE
69630
0
0
PARKWAY INC
REIT USD.001
70156Q107
158
6885
SH
SOLE
6885
0
0
PATHEON NV
COMMON STOCK EUR.01
N6865W105
2619
75100
SH
SOLE
75100
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
1297
64244
SH
SOLE
54600
0
9644
PAYCHEX INC
COMMON STOCK USD.01
704326107
129
2267
SH
SOLE
2267
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
1155
21524
SH
SOLE
21524
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
5148
210540
SH
SOLE
145497
0
65043
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
2007
62244
SH
SOLE
62244
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.0
709102107
133
11727
SH
SOLE
11727
0
0
PEOPLE S UTAH BANCORP
COMMON STOCK USD.01
712706209
922
34406
SH
SOLE
34406
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
17360
150319
SH
SOLE
150319
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
14795
440449
SH
SOLE
440449
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
18373
156429
SH
SOLE
156429
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
1684
79899
SH
SOLE
79899
0
0
PINNACLE ENTERTAINMENT INC
COMMON STOCK USD.01
72348Y105
2076
105063
SH
SOLE
105063
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
330
2641
SH
SOLE
2641
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
623
6754
SH
SOLE
6754
0
0
POLYONE CORPORATION
COMMON STOCK USD.01
73179P106
2099
54187
SH
SOLE
54187
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
3806
91259
SH
SOLE
91259
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
3017
38856
SH
SOLE
38856
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
13260
120591
SH
SOLE
120591
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
155
4005
SH
SOLE
4005
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
1342
17892
SH
SOLE
17892
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
2174
16402
SH
SOLE
16402
0
0
PREMIER INC CLASS A
COMMON STOCK USD.01
74051N102
1056
29345
SH
SOLE
29345
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
1030
19495
SH
SOLE
19495
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
10063
5380
SH
SOLE
5380
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
75
1176
SH
SOLE
1176
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
25750
295469
SH
SOLE
295469
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
1439
46581
SH
SOLE
46581
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
186
4215
SH
SOLE
4215
0
0
PROLOGIS INC
REIT USD.01
74340W103
13361
227842
SH
SOLE
227842
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
483
5562
SH
SOLE
5562
0
0
PROTHENA CORP PLC
COMMON STOCK USD.01
G72800108
783
14475
SH
SOLE
14475
0
0
PROTO LABS INC
COMMON STOCK USD.001
743713109
1116
16588
SH
SOLE
16588
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
5943
54960
SH
SOLE
54960
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
8047
60785
SH
SOLE
60785
0
0
PTC INC
COMMON STOCK USD.01
69370C100
570
10350
SH
SOLE
10350
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
182
4233
SH
SOLE
4233
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6824
32724
SH
SOLE
32724
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
3167
129097
SH
SOLE
129097
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
5024
43882
SH
SOLE
43882
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
28
449
SH
SOLE
449
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
2136
40816
SH
SOLE
40816
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
430
7789
SH
SOLE
7789
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
1765
43263
SH
SOLE
43263
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
1290
39179
SH
SOLE
39179
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
2320
20874
SH
SOLE
20874
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
1829
67377
SH
SOLE
67377
0
0
QUINTILES IMS HOLDINGS INC
COMMON STOCK USD.01
74876Y101
2879
32173
SH
SOLE
32173
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
6563
401406
SH
SOLE
401406
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
356
7878
SH
SOLE
7878
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
39
522
SH
SOLE
522
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
148
11496
SH
SOLE
11496
0
0
RANGE RESOURCES CORP
COMMON STOCK USD.01
75281A109
81
3507
SH
SOLE
3507
0
0
RAVEN INDUSTRIES INC
COMMON STOCK USD1.0
754212108
593
17808
SH
SOLE
17808
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
32
400
SH
SOLE
400
0
0
RAYONIER ADVANCED MATERIALS
COMMON STOCK USD.01
75508B104
985
62671
SH
SOLE
62671
0
0
RAYONIER INC
REIT
754907103
511
17763
SH
SOLE
17763
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
5413
33523
SH
SOLE
33523
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
2034
62682
SH
SOLE
62682
0
0
REALPAGE INC
COMMON STOCK USD.001
75606N109
1652
45954
SH
SOLE
45954
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
1556
28192
SH
SOLE
28192
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
5252
54850
SH
SOLE
54850
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
965
15404
SH
SOLE
15404
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
220
447
SH
SOLE
447
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
954
65139
SH
SOLE
65139
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
3012
41364
SH
SOLE
41364
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
467
36066
SH
SOLE
36066
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
760281204
647
18130
SH
SOLE
18130
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
5129
80480
SH
SOLE
80480
0
0
RESMED INC
COMMON STOCK USD.004
761152107
57
735
SH
SOLE
735
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1864
97155
SH
SOLE
97155
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
552
45234
SH
SOLE
45234
0
0
REV GROUP INC
COMMON STOCK USD.001
749527107
696
25137
SH
SOLE
25137
0
0
REYNOLDS AMERICAN INC
COMMON STOCK USD.0001
761713106
3270
50274
SH
SOLE
50274
0
0
RICE ENERGY INC
COMMON STOCK USD.01
762760106
4317
162100
SH
SOLE
162100
0
0
RIGNET INC
COMMON STOCK USD.001
766582100
605
37668
SH
SOLE
37668
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754104
246
83300
SH
SOLE
83300
0
0
RLJ LODGING TRUST
REIT
74965L101
246
12403
SH
SOLE
12403
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
30
620
SH
SOLE
620
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
3997
24678
SH
SOLE
24678
0
0
ROGERS CORP
COMMON STOCK USD1.0
775133101
1302
11989
SH
SOLE
11989
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
1298
5606
SH
SOLE
5606
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
140
2417
SH
SOLE
2417
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
3113
304008
SH
SOLE
304008
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
2465
22563
SH
SOLE
22563
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
481
34489
SH
SOLE
34489
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
561
25814
SH
SOLE
25814
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
304
30663
SH
SOLE
30663
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
390
6094
SH
SOLE
6094
0
0
S P GLOBAL INC
COMMON STOCK USD1.0
78409V104
214
1464
SH
SOLE
1464
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
2230
92521
SH
SOLE
92521
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X204
227
70003
SH
SOLE
64309
0
5694
SAGE THERAPEUTICS INC
COMMON STOCK USD.0001
78667J108
1077
13528
SH
SOLE
13528
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
371
4285
SH
SOLE
4285
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
463
22883
SH
SOLE
22883
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.0
800013104
641
5546
SH
SOLE
5546
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
2391
138953
SH
SOLE
96846
0
42107
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
325
9653
SH
SOLE
9653
0
0
SCANA CORP
COMMON STOCK
80589M102
59
875
SH
SOLE
875
0
0
SCANSOURCE INC
COMMON STOCK
806037107
1429
35466
SH
SOLE
35466
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
19169
291145
SH
SOLE
291145
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
1089
25338
SH
SOLE
25338
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
447
12016
SH
SOLE
12016
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
1374
20115
SH
SOLE
20115
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
1173
30262
SH
SOLE
30262
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
81
1810
SH
SOLE
1810
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
407
7861
SH
SOLE
7861
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
538
10013
SH
SOLE
10013
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
2256
93901
SH
SOLE
93901
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1772
15718
SH
SOLE
15718
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
1262
61766
SH
SOLE
61766
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
506
6280
SH
SOLE
6280
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
1626
4632
SH
SOLE
4632
0
0
SHORE BANCSHARES INC
COMMON STOCK USD.01
825107105
513
31203
SH
SOLE
31203
0
0
SHUTTERFLY INC
COMMON STOCK USD.0001
82568P304
311
6537
SH
SOLE
6537
0
0
SIGNET JEWELERS LTD
COMMON STOCK USD.18
G81276100
32
499
SH
SOLE
499
0
0
SILICOM LTD
COMMON STOCK ILS.01
M84116108
133
3000
SH
SOLE
3000
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
1173
22168
SH
SOLE
22168
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
12494
77235
SH
SOLE
77235
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
3919
40849
SH
SOLE
40849
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
6787
64145
SH
SOLE
64145
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
7090
44872
SH
SOLE
44872
0
0
SONIC CORP
COMMON STOCK USD.01
835451105
1235
46640
SH
SOLE
46640
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
1953
40789
SH
SOLE
40789
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
5873
94512
SH
SOLE
94512
0
0
SP PLUS CORP
COMMON STOCK USD.001
78469C103
342
11182
SH
SOLE
11182
0
0
SPDR S P500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
441
1824
SH
SOLE
1824
0
0
SPECTRUM BRANDS HOLDINGS INC
COMMON STOCK USD.01
84763R101
2488
19900
SH
SOLE
19900
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
5781
99770
SH
SOLE
99770
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860W102
878
118437
SH
SOLE
118437
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
232
4070
SH
SOLE
4070
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
449
7041
SH
SOLE
7041
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
1672
11878
SH
SOLE
11878
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
1760
174788
SH
SOLE
174788
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
5015
55891
SH
SOLE
55891
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
5873
164014
SH
SOLE
164014
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
27
357
SH
SOLE
357
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
1018
22443
SH
SOLE
22443
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
924
41146
SH
SOLE
41146
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
857
45978
SH
SOLE
45978
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.0
867914103
96
1690
SH
SOLE
1690
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
295
11948
SH
SOLE
11948
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
359
8326
SH
SOLE
8326
0
0
SWIFT TRANSPORTATION CO
COMMON STOCK USD.001
87074U101
4232
159700
SH
SOLE
159700
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
68
2416
SH
SOLE
2416
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
232
4494
SH
SOLE
4494
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
92
3094
SH
SOLE
3094
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
1509
12582
SH
SOLE
12582
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
2595
35576
SH
SOLE
35576
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
4663
105394
SH
SOLE
105394
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
3044
60485
SH
SOLE
60485
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
1285
21200
SH
SOLE
21200
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
1066
14362
SH
SOLE
14362
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
588
9598
SH
SOLE
9598
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
33538
959337
SH
SOLE
959337
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
912
35116
SH
SOLE
35116
0
0
TARENA INTERNATIONAL INC ADR
ADR USD.001
876108101
177
9897
SH
SOLE
9897
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
2038
38969
SH
SOLE
38969
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
817
51263
SH
SOLE
51263
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
21708
275899
SH
SOLE
275899
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
4236
41937
SH
SOLE
41937
0
0
TECHNIPFMC PLC
COMMON STOCK USD1.0
G87110105
2996
110149
SH
SOLE
110149
0
0
TELEFLEX INC
COMMON STOCK USD1.0
879369106
526
2533
SH
SOLE
2533
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
105
3513
SH
SOLE
3513
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
13691
487384
SH
SOLE
487384
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
1742
51752
SH
SOLE
51752
0
0
TESARO INC
COMMON STOCK USD.0001
881569107
491
3513
SH
SOLE
3513
0
0
TESORO CORP WHEN ISSUED
COMMON STOCK USD.167
881609101
1806
19291
SH
SOLE
19291
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
524
11460
SH
SOLE
11460
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
23742
308615
SH
SOLE
308615
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
30
640
SH
SOLE
640
0
0
TG THERAPEUTICS INC
COMMON STOCK USD.001
88322Q108
258
25662
SH
SOLE
25662
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
2282
13081
SH
SOLE
13081
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
1944
139854
SH
SOLE
139854
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
824
7885
SH
SOLE
7885
0
0
TIFFANY CO
COMMON STOCK USD.01
886547108
53
565
SH
SOLE
565
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
5785
57611
SH
SOLE
57611
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
12540
173753
SH
SOLE
173753
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
1663
28543
SH
SOLE
28543
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
148
6219
SH
SOLE
6219
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
310
10049
SH
SOLE
10049
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
385
7111
SH
SOLE
7111
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
2681
9971
SH
SOLE
9971
0
0
TRANSOCEAN LTD
COMMON STOCK CHF.1
H8817H100
113
13692
SH
SOLE
13692
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
5837
46128
SH
SOLE
46128
0
0
TRAVELPORT WORLDWIDE LTD
COMMON STOCK USD.0025
G9019D104
314
22847
SH
SOLE
22847
0
0
TRIBUNE MEDIA CO A
COMMON STOCK
896047503
1390
34100
SH
SOLE
34100
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
2263
32947
SH
SOLE
32947
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
31
824
SH
SOLE
824
0
0
TRITON INTERNATIONAL LTD/BER
COMMON STOCK USD.01
G9078F107
1592
47620
SH
SOLE
47620
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
754
23875
SH
SOLE
23875
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
1048
39543
SH
SOLE
39543
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
1773
102111
SH
SOLE
102111
0
0
TWENTY FIRST CENTURY FOX B
COMMON STOCK USD.01
90130A200
122
4385
SH
SOLE
4385
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
12387
437087
SH
SOLE
437087
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
6092
97265
SH
SOLE
97265
0
0
UBIQUITI NETWORKS INC
COMMON STOCK USD.001
90347A100
452
8692
SH
SOLE
8692
0
0
UDR INC
REIT USD.01
902653104
2290
58760
SH
SOLE
58760
0
0
UGI CORP
COMMON STOCK
902681105
9448
195166
SH
SOLE
195166
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
840
44811
SH
SOLE
44811
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
1226
66770
SH
SOLE
66770
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
25127
230718
SH
SOLE
230718
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.0
90984P303
542
19479
SH
SOLE
19479
0
0
UNITED COMMUNITY FINANCIAL
COMMON STOCK
909839102
306
36819
SH
SOLE
36819
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
1709
22707
SH
SOLE
22707
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
342
9314
SH
SOLE
9314
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
4083
36227
SH
SOLE
36227
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
25533
209099
SH
SOLE
209099
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
1664
12827
SH
SOLE
12827
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
27213
146766
SH
SOLE
146766
0
0
UNIVAR INC
COMMON STOCK USD.01
91336L107
401
13726
SH
SOLE
13726
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
868
7108
SH
SOLE
7108
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
2119
45449
SH
SOLE
45449
0
0
URBAN EDGE PROPERTIES
REIT USD.01
91704F104
541
22800
SH
SOLE
22800
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
609
30778
SH
SOLE
30778
0
0
US BANCORP
COMMON STOCK USD.01
902973304
3658
70459
SH
SOLE
70459
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
25008
318368
SH
SOLE
318368
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
1290
6362
SH
SOLE
6362
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
7886
116902
SH
SOLE
116902
0
0
VANGUARD FTSE EMERGING MARKETS
VANGUARD FTSE EMERGING MARKE
922042858
4510
110464
SH
SOLE
110464
0
0
VANGUARD S P 500 ETF
VANGUARD S+P 500 ETF
922908363
125892
566930
SH
SOLE
566930
0
0
VAREX IMAGING CORP
COMMON STOCK
92214X106
73
2161
SH
SOLE
2161
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
667
6465
SH
SOLE
6465
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
400
10763
SH
SOLE
10763
0
0
VCA INC
COMMON STOCK USD.001
918194101
1329
14400
SH
SOLE
14400
0
0
VENTAS INC
REIT USD.25
92276F100
4978
71649
SH
SOLE
71649
0
0
VEREIT INC
REIT USD.01
92339V100
1735
213088
SH
SOLE
213088
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
9109
97990
SH
SOLE
97990
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
10207
228538
SH
SOLE
228538
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
186
1440
SH
SOLE
1440
0
0
VF CORP
COMMON STOCK
918204108
295
5125
SH
SOLE
5125
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
33
971
SH
SOLE
971
0
0
VIRTUS INVESTMENT PARTNERS
COMMON STOCK USD.01
92828Q109
2106
18986
SH
SOLE
18986
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
40027
426817
SH
SOLE
426817
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
488
29392
SH
SOLE
29392
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
502
5739
SH
SOLE
5739
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
4318
45980
SH
SOLE
45980
0
0
VOYA FINANCIAL INC
COMMON STOCK USD.01
929089100
1494
40500
SH
SOLE
40500
0
0
VWR CORP
COMMON STOCK USD.01
91843L103
3205
97100
SH
SOLE
97100
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
1036
47120
SH
SOLE
47120
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
13384
104966
SH
SOLE
104966
0
0
WADDELL REED FINANCIAL A
COMMON STOCK USD.01
930059100
2126
112620
SH
SOLE
112620
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
11064
146199
SH
SOLE
146199
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
4863
62095
SH
SOLE
62095
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
14567
137102
SH
SOLE
137102
0
0
WASHINGTON PRIME GROUP INC
REIT USD.0001
93964W108
766
91553
SH
SOLE
91553
0
0
WASHINGTON REIT
REIT USD.01
939653101
725
22736
SH
SOLE
22736
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
6098
83133
SH
SOLE
83133
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
6187
105494
SH
SOLE
105494
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2279
37128
SH
SOLE
37128
0
0
WELBILT INC
COMMON STOCK USD.01
949090104
765
40563
SH
SOLE
40563
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
1848
10294
SH
SOLE
10294
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
29258
528026
SH
SOLE
528026
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
4502
60148
SH
SOLE
60148
0
0
WEST CORP
COMMON STOCK USD.001
952355204
1311
56200
SH
SOLE
56200
0
0
WEST MARINE INC
COMMON STOCK USD.001
954235107
1646
128106
SH
SOLE
128106
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
1526
17223
SH
SOLE
17223
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
38
1991
SH
SOLE
1991
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
573
8654
SH
SOLE
8654
0
0
WESTROCK CO
COMMON STOCK
96145D105
16093
284035
SH
SOLE
284035
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
109
3252
SH
SOLE
3252
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
100
520
SH
SOLE
520
0
0
WHOLE FOODS MARKET INC
COMMON STOCK
966837106
2675
63528
SH
SOLE
63528
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
194
6400
SH
SOLE
6400
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
196172
SH
SOLE
196172
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
348
5151
SH
SOLE
5151
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
2549
66306
SH
SOLE
66306
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
1686
33582
SH
SOLE
33582
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
777
11235
SH
SOLE
11235
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
8388
83539
SH
SOLE
83539
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
2950
SH
SOLE
2950
0
0
XENCOR INC
COMMON STOCK USD.01
98401F105
881
41713
SH
SOLE
41713
0
0
XENIA HOTELS RESORTS INC
REIT USD.01
984017103
1632
84269
SH
SOLE
84269
0
0
XILINX INC
COMMON STOCK USD.01
983919101
67
1044
SH
SOLE
1044
0
0
XL GROUP LTD
COMMON STOCK
G98294104
4274
97575
SH
SOLE
97575
0
0
YPF S.A. SPONSORED ADR
ADR
984245100
2457
112213
SH
SOLE
112213
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
11239
87529
SH
SOLE
87529
0
0