0001140361-18-004071.txt : 20180131
0001140361-18-004071.hdr.sgml : 20180131
20180131103710
ACCESSION NUMBER: 0001140361-18-004071
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180131
DATE AS OF CHANGE: 20180131
EFFECTIVENESS DATE: 20180131
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: 18561388
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
12-31-2017
12-31-2017
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
01-30-2018
0
924
4368795
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COMMON STOCK USD.01
88579Y101
6951
29531
SH
SOLE
29531
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
19026
333388
SH
SOLE
333388
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
8840
91409
SH
SOLE
91409
0
0
ACACIA COMMUNICATIONS INC
COMMON STOCK USD.0001
00401C108
335
9238
SH
SOLE
9238
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
1604
10475
SH
SOLE
10475
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
853
13475
SH
SOLE
13475
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
858
10904
SH
SOLE
10904
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
7063
40305
SH
SOLE
40305
0
0
ADTALEM GLOBAL EDUCATION INC
COMMON STOCK USD.01
00737L103
974
23174
SH
SOLE
23174
0
0
ADTRAN INC
COMMON STOCK USD.01
00738A106
1247
64419
SH
SOLE
64419
0
0
ADVANCED ACCELERATOR APP ADR
ADR EUR.1
00790T100
1926
23600
SH
SOLE
23600
0
0
AECOM
COMMON STOCK USD.01
00766T100
4844
130400
SH
SOLE
130400
0
0
AES CORP
COMMON STOCK USD.01
00130H105
68
6316
SH
SOLE
6316
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
4481
24838
SH
SOLE
24838
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
7056
34376
SH
SOLE
34376
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
212
2416
SH
SOLE
2416
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
367
5473
SH
SOLE
5473
0
0
AIR PRODUCTS & CHEMICALS INC
COMMON STOCK USD1.0
009158106
314
1914
SH
SOLE
1914
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
52
792
SH
SOLE
792
0
0
AKORN INC
COMMON STOCK
009728106
3184
98800
SH
SOLE
98800
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
30
408
SH
SOLE
408
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
96
748
SH
SOLE
748
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
2438
18668
SH
SOLE
18668
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
17906
103844
SH
SOLE
103844
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
579
2604
SH
SOLE
2604
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
729
1223
SH
SOLE
1223
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
13654
171624
SH
SOLE
171624
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
2170
13267
SH
SOLE
13267
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
3567
14072
SH
SOLE
14072
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
7826
181700
SH
SOLE
181700
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
6512
62194
SH
SOLE
62194
0
0
ALPHA & OMEGA SEMICONDUCTOR
COMMON STOCK
G6331P104
1007
61578
SH
SOLE
61578
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
9396
8920
SH
SOLE
8920
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
68561
65521
SH
SOLE
65521
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
8842
123817
SH
SOLE
123817
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
398
30031
SH
SOLE
30031
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
58299
49851
SH
SOLE
49851
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
5678
105000
SH
SOLE
105000
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2492
38057
SH
SOLE
38057
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
43
737
SH
SOLE
737
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
7380
141833
SH
SOLE
132313
0
9520
AMERICAN AXLE & MFG HOLDINGS
COMMON STOCK USD.01
024061103
915
53703
SH
SOLE
53703
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
7915
107580
SH
SOLE
107580
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
1539
15501
SH
SOLE
15501
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
1679
76878
SH
SOLE
76878
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
18346
307927
SH
SOLE
307927
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
670
11573
SH
SOLE
11573
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
15136
106091
SH
SOLE
106091
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
99
1079
SH
SOLE
1079
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
34
201
SH
SOLE
201
0
0
AMERISAFE INC
COMMON STOCK USD.01
03071H100
482
7830
SH
SOLE
7830
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
1680
18302
SH
SOLE
18302
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
11190
154407
SH
SOLE
154407
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
11649
66988
SH
SOLE
66988
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
2712
55063
SH
SOLE
55063
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
115
1315
SH
SOLE
1315
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
250
4654
SH
SOLE
4654
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
14841
166697
SH
SOLE
166697
0
0
ANDEAVOR
COMMON STOCK USD.167
03349M105
2012
17598
SH
SOLE
17598
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
204
20000
SH
SOLE
20000
0
0
ANI PHARMACEUTICALS INC
COMMON STOCK USD.0001
00182C103
1176
18251
SH
SOLE
18251
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
181
9500
SH
SOLE
9500
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
4972
22098
SH
SOLE
22098
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
173
1292
SH
SOLE
1292
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
547
12948
SH
SOLE
12948
0
0
APARTMENT INVT & MGMT CO A
REIT USD.01
03748R101
552
12637
SH
SOLE
12637
0
0
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
037598109
1939
42409
SH
SOLE
42409
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
314
17003
SH
SOLE
17003
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
1697
86560
SH
SOLE
86560
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
95867
566487
SH
SOLE
566487
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
603
8850
SH
SOLE
8850
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
13378
261695
SH
SOLE
261695
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
2841
33487
SH
SOLE
33487
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1284
35907
SH
SOLE
35907
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
832
9164
SH
SOLE
9164
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
152
3794
SH
SOLE
3794
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
440
9772
SH
SOLE
9772
0
0
ARRAY BIOPHARMA INC
COMMON STOCK USD.001
04269X105
687
53693
SH
SOLE
53693
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
6596
256748
SH
SOLE
256748
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
5421
67418
SH
SOLE
67418
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
2714
40997
SH
SOLE
40997
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
33
331
SH
SOLE
331
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
4616
136300
SH
SOLE
136300
0
0
AT&T INC
COMMON STOCK USD1.0
00206R102
15410
396341
SH
SOLE
396341
0
0
ATHENE HOLDING LTD CLASS A
COMMON STOCK
G0684D107
6314
122100
SH
SOLE
122100
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
299
13945
SH
SOLE
13945
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
988
2000000
SH
SOLE
2000000
0
0
AUTODESK INC
COMMON STOCK USD.01
052769106
94
901
SH
SOLE
901
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
9787
13758
SH
SOLE
13758
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
6538
36646
SH
SOLE
36646
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
3940
34303
SH
SOLE
34303
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
3083
70259
SH
SOLE
70259
0
0
BALL CORP
COMMON STOCK
058498106
164
4328
SH
SOLE
4328
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
46871
1587755
SH
SOLE
1587755
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
729
8509
SH
SOLE
8509
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
327
6072
SH
SOLE
6072
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
1632
33688
SH
SOLE
33688
0
0
BANKUNITED INC
COMMON STOCK USD.01
06652K103
3608
88600
SH
SOLE
88600
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
2778
43900
SH
SOLE
43900
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
2930
124850
SH
SOLE
124850
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
4783
73992
SH
SOLE
73992
0
0
BAZAARVOICE INC
COMMON STOCK USD.0001
073271108
746
136962
SH
SOLE
136962
0
0
BB&T CORP
COMMON STOCK USD5.0
054937107
218
4390
SH
SOLE
4390
0
0
BBVA BANCO FRANCES SA ADR
ADR
07329M100
10035
398204
SH
SOLE
398204
0
0
BEACON ROOFING SUPPLY INC
COMMON STOCK USD.01
073685109
1192
18700
SH
SOLE
18700
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
10606
49547
SH
SOLE
49547
0
0
BED BATH & BEYOND INC
COMMON STOCK USD.01
075896100
1959
89100
SH
SOLE
89100
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
30125
151979
SH
SOLE
151979
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
931
25444
SH
SOLE
25444
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1931
28196
SH
SOLE
28196
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2528
45021
SH
SOLE
45021
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
4491
14098
SH
SOLE
14098
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
166
1863
SH
SOLE
1863
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
664
15316
SH
SOLE
15316
0
0
BIOVERATIV INC
COMMON STOCK USD.001
09075E100
1019
18900
SH
SOLE
18900
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
348
3685
SH
SOLE
3685
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
18279
35582
SH
SOLE
35582
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
1842
10344
SH
SOLE
10344
0
0
BLUEPRINT MEDICINES CORP
COMMON STOCK USD.001
09627Y109
628
8330
SH
SOLE
8330
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
13620
46182
SH
SOLE
46182
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
1743
45715
SH
SOLE
45715
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
3057
59843
SH
SOLE
59843
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
1709
8941
SH
SOLE
8941
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
3250
24995
SH
SOLE
24995
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
484
19512
SH
SOLE
19512
0
0
BOX INC CLASS A
COMMON STOCK USD.0001
10316T104
317
15000
SH
SOLE
15000
0
0
BRANDYWINE REALTY TRUST
REIT USD.01
105368203
470
25820
SH
SOLE
25820
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1488
38315
SH
SOLE
38315
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
3838
62623
SH
SOLE
62623
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
835
44735
SH
SOLE
44735
0
0
BROADCOM LTD
COMMON STOCK
Y09827109
4865
18936
SH
SOLE
18936
0
0
BROWN & BROWN INC
COMMON STOCK USD.1
115236101
569
11059
SH
SOLE
11059
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
6119
110803
SH
SOLE
110803
0
0
BUFFALO WILD WINGS INC
COMMON STOCK
119848109
394
2521
SH
SOLE
2521
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
452
5075
SH
SOLE
5075
0
0
C&J ENERGY SERVICES INC
COMMON STOCK
12674R100
502
15000
SH
SOLE
15000
0
0
CA INC
COMMON STOCK USD.1
12673P105
4288
128835
SH
SOLE
128835
0
0
CABOT OIL & GAS CORP
COMMON STOCK USD.1
127097103
5989
209410
SH
SOLE
209410
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
180
4300
SH
SOLE
4300
0
0
CAESARS ENTERTAIN CORP
SR UNSECURED 10/24 5
127686AA1
1101
569099
SH
SOLE
493320
0
75779
CAESARS ENTERTAINMENT CORP
COMMON STOCK USD.01
127686103
1929
152485
SH
SOLE
102314
0
50171
CALLAWAY GOLF COMPANY
COMMON STOCK USD.01
131193104
312
22363
SH
SOLE
22363
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
6100
403148
SH
SOLE
403148
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
440
9163
SH
SOLE
9163
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
1433
15561
SH
SOLE
15561
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
2161
44910
SH
SOLE
44910
0
0
CANADIAN NATURAL RESOURCES
COMMON STOCK
136385101
4144
116026
SH
SOLE
116026
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
1350
13120
SH
SOLE
13120
0
0
CAPELLA EDUCATION CO
COMMON STOCK USD.01
139594105
1695
21900
SH
SOLE
21900
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
20074
201591
SH
SOLE
201591
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
241
3932
SH
SOLE
3932
0
0
CARE.COM INC
COMMON STOCK USD.001
141633107
1482
82174
SH
SOLE
82174
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
645
38479
SH
SOLE
38479
0
0
CARMAX INC
COMMON STOCK USD.5
143130102
31
482
SH
SOLE
482
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
2373
35751
SH
SOLE
35751
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
5965
50768
SH
SOLE
50768
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
11125
70600
SH
SOLE
70600
0
0
CAVIUM INC
COMMON STOCK USD.001
14964U108
2683
32000
SH
SOLE
32000
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
2002
46233
SH
SOLE
46233
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
7876
110500
SH
SOLE
110500
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
714
117486
SH
SOLE
117486
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
3544
33100
SH
SOLE
33100
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
21879
209652
SH
SOLE
209652
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
2568
25456
SH
SOLE
25456
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
1840
64885
SH
SOLE
64885
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
939
234186
SH
SOLE
173399
0
60787
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
3537
212029
SH
SOLE
212029
0
0
CERNER CORP
COMMON STOCK USD.01
156782104
244
3614
SH
SOLE
3614
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
2130
50073
SH
SOLE
50073
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
1259
11500
SH
SOLE
11500
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
336
999
SH
SOLE
999
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
2844
124958
SH
SOLE
124958
0
0
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
163072101
366
7600
SH
SOLE
7600
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
779
3204
SH
SOLE
3204
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
1697
33900
SH
SOLE
33900
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
30
7591
SH
SOLE
7591
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1540
56837
SH
SOLE
56837
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
39251
313528
SH
SOLE
313528
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q208
2554
138200
SH
SOLE
138200
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
56
193
SH
SOLE
193
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
691
8907
SH
SOLE
8907
0
0
CHUBB LTD
COMMON STOCK
H1467J104
451
3085
SH
SOLE
3085
0
0
CHURCH & DWIGHT CO INC
COMMON STOCK USD1.0
171340102
1551
30910
SH
SOLE
30910
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
14872
73231
SH
SOLE
73231
0
0
CINCINNATI BELL INC
COMMON STOCK USD.01
171871502
478
22949
SH
SOLE
22949
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
85
1140
SH
SOLE
1140
0
0
CINTAS CORP
COMMON STOCK
172908105
8111
52053
SH
SOLE
52053
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
900
17352
SH
SOLE
17352
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
20823
543684
SH
SOLE
543684
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
40111
539052
SH
SOLE
539052
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
10092
240403
SH
SOLE
240403
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
3614
41065
SH
SOLE
41065
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
7320
49211
SH
SOLE
49211
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
285
1950
SH
SOLE
1950
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
22557
491663
SH
SOLE
491663
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
630
13900
SH
SOLE
13900
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
602
9838
SH
SOLE
9838
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
4043
56933
SH
SOLE
56933
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
366
1298
SH
SOLE
1298
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
8400
111335
SH
SOLE
111335
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
583
8114
SH
SOLE
8114
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
31094
776374
SH
SOLE
776374
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
4431
51045
SH
SOLE
51045
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
1821
41716
SH
SOLE
41716
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
232
4412
SH
SOLE
4412
0
0
CONCERT PHARMACEUTICALS INC
COMMON STOCK USD.001
206022105
970
37494
SH
SOLE
37494
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
15237
277586
SH
SOLE
277586
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
158
1857
SH
SOLE
1857
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
20426
89364
SH
SOLE
89364
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
6310
28960
SH
SOLE
28960
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
821
6703
SH
SOLE
6703
0
0
COPART INC
COMMON STOCK
217204106
1149
26592
SH
SOLE
26592
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
2123
117539
SH
SOLE
117539
0
0
CORECIVIC INC
REIT USD.01
21871N101
2789
123974
SH
SOLE
123974
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
384
10061
SH
SOLE
10061
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
9604
84319
SH
SOLE
84319
0
0
CORNING INC
COMMON STOCK USD.5
219350105
150
4697
SH
SOLE
4697
0
0
COSTAMARE INC
COMMON STOCK USD.0001
Y1771G102
1191
206436
SH
SOLE
206436
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
10030
53888
SH
SOLE
53888
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
4497
50400
SH
SOLE
50400
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
219
1974
SH
SOLE
1974
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
9516
169171
SH
SOLE
169171
0
0
CSRA INC
COMMON STOCK USD.001
12650T104
34
1145
SH
SOLE
1145
0
0
CSS INDUSTRIES INC
COMMON STOCK USD.1
125906107
434
15598
SH
SOLE
15598
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
263
4783
SH
SOLE
4783
0
0
CUBESMART
REIT USD.01
229663109
1735
59986
SH
SOLE
59986
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
4895
27709
SH
SOLE
27709
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
760
20406
SH
SOLE
20406
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
14930
205930
SH
SOLE
205930
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
337
8151
SH
SOLE
8151
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
8723
93975
SH
SOLE
93975
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
1979
20612
SH
SOLE
20612
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
2705
37436
SH
SOLE
37436
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
1941
33015
SH
SOLE
33015
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370203
183
15800
SH
SOLE
15800
0
0
DEERE & CO
COMMON STOCK USD1.0
244199105
263
1681
SH
SOLE
1681
0
0
DELPHI TECHNOLOGIES PLC
COMMON STOCK USD.01
G2709G107
560
10664
SH
SOLE
10664
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
38738
691744
SH
SOLE
691744
0
0
DELUXE CORP
COMMON STOCK USD1.0
248019101
350
4560
SH
SOLE
4560
0
0
DENTSPLY SIRONA INC
COMMON STOCK USD.01
24906P109
218
3308
SH
SOLE
3308
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
130
3137
SH
SOLE
3137
0
0
DEXCOM INC
COMMON STOCK USD.001
252131107
416
7250
SH
SOLE
7250
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
489
43287
SH
SOLE
43287
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
2826
24808
SH
SOLE
24808
0
0
DILLARDS INC CL A
COMMON STOCK
254067101
640
10656
SH
SOLE
10656
0
0
DINEEQUITY INC
COMMON STOCK USD.01
254423106
2541
50089
SH
SOLE
50089
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
8024
104313
SH
SOLE
104313
0
0
DISCOVERY COMMUNICATIONS C
COMMON STOCK USD.01
25470F302
1661
78439
SH
SOLE
78439
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
77
1606
SH
SOLE
1606
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
95
1023
SH
SOLE
1023
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
99
922
SH
SOLE
922
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
3241
39981
SH
SOLE
39981
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
4285
22675
SH
SOLE
22675
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
263
4299
SH
SOLE
4299
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
1836
44725
SH
SOLE
44725
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
915
9063
SH
SOLE
9063
0
0
DOWDUPONT INC
COMMON STOCK USD.01
26078J100
910239
12780670
SH
SOLE
12780670
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1229
24066
SH
SOLE
24066
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
1600
16485
SH
SOLE
16485
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
553
11586
SH
SOLE
11586
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1025
9367
SH
SOLE
9367
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
3185
37867
SH
SOLE
37867
0
0
DUKE REALTY CORP
REIT USD.01
264411505
1226
45073
SH
SOLE
45073
0
0
DULUTH HOLDINGS INC CL B
COMMON STOCK
26443V101
443
24840
SH
SOLE
24840
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
101
1064
SH
SOLE
1064
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
4734
399455
SH
SOLE
399455
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1171
23624
SH
SOLE
23624
0
0
EAGLE MATERIALS INC
COMMON STOCK USD.01
26969P108
4963
43800
SH
SOLE
43800
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
809
15135
SH
SOLE
15135
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
5624
92449
SH
SOLE
92449
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
6502
70184
SH
SOLE
70184
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
0
923
SH
SOLE
923
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
0
923
SH
SOLE
923
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
6
2000
SH
SOLE
2000
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
1836
23241
SH
SOLE
23241
0
0
EBAY INC
COMMON STOCK USD.001
278642103
180
4773
SH
SOLE
4773
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1228
19411
SH
SOLE
19411
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
163
1552
SH
SOLE
1552
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
327
11085
SH
SOLE
11085
0
0
ELI LILLY & CO
COMMON STOCK
532457108
4169
49358
SH
SOLE
49358
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
687
8400
SH
SOLE
8400
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
1185
25493
SH
SOLE
25493
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
393
5638
SH
SOLE
5638
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
389
6635
SH
SOLE
6635
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
448
9338
SH
SOLE
9338
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
5514
960643
SH
SOLE
776422
0
184221
ENERSYS
COMMON STOCK USD.01
29275Y102
2437
34998
SH
SOLE
34998
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29286C107
379
13342
SH
SOLE
13342
0
0
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
29357K103
1232
81075
SH
SOLE
81075
0
0
ENPRO INDUSTRIES INC
COMMON STOCK USD.01
29355X107
2470
26409
SH
SOLE
26409
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
2001
65708
SH
SOLE
65708
0
0
ENTERCOM COMMUNICATIONS A WI
COMMON STOCK USD.01
293639100
421
38968
SH
SOLE
38968
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
6766
83128
SH
SOLE
83128
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
330
7310
SH
SOLE
7310
0
0
ENVESTNET INC
COMMON STOCK
29404K106
698
14000
SH
SOLE
14000
0
0
ENVISION HEALTHCARE CORP
COMMON STOCK
29414D100
23
664
SH
SOLE
664
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
645
6000
SH
SOLE
6000
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2131
32549
SH
SOLE
32549
0
0
EQT CORP
COMMON STOCK
26884L109
104
1830
SH
SOLE
1830
0
0
EQUINIX INC
REIT USD.001
29444U700
7719
17032
SH
SOLE
17032
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
2259
25371
SH
SOLE
25371
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
3539
55501
SH
SOLE
55501
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
416
38715
SH
SOLE
38715
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
7945
182990
SH
SOLE
182990
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
4314
17873
SH
SOLE
17873
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
22911
180065
SH
SOLE
180065
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
1871
22200
SH
SOLE
22200
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
6285
69829
SH
SOLE
69829
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
609
2751
SH
SOLE
2751
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2126
33647
SH
SOLE
33647
0
0
EXACT SCIENCES CORP
COMMON STOCK USD.01
30063P105
1171
22279
SH
SOLE
22279
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
887
29167
SH
SOLE
29167
0
0
EXELON CORP
COMMON STOCK
30161N101
15386
390412
SH
SOLE
390412
0
0
EXPEDIA INC
COMMON STOCK USD.001
30212P303
125
1046
SH
SOLE
1046
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
697
10771
SH
SOLE
10771
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
3443
46129
SH
SOLE
46129
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
330
10500
SH
SOLE
10500
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
10391
118820
SH
SOLE
118820
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
28421
339805
SH
SOLE
339805
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
9516
9250000
SH
SOLE
7131000
0
2119000
F5 NETWORKS INC
COMMON STOCK
315616102
2565
19545
SH
SOLE
19545
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
376
13108
SH
SOLE
13108
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
54003
306038
SH
SOLE
306038
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
577
2991
SH
SOLE
2991
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
2920
19060
SH
SOLE
19060
0
0
FCB FINANCIAL HOLDINGS CL A
COMMON STOCK USD.001
30255G103
898
17680
SH
SOLE
17680
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
2889
21750
SH
SOLE
21750
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
918
25455
SH
SOLE
25455
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
416
1669
SH
SOLE
1669
0
0
FIBROGEN INC
COMMON STOCK USD.01
31572Q808
829
17490
SH
SOLE
17490
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
522
5544
SH
SOLE
5544
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
70
2316
SH
SOLE
2316
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
9454
168700
SH
SOLE
168700
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
373
24019
SH
SOLE
24019
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
809
25710
SH
SOLE
25710
0
0
FIRST MID ILLINOIS BNCSHS
COMMON STOCK USD4.0
320866106
391
10156
SH
SOLE
10156
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
7810
255054
SH
SOLE
255054
0
0
FISERV INC
COMMON STOCK USD.01
337738108
2615
19940
SH
SOLE
19940
0
0
FIVE PRIME THERAPEUTICS INC
COMMON STOCK USD.001
33830X104
551
25152
SH
SOLE
25152
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1361
54703
SH
SOLE
54703
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
684
27334
SH
SOLE
27334
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
941
20177
SH
SOLE
20177
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
66
1558
SH
SOLE
1558
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
54
1050
SH
SOLE
1050
0
0
FMC CORP
COMMON STOCK USD.1
302491303
87
919
SH
SOLE
919
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
4757
101472
SH
SOLE
101472
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
5313
425387
SH
SOLE
425387
0
0
FOREST CITY REALTY TRUST A
REIT USD.01
345605109
1472
61076
SH
SOLE
61076
0
0
FORMFACTOR INC
COMMON STOCK USD.001
346375108
1394
89087
SH
SOLE
89087
0
0
FORTUNE BRANDS HOME & SECURI
COMMON STOCK USD.01
34964C106
6128
89540
SH
SOLE
89540
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
329
12795
SH
SOLE
12795
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
1981
45724
SH
SOLE
45724
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
2632
138805
SH
SOLE
138805
0
0
G III APPAREL GROUP LTD
COMMON STOCK USD.01
36237H101
781
21179
SH
SOLE
21179
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
42
1224
SH
SOLE
1224
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
5597
113029
SH
SOLE
113029
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
68
2300
SH
SOLE
2300
0
0
GENERAL COMMUNICATION INC A
COMMON STOCK
369385109
1522
39000
SH
SOLE
39000
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
15416
75773
SH
SOLE
75773
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
3791
63937
SH
SOLE
63937
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
8071
196904
SH
SOLE
196904
0
0
GENOMIC HEALTH INC
COMMON STOCK USD.0001
37244C101
1103
32253
SH
SOLE
32253
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
592
6227
SH
SOLE
6227
0
0
GETTY REALTY CORP
REIT USD.01
374297109
331
12177
SH
SOLE
12177
0
0
GGP INC
REIT USD.01
36174X101
2167
92640
SH
SOLE
92640
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
3073
42902
SH
SOLE
42902
0
0
GLAUKOS CORP
COMMON STOCK USD.001
377322102
1079
42085
SH
SOLE
42085
0
0
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
37890U108
713
18131
SH
SOLE
18131
0
0
GLOBAL BRASS & COPPER HOLDIN
COMMON STOCK USD.01
37953G103
1283
38776
SH
SOLE
38776
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
451
4499
SH
SOLE
4499
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
92
70200
SH
SOLE
70200
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
17482
68620
SH
SOLE
68620
0
0
GOODYEAR TIRE & RUBBER CO
COMMON STOCK
382550101
31
968
SH
SOLE
968
0
0
GORMAN RUPP CO
COMMON STOCK
383082104
1480
47406
SH
SOLE
47406
0
0
GRANITE POINT MORTGAGE TRUST
REIT USD.01
38741L107
450
25352
SH
SOLE
25352
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
2209
131896
SH
SOLE
131896
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
1893
47551
SH
SOLE
47551
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
2360
44281
SH
SOLE
44281
0
0
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
40171V100
475
6392
SH
SOLE
6392
0
0
H&R BLOCK INC
COMMON STOCK
093671105
5346
203886
SH
SOLE
203886
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
1479
25457
SH
SOLE
25457
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
978
48270
SH
SOLE
48270
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
1973
94353
SH
SOLE
94353
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
679
13339
SH
SOLE
13339
0
0
HARRIS CORP
COMMON STOCK USD1.0
413875105
3056
21577
SH
SOLE
21577
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
119
2121
SH
SOLE
2121
0
0
HASBRO INC
COMMON STOCK USD.5
418056107
89
980
SH
SOLE
980
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
497
12474
SH
SOLE
12474
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
6751
76855
SH
SOLE
76855
0
0
HCP INC
REIT USD1.0
40414L109
2210
84740
SH
SOLE
84740
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
7362
183900
SH
SOLE
183900
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
681
7217
SH
SOLE
7217
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1710
24472
SH
SOLE
24472
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
169
1485
SH
SOLE
1485
0
0
HESS CORP
COMMON STOCK USD1.0
42809H107
4886
102922
SH
SOLE
102922
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
107
7446
SH
SOLE
7446
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
889
17468
SH
SOLE
17468
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
1323
52218
SH
SOLE
52218
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A203
101
1260
SH
SOLE
1260
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
490
28890
SH
SOLE
28890
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
1178
23000
SH
SOLE
23000
0
0
HOLLYSYS AUTOMATION TECHNOLO
COMMON STOCK USD.0001
G45667105
490
22006
SH
SOLE
22006
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
328
14086
SH
SOLE
14086
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
31893
168273
SH
SOLE
168273
0
0
HOMETRUST BANCSHARES INC
COMMON STOCK
437872104
1122
43579
SH
SOLE
43579
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
28390
185123
SH
SOLE
185123
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
3723
124721
SH
SOLE
124721
0
0
HOST HOTELS & RESORTS INC
REIT USD.01
44107P104
1594
80298
SH
SOLE
80298
0
0
HOULIHAN LOKEY INC
COMMON STOCK USD.001
441593100
2320
51075
SH
SOLE
51075
0
0
HP INC
COMMON STOCK USD.01
40434L105
5613
267135
SH
SOLE
267135
0
0
HRG GROUP INC
COMMON STOCK USD.01
40434J100
1103
65100
SH
SOLE
65100
0
0
HSN INC
COMMON STOCK USD.01
404303109
2639
65400
SH
SOLE
65400
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
1482
16761
SH
SOLE
16761
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
1960
57226
SH
SOLE
57226
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
4381
17660
SH
SOLE
17660
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
1006
8746
SH
SOLE
8746
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
59
4061
SH
SOLE
4061
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
8098
34356
SH
SOLE
34356
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
3665
110100
SH
SOLE
110100
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
358
36796
SH
SOLE
36796
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
730
5532
SH
SOLE
5532
0
0
IGNYTA INC
COMMON STOCK
451731103
1898
71100
SH
SOLE
71100
0
0
IHS MARKIT LTD
COMMON STOCK USD.01
G47567105
128
2846
SH
SOLE
2846
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
2615
15672
SH
SOLE
15672
0
0
ILLUMINA INC
COMMON STOCK USD.01
452327109
168
769
SH
SOLE
769
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
292
17519
SH
SOLE
17519
0
0
INDEPENDENT BANK GROUP INC
COMMON STOCK USD.01
45384B106
538
7965
SH
SOLE
7965
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
16378
183634
SH
SOLE
183634
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
307
4359
SH
SOLE
4359
0
0
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
457030104
1932
55842
SH
SOLE
55842
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
2684
19200
SH
SOLE
19200
0
0
INNOVIVA INC
COMMON STOCK
45781M101
615
43339
SH
SOLE
43339
0
0
INSPERITY INC
COMMON STOCK USD.01
45778Q107
1481
25820
SH
SOLE
25820
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
873
19274
SH
SOLE
19274
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
9870
213820
SH
SOLE
213820
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
220
3115
SH
SOLE
3115
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
861
11307
SH
SOLE
11307
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
2351
93460
SH
SOLE
93460
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
2587
128300
SH
SOLE
128300
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
4207
27419
SH
SOLE
27419
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
3359
21289
SH
SOLE
21289
0
0
INTUITIVE SURGICAL INC
COMMON STOCK USD.001
46120E602
2360
6467
SH
SOLE
6467
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
74
2034
SH
SOLE
2034
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
1726
124324
SH
SOLE
124324
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
1663
70536
SH
SOLE
70536
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
282
14266
SH
SOLE
6683
0
7583
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
462222100
397
7901
SH
SOLE
7901
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
770
3596
SH
SOLE
3596
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
5628
57492
SH
SOLE
57492
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
925
24509
SH
SOLE
24509
0
0
ISHARES CORE S&P MID CAP ETF
ISHARES CORE S+P MIDCAP ETF
464287507
664
3500
SH
SOLE
3500
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
13583
193191
SH
SOLE
193191
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
22857
485083
SH
SOLE
485083
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
233
73600
SH
SOLE
73600
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
5593
74538
SH
SOLE
74538
0
0
JABIL INC
COMMON STOCK USD.001
466313103
5901
224800
SH
SOLE
224800
0
0
JACK HENRY & ASSOCIATES INC
COMMON STOCK USD.01
426281101
2690
23001
SH
SOLE
23001
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
429
4374
SH
SOLE
4374
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
3250
49279
SH
SOLE
49279
0
0
JANUS HENDERSON GROUP PLC
COMMON STOCK
G4474Y214
4890
127800
SH
SOLE
127800
0
0
JBG SMITH PROPERTIES
REIT USD.01
46590V100
629
18098
SH
SOLE
18098
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
596
26700
SH
SOLE
26700
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
1739
13998
SH
SOLE
13998
0
0
JOHN BEAN TECHNOLOGIES CORP
COMMON STOCK USD.01
477839104
454
4095
SH
SOLE
4095
0
0
JOHNSON & JOHNSON
COMMON STOCK USD1.0
478160104
36593
261904
SH
SOLE
261904
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
2085
14000
SH
SOLE
14000
0
0
JPMORGAN CHASE & CO
COMMON STOCK USD1.0
46625H100
52673
492549
SH
SOLE
492549
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
2396
84063
SH
SOLE
84063
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
38
365
SH
SOLE
365
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
2928
43070
SH
SOLE
43070
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
87
4323
SH
SOLE
4323
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
1655
65546
SH
SOLE
65546
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
675
5592
SH
SOLE
5592
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1175
64759
SH
SOLE
64759
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
2582
142908
SH
SOLE
142908
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T300
256
13061
SH
SOLE
13061
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
3345
31835
SH
SOLE
31835
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
967
17837
SH
SOLE
17837
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
657
15880
SH
SOLE
15880
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
124
4516
SH
SOLE
4516
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
101
1678
SH
SOLE
1678
0
0
L3 TECHNOLOGIES INC
COMMON STOCK USD.01
502413107
113
572
SH
SOLE
572
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1272
40765
SH
SOLE
40765
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
78
488
SH
SOLE
488
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
14873
80803
SH
SOLE
80803
0
0
LAMB WESTON HOLDINGS INC
COMMON STOCK USD1.0
513272104
1434
25400
SH
SOLE
25400
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
1321
56934
SH
SOLE
56934
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
604
21500
SH
SOLE
21500
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
4540
25700
SH
SOLE
25700
0
0
LEGACYTEXAS FINANCIAL GROUP
COMMON STOCK USD.01
52471Y106
740
17541
SH
SOLE
17541
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
4316
102800
SH
SOLE
102800
0
0
LEGGETT & PLATT INC
COMMON STOCK USD.01
524660107
122
2547
SH
SOLE
2547
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
110
1700
SH
SOLE
1700
0
0
LEMAITRE VASCULAR INC
COMMON STOCK USD.01
525558201
424
13319
SH
SOLE
13319
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
81
1285
SH
SOLE
1285
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
980
4705
SH
SOLE
4705
0
0
LEUCADIA NATIONAL CORP
COMMON STOCK USD1.0
527288104
34
1291
SH
SOLE
1291
0
0
LEXICON PHARMACEUTICALS INC
COMMON STOCK USD.001
528872302
358
36202
SH
SOLE
36202
0
0
LIBERTY BROADBAND C
COMMON STOCK USD.01
530307305
1022
12000
SH
SOLE
12000
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
6851
280541
SH
SOLE
280541
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
1718
39955
SH
SOLE
39955
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
1706
12462
SH
SOLE
12462
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
4997
65008
SH
SOLE
65008
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
633
7925
SH
SOLE
7925
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
63
1545
SH
SOLE
1545
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
608
1893
SH
SOLE
1893
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
550
4806
SH
SOLE
4806
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
2389
90965
SH
SOLE
90965
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
3081
33147
SH
SOLE
33147
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
2054
104249
SH
SOLE
104249
0
0
LUXOFT HOLDING INC
COMMON STOCK
G57279104
645
11577
SH
SOLE
11577
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
12281
111319
SH
SOLE
111319
0
0
M & T BANK CORP
COMMON STOCK USD.5
55261F104
148
865
SH
SOLE
865
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
913
26548
SH
SOLE
26548
0
0
MACERICH CO/THE
REIT USD.01
554382101
39
595
SH
SOLE
595
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
463
21464
SH
SOLE
21464
0
0
MACQUARIE INFRASTRUCTURE COR
COMMON STOCK USD.001
55608B105
963
15000
SH
SOLE
15000
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
31
1231
SH
SOLE
1231
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
449
4652
SH
SOLE
4652
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
468
201900
SH
SOLE
201900
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
119
7030
SH
SOLE
7030
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
2643
40052
SH
SOLE
40052
0
0
MARCUS & MILLICHAP INC
COMMON STOCK USD.0001
566324109
1654
50731
SH
SOLE
50731
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
208
1534
SH
SOLE
1534
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
744
5499
SH
SOLE
5499
0
0
MARSH & MCLENNAN COS
COMMON STOCK USD1.0
571748102
1961
24100
SH
SOLE
24100
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
106
2423
SH
SOLE
2423
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
416
4900
SH
SOLE
4900
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
939
12661
SH
SOLE
12661
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
9301
190000
SH
SOLE
190000
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
6243
41246
SH
SOLE
41246
0
0
MATERIALS SELECT SECTOR SPDR F
MATERIALS SELECT SECTOR SPDR
81369Y100
1695
28000
SH
SOLE
28000
0
0
MATSON INC
COMMON STOCK
57686G105
1869
62650
SH
SOLE
62650
0
0
MAXIMUS INC
COMMON STOCK
577933104
957
13370
SH
SOLE
13370
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
340
7642
SH
SOLE
7642
0
0
MCDERMOTT INTL INC
COMMON STOCK USD1.0
580037109
692
105128
SH
SOLE
105128
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
5599
32529
SH
SOLE
32529
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
2183
13995
SH
SOLE
13995
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
3777
274113
SH
SOLE
274113
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
390
7293
SH
SOLE
7293
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
1405
17400
SH
SOLE
17400
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
396
1258
SH
SOLE
1258
0
0
MERCK & CO. INC.
COMMON STOCK USD.5
58933Y105
19019
338002
SH
SOLE
338002
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
1342
65166
SH
SOLE
65166
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1442
35962
SH
SOLE
35962
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
248
4900
SH
SOLE
4900
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
104
168
SH
SOLE
168
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
5101
361503
SH
SOLE
361503
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
1470
50428
SH
SOLE
50428
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
83
2483
SH
SOLE
2483
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
7826
124314
SH
SOLE
124314
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
2941
121596
SH
SOLE
121596
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
7284
82888
SH
SOLE
82888
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
1995
48518
SH
SOLE
48518
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
77729
908682
SH
SOLE
908682
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1965
19539
SH
SOLE
19539
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
936
6938
SH
SOLE
6938
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
1164
92307
SH
SOLE
92307
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
5742
60764
SH
SOLE
60764
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
13949
50558
SH
SOLE
50558
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
203
2468
SH
SOLE
2468
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
10393
242832
SH
SOLE
242832
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
4273
36588
SH
SOLE
36588
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
1909
30167
SH
SOLE
30167
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
2333
15803
SH
SOLE
15803
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
1877
21615
SH
SOLE
21615
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
1034
19716
SH
SOLE
19716
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
120
4666
SH
SOLE
4666
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
65
722
SH
SOLE
722
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
607
4800
SH
SOLE
4800
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
2121
68300
SH
SOLE
68300
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
4164
98415
SH
SOLE
98415
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
1116
32480
SH
SOLE
32480
0
0
NANOMETRICS INC
COMMON STOCK
630077105
1144
45895
SH
SOLE
45895
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
51
660
SH
SOLE
660
0
0
NATIONAL BEVERAGE CORP
COMMON STOCK USD.01
635017106
701
7196
SH
SOLE
7196
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
141
3918
SH
SOLE
3918
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
4135
95877
SH
SOLE
95877
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1577
57861
SH
SOLE
57861
0
0
NATL HEALTH INVESTORS INC
REIT USD.01
63633D104
2533
33600
SH
SOLE
33600
0
0
NAUTILUS INC
COMMON STOCK
63910B102
482
36114
SH
SOLE
36114
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
1896
98246
SH
SOLE
98246
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
1261
37100
SH
SOLE
37100
0
0
NEENAH INC
COMMON STOCK USD.01
640079109
664
7320
SH
SOLE
7320
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
78
1415
SH
SOLE
1415
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
11666
33807
SH
SOLE
33807
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
458
2385
SH
SOLE
2385
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
7446
95963
SH
SOLE
95963
0
0
NEVRO CORP
COMMON STOCK USD.001
64157F103
346
5005
SH
SOLE
5005
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
4781
267400
SH
SOLE
267400
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
150
4846
SH
SOLE
4846
0
0
NEWFIELD EXPLORATION CO
COMMON STOCK USD.01
651290108
69
2186
SH
SOLE
2186
0
0
NEWMARKET CORP
COMMON STOCK
651587107
462
1162
SH
SOLE
1162
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
1258
33520
SH
SOLE
33520
0
0
NEWS CORP CLASS B
COMMON STOCK
65249B208
55
3336
SH
SOLE
3336
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
356
12727
SH
SOLE
12727
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
7508
96006
SH
SOLE
96006
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3824
24481
SH
SOLE
24481
0
0
NIC INC
COMMON STOCK
62914B100
435
26220
SH
SOLE
26220
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
2835
77888
SH
SOLE
77888
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
601
9615
SH
SOLE
9615
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
31
1197
SH
SOLE
1197
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
159
5469
SH
SOLE
5469
0
0
NORDSON CORP
COMMON STOCK
655663102
1342
9170
SH
SOLE
9170
0
0
NORDSTROM INC
COMMON STOCK
655664100
40
844
SH
SOLE
844
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
194
1337
SH
SOLE
1337
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
110
1104
SH
SOLE
1104
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK USD.001
G66721104
47
892
SH
SOLE
892
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
38
1331
SH
SOLE
1331
0
0
NRG YIELD INC CLASS A
COMMON STOCK USD.01
62942X306
1795
95245
SH
SOLE
95245
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
176
2773
SH
SOLE
2773
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
9710
50181
SH
SOLE
50181
0
0
NVR INC
COMMON STOCK USD.01
62944T105
1754
500
SH
SOLE
500
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
4496
38400
SH
SOLE
38400
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
1355
5635
SH
SOLE
5635
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
378
5127
SH
SOLE
5127
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
4561
138600
SH
SOLE
138600
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
2269
17245
SH
SOLE
17245
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
1605
30137
SH
SOLE
30137
0
0
OM ASSET MANAGEMENT PLC
COMMON STOCK USD.001
G67506108
1434
85585
SH
SOLE
85585
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
1365
49566
SH
SOLE
49566
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
2094
28750
SH
SOLE
28750
0
0
ONE GAS INC
COMMON STOCK
68235P108
1407
19202
SH
SOLE
19202
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
2320
43400
SH
SOLE
43400
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
19010
402082
SH
SOLE
402082
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
1430
75841
SH
SOLE
75841
0
0
ORBITAL ATK INC
COMMON STOCK USD.01
68557N103
2597
19750
SH
SOLE
19750
0
0
ORBOTECH LTD
COMMON STOCK USD.14
M75253100
873
17370
SH
SOLE
17370
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
2434
38053
SH
SOLE
38053
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
9258
100700
SH
SOLE
100700
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
3858
174000
SH
SOLE
174000
0
0
P G & E CORP
COMMON STOCK
69331C108
170
3801
SH
SOLE
3801
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
3893
54776
SH
SOLE
54776
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
1934
16043
SH
SOLE
16043
0
0
PACWEST BANCORP
COMMON STOCK
695263103
2831
56170
SH
SOLE
56170
0
0
PALO ALTO NETWORKS INC
COMMON STOCK USD.0001
697435105
377
2603
SH
SOLE
2603
0
0
PAPA JOHN S INTL INC
COMMON STOCK USD.01
698813102
459
8174
SH
SOLE
8174
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
9399
47095
SH
SOLE
47095
0
0
PATTERSON COS INC
COMMON STOCK USD.01
703395103
35
974
SH
SOLE
974
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
1492
64844
SH
SOLE
55200
0
9644
PAYCHEX INC
COMMON STOCK USD.01
704326107
144
2117
SH
SOLE
2117
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
424
5756
SH
SOLE
5756
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
6753
171518
SH
SOLE
122563
0
48955
PEABODY ENERGY CORP
PREFERRED STOCK 8.5
704551407
2191
29563
SH
SOLE
29563
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
2034
54730
SH
SOLE
54730
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
3569
113909
SH
SOLE
113909
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
77
1094
SH
SOLE
1094
0
0
PEOPLE S UTAH BANCORP
COMMON STOCK USD.01
712706209
818
27005
SH
SOLE
27005
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
12361
103076
SH
SOLE
103076
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
1312
39640
SH
SOLE
39640
0
0
PERKINELMER INC
COMMON STOCK USD1.0
714046109
41
566
SH
SOLE
566
0
0
PERRIGO CO PLC
COMMON STOCK EUR.001
G97822103
104
1198
SH
SOLE
1198
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
13429
370773
SH
SOLE
370773
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
12656
119790
SH
SOLE
119790
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
744
41332
SH
SOLE
41332
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
1538
78437
SH
SOLE
78437
0
0
PINNACLE ENTERTAINMENT INC
COMMON STOCK USD.01
72348Y105
2444
74676
SH
SOLE
74676
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
1636
18968
SH
SOLE
18968
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
5041
34936
SH
SOLE
34936
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
837
6754
SH
SOLE
6754
0
0
PORTOLA PHARMACEUTICALS INC
COMMON STOCK USD.001
737010108
242
4977
SH
SOLE
4977
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
2417
30500
SH
SOLE
30500
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
13766
117839
SH
SOLE
117839
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
162
5232
SH
SOLE
5232
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
934
10261
SH
SOLE
10261
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
2525
16326
SH
SOLE
16326
0
0
PREMIER INC CLASS A
COMMON STOCK USD.01
74051N102
461
15783
SH
SOLE
15783
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
4566
102818
SH
SOLE
102818
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
2097
1207
SH
SOLE
1207
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
2409
34144
SH
SOLE
34144
0
0
PROCTER & GAMBLE CO/THE
COMMON STOCK
742718109
20359
221586
SH
SOLE
221586
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
523
12282
SH
SOLE
12282
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
138
2458
SH
SOLE
2458
0
0
PROLOGIS INC
REIT USD.01
74340W103
6971
108063
SH
SOLE
108063
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
420
4728
SH
SOLE
4728
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
5918
51467
SH
SOLE
51467
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
5925
47368
SH
SOLE
47368
0
0
PTC INC
COMMON STOCK USD.01
69370C100
555
9133
SH
SOLE
9133
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
162
3151
SH
SOLE
3151
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6214
29734
SH
SOLE
29734
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
5751
172977
SH
SOLE
172977
0
0
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
74587V107
591
5977
SH
SOLE
5977
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
44
319
SH
SOLE
319
0
0
QEP RESOURCES INC
COMMON STOCK USD.01
74733V100
313
32678
SH
SOLE
32678
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
30
449
SH
SOLE
449
0
0
QUAD GRAPHICS INC
COMMON STOCK USD.025
747301109
1
24
SH
SOLE
0
0
24
QUALCOMM INC
COMMON STOCK USD.0001
747525103
514
8027
SH
SOLE
8027
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
2773
46721
SH
SOLE
46721
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
35
890
SH
SOLE
890
0
0
QUANTUM CORP
COMMON STOCK USD.01
747906501
895
159005
SH
SOLE
159005
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
2087
21187
SH
SOLE
21187
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
1349
31111
SH
SOLE
31111
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
6875
333599
SH
SOLE
333599
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
250
7878
SH
SOLE
7878
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
5723
55195
SH
SOLE
55195
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
1044
70896
SH
SOLE
70896
0
0
RANGE RESOURCES CORP
COMMON STOCK USD.01
75281A109
47
2752
SH
SOLE
2752
0
0
RAVEN INDUSTRIES INC
COMMON STOCK USD1.0
754212108
612
17808
SH
SOLE
17808
0
0
RAYONIER INC
REIT
754907103
562
17763
SH
SOLE
17763
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
6207
33040
SH
SOLE
33040
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
996
37600
SH
SOLE
37600
0
0
REALPAGE INC
COMMON STOCK USD.001
75606N109
573
12927
SH
SOLE
12927
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
1608
28192
SH
SOLE
28192
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
8417
70087
SH
SOLE
70087
0
0
REGAL ENTERTAINMENT GROUP A
COMMON STOCK USD.001
758766109
1933
84000
SH
SOLE
84000
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
2476
35796
SH
SOLE
35796
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
181
481
SH
SOLE
481
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
612
35401
SH
SOLE
35401
0
0
RELIANCE STEEL & ALUMINUM
COMMON STOCK
759509102
6846
79800
SH
SOLE
79800
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
760281204
689
18130
SH
SOLE
18130
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
3435
50805
SH
SOLE
50805
0
0
RESOURCES CONNECTION INC
COMMON STOCK USD.01
76122Q105
590
38181
SH
SOLE
38181
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
2702
135426
SH
SOLE
135426
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
333
24745
SH
SOLE
24745
0
0
RINGCENTRAL INC CLASS A
COMMON STOCK USD.0001
76680R206
995
20551
SH
SOLE
20551
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754104
214
108700
SH
SOLE
108700
0
0
RLJ LODGING TRUST
REIT
74965L101
8243
375200
SH
SOLE
375200
0
0
RMR GROUP INC/THE A
COMMON STOCK
74967R106
420
7090
SH
SOLE
7090
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
2724
49049
SH
SOLE
49049
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
1059
5392
SH
SOLE
5392
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
2784
20530
SH
SOLE
20530
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1078
13432
SH
SOLE
13432
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
6325
403888
SH
SOLE
403888
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
115
963
SH
SOLE
963
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
464
34489
SH
SOLE
34489
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
445
20544
SH
SOLE
20544
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
974
14119
SH
SOLE
14119
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
776
41369
SH
SOLE
41369
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X204
140
63709
SH
SOLE
63709
0
0
SAGE THERAPEUTICS INC
COMMON STOCK USD.0001
78667J108
494
3002
SH
SOLE
3002
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
7464
73016
SH
SOLE
73016
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
2720
144983
SH
SOLE
144983
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.0
800013104
513
3700
SH
SOLE
3700
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
2928
138953
SH
SOLE
96846
0
42107
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
1189
21369
SH
SOLE
21369
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
83
506
SH
SOLE
506
0
0
SCANA CORP
COMMON STOCK
80589M102
119
2985
SH
SOLE
2985
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
18896
280400
SH
SOLE
280400
0
0
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.0
806882106
1189
35506
SH
SOLE
35506
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
1298
25275
SH
SOLE
25275
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
545
12016
SH
SOLE
12016
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
3366
39422
SH
SOLE
39422
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
42
1013
SH
SOLE
1013
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
421
7861
SH
SOLE
7861
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
720
10013
SH
SOLE
10013
0
0
SELECT ENERGY SERVICES INC A
COMMON STOCK USD.01
81617J301
356
19518
SH
SOLE
19518
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1670
66440
SH
SOLE
66440
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1425
13324
SH
SOLE
13324
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
825
43100
SH
SOLE
43100
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
459
6280
SH
SOLE
6280
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
221
539
SH
SOLE
539
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
974
36400
SH
SOLE
36400
0
0
SHORE BANCSHARES INC
COMMON STOCK USD.01
825107105
466
27903
SH
SOLE
27903
0
0
SIGMA DESIGNS INC
COMMON STOCK
826565103
379
54525
SH
SOLE
54525
0
0
SIGNET JEWELERS LTD
COMMON STOCK USD.18
G81276100
1470
25998
SH
SOLE
25998
0
0
SILVER SPRING NETWORKS INC
COMMON STOCK USD.001
82817Q103
1916
118000
SH
SOLE
118000
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
1266
22168
SH
SOLE
22168
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
12707
73990
SH
SOLE
73990
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
4031
42455
SH
SOLE
42455
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
3059
30313
SH
SOLE
30313
0
0
SMART SAND INC
COMMON STOCK USD.001
83191H107
518
59808
SH
SOLE
59808
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
6549
37575
SH
SOLE
37575
0
0
SOLARIS OILFIELD INFRAST A
COMMON STOCK USD.01
83418M103
2143
100101
SH
SOLE
100101
0
0
SONIC CORP
COMMON STOCK USD.01
835451105
598
21751
SH
SOLE
21751
0
0
SOTHEBY S
COMMON STOCK USD.01
835898107
795
15400
SH
SOLE
15400
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
1973
41029
SH
SOLE
41029
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
2915
44543
SH
SOLE
44543
0
0
SP PLUS CORP
COMMON STOCK USD.001
78469C103
415
11182
SH
SOLE
11182
0
0
SPARTON CORP
COMMON STOCK USD1.25
847235108
1291
56000
SH
SOLE
56000
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
9600
110033
SH
SOLE
110033
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860W102
266
31026
SH
SOLE
31026
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
259
3125
SH
SOLE
3125
0
0
SRC ENERGY INC
COMMON STOCK USD.001
78470V108
529
62023
SH
SOLE
62023
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
7083
72565
SH
SOLE
72565
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
7418
172000
SH
SOLE
172000
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
55
809
SH
SOLE
809
0
0
STERIS PLC
COMMON STOCK
G84720104
2318
26500
SH
SOLE
26500
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
912
21550
SH
SOLE
21550
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
1305
50129
SH
SOLE
50129
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON STOCK USD.01
864909106
350
19508
SH
SOLE
19508
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
1308
85886
SH
SOLE
85886
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
992
10696
SH
SOLE
10696
0
0
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
867892101
3876
234481
SH
SOLE
234481
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.0
867914103
169
2623
SH
SOLE
2623
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
332
8326
SH
SOLE
8326
0
0
SVB FINANCIAL GROUP
COMMON STOCK USD.001
78486Q101
608
2600
SH
SOLE
2600
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
68
2416
SH
SOLE
2416
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
152
3944
SH
SOLE
3944
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
4038
29700
SH
SOLE
29700
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
394
4620
SH
SOLE
4620
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
4511
94100
SH
SOLE
94100
0
0
SYNTEL INC
COMMON STOCK
87162H103
780
33919
SH
SOLE
33919
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
1336
22002
SH
SOLE
22002
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
1346
21200
SH
SOLE
21200
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
2590
24679
SH
SOLE
24679
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
432
6236
SH
SOLE
6236
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
28319
714226
SH
SOLE
714226
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
296
2700
SH
SOLE
2700
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
551
20794
SH
SOLE
20794
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
110
2486
SH
SOLE
2486
0
0
TARENA INTERNATIONAL INC ADR
ADR USD.001
876108101
148
9897
SH
SOLE
9897
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
4089
62669
SH
SOLE
62669
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
4166
203200
SH
SOLE
203200
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
21078
221781
SH
SOLE
221781
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
1235
12602
SH
SOLE
12602
0
0
TECHNIPFMC PLC
COMMON STOCK USD1.0
G87110105
2173
69395
SH
SOLE
69395
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
766
4226
SH
SOLE
4226
0
0
TELEFLEX INC
COMMON STOCK USD1.0
879369106
630
2533
SH
SOLE
2533
0
0
TENNECO INC
COMMON STOCK USD.01
880349105
2442
41707
SH
SOLE
41707
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
1943
46400
SH
SOLE
46400
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
11887
376297
SH
SOLE
376297
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
1814
51752
SH
SOLE
51752
0
0
TESARO INC
COMMON STOCK USD.0001
881569107
291
3513
SH
SOLE
3513
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
552
11460
SH
SOLE
11460
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
21916
209841
SH
SOLE
209841
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
77
1368
SH
SOLE
1368
0
0
TG THERAPEUTICS INC
COMMON STOCK USD.001
88322Q108
533
64957
SH
SOLE
64957
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
2236
11778
SH
SOLE
11778
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
1460
99664
SH
SOLE
99664
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
1188
7885
SH
SOLE
7885
0
0
TIER REIT INC
REIT USD.0001
88650V208
1100
53965
SH
SOLE
53965
0
0
TIFFANY & CO
COMMON STOCK USD.01
886547108
59
565
SH
SOLE
565
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
3964
43333
SH
SOLE
43333
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
11501
150421
SH
SOLE
150421
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
6027
125500
SH
SOLE
125500
0
0
TORO CO
COMMON STOCK USD1.0
891092108
855
13100
SH
SOLE
13100
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
1151
14550
SH
SOLE
14550
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
511
15000
SH
SOLE
15000
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
309
10049
SH
SOLE
10049
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
611
8172
SH
SOLE
8172
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
201
731
SH
SOLE
731
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
2473
18234
SH
SOLE
18234
0
0
TRAVELPORT WORLDWIDE LTD
COMMON STOCK USD.0025
G9019D104
299
22847
SH
SOLE
22847
0
0
TRIBUNE MEDIA CO A
COMMON STOCK
896047503
1448
34100
SH
SOLE
34100
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
5814
80087
SH
SOLE
80087
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
24
705
SH
SOLE
705
0
0
TRITON INTERNATIONAL LTD/BER
COMMON STOCK USD.01
G9078F107
696
18581
SH
SOLE
18581
0
0
TRIUMPH BANCORP INC
COMMON STOCK USD.01
89679E300
1260
40010
SH
SOLE
40010
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
1966
125483
SH
SOLE
125483
0
0
TWENTY FIRST CENTURY FOX B
COMMON STOCK USD.01
90130A200
162
4736
SH
SOLE
4736
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
8747
253316
SH
SOLE
253316
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
7279
89788
SH
SOLE
89788
0
0
UBIQUITI NETWORKS INC
COMMON STOCK USD.001
90347A100
419
5904
SH
SOLE
5904
0
0
UDR INC
REIT USD.01
902653104
2108
54713
SH
SOLE
54713
0
0
UGI CORP
COMMON STOCK
902681105
8985
191366
SH
SOLE
191366
0
0
ULTRA PETROLEUM CORP
COMMON STOCK
903914208
373
41157
SH
SOLE
41157
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
1389
66770
SH
SOLE
66770
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
23948
178585
SH
SOLE
178585
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
74
1094
SH
SOLE
1094
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
478
9700
SH
SOLE
9700
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
5199
30245
SH
SOLE
30245
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
17553
137596
SH
SOLE
137596
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
1228
8300
SH
SOLE
8300
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
32652
148107
SH
SOLE
148107
0
0
UNIVAR INC
COMMON STOCK USD.01
91336L107
7573
244609
SH
SOLE
244609
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
848
7480
SH
SOLE
7480
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
5175
94287
SH
SOLE
94287
0
0
URBAN EDGE PROPERTIES
REIT USD.01
91704F104
581
22800
SH
SOLE
22800
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
334
15353
SH
SOLE
15353
0
0
US BANCORP
COMMON STOCK USD.01
902973304
3424
63896
SH
SOLE
63896
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
27217
325368
SH
SOLE
325368
0
0
US SILICA HOLDINGS INC
COMMON STOCK USD.01
90346E103
1127
34614
SH
SOLE
34614
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
7776
36600
SH
SOLE
36600
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
8180
88999
SH
SOLE
88999
0
0
VANDA PHARMACEUTICALS INC
COMMON STOCK USD.001
921659108
1123
73870
SH
SOLE
73870
0
0
VANGUARD MATERIALS ETF
VANGUARD MATERIALS ETF
92204A801
10961
80182
SH
SOLE
80182
0
0
VANGUARD S&P 500 ETF
VANGUARD S+P 500 ETF
922908363
8533
34788
SH
SOLE
34788
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
958
8620
SH
SOLE
8620
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
758
15608
SH
SOLE
15608
0
0
VENTAS INC
REIT USD.25
92276F100
4300
71649
SH
SOLE
71649
0
0
VEREIT INC
REIT USD.01
92339V100
1516
194667
SH
SOLE
194667
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
9147
79928
SH
SOLE
79928
0
0
VERISK ANALYTICS INC
COMMON STOCK USD.001
92345Y106
112
1168
SH
SOLE
1168
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
12802
241863
SH
SOLE
241863
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
6919
46171
SH
SOLE
46171
0
0
VF CORP
COMMON STOCK
918204108
252
3399
SH
SOLE
3399
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
71
2305
SH
SOLE
2305
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
41403
363119
SH
SOLE
363119
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
610
29392
SH
SOLE
29392
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
447
3566
SH
SOLE
3566
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
2266
28990
SH
SOLE
28990
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
566
26088
SH
SOLE
26088
0
0
WADDELL & REED FINANCIAL A
COMMON STOCK USD.01
930059100
1525
68280
SH
SOLE
68280
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
11367
115113
SH
SOLE
115113
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
5679
78207
SH
SOLE
78207
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
8162
75916
SH
SOLE
75916
0
0
WARRIOR MET COAL INC
COMMON STOCK USD.01
93627C101
2251
89510
SH
SOLE
89510
0
0
WASHINGTON PRIME GROUP INC
REIT USD.0001
93964W108
165
23106
SH
SOLE
23106
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
5818
67420
SH
SOLE
67420
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
75
388
SH
SOLE
388
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2051
30882
SH
SOLE
30882
0
0
WELBILT INC
COMMON STOCK USD.01
949090104
954
40563
SH
SOLE
40563
0
0
WELLS FARGO & CO
COMMON STOCK USD1.666
949746101
11739
193497
SH
SOLE
193497
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
3521
55221
SH
SOLE
55221
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
6419
80715
SH
SOLE
80715
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
922
8654
SH
SOLE
8654
0
0
WESTROCK CO
COMMON STOCK
96145D105
14273
225810
SH
SOLE
225810
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
147
4182
SH
SOLE
4182
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
92
546
SH
SOLE
546
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
2317
75997
SH
SOLE
75997
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
77
513
SH
SOLE
513
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK
97650W108
868
10537
SH
SOLE
10537
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
167
196172
SH
SOLE
196172
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
394
5151
SH
SOLE
5151
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
1573
55900
SH
SOLE
55900
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
890
20200
SH
SOLE
20200
0
0
WP CAREY INC
REIT USD.001
92936U109
1340
19443
SH
SOLE
19443
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
805
11235
SH
SOLE
11235
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
2562
10844
SH
SOLE
10844
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
4053
34983
SH
SOLE
34983
0
0
WYNN RESORTS LTD
COMMON STOCK USD.01
983134107
49
291
SH
SOLE
291
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
55
1150
SH
SOLE
1150
0
0
XENIA HOTELS & RESORTS INC
REIT USD.01
984017103
1514
70113
SH
SOLE
70113
0
0
XEROX CORP
COMMON STOCK USD1.0
984121608
39
1332
SH
SOLE
1332
0
0
XILINX INC
COMMON STOCK USD.01
983919101
79
1178
SH
SOLE
1178
0
0
XL GROUP LTD
COMMON STOCK
G98294104
73
2072
SH
SOLE
2072
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
897
9794
SH
SOLE
9794
0
0
XYLEM INC
COMMON STOCK
98419M100
51
753
SH
SOLE
753
0
0
YY INC ADR
ADR USD.00001
98426T106
4194
37094
SH
SOLE
37094
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
10576
87645
SH
SOLE
87645
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
274
5400
SH
SOLE
5400
0
0
ZIX CORP
COMMON STOCK USD.01
98974P100
418
95543
SH
SOLE
95543
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
291
4041
SH
SOLE
4041
0
0