0001140361-18-020968.txt : 20180502
0001140361-18-020968.hdr.sgml : 20180502
20180502091349
ACCESSION NUMBER: 0001140361-18-020968
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180502
DATE AS OF CHANGE: 20180502
EFFECTIVENESS DATE: 20180502
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: 18797759
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
03-31-2018
03-31-2018
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
05-01-2018
0
949
4138426
false
INFORMATION TABLE
2
form13fInfoTable.xml
AFLAC INC
COMMON STOCK USD.1
001055102
4025
91990
SH
SOLE
91990
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
3318
58472
SH
SOLE
58472
0
0
AARON S INC
COMMON STOCK USD.5
002535300
2092
44900
SH
SOLE
44900
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
22434
374403
SH
SOLE
374403
0
0
ABERCROMBIE & FITCH CO CL A
COMMON STOCK USD.01
002896207
440
18177
SH
SOLE
18177
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
161
553
SH
SOLE
553
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
3051
16091
SH
SOLE
16091
0
0
AIR PRODUCTS & CHEMICALS INC
COMMON STOCK USD1.0
009158106
562
3534
SH
SOLE
3534
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
71
1147
SH
SOLE
1147
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
126
1358
SH
SOLE
1358
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
2224
17806
SH
SOLE
17806
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
220
1973
SH
SOLE
1973
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
631
2512
SH
SOLE
2512
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
2203
10348
SH
SOLE
10348
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
6206
65467
SH
SOLE
65467
0
0
ALTABA INC
ALTABA INC
021346101
1851
25000
SH
SOLE
25000
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
70406
48645
SH
SOLE
48645
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
132
2335
SH
SOLE
2335
0
0
AMERICAN AXLE & MFG HOLDINGS
COMMON STOCK USD.01
024061103
1304
85671
SH
SOLE
85671
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
7051
102793
SH
SOLE
102793
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
1501
16094
SH
SOLE
16094
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
13485
247794
SH
SOLE
247794
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
16582
218272
SH
SOLE
218272
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
10926
64092
SH
SOLE
64092
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
2329
27041
SH
SOLE
27041
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
1221
99200
SH
SOLE
99200
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
338
5593
SH
SOLE
5593
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
13446
147552
SH
SOLE
147552
0
0
ANALOGIC CORP
COMMON STOCK USD.05
032657207
656
6838
SH
SOLE
6838
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
190
20000
SH
SOLE
20000
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
6320
28765
SH
SOLE
28765
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
596
15479
SH
SOLE
15479
0
0
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
037598109
1838
42409
SH
SOLE
42409
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
91580
545831
SH
SOLE
545831
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
14406
259054
SH
SOLE
259054
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
271
6246
SH
SOLE
6246
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
4926
63955
SH
SOLE
63955
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
2972
37668
SH
SOLE
37668
0
0
ATARA BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
046513107
402
10315
SH
SOLE
10315
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
1375
69283
SH
SOLE
69283
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
12029
18543
SH
SOLE
18543
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
4817
29289
SH
SOLE
29289
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
909
8553
SH
SOLE
8553
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
1662
35478
SH
SOLE
35478
0
0
BB&T CORP
COMMON STOCK USD5.0
054937107
231
4446
SH
SOLE
4446
0
0
BALL CORP
COMMON STOCK
058498106
182
4594
SH
SOLE
4594
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
39379
1313087
SH
SOLE
1313087
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
942
11341
SH
SOLE
11341
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
4761
98629
SH
SOLE
98629
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
355
6892
SH
SOLE
6892
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
252
3876
SH
SOLE
3876
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
14807
68331
SH
SOLE
68331
0
0
BED BATH & BEYOND INC
COMMON STOCK USD.01
075896100
834
39717
SH
SOLE
39717
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
1089
14974
SH
SOLE
14974
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
31887
159849
SH
SOLE
159849
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
1197
31536
SH
SOLE
31536
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
99
1409
SH
SOLE
1409
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
1801
41382
SH
SOLE
41382
0
0
BITAUTO HOLDINGS LTD ADR
ADR USD.00004
091727107
264
12462
SH
SOLE
12462
0
0
H&R BLOCK INC
COMMON STOCK
093671105
5285
208005
SH
SOLE
208005
0
0
BLUE HILLS BANCORP INC
COMMON STOCK USD.01
095573101
377
18059
SH
SOLE
18059
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
11249
34309
SH
SOLE
34309
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
2010
51921
SH
SOLE
51921
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
2949
58718
SH
SOLE
58718
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
1871
9897
SH
SOLE
9897
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
3340
27105
SH
SOLE
27105
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
4473
163708
SH
SOLE
163708
0
0
BRANDYWINE REALTY TRUST
REIT USD.01
105368203
391
24591
SH
SOLE
24591
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1383
38315
SH
SOLE
38315
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
9159
144807
SH
SOLE
144807
0
0
BROWN & BROWN INC
COMMON STOCK USD.1
115236101
750
29478
SH
SOLE
29478
0
0
BROWN FORMAN CORP CLASS B
COMMON STOCK USD.15
115637209
189
3483
SH
SOLE
3483
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
6414
108000
SH
SOLE
108000
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
132
2570
SH
SOLE
2570
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
109
2891
SH
SOLE
2891
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
1998
11914
SH
SOLE
11914
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
144
3183
SH
SOLE
3183
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
13811
247908
SH
SOLE
247908
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
6120
98377
SH
SOLE
98377
0
0
CABOT OIL & GAS CORP
COMMON STOCK USD.1
127097103
4740
197655
SH
SOLE
197655
0
0
CAESARS ENTERTAINMENT CORP
COMMON STOCK USD.01
127686103
1151
102314
SH
SOLE
102314
0
0
CALLAWAY GOLF COMPANY
COMMON STOCK USD.01
131193104
366
22363
SH
SOLE
22363
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
479
9163
SH
SOLE
9163
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
1238
14702
SH
SOLE
14702
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
3195
73782
SH
SOLE
73782
0
0
CANADIAN NATURAL RESOURCES
COMMON STOCK
136385101
3639
115621
SH
SOLE
115621
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
390
3502
SH
SOLE
3502
0
0
CAPELLA EDUCATION CO
COMMON STOCK USD.01
139594105
1913
21900
SH
SOLE
21900
0
0
CARE.COM INC
COMMON STOCK USD.001
141633107
1337
82174
SH
SOLE
82174
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
2347
35791
SH
SOLE
35791
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
5100
48987
SH
SOLE
48987
0
0
CATALENT INC
COMMON STOCK USD.01
148806102
635
15468
SH
SOLE
15468
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
629
4271
SH
SOLE
4271
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
99
2488
SH
SOLE
2488
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
769
195116
SH
SOLE
195116
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
1791
17877
SH
SOLE
17877
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
15994
179283
SH
SOLE
179283
0
0
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
3520
214252
SH
SOLE
214252
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
374
3502
SH
SOLE
3502
0
0
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
163072101
320
6635
SH
SOLE
6635
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
1387
28474
SH
SOLE
28474
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
35
11538
SH
SOLE
11538
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
2782
100031
SH
SOLE
100031
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
32341
283594
SH
SOLE
283594
0
0
CHICAGO BRIDGE & IRON CO NV
COMMON STOCK EUR.01
167250109
1961
136200
SH
SOLE
136200
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
951
11871
SH
SOLE
11871
0
0
CHURCH & DWIGHT CO INC
COMMON STOCK USD1.0
171340102
8250
163815
SH
SOLE
163815
0
0
CHURCHILL DOWNS INC
COMMON STOCK
171484108
3374
13823
SH
SOLE
13823
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
158
1686
SH
SOLE
1686
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
110
1484
SH
SOLE
1484
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
790
19455
SH
SOLE
19455
0
0
CINTAS CORP
COMMON STOCK
172908105
7928
46475
SH
SOLE
46475
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
32690
484292
SH
SOLE
484292
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
9876
235244
SH
SOLE
235244
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
3277
35309
SH
SOLE
35309
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
7758
58282
SH
SOLE
58282
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
18314
421683
SH
SOLE
421683
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
459
8838
SH
SOLE
8838
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
4074
50608
SH
SOLE
50608
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
486
2592
SH
SOLE
2592
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
5435
75828
SH
SOLE
75828
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
620
8114
SH
SOLE
8114
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
2191
53115
SH
SOLE
53115
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
4117
42921
SH
SOLE
42921
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
2960
80258
SH
SOLE
80258
0
0
CONCERT PHARMACEUTICALS INC
COMMON STOCK USD.001
206022105
859
37494
SH
SOLE
37494
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
185
2368
SH
SOLE
2368
0
0
CONTINENTAL RESOURCES INC/OK
COMMON STOCK USD.01
212015101
297
5046
SH
SOLE
5046
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
124
541
SH
SOLE
541
0
0
COPART INC
COMMON STOCK
217204106
1805
35441
SH
SOLE
35441
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
1527
92845
SH
SOLE
92845
0
0
CORNING INC
COMMON STOCK USD.5
219350105
204
7319
SH
SOLE
7319
0
0
COUSINS PROPERTIES INC
REIT USD1.0
222795106
857
98756
SH
SOLE
98756
0
0
CREDIT ACCEPTANCE CORP
COMMON STOCK USD.01
225310101
610
1846
SH
SOLE
1846
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
11459
225796
SH
SOLE
225796
0
0
CUBESMART
REIT USD.01
229663109
1092
38730
SH
SOLE
38730
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
5774
35623
SH
SOLE
35623
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
1764
31317
SH
SOLE
31317
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
3195
38200
SH
SOLE
38200
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
957
9171
SH
SOLE
9171
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
16663
170184
SH
SOLE
170184
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
1754
20573
SH
SOLE
20573
0
0
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
243537107
3476
38611
SH
SOLE
38611
0
0
DEERE & CO
COMMON STOCK USD1.0
244199105
15438
99394
SH
SOLE
99394
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
38453
701561
SH
SOLE
701561
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
602
57691
SH
SOLE
57691
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
2818
26741
SH
SOLE
26741
0
0
DILLARDS INC CL A
COMMON STOCK
254067101
856
10656
SH
SOLE
10656
0
0
DINE BRANDS GLOBAL INC
COMMON STOCK USD.01
254423106
910
13880
SH
SOLE
13880
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
10467
104214
SH
SOLE
104214
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
5260
73129
SH
SOLE
73129
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
136
1452
SH
SOLE
1452
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
155
1632
SH
SOLE
1632
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
1103
16652
SH
SOLE
16652
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1137
11577
SH
SOLE
11577
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
882
19680
SH
SOLE
19680
0
0
DUKE REALTY CORP
REIT USD.01
264411505
879
33182
SH
SOLE
33182
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
2937
49200
SH
SOLE
49200
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1424
25703
SH
SOLE
25703
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
286
5436
SH
SOLE
5436
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
8841
83741
SH
SOLE
83741
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
0
923
SH
SOLE
923
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
0
923
SH
SOLE
923
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
98
18376
SH
SOLE
18376
0
0
EBAY INC
COMMON STOCK USD.001
278642103
3567
88642
SH
SOLE
88642
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1196
18784
SH
SOLE
18784
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
354
2922
SH
SOLE
2922
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
303
11085
SH
SOLE
11085
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
355
5196
SH
SOLE
5196
0
0
ENTERCOM COMMUNICATIONS CL A
COMMON STOCK USD.01
293639100
20
2041
SH
SOLE
2041
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
343
7310
SH
SOLE
7310
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
4300
17865
SH
SOLE
17865
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
990
15645
SH
SOLE
15645
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
1392
27825
SH
SOLE
27825
0
0
FMC CORP
COMMON STOCK USD.1
302491303
1108
14472
SH
SOLE
14472
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
795
3986
SH
SOLE
3986
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
3088
18235
SH
SOLE
18235
0
0
FASTENAL CO
COMMON STOCK USD.01
311900104
159
2910
SH
SOLE
2910
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
2565
22092
SH
SOLE
22092
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
3456
103475
SH
SOLE
103475
0
0
F5 NETWORKS INC
COMMON STOCK
315616102
2987
20654
SH
SOLE
20654
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
102
3209
SH
SOLE
3209
0
0
FINANCIAL ENGINES INC
COMMON STOCK USD.0001
317485100
308
8789
SH
SOLE
8789
0
0
FISERV INC
COMMON STOCK USD.01
337738108
2904
40728
SH
SOLE
40728
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
5046
148375
SH
SOLE
148375
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1630
54703
SH
SOLE
54703
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
3543
61922
SH
SOLE
61922
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
54
2488
SH
SOLE
2488
0
0
FOGO DE CHAO INC
COMMON STOCK
344177100
1317
83600
SH
SOLE
83600
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
4546
99828
SH
SOLE
99828
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
1390
125494
SH
SOLE
125494
0
0
FOREST CITY REALTY TRUST A
REIT USD.01
345605109
1170
57766
SH
SOLE
57766
0
0
FORMFACTOR INC
COMMON STOCK USD.001
346375108
572
41900
SH
SOLE
41900
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
90
2586
SH
SOLE
2586
0
0
ARTHUR J GALLAGHER & CO
COMMON STOCK USD1.0
363576109
56
821
SH
SOLE
821
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
44
1418
SH
SOLE
1418
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
490
4164
SH
SOLE
4164
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
3128
68129
SH
SOLE
68129
0
0
GENERAL CABLE CORP
COMMON STOCK USD.01
369300108
2637
89100
SH
SOLE
89100
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
17058
77220
SH
SOLE
77220
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
902
66899
SH
SOLE
66899
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
4187
92911
SH
SOLE
92911
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
541
6023
SH
SOLE
6023
0
0
GETTY REALTY CORP
REIT USD.01
374297109
307
12177
SH
SOLE
12177
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
1316
17450
SH
SOLE
17450
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
48
70200
SH
SOLE
70200
0
0
GOODYEAR TIRE & RUBBER CO
COMMON STOCK
382550101
37
1392
SH
SOLE
1392
0
0
GORMAN RUPP CO
COMMON STOCK
383082104
1387
47406
SH
SOLE
47406
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
4712
16693
SH
SOLE
16693
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
1675
131896
SH
SOLE
131896
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
1915
47551
SH
SOLE
47551
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
1766
35151
SH
SOLE
35151
0
0
GRUBHUB INC
COMMON STOCK USD.0001
400110102
990
9757
SH
SOLE
9757
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
1304
17818
SH
SOLE
17818
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
571
12166
SH
SOLE
12166
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
118
6408
SH
SOLE
6408
0
0
HARDINGE INC
COMMON STOCK USD.01
412324303
1301
71000
SH
SOLE
71000
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
798
18604
SH
SOLE
18604
0
0
HARRIS CORP
COMMON STOCK USD1.0
413875105
3732
23140
SH
SOLE
23140
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
142
2759
SH
SOLE
2759
0
0
HASBRO INC
COMMON STOCK USD.5
418056107
156
1846
SH
SOLE
1846
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
1033
26681
SH
SOLE
26681
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
1044
12023
SH
SOLE
12023
0
0
JACK HENRY & ASSOCIATES INC
COMMON STOCK USD.01
426281101
2972
24568
SH
SOLE
24568
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
1464
62402
SH
SOLE
62402
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
1351
27645
SH
SOLE
27645
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
321
14086
SH
SOLE
14086
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
32970
184973
SH
SOLE
184973
0
0
HOMETRUST BANCSHARES INC
COMMON STOCK
437872104
982
37686
SH
SOLE
37686
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
22780
157635
SH
SOLE
157635
0
0
HOULIHAN LOKEY INC
COMMON STOCK USD.001
441593100
602
13499
SH
SOLE
13499
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
1106
10209
SH
SOLE
10209
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
1756
53974
SH
SOLE
53974
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
4196
15609
SH
SOLE
15609
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
1612
13758
SH
SOLE
13758
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
81
5387
SH
SOLE
5387
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
7775
30162
SH
SOLE
30162
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
2857
97679
SH
SOLE
97679
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
835
5327
SH
SOLE
5327
0
0
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.0
453838609
663
28933
SH
SOLE
28933
0
0
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
457030104
744
21992
SH
SOLE
21992
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
8231
158041
SH
SOLE
158041
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
2355
93460
SH
SOLE
93460
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
2732
17804
SH
SOLE
17804
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
196
3675
SH
SOLE
3675
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
4024
174744
SH
SOLE
174744
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
332
1913
SH
SOLE
1913
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
181
6683
SH
SOLE
6683
0
0
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
462222100
348
7901
SH
SOLE
7901
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
36723
760630
SH
SOLE
760630
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
17771
255035
SH
SOLE
255035
0
0
ISHARES MSCI ACWI ETF
ISHARES MSCI ACWI ETF
464288257
7144
99640
SH
SOLE
99640
0
0
JABIL INC
COMMON STOCK USD.001
466313103
1879
65400
SH
SOLE
65400
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
70
1179
SH
SOLE
1179
0
0
JOHN BEAN TECHNOLOGIES CORP
COMMON STOCK USD.01
477839104
464
4095
SH
SOLE
4095
0
0
JOHNSON & JOHNSON
COMMON STOCK USD1.0
478160104
33217
259204
SH
SOLE
259204
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
3159
28977
SH
SOLE
28977
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
202
1842
SH
SOLE
1842
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
843
12968
SH
SOLE
12968
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
116
5928
SH
SOLE
5928
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
1773
65546
SH
SOLE
65546
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
2368
21500
SH
SOLE
21500
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1156
17652
SH
SOLE
17652
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
819
15880
SH
SOLE
15880
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
152
6350
SH
SOLE
6350
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
60
1576
SH
SOLE
1576
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
82
2161
SH
SOLE
2161
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1221
40765
SH
SOLE
40765
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
8814
43383
SH
SOLE
43383
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
3961
36123
SH
SOLE
36123
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
914
56934
SH
SOLE
56934
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
19090
127505
SH
SOLE
127505
0
0
LAYNE CHRISTENSEN COMPANY
COMMON STOCK USD.01
521050104
1279
85700
SH
SOLE
85700
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
4820
25899
SH
SOLE
25899
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
7478
183956
SH
SOLE
183956
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
1162
17767
SH
SOLE
17767
0
0
LEMAITRE VASCULAR INC
COMMON STOCK USD.01
525558201
1185
32703
SH
SOLE
32703
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
165
2791
SH
SOLE
2791
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
1282
6271
SH
SOLE
6271
0
0
LEXICON PHARMACEUTICALS INC
COMMON STOCK USD.001
528872302
310
36202
SH
SOLE
36202
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
1370
34472
SH
SOLE
34472
0
0
ELI LILLY & CO
COMMON STOCK
532457108
5709
73792
SH
SOLE
73792
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
4662
63811
SH
SOLE
63811
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
2447
7241
SH
SOLE
7241
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
96
1926
SH
SOLE
1926
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
2429
84428
SH
SOLE
84428
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
542
6172
SH
SOLE
6172
0
0
LOXO ONCOLOGY INC
COMMON STOCK USD.0001
548862101
384
3330
SH
SOLE
3330
0
0
MDC HOLDINGS INC
COMMON STOCK USD.01
552676108
1244
44553
SH
SOLE
44553
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
4278
329076
SH
SOLE
329076
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
157
4490
SH
SOLE
4490
0
0
MACERICH CO/THE
REIT USD.01
554382101
46
818
SH
SOLE
818
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
159
9859
SH
SOLE
9859
0
0
MARCUS & MILLICHAP INC
COMMON STOCK USD.0001
566324109
1829
50731
SH
SOLE
50731
0
0
MARCUS CORPORATION
COMMON STOCK USD1.0
566330106
321
10591
SH
SOLE
10591
0
0
MARSH & MCLENNAN COS
COMMON STOCK USD1.0
571748102
2745
33234
SH
SOLE
33234
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
346
2548
SH
SOLE
2548
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
158
3909
SH
SOLE
3909
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
837
9515
SH
SOLE
9515
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
285
4645
SH
SOLE
4645
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
7252
154129
SH
SOLE
154129
0
0
MAXIMUS INC
COMMON STOCK
577933104
3372
50530
SH
SOLE
50530
0
0
MCDERMOTT INTL INC
COMMON STOCK USD1.0
580037109
640
105128
SH
SOLE
105128
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
4322
27637
SH
SOLE
27637
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
980
25057
SH
SOLE
25057
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
82702
906124
SH
SOLE
906124
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
7295
79850
SH
SOLE
79850
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
3586
68767
SH
SOLE
68767
0
0
MICROSEMI CORP
COMMON STOCK USD.2
595137100
2505
38700
SH
SOLE
38700
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
992
8017
SH
SOLE
8017
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
643
92307
SH
SOLE
92307
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
5146
22161
SH
SOLE
22161
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
10191
244213
SH
SOLE
244213
0
0
MONMOUTH REAL ESTATE INV COR
REIT USD.01
609720107
520
34549
SH
SOLE
34549
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
3199
19835
SH
SOLE
19835
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
2307
42746
SH
SOLE
42746
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
104
987
SH
SOLE
987
0
0
MULESOFT INC A
COMMON STOCK
625207105
1904
43300
SH
SOLE
43300
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
1296
50144
SH
SOLE
50144
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
1739
98246
SH
SOLE
98246
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
57
1854
SH
SOLE
1854
0
0
NANOMETRICS INC
COMMON STOCK
630077105
1235
45895
SH
SOLE
45895
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
72
830
SH
SOLE
830
0
0
NATIONAL BANK HOLD CL A
COMMON STOCK
633707104
1271
38213
SH
SOLE
38213
0
0
NATIONAL BEVERAGE CORP
COMMON STOCK USD.01
635017106
641
7196
SH
SOLE
7196
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
916
17800
SH
SOLE
17800
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
117
3181
SH
SOLE
3181
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
3167
80675
SH
SOLE
80675
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1047
41730
SH
SOLE
41730
0
0
NEKTAR THERAPEUTICS
COMMON STOCK USD.0001
640268108
1634
15376
SH
SOLE
15376
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
519
12944
SH
SOLE
12944
0
0
NEW ORIENTAL EDUCATIO SP ADR
ADR USD.01
647581107
201
2297
SH
SOLE
2297
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
110
4303
SH
SOLE
4303
0
0
NEWFIELD EXPLORATION CO
COMMON STOCK USD.01
651290108
86
3517
SH
SOLE
3517
0
0
NEWMARKET CORP
COMMON STOCK
651587107
622
1549
SH
SOLE
1549
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
193
4948
SH
SOLE
4948
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
639
9615
SH
SOLE
9615
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
159
5246
SH
SOLE
5246
0
0
NORDSON CORP
COMMON STOCK
655663102
5875
43091
SH
SOLE
43091
0
0
NORDSTROM INC
COMMON STOCK
655664100
52
1079
SH
SOLE
1079
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
465
3425
SH
SOLE
3425
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
155
1504
SH
SOLE
1504
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.0
666807102
528
1512
SH
SOLE
1512
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
189
3089
SH
SOLE
3089
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
785
23959
SH
SOLE
23959
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
4046
62284
SH
SOLE
62284
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
3604
24522
SH
SOLE
24522
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.0
680223104
818
38150
SH
SOLE
38150
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
1358
22516
SH
SOLE
22516
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
2097
28855
SH
SOLE
28855
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
1434
53050
SH
SOLE
53050
0
0
OPPENHEIMER HOLDINGS CL A
COMMON STOCK USD.001
683797104
306
11895
SH
SOLE
11895
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
1806
32038
SH
SOLE
32038
0
0
OWENS & MINOR INC
COMMON STOCK USD2.0
690732102
1067
68624
SH
SOLE
68624
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
7667
95360
SH
SOLE
95360
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
5281
34916
SH
SOLE
34916
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
13084
117243
SH
SOLE
117243
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
75
498
SH
SOLE
498
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
7732
116847
SH
SOLE
116847
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
962
8540
SH
SOLE
8540
0
0
PACWEST BANCORP
COMMON STOCK
695263103
2751
55532
SH
SOLE
55532
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
8026
46928
SH
SOLE
46928
0
0
PARSLEY ENERGY INC CLASS A
COMMON STOCK USD.01
701877102
325
11220
SH
SOLE
11220
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
804
45900
SH
SOLE
45900
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
135
2187
SH
SOLE
2187
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
5840
160006
SH
SOLE
160006
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
297
11296
SH
SOLE
11296
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
230
76100
SH
SOLE
76100
0
0
PEOPLE S UTAH BANCORP
COMMON STOCK USD.01
712706209
872
27005
SH
SOLE
27005
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
6164
56471
SH
SOLE
56471
0
0
PERKINELMER INC
COMMON STOCK USD1.0
714046109
124
1635
SH
SOLE
1635
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
8611
242620
SH
SOLE
242620
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
11007
110732
SH
SOLE
110732
0
0
PHILLIPS 66
COMMON STOCK
718546104
276
2881
SH
SOLE
2881
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
226
12833
SH
SOLE
12833
0
0
PINNACLE WEST CAPITAL
COMMON STOCK
723484101
48
598
SH
SOLE
598
0
0
PIPER JAFFRAY COS
COMMON STOCK USD.01
724078100
826
9944
SH
SOLE
9944
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
1031
9002
SH
SOLE
9002
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
1189
28567
SH
SOLE
28567
0
0
PORTOLA PHARMACEUTICALS INC
COMMON STOCK USD.001
737010108
163
4977
SH
SOLE
4977
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
5294
69881
SH
SOLE
69881
0
0
PROCTER & GAMBLE CO/THE
COMMON STOCK
742718109
8236
103885
SH
SOLE
103885
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
241
6266
SH
SOLE
6266
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
3288
53960
SH
SOLE
53960
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
537
4728
SH
SOLE
4728
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
5665
54711
SH
SOLE
54711
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
267
5322
SH
SOLE
5322
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
5104
173060
SH
SOLE
173060
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
599
10815
SH
SOLE
10815
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
6981
366672
SH
SOLE
366672
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
283
7878
SH
SOLE
7878
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
4659
41671
SH
SOLE
41671
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
563
45588
SH
SOLE
45588
0
0
RAVEN INDUSTRIES INC
COMMON STOCK USD1.0
754212108
624
17808
SH
SOLE
17808
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
62
699
SH
SOLE
699
0
0
RAYONIER INC
REIT
754907103
833
23674
SH
SOLE
23674
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
10486
48588
SH
SOLE
48588
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
1848
35726
SH
SOLE
35726
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
6200
41469
SH
SOLE
41469
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
2970
50352
SH
SOLE
50352
0
0
RELIANCE STEEL & ALUMINUM
COMMON STOCK
759509102
3903
45522
SH
SOLE
45522
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
760281204
694
18130
SH
SOLE
18130
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
1255
18945
SH
SOLE
18945
0
0
RESMED INC
COMMON STOCK USD.004
761152107
121
1230
SH
SOLE
1230
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754104
190
112800
SH
SOLE
112800
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
2953
51018
SH
SOLE
51018
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
1242
7132
SH
SOLE
7132
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
2811
20848
SH
SOLE
20848
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
383
1364
SH
SOLE
1364
0
0
ROSETTA STONE INC
COMMON STOCK USD.00005
777780107
868
66041
SH
SOLE
66041
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1408
18053
SH
SOLE
18053
0
0
ROYAL GOLD INC
COMMON STOCK USD.01
780287108
1151
13400
SH
SOLE
13400
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
603
21776
SH
SOLE
21776
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
669
27380
SH
SOLE
27380
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
1000
13345
SH
SOLE
13345
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.0
800013104
373
3133
SH
SOLE
3133
0
0
SANGAMO THERAPEUTICS INC
COMMON STOCK USD.01
800677106
258
13583
SH
SOLE
13583
0
0
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
420
5663
SH
SOLE
5663
0
0
SAUL CENTERS INC
REIT USD.01
804395101
427
8383
SH
SOLE
8383
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1722
25620
SH
SOLE
25620
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
19703
304145
SH
SOLE
304145
0
0
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.0
806882106
814
25166
SH
SOLE
25166
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
962
18413
SH
SOLE
18413
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
627
16015
SH
SOLE
16015
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.0
816300107
246
4055
SH
SOLE
4055
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1516
13633
SH
SOLE
13633
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
817565104
4099
108600
SH
SOLE
108600
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
866
36400
SH
SOLE
36400
0
0
SHORE BANCSHARES INC
COMMON STOCK USD.01
825107105
526
27903
SH
SOLE
27903
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
1261
44336
SH
SOLE
44336
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
10713
69410
SH
SOLE
69410
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
188
2955
SH
SOLE
2955
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
1593
12844
SH
SOLE
12844
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
8198
55562
SH
SOLE
55562
0
0
SONIC CORP
COMMON STOCK USD.01
835451105
549
21751
SH
SOLE
21751
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
1801
40334
SH
SOLE
40334
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
1272
22198
SH
SOLE
22198
0
0
SPARTON CORP
COMMON STOCK USD1.25
847235108
975
56000
SH
SOLE
56000
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
9040
108004
SH
SOLE
108004
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
307
3125
SH
SOLE
3125
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
3298
16403
SH
SOLE
16403
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
337
3537
SH
SOLE
3537
0
0
STANLEY BLACK & DECKER INC
COMMON STOCK USD2.5
854502101
177
1158
SH
SOLE
1158
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
4824
48369
SH
SOLE
48369
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
9543
215814
SH
SOLE
215814
0
0
STEPAN CO
COMMON STOCK USD1.0
858586100
1168
14040
SH
SOLE
14040
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
60
1033
SH
SOLE
1033
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
947
21550
SH
SOLE
21550
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
410
6926
SH
SOLE
6926
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
1179
47483
SH
SOLE
47483
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
425
2638
SH
SOLE
2638
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
808
59403
SH
SOLE
59403
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
1692
18517
SH
SOLE
18517
0
0
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
867892101
2665
175114
SH
SOLE
175114
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.0
867914103
442
6493
SH
SOLE
6493
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1402
30621
SH
SOLE
30621
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
136
5265
SH
SOLE
5265
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
482
5796
SH
SOLE
5796
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
2442
40732
SH
SOLE
40732
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
3786
165962
SH
SOLE
165962
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
15165
185936
SH
SOLE
185936
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
27456
627417
SH
SOLE
627417
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
288
2949
SH
SOLE
2949
0
0
TAL EDUCATION GROUP ADR
ADR
874080104
225
6062
SH
SOLE
6062
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
610
27714
SH
SOLE
27714
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
170
3225
SH
SOLE
3225
0
0
TARENA INTERNATIONAL INC ADR
ADR USD.001
876108101
97
8680
SH
SOLE
8680
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
1054
5632
SH
SOLE
5632
0
0
TELEFLEX INC
COMMON STOCK USD1.0
879369106
118
461
SH
SOLE
461
0
0
TENNECO INC
COMMON STOCK USD.01
880349105
2288
41707
SH
SOLE
41707
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
1660
36307
SH
SOLE
36307
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
11988
368980
SH
SOLE
368980
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
18109
174306
SH
SOLE
174306
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
117
1990
SH
SOLE
1990
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
1348
6530
SH
SOLE
6530
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
1032
8959
SH
SOLE
8959
0
0
TIFFANY & CO
COMMON STOCK USD.01
886547108
78
797
SH
SOLE
797
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
5481
57949
SH
SOLE
57949
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
4171
96430
SH
SOLE
96430
0
0
TORCHMARK CORP
COMMON STOCK USD1.0
891027104
14
162
SH
SOLE
162
0
0
TORO CO
COMMON STOCK USD1.0
891092108
754
12072
SH
SOLE
12072
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
87
1006
SH
SOLE
1006
0
0
TOWNSQUARE MEDIA INC CL A
COMMON STOCK USD.01
892231101
178
22442
SH
SOLE
22442
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
686
10878
SH
SOLE
10878
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
2365
7704
SH
SOLE
7704
0
0
TRIBUNE MEDIA CO A
COMMON STOCK
896047503
1381
34100
SH
SOLE
34100
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
67
1633
SH
SOLE
1633
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
3440
47003
SH
SOLE
47003
0
0
UDR INC
REIT USD.01
902653104
1544
43353
SH
SOLE
43353
0
0
UGI CORP
COMMON STOCK
902681105
7296
164253
SH
SOLE
164253
0
0
US BANCORP
COMMON STOCK USD.01
902973304
3841
76065
SH
SOLE
76065
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
1304
60888
SH
SOLE
60888
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
545
27564
SH
SOLE
27564
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
102
1465
SH
SOLE
1465
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
681
15850
SH
SOLE
15850
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
1151
6666
SH
SOLE
6666
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
18400
146240
SH
SOLE
146240
0
0
UNITIL CORP
COMMON STOCK
913259107
334
7195
SH
SOLE
7195
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
1135
9584
SH
SOLE
9584
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
580
30043
SH
SOLE
30043
0
0
VF CORP
COMMON STOCK
918204108
284
3828
SH
SOLE
3828
0
0
VANDA PHARMACEUTICALS INC
COMMON STOCK USD.001
921659108
761
45167
SH
SOLE
45167
0
0
VANGUARD S&P 500 ETF
VANGUARD S+P 500 ETF
922908363
17132
70770
SH
SOLE
70770
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
3296
177205
SH
SOLE
177205
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
1
6
SH
SOLE
6
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
1606
23859
SH
SOLE
23859
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
543
26088
SH
SOLE
26088
0
0
WADDELL & REED FINANCIAL A
COMMON STOCK USD.01
930059100
1380
68280
SH
SOLE
68280
0
0
WALMART INC
COMMON STOCK USD.1
931142103
6005
67490
SH
SOLE
67490
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
9255
141369
SH
SOLE
141369
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
3323
16728
SH
SOLE
16728
0
0
WEIGHT WATCHERS INTL INC
COMMON STOCK
948626106
298
4680
SH
SOLE
4680
0
0
WELBILT INC
COMMON STOCK USD.01
949090104
1051
54061
SH
SOLE
54061
0
0
WELLS FARGO & CO
COMMON STOCK USD1.666
949746101
1577
30092
SH
SOLE
30092
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
6294
68217
SH
SOLE
68217
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
607
31555
SH
SOLE
31555
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
793
7132
SH
SOLE
7132
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
155
4432
SH
SOLE
4432
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
104
678
SH
SOLE
678
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
150
6049
SH
SOLE
6049
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
584
8143
SH
SOLE
8143
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
1265
51512
SH
SOLE
51512
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
1353
31515
SH
SOLE
31515
0
0
WYNN RESORTS LTD
COMMON STOCK USD.01
983134107
80
438
SH
SOLE
438
0
0
XO GROUP INC
COMMON STOCK USD.01
983772104
2097
101075
SH
SOLE
101075
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
751
7373
SH
SOLE
7373
0
0
XILINX INC
COMMON STOCK USD.01
983919101
225
3108
SH
SOLE
3108
0
0
XENIA HOTELS & RESORTS INC
REIT USD.01
984017103
234
11885
SH
SOLE
11885
0
0
XEROX CORP
COMMON STOCK USD1.0
984121608
3029
105235
SH
SOLE
105235
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
331
6273
SH
SOLE
6273
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
6576
103824
SH
SOLE
103824
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
2197
104249
SH
SOLE
104249
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
46
1349
SH
SOLE
1349
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
9375
79070
SH
SOLE
79070
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
651
30041
SH
SOLE
30041
0
0
US SILICA HOLDINGS INC
COMMON STOCK USD.01
90346E103
405
15888
SH
SOLE
15888
0
0
BLACKHAWK NETWORK HOLDINGS I
COMMON STOCK USD.001
09238E104
2588
57900
SH
SOLE
57900
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
114
1327
SH
SOLE
1327
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
2353
143013
SH
SOLE
143013
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
915
45900
SH
SOLE
45900
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
3287
47343
SH
SOLE
47343
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.0
28176E108
3168
22703
SH
SOLE
22703
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
420
9772
SH
SOLE
9772
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
3131
99338
SH
SOLE
99338
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
225
1899
SH
SOLE
1899
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
1600
11525
SH
SOLE
11525
0
0
AES CORP
COMMON STOCK USD.01
00130H105
13
1111
SH
SOLE
1111
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
1297
64350
SH
SOLE
64350
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
4118
79652
SH
SOLE
79652
0
0
AT&T INC
COMMON STOCK USD1.0
00206R102
13505
378829
SH
SOLE
378829
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
12895
136237
SH
SOLE
136237
0
0
ACCELERON PHARMA INC
COMMON STOCK USD.001
00434H108
188
4811
SH
SOLE
4811
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
1009
14951
SH
SOLE
14951
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
2117
15212
SH
SOLE
15212
0
0
ADAMAS PHARMACEUTICALS INC
COMMON STOCK USD.001
00548A106
2168
90731
SH
SOLE
90731
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
9471
43831
SH
SOLE
43831
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
85
718
SH
SOLE
718
0
0
AECOM
COMMON STOCK USD.01
00766T100
1080
30300
SH
SOLE
30300
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
2760
16330
SH
SOLE
16330
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
571
8533
SH
SOLE
8533
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
79
1107
SH
SOLE
1107
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
21616
117772
SH
SOLE
117772
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
6151
157487
SH
SOLE
157487
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
66697
64642
SH
SOLE
64642
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
7934
7650
SH
SOLE
7650
0
0
ALTERYX INC CLASS A
COMMON STOCK
02156B103
633
18549
SH
SOLE
18549
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
8504
136464
SH
SOLE
136464
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
6914
133071
SH
SOLE
133071
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
1624
80868
SH
SOLE
80868
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
15090
103827
SH
SOLE
103827
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
146
988
SH
SOLE
988
0
0
ANDEAVOR
COMMON STOCK USD.167
03349M105
1842
18322
SH
SOLE
18322
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
92
588
SH
SOLE
588
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
174
8754
SH
SOLE
8754
0
0
APARTMENT INVT & MGMT CO A
REIT USD.01
03748R101
41
1001
SH
SOLE
1001
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
1919
109242
SH
SOLE
109242
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
645
8850
SH
SOLE
8850
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1151
35907
SH
SOLE
35907
0
0
ARCHROCK PARTNERS LP
MLP
03957U100
826
67627
SH
SOLE
67627
0
0
ARCONIC INC
COMMON STOCK
03965L100
60
2621
SH
SOLE
2621
0
0
ARRAY BIOPHARMA INC
COMMON STOCK USD.001
04269X105
876
53693
SH
SOLE
53693
0
0
BAKER HUGHES A GE CO
COMMON STOCK USD.0001
05722G100
1147
41305
SH
SOLE
41305
0
0
BANKUNITED INC
COMMON STOCK USD.01
06652K103
3050
76300
SH
SOLE
76300
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
2961
205050
SH
SOLE
205050
0
0
BBVA BANCO FRANCES SA ADR
ADR
07329M100
8949
392317
SH
SOLE
392317
0
0
BERRY GLOBAL GROUP INC
COMMON STOCK USD.01
08579W103
4730
86300
SH
SOLE
86300
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
139
1717
SH
SOLE
1717
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
3647
13319
SH
SOLE
13319
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
375
3685
SH
SOLE
3685
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
19061
35186
SH
SOLE
35186
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
1300
7615
SH
SOLE
7615
0
0
BLUEPRINT MEDICINES CORP
COMMON STOCK USD.001
09627Y109
1127
12285
SH
SOLE
12285
0
0
BOOKING HOLDINGS INC
COMMON STOCK USD.008
09857L108
2798
1345
SH
SOLE
1345
0
0
BOX INC CLASS A
COMMON STOCK USD.0001
10316T104
308
15000
SH
SOLE
15000
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
232
2119
SH
SOLE
2119
0
0
CBOE GLOBAL MARKETS INC
COMMON STOCK
12503M108
105
922
SH
SOLE
922
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
2141
45349
SH
SOLE
45349
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
4710
66988
SH
SOLE
66988
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
3086
32934
SH
SOLE
32934
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
412
2549
SH
SOLE
2549
0
0
CSRA INC
COMMON STOCK USD.001
12650T104
44
1079
SH
SOLE
1079
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
617
20406
SH
SOLE
20406
0
0
CA INC
COMMON STOCK USD.1
12673P105
994
29327
SH
SOLE
29327
0
0
C&J ENERGY SERVICES INC
COMMON STOCK
12674R100
387
15000
SH
SOLE
15000
0
0
CAESARS ENTERTAIN CORP
SR UNSECURED 10/24 5
127686AA1
860
493320
SH
SOLE
493320
0
0
CALLIDUS SOFTWARE INC
COMMON STOCK USD.001
13123E500
1309
36400
SH
SOLE
36400
0
0
CALLON PETROLEUM CO
COMMON STOCK USD.01
13123X102
257
19407
SH
SOLE
19407
0
0
CANNAE HOLDINGS INC
COMMON STOCK
13765N107
445
23616
SH
SOLE
23616
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
19473
203225
SH
SOLE
203225
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
152
2432
SH
SOLE
2432
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
727
54221
SH
SOLE
54221
0
0
CAVIUM INC
COMMON STOCK USD.001
14964U108
2540
32000
SH
SOLE
32000
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
89
833
SH
SOLE
833
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
1712
62480
SH
SOLE
62480
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
616
173399
SH
SOLE
173399
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
475
1527
SH
SOLE
1527
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
2366
123568
SH
SOLE
123568
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
999
3661
SH
SOLE
3661
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q208
1267
72800
SH
SOLE
72800
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
28134
655949
SH
SOLE
655949
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
1547
35645
SH
SOLE
35645
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
27596
807623
SH
SOLE
807623
0
0
COMMERCEHUB INC SERIES C
COMMON STOCK USD.01
20084V306
1909
84900
SH
SOLE
84900
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
970
2000000
SH
SOLE
2000000
0
0
CONCHO RESOURCES INC
COMMON STOCK USD.001
20605P101
262
1742
SH
SOLE
1742
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
15920
268515
SH
SOLE
268515
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
15752
69112
SH
SOLE
69112
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
823
6703
SH
SOLE
6703
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
10454
104266
SH
SOLE
104266
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
378
10061
SH
SOLE
10061
0
0
CORECIVIC INC
REIT USD.01
21871N101
1957
100259
SH
SOLE
100259
0
0
CORPORATE OFFICE PROPERTIES
REIT USD.01
22002T108
539
20877
SH
SOLE
20877
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
13773
73092
SH
SOLE
73092
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
293
2672
SH
SOLE
2672
0
0
DDR CORP
REIT USD.1
23317H102
204
27784
SH
SOLE
27784
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
3168
31513
SH
SOLE
31513
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
83
1253
SH
SOLE
1253
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
148
4660
SH
SOLE
4660
0
0
DISCOVERY INC A
COMMON STOCK USD.01
25470F104
62
2878
SH
SOLE
2878
0
0
DISCOVERY INC C
COMMON STOCK USD.01
25470F302
887
45440
SH
SOLE
45440
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
2033
30152
SH
SOLE
30152
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
3455
14791
SH
SOLE
14791
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
1550
42158
SH
SOLE
42158
0
0
DOWDUPONT INC
COMMON STOCK USD.01
26078J100
814256
12780670
SH
SOLE
12780670
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2879
37168
SH
SOLE
37168
0
0
DULUTH HOLDINGS INC CL B
COMMON STOCK
26443V101
88
4686
SH
SOLE
4686
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
5265
389455
SH
SOLE
389455
0
0
EQT CORP
COMMON STOCK
26884L109
124
2606
SH
SOLE
2606
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2762
49853
SH
SOLE
49853
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
362
38715
SH
SOLE
38715
0
0
EAGLE MATERIALS INC
COMMON STOCK USD.01
26969P108
4235
41100
SH
SOLE
41100
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
5174
82734
SH
SOLE
82734
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
4835
62046
SH
SOLE
62046
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
750
14253
SH
SOLE
14253
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
537
6635
SH
SOLE
6635
0
0
ENCOMPASS HEALTH CORP
COMMON STOCK USD.01
29261A100
1045
18286
SH
SOLE
18286
0
0
ENERGEN CORP
COMMON STOCK USD.01
29265N108
359
5714
SH
SOLE
5714
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
741
12445
SH
SOLE
12445
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
2258
32550
SH
SOLE
32550
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
3389
882552
SH
SOLE
882552
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29286C107
91
3727
SH
SOLE
3727
0
0
ENPRO INDUSTRIES INC
COMMON STOCK USD.01
29355X107
2044
26409
SH
SOLE
26409
0
0
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
29357K103
504
22878
SH
SOLE
22878
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
1876
53917
SH
SOLE
53917
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
6535
82948
SH
SOLE
82948
0
0
ENVESTNET INC
COMMON STOCK
29404K106
642
11201
SH
SOLE
11201
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
1773
15478
SH
SOLE
15478
0
0
ENVISION HEALTHCARE CORP
COMMON STOCK
29414D100
36
945
SH
SOLE
945
0
0
EQUINIX INC
REIT USD.001
29444U700
7222
17271
SH
SOLE
17271
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
2014
22948
SH
SOLE
22948
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
3295
53472
SH
SOLE
53472
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
5336
61188
SH
SOLE
61188
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2091
35487
SH
SOLE
35487
0
0
EVOLUTION PETROLEUM CORP
COMMON STOCK USD.001
30049A107
779
96800
SH
SOLE
96800
0
0
EXACT SCIENCES CORP
COMMON STOCK USD.01
30063P105
741
18376
SH
SOLE
18376
0
0
EXELON CORP
COMMON STOCK
30161N101
14761
378385
SH
SOLE
378385
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
100
4515
SH
SOLE
4515
0
0
EXPEDIA GROUP INC
COMMON STOCK USD.001
30212P303
96
866
SH
SOLE
866
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
3964
57379
SH
SOLE
57379
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
8824
101013
SH
SOLE
101013
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
280
10500
SH
SOLE
10500
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
7498
7131000
SH
SOLE
7131000
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
18682
250394
SH
SOLE
250394
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
45671
285821
SH
SOLE
285821
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
589
6121
SH
SOLE
6121
0
0
FNF GROUP
TRACKING STK USD.0001
31620R303
7789
194624
SH
SOLE
194624
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
8924
152083
SH
SOLE
152083
0
0
FIRST HAWAIIAN INC
COMMON STOCK USD.01
32051X108
244
8754
SH
SOLE
8754
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
701
23976
SH
SOLE
23976
0
0
FIVE PRIME THERAPEUTICS INC
COMMON STOCK USD.001
33830X104
432
25152
SH
SOLE
25152
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
613
27334
SH
SOLE
27334
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
82
1888
SH
SOLE
1888
0
0
FORTUNE BRANDS HOME & SECURI
COMMON STOCK USD.01
34964C106
6254
106203
SH
SOLE
106203
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
325
14093
SH
SOLE
14093
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
2571
146303
SH
SOLE
146303
0
0
GGP INC
REIT USD.01
36174X101
1504
73510
SH
SOLE
73510
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
507
15144
SH
SOLE
15144
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
8327
229142
SH
SOLE
229142
0
0
GENOMIC HEALTH INC
COMMON STOCK USD.0001
37244C101
1009
32253
SH
SOLE
32253
0
0
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
37890U108
843
17448
SH
SOLE
17448
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
443
3972
SH
SOLE
3972
0
0
GLOBAL BRASS & COPPER HOLDIN
COMMON STOCK USD.01
37953G103
1297
38776
SH
SOLE
38776
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
17552
69688
SH
SOLE
69688
0
0
GRANITE POINT MORTGAGE TRUST
REIT USD.01
38741L107
419
25352
SH
SOLE
25352
0
0
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
40171V100
517
6392
SH
SOLE
6392
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
5093
52510
SH
SOLE
52510
0
0
HCP INC
REIT USD1.0
40414L109
2417
104040
SH
SOLE
104040
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
2963
78100
SH
SOLE
78100
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
487
28890
SH
SOLE
28890
0
0
HRG GROUP INC
COMMON STOCK USD.01
40434J100
1073
65100
SH
SOLE
65100
0
0
HP INC
COMMON STOCK USD.01
40434L105
2941
134166
SH
SOLE
134166
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK
42330P107
349
60271
SH
SOLE
60271
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
476
31407
SH
SOLE
31407
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
176
10050
SH
SOLE
10050
0
0
HIGHPOINT RESOURCES CORP
COMMON STOCK USD.001
43114K108
579
114029
SH
SOLE
114029
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
1004
39613
SH
SOLE
39613
0
0
HOST HOTELS & RESORTS INC
REIT USD.01
44107P104
1440
77248
SH
SOLE
77248
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
815
3491
SH
SOLE
3491
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
272
30743
SH
SOLE
30743
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
1051
7373
SH
SOLE
7373
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
341
17519
SH
SOLE
17519
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
1683
20198
SH
SOLE
20198
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
321
4359
SH
SOLE
4359
0
0
INSPERITY INC
COMMON STOCK USD.01
45778Q107
1389
19978
SH
SOLE
19978
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
1793
31706
SH
SOLE
31706
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
306
4216
SH
SOLE
4216
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
598
8127
SH
SOLE
8127
0
0
INTUITIVE SURGICAL INC
COMMON STOCK USD.001
46120E602
412
999
SH
SOLE
999
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
2350
172279
SH
SOLE
172279
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
1528
66948
SH
SOLE
66948
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
4436
45211
SH
SOLE
45211
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
1135
34528
SH
SOLE
34528
0
0
ISHARES CORE MSCI EMERGING MAR
ISHARES CORE MSCI EMERGING
46434G103
167
2867
SH
SOLE
2867
0
0
JPMORGAN CHASE & CO
COMMON STOCK USD1.0
46625H100
52929
481307
SH
SOLE
481307
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
2602
14900
SH
SOLE
14900
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
3398
43062
SH
SOLE
43062
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
2011
82658
SH
SOLE
82658
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
518
36518
SH
SOLE
36518
0
0
KAPSTONE PAPER AND PACKAGING
COMMON STOCK USD.0001
48562P103
2594
75600
SH
SOLE
75600
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
956
13479
SH
SOLE
13479
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
39
2701
SH
SOLE
2701
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
6397
424754
SH
SOLE
424754
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
104
645
SH
SOLE
645
0
0
LEGACYTEXAS FINANCIAL GROUP
COMMON STOCK USD.01
52471Y106
751
17541
SH
SOLE
17541
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
1627
9849
SH
SOLE
9849
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
1577
13652
SH
SOLE
13652
0
0
M & T BANK CORP
COMMON STOCK USD.5
55261F104
210
1140
SH
SOLE
1140
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
1261
47526
SH
SOLE
47526
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
642
20144
SH
SOLE
20144
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
5894
50964
SH
SOLE
50964
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
399
2672
SH
SOLE
2672
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
53
1778
SH
SOLE
1778
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
604
265000
SH
SOLE
265000
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
7433
101671
SH
SOLE
101671
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
3249
24390
SH
SOLE
24390
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
11937
68151
SH
SOLE
68151
0
0
MATSON INC
COMMON STOCK
57686G105
1474
51456
SH
SOLE
51456
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
935
6639
SH
SOLE
6639
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
3839
295302
SH
SOLE
295302
0
0
MEDIFAST INC
COMMON STOCK USD.001
58470H101
1065
11397
SH
SOLE
11397
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
3955
71092
SH
SOLE
71092
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
429
1203
SH
SOLE
1203
0
0
MERCK & CO. INC.
COMMON STOCK USD.5
58933Y105
18919
347326
SH
SOLE
347326
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
1313
65166
SH
SOLE
65166
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
303
6613
SH
SOLE
6613
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
660
33495
SH
SOLE
33495
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1983
21736
SH
SOLE
21736
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
3542
47014
SH
SOLE
47014
0
0
MOMENTA PHARMACEUTICALS INC
COMMON STOCK USD.0001
60877T100
308
16962
SH
SOLE
16962
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
5228
44800
SH
SOLE
44800
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
144
5912
SH
SOLE
5912
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
284
9606
SH
SOLE
9606
0
0
NIC INC
COMMON STOCK
62914B100
1047
78740
SH
SOLE
78740
0
0
NRG YIELD INC CLASS A
COMMON STOCK USD.01
62942X306
1566
95245
SH
SOLE
95245
0
0
NVR INC
COMMON STOCK USD.01
62944T105
252
90
SH
SOLE
90
0
0
NATL HEALTH INVESTORS INC
REIT USD.01
63633D104
2245
33358
SH
SOLE
33358
0
0
NAUTILUS INC
COMMON STOCK
63910B102
486
36114
SH
SOLE
36114
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
1521
24662
SH
SOLE
24662
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
4203
14229
SH
SOLE
14229
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
8063
28758
SH
SOLE
28758
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
764
9215
SH
SOLE
9215
0
0
NEVRO CORP
COMMON STOCK USD.001
64157F103
434
5005
SH
SOLE
5005
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
4399
267400
SH
SOLE
267400
0
0
NEW RELIC INC
COMMON STOCK USD.001
64829B100
1036
13977
SH
SOLE
13977
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
72
4588
SH
SOLE
4588
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
6755
101575
SH
SOLE
101575
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
4034
24697
SH
SOLE
24697
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
616
24798
SH
SOLE
24798
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
10677
46103
SH
SOLE
46103
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
2246
9080
SH
SOLE
9080
0
0
ONE GAS INC
COMMON STOCK
68235P108
386
5849
SH
SOLE
5849
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
16719
365452
SH
SOLE
365452
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
1281
75841
SH
SOLE
75841
0
0
ORBITAL ATK INC
COMMON STOCK USD.01
68557N103
2619
19750
SH
SOLE
19750
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
768
15669
SH
SOLE
15669
0
0
P G & E CORP
COMMON STOCK
69331C108
209
4768
SH
SOLE
4768
0
0
PNM RESOURCES INC
COMMON STOCK
69349H107
1960
51251
SH
SOLE
51251
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
183
6455
SH
SOLE
6455
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
851
10261
SH
SOLE
10261
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
5246
46411
SH
SOLE
46411
0
0
PTC INC
COMMON STOCK USD.01
69370C100
712
9133
SH
SOLE
9133
0
0
PAYCOM SOFTWARE INC
COMMON STOCK USD.01
70432V102
1408
13108
SH
SOLE
13108
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
1127
14854
SH
SOLE
14854
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
1496
43543
SH
SOLE
43543
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
829
27760
SH
SOLE
27760
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
1167
74949
SH
SOLE
74949
0
0
PINNACLE ENTERTAINMENT INC
COMMON STOCK USD.01
72348Y105
2490
82600
SH
SOLE
82600
0
0
PLY GEM HOLDINGS INC
COMMON STOCK USD.01
72941W100
976
45165
SH
SOLE
45165
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
2977
20632
SH
SOLE
20632
0
0
PREFERRED APARTMENT COMMUN A
REIT USD.01
74039L103
629
44356
SH
SOLE
44356
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
4663
138285
SH
SOLE
138285
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
162
1503
SH
SOLE
1503
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
60
981
SH
SOLE
981
0
0
PROLOGIS INC
REIT USD.01
74340W103
6986
110900
SH
SOLE
110900
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6397
31923
SH
SOLE
31923
0
0
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
74587V107
2355
34613
SH
SOLE
34613
0
0
QEP RESOURCES INC
COMMON STOCK USD.01
74733V100
320
32678
SH
SOLE
32678
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
371
10253
SH
SOLE
10253
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
87
1228
SH
SOLE
1228
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
2473
33999
SH
SOLE
33999
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
73
731
SH
SOLE
731
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
1612
31111
SH
SOLE
31111
0
0
RLJ LODGING TRUST
REIT
74965L101
7019
361057
SH
SOLE
361057
0
0
RMR GROUP INC/THE A
COMMON STOCK
74967R106
496
7090
SH
SOLE
7090
0
0
RSP PERMIAN INC
COMMON STOCK USD.01
74978Q105
2130
45425
SH
SOLE
45425
0
0
RANGE RESOURCES CORP
COMMON STOCK USD.01
75281A109
49
3377
SH
SOLE
3377
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
1026
37600
SH
SOLE
37600
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
743
39991
SH
SOLE
39991
0
0
RESOURCES CONNECTION INC
COMMON STOCK USD.01
76122Q105
619
38181
SH
SOLE
38181
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1744
98709
SH
SOLE
98709
0
0
RINGCENTRAL INC CLASS A
COMMON STOCK USD.0001
76680R206
1305
20551
SH
SOLE
20551
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
685
8846
SH
SOLE
8846
0
0
S&P GLOBAL INC
COMMON STOCK USD1.0
78409V104
347
1817
SH
SOLE
1817
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
122
715
SH
SOLE
715
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
5096
52626
SH
SOLE
52626
0
0
SRC ENERGY INC
COMMON STOCK USD.001
78470V108
585
62023
SH
SOLE
62023
0
0
SVB FINANCIAL GROUP
COMMON STOCK USD.001
78486Q101
442
1843
SH
SOLE
1843
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
410
23218
SH
SOLE
23218
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X204
2187
1620267
SH
SOLE
1620267
0
0
SAGE THERAPEUTICS INC
COMMON STOCK USD.0001
78667J108
484
3002
SH
SOLE
3002
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
10526
90504
SH
SOLE
90504
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
1405
96846
SH
SOLE
96846
0
0
SCANA CORP
COMMON STOCK
80589M102
92
2451
SH
SOLE
2451
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
180
4215
SH
SOLE
4215
0
0
MATERIALS SELECT SECTOR SPDR F
MATERIALS SELECT SECTOR SPDR
81369Y100
20467
359455
SH
SOLE
359455
0
0
SELECT ENERGY SERVICES INC A
COMMON STOCK USD.01
81617J301
54
4265
SH
SOLE
4265
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
1185
60823
SH
SOLE
60823
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
622
39717
SH
SOLE
39717
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
443
6280
SH
SOLE
6280
0
0
SERVICENOW INC
COMMON STOCK USD.001
81762P102
235
1423
SH
SOLE
1423
0
0
SHUTTERFLY INC
COMMON STOCK USD.0001
82568P304
1278
15731
SH
SOLE
15731
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
2820
45300
SH
SOLE
45300
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
2418
24114
SH
SOLE
24114
0
0
SMART SAND INC
COMMON STOCK USD.001
83191H107
348
59808
SH
SOLE
59808
0
0
SOLARIS OILFIELD INFRAST A
COMMON STOCK USD.01
83418M103
501
30282
SH
SOLE
30282
0
0
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
84763A108
513
31874
SH
SOLE
31874
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860W102
229
29479
SH
SOLE
29479
0
0
STUDENT TRANSPORTATION INC
COMMON STOCK
86388A108
1298
173300
SH
SOLE
173300
0
0
SYNCHRONOSS TECHNOLOGIES INC
COMMON STOCK USD.0001
87157B103
792
75036
SH
SOLE
75036
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
347
7585
SH
SOLE
7585
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
1413
28290
SH
SOLE
28290
0
0
SYNTEL INC
COMMON STOCK
87162H103
866
33919
SH
SOLE
33919
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
3841
32438
SH
SOLE
32438
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
172
5135
SH
SOLE
5135
0
0
SYNEOS HEALTH INC
COMMON STOCK USD.01
87166B102
355
9993
SH
SOLE
9993
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
504
6236
SH
SOLE
6236
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
2217
64249
SH
SOLE
64249
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
561
11460
SH
SOLE
11460
0
0
TG THERAPEUTICS INC
COMMON STOCK USD.001
88322Q108
830
58421
SH
SOLE
58421
0
0
TIER REIT INC
REIT USD.0001
88650V208
952
51491
SH
SOLE
51491
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
11379
310129
SH
SOLE
310129
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
19803
327868
SH
SOLE
327868
0
0
UBIQUITI NETWORKS INC
COMMON STOCK USD.001
90347A100
382
5548
SH
SOLE
5548
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
756
6727
SH
SOLE
6727
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
34644
161890
SH
SOLE
161890
0
0
UNIVAR INC
COMMON STOCK USD.01
91336L107
7895
284505
SH
SOLE
284505
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
2764
58046
SH
SOLE
58046
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
3330
15020
SH
SOLE
15020
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
6022
64912
SH
SOLE
64912
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
3485
28418
SH
SOLE
28418
0
0
VENTAS INC
REIT USD.25
92276F100
3383
68295
SH
SOLE
68295
0
0
VEREIT INC
REIT USD.01
92339V100
954
137075
SH
SOLE
137075
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
6877
143806
SH
SOLE
143806
0
0
VERISK ANALYTICS INC
COMMON STOCK USD.001
92345Y106
162
1557
SH
SOLE
1557
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
6352
38972
SH
SOLE
38972
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
61
1966
SH
SOLE
1966
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
41298
345245
SH
SOLE
345245
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
279
196172
SH
SOLE
196172
0
0
WP CAREY INC
REIT USD.001
92936U109
1229
19819
SH
SOLE
19819
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
1936
30883
SH
SOLE
30883
0
0
WASHINGTON PRIME GROUP INC
REIT USD.0001
93964W108
486
72805
SH
SOLE
72805
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
6080
72279
SH
SOLE
72279
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
2067
37967
SH
SOLE
37967
0
0
WESTROCK CO
COMMON STOCK
96145D105
10305
160583
SH
SOLE
160583
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK
97650W108
907
10537
SH
SOLE
10537
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
2230
19485
SH
SOLE
19485
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
121
2666
SH
SOLE
2666
0
0
XYLEM INC
COMMON STOCK
98419M100
1228
15961
SH
SOLE
15961
0
0
YY INC ADR
ADR USD.00001
98426T106
3864
36728
SH
SOLE
36728
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
9307
85350
SH
SOLE
85350
0
0
ZIX CORP
COMMON STOCK USD.01
98974P100
408
95543
SH
SOLE
95543
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
1996
23907
SH
SOLE
23907
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
868
14532
SH
SOLE
14532
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
15290
179268
SH
SOLE
179268
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
382
2272
SH
SOLE
2272
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2539
38057
SH
SOLE
38057
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
255
1820
SH
SOLE
1820
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
1045
12213
SH
SOLE
12213
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
4543
170975
SH
SOLE
170975
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
1738
48000
SH
SOLE
48000
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
2719
17714
SH
SOLE
17714
0
0
BRIGHTSPHERE INVESTMENT GROU
COMMON STOCK USD.001
G1644T109
1349
85585
SH
SOLE
85585
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
287
3596
SH
SOLE
3596
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
7622
179089
SH
SOLE
179089
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
989
3851
SH
SOLE
3851
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
411
13108
SH
SOLE
13108
0
0
GENPACT LTD
COMMON STOCK USD.01
G3922B107
2199
68744
SH
SOLE
68744
0
0
HOLLYSYS AUTOMATION TECHNOLO
COMMON STOCK USD.0001
G45667105
544
22006
SH
SOLE
22006
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
15941
186426
SH
SOLE
186426
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
2751
85927
SH
SOLE
85927
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
646
7303
SH
SOLE
7303
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
837
10439
SH
SOLE
10439
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
7443
119901
SH
SOLE
119901
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
169
1986
SH
SOLE
1986
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
105
3307
SH
SOLE
3307
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK USD.001
G66721104
68
1280
SH
SOLE
1280
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
3309
286727
SH
SOLE
286727
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
86
1464
SH
SOLE
1464
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
13
194
SH
SOLE
194
0
0
STERIS PLC
COMMON STOCK
G84720104
7972
85387
SH
SOLE
85387
0
0
TECHNIPFMC PLC
COMMON STOCK USD1.0
G87110105
3719
126276
SH
SOLE
126276
0
0
THIRD POINT REINSURANCE LTD
COMMON STOCK USD.1
G8827U100
719
51566
SH
SOLE
51566
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
5200
77100
SH
SOLE
77100
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
126
828
SH
SOLE
828
0
0
PERRIGO CO PLC
COMMON STOCK EUR.001
G97822103
87
1041
SH
SOLE
1041
0
0
XL GROUP LTD
COMMON STOCK
G98294104
4576
82802
SH
SOLE
82802
0
0
CHUBB LTD
COMMON STOCK
H1467J104
427
3121
SH
SOLE
3121
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
19696
197161
SH
SOLE
197161
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
5172
69848
SH
SOLE
69848
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
365
7149
SH
SOLE
7149
0
0
ORBOTECH LTD
COMMON STOCK USD.14
M75253100
2203
35434
SH
SOLE
35434
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
515
19156
SH
SOLE
19156
0
0
CORE LABORATORIES N.V.
COMMON STOCK EUR.02
N22717107
827
7645
SH
SOLE
7645
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
8907
84280
SH
SOLE
84280
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
4508
109506
SH
SOLE
109506
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
4493
38400
SH
SOLE
38400
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
2150
18259
SH
SOLE
18259
0
0
BROADCOM LTD
COMMON STOCK
Y09827109
3841
16301
SH
SOLE
16301
0
0
COSTAMARE INC
COMMON STOCK USD.0001
Y1771G102
1288
206436
SH
SOLE
206436
0
0