0001140361-18-034104.txt : 20180730
0001140361-18-034104.hdr.sgml : 20180730
20180730135748
ACCESSION NUMBER: 0001140361-18-034104
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180630
FILED AS OF DATE: 20180730
DATE AS OF CHANGE: 20180730
EFFECTIVENESS DATE: 20180730
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: 18977105
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
DATE OF NAME CHANGE: 20090126
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
06-30-2018
06-30-2018
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
07-26-2018
0
973
4228015
false
INFORMATION TABLE
2
form13fInfoTable.xml
AARON S INC
COMMON STOCK USD.5
002535300
1602
36867
SH
SOLE
36867
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
22898
375445
SH
SOLE
375445
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
11095
119747
SH
SOLE
119747
0
0
ABERCROMBIE FITCH CO CL A
COMMON STOCK USD.01
002896207
389
15871
SH
SOLE
15871
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
1806
4415
SH
SOLE
4415
0
0
ACCELERON PHARMA INC
COMMON STOCK USD.001
00434H108
751
15488
SH
SOLE
15488
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
2741
16758
SH
SOLE
16758
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
1326
17379
SH
SOLE
17379
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
115
993
SH
SOLE
993
0
0
ADAMAS PHARMACEUTICALS INC
COMMON STOCK USD.001
00548A106
2170
84021
SH
SOLE
84021
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
805
16358
SH
SOLE
16358
0
0
ADOBE SYSTEMS INC
COMMON STOCK USD.0001
00724F101
6261
25680
SH
SOLE
25680
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
123
908
SH
SOLE
908
0
0
AECOM
COMMON STOCK USD.01
00766T100
2690
81450
SH
SOLE
81450
0
0
AES CORP
COMMON STOCK USD.01
00130H105
74
5536
SH
SOLE
5536
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
3529
19231
SH
SOLE
19231
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
824
5540
SH
SOLE
5540
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
5933
137903
SH
SOLE
137903
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
755
4850
SH
SOLE
4850
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
124
1699
SH
SOLE
1699
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
88
1451
SH
SOLE
1451
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
2096
16609
SH
SOLE
16609
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
21352
115085
SH
SOLE
115085
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
288
843
SH
SOLE
843
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
12643
163437
SH
SOLE
163437
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
627
3759
SH
SOLE
3759
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
2097
8991
SH
SOLE
8991
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
4256
105103
SH
SOLE
105103
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
5881
64433
SH
SOLE
64433
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
8324
7372
SH
SOLE
7372
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
70875
63528
SH
SOLE
63528
0
0
ALTABA INC
ALTABA INC
021346101
1830
25000
SH
SOLE
25000
0
0
ALTERYX INC CLASS A
COMMON STOCK
02156B103
431
11291
SH
SOLE
11291
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
10513
185121
SH
SOLE
185121
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
1287
65977
SH
SOLE
65977
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
80774
47520
SH
SOLE
47520
0
0
AMBER ROAD INC
COMMON STOCK USD.001
02318Y108
378
40144
SH
SOLE
40144
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
4466
71801
SH
SOLE
71801
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2400
36254
SH
SOLE
36254
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
180
2953
SH
SOLE
2953
0
0
AMERESCO INC CL A
COMMON STOCK USD.0001
02361E108
380
31650
SH
SOLE
31650
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
5131
135160
SH
SOLE
135160
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
2892
75534
SH
SOLE
75534
0
0
AMERICAN AXLE MFG HOLDINGS
COMMON STOCK USD.01
024061103
1333
85671
SH
SOLE
85671
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
1078
25134
SH
SOLE
25134
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
1306
56178
SH
SOLE
56178
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
6662
96199
SH
SOLE
96199
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
1666
17001
SH
SOLE
17001
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
1940
87471
SH
SOLE
87471
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
10963
206764
SH
SOLE
206764
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
15689
108821
SH
SOLE
108821
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
207
1483
SH
SOLE
1483
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
143
1679
SH
SOLE
1679
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
17638
244432
SH
SOLE
244432
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
11952
64749
SH
SOLE
64749
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
3102
52942
SH
SOLE
52942
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
2797
32093
SH
SOLE
32093
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
555
38083
SH
SOLE
38083
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
413
5637
SH
SOLE
5637
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
13184
137451
SH
SOLE
137451
0
0
ANDEAVOR
COMMON STOCK USD.167
03349M105
3897
29707
SH
SOLE
29707
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
164
20000
SH
SOLE
20000
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
130
744
SH
SOLE
744
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
1245
58323
SH
SOLE
58323
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
9043
37990
SH
SOLE
37990
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
827
17687
SH
SOLE
17687
0
0
APARTMENT INVT MGMT CO A
REIT USD.01
03748R101
69
1639
SH
SOLE
1639
0
0
APERGY CORP
COMMON STOCK USD.01
03755L104
248
5942
SH
SOLE
5942
0
0
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
037598109
1688
35042
SH
SOLE
35042
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
868
48529
SH
SOLE
48529
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
91538
494507
SH
SOLE
494507
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
1932
27544
SH
SOLE
27544
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
11375
246268
SH
SOLE
246268
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
214
2337
SH
SOLE
2337
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1305
28545
SH
SOLE
28545
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
2273
85895
SH
SOLE
85895
0
0
ARCHROCK INC
COMMON STOCK USD.01
03957W106
2126
177166
SH
SOLE
177166
0
0
ARES COMMERCIAL REAL ESTATE
REIT USD.01
04013V108
688
49795
SH
SOLE
49795
0
0
ARRAY BIOPHARMA INC
COMMON STOCK USD.001
04269X105
1360
81070
SH
SOLE
81070
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
1306
53443
SH
SOLE
53443
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
4327
57479
SH
SOLE
57479
0
0
ARTHUR J GALLAGHER CO
COMMON STOCK USD1.0
363576109
103
1579
SH
SOLE
1579
0
0
ARTISAN PARTNERS ASSET MA A
COMMON STOCK USD.01
04316A108
615
20390
SH
SOLE
20390
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
2307
24875
SH
SOLE
24875
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
96
930
SH
SOLE
930
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
2140
59900
SH
SOLE
59900
0
0
AT T INC
COMMON STOCK USD1.0
00206R102
13029
405754
SH
SOLE
405754
0
0
ATARA BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
046513107
379
10315
SH
SOLE
10315
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
2479
119355
SH
SOLE
119355
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
624
283822
SH
SOLE
283822
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
999
2000000
SH
SOLE
2000000
0
0
AUTODESK INC
COMMON STOCK USD.01
052769106
671
5116
SH
SOLE
5116
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
585
4358
SH
SOLE
4358
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
11708
17450
SH
SOLE
17450
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
4851
28223
SH
SOLE
28223
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
1774
17374
SH
SOLE
17374
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
607
18677
SH
SOLE
18677
0
0
BAIDU INC SPON ADR
ADR USD.00005
056752108
1464
6025
SH
SOLE
6025
0
0
BAKER HUGHES A GE CO
COMMON STOCK USD.0001
05722G100
4518
136799
SH
SOLE
136799
0
0
BALL CORP
COMMON STOCK
058498106
295
8312
SH
SOLE
8312
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
31392
1113582
SH
SOLE
1113582
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
1065
12766
SH
SOLE
12766
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
1838
34085
SH
SOLE
34085
0
0
BARNES NOBLE INC
COMMON STOCK USD.001
067774109
585
92151
SH
SOLE
92151
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
2334
210050
SH
SOLE
210050
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
1881
25477
SH
SOLE
25477
0
0
BB T CORP
COMMON STOCK USD5.0
054937107
351
6951
SH
SOLE
6951
0
0
BBVA BANCO FRANCES SA ADR
ADR
07329M100
4617
373534
SH
SOLE
373534
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
18242
76149
SH
SOLE
76149
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
25900
138763
SH
SOLE
138763
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
2504
61678
SH
SOLE
61678
0
0
BERRY GLOBAL GROUP INC
COMMON STOCK USD.01
08579W103
2490
54205
SH
SOLE
54205
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1657
22217
SH
SOLE
22217
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
1729
41382
SH
SOLE
41382
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
3460
11920
SH
SOLE
11920
0
0
BITAUTO HOLDINGS LTD ADR
ADR USD.00004
091727107
319
13406
SH
SOLE
13406
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
15860
31781
SH
SOLE
31781
0
0
BLUE HILLS BANCORP INC
COMMON STOCK USD.01
095573101
401
18059
SH
SOLE
18059
0
0
BLUEPRINT MEDICINES CORP
COMMON STOCK USD.001
09627Y109
780
12285
SH
SOLE
12285
0
0
BMC STOCK HOLDINGS INC
COMMON STOCK USD.01
05591B109
804
38569
SH
SOLE
38569
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
11075
33010
SH
SOLE
33010
0
0
BOOKING HOLDINGS INC
COMMON STOCK USD.008
09857L108
2499
1233
SH
SOLE
1233
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
3118
71303
SH
SOLE
71303
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
1871
43343
SH
SOLE
43343
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
2225
7425
SH
SOLE
7425
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
3217
25647
SH
SOLE
25647
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
5471
167312
SH
SOLE
167312
0
0
BOX INC CLASS A
COMMON STOCK USD.0001
10316T104
375
15000
SH
SOLE
15000
0
0
BRANDYWINE REALTY TRUST
REIT USD.01
105368203
927
54936
SH
SOLE
54936
0
0
BRIGHTHOUSE FINANCIAL INC
COMMON STOCK USD.01
10922N103
58
1456
SH
SOLE
1456
0
0
BRIGHTSPHERE INVESTMENT GROU
COMMON STOCK USD.001
G1644T109
1220
85585
SH
SOLE
85585
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1824
38315
SH
SOLE
38315
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
9096
164366
SH
SOLE
164366
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
1041
59705
SH
SOLE
59705
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
376
3269
SH
SOLE
3269
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
920
33182
SH
SOLE
33182
0
0
BROWN FORMAN CORP CLASS B
COMMON STOCK USD.15
115637209
113
2304
SH
SOLE
2304
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
7588
117677
SH
SOLE
117677
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
337
4029
SH
SOLE
4029
0
0
C J ENERGY SERVICES INC
COMMON STOCK
12674R100
366
15500
SH
SOLE
15500
0
0
CA INC
COMMON STOCK USD.1
12673P105
959
26905
SH
SOLE
26905
0
0
CABOT OIL GAS CORP
COMMON STOCK USD.1
127097103
3449
144922
SH
SOLE
144922
0
0
CAESARS ENTERTAIN CORP
SR UNSECURED 10/24 5
127686AA1
844
493320
SH
SOLE
493320
0
0
CAESARS ENTERTAINMENT CORP
COMMON STOCK USD.01
127686103
1095
102314
SH
SOLE
102314
0
0
CALLON PETROLEUM CO
COMMON STOCK USD.01
13123X102
313
29163
SH
SOLE
29163
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
1528
29216
SH
SOLE
29216
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
1226
13450
SH
SOLE
13450
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
1220
30097
SH
SOLE
30097
0
0
CANADIAN NATURAL RESOURCES
COMMON STOCK
136385101
3781
104830
SH
SOLE
104830
0
0
CANNAE HOLDINGS INC
COMMON STOCK
13765N107
438
23616
SH
SOLE
23616
0
0
CAPELLA EDUCATION CO
COMMON STOCK USD.01
139594105
2162
21900
SH
SOLE
21900
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
16765
182426
SH
SOLE
182426
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
187
3830
SH
SOLE
3830
0
0
CARE.COM INC
COMMON STOCK USD.001
141633107
1873
89684
SH
SOLE
89684
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
828
49606
SH
SOLE
49606
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
2071
36133
SH
SOLE
36133
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
4051
37370
SH
SOLE
37370
0
0
CATALENT INC
COMMON STOCK USD.01
148806102
1710
40829
SH
SOLE
40829
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
828
6100
SH
SOLE
6100
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
2221
54842
SH
SOLE
54842
0
0
CAVIUM INC
COMMON STOCK USD.001
14964U108
2768
32000
SH
SOLE
32000
0
0
CBOE GLOBAL MARKETS INC
COMMON STOCK
12503M108
159
1529
SH
SOLE
1529
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
2220
46492
SH
SOLE
46492
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
292
5190
SH
SOLE
5190
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
8285
127370
SH
SOLE
127370
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
3248
40201
SH
SOLE
40201
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
1363
288800
SH
SOLE
288800
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
235
2115
SH
SOLE
2115
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
14361
180827
SH
SOLE
180827
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
207
1681
SH
SOLE
1681
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
3349
120860
SH
SOLE
120860
0
0
CENTERSTATE BANK CORP
COMMON STOCK USD.01
15201P109
336
11251
SH
SOLE
11251
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
596
173399
SH
SOLE
173399
0
0
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
4064
218037
SH
SOLE
218037
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
188
4226
SH
SOLE
4226
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
946
8423
SH
SOLE
8423
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
709
2419
SH
SOLE
2419
0
0
CHARTER FINANCIAL CORP
COMMON STOCK USD.01
16122W108
2048
84800
SH
SOLE
84800
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
2129
100328
SH
SOLE
100328
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
1326
4121
SH
SOLE
4121
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
1696
38233
SH
SOLE
38233
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
3048
96345
SH
SOLE
96345
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
33737
266842
SH
SOLE
266842
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
123
286
SH
SOLE
286
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
1010
13363
SH
SOLE
13363
0
0
CHUBB LTD
COMMON STOCK
H1467J104
723
5694
SH
SOLE
5694
0
0
CHURCH DWIGHT CO INC
COMMON STOCK USD1.0
171340102
215
4052
SH
SOLE
4052
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
1890
11123
SH
SOLE
11123
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
221
2171
SH
SOLE
2171
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
167
2498
SH
SOLE
2498
0
0
CINTAS CORP
COMMON STOCK
172908105
7305
39469
SH
SOLE
39469
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
328
8559
SH
SOLE
8559
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
28721
667467
SH
SOLE
667467
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
28710
429013
SH
SOLE
429013
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
8737
224612
SH
SOLE
224612
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
2946
28098
SH
SOLE
28098
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
9137
67554
SH
SOLE
67554
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
545
3326
SH
SOLE
3326
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
465
9833
SH
SOLE
9833
0
0
CNA FINANCIAL CORP
COMMON STOCK USD2.5
126117100
2647
57952
SH
SOLE
57952
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
18092
412496
SH
SOLE
412496
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
1903
35645
SH
SOLE
35645
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
394
8838
SH
SOLE
8838
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
4026
50965
SH
SOLE
50965
0
0
COHEN STEERS INC
COMMON STOCK USD.01
19247A100
381
9133
SH
SOLE
9133
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
405
2592
SH
SOLE
2592
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
4481
69144
SH
SOLE
69144
0
0
COLONY CAPITAL INC
SR UNSECURED 04/23 5
19624RAA4
5372
5670000
SH
SOLE
5670000
0
0
COLONY CAPITAL INC
REIT USD.01
19626G108
674
107998
SH
SOLE
107998
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
742
8114
SH
SOLE
8114
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
21540
656507
SH
SOLE
656507
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
3565
39214
SH
SOLE
39214
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
2433
53115
SH
SOLE
53115
0
0
COMMUNITY HEALTHCARE TRUST I
REIT USD.01
20369C106
220
7355
SH
SOLE
7355
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
4432
124034
SH
SOLE
124034
0
0
CONCHO RESOURCES INC
COMMON STOCK USD.001
20605P101
246
1776
SH
SOLE
1776
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
18211
261576
SH
SOLE
261576
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
373
4783
SH
SOLE
4783
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
16834
76913
SH
SOLE
76913
0
0
CONTINENTAL BUILDING PRODUCT
COMMON STOCK USD.001
211171103
558
17675
SH
SOLE
17675
0
0
CONTINENTAL RESOURCES INC/OK
COMMON STOCK USD.01
212015101
327
5046
SH
SOLE
5046
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
265
1125
SH
SOLE
1125
0
0
COPART INC
COMMON STOCK
217204106
2073
36647
SH
SOLE
36647
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
1460
92845
SH
SOLE
92845
0
0
CORE LABORATORIES N.V.
COMMON STOCK EUR.02
N22717107
1086
8606
SH
SOLE
8606
0
0
CORECIVIC INC
REIT USD.01
21871N101
157
6572
SH
SOLE
6572
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
378
10061
SH
SOLE
10061
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
10879
98166
SH
SOLE
98166
0
0
CORNING INC
COMMON STOCK USD.5
219350105
327
11884
SH
SOLE
11884
0
0
COSTAMARE INC
COMMON STOCK USD.0001
Y1771G102
464
58097
SH
SOLE
58097
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
19208
91914
SH
SOLE
91914
0
0
COTIVITI HOLDINGS INC
COMMON STOCK USD.001
22164K101
2064
46760
SH
SOLE
46760
0
0
COUSINS PROPERTIES INC
REIT USD1.0
222795106
1137
117307
SH
SOLE
117307
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
827
5291
SH
SOLE
5291
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
3071
38326
SH
SOLE
38326
0
0
CREDIT ACCEPTANCE CORP
COMMON STOCK USD.01
225310101
734
2078
SH
SOLE
2078
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
458
4247
SH
SOLE
4247
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
10603
236893
SH
SOLE
236893
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
15520
243334
SH
SOLE
243334
0
0
CUBESMART
REIT USD.01
229663109
1142
35434
SH
SOLE
35434
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
4657
35018
SH
SOLE
35018
0
0
CVR ENERGY INC WHEN ISSUE
COMMON STOCK USD.01
12662P108
1026
27725
SH
SOLE
27725
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
6916
107478
SH
SOLE
107478
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
470
7461
SH
SOLE
7461
0
0
CYTOMX THERAPEUTICS INC
COMMON STOCK USD.00001
23284F105
345
15088
SH
SOLE
15088
0
0
DANA INC
COMMON STOCK USD.01
235825205
490
24258
SH
SOLE
24258
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
16662
168850
SH
SOLE
168850
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
125
1165
SH
SOLE
1165
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
124
1791
SH
SOLE
1791
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
750
11237
SH
SOLE
11237
0
0
DDR CORP
REIT USD.1
23317H854
408
22816
SH
SOLE
22816
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370203
1263
120145
SH
SOLE
120145
0
0
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
243537107
3213
28460
SH
SOLE
28460
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
17960
128467
SH
SOLE
128467
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
24665A103
2087
41606
SH
SOLE
41606
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
35781
722269
SH
SOLE
722269
0
0
DENBURY RESOURCES INC
COMMON STOCK USD.001
247916208
408
84810
SH
SOLE
84810
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
282
6413
SH
SOLE
6413
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
797
64940
SH
SOLE
64940
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
2836
25416
SH
SOLE
25416
0
0
DILLARDS INC CL A
COMMON STOCK
254067101
1007
10656
SH
SOLE
10656
0
0
DINE BRANDS GLOBAL INC
COMMON STOCK USD.01
254423106
456
6101
SH
SOLE
6101
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
4849
68871
SH
SOLE
68871
0
0
DISCOVERY INC A
COMMON STOCK USD.01
25470F104
165
6010
SH
SOLE
6010
0
0
DISCOVERY INC C
COMMON STOCK USD.01
25470F302
885
34694
SH
SOLE
34694
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
224
2273
SH
SOLE
2273
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
188
2206
SH
SOLE
2206
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
1983
29091
SH
SOLE
29091
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
3529
12505
SH
SOLE
12505
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
1280
18744
SH
SOLE
18744
0
0
DOUGLAS DYNAMICS INC
COMMON STOCK USD.01
25960R105
389
8113
SH
SOLE
8113
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
1550
38570
SH
SOLE
38570
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1007
13755
SH
SOLE
13755
0
0
DOWDUPONT INC
COMMON STOCK USD.01
26078J100
842502
12780670
SH
SOLE
12780670
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1669
40709
SH
SOLE
40709
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
216
1773
SH
SOLE
1773
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
1088
21158
SH
SOLE
21158
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1128
10888
SH
SOLE
10888
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
3135
39644
SH
SOLE
39644
0
0
DUKE REALTY CORP
REIT USD.01
264411505
590
20324
SH
SOLE
20324
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
3270
47346
SH
SOLE
47346
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
1632
20243
SH
SOLE
20243
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1225
20036
SH
SOLE
20036
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
411
5436
SH
SOLE
5436
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
979
15022
SH
SOLE
15022
0
0
EASTGROUP PROPERTIES INC
REIT
277276101
630
6590
SH
SOLE
6590
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
1290
12904
SH
SOLE
12904
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
70
18376
SH
SOLE
18376
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
422
5644
SH
SOLE
5644
0
0
EBAY INC
COMMON STOCK USD.001
278642103
3249
89602
SH
SOLE
89602
0
0
ECOLAB INC
COMMON STOCK USD1.0
278865100
626
4462
SH
SOLE
4462
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1218
19247
SH
SOLE
19247
0
0
EDITAS MEDICINE INC
COMMON STOCK USD.0001
28106W103
342
9551
SH
SOLE
9551
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.0
28176E108
3677
25256
SH
SOLE
25256
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
894
6341
SH
SOLE
6341
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
361
11085
SH
SOLE
11085
0
0
ELI LILLY CO
COMMON STOCK
532457108
6346
74374
SH
SOLE
74374
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
4694
61612
SH
SOLE
61612
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
720
14253
SH
SOLE
14253
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
527
7616
SH
SOLE
7616
0
0
EMPIRE STATE REALTY TRUST A
REIT USD.01
292104106
325
19027
SH
SOLE
19027
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
1426
12303
SH
SOLE
12303
0
0
ENCOMPASS HEALTH CORP
COMMON STOCK USD.01
29261A100
1238
18286
SH
SOLE
18286
0
0
ENERGEN CORP
COMMON STOCK USD.01
29265N108
416
5714
SH
SOLE
5714
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
882
14009
SH
SOLE
14009
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
9949
1125452
SH
SOLE
1125452
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
1766
23656
SH
SOLE
23656
0
0
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
29357K103
520
14216
SH
SOLE
14216
0
0
ENPRO INDUSTRIES INC
COMMON STOCK USD.01
29355X107
1847
26409
SH
SOLE
26409
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
3027
89299
SH
SOLE
89299
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
6970
86279
SH
SOLE
86279
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
394
7310
SH
SOLE
7310
0
0
ENVESTNET INC
COMMON STOCK
29404K106
615
11201
SH
SOLE
11201
0
0
ENVISION HEALTHCARE CORP
COMMON STOCK
29414D100
3022
68666
SH
SOLE
68666
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
814
6551
SH
SOLE
6551
0
0
EPR PROPERTIES
REIT USD.01
26884U109
3012
46489
SH
SOLE
46489
0
0
EQT CORP
COMMON STOCK
26884L109
214
3876
SH
SOLE
3876
0
0
EQUINIX INC
REIT USD.001
29444U700
7539
17537
SH
SOLE
17537
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
1929
20995
SH
SOLE
20995
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
3724
58467
SH
SOLE
58467
0
0
ERA GROUP INC
COMMON STOCK USD.01
26885G109
501
38715
SH
SOLE
38715
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
6250
174472
SH
SOLE
174472
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
4268
17854
SH
SOLE
17854
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
16946
118759
SH
SOLE
118759
0
0
ETSY INC
COMMON STOCK USD.001
29786A106
672
15921
SH
SOLE
15921
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
5918
56123
SH
SOLE
56123
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
146
632
SH
SOLE
632
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2030
34637
SH
SOLE
34637
0
0
EVOLUTION PETROLEUM CORP
COMMON STOCK USD.001
30049A107
1055
107143
SH
SOLE
107143
0
0
EXACT SCIENCES CORP
COMMON STOCK USD.01
30063P105
446
7455
SH
SOLE
7455
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
87
4023
SH
SOLE
4023
0
0
EXELON CORP
COMMON STOCK
30161N101
15057
353457
SH
SOLE
353457
0
0
EXPEDIA GROUP INC
COMMON STOCK USD.001
30212P303
169
1410
SH
SOLE
1410
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
1141
15612
SH
SOLE
15612
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
7315
94739
SH
SOLE
94739
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
354
14141
SH
SOLE
14141
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
8768
87848
SH
SOLE
87848
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
17071
206341
SH
SOLE
206341
0
0
F5 NETWORKS INC
COMMON STOCK
315616102
3547
20571
SH
SOLE
20571
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
484
13108
SH
SOLE
13108
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
53928
277523
SH
SOLE
277523
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
1804
9105
SH
SOLE
9105
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
3576
18496
SH
SOLE
18496
0
0
FASTENAL CO
COMMON STOCK USD.01
311900104
234
4867
SH
SOLE
4867
0
0
FCB FINANCIAL HOLDINGS CL A
COMMON STOCK USD.001
30255G103
1475
25090
SH
SOLE
25090
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
1723
13618
SH
SOLE
13618
0
0
FIDELITY NATIONAL FINANCIAL
COMMON STOCK USD.0001
31620R303
7412
197015
SH
SOLE
197015
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
772
7282
SH
SOLE
7282
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
5387
187706
SH
SOLE
187706
0
0
FINANCIAL ENGINES INC
COMMON STOCK USD.0001
317485100
2568
57200
SH
SOLE
57200
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
7021
135745
SH
SOLE
135745
0
0
FIRST BANCORP PUERTO RICO
COMMON STOCK USD.1
318672706
1799
235164
SH
SOLE
235164
0
0
FIRST HAWAIIAN INC
COMMON STOCK USD.01
32051X108
2104
72496
SH
SOLE
72496
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
1170
35099
SH
SOLE
35099
0
0
FIRSTCASH INC
COMMON STOCK USD.01
33767D105
392
4359
SH
SOLE
4359
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
4791
133418
SH
SOLE
133418
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1329
17939
SH
SOLE
17939
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1891
54703
SH
SOLE
54703
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
707
27334
SH
SOLE
27334
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
1680
32323
SH
SOLE
32323
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
66
1626
SH
SOLE
1626
0
0
FMC CORP
COMMON STOCK USD.1
302491303
1124
12599
SH
SOLE
12599
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
5988
113728
SH
SOLE
113728
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
2609
235692
SH
SOLE
235692
0
0
FOREST CITY REALTY TRUST A
REIT USD.01
345605109
641
28090
SH
SOLE
28090
0
0
FORMFACTOR INC
COMMON STOCK USD.001
346375108
557
41900
SH
SOLE
41900
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
4136
66246
SH
SOLE
66246
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
2564
47758
SH
SOLE
47758
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
134
4168
SH
SOLE
4168
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
1136
65836
SH
SOLE
65836
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
496
13855
SH
SOLE
13855
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
71
2192
SH
SOLE
2192
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
458
3449
SH
SOLE
3449
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
1290
24929
SH
SOLE
24929
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
12185
65369
SH
SOLE
65369
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
379
8570
SH
SOLE
8570
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
8021
203569
SH
SOLE
203569
0
0
GENOMIC HEALTH INC
COMMON STOCK USD.0001
37244C101
1626
32253
SH
SOLE
32253
0
0
GENPACT LTD
COMMON STOCK USD.01
G3922B107
1773
61271
SH
SOLE
61271
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
576
6275
SH
SOLE
6275
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
626
22739
SH
SOLE
22739
0
0
GEOSPACE TECHNOLOGIES CORP
COMMON STOCK USD.01
37364X109
390
27739
SH
SOLE
27739
0
0
GETTY REALTY CORP
REIT USD.01
374297109
343
12177
SH
SOLE
12177
0
0
GGP INC
REIT USD.01
36174X101
1009
49409
SH
SOLE
49409
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
1087
15347
SH
SOLE
15347
0
0
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
37890U108
344
7605
SH
SOLE
7605
0
0
GLOBAL BRASS COPPER HOLDIN
COMMON STOCK USD.01
37953G103
1216
38776
SH
SOLE
38776
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
443
3972
SH
SOLE
3972
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
34
70200
SH
SOLE
70200
0
0
GLOBUS MEDICAL INC A
COMMON STOCK USD.001
379577208
1582
31347
SH
SOLE
31347
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
17800
80698
SH
SOLE
80698
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
63
2724
SH
SOLE
2724
0
0
GORMAN RUPP CO
COMMON STOCK
383082104
1240
35422
SH
SOLE
35422
0
0
GRAMERCY PROPERTY TRUST
REIT USD.01
385002308
3869
141600
SH
SOLE
141600
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
2084
131896
SH
SOLE
131896
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
1997
47551
SH
SOLE
47551
0
0
GREEN DOT CORP CLASS A
COMMON STOCK USD.001
39304D102
1538
20955
SH
SOLE
20955
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
370
7015
SH
SOLE
7015
0
0
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
40171V100
845
9522
SH
SOLE
9522
0
0
H R BLOCK INC
COMMON STOCK
093671105
2376
104312
SH
SOLE
104312
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
3619
40353
SH
SOLE
40353
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
715
15877
SH
SOLE
15877
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
133
6050
SH
SOLE
6050
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
892
21196
SH
SOLE
21196
0
0
HARRIS CORP
COMMON STOCK USD1.0
413875105
3521
24362
SH
SOLE
24362
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
215
4200
SH
SOLE
4200
0
0
HASBRO INC
COMMON STOCK USD.5
418056107
127
1381
SH
SOLE
1381
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
959
26681
SH
SOLE
26681
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
5560
54191
SH
SOLE
54191
0
0
HCP INC
REIT USD1.0
40414L109
1861
72090
SH
SOLE
72090
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
4943
115257
SH
SOLE
115257
0
0
HEALTHCARE TRUST OF AME CL A
REIT USD.01
42225P501
546
20266
SH
SOLE
20266
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
1234
16918
SH
SOLE
16918
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK
42330P107
502
60271
SH
SOLE
60271
0
0
HELMERICH PAYNE
COMMON STOCK USD.1
423452101
3761
58981
SH
SOLE
58981
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1551
21346
SH
SOLE
21346
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
524
31407
SH
SOLE
31407
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
262
2817
SH
SOLE
2817
0
0
HESS CORP
COMMON STOCK USD1.0
42809H107
220
3283
SH
SOLE
3283
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
211
14469
SH
SOLE
14469
0
0
HIGHPOINT RESOURCES CORP
COMMON STOCK USD.001
43114K108
488
80264
SH
SOLE
80264
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
1844
36353
SH
SOLE
36353
0
0
HILLENBRAND INC
COMMON STOCK
431571108
621
13181
SH
SOLE
13181
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A203
217
2746
SH
SOLE
2746
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
437
20200
SH
SOLE
20200
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
1930
28207
SH
SOLE
28207
0
0
HOLLYSYS AUTOMATION TECHNOLO
COMMON STOCK USD.0001
G45667105
487
22006
SH
SOLE
22006
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
318
14086
SH
SOLE
14086
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
37264
190998
SH
SOLE
190998
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
23600
163829
SH
SOLE
163829
0
0
HORMEL FOODS CORP
COMMON STOCK USD.01465
440452100
135
3630
SH
SOLE
3630
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
1714
59924
SH
SOLE
59924
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
2778
131844
SH
SOLE
131844
0
0
HOULIHAN LOKEY INC
COMMON STOCK USD.001
441593100
691
13499
SH
SOLE
13499
0
0
HP INC
COMMON STOCK USD.01
40434L105
2391
105384
SH
SOLE
105384
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
826
6589
SH
SOLE
6589
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
1858
52447
SH
SOLE
52447
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
4602
15461
SH
SOLE
15461
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
2286
18805
SH
SOLE
18805
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
143
9657
SH
SOLE
9657
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
2311
10660
SH
SOLE
10660
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
5515
188874
SH
SOLE
188874
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
231
28711
SH
SOLE
28711
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
1133
8299
SH
SOLE
8299
0
0
IDEXX LABORATORIES INC
COMMON STOCK USD.1
45168D104
285
1307
SH
SOLE
1307
0
0
ILG INC
COMMON STOCK USD.01
44967H101
2490
75400
SH
SOLE
75400
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
609
4395
SH
SOLE
4395
0
0
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.0
453838609
1178
46195
SH
SOLE
46195
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
16249
181086
SH
SOLE
181086
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
1960
24243
SH
SOLE
24243
0
0
INNOVIVA INC
COMMON STOCK
45781M101
1582
114626
SH
SOLE
114626
0
0
INSPERITY INC
COMMON STOCK USD.01
45778Q107
465
4877
SH
SOLE
4877
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
2050
31706
SH
SOLE
31706
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
13282
267191
SH
SOLE
267191
0
0
INTELSAT SA
COMMON STOCK USD.01
L5140P101
512
30718
SH
SOLE
30718
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
471
6406
SH
SOLE
6406
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
3909
48317
SH
SOLE
48317
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
1484
64648
SH
SOLE
64648
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
448
19127
SH
SOLE
19127
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
3440
24625
SH
SOLE
24625
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
494
2419
SH
SOLE
2419
0
0
INTUITIVE SURGICAL INC
COMMON STOCK USD.001
46120E602
852
1780
SH
SOLE
1780
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
139
5236
SH
SOLE
5236
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
2203
172279
SH
SOLE
172279
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
1135
49236
SH
SOLE
49236
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
162
6683
SH
SOLE
6683
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
966
4377
SH
SOLE
4377
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
4116
41236
SH
SOLE
41236
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
1142
32610
SH
SOLE
32610
0
0
ISHARES CORE S P MID CAP ETF
ISHARES CORE S B908P MIDCAP ETF
464287507
195
1000
SH
SOLE
1000
0
0
ISHARES MSCI ACWI ETF
ISHARES MSCI ACWI ETF
464288257
1983
27877
SH
SOLE
27877
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
21461
320454
SH
SOLE
320454
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
41347
954229
SH
SOLE
954229
0
0
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
464287655
4709
28752
SH
SOLE
28752
0
0
J. JILL INC
COMMON STOCK USD.01
46620W102
434
46442
SH
SOLE
46442
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
242
103600
SH
SOLE
103600
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
3281
37878
SH
SOLE
37878
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
2992
22948
SH
SOLE
22948
0
0
JEFFERIES FINANCIAL GROUP IN
COMMON STOCK USD1.0
47233W109
900
39590
SH
SOLE
39590
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
1999
18595
SH
SOLE
18595
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
27834
229389
SH
SOLE
229389
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
6005
36178
SH
SOLE
36178
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
47972
460388
SH
SOLE
460388
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
2260
82404
SH
SOLE
82404
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
598
36518
SH
SOLE
36518
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
953
9909
SH
SOLE
9909
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
157
1485
SH
SOLE
1485
0
0
KAPSTONE PAPER AND PACKAGING
COMMON STOCK USD.0001
48562P103
4009
116200
SH
SOLE
116200
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
291
4170
SH
SOLE
4170
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
202
10320
SH
SOLE
10320
0
0
KEYSIGHT TECHNOLOGIES IN
COMMON STOCK
49338L103
102
1730
SH
SOLE
1730
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
2248
65546
SH
SOLE
65546
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
933
12331
SH
SOLE
12331
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
6075
57674
SH
SOLE
57674
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
961
56568
SH
SOLE
56568
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
6275
355137
SH
SOLE
355137
0
0
KINDRED HEALTHCARE INC
COMMON STOCK USD.25
494580103
970
107783
SH
SOLE
107783
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T300
2464
144259
SH
SOLE
144259
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
2722
26546
SH
SOLE
26546
0
0
KLX INC
COMMON STOCK USD.01
482539103
334
4650
SH
SOLE
4650
0
0
KNIGHT SWIFT TRANSPORTATION
COMMON STOCK USD.001
499049104
1457
38119
SH
SOLE
38119
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
1700
81712
SH
SOLE
81712
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1264
17344
SH
SOLE
17344
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
983
15880
SH
SOLE
15880
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
212
7446
SH
SOLE
7446
0
0
KRONOS WORLDWIDE INC
COMMON STOCK USD.01
50105F105
352
15618
SH
SOLE
15618
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
105
2834
SH
SOLE
2834
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1247
40765
SH
SOLE
40765
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
146
815
SH
SOLE
815
0
0
LADENBURG THALMANN FINANCIAL
COMMON STOCK USD.0001
50575Q102
428
125945
SH
SOLE
125945
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
4968
28742
SH
SOLE
28742
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
5255
48127
SH
SOLE
48127
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
879
64665
SH
SOLE
64665
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
183
5346
SH
SOLE
5346
0
0
LAZARD LTD CL A
COMMON STOCK USD.01
G54050102
2533
51789
SH
SOLE
51789
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
4519
24320
SH
SOLE
24320
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
1747
50299
SH
SOLE
50299
0
0
LEGGETT PLATT INC
COMMON STOCK USD.01
524660107
98
2187
SH
SOLE
2187
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
993
16828
SH
SOLE
16828
0
0
LEMAITRE VASCULAR INC
COMMON STOCK USD.01
525558201
1095
32703
SH
SOLE
32703
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
215
4089
SH
SOLE
4089
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
1413
7059
SH
SOLE
7059
0
0
LIBERTY MEDIA CORP LIBERTY C
TRACKING STK USD.01
531229854
1790
48201
SH
SOLE
48201
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
1398
31538
SH
SOLE
31538
0
0
LIFE STORAGE INC
REIT USD.01
53223X107
3593
36921
SH
SOLE
36921
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
2478
11959
SH
SOLE
11959
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
533
8557
SH
SOLE
8557
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
99
3106
SH
SOLE
3106
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
3233
10944
SH
SOLE
10944
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
147
3042
SH
SOLE
3042
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
1510
14626
SH
SOLE
14626
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
2298
84428
SH
SOLE
84428
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
822
8601
SH
SOLE
8601
0
0
LOXO ONCOLOGY INC
COMMON STOCK USD.0001
548862101
1097
6323
SH
SOLE
6323
0
0
LPL FINANCIAL HOLDINGS INC
COMMON STOCK
50212V100
2491
38010
SH
SOLE
38010
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
2550
86369
SH
SOLE
86369
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
7420
67544
SH
SOLE
67544
0
0
M T BANK CORP
COMMON STOCK USD.5
55261F104
244
1435
SH
SOLE
1435
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
533
20144
SH
SOLE
20144
0
0
MACERICH CO/THE
REIT USD.01
554382101
75
1315
SH
SOLE
1315
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
84
2248
SH
SOLE
2248
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
1741
37030
SH
SOLE
37030
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
557
293000
SH
SOLE
293000
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
174
8358
SH
SOLE
8358
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
10049
143236
SH
SOLE
143236
0
0
MARCUS MILLICHAP INC
COMMON STOCK USD.0001
566324109
1979
50731
SH
SOLE
50731
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
2205
17416
SH
SOLE
17416
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
621
5499
SH
SOLE
5499
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
2713
33094
SH
SOLE
33094
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
233
6216
SH
SOLE
6216
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
876
8969
SH
SOLE
8969
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
5675
111827
SH
SOLE
111827
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
25153
127991
SH
SOLE
127991
0
0
MATERIALS SELECT SECTOR SPDR F
MATERIALS SELECT SECTOR SPDR
81369Y100
21091
363197
SH
SOLE
363197
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
1233
21014
SH
SOLE
21014
0
0
MAXIMUS INC
COMMON STOCK
577933104
1854
29846
SH
SOLE
29846
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
2825
60500
SH
SOLE
60500
0
0
MCDERMOTT INTL INC
COMMON STOCK USD1.0
580037703
1742
88639
SH
SOLE
88639
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
4811
30705
SH
SOLE
30705
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
282
2115
SH
SOLE
2115
0
0
MDC HOLDINGS INC
COMMON STOCK USD.01
552676108
2102
68315
SH
SOLE
68315
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
5901
420282
SH
SOLE
420282
0
0
MEDIFAST INC
COMMON STOCK USD.001
58470H101
735
4589
SH
SOLE
4589
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
1435
16764
SH
SOLE
16764
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
360
1203
SH
SOLE
1203
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
19153
315538
SH
SOLE
315538
0
0
MEREDITH CORP
COMMON STOCK USD1.0
589433101
2337
45833
SH
SOLE
45833
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
1248
65166
SH
SOLE
65166
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
2074
47181
SH
SOLE
47181
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1010
25057
SH
SOLE
25057
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
1717
39388
SH
SOLE
39388
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
4275
7388
SH
SOLE
7388
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
3688
343987
SH
SOLE
343987
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
1431
46965
SH
SOLE
46965
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
152
5233
SH
SOLE
5233
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
7152
107390
SH
SOLE
107390
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
723
37704
SH
SOLE
37704
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
1506
16555
SH
SOLE
16555
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
3198
60983
SH
SOLE
60983
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
85584
867905
SH
SOLE
867905
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
2272
22567
SH
SOLE
22567
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
746
7145
SH
SOLE
7145
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
590
92307
SH
SOLE
92307
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
509
6749
SH
SOLE
6749
0
0
MITEL NETWORKS CORP
COMMON STOCK
60671Q104
2772
252700
SH
SOLE
252700
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
3524
36825
SH
SOLE
36825
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
6503
30349
SH
SOLE
30349
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
2625
38577
SH
SOLE
38577
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
14814
361308
SH
SOLE
361308
0
0
MONMOUTH REAL ESTATE INV COR
REIT USD.01
609720107
1680
101629
SH
SOLE
101629
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
4556
26714
SH
SOLE
26714
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
2135
27382
SH
SOLE
27382
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
3266
68908
SH
SOLE
68908
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
183
6513
SH
SOLE
6513
0
0
MSC INDUSTRIAL DIRECT CO A
COMMON STOCK USD.001
553530106
736
8669
SH
SOLE
8669
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
4470
27021
SH
SOLE
27021
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
1296
38387
SH
SOLE
38387
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
609
16848
SH
SOLE
16848
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
561
15002
SH
SOLE
15002
0
0
NANOMETRICS INC
COMMON STOCK
630077105
1186
33495
SH
SOLE
33495
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
82
897
SH
SOLE
897
0
0
NATERA INC
COMMON STOCK USD.0001
632307104
526
27966
SH
SOLE
27966
0
0
NATIONAL BANK HOLD CL A
COMMON STOCK
633707104
2425
62838
SH
SOLE
62838
0
0
NATIONAL BEVERAGE CORP
COMMON STOCK USD.01
635017106
2358
22057
SH
SOLE
22057
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
215
4960
SH
SOLE
4960
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
3623
82417
SH
SOLE
82417
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1396
45298
SH
SOLE
45298
0
0
NATL HEALTH INVESTORS INC
REIT USD.01
63633D104
761
10327
SH
SOLE
10327
0
0
NAUTILUS INC
COMMON STOCK
63910B102
567
36114
SH
SOLE
36114
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
2063
98246
SH
SOLE
98246
0
0
NEKTAR THERAPEUTICS
COMMON STOCK USD.0001
640268108
84
1717
SH
SOLE
1717
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
2425
30874
SH
SOLE
30874
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
5179
20496
SH
SOLE
20496
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
13923
35569
SH
SOLE
35569
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
486
4951
SH
SOLE
4951
0
0
NEVRO CORP
COMMON STOCK USD.001
64157F103
400
5005
SH
SOLE
5005
0
0
NEW ORIENTAL EDUCATIO SP ADR
ADR USD.01
647581107
614
6488
SH
SOLE
6488
0
0
NEW RELIC INC
COMMON STOCK USD.001
64829B100
2402
23875
SH
SOLE
23875
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
3909
223489
SH
SOLE
223489
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
140
5442
SH
SOLE
5442
0
0
NEWFIELD EXPLORATION CO
COMMON STOCK USD.01
651290108
95
3139
SH
SOLE
3139
0
0
NEWMARKET CORP
COMMON STOCK
651587107
705
1744
SH
SOLE
1744
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
259
6864
SH
SOLE
6864
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
124
7984
SH
SOLE
7984
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
423
14877
SH
SOLE
14877
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
2026
27601
SH
SOLE
27601
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3442
20608
SH
SOLE
20608
0
0
NIC INC
COMMON STOCK
62914B100
1224
78740
SH
SOLE
78740
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
233
7532
SH
SOLE
7532
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
2144
26904
SH
SOLE
26904
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
230
6508
SH
SOLE
6508
0
0
NORDSON CORP
COMMON STOCK
655663102
1767
13757
SH
SOLE
13757
0
0
NORDSTROM INC
COMMON STOCK
655664100
71
1365
SH
SOLE
1365
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
4785
31719
SH
SOLE
31719
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
177
1720
SH
SOLE
1720
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.0
666807102
3074
9990
SH
SOLE
9990
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
1277
22311
SH
SOLE
22311
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK USD.001
G66721104
105
2229
SH
SOLE
2229
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
72
2345
SH
SOLE
2345
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
279
4461
SH
SOLE
4461
0
0
NUTRISYSTEM INC
COMMON STOCK USD.001
67069D108
1257
32652
SH
SOLE
32652
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
13007
54906
SH
SOLE
54906
0
0
NVR INC
COMMON STOCK USD.01
62944T105
267
90
SH
SOLE
90
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
2885
26400
SH
SOLE
26400
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
2566
9381
SH
SOLE
9381
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
6499
77666
SH
SOLE
77666
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
752
21354
SH
SOLE
21354
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
3412
22903
SH
SOLE
22903
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.0
680223104
689
34623
SH
SOLE
34623
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
1632
22516
SH
SOLE
22516
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
1592
51343
SH
SOLE
51343
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
2140
28056
SH
SOLE
28056
0
0
ONE LIBERTY PROPERTIES INC
REIT USD1.0
682406103
572
21667
SH
SOLE
21667
0
0
OPPENHEIMER HOLDINGS CL A
COMMON STOCK USD.001
683797104
333
11895
SH
SOLE
11895
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
13126
297918
SH
SOLE
297918
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
906
55011
SH
SOLE
55011
0
0
ORBOTECH LTD
COMMON STOCK USD.14
M75253100
2121
34321
SH
SOLE
34321
0
0
ORION GROUP HOLDINGS INC
COMMON STOCK USD.01
68628V308
440
53248
SH
SOLE
53248
0
0
OWENS MINOR INC
COMMON STOCK USD2.0
690732102
1147
68624
SH
SOLE
68624
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
7005
110538
SH
SOLE
110538
0
0
P G E CORP
COMMON STOCK
69331C108
295
6943
SH
SOLE
6943
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
7437
120032
SH
SOLE
120032
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
3465
30998
SH
SOLE
30998
0
0
PACWEST BANCORP
COMMON STOCK
695263103
3440
69617
SH
SOLE
69617
0
0
PARK HOTELS RESORTS INC
REIT USD.01
700517105
902
29455
SH
SOLE
29455
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
6999
44908
SH
SOLE
44908
0
0
PARSLEY ENERGY INC CLASS A
COMMON STOCK USD.01
701877102
340
11220
SH
SOLE
11220
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
251
3672
SH
SOLE
3672
0
0
PAYCOM SOFTWARE INC
COMMON STOCK USD.01
70432V102
752
7610
SH
SOLE
7610
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
1553
18650
SH
SOLE
18650
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
947
15669
SH
SOLE
15669
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
6714
147630
SH
SOLE
147630
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
724
18651
SH
SOLE
18651
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
379
11296
SH
SOLE
11296
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.0
709102107
304
27666
SH
SOLE
27666
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
65
1538
SH
SOLE
1538
0
0
PEOPLE S UTAH BANCORP
COMMON STOCK USD.01
712706209
964
27005
SH
SOLE
27005
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
9428
86596
SH
SOLE
86596
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
1847
50326
SH
SOLE
50326
0
0
PERKINELMER INC
COMMON STOCK USD1.0
714046109
480
6551
SH
SOLE
6551
0
0
PERRIGO CO PLC
COMMON STOCK EUR.001
G97822103
124
1705
SH
SOLE
1705
0
0
PERRY ELLIS INTERNATIONAL
COMMON STOCK USD.01
288853104
2244
82600
SH
SOLE
82600
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
6212
171236
SH
SOLE
171236
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
745
16182
SH
SOLE
16182
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
3096
38349
SH
SOLE
38349
0
0
PHILLIPS 66
COMMON STOCK
718546104
1714
15262
SH
SOLE
15262
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
1544
96840
SH
SOLE
96840
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
234
11740
SH
SOLE
11740
0
0
PINNACLE ENTERTAINMENT INC
COMMON STOCK USD.01
72348Y105
2786
82600
SH
SOLE
82600
0
0
PINNACLE FOODS INC
COMMON STOCK USD.01
72348P104
2993
46000
SH
SOLE
46000
0
0
PINNACLE WEST CAPITAL
COMMON STOCK
723484101
156
1937
SH
SOLE
1937
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
830
4385
SH
SOLE
4385
0
0
PLANET FITNESS INC CL A
COMMON STOCK USD.0001
72703H101
967
22002
SH
SOLE
22002
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
636
4711
SH
SOLE
4711
0
0
PNM RESOURCES INC
COMMON STOCK
69349H107
681
17515
SH
SOLE
17515
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
1238
10133
SH
SOLE
10133
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
1151
25462
SH
SOLE
25462
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK
736508847
2917
68211
SH
SOLE
68211
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
4335
50394
SH
SOLE
50394
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
9377
90398
SH
SOLE
90398
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
314
11012
SH
SOLE
11012
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
337
3610
SH
SOLE
3610
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
842
5326
SH
SOLE
5326
0
0
PREFERRED APARTMENT COMMUN A
REIT USD.01
74039L103
463
27253
SH
SOLE
27253
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
5855
152550
SH
SOLE
152550
0
0
PRIMERICA INC
COMMON STOCK
74164M108
2268
22776
SH
SOLE
22776
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
125
2356
SH
SOLE
2356
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
5466
70028
SH
SOLE
70028
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
1151
29647
SH
SOLE
29647
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
4236
71619
SH
SOLE
71619
0
0
PROLOGIS INC
REIT USD.01
74340W103
10285
156576
SH
SOLE
156576
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
545
4728
SH
SOLE
4728
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
12300
131540
SH
SOLE
131540
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
5202
40482
SH
SOLE
40482
0
0
PTC INC
COMMON STOCK USD.01
69370C100
1068
11383
SH
SOLE
11383
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
292
5399
SH
SOLE
5399
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
7392
32584
SH
SOLE
32584
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
7824
272126
SH
SOLE
272126
0
0
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
74587V107
2458
41560
SH
SOLE
41560
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
94
630
SH
SOLE
630
0
0
QEP RESOURCES INC
COMMON STOCK USD.01
74733V100
401
32678
SH
SOLE
32678
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
142
1775
SH
SOLE
1775
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
371
9380
SH
SOLE
9380
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
901
16055
SH
SOLE
16055
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
2866
33999
SH
SOLE
33999
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
136
4086
SH
SOLE
4086
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
132
1202
SH
SOLE
1202
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
375
5645
SH
SOLE
5645
0
0
QURATE RETAIL INC
COMMON STOCK USD.01
74915M100
1654
77926
SH
SOLE
77926
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
5661
349005
SH
SOLE
349005
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
232
7878
SH
SOLE
7878
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
67
536
SH
SOLE
536
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
493
37332
SH
SOLE
37332
0
0
RANGE RESOURCES CORP
COMMON STOCK USD.01
75281A109
102
6090
SH
SOLE
6090
0
0
RAVEN INDUSTRIES INC
COMMON STOCK USD1.0
754212108
685
17808
SH
SOLE
17808
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
79
885
SH
SOLE
885
0
0
RAYONIER INC
REIT
754907103
1031
26649
SH
SOLE
26649
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
8002
41424
SH
SOLE
41424
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
2389
44405
SH
SOLE
44405
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
4258
31688
SH
SOLE
31688
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
2544
40977
SH
SOLE
40977
0
0
REGENXBIO INC
COMMON STOCK USD.0001
75901B107
1292
18003
SH
SOLE
18003
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
730
41070
SH
SOLE
41070
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
5362
61248
SH
SOLE
61248
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
887
49688
SH
SOLE
49688
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
529
35939
SH
SOLE
35939
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
347
5081
SH
SOLE
5081
0
0
RESMED INC
COMMON STOCK USD.004
761152107
252
2436
SH
SOLE
2436
0
0
RESOURCES CONNECTION INC
COMMON STOCK USD.01
76122Q105
645
38181
SH
SOLE
38181
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1865
97362
SH
SOLE
97362
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
518
16492
SH
SOLE
16492
0
0
RICE MIDSTREAM PARTNERS LP
MLP
762819100
408
24000
SH
SOLE
24000
0
0
RINGCENTRAL INC CLASS A
COMMON STOCK USD.0001
76680R206
601
8544
SH
SOLE
8544
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754104
214
123837
SH
SOLE
123837
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
3273
50273
SH
SOLE
50273
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
1331
8005
SH
SOLE
8005
0
0
ROCKWELL COLLINS INC
COMMON STOCK USD.01
774341101
2667
19800
SH
SOLE
19800
0
0
ROSETTA STONE INC
COMMON STOCK USD.00005
777780107
364
22689
SH
SOLE
22689
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1753
20681
SH
SOLE
20681
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
3025
186481
SH
SOLE
186481
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
191
1842
SH
SOLE
1842
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
3596
61656
SH
SOLE
61656
0
0
RSP PERMIAN INC
COMMON STOCK USD.01
74978Q105
5216
118500
SH
SOLE
118500
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
645
21776
SH
SOLE
21776
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
865
30821
SH
SOLE
30821
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
886
79488
SH
SOLE
79488
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
460
5528
SH
SOLE
5528
0
0
S P GLOBAL INC
COMMON STOCK USD1.0
78409V104
4536
22249
SH
SOLE
22249
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
1180
54291
SH
SOLE
54291
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X204
2618
1626276
SH
SOLE
1626276
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
13777
101008
SH
SOLE
101008
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
564
35179
SH
SOLE
35179
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
1718
96846
SH
SOLE
96846
0
0
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
506
3827
SH
SOLE
3827
0
0
SAUL CENTERS INC
REIT USD.01
804395101
411
7669
SH
SOLE
7669
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
203
1227
SH
SOLE
1227
0
0
SCANA CORP
COMMON STOCK
80589M102
141
3661
SH
SOLE
3661
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
17505
261146
SH
SOLE
261146
0
0
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.0
806882106
848
25166
SH
SOLE
25166
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
1080
21139
SH
SOLE
21139
0
0
SCIENTIFIC GAMES CORP
COMMON STOCK USD.001
80874P109
334
6791
SH
SOLE
6791
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
238
4216
SH
SOLE
4216
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
223
5245
SH
SOLE
5245
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
939
15022
SH
SOLE
15022
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
651
28992
SH
SOLE
28992
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1662
14314
SH
SOLE
14314
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
449
6280
SH
SOLE
6280
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
817565104
3703
103457
SH
SOLE
103457
0
0
SERVICENOW INC
COMMON STOCK USD.001
81762P102
450
2612
SH
SOLE
2612
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
4348
10667
SH
SOLE
10667
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
920
28365
SH
SOLE
28365
0
0
SHORE BANCSHARES INC
COMMON STOCK USD.01
825107105
531
27903
SH
SOLE
27903
0
0
SHUTTERFLY INC
COMMON STOCK USD.0001
82568P304
1416
15731
SH
SOLE
15731
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
1326
44336
SH
SOLE
44336
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
11169
65627
SH
SOLE
65627
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
263
2723
SH
SOLE
2723
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
4883
48575
SH
SOLE
48575
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
1257
21256
SH
SOLE
21256
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
8329
51825
SH
SOLE
51825
0
0
SOLARIS OILFIELD INFRAST A
COMMON STOCK USD.01
83418M103
373
26122
SH
SOLE
26122
0
0
SONOCO PRODUCTS CO
COMMON STOCK
835495102
311
5924
SH
SOLE
5924
0
0
SOTHEBY S
COMMON STOCK USD.01
835898107
1750
32199
SH
SOLE
32199
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
2052
44312
SH
SOLE
44312
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
306
6016
SH
SOLE
6016
0
0
SPARTON CORP
COMMON STOCK USD1.25
847235108
1063
56000
SH
SOLE
56000
0
0
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
84763A108
668
31874
SH
SOLE
31874
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
8297
96583
SH
SOLE
96583
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860W102
217
26970
SH
SOLE
26970
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
562
5671
SH
SOLE
5671
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
365
4972
SH
SOLE
4972
0
0
SRC ENERGY INC
COMMON STOCK USD.001
78470V108
2386
216534
SH
SOLE
216534
0
0
SS C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
207
3980
SH
SOLE
3980
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
2774
10961
SH
SOLE
10961
0
0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
854231107
361
3537
SH
SOLE
3537
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
309
2326
SH
SOLE
2326
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
731
14965
SH
SOLE
14965
0
0
STATE BANK FINANCIAL CORP
COMMON STOCK USD.01
856190103
2188
65500
SH
SOLE
65500
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
4457
47879
SH
SOLE
47879
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
8504
185078
SH
SOLE
185078
0
0
STEPAN CO
COMMON STOCK USD1.0
858586100
1095
14040
SH
SOLE
14040
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
136
2089
SH
SOLE
2089
0
0
STERIS PLC
COMMON STOCK
G84720104
5603
53356
SH
SOLE
53356
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
1960
45500
SH
SOLE
45500
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
362
6926
SH
SOLE
6926
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
1299
47426
SH
SOLE
47426
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
311
21705
SH
SOLE
21705
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
1008
10300
SH
SOLE
10300
0
0
SUNCOKE ENERGY INC
COMMON STOCK USD.01
86722A103
695
51830
SH
SOLE
51830
0
0
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
867892101
2166
130348
SH
SOLE
130348
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.0
867914103
2440
36958
SH
SOLE
36958
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
613
25927
SH
SOLE
25927
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1833
30621
SH
SOLE
30621
0
0
SVB FINANCIAL GROUP
COMMON STOCK USD.001
78486Q101
121
418
SH
SOLE
418
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
238
7140
SH
SOLE
7140
0
0
SYNEOS HEALTH INC
COMMON STOCK USD.01
87166B102
469
9993
SH
SOLE
9993
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
1569
16259
SH
SOLE
16259
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
541
6323
SH
SOLE
6323
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
1332
25215
SH
SOLE
25215
0
0
SYNTEL INC
COMMON STOCK
87162H103
1088
33919
SH
SOLE
33919
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
1801
26368
SH
SOLE
26368
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
2366
39592
SH
SOLE
39592
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
221
1901
SH
SOLE
1901
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
610
6236
SH
SOLE
6236
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
19955
545810
SH
SOLE
545810
0
0
TAL EDUCATION GROUP ADR
ADR
874080104
391
10616
SH
SOLE
10616
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
1375
58545
SH
SOLE
58545
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
117
2496
SH
SOLE
2496
0
0
TARENA INTERNATIONAL INC ADR
ADR USD.001
876108101
61
8046
SH
SOLE
8046
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
3607
47387
SH
SOLE
47387
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
3237
131459
SH
SOLE
131459
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
16122
179011
SH
SOLE
179011
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
395
4813
SH
SOLE
4813
0
0
TECHNIPFMC PLC
COMMON STOCK USD1.0
G87110105
3816
120227
SH
SOLE
120227
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
1262
6340
SH
SOLE
6340
0
0
TELEFLEX INC
COMMON STOCK USD1.0
879369106
223
832
SH
SOLE
832
0
0
TENNECO INC
COMMON STOCK USD.01
880349105
1833
41707
SH
SOLE
41707
0
0
TEREX CORP
COMMON STOCK USD.01
880779103
2312
54805
SH
SOLE
54805
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
10736
308338
SH
SOLE
308338
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
2380
63185
SH
SOLE
63185
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
670
11460
SH
SOLE
11460
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
17409
157906
SH
SOLE
157906
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
329
4997
SH
SOLE
4997
0
0
TG THERAPEUTICS INC
COMMON STOCK USD.001
88322Q108
624
47454
SH
SOLE
47454
0
0
THERAPEUTICSMD INC
COMMON STOCK USD.001
88338N107
352
56364
SH
SOLE
56364
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
6228
30066
SH
SOLE
30066
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
982
10085
SH
SOLE
10085
0
0
TIER REIT INC
REIT USD.0001
88650V208
199
8381
SH
SOLE
8381
0
0
TIFFANY CO
COMMON STOCK USD.01
886547108
133
1008
SH
SOLE
1008
0
0
TIMKEN CO
COMMON STOCK
887389104
3040
69804
SH
SOLE
69804
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
16757
176051
SH
SOLE
176051
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
2731
73828
SH
SOLE
73828
0
0
TORCHMARK CORP
COMMON STOCK USD1.0
891027104
73
891
SH
SOLE
891
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
108
1272
SH
SOLE
1272
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
464
21099
SH
SOLE
21099
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
929
12139
SH
SOLE
12139
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
3204
9283
SH
SOLE
9283
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
389
3180
SH
SOLE
3180
0
0
TRIBUNE MEDIA CO A
COMMON STOCK
896047503
2541
66400
SH
SOLE
66400
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
4915
69281
SH
SOLE
69281
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
79
1424
SH
SOLE
1424
0
0
TURNING POINT BRANDS INC
COMMON STOCK USD.01
90041L105
744
23313
SH
SOLE
23313
0
0
TWENTY FIRST CENTURY FOX B
COMMON STOCK USD.01
90130A200
97
1961
SH
SOLE
1961
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
10385
209004
SH
SOLE
209004
0
0
TWITTER INC
COMMON STOCK USD.000005
90184L102
1008
23092
SH
SOLE
23092
0
0
TWO HARBORS INVESTMENT CORP
REIT CNY1.0
90187B408
2345
148421
SH
SOLE
148421
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
1497
21737
SH
SOLE
21737
0
0
UDR INC
REIT USD.01
902653104
1546
41195
SH
SOLE
41195
0
0
UGI CORP
COMMON STOCK
902681105
6791
130423
SH
SOLE
130423
0
0
ULTA BEAUTY INC
COMMON STOCK USD.01
90384S303
162
692
SH
SOLE
692
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
441
19535
SH
SOLE
19535
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
1189
8391
SH
SOLE
8391
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
401
15686
SH
SOLE
15686
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
1347
19320
SH
SOLE
19320
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
3335
78169
SH
SOLE
78169
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
141
958
SH
SOLE
958
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
18209
145641
SH
SOLE
145641
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
685
6057
SH
SOLE
6057
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
39922
162720
SH
SOLE
162720
0
0
UNITIL CORP
COMMON STOCK
913259107
367
7195
SH
SOLE
7195
0
0
UNIVAR INC
COMMON STOCK USD.01
91336L107
6944
264642
SH
SOLE
264642
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
1213
10883
SH
SOLE
10883
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
1984
53644
SH
SOLE
53644
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
1461
64541
SH
SOLE
64541
0
0
US BANCORP
COMMON STOCK USD.01
902973304
4507
90109
SH
SOLE
90109
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
17817
339368
SH
SOLE
339368
0
0
US SILICA HOLDINGS INC
COMMON STOCK USD.01
90346E103
408
15888
SH
SOLE
15888
0
0
USANA HEALTH SCIENCES INC
COMMON STOCK USD.001
90328M107
2263
19624
SH
SOLE
19624
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
7445
27153
SH
SOLE
27153
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
5152
46488
SH
SOLE
46488
0
0
VALIDUS HOLDINGS LTD
COMMON STOCK USD.175
G9319H102
5212
77100
SH
SOLE
77100
0
0
VANDA PHARMACEUTICALS INC
COMMON STOCK USD.001
921659108
860
45167
SH
SOLE
45167
0
0
VANGUARD S P 500 ETF
VANGUARD S+P 500 ETF
922908363
14266
57177
SH
SOLE
57177
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
3331
29287
SH
SOLE
29287
0
0
VECTREN CORP
COMMON STOCK
92240G101
3708
51900
SH
SOLE
51900
0
0
VENTAS INC
REIT USD.25
92276F100
3438
60364
SH
SOLE
60364
0
0
VERIFONE SYSTEMS INC
COMMON STOCK USD.01
92342Y109
1627
71300
SH
SOLE
71300
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
6945
50541
SH
SOLE
50541
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
6763
134428
SH
SOLE
134428
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
11901
70021
SH
SOLE
70021
0
0
VF CORP
COMMON STOCK
918204108
242
2973
SH
SOLE
2973
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
3235
107271
SH
SOLE
107271
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
42950
324276
SH
SOLE
324276
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
5686
245074
SH
SOLE
245074
0
0
VISTRA ENERGY CORP
COMMON STOCK
92840M102
4390
185527
SH
SOLE
185527
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
964
74815
SH
SOLE
74815
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
1690
22860
SH
SOLE
22860
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
487
26088
SH
SOLE
26088
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
2470
21107
SH
SOLE
21107
0
0
WADDELL REED FINANCIAL A
COMMON STOCK USD.01
930059100
1227
68280
SH
SOLE
68280
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
8702
144989
SH
SOLE
144989
0
0
WALMART INC
COMMON STOCK USD.1
931142103
4933
57599
SH
SOLE
57599
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
16775
160051
SH
SOLE
160051
0
0
WASHINGTON PRIME GROUP INC
REIT USD.0001
93964W108
212
26152
SH
SOLE
26152
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
2196
26993
SH
SOLE
26993
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
3682
19020
SH
SOLE
19020
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
498
6352
SH
SOLE
6352
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2045
31635
SH
SOLE
31635
0
0
WEIGHT WATCHERS INTL INC
COMMON STOCK
948626106
946
9356
SH
SOLE
9356
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
1386
44995
SH
SOLE
44995
0
0
WELBILT INC
COMMON STOCK USD.01
949090104
1358
60854
SH
SOLE
60854
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
2429
43817
SH
SOLE
43817
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
2276
36302
SH
SOLE
36302
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
5448
70383
SH
SOLE
70383
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
696
34215
SH
SOLE
34215
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
742
6894
SH
SOLE
6894
0
0
WESTROCK CO
COMMON STOCK
96145D105
9045
158624
SH
SOLE
158624
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
233
6398
SH
SOLE
6398
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
109
744
SH
SOLE
744
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
293
10804
SH
SOLE
10804
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
219
1444
SH
SOLE
1444
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
263
196172
SH
SOLE
196172
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
626
8143
SH
SOLE
8143
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
634
31056
SH
SOLE
31056
0
0
WP CAREY INC
REIT USD.001
92936U109
1203
18132
SH
SOLE
18132
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
1221
16856
SH
SOLE
16856
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
9486
30760
SH
SOLE
30760
0
0
WYNN RESORTS LTD
COMMON STOCK USD.01
983134107
138
823
SH
SOLE
823
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
247
5403
SH
SOLE
5403
0
0
XCERRA CORP
COMMON STOCK USD.05
98400J108
2009
143800
SH
SOLE
143800
0
0
XENIA HOTELS RESORTS INC
REIT USD.01
984017103
418
17154
SH
SOLE
17154
0
0
XEROX CORP
COMMON STOCK USD1.0
984121608
1358
56593
SH
SOLE
56593
0
0
XILINX INC
COMMON STOCK USD.01
983919101
272
4163
SH
SOLE
4163
0
0
XL GROUP LTD
COMMON STOCK
G98294104
4885
87303
SH
SOLE
87303
0
0
XO GROUP INC
COMMON STOCK USD.01
983772104
2362
73807
SH
SOLE
73807
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
739
7373
SH
SOLE
7373
0
0
XYLEM INC
COMMON STOCK
98419M100
162
2409
SH
SOLE
2409
0
0
YY INC ADR
ADR USD.00001
98426T106
3899
38805
SH
SOLE
38805
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
7414
66532
SH
SOLE
66532
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
2397
45495
SH
SOLE
45495
0
0
ZIX CORP
COMMON STOCK USD.01
98974P100
515
95543
SH
SOLE
95543
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
2088
24508
SH
SOLE
24508
0
0