0001567619-19-002124.txt : 20190201
0001567619-19-002124.hdr.sgml : 20190201
20190201132431
ACCESSION NUMBER: 0001567619-19-002124
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190201
DATE AS OF CHANGE: 20190201
EFFECTIVENESS DATE: 20190201
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: 19558919
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
DATE OF NAME CHANGE: 20090126
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
12-31-2018
12-31-2018
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
02-01-2019
0
1155
4082563
false
INFORMATION TABLE
2
form13fInfoTable.xml
ADIENT PLC
COMMON STOCK USD.001
G0084W101
345
22902
SH
SOLE
22902
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
14466
181485
SH
SOLE
181485
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
572
4283
SH
SOLE
4283
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
873
14900
SH
SOLE
14900
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
965
6640
SH
SOLE
6640
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
2657
99449
SH
SOLE
99449
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON STOCK USD.001514456
G05384105
3240
77166
SH
SOLE
77166
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
3833
125400
SH
SOLE
125400
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
1701
12060
SH
SOLE
12060
0
0
BELMOND LTD CLASS A
COMMON STOCK USD.01
G1154H107
1524
60900
SH
SOLE
60900
0
0
BRIGHTSPHERE INVESTMENT GROU
COMMON STOCK USD.001
G1644T109
385
36032
SH
SOLE
36032
0
0
DELPHI TECHNOLOGIES PLC
COMMON STOCK USD.01
G2709G107
134
9348
SH
SOLE
9348
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
1662
24213
SH
SOLE
24213
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
1497
420469
SH
SOLE
420469
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
2599
76028
SH
SOLE
76028
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
196
901
SH
SOLE
901
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
762
14853
SH
SOLE
14853
0
0
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
G36738105
370
13093
SH
SOLE
13093
0
0
GASLOG LTD
COMMON STOCK USD.01
G37585109
1892
114915
SH
SOLE
114915
0
0
GENPACT LTD
COMMON STOCK USD.01
G3922B107
815
30200
SH
SOLE
30200
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
377
2872
SH
SOLE
2872
0
0
JANUS HENDERSON GROUP PLC
COMMON STOCK
G4474Y214
313
15126
SH
SOLE
15126
0
0
IHS MARKIT LTD
COMMON STOCK USD.01
G47567105
288
6012
SH
SOLE
6012
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
26107
286170
SH
SOLE
286170
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
256
15299
SH
SOLE
15299
0
0
JOHNSON CONTROLS INTERNATION
COMMON STOCK USD.01
G51502105
420
14181
SH
SOLE
14181
0
0
LINDE PLC
COMMON STOCK EUR.001
G5494J103
1450
9291
SH
SOLE
9291
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
385
4206
SH
SOLE
4206
0
0
MALLINCKRODT PLC
COMMON STOCK USD.2
G5785G107
518
32812
SH
SOLE
32812
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
6653
73146
SH
SOLE
73146
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
66
1746
SH
SOLE
1746
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
236
3826
SH
SOLE
3826
0
0
NOMAD FOODS LTD
COMMON STOCK
G6564A105
815
48761
SH
SOLE
48761
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK USD.001
G66721104
178
4188
SH
SOLE
4188
0
0
NVENT ELECTRIC PLC
COMMON STOCK USD.01
G6700G107
324
14442
SH
SOLE
14442
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
726
19213
SH
SOLE
19213
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.0
G7496G103
429
3212
SH
SOLE
3212
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
187
22242
SH
SOLE
22242
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
653
16917
SH
SOLE
16917
0
0
SIGNET JEWELERS LTD
COMMON STOCK USD.18
G81276100
258
8115
SH
SOLE
8115
0
0
SMART GLOBAL HOLDINGS INC
COMMON STOCK USD.01
G8232Y101
368
12403
SH
SOLE
12403
0
0
STERIS PLC
COMMON STOCK
G84720104
5634
52728
SH
SOLE
52728
0
0
TECHNIPFMC PLC
COMMON STOCK USD1.0
G87110105
2068
105600
SH
SOLE
105600
0
0
TRAVELPORT WORLDWIDE LTD
COMMON STOCK USD.0025
G9019D104
3019
193300
SH
SOLE
193300
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
1398
9205
SH
SOLE
9205
0
0
CHUBB LTD
COMMON STOCK
H1467J104
866
6705
SH
SOLE
6705
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
7148
94512
SH
SOLE
94512
0
0
INTELSAT SA
COMMON STOCK USD.01
L5140P101
503
23537
SH
SOLE
23537
0
0
PACIFIC DRILLING S.A.
COMMON STOCK
L7257P205
794
59497
SH
SOLE
59497
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
1839
40174
SH
SOLE
40174
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
553
7461
SH
SOLE
7461
0
0
ORBOTECH LTD
COMMON STOCK USD.14
M75253100
1941
34321
SH
SOLE
34321
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
342
23199
SH
SOLE
23199
0
0
CORE LABORATORIES N.V.
COMMON STOCK EUR.02
N22717107
1359
22783
SH
SOLE
22783
0
0
INTERXION HOLDING NV
COMMON STOCK EUR.1
N47279109
1070
19753
SH
SOLE
19753
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
4626
55630
SH
SOLE
55630
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
222
8091
SH
SOLE
8091
0
0
SAFE BULKERS INC
COMMON STOCK USD.001
Y7388L103
249
140156
SH
SOLE
140156
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
502
11015
SH
SOLE
11015
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
553
9925
SH
SOLE
9925
0
0
AG MORTGAGE INVESTMENT TRUST
REIT USD.01
001228105
529
33200
SH
SOLE
33200
0
0
AES CORP
COMMON STOCK USD.01
00130H105
257
17745
SH
SOLE
17745
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
1291
84977
SH
SOLE
84977
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
2897
52797
SH
SOLE
52797
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
3979
70228
SH
SOLE
70228
0
0
ASGN INC
COMMON STOCK USD.01
00191U102
288
5288
SH
SOLE
5288
0
0
AT T INC
COMMON STOCK USD1.0
00206R102
12298
430891
SH
SOLE
430891
0
0
AARON S INC
COMMON STOCK USD.5
002535300
2376
56511
SH
SOLE
56511
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
18503
255820
SH
SOLE
255820
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
8234
89313
SH
SOLE
89313
0
0
ABERCROMBIE FITCH CO CL A
COMMON STOCK USD.01
002896207
512
25520
SH
SOLE
25520
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
481
1481
SH
SOLE
1481
0
0
ACADIA HEALTHCARE CO INC
COMMON STOCK USD.01
00404A109
212
8251
SH
SOLE
8251
0
0
ACI WORLDWIDE INC
COMMON STOCK USD.005
004498101
268
9682
SH
SOLE
9682
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
737
15824
SH
SOLE
15824
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
397
3453
SH
SOLE
3453
0
0
ADOBE INC
COMMON STOCK USD.0001
00724F101
17763
78512
SH
SOLE
78512
0
0
ADTALEM GLOBAL EDUCATION INC
COMMON STOCK USD.01
00737L103
678
14329
SH
SOLE
14329
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
164
1043
SH
SOLE
1043
0
0
AECOM
COMMON STOCK USD.01
00766T100
496
18701
SH
SOLE
18701
0
0
ADVANCED MICRO DEVICES
COMMON STOCK USD.01
007903107
279
15133
SH
SOLE
15133
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
3037
31168
SH
SOLE
31168
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
280
4155
SH
SOLE
4155
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
7254
45325
SH
SOLE
45325
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
218
3565
SH
SOLE
3565
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
101
1667
SH
SOLE
1667
0
0
ALEXANDER BALDWIN INC
REIT
014491104
124
6747
SH
SOLE
6747
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
3637
31562
SH
SOLE
31562
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1696
17418
SH
SOLE
17418
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
20935
152733
SH
SOLE
152733
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
649
1041
SH
SOLE
1041
0
0
ALLEGHENY TECHNOLOGIES INC
COMMON STOCK USD.1
01741R102
239
10976
SH
SOLE
10976
0
0
ALLETE INC
COMMON STOCK
018522300
408
5353
SH
SOLE
5353
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
347
2309
SH
SOLE
2309
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
83
1958
SH
SOLE
1958
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
5111
116397
SH
SOLE
116397
0
0
ALLSCRIPTS HEALTHCARE SOLUTI
COMMON STOCK USD.01
01988P108
1564
162219
SH
SOLE
162219
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
4466
54050
SH
SOLE
54050
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
67443
65124
SH
SOLE
65124
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
8391
8030
SH
SOLE
8030
0
0
ALTERYX INC CLASS A
COMMON STOCK
02156B103
671
11291
SH
SOLE
11291
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
7593
153743
SH
SOLE
153743
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
77434
51555
SH
SOLE
51555
0
0
AMBER ROAD INC
COMMON STOCK USD.001
02318Y108
330
40144
SH
SOLE
40144
0
0
AMEDISYS INC
COMMON STOCK USD.001
023436108
2862
24442
SH
SOLE
24442
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
203
3119
SH
SOLE
3119
0
0
AMERESCO INC CL A
COMMON STOCK USD.0001
02361E108
446
31650
SH
SOLE
31650
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
4183
130264
SH
SOLE
130264
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
2986
74326
SH
SOLE
74326
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
405
9789
SH
SOLE
9789
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
1377
71217
SH
SOLE
71217
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
8325
111391
SH
SOLE
111391
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
14897
156289
SH
SOLE
156289
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK
025932104
602
6655
SH
SOLE
6655
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
2107
106144
SH
SOLE
106144
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
25083
158564
SH
SOLE
158564
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
433
4767
SH
SOLE
4767
0
0
AMERICOLD REALTY TRUST
REIT USD.01
03064D108
1036
40548
SH
SOLE
40548
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
181
2439
SH
SOLE
2439
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
152
1459
SH
SOLE
1459
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
25580
377841
SH
SOLE
377841
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
11894
61098
SH
SOLE
61098
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
6602
81487
SH
SOLE
81487
0
0
ANADARKO PETROLEUM CORP
COMMON STOCK USD.1
032511107
414
9442
SH
SOLE
9442
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
13087
152474
SH
SOLE
152474
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
251
20000
SH
SOLE
20000
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
369
10974
SH
SOLE
10974
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.0
035290105
1956
36007
SH
SOLE
36007
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
248
1732
SH
SOLE
1732
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
548
58323
SH
SOLE
58323
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
24271
92417
SH
SOLE
92417
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
636
24227
SH
SOLE
24227
0
0
APARTMENT INVT MGMT CO A
REIT USD.01
03748R101
99
2262
SH
SOLE
2262
0
0
APERGY CORP
COMMON STOCK USD.01
03755L104
385
14225
SH
SOLE
14225
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
76097
482422
SH
SOLE
482422
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
1166
81772
SH
SOLE
81772
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
800
14829
SH
SOLE
14829
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
5651
172607
SH
SOLE
172607
0
0
APTARGROUP INC
COMMON STOCK USD.01
038336103
418
4445
SH
SOLE
4445
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
978
28545
SH
SOLE
28545
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
367
8959
SH
SOLE
8959
0
0
ARCHROCK INC
COMMON STOCK USD.01
03957W106
1327
177166
SH
SOLE
177166
0
0
ARCONIC INC
COMMON STOCK
03965L100
210
12435
SH
SOLE
12435
0
0
ARES COMMERCIAL REAL ESTATE
REIT USD.01
04013V108
906
69447
SH
SOLE
69447
0
0
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
04208T108
1174
83481
SH
SOLE
83481
0
0
ARQULE INC
COMMON STOCK USD.01
04269E107
323
116647
SH
SOLE
116647
0
0
ARRAY BIOPHARMA INC
COMMON STOCK USD.001
04269X105
524
36744
SH
SOLE
36744
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
1538
22305
SH
SOLE
22305
0
0
ASHLAND GLOBAL HOLDINGS INC
COMMON STOCK
044186104
356
5012
SH
SOLE
5012
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
2336
28422
SH
SOLE
28422
0
0
ASSERTIO THERAPEUTICS INC
COMMON STOCK
04545L107
325
90096
SH
SOLE
90096
0
0
ASSOCIATED BANC CORP
COMMON STOCK USD.01
045487105
299
15100
SH
SOLE
15100
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
81
905
SH
SOLE
905
0
0
ATARA BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
046513107
358
10315
SH
SOLE
10315
0
0
ATHENAHEALTH INC
COMMON STOCK USD.01
04685W103
2995
22700
SH
SOLE
22700
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
1978
99679
SH
SOLE
99679
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
718
330774
SH
SOLE
330774
0
0
ATMOS ENERGY CORP
COMMON STOCK
049560105
1416
15270
SH
SOLE
15270
0
0
AUTODESK INC
COMMON STOCK USD.01
052769106
717
5574
SH
SOLE
5574
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
1856
14158
SH
SOLE
14158
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
163
4567
SH
SOLE
4567
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
10135
12089
SH
SOLE
12089
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
5973
34316
SH
SOLE
34316
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
3892
43328
SH
SOLE
43328
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
586
26077
SH
SOLE
26077
0
0
AVNET INC
COMMON STOCK USD1.0
053807103
488
13505
SH
SOLE
13505
0
0
AXA EQUITABLE HOLDINGS INC
COMMON STOCK USD.01
054561105
4776
287200
SH
SOLE
287200
0
0
BB T CORP
COMMON STOCK USD5.0
054937107
366
8458
SH
SOLE
8458
0
0
BG STAFFING INC
COMMON STOCK USD.01
05544A109
302
14611
SH
SOLE
14611
0
0
BMC STOCK HOLDINGS INC
COMMON STOCK USD.01
05591B109
597
38569
SH
SOLE
38569
0
0
BAIDU INC SPON ADR
ADR USD.00005
056752108
4397
27723
SH
SOLE
27723
0
0
BAKER HUGHES A GE CO
COMMON STOCK USD.0001
05722G100
3902
181500
SH
SOLE
181500
0
0
BALL CORP
COMMON STOCK
058498106
155
3380
SH
SOLE
3380
0
0
BANCORP INC/THE
COMMON STOCK USD1.0
05969A105
348
43761
SH
SOLE
43761
0
0
BANCORPSOUTH BANK
COMMON STOCK
05971J102
244
9331
SH
SOLE
9331
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
24243
983903
SH
SOLE
983903
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
1571
23337
SH
SOLE
23337
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
643
13654
SH
SOLE
13654
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
2615
48777
SH
SOLE
48777
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
807
210050
SH
SOLE
210050
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
568
8628
SH
SOLE
8628
0
0
BBVA BANCO FRANCES SA ADR
ADR
07329M100
4626
408307
SH
SOLE
408307
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
18649
82768
SH
SOLE
82768
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
155
13730
SH
SOLE
13730
0
0
BELDEN INC
COMMON STOCK USD.01
077454106
243
5823
SH
SOLE
5823
0
0
BEMIS COMPANY
COMMON STOCK USD.1
081437105
275
5995
SH
SOLE
5995
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
3113
42114
SH
SOLE
42114
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
26890
131696
SH
SOLE
131696
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
464
8766
SH
SOLE
8766
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
1093
37786
SH
SOLE
37786
0
0
BIO RAD LABORATORIES A
COMMON STOCK USD.0001
090572207
478
2059
SH
SOLE
2059
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
732
8591
SH
SOLE
8591
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
4351
14460
SH
SOLE
14460
0
0
BIO TECHNE CORP
COMMON STOCK USD.01
09073M104
502
3468
SH
SOLE
3468
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
604
9968
SH
SOLE
9968
0
0
BITAUTO HOLDINGS LTD ADR
ADR USD.00004
091727107
332
13406
SH
SOLE
13406
0
0
BJ S RESTAURANTS INC
COMMON STOCK
09180C106
328
6479
SH
SOLE
6479
0
0
BLACK HILLS CORP
COMMON STOCK USD1.0
092113109
327
5216
SH
SOLE
5216
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
8519
21688
SH
SOLE
21688
0
0
H R BLOCK INC
COMMON STOCK
093671105
2036
80269
SH
SOLE
80269
0
0
BLUEPRINT MEDICINES CORP
COMMON STOCK USD.001
09627Y109
309
5725
SH
SOLE
5725
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
8192
25400
SH
SOLE
25400
0
0
BOOKING HOLDINGS INC
COMMON STOCK USD.008
09857L108
3073
1784
SH
SOLE
1784
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
4263
94582
SH
SOLE
94582
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
961
3989
SH
SOLE
3989
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
4134
36730
SH
SOLE
36730
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
5405
152945
SH
SOLE
152945
0
0
BOYD GAMING CORP
COMMON STOCK USD.01
103304101
1360
65439
SH
SOLE
65439
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
993
22859
SH
SOLE
22859
0
0
BRANDYWINE REALTY TRUST
REIT USD.01
105368203
1019
79164
SH
SOLE
79164
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1481
33667
SH
SOLE
33667
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
5664
108967
SH
SOLE
108967
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
141
1461
SH
SOLE
1461
0
0
BROADCOM INC
COMMON STOCK
11135F101
1507
5927
SH
SOLE
5927
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
1935
70204
SH
SOLE
70204
0
0
BROWN FORMAN CORP CLASS B
COMMON STOCK USD.15
115637209
19795
416031
SH
SOLE
416031
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
4829
103958
SH
SOLE
103958
0
0
CBS CORP CLASS B NON VOTING
COMMON STOCK USD.001
124857202
300
6855
SH
SOLE
6855
0
0
CBOE GLOBAL MARKETS INC
COMMON STOCK
12503M108
138
1406
SH
SOLE
1406
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
2568
64127
SH
SOLE
64127
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
2171
45351
SH
SOLE
45351
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
3923
48400
SH
SOLE
48400
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
177
4072
SH
SOLE
4072
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
431
5124
SH
SOLE
5124
0
0
CIGNA CORP
COMMON STOCK USD.01
125523100
3543
18654
SH
SOLE
18654
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
2066
10984
SH
SOLE
10984
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
186
3755
SH
SOLE
3755
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
1524
102440
SH
SOLE
102440
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
18696
300910
SH
SOLE
300910
0
0
CNX RESOURCES CORP
COMMON STOCK USD.01
12653C108
1195
104671
SH
SOLE
104671
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
1365
39576
SH
SOLE
39576
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
5848
89255
SH
SOLE
89255
0
0
C J ENERGY SERVICES INC
COMMON STOCK
12674R100
392
29000
SH
SOLE
29000
0
0
CABLE ONE INC
COMMON STOCK USD.01
12685J105
314
383
SH
SOLE
383
0
0
CABOT CORP
COMMON STOCK USD1.0
127055101
306
7118
SH
SOLE
7118
0
0
CABOT OIL GAS CORP
COMMON STOCK USD.1
127097103
1389
62153
SH
SOLE
62153
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
1163
8076
SH
SOLE
8076
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
177
4066
SH
SOLE
4066
0
0
CAESARS ENTERTAIN CORP
SR UNSECURED 10/24 5
127686AA1
612
493320
SH
SOLE
493320
0
0
CAESARS ENTERTAINMENT CORP
COMMON STOCK USD.01
127686103
661
97314
SH
SOLE
97314
0
0
CALIFORNIA RESOURCES CORP
COMMON STOCK USD.01
13057Q206
336
19724
SH
SOLE
19724
0
0
CALIX INC
COMMON STOCK
13100M509
470
48184
SH
SOLE
48184
0
0
CALLON PETROLEUM CO
COMMON STOCK USD.01
13123X102
818
126029
SH
SOLE
126029
0
0
CAMBREX CORP
COMMON STOCK USD.1
132011107
1289
34139
SH
SOLE
34139
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
757
8603
SH
SOLE
8603
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
6773
89597
SH
SOLE
89597
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
196
4398
SH
SOLE
4398
0
0
CARE.COM INC
COMMON STOCK USD.001
141633107
734
38034
SH
SOLE
38034
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
1111
60196
SH
SOLE
60196
0
0
CARLISLE COS INC
COMMON STOCK USD1.0
142339100
536
5331
SH
SOLE
5331
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
1902
38590
SH
SOLE
38590
0
0
CARPENTER TECHNOLOGY
COMMON STOCK USD5.0
144285103
167
4685
SH
SOLE
4685
0
0
CARS.COM INC
COMMON STOCK USD.01
14575E105
138
6403
SH
SOLE
6403
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
5406
66228
SH
SOLE
66228
0
0
CASEY S GENERAL STORES INC
COMMON STOCK NPV
147528103
363
2832
SH
SOLE
2832
0
0
CATALENT INC
COMMON STOCK USD.01
148806102
487
15635
SH
SOLE
15635
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
1269
9983
SH
SOLE
9983
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
826
24623
SH
SOLE
24623
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
601
191246
SH
SOLE
191246
0
0
CELANESE CORP
COMMON STOCK USD.0001
150870103
720
8000
SH
SOLE
8000
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
8870
138402
SH
SOLE
138402
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
1811
15710
SH
SOLE
15710
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
346
12270
SH
SOLE
12270
0
0
CENTERSTATE BANK CORP
COMMON STOCK USD.01
15201P109
352
16751
SH
SOLE
16751
0
0
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK
154760409
660
27114
SH
SOLE
27114
0
0
CENTRAL PUERTO SPONSORED ADR
ADR
155038201
2221
241400
SH
SOLE
241400
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
293
173399
SH
SOLE
173399
0
0
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
3398
224268
SH
SOLE
224268
0
0
CHANNELADVISOR CORP
COMMON STOCK USD.001
159179100
1069
94190
SH
SOLE
94190
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
500
4414
SH
SOLE
4414
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
1031
3618
SH
SOLE
3618
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
1550
87677
SH
SOLE
87677
0
0
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
163072101
133
3064
SH
SOLE
3064
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
4042
14269
SH
SOLE
14269
0
0
CHEMICAL FINANCIAL CORP
COMMON STOCK USD1.0
163731102
257
7013
SH
SOLE
7013
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
439
15540
SH
SOLE
15540
0
0
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
165167107
166
78982
SH
SOLE
78982
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1679
68950
SH
SOLE
68950
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
32389
297718
SH
SOLE
297718
0
0
CHILDREN S PLACE INC/THE
COMMON STOCK USD.1
168905107
356
3954
SH
SOLE
3954
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
6960
16118
SH
SOLE
16118
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
1615
22560
SH
SOLE
22560
0
0
CHURCH DWIGHT CO INC
COMMON STOCK USD1.0
171340102
285
4338
SH
SOLE
4338
0
0
CHURCHILL DOWNS INC
COMMON STOCK
171484108
276
1133
SH
SOLE
1133
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
2749
81079
SH
SOLE
81079
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1094
17743
SH
SOLE
17743
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
122
1575
SH
SOLE
1575
0
0
CINEMARK HOLDINGS INC
COMMON STOCK USD.001
17243V102
320
8949
SH
SOLE
8949
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
28191
650612
SH
SOLE
650612
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
269
8114
SH
SOLE
8114
0
0
CINTAS CORP
COMMON STOCK
172908105
5490
32680
SH
SOLE
32680
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
20505
393869
SH
SOLE
393869
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
7727
259918
SH
SOLE
259918
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
5630
54950
SH
SOLE
54950
0
0
CIVITAS SOLUTIONS INC
COMMON STOCK USD.01
17887R102
2994
171000
SH
SOLE
171000
0
0
CLEAN HARBORS INC
COMMON STOCK USD.01
184496107
226
4589
SH
SOLE
4589
0
0
CLEAR CHANNEL OUTDOOR CL A
COMMON STOCK USD.01
18451C109
475
91446
SH
SOLE
91446
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
11314
73402
SH
SOLE
73402
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
2162
45661
SH
SOLE
45661
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
1612
35645
SH
SOLE
35645
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
2443
38489
SH
SOLE
38489
0
0
COHEN STEERS INC
COMMON STOCK USD.01
19247A100
349
10167
SH
SOLE
10167
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
5263
88422
SH
SOLE
88422
0
0
COLONY CAPITAL INC
SR UNSECURED 04/23 5
19624RAA4
4972
5670000
SH
SOLE
5670000
0
0
COLONY CAPITAL INC
REIT USD.01
19626G108
613
131053
SH
SOLE
131053
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
682
8114
SH
SOLE
8114
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
1255
28743
SH
SOLE
28743
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
31289
918918
SH
SOLE
918918
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
5119
74523
SH
SOLE
74523
0
0
COMMERCE BANCSHARES INC
COMMON STOCK USD5.0
200525103
314
5564
SH
SOLE
5564
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
217
13545
SH
SOLE
13545
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
1001
16933
SH
SOLE
16933
0
0
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
20451N101
93
2230
SH
SOLE
2230
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
1105
2000000
SH
SOLE
2000000
0
0
COMTECH TELECOMMUNICATIONS
COMMON STOCK USD.1
205826209
593
24356
SH
SOLE
24356
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
18853
302373
SH
SOLE
302373
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
493
6445
SH
SOLE
6445
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
21629
134490
SH
SOLE
134490
0
0
CONTINENTAL BUILDING PRODUCT
COMMON STOCK USD.001
211171103
341
13394
SH
SOLE
13394
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
224
881
SH
SOLE
881
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
794
12781
SH
SOLE
12781
0
0
COPART INC
COMMON STOCK
217204106
2624
54923
SH
SOLE
54923
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
1240
92845
SH
SOLE
92845
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
8752
100333
SH
SOLE
100333
0
0
CORELOGIC INC
COMMON STOCK USD1.0
21871D103
179
5351
SH
SOLE
5351
0
0
CORECIVIC INC
REIT USD.01
21871N101
1274
71465
SH
SOLE
71465
0
0
CORNING INC
COMMON STOCK USD.5
219350105
2125
70355
SH
SOLE
70355
0
0
CORPORATE OFFICE PROPERTIES
REIT USD.01
22002T108
210
10007
SH
SOLE
10007
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
17967
88198
SH
SOLE
88198
0
0
COTT CORPORATION
COMMON STOCK
22163N106
738
52955
SH
SOLE
52955
0
0
COUPA SOFTWARE INC
COMMON STOCK USD.0001
22266L106
985
15668
SH
SOLE
15668
0
0
COUSINS PROPERTIES INC
REIT USD1.0
222795106
3000
379777
SH
SOLE
379777
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
1106
6918
SH
SOLE
6918
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
239
3315
SH
SOLE
3315
0
0
CREDIT ACCEPTANCE CORP
COMMON STOCK USD.01
225310101
1340
3511
SH
SOLE
3511
0
0
CROCS INC
COMMON STOCK USD.001
227046109
926
35644
SH
SOLE
35644
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
1558
14340
SH
SOLE
14340
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
6591
158561
SH
SOLE
158561
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
1359
47881
SH
SOLE
47881
0
0
CULLEN/FROST BANKERS INC
COMMON STOCK USD.01
229899109
2343
26648
SH
SOLE
26648
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
3564
26672
SH
SOLE
26672
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.0
231561101
365
3579
SH
SOLE
3579
0
0
CUSTOMERS BANCORP INC
COMMON STOCK USD1.0
23204G100
1384
76038
SH
SOLE
76038
0
0
CYPRESS SEMICONDUCTOR CORP
COMMON STOCK USD.01
232806109
565
44439
SH
SOLE
44439
0
0
CYRUSONE INC
REIT USD.01
23283R100
464
8782
SH
SOLE
8782
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
3670
105887
SH
SOLE
105887
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1053
9543
SH
SOLE
9543
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
1100
20682
SH
SOLE
20682
0
0
DANA INC
COMMON STOCK USD.01
235825205
1638
120154
SH
SOLE
120154
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
16884
163728
SH
SOLE
163728
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
4297
43026
SH
SOLE
43026
0
0
DAVE BUSTER S ENTERTAINMEN
COMMON STOCK USD.01
238337109
571
12804
SH
SOLE
12804
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
130
2525
SH
SOLE
2525
0
0
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
243537107
819
6402
SH
SOLE
6402
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
21273
142609
SH
SOLE
142609
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
24665A103
155
4761
SH
SOLE
4761
0
0
DELL TECHNOLOGIES C
COMMON STOCK
24703L202
3434
70276
SH
SOLE
70276
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
35716
715758
SH
SOLE
715758
0
0
DENBURY RESOURCES INC
COMMON STOCK USD.001
247916208
403
235411
SH
SOLE
235411
0
0
DELUXE CORP
COMMON STOCK USD1.0
248019101
198
5148
SH
SOLE
5148
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
340
15098
SH
SOLE
15098
0
0
DIAMOND OFFSHORE DRILLING
COMMON STOCK USD.01
25271C102
178
18839
SH
SOLE
18839
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK USD.01
25278X109
341
3680
SH
SOLE
3680
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
196
6286
SH
SOLE
6286
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
3555
33368
SH
SOLE
33368
0
0
DILLARDS INC CL A
COMMON STOCK
254067101
101
1673
SH
SOLE
1673
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
13395
122162
SH
SOLE
122162
0
0
DISCOVERY INC A
COMMON STOCK USD.01
25470F104
955
38595
SH
SOLE
38595
0
0
DISCOVERY INC C
COMMON STOCK USD.01
25470F302
316
13678
SH
SOLE
13678
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
148
5939
SH
SOLE
5939
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
5582
94649
SH
SOLE
94649
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
331
3062
SH
SOLE
3062
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
267
2951
SH
SOLE
2951
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
1533
21448
SH
SOLE
21448
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
6900
27825
SH
SOLE
27825
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
137
3911
SH
SOLE
3911
0
0
DONALDSON CO INC
COMMON STOCK USD5.0
257651109
457
10523
SH
SOLE
10523
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
2849
31644
SH
SOLE
31644
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
1976
57886
SH
SOLE
57886
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1558
21959
SH
SOLE
21959
0
0
DOWDUPONT INC
COMMON STOCK USD.01
26078J100
683510
12780670
SH
SOLE
12780670
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
897
29860
SH
SOLE
29860
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
3563
41286
SH
SOLE
41286
0
0
DUKE REALTY CORP
REIT USD.01
264411505
661
25515
SH
SOLE
25515
0
0
DUN BRADSTREET CORP
COMMON STOCK USD.01
26483E100
3690
25852
SH
SOLE
25852
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
2827
44091
SH
SOLE
44091
0
0
EQT CORP
COMMON STOCK
26884L109
416
21998
SH
SOLE
21998
0
0
EPR PROPERTIES
REIT USD.01
26884U109
1884
29424
SH
SOLE
29424
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1082
24651
SH
SOLE
24651
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
730
18131
SH
SOLE
18131
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
1731
39777
SH
SOLE
39777
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
1119
15299
SH
SOLE
15299
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
47
18376
SH
SOLE
18376
0
0
EATON VANCE CORP
COMMON STOCK USD.00390625
278265103
423
12025
SH
SOLE
12025
0
0
EBAY INC
COMMON STOCK USD.001
278642103
415
14798
SH
SOLE
14798
0
0
ECOLAB INC
COMMON STOCK USD1.0
278865100
545
3701
SH
SOLE
3701
0
0
EDGEWELL PERSONAL CARE CO
COMMON STOCK USD.01
28035Q102
200
5362
SH
SOLE
5362
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
4273
75270
SH
SOLE
75270
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.0
28176E108
507
3312
SH
SOLE
3312
0
0
ELDORADO RESORTS INC
COMMON STOCK
28470R102
2220
61298
SH
SOLE
61298
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
1273
16126
SH
SOLE
16126
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
347
13974
SH
SOLE
13974
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
7067
118402
SH
SOLE
118402
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
868
14647
SH
SOLE
14647
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
628
10517
SH
SOLE
10517
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
871
12303
SH
SOLE
12303
0
0
ENCOMPASS HEALTH CORP
COMMON STOCK USD.01
29261A100
470
7618
SH
SOLE
7618
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
1301
28817
SH
SOLE
28817
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
1481
19087
SH
SOLE
19087
0
0
ENGILITY HOLDINGS INC
COMMON STOCK USD.01
29286C107
540
18960
SH
SOLE
18960
0
0
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
29357K103
475
24413
SH
SOLE
24413
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
2224
79717
SH
SOLE
79717
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
340
9047
SH
SOLE
9047
0
0
EQUINIX INC
REIT USD.001
29444U700
7752
21987
SH
SOLE
21987
0
0
EQUITRANS MIDSTREAM CORP
COMMON STOCK
294600101
209
10462
SH
SOLE
10462
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
2733
28138
SH
SOLE
28138
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
5754
87166
SH
SOLE
87166
0
0
ESCO TECHNOLOGIES INC
COMMON STOCK USD.01
296315104
825
12503
SH
SOLE
12503
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
5519
22509
SH
SOLE
22509
0
0
ESTERLINE TECHNOLOGIES CORP
COMMON STOCK USD.2
297425100
461
3797
SH
SOLE
3797
0
0
ETHAN ALLEN INTERIORS INC
COMMON STOCK USD.01
297602104
1092
62097
SH
SOLE
62097
0
0
ETSY INC
COMMON STOCK USD.001
29786A106
926
19472
SH
SOLE
19472
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
866
8458
SH
SOLE
8458
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
2892
40409
SH
SOLE
40409
0
0
EVERGY INC
COMMON STOCK
30034W106
92
1625
SH
SOLE
1625
0
0
EVERTEC INC
COMMON STOCK USD.01
30040P103
1141
39772
SH
SOLE
39772
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2033
31262
SH
SOLE
31262
0
0
EVOLUTION PETROLEUM CORP
COMMON STOCK USD.001
30049A107
1303
190992
SH
SOLE
190992
0
0
EXELON CORP
COMMON STOCK
30161N101
17354
384785
SH
SOLE
384785
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
435
22100
SH
SOLE
22100
0
0
EXPEDIA GROUP INC
COMMON STOCK USD.001
30212P303
207
1841
SH
SOLE
1841
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
372
5467
SH
SOLE
5467
0
0
EXTENDED STAY AMERICA INC
UNIT USD.01
30224P200
1256
81000
SH
SOLE
81000
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
9949
109962
SH
SOLE
109962
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
331
18673
SH
SOLE
18673
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
1947
2000000
SH
SOLE
2000000
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
12751
186985
SH
SOLE
186985
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
2072
47581
SH
SOLE
47581
0
0
FMC CORP
COMMON STOCK USD.1
302491303
932
12599
SH
SOLE
12599
0
0
FNB CORP
COMMON STOCK USD.01
302520101
285
28948
SH
SOLE
28948
0
0
FACEBOOK INC CLASS A
COMMON STOCK USD.000006
30303M102
32712
249540
SH
SOLE
249540
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
4135
20663
SH
SOLE
20663
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
3777
20199
SH
SOLE
20199
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
2705
22912
SH
SOLE
22912
0
0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.0
313855108
337
16928
SH
SOLE
16928
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
208
7848
SH
SOLE
7848
0
0
F5 NETWORKS INC
COMMON STOCK
315616102
2433
15018
SH
SOLE
15018
0
0
FIBROGEN INC
COMMON STOCK USD.01
31572Q808
734
15860
SH
SOLE
15860
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
2814
27436
SH
SOLE
27436
0
0
FIDELITY NATIONAL FINANCIAL
COMMON STOCK USD.0001
31620R303
8518
270940
SH
SOLE
270940
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
208
8847
SH
SOLE
8847
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
4946
110791
SH
SOLE
110791
0
0
FIRST BANCORP PUERTO RICO
COMMON STOCK USD.1
318672706
1952
226919
SH
SOLE
226919
0
0
FIRST HAWAIIAN INC
COMMON STOCK USD.01
32051X108
1267
56300
SH
SOLE
56300
0
0
FIRST HORIZON NATIONAL CORP
COMMON STOCK USD.625
320517105
439
33386
SH
SOLE
33386
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
3907
135381
SH
SOLE
135381
0
0
FIRSTCASH INC
COMMON STOCK USD.01
33767D105
2710
37452
SH
SOLE
37452
0
0
FISERV INC
COMMON STOCK USD.01
337738108
4429
60270
SH
SOLE
60270
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
4804
127945
SH
SOLE
127945
0
0
FIVE BELOW
COMMON STOCK USD.01
33829M101
459
4488
SH
SOLE
4488
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1529
34982
SH
SOLE
34982
0
0
FLEETCOR TECHNOLOGIES INC
COMMON STOCK USD.001
339041105
221
1189
SH
SOLE
1189
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
394
12221
SH
SOLE
12221
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
272
14726
SH
SOLE
14726
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
141
3715
SH
SOLE
3715
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
4456
83758
SH
SOLE
83758
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
1452
189739
SH
SOLE
189739
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
2163
30714
SH
SOLE
30714
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
4576
120441
SH
SOLE
120441
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
334
21260
SH
SOLE
21260
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
109
3662
SH
SOLE
3662
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
868
84231
SH
SOLE
84231
0
0
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
360271100
1243
80272
SH
SOLE
80272
0
0
GATX CORP
COMMON STOCK USD.625
361448103
237
3348
SH
SOLE
3348
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
1895
96184
SH
SOLE
96184
0
0
G III APPAREL GROUP LTD
COMMON STOCK USD.01
36237H101
334
11958
SH
SOLE
11958
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
133
5150
SH
SOLE
5150
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
836
6542
SH
SOLE
6542
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
1001
20147
SH
SOLE
20147
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
10627
67598
SH
SOLE
67598
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
726
95923
SH
SOLE
95923
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
3476
103912
SH
SOLE
103912
0
0
GENESEE WYOMING INC CL A
COMMON STOCK USD.01
371559105
519
7011
SH
SOLE
7011
0
0
GENTEX CORP
COMMON STOCK USD.06
371901109
3323
164424
SH
SOLE
164424
0
0
GENOMIC HEALTH INC
COMMON STOCK USD.0001
37244C101
1814
28171
SH
SOLE
28171
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
577
6008
SH
SOLE
6008
0
0
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
37247D106
738
158287
SH
SOLE
158287
0
0
GETTY REALTY CORP
REIT USD.01
374297109
358
12177
SH
SOLE
12177
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
1143
18278
SH
SOLE
18278
0
0
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
37890U108
353
8603
SH
SOLE
8603
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
45
70200
SH
SOLE
70200
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
575
5580
SH
SOLE
5580
0
0
GLOBUS MEDICAL INC A
COMMON STOCK USD.001
379577208
3106
71775
SH
SOLE
71775
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
12359
73984
SH
SOLE
73984
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
88
4313
SH
SOLE
4313
0
0
GORMAN RUPP CO
COMMON STOCK
383082104
464
14321
SH
SOLE
14321
0
0
GRACO INC
COMMON STOCK USD1.0
384109104
560
13383
SH
SOLE
13383
0
0
GRAHAM HOLDINGS CO CLASS B
COMMON STOCK USD1.0
384637104
130
203
SH
SOLE
203
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
4977
17627
SH
SOLE
17627
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
647
43882
SH
SOLE
43882
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
484
15495
SH
SOLE
15495
0
0
GREEN DOT CORP CLASS A
COMMON STOCK USD.001
39304D102
1188
14940
SH
SOLE
14940
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
348
8796
SH
SOLE
8796
0
0
GREENHILL CO INC
COMMON STOCK USD.01
395259104
356
14585
SH
SOLE
14585
0
0
GREIF INC CL A
COMMON STOCK
397624107
80
2157
SH
SOLE
2157
0
0
GUESS INC
COMMON STOCK USD.01
401617105
355
17073
SH
SOLE
17073
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
4518
36301
SH
SOLE
36301
0
0
HCP INC
REIT USD1.0
40414L109
3122
111767
SH
SOLE
111767
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
840
22400
SH
SOLE
22400
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
312
11077
SH
SOLE
11077
0
0
HNI CORP
COMMON STOCK USD1.0
404251100
99
2784
SH
SOLE
2784
0
0
HP INC
COMMON STOCK USD.01
40434L105
380
18590
SH
SOLE
18590
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
2281
22800
SH
SOLE
22800
0
0
HANCOCK WHITNEY CORP
COMMON STOCK USD3.33
410120109
264
7611
SH
SOLE
7611
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
320
2737
SH
SOLE
2737
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
1018
29832
SH
SOLE
29832
0
0
HARRIS CORP
COMMON STOCK USD1.0
413875105
3359
24949
SH
SOLE
24949
0
0
HARSCO CORP
COMMON STOCK USD1.25
415864107
1070
53889
SH
SOLE
53889
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
963
21675
SH
SOLE
21675
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
705
26681
SH
SOLE
26681
0
0
HEALTHCARE SERVICES GROUP
COMMON STOCK USD.01
421906108
280
6975
SH
SOLE
6975
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
312
10982
SH
SOLE
10982
0
0
HEALTH INSURANCE INNOVATIO A
COMMON STOCK USD.001
42225K106
353
13194
SH
SOLE
13194
0
0
HEALTHEQUITY INC
COMMON STOCK USD.0001
42226A107
294
4931
SH
SOLE
4931
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
2213
28560
SH
SOLE
28560
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK
42330P107
326
60271
SH
SOLE
60271
0
0
HELMERICH PAYNE
COMMON STOCK USD.1
423452101
2383
49706
SH
SOLE
49706
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
4154
32835
SH
SOLE
32835
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
7695
71798
SH
SOLE
71798
0
0
HESS CORP
COMMON STOCK USD1.0
42809H107
235
5800
SH
SOLE
5800
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
1349
102086
SH
SOLE
102086
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
2286
59084
SH
SOLE
59084
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
505
5698
SH
SOLE
5698
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
309
6049
SH
SOLE
6049
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
207
5032
SH
SOLE
5032
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
623
38138
SH
SOLE
38138
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
32913
191553
SH
SOLE
191553
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
21193
160407
SH
SOLE
160407
0
0
HORACE MANN EDUCATORS
COMMON STOCK USD.001
440327104
331
8838
SH
SOLE
8838
0
0
HORMEL FOODS CORP
COMMON STOCK USD.01465
440452100
214
5017
SH
SOLE
5017
0
0
HORTONWORKS INC
COMMON STOCK USD.0001
440894103
450
31195
SH
SOLE
31195
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
195
8177
SH
SOLE
8177
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
3768
226030
SH
SOLE
226030
0
0
HUBBELL INC
COMMON STOCK USD.01
443510607
493
4962
SH
SOLE
4962
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
828
6589
SH
SOLE
6589
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
5101
17807
SH
SOLE
17807
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
2440
26228
SH
SOLE
26228
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
151
12673
SH
SOLE
12673
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
5288
27786
SH
SOLE
27786
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
3605
186900
SH
SOLE
186900
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
1301
11480
SH
SOLE
11480
0
0
ITT INC
COMMON STOCK USD1.0
45073V108
421
8728
SH
SOLE
8728
0
0
IBERIABANK CORP
COMMON STOCK USD1.0
450828108
1189
18500
SH
SOLE
18500
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
295
28711
SH
SOLE
28711
0
0
IDACORP INC
COMMON STOCK
451107106
413
4442
SH
SOLE
4442
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
6586
52161
SH
SOLE
52161
0
0
IDEXX LABORATORIES INC
COMMON STOCK USD.1
45168D104
312
1677
SH
SOLE
1677
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
4257
33600
SH
SOLE
33600
0
0
ILLUMINA INC
COMMON STOCK USD.01
452327109
779
2598
SH
SOLE
2598
0
0
IMAX CORP
COMMON STOCK
45245E109
664
35314
SH
SOLE
35314
0
0
IMPERVA INC
COMMON STOCK USD.0001
45321L100
2426
43563
SH
SOLE
43563
0
0
INDEPENDENCE CONTRACT DRILLI
COMMON STOCK USD.01
453415309
327
104874
SH
SOLE
104874
0
0
INDEPENDENT BANK CORP/MA
COMMON STOCK USD.01
453836108
565
8039
SH
SOLE
8039
0
0
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.0
453838609
971
46195
SH
SOLE
46195
0
0
INFRAREIT INC
REIT USD.01
45685L100
1471
70000
SH
SOLE
70000
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
3
34
SH
SOLE
34
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
4772
52214
SH
SOLE
52214
0
0
INSPIRE MEDICAL SYSTEMS INC
COMMON STOCK USD.001
457730109
316
7473
SH
SOLE
7473
0
0
INSPERITY INC
COMMON STOCK USD.01
45778Q107
329
3527
SH
SOLE
3527
0
0
INOGEN INC
COMMON STOCK USD.001
45780L104
340
2741
SH
SOLE
2741
0
0
INNOVIVA INC
COMMON STOCK
45781M101
2000
114626
SH
SOLE
114626
0
0
INNOVATIVE INDUSTRIAL PROPER
REIT USD.001
45781V101
311
6861
SH
SOLE
6861
0
0
INTEGRA LIFESCIENCES HOLDING
COMMON STOCK USD.01
457985208
312
6923
SH
SOLE
6923
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
1118
23085
SH
SOLE
23085
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
10707
228144
SH
SOLE
228144
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
2418
31706
SH
SOLE
31706
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
8754
116203
SH
SOLE
116203
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
921
64648
SH
SOLE
64648
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
237
3567
SH
SOLE
3567
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
41
1186
SH
SOLE
1186
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
2403
21139
SH
SOLE
21139
0
0
INTL PAPER CO
COMMON STOCK USD1.0
460146103
323
8003
SH
SOLE
8003
0
0
INTL SPEEDWAY CORP CL A
COMMON STOCK USD.01
460335201
30
689
SH
SOLE
689
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
109
5303
SH
SOLE
5303
0
0
INTUITIVE SURGICAL INC
COMMON STOCK USD.001
46120E602
4057
8471
SH
SOLE
8471
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
3818
19394
SH
SOLE
19394
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
1792
172279
SH
SOLE
172279
0
0
INVITAE CORP
COMMON STOCK USD.0001
46185L103
471
42627
SH
SOLE
42627
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
2487
123830
SH
SOLE
123830
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
35
6683
SH
SOLE
6683
0
0
IOVANCE BIOTHERAPEUTICS INC
COMMON STOCK USD.000041666
462260100
335
37870
SH
SOLE
37870
0
0
IRADIMED CORP
COMMON STOCK USD.0001
46266A109
364
14876
SH
SOLE
14876
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
2229
19186
SH
SOLE
19186
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
864
26672
SH
SOLE
26672
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
57444
1470654
SH
SOLE
1470654
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
16140
274581
SH
SOLE
274581
0
0
ISHARES CORE S P MID CAP ETF
ISHARES CORE S+P MIDCAP ETF
464287507
1938
11669
SH
SOLE
11669
0
0
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
464287655
1928
14400
SH
SOLE
14400
0
0
ISHARES MSCI ACWI ETF
ISHARES MSCI ACWI ETF
464288257
5806
90490
SH
SOLE
90490
0
0
JBG SMITH PROPERTIES
REIT USD.01
46590V100
247
7100
SH
SOLE
7100
0
0
J ALEXANDER S HOLDINGS
COMMON STOCK USD.001
46609J106
477
57967
SH
SOLE
57967
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
47319
484725
SH
SOLE
484725
0
0
JABIL INC
COMMON STOCK USD.001
466313103
421
16997
SH
SOLE
16997
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
197
2541
SH
SOLE
2541
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
224
3838
SH
SOLE
3838
0
0
JEFFERIES FINANCIAL GROUP IN
COMMON STOCK USD1.0
47233W109
192
11069
SH
SOLE
11069
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
423
26359
SH
SOLE
26359
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
49574
384148
SH
SOLE
384148
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
5020
39651
SH
SOLE
39651
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
3156
45492
SH
SOLE
45492
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
167
6217
SH
SOLE
6217
0
0
KBR INC
COMMON STOCK USD.001
48242W106
233
15355
SH
SOLE
15355
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
3246
36277
SH
SOLE
36277
0
0
KLX ENERGY SERVICES HOLDING
COMMON STOCK USD.01
48253L106
349
14898
SH
SOLE
14898
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
905
36518
SH
SOLE
36518
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
421
5164
SH
SOLE
5164
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
243
2546
SH
SOLE
2546
0
0
KB HOME
COMMON STOCK USD1.0
48666K109
1376
72056
SH
SOLE
72056
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
317
5558
SH
SOLE
5558
0
0
KEMET CORP
COMMON STOCK USD.01
488360207
433
24677
SH
SOLE
24677
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
326
4916
SH
SOLE
4916
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
939
63565
SH
SOLE
63565
0
0
KEYSIGHT TECHNOLOGIES IN
COMMON STOCK
49338L103
115
1854
SH
SOLE
1854
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
1338
43274
SH
SOLE
43274
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
2954
46974
SH
SOLE
46974
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
2008
17622
SH
SOLE
17622
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
3419
233394
SH
SOLE
233394
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
7116
462661
SH
SOLE
462661
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
2354
142869
SH
SOLE
142869
0
0
KNIGHT SWIFT TRANSPORTATION
COMMON STOCK USD.001
499049104
768
30636
SH
SOLE
30636
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
2899
43697
SH
SOLE
43697
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
4326
157321
SH
SOLE
157321
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
101
3935
SH
SOLE
3935
0
0
LSC COMMUNICATIONS INC
COMMON STOCK USD.01
50218P107
1923
274700
SH
SOLE
274700
0
0
L3 TECHNOLOGIES INC
COMMON STOCK USD.01
502413107
492
2833
SH
SOLE
2833
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1045
37696
SH
SOLE
37696
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
187
1476
SH
SOLE
1476
0
0
LADENBURG THALMANN FINANCIAL
COMMON STOCK USD.0001
50575Q102
440
188716
SH
SOLE
188716
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
4118
30242
SH
SOLE
30242
0
0
LAMAR ADVERTISING CO A
REIT USD.001
512816109
458
6618
SH
SOLE
6618
0
0
LAMB WESTON HOLDINGS INC
COMMON STOCK USD1.0
513272104
722
9819
SH
SOLE
9819
0
0
LANCASTER COLONY CORP
COMMON STOCK
513847103
1863
10535
SH
SOLE
10535
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
3814
39865
SH
SOLE
39865
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
13435
103265
SH
SOLE
103265
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
2261
18400
SH
SOLE
18400
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
222
8710
SH
SOLE
8710
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
1405
26650
SH
SOLE
26650
0
0
LEMAITRE VASCULAR INC
COMMON STOCK USD.01
525558201
924
39093
SH
SOLE
39093
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
6617
30233
SH
SOLE
30233
0
0
LIBERTY EXPEDIA HOLD A
COMMON STOCK
53046P109
301
7703
SH
SOLE
7703
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
2899
69213
SH
SOLE
69213
0
0
LIBERTY MEDIA COR SIRIUSXM C
TRACKING STK USD.01
531229607
762
20600
SH
SOLE
20600
0
0
LIBERTY MEDIA CORP LIBERTY C
TRACKING STK USD.01
531229854
947
30845
SH
SOLE
30845
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
2173
16010
SH
SOLE
16010
0
0
LIFE STORAGE INC
REIT USD.01
53223X107
4095
44037
SH
SOLE
44037
0
0
ELI LILLY CO
COMMON STOCK
532457108
8626
74539
SH
SOLE
74539
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK
533900106
2322
29451
SH
SOLE
29451
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
804
15667
SH
SOLE
15667
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
499
2912
SH
SOLE
2912
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
582
11818
SH
SOLE
11818
0
0
LIVERAMP HOLDINGS INC
COMMON STOCK USD.1
53815P108
258
6674
SH
SOLE
6674
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
191
4203
SH
SOLE
4203
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
943
11564
SH
SOLE
11564
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
2663
119826
SH
SOLE
119826
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
1034
11197
SH
SOLE
11197
0
0
LOXO ONCOLOGY INC
COMMON STOCK USD.0001
548862101
674
4814
SH
SOLE
4814
0
0
LUMENTUM HOLDINGS INC
COMMON STOCK USD.001
55024U109
918
21855
SH
SOLE
21855
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
425
18405
SH
SOLE
18405
0
0
M T BANK CORP
COMMON STOCK USD.5
55261F104
254
1772
SH
SOLE
1772
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
2653
66936
SH
SOLE
66936
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.0
552690109
486
20366
SH
SOLE
20366
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
2905
277730
SH
SOLE
277730
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
406
16716
SH
SOLE
16716
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
1640
62097
SH
SOLE
62097
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
604
28729
SH
SOLE
28729
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
1526
23614
SH
SOLE
23614
0
0
MSA SAFETY INC
COMMON STOCK
553498106
273
2896
SH
SOLE
2896
0
0
MSC INDUSTRIAL DIRECT CO A
COMMON STOCK USD.001
553530106
393
5106
SH
SOLE
5106
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
6522
44241
SH
SOLE
44241
0
0
MACERICH CO/THE
REIT USD.01
554382101
50
1144
SH
SOLE
1144
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
159
8137
SH
SOLE
8137
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
154
5170
SH
SOLE
5170
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
868
20485
SH
SOLE
20485
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
360
339203
SH
SOLE
339203
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
417
6433
SH
SOLE
6433
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
302
21041
SH
SOLE
21041
0
0
MARATHON PETROLEUM CORP
COMMON STOCK USD.01
56585A102
15589
264178
SH
SOLE
264178
0
0
MARCUS MILLICHAP INC
COMMON STOCK USD.0001
566324109
1509
43945
SH
SOLE
43945
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
629
2977
SH
SOLE
2977
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
682
9679
SH
SOLE
9679
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
11609
145563
SH
SOLE
145563
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
3137
28900
SH
SOLE
28900
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
3019
103235
SH
SOLE
103235
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
919
8560
SH
SOLE
8560
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
1766
39404
SH
SOLE
39404
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
3331
82117
SH
SOLE
82117
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
29143
154484
SH
SOLE
154484
0
0
MATADOR RESOURCES CO
COMMON STOCK USD.01
576485205
152
9783
SH
SOLE
9783
0
0
MATERION CORP
COMMON STOCK
576690101
589
13082
SH
SOLE
13082
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
886
17415
SH
SOLE
17415
0
0
MAXIMUS INC
COMMON STOCK
577933104
5316
81676
SH
SOLE
81676
0
0
MCCORMICK CO NON VTG SHRS
COMMON STOCK
579780206
265
1902
SH
SOLE
1902
0
0
MCDERMOTT INTL INC
COMMON STOCK USD1.0
580037703
1356
207269
SH
SOLE
207269
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
10865
61187
SH
SOLE
61187
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
1238
11204
SH
SOLE
11204
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
5923
368327
SH
SOLE
368327
0
0
MEDIFAST INC
COMMON STOCK USD.001
58470H101
341
2725
SH
SOLE
2725
0
0
MEDIDATA SOLUTIONS INC
COMMON STOCK USD.01
58471A105
394
5848
SH
SOLE
5848
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
250
7561
SH
SOLE
7561
0
0
MEDPACE HOLDINGS INC
COMMON STOCK USD.01
58506Q109
518
9781
SH
SOLE
9781
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
25568
334622
SH
SOLE
334622
0
0
MERCURY GENERAL CORP
COMMON STOCK
589400100
460
8900
SH
SOLE
8900
0
0
MEREDITH CORP
COMMON STOCK USD1.0
589433101
191
3686
SH
SOLE
3686
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
1042
72734
SH
SOLE
72734
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
1732
47181
SH
SOLE
47181
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
3747
91261
SH
SOLE
91261
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
7811
13811
SH
SOLE
13811
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
2325
171723
SH
SOLE
171723
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
91083
896750
SH
SOLE
896750
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
561
17685
SH
SOLE
17685
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
4732
49442
SH
SOLE
49442
0
0
HERMAN MILLER INC
COMMON STOCK USD.2
600544100
165
5456
SH
SOLE
5456
0
0
MINDBODY INC CLASS A
COMMON STOCK USD.000004
60255W105
2279
62600
SH
SOLE
62600
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
589
11466
SH
SOLE
11466
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
209
1791
SH
SOLE
1791
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
961
8269
SH
SOLE
8269
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
2822
50254
SH
SOLE
50254
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
12423
310344
SH
SOLE
310344
0
0
MONMOUTH REAL ESTATE INV COR
REIT USD.01
609720107
1327
107010
SH
SOLE
107010
0
0
MONOTYPE IMAGING HOLDINGS IN
COMMON STOCK USD.001
61022P100
351
22627
SH
SOLE
22627
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
340
6910
SH
SOLE
6910
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
4673
33372
SH
SOLE
33372
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
2122
27382
SH
SOLE
27382
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
7705
194323
SH
SOLE
194323
0
0
MORNINGSTAR INC
COMMON STOCK
617700109
483
4400
SH
SOLE
4400
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
163
5575
SH
SOLE
5575
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
190
1654
SH
SOLE
1654
0
0
MR COOPER GROUP INC
COMMON STOCK USD.01
62482R107
611
52315
SH
SOLE
52315
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
864
36941
SH
SOLE
36941
0
0
MURPHY USA INC
COMMON STOCK
626755102
167
2175
SH
SOLE
2175
0
0
MYRIAD GENETICS INC
COMMON STOCK USD.01
62855J104
752
25865
SH
SOLE
25865
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
262
36205
SH
SOLE
36205
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
278
12026
SH
SOLE
12026
0
0
NIC INC
COMMON STOCK
62914B100
983
78740
SH
SOLE
78740
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
241
6084
SH
SOLE
6084
0
0
NVR INC
COMMON STOCK USD.01
62944T105
670
275
SH
SOLE
275
0
0
NANOMETRICS INC
COMMON STOCK
630077105
1683
61572
SH
SOLE
61572
0
0
NATIONAL BANK HOLD CL A
COMMON STOCK
633707104
1171
37932
SH
SOLE
37932
0
0
NATIONAL BEVERAGE CORP
COMMON STOCK USD.01
635017106
718
10003
SH
SOLE
10003
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
392
7669
SH
SOLE
7669
0
0
NATL HEALTH INVESTORS INC
REIT USD.01
63633D104
1865
24689
SH
SOLE
24689
0
0
NATIONAL INSTRUMENTS CORP
COMMON STOCK USD.01
636518102
547
12064
SH
SOLE
12064
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
2853
58818
SH
SOLE
58818
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1642
62046
SH
SOLE
62046
0
0
NATURAL GAS SERVICES GROUP
COMMON STOCK USD.01
63886Q109
406
24726
SH
SOLE
24726
0
0
NAVIGATORS GROUP INC
COMMON STOCK USD.1
638904102
2265
32600
SH
SOLE
32600
0
0
NAUTILUS INC
COMMON STOCK
63910B102
394
36114
SH
SOLE
36114
0
0
NAVIENT CORP
COMMON STOCK USD.01
63938C108
142
16080
SH
SOLE
16080
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
4755
79685
SH
SOLE
79685
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
10716
40034
SH
SOLE
40034
0
0
NETSCOUT SYSTEMS INC
COMMON STOCK USD.001
64115T104
184
7799
SH
SOLE
7799
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
250
3500
SH
SOLE
3500
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
318
6966
SH
SOLE
6966
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
3653
257100
SH
SOLE
257100
0
0
NEW RELIC INC
COMMON STOCK USD.001
64829B100
1387
17131
SH
SOLE
17131
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
162
8704
SH
SOLE
8704
0
0
NEWFIELD EXPLORATION CO
COMMON STOCK USD.01
651290108
141
9624
SH
SOLE
9624
0
0
NEWMARKET CORP
COMMON STOCK
651587107
1235
2997
SH
SOLE
2997
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
293
8468
SH
SOLE
8468
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
1529
134749
SH
SOLE
134749
0
0
NEWS CORP CLASS B
COMMON STOCK
65249B208
1071
92769
SH
SOLE
92769
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
3586
45600
SH
SOLE
45600
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3191
18360
SH
SOLE
18360
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
692
19757
SH
SOLE
19757
0
0
NEXEO SOLUTIONS INC
COMMON STOCK
65342H102
1337
155677
SH
SOLE
155677
0
0
NIKE INC CL B
COMMON STOCK
654106103
6514
87866
SH
SOLE
87866
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
192
7581
SH
SOLE
7581
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
409
21821
SH
SOLE
21821
0
0
NORDSON CORP
COMMON STOCK
655663102
3800
31842
SH
SOLE
31842
0
0
NORDSTROM INC
COMMON STOCK
655664100
73
1568
SH
SOLE
1568
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
2644
17684
SH
SOLE
17684
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
1037
12408
SH
SOLE
12408
0
0
NORTHWEST NATURAL HOLDING CO
COMMON STOCK
66765N105
882
14580
SH
SOLE
14580
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
288
4843
SH
SOLE
4843
0
0
NOW INC
COMMON STOCK USD.01
67011P100
156
13367
SH
SOLE
13367
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
281
4578
SH
SOLE
4578
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
244
4704
SH
SOLE
4704
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
6506
48737
SH
SOLE
48737
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
237
4773
SH
SOLE
4773
0
0
NXSTAGE MEDICAL INC
COMMON STOCK USD.001
67072V103
1022
35700
SH
SOLE
35700
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
2610
66588
SH
SOLE
66588
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
9081
26374
SH
SOLE
26374
0
0
OFG BANCORP
COMMON STOCK USD1.0
67103X102
635
38571
SH
SOLE
38571
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
127
22952
SH
SOLE
22952
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
1836
29918
SH
SOLE
29918
0
0
OCEANEERING INTL INC
COMMON STOCK USD.25
675232102
193
15951
SH
SOLE
15951
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
4771
38637
SH
SOLE
38637
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.0
680223104
812
39493
SH
SOLE
39493
0
0
OLD SECOND BANCORP INC
COMMON STOCK USD1.0
680277100
603
46380
SH
SOLE
46380
0
0
OLIN CORP
COMMON STOCK USD1.0
680665205
364
18114
SH
SOLE
18114
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
293
4406
SH
SOLE
4406
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
2054
28048
SH
SOLE
28048
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
921
26208
SH
SOLE
26208
0
0
OMNOVA SOLUTIONS INC
COMMON STOCK USD.1
682129101
493
67302
SH
SOLE
67302
0
0
ONE GAS INC
COMMON STOCK
68235P108
3021
37955
SH
SOLE
37955
0
0
ONE LIBERTY PROPERTIES INC
REIT USD1.0
682406103
656
27067
SH
SOLE
27067
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
11008
243814
SH
SOLE
243814
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
643
55011
SH
SOLE
55011
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
2213
36096
SH
SOLE
36096
0
0
OWENS MINOR INC
COMMON STOCK USD2.0
690732102
434
68624
SH
SOLE
68624
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
267
15516
SH
SOLE
15516
0
0
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
69318G106
1346
41199
SH
SOLE
41199
0
0
PDL BIOPHARMA INC
COMMON STOCK USD.01
69329Y104
579
199548
SH
SOLE
199548
0
0
P G E CORP
COMMON STOCK
69331C108
378
15920
SH
SOLE
15920
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
836
7155
SH
SOLE
7155
0
0
PNM RESOURCES INC
COMMON STOCK
69349H107
917
22323
SH
SOLE
22323
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
7430
72675
SH
SOLE
72675
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
350
12339
SH
SOLE
12339
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
491
5344
SH
SOLE
5344
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
5344
40794
SH
SOLE
40794
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
121
1303
SH
SOLE
1303
0
0
PTC THERAPEUTICS INC
COMMON STOCK USD.001
69366J200
403
11741
SH
SOLE
11741
0
0
PTC INC
COMMON STOCK USD.01
69370C100
1329
16031
SH
SOLE
16031
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
5115
89525
SH
SOLE
89525
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
8352
100069
SH
SOLE
100069
0
0
PACWEST BANCORP
COMMON STOCK
695263103
1398
42022
SH
SOLE
42022
0
0
PAMPA ENERGIA SA SPON ADR
ADR
697660207
1250
39292
SH
SOLE
39292
0
0
PAPA JOHN S INTL INC
COMMON STOCK USD.01
698813102
105
2632
SH
SOLE
2632
0
0
PARK NATIONAL CORP
COMMON STOCK
700658107
407
4790
SH
SOLE
4790
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
10752
72093
SH
SOLE
72093
0
0
PARSLEY ENERGY INC CLASS A
COMMON STOCK USD.01
701877102
179
11220
SH
SOLE
11220
0
0
PATTERSON COS INC
COMMON STOCK USD.01
703395103
188
9544
SH
SOLE
9544
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
607
9310
SH
SOLE
9310
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
2773
32979
SH
SOLE
32979
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
4024
132006
SH
SOLE
132006
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
345
12195
SH
SOLE
12195
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
202
10707
SH
SOLE
10707
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
111
106700
SH
SOLE
106700
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
12973
117423
SH
SOLE
117423
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
1660
51456
SH
SOLE
51456
0
0
PERKINELMER INC
COMMON STOCK USD1.0
714046109
413
5258
SH
SOLE
5258
0
0
PERSPECTA INC
COMMON STOCK USD.01
715347100
196
11410
SH
SOLE
11410
0
0
PETMED EXPRESS INC
COMMON STOCK USD.001
716382106
719
30904
SH
SOLE
30904
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
5950
136313
SH
SOLE
136313
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
520
16182
SH
SOLE
16182
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
4363
65360
SH
SOLE
65360
0
0
PHILLIPS 66
COMMON STOCK
718546104
5403
62721
SH
SOLE
62721
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
1884
117513
SH
SOLE
117513
0
0
PINNACLE FINANCIAL PARTNERS
COMMON STOCK USD1.0
72346Q104
394
8552
SH
SOLE
8552
0
0
PINNACLE WEST CAPITAL
COMMON STOCK
723484101
218
2558
SH
SOLE
2558
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
1716
13051
SH
SOLE
13051
0
0
PITNEY BOWES INC
COMMON STOCK USD1.0
724479100
116
19618
SH
SOLE
19618
0
0
PLANTRONICS INC
COMMON STOCK USD.01
727493108
166
5012
SH
SOLE
5012
0
0
POLYONE CORPORATION
COMMON STOCK USD.01
73179P106
970
33916
SH
SOLE
33916
0
0
POOL CORP
COMMON STOCK USD.001
73278L105
439
2956
SH
SOLE
2956
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
1079
22853
SH
SOLE
22853
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
759
8515
SH
SOLE
8515
0
0
POTLATCHDELTIC CORP
REIT USD1.0
737630103
239
7547
SH
SOLE
7547
0
0
PRESTIGE CONSUMER HEALTHCARE
COMMON STOCK USD.01
74112D101
2117
68555
SH
SOLE
68555
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
211
2285
SH
SOLE
2285
0
0
PRIMERICA INC
COMMON STOCK
74164M108
3400
34792
SH
SOLE
34792
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
1123
25419
SH
SOLE
25419
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
17104
186079
SH
SOLE
186079
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
1630
45924
SH
SOLE
45924
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
5973
99010
SH
SOLE
99010
0
0
PROLOGIS INC
REIT USD.01
74340W103
8461
144088
SH
SOLE
144088
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
2250
26851
SH
SOLE
26851
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.0
743606105
347
5573
SH
SOLE
5573
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
11420
140042
SH
SOLE
140042
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
364
6986
SH
SOLE
6986
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
7373
36428
SH
SOLE
36428
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
8645
332615
SH
SOLE
332615
0
0
QEP RESOURCES INC
COMMON STOCK USD.01
74733V100
307
54485
SH
SOLE
54485
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
177
2917
SH
SOLE
2917
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
2019
35475
SH
SOLE
35475
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
2541
33999
SH
SOLE
33999
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
525
17449
SH
SOLE
17449
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
145
1741
SH
SOLE
1741
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
344
7045
SH
SOLE
7045
0
0
RH
COMMON STOCK USD.0001
74967X103
421
3514
SH
SOLE
3514
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
626
10654
SH
SOLE
10654
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
5276
322517
SH
SOLE
322517
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
1282
12389
SH
SOLE
12389
0
0
RANGE RESOURCES CORP
COMMON STOCK USD.01
75281A109
178
18577
SH
SOLE
18577
0
0
RAPID7 INC
COMMON STOCK USD.01
753422104
684
21958
SH
SOLE
21958
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
473
6357
SH
SOLE
6357
0
0
RAYONIER INC
REIT
754907103
1518
54817
SH
SOLE
54817
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
6860
44733
SH
SOLE
44733
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
189
12858
SH
SOLE
12858
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
4090
64886
SH
SOLE
64886
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
3601
20501
SH
SOLE
20501
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
232
3314
SH
SOLE
3314
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
4034
68751
SH
SOLE
68751
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
490
1311
SH
SOLE
1311
0
0
REGENXBIO INC
COMMON STOCK USD.0001
75901B107
755
18003
SH
SOLE
18003
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
2290
171149
SH
SOLE
171149
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
683
4873
SH
SOLE
4873
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
4895
68781
SH
SOLE
68781
0
0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
75972A301
399
15525
SH
SOLE
15525
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
3357
46560
SH
SOLE
46560
0
0
RESMED INC
COMMON STOCK USD.004
761152107
3297
28953
SH
SOLE
28953
0
0
RESIDEO TECHNOLOGIES INC
COMMON STOCK USD.001
76118Y104
295
14363
SH
SOLE
14363
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1246
78447
SH
SOLE
78447
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
769
70844
SH
SOLE
70844
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
934
31684
SH
SOLE
31684
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754104
165
232337
SH
SOLE
232337
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
2933
51280
SH
SOLE
51280
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
2072
13771
SH
SOLE
13771
0
0
ROLLINS INC
COMMON STOCK USD1.0
775711104
794
21994
SH
SOLE
21994
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
5079
19058
SH
SOLE
19058
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
5676
68218
SH
SOLE
68218
0
0
ROYAL GOLD INC
COMMON STOCK USD.01
780287108
503
5878
SH
SOLE
5878
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
1550
75738
SH
SOLE
75738
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
1183
52033
SH
SOLE
52033
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
504
79488
SH
SOLE
79488
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
1297
19453
SH
SOLE
19453
0
0
S P GLOBAL INC
COMMON STOCK USD1.0
78409V104
5972
35141
SH
SOLE
35141
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
267
1647
SH
SOLE
1647
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
1735
37560
SH
SOLE
37560
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
3183
40252
SH
SOLE
40252
0
0
SLM CORP
COMMON STOCK USD.2
78442P106
299
36035
SH
SOLE
36035
0
0
SM ENERGY CO
COMMON STOCK USD.01
78454L100
135
8749
SH
SOLE
8749
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
1529
18558
SH
SOLE
18558
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
219
13318
SH
SOLE
13318
0
0
SABRE CORP
COMMON STOCK USD.01
78573M104
460
21237
SH
SOLE
21237
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X873
1091
583314
SH
SOLE
583314
0
0
SAILPOINT TECHNOLOGIES HOLDI
COMMON STOCK USD.0001
78781P105
365
15532
SH
SOLE
15532
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
10499
76649
SH
SOLE
76649
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
132
7764
SH
SOLE
7764
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
644
84603
SH
SOLE
84603
0
0
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
574
5264
SH
SOLE
5264
0
0
SCANA CORP
COMMON STOCK
80589M102
233
4877
SH
SOLE
4877
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
154
1966
SH
SOLE
1966
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
9296
257653
SH
SOLE
257653
0
0
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.0
806882106
542
25166
SH
SOLE
25166
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
775
18656
SH
SOLE
18656
0
0
SCIENCE APPLICATIONS INTE
COMMON STOCK USD.0001
808625107
737
11577
SH
SOLE
11577
0
0
SCIENTIFIC GAMES CORP
COMMON STOCK USD.001
80874P109
155
8675
SH
SOLE
8675
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
243
6987
SH
SOLE
6987
0
0
MATERIALS SELECT SECTOR SPDR F
MATERIALS SELECT SECTOR SPDR
81369Y100
12846
254283
SH
SOLE
254283
0
0
SECUREWORKS CORP A
COMMON STOCK USD.01
81374A105
605
35841
SH
SOLE
35841
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1115
10302
SH
SOLE
10302
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
225
19175
SH
SOLE
19175
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
114
2040
SH
SOLE
2040
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
817565104
4412
109583
SH
SOLE
109583
0
0
SERVICENOW INC
COMMON STOCK USD.001
81762P102
748
4199
SH
SOLE
4199
0
0
SHENANDOAH TELECOMMUNICATION
COMMON STOCK
82312B106
497
11232
SH
SOLE
11232
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
7150
18172
SH
SOLE
18172
0
0
SHOE CARNIVAL INC
COMMON STOCK USD.01
824889109
459
13688
SH
SOLE
13688
0
0
SHORE BANCSHARES INC
COMMON STOCK USD.01
825107105
406
27903
SH
SOLE
27903
0
0
SHUTTERFLY INC
COMMON STOCK USD.0001
82568P304
633
15731
SH
SOLE
15731
0
0
SIGNATURE BANK
COMMON STOCK USD.01
82669G104
512
4978
SH
SOLE
4978
0
0
SILICON LABORATORIES INC
COMMON STOCK USD.0001
826919102
512
6495
SH
SOLE
6495
0
0
SILGAN HOLDINGS INC
COMMON STOCK USD.01
827048109
138
5834
SH
SOLE
5834
0
0
SILVERBOW RESOURCES INC
COMMON STOCK
82836G102
385
16279
SH
SOLE
16279
0
0
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
828730200
1070
44336
SH
SOLE
44336
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
11896
70813
SH
SOLE
70813
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
340
12926
SH
SOLE
12926
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
716
10685
SH
SOLE
10685
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
6010
140756
SH
SOLE
140756
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
916
9800
SH
SOLE
9800
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
4109
28280
SH
SOLE
28280
0
0
SONOCO PRODUCTS CO
COMMON STOCK
835495102
1246
23460
SH
SOLE
23460
0
0
SOTHEBY S
COMMON STOCK USD.01
835898107
164
4118
SH
SOLE
4118
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
2133
48565
SH
SOLE
48565
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
306
6577
SH
SOLE
6577
0
0
SOUTHWEST GAS HOLDINGS INC
COMMON STOCK USD1.0
844895102
349
4565
SH
SOLE
4565
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK USD.01
845467109
512
150085
SH
SOLE
150085
0
0
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
84763A108
279
31874
SH
SOLE
31874
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
5373
74525
SH
SOLE
74525
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
595
5671
SH
SOLE
5671
0
0
SPROUTS FARMERS MARKET INC
COMMON STOCK USD.001
85208M102
239
10174
SH
SOLE
10174
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
672
4318
SH
SOLE
4318
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
750
6263
SH
SOLE
6263
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
2303
35756
SH
SOLE
35756
0
0
STATE BANK FINANCIAL CORP
COMMON STOCK USD.01
856190103
1414
65500
SH
SOLE
65500
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
327
5181
SH
SOLE
5181
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
5936
197600
SH
SOLE
197600
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
1884
45500
SH
SOLE
45500
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
278
6723
SH
SOLE
6723
0
0
STONERIDGE INC
COMMON STOCK
86183P102
703
28503
SH
SOLE
28503
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
1223
43202
SH
SOLE
43202
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
1883
12013
SH
SOLE
12013
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
323
33233
SH
SOLE
33233
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
2524
24814
SH
SOLE
24814
0
0
SUNCOKE ENERGY INC
COMMON STOCK USD.01
86722A103
1216
142238
SH
SOLE
142238
0
0
SUNTRUST BANKS INC
COMMON STOCK USD1.0
867914103
2608
51698
SH
SOLE
51698
0
0
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
868459108
1252
37694
SH
SOLE
37694
0
0
SYMANTEC CORP
COMMON STOCK USD.01
871503108
182
9642
SH
SOLE
9642
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
151
4051
SH
SOLE
4051
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
790
9373
SH
SOLE
9373
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
816
25493
SH
SOLE
25493
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
2025
25044
SH
SOLE
25044
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
3113
132698
SH
SOLE
132698
0
0
SYNEOS HEALTH INC
COMMON STOCK USD.01
87166B102
618
15717
SH
SOLE
15717
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
381
6078
SH
SOLE
6078
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
1722
88344
SH
SOLE
88344
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
14825
331369
SH
SOLE
331369
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
2518
39592
SH
SOLE
39592
0
0
TRI POINTE GROUP INC
COMMON STOCK USD.01
87265H109
98
8933
SH
SOLE
8933
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
748
6236
SH
SOLE
6236
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
21803
590696
SH
SOLE
590696
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
1221
60373
SH
SOLE
60373
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
158
4687
SH
SOLE
4687
0
0
TARENA INTERNATIONAL INC ADR
ADR USD.001
876108101
51
8046
SH
SOLE
8046
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
1551
23470
SH
SOLE
23470
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
1371
30139
SH
SOLE
30139
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
526
6431
SH
SOLE
6431
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
196
18007
SH
SOLE
18007
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
2845
13741
SH
SOLE
13741
0
0
TELEFLEX INC
COMMON STOCK USD1.0
879369106
1498
5794
SH
SOLE
5794
0
0
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
879433829
209
6416
SH
SOLE
6416
0
0
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
88023U101
199
4805
SH
SOLE
4805
0
0
TENET HEALTHCARE CORP
COMMON STOCK USD.05
88033G407
431
25129
SH
SOLE
25129
0
0
TENNECO INC CLASS A
COMMON STOCK USD.01
880349105
1142
41707
SH
SOLE
41707
0
0
TERADATA CORP
COMMON STOCK USD.01
88076W103
377
9835
SH
SOLE
9835
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
551
17559
SH
SOLE
17559
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
9399
346813
SH
SOLE
346813
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
2492
70860
SH
SOLE
70860
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
593
11460
SH
SOLE
11460
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
16317
172668
SH
SOLE
172668
0
0
TEXAS ROADHOUSE INC
COMMON STOCK USD.001
882681109
296
4960
SH
SOLE
4960
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
338
7350
SH
SOLE
7350
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
6607
29521
SH
SOLE
29521
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
885
17027
SH
SOLE
17027
0
0
3M CO
COMMON STOCK USD.01
88579Y101
1794
9413
SH
SOLE
9413
0
0
TIFFANY CO
COMMON STOCK USD.01
886547108
156
1943
SH
SOLE
1943
0
0
TIMKEN CO
COMMON STOCK
887389104
1808
48449
SH
SOLE
48449
0
0
TITAN MACHINERY INC
COMMON STOCK USD.00001
88830R101
326
24796
SH
SOLE
24796
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
3373
102415
SH
SOLE
102415
0
0
TORO CO
COMMON STOCK USD1.0
891092108
565
10116
SH
SOLE
10116
0
0
TOTAL SYSTEM SERVICES INC
COMMON STOCK USD.1
891906109
96
1185
SH
SOLE
1185
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
157
1882
SH
SOLE
1882
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
10854
31918
SH
SOLE
31918
0
0
TRANSMONTAIGNE PARTNERS LP
MLP
89376V100
4444
109500
SH
SOLE
109500
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
495
4131
SH
SOLE
4131
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
363
7160
SH
SOLE
7160
0
0
TRIBUNE MEDIA CO A
COMMON STOCK
896047503
1434
31600
SH
SOLE
31600
0
0
TRINET GROUP INC
COMMON STOCK USD.000025
896288107
946
22540
SH
SOLE
22540
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
68
1253
SH
SOLE
1253
0
0
TRUSTMARK CORP
COMMON STOCK
898402102
94
3296
SH
SOLE
3296
0
0
TUPPERWARE BRANDS CORP
COMMON STOCK USD.01
899896104
182
5764
SH
SOLE
5764
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
9295
193159
SH
SOLE
193159
0
0
TWENTY FIRST CENTURY FOX B
COMMON STOCK USD.01
90130A200
107
2233
SH
SOLE
2233
0
0
TWITTER INC
COMMON STOCK USD.000005
90184L102
499
17350
SH
SOLE
17350
0
0
II VI INC
COMMON STOCK
902104108
487
14994
SH
SOLE
14994
0
0
TYLER TECHNOLOGIES INC
COMMON STOCK USD.01
902252105
647
3481
SH
SOLE
3481
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
1549
29002
SH
SOLE
29002
0
0
UDR INC
REIT USD.01
902653104
1741
43930
SH
SOLE
43930
0
0
UGI CORP
COMMON STOCK
902681105
4662
87377
SH
SOLE
87377
0
0
UMB FINANCIAL CORP
COMMON STOCK USD1.0
902788108
214
3516
SH
SOLE
3516
0
0
US BANCORP
COMMON STOCK USD.01
902973304
4285
93768
SH
SOLE
93768
0
0
USANA HEALTH SCIENCES INC
COMMON STOCK USD.001
90328M107
3175
26970
SH
SOLE
26970
0
0
USG CORP
COMMON STOCK USD.1
903293405
2986
70000
SH
SOLE
70000
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
12149
344368
SH
SOLE
344368
0
0
ULTA BEAUTY INC
COMMON STOCK USD.01
90384S303
244
997
SH
SOLE
997
0
0
ULTIMATE SOFTWARE GROUP INC
COMMON STOCK USD.01
90385D107
671
2741
SH
SOLE
2741
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
509
32009
SH
SOLE
32009
0
0
UNDER ARMOUR INC CLASS A
COMMON STOCK USD.000333
904311107
123
6943
SH
SOLE
6943
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
1579
11036
SH
SOLE
11036
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
2917
21105
SH
SOLE
21105
0
0
UNITED BANKSHARES INC
COMMON STOCK USD2.5
909907107
272
8735
SH
SOLE
8735
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
1168
13948
SH
SOLE
13948
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
228
2223
SH
SOLE
2223
0
0
US FOODS HOLDING CORP
COMMON STOCK USD.01
912008109
3210
101444
SH
SOLE
101444
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
18129
170253
SH
SOLE
170253
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
783
7186
SH
SOLE
7186
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
39645
159139
SH
SOLE
159139
0
0
UNITI GROUP INC
REIT USD.0001
91325V108
228
14616
SH
SOLE
14616
0
0
UNITIL CORP
COMMON STOCK
913259107
852
16834
SH
SOLE
16834
0
0
UNIVAR INC
COMMON STOCK USD.01
91336L107
4477
252390
SH
SOLE
252390
0
0
UNIVERSAL INSURANCE HOLDINGS
COMMON STOCK USD.01
91359V107
459
12106
SH
SOLE
12106
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
2071
17771
SH
SOLE
17771
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
977
33250
SH
SOLE
33250
0
0
URBAN EDGE PROPERTIES
REIT USD.01
91704F104
178
10680
SH
SOLE
10680
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
226
6817
SH
SOLE
6817
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
1567
81542
SH
SOLE
81542
0
0
VF CORP
COMMON STOCK
918204108
1010
14159
SH
SOLE
14159
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
2337
31166
SH
SOLE
31166
0
0
VALERO ENERGY PARTNERS LP
MLP
91914J102
2986
70800
SH
SOLE
70800
0
0
VALLEY NATIONAL BANCORP
COMMON STOCK
919794107
2957
333017
SH
SOLE
333017
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.0
920253101
320
2883
SH
SOLE
2883
0
0
VALVOLINE INC
COMMON STOCK USD.01
92047W101
300
15501
SH
SOLE
15501
0
0
VANDA PHARMACEUTICALS INC
COMMON STOCK USD.001
921659108
1180
45167
SH
SOLE
45167
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
1457
12858
SH
SOLE
12858
0
0
VECTREN CORP
COMMON STOCK
92240G101
4182
58096
SH
SOLE
58096
0
0
VEEVA SYSTEMS INC CLASS A
COMMON STOCK USD.00001
922475108
2823
31600
SH
SOLE
31600
0
0
VENTAS INC
REIT USD.25
92276F100
3177
54222
SH
SOLE
54222
0
0
VANGUARD S P 500 ETF
VANGUARD S+P 500 ETF
922908363
10960
47693
SH
SOLE
47693
0
0
VERACYTE INC
COMMON STOCK USD.001
92337F107
787
62571
SH
SOLE
62571
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
4748
32018
SH
SOLE
32018
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
8471
150684
SH
SOLE
150684
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
609
14391
SH
SOLE
14391
0
0
VERISK ANALYTICS INC
COMMON STOCK USD.001
92345Y106
4510
41359
SH
SOLE
41359
0
0
VERICEL CORP
COMMON STOCK
92346J108
344
19766
SH
SOLE
19766
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
10815
65264
SH
SOLE
65264
0
0
VERSUM MATERIALS INC
COMMON STOCK USD1.0
92532W103
270
9728
SH
SOLE
9728
0
0
VIACOM INC CLASS B
COMMON STOCK USD.001
92553P201
1643
63935
SH
SOLE
63935
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
46031
348882
SH
SOLE
348882
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
4980
276514
SH
SOLE
276514
0
0
VISTRA ENERGY CORP
COMMON STOCK
92840M102
4247
185527
SH
SOLE
185527
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
2193
35347
SH
SOLE
35347
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
1664
15505
SH
SOLE
15505
0
0
WP CAREY INC
REIT USD.001
92936U109
442
6760
SH
SOLE
6760
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
1611
23259
SH
SOLE
23259
0
0
WADDELL REED FINANCIAL A
COMMON STOCK USD.01
930059100
1235
68280
SH
SOLE
68280
0
0
WALMART INC
COMMON STOCK USD.1
931142103
3716
39893
SH
SOLE
39893
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
8230
120445
SH
SOLE
120445
0
0
WALKER DUNLOP INC
COMMON STOCK
93148P102
479
11075
SH
SOLE
11075
0
0
WARRIOR MET COAL INC
COMMON STOCK USD.01
93627C101
343
14211
SH
SOLE
14211
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.0
938824109
519
19435
SH
SOLE
19435
0
0
WASHINGTON PRIME GROUP INC
REIT USD.0001
93964W108
447
91907
SH
SOLE
91907
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
7671
86201
SH
SOLE
86201
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
9080
48129
SH
SOLE
48129
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
410
6352
SH
SOLE
6352
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
374
7583
SH
SOLE
7583
0
0
WEIGHT WATCHERS INTL INC
COMMON STOCK
948626106
1021
26490
SH
SOLE
26490
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
219
8817
SH
SOLE
8817
0
0
WELBILT INC
COMMON STOCK USD.01
949090104
1591
143234
SH
SOLE
143234
0
0
WELLCARE HEALTH PLANS INC
COMMON STOCK USD.01
94946T106
260
1103
SH
SOLE
1103
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
2748
59634
SH
SOLE
59634
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
3330
47973
SH
SOLE
47973
0
0
WENDY S CO/THE
COMMON STOCK USD.1
95058W100
200
12791
SH
SOLE
12791
0
0
WERNER ENTERPRISES INC
COMMON STOCK USD.01
950755108
261
8831
SH
SOLE
8831
0
0
WEST PHARMACEUTICAL SERVICES
COMMON STOCK USD.25
955306105
582
5935
SH
SOLE
5935
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
146
3949
SH
SOLE
3949
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
574
33632
SH
SOLE
33632
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
1734
26200
SH
SOLE
26200
0
0
WESTROCK CO
COMMON STOCK
96145D105
1966
52073
SH
SOLE
52073
0
0
WEX INC
COMMON STOCK USD.01
96208T104
488
3484
SH
SOLE
3484
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
199
9105
SH
SOLE
9105
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
175
1636
SH
SOLE
1636
0
0
WILEY (JOHN) SONS CLASS A
COMMON STOCK USD1.0
968223206
159
3387
SH
SOLE
3387
0
0
WILLIAMS SONOMA INC
COMMON STOCK USD.01
969904101
338
6690
SH
SOLE
6690
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK
97650W108
366
5512
SH
SOLE
5512
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
889
11960
SH
SOLE
11960
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
1049
48984
SH
SOLE
48984
0
0
WORLD WRESTLING ENTERTAIN A
COMMON STOCK USD.01
98156Q108
287
3835
SH
SOLE
3835
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
119
3427
SH
SOLE
3427
0
0
WPX ENERGY INC
COMMON STOCK USD.01
98212B103
406
35762
SH
SOLE
35762
0
0
WYNDHAM DESTINATIONS INC
COMMON STOCK USD.01
98310W108
326
9089
SH
SOLE
9089
0
0
WYNDHAM HOTELS RESORTS INC
COMMON STOCK USD.01
98311A105
426
9395
SH
SOLE
9395
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
930
16301
SH
SOLE
16301
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
330
6699
SH
SOLE
6699
0
0
XILINX INC
COMMON STOCK USD.01
983919101
345
4055
SH
SOLE
4055
0
0
XEROX CORP
COMMON STOCK USD1.0
984121608
76
3832
SH
SOLE
3832
0
0
YY INC ADR
ADR USD.00001
98426T106
2071
34600
SH
SOLE
34600
0
0
YELP INC
COMMON STOCK USD.000001
985817105
280
7994
SH
SOLE
7994
0
0
YUM BRANDS INC
COMMON STOCK
988498101
333
3625
SH
SOLE
3625
0
0
ZAGG INC
COMMON STOCK USD.001
98884U108
323
33016
SH
SOLE
33016
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
1088
6833
SH
SOLE
6833
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
5906
56944
SH
SOLE
56944
0
0
ZIONS BANCORP NA
COMMON STOCK USD.001
989701107
937
23000
SH
SOLE
23000
0
0
ZIX CORP
COMMON STOCK USD.01
98974P100
547
95543
SH
SOLE
95543
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
4868
56904
SH
SOLE
56904
0
0