0001140361-17-003138.txt : 20170127
0001140361-17-003138.hdr.sgml : 20170127
20170127122505
ACCESSION NUMBER: 0001140361-17-003138
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170127
DATE AS OF CHANGE: 20170127
EFFECTIVENESS DATE: 20170127
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: 17552650
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
12-31-2016
12-31-2016
DUPONT CAPITAL MANAGEMENT Corp
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F COMBINATION REPORT
028-05977
0000721204
028-01190
RUSSELL FRANK CO/
N
John Macedo
Chief Administrative Officer
302-477-6076
/s/ John Macedo
Wilmington
DE
01-26-2017
0
805
4470153
false
INFORMATION TABLE
2
form13fInfoTable.xml
1ST SOURCE CORP
COMMON STOCK
336901103
1906
42675
SH
SOLE
42675
0
0
3M CO
COMMON STOCK USD.01
88579Y101
3435
19234
SH
SOLE
19234
0
0
AARON S INC
COMMON STOCK USD.5
002535300
4167
130254
SH
SOLE
130254
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
6180
98690
SH
SOLE
98690
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
474
4206
SH
SOLE
4206
0
0
ACACIA COMMUNICATIONS INC
COMMON STOCK USD.0001
00401C108
211
3419
SH
SOLE
3419
0
0
ACCELERON PHARMA INC
COMMON STOCK USD.001
00434H108
307
12037
SH
SOLE
12037
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
2048
17486
SH
SOLE
17486
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
1515
41965
SH
SOLE
41965
0
0
AECOM
COMMON STOCK USD.01
00766T100
1815
49930
SH
SOLE
49930
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
5069
34886
SH
SOLE
34886
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
2135
30677
SH
SOLE
30677
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
653
14181
SH
SOLE
14181
0
0
AK STEEL HOLDING CORP
COMMON STOCK USD.01
001547108
318
31142
SH
SOLE
31142
0
0
AKORN INC
COMMON STOCK
009728106
612
28057
SH
SOLE
28057
0
0
ALARM.COM HOLDINGS INC
COMMON STOCK
011642105
575
20664
SH
SOLE
20664
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
1552
17486
SH
SOLE
17486
0
0
ALDER BIOPHARMACEUTICALS INC
COMMON STOCK USD.0001
014339105
468
22482
SH
SOLE
22482
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
273
2456
SH
SOLE
2456
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
757
7876
SH
SOLE
7876
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
744
1223
SH
SOLE
1223
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
1818
28401
SH
SOLE
28401
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
13664
65063
SH
SOLE
65063
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
906
3965
SH
SOLE
3965
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
7999
237416
SH
SOLE
237416
0
0
ALPHA OMEGA SEMICONDUCTOR
COMMON STOCK
G6331P104
307
14444
SH
SOLE
14444
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
7423
9367
SH
SOLE
9367
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
46665
60461
SH
SOLE
60461
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
5674
83906
SH
SOLE
83906
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
1401
40272
SH
SOLE
40272
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
36461
48623
SH
SOLE
48623
0
0
AMBARELLA INC
COMMON STOCK USD.00045
G037AX101
549
10141
SH
SOLE
10141
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
5310
101454
SH
SOLE
101454
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2455
42146
SH
SOLE
42146
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
8458
181147
SH
SOLE
159367
0
21780
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
628
14570
SH
SOLE
14570
0
0
AMERICAN AXLE MFG HOLDINGS
COMMON STOCK USD.01
024061103
2009
104098
SH
SOLE
104098
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
677
13600
SH
SOLE
13600
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
4215
66949
SH
SOLE
66949
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
3252
43905
SH
SOLE
43905
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
664
31651
SH
SOLE
31651
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
19243
294638
SH
SOLE
294638
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.0
028591105
381
3061
SH
SOLE
3061
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
2050
45002
SH
SOLE
45002
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
11257
106520
SH
SOLE
106520
0
0
AMERISAFE INC
COMMON STOCK USD.01
03071H100
1215
19491
SH
SOLE
19491
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
1062
21844
SH
SOLE
21844
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
10687
73094
SH
SOLE
73094
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
2499
64982
SH
SOLE
64982
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
3056
111605
SH
SOLE
111605
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
732
10077
SH
SOLE
10077
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
210
20000
SH
SOLE
20000
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
1416
28929
SH
SOLE
28929
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
816
81870
SH
SOLE
81870
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
2793
30195
SH
SOLE
30195
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
346
14643
SH
SOLE
14643
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
5237
36426
SH
SOLE
36426
0
0
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
037598109
1549
28920
SH
SOLE
28920
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
982
59070
SH
SOLE
59070
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
56811
490509
SH
SOLE
490509
0
0
APPLIED GENETIC TECHNOLOGIES
COMMON STOCK USD.001
03820J100
341
36509
SH
SOLE
36509
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
5741
177902
SH
SOLE
177902
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1767
63888
SH
SOLE
63888
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
285
3302
SH
SOLE
3302
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
1103
24170
SH
SOLE
24170
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
2146
30422
SH
SOLE
30422
0
0
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
04208T108
172
11795
SH
SOLE
11795
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
4575
151854
SH
SOLE
151854
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
5090
71393
SH
SOLE
71393
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
632
81437
SH
SOLE
81437
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
10483
191710
SH
SOLE
191710
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
3237
34861
SH
SOLE
34861
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
3709
98199
SH
SOLE
98199
0
0
ATT INC
COMMON STOCK USD1.0
00206R102
16456
386933
SH
SOLE
386933
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
915
2000000
SH
SOLE
2000000
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
8707
11024
SH
SOLE
11024
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
4397
24822
SH
SOLE
24822
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
477
6799
SH
SOLE
6799
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
3254
88704
SH
SOLE
88704
0
0
B/E AEROSPACE INC
COMMON STOCK USD.01
073302101
722
12000
SH
SOLE
12000
0
0
BAKER HUGHES INC
COMMON STOCK USD1.0
057224107
10371
159629
SH
SOLE
159629
0
0
BANCO MACRO SA ADR
ADR
05961W105
13899
215985
SH
SOLE
78679
0
137306
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
35919
1625286
SH
SOLE
1625286
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
755
8509
SH
SOLE
8509
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
2565
48782
SH
SOLE
48782
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
316
6664
SH
SOLE
6664
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
1146
32405
SH
SOLE
19107
0
13298
BATS GLOBAL MARKETS INC
COMMON STOCK USD.01
05491G109
647
19300
SH
SOLE
19300
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
7531
45490
SH
SOLE
45490
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
2946
72497
SH
SOLE
72497
0
0
BELDEN INC
COMMON STOCK USD.01
077454106
350
4686
SH
SOLE
4686
0
0
BENEFICIAL BANCORP INC
COMMON STOCK USD.01
08171T102
701
38104
SH
SOLE
38104
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
20322
124688
SH
SOLE
124688
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
7770
182103
SH
SOLE
182103
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2948
58720
SH
SOLE
58720
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
2593
9145
SH
SOLE
9145
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
189
2280
SH
SOLE
2280
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
487
8749
SH
SOLE
8749
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
485
7582
SH
SOLE
7582
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
449
7281
SH
SOLE
7281
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
10351
66489
SH
SOLE
66489
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
1142
31665
SH
SOLE
31665
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
488
2872
SH
SOLE
2872
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
2501
19881
SH
SOLE
19881
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
490
13048
SH
SOLE
13048
0
0
BRIGHTCOVE
COMMON STOCK USD.001
10921T101
754
93666
SH
SOLE
93666
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1542
31136
SH
SOLE
31136
0
0
BRISTOW GROUP INC
COMMON STOCK USD.01
110394103
860
41999
SH
SOLE
41999
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
1252
51280
SH
SOLE
51280
0
0
BROADCOM LTD
COMMON STOCK
Y09827109
492
2781
SH
SOLE
2781
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
1090
16433
SH
SOLE
16433
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
3117
249582
SH
SOLE
249582
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
496
11059
SH
SOLE
11059
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
7046
129192
SH
SOLE
129192
0
0
BUCKLE INC/THE
COMMON STOCK USD.01
118440106
454
19893
SH
SOLE
19893
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
1014
13846
SH
SOLE
13846
0
0
CA INC
COMMON STOCK USD.1
12673P105
1047
32945
SH
SOLE
32945
0
0
CABELA S INC
COMMON STOCK USD.01
126804301
1827
31200
SH
SOLE
31200
0
0
CAI INTERNATIONAL INC
COMMON STOCK USD.0001
12477X106
401
46205
SH
SOLE
46205
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
1582
138448
SH
SOLE
138448
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
6953
82702
SH
SOLE
82702
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
2590
42839
SH
SOLE
42839
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
857
10883
SH
SOLE
10883
0
0
CAPITAL BANK FINANCIAL CL A
COMMON STOCK
139794101
958
24406
SH
SOLE
24406
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
17975
206044
SH
SOLE
206044
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
1401
19462
SH
SOLE
19462
0
0
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
141619106
471
19443
SH
SOLE
19443
0
0
CARE CAPITAL PROPERTIES INC
REIT USD.01
141624106
863
34532
SH
SOLE
34532
0
0
CAREER EDUCATION CORP
COMMON STOCK USD.01
141665109
326
32289
SH
SOLE
32289
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
786
51284
SH
SOLE
51284
0
0
CARLISLE COS INC
COMMON STOCK USD1.0
142339100
4105
37222
SH
SOLE
37222
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
3700
71069
SH
SOLE
71069
0
0
CARRIZO OIL GAS INC
COMMON STOCK USD.01
144577103
476
12731
SH
SOLE
12731
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
459
5313
SH
SOLE
5313
0
0
CBL ASSOCIATES PROPERTIES
REIT USD.01
124830100
792
68864
SH
SOLE
68864
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
478
15192
SH
SOLE
15192
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
666
11165
SH
SOLE
11165
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
512
36725
SH
SOLE
36725
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
3938
50007
SH
SOLE
50007
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
25696
221996
SH
SOLE
221996
0
0
CEMEX SAB SPONS ADR PART CER
ADR
151290889
28497
3548813
SH
SOLE
1281196
0
2267617
CENTENE CORP
COMMON STOCK USD.001
15135B101
573
10146
SH
SOLE
10146
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
8665
351668
SH
SOLE
351668
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
1529
239586
SH
SOLE
176939
0
62647
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
832
10921
SH
SOLE
10921
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
1559
75854
SH
SOLE
75854
0
0
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
163072101
2349
39235
SH
SOLE
39235
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
514
3204
SH
SOLE
3204
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
288
13049
SH
SOLE
13049
0
0
CHEMTURA CORP
COMMON STOCK USD.01
163893209
2603
78400
SH
SOLE
78400
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1459
56416
SH
SOLE
56416
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
13503
114725
SH
SOLE
114725
0
0
CHICAGO BRIDGE IRON CO NV
COMMON STOCK EUR.01
167250109
7701
242545
SH
SOLE
242545
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q208
3140
184500
SH
SOLE
184500
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
499
8907
SH
SOLE
8907
0
0
CHUBB LTD
COMMON STOCK
H1467J104
14496
109716
SH
SOLE
109716
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
8972
67260
SH
SOLE
67260
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
985
7251
SH
SOLE
7251
0
0
CINTAS CORP
COMMON STOCK
172908105
5301
45872
SH
SOLE
45872
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
4406
77930
SH
SOLE
77930
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
25252
835593
SH
SOLE
835593
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
32820
552241
SH
SOLE
552241
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
1226
34396
SH
SOLE
34396
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
10930
122382
SH
SOLE
122382
0
0
CLARCOR INC
COMMON STOCK USD1.0
179895107
2004
24300
SH
SOLE
24300
0
0
CLIFFS NATURAL RESOURCES INC
COMMON STOCK USD.125
18683K101
360
42859
SH
SOLE
42859
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
15478
373317
SH
SOLE
373317
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
493
7744
SH
SOLE
7744
0
0
COHEN STEERS INC
COMMON STOCK USD.01
19247A100
803
23903
SH
SOLE
23903
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
1040
7570
SH
SOLE
7570
0
0
COLFAX CORP
COMMON STOCK USD.001
194014106
1453
40433
SH
SOLE
40433
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
8279
126515
SH
SOLE
126515
0
0
COLONY STARWOOD HOMES
REIT USD.01
19625X102
160
5550
SH
SOLE
5550
0
0
COLUMBIA PIPELINE PARTNERS L
MLP
198281107
602
35100
SH
SOLE
35100
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
473
8114
SH
SOLE
8114
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
29508
427340
SH
SOLE
427340
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
1034
15175
SH
SOLE
15175
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
1851
55583
SH
SOLE
55583
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
1457
28356
SH
SOLE
28356
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
919
23240
SH
SOLE
23240
0
0
CONSOLIDATED WATER CO ORD SH
COMMON STOCK USD.6
G23773107
389
35834
SH
SOLE
35834
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
1139
7432
SH
SOLE
7432
0
0
CONTROL4 CORP
COMMON STOCK USD.0001
21240D107
363
35583
SH
SOLE
35583
0
0
COPART INC
COMMON STOCK
217204106
737
13296
SH
SOLE
13296
0
0
CORECIVIC INC
REIT USD.01
21871N101
540
22089
SH
SOLE
22089
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
1228
35194
SH
SOLE
35194
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
721
9081
SH
SOLE
9081
0
0
CORNING INC
COMMON STOCK USD.5
219350105
7988
329127
SH
SOLE
329127
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
1645
7323
SH
SOLE
7323
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
619
3708
SH
SOLE
3708
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
4576
63453
SH
SOLE
63453
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
6134
116681
SH
SOLE
116681
0
0
CST BRANDS INC
COMMON STOCK USD.01
12646R105
2600
54000
SH
SOLE
54000
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
2960
82395
SH
SOLE
82395
0
0
CUBESMART
REIT USD.01
229663109
1090
40709
SH
SOLE
40709
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
4416
32315
SH
SOLE
32315
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
9837
124667
SH
SOLE
124667
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
184
4039
SH
SOLE
4039
0
0
CYRUSONE INC
REIT USD.01
23283R100
894
19997
SH
SOLE
19997
0
0
DANA INC
COMMON STOCK USD.01
235825205
113
5971
SH
SOLE
5971
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
1477
18980
SH
SOLE
18980
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
1017
13988
SH
SOLE
13988
0
0
DATALINK CORP
COMMON STOCK USD.001
237934104
404
35900
SH
SOLE
35900
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
713
14894
SH
SOLE
14894
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370203
2697
123833
SH
SOLE
123833
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
1814
26939
SH
SOLE
26939
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
24335
494724
SH
SOLE
494724
0
0
DELUXE CORP
COMMON STOCK USD1.0
248019101
949
13259
SH
SOLE
13259
0
0
DENTSPLY SIRONA INC
COMMON STOCK USD.01
24906P109
482
8343
SH
SOLE
8343
0
0
DEVRY EDUCATION GROUP INC
COMMON STOCK USD.01
251893103
2025
64901
SH
SOLE
64901
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
898
77887
SH
SOLE
77887
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
1132
21326
SH
SOLE
21326
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
1029
10474
SH
SOLE
10474
0
0
DIGITALGLOBE INC
COMMON STOCK USD.001
25389M877
2205
76969
SH
SOLE
76969
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
3676
50985
SH
SOLE
50985
0
0
DISCOVERY COMMUNICATIONS A
COMMON STOCK USD.01
25470F104
4528
165203
SH
SOLE
165203
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
9662
130442
SH
SOLE
130442
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK
25746U109
3864
50449
SH
SOLE
50449
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
705
9646
SH
SOLE
9646
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
983
13124
SH
SOLE
13124
0
0
DOW CHEMICAL CO/THE
COMMON STOCK USD2.5
260543103
4521
79018
SH
SOLE
79018
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1340
49028
SH
SOLE
49028
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
5151
56814
SH
SOLE
56814
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
2241
37314
SH
SOLE
37314
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
278
2594
SH
SOLE
2594
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1041
10569
SH
SOLE
10569
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
731748
9969322
SH
SOLE
9969322
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
3282
42278
SH
SOLE
42278
0
0
DUKE REALTY CORP
REIT USD.01
264411505
95
3567
SH
SOLE
3567
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
1306
24899
SH
SOLE
24899
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
552
12575
SH
SOLE
12575
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
2005
236952
SH
SOLE
236952
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
1685
48624
SH
SOLE
48624
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
324
4085
SH
SOLE
4085
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
5045
99251
SH
SOLE
99251
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
10639
141456
SH
SOLE
141456
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
11
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
8
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
31
2000
SH
SOLE
2000
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
2991
44587
SH
SOLE
44587
0
0
EBAY INC
COMMON STOCK USD.001
278642103
2643
89017
SH
SOLE
89017
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1508
20950
SH
SOLE
20950
0
0
EL PASO ELECTRIC CO
COMMON STOCK
283677854
604
12993
SH
SOLE
12993
0
0
EMPIRE DISTRICT ELECTRIC CO
COMMON STOCK USD1.0
291641108
314
9200
SH
SOLE
9200
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
1008
30099
SH
SOLE
30099
0
0
ENDURANCE SPECIALTY HOLDINGS
COMMON STOCK USD1.0
G30397106
3896
42164
SH
SOLE
42164
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
499
11197
SH
SOLE
11197
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
2161
27673
SH
SOLE
27673
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
640
65852
SH
SOLE
65852
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
3319
45176
SH
SOLE
45176
0
0
ENVESTNET INC
COMMON STOCK
29404K106
494
14000
SH
SOLE
14000
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
3359
33222
SH
SOLE
33222
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
855
7422
SH
SOLE
7422
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2327
32419
SH
SOLE
32419
0
0
EQUINIX INC
REIT USD.001
29444U700
3318
9283
SH
SOLE
9283
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
638
8847
SH
SOLE
8847
0
0
EQUITY ONE INC
REIT USD.01
294752100
724
23600
SH
SOLE
23600
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
2857
44394
SH
SOLE
44394
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
7173
221587
SH
SOLE
221587
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
4653
20014
SH
SOLE
20014
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
708
9779
SH
SOLE
9779
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
305
15700
SH
SOLE
15700
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
1500
21840
SH
SOLE
21840
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
5576
25766
SH
SOLE
25766
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2309
41809
SH
SOLE
41809
0
0
EXELON CORP
COMMON STOCK
30161N101
9359
263700
SH
SOLE
263700
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
703
13270
SH
SOLE
13270
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
4530
65859
SH
SOLE
65859
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
2029
26266
SH
SOLE
26266
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
39425
436799
SH
SOLE
436799
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
13733
14250000
SH
SOLE
10795000
0
3455000
F5 NETWORKS INC
COMMON STOCK
315616102
5234
36164
SH
SOLE
36164
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
26582
231047
SH
SOLE
231047
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
489
2991
SH
SOLE
2991
0
0
FAIRMOUNT SANTROL HOLDINGS I
COMMON STOCK USD.01
30555Q108
419
35530
SH
SOLE
35530
0
0
FCB FINANCIAL HOLDINGS CL A
COMMON STOCK USD.001
30255G103
2177
45630
SH
SOLE
45630
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
1391
9789
SH
SOLE
9789
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
1290
45601
SH
SOLE
45601
0
0
FEDERATED NATIONAL HOLDING C
COMMON STOCK USD.01
31422T101
579
30972
SH
SOLE
30972
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
8149
43765
SH
SOLE
43765
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
499
62354
SH
SOLE
62354
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
5588
207203
SH
SOLE
207203
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
6050
165152
SH
SOLE
165152
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.0
31946M103
1498
4219
SH
SOLE
4219
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
474
24019
SH
SOLE
24019
0
0
FIRST HAWAIIAN INC
COMMON STOCK USD.01
32051X108
1230
35325
SH
SOLE
35325
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
941
33545
SH
SOLE
33545
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
5045
162894
SH
SOLE
162894
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1329
12503
SH
SOLE
12503
0
0
FIVE PRIME THERAPEUTICS INC
COMMON STOCK USD.001
33830X104
883
17629
SH
SOLE
17629
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
371
19491
SH
SOLE
19491
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
730
20177
SH
SOLE
20177
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
516
25860
SH
SOLE
25860
0
0
FMC TECHNOLOGIES INC
COMMON STOCK USD.01
30249U101
1708
48072
SH
SOLE
48072
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
6078
85745
SH
SOLE
85745
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
8517
702146
SH
SOLE
702146
0
0
FOREST CITY REALTY TRUST A
REIT USD.01
345605109
1146
55006
SH
SOLE
55006
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
492
16337
SH
SOLE
16337
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
4365
81646
SH
SOLE
81646
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
223
10887
SH
SOLE
10887
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
2260
57100
SH
SOLE
57100
0
0
FRANKLIN STREET PROPERTIES C
REIT USD.0001
35471R106
243
18746
SH
SOLE
18746
0
0
FXCM INC
SR UNSECURED 06/18 2.25
302693AB2
6527
12200000
SH
SOLE
8215000
0
3985000
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
36467W109
460
18201
SH
SOLE
18201
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
485
15840
SH
SOLE
15840
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
1305
58138
SH
SOLE
58138
0
0
GARMIN LTD
COMMON STOCK CHF10.0
H2906T109
2209
45552
SH
SOLE
45552
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
1399
13839
SH
SOLE
13839
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
2524
61950
SH
SOLE
61950
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
14096
81640
SH
SOLE
81640
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
10583
334919
SH
SOLE
334919
0
0
GENERAL GROWTH PROPERTIES
REIT USD.01
370023103
1581
63301
SH
SOLE
63301
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
7581
217598
SH
SOLE
217598
0
0
GENERAL MOTORS CO WTS
CALL EXP 10JUL19
37045V126
3044
177681
SH
SOLE
177681
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
485
5072
SH
SOLE
5072
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
17764
248064
SH
SOLE
248064
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
483
6959
SH
SOLE
6959
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
11894
49671
SH
SOLE
49671
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
4456
144362
SH
SOLE
144362
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
1029
53968
SH
SOLE
53968
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
1277
117680
SH
SOLE
117680
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
1649
37829
SH
SOLE
37829
0
0
GREEN PLAINS INC
COMMON STOCK USD.001
393222104
423
15205
SH
SOLE
15205
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
1984
47751
SH
SOLE
47751
0
0
GREENHILL CO INC
COMMON STOCK USD.01
395259104
1350
48738
SH
SOLE
48738
0
0
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
398905109
1035
13278
SH
SOLE
13278
0
0
GUARANTY BANCORP
COMMON STOCK USD.001
40075T607
715
29551
SH
SOLE
29551
0
0
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
40171V100
462
9366
SH
SOLE
9366
0
0
GULFPORT ENERGY CORP
COMMON STOCK USD.01
402635304
260
12030
SH
SOLE
12030
0
0
HR BLOCK INC
COMMON STOCK
093671105
4065
176828
SH
SOLE
176828
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
1166
66003
SH
SOLE
66003
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
448
45331
SH
SOLE
45331
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
3971
43638
SH
SOLE
43638
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
712
12206
SH
SOLE
12206
0
0
HARMAN INTERNATIONAL
COMMON STOCK USD.01
413086109
2634
23700
SH
SOLE
23700
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
1797
17532
SH
SOLE
17532
0
0
HAVERTY FURNITURE
COMMON STOCK USD1.0
419596101
996
42022
SH
SOLE
42022
0
0
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
419879101
644
11300
SH
SOLE
11300
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
19271
260344
SH
SOLE
260344
0
0
HCP INC
REIT USD1.0
40414L109
531
17852
SH
SOLE
17852
0
0
HEADWATERS INC
COMMON STOCK USD.001
42210P102
2597
110400
SH
SOLE
110400
0
0
HECLA MINING CO
COMMON STOCK USD.25
422704106
655
125000
SH
SOLE
125000
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
720
9329
SH
SOLE
9329
0
0
HELMERICH PAYNE
COMMON STOCK USD.1
423452101
3992
51582
SH
SOLE
51582
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
1468
9675
SH
SOLE
9675
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
2043
130357
SH
SOLE
130357
0
0
HESKA CORP
COMMON STOCK USD.001
42805E306
579
8083
SH
SOLE
8083
0
0
HESS CORP
COMMON STOCK USD1.0
42809H107
14875
238809
SH
SOLE
238809
0
0
HEWLETT PACKARD ENTERPRIS
COMMON STOCK USD.01
42824C109
13890
600257
SH
SOLE
600257
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
674
18080
SH
SOLE
18080
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
2084
40847
SH
SOLE
40847
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
3079
54849
SH
SOLE
54849
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
525
28890
SH
SOLE
28890
0
0
HOLLYSYS AUTOMATION TECHNOLO
COMMON STOCK USD.0001
G45667105
481
26268
SH
SOLE
26268
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
6138
152982
SH
SOLE
152982
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
16392
122253
SH
SOLE
122253
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
19144
165245
SH
SOLE
165245
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
4399
138580
SH
SOLE
138580
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
1353
71789
SH
SOLE
71789
0
0
HOULIHAN LOKEY INC
COMMON STOCK USD.001
441593100
1288
41375
SH
SOLE
41375
0
0
HP INC
COMMON STOCK USD.01
40434L105
1116
75188
SH
SOLE
75188
0
0
HSN INC
COMMON STOCK USD.01
404303109
351
10222
SH
SOLE
10222
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
347
7386
SH
SOLE
7386
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
1010
29029
SH
SOLE
29029
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
726
7479
SH
SOLE
7479
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
6154
33412
SH
SOLE
33412
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
1203
63039
SH
SOLE
63039
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
12081
1612972
SH
SOLE
51348
0
1561624
ICU MEDICAL INC
COMMON STOCK USD.1
44930G107
776
5267
SH
SOLE
5267
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
942
10458
SH
SOLE
10458
0
0
IDEXX LABORATORIES INC
COMMON STOCK USD.1
45168D104
126
1075
SH
SOLE
1075
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
3244
26494
SH
SOLE
26494
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
250
18841
SH
SOLE
18841
0
0
INC RESEARCH HOLDINGS INC A
COMMON STOCK USD.01
45329R109
1525
28985
SH
SOLE
28985
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
986
9830
SH
SOLE
9830
0
0
INDEPENDENT BANK GROUP INC
COMMON STOCK USD.01
45384B106
660
10584
SH
SOLE
10584
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
17743
236446
SH
SOLE
236446
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
5117
40951
SH
SOLE
40951
0
0
INNOPHOS HOLDINGS INC
COMMON STOCK USD.001
45774N108
452
8648
SH
SOLE
8648
0
0
INOTEK PHARMACEUTICALS CORP
COMMON STOCK USD.01
45780V102
468
76784
SH
SOLE
76784
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
337
36606
SH
SOLE
36606
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
1417
60154
SH
SOLE
60154
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
11307
311740
SH
SOLE
311740
0
0
INTELIQUENT INC
COMMON STOCK USD.001
45825N107
507
22100
SH
SOLE
22100
0
0
INTER PARFUMS INC
COMMON STOCK USD.001
458334109
402
12264
SH
SOLE
12264
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
6331
69301
SH
SOLE
69301
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
2242
120860
SH
SOLE
120860
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
2191
53703
SH
SOLE
53703
0
0
INTERNATIONAL GAME TECHNOLOG
COMMON STOCK USD.1
G4863A108
3006
117805
SH
SOLE
117805
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
6426
121115
SH
SOLE
121115
0
0
INTERSIL CORP A
COMMON STOCK USD.01
46069S109
2607
116900
SH
SOLE
116900
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
7837
47211
SH
SOLE
47211
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2478
21621
SH
SOLE
21621
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
1734
124324
SH
SOLE
124324
0
0
ION GEOPHYSICAL CORP
COMMON STOCK
462044207
182
30400
SH
SOLE
14150
0
16250
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
462222100
516
10787
SH
SOLE
10787
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
491
4970
SH
SOLE
4970
0
0
ISHARES CORE MSCI EAFE ETF
ISHARES CORE MSCI EAFE ETF
46432F842
49345
920107
SH
SOLE
920107
0
0
ISHARES MSCI CANADA ETF
ISHARES MSCI CANADA ETF
464286509
8080
308983
SH
SOLE
308983
0
0
ISHARES MSCI EAFE VALUE ETF
ISHARES MSCI EAFE VALUE ETF
464288877
49124
1039666
SH
SOLE
1039666
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
24177
690581
SH
SOLE
523320
0
167261
ISHARES MSCI HONG KONG ETF
ISHARES MSCI HONG KONG ETF
464286871
13110
672976
SH
SOLE
672976
0
0
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
46434G822
14078
288139
SH
SOLE
288139
0
0
ISLE OF CAPRI CASINOS
COMMON STOCK USD.01
464592104
669
27100
SH
SOLE
27100
0
0
ISTAR INC
REIT USD.001
45031U101
67
5456
SH
SOLE
5456
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
7458
91168
SH
SOLE
91168
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
2125
89782
SH
SOLE
89782
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
3354
37782
SH
SOLE
37782
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
1139
10199
SH
SOLE
10199
0
0
JAMES RIVER GROUP HOLDINGS L
COMMON STOCK USD.0002
G5005R107
603
14507
SH
SOLE
14507
0
0
JIVE SOFTWARE INC
COMMON STOCK
47760A108
26
6000
SH
SOLE
6000
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
10330
80668
SH
SOLE
80668
0
0
JOHN B. SANFILIPPO SON INC
COMMON STOCK USD.01
800422107
732
10396
SH
SOLE
10396
0
0
JOHN BEAN TECHNOLOGIES CORP
COMMON STOCK USD.01
477839104
992
11546
SH
SOLE
11546
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
18263
158522
SH
SOLE
158522
0
0
JOY GLOBAL INC
COMMON STOCK USD1.0
481165108
409
14600
SH
SOLE
14600
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
46418
537928
SH
SOLE
537928
0
0
KADANT INC
COMMON STOCK USD.01
48282T104
887
14490
SH
SOLE
14490
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
690
29852
SH
SOLE
29852
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
869
11862
SH
SOLE
11862
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
6097
53428
SH
SOLE
53428
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
517
20532
SH
SOLE
20532
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
1512
73001
SH
SOLE
73001
0
0
KITE PHARMA INC
COMMON STOCK USD.001
49803L109
480
10708
SH
SOLE
10708
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
1998
25397
SH
SOLE
25397
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
1583
56686
SH
SOLE
56686
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
2557
51780
SH
SOLE
51780
0
0
KOPPERS HOLDINGS INC
COMMON STOCK USD.01
50060P106
376
9319
SH
SOLE
9319
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
1887
64114
SH
SOLE
64114
0
0
KRAFT HEINZ CO/THE
COMMON STOCK USD.01
500754106
4810
55080
SH
SOLE
55080
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
898
26030
SH
SOLE
26030
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1675
53952
SH
SOLE
53952
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
23193
219362
SH
SOLE
219362
0
0
LAMAR ADVERTISING CO A
REIT USD.001
512816109
2220
33023
SH
SOLE
33023
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
797
9348
SH
SOLE
9348
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
1994
90445
SH
SOLE
90445
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
2978
97745
SH
SOLE
97745
0
0
LAZARD LTD CL A
COMMON STOCK USD.01
G54050102
2109
51331
SH
SOLE
51331
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
7773
58721
SH
SOLE
58721
0
0
LEGACYTEXAS FINANCIAL GROUP
COMMON STOCK USD.01
52471Y106
1785
41444
SH
SOLE
41444
0
0
LENDINGTREE INC
COMMON STOCK USD.01
52603B107
460
4537
SH
SOLE
4537
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
603
14043
SH
SOLE
14043
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
721
4705
SH
SOLE
4705
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
13941
247362
SH
SOLE
247362
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
3923
196349
SH
SOLE
196349
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
1538
38943
SH
SOLE
38943
0
0
LIFEPOINT HEALTH INC
COMMON STOCK USD.01
53219L109
2288
40288
SH
SOLE
40288
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
864
8502
SH
SOLE
8502
0
0
LINEAR TECHNOLOGY CORP
COMMON STOCK USD.001
535678106
2588
41500
SH
SOLE
41500
0
0
LIONS GATE ENTERTAINMENT B
COMMON STOCK
535919500
0
0
SH
SOLE
0
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
400
8900
SH
SOLE
8900
0
0
LOGMEIN INC W/I
COMMON STOCK USD.01
54142L109
464
4806
SH
SOLE
4806
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
528
27900
SH
SOLE
27900
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
3979
55954
SH
SOLE
55954
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
570
12124
SH
SOLE
12124
0
0
LYDALL INC
COMMON STOCK USD.1
550819106
487
7878
SH
SOLE
7878
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
9755
113723
SH
SOLE
113723
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
922
36627
SH
SOLE
36627
0
0
MACERICH CO/THE
REIT USD.01
554382101
435
6134
SH
SOLE
6134
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
885
30502
SH
SOLE
30502
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
2448
68368
SH
SOLE
68368
0
0
MALLINCKRODT PLC
COMMON STOCK USD.2
G5785G107
2773
55659
SH
SOLE
55659
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
2523
47568
SH
SOLE
47568
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1089
21621
SH
SOLE
21621
0
0
MARCUS CORPORATION
COMMON STOCK USD1.0
566330106
1176
37348
SH
SOLE
37348
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1649
19440
SH
SOLE
19440
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
1079
15971
SH
SOLE
15971
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
898
28404
SH
SOLE
28404
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
1567
23254
SH
SOLE
23254
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
3904
37808
SH
SOLE
37808
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
1542
67925
SH
SOLE
67925
0
0
MAXIMUS INC
COMMON STOCK
577933104
509
9131
SH
SOLE
9131
0
0
MB FINANCIAL INC
COMMON STOCK USD.01
55264U108
27
575
SH
SOLE
575
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
6161
50616
SH
SOLE
50616
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
2780
19793
SH
SOLE
19793
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
9520
134538
SH
SOLE
134538
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
988
80326
SH
SOLE
80326
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
486
7293
SH
SOLE
7293
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
16286
228634
SH
SOLE
228634
0
0
MENTOR GRAPHICS CORP
COMMON STOCK
587200106
3492
94660
SH
SOLE
94660
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
497
3183
SH
SOLE
3183
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
31695
538383
SH
SOLE
538383
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
906
47924
SH
SOLE
47924
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
1374
39470
SH
SOLE
39470
0
0
METALDYNE PERFORMANCE GROUP
COMMON STOCK USD.001
59116R107
2063
89900
SH
SOLE
89900
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1487
35962
SH
SOLE
35962
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
1178
21857
SH
SOLE
21857
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
491
1172
SH
SOLE
1172
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
1271
124776
SH
SOLE
124776
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
4283
99659
SH
SOLE
99659
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
446
21815
SH
SOLE
21815
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
492
7667
SH
SOLE
7667
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
1778
81100
SH
SOLE
81100
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
48936
787507
SH
SOLE
787507
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
1692
8570
SH
SOLE
8570
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1371
14006
SH
SOLE
14006
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
1094
8492
SH
SOLE
8492
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
1938
218712
SH
SOLE
218712
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
5721
74055
SH
SOLE
74055
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
2161
36376
SH
SOLE
36376
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
13740
68809
SH
SOLE
68809
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
633
11663
SH
SOLE
11663
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
10576
238581
SH
SOLE
238581
0
0
MONOTYPE IMAGING HOLDINGS IN
COMMON STOCK USD.001
61022P100
417
21028
SH
SOLE
21028
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
1053
11170
SH
SOLE
11170
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
3177
75188
SH
SOLE
75188
0
0
MRC GLOBAL INC
COMMON STOCK USD.01
55345K103
420
20706
SH
SOLE
20706
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
7345
235945
SH
SOLE
235945
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
929
24800
SH
SOLE
24800
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
3704
83804
SH
SOLE
83804
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
207
9400
SH
SOLE
9400
0
0
NAUTILUS INC
COMMON STOCK
63910B102
668
36114
SH
SOLE
36114
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
1078
68887
SH
SOLE
68887
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
8468
208782
SH
SOLE
208782
0
0
NEENAH PAPER INC
COMMON STOCK USD.01
640079109
392
4605
SH
SOLE
4605
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
3894
110405
SH
SOLE
110405
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
36614
170028
SH
SOLE
79278
0
90750
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
568
14679
SH
SOLE
14679
0
0
NEUSTAR INC CLASS A
COMMON STOCK USD.001
64126X201
728
21808
SH
SOLE
21808
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
554
15593
SH
SOLE
15593
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
7725
173023
SH
SOLE
173023
0
0
NEWMARKET CORP
COMMON STOCK
651587107
493
1162
SH
SOLE
1162
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
1172
34396
SH
SOLE
34396
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
314
41803
SH
SOLE
41803
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3186
26667
SH
SOLE
26667
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
489
9615
SH
SOLE
9615
0
0
NMI HOLDINGS INC CLASS A
COMMON STOCK USD.01
629209305
2086
195833
SH
SOLE
195833
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
1610
42298
SH
SOLE
42298
0
0
NORDSON CORP
COMMON STOCK
655663102
1604
14312
SH
SOLE
14312
0
0
NORDSTROM INC
COMMON STOCK
655664100
1693
35325
SH
SOLE
35325
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
1889
17476
SH
SOLE
17476
0
0
NORTHWEST NATURAL GAS CO
COMMON STOCK USD3.167
667655104
398
6655
SH
SOLE
6655
0
0
NOW INC
COMMON STOCK USD.01
67011P100
1425
69617
SH
SOLE
69617
0
0
NRG YIELD INC CLASS A
COMMON STOCK USD.01
62942X306
463
30161
SH
SOLE
30161
0
0
NUANCE COMMUNICATIONS INC
COMMON STOCK USD.001
67020Y100
3109
208625
SH
SOLE
208625
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
961
16151
SH
SOLE
16151
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
498
7399
SH
SOLE
7399
0
0
NVR INC
COMMON STOCK USD.01
62944T105
417
250
SH
SOLE
250
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
2597
26500
SH
SOLE
26500
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
1198
79151
SH
SOLE
79151
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
24250
340453
SH
SOLE
340453
0
0
OFG BANCORP
COMMON STOCK USD1.0
67103X102
1001
76420
SH
SOLE
76420
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
2194
65603
SH
SOLE
65603
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
716
8345
SH
SOLE
8345
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
1518
53351
SH
SOLE
53351
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
6434
205819
SH
SOLE
205819
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1356
54140
SH
SOLE
54140
0
0
ONE GAS INC
COMMON STOCK
68235P108
956
14941
SH
SOLE
14941
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
1181
20572
SH
SOLE
20572
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
17464
454189
SH
SOLE
454189
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
2183
248666
SH
SOLE
248666
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
2220
41396
SH
SOLE
41396
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
5962
115627
SH
SOLE
115627
0
0
OWENS REALTY MORTGAGE INC
REIT USD.01
690828108
333
17965
SH
SOLE
17965
0
0
PACIRA PHARMACEUTICALS INC
COMMON STOCK USD.001
695127100
761
23548
SH
SOLE
23548
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
5643
66526
SH
SOLE
66526
0
0
PACWEST BANCORP
COMMON STOCK
695263103
5380
98823
SH
SOLE
98823
0
0
PALO ALTO NETWORKS INC
COMMON STOCK USD.0001
697435105
966
7724
SH
SOLE
7724
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
2991
45511
SH
SOLE
45511
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
12366
88325
SH
SOLE
88325
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
614
22802
SH
SOLE
22802
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
371
13219
SH
SOLE
13219
0
0
PDC ENERGY INC
COMMON STOCK USD.01
69327R101
902
12424
SH
SOLE
12424
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
1173
39430
SH
SOLE
39430
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.0
709102107
125
6610
SH
SOLE
6610
0
0
PEOPLE S UTAH BANCORP
COMMON STOCK USD.01
712706209
344
12808
SH
SOLE
12808
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
17364
165957
SH
SOLE
165957
0
0
PFENEX INC
COMMON STOCK USD.001
717071104
316
34797
SH
SOLE
34797
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
21402
658926
SH
SOLE
658926
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
10165
111103
SH
SOLE
111103
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
942
45037
SH
SOLE
45037
0
0
PINNACLE ENTERTAINMENT INC
COMMON STOCK USD.01
72348Y105
799
55124
SH
SOLE
55124
0
0
PLANET FITNESS INC CL A
COMMON STOCK USD.0001
72703H101
427
21225
SH
SOLE
21225
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
2728
23320
SH
SOLE
23320
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
483
5859
SH
SOLE
5859
0
0
POLYONE CORPORATION
COMMON STOCK USD.01
73179P106
2022
63122
SH
SOLE
63122
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
3186
72711
SH
SOLE
72711
0
0
POSCO SPON ADR
ADR
693483109
5319
101226
SH
SOLE
101226
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
3338
41527
SH
SOLE
41527
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
11312
119370
SH
SOLE
119370
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
1402
11963
SH
SOLE
11963
0
0
PREFERRED BANK/LOS ANGELES
COMMON STOCK
740367404
413
7871
SH
SOLE
7871
0
0
PREMIER INC CLASS A
COMMON STOCK USD.01
74051N102
479
15783
SH
SOLE
15783
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
1221
23441
SH
SOLE
23441
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
1356
925
SH
SOLE
925
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
612
11300
SH
SOLE
11300
0
0
PROCTER GAMBLE CO WHEN DIS
COMMON STOCK
742718109
26307
312875
SH
SOLE
312875
0
0
PROLOGIS INC
REIT USD.01
74340W103
9597
181804
SH
SOLE
181804
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.0
743606105
4807
66963
SH
SOLE
66963
0
0
PROTHENA CORP PLC
COMMON STOCK USD.01
G72800108
712
14475
SH
SOLE
14475
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
7207
69257
SH
SOLE
69257
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
3106
26660
SH
SOLE
26660
0
0
PTC INC
COMMON STOCK USD.01
69370C100
479
10350
SH
SOLE
10350
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6956
31121
SH
SOLE
31121
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
897
48825
SH
SOLE
48825
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
664
13371
SH
SOLE
13371
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
5879
90174
SH
SOLE
90174
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
2027
64048
SH
SOLE
64048
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
8721
250247
SH
SOLE
250247
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
1110
12081
SH
SOLE
12081
0
0
QUINTILES IMS HOLDINGS INC
COMMON STOCK USD.01
74876Y101
7684
101035
SH
SOLE
101035
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
11079
616178
SH
SOLE
616178
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
317
19129
SH
SOLE
19129
0
0
RAVEN INDUSTRIES INC
COMMON STOCK USD1.0
754212108
495
19649
SH
SOLE
19649
0
0
RAYONIER ADVANCED MATERIALS
COMMON STOCK USD.01
75508B104
559
36162
SH
SOLE
36162
0
0
RAYONIER INC
REIT
754907103
472
17763
SH
SOLE
17763
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
8626
60743
SH
SOLE
60743
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
988
38400
SH
SOLE
38400
0
0
REALPAGE INC
COMMON STOCK USD.001
75606N109
1239
41284
SH
SOLE
41284
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
2104
36604
SH
SOLE
36604
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
1630
23385
SH
SOLE
23385
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
1268
18396
SH
SOLE
18396
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
561
39078
SH
SOLE
39078
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
8387
66650
SH
SOLE
66650
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
2892
36365
SH
SOLE
36365
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
760281204
462
11693
SH
SOLE
11693
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
2921
51196
SH
SOLE
51196
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1816
85931
SH
SOLE
85931
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
950
61977
SH
SOLE
61977
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
1329
67830
SH
SOLE
67830
0
0
REYNOLDS AMERICAN INC
COMMON STOCK USD.0001
761713106
9761
174176
SH
SOLE
174176
0
0
RICE ENERGY INC
COMMON STOCK USD.01
762760106
593
27756
SH
SOLE
27756
0
0
RLJ LODGING TRUST
REIT
74965L101
533
21757
SH
SOLE
21757
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
492
3661
SH
SOLE
3661
0
0
ROGERS CORP
COMMON STOCK USD1.0
775133101
796
10358
SH
SOLE
10358
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1299
19802
SH
SOLE
19802
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
851
45053
SH
SOLE
45053
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
550
10215
SH
SOLE
10215
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
626
57989
SH
SOLE
57989
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
850
36390
SH
SOLE
36390
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
472
25814
SH
SOLE
25814
0
0
RYDER SYSTEM INC
COMMON STOCK USD.5
783549108
749
10065
SH
SOLE
10065
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
409
30663
SH
SOLE
30663
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
216
3435
SH
SOLE
3435
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
565
23154
SH
SOLE
23154
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X204
501
68649
SH
SOLE
48649
0
20000
SAGE THERAPEUTICS INC
COMMON STOCK USD.0001
78667J108
691
13528
SH
SOLE
13528
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
722
27332
SH
SOLE
27332
0
0
SANDRIDGE ENERGY INC
COMPANY GUAR 10/20 0.00000
80007PBC2
1970
1581324
SH
SOLE
914908
0
666416
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
1590
67526
SH
SOLE
38807
0
28719
SANMINA CORP
COMMON STOCK USD.01
801056102
1273
34739
SH
SOLE
34739
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
655
45649
SH
SOLE
45649
0
0
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
457
16648
SH
SOLE
16648
0
0
SASOL LTD SPONSORED ADR
ADR
803866300
5306
185601
SH
SOLE
185601
0
0
SBA COMMUNICATIONS CORP CL A
COMMON STOCK USD.01
78388J106
891
8633
SH
SOLE
8633
0
0
SCANSOURCE INC
COMMON STOCK
806037107
1935
47960
SH
SOLE
47960
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
20822
248023
SH
SOLE
248023
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
547
12016
SH
SOLE
12016
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
3011
42185
SH
SOLE
42185
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
494
10013
SH
SOLE
10013
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
2308
91569
SH
SOLE
91569
0
0
SEMGROUP CORP CLASS A
COMMON STOCK
81663A105
842
20171
SH
SOLE
20171
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1462
14528
SH
SOLE
14528
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
1487
78549
SH
SOLE
78549
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
493
6280
SH
SOLE
6280
0
0
SHIP FINANCE INTL LTD
COMMON STOCK USD.01
G81075106
625
42071
SH
SOLE
42071
0
0
SHUTTERFLY INC
COMMON STOCK USD.0001
82568P304
1118
22287
SH
SOLE
22287
0
0
SIERRA BANCORP
COMMON STOCK
82620P102
874
32854
SH
SOLE
32854
0
0
SILICOM LTD
COMMON STOCK ILS.01
M84116108
372
9049
SH
SOLE
9049
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
14320
80600
SH
SOLE
80600
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
2205
66127
SH
SOLE
66127
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
686
27906
SH
SOLE
27906
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
746
9986
SH
SOLE
9986
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
1239
11516
SH
SOLE
11516
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
1639
34610
SH
SOLE
34610
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
5210
30421
SH
SOLE
30421
0
0
SONIC CORP
COMMON STOCK USD.01
835451105
1236
46640
SH
SOLE
46640
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
2161
43926
SH
SOLE
43926
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
2848
57140
SH
SOLE
57140
0
0
SPARTANNASH CO
COMMON STOCK
847215100
990
25039
SH
SOLE
25039
0
0
SPDR SP500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
392
1755
SH
SOLE
1755
0
0
SPECTRA ENERGY CORP
COMMON STOCK USD.001
847560109
600
14600
SH
SOLE
14600
0
0
SPECTRUM BRANDS HOLDINGS INC
COMMON STOCK USD.01
84763R101
3304
27012
SH
SOLE
27012
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
616
28416
SH
SOLE
28416
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
8614
147619
SH
SOLE
147619
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
917
17937
SH
SOLE
17937
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
492
7041
SH
SOLE
7041
0
0
ST JUDE MEDICAL INC
COMMON STOCK USD.1
790849103
1026
12800
SH
SOLE
12800
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
1984
17309
SH
SOLE
17309
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
2005
17486
SH
SOLE
17486
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
894
98819
SH
SOLE
98819
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
3058
55080
SH
SOLE
55080
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
6265
80608
SH
SOLE
80608
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
4227
118808
SH
SOLE
118808
0
0
STERIS PLC
COMMON STOCK
G84720104
3239
48065
SH
SOLE
48065
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
1034
22443
SH
SOLE
22443
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
227
9171
SH
SOLE
9171
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
3329
27783
SH
SOLE
27783
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON STOCK USD.01
864909106
1166
86028
SH
SOLE
86028
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
151
9424
SH
SOLE
9424
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
1301
16984
SH
SOLE
16984
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
825
29397
SH
SOLE
29397
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
894
7391
SH
SOLE
7391
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
2719
46189
SH
SOLE
46189
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
900
21920
SH
SOLE
21920
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
4152
74987
SH
SOLE
74987
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
2187
29054
SH
SOLE
29054
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
467
11091
SH
SOLE
11091
0
0
TAILORED BRANDS INC
COMMON STOCK USD.01
87403A107
418
16347
SH
SOLE
16347
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
56541
1966627
SH
SOLE
919943
0
1046684
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
1694
47353
SH
SOLE
47353
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
11368
157382
SH
SOLE
157382
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
1229
62745
SH
SOLE
62745
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
1432
20664
SH
SOLE
20664
0
0
TEAM HEALTH HOLDINGS INC
COMMON STOCK USD.01
87817A107
2655
61100
SH
SOLE
61100
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
564
26390
SH
SOLE
26390
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
742
29227
SH
SOLE
29227
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
7228
299296
SH
SOLE
299296
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
961
33746
SH
SOLE
33746
0
0
TESSERA HOLDING CORP
COMMON STOCK USD.001
88166T101
1775
40157
SH
SOLE
40157
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
494
11460
SH
SOLE
11460
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
17841
244501
SH
SOLE
244501
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
1599
11330
SH
SOLE
11330
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
713
7130
SH
SOLE
7130
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
1058
10961
SH
SOLE
10961
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
11141
148291
SH
SOLE
148291
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
334
10049
SH
SOLE
10049
0
0
TPI COMPOSITES INC
COMMON STOCK USD.01
87266J104
341
21264
SH
SOLE
21264
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
7159
28756
SH
SOLE
28756
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
5861
47876
SH
SOLE
47876
0
0
TRIMAS CORP
COMMON STOCK USD.01
896215209
506
21513
SH
SOLE
21513
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
1851
66679
SH
SOLE
66679
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
1780
67176
SH
SOLE
67176
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
739
29989
SH
SOLE
29989
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
1392
102111
SH
SOLE
102111
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
2033
72510
SH
SOLE
72510
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
6943
112570
SH
SOLE
112570
0
0
UBIQUITI NETWORKS INC
COMMON STOCK USD.001
90347A100
502
8692
SH
SOLE
8692
0
0
UDR INC
REIT USD.01
902653104
2031
55685
SH
SOLE
55685
0
0
UGI CORP
COMMON STOCK
902681105
7091
153879
SH
SOLE
153879
0
0
ULTRATECH INC
COMMON STOCK USD.001
904034105
127
5299
SH
SOLE
5299
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
3226
171763
SH
SOLE
171763
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
17331
167154
SH
SOLE
167154
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
629
23423
SH
SOLE
23423
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
1071
22443
SH
SOLE
22443
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
4089
38730
SH
SOLE
38730
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
13351
121794
SH
SOLE
121794
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
2447
17063
SH
SOLE
17063
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
32422
202587
SH
SOLE
202587
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
711
6679
SH
SOLE
6679
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
874
30677
SH
SOLE
30677
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
779
32290
SH
SOLE
32290
0
0
US BANCORP
COMMON STOCK USD.01
902973304
6500
126535
SH
SOLE
126535
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
19982
305068
SH
SOLE
305068
0
0
US FOODS HOLDING CORP
COMMON STOCK USD.01
912008109
1418
51588
SH
SOLE
51588
0
0
US SILICA HOLDINGS INC
COMMON STOCK USD.01
90346E103
1124
19823
SH
SOLE
19823
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
8106
50249
SH
SOLE
50249
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
7544
110416
SH
SOLE
110416
0
0
VALSPAR CORP/THE
COMMON STOCK USD.5
920355104
2461
23753
SH
SOLE
23753
0
0
VANGUARD FTSE DEVELOPED MARKET
VANGUARD FTSE DEVELOPED ETF
921943858
49362
1350916
SH
SOLE
1350916
0
0
VANGUARD SP 500 ETF
VANGUARD S+P 500 ETF
922908363
378743
1844737
SH
SOLE
1844737
0
0
VANGUARD VALUE ETF
VANGUARD VALUE ETF
922908744
117476
1263052
SH
SOLE
1263052
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
485
5404
SH
SOLE
5404
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
288
10763
SH
SOLE
10763
0
0
VECTREN CORP
COMMON STOCK
92240G101
1181
22645
SH
SOLE
22645
0
0
VENTAS INC
REIT USD.25
92276F100
2328
37243
SH
SOLE
37243
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
1599
21020
SH
SOLE
21020
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
17431
326539
SH
SOLE
326539
0
0
VERSO CORP A
COMMON STOCK
92531L207
6
909
SH
SOLE
0
0
909
VIRTUS INVESTMENT PARTNERS
COMMON STOCK USD.01
92828Q109
1459
12358
SH
SOLE
12358
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
25512
326989
SH
SOLE
326989
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
982
12474
SH
SOLE
12474
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
349
50910
SH
SOLE
50910
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
2802
26850
SH
SOLE
26850
0
0
VWR CORP
COMMON STOCK USD.01
91843L103
2190
87507
SH
SOLE
87507
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
1687
106634
SH
SOLE
106634
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
12046
113480
SH
SOLE
113480
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
2693
32438
SH
SOLE
32438
0
0
WADDELL REED FINANCIAL A
COMMON STOCK USD.01
930059100
2602
133383
SH
SOLE
133383
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
8037
116278
SH
SOLE
116278
0
0
WALKER DUNLOP INC
COMMON STOCK
93148P102
521
16701
SH
SOLE
16701
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
9148
87780
SH
SOLE
87780
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
6075
85678
SH
SOLE
85678
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
480
3575
SH
SOLE
3575
0
0
WCI COMMUNITIES INC
COMMON STOCK USD.01
92923C807
408
17400
SH
SOLE
17400
0
0
WEB.COM GROUP INC
COMMON STOCK USD.001
94733A104
618
29215
SH
SOLE
29215
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
3359
67767
SH
SOLE
67767
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2158
36799
SH
SOLE
36799
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
1310
36603
SH
SOLE
36603
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
30038
545051
SH
SOLE
545051
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
1677
25054
SH
SOLE
25054
0
0
WEST CORP
COMMON STOCK USD.001
952355204
1459
58944
SH
SOLE
58944
0
0
WESTAR ENERGY INC
COMMON STOCK USD5.0
95709T100
2570
45600
SH
SOLE
45600
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
2198
32348
SH
SOLE
32348
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
1132
29909
SH
SOLE
29909
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
485
8654
SH
SOLE
8654
0
0
WESTROCK CO
COMMON STOCK
96145D105
13564
267166
SH
SOLE
267166
0
0
WHITEWAVE FOODS CO
COMMON STOCK USD.01
966244105
4766
85717
SH
SOLE
85717
0
0
WILLIAMS SONOMA INC
COMMON STOCK USD.01
969904101
652
13467
SH
SOLE
13467
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
304
196172
SH
SOLE
196172
0
0
WOLVERINE WORLD WIDE INC
COMMON STOCK USD1.0
978097103
460
20935
SH
SOLE
20935
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
488
7065
SH
SOLE
7065
0
0
WORKDAY INC CLASS A
COMMON STOCK USD.001
98138H101
467
7073
SH
SOLE
7073
0
0
WORLD ACCEPTANCE CORP
COMMON STOCK
981419104
830
12919
SH
SOLE
12919
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
3726
81157
SH
SOLE
81157
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
4339
91458
SH
SOLE
91458
0
0
WP CAREY INC
REIT USD.001
92936U109
4938
83560
SH
SOLE
83560
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
747
11235
SH
SOLE
11235
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
6860
89827
SH
SOLE
89827
0
0
XENCOR INC
COMMON STOCK USD.01
98401F105
400
15194
SH
SOLE
15194
0
0
XEROX CORP
COMMON STOCK USD1.0
984121103
1080
123668
SH
SOLE
123668
0
0
XL GROUP LTD
COMMON STOCK
G98294104
2117
56828
SH
SOLE
56828
0
0
YPF S.A. SPONSORED ADR
ADR
984245100
8209
497533
SH
SOLE
178401
0
319132
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
3263
31620
SH
SOLE
31620
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
1298
30168
SH
SOLE
30168
0
0