Chief Administrative Officer

0001140361-17-040201.txt : 20171031 0001140361-17-040201.hdr.sgml : 20171031 20171031113551 ACCESSION NUMBER: 0001140361-17-040201 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171031 DATE AS OF CHANGE: 20171031 EFFECTIVENESS DATE: 20171031 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: 171164659 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 09-30-2017 09-30-2017 DUPONT CAPITAL MANAGEMENT CORP

DELAWARE CORPORATE CENTER ONE RIGHTER PARKWAY, SUITE 3200 WILMINGTON DE 19803

13F COMBINATION REPORT 028-05977 0000721204 028-01190 RUSSELL FRANK CO/ N John Macedo Chief Administrative Officer 302-477-6076 /s/ John Macedo Wilmington DE 10-30-2017 0 939 4406837 false INFORMATION TABLE 2 form13fInfoTable.xml 3M CO COMMON STOCK USD.01 88579Y101 5907 28143 SH SOLE 28143 0 0 AARON S INC COMMON STOCK USD.5 002535300 3931 90100 SH SOLE 90100 0 0 ABBOTT LABORATORIES COMMON STOCK 002824100 10214 191415 SH SOLE 191415 0 0 ABBVIE INC COMMON STOCK USD.01 00287Y109 8064 90748 SH SOLE 90748 0 0 ABIOMED INC COMMON STOCK USD.01 003654100 4670 27700 SH SOLE 27700 0 0 ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 435 9238 SH SOLE 9238 0 0 ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 3273 24231 SH SOLE 24231 0 0 ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 804 33997 SH SOLE 33997 0 0 ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 5953 92277 SH SOLE 92277 0 0 ADIENT PLC COMMON STOCK USD.001 G0084W101 916 10904 SH SOLE 10904 0 0 ADOBE SYSTEMS INC COMMON STOCK USD.0001 00724F101 7168 48046 SH SOLE 48046 0 0 ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 831 23174 SH SOLE 23174 0 0 ADTRAN INC COMMON STOCK USD.01 00738A106 1546 64419 SH SOLE 64419 0 0 ADVISORY BOARD CO/THE COMMON STOCK USD.01 00762W107 1920 35800 SH SOLE 35800 0 0 AECOM COMMON STOCK USD.01 00766T100 3969 107832 SH SOLE 107832 0 0 AETNA INC COMMON STOCK USD.01 00817Y108 254 1595 SH SOLE 1595 0 0 AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 7019 36976 SH SOLE 36976 0 0 AFLAC INC COMMON STOCK USD.1 001055102 197 2416 SH SOLE 2416 0 0 AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 101 1570 SH SOLE 1570 0 0 AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 355 2349 SH SOLE 2349 0 0 AK STEEL HOLDING CORP COMMON STOCK USD.01 001547108 298 53343 SH SOLE 53343 0 0 AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 39 792 SH SOLE 792 0 0 AKORN INC COMMON STOCK 009728106 3279 98800 SH SOLE 98800 0 0 ALARM.COM HOLDINGS INC COMMON STOCK 011642105 932 20638 SH SOLE 20638 0 0 ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 31 408 SH SOLE 408 0 0 ALERE INC COMMON STOCK USD.001 01449J105 1351 26500 SH SOLE 26500 0 0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 1051 8831 SH SOLE 8831 0 0 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 156 1111 SH SOLE 1111 0 0 ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 10477 60665 SH SOLE 60665 0 0 ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 815 4377 SH SOLE 4377 0 0 ALLEGHANY CORP COMMON STOCK USD1.0 017175100 678 1223 SH SOLE 1223 0 0 ALLEGION PLC COMMON STOCK USD.01 G0176J109 17171 198581 SH SOLE 198581 0 0 ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 17477 85275 SH SOLE 85275 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 018581108 3286 14833 SH SOLE 14833 0 0 ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 8215 218900 SH SOLE 218900 0 0 ALLSTATE CORP COMMON STOCK USD.01 020002101 4001 43537 SH SOLE 43537 0 0 ALPHA OMEGA SEMICONDUCTOR COMMON STOCK G6331P104 1015 61578 SH SOLE 61578 0 0 ALPHABET INC CL A COMMON STOCK USD.001 02079K305 9131 9377 SH SOLE 9377 0 0 ALPHABET INC CL C COMMON STOCK USD.001 02079K107 62483 65147 SH SOLE 65147 0 0 ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 7213 113727 SH SOLE 113727 0 0 AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 364 19731 SH SOLE 19731 0 0 AMAZON.COM INC COMMON STOCK USD.01 023135106 49358 51342 SH SOLE 51342 0 0 AMC NETWORKS INC A COMMON STOCK 00164V103 6139 105000 SH SOLE 105000 0 0 AMDOCS LTD COMMON STOCK GBP.0001 G02602103 2448 38057 SH SOLE 38057 0 0 AMEREN CORPORATION COMMON STOCK USD.01 023608102 72 1247 SH SOLE 1247 0 0 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 6736 141833 SH SOLE 132313 0 9520 AMERICAN ASSETS TRUST INC REIT USD.01 024013104 1401 35226 SH SOLE 35226 0 0 AMERICAN AXLE MFG HOLDINGS COMMON STOCK USD.01 024061103 944 53703 SH SOLE 53703 0 0 AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 7860 111901 SH SOLE 111901 0 0 AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 1466 16201 SH SOLE 16201 0 0 AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 1966 90576 SH SOLE 90576 0 0 AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 20001 325799 SH SOLE 325799 0 0 AMERICAN STATES WATER CO COMMON STOCK 029899101 2081 42258 SH SOLE 42258 0 0 AMERICAN TOWER CORP REIT USD.01 03027X100 16160 118230 SH SOLE 118230 0 0 AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 88 1083 SH SOLE 1083 0 0 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 75 505 SH SOLE 505 0 0 AMERISAFE INC COMMON STOCK USD.01 03071H100 456 7830 SH SOLE 7830 0 0 AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 1514 18302 SH SOLE 18302 0 0 AMETEK INC COMMON STOCK USD.01 031100100 3893 58949 SH SOLE 58949 0 0 AMGEN INC COMMON STOCK USD.0001 031162100 25877 138786 SH SOLE 138786 0 0 AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2161 47289 SH SOLE 47289 0 0 ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 256 5236 SH SOLE 5236 0 0 ANALOG DEVICES INC COMMON STOCK USD.167 032654105 3170 36782 SH SOLE 36782 0 0 ANDEAVOR COMMON STOCK USD.167 03349M105 2023 19617 SH SOLE 19617 0 0 ANGLOGOLD ASHANTI SPON ADR ADR 035128206 186 20000 SH SOLE 20000 0 0 ANI PHARMACEUTICALS INC COMMON STOCK USD.0001 00182C103 450 8567 SH SOLE 8567 0 0 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 471 5537 SH SOLE 5537 0 0 ANSYS INC COMMON STOCK USD.01 03662Q105 45 365 SH SOLE 365 0 0 ANTERO RESOURCES CORP COMMON STOCK USD.01 03674X106 238 11963 SH SOLE 11963 0 0 ANTHEM INC COMMON STOCK USD.01 036752103 4035 21252 SH SOLE 21252 0 0 AON PLC COMMON STOCK USD.01 G0408V102 189 1292 SH SOLE 1292 0 0 APACHE CORP COMMON STOCK USD.625 037411105 385 8405 SH SOLE 8405 0 0 APARTMENT INVT MGMT CO A REIT USD.01 03748R101 554 12637 SH SOLE 12637 0 0 APOGEE ENTERPRISES INC COMMON STOCK USD.333 037598109 2047 42409 SH SOLE 42409 0 0 APOLLO COMMERCIAL REAL ESTAT REIT USD.01 03762U105 308 17003 SH SOLE 17003 0 0 APPLE INC COMMON STOCK USD.00001 037833100 93868 609061 SH SOLE 609061 0 0 APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 19104 366742 SH SOLE 366742 0 0 ARAMARK COMMON STOCK USD.01 03852U106 1697 41800 SH SOLE 41800 0 0 ARC LOGISTICS PARTNERS LP MLP 03879N101 1022 61181 SH SOLE 61181 0 0 ARCBEST CORP COMMON STOCK USD.01 03937C105 2137 63888 SH SOLE 63888 0 0 ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 903 9164 SH SOLE 9164 0 0 ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 161 3794 SH SOLE 3794 0 0 ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001 040047607 422 16568 SH SOLE 16568 0 0 ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 550 44706 SH SOLE 44706 0 0 ARRIS INTERNATIONAL PLC COMMON STOCK GBP.0001 G0551A103 6486 227648 SH SOLE 227648 0 0 ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 5421 67418 SH SOLE 67418 0 0 ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 32 524 SH SOLE 524 0 0 ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2575 40997 SH SOLE 40997 0 0 ASSURANT INC COMMON STOCK USD.01 04621X108 2511 26283 SH SOLE 26283 0 0 ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 4840 128200 SH SOLE 128200 0 0 ASTORIA FINANCIAL CORP COMMON STOCK USD.01 046265104 2681 124700 SH SOLE 124700 0 0 AT T INC COMMON STOCK USD1.0 00206R102 16290 415891 SH SOLE 415891 0 0 ATHENE HOLDING LTD CLASS A COMMON STOCK G0684D107 1378 25600 SH SOLE 25600 0 0 ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 272 13945 SH SOLE 13945 0 0 ATLANTICUS HOLDINGS CORP SR UNSECURED 11/35 5.875 20478NAD2 945 2000000 SH SOLE 2000000 0 0 AUTODESK INC COMMON STOCK USD.01 052769106 101 903 SH SOLE 903 0 0 AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 279 2550 SH SOLE 2550 0 0 AUTOZONE INC COMMON STOCK USD.01 053332102 7694 12929 SH SOLE 12929 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 6453 36167 SH SOLE 36167 0 0 AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 4621 46986 SH SOLE 46986 0 0 AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 2674 70259 SH SOLE 70259 0 0 BANCO MACRO SA ADR ADR 05961W105 10768 91757 SH SOLE 91757 0 0 BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 43359 1711089 SH SOLE 1711089 0 0 BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 709 8509 SH SOLE 8509 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 288 5437 SH SOLE 5437 0 0 BANK OF THE OZARKS COMMON STOCK USD.01 063904106 672 13988 SH SOLE 13988 0 0 BANKWELL FINANCIAL GROUP INC COMMON STOCK 06654A103 482 13058 SH SOLE 13058 0 0 BARNES GROUP INC COMMON STOCK USD.01 067806109 3712 52700 SH SOLE 52700 0 0 BARRACUDA NETWORKS INC COMMON STOCK USD.001 068323104 542 22375 SH SOLE 22375 0 0 BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 2487 128850 SH SOLE 128850 0 0 BASSETT FURNITURE INDS COMMON STOCK USD5.0 070203104 554 14688 SH SOLE 14688 0 0 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 4898 78055 SH SOLE 78055 0 0 BB T CORP COMMON STOCK USD5.0 054937107 206 4390 SH SOLE 4390 0 0 BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 5718 29180 SH SOLE 29180 0 0 BED BATH BEYOND INC COMMON STOCK USD.01 075896100 2091 89100 SH SOLE 89100 0 0 BELDEN INC COMMON STOCK USD.01 077454106 4341 53900 SH SOLE 53900 0 0 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 30692 167421 SH SOLE 167421 0 0 BEST BUY CO INC COMMON STOCK USD.1 086516101 5232 91856 SH SOLE 91856 0 0 BIG LOTS INC COMMON STOCK USD.01 089302103 2412 45021 SH SOLE 45021 0 0 BIOGEN INC COMMON STOCK USD.0005 09062X103 358 1144 SH SOLE 1144 0 0 BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 536 5763 SH SOLE 5763 0 0 BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 713 15316 SH SOLE 15316 0 0 BIOVERATIV INC COMMON STOCK USD.001 09075E100 1181 20700 SH SOLE 20700 0 0 BLACKBAUD INC COMMON STOCK USD.001 09227Q100 392 4461 SH SOLE 4461 0 0 BLACKROCK INC COMMON STOCK USD.01 09247X101 16710 37376 SH SOLE 37376 0 0 BLUEBIRD BIO INC COMMON STOCK USD.01 09609G100 1110 8082 SH SOLE 8082 0 0 BLUEPRINT MEDICINES CORP COMMON STOCK USD.001 09627Y109 580 8330 SH SOLE 8330 0 0 BOEING CO/THE COMMON STOCK USD5.0 097023105 13346 52501 SH SOLE 52501 0 0 BOISE CASCADE CO COMMON STOCK USD.01 09739D100 1014 29044 SH SOLE 29044 0 0 BOK FINANCIAL CORPORATION COMMON STOCK USD.00006 05561Q201 962 10800 SH SOLE 10800 0 0 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 1709 45715 SH SOLE 45715 0 0 BORGWARNER INC COMMON STOCK USD.01 099724106 3852 75185 SH SOLE 75185 0 0 BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1397 8941 SH SOLE 8941 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 3117 25370 SH SOLE 25370 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 257 8798 SH SOLE 8798 0 0 BOX INC CLASS A COMMON STOCK USD.0001 10316T104 359 18604 SH SOLE 18604 0 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 951 54378 SH SOLE 54378 0 0 BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1221 38315 SH SOLE 38315 0 0 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 2897 45447 SH SOLE 45447 0 0 BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 2054 109241 SH SOLE 109241 0 0 BROADCOM LTD COMMON STOCK Y09827109 4713 19432 SH SOLE 19432 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001 111621306 2506 209700 SH SOLE 209700 0 0 BROWN BROWN INC COMMON STOCK USD.1 115236101 533 11059 SH SOLE 11059 0 0 BRUNSWICK CORP COMMON STOCK USD.75 117043109 6202 110803 SH SOLE 110803 0 0 BUFFALO WILD WINGS INC COMMON STOCK 119848109 318 3013 SH SOLE 3013 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 603 7925 SH SOLE 7925 0 0 C J ENERGY SERVICES INC COMMON STOCK 12674R100 450 15000 SH SOLE 15000 0 0 CA INC COMMON STOCK USD.1 12673P105 5328 159631 SH SOLE 159631 0 0 CABOT OIL GAS CORP COMMON STOCK USD.1 127097103 5738 214500 SH SOLE 214500 0 0 CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 170 4300 SH SOLE 4300 0 0 CALITHERA BIOSCIENCES INC COMMON STOCK USD.001 13089P101 258 16394 SH SOLE 16394 0 0 CALLAWAY GOLF COMPANY COMMON STOCK USD.01 131193104 713 49391 SH SOLE 49391 0 0 CALPINE CORP COMMON STOCK USD.001 131347304 4656 315648 SH SOLE 315648 0 0 CAMDEN PROPERTY TRUST REIT USD.01 133131102 3922 42890 SH SOLE 42890 0 0 CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 2103 44910 SH SOLE 44910 0 0 CANADIAN NATURAL RESOURCES COMMON STOCK 136385101 4012 119793 SH SOLE 119793 0 0 CANTEL MEDICAL CORP COMMON STOCK USD.1 138098108 709 7530 SH SOLE 7530 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 14650 173042 SH SOLE 173042 0 0 CARDINAL HEALTH INC COMMON STOCK 14149Y108 141 2109 SH SOLE 2109 0 0 CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 413 14670 SH SOLE 14670 0 0 CARETRUST REIT INC REIT USD.01 14174T107 1371 72008 SH SOLE 72008 0 0 CARNIVAL CORP COMMON STOCK USD.01 143658300 2387 36972 SH SOLE 36972 0 0 CARTER S INC COMMON STOCK USD.01 146229109 5675 57468 SH SOLE 57468 0 0 CATERPILLAR INC COMMON STOCK USD1.0 149123101 6460 51797 SH SOLE 51797 0 0 CBL ASSOCIATES PROPERTIES REIT USD.01 124830100 1037 123575 SH SOLE 123575 0 0 CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 59 548 SH SOLE 548 0 0 CBRE GROUP INC A COMMON STOCK USD.01 12504L109 4160 109833 SH SOLE 109833 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001 124857202 77 1332 SH SOLE 1332 0 0 CDK GLOBAL INC COMMON STOCK USD.01 12508E101 5236 83000 SH SOLE 83000 0 0 CDW CORP/DE COMMON STOCK USD.01 12514G108 599 9069 SH SOLE 9069 0 0 CEDAR REALTY TRUST INC REIT USD.06 150602209 660 117486 SH SOLE 117486 0 0 CELANESE CORP SERIES A COMMON STOCK USD.0001 150870103 3681 35300 SH SOLE 35300 0 0 CELGENE CORP COMMON STOCK USD.01 151020104 29100 199558 SH SOLE 199558 0 0 CENTENE CORP COMMON STOCK USD.001 15135B101 6796 70224 SH SOLE 70224 0 0 CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 874 234186 SH SOLE 173399 0 60787 CENTURY ALUMINUM COMPANY COMMON STOCK USD.01 156431108 695 41932 SH SOLE 41932 0 0 CENTURYLINK INC COMMON STOCK USD1.0 156700106 47 2509 SH SOLE 2509 0 0 CERNER CORP COMMON STOCK USD.01 156782104 1282 17980 SH SOLE 17980 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01 125269100 76 2157 SH SOLE 2157 0 0 CHARLES RIVER LABORATORIES COMMON STOCK USD.01 159864107 964 8923 SH SOLE 8923 0 0 CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001 16119P108 373 1027 SH SOLE 1027 0 0 CHATHAM LODGING TRUST REIT USD.01 16208T102 2142 100484 SH SOLE 100484 0 0 CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 163072101 1040 24700 SH SOLE 24700 0 0 CHEMED CORP COMMON STOCK USD1.0 16359R103 647 3204 SH SOLE 3204 0 0 CHEMOURS CO/THE COMMON STOCK 163851108 1787 35300 SH SOLE 35300 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK USD.01 165167107 33 7591 SH SOLE 7591 0 0 CHESAPEAKE LODGING TRUST REIT USD.01 165240102 1533 56837 SH SOLE 56837 0 0 CHEVRON CORP COMMON STOCK USD.75 166764100 36985 314767 SH SOLE 314767 0 0 CHIMERA INVESTMENT CORP REIT USD.01 16934Q208 2615 138200 SH SOLE 138200 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 169656105 59 193 SH SOLE 193 0 0 CHOICE HOTELS INTL INC COMMON STOCK USD.01 169905106 569 8907 SH SOLE 8907 0 0 CHUBB LTD COMMON STOCK H1467J104 409 2869 SH SOLE 2869 0 0 CHURCH DWIGHT CO INC COMMON STOCK USD1.0 171340102 1313 27109 SH SOLE 27109 0 0 CIENA CORP COMMON STOCK USD.01 171779309 1593 72528 SH SOLE 72528 0 0 CIGNA CORP COMMON STOCK USD.25 125509109 10402 55646 SH SOLE 55646 0 0 CIMAREX ENERGY CO COMMON STOCK USD.01 171798101 1478 13000 SH SOLE 13000 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0 172062101 52 680 SH SOLE 680 0 0 CINTAS CORP COMMON STOCK 172908105 7967 55222 SH SOLE 55222 0 0 CIRRUS LOGIC INC COMMON STOCK USD.001 172755100 1291 24207 SH SOLE 24207 0 0 CISCO SYSTEMS INC COMMON STOCK USD.001 17275R102 6861 204010 SH SOLE 204010 0 0 CIT GROUP INC COMMON STOCK USD.01 125581801 3218 65600 SH SOLE 65600 0 0 CITIGROUP INC COMMON STOCK USD.01 172967424 38336 527028 SH SOLE 527028 0 0 CITIZENS FINANCIAL GROUP COMMON STOCK USD.01 174610105 7656 202153 SH SOLE 202153 0 0 CITRIX SYSTEMS INC COMMON STOCK USD.001 177376100 3300 42959 SH SOLE 42959 0 0 CLOROX COMPANY COMMON STOCK USD1.0 189054109 199 1505 SH SOLE 1505 0 0 CME GROUP INC COMMON STOCK USD.01 12572Q105 265 1950 SH SOLE 1950 0 0 CNO FINANCIAL GROUP INC COMMON STOCK USD.01 12621E103 23 1000 SH SOLE 1000 0 0 COACH INC COMMON STOCK USD.01 189754104 100 2486 SH SOLE 2486 0 0 COCA COLA CO/THE COMMON STOCK USD.25 191216100 23706 526680 SH SOLE 526680 0 0 COGNEX CORP COMMON STOCK USD.002 192422103 4146 37591 SH SOLE 37591 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01 192446102 3579 49342 SH SOLE 49342 0 0 COHERENT INC COMMON STOCK USD.01 192479103 4316 18353 SH SOLE 18353 0 0 COLGATE PALMOLIVE CO COMMON STOCK USD1.0 194162103 12456 170976 SH SOLE 170976 0 0 COLUMBIA SPORTSWEAR CO COMMON STOCK 198516106 500 8114 SH SOLE 8114 0 0 COMCAST CORP CLASS A COMMON STOCK USD.01 20030N101 32043 832728 SH SOLE 832728 0 0 COMERICA INC COMMON STOCK USD5.0 200340107 4556 59743 SH SOLE 59743 0 0 COMFORT SYSTEMS USA INC COMMON STOCK USD.01 199908104 2119 59354 SH SOLE 59354 0 0 COMMVAULT SYSTEMS INC COMMON STOCK USD.01 204166102 268 4412 SH SOLE 4412 0 0 CONAGRA BRANDS INC COMMON STOCK USD5.0 205887102 138 4101 SH SOLE 4101 0 0 CONOCOPHILLIPS COMMON STOCK USD.01 20825C104 13588 271482 SH SOLE 271482 0 0 CONSOLIDATED EDISON INC COMMON STOCK USD.1 209115104 141 1748 SH SOLE 1748 0 0 CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6 G23773107 704 54967 SH SOLE 54967 0 0 CONSTELLATION BRANDS INC A COMMON STOCK USD.01 21036P108 18064 90567 SH SOLE 90567 0 0 COOPER COS INC/THE COMMON STOCK USD.1 216648402 2494 10518 SH SOLE 10518 0 0 COOPER STANDARD HOLDING COMMON STOCK USD.001 21676P103 1369 11809 SH SOLE 11809 0 0 COPART INC COMMON STOCK 217204106 914 26592 SH SOLE 26592 0 0 CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 218352102 2269 117539 SH SOLE 117539 0 0 CORECIVIC INC REIT USD.01 21871N101 3319 123974 SH SOLE 123974 0 0 CORENERGY INFRASTRUCTURE TRU REIT USD.001 21870U502 551 15580 SH SOLE 15580 0 0 CORESITE REALTY CORP REIT USD.01 21870Q105 9908 88539 SH SOLE 88539 0 0 CORNING INC COMMON STOCK USD.5 219350105 173 5768 SH SOLE 5768 0 0 COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 1276 206436 SH SOLE 206436 0 0 COSTCO WHOLESALE CORP COMMON STOCK USD.005 22160K105 5843 35563 SH SOLE 35563 0 0 CR BARD INC COMMON STOCK USD.25 067383109 4259 13288 SH SOLE 13288 0 0 CRANE CO COMMON STOCK USD1.0 224399105 4231 52900 SH SOLE 52900 0 0 CROWN CASTLE INTL CORP REIT USD.01 22822V101 197 1974 SH SOLE 1974 0 0 CROWN HOLDINGS INC COMMON STOCK USD5.0 228368106 7434 124480 SH SOLE 124480 0 0 CSX CORP COMMON STOCK USD1.0 126408103 218 4017 SH SOLE 4017 0 0 CU BANCORP COMMON STOCK 126534106 366 9433 SH SOLE 9433 0 0 CUBESMART REIT USD.01 229663109 1184 45626 SH SOLE 45626 0 0 CUMMINS INC COMMON STOCK USD2.5 231021106 3090 18387 SH SOLE 18387 0 0 CVR ENERGY INC COMMON STOCK USD.01 12662P108 529 20406 SH SOLE 20406 0 0 CVS HEALTH CORP COMMON STOCK USD.01 126650100 26141 321460 SH SOLE 321460 0 0 CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 334 8151 SH SOLE 8151 0 0 CYTOKINETICS INC COMMON STOCK USD.001 23282W605 333 22940 SH SOLE 22940 0 0 DANA INC COMMON STOCK USD.01 235825205 1120 40065 SH SOLE 40065 0 0 DANAHER CORP COMMON STOCK USD.01 235851102 3263 38041 SH SOLE 38041 0 0 DARDEN RESTAURANTS INC COMMON STOCK 237194105 109 1384 SH SOLE 1384 0 0 DAVITA INC COMMON STOCK USD.001 23918K108 2342 39437 SH SOLE 39437 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153204 2039 35209 SH SOLE 35209 0 0 DDR CORP REIT USD.1 23317H102 386 42149 SH SOLE 42149 0 0 DEAN FOODS CO COMMON STOCK USD.01 242370203 189 17400 SH SOLE 17400 0 0 DEERE CO COMMON STOCK USD1.0 244199105 172 1369 SH SOLE 1369 0 0 DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01 G27823106 3404 34591 SH SOLE 34591 0 0 DELTA AIR LINES INC COMMON STOCK USD.0001 247361702 34218 709631 SH SOLE 709631 0 0 DELUXE CORP COMMON STOCK USD1.0 248019101 665 9115 SH SOLE 9115 0 0 DENTSPLY SIRONA INC COMMON STOCK USD.01 24906P109 107 1788 SH SOLE 1788 0 0 DEVON ENERGY CORP COMMON STOCK USD.1 25179M103 206 5599 SH SOLE 5599 0 0 DEXCOM INC COMMON STOCK USD.001 252131107 424 8662 SH SOLE 8662 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 474 43287 SH SOLE 43287 0 0 DICK S SPORTING GOODS INC COMMON STOCK USD.01 253393102 145 5382 SH SOLE 5382 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 3249 27459 SH SOLE 27459 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 254709108 8024 124438 SH SOLE 124438 0 0 DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01 25470F104 1474 69232 SH SOLE 69232 0 0 DISCOVERY COMMUNICATIONS C COMMON STOCK USD.01 25470F302 1598 78888 SH SOLE 78888 0 0 DISH NETWORK CORP A COMMON STOCK USD.01 25470M109 61 1133 SH SOLE 1133 0 0 DOLLAR GENERAL CORP COMMON STOCK USD.875 256677105 109 1351 SH SOLE 1351 0 0 DOLLAR TREE INC COMMON STOCK USD.01 256746108 106 1225 SH SOLE 1225 0 0 DOMINION DIAMOND CORP COMMON STOCK 257287102 1924 135700 SH SOLE 135700 0 0 DOMINION ENERGY INC COMMON STOCK 25746U109 3465 45045 SH SOLE 45045 0 0 DOMINO S PIZZA INC COMMON STOCK USD.01 25754A201 848 4272 SH SOLE 4272 0 0 DORMAN PRODUCTS INC COMMON STOCK USD.01 258278100 308 4299 SH SOLE 4299 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 1394 35368 SH SOLE 35368 0 0 DOVER CORP COMMON STOCK USD1.0 260003108 1593 17432 SH SOLE 17432 0 0 DOWDUPONT INC COMMON STOCK USD.01 26078J100 884806 12780670 SH SOLE 12780670 0 0 DR HORTON INC COMMON STOCK USD.01 23331A109 2916 73039 SH SOLE 73039 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01 26138E109 1384 15645 SH SOLE 15645 0 0 DRIL QUIP INC COMMON STOCK USD.01 262037104 512 11586 SH SOLE 11586 0 0 DTE ENERGY COMPANY COMMON STOCK 233331107 1003 9338 SH SOLE 9338 0 0 DUKE ENERGY CORP COMMON STOCK USD.001 26441C204 3335 39738 SH SOLE 39738 0 0 DUKE REALTY CORP REIT USD.01 264411505 1552 53848 SH SOLE 53848 0 0 DULUTH HOLDINGS INC CL B COMMON STOCK 26443V101 504 24840 SH SOLE 24840 0 0 DXC TECHNOLOGY CO COMMON STOCK USD.01 23355L106 125 1451 SH SOLE 1451 0 0 DYCOM INDUSTRIES INC COMMON STOCK USD.333 267475101 276 3217 SH SOLE 3217 0 0 DYNEGY INC COMMON STOCK USD.01 26817R108 2884 294552 SH SOLE 294552 0 0 E TRADE FINANCIAL CORP COMMON STOCK USD.01 269246401 1064 24399 SH SOLE 24399 0 0 EAGLE MATERIALS INC COMMON STOCK USD.01 26969P108 4823 45200 SH SOLE 45200 0 0 EAST WEST BANCORP INC COMMON STOCK USD.001 27579R104 5527 92449 SH SOLE 92449 0 0 EASTMAN CHEMICAL CO COMMON STOCK USD.01 277432100 12362 136607 SH SOLE 136607 0 0 EASTMAN KODAK CO EASTMAN KODAK CO CW18 125 277461133 0 2771 SH SOLE 923 0 1848 EASTMAN KODAK CO EASTMAN KODAK CO CW18 135 277461141 0 2771 SH SOLE 923 0 1848 EASTMAN KODAK CO COMMON STOCK USD.01 277461406 15 2000 SH SOLE 2000 0 0 EATON CORP PLC COMMON STOCK USD.01 G29183103 3117 40586 SH SOLE 40586 0 0 EBAY INC COMMON STOCK USD.001 278642103 184 4773 SH SOLE 4773 0 0 ECOLAB INC COMMON STOCK USD1.0 278865100 337 2621 SH SOLE 2621 0 0 EDISON INTERNATIONAL COMMON STOCK 281020107 1501 19455 SH SOLE 19455 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 28176E108 142 1299 SH SOLE 1299 0 0 ELECTRONIC ARTS INC COMMON STOCK USD.01 285512109 183 1552 SH SOLE 1552 0 0 ELECTRONICS FOR IMAGING COMMON STOCK USD.01 286082102 1790 41951 SH SOLE 41951 0 0 ELI LILLY CO COMMON STOCK 532457108 8823 103148 SH SOLE 103148 0 0 EMERSON ELECTRIC CO COMMON STOCK USD.5 291011104 354 5638 SH SOLE 5638 0 0 ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01 29251M106 760 16233 SH SOLE 16233 0 0 ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 430 9338 SH SOLE 9338 0 0 ENERGY XXI GULF COAST INC COMMON STOCK 29276K101 8680 839496 SH SOLE 655275 0 184221 ENERSYS COMMON STOCK USD.01 29275Y102 2421 34998 SH SOLE 34998 0 0 ENGILITY HOLDINGS INC COMMON STOCK USD.01 29286C107 822 23704 SH SOLE 23704 0 0 ENOVA INTERNATIONAL INC COMMON STOCK USD.00001 29357K103 1090 81075 SH SOLE 81075 0 0 ENTERGY CORP COMMON STOCK USD.01 29364G103 7004 91728 SH SOLE 91728 0 0 ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01 293712105 1079 25472 SH SOLE 25472 0 0 ENVESTNET INC COMMON STOCK 29404K106 714 14000 SH SOLE 14000 0 0 ENVISION HEALTHCARE CORP COMMON STOCK 29414D100 30 664 SH SOLE 664 0 0 ENZO BIOCHEM INC COMMON STOCK USD.01 294100102 280 26710 SH SOLE 26710 0 0 EPAM SYSTEMS INC COMMON STOCK USD.001 29414B104 642 7300 SH SOLE 7300 0 0 EPR PROPERTIES REIT USD.01 26884U109 1513 21700 SH SOLE 21700 0 0 EQT CORP COMMON STOCK 26884L109 119 1830 SH SOLE 1830 0 0 EQUIFAX INC COMMON STOCK USD1.25 294429105 60 566 SH SOLE 566 0 0 EQUINIX INC REIT USD.001 29444U700 7429 16646 SH SOLE 16646 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 2159 25371 SH SOLE 25371 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 3700 56114 SH SOLE 56114 0 0 ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 8067 199176 SH SOLE 199176 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 4991 19647 SH SOLE 19647 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01 518439104 17665 163806 SH SOLE 163806 0 0 EURONET WORLDWIDE INC COMMON STOCK USD.02 298736109 93 980 SH SOLE 980 0 0 EVERCORE INC A COMMON STOCK USD.01 29977A105 5738 71500 SH SOLE 71500 0 0 EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 11279 49385 SH SOLE 49385 0 0 EVERSOURCE ENERGY COMMON STOCK USD5.0 30040W108 2176 36009 SH SOLE 36009 0 0 EXACT SCIENCES CORP COMMON STOCK USD.01 30063P105 901 19115 SH SOLE 19115 0 0 EXELIXIS INC COMMON STOCK USD.001 30161Q104 707 29167 SH SOLE 29167 0 0 EXELON CORP COMMON STOCK 30161N101 12746 338365 SH SOLE 338365 0 0 EXPEDIA INC COMMON STOCK USD.001 30212P303 79 548 SH SOLE 548 0 0 EXPEDITORS INTL WASH INC COMMON STOCK USD.01 302130109 547 9139 SH SOLE 9139 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01 30219G108 3012 47567 SH SOLE 47567 0 0 EXTERRAN CORP COMMON STOCK USD.01 30227H106 332 10500 SH SOLE 10500 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 9661 120881 SH SOLE 120881 0 0 EXXON MOBIL CORP COMMON STOCK 30231G102 24238 295653 SH SOLE 295653 0 0 EZCORP INC COMPANY GUAR 06/19 2.125 302301AB2 10955 11250000 SH SOLE 8531000 0 2719000 F5 NETWORKS INC COMMON STOCK 315616102 3023 25073 SH SOLE 25073 0 0 FABRINET COMMON STOCK USD.01 G3323L100 486 13108 SH SOLE 13108 0 0 FACEBOOK INC A COMMON STOCK USD.000006 30303M102 50216 293885 SH SOLE 293885 0 0 FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01 303075105 539 2991 SH SOLE 2991 0 0 FAIR ISAAC CORP COMMON STOCK USD.01 303250104 2678 19060 SH SOLE 19060 0 0 FCB FINANCIAL HOLDINGS CL A COMMON STOCK USD.001 30255G103 854 17680 SH SOLE 17680 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 2199 17707 SH SOLE 17707 0 0 FEDERATED INVESTORS INC CL B COMMON STOCK 314211103 756 25455 SH SOLE 25455 0 0 FEDEX CORP COMMON STOCK USD.1 31428X106 1424 6314 SH SOLE 6314 0 0 FIBROGEN INC COMMON STOCK USD.01 31572Q808 1261 23447 SH SOLE 23447 0 0 FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01 31620M106 562 6023 SH SOLE 6023 0 0 FIFTH THIRD BANCORP COMMON STOCK 316773100 65 2316 SH SOLE 2316 0 0 FINISAR CORPORATION COMMON STOCK USD.001 31787A507 735 33142 SH SOLE 33142 0 0 FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001 31847R102 9619 192500 SH SOLE 192500 0 0 FIRST BANCORP PUERTO RICO COMMON STOCK USD.1 318672706 916 178843 SH SOLE 178843 0 0 FIRST CONNECTICUT BANCORP COMMON STOCK USD.01 319850103 298 11156 SH SOLE 11156 0 0 FIRST FINANCIAL NORTHWEST COMMON STOCK USD.01 32022K102 408 24019 SH SOLE 24019 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 774 25710 SH SOLE 25710 0 0 FIRSTENERGY CORP COMMON STOCK USD.1 337932107 8465 274554 SH SOLE 274554 0 0 FISERV INC COMMON STOCK USD.01 337738108 2612 20257 SH SOLE 20257 0 0 FIVE PRIME THERAPEUTICS INC COMMON STOCK USD.001 33830X104 341 8334 SH SOLE 8334 0 0 FIVE9 INC COMMON STOCK USD.001 338307101 1307 54703 SH SOLE 54703 0 0 FLEXION THERAPEUTICS INC COMMON STOCK USD.001 33938J106 661 27334 SH SOLE 27334 0 0 FLIR SYSTEMS INC COMMON STOCK USD.01 302445101 817 20996 SH SOLE 20996 0 0 FLOWSERVE CORP COMMON STOCK USD1.25 34354P105 66 1558 SH SOLE 1558 0 0 FLUOR CORP COMMON STOCK USD.01 343412102 44 1050 SH SOLE 1050 0 0 FMC CORP COMMON STOCK USD.1 302491303 77 865 SH SOLE 865 0 0 FOOT LOCKER INC COMMON STOCK USD.01 344849104 18 503 SH SOLE 503 0 0 FORD MOTOR CO COMMON STOCK USD.01 345370860 2053 171529 SH SOLE 171529 0 0 FOREST CITY REALTY TRUST A REIT USD.01 345605109 1558 61076 SH SOLE 61076 0 0 FORESTAR GROUP INC COMMON STOCK USD1.0 346233109 1906 110800 SH SOLE 110800 0 0 FORMFACTOR INC COMMON STOCK USD.001 346375108 1501 89087 SH SOLE 89087 0 0 FORTINET INC COMMON STOCK USD.001 34959E109 389 10842 SH SOLE 10842 0 0 FORTRESS INVESTMENT GRP CL A MLP 34958B106 2600 326200 SH SOLE 326200 0 0 FORTUNE BRANDS HOME SECURI COMMON STOCK USD.01 34964C106 6134 91240 SH SOLE 91240 0 0 FOUR CORNERS PROPERTY TRUST REIT USD.0001 35086T109 703 28229 SH SOLE 28229 0 0 FRANKLIN RESOURCES INC COMMON STOCK USD.1 354613101 2015 45276 SH SOLE 45276 0 0 FREEPORT MCMORAN INC COMMON STOCK USD.1 35671D857 457 32544 SH SOLE 32544 0 0 G III APPAREL GROUP LTD COMMON STOCK USD.01 36237H101 1110 38266 SH SOLE 38266 0 0 GAP INC/THE COMMON STOCK USD.05 364760108 917 31044 SH SOLE 31044 0 0 GARTNER INC COMMON STOCK USD.0005 366651107 1407 11307 SH SOLE 11307 0 0 GENERAC HOLDINGS INC COMMON STOCK USD.01 368736104 6086 132508 SH SOLE 132508 0 0 GENERAL COMMUNICATION INC A COMMON STOCK 369385109 1591 39000 SH SOLE 39000 0 0 GENERAL DYNAMICS CORP COMMON STOCK USD1.0 369550108 15564 75706 SH SOLE 75706 0 0 GENERAL ELECTRIC CO COMMON STOCK USD.06 369604103 2499 103346 SH SOLE 103346 0 0 GENERAL MILLS INC COMMON STOCK USD.1 370334104 337 6505 SH SOLE 6505 0 0 GENERAL MOTORS CO COMMON STOCK USD.01 37045V100 11143 275958 SH SOLE 275958 0 0 GENUINE PARTS CO COMMON STOCK USD1.0 372460105 598 6256 SH SOLE 6256 0 0 GGP INC REIT USD.01 36174X101 7413 356921 SH SOLE 356921 0 0 GILEAD SCIENCES INC COMMON STOCK USD.001 375558103 20667 255085 SH SOLE 255085 0 0 GLAUKOS CORP COMMON STOCK USD.001 377322102 447 13540 SH SOLE 13540 0 0 GLOBAL BROKERAGE INC SR UNSECURED 06/18 2.25 302693AB2 3439 8200000 SH SOLE 8200000 0 0 GLOBAL PAYMENTS INC COMMON STOCK 37940X102 583 6139 SH SOLE 6139 0 0 GLOBALSTAR INC COMMON STOCK USD.0001 378973408 57 35000 SH SOLE 35000 0 0 GNC HOLDINGS INC CL A COMMON STOCK USD.001 36191G107 1347 152333 SH SOLE 152333 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 38141G104 13968 58890 SH SOLE 58890 0 0 GOODYEAR TIRE RUBBER CO COMMON STOCK 382550101 2876 86491 SH SOLE 86491 0 0 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 1351 71966 SH SOLE 71966 0 0 GRAND CANYON EDUCATION INC COMMON STOCK USD.01 38526M106 328 3614 SH SOLE 3614 0 0 GRAY TELEVISION INC COMMON STOCK 389375106 733 46717 SH SOLE 46717 0 0 GREAT WESTERN BANCORP INC COMMON STOCK USD.01 391416104 1963 47551 SH SOLE 47551 0 0 GREENBRIER COMPANIES INC COMMON STOCK 393657101 2132 44281 SH SOLE 44281 0 0 GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001 40171V100 579 7432 SH SOLE 7432 0 0 H R BLOCK INC COMMON STOCK 093671105 4452 168127 SH SOLE 168127 0 0 HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 40637H109 838 48270 SH SOLE 48270 0 0 HANESBRANDS INC COMMON STOCK USD.01 410345102 1841 74707 SH SOLE 74707 0 0 HARLEY DAVIDSON INC COMMON STOCK USD.01 412822108 451 9363 SH SOLE 9363 0 0 HARRIS CORP COMMON STOCK USD1.0 413875105 2841 21577 SH SOLE 21577 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 416515104 89 1604 SH SOLE 1604 0 0 HASBRO INC COMMON STOCK USD.5 418056107 96 980 SH SOLE 980 0 0 HCA HEALTHCARE INC COMMON STOCK USD.01 40412C101 7427 93317 SH SOLE 93317 0 0 HCP INC REIT USD1.0 40414L109 1849 66440 SH SOLE 66440 0 0 HD SUPPLY HOLDINGS INC COMMON STOCK USD.01 40416M105 7044 195300 SH SOLE 195300 0 0 HEICO CORP COMMON STOCK USD.01 422806109 648 7217 SH SOLE 7217 0 0 HENRY SCHEIN INC COMMON STOCK USD.01 806407102 8851 107958 SH SOLE 107958 0 0 HERITAGE INSURANCE HOLDINGS COMMON STOCK USD.0001 42727J102 908 68755 SH SOLE 68755 0 0 HESS CORP COMMON STOCK USD1.0 42809H107 4731 100900 SH SOLE 100900 0 0 HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.01 42824C109 110 7446 SH SOLE 7446 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 534 10258 SH SOLE 10258 0 0 HILL ROM HOLDINGS INC COMMON STOCK 431475102 423 5719 SH SOLE 5719 0 0 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 43300A203 88 1260 SH SOLE 1260 0 0 HMS HOLDINGS CORP COMMON STOCK USD.01 40425J101 574 28890 SH SOLE 28890 0 0 HOLLYFRONTIER CORP COMMON STOCK USD.01 436106108 665 18500 SH SOLE 18500 0 0 HOLLYSYS AUTOMATION TECHNOLO COMMON STOCK USD.0001 G45667105 476 22006 SH SOLE 22006 0 0 HOLOGIC INC COMMON STOCK USD.01 436440101 5577 151997 SH SOLE 151997 0 0 HOME DEPOT INC COMMON STOCK USD.05 437076102 28076 171656 SH SOLE 171656 0 0 HOMETRUST BANCSHARES INC COMMON STOCK 437872104 1287 50180 SH SOLE 50180 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 438516106 31243 220426 SH SOLE 220426 0 0 HORMEL FOODS CORP COMMON STOCK USD.01465 440452100 100 3124 SH SOLE 3124 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 3553 124721 SH SOLE 124721 0 0 HOST HOTELS RESORTS INC REIT USD.01 44107P104 1485 80298 SH SOLE 80298 0 0 HOULIHAN LOKEY INC COMMON STOCK USD.001 441593100 1999 51075 SH SOLE 51075 0 0 HP INC COMMON STOCK USD.01 40434L105 5615 281322 SH SOLE 281322 0 0 HRG GROUP INC COMMON STOCK USD.01 40434J100 2112 135300 SH SOLE 135300 0 0 HSN INC COMMON STOCK USD.01 404303109 2792 71500 SH SOLE 71500 0 0 HUBSPOT INC COMMON STOCK USD.001 443573100 621 7386 SH SOLE 7386 0 0 HUDSON PACIFIC PROPERTIES IN REIT USD.01 444097109 1919 57226 SH SOLE 57226 0 0 HUMANA INC COMMON STOCK USD.166 444859102 4529 18590 SH SOLE 18590 0 0 HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01 445658107 972 8746 SH SOLE 8746 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK USD.01 446150104 57 4061 SH SOLE 4061 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01 446413106 7780 34356 SH SOLE 34356 0 0 HUNTSMAN CORP COMMON STOCK USD.01 447011107 2012 73367 SH SOLE 73367 0 0 ICICI BANK LTD SPON ADR ADR 45104G104 352 41103 SH SOLE 41103 0 0 IDEX CORP COMMON STOCK USD.01 45167R104 672 5532 SH SOLE 5532 0 0 IHS MARKIT LTD COMMON STOCK USD.01 G47567105 86 1959 SH SOLE 1959 0 0 ILLINOIS TOOL WORKS COMMON STOCK USD.01 452308109 2463 16645 SH SOLE 16645 0 0 ILLUMINA INC COMMON STOCK USD.01 452327109 153 769 SH SOLE 769 0 0 IMPAX LABORATORIES INC COMMON STOCK USD.01 45256B101 1293 63700 SH SOLE 63700 0 0 INC RESEARCH HOLDINGS INC A COMMON STOCK USD.01 45329R109 2326 44467 SH SOLE 44467 0 0 INCYTE CORP COMMON STOCK USD.001 45337C102 512 4385 SH SOLE 4385 0 0 INDEPENDENT BANK GROUP INC COMMON STOCK USD.01 45384B106 638 10584 SH SOLE 10584 0 0 INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 18123 203238 SH SOLE 203238 0 0 INGLES MARKETS INC CLASS A COMMON STOCK USD.05 457030104 1435 55842 SH SOLE 55842 0 0 INGREDION INC COMMON STOCK USD.01 457187102 2316 19200 SH SOLE 19200 0 0 INNOPHOS HOLDINGS INC COMMON STOCK USD.001 45774N108 425 8648 SH SOLE 8648 0 0 INNOVIVA INC COMMON STOCK 45781M101 1151 81547 SH SOLE 81547 0 0 INTEGER HOLDINGS CORP COMMON STOCK USD.001 45826H109 1529 29898 SH SOLE 29898 0 0 INTEL CORP COMMON STOCK USD.001 458140100 8015 210467 SH SOLE 210467 0 0 INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.01 45866F104 214 3115 SH SOLE 3115 0 0 INTERFACE INC COMMON STOCK USD.1 458665304 2047 93460 SH SOLE 93460 0 0 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0 459044103 1759 43876 SH SOLE 43876 0 0 INTERNATIONAL PAPER CO COMMON STOCK USD1.0 460146103 183 3226 SH SOLE 3226 0 0 INTERNATIONAL SEAWAYS INC COMMON STOCK Y41053102 706 35821 SH SOLE 35821 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1 460690100 2693 129522 SH SOLE 129522 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 459200101 4142 28548 SH SOLE 28548 0 0 INTUIT INC COMMON STOCK USD.01 461202103 2771 19492 SH SOLE 19492 0 0 INTUITIVE SURGICAL INC COMMON STOCK USD.001 46120E602 251 240 SH SOLE 240 0 0 INVESCO LTD COMMON STOCK USD.2 G491BT108 71 2034 SH SOLE 2034 0 0 INVESTORS BANCORP INC COMMON STOCK USD.01 46146L101 1696 124324 SH SOLE 124324 0 0 ION GEOPHYSICAL CORP COMMON STOCK USD.01 462044207 136 14266 SH SOLE 6683 0 7583 IONIS PHARMACEUTICALS INC COMMON STOCK USD.001 462222100 401 7901 SH SOLE 7901 0 0 IPG PHOTONICS CORP COMMON STOCK USD.0001 44980X109 920 4970 SH SOLE 4970 0 0 IRON MOUNTAIN INC REIT USD.01 46284V101 953 24509 SH SOLE 24509 0 0 ISHARES MSCI EAFE ETF ISHARES MSCI EAFE ETF 464287465 11041 161224 SH SOLE 161224 0 0 ISHARES MSCI EMERGING MARKETS ISHARES MSCI EMERGING MARKET 464287234 26944 601286 SH SOLE 601286 0 0 J.C. PENNEY CO INC COMMON STOCK USD.5 708160106 280 73600 SH SOLE 73600 0 0 J2 GLOBAL INC COMMON STOCK USD.01 48123V102 4838 65487 SH SOLE 65487 0 0 JABIL INC COMMON STOCK USD.001 466313103 6418 224800 SH SOLE 224800 0 0 JACK HENRY ASSOCIATES INC COMMON STOCK USD.01 426281101 2364 23001 SH SOLE 23001 0 0 JACK IN THE BOX INC COMMON STOCK USD.01 466367109 4532 44471 SH SOLE 44471 0 0 JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 469814107 2221 38113 SH SOLE 38113 0 0 JAMES RIVER GROUP HOLDINGS L COMMON STOCK USD.0002 G5005R107 630 15190 SH SOLE 15190 0 0 JANUS HENDERSON GROUP PLC COMMON STOCK G4474Y214 4940 141800 SH SOLE 141800 0 0 JBG SMITH PROPERTIES REIT USD.01 46590V100 619 18098 SH SOLE 18098 0 0 JETBLUE AIRWAYS CORP COMMON STOCK USD.01 477143101 772 41667 SH SOLE 41667 0 0 JM SMUCKER CO/THE COMMON STOCK 832696405 1438 13706 SH SOLE 13706 0 0 JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01 477839104 414 4095 SH SOLE 4095 0 0 JOHNSON JOHNSON COMMON STOCK USD1.0 478160104 34491 265295 SH SOLE 265295 0 0 JPMORGAN CHASE CO COMMON STOCK USD1.0 46625H100 49462 517868 SH SOLE 517868 0 0 JUNIPER NETWORKS INC COMMON STOCK USD.00001 48203R104 5896 211841 SH SOLE 211841 0 0 KANSAS CITY SOUTHERN COMMON STOCK USD.01 485170302 1181 10865 SH SOLE 10865 0 0 KAR AUCTION SERVICES INC COMMON STOCK USD.01 48238T109 1151 24100 SH SOLE 24100 0 0 KELLOGG CO COMMON STOCK USD.25 487836108 686 11000 SH SOLE 11000 0 0 KEYCORP COMMON STOCK USD1.0 493267108 81 4323 SH SOLE 4323 0 0 KFORCE INC COMMON STOCK USD.01 493732101 2270 112360 SH SOLE 112360 0 0 KIMBERLY CLARK CORP COMMON STOCK USD1.25 494368103 425 3610 SH SOLE 3610 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 790 40389 SH SOLE 40389 0 0 KINDER MORGAN INC COMMON STOCK USD.01 49456B101 1818 94790 SH SOLE 94790 0 0 KITE PHARMA INC COMMON STOCK USD.001 49803L109 2625 14600 SH SOLE 14600 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T300 264 13061 SH SOLE 13061 0 0 KLA TENCOR CORP COMMON STOCK USD.001 482480100 999 9427 SH SOLE 9427 0 0 KOHLS CORP COMMON STOCK USD.01 500255104 854 18702 SH SOLE 18702 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK USD.01 500643200 1206 30574 SH SOLE 30574 0 0 KROGER CO COMMON STOCK USD1.0 501044101 91 4516 SH SOLE 4516 0 0 L BRANDS INC COMMON STOCK USD.5 501797104 70 1678 SH SOLE 1678 0 0 L3 TECHNOLOGIES INC COMMON STOCK USD.01 502413107 78 414 SH SOLE 414 0 0 LA Z BOY INC COMMON STOCK USD1.0 505336107 1097 40765 SH SOLE 40765 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1 50540R409 74 488 SH SOLE 488 0 0 LAM RESEARCH CORP COMMON STOCK USD.001 512807108 16811 90850 SH SOLE 90850 0 0 LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0 513272104 1247 26600 SH SOLE 26600 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 1273 43870 SH SOLE 43870 0 0 LEAR CORP COMMON STOCK USD.01 521865204 4561 26353 SH SOLE 26353 0 0 LEGACYTEXAS FINANCIAL GROUP COMMON STOCK USD.01 52471Y106 700 17541 SH SOLE 17541 0 0 LEIDOS HOLDINGS INC COMMON STOCK USD.0001 525327102 101 1700 SH SOLE 1700 0 0 LEMAITRE VASCULAR INC COMMON STOCK USD.01 525558201 1059 28297 SH SOLE 28297 0 0 LENNOX INTERNATIONAL INC COMMON STOCK USD.01 526107107 842 4705 SH SOLE 4705 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD.01 52729N308 10520 197410 SH SOLE 197410 0 0 LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001 528872302 445 36202 SH SOLE 36202 0 0 LIBERTY INTERACTIVE CORP Q A TRACKING STK USD.01 53071M104 6612 280541 SH SOLE 280541 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 1077 26226 SH SOLE 26226 0 0 LIGAND PHARMACEUTICALS COMMON STOCK USD.001 53220K504 1697 12462 SH SOLE 12462 0 0 LINCOLN NATIONAL CORP COMMON STOCK 534187109 3823 52034 SH SOLE 52034 0 0 LIVANOVA PLC COMMON STOCK GBP1.0 G5509L101 555 7925 SH SOLE 7925 0 0 LKQ CORP COMMON STOCK USD.01 501889208 56 1545 SH SOLE 1545 0 0 LOCKHEED MARTIN CORP COMMON STOCK USD1.0 539830109 526 1695 SH SOLE 1695 0 0 LOGMEIN INC COMMON STOCK USD.01 54142L109 1117 10147 SH SOLE 10147 0 0 LOUISIANA PACIFIC CORP COMMON STOCK USD1.0 546347105 2647 97744 SH SOLE 97744 0 0 LOWE S COS INC COMMON STOCK USD.5 548661107 1440 18019 SH SOLE 18019 0 0 LTC PROPERTIES INC REIT USD.01 502175102 282 6007 SH SOLE 6007 0 0 LUMOS NETWORKS CORP COMMON STOCK USD.01 550283105 2625 146500 SH SOLE 146500 0 0 LUXOFT HOLDING INC COMMON STOCK G57279104 553 11577 SH SOLE 11577 0 0 LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 11846 119595 SH SOLE 119595 0 0 M T BANK CORP COMMON STOCK USD.5 55261F104 139 865 SH SOLE 865 0 0 M/I HOMES INC COMMON STOCK USD.01 55305B101 350 13099 SH SOLE 13099 0 0 MACERICH CO/THE REIT USD.01 554382101 33 595 SH SOLE 595 0 0 MACK CALI REALTY CORP REIT USD.01 554489104 912 38478 SH SOLE 38478 0 0 MACQUARIE INFRASTRUCTURE COR COMMON STOCK USD.001 55608B105 1083 15000 SH SOLE 15000 0 0 MACY S INC COMMON STOCK USD.01 55616P104 27 1231 SH SOLE 1231 0 0 MAGELLAN HEALTH INC COMMON STOCK USD.01 559079207 401 4652 SH SOLE 4652 0 0 MANNKIND CORP COMMON STOCK USD.01 56400P706 219 101000 SH SOLE 101000 0 0 MARATHON OIL CORP COMMON STOCK USD1.0 565849106 140 10292 SH SOLE 10292 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 2529 45090 SH SOLE 45090 0 0 MARCUS MILLICHAP INC COMMON STOCK USD.0001 566324109 677 25100 SH SOLE 25100 0 0 MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 571903202 200 1818 SH SOLE 1818 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK USD.01 57164Y107 685 5499 SH SOLE 5499 0 0 MARSH MCLENNAN COS COMMON STOCK USD1.0 571748102 2221 26499 SH SOLE 26499 0 0 MASCO CORP COMMON STOCK USD1.0 574599106 95 2423 SH SOLE 2423 0 0 MASIMO CORP COMMON STOCK USD.001 574795100 424 4900 SH SOLE 4900 0 0 MASTEC INC COMMON STOCK USD.1 576323109 3689 79500 SH SOLE 79500 0 0 MASTERCARD INC A COMMON STOCK USD.0001 57636Q104 3526 24969 SH SOLE 24969 0 0 MATSON INC COMMON STOCK 57686G105 1765 62650 SH SOLE 62650 0 0 MAXIMUS INC COMMON STOCK 577933104 862 13370 SH SOLE 13370 0 0 MB FINANCIAL INC COMMON STOCK USD.01 55264U108 344 7642 SH SOLE 7642 0 0 MCCORMICK CO NON VTG SHRS COMMON STOCK 579780206 173 1687 SH SOLE 1687 0 0 MCDERMOTT INTL INC COMMON STOCK USD1.0 580037109 764 105128 SH SOLE 105128 0 0 MCDONALD S CORP COMMON STOCK USD.01 580135101 5736 36607 SH SOLE 36607 0 0 MCKESSON CORP COMMON STOCK USD.01 58155Q103 2201 14329 SH SOLE 14329 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 2670 203313 SH SOLE 203313 0 0 MEDNAX INC COMMON STOCK USD.01 58502B106 314 7293 SH SOLE 7293 0 0 MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 4669 60030 SH SOLE 60030 0 0 MERCADOLIBRE INC COMMON STOCK USD.001 58733R102 326 1258 SH SOLE 1258 0 0 MERCK CO. INC. COMMON STOCK USD.5 58933Y105 28090 438705 SH SOLE 438705 0 0 MERIDIAN BANCORP INC COMMON STOCK 58958U103 1407 75443 SH SOLE 75443 0 0 MERITAGE HOMES CORP COMMON STOCK USD.01 59001A102 614 13830 SH SOLE 13830 0 0 MERITOR INC COMMON STOCK USD1.0 59001K100 554 21299 SH SOLE 21299 0 0 METHODE ELECTRONICS INC COMMON STOCK USD.5 591520200 1523 35962 SH SOLE 35962 0 0 METLIFE INC COMMON STOCK USD.01 59156R108 283 5447 SH SOLE 5447 0 0 METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01 592688105 65 104 SH SOLE 104 0 0 MGIC INVESTMENT CORP COMMON STOCK USD1.0 552848103 4722 376889 SH SOLE 376889 0 0 MGM GROWTH PROPERTIES LLC A REIT 55303A105 1563 51743 SH SOLE 51743 0 0 MGM RESORTS INTERNATIONAL COMMON STOCK USD.01 552953101 81 2483 SH SOLE 2483 0 0 MICHAEL KORS HOLDINGS LTD COMMON STOCK G60754101 5471 114346 SH SOLE 114346 0 0 MICHAELS COS INC/THE COMMON STOCK USD.06775 59408Q106 2611 121596 SH SOLE 121596 0 0 MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001 595017104 5204 57968 SH SOLE 57968 0 0 MICRON TECHNOLOGY INC COMMON STOCK USD.1 595112103 2687 68331 SH SOLE 68331 0 0 MICROSOFT CORP COMMON STOCK USD.00000625 594918104 65944 885276 SH SOLE 885276 0 0 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 1567 14660 SH SOLE 14660 0 0 MIDDLEBY CORP COMMON STOCK USD.01 596278101 889 6938 SH SOLE 6938 0 0 MIMEDX GROUP INC COMMON STOCK USD.001 602496101 1097 92307 SH SOLE 92307 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK USD.1 603158106 2488 35214 SH SOLE 35214 0 0 MKS INSTRUMENTS INC COMMON STOCK 55306N104 5668 60007 SH SOLE 60007 0 0 MOHAWK INDUSTRIES INC COMMON STOCK USD.01 608190104 12857 51944 SH SOLE 51944 0 0 MOLSON COORS BREWING CO B COMMON STOCK USD.01 60871R209 103 1266 SH SOLE 1266 0 0 MONDELEZ INTERNATIONAL INC A COMMON STOCK 609207105 11093 272830 SH SOLE 272830 0 0 MONSANTO CO COMMON STOCK USD.01 61166W101 3088 25768 SH SOLE 25768 0 0 MOODY S CORP COMMON STOCK USD.01 615369105 2557 18368 SH SOLE 18368 0 0 MOOG INC CLASS A COMMON STOCK USD1.0 615394202 1803 21615 SH SOLE 21615 0 0 MORGAN STANLEY COMMON STOCK USD.01 617446448 5861 121670 SH SOLE 121670 0 0 MOSAIC CO/THE COMMON STOCK USD.01 61945C103 101 4666 SH SOLE 4666 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK USD.01 620076307 1825 21505 SH SOLE 21505 0 0 MSCI INC COMMON STOCK USD.01 55354G100 105 900 SH SOLE 900 0 0 MURPHY OIL CORP COMMON STOCK USD1.0 626717102 1533 57700 SH SOLE 57700 0 0 MYLAN NV COMMON STOCK EUR.01 N59465109 70 2223 SH SOLE 2223 0 0 MYRIAD GENETICS INC COMMON STOCK USD.01 62855J104 1685 46576 SH SOLE 46576 0 0 NANOMETRICS INC COMMON STOCK 630077105 1322 45895 SH SOLE 45895 0 0 NASDAQ INC COMMON STOCK USD.01 631103108 51 660 SH SOLE 660 0 0 NATIONAL FUEL GAS CO COMMON STOCK USD1.0 636180101 782 13807 SH SOLE 13807 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 4376 105052 SH SOLE 105052 0 0 NATIONAL STORAGE AFFILIATES REIT USD.01 637870106 1403 57861 SH SOLE 57861 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 2087 27000 SH SOLE 27000 0 0 NAUTILUS INC COMMON STOCK 63910B102 610 36114 SH SOLE 36114 0 0 NCI BUILDING SYSTEMS INC COMMON STOCK USD.01 628852204 1075 68887 SH SOLE 68887 0 0 NCR CORPORATION COMMON STOCK USD.01 62886E108 5153 137347 SH SOLE 137347 0 0 NEFF CORP CLASS A COMMON STOCK USD.01 640094207 1560 62400 SH SOLE 62400 0 0 NETAPP INC COMMON STOCK USD.001 64110D104 62 1415 SH SOLE 1415 0 0 NETEASE INC ADR ADR USD.0001 64110W102 9418 35700 SH SOLE 35700 0 0 NETFLIX INC COMMON STOCK USD.001 64110L106 400 2207 SH SOLE 2207 0 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001 64125C109 4443 72497 SH SOLE 72497 0 0 NEURODERM LTD COMMON STOCK ILS.1 M74231107 1319 33900 SH SOLE 33900 0 0 NEVRO CORP COMMON STOCK USD.001 64157F103 821 9029 SH SOLE 9029 0 0 NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5 646025106 657 15593 SH SOLE 15593 0 0 NEW RESIDENTIAL INVESTMENT REIT USD.01 64828T201 4646 277700 SH SOLE 277700 0 0 NEWELL BRANDS INC COMMON STOCK USD1.0 651229106 11193 262322 SH SOLE 262322 0 0 NEWFIELD EXPLORATION CO COMMON STOCK USD.01 651290108 137 4613 SH SOLE 4613 0 0 NEWMARKET CORP COMMON STOCK 651587107 495 1162 SH SOLE 1162 0 0 NEWMONT MINING CORP COMMON STOCK USD1.6 651639106 2448 65258 SH SOLE 65258 0 0 NEWS CORP CLASS A COMMON STOCK USD.01 65249B109 39 2922 SH SOLE 2922 0 0 NEXPOINT RESIDENTIAL REIT USD.01 65341D102 537 22627 SH SOLE 22627 0 0 NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01 65336K103 2704 43400 SH SOLE 43400 0 0 NEXTERA ENERGY INC COMMON STOCK USD.01 65339F101 3762 25671 SH SOLE 25671 0 0 NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 51 1231 SH SOLE 1231 0 0 NIKE INC CL B COMMON STOCK USD1.0 654106103 499 9615 SH SOLE 9615 0 0 NMI HOLDINGS INC CLASS A COMMON STOCK USD.01 629209305 525 42367 SH SOLE 42367 0 0 NOBLE ENERGY INC COMMON STOCK USD.01 655044105 156 5488 SH SOLE 5488 0 0 NORDSON CORP COMMON STOCK 655663102 1007 8494 SH SOLE 8494 0 0 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0 655844108 177 1337 SH SOLE 1337 0 0 NORTHERN TRUST CORP COMMON STOCK USD1.667 665859104 101 1104 SH SOLE 1104 0 0 NORTHROP GRUMMAN CORP COMMON STOCK USD1.0 666807102 330 1146 SH SOLE 1146 0 0 NRG ENERGY INC COMMON STOCK USD.01 629377508 34 1331 SH SOLE 1331 0 0 NRG YIELD INC CLASS A COMMON STOCK USD.01 62942X306 1807 95245 SH SOLE 95245 0 0 NU SKIN ENTERPRISES INC A COMMON STOCK USD.001 67018T105 2096 34100 SH SOLE 34100 0 0 NUVASIVE INC COMMON STOCK USD.001 670704105 410 7399 SH SOLE 7399 0 0 NVIDIA CORP COMMON STOCK USD.001 67066G104 9613 53771 SH SOLE 53771 0 0 NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 4343 38400 SH SOLE 38400 0 0 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01 67103H107 1239 5751 SH SOLE 5751 0 0 OCEANEERING INTL INC COMMON STOCK USD.25 675232102 5506 209600 SH SOLE 209600 0 0 OFFICE DEPOT INC COMMON STOCK USD.01 676220106 623 137327 SH SOLE 137327 0 0 OFG BANCORP COMMON STOCK USD1.0 67103X102 699 76420 SH SOLE 76420 0 0 OGE ENERGY CORP COMMON STOCK USD.01 670837103 1931 53598 SH SOLE 53598 0 0 OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 679580100 4057 36845 SH SOLE 36845 0 0 OLLIE S BARGAIN OUTLET HOLDI COMMON STOCK USD.001 681116109 2264 48787 SH SOLE 48787 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 3369 105566 SH SOLE 105566 0 0 OMNICOM GROUP COMMON STOCK USD.15 681919106 3666 49492 SH SOLE 49492 0 0 ONE GAS INC COMMON STOCK 68235P108 1414 19202 SH SOLE 19202 0 0 ONEOK INC COMMON STOCK USD.01 682680103 2444 44100 SH SOLE 44100 0 0 ORACLE CORP COMMON STOCK USD.01 68389X105 19980 413235 SH SOLE 413235 0 0 ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001 68554V108 1731 76920 SH SOLE 76920 0 0 ORBOTECH LTD COMMON STOCK USD.14 M75253100 733 17370 SH SOLE 17370 0 0 ORMAT TECHNOLOGIES INC COMMON STOCK USD.001 686688102 2323 38053 SH SOLE 38053 0 0 OWENS CORNING COMMON STOCK USD.001 690742101 8563 110700 SH SOLE 110700 0 0 OWENS ILLINOIS INC COMMON STOCK USD.01 690768403 4378 174000 SH SOLE 174000 0 0 P G E CORP COMMON STOCK 69331C108 229 3360 SH SOLE 3360 0 0 PACCAR INC COMMON STOCK USD1.0 693718108 1712 23668 SH SOLE 23668 0 0 PACIRA PHARMACEUTICALS INC COMMON STOCK USD.001 695127100 567 15090 SH SOLE 15090 0 0 PACKAGING CORP OF AMERICA COMMON STOCK USD.01 695156109 1840 16043 SH SOLE 16043 0 0 PACWEST BANCORP COMMON STOCK 695263103 3009 59570 SH SOLE 59570 0 0 PALO ALTO NETWORKS INC COMMON STOCK USD.0001 697435105 375 2603 SH SOLE 2603 0 0 PAREXEL INTERNATIONAL CORP COMMON STOCK USD.01 699462107 4774 54202 SH SOLE 54202 0 0 PARKER HANNIFIN CORP COMMON STOCK USD.5 701094104 7964 45501 SH SOLE 45501 0 0 PARKWAY INC REIT USD.001 70156Q107 1918 83300 SH SOLE 83300 0 0 PATTERSON UTI ENERGY INC COMMON STOCK USD.01 703481101 202 9644 SH SOLE 0 0 9644 PAYCHEX INC COMMON STOCK USD.01 704326107 171 2853 SH SOLE 2853 0 0 PAYPAL HOLDINGS INC COMMON STOCK USD.0001 70450Y103 369 5756 SH SOLE 5756 0 0 PEABODY ENERGY CORP COMMON STOCK 704551100 6194 213518 SH SOLE 152575 0 60943 PEABODY ENERGY CORP PREFERRED STOCK 8.5 704551407 2630 45541 SH SOLE 28359 0 17182 PEBBLEBROOK HOTEL TRUST REIT USD.01 70509V100 1689 46747 SH SOLE 46747 0 0 PEOPLE S UTAH BANCORP COMMON STOCK USD.01 712706209 876 27005 SH SOLE 27005 0 0 PEPSICO INC COMMON STOCK USD.017 713448108 16203 145410 SH SOLE 145410 0 0 PFIZER INC COMMON STOCK USD.05 717081103 14430 404192 SH SOLE 404192 0 0 PHARMERICA CORP COMMON STOCK USD.01 71714F104 1319 45000 SH SOLE 45000 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 21623 194786 SH SOLE 194786 0 0 PIEDMONT OFFICE REALTY TRU A REIT USD.01 720190206 1611 79899 SH SOLE 79899 0 0 PINNACLE ENTERTAINMENT INC COMMON STOCK USD.01 72348Y105 1591 74676 SH SOLE 74676 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0 693475105 2954 21917 SH SOLE 21917 0 0 POLARIS INDUSTRIES INC COMMON STOCK USD.01 731068102 707 6754 SH SOLE 6754 0 0 POLYONE CORPORATION COMMON STOCK USD.01 73179P106 572 14294 SH SOLE 14294 0 0 POPULAR INC COMMON STOCK USD.01 733174700 3130 87100 SH SOLE 87100 0 0 POST HOLDINGS INC COMMON STOCK USD.01 737446104 9701 109900 SH SOLE 109900 0 0 PPG INDUSTRIES INC COMMON STOCK USD1.67 693506107 14760 135840 SH SOLE 135840 0 0 PPL CORP COMMON STOCK USD.01 69351T106 143 3771 SH SOLE 3771 0 0 PRAXAIR INC COMMON STOCK USD.01 74005P104 2292 16402 SH SOLE 16402 0 0 PREMIER INC CLASS A COMMON STOCK USD.01 74051N102 514 15783 SH SOLE 15783 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD.01 74112D101 512 10218 SH SOLE 10218 0 0 PRICELINE GROUP INC/THE COMMON STOCK USD.008 741503403 11741 6413 SH SOLE 6413 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01 74251V102 76 1176 SH SOLE 1176 0 0 PROCTER GAMBLE CO/THE COMMON STOCK 742718109 25565 280995 SH SOLE 280995 0 0 PROGRESS SOFTWARE CORP COMMON STOCK USD.01 743312100 1224 32062 SH SOLE 32062 0 0 PROGRESSIVE CORP COMMON STOCK USD1.0 743315103 91 1878 SH SOLE 1878 0 0 PROLOGIS INC REIT USD.01 74340W103 12987 204644 SH SOLE 204644 0 0 PROOFPOINT INC COMMON STOCK USD.0001 743424103 3537 40552 SH SOLE 40552 0 0 PROTHENA CORP PLC COMMON STOCK USD.01 G72800108 938 14475 SH SOLE 14475 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 744320102 4068 38262 SH SOLE 38262 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 8086 60569 SH SOLE 60569 0 0 PTC INC COMMON STOCK USD.01 69370C100 1815 32250 SH SOLE 32250 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 196 4233 SH SOLE 4233 0 0 PUBLIC STORAGE REIT USD.1 74460D109 6475 30258 SH SOLE 30258 0 0 PULTEGROUP INC COMMON STOCK USD.01 745867101 5228 191275 SH SOLE 191275 0 0 PVH CORP COMMON STOCK USD1.0 693656100 849 6738 SH SOLE 6738 0 0 QEP RESOURCES INC COMMON STOCK USD.01 74733V100 280 32678 SH SOLE 32678 0 0 QORVO INC COMMON STOCK USD.0001 74736K101 32 449 SH SOLE 449 0 0 QTS REALTY TRUST INC CL A REIT USD.01 74736A103 971 18548 SH SOLE 18548 0 0 QUALCOMM INC COMMON STOCK USD.0001 747525103 416 8027 SH SOLE 8027 0 0 QUALYS INC COMMON STOCK USD.001 74758T303 2241 43263 SH SOLE 43263 0 0 QUANTA SERVICES INC COMMON STOCK USD.00001 74762E102 1256 33600 SH SOLE 33600 0 0 QUEST DIAGNOSTICS INC COMMON STOCK USD.01 74834L100 1955 20874 SH SOLE 20874 0 0 QUIDEL CORP COMMON STOCK USD.001 74838J101 1773 40423 SH SOLE 40423 0 0 QUINTILES IMS HOLDINGS INC COMMON STOCK USD.01 74876Y101 3442 36203 SH SOLE 36203 0 0 RADIAN GROUP INC COMMON STOCK USD.001 750236101 7170 383620 SH SOLE 383620 0 0 RADIUS HEALTH INC COMMON STOCK USD.0001 750469207 304 7878 SH SOLE 7878 0 0 RALPH LAUREN CORP COMMON STOCK USD.01 751212101 4064 46034 SH SOLE 46034 0 0 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 150 11496 SH SOLE 11496 0 0 RANGE RESOURCES CORP COMMON STOCK USD.01 75281A109 54 2752 SH SOLE 2752 0 0 RAVEN INDUSTRIES INC COMMON STOCK USD1.0 754212108 577 17808 SH SOLE 17808 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01 754730109 34 400 SH SOLE 400 0 0 RAYONIER INC REIT 754907103 513 17763 SH SOLE 17763 0 0 RAYTHEON COMPANY COMMON STOCK USD.01 755111507 6396 34279 SH SOLE 34279 0 0 REALOGY HOLDINGS CORP COMMON STOCK USD.01 75605Y106 2797 84900 SH SOLE 84900 0 0 REALPAGE INC COMMON STOCK USD.001 75606N109 1468 36791 SH SOLE 36791 0 0 REALTY INCOME CORP REIT USD1.0 756109104 1612 28192 SH SOLE 28192 0 0 RED HAT INC COMMON STOCK USD.0001 756577102 6228 56178 SH SOLE 56178 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 956 15404 SH SOLE 15404 0 0 REGENERON PHARMACEUTICALS COMMON STOCK USD.001 75886F107 173 387 SH SOLE 387 0 0 REGIONS FINANCIAL CORP COMMON STOCK USD.01 7591EP100 539 35401 SH SOLE 35401 0 0 RELIANCE STEEL ALUMINUM COMMON STOCK 759509102 5187 68100 SH SOLE 68100 0 0 REPUBLIC BANCORP INC CLASS A COMMON STOCK 760281204 705 18130 SH SOLE 18130 0 0 REPUBLIC SERVICES INC COMMON STOCK USD.01 760759100 4863 73620 SH SOLE 73620 0 0 RESOURCES CONNECTION INC COMMON STOCK USD.01 76122Q105 979 70433 SH SOLE 70433 0 0 RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 76131N101 2189 115126 SH SOLE 115126 0 0 RETAIL PROPERTIES OF AME A REIT USD.001 76131V202 829 63145 SH SOLE 63145 0 0 RICE ENERGY INC COMMON STOCK USD.01 762760106 4691 162100 SH SOLE 162100 0 0 RITE AID CORP COMMON STOCK USD1.0 767754104 193 98300 SH SOLE 98300 0 0 RLJ LODGING TRUST REIT 74965L101 4756 216164 SH SOLE 216164 0 0 RMR GROUP INC/THE A COMMON STOCK 74967R106 293 5706 SH SOLE 5706 0 0 ROBERT HALF INTL INC COMMON STOCK USD.001 770323103 31 620 SH SOLE 620 0 0 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 773903109 1992 11177 SH SOLE 11177 0 0 ROCKWELL COLLINS INC COMMON STOCK USD.01 774341101 2691 20585 SH SOLE 20585 0 0 ROGERS CORP COMMON STOCK USD1.0 775133101 1204 9030 SH SOLE 9030 0 0 ROPER TECHNOLOGIES INC COMMON STOCK USD.01 776696106 251 1032 SH SOLE 1032 0 0 ROSS STORES INC COMMON STOCK USD.01 778296103 905 14023 SH SOLE 14023 0 0 ROWAN COMPANIES PLC A COMMON STOCK USD.125 G7665A101 5975 464988 SH SOLE 464988 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 2829 23863 SH SOLE 23863 0 0 RPX CORP COMMON STOCK USD.0001 74972G103 458 34489 SH SOLE 34489 0 0 RUTH S HOSPITALITY GROUP INC COMMON STOCK USD.01 783332109 541 25814 SH SOLE 25814 0 0 RYERSON HOLDING CORP COMMON STOCK USD.01 783754104 333 30663 SH SOLE 30663 0 0 RYMAN HOSPITALITY PROPERTIES REIT USD.01 78377T107 882 14119 SH SOLE 14119 0 0 S P GLOBAL INC COMMON STOCK USD1.0 78409V104 174 1111 SH SOLE 1111 0 0 SABRA HEALTH CARE REIT INC REIT USD.01 78573L106 2030 92521 SH SOLE 92521 0 0 SAEXPLORATION HOLDINGS INC COMMON STOCK USD.0001 78636X204 160 63709 SH SOLE 63709 0 0 SAGE THERAPEUTICS INC COMMON STOCK USD.0001 78667J108 843 13528 SH SOLE 13528 0 0 SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01 79546E104 2839 144983 SH SOLE 144983 0 0 SANDRIDGE ENERGY INC COMMON STOCK USD.001 80007P869 2792 138953 SH SOLE 96846 0 42107 SAREPTA THERAPEUTICS INC COMMON STOCK USD.0001 803607100 577 12722 SH SOLE 12722 0 0 SBA COMMUNICATIONS CORP REIT USD.01 78410G104 73 506 SH SOLE 506 0 0 SCANA CORP COMMON STOCK 80589M102 42 875 SH SOLE 875 0 0 SCANSOURCE INC COMMON STOCK 806037107 1548 35466 SH SOLE 35466 0 0 SCHLUMBERGER LTD COMMON STOCK USD.01 806857108 20240 290134 SH SOLE 290134 0 0 SCHNEIDER NATIONAL INC CL B COMMON STOCK 80689H102 1667 65900 SH SOLE 65900 0 0 SCHWAB (CHARLES) CORP COMMON STOCK USD.01 808513105 1108 25338 SH SOLE 25338 0 0 SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1 808541106 498 12016 SH SOLE 12016 0 0 SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01 811065101 3425 39879 SH SOLE 39879 0 0 SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 34 1013 SH SOLE 1013 0 0 SEALED AIR CORP COMMON STOCK USD.1 81211K100 77 1810 SH SOLE 1810 0 0 SEATTLE GENETICS INC COMMON STOCK USD.001 812578102 428 7861 SH SOLE 7861 0 0 SEI INVESTMENTS COMPANY COMMON STOCK USD.01 784117103 611 10013 SH SOLE 10013 0 0 SELECT ENERGY SERVICES INC A COMMON STOCK USD.01 81617J301 311 19518 SH SOLE 19518 0 0 SELECT INCOME REIT REIT USD.01 81618T100 1556 66440 SH SOLE 66440 0 0 SEMGROUP CORP CLASS A COMMON STOCK 81663A105 771 26805 SH SOLE 26805 0 0 SEMPRA ENERGY COMMON STOCK 816851109 1593 13957 SH SOLE 13957 0 0 SENIOR HOUSING PROP TRUST REIT USD.01 81721M109 843 43100 SH SOLE 43100 0 0 SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 81725T100 483 6280 SH SOLE 6280 0 0 SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0 824348106 182 507 SH SOLE 507 0 0 SHOE CARNIVAL INC COMMON STOCK USD.01 824889109 815 36400 SH SOLE 36400 0 0 SHORE BANCSHARES INC COMMON STOCK USD.01 825107105 465 27903 SH SOLE 27903 0 0 SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 31 463 SH SOLE 463 0 0 SILVER SPRING NETWORKS INC COMMON STOCK USD.001 82817Q103 1908 118000 SH SOLE 118000 0 0 SIMMONS FIRST NATL CORP CL A COMMON STOCK USD.01 828730200 1284 22168 SH SOLE 22168 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 12082 75039 SH SOLE 75039 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 83088M102 5059 49650 SH SOLE 49650 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 6809 67200 SH SOLE 67200 0 0 SNAP ON INC COMMON STOCK USD1.0 833034101 6999 46967 SH SOLE 46967 0 0 SOLARIS OILFIELD INFRAST A COMMON STOCK USD.01 83418M103 1996 114493 SH SOLE 114493 0 0 SONIC CORP COMMON STOCK USD.01 835451105 554 21751 SH SOLE 21751 0 0 SOUTHERN CO/THE COMMON STOCK USD5.0 842587107 2110 42940 SH SOLE 42940 0 0 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0 844741108 3097 55330 SH SOLE 55330 0 0 SP PLUS CORP COMMON STOCK USD.001 78469C103 442 11182 SH SOLE 11182 0 0 SPARTON CORP COMMON STOCK USD1.25 847235108 1300 56000 SH SOLE 56000 0 0 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01 848574109 9127 117433 SH SOLE 117433 0 0 SPIRIT REALTY CAPITAL INC REIT USD.01 84860W102 1015 118437 SH SOLE 118437 0 0 SPLUNK INC COMMON STOCK USD.001 848637104 270 4070 SH SOLE 4070 0 0 SPS COMMERCE INC COMMON STOCK USD.001 78463M107 263 4641 SH SOLE 4641 0 0 SRC ENERGY INC COMMON STOCK USD.001 78470V108 600 62023 SH SOLE 62023 0 0 STARWOOD WAYPOINT HOMES REIT USD.01 85572F105 1307 35948 SH SOLE 35948 0 0 STATE STREET CORP COMMON STOCK USD1.0 857477103 7305 76455 SH SOLE 76455 0 0 STEEL DYNAMICS INC COMMON STOCK USD.005 858119100 7556 219200 SH SOLE 219200 0 0 STERICYCLE INC COMMON STOCK USD.01 858912108 26 357 SH SOLE 357 0 0 STEWART INFORMATION SERVICES COMMON STOCK USD1.0 860372101 814 21550 SH SOLE 21550 0 0 STORE CAPITAL CORP REIT USD.01 862121100 1023 41146 SH SOLE 41146 0 0 STRYKER CORP COMMON STOCK USD.1 863667101 274 1927 SH SOLE 1927 0 0 SUCAMPO PHARMACEUTICALS CL A COMMON STOCK USD.01 864909106 635 53851 SH SOLE 53851 0 0 SUMMIT HOTEL PROPERTIES INC REIT 866082100 735 45978 SH SOLE 45978 0 0 SUNSTONE HOTEL INVESTORS INC REIT USD.01 867892101 2550 158700 SH SOLE 158700 0 0 SUNTRUST BANKS INC COMMON STOCK USD1.0 867914103 157 2623 SH SOLE 2623 0 0 SUPER MICRO COMPUTER INC COMMON STOCK USD.001 86800U104 264 11948 SH SOLE 11948 0 0 SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001 868459108 333 8326 SH SOLE 8326 0 0 SYMANTEC CORP COMMON STOCK USD.01 871503108 79 2416 SH SOLE 2416 0 0 SYNCHRONY FINANCIAL COMMON STOCK USD.001 87165B103 96 3094 SH SOLE 3094 0 0 SYNNEX CORP COMMON STOCK USD.001 87162W100 1903 15043 SH SOLE 15043 0 0 SYNOPSYS INC COMMON STOCK USD.01 871607107 2841 35278 SH SOLE 35278 0 0 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 87161C501 2833 61500 SH SOLE 61500 0 0 SYSCO CORP COMMON STOCK USD1.0 871829107 2033 37675 SH SOLE 37675 0 0 T MOBILE US INC COMMON STOCK USD.0001 872590104 1307 21200 SH SOLE 21200 0 0 T ROWE PRICE GROUP INC COMMON STOCK USD.2 74144T108 1269 14004 SH SOLE 14004 0 0 TABLEAU SOFTWARE INC CL A COMMON STOCK USD.0001 87336U105 629 8395 SH SOLE 8395 0 0 TAIWAN SEMICONDUCTOR SP ADR ADR 874039100 30160 803184 SH SOLE 803184 0 0 TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01 874054109 102 1000 SH SOLE 1000 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 1332 54553 SH SOLE 54553 0 0 TARENA INTERNATIONAL INC ADR ADR USD.001 876108101 144 9897 SH SOLE 9897 0 0 TARGET CORP COMMON STOCK USD.0833 87612E106 2983 50553 SH SOLE 50553 0 0 TCF FINANCIAL CORP COMMON STOCK USD.01 872275102 874 51263 SH SOLE 51263 0 0 TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 20724 249503 SH SOLE 249503 0 0 TECH DATA CORP COMMON STOCK USD.0015 878237106 2027 22819 SH SOLE 22819 0 0 TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 2110 75576 SH SOLE 75576 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01 879360105 673 4226 SH SOLE 4226 0 0 TELEFLEX INC COMMON STOCK USD1.0 879369106 613 2533 SH SOLE 2533 0 0 TERADYNE INC COMMON STOCK USD.125 880770102 131 3513 SH SOLE 3513 0 0 TERNIUM SA SPONSORED ADR ADR USD1.0 880890108 12133 392286 SH SOLE 392286 0 0 TERRENO REALTY CORP REIT USD.01 88146M101 1872 51752 SH SOLE 51752 0 0 TESARO INC COMMON STOCK USD.0001 881569107 454 3513 SH SOLE 3513 0 0 TETRA TECH INC COMMON STOCK USD.01 88162G103 533 11460 SH SOLE 11460 0 0 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 882508104 21457 239372 SH SOLE 239372 0 0 TG THERAPEUTICS INC COMMON STOCK USD.001 88322Q108 304 25662 SH SOLE 25662 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0 883556102 2400 12684 SH SOLE 12684 0 0 THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 2182 139854 SH SOLE 139854 0 0 THOR INDUSTRIES INC COMMON STOCK USD.1 885160101 993 7885 SH SOLE 7885 0 0 TIER REIT INC REIT USD.0001 88650V208 1042 53965 SH SOLE 53965 0 0 TIFFANY CO COMMON STOCK USD.01 886547108 52 565 SH SOLE 565 0 0 TIME WARNER INC COMMON STOCK USD.01 887317303 4439 43333 SH SOLE 43333 0 0 TJX COMPANIES INC COMMON STOCK USD1.0 872540109 12946 175587 SH SOLE 175587 0 0 TOLL BROTHERS INC COMMON STOCK USD.01 889478103 6071 146400 SH SOLE 146400 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1 891906109 1687 25761 SH SOLE 25761 0 0 TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 461 15000 SH SOLE 15000 0 0 TOWNE BANK COMMON STOCK USD1.667 89214P109 337 10049 SH SOLE 10049 0 0 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008 892356106 450 7111 SH SOLE 7111 0 0 TRANSDIGM GROUP INC COMMON STOCK USD.01 893641100 869 3399 SH SOLE 3399 0 0 TRAVELERS COS INC/THE COMMON STOCK 89417E109 212 1731 SH SOLE 1731 0 0 TRAVELPORT WORLDWIDE LTD COMMON STOCK USD.0025 G9019D104 359 22847 SH SOLE 22847 0 0 TRIBUNE MEDIA CO A COMMON STOCK 896047503 1393 34100 SH SOLE 34100 0 0 TRINSEO SA COMMON STOCK USD.01 L9340P101 2776 41377 SH SOLE 41377 0 0 TRIPADVISOR INC COMMON STOCK USD.001 896945201 29 705 SH SOLE 705 0 0 TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1.0 896749108 277 11694 SH SOLE 11694 0 0 TRITON INTERNATIONAL LTD/BER COMMON STOCK USD.01 G9078F107 340 10220 SH SOLE 10220 0 0 TRIUMPH BANCORP INC COMMON STOCK USD.01 89679E300 2038 63197 SH SOLE 63197 0 0 TRUEBLUE INC COMMON STOCK 89785X101 888 39543 SH SOLE 39543 0 0 TTM TECHNOLOGIES COMMON STOCK USD.001 87305R109 1929 125483 SH SOLE 125483 0 0 TWENTY FIRST CENTURY FOX B COMMON STOCK USD.01 90130A200 52 2017 SH SOLE 2017 0 0 TWENTY FIRST CENTURY FOX A COMMON STOCK USD.01 90130A101 10261 388986 SH SOLE 388986 0 0 TYSON FOODS INC CL A COMMON STOCK USD.1 902494103 6101 86606 SH SOLE 86606 0 0 UBIQUITI NETWORKS INC COMMON STOCK USD.001 90347A100 331 5904 SH SOLE 5904 0 0 UDR INC REIT USD.01 902653104 2130 56006 SH SOLE 56006 0 0 UGI CORP COMMON STOCK 902681105 9089 193966 SH SOLE 193966 0 0 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001 90385V107 1372 44811 SH SOLE 44811 0 0 ULTRA PETROLEUM CORP COMMON STOCK 903914208 357 41157 SH SOLE 41157 0 0 UMPQUA HOLDINGS CORP COMMON STOCK 904214103 1303 66770 SH SOLE 66770 0 0 UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 25659 221258 SH SOLE 221258 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01 910047109 67 1094 SH SOLE 1094 0 0 UNITED NATURAL FOODS INC COMMON STOCK USD.01 911163103 403 9700 SH SOLE 9700 0 0 UNITED PARCEL SERVICE CL B COMMON STOCK USD.01 911312106 531 4425 SH SOLE 4425 0 0 UNITED RENTALS INC COMMON STOCK USD.01 911363109 4189 30195 SH SOLE 30195 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0 913017109 23076 198798 SH SOLE 198798 0 0 UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 973 8300 SH SOLE 8300 0 0 UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 22219 113448 SH SOLE 113448 0 0 UNIVAR INC COMMON STOCK USD.01 91336L107 7182 248239 SH SOLE 248239 0 0 UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 789 7108 SH SOLE 7108 0 0 UNUM GROUP COMMON STOCK USD.1 91529Y106 5390 105422 SH SOLE 105422 0 0 URBAN EDGE PROPERTIES REIT USD.01 91704F104 550 22800 SH SOLE 22800 0 0 URSTADT BIDDLE CLASS A REIT USD.01 917286205 668 30778 SH SOLE 30778 0 0 US BANCORP COMMON STOCK USD.01 902973304 3332 62178 SH SOLE 62178 0 0 US CONCRETE INC COMMON STOCK USD.001 90333L201 24444 320368 SH SOLE 320368 0 0 US SILICA HOLDINGS INC COMMON STOCK USD.01 90346E103 1075 34614 SH SOLE 34614 0 0 VAIL RESORTS INC COMMON STOCK USD.01 91879Q109 867 3800 SH SOLE 3800 0 0 VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 8273 107545 SH SOLE 107545 0 0 VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 1322 73870 SH SOLE 73870 0 0 VANGUARD FTSE EMERGING MARKETS VANGUARD FTSE EMERGING MARKE 922042858 4337 99530 SH SOLE 99530 0 0 VANGUARD S P 500 ETF VANGUARD S+P 500 ETF 922908363 69390 300701 SH SOLE 300701 0 0 VAREX IMAGING CORP COMMON STOCK USD.01 92214X106 73 2161 SH SOLE 2161 0 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 611 6103 SH SOLE 6103 0 0 VARONIS SYSTEMS INC COMMON STOCK USD.001 922280102 451 10763 SH SOLE 10763 0 0 VENTAS INC REIT USD.25 92276F100 4666 71649 SH SOLE 71649 0 0 VEREIT INC REIT USD.01 92339V100 2011 242632 SH SOLE 242632 0 0 VERISIGN INC COMMON STOCK USD.001 92343E102 9876 92829 SH SOLE 92829 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 12308 248693 SH SOLE 248693 0 0 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 6599 43402 SH SOLE 43402 0 0 VF CORP COMMON STOCK 918204108 216 3399 SH SOLE 3399 0 0 VIACOM INC CLASS B COMMON STOCK USD.001 92553P201 27 971 SH SOLE 971 0 0 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01 92828Q109 1573 13558 SH SOLE 13558 0 0 VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 43474 413092 SH SOLE 413092 0 0 VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 553 29392 SH SOLE 29392 0 0 VMWARE INC CLASS A COMMON STOCK USD.01 928563402 627 5739 SH SOLE 5739 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 2191 28501 SH SOLE 28501 0 0 VWR CORP COMMON STOCK USD.01 91843L103 3215 97100 SH SOLE 97100 0 0 WABASH NATIONAL CORP COMMON STOCK USD.01 929566107 1075 47120 SH SOLE 47120 0 0 WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 803 5428 SH SOLE 5428 0 0 WADDELL REED FINANCIAL A COMMON STOCK USD.01 930059100 1370 68280 SH SOLE 68280 0 0 WAL MART STORES INC COMMON STOCK USD.1 931142103 10291 131694 SH SOLE 131694 0 0 WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 5168 66925 SH SOLE 66925 0 0 WALT DISNEY CO/THE COMMON STOCK USD.01 254687106 8838 89658 SH SOLE 89658 0 0 WARRIOR MET COAL INC COMMON STOCK USD.01 93627C101 901 38214 SH SOLE 38214 0 0 WASHINGTON PRIME GROUP INC REIT USD.0001 93964W108 192 23106 SH SOLE 23106 0 0 WASHINGTON REIT REIT USD.01 939653101 745 22736 SH SOLE 22736 0 0 WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 5490 70144 SH SOLE 70144 0 0 WATERS CORP COMMON STOCK USD.01 941848103 70 388 SH SOLE 388 0 0 WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 2039 32484 SH SOLE 32484 0 0 WELBILT INC COMMON STOCK USD.01 949090104 935 40563 SH SOLE 40563 0 0 WELLS FARGO CO COMMON STOCK USD1.666 949746101 13452 243924 SH SOLE 243924 0 0 WELLTOWER INC REIT USD1.0 95040Q104 3881 55221 SH SOLE 55221 0 0 WEST CORP COMMON STOCK USD.001 952355204 1319 56200 SH SOLE 56200 0 0 WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 5961 68998 SH SOLE 68998 0 0 WESTERN UNION CO COMMON STOCK USD.01 959802109 38 1991 SH SOLE 1991 0 0 WESTLAKE CHEMICAL CORP COMMON STOCK USD.01 960413102 719 8654 SH SOLE 8654 0 0 WESTROCK CO COMMON STOCK 96145D105 14095 248449 SH SOLE 248449 0 0 WEYERHAEUSER CO REIT USD1.25 962166104 142 4182 SH SOLE 4182 0 0 WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 65 352 SH SOLE 352 0 0 WILLIAMS COS INC COMMON STOCK USD1.0 969457100 2451 81689 SH SOLE 81689 0 0 WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 112 728 SH SOLE 728 0 0 WMIH CORP COMMON STOCK USD.00001 92936P100 186 196172 SH SOLE 196172 0 0 WOODWARD INC COMMON STOCK USD.00292 980745103 400 5151 SH SOLE 5151 0 0 WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 2248 66306 SH SOLE 66306 0 0 WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1556 33834 SH SOLE 33834 0 0 WP CAREY INC REIT USD.001 92936U109 251 3722 SH SOLE 3722 0 0 WR BERKLEY CORP COMMON STOCK USD.2 084423102 750 11235 SH SOLE 11235 0 0 WW GRAINGER INC COMMON STOCK USD.5 384802104 1546 8601 SH SOLE 8601 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01 98310W108 8658 82139 SH SOLE 82139 0 0 WYNN RESORTS LTD COMMON STOCK USD.01 983134107 43 291 SH SOLE 291 0 0 XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 85 1803 SH SOLE 1803 0 0 XENCOR INC COMMON STOCK USD.01 98401F105 956 41713 SH SOLE 41713 0 0 XENIA HOTELS RESORTS INC REIT USD.01 984017103 1526 72486 SH SOLE 72486 0 0 XEROX CORP COMMON STOCK USD1.0 984121608 32 963 SH SOLE 963 0 0 XILINX INC COMMON STOCK USD.01 983919101 74 1044 SH SOLE 1044 0 0 XL GROUP LTD COMMON STOCK G98294104 5330 135109 SH SOLE 135109 0 0 XPO LOGISTICS INC COMMON STOCK USD.001 983793100 664 9794 SH SOLE 9794 0 0 YY INC ADR ADR USD.00001 98426T106 3853 44404 SH SOLE 44404 0 0 ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 9873 84322 SH SOLE 84322 0 0 ZIONS BANCORPORATION COMMON STOCK 989701107 255 5400 SH SOLE 5400 0 0