0001140361-17-017120.txt : 20170427
0001140361-17-017120.hdr.sgml : 20170427
20170427163504
ACCESSION NUMBER: 0001140361-17-017120
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170427
DATE AS OF CHANGE: 20170427
EFFECTIVENESS DATE: 20170427
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: 17789608
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
DATE OF NAME CHANGE: 20090126
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
03-31-2017
03-31-2017
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
04-27-2017
0
836
4506799
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COMMON STOCK USD.01
88579Y101
3238
16924
SH
SOLE
16924
0
0
AARON S INC
COMMON STOCK USD.5
002535300
2640
88773
SH
SOLE
88773
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
6273
96264
SH
SOLE
96264
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
527
4206
SH
SOLE
4206
0
0
ACACIA COMMUNICATIONS INC
COMMON STOCK USD.0001
00401C108
813
13873
SH
SOLE
13873
0
0
ACCELERON PHARMA INC
COMMON STOCK USD.001
00434H108
319
12037
SH
SOLE
12037
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
2774
23143
SH
SOLE
23143
0
0
ACORDA THERAPEUTICS INC
COMMON STOCK USD.001
00484M106
1495
71175
SH
SOLE
71175
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
651
8955
SH
SOLE
8955
0
0
ADVANCED MICRO DEVICES
COMMON STOCK USD.01
007903107
363
24919
SH
SOLE
24919
0
0
ADVANSIX INC
COMMON STOCK USD.01
00773T101
0
1
SH
SOLE
1
0
0
AECOM
COMMON STOCK USD.01
00766T100
3164
88900
SH
SOLE
88900
0
0
AETNA INC
COMMON STOCK USD.01
00817Y108
1517
11894
SH
SOLE
11894
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
8375
51088
SH
SOLE
51088
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
680
14181
SH
SOLE
14181
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
1236
9139
SH
SOLE
9139
0
0
AK STEEL HOLDING CORP
COMMON STOCK USD.01
001547108
224
31142
SH
SOLE
31142
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
2403
40248
SH
SOLE
40248
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
1383
15000
SH
SOLE
15000
0
0
ALDER BIOPHARMACEUTICALS INC
COMMON STOCK USD.0001
014339105
352
16914
SH
SOLE
16914
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
271
2456
SH
SOLE
2456
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
10162
94243
SH
SOLE
53355
0
40888
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
903
7876
SH
SOLE
7876
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
752
1223
SH
SOLE
1223
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
12535
165591
SH
SOLE
165591
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
16107
67415
SH
SOLE
67415
0
0
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK USD.01
018581108
1728
6938
SH
SOLE
6938
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
8164
226400
SH
SOLE
226400
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
3244
39803
SH
SOLE
39803
0
0
ALON USA ENERGY INC
COMMON STOCK USD.01
020520102
546
44831
SH
SOLE
44831
0
0
ALPHA OMEGA SEMICONDUCTOR
COMMON STOCK
G6331P104
248
14444
SH
SOLE
14444
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
7712
9096
SH
SOLE
9096
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
51089
61586
SH
SOLE
61586
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
3430
48030
SH
SOLE
48030
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
506
22448
SH
SOLE
22448
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
42134
47526
SH
SOLE
47526
0
0
AMBARELLA INC
COMMON STOCK USD.00045
G037AX101
957
17488
SH
SOLE
17488
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
9084
154800
SH
SOLE
154800
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
2570
42146
SH
SOLE
42146
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
5922
139994
SH
SOLE
130474
0
9520
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
610
14570
SH
SOLE
14570
0
0
AMERICAN AXLE MFG HOLDINGS
COMMON STOCK USD.01
024061103
1955
104098
SH
SOLE
104098
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
528
11101
SH
SOLE
11101
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
5974
88991
SH
SOLE
88991
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
2158
27274
SH
SOLE
27274
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
1112
48438
SH
SOLE
48438
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
1371
21955
SH
SOLE
21955
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.0
028591105
1369
11600
SH
SOLE
11600
0
0
AMERICAN OUTDOOR BRANDS CORP
COMMON STOCK USD.001
02874P103
306
15446
SH
SOLE
15446
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
1994
45002
SH
SOLE
45002
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
14597
120101
SH
SOLE
120101
0
0
AMERISAFE INC
COMMON STOCK USD.01
03071H100
508
7830
SH
SOLE
7830
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
2590
29271
SH
SOLE
29271
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
2476
45789
SH
SOLE
45789
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
22850
139267
SH
SOLE
139267
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
2315
57014
SH
SOLE
57014
0
0
AMTRUST FINANCIAL SERVICES
COMMON STOCK USD.01
032359309
1320
71505
SH
SOLE
71505
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
884
10791
SH
SOLE
10791
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
215
20000
SH
SOLE
20000
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
1229
28286
SH
SOLE
28286
0
0
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
035710409
840
75600
SH
SOLE
75600
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
334
14643
SH
SOLE
14643
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
3185
19256
SH
SOLE
19256
0
0
APARTMENT INVT MGMT CO A
REIT USD.01
03748R101
851
19197
SH
SOLE
19197
0
0
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
037598109
1724
28920
SH
SOLE
28920
0
0
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
03762U105
1111
59070
SH
SOLE
59070
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
76957
535685
SH
SOLE
535685
0
0
APPLIED GENETIC TECHNOLOGIES
COMMON STOCK USD.001
03820J100
252
36509
SH
SOLE
36509
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
17744
456156
SH
SOLE
456156
0
0
ARCBEST CORP
COMMON STOCK USD.01
03937C105
1661
63888
SH
SOLE
63888
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
1982
43054
SH
SOLE
43054
0
0
ARGAN INC
COMMON STOCK USD.15
04010E109
380
5740
SH
SOLE
5740
0
0
ARRIS INTERNATIONAL PLC
COMMON STOCK GBP.0001
G0551A103
6679
252500
SH
SOLE
252500
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
5675
77300
SH
SOLE
77300
0
0
ASHFORD HOSPITALITY TRUST
REIT USD.01
044103109
519
81437
SH
SOLE
81437
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
7637
129613
SH
SOLE
129613
0
0
ASSEMBLY BIOSCIENCES INC
COMMON STOCK USD.001
045396108
344
13515
SH
SOLE
13515
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
3239
33853
SH
SOLE
33853
0
0
ASTORIA FINANCIAL CORP
COMMON STOCK USD.01
046265104
2558
124700
SH
SOLE
124700
0
0
ATT INC
COMMON STOCK USD1.0
00206R102
18990
457042
SH
SOLE
457042
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
621
23649
SH
SOLE
23649
0
0
ATLANTICUS HOLDINGS CORP
SR UNSECURED 11/35 5.875
20478NAD2
958
2000000
SH
SOLE
2000000
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
9073
12548
SH
SOLE
12548
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
4301
23425
SH
SOLE
23425
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
1600
19854
SH
SOLE
19854
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
3198
108100
SH
SOLE
108100
0
0
B/E AEROSPACE INC
COMMON STOCK USD.01
073302101
769
12000
SH
SOLE
12000
0
0
BAKER HUGHES INC
COMMON STOCK USD1.0
057224107
5180
86598
SH
SOLE
86598
0
0
BANCO MACRO SA ADR
ADR
05961W105
11154
128653
SH
SOLE
69523
0
59130
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
34567
1465335
SH
SOLE
1465335
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
701
8509
SH
SOLE
8509
0
0
BANK OF NT BUTTERFIELD SON
COMMON STOCK BMD1.0
G0772R208
1235
38716
SH
SOLE
38716
0
0
BANK OF THE OZARKS
COMMON STOCK USD.01
063904106
2537
48782
SH
SOLE
48782
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
342
6664
SH
SOLE
6664
0
0
BARRACUDA NETWORKS INC
COMMON STOCK USD.001
068323104
517
22375
SH
SOLE
22375
0
0
BASIC ENERGY SERVICES INC
COMMON STOCK USD.01
06985P209
1105
33111
SH
SOLE
33111
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
9296
50676
SH
SOLE
50676
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
7659
194100
SH
SOLE
194100
0
0
BELDEN INC
COMMON STOCK USD.01
077454106
2254
32583
SH
SOLE
32583
0
0
BENEFICIAL BANCORP INC
COMMON STOCK USD.01
08171T102
610
38104
SH
SOLE
38104
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
26134
156789
SH
SOLE
156789
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
8784
178717
SH
SOLE
178717
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
2192
45021
SH
SOLE
45021
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
3670
13422
SH
SOLE
13422
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
200
2280
SH
SOLE
2280
0
0
BIOSPECIFICS TECHNOLOGIES
COMMON STOCK USD.001
090931106
479
8749
SH
SOLE
8749
0
0
BIOVERATIV INC
COMMON STOCK USD.001
09075E100
1274
23400
SH
SOLE
23400
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
581
7582
SH
SOLE
7582
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
6600
17209
SH
SOLE
17209
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
321
3535
SH
SOLE
3535
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
9484
53625
SH
SOLE
53625
0
0
BOISE CASCADE CO
COMMON STOCK USD.01
09739D100
775
29044
SH
SOLE
29044
0
0
BOJANGLES INC
COMMON STOCK USD.01
097488100
730
35617
SH
SOLE
35617
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
1784
50415
SH
SOLE
50415
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
1196
28620
SH
SOLE
28620
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
415
2872
SH
SOLE
2872
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
2490
18802
SH
SOLE
18802
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
504
13048
SH
SOLE
13048
0
0
BRIGHTCOVE
COMMON STOCK USD.001
10921T101
834
93666
SH
SOLE
93666
0
0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
109641100
1369
31136
SH
SOLE
31136
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
1100
51280
SH
SOLE
51280
0
0
BROADCOM LTD
COMMON STOCK
Y09827109
609
2781
SH
SOLE
2781
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
48
700
SH
SOLE
700
0
0
BROCADE COMMUNICATIONS SYS
COMMON STOCK USD.001
111621306
2617
209700
SH
SOLE
209700
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
461
11059
SH
SOLE
11059
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
6359
103900
SH
SOLE
103900
0
0
BUCKLE INC/THE
COMMON STOCK USD.01
118440106
190
10191
SH
SOLE
10191
0
0
BUNGE LTD
COMMON STOCK USD.01
G16962105
1157
14600
SH
SOLE
14600
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
613
7925
SH
SOLE
7925
0
0
CA INC
COMMON STOCK USD.1
12673P105
1970
62100
SH
SOLE
62100
0
0
CAESARSTONE LTD
COMMON STOCK
M20598104
568
15675
SH
SOLE
15675
0
0
CALPINE CORP
COMMON STOCK USD.001
131347304
1530
138448
SH
SOLE
138448
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
5770
71717
SH
SOLE
71717
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
2979
52038
SH
SOLE
52038
0
0
CANADIAN NATURAL RESOURCES
COMMON STOCK
136385101
3046
92883
SH
SOLE
92883
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
649
8108
SH
SOLE
8108
0
0
CAPITAL BANK FINANCIAL CL A
COMMON STOCK
139794101
1059
24406
SH
SOLE
24406
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
15120
174472
SH
SOLE
174472
0
0
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
141619106
415
14670
SH
SOLE
14670
0
0
CARE CAPITAL PROPERTIES INC
REIT USD.01
141624106
706
26281
SH
SOLE
26281
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
775
46069
SH
SOLE
46069
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
1926
32688
SH
SOLE
32688
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
5322
59268
SH
SOLE
59268
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
1227
13228
SH
SOLE
13228
0
0
CBL ASSOCIATES PROPERTIES
REIT USD.01
124830100
134
14042
SH
SOLE
14042
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
529
15192
SH
SOLE
15192
0
0
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
125141101
386
36725
SH
SOLE
36725
0
0
CEDAR REALTY TRUST INC
REIT USD.06
150602209
430
85659
SH
SOLE
85659
0
0
CELANESE CORP SERIES A
COMMON STOCK USD.0001
150870103
4151
46200
SH
SOLE
46200
0
0
CELGENE CORP
COMMON STOCK USD.01
151020104
22118
177752
SH
SOLE
177752
0
0
CEMEX SAB SPONS ADR PART CER
ADR
151290889
18995
2094248
SH
SOLE
1133587
0
960661
CENTENE CORP
COMMON STOCK USD.001
15135B101
723
10146
SH
SOLE
10146
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
7061
256100
SH
SOLE
256100
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
1419
234586
SH
SOLE
173799
0
60787
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
982
10921
SH
SOLE
10921
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
1498
75854
SH
SOLE
75854
0
0
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
163072101
2486
39235
SH
SOLE
39235
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
585
3204
SH
SOLE
3204
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
786
20403
SH
SOLE
20403
0
0
CHEMTURA CORP
COMMON STOCK USD.01
163893209
2619
78400
SH
SOLE
78400
0
0
CHESAPEAKE LODGING TRUST
REIT USD.01
165240102
1352
56416
SH
SOLE
56416
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
28116
261859
SH
SOLE
261859
0
0
CHICAGO BRIDGE IRON CO NV
COMMON STOCK EUR.01
167250109
7608
247400
SH
SOLE
247400
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q208
4585
227200
SH
SOLE
227200
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
558
8907
SH
SOLE
8907
0
0
CHUBB LTD
COMMON STOCK
H1467J104
14508
106478
SH
SOLE
106478
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
685
29000
SH
SOLE
29000
0
0
CIGNA CORP
COMMON STOCK USD.25
125509109
7679
52423
SH
SOLE
52423
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
1007
8425
SH
SOLE
8425
0
0
CINTAS CORP
COMMON STOCK
172908105
5597
44234
SH
SOLE
44234
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
4626
76229
SH
SOLE
76229
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
28465
842160
SH
SOLE
842160
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
27617
461670
SH
SOLE
461670
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
1154
33402
SH
SOLE
33402
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
3711
44503
SH
SOLE
44503
0
0
CLIFFS NATURAL RESOURCES INC
COMMON STOCK USD.125
18683K101
616
75033
SH
SOLE
75033
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
19044
448731
SH
SOLE
448731
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
650
7744
SH
SOLE
7744
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
277
1346
SH
SOLE
1346
0
0
COLFAX CORP
COMMON STOCK USD.001
194014106
247
6300
SH
SOLE
6300
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
5816
79461
SH
SOLE
79461
0
0
COLONY STARWOOD HOMES
REIT USD.01
19625X102
188
5550
SH
SOLE
5550
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
477
8114
SH
SOLE
8114
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
29434
783027
SH
SOLE
783027
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
1716
25020
SH
SOLE
25020
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
2290
62475
SH
SOLE
62475
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
224
4412
SH
SOLE
4412
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
4202
104175
SH
SOLE
104175
0
0
CONDUENT INC
COMMON STOCK USD.01
206787103
0
1
SH
SOLE
1
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
4753
95300
SH
SOLE
95300
0
0
CONSOLIDATED WATER CO ORD SH
COMMON STOCK USD.6
G23773107
417
35834
SH
SOLE
35834
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
12315
75984
SH
SOLE
75984
0
0
CONTROL4 CORP
COMMON STOCK USD.0001
21240D107
562
35583
SH
SOLE
35583
0
0
COOPER COS INC/THE
COMMON STOCK USD.1
216648402
1606
8034
SH
SOLE
8034
0
0
COPART INC
COMMON STOCK
217204106
823
13296
SH
SOLE
13296
0
0
CORECIVIC INC
REIT USD.01
21871N101
694
22089
SH
SOLE
22089
0
0
CORENERGY INFRASTRUCTURE TRU
REIT USD.001
21870U502
1189
35194
SH
SOLE
35194
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
7024
78000
SH
SOLE
78000
0
0
CORNING INC
COMMON STOCK USD.5
219350105
10074
373117
SH
SOLE
373117
0
0
COSTAMARE INC
COMMON STOCK USD.0001
Y1771G102
341
51271
SH
SOLE
51271
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
4907
29264
SH
SOLE
29264
0
0
CR BARD INC
COMMON STOCK USD.25
067383109
1859
7480
SH
SOLE
7480
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
5088
68000
SH
SOLE
68000
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
6626
125140
SH
SOLE
125140
0
0
CST BRANDS INC
COMMON STOCK USD.01
12646R105
2597
54000
SH
SOLE
54000
0
0
CUBESMART
REIT USD.01
229663109
919
35382
SH
SOLE
35382
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
4775
31582
SH
SOLE
31582
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
653
32538
SH
SOLE
32538
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
22059
281005
SH
SOLE
281005
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
333
6539
SH
SOLE
6539
0
0
CYRUSONE INC
REIT USD.01
23283R100
747
14513
SH
SOLE
14513
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
2559
29923
SH
SOLE
29923
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
1136
13583
SH
SOLE
13583
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
3035
44655
SH
SOLE
44655
0
0
DCT INDUSTRIAL TRUST INC
REIT USD.01
233153204
482
10015
SH
SOLE
10015
0
0
DEAN FOODS CO
COMMON STOCK USD.01
242370203
1342
68256
SH
SOLE
68256
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
3483
31991
SH
SOLE
31991
0
0
DELL TECHNOLOGIES INC CL V
TRACKING STK
24703L103
5088
79400
SH
SOLE
79400
0
0
DELPHI AUTOMOTIVE PLC
COMMON STOCK USD.01
G27823106
2127
26421
SH
SOLE
26421
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
21680
471725
SH
SOLE
471725
0
0
DELUXE CORP
COMMON STOCK USD1.0
248019101
957
13259
SH
SOLE
13259
0
0
DEVRY EDUCATION GROUP INC
COMMON STOCK USD.01
251893103
2301
64901
SH
SOLE
64901
0
0
DEXCOM INC
COMMON STOCK USD.001
252131107
270
3181
SH
SOLE
3181
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
483
43287
SH
SOLE
43287
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
815
16745
SH
SOLE
16745
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
1112
10452
SH
SOLE
10452
0
0
DIGITALGLOBE INC
COMMON STOCK USD.001
25389M877
1202
36714
SH
SOLE
36714
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
6142
89810
SH
SOLE
89810
0
0
DISCOVERY COMMUNICATIONS A
COMMON STOCK USD.01
25470F104
4637
159403
SH
SOLE
159403
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
7852
112612
SH
SOLE
112612
0
0
DOMINION RESOURCES INC/VA
COMMON STOCK
25746U109
3800
48991
SH
SOLE
48991
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
353
4299
SH
SOLE
4299
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1309
16291
SH
SOLE
16291
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1586
47611
SH
SOLE
47611
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON STOCK USD.01
26138E109
2703
27600
SH
SOLE
27600
0
0
DRIL QUIP INC
COMMON STOCK USD.01
262037104
632
11586
SH
SOLE
11586
0
0
DST SYSTEMS INC
COMMON STOCK USD.01
233326107
318
2594
SH
SOLE
2594
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
1048
10264
SH
SOLE
10264
0
0
DU PONT (E.I.) DE NEMOURS
COMMON STOCK USD.3
263534109
800836
9969322
SH
SOLE
9969322
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
3367
41056
SH
SOLE
41056
0
0
DUKE REALTY CORP
REIT USD.01
264411505
94
3567
SH
SOLE
3567
0
0
DUPONT FABROS TECHNOLOGY
REIT USD.001
26613Q106
414
8348
SH
SOLE
8348
0
0
DYCOM INDUSTRIES INC
COMMON STOCK USD.333
267475101
1576
16959
SH
SOLE
16959
0
0
DYNEGY INC
COMMON STOCK USD.01
26817R108
2040
259552
SH
SOLE
259552
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
824
23624
SH
SOLE
23624
0
0
EAGLE MATERIALS INC
COMMON STOCK USD.01
26969P108
4371
45000
SH
SOLE
45000
0
0
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
269796108
339
4085
SH
SOLE
4085
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
6284
121751
SH
SOLE
121751
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
11467
141921
SH
SOLE
141921
0
0
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 125
277461133
4
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
EASTMAN KODAK CO CW18 135
277461141
3
2771
SH
SOLE
923
0
1848
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
23
2000
SH
SOLE
2000
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
3211
43299
SH
SOLE
43299
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
1620
20345
SH
SOLE
20345
0
0
ELECTRONICS FOR IMAGING
COMMON STOCK USD.01
286082102
1355
27746
SH
SOLE
27746
0
0
ELI LILLY CO
COMMON STOCK
532457108
1168
13890
SH
SOLE
13890
0
0
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
29251M106
927
30099
SH
SOLE
30099
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
521
9338
SH
SOLE
9338
0
0
ENERGY XXI GULF COAST INC
COMMON STOCK
29276K101
23221
774796
SH
SOLE
590575
0
184221
ENERSYS
COMMON STOCK USD.01
29275Y102
3961
50173
SH
SOLE
50173
0
0
ENSCO PLC CL A
COMMON STOCK USD.1
G3157S106
589
65852
SH
SOLE
65852
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
3555
46800
SH
SOLE
46800
0
0
ENVESTNET INC
COMMON STOCK
29404K106
452
14000
SH
SOLE
14000
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1277
13095
SH
SOLE
13095
0
0
EPR PROPERTIES
REIT USD.01
26884U109
2723
36978
SH
SOLE
36978
0
0
EQUINIX INC
REIT USD.001
29444U700
4345
10853
SH
SOLE
10853
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
1231
15973
SH
SOLE
15973
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
2054
33007
SH
SOLE
33007
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
7988
220850
SH
SOLE
220850
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
3423
14784
SH
SOLE
14784
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
5713
67383
SH
SOLE
67383
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
836
9779
SH
SOLE
9779
0
0
EVERBANK FINANCIAL CORP
COMMON STOCK USD.01
29977G102
306
15700
SH
SOLE
15700
0
0
EVERCORE PARTNERS INC CL A
COMMON STOCK USD.01
29977A105
1932
24800
SH
SOLE
24800
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
11808
50504
SH
SOLE
50504
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
2387
40601
SH
SOLE
40601
0
0
EXELON CORP
COMMON STOCK
30161N101
11659
324029
SH
SOLE
324029
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
621
10996
SH
SOLE
10996
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON STOCK USD.01
30219G108
4742
71940
SH
SOLE
71940
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
363
11547
SH
SOLE
11547
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
7551
101504
SH
SOLE
101504
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
22744
277330
SH
SOLE
277330
0
0
EZCORP INC
COMPANY GUAR 06/19 2.125
302301AB2
15052
16250000
SH
SOLE
12795000
0
3455000
F5 NETWORKS INC
COMMON STOCK
315616102
4330
30371
SH
SOLE
30371
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
472
11222
SH
SOLE
11222
0
0
FACEBOOK INC A
COMMON STOCK USD.000006
30303M102
38712
272527
SH
SOLE
272527
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
493
2991
SH
SOLE
2991
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
4168
32320
SH
SOLE
32320
0
0
FAIRMOUNT SANTROL HOLDINGS I
COMMON STOCK USD.01
30555Q108
260
35530
SH
SOLE
35530
0
0
FCB FINANCIAL HOLDINGS CL A
COMMON STOCK USD.001
30255G103
2261
45630
SH
SOLE
45630
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
1162
8704
SH
SOLE
8704
0
0
FEDERATED INVESTORS INC CL B
COMMON STOCK
314211103
1201
45601
SH
SOLE
45601
0
0
FEDERATED NATIONAL HOLDING C
COMMON STOCK USD.01
31422T101
540
30972
SH
SOLE
30972
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
10362
53100
SH
SOLE
53100
0
0
FELCOR LODGING TRUST INC
REIT USD.01
31430F101
817
108758
SH
SOLE
108758
0
0
FINISAR CORPORATION
COMMON STOCK USD.001
31787A507
906
33142
SH
SOLE
33142
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
4376
111400
SH
SOLE
111400
0
0
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.0
31946M103
3957
11800
SH
SOLE
11800
0
0
FIRST CONNECTICUT BANCORP
COMMON STOCK USD.01
319850103
798
32167
SH
SOLE
32167
0
0
FIRST FINANCIAL NORTHWEST
COMMON STOCK USD.01
32022K102
424
24019
SH
SOLE
24019
0
0
FIRST HAWAIIAN INC
COMMON STOCK USD.01
32051X108
2358
78800
SH
SOLE
78800
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
613
23023
SH
SOLE
23023
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
9444
296800
SH
SOLE
296800
0
0
FISERV INC
COMMON STOCK USD.01
337738108
1400
12141
SH
SOLE
12141
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
525
19491
SH
SOLE
19491
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
732
20177
SH
SOLE
20177
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
502
25860
SH
SOLE
25860
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
5736
76678
SH
SOLE
76678
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
5219
448348
SH
SOLE
448348
0
0
FOREST CITY REALTY TRUST A
REIT USD.01
345605109
750
34427
SH
SOLE
34427
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
416
10842
SH
SOLE
10842
0
0
FORTRESS INVESTMENT GRP CL A
MLP
34958B106
2593
326200
SH
SOLE
326200
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
6313
103746
SH
SOLE
103746
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
426
18675
SH
SOLE
18675
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
2170
51500
SH
SOLE
51500
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
1118
33442
SH
SOLE
33442
0
0
GAP INC/THE
COMMON STOCK USD.05
364760108
1371
56457
SH
SOLE
56457
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
1494
13839
SH
SOLE
13839
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
5594
150050
SH
SOLE
150050
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
13061
69770
SH
SOLE
69770
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
5743
192711
SH
SOLE
192711
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
13713
387816
SH
SOLE
387816
0
0
GENTHERM INC
COMMON STOCK
37253A103
1906
48555
SH
SOLE
48555
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
469
5072
SH
SOLE
5072
0
0
GGP INC
REIT USD.01
36174X101
7357
317407
SH
SOLE
317407
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
14678
216112
SH
SOLE
216112
0
0
GLAUKOS CORP
COMMON STOCK USD.001
377322102
776
15119
SH
SOLE
15119
0
0
GLOBAL BROKERAGE INC
SR UNSECURED 06/18 2.25
302693AB2
2077
6200000
SH
SOLE
6200000
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
561
6959
SH
SOLE
6959
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
56
35000
SH
SOLE
35000
0
0
GLOBANT SA
COMMON STOCK USD1.2
L44385109
566
15542
SH
SOLE
15542
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
13131
57162
SH
SOLE
57162
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
3337
92684
SH
SOLE
92684
0
0
GOVERNMENT PROPERTIES INCOME
REIT USD.01
38376A103
1909
91194
SH
SOLE
91194
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
1706
117680
SH
SOLE
117680
0
0
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
391416104
2017
47551
SH
SOLE
47551
0
0
GREEN PLAINS INC
COMMON STOCK USD.001
393222104
376
15205
SH
SOLE
15205
0
0
GREENBRIER COMPANIES INC
COMMON STOCK
393657101
2058
47751
SH
SOLE
47751
0
0
GREENHILL CO INC
COMMON STOCK USD.01
395259104
1428
48738
SH
SOLE
48738
0
0
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
398905109
654
8822
SH
SOLE
8822
0
0
GUARANTY BANCORP
COMMON STOCK USD.001
40075T607
720
29551
SH
SOLE
29551
0
0
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
40171V100
528
9366
SH
SOLE
9366
0
0
HR BLOCK INC
COMMON STOCK
093671105
3541
152300
SH
SOLE
152300
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
500
25651
SH
SOLE
25651
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
253
19543
SH
SOLE
19543
0
0
HALYARD HEALTH INC
COMMON STOCK USD.01
40650V100
301
7900
SH
SOLE
7900
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
5043
56000
SH
SOLE
56000
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
521
8612
SH
SOLE
8612
0
0
HARRIS CORP
COMMON STOCK USD1.
413875105
2373
21330
SH
SOLE
21330
0
0
HCA HOLDINGS INC
COMMON STOCK USD.01
40412C101
8310
93380
SH
SOLE
93380
0
0
HCP INC
REIT USD1.0
40414L109
558
17852
SH
SOLE
17852
0
0
HD SUPPLY HOLDINGS INC
COMMON STOCK USD.01
40416M105
136
3300
SH
SOLE
3300
0
0
HEADWATERS INC
COMMON STOCK USD.001
42210P102
2592
110400
SH
SOLE
110400
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
813
9329
SH
SOLE
9329
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
1072
11377
SH
SOLE
11377
0
0
HELMERICH PAYNE
COMMON STOCK USD.1
423452101
2575
38686
SH
SOLE
38686
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
7419
43647
SH
SOLE
43647
0
0
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
42727J102
1665
130357
SH
SOLE
130357
0
0
HESKA CORP
COMMON STOCK USD.001
42805E306
849
8083
SH
SOLE
8083
0
0
HESS CORP
COMMON STOCK USD1.0
42809H107
7388
153250
SH
SOLE
153250
0
0
HIBBETT SPORTS INC
COMMON STOCK USD.01
428567101
954
32339
SH
SOLE
32339
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
1897
38612
SH
SOLE
38612
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
4067
57600
SH
SOLE
57600
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
587
28890
SH
SOLE
28890
0
0
HOLLYSYS AUTOMATION TECHNOLO
COMMON STOCK USD.0001
G45667105
322
19034
SH
SOLE
19034
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
6186
145382
SH
SOLE
145382
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
12781
87048
SH
SOLE
87048
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
15736
126023
SH
SOLE
126023
0
0
HOSPITALITY PROPERTIES TRUST
REIT USD.01
44106M102
3961
125615
SH
SOLE
125615
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
2338
125296
SH
SOLE
125296
0
0
HOULIHAN LOKEY INC
COMMON STOCK USD.001
441593100
1425
41375
SH
SOLE
41375
0
0
HP INC
COMMON STOCK USD.01
40434L105
3543
198137
SH
SOLE
198137
0
0
HRG GROUP INC
COMMON STOCK USD.01
40434J100
885
45800
SH
SOLE
45800
0
0
HSN INC
COMMON STOCK USD.01
404303109
5074
136766
SH
SOLE
136766
0
0
HUBSPOT INC
COMMON STOCK USD.001
443573100
447
7386
SH
SOLE
7386
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
1117
32257
SH
SOLE
32257
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
1450
7036
SH
SOLE
7036
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
802
8746
SH
SOLE
8746
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
7571
37809
SH
SOLE
37809
0
0
HUNTSMAN CORP
COMMON STOCK USD.01
447011107
1547
63039
SH
SOLE
63039
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
5278
613721
SH
SOLE
37367
0
576354
IDEX CORP
COMMON STOCK USD.01
45167R104
517
5532
SH
SOLE
5532
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1444
10903
SH
SOLE
10903
0
0
IMPAX LABORATORIES INC
COMMON STOCK USD.01
45256B101
1493
118063
SH
SOLE
118063
0
0
INC RESEARCH HOLDINGS INC A
COMMON STOCK USD.01
45329R109
1777
38750
SH
SOLE
38750
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
743
5561
SH
SOLE
5561
0
0
INDEPENDENT BANK GROUP INC
COMMON STOCK USD.01
45384B106
681
10584
SH
SOLE
10584
0
0
INGERSOLL RAND PLC
COMMON STOCK USD1.0
G47791101
16208
199317
SH
SOLE
199317
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
2890
24000
SH
SOLE
24000
0
0
INNOPHOS HOLDINGS INC
COMMON STOCK USD.001
45774N108
467
8648
SH
SOLE
8648
0
0
INPHI CORP
COMMON STOCK
45772F107
1046
21418
SH
SOLE
21418
0
0
INSYS THERAPEUTICS INC
COMMON STOCK USD.0002145
45824V209
385
36606
SH
SOLE
36606
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
1404
34927
SH
SOLE
34927
0
0
INTEGRATED DEVICE TECH INC
COMMON STOCK USD.001
458118106
1424
60154
SH
SOLE
60154
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
9822
272295
SH
SOLE
272295
0
0
INTER PARFUMS INC
COMMON STOCK USD.001
458334109
448
12264
SH
SOLE
12264
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
5481
91544
SH
SOLE
91544
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
1536
17800
SH
SOLE
17800
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
1466
76943
SH
SOLE
76943
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
1901
53703
SH
SOLE
53703
0
0
INTERNATIONAL GAME TECHNOLOG
COMMON STOCK USD.1
G4863A108
2060
86900
SH
SOLE
86900
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
2244
44192
SH
SOLE
44192
0
0
INTERNATIONAL SEAWAYS INC
COMMON STOCK
Y41053102
685
35821
SH
SOLE
35821
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
209
8500
SH
SOLE
8500
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
7984
45846
SH
SOLE
45846
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2435
20996
SH
SOLE
20996
0
0
INVENSENSE INC
COMMON STOCK USD.001
46123D205
2496
197600
SH
SOLE
197600
0
0
INVESTORS BANCORP INC
COMMON STOCK USD.01
46146L101
1788
124324
SH
SOLE
124324
0
0
ION GEOPHYSICAL CORP
COMMON STOCK
462044207
69
14266
SH
SOLE
6683
0
7583
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
462222100
208
5184
SH
SOLE
5184
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
600
4970
SH
SOLE
4970
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
472
13237
SH
SOLE
13237
0
0
ISHARES CORE MSCI EAFE ETF
ISHARES CORE MSCI EAFE ETF
46432F842
35517
612898
SH
SOLE
612898
0
0
ISHARES MSCI CANADA ETF
ISHARES MSCI CANADA ETF
464286509
5117
190365
SH
SOLE
190365
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
1638
26300
SH
SOLE
26300
0
0
ISHARES MSCI EAFE VALUE ETF
ISHARES MSCI EAFE VALUE ETF
464288877
35006
695953
SH
SOLE
695953
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
23854
605576
SH
SOLE
490876
0
114700
ISHARES MSCI JAPAN ETF
ISHARES MSCI JAPAN ETF
46434G822
2077
40335
SH
SOLE
40335
0
0
ISLE OF CAPRI CASINOS
COMMON STOCK USD.01
464592104
714
27100
SH
SOLE
27100
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
234
38000
SH
SOLE
38000
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
5286
63000
SH
SOLE
63000
0
0
JABIL CIRCUIT INC
COMMON STOCK USD.001
466313103
2596
89782
SH
SOLE
89782
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
5147
55282
SH
SOLE
55282
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
1037
10199
SH
SOLE
10199
0
0
JAMES RIVER GROUP HOLDINGS L
COMMON STOCK USD.0002
G5005R107
1880
43865
SH
SOLE
43865
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
8429
64302
SH
SOLE
64302
0
0
JOHN BEAN TECHNOLOGIES CORP
COMMON STOCK USD.01
477839104
360
4095
SH
SOLE
4095
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
34402
276210
SH
SOLE
276210
0
0
JOY GLOBAL INC
COMMON STOCK USD1.0
481165108
412
14600
SH
SOLE
14600
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
40137
456932
SH
SOLE
456932
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
2402
86300
SH
SOLE
86300
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
4854
56600
SH
SOLE
56600
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
1080
45475
SH
SOLE
45475
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
855
11862
SH
SOLE
11862
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
7165
54436
SH
SOLE
54436
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
169
7636
SH
SOLE
7636
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
1541
70891
SH
SOLE
70891
0
0
KITE PHARMA INC
COMMON STOCK USD.001
49803L109
440
5607
SH
SOLE
5607
0
0
KLA TENCOR CORP
COMMON STOCK USD.001
482480100
466
4900
SH
SOLE
4900
0
0
KNOLL INC
COMMON STOCK USD.01
498904200
1350
56686
SH
SOLE
56686
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
1303
32718
SH
SOLE
32718
0
0
KORN/FERRY INTERNATIONAL
COMMON STOCK USD.01
500643200
963
30574
SH
SOLE
30574
0
0
KRAFT HEINZ CO/THE
COMMON STOCK USD.01
500754106
1277
14059
SH
SOLE
14059
0
0
L3 TECHNOLOGIES INC
COMMON STOCK USD.01
502413107
3581
21666
SH
SOLE
21666
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
1101
40765
SH
SOLE
40765
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
14870
115845
SH
SOLE
115845
0
0
LAMAR ADVERTISING CO A
REIT USD.001
512816109
127
1700
SH
SOLE
1700
0
0
LAMB WESTON HOLDINGS INC
COMMON STOCK USD1.0
513272104
1203
28600
SH
SOLE
28600
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
801
9348
SH
SOLE
9348
0
0
LANNETT CO INC
COMMON STOCK USD.001
516012101
1152
51524
SH
SOLE
51524
0
0
LASALLE HOTEL PROPERTIES
REIT USD.01
517942108
4560
157498
SH
SOLE
157498
0
0
LAZARD LTD CL A
COMMON STOCK USD.01
G54050102
1288
28000
SH
SOLE
28000
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
9259
65400
SH
SOLE
65400
0
0
LEGACYTEXAS FINANCIAL GROUP
COMMON STOCK USD.01
52471Y106
1345
33703
SH
SOLE
33703
0
0
LENDINGTREE INC
COMMON STOCK USD.01
52603B107
569
4537
SH
SOLE
4537
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
787
4705
SH
SOLE
4705
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON STOCK USD.01
52729N308
11835
206826
SH
SOLE
206826
0
0
LEXICON PHARMACEUTICALS INC
COMMON STOCK USD.001
528872302
519
36202
SH
SOLE
36202
0
0
LIBERTY INTERACTIVE CORP Q A
TRACKING STK USD.01
53071M104
4738
236641
SH
SOLE
236641
0
0
LIBERTY PROPERTY TRUST
REIT USD.001
531172104
1501
38943
SH
SOLE
38943
0
0
LIFEPOINT HEALTH INC
COMMON STOCK USD.01
53219L109
2738
41800
SH
SOLE
41800
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
1319
12462
SH
SOLE
12462
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
472
7212
SH
SOLE
7212
0
0
LIVANOVA PLC
COMMON STOCK GBP1.0
G5509L101
436
8900
SH
SOLE
8900
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
1914
19632
SH
SOLE
19632
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
1083
43652
SH
SOLE
43652
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
8075
98227
SH
SOLE
98227
0
0
LTC PROPERTIES INC
REIT USD.01
502175102
581
12124
SH
SOLE
12124
0
0
LUMOS NETWORKS CORP
COMMON STOCK USD.01
550283105
2593
146500
SH
SOLE
146500
0
0
LYDALL INC
COMMON STOCK USD.1
550819106
422
7878
SH
SOLE
7878
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
11641
127660
SH
SOLE
127660
0
0
M/I HOMES INC
COMMON STOCK USD.01
55305B101
583
23803
SH
SOLE
23803
0
0
MACERICH CO/THE
REIT USD.01
554382101
19
296
SH
SOLE
296
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
551
20469
SH
SOLE
20469
0
0
MACY S INC
COMMON STOCK USD.01
55616P104
1369
46194
SH
SOLE
46194
0
0
MALLINCKRODT PLC
COMMON STOCK USD.2
G5785G107
701
15728
SH
SOLE
15728
0
0
MAMMOTH ENERGY SERVICES INC
COMMON STOCK USD.01
56155L108
599
27865
SH
SOLE
27865
0
0
MARATHON PETROLEUM CORP
COMMON STOCK
56585A102
1061
20996
SH
SOLE
20996
0
0
MARCUS CORPORATION
COMMON STOCK USD1.0
566330106
340
10606
SH
SOLE
10606
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1943
19440
SH
SOLE
19440
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
1476
19976
SH
SOLE
19976
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
1439
15429
SH
SOLE
15429
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
1732
21859
SH
SOLE
21859
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
3343
29725
SH
SOLE
29725
0
0
MAXIMUS INC
COMMON STOCK
577933104
832
13370
SH
SOLE
13370
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
5568
42963
SH
SOLE
42963
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
3080
20776
SH
SOLE
20776
0
0
MEAD JOHNSON NUTRITION CO
COMMON STOCK USD.01
582839106
2655
29800
SH
SOLE
29800
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
1156
89669
SH
SOLE
89669
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
506
7293
SH
SOLE
7293
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
4631
57490
SH
SOLE
57490
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
419
1983
SH
SOLE
1983
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
29619
466150
SH
SOLE
466150
0
0
MERIDIAN BANCORP INC
COMMON STOCK
58958U103
877
47924
SH
SOLE
47924
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
1452
39470
SH
SOLE
39470
0
0
MERITOR INC
COMMON STOCK USD1.0
59001K100
365
21299
SH
SOLE
21299
0
0
METALDYNE PERFORMANCE GROUP
COMMON STOCK USD.001
59116R107
2054
89900
SH
SOLE
89900
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
1640
35962
SH
SOLE
35962
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
177
369
SH
SOLE
369
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
1264
124776
SH
SOLE
124776
0
0
MICHAEL KORS HOLDINGS LTD
COMMON STOCK
G60754101
3822
100283
SH
SOLE
100283
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
2417
107932
SH
SOLE
107932
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
566
7667
SH
SOLE
7667
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
2144
74200
SH
SOLE
74200
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
54877
833236
SH
SOLE
833236
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
1056
5622
SH
SOLE
5622
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
1021
10039
SH
SOLE
10039
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
1159
8492
SH
SOLE
8492
0
0
MIMEDX GROUP INC
COMMON STOCK USD.001
602496101
1366
143296
SH
SOLE
143296
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
4030
52610
SH
SOLE
52610
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
2106
30626
SH
SOLE
30626
0
0
MOBILEYE NV
COMMON STOCK
N51488117
2646
43100
SH
SOLE
43100
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
12985
56580
SH
SOLE
56580
0
0
MOLSON COORS BREWING CO B
COMMON STOCK USD.01
60871R209
2699
28200
SH
SOLE
28200
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
11794
273776
SH
SOLE
273776
0
0
MONSANTO CO
COMMON STOCK USD.01
61166W101
2581
22800
SH
SOLE
22800
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
1565
13971
SH
SOLE
13971
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
5750
134218
SH
SOLE
134218
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
1905
22092
SH
SOLE
22092
0
0
MULTI PACKAGING SOLUTIONS IN
COMMON STOCK USD1.0
G6331W109
865
48180
SH
SOLE
48180
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
7464
261071
SH
SOLE
261071
0
0
NANOMETRICS INC
COMMON STOCK
630077105
980
32183
SH
SOLE
32183
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
1008
16900
SH
SOLE
16900
0
0
NATIONAL GENERAL HLDGS
COMMON STOCK USD.01
636220303
1058
44512
SH
SOLE
44512
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
4294
107100
SH
SOLE
107100
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
3656
83804
SH
SOLE
83804
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
583
24414
SH
SOLE
24414
0
0
NAUTILUS INC
COMMON STOCK
63910B102
659
36114
SH
SOLE
36114
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
299
12128
SH
SOLE
12128
0
0
NCI BUILDING SYSTEMS INC
COMMON STOCK USD.01
628852204
1181
68887
SH
SOLE
68887
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
5605
122700
SH
SOLE
122700
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
4664
111444
SH
SOLE
111444
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
30687
108052
SH
SOLE
70327
0
37725
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
256
5920
SH
SOLE
5920
0
0
NEUSTAR INC CLASS A
COMMON STOCK USD.001
64126X201
989
29847
SH
SOLE
29847
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
617
15593
SH
SOLE
15593
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
8576
181806
SH
SOLE
181806
0
0
NEWMARKET CORP
COMMON STOCK
651587107
527
1162
SH
SOLE
1162
0
0
NEWMONT MINING CORP
COMMON STOCK USD1.6
651639106
2848
86402
SH
SOLE
86402
0
0
NEWSTAR FINANCIAL INC
COMMON STOCK USD.01
65251F105
313
29579
SH
SOLE
29579
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
348
14414
SH
SOLE
14414
0
0
NEXSTAR MEDIA GROUP INC
COMMON STOCK USD.01
65336K103
610
8692
SH
SOLE
8692
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
3324
25896
SH
SOLE
25896
0
0
NIKE INC CL B
COMMON STOCK USD1.0
654106103
536
9615
SH
SOLE
9615
0
0
NMI HOLDINGS INC CLASS A
COMMON STOCK USD.01
629209305
1111
97436
SH
SOLE
97436
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
1798
52353
SH
SOLE
52353
0
0
NORDSON CORP
COMMON STOCK
655663102
737
6000
SH
SOLE
6000
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
1404
12541
SH
SOLE
12541
0
0
NRG YIELD INC CLASS A
COMMON STOCK USD.01
62942X306
1019
58573
SH
SOLE
58573
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
2161
38900
SH
SOLE
38900
0
0
NUANCE COMMUNICATIONS INC
COMMON STOCK USD.001
67020Y100
4130
238600
SH
SOLE
238600
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
3404
57000
SH
SOLE
57000
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
553
7399
SH
SOLE
7399
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
388
3564
SH
SOLE
3564
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
2743
26500
SH
SOLE
26500
0
0
OASIS PETROLEUM INC
COMMON STOCK USD.01
674215108
1129
79151
SH
SOLE
79151
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
5396
85164
SH
SOLE
85164
0
0
OFG BANCORP
COMMON STOCK USD1.0
67103X102
902
76420
SH
SOLE
76420
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
2295
65603
SH
SOLE
65603
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
714
8345
SH
SOLE
8345
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
946
28251
SH
SOLE
28251
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
6790
205819
SH
SOLE
205819
0
0
OMEGA PROTEIN CORP
COMMON STOCK USD.01
68210P107
1086
54140
SH
SOLE
54140
0
0
ONE GAS INC
COMMON STOCK
68235P108
1444
21360
SH
SOLE
21360
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
5964
107578
SH
SOLE
107578
0
0
ONEOK PARTNERS LP
MLP
68268N103
2592
48000
SH
SOLE
48000
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
22337
500707
SH
SOLE
500707
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
2595
200666
SH
SOLE
200666
0
0
ORBOTECH LTD
COMMON STOCK USD.14
M75253100
452
14000
SH
SOLE
14000
0
0
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
686688102
2363
41396
SH
SOLE
41396
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
8346
136000
SH
SOLE
136000
0
0
OWENS ILLINOIS INC
COMMON STOCK USD.01
690768403
4720
231600
SH
SOLE
231600
0
0
PACIRA PHARMACEUTICALS INC
COMMON STOCK USD.001
695127100
842
18461
SH
SOLE
18461
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
3832
41825
SH
SOLE
41825
0
0
PACWEST BANCORP
COMMON STOCK
695263103
5077
95323
SH
SOLE
95323
0
0
PALO ALTO NETWORKS INC
COMMON STOCK USD.0001
697435105
562
4992
SH
SOLE
4992
0
0
PAREXEL INTERNATIONAL CORP
COMMON STOCK USD.01
699462107
1758
27855
SH
SOLE
27855
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
11311
70553
SH
SOLE
70553
0
0
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
703481101
2347
96702
SH
SOLE
96702
0
0
PC CONNECTION INC
COMMON STOCK USD.01
69318J100
394
13219
SH
SOLE
13219
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
553
18931
SH
SOLE
18931
0
0
PENN REAL ESTATE INVEST TST
REIT USD1.0
709102107
100
6610
SH
SOLE
6610
0
0
PEOPLE S UTAH BANCORP
COMMON STOCK USD.01
712706209
667
25201
SH
SOLE
25201
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
13950
124710
SH
SOLE
124710
0
0
PFENEX INC
COMMON STOCK USD.001
717071104
186
32034
SH
SOLE
32034
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
13816
403844
SH
SOLE
403844
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
14160
125424
SH
SOLE
125424
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
963
45037
SH
SOLE
45037
0
0
PINNACLE ENTERTAINMENT INC
COMMON STOCK USD.01
72348Y105
2051
105063
SH
SOLE
105063
0
0
PLANET FITNESS INC CL A
COMMON STOCK
72703H101
409
21225
SH
SOLE
21225
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
1105
9189
SH
SOLE
9189
0
0
POLARIS INDUSTRIES INC
COMMON STOCK USD.01
731068102
566
6754
SH
SOLE
6754
0
0
POLYONE CORPORATION
COMMON STOCK USD.01
73179P106
2152
63122
SH
SOLE
63122
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
4370
107300
SH
SOLE
107300
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
4046
46227
SH
SOLE
46227
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
11945
113675
SH
SOLE
113675
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
3914
60000
SH
SOLE
60000
0
0
PRAXAIR INC
COMMON STOCK USD.01
74005P104
1775
14963
SH
SOLE
14963
0
0
PREMIER INC CLASS A
COMMON STOCK USD.01
74051N102
1753
55083
SH
SOLE
55083
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON STOCK USD.01
74112D101
1582
28469
SH
SOLE
28469
0
0
PRICELINE GROUP INC/THE
COMMON STOCK USD.008
741503403
8629
4848
SH
SOLE
4848
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
1535
24328
SH
SOLE
24328
0
0
PRIVATEBANCORP INC
COMMON STOCK
742962103
671
11300
SH
SOLE
11300
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
29091
323777
SH
SOLE
323777
0
0
PROLOGIS INC
REIT USD.01
74340W103
9320
179641
SH
SOLE
179641
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
351
4722
SH
SOLE
4722
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.0
743606105
3240
46477
SH
SOLE
46477
0
0
PROTHENA CORP PLC
COMMON STOCK USD.01
G72800108
808
14475
SH
SOLE
14475
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
7402
69383
SH
SOLE
69383
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
5166
45014
SH
SOLE
45014
0
0
PTC INC
COMMON STOCK USD.01
69370C100
544
10350
SH
SOLE
10350
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
5980
27316
SH
SOLE
27316
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
3278
139204
SH
SOLE
139204
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
4562
44092
SH
SOLE
44092
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
652
13371
SH
SOLE
13371
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
2349
40966
SH
SOLE
40966
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
1702
44900
SH
SOLE
44900
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
5388
145197
SH
SOLE
145197
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
1484
15111
SH
SOLE
15111
0
0
QUINTILES IMS HOLDINGS INC
COMMON STOCK USD.01
74876Y101
6048
75100
SH
SOLE
75100
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
10555
587694
SH
SOLE
587694
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
304
7878
SH
SOLE
7878
0
0
RAMCO GERSHENSON PROPERTIES
REIT USD.01
751452202
268
19129
SH
SOLE
19129
0
0
RAVEN INDUSTRIES INC
COMMON STOCK USD1.0
754212108
697
23985
SH
SOLE
23985
0
0
RAYONIER ADVANCED MATERIALS
COMMON STOCK USD.01
75508B104
843
62671
SH
SOLE
62671
0
0
RAYONIER INC
REIT
754907103
503
17763
SH
SOLE
17763
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
4988
32706
SH
SOLE
32706
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
1120
37600
SH
SOLE
37600
0
0
REALPAGE INC
COMMON STOCK USD.001
75606N109
1604
45954
SH
SOLE
45954
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
1187
19940
SH
SOLE
19940
0
0
RED HAT INC
COMMON STOCK USD.0001
756577102
1268
14660
SH
SOLE
14660
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
550
8289
SH
SOLE
8289
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
1050
72290
SH
SOLE
72290
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
8590
67645
SH
SOLE
67645
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
4953
61900
SH
SOLE
61900
0
0
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
760281204
623
18130
SH
SOLE
18130
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
4695
74757
SH
SOLE
74757
0
0
RESMED INC
COMMON STOCK USD.004
761152107
79
1100
SH
SOLE
1100
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1743
82886
SH
SOLE
82886
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
549
38075
SH
SOLE
38075
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
1155
50030
SH
SOLE
50030
0
0
REYNOLDS AMERICAN INC
COMMON STOCK USD.0001
761713106
2823
44800
SH
SOLE
44800
0
0
RICE ENERGY INC
COMMON STOCK USD.01
762760106
244
10300
SH
SOLE
10300
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754104
322
75800
SH
SOLE
75800
0
0
RLJ LODGING TRUST
REIT
74965L101
164
6991
SH
SOLE
6991
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
840
5392
SH
SOLE
5392
0
0
ROGERS CORP
COMMON STOCK USD1.0
775133101
2103
24485
SH
SOLE
24485
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
4914
23800
SH
SOLE
23800
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
1009
15320
SH
SOLE
15320
0
0
ROWAN COMPANIES PLC A
COMMON STOCK USD.125
G7665A101
702
45053
SH
SOLE
45053
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
2590
26400
SH
SOLE
26400
0
0
RPX CORP
COMMON STOCK USD.0001
74972G103
414
34489
SH
SOLE
34489
0
0
RUDOLPH TECHNOLOGIES INC
COMMON STOCK USD.001
781270103
402
17961
SH
SOLE
17961
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
518
25814
SH
SOLE
25814
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
386
30663
SH
SOLE
30663
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
212
3435
SH
SOLE
3435
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
866
31015
SH
SOLE
31015
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X204
331
55503
SH
SOLE
49809
0
5694
SAGE THERAPEUTICS INC
COMMON STOCK USD.0001
78667J108
961
13528
SH
SOLE
13528
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
468
22883
SH
SOLE
22883
0
0
SANCHEZ ENERGY CORP
COMMON STOCK USD.01
79970Y105
420
44072
SH
SOLE
44072
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.0
800013104
796
7661
SH
SOLE
7661
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
2630
142223
SH
SOLE
89979
0
52244
SANMINA CORP
COMMON STOCK USD.01
801056102
725
17847
SH
SOLE
17847
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK USD.01
N7716A151
588
45649
SH
SOLE
45649
0
0
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
803607100
286
9653
SH
SOLE
9653
0
0
SASOL LTD SPONSORED ADR
ADR
803866300
5914
201154
SH
SOLE
201154
0
0
SCANSOURCE INC
COMMON STOCK
806037107
1392
35466
SH
SOLE
35466
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
20818
266552
SH
SOLE
266552
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
757
18551
SH
SOLE
18551
0
0
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
808541106
498
12016
SH
SOLE
12016
0
0
SCIENCE APPLICATIONS INTE
COMMON STOCK USD.0001
808625107
603
8100
SH
SOLE
8100
0
0
SCRIPPS NETWORKS INTER CL A
COMMON STOCK USD.01
811065101
2968
37877
SH
SOLE
37877
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
494
7861
SH
SOLE
7861
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
505
10013
SH
SOLE
10013
0
0
SELECT INCOME REIT
REIT USD.01
81618T100
2362
91569
SH
SOLE
91569
0
0
SEMGROUP CORP CLASS A
COMMON STOCK
81663A105
402
11162
SH
SOLE
11162
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
1559
14108
SH
SOLE
14108
0
0
SENIOR HOUSING PROP TRUST
REIT USD.01
81721M109
2396
118300
SH
SOLE
118300
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
498
6280
SH
SOLE
6280
0
0
SHENANDOAH TELECOMMUNICATION
COMMON STOCK
82312B106
408
14551
SH
SOLE
14551
0
0
SHIP FINANCE INTL LTD
COMMON STOCK USD.01
G81075106
618
42071
SH
SOLE
42071
0
0
SIERRA BANCORP
COMMON STOCK
82620P102
622
22677
SH
SOLE
22677
0
0
SILICOM LTD
COMMON STOCK ILS.01
M84116108
449
9049
SH
SOLE
9049
0
0
SILVER BAY REALTY TRUST CORP
REIT USD.01
82735Q102
2604
121300
SH
SOLE
121300
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
9179
53356
SH
SOLE
53356
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
2561
26138
SH
SOLE
26138
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
1228
11516
SH
SOLE
11516
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
5331
31604
SH
SOLE
31604
0
0
SONIC CORP
COMMON STOCK USD.01
835451105
1183
46640
SH
SOLE
46640
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
2123
42656
SH
SOLE
42656
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
2141
39819
SH
SOLE
39819
0
0
SP PLUS CORP
COMMON STOCK USD.001
78469C103
801
23743
SH
SOLE
23743
0
0
SPDR S P500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
488
2071
SH
SOLE
2071
0
0
SPECTRUM BRANDS HOLDINGS INC
COMMON STOCK USD.01
84763R101
3586
25800
SH
SOLE
25800
0
0
SPEEDWAY MOTORSPORTS INC
COMMON STOCK USD.01
847788106
535
28416
SH
SOLE
28416
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
848574109
9217
159133
SH
SOLE
159133
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.01
84860W102
1049
103571
SH
SOLE
103571
0
0
SPLUNK INC
COMMON STOCK USD.001
848637104
718
11525
SH
SOLE
11525
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
412
7041
SH
SOLE
7041
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
478
19104
SH
SOLE
19104
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
2049
17309
SH
SOLE
17309
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
1528
11500
SH
SOLE
11500
0
0
STAPLES INC
COMMON STOCK USD.0006
855030102
842
95963
SH
SOLE
95963
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
1525
26109
SH
SOLE
26109
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
6012
75516
SH
SOLE
75516
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
7150
205700
SH
SOLE
205700
0
0
STERIS PLC
COMMON STOCK
G84720104
3339
48065
SH
SOLE
48065
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
992
22443
SH
SOLE
22443
0
0
STONEGATE MORTGAGE CORP
COMMON STOCK USD.01
86181Q300
716
90000
SH
SOLE
90000
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
832
34824
SH
SOLE
34824
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
1088
8261
SH
SOLE
8261
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON STOCK USD.01
864909106
735
66853
SH
SOLE
66853
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
885
55402
SH
SOLE
55402
0
0
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
86800U104
303
11948
SH
SOLE
11948
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
1485
30000
SH
SOLE
30000
0
0
SYNGENTA AG ADR
ADR
87160A100
2558
28900
SH
SOLE
28900
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
2268
20264
SH
SOLE
20264
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
3332
46189
SH
SOLE
46189
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
899
21920
SH
SOLE
21920
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
3247
62529
SH
SOLE
62529
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
885
13700
SH
SOLE
13700
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
2160
31700
SH
SOLE
31700
0
0
TABLEAU SOFTWARE INC CL A
COMMON STOCK USD.0001
87336U105
366
7391
SH
SOLE
7391
0
0
TAILORED BRANDS INC
COMMON STOCK USD.01
87403A107
244
16347
SH
SOLE
16347
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
55759
1697908
SH
SOLE
1078527
0
619381
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
2223
37500
SH
SOLE
37500
0
0
TANGER FACTORY OUTLET CENTER
REIT USD.01
875465106
1283
39156
SH
SOLE
39156
0
0
TARENA INTERNATIONAL INC ADR
ADR USD.001
876108101
149
8000
SH
SOLE
8000
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
7569
137148
SH
SOLE
137148
0
0
TCF FINANCIAL CORP
COMMON STOCK USD.01
872275102
1068
62745
SH
SOLE
62745
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
13838
185620
SH
SOLE
185620
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
2657
28300
SH
SOLE
28300
0
0
TECHNIPFMC PLC
COMMON STOCK USD1.0
G87110105
1562
48072
SH
SOLE
48072
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
676
26390
SH
SOLE
26390
0
0
TELEFLEX INC
COMMON STOCK USD1.0
879369106
601
3100
SH
SOLE
3100
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
404
13000
SH
SOLE
13000
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
6923
265052
SH
SOLE
265052
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
945
33746
SH
SOLE
33746
0
0
TESORO CORP
COMMON STOCK USD.167
881609101
1796
22159
SH
SOLE
22159
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
468
11460
SH
SOLE
11460
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
21530
267250
SH
SOLE
267250
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
1705
11103
SH
SOLE
11103
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
758
7885
SH
SOLE
7885
0
0
TIME WARNER INC
COMMON STOCK USD.01
887317303
1459
14931
SH
SOLE
14931
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
12020
151995
SH
SOLE
151995
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
115
5000
SH
SOLE
5000
0
0
TOWNE BANK
COMMON STOCK USD1.667
89214P109
326
10049
SH
SOLE
10049
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
490
7111
SH
SOLE
7111
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
7325
33270
SH
SOLE
33270
0
0
TRAVELERS COS INC/THE
COMMON STOCK
89417E109
5604
46492
SH
SOLE
46492
0
0
TRC COS INC
COMMON STOCK USD.1
872625108
1911
109500
SH
SOLE
109500
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
1091
41100
SH
SOLE
41100
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
2417
36021
SH
SOLE
36021
0
0
TRIUMPH GROUP INC
COMMON STOCK USD.001
896818101
615
23875
SH
SOLE
23875
0
0
TRONOX LTD CL A
COMMON STOCK USD.01
Q9235V101
1015
55019
SH
SOLE
55019
0
0
TRUEBLUE INC
COMMON STOCK
89785X101
1082
39543
SH
SOLE
39543
0
0
TTM TECHNOLOGIES
COMMON STOCK USD.001
87305R109
1647
102111
SH
SOLE
102111
0
0
TWENTY FIRST CENTURY FOX A
COMMON STOCK USD.01
90130A101
8208
253420
SH
SOLE
253420
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
6245
101192
SH
SOLE
101192
0
0
UBIQUITI NETWORKS INC
COMMON STOCK USD.001
90347A100
437
8692
SH
SOLE
8692
0
0
UDR INC
REIT USD.01
902653104
2111
58211
SH
SOLE
58211
0
0
UGI CORP
COMMON STOCK
902681105
10769
218000
SH
SOLE
218000
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
1985
117646
SH
SOLE
117646
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
1208
68088
SH
SOLE
68088
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
21541
203375
SH
SOLE
203375
0
0
UNIT CORP
COMMON STOCK USD.2
909218109
566
23423
SH
SOLE
23423
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.0
90984P303
539
19479
SH
SOLE
19479
0
0
UNITED CONTINENTAL HOLDINGS
COMMON STOCK USD.01
910047109
1575
22302
SH
SOLE
22302
0
0
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
911163103
970
22443
SH
SOLE
22443
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
4703
37610
SH
SOLE
37610
0
0
UNITED TECHNOLOGIES CORP
COMMON STOCK USD1.0
913017109
14140
126011
SH
SOLE
126011
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
2545
18800
SH
SOLE
18800
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
23680
144381
SH
SOLE
144381
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
831
6679
SH
SOLE
6679
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
2229
47529
SH
SOLE
47529
0
0
URBAN EDGE PROPERTIES
REIT USD.01
91704F104
338
12852
SH
SOLE
12852
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
633
30778
SH
SOLE
30778
0
0
US BANCORP
COMMON STOCK USD.01
902973304
6902
134014
SH
SOLE
134014
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
20357
315368
SH
SOLE
315368
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
1458
7600
SH
SOLE
7600
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
7369
111169
SH
SOLE
111169
0
0
VALSPAR CORP/THE
COMMON STOCK USD.5
920355104
1835
16541
SH
SOLE
16541
0
0
VANGUARD FTSE DEVELOPED MARKET
VANGUARD FTSE DEVELOPED ETF
921943858
35365
899867
SH
SOLE
899867
0
0
VANGUARD FTSE EMERGING MARKETS
VANGUARD FTSE EMERGING MARKE
922042858
3729
93884
SH
SOLE
93884
0
0
VANGUARD SP 500 ETF
VANGUARD S+P 500 ETF
922908363
289647
1338788
SH
SOLE
1338788
0
0
VANGUARD VALUE ETF
VANGUARD VALUE ETF
922908744
84204
882921
SH
SOLE
882921
0
0
VAREX IMAGING CORP
COMMON STOCK
92214X106
73
2161
SH
SOLE
2161
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
492
5404
SH
SOLE
5404
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
342
10763
SH
SOLE
10763
0
0
VCA INC
COMMON STOCK USD.001
918194101
1318
14400
SH
SOLE
14400
0
0
VENTAS INC
REIT USD.25
92276F100
2422
37243
SH
SOLE
37243
0
0
VEREIT INC
REIT USD.01
92339V100
793
93425
SH
SOLE
93425
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
5870
67387
SH
SOLE
67387
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
13400
274862
SH
SOLE
274862
0
0
VERSO CORP A
COMMON STOCK
92531L207
5
909
SH
SOLE
0
0
909
VIRTUS INVESTMENT PARTNERS
COMMON STOCK USD.01
92828Q109
1309
12358
SH
SOLE
12358
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
29975
337292
SH
SOLE
337292
0
0
VMWARE INC CLASS A
COMMON STOCK USD.01
928563402
1010
10964
SH
SOLE
10964
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
2983
29742
SH
SOLE
29742
0
0
VWR CORP
COMMON STOCK USD.01
91843L103
2468
87507
SH
SOLE
87507
0
0
WABASH NATIONAL CORP
COMMON STOCK USD.01
929566107
756
36541
SH
SOLE
36541
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
11353
96685
SH
SOLE
96685
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
1217
15600
SH
SOLE
15600
0
0
WADDELL REED FINANCIAL A
COMMON STOCK USD.01
930059100
1518
89269
SH
SOLE
89269
0
0
WAL MART STORES INC
COMMON STOCK USD.1
931142103
9939
137887
SH
SOLE
137887
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
2760
33229
SH
SOLE
33229
0
0
WALKER DUNLOP INC
COMMON STOCK
93148P102
421
10091
SH
SOLE
10091
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
14372
126745
SH
SOLE
126745
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
6067
83202
SH
SOLE
83202
0
0
WEBMD HEALTH CORP
COMMON STOCK USD.01
94770V102
6385
121200
SH
SOLE
121200
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2167
35736
SH
SOLE
35736
0
0
WELBILT INC
COMMON STOCK USD.01
949090104
796
40563
SH
SOLE
40563
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
26859
482557
SH
SOLE
482557
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
2477
34970
SH
SOLE
34970
0
0
WESCO INTERNATIONAL INC
COMMON STOCK USD.01
95082P105
146
2100
SH
SOLE
2100
0
0
WEST CORP
COMMON STOCK USD.001
952355204
1439
58944
SH
SOLE
58944
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
2593
31413
SH
SOLE
31413
0
0
WESTERN REFINING INC
COMMON STOCK USD.01
959319104
1049
29909
SH
SOLE
29909
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
572
8654
SH
SOLE
8654
0
0
WESTROCK CO
COMMON STOCK
96145D105
13577
260948
SH
SOLE
260948
0
0
WHITEWAVE FOODS CO
COMMON STOCK USD.01
966244105
4813
85717
SH
SOLE
85717
0
0
WMIH CORP
COMMON STOCK USD.00001
92936P100
284
196172
SH
SOLE
196172
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
480
7065
SH
SOLE
7065
0
0
WORLD ACCEPTANCE CORP
COMMON STOCK
981419104
338
6529
SH
SOLE
6529
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
2942
81157
SH
SOLE
81157
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
1853
41104
SH
SOLE
41104
0
0
WP CAREY INC
REIT USD.001
92936U109
5071
81500
SH
SOLE
81500
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
794
11235
SH
SOLE
11235
0
0
WYNDHAM WORLDWIDE CORP
COMMON STOCK USD.01
98310W108
8420
99893
SH
SOLE
99893
0
0
XENCOR INC
COMMON STOCK USD.01
98401F105
998
41713
SH
SOLE
41713
0
0
XL GROUP LTD
COMMON STOCK
G98294104
3723
93392
SH
SOLE
93392
0
0
YPF S.A. SPONSORED ADR
ADR
984245100
5587
230097
SH
SOLE
120810
0
109287
ZELTIQ AESTHETICS INC
COMMON STOCK USD.001
98933Q108
2603
46800
SH
SOLE
46800
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
11156
91358
SH
SOLE
91358
0
0
ZIONS BANCORPORATION
COMMON STOCK
989701107
815
19400
SH
SOLE
19400
0
0