The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
3M CO | COMMON STOCK USD.01 | 88579Y101 | 11,529 | 65,832 | SH | SOLE | 65,832 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 369 | 16,865 | SH | SOLE | 16,865 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 6,211 | 100,324 | SH | SOLE | 100,324 | 0 | 0 | ||
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 995 | 9,105 | SH | SOLE | 9,105 | 0 | 0 | ||
ACCELERON PHARMA INC | COMMON STOCK USD.001 | 00434H108 | 590 | 17,350 | SH | SOLE | 17,350 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 4,246 | 37,481 | SH | SOLE | 37,481 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COMMON STOCK USD.001 | 00484M106 | 736 | 28,858 | SH | SOLE | 28,858 | 0 | 0 | ||
ADOBE SYSTEMS INC | COMMON STOCK USD.0001 | 00724F101 | 1,135 | 11,849 | SH | SOLE | 11,849 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 10,172 | 320,182 | SH | SOLE | 320,182 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 3,984 | 28,304 | SH | SOLE | 28,304 | 0 | 0 | ||
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 1,190 | 16,487 | SH | SOLE | 16,487 | 0 | 0 | ||
AGL RESOURCES INC | COMMON STOCK USD5.0 | 001204106 | 310 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
AGREE REALTY CORP | REIT USD.0001 | 008492100 | 684 | 14,181 | SH | SOLE | 14,181 | 0 | 0 | ||
ALAMO GROUP INC | COMMON STOCK USD.1 | 011311107 | 673 | 10,195 | SH | SOLE | 10,195 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COMMON STOCK | 011642105 | 696 | 27,150 | SH | SOLE | 27,150 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 4,266 | 73,186 | SH | SOLE | 73,186 | 0 | 0 | ||
ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 | 178 | 2,242 | SH | SOLE | 2,242 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 2,571 | 24,831 | SH | SOLE | 24,831 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COMMON STOCK USD.0001 | 016255101 | 228 | 2,827 | SH | SOLE | 2,827 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 19,656 | 85,058 | SH | SOLE | 85,058 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 4,681 | 165,818 | SH | SOLE | 165,818 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 7,671 | 10,904 | SH | SOLE | 10,904 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 45,676 | 65,996 | SH | SOLE | 65,996 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 11,977 | 173,687 | SH | SOLE | 173,687 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 809 | 33,838 | SH | SOLE | 33,348 | 0 | 490 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 37,317 | 52,147 | SH | SOLE | 52,147 | 0 | 0 | ||
AMBARELLA INC | COMMON STOCK USD.00045 | G037AX101 | 1,637 | 32,221 | SH | SOLE | 32,221 | 0 | 0 | ||
AMBEV SA ADR | ADR | 02319V103 | 1,086 | 183,816 | SH | SOLE | 183,816 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 2,120 | 35,082 | SH | SOLE | 35,082 | 0 | 0 | ||
AMDOCS LTD | COMMON STOCK GBP.0001 | G02602103 | 2,942 | 50,970 | SH | SOLE | 50,970 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 8,501 | 300,282 | SH | SOLE | 274,294 | 0 | 25,988 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 5,163 | 73,656 | SH | SOLE | 73,656 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 21,259 | 401,952 | SH | SOLE | 401,952 | 0 | 0 | ||
AMERICAN STATES WATER CO | COMMON STOCK | 029899101 | 1,972 | 45,002 | SH | SOLE | 45,002 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 16,671 | 146,743 | SH | SOLE | 146,743 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 2,047 | 22,785 | SH | SOLE | 22,785 | 0 | 0 | ||
AMERISAFE INC | COMMON STOCK USD.01 | 03071H100 | 847 | 13,833 | SH | SOLE | 13,833 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 4,582 | 57,762 | SH | SOLE | 57,762 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 12,957 | 85,157 | SH | SOLE | 85,157 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 1,942 | 48,597 | SH | SOLE | 48,597 | 0 | 0 | ||
AMSURG CORP | COMMON STOCK | 03232P405 | 2,137 | 27,558 | SH | SOLE | 27,558 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES | COMMON STOCK USD.01 | 032359309 | 3,381 | 138,007 | SH | SOLE | 138,007 | 0 | 0 | ||
ANGIODYNAMICS INC | COMMON STOCK USD.01 | 03475V101 | 762 | 53,032 | SH | SOLE | 53,032 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 623 | 34,482 | SH | SOLE | 34,482 | 0 | 0 | ||
ANI PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 00182C103 | 444 | 7,955 | SH | SOLE | 7,955 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 2,308 | 43,017 | SH | SOLE | 43,017 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 5,594 | 42,592 | SH | SOLE | 42,592 | 0 | 0 | ||
APOLLO COMMERCIAL REAL ESTAT | REIT USD.01 | 03762U105 | 1,370 | 85,250 | SH | SOLE | 85,250 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 53,566 | 560,312 | SH | SOLE | 560,312 | 0 | 0 | ||
APPLIED GENETIC TECHNOLOGIES | COMMON STOCK USD.001 | 03820J100 | 516 | 36,509 | SH | SOLE | 36,509 | 0 | 0 | ||
ARGAN INC | COMMON STOCK USD.15 | 04010E109 | 2,748 | 65,869 | SH | SOLE | 65,869 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 3,926 | 187,315 | SH | SOLE | 187,315 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1. | 042735100 | 9,889 | 159,759 | SH | SOLE | 159,759 | 0 | 0 | ||
ARTHUR J GALLAGHER + CO | COMMON STOCK USD1. | 363576109 | 3,465 | 72,800 | SH | SOLE | 72,800 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD | COMMON STOCK USD.001514456 | G05384105 | 4,517 | 97,389 | SH | SOLE | 97,389 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 10,469 | 260,162 | SH | SOLE | 260,162 | 0 | 0 | ||
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 2,396 | 94,431 | SH | SOLE | 94,431 | 0 | 0 | ||
ASTORIA FINANCIAL CORP | COMMON STOCK USD.01 | 046265104 | 287 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
ASTRONICS CORP | COMMON STOCK USD.01 | 046433108 | 908 | 27,291 | SH | SOLE | 27,291 | 0 | 0 | ||
AT+T INC | COMMON STOCK USD1. | 00206R102 | 19,778 | 457,718 | SH | SOLE | 457,718 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 880 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HOLDINGS | COMMON STOCK USD.01 | 049164205 | 361 | 8,708 | SH | SOLE | 8,708 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 8,464 | 10,662 | SH | SOLE | 10,662 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 13,197 | 73,158 | SH | SOLE | 73,158 | 0 | 0 | ||
AVG TECHNOLOGIES | COMMON STOCK EUR.01 | N07831105 | 1,061 | 55,857 | SH | SOLE | 55,857 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 806 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
AXIALL CORP | COMMON STOCK USD.01 | 05463D100 | 1,092 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
BANCO MACRO SA ADR | ADR | 05961W105 | 21,736 | 292,865 | SH | SOLE | 148,649 | 0 | 144,216 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 3,391 | 255,553 | SH | SOLE | 255,553 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1. | 075887109 | 7,685 | 45,313 | SH | SOLE | 45,313 | 0 | 0 | ||
BED BATH + BEYOND INC | COMMON STOCK USD.01 | 075896100 | 4,154 | 96,123 | SH | SOLE | 96,123 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 16,719 | 115,469 | SH | SOLE | 115,469 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 6,438 | 210,399 | SH | SOLE | 210,399 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 2,389 | 47,669 | SH | SOLE | 47,669 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 2,292 | 9,479 | SH | SOLE | 9,479 | 0 | 0 | ||
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 349 | 8,749 | SH | SOLE | 8,749 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5. | 097023105 | 6,833 | 52,617 | SH | SOLE | 52,617 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 1,322 | 10,025 | SH | SOLE | 10,025 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,914 | 42,042 | SH | SOLE | 42,042 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 3,311 | 50,789 | SH | SOLE | 50,789 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 9,551 | 210,755 | SH | SOLE | 210,755 | 0 | 0 | ||
BUNGE LTD | COMMON STOCK USD.01 | G16962105 | 1,891 | 31,978 | SH | SOLE | 31,978 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 1,634 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CA INC | COMMON STOCK USD.1 | 12673P105 | 1,251 | 38,092 | SH | SOLE | 38,092 | 0 | 0 | ||
CABOT CORP | COMMON STOCK USD1. | 127055101 | 1,765 | 38,656 | SH | SOLE | 38,656 | 0 | 0 | ||
CABOT MICROELECTRONICS CORP | COMMON STOCK USD.001 | 12709P103 | 318 | 7,513 | SH | SOLE | 7,513 | 0 | 0 | ||
CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 | 1,909 | 78,574 | SH | SOLE | 78,574 | 0 | 0 | ||
CAI INTERNATIONAL INC | COMMON STOCK USD.0001 | 12477X106 | 347 | 46,205 | SH | SOLE | 46,205 | 0 | 0 | ||
CAL MAINE FOODS INC | COMMON STOCK USD.01 | 128030202 | 541 | 12,205 | SH | SOLE | 12,205 | 0 | 0 | ||
CALATLANTIC GROUP INC | COMMON STOCK USD.01 | 128195104 | 724 | 19,716 | SH | SOLE | 19,716 | 0 | 0 | ||
CALERES INC | COMMON STOCK USD.01 | 129500104 | 1,100 | 45,445 | SH | SOLE | 45,445 | 0 | 0 | ||
CALPINE CORP | COMMON STOCK USD.001 | 131347304 | 2,042 | 138,448 | SH | SOLE | 138,448 | 0 | 0 | ||
CAMBREX CORP | COMMON STOCK USD.1 | 132011107 | 1,052 | 20,341 | SH | SOLE | 20,341 | 0 | 0 | ||
CAMPBELL SOUP CO | COMMON STOCK USD.0375 | 134429109 | 3,400 | 51,111 | SH | SOLE | 51,111 | 0 | 0 | ||
CANTEL MEDICAL CORP | COMMON STOCK USD.1 | 138098108 | 901 | 13,116 | SH | SOLE | 13,116 | 0 | 0 | ||
CAPITAL BANK FINANCIAL CL A | COMMON STOCK | 139794101 | 1,227 | 42,607 | SH | SOLE | 42,607 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 19,461 | 306,421 | SH | SOLE | 306,421 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 1,767 | 22,655 | SH | SOLE | 22,655 | 0 | 0 | ||
CARLISLE COS INC | COMMON STOCK USD1. | 142339100 | 4,565 | 43,200 | SH | SOLE | 43,200 | 0 | 0 | ||
CARMIKE CINEMAS INC | COMMON STOCK USD.03 | 143436400 | 322 | 10,698 | SH | SOLE | 10,698 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 1,732 | 39,185 | SH | SOLE | 39,185 | 0 | 0 | ||
CARRIZO OIL + GAS INC | COMMON STOCK USD.01 | 144577103 | 456 | 12,731 | SH | SOLE | 12,731 | 0 | 0 | ||
CASH AMERICA INTL INC | COMMON STOCK USD.1 | 14754D100 | 654 | 15,350 | SH | SOLE | 15,350 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK USD1. | 149123101 | 1,634 | 21,551 | SH | SOLE | 21,551 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 87 | 1,560 | SH | SOLE | 1,560 | 0 | 0 | ||
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 1,340 | 33,438 | SH | SOLE | 33,438 | 0 | 0 | ||
CELANESE CORP SERIES A | COMMON STOCK USD.0001 | 150870103 | 2,093 | 31,978 | SH | SOLE | 31,978 | 0 | 0 | ||
CELATOR PHARMACEUTICALS INC | COMMON STOCK USD.001 | 15089R102 | 504 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 16,077 | 163,008 | SH | SOLE | 163,008 | 0 | 0 | ||
CEMEX SAB SPONS ADR PART CER | ADR | 151290889 | 22,787 | 3,693,227 | SH | SOLE | 1,393,147 | 0 | 2,300,080 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 960 | 13,453 | SH | SOLE | 13,453 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 7,875 | 328,116 | SH | SOLE | 328,116 | 0 | 0 | ||
CENTRAL PACIFIC FINANCIAL CO | COMMON STOCK | 154760409 | 618 | 26,196 | SH | SOLE | 26,196 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 821 | 250,186 | SH | SOLE | 179,050 | 0 | 71,136 | ||
CENTURY ALUMINUM COMPANY | COMMON STOCK USD.01 | 156431108 | 912 | 144,032 | SH | SOLE | 144,032 | 0 | 0 | ||
CHATHAM LODGING TRUST | REIT USD.01 | 16208T102 | 916 | 41,662 | SH | SOLE | 41,662 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 1,312 | 56,416 | SH | SOLE | 56,416 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 16,077 | 153,364 | SH | SOLE | 153,364 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 14,861 | 113,695 | SH | SOLE | 113,695 | 0 | 0 | ||
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 554 | 29,538 | SH | SOLE | 29,538 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK USD.25 | 125509109 | 3,792 | 29,624 | SH | SOLE | 29,624 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP | COMMON STOCK USD2. | 172062101 | 1,690 | 22,573 | SH | SOLE | 22,573 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 5,700 | 58,084 | SH | SOLE | 58,084 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 4,076 | 105,087 | SH | SOLE | 105,087 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 32,196 | 1,122,212 | SH | SOLE | 1,122,212 | 0 | 0 | ||
CIT GROUP INC | COMMON STOCK USD.01 | 125581801 | 5,752 | 180,244 | SH | SOLE | 180,244 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 30,713 | 724,539 | SH | SOLE | 724,539 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 11,386 | 142,169 | SH | SOLE | 142,169 | 0 | 0 | ||
CLOROX COMPANY | COMMON STOCK USD1. | 189054109 | 983 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 20,275 | 447,277 | SH | SOLE | 447,277 | 0 | 0 | ||
COLFAX CORP | COMMON STOCK USD.001 | 194014106 | 1,419 | 53,610 | SH | SOLE | 53,610 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1. | 194162103 | 14,592 | 199,338 | SH | SOLE | 199,338 | 0 | 0 | ||
COLUMBIA PIPELINE GROUP | COMMON STOCK USD.01 | 198280109 | 512 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 36,511 | 560,063 | SH | SOLE | 560,063 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 2,252 | 69,147 | SH | SOLE | 69,147 | 0 | 0 | ||
COMMERCIAL METALS CO | COMMON STOCK USD.01 | 201723103 | 1,389 | 82,181 | SH | SOLE | 82,181 | 0 | 0 | ||
COMMUNITY HEALTH SYSTEMS INC | COMMON STOCK USD.01 | 203668108 | 489 | 40,554 | SH | SOLE | 40,554 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 822 | 19,034 | SH | SOLE | 19,034 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 3,079 | 18,613 | SH | SOLE | 18,613 | 0 | 0 | ||
CONTROL4 CORP | COMMON STOCK USD.0001 | 21240D107 | 313 | 38,333 | SH | SOLE | 38,333 | 0 | 0 | ||
COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 21676P103 | 842 | 10,659 | SH | SOLE | 10,659 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TRU | REIT USD.001 | 21870U502 | 1,148 | 39,782 | SH | SOLE | 39,782 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 3,696 | 180,454 | SH | SOLE | 180,454 | 0 | 0 | ||
CORRECTIONS CORP OF AMERICA | REIT USD.01 | 22025Y407 | 632 | 18,058 | SH | SOLE | 18,058 | 0 | 0 | ||
CR BARD INC | COMMON STOCK USD.25 | 067383109 | 4,286 | 18,227 | SH | SOLE | 18,227 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 1,636 | 9,540 | SH | SOLE | 9,540 | 0 | 0 | ||
CRANE CO | COMMON STOCK USD1. | 224399105 | 3,921 | 69,130 | SH | SOLE | 69,130 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5. | 228368106 | 6,707 | 132,358 | SH | SOLE | 132,358 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 1,532 | 13,629 | SH | SOLE | 13,629 | 0 | 0 | ||
CVENT INC | COMMON STOCK USD.001 | 23247G109 | 611 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 15,035 | 157,042 | SH | SOLE | 157,042 | 0 | 0 | ||
DANA HOLDING CORP | COMMON STOCK USD.01 | 235825205 | 359 | 33,974 | SH | SOLE | 33,974 | 0 | 0 | ||
DEAN FOODS CO | COMMON STOCK USD.01 | 242370203 | 2,627 | 145,222 | SH | SOLE | 145,222 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COMMON STOCK USD.01 | G27823106 | 2,668 | 42,616 | SH | SOLE | 42,616 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 21,263 | 583,666 | SH | SOLE | 583,666 | 0 | 0 | ||
DELUXE CORP | COMMON STOCK USD1. | 248019101 | 2,825 | 42,571 | SH | SOLE | 42,571 | 0 | 0 | ||
DEMANDWARE INC | COMMON STOCK USD.01 | 24802Y105 | 502 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
DEPOMED INC | COMMON STOCK | 249908104 | 384 | 19,572 | SH | SOLE | 19,572 | 0 | 0 | ||
DEVRY EDUCATION GROUP INC | COMMON STOCK USD.01 | 251893103 | 1,349 | 75,620 | SH | SOLE | 75,620 | 0 | 0 | ||
DIAMOND RESORTS INTERNATIONA | COMMON STOCK USD.01 | 25272T104 | 500 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
DIGITALGLOBE INC | COMMON STOCK USD.001 | 25389M877 | 1,499 | 70,088 | SH | SOLE | 70,088 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 5,747 | 107,244 | SH | SOLE | 107,244 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS A | COMMON STOCK USD.01 | 25470F104 | 1,665 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 10,804 | 114,934 | SH | SOLE | 114,934 | 0 | 0 | ||
DOMINION RESOURCES INC/VA | COMMON STOCK | 25746U109 | 4,577 | 58,727 | SH | SOLE | 58,727 | 0 | 0 | ||
DOW CHEMICAL CO W/D | COMMON STOCK USD2.5 | 260543103 | 10,583 | 212,890 | SH | SOLE | 212,890 | 0 | 0 | ||
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 1,797 | 57,073 | SH | SOLE | 57,073 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COMMON STOCK USD.01 | 26138E109 | 8,845 | 91,536 | SH | SOLE | 91,536 | 0 | 0 | ||
DREAMWORKS ANIMATION SKG A | COMMON STOCK USD.01 | 26153C103 | 715 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 4,308 | 73,721 | SH | SOLE | 73,721 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,220 | 12,304 | SH | SOLE | 12,304 | 0 | 0 | ||
DU PONT (E.I.) DE NEMOURS | COMMON STOCK USD.3 | 263534109 | 646,012 | 9,969,322 | SH | SOLE | 9,969,322 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 4,222 | 49,215 | SH | SOLE | 49,215 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 1,440 | 33,013 | SH | SOLE | 33,013 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY | REIT USD.001 | 26613Q106 | 547 | 11,503 | SH | SOLE | 11,503 | 0 | 0 | ||
DYCOM INDUSTRIES INC | COMMON STOCK USD.333 | 267475101 | 65 | 720 | SH | SOLE | 720 | 0 | 0 | ||
DYNEGY INC | COMMON STOCK USD.01 | 26817R108 | 3,999 | 231,952 | SH | SOLE | 231,952 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,377 | 58,624 | SH | SOLE | 58,624 | 0 | 0 | ||
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 4,044 | 118,320 | SH | SOLE | 118,320 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 5,030 | 74,086 | SH | SOLE | 74,086 | 0 | 0 | ||
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 125 | 277461133 | 11 | 2,771 | SH | SOLE | 923 | 0 | 1,848 | ||
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 135 | 277461141 | 10 | 2,771 | SH | SOLE | 923 | 0 | 1,848 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 129 | 8,026 | SH | SOLE | 2,709 | 0 | 5,317 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 1,628 | 27,259 | SH | SOLE | 27,259 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 4,925 | 210,400 | SH | SOLE | 210,400 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 1,894 | 24,387 | SH | SOLE | 24,387 | 0 | 0 | ||
EL PASO ELECTRIC CO | COMMON STOCK | 283677854 | 614 | 12,993 | SH | SOLE | 12,993 | 0 | 0 | ||
ELDORADO RESORTS INC | COMMON STOCK | 28470R102 | 977 | 64,281 | SH | SOLE | 64,281 | 0 | 0 | ||
ELECTRO RENT CORP | COMMON STOCK | 285218103 | 72 | 4,658 | SH | SOLE | 4,658 | 0 | 0 | ||
ELIZABETH ARDEN INC | COMMON STOCK USD.01 | 28660G106 | 495 | 35,968 | SH | SOLE | 35,968 | 0 | 0 | ||
EMC CORP/MA | COMMON STOCK USD.01 | 268648102 | 492 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
EMC INS GROUP INC | COMMON STOCK USD1. | 268664109 | 726 | 26,204 | SH | SOLE | 26,204 | 0 | 0 | ||
EMPIRE DISTRICT ELECTRIC CO | COMMON STOCK USD1. | 291641108 | 313 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
ENDURANCE SPECIALTY HOLDINGS | COMMON STOCK USD1.0 | G30397106 | 5,691 | 84,743 | SH | SOLE | 84,743 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 70 | 1,365 | SH | SOLE | 1,365 | 0 | 0 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 1,153 | 19,383 | SH | SOLE | 19,383 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 7,836 | 96,321 | SH | SOLE | 96,321 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 4,373 | 54,205 | SH | SOLE | 54,205 | 0 | 0 | ||
EQT CORP | COMMON STOCK | 26884L109 | 1,947 | 25,151 | SH | SOLE | 25,151 | 0 | 0 | ||
EQUIFAX INC | COMMON STOCK USD1.25 | 294429105 | 784 | 6,106 | SH | SOLE | 6,106 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 1,130 | 16,405 | SH | SOLE | 16,405 | 0 | 0 | ||
ESSENDANT INC | COMMON STOCK USD.1 | 296689102 | 563 | 18,433 | SH | SOLE | 18,433 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 4,287 | 196,549 | SH | SOLE | 196,549 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 3,290 | 14,425 | SH | SOLE | 14,425 | 0 | 0 | ||
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 6,033 | 66,285 | SH | SOLE | 66,285 | 0 | 0 | ||
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 897 | 12,966 | SH | SOLE | 12,966 | 0 | 0 | ||
EVERCORE PARTNERS INC CL A | COMMON STOCK USD.01 | 29977A105 | 1,073 | 24,292 | SH | SOLE | 24,292 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 1,629 | 8,917 | SH | SOLE | 8,917 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 2,915 | 48,669 | SH | SOLE | 48,669 | 0 | 0 | ||
EXAMWORKS GROUP INC | COMMON STOCK | 30066A105 | 599 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 12,569 | 345,677 | SH | SOLE | 345,677 | 0 | 0 | ||
EXPRESS INC | COMMON STOCK | 30219E103 | 507 | 34,920 | SH | SOLE | 34,920 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK USD.01 | 30219G108 | 11,602 | 153,062 | SH | SOLE | 153,062 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 3,203 | 34,612 | SH | SOLE | 34,612 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 53,909 | 575,089 | SH | SOLE | 575,089 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 11,819 | 14,250,000 | SH | SOLE | 10,795,000 | 0 | 3,455,000 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 2,254 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
FACEBOOK INC A | COMMON STOCK USD.000006 | 30303M102 | 28,264 | 247,325 | SH | SOLE | 247,325 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 1,651 | 10,228 | SH | SOLE | 10,228 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 996 | 6,014 | SH | SOLE | 6,014 | 0 | 0 | ||
FEDERAL SIGNAL CORP | COMMON STOCK USD1. | 313855108 | 874 | 67,890 | SH | SOLE | 67,890 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 769 | 26,711 | SH | SOLE | 26,711 | 0 | 0 | ||
FEDERATED NATIONAL HOLDING C | COMMON STOCK USD.01 | 31422T101 | 405 | 21,287 | SH | SOLE | 21,287 | 0 | 0 | ||
FEDEX CORP | COMMON STOCK USD.1 | 31428X106 | 7,733 | 50,946 | SH | SOLE | 50,946 | 0 | 0 | ||
FEI COMPANY | COMMON STOCK | 30241L109 | 1,112 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 2,360 | 134,165 | SH | SOLE | 134,165 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 2,767 | 68,801 | SH | SOLE | 68,801 | 0 | 0 | ||
FIRST MIDWEST BANCORP INC/IL | COMMON STOCK USD.01 | 320867104 | 1,233 | 70,194 | SH | SOLE | 70,194 | 0 | 0 | ||
FIRST NBC BANK HOLDING CO | COMMON STOCK | 32115D106 | 631 | 37,564 | SH | SOLE | 37,564 | 0 | 0 | ||
FIRST NIAGARA FINANCIAL GRP | COMMON STOCK USD.01 | 33582V108 | 22 | 2,270 | SH | SOLE | 2,270 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 4,314 | 123,587 | SH | SOLE | 123,587 | 0 | 0 | ||
FIRSTMERIT CORP | COMMON STOCK | 337915102 | 328 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 1,582 | 14,554 | SH | SOLE | 14,554 | 0 | 0 | ||
FLEETMATICS GROUP PLC | COMMON STOCK EUR.015 | G35569105 | 1,548 | 35,736 | SH | SOLE | 35,736 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | COMMON STOCK USD.001 | 33938J106 | 292 | 19,491 | SH | SOLE | 19,491 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COMMON STOCK USD.01 | 30249U101 | 1,734 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
FNFV GROUP | TRACKING STK USD.0001 | 31620R402 | 949 | 82,766 | SH | SOLE | 82,766 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 7,588 | 138,320 | SH | SOLE | 138,320 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 11,453 | 911,171 | SH | SOLE | 911,171 | 0 | 0 | ||
FORTUNE BRANDS HOME + SECURI | COMMON STOCK USD.01 | 34964C106 | 98 | 1,693 | SH | SOLE | 1,693 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 4,341 | 130,100 | SH | SOLE | 130,100 | 0 | 0 | ||
FXCM INC | SR UNSECURED 06/18 2.25 | 302693AB2 | 4,262 | 12,200,000 | SH | SOLE | 8,215,000 | 0 | 3,985,000 | ||
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 1,160 | 54,683 | SH | SOLE | 54,683 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 2,116 | 21,727 | SH | SOLE | 21,727 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1. | 369550108 | 12,645 | 90,816 | SH | SOLE | 90,816 | 0 | 0 | ||
GENERAL ELECTRIC CO W/D | COMMON STOCK USD.06 | 369604103 | 13,147 | 417,638 | SH | SOLE | 417,638 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 10,872 | 384,176 | SH | SOLE | 384,176 | 0 | 0 | ||
GENERAL MOTORS CO WTS | CALL EXP 10JUL19 | 37045V126 | 1,855 | 177,681 | SH | SOLE | 177,681 | 0 | 0 | ||
GIGAMON INC | COMMON STOCK USD.0001 | 37518B102 | 458 | 12,241 | SH | SOLE | 12,241 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 27,568 | 330,476 | SH | SOLE | 330,476 | 0 | 0 | ||
GODADDY INC CLASS A | COMMON STOCK USD.001 | 380237107 | 1,126 | 36,100 | SH | SOLE | 36,100 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 8,789 | 59,151 | SH | SOLE | 59,151 | 0 | 0 | ||
GOODYEAR TIRE + RUBBER CO | COMMON STOCK | 382550101 | 3,610 | 140,688 | SH | SOLE | 140,688 | 0 | 0 | ||
GOVERNMENT PROPERTIES INCOME | REIT USD.01 | 38376A103 | 3,052 | 132,334 | SH | SOLE | 132,334 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 1,085 | 100,040 | SH | SOLE | 100,040 | 0 | 0 | ||
GREAT SOUTHERN BANCORP INC | COMMON STOCK USD.01 | 390905107 | 1,558 | 42,148 | SH | SOLE | 42,148 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 800 | 25,365 | SH | SOLE | 25,365 | 0 | 0 | ||
GREENBRIER COMPANIES INC | COMMON STOCK | 393657101 | 1,945 | 66,766 | SH | SOLE | 66,766 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COMMON STOCK USD.01 | 398905109 | 655 | 13,278 | SH | SOLE | 13,278 | 0 | 0 | ||
GULFPORT ENERGY CORP | COMMON STOCK USD.01 | 402635304 | 46 | 1,462 | SH | SOLE | 1,462 | 0 | 0 | ||
H+E EQUIPMENT SERVICES INC | COMMON STOCK USD.01 | 404030108 | 511 | 26,854 | SH | SOLE | 26,854 | 0 | 0 | ||
HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 | 533 | 38,441 | SH | SOLE | 38,441 | 0 | 0 | ||
HALLMARK FINL SERVICES INC | COMMON STOCK USD.18 | 40624Q203 | 210 | 18,118 | SH | SOLE | 18,118 | 0 | 0 | ||
HALYARD HEALTH INC | COMMON STOCK USD.01 | 40650V100 | 425 | 13,063 | SH | SOLE | 13,063 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 1,703 | 20,128 | SH | SOLE | 20,128 | 0 | 0 | ||
HATTERAS FINANCIAL CORP | REIT USD.001 | 41902R103 | 418 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
HCA HOLDINGS INC | COMMON STOCK USD.01 | 40412C101 | 18,438 | 239,421 | SH | SOLE | 239,421 | 0 | 0 | ||
HEALTHCARE REALTY TRUST INC | REIT USD.01 | 421946104 | 895 | 25,589 | SH | SOLE | 25,589 | 0 | 0 | ||
HEARTWARE INTERNATIONAL INC | COMMON STOCK USD.001 | 422368100 | 502 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
HECLA MINING CO | COMMON STOCK USD.25 | 422704106 | 578 | 113,382 | SH | SOLE | 113,382 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 598 | 8,955 | SH | SOLE | 8,955 | 0 | 0 | ||
HELMERICH + PAYNE | COMMON STOCK USD.1 | 423452101 | 3,660 | 54,518 | SH | SOLE | 54,518 | 0 | 0 | ||
HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 42727J102 | 1,326 | 110,769 | SH | SOLE | 110,769 | 0 | 0 | ||
HERSHEY CO/THE | COMMON STOCK USD1. | 427866108 | 935 | 8,235 | SH | SOLE | 8,235 | 0 | 0 | ||
HESS CORP | COMMON STOCK USD1. | 42809H107 | 20,073 | 333,998 | SH | SOLE | 333,998 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRIS | COMMON STOCK USD.01 | 42824C109 | 11,673 | 638,925 | SH | SOLE | 638,925 | 0 | 0 | ||
HIBBETT SPORTS INC | COMMON STOCK USD.01 | 428567101 | 1,005 | 28,876 | SH | SOLE | 28,876 | 0 | 0 | ||
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 2,180 | 43,212 | SH | SOLE | 43,212 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 1,047 | 59,452 | SH | SOLE | 59,452 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 5,697 | 164,666 | SH | SOLE | 164,666 | 0 | 0 | ||
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 962 | 48,600 | SH | SOLE | 48,600 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 17,025 | 133,333 | SH | SOLE | 133,333 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1. | 438516106 | 21,616 | 185,828 | SH | SOLE | 185,828 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 6,260 | 217,354 | SH | SOLE | 217,354 | 0 | 0 | ||
HOWARD HUGHES CORP/THE | COMMON STOCK | 44267D107 | 2,172 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
HSN INC | COMMON STOCK USD.01 | 404303109 | 3,955 | 80,837 | SH | SOLE | 80,837 | 0 | 0 | ||
HUB GROUP INC CL A | COMMON STOCK USD.01 | 443320106 | 387 | 10,083 | SH | SOLE | 10,083 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 3,008 | 336,478 | SH | SOLE | 336,478 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 10,159 | 60,460 | SH | SOLE | 60,460 | 0 | 0 | ||
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 870 | 64,709 | SH | SOLE | 64,709 | 0 | 0 | ||
IAC/INTERACTIVECORP | COMMON STOCK USD.001 | 44919P508 | 757 | 13,453 | SH | SOLE | 13,453 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 12,266 | 1,708,329 | SH | SOLE | 60,377 | 0 | 1,647,952 | ||
ICU MEDICAL INC | COMMON STOCK USD.1 | 44930G107 | 1,052 | 9,334 | SH | SOLE | 9,334 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 2,706 | 25,981 | SH | SOLE | 25,981 | 0 | 0 | ||
INC RESEARCH HOLDINGS INC A | COMMON STOCK USD.01 | 45329R109 | 1,394 | 36,570 | SH | SOLE | 36,570 | 0 | 0 | ||
INCONTACT INC | COMMON STOCK USD.0001 | 45336E109 | 500 | 36,100 | SH | SOLE | 36,100 | 0 | 0 | ||
INDEPENDENT BANK GROUP INC | COMMON STOCK USD.01 | 45384B106 | 1,206 | 28,114 | SH | SOLE | 28,114 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1. | G47791101 | 15,879 | 249,363 | SH | SOLE | 249,363 | 0 | 0 | ||
INGRAM MICRO INC CL A | COMMON STOCK USD.01 | 457153104 | 5,608 | 161,249 | SH | SOLE | 161,249 | 0 | 0 | ||
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 11,095 | 85,734 | SH | SOLE | 85,734 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | COMMON STOCK USD.01 | 45765U103 | 869 | 33,439 | SH | SOLE | 33,439 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC | COMMON STOCK USD.001 | 458118106 | 1,606 | 79,758 | SH | SOLE | 79,758 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 11,773 | 358,947 | SH | SOLE | 358,947 | 0 | 0 | ||
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 544 | 9,771 | SH | SOLE | 9,771 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | COMMON STOCK USD.1 | G4863A108 | 2,921 | 155,880 | SH | SOLE | 155,880 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 2,632 | 62,102 | SH | SOLE | 62,102 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 8,033 | 52,922 | SH | SOLE | 52,922 | 0 | 0 | ||
INTL FLAVORS + FRAGRANCES | COMMON STOCK USD.125 | 459506101 | 553 | 4,387 | SH | SOLE | 4,387 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 2,809 | 25,168 | SH | SOLE | 25,168 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 894 | 80,707 | SH | SOLE | 80,707 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK | 462044207 | 189 | 30,400 | SH | SOLE | 14,150 | 0 | 16,250 | ||
ISHARES HIGH DIVIDEND ETF | ISHARES CORE HIGH DIVIDEND E | 46429B663 | 140,291 | 1,707,742 | SH | SOLE | 1,707,742 | 0 | 0 | ||
ISHARES MSCI AUSTRALIA ETF | ISHARES MSCI AUSTRALIA ETF | 464286103 | 19,293 | 991,911 | SH | SOLE | 991,911 | 0 | 0 | ||
ISHARES MSCI CANADA ETF | ISHARES MSCI CANADA ETF | 464286509 | 12,016 | 490,248 | SH | SOLE | 490,248 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 23,181 | 674,645 | SH | SOLE | 506,177 | 0 | 168,468 | ||
ISHARES MSCI HONG KONG ETF | ISHARES MSCI HONG KONG ETF | 464286871 | 13,887 | 709,243 | SH | SOLE | 709,243 | 0 | 0 | ||
ISHARES MSCI INDIA ETF | ISHARES MSCI INDIA ETF | 46429B598 | 1,922 | 68,837 | SH | SOLE | 0 | 0 | 68,837 | ||
ISHARES MSCI JAPAN ETF | ISHARES MSCI JAPAN ETF | 464286848 | 7,646 | 664,904 | SH | SOLE | 664,904 | 0 | 0 | ||
ISHARES RUSSELL 2000 ETF | ISHARES RUSSELL 2000 ETF | 464287655 | 9,234 | 80,314 | SH | SOLE | 80,314 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 1,194 | 18,904 | SH | SOLE | 18,904 | 0 | 0 | ||
JACK HENRY + ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 3,423 | 39,221 | SH | SOLE | 39,221 | 0 | 0 | ||
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 1,501 | 17,470 | SH | SOLE | 17,470 | 0 | 0 | ||
JANUS CAPITAL GROUP INC | COMMON STOCK USD.01 | 47102X105 | 1,688 | 121,271 | SH | SOLE | 121,271 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | G50871105 | 1,060 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
JOHN B. SANFILIPPO + SON INC | COMMON STOCK USD.01 | 800422107 | 1,504 | 35,276 | SH | SOLE | 35,276 | 0 | 0 | ||
JOHNSON + JOHNSON | COMMON STOCK USD1. | 478160104 | 25,356 | 209,038 | SH | SOLE | 209,038 | 0 | 0 | ||
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 3,264 | 33,492 | SH | SOLE | 33,492 | 0 | 0 | ||
JPMORGAN CHASE + CO | COMMON STOCK USD1.0 | 46625H100 | 39,088 | 629,024 | SH | SOLE | 629,024 | 0 | 0 | ||
KADANT INC | COMMON STOCK USD.01 | 48282T104 | 746 | 14,490 | SH | SOLE | 14,490 | 0 | 0 | ||
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 450 | 26,626 | SH | SOLE | 26,626 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 3,218 | 23,408 | SH | SOLE | 23,408 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 2,154 | 68,628 | SH | SOLE | 68,628 | 0 | 0 | ||
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 2,568 | 35,058 | SH | SOLE | 35,058 | 0 | 0 | ||
KNOLL INC | COMMON STOCK USD.01 | 498904200 | 1,057 | 43,538 | SH | SOLE | 43,538 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 1,659 | 43,746 | SH | SOLE | 43,746 | 0 | 0 | ||
KORN/FERRY INTERNATIONAL | COMMON STOCK USD.01 | 500643200 | 875 | 42,250 | SH | SOLE | 42,250 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1. | 501044101 | 5,499 | 149,467 | SH | SOLE | 149,467 | 0 | 0 | ||
L 3 COMMUNICATIONS HOLDINGS | COMMON STOCK USD.01 | 502424104 | 5,147 | 35,088 | SH | SOLE | 35,088 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1. | 505336107 | 965 | 34,672 | SH | SOLE | 34,672 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 25,601 | 304,552 | SH | SOLE | 304,552 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 2,637 | 38,405 | SH | SOLE | 38,405 | 0 | 0 | ||
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 1,958 | 82,305 | SH | SOLE | 82,305 | 0 | 0 | ||
LASALLE HOTEL PROPERTIES | REIT USD.01 | 517942108 | 1,721 | 72,966 | SH | SOLE | 72,966 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 3,877 | 38,100 | SH | SOLE | 38,100 | 0 | 0 | ||
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 858 | 18,620 | SH | SOLE | 18,620 | 0 | 0 | ||
LEUCADIA NATIONAL CORP | COMMON STOCK USD1. | 527288104 | 253 | 14,626 | SH | SOLE | 14,626 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK USD.01 | 52729N308 | 10,371 | 201,422 | SH | SOLE | 201,422 | 0 | 0 | ||
LEXMARK INTERNATIONAL INC A | COMMON STOCK USD.01 | 529771107 | 396 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP Q A | TRACKING STK USD.01 | 53071M104 | 5,842 | 230,258 | SH | SOLE | 230,258 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 2,051 | 51,635 | SH | SOLE | 51,635 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 1,095 | 9,180 | SH | SOLE | 9,180 | 0 | 0 | ||
LINKEDIN CORP A | COMMON STOCK USD.0001 | 53578A108 | 1,079 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 | 1,532 | 30,495 | SH | SOLE | 30,495 | 0 | 0 | ||
LKQ CORP | COMMON STOCK USD.01 | 501889208 | 286 | 9,029 | SH | SOLE | 9,029 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 9,236 | 116,657 | SH | SOLE | 116,657 | 0 | 0 | ||
LTC PROPERTIES INC | REIT USD.01 | 502175102 | 1,442 | 27,873 | SH | SOLE | 27,873 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 9,584 | 128,788 | SH | SOLE | 128,788 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 1,044 | 55,464 | SH | SOLE | 55,464 | 0 | 0 | ||
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 1,103 | 32,809 | SH | SOLE | 32,809 | 0 | 0 | ||
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 5,889 | 96,896 | SH | SOLE | 96,896 | 0 | 0 | ||
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 1,989 | 31,020 | SH | SOLE | 31,020 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 955 | 25,169 | SH | SOLE | 25,169 | 0 | 0 | ||
MARCUS CORPORATION | COMMON STOCK USD1. | 566330106 | 897 | 42,496 | SH | SOLE | 42,496 | 0 | 0 | ||
MARKEL CORP | COMMON STOCK | 570535104 | 2,382 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 57060D108 | 5,500 | 37,825 | SH | SOLE | 37,825 | 0 | 0 | ||
MARKETO INC | COMMON STOCK USD.0001 | 57063L107 | 505 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
MARKIT LTD | COMMON STOCK USD.01 | G58249106 | 97 | 2,970 | SH | SOLE | 2,970 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 2,315 | 33,805 | SH | SOLE | 33,805 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1. | 574599106 | 4,053 | 130,981 | SH | SOLE | 130,981 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 1,221 | 23,254 | SH | SOLE | 23,254 | 0 | 0 | ||
MASTERCARD INC CLASS A | COMMON STOCK USD.0001 | 57636Q104 | 1,846 | 20,962 | SH | SOLE | 20,962 | 0 | 0 | ||
MATRIX SERVICE CO | COMMON STOCK USD.01 | 576853105 | 770 | 46,686 | SH | SOLE | 46,686 | 0 | 0 | ||
MATSON INC | COMMON STOCK | 57686G105 | 639 | 19,795 | SH | SOLE | 19,795 | 0 | 0 | ||
MB FINANCIAL INC | COMMON STOCK USD.01 | 55264U108 | 1,540 | 42,453 | SH | SOLE | 42,453 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 17,952 | 149,181 | SH | SOLE | 149,181 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COMMON STOCK USD.01 | 582839106 | 12,529 | 138,066 | SH | SOLE | 138,066 | 0 | 0 | ||
MEDIVATION INC | COMMON STOCK USD.01 | 58501N101 | 2,297 | 38,092 | SH | SOLE | 38,092 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 2,613 | 36,070 | SH | SOLE | 36,070 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 23,149 | 266,781 | SH | SOLE | 266,781 | 0 | 0 | ||
MEMORIAL RESOURCE DEVELOPMEN | COMMON STOCK USD.01 | 58605Q109 | 858 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
MENTOR GRAPHICS CORP | COMMON STOCK | 587200106 | 3,323 | 156,292 | SH | SOLE | 156,292 | 0 | 0 | ||
MERCK + CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 31,170 | 541,048 | SH | SOLE | 541,048 | 0 | 0 | ||
MERIDIAN BANCORP INC | COMMON STOCK | 58958U103 | 708 | 47,924 | SH | SOLE | 47,924 | 0 | 0 | ||
MERITAGE HOMES CORP | COMMON STOCK USD.01 | 59001A102 | 1,482 | 39,470 | SH | SOLE | 39,470 | 0 | 0 | ||
MERITOR INC | COMMON STOCK USD1. | 59001K100 | 122 | 16,902 | SH | SOLE | 16,902 | 0 | 0 | ||
METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 591520200 | 1,231 | 35,962 | SH | SOLE | 35,962 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 14,763 | 370,659 | SH | SOLE | 370,659 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 343 | 941 | SH | SOLE | 941 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COMMON STOCK | G60754101 | 8,062 | 162,927 | SH | SOLE | 162,927 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 45,268 | 884,662 | SH | SOLE | 884,662 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 1,641 | 15,425 | SH | SOLE | 15,425 | 0 | 0 | ||
MIMEDX GROUP INC | COMMON STOCK USD.001 | 602496101 | 1,745 | 218,712 | SH | SOLE | 218,712 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 5,737 | 101,002 | SH | SOLE | 101,002 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 1,925 | 44,703 | SH | SOLE | 44,703 | 0 | 0 | ||
MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 608190104 | 2,467 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 629 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
MONARCH CASINO + RESORT INC | COMMON STOCK USD.01 | 609027107 | 973 | 44,291 | SH | SOLE | 44,291 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 17,274 | 379,569 | SH | SOLE | 379,569 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 320 | 13,010 | SH | SOLE | 13,010 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 2,557 | 98,430 | SH | SOLE | 98,430 | 0 | 0 | ||
MORNINGSTAR INC | COMMON STOCK | 617700109 | 1,039 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 4,655 | 177,816 | SH | SOLE | 177,816 | 0 | 0 | ||
MOVADO GROUP INC | COMMON STOCK USD.01 | 624580106 | 386 | 17,802 | SH | SOLE | 17,802 | 0 | 0 | ||
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 1,080 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK USD1. | 626717102 | 10,851 | 341,751 | SH | SOLE | 341,751 | 0 | 0 | ||
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 307 | 10,021 | SH | SOLE | 10,021 | 0 | 0 | ||
NANOMETRICS INC | COMMON STOCK | 630077105 | 898 | 43,210 | SH | SOLE | 43,210 | 0 | 0 | ||
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 10,384 | 160,570 | SH | SOLE | 160,570 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COMMON STOCK USD1. | 636180101 | 1,022 | 17,965 | SH | SOLE | 17,965 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COMMON STOCK USD.01 | 637071101 | 1,079 | 32,058 | SH | SOLE | 32,058 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 6,645 | 128,478 | SH | SOLE | 128,478 | 0 | 0 | ||
NAUTILUS INC | COMMON STOCK | 63910B102 | 1,505 | 84,358 | SH | SOLE | 84,358 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 1,102 | 68,887 | SH | SOLE | 68,887 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 7,949 | 286,258 | SH | SOLE | 286,258 | 0 | 0 | ||
NEENAH PAPER INC | COMMON STOCK USD.01 | 640079109 | 438 | 6,051 | SH | SOLE | 6,051 | 0 | 0 | ||
NEFF CORP CLASS A | COMMON STOCK USD.01 | 640094207 | 447 | 40,928 | SH | SOLE | 40,928 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 4,830 | 196,419 | SH | SOLE | 196,419 | 0 | 0 | ||
NETEASE INC ADR | ADR USD.0001 | 64110W102 | 42,769 | 221,349 | SH | SOLE | 100,980 | 0 | 120,369 | ||
NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 64115T104 | 868 | 38,996 | SH | SOLE | 38,996 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 549 | 12,070 | SH | SOLE | 12,070 | 0 | 0 | ||
NEUSTAR INC CLASS A | COMMON STOCK USD.001 | 64126X201 | 397 | 16,874 | SH | SOLE | 16,874 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 10,041 | 206,738 | SH | SOLE | 206,738 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 4,048 | 31,042 | SH | SOLE | 31,042 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK USD1.0 | 654106103 | 1,223 | 22,148 | SH | SOLE | 22,148 | 0 | 0 | ||
NMI HOLDINGS INC CLASS A | COMMON STOCK USD.01 | 629209305 | 1,073 | 195,833 | SH | SOLE | 195,833 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 4,238 | 50,693 | SH | SOLE | 50,693 | 0 | 0 | ||
NORDSTROM INC | COMMON STOCK | 655664100 | 1,273 | 33,447 | SH | SOLE | 33,447 | 0 | 0 | ||
NORTEL NETWORKS CORP | COMPANY GUAR 04/14 2.125 | 656568AE2 | 866 | 1,000,000 | SH | SOLE | 525,000 | 0 | 475,000 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK USD1. | 666807102 | 1,764 | 7,938 | SH | SOLE | 7,938 | 0 | 0 | ||
NORTHWEST NATURAL GAS CO | COMMON STOCK USD3.167 | 667655104 | 690 | 10,645 | SH | SOLE | 10,645 | 0 | 0 | ||
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 1,022 | 68,147 | SH | SOLE | 68,147 | 0 | 0 | ||
NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 67018T105 | 1,584 | 34,300 | SH | SOLE | 34,300 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COMMON STOCK USD.001 | 67020Y100 | 4,323 | 276,614 | SH | SOLE | 276,614 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 5,561 | 112,547 | SH | SOLE | 112,547 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 3,844 | 81,777 | SH | SOLE | 81,777 | 0 | 0 | ||
NVR INC | COMMON STOCK USD.01 | 62944T105 | 872 | 490 | SH | SOLE | 490 | 0 | 0 | ||
OASIS PETROLEUM INC | COMMON STOCK USD.01 | 674215108 | 739 | 79,151 | SH | SOLE | 79,151 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 25,486 | 337,289 | SH | SOLE | 337,289 | 0 | 0 | ||
OCEANEERING INTL INC | COMMON STOCK USD.25 | 675232102 | 964 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 4,531 | 138,354 | SH | SOLE | 138,354 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | COMMON STOCK USD1. | 680223104 | 1,301 | 67,437 | SH | SOLE | 67,437 | 0 | 0 | ||
OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 681116109 | 463 | 18,620 | SH | SOLE | 18,620 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 3,576 | 105,340 | SH | SOLE | 105,340 | 0 | 0 | ||
OMEGA PROTEIN CORP | COMMON STOCK USD.01 | 68210P107 | 1,082 | 54,140 | SH | SOLE | 54,140 | 0 | 0 | ||
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 1,288 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 381 | 5,721 | SH | SOLE | 5,721 | 0 | 0 | ||
ONEOK INC | COMMON STOCK USD.01 | 682680103 | 1,294 | 27,276 | SH | SOLE | 27,276 | 0 | 0 | ||
OPHTHOTECH CORP | COMMON STOCK USD.001 | 683745103 | 788 | 15,435 | SH | SOLE | 15,435 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 23,486 | 573,806 | SH | SOLE | 573,806 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 1,470 | 248,666 | SH | SOLE | 248,666 | 0 | 0 | ||
ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 686688102 | 1,811 | 41,396 | SH | SOLE | 41,396 | 0 | 0 | ||
ORTHOFIX INTERNATIONAL NV | COMMON STOCK USD.1 | N6748L102 | 1,326 | 31,262 | SH | SOLE | 31,262 | 0 | 0 | ||
OWENS CORNING | COMMON STOCK USD.001 | 690742101 | 1,783 | 34,602 | SH | SOLE | 34,602 | 0 | 0 | ||
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 854 | 47,392 | SH | SOLE | 47,392 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 695127100 | 194 | 5,757 | SH | SOLE | 5,757 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 4,768 | 71,236 | SH | SOLE | 71,236 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 7,804 | 196,167 | SH | SOLE | 196,167 | 0 | 0 | ||
PAREXEL INTERNATIONAL CORP | COMMON STOCK USD.01 | 699462107 | 3,895 | 61,941 | SH | SOLE | 61,941 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 13,058 | 120,855 | SH | SOLE | 120,855 | 0 | 0 | ||
PARKWAY PROPERTIES INC | REIT USD.001 | 70159Q104 | 581 | 34,700 | SH | SOLE | 34,700 | 0 | 0 | ||
PAYLOCITY HOLDING CORP | PRIVATE COMP USD.001 | 70438V106 | 358 | 8,281 | SH | SOLE | 8,281 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 899 | 24,619 | SH | SOLE | 24,619 | 0 | 0 | ||
PC CONNECTION INC | COMMON STOCK USD.01 | 69318J100 | 315 | 13,219 | SH | SOLE | 13,219 | 0 | 0 | ||
PDF SOLUTIONS INC | COMMON STOCK USD.00015 | 693282105 | 690 | 49,298 | SH | SOLE | 49,298 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 1,035 | 39,430 | SH | SOLE | 39,430 | 0 | 0 | ||
PEGASYSTEMS INC | COMMON STOCK USD.01 | 705573103 | 1,599 | 59,338 | SH | SOLE | 59,338 | 0 | 0 | ||
PENTAIR PLC | COMMON STOCK USD.01 | G7S00T104 | 3,766 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 14,555 | 137,391 | SH | SOLE | 137,391 | 0 | 0 | ||
PERRY ELLIS INTERNATIONAL | COMMON STOCK USD.01 | 288853104 | 397 | 19,730 | SH | SOLE | 19,730 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 34,735 | 986,514 | SH | SOLE | 986,514 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 14,174 | 139,340 | SH | SOLE | 139,340 | 0 | 0 | ||
PIEDMONT NATURAL GAS CO | COMMON STOCK | 720186105 | 733 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
PIPER JAFFRAY COS | COMMON STOCK USD.01 | 724078100 | 1,343 | 35,615 | SH | SOLE | 35,615 | 0 | 0 | ||
PLANET FITNESS INC CL A | COMMON STOCK USD.0001 | 72703H101 | 401 | 21,225 | SH | SOLE | 21,225 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5. | 693475105 | 6,582 | 80,874 | SH | SOLE | 80,874 | 0 | 0 | ||
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 1,230 | 34,900 | SH | SOLE | 34,900 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 2,825 | 96,406 | SH | SOLE | 96,406 | 0 | 0 | ||
POSCO SPON ADR | ADR | 693483109 | 5,052 | 113,539 | SH | SOLE | 113,539 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 2,501 | 30,241 | SH | SOLE | 30,241 | 0 | 0 | ||
POST PROPERTIES INC | REIT USD.01 | 737464107 | 5,719 | 93,684 | SH | SOLE | 93,684 | 0 | 0 | ||
POWELL INDUSTRIES INC | COMMON STOCK USD.01 | 739128106 | 603 | 15,336 | SH | SOLE | 15,336 | 0 | 0 | ||
PREFERRED BANK/LOS ANGELES | COMMON STOCK | 740367404 | 378 | 13,105 | SH | SOLE | 13,105 | 0 | 0 | ||
PRESTIGE BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 74112D101 | 888 | 16,029 | SH | SOLE | 16,029 | 0 | 0 | ||
PRICELINE GROUP INC/THE | COMMON STOCK USD.008 | 741503403 | 1,748 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
PRIVATEBANCORP INC | COMMON STOCK | 742962103 | 1,206 | 27,382 | SH | SOLE | 27,382 | 0 | 0 | ||
PROCTER + GAMBLE CO/THE | COMMON STOCK | 742718109 | 32,075 | 378,821 | SH | SOLE | 378,821 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 7,740 | 157,836 | SH | SOLE | 157,836 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COMMON STOCK USD1. | 743606105 | 7,401 | 145,138 | SH | SOLE | 145,138 | 0 | 0 | ||
PROTHENA CORP PLC | COMMON STOCK USD.01 | G72800108 | 506 | 14,475 | SH | SOLE | 14,475 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 4,801 | 67,295 | SH | SOLE | 67,295 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 1,218 | 11,485 | SH | SOLE | 11,485 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 5,206 | 20,370 | SH | SOLE | 20,370 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 2,473 | 126,876 | SH | SOLE | 126,876 | 0 | 0 | ||
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 72 | 4,094 | SH | SOLE | 4,094 | 0 | 0 | ||
QLIK TECHNOLOGIES INC | COMMON STOCK USD.0001 | 74733T105 | 1,539 | 52,043 | SH | SOLE | 52,043 | 0 | 0 | ||
QUAD GRAPHICS INC | COMMON STOCK USD.025 | 747301109 | 0 | 8 | SH | SOLE | 0 | 0 | 8 | ||
QUAKER CHEMICAL CORP | COMMON STOCK USD1. | 747316107 | 381 | 4,276 | SH | SOLE | 4,276 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 7,696 | 143,655 | SH | SOLE | 143,655 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 396 | 13,275 | SH | SOLE | 13,275 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 4,837 | 209,211 | SH | SOLE | 209,211 | 0 | 0 | ||
QUESTAR CORP | COMMON STOCK | 748356102 | 1,818 | 71,668 | SH | SOLE | 71,668 | 0 | 0 | ||
QUINTILES TRANSNATIONAL HOLD | COMMON STOCK USD.01 | 74876Y101 | 9,330 | 142,832 | SH | SOLE | 142,832 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 2,468 | 236,815 | SH | SOLE | 236,815 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 725 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
RAYONIER ADVANCED MATERIALS | COMMON STOCK USD.01 | 75508B104 | 734 | 53,975 | SH | SOLE | 53,975 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 13,676 | 100,597 | SH | SOLE | 100,597 | 0 | 0 | ||
REALPAGE INC | COMMON STOCK USD.001 | 75606N109 | 317 | 14,181 | SH | SOLE | 14,181 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1. | 756109104 | 1,370 | 19,752 | SH | SOLE | 19,752 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 1,488 | 20,499 | SH | SOLE | 20,499 | 0 | 0 | ||
REIS INC | COMMON STOCK USD.01 | 75936P105 | 705 | 28,321 | SH | SOLE | 28,321 | 0 | 0 | ||
RELIANCE STEEL + ALUMINUM | COMMON STOCK | 759509102 | 10,615 | 138,031 | SH | SOLE | 138,031 | 0 | 0 | ||
REPUBLIC BANCORP INC CLASS A | COMMON STOCK | 760281204 | 323 | 11,693 | SH | SOLE | 11,693 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 1,072 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
RESMED INC | COMMON STOCK USD.004 | 761152107 | 4,139 | 65,462 | SH | SOLE | 65,462 | 0 | 0 | ||
RESOURCE AMERICA INC CL A | COMMON STOCK USD.01 | 761195205 | 403 | 41,500 | SH | SOLE | 41,500 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 2,354 | 108,627 | SH | SOLE | 108,627 | 0 | 0 | ||
REXNORD CORP | COMMON STOCK USD.01 | 76169B102 | 2,219 | 113,030 | SH | SOLE | 113,030 | 0 | 0 | ||
RICE ENERGY INC | COMMON STOCK USD.01 | 762760106 | 251 | 11,406 | SH | SOLE | 11,406 | 0 | 0 | ||
RING ENERGY INC | COMMON STOCK USD.001 | 76680V108 | 531 | 60,188 | SH | SOLE | 60,188 | 0 | 0 | ||
RITE AID CORP | COMMON STOCK USD1. | 767754104 | 380 | 50,800 | SH | SOLE | 50,800 | 0 | 0 | ||
RLJ LODGING TRUST | REIT | 74965L101 | 394 | 18,362 | SH | SOLE | 18,362 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 4,180 | 109,548 | SH | SOLE | 109,548 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1. | 773903109 | 1,252 | 10,900 | SH | SOLE | 10,900 | 0 | 0 | ||
ROFIN SINAR TECHNOLOGIES INC | COMMON STOCK USD.01 | 775043102 | 725 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
ROGERS CORP | COMMON STOCK USD1. | 775133101 | 612 | 10,019 | SH | SOLE | 10,019 | 0 | 0 | ||
ROLLINS INC | COMMON STOCK USD1. | 775711104 | 1,514 | 51,730 | SH | SOLE | 51,730 | 0 | 0 | ||
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 2,379 | 134,726 | SH | SOLE | 134,726 | 0 | 0 | ||
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 677 | 13,544 | SH | SOLE | 13,544 | 0 | 0 | ||
SANMINA CORP | COMMON STOCK USD.01 | 801056102 | 2,127 | 79,353 | SH | SOLE | 79,353 | 0 | 0 | ||
SAPIENS INTERNATIONAL CORP | COMMON STOCK USD.01 | N7716A151 | 720 | 61,454 | SH | SOLE | 61,454 | 0 | 0 | ||
SASOL LTD SPONSORED ADR | ADR | 803866300 | 3,908 | 144,108 | SH | SOLE | 144,108 | 0 | 0 | ||
SBA COMMUNICATIONS CORP CL A | COMMON STOCK USD.01 | 78388J106 | 1,090 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 23,035 | 291,285 | SH | SOLE | 291,285 | 0 | 0 | ||
SCIQUEST INC | COMMON STOCK USD.001 | 80908T101 | 496 | 28,100 | SH | SOLE | 28,100 | 0 | 0 | ||
SCRIPPS NETWORKS INTER CL A | COMMON STOCK USD.01 | 811065101 | 4,761 | 76,455 | SH | SOLE | 76,455 | 0 | 0 | ||
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 1,221 | 50,126 | SH | SOLE | 50,126 | 0 | 0 | ||
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 3,008 | 65,433 | SH | SOLE | 65,433 | 0 | 0 | ||
SELECT INCOME REIT | REIT USD.01 | 81618T100 | 2,525 | 97,155 | SH | SOLE | 97,155 | 0 | 0 | ||
SEMGROUP CORP CLASS A | COMMON STOCK | 81663A105 | 515 | 15,807 | SH | SOLE | 15,807 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,928 | 16,913 | SH | SOLE | 16,913 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 531 | 25,489 | SH | SOLE | 25,489 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 82312B106 | 1,361 | 34,856 | SH | SOLE | 34,856 | 0 | 0 | ||
SHIP FINANCE INTL LTD | COMMON STOCK USD1. | G81075106 | 620 | 42,071 | SH | SOLE | 42,071 | 0 | 0 | ||
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 546 | 21,796 | SH | SOLE | 21,796 | 0 | 0 | ||
SIERRA BANCORP | COMMON STOCK | 82620P102 | 548 | 32,854 | SH | SOLE | 32,854 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 14,461 | 66,673 | SH | SOLE | 66,673 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 1,870 | 62,640 | SH | SOLE | 62,640 | 0 | 0 | ||
SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK | 83001A102 | 1,298 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
SKECHERS USA INC CL A | COMMON STOCK USD.001 | 830566105 | 1,797 | 60,476 | SH | SOLE | 60,476 | 0 | 0 | ||
SKYWEST INC | COMMON STOCK | 830879102 | 683 | 25,813 | SH | SOLE | 25,813 | 0 | 0 | ||
SMITH (A.O.) CORP | COMMON STOCK USD1. | 831865209 | 2,922 | 33,168 | SH | SOLE | 33,168 | 0 | 0 | ||
SMITH + WESSON HOLDING CORP | COMMON STOCK USD.001 | 831756101 | 784 | 28,844 | SH | SOLE | 28,844 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1. | 833034101 | 3,355 | 21,257 | SH | SOLE | 21,257 | 0 | 0 | ||
SOLARCITY CORP | COMMON STOCK USD.0001 | 83416T100 | 479 | 20,028 | SH | SOLE | 20,028 | 0 | 0 | ||
SONIC CORP | COMMON STOCK USD.01 | 835451105 | 733 | 27,092 | SH | SOLE | 27,092 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5. | 842587107 | 2,742 | 51,134 | SH | SOLE | 51,134 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1. | 844741108 | 4,415 | 112,591 | SH | SOLE | 112,591 | 0 | 0 | ||
SOVRAN SELF STORAGE INC | REIT USD.01 | 84610H108 | 328 | 3,128 | SH | SOLE | 3,128 | 0 | 0 | ||
SPARTANNASH CO | COMMON STOCK | 847215100 | 1,257 | 41,094 | SH | SOLE | 41,094 | 0 | 0 | ||
SPDR S+P500 ETF TRUST | SPDR S+P 500 ETF TRUST | 78462F103 | 852 | 4,065 | SH | SOLE | 4,065 | 0 | 0 | ||
SPEEDWAY MOTORSPORTS INC | COMMON STOCK USD.01 | 847788106 | 904 | 50,938 | SH | SOLE | 50,938 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 6,858 | 159,494 | SH | SOLE | 159,494 | 0 | 0 | ||
SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 85208M102 | 3,036 | 132,581 | SH | SOLE | 132,581 | 0 | 0 | ||
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 807 | 13,320 | SH | SOLE | 13,320 | 0 | 0 | ||
ST JUDE MEDICAL INC | COMMON STOCK USD.1 | 790849103 | 998 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 1,042 | 11,919 | SH | SOLE | 11,919 | 0 | 0 | ||
STAPLES INC | COMMON STOCK USD.0006 | 855030102 | 1,221 | 141,602 | SH | SOLE | 141,602 | 0 | 0 | ||
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 4,601 | 80,542 | SH | SOLE | 80,542 | 0 | 0 | ||
STARWOOD HOTELS + RESORTS | COMMON STOCK USD.01 | 85590A401 | 850 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
STARZ A | COMMON STOCK USD.01 | 85571Q102 | 571 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 2,983 | 121,760 | SH | SOLE | 121,760 | 0 | 0 | ||
STEPAN CO | COMMON STOCK USD1. | 858586100 | 319 | 5,364 | SH | SOLE | 5,364 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1. | 860372101 | 1,500 | 36,222 | SH | SOLE | 36,222 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 1,174 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
SUCAMPO PHARMACEUTICALS CL A | COMMON STOCK USD.01 | 864909106 | 1,434 | 130,758 | SH | SOLE | 130,758 | 0 | 0 | ||
SUNTECH POWER HLDGS CO | SR UNSECURED 03/13 3 | 86800CAE4 | 0 | 18,480,000 | SH | SOLE | 16,480,000 | 0 | 2,000,000 | ||
SUNTRUST BANKS INC | COMMON STOCK USD1. | 867914103 | 2,747 | 66,867 | SH | SOLE | 66,867 | 0 | 0 | ||
SUPERIOR ENERGY SERVICES INC | COMMON STOCK USD.001 | 868157108 | 1,303 | 70,778 | SH | SOLE | 70,778 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1,664 | 81,701 | SH | SOLE | 81,701 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 3,138 | 58,031 | SH | SOLE | 58,031 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 87161C501 | 843 | 29,063 | SH | SOLE | 29,063 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1. | 871829107 | 2,339 | 46,100 | SH | SOLE | 46,100 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 2,284 | 31,300 | SH | SOLE | 31,300 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 53,112 | 2,024,863 | SH | SOLE | 925,189 | 0 | 1,099,674 | ||
TAL INTERNATIONAL GROUP INC | COMMON STOCK USD.001 | 874083108 | 265 | 19,765 | SH | SOLE | 19,765 | 0 | 0 | ||
TALEN ENERGY CORP | COMMON STOCK USD.001 | 87422J105 | 1,156 | 85,291 | SH | SOLE | 85,291 | 0 | 0 | ||
TALMER BANCORP INC CL A | COMMON STOCK USD1.0 | 87482X101 | 493 | 25,700 | SH | SOLE | 25,700 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 14,790 | 211,828 | SH | SOLE | 211,828 | 0 | 0 | ||
TECO ENERGY INC | COMMON STOCK USD1.0 | 872375100 | 622 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
TEGNA INC | COMMON STOCK USD1.0 | 87901J105 | 1,883 | 81,262 | SH | SOLE | 81,262 | 0 | 0 | ||
TENNECO INC | COMMON STOCK USD.01 | 880349105 | 875 | 18,768 | SH | SOLE | 18,768 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 763 | 38,751 | SH | SOLE | 38,751 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1. | 880890108 | 6,874 | 360,653 | SH | SOLE | 335,718 | 0 | 24,935 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 873 | 33,746 | SH | SOLE | 33,746 | 0 | 0 | ||
TESORO CORP | COMMON STOCK USD.167 | 881609101 | 620 | 8,277 | SH | SOLE | 8,277 | 0 | 0 | ||
TESSERA TECHNOLOGIES INC | COMMON STOCK USD.001 | 88164L100 | 818 | 26,682 | SH | SOLE | 26,682 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1. | 882508104 | 18,758 | 299,408 | SH | SOLE | 299,408 | 0 | 0 | ||
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 9,818 | 268,535 | SH | SOLE | 268,535 | 0 | 0 | ||
TIME WARNER INC | COMMON STOCK USD.01 | 887317303 | 938 | 12,760 | SH | SOLE | 12,760 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1. | 872540109 | 12,707 | 164,529 | SH | SOLE | 164,529 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 6,875 | 26,072 | SH | SOLE | 26,072 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 8,356 | 70,197 | SH | SOLE | 70,197 | 0 | 0 | ||
TRINITY INDUSTRIES INC | COMMON STOCK USD.01 | 896522109 | 1,271 | 68,435 | SH | SOLE | 68,435 | 0 | 0 | ||
TRUEBLUE INC | COMMON STOCK | 89785X101 | 416 | 21,990 | SH | SOLE | 21,990 | 0 | 0 | ||
TUMI HOLDINGS INC | COMMON STOCK USD.01 | 89969Q104 | 406 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 11,252 | 168,465 | SH | SOLE | 168,465 | 0 | 0 | ||
UBIQUITI NETWORKS INC | COMMON STOCK USD.001 | 90347A100 | 1,025 | 26,518 | SH | SOLE | 26,518 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 11,556 | 255,376 | SH | SOLE | 255,376 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 4,089 | 264,303 | SH | SOLE | 264,303 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 17,053 | 195,449 | SH | SOLE | 195,449 | 0 | 0 | ||
UNIT CORP | COMMON STOCK USD.2 | 909218109 | 316 | 20,291 | SH | SOLE | 20,291 | 0 | 0 | ||
UNITED INSURANCE HOLDINGS CO | COMMON STOCK USD.0001 | 910710102 | 425 | 25,974 | SH | SOLE | 25,974 | 0 | 0 | ||
UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 911163103 | 511 | 10,918 | SH | SOLE | 10,918 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 3,190 | 47,541 | SH | SOLE | 47,541 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1. | 913017109 | 7,707 | 75,155 | SH | SOLE | 75,155 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 2,580 | 24,360 | SH | SOLE | 24,360 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 27,670 | 195,960 | SH | SOLE | 195,960 | 0 | 0 | ||
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 1,929 | 70,136 | SH | SOLE | 70,136 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 688 | 27,759 | SH | SOLE | 27,759 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 12,563 | 311,499 | SH | SOLE | 311,499 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 17,851 | 293,068 | SH | SOLE | 293,068 | 0 | 0 | ||
US SILICA HOLDINGS INC | COMMON STOCK USD.01 | 90346E103 | 1,352 | 39,219 | SH | SOLE | 39,219 | 0 | 0 | ||
USG CORP | COMMON STOCK USD.1 | 903293405 | 4,573 | 169,632 | SH | SOLE | 169,632 | 0 | 0 | ||
VAIL RESORTS INC | COMMON STOCK USD.01 | 91879Q109 | 5,512 | 39,874 | SH | SOLE | 39,874 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 4,012 | 78,668 | SH | SOLE | 78,668 | 0 | 0 | ||
VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 920253101 | 2,536 | 18,751 | SH | SOLE | 18,751 | 0 | 0 | ||
VALSPAR CORP/THE | COMMON STOCK USD.5 | 920355104 | 713 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
VANGUARD S+P 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 574,815 | 2,990,400 | SH | SOLE | 2,990,400 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 2,697 | 31,189 | SH | SOLE | 31,189 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 22,512 | 403,156 | SH | SOLE | 403,156 | 0 | 0 | ||
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 1,659 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
VIRGIN AMERICA INC | COMMON STOCK USD.01 | 92765X208 | 725 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 28,664 | 386,469 | SH | SOLE | 386,469 | 0 | 0 | ||
VONAGE HOLDINGS CORP | COMMON STOCK USD.001 | 92886T201 | 962 | 157,635 | SH | SOLE | 157,635 | 0 | 0 | ||
VWR CORP | COMMON STOCK USD.01 | 91843L103 | 3,736 | 129,286 | SH | SOLE | 129,286 | 0 | 0 | ||
WABASH NATIONAL CORP | COMMON STOCK USD.01 | 929566107 | 1,552 | 122,244 | SH | SOLE | 122,244 | 0 | 0 | ||
WABTEC CORP | COMMON STOCK USD.01 | 929740108 | 1,657 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
WAL MART STORES INC | COMMON STOCK USD.1 | 931142103 | 9,928 | 135,968 | SH | SOLE | 135,968 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 1,041 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 19,543 | 199,783 | SH | SOLE | 199,783 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 5,564 | 83,963 | SH | SOLE | 83,963 | 0 | 0 | ||
WEB.COM GROUP INC | COMMON STOCK USD.001 | 94733A104 | 855 | 47,023 | SH | SOLE | 47,023 | 0 | 0 | ||
WEBMD HEALTH CORP | COMMON STOCK USD.01 | 94770V102 | 1,564 | 26,906 | SH | SOLE | 26,906 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 2,797 | 42,836 | SH | SOLE | 42,836 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | REIT USD.03 | 948741103 | 1,981 | 48,532 | SH | SOLE | 48,532 | 0 | 0 | ||
WELLS FARGO + CO | COMMON STOCK USD1.666 | 949746101 | 14,367 | 303,539 | SH | SOLE | 303,539 | 0 | 0 | ||
WEST CORP | COMMON STOCK USD.001 | 952355204 | 1,615 | 82,157 | SH | SOLE | 82,157 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25 | 955306105 | 1,194 | 15,733 | SH | SOLE | 15,733 | 0 | 0 | ||
WESTAR ENERGY INC | COMMON STOCK USD5. | 95709T100 | 595 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COMMON STOCK USD.0001 | 957638109 | 393 | 12,024 | SH | SOLE | 12,024 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 2,164 | 45,798 | SH | SOLE | 45,798 | 0 | 0 | ||
WESTERN REFINING INC W/I | COMMON STOCK USD.01 | 959319104 | 974 | 47,235 | SH | SOLE | 47,235 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 9,290 | 239,008 | SH | SOLE | 239,008 | 0 | 0 | ||
WGL HOLDINGS INC | COMMON STOCK | 92924F106 | 857 | 12,113 | SH | SOLE | 12,113 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK USD1. | 963320106 | 3,649 | 21,900 | SH | SOLE | 21,900 | 0 | 0 | ||
WISDOMTREE JAPAN HEDGED REAL E | WISDOMTREE JPN HDG REAL EST | 97717W638 | 19,197 | 787,751 | SH | SOLE | 787,751 | 0 | 0 | ||
WMIH CORP | COMMON STOCK USD.00001 | 92936P100 | 436 | 196,172 | SH | SOLE | 196,172 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 2,988 | 62,922 | SH | SOLE | 62,922 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 8,150 | 192,671 | SH | SOLE | 192,671 | 0 | 0 | ||
WP CAREY INC | REIT USD.001 | 92936U109 | 4,697 | 67,655 | SH | SOLE | 67,655 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COMMON STOCK USD.01 | 98310W108 | 11,577 | 162,536 | SH | SOLE | 162,536 | 0 | 0 | ||
XENOPORT INC | COMMON STOCK USD.001 | 98411C100 | 510 | 72,500 | SH | SOLE | 72,500 | 0 | 0 | ||
XEROX CORP | COMMON STOCK USD1.0 | 984121103 | 1,366 | 143,961 | SH | SOLE | 143,961 | 0 | 0 | ||
XURA INC | COMMON STOCK USD.01 | 98420V107 | 701 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
YPF S.A. SPONSORED ADR | ADR | 984245100 | 7,697 | 400,885 | SH | SOLE | 145,862 | 0 | 255,023 |