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 |
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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 |
1ST SOURCE CORP | COMMON STOCK | 336901103 | 1,906 | 42,675 | SH | SOLE | 42,675 | 0 | 0 | ||
3M CO | COMMON STOCK USD.01 | 88579Y101 | 3,435 | 19,234 | SH | SOLE | 19,234 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 4,167 | 130,254 | SH | SOLE | 130,254 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 6,180 | 98,690 | SH | SOLE | 98,690 | 0 | 0 | ||
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 474 | 4,206 | SH | SOLE | 4,206 | 0 | 0 | ||
ACACIA COMMUNICATIONS INC | COMMON STOCK USD.0001 | 00401C108 | 211 | 3,419 | SH | SOLE | 3,419 | 0 | 0 | ||
ACCELERON PHARMA INC | COMMON STOCK USD.001 | 00434H108 | 307 | 12,037 | SH | SOLE | 12,037 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 2,048 | 17,486 | SH | SOLE | 17,486 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 1,515 | 41,965 | SH | SOLE | 41,965 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 1,815 | 49,930 | SH | SOLE | 49,930 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 5,069 | 34,886 | SH | SOLE | 34,886 | 0 | 0 | ||
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 2,135 | 30,677 | SH | SOLE | 30,677 | 0 | 0 | ||
AGREE REALTY CORP | REIT USD.0001 | 008492100 | 653 | 14,181 | SH | SOLE | 14,181 | 0 | 0 | ||
AK STEEL HOLDING CORP | COMMON STOCK USD.01 | 001547108 | 318 | 31,142 | SH | SOLE | 31,142 | 0 | 0 | ||
AKORN INC | COMMON STOCK | 009728106 | 612 | 28,057 | SH | SOLE | 28,057 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COMMON STOCK | 011642105 | 575 | 20,664 | SH | SOLE | 20,664 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 1,552 | 17,486 | SH | SOLE | 17,486 | 0 | 0 | ||
ALDER BIOPHARMACEUTICALS INC | COMMON STOCK USD.0001 | 014339105 | 468 | 22,482 | SH | SOLE | 22,482 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 273 | 2,456 | SH | SOLE | 2,456 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COMMON STOCK USD.0001 | 016255101 | 757 | 7,876 | SH | SOLE | 7,876 | 0 | 0 | ||
ALLEGHANY CORP | COMMON STOCK USD1.0 | 017175100 | 744 | 1,223 | SH | SOLE | 1,223 | 0 | 0 | ||
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 1,818 | 28,401 | SH | SOLE | 28,401 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 13,664 | 65,063 | SH | SOLE | 65,063 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COMMON STOCK USD.01 | 018581108 | 906 | 3,965 | SH | SOLE | 3,965 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 7,999 | 237,416 | SH | SOLE | 237,416 | 0 | 0 | ||
ALPHA OMEGA SEMICONDUCTOR | COMMON STOCK | G6331P104 | 307 | 14,444 | SH | SOLE | 14,444 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 7,423 | 9,367 | SH | SOLE | 9,367 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 46,665 | 60,461 | SH | SOLE | 60,461 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 5,674 | 83,906 | SH | SOLE | 83,906 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 1,401 | 40,272 | SH | SOLE | 40,272 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 36,461 | 48,623 | SH | SOLE | 48,623 | 0 | 0 | ||
AMBARELLA INC | COMMON STOCK USD.00045 | G037AX101 | 549 | 10,141 | SH | SOLE | 10,141 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 5,310 | 101,454 | SH | SOLE | 101,454 | 0 | 0 | ||
AMDOCS LTD | COMMON STOCK GBP.0001 | G02602103 | 2,455 | 42,146 | SH | SOLE | 42,146 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 8,458 | 181,147 | SH | SOLE | 159,367 | 0 | 21,780 | ||
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 628 | 14,570 | SH | SOLE | 14,570 | 0 | 0 | ||
AMERICAN AXLE MFG HOLDINGS | COMMON STOCK USD.01 | 024061103 | 2,009 | 104,098 | SH | SOLE | 104,098 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | REIT USD.01 | 024835100 | 677 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 4,215 | 66,949 | SH | SOLE | 66,949 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 3,252 | 43,905 | SH | SOLE | 43,905 | 0 | 0 | ||
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 664 | 31,651 | SH | SOLE | 31,651 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 19,243 | 294,638 | SH | SOLE | 294,638 | 0 | 0 | ||
AMERICAN NATIONAL INSURANCE | COMMON STOCK USD1.0 | 028591105 | 381 | 3,061 | SH | SOLE | 3,061 | 0 | 0 | ||
AMERICAN STATES WATER CO | COMMON STOCK | 029899101 | 2,050 | 45,002 | SH | SOLE | 45,002 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 11,257 | 106,520 | SH | SOLE | 106,520 | 0 | 0 | ||
AMERISAFE INC | COMMON STOCK USD.01 | 03071H100 | 1,215 | 19,491 | SH | SOLE | 19,491 | 0 | 0 | ||
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 1,062 | 21,844 | SH | SOLE | 21,844 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 10,687 | 73,094 | SH | SOLE | 73,094 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 2,499 | 64,982 | SH | SOLE | 64,982 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES | COMMON STOCK USD.01 | 032359309 | 3,056 | 111,605 | SH | SOLE | 111,605 | 0 | 0 | ||
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 732 | 10,077 | SH | SOLE | 10,077 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 210 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 1,416 | 28,929 | SH | SOLE | 28,929 | 0 | 0 | ||
ANNALY CAPITAL MANAGEMENT IN | REIT USD.01 | 035710409 | 816 | 81,870 | SH | SOLE | 81,870 | 0 | 0 | ||
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 2,793 | 30,195 | SH | SOLE | 30,195 | 0 | 0 | ||
ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 03674X106 | 346 | 14,643 | SH | SOLE | 14,643 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 5,237 | 36,426 | SH | SOLE | 36,426 | 0 | 0 | ||
APOGEE ENTERPRISES INC | COMMON STOCK USD.333 | 037598109 | 1,549 | 28,920 | SH | SOLE | 28,920 | 0 | 0 | ||
APOLLO COMMERCIAL REAL ESTAT | REIT USD.01 | 03762U105 | 982 | 59,070 | SH | SOLE | 59,070 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 56,811 | 490,509 | SH | SOLE | 490,509 | 0 | 0 | ||
APPLIED GENETIC TECHNOLOGIES | COMMON STOCK USD.001 | 03820J100 | 341 | 36,509 | SH | SOLE | 36,509 | 0 | 0 | ||
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 5,741 | 177,902 | SH | SOLE | 177,902 | 0 | 0 | ||
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 1,767 | 63,888 | SH | SOLE | 63,888 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 285 | 3,302 | SH | SOLE | 3,302 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COMMON STOCK | 039483102 | 1,103 | 24,170 | SH | SOLE | 24,170 | 0 | 0 | ||
ARGAN INC | COMMON STOCK USD.15 | 04010E109 | 2,146 | 30,422 | SH | SOLE | 30,422 | 0 | 0 | ||
ARMADA HOFFLER PROPERTIES IN | REIT USD.01 | 04208T108 | 172 | 11,795 | SH | SOLE | 11,795 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 4,575 | 151,854 | SH | SOLE | 151,854 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 5,090 | 71,393 | SH | SOLE | 71,393 | 0 | 0 | ||
ASHFORD HOSPITALITY TRUST | REIT USD.01 | 044103109 | 632 | 81,437 | SH | SOLE | 81,437 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 10,483 | 191,710 | SH | SOLE | 191,710 | 0 | 0 | ||
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 3,237 | 34,861 | SH | SOLE | 34,861 | 0 | 0 | ||
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 3,709 | 98,199 | SH | SOLE | 98,199 | 0 | 0 | ||
ATT INC | COMMON STOCK USD1.0 | 00206R102 | 16,456 | 386,933 | SH | SOLE | 386,933 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 915 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 8,707 | 11,024 | SH | SOLE | 11,024 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 4,397 | 24,822 | SH | SOLE | 24,822 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 477 | 6,799 | SH | SOLE | 6,799 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 3,254 | 88,704 | SH | SOLE | 88,704 | 0 | 0 | ||
B/E AEROSPACE INC | COMMON STOCK USD.01 | 073302101 | 722 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
BAKER HUGHES INC | COMMON STOCK USD1.0 | 057224107 | 10,371 | 159,629 | SH | SOLE | 159,629 | 0 | 0 | ||
BANCO MACRO SA ADR | ADR | 05961W105 | 13,899 | 215,985 | SH | SOLE | 78,679 | 0 | 137,306 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 35,919 | 1,625,286 | SH | SOLE | 1,625,286 | 0 | 0 | ||
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 755 | 8,509 | SH | SOLE | 8,509 | 0 | 0 | ||
BANK OF THE OZARKS | COMMON STOCK USD.01 | 063904106 | 2,565 | 48,782 | SH | SOLE | 48,782 | 0 | 0 | ||
BARNES GROUP INC | COMMON STOCK USD.01 | 067806109 | 316 | 6,664 | SH | SOLE | 6,664 | 0 | 0 | ||
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 1,146 | 32,405 | SH | SOLE | 19,107 | 0 | 13,298 | ||
BATS GLOBAL MARKETS INC | COMMON STOCK USD.01 | 05491G109 | 647 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 7,531 | 45,490 | SH | SOLE | 45,490 | 0 | 0 | ||
BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 | 2,946 | 72,497 | SH | SOLE | 72,497 | 0 | 0 | ||
BELDEN INC | COMMON STOCK USD.01 | 077454106 | 350 | 4,686 | SH | SOLE | 4,686 | 0 | 0 | ||
BENEFICIAL BANCORP INC | COMMON STOCK USD.01 | 08171T102 | 701 | 38,104 | SH | SOLE | 38,104 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 20,322 | 124,688 | SH | SOLE | 124,688 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 7,770 | 182,103 | SH | SOLE | 182,103 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 2,948 | 58,720 | SH | SOLE | 58,720 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 2,593 | 9,145 | SH | SOLE | 9,145 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 189 | 2,280 | SH | SOLE | 2,280 | 0 | 0 | ||
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 487 | 8,749 | SH | SOLE | 8,749 | 0 | 0 | ||
BLACKBAUD INC | COMMON STOCK USD.001 | 09227Q100 | 485 | 7,582 | SH | SOLE | 7,582 | 0 | 0 | ||
BLUEBIRD BIO INC | COMMON STOCK USD.01 | 09609G100 | 449 | 7,281 | SH | SOLE | 7,281 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 10,351 | 66,489 | SH | SOLE | 66,489 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 1,142 | 31,665 | SH | SOLE | 31,665 | 0 | 0 | ||
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 488 | 2,872 | SH | SOLE | 2,872 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 2,501 | 19,881 | SH | SOLE | 19,881 | 0 | 0 | ||
BRADY CORPORATION CL A | COMMON STOCK USD.01 | 104674106 | 490 | 13,048 | SH | SOLE | 13,048 | 0 | 0 | ||
BRIGHTCOVE | COMMON STOCK USD.001 | 10921T101 | 754 | 93,666 | SH | SOLE | 93,666 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,542 | 31,136 | SH | SOLE | 31,136 | 0 | 0 | ||
BRISTOW GROUP INC | COMMON STOCK USD.01 | 110394103 | 860 | 41,999 | SH | SOLE | 41,999 | 0 | 0 | ||
BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 11120U105 | 1,252 | 51,280 | SH | SOLE | 51,280 | 0 | 0 | ||
BROADCOM LTD | COMMON STOCK | Y09827109 | 492 | 2,781 | SH | SOLE | 2,781 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 1,090 | 16,433 | SH | SOLE | 16,433 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS | COMMON STOCK USD.001 | 111621306 | 3,117 | 249,582 | SH | SOLE | 249,582 | 0 | 0 | ||
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 496 | 11,059 | SH | SOLE | 11,059 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 7,046 | 129,192 | SH | SOLE | 129,192 | 0 | 0 | ||
BUCKLE INC/THE | COMMON STOCK USD.01 | 118440106 | 454 | 19,893 | SH | SOLE | 19,893 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 1,014 | 13,846 | SH | SOLE | 13,846 | 0 | 0 | ||
CA INC | COMMON STOCK USD.1 | 12673P105 | 1,047 | 32,945 | SH | SOLE | 32,945 | 0 | 0 | ||
CABELA S INC | COMMON STOCK USD.01 | 126804301 | 1,827 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
CAI INTERNATIONAL INC | COMMON STOCK USD.0001 | 12477X106 | 401 | 46,205 | SH | SOLE | 46,205 | 0 | 0 | ||
CALPINE CORP | COMMON STOCK USD.001 | 131347304 | 1,582 | 138,448 | SH | SOLE | 138,448 | 0 | 0 | ||
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 6,953 | 82,702 | SH | SOLE | 82,702 | 0 | 0 | ||
CAMPBELL SOUP CO | COMMON STOCK USD.0375 | 134429109 | 2,590 | 42,839 | SH | SOLE | 42,839 | 0 | 0 | ||
CANTEL MEDICAL CORP | COMMON STOCK USD.1 | 138098108 | 857 | 10,883 | SH | SOLE | 10,883 | 0 | 0 | ||
CAPITAL BANK FINANCIAL CL A | COMMON STOCK | 139794101 | 958 | 24,406 | SH | SOLE | 24,406 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 17,975 | 206,044 | SH | SOLE | 206,044 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 1,401 | 19,462 | SH | SOLE | 19,462 | 0 | 0 | ||
CARDIOVASCULAR SYSTEMS INC | COMMON STOCK | 141619106 | 471 | 19,443 | SH | SOLE | 19,443 | 0 | 0 | ||
CARE CAPITAL PROPERTIES INC | REIT USD.01 | 141624106 | 863 | 34,532 | SH | SOLE | 34,532 | 0 | 0 | ||
CAREER EDUCATION CORP | COMMON STOCK USD.01 | 141665109 | 326 | 32,289 | SH | SOLE | 32,289 | 0 | 0 | ||
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 786 | 51,284 | SH | SOLE | 51,284 | 0 | 0 | ||
CARLISLE COS INC | COMMON STOCK USD1.0 | 142339100 | 4,105 | 37,222 | SH | SOLE | 37,222 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 3,700 | 71,069 | SH | SOLE | 71,069 | 0 | 0 | ||
CARRIZO OIL GAS INC | COMMON STOCK USD.01 | 144577103 | 476 | 12,731 | SH | SOLE | 12,731 | 0 | 0 | ||
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 459 | 5,313 | SH | SOLE | 5,313 | 0 | 0 | ||
CBL ASSOCIATES PROPERTIES | REIT USD.01 | 124830100 | 792 | 68,864 | SH | SOLE | 68,864 | 0 | 0 | ||
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 478 | 15,192 | SH | SOLE | 15,192 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 666 | 11,165 | SH | SOLE | 11,165 | 0 | 0 | ||
CECO ENVIRONMENTAL CORP | COMMON STOCK USD.01 | 125141101 | 512 | 36,725 | SH | SOLE | 36,725 | 0 | 0 | ||
CELANESE CORP SERIES A | COMMON STOCK USD.0001 | 150870103 | 3,938 | 50,007 | SH | SOLE | 50,007 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 25,696 | 221,996 | SH | SOLE | 221,996 | 0 | 0 | ||
CEMEX SAB SPONS ADR PART CER | ADR | 151290889 | 28,497 | 3,548,813 | SH | SOLE | 1,281,196 | 0 | 2,267,617 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 573 | 10,146 | SH | SOLE | 10,146 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 8,665 | 351,668 | SH | SOLE | 351,668 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 1,529 | 239,586 | SH | SOLE | 176,939 | 0 | 62,647 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 832 | 10,921 | SH | SOLE | 10,921 | 0 | 0 | ||
CHATHAM LODGING TRUST | REIT USD.01 | 16208T102 | 1,559 | 75,854 | SH | SOLE | 75,854 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 2,349 | 39,235 | SH | SOLE | 39,235 | 0 | 0 | ||
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 514 | 3,204 | SH | SOLE | 3,204 | 0 | 0 | ||
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 288 | 13,049 | SH | SOLE | 13,049 | 0 | 0 | ||
CHEMTURA CORP | COMMON STOCK USD.01 | 163893209 | 2,603 | 78,400 | SH | SOLE | 78,400 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 1,459 | 56,416 | SH | SOLE | 56,416 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 13,503 | 114,725 | SH | SOLE | 114,725 | 0 | 0 | ||
CHICAGO BRIDGE IRON CO NV | COMMON STOCK EUR.01 | 167250109 | 7,701 | 242,545 | SH | SOLE | 242,545 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | REIT USD.01 | 16934Q208 | 3,140 | 184,500 | SH | SOLE | 184,500 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 499 | 8,907 | SH | SOLE | 8,907 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 14,496 | 109,716 | SH | SOLE | 109,716 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK USD.25 | 125509109 | 8,972 | 67,260 | SH | SOLE | 67,260 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 985 | 7,251 | SH | SOLE | 7,251 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 5,301 | 45,872 | SH | SOLE | 45,872 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 4,406 | 77,930 | SH | SOLE | 77,930 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 25,252 | 835,593 | SH | SOLE | 835,593 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 32,820 | 552,241 | SH | SOLE | 552,241 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 1,226 | 34,396 | SH | SOLE | 34,396 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 10,930 | 122,382 | SH | SOLE | 122,382 | 0 | 0 | ||
CLARCOR INC | COMMON STOCK USD1.0 | 179895107 | 2,004 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
CLIFFS NATURAL RESOURCES INC | COMMON STOCK USD.125 | 18683K101 | 360 | 42,859 | SH | SOLE | 42,859 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 15,478 | 373,317 | SH | SOLE | 373,317 | 0 | 0 | ||
COGNEX CORP | COMMON STOCK USD.002 | 192422103 | 493 | 7,744 | SH | SOLE | 7,744 | 0 | 0 | ||
COHEN STEERS INC | COMMON STOCK USD.01 | 19247A100 | 803 | 23,903 | SH | SOLE | 23,903 | 0 | 0 | ||
COHERENT INC | COMMON STOCK USD.01 | 192479103 | 1,040 | 7,570 | SH | SOLE | 7,570 | 0 | 0 | ||
COLFAX CORP | COMMON STOCK USD.001 | 194014106 | 1,453 | 40,433 | SH | SOLE | 40,433 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 8,279 | 126,515 | SH | SOLE | 126,515 | 0 | 0 | ||
COLONY STARWOOD HOMES | REIT USD.01 | 19625X102 | 160 | 5,550 | SH | SOLE | 5,550 | 0 | 0 | ||
COLUMBIA PIPELINE PARTNERS L | MLP | 198281107 | 602 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 473 | 8,114 | SH | SOLE | 8,114 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 29,508 | 427,340 | SH | SOLE | 427,340 | 0 | 0 | ||
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 1,034 | 15,175 | SH | SOLE | 15,175 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 1,851 | 55,583 | SH | SOLE | 55,583 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 1,457 | 28,356 | SH | SOLE | 28,356 | 0 | 0 | ||
CONAGRA BRANDS INC | COMMON STOCK USD5.0 | 205887102 | 919 | 23,240 | SH | SOLE | 23,240 | 0 | 0 | ||
CONSOLIDATED WATER CO ORD SH | COMMON STOCK USD.6 | G23773107 | 389 | 35,834 | SH | SOLE | 35,834 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 1,139 | 7,432 | SH | SOLE | 7,432 | 0 | 0 | ||
CONTROL4 CORP | COMMON STOCK USD.0001 | 21240D107 | 363 | 35,583 | SH | SOLE | 35,583 | 0 | 0 | ||
COPART INC | COMMON STOCK | 217204106 | 737 | 13,296 | SH | SOLE | 13,296 | 0 | 0 | ||
CORECIVIC INC | REIT USD.01 | 21871N101 | 540 | 22,089 | SH | SOLE | 22,089 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TRU | REIT USD.001 | 21870U502 | 1,228 | 35,194 | SH | SOLE | 35,194 | 0 | 0 | ||
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 721 | 9,081 | SH | SOLE | 9,081 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 7,988 | 329,127 | SH | SOLE | 329,127 | 0 | 0 | ||
CR BARD INC | COMMON STOCK USD.25 | 067383109 | 1,645 | 7,323 | SH | SOLE | 7,323 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 619 | 3,708 | SH | SOLE | 3,708 | 0 | 0 | ||
CRANE CO | COMMON STOCK USD1.0 | 224399105 | 4,576 | 63,453 | SH | SOLE | 63,453 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 6,134 | 116,681 | SH | SOLE | 116,681 | 0 | 0 | ||
CST BRANDS INC | COMMON STOCK USD.01 | 12646R105 | 2,600 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 2,960 | 82,395 | SH | SOLE | 82,395 | 0 | 0 | ||
CUBESMART | REIT USD.01 | 229663109 | 1,090 | 40,709 | SH | SOLE | 40,709 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 4,416 | 32,315 | SH | SOLE | 32,315 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 9,837 | 124,667 | SH | SOLE | 124,667 | 0 | 0 | ||
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 184 | 4,039 | SH | SOLE | 4,039 | 0 | 0 | ||
CYRUSONE INC | REIT USD.01 | 23283R100 | 894 | 19,997 | SH | SOLE | 19,997 | 0 | 0 | ||
DANA INC | COMMON STOCK USD.01 | 235825205 | 113 | 5,971 | SH | SOLE | 5,971 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 1,477 | 18,980 | SH | SOLE | 18,980 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 1,017 | 13,988 | SH | SOLE | 13,988 | 0 | 0 | ||
DATALINK CORP | COMMON STOCK USD.001 | 237934104 | 404 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | REIT USD.01 | 233153204 | 713 | 14,894 | SH | SOLE | 14,894 | 0 | 0 | ||
DEAN FOODS CO | COMMON STOCK USD.01 | 242370203 | 2,697 | 123,833 | SH | SOLE | 123,833 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COMMON STOCK USD.01 | G27823106 | 1,814 | 26,939 | SH | SOLE | 26,939 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 24,335 | 494,724 | SH | SOLE | 494,724 | 0 | 0 | ||
DELUXE CORP | COMMON STOCK USD1.0 | 248019101 | 949 | 13,259 | SH | SOLE | 13,259 | 0 | 0 | ||
DENTSPLY SIRONA INC | COMMON STOCK USD.01 | 24906P109 | 482 | 8,343 | SH | SOLE | 8,343 | 0 | 0 | ||
DEVRY EDUCATION GROUP INC | COMMON STOCK USD.01 | 251893103 | 2,025 | 64,901 | SH | SOLE | 64,901 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 252784301 | 898 | 77,887 | SH | SOLE | 77,887 | 0 | 0 | ||
DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 | 1,132 | 21,326 | SH | SOLE | 21,326 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 1,029 | 10,474 | SH | SOLE | 10,474 | 0 | 0 | ||
DIGITALGLOBE INC | COMMON STOCK USD.001 | 25389M877 | 2,205 | 76,969 | SH | SOLE | 76,969 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 3,676 | 50,985 | SH | SOLE | 50,985 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS A | COMMON STOCK USD.01 | 25470F104 | 4,528 | 165,203 | SH | SOLE | 165,203 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 9,662 | 130,442 | SH | SOLE | 130,442 | 0 | 0 | ||
DOMINION RESOURCES INC/VA | COMMON STOCK | 25746U109 | 3,864 | 50,449 | SH | SOLE | 50,449 | 0 | 0 | ||
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 705 | 9,646 | SH | SOLE | 9,646 | 0 | 0 | ||
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 983 | 13,124 | SH | SOLE | 13,124 | 0 | 0 | ||
DOW CHEMICAL CO/THE | COMMON STOCK USD2.5 | 260543103 | 4,521 | 79,018 | SH | SOLE | 79,018 | 0 | 0 | ||
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 1,340 | 49,028 | SH | SOLE | 49,028 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COMMON STOCK USD.01 | 26138E109 | 5,151 | 56,814 | SH | SOLE | 56,814 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 2,241 | 37,314 | SH | SOLE | 37,314 | 0 | 0 | ||
DST SYSTEMS INC | COMMON STOCK USD.01 | 233326107 | 278 | 2,594 | SH | SOLE | 2,594 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,041 | 10,569 | SH | SOLE | 10,569 | 0 | 0 | ||
DU PONT (E.I.) DE NEMOURS | COMMON STOCK USD.3 | 263534109 | 731,748 | 9,969,322 | SH | SOLE | 9,969,322 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 3,282 | 42,278 | SH | SOLE | 42,278 | 0 | 0 | ||
DUKE REALTY CORP | REIT USD.01 | 264411505 | 95 | 3,567 | SH | SOLE | 3,567 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 1,306 | 24,899 | SH | SOLE | 24,899 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY | REIT USD.001 | 26613Q106 | 552 | 12,575 | SH | SOLE | 12,575 | 0 | 0 | ||
DYNEGY INC | COMMON STOCK USD.01 | 26817R108 | 2,005 | 236,952 | SH | SOLE | 236,952 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,685 | 48,624 | SH | SOLE | 48,624 | 0 | 0 | ||
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 324 | 4,085 | SH | SOLE | 4,085 | 0 | 0 | ||
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 5,045 | 99,251 | SH | SOLE | 99,251 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 10,639 | 141,456 | SH | SOLE | 141,456 | 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 | 8 | 2,771 | SH | SOLE | 923 | 0 | 1,848 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 31 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 2,991 | 44,587 | SH | SOLE | 44,587 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 2,643 | 89,017 | SH | SOLE | 89,017 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 1,508 | 20,950 | SH | SOLE | 20,950 | 0 | 0 | ||
EL PASO ELECTRIC CO | COMMON STOCK | 283677854 | 604 | 12,993 | SH | SOLE | 12,993 | 0 | 0 | ||
EMPIRE DISTRICT ELECTRIC CO | COMMON STOCK USD1.0 | 291641108 | 314 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 1,008 | 30,099 | SH | SOLE | 30,099 | 0 | 0 | ||
ENDURANCE SPECIALTY HOLDINGS | COMMON STOCK USD1.0 | G30397106 | 3,896 | 42,164 | SH | SOLE | 42,164 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 499 | 11,197 | SH | SOLE | 11,197 | 0 | 0 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 2,161 | 27,673 | SH | SOLE | 27,673 | 0 | 0 | ||
ENSCO PLC CL A | COMMON STOCK USD.1 | G3157S106 | 640 | 65,852 | SH | SOLE | 65,852 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 3,319 | 45,176 | SH | SOLE | 45,176 | 0 | 0 | ||
ENVESTNET INC | COMMON STOCK | 29404K106 | 494 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
EOG RESOURCES INC | COMMON STOCK USD.01 | 26875P101 | 3,359 | 33,222 | SH | SOLE | 33,222 | 0 | 0 | ||
EPLUS INC | COMMON STOCK USD.01 | 294268107 | 855 | 7,422 | SH | SOLE | 7,422 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 2,327 | 32,419 | SH | SOLE | 32,419 | 0 | 0 | ||
EQUINIX INC | REIT USD.001 | 29444U700 | 3,318 | 9,283 | SH | SOLE | 9,283 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 638 | 8,847 | SH | SOLE | 8,847 | 0 | 0 | ||
EQUITY ONE INC | REIT USD.01 | 294752100 | 724 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 2,857 | 44,394 | SH | SOLE | 44,394 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 7,173 | 221,587 | SH | SOLE | 221,587 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 4,653 | 20,014 | SH | SOLE | 20,014 | 0 | 0 | ||
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 708 | 9,779 | SH | SOLE | 9,779 | 0 | 0 | ||
EVERBANK FINANCIAL CORP | COMMON STOCK USD.01 | 29977G102 | 305 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
EVERCORE PARTNERS INC CL A | COMMON STOCK USD.01 | 29977A105 | 1,500 | 21,840 | SH | SOLE | 21,840 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 5,576 | 25,766 | SH | SOLE | 25,766 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 2,309 | 41,809 | SH | SOLE | 41,809 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 9,359 | 263,700 | SH | SOLE | 263,700 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 703 | 13,270 | SH | SOLE | 13,270 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK USD.01 | 30219G108 | 4,530 | 65,859 | SH | SOLE | 65,859 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 2,029 | 26,266 | SH | SOLE | 26,266 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 39,425 | 436,799 | SH | SOLE | 436,799 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 13,733 | 14,250,000 | SH | SOLE | 10,795,000 | 0 | 3,455,000 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 5,234 | 36,164 | SH | SOLE | 36,164 | 0 | 0 | ||
FACEBOOK INC A | COMMON STOCK USD.000006 | 30303M102 | 26,582 | 231,047 | SH | SOLE | 231,047 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 489 | 2,991 | SH | SOLE | 2,991 | 0 | 0 | ||
FAIRMOUNT SANTROL HOLDINGS I | COMMON STOCK USD.01 | 30555Q108 | 419 | 35,530 | SH | SOLE | 35,530 | 0 | 0 | ||
FCB FINANCIAL HOLDINGS CL A | COMMON STOCK USD.001 | 30255G103 | 2,177 | 45,630 | SH | SOLE | 45,630 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 1,391 | 9,789 | SH | SOLE | 9,789 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 1,290 | 45,601 | SH | SOLE | 45,601 | 0 | 0 | ||
FEDERATED NATIONAL HOLDING C | COMMON STOCK USD.01 | 31422T101 | 579 | 30,972 | SH | SOLE | 30,972 | 0 | 0 | ||
FEDEX CORP | COMMON STOCK USD.1 | 31428X106 | 8,149 | 43,765 | SH | SOLE | 43,765 | 0 | 0 | ||
FELCOR LODGING TRUST INC | REIT USD.01 | 31430F101 | 499 | 62,354 | SH | SOLE | 62,354 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 5,588 | 207,203 | SH | SOLE | 207,203 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 6,050 | 165,152 | SH | SOLE | 165,152 | 0 | 0 | ||
FIRST CITIZENS BCSHS CL A | COMMON STOCK USD1.0 | 31946M103 | 1,498 | 4,219 | SH | SOLE | 4,219 | 0 | 0 | ||
FIRST FINANCIAL NORTHWEST | COMMON STOCK USD.01 | 32022K102 | 474 | 24,019 | SH | SOLE | 24,019 | 0 | 0 | ||
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 1,230 | 35,325 | SH | SOLE | 35,325 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 941 | 33,545 | SH | SOLE | 33,545 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 5,045 | 162,894 | SH | SOLE | 162,894 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 1,329 | 12,503 | SH | SOLE | 12,503 | 0 | 0 | ||
FIVE PRIME THERAPEUTICS INC | COMMON STOCK USD.001 | 33830X104 | 883 | 17,629 | SH | SOLE | 17,629 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | COMMON STOCK USD.001 | 33938J106 | 371 | 19,491 | SH | SOLE | 19,491 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 730 | 20,177 | SH | SOLE | 20,177 | 0 | 0 | ||
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 516 | 25,860 | SH | SOLE | 25,860 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COMMON STOCK USD.01 | 30249U101 | 1,708 | 48,072 | SH | SOLE | 48,072 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 6,078 | 85,745 | SH | SOLE | 85,745 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 8,517 | 702,146 | SH | SOLE | 702,146 | 0 | 0 | ||
FOREST CITY REALTY TRUST A | REIT USD.01 | 345605109 | 1,146 | 55,006 | SH | SOLE | 55,006 | 0 | 0 | ||
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 492 | 16,337 | SH | SOLE | 16,337 | 0 | 0 | ||
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 4,365 | 81,646 | SH | SOLE | 81,646 | 0 | 0 | ||
FOUR CORNERS PROPERTY TRUST | REIT USD.0001 | 35086T109 | 223 | 10,887 | SH | SOLE | 10,887 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 2,260 | 57,100 | SH | SOLE | 57,100 | 0 | 0 | ||
FRANKLIN STREET PROPERTIES C | REIT USD.0001 | 35471R106 | 243 | 18,746 | SH | SOLE | 18,746 | 0 | 0 | ||
FXCM INC | SR UNSECURED 06/18 2.25 | 302693AB2 | 6,527 | 12,200,000 | SH | SOLE | 8,215,000 | 0 | 3,985,000 | ||
GAMESTOP CORP CLASS A | COMMON STOCK USD.001 | 36467W109 | 460 | 18,201 | SH | SOLE | 18,201 | 0 | 0 | ||
GAMING AND LEISURE PROPERTIE | REIT | 36467J108 | 485 | 15,840 | SH | SOLE | 15,840 | 0 | 0 | ||
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 1,305 | 58,138 | SH | SOLE | 58,138 | 0 | 0 | ||
GARMIN LTD | COMMON STOCK CHF10.0 | H2906T109 | 2,209 | 45,552 | SH | SOLE | 45,552 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 1,399 | 13,839 | SH | SOLE | 13,839 | 0 | 0 | ||
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 2,524 | 61,950 | SH | SOLE | 61,950 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 14,096 | 81,640 | SH | SOLE | 81,640 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 10,583 | 334,919 | SH | SOLE | 334,919 | 0 | 0 | ||
GENERAL GROWTH PROPERTIES | REIT USD.01 | 370023103 | 1,581 | 63,301 | SH | SOLE | 63,301 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 7,581 | 217,598 | SH | SOLE | 217,598 | 0 | 0 | ||
GENERAL MOTORS CO WTS | CALL EXP 10JUL19 | 37045V126 | 3,044 | 177,681 | SH | SOLE | 177,681 | 0 | 0 | ||
GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 | 485 | 5,072 | SH | SOLE | 5,072 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 17,764 | 248,064 | SH | SOLE | 248,064 | 0 | 0 | ||
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 483 | 6,959 | SH | SOLE | 6,959 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 11,894 | 49,671 | SH | SOLE | 49,671 | 0 | 0 | ||
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 4,456 | 144,362 | SH | SOLE | 144,362 | 0 | 0 | ||
GOVERNMENT PROPERTIES INCOME | REIT USD.01 | 38376A103 | 1,029 | 53,968 | SH | SOLE | 53,968 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 1,277 | 117,680 | SH | SOLE | 117,680 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 1,649 | 37,829 | SH | SOLE | 37,829 | 0 | 0 | ||
GREEN PLAINS INC | COMMON STOCK USD.001 | 393222104 | 423 | 15,205 | SH | SOLE | 15,205 | 0 | 0 | ||
GREENBRIER COMPANIES INC | COMMON STOCK | 393657101 | 1,984 | 47,751 | SH | SOLE | 47,751 | 0 | 0 | ||
GREENHILL CO INC | COMMON STOCK USD.01 | 395259104 | 1,350 | 48,738 | SH | SOLE | 48,738 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COMMON STOCK USD.01 | 398905109 | 1,035 | 13,278 | SH | SOLE | 13,278 | 0 | 0 | ||
GUARANTY BANCORP | COMMON STOCK USD.001 | 40075T607 | 715 | 29,551 | SH | SOLE | 29,551 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | COMMON STOCK USD.0001 | 40171V100 | 462 | 9,366 | SH | SOLE | 9,366 | 0 | 0 | ||
GULFPORT ENERGY CORP | COMMON STOCK USD.01 | 402635304 | 260 | 12,030 | SH | SOLE | 12,030 | 0 | 0 | ||
HR BLOCK INC | COMMON STOCK | 093671105 | 4,065 | 176,828 | SH | SOLE | 176,828 | 0 | 0 | ||
HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 | 1,166 | 66,003 | SH | SOLE | 66,003 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | COMMON STOCK USD.001 | 40637H109 | 448 | 45,331 | SH | SOLE | 45,331 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 3,971 | 43,638 | SH | SOLE | 43,638 | 0 | 0 | ||
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 712 | 12,206 | SH | SOLE | 12,206 | 0 | 0 | ||
HARMAN INTERNATIONAL | COMMON STOCK USD.01 | 413086109 | 2,634 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
HARRIS CORP | COMMON STOCK USD1. | 413875105 | 1,797 | 17,532 | SH | SOLE | 17,532 | 0 | 0 | ||
HAVERTY FURNITURE | COMMON STOCK USD1.0 | 419596101 | 996 | 42,022 | SH | SOLE | 42,022 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 644 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
HCA HOLDINGS INC | COMMON STOCK USD.01 | 40412C101 | 19,271 | 260,344 | SH | SOLE | 260,344 | 0 | 0 | ||
HCP INC | REIT USD1.0 | 40414L109 | 531 | 17,852 | SH | SOLE | 17,852 | 0 | 0 | ||
HEADWATERS INC | COMMON STOCK USD.001 | 42210P102 | 2,597 | 110,400 | SH | SOLE | 110,400 | 0 | 0 | ||
HECLA MINING CO | COMMON STOCK USD.25 | 422704106 | 655 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 720 | 9,329 | SH | SOLE | 9,329 | 0 | 0 | ||
HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 | 3,992 | 51,582 | SH | SOLE | 51,582 | 0 | 0 | ||
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 1,468 | 9,675 | SH | SOLE | 9,675 | 0 | 0 | ||
HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 42727J102 | 2,043 | 130,357 | SH | SOLE | 130,357 | 0 | 0 | ||
HESKA CORP | COMMON STOCK USD.001 | 42805E306 | 579 | 8,083 | SH | SOLE | 8,083 | 0 | 0 | ||
HESS CORP | COMMON STOCK USD1.0 | 42809H107 | 14,875 | 238,809 | SH | SOLE | 238,809 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRIS | COMMON STOCK USD.01 | 42824C109 | 13,890 | 600,257 | SH | SOLE | 600,257 | 0 | 0 | ||
HIBBETT SPORTS INC | COMMON STOCK USD.01 | 428567101 | 674 | 18,080 | SH | SOLE | 18,080 | 0 | 0 | ||
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 2,084 | 40,847 | SH | SOLE | 40,847 | 0 | 0 | ||
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 3,079 | 54,849 | SH | SOLE | 54,849 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 525 | 28,890 | SH | SOLE | 28,890 | 0 | 0 | ||
HOLLYSYS AUTOMATION TECHNOLO | COMMON STOCK USD.0001 | G45667105 | 481 | 26,268 | SH | SOLE | 26,268 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 6,138 | 152,982 | SH | SOLE | 152,982 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 16,392 | 122,253 | SH | SOLE | 122,253 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 19,144 | 165,245 | SH | SOLE | 165,245 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 4,399 | 138,580 | SH | SOLE | 138,580 | 0 | 0 | ||
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 1,353 | 71,789 | SH | SOLE | 71,789 | 0 | 0 | ||
HOULIHAN LOKEY INC | COMMON STOCK USD.001 | 441593100 | 1,288 | 41,375 | SH | SOLE | 41,375 | 0 | 0 | ||
HP INC | COMMON STOCK USD.01 | 40434L105 | 1,116 | 75,188 | SH | SOLE | 75,188 | 0 | 0 | ||
HSN INC | COMMON STOCK USD.01 | 404303109 | 351 | 10,222 | SH | SOLE | 10,222 | 0 | 0 | ||
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 347 | 7,386 | SH | SOLE | 7,386 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 444097109 | 1,010 | 29,029 | SH | SOLE | 29,029 | 0 | 0 | ||
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 726 | 7,479 | SH | SOLE | 7,479 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 6,154 | 33,412 | SH | SOLE | 33,412 | 0 | 0 | ||
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 1,203 | 63,039 | SH | SOLE | 63,039 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 12,081 | 1,612,972 | SH | SOLE | 51,348 | 0 | 1,561,624 | ||
ICU MEDICAL INC | COMMON STOCK USD.1 | 44930G107 | 776 | 5,267 | SH | SOLE | 5,267 | 0 | 0 | ||
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 942 | 10,458 | SH | SOLE | 10,458 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 126 | 1,075 | SH | SOLE | 1,075 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 3,244 | 26,494 | SH | SOLE | 26,494 | 0 | 0 | ||
IMPAX LABORATORIES INC | COMMON STOCK USD.01 | 45256B101 | 250 | 18,841 | SH | SOLE | 18,841 | 0 | 0 | ||
INC RESEARCH HOLDINGS INC A | COMMON STOCK USD.01 | 45329R109 | 1,525 | 28,985 | SH | SOLE | 28,985 | 0 | 0 | ||
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 986 | 9,830 | SH | SOLE | 9,830 | 0 | 0 | ||
INDEPENDENT BANK GROUP INC | COMMON STOCK USD.01 | 45384B106 | 660 | 10,584 | SH | SOLE | 10,584 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 17,743 | 236,446 | SH | SOLE | 236,446 | 0 | 0 | ||
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 5,117 | 40,951 | SH | SOLE | 40,951 | 0 | 0 | ||
INNOPHOS HOLDINGS INC | COMMON STOCK USD.001 | 45774N108 | 452 | 8,648 | SH | SOLE | 8,648 | 0 | 0 | ||
INOTEK PHARMACEUTICALS CORP | COMMON STOCK USD.01 | 45780V102 | 468 | 76,784 | SH | SOLE | 76,784 | 0 | 0 | ||
INSYS THERAPEUTICS INC | COMMON STOCK USD.0002145 | 45824V209 | 337 | 36,606 | SH | SOLE | 36,606 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC | COMMON STOCK USD.001 | 458118106 | 1,417 | 60,154 | SH | SOLE | 60,154 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 11,307 | 311,740 | SH | SOLE | 311,740 | 0 | 0 | ||
INTELIQUENT INC | COMMON STOCK USD.001 | 45825N107 | 507 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
INTER PARFUMS INC | COMMON STOCK USD.001 | 458334109 | 402 | 12,264 | SH | SOLE | 12,264 | 0 | 0 | ||
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 6,331 | 69,301 | SH | SOLE | 69,301 | 0 | 0 | ||
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 2,242 | 120,860 | SH | SOLE | 120,860 | 0 | 0 | ||
INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 459044103 | 2,191 | 53,703 | SH | SOLE | 53,703 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | COMMON STOCK USD.1 | G4863A108 | 3,006 | 117,805 | SH | SOLE | 117,805 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 6,426 | 121,115 | SH | SOLE | 121,115 | 0 | 0 | ||
INTERSIL CORP A | COMMON STOCK USD.01 | 46069S109 | 2,607 | 116,900 | SH | SOLE | 116,900 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 7,837 | 47,211 | SH | SOLE | 47,211 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 2,478 | 21,621 | SH | SOLE | 21,621 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 1,734 | 124,324 | SH | SOLE | 124,324 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK | 462044207 | 182 | 30,400 | SH | SOLE | 14,150 | 0 | 16,250 | ||
IONIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 462222100 | 516 | 10,787 | SH | SOLE | 10,787 | 0 | 0 | ||
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 491 | 4,970 | SH | SOLE | 4,970 | 0 | 0 | ||
ISHARES CORE MSCI EAFE ETF | ISHARES CORE MSCI EAFE ETF | 46432F842 | 49,345 | 920,107 | SH | SOLE | 920,107 | 0 | 0 | ||
ISHARES MSCI CANADA ETF | ISHARES MSCI CANADA ETF | 464286509 | 8,080 | 308,983 | SH | SOLE | 308,983 | 0 | 0 | ||
ISHARES MSCI EAFE VALUE ETF | ISHARES MSCI EAFE VALUE ETF | 464288877 | 49,124 | 1,039,666 | SH | SOLE | 1,039,666 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 24,177 | 690,581 | SH | SOLE | 523,320 | 0 | 167,261 | ||
ISHARES MSCI HONG KONG ETF | ISHARES MSCI HONG KONG ETF | 464286871 | 13,110 | 672,976 | SH | SOLE | 672,976 | 0 | 0 | ||
ISHARES MSCI JAPAN ETF | ISHARES MSCI JAPAN ETF | 46434G822 | 14,078 | 288,139 | SH | SOLE | 288,139 | 0 | 0 | ||
ISLE OF CAPRI CASINOS | COMMON STOCK USD.01 | 464592104 | 669 | 27,100 | SH | SOLE | 27,100 | 0 | 0 | ||
ISTAR INC | REIT USD.001 | 45031U101 | 67 | 5,456 | SH | SOLE | 5,456 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 7,458 | 91,168 | SH | SOLE | 91,168 | 0 | 0 | ||
JABIL CIRCUIT INC | COMMON STOCK USD.001 | 466313103 | 2,125 | 89,782 | SH | SOLE | 89,782 | 0 | 0 | ||
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 3,354 | 37,782 | SH | SOLE | 37,782 | 0 | 0 | ||
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 1,139 | 10,199 | SH | SOLE | 10,199 | 0 | 0 | ||
JAMES RIVER GROUP HOLDINGS L | COMMON STOCK USD.0002 | G5005R107 | 603 | 14,507 | SH | SOLE | 14,507 | 0 | 0 | ||
JIVE SOFTWARE INC | COMMON STOCK | 47760A108 | 26 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 10,330 | 80,668 | SH | SOLE | 80,668 | 0 | 0 | ||
JOHN B. SANFILIPPO SON INC | COMMON STOCK USD.01 | 800422107 | 732 | 10,396 | SH | SOLE | 10,396 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | COMMON STOCK USD.01 | 477839104 | 992 | 11,546 | SH | SOLE | 11,546 | 0 | 0 | ||
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 18,263 | 158,522 | SH | SOLE | 158,522 | 0 | 0 | ||
JOY GLOBAL INC | COMMON STOCK USD1.0 | 481165108 | 409 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 46,418 | 537,928 | SH | SOLE | 537,928 | 0 | 0 | ||
KADANT INC | COMMON STOCK USD.01 | 48282T104 | 887 | 14,490 | SH | SOLE | 14,490 | 0 | 0 | ||
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 690 | 29,852 | SH | SOLE | 29,852 | 0 | 0 | ||
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 869 | 11,862 | SH | SOLE | 11,862 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 6,097 | 53,428 | SH | SOLE | 53,428 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 517 | 20,532 | SH | SOLE | 20,532 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 1,512 | 73,001 | SH | SOLE | 73,001 | 0 | 0 | ||
KITE PHARMA INC | COMMON STOCK USD.001 | 49803L109 | 480 | 10,708 | SH | SOLE | 10,708 | 0 | 0 | ||
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 1,998 | 25,397 | SH | SOLE | 25,397 | 0 | 0 | ||
KNOLL INC | COMMON STOCK USD.01 | 498904200 | 1,583 | 56,686 | SH | SOLE | 56,686 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 2,557 | 51,780 | SH | SOLE | 51,780 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COMMON STOCK USD.01 | 50060P106 | 376 | 9,319 | SH | SOLE | 9,319 | 0 | 0 | ||
KORN/FERRY INTERNATIONAL | COMMON STOCK USD.01 | 500643200 | 1,887 | 64,114 | SH | SOLE | 64,114 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COMMON STOCK USD.01 | 500754106 | 4,810 | 55,080 | SH | SOLE | 55,080 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 898 | 26,030 | SH | SOLE | 26,030 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 1,675 | 53,952 | SH | SOLE | 53,952 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 23,193 | 219,362 | SH | SOLE | 219,362 | 0 | 0 | ||
LAMAR ADVERTISING CO A | REIT USD.001 | 512816109 | 2,220 | 33,023 | SH | SOLE | 33,023 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 797 | 9,348 | SH | SOLE | 9,348 | 0 | 0 | ||
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 1,994 | 90,445 | SH | SOLE | 90,445 | 0 | 0 | ||
LASALLE HOTEL PROPERTIES | REIT USD.01 | 517942108 | 2,978 | 97,745 | SH | SOLE | 97,745 | 0 | 0 | ||
LAZARD LTD CL A | COMMON STOCK USD.01 | G54050102 | 2,109 | 51,331 | SH | SOLE | 51,331 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 7,773 | 58,721 | SH | SOLE | 58,721 | 0 | 0 | ||
LEGACYTEXAS FINANCIAL GROUP | COMMON STOCK USD.01 | 52471Y106 | 1,785 | 41,444 | SH | SOLE | 41,444 | 0 | 0 | ||
LENDINGTREE INC | COMMON STOCK USD.01 | 52603B107 | 460 | 4,537 | SH | SOLE | 4,537 | 0 | 0 | ||
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 603 | 14,043 | SH | SOLE | 14,043 | 0 | 0 | ||
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 721 | 4,705 | SH | SOLE | 4,705 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK USD.01 | 52729N308 | 13,941 | 247,362 | SH | SOLE | 247,362 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP Q A | TRACKING STK USD.01 | 53071M104 | 3,923 | 196,349 | SH | SOLE | 196,349 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 1,538 | 38,943 | SH | SOLE | 38,943 | 0 | 0 | ||
LIFEPOINT HEALTH INC | COMMON STOCK USD.01 | 53219L109 | 2,288 | 40,288 | SH | SOLE | 40,288 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 864 | 8,502 | SH | SOLE | 8,502 | 0 | 0 | ||
LINEAR TECHNOLOGY CORP | COMMON STOCK USD.001 | 535678106 | 2,588 | 41,500 | SH | SOLE | 41,500 | 0 | 0 | ||
LIONS GATE ENTERTAINMENT B | COMMON STOCK | 535919500 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 | 400 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
LOGMEIN INC W/I | COMMON STOCK USD.01 | 54142L109 | 464 | 4,806 | SH | SOLE | 4,806 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 528 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 3,979 | 55,954 | SH | SOLE | 55,954 | 0 | 0 | ||
LTC PROPERTIES INC | REIT USD.01 | 502175102 | 570 | 12,124 | SH | SOLE | 12,124 | 0 | 0 | ||
LYDALL INC | COMMON STOCK USD.1 | 550819106 | 487 | 7,878 | SH | SOLE | 7,878 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 9,755 | 113,723 | SH | SOLE | 113,723 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 922 | 36,627 | SH | SOLE | 36,627 | 0 | 0 | ||
MACERICH CO/THE | REIT USD.01 | 554382101 | 435 | 6,134 | SH | SOLE | 6,134 | 0 | 0 | ||
MACK CALI REALTY CORP | REIT USD.01 | 554489104 | 885 | 30,502 | SH | SOLE | 30,502 | 0 | 0 | ||
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 2,448 | 68,368 | SH | SOLE | 68,368 | 0 | 0 | ||
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 2,773 | 55,659 | SH | SOLE | 55,659 | 0 | 0 | ||
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 2,523 | 47,568 | SH | SOLE | 47,568 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 1,089 | 21,621 | SH | SOLE | 21,621 | 0 | 0 | ||
MARCUS CORPORATION | COMMON STOCK USD1.0 | 566330106 | 1,176 | 37,348 | SH | SOLE | 37,348 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 1,649 | 19,440 | SH | SOLE | 19,440 | 0 | 0 | ||
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 1,079 | 15,971 | SH | SOLE | 15,971 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 898 | 28,404 | SH | SOLE | 28,404 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 1,567 | 23,254 | SH | SOLE | 23,254 | 0 | 0 | ||
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 3,904 | 37,808 | SH | SOLE | 37,808 | 0 | 0 | ||
MATRIX SERVICE CO | COMMON STOCK USD.01 | 576853105 | 1,542 | 67,925 | SH | SOLE | 67,925 | 0 | 0 | ||
MAXIMUS INC | COMMON STOCK | 577933104 | 509 | 9,131 | SH | SOLE | 9,131 | 0 | 0 | ||
MB FINANCIAL INC | COMMON STOCK USD.01 | 55264U108 | 27 | 575 | SH | SOLE | 575 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 6,161 | 50,616 | SH | SOLE | 50,616 | 0 | 0 | ||
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 2,780 | 19,793 | SH | SOLE | 19,793 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COMMON STOCK USD.01 | 582839106 | 9,520 | 134,538 | SH | SOLE | 134,538 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 988 | 80,326 | SH | SOLE | 80,326 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 486 | 7,293 | SH | SOLE | 7,293 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 16,286 | 228,634 | SH | SOLE | 228,634 | 0 | 0 | ||
MENTOR GRAPHICS CORP | COMMON STOCK | 587200106 | 3,492 | 94,660 | SH | SOLE | 94,660 | 0 | 0 | ||
MERCADOLIBRE INC | COMMON STOCK USD.001 | 58733R102 | 497 | 3,183 | SH | SOLE | 3,183 | 0 | 0 | ||
MERCK CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 31,695 | 538,383 | SH | SOLE | 538,383 | 0 | 0 | ||
MERIDIAN BANCORP INC | COMMON STOCK | 58958U103 | 906 | 47,924 | SH | SOLE | 47,924 | 0 | 0 | ||
MERITAGE HOMES CORP | COMMON STOCK USD.01 | 59001A102 | 1,374 | 39,470 | SH | SOLE | 39,470 | 0 | 0 | ||
METALDYNE PERFORMANCE GROUP | COMMON STOCK USD.001 | 59116R107 | 2,063 | 89,900 | SH | SOLE | 89,900 | 0 | 0 | ||
METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 591520200 | 1,487 | 35,962 | SH | SOLE | 35,962 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 1,178 | 21,857 | SH | SOLE | 21,857 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 491 | 1,172 | SH | SOLE | 1,172 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 1,271 | 124,776 | SH | SOLE | 124,776 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COMMON STOCK | G60754101 | 4,283 | 99,659 | SH | SOLE | 99,659 | 0 | 0 | ||
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 446 | 21,815 | SH | SOLE | 21,815 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 595017104 | 492 | 7,667 | SH | SOLE | 7,667 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 1,778 | 81,100 | SH | SOLE | 81,100 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 48,936 | 787,507 | SH | SOLE | 787,507 | 0 | 0 | ||
MICROSTRATEGY INC CL A | COMMON STOCK USD.001 | 594972408 | 1,692 | 8,570 | SH | SOLE | 8,570 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 1,371 | 14,006 | SH | SOLE | 14,006 | 0 | 0 | ||
MIDDLEBY CORP | COMMON STOCK USD.01 | 596278101 | 1,094 | 8,492 | SH | SOLE | 8,492 | 0 | 0 | ||
MIMEDX GROUP INC | COMMON STOCK USD.001 | 602496101 | 1,938 | 218,712 | SH | SOLE | 218,712 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 5,721 | 74,055 | SH | SOLE | 74,055 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 2,161 | 36,376 | SH | SOLE | 36,376 | 0 | 0 | ||
MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 608190104 | 13,740 | 68,809 | SH | SOLE | 68,809 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 633 | 11,663 | SH | SOLE | 11,663 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 10,576 | 238,581 | SH | SOLE | 238,581 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 417 | 21,028 | SH | SOLE | 21,028 | 0 | 0 | ||
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 1,053 | 11,170 | SH | SOLE | 11,170 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 3,177 | 75,188 | SH | SOLE | 75,188 | 0 | 0 | ||
MRC GLOBAL INC | COMMON STOCK USD.01 | 55345K103 | 420 | 20,706 | SH | SOLE | 20,706 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 7,345 | 235,945 | SH | SOLE | 235,945 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COMMON STOCK USD.01 | 637071101 | 929 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 3,704 | 83,804 | SH | SOLE | 83,804 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 207 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
NAUTILUS INC | COMMON STOCK | 63910B102 | 668 | 36,114 | SH | SOLE | 36,114 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 1,078 | 68,887 | SH | SOLE | 68,887 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 8,468 | 208,782 | SH | SOLE | 208,782 | 0 | 0 | ||
NEENAH PAPER INC | COMMON STOCK USD.01 | 640079109 | 392 | 4,605 | SH | SOLE | 4,605 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 3,894 | 110,405 | SH | SOLE | 110,405 | 0 | 0 | ||
NETEASE INC ADR | ADR USD.0001 | 64110W102 | 36,614 | 170,028 | SH | SOLE | 79,278 | 0 | 90,750 | ||
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 568 | 14,679 | SH | SOLE | 14,679 | 0 | 0 | ||
NEUSTAR INC CLASS A | COMMON STOCK USD.001 | 64126X201 | 728 | 21,808 | SH | SOLE | 21,808 | 0 | 0 | ||
NEW JERSEY RESOURCES CORP | COMMON STOCK USD2.5 | 646025106 | 554 | 15,593 | SH | SOLE | 15,593 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 7,725 | 173,023 | SH | SOLE | 173,023 | 0 | 0 | ||
NEWMARKET CORP | COMMON STOCK | 651587107 | 493 | 1,162 | SH | SOLE | 1,162 | 0 | 0 | ||
NEWMONT MINING CORP | COMMON STOCK USD1.6 | 651639106 | 1,172 | 34,396 | SH | SOLE | 34,396 | 0 | 0 | ||
NEWPARK RESOURCES INC | COMMON STOCK USD.01 | 651718504 | 314 | 41,803 | SH | SOLE | 41,803 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 3,186 | 26,667 | SH | SOLE | 26,667 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK USD1.0 | 654106103 | 489 | 9,615 | SH | SOLE | 9,615 | 0 | 0 | ||
NMI HOLDINGS INC CLASS A | COMMON STOCK USD.01 | 629209305 | 2,086 | 195,833 | SH | SOLE | 195,833 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK USD.01 | 655044105 | 1,610 | 42,298 | SH | SOLE | 42,298 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 1,604 | 14,312 | SH | SOLE | 14,312 | 0 | 0 | ||
NORDSTROM INC | COMMON STOCK | 655664100 | 1,693 | 35,325 | SH | SOLE | 35,325 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 1,889 | 17,476 | SH | SOLE | 17,476 | 0 | 0 | ||
NORTHWEST NATURAL GAS CO | COMMON STOCK USD3.167 | 667655104 | 398 | 6,655 | SH | SOLE | 6,655 | 0 | 0 | ||
NOW INC | COMMON STOCK USD.01 | 67011P100 | 1,425 | 69,617 | SH | SOLE | 69,617 | 0 | 0 | ||
NRG YIELD INC CLASS A | COMMON STOCK USD.01 | 62942X306 | 463 | 30,161 | SH | SOLE | 30,161 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COMMON STOCK USD.001 | 67020Y100 | 3,109 | 208,625 | SH | SOLE | 208,625 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 961 | 16,151 | SH | SOLE | 16,151 | 0 | 0 | ||
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 498 | 7,399 | SH | SOLE | 7,399 | 0 | 0 | ||
NVR INC | COMMON STOCK USD.01 | 62944T105 | 417 | 250 | SH | SOLE | 250 | 0 | 0 | ||
NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 | 2,597 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
OASIS PETROLEUM INC | COMMON STOCK USD.01 | 674215108 | 1,198 | 79,151 | SH | SOLE | 79,151 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 24,250 | 340,453 | SH | SOLE | 340,453 | 0 | 0 | ||
OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 | 1,001 | 76,420 | SH | SOLE | 76,420 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 2,194 | 65,603 | SH | SOLE | 65,603 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 716 | 8,345 | SH | SOLE | 8,345 | 0 | 0 | ||
OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 681116109 | 1,518 | 53,351 | SH | SOLE | 53,351 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 6,434 | 205,819 | SH | SOLE | 205,819 | 0 | 0 | ||
OMEGA PROTEIN CORP | COMMON STOCK USD.01 | 68210P107 | 1,356 | 54,140 | SH | SOLE | 54,140 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 956 | 14,941 | SH | SOLE | 14,941 | 0 | 0 | ||
ONEOK INC | COMMON STOCK USD.01 | 682680103 | 1,181 | 20,572 | SH | SOLE | 20,572 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 17,464 | 454,189 | SH | SOLE | 454,189 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 2,183 | 248,666 | SH | SOLE | 248,666 | 0 | 0 | ||
ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 686688102 | 2,220 | 41,396 | SH | SOLE | 41,396 | 0 | 0 | ||
OWENS CORNING | COMMON STOCK USD.001 | 690742101 | 5,962 | 115,627 | SH | SOLE | 115,627 | 0 | 0 | ||
OWENS REALTY MORTGAGE INC | REIT USD.01 | 690828108 | 333 | 17,965 | SH | SOLE | 17,965 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 695127100 | 761 | 23,548 | SH | SOLE | 23,548 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 5,643 | 66,526 | SH | SOLE | 66,526 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 5,380 | 98,823 | SH | SOLE | 98,823 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COMMON STOCK USD.0001 | 697435105 | 966 | 7,724 | SH | SOLE | 7,724 | 0 | 0 | ||
PAREXEL INTERNATIONAL CORP | COMMON STOCK USD.01 | 699462107 | 2,991 | 45,511 | SH | SOLE | 45,511 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 12,366 | 88,325 | SH | SOLE | 88,325 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 | 614 | 22,802 | SH | SOLE | 22,802 | 0 | 0 | ||
PC CONNECTION INC | COMMON STOCK USD.01 | 69318J100 | 371 | 13,219 | SH | SOLE | 13,219 | 0 | 0 | ||
PDC ENERGY INC | COMMON STOCK USD.01 | 69327R101 | 902 | 12,424 | SH | SOLE | 12,424 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 1,173 | 39,430 | SH | SOLE | 39,430 | 0 | 0 | ||
PENN REAL ESTATE INVEST TST | REIT USD1.0 | 709102107 | 125 | 6,610 | SH | SOLE | 6,610 | 0 | 0 | ||
PEOPLE S UTAH BANCORP | COMMON STOCK USD.01 | 712706209 | 344 | 12,808 | SH | SOLE | 12,808 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 17,364 | 165,957 | SH | SOLE | 165,957 | 0 | 0 | ||
PFENEX INC | COMMON STOCK USD.001 | 717071104 | 316 | 34,797 | SH | SOLE | 34,797 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 21,402 | 658,926 | SH | SOLE | 658,926 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 10,165 | 111,103 | SH | SOLE | 111,103 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 720190206 | 942 | 45,037 | SH | SOLE | 45,037 | 0 | 0 | ||
PINNACLE ENTERTAINMENT INC | COMMON STOCK USD.01 | 72348Y105 | 799 | 55,124 | SH | SOLE | 55,124 | 0 | 0 | ||
PLANET FITNESS INC CL A | COMMON STOCK USD.0001 | 72703H101 | 427 | 21,225 | SH | SOLE | 21,225 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 2,728 | 23,320 | SH | SOLE | 23,320 | 0 | 0 | ||
POLARIS INDUSTRIES INC | COMMON STOCK USD.01 | 731068102 | 483 | 5,859 | SH | SOLE | 5,859 | 0 | 0 | ||
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 2,022 | 63,122 | SH | SOLE | 63,122 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 3,186 | 72,711 | SH | SOLE | 72,711 | 0 | 0 | ||
POSCO SPON ADR | ADR | 693483109 | 5,319 | 101,226 | SH | SOLE | 101,226 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 3,338 | 41,527 | SH | SOLE | 41,527 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 11,312 | 119,370 | SH | SOLE | 119,370 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK USD.01 | 74005P104 | 1,402 | 11,963 | SH | SOLE | 11,963 | 0 | 0 | ||
PREFERRED BANK/LOS ANGELES | COMMON STOCK | 740367404 | 413 | 7,871 | SH | SOLE | 7,871 | 0 | 0 | ||
PREMIER INC CLASS A | COMMON STOCK USD.01 | 74051N102 | 479 | 15,783 | SH | SOLE | 15,783 | 0 | 0 | ||
PRESTIGE BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 74112D101 | 1,221 | 23,441 | SH | SOLE | 23,441 | 0 | 0 | ||
PRICELINE GROUP INC/THE | COMMON STOCK USD.008 | 741503403 | 1,356 | 925 | SH | SOLE | 925 | 0 | 0 | ||
PRIVATEBANCORP INC | COMMON STOCK | 742962103 | 612 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
PROCTER GAMBLE CO WHEN DIS | COMMON STOCK | 742718109 | 26,307 | 312,875 | SH | SOLE | 312,875 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 9,597 | 181,804 | SH | SOLE | 181,804 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 743606105 | 4,807 | 66,963 | SH | SOLE | 66,963 | 0 | 0 | ||
PROTHENA CORP PLC | COMMON STOCK USD.01 | G72800108 | 712 | 14,475 | SH | SOLE | 14,475 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 7,207 | 69,257 | SH | SOLE | 69,257 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 3,106 | 26,660 | SH | SOLE | 26,660 | 0 | 0 | ||
PTC INC | COMMON STOCK USD.01 | 69370C100 | 479 | 10,350 | SH | SOLE | 10,350 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 6,956 | 31,121 | SH | SOLE | 31,121 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 897 | 48,825 | SH | SOLE | 48,825 | 0 | 0 | ||
QTS REALTY TRUST INC CL A | REIT USD.01 | 74736A103 | 664 | 13,371 | SH | SOLE | 13,371 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 5,879 | 90,174 | SH | SOLE | 90,174 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 2,027 | 64,048 | SH | SOLE | 64,048 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 8,721 | 250,247 | SH | SOLE | 250,247 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 1,110 | 12,081 | SH | SOLE | 12,081 | 0 | 0 | ||
QUINTILES IMS HOLDINGS INC | COMMON STOCK USD.01 | 74876Y101 | 7,684 | 101,035 | SH | SOLE | 101,035 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 11,079 | 616,178 | SH | SOLE | 616,178 | 0 | 0 | ||
RAMCO GERSHENSON PROPERTIES | REIT USD.01 | 751452202 | 317 | 19,129 | SH | SOLE | 19,129 | 0 | 0 | ||
RAVEN INDUSTRIES INC | COMMON STOCK USD1.0 | 754212108 | 495 | 19,649 | SH | SOLE | 19,649 | 0 | 0 | ||
RAYONIER ADVANCED MATERIALS | COMMON STOCK USD.01 | 75508B104 | 559 | 36,162 | SH | SOLE | 36,162 | 0 | 0 | ||
RAYONIER INC | REIT | 754907103 | 472 | 17,763 | SH | SOLE | 17,763 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 8,626 | 60,743 | SH | SOLE | 60,743 | 0 | 0 | ||
REALOGY HOLDINGS CORP | COMMON STOCK USD.01 | 75605Y106 | 988 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
REALPAGE INC | COMMON STOCK USD.001 | 75606N109 | 1,239 | 41,284 | SH | SOLE | 41,284 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 2,104 | 36,604 | SH | SOLE | 36,604 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 1,630 | 23,385 | SH | SOLE | 23,385 | 0 | 0 | ||
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 1,268 | 18,396 | SH | SOLE | 18,396 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 561 | 39,078 | SH | SOLE | 39,078 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 759351604 | 8,387 | 66,650 | SH | SOLE | 66,650 | 0 | 0 | ||
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 2,892 | 36,365 | SH | SOLE | 36,365 | 0 | 0 | ||
REPUBLIC BANCORP INC CLASS A | COMMON STOCK | 760281204 | 462 | 11,693 | SH | SOLE | 11,693 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 2,921 | 51,196 | SH | SOLE | 51,196 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 1,816 | 85,931 | SH | SOLE | 85,931 | 0 | 0 | ||
RETAIL PROPERTIES OF AME A | REIT USD.001 | 76131V202 | 950 | 61,977 | SH | SOLE | 61,977 | 0 | 0 | ||
REXNORD CORP | COMMON STOCK USD.01 | 76169B102 | 1,329 | 67,830 | SH | SOLE | 67,830 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COMMON STOCK USD.0001 | 761713106 | 9,761 | 174,176 | SH | SOLE | 174,176 | 0 | 0 | ||
RICE ENERGY INC | COMMON STOCK USD.01 | 762760106 | 593 | 27,756 | SH | SOLE | 27,756 | 0 | 0 | ||
RLJ LODGING TRUST | REIT | 74965L101 | 533 | 21,757 | SH | SOLE | 21,757 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 492 | 3,661 | SH | SOLE | 3,661 | 0 | 0 | ||
ROGERS CORP | COMMON STOCK USD1.0 | 775133101 | 796 | 10,358 | SH | SOLE | 10,358 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 1,299 | 19,802 | SH | SOLE | 19,802 | 0 | 0 | ||
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 851 | 45,053 | SH | SOLE | 45,053 | 0 | 0 | ||
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 550 | 10,215 | SH | SOLE | 10,215 | 0 | 0 | ||
RPX CORP | COMMON STOCK USD.0001 | 74972G103 | 626 | 57,989 | SH | SOLE | 57,989 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 850 | 36,390 | SH | SOLE | 36,390 | 0 | 0 | ||
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 472 | 25,814 | SH | SOLE | 25,814 | 0 | 0 | ||
RYDER SYSTEM INC | COMMON STOCK USD.5 | 783549108 | 749 | 10,065 | SH | SOLE | 10,065 | 0 | 0 | ||
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 409 | 30,663 | SH | SOLE | 30,663 | 0 | 0 | ||
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 216 | 3,435 | SH | SOLE | 3,435 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 565 | 23,154 | SH | SOLE | 23,154 | 0 | 0 | ||
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X204 | 501 | 68,649 | SH | SOLE | 48,649 | 0 | 20,000 | ||
SAGE THERAPEUTICS INC | COMMON STOCK USD.0001 | 78667J108 | 691 | 13,528 | SH | SOLE | 13,528 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 722 | 27,332 | SH | SOLE | 27,332 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COMPANY GUAR 10/20 0.00000 | 80007PBC2 | 1,970 | 1,581,324 | SH | SOLE | 914,908 | 0 | 666,416 | ||
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 1,590 | 67,526 | SH | SOLE | 38,807 | 0 | 28,719 | ||
SANMINA CORP | COMMON STOCK USD.01 | 801056102 | 1,273 | 34,739 | SH | SOLE | 34,739 | 0 | 0 | ||
SAPIENS INTERNATIONAL CORP | COMMON STOCK USD.01 | N7716A151 | 655 | 45,649 | SH | SOLE | 45,649 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 457 | 16,648 | SH | SOLE | 16,648 | 0 | 0 | ||
SASOL LTD SPONSORED ADR | ADR | 803866300 | 5,306 | 185,601 | SH | SOLE | 185,601 | 0 | 0 | ||
SBA COMMUNICATIONS CORP CL A | COMMON STOCK USD.01 | 78388J106 | 891 | 8,633 | SH | SOLE | 8,633 | 0 | 0 | ||
SCANSOURCE INC | COMMON STOCK | 806037107 | 1,935 | 47,960 | SH | SOLE | 47,960 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 20,822 | 248,023 | SH | SOLE | 248,023 | 0 | 0 | ||
SCHWEITZER MAUDUIT INTL INC | COMMON STOCK USD.1 | 808541106 | 547 | 12,016 | SH | SOLE | 12,016 | 0 | 0 | ||
SCRIPPS NETWORKS INTER CL A | COMMON STOCK USD.01 | 811065101 | 3,011 | 42,185 | SH | SOLE | 42,185 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 494 | 10,013 | SH | SOLE | 10,013 | 0 | 0 | ||
SELECT INCOME REIT | REIT USD.01 | 81618T100 | 2,308 | 91,569 | SH | SOLE | 91,569 | 0 | 0 | ||
SEMGROUP CORP CLASS A | COMMON STOCK | 81663A105 | 842 | 20,171 | SH | SOLE | 20,171 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,462 | 14,528 | SH | SOLE | 14,528 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 1,487 | 78,549 | SH | SOLE | 78,549 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 493 | 6,280 | SH | SOLE | 6,280 | 0 | 0 | ||
SHIP FINANCE INTL LTD | COMMON STOCK USD.01 | G81075106 | 625 | 42,071 | SH | SOLE | 42,071 | 0 | 0 | ||
SHUTTERFLY INC | COMMON STOCK USD.0001 | 82568P304 | 1,118 | 22,287 | SH | SOLE | 22,287 | 0 | 0 | ||
SIERRA BANCORP | COMMON STOCK | 82620P102 | 874 | 32,854 | SH | SOLE | 32,854 | 0 | 0 | ||
SILICOM LTD | COMMON STOCK ILS.01 | M84116108 | 372 | 9,049 | SH | SOLE | 9,049 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 14,320 | 80,600 | SH | SOLE | 80,600 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 2,205 | 66,127 | SH | SOLE | 66,127 | 0 | 0 | ||
SKECHERS USA INC CL A | COMMON STOCK USD.001 | 830566105 | 686 | 27,906 | SH | SOLE | 27,906 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 746 | 9,986 | SH | SOLE | 9,986 | 0 | 0 | ||
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 1,239 | 11,516 | SH | SOLE | 11,516 | 0 | 0 | ||
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 1,639 | 34,610 | SH | SOLE | 34,610 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 5,210 | 30,421 | SH | SOLE | 30,421 | 0 | 0 | ||
SONIC CORP | COMMON STOCK USD.01 | 835451105 | 1,236 | 46,640 | SH | SOLE | 46,640 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 2,161 | 43,926 | SH | SOLE | 43,926 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 2,848 | 57,140 | SH | SOLE | 57,140 | 0 | 0 | ||
SPARTANNASH CO | COMMON STOCK | 847215100 | 990 | 25,039 | SH | SOLE | 25,039 | 0 | 0 | ||
SPDR SP500 ETF TRUST | SPDR S+P 500 ETF TRUST | 78462F103 | 392 | 1,755 | SH | SOLE | 1,755 | 0 | 0 | ||
SPECTRA ENERGY CORP | COMMON STOCK USD.001 | 847560109 | 600 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
SPECTRUM BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 84763R101 | 3,304 | 27,012 | SH | SOLE | 27,012 | 0 | 0 | ||
SPEEDWAY MOTORSPORTS INC | COMMON STOCK USD.01 | 847788106 | 616 | 28,416 | SH | SOLE | 28,416 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 8,614 | 147,619 | SH | SOLE | 147,619 | 0 | 0 | ||
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 917 | 17,937 | SH | SOLE | 17,937 | 0 | 0 | ||
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 492 | 7,041 | SH | SOLE | 7,041 | 0 | 0 | ||
ST JUDE MEDICAL INC | COMMON STOCK USD.1 | 790849103 | 1,026 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 1,984 | 17,309 | SH | SOLE | 17,309 | 0 | 0 | ||
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 2,005 | 17,486 | SH | SOLE | 17,486 | 0 | 0 | ||
STAPLES INC | COMMON STOCK USD.0006 | 855030102 | 894 | 98,819 | SH | SOLE | 98,819 | 0 | 0 | ||
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 3,058 | 55,080 | SH | SOLE | 55,080 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 6,265 | 80,608 | SH | SOLE | 80,608 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 4,227 | 118,808 | SH | SOLE | 118,808 | 0 | 0 | ||
STERIS PLC | COMMON STOCK | G84720104 | 3,239 | 48,065 | SH | SOLE | 48,065 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 1,034 | 22,443 | SH | SOLE | 22,443 | 0 | 0 | ||
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 227 | 9,171 | SH | SOLE | 9,171 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 3,329 | 27,783 | SH | SOLE | 27,783 | 0 | 0 | ||
SUCAMPO PHARMACEUTICALS CL A | COMMON STOCK USD.01 | 864909106 | 1,166 | 86,028 | SH | SOLE | 86,028 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 151 | 9,424 | SH | SOLE | 9,424 | 0 | 0 | ||
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 1,301 | 16,984 | SH | SOLE | 16,984 | 0 | 0 | ||
SUPER MICRO COMPUTER INC | COMMON STOCK USD.001 | 86800U104 | 825 | 29,397 | SH | SOLE | 29,397 | 0 | 0 | ||
SYNNEX CORP | COMMON STOCK USD.001 | 87162W100 | 894 | 7,391 | SH | SOLE | 7,391 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 2,719 | 46,189 | SH | SOLE | 46,189 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 87161C501 | 900 | 21,920 | SH | SOLE | 21,920 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 4,152 | 74,987 | SH | SOLE | 74,987 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 2,187 | 29,054 | SH | SOLE | 29,054 | 0 | 0 | ||
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 467 | 11,091 | SH | SOLE | 11,091 | 0 | 0 | ||
TAILORED BRANDS INC | COMMON STOCK USD.01 | 87403A107 | 418 | 16,347 | SH | SOLE | 16,347 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 56,541 | 1,966,627 | SH | SOLE | 919,943 | 0 | 1,046,684 | ||
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 1,694 | 47,353 | SH | SOLE | 47,353 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 11,368 | 157,382 | SH | SOLE | 157,382 | 0 | 0 | ||
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 1,229 | 62,745 | SH | SOLE | 62,745 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 1,432 | 20,664 | SH | SOLE | 20,664 | 0 | 0 | ||
TEAM HEALTH HOLDINGS INC | COMMON STOCK USD.01 | 87817A107 | 2,655 | 61,100 | SH | SOLE | 61,100 | 0 | 0 | ||
TEGNA INC | COMMON STOCK USD1.0 | 87901J105 | 564 | 26,390 | SH | SOLE | 26,390 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 742 | 29,227 | SH | SOLE | 29,227 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 7,228 | 299,296 | SH | SOLE | 299,296 | 0 | 0 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 961 | 33,746 | SH | SOLE | 33,746 | 0 | 0 | ||
TESSERA HOLDING CORP | COMMON STOCK USD.001 | 88166T101 | 1,775 | 40,157 | SH | SOLE | 40,157 | 0 | 0 | ||
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 494 | 11,460 | SH | SOLE | 11,460 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 17,841 | 244,501 | SH | SOLE | 244,501 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 1,599 | 11,330 | SH | SOLE | 11,330 | 0 | 0 | ||
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 713 | 7,130 | SH | SOLE | 7,130 | 0 | 0 | ||
TIME WARNER INC | COMMON STOCK USD.01 | 887317303 | 1,058 | 10,961 | SH | SOLE | 10,961 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 11,141 | 148,291 | SH | SOLE | 148,291 | 0 | 0 | ||
TOWNE BANK | COMMON STOCK USD1.667 | 89214P109 | 334 | 10,049 | SH | SOLE | 10,049 | 0 | 0 | ||
TPI COMPOSITES INC | COMMON STOCK USD.01 | 87266J104 | 341 | 21,264 | SH | SOLE | 21,264 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 7,159 | 28,756 | SH | SOLE | 28,756 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 5,861 | 47,876 | SH | SOLE | 47,876 | 0 | 0 | ||
TRIMAS CORP | COMMON STOCK USD.01 | 896215209 | 506 | 21,513 | SH | SOLE | 21,513 | 0 | 0 | ||
TRINITY INDUSTRIES INC | COMMON STOCK USD.01 | 896522109 | 1,851 | 66,679 | SH | SOLE | 66,679 | 0 | 0 | ||
TRIUMPH GROUP INC | COMMON STOCK USD.001 | 896818101 | 1,780 | 67,176 | SH | SOLE | 67,176 | 0 | 0 | ||
TRUEBLUE INC | COMMON STOCK | 89785X101 | 739 | 29,989 | SH | SOLE | 29,989 | 0 | 0 | ||
TTM TECHNOLOGIES | COMMON STOCK USD.001 | 87305R109 | 1,392 | 102,111 | SH | SOLE | 102,111 | 0 | 0 | ||
TWENTY FIRST CENTURY FOX A | COMMON STOCK USD.01 | 90130A101 | 2,033 | 72,510 | SH | SOLE | 72,510 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 6,943 | 112,570 | SH | SOLE | 112,570 | 0 | 0 | ||
UBIQUITI NETWORKS INC | COMMON STOCK USD.001 | 90347A100 | 502 | 8,692 | SH | SOLE | 8,692 | 0 | 0 | ||
UDR INC | REIT USD.01 | 902653104 | 2,031 | 55,685 | SH | SOLE | 55,685 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 7,091 | 153,879 | SH | SOLE | 153,879 | 0 | 0 | ||
ULTRATECH INC | COMMON STOCK USD.001 | 904034105 | 127 | 5,299 | SH | SOLE | 5,299 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 3,226 | 171,763 | SH | SOLE | 171,763 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 17,331 | 167,154 | SH | SOLE | 167,154 | 0 | 0 | ||
UNIT CORP | COMMON STOCK USD.2 | 909218109 | 629 | 23,423 | SH | SOLE | 23,423 | 0 | 0 | ||
UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 911163103 | 1,071 | 22,443 | SH | SOLE | 22,443 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 4,089 | 38,730 | SH | SOLE | 38,730 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 13,351 | 121,794 | SH | SOLE | 121,794 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 2,447 | 17,063 | SH | SOLE | 17,063 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 32,422 | 202,587 | SH | SOLE | 202,587 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 711 | 6,679 | SH | SOLE | 6,679 | 0 | 0 | ||
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 874 | 30,677 | SH | SOLE | 30,677 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 779 | 32,290 | SH | SOLE | 32,290 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 6,500 | 126,535 | SH | SOLE | 126,535 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 19,982 | 305,068 | SH | SOLE | 305,068 | 0 | 0 | ||
US FOODS HOLDING CORP | COMMON STOCK USD.01 | 912008109 | 1,418 | 51,588 | SH | SOLE | 51,588 | 0 | 0 | ||
US SILICA HOLDINGS INC | COMMON STOCK USD.01 | 90346E103 | 1,124 | 19,823 | SH | SOLE | 19,823 | 0 | 0 | ||
VAIL RESORTS INC | COMMON STOCK USD.01 | 91879Q109 | 8,106 | 50,249 | SH | SOLE | 50,249 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 7,544 | 110,416 | SH | SOLE | 110,416 | 0 | 0 | ||
VALSPAR CORP/THE | COMMON STOCK USD.5 | 920355104 | 2,461 | 23,753 | SH | SOLE | 23,753 | 0 | 0 | ||
VANGUARD FTSE DEVELOPED MARKET | VANGUARD FTSE DEVELOPED ETF | 921943858 | 49,362 | 1,350,916 | SH | SOLE | 1,350,916 | 0 | 0 | ||
VANGUARD SP 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 378,743 | 1,844,737 | SH | SOLE | 1,844,737 | 0 | 0 | ||
VANGUARD VALUE ETF | VANGUARD VALUE ETF | 922908744 | 117,476 | 1,263,052 | SH | SOLE | 1,263,052 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 485 | 5,404 | SH | SOLE | 5,404 | 0 | 0 | ||
VARONIS SYSTEMS INC | COMMON STOCK USD.001 | 922280102 | 288 | 10,763 | SH | SOLE | 10,763 | 0 | 0 | ||
VECTREN CORP | COMMON STOCK | 92240G101 | 1,181 | 22,645 | SH | SOLE | 22,645 | 0 | 0 | ||
VENTAS INC | REIT USD.25 | 92276F100 | 2,328 | 37,243 | SH | SOLE | 37,243 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 1,599 | 21,020 | SH | SOLE | 21,020 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 17,431 | 326,539 | SH | SOLE | 326,539 | 0 | 0 | ||
VERSO CORP A | COMMON STOCK | 92531L207 | 6 | 909 | SH | SOLE | 0 | 0 | 909 | ||
VIRTUS INVESTMENT PARTNERS | COMMON STOCK USD.01 | 92828Q109 | 1,459 | 12,358 | SH | SOLE | 12,358 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 25,512 | 326,989 | SH | SOLE | 326,989 | 0 | 0 | ||
VMWARE INC CLASS A | COMMON STOCK USD.01 | 928563402 | 982 | 12,474 | SH | SOLE | 12,474 | 0 | 0 | ||
VONAGE HOLDINGS CORP | COMMON STOCK USD.001 | 92886T201 | 349 | 50,910 | SH | SOLE | 50,910 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 2,802 | 26,850 | SH | SOLE | 26,850 | 0 | 0 | ||
VWR CORP | COMMON STOCK USD.01 | 91843L103 | 2,190 | 87,507 | SH | SOLE | 87,507 | 0 | 0 | ||
WABASH NATIONAL CORP | COMMON STOCK USD.01 | 929566107 | 1,687 | 106,634 | SH | SOLE | 106,634 | 0 | 0 | ||
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 12,046 | 113,480 | SH | SOLE | 113,480 | 0 | 0 | ||
WABTEC CORP | COMMON STOCK USD.01 | 929740108 | 2,693 | 32,438 | SH | SOLE | 32,438 | 0 | 0 | ||
WADDELL REED FINANCIAL A | COMMON STOCK USD.01 | 930059100 | 2,602 | 133,383 | SH | SOLE | 133,383 | 0 | 0 | ||
WAL MART STORES INC | COMMON STOCK USD.1 | 931142103 | 8,037 | 116,278 | SH | SOLE | 116,278 | 0 | 0 | ||
WALKER DUNLOP INC | COMMON STOCK | 93148P102 | 521 | 16,701 | SH | SOLE | 16,701 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 9,148 | 87,780 | SH | SOLE | 87,780 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 6,075 | 85,678 | SH | SOLE | 85,678 | 0 | 0 | ||
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 480 | 3,575 | SH | SOLE | 3,575 | 0 | 0 | ||
WCI COMMUNITIES INC | COMMON STOCK USD.01 | 92923C807 | 408 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
WEB.COM GROUP INC | COMMON STOCK USD.001 | 94733A104 | 618 | 29,215 | SH | SOLE | 29,215 | 0 | 0 | ||
WEBMD HEALTH CORP | COMMON STOCK USD.01 | 94770V102 | 3,359 | 67,767 | SH | SOLE | 67,767 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 2,158 | 36,799 | SH | SOLE | 36,799 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | REIT USD.03 | 948741103 | 1,310 | 36,603 | SH | SOLE | 36,603 | 0 | 0 | ||
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 30,038 | 545,051 | SH | SOLE | 545,051 | 0 | 0 | ||
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 1,677 | 25,054 | SH | SOLE | 25,054 | 0 | 0 | ||
WEST CORP | COMMON STOCK USD.001 | 952355204 | 1,459 | 58,944 | SH | SOLE | 58,944 | 0 | 0 | ||
WESTAR ENERGY INC | COMMON STOCK USD5.0 | 95709T100 | 2,570 | 45,600 | SH | SOLE | 45,600 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 2,198 | 32,348 | SH | SOLE | 32,348 | 0 | 0 | ||
WESTERN REFINING INC | COMMON STOCK USD.01 | 959319104 | 1,132 | 29,909 | SH | SOLE | 29,909 | 0 | 0 | ||
WESTLAKE CHEMICAL CORP | COMMON STOCK USD.01 | 960413102 | 485 | 8,654 | SH | SOLE | 8,654 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 13,564 | 267,166 | SH | SOLE | 267,166 | 0 | 0 | ||
WHITEWAVE FOODS CO | COMMON STOCK USD.01 | 966244105 | 4,766 | 85,717 | SH | SOLE | 85,717 | 0 | 0 | ||
WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 969904101 | 652 | 13,467 | SH | SOLE | 13,467 | 0 | 0 | ||
WMIH CORP | COMMON STOCK USD.00001 | 92936P100 | 304 | 196,172 | SH | SOLE | 196,172 | 0 | 0 | ||
WOLVERINE WORLD WIDE INC | COMMON STOCK USD1.0 | 978097103 | 460 | 20,935 | SH | SOLE | 20,935 | 0 | 0 | ||
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 488 | 7,065 | SH | SOLE | 7,065 | 0 | 0 | ||
WORKDAY INC CLASS A | COMMON STOCK USD.001 | 98138H101 | 467 | 7,073 | SH | SOLE | 7,073 | 0 | 0 | ||
WORLD ACCEPTANCE CORP | COMMON STOCK | 981419104 | 830 | 12,919 | SH | SOLE | 12,919 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 3,726 | 81,157 | SH | SOLE | 81,157 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 4,339 | 91,458 | SH | SOLE | 91,458 | 0 | 0 | ||
WP CAREY INC | REIT USD.001 | 92936U109 | 4,938 | 83,560 | SH | SOLE | 83,560 | 0 | 0 | ||
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 747 | 11,235 | SH | SOLE | 11,235 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COMMON STOCK USD.01 | 98310W108 | 6,860 | 89,827 | SH | SOLE | 89,827 | 0 | 0 | ||
XENCOR INC | COMMON STOCK USD.01 | 98401F105 | 400 | 15,194 | SH | SOLE | 15,194 | 0 | 0 | ||
XEROX CORP | COMMON STOCK USD1.0 | 984121103 | 1,080 | 123,668 | SH | SOLE | 123,668 | 0 | 0 | ||
XL GROUP LTD | COMMON STOCK | G98294104 | 2,117 | 56,828 | SH | SOLE | 56,828 | 0 | 0 | ||
YPF S.A. SPONSORED ADR | ADR | 984245100 | 8,209 | 497,533 | SH | SOLE | 178,401 | 0 | 319,132 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 3,263 | 31,620 | SH | SOLE | 31,620 | 0 | 0 | ||
ZIONS BANCORPORATION | COMMON STOCK | 989701107 | 1,298 | 30,168 | SH | SOLE | 30,168 | 0 | 0 |