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 |
3M CO | COMMON STOCK USD.01 | 88579Y101 | 6,602 | 31,711 | SH | SOLE | 31,711 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 4,192 | 107,763 | SH | SOLE | 107,763 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 537 | 11,041 | SH | SOLE | 11,041 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 8,374 | 115,491 | SH | SOLE | 115,491 | 0 | 0 | ||
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 948 | 6,618 | SH | SOLE | 6,618 | 0 | 0 | ||
ACACIA COMMUNICATIONS INC | COMMON STOCK USD.0001 | 00401C108 | 383 | 9,238 | SH | SOLE | 9,238 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 3,226 | 26,086 | SH | SOLE | 26,086 | 0 | 0 | ||
ACETO CORP | COMMON STOCK USD.01 | 004446100 | 335 | 21,709 | SH | SOLE | 21,709 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COMMON STOCK USD.001 | 00484M106 | 670 | 33,997 | SH | SOLE | 33,997 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 216 | 3,746 | SH | SOLE | 3,746 | 0 | 0 | ||
ADIENT PLC | COMMON STOCK USD.001 | G0084W101 | 585 | 8,955 | SH | SOLE | 8,955 | 0 | 0 | ||
ADOBE SYSTEMS INC | COMMON STOCK USD.0001 | 00724F101 | 1,747 | 12,348 | SH | SOLE | 12,348 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 00737L103 | 879 | 23,174 | SH | SOLE | 23,174 | 0 | 0 | ||
ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 007903107 | 35 | 2,780 | SH | SOLE | 2,780 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 3,486 | 107,832 | SH | SOLE | 107,832 | 0 | 0 | ||
AETNA INC | COMMON STOCK USD.01 | 00817Y108 | 242 | 1,595 | SH | SOLE | 1,595 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 6,166 | 37,176 | SH | SOLE | 37,176 | 0 | 0 | ||
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 244 | 3,136 | SH | SOLE | 3,136 | 0 | 0 | ||
AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 299 | 2,093 | SH | SOLE | 2,093 | 0 | 0 | ||
AK STEEL HOLDING CORP | COMMON STOCK USD.01 | 001547108 | 350 | 53,343 | SH | SOLE | 53,343 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 39 | 792 | SH | SOLE | 792 | 0 | 0 | ||
AKORN INC | COMMON STOCK | 009728106 | 3,314 | 98,800 | SH | SOLE | 98,800 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COMMON STOCK | 011642105 | 777 | 20,638 | SH | SOLE | 20,638 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 37 | 408 | SH | SOLE | 408 | 0 | 0 | ||
ALBANY MOLECULAR RESEARCH | COMMON STOCK USD.01 | 012423109 | 2,131 | 98,208 | SH | SOLE | 98,208 | 0 | 0 | ||
ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 | 86 | 813 | SH | SOLE | 813 | 0 | 0 | ||
ALERE INC | COMMON STOCK USD.001 | 01449J105 | 1,330 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 1,064 | 8,831 | SH | SOLE | 8,831 | 0 | 0 | ||
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 6,981 | 49,549 | SH | SOLE | 49,549 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COMMON STOCK USD.0001 | 016255101 | 958 | 6,384 | SH | SOLE | 6,384 | 0 | 0 | ||
ALLEGHANY CORP | COMMON STOCK USD1.0 | 017175100 | 727 | 1,223 | SH | SOLE | 1,223 | 0 | 0 | ||
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 14,778 | 182,175 | SH | SOLE | 182,175 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 20,047 | 82,466 | SH | SOLE | 82,466 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COMMON STOCK USD.01 | 018581108 | 2,849 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
ALLIANT ENERGY CORP | COMMON STOCK USD.01 | 018802108 | 30 | 737 | SH | SOLE | 737 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 6,670 | 177,807 | SH | SOLE | 177,807 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 2,891 | 32,690 | SH | SOLE | 32,690 | 0 | 0 | ||
ALON USA ENERGY INC | COMMON STOCK USD.01 | 020520102 | 597 | 44,831 | SH | SOLE | 44,831 | 0 | 0 | ||
ALPHA OMEGA SEMICONDUCTOR | COMMON STOCK | G6331P104 | 241 | 14,444 | SH | SOLE | 14,444 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 9,433 | 10,147 | SH | SOLE | 10,147 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 61,827 | 68,037 | SH | SOLE | 68,037 | 0 | 0 | ||
ALTABA INC | ALTABA INC | 021346101 | 228 | 4,188 | SH | SOLE | 4,188 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 8,830 | 118,573 | SH | SOLE | 118,573 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 179 | 9,731 | SH | SOLE | 9,731 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 52,570 | 54,308 | SH | SOLE | 54,308 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 8,288 | 155,174 | SH | SOLE | 155,174 | 0 | 0 | ||
AMDOCS LTD | COMMON STOCK GBP.0001 | G02602103 | 2,453 | 38,057 | SH | SOLE | 38,057 | 0 | 0 | ||
AMERCO | COMMON STOCK USD.25 | 023586100 | 1,611 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 68 | 1,247 | SH | SOLE | 1,247 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 7,137 | 141,833 | SH | SOLE | 132,313 | 0 | 9,520 | ||
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 1,388 | 35,226 | SH | SOLE | 35,226 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 7,741 | 111,428 | SH | SOLE | 111,428 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 2,527 | 30,002 | SH | SOLE | 30,002 | 0 | 0 | ||
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 1,940 | 85,933 | SH | SOLE | 85,933 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 234 | 3,747 | SH | SOLE | 3,747 | 0 | 0 | ||
AMERICAN OUTDOOR BRANDS CORP | COMMON STOCK USD.001 | 02874P103 | 1,226 | 55,317 | SH | SOLE | 55,317 | 0 | 0 | ||
AMERICAN STATES WATER CO | COMMON STOCK | 029899101 | 2,003 | 42,258 | SH | SOLE | 42,258 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 17,273 | 130,537 | SH | SOLE | 130,537 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 64 | 505 | SH | SOLE | 505 | 0 | 0 | ||
AMERISAFE INC | COMMON STOCK USD.01 | 03071H100 | 446 | 7,830 | SH | SOLE | 7,830 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 5,793 | 61,280 | SH | SOLE | 61,280 | 0 | 0 | ||
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 3,571 | 58,949 | SH | SOLE | 58,949 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 25,560 | 148,408 | SH | SOLE | 148,408 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 1,847 | 47,289 | SH | SOLE | 47,289 | 0 | 0 | ||
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 109 | 1,480 | SH | SOLE | 1,480 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES | COMMON STOCK USD.01 | 032359309 | 884 | 58,420 | SH | SOLE | 58,420 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 262 | 5,781 | SH | SOLE | 5,781 | 0 | 0 | ||
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 1,127 | 14,481 | SH | SOLE | 14,481 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 194 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 1,024 | 20,764 | SH | SOLE | 20,764 | 0 | 0 | ||
ANIXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 035290105 | 433 | 5,537 | SH | SOLE | 5,537 | 0 | 0 | ||
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 149 | 1,226 | SH | SOLE | 1,226 | 0 | 0 | ||
ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 03674X106 | 259 | 11,963 | SH | SOLE | 11,963 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 6,443 | 34,249 | SH | SOLE | 34,249 | 0 | 0 | ||
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 200 | 4,176 | SH | SOLE | 4,176 | 0 | 0 | ||
APARTMENT INVT MGMT CO A | REIT USD.01 | 03748R101 | 543 | 12,637 | SH | SOLE | 12,637 | 0 | 0 | ||
APOGEE ENTERPRISES INC | COMMON STOCK USD.333 | 037598109 | 1,644 | 28,920 | SH | SOLE | 28,920 | 0 | 0 | ||
APOLLO COMMERCIAL REAL ESTAT | REIT USD.01 | 03762U105 | 315 | 17,003 | SH | SOLE | 17,003 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 92,952 | 645,408 | SH | SOLE | 645,408 | 0 | 0 | ||
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 18,989 | 459,664 | SH | SOLE | 459,664 | 0 | 0 | ||
ARAMARK | COMMON STOCK USD.01 | 03852U106 | 2,734 | 66,719 | SH | SOLE | 66,719 | 0 | 0 | ||
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 1,316 | 63,888 | SH | SOLE | 63,888 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COMMON STOCK | 039483102 | 2,396 | 57,903 | SH | SOLE | 57,903 | 0 | 0 | ||
ARCONIC INC | COMMON STOCK | 03965L100 | 46 | 2,028 | SH | SOLE | 2,028 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 6,494 | 231,748 | SH | SOLE | 231,748 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 5,287 | 67,418 | SH | SOLE | 67,418 | 0 | 0 | ||
ARTHUR J GALLAGHER CO | COMMON STOCK USD1.0 | 363576109 | 31 | 541 | SH | SOLE | 541 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 6,161 | 111,489 | SH | SOLE | 111,489 | 0 | 0 | ||
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 4,119 | 39,724 | SH | SOLE | 39,724 | 0 | 0 | ||
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 3,656 | 87,583 | SH | SOLE | 87,583 | 0 | 0 | ||
ASTORIA FINANCIAL CORP | COMMON STOCK USD.01 | 046265104 | 2,513 | 124,700 | SH | SOLE | 124,700 | 0 | 0 | ||
AT T INC | COMMON STOCK USD1.0 | 00206R102 | 16,336 | 432,980 | SH | SOLE | 432,980 | 0 | 0 | ||
ATHENE HOLDING LTD CLASS A | COMMON STOCK | G0684D107 | 580 | 11,683 | SH | SOLE | 11,683 | 0 | 0 | ||
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 314 | 13,945 | SH | SOLE | 13,945 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 965 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
AUTODESK INC | COMMON STOCK USD.01 | 052769106 | 91 | 903 | SH | SOLE | 903 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 | 261 | 2,550 | SH | SOLE | 2,550 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 7,796 | 13,666 | SH | SOLE | 13,666 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 7,040 | 36,634 | SH | SOLE | 36,634 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 6,809 | 77,048 | SH | SOLE | 77,048 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 2,729 | 100,059 | SH | SOLE | 100,059 | 0 | 0 | ||
BAKER HUGHES INC | COMMON STOCK USD1.0 | 057224107 | 4,963 | 91,043 | SH | SOLE | 91,043 | 0 | 0 | ||
BANCO MACRO SA ADR | ADR | 05961W105 | 5,952 | 64,567 | SH | SOLE | 64,567 | 0 | 0 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 40,492 | 1,669,094 | SH | SOLE | 1,669,094 | 0 | 0 | ||
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 706 | 8,509 | SH | SOLE | 8,509 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 304 | 5,967 | SH | SOLE | 5,967 | 0 | 0 | ||
BANK OF THE OZARKS | COMMON STOCK USD.01 | 063904106 | 1,972 | 42,078 | SH | SOLE | 42,078 | 0 | 0 | ||
BARNES GROUP INC | COMMON STOCK USD.01 | 067806109 | 3,596 | 61,439 | SH | SOLE | 61,439 | 0 | 0 | ||
BARRACUDA NETWORKS INC | COMMON STOCK USD.001 | 068323104 | 516 | 22,375 | SH | SOLE | 22,375 | 0 | 0 | ||
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 1,590 | 63,850 | SH | SOLE | 63,850 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 2,641 | 43,621 | SH | SOLE | 43,621 | 0 | 0 | ||
BB T CORP | COMMON STOCK USD5.0 | 054937107 | 170 | 3,741 | SH | SOLE | 3,741 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 6,495 | 33,291 | SH | SOLE | 33,291 | 0 | 0 | ||
BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 | 5,467 | 179,850 | SH | SOLE | 179,850 | 0 | 0 | ||
BELDEN INC | COMMON STOCK USD.01 | 077454106 | 1,522 | 20,180 | SH | SOLE | 20,180 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 29,973 | 176,966 | SH | SOLE | 176,966 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 9,751 | 170,089 | SH | SOLE | 170,089 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 2,175 | 45,021 | SH | SOLE | 45,021 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 2,217 | 8,169 | SH | SOLE | 8,169 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 169 | 1,863 | SH | SOLE | 1,863 | 0 | 0 | ||
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 758 | 15,316 | SH | SOLE | 15,316 | 0 | 0 | ||
BIOVERATIV INC | COMMON STOCK USD.001 | 09075E100 | 1,180 | 19,608 | SH | SOLE | 19,608 | 0 | 0 | ||
BLACKBAUD INC | COMMON STOCK USD.001 | 09227Q100 | 650 | 7,582 | SH | SOLE | 7,582 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 14,153 | 33,505 | SH | SOLE | 33,505 | 0 | 0 | ||
BLUEBIRD BIO INC | COMMON STOCK USD.01 | 09609G100 | 371 | 3,535 | SH | SOLE | 3,535 | 0 | 0 | ||
BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 09627Y109 | 422 | 8,330 | SH | SOLE | 8,330 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 12,597 | 63,702 | SH | SOLE | 63,702 | 0 | 0 | ||
BOISE CASCADE CO | COMMON STOCK USD.01 | 09739D100 | 883 | 29,044 | SH | SOLE | 29,044 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 775 | 23,815 | SH | SOLE | 23,815 | 0 | 0 | ||
BORGWARNER INC | COMMON STOCK USD.01 | 099724106 | 3,533 | 83,400 | SH | SOLE | 83,400 | 0 | 0 | ||
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 380 | 2,872 | SH | SOLE | 2,872 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 3,219 | 26,168 | SH | SOLE | 26,168 | 0 | 0 | ||
BRIGHTCOVE | COMMON STOCK USD.001 | 10921T101 | 581 | 93,666 | SH | SOLE | 93,666 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 2,209 | 39,645 | SH | SOLE | 39,645 | 0 | 0 | ||
BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 11120U105 | 1,953 | 109,241 | SH | SOLE | 109,241 | 0 | 0 | ||
BROADCOM LTD | COMMON STOCK | Y09827109 | 4,616 | 19,806 | SH | SOLE | 19,806 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS | COMMON STOCK USD.001 | 111621306 | 2,644 | 209,700 | SH | SOLE | 209,700 | 0 | 0 | ||
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 476 | 11,059 | SH | SOLE | 11,059 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 6,951 | 110,803 | SH | SOLE | 110,803 | 0 | 0 | ||
BUCKLE INC/THE | COMMON STOCK USD.01 | 118440106 | 181 | 10,191 | SH | SOLE | 10,191 | 0 | 0 | ||
BUNGE LTD | COMMON STOCK USD.01 | G16962105 | 1,089 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 652 | 9,493 | SH | SOLE | 9,493 | 0 | 0 | ||
C J ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 343 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CA INC | COMMON STOCK USD.1 | 12673P105 | 1,749 | 50,736 | SH | SOLE | 50,736 | 0 | 0 | ||
CABOT OIL GAS CORP | COMMON STOCK USD.1 | 127097103 | 1,946 | 77,594 | SH | SOLE | 77,594 | 0 | 0 | ||
CALPINE CORP | COMMON STOCK USD.001 | 131347304 | 1,873 | 138,448 | SH | SOLE | 138,448 | 0 | 0 | ||
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 5,331 | 62,342 | SH | SOLE | 62,342 | 0 | 0 | ||
CAMPBELL SOUP CO | COMMON STOCK USD.0375 | 134429109 | 3,888 | 74,552 | SH | SOLE | 74,552 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES | COMMON STOCK | 136385101 | 3,385 | 117,363 | SH | SOLE | 117,363 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 12,959 | 156,856 | SH | SOLE | 156,856 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 164 | 2,109 | SH | SOLE | 2,109 | 0 | 0 | ||
CARDIOVASCULAR SYSTEMS INC | COMMON STOCK | 141619106 | 473 | 14,670 | SH | SOLE | 14,670 | 0 | 0 | ||
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 1,515 | 81,730 | SH | SOLE | 81,730 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 2,704 | 41,232 | SH | SOLE | 41,232 | 0 | 0 | ||
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 5,192 | 58,368 | SH | SOLE | 58,368 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 2,281 | 21,225 | SH | SOLE | 21,225 | 0 | 0 | ||
CBL ASSOCIATES PROPERTIES | REIT USD.01 | 124830100 | 1,389 | 164,796 | SH | SOLE | 164,796 | 0 | 0 | ||
CBOE HOLDINGS INC | COMMON STOCK | 12503M108 | 50 | 548 | SH | SOLE | 548 | 0 | 0 | ||
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 1,672 | 45,933 | SH | SOLE | 45,933 | 0 | 0 | ||
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 102 | 1,592 | SH | SOLE | 1,592 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 5,187 | 83,580 | SH | SOLE | 83,580 | 0 | 0 | ||
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 567 | 9,069 | SH | SOLE | 9,069 | 0 | 0 | ||
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 570 | 117,486 | SH | SOLE | 117,486 | 0 | 0 | ||
CELANESE CORP SERIES A | COMMON STOCK USD.0001 | 150870103 | 3,584 | 37,746 | SH | SOLE | 37,746 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 26,466 | 203,790 | SH | SOLE | 203,790 | 0 | 0 | ||
CEMEX SAB SPONS ADR PART CER | ADR | 151290889 | 9,036 | 959,270 | SH | SOLE | 959,270 | 0 | 0 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 5,448 | 68,205 | SH | SOLE | 68,205 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 985 | 234,586 | SH | SOLE | 173,799 | 0 | 60,787 | ||
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 60 | 2,509 | SH | SOLE | 2,509 | 0 | 0 | ||
CERNER CORP | COMMON STOCK USD.01 | 156782104 | 4,434 | 66,700 | SH | SOLE | 66,700 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 60 | 2,157 | SH | SOLE | 2,157 | 0 | 0 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 903 | 8,923 | SH | SOLE | 8,923 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 311 | 923 | SH | SOLE | 923 | 0 | 0 | ||
CHATHAM LODGING TRUST | REIT USD.01 | 16208T102 | 2,019 | 100,484 | SH | SOLE | 100,484 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 1,612 | 32,055 | SH | SOLE | 32,055 | 0 | 0 | ||
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 655 | 3,204 | SH | SOLE | 3,204 | 0 | 0 | ||
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 1,276 | 33,661 | SH | SOLE | 33,661 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 38 | 7,591 | SH | SOLE | 7,591 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 1,391 | 56,837 | SH | SOLE | 56,837 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 30,338 | 290,785 | SH | SOLE | 290,785 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | REIT USD.01 | 16934Q208 | 4,026 | 216,100 | SH | SOLE | 216,100 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 | 80 | 193 | SH | SOLE | 193 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 572 | 8,907 | SH | SOLE | 8,907 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 15,237 | 104,809 | SH | SOLE | 104,809 | 0 | 0 | ||
CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 384 | 7,395 | SH | SOLE | 7,395 | 0 | 0 | ||
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 1,815 | 72,528 | SH | SOLE | 72,528 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK USD.25 | 125509109 | 11,991 | 71,635 | SH | SOLE | 71,635 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 1,203 | 12,793 | SH | SOLE | 12,793 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 7,369 | 58,466 | SH | SOLE | 58,466 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 4,161 | 66,343 | SH | SOLE | 66,343 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 18,973 | 606,180 | SH | SOLE | 606,180 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 34,163 | 510,806 | SH | SOLE | 510,806 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 7,071 | 198,172 | SH | SOLE | 198,172 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 3,380 | 42,472 | SH | SOLE | 42,472 | 0 | 0 | ||
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 248 | 1,980 | SH | SOLE | 1,980 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 74 | 1,604 | SH | SOLE | 1,604 | 0 | 0 | ||
COACH INC | COMMON STOCK USD.01 | 189754104 | 118 | 2,486 | SH | SOLE | 2,486 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 24,896 | 555,097 | SH | SOLE | 555,097 | 0 | 0 | ||
COGNEX CORP | COMMON STOCK USD.002 | 192422103 | 657 | 7,744 | SH | SOLE | 7,744 | 0 | 0 | ||
COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 | 225 | 3,388 | SH | SOLE | 3,388 | 0 | 0 | ||
COHERENT INC | COMMON STOCK USD.01 | 192479103 | 762 | 3,388 | SH | SOLE | 3,388 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 9,992 | 134,788 | SH | SOLE | 134,788 | 0 | 0 | ||
COLONY STARWOOD HOMES | REIT USD.01 | 19625X102 | 338 | 9,846 | SH | SOLE | 9,846 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 471 | 8,114 | SH | SOLE | 8,114 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 34,351 | 882,611 | SH | SOLE | 882,611 | 0 | 0 | ||
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 3,522 | 48,089 | SH | SOLE | 48,089 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 2,202 | 59,354 | SH | SOLE | 59,354 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 249 | 4,412 | SH | SOLE | 4,412 | 0 | 0 | ||
CONAGRA BRANDS INC | COMMON STOCK USD5.0 | 205887102 | 4,336 | 121,261 | SH | SOLE | 121,261 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 9,672 | 220,018 | SH | SOLE | 220,018 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 191 | 2,358 | SH | SOLE | 2,358 | 0 | 0 | ||
CONSOLIDATED WATER CO ORD SH | COMMON STOCK USD.6 | G23773107 | 682 | 54,967 | SH | SOLE | 54,967 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 19,342 | 99,839 | SH | SOLE | 99,839 | 0 | 0 | ||
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 1,363 | 5,691 | SH | SOLE | 5,691 | 0 | 0 | ||
COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 21676P103 | 1,191 | 11,809 | SH | SOLE | 11,809 | 0 | 0 | ||
COPART INC | COMMON STOCK | 217204106 | 845 | 26,592 | SH | SOLE | 26,592 | 0 | 0 | ||
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1,387 | 117,539 | SH | SOLE | 117,539 | 0 | 0 | ||
CORECIVIC INC | REIT USD.01 | 21871N101 | 241 | 8,742 | SH | SOLE | 8,742 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TRU | REIT USD.001 | 21870U502 | 523 | 15,580 | SH | SOLE | 15,580 | 0 | 0 | ||
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 8,995 | 86,884 | SH | SOLE | 86,884 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 10,851 | 361,095 | SH | SOLE | 361,095 | 0 | 0 | ||
COSTAMARE INC | COMMON STOCK USD.0001 | Y1771G102 | 2,069 | 283,075 | SH | SOLE | 283,075 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 4,732 | 29,591 | SH | SOLE | 29,591 | 0 | 0 | ||
COTY INC CL A | COMMON STOCK USD.01 | 222070203 | 73 | 3,889 | SH | SOLE | 3,889 | 0 | 0 | ||
CR BARD INC | COMMON STOCK USD.25 | 067383109 | 4,264 | 13,490 | SH | SOLE | 13,490 | 0 | 0 | ||
CRANE CO | COMMON STOCK USD1.0 | 224399105 | 4,235 | 53,350 | SH | SOLE | 53,350 | 0 | 0 | ||
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 198 | 1,974 | SH | SOLE | 1,974 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 8,621 | 144,502 | SH | SOLE | 144,502 | 0 | 0 | ||
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 219 | 4,017 | SH | SOLE | 4,017 | 0 | 0 | ||
CU BANCORP | COMMON STOCK | 126534106 | 341 | 9,433 | SH | SOLE | 9,433 | 0 | 0 | ||
CUBESMART | REIT USD.01 | 229663109 | 638 | 26,524 | SH | SOLE | 26,524 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 2,658 | 16,385 | SH | SOLE | 16,385 | 0 | 0 | ||
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 444 | 20,406 | SH | SOLE | 20,406 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 25,620 | 318,417 | SH | SOLE | 318,417 | 0 | 0 | ||
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 407 | 8,151 | SH | SOLE | 8,151 | 0 | 0 | ||
CYTOKINETICS INC | COMMON STOCK USD.001 | 23282W605 | 278 | 22,940 | SH | SOLE | 22,940 | 0 | 0 | ||
DANA INC | COMMON STOCK USD.01 | 235825205 | 1,755 | 78,580 | SH | SOLE | 78,580 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 3,210 | 38,041 | SH | SOLE | 38,041 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 1,300 | 14,373 | SH | SOLE | 14,373 | 0 | 0 | ||
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 2,830 | 43,693 | SH | SOLE | 43,693 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | REIT USD.01 | 233153204 | 949 | 17,767 | SH | SOLE | 17,767 | 0 | 0 | ||
DDR CORP | REIT USD.1 | 23317H102 | 382 | 42,149 | SH | SOLE | 42,149 | 0 | 0 | ||
DEAN FOODS CO | COMMON STOCK USD.01 | 242370203 | 1,348 | 79,288 | SH | SOLE | 79,288 | 0 | 0 | ||
DEERE CO | COMMON STOCK USD1.0 | 244199105 | 4,656 | 37,671 | SH | SOLE | 37,671 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COMMON STOCK USD.01 | G27823106 | 2,979 | 33,987 | SH | SOLE | 33,987 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 20,542 | 382,250 | SH | SOLE | 382,250 | 0 | 0 | ||
DELUXE CORP | COMMON STOCK USD1.0 | 248019101 | 631 | 9,115 | SH | SOLE | 9,115 | 0 | 0 | ||
DENTSPLY SIRONA INC | COMMON STOCK USD.01 | 24906P109 | 116 | 1,788 | SH | SOLE | 1,788 | 0 | 0 | ||
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 184 | 5,760 | SH | SOLE | 5,760 | 0 | 0 | ||
DEXCOM INC | COMMON STOCK USD.001 | 252131107 | 520 | 7,102 | SH | SOLE | 7,102 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 252784301 | 474 | 43,287 | SH | SOLE | 43,287 | 0 | 0 | ||
DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 | 667 | 16,745 | SH | SOLE | 16,745 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 2,190 | 19,388 | SH | SOLE | 19,388 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 6,817 | 109,611 | SH | SOLE | 109,611 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS A | COMMON STOCK USD.01 | 25470F104 | 3,496 | 135,333 | SH | SOLE | 135,333 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS C | COMMON STOCK USD.01 | 25470F302 | 30 | 1,179 | SH | SOLE | 1,179 | 0 | 0 | ||
DISH NETWORK CORP A | COMMON STOCK USD.01 | 25470M109 | 40 | 645 | SH | SOLE | 645 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 97 | 1,351 | SH | SOLE | 1,351 | 0 | 0 | ||
DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 | 86 | 1,225 | SH | SOLE | 1,225 | 0 | 0 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 3,590 | 46,847 | SH | SOLE | 46,847 | 0 | 0 | ||
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 356 | 4,299 | SH | SOLE | 4,299 | 0 | 0 | ||
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 851 | 22,284 | SH | SOLE | 22,284 | 0 | 0 | ||
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 1,361 | 16,966 | SH | SOLE | 16,966 | 0 | 0 | ||
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 1,574 | 45,527 | SH | SOLE | 45,527 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COMMON STOCK USD.01 | 26138E109 | 1,394 | 15,304 | SH | SOLE | 15,304 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 565 | 11,586 | SH | SOLE | 11,586 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,158 | 10,948 | SH | SOLE | 10,948 | 0 | 0 | ||
DU PONT (E.I.) DE NEMOURS | COMMON STOCK USD.3 | 263534109 | 804,624 | 9,969,322 | SH | SOLE | 9,969,322 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 3,649 | 43,653 | SH | SOLE | 43,653 | 0 | 0 | ||
DUKE REALTY CORP | REIT USD.01 | 264411505 | 772 | 27,631 | SH | SOLE | 27,631 | 0 | 0 | ||
DULUTH HOLDINGS INC CL B | COMMON STOCK | 26443V101 | 280 | 15,365 | SH | SOLE | 15,365 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY | REIT USD.001 | 26613Q106 | 3,530 | 57,710 | SH | SOLE | 57,710 | 0 | 0 | ||
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 80 | 1,041 | SH | SOLE | 1,041 | 0 | 0 | ||
DYCOM INDUSTRIES INC | COMMON STOCK USD.333 | 267475101 | 288 | 3,217 | SH | SOLE | 3,217 | 0 | 0 | ||
DYNEGY INC | COMMON STOCK USD.01 | 26817R108 | 2,436 | 294,552 | SH | SOLE | 294,552 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 898 | 23,624 | SH | SOLE | 23,624 | 0 | 0 | ||
EAGLE MATERIALS INC | COMMON STOCK USD.01 | 26969P108 | 4,159 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 668 | 8,465 | SH | SOLE | 8,465 | 0 | 0 | ||
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 6,581 | 112,349 | SH | SOLE | 112,349 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 12,372 | 147,305 | SH | SOLE | 147,305 | 0 | 0 | ||
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 125 | 277461133 | 1 | 2,771 | SH | SOLE | 923 | 0 | 1,848 | ||
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 135 | 277461141 | 1 | 2,771 | SH | SOLE | 923 | 0 | 1,848 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 18 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 3,480 | 44,713 | SH | SOLE | 44,713 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 167 | 4,773 | SH | SOLE | 4,773 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 1,673 | 21,399 | SH | SOLE | 21,399 | 0 | 0 | ||
ELDORADO RESORTS INC | COMMON STOCK | 28470R102 | 847 | 42,325 | SH | SOLE | 42,325 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 1,315 | 27,746 | SH | SOLE | 27,746 | 0 | 0 | ||
ELI LILLY CO | COMMON STOCK | 532457108 | 3,772 | 45,831 | SH | SOLE | 45,831 | 0 | 0 | ||
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 306 | 5,139 | SH | SOLE | 5,139 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 584 | 16,233 | SH | SOLE | 16,233 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 448 | 9,338 | SH | SOLE | 9,338 | 0 | 0 | ||
ENERGY XXI GULF COAST INC | COMMON STOCK | 29276K101 | 15,071 | 811,596 | SH | SOLE | 627,375 | 0 | 184,221 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 2,944 | 40,640 | SH | SOLE | 40,640 | 0 | 0 | ||
ENGILITY HOLDINGS INC | COMMON STOCK USD.01 | 29286C107 | 673 | 23,704 | SH | SOLE | 23,704 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 6,041 | 78,687 | SH | SOLE | 78,687 | 0 | 0 | ||
ENVESTNET INC | COMMON STOCK | 29404K106 | 554 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
ENVISION HEALTHCARE CORP | COMMON STOCK | 29414D100 | 42 | 664 | SH | SOLE | 664 | 0 | 0 | ||
ENZO BIOCHEM INC | COMMON STOCK USD.01 | 294100102 | 696 | 63,016 | SH | SOLE | 63,016 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 2,485 | 34,574 | SH | SOLE | 34,574 | 0 | 0 | ||
EQT CORP | COMMON STOCK | 26884L109 | 3,664 | 62,538 | SH | SOLE | 62,538 | 0 | 0 | ||
EQUINIX INC | REIT USD.001 | 29444U700 | 7,418 | 17,286 | SH | SOLE | 17,286 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 2,447 | 28,337 | SH | SOLE | 28,337 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 4,095 | 62,210 | SH | SOLE | 62,210 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 7,397 | 199,176 | SH | SOLE | 199,176 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 5,462 | 21,230 | SH | SOLE | 21,230 | 0 | 0 | ||
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 11,861 | 123,579 | SH | SOLE | 123,579 | 0 | 0 | ||
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 86 | 980 | SH | SOLE | 980 | 0 | 0 | ||
EVERCORE PARTNERS INC CL A | COMMON STOCK USD.01 | 29977A105 | 5,317 | 75,413 | SH | SOLE | 75,413 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 11,209 | 44,028 | SH | SOLE | 44,028 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 2,504 | 41,239 | SH | SOLE | 41,239 | 0 | 0 | ||
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 718 | 29,167 | SH | SOLE | 29,167 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 12,839 | 355,940 | SH | SOLE | 355,940 | 0 | 0 | ||
EXPEDIA INC | COMMON STOCK USD.001 | 30212P303 | 143 | 961 | SH | SOLE | 961 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 756 | 13,390 | SH | SOLE | 13,390 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK USD.01 | 30219G108 | 4,475 | 70,104 | SH | SOLE | 70,104 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 9,657 | 123,814 | SH | SOLE | 123,814 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 24,665 | 305,527 | SH | SOLE | 305,527 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 13,805 | 14,250,000 | SH | SOLE | 10,795,000 | 0 | 3,455,000 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 3,354 | 26,396 | SH | SOLE | 26,396 | 0 | 0 | ||
FACEBOOK INC A | COMMON STOCK USD.000006 | 30303M102 | 46,614 | 308,743 | SH | SOLE | 308,743 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 497 | 2,991 | SH | SOLE | 2,991 | 0 | 0 | ||
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 1,982 | 14,220 | SH | SOLE | 14,220 | 0 | 0 | ||
FCB FINANCIAL HOLDINGS CL A | COMMON STOCK USD.001 | 30255G103 | 1,570 | 32,870 | SH | SOLE | 32,870 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 1,946 | 15,399 | SH | SOLE | 15,399 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 719 | 25,455 | SH | SOLE | 25,455 | 0 | 0 | ||
FEDERATED NATIONAL HOLDING C | COMMON STOCK USD.01 | 31422T101 | 496 | 30,972 | SH | SOLE | 30,972 | 0 | 0 | ||
FEDEX CORP | COMMON STOCK USD.1 | 31428X106 | 1,596 | 7,343 | SH | SOLE | 7,343 | 0 | 0 | ||
FELCOR LODGING TRUST INC | REIT USD.01 | 31430F101 | 1,391 | 192,945 | SH | SOLE | 192,945 | 0 | 0 | ||
FIBROGEN INC | COMMON STOCK USD.01 | 31572Q808 | 757 | 23,447 | SH | SOLE | 23,447 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 514 | 6,023 | SH | SOLE | 6,023 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 32 | 1,218 | SH | SOLE | 1,218 | 0 | 0 | ||
FINISAR CORPORATION | COMMON STOCK USD.001 | 31787A507 | 861 | 33,142 | SH | SOLE | 33,142 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 8,632 | 193,147 | SH | SOLE | 193,147 | 0 | 0 | ||
FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 | 1,036 | 178,843 | SH | SOLE | 178,843 | 0 | 0 | ||
FIRST CONNECTICUT BANCORP | COMMON STOCK USD.01 | 319850103 | 825 | 32,167 | SH | SOLE | 32,167 | 0 | 0 | ||
FIRST FINANCIAL NORTHWEST | COMMON STOCK USD.01 | 32022K102 | 387 | 24,019 | SH | SOLE | 24,019 | 0 | 0 | ||
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 1,896 | 61,929 | SH | SOLE | 61,929 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 1,675 | 58,529 | SH | SOLE | 58,529 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 8,631 | 295,982 | SH | SOLE | 295,982 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 1,586 | 12,967 | SH | SOLE | 12,967 | 0 | 0 | ||
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 1,177 | 54,703 | SH | SOLE | 54,703 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 699 | 20,177 | SH | SOLE | 20,177 | 0 | 0 | ||
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 448 | 25,860 | SH | SOLE | 25,860 | 0 | 0 | ||
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 28 | 603 | SH | SOLE | 603 | 0 | 0 | ||
FLUOR CORP | COMMON STOCK USD.01 | 343412102 | 48 | 1,050 | SH | SOLE | 1,050 | 0 | 0 | ||
FMC CORP | COMMON STOCK USD.1 | 302491303 | 63 | 865 | SH | SOLE | 865 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 351 | 7,128 | SH | SOLE | 7,128 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 2,675 | 239,067 | SH | SOLE | 239,067 | 0 | 0 | ||
FOREST CITY REALTY TRUST A | REIT USD.01 | 345605109 | 1,476 | 61,076 | SH | SOLE | 61,076 | 0 | 0 | ||
FORESTAR GROUP INC | COMMON STOCK USD1.0 | 346233109 | 492 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
FORMFACTOR INC | COMMON STOCK USD.001 | 346375108 | 1,105 | 89,087 | SH | SOLE | 89,087 | 0 | 0 | ||
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 406 | 10,842 | SH | SOLE | 10,842 | 0 | 0 | ||
FORTRESS INVESTMENT GRP CL A | MLP | 34958B106 | 2,606 | 326,200 | SH | SOLE | 326,200 | 0 | 0 | ||
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 7,759 | 118,932 | SH | SOLE | 118,932 | 0 | 0 | ||
FOUR CORNERS PROPERTY TRUST | REIT USD.0001 | 35086T109 | 709 | 28,229 | SH | SOLE | 28,229 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 2,359 | 52,675 | SH | SOLE | 52,675 | 0 | 0 | ||
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 450 | 37,444 | SH | SOLE | 37,444 | 0 | 0 | ||
GAMING AND LEISURE PROPERTIE | REIT | 36467J108 | 2,112 | 56,075 | SH | SOLE | 56,075 | 0 | 0 | ||
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 1,187 | 53,986 | SH | SOLE | 53,986 | 0 | 0 | ||
GARMIN LTD | COMMON STOCK CHF10.0 | H2906T109 | 40 | 775 | SH | SOLE | 775 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 1,452 | 11,758 | SH | SOLE | 11,758 | 0 | 0 | ||
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 4,788 | 132,508 | SH | SOLE | 132,508 | 0 | 0 | ||
GENERAL COMMUNICATION INC A | COMMON STOCK | 369385109 | 1,429 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 16,072 | 81,132 | SH | SOLE | 81,132 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 3,613 | 133,770 | SH | SOLE | 133,770 | 0 | 0 | ||
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 417 | 7,535 | SH | SOLE | 7,535 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 8,747 | 250,408 | SH | SOLE | 250,408 | 0 | 0 | ||
GENTHERM INC | COMMON STOCK | 37253A103 | 1,158 | 29,845 | SH | SOLE | 29,845 | 0 | 0 | ||
GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 | 580 | 6,256 | SH | SOLE | 6,256 | 0 | 0 | ||
GGP INC | REIT USD.01 | 36174X101 | 9,611 | 407,956 | SH | SOLE | 407,956 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 16,993 | 240,076 | SH | SOLE | 240,076 | 0 | 0 | ||
GLAUKOS CORP | COMMON STOCK USD.001 | 377322102 | 944 | 22,774 | SH | SOLE | 22,774 | 0 | 0 | ||
GLOBAL BROKERAGE INC | SR UNSECURED 06/18 2.25 | 302693AB2 | 3,280 | 8,200,000 | SH | SOLE | 8,200,000 | 0 | 0 | ||
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 629 | 6,959 | SH | SOLE | 6,959 | 0 | 0 | ||
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 75 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
GNC HOLDINGS INC CL A | COMMON STOCK USD.001 | 36191G107 | 830 | 98,454 | SH | SOLE | 98,454 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 13,391 | 60,348 | SH | SOLE | 60,348 | 0 | 0 | ||
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 3,333 | 95,346 | SH | SOLE | 95,346 | 0 | 0 | ||
GOVERNMENT PROPERTIES INCOME | REIT USD.01 | 38376A103 | 1,771 | 96,702 | SH | SOLE | 96,702 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 640 | 46,717 | SH | SOLE | 46,717 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 1,941 | 47,551 | SH | SOLE | 47,551 | 0 | 0 | ||
GREENBRIER COMPANIES INC | COMMON STOCK | 393657101 | 2,048 | 44,281 | SH | SOLE | 44,281 | 0 | 0 | ||
GREENHILL CO INC | COMMON STOCK USD.01 | 395259104 | 476 | 23,675 | SH | SOLE | 23,675 | 0 | 0 | ||
GUARANTY BANCORP | COMMON STOCK USD.001 | 40075T607 | 804 | 29,551 | SH | SOLE | 29,551 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | COMMON STOCK USD.0001 | 40171V100 | 644 | 9,366 | SH | SOLE | 9,366 | 0 | 0 | ||
H R BLOCK INC | COMMON STOCK | 093671105 | 6,552 | 211,959 | SH | SOLE | 211,959 | 0 | 0 | ||
HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 | 398 | 25,651 | SH | SOLE | 25,651 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | COMMON STOCK USD.001 | 40637H109 | 251 | 19,543 | SH | SOLE | 19,543 | 0 | 0 | ||
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 81 | 3,501 | SH | SOLE | 3,501 | 0 | 0 | ||
HANNON ARMSTRONG SUSTAINABLE | REIT USD.01 | 41068X100 | 798 | 34,892 | SH | SOLE | 34,892 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 4,055 | 45,752 | SH | SOLE | 45,752 | 0 | 0 | ||
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 506 | 9,363 | SH | SOLE | 9,363 | 0 | 0 | ||
HARRIS CORP | COMMON STOCK USD1. | 413875105 | 2,885 | 26,453 | SH | SOLE | 26,453 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 119 | 2,257 | SH | SOLE | 2,257 | 0 | 0 | ||
HASBRO INC | COMMON STOCK USD.5 | 418056107 | 2,884 | 25,867 | SH | SOLE | 25,867 | 0 | 0 | ||
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 8,340 | 95,640 | SH | SOLE | 95,640 | 0 | 0 | ||
HCP INC | REIT USD1.0 | 40414L109 | 2,123 | 66,440 | SH | SOLE | 66,440 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 838 | 11,661 | SH | SOLE | 11,661 | 0 | 0 | ||
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 10,344 | 56,521 | SH | SOLE | 56,521 | 0 | 0 | ||
HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 42727J102 | 895 | 68,755 | SH | SOLE | 68,755 | 0 | 0 | ||
HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 | 174 | 1,616 | SH | SOLE | 1,616 | 0 | 0 | ||
HESS CORP | COMMON STOCK USD1.0 | 42809H107 | 6,287 | 143,299 | SH | SOLE | 143,299 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRIS | COMMON STOCK USD.01 | 42824C109 | 91 | 5,477 | SH | SOLE | 5,477 | 0 | 0 | ||
HIBBETT SPORTS INC | COMMON STOCK USD.01 | 428567101 | 671 | 32,339 | SH | SOLE | 32,339 | 0 | 0 | ||
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 2,016 | 39,760 | SH | SOLE | 39,760 | 0 | 0 | ||
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 455 | 5,719 | SH | SOLE | 5,719 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 534 | 28,890 | SH | SOLE | 28,890 | 0 | 0 | ||
HOLLYSYS AUTOMATION TECHNOLO | COMMON STOCK USD.0001 | G45667105 | 366 | 22,006 | SH | SOLE | 22,006 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 6,934 | 152,804 | SH | SOLE | 152,804 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 24,551 | 160,046 | SH | SOLE | 160,046 | 0 | 0 | ||
HOMETRUST BANCSHARES INC | COMMON STOCK | 437872104 | 1,224 | 50,180 | SH | SOLE | 50,180 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 24,697 | 185,285 | SH | SOLE | 185,285 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 3,358 | 115,186 | SH | SOLE | 115,186 | 0 | 0 | ||
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 2,693 | 147,374 | SH | SOLE | 147,374 | 0 | 0 | ||
HOULIHAN LOKEY INC | COMMON STOCK USD.001 | 441593100 | 1,783 | 51,075 | SH | SOLE | 51,075 | 0 | 0 | ||
HP INC | COMMON STOCK USD.01 | 40434L105 | 5,411 | 309,566 | SH | SOLE | 309,566 | 0 | 0 | ||
HSN INC | COMMON STOCK USD.01 | 404303109 | 3,716 | 116,496 | SH | SOLE | 116,496 | 0 | 0 | ||
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 486 | 7,386 | SH | SOLE | 7,386 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 444097109 | 1,957 | 57,226 | SH | SOLE | 57,226 | 0 | 0 | ||
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 2,623 | 10,902 | SH | SOLE | 10,902 | 0 | 0 | ||
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 831 | 9,092 | SH | SOLE | 9,092 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 34 | 2,495 | SH | SOLE | 2,495 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 6,396 | 34,356 | SH | SOLE | 34,356 | 0 | 0 | ||
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 1,896 | 73,367 | SH | SOLE | 73,367 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 369 | 41,104 | SH | SOLE | 41,104 | 0 | 0 | ||
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 625 | 5,532 | SH | SOLE | 5,532 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 2,322 | 14,382 | SH | SOLE | 14,382 | 0 | 0 | ||
IHS MARKIT LTD | COMMON STOCK USD.01 | G47567105 | 120 | 2,731 | SH | SOLE | 2,731 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 1,875 | 13,086 | SH | SOLE | 13,086 | 0 | 0 | ||
IMPAX LABORATORIES INC | COMMON STOCK USD.01 | 45256B101 | 996 | 61,879 | SH | SOLE | 61,879 | 0 | 0 | ||
INC RESEARCH HOLDINGS INC A | COMMON STOCK USD.01 | 45329R109 | 5,184 | 88,610 | SH | SOLE | 88,610 | 0 | 0 | ||
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 1,133 | 8,998 | SH | SOLE | 8,998 | 0 | 0 | ||
INDEPENDENT BANK GROUP INC | COMMON STOCK USD.01 | 45384B106 | 630 | 10,584 | SH | SOLE | 10,584 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 19,778 | 216,416 | SH | SOLE | 216,416 | 0 | 0 | ||
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 3,422 | 28,708 | SH | SOLE | 28,708 | 0 | 0 | ||
INNOPHOS HOLDINGS INC | COMMON STOCK USD.001 | 45774N108 | 379 | 8,648 | SH | SOLE | 8,648 | 0 | 0 | ||
INNOVIVA INC | COMMON STOCK | 45781M101 | 1,044 | 81,547 | SH | SOLE | 81,547 | 0 | 0 | ||
INSYS THERAPEUTICS INC | COMMON STOCK USD.0002145 | 45824V209 | 463 | 36,606 | SH | SOLE | 36,606 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 1,511 | 34,927 | SH | SOLE | 34,927 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC | COMMON STOCK USD.001 | 458118106 | 1,013 | 39,298 | SH | SOLE | 39,298 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 7,803 | 231,265 | SH | SOLE | 231,265 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 5,932 | 89,989 | SH | SOLE | 89,989 | 0 | 0 | ||
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 95 | 1,226 | SH | SOLE | 1,226 | 0 | 0 | ||
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 1,836 | 93,460 | SH | SOLE | 93,460 | 0 | 0 | ||
INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 459044103 | 1,538 | 43,876 | SH | SOLE | 43,876 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | COMMON STOCK USD.1 | G4863A108 | 1,299 | 70,998 | SH | SOLE | 70,998 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 183 | 3,226 | SH | SOLE | 3,226 | 0 | 0 | ||
INTERNATIONAL SEAWAYS INC | COMMON STOCK | Y41053102 | 776 | 35,821 | SH | SOLE | 35,821 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 1,387 | 56,367 | SH | SOLE | 56,367 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 6,492 | 42,205 | SH | SOLE | 42,205 | 0 | 0 | ||
INTRAWEST RESORTS HOLDINGS I | COMMON STOCK USD.01 | 46090K109 | 710 | 29,891 | SH | SOLE | 29,891 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 2,868 | 21,591 | SH | SOLE | 21,591 | 0 | 0 | ||
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 72 | 2,034 | SH | SOLE | 2,034 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 1,661 | 124,324 | SH | SOLE | 124,324 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 62 | 14,266 | SH | SOLE | 6,683 | 0 | 7,583 | ||
IONIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 462222100 | 264 | 5,184 | SH | SOLE | 5,184 | 0 | 0 | ||
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 721 | 4,970 | SH | SOLE | 4,970 | 0 | 0 | ||
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 842 | 24,509 | SH | SOLE | 24,509 | 0 | 0 | ||
ISHARES CORE MSCI EAFE ETF | ISHARES CORE MSCI EAFE ETF | 46432F842 | 47,656 | 782,650 | SH | SOLE | 782,650 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 52,525 | 805,599 | SH | SOLE | 805,599 | 0 | 0 | ||
ISHARES MSCI EAFE VALUE ETF | ISHARES MSCI EAFE VALUE ETF | 464288877 | 14,993 | 290,000 | SH | SOLE | 290,000 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 19,112 | 461,759 | SH | SOLE | 461,759 | 0 | 0 | ||
ISHARES MSCI JAPAN ETF | ISHARES MSCI JAPAN ETF | 46434G822 | 3,076 | 57,335 | SH | SOLE | 57,335 | 0 | 0 | ||
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 296 | 63,600 | SH | SOLE | 63,600 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 1,944 | 22,849 | SH | SOLE | 22,849 | 0 | 0 | ||
JABIL INC | COMMON STOCK USD.001 | 466313103 | 1,952 | 66,863 | SH | SOLE | 66,863 | 0 | 0 | ||
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 5,180 | 49,869 | SH | SOLE | 49,869 | 0 | 0 | ||
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 877 | 8,901 | SH | SOLE | 8,901 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK USD1.0 | 469814107 | 48 | 884 | SH | SOLE | 884 | 0 | 0 | ||
JAMES RIVER GROUP HOLDINGS L | COMMON STOCK USD.0002 | G5005R107 | 1,743 | 43,865 | SH | SOLE | 43,865 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 477143101 | 951 | 41,667 | SH | SOLE | 41,667 | 0 | 0 | ||
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 7,017 | 59,304 | SH | SOLE | 59,304 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | COMMON STOCK USD.01 | 477839104 | 401 | 4,095 | SH | SOLE | 4,095 | 0 | 0 | ||
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 43,672 | 330,122 | SH | SOLE | 330,122 | 0 | 0 | ||
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 45,972 | 502,981 | SH | SOLE | 502,981 | 0 | 0 | ||
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 3,465 | 124,291 | SH | SOLE | 124,291 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 1,147 | 10,965 | SH | SOLE | 10,965 | 0 | 0 | ||
KAR AUCTION SERVICES INC | COMMON STOCK USD.01 | 48238T109 | 1,049 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KCG HOLDINGS INC CL A | COMMON STOCK USD.01 | 48244B100 | 3,290 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK USD.25 | 487836108 | 268 | 3,852 | SH | SOLE | 3,852 | 0 | 0 | ||
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 39 | 2,104 | SH | SOLE | 2,104 | 0 | 0 | ||
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 1,802 | 91,921 | SH | SOLE | 91,921 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 8,545 | 66,186 | SH | SOLE | 66,186 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 34 | 1,833 | SH | SOLE | 1,833 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 1,945 | 101,489 | SH | SOLE | 101,489 | 0 | 0 | ||
KITE PHARMA INC | COMMON STOCK USD.001 | 49803L109 | 776 | 7,487 | SH | SOLE | 7,487 | 0 | 0 | ||
KITE REALTY GROUP TRUST | REIT USD.01 | 49803T300 | 247 | 13,061 | SH | SOLE | 13,061 | 0 | 0 | ||
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 30 | 328 | SH | SOLE | 328 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 1,210 | 31,286 | SH | SOLE | 31,286 | 0 | 0 | ||
KORN/FERRY INTERNATIONAL | COMMON STOCK USD.01 | 500643200 | 1,056 | 30,574 | SH | SOLE | 30,574 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 105 | 4,516 | SH | SOLE | 4,516 | 0 | 0 | ||
KRONOS WORLDWIDE INC | COMMON STOCK USD.01 | 50105F105 | 498 | 27,310 | SH | SOLE | 27,310 | 0 | 0 | ||
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 90 | 1,678 | SH | SOLE | 1,678 | 0 | 0 | ||
L3 TECHNOLOGIES INC | COMMON STOCK USD.01 | 502413107 | 3,531 | 21,132 | SH | SOLE | 21,132 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 1,325 | 40,765 | SH | SOLE | 40,765 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 75 | 488 | SH | SOLE | 488 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 14,018 | 99,114 | SH | SOLE | 99,114 | 0 | 0 | ||
LAMB WESTON HOLDINGS INC | COMMON STOCK USD1.0 | 513272104 | 1,112 | 25,245 | SH | SOLE | 25,245 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 654 | 7,637 | SH | SOLE | 7,637 | 0 | 0 | ||
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 1,051 | 51,524 | SH | SOLE | 51,524 | 0 | 0 | ||
LASALLE HOTEL PROPERTIES | REIT USD.01 | 517942108 | 3,530 | 118,450 | SH | SOLE | 118,450 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 6,657 | 46,853 | SH | SOLE | 46,853 | 0 | 0 | ||
LEGACYTEXAS FINANCIAL GROUP | COMMON STOCK USD.01 | 52471Y106 | 669 | 17,541 | SH | SOLE | 17,541 | 0 | 0 | ||
LEGGETT PLATT INC | COMMON STOCK USD.01 | 524660107 | 51 | 966 | SH | SOLE | 966 | 0 | 0 | ||
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 883 | 28,297 | SH | SOLE | 28,297 | 0 | 0 | ||
LENDINGTREE INC | COMMON STOCK USD.01 | 52603B107 | 634 | 3,679 | SH | SOLE | 3,679 | 0 | 0 | ||
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 2,136 | 40,055 | SH | SOLE | 40,055 | 0 | 0 | ||
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 864 | 4,705 | SH | SOLE | 4,705 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COMMON STOCK USD.01 | 52729N308 | 11,606 | 195,716 | SH | SOLE | 195,716 | 0 | 0 | ||
LEXICON PHARMACEUTICALS INC | COMMON STOCK USD.001 | 528872302 | 596 | 36,202 | SH | SOLE | 36,202 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP Q A | TRACKING STK USD.01 | 53071M104 | 5,474 | 223,063 | SH | SOLE | 223,063 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 1,068 | 26,226 | SH | SOLE | 26,226 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 1,513 | 12,462 | SH | SOLE | 12,462 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 3,577 | 52,937 | SH | SOLE | 52,937 | 0 | 0 | ||
LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 | 485 | 7,925 | SH | SOLE | 7,925 | 0 | 0 | ||
LKQ CORP | COMMON STOCK USD.01 | 501889208 | 77 | 2,332 | SH | SOLE | 2,332 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 539830109 | 408 | 1,469 | SH | SOLE | 1,469 | 0 | 0 | ||
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 1,060 | 10,147 | SH | SOLE | 10,147 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 2,357 | 97,744 | SH | SOLE | 97,744 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 3,914 | 50,488 | SH | SOLE | 50,488 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS INC | COMMON STOCK | 50212V100 | 1,297 | 30,556 | SH | SOLE | 30,556 | 0 | 0 | ||
LTC PROPERTIES INC | REIT USD.01 | 502175102 | 623 | 12,124 | SH | SOLE | 12,124 | 0 | 0 | ||
LUMOS NETWORKS CORP | COMMON STOCK USD.01 | 550283105 | 2,618 | 146,500 | SH | SOLE | 146,500 | 0 | 0 | ||
LUXOFT HOLDING INC | COMMON STOCK | G57279104 | 569 | 9,356 | SH | SOLE | 9,356 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 11,039 | 130,815 | SH | SOLE | 130,815 | 0 | 0 | ||
M T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 140 | 865 | SH | SOLE | 865 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 374 | 13,099 | SH | SOLE | 13,099 | 0 | 0 | ||
MACERICH CO/THE | REIT USD.01 | 554382101 | 65 | 1,120 | SH | SOLE | 1,120 | 0 | 0 | ||
MACK CALI REALTY CORP | REIT USD.01 | 554489104 | 1,599 | 58,921 | SH | SOLE | 58,921 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | COMMON STOCK USD.001 | 55608B105 | 1,074 | 13,700 | SH | SOLE | 13,700 | 0 | 0 | ||
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 29 | 1,231 | SH | SOLE | 1,231 | 0 | 0 | ||
MAGELLAN HEALTH INC | COMMON STOCK USD.01 | 559079207 | 339 | 4,652 | SH | SOLE | 4,652 | 0 | 0 | ||
MAMMOTH ENERGY SERVICES INC | COMMON STOCK USD.01 | 56155L108 | 754 | 40,530 | SH | SOLE | 40,530 | 0 | 0 | ||
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 122 | 10,292 | SH | SOLE | 10,292 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 2,558 | 48,878 | SH | SOLE | 48,878 | 0 | 0 | ||
MARCUS CORPORATION | COMMON STOCK USD1.0 | 566330106 | 320 | 10,606 | SH | SOLE | 10,606 | 0 | 0 | ||
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 182 | 1,818 | SH | SOLE | 1,818 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 1,062 | 9,017 | SH | SOLE | 9,017 | 0 | 0 | ||
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 2,090 | 26,807 | SH | SOLE | 26,807 | 0 | 0 | ||
MARTIN MARIETTA MATERIALS | COMMON STOCK USD.01 | 573284106 | 128 | 577 | SH | SOLE | 577 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 2,597 | 67,975 | SH | SOLE | 67,975 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 901 | 9,886 | SH | SOLE | 9,886 | 0 | 0 | ||
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 327 | 4,335 | SH | SOLE | 4,335 | 0 | 0 | ||
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 362 | 8,007 | SH | SOLE | 8,007 | 0 | 0 | ||
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 4,166 | 34,305 | SH | SOLE | 34,305 | 0 | 0 | ||
MAXIMUS INC | COMMON STOCK | 577933104 | 837 | 13,370 | SH | SOLE | 13,370 | 0 | 0 | ||
MB FINANCIAL INC | COMMON STOCK USD.01 | 55264U108 | 337 | 7,642 | SH | SOLE | 7,642 | 0 | 0 | ||
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037109 | 1,540 | 214,822 | SH | SOLE | 214,822 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 6,723 | 43,893 | SH | SOLE | 43,893 | 0 | 0 | ||
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 2,629 | 15,976 | SH | SOLE | 15,976 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 614 | 47,713 | SH | SOLE | 47,713 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 440 | 7,293 | SH | SOLE | 7,293 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 6,572 | 74,052 | SH | SOLE | 74,052 | 0 | 0 | ||
MERCADOLIBRE INC | COMMON STOCK USD.001 | 58733R102 | 605 | 2,410 | SH | SOLE | 2,410 | 0 | 0 | ||
MERCK CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 28,383 | 442,855 | SH | SOLE | 442,855 | 0 | 0 | ||
MERIDIAN BANCORP INC | COMMON STOCK | 58958U103 | 1,275 | 75,443 | SH | SOLE | 75,443 | 0 | 0 | ||
MERITAGE HOMES CORP | COMMON STOCK USD.01 | 59001A102 | 584 | 13,830 | SH | SOLE | 13,830 | 0 | 0 | ||
MERITOR INC | COMMON STOCK USD1.0 | 59001K100 | 354 | 21,299 | SH | SOLE | 21,299 | 0 | 0 | ||
METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 591520200 | 1,482 | 35,962 | SH | SOLE | 35,962 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 267 | 4,855 | SH | SOLE | 4,855 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 278 | 473 | SH | SOLE | 473 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 2,506 | 223,736 | SH | SOLE | 223,736 | 0 | 0 | ||
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1,510 | 51,743 | SH | SOLE | 51,743 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COMMON STOCK | G60754101 | 3,502 | 96,605 | SH | SOLE | 96,605 | 0 | 0 | ||
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 2,252 | 121,596 | SH | SOLE | 121,596 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 595017104 | 664 | 8,597 | SH | SOLE | 8,597 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 2,455 | 82,231 | SH | SOLE | 82,231 | 0 | 0 | ||
MICROSEMI CORP | COMMON STOCK USD.2 | 595137100 | 363 | 7,762 | SH | SOLE | 7,762 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 63,490 | 921,084 | SH | SOLE | 921,084 | 0 | 0 | ||
MICROSTRATEGY INC CL A | COMMON STOCK USD.001 | 594972408 | 1,078 | 5,622 | SH | SOLE | 5,622 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 1,545 | 14,660 | SH | SOLE | 14,660 | 0 | 0 | ||
MIDDLEBY CORP | COMMON STOCK USD.01 | 596278101 | 843 | 6,938 | SH | SOLE | 6,938 | 0 | 0 | ||
MIMEDX GROUP INC | COMMON STOCK USD.001 | 602496101 | 2,021 | 134,996 | SH | SOLE | 134,996 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 2,578 | 35,214 | SH | SOLE | 35,214 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 4,303 | 63,945 | SH | SOLE | 63,945 | 0 | 0 | ||
MOBILEYE NV | COMMON STOCK | N51488117 | 3,366 | 53,600 | SH | SOLE | 53,600 | 0 | 0 | ||
MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 608190104 | 15,087 | 62,421 | SH | SOLE | 62,421 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 12,588 | 291,462 | SH | SOLE | 291,462 | 0 | 0 | ||
MONSANTO CO | COMMON STOCK USD.01 | 61166W101 | 3,047 | 25,743 | SH | SOLE | 25,743 | 0 | 0 | ||
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 2,406 | 19,770 | SH | SOLE | 19,770 | 0 | 0 | ||
MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 | 1,113 | 15,513 | SH | SOLE | 15,513 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 5,729 | 128,576 | SH | SOLE | 128,576 | 0 | 0 | ||
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 75 | 3,273 | SH | SOLE | 3,273 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 2,102 | 24,236 | SH | SOLE | 24,236 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 1,125 | 43,891 | SH | SOLE | 43,891 | 0 | 0 | ||
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 89 | 2,284 | SH | SOLE | 2,284 | 0 | 0 | ||
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 769 | 29,764 | SH | SOLE | 29,764 | 0 | 0 | ||
NANOMETRICS INC | COMMON STOCK | 630077105 | 814 | 32,183 | SH | SOLE | 32,183 | 0 | 0 | ||
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 47 | 660 | SH | SOLE | 660 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 771 | 13,807 | SH | SOLE | 13,807 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COMMON STOCK USD.01 | 637071101 | 1,285 | 39,012 | SH | SOLE | 39,012 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 3,178 | 81,291 | SH | SOLE | 81,291 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 702 | 30,372 | SH | SOLE | 30,372 | 0 | 0 | ||
NAUTILUS INC | COMMON STOCK | 63910B102 | 692 | 36,114 | SH | SOLE | 36,114 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 1,150 | 68,887 | SH | SOLE | 68,887 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 5,609 | 137,347 | SH | SOLE | 137,347 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 1,595 | 39,825 | SH | SOLE | 39,825 | 0 | 0 | ||
NETEASE INC ADR | ADR USD.0001 | 64110W102 | 17,994 | 59,853 | SH | SOLE | 59,853 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 582 | 12,654 | SH | SOLE | 12,654 | 0 | 0 | ||
NEUSTAR INC CLASS A | COMMON STOCK USD.001 | 64126X201 | 995 | 29,847 | SH | SOLE | 29,847 | 0 | 0 | ||
NEVRO CORP | COMMON STOCK USD.001 | 64157F103 | 547 | 7,352 | SH | SOLE | 7,352 | 0 | 0 | ||
NEW JERSEY RESOURCES CORP | COMMON STOCK USD2.5 | 646025106 | 619 | 15,593 | SH | SOLE | 15,593 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 2,782 | 178,800 | SH | SOLE | 178,800 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 13,040 | 243,197 | SH | SOLE | 243,197 | 0 | 0 | ||
NEWFIELD EXPLORATION CO | COMMON STOCK USD.01 | 651290108 | 131 | 4,613 | SH | SOLE | 4,613 | 0 | 0 | ||
NEWMARKET CORP | COMMON STOCK | 651587107 | 535 | 1,162 | SH | SOLE | 1,162 | 0 | 0 | ||
NEWMONT MINING CORP | COMMON STOCK USD1.6 | 651639106 | 3,453 | 106,617 | SH | SOLE | 106,617 | 0 | 0 | ||
NEWS CORP CLASS B | COMMON STOCK | 65249B208 | 37 | 2,591 | SH | SOLE | 2,591 | 0 | 0 | ||
NEWSTAR FINANCIAL INC | COMMON STOCK USD.01 | 65251F105 | 311 | 29,579 | SH | SOLE | 29,579 | 0 | 0 | ||
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 1,239 | 49,774 | SH | SOLE | 49,774 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 4,035 | 28,792 | SH | SOLE | 28,792 | 0 | 0 | ||
NIELSEN HOLDINGS PLC | COMMON STOCK EUR.07 | G6518L108 | 78 | 2,017 | SH | SOLE | 2,017 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK USD1.0 | 654106103 | 567 | 9,615 | SH | SOLE | 9,615 | 0 | 0 | ||
NISOURCE INC | COMMON STOCK USD.01 | 65473P105 | 30 | 1,178 | SH | SOLE | 1,178 | 0 | 0 | ||
NMI HOLDINGS INC CLASS A | COMMON STOCK USD.01 | 629209305 | 485 | 42,367 | SH | SOLE | 42,367 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK USD.01 | 655044105 | 1,607 | 56,773 | SH | SOLE | 56,773 | 0 | 0 | ||
NORD ANGLIA EDUCATION INC | COMMON STOCK USD.01 | G6583A102 | 1,316 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 595 | 4,902 | SH | SOLE | 4,902 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 163 | 1,337 | SH | SOLE | 1,337 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 107 | 1,104 | SH | SOLE | 1,104 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 666807102 | 241 | 939 | SH | SOLE | 939 | 0 | 0 | ||
NRG YIELD INC CLASS A | COMMON STOCK USD.01 | 62942X306 | 1,625 | 95,245 | SH | SOLE | 95,245 | 0 | 0 | ||
NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 67018T105 | 2,747 | 43,708 | SH | SOLE | 43,708 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 5,206 | 89,952 | SH | SOLE | 89,952 | 0 | 0 | ||
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 569 | 7,399 | SH | SOLE | 7,399 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 3,321 | 22,976 | SH | SOLE | 22,976 | 0 | 0 | ||
NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 | 4,203 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 1,258 | 5,751 | SH | SOLE | 5,751 | 0 | 0 | ||
OASIS PETROLEUM INC | COMMON STOCK USD.01 | 674215108 | 391 | 48,631 | SH | SOLE | 48,631 | 0 | 0 | ||
OCEANEERING INTL INC | COMMON STOCK USD.25 | 675232102 | 3,931 | 172,100 | SH | SOLE | 172,100 | 0 | 0 | ||
OFFICE DEPOT INC | COMMON STOCK USD.01 | 676220106 | 586 | 103,894 | SH | SOLE | 103,894 | 0 | 0 | ||
OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 | 764 | 76,420 | SH | SOLE | 76,420 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 1,865 | 53,598 | SH | SOLE | 53,598 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 795 | 8,345 | SH | SOLE | 8,345 | 0 | 0 | ||
OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 681116109 | 2,286 | 53,652 | SH | SOLE | 53,652 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 6,773 | 205,105 | SH | SOLE | 205,105 | 0 | 0 | ||
OMEGA PROTEIN CORP | COMMON STOCK USD.01 | 68210P107 | 688 | 38,410 | SH | SOLE | 38,410 | 0 | 0 | ||
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 104 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 969 | 13,884 | SH | SOLE | 13,884 | 0 | 0 | ||
ONEBEACON INSURANCE GROUP A | COMMON STOCK USD.01 | G67742109 | 2,620 | 143,700 | SH | SOLE | 143,700 | 0 | 0 | ||
ONEOK INC | COMMON STOCK USD.01 | 682680103 | 8,895 | 170,540 | SH | SOLE | 170,540 | 0 | 0 | ||
ONEOK PARTNERS LP | MLP | 68268N103 | 2,451 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 25,354 | 505,664 | SH | SOLE | 505,664 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 2,307 | 133,659 | SH | SOLE | 133,659 | 0 | 0 | ||
ORBOTECH LTD | COMMON STOCK USD.14 | M75253100 | 567 | 17,370 | SH | SOLE | 17,370 | 0 | 0 | ||
ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 686688102 | 2,233 | 38,053 | SH | SOLE | 38,053 | 0 | 0 | ||
OWENS CORNING | COMMON STOCK USD.001 | 690742101 | 7,952 | 118,830 | SH | SOLE | 118,830 | 0 | 0 | ||
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 6,751 | 282,253 | SH | SOLE | 282,253 | 0 | 0 | ||
P G E CORP | COMMON STOCK | 69331C108 | 223 | 3,360 | SH | SOLE | 3,360 | 0 | 0 | ||
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 92 | 1,396 | SH | SOLE | 1,396 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 695127100 | 633 | 13,269 | SH | SOLE | 13,269 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 1,717 | 15,410 | SH | SOLE | 15,410 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 2,498 | 53,495 | SH | SOLE | 53,495 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COMMON STOCK USD.0001 | 697435105 | 668 | 4,992 | SH | SOLE | 4,992 | 0 | 0 | ||
PANERA BREAD COMPANY CLASS A | COMMON STOCK USD.0001 | 69840W108 | 2,612 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
PAREXEL INTERNATIONAL CORP | COMMON STOCK USD.01 | 699462107 | 4,711 | 54,202 | SH | SOLE | 54,202 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 11,128 | 69,630 | SH | SOLE | 69,630 | 0 | 0 | ||
PARKWAY INC | REIT USD.001 | 70156Q107 | 158 | 6,885 | SH | SOLE | 6,885 | 0 | 0 | ||
PATHEON NV | COMMON STOCK EUR.01 | N6865W105 | 2,619 | 75,100 | SH | SOLE | 75,100 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 | 1,297 | 64,244 | SH | SOLE | 54,600 | 0 | 9,644 | ||
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 129 | 2,267 | SH | SOLE | 2,267 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 1,155 | 21,524 | SH | SOLE | 21,524 | 0 | 0 | ||
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 5,148 | 210,540 | SH | SOLE | 145,497 | 0 | 65,043 | ||
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 2,007 | 62,244 | SH | SOLE | 62,244 | 0 | 0 | ||
PENN REAL ESTATE INVEST TST | REIT USD1.0 | 709102107 | 133 | 11,727 | SH | SOLE | 11,727 | 0 | 0 | ||
PEOPLE S UTAH BANCORP | COMMON STOCK USD.01 | 712706209 | 922 | 34,406 | SH | SOLE | 34,406 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 17,360 | 150,319 | SH | SOLE | 150,319 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 14,795 | 440,449 | SH | SOLE | 440,449 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 18,373 | 156,429 | SH | SOLE | 156,429 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 720190206 | 1,684 | 79,899 | SH | SOLE | 79,899 | 0 | 0 | ||
PINNACLE ENTERTAINMENT INC | COMMON STOCK USD.01 | 72348Y105 | 2,076 | 105,063 | SH | SOLE | 105,063 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 330 | 2,641 | SH | SOLE | 2,641 | 0 | 0 | ||
POLARIS INDUSTRIES INC | COMMON STOCK USD.01 | 731068102 | 623 | 6,754 | SH | SOLE | 6,754 | 0 | 0 | ||
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 2,099 | 54,187 | SH | SOLE | 54,187 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 3,806 | 91,259 | SH | SOLE | 91,259 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 3,017 | 38,856 | SH | SOLE | 38,856 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 13,260 | 120,591 | SH | SOLE | 120,591 | 0 | 0 | ||
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 155 | 4,005 | SH | SOLE | 4,005 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 1,342 | 17,892 | SH | SOLE | 17,892 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK USD.01 | 74005P104 | 2,174 | 16,402 | SH | SOLE | 16,402 | 0 | 0 | ||
PREMIER INC CLASS A | COMMON STOCK USD.01 | 74051N102 | 1,056 | 29,345 | SH | SOLE | 29,345 | 0 | 0 | ||
PRESTIGE BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 74112D101 | 1,030 | 19,495 | SH | SOLE | 19,495 | 0 | 0 | ||
PRICELINE GROUP INC/THE | COMMON STOCK USD.008 | 741503403 | 10,063 | 5,380 | SH | SOLE | 5,380 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 75 | 1,176 | SH | SOLE | 1,176 | 0 | 0 | ||
PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 | 25,750 | 295,469 | SH | SOLE | 295,469 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 1,439 | 46,581 | SH | SOLE | 46,581 | 0 | 0 | ||
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 186 | 4,215 | SH | SOLE | 4,215 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 13,361 | 227,842 | SH | SOLE | 227,842 | 0 | 0 | ||
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 483 | 5,562 | SH | SOLE | 5,562 | 0 | 0 | ||
PROTHENA CORP PLC | COMMON STOCK USD.01 | G72800108 | 783 | 14,475 | SH | SOLE | 14,475 | 0 | 0 | ||
PROTO LABS INC | COMMON STOCK USD.001 | 743713109 | 1,116 | 16,588 | SH | SOLE | 16,588 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 5,943 | 54,960 | SH | SOLE | 54,960 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 8,047 | 60,785 | SH | SOLE | 60,785 | 0 | 0 | ||
PTC INC | COMMON STOCK USD.01 | 69370C100 | 570 | 10,350 | SH | SOLE | 10,350 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 182 | 4,233 | SH | SOLE | 4,233 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 6,824 | 32,724 | SH | SOLE | 32,724 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 3,167 | 129,097 | SH | SOLE | 129,097 | 0 | 0 | ||
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 5,024 | 43,882 | SH | SOLE | 43,882 | 0 | 0 | ||
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 28 | 449 | SH | SOLE | 449 | 0 | 0 | ||
QTS REALTY TRUST INC CL A | REIT USD.01 | 74736A103 | 2,136 | 40,816 | SH | SOLE | 40,816 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 430 | 7,789 | SH | SOLE | 7,789 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 1,765 | 43,263 | SH | SOLE | 43,263 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 1,290 | 39,179 | SH | SOLE | 39,179 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 2,320 | 20,874 | SH | SOLE | 20,874 | 0 | 0 | ||
QUIDEL CORP | COMMON STOCK USD.001 | 74838J101 | 1,829 | 67,377 | SH | SOLE | 67,377 | 0 | 0 | ||
QUINTILES IMS HOLDINGS INC | COMMON STOCK USD.01 | 74876Y101 | 2,879 | 32,173 | SH | SOLE | 32,173 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 6,563 | 401,406 | SH | SOLE | 401,406 | 0 | 0 | ||
RADIUS HEALTH INC | COMMON STOCK USD.0001 | 750469207 | 356 | 7,878 | SH | SOLE | 7,878 | 0 | 0 | ||
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 39 | 522 | SH | SOLE | 522 | 0 | 0 | ||
RAMCO GERSHENSON PROPERTIES | REIT USD.01 | 751452202 | 148 | 11,496 | SH | SOLE | 11,496 | 0 | 0 | ||
RANGE RESOURCES CORP | COMMON STOCK USD.01 | 75281A109 | 81 | 3,507 | SH | SOLE | 3,507 | 0 | 0 | ||
RAVEN INDUSTRIES INC | COMMON STOCK USD1.0 | 754212108 | 593 | 17,808 | SH | SOLE | 17,808 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 32 | 400 | SH | SOLE | 400 | 0 | 0 | ||
RAYONIER ADVANCED MATERIALS | COMMON STOCK USD.01 | 75508B104 | 985 | 62,671 | SH | SOLE | 62,671 | 0 | 0 | ||
RAYONIER INC | REIT | 754907103 | 511 | 17,763 | SH | SOLE | 17,763 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 5,413 | 33,523 | SH | SOLE | 33,523 | 0 | 0 | ||
REALOGY HOLDINGS CORP | COMMON STOCK USD.01 | 75605Y106 | 2,034 | 62,682 | SH | SOLE | 62,682 | 0 | 0 | ||
REALPAGE INC | COMMON STOCK USD.001 | 75606N109 | 1,652 | 45,954 | SH | SOLE | 45,954 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 1,556 | 28,192 | SH | SOLE | 28,192 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 5,252 | 54,850 | SH | SOLE | 54,850 | 0 | 0 | ||
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 965 | 15,404 | SH | SOLE | 15,404 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 | 220 | 447 | SH | SOLE | 447 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 954 | 65,139 | SH | SOLE | 65,139 | 0 | 0 | ||
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 3,012 | 41,364 | SH | SOLE | 41,364 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COMMON STOCK USD.0001 | 75972A301 | 467 | 36,066 | SH | SOLE | 36,066 | 0 | 0 | ||
REPUBLIC BANCORP INC CLASS A | COMMON STOCK | 760281204 | 647 | 18,130 | SH | SOLE | 18,130 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 5,129 | 80,480 | SH | SOLE | 80,480 | 0 | 0 | ||
RESMED INC | COMMON STOCK USD.004 | 761152107 | 57 | 735 | SH | SOLE | 735 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 1,864 | 97,155 | SH | SOLE | 97,155 | 0 | 0 | ||
RETAIL PROPERTIES OF AME A | REIT USD.001 | 76131V202 | 552 | 45,234 | SH | SOLE | 45,234 | 0 | 0 | ||
REV GROUP INC | COMMON STOCK USD.001 | 749527107 | 696 | 25,137 | SH | SOLE | 25,137 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COMMON STOCK USD.0001 | 761713106 | 3,270 | 50,274 | SH | SOLE | 50,274 | 0 | 0 | ||
RICE ENERGY INC | COMMON STOCK USD.01 | 762760106 | 4,317 | 162,100 | SH | SOLE | 162,100 | 0 | 0 | ||
RIGNET INC | COMMON STOCK USD.001 | 766582100 | 605 | 37,668 | SH | SOLE | 37,668 | 0 | 0 | ||
RITE AID CORP | COMMON STOCK USD1.0 | 767754104 | 246 | 83,300 | SH | SOLE | 83,300 | 0 | 0 | ||
RLJ LODGING TRUST | REIT | 74965L101 | 246 | 12,403 | SH | SOLE | 12,403 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 30 | 620 | SH | SOLE | 620 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 3,997 | 24,678 | SH | SOLE | 24,678 | 0 | 0 | ||
ROGERS CORP | COMMON STOCK USD1.0 | 775133101 | 1,302 | 11,989 | SH | SOLE | 11,989 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 1,298 | 5,606 | SH | SOLE | 5,606 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 140 | 2,417 | SH | SOLE | 2,417 | 0 | 0 | ||
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 3,113 | 304,008 | SH | SOLE | 304,008 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK USD.01 | V7780T103 | 2,465 | 22,563 | SH | SOLE | 22,563 | 0 | 0 | ||
RPX CORP | COMMON STOCK USD.0001 | 74972G103 | 481 | 34,489 | SH | SOLE | 34,489 | 0 | 0 | ||
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 561 | 25,814 | SH | SOLE | 25,814 | 0 | 0 | ||
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 304 | 30,663 | SH | SOLE | 30,663 | 0 | 0 | ||
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 390 | 6,094 | SH | SOLE | 6,094 | 0 | 0 | ||
S P GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 214 | 1,464 | SH | SOLE | 1,464 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 2,230 | 92,521 | SH | SOLE | 92,521 | 0 | 0 | ||
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X204 | 227 | 70,003 | SH | SOLE | 64,309 | 0 | 5,694 | ||
SAGE THERAPEUTICS INC | COMMON STOCK USD.0001 | 78667J108 | 1,077 | 13,528 | SH | SOLE | 13,528 | 0 | 0 | ||
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 371 | 4,285 | SH | SOLE | 4,285 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 463 | 22,883 | SH | SOLE | 22,883 | 0 | 0 | ||
SANDERSON FARMS INC | COMMON STOCK USD1.0 | 800013104 | 641 | 5,546 | SH | SOLE | 5,546 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 2,391 | 138,953 | SH | SOLE | 96,846 | 0 | 42,107 | ||
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 325 | 9,653 | SH | SOLE | 9,653 | 0 | 0 | ||
SCANA CORP | COMMON STOCK | 80589M102 | 59 | 875 | SH | SOLE | 875 | 0 | 0 | ||
SCANSOURCE INC | COMMON STOCK | 806037107 | 1,429 | 35,466 | SH | SOLE | 35,466 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 19,169 | 291,145 | SH | SOLE | 291,145 | 0 | 0 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 1,089 | 25,338 | SH | SOLE | 25,338 | 0 | 0 | ||
SCHWEITZER MAUDUIT INTL INC | COMMON STOCK USD.1 | 808541106 | 447 | 12,016 | SH | SOLE | 12,016 | 0 | 0 | ||
SCRIPPS NETWORKS INTER CL A | COMMON STOCK USD.01 | 811065101 | 1,374 | 20,115 | SH | SOLE | 20,115 | 0 | 0 | ||
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 1,173 | 30,262 | SH | SOLE | 30,262 | 0 | 0 | ||
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 81 | 1,810 | SH | SOLE | 1,810 | 0 | 0 | ||
SEATTLE GENETICS INC | COMMON STOCK USD.001 | 812578102 | 407 | 7,861 | SH | SOLE | 7,861 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 538 | 10,013 | SH | SOLE | 10,013 | 0 | 0 | ||
SELECT INCOME REIT | REIT USD.01 | 81618T100 | 2,256 | 93,901 | SH | SOLE | 93,901 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,772 | 15,718 | SH | SOLE | 15,718 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 1,262 | 61,766 | SH | SOLE | 61,766 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 506 | 6,280 | SH | SOLE | 6,280 | 0 | 0 | ||
SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 | 1,626 | 4,632 | SH | SOLE | 4,632 | 0 | 0 | ||
SHORE BANCSHARES INC | COMMON STOCK USD.01 | 825107105 | 513 | 31,203 | SH | SOLE | 31,203 | 0 | 0 | ||
SHUTTERFLY INC | COMMON STOCK USD.0001 | 82568P304 | 311 | 6,537 | SH | SOLE | 6,537 | 0 | 0 | ||
SIGNET JEWELERS LTD | COMMON STOCK USD.18 | G81276100 | 32 | 499 | SH | SOLE | 499 | 0 | 0 | ||
SILICOM LTD | COMMON STOCK ILS.01 | M84116108 | 133 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 1,173 | 22,168 | SH | SOLE | 22,168 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 12,494 | 77,235 | SH | SOLE | 77,235 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 3,919 | 40,849 | SH | SOLE | 40,849 | 0 | 0 | ||
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 6,787 | 64,145 | SH | SOLE | 64,145 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 7,090 | 44,872 | SH | SOLE | 44,872 | 0 | 0 | ||
SONIC CORP | COMMON STOCK USD.01 | 835451105 | 1,235 | 46,640 | SH | SOLE | 46,640 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 1,953 | 40,789 | SH | SOLE | 40,789 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 5,873 | 94,512 | SH | SOLE | 94,512 | 0 | 0 | ||
SP PLUS CORP | COMMON STOCK USD.001 | 78469C103 | 342 | 11,182 | SH | SOLE | 11,182 | 0 | 0 | ||
SPDR S P500 ETF TRUST | SPDR S+P 500 ETF TRUST | 78462F103 | 441 | 1,824 | SH | SOLE | 1,824 | 0 | 0 | ||
SPECTRUM BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 84763R101 | 2,488 | 19,900 | SH | SOLE | 19,900 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 5,781 | 99,770 | SH | SOLE | 99,770 | 0 | 0 | ||
SPIRIT REALTY CAPITAL INC | REIT USD.01 | 84860W102 | 878 | 118,437 | SH | SOLE | 118,437 | 0 | 0 | ||
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 232 | 4,070 | SH | SOLE | 4,070 | 0 | 0 | ||
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 449 | 7,041 | SH | SOLE | 7,041 | 0 | 0 | ||
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 1,672 | 11,878 | SH | SOLE | 11,878 | 0 | 0 | ||
STAPLES INC | COMMON STOCK USD.0006 | 855030102 | 1,760 | 174,788 | SH | SOLE | 174,788 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 5,015 | 55,891 | SH | SOLE | 55,891 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 5,873 | 164,014 | SH | SOLE | 164,014 | 0 | 0 | ||
STERICYCLE INC | COMMON STOCK USD.01 | 858912108 | 27 | 357 | SH | SOLE | 357 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 1,018 | 22,443 | SH | SOLE | 22,443 | 0 | 0 | ||
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 924 | 41,146 | SH | SOLE | 41,146 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 857 | 45,978 | SH | SOLE | 45,978 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 96 | 1,690 | SH | SOLE | 1,690 | 0 | 0 | ||
SUPER MICRO COMPUTER INC | COMMON STOCK USD.001 | 86800U104 | 295 | 11,948 | SH | SOLE | 11,948 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 359 | 8,326 | SH | SOLE | 8,326 | 0 | 0 | ||
SWIFT TRANSPORTATION CO | COMMON STOCK USD.001 | 87074U101 | 4,232 | 159,700 | SH | SOLE | 159,700 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 68 | 2,416 | SH | SOLE | 2,416 | 0 | 0 | ||
SYNAPTICS INC | COMMON STOCK USD.001 | 87157D109 | 232 | 4,494 | SH | SOLE | 4,494 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 92 | 3,094 | SH | SOLE | 3,094 | 0 | 0 | ||
SYNNEX CORP | COMMON STOCK USD.001 | 87162W100 | 1,509 | 12,582 | SH | SOLE | 12,582 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 2,595 | 35,576 | SH | SOLE | 35,576 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 87161C501 | 4,663 | 105,394 | SH | SOLE | 105,394 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 3,044 | 60,485 | SH | SOLE | 60,485 | 0 | 0 | ||
T MOBILE US INC | COMMON STOCK USD.0001 | 872590104 | 1,285 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 1,066 | 14,362 | SH | SOLE | 14,362 | 0 | 0 | ||
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 588 | 9,598 | SH | SOLE | 9,598 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 33,538 | 959,337 | SH | SOLE | 959,337 | 0 | 0 | ||
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 912 | 35,116 | SH | SOLE | 35,116 | 0 | 0 | ||
TARENA INTERNATIONAL INC ADR | ADR USD.001 | 876108101 | 177 | 9,897 | SH | SOLE | 9,897 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 2,038 | 38,969 | SH | SOLE | 38,969 | 0 | 0 | ||
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 817 | 51,263 | SH | SOLE | 51,263 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 21,708 | 275,899 | SH | SOLE | 275,899 | 0 | 0 | ||
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 4,236 | 41,937 | SH | SOLE | 41,937 | 0 | 0 | ||
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 2,996 | 110,149 | SH | SOLE | 110,149 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 526 | 2,533 | SH | SOLE | 2,533 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 105 | 3,513 | SH | SOLE | 3,513 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 13,691 | 487,384 | SH | SOLE | 487,384 | 0 | 0 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 1,742 | 51,752 | SH | SOLE | 51,752 | 0 | 0 | ||
TESARO INC | COMMON STOCK USD.0001 | 881569107 | 491 | 3,513 | SH | SOLE | 3,513 | 0 | 0 | ||
TESORO CORP WHEN ISSUED | COMMON STOCK USD.167 | 881609101 | 1,806 | 19,291 | SH | SOLE | 19,291 | 0 | 0 | ||
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 524 | 11,460 | SH | SOLE | 11,460 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 23,742 | 308,615 | SH | SOLE | 308,615 | 0 | 0 | ||
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 30 | 640 | SH | SOLE | 640 | 0 | 0 | ||
TG THERAPEUTICS INC | COMMON STOCK USD.001 | 88322Q108 | 258 | 25,662 | SH | SOLE | 25,662 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 2,282 | 13,081 | SH | SOLE | 13,081 | 0 | 0 | ||
THIRD POINT REINSURANCE LTD | COMMON STOCK USD.1 | G8827U100 | 1,944 | 139,854 | SH | SOLE | 139,854 | 0 | 0 | ||
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 824 | 7,885 | SH | SOLE | 7,885 | 0 | 0 | ||
TIFFANY CO | COMMON STOCK USD.01 | 886547108 | 53 | 565 | SH | SOLE | 565 | 0 | 0 | ||
TIME WARNER INC | COMMON STOCK USD.01 | 887317303 | 5,785 | 57,611 | SH | SOLE | 57,611 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 12,540 | 173,753 | SH | SOLE | 173,753 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 1,663 | 28,543 | SH | SOLE | 28,543 | 0 | 0 | ||
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 148 | 6,219 | SH | SOLE | 6,219 | 0 | 0 | ||
TOWNE BANK | COMMON STOCK USD1.667 | 89214P109 | 310 | 10,049 | SH | SOLE | 10,049 | 0 | 0 | ||
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 385 | 7,111 | SH | SOLE | 7,111 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 2,681 | 9,971 | SH | SOLE | 9,971 | 0 | 0 | ||
TRANSOCEAN LTD | COMMON STOCK CHF.1 | H8817H100 | 113 | 13,692 | SH | SOLE | 13,692 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 5,837 | 46,128 | SH | SOLE | 46,128 | 0 | 0 | ||
TRAVELPORT WORLDWIDE LTD | COMMON STOCK USD.0025 | G9019D104 | 314 | 22,847 | SH | SOLE | 22,847 | 0 | 0 | ||
TRIBUNE MEDIA CO A | COMMON STOCK | 896047503 | 1,390 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 2,263 | 32,947 | SH | SOLE | 32,947 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 31 | 824 | SH | SOLE | 824 | 0 | 0 | ||
TRITON INTERNATIONAL LTD/BER | COMMON STOCK USD.01 | G9078F107 | 1,592 | 47,620 | SH | SOLE | 47,620 | 0 | 0 | ||
TRIUMPH GROUP INC | COMMON STOCK USD.001 | 896818101 | 754 | 23,875 | SH | SOLE | 23,875 | 0 | 0 | ||
TRUEBLUE INC | COMMON STOCK | 89785X101 | 1,048 | 39,543 | SH | SOLE | 39,543 | 0 | 0 | ||
TTM TECHNOLOGIES | COMMON STOCK USD.001 | 87305R109 | 1,773 | 102,111 | SH | SOLE | 102,111 | 0 | 0 | ||
TWENTY FIRST CENTURY FOX B | COMMON STOCK USD.01 | 90130A200 | 122 | 4,385 | SH | SOLE | 4,385 | 0 | 0 | ||
TWENTY FIRST CENTURY FOX A | COMMON STOCK USD.01 | 90130A101 | 12,387 | 437,087 | SH | SOLE | 437,087 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 6,092 | 97,265 | SH | SOLE | 97,265 | 0 | 0 | ||
UBIQUITI NETWORKS INC | COMMON STOCK USD.001 | 90347A100 | 452 | 8,692 | SH | SOLE | 8,692 | 0 | 0 | ||
UDR INC | REIT USD.01 | 902653104 | 2,290 | 58,760 | SH | SOLE | 58,760 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 9,448 | 195,166 | SH | SOLE | 195,166 | 0 | 0 | ||
ULTRA CLEAN HOLDINGS INC | COMMON STOCK USD.001 | 90385V107 | 840 | 44,811 | SH | SOLE | 44,811 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 1,226 | 66,770 | SH | SOLE | 66,770 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 25,127 | 230,718 | SH | SOLE | 230,718 | 0 | 0 | ||
UNITED COMMUNITY BANKS/GA | COMMON STOCK USD1.0 | 90984P303 | 542 | 19,479 | SH | SOLE | 19,479 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL | COMMON STOCK | 909839102 | 306 | 36,819 | SH | SOLE | 36,819 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS | COMMON STOCK USD.01 | 910047109 | 1,709 | 22,707 | SH | SOLE | 22,707 | 0 | 0 | ||
UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 911163103 | 342 | 9,314 | SH | SOLE | 9,314 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 4,083 | 36,227 | SH | SOLE | 36,227 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 25,533 | 209,099 | SH | SOLE | 209,099 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 1,664 | 12,827 | SH | SOLE | 12,827 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 27,213 | 146,766 | SH | SOLE | 146,766 | 0 | 0 | ||
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 401 | 13,726 | SH | SOLE | 13,726 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 868 | 7,108 | SH | SOLE | 7,108 | 0 | 0 | ||
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 2,119 | 45,449 | SH | SOLE | 45,449 | 0 | 0 | ||
URBAN EDGE PROPERTIES | REIT USD.01 | 91704F104 | 541 | 22,800 | SH | SOLE | 22,800 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 609 | 30,778 | SH | SOLE | 30,778 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 3,658 | 70,459 | SH | SOLE | 70,459 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 25,008 | 318,368 | SH | SOLE | 318,368 | 0 | 0 | ||
VAIL RESORTS INC | COMMON STOCK USD.01 | 91879Q109 | 1,290 | 6,362 | SH | SOLE | 6,362 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 7,886 | 116,902 | SH | SOLE | 116,902 | 0 | 0 | ||
VANGUARD FTSE EMERGING MARKETS | VANGUARD FTSE EMERGING MARKE | 922042858 | 4,510 | 110,464 | SH | SOLE | 110,464 | 0 | 0 | ||
VANGUARD S P 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 125,892 | 566,930 | SH | SOLE | 566,930 | 0 | 0 | ||
VAREX IMAGING CORP | COMMON STOCK | 92214X106 | 73 | 2,161 | SH | SOLE | 2,161 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 667 | 6,465 | SH | SOLE | 6,465 | 0 | 0 | ||
VARONIS SYSTEMS INC | COMMON STOCK USD.001 | 922280102 | 400 | 10,763 | SH | SOLE | 10,763 | 0 | 0 | ||
VCA INC | COMMON STOCK USD.001 | 918194101 | 1,329 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
VENTAS INC | REIT USD.25 | 92276F100 | 4,978 | 71,649 | SH | SOLE | 71,649 | 0 | 0 | ||
VEREIT INC | REIT USD.01 | 92339V100 | 1,735 | 213,088 | SH | SOLE | 213,088 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 9,109 | 97,990 | SH | SOLE | 97,990 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 10,207 | 228,538 | SH | SOLE | 228,538 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 186 | 1,440 | SH | SOLE | 1,440 | 0 | 0 | ||
VF CORP | COMMON STOCK | 918204108 | 295 | 5,125 | SH | SOLE | 5,125 | 0 | 0 | ||
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 33 | 971 | SH | SOLE | 971 | 0 | 0 | ||
VIRTUS INVESTMENT PARTNERS | COMMON STOCK USD.01 | 92828Q109 | 2,106 | 18,986 | SH | SOLE | 18,986 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 40,027 | 426,817 | SH | SOLE | 426,817 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 488 | 29,392 | SH | SOLE | 29,392 | 0 | 0 | ||
VMWARE INC CLASS A | COMMON STOCK USD.01 | 928563402 | 502 | 5,739 | SH | SOLE | 5,739 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 4,318 | 45,980 | SH | SOLE | 45,980 | 0 | 0 | ||
VOYA FINANCIAL INC | COMMON STOCK USD.01 | 929089100 | 1,494 | 40,500 | SH | SOLE | 40,500 | 0 | 0 | ||
VWR CORP | COMMON STOCK USD.01 | 91843L103 | 3,205 | 97,100 | SH | SOLE | 97,100 | 0 | 0 | ||
WABASH NATIONAL CORP | COMMON STOCK USD.01 | 929566107 | 1,036 | 47,120 | SH | SOLE | 47,120 | 0 | 0 | ||
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 13,384 | 104,966 | SH | SOLE | 104,966 | 0 | 0 | ||
WADDELL REED FINANCIAL A | COMMON STOCK USD.01 | 930059100 | 2,126 | 112,620 | SH | SOLE | 112,620 | 0 | 0 | ||
WAL MART STORES INC | COMMON STOCK USD.1 | 931142103 | 11,064 | 146,199 | SH | SOLE | 146,199 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 4,863 | 62,095 | SH | SOLE | 62,095 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 14,567 | 137,102 | SH | SOLE | 137,102 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 766 | 91,553 | SH | SOLE | 91,553 | 0 | 0 | ||
WASHINGTON REIT | REIT USD.01 | 939653101 | 725 | 22,736 | SH | SOLE | 22,736 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 6,098 | 83,133 | SH | SOLE | 83,133 | 0 | 0 | ||
WEBMD HEALTH CORP | COMMON STOCK USD.01 | 94770V102 | 6,187 | 105,494 | SH | SOLE | 105,494 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 2,279 | 37,128 | SH | SOLE | 37,128 | 0 | 0 | ||
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 765 | 40,563 | SH | SOLE | 40,563 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COMMON STOCK USD.01 | 94946T106 | 1,848 | 10,294 | SH | SOLE | 10,294 | 0 | 0 | ||
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 29,258 | 528,026 | SH | SOLE | 528,026 | 0 | 0 | ||
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 4,502 | 60,148 | SH | SOLE | 60,148 | 0 | 0 | ||
WEST CORP | COMMON STOCK USD.001 | 952355204 | 1,311 | 56,200 | SH | SOLE | 56,200 | 0 | 0 | ||
WEST MARINE INC | COMMON STOCK USD.001 | 954235107 | 1,646 | 128,106 | SH | SOLE | 128,106 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 1,526 | 17,223 | SH | SOLE | 17,223 | 0 | 0 | ||
WESTERN UNION CO | COMMON STOCK USD.01 | 959802109 | 38 | 1,991 | SH | SOLE | 1,991 | 0 | 0 | ||
WESTLAKE CHEMICAL CORP | COMMON STOCK USD.01 | 960413102 | 573 | 8,654 | SH | SOLE | 8,654 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 16,093 | 284,035 | SH | SOLE | 284,035 | 0 | 0 | ||
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 109 | 3,252 | SH | SOLE | 3,252 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 100 | 520 | SH | SOLE | 520 | 0 | 0 | ||
WHOLE FOODS MARKET INC | COMMON STOCK | 966837106 | 2,675 | 63,528 | SH | SOLE | 63,528 | 0 | 0 | ||
WILLIAMS COS INC | COMMON STOCK USD1.0 | 969457100 | 194 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 106 | 728 | SH | SOLE | 728 | 0 | 0 | ||
WMIH CORP | COMMON STOCK USD.00001 | 92936P100 | 245 | 196,172 | SH | SOLE | 196,172 | 0 | 0 | ||
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 348 | 5,151 | SH | SOLE | 5,151 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 2,549 | 66,306 | SH | SOLE | 66,306 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 1,686 | 33,582 | SH | SOLE | 33,582 | 0 | 0 | ||
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 777 | 11,235 | SH | SOLE | 11,235 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 66 | 365 | SH | SOLE | 365 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COMMON STOCK USD.01 | 98310W108 | 8,388 | 83,539 | SH | SOLE | 83,539 | 0 | 0 | ||
WYNN RESORTS LTD | COMMON STOCK USD.01 | 983134107 | 39 | 291 | SH | SOLE | 291 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 135 | 2,950 | SH | SOLE | 2,950 | 0 | 0 | ||
XENCOR INC | COMMON STOCK USD.01 | 98401F105 | 881 | 41,713 | SH | SOLE | 41,713 | 0 | 0 | ||
XENIA HOTELS RESORTS INC | REIT USD.01 | 984017103 | 1,632 | 84,269 | SH | SOLE | 84,269 | 0 | 0 | ||
XILINX INC | COMMON STOCK USD.01 | 983919101 | 67 | 1,044 | SH | SOLE | 1,044 | 0 | 0 | ||
XL GROUP LTD | COMMON STOCK | G98294104 | 4,274 | 97,575 | SH | SOLE | 97,575 | 0 | 0 | ||
YPF S.A. SPONSORED ADR | ADR | 984245100 | 2,457 | 112,213 | SH | SOLE | 112,213 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 11,239 | 87,529 | SH | SOLE | 87,529 | 0 | 0 |