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 |
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 4,025 | 91,990 | SH | SOLE | 91,990 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 3,318 | 58,472 | SH | SOLE | 58,472 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 2,092 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 22,434 | 374,403 | SH | SOLE | 374,403 | 0 | 0 | ||
ABERCROMBIE & FITCH CO CL A | COMMON STOCK USD.01 | 002896207 | 440 | 18,177 | SH | SOLE | 18,177 | 0 | 0 | ||
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 161 | 553 | SH | SOLE | 553 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 3,051 | 16,091 | SH | SOLE | 16,091 | 0 | 0 | ||
AIR PRODUCTS & CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 562 | 3,534 | SH | SOLE | 3,534 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 71 | 1,147 | SH | SOLE | 1,147 | 0 | 0 | ||
ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 | 126 | 1,358 | SH | SOLE | 1,358 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 2,224 | 17,806 | SH | SOLE | 17,806 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 015351109 | 220 | 1,973 | SH | SOLE | 1,973 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COMMON STOCK USD.0001 | 016255101 | 631 | 2,512 | SH | SOLE | 2,512 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COMMON STOCK USD.01 | 018581108 | 2,203 | 10,348 | SH | SOLE | 10,348 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 6,206 | 65,467 | SH | SOLE | 65,467 | 0 | 0 | ||
ALTABA INC | ALTABA INC | 021346101 | 1,851 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 70,406 | 48,645 | SH | SOLE | 48,645 | 0 | 0 | ||
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 132 | 2,335 | SH | SOLE | 2,335 | 0 | 0 | ||
AMERICAN AXLE & MFG HOLDINGS | COMMON STOCK USD.01 | 024061103 | 1,304 | 85,671 | SH | SOLE | 85,671 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 7,051 | 102,793 | SH | SOLE | 102,793 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 1,501 | 16,094 | SH | SOLE | 16,094 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 13,485 | 247,794 | SH | SOLE | 247,794 | 0 | 0 | ||
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 16,582 | 218,272 | SH | SOLE | 218,272 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 10,926 | 64,092 | SH | SOLE | 64,092 | 0 | 0 | ||
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 2,329 | 27,041 | SH | SOLE | 27,041 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES | COMMON STOCK USD.01 | 032359309 | 1,221 | 99,200 | SH | SOLE | 99,200 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 338 | 5,593 | SH | SOLE | 5,593 | 0 | 0 | ||
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 13,446 | 147,552 | SH | SOLE | 147,552 | 0 | 0 | ||
ANALOGIC CORP | COMMON STOCK USD.05 | 032657207 | 656 | 6,838 | SH | SOLE | 6,838 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 190 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 6,320 | 28,765 | SH | SOLE | 28,765 | 0 | 0 | ||
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 596 | 15,479 | SH | SOLE | 15,479 | 0 | 0 | ||
APOGEE ENTERPRISES INC | COMMON STOCK USD.333 | 037598109 | 1,838 | 42,409 | SH | SOLE | 42,409 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 91,580 | 545,831 | SH | SOLE | 545,831 | 0 | 0 | ||
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 14,406 | 259,054 | SH | SOLE | 259,054 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COMMON STOCK | 039483102 | 271 | 6,246 | SH | SOLE | 6,246 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 4,926 | 63,955 | SH | SOLE | 63,955 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 2,972 | 37,668 | SH | SOLE | 37,668 | 0 | 0 | ||
ATARA BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 046513107 | 402 | 10,315 | SH | SOLE | 10,315 | 0 | 0 | ||
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 1,375 | 69,283 | SH | SOLE | 69,283 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 12,029 | 18,543 | SH | SOLE | 18,543 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 4,817 | 29,289 | SH | SOLE | 29,289 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 909 | 8,553 | SH | SOLE | 8,553 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 1,662 | 35,478 | SH | SOLE | 35,478 | 0 | 0 | ||
BB&T CORP | COMMON STOCK USD5.0 | 054937107 | 231 | 4,446 | SH | SOLE | 4,446 | 0 | 0 | ||
BALL CORP | COMMON STOCK | 058498106 | 182 | 4,594 | SH | SOLE | 4,594 | 0 | 0 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 39,379 | 1,313,087 | SH | SOLE | 1,313,087 | 0 | 0 | ||
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 942 | 11,341 | SH | SOLE | 11,341 | 0 | 0 | ||
BANK OF THE OZARKS | COMMON STOCK USD.01 | 063904106 | 4,761 | 98,629 | SH | SOLE | 98,629 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 355 | 6,892 | SH | SOLE | 6,892 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 252 | 3,876 | SH | SOLE | 3,876 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 14,807 | 68,331 | SH | SOLE | 68,331 | 0 | 0 | ||
BED BATH & BEYOND INC | COMMON STOCK USD.01 | 075896100 | 834 | 39,717 | SH | SOLE | 39,717 | 0 | 0 | ||
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 1,089 | 14,974 | SH | SOLE | 14,974 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 31,887 | 159,849 | SH | SOLE | 159,849 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COMMON STOCK USD.01 | 084680107 | 1,197 | 31,536 | SH | SOLE | 31,536 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 99 | 1,409 | SH | SOLE | 1,409 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 1,801 | 41,382 | SH | SOLE | 41,382 | 0 | 0 | ||
BITAUTO HOLDINGS LTD ADR | ADR USD.00004 | 091727107 | 264 | 12,462 | SH | SOLE | 12,462 | 0 | 0 | ||
H&R BLOCK INC | COMMON STOCK | 093671105 | 5,285 | 208,005 | SH | SOLE | 208,005 | 0 | 0 | ||
BLUE HILLS BANCORP INC | COMMON STOCK USD.01 | 095573101 | 377 | 18,059 | SH | SOLE | 18,059 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 11,249 | 34,309 | SH | SOLE | 34,309 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 2,010 | 51,921 | SH | SOLE | 51,921 | 0 | 0 | ||
BORGWARNER INC | COMMON STOCK USD.01 | 099724106 | 2,949 | 58,718 | SH | SOLE | 58,718 | 0 | 0 | ||
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 1,871 | 9,897 | SH | SOLE | 9,897 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 3,340 | 27,105 | SH | SOLE | 27,105 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 4,473 | 163,708 | SH | SOLE | 163,708 | 0 | 0 | ||
BRANDYWINE REALTY TRUST | REIT USD.01 | 105368203 | 391 | 24,591 | SH | SOLE | 24,591 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,383 | 38,315 | SH | SOLE | 38,315 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 9,159 | 144,807 | SH | SOLE | 144,807 | 0 | 0 | ||
BROWN & BROWN INC | COMMON STOCK USD.1 | 115236101 | 750 | 29,478 | SH | SOLE | 29,478 | 0 | 0 | ||
BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 | 189 | 3,483 | SH | SOLE | 3,483 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 6,414 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 132 | 2,570 | SH | SOLE | 2,570 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 109 | 2,891 | SH | SOLE | 2,891 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK USD.25 | 125509109 | 1,998 | 11,914 | SH | SOLE | 11,914 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 144 | 3,183 | SH | SOLE | 3,183 | 0 | 0 | ||
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 13,811 | 247,908 | SH | SOLE | 247,908 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 6,120 | 98,377 | SH | SOLE | 98,377 | 0 | 0 | ||
CABOT OIL & GAS CORP | COMMON STOCK USD.1 | 127097103 | 4,740 | 197,655 | SH | SOLE | 197,655 | 0 | 0 | ||
CAESARS ENTERTAINMENT CORP | COMMON STOCK USD.01 | 127686103 | 1,151 | 102,314 | SH | SOLE | 102,314 | 0 | 0 | ||
CALLAWAY GOLF COMPANY | COMMON STOCK USD.01 | 131193104 | 366 | 22,363 | SH | SOLE | 22,363 | 0 | 0 | ||
CAMBREX CORP | COMMON STOCK USD.1 | 132011107 | 479 | 9,163 | SH | SOLE | 9,163 | 0 | 0 | ||
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 1,238 | 14,702 | SH | SOLE | 14,702 | 0 | 0 | ||
CAMPBELL SOUP CO | COMMON STOCK USD.0375 | 134429109 | 3,195 | 73,782 | SH | SOLE | 73,782 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES | COMMON STOCK | 136385101 | 3,639 | 115,621 | SH | SOLE | 115,621 | 0 | 0 | ||
CANTEL MEDICAL CORP | COMMON STOCK USD.1 | 138098108 | 390 | 3,502 | SH | SOLE | 3,502 | 0 | 0 | ||
CAPELLA EDUCATION CO | COMMON STOCK USD.01 | 139594105 | 1,913 | 21,900 | SH | SOLE | 21,900 | 0 | 0 | ||
CARE.COM INC | COMMON STOCK USD.001 | 141633107 | 1,337 | 82,174 | SH | SOLE | 82,174 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 2,347 | 35,791 | SH | SOLE | 35,791 | 0 | 0 | ||
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 5,100 | 48,987 | SH | SOLE | 48,987 | 0 | 0 | ||
CATALENT INC | COMMON STOCK USD.01 | 148806102 | 635 | 15,468 | SH | SOLE | 15,468 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 629 | 4,271 | SH | SOLE | 4,271 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 | 99 | 2,488 | SH | SOLE | 2,488 | 0 | 0 | ||
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 769 | 195,116 | SH | SOLE | 195,116 | 0 | 0 | ||
CELANESE CORP SERIES A | COMMON STOCK USD.0001 | 150870103 | 1,791 | 17,877 | SH | SOLE | 17,877 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 15,994 | 179,283 | SH | SOLE | 179,283 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 3,520 | 214,252 | SH | SOLE | 214,252 | 0 | 0 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 374 | 3,502 | SH | SOLE | 3,502 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 320 | 6,635 | SH | SOLE | 6,635 | 0 | 0 | ||
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 1,387 | 28,474 | SH | SOLE | 28,474 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 35 | 11,538 | SH | SOLE | 11,538 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 2,782 | 100,031 | SH | SOLE | 100,031 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 32,341 | 283,594 | SH | SOLE | 283,594 | 0 | 0 | ||
CHICAGO BRIDGE & IRON CO NV | COMMON STOCK EUR.01 | 167250109 | 1,961 | 136,200 | SH | SOLE | 136,200 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 951 | 11,871 | SH | SOLE | 11,871 | 0 | 0 | ||
CHURCH & DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 8,250 | 163,815 | SH | SOLE | 163,815 | 0 | 0 | ||
CHURCHILL DOWNS INC | COMMON STOCK | 171484108 | 3,374 | 13,823 | SH | SOLE | 13,823 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 158 | 1,686 | SH | SOLE | 1,686 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP | COMMON STOCK USD2.0 | 172062101 | 110 | 1,484 | SH | SOLE | 1,484 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 790 | 19,455 | SH | SOLE | 19,455 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 7,928 | 46,475 | SH | SOLE | 46,475 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 32,690 | 484,292 | SH | SOLE | 484,292 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 9,876 | 235,244 | SH | SOLE | 235,244 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 3,277 | 35,309 | SH | SOLE | 35,309 | 0 | 0 | ||
CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 | 7,758 | 58,282 | SH | SOLE | 58,282 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 18,314 | 421,683 | SH | SOLE | 421,683 | 0 | 0 | ||
COGNEX CORP | COMMON STOCK USD.002 | 192422103 | 459 | 8,838 | SH | SOLE | 8,838 | 0 | 0 | ||
COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 | 4,074 | 50,608 | SH | SOLE | 50,608 | 0 | 0 | ||
COHERENT INC | COMMON STOCK USD.01 | 192479103 | 486 | 2,592 | SH | SOLE | 2,592 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 5,435 | 75,828 | SH | SOLE | 75,828 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 620 | 8,114 | SH | SOLE | 8,114 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 2,191 | 53,115 | SH | SOLE | 53,115 | 0 | 0 | ||
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 4,117 | 42,921 | SH | SOLE | 42,921 | 0 | 0 | ||
CONAGRA BRANDS INC | COMMON STOCK USD5.0 | 205887102 | 2,960 | 80,258 | SH | SOLE | 80,258 | 0 | 0 | ||
CONCERT PHARMACEUTICALS INC | COMMON STOCK USD.001 | 206022105 | 859 | 37,494 | SH | SOLE | 37,494 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 185 | 2,368 | SH | SOLE | 2,368 | 0 | 0 | ||
CONTINENTAL RESOURCES INC/OK | COMMON STOCK USD.01 | 212015101 | 297 | 5,046 | SH | SOLE | 5,046 | 0 | 0 | ||
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 124 | 541 | SH | SOLE | 541 | 0 | 0 | ||
COPART INC | COMMON STOCK | 217204106 | 1,805 | 35,441 | SH | SOLE | 35,441 | 0 | 0 | ||
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1,527 | 92,845 | SH | SOLE | 92,845 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 204 | 7,319 | SH | SOLE | 7,319 | 0 | 0 | ||
COUSINS PROPERTIES INC | REIT USD1.0 | 222795106 | 857 | 98,756 | SH | SOLE | 98,756 | 0 | 0 | ||
CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 | 610 | 1,846 | SH | SOLE | 1,846 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 11,459 | 225,796 | SH | SOLE | 225,796 | 0 | 0 | ||
CUBESMART | REIT USD.01 | 229663109 | 1,092 | 38,730 | SH | SOLE | 38,730 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 5,774 | 35,623 | SH | SOLE | 35,623 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | REIT USD.01 | 233153204 | 1,764 | 31,317 | SH | SOLE | 31,317 | 0 | 0 | ||
DST SYSTEMS INC | COMMON STOCK USD.01 | 233326107 | 3,195 | 38,200 | SH | SOLE | 38,200 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 957 | 9,171 | SH | SOLE | 9,171 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 16,663 | 170,184 | SH | SOLE | 170,184 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 1,754 | 20,573 | SH | SOLE | 20,573 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COMMON STOCK USD.01 | 243537107 | 3,476 | 38,611 | SH | SOLE | 38,611 | 0 | 0 | ||
DEERE & CO | COMMON STOCK USD1.0 | 244199105 | 15,438 | 99,394 | SH | SOLE | 99,394 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 38,453 | 701,561 | SH | SOLE | 701,561 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 252784301 | 602 | 57,691 | SH | SOLE | 57,691 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 2,818 | 26,741 | SH | SOLE | 26,741 | 0 | 0 | ||
DILLARDS INC CL A | COMMON STOCK | 254067101 | 856 | 10,656 | SH | SOLE | 10,656 | 0 | 0 | ||
DINE BRANDS GLOBAL INC | COMMON STOCK USD.01 | 254423106 | 910 | 13,880 | SH | SOLE | 13,880 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 10,467 | 104,214 | SH | SOLE | 104,214 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 5,260 | 73,129 | SH | SOLE | 73,129 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 136 | 1,452 | SH | SOLE | 1,452 | 0 | 0 | ||
DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 | 155 | 1,632 | SH | SOLE | 1,632 | 0 | 0 | ||
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 1,103 | 16,652 | SH | SOLE | 16,652 | 0 | 0 | ||
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 1,137 | 11,577 | SH | SOLE | 11,577 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 882 | 19,680 | SH | SOLE | 19,680 | 0 | 0 | ||
DUKE REALTY CORP | REIT USD.01 | 264411505 | 879 | 33,182 | SH | SOLE | 33,182 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 2,937 | 49,200 | SH | SOLE | 49,200 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,424 | 25,703 | SH | SOLE | 25,703 | 0 | 0 | ||
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 286 | 5,436 | SH | SOLE | 5,436 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 8,841 | 83,741 | SH | SOLE | 83,741 | 0 | 0 | ||
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 125 | 277461133 | 0 | 923 | SH | SOLE | 923 | 0 | 0 | ||
EASTMAN KODAK CO | EASTMAN KODAK CO CW18 135 | 277461141 | 0 | 923 | SH | SOLE | 923 | 0 | 0 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 98 | 18,376 | SH | SOLE | 18,376 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 3,567 | 88,642 | SH | SOLE | 88,642 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 1,196 | 18,784 | SH | SOLE | 18,784 | 0 | 0 | ||
ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 | 354 | 2,922 | SH | SOLE | 2,922 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 303 | 11,085 | SH | SOLE | 11,085 | 0 | 0 | ||
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 355 | 5,196 | SH | SOLE | 5,196 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CL A | COMMON STOCK USD.01 | 293639100 | 20 | 2,041 | SH | SOLE | 2,041 | 0 | 0 | ||
ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 293712105 | 343 | 7,310 | SH | SOLE | 7,310 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 4,300 | 17,865 | SH | SOLE | 17,865 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 990 | 15,645 | SH | SOLE | 15,645 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 1,392 | 27,825 | SH | SOLE | 27,825 | 0 | 0 | ||
FMC CORP | COMMON STOCK USD.1 | 302491303 | 1,108 | 14,472 | SH | SOLE | 14,472 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 795 | 3,986 | SH | SOLE | 3,986 | 0 | 0 | ||
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 3,088 | 18,235 | SH | SOLE | 18,235 | 0 | 0 | ||
FASTENAL CO | COMMON STOCK USD.01 | 311900104 | 159 | 2,910 | SH | SOLE | 2,910 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 2,565 | 22,092 | SH | SOLE | 22,092 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 3,456 | 103,475 | SH | SOLE | 103,475 | 0 | 0 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 2,987 | 20,654 | SH | SOLE | 20,654 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 102 | 3,209 | SH | SOLE | 3,209 | 0 | 0 | ||
FINANCIAL ENGINES INC | COMMON STOCK USD.0001 | 317485100 | 308 | 8,789 | SH | SOLE | 8,789 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 2,904 | 40,728 | SH | SOLE | 40,728 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 5,046 | 148,375 | SH | SOLE | 148,375 | 0 | 0 | ||
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 1,630 | 54,703 | SH | SOLE | 54,703 | 0 | 0 | ||
FLUOR CORP | COMMON STOCK USD.01 | 343412102 | 3,543 | 61,922 | SH | SOLE | 61,922 | 0 | 0 | ||
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 54 | 2,488 | SH | SOLE | 2,488 | 0 | 0 | ||
FOGO DE CHAO INC | COMMON STOCK | 344177100 | 1,317 | 83,600 | SH | SOLE | 83,600 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 4,546 | 99,828 | SH | SOLE | 99,828 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 1,390 | 125,494 | SH | SOLE | 125,494 | 0 | 0 | ||
FOREST CITY REALTY TRUST A | REIT USD.01 | 345605109 | 1,170 | 57,766 | SH | SOLE | 57,766 | 0 | 0 | ||
FORMFACTOR INC | COMMON STOCK USD.001 | 346375108 | 572 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 90 | 2,586 | SH | SOLE | 2,586 | 0 | 0 | ||
ARTHUR J GALLAGHER & CO | COMMON STOCK USD1.0 | 363576109 | 56 | 821 | SH | SOLE | 821 | 0 | 0 | ||
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 44 | 1,418 | SH | SOLE | 1,418 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 490 | 4,164 | SH | SOLE | 4,164 | 0 | 0 | ||
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 3,128 | 68,129 | SH | SOLE | 68,129 | 0 | 0 | ||
GENERAL CABLE CORP | COMMON STOCK USD.01 | 369300108 | 2,637 | 89,100 | SH | SOLE | 89,100 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 17,058 | 77,220 | SH | SOLE | 77,220 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 902 | 66,899 | SH | SOLE | 66,899 | 0 | 0 | ||
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 4,187 | 92,911 | SH | SOLE | 92,911 | 0 | 0 | ||
GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 | 541 | 6,023 | SH | SOLE | 6,023 | 0 | 0 | ||
GETTY REALTY CORP | REIT USD.01 | 374297109 | 307 | 12,177 | SH | SOLE | 12,177 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 1,316 | 17,450 | SH | SOLE | 17,450 | 0 | 0 | ||
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 48 | 70,200 | SH | SOLE | 70,200 | 0 | 0 | ||
GOODYEAR TIRE & RUBBER CO | COMMON STOCK | 382550101 | 37 | 1,392 | SH | SOLE | 1,392 | 0 | 0 | ||
GORMAN RUPP CO | COMMON STOCK | 383082104 | 1,387 | 47,406 | SH | SOLE | 47,406 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 4,712 | 16,693 | SH | SOLE | 16,693 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 1,675 | 131,896 | SH | SOLE | 131,896 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 1,915 | 47,551 | SH | SOLE | 47,551 | 0 | 0 | ||
GREENBRIER COMPANIES INC | COMMON STOCK | 393657101 | 1,766 | 35,151 | SH | SOLE | 35,151 | 0 | 0 | ||
GRUBHUB INC | COMMON STOCK USD.0001 | 400110102 | 990 | 9,757 | SH | SOLE | 9,757 | 0 | 0 | ||
HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 | 1,304 | 17,818 | SH | SOLE | 17,818 | 0 | 0 | ||
HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 | 571 | 12,166 | SH | SOLE | 12,166 | 0 | 0 | ||
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 118 | 6,408 | SH | SOLE | 6,408 | 0 | 0 | ||
HARDINGE INC | COMMON STOCK USD.01 | 412324303 | 1,301 | 71,000 | SH | SOLE | 71,000 | 0 | 0 | ||
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 798 | 18,604 | SH | SOLE | 18,604 | 0 | 0 | ||
HARRIS CORP | COMMON STOCK USD1.0 | 413875105 | 3,732 | 23,140 | SH | SOLE | 23,140 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 142 | 2,759 | SH | SOLE | 2,759 | 0 | 0 | ||
HASBRO INC | COMMON STOCK USD.5 | 418056107 | 156 | 1,846 | SH | SOLE | 1,846 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 1,033 | 26,681 | SH | SOLE | 26,681 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 1,044 | 12,023 | SH | SOLE | 12,023 | 0 | 0 | ||
JACK HENRY & ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 2,972 | 24,568 | SH | SOLE | 24,568 | 0 | 0 | ||
HILLTOP HOLDINGS INC | COMMON STOCK USD.01 | 432748101 | 1,464 | 62,402 | SH | SOLE | 62,402 | 0 | 0 | ||
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 1,351 | 27,645 | SH | SOLE | 27,645 | 0 | 0 | ||
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 321 | 14,086 | SH | SOLE | 14,086 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 32,970 | 184,973 | SH | SOLE | 184,973 | 0 | 0 | ||
HOMETRUST BANCSHARES INC | COMMON STOCK | 437872104 | 982 | 37,686 | SH | SOLE | 37,686 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 22,780 | 157,635 | SH | SOLE | 157,635 | 0 | 0 | ||
HOULIHAN LOKEY INC | COMMON STOCK USD.001 | 441593100 | 602 | 13,499 | SH | SOLE | 13,499 | 0 | 0 | ||
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 1,106 | 10,209 | SH | SOLE | 10,209 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 444097109 | 1,756 | 53,974 | SH | SOLE | 53,974 | 0 | 0 | ||
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 4,196 | 15,609 | SH | SOLE | 15,609 | 0 | 0 | ||
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 1,612 | 13,758 | SH | SOLE | 13,758 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 81 | 5,387 | SH | SOLE | 5,387 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 7,775 | 30,162 | SH | SOLE | 30,162 | 0 | 0 | ||
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 2,857 | 97,679 | SH | SOLE | 97,679 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 835 | 5,327 | SH | SOLE | 5,327 | 0 | 0 | ||
INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 453838609 | 663 | 28,933 | SH | SOLE | 28,933 | 0 | 0 | ||
INGLES MARKETS INC CLASS A | COMMON STOCK USD.05 | 457030104 | 744 | 21,992 | SH | SOLE | 21,992 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 8,231 | 158,041 | SH | SOLE | 158,041 | 0 | 0 | ||
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 2,355 | 93,460 | SH | SOLE | 93,460 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 2,732 | 17,804 | SH | SOLE | 17,804 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 196 | 3,675 | SH | SOLE | 3,675 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 4,024 | 174,744 | SH | SOLE | 174,744 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 332 | 1,913 | SH | SOLE | 1,913 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 181 | 6,683 | SH | SOLE | 6,683 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 462222100 | 348 | 7,901 | SH | SOLE | 7,901 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 36,723 | 760,630 | SH | SOLE | 760,630 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 17,771 | 255,035 | SH | SOLE | 255,035 | 0 | 0 | ||
ISHARES MSCI ACWI ETF | ISHARES MSCI ACWI ETF | 464288257 | 7,144 | 99,640 | SH | SOLE | 99,640 | 0 | 0 | ||
JABIL INC | COMMON STOCK USD.001 | 466313103 | 1,879 | 65,400 | SH | SOLE | 65,400 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK USD1.0 | 469814107 | 70 | 1,179 | SH | SOLE | 1,179 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | COMMON STOCK USD.01 | 477839104 | 464 | 4,095 | SH | SOLE | 4,095 | 0 | 0 | ||
JOHNSON & JOHNSON | COMMON STOCK USD1.0 | 478160104 | 33,217 | 259,204 | SH | SOLE | 259,204 | 0 | 0 | ||
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 3,159 | 28,977 | SH | SOLE | 28,977 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 202 | 1,842 | SH | SOLE | 1,842 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK USD.25 | 487836108 | 843 | 12,968 | SH | SOLE | 12,968 | 0 | 0 | ||
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 116 | 5,928 | SH | SOLE | 5,928 | 0 | 0 | ||
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 1,773 | 65,546 | SH | SOLE | 65,546 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2,368 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 1,156 | 17,652 | SH | SOLE | 17,652 | 0 | 0 | ||
KORN/FERRY INTERNATIONAL | COMMON STOCK USD.01 | 500643200 | 819 | 15,880 | SH | SOLE | 15,880 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 152 | 6,350 | SH | SOLE | 6,350 | 0 | 0 | ||
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 60 | 1,576 | SH | SOLE | 1,576 | 0 | 0 | ||
LKQ CORP | COMMON STOCK USD.01 | 501889208 | 82 | 2,161 | SH | SOLE | 2,161 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 1,221 | 40,765 | SH | SOLE | 40,765 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 8,814 | 43,383 | SH | SOLE | 43,383 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 3,961 | 36,123 | SH | SOLE | 36,123 | 0 | 0 | ||
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 914 | 56,934 | SH | SOLE | 56,934 | 0 | 0 | ||
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 19,090 | 127,505 | SH | SOLE | 127,505 | 0 | 0 | ||
LAYNE CHRISTENSEN COMPANY | COMMON STOCK USD.01 | 521050104 | 1,279 | 85,700 | SH | SOLE | 85,700 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 4,820 | 25,899 | SH | SOLE | 25,899 | 0 | 0 | ||
LEGG MASON INC | COMMON STOCK USD.1 | 524901105 | 7,478 | 183,956 | SH | SOLE | 183,956 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 | 1,162 | 17,767 | SH | SOLE | 17,767 | 0 | 0 | ||
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 1,185 | 32,703 | SH | SOLE | 32,703 | 0 | 0 | ||
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 165 | 2,791 | SH | SOLE | 2,791 | 0 | 0 | ||
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 1,282 | 6,271 | SH | SOLE | 6,271 | 0 | 0 | ||
LEXICON PHARMACEUTICALS INC | COMMON STOCK USD.001 | 528872302 | 310 | 36,202 | SH | SOLE | 36,202 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 1,370 | 34,472 | SH | SOLE | 34,472 | 0 | 0 | ||
ELI LILLY & CO | COMMON STOCK | 532457108 | 5,709 | 73,792 | SH | SOLE | 73,792 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 4,662 | 63,811 | SH | SOLE | 63,811 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 539830109 | 2,447 | 7,241 | SH | SOLE | 7,241 | 0 | 0 | ||
LOEWS CORP | COMMON STOCK USD.01 | 540424108 | 96 | 1,926 | SH | SOLE | 1,926 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 2,429 | 84,428 | SH | SOLE | 84,428 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 542 | 6,172 | SH | SOLE | 6,172 | 0 | 0 | ||
LOXO ONCOLOGY INC | COMMON STOCK USD.0001 | 548862101 | 384 | 3,330 | SH | SOLE | 3,330 | 0 | 0 | ||
MDC HOLDINGS INC | COMMON STOCK USD.01 | 552676108 | 1,244 | 44,553 | SH | SOLE | 44,553 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 4,278 | 329,076 | SH | SOLE | 329,076 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 552953101 | 157 | 4,490 | SH | SOLE | 4,490 | 0 | 0 | ||
MACERICH CO/THE | REIT USD.01 | 554382101 | 46 | 818 | SH | SOLE | 818 | 0 | 0 | ||
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 159 | 9,859 | SH | SOLE | 9,859 | 0 | 0 | ||
MARCUS & MILLICHAP INC | COMMON STOCK USD.0001 | 566324109 | 1,829 | 50,731 | SH | SOLE | 50,731 | 0 | 0 | ||
MARCUS CORPORATION | COMMON STOCK USD1.0 | 566330106 | 321 | 10,591 | SH | SOLE | 10,591 | 0 | 0 | ||
MARSH & MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 2,745 | 33,234 | SH | SOLE | 33,234 | 0 | 0 | ||
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 346 | 2,548 | SH | SOLE | 2,548 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 158 | 3,909 | SH | SOLE | 3,909 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 837 | 9,515 | SH | SOLE | 9,515 | 0 | 0 | ||
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 285 | 4,645 | SH | SOLE | 4,645 | 0 | 0 | ||
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 7,252 | 154,129 | SH | SOLE | 154,129 | 0 | 0 | ||
MAXIMUS INC | COMMON STOCK | 577933104 | 3,372 | 50,530 | SH | SOLE | 50,530 | 0 | 0 | ||
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037109 | 640 | 105,128 | SH | SOLE | 105,128 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 4,322 | 27,637 | SH | SOLE | 27,637 | 0 | 0 | ||
METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 591520200 | 980 | 25,057 | SH | SOLE | 25,057 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 82,702 | 906,124 | SH | SOLE | 906,124 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 595017104 | 7,295 | 79,850 | SH | SOLE | 79,850 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 3,586 | 68,767 | SH | SOLE | 68,767 | 0 | 0 | ||
MICROSEMI CORP | COMMON STOCK USD.2 | 595137100 | 2,505 | 38,700 | SH | SOLE | 38,700 | 0 | 0 | ||
MIDDLEBY CORP | COMMON STOCK USD.01 | 596278101 | 992 | 8,017 | SH | SOLE | 8,017 | 0 | 0 | ||
MIMEDX GROUP INC | COMMON STOCK USD.001 | 602496101 | 643 | 92,307 | SH | SOLE | 92,307 | 0 | 0 | ||
MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 608190104 | 5,146 | 22,161 | SH | SOLE | 22,161 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 10,191 | 244,213 | SH | SOLE | 244,213 | 0 | 0 | ||
MONMOUTH REAL ESTATE INV COR | REIT USD.01 | 609720107 | 520 | 34,549 | SH | SOLE | 34,549 | 0 | 0 | ||
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 3,199 | 19,835 | SH | SOLE | 19,835 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 2,307 | 42,746 | SH | SOLE | 42,746 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 104 | 987 | SH | SOLE | 987 | 0 | 0 | ||
MULESOFT INC A | COMMON STOCK | 625207105 | 1,904 | 43,300 | SH | SOLE | 43,300 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 1,296 | 50,144 | SH | SOLE | 50,144 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 1,739 | 98,246 | SH | SOLE | 98,246 | 0 | 0 | ||
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 57 | 1,854 | SH | SOLE | 1,854 | 0 | 0 | ||
NANOMETRICS INC | COMMON STOCK | 630077105 | 1,235 | 45,895 | SH | SOLE | 45,895 | 0 | 0 | ||
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 72 | 830 | SH | SOLE | 830 | 0 | 0 | ||
NATIONAL BANK HOLD CL A | COMMON STOCK | 633707104 | 1,271 | 38,213 | SH | SOLE | 38,213 | 0 | 0 | ||
NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 635017106 | 641 | 7,196 | SH | SOLE | 7,196 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 916 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COMMON STOCK USD.01 | 637071101 | 117 | 3,181 | SH | SOLE | 3,181 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 3,167 | 80,675 | SH | SOLE | 80,675 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 1,047 | 41,730 | SH | SOLE | 41,730 | 0 | 0 | ||
NEKTAR THERAPEUTICS | COMMON STOCK USD.0001 | 640268108 | 1,634 | 15,376 | SH | SOLE | 15,376 | 0 | 0 | ||
NEW JERSEY RESOURCES CORP | COMMON STOCK USD2.5 | 646025106 | 519 | 12,944 | SH | SOLE | 12,944 | 0 | 0 | ||
NEW ORIENTAL EDUCATIO SP ADR | ADR USD.01 | 647581107 | 201 | 2,297 | SH | SOLE | 2,297 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 110 | 4,303 | SH | SOLE | 4,303 | 0 | 0 | ||
NEWFIELD EXPLORATION CO | COMMON STOCK USD.01 | 651290108 | 86 | 3,517 | SH | SOLE | 3,517 | 0 | 0 | ||
NEWMARKET CORP | COMMON STOCK | 651587107 | 622 | 1,549 | SH | SOLE | 1,549 | 0 | 0 | ||
NEWMONT MINING CORP | COMMON STOCK USD1.6 | 651639106 | 193 | 4,948 | SH | SOLE | 4,948 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK USD1.0 | 654106103 | 639 | 9,615 | SH | SOLE | 9,615 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK USD.01 | 655044105 | 159 | 5,246 | SH | SOLE | 5,246 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 5,875 | 43,091 | SH | SOLE | 43,091 | 0 | 0 | ||
NORDSTROM INC | COMMON STOCK | 655664100 | 52 | 1,079 | SH | SOLE | 1,079 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 465 | 3,425 | SH | SOLE | 3,425 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 155 | 1,504 | SH | SOLE | 1,504 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 666807102 | 528 | 1,512 | SH | SOLE | 1,512 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 189 | 3,089 | SH | SOLE | 3,089 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 785 | 23,959 | SH | SOLE | 23,959 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 4,046 | 62,284 | SH | SOLE | 62,284 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 3,604 | 24,522 | SH | SOLE | 24,522 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 | 818 | 38,150 | SH | SOLE | 38,150 | 0 | 0 | ||
OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 681116109 | 1,358 | 22,516 | SH | SOLE | 22,516 | 0 | 0 | ||
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 2,097 | 28,855 | SH | SOLE | 28,855 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 1,434 | 53,050 | SH | SOLE | 53,050 | 0 | 0 | ||
OPPENHEIMER HOLDINGS CL A | COMMON STOCK USD.001 | 683797104 | 306 | 11,895 | SH | SOLE | 11,895 | 0 | 0 | ||
ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 686688102 | 1,806 | 32,038 | SH | SOLE | 32,038 | 0 | 0 | ||
OWENS & MINOR INC | COMMON STOCK USD2.0 | 690732102 | 1,067 | 68,624 | SH | SOLE | 68,624 | 0 | 0 | ||
OWENS CORNING | COMMON STOCK USD.001 | 690742101 | 7,667 | 95,360 | SH | SOLE | 95,360 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 5,281 | 34,916 | SH | SOLE | 34,916 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 13,084 | 117,243 | SH | SOLE | 117,243 | 0 | 0 | ||
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 75 | 498 | SH | SOLE | 498 | 0 | 0 | ||
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 7,732 | 116,847 | SH | SOLE | 116,847 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 962 | 8,540 | SH | SOLE | 8,540 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 2,751 | 55,532 | SH | SOLE | 55,532 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 8,026 | 46,928 | SH | SOLE | 46,928 | 0 | 0 | ||
PARSLEY ENERGY INC CLASS A | COMMON STOCK USD.01 | 701877102 | 325 | 11,220 | SH | SOLE | 11,220 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 | 804 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 135 | 2,187 | SH | SOLE | 2,187 | 0 | 0 | ||
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 5,840 | 160,006 | SH | SOLE | 160,006 | 0 | 0 | ||
PENN NATIONAL GAMING INC | COMMON STOCK USD.01 | 707569109 | 297 | 11,296 | SH | SOLE | 11,296 | 0 | 0 | ||
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 230 | 76,100 | SH | SOLE | 76,100 | 0 | 0 | ||
PEOPLE S UTAH BANCORP | COMMON STOCK USD.01 | 712706209 | 872 | 27,005 | SH | SOLE | 27,005 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 6,164 | 56,471 | SH | SOLE | 56,471 | 0 | 0 | ||
PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 | 124 | 1,635 | SH | SOLE | 1,635 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 8,611 | 242,620 | SH | SOLE | 242,620 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 11,007 | 110,732 | SH | SOLE | 110,732 | 0 | 0 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 276 | 2,881 | SH | SOLE | 2,881 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 720190206 | 226 | 12,833 | SH | SOLE | 12,833 | 0 | 0 | ||
PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 | 48 | 598 | SH | SOLE | 598 | 0 | 0 | ||
PIPER JAFFRAY COS | COMMON STOCK USD.01 | 724078100 | 826 | 9,944 | SH | SOLE | 9,944 | 0 | 0 | ||
POLARIS INDUSTRIES INC | COMMON STOCK USD.01 | 731068102 | 1,031 | 9,002 | SH | SOLE | 9,002 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 1,189 | 28,567 | SH | SOLE | 28,567 | 0 | 0 | ||
PORTOLA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 737010108 | 163 | 4,977 | SH | SOLE | 4,977 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 5,294 | 69,881 | SH | SOLE | 69,881 | 0 | 0 | ||
PROCTER & GAMBLE CO/THE | COMMON STOCK | 742718109 | 8,236 | 103,885 | SH | SOLE | 103,885 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 241 | 6,266 | SH | SOLE | 6,266 | 0 | 0 | ||
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 3,288 | 53,960 | SH | SOLE | 53,960 | 0 | 0 | ||
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 537 | 4,728 | SH | SOLE | 4,728 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 5,665 | 54,711 | SH | SOLE | 54,711 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 267 | 5,322 | SH | SOLE | 5,322 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 5,104 | 173,060 | SH | SOLE | 173,060 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 599 | 10,815 | SH | SOLE | 10,815 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 6,981 | 366,672 | SH | SOLE | 366,672 | 0 | 0 | ||
RADIUS HEALTH INC | COMMON STOCK USD.0001 | 750469207 | 283 | 7,878 | SH | SOLE | 7,878 | 0 | 0 | ||
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 4,659 | 41,671 | SH | SOLE | 41,671 | 0 | 0 | ||
RAMCO GERSHENSON PROPERTIES | REIT USD.01 | 751452202 | 563 | 45,588 | SH | SOLE | 45,588 | 0 | 0 | ||
RAVEN INDUSTRIES INC | COMMON STOCK USD1.0 | 754212108 | 624 | 17,808 | SH | SOLE | 17,808 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 62 | 699 | SH | SOLE | 699 | 0 | 0 | ||
RAYONIER INC | REIT | 754907103 | 833 | 23,674 | SH | SOLE | 23,674 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 10,486 | 48,588 | SH | SOLE | 48,588 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 1,848 | 35,726 | SH | SOLE | 35,726 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 6,200 | 41,469 | SH | SOLE | 41,469 | 0 | 0 | ||
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 2,970 | 50,352 | SH | SOLE | 50,352 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM | COMMON STOCK | 759509102 | 3,903 | 45,522 | SH | SOLE | 45,522 | 0 | 0 | ||
REPUBLIC BANCORP INC CLASS A | COMMON STOCK | 760281204 | 694 | 18,130 | SH | SOLE | 18,130 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 1,255 | 18,945 | SH | SOLE | 18,945 | 0 | 0 | ||
RESMED INC | COMMON STOCK USD.004 | 761152107 | 121 | 1,230 | SH | SOLE | 1,230 | 0 | 0 | ||
RITE AID CORP | COMMON STOCK USD1.0 | 767754104 | 190 | 112,800 | SH | SOLE | 112,800 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 2,953 | 51,018 | SH | SOLE | 51,018 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 1,242 | 7,132 | SH | SOLE | 7,132 | 0 | 0 | ||
ROCKWELL COLLINS INC | COMMON STOCK USD.01 | 774341101 | 2,811 | 20,848 | SH | SOLE | 20,848 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 383 | 1,364 | SH | SOLE | 1,364 | 0 | 0 | ||
ROSETTA STONE INC | COMMON STOCK USD.00005 | 777780107 | 868 | 66,041 | SH | SOLE | 66,041 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 1,408 | 18,053 | SH | SOLE | 18,053 | 0 | 0 | ||
ROYAL GOLD INC | COMMON STOCK USD.01 | 780287108 | 1,151 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 603 | 21,776 | SH | SOLE | 21,776 | 0 | 0 | ||
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 669 | 27,380 | SH | SOLE | 27,380 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 1,000 | 13,345 | SH | SOLE | 13,345 | 0 | 0 | ||
SANDERSON FARMS INC | COMMON STOCK USD1.0 | 800013104 | 373 | 3,133 | SH | SOLE | 3,133 | 0 | 0 | ||
SANGAMO THERAPEUTICS INC | COMMON STOCK USD.01 | 800677106 | 258 | 13,583 | SH | SOLE | 13,583 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 420 | 5,663 | SH | SOLE | 5,663 | 0 | 0 | ||
SAUL CENTERS INC | REIT USD.01 | 804395101 | 427 | 8,383 | SH | SOLE | 8,383 | 0 | 0 | ||
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 1,722 | 25,620 | SH | SOLE | 25,620 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 19,703 | 304,145 | SH | SOLE | 304,145 | 0 | 0 | ||
SCHNITZER STEEL INDS INC A | COMMON STOCK USD1.0 | 806882106 | 814 | 25,166 | SH | SOLE | 25,166 | 0 | 0 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 962 | 18,413 | SH | SOLE | 18,413 | 0 | 0 | ||
SCHWEITZER MAUDUIT INTL INC | COMMON STOCK USD.1 | 808541106 | 627 | 16,015 | SH | SOLE | 16,015 | 0 | 0 | ||
SELECTIVE INSURANCE GROUP | COMMON STOCK USD2.0 | 816300107 | 246 | 4,055 | SH | SOLE | 4,055 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,516 | 13,633 | SH | SOLE | 13,633 | 0 | 0 | ||
SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 | 4,099 | 108,600 | SH | SOLE | 108,600 | 0 | 0 | ||
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 866 | 36,400 | SH | SOLE | 36,400 | 0 | 0 | ||
SHORE BANCSHARES INC | COMMON STOCK USD.01 | 825107105 | 526 | 27,903 | SH | SOLE | 27,903 | 0 | 0 | ||
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 1,261 | 44,336 | SH | SOLE | 44,336 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 10,713 | 69,410 | SH | SOLE | 69,410 | 0 | 0 | ||
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 188 | 2,955 | SH | SOLE | 2,955 | 0 | 0 | ||
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 1,593 | 12,844 | SH | SOLE | 12,844 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 8,198 | 55,562 | SH | SOLE | 55,562 | 0 | 0 | ||
SONIC CORP | COMMON STOCK USD.01 | 835451105 | 549 | 21,751 | SH | SOLE | 21,751 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 1,801 | 40,334 | SH | SOLE | 40,334 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 1,272 | 22,198 | SH | SOLE | 22,198 | 0 | 0 | ||
SPARTON CORP | COMMON STOCK USD1.25 | 847235108 | 975 | 56,000 | SH | SOLE | 56,000 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 9,040 | 108,004 | SH | SOLE | 108,004 | 0 | 0 | ||
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 307 | 3,125 | SH | SOLE | 3,125 | 0 | 0 | ||
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 3,298 | 16,403 | SH | SOLE | 16,403 | 0 | 0 | ||
STANDEX INTERNATIONAL CORP | COMMON STOCK USD1.5 | 854231107 | 337 | 3,537 | SH | SOLE | 3,537 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COMMON STOCK USD2.5 | 854502101 | 177 | 1,158 | SH | SOLE | 1,158 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 4,824 | 48,369 | SH | SOLE | 48,369 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 9,543 | 215,814 | SH | SOLE | 215,814 | 0 | 0 | ||
STEPAN CO | COMMON STOCK USD1.0 | 858586100 | 1,168 | 14,040 | SH | SOLE | 14,040 | 0 | 0 | ||
STERICYCLE INC | COMMON STOCK USD.01 | 858912108 | 60 | 1,033 | SH | SOLE | 1,033 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 947 | 21,550 | SH | SOLE | 21,550 | 0 | 0 | ||
STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 | 410 | 6,926 | SH | SOLE | 6,926 | 0 | 0 | ||
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 1,179 | 47,483 | SH | SOLE | 47,483 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 425 | 2,638 | SH | SOLE | 2,638 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 808 | 59,403 | SH | SOLE | 59,403 | 0 | 0 | ||
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 1,692 | 18,517 | SH | SOLE | 18,517 | 0 | 0 | ||
SUNSTONE HOTEL INVESTORS INC | REIT USD.01 | 867892101 | 2,665 | 175,114 | SH | SOLE | 175,114 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 442 | 6,493 | SH | SOLE | 6,493 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1,402 | 30,621 | SH | SOLE | 30,621 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 136 | 5,265 | SH | SOLE | 5,265 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 482 | 5,796 | SH | SOLE | 5,796 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 2,442 | 40,732 | SH | SOLE | 40,732 | 0 | 0 | ||
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 3,786 | 165,962 | SH | SOLE | 165,962 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 15,165 | 185,936 | SH | SOLE | 185,936 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 27,456 | 627,417 | SH | SOLE | 627,417 | 0 | 0 | ||
TAKE TWO INTERACTIVE SOFTWRE | COMMON STOCK USD.01 | 874054109 | 288 | 2,949 | SH | SOLE | 2,949 | 0 | 0 | ||
TAL EDUCATION GROUP ADR | ADR | 874080104 | 225 | 6,062 | SH | SOLE | 6,062 | 0 | 0 | ||
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 610 | 27,714 | SH | SOLE | 27,714 | 0 | 0 | ||
TAPESTRY INC | COMMON STOCK USD.01 | 876030107 | 170 | 3,225 | SH | SOLE | 3,225 | 0 | 0 | ||
TARENA INTERNATIONAL INC ADR | ADR USD.001 | 876108101 | 97 | 8,680 | SH | SOLE | 8,680 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 | 1,054 | 5,632 | SH | SOLE | 5,632 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 118 | 461 | SH | SOLE | 461 | 0 | 0 | ||
TENNECO INC | COMMON STOCK USD.01 | 880349105 | 2,288 | 41,707 | SH | SOLE | 41,707 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 1,660 | 36,307 | SH | SOLE | 36,307 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 11,988 | 368,980 | SH | SOLE | 368,980 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 18,109 | 174,306 | SH | SOLE | 174,306 | 0 | 0 | ||
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 117 | 1,990 | SH | SOLE | 1,990 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 1,348 | 6,530 | SH | SOLE | 6,530 | 0 | 0 | ||
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 1,032 | 8,959 | SH | SOLE | 8,959 | 0 | 0 | ||
TIFFANY & CO | COMMON STOCK USD.01 | 886547108 | 78 | 797 | SH | SOLE | 797 | 0 | 0 | ||
TIME WARNER INC | COMMON STOCK USD.01 | 887317303 | 5,481 | 57,949 | SH | SOLE | 57,949 | 0 | 0 | ||
TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 | 4,171 | 96,430 | SH | SOLE | 96,430 | 0 | 0 | ||
TORCHMARK CORP | COMMON STOCK USD1.0 | 891027104 | 14 | 162 | SH | SOLE | 162 | 0 | 0 | ||
TORO CO | COMMON STOCK USD1.0 | 891092108 | 754 | 12,072 | SH | SOLE | 12,072 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 87 | 1,006 | SH | SOLE | 1,006 | 0 | 0 | ||
TOWNSQUARE MEDIA INC CL A | COMMON STOCK USD.01 | 892231101 | 178 | 22,442 | SH | SOLE | 22,442 | 0 | 0 | ||
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 686 | 10,878 | SH | SOLE | 10,878 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 2,365 | 7,704 | SH | SOLE | 7,704 | 0 | 0 | ||
TRIBUNE MEDIA CO A | COMMON STOCK | 896047503 | 1,381 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 67 | 1,633 | SH | SOLE | 1,633 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 3,440 | 47,003 | SH | SOLE | 47,003 | 0 | 0 | ||
UDR INC | REIT USD.01 | 902653104 | 1,544 | 43,353 | SH | SOLE | 43,353 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 7,296 | 164,253 | SH | SOLE | 164,253 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 3,841 | 76,065 | SH | SOLE | 76,065 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 1,304 | 60,888 | SH | SOLE | 60,888 | 0 | 0 | ||
UNIT CORP | COMMON STOCK USD.2 | 909218109 | 545 | 27,564 | SH | SOLE | 27,564 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS | COMMON STOCK USD.01 | 910047109 | 102 | 1,465 | SH | SOLE | 1,465 | 0 | 0 | ||
UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 911163103 | 681 | 15,850 | SH | SOLE | 15,850 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 1,151 | 6,666 | SH | SOLE | 6,666 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 18,400 | 146,240 | SH | SOLE | 146,240 | 0 | 0 | ||
UNITIL CORP | COMMON STOCK | 913259107 | 334 | 7,195 | SH | SOLE | 7,195 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 1,135 | 9,584 | SH | SOLE | 9,584 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 580 | 30,043 | SH | SOLE | 30,043 | 0 | 0 | ||
VF CORP | COMMON STOCK | 918204108 | 284 | 3,828 | SH | SOLE | 3,828 | 0 | 0 | ||
VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 921659108 | 761 | 45,167 | SH | SOLE | 45,167 | 0 | 0 | ||
VANGUARD S&P 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 17,132 | 70,770 | SH | SOLE | 70,770 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 3,296 | 177,205 | SH | SOLE | 177,205 | 0 | 0 | ||
VMWARE INC CLASS A | COMMON STOCK USD.01 | 928563402 | 1 | 6 | SH | SOLE | 6 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 1,606 | 23,859 | SH | SOLE | 23,859 | 0 | 0 | ||
WABASH NATIONAL CORP | COMMON STOCK USD.01 | 929566107 | 543 | 26,088 | SH | SOLE | 26,088 | 0 | 0 | ||
WADDELL & REED FINANCIAL A | COMMON STOCK USD.01 | 930059100 | 1,380 | 68,280 | SH | SOLE | 68,280 | 0 | 0 | ||
WALMART INC | COMMON STOCK USD.1 | 931142103 | 6,005 | 67,490 | SH | SOLE | 67,490 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 9,255 | 141,369 | SH | SOLE | 141,369 | 0 | 0 | ||
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 3,323 | 16,728 | SH | SOLE | 16,728 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC | COMMON STOCK | 948626106 | 298 | 4,680 | SH | SOLE | 4,680 | 0 | 0 | ||
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 1,051 | 54,061 | SH | SOLE | 54,061 | 0 | 0 | ||
WELLS FARGO & CO | COMMON STOCK USD1.666 | 949746101 | 1,577 | 30,092 | SH | SOLE | 30,092 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 6,294 | 68,217 | SH | SOLE | 68,217 | 0 | 0 | ||
WESTERN UNION CO | COMMON STOCK USD.01 | 959802109 | 607 | 31,555 | SH | SOLE | 31,555 | 0 | 0 | ||
WESTLAKE CHEMICAL CORP | COMMON STOCK USD.01 | 960413102 | 793 | 7,132 | SH | SOLE | 7,132 | 0 | 0 | ||
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 155 | 4,432 | SH | SOLE | 4,432 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 104 | 678 | SH | SOLE | 678 | 0 | 0 | ||
WILLIAMS COS INC | COMMON STOCK USD1.0 | 969457100 | 150 | 6,049 | SH | SOLE | 6,049 | 0 | 0 | ||
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 584 | 8,143 | SH | SOLE | 8,143 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 1,265 | 51,512 | SH | SOLE | 51,512 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 1,353 | 31,515 | SH | SOLE | 31,515 | 0 | 0 | ||
WYNN RESORTS LTD | COMMON STOCK USD.01 | 983134107 | 80 | 438 | SH | SOLE | 438 | 0 | 0 | ||
XO GROUP INC | COMMON STOCK USD.01 | 983772104 | 2,097 | 101,075 | SH | SOLE | 101,075 | 0 | 0 | ||
XPO LOGISTICS INC | COMMON STOCK USD.001 | 983793100 | 751 | 7,373 | SH | SOLE | 7,373 | 0 | 0 | ||
XILINX INC | COMMON STOCK USD.01 | 983919101 | 225 | 3,108 | SH | SOLE | 3,108 | 0 | 0 | ||
XENIA HOTELS & RESORTS INC | REIT USD.01 | 984017103 | 234 | 11,885 | SH | SOLE | 11,885 | 0 | 0 | ||
XEROX CORP | COMMON STOCK USD1.0 | 984121608 | 3,029 | 105,235 | SH | SOLE | 105,235 | 0 | 0 | ||
ZIONS BANCORPORATION | COMMON STOCK | 989701107 | 331 | 6,273 | SH | SOLE | 6,273 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 6,576 | 103,824 | SH | SOLE | 103,824 | 0 | 0 | ||
LUMINEX CORP | COMMON STOCK USD.001 | 55027E102 | 2,197 | 104,249 | SH | SOLE | 104,249 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 46 | 1,349 | SH | SOLE | 1,349 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 9,375 | 79,070 | SH | SOLE | 79,070 | 0 | 0 | ||
CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 12621E103 | 651 | 30,041 | SH | SOLE | 30,041 | 0 | 0 | ||
US SILICA HOLDINGS INC | COMMON STOCK USD.01 | 90346E103 | 405 | 15,888 | SH | SOLE | 15,888 | 0 | 0 | ||
BLACKHAWK NETWORK HOLDINGS I | COMMON STOCK USD.001 | 09238E104 | 2,588 | 57,900 | SH | SOLE | 57,900 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 114 | 1,327 | SH | SOLE | 1,327 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 2,353 | 143,013 | SH | SOLE | 143,013 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 | 915 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 3,287 | 47,343 | SH | SOLE | 47,343 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 | 3,168 | 22,703 | SH | SOLE | 22,703 | 0 | 0 | ||
ARGAN INC | COMMON STOCK USD.15 | 04010E109 | 420 | 9,772 | SH | SOLE | 9,772 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 3,131 | 99,338 | SH | SOLE | 99,338 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COMMON STOCK USD.01 | 26138E109 | 225 | 1,899 | SH | SOLE | 1,899 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 1,600 | 11,525 | SH | SOLE | 11,525 | 0 | 0 | ||
AES CORP | COMMON STOCK USD.01 | 00130H105 | 13 | 1,111 | SH | SOLE | 1,111 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 1,297 | 64,350 | SH | SOLE | 64,350 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 4,118 | 79,652 | SH | SOLE | 79,652 | 0 | 0 | ||
AT&T INC | COMMON STOCK USD1.0 | 00206R102 | 13,505 | 378,829 | SH | SOLE | 378,829 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 12,895 | 136,237 | SH | SOLE | 136,237 | 0 | 0 | ||
ACCELERON PHARMA INC | COMMON STOCK USD.001 | 00434H108 | 188 | 4,811 | SH | SOLE | 4,811 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 1,009 | 14,951 | SH | SOLE | 14,951 | 0 | 0 | ||
ACUITY BRANDS INC | COMMON STOCK USD.01 | 00508Y102 | 2,117 | 15,212 | SH | SOLE | 15,212 | 0 | 0 | ||
ADAMAS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 00548A106 | 2,168 | 90,731 | SH | SOLE | 90,731 | 0 | 0 | ||
ADOBE SYSTEMS INC | COMMON STOCK USD.0001 | 00724F101 | 9,471 | 43,831 | SH | SOLE | 43,831 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 | 85 | 718 | SH | SOLE | 718 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 1,080 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
AETNA INC | COMMON STOCK USD.01 | 00817Y108 | 2,760 | 16,330 | SH | SOLE | 16,330 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 | 571 | 8,533 | SH | SOLE | 8,533 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 79 | 1,107 | SH | SOLE | 1,107 | 0 | 0 | ||
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 21,616 | 117,772 | SH | SOLE | 117,772 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 6,151 | 157,487 | SH | SOLE | 157,487 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 66,697 | 64,642 | SH | SOLE | 64,642 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 7,934 | 7,650 | SH | SOLE | 7,650 | 0 | 0 | ||
ALTERYX INC CLASS A | COMMON STOCK | 02156B103 | 633 | 18,549 | SH | SOLE | 18,549 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 8,504 | 136,464 | SH | SOLE | 136,464 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 6,914 | 133,071 | SH | SOLE | 133,071 | 0 | 0 | ||
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 1,624 | 80,868 | SH | SOLE | 80,868 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 15,090 | 103,827 | SH | SOLE | 103,827 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 146 | 988 | SH | SOLE | 988 | 0 | 0 | ||
ANDEAVOR | COMMON STOCK USD.167 | 03349M105 | 1,842 | 18,322 | SH | SOLE | 18,322 | 0 | 0 | ||
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 92 | 588 | SH | SOLE | 588 | 0 | 0 | ||
ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 03674X106 | 174 | 8,754 | SH | SOLE | 8,754 | 0 | 0 | ||
APARTMENT INVT & MGMT CO A | REIT USD.01 | 03748R101 | 41 | 1,001 | SH | SOLE | 1,001 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 | 1,919 | 109,242 | SH | SOLE | 109,242 | 0 | 0 | ||
APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 03820C105 | 645 | 8,850 | SH | SOLE | 8,850 | 0 | 0 | ||
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 1,151 | 35,907 | SH | SOLE | 35,907 | 0 | 0 | ||
ARCHROCK PARTNERS LP | MLP | 03957U100 | 826 | 67,627 | SH | SOLE | 67,627 | 0 | 0 | ||
ARCONIC INC | COMMON STOCK | 03965L100 | 60 | 2,621 | SH | SOLE | 2,621 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COMMON STOCK USD.001 | 04269X105 | 876 | 53,693 | SH | SOLE | 53,693 | 0 | 0 | ||
BAKER HUGHES A GE CO | COMMON STOCK USD.0001 | 05722G100 | 1,147 | 41,305 | SH | SOLE | 41,305 | 0 | 0 | ||
BANKUNITED INC | COMMON STOCK USD.01 | 06652K103 | 3,050 | 76,300 | SH | SOLE | 76,300 | 0 | 0 | ||
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 2,961 | 205,050 | SH | SOLE | 205,050 | 0 | 0 | ||
BBVA BANCO FRANCES SA ADR | ADR | 07329M100 | 8,949 | 392,317 | SH | SOLE | 392,317 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COMMON STOCK USD.01 | 08579W103 | 4,730 | 86,300 | SH | SOLE | 86,300 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 139 | 1,717 | SH | SOLE | 1,717 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 3,647 | 13,319 | SH | SOLE | 13,319 | 0 | 0 | ||
BLACKBAUD INC | COMMON STOCK USD.001 | 09227Q100 | 375 | 3,685 | SH | SOLE | 3,685 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 19,061 | 35,186 | SH | SOLE | 35,186 | 0 | 0 | ||
BLUEBIRD BIO INC | COMMON STOCK USD.01 | 09609G100 | 1,300 | 7,615 | SH | SOLE | 7,615 | 0 | 0 | ||
BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 09627Y109 | 1,127 | 12,285 | SH | SOLE | 12,285 | 0 | 0 | ||
BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 | 2,798 | 1,345 | SH | SOLE | 1,345 | 0 | 0 | ||
BOX INC CLASS A | COMMON STOCK USD.0001 | 10316T104 | 308 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 232 | 2,119 | SH | SOLE | 2,119 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 | 105 | 922 | SH | SOLE | 922 | 0 | 0 | ||
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 2,141 | 45,349 | SH | SOLE | 45,349 | 0 | 0 | ||
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 4,710 | 66,988 | SH | SOLE | 66,988 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 3,086 | 32,934 | SH | SOLE | 32,934 | 0 | 0 | ||
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 412 | 2,549 | SH | SOLE | 2,549 | 0 | 0 | ||
CSRA INC | COMMON STOCK USD.001 | 12650T104 | 44 | 1,079 | SH | SOLE | 1,079 | 0 | 0 | ||
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 617 | 20,406 | SH | SOLE | 20,406 | 0 | 0 | ||
CA INC | COMMON STOCK USD.1 | 12673P105 | 994 | 29,327 | SH | SOLE | 29,327 | 0 | 0 | ||
C&J ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 387 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CAESARS ENTERTAIN CORP | SR UNSECURED 10/24 5 | 127686AA1 | 860 | 493,320 | SH | SOLE | 493,320 | 0 | 0 | ||
CALLIDUS SOFTWARE INC | COMMON STOCK USD.001 | 13123E500 | 1,309 | 36,400 | SH | SOLE | 36,400 | 0 | 0 | ||
CALLON PETROLEUM CO | COMMON STOCK USD.01 | 13123X102 | 257 | 19,407 | SH | SOLE | 19,407 | 0 | 0 | ||
CANNAE HOLDINGS INC | COMMON STOCK | 13765N107 | 445 | 23,616 | SH | SOLE | 23,616 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 19,473 | 203,225 | SH | SOLE | 203,225 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 152 | 2,432 | SH | SOLE | 2,432 | 0 | 0 | ||
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 727 | 54,221 | SH | SOLE | 54,221 | 0 | 0 | ||
CAVIUM INC | COMMON STOCK USD.001 | 14964U108 | 2,540 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 89 | 833 | SH | SOLE | 833 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 1,712 | 62,480 | SH | SOLE | 62,480 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 616 | 173,399 | SH | SOLE | 173,399 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 475 | 1,527 | SH | SOLE | 1,527 | 0 | 0 | ||
CHATHAM LODGING TRUST | REIT USD.01 | 16208T102 | 2,366 | 123,568 | SH | SOLE | 123,568 | 0 | 0 | ||
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 999 | 3,661 | SH | SOLE | 3,661 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | REIT USD.01 | 16934Q208 | 1,267 | 72,800 | SH | SOLE | 72,800 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 28,134 | 655,949 | SH | SOLE | 655,949 | 0 | 0 | ||
COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 | 1,547 | 35,645 | SH | SOLE | 35,645 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 27,596 | 807,623 | SH | SOLE | 807,623 | 0 | 0 | ||
COMMERCEHUB INC SERIES C | COMMON STOCK USD.01 | 20084V306 | 1,909 | 84,900 | SH | SOLE | 84,900 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 970 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
CONCHO RESOURCES INC | COMMON STOCK USD.001 | 20605P101 | 262 | 1,742 | SH | SOLE | 1,742 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 15,920 | 268,515 | SH | SOLE | 268,515 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 15,752 | 69,112 | SH | SOLE | 69,112 | 0 | 0 | ||
COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 21676P103 | 823 | 6,703 | SH | SOLE | 6,703 | 0 | 0 | ||
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 10,454 | 104,266 | SH | SOLE | 104,266 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TRU | REIT USD.001 | 21870U502 | 378 | 10,061 | SH | SOLE | 10,061 | 0 | 0 | ||
CORECIVIC INC | REIT USD.01 | 21871N101 | 1,957 | 100,259 | SH | SOLE | 100,259 | 0 | 0 | ||
CORPORATE OFFICE PROPERTIES | REIT USD.01 | 22002T108 | 539 | 20,877 | SH | SOLE | 20,877 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 13,773 | 73,092 | SH | SOLE | 73,092 | 0 | 0 | ||
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 293 | 2,672 | SH | SOLE | 2,672 | 0 | 0 | ||
DDR CORP | REIT USD.1 | 23317H102 | 204 | 27,784 | SH | SOLE | 27,784 | 0 | 0 | ||
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 3,168 | 31,513 | SH | SOLE | 31,513 | 0 | 0 | ||
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 83 | 1,253 | SH | SOLE | 1,253 | 0 | 0 | ||
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 148 | 4,660 | SH | SOLE | 4,660 | 0 | 0 | ||
DISCOVERY INC A | COMMON STOCK USD.01 | 25470F104 | 62 | 2,878 | SH | SOLE | 2,878 | 0 | 0 | ||
DISCOVERY INC C | COMMON STOCK USD.01 | 25470F302 | 887 | 45,440 | SH | SOLE | 45,440 | 0 | 0 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 2,033 | 30,152 | SH | SOLE | 30,152 | 0 | 0 | ||
DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 | 3,455 | 14,791 | SH | SOLE | 14,791 | 0 | 0 | ||
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 1,550 | 42,158 | SH | SOLE | 42,158 | 0 | 0 | ||
DOWDUPONT INC | COMMON STOCK USD.01 | 26078J100 | 814,256 | 12,780,670 | SH | SOLE | 12,780,670 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 2,879 | 37,168 | SH | SOLE | 37,168 | 0 | 0 | ||
DULUTH HOLDINGS INC CL B | COMMON STOCK | 26443V101 | 88 | 4,686 | SH | SOLE | 4,686 | 0 | 0 | ||
DYNEGY INC | COMMON STOCK USD.01 | 26817R108 | 5,265 | 389,455 | SH | SOLE | 389,455 | 0 | 0 | ||
EQT CORP | COMMON STOCK | 26884L109 | 124 | 2,606 | SH | SOLE | 2,606 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 2,762 | 49,853 | SH | SOLE | 49,853 | 0 | 0 | ||
ERA GROUP INC | COMMON STOCK USD.01 | 26885G109 | 362 | 38,715 | SH | SOLE | 38,715 | 0 | 0 | ||
EAGLE MATERIALS INC | COMMON STOCK USD.01 | 26969P108 | 4,235 | 41,100 | SH | SOLE | 41,100 | 0 | 0 | ||
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 5,174 | 82,734 | SH | SOLE | 82,734 | 0 | 0 | ||
EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 | 4,835 | 62,046 | SH | SOLE | 62,046 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 750 | 14,253 | SH | SOLE | 14,253 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 537 | 6,635 | SH | SOLE | 6,635 | 0 | 0 | ||
ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 29261A100 | 1,045 | 18,286 | SH | SOLE | 18,286 | 0 | 0 | ||
ENERGEN CORP | COMMON STOCK USD.01 | 29265N108 | 359 | 5,714 | SH | SOLE | 5,714 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 741 | 12,445 | SH | SOLE | 12,445 | 0 | 0 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 2,258 | 32,550 | SH | SOLE | 32,550 | 0 | 0 | ||
ENERGY XXI GULF COAST INC | COMMON STOCK | 29276K101 | 3,389 | 882,552 | SH | SOLE | 882,552 | 0 | 0 | ||
ENGILITY HOLDINGS INC | COMMON STOCK USD.01 | 29286C107 | 91 | 3,727 | SH | SOLE | 3,727 | 0 | 0 | ||
ENPRO INDUSTRIES INC | COMMON STOCK USD.01 | 29355X107 | 2,044 | 26,409 | SH | SOLE | 26,409 | 0 | 0 | ||
ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 29357K103 | 504 | 22,878 | SH | SOLE | 22,878 | 0 | 0 | ||
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 1,876 | 53,917 | SH | SOLE | 53,917 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 6,535 | 82,948 | SH | SOLE | 82,948 | 0 | 0 | ||
ENVESTNET INC | COMMON STOCK | 29404K106 | 642 | 11,201 | SH | SOLE | 11,201 | 0 | 0 | ||
EPAM SYSTEMS INC | COMMON STOCK USD.001 | 29414B104 | 1,773 | 15,478 | SH | SOLE | 15,478 | 0 | 0 | ||
ENVISION HEALTHCARE CORP | COMMON STOCK | 29414D100 | 36 | 945 | SH | SOLE | 945 | 0 | 0 | ||
EQUINIX INC | REIT USD.001 | 29444U700 | 7,222 | 17,271 | SH | SOLE | 17,271 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 2,014 | 22,948 | SH | SOLE | 22,948 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 3,295 | 53,472 | SH | SOLE | 53,472 | 0 | 0 | ||
EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 | 5,336 | 61,188 | SH | SOLE | 61,188 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 2,091 | 35,487 | SH | SOLE | 35,487 | 0 | 0 | ||
EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 30049A107 | 779 | 96,800 | SH | SOLE | 96,800 | 0 | 0 | ||
EXACT SCIENCES CORP | COMMON STOCK USD.01 | 30063P105 | 741 | 18,376 | SH | SOLE | 18,376 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 14,761 | 378,385 | SH | SOLE | 378,385 | 0 | 0 | ||
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 100 | 4,515 | SH | SOLE | 4,515 | 0 | 0 | ||
EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 | 96 | 866 | SH | SOLE | 866 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK USD.01 | 30219G108 | 3,964 | 57,379 | SH | SOLE | 57,379 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 8,824 | 101,013 | SH | SOLE | 101,013 | 0 | 0 | ||
EXTERRAN CORP | COMMON STOCK USD.01 | 30227H106 | 280 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 7,498 | 7,131,000 | SH | SOLE | 7,131,000 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 18,682 | 250,394 | SH | SOLE | 250,394 | 0 | 0 | ||
FACEBOOK INC A | COMMON STOCK USD.000006 | 30303M102 | 45,671 | 285,821 | SH | SOLE | 285,821 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 589 | 6,121 | SH | SOLE | 6,121 | 0 | 0 | ||
FNF GROUP | TRACKING STK USD.0001 | 31620R303 | 7,789 | 194,624 | SH | SOLE | 194,624 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 8,924 | 152,083 | SH | SOLE | 152,083 | 0 | 0 | ||
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 244 | 8,754 | SH | SOLE | 8,754 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 701 | 23,976 | SH | SOLE | 23,976 | 0 | 0 | ||
FIVE PRIME THERAPEUTICS INC | COMMON STOCK USD.001 | 33830X104 | 432 | 25,152 | SH | SOLE | 25,152 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | COMMON STOCK USD.001 | 33938J106 | 613 | 27,334 | SH | SOLE | 27,334 | 0 | 0 | ||
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 82 | 1,888 | SH | SOLE | 1,888 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURI | COMMON STOCK USD.01 | 34964C106 | 6,254 | 106,203 | SH | SOLE | 106,203 | 0 | 0 | ||
FOUR CORNERS PROPERTY TRUST | REIT USD.0001 | 35086T109 | 325 | 14,093 | SH | SOLE | 14,093 | 0 | 0 | ||
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 2,571 | 146,303 | SH | SOLE | 146,303 | 0 | 0 | ||
GGP INC | REIT USD.01 | 36174X101 | 1,504 | 73,510 | SH | SOLE | 73,510 | 0 | 0 | ||
GAMING AND LEISURE PROPERTIE | REIT | 36467J108 | 507 | 15,144 | SH | SOLE | 15,144 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 8,327 | 229,142 | SH | SOLE | 229,142 | 0 | 0 | ||
GENOMIC HEALTH INC | COMMON STOCK USD.0001 | 37244C101 | 1,009 | 32,253 | SH | SOLE | 32,253 | 0 | 0 | ||
GLOBAL BLOOD THERAPEUTICS IN | COMMON STOCK USD.001 | 37890U108 | 843 | 17,448 | SH | SOLE | 17,448 | 0 | 0 | ||
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 443 | 3,972 | SH | SOLE | 3,972 | 0 | 0 | ||
GLOBAL BRASS & COPPER HOLDIN | COMMON STOCK USD.01 | 37953G103 | 1,297 | 38,776 | SH | SOLE | 38,776 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 17,552 | 69,688 | SH | SOLE | 69,688 | 0 | 0 | ||
GRANITE POINT MORTGAGE TRUST | REIT USD.01 | 38741L107 | 419 | 25,352 | SH | SOLE | 25,352 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | COMMON STOCK USD.0001 | 40171V100 | 517 | 6,392 | SH | SOLE | 6,392 | 0 | 0 | ||
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 5,093 | 52,510 | SH | SOLE | 52,510 | 0 | 0 | ||
HCP INC | REIT USD1.0 | 40414L109 | 2,417 | 104,040 | SH | SOLE | 104,040 | 0 | 0 | ||
HD SUPPLY HOLDINGS INC | COMMON STOCK USD.01 | 40416M105 | 2,963 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 487 | 28,890 | SH | SOLE | 28,890 | 0 | 0 | ||
HRG GROUP INC | COMMON STOCK USD.01 | 40434J100 | 1,073 | 65,100 | SH | SOLE | 65,100 | 0 | 0 | ||
HP INC | COMMON STOCK USD.01 | 40434L105 | 2,941 | 134,166 | SH | SOLE | 134,166 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GROUP | COMMON STOCK | 42330P107 | 349 | 60,271 | SH | SOLE | 60,271 | 0 | 0 | ||
HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 42727J102 | 476 | 31,407 | SH | SOLE | 31,407 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 | 176 | 10,050 | SH | SOLE | 10,050 | 0 | 0 | ||
HIGHPOINT RESOURCES CORP | COMMON STOCK USD.001 | 43114K108 | 579 | 114,029 | SH | SOLE | 114,029 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 1,004 | 39,613 | SH | SOLE | 39,613 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | REIT USD.01 | 44107P104 | 1,440 | 77,248 | SH | SOLE | 77,248 | 0 | 0 | ||
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 815 | 3,491 | SH | SOLE | 3,491 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 272 | 30,743 | SH | SOLE | 30,743 | 0 | 0 | ||
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 1,051 | 7,373 | SH | SOLE | 7,373 | 0 | 0 | ||
IMPAX LABORATORIES INC | COMMON STOCK USD.01 | 45256B101 | 341 | 17,519 | SH | SOLE | 17,519 | 0 | 0 | ||
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 1,683 | 20,198 | SH | SOLE | 20,198 | 0 | 0 | ||
INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 | 321 | 4,359 | SH | SOLE | 4,359 | 0 | 0 | ||
INSPERITY INC | COMMON STOCK USD.01 | 45778Q107 | 1,389 | 19,978 | SH | SOLE | 19,978 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 1,793 | 31,706 | SH | SOLE | 31,706 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 306 | 4,216 | SH | SOLE | 4,216 | 0 | 0 | ||
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 598 | 8,127 | SH | SOLE | 8,127 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 | 412 | 999 | SH | SOLE | 999 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 2,350 | 172,279 | SH | SOLE | 172,279 | 0 | 0 | ||
INVITATION HOMES INC | REIT USD.01 | 46187W107 | 1,528 | 66,948 | SH | SOLE | 66,948 | 0 | 0 | ||
IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 | 4,436 | 45,211 | SH | SOLE | 45,211 | 0 | 0 | ||
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 1,135 | 34,528 | SH | SOLE | 34,528 | 0 | 0 | ||
ISHARES CORE MSCI EMERGING MAR | ISHARES CORE MSCI EMERGING | 46434G103 | 167 | 2,867 | SH | SOLE | 2,867 | 0 | 0 | ||
JPMORGAN CHASE & CO | COMMON STOCK USD1.0 | 46625H100 | 52,929 | 481,307 | SH | SOLE | 481,307 | 0 | 0 | ||
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 2,602 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 3,398 | 43,062 | SH | SOLE | 43,062 | 0 | 0 | ||
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 2,011 | 82,658 | SH | SOLE | 82,658 | 0 | 0 | ||
K12 INC | COMMON STOCK USD.0001 | 48273U102 | 518 | 36,518 | SH | SOLE | 36,518 | 0 | 0 | ||
KAPSTONE PAPER AND PACKAGING | COMMON STOCK USD.0001 | 48562P103 | 2,594 | 75,600 | SH | SOLE | 75,600 | 0 | 0 | ||
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 956 | 13,479 | SH | SOLE | 13,479 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 39 | 2,701 | SH | SOLE | 2,701 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 6,397 | 424,754 | SH | SOLE | 424,754 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 104 | 645 | SH | SOLE | 645 | 0 | 0 | ||
LEGACYTEXAS FINANCIAL GROUP | COMMON STOCK USD.01 | 52471Y106 | 751 | 17,541 | SH | SOLE | 17,541 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 1,627 | 9,849 | SH | SOLE | 9,849 | 0 | 0 | ||
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 1,577 | 13,652 | SH | SOLE | 13,652 | 0 | 0 | ||
M & T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 210 | 1,140 | SH | SOLE | 1,140 | 0 | 0 | ||
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1,261 | 47,526 | SH | SOLE | 47,526 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 642 | 20,144 | SH | SOLE | 20,144 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 5,894 | 50,964 | SH | SOLE | 50,964 | 0 | 0 | ||
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 399 | 2,672 | SH | SOLE | 2,672 | 0 | 0 | ||
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 53 | 1,778 | SH | SOLE | 1,778 | 0 | 0 | ||
MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 | 604 | 265,000 | SH | SOLE | 265,000 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 7,433 | 101,671 | SH | SOLE | 101,671 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 3,249 | 24,390 | SH | SOLE | 24,390 | 0 | 0 | ||
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 11,937 | 68,151 | SH | SOLE | 68,151 | 0 | 0 | ||
MATSON INC | COMMON STOCK | 57686G105 | 1,474 | 51,456 | SH | SOLE | 51,456 | 0 | 0 | ||
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 935 | 6,639 | SH | SOLE | 6,639 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 3,839 | 295,302 | SH | SOLE | 295,302 | 0 | 0 | ||
MEDIFAST INC | COMMON STOCK USD.001 | 58470H101 | 1,065 | 11,397 | SH | SOLE | 11,397 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 3,955 | 71,092 | SH | SOLE | 71,092 | 0 | 0 | ||
MERCADOLIBRE INC | COMMON STOCK USD.001 | 58733R102 | 429 | 1,203 | SH | SOLE | 1,203 | 0 | 0 | ||
MERCK & CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 18,919 | 347,326 | SH | SOLE | 347,326 | 0 | 0 | ||
MERIDIAN BANCORP INC | COMMON STOCK | 58958U103 | 1,313 | 65,166 | SH | SOLE | 65,166 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 303 | 6,613 | SH | SOLE | 6,613 | 0 | 0 | ||
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 660 | 33,495 | SH | SOLE | 33,495 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 1,983 | 21,736 | SH | SOLE | 21,736 | 0 | 0 | ||
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 3,542 | 47,014 | SH | SOLE | 47,014 | 0 | 0 | ||
MOMENTA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 60877T100 | 308 | 16,962 | SH | SOLE | 16,962 | 0 | 0 | ||
MONSANTO CO | COMMON STOCK USD.01 | 61166W101 | 5,228 | 44,800 | SH | SOLE | 44,800 | 0 | 0 | ||
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 144 | 5,912 | SH | SOLE | 5,912 | 0 | 0 | ||
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 284 | 9,606 | SH | SOLE | 9,606 | 0 | 0 | ||
NIC INC | COMMON STOCK | 62914B100 | 1,047 | 78,740 | SH | SOLE | 78,740 | 0 | 0 | ||
NRG YIELD INC CLASS A | COMMON STOCK USD.01 | 62942X306 | 1,566 | 95,245 | SH | SOLE | 95,245 | 0 | 0 | ||
NVR INC | COMMON STOCK USD.01 | 62944T105 | 252 | 90 | SH | SOLE | 90 | 0 | 0 | ||
NATL HEALTH INVESTORS INC | REIT USD.01 | 63633D104 | 2,245 | 33,358 | SH | SOLE | 33,358 | 0 | 0 | ||
NAUTILUS INC | COMMON STOCK | 63910B102 | 486 | 36,114 | SH | SOLE | 36,114 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 1,521 | 24,662 | SH | SOLE | 24,662 | 0 | 0 | ||
NETFLIX INC | COMMON STOCK USD.001 | 64110L106 | 4,203 | 14,229 | SH | SOLE | 14,229 | 0 | 0 | ||
NETEASE INC ADR | ADR USD.0001 | 64110W102 | 8,063 | 28,758 | SH | SOLE | 28,758 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 764 | 9,215 | SH | SOLE | 9,215 | 0 | 0 | ||
NEVRO CORP | COMMON STOCK USD.001 | 64157F103 | 434 | 5,005 | SH | SOLE | 5,005 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 4,399 | 267,400 | SH | SOLE | 267,400 | 0 | 0 | ||
NEW RELIC INC | COMMON STOCK USD.001 | 64829B100 | 1,036 | 13,977 | SH | SOLE | 13,977 | 0 | 0 | ||
NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 | 72 | 4,588 | SH | SOLE | 4,588 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC CL A | COMMON STOCK USD.01 | 65336K103 | 6,755 | 101,575 | SH | SOLE | 101,575 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 4,034 | 24,697 | SH | SOLE | 24,697 | 0 | 0 | ||
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 616 | 24,798 | SH | SOLE | 24,798 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 10,677 | 46,103 | SH | SOLE | 46,103 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 2,246 | 9,080 | SH | SOLE | 9,080 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 386 | 5,849 | SH | SOLE | 5,849 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 16,719 | 365,452 | SH | SOLE | 365,452 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 1,281 | 75,841 | SH | SOLE | 75,841 | 0 | 0 | ||
ORBITAL ATK INC | COMMON STOCK USD.01 | 68557N103 | 2,619 | 19,750 | SH | SOLE | 19,750 | 0 | 0 | ||
PDC ENERGY INC | COMMON STOCK USD.01 | 69327R101 | 768 | 15,669 | SH | SOLE | 15,669 | 0 | 0 | ||
P G & E CORP | COMMON STOCK | 69331C108 | 209 | 4,768 | SH | SOLE | 4,768 | 0 | 0 | ||
PNM RESOURCES INC | COMMON STOCK | 69349H107 | 1,960 | 51,251 | SH | SOLE | 51,251 | 0 | 0 | ||
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 183 | 6,455 | SH | SOLE | 6,455 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 851 | 10,261 | SH | SOLE | 10,261 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 5,246 | 46,411 | SH | SOLE | 46,411 | 0 | 0 | ||
PTC INC | COMMON STOCK USD.01 | 69370C100 | 712 | 9,133 | SH | SOLE | 9,133 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COMMON STOCK USD.01 | 70432V102 | 1,408 | 13,108 | SH | SOLE | 13,108 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 1,127 | 14,854 | SH | SOLE | 14,854 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 1,496 | 43,543 | SH | SOLE | 43,543 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 | 829 | 27,760 | SH | SOLE | 27,760 | 0 | 0 | ||
PHYSICIANS REALTY TRUST | REIT USD.01 | 71943U104 | 1,167 | 74,949 | SH | SOLE | 74,949 | 0 | 0 | ||
PINNACLE ENTERTAINMENT INC | COMMON STOCK USD.01 | 72348Y105 | 2,490 | 82,600 | SH | SOLE | 82,600 | 0 | 0 | ||
PLY GEM HOLDINGS INC | COMMON STOCK USD.01 | 72941W100 | 976 | 45,165 | SH | SOLE | 45,165 | 0 | 0 | ||
PRAXAIR INC | COMMON STOCK USD.01 | 74005P104 | 2,977 | 20,632 | SH | SOLE | 20,632 | 0 | 0 | ||
PREFERRED APARTMENT COMMUN A | REIT USD.01 | 74039L103 | 629 | 44,356 | SH | SOLE | 44,356 | 0 | 0 | ||
PRESTIGE BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 74112D101 | 4,663 | 138,285 | SH | SOLE | 138,285 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 162 | 1,503 | SH | SOLE | 1,503 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 60 | 981 | SH | SOLE | 981 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 6,986 | 110,900 | SH | SOLE | 110,900 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 6,397 | 31,923 | SH | SOLE | 31,923 | 0 | 0 | ||
PUMA BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 74587V107 | 2,355 | 34,613 | SH | SOLE | 34,613 | 0 | 0 | ||
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 320 | 32,678 | SH | SOLE | 32,678 | 0 | 0 | ||
QTS REALTY TRUST INC CL A | REIT USD.01 | 74736A103 | 371 | 10,253 | SH | SOLE | 10,253 | 0 | 0 | ||
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 87 | 1,228 | SH | SOLE | 1,228 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 2,473 | 33,999 | SH | SOLE | 33,999 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 73 | 731 | SH | SOLE | 731 | 0 | 0 | ||
QUIDEL CORP | COMMON STOCK USD.001 | 74838J101 | 1,612 | 31,111 | SH | SOLE | 31,111 | 0 | 0 | ||
RLJ LODGING TRUST | REIT | 74965L101 | 7,019 | 361,057 | SH | SOLE | 361,057 | 0 | 0 | ||
RMR GROUP INC/THE A | COMMON STOCK | 74967R106 | 496 | 7,090 | SH | SOLE | 7,090 | 0 | 0 | ||
RSP PERMIAN INC | COMMON STOCK USD.01 | 74978Q105 | 2,130 | 45,425 | SH | SOLE | 45,425 | 0 | 0 | ||
RANGE RESOURCES CORP | COMMON STOCK USD.01 | 75281A109 | 49 | 3,377 | SH | SOLE | 3,377 | 0 | 0 | ||
REALOGY HOLDINGS CORP | COMMON STOCK USD.01 | 75605Y106 | 1,026 | 37,600 | SH | SOLE | 37,600 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 743 | 39,991 | SH | SOLE | 39,991 | 0 | 0 | ||
RESOURCES CONNECTION INC | COMMON STOCK USD.01 | 76122Q105 | 619 | 38,181 | SH | SOLE | 38,181 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 1,744 | 98,709 | SH | SOLE | 98,709 | 0 | 0 | ||
RINGCENTRAL INC CLASS A | COMMON STOCK USD.0001 | 76680R206 | 1,305 | 20,551 | SH | SOLE | 20,551 | 0 | 0 | ||
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 685 | 8,846 | SH | SOLE | 8,846 | 0 | 0 | ||
S&P GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 347 | 1,817 | SH | SOLE | 1,817 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 | 122 | 715 | SH | SOLE | 715 | 0 | 0 | ||
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 5,096 | 52,626 | SH | SOLE | 52,626 | 0 | 0 | ||
SRC ENERGY INC | COMMON STOCK USD.001 | 78470V108 | 585 | 62,023 | SH | SOLE | 62,023 | 0 | 0 | ||
SVB FINANCIAL GROUP | COMMON STOCK USD.001 | 78486Q101 | 442 | 1,843 | SH | SOLE | 1,843 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 410 | 23,218 | SH | SOLE | 23,218 | 0 | 0 | ||
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X204 | 2,187 | 1,620,267 | SH | SOLE | 1,620,267 | 0 | 0 | ||
SAGE THERAPEUTICS INC | COMMON STOCK USD.0001 | 78667J108 | 484 | 3,002 | SH | SOLE | 3,002 | 0 | 0 | ||
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 10,526 | 90,504 | SH | SOLE | 90,504 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 1,405 | 96,846 | SH | SOLE | 96,846 | 0 | 0 | ||
SCANA CORP | COMMON STOCK | 80589M102 | 92 | 2,451 | SH | SOLE | 2,451 | 0 | 0 | ||
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 180 | 4,215 | SH | SOLE | 4,215 | 0 | 0 | ||
MATERIALS SELECT SECTOR SPDR F | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 20,467 | 359,455 | SH | SOLE | 359,455 | 0 | 0 | ||
SELECT ENERGY SERVICES INC A | COMMON STOCK USD.01 | 81617J301 | 54 | 4,265 | SH | SOLE | 4,265 | 0 | 0 | ||
SELECT INCOME REIT | REIT USD.01 | 81618T100 | 1,185 | 60,823 | SH | SOLE | 60,823 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 622 | 39,717 | SH | SOLE | 39,717 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 443 | 6,280 | SH | SOLE | 6,280 | 0 | 0 | ||
SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 | 235 | 1,423 | SH | SOLE | 1,423 | 0 | 0 | ||
SHUTTERFLY INC | COMMON STOCK USD.0001 | 82568P304 | 1,278 | 15,731 | SH | SOLE | 15,731 | 0 | 0 | ||
SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK | 83001A102 | 2,820 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 2,418 | 24,114 | SH | SOLE | 24,114 | 0 | 0 | ||
SMART SAND INC | COMMON STOCK USD.001 | 83191H107 | 348 | 59,808 | SH | SOLE | 59,808 | 0 | 0 | ||
SOLARIS OILFIELD INFRAST A | COMMON STOCK USD.01 | 83418M103 | 501 | 30,282 | SH | SOLE | 30,282 | 0 | 0 | ||
SPECTRUM PHARMACEUTICALS INC | COMMON STOCK USD.001 | 84763A108 | 513 | 31,874 | SH | SOLE | 31,874 | 0 | 0 | ||
SPIRIT REALTY CAPITAL INC | REIT USD.01 | 84860W102 | 229 | 29,479 | SH | SOLE | 29,479 | 0 | 0 | ||
STUDENT TRANSPORTATION INC | COMMON STOCK | 86388A108 | 1,298 | 173,300 | SH | SOLE | 173,300 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COMMON STOCK USD.0001 | 87157B103 | 792 | 75,036 | SH | SOLE | 75,036 | 0 | 0 | ||
SYNAPTICS INC | COMMON STOCK USD.001 | 87157D109 | 347 | 7,585 | SH | SOLE | 7,585 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 87161C501 | 1,413 | 28,290 | SH | SOLE | 28,290 | 0 | 0 | ||
SYNTEL INC | COMMON STOCK | 87162H103 | 866 | 33,919 | SH | SOLE | 33,919 | 0 | 0 | ||
SYNNEX CORP | COMMON STOCK USD.001 | 87162W100 | 3,841 | 32,438 | SH | SOLE | 32,438 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 172 | 5,135 | SH | SOLE | 5,135 | 0 | 0 | ||
SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 | 355 | 9,993 | SH | SOLE | 9,993 | 0 | 0 | ||
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 504 | 6,236 | SH | SOLE | 6,236 | 0 | 0 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 2,217 | 64,249 | SH | SOLE | 64,249 | 0 | 0 | ||
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 561 | 11,460 | SH | SOLE | 11,460 | 0 | 0 | ||
TG THERAPEUTICS INC | COMMON STOCK USD.001 | 88322Q108 | 830 | 58,421 | SH | SOLE | 58,421 | 0 | 0 | ||
TIER REIT INC | REIT USD.0001 | 88650V208 | 952 | 51,491 | SH | SOLE | 51,491 | 0 | 0 | ||
TWENTY FIRST CENTURY FOX A | COMMON STOCK USD.01 | 90130A101 | 11,379 | 310,129 | SH | SOLE | 310,129 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 19,803 | 327,868 | SH | SOLE | 327,868 | 0 | 0 | ||
UBIQUITI NETWORKS INC | COMMON STOCK USD.001 | 90347A100 | 382 | 5,548 | SH | SOLE | 5,548 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 756 | 6,727 | SH | SOLE | 6,727 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 34,644 | 161,890 | SH | SOLE | 161,890 | 0 | 0 | ||
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 7,895 | 284,505 | SH | SOLE | 284,505 | 0 | 0 | ||
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 2,764 | 58,046 | SH | SOLE | 58,046 | 0 | 0 | ||
VAIL RESORTS INC | COMMON STOCK USD.01 | 91879Q109 | 3,330 | 15,020 | SH | SOLE | 15,020 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 6,022 | 64,912 | SH | SOLE | 64,912 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 3,485 | 28,418 | SH | SOLE | 28,418 | 0 | 0 | ||
VENTAS INC | REIT USD.25 | 92276F100 | 3,383 | 68,295 | SH | SOLE | 68,295 | 0 | 0 | ||
VEREIT INC | REIT USD.01 | 92339V100 | 954 | 137,075 | SH | SOLE | 137,075 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 6,877 | 143,806 | SH | SOLE | 143,806 | 0 | 0 | ||
VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 | 162 | 1,557 | SH | SOLE | 1,557 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 6,352 | 38,972 | SH | SOLE | 38,972 | 0 | 0 | ||
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 61 | 1,966 | SH | SOLE | 1,966 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 41,298 | 345,245 | SH | SOLE | 345,245 | 0 | 0 | ||
WMIH CORP | COMMON STOCK USD.00001 | 92936P100 | 279 | 196,172 | SH | SOLE | 196,172 | 0 | 0 | ||
WP CAREY INC | REIT USD.001 | 92936U109 | 1,229 | 19,819 | SH | SOLE | 19,819 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 1,936 | 30,883 | SH | SOLE | 30,883 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 486 | 72,805 | SH | SOLE | 72,805 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 6,080 | 72,279 | SH | SOLE | 72,279 | 0 | 0 | ||
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 2,067 | 37,967 | SH | SOLE | 37,967 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 10,305 | 160,583 | SH | SOLE | 160,583 | 0 | 0 | ||
WINTRUST FINANCIAL CORP | COMMON STOCK | 97650W108 | 907 | 10,537 | SH | SOLE | 10,537 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COMMON STOCK USD.01 | 98310W108 | 2,230 | 19,485 | SH | SOLE | 19,485 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 121 | 2,666 | SH | SOLE | 2,666 | 0 | 0 | ||
XYLEM INC | COMMON STOCK | 98419M100 | 1,228 | 15,961 | SH | SOLE | 15,961 | 0 | 0 | ||
YY INC ADR | ADR USD.00001 | 98426T106 | 3,864 | 36,728 | SH | SOLE | 36,728 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 9,307 | 85,350 | SH | SOLE | 85,350 | 0 | 0 | ||
ZIX CORP | COMMON STOCK USD.01 | 98974P100 | 408 | 95,543 | SH | SOLE | 95,543 | 0 | 0 | ||
ZOETIS INC | COMMON STOCK USD.01 | 98978V103 | 1,996 | 23,907 | SH | SOLE | 23,907 | 0 | 0 | ||
ADIENT PLC | COMMON STOCK USD.001 | G0084W101 | 868 | 14,532 | SH | SOLE | 14,532 | 0 | 0 | ||
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 15,290 | 179,268 | SH | SOLE | 179,268 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 382 | 2,272 | SH | SOLE | 2,272 | 0 | 0 | ||
AMDOCS LTD | COMMON STOCK GBP.0001 | G02602103 | 2,539 | 38,057 | SH | SOLE | 38,057 | 0 | 0 | ||
AON PLC | COMMON STOCK USD.01 | G0408V102 | 255 | 1,820 | SH | SOLE | 1,820 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 1,045 | 12,213 | SH | SOLE | 12,213 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 4,543 | 170,975 | SH | SOLE | 170,975 | 0 | 0 | ||
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 1,738 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 2,719 | 17,714 | SH | SOLE | 17,714 | 0 | 0 | ||
BRIGHTSPHERE INVESTMENT GROU | COMMON STOCK USD.001 | G1644T109 | 1,349 | 85,585 | SH | SOLE | 85,585 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 287 | 3,596 | SH | SOLE | 3,596 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 7,622 | 179,089 | SH | SOLE | 179,089 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 989 | 3,851 | SH | SOLE | 3,851 | 0 | 0 | ||
FABRINET | COMMON STOCK USD.01 | G3323L100 | 411 | 13,108 | SH | SOLE | 13,108 | 0 | 0 | ||
GENPACT LTD | COMMON STOCK USD.01 | G3922B107 | 2,199 | 68,744 | SH | SOLE | 68,744 | 0 | 0 | ||
HOLLYSYS AUTOMATION TECHNOLO | COMMON STOCK USD.0001 | G45667105 | 544 | 22,006 | SH | SOLE | 22,006 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 15,941 | 186,426 | SH | SOLE | 186,426 | 0 | 0 | ||
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 2,751 | 85,927 | SH | SOLE | 85,927 | 0 | 0 | ||
LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 | 646 | 7,303 | SH | SOLE | 7,303 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 837 | 10,439 | SH | SOLE | 10,439 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COMMON STOCK | G60754101 | 7,443 | 119,901 | SH | SOLE | 119,901 | 0 | 0 | ||
APTIV PLC | COMMON STOCK USD.01 | G6095L109 | 169 | 1,986 | SH | SOLE | 1,986 | 0 | 0 | ||
NIELSEN HOLDINGS PLC | COMMON STOCK EUR.07 | G6518L108 | 105 | 3,307 | SH | SOLE | 3,307 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | G66721104 | 68 | 1,280 | SH | SOLE | 1,280 | 0 | 0 | ||
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 3,309 | 286,727 | SH | SOLE | 286,727 | 0 | 0 | ||
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 86 | 1,464 | SH | SOLE | 1,464 | 0 | 0 | ||
PENTAIR PLC | COMMON STOCK USD.01 | G7S00T104 | 13 | 194 | SH | SOLE | 194 | 0 | 0 | ||
STERIS PLC | COMMON STOCK | G84720104 | 7,972 | 85,387 | SH | SOLE | 85,387 | 0 | 0 | ||
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 3,719 | 126,276 | SH | SOLE | 126,276 | 0 | 0 | ||
THIRD POINT REINSURANCE LTD | COMMON STOCK USD.1 | G8827U100 | 719 | 51,566 | SH | SOLE | 51,566 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COMMON STOCK USD.175 | G9319H102 | 5,200 | 77,100 | SH | SOLE | 77,100 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 126 | 828 | SH | SOLE | 828 | 0 | 0 | ||
PERRIGO CO PLC | COMMON STOCK EUR.001 | G97822103 | 87 | 1,041 | SH | SOLE | 1,041 | 0 | 0 | ||
XL GROUP LTD | COMMON STOCK | G98294104 | 4,576 | 82,802 | SH | SOLE | 82,802 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 427 | 3,121 | SH | SOLE | 3,121 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 19,696 | 197,161 | SH | SOLE | 197,161 | 0 | 0 | ||
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 5,172 | 69,848 | SH | SOLE | 69,848 | 0 | 0 | ||
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 365 | 7,149 | SH | SOLE | 7,149 | 0 | 0 | ||
ORBOTECH LTD | COMMON STOCK USD.14 | M75253100 | 2,203 | 35,434 | SH | SOLE | 35,434 | 0 | 0 | ||
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 515 | 19,156 | SH | SOLE | 19,156 | 0 | 0 | ||
CORE LABORATORIES N.V. | COMMON STOCK EUR.02 | N22717107 | 827 | 7,645 | SH | SOLE | 7,645 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 8,907 | 84,280 | SH | SOLE | 84,280 | 0 | 0 | ||
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 4,508 | 109,506 | SH | SOLE | 109,506 | 0 | 0 | ||
NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 | 4,493 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK USD.01 | V7780T103 | 2,150 | 18,259 | SH | SOLE | 18,259 | 0 | 0 | ||
BROADCOM LTD | COMMON STOCK | Y09827109 | 3,841 | 16,301 | SH | SOLE | 16,301 | 0 | 0 | ||
COSTAMARE INC | COMMON STOCK USD.0001 | Y1771G102 | 1,288 | 206,436 | SH | SOLE | 206,436 | 0 | 0 |