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 |
AARON S INC | COMMON STOCK USD.5 | 002535300 | 2,157 | 39,608 | SH | | SOLE | | 39,608 | 0 | 0 |
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 19,944 | 271,868 | SH | | SOLE | | 271,868 | 0 | 0 |
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 10,382 | 109,765 | SH | | SOLE | | 109,765 | 0 | 0 |
ABERCROMBIE FITCH CO CL A | COMMON STOCK USD.01 | 002896207 | 335 | 15,871 | SH | | SOLE | | 15,871 | 0 | 0 |
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 237 | 527 | SH | | SOLE | | 527 | 0 | 0 |
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 2,247 | 13,201 | SH | | SOLE | | 13,201 | 0 | 0 |
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 1,856 | 22,313 | SH | | SOLE | | 22,313 | 0 | 0 |
ADAMAS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 00548A106 | 1,399 | 69,881 | SH | | SOLE | | 69,881 | 0 | 0 |
ADIENT PLC | COMMON STOCK USD.001 | G0084W101 | 900 | 22,902 | SH | | SOLE | | 22,902 | 0 | 0 |
ADOBE INC | COMMON STOCK USD.0001 | 00724F101 | 17,268 | 63,969 | SH | | SOLE | | 63,969 | 0 | 0 |
ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 | 153 | 908 | SH | | SOLE | | 908 | 0 | 0 |
ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 007903107 | 260 | 8,422 | SH | | SOLE | | 8,422 | 0 | 0 |
AECOM | COMMON STOCK USD.01 | 00766T100 | 977 | 29,900 | SH | | SOLE | | 29,900 | 0 | 0 |
AES CORP | COMMON STOCK USD.01 | 00130H105 | 78 | 5,536 | SH | | SOLE | | 5,536 | 0 | 0 |
AETNA INC | COMMON STOCK USD.01 | 00817Y108 | 3,909 | 19,272 | SH | | SOLE | | 19,272 | 0 | 0 |
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 757 | 5,540 | SH | | SOLE | | 5,540 | 0 | 0 |
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 2,681 | 56,959 | SH | | SOLE | | 56,959 | 0 | 0 |
AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 914 | 5,471 | SH | | SOLE | | 5,471 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 124 | 1,699 | SH | | SOLE | | 1,699 | 0 | 0 |
AKORN INC | COMMON STOCK | 009728106 | 329 | 25,315 | SH | | SOLE | | 25,315 | 0 | 0 |
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 100 | 1,451 | SH | | SOLE | | 1,451 | 0 | 0 |
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 2,706 | 21,516 | SH | | SOLE | | 21,516 | 0 | 0 |
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 20,676 | 125,492 | SH | | SOLE | | 125,492 | 0 | 0 |
ALIGN TECHNOLOGY INC | COMMON STOCK USD.0001 | 016255101 | 1,435 | 3,669 | SH | | SOLE | | 3,669 | 0 | 0 |
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 15,672 | 173,032 | SH | | SOLE | | 173,032 | 0 | 0 |
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 631 | 3,313 | SH | | SOLE | | 3,313 | 0 | 0 |
ALLIANCE DATA SYSTEMS CORP | COMMON STOCK USD.01 | 018581108 | 1,946 | 8,242 | SH | | SOLE | | 8,242 | 0 | 0 |
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 5,024 | 96,600 | SH | | SOLE | | 96,600 | 0 | 0 |
ALLSCRIPTS HEALTHCARE SOLUTI | COMMON STOCK USD.01 | 01988P108 | 2,031 | 142,518 | SH | | SOLE | | 142,518 | 0 | 0 |
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 5,980 | 60,586 | SH | | SOLE | | 60,586 | 0 | 0 |
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 8,246 | 6,831 | SH | | SOLE | | 6,831 | 0 | 0 |
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 74,266 | 62,227 | SH | | SOLE | | 62,227 | 0 | 0 |
ALTERYX INC CLASS A | COMMON STOCK | 02156B103 | 646 | 11,291 | SH | | SOLE | | 11,291 | 0 | 0 |
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 15,157 | 251,310 | SH | | SOLE | | 251,310 | 0 | 0 |
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 1,320 | 65,977 | SH | | SOLE | | 65,977 | 0 | 0 |
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 95,635 | 47,746 | SH | | SOLE | | 47,746 | 0 | 0 |
AMBER ROAD INC | COMMON STOCK USD.001 | 02318Y108 | 386 | 40,144 | SH | | SOLE | | 40,144 | 0 | 0 |
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 4,763 | 71,801 | SH | | SOLE | | 71,801 | 0 | 0 |
AMDOCS LTD | COMMON STOCK GBP.0001 | G02602103 | 983 | 14,900 | SH | | SOLE | | 14,900 | 0 | 0 |
AMEDISYS INC | COMMON STOCK USD.001 | 023436108 | 718 | 5,742 | SH | | SOLE | | 5,742 | 0 | 0 |
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 187 | 2,953 | SH | | SOLE | | 2,953 | 0 | 0 |
AMERESCO INC CL A | COMMON STOCK USD.0001 | 02361E108 | 432 | 31,650 | SH | | SOLE | | 31,650 | 0 | 0 |
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 5,173 | 125,160 | SH | | SOLE | | 125,160 | 0 | 0 |
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 2,853 | 76,509 | SH | | SOLE | | 76,509 | 0 | 0 |
AMERICAN AXLE MFG HOLDINGS | COMMON STOCK USD.01 | 024061103 | 1,494 | 85,671 | SH | | SOLE | | 85,671 | 0 | 0 |
AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 | 1,395 | 56,178 | SH | | SOLE | | 56,178 | 0 | 0 |
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 6,611 | 93,266 | SH | | SOLE | | 93,266 | 0 | 0 |
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 766 | 7,189 | SH | | SOLE | | 7,189 | 0 | 0 |
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 2,073 | 94,697 | SH | | SOLE | | 94,697 | 0 | 0 |
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 10,519 | 197,572 | SH | | SOLE | | 197,572 | 0 | 0 |
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 20,370 | 140,192 | SH | | SOLE | | 140,192 | 0 | 0 |
AMERICAN WOODMARK CORP | COMMON STOCK | 030506109 | 347 | 4,425 | SH | | SOLE | | 4,425 | 0 | 0 |
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 151 | 1,021 | SH | | SOLE | | 1,021 | 0 | 0 |
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 155 | 1,679 | SH | | SOLE | | 1,679 | 0 | 0 |
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 21,355 | 269,904 | SH | | SOLE | | 269,904 | 0 | 0 |
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 13,359 | 64,448 | SH | | SOLE | | 64,448 | 0 | 0 |
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 3,446 | 62,990 | SH | | SOLE | | 62,990 | 0 | 0 |
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 3,566 | 37,927 | SH | | SOLE | | 37,927 | 0 | 0 |
AMTRUST FINANCIAL SERVICES | COMMON STOCK USD.01 | 032359309 | 3,006 | 207,000 | SH | | SOLE | | 207,000 | 0 | 0 |
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 433 | 6,423 | SH | | SOLE | | 6,423 | 0 | 0 |
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 13,427 | 145,224 | SH | | SOLE | | 145,224 | 0 | 0 |
ANDEAVOR | COMMON STOCK USD.167 | 03349M105 | 6,738 | 43,898 | SH | | SOLE | | 43,898 | 0 | 0 |
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 172 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 03674X106 | 1,033 | 58,323 | SH | | SOLE | | 58,323 | 0 | 0 |
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 22,013 | 80,324 | SH | | SOLE | | 80,324 | 0 | 0 |
AON PLC | COMMON STOCK USD.01 | G0408V102 | 438 | 2,846 | SH | | SOLE | | 2,846 | 0 | 0 |
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 823 | 17,262 | SH | | SOLE | | 17,262 | 0 | 0 |
APARTMENT INVT MGMT CO A | REIT USD.01 | 03748R101 | 72 | 1,639 | SH | | SOLE | | 1,639 | 0 | 0 |
APERGY CORP | COMMON STOCK USD.01 | 03755L104 | 475 | 10,900 | SH | | SOLE | | 10,900 | 0 | 0 |
APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 | 1,276 | 72,953 | SH | | SOLE | | 72,953 | 0 | 0 |
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 110,857 | 491,083 | SH | | SOLE | | 491,083 | 0 | 0 |
APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 03820C105 | 362 | 4,631 | SH | | SOLE | | 4,631 | 0 | 0 |
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 7,117 | 184,128 | SH | | SOLE | | 184,128 | 0 | 0 |
APTIV PLC | COMMON STOCK USD.01 | G6095L109 | 254 | 3,026 | SH | | SOLE | | 3,026 | 0 | 0 |
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 1,386 | 28,545 | SH | | SOLE | | 28,545 | 0 | 0 |
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 3,177 | 106,590 | SH | | SOLE | | 106,590 | 0 | 0 |
ARCHER DANIELS MIDLAND CO | COMMON STOCK | 039483102 | 290 | 5,776 | SH | | SOLE | | 5,776 | 0 | 0 |
ARCHROCK INC | COMMON STOCK USD.01 | 03957W106 | 2,161 | 177,166 | SH | | SOLE | | 177,166 | 0 | 0 |
ARCONIC INC | COMMON STOCK | 03965L100 | 96 | 4,382 | SH | | SOLE | | 4,382 | 0 | 0 |
ARES COMMERCIAL REAL ESTATE | REIT USD.01 | 04013V108 | 696 | 49,795 | SH | | SOLE | | 49,795 | 0 | 0 |
ARISTA NETWORKS INC | COMMON STOCK USD.0001 | 040413106 | 109 | 409 | SH | | SOLE | | 409 | 0 | 0 |
ARRAY BIOPHARMA INC | COMMON STOCK USD.001 | 04269X105 | 1,232 | 81,070 | SH | | SOLE | | 81,070 | 0 | 0 |
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 2,362 | 32,043 | SH | | SOLE | | 32,043 | 0 | 0 |
ARTHUR J GALLAGHER CO | COMMON STOCK USD1.0 | 363576109 | 98 | 1,322 | SH | | SOLE | | 1,322 | 0 | 0 |
ARTISAN PARTNERS ASSET MA A | COMMON STOCK USD.01 | 04316A108 | 661 | 20,390 | SH | | SOLE | | 20,390 | 0 | 0 |
ASPEN INSURANCE HOLDINGS LTD | COMMON STOCK USD.001514456 | G05384105 | 3,064 | 73,300 | SH | | SOLE | | 73,300 | 0 | 0 |
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 2,685 | 23,570 | SH | | SOLE | | 23,570 | 0 | 0 |
AT T INC | COMMON STOCK USD1.0 | 00206R102 | 12,506 | 372,433 | SH | | SOLE | | 372,433 | 0 | 0 |
ATARA BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 046513107 | 427 | 10,315 | SH | | SOLE | | 10,315 | 0 | 0 |
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 3,166 | 119,355 | SH | | SOLE | | 119,355 | 0 | 0 |
ATLANTIC POWER CORP | COMMON STOCK | 04878Q863 | 624 | 283,822 | SH | | SOLE | | 283,822 | 0 | 0 |
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 1,063 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
AUTODESK INC | COMMON STOCK USD.01 | 052769106 | 1,356 | 8,684 | SH | | SOLE | | 8,684 | 0 | 0 |
AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 | 657 | 4,358 | SH | | SOLE | | 4,358 | 0 | 0 |
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 12,470 | 16,076 | SH | | SOLE | | 16,076 | 0 | 0 |
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 5,684 | 31,375 | SH | | SOLE | | 31,375 | 0 | 0 |
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 4,491 | 41,446 | SH | | SOLE | | 41,446 | 0 | 0 |
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 594 | 18,470 | SH | | SOLE | | 18,470 | 0 | 0 |
AVX CORP | COMMON STOCK USD.01 | 002444107 | 2,205 | 122,187 | SH | | SOLE | | 122,187 | 0 | 0 |
BAIDU INC SPON ADR | ADR USD.00005 | 056752108 | 2,661 | 11,635 | SH | | SOLE | | 11,635 | 0 | 0 |
BAKER HUGHES A GE CO | COMMON STOCK USD.0001 | 05722G100 | 1,025 | 30,300 | SH | | SOLE | | 30,300 | 0 | 0 |
BALL CORP | COMMON STOCK | 058498106 | 278 | 6,319 | SH | | SOLE | | 6,319 | 0 | 0 |
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 30,521 | 1,036,030 | SH | | SOLE | | 1,036,030 | 0 | 0 |
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 1,410 | 17,874 | SH | | SOLE | | 17,874 | 0 | 0 |
BANK OF N.T. BUTTERFIELD SON | COMMON STOCK BMD1.0 | G0772R208 | 1,890 | 36,439 | SH | | SOLE | | 36,439 | 0 | 0 |
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 1,678 | 32,917 | SH | | SOLE | | 32,917 | 0 | 0 |
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 1,749 | 175,050 | SH | | SOLE | | 175,050 | 0 | 0 |
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 1,110 | 14,393 | SH | | SOLE | | 14,393 | 0 | 0 |
BB T CORP | COMMON STOCK USD5.0 | 054937107 | 337 | 6,951 | SH | | SOLE | | 6,951 | 0 | 0 |
BBVA BANCO FRANCES SA ADR | ADR | 07329M100 | 4,553 | 390,155 | SH | | SOLE | | 390,155 | 0 | 0 |
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 21,696 | 83,126 | SH | | SOLE | | 83,126 | 0 | 0 |
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 26,208 | 122,405 | SH | | SOLE | | 122,405 | 0 | 0 |
BERKSHIRE HILLS BANCORP INC | COMMON STOCK USD.01 | 084680107 | 388 | 9,531 | SH | | SOLE | | 9,531 | 0 | 0 |
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 2,554 | 32,183 | SH | | SOLE | | 32,183 | 0 | 0 |
BG STAFFING INC | COMMON STOCK USD.01 | 05544A109 | 374 | 13,746 | SH | | SOLE | | 13,746 | 0 | 0 |
BGC PARTNERS INC CL A | COMMON STOCK USD.01 | 05541T101 | 805 | 68,100 | SH | | SOLE | | 68,100 | 0 | 0 |
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 1,729 | 41,382 | SH | | SOLE | | 41,382 | 0 | 0 |
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 5,390 | 15,255 | SH | | SOLE | | 15,255 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 490 | 5,049 | SH | | SOLE | | 5,049 | 0 | 0 |
BITAUTO HOLDINGS LTD ADR | ADR USD.00004 | 091727107 | 308 | 13,406 | SH | | SOLE | | 13,406 | 0 | 0 |
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 13,365 | 28,356 | SH | | SOLE | | 28,356 | 0 | 0 |
BLUEBIRD BIO INC | COMMON STOCK USD.01 | 09609G100 | 363 | 2,487 | SH | | SOLE | | 2,487 | 0 | 0 |
BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 09627Y109 | 447 | 5,725 | SH | | SOLE | | 5,725 | 0 | 0 |
BMC STOCK HOLDINGS INC | COMMON STOCK USD.01 | 05591B109 | 719 | 38,569 | SH | | SOLE | | 38,569 | 0 | 0 |
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 8,680 | 23,339 | SH | | SOLE | | 23,339 | 0 | 0 |
BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 | 2,409 | 1,214 | SH | | SOLE | | 1,214 | 0 | 0 |
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 3,604 | 72,620 | SH | | SOLE | | 72,620 | 0 | 0 |
BORGWARNER INC | COMMON STOCK USD.01 | 099724106 | 57 | 1,342 | SH | | SOLE | | 1,342 | 0 | 0 |
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 896 | 3,116 | SH | | SOLE | | 3,116 | 0 | 0 |
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 4,061 | 32,994 | SH | | SOLE | | 32,994 | 0 | 0 |
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 5,857 | 152,137 | SH | | SOLE | | 152,137 | 0 | 0 |
BOX INC CLASS A | COMMON STOCK USD.0001 | 10316T104 | 359 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
BOYD GAMING CORP | COMMON STOCK USD.01 | 103304101 | 1,229 | 36,304 | SH | | SOLE | | 36,304 | 0 | 0 |
BRANDYWINE REALTY TRUST | REIT USD.01 | 105368203 | 686 | 43,630 | SH | | SOLE | | 43,630 | 0 | 0 |
BRIGHTHOUSE FINANCIAL INC | COMMON STOCK USD.01 | 10922N103 | 64 | 1,456 | SH | | SOLE | | 1,456 | 0 | 0 |
BRIGHTSPHERE INVESTMENT GROU | COMMON STOCK USD.001 | G1644T109 | 1,061 | 85,585 | SH | | SOLE | | 85,585 | 0 | 0 |
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,790 | 38,315 | SH | | SOLE | | 38,315 | 0 | 0 |
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 9,820 | 158,184 | SH | | SOLE | | 158,184 | 0 | 0 |
BROADCOM INC | COMMON STOCK | 11135F101 | 1,584 | 6,418 | SH | | SOLE | | 6,418 | 0 | 0 |
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 77 | 583 | SH | | SOLE | | 583 | 0 | 0 |
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 1,374 | 46,456 | SH | | SOLE | | 46,456 | 0 | 0 |
BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 | 12,900 | 255,183 | SH | | SOLE | | 255,183 | 0 | 0 |
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 7,752 | 115,669 | SH | | SOLE | | 115,669 | 0 | 0 |
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 260 | 2,659 | SH | | SOLE | | 2,659 | 0 | 0 |
C J ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 478 | 23,000 | SH | | SOLE | | 23,000 | 0 | 0 |
CA INC | COMMON STOCK USD.1 | 12673P105 | 4,201 | 95,142 | SH | | SOLE | | 95,142 | 0 | 0 |
CABOT OIL GAS CORP | COMMON STOCK USD.1 | 127097103 | 3,892 | 172,818 | SH | | SOLE | | 172,818 | 0 | 0 |
CAESARS ENTERTAIN CORP | SR UNSECURED 10/24 5 | 127686AA1 | 803 | 493,320 | SH | | SOLE | | 493,320 | 0 | 0 |
CAESARS ENTERTAINMENT CORP | COMMON STOCK USD.01 | 127686103 | 1,049 | 102,314 | SH | | SOLE | | 102,314 | 0 | 0 |
CALIFORNIA RESOURCES CORP | COMMON STOCK USD.01 | 13057Q206 | 504 | 10,384 | SH | | SOLE | | 10,384 | 0 | 0 |
CALLON PETROLEUM CO | COMMON STOCK USD.01 | 13123X102 | 350 | 29,163 | SH | | SOLE | | 29,163 | 0 | 0 |
CAMBREX CORP | COMMON STOCK USD.1 | 132011107 | 1,998 | 29,216 | SH | | SOLE | | 29,216 | 0 | 0 |
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 964 | 10,300 | SH | | SOLE | | 10,300 | 0 | 0 |
CANADIAN NATURAL RESOURCES | COMMON STOCK | 136385101 | 3,338 | 102,190 | SH | | SOLE | | 102,190 | 0 | 0 |
CANNAE HOLDINGS INC | COMMON STOCK | 13765N107 | 495 | 23,616 | SH | | SOLE | | 23,616 | 0 | 0 |
CANTEL MEDICAL CORP | COMMON STOCK USD.1 | 138098108 | 2,136 | 23,200 | SH | | SOLE | | 23,200 | 0 | 0 |
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 17,586 | 185,257 | SH | | SOLE | | 185,257 | 0 | 0 |
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 471 | 8,730 | SH | | SOLE | | 8,730 | 0 | 0 |
CARE.COM INC | COMMON STOCK USD.001 | 141633107 | 1,983 | 89,684 | SH | | SOLE | | 89,684 | 0 | 0 |
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 951 | 53,704 | SH | | SOLE | | 53,704 | 0 | 0 |
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 2,283 | 35,806 | SH | | SOLE | | 35,806 | 0 | 0 |
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 7,018 | 71,175 | SH | | SOLE | | 71,175 | 0 | 0 |
CATALENT INC | COMMON STOCK USD.01 | 148806102 | 1,155 | 25,361 | SH | | SOLE | | 25,361 | 0 | 0 |
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 1,022 | 6,701 | SH | | SOLE | | 6,701 | 0 | 0 |
CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 | 3,058 | 73,797 | SH | | SOLE | | 73,797 | 0 | 0 |
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 2,772 | 62,861 | SH | | SOLE | | 62,861 | 0 | 0 |
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 216 | 3,756 | SH | | SOLE | | 3,756 | 0 | 0 |
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 7,864 | 125,700 | SH | | SOLE | | 125,700 | 0 | 0 |
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 3,521 | 39,600 | SH | | SOLE | | 39,600 | 0 | 0 |
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 743 | 159,353 | SH | | SOLE | | 159,353 | 0 | 0 |
CELANESE CORP | COMMON STOCK USD.0001 | 150870103 | 2,793 | 24,500 | SH | | SOLE | | 24,500 | 0 | 0 |
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 18,268 | 204,134 | SH | | SOLE | | 204,134 | 0 | 0 |
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 243 | 1,681 | SH | | SOLE | | 1,681 | 0 | 0 |
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 2,624 | 94,895 | SH | | SOLE | | 94,895 | 0 | 0 |
CENTERSTATE BANK CORP | COMMON STOCK USD.01 | 15201P109 | 316 | 11,251 | SH | | SOLE | | 11,251 | 0 | 0 |
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 466 | 173,399 | SH | | SOLE | | 173,399 | 0 | 0 |
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 4,622 | 218,037 | SH | | SOLE | | 218,037 | 0 | 0 |
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 230 | 4,226 | SH | | SOLE | | 4,226 | 0 | 0 |
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 1,133 | 8,423 | SH | | SOLE | | 8,423 | 0 | 0 |
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 680 | 2,087 | SH | | SOLE | | 2,087 | 0 | 0 |
CHATHAM LODGING TRUST | REIT USD.01 | 16208T102 | 2,096 | 100,328 | SH | | SOLE | | 100,328 | 0 | 0 |
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 1,844 | 5,770 | SH | | SOLE | | 5,770 | 0 | 0 |
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 3,194 | 99,609 | SH | | SOLE | | 99,609 | 0 | 0 |
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 31,610 | 258,505 | SH | | SOLE | | 258,505 | 0 | 0 |
CHILDREN S PLACE INC/THE | COMMON STOCK USD.1 | 168905107 | 505 | 3,954 | SH | | SOLE | | 3,954 | 0 | 0 |
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 | 5,579 | 12,275 | SH | | SOLE | | 12,275 | 0 | 0 |
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 1,558 | 18,709 | SH | | SOLE | | 18,709 | 0 | 0 |
CHUBB LTD | COMMON STOCK | H1467J104 | 761 | 5,694 | SH | | SOLE | | 5,694 | 0 | 0 |
CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 147 | 2,478 | SH | | SOLE | | 2,478 | 0 | 0 |
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 469 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
CIGNA CORP | COMMON STOCK USD.25 | 125509109 | 3,659 | 17,571 | SH | | SOLE | | 17,571 | 0 | 0 |
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 122 | 1,317 | SH | | SOLE | | 1,317 | 0 | 0 |
CINCINNATI FINANCIAL CORP | COMMON STOCK USD2.0 | 172062101 | 192 | 2,498 | SH | | SOLE | | 2,498 | 0 | 0 |
CINTAS CORP | COMMON STOCK | 172908105 | 7,445 | 37,638 | SH | | SOLE | | 37,638 | 0 | 0 |
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 655 | 16,959 | SH | | SOLE | | 16,959 | 0 | 0 |
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 30,793 | 632,942 | SH | | SOLE | | 632,942 | 0 | 0 |
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 29,447 | 410,473 | SH | | SOLE | | 410,473 | 0 | 0 |
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 8,505 | 220,515 | SH | | SOLE | | 220,515 | 0 | 0 |
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 6,191 | 55,696 | SH | | SOLE | | 55,696 | 0 | 0 |
CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 | 9,762 | 64,904 | SH | | SOLE | | 64,904 | 0 | 0 |
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 566 | 3,326 | SH | | SOLE | | 3,326 | 0 | 0 |
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 213 | 4,353 | SH | | SOLE | | 4,353 | 0 | 0 |
CNA FINANCIAL CORP | COMMON STOCK USD2.5 | 126117100 | 1,415 | 31,000 | SH | | SOLE | | 31,000 | 0 | 0 |
CNX RESOURCES CORP | COMMON STOCK USD.01 | 12653C108 | 1,444 | 100,900 | SH | | SOLE | | 100,900 | 0 | 0 |
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 3,247 | 70,300 | SH | | SOLE | | 70,300 | 0 | 0 |
COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 | 1,989 | 35,645 | SH | | SOLE | | 35,645 | 0 | 0 |
COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 | 2,824 | 36,605 | SH | | SOLE | | 36,605 | 0 | 0 |
COHEN STEERS INC | COMMON STOCK USD.01 | 19247A100 | 371 | 9,133 | SH | | SOLE | | 9,133 | 0 | 0 |
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 4,477 | 66,877 | SH | | SOLE | | 66,877 | 0 | 0 |
COLONY CAPITAL INC | REIT USD.01 | 19626G108 | 712 | 116,920 | SH | | SOLE | | 116,920 | 0 | 0 |
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 755 | 8,114 | SH | | SOLE | | 8,114 | 0 | 0 |
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 21,564 | 608,987 | SH | | SOLE | | 608,987 | 0 | 0 |
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 7,783 | 86,282 | SH | | SOLE | | 86,282 | 0 | 0 |
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 2,996 | 53,115 | SH | | SOLE | | 53,115 | 0 | 0 |
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 930 | 13,286 | SH | | SOLE | | 13,286 | 0 | 0 |
CONAGRA BRANDS INC | COMMON STOCK USD5.0 | 205887102 | 156 | 4,586 | SH | | SOLE | | 4,586 | 0 | 0 |
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 19,448 | 251,262 | SH | | SOLE | | 251,262 | 0 | 0 |
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 364 | 4,783 | SH | | SOLE | | 4,783 | 0 | 0 |
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 17,571 | 81,492 | SH | | SOLE | | 81,492 | 0 | 0 |
CONTINENTAL BUILDING PRODUCT | COMMON STOCK USD.001 | 211171103 | 372 | 9,916 | SH | | SOLE | | 9,916 | 0 | 0 |
CONTINENTAL RESOURCES INC/OK | COMMON STOCK USD.01 | 212015101 | 345 | 5,046 | SH | | SOLE | | 5,046 | 0 | 0 |
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 234 | 844 | SH | | SOLE | | 844 | 0 | 0 |
COPART INC | COMMON STOCK | 217204106 | 2,540 | 49,284 | SH | | SOLE | | 49,284 | 0 | 0 |
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1,302 | 92,845 | SH | | SOLE | | 92,845 | 0 | 0 |
CORE LABORATORIES N.V. | COMMON STOCK EUR.02 | N22717107 | 1,396 | 12,050 | SH | | SOLE | | 12,050 | 0 | 0 |
CORECIVIC INC | REIT USD.01 | 21871N101 | 706 | 29,000 | SH | | SOLE | | 29,000 | 0 | 0 |
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 11,975 | 107,746 | SH | | SOLE | | 107,746 | 0 | 0 |
CORNING INC | COMMON STOCK USD.5 | 219350105 | 1,140 | 32,285 | SH | | SOLE | | 32,285 | 0 | 0 |
COSTAMARE INC | COMMON STOCK USD.0001 | Y1771G102 | 377 | 58,097 | SH | | SOLE | | 58,097 | 0 | 0 |
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 19,513 | 83,076 | SH | | SOLE | | 83,076 | 0 | 0 |
COTY INC CL A | COMMON STOCK USD.01 | 222070203 | 91 | 7,213 | SH | | SOLE | | 7,213 | 0 | 0 |
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 778 | 5,291 | SH | | SOLE | | 5,291 | 0 | 0 |
CRANE CO | COMMON STOCK USD1.0 | 224399105 | 3,560 | 36,200 | SH | | SOLE | | 36,200 | 0 | 0 |
CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 | 1,275 | 2,911 | SH | | SOLE | | 2,911 | 0 | 0 |
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 810 | 7,275 | SH | | SOLE | | 7,275 | 0 | 0 |
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 8,073 | 168,178 | SH | | SOLE | | 168,178 | 0 | 0 |
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 21,731 | 293,468 | SH | | SOLE | | 293,468 | 0 | 0 |
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 3,804 | 26,042 | SH | | SOLE | | 26,042 | 0 | 0 |
CUSTOMERS BANCORP INC | COMMON STOCK USD1.0 | 23204G100 | 1,876 | 79,736 | SH | | SOLE | | 79,736 | 0 | 0 |
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 1,115 | 27,725 | SH | | SOLE | | 27,725 | 0 | 0 |
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 9,271 | 117,771 | SH | | SOLE | | 117,771 | 0 | 0 |
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 596 | 7,461 | SH | | SOLE | | 7,461 | 0 | 0 |
CYTOMX THERAPEUTICS INC | COMMON STOCK USD.00001 | 23284F105 | 279 | 15,088 | SH | | SOLE | | 15,088 | 0 | 0 |
DANA INC | COMMON STOCK USD.01 | 235825205 | 453 | 24,258 | SH | | SOLE | | 24,258 | 0 | 0 |
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 17,380 | 159,946 | SH | | SOLE | | 159,946 | 0 | 0 |
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 2,188 | 19,679 | SH | | SOLE | | 19,679 | 0 | 0 |
DAVE BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 238337109 | 615 | 9,287 | SH | | SOLE | | 9,287 | 0 | 0 |
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 128 | 1,791 | SH | | SOLE | | 1,791 | 0 | 0 |
DEAN FOODS CO | COMMON STOCK USD.01 | 242370203 | 853 | 120,145 | SH | | SOLE | | 120,145 | 0 | 0 |
DECKERS OUTDOOR CORP | COMMON STOCK USD.01 | 243537107 | 1,885 | 15,900 | SH | | SOLE | | 15,900 | 0 | 0 |
DEERE CO | COMMON STOCK USD1.0 | 244199105 | 20,967 | 139,472 | SH | | SOLE | | 139,472 | 0 | 0 |
DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 24665A103 | 1,131 | 26,661 | SH | | SOLE | | 26,661 | 0 | 0 |
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 40,980 | 708,628 | SH | | SOLE | | 708,628 | 0 | 0 |
DENBURY RESOURCES INC | COMMON STOCK USD.001 | 247916208 | 1,460 | 235,411 | SH | | SOLE | | 235,411 | 0 | 0 |
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 256 | 6,413 | SH | | SOLE | | 6,413 | 0 | 0 |
DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 252784301 | 1,061 | 90,917 | SH | | SOLE | | 90,917 | 0 | 0 |
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 3,316 | 29,485 | SH | | SOLE | | 29,485 | 0 | 0 |
DILLARDS INC CL A | COMMON STOCK | 254067101 | 813 | 10,656 | SH | | SOLE | | 10,656 | 0 | 0 |
DINE BRANDS GLOBAL INC | COMMON STOCK USD.01 | 254423106 | 496 | 6,101 | SH | | SOLE | | 6,101 | 0 | 0 |
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 6,065 | 79,330 | SH | | SOLE | | 79,330 | 0 | 0 |
DISCOVERY INC A | COMMON STOCK USD.01 | 25470F104 | 1,849 | 57,769 | SH | | SOLE | | 57,769 | 0 | 0 |
DISCOVERY INC C | COMMON STOCK USD.01 | 25470F302 | 1,048 | 35,431 | SH | | SOLE | | 35,431 | 0 | 0 |
DISH NETWORK CORP A | COMMON STOCK USD.01 | 25470M109 | 130 | 3,646 | SH | | SOLE | | 3,646 | 0 | 0 |
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 248 | 2,273 | SH | | SOLE | | 2,273 | 0 | 0 |
DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 | 180 | 2,206 | SH | | SOLE | | 2,206 | 0 | 0 |
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 1,024 | 14,577 | SH | | SOLE | | 14,577 | 0 | 0 |
DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 | 4,168 | 14,139 | SH | | SOLE | | 14,139 | 0 | 0 |
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 2,019 | 26,242 | SH | | SOLE | | 26,242 | 0 | 0 |
DOUGLAS DYNAMICS INC | COMMON STOCK USD.01 | 25960R105 | 356 | 8,113 | SH | | SOLE | | 8,113 | 0 | 0 |
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 1,575 | 41,757 | SH | | SOLE | | 41,757 | 0 | 0 |
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 1,919 | 21,681 | SH | | SOLE | | 21,681 | 0 | 0 |
DOWDUPONT INC | COMMON STOCK USD.01 | 26078J100 | 821,925 | 12,780,670 | SH | | SOLE | | 12,780,670 | 0 | 0 |
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 3,639 | 86,268 | SH | | SOLE | | 86,268 | 0 | 0 |
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 1,272 | 24,335 | SH | | SOLE | | 24,335 | 0 | 0 |
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,071 | 9,817 | SH | | SOLE | | 9,817 | 0 | 0 |
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 3,051 | 38,127 | SH | | SOLE | | 38,127 | 0 | 0 |
DUKE REALTY CORP | REIT USD.01 | 264411505 | 618 | 21,773 | SH | | SOLE | | 21,773 | 0 | 0 |
DUN BRADSTREET CORP | COMMON STOCK USD.01 | 26483E100 | 2,950 | 20,700 | SH | | SOLE | | 20,700 | 0 | 0 |
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 3,490 | 47,346 | SH | | SOLE | | 47,346 | 0 | 0 |
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 2,928 | 31,308 | SH | | SOLE | | 31,308 | 0 | 0 |
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 74 | 1,412 | SH | | SOLE | | 1,412 | 0 | 0 |
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 377 | 5,436 | SH | | SOLE | | 5,436 | 0 | 0 |
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 1,270 | 21,032 | SH | | SOLE | | 21,032 | 0 | 0 |
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 1,415 | 14,785 | SH | | SOLE | | 14,785 | 0 | 0 |
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 57 | 18,376 | SH | | SOLE | | 18,376 | 0 | 0 |
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 357 | 4,113 | SH | | SOLE | | 4,113 | 0 | 0 |
EBAY INC | COMMON STOCK USD.001 | 278642103 | 331 | 10,022 | SH | | SOLE | | 10,022 | 0 | 0 |
ECOLAB INC | COMMON STOCK USD1.0 | 278865100 | 916 | 5,840 | SH | | SOLE | | 5,840 | 0 | 0 |
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 1,063 | 15,712 | SH | | SOLE | | 15,712 | 0 | 0 |
EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 | 3,914 | 22,482 | SH | | SOLE | | 22,482 | 0 | 0 |
ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 | 1,531 | 12,705 | SH | | SOLE | | 12,705 | 0 | 0 |
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 378 | 11,085 | SH | | SOLE | | 11,085 | 0 | 0 |
ELI LILLY CO | COMMON STOCK | 532457108 | 7,570 | 70,543 | SH | | SOLE | | 70,543 | 0 | 0 |
EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 | 9,423 | 125,453 | SH | | SOLE | | 125,453 | 0 | 0 |
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 2,221 | 33,739 | SH | | SOLE | | 33,739 | 0 | 0 |
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 583 | 7,616 | SH | | SOLE | | 7,616 | 0 | 0 |
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 1,051 | 12,303 | SH | | SOLE | | 12,303 | 0 | 0 |
ENERGEN CORP | COMMON STOCK USD.01 | 29265N108 | 5,551 | 64,414 | SH | | SOLE | | 64,414 | 0 | 0 |
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 1,150 | 19,614 | SH | | SOLE | | 19,614 | 0 | 0 |
ENERGY TRANSFER OPERATING LP | MLP | 29278N103 | 4,261 | 191,400 | SH | | SOLE | | 191,400 | 0 | 0 |
ENERGY XXI GULF COAST INC | COMMON STOCK | 29276K101 | 8,766 | 1,048,552 | SH | | SOLE | | 1,048,552 | 0 | 0 |
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 2,061 | 23,656 | SH | | SOLE | | 23,656 | 0 | 0 |
ENGILITY HOLDINGS INC | COMMON STOCK USD.01 | 29286C107 | 682 | 18,960 | SH | | SOLE | | 18,960 | 0 | 0 |
ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 29357K103 | 409 | 14,216 | SH | | SOLE | | 14,216 | 0 | 0 |
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 2,907 | 100,417 | SH | | SOLE | | 100,417 | 0 | 0 |
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 6,214 | 76,596 | SH | | SOLE | | 76,596 | 0 | 0 |
ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 293712105 | 388 | 7,310 | SH | | SOLE | | 7,310 | 0 | 0 |
ENVISION HEALTHCARE CORP | COMMON STOCK | 29414D100 | 3,068 | 67,100 | SH | | SOLE | | 67,100 | 0 | 0 |
EOG RESOURCES INC | COMMON STOCK USD.01 | 26875P101 | 844 | 6,616 | SH | | SOLE | | 6,616 | 0 | 0 |
EPR PROPERTIES | REIT USD.01 | 26884U109 | 3,202 | 46,811 | SH | | SOLE | | 46,811 | 0 | 0 |
EQT CORP | COMMON STOCK | 26884L109 | 171 | 3,876 | SH | | SOLE | | 3,876 | 0 | 0 |
EQUINIX INC | REIT USD.001 | 29444U700 | 8,370 | 19,336 | SH | | SOLE | | 19,336 | 0 | 0 |
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 2,192 | 22,730 | SH | | SOLE | | 22,730 | 0 | 0 |
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 5,124 | 77,336 | SH | | SOLE | | 77,336 | 0 | 0 |
ERA GROUP INC | COMMON STOCK USD.01 | 26885G109 | 478 | 38,715 | SH | | SOLE | | 38,715 | 0 | 0 |
ESCO TECHNOLOGIES INC | COMMON STOCK USD.01 | 296315104 | 851 | 12,503 | SH | | SOLE | | 12,503 | 0 | 0 |
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 7,217 | 163,102 | SH | | SOLE | | 163,102 | 0 | 0 |
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 4,856 | 19,684 | SH | | SOLE | | 19,684 | 0 | 0 |
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 13,290 | 91,452 | SH | | SOLE | | 91,452 | 0 | 0 |
ETSY INC | COMMON STOCK USD.001 | 29786A106 | 818 | 15,921 | SH | | SOLE | | 15,921 | 0 | 0 |
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 1,194 | 11,918 | SH | | SOLE | | 11,918 | 0 | 0 |
EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 | 5,112 | 50,845 | SH | | SOLE | | 50,845 | 0 | 0 |
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 73 | 319 | SH | | SOLE | | 319 | 0 | 0 |
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 1,822 | 29,654 | SH | | SOLE | | 29,654 | 0 | 0 |
EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 30049A107 | 1,494 | 135,218 | SH | | SOLE | | 135,218 | 0 | 0 |
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 385 | 21,700 | SH | | SOLE | | 21,700 | 0 | 0 |
EXELON CORP | COMMON STOCK | 30161N101 | 15,862 | 363,310 | SH | | SOLE | | 363,310 | 0 | 0 |
EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 | 184 | 1,410 | SH | | SOLE | | 1,410 | 0 | 0 |
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 379 | 5,154 | SH | | SOLE | | 5,154 | 0 | 0 |
EXPRESS SCRIPTS HOLDING CO | COMMON STOCK USD.01 | 30219G108 | 7,449 | 78,399 | SH | | SOLE | | 78,399 | 0 | 0 |
EXTENDED STAY AMERICA INC | UNIT USD.01 | 30224P200 | 552 | 27,300 | SH | | SOLE | | 27,300 | 0 | 0 |
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 8,447 | 97,493 | SH | | SOLE | | 97,493 | 0 | 0 |
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 9,277 | 109,121 | SH | | SOLE | | 109,121 | 0 | 0 |
F5 NETWORKS INC | COMMON STOCK | 315616102 | 3,000 | 15,042 | SH | | SOLE | | 15,042 | 0 | 0 |
FABRINET | COMMON STOCK USD.01 | G3323L100 | 379 | 8,202 | SH | | SOLE | | 8,202 | 0 | 0 |
FACEBOOK INC CLASS A | COMMON STOCK USD.000006 | 30303M102 | 46,230 | 281,103 | SH | | SOLE | | 281,103 | 0 | 0 |
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 2,852 | 12,748 | SH | | SOLE | | 12,748 | 0 | 0 |
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 3,158 | 13,818 | SH | | SOLE | | 13,818 | 0 | 0 |
FASTENAL CO | COMMON STOCK USD.01 | 311900104 | 203 | 3,502 | SH | | SOLE | | 3,502 | 0 | 0 |
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 2,865 | 22,653 | SH | | SOLE | | 22,653 | 0 | 0 |
FIBROGEN INC | COMMON STOCK USD.01 | 31572Q808 | 462 | 7,607 | SH | | SOLE | | 7,607 | 0 | 0 |
FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 31620R303 | 8,113 | 206,163 | SH | | SOLE | | 206,163 | 0 | 0 |
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 997 | 9,144 | SH | | SOLE | | 9,144 | 0 | 0 |
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 882 | 31,585 | SH | | SOLE | | 31,585 | 0 | 0 |
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 6,588 | 127,700 | SH | | SOLE | | 127,700 | 0 | 0 |
FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 | 2,140 | 235,164 | SH | | SOLE | | 235,164 | 0 | 0 |
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 1,969 | 72,496 | SH | | SOLE | | 72,496 | 0 | 0 |
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 1,563 | 49,764 | SH | | SOLE | | 49,764 | 0 | 0 |
FIRSTCASH INC | COMMON STOCK USD.01 | 33767D105 | 980 | 11,946 | SH | | SOLE | | 11,946 | 0 | 0 |
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 4,650 | 125,100 | SH | | SOLE | | 125,100 | 0 | 0 |
FISERV INC | COMMON STOCK USD.01 | 337738108 | 2,403 | 29,171 | SH | | SOLE | | 29,171 | 0 | 0 |
FIVE BELOW | COMMON STOCK USD.01 | 33829M101 | 832 | 6,400 | SH | | SOLE | | 6,400 | 0 | 0 |
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 2,092 | 47,887 | SH | | SOLE | | 47,887 | 0 | 0 |
FLEETCOR TECHNOLOGIES INC | COMMON STOCK USD.001 | 339041105 | 205 | 900 | SH | | SOLE | | 900 | 0 | 0 |
FLEXION THERAPEUTICS INC | COMMON STOCK USD.001 | 33938J106 | 593 | 31,688 | SH | | SOLE | | 31,688 | 0 | 0 |
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 3,804 | 61,878 | SH | | SOLE | | 61,878 | 0 | 0 |
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 91 | 1,668 | SH | | SOLE | | 1,668 | 0 | 0 |
FMC CORP | COMMON STOCK USD.1 | 302491303 | 1,098 | 12,599 | SH | | SOLE | | 12,599 | 0 | 0 |
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 3,699 | 72,567 | SH | | SOLE | | 72,567 | 0 | 0 |
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 367 | 39,697 | SH | | SOLE | | 39,697 | 0 | 0 |
FOREST CITY REALTY TRUST A | REIT USD.01 | 345605109 | 4,571 | 182,200 | SH | | SOLE | | 182,200 | 0 | 0 |
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 4,660 | 50,500 | SH | | SOLE | | 50,500 | 0 | 0 |
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 6,270 | 119,752 | SH | | SOLE | | 119,752 | 0 | 0 |
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 127 | 4,168 | SH | | SOLE | | 4,168 | 0 | 0 |
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 951 | 68,336 | SH | | SOLE | | 68,336 | 0 | 0 |
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 846 | 5,339 | SH | | SOLE | | 5,339 | 0 | 0 |
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 2,252 | 39,929 | SH | | SOLE | | 39,929 | 0 | 0 |
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 13,589 | 66,380 | SH | | SOLE | | 66,380 | 0 | 0 |
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 1,111 | 98,393 | SH | | SOLE | | 98,393 | 0 | 0 |
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 368 | 8,570 | SH | | SOLE | | 8,570 | 0 | 0 |
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 3,286 | 97,603 | SH | | SOLE | | 97,603 | 0 | 0 |
GENOMIC HEALTH INC | COMMON STOCK USD.0001 | 37244C101 | 2,265 | 32,253 | SH | | SOLE | | 32,253 | 0 | 0 |
GENPACT LTD | COMMON STOCK USD.01 | G3922B107 | 1,876 | 61,271 | SH | | SOLE | | 61,271 | 0 | 0 |
GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 | 709 | 7,137 | SH | | SOLE | | 7,137 | 0 | 0 |
GEO GROUP INC/THE | REIT USD.01 | 36162J106 | 2,023 | 80,397 | SH | | SOLE | | 80,397 | 0 | 0 |
GETTY REALTY CORP | REIT USD.01 | 374297109 | 348 | 12,177 | SH | | SOLE | | 12,177 | 0 | 0 |
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 2,285 | 29,599 | SH | | SOLE | | 29,599 | 0 | 0 |
GLOBAL BLOOD THERAPEUTICS IN | COMMON STOCK USD.001 | 37890U108 | 289 | 7,605 | SH | | SOLE | | 7,605 | 0 | 0 |
GLOBAL BRASS COPPER HOLDIN | COMMON STOCK USD.01 | 37953G103 | 1,078 | 29,203 | SH | | SOLE | | 29,203 | 0 | 0 |
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 711 | 5,580 | SH | | SOLE | | 5,580 | 0 | 0 |
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 36 | 70,200 | SH | | SOLE | | 70,200 | 0 | 0 |
GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 379577208 | 2,926 | 51,551 | SH | | SOLE | | 51,551 | 0 | 0 |
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 21,183 | 94,466 | SH | | SOLE | | 94,466 | 0 | 0 |
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 70 | 2,978 | SH | | SOLE | | 2,978 | 0 | 0 |
GRAMERCY PROPERTY TRUST | REIT USD.01 | 385002308 | 3,886 | 141,600 | SH | | SOLE | | 141,600 | 0 | 0 |
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 1,415 | 80,857 | SH | | SOLE | | 80,857 | 0 | 0 |
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 2,006 | 47,551 | SH | | SOLE | | 47,551 | 0 | 0 |
GREEN DOT CORP CLASS A | COMMON STOCK USD.001 | 39304D102 | 1,861 | 20,955 | SH | | SOLE | | 20,955 | 0 | 0 |
GREENBRIER COMPANIES INC | COMMON STOCK | 393657101 | 422 | 7,015 | SH | | SOLE | | 7,015 | 0 | 0 |
GULFPORT ENERGY CORP | COMMON STOCK USD.01 | 402635304 | 103 | 9,900 | SH | | SOLE | | 9,900 | 0 | 0 |
H R BLOCK INC | COMMON STOCK | 093671105 | 2,102 | 81,628 | SH | | SOLE | | 81,628 | 0 | 0 |
HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 | 3,011 | 26,282 | SH | | SOLE | | 26,282 | 0 | 0 |
HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 | 1,079 | 26,613 | SH | | SOLE | | 26,613 | 0 | 0 |
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 112 | 6,050 | SH | | SOLE | | 6,050 | 0 | 0 |
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 1,302 | 28,751 | SH | | SOLE | | 28,751 | 0 | 0 |
HARRIS CORP | COMMON STOCK USD1.0 | 413875105 | 4,831 | 28,548 | SH | | SOLE | | 28,548 | 0 | 0 |
HARSCO CORP | COMMON STOCK USD1.25 | 415864107 | 463 | 16,225 | SH | | SOLE | | 16,225 | 0 | 0 |
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 849 | 17,000 | SH | | SOLE | | 17,000 | 0 | 0 |
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 1,070 | 26,681 | SH | | SOLE | | 26,681 | 0 | 0 |
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 4,958 | 35,637 | SH | | SOLE | | 35,637 | 0 | 0 |
HCP INC | REIT USD1.0 | 40414L109 | 1,393 | 52,914 | SH | | SOLE | | 52,914 | 0 | 0 |
HD SUPPLY HOLDINGS INC | COMMON STOCK USD.01 | 40416M105 | 958 | 22,400 | SH | | SOLE | | 22,400 | 0 | 0 |
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 2,193 | 23,685 | SH | | SOLE | | 23,685 | 0 | 0 |
HELIX ENERGY SOLUTIONS GROUP | COMMON STOCK | 42330P107 | 595 | 60,271 | SH | | SOLE | | 60,271 | 0 | 0 |
HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 | 3,960 | 57,589 | SH | | SOLE | | 57,589 | 0 | 0 |
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 166 | 1,948 | SH | | SOLE | | 1,948 | 0 | 0 |
HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 42727J102 | 465 | 31,407 | SH | | SOLE | | 31,407 | 0 | 0 |
HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 | 6,017 | 58,991 | SH | | SOLE | | 58,991 | 0 | 0 |
HESS CORP | COMMON STOCK USD1.0 | 42809H107 | 235 | 3,283 | SH | | SOLE | | 3,283 | 0 | 0 |
HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 | 236 | 14,469 | SH | | SOLE | | 14,469 | 0 | 0 |
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 1,860 | 39,356 | SH | | SOLE | | 39,356 | 0 | 0 |
HILLENBRAND INC | COMMON STOCK | 431571108 | 372 | 7,122 | SH | | SOLE | | 7,122 | 0 | 0 |
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 663 | 20,200 | SH | | SOLE | | 20,200 | 0 | 0 |
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 1,323 | 18,922 | SH | | SOLE | | 18,922 | 0 | 0 |
HOLLYSYS AUTOMATION TECHNOLO | COMMON STOCK USD.0001 | G45667105 | 731 | 34,189 | SH | | SOLE | | 34,189 | 0 | 0 |
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 308 | 14,086 | SH | | SOLE | | 14,086 | 0 | 0 |
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 39,068 | 188,596 | SH | | SOLE | | 188,596 | 0 | 0 |
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 26,999 | 162,252 | SH | | SOLE | | 162,252 | 0 | 0 |
HORACE MANN EDUCATORS | COMMON STOCK USD.001 | 440327104 | 397 | 8,838 | SH | | SOLE | | 8,838 | 0 | 0 |
HORTONWORKS INC | COMMON STOCK USD.0001 | 440894103 | 489 | 21,448 | SH | | SOLE | | 21,448 | 0 | 0 |
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 926 | 32,113 | SH | | SOLE | | 32,113 | 0 | 0 |
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 5,362 | 254,104 | SH | | SOLE | | 254,104 | 0 | 0 |
HP INC | COMMON STOCK USD.01 | 40434L105 | 462 | 17,929 | SH | | SOLE | | 17,929 | 0 | 0 |
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 995 | 6,589 | SH | | SOLE | | 6,589 | 0 | 0 |
HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 444097109 | 1,465 | 44,788 | SH | | SOLE | | 44,788 | 0 | 0 |
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 5,717 | 16,888 | SH | | SOLE | | 16,888 | 0 | 0 |
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 2,842 | 23,894 | SH | | SOLE | | 23,894 | 0 | 0 |
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 144 | 9,657 | SH | | SOLE | | 9,657 | 0 | 0 |
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 5,679 | 22,176 | SH | | SOLE | | 22,176 | 0 | 0 |
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 6,149 | 225,800 | SH | | SOLE | | 225,800 | 0 | 0 |
IBERIABANK CORP | COMMON STOCK USD1.0 | 450828108 | 2,676 | 32,900 | SH | | SOLE | | 32,900 | 0 | 0 |
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 244 | 28,711 | SH | | SOLE | | 28,711 | 0 | 0 |
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 3,731 | 24,764 | SH | | SOLE | | 24,764 | 0 | 0 |
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 326 | 1,307 | SH | | SOLE | | 1,307 | 0 | 0 |
IHS MARKIT LTD | COMMON STOCK USD.01 | G47567105 | 252 | 4,673 | SH | | SOLE | | 4,673 | 0 | 0 |
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 4,590 | 32,529 | SH | | SOLE | | 32,529 | 0 | 0 |
ILLUMINA INC | COMMON STOCK USD.01 | 452327109 | 575 | 1,566 | SH | | SOLE | | 1,566 | 0 | 0 |
INDEPENDENCE CONTRACT DRILLI | COMMON STOCK USD.01 | 453415309 | 404 | 81,766 | SH | | SOLE | | 81,766 | 0 | 0 |
INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 453838609 | 1,093 | 46,195 | SH | | SOLE | | 46,195 | 0 | 0 |
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 24,777 | 242,203 | SH | | SOLE | | 242,203 | 0 | 0 |
INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 | 508 | 4,991 | SH | | SOLE | | 4,991 | 0 | 0 |
INNOVIVA INC | COMMON STOCK | 45781M101 | 1,747 | 114,626 | SH | | SOLE | | 114,626 | 0 | 0 |
INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 457730109 | 314 | 7,473 | SH | | SOLE | | 7,473 | 0 | 0 |
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 2,630 | 31,706 | SH | | SOLE | | 31,706 | 0 | 0 |
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 12,696 | 268,476 | SH | | SOLE | | 268,476 | 0 | 0 |
INTELSAT SA | COMMON STOCK USD.01 | L5140P101 | 922 | 30,718 | SH | | SOLE | | 30,718 | 0 | 0 |
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 480 | 6,406 | SH | | SOLE | | 6,406 | 0 | 0 |
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 650 | 8,127 | SH | | SOLE | | 8,127 | 0 | 0 |
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 1,510 | 64,648 | SH | | SOLE | | 64,648 | 0 | 0 |
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 87 | 3,790 | SH | | SOLE | | 3,790 | 0 | 0 |
INTERXION HOLDING NV | COMMON STOCK EUR.1 | N47279109 | 1,329 | 19,753 | SH | | SOLE | | 19,753 | 0 | 0 |
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 2,954 | 19,535 | SH | | SOLE | | 19,535 | 0 | 0 |
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 5,364 | 23,588 | SH | | SOLE | | 23,588 | 0 | 0 |
INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 | 1,653 | 2,879 | SH | | SOLE | | 2,879 | 0 | 0 |
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 120 | 5,236 | SH | | SOLE | | 5,236 | 0 | 0 |
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 2,114 | 172,279 | SH | | SOLE | | 172,279 | 0 | 0 |
INVITATION HOMES INC | REIT USD.01 | 46187W107 | 1,831 | 79,924 | SH | | SOLE | | 79,924 | 0 | 0 |
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 104 | 6,683 | SH | | SOLE | | 6,683 | 0 | 0 |
IOVANCE BIOTHERAPEUTICS INC | COMMON STOCK USD.001 | 462260100 | 314 | 27,937 | SH | | SOLE | | 27,937 | 0 | 0 |
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 1,486 | 9,520 | SH | | SOLE | | 9,520 | 0 | 0 |
IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 | 6,244 | 48,127 | SH | | SOLE | | 48,127 | 0 | 0 |
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 1,212 | 35,109 | SH | | SOLE | | 35,109 | 0 | 0 |
ISHARES CORE S P MID CAP ETF | ISHARES CORE S+P MIDCAP ETF | 464287507 | 15,079 | 74,913 | SH | | SOLE | | 74,913 | 0 | 0 |
ISHARES MSCI ACWI ETF | ISHARES MSCI ACWI ETF | 464288257 | 3,399 | 45,774 | SH | | SOLE | | 45,774 | 0 | 0 |
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 36,359 | 534,768 | SH | | SOLE | | 534,768 | 0 | 0 |
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 56,957 | 1,327,053 | SH | | SOLE | | 1,327,053 | 0 | 0 |
ISHARES RUSSELL 2000 ETF | ISHARES RUSSELL 2000 ETF | 464287655 | 4,506 | 26,736 | SH | | SOLE | | 26,736 | 0 | 0 |
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 177 | 106,700 | SH | | SOLE | | 106,700 | 0 | 0 |
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 5,159 | 62,273 | SH | | SOLE | | 62,273 | 0 | 0 |
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 4,134 | 25,826 | SH | | SOLE | | 25,826 | 0 | 0 |
JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 47233W109 | 799 | 36,370 | SH | | SOLE | | 36,370 | 0 | 0 |
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 2,580 | 25,142 | SH | | SOLE | | 25,142 | 0 | 0 |
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 37,324 | 270,133 | SH | | SOLE | | 270,133 | 0 | 0 |
JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | G51502105 | 371 | 10,609 | SH | | SOLE | | 10,609 | 0 | 0 |
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 953 | 6,600 | SH | | SOLE | | 6,600 | 0 | 0 |
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 50,975 | 451,750 | SH | | SOLE | | 451,750 | 0 | 0 |
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 97 | 3,253 | SH | | SOLE | | 3,253 | 0 | 0 |
K12 INC | COMMON STOCK USD.0001 | 48273U102 | 646 | 36,518 | SH | | SOLE | | 36,518 | 0 | 0 |
KADANT INC | COMMON STOCK USD.01 | 48282T104 | 1,069 | 9,909 | SH | | SOLE | | 9,909 | 0 | 0 |
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 110 | 972 | SH | | SOLE | | 972 | 0 | 0 |
KAPSTONE PAPER AND PACKAGING | COMMON STOCK USD.0001 | 48562P103 | 3,940 | 116,200 | SH | | SOLE | | 116,200 | 0 | 0 |
KELLOGG CO | COMMON STOCK USD.25 | 487836108 | 201 | 2,873 | SH | | SOLE | | 2,873 | 0 | 0 |
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 205 | 10,320 | SH | | SOLE | | 10,320 | 0 | 0 |
KEYSIGHT TECHNOLOGIES IN | COMMON STOCK | 49338L103 | 1,657 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 1,627 | 43,274 | SH | | SOLE | | 43,274 | 0 | 0 |
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 1,740 | 24,277 | SH | | SOLE | | 24,277 | 0 | 0 |
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2,870 | 25,251 | SH | | SOLE | | 25,251 | 0 | 0 |
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 1,019 | 60,859 | SH | | SOLE | | 60,859 | 0 | 0 |
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 8,801 | 496,370 | SH | | SOLE | | 496,370 | 0 | 0 |
KITE REALTY GROUP TRUST | REIT USD.01 | 49803T300 | 2,402 | 144,259 | SH | | SOLE | | 144,259 | 0 | 0 |
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 4,566 | 44,889 | SH | | SOLE | | 44,889 | 0 | 0 |
KLX ENERGY SERVICES HOLDING | COMMON STOCK USD.01 | 48253L106 | 60 | 1,860 | SH | | SOLE | | 1,860 | 0 | 0 |
KLX INC | COMMON STOCK USD.01 | 482539103 | 292 | 4,650 | SH | | SOLE | | 4,650 | 0 | 0 |
KMG CHEMICALS INC | COMMON STOCK USD.01 | 482564101 | 2,355 | 31,161 | SH | | SOLE | | 31,161 | 0 | 0 |
KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.001 | 499049104 | 1,314 | 38,119 | SH | | SOLE | | 38,119 | 0 | 0 |
KNOLL INC | COMMON STOCK USD.01 | 498904200 | 2,072 | 88,357 | SH | | SOLE | | 88,357 | 0 | 0 |
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 1,695 | 22,737 | SH | | SOLE | | 22,737 | 0 | 0 |
KORN/FERRY INTERNATIONAL | COMMON STOCK USD.01 | 500643200 | 782 | 15,880 | SH | | SOLE | | 15,880 | 0 | 0 |
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 4,848 | 166,546 | SH | | SOLE | | 166,546 | 0 | 0 |
KRONOS WORLDWIDE INC | COMMON STOCK USD.01 | 50105F105 | 254 | 15,618 | SH | | SOLE | | 15,618 | 0 | 0 |
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 86 | 2,834 | SH | | SOLE | | 2,834 | 0 | 0 |
L3 TECHNOLOGIES INC | COMMON STOCK USD.01 | 502413107 | 378 | 1,778 | SH | | SOLE | | 1,778 | 0 | 0 |
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 555 | 17,573 | SH | | SOLE | | 17,573 | 0 | 0 |
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 142 | 815 | SH | | SOLE | | 815 | 0 | 0 |
LADENBURG THALMANN FINANCIAL | COMMON STOCK USD.0001 | 50575Q102 | 510 | 188,716 | SH | | SOLE | | 188,716 | 0 | 0 |
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 4,387 | 28,917 | SH | | SOLE | | 28,917 | 0 | 0 |
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 5,800 | 47,543 | SH | | SOLE | | 47,543 | 0 | 0 |
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 307 | 64,665 | SH | | SOLE | | 64,665 | 0 | 0 |
LASALLE HOTEL PROPERTIES | REIT USD.01 | 517942108 | 2,426 | 70,146 | SH | | SOLE | | 70,146 | 0 | 0 |
LAZARD LTD CL A | COMMON STOCK USD.01 | G54050102 | 2,459 | 51,100 | SH | | SOLE | | 51,100 | 0 | 0 |
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 3,080 | 21,240 | SH | | SOLE | | 21,240 | 0 | 0 |
LEGGETT PLATT INC | COMMON STOCK USD.01 | 524660107 | 115 | 2,623 | SH | | SOLE | | 2,623 | 0 | 0 |
LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 | 1,164 | 16,828 | SH | | SOLE | | 16,828 | 0 | 0 |
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 1,267 | 32,703 | SH | | SOLE | | 32,703 | 0 | 0 |
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 177 | 3,799 | SH | | SOLE | | 3,799 | 0 | 0 |
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 4,676 | 21,408 | SH | | SOLE | | 21,408 | 0 | 0 |
LIBERTY MEDIA COR SIRIUSXM C | TRACKING STK USD.01 | 531229607 | 895 | 20,600 | SH | | SOLE | | 20,600 | 0 | 0 |
LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 531229854 | 1,415 | 38,051 | SH | | SOLE | | 38,051 | 0 | 0 |
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 1,701 | 40,269 | SH | | SOLE | | 40,269 | 0 | 0 |
LIFE STORAGE INC | REIT USD.01 | 53223X107 | 4,686 | 49,239 | SH | | SOLE | | 49,239 | 0 | 0 |
LIFEPOINT HEALTH INC | COMMON STOCK USD.01 | 53219L109 | 1,507 | 23,400 | SH | | SOLE | | 23,400 | 0 | 0 |
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 4,578 | 16,680 | SH | | SOLE | | 16,680 | 0 | 0 |
LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 533900106 | 1,418 | 15,173 | SH | | SOLE | | 15,173 | 0 | 0 |
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 579 | 8,557 | SH | | SOLE | | 8,557 | 0 | 0 |
LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 | 719 | 5,800 | SH | | SOLE | | 5,800 | 0 | 0 |
LOEWS CORP | COMMON STOCK USD.01 | 540424108 | 77 | 1,537 | SH | | SOLE | | 1,537 | 0 | 0 |
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 2,608 | 29,268 | SH | | SOLE | | 29,268 | 0 | 0 |
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 4,483 | 169,228 | SH | | SOLE | | 169,228 | 0 | 0 |
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 988 | 8,601 | SH | | SOLE | | 8,601 | 0 | 0 |
LOXO ONCOLOGY INC | COMMON STOCK USD.0001 | 548862101 | 822 | 4,814 | SH | | SOLE | | 4,814 | 0 | 0 |
LPL FINANCIAL HOLDINGS INC | COMMON STOCK | 50212V100 | 1,619 | 25,100 | SH | | SOLE | | 25,100 | 0 | 0 |
LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 55024U109 | 863 | 14,392 | SH | | SOLE | | 14,392 | 0 | 0 |
LUMINEX CORP | COMMON STOCK USD.001 | 55027E102 | 1,161 | 38,314 | SH | | SOLE | | 38,314 | 0 | 0 |
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 5,047 | 49,231 | SH | | SOLE | | 49,231 | 0 | 0 |
M T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 236 | 1,435 | SH | | SOLE | | 1,435 | 0 | 0 |
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 690 | 28,817 | SH | | SOLE | | 28,817 | 0 | 0 |
MACERICH CO/THE | REIT USD.01 | 554382101 | 73 | 1,315 | SH | | SOLE | | 1,315 | 0 | 0 |
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 78 | 2,248 | SH | | SOLE | | 2,248 | 0 | 0 |
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 322 | 11,000 | SH | | SOLE | | 11,000 | 0 | 0 |
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 803 | 14,700 | SH | | SOLE | | 14,700 | 0 | 0 |
MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 | 554 | 303,000 | SH | | SOLE | | 303,000 | 0 | 0 |
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 195 | 8,358 | SH | | SOLE | | 8,358 | 0 | 0 |
MARATHON PETROLEUM CORP | COMMON STOCK | 56585A102 | 16,156 | 202,029 | SH | | SOLE | | 202,029 | 0 | 0 |
MARCUS MILLICHAP INC | COMMON STOCK USD.0001 | 566324109 | 1,761 | 50,731 | SH | | SOLE | | 50,731 | 0 | 0 |
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 3,278 | 24,829 | SH | | SOLE | | 24,829 | 0 | 0 |
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 355 | 3,177 | SH | | SOLE | | 3,177 | 0 | 0 |
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 3,682 | 44,507 | SH | | SOLE | | 44,507 | 0 | 0 |
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 250 | 6,830 | SH | | SOLE | | 6,830 | 0 | 0 |
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 501 | 4,023 | SH | | SOLE | | 4,023 | 0 | 0 |
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 733 | 11,443 | SH | | SOLE | | 11,443 | 0 | 0 |
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 3,667 | 82,117 | SH | | SOLE | | 82,117 | 0 | 0 |
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 28,805 | 129,397 | SH | | SOLE | | 129,397 | 0 | 0 |
MATERIALS SELECT SECTOR SPDR F | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 21,851 | 377,195 | SH | | SOLE | | 377,195 | 0 | 0 |
MATERION CORP | COMMON STOCK | 576690101 | 791 | 13,082 | SH | | SOLE | | 13,082 | 0 | 0 |
MAXIM INTEGRATED PRODUCTS | COMMON STOCK USD.001 | 57772K101 | 1,185 | 21,014 | SH | | SOLE | | 21,014 | 0 | 0 |
MAXIMUS INC | COMMON STOCK | 577933104 | 1,827 | 28,083 | SH | | SOLE | | 28,083 | 0 | 0 |
MB FINANCIAL INC | COMMON STOCK USD.01 | 55264U108 | 2,790 | 60,500 | SH | | SOLE | | 60,500 | 0 | 0 |
MCCORMICK CO NON VTG SHRS | COMMON STOCK | 579780206 | 187 | 1,416 | SH | | SOLE | | 1,416 | 0 | 0 |
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037703 | 1,634 | 88,639 | SH | | SOLE | | 88,639 | 0 | 0 |
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 4,414 | 26,388 | SH | | SOLE | | 26,388 | 0 | 0 |
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 281 | 2,115 | SH | | SOLE | | 2,115 | 0 | 0 |
MDC HOLDINGS INC | COMMON STOCK USD.01 | 552676108 | 2,021 | 68,315 | SH | | SOLE | | 68,315 | 0 | 0 |
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 6,195 | 415,498 | SH | | SOLE | | 415,498 | 0 | 0 |
MEDIFAST INC | COMMON STOCK USD.001 | 58470H101 | 489 | 2,206 | SH | | SOLE | | 2,206 | 0 | 0 |
MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 58506Q109 | 409 | 6,825 | SH | | SOLE | | 6,825 | 0 | 0 |
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 3,531 | 35,894 | SH | | SOLE | | 35,894 | 0 | 0 |
MERCADOLIBRE INC | COMMON STOCK USD.001 | 58733R102 | 410 | 1,203 | SH | | SOLE | | 1,203 | 0 | 0 |
MERCK CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 19,324 | 272,400 | SH | | SOLE | | 272,400 | 0 | 0 |
MERIDIAN BANCORP INC | COMMON STOCK | 58958U103 | 1,108 | 65,166 | SH | | SOLE | | 65,166 | 0 | 0 |
MERITAGE HOMES CORP | COMMON STOCK USD.01 | 59001A102 | 1,883 | 47,181 | SH | | SOLE | | 47,181 | 0 | 0 |
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 3,864 | 82,715 | SH | | SOLE | | 82,715 | 0 | 0 |
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 5,564 | 9,136 | SH | | SOLE | | 9,136 | 0 | 0 |
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 5,186 | 389,615 | SH | | SOLE | | 389,615 | 0 | 0 |
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1,499 | 50,845 | SH | | SOLE | | 50,845 | 0 | 0 |
MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 552953101 | 218 | 7,809 | SH | | SOLE | | 7,809 | 0 | 0 |
MICHAEL KORS HOLDINGS LTD | COMMON STOCK | G60754101 | 4,759 | 69,420 | SH | | SOLE | | 69,420 | 0 | 0 |
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 3,585 | 220,859 | SH | | SOLE | | 220,859 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 595017104 | 266 | 3,375 | SH | | SOLE | | 3,375 | 0 | 0 |
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 2,650 | 58,592 | SH | | SOLE | | 58,592 | 0 | 0 |
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 95,753 | 837,219 | SH | | SOLE | | 837,219 | 0 | 0 |
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 4,336 | 43,286 | SH | | SOLE | | 43,286 | 0 | 0 |
MIDDLEBY CORP | COMMON STOCK USD.01 | 596278101 | 660 | 5,100 | SH | | SOLE | | 5,100 | 0 | 0 |
MIMEDX GROUP INC | COMMON STOCK USD.001 | 602496101 | 570 | 92,307 | SH | | SOLE | | 92,307 | 0 | 0 |
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 456 | 6,749 | SH | | SOLE | | 6,749 | 0 | 0 |
MITEL NETWORKS CORP | COMMON STOCK | 60671Q104 | 4,294 | 389,700 | SH | | SOLE | | 389,700 | 0 | 0 |
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 2,541 | 31,700 | SH | | SOLE | | 31,700 | 0 | 0 |
MODEL N INC | COMMON STOCK USD.00015 | 607525102 | 755 | 47,606 | SH | | SOLE | | 47,606 | 0 | 0 |
MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 608190104 | 5,331 | 30,404 | SH | | SOLE | | 30,404 | 0 | 0 |
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 818 | 5,500 | SH | | SOLE | | 5,500 | 0 | 0 |
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 7,473 | 121,505 | SH | | SOLE | | 121,505 | 0 | 0 |
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 13,669 | 318,172 | SH | | SOLE | | 318,172 | 0 | 0 |
MONMOUTH REAL ESTATE INV COR | REIT USD.01 | 609720107 | 2,012 | 120,346 | SH | | SOLE | | 120,346 | 0 | 0 |
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 457 | 22,627 | SH | | SOLE | | 22,627 | 0 | 0 |
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 5,060 | 30,266 | SH | | SOLE | | 30,266 | 0 | 0 |
MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 | 2,354 | 27,382 | SH | | SOLE | | 27,382 | 0 | 0 |
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 4,976 | 106,859 | SH | | SOLE | | 106,859 | 0 | 0 |
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 212 | 6,513 | SH | | SOLE | | 6,513 | 0 | 0 |
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 205 | 1,572 | SH | | SOLE | | 1,572 | 0 | 0 |
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 5,828 | 32,848 | SH | | SOLE | | 32,848 | 0 | 0 |
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 1,335 | 40,051 | SH | | SOLE | | 40,051 | 0 | 0 |
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 813 | 22,222 | SH | | SOLE | | 22,222 | 0 | 0 |
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 690 | 15,002 | SH | | SOLE | | 15,002 | 0 | 0 |
NANOMETRICS INC | COMMON STOCK | 630077105 | 1,257 | 33,495 | SH | | SOLE | | 33,495 | 0 | 0 |
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 77 | 897 | SH | | SOLE | | 897 | 0 | 0 |
NATERA INC | COMMON STOCK USD.0001 | 632307104 | 278 | 11,616 | SH | | SOLE | | 11,616 | 0 | 0 |
NATIONAL BANK HOLD CL A | COMMON STOCK | 633707104 | 2,366 | 62,838 | SH | | SOLE | | 62,838 | 0 | 0 |
NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 635017106 | 839 | 7,196 | SH | | SOLE | | 7,196 | 0 | 0 |
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 185 | 3,300 | SH | | SOLE | | 3,300 | 0 | 0 |
NATIONAL OILWELL VARCO INC | COMMON STOCK USD.01 | 637071101 | 348 | 8,085 | SH | | SOLE | | 8,085 | 0 | 0 |
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 3,949 | 88,100 | SH | | SOLE | | 88,100 | 0 | 0 |
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 1,171 | 46,034 | SH | | SOLE | | 46,034 | 0 | 0 |
NATL HEALTH INVESTORS INC | REIT USD.01 | 63633D104 | 1,665 | 22,026 | SH | | SOLE | | 22,026 | 0 | 0 |
NAUTILUS INC | COMMON STOCK | 63910B102 | 504 | 36,114 | SH | | SOLE | | 36,114 | 0 | 0 |
NAVIGATORS GROUP INC | COMMON STOCK USD.1 | 638904102 | 125 | 1,806 | SH | | SOLE | | 1,806 | 0 | 0 |
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 1,488 | 98,246 | SH | | SOLE | | 98,246 | 0 | 0 |
NEKTAR THERAPEUTICS | COMMON STOCK USD.0001 | 640268108 | 105 | 1,717 | SH | | SOLE | | 1,717 | 0 | 0 |
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 2,899 | 33,749 | SH | | SOLE | | 33,749 | 0 | 0 |
NETEASE INC ADR | ADR USD.0001 | 64110W102 | 4,090 | 17,920 | SH | | SOLE | | 17,920 | 0 | 0 |
NETFLIX INC | COMMON STOCK USD.001 | 64110L106 | 13,019 | 34,799 | SH | | SOLE | | 34,799 | 0 | 0 |
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 1,588 | 12,912 | SH | | SOLE | | 12,912 | 0 | 0 |
NEVRO CORP | COMMON STOCK USD.001 | 64157F103 | 321 | 5,625 | SH | | SOLE | | 5,625 | 0 | 0 |
NEW RELIC INC | COMMON STOCK USD.001 | 64829B100 | 2,250 | 23,875 | SH | | SOLE | | 23,875 | 0 | 0 |
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 4,086 | 229,300 | SH | | SOLE | | 229,300 | 0 | 0 |
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 110 | 5,442 | SH | | SOLE | | 5,442 | 0 | 0 |
NEWMARKET CORP | COMMON STOCK | 651587107 | 991 | 2,443 | SH | | SOLE | | 2,443 | 0 | 0 |
NEWMONT MINING CORP | COMMON STOCK USD1.6 | 651639106 | 203 | 6,712 | SH | | SOLE | | 6,712 | 0 | 0 |
NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 | 1,794 | 136,025 | SH | | SOLE | | 136,025 | 0 | 0 |
NEXEO SOLUTIONS INC | COMMON STOCK | 65342H102 | 1,464 | 119,540 | SH | | SOLE | | 119,540 | 0 | 0 |
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 951 | 28,634 | SH | | SOLE | | 28,634 | 0 | 0 |
NEXSTAR MEDIA GROUP INC CL A | COMMON STOCK USD.01 | 65336K103 | 2,149 | 26,406 | SH | | SOLE | | 26,406 | 0 | 0 |
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 2,762 | 16,479 | SH | | SOLE | | 16,479 | 0 | 0 |
NIC INC | COMMON STOCK | 62914B100 | 1,165 | 78,740 | SH | | SOLE | | 78,740 | 0 | 0 |
NIELSEN HOLDINGS PLC | COMMON STOCK EUR.07 | G6518L108 | 112 | 4,056 | SH | | SOLE | | 4,056 | 0 | 0 |
NIKE INC CL B | COMMON STOCK | 654106103 | 5,713 | 67,434 | SH | | SOLE | | 67,434 | 0 | 0 |
NISOURCE INC | COMMON STOCK USD.01 | 65473P105 | 72 | 2,870 | SH | | SOLE | | 2,870 | 0 | 0 |
NOBLE ENERGY INC | COMMON STOCK USD.01 | 655044105 | 203 | 6,508 | SH | | SOLE | | 6,508 | 0 | 0 |
NOMAD FOODS LTD | COMMON STOCK | G6564A105 | 988 | 48,761 | SH | | SOLE | | 48,761 | 0 | 0 |
NORDSON CORP | COMMON STOCK | 655663102 | 2,898 | 20,867 | SH | | SOLE | | 20,867 | 0 | 0 |
NORDSTROM INC | COMMON STOCK | 655664100 | 82 | 1,365 | SH | | SOLE | | 1,365 | 0 | 0 |
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 4,641 | 25,714 | SH | | SOLE | | 25,714 | 0 | 0 |
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 1,131 | 11,071 | SH | | SOLE | | 11,071 | 0 | 0 |
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | G66721104 | 128 | 2,229 | SH | | SOLE | | 2,229 | 0 | 0 |
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 88 | 2,345 | SH | | SOLE | | 2,345 | 0 | 0 |
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 391 | 6,161 | SH | | SOLE | | 6,161 | 0 | 0 |
NUTRISYSTEM INC | COMMON STOCK USD.001 | 67069D108 | 1,210 | 32,652 | SH | | SOLE | | 32,652 | 0 | 0 |
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 348 | 4,900 | SH | | SOLE | | 4,900 | 0 | 0 |
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 14,106 | 50,194 | SH | | SOLE | | 50,194 | 0 | 0 |
NXP SEMICONDUCTORS NV | COMMON STOCK | N6596X109 | 119 | 1,397 | SH | | SOLE | | 1,397 | 0 | 0 |
NXSTAGE MEDICAL INC | COMMON STOCK USD.001 | 67072V103 | 1,495 | 53,600 | SH | | SOLE | | 53,600 | 0 | 0 |
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 3,240 | 9,330 | SH | | SOLE | | 9,330 | 0 | 0 |
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 955 | 11,617 | SH | | SOLE | | 11,617 | 0 | 0 |
OCEAN RIG UDW INC A | COMMON STOCK USD.01 | G66964118 | 4,469 | 129,100 | SH | | SOLE | | 129,100 | 0 | 0 |
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 2,484 | 68,400 | SH | | SOLE | | 68,400 | 0 | 0 |
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 4,985 | 30,912 | SH | | SOLE | | 30,912 | 0 | 0 |
OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 | 752 | 33,600 | SH | | SOLE | | 33,600 | 0 | 0 |
OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 680277100 | 380 | 24,626 | SH | | SOLE | | 24,626 | 0 | 0 |
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 773 | 23,600 | SH | | SOLE | | 23,600 | 0 | 0 |
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 1,849 | 27,177 | SH | | SOLE | | 27,177 | 0 | 0 |
ONE GAS INC | COMMON STOCK | 68235P108 | 4,590 | 55,784 | SH | | SOLE | | 55,784 | 0 | 0 |
ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 682406103 | 602 | 21,667 | SH | | SOLE | | 21,667 | 0 | 0 |
ONEOK INC | COMMON STOCK USD.01 | 682680103 | 498 | 7,344 | SH | | SOLE | | 7,344 | 0 | 0 |
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 12,594 | 244,250 | SH | | SOLE | | 244,250 | 0 | 0 |
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 850 | 55,011 | SH | | SOLE | | 55,011 | 0 | 0 |
ORBOTECH LTD | COMMON STOCK USD.14 | M75253100 | 2,040 | 34,321 | SH | | SOLE | | 34,321 | 0 | 0 |
ORION GROUP HOLDINGS INC | COMMON STOCK USD.01 | 68628V308 | 402 | 53,248 | SH | | SOLE | | 53,248 | 0 | 0 |
OWENS MINOR INC | COMMON STOCK USD2.0 | 690732102 | 1,134 | 68,624 | SH | | SOLE | | 68,624 | 0 | 0 |
OWENS CORNING | COMMON STOCK USD.001 | 690742101 | 5,204 | 95,900 | SH | | SOLE | | 95,900 | 0 | 0 |
P G E CORP | COMMON STOCK | 69331C108 | 319 | 6,943 | SH | | SOLE | | 6,943 | 0 | 0 |
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 7,545 | 110,654 | SH | | SOLE | | 110,654 | 0 | 0 |
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 4,234 | 38,603 | SH | | SOLE | | 38,603 | 0 | 0 |
PACWEST BANCORP | COMMON STOCK | 695263103 | 2,530 | 53,100 | SH | | SOLE | | 53,100 | 0 | 0 |
PARK HOTELS RESORTS INC | REIT USD.01 | 700517105 | 1,512 | 46,074 | SH | | SOLE | | 46,074 | 0 | 0 |
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 12,646 | 68,754 | SH | | SOLE | | 68,754 | 0 | 0 |
PARSLEY ENERGY INC CLASS A | COMMON STOCK USD.01 | 701877102 | 328 | 11,220 | SH | | SOLE | | 11,220 | 0 | 0 |
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 270 | 3,672 | SH | | SOLE | | 3,672 | 0 | 0 |
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 2,081 | 23,689 | SH | | SOLE | | 23,689 | 0 | 0 |
PDC ENERGY INC | COMMON STOCK USD.01 | 69327R101 | 767 | 15,669 | SH | | SOLE | | 15,669 | 0 | 0 |
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 4,962 | 139,230 | SH | | SOLE | | 139,230 | 0 | 0 |
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 678 | 18,651 | SH | | SOLE | | 18,651 | 0 | 0 |
PENN NATIONAL GAMING INC | COMMON STOCK USD.01 | 707569109 | 372 | 11,296 | SH | | SOLE | | 11,296 | 0 | 0 |
PEOPLE S UNITED FINANCIAL | COMMON STOCK USD.01 | 712704105 | 68 | 3,988 | SH | | SOLE | | 3,988 | 0 | 0 |
PEOPLE S UTAH BANCORP | COMMON STOCK USD.01 | 712706209 | 917 | 27,005 | SH | | SOLE | | 27,005 | 0 | 0 |
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 7,792 | 69,700 | SH | | SOLE | | 69,700 | 0 | 0 |
PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 | 1,908 | 57,301 | SH | | SOLE | | 57,301 | 0 | 0 |
PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 | 637 | 6,551 | SH | | SOLE | | 6,551 | 0 | 0 |
PERRIGO CO PLC | COMMON STOCK EUR.001 | G97822103 | 121 | 1,705 | SH | | SOLE | | 1,705 | 0 | 0 |
PERRY ELLIS INTERNATIONAL | COMMON STOCK USD.01 | 288853104 | 2,173 | 79,501 | SH | | SOLE | | 79,501 | 0 | 0 |
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 7,304 | 165,736 | SH | | SOLE | | 165,736 | 0 | 0 |
PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 71742Q106 | 694 | 16,182 | SH | | SOLE | | 16,182 | 0 | 0 |
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 4,278 | 52,467 | SH | | SOLE | | 52,467 | 0 | 0 |
PHILLIPS 66 | COMMON STOCK | 718546104 | 3,366 | 29,858 | SH | | SOLE | | 29,858 | 0 | 0 |
PHYSICIANS REALTY TRUST | REIT USD.01 | 71943U104 | 1,768 | 104,840 | SH | | SOLE | | 104,840 | 0 | 0 |
PINNACLE ENTERTAINMENT INC | COMMON STOCK USD.01 | 72348Y105 | 2,783 | 82,600 | SH | | SOLE | | 82,600 | 0 | 0 |
PINNACLE FOODS INC | COMMON STOCK USD.01 | 72348P104 | 2,981 | 46,000 | SH | | SOLE | | 46,000 | 0 | 0 |
PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 | 225 | 2,841 | SH | | SOLE | | 2,841 | 0 | 0 |
PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01 | 723787107 | 826 | 4,742 | SH | | SOLE | | 4,742 | 0 | 0 |
PLANET FITNESS INC CL A | COMMON STOCK USD.0001 | 72703H101 | 1,189 | 22,002 | SH | | SOLE | | 22,002 | 0 | 0 |
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 703 | 5,160 | SH | | SOLE | | 5,160 | 0 | 0 |
PNM RESOURCES INC | COMMON STOCK | 69349H107 | 959 | 24,316 | SH | | SOLE | | 24,316 | 0 | 0 |
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 1,902 | 37,120 | SH | | SOLE | | 37,120 | 0 | 0 |
PORTLAND GENERAL ELECTRIC CO | COMMON STOCK | 736508847 | 3,111 | 68,211 | SH | | SOLE | | 68,211 | 0 | 0 |
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 4,480 | 45,700 | SH | | SOLE | | 45,700 | 0 | 0 |
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 8,888 | 81,444 | SH | | SOLE | | 81,444 | 0 | 0 |
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 218 | 7,452 | SH | | SOLE | | 7,452 | 0 | 0 |
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 2,744 | 24,900 | SH | | SOLE | | 24,900 | 0 | 0 |
PRAXAIR INC | COMMON STOCK USD.01 | 74005P104 | 906 | 5,634 | SH | | SOLE | | 5,634 | 0 | 0 |
PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 74112D101 | 2,385 | 62,940 | SH | | SOLE | | 62,940 | 0 | 0 |
PRIMERICA INC | COMMON STOCK | 74164M108 | 3,519 | 29,189 | SH | | SOLE | | 29,189 | 0 | 0 |
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 138 | 2,356 | SH | | SOLE | | 2,356 | 0 | 0 |
PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 | 8,691 | 104,418 | SH | | SOLE | | 104,418 | 0 | 0 |
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 1,621 | 45,924 | SH | | SOLE | | 45,924 | 0 | 0 |
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 6,978 | 98,233 | SH | | SOLE | | 98,233 | 0 | 0 |
PROLOGIS INC | REIT USD.01 | 74340W103 | 12,210 | 180,117 | SH | | SOLE | | 180,117 | 0 | 0 |
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 701 | 6,590 | SH | | SOLE | | 6,590 | 0 | 0 |
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 12,781 | 126,143 | SH | | SOLE | | 126,143 | 0 | 0 |
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 5,846 | 45,997 | SH | | SOLE | | 45,997 | 0 | 0 |
PTC INC | COMMON STOCK USD.01 | 69370C100 | 1,357 | 12,783 | SH | | SOLE | | 12,783 | 0 | 0 |
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 285 | 5,399 | SH | | SOLE | | 5,399 | 0 | 0 |
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 5,961 | 29,565 | SH | | SOLE | | 29,565 | 0 | 0 |
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 9,186 | 370,857 | SH | | SOLE | | 370,857 | 0 | 0 |
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 122 | 844 | SH | | SOLE | | 844 | 0 | 0 |
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 370 | 32,678 | SH | | SOLE | | 32,678 | 0 | 0 |
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 136 | 1,775 | SH | | SOLE | | 1,775 | 0 | 0 |
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 2,309 | 32,054 | SH | | SOLE | | 32,054 | 0 | 0 |
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 3,029 | 33,999 | SH | | SOLE | | 33,999 | 0 | 0 |
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 68 | 2,043 | SH | | SOLE | | 2,043 | 0 | 0 |
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 130 | 1,202 | SH | | SOLE | | 1,202 | 0 | 0 |
QUIDEL CORP | COMMON STOCK USD.001 | 74838J101 | 368 | 5,645 | SH | | SOLE | | 5,645 | 0 | 0 |
QURATE RETAIL INC | COMMON STOCK USD.01 | 74915M100 | 1,731 | 77,926 | SH | | SOLE | | 77,926 | 0 | 0 |
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 7,371 | 356,605 | SH | | SOLE | | 356,605 | 0 | 0 |
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 74 | 536 | SH | | SOLE | | 536 | 0 | 0 |
RAPID7 INC | COMMON STOCK USD.01 | 753422104 | 811 | 21,958 | SH | | SOLE | | 21,958 | 0 | 0 |
RAVEN INDUSTRIES INC | COMMON STOCK USD1.0 | 754212108 | 407 | 8,904 | SH | | SOLE | | 8,904 | 0 | 0 |
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 81 | 885 | SH | | SOLE | | 885 | 0 | 0 |
RAYONIER INC | REIT | 754907103 | 1,261 | 37,310 | SH | | SOLE | | 37,310 | 0 | 0 |
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 9,539 | 46,159 | SH | | SOLE | | 46,159 | 0 | 0 |
REALPAGE INC | COMMON STOCK USD.001 | 75606N109 | 720 | 10,922 | SH | | SOLE | | 10,922 | 0 | 0 |
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 3,244 | 57,014 | SH | | SOLE | | 57,014 | 0 | 0 |
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 3,080 | 22,599 | SH | | SOLE | | 22,599 | 0 | 0 |
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 2,860 | 44,231 | SH | | SOLE | | 44,231 | 0 | 0 |
REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 | 390 | 966 | SH | | SOLE | | 966 | 0 | 0 |
REGENXBIO INC | COMMON STOCK USD.0001 | 75901B107 | 1,359 | 18,003 | SH | | SOLE | | 18,003 | 0 | 0 |
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 2,462 | 134,148 | SH | | SOLE | | 134,148 | 0 | 0 |
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 5,501 | 64,500 | SH | | SOLE | | 64,500 | 0 | 0 |
RENEWABLE ENERGY GROUP INC | COMMON STOCK USD.0001 | 75972A301 | 1,431 | 49,688 | SH | | SOLE | | 49,688 | 0 | 0 |
RENT A CENTER INC | COMMON STOCK USD.01 | 76009N100 | 1,467 | 102,000 | SH | | SOLE | | 102,000 | 0 | 0 |
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 2,666 | 36,695 | SH | | SOLE | | 36,695 | 0 | 0 |
RESMED INC | COMMON STOCK USD.004 | 761152107 | 2,027 | 17,570 | SH | | SOLE | | 17,570 | 0 | 0 |
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 2,251 | 120,559 | SH | | SOLE | | 120,559 | 0 | 0 |
REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 76169C100 | 1,103 | 34,527 | SH | | SOLE | | 34,527 | 0 | 0 |
RH | COMMON STOCK USD.0001 | 74967X103 | 360 | 2,746 | SH | | SOLE | | 2,746 | 0 | 0 |
RITE AID CORP | COMMON STOCK USD1.0 | 767754104 | 159 | 123,837 | SH | | SOLE | | 123,837 | 0 | 0 |
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 3,308 | 46,997 | SH | | SOLE | | 46,997 | 0 | 0 |
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 1,119 | 5,967 | SH | | SOLE | | 5,967 | 0 | 0 |
ROCKWELL COLLINS INC | COMMON STOCK USD.01 | 774341101 | 2,781 | 19,800 | SH | | SOLE | | 19,800 | 0 | 0 |
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 4,356 | 14,707 | SH | | SOLE | | 14,707 | 0 | 0 |
ROSETTA STONE INC | COMMON STOCK USD.00005 | 777780107 | 1,441 | 72,462 | SH | | SOLE | | 72,462 | 0 | 0 |
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 2,740 | 27,647 | SH | | SOLE | | 27,647 | 0 | 0 |
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 3,742 | 198,727 | SH | | SOLE | | 198,727 | 0 | 0 |
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK USD.01 | V7780T103 | 239 | 1,842 | SH | | SOLE | | 1,842 | 0 | 0 |
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 903 | 13,900 | SH | | SOLE | | 13,900 | 0 | 0 |
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 1,852 | 75,738 | SH | | SOLE | | 75,738 | 0 | 0 |
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 1,361 | 43,151 | SH | | SOLE | | 43,151 | 0 | 0 |
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 898 | 79,488 | SH | | SOLE | | 79,488 | 0 | 0 |
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 1,495 | 17,355 | SH | | SOLE | | 17,355 | 0 | 0 |
S P GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 4,456 | 22,804 | SH | | SOLE | | 22,804 | 0 | 0 |
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 532 | 22,997 | SH | | SOLE | | 22,997 | 0 | 0 |
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X873 | 847 | 82,239 | SH | | SOLE | | 82,239 | 0 | 0 |
SAFE BULKERS INC | COMMON STOCK USD.001 | Y7388L103 | 309 | 107,389 | SH | | SOLE | | 107,389 | 0 | 0 |
SAGE THERAPEUTICS INC | COMMON STOCK USD.0001 | 78667J108 | 636 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 15,508 | 97,516 | SH | | SOLE | | 97,516 | 0 | 0 |
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 920 | 84,603 | SH | | SOLE | | 84,603 | 0 | 0 |
SANTANDER CONSUMER USA HOLDI | COMMON STOCK USD.01 | 80283M101 | 1,541 | 76,900 | SH | | SOLE | | 76,900 | 0 | 0 |
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 850 | 5,264 | SH | | SOLE | | 5,264 | 0 | 0 |
SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 | 197 | 1,227 | SH | | SOLE | | 1,227 | 0 | 0 |
SCANA CORP | COMMON STOCK | 80589M102 | 81 | 2,082 | SH | | SOLE | | 2,082 | 0 | 0 |
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 17,693 | 290,436 | SH | | SOLE | | 290,436 | 0 | 0 |
SCHNITZER STEEL INDS INC A | COMMON STOCK USD1.0 | 806882106 | 681 | 25,166 | SH | | SOLE | | 25,166 | 0 | 0 |
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 1,095 | 22,288 | SH | | SOLE | | 22,288 | 0 | 0 |
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 3,228 | 68,166 | SH | | SOLE | | 68,166 | 0 | 0 |
SEATTLE GENETICS INC | COMMON STOCK USD.001 | 812578102 | 501 | 6,500 | SH | | SOLE | | 6,500 | 0 | 0 |
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 1,285 | 21,032 | SH | | SOLE | | 21,032 | 0 | 0 |
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,630 | 14,329 | SH | | SOLE | | 14,329 | 0 | 0 |
SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 | 4,327 | 97,900 | SH | | SOLE | | 97,900 | 0 | 0 |
SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 | 1,206 | 6,166 | SH | | SOLE | | 6,166 | 0 | 0 |
SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 | 6,036 | 13,259 | SH | | SOLE | | 13,259 | 0 | 0 |
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 527 | 13,688 | SH | | SOLE | | 13,688 | 0 | 0 |
SHORE BANCSHARES INC | COMMON STOCK USD.01 | 825107105 | 497 | 27,903 | SH | | SOLE | | 27,903 | 0 | 0 |
SHUTTERFLY INC | COMMON STOCK USD.0001 | 82568P304 | 1,037 | 15,731 | SH | | SOLE | | 15,731 | 0 | 0 |
SIGNET JEWELERS LTD | COMMON STOCK USD.18 | G81276100 | 521 | 7,900 | SH | | SOLE | | 7,900 | 0 | 0 |
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 1,306 | 44,336 | SH | | SOLE | | 44,336 | 0 | 0 |
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 12,534 | 70,914 | SH | | SOLE | | 70,914 | 0 | 0 |
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 623 | 21,985 | SH | | SOLE | | 21,985 | 0 | 0 |
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 2,996 | 33,023 | SH | | SOLE | | 33,023 | 0 | 0 |
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 4,783 | 49,043 | SH | | SOLE | | 49,043 | 0 | 0 |
SMART GLOBAL HOLDINGS INC | COMMON STOCK USD.01 | G8232Y101 | 356 | 12,403 | SH | | SOLE | | 12,403 | 0 | 0 |
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 1,303 | 24,416 | SH | | SOLE | | 24,416 | 0 | 0 |
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 7,748 | 42,198 | SH | | SOLE | | 42,198 | 0 | 0 |
SODASTREAM INTERNATIONAL LTD | COMMON STOCK ILS.645 | M9068E105 | 3,763 | 26,300 | SH | | SOLE | | 26,300 | 0 | 0 |
SOLARIS OILFIELD INFRAST A | COMMON STOCK USD.01 | 83418M103 | 493 | 26,122 | SH | | SOLE | | 26,122 | 0 | 0 |
SONOCO PRODUCTS CO | COMMON STOCK | 835495102 | 1,809 | 32,600 | SH | | SOLE | | 32,600 | 0 | 0 |
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 1,863 | 42,736 | SH | | SOLE | | 42,736 | 0 | 0 |
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 376 | 6,016 | SH | | SOLE | | 6,016 | 0 | 0 |
SPDR S P 500 ETF TRUST | SPDR S+P 500 ETF TRUST | 78462F103 | 39,673 | 136,464 | SH | | SOLE | | 136,464 | 0 | 0 |
SPECTRUM PHARMACEUTICALS INC | COMMON STOCK USD.001 | 84763A108 | 535 | 31,874 | SH | | SOLE | | 31,874 | 0 | 0 |
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 9,187 | 100,214 | SH | | SOLE | | 100,214 | 0 | 0 |
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 686 | 5,671 | SH | | SOLE | | 5,671 | 0 | 0 |
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 1,209 | 12,179 | SH | | SOLE | | 12,179 | 0 | 0 |
SRC ENERGY INC | COMMON STOCK USD.001 | 78470V108 | 551 | 62,023 | SH | | SOLE | | 62,023 | 0 | 0 |
SS C TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 78467J100 | 226 | 3,980 | SH | | SOLE | | 3,980 | 0 | 0 |
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 3,161 | 13,974 | SH | | SOLE | | 13,974 | 0 | 0 |
STANDEX INTERNATIONAL CORP | COMMON STOCK USD1.5 | 854231107 | 369 | 3,537 | SH | | SOLE | | 3,537 | 0 | 0 |
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 1,258 | 8,589 | SH | | SOLE | | 8,589 | 0 | 0 |
STATE BANK FINANCIAL CORP | COMMON STOCK USD.01 | 856190103 | 1,977 | 65,500 | SH | | SOLE | | 65,500 | 0 | 0 |
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 356 | 4,249 | SH | | SOLE | | 4,249 | 0 | 0 |
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 8,645 | 191,300 | SH | | SOLE | | 191,300 | 0 | 0 |
STEPAN CO | COMMON STOCK USD1.0 | 858586100 | 1,222 | 14,040 | SH | | SOLE | | 14,040 | 0 | 0 |
STERICYCLE INC | COMMON STOCK USD.01 | 858912108 | 123 | 2,089 | SH | | SOLE | | 2,089 | 0 | 0 |
STERIS PLC | COMMON STOCK | G84720104 | 5,628 | 49,200 | SH | | SOLE | | 49,200 | 0 | 0 |
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 2,048 | 45,500 | SH | | SOLE | | 45,500 | 0 | 0 |
STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 | 355 | 6,926 | SH | | SOLE | | 6,926 | 0 | 0 |
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 1,427 | 51,344 | SH | | SOLE | | 51,344 | 0 | 0 |
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 294 | 21,705 | SH | | SOLE | | 21,705 | 0 | 0 |
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 2,248 | 22,138 | SH | | SOLE | | 22,138 | 0 | 0 |
SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 86722A103 | 602 | 51,830 | SH | | SOLE | | 51,830 | 0 | 0 |
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 3,320 | 49,703 | SH | | SOLE | | 49,703 | 0 | 0 |
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1,542 | 30,621 | SH | | SOLE | | 30,621 | 0 | 0 |
SUPERVALU INC | COMMON STOCK USD.01 | 868536301 | 6 | 200 | SH | | SOLE | | 200 | 0 | 0 |
SVB FINANCIAL GROUP | COMMON STOCK USD.001 | 78486Q101 | 130 | 418 | SH | | SOLE | | 418 | 0 | 0 |
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 2,796 | 89,951 | SH | | SOLE | | 89,951 | 0 | 0 |
SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 | 515 | 9,993 | SH | | SOLE | | 9,993 | 0 | 0 |
SYNNEX CORP | COMMON STOCK USD.001 | 87162W100 | 883 | 10,428 | SH | | SOLE | | 10,428 | 0 | 0 |
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 772 | 7,824 | SH | | SOLE | | 7,824 | 0 | 0 |
SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 87161C501 | 2,605 | 56,900 | SH | | SOLE | | 56,900 | 0 | 0 |
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 318 | 4,337 | SH | | SOLE | | 4,337 | 0 | 0 |
T MOBILE US INC | COMMON STOCK USD.0001 | 872590104 | 2,779 | 39,592 | SH | | SOLE | | 39,592 | 0 | 0 |
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 208 | 1,901 | SH | | SOLE | | 1,901 | 0 | 0 |
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 697 | 6,236 | SH | | SOLE | | 6,236 | 0 | 0 |
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 24,586 | 556,744 | SH | | SOLE | | 556,744 | 0 | 0 |
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 1,677 | 73,285 | SH | | SOLE | | 73,285 | 0 | 0 |
TAPESTRY INC | COMMON STOCK USD.01 | 876030107 | 125 | 2,496 | SH | | SOLE | | 2,496 | 0 | 0 |
TARENA INTERNATIONAL INC ADR | ADR USD.001 | 876108101 | 65 | 8,046 | SH | | SOLE | | 8,046 | 0 | 0 |
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 3,503 | 39,717 | SH | | SOLE | | 39,717 | 0 | 0 |
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 700 | 29,400 | SH | | SOLE | | 29,400 | 0 | 0 |
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 16,409 | 186,618 | SH | | SOLE | | 186,618 | 0 | 0 |
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 351 | 4,900 | SH | | SOLE | | 4,900 | 0 | 0 |
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 4,214 | 134,833 | SH | | SOLE | | 134,833 | 0 | 0 |
TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 | 2,190 | 8,877 | SH | | SOLE | | 8,877 | 0 | 0 |
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 160 | 600 | SH | | SOLE | | 600 | 0 | 0 |
TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 88033G407 | 340 | 11,960 | SH | | SOLE | | 11,960 | 0 | 0 |
TENNECO INC CLASS A | COMMON STOCK USD.01 | 880349105 | 1,758 | 41,707 | SH | | SOLE | | 41,707 | 0 | 0 |
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 9,685 | 319,729 | SH | | SOLE | | 319,729 | 0 | 0 |
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 1,951 | 51,752 | SH | | SOLE | | 51,752 | 0 | 0 |
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 783 | 11,460 | SH | | SOLE | | 11,460 | 0 | 0 |
TEVA PHARMACEUTICAL SP ADR | ADR | 881624209 | 20 | 931 | SH | | SOLE | | 931 | 0 | 0 |
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 18,075 | 168,465 | SH | | SOLE | | 168,465 | 0 | 0 |
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 418 | 5,853 | SH | | SOLE | | 5,853 | 0 | 0 |
THERAPEUTICSMD INC | COMMON STOCK USD.001 | 88338N107 | 370 | 56,364 | SH | | SOLE | | 56,364 | 0 | 0 |
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 7,039 | 28,837 | SH | | SOLE | | 28,837 | 0 | 0 |
THERMON GROUP HOLDINGS INC | COMMON STOCK USD.001 | 88362T103 | 371 | 14,376 | SH | | SOLE | | 14,376 | 0 | 0 |
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 1,182 | 14,120 | SH | | SOLE | | 14,120 | 0 | 0 |
TIFFANY CO | COMMON STOCK USD.01 | 886547108 | 130 | 1,008 | SH | | SOLE | | 1,008 | 0 | 0 |
TILLY S INC CLASS A SHRS | COMMON STOCK USD.001 | 886885102 | 330 | 17,432 | SH | | SOLE | | 17,432 | 0 | 0 |
TIMKEN CO | COMMON STOCK | 887389104 | 3,385 | 67,900 | SH | | SOLE | | 67,900 | 0 | 0 |
TITAN MACHINERY INC | COMMON STOCK USD.00001 | 88830R101 | 384 | 24,796 | SH | | SOLE | | 24,796 | 0 | 0 |
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 17,622 | 157,314 | SH | | SOLE | | 157,314 | 0 | 0 |
TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 | 3,303 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
TORCHMARK CORP | COMMON STOCK USD1.0 | 891027104 | 71 | 819 | SH | | SOLE | | 819 | 0 | 0 |
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 98 | 991 | SH | | SOLE | | 991 | 0 | 0 |
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 505 | 23,199 | SH | | SOLE | | 23,199 | 0 | 0 |
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 1,491 | 16,407 | SH | | SOLE | | 16,407 | 0 | 0 |
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 3,100 | 8,326 | SH | | SOLE | | 8,326 | 0 | 0 |
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 412 | 3,180 | SH | | SOLE | | 3,180 | 0 | 0 |
TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 89469A104 | 459 | 9,600 | SH | | SOLE | | 9,600 | 0 | 0 |
TRIBUNE MEDIA CO A | COMMON STOCK | 896047503 | 1,760 | 45,800 | SH | | SOLE | | 45,800 | 0 | 0 |
TRIMBLE INC | COMMON STOCK | 896239100 | 969 | 22,300 | SH | | SOLE | | 22,300 | 0 | 0 |
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 5,455 | 69,673 | SH | | SOLE | | 69,673 | 0 | 0 |
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 73 | 1,424 | SH | | SOLE | | 1,424 | 0 | 0 |
TWENTY FIRST CENTURY FOX B | COMMON STOCK USD.01 | 90130A200 | 172 | 3,749 | SH | | SOLE | | 3,749 | 0 | 0 |
TWENTY FIRST CENTURY FOX A | COMMON STOCK USD.01 | 90130A101 | 8,648 | 186,670 | SH | | SOLE | | 186,670 | 0 | 0 |
TWITTER INC | COMMON STOCK USD.000005 | 90184L102 | 199 | 6,993 | SH | | SOLE | | 6,993 | 0 | 0 |
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 870 | 14,613 | SH | | SOLE | | 14,613 | 0 | 0 |
UDR INC | REIT USD.01 | 902653104 | 1,679 | 41,520 | SH | | SOLE | | 41,520 | 0 | 0 |
UGI CORP | COMMON STOCK | 902681105 | 4,538 | 81,800 | SH | | SOLE | | 81,800 | 0 | 0 |
ULTA BEAUTY INC | COMMON STOCK USD.01 | 90384S303 | 195 | 692 | SH | | SOLE | | 692 | 0 | 0 |
UNIFIRST CORP/MA | COMMON STOCK USD.1 | 904708104 | 1,916 | 11,036 | SH | | SOLE | | 11,036 | 0 | 0 |
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 2,602 | 15,979 | SH | | SOLE | | 15,979 | 0 | 0 |
UNIT CORP | COMMON STOCK USD.2 | 909218109 | 409 | 15,686 | SH | | SOLE | | 15,686 | 0 | 0 |
UNITED CONTINENTAL HOLDINGS | COMMON STOCK USD.01 | 910047109 | 2,020 | 22,680 | SH | | SOLE | | 22,680 | 0 | 0 |
UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 911163103 | 1,480 | 49,400 | SH | | SOLE | | 49,400 | 0 | 0 |
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 157 | 958 | SH | | SOLE | | 958 | 0 | 0 |
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 19,711 | 140,985 | SH | | SOLE | | 140,985 | 0 | 0 |
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 742 | 5,800 | SH | | SOLE | | 5,800 | 0 | 0 |
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 39,224 | 147,436 | SH | | SOLE | | 147,436 | 0 | 0 |
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 7,794 | 254,201 | SH | | SOLE | | 254,201 | 0 | 0 |
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 1,904 | 14,893 | SH | | SOLE | | 14,893 | 0 | 0 |
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 2,012 | 51,497 | SH | | SOLE | | 51,497 | 0 | 0 |
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 1,736 | 81,542 | SH | | SOLE | | 81,542 | 0 | 0 |
US BANCORP | COMMON STOCK USD.01 | 902973304 | 5,443 | 103,064 | SH | | SOLE | | 103,064 | 0 | 0 |
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 15,789 | 344,368 | SH | | SOLE | | 344,368 | 0 | 0 |
US FOODS HOLDING CORP | COMMON STOCK USD.01 | 912008109 | 1,605 | 52,072 | SH | | SOLE | | 52,072 | 0 | 0 |
US SILICA HOLDINGS INC | COMMON STOCK USD.01 | 90346E103 | 299 | 15,888 | SH | | SOLE | | 15,888 | 0 | 0 |
USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 90328M107 | 5,024 | 41,676 | SH | | SOLE | | 41,676 | 0 | 0 |
USG CORP | COMMON STOCK USD.1 | 903293405 | 1,516 | 35,000 | SH | | SOLE | | 35,000 | 0 | 0 |
VAIL RESORTS INC | COMMON STOCK USD.01 | 91879Q109 | 4,583 | 16,700 | SH | | SOLE | | 16,700 | 0 | 0 |
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 4,827 | 42,434 | SH | | SOLE | | 42,434 | 0 | 0 |
VALHI INC | COMMON STOCK USD.01 | 918905100 | 55 | 23,973 | SH | | SOLE | | 23,973 | 0 | 0 |
VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 921659108 | 1,037 | 45,167 | SH | | SOLE | | 45,167 | 0 | 0 |
VANGUARD S P 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 20,107 | 75,292 | SH | | SOLE | | 75,292 | 0 | 0 |
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 2,613 | 23,342 | SH | | SOLE | | 23,342 | 0 | 0 |
VECTREN CORP | COMMON STOCK | 92240G101 | 3,710 | 51,900 | SH | | SOLE | | 51,900 | 0 | 0 |
VEEVA SYSTEMS INC CLASS A | COMMON STOCK USD.00001 | 922475108 | 3,440 | 31,600 | SH | | SOLE | | 31,600 | 0 | 0 |
VENTAS INC | REIT USD.25 | 92276F100 | 3,537 | 65,047 | SH | | SOLE | | 65,047 | 0 | 0 |
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 5,188 | 32,403 | SH | | SOLE | | 32,403 | 0 | 0 |
VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 | 271 | 2,249 | SH | | SOLE | | 2,249 | 0 | 0 |
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 7,466 | 139,833 | SH | | SOLE | | 139,833 | 0 | 0 |
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 12,401 | 64,341 | SH | | SOLE | | 64,341 | 0 | 0 |
VF CORP | COMMON STOCK | 918204108 | 1,328 | 14,206 | SH | | SOLE | | 14,206 | 0 | 0 |
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 2,279 | 67,503 | SH | | SOLE | | 67,503 | 0 | 0 |
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 47,585 | 317,040 | SH | | SOLE | | 317,040 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 7,503 | 368,689 | SH | | SOLE | | 368,689 | 0 | 0 |
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 4,616 | 185,527 | SH | | SOLE | | 185,527 | 0 | 0 |
VONAGE HOLDINGS CORP | COMMON STOCK USD.001 | 92886T201 | 505 | 35,668 | SH | | SOLE | | 35,668 | 0 | 0 |
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 1,728 | 23,668 | SH | | SOLE | | 23,668 | 0 | 0 |
WADDELL REED FINANCIAL A | COMMON STOCK USD.01 | 930059100 | 1,446 | 68,280 | SH | | SOLE | | 68,280 | 0 | 0 |
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 10,180 | 139,638 | SH | | SOLE | | 139,638 | 0 | 0 |
WALMART INC | COMMON STOCK USD.1 | 931142103 | 2,139 | 22,777 | SH | | SOLE | | 22,777 | 0 | 0 |
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 13,963 | 119,405 | SH | | SOLE | | 119,405 | 0 | 0 |
WARRIOR MET COAL INC | COMMON STOCK USD.01 | 93627C101 | 384 | 14,211 | SH | | SOLE | | 14,211 | 0 | 0 |
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 362 | 49,640 | SH | | SOLE | | 49,640 | 0 | 0 |
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 3,760 | 41,614 | SH | | SOLE | | 41,614 | 0 | 0 |
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 4,439 | 22,802 | SH | | SOLE | | 22,802 | 0 | 0 |
WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 942749102 | 527 | 6,352 | SH | | SOLE | | 6,352 | 0 | 0 |
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 2,024 | 30,314 | SH | | SOLE | | 30,314 | 0 | 0 |
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 1,779 | 85,197 | SH | | SOLE | | 85,197 | 0 | 0 |
WELLCARE HEALTH PLANS INC | COMMON STOCK USD.01 | 94946T106 | 1,940 | 6,053 | SH | | SOLE | | 6,053 | 0 | 0 |
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 3,258 | 61,987 | SH | | SOLE | | 61,987 | 0 | 0 |
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 2,507 | 38,978 | SH | | SOLE | | 38,978 | 0 | 0 |
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 168 | 2,862 | SH | | SOLE | | 2,862 | 0 | 0 |
WESTERN UNION CO | COMMON STOCK USD.01 | 959802109 | 898 | 47,132 | SH | | SOLE | | 47,132 | 0 | 0 |
WESTLAKE CHEMICAL CORP | COMMON STOCK USD.01 | 960413102 | 802 | 9,652 | SH | | SOLE | | 9,652 | 0 | 0 |
WESTROCK CO | COMMON STOCK | 96145D105 | 9,009 | 168,578 | SH | | SOLE | | 168,578 | 0 | 0 |
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 206 | 6,398 | SH | | SOLE | | 6,398 | 0 | 0 |
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 88 | 744 | SH | | SOLE | | 744 | 0 | 0 |
WILDHORSE RESOURCE DEVELOPME | COMMON STOCK USD.01 | 96812T102 | 565 | 23,916 | SH | | SOLE | | 23,916 | 0 | 0 |
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 204 | 1,444 | SH | | SOLE | | 1,444 | 0 | 0 |
WMIH CORP | COMMON STOCK USD.00001 | 92936P100 | 873 | 627,793 | SH | | SOLE | | 627,793 | 0 | 0 |
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 658 | 8,143 | SH | | SOLE | | 8,143 | 0 | 0 |
WORKIVA INC | COMMON STOCK USD.001 | 98139A105 | 582 | 14,736 | SH | | SOLE | | 14,736 | 0 | 0 |
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 860 | 31,056 | SH | | SOLE | | 31,056 | 0 | 0 |
WORLD WRESTLING ENTERTAIN A | COMMON STOCK USD.01 | 98156Q108 | 271 | 2,800 | SH | | SOLE | | 2,800 | 0 | 0 |
WP CAREY INC | REIT USD.001 | 92936U109 | 388 | 6,031 | SH | | SOLE | | 6,031 | 0 | 0 |
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 1,886 | 23,600 | SH | | SOLE | | 23,600 | 0 | 0 |
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 8,409 | 23,528 | SH | | SOLE | | 23,528 | 0 | 0 |
WYNDHAM DESTINATIONS INC | COMMON STOCK USD.01 | 98310W108 | 581 | 13,400 | SH | | SOLE | | 13,400 | 0 | 0 |
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 255 | 5,403 | SH | | SOLE | | 5,403 | 0 | 0 |
XCERRA CORP | COMMON STOCK USD.05 | 98400J108 | 2,052 | 143,800 | SH | | SOLE | | 143,800 | 0 | 0 |
XENIA HOTELS RESORTS INC | REIT USD.01 | 984017103 | 440 | 18,572 | SH | | SOLE | | 18,572 | 0 | 0 |
XILINX INC | COMMON STOCK USD.01 | 983919101 | 334 | 4,163 | SH | | SOLE | | 4,163 | 0 | 0 |
XO GROUP INC | COMMON STOCK USD.01 | 983772104 | 4,384 | 127,155 | SH | | SOLE | | 127,155 | 0 | 0 |
XPO LOGISTICS INC | COMMON STOCK USD.001 | 983793100 | 842 | 7,373 | SH | | SOLE | | 7,373 | 0 | 0 |
XYLEM INC | COMMON STOCK | 98419M100 | 192 | 2,409 | SH | | SOLE | | 2,409 | 0 | 0 |
YEXT INC | COMMON STOCK USD.001 | 98585N106 | 703 | 29,659 | SH | | SOLE | | 29,659 | 0 | 0 |
YY INC ADR | ADR USD.00001 | 98426T106 | 2,477 | 33,067 | SH | | SOLE | | 33,067 | 0 | 0 |
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 8,420 | 64,047 | SH | | SOLE | | 64,047 | 0 | 0 |
ZIONS BANCORP NA | COMMON STOCK USD.001 | 989701107 | 1,142 | 22,770 | SH | | SOLE | | 22,770 | 0 | 0 |
ZIX CORP | COMMON STOCK USD.01 | 98974P100 | 530 | 95,543 | SH | | SOLE | | 95,543 | 0 | 0 |
ZOETIS INC | COMMON STOCK USD.01 | 98978V103 | 408 | 4,453 | SH | | SOLE | | 4,453 | 0 | 0 |