Dupont Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COMMON STOCK USD.01	88579Y101	3,238	16,924	SH		SOLE		16,924	0	0
AARON S INC	COMMON STOCK USD.5	002535300	2,640	88,773	SH		SOLE		88,773	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	6,273	96,264	SH		SOLE		96,264	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	527	4,206	SH		SOLE		4,206	0	0
ACACIA COMMUNICATIONS INC	COMMON STOCK USD.0001	00401C108	813	13,873	SH		SOLE		13,873	0	0
ACCELERON PHARMA INC	COMMON STOCK USD.001	00434H108	319	12,037	SH		SOLE		12,037	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	2,774	23,143	SH		SOLE		23,143	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	1,495	71,175	SH		SOLE		71,175	0	0
ADIENT PLC	COMMON STOCK USD.001	G0084W101	651	8,955	SH		SOLE		8,955	0	0
ADVANCED MICRO DEVICES	COMMON STOCK USD.01	007903107	363	24,919	SH		SOLE		24,919	0	0
ADVANSIX INC	COMMON STOCK USD.01	00773T101	0	1	SH		SOLE		1	0	0
AECOM	COMMON STOCK USD.01	00766T100	3,164	88,900	SH		SOLE		88,900	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	1,517	11,894	SH		SOLE		11,894	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	8,375	51,088	SH		SOLE		51,088	0	0
AGREE REALTY CORP	REIT USD.0001	008492100	680	14,181	SH		SOLE		14,181	0	0
AIR PRODUCTS CHEMICALS INC	COMMON STOCK USD1.0	009158106	1,236	9,139	SH		SOLE		9,139	0	0
AK STEEL HOLDING CORP	COMMON STOCK USD.01	001547108	224	31,142	SH		SOLE		31,142	0	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	2,403	40,248	SH		SOLE		40,248	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	1,383	15,000	SH		SOLE		15,000	0	0
ALDER BIOPHARMACEUTICALS INC	COMMON STOCK USD.0001	014339105	352	16,914	SH		SOLE		16,914	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	271	2,456	SH		SOLE		2,456	0	0
ALIBABA GROUP HOLDING SP ADR	ADR USD.000025	01609W102	10,162	94,243	SH		SOLE		53,355	0	40,888
ALIGN TECHNOLOGY INC	COMMON STOCK USD.0001	016255101	903	7,876	SH		SOLE		7,876	0	0
ALLEGHANY CORP	COMMON STOCK USD1.0	017175100	752	1,223	SH		SOLE		1,223	0	0
ALLEGION PLC	COMMON STOCK USD.01	G0176J109	12,535	165,591	SH		SOLE		165,591	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	16,107	67,415	SH		SOLE		67,415	0	0
ALLIANCE DATA SYSTEMS CORP	COMMON STOCK USD.01	018581108	1,728	6,938	SH		SOLE		6,938	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	8,164	226,400	SH		SOLE		226,400	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	3,244	39,803	SH		SOLE		39,803	0	0
ALON USA ENERGY INC	COMMON STOCK USD.01	020520102	546	44,831	SH		SOLE		44,831	0	0
ALPHA OMEGA SEMICONDUCTOR	COMMON STOCK	G6331P104	248	14,444	SH		SOLE		14,444	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	7,712	9,096	SH		SOLE		9,096	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	51,089	61,586	SH		SOLE		61,586	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	3,430	48,030	SH		SOLE		48,030	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	506	22,448	SH		SOLE		22,448	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	42,134	47,526	SH		SOLE		47,526	0	0
AMBARELLA INC	COMMON STOCK USD.00045	G037AX101	957	17,488	SH		SOLE		17,488	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	9,084	154,800	SH		SOLE		154,800	0	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	2,570	42,146	SH		SOLE		42,146	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	5,922	139,994	SH		SOLE		130,474	0	9,520
AMERICAN ASSETS TRUST INC	REIT USD.01	024013104	610	14,570	SH		SOLE		14,570	0	0
AMERICAN AXLE MFG HOLDINGS	COMMON STOCK USD.01	024061103	1,955	104,098	SH		SOLE		104,098	0	0
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	528	11,101	SH		SOLE		11,101	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	5,974	88,991	SH		SOLE		88,991	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	2,158	27,274	SH		SOLE		27,274	0	0
AMERICAN HOMES 4 RENT A	REIT USD.01	02665T306	1,112	48,438	SH		SOLE		48,438	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	1,371	21,955	SH		SOLE		21,955	0	0
AMERICAN NATIONAL INSURANCE	COMMON STOCK USD1.0	028591105	1,369	11,600	SH		SOLE		11,600	0	0
AMERICAN OUTDOOR BRANDS CORP	COMMON STOCK USD.001	02874P103	306	15,446	SH		SOLE		15,446	0	0
AMERICAN STATES WATER CO	COMMON STOCK	029899101	1,994	45,002	SH		SOLE		45,002	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	14,597	120,101	SH		SOLE		120,101	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	508	7,830	SH		SOLE		7,830	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	2,590	29,271	SH		SOLE		29,271	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	2,476	45,789	SH		SOLE		45,789	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	22,850	139,267	SH		SOLE		139,267	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	2,315	57,014	SH		SOLE		57,014	0	0
AMTRUST FINANCIAL SERVICES	COMMON STOCK USD.01	032359309	1,320	71,505	SH		SOLE		71,505	0	0
ANALOG DEVICES INC	COMMON STOCK USD.167	032654105	884	10,791	SH		SOLE		10,791	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	215	20,000	SH		SOLE		20,000	0	0
ANIKA THERAPEUTICS INC	COMMON STOCK USD.01	035255108	1,229	28,286	SH		SOLE		28,286	0	0
ANNALY CAPITAL MANAGEMENT IN	REIT USD.01	035710409	840	75,600	SH		SOLE		75,600	0	0
ANTERO RESOURCES CORP	COMMON STOCK USD.01	03674X106	334	14,643	SH		SOLE		14,643	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	3,185	19,256	SH		SOLE		19,256	0	0
APARTMENT INVT MGMT CO A	REIT USD.01	03748R101	851	19,197	SH		SOLE		19,197	0	0
APOGEE ENTERPRISES INC	COMMON STOCK USD.333	037598109	1,724	28,920	SH		SOLE		28,920	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	1,111	59,070	SH		SOLE		59,070	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	76,957	535,685	SH		SOLE		535,685	0	0
APPLIED GENETIC TECHNOLOGIES	COMMON STOCK USD.001	03820J100	252	36,509	SH		SOLE		36,509	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	17,744	456,156	SH		SOLE		456,156	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	1,661	63,888	SH		SOLE		63,888	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK	039483102	1,982	43,054	SH		SOLE		43,054	0	0
ARGAN INC	COMMON STOCK USD.15	04010E109	380	5,740	SH		SOLE		5,740	0	0
ARRIS INTERNATIONAL PLC	COMMON STOCK GBP.0001	G0551A103	6,679	252,500	SH		SOLE		252,500	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.0	042735100	5,675	77,300	SH		SOLE		77,300	0	0
ASHFORD HOSPITALITY TRUST	REIT USD.01	044103109	519	81,437	SH		SOLE		81,437	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	7,637	129,613	SH		SOLE		129,613	0	0
ASSEMBLY BIOSCIENCES INC	COMMON STOCK USD.001	045396108	344	13,515	SH		SOLE		13,515	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	3,239	33,853	SH		SOLE		33,853	0	0
ASTORIA FINANCIAL CORP	COMMON STOCK USD.01	046265104	2,558	124,700	SH		SOLE		124,700	0	0
ATT INC	COMMON STOCK USD1.0	00206R102	18,990	457,042	SH		SOLE		457,042	0	0
ATKORE INTERNATIONAL GROUP I	COMMON STOCK USD.01	047649108	621	23,649	SH		SOLE		23,649	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	958	2,000,000	SH		SOLE		2,000,000	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	9,073	12,548	SH		SOLE		12,548	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	4,301	23,425	SH		SOLE		23,425	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.0	053611109	1,600	19,854	SH		SOLE		19,854	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	3,198	108,100	SH		SOLE		108,100	0	0
B/E AEROSPACE INC	COMMON STOCK USD.01	073302101	769	12,000	SH		SOLE		12,000	0	0
BAKER HUGHES INC	COMMON STOCK USD1.0	057224107	5,180	86,598	SH		SOLE		86,598	0	0
BANCO MACRO SA ADR	ADR	05961W105	11,154	128,653	SH		SOLE		69,523	0	59,130
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	34,567	1,465,335	SH		SOLE		1,465,335	0	0
BANK OF HAWAII CORP	COMMON STOCK USD.01	062540109	701	8,509	SH		SOLE		8,509	0	0
BANK OF NT BUTTERFIELD SON	COMMON STOCK BMD1.0	G0772R208	1,235	38,716	SH		SOLE		38,716	0	0
BANK OF THE OZARKS	COMMON STOCK USD.01	063904106	2,537	48,782	SH		SOLE		48,782	0	0
BARNES GROUP INC	COMMON STOCK USD.01	067806109	342	6,664	SH		SOLE		6,664	0	0
BARRACUDA NETWORKS INC	COMMON STOCK USD.001	068323104	517	22,375	SH		SOLE		22,375	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P209	1,105	33,111	SH		SOLE		33,111	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.0	075887109	9,296	50,676	SH		SOLE		50,676	0	0
BED BATH BEYOND INC	COMMON STOCK USD.01	075896100	7,659	194,100	SH		SOLE		194,100	0	0
BELDEN INC	COMMON STOCK USD.01	077454106	2,254	32,583	SH		SOLE		32,583	0	0
BENEFICIAL BANCORP INC	COMMON STOCK USD.01	08171T102	610	38,104	SH		SOLE		38,104	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	26,134	156,789	SH		SOLE		156,789	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	8,784	178,717	SH		SOLE		178,717	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	2,192	45,021	SH		SOLE		45,021	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	3,670	13,422	SH		SOLE		13,422	0	0
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	09061G101	200	2,280	SH		SOLE		2,280	0	0
BIOSPECIFICS TECHNOLOGIES	COMMON STOCK USD.001	090931106	479	8,749	SH		SOLE		8,749	0	0
BIOVERATIV INC	COMMON STOCK USD.001	09075E100	1,274	23,400	SH		SOLE		23,400	0	0
BLACKBAUD INC	COMMON STOCK USD.001	09227Q100	581	7,582	SH		SOLE		7,582	0	0
BLACKROCK INC	COMMON STOCK USD.01	09247X101	6,600	17,209	SH		SOLE		17,209	0	0
BLUEBIRD BIO INC	COMMON STOCK USD.01	09609G100	321	3,535	SH		SOLE		3,535	0	0
BOEING CO/THE	COMMON STOCK USD5.0	097023105	9,484	53,625	SH		SOLE		53,625	0	0
BOISE CASCADE CO	COMMON STOCK USD.01	09739D100	775	29,044	SH		SOLE		29,044	0	0
BOJANGLES INC	COMMON STOCK USD.01	097488100	730	35,617	SH		SOLE		35,617	0	0
BOOZ ALLEN HAMILTON HOLDINGS	COMMON STOCK USD.01	099502106	1,784	50,415	SH		SOLE		50,415	0	0
BORGWARNER INC	COMMON STOCK USD.01	099724106	1,196	28,620	SH		SOLE		28,620	0	0
BOSTON BEER COMPANY INC A	COMMON STOCK USD.01	100557107	415	2,872	SH		SOLE		2,872	0	0
BOSTON PROPERTIES INC	REIT USD.01	101121101	2,490	18,802	SH		SOLE		18,802	0	0
BRADY CORPORATION CL A	COMMON STOCK USD.01	104674106	504	13,048	SH		SOLE		13,048	0	0
BRIGHTCOVE	COMMON STOCK USD.001	10921T101	834	93,666	SH		SOLE		93,666	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	1,369	31,136	SH		SOLE		31,136	0	0
BRIXMOR PROPERTY GROUP INC	REIT USD.01	11120U105	1,100	51,280	SH		SOLE		51,280	0	0
BROADCOM LTD	COMMON STOCK	Y09827109	609	2,781	SH		SOLE		2,781	0	0
BROADRIDGE FINANCIAL SOLUTIO	COMMON STOCK USD.01	11133T103	48	700	SH		SOLE		700	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	2,617	209,700	SH		SOLE		209,700	0	0
BROWN BROWN INC	COMMON STOCK USD.1	115236101	461	11,059	SH		SOLE		11,059	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	6,359	103,900	SH		SOLE		103,900	0	0
BUCKLE INC/THE	COMMON STOCK USD.01	118440106	190	10,191	SH		SOLE		10,191	0	0
BUNGE LTD	COMMON STOCK USD.01	G16962105	1,157	14,600	SH		SOLE		14,600	0	0
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	12541W209	613	7,925	SH		SOLE		7,925	0	0
CA INC	COMMON STOCK USD.1	12673P105	1,970	62,100	SH		SOLE		62,100	0	0
CAESARSTONE LTD	COMMON STOCK	M20598104	568	15,675	SH		SOLE		15,675	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	1,530	138,448	SH		SOLE		138,448	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	5,770	71,717	SH		SOLE		71,717	0	0
CAMPBELL SOUP CO	COMMON STOCK USD.0375	134429109	2,979	52,038	SH		SOLE		52,038	0	0
CANADIAN NATURAL RESOURCES	COMMON STOCK	136385101	3,046	92,883	SH		SOLE		92,883	0	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	649	8,108	SH		SOLE		8,108	0	0
CAPITAL BANK FINANCIAL CL A	COMMON STOCK	139794101	1,059	24,406	SH		SOLE		24,406	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	15,120	174,472	SH		SOLE		174,472	0	0
CARDIOVASCULAR SYSTEMS INC	COMMON STOCK	141619106	415	14,670	SH		SOLE		14,670	0	0
CARE CAPITAL PROPERTIES INC	REIT USD.01	141624106	706	26,281	SH		SOLE		26,281	0	0
CARETRUST REIT INC	REIT USD.01	14174T107	775	46,069	SH		SOLE		46,069	0	0
CARNIVAL CORP	COMMON STOCK USD.01	143658300	1,926	32,688	SH		SOLE		32,688	0	0
CARTER S INC	COMMON STOCK USD.01	146229109	5,322	59,268	SH		SOLE		59,268	0	0
CATERPILLAR INC	COMMON STOCK USD1.0	149123101	1,227	13,228	SH		SOLE		13,228	0	0
CBL ASSOCIATES PROPERTIES	REIT USD.01	124830100	134	14,042	SH		SOLE		14,042	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	529	15,192	SH		SOLE		15,192	0	0
CECO ENVIRONMENTAL CORP	COMMON STOCK USD.01	125141101	386	36,725	SH		SOLE		36,725	0	0
CEDAR REALTY TRUST INC	REIT USD.06	150602209	430	85,659	SH		SOLE		85,659	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	4,151	46,200	SH		SOLE		46,200	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	22,118	177,752	SH		SOLE		177,752	0	0
CEMEX SAB SPONS ADR PART CER	ADR	151290889	18,995	2,094,248	SH		SOLE		1,133,587	0	960,661
CENTENE CORP	COMMON STOCK USD.001	15135B101	723	10,146	SH		SOLE		10,146	0	0
CENTERPOINT ENERGY INC	COMMON STOCK USD.01	15189T107	7,061	256,100	SH		SOLE		256,100	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	1,419	234,586	SH		SOLE		173,799	0	60,787
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	982	10,921	SH		SOLE		10,921	0	0
CHATHAM LODGING TRUST	REIT USD.01	16208T102	1,498	75,854	SH		SOLE		75,854	0	0
CHEESECAKE FACTORY INC/THE	COMMON STOCK USD.01	163072101	2,486	39,235	SH		SOLE		39,235	0	0
CHEMED CORP	COMMON STOCK USD1.0	16359R103	585	3,204	SH		SOLE		3,204	0	0
CHEMOURS CO/THE	COMMON STOCK	163851108	786	20,403	SH		SOLE		20,403	0	0
CHEMTURA CORP	COMMON STOCK USD.01	163893209	2,619	78,400	SH		SOLE		78,400	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	1,352	56,416	SH		SOLE		56,416	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	28,116	261,859	SH		SOLE		261,859	0	0
CHICAGO BRIDGE IRON CO NV	COMMON STOCK EUR.01	167250109	7,608	247,400	SH		SOLE		247,400	0	0
CHIMERA INVESTMENT CORP	REIT USD.01	16934Q208	4,585	227,200	SH		SOLE		227,200	0	0
CHOICE HOTELS INTL INC	COMMON STOCK USD.01	169905106	558	8,907	SH		SOLE		8,907	0	0
CHUBB LTD	COMMON STOCK	H1467J104	14,508	106,478	SH		SOLE		106,478	0	0
CIENA CORP	COMMON STOCK USD.01	171779309	685	29,000	SH		SOLE		29,000	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	7,679	52,423	SH		SOLE		52,423	0	0
CIMAREX ENERGY CO	COMMON STOCK USD.01	171798101	1,007	8,425	SH		SOLE		8,425	0	0
CINTAS CORP	COMMON STOCK	172908105	5,597	44,234	SH		SOLE		44,234	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	4,626	76,229	SH		SOLE		76,229	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	28,465	842,160	SH		SOLE		842,160	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	27,617	461,670	SH		SOLE		461,670	0	0
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	174610105	1,154	33,402	SH		SOLE		33,402	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	3,711	44,503	SH		SOLE		44,503	0	0
CLIFFS NATURAL RESOURCES INC	COMMON STOCK USD.125	18683K101	616	75,033	SH		SOLE		75,033	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	19,044	448,731	SH		SOLE		448,731	0	0
COGNEX CORP	COMMON STOCK USD.002	192422103	650	7,744	SH		SOLE		7,744	0	0
COHERENT INC	COMMON STOCK USD.01	192479103	277	1,346	SH		SOLE		1,346	0	0
COLFAX CORP	COMMON STOCK USD.001	194014106	247	6,300	SH		SOLE		6,300	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	194162103	5,816	79,461	SH		SOLE		79,461	0	0
COLONY STARWOOD HOMES	REIT USD.01	19625X102	188	5,550	SH		SOLE		5,550	0	0
COLUMBIA SPORTSWEAR CO	COMMON STOCK	198516106	477	8,114	SH		SOLE		8,114	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	29,434	783,027	SH		SOLE		783,027	0	0
COMERICA INC	COMMON STOCK USD5.0	200340107	1,716	25,020	SH		SOLE		25,020	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	2,290	62,475	SH		SOLE		62,475	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	224	4,412	SH		SOLE		4,412	0	0
CONAGRA BRANDS INC	COMMON STOCK USD5.0	205887102	4,202	104,175	SH		SOLE		104,175	0	0
CONDUENT INC	COMMON STOCK USD.01	206787103	0	1	SH		SOLE		1	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	4,753	95,300	SH		SOLE		95,300	0	0
CONSOLIDATED WATER CO ORD SH	COMMON STOCK USD.6	G23773107	417	35,834	SH		SOLE		35,834	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	12,315	75,984	SH		SOLE		75,984	0	0
CONTROL4 CORP	COMMON STOCK USD.0001	21240D107	562	35,583	SH		SOLE		35,583	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	1,606	8,034	SH		SOLE		8,034	0	0
COPART INC	COMMON STOCK	217204106	823	13,296	SH		SOLE		13,296	0	0
CORECIVIC INC	REIT USD.01	21871N101	694	22,089	SH		SOLE		22,089	0	0
CORENERGY INFRASTRUCTURE TRU	REIT USD.001	21870U502	1,189	35,194	SH		SOLE		35,194	0	0
CORESITE REALTY CORP	REIT USD.01	21870Q105	7,024	78,000	SH		SOLE		78,000	0	0
CORNING INC	COMMON STOCK USD.5	219350105	10,074	373,117	SH		SOLE		373,117	0	0
COSTAMARE INC	COMMON STOCK USD.0001	Y1771G102	341	51,271	SH		SOLE		51,271	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	4,907	29,264	SH		SOLE		29,264	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	1,859	7,480	SH		SOLE		7,480	0	0
CRANE CO	COMMON STOCK USD1.0	224399105	5,088	68,000	SH		SOLE		68,000	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.0	228368106	6,626	125,140	SH		SOLE		125,140	0	0
CST BRANDS INC	COMMON STOCK USD.01	12646R105	2,597	54,000	SH		SOLE		54,000	0	0
CUBESMART	REIT USD.01	229663109	919	35,382	SH		SOLE		35,382	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	4,775	31,582	SH		SOLE		31,582	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	653	32,538	SH		SOLE		32,538	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	22,059	281,005	SH		SOLE		281,005	0	0
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	M2682V108	333	6,539	SH		SOLE		6,539	0	0
CYRUSONE INC	REIT USD.01	23283R100	747	14,513	SH		SOLE		14,513	0	0
DANAHER CORP	COMMON STOCK USD.01	235851102	2,559	29,923	SH		SOLE		29,923	0	0
DARDEN RESTAURANTS INC	COMMON STOCK	237194105	1,136	13,583	SH		SOLE		13,583	0	0
DAVITA INC	COMMON STOCK USD.001	23918K108	3,035	44,655	SH		SOLE		44,655	0	0
DCT INDUSTRIAL TRUST INC	REIT USD.01	233153204	482	10,015	SH		SOLE		10,015	0	0
DEAN FOODS CO	COMMON STOCK USD.01	242370203	1,342	68,256	SH		SOLE		68,256	0	0
DEERE CO	COMMON STOCK USD1.0	244199105	3,483	31,991	SH		SOLE		31,991	0	0
DELL TECHNOLOGIES INC CL V	TRACKING STK	24703L103	5,088	79,400	SH		SOLE		79,400	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	2,127	26,421	SH		SOLE		26,421	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	21,680	471,725	SH		SOLE		471,725	0	0
DELUXE CORP	COMMON STOCK USD1.0	248019101	957	13,259	SH		SOLE		13,259	0	0
DEVRY EDUCATION GROUP INC	COMMON STOCK USD.01	251893103	2,301	64,901	SH		SOLE		64,901	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	270	3,181	SH		SOLE		3,181	0	0
DIAMONDROCK HOSPITALITY CO	REIT USD.01	252784301	483	43,287	SH		SOLE		43,287	0	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	815	16,745	SH		SOLE		16,745	0	0
DIGITAL REALTY TRUST INC	REIT USD.01	253868103	1,112	10,452	SH		SOLE		10,452	0	0
DIGITALGLOBE INC	COMMON STOCK USD.001	25389M877	1,202	36,714	SH		SOLE		36,714	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	6,142	89,810	SH		SOLE		89,810	0	0
DISCOVERY COMMUNICATIONS A	COMMON STOCK USD.01	25470F104	4,637	159,403	SH		SOLE		159,403	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	7,852	112,612	SH		SOLE		112,612	0	0
DOMINION RESOURCES INC/VA	COMMON STOCK	25746U109	3,800	48,991	SH		SOLE		48,991	0	0
DORMAN PRODUCTS INC	COMMON STOCK USD.01	258278100	353	4,299	SH		SOLE		4,299	0	0
DOVER CORP	COMMON STOCK USD1.0	260003108	1,309	16,291	SH		SOLE		16,291	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	1,586	47,611	SH		SOLE		47,611	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	2,703	27,600	SH		SOLE		27,600	0	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	632	11,586	SH		SOLE		11,586	0	0
DST SYSTEMS INC	COMMON STOCK USD.01	233326107	318	2,594	SH		SOLE		2,594	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	1,048	10,264	SH		SOLE		10,264	0	0
DU PONT (E.I.) DE NEMOURS	COMMON STOCK USD.3	263534109	800,836	9,969,322	SH		SOLE		9,969,322	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	3,367	41,056	SH		SOLE		41,056	0	0
DUKE REALTY CORP	REIT USD.01	264411505	94	3,567	SH		SOLE		3,567	0	0
DUPONT FABROS TECHNOLOGY	REIT USD.001	26613Q106	414	8,348	SH		SOLE		8,348	0	0
DYCOM INDUSTRIES INC	COMMON STOCK USD.333	267475101	1,576	16,959	SH		SOLE		16,959	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	2,040	259,552	SH		SOLE		259,552	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	824	23,624	SH		SOLE		23,624	0	0
EAGLE MATERIALS INC	COMMON STOCK USD.01	26969P108	4,371	45,000	SH		SOLE		45,000	0	0
EAGLE PHARMACEUTICALS INC	COMMON STOCK USD.001	269796108	339	4,085	SH		SOLE		4,085	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	6,284	121,751	SH		SOLE		121,751	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	11,467	141,921	SH		SOLE		141,921	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	4	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	3	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	23	2,000	SH		SOLE		2,000	0	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	3,211	43,299	SH		SOLE		43,299	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	1,620	20,345	SH		SOLE		20,345	0	0
ELECTRONICS FOR IMAGING	COMMON STOCK USD.01	286082102	1,355	27,746	SH		SOLE		27,746	0	0
ELI LILLY CO	COMMON STOCK	532457108	1,168	13,890	SH		SOLE		13,890	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	927	30,099	SH		SOLE		30,099	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK	29272W109	521	9,338	SH		SOLE		9,338	0	0
ENERGY XXI GULF COAST INC	COMMON STOCK	29276K101	23,221	774,796	SH		SOLE		590,575	0	184,221
ENERSYS	COMMON STOCK USD.01	29275Y102	3,961	50,173	SH		SOLE		50,173	0	0
ENSCO PLC CL A	COMMON STOCK USD.1	G3157S106	589	65,852	SH		SOLE		65,852	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	3,555	46,800	SH		SOLE		46,800	0	0
ENVESTNET INC	COMMON STOCK	29404K106	452	14,000	SH		SOLE		14,000	0	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	1,277	13,095	SH		SOLE		13,095	0	0
EPR PROPERTIES	REIT USD.01	26884U109	2,723	36,978	SH		SOLE		36,978	0	0
EQUINIX INC	REIT USD.001	29444U700	4,345	10,853	SH		SOLE		10,853	0	0
EQUITY LIFESTYLE PROPERTIES	REIT USD.01	29472R108	1,231	15,973	SH		SOLE		15,973	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	2,054	33,007	SH		SOLE		33,007	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	7,988	220,850	SH		SOLE		220,850	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	3,423	14,784	SH		SOLE		14,784	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	5,713	67,383	SH		SOLE		67,383	0	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	836	9,779	SH		SOLE		9,779	0	0
EVERBANK FINANCIAL CORP	COMMON STOCK USD.01	29977G102	306	15,700	SH		SOLE		15,700	0	0
EVERCORE PARTNERS INC CL A	COMMON STOCK USD.01	29977A105	1,932	24,800	SH		SOLE		24,800	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	11,808	50,504	SH		SOLE		50,504	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	2,387	40,601	SH		SOLE		40,601	0	0
EXELON CORP	COMMON STOCK	30161N101	11,659	324,029	SH		SOLE		324,029	0	0
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	302130109	621	10,996	SH		SOLE		10,996	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	4,742	71,940	SH		SOLE		71,940	0	0
EXTERRAN CORP	COMMON STOCK USD.01	30227H106	363	11,547	SH		SOLE		11,547	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	7,551	101,504	SH		SOLE		101,504	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	22,744	277,330	SH		SOLE		277,330	0	0
EZCORP INC	COMPANY GUAR 06/19 2.125	302301AB2	15,052	16,250,000	SH		SOLE		12,795,000	0	3,455,000
F5 NETWORKS INC	COMMON STOCK	315616102	4,330	30,371	SH		SOLE		30,371	0	0
FABRINET	COMMON STOCK USD.01	G3323L100	472	11,222	SH		SOLE		11,222	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	38,712	272,527	SH		SOLE		272,527	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	493	2,991	SH		SOLE		2,991	0	0
FAIR ISAAC CORP	COMMON STOCK USD.01	303250104	4,168	32,320	SH		SOLE		32,320	0	0
FAIRMOUNT SANTROL HOLDINGS I	COMMON STOCK USD.01	30555Q108	260	35,530	SH		SOLE		35,530	0	0
FCB FINANCIAL HOLDINGS CL A	COMMON STOCK USD.001	30255G103	2,261	45,630	SH		SOLE		45,630	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	1,162	8,704	SH		SOLE		8,704	0	0
FEDERATED INVESTORS INC CL B	COMMON STOCK	314211103	1,201	45,601	SH		SOLE		45,601	0	0
FEDERATED NATIONAL HOLDING C	COMMON STOCK USD.01	31422T101	540	30,972	SH		SOLE		30,972	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	10,362	53,100	SH		SOLE		53,100	0	0
FELCOR LODGING TRUST INC	REIT USD.01	31430F101	817	108,758	SH		SOLE		108,758	0	0
FINISAR CORPORATION	COMMON STOCK USD.001	31787A507	906	33,142	SH		SOLE		33,142	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	4,376	111,400	SH		SOLE		111,400	0	0
FIRST CITIZENS BCSHS CL A	COMMON STOCK USD1.0	31946M103	3,957	11,800	SH		SOLE		11,800	0	0
FIRST CONNECTICUT BANCORP	COMMON STOCK USD.01	319850103	798	32,167	SH		SOLE		32,167	0	0
FIRST FINANCIAL NORTHWEST	COMMON STOCK USD.01	32022K102	424	24,019	SH		SOLE		24,019	0	0
FIRST HAWAIIAN INC	COMMON STOCK USD.01	32051X108	2,358	78,800	SH		SOLE		78,800	0	0
FIRST INDUSTRIAL REALTY TR	REIT USD.01	32054K103	613	23,023	SH		SOLE		23,023	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	9,444	296,800	SH		SOLE		296,800	0	0
FISERV INC	COMMON STOCK USD.01	337738108	1,400	12,141	SH		SOLE		12,141	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	525	19,491	SH		SOLE		19,491	0	0
FLIR SYSTEMS INC	COMMON STOCK USD.01	302445101	732	20,177	SH		SOLE		20,177	0	0
FLOWERS FOODS INC	COMMON STOCK USD.01	343498101	502	25,860	SH		SOLE		25,860	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	5,736	76,678	SH		SOLE		76,678	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	5,219	448,348	SH		SOLE		448,348	0	0
FOREST CITY REALTY TRUST A	REIT USD.01	345605109	750	34,427	SH		SOLE		34,427	0	0
FORTINET INC	COMMON STOCK USD.001	34959E109	416	10,842	SH		SOLE		10,842	0	0
FORTRESS INVESTMENT GRP CL A	MLP	34958B106	2,593	326,200	SH		SOLE		326,200	0	0
FORTUNE BRANDS HOME SECURI	COMMON STOCK USD.01	34964C106	6,313	103,746	SH		SOLE		103,746	0	0
FOUR CORNERS PROPERTY TRUST	REIT USD.0001	35086T109	426	18,675	SH		SOLE		18,675	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	2,170	51,500	SH		SOLE		51,500	0	0
GAMING AND LEISURE PROPERTIE	REIT	36467J108	1,118	33,442	SH		SOLE		33,442	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	1,371	56,457	SH		SOLE		56,457	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	1,494	13,839	SH		SOLE		13,839	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	5,594	150,050	SH		SOLE		150,050	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	369550108	13,061	69,770	SH		SOLE		69,770	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	5,743	192,711	SH		SOLE		192,711	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	13,713	387,816	SH		SOLE		387,816	0	0
GENTHERM INC	COMMON STOCK	37253A103	1,906	48,555	SH		SOLE		48,555	0	0
GENUINE PARTS CO	COMMON STOCK USD1.0	372460105	469	5,072	SH		SOLE		5,072	0	0
GGP INC	REIT USD.01	36174X101	7,357	317,407	SH		SOLE		317,407	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	14,678	216,112	SH		SOLE		216,112	0	0
GLAUKOS CORP	COMMON STOCK USD.001	377322102	776	15,119	SH		SOLE		15,119	0	0
GLOBAL BROKERAGE INC	SR UNSECURED 06/18 2.25	302693AB2	2,077	6,200,000	SH		SOLE		6,200,000	0	0
GLOBAL PAYMENTS INC	COMMON STOCK	37940X102	561	6,959	SH		SOLE		6,959	0	0
GLOBALSTAR INC	COMMON STOCK USD.0001	378973408	56	35,000	SH		SOLE		35,000	0	0
GLOBANT SA	COMMON STOCK USD1.2	L44385109	566	15,542	SH		SOLE		15,542	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	13,131	57,162	SH		SOLE		57,162	0	0
GOODYEAR TIRE RUBBER CO	COMMON STOCK	382550101	3,337	92,684	SH		SOLE		92,684	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	1,909	91,194	SH		SOLE		91,194	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	1,706	117,680	SH		SOLE		117,680	0	0
GREAT WESTERN BANCORP INC	COMMON STOCK USD.01	391416104	2,017	47,551	SH		SOLE		47,551	0	0
GREEN PLAINS INC	COMMON STOCK USD.001	393222104	376	15,205	SH		SOLE		15,205	0	0
GREENBRIER COMPANIES INC	COMMON STOCK	393657101	2,058	47,751	SH		SOLE		47,751	0	0
GREENHILL CO INC	COMMON STOCK USD.01	395259104	1,428	48,738	SH		SOLE		48,738	0	0
GROUP 1 AUTOMOTIVE INC	COMMON STOCK USD.01	398905109	654	8,822	SH		SOLE		8,822	0	0
GUARANTY BANCORP	COMMON STOCK USD.001	40075T607	720	29,551	SH		SOLE		29,551	0	0
GUIDEWIRE SOFTWARE INC	COMMON STOCK USD.0001	40171V100	528	9,366	SH		SOLE		9,366	0	0
HR BLOCK INC	COMMON STOCK	093671105	3,541	152,300	SH		SOLE		152,300	0	0
HACKETT GROUP INC/THE	COMMON STOCK USD.001	404609109	500	25,651	SH		SOLE		25,651	0	0
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	40637H109	253	19,543	SH		SOLE		19,543	0	0
HALYARD HEALTH INC	COMMON STOCK USD.01	40650V100	301	7,900	SH		SOLE		7,900	0	0
HANOVER INSURANCE GROUP INC/	COMMON STOCK USD.01	410867105	5,043	56,000	SH		SOLE		56,000	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	521	8,612	SH		SOLE		8,612	0	0
HARRIS CORP	COMMON STOCK USD1.	413875105	2,373	21,330	SH		SOLE		21,330	0	0
HCA HOLDINGS INC	COMMON STOCK USD.01	40412C101	8,310	93,380	SH		SOLE		93,380	0	0
HCP INC	REIT USD1.0	40414L109	558	17,852	SH		SOLE		17,852	0	0
HD SUPPLY HOLDINGS INC	COMMON STOCK USD.01	40416M105	136	3,300	SH		SOLE		3,300	0	0
HEADWATERS INC	COMMON STOCK USD.001	42210P102	2,592	110,400	SH		SOLE		110,400	0	0
HEICO CORP	COMMON STOCK USD.01	422806109	813	9,329	SH		SOLE		9,329	0	0
HELEN OF TROY LTD	COMMON STOCK USD.1	G4388N106	1,072	11,377	SH		SOLE		11,377	0	0
HELMERICH PAYNE	COMMON STOCK USD.1	423452101	2,575	38,686	SH		SOLE		38,686	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	7,419	43,647	SH		SOLE		43,647	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	1,665	130,357	SH		SOLE		130,357	0	0
HESKA CORP	COMMON STOCK USD.001	42805E306	849	8,083	SH		SOLE		8,083	0	0
HESS CORP	COMMON STOCK USD1.0	42809H107	7,388	153,250	SH		SOLE		153,250	0	0
HIBBETT SPORTS INC	COMMON STOCK USD.01	428567101	954	32,339	SH		SOLE		32,339	0	0
HIGHWOODS PROPERTIES INC	REIT USD.01	431284108	1,897	38,612	SH		SOLE		38,612	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	4,067	57,600	SH		SOLE		57,600	0	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	587	28,890	SH		SOLE		28,890	0	0
HOLLYSYS AUTOMATION TECHNOLO	COMMON STOCK USD.0001	G45667105	322	19,034	SH		SOLE		19,034	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	6,186	145,382	SH		SOLE		145,382	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	12,781	87,048	SH		SOLE		87,048	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	438516106	15,736	126,023	SH		SOLE		126,023	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	3,961	125,615	SH		SOLE		125,615	0	0
HOST HOTELS RESORTS INC	REIT USD.01	44107P104	2,338	125,296	SH		SOLE		125,296	0	0
HOULIHAN LOKEY INC	COMMON STOCK USD.001	441593100	1,425	41,375	SH		SOLE		41,375	0	0
HP INC	COMMON STOCK USD.01	40434L105	3,543	198,137	SH		SOLE		198,137	0	0
HRG GROUP INC	COMMON STOCK USD.01	40434J100	885	45,800	SH		SOLE		45,800	0	0
HSN INC	COMMON STOCK USD.01	404303109	5,074	136,766	SH		SOLE		136,766	0	0
HUBSPOT INC	COMMON STOCK USD.001	443573100	447	7,386	SH		SOLE		7,386	0	0
HUDSON PACIFIC PROPERTIES IN	REIT USD.01	444097109	1,117	32,257	SH		SOLE		32,257	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	1,450	7,036	SH		SOLE		7,036	0	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	802	8,746	SH		SOLE		8,746	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	7,571	37,809	SH		SOLE		37,809	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	1,547	63,039	SH		SOLE		63,039	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	5,278	613,721	SH		SOLE		37,367	0	576,354
IDEX CORP	COMMON STOCK USD.01	45167R104	517	5,532	SH		SOLE		5,532	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	1,444	10,903	SH		SOLE		10,903	0	0
IMPAX LABORATORIES INC	COMMON STOCK USD.01	45256B101	1,493	118,063	SH		SOLE		118,063	0	0
INC RESEARCH HOLDINGS INC A	COMMON STOCK USD.01	45329R109	1,777	38,750	SH		SOLE		38,750	0	0
INCYTE CORP	COMMON STOCK USD.001	45337C102	743	5,561	SH		SOLE		5,561	0	0
INDEPENDENT BANK GROUP INC	COMMON STOCK USD.01	45384B106	681	10,584	SH		SOLE		10,584	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.0	G47791101	16,208	199,317	SH		SOLE		199,317	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	2,890	24,000	SH		SOLE		24,000	0	0
INNOPHOS HOLDINGS INC	COMMON STOCK USD.001	45774N108	467	8,648	SH		SOLE		8,648	0	0
INPHI CORP	COMMON STOCK	45772F107	1,046	21,418	SH		SOLE		21,418	0	0
INSYS THERAPEUTICS INC	COMMON STOCK USD.0002145	45824V209	385	36,606	SH		SOLE		36,606	0	0
INTEGER HOLDINGS CORP	COMMON STOCK USD.001	45826H109	1,404	34,927	SH		SOLE		34,927	0	0
INTEGRATED DEVICE TECH INC	COMMON STOCK USD.001	458118106	1,424	60,154	SH		SOLE		60,154	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	9,822	272,295	SH		SOLE		272,295	0	0
INTER PARFUMS INC	COMMON STOCK USD.001	458334109	448	12,264	SH		SOLE		12,264	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	5,481	91,544	SH		SOLE		91,544	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	1,536	17,800	SH		SOLE		17,800	0	0
INTERFACE INC	COMMON STOCK USD.1	458665304	1,466	76,943	SH		SOLE		76,943	0	0
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.0	459044103	1,901	53,703	SH		SOLE		53,703	0	0
INTERNATIONAL GAME TECHNOLOG	COMMON STOCK USD.1	G4863A108	2,060	86,900	SH		SOLE		86,900	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	460146103	2,244	44,192	SH		SOLE		44,192	0	0
INTERNATIONAL SEAWAYS INC	COMMON STOCK	Y41053102	685	35,821	SH		SOLE		35,821	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	209	8,500	SH		SOLE		8,500	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	7,984	45,846	SH		SOLE		45,846	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	2,435	20,996	SH		SOLE		20,996	0	0
INVENSENSE INC	COMMON STOCK USD.001	46123D205	2,496	197,600	SH		SOLE		197,600	0	0
INVESTORS BANCORP INC	COMMON STOCK USD.01	46146L101	1,788	124,324	SH		SOLE		124,324	0	0
ION GEOPHYSICAL CORP	COMMON STOCK	462044207	69	14,266	SH		SOLE		6,683	0	7,583
IONIS PHARMACEUTICALS INC	COMMON STOCK USD.001	462222100	208	5,184	SH		SOLE		5,184	0	0
IPG PHOTONICS CORP	COMMON STOCK USD.0001	44980X109	600	4,970	SH		SOLE		4,970	0	0
IRON MOUNTAIN INC	REIT USD.01	46284V101	472	13,237	SH		SOLE		13,237	0	0
ISHARES CORE MSCI EAFE ETF	ISHARES CORE MSCI EAFE ETF	46432F842	35,517	612,898	SH		SOLE		612,898	0	0
ISHARES MSCI CANADA ETF	ISHARES MSCI CANADA ETF	464286509	5,117	190,365	SH		SOLE		190,365	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	1,638	26,300	SH		SOLE		26,300	0	0
ISHARES MSCI EAFE VALUE ETF	ISHARES MSCI EAFE VALUE ETF	464288877	35,006	695,953	SH		SOLE		695,953	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	23,854	605,576	SH		SOLE		490,876	0	114,700
ISHARES MSCI JAPAN ETF	ISHARES MSCI JAPAN ETF	46434G822	2,077	40,335	SH		SOLE		40,335	0	0
ISLE OF CAPRI CASINOS	COMMON STOCK USD.01	464592104	714	27,100	SH		SOLE		27,100	0	0
J.C. PENNEY CO INC	COMMON STOCK USD.5	708160106	234	38,000	SH		SOLE		38,000	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	5,286	63,000	SH		SOLE		63,000	0	0
JABIL CIRCUIT INC	COMMON STOCK USD.001	466313103	2,596	89,782	SH		SOLE		89,782	0	0
JACK HENRY ASSOCIATES INC	COMMON STOCK USD.01	426281101	5,147	55,282	SH		SOLE		55,282	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	1,037	10,199	SH		SOLE		10,199	0	0
JAMES RIVER GROUP HOLDINGS L	COMMON STOCK USD.0002	G5005R107	1,880	43,865	SH		SOLE		43,865	0	0
JM SMUCKER CO/THE	COMMON STOCK	832696405	8,429	64,302	SH		SOLE		64,302	0	0
JOHN BEAN TECHNOLOGIES CORP	COMMON STOCK USD.01	477839104	360	4,095	SH		SOLE		4,095	0	0
JOHNSON JOHNSON	COMMON STOCK USD1.0	478160104	34,402	276,210	SH		SOLE		276,210	0	0
JOY GLOBAL INC	COMMON STOCK USD1.0	481165108	412	14,600	SH		SOLE		14,600	0	0
JPMORGAN CHASE CO	COMMON STOCK USD1.0	46625H100	40,137	456,932	SH		SOLE		456,932	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	2,402	86,300	SH		SOLE		86,300	0	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	4,854	56,600	SH		SOLE		56,600	0	0
KFORCE INC	COMMON STOCK USD.01	493732101	1,080	45,475	SH		SOLE		45,475	0	0
KILROY REALTY CORP	REIT USD.01	49427F108	855	11,862	SH		SOLE		11,862	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	7,165	54,436	SH		SOLE		54,436	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	169	7,636	SH		SOLE		7,636	0	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	1,541	70,891	SH		SOLE		70,891	0	0
KITE PHARMA INC	COMMON STOCK USD.001	49803L109	440	5,607	SH		SOLE		5,607	0	0
KLA TENCOR CORP	COMMON STOCK USD.001	482480100	466	4,900	SH		SOLE		4,900	0	0
KNOLL INC	COMMON STOCK USD.01	498904200	1,350	56,686	SH		SOLE		56,686	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	1,303	32,718	SH		SOLE		32,718	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	963	30,574	SH		SOLE		30,574	0	0
KRAFT HEINZ CO/THE	COMMON STOCK USD.01	500754106	1,277	14,059	SH		SOLE		14,059	0	0
L3 TECHNOLOGIES INC	COMMON STOCK USD.01	502413107	3,581	21,666	SH		SOLE		21,666	0	0
LA Z BOY INC	COMMON STOCK USD1.0	505336107	1,101	40,765	SH		SOLE		40,765	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	14,870	115,845	SH		SOLE		115,845	0	0
LAMAR ADVERTISING CO A	REIT USD.001	512816109	127	1,700	SH		SOLE		1,700	0	0
LAMB WESTON HOLDINGS INC	COMMON STOCK USD1.0	513272104	1,203	28,600	SH		SOLE		28,600	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	801	9,348	SH		SOLE		9,348	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	1,152	51,524	SH		SOLE		51,524	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	4,560	157,498	SH		SOLE		157,498	0	0
LAZARD LTD CL A	COMMON STOCK USD.01	G54050102	1,288	28,000	SH		SOLE		28,000	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	9,259	65,400	SH		SOLE		65,400	0	0
LEGACYTEXAS FINANCIAL GROUP	COMMON STOCK USD.01	52471Y106	1,345	33,703	SH		SOLE		33,703	0	0
LENDINGTREE INC	COMMON STOCK USD.01	52603B107	569	4,537	SH		SOLE		4,537	0	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	787	4,705	SH		SOLE		4,705	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	11,835	206,826	SH		SOLE		206,826	0	0
LEXICON PHARMACEUTICALS INC	COMMON STOCK USD.001	528872302	519	36,202	SH		SOLE		36,202	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	4,738	236,641	SH		SOLE		236,641	0	0
LIBERTY PROPERTY TRUST	REIT USD.001	531172104	1,501	38,943	SH		SOLE		38,943	0	0
LIFEPOINT HEALTH INC	COMMON STOCK USD.01	53219L109	2,738	41,800	SH		SOLE		41,800	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	1,319	12,462	SH		SOLE		12,462	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	472	7,212	SH		SOLE		7,212	0	0
LIVANOVA PLC	COMMON STOCK GBP1.0	G5509L101	436	8,900	SH		SOLE		8,900	0	0
LOGMEIN INC	COMMON STOCK USD.01	54142L109	1,914	19,632	SH		SOLE		19,632	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.0	546347105	1,083	43,652	SH		SOLE		43,652	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	8,075	98,227	SH		SOLE		98,227	0	0
LTC PROPERTIES INC	REIT USD.01	502175102	581	12,124	SH		SOLE		12,124	0	0
LUMOS NETWORKS CORP	COMMON STOCK USD.01	550283105	2,593	146,500	SH		SOLE		146,500	0	0
LYDALL INC	COMMON STOCK USD.1	550819106	422	7,878	SH		SOLE		7,878	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	11,641	127,660	SH		SOLE		127,660	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	583	23,803	SH		SOLE		23,803	0	0
MACERICH CO/THE	REIT USD.01	554382101	19	296	SH		SOLE		296	0	0
MACK CALI REALTY CORP	REIT USD.01	554489104	551	20,469	SH		SOLE		20,469	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	1,369	46,194	SH		SOLE		46,194	0	0
MALLINCKRODT PLC	COMMON STOCK USD.2	G5785G107	701	15,728	SH		SOLE		15,728	0	0
MAMMOTH ENERGY SERVICES INC	COMMON STOCK USD.01	56155L108	599	27,865	SH		SOLE		27,865	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	1,061	20,996	SH		SOLE		20,996	0	0
MARCUS CORPORATION	COMMON STOCK USD1.0	566330106	340	10,606	SH		SOLE		10,606	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	1,943	19,440	SH		SOLE		19,440	0	0
MARSH MCLENNAN COS	COMMON STOCK USD1.0	571748102	1,476	19,976	SH		SOLE		19,976	0	0
MASIMO CORP	COMMON STOCK USD.001	574795100	1,439	15,429	SH		SOLE		15,429	0	0
MASONITE INTERNATIONAL CORP	COMMON STOCK	575385109	1,732	21,859	SH		SOLE		21,859	0	0
MASTERCARD INC A	COMMON STOCK USD.0001	57636Q104	3,343	29,725	SH		SOLE		29,725	0	0
MAXIMUS INC	COMMON STOCK	577933104	832	13,370	SH		SOLE		13,370	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	5,568	42,963	SH		SOLE		42,963	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	3,080	20,776	SH		SOLE		20,776	0	0
MEAD JOHNSON NUTRITION CO	COMMON STOCK USD.01	582839106	2,655	29,800	SH		SOLE		29,800	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	1,156	89,669	SH		SOLE		89,669	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	506	7,293	SH		SOLE		7,293	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	4,631	57,490	SH		SOLE		57,490	0	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	419	1,983	SH		SOLE		1,983	0	0
MERCK CO. INC.	COMMON STOCK USD.5	58933Y105	29,619	466,150	SH		SOLE		466,150	0	0
MERIDIAN BANCORP INC	COMMON STOCK	58958U103	877	47,924	SH		SOLE		47,924	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	1,452	39,470	SH		SOLE		39,470	0	0
MERITOR INC	COMMON STOCK USD1.0	59001K100	365	21,299	SH		SOLE		21,299	0	0
METALDYNE PERFORMANCE GROUP	COMMON STOCK USD.001	59116R107	2,054	89,900	SH		SOLE		89,900	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,640	35,962	SH		SOLE		35,962	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	177	369	SH		SOLE		369	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	552848103	1,264	124,776	SH		SOLE		124,776	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK	G60754101	3,822	100,283	SH		SOLE		100,283	0	0
MICHAELS COS INC/THE	COMMON STOCK USD.06775	59408Q106	2,417	107,932	SH		SOLE		107,932	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	566	7,667	SH		SOLE		7,667	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	2,144	74,200	SH		SOLE		74,200	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	54,877	833,236	SH		SOLE		833,236	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	1,056	5,622	SH		SOLE		5,622	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	1,021	10,039	SH		SOLE		10,039	0	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	1,159	8,492	SH		SOLE		8,492	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	1,366	143,296	SH		SOLE		143,296	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	4,030	52,610	SH		SOLE		52,610	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	2,106	30,626	SH		SOLE		30,626	0	0
MOBILEYE NV	COMMON STOCK	N51488117	2,646	43,100	SH		SOLE		43,100	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	12,985	56,580	SH		SOLE		56,580	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	2,699	28,200	SH		SOLE		28,200	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	11,794	273,776	SH		SOLE		273,776	0	0
MONSANTO CO	COMMON STOCK USD.01	61166W101	2,581	22,800	SH		SOLE		22,800	0	0
MOODY S CORP	COMMON STOCK USD.01	615369105	1,565	13,971	SH		SOLE		13,971	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	5,750	134,218	SH		SOLE		134,218	0	0
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	620076307	1,905	22,092	SH		SOLE		22,092	0	0
MULTI PACKAGING SOLUTIONS IN	COMMON STOCK USD1.0	G6331W109	865	48,180	SH		SOLE		48,180	0	0
MURPHY OIL CORP	COMMON STOCK USD1.0	626717102	7,464	261,071	SH		SOLE		261,071	0	0
NANOMETRICS INC	COMMON STOCK	630077105	980	32,183	SH		SOLE		32,183	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.0	636180101	1,008	16,900	SH		SOLE		16,900	0	0
NATIONAL GENERAL HLDGS	COMMON STOCK USD.01	636220303	1,058	44,512	SH		SOLE		44,512	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	4,294	107,100	SH		SOLE		107,100	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	3,656	83,804	SH		SOLE		83,804	0	0
NATIONAL STORAGE AFFILIATES	REIT USD.01	637870106	583	24,414	SH		SOLE		24,414	0	0
NAUTILUS INC	COMMON STOCK	63910B102	659	36,114	SH		SOLE		36,114	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	299	12,128	SH		SOLE		12,128	0	0
NCI BUILDING SYSTEMS INC	COMMON STOCK USD.01	628852204	1,181	68,887	SH		SOLE		68,887	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	5,605	122,700	SH		SOLE		122,700	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	4,664	111,444	SH		SOLE		111,444	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	30,687	108,052	SH		SOLE		70,327	0	37,725
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	256	5,920	SH		SOLE		5,920	0	0
NEUSTAR INC CLASS A	COMMON STOCK USD.001	64126X201	989	29,847	SH		SOLE		29,847	0	0
NEW JERSEY RESOURCES CORP	COMMON STOCK USD2.5	646025106	617	15,593	SH		SOLE		15,593	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	8,576	181,806	SH		SOLE		181,806	0	0
NEWMARKET CORP	COMMON STOCK	651587107	527	1,162	SH		SOLE		1,162	0	0
NEWMONT MINING CORP	COMMON STOCK USD1.6	651639106	2,848	86,402	SH		SOLE		86,402	0	0
NEWSTAR FINANCIAL INC	COMMON STOCK USD.01	65251F105	313	29,579	SH		SOLE		29,579	0	0
NEXPOINT RESIDENTIAL	REIT USD.01	65341D102	348	14,414	SH		SOLE		14,414	0	0
NEXSTAR MEDIA GROUP INC	COMMON STOCK USD.01	65336K103	610	8,692	SH		SOLE		8,692	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	3,324	25,896	SH		SOLE		25,896	0	0
NIKE INC CL B	COMMON STOCK USD1.0	654106103	536	9,615	SH		SOLE		9,615	0	0
NMI HOLDINGS INC CLASS A	COMMON STOCK USD.01	629209305	1,111	97,436	SH		SOLE		97,436	0	0
NOBLE ENERGY INC	COMMON STOCK USD.01	655044105	1,798	52,353	SH		SOLE		52,353	0	0
NORDSON CORP	COMMON STOCK	655663102	737	6,000	SH		SOLE		6,000	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	655844108	1,404	12,541	SH		SOLE		12,541	0	0
NRG YIELD INC CLASS A	COMMON STOCK USD.01	62942X306	1,019	58,573	SH		SOLE		58,573	0	0
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	67018T105	2,161	38,900	SH		SOLE		38,900	0	0
NUANCE COMMUNICATIONS INC	COMMON STOCK USD.001	67020Y100	4,130	238,600	SH		SOLE		238,600	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	3,404	57,000	SH		SOLE		57,000	0	0
NUVASIVE INC	COMMON STOCK USD.001	670704105	553	7,399	SH		SOLE		7,399	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	388	3,564	SH		SOLE		3,564	0	0
NXP SEMICONDUCTORS NV	COMMON STOCK	N6596X109	2,743	26,500	SH		SOLE		26,500	0	0
OASIS PETROLEUM INC	COMMON STOCK USD.01	674215108	1,129	79,151	SH		SOLE		79,151	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	5,396	85,164	SH		SOLE		85,164	0	0
OFG BANCORP	COMMON STOCK USD1.0	67103X102	902	76,420	SH		SOLE		76,420	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	2,295	65,603	SH		SOLE		65,603	0	0
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	679580100	714	8,345	SH		SOLE		8,345	0	0
OLLIE S BARGAIN OUTLET HOLDI	COMMON STOCK USD.001	681116109	946	28,251	SH		SOLE		28,251	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	6,790	205,819	SH		SOLE		205,819	0	0
OMEGA PROTEIN CORP	COMMON STOCK USD.01	68210P107	1,086	54,140	SH		SOLE		54,140	0	0
ONE GAS INC	COMMON STOCK	68235P108	1,444	21,360	SH		SOLE		21,360	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	5,964	107,578	SH		SOLE		107,578	0	0
ONEOK PARTNERS LP	MLP	68268N103	2,592	48,000	SH		SOLE		48,000	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	22,337	500,707	SH		SOLE		500,707	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	2,595	200,666	SH		SOLE		200,666	0	0
ORBOTECH LTD	COMMON STOCK USD.14	M75253100	452	14,000	SH		SOLE		14,000	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	2,363	41,396	SH		SOLE		41,396	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	8,346	136,000	SH		SOLE		136,000	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	4,720	231,600	SH		SOLE		231,600	0	0
PACIRA PHARMACEUTICALS INC	COMMON STOCK USD.001	695127100	842	18,461	SH		SOLE		18,461	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	3,832	41,825	SH		SOLE		41,825	0	0
PACWEST BANCORP	COMMON STOCK	695263103	5,077	95,323	SH		SOLE		95,323	0	0
PALO ALTO NETWORKS INC	COMMON STOCK USD.0001	697435105	562	4,992	SH		SOLE		4,992	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	1,758	27,855	SH		SOLE		27,855	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	11,311	70,553	SH		SOLE		70,553	0	0
PATTERSON UTI ENERGY INC	COMMON STOCK USD.01	703481101	2,347	96,702	SH		SOLE		96,702	0	0
PC CONNECTION INC	COMMON STOCK USD.01	69318J100	394	13,219	SH		SOLE		13,219	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	553	18,931	SH		SOLE		18,931	0	0
PENN REAL ESTATE INVEST TST	REIT USD1.0	709102107	100	6,610	SH		SOLE		6,610	0	0
PEOPLE S UTAH BANCORP	COMMON STOCK USD.01	712706209	667	25,201	SH		SOLE		25,201	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	13,950	124,710	SH		SOLE		124,710	0	0
PFENEX INC	COMMON STOCK USD.001	717071104	186	32,034	SH		SOLE		32,034	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	13,816	403,844	SH		SOLE		403,844	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	14,160	125,424	SH		SOLE		125,424	0	0
PIEDMONT OFFICE REALTY TRU A	REIT USD.01	720190206	963	45,037	SH		SOLE		45,037	0	0
PINNACLE ENTERTAINMENT INC	COMMON STOCK USD.01	72348Y105	2,051	105,063	SH		SOLE		105,063	0	0
PLANET FITNESS INC CL A	COMMON STOCK	72703H101	409	21,225	SH		SOLE		21,225	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	693475105	1,105	9,189	SH		SOLE		9,189	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	566	6,754	SH		SOLE		6,754	0	0
POLYONE CORPORATION	COMMON STOCK USD.01	73179P106	2,152	63,122	SH		SOLE		63,122	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	4,370	107,300	SH		SOLE		107,300	0	0
POST HOLDINGS INC	COMMON STOCK USD.01	737446104	4,046	46,227	SH		SOLE		46,227	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	11,945	113,675	SH		SOLE		113,675	0	0
PRA HEALTH SCIENCES INC	COMMON STOCK USD.01	69354M108	3,914	60,000	SH		SOLE		60,000	0	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	1,775	14,963	SH		SOLE		14,963	0	0
PREMIER INC CLASS A	COMMON STOCK USD.01	74051N102	1,753	55,083	SH		SOLE		55,083	0	0
PRESTIGE BRANDS HOLDINGS INC	COMMON STOCK USD.01	74112D101	1,582	28,469	SH		SOLE		28,469	0	0
PRICELINE GROUP INC/THE	COMMON STOCK USD.008	741503403	8,629	4,848	SH		SOLE		4,848	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	1,535	24,328	SH		SOLE		24,328	0	0
PRIVATEBANCORP INC	COMMON STOCK	742962103	671	11,300	SH		SOLE		11,300	0	0
PROCTER GAMBLE CO/THE	COMMON STOCK	742718109	29,091	323,777	SH		SOLE		323,777	0	0
PROLOGIS INC	REIT USD.01	74340W103	9,320	179,641	SH		SOLE		179,641	0	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	351	4,722	SH		SOLE		4,722	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.0	743606105	3,240	46,477	SH		SOLE		46,477	0	0
PROTHENA CORP PLC	COMMON STOCK USD.01	G72800108	808	14,475	SH		SOLE		14,475	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	7,402	69,383	SH		SOLE		69,383	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	5,166	45,014	SH		SOLE		45,014	0	0
PTC INC	COMMON STOCK USD.01	69370C100	544	10,350	SH		SOLE		10,350	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	5,980	27,316	SH		SOLE		27,316	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	3,278	139,204	SH		SOLE		139,204	0	0
PVH CORP	COMMON STOCK USD1.0	693656100	4,562	44,092	SH		SOLE		44,092	0	0
QTS REALTY TRUST INC CL A	REIT USD.01	74736A103	652	13,371	SH		SOLE		13,371	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	2,349	40,966	SH		SOLE		40,966	0	0
QUALYS INC	COMMON STOCK USD.001	74758T303	1,702	44,900	SH		SOLE		44,900	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	5,388	145,197	SH		SOLE		145,197	0	0
QUEST DIAGNOSTICS INC	COMMON STOCK USD.01	74834L100	1,484	15,111	SH		SOLE		15,111	0	0
QUINTILES IMS HOLDINGS INC	COMMON STOCK USD.01	74876Y101	6,048	75,100	SH		SOLE		75,100	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	10,555	587,694	SH		SOLE		587,694	0	0
RADIUS HEALTH INC	COMMON STOCK USD.0001	750469207	304	7,878	SH		SOLE		7,878	0	0
RAMCO GERSHENSON PROPERTIES	REIT USD.01	751452202	268	19,129	SH		SOLE		19,129	0	0
RAVEN INDUSTRIES INC	COMMON STOCK USD1.0	754212108	697	23,985	SH		SOLE		23,985	0	0
RAYONIER ADVANCED MATERIALS	COMMON STOCK USD.01	75508B104	843	62,671	SH		SOLE		62,671	0	0
RAYONIER INC	REIT	754907103	503	17,763	SH		SOLE		17,763	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	4,988	32,706	SH		SOLE		32,706	0	0
REALOGY HOLDINGS CORP	COMMON STOCK USD.01	75605Y106	1,120	37,600	SH		SOLE		37,600	0	0
REALPAGE INC	COMMON STOCK USD.001	75606N109	1,604	45,954	SH		SOLE		45,954	0	0
REALTY INCOME CORP	REIT USD1.0	756109104	1,187	19,940	SH		SOLE		19,940	0	0
RED HAT INC	COMMON STOCK USD.0001	756577102	1,268	14,660	SH		SOLE		14,660	0	0
REGENCY CENTERS CORP	REIT USD.01	758849103	550	8,289	SH		SOLE		8,289	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	1,050	72,290	SH		SOLE		72,290	0	0
REINSURANCE GROUP OF AMERICA	COMMON STOCK USD.01	759351604	8,590	67,645	SH		SOLE		67,645	0	0
RELIANCE STEEL ALUMINUM	COMMON STOCK	759509102	4,953	61,900	SH		SOLE		61,900	0	0
REPUBLIC BANCORP INC CLASS A	COMMON STOCK	760281204	623	18,130	SH		SOLE		18,130	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	4,695	74,757	SH		SOLE		74,757	0	0
RESMED INC	COMMON STOCK USD.004	761152107	79	1,100	SH		SOLE		1,100	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	1,743	82,886	SH		SOLE		82,886	0	0
RETAIL PROPERTIES OF AME A	REIT USD.001	76131V202	549	38,075	SH		SOLE		38,075	0	0
REXNORD CORP	COMMON STOCK USD.01	76169B102	1,155	50,030	SH		SOLE		50,030	0	0
REYNOLDS AMERICAN INC	COMMON STOCK USD.0001	761713106	2,823	44,800	SH		SOLE		44,800	0	0
RICE ENERGY INC	COMMON STOCK USD.01	762760106	244	10,300	SH		SOLE		10,300	0	0
RITE AID CORP	COMMON STOCK USD1.0	767754104	322	75,800	SH		SOLE		75,800	0	0
RLJ LODGING TRUST	REIT	74965L101	164	6,991	SH		SOLE		6,991	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.0	773903109	840	5,392	SH		SOLE		5,392	0	0
ROGERS CORP	COMMON STOCK USD1.0	775133101	2,103	24,485	SH		SOLE		24,485	0	0
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	776696106	4,914	23,800	SH		SOLE		23,800	0	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	1,009	15,320	SH		SOLE		15,320	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	702	45,053	SH		SOLE		45,053	0	0
ROYAL CARIBBEAN CRUISES LTD	COMMON STOCK USD.01	V7780T103	2,590	26,400	SH		SOLE		26,400	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	414	34,489	SH		SOLE		34,489	0	0
RUDOLPH TECHNOLOGIES INC	COMMON STOCK USD.001	781270103	402	17,961	SH		SOLE		17,961	0	0
RUTH S HOSPITALITY GROUP INC	COMMON STOCK USD.01	783332109	518	25,814	SH		SOLE		25,814	0	0
RYERSON HOLDING CORP	COMMON STOCK USD.01	783754104	386	30,663	SH		SOLE		30,663	0	0
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	78377T107	212	3,435	SH		SOLE		3,435	0	0
SABRA HEALTH CARE REIT INC	REIT USD.01	78573L106	866	31,015	SH		SOLE		31,015	0	0
SAEXPLORATION HOLDINGS INC	COMMON STOCK USD.0001	78636X204	331	55,503	SH		SOLE		49,809	0	5,694
SAGE THERAPEUTICS INC	COMMON STOCK USD.0001	78667J108	961	13,528	SH		SOLE		13,528	0	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	468	22,883	SH		SOLE		22,883	0	0
SANCHEZ ENERGY CORP	COMMON STOCK USD.01	79970Y105	420	44,072	SH		SOLE		44,072	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.0	800013104	796	7,661	SH		SOLE		7,661	0	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P869	2,630	142,223	SH		SOLE		89,979	0	52,244
SANMINA CORP	COMMON STOCK USD.01	801056102	725	17,847	SH		SOLE		17,847	0	0
SAPIENS INTERNATIONAL CORP	COMMON STOCK USD.01	N7716A151	588	45,649	SH		SOLE		45,649	0	0
SAREPTA THERAPEUTICS INC	COMMON STOCK USD.0001	803607100	286	9,653	SH		SOLE		9,653	0	0
SASOL LTD SPONSORED ADR	ADR	803866300	5,914	201,154	SH		SOLE		201,154	0	0
SCANSOURCE INC	COMMON STOCK	806037107	1,392	35,466	SH		SOLE		35,466	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	20,818	266,552	SH		SOLE		266,552	0	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	757	18,551	SH		SOLE		18,551	0	0
SCHWEITZER MAUDUIT INTL INC	COMMON STOCK USD.1	808541106	498	12,016	SH		SOLE		12,016	0	0
SCIENCE APPLICATIONS INTE	COMMON STOCK USD.0001	808625107	603	8,100	SH		SOLE		8,100	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	2,968	37,877	SH		SOLE		37,877	0	0
SEATTLE GENETICS INC	COMMON STOCK USD.001	812578102	494	7,861	SH		SOLE		7,861	0	0
SEI INVESTMENTS COMPANY	COMMON STOCK USD.01	784117103	505	10,013	SH		SOLE		10,013	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	2,362	91,569	SH		SOLE		91,569	0	0
SEMGROUP CORP CLASS A	COMMON STOCK	81663A105	402	11,162	SH		SOLE		11,162	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	1,559	14,108	SH		SOLE		14,108	0	0
SENIOR HOUSING PROP TRUST	REIT USD.01	81721M109	2,396	118,300	SH		SOLE		118,300	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	498	6,280	SH		SOLE		6,280	0	0
SHENANDOAH TELECOMMUNICATION	COMMON STOCK	82312B106	408	14,551	SH		SOLE		14,551	0	0
SHIP FINANCE INTL LTD	COMMON STOCK USD.01	G81075106	618	42,071	SH		SOLE		42,071	0	0
SIERRA BANCORP	COMMON STOCK	82620P102	622	22,677	SH		SOLE		22,677	0	0
SILICOM LTD	COMMON STOCK ILS.01	M84116108	449	9,049	SH		SOLE		9,049	0	0
SILVER BAY REALTY TRUST CORP	REIT USD.01	82735Q102	2,604	121,300	SH		SOLE		121,300	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	9,179	53,356	SH		SOLE		53,356	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	2,561	26,138	SH		SOLE		26,138	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	1,228	11,516	SH		SOLE		11,516	0	0
SNAP ON INC	COMMON STOCK USD1.0	833034101	5,331	31,604	SH		SOLE		31,604	0	0
SONIC CORP	COMMON STOCK USD.01	835451105	1,183	46,640	SH		SOLE		46,640	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.0	842587107	2,123	42,656	SH		SOLE		42,656	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.0	844741108	2,141	39,819	SH		SOLE		39,819	0	0
SP PLUS CORP	COMMON STOCK USD.001	78469C103	801	23,743	SH		SOLE		23,743	0	0
SPDR S P500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	488	2,071	SH		SOLE		2,071	0	0
SPECTRUM BRANDS HOLDINGS INC	COMMON STOCK USD.01	84763R101	3,586	25,800	SH		SOLE		25,800	0	0
SPEEDWAY MOTORSPORTS INC	COMMON STOCK USD.01	847788106	535	28,416	SH		SOLE		28,416	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	9,217	159,133	SH		SOLE		159,133	0	0
SPIRIT REALTY CAPITAL INC	REIT USD.01	84860W102	1,049	103,571	SH		SOLE		103,571	0	0
SPLUNK INC	COMMON STOCK USD.001	848637104	718	11,525	SH		SOLE		11,525	0	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	412	7,041	SH		SOLE		7,041	0	0
STAG INDUSTRIAL INC	REIT USD.01	85254J102	478	19,104	SH		SOLE		19,104	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	2,049	17,309	SH		SOLE		17,309	0	0
STANLEY BLACK DECKER INC	COMMON STOCK USD2.5	854502101	1,528	11,500	SH		SOLE		11,500	0	0
STAPLES INC	COMMON STOCK USD.0006	855030102	842	95,963	SH		SOLE		95,963	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	1,525	26,109	SH		SOLE		26,109	0	0
STATE STREET CORP	COMMON STOCK USD1.0	857477103	6,012	75,516	SH		SOLE		75,516	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	7,150	205,700	SH		SOLE		205,700	0	0
STERIS PLC	COMMON STOCK	G84720104	3,339	48,065	SH		SOLE		48,065	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.0	860372101	992	22,443	SH		SOLE		22,443	0	0
STONEGATE MORTGAGE CORP	COMMON STOCK USD.01	86181Q300	716	90,000	SH		SOLE		90,000	0	0
STORE CAPITAL CORP	REIT USD.01	862121100	832	34,824	SH		SOLE		34,824	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	1,088	8,261	SH		SOLE		8,261	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	735	66,853	SH		SOLE		66,853	0	0
SUMMIT HOTEL PROPERTIES INC	REIT	866082100	885	55,402	SH		SOLE		55,402	0	0
SUPER MICRO COMPUTER INC	COMMON STOCK USD.001	86800U104	303	11,948	SH		SOLE		11,948	0	0
SYNAPTICS INC	COMMON STOCK USD.001	87157D109	1,485	30,000	SH		SOLE		30,000	0	0
SYNGENTA AG ADR	ADR	87160A100	2,558	28,900	SH		SOLE		28,900	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	2,268	20,264	SH		SOLE		20,264	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	3,332	46,189	SH		SOLE		46,189	0	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	87161C501	899	21,920	SH		SOLE		21,920	0	0
SYSCO CORP	COMMON STOCK USD1.0	871829107	3,247	62,529	SH		SOLE		62,529	0	0
T MOBILE US INC	COMMON STOCK USD.0001	872590104	885	13,700	SH		SOLE		13,700	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	2,160	31,700	SH		SOLE		31,700	0	0
TABLEAU SOFTWARE INC CL A	COMMON STOCK USD.0001	87336U105	366	7,391	SH		SOLE		7,391	0	0
TAILORED BRANDS INC	COMMON STOCK USD.01	87403A107	244	16,347	SH		SOLE		16,347	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	55,759	1,697,908	SH		SOLE		1,078,527	0	619,381
TAKE TWO INTERACTIVE SOFTWRE	COMMON STOCK USD.01	874054109	2,223	37,500	SH		SOLE		37,500	0	0
TANGER FACTORY OUTLET CENTER	REIT USD.01	875465106	1,283	39,156	SH		SOLE		39,156	0	0
TARENA INTERNATIONAL INC ADR	ADR USD.001	876108101	149	8,000	SH		SOLE		8,000	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	7,569	137,148	SH		SOLE		137,148	0	0
TCF FINANCIAL CORP	COMMON STOCK USD.01	872275102	1,068	62,745	SH		SOLE		62,745	0	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	13,838	185,620	SH		SOLE		185,620	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	2,657	28,300	SH		SOLE		28,300	0	0
TECHNIPFMC PLC	COMMON STOCK USD1.0	G87110105	1,562	48,072	SH		SOLE		48,072	0	0
TEGNA INC	COMMON STOCK USD1.0	87901J105	676	26,390	SH		SOLE		26,390	0	0
TELEFLEX INC	COMMON STOCK USD1.0	879369106	601	3,100	SH		SOLE		3,100	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	404	13,000	SH		SOLE		13,000	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.0	880890108	6,923	265,052	SH		SOLE		265,052	0	0
TERRENO REALTY CORP	REIT USD.01	88146M101	945	33,746	SH		SOLE		33,746	0	0
TESORO CORP	COMMON STOCK USD.167	881609101	1,796	22,159	SH		SOLE		22,159	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	468	11,460	SH		SOLE		11,460	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	882508104	21,530	267,250	SH		SOLE		267,250	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	883556102	1,705	11,103	SH		SOLE		11,103	0	0
THOR INDUSTRIES INC	COMMON STOCK USD.1	885160101	758	7,885	SH		SOLE		7,885	0	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	1,459	14,931	SH		SOLE		14,931	0	0
TJX COMPANIES INC	COMMON STOCK USD1.0	872540109	12,020	151,995	SH		SOLE		151,995	0	0
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS1.0	M87915274	115	5,000	SH		SOLE		5,000	0	0
TOWNE BANK	COMMON STOCK USD1.667	89214P109	326	10,049	SH		SOLE		10,049	0	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	490	7,111	SH		SOLE		7,111	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	7,325	33,270	SH		SOLE		33,270	0	0
TRAVELERS COS INC/THE	COMMON STOCK	89417E109	5,604	46,492	SH		SOLE		46,492	0	0
TRC COS INC	COMMON STOCK USD.1	872625108	1,911	109,500	SH		SOLE		109,500	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD.01	896522109	1,091	41,100	SH		SOLE		41,100	0	0
TRINSEO SA	COMMON STOCK USD.01	L9340P101	2,417	36,021	SH		SOLE		36,021	0	0
TRIUMPH GROUP INC	COMMON STOCK USD.001	896818101	615	23,875	SH		SOLE		23,875	0	0
TRONOX LTD CL A	COMMON STOCK USD.01	Q9235V101	1,015	55,019	SH		SOLE		55,019	0	0
TRUEBLUE INC	COMMON STOCK	89785X101	1,082	39,543	SH		SOLE		39,543	0	0
TTM TECHNOLOGIES	COMMON STOCK USD.001	87305R109	1,647	102,111	SH		SOLE		102,111	0	0
TWENTY FIRST CENTURY FOX A	COMMON STOCK USD.01	90130A101	8,208	253,420	SH		SOLE		253,420	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	6,245	101,192	SH		SOLE		101,192	0	0
UBIQUITI NETWORKS INC	COMMON STOCK USD.001	90347A100	437	8,692	SH		SOLE		8,692	0	0
UDR INC	REIT USD.01	902653104	2,111	58,211	SH		SOLE		58,211	0	0
UGI CORP	COMMON STOCK	902681105	10,769	218,000	SH		SOLE		218,000	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	1,985	117,646	SH		SOLE		117,646	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	1,208	68,088	SH		SOLE		68,088	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	21,541	203,375	SH		SOLE		203,375	0	0
UNIT CORP	COMMON STOCK USD.2	909218109	566	23,423	SH		SOLE		23,423	0	0
UNITED COMMUNITY BANKS/GA	COMMON STOCK USD1.0	90984P303	539	19,479	SH		SOLE		19,479	0	0
UNITED CONTINENTAL HOLDINGS	COMMON STOCK USD.01	910047109	1,575	22,302	SH		SOLE		22,302	0	0
UNITED NATURAL FOODS INC	COMMON STOCK USD.01	911163103	970	22,443	SH		SOLE		22,443	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	4,703	37,610	SH		SOLE		37,610	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.0	913017109	14,140	126,011	SH		SOLE		126,011	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	2,545	18,800	SH		SOLE		18,800	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	23,680	144,381	SH		SOLE		144,381	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	831	6,679	SH		SOLE		6,679	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	2,229	47,529	SH		SOLE		47,529	0	0
URBAN EDGE PROPERTIES	REIT USD.01	91704F104	338	12,852	SH		SOLE		12,852	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	633	30,778	SH		SOLE		30,778	0	0
US BANCORP	COMMON STOCK USD.01	902973304	6,902	134,014	SH		SOLE		134,014	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	20,357	315,368	SH		SOLE		315,368	0	0
VAIL RESORTS INC	COMMON STOCK USD.01	91879Q109	1,458	7,600	SH		SOLE		7,600	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	7,369	111,169	SH		SOLE		111,169	0	0
VALSPAR CORP/THE	COMMON STOCK USD.5	920355104	1,835	16,541	SH		SOLE		16,541	0	0
VANGUARD FTSE DEVELOPED MARKET	VANGUARD FTSE DEVELOPED ETF	921943858	35,365	899,867	SH		SOLE		899,867	0	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	3,729	93,884	SH		SOLE		93,884	0	0
VANGUARD SP 500 ETF	VANGUARD S+P 500 ETF	922908363	289,647	1,338,788	SH		SOLE		1,338,788	0	0
VANGUARD VALUE ETF	VANGUARD VALUE ETF	922908744	84,204	882,921	SH		SOLE		882,921	0	0
VAREX IMAGING CORP	COMMON STOCK	92214X106	73	2,161	SH		SOLE		2,161	0	0
VARIAN MEDICAL SYSTEMS INC	COMMON STOCK USD1.0	92220P105	492	5,404	SH		SOLE		5,404	0	0
VARONIS SYSTEMS INC	COMMON STOCK USD.001	922280102	342	10,763	SH		SOLE		10,763	0	0
VCA INC	COMMON STOCK USD.001	918194101	1,318	14,400	SH		SOLE		14,400	0	0
VENTAS INC	REIT USD.25	92276F100	2,422	37,243	SH		SOLE		37,243	0	0
VEREIT INC	REIT USD.01	92339V100	793	93,425	SH		SOLE		93,425	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	5,870	67,387	SH		SOLE		67,387	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	13,400	274,862	SH		SOLE		274,862	0	0
VERSO CORP A	COMMON STOCK	92531L207	5	909	SH		SOLE		0	0	909
VIRTUS INVESTMENT PARTNERS	COMMON STOCK USD.01	92828Q109	1,309	12,358	SH		SOLE		12,358	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	29,975	337,292	SH		SOLE		337,292	0	0
VMWARE INC CLASS A	COMMON STOCK USD.01	928563402	1,010	10,964	SH		SOLE		10,964	0	0
VORNADO REALTY TRUST	REIT USD.04	929042109	2,983	29,742	SH		SOLE		29,742	0	0
VWR CORP	COMMON STOCK USD.01	91843L103	2,468	87,507	SH		SOLE		87,507	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	756	36,541	SH		SOLE		36,541	0	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	11,353	96,685	SH		SOLE		96,685	0	0
WABTEC CORP	COMMON STOCK USD.01	929740108	1,217	15,600	SH		SOLE		15,600	0	0
WADDELL REED FINANCIAL A	COMMON STOCK USD.01	930059100	1,518	89,269	SH		SOLE		89,269	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	9,939	137,887	SH		SOLE		137,887	0	0
WALGREENS BOOTS ALLIANCE INC	COMMON STOCK USD.01	931427108	2,760	33,229	SH		SOLE		33,229	0	0
WALKER DUNLOP INC	COMMON STOCK	93148P102	421	10,091	SH		SOLE		10,091	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	14,372	126,745	SH		SOLE		126,745	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	6,067	83,202	SH		SOLE		83,202	0	0
WEBMD HEALTH CORP	COMMON STOCK USD.01	94770V102	6,385	121,200	SH		SOLE		121,200	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	2,167	35,736	SH		SOLE		35,736	0	0
WELBILT INC	COMMON STOCK USD.01	949090104	796	40,563	SH		SOLE		40,563	0	0
WELLS FARGO CO	COMMON STOCK USD1.666	949746101	26,859	482,557	SH		SOLE		482,557	0	0
WELLTOWER INC	REIT USD1.0	95040Q104	2,477	34,970	SH		SOLE		34,970	0	0
WESCO INTERNATIONAL INC	COMMON STOCK USD.01	95082P105	146	2,100	SH		SOLE		2,100	0	0
WEST CORP	COMMON STOCK USD.001	952355204	1,439	58,944	SH		SOLE		58,944	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	2,593	31,413	SH		SOLE		31,413	0	0
WESTERN REFINING INC	COMMON STOCK USD.01	959319104	1,049	29,909	SH		SOLE		29,909	0	0
WESTLAKE CHEMICAL CORP	COMMON STOCK USD.01	960413102	572	8,654	SH		SOLE		8,654	0	0
WESTROCK CO	COMMON STOCK	96145D105	13,577	260,948	SH		SOLE		260,948	0	0
WHITEWAVE FOODS CO	COMMON STOCK USD.01	966244105	4,813	85,717	SH		SOLE		85,717	0	0
WMIH CORP	COMMON STOCK USD.00001	92936P100	284	196,172	SH		SOLE		196,172	0	0
WOODWARD INC	COMMON STOCK USD.00292	980745103	480	7,065	SH		SOLE		7,065	0	0
WORLD ACCEPTANCE CORP	COMMON STOCK	981419104	338	6,529	SH		SOLE		6,529	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	2,942	81,157	SH		SOLE		81,157	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK	981811102	1,853	41,104	SH		SOLE		41,104	0	0
WP CAREY INC	REIT USD.001	92936U109	5,071	81,500	SH		SOLE		81,500	0	0
WR BERKLEY CORP	COMMON STOCK USD.2	084423102	794	11,235	SH		SOLE		11,235	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	8,420	99,893	SH		SOLE		99,893	0	0
XENCOR INC	COMMON STOCK USD.01	98401F105	998	41,713	SH		SOLE		41,713	0	0
XL GROUP LTD	COMMON STOCK	G98294104	3,723	93,392	SH		SOLE		93,392	0	0
YPF S.A. SPONSORED ADR	ADR	984245100	5,587	230,097	SH		SOLE		120,810	0	109,287
ZELTIQ AESTHETICS INC	COMMON STOCK USD.001	98933Q108	2,603	46,800	SH		SOLE		46,800	0	0
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	98956P102	11,156	91,358	SH		SOLE		91,358	0	0
ZIONS BANCORPORATION	COMMON STOCK	989701107	815	19,400	SH		SOLE		19,400	0	0