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