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	5,907	28,143	SH		SOLE		28,143	0	0
AARON S INC	COMMON STOCK USD.5	002535300	3,931	90,100	SH		SOLE		90,100	0	0
ABBOTT LABORATORIES	COMMON STOCK	002824100	10,214	191,415	SH		SOLE		191,415	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	8,064	90,748	SH		SOLE		90,748	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	4,670	27,700	SH		SOLE		27,700	0	0
ACACIA COMMUNICATIONS INC	COMMON STOCK USD.0001	00401C108	435	9,238	SH		SOLE		9,238	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	3,273	24,231	SH		SOLE		24,231	0	0
ACORDA THERAPEUTICS INC	COMMON STOCK USD.001	00484M106	804	33,997	SH		SOLE		33,997	0	0
ACTIVISION BLIZZARD INC	COMMON STOCK USD.000001	00507V109	5,953	92,277	SH		SOLE		92,277	0	0
ADIENT PLC	COMMON STOCK USD.001	G0084W101	916	10,904	SH		SOLE		10,904	0	0
ADOBE SYSTEMS INC	COMMON STOCK USD.0001	00724F101	7,168	48,046	SH		SOLE		48,046	0	0
ADTALEM GLOBAL EDUCATION INC	COMMON STOCK USD.01	00737L103	831	23,174	SH		SOLE		23,174	0	0
ADTRAN INC	COMMON STOCK USD.01	00738A106	1,546	64,419	SH		SOLE		64,419	0	0
ADVISORY BOARD CO/THE	COMMON STOCK USD.01	00762W107	1,920	35,800	SH		SOLE		35,800	0	0
AECOM	COMMON STOCK USD.01	00766T100	3,969	107,832	SH		SOLE		107,832	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	254	1,595	SH		SOLE		1,595	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	7,019	36,976	SH		SOLE		36,976	0	0
AFLAC INC	COMMON STOCK USD.1	001055102	197	2,416	SH		SOLE		2,416	0	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	101	1,570	SH		SOLE		1,570	0	0
AIR PRODUCTS CHEMICALS INC	COMMON STOCK USD1.0	009158106	355	2,349	SH		SOLE		2,349	0	0
AK STEEL HOLDING CORP	COMMON STOCK USD.01	001547108	298	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	3,279	98,800	SH		SOLE		98,800	0	0
ALARM.COM HOLDINGS INC	COMMON STOCK	011642105	932	20,638	SH		SOLE		20,638	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	31	408	SH		SOLE		408	0	0
ALERE INC	COMMON STOCK USD.001	01449J105	1,351	26,500	SH		SOLE		26,500	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	1,051	8,831	SH		SOLE		8,831	0	0
ALEXION PHARMACEUTICALS INC	COMMON STOCK USD.0001	015351109	156	1,111	SH		SOLE		1,111	0	0
ALIBABA GROUP HOLDING SP ADR	ADR USD.000025	01609W102	10,477	60,665	SH		SOLE		60,665	0	0
ALIGN TECHNOLOGY INC	COMMON STOCK USD.0001	016255101	815	4,377	SH		SOLE		4,377	0	0
ALLEGHANY CORP	COMMON STOCK USD1.0	017175100	678	1,223	SH		SOLE		1,223	0	0
ALLEGION PLC	COMMON STOCK USD.01	G0176J109	17,171	198,581	SH		SOLE		198,581	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	17,477	85,275	SH		SOLE		85,275	0	0
ALLIANCE DATA SYSTEMS CORP	COMMON STOCK USD.01	018581108	3,286	14,833	SH		SOLE		14,833	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	8,215	218,900	SH		SOLE		218,900	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	4,001	43,537	SH		SOLE		43,537	0	0
ALPHA OMEGA SEMICONDUCTOR	COMMON STOCK	G6331P104	1,015	61,578	SH		SOLE		61,578	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	9,131	9,377	SH		SOLE		9,377	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	62,483	65,147	SH		SOLE		65,147	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	7,213	113,727	SH		SOLE		113,727	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	364	19,731	SH		SOLE		19,731	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	49,358	51,342	SH		SOLE		51,342	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	6,139	105,000	SH		SOLE		105,000	0	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	2,448	38,057	SH		SOLE		38,057	0	0
AMEREN CORPORATION	COMMON STOCK USD.01	023608102	72	1,247	SH		SOLE		1,247	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	6,736	141,833	SH		SOLE		132,313	0	9,520
AMERICAN ASSETS TRUST INC	REIT USD.01	024013104	1,401	35,226	SH		SOLE		35,226	0	0
AMERICAN AXLE MFG HOLDINGS	COMMON STOCK USD.01	024061103	944	53,703	SH		SOLE		53,703	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	7,860	111,901	SH		SOLE		111,901	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	1,466	16,201	SH		SOLE		16,201	0	0
AMERICAN HOMES 4 RENT A	REIT USD.01	02665T306	1,966	90,576	SH		SOLE		90,576	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	20,001	325,799	SH		SOLE		325,799	0	0
AMERICAN STATES WATER CO	COMMON STOCK	029899101	2,081	42,258	SH		SOLE		42,258	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	16,160	118,230	SH		SOLE		118,230	0	0
AMERICAN WATER WORKS CO INC	COMMON STOCK USD.01	030420103	88	1,083	SH		SOLE		1,083	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	75	505	SH		SOLE		505	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	456	7,830	SH		SOLE		7,830	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,514	18,302	SH		SOLE		18,302	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	3,893	58,949	SH		SOLE		58,949	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	25,877	138,786	SH		SOLE		138,786	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	2,161	47,289	SH		SOLE		47,289	0	0
ANADARKO PETROLEUM CORP	COMMON STOCK USD.1	032511107	256	5,236	SH		SOLE		5,236	0	0
ANALOG DEVICES INC	COMMON STOCK USD.167	032654105	3,170	36,782	SH		SOLE		36,782	0	0
ANDEAVOR	COMMON STOCK USD.167	03349M105	2,023	19,617	SH		SOLE		19,617	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	186	20,000	SH		SOLE		20,000	0	0
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	450	8,567	SH		SOLE		8,567	0	0
ANIXTER INTERNATIONAL INC	COMMON STOCK USD1.0	035290105	471	5,537	SH		SOLE		5,537	0	0
ANSYS INC	COMMON STOCK USD.01	03662Q105	45	365	SH		SOLE		365	0	0
ANTERO RESOURCES CORP	COMMON STOCK USD.01	03674X106	238	11,963	SH		SOLE		11,963	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	4,035	21,252	SH		SOLE		21,252	0	0
AON PLC	COMMON STOCK USD.01	G0408V102	189	1,292	SH		SOLE		1,292	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	385	8,405	SH		SOLE		8,405	0	0
APARTMENT INVT MGMT CO A	REIT USD.01	03748R101	554	12,637	SH		SOLE		12,637	0	0
APOGEE ENTERPRISES INC	COMMON STOCK USD.333	037598109	2,047	42,409	SH		SOLE		42,409	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	308	17,003	SH		SOLE		17,003	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	93,868	609,061	SH		SOLE		609,061	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	19,104	366,742	SH		SOLE		366,742	0	0
ARAMARK	COMMON STOCK USD.01	03852U106	1,697	41,800	SH		SOLE		41,800	0	0
ARC LOGISTICS PARTNERS LP	MLP	03879N101	1,022	61,181	SH		SOLE		61,181	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	2,137	63,888	SH		SOLE		63,888	0	0
ARCH CAPITAL GROUP LTD	COMMON STOCK USD.01	G0450A105	903	9,164	SH		SOLE		9,164	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK	039483102	161	3,794	SH		SOLE		3,794	0	0
ARENA PHARMACEUTICALS INC	COMMON STOCK USD.0001	040047607	422	16,568	SH		SOLE		16,568	0	0
ARRAY BIOPHARMA INC	COMMON STOCK USD.001	04269X105	550	44,706	SH		SOLE		44,706	0	0
ARRIS INTERNATIONAL PLC	COMMON STOCK GBP.0001	G0551A103	6,486	227,648	SH		SOLE		227,648	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.0	042735100	5,421	67,418	SH		SOLE		67,418	0	0
ARTHUR J GALLAGHER CO	COMMON STOCK USD1.0	363576109	32	524	SH		SOLE		524	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	2,575	40,997	SH		SOLE		40,997	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	2,511	26,283	SH		SOLE		26,283	0	0
ASSURED GUARANTY LTD	COMMON STOCK USD.01	G0585R106	4,840	128,200	SH		SOLE		128,200	0	0
ASTORIA FINANCIAL CORP	COMMON STOCK USD.01	046265104	2,681	124,700	SH		SOLE		124,700	0	0
AT T INC	COMMON STOCK USD1.0	00206R102	16,290	415,891	SH		SOLE		415,891	0	0
ATHENE HOLDING LTD CLASS A	COMMON STOCK	G0684D107	1,378	25,600	SH		SOLE		25,600	0	0
ATKORE INTERNATIONAL GROUP I	COMMON STOCK USD.01	047649108	272	13,945	SH		SOLE		13,945	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	945	2,000,000	SH		SOLE		2,000,000	0	0
AUTODESK INC	COMMON STOCK USD.01	052769106	101	903	SH		SOLE		903	0	0
AUTOMATIC DATA PROCESSING	COMMON STOCK USD.1	053015103	279	2,550	SH		SOLE		2,550	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	7,694	12,929	SH		SOLE		12,929	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	6,453	36,167	SH		SOLE		36,167	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.0	053611109	4,621	46,986	SH		SOLE		46,986	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	2,674	70,259	SH		SOLE		70,259	0	0
BANCO MACRO SA ADR	ADR	05961W105	10,768	91,757	SH		SOLE		91,757	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	43,359	1,711,089	SH		SOLE		1,711,089	0	0
BANK OF HAWAII CORP	COMMON STOCK USD.01	062540109	709	8,509	SH		SOLE		8,509	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	288	5,437	SH		SOLE		5,437	0	0
BANK OF THE OZARKS	COMMON STOCK USD.01	063904106	672	13,988	SH		SOLE		13,988	0	0
BANKWELL FINANCIAL GROUP INC	COMMON STOCK	06654A103	482	13,058	SH		SOLE		13,058	0	0
BARNES GROUP INC	COMMON STOCK USD.01	067806109	3,712	52,700	SH		SOLE		52,700	0	0
BARRACUDA NETWORKS INC	COMMON STOCK USD.001	068323104	542	22,375	SH		SOLE		22,375	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P209	2,487	128,850	SH		SOLE		128,850	0	0
BASSETT FURNITURE INDS	COMMON STOCK USD5.0	070203104	554	14,688	SH		SOLE		14,688	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.0	071813109	4,898	78,055	SH		SOLE		78,055	0	0
BB T CORP	COMMON STOCK USD5.0	054937107	206	4,390	SH		SOLE		4,390	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.0	075887109	5,718	29,180	SH		SOLE		29,180	0	0
BED BATH BEYOND INC	COMMON STOCK USD.01	075896100	2,091	89,100	SH		SOLE		89,100	0	0
BELDEN INC	COMMON STOCK USD.01	077454106	4,341	53,900	SH		SOLE		53,900	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	30,692	167,421	SH		SOLE		167,421	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	5,232	91,856	SH		SOLE		91,856	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	2,412	45,021	SH		SOLE		45,021	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	358	1,144	SH		SOLE		1,144	0	0
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	09061G101	536	5,763	SH		SOLE		5,763	0	0
BIOSPECIFICS TECHNOLOGIES	COMMON STOCK USD.001	090931106	713	15,316	SH		SOLE		15,316	0	0
BIOVERATIV INC	COMMON STOCK USD.001	09075E100	1,181	20,700	SH		SOLE		20,700	0	0
BLACKBAUD INC	COMMON STOCK USD.001	09227Q100	392	4,461	SH		SOLE		4,461	0	0
BLACKROCK INC	COMMON STOCK USD.01	09247X101	16,710	37,376	SH		SOLE		37,376	0	0
BLUEBIRD BIO INC	COMMON STOCK USD.01	09609G100	1,110	8,082	SH		SOLE		8,082	0	0
BLUEPRINT MEDICINES CORP	COMMON STOCK USD.001	09627Y109	580	8,330	SH		SOLE		8,330	0	0
BOEING CO/THE	COMMON STOCK USD5.0	097023105	13,346	52,501	SH		SOLE		52,501	0	0
BOISE CASCADE CO	COMMON STOCK USD.01	09739D100	1,014	29,044	SH		SOLE		29,044	0	0
BOK FINANCIAL CORPORATION	COMMON STOCK USD.00006	05561Q201	962	10,800	SH		SOLE		10,800	0	0
BOOZ ALLEN HAMILTON HOLDINGS	COMMON STOCK USD.01	099502106	1,709	45,715	SH		SOLE		45,715	0	0
BORGWARNER INC	COMMON STOCK USD.01	099724106	3,852	75,185	SH		SOLE		75,185	0	0
BOSTON BEER COMPANY INC A	COMMON STOCK USD.01	100557107	1,397	8,941	SH		SOLE		8,941	0	0
BOSTON PROPERTIES INC	REIT USD.01	101121101	3,117	25,370	SH		SOLE		25,370	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	257	8,798	SH		SOLE		8,798	0	0
BOX INC CLASS A	COMMON STOCK USD.0001	10316T104	359	18,604	SH		SOLE		18,604	0	0
BRANDYWINE REALTY TRUST	REIT USD.01	105368203	951	54,378	SH		SOLE		54,378	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	1,221	38,315	SH		SOLE		38,315	0	0
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	110122108	2,897	45,447	SH		SOLE		45,447	0	0
BRIXMOR PROPERTY GROUP INC	REIT USD.01	11120U105	2,054	109,241	SH		SOLE		109,241	0	0
BROADCOM LTD	COMMON STOCK	Y09827109	4,713	19,432	SH		SOLE		19,432	0	0
BROCADE COMMUNICATIONS SYS	COMMON STOCK USD.001	111621306	2,506	209,700	SH		SOLE		209,700	0	0
BROWN BROWN INC	COMMON STOCK USD.1	115236101	533	11,059	SH		SOLE		11,059	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	6,202	110,803	SH		SOLE		110,803	0	0
BUFFALO WILD WINGS INC	COMMON STOCK	119848109	318	3,013	SH		SOLE		3,013	0	0
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	12541W209	603	7,925	SH		SOLE		7,925	0	0
C J ENERGY SERVICES INC	COMMON STOCK	12674R100	450	15,000	SH		SOLE		15,000	0	0
CA INC	COMMON STOCK USD.1	12673P105	5,328	159,631	SH		SOLE		159,631	0	0
CABOT OIL GAS CORP	COMMON STOCK USD.1	127097103	5,738	214,500	SH		SOLE		214,500	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	170	4,300	SH		SOLE		4,300	0	0
CALITHERA BIOSCIENCES INC	COMMON STOCK USD.001	13089P101	258	16,394	SH		SOLE		16,394	0	0
CALLAWAY GOLF COMPANY	COMMON STOCK USD.01	131193104	713	49,391	SH		SOLE		49,391	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	4,656	315,648	SH		SOLE		315,648	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	3,922	42,890	SH		SOLE		42,890	0	0
CAMPBELL SOUP CO	COMMON STOCK USD.0375	134429109	2,103	44,910	SH		SOLE		44,910	0	0
CANADIAN NATURAL RESOURCES	COMMON STOCK	136385101	4,012	119,793	SH		SOLE		119,793	0	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	709	7,530	SH		SOLE		7,530	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	14,650	173,042	SH		SOLE		173,042	0	0
CARDINAL HEALTH INC	COMMON STOCK	14149Y108	141	2,109	SH		SOLE		2,109	0	0
CARDIOVASCULAR SYSTEMS INC	COMMON STOCK	141619106	413	14,670	SH		SOLE		14,670	0	0
CARETRUST REIT INC	REIT USD.01	14174T107	1,371	72,008	SH		SOLE		72,008	0	0
CARNIVAL CORP	COMMON STOCK USD.01	143658300	2,387	36,972	SH		SOLE		36,972	0	0
CARTER S INC	COMMON STOCK USD.01	146229109	5,675	57,468	SH		SOLE		57,468	0	0
CATERPILLAR INC	COMMON STOCK USD1.0	149123101	6,460	51,797	SH		SOLE		51,797	0	0
CBL ASSOCIATES PROPERTIES	REIT USD.01	124830100	1,037	123,575	SH		SOLE		123,575	0	0
CBOE GLOBAL MARKETS INC	COMMON STOCK	12503M108	59	548	SH		SOLE		548	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	4,160	109,833	SH		SOLE		109,833	0	0
CBS CORP CLASS B NON VOTING	COMMON STOCK USD.001	124857202	77	1,332	SH		SOLE		1,332	0	0
CDK GLOBAL INC	COMMON STOCK USD.01	12508E101	5,236	83,000	SH		SOLE		83,000	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	599	9,069	SH		SOLE		9,069	0	0
CEDAR REALTY TRUST INC	REIT USD.06	150602209	660	117,486	SH		SOLE		117,486	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	3,681	35,300	SH		SOLE		35,300	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	29,100	199,558	SH		SOLE		199,558	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	6,796	70,224	SH		SOLE		70,224	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	874	234,186	SH		SOLE		173,399	0	60,787
CENTURY ALUMINUM COMPANY	COMMON STOCK USD.01	156431108	695	41,932	SH		SOLE		41,932	0	0
CENTURYLINK INC	COMMON STOCK USD1.0	156700106	47	2,509	SH		SOLE		2,509	0	0
CERNER CORP	COMMON STOCK USD.01	156782104	1,282	17,980	SH		SOLE		17,980	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	76	2,157	SH		SOLE		2,157	0	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	964	8,923	SH		SOLE		8,923	0	0
CHARTER COMMUNICATIONS INC A	COMMON STOCK USD.001	16119P108	373	1,027	SH		SOLE		1,027	0	0
CHATHAM LODGING TRUST	REIT USD.01	16208T102	2,142	100,484	SH		SOLE		100,484	0	0
CHEESECAKE FACTORY INC/THE	COMMON STOCK USD.01	163072101	1,040	24,700	SH		SOLE		24,700	0	0
CHEMED CORP	COMMON STOCK USD1.0	16359R103	647	3,204	SH		SOLE		3,204	0	0
CHEMOURS CO/THE	COMMON STOCK	163851108	1,787	35,300	SH		SOLE		35,300	0	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	33	7,591	SH		SOLE		7,591	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	1,533	56,837	SH		SOLE		56,837	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	36,985	314,767	SH		SOLE		314,767	0	0
CHIMERA INVESTMENT CORP	REIT USD.01	16934Q208	2,615	138,200	SH		SOLE		138,200	0	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	59	193	SH		SOLE		193	0	0
CHOICE HOTELS INTL INC	COMMON STOCK USD.01	169905106	569	8,907	SH		SOLE		8,907	0	0
CHUBB LTD	COMMON STOCK	H1467J104	409	2,869	SH		SOLE		2,869	0	0
CHURCH DWIGHT CO INC	COMMON STOCK USD1.0	171340102	1,313	27,109	SH		SOLE		27,109	0	0
CIENA CORP	COMMON STOCK USD.01	171779309	1,593	72,528	SH		SOLE		72,528	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	10,402	55,646	SH		SOLE		55,646	0	0
CIMAREX ENERGY CO	COMMON STOCK USD.01	171798101	1,478	13,000	SH		SOLE		13,000	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.0	172062101	52	680	SH		SOLE		680	0	0
CINTAS CORP	COMMON STOCK	172908105	7,967	55,222	SH		SOLE		55,222	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	1,291	24,207	SH		SOLE		24,207	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	6,861	204,010	SH		SOLE		204,010	0	0
CIT GROUP INC	COMMON STOCK USD.01	125581801	3,218	65,600	SH		SOLE		65,600	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	38,336	527,028	SH		SOLE		527,028	0	0
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	174610105	7,656	202,153	SH		SOLE		202,153	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	3,300	42,959	SH		SOLE		42,959	0	0
CLOROX COMPANY	COMMON STOCK USD1.0	189054109	199	1,505	SH		SOLE		1,505	0	0
CME GROUP INC	COMMON STOCK USD.01	12572Q105	265	1,950	SH		SOLE		1,950	0	0
CNO FINANCIAL GROUP INC	COMMON STOCK USD.01	12621E103	23	1,000	SH		SOLE		1,000	0	0
COACH INC	COMMON STOCK USD.01	189754104	100	2,486	SH		SOLE		2,486	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	23,706	526,680	SH		SOLE		526,680	0	0
COGNEX CORP	COMMON STOCK USD.002	192422103	4,146	37,591	SH		SOLE		37,591	0	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	3,579	49,342	SH		SOLE		49,342	0	0
COHERENT INC	COMMON STOCK USD.01	192479103	4,316	18,353	SH		SOLE		18,353	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	194162103	12,456	170,976	SH		SOLE		170,976	0	0
COLUMBIA SPORTSWEAR CO	COMMON STOCK	198516106	500	8,114	SH		SOLE		8,114	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	32,043	832,728	SH		SOLE		832,728	0	0
COMERICA INC	COMMON STOCK USD5.0	200340107	4,556	59,743	SH		SOLE		59,743	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	2,119	59,354	SH		SOLE		59,354	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	268	4,412	SH		SOLE		4,412	0	0
CONAGRA BRANDS INC	COMMON STOCK USD5.0	205887102	138	4,101	SH		SOLE		4,101	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	13,588	271,482	SH		SOLE		271,482	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	141	1,748	SH		SOLE		1,748	0	0
CONSOLIDATED WATER CO ORD SH	COMMON STOCK USD.6	G23773107	704	54,967	SH		SOLE		54,967	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	18,064	90,567	SH		SOLE		90,567	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	2,494	10,518	SH		SOLE		10,518	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	1,369	11,809	SH		SOLE		11,809	0	0
COPART INC	COMMON STOCK	217204106	914	26,592	SH		SOLE		26,592	0	0
CORCEPT THERAPEUTICS INC	COMMON STOCK USD.001	218352102	2,269	117,539	SH		SOLE		117,539	0	0
CORECIVIC INC	REIT USD.01	21871N101	3,319	123,974	SH		SOLE		123,974	0	0
CORENERGY INFRASTRUCTURE TRU	REIT USD.001	21870U502	551	15,580	SH		SOLE		15,580	0	0
CORESITE REALTY CORP	REIT USD.01	21870Q105	9,908	88,539	SH		SOLE		88,539	0	0
CORNING INC	COMMON STOCK USD.5	219350105	173	5,768	SH		SOLE		5,768	0	0
COSTAMARE INC	COMMON STOCK USD.0001	Y1771G102	1,276	206,436	SH		SOLE		206,436	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	5,843	35,563	SH		SOLE		35,563	0	0
CR BARD INC	COMMON STOCK USD.25	067383109	4,259	13,288	SH		SOLE		13,288	0	0
CRANE CO	COMMON STOCK USD1.0	224399105	4,231	52,900	SH		SOLE		52,900	0	0
CROWN CASTLE INTL CORP	REIT USD.01	22822V101	197	1,974	SH		SOLE		1,974	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.0	228368106	7,434	124,480	SH		SOLE		124,480	0	0
CSX CORP	COMMON STOCK USD1.0	126408103	218	4,017	SH		SOLE		4,017	0	0
CU BANCORP	COMMON STOCK	126534106	366	9,433	SH		SOLE		9,433	0	0
CUBESMART	REIT USD.01	229663109	1,184	45,626	SH		SOLE		45,626	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	3,090	18,387	SH		SOLE		18,387	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	529	20,406	SH		SOLE		20,406	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	26,141	321,460	SH		SOLE		321,460	0	0
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	M2682V108	334	8,151	SH		SOLE		8,151	0	0
CYTOKINETICS INC	COMMON STOCK USD.001	23282W605	333	22,940	SH		SOLE		22,940	0	0
DANA INC	COMMON STOCK USD.01	235825205	1,120	40,065	SH		SOLE		40,065	0	0
DANAHER CORP	COMMON STOCK USD.01	235851102	3,263	38,041	SH		SOLE		38,041	0	0
DARDEN RESTAURANTS INC	COMMON STOCK	237194105	109	1,384	SH		SOLE		1,384	0	0
DAVITA INC	COMMON STOCK USD.001	23918K108	2,342	39,437	SH		SOLE		39,437	0	0
DCT INDUSTRIAL TRUST INC	REIT USD.01	233153204	2,039	35,209	SH		SOLE		35,209	0	0
DDR CORP	REIT USD.1	23317H102	386	42,149	SH		SOLE		42,149	0	0
DEAN FOODS CO	COMMON STOCK USD.01	242370203	189	17,400	SH		SOLE		17,400	0	0
DEERE CO	COMMON STOCK USD1.0	244199105	172	1,369	SH		SOLE		1,369	0	0
DELPHI AUTOMOTIVE PLC	COMMON STOCK USD.01	G27823106	3,404	34,591	SH		SOLE		34,591	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	34,218	709,631	SH		SOLE		709,631	0	0
DELUXE CORP	COMMON STOCK USD1.0	248019101	665	9,115	SH		SOLE		9,115	0	0
DENTSPLY SIRONA INC	COMMON STOCK USD.01	24906P109	107	1,788	SH		SOLE		1,788	0	0
DEVON ENERGY CORP	COMMON STOCK USD.1	25179M103	206	5,599	SH		SOLE		5,599	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	424	8,662	SH		SOLE		8,662	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	145	5,382	SH		SOLE		5,382	0	0
DIGITAL REALTY TRUST INC	REIT USD.01	253868103	3,249	27,459	SH		SOLE		27,459	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	8,024	124,438	SH		SOLE		124,438	0	0
DISCOVERY COMMUNICATIONS A	COMMON STOCK USD.01	25470F104	1,474	69,232	SH		SOLE		69,232	0	0
DISCOVERY COMMUNICATIONS C	COMMON STOCK USD.01	25470F302	1,598	78,888	SH		SOLE		78,888	0	0
DISH NETWORK CORP A	COMMON STOCK USD.01	25470M109	61	1,133	SH		SOLE		1,133	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	109	1,351	SH		SOLE		1,351	0	0
DOLLAR TREE INC	COMMON STOCK USD.01	256746108	106	1,225	SH		SOLE		1,225	0	0
DOMINION DIAMOND CORP	COMMON STOCK	257287102	1,924	135,700	SH		SOLE		135,700	0	0
DOMINION ENERGY INC	COMMON STOCK	25746U109	3,465	45,045	SH		SOLE		45,045	0	0
DOMINO S PIZZA INC	COMMON STOCK USD.01	25754A201	848	4,272	SH		SOLE		4,272	0	0
DORMAN PRODUCTS INC	COMMON STOCK USD.01	258278100	308	4,299	SH		SOLE		4,299	0	0
DOUGLAS EMMETT INC	REIT USD.01	25960P109	1,394	35,368	SH		SOLE		35,368	0	0
DOVER CORP	COMMON STOCK USD1.0	260003108	1,593	17,432	SH		SOLE		17,432	0	0
DOWDUPONT INC	COMMON STOCK USD.01	26078J100	884,806	12,780,670	SH		SOLE		12,780,670	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	2,916	73,039	SH		SOLE		73,039	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	1,384	15,645	SH		SOLE		15,645	0	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	512	11,586	SH		SOLE		11,586	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	1,003	9,338	SH		SOLE		9,338	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	3,335	39,738	SH		SOLE		39,738	0	0
DUKE REALTY CORP	REIT USD.01	264411505	1,552	53,848	SH		SOLE		53,848	0	0
DULUTH HOLDINGS INC CL B	COMMON STOCK	26443V101	504	24,840	SH		SOLE		24,840	0	0
DXC TECHNOLOGY CO	COMMON STOCK USD.01	23355L106	125	1,451	SH		SOLE		1,451	0	0
DYCOM INDUSTRIES INC	COMMON STOCK USD.333	267475101	276	3,217	SH		SOLE		3,217	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	2,884	294,552	SH		SOLE		294,552	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,064	24,399	SH		SOLE		24,399	0	0
EAGLE MATERIALS INC	COMMON STOCK USD.01	26969P108	4,823	45,200	SH		SOLE		45,200	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	5,527	92,449	SH		SOLE		92,449	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	12,362	136,607	SH		SOLE		136,607	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	0	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	0	2,771	SH		SOLE		923	0	1,848
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	15	2,000	SH		SOLE		2,000	0	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	3,117	40,586	SH		SOLE		40,586	0	0
EBAY INC	COMMON STOCK USD.001	278642103	184	4,773	SH		SOLE		4,773	0	0
ECOLAB INC	COMMON STOCK USD1.0	278865100	337	2,621	SH		SOLE		2,621	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	1,501	19,455	SH		SOLE		19,455	0	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.0	28176E108	142	1,299	SH		SOLE		1,299	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	183	1,552	SH		SOLE		1,552	0	0
ELECTRONICS FOR IMAGING	COMMON STOCK USD.01	286082102	1,790	41,951	SH		SOLE		41,951	0	0
ELI LILLY CO	COMMON STOCK	532457108	8,823	103,148	SH		SOLE		103,148	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	354	5,638	SH		SOLE		5,638	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	760	16,233	SH		SOLE		16,233	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK	29272W109	430	9,338	SH		SOLE		9,338	0	0
ENERGY XXI GULF COAST INC	COMMON STOCK	29276K101	8,680	839,496	SH		SOLE		655,275	0	184,221
ENERSYS	COMMON STOCK USD.01	29275Y102	2,421	34,998	SH		SOLE		34,998	0	0
ENGILITY HOLDINGS INC	COMMON STOCK USD.01	29286C107	822	23,704	SH		SOLE		23,704	0	0
ENOVA INTERNATIONAL INC	COMMON STOCK USD.00001	29357K103	1,090	81,075	SH		SOLE		81,075	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	7,004	91,728	SH		SOLE		91,728	0	0
ENTERPRISE FINANCIAL SERVICE	COMMON STOCK USD.01	293712105	1,079	25,472	SH		SOLE		25,472	0	0
ENVESTNET INC	COMMON STOCK	29404K106	714	14,000	SH		SOLE		14,000	0	0
ENVISION HEALTHCARE CORP	COMMON STOCK	29414D100	30	664	SH		SOLE		664	0	0
ENZO BIOCHEM INC	COMMON STOCK USD.01	294100102	280	26,710	SH		SOLE		26,710	0	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	642	7,300	SH		SOLE		7,300	0	0
EPR PROPERTIES	REIT USD.01	26884U109	1,513	21,700	SH		SOLE		21,700	0	0
EQT CORP	COMMON STOCK	26884L109	119	1,830	SH		SOLE		1,830	0	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	60	566	SH		SOLE		566	0	0
EQUINIX INC	REIT USD.001	29444U700	7,429	16,646	SH		SOLE		16,646	0	0
EQUITY LIFESTYLE PROPERTIES	REIT USD.01	29472R108	2,159	25,371	SH		SOLE		25,371	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	3,700	56,114	SH		SOLE		56,114	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	8,067	199,176	SH		SOLE		199,176	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	4,991	19,647	SH		SOLE		19,647	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	17,665	163,806	SH		SOLE		163,806	0	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	93	980	SH		SOLE		980	0	0
EVERCORE INC A	COMMON STOCK USD.01	29977A105	5,738	71,500	SH		SOLE		71,500	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	11,279	49,385	SH		SOLE		49,385	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	2,176	36,009	SH		SOLE		36,009	0	0
EXACT SCIENCES CORP	COMMON STOCK USD.01	30063P105	901	19,115	SH		SOLE		19,115	0	0
EXELIXIS INC	COMMON STOCK USD.001	30161Q104	707	29,167	SH		SOLE		29,167	0	0
EXELON CORP	COMMON STOCK	30161N101	12,746	338,365	SH		SOLE		338,365	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	79	548	SH		SOLE		548	0	0
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	302130109	547	9,139	SH		SOLE		9,139	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	3,012	47,567	SH		SOLE		47,567	0	0
EXTERRAN CORP	COMMON STOCK USD.01	30227H106	332	10,500	SH		SOLE		10,500	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	9,661	120,881	SH		SOLE		120,881	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	24,238	295,653	SH		SOLE		295,653	0	0
EZCORP INC	COMPANY GUAR 06/19 2.125	302301AB2	10,955	11,250,000	SH		SOLE		8,531,000	0	2,719,000
F5 NETWORKS INC	COMMON STOCK	315616102	3,023	25,073	SH		SOLE		25,073	0	0
FABRINET	COMMON STOCK USD.01	G3323L100	486	13,108	SH		SOLE		13,108	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	50,216	293,885	SH		SOLE		293,885	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	539	2,991	SH		SOLE		2,991	0	0
FAIR ISAAC CORP	COMMON STOCK USD.01	303250104	2,678	19,060	SH		SOLE		19,060	0	0
FCB FINANCIAL HOLDINGS CL A	COMMON STOCK USD.001	30255G103	854	17,680	SH		SOLE		17,680	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	2,199	17,707	SH		SOLE		17,707	0	0
FEDERATED INVESTORS INC CL B	COMMON STOCK	314211103	756	25,455	SH		SOLE		25,455	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	1,424	6,314	SH		SOLE		6,314	0	0
FIBROGEN INC	COMMON STOCK USD.01	31572Q808	1,261	23,447	SH		SOLE		23,447	0	0
FIDELITY NATIONAL INFO SERV	COMMON STOCK USD.01	31620M106	562	6,023	SH		SOLE		6,023	0	0
FIFTH THIRD BANCORP	COMMON STOCK	316773100	65	2,316	SH		SOLE		2,316	0	0
FINISAR CORPORATION	COMMON STOCK USD.001	31787A507	735	33,142	SH		SOLE		33,142	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	9,619	192,500	SH		SOLE		192,500	0	0
FIRST BANCORP PUERTO RICO	COMMON STOCK USD.1	318672706	916	178,843	SH		SOLE		178,843	0	0
FIRST CONNECTICUT BANCORP	COMMON STOCK USD.01	319850103	298	11,156	SH		SOLE		11,156	0	0
FIRST FINANCIAL NORTHWEST	COMMON STOCK USD.01	32022K102	408	24,019	SH		SOLE		24,019	0	0
FIRST INDUSTRIAL REALTY TR	REIT USD.01	32054K103	774	25,710	SH		SOLE		25,710	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	8,465	274,554	SH		SOLE		274,554	0	0
FISERV INC	COMMON STOCK USD.01	337738108	2,612	20,257	SH		SOLE		20,257	0	0
FIVE PRIME THERAPEUTICS INC	COMMON STOCK USD.001	33830X104	341	8,334	SH		SOLE		8,334	0	0
FIVE9 INC	COMMON STOCK USD.001	338307101	1,307	54,703	SH		SOLE		54,703	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	661	27,334	SH		SOLE		27,334	0	0
FLIR SYSTEMS INC	COMMON STOCK USD.01	302445101	817	20,996	SH		SOLE		20,996	0	0
FLOWSERVE CORP	COMMON STOCK USD1.25	34354P105	66	1,558	SH		SOLE		1,558	0	0
FLUOR CORP	COMMON STOCK USD.01	343412102	44	1,050	SH		SOLE		1,050	0	0
FMC CORP	COMMON STOCK USD.1	302491303	77	865	SH		SOLE		865	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	18	503	SH		SOLE		503	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	2,053	171,529	SH		SOLE		171,529	0	0
FOREST CITY REALTY TRUST A	REIT USD.01	345605109	1,558	61,076	SH		SOLE		61,076	0	0
FORESTAR GROUP INC	COMMON STOCK USD1.0	346233109	1,906	110,800	SH		SOLE		110,800	0	0
FORMFACTOR INC	COMMON STOCK USD.001	346375108	1,501	89,087	SH		SOLE		89,087	0	0
FORTINET INC	COMMON STOCK USD.001	34959E109	389	10,842	SH		SOLE		10,842	0	0
FORTRESS INVESTMENT GRP CL A	MLP	34958B106	2,600	326,200	SH		SOLE		326,200	0	0
FORTUNE BRANDS HOME SECURI	COMMON STOCK USD.01	34964C106	6,134	91,240	SH		SOLE		91,240	0	0
FOUR CORNERS PROPERTY TRUST	REIT USD.0001	35086T109	703	28,229	SH		SOLE		28,229	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	2,015	45,276	SH		SOLE		45,276	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	457	32,544	SH		SOLE		32,544	0	0
G III APPAREL GROUP LTD	COMMON STOCK USD.01	36237H101	1,110	38,266	SH		SOLE		38,266	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	917	31,044	SH		SOLE		31,044	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	1,407	11,307	SH		SOLE		11,307	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	6,086	132,508	SH		SOLE		132,508	0	0
GENERAL COMMUNICATION INC A	COMMON STOCK	369385109	1,591	39,000	SH		SOLE		39,000	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	369550108	15,564	75,706	SH		SOLE		75,706	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	2,499	103,346	SH		SOLE		103,346	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	337	6,505	SH		SOLE		6,505	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	11,143	275,958	SH		SOLE		275,958	0	0
GENUINE PARTS CO	COMMON STOCK USD1.0	372460105	598	6,256	SH		SOLE		6,256	0	0
GGP INC	REIT USD.01	36174X101	7,413	356,921	SH		SOLE		356,921	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	20,667	255,085	SH		SOLE		255,085	0	0
GLAUKOS CORP	COMMON STOCK USD.001	377322102	447	13,540	SH		SOLE		13,540	0	0
GLOBAL BROKERAGE INC	SR UNSECURED 06/18 2.25	302693AB2	3,439	8,200,000	SH		SOLE		8,200,000	0	0
GLOBAL PAYMENTS INC	COMMON STOCK	37940X102	583	6,139	SH		SOLE		6,139	0	0
GLOBALSTAR INC	COMMON STOCK USD.0001	378973408	57	35,000	SH		SOLE		35,000	0	0
GNC HOLDINGS INC CL A	COMMON STOCK USD.001	36191G107	1,347	152,333	SH		SOLE		152,333	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	13,968	58,890	SH		SOLE		58,890	0	0
GOODYEAR TIRE RUBBER CO	COMMON STOCK	382550101	2,876	86,491	SH		SOLE		86,491	0	0
GOVERNMENT PROPERTIES INCOME	REIT USD.01	38376A103	1,351	71,966	SH		SOLE		71,966	0	0
GRAND CANYON EDUCATION INC	COMMON STOCK USD.01	38526M106	328	3,614	SH		SOLE		3,614	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	733	46,717	SH		SOLE		46,717	0	0
GREAT WESTERN BANCORP INC	COMMON STOCK USD.01	391416104	1,963	47,551	SH		SOLE		47,551	0	0
GREENBRIER COMPANIES INC	COMMON STOCK	393657101	2,132	44,281	SH		SOLE		44,281	0	0
GUIDEWIRE SOFTWARE INC	COMMON STOCK USD.0001	40171V100	579	7,432	SH		SOLE		7,432	0	0
H R BLOCK INC	COMMON STOCK	093671105	4,452	168,127	SH		SOLE		168,127	0	0
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	40637H109	838	48,270	SH		SOLE		48,270	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	1,841	74,707	SH		SOLE		74,707	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	451	9,363	SH		SOLE		9,363	0	0
HARRIS CORP	COMMON STOCK USD1.0	413875105	2,841	21,577	SH		SOLE		21,577	0	0
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	416515104	89	1,604	SH		SOLE		1,604	0	0
HASBRO INC	COMMON STOCK USD.5	418056107	96	980	SH		SOLE		980	0	0
HCA HEALTHCARE INC	COMMON STOCK USD.01	40412C101	7,427	93,317	SH		SOLE		93,317	0	0
HCP INC	REIT USD1.0	40414L109	1,849	66,440	SH		SOLE		66,440	0	0
HD SUPPLY HOLDINGS INC	COMMON STOCK USD.01	40416M105	7,044	195,300	SH		SOLE		195,300	0	0
HEICO CORP	COMMON STOCK USD.01	422806109	648	7,217	SH		SOLE		7,217	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	8,851	107,958	SH		SOLE		107,958	0	0
HERITAGE INSURANCE HOLDINGS	COMMON STOCK USD.0001	42727J102	908	68,755	SH		SOLE		68,755	0	0
HESS CORP	COMMON STOCK USD1.0	42809H107	4,731	100,900	SH		SOLE		100,900	0	0
HEWLETT PACKARD ENTERPRISE	COMMON STOCK USD.01	42824C109	110	7,446	SH		SOLE		7,446	0	0
HIGHWOODS PROPERTIES INC	REIT USD.01	431284108	534	10,258	SH		SOLE		10,258	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	423	5,719	SH		SOLE		5,719	0	0
HILTON WORLDWIDE HOLDINGS IN	COMMON STOCK USD.01	43300A203	88	1,260	SH		SOLE		1,260	0	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	574	28,890	SH		SOLE		28,890	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	665	18,500	SH		SOLE		18,500	0	0
HOLLYSYS AUTOMATION TECHNOLO	COMMON STOCK USD.0001	G45667105	476	22,006	SH		SOLE		22,006	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	5,577	151,997	SH		SOLE		151,997	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	28,076	171,656	SH		SOLE		171,656	0	0
HOMETRUST BANCSHARES INC	COMMON STOCK	437872104	1,287	50,180	SH		SOLE		50,180	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	438516106	31,243	220,426	SH		SOLE		220,426	0	0
HORMEL FOODS CORP	COMMON STOCK USD.01465	440452100	100	3,124	SH		SOLE		3,124	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	3,553	124,721	SH		SOLE		124,721	0	0
HOST HOTELS RESORTS INC	REIT USD.01	44107P104	1,485	80,298	SH		SOLE		80,298	0	0
HOULIHAN LOKEY INC	COMMON STOCK USD.001	441593100	1,999	51,075	SH		SOLE		51,075	0	0
HP INC	COMMON STOCK USD.01	40434L105	5,615	281,322	SH		SOLE		281,322	0	0
HRG GROUP INC	COMMON STOCK USD.01	40434J100	2,112	135,300	SH		SOLE		135,300	0	0
HSN INC	COMMON STOCK USD.01	404303109	2,792	71,500	SH		SOLE		71,500	0	0
HUBSPOT INC	COMMON STOCK USD.001	443573100	621	7,386	SH		SOLE		7,386	0	0
HUDSON PACIFIC PROPERTIES IN	REIT USD.01	444097109	1,919	57,226	SH		SOLE		57,226	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	4,529	18,590	SH		SOLE		18,590	0	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	972	8,746	SH		SOLE		8,746	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	57	4,061	SH		SOLE		4,061	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	7,780	34,356	SH		SOLE		34,356	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	2,012	73,367	SH		SOLE		73,367	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	352	41,103	SH		SOLE		41,103	0	0
IDEX CORP	COMMON STOCK USD.01	45167R104	672	5,532	SH		SOLE		5,532	0	0
IHS MARKIT LTD	COMMON STOCK USD.01	G47567105	86	1,959	SH		SOLE		1,959	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	2,463	16,645	SH		SOLE		16,645	0	0
ILLUMINA INC	COMMON STOCK USD.01	452327109	153	769	SH		SOLE		769	0	0
IMPAX LABORATORIES INC	COMMON STOCK USD.01	45256B101	1,293	63,700	SH		SOLE		63,700	0	0
INC RESEARCH HOLDINGS INC A	COMMON STOCK USD.01	45329R109	2,326	44,467	SH		SOLE		44,467	0	0
INCYTE CORP	COMMON STOCK USD.001	45337C102	512	4,385	SH		SOLE		4,385	0	0
INDEPENDENT BANK GROUP INC	COMMON STOCK USD.01	45384B106	638	10,584	SH		SOLE		10,584	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.0	G47791101	18,123	203,238	SH		SOLE		203,238	0	0
INGLES MARKETS INC CLASS A	COMMON STOCK USD.05	457030104	1,435	55,842	SH		SOLE		55,842	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	2,316	19,200	SH		SOLE		19,200	0	0
INNOPHOS HOLDINGS INC	COMMON STOCK USD.001	45774N108	425	8,648	SH		SOLE		8,648	0	0
INNOVIVA INC	COMMON STOCK	45781M101	1,151	81,547	SH		SOLE		81,547	0	0
INTEGER HOLDINGS CORP	COMMON STOCK USD.001	45826H109	1,529	29,898	SH		SOLE		29,898	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	8,015	210,467	SH		SOLE		210,467	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	214	3,115	SH		SOLE		3,115	0	0
INTERFACE INC	COMMON STOCK USD.1	458665304	2,047	93,460	SH		SOLE		93,460	0	0
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.0	459044103	1,759	43,876	SH		SOLE		43,876	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	706	35,821	SH		SOLE		35,821	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	2,693	129,522	SH		SOLE		129,522	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	4,142	28,548	SH		SOLE		28,548	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	2,771	19,492	SH		SOLE		19,492	0	0
INTUITIVE SURGICAL INC	COMMON STOCK USD.001	46120E602	251	240	SH		SOLE		240	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	71	2,034	SH		SOLE		2,034	0	0
INVESTORS BANCORP INC	COMMON STOCK USD.01	46146L101	1,696	124,324	SH		SOLE		124,324	0	0
ION GEOPHYSICAL CORP	COMMON STOCK USD.01	462044207	136	14,266	SH		SOLE		6,683	0	7,583
IONIS PHARMACEUTICALS INC	COMMON STOCK USD.001	462222100	401	7,901	SH		SOLE		7,901	0	0
IPG PHOTONICS CORP	COMMON STOCK USD.0001	44980X109	920	4,970	SH		SOLE		4,970	0	0
IRON MOUNTAIN INC	REIT USD.01	46284V101	953	24,509	SH		SOLE		24,509	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	11,041	161,224	SH		SOLE		161,224	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	26,944	601,286	SH		SOLE		601,286	0	0
J.C. PENNEY CO INC	COMMON STOCK USD.5	708160106	280	73,600	SH		SOLE		73,600	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	4,838	65,487	SH		SOLE		65,487	0	0
JABIL INC	COMMON STOCK USD.001	466313103	6,418	224,800	SH		SOLE		224,800	0	0
JACK HENRY ASSOCIATES INC	COMMON STOCK USD.01	426281101	2,364	23,001	SH		SOLE		23,001	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	4,532	44,471	SH		SOLE		44,471	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.0	469814107	2,221	38,113	SH		SOLE		38,113	0	0
JAMES RIVER GROUP HOLDINGS L	COMMON STOCK USD.0002	G5005R107	630	15,190	SH		SOLE		15,190	0	0
JANUS HENDERSON GROUP PLC	COMMON STOCK	G4474Y214	4,940	141,800	SH		SOLE		141,800	0	0
JBG SMITH PROPERTIES	REIT USD.01	46590V100	619	18,098	SH		SOLE		18,098	0	0
JETBLUE AIRWAYS CORP	COMMON STOCK USD.01	477143101	772	41,667	SH		SOLE		41,667	0	0
JM SMUCKER CO/THE	COMMON STOCK	832696405	1,438	13,706	SH		SOLE		13,706	0	0
JOHN BEAN TECHNOLOGIES CORP	COMMON STOCK USD.01	477839104	414	4,095	SH		SOLE		4,095	0	0
JOHNSON JOHNSON	COMMON STOCK USD1.0	478160104	34,491	265,295	SH		SOLE		265,295	0	0
JPMORGAN CHASE CO	COMMON STOCK USD1.0	46625H100	49,462	517,868	SH		SOLE		517,868	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	5,896	211,841	SH		SOLE		211,841	0	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	1,181	10,865	SH		SOLE		10,865	0	0
KAR AUCTION SERVICES INC	COMMON STOCK USD.01	48238T109	1,151	24,100	SH		SOLE		24,100	0	0
KELLOGG CO	COMMON STOCK USD.25	487836108	686	11,000	SH		SOLE		11,000	0	0
KEYCORP	COMMON STOCK USD1.0	493267108	81	4,323	SH		SOLE		4,323	0	0
KFORCE INC	COMMON STOCK USD.01	493732101	2,270	112,360	SH		SOLE		112,360	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	425	3,610	SH		SOLE		3,610	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	790	40,389	SH		SOLE		40,389	0	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	1,818	94,790	SH		SOLE		94,790	0	0
KITE PHARMA INC	COMMON STOCK USD.001	49803L109	2,625	14,600	SH		SOLE		14,600	0	0
KITE REALTY GROUP TRUST	REIT USD.01	49803T300	264	13,061	SH		SOLE		13,061	0	0
KLA TENCOR CORP	COMMON STOCK USD.001	482480100	999	9,427	SH		SOLE		9,427	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	854	18,702	SH		SOLE		18,702	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	1,206	30,574	SH		SOLE		30,574	0	0
KROGER CO	COMMON STOCK USD1.0	501044101	91	4,516	SH		SOLE		4,516	0	0
L BRANDS INC	COMMON STOCK USD.5	501797104	70	1,678	SH		SOLE		1,678	0	0
L3 TECHNOLOGIES INC	COMMON STOCK USD.01	502413107	78	414	SH		SOLE		414	0	0
LA Z BOY INC	COMMON STOCK USD1.0	505336107	1,097	40,765	SH		SOLE		40,765	0	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	74	488	SH		SOLE		488	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	16,811	90,850	SH		SOLE		90,850	0	0
LAMB WESTON HOLDINGS INC	COMMON STOCK USD1.0	513272104	1,247	26,600	SH		SOLE		26,600	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	1,273	43,870	SH		SOLE		43,870	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	4,561	26,353	SH		SOLE		26,353	0	0
LEGACYTEXAS FINANCIAL GROUP	COMMON STOCK USD.01	52471Y106	700	17,541	SH		SOLE		17,541	0	0
LEIDOS HOLDINGS INC	COMMON STOCK USD.0001	525327102	101	1,700	SH		SOLE		1,700	0	0
LEMAITRE VASCULAR INC	COMMON STOCK USD.01	525558201	1,059	28,297	SH		SOLE		28,297	0	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	842	4,705	SH		SOLE		4,705	0	0
LEVEL 3 COMMUNICATIONS INC	COMMON STOCK USD.01	52729N308	10,520	197,410	SH		SOLE		197,410	0	0
LEXICON PHARMACEUTICALS INC	COMMON STOCK USD.001	528872302	445	36,202	SH		SOLE		36,202	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	6,612	280,541	SH		SOLE		280,541	0	0
LIBERTY PROPERTY TRUST	REIT USD.001	531172104	1,077	26,226	SH		SOLE		26,226	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	1,697	12,462	SH		SOLE		12,462	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	3,823	52,034	SH		SOLE		52,034	0	0
LIVANOVA PLC	COMMON STOCK GBP1.0	G5509L101	555	7,925	SH		SOLE		7,925	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	56	1,545	SH		SOLE		1,545	0	0
LOCKHEED MARTIN CORP	COMMON STOCK USD1.0	539830109	526	1,695	SH		SOLE		1,695	0	0
LOGMEIN INC	COMMON STOCK USD.01	54142L109	1,117	10,147	SH		SOLE		10,147	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.0	546347105	2,647	97,744	SH		SOLE		97,744	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	1,440	18,019	SH		SOLE		18,019	0	0
LTC PROPERTIES INC	REIT USD.01	502175102	282	6,007	SH		SOLE		6,007	0	0
LUMOS NETWORKS CORP	COMMON STOCK USD.01	550283105	2,625	146,500	SH		SOLE		146,500	0	0
LUXOFT HOLDING INC	COMMON STOCK	G57279104	553	11,577	SH		SOLE		11,577	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	11,846	119,595	SH		SOLE		119,595	0	0
M T BANK CORP	COMMON STOCK USD.5	55261F104	139	865	SH		SOLE		865	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	350	13,099	SH		SOLE		13,099	0	0
MACERICH CO/THE	REIT USD.01	554382101	33	595	SH		SOLE		595	0	0
MACK CALI REALTY CORP	REIT USD.01	554489104	912	38,478	SH		SOLE		38,478	0	0
MACQUARIE INFRASTRUCTURE COR	COMMON STOCK USD.001	55608B105	1,083	15,000	SH		SOLE		15,000	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	27	1,231	SH		SOLE		1,231	0	0
MAGELLAN HEALTH INC	COMMON STOCK USD.01	559079207	401	4,652	SH		SOLE		4,652	0	0
MANNKIND CORP	COMMON STOCK USD.01	56400P706	219	101,000	SH		SOLE		101,000	0	0
MARATHON OIL CORP	COMMON STOCK USD1.0	565849106	140	10,292	SH		SOLE		10,292	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	2,529	45,090	SH		SOLE		45,090	0	0
MARCUS MILLICHAP INC	COMMON STOCK USD.0001	566324109	677	25,100	SH		SOLE		25,100	0	0
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	571903202	200	1,818	SH		SOLE		1,818	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	685	5,499	SH		SOLE		5,499	0	0
MARSH MCLENNAN COS	COMMON STOCK USD1.0	571748102	2,221	26,499	SH		SOLE		26,499	0	0
MASCO CORP	COMMON STOCK USD1.0	574599106	95	2,423	SH		SOLE		2,423	0	0
MASIMO CORP	COMMON STOCK USD.001	574795100	424	4,900	SH		SOLE		4,900	0	0
MASTEC INC	COMMON STOCK USD.1	576323109	3,689	79,500	SH		SOLE		79,500	0	0
MASTERCARD INC A	COMMON STOCK USD.0001	57636Q104	3,526	24,969	SH		SOLE		24,969	0	0
MATSON INC	COMMON STOCK	57686G105	1,765	62,650	SH		SOLE		62,650	0	0
MAXIMUS INC	COMMON STOCK	577933104	862	13,370	SH		SOLE		13,370	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	344	7,642	SH		SOLE		7,642	0	0
MCCORMICK CO NON VTG SHRS	COMMON STOCK	579780206	173	1,687	SH		SOLE		1,687	0	0
MCDERMOTT INTL INC	COMMON STOCK USD1.0	580037109	764	105,128	SH		SOLE		105,128	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	5,736	36,607	SH		SOLE		36,607	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	2,201	14,329	SH		SOLE		14,329	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	2,670	203,313	SH		SOLE		203,313	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	314	7,293	SH		SOLE		7,293	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	4,669	60,030	SH		SOLE		60,030	0	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	326	1,258	SH		SOLE		1,258	0	0
MERCK CO. INC.	COMMON STOCK USD.5	58933Y105	28,090	438,705	SH		SOLE		438,705	0	0
MERIDIAN BANCORP INC	COMMON STOCK	58958U103	1,407	75,443	SH		SOLE		75,443	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	614	13,830	SH		SOLE		13,830	0	0
MERITOR INC	COMMON STOCK USD1.0	59001K100	554	21,299	SH		SOLE		21,299	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,523	35,962	SH		SOLE		35,962	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	283	5,447	SH		SOLE		5,447	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	65	104	SH		SOLE		104	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	552848103	4,722	376,889	SH		SOLE		376,889	0	0
MGM GROWTH PROPERTIES LLC A	REIT	55303A105	1,563	51,743	SH		SOLE		51,743	0	0
MGM RESORTS INTERNATIONAL	COMMON STOCK USD.01	552953101	81	2,483	SH		SOLE		2,483	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK	G60754101	5,471	114,346	SH		SOLE		114,346	0	0
MICHAELS COS INC/THE	COMMON STOCK USD.06775	59408Q106	2,611	121,596	SH		SOLE		121,596	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	5,204	57,968	SH		SOLE		57,968	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	2,687	68,331	SH		SOLE		68,331	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	65,944	885,276	SH		SOLE		885,276	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	1,567	14,660	SH		SOLE		14,660	0	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	889	6,938	SH		SOLE		6,938	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	1,097	92,307	SH		SOLE		92,307	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	2,488	35,214	SH		SOLE		35,214	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	5,668	60,007	SH		SOLE		60,007	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	12,857	51,944	SH		SOLE		51,944	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	103	1,266	SH		SOLE		1,266	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	11,093	272,830	SH		SOLE		272,830	0	0
MONSANTO CO	COMMON STOCK USD.01	61166W101	3,088	25,768	SH		SOLE		25,768	0	0
MOODY S CORP	COMMON STOCK USD.01	615369105	2,557	18,368	SH		SOLE		18,368	0	0
MOOG INC CLASS A	COMMON STOCK USD1.0	615394202	1,803	21,615	SH		SOLE		21,615	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	5,861	121,670	SH		SOLE		121,670	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	101	4,666	SH		SOLE		4,666	0	0
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	620076307	1,825	21,505	SH		SOLE		21,505	0	0
MSCI INC	COMMON STOCK USD.01	55354G100	105	900	SH		SOLE		900	0	0
MURPHY OIL CORP	COMMON STOCK USD1.0	626717102	1,533	57,700	SH		SOLE		57,700	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	70	2,223	SH		SOLE		2,223	0	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	1,685	46,576	SH		SOLE		46,576	0	0
NANOMETRICS INC	COMMON STOCK	630077105	1,322	45,895	SH		SOLE		45,895	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	51	660	SH		SOLE		660	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.0	636180101	782	13,807	SH		SOLE		13,807	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	4,376	105,052	SH		SOLE		105,052	0	0
NATIONAL STORAGE AFFILIATES	REIT USD.01	637870106	1,403	57,861	SH		SOLE		57,861	0	0
NATL HEALTH INVESTORS INC	REIT USD.01	63633D104	2,087	27,000	SH		SOLE		27,000	0	0
NAUTILUS INC	COMMON STOCK	63910B102	610	36,114	SH		SOLE		36,114	0	0
NCI BUILDING SYSTEMS INC	COMMON STOCK USD.01	628852204	1,075	68,887	SH		SOLE		68,887	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	5,153	137,347	SH		SOLE		137,347	0	0
NEFF CORP CLASS A	COMMON STOCK USD.01	640094207	1,560	62,400	SH		SOLE		62,400	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	62	1,415	SH		SOLE		1,415	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	9,418	35,700	SH		SOLE		35,700	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	400	2,207	SH		SOLE		2,207	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	4,443	72,497	SH		SOLE		72,497	0	0
NEURODERM LTD	COMMON STOCK ILS.1	M74231107	1,319	33,900	SH		SOLE		33,900	0	0
NEVRO CORP	COMMON STOCK USD.001	64157F103	821	9,029	SH		SOLE		9,029	0	0
NEW JERSEY RESOURCES CORP	COMMON STOCK USD2.5	646025106	657	15,593	SH		SOLE		15,593	0	0
NEW RESIDENTIAL INVESTMENT	REIT USD.01	64828T201	4,646	277,700	SH		SOLE		277,700	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	11,193	262,322	SH		SOLE		262,322	0	0
NEWFIELD EXPLORATION CO	COMMON STOCK USD.01	651290108	137	4,613	SH		SOLE		4,613	0	0
NEWMARKET CORP	COMMON STOCK	651587107	495	1,162	SH		SOLE		1,162	0	0
NEWMONT MINING CORP	COMMON STOCK USD1.6	651639106	2,448	65,258	SH		SOLE		65,258	0	0
NEWS CORP CLASS A	COMMON STOCK USD.01	65249B109	39	2,922	SH		SOLE		2,922	0	0
NEXPOINT RESIDENTIAL	REIT USD.01	65341D102	537	22,627	SH		SOLE		22,627	0	0
NEXSTAR MEDIA GROUP INC CL A	COMMON STOCK USD.01	65336K103	2,704	43,400	SH		SOLE		43,400	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	3,762	25,671	SH		SOLE		25,671	0	0
NIELSEN HOLDINGS PLC	COMMON STOCK EUR.07	G6518L108	51	1,231	SH		SOLE		1,231	0	0
NIKE INC CL B	COMMON STOCK USD1.0	654106103	499	9,615	SH		SOLE		9,615	0	0
NMI HOLDINGS INC CLASS A	COMMON STOCK USD.01	629209305	525	42,367	SH		SOLE		42,367	0	0
NOBLE ENERGY INC	COMMON STOCK USD.01	655044105	156	5,488	SH		SOLE		5,488	0	0
NORDSON CORP	COMMON STOCK	655663102	1,007	8,494	SH		SOLE		8,494	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	655844108	177	1,337	SH		SOLE		1,337	0	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	101	1,104	SH		SOLE		1,104	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.0	666807102	330	1,146	SH		SOLE		1,146	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	34	1,331	SH		SOLE		1,331	0	0
NRG YIELD INC CLASS A	COMMON STOCK USD.01	62942X306	1,807	95,245	SH		SOLE		95,245	0	0
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	67018T105	2,096	34,100	SH		SOLE		34,100	0	0
NUVASIVE INC	COMMON STOCK USD.001	670704105	410	7,399	SH		SOLE		7,399	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	9,613	53,771	SH		SOLE		53,771	0	0
NXP SEMICONDUCTORS NV	COMMON STOCK	N6596X109	4,343	38,400	SH		SOLE		38,400	0	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	1,239	5,751	SH		SOLE		5,751	0	0
OCEANEERING INTL INC	COMMON STOCK USD.25	675232102	5,506	209,600	SH		SOLE		209,600	0	0
OFFICE DEPOT INC	COMMON STOCK USD.01	676220106	623	137,327	SH		SOLE		137,327	0	0
OFG BANCORP	COMMON STOCK USD1.0	67103X102	699	76,420	SH		SOLE		76,420	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	1,931	53,598	SH		SOLE		53,598	0	0
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	679580100	4,057	36,845	SH		SOLE		36,845	0	0
OLLIE S BARGAIN OUTLET HOLDI	COMMON STOCK USD.001	681116109	2,264	48,787	SH		SOLE		48,787	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	3,369	105,566	SH		SOLE		105,566	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	3,666	49,492	SH		SOLE		49,492	0	0
ONE GAS INC	COMMON STOCK	68235P108	1,414	19,202	SH		SOLE		19,202	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	2,444	44,100	SH		SOLE		44,100	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	19,980	413,235	SH		SOLE		413,235	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	1,731	76,920	SH		SOLE		76,920	0	0
ORBOTECH LTD	COMMON STOCK USD.14	M75253100	733	17,370	SH		SOLE		17,370	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	2,323	38,053	SH		SOLE		38,053	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	8,563	110,700	SH		SOLE		110,700	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	4,378	174,000	SH		SOLE		174,000	0	0
P G E CORP	COMMON STOCK	69331C108	229	3,360	SH		SOLE		3,360	0	0
PACCAR INC	COMMON STOCK USD1.0	693718108	1,712	23,668	SH		SOLE		23,668	0	0
PACIRA PHARMACEUTICALS INC	COMMON STOCK USD.001	695127100	567	15,090	SH		SOLE		15,090	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	1,840	16,043	SH		SOLE		16,043	0	0
PACWEST BANCORP	COMMON STOCK	695263103	3,009	59,570	SH		SOLE		59,570	0	0
PALO ALTO NETWORKS INC	COMMON STOCK USD.0001	697435105	375	2,603	SH		SOLE		2,603	0	0
PAREXEL INTERNATIONAL CORP	COMMON STOCK USD.01	699462107	4,774	54,202	SH		SOLE		54,202	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	7,964	45,501	SH		SOLE		45,501	0	0
PARKWAY INC	REIT USD.001	70156Q107	1,918	83,300	SH		SOLE		83,300	0	0
PATTERSON UTI ENERGY INC	COMMON STOCK USD.01	703481101	202	9,644	SH		SOLE		0	0	9,644
PAYCHEX INC	COMMON STOCK USD.01	704326107	171	2,853	SH		SOLE		2,853	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	369	5,756	SH		SOLE		5,756	0	0
PEABODY ENERGY CORP	COMMON STOCK	704551100	6,194	213,518	SH		SOLE		152,575	0	60,943
PEABODY ENERGY CORP	PREFERRED STOCK 8.5	704551407	2,630	45,541	SH		SOLE		28,359	0	17,182
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	1,689	46,747	SH		SOLE		46,747	0	0
PEOPLE S UTAH BANCORP	COMMON STOCK USD.01	712706209	876	27,005	SH		SOLE		27,005	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	16,203	145,410	SH		SOLE		145,410	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	14,430	404,192	SH		SOLE		404,192	0	0
PHARMERICA CORP	COMMON STOCK USD.01	71714F104	1,319	45,000	SH		SOLE		45,000	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	21,623	194,786	SH		SOLE		194,786	0	0
PIEDMONT OFFICE REALTY TRU A	REIT USD.01	720190206	1,611	79,899	SH		SOLE		79,899	0	0
PINNACLE ENTERTAINMENT INC	COMMON STOCK USD.01	72348Y105	1,591	74,676	SH		SOLE		74,676	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	693475105	2,954	21,917	SH		SOLE		21,917	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	707	6,754	SH		SOLE		6,754	0	0
POLYONE CORPORATION	COMMON STOCK USD.01	73179P106	572	14,294	SH		SOLE		14,294	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	3,130	87,100	SH		SOLE		87,100	0	0
POST HOLDINGS INC	COMMON STOCK USD.01	737446104	9,701	109,900	SH		SOLE		109,900	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	14,760	135,840	SH		SOLE		135,840	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	143	3,771	SH		SOLE		3,771	0	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	2,292	16,402	SH		SOLE		16,402	0	0
PREMIER INC CLASS A	COMMON STOCK USD.01	74051N102	514	15,783	SH		SOLE		15,783	0	0
PRESTIGE BRANDS HOLDINGS INC	COMMON STOCK USD.01	74112D101	512	10,218	SH		SOLE		10,218	0	0
PRICELINE GROUP INC/THE	COMMON STOCK USD.008	741503403	11,741	6,413	SH		SOLE		6,413	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	76	1,176	SH		SOLE		1,176	0	0
PROCTER GAMBLE CO/THE	COMMON STOCK	742718109	25,565	280,995	SH		SOLE		280,995	0	0
PROGRESS SOFTWARE CORP	COMMON STOCK USD.01	743312100	1,224	32,062	SH		SOLE		32,062	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.0	743315103	91	1,878	SH		SOLE		1,878	0	0
PROLOGIS INC	REIT USD.01	74340W103	12,987	204,644	SH		SOLE		204,644	0	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	3,537	40,552	SH		SOLE		40,552	0	0
PROTHENA CORP PLC	COMMON STOCK USD.01	G72800108	938	14,475	SH		SOLE		14,475	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	4,068	38,262	SH		SOLE		38,262	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	8,086	60,569	SH		SOLE		60,569	0	0
PTC INC	COMMON STOCK USD.01	69370C100	1,815	32,250	SH		SOLE		32,250	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	744573106	196	4,233	SH		SOLE		4,233	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,475	30,258	SH		SOLE		30,258	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	5,228	191,275	SH		SOLE		191,275	0	0
PVH CORP	COMMON STOCK USD1.0	693656100	849	6,738	SH		SOLE		6,738	0	0
QEP RESOURCES INC	COMMON STOCK USD.01	74733V100	280	32,678	SH		SOLE		32,678	0	0
QORVO INC	COMMON STOCK USD.0001	74736K101	32	449	SH		SOLE		449	0	0
QTS REALTY TRUST INC CL A	REIT USD.01	74736A103	971	18,548	SH		SOLE		18,548	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	416	8,027	SH		SOLE		8,027	0	0
QUALYS INC	COMMON STOCK USD.001	74758T303	2,241	43,263	SH		SOLE		43,263	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	1,256	33,600	SH		SOLE		33,600	0	0
QUEST DIAGNOSTICS INC	COMMON STOCK USD.01	74834L100	1,955	20,874	SH		SOLE		20,874	0	0
QUIDEL CORP	COMMON STOCK USD.001	74838J101	1,773	40,423	SH		SOLE		40,423	0	0
QUINTILES IMS HOLDINGS INC	COMMON STOCK USD.01	74876Y101	3,442	36,203	SH		SOLE		36,203	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	7,170	383,620	SH		SOLE		383,620	0	0
RADIUS HEALTH INC	COMMON STOCK USD.0001	750469207	304	7,878	SH		SOLE		7,878	0	0
RALPH LAUREN CORP	COMMON STOCK USD.01	751212101	4,064	46,034	SH		SOLE		46,034	0	0
RAMCO GERSHENSON PROPERTIES	REIT USD.01	751452202	150	11,496	SH		SOLE		11,496	0	0
RANGE RESOURCES CORP	COMMON STOCK USD.01	75281A109	54	2,752	SH		SOLE		2,752	0	0
RAVEN INDUSTRIES INC	COMMON STOCK USD1.0	754212108	577	17,808	SH		SOLE		17,808	0	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	34	400	SH		SOLE		400	0	0
RAYONIER INC	REIT	754907103	513	17,763	SH		SOLE		17,763	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	6,396	34,279	SH		SOLE		34,279	0	0
REALOGY HOLDINGS CORP	COMMON STOCK USD.01	75605Y106	2,797	84,900	SH		SOLE		84,900	0	0
REALPAGE INC	COMMON STOCK USD.001	75606N109	1,468	36,791	SH		SOLE		36,791	0	0
REALTY INCOME CORP	REIT USD1.0	756109104	1,612	28,192	SH		SOLE		28,192	0	0
RED HAT INC	COMMON STOCK USD.0001	756577102	6,228	56,178	SH		SOLE		56,178	0	0
REGENCY CENTERS CORP	REIT USD.01	758849103	956	15,404	SH		SOLE		15,404	0	0
REGENERON PHARMACEUTICALS	COMMON STOCK USD.001	75886F107	173	387	SH		SOLE		387	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	539	35,401	SH		SOLE		35,401	0	0
RELIANCE STEEL ALUMINUM	COMMON STOCK	759509102	5,187	68,100	SH		SOLE		68,100	0	0
REPUBLIC BANCORP INC CLASS A	COMMON STOCK	760281204	705	18,130	SH		SOLE		18,130	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	4,863	73,620	SH		SOLE		73,620	0	0
RESOURCES CONNECTION INC	COMMON STOCK USD.01	76122Q105	979	70,433	SH		SOLE		70,433	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	2,189	115,126	SH		SOLE		115,126	0	0
RETAIL PROPERTIES OF AME A	REIT USD.001	76131V202	829	63,145	SH		SOLE		63,145	0	0
RICE ENERGY INC	COMMON STOCK USD.01	762760106	4,691	162,100	SH		SOLE		162,100	0	0
RITE AID CORP	COMMON STOCK USD1.0	767754104	193	98,300	SH		SOLE		98,300	0	0
RLJ LODGING TRUST	REIT	74965L101	4,756	216,164	SH		SOLE		216,164	0	0
RMR GROUP INC/THE A	COMMON STOCK	74967R106	293	5,706	SH		SOLE		5,706	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	31	620	SH		SOLE		620	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.0	773903109	1,992	11,177	SH		SOLE		11,177	0	0
ROCKWELL COLLINS INC	COMMON STOCK USD.01	774341101	2,691	20,585	SH		SOLE		20,585	0	0
ROGERS CORP	COMMON STOCK USD1.0	775133101	1,204	9,030	SH		SOLE		9,030	0	0
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	776696106	251	1,032	SH		SOLE		1,032	0	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	905	14,023	SH		SOLE		14,023	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	5,975	464,988	SH		SOLE		464,988	0	0
ROYAL CARIBBEAN CRUISES LTD	COMMON STOCK USD.01	V7780T103	2,829	23,863	SH		SOLE		23,863	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	458	34,489	SH		SOLE		34,489	0	0
RUTH S HOSPITALITY GROUP INC	COMMON STOCK USD.01	783332109	541	25,814	SH		SOLE		25,814	0	0
RYERSON HOLDING CORP	COMMON STOCK USD.01	783754104	333	30,663	SH		SOLE		30,663	0	0
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	78377T107	882	14,119	SH		SOLE		14,119	0	0
S P GLOBAL INC	COMMON STOCK USD1.0	78409V104	174	1,111	SH		SOLE		1,111	0	0
SABRA HEALTH CARE REIT INC	REIT USD.01	78573L106	2,030	92,521	SH		SOLE		92,521	0	0
SAEXPLORATION HOLDINGS INC	COMMON STOCK USD.0001	78636X204	160	63,709	SH		SOLE		63,709	0	0
SAGE THERAPEUTICS INC	COMMON STOCK USD.0001	78667J108	843	13,528	SH		SOLE		13,528	0	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	2,839	144,983	SH		SOLE		144,983	0	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P869	2,792	138,953	SH		SOLE		96,846	0	42,107
SAREPTA THERAPEUTICS INC	COMMON STOCK USD.0001	803607100	577	12,722	SH		SOLE		12,722	0	0
SBA COMMUNICATIONS CORP	REIT USD.01	78410G104	73	506	SH		SOLE		506	0	0
SCANA CORP	COMMON STOCK	80589M102	42	875	SH		SOLE		875	0	0
SCANSOURCE INC	COMMON STOCK	806037107	1,548	35,466	SH		SOLE		35,466	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	20,240	290,134	SH		SOLE		290,134	0	0
SCHNEIDER NATIONAL INC CL B	COMMON STOCK	80689H102	1,667	65,900	SH		SOLE		65,900	0	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	1,108	25,338	SH		SOLE		25,338	0	0
SCHWEITZER MAUDUIT INTL INC	COMMON STOCK USD.1	808541106	498	12,016	SH		SOLE		12,016	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	3,425	39,879	SH		SOLE		39,879	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	34	1,013	SH		SOLE		1,013	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	77	1,810	SH		SOLE		1,810	0	0
SEATTLE GENETICS INC	COMMON STOCK USD.001	812578102	428	7,861	SH		SOLE		7,861	0	0
SEI INVESTMENTS COMPANY	COMMON STOCK USD.01	784117103	611	10,013	SH		SOLE		10,013	0	0
SELECT ENERGY SERVICES INC A	COMMON STOCK USD.01	81617J301	311	19,518	SH		SOLE		19,518	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,556	66,440	SH		SOLE		66,440	0	0
SEMGROUP CORP CLASS A	COMMON STOCK	81663A105	771	26,805	SH		SOLE		26,805	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	1,593	13,957	SH		SOLE		13,957	0	0
SENIOR HOUSING PROP TRUST	REIT USD.01	81721M109	843	43,100	SH		SOLE		43,100	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	483	6,280	SH		SOLE		6,280	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.0	824348106	182	507	SH		SOLE		507	0	0
SHOE CARNIVAL INC	COMMON STOCK USD.01	824889109	815	36,400	SH		SOLE		36,400	0	0
SHORE BANCSHARES INC	COMMON STOCK USD.01	825107105	465	27,903	SH		SOLE		27,903	0	0
SIGNET JEWELERS LTD	COMMON STOCK USD.18	G81276100	31	463	SH		SOLE		463	0	0
SILVER SPRING NETWORKS INC	COMMON STOCK USD.001	82817Q103	1,908	118,000	SH		SOLE		118,000	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	1,284	22,168	SH		SOLE		22,168	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	12,082	75,039	SH		SOLE		75,039	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	5,059	49,650	SH		SOLE		49,650	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	6,809	67,200	SH		SOLE		67,200	0	0
SNAP ON INC	COMMON STOCK USD1.0	833034101	6,999	46,967	SH		SOLE		46,967	0	0
SOLARIS OILFIELD INFRAST A	COMMON STOCK USD.01	83418M103	1,996	114,493	SH		SOLE		114,493	0	0
SONIC CORP	COMMON STOCK USD.01	835451105	554	21,751	SH		SOLE		21,751	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.0	842587107	2,110	42,940	SH		SOLE		42,940	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.0	844741108	3,097	55,330	SH		SOLE		55,330	0	0
SP PLUS CORP	COMMON STOCK USD.001	78469C103	442	11,182	SH		SOLE		11,182	0	0
SPARTON CORP	COMMON STOCK USD1.25	847235108	1,300	56,000	SH		SOLE		56,000	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	9,127	117,433	SH		SOLE		117,433	0	0
SPIRIT REALTY CAPITAL INC	REIT USD.01	84860W102	1,015	118,437	SH		SOLE		118,437	0	0
SPLUNK INC	COMMON STOCK USD.001	848637104	270	4,070	SH		SOLE		4,070	0	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	263	4,641	SH		SOLE		4,641	0	0
SRC ENERGY INC	COMMON STOCK USD.001	78470V108	600	62,023	SH		SOLE		62,023	0	0
STARWOOD WAYPOINT HOMES	REIT USD.01	85572F105	1,307	35,948	SH		SOLE		35,948	0	0
STATE STREET CORP	COMMON STOCK USD1.0	857477103	7,305	76,455	SH		SOLE		76,455	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	7,556	219,200	SH		SOLE		219,200	0	0
STERICYCLE INC	COMMON STOCK USD.01	858912108	26	357	SH		SOLE		357	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.0	860372101	814	21,550	SH		SOLE		21,550	0	0
STORE CAPITAL CORP	REIT USD.01	862121100	1,023	41,146	SH		SOLE		41,146	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	274	1,927	SH		SOLE		1,927	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	635	53,851	SH		SOLE		53,851	0	0
SUMMIT HOTEL PROPERTIES INC	REIT	866082100	735	45,978	SH		SOLE		45,978	0	0
SUNSTONE HOTEL INVESTORS INC	REIT USD.01	867892101	2,550	158,700	SH		SOLE		158,700	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.0	867914103	157	2,623	SH		SOLE		2,623	0	0
SUPER MICRO COMPUTER INC	COMMON STOCK USD.001	86800U104	264	11,948	SH		SOLE		11,948	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	333	8,326	SH		SOLE		8,326	0	0
SYMANTEC CORP	COMMON STOCK USD.01	871503108	79	2,416	SH		SOLE		2,416	0	0
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	87165B103	96	3,094	SH		SOLE		3,094	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	1,903	15,043	SH		SOLE		15,043	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	2,841	35,278	SH		SOLE		35,278	0	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	87161C501	2,833	61,500	SH		SOLE		61,500	0	0
SYSCO CORP	COMMON STOCK USD1.0	871829107	2,033	37,675	SH		SOLE		37,675	0	0
T MOBILE US INC	COMMON STOCK USD.0001	872590104	1,307	21,200	SH		SOLE		21,200	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,269	14,004	SH		SOLE		14,004	0	0
TABLEAU SOFTWARE INC CL A	COMMON STOCK USD.0001	87336U105	629	8,395	SH		SOLE		8,395	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	30,160	803,184	SH		SOLE		803,184	0	0
TAKE TWO INTERACTIVE SOFTWRE	COMMON STOCK USD.01	874054109	102	1,000	SH		SOLE		1,000	0	0
TANGER FACTORY OUTLET CENTER	REIT USD.01	875465106	1,332	54,553	SH		SOLE		54,553	0	0
TARENA INTERNATIONAL INC ADR	ADR USD.001	876108101	144	9,897	SH		SOLE		9,897	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	2,983	50,553	SH		SOLE		50,553	0	0
TCF FINANCIAL CORP	COMMON STOCK USD.01	872275102	874	51,263	SH		SOLE		51,263	0	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	20,724	249,503	SH		SOLE		249,503	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	2,027	22,819	SH		SOLE		22,819	0	0
TECHNIPFMC PLC	COMMON STOCK USD1.0	G87110105	2,110	75,576	SH		SOLE		75,576	0	0
TELEDYNE TECHNOLOGIES INC	COMMON STOCK USD.01	879360105	673	4,226	SH		SOLE		4,226	0	0
TELEFLEX INC	COMMON STOCK USD1.0	879369106	613	2,533	SH		SOLE		2,533	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	131	3,513	SH		SOLE		3,513	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.0	880890108	12,133	392,286	SH		SOLE		392,286	0	0
TERRENO REALTY CORP	REIT USD.01	88146M101	1,872	51,752	SH		SOLE		51,752	0	0
TESARO INC	COMMON STOCK USD.0001	881569107	454	3,513	SH		SOLE		3,513	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	533	11,460	SH		SOLE		11,460	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	882508104	21,457	239,372	SH		SOLE		239,372	0	0
TG THERAPEUTICS INC	COMMON STOCK USD.001	88322Q108	304	25,662	SH		SOLE		25,662	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	883556102	2,400	12,684	SH		SOLE		12,684	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	2,182	139,854	SH		SOLE		139,854	0	0
THOR INDUSTRIES INC	COMMON STOCK USD.1	885160101	993	7,885	SH		SOLE		7,885	0	0
TIER REIT INC	REIT USD.0001	88650V208	1,042	53,965	SH		SOLE		53,965	0	0
TIFFANY CO	COMMON STOCK USD.01	886547108	52	565	SH		SOLE		565	0	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	4,439	43,333	SH		SOLE		43,333	0	0
TJX COMPANIES INC	COMMON STOCK USD1.0	872540109	12,946	175,587	SH		SOLE		175,587	0	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	6,071	146,400	SH		SOLE		146,400	0	0
TOTAL SYSTEM SERVICES INC	COMMON STOCK USD.1	891906109	1,687	25,761	SH		SOLE		25,761	0	0
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS1.0	M87915274	461	15,000	SH		SOLE		15,000	0	0
TOWNE BANK	COMMON STOCK USD1.667	89214P109	337	10,049	SH		SOLE		10,049	0	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	450	7,111	SH		SOLE		7,111	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	869	3,399	SH		SOLE		3,399	0	0
TRAVELERS COS INC/THE	COMMON STOCK	89417E109	212	1,731	SH		SOLE		1,731	0	0
TRAVELPORT WORLDWIDE LTD	COMMON STOCK USD.0025	G9019D104	359	22,847	SH		SOLE		22,847	0	0
TRIBUNE MEDIA CO A	COMMON STOCK	896047503	1,393	34,100	SH		SOLE		34,100	0	0
TRINSEO SA	COMMON STOCK USD.01	L9340P101	2,776	41,377	SH		SOLE		41,377	0	0
TRIPADVISOR INC	COMMON STOCK USD.001	896945201	29	705	SH		SOLE		705	0	0
TRIPLE S MANAGEMENT CORP B	COMMON STOCK USD1.0	896749108	277	11,694	SH		SOLE		11,694	0	0
TRITON INTERNATIONAL LTD/BER	COMMON STOCK USD.01	G9078F107	340	10,220	SH		SOLE		10,220	0	0
TRIUMPH BANCORP INC	COMMON STOCK USD.01	89679E300	2,038	63,197	SH		SOLE		63,197	0	0
TRUEBLUE INC	COMMON STOCK	89785X101	888	39,543	SH		SOLE		39,543	0	0
TTM TECHNOLOGIES	COMMON STOCK USD.001	87305R109	1,929	125,483	SH		SOLE		125,483	0	0
TWENTY FIRST CENTURY FOX B	COMMON STOCK USD.01	90130A200	52	2,017	SH		SOLE		2,017	0	0
TWENTY FIRST CENTURY FOX A	COMMON STOCK USD.01	90130A101	10,261	388,986	SH		SOLE		388,986	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	6,101	86,606	SH		SOLE		86,606	0	0
UBIQUITI NETWORKS INC	COMMON STOCK USD.001	90347A100	331	5,904	SH		SOLE		5,904	0	0
UDR INC	REIT USD.01	902653104	2,130	56,006	SH		SOLE		56,006	0	0
UGI CORP	COMMON STOCK	902681105	9,089	193,966	SH		SOLE		193,966	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	1,372	44,811	SH		SOLE		44,811	0	0
ULTRA PETROLEUM CORP	COMMON STOCK	903914208	357	41,157	SH		SOLE		41,157	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	1,303	66,770	SH		SOLE		66,770	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	25,659	221,258	SH		SOLE		221,258	0	0
UNITED CONTINENTAL HOLDINGS	COMMON STOCK USD.01	910047109	67	1,094	SH		SOLE		1,094	0	0
UNITED NATURAL FOODS INC	COMMON STOCK USD.01	911163103	403	9,700	SH		SOLE		9,700	0	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	531	4,425	SH		SOLE		4,425	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	4,189	30,195	SH		SOLE		30,195	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.0	913017109	23,076	198,798	SH		SOLE		198,798	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	973	8,300	SH		SOLE		8,300	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	22,219	113,448	SH		SOLE		113,448	0	0
UNIVAR INC	COMMON STOCK USD.01	91336L107	7,182	248,239	SH		SOLE		248,239	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	789	7,108	SH		SOLE		7,108	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	5,390	105,422	SH		SOLE		105,422	0	0
URBAN EDGE PROPERTIES	REIT USD.01	91704F104	550	22,800	SH		SOLE		22,800	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	668	30,778	SH		SOLE		30,778	0	0
US BANCORP	COMMON STOCK USD.01	902973304	3,332	62,178	SH		SOLE		62,178	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	24,444	320,368	SH		SOLE		320,368	0	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	1,075	34,614	SH		SOLE		34,614	0	0
VAIL RESORTS INC	COMMON STOCK USD.01	91879Q109	867	3,800	SH		SOLE		3,800	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	8,273	107,545	SH		SOLE		107,545	0	0
VANDA PHARMACEUTICALS INC	COMMON STOCK USD.001	921659108	1,322	73,870	SH		SOLE		73,870	0	0
VANGUARD FTSE EMERGING MARKETS	VANGUARD FTSE EMERGING MARKE	922042858	4,337	99,530	SH		SOLE		99,530	0	0
VANGUARD S P 500 ETF	VANGUARD S+P 500 ETF	922908363	69,390	300,701	SH		SOLE		300,701	0	0
VAREX IMAGING CORP	COMMON STOCK USD.01	92214X106	73	2,161	SH		SOLE		2,161	0	0
VARIAN MEDICAL SYSTEMS INC	COMMON STOCK USD1.0	92220P105	611	6,103	SH		SOLE		6,103	0	0
VARONIS SYSTEMS INC	COMMON STOCK USD.001	922280102	451	10,763	SH		SOLE		10,763	0	0
VENTAS INC	REIT USD.25	92276F100	4,666	71,649	SH		SOLE		71,649	0	0
VEREIT INC	REIT USD.01	92339V100	2,011	242,632	SH		SOLE		242,632	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	9,876	92,829	SH		SOLE		92,829	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	12,308	248,693	SH		SOLE		248,693	0	0
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	92532F100	6,599	43,402	SH		SOLE		43,402	0	0
VF CORP	COMMON STOCK	918204108	216	3,399	SH		SOLE		3,399	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	27	971	SH		SOLE		971	0	0
VIRTUS INVESTMENT PARTNERS	COMMON STOCK USD.01	92828Q109	1,573	13,558	SH		SOLE		13,558	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	43,474	413,092	SH		SOLE		413,092	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	553	29,392	SH		SOLE		29,392	0	0
VMWARE INC CLASS A	COMMON STOCK USD.01	928563402	627	5,739	SH		SOLE		5,739	0	0
VORNADO REALTY TRUST	REIT USD.04	929042109	2,191	28,501	SH		SOLE		28,501	0	0
VWR CORP	COMMON STOCK USD.01	91843L103	3,215	97,100	SH		SOLE		97,100	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	1,075	47,120	SH		SOLE		47,120	0	0
WABCO HOLDINGS INC	COMMON STOCK USD.01	92927K102	803	5,428	SH		SOLE		5,428	0	0
WADDELL REED FINANCIAL A	COMMON STOCK USD.01	930059100	1,370	68,280	SH		SOLE		68,280	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	10,291	131,694	SH		SOLE		131,694	0	0
WALGREENS BOOTS ALLIANCE INC	COMMON STOCK USD.01	931427108	5,168	66,925	SH		SOLE		66,925	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	8,838	89,658	SH		SOLE		89,658	0	0
WARRIOR MET COAL INC	COMMON STOCK USD.01	93627C101	901	38,214	SH		SOLE		38,214	0	0
WASHINGTON PRIME GROUP INC	REIT USD.0001	93964W108	192	23,106	SH		SOLE		23,106	0	0
WASHINGTON REIT	REIT USD.01	939653101	745	22,736	SH		SOLE		22,736	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	5,490	70,144	SH		SOLE		70,144	0	0
WATERS CORP	COMMON STOCK USD.01	941848103	70	388	SH		SOLE		388	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	2,039	32,484	SH		SOLE		32,484	0	0
WELBILT INC	COMMON STOCK USD.01	949090104	935	40,563	SH		SOLE		40,563	0	0
WELLS FARGO CO	COMMON STOCK USD1.666	949746101	13,452	243,924	SH		SOLE		243,924	0	0
WELLTOWER INC	REIT USD1.0	95040Q104	3,881	55,221	SH		SOLE		55,221	0	0
WEST CORP	COMMON STOCK USD.001	952355204	1,319	56,200	SH		SOLE		56,200	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	5,961	68,998	SH		SOLE		68,998	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	719	8,654	SH		SOLE		8,654	0	0
WESTROCK CO	COMMON STOCK	96145D105	14,095	248,449	SH		SOLE		248,449	0	0
WEYERHAEUSER CO	REIT USD1.25	962166104	142	4,182	SH		SOLE		4,182	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.0	963320106	65	352	SH		SOLE		352	0	0
WILLIAMS COS INC	COMMON STOCK USD1.0	969457100	2,451	81,689	SH		SOLE		81,689	0	0
WILLIS TOWERS WATSON PLC	COMMON STOCK USD.000304635	G96629103	112	728	SH		SOLE		728	0	0
WMIH CORP	COMMON STOCK USD.00001	92936P100	186	196,172	SH		SOLE		196,172	0	0
WOODWARD INC	COMMON STOCK USD.00292	980745103	400	5,151	SH		SOLE		5,151	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	2,248	66,306	SH		SOLE		66,306	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK	981811102	1,556	33,834	SH		SOLE		33,834	0	0
WP CAREY INC	REIT USD.001	92936U109	251	3,722	SH		SOLE		3,722	0	0
WR BERKLEY CORP	COMMON STOCK USD.2	084423102	750	11,235	SH		SOLE		11,235	0	0
WW GRAINGER INC	COMMON STOCK USD.5	384802104	1,546	8,601	SH		SOLE		8,601	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	8,658	82,139	SH		SOLE		82,139	0	0
WYNN RESORTS LTD	COMMON STOCK USD.01	983134107	43	291	SH		SOLE		291	0	0
XCEL ENERGY INC	COMMON STOCK USD2.5	98389B100	85	1,803	SH		SOLE		1,803	0	0
XENCOR INC	COMMON STOCK USD.01	98401F105	956	41,713	SH		SOLE		41,713	0	0
XENIA HOTELS RESORTS INC	REIT USD.01	984017103	1,526	72,486	SH		SOLE		72,486	0	0
XEROX CORP	COMMON STOCK USD1.0	984121608	32	963	SH		SOLE		963	0	0
XILINX INC	COMMON STOCK USD.01	983919101	74	1,044	SH		SOLE		1,044	0	0
XL GROUP LTD	COMMON STOCK	G98294104	5,330	135,109	SH		SOLE		135,109	0	0
XPO LOGISTICS INC	COMMON STOCK USD.001	983793100	664	9,794	SH		SOLE		9,794	0	0
YY INC ADR	ADR USD.00001	98426T106	3,853	44,404	SH		SOLE		44,404	0	0
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	98956P102	9,873	84,322	SH		SOLE		84,322	0	0
ZIONS BANCORPORATION	COMMON STOCK	989701107	255	5,400	SH		SOLE		5,400	0	0