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	6,951	29,531	SH		SOLE		29,531	0	0
ABBOTT LABORATORIES	COMMON STOCK	002824100	19,026	333,388	SH		SOLE		333,388	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	8,840	91,409	SH		SOLE		91,409	0	0
ACACIA COMMUNICATIONS INC	COMMON STOCK USD.0001	00401C108	335	9,238	SH		SOLE		9,238	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	1,604	10,475	SH		SOLE		10,475	0	0
ACTIVISION BLIZZARD INC	COMMON STOCK USD.000001	00507V109	853	13,475	SH		SOLE		13,475	0	0
ADIENT PLC	COMMON STOCK USD.001	G0084W101	858	10,904	SH		SOLE		10,904	0	0
ADOBE SYSTEMS INC	COMMON STOCK USD.0001	00724F101	7,063	40,305	SH		SOLE		40,305	0	0
ADTALEM GLOBAL EDUCATION INC	COMMON STOCK USD.01	00737L103	974	23,174	SH		SOLE		23,174	0	0
ADTRAN INC	COMMON STOCK USD.01	00738A106	1,247	64,419	SH		SOLE		64,419	0	0
ADVANCED ACCELERATOR APP ADR	ADR EUR.1	00790T100	1,926	23,600	SH		SOLE		23,600	0	0
AECOM	COMMON STOCK USD.01	00766T100	4,844	130,400	SH		SOLE		130,400	0	0
AES CORP	COMMON STOCK USD.01	00130H105	68	6,316	SH		SOLE		6,316	0	0
AETNA INC	COMMON STOCK USD.01	00817Y108	4,481	24,838	SH		SOLE		24,838	0	0
AFFILIATED MANAGERS GROUP	COMMON STOCK USD.01	008252108	7,056	34,376	SH		SOLE		34,376	0	0
AFLAC INC	COMMON STOCK USD.1	001055102	212	2,416	SH		SOLE		2,416	0	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	367	5,473	SH		SOLE		5,473	0	0
AIR PRODUCTS & CHEMICALS INC	COMMON STOCK USD1.0	009158106	314	1,914	SH		SOLE		1,914	0	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	52	792	SH		SOLE		792	0	0
AKORN INC	COMMON STOCK	009728106	3,184	98,800	SH		SOLE		98,800	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	30	408	SH		SOLE		408	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	96	748	SH		SOLE		748	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	2,438	18,668	SH		SOLE		18,668	0	0
ALIBABA GROUP HOLDING SP ADR	ADR USD.000025	01609W102	17,906	103,844	SH		SOLE		103,844	0	0
ALIGN TECHNOLOGY INC	COMMON STOCK USD.0001	016255101	579	2,604	SH		SOLE		2,604	0	0
ALLEGHANY CORP	COMMON STOCK USD1.0	017175100	729	1,223	SH		SOLE		1,223	0	0
ALLEGION PLC	COMMON STOCK USD.01	G0176J109	13,654	171,624	SH		SOLE		171,624	0	0
ALLERGAN PLC	COMMON STOCK USD.0033	G0177J108	2,170	13,267	SH		SOLE		13,267	0	0
ALLIANCE DATA SYSTEMS CORP	COMMON STOCK USD.01	018581108	3,567	14,072	SH		SOLE		14,072	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	7,826	181,700	SH		SOLE		181,700	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	6,512	62,194	SH		SOLE		62,194	0	0
ALPHA & OMEGA SEMICONDUCTOR	COMMON STOCK	G6331P104	1,007	61,578	SH		SOLE		61,578	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	9,396	8,920	SH		SOLE		8,920	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	68,561	65,521	SH		SOLE		65,521	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	8,842	123,817	SH		SOLE		123,817	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	398	30,031	SH		SOLE		30,031	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	58,299	49,851	SH		SOLE		49,851	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	5,678	105,000	SH		SOLE		105,000	0	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	2,492	38,057	SH		SOLE		38,057	0	0
AMEREN CORPORATION	COMMON STOCK USD.01	023608102	43	737	SH		SOLE		737	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	7,380	141,833	SH		SOLE		132,313	0	9,520
AMERICAN AXLE & MFG HOLDINGS	COMMON STOCK USD.01	024061103	915	53,703	SH		SOLE		53,703	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	7,915	107,580	SH		SOLE		107,580	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	1,539	15,501	SH		SOLE		15,501	0	0
AMERICAN HOMES 4 RENT A	REIT USD.01	02665T306	1,679	76,878	SH		SOLE		76,878	0	0
AMERICAN INTERNATIONAL GROUP	COMMON STOCK USD2.5	026874784	18,346	307,927	SH		SOLE		307,927	0	0
AMERICAN STATES WATER CO	COMMON STOCK	029899101	670	11,573	SH		SOLE		11,573	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	15,136	106,091	SH		SOLE		106,091	0	0
AMERICAN WATER WORKS CO INC	COMMON STOCK USD.01	030420103	99	1,079	SH		SOLE		1,079	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	34	201	SH		SOLE		201	0	0
AMERISAFE INC	COMMON STOCK USD.01	03071H100	482	7,830	SH		SOLE		7,830	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	1,680	18,302	SH		SOLE		18,302	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	11,190	154,407	SH		SOLE		154,407	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	11,649	66,988	SH		SOLE		66,988	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	2,712	55,063	SH		SOLE		55,063	0	0
AMPHENOL CORP CL A	COMMON STOCK USD.001	032095101	115	1,315	SH		SOLE		1,315	0	0
ANADARKO PETROLEUM CORP	COMMON STOCK USD.1	032511107	250	4,654	SH		SOLE		4,654	0	0
ANALOG DEVICES INC	COMMON STOCK USD.167	032654105	14,841	166,697	SH		SOLE		166,697	0	0
ANDEAVOR	COMMON STOCK USD.167	03349M105	2,012	17,598	SH		SOLE		17,598	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	204	20,000	SH		SOLE		20,000	0	0
ANI PHARMACEUTICALS INC	COMMON STOCK USD.0001	00182C103	1,176	18,251	SH		SOLE		18,251	0	0
ANTERO RESOURCES CORP	COMMON STOCK USD.01	03674X106	181	9,500	SH		SOLE		9,500	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	4,972	22,098	SH		SOLE		22,098	0	0
AON PLC	COMMON STOCK USD.01	G0408V102	173	1,292	SH		SOLE		1,292	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	547	12,948	SH		SOLE		12,948	0	0
APARTMENT INVT & MGMT CO A	REIT USD.01	03748R101	552	12,637	SH		SOLE		12,637	0	0
APOGEE ENTERPRISES INC	COMMON STOCK USD.333	037598109	1,939	42,409	SH		SOLE		42,409	0	0
APOLLO COMMERCIAL REAL ESTAT	REIT USD.01	03762U105	314	17,003	SH		SOLE		17,003	0	0
APPLE HOSPITALITY REIT INC	REIT NPV	03784Y200	1,697	86,560	SH		SOLE		86,560	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	95,867	566,487	SH		SOLE		566,487	0	0
APPLIED INDUSTRIAL TECH INC	COMMON STOCK	03820C105	603	8,850	SH		SOLE		8,850	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	13,378	261,695	SH		SOLE		261,695	0	0
APTIV PLC	COMMON STOCK USD.01	G6095L109	2,841	33,487	SH		SOLE		33,487	0	0
ARCBEST CORP	COMMON STOCK USD.01	03937C105	1,284	35,907	SH		SOLE		35,907	0	0
ARCH CAPITAL GROUP LTD	COMMON STOCK USD.01	G0450A105	832	9,164	SH		SOLE		9,164	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK	039483102	152	3,794	SH		SOLE		3,794	0	0
ARGAN INC	COMMON STOCK USD.15	04010E109	440	9,772	SH		SOLE		9,772	0	0
ARRAY BIOPHARMA INC	COMMON STOCK USD.001	04269X105	687	53,693	SH		SOLE		53,693	0	0
ARRIS INTERNATIONAL PLC	COMMON STOCK GBP.0001	G0551A103	6,596	256,748	SH		SOLE		256,748	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.0	042735100	5,421	67,418	SH		SOLE		67,418	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	2,714	40,997	SH		SOLE		40,997	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	33	331	SH		SOLE		331	0	0
ASSURED GUARANTY LTD	COMMON STOCK USD.01	G0585R106	4,616	136,300	SH		SOLE		136,300	0	0
AT&T INC	COMMON STOCK USD1.0	00206R102	15,410	396,341	SH		SOLE		396,341	0	0
ATHENE HOLDING LTD CLASS A	COMMON STOCK	G0684D107	6,314	122,100	SH		SOLE		122,100	0	0
ATKORE INTERNATIONAL GROUP I	COMMON STOCK USD.01	047649108	299	13,945	SH		SOLE		13,945	0	0
ATLANTICUS HOLDINGS CORP	SR UNSECURED 11/35 5.875	20478NAD2	988	2,000,000	SH		SOLE		2,000,000	0	0
AUTODESK INC	COMMON STOCK USD.01	052769106	94	901	SH		SOLE		901	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	9,787	13,758	SH		SOLE		13,758	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	6,538	36,646	SH		SOLE		36,646	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.0	053611109	3,940	34,303	SH		SOLE		34,303	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	3,083	70,259	SH		SOLE		70,259	0	0
BALL CORP	COMMON STOCK	058498106	164	4,328	SH		SOLE		4,328	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	46,871	1,587,755	SH		SOLE		1,587,755	0	0
BANK OF HAWAII CORP	COMMON STOCK USD.01	062540109	729	8,509	SH		SOLE		8,509	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	327	6,072	SH		SOLE		6,072	0	0
BANK OF THE OZARKS	COMMON STOCK USD.01	063904106	1,632	33,688	SH		SOLE		33,688	0	0
BANKUNITED INC	COMMON STOCK USD.01	06652K103	3,608	88,600	SH		SOLE		88,600	0	0
BARNES GROUP INC	COMMON STOCK USD.01	067806109	2,778	43,900	SH		SOLE		43,900	0	0
BASIC ENERGY SERVICES INC	COMMON STOCK USD.01	06985P209	2,930	124,850	SH		SOLE		124,850	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.0	071813109	4,783	73,992	SH		SOLE		73,992	0	0
BAZAARVOICE INC	COMMON STOCK USD.0001	073271108	746	136,962	SH		SOLE		136,962	0	0
BB&T CORP	COMMON STOCK USD5.0	054937107	218	4,390	SH		SOLE		4,390	0	0
BBVA BANCO FRANCES SA ADR	ADR	07329M100	10,035	398,204	SH		SOLE		398,204	0	0
BEACON ROOFING SUPPLY INC	COMMON STOCK USD.01	073685109	1,192	18,700	SH		SOLE		18,700	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.0	075887109	10,606	49,547	SH		SOLE		49,547	0	0
BED BATH & BEYOND INC	COMMON STOCK USD.01	075896100	1,959	89,100	SH		SOLE		89,100	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	30,125	151,979	SH		SOLE		151,979	0	0
BERKSHIRE HILLS BANCORP INC	COMMON STOCK USD.01	084680107	931	25,444	SH		SOLE		25,444	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	1,931	28,196	SH		SOLE		28,196	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	2,528	45,021	SH		SOLE		45,021	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	4,491	14,098	SH		SOLE		14,098	0	0
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	09061G101	166	1,863	SH		SOLE		1,863	0	0
BIOSPECIFICS TECHNOLOGIES	COMMON STOCK USD.001	090931106	664	15,316	SH		SOLE		15,316	0	0
BIOVERATIV INC	COMMON STOCK USD.001	09075E100	1,019	18,900	SH		SOLE		18,900	0	0
BLACKBAUD INC	COMMON STOCK USD.001	09227Q100	348	3,685	SH		SOLE		3,685	0	0
BLACKROCK INC	COMMON STOCK USD.01	09247X101	18,279	35,582	SH		SOLE		35,582	0	0
BLUEBIRD BIO INC	COMMON STOCK USD.01	09609G100	1,842	10,344	SH		SOLE		10,344	0	0
BLUEPRINT MEDICINES CORP	COMMON STOCK USD.001	09627Y109	628	8,330	SH		SOLE		8,330	0	0
BOEING CO/THE	COMMON STOCK USD5.0	097023105	13,620	46,182	SH		SOLE		46,182	0	0
BOOZ ALLEN HAMILTON HOLDINGS	COMMON STOCK USD.01	099502106	1,743	45,715	SH		SOLE		45,715	0	0
BORGWARNER INC	COMMON STOCK USD.01	099724106	3,057	59,843	SH		SOLE		59,843	0	0
BOSTON BEER COMPANY INC A	COMMON STOCK USD.01	100557107	1,709	8,941	SH		SOLE		8,941	0	0
BOSTON PROPERTIES INC	REIT USD.01	101121101	3,250	24,995	SH		SOLE		24,995	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	484	19,512	SH		SOLE		19,512	0	0
BOX INC CLASS A	COMMON STOCK USD.0001	10316T104	317	15,000	SH		SOLE		15,000	0	0
BRANDYWINE REALTY TRUST	REIT USD.01	105368203	470	25,820	SH		SOLE		25,820	0	0
BRINKER INTERNATIONAL INC	COMMON STOCK USD.1	109641100	1,488	38,315	SH		SOLE		38,315	0	0
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	110122108	3,838	62,623	SH		SOLE		62,623	0	0
BRIXMOR PROPERTY GROUP INC	REIT USD.01	11120U105	835	44,735	SH		SOLE		44,735	0	0
BROADCOM LTD	COMMON STOCK	Y09827109	4,865	18,936	SH		SOLE		18,936	0	0
BROWN & BROWN INC	COMMON STOCK USD.1	115236101	569	11,059	SH		SOLE		11,059	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	6,119	110,803	SH		SOLE		110,803	0	0
BUFFALO WILD WINGS INC	COMMON STOCK	119848109	394	2,521	SH		SOLE		2,521	0	0
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	12541W209	452	5,075	SH		SOLE		5,075	0	0
C&J ENERGY SERVICES INC	COMMON STOCK	12674R100	502	15,000	SH		SOLE		15,000	0	0
CA INC	COMMON STOCK USD.1	12673P105	4,288	128,835	SH		SOLE		128,835	0	0
CABOT OIL & GAS CORP	COMMON STOCK USD.1	127097103	5,989	209,410	SH		SOLE		209,410	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	180	4,300	SH		SOLE		4,300	0	0
CAESARS ENTERTAIN CORP	SR UNSECURED 10/24 5	127686AA1	1,101	569,099	SH		SOLE		493,320	0	75,779
CAESARS ENTERTAINMENT CORP	COMMON STOCK USD.01	127686103	1,929	152,485	SH		SOLE		102,314	0	50,171
CALLAWAY GOLF COMPANY	COMMON STOCK USD.01	131193104	312	22,363	SH		SOLE		22,363	0	0
CALPINE CORP	COMMON STOCK USD.001	131347304	6,100	403,148	SH		SOLE		403,148	0	0
CAMBREX CORP	COMMON STOCK USD.1	132011107	440	9,163	SH		SOLE		9,163	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	1,433	15,561	SH		SOLE		15,561	0	0
CAMPBELL SOUP CO	COMMON STOCK USD.0375	134429109	2,161	44,910	SH		SOLE		44,910	0	0
CANADIAN NATURAL RESOURCES	COMMON STOCK	136385101	4,144	116,026	SH		SOLE		116,026	0	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	1,350	13,120	SH		SOLE		13,120	0	0
CAPELLA EDUCATION CO	COMMON STOCK USD.01	139594105	1,695	21,900	SH		SOLE		21,900	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	20,074	201,591	SH		SOLE		201,591	0	0
CARDINAL HEALTH INC	COMMON STOCK	14149Y108	241	3,932	SH		SOLE		3,932	0	0
CARE.COM INC	COMMON STOCK USD.001	141633107	1,482	82,174	SH		SOLE		82,174	0	0
CARETRUST REIT INC	REIT USD.01	14174T107	645	38,479	SH		SOLE		38,479	0	0
CARMAX INC	COMMON STOCK USD.5	143130102	31	482	SH		SOLE		482	0	0
CARNIVAL CORP	COMMON STOCK USD.01	143658300	2,373	35,751	SH		SOLE		35,751	0	0
CARTER S INC	COMMON STOCK USD.01	146229109	5,965	50,768	SH		SOLE		50,768	0	0
CATERPILLAR INC	COMMON STOCK USD1.0	149123101	11,125	70,600	SH		SOLE		70,600	0	0
CAVIUM INC	COMMON STOCK USD.001	14964U108	2,683	32,000	SH		SOLE		32,000	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	2,002	46,233	SH		SOLE		46,233	0	0
CDK GLOBAL INC	COMMON STOCK USD.01	12508E101	7,876	110,500	SH		SOLE		110,500	0	0
CEDAR REALTY TRUST INC	REIT USD.06	150602209	714	117,486	SH		SOLE		117,486	0	0
CELANESE CORP SERIES A	COMMON STOCK USD.0001	150870103	3,544	33,100	SH		SOLE		33,100	0	0
CELGENE CORP	COMMON STOCK USD.01	151020104	21,879	209,652	SH		SOLE		209,652	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	2,568	25,456	SH		SOLE		25,456	0	0
CENTERPOINT ENERGY INC	COMMON STOCK USD.01	15189T107	1,840	64,885	SH		SOLE		64,885	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	939	234,186	SH		SOLE		173,399	0	60,787
CENTURYLINK INC	COMMON STOCK USD1.0	156700106	3,537	212,029	SH		SOLE		212,029	0	0
CERNER CORP	COMMON STOCK USD.01	156782104	244	3,614	SH		SOLE		3,614	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	2,130	50,073	SH		SOLE		50,073	0	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	1,259	11,500	SH		SOLE		11,500	0	0
CHARTER COMMUNICATIONS INC A	COMMON STOCK USD.001	16119P108	336	999	SH		SOLE		999	0	0
CHATHAM LODGING TRUST	REIT USD.01	16208T102	2,844	124,958	SH		SOLE		124,958	0	0
CHEESECAKE FACTORY INC/THE	COMMON STOCK USD.01	163072101	366	7,600	SH		SOLE		7,600	0	0
CHEMED CORP	COMMON STOCK USD1.0	16359R103	779	3,204	SH		SOLE		3,204	0	0
CHEMOURS CO/THE	COMMON STOCK	163851108	1,697	33,900	SH		SOLE		33,900	0	0
CHESAPEAKE ENERGY CORP	COMMON STOCK USD.01	165167107	30	7,591	SH		SOLE		7,591	0	0
CHESAPEAKE LODGING TRUST	REIT USD.01	165240102	1,540	56,837	SH		SOLE		56,837	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	39,251	313,528	SH		SOLE		313,528	0	0
CHIMERA INVESTMENT CORP	REIT USD.01	16934Q208	2,554	138,200	SH		SOLE		138,200	0	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	56	193	SH		SOLE		193	0	0
CHOICE HOTELS INTL INC	COMMON STOCK USD.01	169905106	691	8,907	SH		SOLE		8,907	0	0
CHUBB LTD	COMMON STOCK	H1467J104	451	3,085	SH		SOLE		3,085	0	0
CHURCH & DWIGHT CO INC	COMMON STOCK USD1.0	171340102	1,551	30,910	SH		SOLE		30,910	0	0
CIGNA CORP	COMMON STOCK USD.25	125509109	14,872	73,231	SH		SOLE		73,231	0	0
CINCINNATI BELL INC	COMMON STOCK USD.01	171871502	478	22,949	SH		SOLE		22,949	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.0	172062101	85	1,140	SH		SOLE		1,140	0	0
CINTAS CORP	COMMON STOCK	172908105	8,111	52,053	SH		SOLE		52,053	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	900	17,352	SH		SOLE		17,352	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	20,823	543,684	SH		SOLE		543,684	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	40,111	539,052	SH		SOLE		539,052	0	0
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	174610105	10,092	240,403	SH		SOLE		240,403	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	3,614	41,065	SH		SOLE		41,065	0	0
CLOROX COMPANY	COMMON STOCK USD1.0	189054109	7,320	49,211	SH		SOLE		49,211	0	0
CME GROUP INC	COMMON STOCK USD.01	12572Q105	285	1,950	SH		SOLE		1,950	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	22,557	491,663	SH		SOLE		491,663	0	0
COGENT COMMUNICATIONS HOLDIN	COMMON STOCK USD.001	19239V302	630	13,900	SH		SOLE		13,900	0	0
COGNEX CORP	COMMON STOCK USD.002	192422103	602	9,838	SH		SOLE		9,838	0	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	4,043	56,933	SH		SOLE		56,933	0	0
COHERENT INC	COMMON STOCK USD.01	192479103	366	1,298	SH		SOLE		1,298	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	194162103	8,400	111,335	SH		SOLE		111,335	0	0
COLUMBIA SPORTSWEAR CO	COMMON STOCK	198516106	583	8,114	SH		SOLE		8,114	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	31,094	776,374	SH		SOLE		776,374	0	0
COMERICA INC	COMMON STOCK USD5.0	200340107	4,431	51,045	SH		SOLE		51,045	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	1,821	41,716	SH		SOLE		41,716	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	232	4,412	SH		SOLE		4,412	0	0
CONCERT PHARMACEUTICALS INC	COMMON STOCK USD.001	206022105	970	37,494	SH		SOLE		37,494	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	15,237	277,586	SH		SOLE		277,586	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	158	1,857	SH		SOLE		1,857	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	20,426	89,364	SH		SOLE		89,364	0	0
COOPER COS INC/THE	COMMON STOCK USD.1	216648402	6,310	28,960	SH		SOLE		28,960	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	821	6,703	SH		SOLE		6,703	0	0
COPART INC	COMMON STOCK	217204106	1,149	26,592	SH		SOLE		26,592	0	0
CORCEPT THERAPEUTICS INC	COMMON STOCK USD.001	218352102	2,123	117,539	SH		SOLE		117,539	0	0
CORECIVIC INC	REIT USD.01	21871N101	2,789	123,974	SH		SOLE		123,974	0	0
CORENERGY INFRASTRUCTURE TRU	REIT USD.001	21870U502	384	10,061	SH		SOLE		10,061	0	0
CORESITE REALTY CORP	REIT USD.01	21870Q105	9,604	84,319	SH		SOLE		84,319	0	0
CORNING INC	COMMON STOCK USD.5	219350105	150	4,697	SH		SOLE		4,697	0	0
COSTAMARE INC	COMMON STOCK USD.0001	Y1771G102	1,191	206,436	SH		SOLE		206,436	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	10,030	53,888	SH		SOLE		53,888	0	0
CRANE CO	COMMON STOCK USD1.0	224399105	4,497	50,400	SH		SOLE		50,400	0	0
CROWN CASTLE INTL CORP	REIT USD.01	22822V101	219	1,974	SH		SOLE		1,974	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.0	228368106	9,516	169,171	SH		SOLE		169,171	0	0
CSRA INC	COMMON STOCK USD.001	12650T104	34	1,145	SH		SOLE		1,145	0	0
CSS INDUSTRIES INC	COMMON STOCK USD.1	125906107	434	15,598	SH		SOLE		15,598	0	0
CSX CORP	COMMON STOCK USD1.0	126408103	263	4,783	SH		SOLE		4,783	0	0
CUBESMART	REIT USD.01	229663109	1,735	59,986	SH		SOLE		59,986	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	4,895	27,709	SH		SOLE		27,709	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	760	20,406	SH		SOLE		20,406	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	14,930	205,930	SH		SOLE		205,930	0	0
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	M2682V108	337	8,151	SH		SOLE		8,151	0	0
DANAHER CORP	COMMON STOCK USD.01	235851102	8,723	93,975	SH		SOLE		93,975	0	0
DARDEN RESTAURANTS INC	COMMON STOCK	237194105	1,979	20,612	SH		SOLE		20,612	0	0
DAVITA INC	COMMON STOCK USD.001	23918K108	2,705	37,436	SH		SOLE		37,436	0	0
DCT INDUSTRIAL TRUST INC	REIT USD.01	233153204	1,941	33,015	SH		SOLE		33,015	0	0
DEAN FOODS CO	COMMON STOCK USD.01	242370203	183	15,800	SH		SOLE		15,800	0	0
DEERE & CO	COMMON STOCK USD1.0	244199105	263	1,681	SH		SOLE		1,681	0	0
DELPHI TECHNOLOGIES PLC	COMMON STOCK USD.01	G2709G107	560	10,664	SH		SOLE		10,664	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	38,738	691,744	SH		SOLE		691,744	0	0
DELUXE CORP	COMMON STOCK USD1.0	248019101	350	4,560	SH		SOLE		4,560	0	0
DENTSPLY SIRONA INC	COMMON STOCK USD.01	24906P109	218	3,308	SH		SOLE		3,308	0	0
DEVON ENERGY CORP	COMMON STOCK USD.1	25179M103	130	3,137	SH		SOLE		3,137	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	416	7,250	SH		SOLE		7,250	0	0
DIAMONDROCK HOSPITALITY CO	REIT USD.01	252784301	489	43,287	SH		SOLE		43,287	0	0
DIGITAL REALTY TRUST INC	REIT USD.01	253868103	2,826	24,808	SH		SOLE		24,808	0	0
DILLARDS INC CL A	COMMON STOCK	254067101	640	10,656	SH		SOLE		10,656	0	0
DINEEQUITY INC	COMMON STOCK USD.01	254423106	2,541	50,089	SH		SOLE		50,089	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	8,024	104,313	SH		SOLE		104,313	0	0
DISCOVERY COMMUNICATIONS C	COMMON STOCK USD.01	25470F302	1,661	78,439	SH		SOLE		78,439	0	0
DISH NETWORK CORP A	COMMON STOCK USD.01	25470M109	77	1,606	SH		SOLE		1,606	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	95	1,023	SH		SOLE		1,023	0	0
DOLLAR TREE INC	COMMON STOCK USD.01	256746108	99	922	SH		SOLE		922	0	0
DOMINION ENERGY INC	COMMON STOCK	25746U109	3,241	39,981	SH		SOLE		39,981	0	0
DOMINO S PIZZA INC	COMMON STOCK USD.01	25754A201	4,285	22,675	SH		SOLE		22,675	0	0
DORMAN PRODUCTS INC	COMMON STOCK USD.01	258278100	263	4,299	SH		SOLE		4,299	0	0
DOUGLAS EMMETT INC	REIT USD.01	25960P109	1,836	44,725	SH		SOLE		44,725	0	0
DOVER CORP	COMMON STOCK USD1.0	260003108	915	9,063	SH		SOLE		9,063	0	0
DOWDUPONT INC	COMMON STOCK USD.01	26078J100	910,239	12,780,670	SH		SOLE		12,780,670	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	1,229	24,066	SH		SOLE		24,066	0	0
DR PEPPER SNAPPLE GROUP INC	COMMON STOCK USD.01	26138E109	1,600	16,485	SH		SOLE		16,485	0	0
DRIL QUIP INC	COMMON STOCK USD.01	262037104	553	11,586	SH		SOLE		11,586	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	1,025	9,367	SH		SOLE		9,367	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	3,185	37,867	SH		SOLE		37,867	0	0
DUKE REALTY CORP	REIT USD.01	264411505	1,226	45,073	SH		SOLE		45,073	0	0
DULUTH HOLDINGS INC CL B	COMMON STOCK	26443V101	443	24,840	SH		SOLE		24,840	0	0
DXC TECHNOLOGY CO	COMMON STOCK USD.01	23355L106	101	1,064	SH		SOLE		1,064	0	0
DYNEGY INC	COMMON STOCK USD.01	26817R108	4,734	399,455	SH		SOLE		399,455	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	1,171	23,624	SH		SOLE		23,624	0	0
EAGLE MATERIALS INC	COMMON STOCK USD.01	26969P108	4,963	43,800	SH		SOLE		43,800	0	0
EAGLE PHARMACEUTICALS INC	COMMON STOCK USD.001	269796108	809	15,135	SH		SOLE		15,135	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	5,624	92,449	SH		SOLE		92,449	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	6,502	70,184	SH		SOLE		70,184	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 125	277461133	0	923	SH		SOLE		923	0	0
EASTMAN KODAK CO	EASTMAN KODAK CO CW18 135	277461141	0	923	SH		SOLE		923	0	0
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	6	2,000	SH		SOLE		2,000	0	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	1,836	23,241	SH		SOLE		23,241	0	0
EBAY INC	COMMON STOCK USD.001	278642103	180	4,773	SH		SOLE		4,773	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	1,228	19,411	SH		SOLE		19,411	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	163	1,552	SH		SOLE		1,552	0	0
ELECTRONICS FOR IMAGING	COMMON STOCK USD.01	286082102	327	11,085	SH		SOLE		11,085	0	0
ELI LILLY & CO	COMMON STOCK	532457108	4,169	49,358	SH		SOLE		49,358	0	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	687	8,400	SH		SOLE		8,400	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	1,185	25,493	SH		SOLE		25,493	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	393	5,638	SH		SOLE		5,638	0	0
ENANTA PHARMACEUTICALS INC	COMMON STOCK USD.01	29251M106	389	6,635	SH		SOLE		6,635	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	5,514	960,643	SH		SOLE		776,422	0	184,221
ENERSYS	COMMON STOCK USD.01	29275Y102	2,437	34,998	SH		SOLE		34,998	0	0
ENGILITY HOLDINGS INC	COMMON STOCK USD.01	29286C107	379	13,342	SH		SOLE		13,342	0	0
ENOVA INTERNATIONAL INC	COMMON STOCK USD.00001	29357K103	1,232	81,075	SH		SOLE		81,075	0	0
ENPRO INDUSTRIES INC	COMMON STOCK USD.01	29355X107	2,470	26,409	SH		SOLE		26,409	0	0
ENTEGRIS INC	COMMON STOCK USD.01	29362U104	2,001	65,708	SH		SOLE		65,708	0	0
ENTERCOM COMMUNICATIONS A WI	COMMON STOCK USD.01	293639100	421	38,968	SH		SOLE		38,968	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	6,766	83,128	SH		SOLE		83,128	0	0
ENTERPRISE FINANCIAL SERVICE	COMMON STOCK USD.01	293712105	330	7,310	SH		SOLE		7,310	0	0
ENVESTNET INC	COMMON STOCK	29404K106	698	14,000	SH		SOLE		14,000	0	0
ENVISION HEALTHCARE CORP	COMMON STOCK	29414D100	23	664	SH		SOLE		664	0	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	645	6,000	SH		SOLE		6,000	0	0
EPR PROPERTIES	REIT USD.01	26884U109	2,131	32,549	SH		SOLE		32,549	0	0
EQT CORP	COMMON STOCK	26884L109	104	1,830	SH		SOLE		1,830	0	0
EQUINIX INC	REIT USD.001	29444U700	7,719	17,032	SH		SOLE		17,032	0	0
EQUITY LIFESTYLE PROPERTIES	REIT USD.01	29472R108	2,259	25,371	SH		SOLE		25,371	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	3,539	55,501	SH		SOLE		55,501	0	0
ERA GROUP INC	COMMON STOCK USD.01	26885G109	416	38,715	SH		SOLE		38,715	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	7,945	182,990	SH		SOLE		182,990	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	4,314	17,873	SH		SOLE		17,873	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	22,911	180,065	SH		SOLE		180,065	0	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	1,871	22,200	SH		SOLE		22,200	0	0
EVERCORE INC A	COMMON STOCK USD.01	29977A105	6,285	69,829	SH		SOLE		69,829	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	609	2,751	SH		SOLE		2,751	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	2,126	33,647	SH		SOLE		33,647	0	0
EXACT SCIENCES CORP	COMMON STOCK USD.01	30063P105	1,171	22,279	SH		SOLE		22,279	0	0
EXELIXIS INC	COMMON STOCK USD.001	30161Q104	887	29,167	SH		SOLE		29,167	0	0
EXELON CORP	COMMON STOCK	30161N101	15,386	390,412	SH		SOLE		390,412	0	0
EXPEDIA INC	COMMON STOCK USD.001	30212P303	125	1,046	SH		SOLE		1,046	0	0
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	302130109	697	10,771	SH		SOLE		10,771	0	0
EXPRESS SCRIPTS HOLDING CO	COMMON STOCK USD.01	30219G108	3,443	46,129	SH		SOLE		46,129	0	0
EXTERRAN CORP	COMMON STOCK USD.01	30227H106	330	10,500	SH		SOLE		10,500	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	10,391	118,820	SH		SOLE		118,820	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	28,421	339,805	SH		SOLE		339,805	0	0
EZCORP INC	COMPANY GUAR 06/19 2.125	302301AB2	9,516	9,250,000	SH		SOLE		7,131,000	0	2,119,000
F5 NETWORKS INC	COMMON STOCK	315616102	2,565	19,545	SH		SOLE		19,545	0	0
FABRINET	COMMON STOCK USD.01	G3323L100	376	13,108	SH		SOLE		13,108	0	0
FACEBOOK INC A	COMMON STOCK USD.000006	30303M102	54,003	306,038	SH		SOLE		306,038	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	577	2,991	SH		SOLE		2,991	0	0
FAIR ISAAC CORP	COMMON STOCK USD.01	303250104	2,920	19,060	SH		SOLE		19,060	0	0
FCB FINANCIAL HOLDINGS CL A	COMMON STOCK USD.001	30255G103	898	17,680	SH		SOLE		17,680	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	2,889	21,750	SH		SOLE		21,750	0	0
FEDERATED INVESTORS INC CL B	COMMON STOCK	314211103	918	25,455	SH		SOLE		25,455	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	416	1,669	SH		SOLE		1,669	0	0
FIBROGEN INC	COMMON STOCK USD.01	31572Q808	829	17,490	SH		SOLE		17,490	0	0
FIDELITY NATIONAL INFO SERV	COMMON STOCK USD.01	31620M106	522	5,544	SH		SOLE		5,544	0	0
FIFTH THIRD BANCORP	COMMON STOCK	316773100	70	2,316	SH		SOLE		2,316	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	9,454	168,700	SH		SOLE		168,700	0	0
FIRST FINANCIAL NORTHWEST	COMMON STOCK USD.01	32022K102	373	24,019	SH		SOLE		24,019	0	0
FIRST INDUSTRIAL REALTY TR	REIT USD.01	32054K103	809	25,710	SH		SOLE		25,710	0	0
FIRST MID ILLINOIS BNCSHS	COMMON STOCK USD4.0	320866106	391	10,156	SH		SOLE		10,156	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	7,810	255,054	SH		SOLE		255,054	0	0
FISERV INC	COMMON STOCK USD.01	337738108	2,615	19,940	SH		SOLE		19,940	0	0
FIVE PRIME THERAPEUTICS INC	COMMON STOCK USD.001	33830X104	551	25,152	SH		SOLE		25,152	0	0
FIVE9 INC	COMMON STOCK USD.001	338307101	1,361	54,703	SH		SOLE		54,703	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	684	27,334	SH		SOLE		27,334	0	0
FLIR SYSTEMS INC	COMMON STOCK USD.01	302445101	941	20,177	SH		SOLE		20,177	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	54	1,050	SH		SOLE		1,050	0	0
FMC CORP	COMMON STOCK USD.1	302491303	87	919	SH		SOLE		919	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	4,757	101,472	SH		SOLE		101,472	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	5,313	425,387	SH		SOLE		425,387	0	0
FOREST CITY REALTY TRUST A	REIT USD.01	345605109	1,472	61,076	SH		SOLE		61,076	0	0
FORMFACTOR INC	COMMON STOCK USD.001	346375108	1,394	89,087	SH		SOLE		89,087	0	0
FORTUNE BRANDS HOME & SECURI	COMMON STOCK USD.01	34964C106	6,128	89,540	SH		SOLE		89,540	0	0
FOUR CORNERS PROPERTY TRUST	REIT USD.0001	35086T109	329	12,795	SH		SOLE		12,795	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	1,981	45,724	SH		SOLE		45,724	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	2,632	138,805	SH		SOLE		138,805	0	0
G III APPAREL GROUP LTD	COMMON STOCK USD.01	36237H101	781	21,179	SH		SOLE		21,179	0	0
GAP INC/THE	COMMON STOCK USD.05	364760108	42	1,224	SH		SOLE		1,224	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	5,597	113,029	SH		SOLE		113,029	0	0
GENERAL CABLE CORP	COMMON STOCK USD.01	369300108	68	2,300	SH		SOLE		2,300	0	0
GENERAL COMMUNICATION INC A	COMMON STOCK	369385109	1,522	39,000	SH		SOLE		39,000	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	369550108	15,416	75,773	SH		SOLE		75,773	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	3,791	63,937	SH		SOLE		63,937	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	8,071	196,904	SH		SOLE		196,904	0	0
GENOMIC HEALTH INC	COMMON STOCK USD.0001	37244C101	1,103	32,253	SH		SOLE		32,253	0	0
GENUINE PARTS CO	COMMON STOCK USD1.0	372460105	592	6,227	SH		SOLE		6,227	0	0
GETTY REALTY CORP	REIT USD.01	374297109	331	12,177	SH		SOLE		12,177	0	0
GGP INC	REIT USD.01	36174X101	2,167	92,640	SH		SOLE		92,640	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	3,073	42,902	SH		SOLE		42,902	0	0
GLAUKOS CORP	COMMON STOCK USD.001	377322102	1,079	42,085	SH		SOLE		42,085	0	0
GLOBAL BLOOD THERAPEUTICS IN	COMMON STOCK USD.001	37890U108	713	18,131	SH		SOLE		18,131	0	0
GLOBAL BRASS & COPPER HOLDIN	COMMON STOCK USD.01	37953G103	1,283	38,776	SH		SOLE		38,776	0	0
GLOBAL PAYMENTS INC	COMMON STOCK	37940X102	451	4,499	SH		SOLE		4,499	0	0
GLOBALSTAR INC	COMMON STOCK USD.0001	378973408	92	70,200	SH		SOLE		70,200	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	17,482	68,620	SH		SOLE		68,620	0	0
GOODYEAR TIRE & RUBBER CO	COMMON STOCK	382550101	31	968	SH		SOLE		968	0	0
GORMAN RUPP CO	COMMON STOCK	383082104	1,480	47,406	SH		SOLE		47,406	0	0
GRANITE POINT MORTGAGE TRUST	REIT USD.01	38741L107	450	25,352	SH		SOLE		25,352	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	2,209	131,896	SH		SOLE		131,896	0	0
GREAT WESTERN BANCORP INC	COMMON STOCK USD.01	391416104	1,893	47,551	SH		SOLE		47,551	0	0
GREENBRIER COMPANIES INC	COMMON STOCK	393657101	2,360	44,281	SH		SOLE		44,281	0	0
GUIDEWIRE SOFTWARE INC	COMMON STOCK USD.0001	40171V100	475	6,392	SH		SOLE		6,392	0	0
H&R BLOCK INC	COMMON STOCK	093671105	5,346	203,886	SH		SOLE		203,886	0	0
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	405024100	1,479	25,457	SH		SOLE		25,457	0	0
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	40637H109	978	48,270	SH		SOLE		48,270	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	1,973	94,353	SH		SOLE		94,353	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	679	13,339	SH		SOLE		13,339	0	0
HARRIS CORP	COMMON STOCK USD1.0	413875105	3,056	21,577	SH		SOLE		21,577	0	0
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	416515104	119	2,121	SH		SOLE		2,121	0	0
HASBRO INC	COMMON STOCK USD.5	418056107	89	980	SH		SOLE		980	0	0
HAWAIIAN HOLDINGS INC	COMMON STOCK USD.01	419879101	497	12,474	SH		SOLE		12,474	0	0
HCA HEALTHCARE INC	COMMON STOCK USD.01	40412C101	6,751	76,855	SH		SOLE		76,855	0	0
HCP INC	REIT USD1.0	40414L109	2,210	84,740	SH		SOLE		84,740	0	0
HD SUPPLY HOLDINGS INC	COMMON STOCK USD.01	40416M105	7,362	183,900	SH		SOLE		183,900	0	0
HEICO CORP	COMMON STOCK USD.01	422806109	681	7,217	SH		SOLE		7,217	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	1,710	24,472	SH		SOLE		24,472	0	0
HERSHEY CO/THE	COMMON STOCK USD1.0	427866108	169	1,485	SH		SOLE		1,485	0	0
HESS CORP	COMMON STOCK USD1.0	42809H107	4,886	102,922	SH		SOLE		102,922	0	0
HEWLETT PACKARD ENTERPRISE	COMMON STOCK USD.01	42824C109	107	7,446	SH		SOLE		7,446	0	0
HIGHWOODS PROPERTIES INC	REIT USD.01	431284108	889	17,468	SH		SOLE		17,468	0	0
HILLTOP HOLDINGS INC	COMMON STOCK USD.01	432748101	1,323	52,218	SH		SOLE		52,218	0	0
HILTON WORLDWIDE HOLDINGS IN	COMMON STOCK USD.01	43300A203	101	1,260	SH		SOLE		1,260	0	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	490	28,890	SH		SOLE		28,890	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	1,178	23,000	SH		SOLE		23,000	0	0
HOLLYSYS AUTOMATION TECHNOLO	COMMON STOCK USD.0001	G45667105	490	22,006	SH		SOLE		22,006	0	0
HOME BANCSHARES INC	COMMON STOCK USD.01	436893200	328	14,086	SH		SOLE		14,086	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	31,893	168,273	SH		SOLE		168,273	0	0
HOMETRUST BANCSHARES INC	COMMON STOCK	437872104	1,122	43,579	SH		SOLE		43,579	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	438516106	28,390	185,123	SH		SOLE		185,123	0	0
HOSPITALITY PROPERTIES TRUST	REIT USD.01	44106M102	3,723	124,721	SH		SOLE		124,721	0	0
HOST HOTELS & RESORTS INC	REIT USD.01	44107P104	1,594	80,298	SH		SOLE		80,298	0	0
HOULIHAN LOKEY INC	COMMON STOCK USD.001	441593100	2,320	51,075	SH		SOLE		51,075	0	0
HP INC	COMMON STOCK USD.01	40434L105	5,613	267,135	SH		SOLE		267,135	0	0
HRG GROUP INC	COMMON STOCK USD.01	40434J100	1,103	65,100	SH		SOLE		65,100	0	0
HSN INC	COMMON STOCK USD.01	404303109	2,639	65,400	SH		SOLE		65,400	0	0
HUBSPOT INC	COMMON STOCK USD.001	443573100	1,482	16,761	SH		SOLE		16,761	0	0
HUDSON PACIFIC PROPERTIES IN	REIT USD.01	444097109	1,960	57,226	SH		SOLE		57,226	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	4,381	17,660	SH		SOLE		17,660	0	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	1,006	8,746	SH		SOLE		8,746	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	59	4,061	SH		SOLE		4,061	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	8,098	34,356	SH		SOLE		34,356	0	0
HUNTSMAN CORP	COMMON STOCK USD.01	447011107	3,665	110,100	SH		SOLE		110,100	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	358	36,796	SH		SOLE		36,796	0	0
IDEX CORP	COMMON STOCK USD.01	45167R104	730	5,532	SH		SOLE		5,532	0	0
IGNYTA INC	COMMON STOCK	451731103	1,898	71,100	SH		SOLE		71,100	0	0
IHS MARKIT LTD	COMMON STOCK USD.01	G47567105	128	2,846	SH		SOLE		2,846	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	2,615	15,672	SH		SOLE		15,672	0	0
ILLUMINA INC	COMMON STOCK USD.01	452327109	168	769	SH		SOLE		769	0	0
IMPAX LABORATORIES INC	COMMON STOCK USD.01	45256B101	292	17,519	SH		SOLE		17,519	0	0
INDEPENDENT BANK GROUP INC	COMMON STOCK USD.01	45384B106	538	7,965	SH		SOLE		7,965	0	0
INGERSOLL RAND PLC	COMMON STOCK USD1.0	G47791101	16,378	183,634	SH		SOLE		183,634	0	0
INGEVITY CORP	COMMON STOCK USD.01	45688C107	307	4,359	SH		SOLE		4,359	0	0
INGLES MARKETS INC CLASS A	COMMON STOCK USD.05	457030104	1,932	55,842	SH		SOLE		55,842	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	2,684	19,200	SH		SOLE		19,200	0	0
INNOVIVA INC	COMMON STOCK	45781M101	615	43,339	SH		SOLE		43,339	0	0
INSPERITY INC	COMMON STOCK USD.01	45778Q107	1,481	25,820	SH		SOLE		25,820	0	0
INTEGER HOLDINGS CORP	COMMON STOCK USD.001	45826H109	873	19,274	SH		SOLE		19,274	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	9,870	213,820	SH		SOLE		213,820	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	220	3,115	SH		SOLE		3,115	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	861	11,307	SH		SOLE		11,307	0	0
INTERFACE INC	COMMON STOCK USD.1	458665304	2,351	93,460	SH		SOLE		93,460	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	2,587	128,300	SH		SOLE		128,300	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	4,207	27,419	SH		SOLE		27,419	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	3,359	21,289	SH		SOLE		21,289	0	0
INTUITIVE SURGICAL INC	COMMON STOCK USD.001	46120E602	2,360	6,467	SH		SOLE		6,467	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	74	2,034	SH		SOLE		2,034	0	0
INVESTORS BANCORP INC	COMMON STOCK USD.01	46146L101	1,726	124,324	SH		SOLE		124,324	0	0
INVITATION HOMES INC	REIT USD.01	46187W107	1,663	70,536	SH		SOLE		70,536	0	0
ION GEOPHYSICAL CORP	COMMON STOCK USD.01	462044207	282	14,266	SH		SOLE		6,683	0	7,583
IONIS PHARMACEUTICALS INC	COMMON STOCK USD.001	462222100	397	7,901	SH		SOLE		7,901	0	0
IPG PHOTONICS CORP	COMMON STOCK USD.0001	44980X109	770	3,596	SH		SOLE		3,596	0	0
IQVIA HOLDINGS INC	COMMON STOCK USD.01	46266C105	5,628	57,492	SH		SOLE		57,492	0	0
IRON MOUNTAIN INC	REIT USD.01	46284V101	925	24,509	SH		SOLE		24,509	0	0
ISHARES CORE S&P MID CAP ETF	ISHARES CORE S+P MIDCAP ETF	464287507	664	3,500	SH		SOLE		3,500	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	13,583	193,191	SH		SOLE		193,191	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	22,857	485,083	SH		SOLE		485,083	0	0
J.C. PENNEY CO INC	COMMON STOCK USD.5	708160106	233	73,600	SH		SOLE		73,600	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	5,593	74,538	SH		SOLE		74,538	0	0
JABIL INC	COMMON STOCK USD.001	466313103	5,901	224,800	SH		SOLE		224,800	0	0
JACK HENRY & ASSOCIATES INC	COMMON STOCK USD.01	426281101	2,690	23,001	SH		SOLE		23,001	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	429	4,374	SH		SOLE		4,374	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.0	469814107	3,250	49,279	SH		SOLE		49,279	0	0
JANUS HENDERSON GROUP PLC	COMMON STOCK	G4474Y214	4,890	127,800	SH		SOLE		127,800	0	0
JBG SMITH PROPERTIES	REIT USD.01	46590V100	629	18,098	SH		SOLE		18,098	0	0
JETBLUE AIRWAYS CORP	COMMON STOCK USD.01	477143101	596	26,700	SH		SOLE		26,700	0	0
JM SMUCKER CO/THE	COMMON STOCK	832696405	1,739	13,998	SH		SOLE		13,998	0	0
JOHN BEAN TECHNOLOGIES CORP	COMMON STOCK USD.01	477839104	454	4,095	SH		SOLE		4,095	0	0
JOHNSON & JOHNSON	COMMON STOCK USD1.0	478160104	36,593	261,904	SH		SOLE		261,904	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	2,085	14,000	SH		SOLE		14,000	0	0
JPMORGAN CHASE & CO	COMMON STOCK USD1.0	46625H100	52,673	492,549	SH		SOLE		492,549	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	2,396	84,063	SH		SOLE		84,063	0	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	38	365	SH		SOLE		365	0	0
KELLOGG CO	COMMON STOCK USD.25	487836108	2,928	43,070	SH		SOLE		43,070	0	0
KEYCORP	COMMON STOCK USD1.0	493267108	87	4,323	SH		SOLE		4,323	0	0
KFORCE INC	COMMON STOCK USD.01	493732101	1,655	65,546	SH		SOLE		65,546	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	675	5,592	SH		SOLE		5,592	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,175	64,759	SH		SOLE		64,759	0	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	2,582	142,908	SH		SOLE		142,908	0	0
KITE REALTY GROUP TRUST	REIT USD.01	49803T300	256	13,061	SH		SOLE		13,061	0	0
KLA TENCOR CORP	COMMON STOCK USD.001	482480100	3,345	31,835	SH		SOLE		31,835	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	967	17,837	SH		SOLE		17,837	0	0
KORN/FERRY INTERNATIONAL	COMMON STOCK USD.01	500643200	657	15,880	SH		SOLE		15,880	0	0
KROGER CO	COMMON STOCK USD1.0	501044101	124	4,516	SH		SOLE		4,516	0	0
L BRANDS INC	COMMON STOCK USD.5	501797104	101	1,678	SH		SOLE		1,678	0	0
L3 TECHNOLOGIES INC	COMMON STOCK USD.01	502413107	113	572	SH		SOLE		572	0	0
LA Z BOY INC	COMMON STOCK USD1.0	505336107	1,272	40,765	SH		SOLE		40,765	0	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	78	488	SH		SOLE		488	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	14,873	80,803	SH		SOLE		80,803	0	0
LAMB WESTON HOLDINGS INC	COMMON STOCK USD1.0	513272104	1,434	25,400	SH		SOLE		25,400	0	0
LANNETT CO INC	COMMON STOCK USD.001	516012101	1,321	56,934	SH		SOLE		56,934	0	0
LASALLE HOTEL PROPERTIES	REIT USD.01	517942108	604	21,500	SH		SOLE		21,500	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	4,540	25,700	SH		SOLE		25,700	0	0
LEGACYTEXAS FINANCIAL GROUP	COMMON STOCK USD.01	52471Y106	740	17,541	SH		SOLE		17,541	0	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	4,316	102,800	SH		SOLE		102,800	0	0
LEGGETT & PLATT INC	COMMON STOCK USD.01	524660107	122	2,547	SH		SOLE		2,547	0	0
LEIDOS HOLDINGS INC	COMMON STOCK USD.0001	525327102	110	1,700	SH		SOLE		1,700	0	0
LEMAITRE VASCULAR INC	COMMON STOCK USD.01	525558201	424	13,319	SH		SOLE		13,319	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	81	1,285	SH		SOLE		1,285	0	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	980	4,705	SH		SOLE		4,705	0	0
LEUCADIA NATIONAL CORP	COMMON STOCK USD1.0	527288104	34	1,291	SH		SOLE		1,291	0	0
LEXICON PHARMACEUTICALS INC	COMMON STOCK USD.001	528872302	358	36,202	SH		SOLE		36,202	0	0
LIBERTY BROADBAND C	COMMON STOCK USD.01	530307305	1,022	12,000	SH		SOLE		12,000	0	0
LIBERTY INTERACTIVE CORP Q A	TRACKING STK USD.01	53071M104	6,851	280,541	SH		SOLE		280,541	0	0
LIBERTY PROPERTY TRUST	REIT USD.001	531172104	1,718	39,955	SH		SOLE		39,955	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	1,706	12,462	SH		SOLE		12,462	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	4,997	65,008	SH		SOLE		65,008	0	0
LIVANOVA PLC	COMMON STOCK GBP1.0	G5509L101	633	7,925	SH		SOLE		7,925	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	63	1,545	SH		SOLE		1,545	0	0
LOCKHEED MARTIN CORP	COMMON STOCK USD1.0	539830109	608	1,893	SH		SOLE		1,893	0	0
LOGMEIN INC	COMMON STOCK USD.01	54142L109	550	4,806	SH		SOLE		4,806	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.0	546347105	2,389	90,965	SH		SOLE		90,965	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	3,081	33,147	SH		SOLE		33,147	0	0
LUMINEX CORP	COMMON STOCK USD.001	55027E102	2,054	104,249	SH		SOLE		104,249	0	0
LUXOFT HOLDING INC	COMMON STOCK	G57279104	645	11,577	SH		SOLE		11,577	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	12,281	111,319	SH		SOLE		111,319	0	0
M & T BANK CORP	COMMON STOCK USD.5	55261F104	148	865	SH		SOLE		865	0	0
M/I HOMES INC	COMMON STOCK USD.01	55305B101	913	26,548	SH		SOLE		26,548	0	0
MACERICH CO/THE	REIT USD.01	554382101	39	595	SH		SOLE		595	0	0
MACK CALI REALTY CORP	REIT USD.01	554489104	463	21,464	SH		SOLE		21,464	0	0
MACQUARIE INFRASTRUCTURE COR	COMMON STOCK USD.001	55608B105	963	15,000	SH		SOLE		15,000	0	0
MACY S INC	COMMON STOCK USD.01	55616P104	31	1,231	SH		SOLE		1,231	0	0
MAGELLAN HEALTH INC	COMMON STOCK USD.01	559079207	449	4,652	SH		SOLE		4,652	0	0
MANNKIND CORP	COMMON STOCK USD.01	56400P706	468	201,900	SH		SOLE		201,900	0	0
MARATHON OIL CORP	COMMON STOCK USD1.0	565849106	119	7,030	SH		SOLE		7,030	0	0
MARATHON PETROLEUM CORP	COMMON STOCK	56585A102	2,643	40,052	SH		SOLE		40,052	0	0
MARCUS & MILLICHAP INC	COMMON STOCK USD.0001	566324109	1,654	50,731	SH		SOLE		50,731	0	0
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	571903202	208	1,534	SH		SOLE		1,534	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	744	5,499	SH		SOLE		5,499	0	0
MARSH & MCLENNAN COS	COMMON STOCK USD1.0	571748102	1,961	24,100	SH		SOLE		24,100	0	0
MASCO CORP	COMMON STOCK USD1.0	574599106	106	2,423	SH		SOLE		2,423	0	0
MASIMO CORP	COMMON STOCK USD.001	574795100	416	4,900	SH		SOLE		4,900	0	0
MASONITE INTERNATIONAL CORP	COMMON STOCK	575385109	939	12,661	SH		SOLE		12,661	0	0
MASTEC INC	COMMON STOCK USD.1	576323109	9,301	190,000	SH		SOLE		190,000	0	0
MASTERCARD INC A	COMMON STOCK USD.0001	57636Q104	6,243	41,246	SH		SOLE		41,246	0	0
MATERIALS SELECT SECTOR SPDR F	MATERIALS SELECT SECTOR SPDR	81369Y100	1,695	28,000	SH		SOLE		28,000	0	0
MATSON INC	COMMON STOCK	57686G105	1,869	62,650	SH		SOLE		62,650	0	0
MAXIMUS INC	COMMON STOCK	577933104	957	13,370	SH		SOLE		13,370	0	0
MB FINANCIAL INC	COMMON STOCK USD.01	55264U108	340	7,642	SH		SOLE		7,642	0	0
MCDERMOTT INTL INC	COMMON STOCK USD1.0	580037109	692	105,128	SH		SOLE		105,128	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	5,599	32,529	SH		SOLE		32,529	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	2,183	13,995	SH		SOLE		13,995	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	3,777	274,113	SH		SOLE		274,113	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	390	7,293	SH		SOLE		7,293	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	1,405	17,400	SH		SOLE		17,400	0	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	396	1,258	SH		SOLE		1,258	0	0
MERCK & CO. INC.	COMMON STOCK USD.5	58933Y105	19,019	338,002	SH		SOLE		338,002	0	0
MERIDIAN BANCORP INC	COMMON STOCK	58958U103	1,342	65,166	SH		SOLE		65,166	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	1,442	35,962	SH		SOLE		35,962	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	248	4,900	SH		SOLE		4,900	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	104	168	SH		SOLE		168	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	552848103	5,101	361,503	SH		SOLE		361,503	0	0
MGM GROWTH PROPERTIES LLC A	REIT	55303A105	1,470	50,428	SH		SOLE		50,428	0	0
MGM RESORTS INTERNATIONAL	COMMON STOCK USD.01	552953101	83	2,483	SH		SOLE		2,483	0	0
MICHAEL KORS HOLDINGS LTD	COMMON STOCK	G60754101	7,826	124,314	SH		SOLE		124,314	0	0
MICHAELS COS INC/THE	COMMON STOCK USD.06775	59408Q106	2,941	121,596	SH		SOLE		121,596	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	7,284	82,888	SH		SOLE		82,888	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	1,995	48,518	SH		SOLE		48,518	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	77,729	908,682	SH		SOLE		908,682	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	1,965	19,539	SH		SOLE		19,539	0	0
MIDDLEBY CORP	COMMON STOCK USD.01	596278101	936	6,938	SH		SOLE		6,938	0	0
MIMEDX GROUP INC	COMMON STOCK USD.001	602496101	1,164	92,307	SH		SOLE		92,307	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	5,742	60,764	SH		SOLE		60,764	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	13,949	50,558	SH		SOLE		50,558	0	0
MOLSON COORS BREWING CO B	COMMON STOCK USD.01	60871R209	203	2,468	SH		SOLE		2,468	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	10,393	242,832	SH		SOLE		242,832	0	0
MONSANTO CO	COMMON STOCK USD.01	61166W101	4,273	36,588	SH		SOLE		36,588	0	0
MONSTER BEVERAGE CORP	COMMON STOCK	61174X109	1,909	30,167	SH		SOLE		30,167	0	0
MOODY S CORP	COMMON STOCK USD.01	615369105	2,333	15,803	SH		SOLE		15,803	0	0
MOOG INC CLASS A	COMMON STOCK USD1.0	615394202	1,877	21,615	SH		SOLE		21,615	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	1,034	19,716	SH		SOLE		19,716	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	120	4,666	SH		SOLE		4,666	0	0
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	620076307	65	722	SH		SOLE		722	0	0
MSCI INC	COMMON STOCK USD.01	55354G100	607	4,800	SH		SOLE		4,800	0	0
MURPHY OIL CORP	COMMON STOCK USD1.0	626717102	2,121	68,300	SH		SOLE		68,300	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	4,164	98,415	SH		SOLE		98,415	0	0
MYRIAD GENETICS INC	COMMON STOCK USD.01	62855J104	1,116	32,480	SH		SOLE		32,480	0	0
NANOMETRICS INC	COMMON STOCK	630077105	1,144	45,895	SH		SOLE		45,895	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	51	660	SH		SOLE		660	0	0
NATIONAL BEVERAGE CORP	COMMON STOCK USD.01	635017106	701	7,196	SH		SOLE		7,196	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	141	3,918	SH		SOLE		3,918	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	4,135	95,877	SH		SOLE		95,877	0	0
NATIONAL STORAGE AFFILIATES	REIT USD.01	637870106	1,577	57,861	SH		SOLE		57,861	0	0
NATL HEALTH INVESTORS INC	REIT USD.01	63633D104	2,533	33,600	SH		SOLE		33,600	0	0
NAUTILUS INC	COMMON STOCK	63910B102	482	36,114	SH		SOLE		36,114	0	0
NCI BUILDING SYSTEMS INC	COMMON STOCK USD.01	628852204	1,896	98,246	SH		SOLE		98,246	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	1,261	37,100	SH		SOLE		37,100	0	0
NEENAH INC	COMMON STOCK USD.01	640079109	664	7,320	SH		SOLE		7,320	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	78	1,415	SH		SOLE		1,415	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	11,666	33,807	SH		SOLE		33,807	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	458	2,385	SH		SOLE		2,385	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	7,446	95,963	SH		SOLE		95,963	0	0
NEVRO CORP	COMMON STOCK USD.001	64157F103	346	5,005	SH		SOLE		5,005	0	0
NEW RESIDENTIAL INVESTMENT	REIT USD.01	64828T201	4,781	267,400	SH		SOLE		267,400	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	150	4,846	SH		SOLE		4,846	0	0
NEWFIELD EXPLORATION CO	COMMON STOCK USD.01	651290108	69	2,186	SH		SOLE		2,186	0	0
NEWMARKET CORP	COMMON STOCK	651587107	462	1,162	SH		SOLE		1,162	0	0
NEWMONT MINING CORP	COMMON STOCK USD1.6	651639106	1,258	33,520	SH		SOLE		33,520	0	0
NEWS CORP CLASS B	COMMON STOCK	65249B208	55	3,336	SH		SOLE		3,336	0	0
NEXPOINT RESIDENTIAL	REIT USD.01	65341D102	356	12,727	SH		SOLE		12,727	0	0
NEXSTAR MEDIA GROUP INC CL A	COMMON STOCK USD.01	65336K103	7,508	96,006	SH		SOLE		96,006	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	3,824	24,481	SH		SOLE		24,481	0	0
NIC INC	COMMON STOCK	62914B100	435	26,220	SH		SOLE		26,220	0	0
NIELSEN HOLDINGS PLC	COMMON STOCK EUR.07	G6518L108	2,835	77,888	SH		SOLE		77,888	0	0
NIKE INC CL B	COMMON STOCK USD1.0	654106103	601	9,615	SH		SOLE		9,615	0	0
NISOURCE INC	COMMON STOCK USD.01	65473P105	31	1,197	SH		SOLE		1,197	0	0
NOBLE ENERGY INC	COMMON STOCK USD.01	655044105	159	5,469	SH		SOLE		5,469	0	0
NORDSON CORP	COMMON STOCK	655663102	1,342	9,170	SH		SOLE		9,170	0	0
NORDSTROM INC	COMMON STOCK	655664100	40	844	SH		SOLE		844	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	655844108	194	1,337	SH		SOLE		1,337	0	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	110	1,104	SH		SOLE		1,104	0	0
NORWEGIAN CRUISE LINE HOLDIN	COMMON STOCK USD.001	G66721104	47	892	SH		SOLE		892	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	38	1,331	SH		SOLE		1,331	0	0
NRG YIELD INC CLASS A	COMMON STOCK USD.01	62942X306	1,795	95,245	SH		SOLE		95,245	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	176	2,773	SH		SOLE		2,773	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	9,710	50,181	SH		SOLE		50,181	0	0
NVR INC	COMMON STOCK USD.01	62944T105	1,754	500	SH		SOLE		500	0	0
NXP SEMICONDUCTORS NV	COMMON STOCK	N6596X109	4,496	38,400	SH		SOLE		38,400	0	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	1,355	5,635	SH		SOLE		5,635	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	378	5,127	SH		SOLE		5,127	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	4,561	138,600	SH		SOLE		138,600	0	0
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	679580100	2,269	17,245	SH		SOLE		17,245	0	0
OLLIE S BARGAIN OUTLET HOLDI	COMMON STOCK USD.001	681116109	1,605	30,137	SH		SOLE		30,137	0	0
OM ASSET MANAGEMENT PLC	COMMON STOCK USD.001	G67506108	1,434	85,585	SH		SOLE		85,585	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	1,365	49,566	SH		SOLE		49,566	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	2,094	28,750	SH		SOLE		28,750	0	0
ONE GAS INC	COMMON STOCK	68235P108	1,407	19,202	SH		SOLE		19,202	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	2,320	43,400	SH		SOLE		43,400	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	19,010	402,082	SH		SOLE		402,082	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	1,430	75,841	SH		SOLE		75,841	0	0
ORBITAL ATK INC	COMMON STOCK USD.01	68557N103	2,597	19,750	SH		SOLE		19,750	0	0
ORBOTECH LTD	COMMON STOCK USD.14	M75253100	873	17,370	SH		SOLE		17,370	0	0
ORMAT TECHNOLOGIES INC	COMMON STOCK USD.001	686688102	2,434	38,053	SH		SOLE		38,053	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	9,258	100,700	SH		SOLE		100,700	0	0
OWENS ILLINOIS INC	COMMON STOCK USD.01	690768403	3,858	174,000	SH		SOLE		174,000	0	0
P G & E CORP	COMMON STOCK	69331C108	170	3,801	SH		SOLE		3,801	0	0
PACCAR INC	COMMON STOCK USD1.0	693718108	3,893	54,776	SH		SOLE		54,776	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	1,934	16,043	SH		SOLE		16,043	0	0
PACWEST BANCORP	COMMON STOCK	695263103	2,831	56,170	SH		SOLE		56,170	0	0
PALO ALTO NETWORKS INC	COMMON STOCK USD.0001	697435105	377	2,603	SH		SOLE		2,603	0	0
PAPA JOHN S INTL INC	COMMON STOCK USD.01	698813102	459	8,174	SH		SOLE		8,174	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	9,399	47,095	SH		SOLE		47,095	0	0
PATTERSON COS INC	COMMON STOCK USD.01	703395103	35	974	SH		SOLE		974	0	0
PATTERSON UTI ENERGY INC	COMMON STOCK USD.01	703481101	1,492	64,844	SH		SOLE		55,200	0	9,644
PAYCHEX INC	COMMON STOCK USD.01	704326107	144	2,117	SH		SOLE		2,117	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	424	5,756	SH		SOLE		5,756	0	0
PEABODY ENERGY CORP	COMMON STOCK	704551100	6,753	171,518	SH		SOLE		122,563	0	48,955
PEABODY ENERGY CORP	PREFERRED STOCK 8.5	704551407	2,191	29,563	SH		SOLE		29,563	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	2,034	54,730	SH		SOLE		54,730	0	0
PENN NATIONAL GAMING INC	COMMON STOCK USD.01	707569109	3,569	113,909	SH		SOLE		113,909	0	0
PENTAIR PLC	COMMON STOCK USD.01	G7S00T104	77	1,094	SH		SOLE		1,094	0	0
PEOPLE S UTAH BANCORP	COMMON STOCK USD.01	712706209	818	27,005	SH		SOLE		27,005	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	12,361	103,076	SH		SOLE		103,076	0	0
PERFORMANCE FOOD GROUP CO	COMMON STOCK USD.01	71377A103	1,312	39,640	SH		SOLE		39,640	0	0
PERKINELMER INC	COMMON STOCK USD1.0	714046109	41	566	SH		SOLE		566	0	0
PERRIGO CO PLC	COMMON STOCK EUR.001	G97822103	104	1,198	SH		SOLE		1,198	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	13,429	370,773	SH		SOLE		370,773	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	12,656	119,790	SH		SOLE		119,790	0	0
PHYSICIANS REALTY TRUST	REIT USD.01	71943U104	744	41,332	SH		SOLE		41,332	0	0
PIEDMONT OFFICE REALTY TRU A	REIT USD.01	720190206	1,538	78,437	SH		SOLE		78,437	0	0
PINNACLE ENTERTAINMENT INC	COMMON STOCK USD.01	72348Y105	2,444	74,676	SH		SOLE		74,676	0	0
PIPER JAFFRAY COS	COMMON STOCK USD.01	724078100	1,636	18,968	SH		SOLE		18,968	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	693475105	5,041	34,936	SH		SOLE		34,936	0	0
POLARIS INDUSTRIES INC	COMMON STOCK USD.01	731068102	837	6,754	SH		SOLE		6,754	0	0
PORTOLA PHARMACEUTICALS INC	COMMON STOCK USD.001	737010108	242	4,977	SH		SOLE		4,977	0	0
POST HOLDINGS INC	COMMON STOCK USD.01	737446104	2,417	30,500	SH		SOLE		30,500	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	13,766	117,839	SH		SOLE		117,839	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	162	5,232	SH		SOLE		5,232	0	0
PRA HEALTH SCIENCES INC	COMMON STOCK USD.01	69354M108	934	10,261	SH		SOLE		10,261	0	0
PRAXAIR INC	COMMON STOCK USD.01	74005P104	2,525	16,326	SH		SOLE		16,326	0	0
PREMIER INC CLASS A	COMMON STOCK USD.01	74051N102	461	15,783	SH		SOLE		15,783	0	0
PRESTIGE BRANDS HOLDINGS INC	COMMON STOCK USD.01	74112D101	4,566	102,818	SH		SOLE		102,818	0	0
PRICELINE GROUP INC/THE	COMMON STOCK USD.008	741503403	2,097	1,207	SH		SOLE		1,207	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	2,409	34,144	SH		SOLE		34,144	0	0
PROCTER & GAMBLE CO/THE	COMMON STOCK	742718109	20,359	221,586	SH		SOLE		221,586	0	0
PROGRESS SOFTWARE CORP	COMMON STOCK USD.01	743312100	523	12,282	SH		SOLE		12,282	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.0	743315103	138	2,458	SH		SOLE		2,458	0	0
PROLOGIS INC	REIT USD.01	74340W103	6,971	108,063	SH		SOLE		108,063	0	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	420	4,728	SH		SOLE		4,728	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	5,918	51,467	SH		SOLE		51,467	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	5,925	47,368	SH		SOLE		47,368	0	0
PTC INC	COMMON STOCK USD.01	69370C100	555	9,133	SH		SOLE		9,133	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	744573106	162	3,151	SH		SOLE		3,151	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,214	29,734	SH		SOLE		29,734	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	5,751	172,977	SH		SOLE		172,977	0	0
PUMA BIOTECHNOLOGY INC	COMMON STOCK USD.0001	74587V107	591	5,977	SH		SOLE		5,977	0	0
PVH CORP	COMMON STOCK USD1.0	693656100	44	319	SH		SOLE		319	0	0
QEP RESOURCES INC	COMMON STOCK USD.01	74733V100	313	32,678	SH		SOLE		32,678	0	0
QORVO INC	COMMON STOCK USD.0001	74736K101	30	449	SH		SOLE		449	0	0
QUAD GRAPHICS INC	COMMON STOCK USD.025	747301109	1	24	SH		SOLE		0	0	24
QUALCOMM INC	COMMON STOCK USD.0001	747525103	514	8,027	SH		SOLE		8,027	0	0
QUALYS INC	COMMON STOCK USD.001	74758T303	2,773	46,721	SH		SOLE		46,721	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	35	890	SH		SOLE		890	0	0
QUANTUM CORP	COMMON STOCK USD.01	747906501	895	159,005	SH		SOLE		159,005	0	0
QUEST DIAGNOSTICS INC	COMMON STOCK USD.01	74834L100	2,087	21,187	SH		SOLE		21,187	0	0
QUIDEL CORP	COMMON STOCK USD.001	74838J101	1,349	31,111	SH		SOLE		31,111	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	6,875	333,599	SH		SOLE		333,599	0	0
RADIUS HEALTH INC	COMMON STOCK USD.0001	750469207	250	7,878	SH		SOLE		7,878	0	0
RALPH LAUREN CORP	COMMON STOCK USD.01	751212101	5,723	55,195	SH		SOLE		55,195	0	0
RAMCO GERSHENSON PROPERTIES	REIT USD.01	751452202	1,044	70,896	SH		SOLE		70,896	0	0
RANGE RESOURCES CORP	COMMON STOCK USD.01	75281A109	47	2,752	SH		SOLE		2,752	0	0
RAVEN INDUSTRIES INC	COMMON STOCK USD1.0	754212108	612	17,808	SH		SOLE		17,808	0	0
RAYONIER INC	REIT	754907103	562	17,763	SH		SOLE		17,763	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	6,207	33,040	SH		SOLE		33,040	0	0
REALOGY HOLDINGS CORP	COMMON STOCK USD.01	75605Y106	996	37,600	SH		SOLE		37,600	0	0
REALPAGE INC	COMMON STOCK USD.001	75606N109	573	12,927	SH		SOLE		12,927	0	0
REALTY INCOME CORP	REIT USD1.0	756109104	1,608	28,192	SH		SOLE		28,192	0	0
RED HAT INC	COMMON STOCK USD.0001	756577102	8,417	70,087	SH		SOLE		70,087	0	0
REGAL ENTERTAINMENT GROUP A	COMMON STOCK USD.001	758766109	1,933	84,000	SH		SOLE		84,000	0	0
REGENCY CENTERS CORP	REIT USD.01	758849103	2,476	35,796	SH		SOLE		35,796	0	0
REGENERON PHARMACEUTICALS	COMMON STOCK USD.001	75886F107	181	481	SH		SOLE		481	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	612	35,401	SH		SOLE		35,401	0	0
RELIANCE STEEL & ALUMINUM	COMMON STOCK	759509102	6,846	79,800	SH		SOLE		79,800	0	0
REPUBLIC BANCORP INC CLASS A	COMMON STOCK	760281204	689	18,130	SH		SOLE		18,130	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	3,435	50,805	SH		SOLE		50,805	0	0
RESOURCES CONNECTION INC	COMMON STOCK USD.01	76122Q105	590	38,181	SH		SOLE		38,181	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	2,702	135,426	SH		SOLE		135,426	0	0
RETAIL PROPERTIES OF AME A	REIT USD.001	76131V202	333	24,745	SH		SOLE		24,745	0	0
RINGCENTRAL INC CLASS A	COMMON STOCK USD.0001	76680R206	995	20,551	SH		SOLE		20,551	0	0
RITE AID CORP	COMMON STOCK USD1.0	767754104	214	108,700	SH		SOLE		108,700	0	0
RLJ LODGING TRUST	REIT	74965L101	8,243	375,200	SH		SOLE		375,200	0	0
RMR GROUP INC/THE A	COMMON STOCK	74967R106	420	7,090	SH		SOLE		7,090	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	2,724	49,049	SH		SOLE		49,049	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.0	773903109	1,059	5,392	SH		SOLE		5,392	0	0
ROCKWELL COLLINS INC	COMMON STOCK USD.01	774341101	2,784	20,530	SH		SOLE		20,530	0	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	1,078	13,432	SH		SOLE		13,432	0	0
ROWAN COMPANIES PLC A	COMMON STOCK USD.125	G7665A101	6,325	403,888	SH		SOLE		403,888	0	0
ROYAL CARIBBEAN CRUISES LTD	COMMON STOCK USD.01	V7780T103	115	963	SH		SOLE		963	0	0
RPX CORP	COMMON STOCK USD.0001	74972G103	464	34,489	SH		SOLE		34,489	0	0
RUTH S HOSPITALITY GROUP INC	COMMON STOCK USD.01	783332109	445	20,544	SH		SOLE		20,544	0	0
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	78377T107	974	14,119	SH		SOLE		14,119	0	0
SABRA HEALTH CARE REIT INC	REIT USD.01	78573L106	776	41,369	SH		SOLE		41,369	0	0
SAEXPLORATION HOLDINGS INC	COMMON STOCK USD.0001	78636X204	140	63,709	SH		SOLE		63,709	0	0
SAGE THERAPEUTICS INC	COMMON STOCK USD.0001	78667J108	494	3,002	SH		SOLE		3,002	0	0
SALESFORCE.COM INC	COMMON STOCK USD.001	79466L302	7,464	73,016	SH		SOLE		73,016	0	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	2,720	144,983	SH		SOLE		144,983	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.0	800013104	513	3,700	SH		SOLE		3,700	0	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P869	2,928	138,953	SH		SOLE		96,846	0	42,107
SAREPTA THERAPEUTICS INC	COMMON STOCK USD.0001	803607100	1,189	21,369	SH		SOLE		21,369	0	0
SBA COMMUNICATIONS CORP	REIT USD.01	78410G104	83	506	SH		SOLE		506	0	0
SCANA CORP	COMMON STOCK	80589M102	119	2,985	SH		SOLE		2,985	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	18,896	280,400	SH		SOLE		280,400	0	0
SCHNITZER STEEL INDS INC A	COMMON STOCK USD1.0	806882106	1,189	35,506	SH		SOLE		35,506	0	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	1,298	25,275	SH		SOLE		25,275	0	0
SCHWEITZER MAUDUIT INTL INC	COMMON STOCK USD.1	808541106	545	12,016	SH		SOLE		12,016	0	0
SCRIPPS NETWORKS INTER CL A	COMMON STOCK USD.01	811065101	3,366	39,422	SH		SOLE		39,422	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	42	1,013	SH		SOLE		1,013	0	0
SEATTLE GENETICS INC	COMMON STOCK USD.001	812578102	421	7,861	SH		SOLE		7,861	0	0
SEI INVESTMENTS COMPANY	COMMON STOCK USD.01	784117103	720	10,013	SH		SOLE		10,013	0	0
SELECT ENERGY SERVICES INC A	COMMON STOCK USD.01	81617J301	356	19,518	SH		SOLE		19,518	0	0
SELECT INCOME REIT	REIT USD.01	81618T100	1,670	66,440	SH		SOLE		66,440	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	1,425	13,324	SH		SOLE		13,324	0	0
SENIOR HOUSING PROP TRUST	REIT USD.01	81721M109	825	43,100	SH		SOLE		43,100	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	459	6,280	SH		SOLE		6,280	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.0	824348106	221	539	SH		SOLE		539	0	0
SHOE CARNIVAL INC	COMMON STOCK USD.01	824889109	974	36,400	SH		SOLE		36,400	0	0
SHORE BANCSHARES INC	COMMON STOCK USD.01	825107105	466	27,903	SH		SOLE		27,903	0	0
SIGMA DESIGNS INC	COMMON STOCK	826565103	379	54,525	SH		SOLE		54,525	0	0
SIGNET JEWELERS LTD	COMMON STOCK USD.18	G81276100	1,470	25,998	SH		SOLE		25,998	0	0
SILVER SPRING NETWORKS INC	COMMON STOCK USD.001	82817Q103	1,916	118,000	SH		SOLE		118,000	0	0
SIMMONS FIRST NATL CORP CL A	COMMON STOCK USD.01	828730200	1,266	22,168	SH		SOLE		22,168	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	12,707	73,990	SH		SOLE		73,990	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	4,031	42,455	SH		SOLE		42,455	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	3,059	30,313	SH		SOLE		30,313	0	0
SMART SAND INC	COMMON STOCK USD.001	83191H107	518	59,808	SH		SOLE		59,808	0	0
SNAP ON INC	COMMON STOCK USD1.0	833034101	6,549	37,575	SH		SOLE		37,575	0	0
SOLARIS OILFIELD INFRAST A	COMMON STOCK USD.01	83418M103	2,143	100,101	SH		SOLE		100,101	0	0
SONIC CORP	COMMON STOCK USD.01	835451105	598	21,751	SH		SOLE		21,751	0	0
SOTHEBY S	COMMON STOCK USD.01	835898107	795	15,400	SH		SOLE		15,400	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.0	842587107	1,973	41,029	SH		SOLE		41,029	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.0	844741108	2,915	44,543	SH		SOLE		44,543	0	0
SP PLUS CORP	COMMON STOCK USD.001	78469C103	415	11,182	SH		SOLE		11,182	0	0
SPARTON CORP	COMMON STOCK USD1.25	847235108	1,291	56,000	SH		SOLE		56,000	0	0
SPIRIT AEROSYSTEMS HOLD CL A	COMMON STOCK USD.01	848574109	9,600	110,033	SH		SOLE		110,033	0	0
SPIRIT REALTY CAPITAL INC	REIT USD.01	84860W102	266	31,026	SH		SOLE		31,026	0	0
SPLUNK INC	COMMON STOCK USD.001	848637104	259	3,125	SH		SOLE		3,125	0	0
SRC ENERGY INC	COMMON STOCK USD.001	78470V108	529	62,023	SH		SOLE		62,023	0	0
STATE STREET CORP	COMMON STOCK USD1.0	857477103	7,083	72,565	SH		SOLE		72,565	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	7,418	172,000	SH		SOLE		172,000	0	0
STERICYCLE INC	COMMON STOCK USD.01	858912108	55	809	SH		SOLE		809	0	0
STERIS PLC	COMMON STOCK	G84720104	2,318	26,500	SH		SOLE		26,500	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.0	860372101	912	21,550	SH		SOLE		21,550	0	0
STORE CAPITAL CORP	REIT USD.01	862121100	1,305	50,129	SH		SOLE		50,129	0	0
SUCAMPO PHARMACEUTICALS CL A	COMMON STOCK USD.01	864909106	350	19,508	SH		SOLE		19,508	0	0
SUMMIT HOTEL PROPERTIES INC	REIT	866082100	1,308	85,886	SH		SOLE		85,886	0	0
SUN COMMUNITIES INC	REIT USD.01	866674104	992	10,696	SH		SOLE		10,696	0	0
SUNSTONE HOTEL INVESTORS INC	REIT USD.01	867892101	3,876	234,481	SH		SOLE		234,481	0	0
SUNTRUST BANKS INC	COMMON STOCK USD1.0	867914103	169	2,623	SH		SOLE		2,623	0	0
SUPERNUS PHARMACEUTICALS INC	COMMON STOCK USD.001	868459108	332	8,326	SH		SOLE		8,326	0	0
SVB FINANCIAL GROUP	COMMON STOCK USD.001	78486Q101	608	2,600	SH		SOLE		2,600	0	0
SYMANTEC CORP	COMMON STOCK USD.01	871503108	68	2,416	SH		SOLE		2,416	0	0
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	87165B103	152	3,944	SH		SOLE		3,944	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	4,038	29,700	SH		SOLE		29,700	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	394	4,620	SH		SOLE		4,620	0	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	87161C501	4,511	94,100	SH		SOLE		94,100	0	0
SYNTEL INC	COMMON STOCK	87162H103	780	33,919	SH		SOLE		33,919	0	0
SYSCO CORP	COMMON STOCK USD1.0	871829107	1,336	22,002	SH		SOLE		22,002	0	0
T MOBILE US INC	COMMON STOCK USD.0001	872590104	1,346	21,200	SH		SOLE		21,200	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	2,590	24,679	SH		SOLE		24,679	0	0
TABLEAU SOFTWARE INC CL A	COMMON STOCK USD.0001	87336U105	432	6,236	SH		SOLE		6,236	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	28,319	714,226	SH		SOLE		714,226	0	0
TAKE TWO INTERACTIVE SOFTWRE	COMMON STOCK USD.01	874054109	296	2,700	SH		SOLE		2,700	0	0
TANGER FACTORY OUTLET CENTER	REIT USD.01	875465106	551	20,794	SH		SOLE		20,794	0	0
TAPESTRY INC	COMMON STOCK USD.01	876030107	110	2,486	SH		SOLE		2,486	0	0
TARENA INTERNATIONAL INC ADR	ADR USD.001	876108101	148	9,897	SH		SOLE		9,897	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	4,089	62,669	SH		SOLE		62,669	0	0
TCF FINANCIAL CORP	COMMON STOCK USD.01	872275102	4,166	203,200	SH		SOLE		203,200	0	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	21,078	221,781	SH		SOLE		221,781	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	1,235	12,602	SH		SOLE		12,602	0	0
TECHNIPFMC PLC	COMMON STOCK USD1.0	G87110105	2,173	69,395	SH		SOLE		69,395	0	0
TELEDYNE TECHNOLOGIES INC	COMMON STOCK USD.01	879360105	766	4,226	SH		SOLE		4,226	0	0
TELEFLEX INC	COMMON STOCK USD1.0	879369106	630	2,533	SH		SOLE		2,533	0	0
TENNECO INC	COMMON STOCK USD.01	880349105	2,442	41,707	SH		SOLE		41,707	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	1,943	46,400	SH		SOLE		46,400	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.0	880890108	11,887	376,297	SH		SOLE		376,297	0	0
TERRENO REALTY CORP	REIT USD.01	88146M101	1,814	51,752	SH		SOLE		51,752	0	0
TESARO INC	COMMON STOCK USD.0001	881569107	291	3,513	SH		SOLE		3,513	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	552	11,460	SH		SOLE		11,460	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	882508104	21,916	209,841	SH		SOLE		209,841	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	77	1,368	SH		SOLE		1,368	0	0
TG THERAPEUTICS INC	COMMON STOCK USD.001	88322Q108	533	64,957	SH		SOLE		64,957	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	883556102	2,236	11,778	SH		SOLE		11,778	0	0
THIRD POINT REINSURANCE LTD	COMMON STOCK USD.1	G8827U100	1,460	99,664	SH		SOLE		99,664	0	0
THOR INDUSTRIES INC	COMMON STOCK USD.1	885160101	1,188	7,885	SH		SOLE		7,885	0	0
TIER REIT INC	REIT USD.0001	88650V208	1,100	53,965	SH		SOLE		53,965	0	0
TIFFANY & CO	COMMON STOCK USD.01	886547108	59	565	SH		SOLE		565	0	0
TIME WARNER INC	COMMON STOCK USD.01	887317303	3,964	43,333	SH		SOLE		43,333	0	0
TJX COMPANIES INC	COMMON STOCK USD1.0	872540109	11,501	150,421	SH		SOLE		150,421	0	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	6,027	125,500	SH		SOLE		125,500	0	0
TORO CO	COMMON STOCK USD1.0	891092108	855	13,100	SH		SOLE		13,100	0	0
TOTAL SYSTEM SERVICES INC	COMMON STOCK USD.1	891906109	1,151	14,550	SH		SOLE		14,550	0	0
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS1.0	M87915274	511	15,000	SH		SOLE		15,000	0	0
TOWNE BANK	COMMON STOCK USD1.667	89214P109	309	10,049	SH		SOLE		10,049	0	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	611	8,172	SH		SOLE		8,172	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	201	731	SH		SOLE		731	0	0
TRAVELERS COS INC/THE	COMMON STOCK	89417E109	2,473	18,234	SH		SOLE		18,234	0	0
TRAVELPORT WORLDWIDE LTD	COMMON STOCK USD.0025	G9019D104	299	22,847	SH		SOLE		22,847	0	0
TRIBUNE MEDIA CO A	COMMON STOCK	896047503	1,448	34,100	SH		SOLE		34,100	0	0
TRINSEO SA	COMMON STOCK USD.01	L9340P101	5,814	80,087	SH		SOLE		80,087	0	0
TRIPADVISOR INC	COMMON STOCK USD.001	896945201	24	705	SH		SOLE		705	0	0
TRITON INTERNATIONAL LTD/BER	COMMON STOCK USD.01	G9078F107	696	18,581	SH		SOLE		18,581	0	0
TRIUMPH BANCORP INC	COMMON STOCK USD.01	89679E300	1,260	40,010	SH		SOLE		40,010	0	0
TTM TECHNOLOGIES	COMMON STOCK USD.001	87305R109	1,966	125,483	SH		SOLE		125,483	0	0
TWENTY FIRST CENTURY FOX B	COMMON STOCK USD.01	90130A200	162	4,736	SH		SOLE		4,736	0	0
TWENTY FIRST CENTURY FOX A	COMMON STOCK USD.01	90130A101	8,747	253,316	SH		SOLE		253,316	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	7,279	89,788	SH		SOLE		89,788	0	0
UBIQUITI NETWORKS INC	COMMON STOCK USD.001	90347A100	419	5,904	SH		SOLE		5,904	0	0
UDR INC	REIT USD.01	902653104	2,108	54,713	SH		SOLE		54,713	0	0
UGI CORP	COMMON STOCK	902681105	8,985	191,366	SH		SOLE		191,366	0	0
ULTRA PETROLEUM CORP	COMMON STOCK	903914208	373	41,157	SH		SOLE		41,157	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	1,389	66,770	SH		SOLE		66,770	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	23,948	178,585	SH		SOLE		178,585	0	0
UNITED CONTINENTAL HOLDINGS	COMMON STOCK USD.01	910047109	74	1,094	SH		SOLE		1,094	0	0
UNITED NATURAL FOODS INC	COMMON STOCK USD.01	911163103	478	9,700	SH		SOLE		9,700	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	5,199	30,245	SH		SOLE		30,245	0	0
UNITED TECHNOLOGIES CORP	COMMON STOCK USD1.0	913017109	17,553	137,596	SH		SOLE		137,596	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	1,228	8,300	SH		SOLE		8,300	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	32,652	148,107	SH		SOLE		148,107	0	0
UNIVAR INC	COMMON STOCK USD.01	91336L107	7,573	244,609	SH		SOLE		244,609	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	848	7,480	SH		SOLE		7,480	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	5,175	94,287	SH		SOLE		94,287	0	0
URBAN EDGE PROPERTIES	REIT USD.01	91704F104	581	22,800	SH		SOLE		22,800	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	334	15,353	SH		SOLE		15,353	0	0
US BANCORP	COMMON STOCK USD.01	902973304	3,424	63,896	SH		SOLE		63,896	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	27,217	325,368	SH		SOLE		325,368	0	0
US SILICA HOLDINGS INC	COMMON STOCK USD.01	90346E103	1,127	34,614	SH		SOLE		34,614	0	0
VAIL RESORTS INC	COMMON STOCK USD.01	91879Q109	7,776	36,600	SH		SOLE		36,600	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	8,180	88,999	SH		SOLE		88,999	0	0
VANDA PHARMACEUTICALS INC	COMMON STOCK USD.001	921659108	1,123	73,870	SH		SOLE		73,870	0	0
VANGUARD MATERIALS ETF	VANGUARD MATERIALS ETF	92204A801	10,961	80,182	SH		SOLE		80,182	0	0
VANGUARD S&P 500 ETF	VANGUARD S+P 500 ETF	922908363	8,533	34,788	SH		SOLE		34,788	0	0
VARIAN MEDICAL SYSTEMS INC	COMMON STOCK USD1.0	92220P105	958	8,620	SH		SOLE		8,620	0	0
VARONIS SYSTEMS INC	COMMON STOCK USD.001	922280102	758	15,608	SH		SOLE		15,608	0	0
VENTAS INC	REIT USD.25	92276F100	4,300	71,649	SH		SOLE		71,649	0	0
VEREIT INC	REIT USD.01	92339V100	1,516	194,667	SH		SOLE		194,667	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	9,147	79,928	SH		SOLE		79,928	0	0
VERISK ANALYTICS INC	COMMON STOCK USD.001	92345Y106	112	1,168	SH		SOLE		1,168	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	12,802	241,863	SH		SOLE		241,863	0	0
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	92532F100	6,919	46,171	SH		SOLE		46,171	0	0
VF CORP	COMMON STOCK	918204108	252	3,399	SH		SOLE		3,399	0	0
VIACOM INC CLASS B	COMMON STOCK USD.001	92553P201	71	2,305	SH		SOLE		2,305	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	41,403	363,119	SH		SOLE		363,119	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	610	29,392	SH		SOLE		29,392	0	0
VMWARE INC CLASS A	COMMON STOCK USD.01	928563402	447	3,566	SH		SOLE		3,566	0	0
VORNADO REALTY TRUST	REIT USD.04	929042109	2,266	28,990	SH		SOLE		28,990	0	0
WABASH NATIONAL CORP	COMMON STOCK USD.01	929566107	566	26,088	SH		SOLE		26,088	0	0
WADDELL & REED FINANCIAL A	COMMON STOCK USD.01	930059100	1,525	68,280	SH		SOLE		68,280	0	0
WAL MART STORES INC	COMMON STOCK USD.1	931142103	11,367	115,113	SH		SOLE		115,113	0	0
WALGREENS BOOTS ALLIANCE INC	COMMON STOCK USD.01	931427108	5,679	78,207	SH		SOLE		78,207	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	8,162	75,916	SH		SOLE		75,916	0	0
WARRIOR MET COAL INC	COMMON STOCK USD.01	93627C101	2,251	89,510	SH		SOLE		89,510	0	0
WASHINGTON PRIME GROUP INC	REIT USD.0001	93964W108	165	23,106	SH		SOLE		23,106	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	5,818	67,420	SH		SOLE		67,420	0	0
WATERS CORP	COMMON STOCK USD.01	941848103	75	388	SH		SOLE		388	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	2,051	30,882	SH		SOLE		30,882	0	0
WELBILT INC	COMMON STOCK USD.01	949090104	954	40,563	SH		SOLE		40,563	0	0
WELLS FARGO & CO	COMMON STOCK USD1.666	949746101	11,739	193,497	SH		SOLE		193,497	0	0
WELLTOWER INC	REIT USD1.0	95040Q104	3,521	55,221	SH		SOLE		55,221	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	6,419	80,715	SH		SOLE		80,715	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	922	8,654	SH		SOLE		8,654	0	0
WESTROCK CO	COMMON STOCK	96145D105	14,273	225,810	SH		SOLE		225,810	0	0
WEYERHAEUSER CO	REIT USD1.25	962166104	147	4,182	SH		SOLE		4,182	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.0	963320106	92	546	SH		SOLE		546	0	0
WILLIAMS COS INC	COMMON STOCK USD1.0	969457100	2,317	75,997	SH		SOLE		75,997	0	0
WILLIS TOWERS WATSON PLC	COMMON STOCK USD.000304635	G96629103	77	513	SH		SOLE		513	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK	97650W108	868	10,537	SH		SOLE		10,537	0	0
WMIH CORP	COMMON STOCK USD.00001	92936P100	167	196,172	SH		SOLE		196,172	0	0
WOODWARD INC	COMMON STOCK USD.00292	980745103	394	5,151	SH		SOLE		5,151	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	1,573	55,900	SH		SOLE		55,900	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK	981811102	890	20,200	SH		SOLE		20,200	0	0
WP CAREY INC	REIT USD.001	92936U109	1,340	19,443	SH		SOLE		19,443	0	0
WR BERKLEY CORP	COMMON STOCK USD.2	084423102	805	11,235	SH		SOLE		11,235	0	0
WW GRAINGER INC	COMMON STOCK USD.5	384802104	2,562	10,844	SH		SOLE		10,844	0	0
WYNDHAM WORLDWIDE CORP	COMMON STOCK USD.01	98310W108	4,053	34,983	SH		SOLE		34,983	0	0
WYNN RESORTS LTD	COMMON STOCK USD.01	983134107	49	291	SH		SOLE		291	0	0
XCEL ENERGY INC	COMMON STOCK USD2.5	98389B100	55	1,150	SH		SOLE		1,150	0	0
XENIA HOTELS & RESORTS INC	REIT USD.01	984017103	1,514	70,113	SH		SOLE		70,113	0	0
XEROX CORP	COMMON STOCK USD1.0	984121608	39	1,332	SH		SOLE		1,332	0	0
XILINX INC	COMMON STOCK USD.01	983919101	79	1,178	SH		SOLE		1,178	0	0
XL GROUP LTD	COMMON STOCK	G98294104	73	2,072	SH		SOLE		2,072	0	0
XPO LOGISTICS INC	COMMON STOCK USD.001	983793100	897	9,794	SH		SOLE		9,794	0	0
XYLEM INC	COMMON STOCK	98419M100	51	753	SH		SOLE		753	0	0
YY INC ADR	ADR USD.00001	98426T106	4,194	37,094	SH		SOLE		37,094	0	0
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	98956P102	10,576	87,645	SH		SOLE		87,645	0	0
ZIONS BANCORPORATION	COMMON STOCK	989701107	274	5,400	SH		SOLE		5,400	0	0
ZIX CORP	COMMON STOCK USD.01	98974P100	418	95,543	SH		SOLE		95,543	0	0
ZOETIS INC	COMMON STOCK USD.01	98978V103	291	4,041	SH		SOLE		4,041	0	0