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
OMB APPROVAL
OMB Number: 3235-0006
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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
ALLEGION PLC COMMON STOCK USD.01 G0176J109 15,513 140,324 SH   SOLE   140,324 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 818 4,883 SH   SOLE   4,883 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 229 19,972 SH   SOLE   19,972 0 0
AON PLC COMMON STOCK USD.01 G0408V102 1,181 6,120 SH   SOLE   6,120 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 3,719 100,295 SH   SOLE   100,295 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 2,774 37,462 SH   SOLE   37,462 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 592 14,068 SH   SOLE   14,068 0 0
AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 G0750C108 2,377 79,858 SH   SOLE   79,858 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 9,042 48,935 SH   SOLE   48,935 0 0
BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001 G1644T109 796 69,751 SH   SOLE   69,751 0 0
CAPRI HOLDINGS LTD COMMON STOCK G1890L107 123 3,546 SH   SOLE   3,546 0 0
CISION LTD COMMON STOCK USD.0001 G1992S109 837 71,363 SH   SOLE   71,363 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD.01 G2709G107 187 9,348 SH   SOLE   9,348 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 3,398 40,799 SH   SOLE   40,799 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 544 11,574 SH   SOLE   11,574 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 124 501 SH   SOLE   501 0 0
FABRINET COMMON STOCK USD.01 G3323L100 427 8,604 SH   SOLE   8,604 0 0
GASLOG LTD COMMON STOCK USD.01 G37585109 1,219 84,671 SH   SOLE   84,671 0 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 1,058 27,784 SH   SOLE   27,784 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 801 6,132 SH   SOLE   6,132 0 0
JANUS HENDERSON GROUP PLC COMMON STOCK G4474Y214 384 17,931 SH   SOLE   17,931 0 0
HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001 G46188101 557 23,134 SH   SOLE   23,134 0 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 1,191 18,691 SH   SOLE   18,691 0 0
INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 19,306 152,411 SH   SOLE   152,411 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 252 12,329 SH   SOLE   12,329 0 0
JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001 G50871105 1,370 9,613 SH   SOLE   9,613 0 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 5,141 124,451 SH   SOLE   124,451 0 0
LINDE PLC COMMON STOCK EUR.001 G5494J103 1,544 7,690 SH   SOLE   7,690 0 0
MALLINCKRODT PLC COMMON STOCK USD.2 G5785G107 124 13,490 SH   SOLE   13,490 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 7,325 75,211 SH   SOLE   75,211 0 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 2,451 108,455 SH   SOLE   108,455 0 0
NOMAD FOODS LTD COMMON STOCK G6564A105 742 34,747 SH   SOLE   34,747 0 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 2,812 52,432 SH   SOLE   52,432 0 0
NVENT ELECTRIC PLC COMMON STOCK USD.01 G6700G107 358 14,442 SH   SOLE   14,442 0 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 572 3,212 SH   SOLE   3,212 0 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 279 5,916 SH   SOLE   5,916 0 0
SIGNET JEWELERS LTD COMMON STOCK USD.18 G81276100 527 29,489 SH   SOLE   29,489 0 0
STERIS PLC COMMON STOCK USD75.0 G8473T100 8,294 55,711 SH   SOLE   55,711 0 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 368 14,205 SH   SOLE   14,205 0 0
THIRD POINT REINSURANCE LTD COMMON STOCK USD.1 G8827U100 1,194 115,717 SH   SOLE   115,717 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 1,443 7,536 SH   SOLE   7,536 0 0
CHUBB LTD COMMON STOCK H1467J104 811 5,505 SH   SOLE   5,505 0 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 182 2,285 SH   SOLE   2,285 0 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 7,744 80,848 SH   SOLE   80,848 0 0
INTELSAT SA COMMON STOCK USD.01 L5140P101 458 23,537 SH   SOLE   23,537 0 0
PACIFIC DRILLING SA COMMON STOCK L7257P205 661 52,497 SH   SOLE   52,497 0 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 542 12,807 SH   SOLE   12,807 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 685 5,361 SH   SOLE   5,361 0 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 148 6,000 SH   SOLE   6,000 0 0
STRATASYS LTD COMMON STOCK ILS.01 M85548101 643 21,892 SH   SOLE   21,892 0 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 366 23,199 SH   SOLE   23,199 0 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 1,311 6,307 SH   SOLE   6,307 0 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,927 36,854 SH   SOLE   36,854 0 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 4,637 60,947 SH   SOLE   60,947 0 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 2,742 31,840 SH   SOLE   31,840 0 0
MYLAN NV COMMON STOCK EUR.01 N59465109 247 12,991 SH   SOLE   12,991 0 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 483 16,202 SH   SOLE   16,202 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 436 3,600 SH   SOLE   3,600 0 0
AFLAC INC COMMON STOCK USD.1 001055102 467 8,515 SH   SOLE   8,515 0 0
AGCO CORP COMMON STOCK USD.01 001084102 498 6,425 SH   SOLE   6,425 0 0
AES CORP COMMON STOCK USD.01 00130H105 606 36,180 SH   SOLE   36,180 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 825 82,592 SH   SOLE   82,592 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 684 12,561 SH   SOLE   12,561 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,292 42,254 SH   SOLE   42,254 0 0
ASGN INC COMMON STOCK USD.01 00191U102 320 5,288 SH   SOLE   5,288 0 0
ATT INC COMMON STOCK USD1.0 00206R102 6,985 208,445 SH   SOLE   208,445 0 0
AVX CORP COMMON STOCK USD.01 002444107 1,150 69,258 SH   SOLE   69,258 0 0
AZZ INC COMMON STOCK USD1.0 002474104 1,615 35,104 SH   SOLE   35,104 0 0
AARON S INC COMMON STOCK USD.5 002535300 6,173 100,528 SH   SOLE   100,528 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 14,799 175,969 SH   SOLE   175,969 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 3,436 47,247 SH   SOLE   47,247 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK USD.01 002896207 409 25,520 SH   SOLE   25,520 0 0
ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001 00401C108 1,236 26,204 SH   SOLE   26,204 0 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 259 7,400 SH   SOLE   7,400 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 527 19,732 SH   SOLE   19,732 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 466 13,582 SH   SOLE   13,582 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 366 47,780 SH   SOLE   47,780 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 485 10,275 SH   SOLE   10,275 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 4,185 30,347 SH   SOLE   30,347 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 14,964 50,787 SH   SOLE   50,787 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 183 4,060 SH   SOLE   4,060 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 238 1,543 SH   SOLE   1,543 0 0
AECOM COMMON STOCK USD.01 00766T100 572 15,101 SH   SOLE   15,101 0 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 527 17,845 SH   SOLE   17,845 0 0
ADVANCED DISPOSAL SERVICES I COMMON STOCK USD.01 00790X101 1,449 45,400 SH   SOLE   45,400 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 2,509 27,228 SH   SOLE   27,228 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 594 7,952 SH   SOLE   7,952 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 7,085 31,297 SH   SOLE   31,297 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 286 3,565 SH   SOLE   3,565 0 0
AKORN INC COMMON STOCK 009728106 447 86,824 SH   SOLE   86,824 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 407 7,613 SH   SOLE   7,613 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 107 1,667 SH   SOLE   1,667 0 0
ALEXANDER BALDWIN INC REIT 014491104 156 6,747 SH   SOLE   6,747 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 3,778 26,779 SH   SOLE   26,779 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 2,023 15,444 SH   SOLE   15,444 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 25,004 147,557 SH   SOLE   147,557 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 759 1,114 SH   SOLE   1,114 0 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 277 11,000 SH   SOLE   11,000 0 0
ALLETE INC COMMON STOCK 018522300 479 5,753 SH   SOLE   5,753 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 4,631 99,913 SH   SOLE   99,913 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 262 22,528 SH   SOLE   22,528 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 3,463 34,056 SH   SOLE   34,056 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 56,591 52,355 SH   SOLE   52,355 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 8,829 8,154 SH   SOLE   8,154 0 0
ALTAIR ENGINEERING INC SR UNSECURED 06/24 0.25 021369AA1 542 500,000 SH   SOLE   500,000 0 0
ALTERYX INC CLASS A COMMON STOCK 02156B103 607 5,559 SH   SOLE   5,559 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 4,214 89,004 SH   SOLE   89,004 0 0
AMARIN CORP PLC ADR ADR GBP.1 023111206 491 25,347 SH   SOLE   25,347 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 80,511 42,517 SH   SOLE   42,517 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 4,557 37,532 SH   SOLE   37,532 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 319 4,246 SH   SOLE   4,246 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 4,167 127,774 SH   SOLE   127,774 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 1,642 34,843 SH   SOLE   34,843 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 452 9,789 SH   SOLE   9,789 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 320 18,939 SH   SOLE   18,939 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 475 5,393 SH   SOLE   5,393 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 13,236 107,223 SH   SOLE   107,223 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 497 4,855 SH   SOLE   4,855 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 2,347 96,553 SH   SOLE   96,553 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 786 14,748 SH   SOLE   14,748 0 0
AMERICAN MIDSTREAM PARTNERS MLP USD.01 02752P100 2,272 439,500 SH   SOLE   439,500 0 0
AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 500 16,895 SH   SOLE   16,895 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 14,484 70,845 SH   SOLE   70,845 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 327 2,822 SH   SOLE   2,822 0 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 850 9,872 SH   SOLE   9,872 0 0
AMERICOLD REALTY TRUST REIT USD.01 03064D108 1,652 50,950 SH   SOLE   50,950 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 234 2,739 SH   SOLE   2,739 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 4,137 28,500 SH   SOLE   28,500 0 0
AMETEK INC COMMON STOCK USD.01 031100100 25,983 286,034 SH   SOLE   286,034 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 9,631 52,263 SH   SOLE   52,263 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 1,429 191,568 SH   SOLE   191,568 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 11,796 122,948 SH   SOLE   122,948 0 0
ANADARKO PETROLEUM CORP COMMON STOCK USD.1 032511107 7,377 104,552 SH   SOLE   104,552 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 15,505 137,372 SH   SOLE   137,372 0 0
ANDEAVOR LOGISTICS LP MLP 03350F106 284 7,805 SH   SOLE   7,805 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 356 20,000 SH   SOLE   20,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 446 10,974 SH   SOLE   10,974 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 1,803 30,198 SH   SOLE   30,198 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 211 1,032 SH   SOLE   1,032 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 19,537 69,227 SH   SOLE   69,227 0 0
APACHE CORP COMMON STOCK USD.625 037411105 371 12,800 SH   SOLE   12,800 0 0
APARTMENT INVT MGMT CO A REIT USD.01 03748R754 113 2,262 SH   SOLE   2,262 0 0
APERGY CORP COMMON STOCK USD.01 03755L104 303 9,025 SH   SOLE   9,025 0 0
APPLE INC COMMON STOCK USD.00001 037833100 79,481 401,582 SH   SOLE   401,582 0 0
APPLE HOSPITALITY REIT INC REIT NPV 03784Y200 1,180 74,383 SH   SOLE   74,383 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 1,627 26,438 SH   SOLE   26,438 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 2,828 62,962 SH   SOLE   62,962 0 0
APTARGROUP INC COMMON STOCK USD.01 038336103 553 4,445 SH   SOLE   4,445 0 0
AQUANTIA CORP COMMON STOCK 03842Q108 1,505 115,500 SH   SOLE   115,500 0 0
ARCHROCK INC COMMON STOCK USD.01 03957W106 1,157 109,127 SH   SOLE   109,127 0 0
ARCONIC INC COMMON STOCK 03965L100 168 6,504 SH   SOLE   6,504 0 0
ARISTA NETWORKS INC COMMON STOCK USD.0001 040413106 59 228 SH   SOLE   228 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 589 35,583 SH   SOLE   35,583 0 0
ARRAY BIOPHARMA INC COMMON STOCK USD.001 04269X105 2,345 50,612 SH   SOLE   50,612 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 1,363 19,122 SH   SOLE   19,122 0 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 1,070 38,893 SH   SOLE   38,893 0 0
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 044186104 465 5,812 SH   SOLE   5,812 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 3,520 28,322 SH   SOLE   28,322 0 0
ASSERTIO THERAPEUTICS INC COMMON STOCK 04545L107 311 90,096 SH   SOLE   90,096 0 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 283 13,400 SH   SOLE   13,400 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 96 905 SH   SOLE   905 0 0
ASTRONICS CORP COMMON STOCK USD.01 046433108 437 10,857 SH   SOLE   10,857 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 2,138 82,645 SH   SOLE   82,645 0 0
ATLANTIC POWER CORP COMMON STOCK 04878Q863 673 277,944 SH   SOLE   277,944 0 0
AUDENTES THERAPEUTICS INC COMMON STOCK USD.00001 05070R104 745 19,680 SH   SOLE   19,680 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 686 4,214 SH   SOLE   4,214 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 2,904 17,563 SH   SOLE   17,563 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 192 4,567 SH   SOLE   4,567 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 15,495 14,093 SH   SOLE   14,093 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 6,266 30,839 SH   SOLE   30,839 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 2,645 22,863 SH   SOLE   22,863 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 189 5,364 SH   SOLE   5,364 0 0
AVNET INC COMMON STOCK USD1.0 053807103 453 10,005 SH   SOLE   10,005 0 0
AXA EQUITABLE HOLDINGS INC COMMON STOCK USD.01 054561105 4,125 197,368 SH   SOLE   197,368 0 0
BBT CORP COMMON STOCK USD5.0 054937107 499 10,158 SH   SOLE   10,158 0 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 356 16,815 SH   SOLE   16,815 0 0
BAIDU INC SPON ADR ADR USD.00005 056752108 1,847 15,742 SH   SOLE   15,742 0 0
BAKER HUGHES A GE CO COMMON STOCK USD.0001 05722G100 797 32,370 SH   SOLE   32,370 0 0
BALL CORP COMMON STOCK 058498106 352 5,025 SH   SOLE   5,025 0 0
BANCORP INC/THE COMMON STOCK USD1.0 05969A105 965 108,132 SH   SOLE   108,132 0 0
BANCORPSOUTH BANK COMMON STOCK 05971J102 271 9,331 SH   SOLE   9,331 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 26,720 921,376 SH   SOLE   921,376 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 1,972 23,784 SH   SOLE   23,784 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 536 12,148 SH   SOLE   12,148 0 0
BANK OZK COMMON STOCK 06417N103 1,936 64,345 SH   SOLE   64,345 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 2,748 48,777 SH   SOLE   48,777 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 429 226,050 SH   SOLE   226,050 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 559 6,828 SH   SOLE   6,828 0 0
BBVA ARGENTINA SA ADR ADR 07329M100 3,409 301,114 SH   SOLE   301,114 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 14,964 59,379 SH   SOLE   59,379 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 969 83,415 SH   SOLE   83,415 0 0
BEIGENE LTD ADR ADR USD.0001 07725L102 278 2,239 SH   SOLE   2,239 0 0
BELDEN INC COMMON STOCK USD.01 077454106 872 14,641 SH   SOLE   14,641 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 4,902 74,350 SH   SOLE   74,350 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 27,523 129,115 SH   SOLE   129,115 0 0
BERRY PETROLEUM CORP COMMON STOCK USD.001 08579X101 361 34,077 SH   SOLE   34,077 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 620 8,897 SH   SOLE   8,897 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 346 12,077 SH   SOLE   12,077 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 925 2,959 SH   SOLE   2,959 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 524 6,122 SH   SOLE   6,122 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,536 6,566 SH   SOLE   6,566 0 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 1,011 4,851 SH   SOLE   4,851 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 1,402 23,488 SH   SOLE   23,488 0 0
BITAUTO HOLDINGS LTD ADR ADR USD.00004 091727107 140 13,406 SH   SOLE   13,406 0 0
BJ S RESTAURANTS INC COMMON STOCK 09180C106 373 8,491 SH   SOLE   8,491 0 0
BLACK HILLS CORP COMMON STOCK USD1.0 092113109 414 5,302 SH   SOLE   5,302 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 433 5,187 SH   SOLE   5,187 0 0
BLACKLINE INC COMMON STOCK USD.01 09239B109 680 12,712 SH   SOLE   12,712 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 8,490 18,091 SH   SOLE   18,091 0 0
BLACKSTONE GROUP LP/THE MLP 09253U108 4,656 104,823 SH   SOLE   104,823 0 0
HR BLOCK INC COMMON STOCK 093671105 226 7,701 SH   SOLE   7,701 0 0
BLOOMIN BRANDS INC COMMON STOCK USD.01 094235108 1,352 71,472 SH   SOLE   71,472 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 16,533 45,420 SH   SOLE   45,420 0 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 2,763 1,474 SH   SOLE   1,474 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 5,583 84,330 SH   SOLE   84,330 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 253 6,018 SH   SOLE   6,018 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1,507 3,989 SH   SOLE   3,989 0 0
BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1.0 101119105 1,735 143,744 SH   SOLE   143,744 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 4,342 33,662 SH   SOLE   33,662 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 3,290 76,536 SH   SOLE   76,536 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 1,160 43,057 SH   SOLE   43,057 0 0
BRAEMAR HOTELS RESORTS INC REIT USD.01 10482B101 603 60,902 SH   SOLE   60,902 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 754 52,657 SH   SOLE   52,657 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,351 34,343 SH   SOLE   34,343 0 0
BRINK S CO/THE COMMON STOCK USD1.0 109696104 324 3,997 SH   SOLE   3,997 0 0
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WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 438 9,179 SH   SOLE   9,179 0 0
WEIGHT WATCHERS INTL INC COMMON STOCK 948626106 746 39,070 SH   SOLE   39,070 0 0
WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 1,394 50,842 SH   SOLE   50,842 0 0
WELBILT INC COMMON STOCK USD.01 949090104 2,001 119,834 SH   SOLE   119,834 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 458 1,605 SH   SOLE   1,605 0 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 2,647 55,932 SH   SOLE   55,932 0 0
WELLTOWER INC REIT USD1.0 95040Q104 4,456 54,651 SH   SOLE   54,651 0 0
WENDY S CO/THE COMMON STOCK USD.1 95058W100 495 25,264 SH   SOLE   25,264 0 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 122 3,931 SH   SOLE   3,931 0 0
WESBANCO INC COMMON STOCK USD2.0833 950810101 1,573 40,805 SH   SOLE   40,805 0 0
WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD.001 950814103 505 45,511 SH   SOLE   45,511 0 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,468 11,731 SH   SOLE   11,731 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 492 11,005 SH   SOLE   11,005 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 307 6,449 SH   SOLE   6,449 0 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 96 4,842 SH   SOLE   4,842 0 0
WESTROCK CO COMMON STOCK 96145D105 243 6,673 SH   SOLE   6,673 0 0
WEX INC COMMON STOCK USD.01 96208T104 808 3,884 SH   SOLE   3,884 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 240 9,105 SH   SOLE   9,105 0 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 245 1,719 SH   SOLE   1,719 0 0
WILEY (JOHN) SONS CLASS A COMMON STOCK USD1.0 968223206 155 3,387 SH   SOLE   3,387 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 480 7,390 SH   SOLE   7,390 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 403 5,512 SH   SOLE   5,512 0 0
WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 1,245 45,217 SH   SOLE   45,217 0 0
WOODWARD INC COMMON STOCK USD.00292 980745103 1,050 9,278 SH   SOLE   9,278 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 1,080 30,043 SH   SOLE   30,043 0 0
WORLDPAY INC CLASS A COMMON STOCK USD.00001 981558109 2,985 24,355 SH   SOLE   24,355 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 182 4,523 SH   SOLE   4,523 0 0
WPX ENERGY INC COMMON STOCK USD.01 98212B103 527 45,800 SH   SOLE   45,800 0 0
WYNDHAM DESTINATIONS INC COMMON STOCK USD.01 98310W108 373 8,489 SH   SOLE   8,489 0 0
WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 412 7,400 SH   SOLE   7,400 0 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 549 9,500 SH   SOLE   9,500 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 493 8,293 SH   SOLE   8,293 0 0
XILINX INC COMMON STOCK USD.01 983919101 610 5,174 SH   SOLE   5,174 0 0
XENIA HOTELS RESORTS INC REIT USD.01 984017103 1,500 71,946 SH   SOLE   71,946 0 0
XEROX CORP COMMON STOCK USD1.0 984121608 2,109 59,571 SH   SOLE   59,571 0 0
XPERI CORP COMMON STOCK USD.001 98421B100 320 15,522 SH   SOLE   15,522 0 0
YY INC ADR ADR USD.00001 98426T106 2,842 40,775 SH   SOLE   40,775 0 0
YELP INC COMMON STOCK USD.000001 985817105 1,576 46,097 SH   SOLE   46,097 0 0
YUM BRANDS INC COMMON STOCK 988498101 501 4,527 SH   SOLE   4,527 0 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 3,008 91,400 SH   SOLE   91,400 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 3,790 18,090 SH   SOLE   18,090 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 2,180 18,515 SH   SOLE   18,515 0 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 1,419 30,855 SH   SOLE   30,855 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 5,798 51,087 SH   SOLE   51,087 0 0
ZSCALER INC COMMON STOCK USD.001 98980G102 391 5,096 SH   SOLE   5,096 0 0