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
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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
1ST SOURCE CORP COMMON STOCK 336901103 1,212 26,509 SH   SOLE   26,509 0 0
3M CO COMMON STOCK USD.01 88579Y101 2,145 13,050 SH   SOLE   13,050 0 0
A10 NETWORKS INC COMMON STOCK USD.00001 002121101 867 124,905 SH   SOLE   124,905 0 0
AARON S INC COMMON STOCK USD.5 002535300 5,989 93,203 SH   SOLE   93,203 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 9,712 116,081 SH   SOLE   116,081 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 3,856 50,928 SH   SOLE   50,928 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK USD.01 002896207 360 23,049 SH   SOLE   23,049 0 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 288 9,260 SH   SOLE   9,260 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 641 17,821 SH   SOLE   17,821 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 7,968 41,426 SH   SOLE   41,426 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 514 16,405 SH   SOLE   16,405 0 0
ACORDA THERAPEUTICS INC COMMON STOCK USD.001 00484M106 283 98,522 SH   SOLE   98,522 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 1,143 21,604 SH   SOLE   21,604 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 1,537 11,406 SH   SOLE   11,406 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 214 9,300 SH   SOLE   9,300 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 10,585 38,315 SH   SOLE   38,315 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 253 6,647 SH   SOLE   6,647 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 451 39,714 SH   SOLE   39,714 0 0
ADVANCED DISPOSAL SERVICES I COMMON STOCK USD.01 00790X101 1,479 45,400 SH   SOLE   45,400 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 487 16,800 SH   SOLE   16,800 0 0
AECOM COMMON STOCK USD.01 00766T100 778 20,724 SH   SOLE   20,724 0 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 277 14,422 SH   SOLE   14,422 0 0
AES CORP COMMON STOCK USD.01 00130H105 2,609 159,659 SH   SOLE   159,659 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 142 1,700 SH   SOLE   1,700 0 0
AFLAC INC COMMON STOCK USD.1 001055102 446 8,515 SH   SOLE   8,515 0 0
AGCO CORP COMMON STOCK USD.01 001084102 957 12,638 SH   SOLE   12,638 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 2,325 30,343 SH   SOLE   30,343 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 976 38,122 SH   SOLE   38,122 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 6,596 29,732 SH   SOLE   29,732 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 225 2,465 SH   SOLE   2,465 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 321 6,875 SH   SOLE   6,875 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 108 1,667 SH   SOLE   1,667 0 0
ALEXANDER BALDWIN INC REIT 014491104 528 21,552 SH   SOLE   21,552 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 4,125 26,779 SH   SOLE   26,779 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 1,388 14,170 SH   SOLE   14,170 0 0
ALIBABA GROUP HOL SP ADR CDI ADR USD.000025 01609W102 30,536 182,597 SH   SOLE   182,597 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 1,873 2,348 SH   SOLE   2,348 0 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 348 17,196 SH   SOLE   17,196 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 10,142 97,850 SH   SOLE   97,850 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 4,773 28,361 SH   SOLE   28,361 0 0
ALLETE INC COMMON STOCK 018522300 651 7,444 SH   SOLE   7,444 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 4,634 98,498 SH   SOLE   98,498 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 273 24,833 SH   SOLE   24,833 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 3,296 30,326 SH   SOLE   30,326 0 0
ALPHABET INC CL A CDI COMMON STOCK USD.001 02079K305 10,349 8,475 SH   SOLE   8,475 0 0
ALPHABET INC CL C CDI COMMON STOCK USD.001 02079K107 56,054 45,984 SH   SOLE   45,984 0 0
ALTAIR ENGINEERING INC SR UNSECURED 06/24 0.25 021369AA1 503 500,000 SH   SOLE   500,000 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3,384 82,733 SH   SOLE   82,733 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 904 78,310 SH   SOLE   78,310 0 0
AMARIN CORP PLC ADR ADR GBP.1 023111206 479 31,599 SH   SOLE   31,599 0 0
AMAZON.COM INC CDI COMMON STOCK USD.01 023135106 65,446 37,701 SH   SOLE   37,701 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 767 15,612 SH   SOLE   15,612 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 195 19,972 SH   SOLE   19,972 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 3,031 23,132 SH   SOLE   23,132 0 0
AMERCO COMMON STOCK USD.25 023586100 707 1,812 SH   SOLE   1,812 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 484 6,046 SH   SOLE   6,046 0 0
AMERICA S CAR MART INC COMMON STOCK USD.01 03062T105 818 8,916 SH   SOLE   8,916 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 3,438 127,474 SH   SOLE   127,474 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 1,481 31,693 SH   SOLE   31,693 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 582 12,113 SH   SOLE   12,113 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 394 24,300 SH   SOLE   24,300 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 716 7,637 SH   SOLE   7,637 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 10,402 87,947 SH   SOLE   87,947 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 577 5,352 SH   SOLE   5,352 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 2,095 80,912 SH   SOLE   80,912 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 9,627 172,832 SH   SOLE   172,832 0 0
AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01 02913V103 341 15,259 SH   SOLE   15,259 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 14,532 65,715 SH   SOLE   65,715 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 360 2,900 SH   SOLE   2,900 0 0
AMERICAN WOODMARK CORP COMMON STOCK 030506109 1,704 19,162 SH   SOLE   19,162 0 0
AMERICOLD REALTY TRUST REIT USD.01 03064D108 3,205 86,450 SH   SOLE   86,450 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 3,332 22,654 SH   SOLE   22,654 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 615 7,474 SH   SOLE   7,474 0 0
AMETEK INC COMMON STOCK USD.01 031100100 22,377 243,708 SH   SOLE   243,708 0 0
AMGEN INC CDI COMMON STOCK USD.0001 031162100 7,783 40,221 SH   SOLE   40,221 0 0
AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 281 35,008 SH   SOLE   35,008 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 2,942 323,337 SH   SOLE   323,337 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,243 38,975 SH   SOLE   38,975 0 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 306 105,619 SH   SOLE   105,619 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 10,870 112,639 SH   SOLE   112,639 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 14,481 129,610 SH   SOLE   129,610 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 365 20,000 SH   SOLE   20,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 903 16,455 SH   SOLE   16,455 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 977 14,132 SH   SOLE   14,132 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 361 1,632 SH   SOLE   1,632 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 17,401 72,476 SH   SOLE   72,476 0 0
AON PLC COMMON STOCK USD.01 G0408V102 1,072 5,540 SH   SOLE   5,540 0 0
APACHE CORP COMMON STOCK USD.625 037411105 328 12,800 SH   SOLE   12,800 0 0
APARTMENT INVT MGMT CO A REIT USD.01 03748R754 118 2,262 SH   SOLE   2,262 0 0
APERGY CORP COMMON STOCK USD.01 03755L104 353 13,035 SH   SOLE   13,035 0 0
APPLE INC COMMON STOCK USD.00001 037833100 80,867 361,063 SH   SOLE   361,063 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 2,701 47,560 SH   SOLE   47,560 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 3,385 67,826 SH   SOLE   67,826 0 0
APTARGROUP INC COMMON STOCK USD.01 038336103 711 6,002 SH   SOLE   6,002 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 393 4,500 SH   SOLE   4,500 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 3,549 84,551 SH   SOLE   84,551 0 0
ARCONIC INC COMMON STOCK 03965L100 182 7,000 SH   SOLE   7,000 0 0
ARDMORE SHIPPING CORP COMMON STOCK USD.01 Y0207T100 391 58,426 SH   SOLE   58,426 0 0
ARGO GROUP INTERNATIONAL COMMON STOCK USD1.0 G0464B107 2,377 33,834 SH   SOLE   33,834 0 0
ARISTA NETWORKS INC COMMON STOCK USD.0001 040413106 1,563 6,542 SH   SOLE   6,542 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 955 52,790 SH   SOLE   52,790 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 990 13,276 SH   SOLE   13,276 0 0
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 04280A100 620 22,019 SH   SOLE   22,019 0 0
ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 134 1,500 SH   SOLE   1,500 0 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 379 13,424 SH   SOLE   13,424 0 0
ASGN INC COMMON STOCK USD.01 00191U102 470 7,483 SH   SOLE   7,483 0 0
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 044186104 85 1,100 SH   SOLE   1,100 0 0
ASML HOLDING NV NY REG CDI NY REG SHRS EUR.09 N07059210 1,356 5,458 SH   SOLE   5,458 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 3,215 26,124 SH   SOLE   26,124 0 0
ASSERTIO THERAPEUTICS INC COMMON STOCK 04545L107 281 219,854 SH   SOLE   219,854 0 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 299 14,771 SH   SOLE   14,771 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 527 4,185 SH   SOLE   4,185 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 2,530 56,915 SH   SOLE   56,915 0 0
ASTRONOVA INC COMMON STOCK USD.05 04638F108 476 29,458 SH   SOLE   29,458 0 0
ATT INC CDI COMMON STOCK USD1.0 00206R102 7,745 204,680 SH   SOLE   204,680 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 2,265 74,643 SH   SOLE   74,643 0 0
ATLANTIC POWER CORP COMMON STOCK 04878Q863 647 276,639 SH   SOLE   276,639 0 0
AUDENTES THERAPEUTICS INC COMMON STOCK USD.00001 05070R104 1,168 41,596 SH   SOLE   41,596 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 891 5,520 SH   SOLE   5,520 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 345 6,798 SH   SOLE   6,798 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 12,233 11,279 SH   SOLE   11,279 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 6,638 30,829 SH   SOLE   30,829 0 0
AVANTOR INC COMMON STOCK USD.01 05352A100 329 22,364 SH   SOLE   22,364 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 5,281 46,504 SH   SOLE   46,504 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 167 5,913 SH   SOLE   5,913 0 0
AVISTA CORP COMMON STOCK 05379B107 1,381 28,507 SH   SOLE   28,507 0 0
AVNET INC COMMON STOCK USD1.0 053807103 589 13,233 SH   SOLE   13,233 0 0
AXA EQUITABLE HOLDINGS INC COMMON STOCK USD.01 054561105 2,926 132,043 SH   SOLE   132,043 0 0
AXON ENTERPRISE INC COMMON STOCK USD.00001 05464C101 221 3,900 SH   SOLE   3,900 0 0
AZZ INC COMMON STOCK USD1.0 002474104 2,521 57,863 SH   SOLE   57,863 0 0
BAKER HUGHES CO COMMON STOCK USD.0001 05722G100 628 27,051 SH   SOLE   27,051 0 0
BALL CORP COMMON STOCK 058498106 366 5,025 SH   SOLE   5,025 0 0
BANCORP INC/THE COMMON STOCK USD1.0 05969A105 967 97,662 SH   SOLE   97,662 0 0
BANCORPSOUTH BANK COMMON STOCK 05971J102 305 10,286 SH   SOLE   10,286 0 0
BANK OF AMERICA CORP CDI COMMON STOCK USD.01 060505104 21,840 748,720 SH   SOLE   748,720 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 1,990 23,153 SH   SOLE   23,153 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 635 14,048 SH   SOLE   14,048 0 0
BANK OZK COMMON STOCK 06417N103 1,862 68,294 SH   SOLE   68,294 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 2,271 44,054 SH   SOLE   44,054 0 0
BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 411 4,628 SH   SOLE   4,628 0 0
BASIC ENERGY SERVICES INC COMMON STOCK USD.01 06985P209 326 226,050 SH   SOLE   226,050 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 1,762 20,148 SH   SOLE   20,148 0 0
BBT CORP COMMON STOCK USD5.0 054937107 4,690 87,870 SH   SOLE   87,870 0 0
BBVA ARGENTINA SA ADR ADR 07329M100 522 120,446 SH   SOLE   120,446 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 13,713 54,210 SH   SOLE   54,210 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 948 89,070 SH   SOLE   89,070 0 0
BEIGENE LTD ADR ADR USD.0001 07725L102 450 3,674 SH   SOLE   3,674 0 0
BELDEN INC COMMON STOCK USD.01 077454106 1,232 23,106 SH   SOLE   23,106 0 0
BERKSHIRE HATHAWAY CL B CDI COMMON STOCK USD.0033 084670702 23,301 112,015 SH   SOLE   112,015 0 0
BERRY PETROLEUM CORP COMMON STOCK USD.001 08579X101 288 30,777 SH   SOLE   30,777 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 320 4,636 SH   SOLE   4,636 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 361 14,747 SH   SOLE   14,747 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 1,399 4,205 SH   SOLE   4,205 0 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 1,279 6,534 SH   SOLE   6,534 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,296 5,568 SH   SOLE   5,568 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 333 4,947 SH   SOLE   4,947 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 1,135 21,213 SH   SOLE   21,213 0 0
BITAUTO HOLDINGS LTD ADR ADR USD.00004 091727107 201 13,406 SH   SOLE   13,406 0 0
BJ S RESTAURANTS INC COMMON STOCK 09180C106 298 7,668 SH   SOLE   7,668 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 555 6,141 SH   SOLE   6,141 0 0
BLACKLINE INC COMMON STOCK USD.01 09239B109 525 10,971 SH   SOLE   10,971 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 6,941 15,575 SH   SOLE   15,575 0 0
BLACKSTONE GROUP INC/THE A COMMON STOCK 09260D107 5,478 112,156 SH   SOLE   112,156 0 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 398 15,186 SH   SOLE   15,186 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 13,970 36,718 SH   SOLE   36,718 0 0
BOOKING HOLDINGS INC CDI COMMON STOCK USD.008 09857L108 5,118 2,608 SH   SOLE   2,608 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 4,209 59,266 SH   SOLE   59,266 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 111 3,018 SH   SOLE   3,018 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1,452 3,987 SH   SOLE   3,987 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 4,596 35,445 SH   SOLE   35,445 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 3,559 87,462 SH   SOLE   87,462 0 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 1,468 37,294 SH   SOLE   37,294 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 1,012 42,245 SH   SOLE   42,245 0 0
BRAEMAR HOTELS RESORTS INC REIT USD.01 10482B101 516 55,005 SH   SOLE   55,005 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 1,904 125,655 SH   SOLE   125,655 0 0
BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 10922N103 380 9,400 SH   SOLE   9,400 0 0
BRIGHTSPHERE INVESTMENT GROU COMMON STOCK USD.001 10948W103 391 39,436 SH   SOLE   39,436 0 0
BRINK S CO/THE COMMON STOCK USD1.0 109696104 466 5,619 SH   SOLE   5,619 0 0
BRINKER INTERNATIONAL INC COMMON STOCK USD.1 109641100 1,244 29,150 SH   SOLE   29,150 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,587 70,735 SH   SOLE   70,735 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 611 30,093 SH   SOLE   30,093 0 0
BROADCOM INC COMMON STOCK 11135F101 5,656 20,486 SH   SOLE   20,486 0 0
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01 11133T103 387 3,110 SH   SOLE   3,110 0 0
BROOKFIELD ASSET MANAGE CL A COMMON STOCK 112585104 5,008 94,323 SH   SOLE   94,323 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 2,732 75,758 SH   SOLE   75,758 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 17,187 273,764 SH   SOLE   273,764 0 0
BUCKEYE PARTNERS LP MLP 118230101 7,421 180,600 SH   SOLE   180,600 0 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 369 17,914 SH   SOLE   17,914 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 226 2,663 SH   SOLE   2,663 0 0
CJ ENERGY SERVICES INC COMMON STOCK 12674R100 311 29,000 SH   SOLE   29,000 0 0
CABOT CORP COMMON STOCK USD1.0 127055101 288 6,357 SH   SOLE   6,357 0 0
CABOT OIL GAS CORP COMMON STOCK USD.1 127097103 501 28,493 SH   SOLE   28,493 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 773 3,341 SH   SOLE   3,341 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 361 5,466 SH   SOLE   5,466 0 0
CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5 127686AA1 838 493,320 SH   SOLE   493,320 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01 127686103 3,927 336,750 SH   SOLE   336,750 0 0
CALLON PETROLEUM CO COMMON STOCK USD.01 13123X102 263 60,493 SH   SOLE   60,493 0 0
CAMBREX CORP COMMON STOCK USD.1 132011107 3,415 57,400 SH   SOLE   57,400 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 4,183 37,678 SH   SOLE   37,678 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 236 5,037 SH   SOLE   5,037 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 529 5,815 SH   SOLE   5,815 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 3,769 79,868 SH   SOLE   79,868 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 857 18,033 SH   SOLE   18,033 0 0
CAREDX INC COMMON STOCK USD.001 14167L103 378 16,721 SH   SOLE   16,721 0 0
CARETRUST REIT INC REIT USD.01 14174T107 1,478 62,880 SH   SOLE   62,880 0 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 791 5,436 SH   SOLE   5,436 0 0
CARMAX INC COMMON STOCK USD.5 143130102 211 2,400 SH   SOLE   2,400 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 492 11,263 SH   SOLE   11,263 0 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 318 6,157 SH   SOLE   6,157 0 0
CARTER S INC COMMON STOCK USD.01 146229109 1,243 13,629 SH   SOLE   13,629 0 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 663 4,114 SH   SOLE   4,114 0 0
CATALENT INC COMMON STOCK USD.01 148806102 1,128 23,675 SH   SOLE   23,675 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 3,106 24,587 SH   SOLE   24,587 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 801 23,060 SH   SOLE   23,060 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 970 5,052 SH   SOLE   5,052 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 162 1,406 SH   SOLE   1,406 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 2,608 49,207 SH   SOLE   49,207 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 1,356 28,203 SH   SOLE   28,203 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 3,574 28,998 SH   SOLE   28,998 0 0
CEDAR REALTY TRUST INC REIT USD.06 150602209 635 211,689 SH   SOLE   211,689 0 0
CELANESE CORP COMMON STOCK USD.0001 150870103 205 1,674 SH   SOLE   1,674 0 0
CELGENE CORP COMMON STOCK USD.01 151020104 13,061 131,529 SH   SOLE   131,529 0 0
CENTRAL PUERTO SPONSORED ADR ADR 155038201 641 217,260 SH   SOLE   217,260 0 0
CENTRUS ENERGY CORP CLASS A COMMON STOCK USD.1 15643U104 631 172,899 SH   SOLE   172,899 0 0
CENTURYLINK INC COMMON STOCK USD1.0 156700106 2,965 237,592 SH   SOLE   237,592 0 0
CERNER CORP COMMON STOCK USD.01 156782104 1,857 27,242 SH   SOLE   27,242 0 0
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RYDER SYSTEM INC COMMON STOCK USD.5 783549108 260 5,015 SH   SOLE   5,015 0 0
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WESTROCK CO COMMON STOCK 96145D105 997 27,343 SH   SOLE   27,343 0 0
WEX INC COMMON STOCK USD.01 96208T104 1,122 5,553 SH   SOLE   5,553 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 252 9,105 SH   SOLE   9,105 0 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 114 719 SH   SOLE   719 0 0
WILEY (JOHN) SONS CLASS A COMMON STOCK USD1.0 968223206 320 7,285 SH   SOLE   7,285 0 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 58 2,418 SH   SOLE   2,418 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 666 9,800 SH   SOLE   9,800 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 1,255 6,504 SH   SOLE   6,504 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 421 6,517 SH   SOLE   6,517 0 0
WIX.COM LTD COMMON STOCK ILS.01 M98068105 47 400 SH   SOLE   400 0 0
WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 1,154 40,839 SH   SOLE   40,839 0 0
WOODWARD INC COMMON STOCK USD.00292 980745103 1,070 9,924 SH   SOLE   9,924 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 1,441 36,091 SH   SOLE   36,091 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 136 3,778 SH   SOLE   3,778 0 0
WP CAREY INC REIT USD.001 92936U109 2,304 25,742 SH   SOLE   25,742 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 3,920 54,274 SH   SOLE   54,274 0 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 270 13,094 SH   SOLE   13,094 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 705 2,373 SH   SOLE   2,373 0 0
WW INTERNATIONAL INC COMMON STOCK 98262P101 1,805 47,719 SH   SOLE   47,719 0 0
WYNDHAM DESTINATIONS INC COMMON STOCK USD.01 98310W108 486 10,558 SH   SOLE   10,558 0 0
WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 1,378 26,626 SH   SOLE   26,626 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 713 10,993 SH   SOLE   10,993 0 0
XENCOR INC COMMON STOCK USD.01 98401F105 339 10,059 SH   SOLE   10,059 0 0
XENIA HOTELS RESORTS INC REIT USD.01 984017103 670 31,721 SH   SOLE   31,721 0 0
XEROX HOLDINGS CORP COMMON STOCK USD1.0 98421M106 1,204 40,249 SH   SOLE   40,249 0 0
XILINX INC COMMON STOCK USD.01 983919101 496 5,174 SH   SOLE   5,174 0 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 812 11,346 SH   SOLE   11,346 0 0
YELP INC COMMON STOCK USD.000001 985817105 1,944 55,954 SH   SOLE   55,954 0 0
YUM BRANDS INC COMMON STOCK 988498101 434 3,827 SH   SOLE   3,827 0 0
YY INC ADR CDI ADR USD.00001 98426T106 2,297 40,849 SH   SOLE   40,849 0 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 3,098 91,400 SH   SOLE   91,400 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 3,711 17,983 SH   SOLE   17,983 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 1,990 14,498 SH   SOLE   14,498 0 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 1,240 27,849 SH   SOLE   27,849 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 4,539 36,429 SH   SOLE   36,429 0 0