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 643 19,822 SH   SOLE   19,822 0 0
3M CO COMMON STOCK USD.01 88579Y101 2,400 17,584 SH   SOLE   17,584 0 0
A10 NETWORKS INC COMMON STOCK USD.00001 002121101 938 150,980 SH   SOLE   150,980 0 0
AARON S INC COMMON STOCK USD.5 002535300 1,297 56,957 SH   SOLE   56,957 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 9,372 118,768 SH   SOLE   118,768 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 4,350 57,096 SH   SOLE   57,096 0 0
ABEONA THERAPEUTICS INC COMMON STOCK USD.01 00289Y107 148 70,638 SH   SOLE   70,638 0 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 150 8,189 SH   SOLE   8,189 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 807 19,102 SH   SOLE   19,102 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 6,278 38,457 SH   SOLE   38,457 0 0
ACCURAY INC COMMON STOCK USD.001 004397105 202 106,505 SH   SOLE   106,505 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 644 26,671 SH   SOLE   26,671 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 2,225 37,411 SH   SOLE   37,411 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 106 1,235 SH   SOLE   1,235 0 0
ADESTO TECHNOLOGIES CORP COMMON STOCK USD.0001 00687D101 8,516 761,000 SH   SOLE   761,000 0 0
ADIENT PLC COMMON STOCK USD.001 G0084W101 57 6,314 SH   SOLE   6,314 0 0
ADMA BIOLOGICS INC COMMON STOCK USD.0001 000899104 219 75,936 SH   SOLE   75,936 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 11,366 35,715 SH   SOLE   35,715 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 121 4,513 SH   SOLE   4,513 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 305 39,714 SH   SOLE   39,714 0 0
ADURO BIOTECH INC COMMON STOCK USD.0001 00739L101 260 94,721 SH   SOLE   94,721 0 0
ADVANCE AUTO PARTS INC COMMON STOCK USD.0001 00751Y106 138 1,478 SH   SOLE   1,478 0 0
ADVANCED DISPOSAL SERVICES I COMMON STOCK USD.01 00790X101 5,241 159,800 SH   SOLE   159,800 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 1,474 32,412 SH   SOLE   32,412 0 0
AECOM COMMON STOCK USD.01 00766T100 327 10,948 SH   SOLE   10,948 0 0
AES CORP COMMON STOCK USD.01 00130H105 209 15,336 SH   SOLE   15,336 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 132 2,239 SH   SOLE   2,239 0 0
AFLAC INC COMMON STOCK USD.1 001055102 972 28,381 SH   SOLE   28,381 0 0
AGCO CORP COMMON STOCK USD.01 001084102 294 6,231 SH   SOLE   6,231 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 637 38,122 SH   SOLE   38,122 0 0
AGREE REALTY CORP REIT USD.0001 008492100 1,110 17,930 SH   SOLE   17,930 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 5,481 27,458 SH   SOLE   27,458 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 435 4,757 SH   SOLE   4,757 0 0
AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001 00972D105 283 37,295 SH   SOLE   37,295 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 341 8,764 SH   SOLE   8,764 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 92 3,217 SH   SOLE   3,217 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 3,944 28,777 SH   SOLE   28,777 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 1,783 19,853 SH   SOLE   19,853 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 45,151 232,165 SH   SOLE   232,165 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 1,096 1,985 SH   SOLE   1,985 0 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 99 11,677 SH   SOLE   11,677 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 2,571 27,938 SH   SOLE   27,938 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 16,821 94,979 SH   SOLE   94,979 0 0
ALLETE INC COMMON STOCK 018522300 89 1,467 SH   SOLE   1,467 0 0
ALLIANT ENERGY CORP COMMON STOCK USD.01 018802108 1,844 38,188 SH   SOLE   38,188 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 4,165 127,731 SH   SOLE   127,731 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 82 11,610 SH   SOLE   11,610 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 2,491 27,161 SH   SOLE   27,161 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 13,182 11,345 SH   SOLE   11,345 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 64,865 55,783 SH   SOLE   55,783 0 0
ALTAIR ENGINEERING INC SR UNSECURED 06/24 0.25 021369AA1 434 500,000 SH   SOLE   500,000 0 0
ALTICE USA INC A COMMON STOCK USD.01 02156K103 411 18,426 SH   SOLE   18,426 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 3,505 90,638 SH   SOLE   90,638 0 0
ALUSSA ENERGY ACQUISITION A COMMON STOCK G0232J101 3,120 325,000 SH   SOLE   325,000 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 527 85,310 SH   SOLE   85,310 0 0
AMARIN CORP PLC ADR ADR GBP.1 023111206 146 36,620 SH   SOLE   36,620 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 92,602 47,495 SH   SOLE   47,495 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 44 1,798 SH   SOLE   1,798 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 144 17,676 SH   SOLE   17,676 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 9 170 SH   SOLE   170 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 1,722 9,383 SH   SOLE   9,383 0 0
AMERCO COMMON STOCK USD.25 023586100 1,354 4,659 SH   SOLE   4,659 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 1,187 16,305 SH   SOLE   16,305 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 1,762 144,552 SH   SOLE   144,552 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 197 7,897 SH   SOLE   7,897 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 209 7,545 SH   SOLE   7,545 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 422 53,075 SH   SOLE   53,075 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,125 14,071 SH   SOLE   14,071 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 9,067 105,912 SH   SOLE   105,912 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 255 3,633 SH   SOLE   3,633 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 1,521 65,558 SH   SOLE   65,558 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 704 29,021 SH   SOLE   29,021 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 028591105 27 327 SH   SOLE   327 0 0
AMERICAN SOFTWARE INC CL A COMMON STOCK USD.1 029683109 411 28,914 SH   SOLE   28,914 0 0
AMERICAN STATES WATER CO COMMON STOCK 029899101 733 8,970 SH   SOLE   8,970 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 17,478 80,266 SH   SOLE   80,266 0 0
AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 030420103 838 7,006 SH   SOLE   7,006 0 0
AMERICOLD REALTY TRUST REIT USD.01 03064D108 2,658 78,096 SH   SOLE   78,096 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 289 2,818 SH   SOLE   2,818 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 468 5,286 SH   SOLE   5,286 0 0
AMETEK INC COMMON STOCK USD.01 031100100 20,526 285,011 SH   SOLE   285,011 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 5,444 26,854 SH   SOLE   26,854 0 0
AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 323 35,008 SH   SOLE   35,008 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 920 118,092 SH   SOLE   118,092 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,574 44,522 SH   SOLE   44,522 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 9,194 126,154 SH   SOLE   126,154 0 0
AMPLITUDE HEALTHCARE ACQ A COMMON STOCK 03212A105 2,880 300,000 SH   SOLE   300,000 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 14,022 156,409 SH   SOLE   156,409 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 249 15,000 SH   SOLE   15,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 348 12,024 SH   SOLE   12,024 0 0
ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 035290105 6,678 76,000 SH   SOLE   76,000 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 2,232 9,602 SH   SOLE   9,602 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 17,802 78,408 SH   SOLE   78,408 0 0
AON PLC COMMON STOCK USD.01 G0408V102 1,454 8,810 SH   SOLE   8,810 0 0
APACHE CORP COMMON STOCK USD.625 037411105 91 21,800 SH   SOLE   21,800 0 0
APPLE HOSPITALITY REIT INC REIT NPV 03784Y200 246 26,810 SH   SOLE   26,810 0 0
APPLE INC COMMON STOCK USD.00001 037833100 102,004 401,133 SH   SOLE   401,133 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 1,040 22,756 SH   SOLE   22,756 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 5,419 118,268 SH   SOLE   118,268 0 0
APTARGROUP INC COMMON STOCK USD.01 038336103 388 3,899 SH   SOLE   3,899 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 576 11,701 SH   SOLE   11,701 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 2,273 79,884 SH   SOLE   79,884 0 0
ARCHER DANIELS MIDLAND CO COMMON STOCK 039483102 468 13,296 SH   SOLE   13,296 0 0
ARCOSA INC COMMON STOCK USD.01 039653100 582 14,633 SH   SOLE   14,633 0 0
ARISTA NETWORKS INC COMMON STOCK USD.0001 040413106 319 1,574 SH   SOLE   1,574 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 1,233 115,218 SH   SOLE   115,218 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 610 11,763 SH   SOLE   11,763 0 0
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 04280A100 380 13,221 SH   SOLE   13,221 0 0
ARTHUR J GALLAGHER CO COMMON STOCK USD1.0 363576109 236 2,897 SH   SOLE   2,897 0 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 288 13,424 SH   SOLE   13,424 0 0
ASGN INC COMMON STOCK USD.01 00191U102 144 4,077 SH   SOLE   4,077 0 0
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 044186104 112 2,240 SH   SOLE   2,240 0 0
ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09 N07059210 311 1,188 SH   SOLE   1,188 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 2,612 27,476 SH   SOLE   27,476 0 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 128 10,030 SH   SOLE   10,030 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 396 3,802 SH   SOLE   3,802 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 650 25,202 SH   SOLE   25,202 0 0
ATT INC COMMON STOCK USD1.0 00206R102 8,088 277,456 SH   SOLE   277,456 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 922 43,769 SH   SOLE   43,769 0 0
ATLANTIC POWER CORP COMMON STOCK 04878Q863 325 151,865 SH   SOLE   151,865 0 0
ATRICURE INC COMMON STOCK USD.001 04963C209 1,490 44,346 SH   SOLE   44,346 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 3,046 19,512 SH   SOLE   19,512 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1,782 13,036 SH   SOLE   13,036 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 732 26,101 SH   SOLE   26,101 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 6,035 7,133 SH   SOLE   7,133 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 4,409 29,956 SH   SOLE   29,956 0 0
AVANTOR INC COMMON STOCK USD.01 05352A100 143 11,426 SH   SOLE   11,426 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 4,674 45,883 SH   SOLE   45,883 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 56 4,014 SH   SOLE   4,014 0 0
AVISTA CORP COMMON STOCK 05379B107 1,012 23,825 SH   SOLE   23,825 0 0
AVNET INC COMMON STOCK USD1.0 053807103 226 8,985 SH   SOLE   8,985 0 0
AVROBIO INC COMMON STOCK USD.0001 05455M100 243 15,600 SH   SOLE   15,600 0 0
AXON ENTERPRISE INC COMMON STOCK USD.00001 05464C101 703 9,937 SH   SOLE   9,937 0 0
AZZ INC COMMON STOCK USD1.0 002474104 577 20,518 SH   SOLE   20,518 0 0
BADGER METER INC COMMON STOCK USD1.0 056525108 219 4,086 SH   SOLE   4,086 0 0
BAKER HUGHES CO COMMON STOCK USD.0001 05722G100 186 17,753 SH   SOLE   17,753 0 0
BALL CORP COMMON STOCK 058498106 1,487 23,001 SH   SOLE   23,001 0 0
BANCORP INC/THE COMMON STOCK USD1.0 05969A105 331 54,471 SH   SOLE   54,471 0 0
BANCORPSOUTH BANK COMMON STOCK 05971J102 132 6,984 SH   SOLE   6,984 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 21,642 1,019,412 SH   SOLE   1,019,412 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 125 2,269 SH   SOLE   2,269 0 0
BANK OF N.T. BUTTERFIELDSON COMMON STOCK BMD1.0 G0772R208 891 52,295 SH   SOLE   52,295 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 778 23,101 SH   SOLE   23,101 0 0
BANK OZK COMMON STOCK 06417N103 167 10,018 SH   SOLE   10,018 0 0
BARNES GROUP INC COMMON STOCK USD.01 067806109 844 20,178 SH   SOLE   20,178 0 0
BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 341 8,596 SH   SOLE   8,596 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 1,388 17,097 SH   SOLE   17,097 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 16,117 70,144 SH   SOLE   70,144 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 43 10,277 SH   SOLE   10,277 0 0
BEIGENE LTD ADR ADR USD.0001 07725L102 524 4,258 SH   SOLE   4,258 0 0
BELDEN INC COMMON STOCK USD.01 077454106 724 20,077 SH   SOLE   20,077 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 35,420 193,731 SH   SOLE   193,731 0 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 640 18,985 SH   SOLE   18,985 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 495 8,692 SH   SOLE   8,692 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 1,805 5,150 SH   SOLE   5,150 0 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 961 5,069 SH   SOLE   5,069 0 0
BIODELIVERY SCIENCES INTL COMMON STOCK USD.001 09060J106 252 66,496 SH   SOLE   66,496 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 2,365 7,476 SH   SOLE   7,476 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 968 11,453 SH   SOLE   11,453 0 0
BITAUTO HOLDINGS LTD ADR ADR USD.00004 091727107 139 13,406 SH   SOLE   13,406 0 0
BJ S RESTAURANTS INC COMMON STOCK 09180C106 498 35,851 SH   SOLE   35,851 0 0
BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 05550J101 195 7,673 SH   SOLE   7,673 0 0
BLACK HILLS CORP COMMON STOCK USD1.0 092113109 119 1,853 SH   SOLE   1,853 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 232 4,169 SH   SOLE   4,169 0 0
BLACKLINE INC COMMON STOCK USD.01 09239B109 349 6,637 SH   SOLE   6,637 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 7,640 17,364 SH   SOLE   17,364 0 0
BLACKSTONE GROUP INC/THE A COMMON STOCK USD.00001 09260D107 8,487 186,235 SH   SOLE   186,235 0 0
BLACKSTONE MORTGAGE TRU CL A REIT USD.01 09257W100 321 17,253 SH   SOLE   17,253 0 0
BLUEROCK RESIDENTIAL GROWTH REIT USD.01 09627J102 212 37,990 SH   SOLE   37,990 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 5,752 38,565 SH   SOLE   38,565 0 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 4,418 3,284 SH   SOLE   3,284 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 5,090 74,155 SH   SOLE   74,155 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 142 5,826 SH   SOLE   5,826 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 464 1,263 SH   SOLE   1,263 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 3,293 35,700 SH   SOLE   35,700 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 2,373 72,736 SH   SOLE   72,736 0 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 724 19,755 SH   SOLE   19,755 0 0
BOYD GAMING CORP COMMON STOCK USD.01 103304101 610 42,281 SH   SOLE   42,281 0 0
BRANDYWINE REALTY TRUST REIT USD.01 105368203 612 58,212 SH   SOLE   58,212 0 0
BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01 10922N103 113 4,683 SH   SOLE   4,683 0 0
BRINK S CO/THE COMMON STOCK USD1.0 109696104 199 3,815 SH   SOLE   3,815 0 0
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 110122108 3,747 67,227 SH   SOLE   67,227 0 0
BRISTOL MYERS SQUIBB CO RIGHT 110122157 220 57,898 SH   SOLE   57,898 0 0
BRIXMOR PROPERTY GROUP INC REIT USD.01 11120U105 194 20,435 SH   SOLE   20,435 0 0
BROADCOM INC COMMON STOCK 11135F101 2,529 10,666 SH   SOLE   10,666 0 0
BROOKFIELD INFRASTRUCTURE A COMMON STOCK 11275Q107 101 3,095 SH   SOLE   3,095 0 0
BROOKFIELD INFRASTRUCTURE PA LTD PART G16252101 1,002 27,859 SH   SOLE   27,859 0 0
BROWN BROWN INC COMMON STOCK USD.1 115236101 2,617 72,241 SH   SOLE   72,241 0 0
BROWN FORMAN CORP CLASS B COMMON STOCK USD.15 115637209 9,685 174,475 SH   SOLE   174,475 0 0
BRT APARTMENTS CORP REIT USD3.0 055645303 288 28,092 SH   SOLE   28,092 0 0
BRUKER CORP COMMON STOCK USD.01 116794108 338 9,427 SH   SOLE   9,427 0 0
BRUNSWICK CORP COMMON STOCK USD.75 117043109 163 4,600 SH   SOLE   4,600 0 0
BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 12008R107 911 74,478 SH   SOLE   74,478 0 0
BURLINGTON STORES INC COMMON STOCK USD.0001 122017106 201 1,270 SH   SOLE   1,270 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1 12541W209 1,293 19,529 SH   SOLE   19,529 0 0
CABLE ONE INC COMMON STOCK USD.01 12685J105 1,338 814 SH   SOLE   814 0 0
CABOT CORP COMMON STOCK USD1.0 127055101 93 3,544 SH   SOLE   3,544 0 0
CABOT MICROELECTRONICS CORP COMMON STOCK USD.001 12709P103 423 3,710 SH   SOLE   3,710 0 0
CABOT OIL GAS CORP COMMON STOCK USD.1 127097103 922 53,623 SH   SOLE   53,623 0 0
CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 127190304 407 1,928 SH   SOLE   1,928 0 0
CACTUS INC A COMMON STOCK USD.01 127203107 200 17,276 SH   SOLE   17,276 0 0
CADENCE DESIGN SYS INC COMMON STOCK USD.01 127387108 697 10,548 SH   SOLE   10,548 0 0
CAESARS ENTERTAIN CORP SR UNSECURED 10/24 5 127686AA1 526 493,320 SH   SOLE   493,320 0 0
CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01 127686103 4,279 633,012 SH   SOLE   633,012 0 0
CALAVO GROWERS INC COMMON STOCK USD.001 128246105 272 4,718 SH   SOLE   4,718 0 0
CALIX INC COMMON STOCK 13100M509 268 37,854 SH   SOLE   37,854 0 0
CAMDEN PROPERTY TRUST REIT USD.01 133131102 2,097 26,466 SH   SOLE   26,466 0 0
CAMPBELL SOUP CO COMMON STOCK USD.0375 134429109 257 5,576 SH   SOLE   5,576 0 0
CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01 14040H105 566 11,220 SH   SOLE   11,220 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 1,794 37,421 SH   SOLE   37,421 0 0
CARDIOVASCULAR SYSTEMS INC COMMON STOCK 141619106 702 19,947 SH   SOLE   19,947 0 0
CARETRUST REIT INC REIT USD.01 14174T107 416 28,110 SH   SOLE   28,110 0 0
CARLISLE COS INC COMMON STOCK USD1.0 142339100 675 5,391 SH   SOLE   5,391 0 0
CARNIVAL CORP COMMON STOCK USD.01 143658300 209 15,842 SH   SOLE   15,842 0 0
CARPENTER TECHNOLOGY COMMON STOCK USD5.0 144285103 66 3,408 SH   SOLE   3,408 0 0
CARTER S INC COMMON STOCK USD.01 146229109 224 3,407 SH   SOLE   3,407 0 0
CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 124 939 SH   SOLE   939 0 0
CATALENT INC COMMON STOCK USD.01 148806102 1,172 22,560 SH   SOLE   22,560 0 0
CATERPILLAR INC COMMON STOCK USD1.0 149123101 2,665 22,968 SH   SOLE   22,968 0 0
CATHAY GENERAL BANCORP COMMON STOCK USD.01 149150104 496 21,599 SH   SOLE   21,599 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD.01 149568107 885 6,106 SH   SOLE   6,106 0 0
CBIZ INC COMMON STOCK USD.01 124805102 450 21,519 SH   SOLE   21,519 0 0
CBOE GLOBAL MARKETS INC COMMON STOCK 12503M108 1,044 11,695 SH   SOLE   11,695 0 0
CBRE GROUP INC A COMMON STOCK USD.01 12504L109 3,517 93,266 SH   SOLE   93,266 0 0
CDK GLOBAL INC COMMON STOCK USD.01 12508E101 298 9,071 SH   SOLE   9,071 0 0
CDW CORP/DE COMMON STOCK USD.01 12514G108 4,157 44,573 SH   SOLE   44,573 0 0
CELANESE CORP COMMON STOCK USD.0001 150870103 2,322 31,638 SH   SOLE   31,638 0 0
CENTENE CORP COMMON STOCK USD.001 15135B101 1,393 23,449 SH   SOLE   23,449 0 0
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UNION PACIFIC CORP COMMON STOCK USD2.5 907818108 18,222 129,199 SH   SOLE   129,199 0 0
UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 910047109 130 4,108 SH   SOLE   4,108 0 0
UNITED BANKSHARES INC COMMON STOCK USD2.5 909907107 151 6,538 SH   SOLE   6,538 0 0
UNITED COMMUNITY BANKS/GA COMMON STOCK USD1.0 90984P303 481 26,283 SH   SOLE   26,283 0 0
UNITED RENTALS INC COMMON STOCK USD.01 911363109 539 5,235 SH   SOLE   5,235 0 0
UNITED THERAPEUTICS CORP COMMON STOCK USD.01 91307C102 552 5,819 SH   SOLE   5,819 0 0
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 91324P102 22,290 89,381 SH   SOLE   89,381 0 0
UNITIL CORP COMMON STOCK 913259107 592 11,320 SH   SOLE   11,320 0 0
UNIVERSAL CORP/VA COMMON STOCK 913456109 372 8,424 SH   SOLE   8,424 0 0
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UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 913903100 3,059 30,869 SH   SOLE   30,869 0 0
UNUM GROUP COMMON STOCK USD.1 91529Y106 308 20,523 SH   SOLE   20,523 0 0
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US BANCORP COMMON STOCK USD.01 902973304 1,336 38,795 SH   SOLE   38,795 0 0
US CONCRETE INC COMMON STOCK USD.001 90333L201 5,668 312,468 SH   SOLE   312,468 0 0
US FOODS HOLDING CORP COMMON STOCK USD.01 912008109 736 41,573 SH   SOLE   41,573 0 0
USANA HEALTH SCIENCES INC COMMON STOCK USD.001 90328M107 240 4,150 SH   SOLE   4,150 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 2,430 53,580 SH   SOLE   53,580 0 0
VALLEY NATIONAL BANCORP COMMON STOCK 919794107 158 21,676 SH   SOLE   21,676 0 0
VALMONT INDUSTRIES COMMON STOCK USD1.0 920253101 209 1,976 SH   SOLE   1,976 0 0
VALVOLINE INC COMMON STOCK USD.01 92047W101 137 10,471 SH   SOLE   10,471 0 0
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VANGUARD SP 500 ETF VANGUARD S+P 500 ETF 922908363 38,154 161,111 SH   SOLE   161,111 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 1,126 10,973 SH   SOLE   10,973 0 0
VARONIS SYSTEMS INC COMMON STOCK USD.001 922280102 393 6,176 SH   SOLE   6,176 0 0
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VENTAS INC REIT USD.25 92276F100 1,830 68,288 SH   SOLE   68,288 0 0
VERACYTE INC COMMON STOCK USD.001 92337F107 491 20,182 SH   SOLE   20,182 0 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 674 15,668 SH   SOLE   15,668 0 0
VERISIGN INC COMMON STOCK USD.001 92343E102 7,885 43,782 SH   SOLE   43,782 0 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 8,671 62,209 SH   SOLE   62,209 0 0
VERITEX HOLDINGS INC COMMON STOCK USD.01 923451108 789 56,471 SH   SOLE   56,471 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 12,758 237,438 SH   SOLE   237,438 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 12,045 50,618 SH   SOLE   50,618 0 0
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VIRTUSA CORP COMMON STOCK USD.01 92827P102 244 8,593 SH   SOLE   8,593 0 0
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VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 1,319 91,546 SH   SOLE   91,546 0 0
VISTRA ENERGY CORP COMMON STOCK USD.01 92840M102 3,600 225,543 SH   SOLE   225,543 0 0
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VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 844 7,807 SH   SOLE   7,807 0 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 10,588 78,400 SH   SOLE   78,400 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 1,382 30,207 SH   SOLE   30,207 0 0
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WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 1,145 12,372 SH   SOLE   12,372 0 0
WATERS CORP COMMON STOCK USD.01 941848103 7,260 39,880 SH   SOLE   39,880 0 0
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WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 2,066 23,439 SH   SOLE   23,439 0 0
WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 863 59,785 SH   SOLE   59,785 0 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 2,974 103,619 SH   SOLE   103,619 0 0
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WENDY S CO/THE COMMON STOCK USD.1 95058W100 179 11,998 SH   SOLE   11,998 0 0
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WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 357 8,584 SH   SOLE   8,584 0 0
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WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 119 1,390 SH   SOLE   1,390 0 0
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WILLIAMS COS INC COMMON STOCK USD1.0 969457100 1,333 94,212 SH   SOLE   94,212 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 283 6,654 SH   SOLE   6,654 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 1,807 10,640 SH   SOLE   10,640 0 0
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WOODWARD INC COMMON STOCK USD.00292 980745103 256 4,308 SH   SOLE   4,308 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 803 31,872 SH   SOLE   31,872 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 999 38,061 SH   SOLE   38,061 0 0
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WR BERKLEY CORP COMMON STOCK USD.2 084423102 4,035 77,342 SH   SOLE   77,342 0 0
WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03 N96617118 8,907 310,900 SH   SOLE   310,900 0 0
WW GRAINGER INC COMMON STOCK USD.5 384802104 1,208 4,860 SH   SOLE   4,860 0 0
WW INTERNATIONAL INC COMMON STOCK 98262P101 453 26,791 SH   SOLE   26,791 0 0
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WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 279 8,854 SH   SOLE   8,854 0 0
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XPO LOGISTICS INC COMMON STOCK USD.001 983793100 691 14,179 SH   SOLE   14,179 0 0
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YETI HOLDINGS INC COMMON STOCK USD.01 98585X104 234 11,992 SH   SOLE   11,992 0 0
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ZAI LAB LTD ADR ADR USD.00006 98887Q104 403 7,832 SH   SOLE   7,832 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 1,125 6,126 SH   SOLE   6,126 0 0
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ZIONS BANCORP NA COMMON STOCK USD.001 989701107 99 3,684 SH   SOLE   3,684 0 0
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