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
ADIENT PLC COMMON STOCK USD.001 G0084W101 174 8,176 SH   SOLE   8,176 0 0
AIRCASTLE LTD COMMON STOCK USD.01 G0129K104 291 9,100 SH   SOLE   9,100 0 0
ALLEGION PLC COMMON STOCK USD.01 G0176J109 8,961 71,953 SH   SOLE   71,953 0 0
ALLERGAN PLC COMMON STOCK USD.0033 G0177J108 6,101 31,912 SH   SOLE   31,912 0 0
ALUSSA ENERGY ACQUISITION CO UNIT G0232J127 1,008 100,000 SH   SOLE   100,000 0 0
AMCOR PLC COMMON STOCK USD.01 G0250X107 292 26,956 SH   SOLE   26,956 0 0
AMDOCS LTD COMMON STOCK GBP.0001 G02602103 417 5,771 SH   SOLE   5,771 0 0
AON PLC COMMON STOCK USD.01 G0408V102 1,380 6,624 SH   SOLE   6,624 0 0
ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 G0450A105 3,258 75,955 SH   SOLE   75,955 0 0
ASSURED GUARANTY LTD COMMON STOCK USD.01 G0585R106 3,099 63,221 SH   SOLE   63,221 0 0
ACCENTURE PLC CL A COMMON STOCK USD.0000225 G1151C101 6,339 30,103 SH   SOLE   30,103 0 0
CISION LTD COMMON STOCK USD.0001 G1992S109 1,698 170,300 SH   SOLE   170,300 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD.01 G2709G107 139 10,804 SH   SOLE   10,804 0 0
EATON CORP PLC COMMON STOCK USD.01 G29183103 5,212 55,024 SH   SOLE   55,024 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD.0001 G30401106 366 78,043 SH   SOLE   78,043 0 0
ESSENT GROUP LTD COMMON STOCK USD.015 G3198U102 3,809 73,260 SH   SOLE   73,260 0 0
EVEREST RE GROUP LTD COMMON STOCK USD.01 G3223R108 187 677 SH   SOLE   677 0 0
GASLOG LTD COMMON STOCK USD.01 G37585109 749 76,472 SH   SOLE   76,472 0 0
GALILEO ACQUISITION CORP UNIT USD.0001 G3770A128 513 50,000 SH   SOLE   50,000 0 0
GENPACT LTD COMMON STOCK USD.01 G3922B107 726 17,211 SH   SOLE   17,211 0 0
HELEN OF TROY LTD COMMON STOCK USD.1 G4388N106 1,588 8,833 SH   SOLE   8,833 0 0
JANUS HENDERSON GROUP PLC COMMON STOCK G4474Y214 366 14,950 SH   SOLE   14,950 0 0
IHS MARKIT LTD COMMON STOCK USD.01 G47567105 1,498 19,880 SH   SOLE   19,880 0 0
INGERSOLL RAND PLC COMMON STOCK USD1.0 G47791101 14,296 107,554 SH   SOLE   107,554 0 0
INVESCO LTD COMMON STOCK USD.2 G491BT108 245 13,601 SH   SOLE   13,601 0 0
JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 G51502105 3,696 90,791 SH   SOLE   90,791 0 0
LINDE PLC COMMON STOCK EUR.001 G5494J103 1,916 9,000 SH   SOLE   9,000 0 0
MEDTRONIC PLC COMMON STOCK USD.1 G5960L103 11,137 98,165 SH   SOLE   98,165 0 0
APTIV PLC COMMON STOCK USD.01 G6095L109 577 6,074 SH   SOLE   6,074 0 0
NIELSEN HOLDINGS PLC COMMON STOCK EUR.07 G6518L108 205 10,123 SH   SOLE   10,123 0 0
NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01 G65773106 417 84,772 SH   SOLE   84,772 0 0
NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.001 G66721104 2,292 39,240 SH   SOLE   39,240 0 0
NVENT ELECTRIC PLC COMMON STOCK USD.01 G6700G107 405 15,838 SH   SOLE   15,838 0 0
PAGSEGURO DIGITAL LTD CL A COMMON STOCK USD.000025 G68707101 551 16,143 SH   SOLE   16,143 0 0
PENTAIR PLC COMMON STOCK USD.01 G7S00T104 161 3,500 SH   SOLE   3,500 0 0
RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 G7496G103 793 4,046 SH   SOLE   4,046 0 0
SEAGATE TECHNOLOGY COMMON STOCK USD.00001 G7945M107 698 11,739 SH   SOLE   11,739 0 0
STERIS PLC COMMON STOCK USD75.0 G8473T100 6,626 43,472 SH   SOLE   43,472 0 0
STONECO LTD A COMMON STOCK USD.000079365 G85158106 538 13,479 SH   SOLE   13,479 0 0
TECHNIPFMC PLC COMMON STOCK USD1.0 G87110105 657 30,656 SH   SOLE   30,656 0 0
UNION ACQUISITION CORP II UNIT G9402Q118 510 50,000 SH   SOLE   50,000 0 0
WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 G96629103 1,466 7,259 SH   SOLE   7,259 0 0
PERRIGO CO PLC COMMON STOCK EUR.001 G97822103 167 3,240 SH   SOLE   3,240 0 0
CHUBB LTD COMMON STOCK H1467J104 1,157 7,430 SH   SOLE   7,430 0 0
GARMIN LTD COMMON STOCK CHF.1 H2906T109 211 2,160 SH   SOLE   2,160 0 0
TE CONNECTIVITY LTD COMMON STOCK CHF.57 H84989104 5,284 55,131 SH   SOLE   55,131 0 0
TRANSOCEAN LTD COMMON STOCK CHF.1 H8817H100 320 46,511 SH   SOLE   46,511 0 0
PACIFIC DRILLING SA COMMON STOCK L7257P205 239 58,497 SH   SOLE   58,497 0 0
ORION ENGINEERED CARBONS SA COMMON STOCK L72967109 2,414 125,089 SH   SOLE   125,089 0 0
TRINSEO SA COMMON STOCK USD.01 L9340P101 430 11,567 SH   SOLE   11,567 0 0
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01 M2682V108 947 8,126 SH   SOLE   8,126 0 0
RADWARE LTD COMMON STOCK ILS.05 M81873107 155 6,000 SH   SOLE   6,000 0 0
STRATASYS LTD COMMON STOCK ILS.01 M85548101 400 19,772 SH   SOLE   19,772 0 0
TOWER SEMICONDUCTOR LTD COMMON STOCK ILS1.0 M87915274 558 23,199 SH   SOLE   23,199 0 0
CORE LABORATORIES N.V. COMMON STOCK EUR.02 N22717107 1,281 33,994 SH   SOLE   33,994 0 0
INTERXION HOLDING NV COMMON STOCK EUR.1 N47279109 3,960 47,248 SH   SOLE   47,248 0 0
LYONDELLBASELL INDU CL A COMMON STOCK EUR.04 N53745100 2,926 30,966 SH   SOLE   30,966 0 0
MYLAN NV COMMON STOCK EUR.01 N59465109 214 10,651 SH   SOLE   10,651 0 0
NXP SEMICONDUCTORS NV COMMON STOCK N6596X109 526 4,137 SH   SOLE   4,137 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01 V7780T103 475 3,559 SH   SOLE   3,559 0 0
COSTAMARE INC COMMON STOCK USD.0001 Y1771G102 426 44,714 SH   SOLE   44,714 0 0
DORIAN LPG LTD COMMON STOCK USD.01 Y2106R110 745 48,114 SH   SOLE   48,114 0 0
AFLAC INC COMMON STOCK USD.1 001055102 608 11,493 SH   SOLE   11,493 0 0
AGCO CORP COMMON STOCK USD.01 001084102 623 8,068 SH   SOLE   8,068 0 0
AES CORP COMMON STOCK USD.01 00130H105 2,771 139,259 SH   SOLE   139,259 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK USD.01 00163U106 898 73,810 SH   SOLE   73,810 0 0
AMC NETWORKS INC A COMMON STOCK 00164V103 389 9,844 SH   SOLE   9,844 0 0
AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01 001744101 2,429 38,975 SH   SOLE   38,975 0 0
ASGN INC COMMON STOCK USD.01 00191U102 467 6,579 SH   SOLE   6,579 0 0
ATT INC COMMON STOCK USD1.0 00206R102 8,056 206,151 SH   SOLE   206,151 0 0
A10 NETWORKS INC COMMON STOCK USD.00001 002121101 904 131,612 SH   SOLE   131,612 0 0
AZZ INC COMMON STOCK USD1.0 002474104 2,217 48,249 SH   SOLE   48,249 0 0
AARON S INC COMMON STOCK USD.5 002535300 4,285 75,026 SH   SOLE   75,026 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 6,617 76,178 SH   SOLE   76,178 0 0
ABBVIE INC COMMON STOCK USD.01 00287Y109 4,345 49,079 SH   SOLE   49,079 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK USD.01 002896207 399 23,049 SH   SOLE   23,049 0 0
ACADIA HEALTHCARE CO INC COMMON STOCK USD.01 00404A109 352 10,603 SH   SOLE   10,603 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001 004225108 920 21,506 SH   SOLE   21,506 0 0
ACI WORLDWIDE INC COMMON STOCK USD.005 004498101 546 14,423 SH   SOLE   14,423 0 0
ACTIVISION BLIZZARD INC COMMON STOCK USD.000001 00507V109 1,560 26,255 SH   SOLE   26,255 0 0
ACUITY BRANDS INC COMMON STOCK USD.01 00508Y102 569 4,121 SH   SOLE   4,121 0 0
ADOBE INC COMMON STOCK USD.0001 00724F101 9,890 29,987 SH   SOLE   29,987 0 0
ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01 00737L103 204 5,844 SH   SOLE   5,844 0 0
ADTRAN INC COMMON STOCK USD.01 00738A106 393 39,714 SH   SOLE   39,714 0 0
AECOM COMMON STOCK USD.01 00766T100 611 14,176 SH   SOLE   14,176 0 0
AERIE PHARMACEUTICALS INC COMMON STOCK USD.001 00771V108 349 14,422 SH   SOLE   14,422 0 0
ADVANCED DISPOSAL SERVICES I COMMON STOCK USD.01 00790X101 1,492 45,400 SH   SOLE   45,400 0 0
ADVANCED MICRO DEVICES COMMON STOCK USD.01 007903107 1,040 22,674 SH   SOLE   22,674 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 008252108 314 3,705 SH   SOLE   3,705 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 00846U101 936 10,968 SH   SOLE   10,968 0 0
AGILYSYS INC COMMON STOCK USD.3 00847J105 969 38,122 SH   SOLE   38,122 0 0
AGREE REALTY CORP REIT USD.0001 008492100 1,290 18,390 SH   SOLE   18,390 0 0
AIR PRODUCTS CHEMICALS INC COMMON STOCK USD1.0 009158106 6,914 29,424 SH   SOLE   29,424 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 00971T101 287 3,327 SH   SOLE   3,327 0 0
ALARM.COM HOLDINGS INC COMMON STOCK 011642105 377 8,764 SH   SOLE   8,764 0 0
ALASKA AIR GROUP INC COMMON STOCK USD.01 011659109 152 2,250 SH   SOLE   2,250 0 0
ALEXANDER BALDWIN INC REIT 014491104 93 4,429 SH   SOLE   4,429 0 0
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 3,828 23,689 SH   SOLE   23,689 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001 015351109 2,702 24,983 SH   SOLE   24,983 0 0
ALIBABA GROUP HOLDING SP ADR ADR USD.000025 01609W102 41,554 195,915 SH   SOLE   195,915 0 0
ALIGN TECHNOLOGY INC COMMON STOCK USD.0001 016255101 993 3,558 SH   SOLE   3,558 0 0
ALLEGHANY CORP COMMON STOCK USD1.0 017175100 1,623 2,030 SH   SOLE   2,030 0 0
ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1 01741R102 312 15,119 SH   SOLE   15,119 0 0
ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 01973R101 5,450 112,792 SH   SOLE   112,792 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK USD.01 01988P108 264 26,933 SH   SOLE   26,933 0 0
ALLSTATE CORP COMMON STOCK USD.01 020002101 5,223 46,450 SH   SOLE   46,450 0 0
ALPHABET INC CL C COMMON STOCK USD.001 02079K107 64,439 48,196 SH   SOLE   48,196 0 0
ALPHABET INC CL A COMMON STOCK USD.001 02079K305 11,971 8,938 SH   SOLE   8,938 0 0
ALTAIR ENGINEERING INC SR UNSECURED 06/24 0.25 021369AA1 513 500,000 SH   SOLE   500,000 0 0
ALTRIA GROUP INC COMMON STOCK USD.333 02209S103 5,221 104,617 SH   SOLE   104,617 0 0
AMARIN CORP PLC ADR ADR GBP.1 023111206 677 31,599 SH   SOLE   31,599 0 0
AMAZON.COM INC COMMON STOCK USD.01 023135106 73,790 39,933 SH   SOLE   39,933 0 0
AMEDISYS INC COMMON STOCK USD.001 023436108 2,155 12,912 SH   SOLE   12,912 0 0
AMERCO COMMON STOCK USD.25 023586100 1,934 5,145 SH   SOLE   5,145 0 0
AMEREN CORPORATION COMMON STOCK USD.01 023608102 627 8,160 SH   SOLE   8,160 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 3,685 128,474 SH   SOLE   128,474 0 0
AMERICAN ASSETS TRUST INC REIT USD.01 024013104 2,803 61,057 SH   SOLE   61,057 0 0
AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 459 9,770 SH   SOLE   9,770 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK USD.01 02553E106 320 21,770 SH   SOLE   21,770 0 0
AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 025537101 1,001 10,588 SH   SOLE   10,588 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK USD1.0 025676206 473 15,789 SH   SOLE   15,789 0 0
AMERICAN EXPRESS CO COMMON STOCK USD.2 025816109 12,483 100,273 SH   SOLE   100,273 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 516 4,705 SH   SOLE   4,705 0 0
AMERICAN HOMES 4 RENT A REIT USD.01 02665T306 2,603 99,297 SH   SOLE   99,297 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 026874784 10,396 202,539 SH   SOLE   202,539 0 0
AMERICAN NATIONAL INSURANCE COMMON STOCK USD1.0 028591105 527 4,481 SH   SOLE   4,481 0 0
AMERICAN TOWER CORP REIT USD.01 03027X100 15,529 67,571 SH   SOLE   67,571 0 0
AMERICOLD REALTY TRUST REIT USD.01 03064D108 4,036 115,120 SH   SOLE   115,120 0 0
AMERISOURCEBERGEN CORP COMMON STOCK USD.01 03073E105 629 7,397 SH   SOLE   7,397 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 03076C106 3,088 18,538 SH   SOLE   18,538 0 0
AMETEK INC COMMON STOCK USD.01 031100100 24,673 247,373 SH   SOLE   247,373 0 0
AMGEN INC COMMON STOCK USD.0001 031162100 6,062 25,145 SH   SOLE   25,145 0 0
AMICUS THERAPEUTICS INC COMMON STOCK USD.01 03152W109 341 35,008 SH   SOLE   35,008 0 0
AMKOR TECHNOLOGY INC COMMON STOCK USD.001 031652100 2,622 201,680 SH   SOLE   201,680 0 0
AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01 03168L105 693 143,847 SH   SOLE   143,847 0 0
AMPHENOL CORP CL A COMMON STOCK USD.001 032095101 12,327 113,894 SH   SOLE   113,894 0 0
AMPLITUDE HEALTHCARE ACQUISI UNIT 03212A204 755 75,000 SH   SOLE   75,000 0 0
ANALOG DEVICES INC COMMON STOCK USD.167 032654105 17,250 145,154 SH   SOLE   145,154 0 0
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 335 15,000 SH   SOLE   15,000 0 0
ANIKA THERAPEUTICS INC COMMON STOCK USD.01 035255108 853 16,455 SH   SOLE   16,455 0 0
ANSYS INC COMMON STOCK USD.01 03662Q105 567 2,203 SH   SOLE   2,203 0 0
ANTHEM INC COMMON STOCK USD.01 036752103 22,709 75,188 SH   SOLE   75,188 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 158 3,053 SH   SOLE   3,053 0 0
APERGY CORP COMMON STOCK USD.01 03755L104 387 11,460 SH   SOLE   11,460 0 0
APPLE INC COMMON STOCK USD.00001 037833100 108,944 370,998 SH   SOLE   370,998 0 0
APPLIED INDUSTRIAL TECH INC COMMON STOCK 03820C105 3,172 47,560 SH   SOLE   47,560 0 0
APPLIED MATERIALS INC COMMON STOCK USD.01 038222105 5,466 89,550 SH   SOLE   89,550 0 0
APTARGROUP INC COMMON STOCK USD.01 038336103 549 4,749 SH   SOLE   4,749 0 0
AQUA AMERICA INC COMMON STOCK USD.5 03836W103 627 13,364 SH   SOLE   13,364 0 0
ARAMARK COMMON STOCK USD.01 03852U106 2,720 62,665 SH   SOLE   62,665 0 0
ARCH COAL INC A COMMON STOCK USD.01 039380407 341 4,760 SH   SOLE   4,760 0 0
ARCONIC INC COMMON STOCK 03965L100 291 9,448 SH   SOLE   9,448 0 0
ARISTA NETWORKS INC COMMON STOCK USD.0001 040413106 1,274 6,263 SH   SOLE   6,263 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD.01 04208T108 3,083 168,008 SH   SOLE   168,008 0 0
ARQULE INC COMMON STOCK USD.01 04269E107 1,727 86,500 SH   SOLE   86,500 0 0
ARROW ELECTRONICS INC COMMON STOCK USD1.0 042735100 2,237 26,393 SH   SOLE   26,393 0 0
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 04280A100 1,397 22,019 SH   SOLE   22,019 0 0
ARTISAN PARTNERS ASSET MA A COMMON STOCK USD.01 04316A108 434 13,424 SH   SOLE   13,424 0 0
ASHLAND GLOBAL HOLDINGS INC COMMON STOCK 044186104 222 2,901 SH   SOLE   2,901 0 0
ASPEN TECHNOLOGY INC COMMON STOCK USD.1 045327103 3,159 26,124 SH   SOLE   26,124 0 0
ASSOCIATED BANC CORP COMMON STOCK USD.01 045487105 286 12,987 SH   SOLE   12,987 0 0
ASSURANT INC COMMON STOCK USD.01 04621X108 590 4,502 SH   SOLE   4,502 0 0
ASTRONOVA INC COMMON STOCK USD.05 04638F108 404 29,458 SH   SOLE   29,458 0 0
ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01 047649108 3,277 81,005 SH   SOLE   81,005 0 0
ATLANTIC POWER CORP COMMON STOCK 04878Q863 645 276,639 SH   SOLE   276,639 0 0
ATRICURE INC COMMON STOCK USD.001 04963C209 182 5,602 SH   SOLE   5,602 0 0
AUDENTES THERAPEUTICS INC COMMON STOCK USD.00001 05070R104 1,729 28,900 SH   SOLE   28,900 0 0
AUTODESK INC COMMON STOCK USD.01 052769106 1,009 5,500 SH   SOLE   5,500 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK USD.1 053015103 1,375 8,062 SH   SOLE   8,062 0 0
AUTONATION INC COMMON STOCK USD.01 05329W102 291 5,977 SH   SOLE   5,977 0 0
AUTOZONE INC COMMON STOCK USD.01 053332102 12,735 10,690 SH   SOLE   10,690 0 0
AVALONBAY COMMUNITIES INC REIT USD.01 053484101 6,111 29,140 SH   SOLE   29,140 0 0
AVANTOR INC COMMON STOCK USD.01 05352A100 406 22,364 SH   SOLE   22,364 0 0
AVERY DENNISON CORP COMMON STOCK USD1.0 053611109 4,497 34,376 SH   SOLE   34,376 0 0
AVIS BUDGET GROUP INC COMMON STOCK USD.01 053774105 168 5,198 SH   SOLE   5,198 0 0
AVISTA CORP COMMON STOCK 05379B107 1,334 27,741 SH   SOLE   27,741 0 0
AVNET INC COMMON STOCK USD1.0 053807103 494 11,634 SH   SOLE   11,634 0 0
AXON ENTERPRISE INC COMMON STOCK USD.00001 05464C101 419 5,715 SH   SOLE   5,715 0 0
BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 05550J101 226 9,935 SH   SOLE   9,935 0 0
B RILEY PRINCIPAL MER CL A COMMON STOCK USD.0001 05586Y106 2,002 200,000 SH   SOLE   200,000 0 0
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 05591B109 436 15,186 SH   SOLE   15,186 0 0
BAKER HUGHES CO COMMON STOCK USD.0001 05722G100 3,050 118,985 SH   SOLE   118,985 0 0
BALL CORP COMMON STOCK 058498106 439 6,782 SH   SOLE   6,782 0 0
BBVA ARGENTINA SA ADR ADR 058934100 674 121,041 SH   SOLE   121,041 0 0
BANCORP INC/THE COMMON STOCK USD1.0 05969A105 1,430 110,229 SH   SOLE   110,229 0 0
BANCORPSOUTH BANK COMMON STOCK 05971J102 284 9,043 SH   SOLE   9,043 0 0
BANK OF AMERICA CORP COMMON STOCK USD.01 060505104 32,367 918,981 SH   SOLE   918,981 0 0
BANK OF HAWAII CORP COMMON STOCK USD.01 062540109 280 2,939 SH   SOLE   2,939 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01 064058100 954 18,960 SH   SOLE   18,960 0 0
BANK OZK COMMON STOCK 06417N103 390 12,779 SH   SOLE   12,779 0 0
BARRETT BUSINESS SVCS INC COMMON STOCK USD.01 068463108 778 8,596 SH   SOLE   8,596 0 0
BASSETT FURNITURE INDS COMMON STOCK USD5.0 070203104 418 25,056 SH   SOLE   25,056 0 0
BAUDAX BIO INC WI COMMON STOCK USD.01 07160F107 59 8,501 SH   SOLE   8,501 0 0
BAXTER INTERNATIONAL INC COMMON STOCK USD1.0 071813109 1,234 14,760 SH   SOLE   14,760 0 0
BECTON DICKINSON AND CO COMMON STOCK USD1.0 075887109 15,964 58,697 SH   SOLE   58,697 0 0
BED BATH BEYOND INC COMMON STOCK USD.01 075896100 230 13,307 SH   SOLE   13,307 0 0
BEIGENE LTD ADR ADR USD.0001 07725L102 609 3,674 SH   SOLE   3,674 0 0
BELDEN INC COMMON STOCK USD.01 077454106 1,229 22,344 SH   SOLE   22,344 0 0
WR BERKLEY CORP COMMON STOCK USD.2 084423102 3,097 44,814 SH   SOLE   44,814 0 0
BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 084670702 26,349 116,329 SH   SOLE   116,329 0 0
BERRY GLOBAL GROUP INC COMMON STOCK USD.01 08579W103 742 15,620 SH   SOLE   15,620 0 0
BERRY PETROLEUM CORP COMMON STOCK USD.001 08579X101 492 52,177 SH   SOLE   52,177 0 0
BEST BUY CO INC COMMON STOCK USD.1 086516101 778 8,862 SH   SOLE   8,862 0 0
BIG LOTS INC COMMON STOCK USD.01 089302103 424 14,747 SH   SOLE   14,747 0 0
BIO RAD LABORATORIES A COMMON STOCK USD.0001 090572207 2,262 6,114 SH   SOLE   6,114 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001 09061G101 599 7,082 SH   SOLE   7,082 0 0
BIOGEN INC COMMON STOCK USD.0005 09062X103 1,735 5,846 SH   SOLE   5,846 0 0
BIO TECHNE CORP COMMON STOCK USD.01 09073M104 1,073 4,886 SH   SOLE   4,886 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK USD.001 090931106 1,164 20,443 SH   SOLE   20,443 0 0
BITAUTO HOLDINGS LTD ADR ADR USD.00004 091727107 199 13,406 SH   SOLE   13,406 0 0
BJ S RESTAURANTS INC COMMON STOCK 09180C106 291 7,668 SH   SOLE   7,668 0 0
BLACKBAUD INC COMMON STOCK USD.001 09227Q100 430 5,399 SH   SOLE   5,399 0 0
BLACKLINE INC COMMON STOCK USD.01 09239B109 566 10,971 SH   SOLE   10,971 0 0
BLACKROCK INC COMMON STOCK USD.01 09247X101 6,909 13,743 SH   SOLE   13,743 0 0
BLACKSTONE GROUP INC/THE A COMMON STOCK USD.00001 09260D107 6,577 117,579 SH   SOLE   117,579 0 0
HR BLOCK INC COMMON STOCK 093671105 127 5,427 SH   SOLE   5,427 0 0
BOEING CO/THE COMMON STOCK USD5.0 097023105 16,063 49,310 SH   SOLE   49,310 0 0
BOOKING HOLDINGS INC COMMON STOCK USD.008 09857L108 6,453 3,142 SH   SOLE   3,142 0 0
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 099502106 4,216 59,266 SH   SOLE   59,266 0 0
BORGWARNER INC COMMON STOCK USD.01 099724106 177 4,074 SH   SOLE   4,074 0 0
BOSTON BEER COMPANY INC A COMMON STOCK USD.01 100557107 1,030 2,725 SH   SOLE   2,725 0 0
BOSTON PROPERTIES INC REIT USD.01 101121101 4,849 35,174 SH   SOLE   35,174 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK USD.01 101137107 3,214 71,070 SH   SOLE   71,070 0 0
BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK USD.001 101388106 1,026 19,133 SH   SOLE   19,133 0 0
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URSTADT BIDDLE CLASS A REIT USD.01 917286205 899 36,197 SH   SOLE   36,197 0 0
VF CORP COMMON STOCK 918204108 626 6,278 SH   SOLE   6,278 0 0
VALERO ENERGY CORP COMMON STOCK USD.01 91913Y100 3,708 39,595 SH   SOLE   39,595 0 0
VALLEY NATIONAL BANCORP COMMON STOCK 919794107 321 28,065 SH   SOLE   28,065 0 0
VALMONT INDUSTRIES COMMON STOCK USD1.0 920253101 360 2,406 SH   SOLE   2,406 0 0
VALVOLINE INC COMMON STOCK USD.01 92047W101 290 13,558 SH   SOLE   13,558 0 0
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 921659108 409 24,896 SH   SOLE   24,896 0 0
VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0 92220P105 1,482 10,433 SH   SOLE   10,433 0 0
VARONIS SYSTEMS INC COMMON STOCK USD.001 922280102 414 5,329 SH   SOLE   5,329 0 0
VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001 922475108 1,196 8,505 SH   SOLE   8,505 0 0
VENTAS INC REIT USD.25 92276F100 3,430 59,398 SH   SOLE   59,398 0 0
VANGUARD SP 500 ETF VANGUARD S+P 500 ETF 922908363 42,304 143,017 SH   SOLE   143,017 0 0
VANGUARD REAL ESTATE ETF VANGUARD REAL ESTATE ETF 922908553 306 3,300 SH   SOLE   3,300 0 0
VERACYTE INC COMMON STOCK USD.001 92337F107 1,940 69,478 SH   SOLE   69,478 0 0
VERISIGN INC COMMON STOCK USD.001 92343E102 5,989 31,082 SH   SOLE   31,082 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 92343V104 12,803 208,512 SH   SOLE   208,512 0 0
VERINT SYSTEMS INC COMMON STOCK USD.001 92343X100 867 15,668 SH   SOLE   15,668 0 0
VERISK ANALYTICS INC COMMON STOCK USD.001 92345Y106 7,569 50,685 SH   SOLE   50,685 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 92532F100 9,658 44,110 SH   SOLE   44,110 0 0
VIASAT INC COMMON STOCK USD.0001 92552V100 315 4,308 SH   SOLE   4,308 0 0
VIACOMCBS INC CLASS B COMMON STOCK USD.001 92556H206 198 4,722 SH   SOLE   4,722 0 0
VICI PROPERTIES INC REIT USD.01 925652109 2,543 99,524 SH   SOLE   99,524 0 0
VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001 928254101 183 11,462 SH   SOLE   11,462 0 0
VISA INC CLASS A SHARES COMMON STOCK USD.0001 92826C839 48,257 256,824 SH   SOLE   256,824 0 0
VIRTUSA CORP COMMON STOCK USD.01 92827P102 788 17,394 SH   SOLE   17,394 0 0
VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1 928298108 2,087 98,028 SH   SOLE   98,028 0 0
VISTEON CORP COMMON STOCK 92839U206 282 3,253 SH   SOLE   3,253 0 0
VISTRA ENERGY CORP COMMON STOCK USD.01 92840M102 8,060 350,597 SH   SOLE   350,597 0 0
VORNADO REALTY TRUST REIT USD.04 929042109 2,370 35,641 SH   SOLE   35,641 0 0
VULCAN MATERIALS CO COMMON STOCK USD1.0 929160109 871 6,046 SH   SOLE   6,046 0 0
WABCO HOLDINGS INC COMMON STOCK USD.01 92927K102 5,366 39,600 SH   SOLE   39,600 0 0
WP CAREY INC REIT USD.001 92936U109 1,265 15,808 SH   SOLE   15,808 0 0
WEC ENERGY GROUP INC COMMON STOCK USD.01 92939U106 2,680 29,054 SH   SOLE   29,054 0 0
WALMART INC COMMON STOCK USD.1 931142103 9,199 77,410 SH   SOLE   77,410 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 931427108 902 15,295 SH   SOLE   15,295 0 0
WASHINGTON FEDERAL INC COMMON STOCK USD1.0 938824109 212 5,785 SH   SOLE   5,785 0 0
WASTE MANAGEMENT INC COMMON STOCK USD.01 94106L109 2,838 24,902 SH   SOLE   24,902 0 0
WATERS CORP COMMON STOCK USD.01 941848103 8,642 36,988 SH   SOLE   36,988 0 0
WATSCO INC COMMON STOCK USD.5 942622200 524 2,907 SH   SOLE   2,907 0 0
WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 942749102 1,365 13,682 SH   SOLE   13,682 0 0
WEBSTER FINANCIAL CORP COMMON STOCK USD.01 947890109 239 4,484 SH   SOLE   4,484 0 0
WEINGARTEN REALTY INVESTORS REIT USD.03 948741103 1,406 45,019 SH   SOLE   45,019 0 0
WELBILT INC COMMON STOCK USD.01 949090104 2,418 154,885 SH   SOLE   154,885 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK USD.01 94946T106 4,622 13,998 SH   SOLE   13,998 0 0
WELLS FARGO CO COMMON STOCK USD1.666 949746101 3,900 72,489 SH   SOLE   72,489 0 0
WELLTOWER INC REIT USD1.0 95040Q104 5,278 64,539 SH   SOLE   64,539 0 0
WENDY S CO/THE COMMON STOCK USD.1 95058W100 552 24,835 SH   SOLE   24,835 0 0
WERNER ENTERPRISES INC COMMON STOCK USD.01 950755108 139 3,810 SH   SOLE   3,810 0 0
WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD.001 950814103 3,428 311,100 SH   SOLE   311,100 0 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25 955306105 1,841 12,245 SH   SOLE   12,245 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD.0001 957638109 3,609 63,323 SH   SOLE   63,323 0 0
WESTERN DIGITAL CORP COMMON STOCK USD.01 958102105 552 8,704 SH   SOLE   8,704 0 0
WESTERN UNION CO COMMON STOCK USD.01 959802109 170 6,366 SH   SOLE   6,366 0 0
WESTROCK CO COMMON STOCK 96145D105 383 8,934 SH   SOLE   8,934 0 0
WEX INC COMMON STOCK USD.01 96208T104 1,023 4,882 SH   SOLE   4,882 0 0
WEYERHAEUSER CO REIT USD1.25 962166104 371 12,289 SH   SOLE   12,289 0 0
WHIRLPOOL CORP COMMON STOCK USD1.0 963320106 143 971 SH   SOLE   971 0 0
WHITING PETROLEUM CORP COMMON STOCK USD.001 966387409 419 57,033 SH   SOLE   57,033 0 0
WILEY (JOHN) SONS CLASS A COMMON STOCK USD1.0 968223206 353 7,284 SH   SOLE   7,284 0 0
WILLIAMS COS INC COMMON STOCK USD1.0 969457100 2,060 86,837 SH   SOLE   86,837 0 0
WILLIAMS SONOMA INC COMMON STOCK USD.01 969904101 633 8,616 SH   SOLE   8,616 0 0
WILLIS LEASE FINANCE CORP COMMON STOCK USD.01 970646105 385 6,527 SH   SOLE   6,527 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 406 5,730 SH   SOLE   5,730 0 0
WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 978097103 1,378 40,839 SH   SOLE   40,839 0 0
WOODWARD INC COMMON STOCK USD.00292 980745103 1,047 8,840 SH   SOLE   8,840 0 0
WORLD FUEL SERVICES CORP COMMON STOCK USD.01 981475106 1,354 31,177 SH   SOLE   31,177 0 0
WORTHINGTON INDUSTRIES COMMON STOCK 981811102 1,265 29,992 SH   SOLE   29,992 0 0
WPX ENERGY INC COMMON STOCK USD.01 98212B103 275 20,046 SH   SOLE   20,046 0 0
WW INTERNATIONAL INC COMMON STOCK 98262P101 202 5,275 SH   SOLE   5,275 0 0
WYNDHAM DESTINATIONS INC COMMON STOCK USD.01 98310W108 724 13,997 SH   SOLE   13,997 0 0
WYNDHAM HOTELS RESORTS INC COMMON STOCK USD.01 98311A105 1,475 23,488 SH   SOLE   23,488 0 0
XPO LOGISTICS INC COMMON STOCK USD.001 983793100 1,148 14,403 SH   SOLE   14,403 0 0
XCEL ENERGY INC COMMON STOCK USD2.5 98389B100 272 4,283 SH   SOLE   4,283 0 0
XENCOR INC COMMON STOCK USD.01 98401F105 346 10,059 SH   SOLE   10,059 0 0
XENIA HOTELS RESORTS INC REIT USD.01 984017103 685 31,721 SH   SOLE   31,721 0 0
XEROX HOLDINGS CORP COMMON STOCK USD1.0 98421M106 1,038 28,161 SH   SOLE   28,161 0 0
YELP INC COMMON STOCK USD.000001 985817105 2,410 69,206 SH   SOLE   69,206 0 0
YETI HOLDINGS INC COMMON STOCK USD.01 98585X104 417 11,992 SH   SOLE   11,992 0 0
YUM BRANDS INC COMMON STOCK 988498101 610 6,051 SH   SOLE   6,051 0 0
ZAI LAB LTD ADR ADR USD.00006 98887Q104 428 10,293 SH   SOLE   10,293 0 0
ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001 98919V105 3,167 91,400 SH   SOLE   91,400 0 0
ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01 989207105 2,652 10,383 SH   SOLE   10,383 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01 98956P102 2,951 19,718 SH   SOLE   19,718 0 0
ZIONS BANCORP NA COMMON STOCK USD.001 989701107 3,153 60,730 SH   SOLE   60,730 0 0
ZOETIS INC COMMON STOCK USD.01 98978V103 4,496 33,972 SH   SOLE   33,972 0 0