Dupont Capital Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
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
CENTERPOINT ENERGY INC	COMMON STOCK USD.01	15189T107	356	23,015	SH		SOLE		23,015	0	0
CENTERSTATE BANK CORP	COMMON STOCK USD.01	15201P109	431	25,000	SH		SOLE		25,000	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	705	139,099	SH		SOLE		139,099	0	0
CENTURYLINK INC	COMMON STOCK USD1.0	156700106	3,345	353,573	SH		SOLE		353,573	0	0
CERIDIAN HCM HOLDING INC	COMMON STOCK USD.01	15677J108	186	3,711	SH		SOLE		3,711	0	0
CERNER CORP	COMMON STOCK USD.01	156782104	3,235	51,364	SH		SOLE		51,364	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	320	11,774	SH		SOLE		11,774	0	0
CHANNELADVISOR CORP	COMMON STOCK USD.001	159179100	380	52,281	SH		SOLE		52,281	0	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	580	4,596	SH		SOLE		4,596	0	0
CHARTER COMMUNICATIONS INC A	COMMON STOCK USD.001	16119P108	5,175	11,860	SH		SOLE		11,860	0	0
CHEGG INC	COMMON STOCK USD.001	163092109	615	17,178	SH		SOLE		17,178	0	0
CHEMED CORP	COMMON STOCK USD1.0	16359R103	4,222	9,745	SH		SOLE		9,745	0	0
CHEMOURS CO/THE	COMMON STOCK	163851108	273	30,726	SH		SOLE		30,726	0	0
CHENIERE ENERGY INC	COMMON STOCK USD.003	16411R208	362	10,796	SH		SOLE		10,796	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	16,422	226,634	SH		SOLE		226,634	0	0
CHIMERA INVESTMENT CORP	REIT USD.01	16934Q208	322	35,384	SH		SOLE		35,384	0	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	179	273	SH		SOLE		273	0	0
CHP MERGER CORP CLASS A	COMMON STOCK	12558Y106	388	40,000	SH		SOLE		40,000	0	0
CHUBB LTD	COMMON STOCK	H1467J104	1,490	13,338	SH		SOLE		13,338	0	0
CHURCH DWIGHT CO INC	COMMON STOCK USD1.0	171340102	7,377	114,943	SH		SOLE		114,943	0	0
CHURCHILL CAPITAL CORP III	UNIT	17144C203	2,750	275,000	SH		SOLE		275,000	0	0
CHURCHILL DOWNS INC	COMMON STOCK	171484108	309	3,000	SH		SOLE		3,000	0	0
CIENA CORP	COMMON STOCK USD.01	171779309	1,741	43,745	SH		SOLE		43,745	0	0
CIGNA CORP	COMMON STOCK USD.01	125523100	1,788	10,093	SH		SOLE		10,093	0	0
CIIG MERGER CORP CL A	COMMON STOCK	12559C103	970	100,000	SH		SOLE		100,000	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.0	172062101	497	6,593	SH		SOLE		6,593	0	0
CINEMARK HOLDINGS INC	COMMON STOCK USD.001	17243V102	95	9,357	SH		SOLE		9,357	0	0
CINTAS CORP	COMMON STOCK	172908105	6,262	36,148	SH		SOLE		36,148	0	0
CIRRUS LOGIC INC	COMMON STOCK USD.001	172755100	327	4,990	SH		SOLE		4,990	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	5,682	144,535	SH		SOLE		144,535	0	0
CIT GROUP INC	COMMON STOCK USD.01	125581801	56	3,243	SH		SOLE		3,243	0	0
CITIC CAPITAL ACQUISITION	UNIT	G21513125	990	100,000	SH		SOLE		100,000	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	3,991	94,762	SH		SOLE		94,762	0	0
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	174610105	2,996	159,257	SH		SOLE		159,257	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	628	4,440	SH		SOLE		4,440	0	0
CIVISTA BANCSHARES INC	COMMON STOCK	178867107	218	14,545	SH		SOLE		14,545	0	0
CLEAN ENERGY FUELS CORP	COMMON STOCK USD.0001	184499101	329	184,672	SH		SOLE		184,672	0	0
CLEAN HARBORS INC	COMMON STOCK USD.01	184496107	203	3,958	SH		SOLE		3,958	0	0
CLEAR CHANNEL OUTDOOR HOLDIN	COMMON STOCK	18453H106	283	441,511	SH		SOLE		441,511	0	0
CLEARWAY ENERGY INC C	COMMON STOCK	18539C204	211	11,203	SH		SOLE		11,203	0	0
CLOROX COMPANY	COMMON STOCK USD1.0	189054109	2,008	11,590	SH		SOLE		11,590	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	207	32,610	SH		SOLE		32,610	0	0
CME GROUP INC	COMMON STOCK USD.01	12572Q105	2,686	15,536	SH		SOLE		15,536	0	0
CMS ENERGY CORP	COMMON STOCK USD.01	125896100	956	16,273	SH		SOLE		16,273	0	0
CNO FINANCIAL GROUP INC	COMMON STOCK USD.01	12621E103	408	32,910	SH		SOLE		32,910	0	0
CNX RESOURCES CORP	COMMON STOCK USD.01	12653C108	356	66,841	SH		SOLE		66,841	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	8,245	186,317	SH		SOLE		186,317	0	0
COCA COLA CONSOLIDATED INC	COMMON STOCK USD1.0	191098102	469	2,250	SH		SOLE		2,250	0	0
COGENT COMMUNICATIONS HOLDIN	COMMON STOCK USD.001	19239V302	2,702	32,964	SH		SOLE		32,964	0	0
COGNEX CORP	COMMON STOCK USD.002	192422103	209	4,960	SH		SOLE		4,960	0	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	907	19,510	SH		SOLE		19,510	0	0
COHERENT INC	COMMON STOCK USD.01	192479103	255	2,393	SH		SOLE		2,393	0	0
COLFAX CORP	COMMON STOCK USD.001	194014106	143	7,197	SH		SOLE		7,197	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	194162103	10,231	154,181	SH		SOLE		154,181	0	0
COLLEGIUM PHARMACEUTICAL INC	COMMON STOCK USD.001	19459J104	308	18,835	SH		SOLE		18,835	0	0
COLUMBIA BANKING SYSTEM INC	COMMON STOCK	197236102	401	14,974	SH		SOLE		14,974	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	410	16,410	SH		SOLE		16,410	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	20,438	594,477	SH		SOLE		594,477	0	0
COMERICA INC	COMMON STOCK USD5.0	200340107	170	5,793	SH		SOLE		5,793	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	391	10,695	SH		SOLE		10,695	0	0
COMMERCE BANCSHARES INC	COMMON STOCK USD5.0	200525103	322	6,388	SH		SOLE		6,388	0	0
COMMERCIAL METALS CO	COMMON STOCK USD.01	201723103	115	7,265	SH		SOLE		7,265	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	714	17,642	SH		SOLE		17,642	0	0
COMPASS MINERALS INTERNATION	COMMON STOCK USD.01	20451N101	59	1,528	SH		SOLE		1,528	0	0
CONAGRA BRANDS INC	COMMON STOCK USD5.0	205887102	415	14,153	SH		SOLE		14,153	0	0
CONCHO RESOURCES INC	COMMON STOCK USD.001	20605P101	496	11,580	SH		SOLE		11,580	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	6,692	217,268	SH		SOLE		217,268	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	1,001	12,830	SH		SOLE		12,830	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	1,313	9,162	SH		SOLE		9,162	0	0
CONTINENTAL RESOURCES INC/OK	COMMON STOCK USD.01	212015101	378	49,465	SH		SOLE		49,465	0	0
COPART INC	COMMON STOCK	217204106	2,233	32,591	SH		SOLE		32,591	0	0
CORCEPT THERAPEUTICS INC	COMMON STOCK USD.001	218352102	443	37,218	SH		SOLE		37,218	0	0
CORECIVIC INC	REIT USD.01	21871N101	659	58,964	SH		SOLE		58,964	0	0
CORELOGIC INC	COMMON STOCK USD1.0	21871D103	174	5,693	SH		SOLE		5,693	0	0
CORESITE REALTY CORP	REIT USD.01	21870Q105	693	5,975	SH		SOLE		5,975	0	0
CORNERSTONE ONDEMAND INC	COMMON STOCK USD.0001	21925Y103	664	20,902	SH		SOLE		20,902	0	0
CORNING INC	COMMON STOCK USD.5	219350105	464	22,587	SH		SOLE		22,587	0	0
CORPORATE OFFICE PROPERTIES	REIT USD.01	22002T108	896	40,479	SH		SOLE		40,479	0	0
CORTEVA INC	COMMON STOCK USD.01	22052L104	100,115	4,260,223	SH		SOLE		4,260,223	0	0
COSTAMARE INC	COMMON STOCK USD.0001	Y1771G102	202	44,714	SH		SOLE		44,714	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	20,206	70,867	SH		SOLE		70,867	0	0
COTY INC CL A	COMMON STOCK USD.01	222070203	37	7,226	SH		SOLE		7,226	0	0
COUSINS PROPERTIES INC	REIT USD1.0	222795502	127	4,325	SH		SOLE		4,325	0	0
CRACKER BARREL OLD COUNTRY	COMMON STOCK USD.01	22410J106	62	739	SH		SOLE		739	0	0
CRAFT BREW ALLIANCE INC	COMMON STOCK USD.005	224122101	42	2,820	SH		SOLE		2,820	0	0
CRANE CO	COMMON STOCK USD1.0	224399105	263	5,352	SH		SOLE		5,352	0	0
CREDIT ACCEPTANCE CORP	COMMON STOCK USD.01	225310101	1,222	4,780	SH		SOLE		4,780	0	0
CREE INC	COMMON STOCK USD.00125	225447101	104	2,934	SH		SOLE		2,934	0	0
CROCS INC	COMMON STOCK USD.001	227046109	213	12,551	SH		SOLE		12,551	0	0
CROWN CASTLE INTL CORP	REIT USD.01	22822V101	2,825	19,567	SH		SOLE		19,567	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.0	228368106	6,283	108,249	SH		SOLE		108,249	0	0
CRYOLIFE INC	COMMON STOCK USD.01	228903100	849	50,168	SH		SOLE		50,168	0	0
CSX CORP	COMMON STOCK USD1.0	126408103	12,814	223,635	SH		SOLE		223,635	0	0
CULLEN/FROST BANKERS INC	COMMON STOCK USD.01	229899109	95	1,699	SH		SOLE		1,699	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	942	6,960	SH		SOLE		6,960	0	0
CURTISS WRIGHT CORP	COMMON STOCK USD1.0	231561101	280	3,026	SH		SOLE		3,026	0	0
CVB FINANCIAL CORP	COMMON STOCK	126600105	215	10,725	SH		SOLE		10,725	0	0
CVR ENERGY INC	COMMON STOCK USD.01	12662P108	31	1,848	SH		SOLE		1,848	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	2,855	48,119	SH		SOLE		48,119	0	0
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	M2682V108	648	7,571	SH		SOLE		7,571	0	0
CYPRESS SEMICONDUCTOR CORP	COMMON STOCK USD.01	232806109	5,120	219,536	SH		SOLE		219,536	0	0
CYRUSONE INC	REIT USD.01	23283R100	1,345	21,783	SH		SOLE		21,783	0	0
CYTOKINETICS INC	COMMON STOCK USD.001	23282W605	270	22,916	SH		SOLE		22,916	0	0
DANA INC	COMMON STOCK USD.01	235825205	394	50,400	SH		SOLE		50,400	0	0
DANAHER CORP W/D	COMMON STOCK USD.01	235851102	24,471	176,800	SH		SOLE		176,800	0	0
DARDEN RESTAURANTS INC	COMMON STOCK	237194105	272	5,001	SH		SOLE		5,001	0	0
DARLING INGREDIENTS INC	COMMON STOCK USD.01	237266101	1,155	60,252	SH		SOLE		60,252	0	0
DAVE BUSTER S ENTERTAINMEN	COMMON STOCK USD.01	238337109	257	19,679	SH		SOLE		19,679	0	0
DAVITA INC	COMMON STOCK USD.001	23918K108	2,612	34,346	SH		SOLE		34,346	0	0
DECKERS OUTDOOR CORP	COMMON STOCK USD.01	243537107	1,143	8,532	SH		SOLE		8,532	0	0
DEERE CO	COMMON STOCK USD1.0	244199105	12,527	90,670	SH		SOLE		90,670	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	24665A103	316	20,062	SH		SOLE		20,062	0	0
DELL TECHNOLOGIES C	COMMON STOCK	24703L202	931	23,539	SH		SOLE		23,539	0	0
DELPHI TECHNOLOGIES PLC	COMMON STOCK USD.01	G2709G107	4,669	580,000	SH		SOLE		580,000	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	6,092	213,520	SH		SOLE		213,520	0	0
DELUXE CORP	COMMON STOCK USD1.0	248019101	86	3,328	SH		SOLE		3,328	0	0
DENTSPLY SIRONA INC	COMMON STOCK USD.01	24906P109	948	24,424	SH		SOLE		24,424	0	0
DEVON ENERGY CORP	COMMON STOCK USD.1	25179M103	402	58,151	SH		SOLE		58,151	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	1,183	4,395	SH		SOLE		4,395	0	0
DFP HEALTHCARE ACQUISITIONS	UNIT	23343Q209	496	50,000	SH		SOLE		50,000	0	0
DHT HOLDINGS INC	COMMON STOCK USD.01	Y2065G121	271	35,353	SH		SOLE		35,353	0	0
DIAMONDBACK ENERGY INC	COMMON STOCK USD.01	25278X109	221	8,449	SH		SOLE		8,449	0	0
DICERNA PHARMACEUTICALS INC	COMMON STOCK USD.0001	253031108	416	22,646	SH		SOLE		22,646	0	0
DICK S SPORTING GOODS INC	COMMON STOCK USD.01	253393102	179	8,426	SH		SOLE		8,426	0	0
DIGITAL REALTY TRUST INC	REIT USD.01	253868103	7,070	50,893	SH		SOLE		50,893	0	0
DIODES INC	COMMON STOCK USD.667	254543101	1,504	37,018	SH		SOLE		37,018	0	0
DISCOVER FINANCIAL SERVICES	COMMON STOCK USD.01	254709108	438	12,271	SH		SOLE		12,271	0	0
DISCOVERY INC A	COMMON STOCK USD.01	25470F104	665	34,184	SH		SOLE		34,184	0	0
DISCOVERY INC C	COMMON STOCK USD.01	25470F302	70	4,000	SH		SOLE		4,000	0	0
DISH NETWORK CORP A	COMMON STOCK USD.01	25470M109	517	25,872	SH		SOLE		25,872	0	0
DMY TECHNOLOGY GROUP INC	UNIT	233253202	983	100,000	SH		SOLE		100,000	0	0
DOLBY LABORATORIES INC CL A	COMMON STOCK USD.001	25659T107	62	1,137	SH		SOLE		1,137	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	24,634	163,131	SH		SOLE		163,131	0	0
DOLLAR TREE INC	COMMON STOCK USD.01	256746108	194	2,647	SH		SOLE		2,647	0	0
DOMINO S PIZZA INC	COMMON STOCK USD.01	25754A201	8,636	26,650	SH		SOLE		26,650	0	0
DOMTAR CORP	COMMON STOCK USD.01	257559203	63	2,927	SH		SOLE		2,927	0	0
DONALDSON CO INC	COMMON STOCK USD5.0	257651109	263	6,796	SH		SOLE		6,796	0	0
DORMAN PRODUCTS INC	COMMON STOCK USD.01	258278100	1,435	25,960	SH		SOLE		25,960	0	0
DOUGLAS EMMETT INC	REIT USD.01	25960P109	805	26,383	SH		SOLE		26,383	0	0
DOVER CORP	COMMON STOCK USD1.0	260003108	946	11,264	SH		SOLE		11,264	0	0
DOW INC	COMMON STOCK USD.01	260557103	999	34,181	SH		SOLE		34,181	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	1,849	54,391	SH		SOLE		54,391	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	695	7,322	SH		SOLE		7,322	0	0
DUCOMMUN INC	COMMON STOCK USD.01	264147109	345	13,875	SH		SOLE		13,875	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	2,515	31,091	SH		SOLE		31,091	0	0
DUKE REALTY CORP	REIT USD.01	264411505	2,846	87,888	SH		SOLE		87,888	0	0
DUNKIN BRANDS GROUP INC	COMMON STOCK USD.001	265504100	416	7,841	SH		SOLE		7,841	0	0
DXC TECHNOLOGY CO	COMMON STOCK USD.01	23355L106	133	10,202	SH		SOLE		10,202	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	2,985	86,963	SH		SOLE		86,963	0	0
EAGLE MATERIALS INC	COMMON STOCK USD.01	26969P108	170	2,918	SH		SOLE		2,918	0	0
EAST WEST BANCORP INC	COMMON STOCK USD.001	27579R104	189	7,333	SH		SOLE		7,333	0	0
EASTERLY GOVERNMENT PROPERTI	REIT USD.01	27616P103	308	12,490	SH		SOLE		12,490	0	0
EASTGROUP PROPERTIES INC	REIT	277276101	1,040	9,951	SH		SOLE		9,951	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	1,448	31,083	SH		SOLE		31,083	0	0
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	32	18,376	SH		SOLE		18,376	0	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	2,497	32,144	SH		SOLE		32,144	0	0
EATON VANCE CORP	COMMON STOCK USD.00390625	278265103	206	6,393	SH		SOLE		6,393	0	0
EBAY INC	COMMON STOCK USD.001	278642103	1,717	57,125	SH		SOLE		57,125	0	0
ECOLAB INC	COMMON STOCK USD1.0	278865100	1,203	7,720	SH		SOLE		7,720	0	0
EDGEWELL PERSONAL CARE CO	COMMON STOCK USD.01	28035Q102	114	4,726	SH		SOLE		4,726	0	0
EDITAS MEDICINE INC	COMMON STOCK USD.0001	28106W103	223	11,246	SH		SOLE		11,246	0	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.0	28176E108	2,924	15,502	SH		SOLE		15,502	0	0
EL PASO ELECTRIC CO	COMMON STOCK	283677854	8,556	125,900	SH		SOLE		125,900	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	2,748	27,434	SH		SOLE		27,434	0	0
ELF BEAUTY INC	COMMON STOCK USD.01	26856L103	256	26,017	SH		SOLE		26,017	0	0
ELI LILLY CO	COMMON STOCK	532457108	6,923	49,903	SH		SOLE		49,903	0	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	495	8,079	SH		SOLE		8,079	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	680	11,755	SH		SOLE		11,755	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	1,075	22,550	SH		SOLE		22,550	0	0
ENCOMPASS HEALTH CORP	COMMON STOCK USD.01	29261A100	526	8,216	SH		SOLE		8,216	0	0
ENCORE CAPITAL GROUP INC	COMMON STOCK USD.01	292554102	284	12,168	SH		SOLE		12,168	0	0
ENCORE WIRE CORP	COMMON STOCK USD.01	292562105	274	6,519	SH		SOLE		6,519	0	0
ENDO INTERNATIONAL PLC	COMMON STOCK USD.0001	G30401106	232	62,642	SH		SOLE		62,642	0	0
ENERGIZER HOLDINGS INC	COMMON STOCK	29272W109	68	2,239	SH		SOLE		2,239	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	645	13,035	SH		SOLE		13,035	0	0
ENOVA INTERNATIONAL INC	COMMON STOCK USD.00001	29357K103	292	20,121	SH		SOLE		20,121	0	0
ENPHASE ENERGY INC	COMMON STOCK USD.00001	29355A107	322	9,960	SH		SOLE		9,960	0	0
ENSCO JERSEY FINANCE LTD	COMPANY GUAR 01/24 3	29359WAB1	442	1,700,000	SH		SOLE		1,700,000	0	0
ENSIGN GROUP INC/THE	COMMON STOCK USD.001	29358P101	283	7,532	SH		SOLE		7,532	0	0
ENSTAR GROUP LTD	COMMON STOCK USD1.0	G3075P101	179	1,128	SH		SOLE		1,128	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	470	5,004	SH		SOLE		5,004	0	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	1,421	39,570	SH		SOLE		39,570	0	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	549	2,956	SH		SOLE		2,956	0	0
EPIZYME INC	COMMON STOCK USD.0001	29428V104	200	12,874	SH		SOLE		12,874	0	0
EPLUS INC	COMMON STOCK USD.01	294268107	528	8,433	SH		SOLE		8,433	0	0
EPR PROPERTIES	REIT USD.01	26884U109	73	3,016	SH		SOLE		3,016	0	0
EQT CORP	COMMON STOCK	26884L109	134	18,915	SH		SOLE		18,915	0	0
EQUIFAX INC	COMMON STOCK USD1.25	294429105	393	3,289	SH		SOLE		3,289	0	0
EQUINIX INC	REIT USD.001	29444U700	21,438	34,325	SH		SOLE		34,325	0	0
EQUITABLE HOLDINGS INC	COMMON STOCK USD.01	29452E101	464	32,133	SH		SOLE		32,133	0	0
EQUITRANS MIDSTREAM CORP	COMMON STOCK	294600101	42	8,418	SH		SOLE		8,418	0	0
EQUITY LIFESTYLE PROPERTIES	REIT USD.01	29472R108	3,227	56,149	SH		SOLE		56,149	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	4,763	77,176	SH		SOLE		77,176	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	1,457	55,297	SH		SOLE		55,297	0	0
ESSENTIAL UTILITIES INC	COMMON STOCK USD.5	29670G102	465	11,415	SH		SOLE		11,415	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	3,405	15,460	SH		SOLE		15,460	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	8,784	55,128	SH		SOLE		55,128	0	0
ETHAN ALLEN INTERIORS INC	COMMON STOCK USD.01	297602104	222	21,678	SH		SOLE		21,678	0	0
ETSY INC	COMMON STOCK USD.001	29786A106	125	3,251	SH		SOLE		3,251	0	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	12,598	146,969	SH		SOLE		146,969	0	0
EVERCORE INC A	COMMON STOCK USD.01	29977A105	1,440	31,260	SH		SOLE		31,260	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	186	969	SH		SOLE		969	0	0
EVERGY INC	COMMON STOCK	30034W106	4,298	78,073	SH		SOLE		78,073	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	872	11,151	SH		SOLE		11,151	0	0
EVERTEC INC	COMMON STOCK USD.01	30040P103	324	14,254	SH		SOLE		14,254	0	0
EXACT SCIENCES CORP	COMMON STOCK USD.01	30063P105	235	4,051	SH		SOLE		4,051	0	0
EXELIXIS INC	COMMON STOCK USD.001	30161Q104	935	54,322	SH		SOLE		54,322	0	0
EXELON CORP	COMMON STOCK	30161N101	11,434	310,609	SH		SOLE		310,609	0	0
EXLSERVICE HOLDINGS INC	COMMON STOCK USD.001	302081104	1,295	24,889	SH		SOLE		24,889	0	0
EXPEDIA GROUP INC	COMMON STOCK USD.001	30212P303	274	4,877	SH		SOLE		4,877	0	0
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	302130109	791	11,857	SH		SOLE		11,857	0	0
EXPERIENCE INVESTMENT CORP	UNIT	30217C208	0	1	SH		SOLE		1	0	0
EXPERIENCE INVESTMENT CORP A	COMMON STOCK USD.0001	30217C109	967	99,999	SH		SOLE		99,999	0	0
EXTERRAN CORP	COMMON STOCK USD.01	30227H106	130	27,135	SH		SOLE		27,135	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	4,196	43,815	SH		SOLE		43,815	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	418	10,998	SH		SOLE		10,998	0	0
EZCORP INC	COMPANY GUAR 05/25 2.375	302301AE6	3,431	4,635,000	SH		SOLE		4,635,000	0	0
EZCORP INC	COMPANY GUAR 07/24 2.875	302301AF3	2,172	2,800,000	SH		SOLE		2,800,000	0	0
F5 NETWORKS INC	COMMON STOCK	315616102	394	3,691	SH		SOLE		3,691	0	0
FABRINET	COMMON STOCK USD.01	G3323L100	228	4,177	SH		SOLE		4,177	0	0
FACEBOOK INC CLASS A	COMMON STOCK USD.000006	30303M102	43,941	263,437	SH		SOLE		263,437	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	3,274	12,561	SH		SOLE		12,561	0	0
FAIR ISAAC CORP	COMMON STOCK USD.01	303250104	5,744	18,667	SH		SOLE		18,667	0	0
FARMERS NATL BANC CORP	COMMON STOCK	309627107	520	44,750	SH		SOLE		44,750	0	0
FASTENAL CO	COMMON STOCK USD.01	311900104	625	19,989	SH		SOLE		19,989	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	1,399	18,751	SH		SOLE		18,751	0	0
FEDERATED HERMES INC	COMMON STOCK	314211103	1,388	72,885	SH		SOLE		72,885	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	1,279	10,549	SH		SOLE		10,549	0	0
FGL HOLDINGS	COMMON STOCK USD.0001	G3402M102	3,470	354,100	SH		SOLE		354,100	0	0
FIBROGEN INC	COMMON STOCK USD.01	31572Q808	271	7,801	SH		SOLE		7,801	0	0
FIDELITY NATIONAL FINANCIAL	COMMON STOCK USD.0001	31620R303	8,972	360,618	SH		SOLE		360,618	0	0
FIDELITY NATIONAL INFO SERV	COMMON STOCK USD.01	31620M106	3,007	24,717	SH		SOLE		24,717	0	0
FIFTH THIRD BANCORP	COMMON STOCK	316773100	295	19,885	SH		SOLE		19,885	0	0
FINSERV ACQUISITION CORP A	COMMON STOCK	318085107	480	50,000	SH		SOLE		50,000	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	1,549	36,517	SH		SOLE		36,517	0	0
FIRST BANCORP PUERTO RICO	COMMON STOCK USD.1	318672706	341	64,030	SH		SOLE		64,030	0	0
FIRST FINL BANKSHARES INC	COMMON STOCK USD.01	32020R109	217	8,080	SH		SOLE		8,080	0	0
FIRST HORIZON NATIONAL CORP	COMMON STOCK USD.625	320517105	1,412	175,238	SH		SOLE		175,238	0	0
FIRST INDUSTRIAL REALTY TR	REIT USD.01	32054K103	3,437	103,441	SH		SOLE		103,441	0	0
FIRST INTERSTATE BANCSYS A	COMMON STOCK	32055Y201	325	11,272	SH		SOLE		11,272	0	0
FIRST MERCHANTS CORP	COMMON STOCK	320817109	273	10,299	SH		SOLE		10,299	0	0
FIRST OF LONG ISLAND CORP	COMMON STOCK USD.1	320734106	410	23,641	SH		SOLE		23,641	0	0
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	33616C100	616	7,486	SH		SOLE		7,486	0	0
FIRST SOLAR INC	COMMON STOCK USD.001	336433107	131	3,644	SH		SOLE		3,644	0	0
FIRSTCASH INC	COMMON STOCK USD.01	33767D105	436	6,081	SH		SOLE		6,081	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	5,891	147,021	SH		SOLE		147,021	0	0
FISERV INC	COMMON STOCK USD.01	337738108	2,467	25,971	SH		SOLE		25,971	0	0
FIVE BELOW	COMMON STOCK USD.01	33829M101	376	5,337	SH		SOLE		5,337	0	0
FIVE9 INC	COMMON STOCK USD.001	338307101	1,254	16,399	SH		SOLE		16,399	0	0
FLAGSTAR BANCORP INC	COMMON STOCK USD.01	337930705	1,308	65,959	SH		SOLE		65,959	0	0
FLEETCOR TECHNOLOGIES INC	COMMON STOCK USD.001	339041105	428	2,296	SH		SOLE		2,296	0	0
FLOWERS FOODS INC	COMMON STOCK USD.01	343498101	231	11,244	SH		SOLE		11,244	0	0
FLOWSERVE CORP	COMMON STOCK USD1.25	34354P105	188	7,863	SH		SOLE		7,863	0	0
FLUIDIGM CORP	COMMON STOCK USD.001	34385P108	506	199,207	SH		SOLE		199,207	0	0
FLYING EAGLE ACQUISITION COR	UNIT	34407Y202	3,490	350,000	SH		SOLE		350,000	0	0
FMC CORP	COMMON STOCK USD.1	302491303	4,647	56,889	SH		SOLE		56,889	0	0
FNB CORP	COMMON STOCK USD.01	302520101	160	21,668	SH		SOLE		21,668	0	0
FOOT LOCKER INC	COMMON STOCK USD.01	344849104	172	7,811	SH		SOLE		7,811	0	0
FORD MOTOR CO	COMMON STOCK USD.01	345370860	430	89,104	SH		SOLE		89,104	0	0
FORESCOUT TECHNOLOGIES INC	COMMON STOCK USD.01	34553D101	12,608	399,100	SH		SOLE		399,100	0	0
FORTINET INC	COMMON STOCK USD.001	34959E109	3,450	34,105	SH		SOLE		34,105	0	0
FORTUNE BRANDS HOME SECURI	COMMON STOCK USD.01	34964C106	2,204	50,957	SH		SOLE		50,957	0	0
FORTY SEVEN INC	COMMON STOCK USD.0001	34983P104	3,798	39,800	SH		SOLE		39,800	0	0
FORUM MERGER II CORP CL A	COMMON STOCK USD.0001	34986F103	2,058	200,000	SH		SOLE		200,000	0	0
FOUNDATION BUILDING MATERIAL	COMMON STOCK USD.001	350392106	252	24,454	SH		SOLE		24,454	0	0
FOX CORP CLASS A	COMMON STOCK USD.01	35137L105	748	31,659	SH		SOLE		31,659	0	0
FRANKLIN COVEY CO	COMMON STOCK USD.05	353469109	610	39,241	SH		SOLE		39,241	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	745	110,348	SH		SOLE		110,348	0	0
FRONT YARD RESIDENTIAL CORP	REIT USD.01	35904G107	5,360	448,500	SH		SOLE		448,500	0	0
FTI CONSULTING INC	COMMON STOCK USD.01	302941109	665	5,555	SH		SOLE		5,555	0	0
FULTON FINANCIAL CORP	COMMON STOCK USD2.5	360271100	111	9,639	SH		SOLE		9,639	0	0
GALILEO ACQUISITION CORP	COMMON STOCK	G3770A102	484	50,000	SH		SOLE		50,000	0	0
GAMING AND LEISURE PROPERTIE	REIT	36467J108	477	17,206	SH		SOLE		17,206	0	0
GARMIN LTD	COMMON STOCK CHF.1	H2906T109	361	4,820	SH		SOLE		4,820	0	0
GASLOG LTD	COMMON STOCK USD.01	G37585109	277	76,472	SH		SOLE		76,472	0	0
GATX CORP	COMMON STOCK USD.625	361448103	118	1,888	SH		SOLE		1,888	0	0
GDS HOLDINGS LTD ADR	ADR USD.0004	36165L108	1,048	18,079	SH		SOLE		18,079	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	791	8,495	SH		SOLE		8,495	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	369550108	1,205	9,106	SH		SOLE		9,106	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	2,784	350,621	SH		SOLE		350,621	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	1,044	19,776	SH		SOLE		19,776	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	2,073	99,762	SH		SOLE		99,762	0	0
GENESCO INC	COMMON STOCK USD1.0	371532102	121	9,055	SH		SOLE		9,055	0	0
GENMARK DIAGNOSTICS INC	COMMON STOCK USD.0001	372309104	184	44,626	SH		SOLE		44,626	0	0
GENPACT LTD	COMMON STOCK USD.01	G3922B107	891	30,521	SH		SOLE		30,521	0	0
GENTEX CORP	COMMON STOCK USD.06	371901109	1,801	81,285	SH		SOLE		81,285	0	0
GEO GROUP INC/THE	REIT USD.01	36162J106	852	70,064	SH		SOLE		70,064	0	0
GETTY REALTY CORP	REIT USD.01	374297109	1,097	46,225	SH		SOLE		46,225	0	0
GILAT SATELLITE NETWORKS LTD	COMMON STOCK ILS.2	M51474118	2,680	378,052	SH		SOLE		378,052	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	3,679	49,205	SH		SOLE		49,205	0	0
GLADSTONE COMMERCIAL CORP	REIT USD.001	376536108	295	20,554	SH		SOLE		20,554	0	0
GLOBAL MEDICAL REIT INC	REIT	37954A204	687	67,873	SH		SOLE		67,873	0	0
GLOBAL PAYMENTS INC	COMMON STOCK	37940X102	3,363	23,316	SH		SOLE		23,316	0	0
GLOBALSTAR INC	COMMON STOCK USD.0001	378973408	21	70,200	SH		SOLE		70,200	0	0
GLOBE LIFE INC	COMMON STOCK USD1.0	37959E102	165	2,288	SH		SOLE		2,288	0	0
GLOBUS MEDICAL INC A	COMMON STOCK USD.001	379577208	1,337	31,428	SH		SOLE		31,428	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	2,226	14,399	SH		SOLE		14,399	0	0
GOODYEAR TIRE RUBBER CO	COMMON STOCK	382550101	116	19,996	SH		SOLE		19,996	0	0
GORES HOLDINGS IV INC	UNIT	382865202	0	4	SH		SOLE		4	0	0
GORES HOLDINGS IV INC CL A	COMMON STOCK USD.0001	382865103	985	99,996	SH		SOLE		99,996	0	0
GORES HOLDINGS IV INC CL A	GORES HOLDINGS IV INC CW25	382865111	14	24,999	SH		SOLE		24,999	0	0
GRACO INC	COMMON STOCK USD1.0	384109104	1,117	22,931	SH		SOLE		22,931	0	0
GRAFTECH INTERNATIONAL LTD	COMMON STOCK USD.01	384313508	81	9,984	SH		SOLE		9,984	0	0
GRAHAM HOLDINGS CO CLASS B	COMMON STOCK USD1.0	384637104	57	166	SH		SOLE		166	0	0
GRAND CANYON EDUCATION INC	COMMON STOCK USD.01	38526M106	106	1,390	SH		SOLE		1,390	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	312	29,006	SH		SOLE		29,006	0	0
GREEN DOT CORP CLASS A	COMMON STOCK USD.001	39304D102	506	19,917	SH		SOLE		19,917	0	0
GRUBHUB INC	COMMON STOCK USD.0001	400110102	110	2,703	SH		SOLE		2,703	0	0
HE EQUIPMENT SERVICES INC	COMMON STOCK USD.01	404030108	282	19,205	SH		SOLE		19,205	0	0
HACKETT GROUP INC/THE	COMMON STOCK USD.001	404609109	792	62,272	SH		SOLE		62,272	0	0
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	405024100	2,532	25,409	SH		SOLE		25,409	0	0
HAIN CELESTIAL GROUP INC	COMMON STOCK USD.01	405217100	141	5,445	SH		SOLE		5,445	0	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	1,077	157,240	SH		SOLE		157,240	0	0
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	40637H109	736	40,904	SH		SOLE		40,904	0	0
HANCOCK WHITNEY CORP	COMMON STOCK USD3.33	410120109	111	5,696	SH		SOLE		5,696	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	483	61,408	SH		SOLE		61,408	0	0
HANOVER INSURANCE GROUP INC/	COMMON STOCK USD.01	410867105	186	2,048	SH		SOLE		2,048	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	124	6,545	SH		SOLE		6,545	0	0
HARMONIC INC	COMMON STOCK USD.001	413160102	278	48,208	SH		SOLE		48,208	0	0
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	416515104	277	7,863	SH		SOLE		7,863	0	0
HASBRO INC	COMMON STOCK USD.5	418056107	263	3,669	SH		SOLE		3,669	0	0
HAWAIIAN ELECTRIC INDS	COMMON STOCK	419870100	340	7,905	SH		SOLE		7,905	0	0
HAWKINS INC	COMMON STOCK USD.05	420261109	333	9,350	SH		SOLE		9,350	0	0
HCA HEALTHCARE INC	COMMON STOCK USD.01	40412C101	533	5,932	SH		SOLE		5,932	0	0
HEALTHCARE MERGER CORP A	COMMON STOCK	42227L102	246	25,000	SH		SOLE		25,000	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	830	29,717	SH		SOLE		29,717	0	0
HEALTHCARE TRUST OF AME CL A	REIT USD.01	42225P501	1,184	48,763	SH		SOLE		48,763	0	0
HEALTHEQUITY INC	COMMON STOCK USD.0001	42226A107	98	1,930	SH		SOLE		1,930	0	0
HEALTHPEAK PROPERTIES INC	REIT USD1.0	42250P103	1,956	82,021	SH		SOLE		82,021	0	0
HEARTLAND FINANCIAL USA INC	COMMON STOCK USD1.0	42234Q102	1,431	47,381	SH		SOLE		47,381	0	0
HEICO CORP	COMMON STOCK USD.01	422806109	3,054	40,933	SH		SOLE		40,933	0	0
HELEN OF TROY LTD	COMMON STOCK USD.1	G4388N106	965	6,698	SH		SOLE		6,698	0	0
HELIX ENERGY SOLUTIONS GROUP	COMMON STOCK	42330P107	170	103,498	SH		SOLE		103,498	0	0
HELMERICH PAYNE	COMMON STOCK USD.1	423452101	505	32,247	SH		SOLE		32,247	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	374	7,409	SH		SOLE		7,409	0	0
HERMAN MILLER INC	COMMON STOCK USD.2	600544100	94	4,234	SH		SOLE		4,234	0	0
HERON THERAPEUTICS INC	COMMON STOCK USD.01	427746102	427	36,340	SH		SOLE		36,340	0	0
HERSHEY CO/THE	COMMON STOCK USD1.0	427866108	2,952	22,276	SH		SOLE		22,276	0	0
HEWLETT PACKARD ENTERPRISE	COMMON STOCK USD.01	42824C109	377	38,877	SH		SOLE		38,877	0	0
HIGHWOODS PROPERTIES INC	REIT USD.01	431284108	1,145	32,322	SH		SOLE		32,322	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	2,030	20,176	SH		SOLE		20,176	0	0
HILLTOP HOLDINGS INC	COMMON STOCK USD.01	432748101	805	53,237	SH		SOLE		53,237	0	0
HILTON WORLDWIDE HOLDINGS IN	COMMON STOCK USD.01	43300A203	650	9,532	SH		SOLE		9,532	0	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	239	9,446	SH		SOLE		9,446	0	0
HNI CORP	COMMON STOCK USD1.0	404251100	798	31,674	SH		SOLE		31,674	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	315	12,844	SH		SOLE		12,844	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	882	25,128	SH		SOLE		25,128	0	0
HOME BANCSHARES INC	COMMON STOCK USD.01	436893200	153	12,776	SH		SOLE		12,776	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	30,932	165,668	SH		SOLE		165,668	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	438516106	7,325	54,753	SH		SOLE		54,753	0	0
HORMEL FOODS CORP	COMMON STOCK USD.01465	440452100	440	9,436	SH		SOLE		9,436	0	0
HOST HOTELS RESORTS INC	REIT USD.01	44107P104	1,594	144,381	SH		SOLE		144,381	0	0
HOWMET AEROSPACE INC	COMMON STOCK	443201108	217	13,507	SH		SOLE		13,507	0	0
HP INC	COMMON STOCK USD.01	40434L105	1,640	94,455	SH		SOLE		94,455	0	0
HUBBELL INC	COMMON STOCK USD.01	443510607	469	4,088	SH		SOLE		4,088	0	0
HUDSON PACIFIC PROPERTIES IN	REIT USD.01	444097109	985	38,821	SH		SOLE		38,821	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	2,252	7,170	SH		SOLE		7,170	0	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	343	3,718	SH		SOLE		3,718	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	411	50,030	SH		SOLE		50,030	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	13,401	73,545	SH		SOLE		73,545	0	0
HURON CONSULTING GROUP INC	COMMON STOCK USD.01	447462102	1,183	26,089	SH		SOLE		26,089	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44919P508	1,558	8,691	SH		SOLE		8,691	0	0
IBERIABANK CORP	COMMON STOCK USD1.0	450828108	3,561	98,491	SH		SOLE		98,491	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	146	17,186	SH		SOLE		17,186	0	0
ICU MEDICAL INC	COMMON STOCK USD.1	44930G107	93	463	SH		SOLE		463	0	0
IDACORP INC	COMMON STOCK	451107106	354	4,027	SH		SOLE		4,027	0	0
IDEX CORP	COMMON STOCK USD.01	45167R104	19,092	138,238	SH		SOLE		138,238	0	0
IDEXX LABORATORIES INC	COMMON STOCK USD.1	45168D104	402	1,660	SH		SOLE		1,660	0	0
IHEARTMEDIA INC CLASS A	COMMON STOCK	45174J509	2,219	303,587	SH		SOLE		303,587	0	0
IHS MARKIT LTD	COMMON STOCK USD.01	G47567105	2,247	37,451	SH		SOLE		37,451	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	2,248	15,816	SH		SOLE		15,816	0	0
ILLUMINA INC	COMMON STOCK USD.01	452327109	917	3,359	SH		SOLE		3,359	0	0
IMAX CORP	COMMON STOCK	45245E109	226	24,956	SH		SOLE		24,956	0	0
INCYTE CORP	COMMON STOCK USD.001	45337C102	786	10,740	SH		SOLE		10,740	0	0
INGERSOLL RAND INC	COMMON STOCK USD.01	45687V106	157	6,319	SH		SOLE		6,319	0	0
INGEVITY CORP	COMMON STOCK USD.01	45688C107	351	9,975	SH		SOLE		9,975	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	2,015	26,684	SH		SOLE		26,684	0	0
INNOVATIVE INDUSTRIAL PROPER	REIT USD.001	45781V101	545	7,183	SH		SOLE		7,183	0	0
INNOVIVA INC	COMMON STOCK	45781M101	1,021	86,833	SH		SOLE		86,833	0	0
INOVALON HOLDINGS INC A	COMMON STOCK USD.000005	45781D101	839	50,342	SH		SOLE		50,342	0	0
INSPERITY INC	COMMON STOCK USD.01	45778Q107	98	2,626	SH		SOLE		2,626	0	0
INSURANCE ACQUISITION CORP A	COMMON STOCK USD.0001	457867109	2,012	200,000	SH		SOLE		200,000	0	0
INTEGER HOLDINGS CORP	COMMON STOCK USD.001	45826H109	1,041	16,567	SH		SOLE		16,567	0	0
INTEGRA LIFESCIENCES HOLDING	COMMON STOCK USD.01	457985208	267	5,971	SH		SOLE		5,971	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	11,051	204,187	SH		SOLE		204,187	0	0
INTELLIA THERAPEUTICS INC	COMMON STOCK USD.0001	45826J105	392	32,076	SH		SOLE		32,076	0	0
INTERACTIVE BROKERS GRO CL A	COMMON STOCK USD.01	45841N107	225	5,206	SH		SOLE		5,206	0	0
INTERCEPT PHARMACEUTICALS IN	COMMON STOCK USD.001	45845P108	221	3,504	SH		SOLE		3,504	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	13,367	165,541	SH		SOLE		165,541	0	0
INTERDIGITAL INC	COMMON STOCK USD.01	45867G101	135	3,029	SH		SOLE		3,029	0	0
INTERFACE INC	COMMON STOCK USD.1	458665304	320	42,361	SH		SOLE		42,361	0	0
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.0	459044103	59	2,201	SH		SOLE		2,201	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	460146103	2,063	66,270	SH		SOLE		66,270	0	0
INTERPRIVATE ACQUISITION COR	COMMON STOCK	46064A103	3,598	374,998	SH		SOLE		374,998	0	0
INTERPRIVATE ACQUISITION COR	UNIT	46064A202	0	2	SH		SOLE		2	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	174	10,729	SH		SOLE		10,729	0	0
INTERSECT ENT INC	COMMON STOCK USD.001	46071F103	479	40,397	SH		SOLE		40,397	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	3,701	33,359	SH		SOLE		33,359	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	1,852	8,053	SH		SOLE		8,053	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	144	15,869	SH		SOLE		15,869	0	0
INVESTORS TITLE CO	COMMON STOCK	461804106	308	2,410	SH		SOLE		2,410	0	0
INVITAE CORP	COMMON STOCK USD.0001	46185L103	422	30,864	SH		SOLE		30,864	0	0
INVITATION HOMES INC	REIT USD.01	46187W107	4,110	192,341	SH		SOLE		192,341	0	0
ION GEOPHYSICAL CORP	COMMON STOCK USD.01	462044207	8	6,683	SH		SOLE		6,683	0	0
IOVANCE BIOTHERAPEUTICS INC	COMMON STOCK USD.000041666	462260100	602	20,121	SH		SOLE		20,121	0	0
IQVIA HOLDINGS INC	COMMON STOCK USD.01	46266C105	2,614	24,235	SH		SOLE		24,235	0	0
IRIDIUM COMMUNICATIONS INC	COMMON STOCK USD.001	46269C102	612	27,389	SH		SOLE		27,389	0	0
IRON MOUNTAIN INC	REIT USD.01	46284V101	1,899	79,769	SH		SOLE		79,769	0	0
IRONWOOD PHARMACEUTICALS INC	COMMON STOCK USD.001	46333X108	712	70,574	SH		SOLE		70,574	0	0
ISHARES CORE SP MID CAP ETF	ISHARES CORE S+P MIDCAP ETF	464287507	5,179	36,003	SH		SOLE		36,003	0	0
ISHARES MSCI ACWI ETF	ISHARES MSCI ACWI ETF	464288257	5,894	94,193	SH		SOLE		94,193	0	0
ISHARES MSCI AUSTRALIA ETF	ISHARES MSCI AUSTRALIA ETF	464286103	2,173	139,849	SH		SOLE		139,849	0	0
ISHARES MSCI CANADA ETF	ISHARES MSCI CANADA ETF	464286509	22,066	1,009,865	SH		SOLE		1,009,865	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	211,795	3,961,748	SH		SOLE		3,961,748	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	64,470	1,888,956	SH		SOLE		1,888,956	0	0
ISHARES MSCI WORLD ETF	ISHARES MSCI WORLD ETF	464286392	2,384	30,595	SH		SOLE		30,595	0	0
ITRON INC	COMMON STOCK	465741106	413	7,399	SH		SOLE		7,399	0	0
ITT INC	COMMON STOCK USD1.0	45073V108	904	19,929	SH		SOLE		19,929	0	0
J.C. PENNEY CO INC	COMMON STOCK USD.5	708160106	91	252,200	SH		SOLE		252,200	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	292	3,900	SH		SOLE		3,900	0	0
JABIL INC	COMMON STOCK USD.001	466313103	260	10,588	SH		SOLE		10,588	0	0
JACK HENRY ASSOCIATES INC	COMMON STOCK USD.01	426281101	5,383	34,675	SH		SOLE		34,675	0	0
JACK IN THE BOX INC	COMMON STOCK USD.01	466367109	54	1,527	SH		SOLE		1,527	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.0	469814107	588	7,422	SH		SOLE		7,422	0	0
JANUS HENDERSON GROUP PLC	COMMON STOCK	G4474Y214	177	11,546	SH		SOLE		11,546	0	0
JBG SMITH PROPERTIES	REIT USD.01	46590V100	1,094	34,372	SH		SOLE		34,372	0	0
JD.COM INC ADR	ADR USD.00002	47215P106	897	22,147	SH		SOLE		22,147	0	0
JEFFERIES FINANCIAL GROUP IN	COMMON STOCK USD1.0	47233W109	306	22,354	SH		SOLE		22,354	0	0
JETBLUE AIRWAYS CORP	COMMON STOCK USD.01	477143101	176	19,655	SH		SOLE		19,655	0	0
JM SMUCKER CO/THE	COMMON STOCK	832696405	349	3,147	SH		SOLE		3,147	0	0
JOHNSON JOHNSON	COMMON STOCK USD1.0	478160104	32,283	246,189	SH		SOLE		246,189	0	0
JOHNSON CONTROLS INTERNATION	COMMON STOCK USD.01	G51502105	2,635	97,748	SH	��	SOLE		97,748	0	0
JONES LANG LASALLE INC	COMMON STOCK USD.01	48020Q107	423	4,190	SH		SOLE		4,190	0	0
JOYY INC	ADR USD.00001	46591M109	2,635	49,467	SH		SOLE		49,467	0	0
JPMORGAN CHASE CO	COMMON STOCK USD1.0	46625H100	31,542	350,354	SH		SOLE		350,354	0	0
JUNIPER INDUSTRIAL HLDGS A	COMMON STOCK	48205G106	4,570	475,000	SH		SOLE		475,000	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	230	11,995	SH		SOLE		11,995	0	0
K12 INC	COMMON STOCK USD.0001	48273U102	266	14,108	SH		SOLE		14,108	0	0
KAISER ALUMINUM CORP	COMMON STOCK USD.01	483007704	405	5,841	SH		SOLE		5,841	0	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	292	2,299	SH		SOLE		2,299	0	0
KAR AUCTION SERVICES INC	COMMON STOCK USD.01	48238T109	91	7,621	SH		SOLE		7,621	0	0
KB HOME	COMMON STOCK USD1.0	48666K109	1,640	90,611	SH		SOLE		90,611	0	0
KBR INC	COMMON STOCK USD.001	48242W106	240	11,602	SH		SOLE		11,602	0	0
KELLOGG CO	COMMON STOCK USD.25	487836108	707	11,788	SH		SOLE		11,788	0	0
KEMPER CORP	COMMON STOCK USD.1	488401100	247	3,327	SH		SOLE		3,327	0	0
KEYCORP	COMMON STOCK USD1.0	493267108	234	22,575	SH		SOLE		22,575	0	0
KEYSIGHT TECHNOLOGIES IN	COMMON STOCK	49338L103	660	7,891	SH		SOLE		7,891	0	0
KFORCE INC	COMMON STOCK USD.01	493732101	921	36,030	SH		SOLE		36,030	0	0
KILROY REALTY CORP	REIT USD.01	49427F108	2,065	32,423	SH		SOLE		32,423	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	3,006	23,512	SH		SOLE		23,512	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	119	12,338	SH		SOLE		12,338	0	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	1,643	118,053	SH		SOLE		118,053	0	0
KLA CORP	COMMON STOCK USD.001	482480100	1,751	12,184	SH		SOLE		12,184	0	0
KNIGHT SWIFT TRANSPORTATION	COMMON STOCK USD.001	499049104	104	3,166	SH		SOLE		3,166	0	0
KOHLS CORP	COMMON STOCK USD.01	500255104	100	6,863	SH		SOLE		6,863	0	0
KRAFT HEINZ CO/THE	COMMON STOCK USD.01	500754106	731	29,549	SH		SOLE		29,549	0	0
KROGER CO	COMMON STOCK USD1.0	501044101	975	32,355	SH		SOLE		32,355	0	0
L BRANDS INC	COMMON STOCK USD.5	501797104	129	11,151	SH		SOLE		11,151	0	0
L3HARRIS TECHNOLOGIES INC	COMMON STOCK USD1.0	502431109	2,809	15,595	SH		SOLE		15,595	0	0
LA Z BOY INC	COMMON STOCK USD1.0	505336107	217	10,553	SH		SOLE		10,553	0	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	265	2,099	SH		SOLE		2,099	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	2,418	10,077	SH		SOLE		10,077	0	0
LAMAR ADVERTISING CO A	REIT USD.001	512816109	269	5,252	SH		SOLE		5,252	0	0
LAMB WESTON HOLDINGS INC	COMMON STOCK USD1.0	513272104	237	4,148	SH		SOLE		4,148	0	0
LANCASTER COLONY CORP	COMMON STOCK	513847103	212	1,467	SH		SOLE		1,467	0	0
LANDCADIA HOLDINGS II INC A	COMMON STOCK USD.0001	51476X105	2,223	225,000	SH		SOLE		225,000	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	977	10,192	SH		SOLE		10,192	0	0
LAS VEGAS SANDS CORP	COMMON STOCK USD.001	517834107	788	18,554	SH		SOLE		18,554	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	455	25,534	SH		SOLE		25,534	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	344	4,234	SH		SOLE		4,234	0	0
LEGG MASON INC	COMMON STOCK USD.1	524901105	18,773	384,302	SH		SOLE		384,302	0	0
LEGGETT PLATT INC	COMMON STOCK USD.01	524660107	145	5,434	SH		SOLE		5,434	0	0
LEIDOS HOLDINGS INC	COMMON STOCK USD.0001	525327102	3,830	41,793	SH		SOLE		41,793	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	342	8,964	SH		SOLE		8,964	0	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	3,973	21,857	SH		SOLE		21,857	0	0
LEXINFINTECH HOLDINGS L ADR	ADR	528877103	1,602	180,554	SH		SOLE		180,554	0	0
LEXINGTON REALTY TRUST	REIT USD.0001	529043101	1,357	136,687	SH		SOLE		136,687	0	0
LF CAPITAL ACQUISITION COR A	COMMON STOCK USD.0001	50200K108	2,053	200,000	SH		SOLE		200,000	0	0
LGL SYSTEMS ACQUISITION A	COMMON STOCK	50201G106	1,038	100,000	SH		SOLE		100,000	0	0
LGL SYSTEMS ACQUISITION A	LGL SYSTEMS ACQUISITI CW26	50201G114	60	50,000	SH		SOLE		50,000	0	0
LIBERTY MEDIA COR SIRIUSXM C	TRACKING STK USD.01	531229607	729	23,058	SH		SOLE		23,058	0	0
LIFE STORAGE INC	REIT USD.01	53223X107	2,455	25,967	SH		SOLE		25,967	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	56	772	SH		SOLE		772	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK	533900106	348	5,045	SH		SOLE		5,045	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	163	6,188	SH		SOLE		6,188	0	0
LINDE PLC	COMMON STOCK EUR.001	G5494J103	3,067	17,726	SH		SOLE		17,726	0	0
LITHIA MOTORS INC CL A	COMMON STOCK	536797103	1,246	15,235	SH		SOLE		15,235	0	0
LITTELFUSE INC	COMMON STOCK USD.01	537008104	147	1,104	SH		SOLE		1,104	0	0
LIVE NATION ENTERTAINMENT IN	COMMON STOCK USD.01	538034109	60	1,323	SH		SOLE		1,323	0	0
LIVERAMP HOLDINGS INC	COMMON STOCK USD.1	53815P108	173	5,252	SH		SOLE		5,252	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	727	35,469	SH		SOLE		35,469	0	0
LOCKHEED MARTIN CORP	COMMON STOCK USD1.0	539830109	21,404	63,148	SH		SOLE		63,148	0	0
LOEWS CORP	COMMON STOCK USD.01	540424108	289	8,303	SH		SOLE		8,303	0	0
LOGMEIN INC	COMMON STOCK USD.01	54142L109	13,454	161,557	SH		SOLE		161,557	0	0
LOMA NEGRA CIA IND SPON ADR	ADR	54150E104	607	170,881	SH		SOLE		170,881	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.0	546347105	378	21,995	SH		SOLE		21,995	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	1,859	21,603	SH		SOLE		21,603	0	0
LUMENTUM HOLDINGS INC	COMMON STOCK USD.001	55024U109	2,324	31,528	SH		SOLE		31,528	0	0
LUMINEX CORP	COMMON STOCK USD.001	55027E102	429	15,577	SH		SOLE		15,577	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	1,357	27,345	SH		SOLE		27,345	0	0
M T BANK CORP	COMMON STOCK USD.5	55261F104	463	4,480	SH		SOLE		4,480	0	0
MACERICH CO/THE	REIT USD.01	554382101	74	13,207	SH		SOLE		13,207	0	0
MACK CALI REALTY CORP	REIT USD.01	554489104	93	6,107	SH		SOLE		6,107	0	0
MAGELLAN HEALTH INC	COMMON STOCK USD.01	559079207	427	8,869	SH		SOLE		8,869	0	0
MANHATTAN ASSOCIATES INC	COMMON STOCK USD.01	562750109	264	5,291	SH		SOLE		5,291	0	0
MANNKIND CORP	COMMON STOCK USD.01	56400P706	672	652,400	SH		SOLE		652,400	0	0
MANPOWERGROUP INC	COMMON STOCK USD.01	56418H100	706	13,316	SH		SOLE		13,316	0	0
MARATHON OIL CORP	COMMON STOCK USD1.0	565849106	280	85,188	SH		SOLE		85,188	0	0
MARATHON PETROLEUM CORP	COMMON STOCK USD.01	56585A102	6,660	281,964	SH		SOLE		281,964	0	0
MARCUS MILLICHAP INC	COMMON STOCK USD.0001	566324109	718	26,481	SH		SOLE		26,481	0	0
MARKEL CORP	COMMON STOCK	570535104	3,138	3,382	SH		SOLE		3,382	0	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	631	1,897	SH		SOLE		1,897	0	0
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	571903202	1,224	16,356	SH		SOLE		16,356	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	1,188	21,372	SH		SOLE		21,372	0	0
MARSH MCLENNAN COS	COMMON STOCK USD1.0	571748102	6,813	78,799	SH		SOLE		78,799	0	0
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	573284106	760	4,016	SH		SOLE		4,016	0	0
MASCO CORP	COMMON STOCK USD1.0	574599106	980	28,338	SH		SOLE		28,338	0	0
MASIMO CORP	COMMON STOCK USD.001	574795100	491	2,771	SH		SOLE		2,771	0	0
MASONITE INTERNATIONAL CORP	COMMON STOCK	575385109	1,349	28,438	SH		SOLE		28,438	0	0
MASTEC INC	COMMON STOCK USD.1	576323109	161	4,915	SH		SOLE		4,915	0	0
MASTERCARD INC A	COMMON STOCK USD.0001	57636Q104	31,141	128,918	SH		SOLE		128,918	0	0
MATERION CORP	COMMON STOCK	576690101	762	21,770	SH		SOLE		21,770	0	0
MATRIX SERVICE CO	COMMON STOCK USD.01	576853105	200	21,159	SH		SOLE		21,159	0	0
MATTEL INC	COMMON STOCK USD1.0	577081102	82	9,268	SH		SOLE		9,268	0	0
MAXIM INTEGRATED PRODUCTS	COMMON STOCK USD.001	57772K101	382	7,863	SH		SOLE		7,863	0	0
MAXIMUS INC	COMMON STOCK	577933104	290	4,989	SH		SOLE		4,989	0	0
MCCORMICK CO NON VTG SHRS	COMMON STOCK	579780206	207	1,468	SH		SOLE		1,468	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	6,147	37,177	SH		SOLE		37,177	0	0
MCGRATH RENTCORP	COMMON STOCK	580589109	1,157	22,091	SH		SOLE		22,091	0	0
MCKESSON CORP W/D	COMMON STOCK USD.01	58155Q103	669	4,943	SH		SOLE		4,943	0	0
MDU RESOURCES GROUP INC	COMMON STOCK USD1.0	552690109	489	22,767	SH		SOLE		22,767	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	3,050	176,388	SH		SOLE		176,388	0	0
MEDNAX INC	COMMON STOCK USD.01	58502B106	119	10,239	SH		SOLE		10,239	0	0
MEDPACE HOLDINGS INC	COMMON STOCK USD.01	58506Q109	558	7,603	SH		SOLE		7,603	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	9,877	109,529	SH		SOLE		109,529	0	0
MEET GROUP INC/THE	COMMON STOCK USD.001	58513U101	9,000	1,533,300	SH		SOLE		1,533,300	0	0
MEGALITH FINANCIAL ACQUISI A	COMMON STOCK USD.0001	58518F109	2,058	200,000	SH		SOLE		200,000	0	0
MELCO RESORTS ENTERT ADR	ADR USD.01	585464100	3	272	SH		SOLE		272	0	0
MERCK CO. INC.	COMMON STOCK USD.5	58933Y105	23,457	304,878	SH		SOLE		304,878	0	0
MERCURY GENERAL CORP	COMMON STOCK	589400100	70	1,721	SH		SOLE		1,721	0	0
MERCURY SYSTEMS INC	COMMON STOCK USD.01	589378108	110	1,544	SH		SOLE		1,544	0	0
MEREDITH CORP	COMMON STOCK USD1.0	589433101	12	953	SH		SOLE		953	0	0
METHODE ELECTRONICS INC	COMMON STOCK USD.5	591520200	282	10,657	SH		SOLE		10,657	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	2,589	84,689	SH		SOLE		84,689	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	10,084	14,603	SH		SOLE		14,603	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	552848103	452	71,148	SH		SOLE		71,148	0	0
MGM GROWTH PROPERTIES LLC A	REIT	55303A105	196	8,278	SH		SOLE		8,278	0	0
MGM RESORTS INTERNATIONAL	COMMON STOCK USD.01	552953101	580	49,125	SH		SOLE		49,125	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	499	7,354	SH		SOLE		7,354	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	2,373	56,431	SH		SOLE		56,431	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	122,329	775,660	SH		SOLE		775,660	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	267	2,258	SH		SOLE		2,258	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	2,201	21,362	SH		SOLE		21,362	0	0
MILLENDO THERAPEUTICS INC	COMMON STOCK	60040X103	142	26,985	SH		SOLE		26,985	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	1,346	37,113	SH		SOLE		37,113	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	132	1,621	SH		SOLE		1,621	0	0
MODINE MANUFACTURING CO	COMMON STOCK USD.625	607828100	180	55,361	SH		SOLE		55,361	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	118	1,546	SH		SOLE		1,546	0	0
MOLECULAR TEMPLATES INC	COMMON STOCK USD.001	608550109	217	16,291	SH		SOLE		16,291	0	0
MOLINA HEALTHCARE INC	COMMON STOCK USD.001	60855R100	250	1,788	SH		SOLE		1,788	0	0
MOLSON COORS BEVERAGE CO B	COMMON STOCK USD.01	60871R209	838	21,477	SH		SOLE		21,477	0	0
MOMENTA PHARMACEUTICALS INC	COMMON STOCK USD.0001	60877T100	239	8,802	SH		SOLE		8,802	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	10,169	203,049	SH		SOLE		203,049	0	0
MONOLITHIC POWER SYSTEMS INC	COMMON STOCK USD.001	609839105	491	2,934	SH		SOLE		2,934	0	0
MONRO INC	COMMON STOCK USD.01	610236101	256	5,845	SH		SOLE		5,845	0	0
MONSTER BEVERAGE CORP	COMMON STOCK	61174X109	3,918	69,638	SH		SOLE		69,638	0	0
MOODY S CORP	COMMON STOCK USD.01	615369105	6,685	31,607	SH		SOLE		31,607	0	0
MOOG INC CLASS A	COMMON STOCK USD1.0	615394202	1,005	19,895	SH		SOLE		19,895	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	3,544	104,240	SH		SOLE		104,240	0	0
MORNINGSTAR INC	COMMON STOCK	617700109	46	398	SH		SOLE		398	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	257	23,729	SH		SOLE		23,729	0	0
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	620076307	561	4,221	SH		SOLE		4,221	0	0
MR COOPER GROUP INC	COMMON STOCK USD.01	62482R107	120	16,347	SH		SOLE		16,347	0	0
MSA SAFETY INC	COMMON STOCK	553498106	219	2,168	SH		SOLE		2,168	0	0
MSC INDUSTRIAL DIRECT CO A	COMMON STOCK USD.001	553530106	1,764	32,084	SH		SOLE		32,084	0	0
MSCI INC	COMMON STOCK USD.01	55354G100	13,239	45,817	SH		SOLE		45,817	0	0
MURPHY OIL CORP	COMMON STOCK USD1.0	626717102	85	13,898	SH		SOLE		13,898	0	0
MURPHY USA INC	COMMON STOCK	626755102	419	4,968	SH		SOLE		4,968	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	227	15,227	SH		SOLE		15,227	0	0
N B T BANCORP INC	COMMON STOCK USD.01	628778102	702	21,673	SH		SOLE		21,673	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	202	2,124	SH		SOLE		2,124	0	0
NATERA INC	COMMON STOCK USD.0001	632307104	1,205	40,344	SH		SOLE		40,344	0	0
NATIONAL CINEMEDIA INC	COMMON STOCK USD.01	635309107	145	44,404	SH		SOLE		44,404	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.0	636180101	307	8,220	SH		SOLE		8,220	0	0
NATIONAL GENERAL HLDGS	COMMON STOCK USD.01	636220303	862	52,086	SH		SOLE		52,086	0	0
NATIONAL HEALTHCARE CORP	COMMON STOCK USD.01	635906100	566	7,894	SH		SOLE		7,894	0	0
NATIONAL INSTRUMENTS CORP	COMMON STOCK USD.01	636518102	1,468	44,382	SH		SOLE		44,382	0	0
NATIONAL RESEARCH CORP	COMMON STOCK USD.001	637372202	524	11,513	SH		SOLE		11,513	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	1,189	36,937	SH		SOLE		36,937	0	0
NATIONAL STORAGE AFFILIATES	REIT USD.01	637870106	1,195	40,377	SH		SOLE		40,377	0	0
NATIONAL VISION HOLDINGS INC	COMMON STOCK USD.01	63845R107	287	14,795	SH		SOLE		14,795	0	0
NAVIENT CORP	COMMON STOCK USD.01	63938C108	418	55,169	SH		SOLE		55,169	0	0
NCR CORPORATION	COMMON STOCK USD.01	62886E108	66	3,728	SH		SOLE		3,728	0	0
NEKTAR THERAPEUTICS	COMMON STOCK USD.0001	640268108	80	4,479	SH		SOLE		4,479	0	0
NEOPHOTONICS CORP	COMMON STOCK USD.0025	64051T100	272	37,537	SH		SOLE		37,537	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	577	13,850	SH		SOLE		13,850	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	767	2,391	SH		SOLE		2,391	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	11,877	31,630	SH		SOLE		31,630	0	0
NETSCOUT SYSTEMS INC	COMMON STOCK USD.001	64115T104	140	5,900	SH		SOLE		5,900	0	0
NEW JERSEY RESOURCES CORP	COMMON STOCK USD2.5	646025106	321	9,438	SH		SOLE		9,438	0	0
NEW ORIENTAL EDUCATIO SP ADR	ADR USD.01	647581107	392	3,625	SH		SOLE		3,625	0	0
NEW RESIDENTIAL INVESTMENT	REIT USD.01	64828T201	86	17,157	SH		SOLE		17,157	0	0
NEW YORK COMMUNITY BANCORP	COMMON STOCK USD.01	649445103	244	26,033	SH		SOLE		26,033	0	0
NEW YORK TIMES CO A	COMMON STOCK USD.1	650111107	674	21,934	SH		SOLE		21,934	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	205	15,457	SH		SOLE		15,457	0	0
NEWMARKET CORP	COMMON STOCK	651587107	134	351	SH		SOLE		351	0	0
NEWMONT CORP	COMMON STOCK USD1.6	651639106	1,079	23,840	SH		SOLE		23,840	0	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	25	28,004	SH		SOLE		28,004	0	0
NEXPOINT RESIDENTIAL	REIT USD.01	65341D102	387	15,364	SH		SOLE		15,364	0	0
NEXSTAR MEDIA GROUP INC CL A	COMMON STOCK USD.01	65336K103	600	10,395	SH		SOLE		10,395	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	5,709	23,726	SH		SOLE		23,726	0	0
NEXTIER OILFIELD SOLUTIONS I	COMMON STOCK USD.01	65290C105	55	46,832	SH		SOLE		46,832	0	0
NIC INC	COMMON STOCK	62914B100	517	22,475	SH		SOLE		22,475	0	0
NIELSEN HOLDINGS PLC	COMMON STOCK EUR.07	G6518L108	181	14,473	SH		SOLE		14,473	0	0
NIKE INC CL B	COMMON STOCK	654106103	11,744	141,942	SH		SOLE		141,942	0	0
NORDIC AMERICAN TANKERS LTD	COMMON STOCK USD.01	G65773106	345	76,254	SH		SOLE		76,254	0	0
NORDSON CORP	COMMON STOCK	655663102	527	3,899	SH		SOLE		3,899	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	655844108	1,178	8,067	SH		SOLE		8,067	0	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	445	5,899	SH		SOLE		5,899	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.0	666807102	1,334	4,410	SH		SOLE		4,410	0	0
NORTHWEST BANCSHARES INC	COMMON STOCK USD.01	667340103	939	81,115	SH		SOLE		81,115	0	0
NORTHWEST NATURAL HOLDING CO	COMMON STOCK	66765N105	193	3,123	SH		SOLE		3,123	0	0
NORTHWESTERN CORP	COMMON STOCK USD.01	668074305	255	4,264	SH		SOLE		4,264	0	0
NORTONLIFELOCK INC	COMMON STOCK USD.01	668771108	468	24,991	SH		SOLE		24,991	0	0
NORWEGIAN CRUISE LINE HOLDIN	COMMON STOCK USD.001	G66721104	114	10,443	SH		SOLE		10,443	0	0
NOVAVAX INC	COMMON STOCK USD.01	670002401	242	17,810	SH		SOLE		17,810	0	0
NOVOCURE LTD	COMMON STOCK	G6674U108	240	3,567	SH		SOLE		3,567	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	2,656	97,424	SH		SOLE		97,424	0	0
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	67018T105	104	4,753	SH		SOLE		4,753	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	2,494	69,251	SH		SOLE		69,251	0	0
NUVASIVE INC	COMMON STOCK USD.001	670704105	662	13,067	SH		SOLE		13,067	0	0
NVENT ELECTRIC PLC	COMMON STOCK USD.01	G6700G107	206	12,232	SH		SOLE		12,232	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	11,391	43,213	SH		SOLE		43,213	0	0
NVR INC	COMMON STOCK USD.01	62944T105	414	161	SH		SOLE		161	0	0
NXP SEMICONDUCTORS NV	COMMON STOCK	N6596X109	489	5,895	SH		SOLE		5,895	0	0
O I GLASS INC	COMMON STOCK	67098H104	73	10,266	SH		SOLE		10,266	0	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	7,894	26,223	SH		SOLE		26,223	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	500	16,272	SH		SOLE		16,272	0	0
OKTA INC	COMMON STOCK	679295105	474	3,877	SH		SOLE		3,877	0	0
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	679580100	8,599	65,515	SH		SOLE		65,515	0	0
OLD NATIONAL BANCORP	COMMON STOCK	680033107	884	67,026	SH		SOLE		67,026	0	0
OLD REPUBLIC INTL CORP	COMMON STOCK USD1.0	680223104	237	15,564	SH		SOLE		15,564	0	0
OLD SECOND BANCORP INC	COMMON STOCK USD1.0	680277100	297	42,972	SH		SOLE		42,972	0	0
OLIN CORP	COMMON STOCK USD1.0	680665205	157	13,482	SH		SOLE		13,482	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	376	14,153	SH		SOLE		14,153	0	0
OMNICELL INC	COMMON STOCK USD.001	68213N109	321	4,893	SH		SOLE		4,893	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	298	5,436	SH		SOLE		5,436	0	0
OMNOVA SOLUTIONS INC	COMMON STOCK USD.1	682129101	916	90,374	SH		SOLE		90,374	0	0
ON SEMICONDUCTOR CORP	COMMON STOCK USD.01	682189105	131	10,541	SH		SOLE		10,541	0	0
ONE GAS INC	COMMON STOCK	68235P108	622	7,436	SH		SOLE		7,436	0	0
ONEMAIN HOLDINGS INC	COMMON STOCK USD.01	68268W103	1,383	72,317	SH		SOLE		72,317	0	0
OPKO HEALTH INC	COMMON STOCK USD.01	68375N103	229	171,130	SH		SOLE		171,130	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	7,933	164,140	SH		SOLE		164,140	0	0
ORION ENGINEERED CARBONS SA	COMMON STOCK	L72967109	380	50,940	SH		SOLE		50,940	0	0
ORTHOFIX MEDICAL INC	COMMON STOCK USD.1	68752M108	404	14,414	SH		SOLE		14,414	0	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	1,913	29,745	SH		SOLE		29,745	0	0
OSPREY TECHNOLOGY ACQUISIT A	COMMON STOCK	68839R104	778	80,000	SH		SOLE		80,000	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	539	13,895	SH		SOLE		13,895	0	0
PACCAR INC	COMMON STOCK USD1.0	693718108	520	8,513	SH		SOLE		8,513	0	0
PACIFIC BIOSCIENCES OF CALIF	COMMON STOCK USD.0001	69404D108	304	99,217	SH		SOLE		99,217	0	0
PACIFIC DRILLING SA	COMMON STOCK	L7257P205	25	58,497	SH		SOLE		58,497	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	347	3,993	SH		SOLE		3,993	0	0
PACWEST BANCORP	COMMON STOCK	695263103	167	9,298	SH		SOLE		9,298	0	0
PAPA JOHN S INTL INC	COMMON STOCK USD.01	698813102	91	1,699	SH		SOLE		1,699	0	0
PARK HOTELS RESORTS INC	REIT USD.01	700517105	139	17,520	SH		SOLE		17,520	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	612	4,714	SH		SOLE		4,714	0	0
PATTERSON COS INC	COMMON STOCK USD.01	703395103	421	27,506	SH		SOLE		27,506	0	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	605	9,616	SH		SOLE		9,616	0	0
PAYCOM SOFTWARE INC	COMMON STOCK USD.01	70432V102	347	1,718	SH		SOLE		1,718	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	6,079	63,495	SH		SOLE		63,495	0	0
PBF ENERGY INC CLASS A	COMMON STOCK USD.001	69318G106	59	8,341	SH		SOLE		8,341	0	0
PDL BIOPHARMA INC	COMMON STOCK USD.01	69329Y104	231	81,762	SH		SOLE		81,762	0	0
PEABODY ENERGY CORP	COMMON STOCK	704551100	388	133,706	SH		SOLE		133,706	0	0
PEBBLEBROOK HOTEL TRUST	REIT USD.01	70509V100	133	12,248	SH		SOLE		12,248	0	0
PENN NATIONAL GAMING INC	COMMON STOCK USD.01	707569109	114	9,008	SH		SOLE		9,008	0	0
PENTAIR PLC	COMMON STOCK USD.01	G7S00T104	149	5,004	SH		SOLE		5,004	0	0
PENUMBRA INC	COMMON STOCK USD.001	70975L107	137	849	SH		SOLE		849	0	0
PEOPLE S UNITED FINANCIAL	COMMON STOCK USD.01	712704105	149	13,439	SH		SOLE		13,439	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	8,621	71,779	SH		SOLE		71,779	0	0
PERFORMANCE FOOD GROUP CO	COMMON STOCK USD.01	71377A103	2,044	82,673	SH		SOLE		82,673	0	0
PERSPECTA INC	COMMON STOCK USD.01	715347100	160	8,768	SH		SOLE		8,768	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	5,139	157,441	SH		SOLE		157,441	0	0
PHIBRO ANIMAL HEALTH CORP A	COMMON STOCK USD.001	71742Q106	1,369	56,656	SH		SOLE		56,656	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	8,830	121,025	SH		SOLE		121,025	0	0
PHILLIPS 66	COMMON STOCK	718546104	1,467	27,344	SH		SOLE		27,344	0	0
PHOTRONICS INC	COMMON STOCK USD.01	719405102	675	65,832	SH		SOLE		65,832	0	0
PHYSICIANS REALTY TRUST	REIT USD.01	71943U104	766	54,916	SH		SOLE		54,916	0	0
PIEDMONT OFFICE REALTY TRU A	REIT USD.01	720190206	912	51,633	SH		SOLE		51,633	0	0
PILGRIM S PRIDE CORP	COMMON STOCK USD.01	72147K108	59	3,259	SH		SOLE		3,259	0	0
PINNACLE FINANCIAL PARTNERS	COMMON STOCK USD1.0	72346Q104	1,300	34,639	SH		SOLE		34,639	0	0
PINNACLE WEST CAPITAL	COMMON STOCK	723484101	691	9,122	SH		SOLE		9,122	0	0
PIONEER NATURAL RESOURCES CO	COMMON STOCK USD.01	723787107	598	8,524	SH		SOLE		8,524	0	0
PLURALSIGHT INC A	COMMON STOCK USD.0001	72941B106	611	55,620	SH		SOLE		55,620	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	693475105	1,040	10,870	SH		SOLE		10,870	0	0
PNM RESOURCES INC	COMMON STOCK	69349H107	167	4,400	SH		SOLE		4,400	0	0
POLARIS INC	COMMON STOCK USD.01	731068102	236	4,899	SH		SOLE		4,899	0	0
POLYONE CORPORATION	COMMON STOCK USD.01	73179P106	141	7,456	SH		SOLE		7,456	0	0
POOL CORP	COMMON STOCK USD.001	73278L105	2,100	10,672	SH		SOLE		10,672	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	1,074	30,681	SH		SOLE		30,681	0	0
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK	736508847	2,047	42,707	SH		SOLE		42,707	0	0
POST HOLDINGS INC	COMMON STOCK USD.01	737446104	154	1,853	SH		SOLE		1,853	0	0
POTLATCHDELTIC CORP	REIT USD1.0	737630103	177	5,649	SH		SOLE		5,649	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	2,110	25,235	SH		SOLE		25,235	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	1,421	57,567	SH		SOLE		57,567	0	0
PRA HEALTH SCIENCES INC	COMMON STOCK USD.01	69354M108	385	4,634	SH		SOLE		4,634	0	0
PRECIGEN INC	COMMON STOCK	74017N105	234	68,851	SH		SOLE		68,851	0	0
PRESTIGE CONSUMER HEALTHCARE	COMMON STOCK USD.01	74112D101	1,581	43,104	SH		SOLE		43,104	0	0
PRIMERICA INC	COMMON STOCK	74164M108	4,096	46,288	SH		SOLE		46,288	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	144	4,590	SH		SOLE		4,590	0	0
PROCTER GAMBLE CO/THE	COMMON STOCK	742718109	23,598	214,524	SH		SOLE		214,524	0	0
PROGRESS SOFTWARE CORP	COMMON STOCK USD.01	743312100	922	28,823	SH		SOLE		28,823	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.0	743315103	6,131	83,032	SH		SOLE		83,032	0	0
PROLOGIS INC	REIT USD.01	74340W103	23,118	287,640	SH		SOLE		287,640	0	0
PROOFPOINT INC	COMMON STOCK USD.0001	743424103	400	3,895	SH		SOLE		3,895	0	0
PROPTECH ACQUISITION CORP A	COMMON STOCK	74349F101	99	10,000	SH		SOLE		10,000	0	0
PROSPERITY BANCSHARES INC	COMMON STOCK USD1.0	743606105	261	5,407	SH		SOLE		5,407	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	2,618	50,202	SH		SOLE		50,202	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	2,181	16,092	SH		SOLE		16,092	0	0
PTC INC	COMMON STOCK USD.01	69370C100	568	9,278	SH		SOLE		9,278	0	0
PTC THERAPEUTICS INC	COMMON STOCK USD.001	69366J200	1,204	26,995	SH		SOLE		26,995	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	744573106	834	18,565	SH		SOLE		18,565	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,720	33,836	SH		SOLE		33,836	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	1,801	80,699	SH		SOLE		80,699	0	0
PVH CORP	COMMON STOCK USD1.0	693656100	157	4,179	SH		SOLE		4,179	0	0
QAD INC A	COMMON STOCK	74727D306	448	11,218	SH		SOLE		11,218	0	0
QORVO INC	COMMON STOCK USD.0001	74736K101	304	3,771	SH		SOLE		3,771	0	0
QTS REALTY TRUST INC CL A	REIT USD.01	74736A103	1,204	20,752	SH		SOLE		20,752	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	3,383	50,006	SH		SOLE		50,006	0	0
QUALYS INC	COMMON STOCK USD.001	74758T303	759	8,720	SH		SOLE		8,720	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	181	5,719	SH		SOLE		5,719	0	0
QUEST DIAGNOSTICS INC	COMMON STOCK USD.01	74834L100	270	3,362	SH		SOLE		3,362	0	0
QUOTIENT TECHNOLOGY INC	COMMON STOCK USD.00001	749119103	878	135,104	SH		SOLE		135,104	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	1,399	108,009	SH		SOLE		108,009	0	0
RADIUS HEALTH INC	COMMON STOCK USD.0001	750469207	178	13,694	SH		SOLE		13,694	0	0
RADWARE LTD	COMMON STOCK ILS.05	M81873107	126	6,000	SH		SOLE		6,000	0	0
RALPH LAUREN CORP	COMMON STOCK USD.01	751212101	535	8,003	SH		SOLE		8,003	0	0
RAPID7 INC	COMMON STOCK USD.01	753422104	318	7,344	SH		SOLE		7,344	0	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	124	1,965	SH		SOLE		1,965	0	0
RAYONIER INC	REIT	754907103	182	7,723	SH		SOLE		7,723	0	0
RAYTHEON COMPANY	COMMON STOCK USD.01	755111507	2,450	18,683	SH		SOLE		18,683	0	0
REALOGY HOLDINGS CORP	COMMON STOCK USD.01	75605Y106	248	82,355	SH		SOLE		82,355	0	0
REALTY INCOME CORP	REIT USD1.0	756109104	2,519	50,522	SH		SOLE		50,522	0	0
REATA PHARMACEUTICALS INC A	COMMON STOCK USD.001	75615P103	290	2,012	SH		SOLE		2,012	0	0
REGAL BELOIT CORP	COMMON STOCK USD.01	758750103	197	3,136	SH		SOLE		3,136	0	0
REGENCY CENTERS CORP	REIT USD.01	758849103	1,964	51,104	SH		SOLE		51,104	0	0
REGENERON PHARMACEUTICALS	COMMON STOCK USD.001	75886F107	1,897	3,885	SH		SOLE		3,885	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	358	39,959	SH		SOLE		39,959	0	0
REINSURANCE GROUP OF AMERICA	COMMON STOCK USD.01	759351604	313	3,721	SH		SOLE		3,721	0	0
RELIANCE STEEL ALUMINUM	COMMON STOCK	759509102	2,716	31,008	SH		SOLE		31,008	0	0
RENAISSANCERE HOLDINGS LTD	COMMON STOCK USD1.0	G7496G103	792	5,303	SH		SOLE		5,303	0	0
RENT A CENTER INC	COMMON STOCK USD.01	76009N100	416	29,396	SH		SOLE		29,396	0	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	403	4,179	SH		SOLE		4,179	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	9,087	121,065	SH		SOLE		121,065	0	0
RESMED INC	COMMON STOCK USD.004	761152107	1,947	13,217	SH		SOLE		13,217	0	0
RETAIL PROPERTIES OF AME A	REIT USD.001	76131V202	204	39,426	SH		SOLE		39,426	0	0
RETROPHIN INC	COMMON STOCK USD.0001	761299106	310	21,257	SH		SOLE		21,257	0	0
REXFORD INDUSTRIAL REALTY IN	REIT USD.01	76169C100	2,402	58,576	SH		SOLE		58,576	0	0
REXNORD CORP	COMMON STOCK USD.01	76169B102	961	42,387	SH		SOLE		42,387	0	0
RH	COMMON STOCK USD.0001	74967X103	109	1,081	SH		SOLE		1,081	0	0
RITE AID CORP	COMMON STOCK USD1.0	767754872	1,132	75,476	SH		SOLE		75,476	0	0
RLI CORP	COMMON STOCK USD1.0	749607107	336	3,823	SH		SOLE		3,823	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	242	6,421	SH		SOLE		6,421	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.0	773903109	2,989	19,808	SH		SOLE		19,808	0	0
ROLLINS INC	COMMON STOCK USD1.0	775711104	165	4,576	SH		SOLE		4,576	0	0
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	776696106	7,534	24,163	SH		SOLE		24,163	0	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	4,723	54,302	SH		SOLE		54,302	0	0
ROYAL CARIBBEAN CRUISES LTD	COMMON STOCK USD.01	V7780T103	225	7,006	SH		SOLE		7,006	0	0
ROYAL GOLD INC	COMMON STOCK USD.01	780287108	414	4,716	SH		SOLE		4,716	0	0
RPM INTERNATIONAL INC	COMMON STOCK USD.01	749685103	928	15,603	SH		SOLE		15,603	0	0
RUSH ENTERPRISES INC CL A	COMMON STOCK USD.01	781846209	279	8,727	SH		SOLE		8,727	0	0
RUTH S HOSPITALITY GROUP INC	COMMON STOCK USD.01	783332109	328	49,116	SH		SOLE		49,116	0	0
RYDER SYSTEM INC	COMMON STOCK USD.5	783549108	87	3,293	SH		SOLE		3,293	0	0
RYERSON HOLDING CORP	COMMON STOCK USD.01	783754104	256	48,053	SH		SOLE		48,053	0	0
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	78377T107	204	5,677	SH		SOLE		5,677	0	0
SP GLOBAL INC	COMMON STOCK USD1.0	78409V104	10,599	43,253	SH		SOLE		43,253	0	0
SABRA HEALTH CARE REIT INC	REIT USD.01	78573L106	137	12,589	SH		SOLE		12,589	0	0
SABRE CORP	COMMON STOCK USD.01	78573M104	86	14,425	SH		SOLE		14,425	0	0
SAEXPLORATION HOLDINGS INC	COMMON STOCK USD.0001	78636X873	652	632,637	SH		SOLE		632,637	0	0
SALESFORCE.COM INC	COMMON STOCK USD.001	79466L302	9,670	67,161	SH		SOLE		67,161	0	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	440	54,494	SH		SOLE		54,494	0	0
SANDERSON FARMS INC	COMMON STOCK USD1.0	800013104	568	4,609	SH		SOLE		4,609	0	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P869	72	79,603	SH		SOLE		79,603	0	0
SANGAMO THERAPEUTICS INC	COMMON STOCK USD.01	800677106	296	46,459	SH		SOLE		46,459	0	0
SANTANDER CONSUMER USA HOLDI	COMMON STOCK USD.01	80283M101	144	10,362	SH		SOLE		10,362	0	0
SAVARA INC	COMMON STOCK USD.001	805111101	238	112,342	SH		SOLE		112,342	0	0
SBA COMMUNICATIONS CORP	REIT USD.01	78410G104	2,539	9,405	SH		SOLE		9,405	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	1,150	85,283	SH		SOLE		85,283	0	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	1,510	44,919	SH		SOLE		44,919	0	0
SCIENCE APPLICATIONS INTE	COMMON STOCK USD.0001	808625107	1,181	15,830	SH		SOLE		15,830	0	0
SCIENTIFIC GAMES CORP	COMMON STOCK USD.001	80874P109	100	10,334	SH		SOLE		10,334	0	0
SCOTTS MIRACLE GRO CO	COMMON STOCK USD.01	810186106	283	2,760	SH		SOLE		2,760	0	0
SCVX CORP CLASS A	CVX CORP CLASS A CW25	G79448117	11	25,000	SH		SOLE		25,000	0	0
SCVX CORP CLASS A	COMMON STOCK	G79448208	488	50,000	SH		SOLE		50,000	0	0
SEA LTD ADR	ADR	81141R100	912	20,580	SH		SOLE		20,580	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	275	5,629	SH		SOLE		5,629	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	219	8,863	SH		SOLE		8,863	0	0
SEASPINE HOLDINGS CORP	COMMON STOCK USD.01	81255T108	308	37,719	SH		SOLE		37,719	0	0
SEATTLE GENETICS INC	COMMON STOCK USD.001	812578102	188	1,627	SH		SOLE		1,627	0	0
SEI INVESTMENTS COMPANY	COMMON STOCK USD.01	784117103	1,768	38,159	SH		SOLE		38,159	0	0
SELECT MEDICAL HOLDINGS CORP	COMMON STOCK USD.001	81619Q105	555	37,011	SH		SOLE		37,011	0	0
SELECTIVE INSURANCE GROUP	COMMON STOCK USD2.0	816300107	1,941	39,061	SH		SOLE		39,061	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	104	919	SH		SOLE		919	0	0
SEMTECH CORP	COMMON STOCK USD.01	816850101	748	19,950	SH		SOLE		19,950	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	323	7,413	SH		SOLE		7,413	0	0
SERVICE CORP INTERNATIONAL	COMMON STOCK USD1.0	817565104	482	12,322	SH		SOLE		12,322	0	0
SERVICE PROPERTIES TRUST	REIT USD.01	81761L102	26	4,779	SH		SOLE		4,779	0	0
SERVICEMASTER GLOBAL HOLDING	COMMON STOCK USD.01	81761R109	1,714	63,473	SH		SOLE		63,473	0	0
SERVICENOW INC	COMMON STOCK USD.001	81762P102	2,021	7,052	SH		SOLE		7,052	0	0
SERVISFIRST BANCSHARES INC	COMMON STOCK USD.001	81768T108	519	17,707	SH		SOLE		17,707	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.0	824348106	10,311	22,438	SH		SOLE		22,438	0	0
SHUTTERSTOCK INC	COMMON STOCK USD.01	825690100	210	6,519	SH		SOLE		6,519	0	0
SIGNATURE BANK	COMMON STOCK USD.01	82669G104	312	3,875	SH		SOLE		3,875	0	0
SILGAN HOLDINGS INC	COMMON STOCK USD.01	827048109	63	2,166	SH		SOLE		2,166	0	0
SILICON LABORATORIES INC	COMMON STOCK USD.0001	826919102	350	4,094	SH		SOLE		4,094	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	2,484	45,270	SH		SOLE		45,270	0	0
SIMPSON MANUFACTURING CO INC	COMMON STOCK USD.01	829073105	401	6,473	SH		SOLE		6,473	0	0
SIX FLAGS ENTERTAINMENT CORP	COMMON STOCK	83001A102	76	6,087	SH		SOLE		6,087	0	0
SKECHERS USA INC CL A	COMMON STOCK USD.001	830566105	166	6,996	SH		SOLE		6,996	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	399	4,460	SH		SOLE		4,460	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	486	11,281	SH		SOLE		11,281	0	0
SLM CORP	COMMON STOCK USD.2	78442P106	211	29,358	SH		SOLE		29,358	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.0	831865209	22,066	583,597	SH		SOLE		583,597	0	0
SNAP ON INC	COMMON STOCK USD1.0	833034101	1,215	11,164	SH		SOLE		11,164	0	0
SOLAREDGE TECHNOLOGIES INC	COMMON STOCK USD.0001	83417M104	430	5,249	SH		SOLE		5,249	0	0
SONOCO PRODUCTS CO	COMMON STOCK	835495102	221	4,760	SH		SOLE		4,760	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.0	842587107	1,610	29,733	SH		SOLE		29,733	0	0
SOUTHERN COPPER CORP	COMMON STOCK USD.01	84265V105	207	7,356	SH		SOLE		7,356	0	0
SOUTHWEST AIRLINES CO	COMMON STOCK USD1.0	844741108	765	21,469	SH		SOLE		21,469	0	0
SOUTHWEST GAS HOLDINGS INC	COMMON STOCK USD1.0	844895102	833	11,971	SH		SOLE		11,971	0	0
SOUTHWESTERN ENERGY CO	COMMON STOCK USD.01	845467109	266	157,512	SH		SOLE		157,512	0	0
SPARTANNASH CO	COMMON STOCK	847215100	333	23,249	SH		SOLE		23,249	0	0
SPDR SP 500 ETF TRUST	SPDR TRUST SERIES 1	78462F103	803,610	3,117,788	SH		SOLE		3,117,788	0	0
SPERO THERAPEUTICS INC	COMMON STOCK USD.001	84833T103	302	37,421	SH		SOLE		37,421	0	0
SPIRE INC	COMMON STOCK USD1.0	84857L101	104	1,390	SH		SOLE		1,390	0	0
SPIRIT REALTY CAPITAL INC	REIT USD.05	84860W300	182	6,961	SH		SOLE		6,961	0	0
SPROUTS FARMERS MARKET INC	COMMON STOCK USD.001	85208M102	502	26,980	SH		SOLE		26,980	0	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	1,944	41,808	SH		SOLE		41,808	0	0
SPX CORP	COMMON STOCK USD.01	784635104	493	15,089	SH		SOLE		15,089	0	0
SSC TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	4,277	97,615	SH		SOLE		97,615	0	0
STABLE ROAD ACQUISITION CL A	COMMON STOCK	85236Q109	2,194	225,000	SH		SOLE		225,000	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	308	2,367	SH		SOLE		2,367	0	0
STANLEY BLACK DECKER INC	COMMON STOCK USD2.5	854502101	637	6,369	SH		SOLE		6,369	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	2,299	34,972	SH		SOLE		34,972	0	0
STATE STREET CORP	COMMON STOCK USD1.0	857477103	738	13,863	SH		SOLE		13,863	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	2,491	110,525	SH		SOLE		110,525	0	0
STERICYCLE INC	COMMON STOCK USD.01	858912108	524	10,792	SH		SOLE		10,792	0	0
STERIS PLC	COMMON STOCK USD75.0	G8473T100	2,798	19,989	SH		SOLE		19,989	0	0
STERLING BANCORP/DE	COMMON STOCK USD.01	85917A100	1,014	97,002	SH		SOLE		97,002	0	0
STEVEN MADDEN LTD	COMMON STOCK USD.0001	556269108	918	39,532	SH		SOLE		39,532	0	0
STEWART INFORMATION SERVICES	COMMON STOCK USD1.0	860372101	1,030	38,602	SH		SOLE		38,602	0	0
STIFEL FINANCIAL CORP	COMMON STOCK USD.15	860630102	1,008	24,420	SH		SOLE		24,420	0	0
STITCH FIX INC CLASS A	COMMON STOCK USD.00002	860897107	166	13,076	SH		SOLE		13,076	0	0
STORE CAPITAL CORP	REIT USD.01	862121100	1,321	72,896	SH		SOLE		72,896	0	0
STRATASYS LTD	COMMON STOCK ILS.01	M85548101	315	19,772	SH		SOLE		19,772	0	0
STRATEGIC EDUCATION INC	COMMON STOCK USD.01	86272C103	644	4,609	SH		SOLE		4,609	0	0
STRYKER CORP	COMMON STOCK USD.1	863667101	2,214	13,296	SH		SOLE		13,296	0	0
STURM RUGER CO INC	COMMON STOCK USD1.0	864159108	371	7,290	SH		SOLE		7,290	0	0
SUN COMMUNITIES INC	REIT USD.01	866674104	2,363	18,925	SH		SOLE		18,925	0	0
SUNSTONE HOTEL INVESTORS INC	REIT USD.01	867892101	1,620	186,037	SH		SOLE		186,037	0	0
SVB FINANCIAL GROUP	COMMON STOCK USD.001	78486Q101	321	2,124	SH		SOLE		2,124	0	0
SWITCH INC A	COMMON STOCK USD.001	87105L104	1,379	95,594	SH		SOLE		95,594	0	0
SYNAPTICS INC	COMMON STOCK USD.001	87157D109	654	11,300	SH		SOLE		11,300	0	0
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	87165B103	462	28,724	SH		SOLE		28,724	0	0
SYNEOS HEALTH INC	COMMON STOCK USD.01	87166B102	562	14,267	SH		SOLE		14,267	0	0
SYNNEX CORP	COMMON STOCK USD.001	87162W100	968	13,246	SH		SOLE		13,246	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	783	6,079	SH		SOLE		6,079	0	0
SYNOVUS FINANCIAL CORP	COMMON STOCK USD1.0	87161C501	218	12,427	SH		SOLE		12,427	0	0
SYSCO CORP	COMMON STOCK USD1.0	871829107	632	13,850	SH		SOLE		13,850	0	0
T MOBILE US INC	COMMON STOCK USD.0001	872590104	1,437	17,128	SH		SOLE		17,128	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,521	15,573	SH		SOLE		15,573	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	3,092	64,691	SH		SOLE		64,691	0	0
TAKE TWO INTERACTIVE SOFTWRE	COMMON STOCK USD.01	874054109	500	4,216	SH		SOLE		4,216	0	0
TAL EDUCATION GROUP ADR	ADR	874080104	458	8,593	SH		SOLE		8,593	0	0
TALLGRASS ENERGY LP CLASS A	COMMON STOCK	874696107	11,004	668,500	SH		SOLE		668,500	0	0
TANDEM DIABETES CARE INC	COMMON STOCK	875372203	1,341	20,833	SH		SOLE		20,833	0	0
TAPESTRY INC	COMMON STOCK USD.01	876030107	120	9,293	SH		SOLE		9,293	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	2,722	29,276	SH		SOLE		29,276	0	0
TAUBMAN CENTERS INC	REIT USD.01	876664103	10,997	262,582	SH		SOLE		262,582	0	0
TAYLOR MORRISON HOME CORP	COMMON STOCK USD.00001	87724P106	44	4,016	SH		SOLE		4,016	0	0
TCF FINANCIAL CORP	COMMON STOCK USD1.0	872307103	264	11,671	SH		SOLE		11,671	0	0
TD AMERITRADE HOLDING CORP	COMMON STOCK USD.01	87236Y108	3,854	111,200	SH		SOLE		111,200	0	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	2,160	34,292	SH		SOLE		34,292	0	0
TECH DATA CORP	COMMON STOCK USD.0015	878237106	7,273	55,585	SH		SOLE		55,585	0	0
TEGNA INC	COMMON STOCK USD1.0	87901J105	148	13,639	SH		SOLE		13,639	0	0
TELADOC HEALTH INC	COMMON STOCK USD.001	87918A105	2,011	12,973	SH		SOLE		12,973	0	0
TELEDYNE TECHNOLOGIES INC	COMMON STOCK USD.01	879360105	4,866	16,369	SH		SOLE		16,369	0	0
TELEPHONE AND DATA SYSTEMS	COMMON STOCK USD.01	879433829	111	6,636	SH		SOLE		6,636	0	0
TEMPUR SEALY INTERNATIONAL I	COMMON STOCK USD.01	88023U101	153	3,492	SH		SOLE		3,492	0	0
TENABLE HOLDINGS INC	COMMON STOCK USD.01	88025T102	384	17,586	SH		SOLE		17,586	0	0
TENET HEALTHCARE CORP	COMMON STOCK USD.05	88033G407	345	23,975	SH		SOLE		23,975	0	0
TERADATA CORP	COMMON STOCK USD.01	88076W103	161	7,878	SH		SOLE		7,878	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	1,981	36,578	SH		SOLE		36,578	0	0
TEREX CORP	COMMON STOCK USD.01	880779103	84	5,884	SH		SOLE		5,884	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.0	880890108	3,166	266,019	SH		SOLE		266,019	0	0
TERRENO REALTY CORP	REIT USD.01	88146M101	2,471	47,755	SH		SOLE		47,755	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	1,565	22,164	SH		SOLE		22,164	0	0
TEXAS CAPITAL BANCSHARES INC	COMMON STOCK USD.01	88224Q107	70	3,145	SH		SOLE		3,145	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	882508104	12,281	122,895	SH		SOLE		122,895	0	0
TEXAS ROADHOUSE INC	COMMON STOCK USD.001	882681109	603	14,601	SH		SOLE		14,601	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	259	9,722	SH		SOLE		9,722	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	883556102	8,043	28,359	SH		SOLE		28,359	0	0
THOR INDUSTRIES INC	COMMON STOCK USD.1	885160101	178	4,223	SH		SOLE		4,223	0	0
TIFFANY CO	COMMON STOCK USD.01	886547108	18,581	143,482	SH		SOLE		143,482	0	0
TIMKEN CO	COMMON STOCK	887389104	156	4,827	SH		SOLE		4,827	0	0
TIVO CORP	COMMON STOCK USD.001	88870P106	610	86,187	SH		SOLE		86,187	0	0
TJX COMPANIES INC	COMMON STOCK USD1.0	872540109	14,329	299,701	SH		SOLE		299,701	0	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	243	12,606	SH		SOLE		12,606	0	0
TOOTSIE ROLL INDS	COMMON STOCK USD.694	890516107	47	1,313	SH		SOLE		1,313	0	0
TOPBUILD CORP	COMMON STOCK	89055F103	975	13,611	SH		SOLE		13,611	0	0
TORO CO	COMMON STOCK USD1.0	891092108	438	6,728	SH		SOLE		6,728	0	0
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS1.0	M87915274	369	23,199	SH		SOLE		23,199	0	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	501	5,921	SH		SOLE		5,921	0	0
TRADEWEB MARKETS INC CLASS A	COMMON STOCK USD.01	892672106	755	17,949	SH		SOLE		17,949	0	0
TRANE TECHNOLOGIES PLC	COMMON STOCK USD1.0	G8994E103	12,439	150,615	SH		SOLE		150,615	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	405	1,266	SH		SOLE		1,266	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	699	7,036	SH		SOLE		7,036	0	0
TREEHOUSE FOODS INC	COMMON STOCK USD.01	89469A104	187	4,236	SH		SOLE		4,236	0	0
TREX COMPANY INC	COMMON STOCK USD.01	89531P105	392	4,889	SH		SOLE		4,889	0	0
TRI POINTE GROUP INC	COMMON STOCK USD.01	87265H109	77	8,757	SH		SOLE		8,757	0	0
TRIMAS CORP	COMMON STOCK USD.01	896215209	209	9,034	SH		SOLE		9,034	0	0
TRIMBLE INC	COMMON STOCK	896239100	707	22,209	SH		SOLE		22,209	0	0
TRINITY INDUSTRIES INC	COMMON STOCK USD.01	896522109	45	2,780	SH		SOLE		2,780	0	0
TRINSEO SA	COMMON STOCK USD.01	L9340P101	209	11,567	SH		SOLE		11,567	0	0
TRIPADVISOR INC	COMMON STOCK USD.001	896945201	146	8,418	SH		SOLE		8,418	0	0
TRUIST FINANCIAL CORP	COMMON STOCK USD5.0	89832Q109	1,065	34,547	SH		SOLE		34,547	0	0
TRUPANION INC	COMMON STOCK USD.00001	898202106	296	11,371	SH		SOLE		11,371	0	0
TRUSTMARK CORP	COMMON STOCK	898402102	57	2,467	SH		SOLE		2,467	0	0
TTEC HOLDINGS INC	COMMON STOCK USD.01	89854H102	452	12,317	SH		SOLE		12,317	0	0
TUSCAN HOLDINGS CORP	COMMON STOCK USD.0001	90069K104	1,994	200,000	SH		SOLE		200,000	0	0
TYLER TECHNOLOGIES INC	COMMON STOCK USD.01	902252105	1,720	5,801	SH		SOLE		5,801	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	912	15,762	SH		SOLE		15,762	0	0
UDR INC	REIT USD.01	902653104	1,949	53,331	SH		SOLE		53,331	0	0
UGI CORP	COMMON STOCK	902681105	671	25,143	SH		SOLE		25,143	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	371	26,909	SH		SOLE		26,909	0	0
UMB FINANCIAL CORP	COMMON STOCK USD1.0	902788108	326	7,019	SH		SOLE		7,019	0	0
UMH PROPERTIES INC	REIT USD.1	903002103	699	64,407	SH		SOLE		64,407	0	0
UMPQUA HOLDINGS CORP	COMMON STOCK	904214103	170	15,599	SH		SOLE		15,599	0	0
UNION ACQUISITION CORP II	COMMON STOCK	G9402Q100	489	50,000	SH		SOLE		50,000	0	0
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
UNIVERSAL DISPLAY CORP	COMMON STOCK USD.01	91347P105	460	3,487	SH		SOLE		3,487	0	0
UNIVERSAL HEALTH RLTY INCOME	REIT USD.01	91359E105	252	2,495	SH		SOLE		2,495	0	0
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
URBAN EDGE PROPERTIES	REIT USD.01	91704F104	70	7,994	SH		SOLE		7,994	0	0
URBAN OUTFITTERS INC	COMMON STOCK USD.0001	917047102	47	3,321	SH		SOLE		3,321	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	301	21,367	SH		SOLE		21,367	0	0
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
VANGUARD REAL ESTATE ETF	VANGUARD REAL ESTATE ETF	922908553	143	2,041	SH		SOLE		2,041	0	0
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
VEEVA SYSTEMS INC CLASS A	COMMON STOCK USD.00001	922475108	270	1,725	SH		SOLE		1,725	0	0
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
VF CORP	COMMON STOCK	918204108	905	16,732	SH		SOLE		16,732	0	0
VIASAT INC	COMMON STOCK USD.0001	92552V100	120	3,327	SH		SOLE		3,327	0	0
VICI PROPERTIES INC	REIT USD.01	925652109	918	55,187	SH		SOLE		55,187	0	0
VIRTU FINANCIAL INC CLASS A	COMMON STOCK USD.00001	928254101	277	13,284	SH		SOLE		13,284	0	0
VIRTUSA CORP	COMMON STOCK USD.01	92827P102	244	8,593	SH		SOLE		8,593	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	45,998	285,487	SH		SOLE		285,487	0	0
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
VORNADO REALTY TRUST	REIT USD.04	929042109	140	3,856	SH		SOLE		3,856	0	0
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
WALMART INC	COMMON STOCK USD.1	931142103	10,766	94,752	SH		SOLE		94,752	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	19,558	202,465	SH		SOLE		202,465	0	0
WASHINGTON FEDERAL INC	COMMON STOCK USD1.0	938824109	380	14,640	SH		SOLE		14,640	0	0
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
WATSCO INC	COMMON STOCK USD.5	942622200	135	855	SH		SOLE		855	0	0
WATTS WATER TECHNOLOGIES A	COMMON STOCK USD.1	942749102	2,796	33,031	SH		SOLE		33,031	0	0
WEBSTER FINANCIAL CORP	COMMON STOCK USD.01	947890109	67	2,934	SH		SOLE		2,934	0	0
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
WELLTOWER INC	REIT USD1.0	95040Q104	3,319	72,495	SH		SOLE		72,495	0	0
WENDY S CO/THE	COMMON STOCK USD.1	95058W100	179	11,998	SH		SOLE		11,998	0	0
WERNER ENTERPRISES INC	COMMON STOCK USD.01	950755108	107	2,942	SH		SOLE		2,942	0	0
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	955306105	1,381	9,071	SH		SOLE		9,071	0	0
WESTERN ALLIANCE BANCORP	COMMON STOCK USD.0001	957638109	1,778	58,077	SH		SOLE		58,077	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	357	8,584	SH		SOLE		8,584	0	0
WESTERN UNION CO	COMMON STOCK USD.01	959802109	153	8,436	SH		SOLE		8,436	0	0
WESTLAKE CHEMICAL CORP	COMMON STOCK USD.01	960413102	83	2,171	SH		SOLE		2,171	0	0
WESTROCK CO	COMMON STOCK	96145D105	217	7,681	SH		SOLE		7,681	0	0
WEX INC	COMMON STOCK USD.01	96208T104	153	1,467	SH		SOLE		1,467	0	0
WEYERHAEUSER CO	REIT USD1.25	962166104	298	17,567	SH		SOLE		17,567	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.0	963320106	119	1,390	SH		SOLE		1,390	0	0
WILEY (JOHN) SONS CLASS A	COMMON STOCK USD1.0	968223206	153	4,081	SH		SOLE		4,081	0	0
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
WINTRUST FINANCIAL CORP	COMMON STOCK	97650W108	145	4,425	SH		SOLE		4,425	0	0
WOLVERINE WORLD WIDE INC	COMMON STOCK USD1.0	978097103	621	40,839	SH		SOLE		40,839	0	0
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
WP CAREY INC	REIT USD.001	92936U109	1,988	34,237	SH		SOLE		34,237	0	0
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
WYNDHAM DESTINATIONS INC	COMMON STOCK USD.01	98310W108	100	4,598	SH		SOLE		4,598	0	0
WYNDHAM HOTELS RESORTS INC	COMMON STOCK USD.01	98311A105	279	8,854	SH		SOLE		8,854	0	0
XENIA HOTELS RESORTS INC	REIT USD.01	984017103	258	25,015	SH		SOLE		25,015	0	0
XEROX HOLDINGS CORP	COMMON STOCK USD1.0	98421M106	135	7,135	SH		SOLE		7,135	0	0
XPO LOGISTICS INC	COMMON STOCK USD.001	983793100	691	14,179	SH		SOLE		14,179	0	0
YELP INC	COMMON STOCK USD.000001	985817105	675	37,431	SH		SOLE		37,431	0	0
YETI HOLDINGS INC	COMMON STOCK USD.01	98585X104	234	11,992	SH		SOLE		11,992	0	0
YUM BRANDS INC	COMMON STOCK	988498101	510	7,435	SH		SOLE		7,435	0	0
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
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	98956P102	3,312	32,766	SH		SOLE		32,766	0	0
ZIONS BANCORP NA	COMMON STOCK USD.001	989701107	99	3,684	SH		SOLE		3,684	0	0
ZOETIS INC	COMMON STOCK USD.01	98978V103	3,857	32,771	SH		SOLE		32,771	0	0
ZSCALER INC	COMMON STOCK USD.001	98980G102	539	8,860	SH		SOLE		8,860	0	0
ZUMIEZ INC	COMMON STOCK	989817101	203	11,747	SH		SOLE		11,747	0	0