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
10X GEA3:L40NOMICS INC CLASS A	COMMON STOCK	88025U109	46	365	SH		SOLE		365	0	0
1ST SOURCE CORP	COMMON STOCK	336901103	526	17,054	SH		SOLE		17,054	0	0
360 DIGITECH INC	ADR USD.00001	88557W101	143	12,000	SH		SOLE		12,000	0	0
3M CO	COMMON STOCK USD.01	88579Y101	2,294	14,324	SH		SOLE		14,324	0	0
A10 NETWORKS INC	COMMON STOCK USD.00001	002121101	447	70,166	SH		SOLE		70,166	0	0
AARON S INC	COMMON STOCK USD.5	002535300	4,005	70,703	SH		SOLE		70,703	0	0
ABBOTT LABORATORIES	COMMON STOCK	002824100	20,424	187,671	SH		SOLE		187,671	0	0
ABBVIE INC	COMMON STOCK USD.01	00287Y109	5,860	66,906	SH		SOLE		66,906	0	0
ABERCROMBIE FITCH CO CL A	COMMON STOCK USD.01	002896207	297	21,322	SH		SOLE		21,322	0	0
ABIOMED INC	COMMON STOCK USD.01	003654100	517	1,865	SH		SOLE		1,865	0	0
ACADIA PHARMACEUTICALS INC	COMMON STOCK USD.0001	004225108	310	7,516	SH		SOLE		7,516	0	0
ACCENTURE PLC CL A	COMMON STOCK USD.0000225	G1151C101	6,516	28,835	SH		SOLE		28,835	0	0
ACCURAY INC	COMMON STOCK USD.001	004397105	220	91,638	SH		SOLE		91,638	0	0
ACE CONVERGENCE ACQU CLASS A	ACE CONVERGENCE ACQU C CW27	G0083D104	19	25,000	SH		SOLE		25,000	0	0
ACE CONVERGENCE ACQU CLASS A	COMMON STOCK USD.0001	G0083D120	488	50,000	SH		SOLE		50,000	0	0
ACI WORLDWIDE INC	COMMON STOCK USD.005	004498101	518	19,824	SH		SOLE		19,824	0	0
ACTIVISION BLIZZARD INC	COMMON STOCK USD.000001	00507V109	2,030	25,074	SH		SOLE		25,074	0	0
ADOBE INC	COMMON STOCK USD.0001	00724F101	17,699	36,089	SH		SOLE		36,089	0	0
ADTRAN INC	COMMON STOCK USD.01	00738A106	197	19,163	SH		SOLE		19,163	0	0
ADURO BIOTECH INC	COMMON STOCK USD.0001	00739L101	206	84,612	SH		SOLE		84,612	0	0
ADVANCE AUTO PARTS INC	COMMON STOCK USD.0001	00751Y106	561	3,656	SH		SOLE		3,656	0	0
ADVANCED DISPOSAL SERVICES I	COMMON STOCK USD.01	00790X101	8,362	276,600	SH		SOLE		276,600	0	0
ADVANCED MICRO DEVICES	COMMON STOCK USD.01	007903107	3,598	43,884	SH		SOLE		43,884	0	0
ADVERUM BIOTECHNOLOGIES INC	COMMON STOCK USD.0001	00773U108	132	12,826	SH		SOLE		12,826	0	0
AEROJET ROCKETDYNE HOLDINGS	COMMON STOCK USD.1	007800105	262	6,579	SH		SOLE		6,579	0	0
AES CORP	COMMON STOCK USD.01	00130H105	323	17,852	SH		SOLE		17,852	0	0
AFLAC INC	COMMON STOCK USD.1	001055102	734	20,183	SH		SOLE		20,183	0	0
AGCO CORP	COMMON STOCK USD.01	001084102	1,935	26,055	SH		SOLE		26,055	0	0
AGILENT TECHNOLOGIES INC	COMMON STOCK USD.01	00846U101	10,905	108,038	SH		SOLE		108,038	0	0
AGILYSYS INC	COMMON STOCK USD.3	00847J105	531	21,981	SH		SOLE		21,981	0	0
AGREE REALTY CORP	REIT USD.0001	008492100	750	11,781	SH		SOLE		11,781	0	0
AIMMUNE THERAPEUTICS INC	COMMON STOCK USD.0001	00900T107	5,470	158,783	SH		SOLE		158,783	0	0
AIR PRODUCTS CHEMICALS INC	COMMON STOCK USD1.0	009158106	8,119	27,257	SH		SOLE		27,257	0	0
AKAMAI TECHNOLOGIES INC	COMMON STOCK USD.01	00971T101	480	4,345	SH		SOLE		4,345	0	0
AKEBIA THERAPEUTICS INC	COMMON STOCK USD.0001	00972D105	236	93,849	SH		SOLE		93,849	0	0
ALARM.COM HOLDINGS INC	COMMON STOCK	011642105	417	7,540	SH		SOLE		7,540	0	0
ALASKA AIR GROUP INC	COMMON STOCK USD.01	011659109	1,255	34,275	SH		SOLE		34,275	0	0
ALBANY INTL CORP CL A	COMMON STOCK USD.001	012348108	673	13,589	SH		SOLE		13,589	0	0
ALBEMARLE CORP	COMMON STOCK USD.01	012653101	324	3,634	SH		SOLE		3,634	0	0
ALBIREO PHARMA INC	COMMON STOCK USD.01	01345P106	280	8,403	SH		SOLE		8,403	0	0
ALEXANDRIA REAL ESTATE EQUIT	REIT USD.01	015271109	3,431	21,443	SH		SOLE		21,443	0	0
ALEXION PHARMACEUTICALS INC	COMMON STOCK USD.0001	015351109	1,347	11,773	SH		SOLE		11,773	0	0
ALIBABA GROUP HOLDING SP ADR	ADR USD.000025	01609W102	62,890	213,927	SH		SOLE		213,927	0	0
ALLAKOS INC	COMMON STOCK USD.001	01671P100	400	4,913	SH		SOLE		4,913	0	0
ALLEGHANY CORP	COMMON STOCK USD1.0	017175100	624	1,199	SH		SOLE		1,199	0	0
ALLEGHENY TECHNOLOGIES INC	COMMON STOCK USD.1	01741R102	1,869	214,300	SH		SOLE		214,300	0	0
ALLEGION PLC	COMMON STOCK USD.01	G0176J109	2,433	24,598	SH		SOLE		24,598	0	0
ALLIANT ENERGY CORP	COMMON STOCK USD.01	018802108	996	19,287	SH		SOLE		19,287	0	0
ALLISON TRANSMISSION HOLDING	COMMON STOCK USD.01	01973R101	6,312	179,625	SH		SOLE		179,625	0	0
ALLSTATE CORP	COMMON STOCK USD.01	020002101	7,636	81,111	SH		SOLE		81,111	0	0
ALLY FINANCIAL INC	COMMON STOCK USD.1	02005N100	1,267	50,524	SH		SOLE		50,524	0	0
ALPHABET INC CL A	COMMON STOCK USD.001	02079K305	18,515	12,633	SH		SOLE		12,633	0	0
ALPHABET INC CL C	COMMON STOCK USD.001	02079K107	78,553	53,452	SH		SOLE		53,452	0	0
ALTICE USA INC A	COMMON STOCK USD.01	02156K103	796	30,602	SH		SOLE		30,602	0	0
ALTRIA GROUP INC	COMMON STOCK USD.333	02209S103	5,712	147,821	SH		SOLE		147,821	0	0
ALUSSA ENERGY ACQUISITION A	COMMON STOCK	G0232J101	3,227	325,000	SH		SOLE		325,000	0	0
AMAG PHARMACEUTICALS INC	COMMON STOCK USD.01	00163U106	687	73,075	SH		SOLE		73,075	0	0
AMAZON.COM INC	COMMON STOCK USD.01	023135106	152,543	48,446	SH		SOLE		48,446	0	0
AMC NETWORKS INC A	COMMON STOCK	00164V103	495	20,046	SH		SOLE		20,046	0	0
AMCOR PLC	COMMON STOCK USD.01	G0250X107	435	39,402	SH		SOLE		39,402	0	0
AMDOCS LTD	COMMON STOCK GBP.0001	G02602103	40	703	SH		SOLE		703	0	0
AMEDISYS INC	COMMON STOCK USD.001	023436108	1,530	6,470	SH		SOLE		6,470	0	0
AMEREN CORPORATION	COMMON STOCK USD.01	023608102	521	6,593	SH		SOLE		6,593	0	0
AMERICA S CAR MART INC	COMMON STOCK USD.01	03062T105	195	2,296	SH		SOLE		2,296	0	0
AMERICAN AIRLINES GROUP INC	COMMON STOCK	02376R102	1,852	150,674	SH		SOLE		150,674	0	0
AMERICAN ASSETS TRUST INC	REIT USD.01	024013104	463	19,215	SH		SOLE		19,215	0	0
AMERICAN CAMPUS COMMUNITIES	REIT USD.01	024835100	528	15,110	SH		SOLE		15,110	0	0
AMERICAN EAGLE OUTFITTERS	COMMON STOCK USD.01	02553E106	443	29,879	SH		SOLE		29,879	0	0
AMERICAN ELECTRIC POWER	COMMON STOCK USD6.5	025537101	975	11,927	SH		SOLE		11,927	0	0
AMERICAN EXPRESS CO	COMMON STOCK USD.2	025816109	10,405	103,789	SH		SOLE		103,789	0	0
AMERICAN FINANCIAL GROUP INC	COMMON STOCK	025932104	960	14,340	SH		SOLE		14,340	0	0
AMERICAN HOMES 4 RENT A	REIT USD.01	02665T306	2,286	80,264	SH		SOLE		80,264	0	0
AMERICAN PUBLIC EDUCATION	COMMON STOCK USD.01	02913V103	500	17,739	SH		SOLE		17,739	0	0
AMERICAN SOFTWARE INC CL A	COMMON STOCK USD.1	029683109	449	31,952	SH		SOLE		31,952	0	0
AMERICAN STATES WATER CO	COMMON STOCK	029899101	578	7,717	SH		SOLE		7,717	0	0
AMERICAN TOWER CORP	REIT USD.01	03027X100	13,439	55,596	SH		SOLE		55,596	0	0
AMERICAN WATER WORKS CO INC	COMMON STOCK USD.01	030420103	644	4,447	SH		SOLE		4,447	0	0
AMERICOLD REALTY TRUST	REIT USD.01	03064D108	2,624	73,406	SH		SOLE		73,406	0	0
AMERIPRISE FINANCIAL INC	COMMON STOCK USD.01	03076C106	759	4,926	SH		SOLE		4,926	0	0
AMERISOURCEBERGEN CORP	COMMON STOCK USD.01	03073E105	341	3,522	SH		SOLE		3,522	0	0
AMETEK INC	COMMON STOCK USD.01	031100100	26,559	267,196	SH		SOLE		267,196	0	0
AMGEN INC	COMMON STOCK USD.0001	031162100	6,346	24,970	SH		SOLE		24,970	0	0
AMICUS THERAPEUTICS INC	COMMON STOCK USD.01	03152W109	425	30,120	SH		SOLE		30,120	0	0
AMKOR TECHNOLOGY INC	COMMON STOCK USD.001	031652100	1,181	105,449	SH		SOLE		105,449	0	0
AMN HEALTHCARE SERVICES INC	COMMON STOCK USD.01	001744101	1,812	31,000	SH		SOLE		31,000	0	0
AMPHENOL CORP CL A	COMMON STOCK USD.001	032095101	12,180	112,492	SH		SOLE		112,492	0	0
AMPLITUDE HEALTHCARE ACQ A	COMMON STOCK	03212A105	2,979	300,000	SH		SOLE		300,000	0	0
ANALOG DEVICES INC	COMMON STOCK USD.167	032654105	19,410	166,267	SH		SOLE		166,267	0	0
ANGLOGOLD ASHANTI SPON ADR	ADR	035128206	396	15,000	SH		SOLE		15,000	0	0
ANSYS INC	COMMON STOCK USD.01	03662Q105	3,311	10,117	SH		SOLE		10,117	0	0
ANTARES PHARMA INC	COMMON STOCK USD.01	036642106	379	140,317	SH		SOLE		140,317	0	0
ANTERO RESOURCES CORP	COMMON STOCK USD.01	03674X106	361	131,198	SH		SOLE		131,198	0	0
ANTHEM INC	COMMON STOCK USD.01	036752103	23,928	89,086	SH		SOLE		89,086	0	0
APACHE CORP	COMMON STOCK USD.625	037411105	409	43,152	SH		SOLE		43,152	0	0
APARTMENT INVT MGMT CO A	REIT USD.01	03748R754	137	4,074	SH		SOLE		4,074	0	0
APPLE HOSPITALITY REIT INC	REIT NPV	03784Y200	695	72,303	SH		SOLE		72,303	0	0
APPLE INC	COMMON STOCK USD.00001	037833100	182,430	1,575,252	SH		SOLE		1,575,252	0	0
APPLIED INDUSTRIAL TECH INC	COMMON STOCK	03820C105	593	10,770	SH		SOLE		10,770	0	0
APPLIED MATERIALS INC	COMMON STOCK USD.01	038222105	9,946	167,301	SH		SOLE		167,301	0	0
APTIV PLC	COMMON STOCK USD.01	G6095L109	347	3,789	SH		SOLE		3,789	0	0
AQUESTIVE THERAPEUTICS INC	COMMON STOCK USD.001	03843E104	156	32,093	SH		SOLE		32,093	0	0
ARCH CAPITAL GROUP LTD	COMMON STOCK USD.01	G0450A105	205	6,998	SH		SOLE		6,998	0	0
ARCHER DANIELS MIDLAND CO	COMMON STOCK	039483102	1,999	43,008	SH		SOLE		43,008	0	0
ARCLIGHT CLEAN TRANSITION CO	UNIT USD.0001	G04561117	2,000	200,000	SH		SOLE		200,000	0	0
ARCTURUS THERAPEUTICS HOLDIN	COMMON STOCK USD.001	03969T109	235	5,478	SH		SOLE		5,478	0	0
ARCUTIS BIOTHERAPEUTICS INC	COMMON STOCK USD.0001	03969K108	389	13,268	SH		SOLE		13,268	0	0
ARENA PHARMACEUTICALS INC	COMMON STOCK USD.0001	040047607	263	3,518	SH		SOLE		3,518	0	0
ARISTA NETWORKS INC	COMMON STOCK USD.0001	040413106	812	3,923	SH		SOLE		3,923	0	0
ARMADA HOFFLER PROPERTIES IN	REIT USD.01	04208T108	924	99,753	SH		SOLE		99,753	0	0
ARMSTRONG WORLD INDUSTRIES	COMMON STOCK USD.01	04247X102	599	8,712	SH		SOLE		8,712	0	0
ARROW ELECTRONICS INC	COMMON STOCK USD1.0	042735100	3,930	49,964	SH		SOLE		49,964	0	0
ARROWHEAD PHARMACEUTICALS IN	COMMON STOCK USD.001	04280A100	691	16,050	SH		SOLE		16,050	0	0
ARTHUR J GALLAGHER CO	COMMON STOCK USD1.0	363576109	619	5,860	SH		SOLE		5,860	0	0
ARTISAN PARTNERS ASSET MA A	COMMON STOCK USD.01	04316A108	450	11,549	SH		SOLE		11,549	0	0
ARTIUS ACQUISITION INC	UNIT USD.0001	04316G204	0	2	SH		SOLE		2	0	0
ARTIUS ACQUISITION INC CL A	COMMON STOCK USD.0001	04316G105	1,988	199,998	SH		SOLE		199,998	0	0
ARTIUS ACQUISITION INC CL A	ARTIUS ACQUISITION INC CW26	04316G113	107	66,666	SH		SOLE		66,666	0	0
ARYA SCIENCES ACQUISITION A	ARYA SCIENCES ACQUITIO CW27	G31655106	25	13,333	SH		SOLE		13,333	0	0
ARYA SCIENCES ACQUISITION A	COMMON STOCK USD.0001	G31655122	418	39,999	SH		SOLE		39,999	0	0
ARYA SCIENCES ACQUISITION CO	UNIT USD.0001	G31655114	0	1	SH		SOLE		1	0	0
ASCENDANT DIGITAL ACQUISIT A	COMMON STOCK USD.0001	G05155109	1,491	149,998	SH		SOLE		149,998	0	0
ASCENDANT DIGITAL ACQUISIT A	ASCENDANT DIGITAL ACQU CW25	G05155117	111	74,999	SH		SOLE		74,999	0	0
ASCENDANT DIGITAL ACQUISITIO	UNIT USD.0001	G05155125	0	2	SH		SOLE		2	0	0
ASGN INC	COMMON STOCK USD.01	00191U102	629	9,904	SH		SOLE		9,904	0	0
ASML HOLDING NV NY REG SHS	NY REG SHRS EUR.09	N07059210	425	1,151	SH		SOLE		1,151	0	0
ASPEN TECHNOLOGY INC	COMMON STOCK USD.1	045327103	3,286	25,956	SH		SOLE		25,956	0	0
ASPIRATIONAL CONSUMER LIFEST	UNIT USD.0001	G05436129	1,250	125,000	SH		SOLE		125,000	0	0
ASSURANT INC	COMMON STOCK USD.01	04621X108	795	6,550	SH		SOLE		6,550	0	0
AT T INC	COMMON STOCK USD1.0	00206R102	6,103	214,051	SH		SOLE		214,051	0	0
ATKORE INTERNATIONAL GROUP I	COMMON STOCK USD.01	047649108	767	33,730	SH		SOLE		33,730	0	0
ATLASSIAN CORP PLC CLASS A	COMMON STOCK USD.1	G06242104	424	2,332	SH		SOLE		2,332	0	0
ATMOS ENERGY CORP	COMMON STOCK	049560105	289	3,025	SH		SOLE		3,025	0	0
ATRICURE INC	COMMON STOCK USD.001	04963C209	1,237	30,999	SH		SOLE		30,999	0	0
AUTODESK INC	COMMON STOCK USD.01	052769106	2,053	8,889	SH		SOLE		8,889	0	0
AUTOMATIC DATA PROCESSING	COMMON STOCK USD.1	053015103	3,059	21,928	SH		SOLE		21,928	0	0
AUTONATION INC	COMMON STOCK USD.01	05329W102	1,561	29,487	SH		SOLE		29,487	0	0
AUTOZONE INC	COMMON STOCK USD.01	053332102	6,577	5,585	SH		SOLE		5,585	0	0
AVALONBAY COMMUNITIES INC	REIT USD.01	053484101	3,840	25,713	SH		SOLE		25,713	0	0
AVANTOR INC	COMMON STOCK USD.01	05352A100	1,010	44,901	SH		SOLE		44,901	0	0
AVERY DENNISON CORP	COMMON STOCK USD1.0	053611109	1,098	8,591	SH		SOLE		8,591	0	0
AVIDITY BIOSCIENCES INC	COMMON STOCK	05370A108	303	10,778	SH		SOLE		10,778	0	0
AVIS BUDGET GROUP INC	COMMON STOCK USD.01	053774105	276	10,489	SH		SOLE		10,489	0	0
AXSOME THERAPEUTICS INC	COMMON STOCK USD.0001	05464T104	148	2,072	SH		SOLE		2,072	0	0
AZZ INC	COMMON STOCK USD1.0	002474104	490	14,364	SH		SOLE		14,364	0	0
B G FOODS INC	COMMON STOCK USD.01	05508R106	282	10,143	SH		SOLE		10,143	0	0
BADGER METER INC	COMMON STOCK USD1.0	056525108	230	3,515	SH		SOLE		3,515	0	0
BAKER HUGHES CO	COMMON STOCK USD.0001	05722G100	157	11,818	SH		SOLE		11,818	0	0
BALL CORP	COMMON STOCK	058498106	1,071	12,885	SH		SOLE		12,885	0	0
BANK OF AMERICA CORP	COMMON STOCK USD.01	060505104	27,187	1,128,568	SH		SOLE		1,128,568	0	0
BANK OF N.T. BUTTERFIELD SON	COMMON STOCK BMD1.0	G0772R208	464	20,807	SH		SOLE		20,807	0	0
BANK OF NEW YORK MELLON CORP	COMMON STOCK USD.01	064058100	640	18,624	SH		SOLE		18,624	0	0
BARRETT BUSINESS SVCS INC	COMMON STOCK USD.01	068463108	388	7,395	SH		SOLE		7,395	0	0
BARRICK GOLD CORP	COMMON STOCK	067901108	4,580	162,944	SH		SOLE		162,944	0	0
BAXTER INTERNATIONAL INC	COMMON STOCK USD1.0	071813109	1,408	17,505	SH		SOLE		17,505	0	0
BECTON DICKINSON AND CO	COMMON STOCK USD1.0	075887109	13,911	59,784	SH		SOLE		59,784	0	0
BED BATH BEYOND INC	COMMON STOCK USD.01	075896100	477	31,826	SH		SOLE		31,826	0	0
BEIGENE LTD ADR	ADR USD.0001	07725L102	1,181	4,123	SH		SOLE		4,123	0	0
BERKSHIRE HATHAWAY INC CL B	COMMON STOCK USD.0033	084670702	39,030	183,290	SH		SOLE		183,290	0	0
BERKSHIRE HILLS BANCORP INC	COMMON STOCK USD.01	084680107	250	24,734	SH		SOLE		24,734	0	0
BEST BUY CO INC	COMMON STOCK USD.1	086516101	1,653	14,854	SH		SOLE		14,854	0	0
BIG LOTS INC	COMMON STOCK USD.01	089302103	293	6,565	SH		SOLE		6,565	0	0
BIO RAD LABORATORIES A	COMMON STOCK USD.0001	090572207	2,015	3,910	SH		SOLE		3,910	0	0
BIO TECHNE CORP	COMMON STOCK USD.01	09073M104	819	3,307	SH		SOLE		3,307	0	0
BIODELIVERY SCIENCES INTL	COMMON STOCK USD.001	09060J106	213	57,214	SH		SOLE		57,214	0	0
BIOGEN INC	COMMON STOCK USD.0005	09062X103	1,730	6,099	SH		SOLE		6,099	0	0
BIOMARIN PHARMACEUTICAL INC	COMMON STOCK USD.001	09061G101	188	2,469	SH		SOLE		2,469	0	0
BIONTECH SE ADR	ADR	09075V102	767	11,072	SH		SOLE		11,072	0	0
BITAUTO HOLDINGS LTD ADR	ADR USD.00004	091727107	211	13,406	SH		SOLE		13,406	0	0
BJ S RESTAURANTS INC	COMMON STOCK	09180C106	767	26,051	SH		SOLE		26,051	0	0
BJ S WHOLESALE CLUB HOLDINGS	COMMON STOCK USD.01	05550J101	597	14,362	SH		SOLE		14,362	0	0
BLACKLINE INC	COMMON STOCK USD.01	09239B109	1,030	11,490	SH		SOLE		11,490	0	0
BLACKROCK INC	COMMON STOCK USD.01	09247X101	10,209	18,116	SH		SOLE		18,116	0	0
BLACKSTONE GROUP INC/THE A	COMMON STOCK USD.00001	09260D107	11,139	213,391	SH		SOLE		213,391	0	0
BLACKSTONE MORTGAGE TRU CL A	REIT USD.01	09257W100	253	11,537	SH		SOLE		11,537	0	0
BLUEBIRD BIO INC	COMMON STOCK USD.01	09609G100	310	5,742	SH		SOLE		5,742	0	0
BLUEROCK RESIDENTIAL GROWTH	REIT USD.01	09627J102	248	32,686	SH		SOLE		32,686	0	0
BOEING CO/THE	COMMON STOCK USD5.0	097023105	5,076	30,714	SH		SOLE		30,714	0	0
BOOKING HOLDINGS INC	COMMON STOCK USD.008	09857L108	7,142	4,175	SH		SOLE		4,175	0	0
BOOZ ALLEN HAMILTON HOLDINGS	COMMON STOCK USD.01	099502106	5,441	65,570	SH		SOLE		65,570	0	0
BORGWARNER INC	COMMON STOCK USD.01	099724106	788	20,329	SH		SOLE		20,329	0	0
BOSTON BEER COMPANY INC A	COMMON STOCK USD.01	100557107	715	809	SH		SOLE		809	0	0
BOSTON PROPERTIES INC	REIT USD.01	101121101	2,713	33,791	SH		SOLE		33,791	0	0
BOSTON SCIENTIFIC CORP	COMMON STOCK USD.01	101137107	8,641	226,148	SH		SOLE		226,148	0	0
BOTTOMLINE TECHNOLOGIES (DE)	COMMON STOCK USD.001	101388106	512	12,156	SH		SOLE		12,156	0	0
BOWX ACQUISITION CORP	UNIT USD.0001	103085205	1,539	150,000	SH		SOLE		150,000	0	0
BOYD GAMING CORP	COMMON STOCK USD.01	103304101	94	3,048	SH		SOLE		3,048	0	0
BRADY CORPORATION CL A	COMMON STOCK USD.01	104674106	433	10,830	SH		SOLE		10,830	0	0
BRISTOL MYERS SQUIBB CO	COMMON STOCK USD.1	110122108	8,265	137,089	SH		SOLE		137,089	0	0
BRISTOL MYERS SQUIBB CO	RIGHT	110122157	77	34,400	SH		SOLE		34,400	0	0
BROADCOM INC	COMMON STOCK	11135F101	3,586	9,844	SH		SOLE		9,844	0	0
BROADRIDGE FINANCIAL SOLUTIO	COMMON STOCK USD.01	11133T103	406	3,078	SH		SOLE		3,078	0	0
BROADSTONE ACQUISITION CORP	UNIT USD.0001	G1739V118	2,742	275,000	SH		SOLE		275,000	0	0
BROOKFIELD INFRASTRUCTURE PA	LTD PART	G16252101	1,765	37,054	SH		SOLE		37,054	0	0
BROWN BROWN INC	COMMON STOCK USD.1	115236101	4,272	94,376	SH		SOLE		94,376	0	0
BROWN FORMAN CORP CLASS B	COMMON STOCK USD.15	115637209	6,655	88,353	SH		SOLE		88,353	0	0
BRUKER CORP	COMMON STOCK USD.01	116794108	2,295	57,739	SH		SOLE		57,739	0	0
BRUNSWICK CORP	COMMON STOCK USD.75	117043109	706	11,989	SH		SOLE		11,989	0	0
BUILDERS FIRSTSOURCE INC	COMMON STOCK USD.01	12008R107	2,826	86,620	SH		SOLE		86,620	0	0
BURLINGTON STORES INC	COMMON STOCK USD.0001	122017106	297	1,440	SH		SOLE		1,440	0	0
C.H. ROBINSON WORLDWIDE INC	COMMON STOCK USD.1	12541W209	1,028	10,058	SH		SOLE		10,058	0	0
CABOT OIL GAS CORP	COMMON STOCK USD.1	127097103	134	7,702	SH		SOLE		7,702	0	0
CACTUS INC A	COMMON STOCK USD.01	127203107	285	14,864	SH		SOLE		14,864	0	0
CADENCE DESIGN SYS INC	COMMON STOCK USD.01	127387108	972	9,111	SH		SOLE		9,111	0	0
CAESARS ENTERTAINMENT INC	COMMON STOCK	12769G100	2,377	42,403	SH		SOLE		42,403	0	0
CALIFORNIA WATER SERVICE GRP	COMMON STOCK USD.01	130788102	294	6,775	SH		SOLE		6,775	0	0
CALIX INC	COMMON STOCK	13100M509	408	22,967	SH		SOLE		22,967	0	0
CAMDEN PROPERTY TRUST	REIT USD.01	133131102	1,817	20,422	SH		SOLE		20,422	0	0
CAMPBELL SOUP CO	COMMON STOCK USD.0375	134429109	222	4,595	SH		SOLE		4,595	0	0
CANTEL MEDICAL CORP	COMMON STOCK USD.1	138098108	691	15,723	SH		SOLE		15,723	0	0
CAPITAL ONE FINANCIAL CORP	COMMON STOCK USD.01	14040H105	1,219	16,967	SH		SOLE		16,967	0	0
CAPSTAR SPECIAL PURPOSE AC A	COMMON STOCK USD.0001	14070Y101	1,966	200,000	SH		SOLE		200,000	0	0
CAPSTAR SPECIAL PURPOSE AC A	CAPSTAR SPECIAL PURPOSE CW27	14070Y119	80	100,000	SH		SOLE		100,000	0	0
CARDINAL HEALTH INC	COMMON STOCK	14149Y108	489	10,412	SH		SOLE		10,412	0	0
CARDIOVASCULAR SYSTEMS INC	COMMON STOCK	141619106	599	15,233	SH		SOLE		15,233	0	0
CARETRUST REIT INC	REIT USD.01	14174T107	1,010	56,762	SH		SOLE		56,762	0	0
CARLISLE COS INC	COMMON STOCK USD1.0	142339100	604	4,937	SH		SOLE		4,937	0	0
CARMAX INC	COMMON STOCK USD.5	143130102	1,811	19,702	SH		SOLE		19,702	0	0
CARPENTER TECHNOLOGY	COMMON STOCK USD5.0	144285103	190	10,454	SH		SOLE		10,454	0	0
CARRIER GLOBAL CORP	COMMON STOCK USD.01	14448C104	619	20,274	SH		SOLE		20,274	0	0
CARTER S INC	COMMON STOCK USD.01	146229109	402	4,640	SH		SOLE		4,640	0	0
CASELLA WASTE SYSTEMS INC A	COMMON STOCK USD.01	147448104	745	13,338	SH		SOLE		13,338	0	0
CATALENT INC	COMMON STOCK USD.01	148806102	2,336	27,266	SH		SOLE		27,266	0	0
CATALYST PHARMACEUTICALS INC	COMMON STOCK USD.001	14888U101	313	105,219	SH		SOLE		105,219	0	0
CATERPILLAR INC	COMMON STOCK USD1.0	149123101	2,011	13,484	SH		SOLE		13,484	0	0
CATHAY GENERAL BANCORP	COMMON STOCK USD.01	149150104	1,406	64,853	SH		SOLE		64,853	0	0
CAVCO INDUSTRIES INC	COMMON STOCK USD.01	149568107	375	2,077	SH		SOLE		2,077	0	0
CBIZ INC	COMMON STOCK USD.01	124805102	423	18,515	SH		SOLE		18,515	0	0
CBOE GLOBAL MARKETS INC	COMMON STOCK	12503M108	798	9,095	SH		SOLE		9,095	0	0
CBRE GROUP INC A	COMMON STOCK USD.01	12504L109	2,095	44,593	SH		SOLE		44,593	0	0
CBTX INC	COMMON STOCK USD.01	12481V104	311	19,036	SH		SOLE		19,036	0	0
CC NEUBERGER PRINCIPAL CL A	COMMON STOCK USD.0001	G3166T103	1,507	149,996	SH		SOLE		149,996	0	0
CC NEUBERGER PRINCIPAL CL A	CC NEUBERGER PRINCIPAL CW25	G3166T111	61	37,499	SH		SOLE		37,499	0	0
CC NEUBERGER PRINCIPAL HDS A	COMMON STOCK USD.0001	G1992Y114	2,080	199,998	SH		SOLE		199,998	0	0
CC NEUBERGER PRINCIPAL HDS A	CC NEUBERGER PRINCIPAL CW25	G1992Y122	120	66,666	SH		SOLE		66,666	0	0
CC NEUBERGER PRINCIPAL HOLDI	UNIT USD.0001	G1992Y106	0	2	SH		SOLE		2	0	0
CC NEUBERGER PRINCIPAL HOLDI	UNIT USD.0001	G3166T129	0	4	SH		SOLE		4	0	0
CDK GLOBAL INC	COMMON STOCK USD.01	12508E101	642	14,739	SH		SOLE		14,739	0	0
CDW CORP/DE	COMMON STOCK USD.01	12514G108	1,276	10,677	SH		SOLE		10,677	0	0
CELANESE CORP	COMMON STOCK USD.0001	150870103	532	4,953	SH		SOLE		4,953	0	0
CENTENE CORP	COMMON STOCK USD.001	15135B101	1,515	25,967	SH		SOLE		25,967	0	0
CENTERPOINT ENERGY INC	COMMON STOCK USD.01	15189T107	284	14,668	SH		SOLE		14,668	0	0
CENTRUS ENERGY CORP CLASS A	COMMON STOCK USD.1	15643U104	1,032	123,299	SH		SOLE		123,299	0	0
CENTURYLINK INC	COMMON STOCK USD1.0	156700106	4,424	438,492	SH		SOLE		438,492	0	0
CERNER CORP	COMMON STOCK USD.01	156782104	2,953	40,844	SH		SOLE		40,844	0	0
CF INDUSTRIES HOLDINGS INC	COMMON STOCK USD.01	125269100	1,961	63,869	SH		SOLE		63,869	0	0
CHANNELADVISOR CORP	COMMON STOCK USD.001	159179100	457	31,569	SH		SOLE		31,569	0	0
CHARLES RIVER LABORATORIES	COMMON STOCK USD.01	159864107	3,706	16,364	SH		SOLE		16,364	0	0
CHARTER COMMUNICATIONS INC A	COMMON STOCK USD.001	16119P108	2,281	3,654	SH		SOLE		3,654	0	0
CHATHAM LODGING TRUST	REIT USD.01	16208T102	266	34,911	SH		SOLE		34,911	0	0
CHECK POINT SOFTWARE TECH	COMMON STOCK USD.01	M22465104	48	400	SH		SOLE		400	0	0
CHEMED CORP	COMMON STOCK USD1.0	16359R103	3,863	8,043	SH		SOLE		8,043	0	0
CHENIERE ENERGY INC	COMMON STOCK USD.003	16411R208	441	9,526	SH		SOLE		9,526	0	0
CHEVRON CORP	COMMON STOCK USD.75	166764100	12,869	178,734	SH		SOLE		178,734	0	0
CHIPOTLE MEXICAN GRILL INC	COMMON STOCK USD.01	169656105	1,106	889	SH		SOLE		889	0	0
CHP MERGER CORP CLASS A	COMMON STOCK USD.0001	12558Y106	408	40,000	SH		SOLE		40,000	0	0
CHUBB LTD	COMMON STOCK	H1467J104	1,356	11,677	SH		SOLE		11,677	0	0
CHURCH DWIGHT CO INC	COMMON STOCK USD1.0	171340102	734	7,830	SH		SOLE		7,830	0	0
CHURCHILL CAPITAL CORP III A	CHURCHILL CAPITAL CORP CW27	17144C112	138	68,750	SH		SOLE		68,750	0	0
CHURCHILL CAPITAL CORP IV	UNIT USD.0001	171439201	0	5	SH		SOLE		5	0	0
CHURCHILL CAPITAL CORP IV A	COMMON STOCK USD.0001	171439102	4,401	449,995	SH		SOLE		449,995	0	0
CHURCHILL CAPITAL CORP IV A	CHURCHILL CAPITAL CORP CW25	171439110	133	89,999	SH		SOLE		89,999	0	0
CHUY S HOLDINGS INC	COMMON STOCK USD.01	171604101	406	20,748	SH		SOLE		20,748	0	0
CIENA CORP	COMMON STOCK USD.01	171779309	1,188	29,934	SH		SOLE		29,934	0	0
CIGNA CORP	COMMON STOCK USD.01	125523100	1,643	9,698	SH		SOLE		9,698	0	0
CIIG MERGER CORP CL A	COMMON STOCK	12559C103	1,002	100,000	SH		SOLE		100,000	0	0
CINCINNATI FINANCIAL CORP	COMMON STOCK USD2.0	172062101	642	8,234	SH		SOLE		8,234	0	0
CINEMARK HOLDINGS INC	COMMON STOCK USD.001	17243V102	411	41,097	SH		SOLE		41,097	0	0
CINTAS CORP	COMMON STOCK	172908105	8,847	26,582	SH		SOLE		26,582	0	0
CISCO SYSTEMS INC	COMMON STOCK USD.001	17275R102	4,143	105,185	SH		SOLE		105,185	0	0
CITIC CAPITAL ACQUISITION A	COMMON STOCK USD.0001	G21513109	983	100,000	SH		SOLE		100,000	0	0
CITIC CAPITAL ACQUISITION A	CITIC CAPITAL ACQUISIT CW27	G21513117	63	50,000	SH		SOLE		50,000	0	0
CITIGROUP INC	COMMON STOCK USD.01	172967424	2,998	69,553	SH		SOLE		69,553	0	0
CITIZENS FINANCIAL GROUP	COMMON STOCK USD.01	174610105	1,086	42,947	SH		SOLE		42,947	0	0
CITRIX SYSTEMS INC	COMMON STOCK USD.001	177376100	526	3,821	SH		SOLE		3,821	0	0
CITY OFFICE REIT INC	REIT USD.01	178587101	401	53,385	SH		SOLE		53,385	0	0
CLEAR CHANNEL OUTDOOR HOLDIN	COMMON STOCK	18453H106	452	451,811	SH		SOLE		451,811	0	0
CLIMATE CHANGE CRISIS REAL	UNIT USD.0001	18716C209	503	50,000	SH		SOLE		50,000	0	0
CLOROX COMPANY	COMMON STOCK USD1.0	189054109	1,644	7,823	SH		SOLE		7,823	0	0
CLOVIS ONCOLOGY INC	COMMON STOCK USD.001	189464100	275	47,167	SH		SOLE		47,167	0	0
CM LIFE SCIENCES INC	UNIT USD.0001	18978W208	209	20,000	SH		SOLE		20,000	0	0
CMS ENERGY CORP	COMMON STOCK USD.01	125896100	409	6,667	SH		SOLE		6,667	0	0
CNO FINANCIAL GROUP INC	COMMON STOCK USD.01	12621E103	379	23,631	SH		SOLE		23,631	0	0
CNX RESOURCES CORP	COMMON STOCK USD.01	12653C108	332	35,142	SH		SOLE		35,142	0	0
COCA COLA CO/THE	COMMON STOCK USD.25	191216100	8,736	176,948	SH		SOLE		176,948	0	0
COCA COLA CONSOLIDATED INC	COMMON STOCK USD1.0	191098102	466	1,935	SH		SOLE		1,935	0	0
COCA COLA EUROPEAN PARTNERS	COMMON STOCK EUR.01	G25839104	25	650	SH		SOLE		650	0	0
COGENT COMMUNICATIONS HOLDIN	COMMON STOCK USD.001	19239V302	917	15,267	SH		SOLE		15,267	0	0
COGNEX CORP	COMMON STOCK USD.002	192422103	66	1,013	SH		SOLE		1,013	0	0
COGNIZANT TECH SOLUTIONS A	COMMON STOCK USD.01	192446102	5,568	80,207	SH		SOLE		80,207	0	0
COHN ROBBINS HOLDINGS CORP	UNIT USD.0001	G23726121	505	50,000	SH		SOLE		50,000	0	0
COLGATE PALMOLIVE CO	COMMON STOCK USD1.0	194162103	7,525	97,531	SH		SOLE		97,531	0	0
COLLEGIUM PHARMACEUTICAL INC	COMMON STOCK USD.001	19459J104	373	17,896	SH		SOLE		17,896	0	0
COLONNADE ACQUISITION CORP	UNIT USD.0001	G2283K128	946	95,000	SH		SOLE		95,000	0	0
COLUMBIA BANKING SYSTEM INC	COMMON STOCK	197236102	307	12,883	SH		SOLE		12,883	0	0
COLUMBUS MCKINNON CORP/NY	COMMON STOCK USD.01	199333105	308	9,316	SH		SOLE		9,316	0	0
COMCAST CORP CLASS A	COMMON STOCK USD.01	20030N101	19,520	421,963	SH		SOLE		421,963	0	0
COMERICA INC	COMMON STOCK USD5.0	200340107	214	5,603	SH		SOLE		5,603	0	0
COMFORT SYSTEMS USA INC	COMMON STOCK USD.01	199908104	3,247	63,032	SH		SOLE		63,032	0	0
COMMUNITY HEALTHCARE TRUST I	REIT USD.01	20369C106	411	8,788	SH		SOLE		8,788	0	0
COMMVAULT SYSTEMS INC	COMMON STOCK USD.01	204166102	647	15,861	SH		SOLE		15,861	0	0
CONAGRA BRANDS INC	COMMON STOCK USD5.0	205887102	440	12,311	SH		SOLE		12,311	0	0
CONCERT PHARMACEUTICALS INC	COMMON STOCK USD.001	206022105	135	13,766	SH		SOLE		13,766	0	0
CONCHO RESOURCES INC	COMMON STOCK USD.001	20605P101	273	6,196	SH		SOLE		6,196	0	0
CONN S INC	COMMON STOCK USD.01	208242107	517	48,912	SH		SOLE		48,912	0	0
CONOCOPHILLIPS	COMMON STOCK USD.01	20825C104	8,666	263,891	SH		SOLE		263,891	0	0
CONSOLIDATED EDISON INC	COMMON STOCK USD.1	209115104	554	7,116	SH		SOLE		7,116	0	0
CONSTELLATION BRANDS INC A	COMMON STOCK USD.01	21036P108	1,210	6,385	SH		SOLE		6,385	0	0
CONSTRUCTION PARTNERS INC A	COMMON STOCK USD.001	21044C107	606	33,318	SH		SOLE		33,318	0	0
COOPER STANDARD HOLDING	COMMON STOCK USD.001	21676P103	193	14,579	SH		SOLE		14,579	0	0
COPART INC	COMMON STOCK	217204106	3,143	29,889	SH		SOLE		29,889	0	0
CORCEPT THERAPEUTICS INC	COMMON STOCK USD.001	218352102	751	43,120	SH		SOLE		43,120	0	0
CORE MARK HOLDING CO INC	COMMON STOCK USD.01	218681104	223	7,722	SH		SOLE		7,722	0	0
CORELOGIC INC	COMMON STOCK USD1.0	21871D103	384	5,679	SH		SOLE		5,679	0	0
CORESITE REALTY CORP	REIT USD.01	21870Q105	616	5,180	SH		SOLE		5,180	0	0
CORNERSTONE BUILDING BRANDS	COMMON STOCK USD.01	21925D109	249	31,241	SH		SOLE		31,241	0	0
CORNERSTONE ONDEMAND INC	COMMON STOCK USD.0001	21925Y103	654	17,983	SH		SOLE		17,983	0	0
CORNING INC	COMMON STOCK USD.5	219350105	2,461	75,940	SH		SOLE		75,940	0	0
CORPORATE OFFICE PROPERTIES	REIT USD.01	22002T108	404	17,015	SH		SOLE		17,015	0	0
CORTEVA INC	COMMON STOCK USD.01	22052L104	122,737	4,260,223	SH		SOLE		4,260,223	0	0
COSTCO WHOLESALE CORP	COMMON STOCK USD.005	22160K105	24,358	68,613	SH		SOLE		68,613	0	0
COUSINS PROPERTIES INC	REIT USD1.0	222795502	330	11,544	SH		SOLE		11,544	0	0
CRAFT BREW ALLIANCE INC	COMMON STOCK USD.005	224122101	47	2,820	SH		SOLE		2,820	0	0
CRANE CO	COMMON STOCK USD1.0	224399105	1,604	31,987	SH		SOLE		31,987	0	0
CROCS INC	COMMON STOCK USD.001	227046109	461	10,798	SH		SOLE		10,798	0	0
CROWN CASTLE INTL CORP	REIT USD.01	22822V101	2,257	13,553	SH		SOLE		13,553	0	0
CROWN HOLDINGS INC	COMMON STOCK USD5.0	228368106	8,185	106,488	SH		SOLE		106,488	0	0
CRYOLIFE INC	COMMON STOCK USD.01	228903100	283	15,309	SH		SOLE		15,309	0	0
CRYOPORT INC	COMMON STOCK USD.001	229050307	418	8,828	SH		SOLE		8,828	0	0
CSX CORP	COMMON STOCK USD1.0	126408103	17,996	231,699	SH		SOLE		231,699	0	0
CUBESMART	REIT USD.01	229663109	1,080	33,415	SH		SOLE		33,415	0	0
CUMMINS INC	COMMON STOCK USD2.5	231021106	715	3,386	SH		SOLE		3,386	0	0
CUREVAC NV	COMMON STOCK EUR.12	N2451R105	239	5,135	SH		SOLE		5,135	0	0
CUSHMAN WAKEFIELD PLC	COMMON STOCK USD.01	G2717B108	512	48,710	SH		SOLE		48,710	0	0
CVS HEALTH CORP	COMMON STOCK USD.01	126650100	2,652	45,413	SH		SOLE		45,413	0	0
CYBERARK SOFTWARE LTD/ISRAEL	COMMON STOCK ILS.01	M2682V108	598	5,780	SH		SOLE		5,780	0	0
CYMABAY THERAPEUTICS INC	COMMON STOCK USD.0001	23257D103	370	51,074	SH		SOLE		51,074	0	0
CYRUSONE INC	REIT USD.01	23283R100	1,348	19,243	SH		SOLE		19,243	0	0
CYTOKINETICS INC	COMMON STOCK USD.001	23282W605	323	14,922	SH		SOLE		14,922	0	0
D8 HOLDINGS CORP A	COMMON STOCK USD.0001	G2614K110	4,885	500,000	SH		SOLE		500,000	0	0
D8 HOLDINGS CORP A	D8 HOLDINGS CORP A CW27	G2614K128	170	250,000	SH		SOLE		250,000	0	0
DANA INC	COMMON STOCK USD.01	235825205	566	45,903	SH		SOLE		45,903	0	0
DANAHER CORP	COMMON STOCK USD.01	235851102	33,762	156,792	SH		SOLE		156,792	0	0
DARLING INGREDIENTS INC	COMMON STOCK USD.01	237266101	1,554	43,137	SH		SOLE		43,137	0	0
DAVE BUSTER S ENTERTAINMEN	COMMON STOCK USD.01	238337109	257	16,932	SH		SOLE		16,932	0	0
DAVITA INC	COMMON STOCK USD.001	23918K108	2,113	24,669	SH		SOLE		24,669	0	0
DECKERS OUTDOOR CORP	COMMON STOCK USD.01	243537107	1,086	4,935	SH		SOLE		4,935	0	0
DEERE CO	COMMON STOCK USD1.0	244199105	18,259	82,384	SH		SOLE		82,384	0	0
DEERFIELD HEALTHCARE TECHN A	COMMON STOCK USD.0001	244413100	52	4,995	SH		SOLE		4,995	0	0
DEERFIELD HEALTHCARE TECHN A	DEERFIELD HEALTHCARE CW25	244413118	2	999	SH		SOLE		999	0	0
DEERFIELD HEALTHCARE TECHNOL	UNIT USD.0001	244413209	0	5	SH		SOLE		5	0	0
DELEK US HOLDINGS INC	COMMON STOCK USD.01	24665A103	245	22,024	SH		SOLE		22,024	0	0
DELL TECHNOLOGIES C	COMMON STOCK	24703L202	1,202	17,761	SH		SOLE		17,761	0	0
DELPHI TECHNOLOGIES PLC	COMMON STOCK USD.01	G2709G107	6,014	359,900	SH		SOLE		359,900	0	0
DELTA AIR LINES INC	COMMON STOCK USD.0001	247361702	5,942	194,297	SH		SOLE		194,297	0	0
DENTSPLY SIRONA INC	COMMON STOCK USD.01	24906P109	1,504	34,388	SH		SOLE		34,388	0	0
DEVON ENERGY CORP	COMMON STOCK USD.1	25179M103	250	26,409	SH		SOLE		26,409	0	0
DEXCOM INC	COMMON STOCK USD.001	252131107	2,450	5,944	SH		SOLE		5,944	0	0
DFP HEALTHCARE ACQUISIT CL A	COMMON STOCK USD.00001	23343Q100	518	50,000	SH		SOLE		50,000	0	0
DFP HEALTHCARE ACQUISIT CL A	DFP HEALTHCARE ACQUISIT CW22	23343Q118	27	12,500	SH		SOLE		12,500	0	0
DIAMONDBACK ENERGY INC	COMMON STOCK USD.01	25278X109	130	4,317	SH		SOLE		4,317	0	0
DIAMONDROCK HOSPITALITY CO	REIT USD.01	252784301	497	98,106	SH		SOLE		98,106	0	0
DIGITAL REALTY TRUST INC	REIT USD.01	253868103	6,516	44,401	SH		SOLE		44,401	0	0
DILLARDS INC CL A	COMMON STOCK	254067101	283	7,756	SH		SOLE		7,756	0	0
DIODES INC	COMMON STOCK USD.667	254543101	2,567	45,479	SH		SOLE		45,479	0	0
DISCOVERY INC A	COMMON STOCK USD.01	25470F104	204	9,376	SH		SOLE		9,376	0	0
DISH NETWORK CORP A	COMMON STOCK USD.01	25470M109	242	8,335	SH		SOLE		8,335	0	0
DMC GLOBAL INC	COMMON STOCK USD.05	23291C103	252	7,644	SH		SOLE		7,644	0	0
DMY TECHNOLOGY GROUP INC	UNIT USD.0001	233253202	0	2	SH		SOLE		2	0	0
DMY TECHNOLOGY GROUP INC A	DMY TECHNOLOGY GROUP CW27	233253111	150	49,999	SH		SOLE		49,999	0	0
DMY TECHNOLOGY GROUP INC II	UNIT USD.0001	233277201	1,023	100,000	SH		SOLE		100,000	0	0
DOLLAR GENERAL CORP	COMMON STOCK USD.875	256677105	25,577	122,016	SH		SOLE		122,016	0	0
DOLLAR TREE INC	COMMON STOCK USD.01	256746108	572	6,262	SH		SOLE		6,262	0	0
DOMINION ENERGY INC	COMMON STOCK	25746U109	1,573	19,930	SH		SOLE		19,930	0	0
DOMINO S PIZZA INC	COMMON STOCK USD.01	25754A201	8,958	21,063	SH		SOLE		21,063	0	0
DONNELLEY FINANCIAL SOLUTION	COMMON STOCK USD.01	25787G100	550	41,162	SH		SOLE		41,162	0	0
DOUGLAS EMMETT INC	REIT USD.01	25960P109	389	15,492	SH		SOLE		15,492	0	0
DOVER CORP	COMMON STOCK USD1.0	260003108	1,225	11,303	SH		SOLE		11,303	0	0
DOW INC	COMMON STOCK USD.01	260557103	1,042	22,140	SH		SOLE		22,140	0	0
DR HORTON INC	COMMON STOCK USD.01	23331A109	630	8,329	SH		SOLE		8,329	0	0
DRAGONEER GROWTH OPPORTUNITI	UNIT USD.0001	G28302126	123	10,000	SH		SOLE		10,000	0	0
DTE ENERGY COMPANY	COMMON STOCK	233331107	596	5,182	SH		SOLE		5,182	0	0
DUCOMMUN INC	COMMON STOCK USD.01	264147109	265	8,047	SH		SOLE		8,047	0	0
DUKE ENERGY CORP	COMMON STOCK USD.001	26441C204	1,428	16,125	SH		SOLE		16,125	0	0
DUKE REALTY CORP	REIT USD.01	264411505	3,642	98,695	SH		SOLE		98,695	0	0
DUN BRADSTREET HOLDINGS IN	COMMON STOCK	26484T106	144	5,609	SH		SOLE		5,609	0	0
DUNKIN BRANDS GROUP INC	COMMON STOCK USD.001	265504100	1,518	18,531	SH		SOLE		18,531	0	0
DUPONT DE NEMOURS INC	COMMON STOCK USD.01	26614N102	1,124	20,259	SH		SOLE		20,259	0	0
DXC TECHNOLOGY CO	COMMON STOCK USD.01	23355L106	267	14,955	SH		SOLE		14,955	0	0
DYNATRACE INC	COMMON STOCK USD.001	268150109	499	12,174	SH		SOLE		12,174	0	0
DYNAVAX TECHNOLOGIES CORP	COMMON STOCK USD.001	268158201	202	46,730	SH		SOLE		46,730	0	0
E TRADE FINANCIAL CORP	COMMON STOCK USD.01	269246401	4,494	89,786	SH		SOLE		89,786	0	0
E.MERGE TECHNOLOGY ACQUISI A	COMMON STOCK USD.0001	26873Y104	245	24,999	SH		SOLE		24,999	0	0
E.MERGE TECHNOLOGY ACQUISI A	E.MERGE TECHNOLOGY ACQ CW25	26873Y112	8	8,333	SH		SOLE		8,333	0	0
E.MERGE TECHNOLOGY ACQUISITI	UNIT USD.0001	26873Y203	0	1	SH		SOLE		1	0	0
EAST RESOURCES ACQUISITION A	COMMON STOCK USD.0001	274681105	1,964	200,000	SH		SOLE		200,000	0	0
EAST RESOURCES ACQUISITION A	EAST RESOURCES ACQUIS CW27	274681113	68	100,000	SH		SOLE		100,000	0	0
EASTGROUP PROPERTIES INC	REIT	277276101	3,036	23,475	SH		SOLE		23,475	0	0
EASTMAN CHEMICAL CO	COMMON STOCK USD.01	277432100	2,767	35,419	SH		SOLE		35,419	0	0
EASTMAN KODAK CO	COMMON STOCK USD.01	277461406	115	13,000	SH		SOLE		13,000	0	0
EATON CORP PLC	COMMON STOCK USD.01	G29183103	2,338	22,913	SH		SOLE		22,913	0	0
EATON VANCE CORP	COMMON STOCK USD.00390625	278265103	1,300	34,071	SH		SOLE		34,071	0	0
EBAY INC	COMMON STOCK USD.001	278642103	858	16,471	SH		SOLE		16,471	0	0
ECHO GLOBAL LOGISTICS INC	COMMON STOCK USD.0001	27875T101	232	9,000	SH		SOLE		9,000	0	0
ECOLAB INC	COMMON STOCK USD1.0	278865100	1,447	7,242	SH		SOLE		7,242	0	0
EDISON INTERNATIONAL	COMMON STOCK	281020107	470	9,252	SH		SOLE		9,252	0	0
EDITAS MEDICINE INC	COMMON STOCK USD.0001	28106W103	352	12,534	SH		SOLE		12,534	0	0
EDWARDS LIFESCIENCES CORP	COMMON STOCK USD1.0	28176E108	1,957	24,513	SH		SOLE		24,513	0	0
EGAIN CORP	COMMON STOCK USD.001	28225C806	253	17,821	SH		SOLE		17,821	0	0
ELECTROMED INC	COMMON STOCK USD.01	285409108	215	20,685	SH		SOLE		20,685	0	0
ELECTRONIC ARTS INC	COMMON STOCK USD.01	285512109	1,449	11,110	SH		SOLE		11,110	0	0
ELI LILLY CO	COMMON STOCK	532457108	3,080	20,805	SH		SOLE		20,805	0	0
EMCOR GROUP INC	COMMON STOCK USD.01	29084Q100	1,674	24,717	SH		SOLE		24,717	0	0
EMERGENT BIOSOLUTIONS INC	COMMON STOCK USD.001	29089Q105	974	9,428	SH		SOLE		9,428	0	0
EMERSON ELECTRIC CO	COMMON STOCK USD.5	291011104	1,124	17,139	SH		SOLE		17,139	0	0
ENCORE CAPITAL GROUP INC	COMMON STOCK USD.01	292554102	404	10,468	SH		SOLE		10,468	0	0
ENCORE WIRE CORP	COMMON STOCK USD.01	292562105	974	20,992	SH		SOLE		20,992	0	0
ENDO INTERNATIONAL PLC	COMMON STOCK USD.0001	G30401106	178	53,898	SH		SOLE		53,898	0	0
ENDURANCE INTERNATIONAL GROU	COMMON STOCK USD.0001	29272B105	341	59,328	SH		SOLE		59,328	0	0
ENERSYS	COMMON STOCK USD.01	29275Y102	226	3,373	SH		SOLE		3,373	0	0
ENPHASE ENERGY INC	COMMON STOCK USD.00001	29355A107	520	6,294	SH		SOLE		6,294	0	0
ENSIGN GROUP INC/THE	COMMON STOCK USD.001	29358P101	370	6,480	SH		SOLE		6,480	0	0
ENTEGRIS INC	COMMON STOCK USD.01	29362U104	45	611	SH		SOLE		611	0	0
ENTERGY CORP	COMMON STOCK USD.01	29364G103	526	5,342	SH		SOLE		5,342	0	0
ENTERPRISE FINANCIAL SERVICE	COMMON STOCK USD.01	293712105	231	8,486	SH		SOLE		8,486	0	0
ENVESTNET INC	COMMON STOCK	29404K106	548	7,103	SH		SOLE		7,103	0	0
EOG RESOURCES INC	COMMON STOCK USD.01	26875P101	1,182	32,881	SH		SOLE		32,881	0	0
EPAM SYSTEMS INC	COMMON STOCK USD.001	29414B104	926	2,863	SH		SOLE		2,863	0	0
EPIZYME INC	COMMON STOCK USD.0001	29428V104	352	29,472	SH		SOLE		29,472	0	0
EPR PROPERTIES	REIT USD.01	26884U109	341	12,394	SH		SOLE		12,394	0	0
EQT CORP	COMMON STOCK	26884L109	82	6,359	SH		SOLE		6,359	0	0
EQUINIX INC	REIT USD.001	29444U700	23,328	30,690	SH		SOLE		30,690	0	0
EQUITY DISTRIBUTION ACQUISIT	UNIT USD.0001	29465E205	515	50,000	SH		SOLE		50,000	0	0
EQUITY LIFESTYLE PROPERTIES	REIT USD.01	29472R108	3,131	51,076	SH		SOLE		51,076	0	0
EQUITY RESIDENTIAL	REIT USD.01	29476L107	3,332	64,913	SH		SOLE		64,913	0	0
ESSENT GROUP LTD	COMMON STOCK USD.015	G3198U102	778	21,008	SH		SOLE		21,008	0	0
ESSENTIAL PROPERTIES REALTY	REIT USD.01	29670E107	544	29,714	SH		SOLE		29,714	0	0
ESSENTIAL UTILITIES INC	COMMON STOCK USD.5	29670G102	28	700	SH		SOLE		700	0	0
ESSEX PROPERTY TRUST INC	REIT USD.0001	297178105	3,054	15,211	SH		SOLE		15,211	0	0
ESTEE LAUDER COMPANIES CL A	COMMON STOCK USD.01	518439104	13,789	63,179	SH		SOLE		63,179	0	0
ETSY INC	COMMON STOCK USD.001	29786A106	2,203	18,116	SH		SOLE		18,116	0	0
EURONET WORLDWIDE INC	COMMON STOCK USD.02	298736109	5,270	57,851	SH		SOLE		57,851	0	0
EVERCORE INC A	COMMON STOCK USD.01	29977A105	743	11,351	SH		SOLE		11,351	0	0
EVEREST RE GROUP LTD	COMMON STOCK USD.01	G3223R108	242	1,223	SH		SOLE		1,223	0	0
EVERGY INC	COMMON STOCK	30034W106	2,346	46,159	SH		SOLE		46,159	0	0
EVERSOURCE ENERGY	COMMON STOCK USD5.0	30040W108	684	8,186	SH		SOLE		8,186	0	0
EVOQUA WATER TECHNOLOGIES CO	COMMON STOCK USD.01	30057T105	332	15,633	SH		SOLE		15,633	0	0
EXACT SCIENCES CORP	COMMON STOCK USD.01	30063P105	312	3,057	SH		SOLE		3,057	0	0
EXELIXIS INC	COMMON STOCK USD.001	30161Q104	643	26,308	SH		SOLE		26,308	0	0
EXELON CORP	COMMON STOCK	30161N101	8,718	243,790	SH		SOLE		243,790	0	0
EXLSERVICE HOLDINGS INC	COMMON STOCK USD.001	302081104	432	6,555	SH		SOLE		6,555	0	0
EXPEDITORS INTL WASH INC	COMMON STOCK USD.01	302130109	378	4,173	SH		SOLE		4,173	0	0
EXPERIENCE INVESTMENT CORP	UNIT	30217C208	0	1	SH		SOLE		1	0	0
EXPERIENCE INVESTMENT CORP A	COMMON STOCK USD.0001	30217C109	1,005	99,999	SH		SOLE		99,999	0	0
EXTERRAN CORP	COMMON STOCK USD.01	30227H106	255	61,389	SH		SOLE		61,389	0	0
EXTRA SPACE STORAGE INC	REIT USD.01	30225T102	3,108	29,054	SH		SOLE		29,054	0	0
EXXON MOBIL CORP	COMMON STOCK	30231G102	3,345	97,447	SH		SOLE		97,447	0	0
EZCORP INC	COMPANY GUAR 05/25 2.375	302301AE6	3,613	4,635,000	SH		SOLE		4,635,000	0	0
EZCORP INC	COMPANY GUAR 07/24 2.875	302301AF3	2,470	2,800,000	SH		SOLE		2,800,000	0	0
F5 NETWORKS INC	COMMON STOCK	315616102	217	1,766	SH		SOLE		1,766	0	0
FABRINET	COMMON STOCK USD.01	G3323L100	226	3,593	SH		SOLE		3,593	0	0
FACEBOOK INC CLASS A	COMMON STOCK USD.000006	30303M102	75,091	286,717	SH		SOLE		286,717	0	0
FACTSET RESEARCH SYSTEMS INC	COMMON STOCK USD.01	303075105	3,840	11,466	SH		SOLE		11,466	0	0
FAIR ISAAC CORP	COMMON STOCK USD.01	303250104	7,356	17,293	SH		SOLE		17,293	0	0
FALCON CAPITAL ACQUISITION	UNIT USD.0001	30606L207	206	20,000	SH		SOLE		20,000	0	0
FAST ACQUISITION CORP	UNIT USD.0001	311875207	3,490	350,000	SH		SOLE		350,000	0	0
FASTENAL CO	COMMON STOCK USD.01	311900104	613	13,588	SH		SOLE		13,588	0	0
FEDERAL REALTY INVS TRUST	REIT USD.01	313747206	1,198	16,316	SH		SOLE		16,316	0	0
FEDERATED HERMES INC	COMMON STOCK	314211103	1,115	51,821	SH		SOLE		51,821	0	0
FEDEX CORP	COMMON STOCK USD.1	31428X106	2,408	9,572	SH		SOLE		9,572	0	0
FIBROGEN INC	COMMON STOCK USD.01	31572Q808	206	5,020	SH		SOLE		5,020	0	0
FIDELITY NATIONAL FINANCIAL	COMMON STOCK USD.0001	31620R303	14,000	447,132	SH		SOLE		447,132	0	0
FIDELITY NATIONAL INFO SERV	COMMON STOCK USD.01	31620M106	997	6,770	SH		SOLE		6,770	0	0
FIFTH THIRD BANCORP	COMMON STOCK	316773100	656	30,762	SH		SOLE		30,762	0	0
FINSERV ACQUISITION CORP A	COMMON STOCK	318085107	502	50,000	SH		SOLE		50,000	0	0
FIRST AMERICAN FINANCIAL	COMMON STOCK USD.00001	31847R102	1,164	22,869	SH		SOLE		22,869	0	0
FIRST BANCORP/NC	COMMON STOCK	318910106	300	14,314	SH		SOLE		14,314	0	0
FIRST COMMONWEALTH FINL CORP	COMMON STOCK USD1.0	319829107	925	119,463	SH		SOLE		119,463	0	0
FIRST INDUSTRIAL REALTY TR	REIT USD.01	32054K103	1,457	36,612	SH		SOLE		36,612	0	0
FIRST INTERSTATE BANCSYS A	COMMON STOCK	32055Y201	309	9,698	SH		SOLE		9,698	0	0
FIRST MERCHANTS CORP	COMMON STOCK	320817109	526	22,710	SH		SOLE		22,710	0	0
FIRST OF LONG ISLAND CORP	COMMON STOCK USD.1	320734106	306	20,674	SH		SOLE		20,674	0	0
FIRST REPUBLIC BANK/CA	COMMON STOCK USD.01	33616C100	345	3,164	SH		SOLE		3,164	0	0
FIRST SOLAR INC	COMMON STOCK USD.001	336433107	432	6,531	SH		SOLE		6,531	0	0
FIRSTCASH INC	COMMON STOCK USD.01	33767D105	149	2,603	SH		SOLE		2,603	0	0
FIRSTENERGY CORP	COMMON STOCK USD.1	337932107	384	13,373	SH		SOLE		13,373	0	0
FISERV INC	COMMON STOCK USD.01	337738108	704	6,836	SH		SOLE		6,836	0	0
FIVE BELOW	COMMON STOCK USD.01	33829M101	623	4,908	SH		SOLE		4,908	0	0
FLAGSTAR BANCORP INC	COMMON STOCK USD.01	337930705	624	21,068	SH		SOLE		21,068	0	0
FLEETCOR TECHNOLOGIES INC	COMMON STOCK USD.001	339041105	741	3,112	SH		SOLE		3,112	0	0
FLEXION THERAPEUTICS INC	COMMON STOCK USD.001	33938J106	235	22,579	SH		SOLE		22,579	0	0
FLIR SYSTEMS INC	COMMON STOCK USD.01	302445101	162	4,526	SH		SOLE		4,526	0	0
FLOWERS FOODS INC	COMMON STOCK USD.01	343498101	428	17,579	SH		SOLE		17,579	0	0
FLYING EAGLE ACQUISITION A	FLYING EAGLE ACQUISITIO CW27	34407Y111	285	87,500	SH		SOLE		87,500	0	0
FMC CORP	COMMON STOCK USD.1	302491303	10,580	99,899	SH		SOLE		99,899	0	0
FOLEY TRASIMENE ACQ CLASS A	COMMON STOCK USD.0001	34431F104	3,781	364,998	SH		SOLE		364,998	0	0
FOLEY TRASIMENE ACQ CLASS A	FOLEY TRASIMENE ACQUI CW25	34431F112	275	121,666	SH		SOLE		121,666	0	0
FOLEY TRASIMENE ACQUISITION	UNIT USD.0001	34431F203	0	2	SH		SOLE		2	0	0
FOLEY TRASIMENE ACQUISITION	UNIT USD.0001	344328208	1,530	150,000	SH		SOLE		150,000	0	0
FORMFACTOR INC	COMMON STOCK USD.001	346375108	496	19,913	SH		SOLE		19,913	0	0
FORTINET INC	COMMON STOCK USD.001	34959E109	3,591	30,483	SH		SOLE		30,483	0	0
FORTIVE CORP	COMMON STOCK USD.01	34959J108	724	9,506	SH		SOLE		9,506	0	0
FORTRESS VALUE ACQ CLASS A	FORTRESS VALUE ACQ CL CW27	34962V114	274	83,333	SH		SOLE		83,333	0	0
FORTRESS VALUE ACQUISITION	UNIT USD.0001	34962V205	0	1	SH		SOLE		1	0	0
FORTRESS VALUE ACQUISITION C	UNIT USD.0001	349642207	2,060	200,000	SH		SOLE		200,000	0	0
FORTUNE BRANDS HOME SECURI	COMMON STOCK USD.01	34964C106	4,556	52,663	SH		SOLE		52,663	0	0
FORUM MERGER III CORP	UNIT USD.0001	349885202	0	3	SH		SOLE		3	0	0
FORUM MERGER III CORP A	COMMON STOCK USD.0001	349885103	1,479	149,997	SH		SOLE		149,997	0	0
FORUM MERGER III CORP A	FORUM MERGER III CORP CW27	349885111	92	49,999	SH		SOLE		49,999	0	0
FOSSIL GROUP INC	COMMON STOCK USD.01	34988V106	313	54,567	SH		SOLE		54,567	0	0
FOUR CORNERS PROPERTY TRUST	REIT USD.0001	35086T109	515	20,120	SH		SOLE		20,120	0	0
FOX CORP CLASS A	COMMON STOCK USD.01	35137L105	817	29,339	SH		SOLE		29,339	0	0
FRANKLIN COVEY CO	COMMON STOCK USD.05	353469109	294	16,584	SH		SOLE		16,584	0	0
FRANKLIN RESOURCES INC	COMMON STOCK USD.1	354613101	155	7,604	SH		SOLE		7,604	0	0
FREEPORT MCMORAN INC	COMMON STOCK USD.1	35671D857	2,571	164,389	SH		SOLE		164,389	0	0
FUSION ACQUISITION CORP A	COMMON STOCK	36118H105	246	25,000	SH		SOLE		25,000	0	0
FUSION ACQUISITION CORP A	FUSION ACQUISITION CW27	36118H113	14	12,500	SH		SOLE		12,500	0	0
GALILEO ACQUISITION CORP	COMMON STOCK USD.0001	G3770A102	495	50,000	SH		SOLE		50,000	0	0
GAMING AND LEISURE PROPERTIE	REIT	36467J108	651	17,633	SH		SOLE		17,633	0	0
GARMIN LTD	COMMON STOCK CHF.1	H2906T109	292	3,078	SH		SOLE		3,078	0	0
GARTNER INC	COMMON STOCK USD.0005	366651107	566	4,526	SH		SOLE		4,526	0	0
GDS HOLDINGS LTD ADR	ADR USD.0004	36165L108	1,433	17,507	SH		SOLE		17,507	0	0
GENERAC HOLDINGS INC	COMMON STOCK USD.01	368736104	802	4,143	SH		SOLE		4,143	0	0
GENERAL DYNAMICS CORP	COMMON STOCK USD1.0	369550108	983	7,099	SH		SOLE		7,099	0	0
GENERAL ELECTRIC CO	COMMON STOCK USD.06	369604103	2,069	332,157	SH		SOLE		332,157	0	0
GENERAL MILLS INC	COMMON STOCK USD.1	370334104	904	14,650	SH		SOLE		14,650	0	0
GENERAL MOTORS CO	COMMON STOCK USD.01	37045V100	3,803	128,507	SH		SOLE		128,507	0	0
GENMARK DIAGNOSTICS INC	COMMON STOCK USD.0001	372309104	224	15,747	SH		SOLE		15,747	0	0
GENUINE PARTS CO	COMMON STOCK USD1.0	372460105	401	4,214	SH		SOLE		4,214	0	0
GEO GROUP INC/THE	REIT USD.01	36162J106	1,172	103,383	SH		SOLE		103,383	0	0
GETTY REALTY CORP	REIT USD.01	374297109	1,086	41,762	SH		SOLE		41,762	0	0
GILAT SATELLITE NETWORKS LTD	COMMON STOCK ILS.2	M51474118	2,060	378,052	SH		SOLE		378,052	0	0
GILEAD SCIENCES INC	COMMON STOCK USD.001	375558103	1,868	29,559	SH		SOLE		29,559	0	0
GLADSTONE COMMERCIAL CORP	REIT USD.001	376536108	537	31,850	SH		SOLE		31,850	0	0
GLOBAL BLOOD THERAPEUTICS IN	COMMON STOCK USD.001	37890U108	290	5,255	SH		SOLE		5,255	0	0
GLOBAL MEDICAL REIT INC	REIT	37954A204	648	48,024	SH		SOLE		48,024	0	0
GLOBAL PAYMENTS INC	COMMON STOCK	37940X102	3,114	17,537	SH		SOLE		17,537	0	0
GLOBALSTAR INC	COMMON STOCK USD.0001	378973408	22	70,200	SH		SOLE		70,200	0	0
GLOBE LIFE INC	COMMON STOCK USD1.0	37959E102	343	4,296	SH		SOLE		4,296	0	0
GLYCOMIMETICS INC	COMMON STOCK USD.001	38000Q102	190	61,913	SH		SOLE		61,913	0	0
GO ACQUISITION CORP	UNIT USD.0001	362019200	0	2	SH		SOLE		2	0	0
GO ACQUISITION CORP CLASS A	COMMON STOCK USD.0001	362019101	1,966	199,998	SH		SOLE		199,998	0	0
GO ACQUISITION CORP CLASS A	GO ACQUISITION CORP CW27GO	362019119	70	66,666	SH		SOLE		66,666	0	0
GOLDMAN SACHS GROUP INC	COMMON STOCK USD.01	38141G104	7,974	39,678	SH		SOLE		39,678	0	0
GOOSEHEAD INSURANCE INC A	COMMON STOCK USD.01	38267D109	367	4,242	SH		SOLE		4,242	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	1,031	99,996	SH		SOLE		99,996	0	0
GORES HOLDINGS IV INC CL A	GORES HOLDINGS IV INC CW25	382865111	41	24,999	SH		SOLE		24,999	0	0
GORES HOLDINGS V INC	UNIT USD.0001	382864205	2,588	250,000	SH		SOLE		250,000	0	0
GRAY TELEVISION INC	COMMON STOCK	389375106	344	24,956	SH		SOLE		24,956	0	0
GREAT SOUTHERN BANCORP INC	COMMON STOCK USD.01	390905107	322	8,884	SH		SOLE		8,884	0	0
GREEN DOT CORP CLASS A	COMMON STOCK USD.001	39304D102	256	5,051	SH		SOLE		5,051	0	0
GRUBHUB INC	COMMON STOCK USD.0001	400110102	552	7,638	SH		SOLE		7,638	0	0
GS ACQUISITION HDS CORP II	UNIT USD.0001	36258Q204	0	4	SH		SOLE		4	0	0
GS ACQUISITION HOLDINGS A	COMMON STOCK USD.0001	36258Q105	215	19,996	SH		SOLE		19,996	0	0
GS ACQUISITION HOLDINGS A	GS ACQUISITION HOLDINGS CW25	36258Q113	11	4,999	SH		SOLE		4,999	0	0
H E EQUIPMENT SERVICES INC	COMMON STOCK USD.01	404030108	325	16,524	SH		SOLE		16,524	0	0
HACKETT GROUP INC/THE	COMMON STOCK USD.001	404609109	357	31,921	SH		SOLE		31,921	0	0
HAEMONETICS CORP/MASS	COMMON STOCK USD.01	405024100	29	331	SH		SOLE		331	0	0
HAIN CELESTIAL GROUP INC	COMMON STOCK USD.01	405217100	265	7,720	SH		SOLE		7,720	0	0
HALLIBURTON CO	COMMON STOCK USD2.5	406216101	1,142	94,762	SH		SOLE		94,762	0	0
HALOZYME THERAPEUTICS INC	COMMON STOCK USD.001	40637H109	671	25,518	SH		SOLE		25,518	0	0
HANESBRANDS INC	COMMON STOCK USD.01	410345102	1,925	122,193	SH		SOLE		122,193	0	0
HARLEY DAVIDSON INC	COMMON STOCK USD.01	412822108	368	14,998	SH		SOLE		14,998	0	0
HARTFORD FINANCIAL SVCS GRP	COMMON STOCK USD.01	416515104	1,332	36,125	SH		SOLE		36,125	0	0
HAWKINS INC	COMMON STOCK USD.05	420261109	233	5,051	SH		SOLE		5,051	0	0
HCA HEALTHCARE INC	COMMON STOCK USD.01	40412C101	4,518	36,235	SH		SOLE		36,235	0	0
HEALTHCARE MERGER CORP A	COMMON STOCK USD.0001	42227L102	254	25,000	SH		SOLE		25,000	0	0
HEALTHCARE REALTY TRUST INC	REIT USD.01	421946104	1,514	50,265	SH		SOLE		50,265	0	0
HEALTHCARE TRUST OF AME CL A	REIT USD.01	42225P501	1,059	40,727	SH		SOLE		40,727	0	0
HEALTHPEAK PROPERTIES INC	REIT USD1.0	42250P103	2,051	75,534	SH		SOLE		75,534	0	0
HEALTHSTREAM INC	COMMON STOCK	42222N103	492	24,499	SH		SOLE		24,499	0	0
HEARTLAND FINANCIAL USA INC	COMMON STOCK USD1.0	42234Q102	913	30,438	SH		SOLE		30,438	0	0
HECLA MINING CO	COMMON STOCK USD.25	422704106	335	66,022	SH		SOLE		66,022	0	0
HEICO CORP	COMMON STOCK USD.01	422806109	3,230	30,863	SH		SOLE		30,863	0	0
HELEN OF TROY LTD	COMMON STOCK USD.1	G4388N106	855	4,419	SH		SOLE		4,419	0	0
HENRY SCHEIN INC	COMMON STOCK USD.01	806407102	429	7,301	SH		SOLE		7,301	0	0
HERBALIFE NUTRITION LTD	COMMON STOCK USD.002	G4412G101	405	8,678	SH		SOLE		8,678	0	0
HERC HOLDINGS INC	COMMON STOCK USD.01	42704L104	1,054	26,618	SH		SOLE		26,618	0	0
HERON THERAPEUTICS INC	COMMON STOCK USD.01	427746102	463	31,267	SH		SOLE		31,267	0	0
HERSHEY CO/THE	COMMON STOCK USD1.0	427866108	832	5,802	SH		SOLE		5,802	0	0
HEWLETT PACKARD ENTERPRISE	COMMON STOCK USD.01	42824C109	190	20,261	SH		SOLE		20,261	0	0
HIGHCAPE CAPITAL ACQUISITION	UNIT USD.0001	42984L204	253	25,000	SH		SOLE		25,000	0	0
HIGHWOODS PROPERTIES INC	REIT USD.01	431284108	2,231	66,460	SH		SOLE		66,460	0	0
HILL ROM HOLDINGS INC	COMMON STOCK	431475102	1,406	16,837	SH		SOLE		16,837	0	0
HILTON WORLDWIDE HOLDINGS IN	COMMON STOCK USD.01	43300A203	1,498	17,563	SH		SOLE		17,563	0	0
HMS HOLDINGS CORP	COMMON STOCK USD.01	40425J101	195	8,126	SH		SOLE		8,126	0	0
HNI CORP	COMMON STOCK USD1.0	404251100	874	27,846	SH		SOLE		27,846	0	0
HOLICITY INC	UNIT USD.0001	435063201	4,140	400,000	SH		SOLE		400,000	0	0
HOLLYFRONTIER CORP	COMMON STOCK USD.01	436106108	115	5,819	SH		SOLE		5,819	0	0
HOLOGIC INC	COMMON STOCK USD.01	436440101	4,466	67,182	SH		SOLE		67,182	0	0
HOME DEPOT INC	COMMON STOCK USD.05	437076102	40,868	147,160	SH		SOLE		147,160	0	0
HONEYWELL INTERNATIONAL INC	COMMON STOCK USD1.0	438516106	3,689	22,412	SH		SOLE		22,412	0	0
HORIZON ACQUISITION CORP	UNIT	G46049121	2,081	200,000	SH		SOLE		200,000	0	0
HOST HOTELS RESORTS INC	REIT USD.01	44107P104	786	72,890	SH		SOLE		72,890	0	0
HP INC	COMMON STOCK USD.01	40434L105	962	50,681	SH		SOLE		50,681	0	0
HPX CORP A	COMMON STOCK USD.0001	G32219100	589	60,000	SH		SOLE		60,000	0	0
HPX CORP A	HPX CORP A CW25	G32219126	26	30,000	SH		SOLE		30,000	0	0
HUMANA INC	COMMON STOCK USD.166	444859102	3,214	7,766	SH		SOLE		7,766	0	0
HUNT (JB) TRANSPRT SVCS INC	COMMON STOCK USD.01	445658107	246	1,947	SH		SOLE		1,947	0	0
HUNTINGTON BANCSHARES INC	COMMON STOCK USD.01	446150104	1,483	161,713	SH		SOLE		161,713	0	0
HUNTINGTON INGALLS INDUSTRIE	COMMON STOCK USD.01	446413106	8,313	59,063	SH		SOLE		59,063	0	0
HURON CONSULTING GROUP INC	COMMON STOCK USD.01	447462102	456	11,586	SH		SOLE		11,586	0	0
IAA INC	COMMON STOCK USD.01	449253103	4,487	86,175	SH		SOLE		86,175	0	0
IAC/INTERACTIVECORP	COMMON STOCK USD.001	44891N109	2,786	23,258	SH		SOLE		23,258	0	0
ICF INTERNATIONAL INC	COMMON STOCK USD.001	44925C103	280	4,552	SH		SOLE		4,552	0	0
ICICI BANK LTD SPON ADR	ADR	45104G104	190	19,289	SH		SOLE		19,289	0	0
IDEX CORP	COMMON STOCK USD.01	45167R104	24,091	132,071	SH		SOLE		132,071	0	0
IHEARTMEDIA INC CLASS A	COMMON STOCK	45174J509	2,856	351,687	SH		SOLE		351,687	0	0
IHS MARKIT LTD	COMMON STOCK USD.01	G47567105	2,567	32,701	SH		SOLE		32,701	0	0
II VI INC	COMMON STOCK	902104108	268	6,612	SH		SOLE		6,612	0	0
ILLINOIS TOOL WORKS	COMMON STOCK USD.01	452308109	1,277	6,611	SH		SOLE		6,611	0	0
IMAX CORP	COMMON STOCK	45245E109	257	21,471	SH		SOLE		21,471	0	0
INCYTE CORP	COMMON STOCK USD.001	45337C102	172	1,914	SH		SOLE		1,914	0	0
INGEVITY CORP	COMMON STOCK USD.01	45688C107	2	34	SH		SOLE		34	0	0
INGREDION INC	COMMON STOCK USD.01	457187102	1,290	17,047	SH		SOLE		17,047	0	0
INNOVATIVE INDUSTRIAL PROPER	REIT USD.001	45781V101	455	3,670	SH		SOLE		3,670	0	0
INNOVIVA INC	COMMON STOCK USD.01	45781M101	781	74,712	SH		SOLE		74,712	0	0
INOVALON HOLDINGS INC A	COMMON STOCK USD.000005	45781D101	1,289	48,750	SH		SOLE		48,750	0	0
INSEEGO CORP	COMMON STOCK	45782B104	228	22,141	SH		SOLE		22,141	0	0
INSMED INC	COMMON STOCK USD.01	457669307	298	9,276	SH		SOLE		9,276	0	0
INSULET CORP	COMMON STOCK USD.001	45784P101	394	1,664	SH		SOLE		1,664	0	0
INTEGER HOLDINGS CORP	COMMON STOCK USD.001	45826H109	212	3,586	SH		SOLE		3,586	0	0
INTEL CORP	COMMON STOCK USD.001	458140100	9,016	174,121	SH		SOLE		174,121	0	0
INTELLIA THERAPEUTICS INC	COMMON STOCK USD.0001	45826J105	549	27,598	SH		SOLE		27,598	0	0
INTERACTIVE BROKERS GRO CL A	COMMON STOCK USD.01	45841N107	1,049	21,700	SH		SOLE		21,700	0	0
INTERCEPT PHARMACEUTICALS IN	COMMON STOCK USD.001	45845P108	342	8,257	SH		SOLE		8,257	0	0
INTERCONTINENTAL EXCHANGE IN	COMMON STOCK USD.01	45866F104	16,503	164,948	SH		SOLE		164,948	0	0
INTERNATIONAL BANCSHARES CRP	COMMON STOCK USD1.0	459044103	507	19,436	SH		SOLE		19,436	0	0
INTERNATIONAL GAME TECHNOLOG	COMMON STOCK USD.1	G4863A108	846	75,990	SH		SOLE		75,990	0	0
INTERNATIONAL PAPER CO	COMMON STOCK USD1.0	460146103	6,046	149,143	SH		SOLE		149,143	0	0
INTERNATIONAL SEAWAYS INC	COMMON STOCK	Y41053102	157	10,732	SH		SOLE		10,732	0	0
INTERPRIVATE ACQUISITION COR	COMMON STOCK USD.0001	46064A103	3,750	374,998	SH		SOLE		374,998	0	0
INTERPRIVATE ACQUISITION COR	UNIT USD.0001	46064A202	0	2	SH		SOLE		2	0	0
INTERPUBLIC GROUP OF COS INC	COMMON STOCK USD.1	460690100	159	9,538	SH		SOLE		9,538	0	0
INTERSECT ENT INC	COMMON STOCK USD.001	46071F103	429	26,305	SH		SOLE		26,305	0	0
INTL BUSINESS MACHINES CORP	COMMON STOCK USD.2	459200101	4,981	40,942	SH		SOLE		40,942	0	0
INTL FLAVORS FRAGRANCES	COMMON STOCK USD.125	459506101	299	2,444	SH		SOLE		2,444	0	0
INTUIT INC	COMMON STOCK USD.01	461202103	2,424	7,431	SH		SOLE		7,431	0	0
INVESCO LTD	COMMON STOCK USD.2	G491BT108	86	7,514	SH		SOLE		7,514	0	0
INVITAE CORP	COMMON STOCK USD.0001	46185L103	765	17,653	SH		SOLE		17,653	0	0
INVITATION HOMES INC	REIT USD.01	46187W107	3,473	124,076	SH		SOLE		124,076	0	0
ION GEOPHYSICAL CORP	COMMON STOCK USD.01	462044207	10	6,683	SH		SOLE		6,683	0	0
IOVANCE BIOTHERAPEUTICS INC	COMMON STOCK USD.000041666	462260100	160	4,869	SH		SOLE		4,869	0	0
IPG PHOTONICS CORP	COMMON STOCK USD.0001	44980X109	181	1,064	SH		SOLE		1,064	0	0
IQVIA HOLDINGS INC	COMMON STOCK USD.01	46266C105	7,821	49,615	SH		SOLE		49,615	0	0
IRIDIUM COMMUNICATIONS INC	COMMON STOCK USD.001	46269C102	1,021	39,929	SH		SOLE		39,929	0	0
IRON MOUNTAIN INC	REIT USD.01	46284V101	945	35,272	SH		SOLE		35,272	0	0
IRONWOOD PHARMACEUTICALS INC	COMMON STOCK USD.001	46333X108	222	24,629	SH		SOLE		24,629	0	0
ISHARES CORE SP MID CAP ETF	ISHARES CORE S+P MIDCAP ETF	464287507	15,056	81,246	SH		SOLE		81,246	0	0
ISHARES MSCI ACWI ETF	ISHARES MSCI ACWI ETF	464288257	7,187	89,923	SH		SOLE		89,923	0	0
ISHARES MSCI EAFE ETF	ISHARES MSCI EAFE ETF	464287465	229,489	3,605,488	SH		SOLE		3,605,488	0	0
ISHARES MSCI EMERGING MARKETS	ISHARES MSCI EMERGING MARKET	464287234	150,096	3,404,315	SH		SOLE		3,404,315	0	0
ISHARES MSCI WORLD ETF	ISHARES MSCI WORLD ETF	464286392	2,085	20,955	SH		SOLE		20,955	0	0
ISHARES RUSSELL 2000 ETF	ISHARES RUSSELL 2000 ETF	464287655	15,254	101,838	SH		SOLE		101,838	0	0
ISHARES RUSSELL 2000 VALUE ETF	ISHARES RUSSELL 2000 VALUE E	464287630	14,038	141,322	SH		SOLE		141,322	0	0
ISHARES SP MID CAP 400 VALUE	ISHARES S+P MID CAP 400 VALU	464287705	13,697	101,561	SH		SOLE		101,561	0	0
ISTAR INC	REIT USD.001	45031U101	278	23,574	SH		SOLE		23,574	0	0
ITRON INC	COMMON STOCK	465741106	387	6,365	SH		SOLE		6,365	0	0
ITT INC	COMMON STOCK USD1.0	45073V108	252	4,267	SH		SOLE		4,267	0	0
J2 GLOBAL INC	COMMON STOCK USD.01	48123V102	1,228	17,745	SH		SOLE		17,745	0	0
JACK HENRY ASSOCIATES INC	COMMON STOCK USD.01	426281101	3,683	22,653	SH		SOLE		22,653	0	0
JACOBS ENGINEERING GROUP INC	COMMON STOCK USD1.0	469814107	281	3,032	SH		SOLE		3,032	0	0
JAWS ACQUISITION CORP CL A	COMMON STOCK USD.0001	G50744104	781	75,000	SH		SOLE		75,000	0	0
JAWS ACQUISITION CORP CL A	JAWS ACQUISTION CW25	G50744112	53	25,000	SH		SOLE		25,000	0	0
JBG SMITH PROPERTIES	REIT USD.01	46590V100	1,038	38,805	SH		SOLE		38,805	0	0
JD.COM INC ADR	ADR USD.00002	47215P106	991	12,771	SH		SOLE		12,771	0	0
JM SMUCKER CO/THE	COMMON STOCK	832696405	302	2,616	SH		SOLE		2,616	0	0
JOHNSON JOHNSON	COMMON STOCK USD1.0	478160104	35,130	235,964	SH		SOLE		235,964	0	0
JOHNSON CONTROLS INTERNATION	COMMON STOCK USD.01	G51502105	1,183	28,956	SH		SOLE		28,956	0	0
JOUNCE THERAPEUTICS INC	COMMON STOCK USD.001	481116101	306	37,498	SH		SOLE		37,498	0	0
JOYY INC	ADR USD.00001	46591M109	3,924	48,642	SH		SOLE		48,642	0	0
JPMORGAN CHASE CO	COMMON STOCK USD1.0	46625H100	33,711	350,172	SH		SOLE		350,172	0	0
JUNIPER INDUSTRIAL HLDGS A	COMMON STOCK	48205G106	4,969	475,000	SH		SOLE		475,000	0	0
JUNIPER NETWORKS INC	COMMON STOCK USD.00001	48203R104	1,089	50,660	SH		SOLE		50,660	0	0
KANSAS CITY SOUTHERN	COMMON STOCK USD.01	485170302	3,544	19,596	SH		SOLE		19,596	0	0
KB HOME	COMMON STOCK USD1.0	48666K109	565	14,705	SH		SOLE		14,705	0	0
KELLOGG CO	COMMON STOCK USD.25	487836108	454	7,033	SH		SOLE		7,033	0	0
KELLY SERVICES INC A	COMMON STOCK USD1.0	488152208	178	10,457	SH		SOLE		10,457	0	0
KENSINGTON CAPITAL ACQUIS A	KENSINGTON CAPITAL ACQ CW27	490073111	563	125,000	SH		SOLE		125,000	0	0
KEYCORP	COMMON STOCK USD1.0	493267108	682	57,153	SH		SOLE		57,153	0	0
KEYSIGHT TECHNOLOGIES IN	COMMON STOCK	49338L103	737	7,461	SH		SOLE		7,461	0	0
KFORCE INC	COMMON STOCK USD.01	493732101	1,164	36,170	SH		SOLE		36,170	0	0
KILROY REALTY CORP	REIT USD.01	49427F108	1,146	22,065	SH		SOLE		22,065	0	0
KIMBALL INTERNATIONAL B	COMMON STOCK USD.05	494274103	300	28,509	SH		SOLE		28,509	0	0
KIMBERLY CLARK CORP	COMMON STOCK USD1.25	494368103	2,406	16,296	SH		SOLE		16,296	0	0
KIMCO REALTY CORP	REIT USD.01	49446R109	1,370	121,684	SH		SOLE		121,684	0	0
KINDER MORGAN INC	COMMON STOCK USD.01	49456B101	859	69,646	SH		SOLE		69,646	0	0
KINSALE CAPITAL GROUP INC	COMMON STOCK USD.01	49714P108	392	2,062	SH		SOLE		2,062	0	0
KIRKLAND LAKE GOLD LTD	COMMON STOCK	49741E100	2,902	59,557	SH		SOLE		59,557	0	0
KITE REALTY GROUP TRUST	REIT USD.01	49803T300	560	48,369	SH		SOLE		48,369	0	0
KKR CO INC	COMMON STOCK	48251W104	730	21,259	SH		SOLE		21,259	0	0
KLA CORP	COMMON STOCK USD.001	482480100	1,443	7,447	SH		SOLE		7,447	0	0
KNIGHT SWIFT TRANSPORTATION	COMMON STOCK USD.001	499049104	394	9,671	SH		SOLE		9,671	0	0
KODIAK SCIENCES INC	COMMON STOCK USD.0001	50015M109	193	3,268	SH		SOLE		3,268	0	0
KOSMOS ENERGY LTD	COMMON STOCK USD.01	500688106	149	152,556	SH		SOLE		152,556	0	0
KRAFT HEINZ CO/THE	COMMON STOCK USD.01	500754106	1,351	45,095	SH		SOLE		45,095	0	0
KRATON CORP	COMMON STOCK USD.01	50077C106	605	33,977	SH		SOLE		33,977	0	0
KROGER CO	COMMON STOCK USD1.0	501044101	1,892	55,795	SH		SOLE		55,795	0	0
KRONOS WORLDWIDE INC	COMMON STOCK USD.01	50105F105	264	20,556	SH		SOLE		20,556	0	0
L BRANDS INC	COMMON STOCK USD.5	501797104	333	10,457	SH		SOLE		10,457	0	0
L3HARRIS TECHNOLOGIES INC	COMMON STOCK USD1.0	502431109	10,506	61,859	SH		SOLE		61,859	0	0
LABORATORY CRP OF AMER HLDGS	COMMON STOCK USD.1	50540R409	535	2,840	SH		SOLE		2,840	0	0
LAKELAND INDUSTRIES INC	COMMON STOCK USD.01	511795106	209	10,577	SH		SOLE		10,577	0	0
LAM RESEARCH CORP	COMMON STOCK USD.001	512807108	2,604	7,848	SH		SOLE		7,848	0	0
LAMB WESTON HOLDINGS INC	COMMON STOCK USD1.0	513272104	396	5,975	SH		SOLE		5,975	0	0
LANCASTER COLONY CORP	COMMON STOCK	513847103	231	1,293	SH		SOLE		1,293	0	0
LANDS END INC	COMMON STOCK USD.01	51509F105	381	29,243	SH		SOLE		29,243	0	0
LANDSTAR SYSTEM INC	COMMON STOCK USD.01	515098101	1,092	8,698	SH		SOLE		8,698	0	0
LATTICE SEMICONDUCTOR CORP	COMMON STOCK USD.01	518415104	539	18,624	SH		SOLE		18,624	0	0
LEAR CORP	COMMON STOCK USD.01	521865204	413	3,786	SH		SOLE		3,786	0	0
LEGGETT PLATT INC	COMMON STOCK USD.01	524660107	441	10,715	SH		SOLE		10,715	0	0
LEIDOS HOLDINGS INC	COMMON STOCK USD.0001	525327102	441	4,951	SH		SOLE		4,951	0	0
LENNAR CORP A	COMMON STOCK USD.1	526057104	6,055	74,127	SH		SOLE		74,127	0	0
LENNOX INTERNATIONAL INC	COMMON STOCK USD.01	526107107	7,267	26,658	SH		SOLE		26,658	0	0
LEXINFINTECH HOLDINGS L ADR	ADR	528877103	1,331	194,249	SH		SOLE		194,249	0	0
LGI HOMES INC	COMMON STOCK USD.01	50187T106	239	2,055	SH		SOLE		2,055	0	0
LGL SYSTEMS ACQUISITION A	COMMON STOCK USD.0001	50201G106	1,002	100,000	SH		SOLE		100,000	0	0
LGL SYSTEMS ACQUISITION A	LGL SYSTEMS ACQUISITI CW26	50201G114	54	50,000	SH		SOLE		50,000	0	0
LHC GROUP INC	COMMON STOCK USD.01	50187A107	1,150	5,408	SH		SOLE		5,408	0	0
LIFE STORAGE INC	REIT USD.01	53223X107	1,204	11,433	SH		SOLE		11,433	0	0
LIGAND PHARMACEUTICALS	COMMON STOCK USD.001	53220K504	298	3,122	SH		SOLE		3,122	0	0
LINCOLN ELECTRIC HOLDINGS	COMMON STOCK	533900106	1,181	12,827	SH		SOLE		12,827	0	0
LINCOLN NATIONAL CORP	COMMON STOCK	534187109	377	12,020	SH		SOLE		12,020	0	0
LINDE PLC	COMMON STOCK EUR.001	G5494J103	3,292	13,825	SH		SOLE		13,825	0	0
LIONHEART ACQUISITION CORP	UNIT USD.0001	53625R203	996	100,000	SH		SOLE		100,000	0	0
LITHIA MOTORS INC CL A	COMMON STOCK	536797103	582	2,554	SH		SOLE		2,554	0	0
LIVE OAK ACQUISITION CORP A	COMMON STOCK USD.0001	53804F103	1,966	195,000	SH		SOLE		195,000	0	0
LIVE OAK ACQUISITION CORP A	LIVE OAK ACQUISITION CO CW27	53804F111	96	97,500	SH		SOLE		97,500	0	0
LKQ CORP	COMMON STOCK USD.01	501889208	345	12,441	SH		SOLE		12,441	0	0
LOCKHEED MARTIN CORP	COMMON STOCK USD1.0	539830109	22,949	59,875	SH		SOLE		59,875	0	0
LONGVIEW ACQUISITION CORP	UNIT USD.0001	543195200	0	1	SH		SOLE		1	0	0
LONGVIEW ACQUISITION CORP A	COMMON STOCK	543195101	982	99,999	SH		SOLE		99,999	0	0
LONGVIEW ACQUISITION CORP A	LONGVIEW ACQUISITION CO CW25	543195119	32	33,333	SH		SOLE		33,333	0	0
LOUISIANA PACIFIC CORP	COMMON STOCK USD1.0	546347105	329	11,158	SH		SOLE		11,158	0	0
LOWE S COS INC	COMMON STOCK USD.5	548661107	4,164	25,104	SH		SOLE		25,104	0	0
LUMENTUM HOLDINGS INC	COMMON STOCK USD.001	55024U109	1,601	21,305	SH		SOLE		21,305	0	0
LUMINEX CORP	COMMON STOCK USD.001	55027E102	1,037	39,520	SH		SOLE		39,520	0	0
LYONDELLBASELL INDU CL A	COMMON STOCK EUR.04	N53745100	683	9,690	SH		SOLE		9,690	0	0
M T BANK CORP	COMMON STOCK USD.5	55261F104	582	6,321	SH		SOLE		6,321	0	0
MAGELLAN HEALTH INC	COMMON STOCK USD.01	559079207	221	2,913	SH		SOLE		2,913	0	0
MANNKIND CORP	COMMON STOCK USD.01	56400P706	1,330	707,500	SH		SOLE		707,500	0	0
MANTECH INTERNATIONAL CORP A	COMMON STOCK USD.01	564563104	1,502	21,808	SH		SOLE		21,808	0	0
MARATHON OIL CORP	COMMON STOCK USD1.0	565849106	411	100,431	SH		SOLE		100,431	0	0
MARATHON PETROLEUM CORP	COMMON STOCK USD.01	56585A102	4,565	155,587	SH		SOLE		155,587	0	0
MARKEL CORP	COMMON STOCK	570535104	3,408	3,500	SH		SOLE		3,500	0	0
MARKETAXESS HOLDINGS INC	COMMON STOCK USD.003	57060D108	492	1,021	SH		SOLE		1,021	0	0
MARRIOTT INTERNATIONAL CL A	COMMON STOCK USD.01	571903202	382	4,123	SH		SOLE		4,123	0	0
MARRIOTT VACATIONS WORLD	COMMON STOCK USD.01	57164Y107	1,144	12,600	SH		SOLE		12,600	0	0
MARSH MCLENNAN COS	COMMON STOCK USD1.0	571748102	8,720	76,021	SH		SOLE		76,021	0	0
MARTEN TRANSPORT LTD	COMMON STOCK USD.01	573075108	560	34,297	SH		SOLE		34,297	0	0
MARTIN MARIETTA MATERIALS	COMMON STOCK USD.01	573284106	1,475	6,267	SH		SOLE		6,267	0	0
MASCO CORP	COMMON STOCK USD1.0	574599106	3,707	67,234	SH		SOLE		67,234	0	0
MASIMO CORP	COMMON STOCK USD.001	574795100	100	425	SH		SOLE		425	0	0
MASONITE INTERNATIONAL CORP	COMMON STOCK	575385109	1,233	12,529	SH		SOLE		12,529	0	0
MASTEC INC	COMMON STOCK USD.1	576323109	554	13,118	SH		SOLE		13,118	0	0
MASTERCARD INC A	COMMON STOCK USD.0001	57636Q104	41,056	121,406	SH		SOLE		121,406	0	0
MATADOR RESOURCES CO	COMMON STOCK USD.01	576485205	533	64,577	SH		SOLE		64,577	0	0
MATCH GROUP INC	COMMON STOCK	57667L107	2,184	19,736	SH		SOLE		19,736	0	0
MAXAR TECHNOLOGIES INC	COMMON STOCK	57778K105	326	13,068	SH		SOLE		13,068	0	0
MAXIM INTEGRATED PRODUCTS	COMMON STOCK USD.001	57772K101	3,053	45,159	SH		SOLE		45,159	0	0
MCCORMICK CO NON VTG SHRS	COMMON STOCK	579780206	400	2,059	SH		SOLE		2,059	0	0
MCDONALD S CORP	COMMON STOCK USD.01	580135101	8,922	40,648	SH		SOLE		40,648	0	0
MCGRATH RENTCORP	COMMON STOCK	580589109	1,133	19,007	SH		SOLE		19,007	0	0
MCKESSON CORP	COMMON STOCK USD.01	58155Q103	900	6,043	SH		SOLE		6,043	0	0
MDC HOLDINGS INC	COMMON STOCK USD.01	552676108	1,363	28,944	SH		SOLE		28,944	0	0
MDU RESOURCES GROUP INC	COMMON STOCK USD1.0	552690109	2,993	133,025	SH		SOLE		133,025	0	0
MEDICAL PROPERTIES TRUST INC	REIT USD.001	58463J304	2,241	127,085	SH		SOLE		127,085	0	0
MEDPACE HOLDINGS INC	COMMON STOCK USD.01	58506Q109	2,460	22,016	SH		SOLE		22,016	0	0
MEDTRONIC PLC	COMMON STOCK USD.1	G5960L103	7,087	68,192	SH		SOLE		68,192	0	0
MELCO RESORTS ENTERT ADR	ADR USD.01	585464100	4	241	SH		SOLE		241	0	0
MERCADOLIBRE INC	COMMON STOCK USD.001	58733R102	617	570	SH		SOLE		570	0	0
MERCK CO. INC.	COMMON STOCK USD.5	58933Y105	22,797	274,825	SH		SOLE		274,825	0	0
MERITAGE HOMES CORP	COMMON STOCK USD.01	59001A102	257	2,325	SH		SOLE		2,325	0	0
METLIFE INC	COMMON STOCK USD.01	59156R108	682	18,355	SH		SOLE		18,355	0	0
METTLER TOLEDO INTERNATIONAL	COMMON STOCK USD.01	592688105	16,567	17,155	SH		SOLE		17,155	0	0
MGIC INVESTMENT CORP	COMMON STOCK USD1.0	552848103	441	49,793	SH		SOLE		49,793	0	0
MGM GROWTH PROPERTIES LLC A	REIT	55303A105	822	29,393	SH		SOLE		29,393	0	0
MGM RESORTS INTERNATIONAL	COMMON STOCK USD.01	552953101	424	19,493	SH		SOLE		19,493	0	0
MGP INGREDIENTS INC	COMMON STOCK	55303J106	228	5,733	SH		SOLE		5,733	0	0
MICHAELS COS INC/THE	COMMON STOCK USD.06775	59408Q106	293	30,348	SH		SOLE		30,348	0	0
MICROCHIP TECHNOLOGY INC	COMMON STOCK USD.001	595017104	1,292	12,572	SH		SOLE		12,572	0	0
MICRON TECHNOLOGY INC	COMMON STOCK USD.1	595112103	1,922	40,920	SH		SOLE		40,920	0	0
MICROSOFT CORP	COMMON STOCK USD.00000625	594918104	162,305	771,668	SH		SOLE		771,668	0	0
MICROSTRATEGY INC CL A	COMMON STOCK USD.001	594972408	292	1,941	SH		SOLE		1,941	0	0
MID AMERICA APARTMENT COMM	REIT USD.01	59522J103	2,785	24,021	SH		SOLE		24,021	0	0
MINERALS TECHNOLOGIES INC	COMMON STOCK USD.1	603158106	1,106	21,651	SH		SOLE		21,651	0	0
MIRATI THERAPEUTICS INC	COMMON STOCK	60468T105	510	3,070	SH		SOLE		3,070	0	0
MKS INSTRUMENTS INC	COMMON STOCK	55306N104	479	4,388	SH		SOLE		4,388	0	0
MODEL N INC	COMMON STOCK USD.00015	607525102	388	11,005	SH		SOLE		11,005	0	0
MODERNA INC	COMMON STOCK USD.0001	60770K107	315	4,458	SH		SOLE		4,458	0	0
MOHAWK INDUSTRIES INC	COMMON STOCK USD.01	608190104	222	2,279	SH		SOLE		2,279	0	0
MOLINA HEALTHCARE INC	COMMON STOCK USD.001	60855R100	105	571	SH		SOLE		571	0	0
MOLSON COORS BEVERAGE CO B	COMMON STOCK USD.01	60871R209	223	6,653	SH		SOLE		6,653	0	0
MONDELEZ INTERNATIONAL INC A	COMMON STOCK	609207105	12,497	217,528	SH		SOLE		217,528	0	0
MONGODB INC	COMMON STOCK USD.001	60937P106	103	447	SH		SOLE		447	0	0
MONOLITHIC POWER SYSTEMS INC	COMMON STOCK USD.001	609839105	108	388	SH		SOLE		388	0	0
MONSTER BEVERAGE CORP	COMMON STOCK	61174X109	2,347	29,267	SH		SOLE		29,267	0	0
MOODY S CORP	COMMON STOCK USD.01	615369105	9,004	31,065	SH		SOLE		31,065	0	0
MOOG INC CLASS A	COMMON STOCK USD1.0	615394202	880	13,857	SH		SOLE		13,857	0	0
MORGAN STANLEY	COMMON STOCK USD.01	617446448	14,389	297,610	SH		SOLE		297,610	0	0
MOSAIC CO/THE	COMMON STOCK USD.01	61945C103	367	20,101	SH		SOLE		20,101	0	0
MOTOROLA SOLUTIONS INC	COMMON STOCK USD.01	620076307	773	4,929	SH		SOLE		4,929	0	0
MR COOPER GROUP INC	COMMON STOCK USD.01	62482R107	365	16,347	SH		SOLE		16,347	0	0
MSCI INC	COMMON STOCK USD.01	55354G100	15,367	43,071	SH		SOLE		43,071	0	0
MURPHY USA INC	COMMON STOCK	626755102	294	2,294	SH		SOLE		2,294	0	0
MYLAN NV	COMMON STOCK EUR.01	N59465109	139	9,373	SH		SOLE		9,373	0	0
MYOKARDIA INC	COMMON STOCK USD.0001	62857M105	127	931	SH		SOLE		931	0	0
N B T BANCORP INC	COMMON STOCK USD.01	628778102	136	5,088	SH		SOLE		5,088	0	0
NABORS INDUSTRIES LTD	COMMON STOCK USD.001	G6359F137	150	6,137	SH		SOLE		6,137	0	0
NASDAQ INC	COMMON STOCK USD.01	631103108	365	2,974	SH		SOLE		2,974	0	0
NATERA INC	COMMON STOCK USD.0001	632307104	1,852	25,633	SH		SOLE		25,633	0	0
NATIONAL FUEL GAS CO	COMMON STOCK USD1.0	636180101	1,242	30,591	SH		SOLE		30,591	0	0
NATIONAL HEALTHCARE CORP	COMMON STOCK USD.01	635906100	423	6,792	SH		SOLE		6,792	0	0
NATIONAL OILWELL VARCO INC	COMMON STOCK USD.01	637071101	170	18,768	SH		SOLE		18,768	0	0
NATIONAL RESEARCH CORP	COMMON STOCK USD.001	637372202	361	7,337	SH		SOLE		7,337	0	0
NATIONAL RETAIL PROPERTIES	REIT USD.01	637417106	1,712	49,618	SH		SOLE		49,618	0	0
NATIONAL STORAGE AFFILIATES	REIT USD.01	637870106	1,667	50,951	SH		SOLE		50,951	0	0
NATIONAL VISION HOLDINGS INC	COMMON STOCK USD.01	63845R107	292	7,648	SH		SOLE		7,648	0	0
NATL HEALTH INVESTORS INC	REIT USD.01	63633D104	731	12,135	SH		SOLE		12,135	0	0
NATUS MEDICAL INC	COMMON STOCK USD.001	639050103	181	10,582	SH		SOLE		10,582	0	0
NAVISTAR INTERNATIONAL CORP	COMMON STOCK USD.1	63934E108	616	14,147	SH		SOLE		14,147	0	0
NEOGEN CORP	COMMON STOCK USD.16	640491106	585	7,481	SH		SOLE		7,481	0	0
NEOGENOMICS INC	COMMON STOCK USD.001	64049M209	426	11,561	SH		SOLE		11,561	0	0
NETAPP INC	COMMON STOCK USD.001	64110D104	285	6,500	SH		SOLE		6,500	0	0
NETEASE INC ADR	ADR USD.0001	64110W102	486	1,069	SH		SOLE		1,069	0	0
NETFLIX INC	COMMON STOCK USD.001	64110L106	13,966	27,931	SH		SOLE		27,931	0	0
NEUROCRINE BIOSCIENCES INC	COMMON STOCK USD.001	64125C109	110	1,149	SH		SOLE		1,149	0	0
NEVRO CORP	COMMON STOCK USD.001	64157F103	1,155	8,295	SH		SOLE		8,295	0	0
NEWELL BRANDS INC	COMMON STOCK USD1.0	651229106	160	9,316	SH		SOLE		9,316	0	0
NEWMONT CORP	COMMON STOCK USD1.6	651639106	2,674	42,138	SH		SOLE		42,138	0	0
NEWPARK RESOURCES INC	COMMON STOCK USD.01	651718504	135	128,762	SH		SOLE		128,762	0	0
NEWS CORP CLASS A	COMMON STOCK USD.01	65249B109	190	13,572	SH		SOLE		13,572	0	0
NEXPOINT RESIDENTIAL	REIT USD.01	65341D102	657	14,809	SH		SOLE		14,809	0	0
NEXSTAR MEDIA GROUP INC CL A	COMMON STOCK USD.01	65336K103	1,714	19,062	SH		SOLE		19,062	0	0
NEXTERA ENERGY INC	COMMON STOCK USD.01	65339F101	9,133	32,903	SH		SOLE		32,903	0	0
NEXTGEN HEALTHCARE INC	COMMON STOCK USD.01	65343C102	371	29,101	SH		SOLE		29,101	0	0
NEXTIER OILFIELD SOLUTIONS I	COMMON STOCK USD.01	65290C105	87	46,832	SH		SOLE		46,832	0	0
NIC INC	COMMON STOCK	62914B100	952	48,314	SH		SOLE		48,314	0	0
NIELSEN HOLDINGS PLC	COMMON STOCK EUR.07	G6518L108	203	14,316	SH		SOLE		14,316	0	0
NIKE INC CL B	COMMON STOCK	654106103	15,924	126,841	SH		SOLE		126,841	0	0
NISOURCE INC	COMMON STOCK USD.01	65473P105	229	10,413	SH		SOLE		10,413	0	0
NOBLE ENERGY INC	COMMON STOCK USD.01	655044105	101	11,775	SH		SOLE		11,775	0	0
NORDIC AMERICAN TANKERS LTD	COMMON STOCK USD.01	G65773106	148	42,368	SH		SOLE		42,368	0	0
NORDSON CORP	COMMON STOCK	655663102	40	206	SH		SOLE		206	0	0
NORFOLK SOUTHERN CORP	COMMON STOCK USD1.0	655844108	1,457	6,810	SH		SOLE		6,810	0	0
NORTHERN GENESIS ACQUISITION	UNIT USD.0001	66516T203	3,497	350,000	SH		SOLE		350,000	0	0
NORTHERN TRUST CORP	COMMON STOCK USD1.667	665859104	472	6,059	SH		SOLE		6,059	0	0
NORTHROP GRUMMAN CORP	COMMON STOCK USD1.0	666807102	1,237	3,920	SH		SOLE		3,920	0	0
NORTHWEST BANCSHARES INC	COMMON STOCK USD.01	667340103	252	27,373	SH		SOLE		27,373	0	0
NORTHWESTERN CORP	COMMON STOCK USD.01	668074305	295	6,061	SH		SOLE		6,061	0	0
NORTONLIFELOCK INC	COMMON STOCK USD.01	668771108	277	13,281	SH		SOLE		13,281	0	0
NOVAGOLD RESOURCES INC	COMMON STOCK	66987E206	873	73,434	SH		SOLE		73,434	0	0
NOVAVAX INC	COMMON STOCK USD.01	670002401	558	5,149	SH		SOLE		5,149	0	0
NRG ENERGY INC	COMMON STOCK USD.01	629377508	3,382	110,022	SH		SOLE		110,022	0	0
NU SKIN ENTERPRISES INC A	COMMON STOCK USD.001	67018T105	264	5,278	SH		SOLE		5,278	0	0
NUCOR CORP	COMMON STOCK USD.4	670346105	3,268	72,858	SH		SOLE		72,858	0	0
NUVASIVE INC	COMMON STOCK USD.001	670704105	367	7,556	SH		SOLE		7,556	0	0
NVIDIA CORP	COMMON STOCK USD.001	67066G104	23,787	43,951	SH		SOLE		43,951	0	0
NVR INC	COMMON STOCK USD.01	62944T105	347	85	SH		SOLE		85	0	0
NXP SEMICONDUCTORS NV	COMMON STOCK	N6596X109	2,360	18,908	SH		SOLE		18,908	0	0
O REILLY AUTOMOTIVE INC	COMMON STOCK USD.01	67103H107	11,033	23,929	SH		SOLE		23,929	0	0
OAKTREE ACQUISITION CORP II	UNIT USD.0001	G6715X129	770	75,000	SH		SOLE		75,000	0	0
OCCIDENTAL PETROLEUM CORP	COMMON STOCK USD.2	674599105	1,320	131,855	SH		SOLE		131,855	0	0
OCCIDENTAL PETROLEUM CORP	OCCIDENTAL PETROLEUM CW27	674599162	16	5,435	SH		SOLE		5,435	0	0
OGE ENERGY CORP	COMMON STOCK USD.01	670837103	419	13,963	SH		SOLE		13,963	0	0
OIL STATES INTERNATIONAL INC	COMMON STOCK USD.01	678026105	156	57,269	SH		SOLE		57,269	0	0
OKTA INC	COMMON STOCK	679295105	803	3,754	SH		SOLE		3,754	0	0
OLD DOMINION FREIGHT LINE	COMMON STOCK USD.1	679580100	10,406	57,518	SH		SOLE		57,518	0	0
OLD NATIONAL BANCORP	COMMON STOCK	680033107	965	76,832	SH		SOLE		76,832	0	0
OLD SECOND BANCORP INC	COMMON STOCK USD1.0	680277100	162	21,557	SH		SOLE		21,557	0	0
OLIN CORP	COMMON STOCK USD1.0	680665205	232	18,772	SH		SOLE		18,772	0	0
OMEGA HEALTHCARE INVESTORS	REIT USD.1	681936100	757	25,282	SH		SOLE		25,282	0	0
OMNICELL INC	COMMON STOCK USD.001	68213N109	529	7,087	SH		SOLE		7,087	0	0
OMNICOM GROUP	COMMON STOCK USD.15	681919106	221	4,470	SH		SOLE		4,470	0	0
ONE	UNIT USD.0001	G7000X113	1,090	100,000	SH		SOLE		100,000	0	0
ONE GAS INC	COMMON STOCK	68235P108	666	9,648	SH		SOLE		9,648	0	0
ONE LIBERTY PROPERTIES INC	REIT USD1.0	682406103	383	23,418	SH		SOLE		23,418	0	0
ONEMAIN HOLDINGS INC	COMMON STOCK USD.01	68268W103	1,621	51,869	SH		SOLE		51,869	0	0
ONEOK INC	COMMON STOCK USD.01	682680103	332	12,765	SH		SOLE		12,765	0	0
OPKO HEALTH INC	COMMON STOCK USD.01	68375N103	308	83,594	SH		SOLE		83,594	0	0
ORACLE CORP	COMMON STOCK USD.01	68389X105	6,384	106,934	SH		SOLE		106,934	0	0
ORASURE TECHNOLOGIES INC	COMMON STOCK USD.000001	68554V108	322	26,495	SH		SOLE		26,495	0	0
ORBCOMM INC	COMMON STOCK USD.001	68555P100	265	77,931	SH		SOLE		77,931	0	0
ORION ENGINEERED CARBONS SA	COMMON STOCK	L72967109	548	43,829	SH		SOLE		43,829	0	0
ORTHOFIX MEDICAL INC	COMMON STOCK USD.1	68752M108	267	8,562	SH		SOLE		8,562	0	0
OSHKOSH CORP	COMMON STOCK USD.01	688239201	1,481	20,150	SH		SOLE		20,150	0	0
OSPREY TECHNOLOGY ACQUISIT A	COMMON STOCK	68839R104	815	80,000	SH		SOLE		80,000	0	0
OTIS WORLDWIDE CORP	COMMON STOCK USD.01	68902V107	1,566	25,085	SH		SOLE		25,085	0	0
OVERSTOCK.COM INC	COMMON STOCK USD.0001	690370101	241	3,324	SH		SOLE		3,324	0	0
OWENS MINOR INC	COMMON STOCK USD2.0	690732102	378	15,054	SH		SOLE		15,054	0	0
OWENS CORNING	COMMON STOCK USD.001	690742101	1,175	17,074	SH		SOLE		17,074	0	0
PACCAR INC	COMMON STOCK USD1.0	693718108	530	6,210	SH		SOLE		6,210	0	0
PACIFIC BIOSCIENCES OF CALIF	COMMON STOCK USD.0001	69404D108	948	96,079	SH		SOLE		96,079	0	0
PACIFIC DRILLING SA	COMMON STOCK USD.01	L7257P205	14	58,497	SH		SOLE		58,497	0	0
PACKAGING CORP OF AMERICA	COMMON STOCK USD.01	695156109	927	8,501	SH		SOLE		8,501	0	0
PACWEST BANCORP	COMMON STOCK	695263103	998	58,448	SH		SOLE		58,448	0	0
PALOMAR HOLDINGS INC	COMMON STOCK USD.0001	69753M105	437	4,190	SH		SOLE		4,190	0	0
PARAMOUNT GROUP INC	REIT USD.01	69924R108	521	73,566	SH		SOLE		73,566	0	0
PARK HOTELS RESORTS INC	REIT USD.01	700517105	1,260	126,105	SH		SOLE		126,105	0	0
PARKER HANNIFIN CORP	COMMON STOCK USD.5	701094104	879	4,345	SH		SOLE		4,345	0	0
PATTERSON COS INC	COMMON STOCK USD.01	703395103	239	9,917	SH		SOLE		9,917	0	0
PAYCHEX INC	COMMON STOCK USD.01	704326107	1,022	12,808	SH		SOLE		12,808	0	0
PAYPAL HOLDINGS INC	COMMON STOCK USD.0001	70450Y103	17,959	91,148	SH		SOLE		91,148	0	0
PEABODY ENERGY CORP	COMMON STOCK	704551100	308	133,706	SH		SOLE		133,706	0	0
PENN NATIONAL GAMING INC	COMMON STOCK USD.01	707569109	829	11,406	SH		SOLE		11,406	0	0
PENNYMAC FINANCIAL SERVICES	COMMON STOCK USD.0001	70932M107	1,471	25,312	SH		SOLE		25,312	0	0
PENSKE AUTOMOTIVE GROUP INC	COMMON STOCK USD.0001	70959W103	505	10,597	SH		SOLE		10,597	0	0
PENTAIR PLC	COMMON STOCK USD.01	G7S00T104	233	5,082	SH		SOLE		5,082	0	0
PEPSICO INC	COMMON STOCK USD.017	713448108	7,543	54,426	SH		SOLE		54,426	0	0
PERFORMANCE FOOD GROUP CO	COMMON STOCK USD.01	71377A103	333	9,609	SH		SOLE		9,609	0	0
PERIDOT ACQUISITION CORP	UNIT USD.0001	G7008A123	1,497	150,000	SH		SOLE		150,000	0	0
PERKINELMER INC	COMMON STOCK USD1.0	714046109	421	3,352	SH		SOLE		3,352	0	0
PERRIGO CO PLC	COMMON STOCK EUR.001	G97822103	139	3,019	SH		SOLE		3,019	0	0
PERSHING SQUARE TONTINE A	COMMON STOCK USD.0001	71531R109	4,311	190,000	SH		SOLE		190,000	0	0
PERSHING SQUARE TONTINE A	PERSHING SQUARE TONTINE WS	71531R117	151	21,110	SH		SOLE		21,110	0	0
PERSPECTA INC	COMMON STOCK USD.01	715347100	90	4,628	SH		SOLE		4,628	0	0
PETMED EXPRESS INC	COMMON STOCK USD.001	716382106	392	12,401	SH		SOLE		12,401	0	0
PFIZER INC	COMMON STOCK USD.05	717081103	4,842	131,925	SH		SOLE		131,925	0	0
PHIBRO ANIMAL HEALTH CORP A	COMMON STOCK USD.001	71742Q106	573	32,906	SH		SOLE		32,906	0	0
PHILIP MORRIS INTERNATIONAL	COMMON STOCK	718172109	6,700	89,348	SH		SOLE		89,348	0	0
PHILLIPS 66	COMMON STOCK	718546104	531	10,237	SH		SOLE		10,237	0	0
PHOTRONICS INC	COMMON STOCK USD.01	719405102	470	47,193	SH		SOLE		47,193	0	0
PHYSICIANS REALTY TRUST	REIT USD.01	71943U104	699	39,007	SH		SOLE		39,007	0	0
PIEDMONT OFFICE REALTY TRU A	REIT USD.01	720190206	1,236	91,119	SH		SOLE		91,119	0	0
PINNACLE FINANCIAL PARTNERS	COMMON STOCK USD1.0	72346Q104	425	11,933	SH		SOLE		11,933	0	0
PINNACLE WEST CAPITAL	COMMON STOCK	723484101	972	13,043	SH		SOLE		13,043	0	0
PIONEER NATURAL RESOURCES CO	COMMON STOCK USD.01	723787107	1,492	17,347	SH		SOLE		17,347	0	0
PLEXUS CORP	COMMON STOCK USD.01	729132100	261	3,691	SH		SOLE		3,691	0	0
PLIANT THERAPEUTICS INC	COMMON STOCK	729139105	278	12,266	SH		SOLE		12,266	0	0
PLURALSIGHT INC A	COMMON STOCK USD.0001	72941B106	923	53,861	SH		SOLE		53,861	0	0
PMV CONSUMER ACQUISITION COR	UNIT	693486201	2,498	250,000	SH		SOLE		250,000	0	0
PNC FINANCIAL SERVICES GROUP	COMMON STOCK USD5.0	693475105	1,311	11,930	SH		SOLE		11,930	0	0
POLARIS INC	COMMON STOCK USD.01	731068102	2,773	29,394	SH		SOLE		29,394	0	0
POOL CORP	COMMON STOCK USD.001	73278L105	491	1,469	SH		SOLE		1,469	0	0
POPULAR INC	COMMON STOCK USD.01	733174700	42	1,152	SH		SOLE		1,152	0	0
PORTLAND GENERAL ELECTRIC CO	COMMON STOCK	736508847	1,220	34,358	SH		SOLE		34,358	0	0
POTLATCHDELTIC CORP	REIT USD1.0	737630103	1,028	24,412	SH		SOLE		24,412	0	0
PPD INC	COMMON STOCK USD.01	69355F102	411	11,112	SH		SOLE		11,112	0	0
PPG INDUSTRIES INC	COMMON STOCK USD1.67	693506107	3,703	30,331	SH		SOLE		30,331	0	0
PPL CORP	COMMON STOCK USD.01	69351T106	1,398	51,364	SH		SOLE		51,364	0	0
PRA GROUP INC	COMMON STOCK USD.01	69354N106	225	5,637	SH		SOLE		5,637	0	0
PRA HEALTH SCIENCES INC	COMMON STOCK USD.01	69354M108	1,202	11,852	SH		SOLE		11,852	0	0
PRECIGEN INC	COMMON STOCK	74017N105	207	59,240	SH		SOLE		59,240	0	0
PRESTIGE CONSUMER HEALTHCARE	COMMON STOCK USD.01	74112D101	227	6,241	SH		SOLE		6,241	0	0
PRICESMART INC	COMMON STOCK USD.0001	741511109	750	11,294	SH		SOLE		11,294	0	0
PRIME IMPACT ACQUISITION I	UNIT USD.0001	G61074111	1,002	100,000	SH		SOLE		100,000	0	0
PRIMERICA INC	COMMON STOCK	74164M108	5,150	45,519	SH		SOLE		45,519	0	0
PRINCIPAL FINANCIAL GROUP	COMMON STOCK USD.01	74251V102	1,089	27,040	SH		SOLE		27,040	0	0
PROCTER GAMBLE CO/THE	COMMON STOCK	742718109	29,092	209,310	SH		SOLE		209,310	0	0
PROGENITY INC	COMMON STOCK	74319F107	338	37,429	SH		SOLE		37,429	0	0
PROGRESS SOFTWARE CORP	COMMON STOCK USD.01	743312100	480	13,095	SH		SOLE		13,095	0	0
PROGRESSIVE CORP	COMMON STOCK USD1.0	743315103	15,241	160,991	SH		SOLE		160,991	0	0
PROLOGIS INC	REIT USD.01	74340W103	27,551	273,809	SH		SOLE		273,809	0	0
PROPERTY SOLUTIONS ACQUISITI	COMMON STOCK USD.0001	74348Q108	1,717	175,000	SH		SOLE		175,000	0	0
PROPERTY SOLUTIONS ACQUISITI	PROPERTY SOLUTIONS ACQ CW27	74348Q116	65	175,000	SH		SOLE		175,000	0	0
PROPTECH ACQUISITION CORP A	COMMON STOCK	74349F101	111	10,000	SH		SOLE		10,000	0	0
PROVIDENT FINANCIAL SERVICES	COMMON STOCK USD.01	74386T105	680	55,768	SH		SOLE		55,768	0	0
PRUDENTIAL FINANCIAL INC	COMMON STOCK USD.01	744320102	661	10,399	SH		SOLE		10,399	0	0
PS BUSINESS PARKS INC/CA	REIT USD.01	69360J107	1,148	9,383	SH		SOLE		9,383	0	0
PTC INC	COMMON STOCK USD.01	69370C100	725	8,770	SH		SOLE		8,770	0	0
PTC THERAPEUTICS INC	COMMON STOCK USD.001	69366J200	907	19,411	SH		SOLE		19,411	0	0
PUBLIC SERVICE ENTERPRISE GP	COMMON STOCK	744573106	697	12,687	SH		SOLE		12,687	0	0
PUBLIC STORAGE	REIT USD.1	74460D109	6,092	27,352	SH		SOLE		27,352	0	0
PULTEGROUP INC	COMMON STOCK USD.01	745867101	3,101	66,991	SH		SOLE		66,991	0	0
PVH CORP	COMMON STOCK USD1.0	693656100	797	13,371	SH		SOLE		13,371	0	0
QAD INC A	COMMON STOCK	74727D306	407	9,651	SH		SOLE		9,651	0	0
QELL ACQUISITION CORP	UNIT USD.0001	G7307X121	203	20,000	SH		SOLE		20,000	0	0
QORVO INC	COMMON STOCK USD.0001	74736K101	432	3,352	SH		SOLE		3,352	0	0
QTS REALTY TRUST INC CL A	REIT USD.01	74736A103	1,236	19,605	SH		SOLE		19,605	0	0
QUALCOMM INC	COMMON STOCK USD.0001	747525103	4,867	41,355	SH		SOLE		41,355	0	0
QUALYS INC	COMMON STOCK USD.001	74758T303	1,327	13,541	SH		SOLE		13,541	0	0
QUANTA SERVICES INC	COMMON STOCK USD.00001	74762E102	2,863	54,156	SH		SOLE		54,156	0	0
QUEST DIAGNOSTICS INC	COMMON STOCK USD.01	74834L100	373	3,260	SH		SOLE		3,260	0	0
QUIDEL CORP	COMMON STOCK USD.001	74838J101	1,444	6,584	SH		SOLE		6,584	0	0
QUOTIENT TECHNOLOGY INC	COMMON STOCK USD.00001	749119103	400	54,152	SH		SOLE		54,152	0	0
RADIAN GROUP INC	COMMON STOCK USD.001	750236101	764	52,325	SH		SOLE		52,325	0	0
RADIUS HEALTH INC	COMMON STOCK USD.0001	750469207	432	38,087	SH		SOLE		38,087	0	0
RADWARE LTD	COMMON STOCK ILS.05	M81873107	145	6,000	SH		SOLE		6,000	0	0
RAPID7 INC	COMMON STOCK USD.01	753422104	1,105	18,046	SH		SOLE		18,046	0	0
RAYMOND JAMES FINANCIAL INC	COMMON STOCK USD.01	754730109	305	4,190	SH		SOLE		4,190	0	0
RAYTHEON TECHNOLOGIES CORP	COMMON STOCK USD1.0	75513E101	2,975	51,710	SH		SOLE		51,710	0	0
REALOGY HOLDINGS CORP	COMMON STOCK USD.01	75605Y106	670	70,969	SH		SOLE		70,969	0	0
REALTY INCOME CORP	REIT USD1.0	756109104	3,901	64,219	SH		SOLE		64,219	0	0
RED ROCK RESORTS INC CLASS A	COMMON STOCK USD.01	75700L108	387	22,620	SH		SOLE		22,620	0	0
REDBALL ACQUISITION CORP	UNIT USD.0001	G7417R121	3,974	376,000	SH		SOLE		376,000	0	0
REDFIN CORP	COMMON STOCK	75737F108	464	9,291	SH		SOLE		9,291	0	0
REGENCY CENTERS CORP	REIT USD.01	758849103	1,595	41,949	SH		SOLE		41,949	0	0
REGENERON PHARMACEUTICALS	COMMON STOCK USD.001	75886F107	2,854	5,098	SH		SOLE		5,098	0	0
REGIONS FINANCIAL CORP	COMMON STOCK USD.01	7591EP100	619	53,696	SH		SOLE		53,696	0	0
REINVENT TECHNOLOGY PARTNERS	UNIT USD.0001	G7483N111	2,298	200,000	SH		SOLE		200,000	0	0
RELIANCE STEEL ALUMINUM	COMMON STOCK	759509102	2,286	22,404	SH		SOLE		22,404	0	0
RENT A CENTER INC	COMMON STOCK USD.01	76009N100	360	12,051	SH		SOLE		12,051	0	0
REPLIGEN CORP	COMMON STOCK USD.01	759916109	550	3,727	SH		SOLE		3,727	0	0
REPUBLIC SERVICES INC	COMMON STOCK USD.01	760759100	10,415	111,568	SH		SOLE		111,568	0	0
RESMED INC	COMMON STOCK USD.004	761152107	1,117	6,518	SH		SOLE		6,518	0	0
RETAIL OPPORTUNITY INVESTMEN	REIT USD.0001	76131N101	989	95,007	SH		SOLE		95,007	0	0
RETAIL PROPERTIES OF AME A	REIT USD.001	76131V202	633	108,968	SH		SOLE		108,968	0	0
RETRACTABLE TECHNOLOGIES INC	COMMON STOCK	76129W105	270	40,523	SH		SOLE		40,523	0	0
RETROPHIN INC	COMMON STOCK USD.0001	761299106	536	29,010	SH		SOLE		29,010	0	0
REXFORD INDUSTRIAL REALTY IN	REIT USD.01	76169C100	4,860	106,210	SH		SOLE		106,210	0	0
REXNORD CORP	COMMON STOCK USD.01	76169B102	2,642	88,528	SH		SOLE		88,528	0	0
RH	COMMON STOCK USD.0001	74967X103	834	2,179	SH		SOLE		2,179	0	0
RIBBIT LEAP LTD	UNIT USD.0001	G7552B121	65	5,000	SH		SOLE		5,000	0	0
RIGEL PHARMACEUTICALS INC	COMMON STOCK USD.001	766559603	419	174,470	SH		SOLE		174,470	0	0
RINGCENTRAL INC CLASS A	COMMON STOCK USD.0001	76680R206	606	2,208	SH		SOLE		2,208	0	0
RITE AID CORP	COMMON STOCK USD1.0	767754872	716	75,476	SH		SOLE		75,476	0	0
RLI CORP	COMMON STOCK USD1.0	749607107	577	6,896	SH		SOLE		6,896	0	0
ROBERT HALF INTL INC	COMMON STOCK USD.001	770323103	269	5,074	SH		SOLE		5,074	0	0
ROCKWELL AUTOMATION INC	COMMON STOCK USD1.0	773903109	740	3,355	SH		SOLE		3,355	0	0
ROPER TECHNOLOGIES INC	COMMON STOCK USD.01	776696106	11,133	28,176	SH		SOLE		28,176	0	0
ROSS STORES INC	COMMON STOCK USD.01	778296103	3,166	33,928	SH		SOLE		33,928	0	0
RPM INTERNATIONAL INC	COMMON STOCK USD.01	749685103	75	905	SH		SOLE		905	0	0
RUTH S HOSPITALITY GROUP INC	COMMON STOCK USD.01	783332109	263	23,787	SH		SOLE		23,787	0	0
RYDER SYSTEM INC	COMMON STOCK USD.5	783549108	575	13,618	SH		SOLE		13,618	0	0
RYMAN HOSPITALITY PROPERTIES	REIT USD.01	78377T107	737	20,036	SH		SOLE		20,036	0	0
SP GLOBAL INC	COMMON STOCK USD1.0	78409V104	17,964	49,816	SH		SOLE		49,816	0	0
SABRA HEALTH CARE REIT INC	REIT USD.01	78573L106	863	62,632	SH		SOLE		62,632	0	0
SAILPOINT TECHNOLOGIES HOLDI	COMMON STOCK USD.0001	78781P105	245	6,195	SH		SOLE		6,195	0	0
SALESFORCE.COM INC	COMMON STOCK USD.001	79466L302	19,993	79,550	SH		SOLE		79,550	0	0
SALLY BEAUTY HOLDINGS INC	COMMON STOCK USD.01	79546E104	205	23,560	SH		SOLE		23,560	0	0
SANDBRIDGE ACQUISITION CORP	UNIT USD.0001	799793203	1,996	200,000	SH		SOLE		200,000	0	0
SANDRIDGE ENERGY INC	COMMON STOCK USD.001	80007P869	131	79,603	SH		SOLE		79,603	0	0
SANGAMO THERAPEUTICS INC	COMMON STOCK USD.01	800677106	285	30,155	SH		SOLE		30,155	0	0
SANTANDER CONSUMER USA HOLDI	COMMON STOCK USD.01	80283M101	439	24,127	SH		SOLE		24,127	0	0
SAPIENS INTERNATIONAL CORP	COMMON STOCK EUR.01	G7T16G103	243	7,941	SH		SOLE		7,941	0	0
SBA COMMUNICATIONS CORP	REIT USD.01	78410G104	1,657	5,204	SH		SOLE		5,204	0	0
SCHLUMBERGER LTD	COMMON STOCK USD.01	806857108	1,611	103,549	SH		SOLE		103,549	0	0
SCHOLASTIC CORP	COMMON STOCK USD.01	807066105	479	22,802	SH		SOLE		22,802	0	0
SCHWAB (CHARLES) CORP	COMMON STOCK USD.01	808513105	1,652	45,592	SH		SOLE		45,592	0	0
SCIENTIFIC GAMES CORP	COMMON STOCK USD.001	80874P109	1,969	56,400	SH		SOLE		56,400	0	0
SCOTTS MIRACLE GRO CO	COMMON STOCK USD.01	810186106	1,501	9,817	SH		SOLE		9,817	0	0
SCVX CORP CLASS A	CVX CORP CLASS A CW25	G79448117	37	25,000	SH		SOLE		25,000	0	0
SCVX CORP CLASS A	COMMON STOCK USD.0001	G79448208	500	50,000	SH		SOLE		50,000	0	0
SEA LTD ADR	ADR	81141R100	1,308	8,492	SH		SOLE		8,492	0	0
SEAGATE TECHNOLOGY	COMMON STOCK USD.00001	G7945M107	153	3,103	SH		SOLE		3,103	0	0
SEALED AIR CORP	COMMON STOCK USD.1	81211K100	216	5,555	SH		SOLE		5,555	0	0
SEASPINE HOLDINGS CORP	COMMON STOCK USD.01	81255T108	464	32,453	SH		SOLE		32,453	0	0
SECUREWORKS CORP A	COMMON STOCK USD.01	81374A105	189	16,619	SH		SOLE		16,619	0	0
SELECT MEDICAL HOLDINGS CORP	COMMON STOCK USD.001	81619Q105	1,439	69,103	SH		SOLE		69,103	0	0
SELECTIVE INSURANCE GROUP	COMMON STOCK USD2.0	816300107	1,232	23,923	SH		SOLE		23,923	0	0
SEMPRA ENERGY	COMMON STOCK	816851109	853	7,209	SH		SOLE		7,209	0	0
SEMTECH CORP	COMMON STOCK USD.01	816850101	1,216	22,953	SH		SOLE		22,953	0	0
SENSATA TECHNOLOGIES HOLDING	COMMON STOCK EUR.01	G8060N102	384	8,892	SH		SOLE		8,892	0	0
SENSIENT TECHNOLOGIES CORP	COMMON STOCK USD.1	81725T100	2,196	38,029	SH		SOLE		38,029	0	0
SERVICE CORP INTERNATIONAL	COMMON STOCK USD1.0	817565104	1,776	42,108	SH		SOLE		42,108	0	0
SERVICE PROPERTIES TRUST	REIT USD.01	81761L102	785	98,759	SH		SOLE		98,759	0	0
SERVICENOW INC	COMMON STOCK USD.001	81762P102	763	1,574	SH		SOLE		1,574	0	0
SHERWIN WILLIAMS CO/THE	COMMON STOCK USD1.0	824348106	15,410	22,117	SH		SOLE		22,117	0	0
SHUTTERSTOCK INC	COMMON STOCK USD.01	825690100	469	9,004	SH		SOLE		9,004	0	0
SIMON PROPERTY GROUP INC	REIT USD.0001	828806109	3,762	58,158	SH		SOLE		58,158	0	0
SIMPSON MANUFACTURING CO INC	COMMON STOCK USD.01	829073105	959	9,875	SH		SOLE		9,875	0	0
SINCLAIR BROADCAST GROUP A	COMMON STOCK USD.01	829226109	532	27,656	SH		SOLE		27,656	0	0
SITEONE LANDSCAPE SUPPLY INC	COMMON STOCK USD.01	82982L103	347	2,842	SH		SOLE		2,842	0	0
SKECHERS USA INC CL A	COMMON STOCK USD.001	830566105	337	11,164	SH		SOLE		11,164	0	0
SKYWORKS SOLUTIONS INC	COMMON STOCK USD.25	83088M102	630	4,327	SH		SOLE		4,327	0	0
SL GREEN REALTY CORP	REIT USD.01	78440X101	3,104	66,933	SH		SOLE		66,933	0	0
SMITH (A.O.) CORP	COMMON STOCK USD1.0	831865209	29,275	554,447	SH		SOLE		554,447	0	0
SMITH WESSON BRANDS INC	COMMON STOCK USD.001	831754106	197	12,705	SH		SOLE		12,705	0	0
SNAP ON INC	COMMON STOCK USD1.0	833034101	419	2,845	SH		SOLE		2,845	0	0
SOCIAL CAPITAL HEDOSOPHIA A	SOCIAL CAPITAL HEDOSOP CWXX	G8250T125	129	23,333	SH		SOLE		23,333	0	0
SOCIAL CAPITAL HEDOSOPHIA A	COMMON STOCK	G8251K107	4,673	375,000	SH		SOLE		375,000	0	0
SOCIAL CAPITAL HEDOSOPHIA A	SOCIAL CAPITAL HEDOSOP CW25	G8251K115	483	125,000	SH		SOLE		125,000	0	0
SOCIAL CAPITAL HEDOSPHIA II	UNIT USD.0001	G8250T117	0	1	SH		SOLE		1	0	0
SOLAREDGE TECHNOLOGIES INC	COMMON STOCK USD.0001	83417M104	46	194	SH		SOLE		194	0	0
SOUTHERN CO/THE	COMMON STOCK USD5.0	842587107	1,383	25,515	SH		SOLE		25,515	0	0
SOUTHWEST GAS HOLDINGS INC	COMMON STOCK USD1.0	844895102	400	6,346	SH		SOLE		6,346	0	0
SPARTANNASH CO	COMMON STOCK	847215100	327	20,003	SH		SOLE		20,003	0	0
SPDR PORTFOLIO SP 500 VALUE E	SPDR PORT S+P 500 VALUE	78464A508	66,353	2,197,125	SH		SOLE		2,197,125	0	0
SPDR SP 500 ETF TRUST	SPDR S+P 500 ETF TRUST	78462F103	300,862	898,390	SH		SOLE		898,390	0	0
SPOTIFY TECHNOLOGY SA	COMMON STOCK EUR.000625	L8681T102	369	1,520	SH		SOLE		1,520	0	0
SPRINGWORKS THERAPEUTICS INC	COMMON STOCK USD.0001	85205L107	351	7,364	SH		SOLE		7,364	0	0
SPROUTS FARMERS MARKET INC	COMMON STOCK USD.001	85208M102	404	19,289	SH		SOLE		19,289	0	0
SPS COMMERCE INC	COMMON STOCK USD.001	78463M107	2,042	26,223	SH		SOLE		26,223	0	0
SPX CORP	COMMON STOCK USD.01	784635104	602	12,982	SH		SOLE		12,982	0	0
SSC TECHNOLOGIES HOLDINGS	COMMON STOCK USD.01	78467J100	7,477	123,553	SH		SOLE		123,553	0	0
STAAR SURGICAL CO	COMMON STOCK USD.01	852312305	518	9,150	SH		SOLE		9,150	0	0
STABLE ROAD ACQUISITION CL A	COMMON STOCK	85236Q109	2,268	225,000	SH		SOLE		225,000	0	0
STAG INDUSTRIAL INC	REIT USD.01	85254J102	564	18,495	SH		SOLE		18,495	0	0
STAMPS.COM INC	COMMON STOCK USD.001	852857200	1,152	4,779	SH		SOLE		4,779	0	0
STANLEY BLACK DECKER INC	COMMON STOCK USD2.5	854502101	845	5,209	SH		SOLE		5,209	0	0
STAR PEAK ENERGY TRANSITION	UNIT USD.0001	855185203	1,025	100,000	SH		SOLE		100,000	0	0
STARBOARD VALUE ACQUISITION	UNIT USD.0001	85521J208	1,514	150,000	SH		SOLE		150,000	0	0
STARBUCKS CORP	COMMON STOCK USD.001	855244109	5,344	62,202	SH		SOLE		62,202	0	0
STATE STREET CORP	COMMON STOCK USD1.0	857477103	560	9,434	SH		SOLE		9,434	0	0
STEEL DYNAMICS INC	COMMON STOCK USD.005	858119100	1,540	53,779	SH		SOLE		53,779	0	0
STEPAN CO	COMMON STOCK USD1.0	858586100	348	3,189	SH		SOLE		3,189	0	0
STERICYCLE INC	COMMON STOCK USD.01	858912108	499	7,914	SH		SOLE		7,914	0	0
STERIS PLC	COMMON STOCK USD75.0	G8473T100	3,937	22,346	SH		SOLE		22,346	0	0
STERLING BANCORP/DE	COMMON STOCK USD.01	85917A100	532	50,603	SH		SOLE		50,603	0	0
STIFEL FINANCIAL CORP	COMMON STOCK USD.15	860630102	840	16,618	SH		SOLE		16,618	0	0
STITCH FIX INC CLASS A	COMMON STOCK USD.00002	860897107	305	11,250	SH		SOLE		11,250	0	0
STORE CAPITAL CORP	REIT USD.01	862121100	1,339	48,830	SH		SOLE		48,830	0	0
STRATEGIC EDUCATION INC	COMMON STOCK USD.01	86272C103	1,172	12,814	SH		SOLE		12,814	0	0
STURM RUGER CO INC	COMMON STOCK USD1.0	864159108	384	6,271	SH		SOLE		6,271	0	0
SUMMIT HOTEL PROPERTIES INC	REIT	866082100	454	87,722	SH		SOLE		87,722	0	0
SUN COMMUNITIES INC	REIT USD.01	866674104	2,285	16,251	SH		SOLE		16,251	0	0
SUNRUN INC	COMMON STOCK USD.0001	86771W105	982	12,745	SH		SOLE		12,745	0	0
SURGERY PARTNERS INC	COMMON STOCK USD.01	86881A100	1,186	54,133	SH		SOLE		54,133	0	0
SURMODICS INC	COMMON STOCK USD.05	868873100	208	5,343	SH		SOLE		5,343	0	0
SUSTAINABLE OPPORTUNITIES A	COMMON STOCK	G8598Y109	3,825	375,000	SH		SOLE		375,000	0	0
SUSTAINABLE OPPORTUNITIES A	SUSTAINABLE OPPORTUNIT CW25I	G8598Y117	338	187,500	SH		SOLE		187,500	0	0
SVB FINANCIAL GROUP	COMMON STOCK USD.001	78486Q101	410	1,706	SH		SOLE		1,706	0	0
SWITCH INC A	COMMON STOCK USD.001	87105L104	1,108	70,996	SH		SOLE		70,996	0	0
SYNCHRONY FINANCIAL	COMMON STOCK USD.001	87165B103	1,688	64,513	SH		SOLE		64,513	0	0
SYNEOS HEALTH INC	COMMON STOCK USD.01	87166B102	84	1,574	SH		SOLE		1,574	0	0
SYNOPSYS INC	COMMON STOCK USD.01	871607107	1,060	4,956	SH		SOLE		4,956	0	0
SYSCO CORP	COMMON STOCK USD1.0	871829107	969	15,572	SH		SOLE		15,572	0	0
T MOBILE US INC	COMMON STOCK USD.0001	872590104	13,037	114,001	SH		SOLE		114,001	0	0
T ROWE PRICE GROUP INC	COMMON STOCK USD.2	74144T108	1,702	13,277	SH		SOLE		13,277	0	0
TAILWING ACQUISITION CORP	UNIT USD.0001	87403Q201	503	50,000	SH		SOLE		50,000	0	0
TAIWAN SEMICONDUCTOR SP ADR	ADR	874039100	4,256	52,495	SH		SOLE		52,495	0	0
TAKE TWO INTERACTIVE SOFTWRE	COMMON STOCK USD.01	874054109	514	3,114	SH		SOLE		3,114	0	0
TAL EDUCATION GROUP ADR	ADR	874080104	633	8,322	SH		SOLE		8,322	0	0
TANDEM DIABETES CARE INC	COMMON STOCK	875372203	528	4,649	SH		SOLE		4,649	0	0
TAPESTRY INC	COMMON STOCK USD.01	876030107	451	28,839	SH		SOLE		28,839	0	0
TARGET CORP	COMMON STOCK USD.0833	87612E106	15,598	99,086	SH		SOLE		99,086	0	0
TAUBMAN CENTERS INC	REIT USD.01	876664103	6,185	185,800	SH		SOLE		185,800	0	0
TCF FINANCIAL CORP	COMMON STOCK USD1.0	872307103	838	35,891	SH		SOLE		35,891	0	0
TD AMERITRADE HOLDING CORP	COMMON STOCK USD.01	87236Y108	4,353	111,200	SH		SOLE		111,200	0	0
TE CONNECTIVITY LTD	COMMON STOCK CHF.57	H84989104	3,167	32,398	SH		SOLE		32,398	0	0
TELEDYNE TECHNOLOGIES INC	COMMON STOCK USD.01	879360105	3,761	12,123	SH		SOLE		12,123	0	0
TEMPUR SEALY INTERNATIONAL I	COMMON STOCK USD.01	88023U101	407	4,561	SH		SOLE		4,561	0	0
TENABLE HOLDINGS INC	COMMON STOCK USD.01	88025T102	643	17,030	SH		SOLE		17,030	0	0
TENET HEALTHCARE CORP	COMMON STOCK USD.05	88033G407	464	18,915	SH		SOLE		18,915	0	0
TENNANT CO	COMMON STOCK USD.375	880345103	273	4,521	SH		SOLE		4,521	0	0
TERADYNE INC	COMMON STOCK USD.125	880770102	2,388	30,051	SH		SOLE		30,051	0	0
TERNIUM SA SPONSORED ADR	ADR USD1.0	880890108	4,328	229,832	SH		SOLE		229,832	0	0
TERRENO REALTY CORP	REIT USD.01	88146M101	1,861	33,988	SH		SOLE		33,988	0	0
TETRA TECH INC	COMMON STOCK USD.01	88162G103	1,258	13,176	SH		SOLE		13,176	0	0
TEXAS INSTRUMENTS INC	COMMON STOCK USD1.0	882508104	16,713	117,045	SH		SOLE		117,045	0	0
TEXAS ROADHOUSE INC	COMMON STOCK USD.001	882681109	354	5,830	SH		SOLE		5,830	0	0
TEXTRON INC	COMMON STOCK USD.125	883203101	403	11,178	SH		SOLE		11,178	0	0
THERMO FISHER SCIENTIFIC INC	COMMON STOCK USD1.0	883556102	15,358	34,784	SH		SOLE		34,784	0	0
THOR INDUSTRIES INC	COMMON STOCK USD.1	885160101	1,811	19,013	SH		SOLE		19,013	0	0
TIFFANY CO	COMMON STOCK USD.01	886547108	12,445	107,427	SH		SOLE		107,427	0	0
TJX COMPANIES INC	COMMON STOCK USD1.0	872540109	14,838	266,625	SH		SOLE		266,625	0	0
TOLL BROTHERS INC	COMMON STOCK USD.01	889478103	119	2,450	SH		SOLE		2,450	0	0
TOMPKINS FINANCIAL CORP	COMMON STOCK USD.1	890110109	398	7,001	SH		SOLE		7,001	0	0
TOPBUILD CORP	COMMON STOCK	89055F103	782	4,581	SH		SOLE		4,581	0	0
TORTOISE ACQUISITION CORP II	UNIT USD.0001	G89554110	218	20,000	SH		SOLE		20,000	0	0
TOWER SEMICONDUCTOR LTD	COMMON STOCK ILS1.0	M87915274	423	23,199	SH		SOLE		23,199	0	0
TRACTOR SUPPLY COMPANY	COMMON STOCK USD.008	892356106	10,476	73,087	SH		SOLE		73,087	0	0
TRADEWEB MARKETS INC CLASS A	COMMON STOCK USD.01	892672106	465	8,017	SH		SOLE		8,017	0	0
TRANE TECHNOLOGIES PLC	COMMON STOCK USD1.0	G8994E103	16,964	139,911	SH		SOLE		139,911	0	0
TRANSDIGM GROUP INC	COMMON STOCK USD.01	893641100	886	1,865	SH		SOLE		1,865	0	0
TRANSLATE BIO INC	COMMON STOCK USD.001	89374L104	468	34,369	SH		SOLE		34,369	0	0
TRAVELERS COS INC/THE	COMMON STOCK NPV	89417E109	804	7,432	SH		SOLE		7,432	0	0
TREBIA ACQUISITION CORP	UNIT USD.0001	G9027T125	0	1	SH		SOLE		1	0	0
TREBIA ACQUISITION CORP A	COMMON STOCK	G9027T109	1,018	99,999	SH		SOLE		99,999	0	0
TREBIA ACQUISITION CORP A	TREBIA ACQUISITION CW	G9027T117	50	33,333	SH		SOLE		33,333	0	0
TRI POINTE GROUP INC	COMMON STOCK USD.01	87265H109	1,416	78,079	SH		SOLE		78,079	0	0
TRICO BANCSHARES	COMMON STOCK	896095106	462	18,885	SH		SOLE		18,885	0	0
TRIMBLE INC	COMMON STOCK	896239100	938	19,263	SH		SOLE		19,263	0	0
TRINET GROUP INC	COMMON STOCK USD.000025	896288107	399	6,734	SH		SOLE		6,734	0	0
TRINSEO SA	COMMON STOCK USD.01	L9340P101	255	9,952	SH		SOLE		9,952	0	0
TRUECAR INC	COMMON STOCK USD.0001	89785L107	325	64,935	SH		SOLE		64,935	0	0
TRUIST FINANCIAL CORP	COMMON STOCK USD5.0	89832Q109	1,300	34,156	SH		SOLE		34,156	0	0
TRUPANION INC	COMMON STOCK USD.00001	898202106	566	7,169	SH		SOLE		7,169	0	0
TUTOR PERINI CORP	COMMON STOCK USD1.0	901109108	219	19,699	SH		SOLE		19,699	0	0
TWC TECH HOLDINGS II CORP	UNIT USD.0001	90117G204	1,520	150,000	SH		SOLE		150,000	0	0
TYSON FOODS INC CL A	COMMON STOCK USD.1	902494103	1,075	18,070	SH		SOLE		18,070	0	0
UDR INC	REIT USD.01	902653104	1,934	59,316	SH		SOLE		59,316	0	0
ULTA BEAUTY INC	COMMON STOCK USD.01	90384S303	568	2,534	SH		SOLE		2,534	0	0
ULTRA CLEAN HOLDINGS INC	COMMON STOCK USD.001	90385V107	257	11,988	SH		SOLE		11,988	0	0
ULTRAGENYX PHARMACEUTICAL IN	COMMON STOCK USD.001	90400D108	258	3,143	SH		SOLE		3,143	0	0
UNIFIRST CORP/MA	COMMON STOCK USD.1	904708104	174	919	SH		SOLE		919	0	0
UNION ACQUISITION CORP II	COMMON STOCK	G9402Q100	497	50,000	SH		SOLE		50,000	0	0
UNION PACIFIC CORP	COMMON STOCK USD2.5	907818108	27,696	140,682	SH		SOLE		140,682	0	0
UNITED AIRLINES HOLDINGS INC	COMMON STOCK USD.01	910047109	418	12,034	SH		SOLE		12,034	0	0
UNITED COMMUNITY BANKS/GA	COMMON STOCK USD1.0	90984P303	383	22,613	SH		SOLE		22,613	0	0
UNITED PARCEL SERVICE CL B	COMMON STOCK USD.01	911312106	10,221	61,340	SH		SOLE		61,340	0	0
UNITED RENTALS INC	COMMON STOCK USD.01	911363109	4,746	27,198	SH		SOLE		27,198	0	0
UNITED THERAPEUTICS CORP	COMMON STOCK USD.01	91307C102	368	3,645	SH		SOLE		3,645	0	0
UNITEDHEALTH GROUP INC	COMMON STOCK USD.01	91324P102	27,185	87,196	SH		SOLE		87,196	0	0
UNITI GROUP INC	REIT USD.0001	91325V108	263	24,934	SH		SOLE		24,934	0	0
UNIVERSAL HEALTH RLTY INCOME	REIT USD.01	91359E105	210	3,679	SH		SOLE		3,679	0	0
UNIVERSAL HEALTH SERVICES B	COMMON STOCK USD.01	913903100	2,335	21,822	SH		SOLE		21,822	0	0
UNUM GROUP	COMMON STOCK USD.1	91529Y106	55	3,270	SH		SOLE		3,270	0	0
URSTADT BIDDLE CLASS A	REIT USD.01	917286205	201	21,850	SH		SOLE		21,850	0	0
US BANCORP	COMMON STOCK USD.01	902973304	1,522	42,459	SH		SOLE		42,459	0	0
US CONCRETE INC	COMMON STOCK USD.001	90333L201	9,152	315,168	SH		SOLE		315,168	0	0
USANA HEALTH SCIENCES INC	COMMON STOCK USD.001	90328M107	263	3,569	SH		SOLE		3,569	0	0
VALERO ENERGY CORP	COMMON STOCK USD.01	91913Y100	500	11,552	SH		SOLE		11,552	0	0
VALMONT INDUSTRIES	COMMON STOCK USD1.0	920253101	684	5,510	SH		SOLE		5,510	0	0
VANGUARD REAL ESTATE ETF	VANGUARD REAL ESTATE ETF	922908553	793	10,038	SH		SOLE		10,038	0	0
VANGUARD SP 500 ETF	VANGUARD S+P 500 ETF	922908363	5,735	18,640	SH		SOLE		18,640	0	0
VARIAN MEDICAL SYSTEMS INC	COMMON STOCK USD1.0	92220P105	576	3,349	SH		SOLE		3,349	0	0
VARONIS SYSTEMS INC	COMMON STOCK USD.001	922280102	690	5,980	SH		SOLE		5,980	0	0
VBI VACCINES INC	COMMON STOCK	91822J103	156	54,614	SH		SOLE		54,614	0	0
VECTOR ACQUISITION CORP	UNIT USD.0001	G9442R100	3,042	300,000	SH		SOLE		300,000	0	0
VENTAS INC	REIT USD.25	92276F100	3,273	78,009	SH		SOLE		78,009	0	0
VERACYTE INC	COMMON STOCK USD.001	92337F107	564	17,364	SH		SOLE		17,364	0	0
VEREIT INC	REIT USD.01	92339V100	1,031	158,588	SH		SOLE		158,588	0	0
VERICEL CORP	COMMON STOCK	92346J108	276	14,872	SH		SOLE		14,872	0	0
VERINT SYSTEMS INC	COMMON STOCK USD.001	92343X100	1,226	25,439	SH		SOLE		25,439	0	0
VERISIGN INC	COMMON STOCK USD.001	92343E102	6,527	31,860	SH		SOLE		31,860	0	0
VERISK ANALYTICS INC	COMMON STOCK USD.001	92345Y106	11,455	61,816	SH		SOLE		61,816	0	0
VERITEX HOLDINGS INC	COMMON STOCK USD.01	923451108	699	41,058	SH		SOLE		41,058	0	0
VERIZON COMMUNICATIONS INC	COMMON STOCK USD.1	92343V104	11,717	196,963	SH		SOLE		196,963	0	0
VERTEX PHARMACEUTICALS INC	COMMON STOCK USD.01	92532F100	13,824	50,801	SH		SOLE		50,801	0	0
VESPER HEALTHCARE ACQUISITIO	UNIT USD.0001	92538T203	205	20,000	SH		SOLE		20,000	0	0
VIACOMCBS INC CLASS B	COMMON STOCK USD.001	92556H206	1,641	58,580	SH		SOLE		58,580	0	0
VIAVI SOLUTIONS INC	COMMON STOCK USD.001	925550105	502	42,795	SH		SOLE		42,795	0	0
VICI PROPERTIES INC	REIT USD.01	925652109	2,202	94,202	SH		SOLE		94,202	0	0
VICOR CORP	COMMON STOCK USD.01	925815102	1,059	13,629	SH		SOLE		13,629	0	0
VIELA BIO INC	COMMON STOCK	926613100	148	5,264	SH		SOLE		5,264	0	0
VIR BIOTECHNOLOGY INC	COMMON STOCK	92764N102	176	5,137	SH		SOLE		5,137	0	0
VIRTU FINANCIAL INC CLASS A	COMMON STOCK USD.00001	928254101	296	12,864	SH		SOLE		12,864	0	0
VISA INC CLASS A SHARES	COMMON STOCK USD.0001	92826C839	52,479	262,436	SH		SOLE		262,436	0	0
VISHAY INTERTECHNOLOGY INC	COMMON STOCK USD.1	928298108	1,560	100,163	SH		SOLE		100,163	0	0
VISTA OUTDOOR INC	COMMON STOCK USD.01	928377100	248	12,295	SH		SOLE		12,295	0	0
VISTEON CORP	COMMON STOCK	92839U206	215	3,103	SH		SOLE		3,103	0	0
VISTRA CORP	COMMON STOCK USD.01	92840M102	4,027	213,538	SH		SOLE		213,538	0	0
VONAGE HOLDINGS CORP	COMMON STOCK USD.001	92886T201	241	23,564	SH		SOLE		23,564	0	0
VORNADO REALTY TRUST	REIT USD.04	929042109	140	4,151	SH		SOLE		4,151	0	0
VOYA FINANCIAL INC	COMMON STOCK USD.01	929089100	540	11,256	SH		SOLE		11,256	0	0
VULCAN MATERIALS CO	COMMON STOCK USD1.0	929160109	764	5,636	SH		SOLE		5,636	0	0
WABTEC CORP	COMMON STOCK USD.01	929740108	392	6,337	SH		SOLE		6,337	0	0
WADDELL REED FINANCIAL A	COMMON STOCK USD.01	930059100	595	40,082	SH		SOLE		40,082	0	0
WALGREENS BOOTS ALLIANCE INC	COMMON STOCK USD.01	931427108	1,075	29,936	SH		SOLE		29,936	0	0
WALMART INC	COMMON STOCK USD.1	931142103	17,773	127,030	SH		SOLE		127,030	0	0
WALT DISNEY CO/THE	COMMON STOCK USD.01	254687106	25,943	209,082	SH		SOLE		209,082	0	0
WASHINGTON FEDERAL INC	COMMON STOCK USD1.0	938824109	481	23,050	SH		SOLE		23,050	0	0
WASTE MANAGEMENT INC	COMMON STOCK USD.01	94106L109	1,036	9,153	SH		SOLE		9,153	0	0
WATERS CORP	COMMON STOCK USD.01	941848103	7,960	40,680	SH		SOLE		40,680	0	0
WATTS WATER TECHNOLOGIES A	COMMON STOCK USD.1	942749102	1,853	18,502	SH		SOLE		18,502	0	0
WEC ENERGY GROUP INC	COMMON STOCK USD.01	92939U106	2,124	21,915	SH		SOLE		21,915	0	0
WEINGARTEN REALTY INVESTORS	REIT USD.03	948741103	845	49,822	SH		SOLE		49,822	0	0
WELLS FARGO CO	COMMON STOCK USD1.666	949746101	2,890	122,911	SH		SOLE		122,911	0	0
WELLTOWER INC	REIT USD1.0	95040Q104	4,683	85,003	SH		SOLE		85,003	0	0
WEST PHARMACEUTICAL SERVICES	COMMON STOCK USD.25	955306105	999	3,633	SH		SOLE		3,633	0	0
WESTERN ALLIANCE BANCORP	COMMON STOCK USD.0001	957638109	2,175	68,780	SH		SOLE		68,780	0	0
WESTERN DIGITAL CORP	COMMON STOCK USD.01	958102105	325	8,899	SH		SOLE		8,899	0	0
WESTERN UNION CO	COMMON STOCK USD.01	959802109	250	11,664	SH		SOLE		11,664	0	0
WESTROCK CO	COMMON STOCK	96145D105	206	5,927	SH		SOLE		5,927	0	0
WEYERHAEUSER CO	REIT USD1.25	962166104	577	20,236	SH		SOLE		20,236	0	0
WHIRLPOOL CORP	COMMON STOCK USD1.0	963320106	377	2,050	SH		SOLE		2,050	0	0
WHITING PETROLEUM CORP	COMMON STOCK	966387508	255	14,757	SH		SOLE		14,757	0	0
WILLIAMS COS INC	COMMON STOCK USD1.0	969457100	491	24,979	SH		SOLE		24,979	0	0
WILLIS TOWERS WATSON PLC	COMMON STOCK USD.000304635	G96629103	2,267	10,857	SH		SOLE		10,857	0	0
WILLSCOT MOBILE MINI HOLDING	COMMON STOCK USD.0001	971378104	346	20,748	SH		SOLE		20,748	0	0
WINGSTOP INC	COMMON STOCK USD.01	974155103	596	4,358	SH		SOLE		4,358	0	0
WINTRUST FINANCIAL CORP	COMMON STOCK	97650W108	133	3,316	SH		SOLE		3,316	0	0
WIX.COM LTD	COMMON STOCK ILS.01	M98068105	294	1,154	SH		SOLE		1,154	0	0
WOLVERINE WORLD WIDE INC	COMMON STOCK USD1.0	978097103	908	35,138	SH		SOLE		35,138	0	0
WORKIVA INC	COMMON STOCK USD.001	98139A105	215	3,850	SH		SOLE		3,850	0	0
WORLD FUEL SERVICES CORP	COMMON STOCK USD.01	981475106	55	2,574	SH		SOLE		2,574	0	0
WORTHINGTON INDUSTRIES	COMMON STOCK	981811102	994	24,365	SH		SOLE		24,365	0	0
WP CAREY INC	REIT USD.001	92936U109	2,551	39,155	SH		SOLE		39,155	0	0
WR BERKLEY CORP	COMMON STOCK USD.2	084423102	2,416	39,505	SH		SOLE		39,505	0	0
WRIGHT MEDICAL GROUP NV	COMMON STOCK USD.03	N96617118	9,495	310,900	SH		SOLE		310,900	0	0
WSFS FINANCIAL CORP	COMMON STOCK USD.01	929328102	536	19,877	SH		SOLE		19,877	0	0
WW GRAINGER INC	COMMON STOCK USD.5	384802104	1,026	2,877	SH		SOLE		2,877	0	0
WW INTERNATIONAL INC	COMMON STOCK	98262P101	377	19,960	SH		SOLE		19,960	0	0
XCEL ENERGY INC	COMMON STOCK USD2.5	98389B100	847	12,272	SH		SOLE		12,272	0	0
XILINX INC	COMMON STOCK USD.01	983919101	622	5,963	SH		SOLE		5,963	0	0
XPO LOGISTICS INC	COMMON STOCK USD.001	983793100	642	7,588	SH		SOLE		7,588	0	0
YELP INC	COMMON STOCK USD.000001	985817105	985	49,041	SH		SOLE		49,041	0	0
YUCAIPA ACQUISITION CORP	UNIT USD.0001	G9879L121	2,040	200,000	SH		SOLE		200,000	0	0
YUM BRANDS INC	COMMON STOCK	988498101	3,524	38,597	SH		SOLE		38,597	0	0
ZEBRA TECHNOLOGIES CORP CL A	COMMON STOCK USD.01	989207105	2,816	11,155	SH		SOLE		11,155	0	0
ZIMMER BIOMET HOLDINGS INC	COMMON STOCK USD.01	98956P102	1,717	12,611	SH		SOLE		12,611	0	0
ZOETIS INC	COMMON STOCK USD.01	98978V103	6,902	41,736	SH		SOLE		41,736	0	0
ZSCALER INC	COMMON STOCK USD.001	98980G102	800	5,686	SH		SOLE		5,686	0	0
ZUMIEZ INC	COMMON STOCK	989817101	425	15,261	SH		SOLE		15,261	0	0
ZYNGA INC CL A	COMMON STOCK USD.00000625	98986T108	245	26,829	SH		SOLE		26,829	0	0