0001567619-20-008595.txt : 20200429
0001567619-20-008595.hdr.sgml : 20200429
20200429132306
ACCESSION NUMBER: 0001567619-20-008595
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200429
DATE AS OF CHANGE: 20200429
EFFECTIVENESS DATE: 20200429
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT CORP
CENTRAL INDEX KEY: 0001128251
IRS NUMBER: 510350197
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05977
FILM NUMBER: 20829015
BUSINESS ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
BUSINESS PHONE: 3024776076
MAIL ADDRESS:
STREET 1: DELAWARE CORPORATE CENTER
STREET 2: ONE RIGHTER PARKWAY, SUITE 3200
CITY: WILMINGTON
STATE: DE
ZIP: 19803
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp
DATE OF NAME CHANGE: 20090126
FORMER COMPANY:
FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT
DATE OF NAME CHANGE: 20001114
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001128251
XXXXXXXX
03-31-2020
03-31-2020
DUPONT CAPITAL MANAGEMENT CORP
DELAWARE CORPORATE CENTER
ONE RIGHTER PARKWAY, SUITE 3200
WILMINGTON
DE
19803
13F COMBINATION REPORT
028-05977
0000721204
028-01190
RUSSELL FRANK CO/
N
William Flores
Chief Compliance Officer
302-477-6099
/s/ William Flores
Wilmingto
DE
04-27-2020
0
1267
4199288
false
INFORMATION TABLE
2
form13fInfoTable.xml
1ST SOURCE CORP
COMMON STOCK
336901103
643
19822
SH
SOLE
19822
0
0
3M CO
COMMON STOCK USD.01
88579Y101
2400
17584
SH
SOLE
17584
0
0
A10 NETWORKS INC
COMMON STOCK USD.00001
002121101
938
150980
SH
SOLE
150980
0
0
AARON S INC
COMMON STOCK USD.5
002535300
1297
56957
SH
SOLE
56957
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
9372
118768
SH
SOLE
118768
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
4350
57096
SH
SOLE
57096
0
0
ABEONA THERAPEUTICS INC
COMMON STOCK USD.01
00289Y107
148
70638
SH
SOLE
70638
0
0
ACADIA HEALTHCARE CO INC
COMMON STOCK USD.01
00404A109
150
8189
SH
SOLE
8189
0
0
ACADIA PHARMACEUTICALS INC
COMMON STOCK USD.0001
004225108
807
19102
SH
SOLE
19102
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
6278
38457
SH
SOLE
38457
0
0
ACCURAY INC
COMMON STOCK USD.001
004397105
202
106505
SH
SOLE
106505
0
0
ACI WORLDWIDE INC
COMMON STOCK USD.005
004498101
644
26671
SH
SOLE
26671
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
2225
37411
SH
SOLE
37411
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
106
1235
SH
SOLE
1235
0
0
ADESTO TECHNOLOGIES CORP
COMMON STOCK USD.0001
00687D101
8516
761000
SH
SOLE
761000
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
57
6314
SH
SOLE
6314
0
0
ADMA BIOLOGICS INC
COMMON STOCK USD.0001
000899104
219
75936
SH
SOLE
75936
0
0
ADOBE INC
COMMON STOCK USD.0001
00724F101
11366
35715
SH
SOLE
35715
0
0
ADTALEM GLOBAL EDUCATION INC
COMMON STOCK USD.01
00737L103
121
4513
SH
SOLE
4513
0
0
ADTRAN INC
COMMON STOCK USD.01
00738A106
305
39714
SH
SOLE
39714
0
0
ADURO BIOTECH INC
COMMON STOCK USD.0001
00739L101
260
94721
SH
SOLE
94721
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
138
1478
SH
SOLE
1478
0
0
ADVANCED DISPOSAL SERVICES I
COMMON STOCK USD.01
00790X101
5241
159800
SH
SOLE
159800
0
0
ADVANCED MICRO DEVICES
COMMON STOCK USD.01
007903107
1474
32412
SH
SOLE
32412
0
0
AECOM
COMMON STOCK USD.01
00766T100
327
10948
SH
SOLE
10948
0
0
AES CORP
COMMON STOCK USD.01
00130H105
209
15336
SH
SOLE
15336
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
132
2239
SH
SOLE
2239
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
972
28381
SH
SOLE
28381
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
294
6231
SH
SOLE
6231
0
0
AGILYSYS INC
COMMON STOCK USD.3
00847J105
637
38122
SH
SOLE
38122
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
1110
17930
SH
SOLE
17930
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
5481
27458
SH
SOLE
27458
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
435
4757
SH
SOLE
4757
0
0
AKEBIA THERAPEUTICS INC
COMMON STOCK USD.0001
00972D105
283
37295
SH
SOLE
37295
0
0
ALARM.COM HOLDINGS INC
COMMON STOCK
011642105
341
8764
SH
SOLE
8764
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
92
3217
SH
SOLE
3217
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
3944
28777
SH
SOLE
28777
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1783
19853
SH
SOLE
19853
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
45151
232165
SH
SOLE
232165
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
1096
1985
SH
SOLE
1985
0
0
ALLEGHENY TECHNOLOGIES INC
COMMON STOCK USD.1
01741R102
99
11677
SH
SOLE
11677
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
2571
27938
SH
SOLE
27938
0
0
ALLERGAN PLC
COMMON STOCK USD.0033
G0177J108
16821
94979
SH
SOLE
94979
0
0
ALLETE INC
COMMON STOCK
018522300
89
1467
SH
SOLE
1467
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
1844
38188
SH
SOLE
38188
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
4165
127731
SH
SOLE
127731
0
0
ALLSCRIPTS HEALTHCARE SOLUTI
COMMON STOCK USD.01
01988P108
82
11610
SH
SOLE
11610
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
2491
27161
SH
SOLE
27161
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
13182
11345
SH
SOLE
11345
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
64865
55783
SH
SOLE
55783
0
0
ALTAIR ENGINEERING INC
SR UNSECURED 06/24 0.25
021369AA1
434
500000
SH
SOLE
500000
0
0
ALTICE USA INC A
COMMON STOCK USD.01
02156K103
411
18426
SH
SOLE
18426
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
3505
90638
SH
SOLE
90638
0
0
ALUSSA ENERGY ACQUISITION A
COMMON STOCK
G0232J101
3120
325000
SH
SOLE
325000
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
527
85310
SH
SOLE
85310
0
0
AMARIN CORP PLC ADR
ADR GBP.1
023111206
146
36620
SH
SOLE
36620
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
92602
47495
SH
SOLE
47495
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
44
1798
SH
SOLE
1798
0
0
AMCOR PLC
COMMON STOCK USD.01
G0250X107
144
17676
SH
SOLE
17676
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
9
170
SH
SOLE
170
0
0
AMEDISYS INC
COMMON STOCK USD.001
023436108
1722
9383
SH
SOLE
9383
0
0
AMERCO
COMMON STOCK USD.25
023586100
1354
4659
SH
SOLE
4659
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
1187
16305
SH
SOLE
16305
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
1762
144552
SH
SOLE
144552
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
197
7897
SH
SOLE
7897
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
209
7545
SH
SOLE
7545
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
422
53075
SH
SOLE
53075
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
1125
14071
SH
SOLE
14071
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
9067
105912
SH
SOLE
105912
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK
025932104
255
3633
SH
SOLE
3633
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
1521
65558
SH
SOLE
65558
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
704
29021
SH
SOLE
29021
0
0
AMERICAN NATIONAL INSURANCE
COMMON STOCK USD1.0
028591105
27
327
SH
SOLE
327
0
0
AMERICAN SOFTWARE INC CL A
COMMON STOCK USD.1
029683109
411
28914
SH
SOLE
28914
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
733
8970
SH
SOLE
8970
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
17478
80266
SH
SOLE
80266
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
838
7006
SH
SOLE
7006
0
0
AMERICOLD REALTY TRUST
REIT USD.01
03064D108
2658
78096
SH
SOLE
78096
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
289
2818
SH
SOLE
2818
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
468
5286
SH
SOLE
5286
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
20526
285011
SH
SOLE
285011
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
5444
26854
SH
SOLE
26854
0
0
AMICUS THERAPEUTICS INC
COMMON STOCK USD.01
03152W109
323
35008
SH
SOLE
35008
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
920
118092
SH
SOLE
118092
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
2574
44522
SH
SOLE
44522
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
9194
126154
SH
SOLE
126154
0
0
AMPLITUDE HEALTHCARE ACQ A
COMMON STOCK
03212A105
2880
300000
SH
SOLE
300000
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
14022
156409
SH
SOLE
156409
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
249
15000
SH
SOLE
15000
0
0
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
035255108
348
12024
SH
SOLE
12024
0
0
ANIXTER INTERNATIONAL INC
COMMON STOCK USD1.0
035290105
6678
76000
SH
SOLE
76000
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
2232
9602
SH
SOLE
9602
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
17802
78408
SH
SOLE
78408
0
0
AON PLC
COMMON STOCK USD.01
G0408V102
1454
8810
SH
SOLE
8810
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
91
21800
SH
SOLE
21800
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
246
26810
SH
SOLE
26810
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
102004
401133
SH
SOLE
401133
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
1040
22756
SH
SOLE
22756
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
5419
118268
SH
SOLE
118268
0
0
APTARGROUP INC
COMMON STOCK USD.01
038336103
388
3899
SH
SOLE
3899
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
576
11701
SH
SOLE
11701
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
2273
79884
SH
SOLE
79884
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
468
13296
SH
SOLE
13296
0
0
ARCOSA INC
COMMON STOCK USD.01
039653100
582
14633
SH
SOLE
14633
0
0
ARISTA NETWORKS INC
COMMON STOCK USD.0001
040413106
319
1574
SH
SOLE
1574
0
0
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
04208T108
1233
115218
SH
SOLE
115218
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
610
11763
SH
SOLE
11763
0
0
ARROWHEAD PHARMACEUTICALS IN
COMMON STOCK USD.001
04280A100
380
13221
SH
SOLE
13221
0
0
ARTHUR J GALLAGHER CO
COMMON STOCK USD1.0
363576109
236
2897
SH
SOLE
2897
0
0
ARTISAN PARTNERS ASSET MA A
COMMON STOCK USD.01
04316A108
288
13424
SH
SOLE
13424
0
0
ASGN INC
COMMON STOCK USD.01
00191U102
144
4077
SH
SOLE
4077
0
0
ASHLAND GLOBAL HOLDINGS INC
COMMON STOCK
044186104
112
2240
SH
SOLE
2240
0
0
ASML HOLDING NV NY REG SHS
NY REG SHRS EUR.09
N07059210
311
1188
SH
SOLE
1188
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
2612
27476
SH
SOLE
27476
0
0
ASSOCIATED BANC CORP
COMMON STOCK USD.01
045487105
128
10030
SH
SOLE
10030
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
396
3802
SH
SOLE
3802
0
0
ASSURED GUARANTY LTD
COMMON STOCK USD.01
G0585R106
650
25202
SH
SOLE
25202
0
0
ATT INC
COMMON STOCK USD1.0
00206R102
8088
277456
SH
SOLE
277456
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
922
43769
SH
SOLE
43769
0
0
ATLANTIC POWER CORP
COMMON STOCK
04878Q863
325
151865
SH
SOLE
151865
0
0
ATRICURE INC
COMMON STOCK USD.001
04963C209
1490
44346
SH
SOLE
44346
0
0
AUTODESK INC
COMMON STOCK USD.01
052769106
3046
19512
SH
SOLE
19512
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
1782
13036
SH
SOLE
13036
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
732
26101
SH
SOLE
26101
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
6035
7133
SH
SOLE
7133
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
4409
29956
SH
SOLE
29956
0
0
AVANTOR INC
COMMON STOCK USD.01
05352A100
143
11426
SH
SOLE
11426
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
4674
45883
SH
SOLE
45883
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
56
4014
SH
SOLE
4014
0
0
AVISTA CORP
COMMON STOCK
05379B107
1012
23825
SH
SOLE
23825
0
0
AVNET INC
COMMON STOCK USD1.0
053807103
226
8985
SH
SOLE
8985
0
0
AVROBIO INC
COMMON STOCK USD.0001
05455M100
243
15600
SH
SOLE
15600
0
0
AXON ENTERPRISE INC
COMMON STOCK USD.00001
05464C101
703
9937
SH
SOLE
9937
0
0
AZZ INC
COMMON STOCK USD1.0
002474104
577
20518
SH
SOLE
20518
0
0
BADGER METER INC
COMMON STOCK USD1.0
056525108
219
4086
SH
SOLE
4086
0
0
BAKER HUGHES CO
COMMON STOCK USD.0001
05722G100
186
17753
SH
SOLE
17753
0
0
BALL CORP
COMMON STOCK
058498106
1487
23001
SH
SOLE
23001
0
0
BANCORP INC/THE
COMMON STOCK USD1.0
05969A105
331
54471
SH
SOLE
54471
0
0
BANCORPSOUTH BANK
COMMON STOCK
05971J102
132
6984
SH
SOLE
6984
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
21642
1019412
SH
SOLE
1019412
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
125
2269
SH
SOLE
2269
0
0
BANK OF N.T. BUTTERFIELDSON
COMMON STOCK BMD1.0
G0772R208
891
52295
SH
SOLE
52295
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
778
23101
SH
SOLE
23101
0
0
BANK OZK
COMMON STOCK
06417N103
167
10018
SH
SOLE
10018
0
0
BARNES GROUP INC
COMMON STOCK USD.01
067806109
844
20178
SH
SOLE
20178
0
0
BARRETT BUSINESS SVCS INC
COMMON STOCK USD.01
068463108
341
8596
SH
SOLE
8596
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
1388
17097
SH
SOLE
17097
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
16117
70144
SH
SOLE
70144
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
43
10277
SH
SOLE
10277
0
0
BEIGENE LTD ADR
ADR USD.0001
07725L102
524
4258
SH
SOLE
4258
0
0
BELDEN INC
COMMON STOCK USD.01
077454106
724
20077
SH
SOLE
20077
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
35420
193731
SH
SOLE
193731
0
0
BERRY GLOBAL GROUP INC
COMMON STOCK USD.01
08579W103
640
18985
SH
SOLE
18985
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
495
8692
SH
SOLE
8692
0
0
BIO RAD LABORATORIES A
COMMON STOCK USD.0001
090572207
1805
5150
SH
SOLE
5150
0
0
BIO TECHNE CORP
COMMON STOCK USD.01
09073M104
961
5069
SH
SOLE
5069
0
0
BIODELIVERY SCIENCES INTL
COMMON STOCK USD.001
09060J106
252
66496
SH
SOLE
66496
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
2365
7476
SH
SOLE
7476
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
968
11453
SH
SOLE
11453
0
0
BITAUTO HOLDINGS LTD ADR
ADR USD.00004
091727107
139
13406
SH
SOLE
13406
0
0
BJ S RESTAURANTS INC
COMMON STOCK
09180C106
498
35851
SH
SOLE
35851
0
0
BJ S WHOLESALE CLUB HOLDINGS
COMMON STOCK USD.01
05550J101
195
7673
SH
SOLE
7673
0
0
BLACK HILLS CORP
COMMON STOCK USD1.0
092113109
119
1853
SH
SOLE
1853
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
232
4169
SH
SOLE
4169
0
0
BLACKLINE INC
COMMON STOCK USD.01
09239B109
349
6637
SH
SOLE
6637
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
7640
17364
SH
SOLE
17364
0
0
BLACKSTONE GROUP INC/THE A
COMMON STOCK USD.00001
09260D107
8487
186235
SH
SOLE
186235
0
0
BLACKSTONE MORTGAGE TRU CL A
REIT USD.01
09257W100
321
17253
SH
SOLE
17253
0
0
BLUEROCK RESIDENTIAL GROWTH
REIT USD.01
09627J102
212
37990
SH
SOLE
37990
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
5752
38565
SH
SOLE
38565
0
0
BOOKING HOLDINGS INC
COMMON STOCK USD.008
09857L108
4418
3284
SH
SOLE
3284
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
5090
74155
SH
SOLE
74155
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
142
5826
SH
SOLE
5826
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
464
1263
SH
SOLE
1263
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
3293
35700
SH
SOLE
35700
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
2373
72736
SH
SOLE
72736
0
0
BOTTOMLINE TECHNOLOGIES (DE)
COMMON STOCK USD.001
101388106
724
19755
SH
SOLE
19755
0
0
BOYD GAMING CORP
COMMON STOCK USD.01
103304101
610
42281
SH
SOLE
42281
0
0
BRANDYWINE REALTY TRUST
REIT USD.01
105368203
612
58212
SH
SOLE
58212
0
0
BRIGHTHOUSE FINANCIAL INC
COMMON STOCK USD.01
10922N103
113
4683
SH
SOLE
4683
0
0
BRINK S CO/THE
COMMON STOCK USD1.0
109696104
199
3815
SH
SOLE
3815
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
3747
67227
SH
SOLE
67227
0
0
BRISTOL MYERS SQUIBB CO
RIGHT
110122157
220
57898
SH
SOLE
57898
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
194
20435
SH
SOLE
20435
0
0
BROADCOM INC
COMMON STOCK
11135F101
2529
10666
SH
SOLE
10666
0
0
BROOKFIELD INFRASTRUCTURE A
COMMON STOCK
11275Q107
101
3095
SH
SOLE
3095
0
0
BROOKFIELD INFRASTRUCTURE PA
LTD PART
G16252101
1002
27859
SH
SOLE
27859
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
2617
72241
SH
SOLE
72241
0
0
BROWN FORMAN CORP CLASS B
COMMON STOCK USD.15
115637209
9685
174475
SH
SOLE
174475
0
0
BRT APARTMENTS CORP
REIT USD3.0
055645303
288
28092
SH
SOLE
28092
0
0
BRUKER CORP
COMMON STOCK USD.01
116794108
338
9427
SH
SOLE
9427
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
163
4600
SH
SOLE
4600
0
0
BUILDERS FIRSTSOURCE INC
COMMON STOCK USD.01
12008R107
911
74478
SH
SOLE
74478
0
0
BURLINGTON STORES INC
COMMON STOCK USD.0001
122017106
201
1270
SH
SOLE
1270
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
1293
19529
SH
SOLE
19529
0
0
CABLE ONE INC
COMMON STOCK USD.01
12685J105
1338
814
SH
SOLE
814
0
0
CABOT CORP
COMMON STOCK USD1.0
127055101
93
3544
SH
SOLE
3544
0
0
CABOT MICROELECTRONICS CORP
COMMON STOCK USD.001
12709P103
423
3710
SH
SOLE
3710
0
0
CABOT OIL GAS CORP
COMMON STOCK USD.1
127097103
922
53623
SH
SOLE
53623
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
407
1928
SH
SOLE
1928
0
0
CACTUS INC A
COMMON STOCK USD.01
127203107
200
17276
SH
SOLE
17276
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
697
10548
SH
SOLE
10548
0
0
CAESARS ENTERTAIN CORP
SR UNSECURED 10/24 5
127686AA1
526
493320
SH
SOLE
493320
0
0
CAESARS ENTERTAINMENT CORP
COMMON STOCK USD.01
127686103
4279
633012
SH
SOLE
633012
0
0
CALAVO GROWERS INC
COMMON STOCK USD.001
128246105
272
4718
SH
SOLE
4718
0
0
CALIX INC
COMMON STOCK
13100M509
268
37854
SH
SOLE
37854
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
2097
26466
SH
SOLE
26466
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
257
5576
SH
SOLE
5576
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
566
11220
SH
SOLE
11220
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
1794
37421
SH
SOLE
37421
0
0
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
141619106
702
19947
SH
SOLE
19947
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
416
28110
SH
SOLE
28110
0
0
CARLISLE COS INC
COMMON STOCK USD1.0
142339100
675
5391
SH
SOLE
5391
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
209
15842
SH
SOLE
15842
0
0
CARPENTER TECHNOLOGY
COMMON STOCK USD5.0
144285103
66
3408
SH
SOLE
3408
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
224
3407
SH
SOLE
3407
0
0
CASEY S GENERAL STORES INC
COMMON STOCK NPV
147528103
124
939
SH
SOLE
939
0
0
CATALENT INC
COMMON STOCK USD.01
148806102
1172
22560
SH
SOLE
22560
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
2665
22968
SH
SOLE
22968
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
496
21599
SH
SOLE
21599
0
0
CAVCO INDUSTRIES INC
COMMON STOCK USD.01
149568107
885
6106
SH
SOLE
6106
0
0
CBIZ INC
COMMON STOCK USD.01
124805102
450
21519
SH
SOLE
21519
0
0
CBOE GLOBAL MARKETS INC
COMMON STOCK
12503M108
1044
11695
SH
SOLE
11695
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
3517
93266
SH
SOLE
93266
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
298
9071
SH
SOLE
9071
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
4157
44573
SH
SOLE
44573
0
0
CELANESE CORP
COMMON STOCK USD.0001
150870103
2322
31638
SH
SOLE
31638
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
1393
23449
SH
SOLE
23449
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
356
23015
SH
SOLE
23015
0
0
CENTERSTATE BANK CORP
COMMON STOCK USD.01
15201P109
431
25000
SH
SOLE
25000
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
705
139099
SH
SOLE
139099
0
0
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
3345
353573
SH
SOLE
353573
0
0
CERIDIAN HCM HOLDING INC
COMMON STOCK USD.01
15677J108
186
3711
SH
SOLE
3711
0
0
CERNER CORP
COMMON STOCK USD.01
156782104
3235
51364
SH
SOLE
51364
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
320
11774
SH
SOLE
11774
0
0
CHANNELADVISOR CORP
COMMON STOCK USD.001
159179100
380
52281
SH
SOLE
52281
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
580
4596
SH
SOLE
4596
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
5175
11860
SH
SOLE
11860
0
0
CHEGG INC
COMMON STOCK USD.001
163092109
615
17178
SH
SOLE
17178
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
4222
9745
SH
SOLE
9745
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
273
30726
SH
SOLE
30726
0
0
CHENIERE ENERGY INC
COMMON STOCK USD.003
16411R208
362
10796
SH
SOLE
10796
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
16422
226634
SH
SOLE
226634
0
0
CHIMERA INVESTMENT CORP
REIT USD.01
16934Q208
322
35384
SH
SOLE
35384
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
179
273
SH
SOLE
273
0
0
CHP MERGER CORP CLASS A
COMMON STOCK
12558Y106
388
40000
SH
SOLE
40000
0
0
CHUBB LTD
COMMON STOCK
H1467J104
1490
13338
SH
SOLE
13338
0
0
CHURCH DWIGHT CO INC
COMMON STOCK USD1.0
171340102
7377
114943
SH
SOLE
114943
0
0
CHURCHILL CAPITAL CORP III
UNIT
17144C203
2750
275000
SH
SOLE
275000
0
0
CHURCHILL DOWNS INC
COMMON STOCK
171484108
309
3000
SH
SOLE
3000
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
1741
43745
SH
SOLE
43745
0
0
CIGNA CORP
COMMON STOCK USD.01
125523100
1788
10093
SH
SOLE
10093
0
0
CIIG MERGER CORP CL A
COMMON STOCK
12559C103
970
100000
SH
SOLE
100000
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
497
6593
SH
SOLE
6593
0
0
CINEMARK HOLDINGS INC
COMMON STOCK USD.001
17243V102
95
9357
SH
SOLE
9357
0
0
CINTAS CORP
COMMON STOCK
172908105
6262
36148
SH
SOLE
36148
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
327
4990
SH
SOLE
4990
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
5682
144535
SH
SOLE
144535
0
0
CIT GROUP INC
COMMON STOCK USD.01
125581801
56
3243
SH
SOLE
3243
0
0
CITIC CAPITAL ACQUISITION
UNIT
G21513125
990
100000
SH
SOLE
100000
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
3991
94762
SH
SOLE
94762
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
2996
159257
SH
SOLE
159257
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
628
4440
SH
SOLE
4440
0
0
CIVISTA BANCSHARES INC
COMMON STOCK
178867107
218
14545
SH
SOLE
14545
0
0
CLEAN ENERGY FUELS CORP
COMMON STOCK USD.0001
184499101
329
184672
SH
SOLE
184672
0
0
CLEAN HARBORS INC
COMMON STOCK USD.01
184496107
203
3958
SH
SOLE
3958
0
0
CLEAR CHANNEL OUTDOOR HOLDIN
COMMON STOCK
18453H106
283
441511
SH
SOLE
441511
0
0
CLEARWAY ENERGY INC C
COMMON STOCK
18539C204
211
11203
SH
SOLE
11203
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
2008
11590
SH
SOLE
11590
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
207
32610
SH
SOLE
32610
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
2686
15536
SH
SOLE
15536
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
956
16273
SH
SOLE
16273
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
408
32910
SH
SOLE
32910
0
0
CNX RESOURCES CORP
COMMON STOCK USD.01
12653C108
356
66841
SH
SOLE
66841
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
8245
186317
SH
SOLE
186317
0
0
COCA COLA CONSOLIDATED INC
COMMON STOCK USD1.0
191098102
469
2250
SH
SOLE
2250
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
2702
32964
SH
SOLE
32964
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
209
4960
SH
SOLE
4960
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
907
19510
SH
SOLE
19510
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
255
2393
SH
SOLE
2393
0
0
COLFAX CORP
COMMON STOCK USD.001
194014106
143
7197
SH
SOLE
7197
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
10231
154181
SH
SOLE
154181
0
0
COLLEGIUM PHARMACEUTICAL INC
COMMON STOCK USD.001
19459J104
308
18835
SH
SOLE
18835
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK
197236102
401
14974
SH
SOLE
14974
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
410
16410
SH
SOLE
16410
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
20438
594477
SH
SOLE
594477
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
170
5793
SH
SOLE
5793
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
391
10695
SH
SOLE
10695
0
0
COMMERCE BANCSHARES INC
COMMON STOCK USD5.0
200525103
322
6388
SH
SOLE
6388
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
115
7265
SH
SOLE
7265
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
714
17642
SH
SOLE
17642
0
0
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
20451N101
59
1528
SH
SOLE
1528
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
415
14153
SH
SOLE
14153
0
0
CONCHO RESOURCES INC
COMMON STOCK USD.001
20605P101
496
11580
SH
SOLE
11580
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
6692
217268
SH
SOLE
217268
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
1001
12830
SH
SOLE
12830
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
1313
9162
SH
SOLE
9162
0
0
CONTINENTAL RESOURCES INC/OK
COMMON STOCK USD.01
212015101
378
49465
SH
SOLE
49465
0
0
COPART INC
COMMON STOCK
217204106
2233
32591
SH
SOLE
32591
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
443
37218
SH
SOLE
37218
0
0
CORECIVIC INC
REIT USD.01
21871N101
659
58964
SH
SOLE
58964
0
0
CORELOGIC INC
COMMON STOCK USD1.0
21871D103
174
5693
SH
SOLE
5693
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
693
5975
SH
SOLE
5975
0
0
CORNERSTONE ONDEMAND INC
COMMON STOCK USD.0001
21925Y103
664
20902
SH
SOLE
20902
0
0
CORNING INC
COMMON STOCK USD.5
219350105
464
22587
SH
SOLE
22587
0
0
CORPORATE OFFICE PROPERTIES
REIT USD.01
22002T108
896
40479
SH
SOLE
40479
0
0
CORTEVA INC
COMMON STOCK USD.01
22052L104
100115
4260223
SH
SOLE
4260223
0
0
COSTAMARE INC
COMMON STOCK USD.0001
Y1771G102
202
44714
SH
SOLE
44714
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
20206
70867
SH
SOLE
70867
0
0
COTY INC CL A
COMMON STOCK USD.01
222070203
37
7226
SH
SOLE
7226
0
0
COUSINS PROPERTIES INC
REIT USD1.0
222795502
127
4325
SH
SOLE
4325
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
62
739
SH
SOLE
739
0
0
CRAFT BREW ALLIANCE INC
COMMON STOCK USD.005
224122101
42
2820
SH
SOLE
2820
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
263
5352
SH
SOLE
5352
0
0
CREDIT ACCEPTANCE CORP
COMMON STOCK USD.01
225310101
1222
4780
SH
SOLE
4780
0
0
CREE INC
COMMON STOCK USD.00125
225447101
104
2934
SH
SOLE
2934
0
0
CROCS INC
COMMON STOCK USD.001
227046109
213
12551
SH
SOLE
12551
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
2825
19567
SH
SOLE
19567
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
6283
108249
SH
SOLE
108249
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
849
50168
SH
SOLE
50168
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
12814
223635
SH
SOLE
223635
0
0
CULLEN/FROST BANKERS INC
COMMON STOCK USD.01
229899109
95
1699
SH
SOLE
1699
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
942
6960
SH
SOLE
6960
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.0
231561101
280
3026
SH
SOLE
3026
0
0
CVB FINANCIAL CORP
COMMON STOCK
126600105
215
10725
SH
SOLE
10725
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
31
1848
SH
SOLE
1848
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
2855
48119
SH
SOLE
48119
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
648
7571
SH
SOLE
7571
0
0
CYPRESS SEMICONDUCTOR CORP
COMMON STOCK USD.01
232806109
5120
219536
SH
SOLE
219536
0
0
CYRUSONE INC
REIT USD.01
23283R100
1345
21783
SH
SOLE
21783
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
270
22916
SH
SOLE
22916
0
0
DANA INC
COMMON STOCK USD.01
235825205
394
50400
SH
SOLE
50400
0
0
DANAHER CORP W/D
COMMON STOCK USD.01
235851102
24471
176800
SH
SOLE
176800
0
0
DARDEN RESTAURANTS INC
COMMON STOCK
237194105
272
5001
SH
SOLE
5001
0
0
DARLING INGREDIENTS INC
COMMON STOCK USD.01
237266101
1155
60252
SH
SOLE
60252
0
0
DAVE BUSTER S ENTERTAINMEN
COMMON STOCK USD.01
238337109
257
19679
SH
SOLE
19679
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
2612
34346
SH
SOLE
34346
0
0
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
243537107
1143
8532
SH
SOLE
8532
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
12527
90670
SH
SOLE
90670
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
24665A103
316
20062
SH
SOLE
20062
0
0
DELL TECHNOLOGIES C
COMMON STOCK
24703L202
931
23539
SH
SOLE
23539
0
0
DELPHI TECHNOLOGIES PLC
COMMON STOCK USD.01
G2709G107
4669
580000
SH
SOLE
580000
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
6092
213520
SH
SOLE
213520
0
0
DELUXE CORP
COMMON STOCK USD1.0
248019101
86
3328
SH
SOLE
3328
0
0
DENTSPLY SIRONA INC
COMMON STOCK USD.01
24906P109
948
24424
SH
SOLE
24424
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
402
58151
SH
SOLE
58151
0
0
DEXCOM INC
COMMON STOCK USD.001
252131107
1183
4395
SH
SOLE
4395
0
0
DFP HEALTHCARE ACQUISITIONS
UNIT
23343Q209
496
50000
SH
SOLE
50000
0
0
DHT HOLDINGS INC
COMMON STOCK USD.01
Y2065G121
271
35353
SH
SOLE
35353
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK USD.01
25278X109
221
8449
SH
SOLE
8449
0
0
DICERNA PHARMACEUTICALS INC
COMMON STOCK USD.0001
253031108
416
22646
SH
SOLE
22646
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
179
8426
SH
SOLE
8426
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
7070
50893
SH
SOLE
50893
0
0
DIODES INC
COMMON STOCK USD.667
254543101
1504
37018
SH
SOLE
37018
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
438
12271
SH
SOLE
12271
0
0
DISCOVERY INC A
COMMON STOCK USD.01
25470F104
665
34184
SH
SOLE
34184
0
0
DISCOVERY INC C
COMMON STOCK USD.01
25470F302
70
4000
SH
SOLE
4000
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
517
25872
SH
SOLE
25872
0
0
DMY TECHNOLOGY GROUP INC
UNIT
233253202
983
100000
SH
SOLE
100000
0
0
DOLBY LABORATORIES INC CL A
COMMON STOCK USD.001
25659T107
62
1137
SH
SOLE
1137
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
24634
163131
SH
SOLE
163131
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
194
2647
SH
SOLE
2647
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
8636
26650
SH
SOLE
26650
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
63
2927
SH
SOLE
2927
0
0
DONALDSON CO INC
COMMON STOCK USD5.0
257651109
263
6796
SH
SOLE
6796
0
0
DORMAN PRODUCTS INC
COMMON STOCK USD.01
258278100
1435
25960
SH
SOLE
25960
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
805
26383
SH
SOLE
26383
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
946
11264
SH
SOLE
11264
0
0
DOW INC
COMMON STOCK USD.01
260557103
999
34181
SH
SOLE
34181
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1849
54391
SH
SOLE
54391
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
695
7322
SH
SOLE
7322
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
345
13875
SH
SOLE
13875
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
2515
31091
SH
SOLE
31091
0
0
DUKE REALTY CORP
REIT USD.01
264411505
2846
87888
SH
SOLE
87888
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
416
7841
SH
SOLE
7841
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
133
10202
SH
SOLE
10202
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
2985
86963
SH
SOLE
86963
0
0
EAGLE MATERIALS INC
COMMON STOCK USD.01
26969P108
170
2918
SH
SOLE
2918
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
189
7333
SH
SOLE
7333
0
0
EASTERLY GOVERNMENT PROPERTI
REIT USD.01
27616P103
308
12490
SH
SOLE
12490
0
0
EASTGROUP PROPERTIES INC
REIT
277276101
1040
9951
SH
SOLE
9951
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
1448
31083
SH
SOLE
31083
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
32
18376
SH
SOLE
18376
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
2497
32144
SH
SOLE
32144
0
0
EATON VANCE CORP
COMMON STOCK USD.00390625
278265103
206
6393
SH
SOLE
6393
0
0
EBAY INC
COMMON STOCK USD.001
278642103
1717
57125
SH
SOLE
57125
0
0
ECOLAB INC
COMMON STOCK USD1.0
278865100
1203
7720
SH
SOLE
7720
0
0
EDGEWELL PERSONAL CARE CO
COMMON STOCK USD.01
28035Q102
114
4726
SH
SOLE
4726
0
0
EDITAS MEDICINE INC
COMMON STOCK USD.0001
28106W103
223
11246
SH
SOLE
11246
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.0
28176E108
2924
15502
SH
SOLE
15502
0
0
EL PASO ELECTRIC CO
COMMON STOCK
283677854
8556
125900
SH
SOLE
125900
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
2748
27434
SH
SOLE
27434
0
0
ELF BEAUTY INC
COMMON STOCK USD.01
26856L103
256
26017
SH
SOLE
26017
0
0
ELI LILLY CO
COMMON STOCK
532457108
6923
49903
SH
SOLE
49903
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
495
8079
SH
SOLE
8079
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
680
11755
SH
SOLE
11755
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
1075
22550
SH
SOLE
22550
0
0
ENCOMPASS HEALTH CORP
COMMON STOCK USD.01
29261A100
526
8216
SH
SOLE
8216
0
0
ENCORE CAPITAL GROUP INC
COMMON STOCK USD.01
292554102
284
12168
SH
SOLE
12168
0
0
ENCORE WIRE CORP
COMMON STOCK USD.01
292562105
274
6519
SH
SOLE
6519
0
0
ENDO INTERNATIONAL PLC
COMMON STOCK USD.0001
G30401106
232
62642
SH
SOLE
62642
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
68
2239
SH
SOLE
2239
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
645
13035
SH
SOLE
13035
0
0
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
29357K103
292
20121
SH
SOLE
20121
0
0
ENPHASE ENERGY INC
COMMON STOCK USD.00001
29355A107
322
9960
SH
SOLE
9960
0
0
ENSCO JERSEY FINANCE LTD
COMPANY GUAR 01/24 3
29359WAB1
442
1700000
SH
SOLE
1700000
0
0
ENSIGN GROUP INC/THE
COMMON STOCK USD.001
29358P101
283
7532
SH
SOLE
7532
0
0
ENSTAR GROUP LTD
COMMON STOCK USD1.0
G3075P101
179
1128
SH
SOLE
1128
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
470
5004
SH
SOLE
5004
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1421
39570
SH
SOLE
39570
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
549
2956
SH
SOLE
2956
0
0
EPIZYME INC
COMMON STOCK USD.0001
29428V104
200
12874
SH
SOLE
12874
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
528
8433
SH
SOLE
8433
0
0
EPR PROPERTIES
REIT USD.01
26884U109
73
3016
SH
SOLE
3016
0
0
EQT CORP
COMMON STOCK
26884L109
134
18915
SH
SOLE
18915
0
0
EQUIFAX INC
COMMON STOCK USD1.25
294429105
393
3289
SH
SOLE
3289
0
0
EQUINIX INC
REIT USD.001
29444U700
21438
34325
SH
SOLE
34325
0
0
EQUITABLE HOLDINGS INC
COMMON STOCK USD.01
29452E101
464
32133
SH
SOLE
32133
0
0
EQUITRANS MIDSTREAM CORP
COMMON STOCK
294600101
42
8418
SH
SOLE
8418
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
3227
56149
SH
SOLE
56149
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
4763
77176
SH
SOLE
77176
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
1457
55297
SH
SOLE
55297
0
0
ESSENTIAL UTILITIES INC
COMMON STOCK USD.5
29670G102
465
11415
SH
SOLE
11415
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
3405
15460
SH
SOLE
15460
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
8784
55128
SH
SOLE
55128
0
0
ETHAN ALLEN INTERIORS INC
COMMON STOCK USD.01
297602104
222
21678
SH
SOLE
21678
0
0
ETSY INC
COMMON STOCK USD.001
29786A106
125
3251
SH
SOLE
3251
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
12598
146969
SH
SOLE
146969
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
1440
31260
SH
SOLE
31260
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
186
969
SH
SOLE
969
0
0
EVERGY INC
COMMON STOCK
30034W106
4298
78073
SH
SOLE
78073
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
872
11151
SH
SOLE
11151
0
0
EVERTEC INC
COMMON STOCK USD.01
30040P103
324
14254
SH
SOLE
14254
0
0
EXACT SCIENCES CORP
COMMON STOCK USD.01
30063P105
235
4051
SH
SOLE
4051
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
935
54322
SH
SOLE
54322
0
0
EXELON CORP
COMMON STOCK
30161N101
11434
310609
SH
SOLE
310609
0
0
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
302081104
1295
24889
SH
SOLE
24889
0
0
EXPEDIA GROUP INC
COMMON STOCK USD.001
30212P303
274
4877
SH
SOLE
4877
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
791
11857
SH
SOLE
11857
0
0
EXPERIENCE INVESTMENT CORP
UNIT
30217C208
0
1
SH
SOLE
1
0
0
EXPERIENCE INVESTMENT CORP A
COMMON STOCK USD.0001
30217C109
967
99999
SH
SOLE
99999
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
130
27135
SH
SOLE
27135
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
4196
43815
SH
SOLE
43815
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
418
10998
SH
SOLE
10998
0
0
EZCORP INC
COMPANY GUAR 05/25 2.375
302301AE6
3431
4635000
SH
SOLE
4635000
0
0
EZCORP INC
COMPANY GUAR 07/24 2.875
302301AF3
2172
2800000
SH
SOLE
2800000
0
0
F5 NETWORKS INC
COMMON STOCK
315616102
394
3691
SH
SOLE
3691
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
228
4177
SH
SOLE
4177
0
0
FACEBOOK INC CLASS A
COMMON STOCK USD.000006
30303M102
43941
263437
SH
SOLE
263437
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
3274
12561
SH
SOLE
12561
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
5744
18667
SH
SOLE
18667
0
0
FARMERS NATL BANC CORP
COMMON STOCK
309627107
520
44750
SH
SOLE
44750
0
0
FASTENAL CO
COMMON STOCK USD.01
311900104
625
19989
SH
SOLE
19989
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
1399
18751
SH
SOLE
18751
0
0
FEDERATED HERMES INC
COMMON STOCK
314211103
1388
72885
SH
SOLE
72885
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
1279
10549
SH
SOLE
10549
0
0
FGL HOLDINGS
COMMON STOCK USD.0001
G3402M102
3470
354100
SH
SOLE
354100
0
0
FIBROGEN INC
COMMON STOCK USD.01
31572Q808
271
7801
SH
SOLE
7801
0
0
FIDELITY NATIONAL FINANCIAL
COMMON STOCK USD.0001
31620R303
8972
360618
SH
SOLE
360618
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
3007
24717
SH
SOLE
24717
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
295
19885
SH
SOLE
19885
0
0
FINSERV ACQUISITION CORP A
COMMON STOCK
318085107
480
50000
SH
SOLE
50000
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
1549
36517
SH
SOLE
36517
0
0
FIRST BANCORP PUERTO RICO
COMMON STOCK USD.1
318672706
341
64030
SH
SOLE
64030
0
0
FIRST FINL BANKSHARES INC
COMMON STOCK USD.01
32020R109
217
8080
SH
SOLE
8080
0
0
FIRST HORIZON NATIONAL CORP
COMMON STOCK USD.625
320517105
1412
175238
SH
SOLE
175238
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
3437
103441
SH
SOLE
103441
0
0
FIRST INTERSTATE BANCSYS A
COMMON STOCK
32055Y201
325
11272
SH
SOLE
11272
0
0
FIRST MERCHANTS CORP
COMMON STOCK
320817109
273
10299
SH
SOLE
10299
0
0
FIRST OF LONG ISLAND CORP
COMMON STOCK USD.1
320734106
410
23641
SH
SOLE
23641
0
0
FIRST REPUBLIC BANK/CA
COMMON STOCK USD.01
33616C100
616
7486
SH
SOLE
7486
0
0
FIRST SOLAR INC
COMMON STOCK USD.001
336433107
131
3644
SH
SOLE
3644
0
0
FIRSTCASH INC
COMMON STOCK USD.01
33767D105
436
6081
SH
SOLE
6081
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
5891
147021
SH
SOLE
147021
0
0
FISERV INC
COMMON STOCK USD.01
337738108
2467
25971
SH
SOLE
25971
0
0
FIVE BELOW
COMMON STOCK USD.01
33829M101
376
5337
SH
SOLE
5337
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1254
16399
SH
SOLE
16399
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
1308
65959
SH
SOLE
65959
0
0
FLEETCOR TECHNOLOGIES INC
COMMON STOCK USD.001
339041105
428
2296
SH
SOLE
2296
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
231
11244
SH
SOLE
11244
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
188
7863
SH
SOLE
7863
0
0
FLUIDIGM CORP
COMMON STOCK USD.001
34385P108
506
199207
SH
SOLE
199207
0
0
FLYING EAGLE ACQUISITION COR
UNIT
34407Y202
3490
350000
SH
SOLE
350000
0
0
FMC CORP
COMMON STOCK USD.1
302491303
4647
56889
SH
SOLE
56889
0
0
FNB CORP
COMMON STOCK USD.01
302520101
160
21668
SH
SOLE
21668
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
172
7811
SH
SOLE
7811
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
430
89104
SH
SOLE
89104
0
0
FORESCOUT TECHNOLOGIES INC
COMMON STOCK USD.01
34553D101
12608
399100
SH
SOLE
399100
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
3450
34105
SH
SOLE
34105
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
2204
50957
SH
SOLE
50957
0
0
FORTY SEVEN INC
COMMON STOCK USD.0001
34983P104
3798
39800
SH
SOLE
39800
0
0
FORUM MERGER II CORP CL A
COMMON STOCK USD.0001
34986F103
2058
200000
SH
SOLE
200000
0
0
FOUNDATION BUILDING MATERIAL
COMMON STOCK USD.001
350392106
252
24454
SH
SOLE
24454
0
0
FOX CORP CLASS A
COMMON STOCK USD.01
35137L105
748
31659
SH
SOLE
31659
0
0
FRANKLIN COVEY CO
COMMON STOCK USD.05
353469109
610
39241
SH
SOLE
39241
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
745
110348
SH
SOLE
110348
0
0
FRONT YARD RESIDENTIAL CORP
REIT USD.01
35904G107
5360
448500
SH
SOLE
448500
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
665
5555
SH
SOLE
5555
0
0
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
360271100
111
9639
SH
SOLE
9639
0
0
GALILEO ACQUISITION CORP
COMMON STOCK
G3770A102
484
50000
SH
SOLE
50000
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
477
17206
SH
SOLE
17206
0
0
GARMIN LTD
COMMON STOCK CHF.1
H2906T109
361
4820
SH
SOLE
4820
0
0
GASLOG LTD
COMMON STOCK USD.01
G37585109
277
76472
SH
SOLE
76472
0
0
GATX CORP
COMMON STOCK USD.625
361448103
118
1888
SH
SOLE
1888
0
0
GDS HOLDINGS LTD ADR
ADR USD.0004
36165L108
1048
18079
SH
SOLE
18079
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
791
8495
SH
SOLE
8495
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
1205
9106
SH
SOLE
9106
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
2784
350621
SH
SOLE
350621
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
1044
19776
SH
SOLE
19776
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
2073
99762
SH
SOLE
99762
0
0
GENESCO INC
COMMON STOCK USD1.0
371532102
121
9055
SH
SOLE
9055
0
0
GENMARK DIAGNOSTICS INC
COMMON STOCK USD.0001
372309104
184
44626
SH
SOLE
44626
0
0
GENPACT LTD
COMMON STOCK USD.01
G3922B107
891
30521
SH
SOLE
30521
0
0
GENTEX CORP
COMMON STOCK USD.06
371901109
1801
81285
SH
SOLE
81285
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
852
70064
SH
SOLE
70064
0
0
GETTY REALTY CORP
REIT USD.01
374297109
1097
46225
SH
SOLE
46225
0
0
GILAT SATELLITE NETWORKS LTD
COMMON STOCK ILS.2
M51474118
2680
378052
SH
SOLE
378052
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
3679
49205
SH
SOLE
49205
0
0
GLADSTONE COMMERCIAL CORP
REIT USD.001
376536108
295
20554
SH
SOLE
20554
0
0
GLOBAL MEDICAL REIT INC
REIT
37954A204
687
67873
SH
SOLE
67873
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
3363
23316
SH
SOLE
23316
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
21
70200
SH
SOLE
70200
0
0
GLOBE LIFE INC
COMMON STOCK USD1.0
37959E102
165
2288
SH
SOLE
2288
0
0
GLOBUS MEDICAL INC A
COMMON STOCK USD.001
379577208
1337
31428
SH
SOLE
31428
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
2226
14399
SH
SOLE
14399
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
116
19996
SH
SOLE
19996
0
0
GORES HOLDINGS IV INC
UNIT
382865202
0
4
SH
SOLE
4
0
0
GORES HOLDINGS IV INC CL A
COMMON STOCK USD.0001
382865103
985
99996
SH
SOLE
99996
0
0
GORES HOLDINGS IV INC CL A
GORES HOLDINGS IV INC CW25
382865111
14
24999
SH
SOLE
24999
0
0
GRACO INC
COMMON STOCK USD1.0
384109104
1117
22931
SH
SOLE
22931
0
0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
384313508
81
9984
SH
SOLE
9984
0
0
GRAHAM HOLDINGS CO CLASS B
COMMON STOCK USD1.0
384637104
57
166
SH
SOLE
166
0
0
GRAND CANYON EDUCATION INC
COMMON STOCK USD.01
38526M106
106
1390
SH
SOLE
1390
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
312
29006
SH
SOLE
29006
0
0
GREEN DOT CORP CLASS A
COMMON STOCK USD.001
39304D102
506
19917
SH
SOLE
19917
0
0
GRUBHUB INC
COMMON STOCK USD.0001
400110102
110
2703
SH
SOLE
2703
0
0
HE EQUIPMENT SERVICES INC
COMMON STOCK USD.01
404030108
282
19205
SH
SOLE
19205
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
792
62272
SH
SOLE
62272
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
2532
25409
SH
SOLE
25409
0
0
HAIN CELESTIAL GROUP INC
COMMON STOCK USD.01
405217100
141
5445
SH
SOLE
5445
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
1077
157240
SH
SOLE
157240
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
736
40904
SH
SOLE
40904
0
0
HANCOCK WHITNEY CORP
COMMON STOCK USD3.33
410120109
111
5696
SH
SOLE
5696
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
483
61408
SH
SOLE
61408
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
186
2048
SH
SOLE
2048
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
124
6545
SH
SOLE
6545
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
278
48208
SH
SOLE
48208
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
277
7863
SH
SOLE
7863
0
0
HASBRO INC
COMMON STOCK USD.5
418056107
263
3669
SH
SOLE
3669
0
0
HAWAIIAN ELECTRIC INDS
COMMON STOCK
419870100
340
7905
SH
SOLE
7905
0
0
HAWKINS INC
COMMON STOCK USD.05
420261109
333
9350
SH
SOLE
9350
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
533
5932
SH
SOLE
5932
0
0
HEALTHCARE MERGER CORP A
COMMON STOCK
42227L102
246
25000
SH
SOLE
25000
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
830
29717
SH
SOLE
29717
0
0
HEALTHCARE TRUST OF AME CL A
REIT USD.01
42225P501
1184
48763
SH
SOLE
48763
0
0
HEALTHEQUITY INC
COMMON STOCK USD.0001
42226A107
98
1930
SH
SOLE
1930
0
0
HEALTHPEAK PROPERTIES INC
REIT USD1.0
42250P103
1956
82021
SH
SOLE
82021
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.0
42234Q102
1431
47381
SH
SOLE
47381
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
3054
40933
SH
SOLE
40933
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
965
6698
SH
SOLE
6698
0
0
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK
42330P107
170
103498
SH
SOLE
103498
0
0
HELMERICH PAYNE
COMMON STOCK USD.1
423452101
505
32247
SH
SOLE
32247
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
374
7409
SH
SOLE
7409
0
0
HERMAN MILLER INC
COMMON STOCK USD.2
600544100
94
4234
SH
SOLE
4234
0
0
HERON THERAPEUTICS INC
COMMON STOCK USD.01
427746102
427
36340
SH
SOLE
36340
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
2952
22276
SH
SOLE
22276
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
377
38877
SH
SOLE
38877
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
1145
32322
SH
SOLE
32322
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
2030
20176
SH
SOLE
20176
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
805
53237
SH
SOLE
53237
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A203
650
9532
SH
SOLE
9532
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
239
9446
SH
SOLE
9446
0
0
HNI CORP
COMMON STOCK USD1.0
404251100
798
31674
SH
SOLE
31674
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
315
12844
SH
SOLE
12844
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
882
25128
SH
SOLE
25128
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
153
12776
SH
SOLE
12776
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
30932
165668
SH
SOLE
165668
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
7325
54753
SH
SOLE
54753
0
0
HORMEL FOODS CORP
COMMON STOCK USD.01465
440452100
440
9436
SH
SOLE
9436
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
1594
144381
SH
SOLE
144381
0
0
HOWMET AEROSPACE INC
COMMON STOCK
443201108
217
13507
SH
SOLE
13507
0
0
HP INC
COMMON STOCK USD.01
40434L105
1640
94455
SH
SOLE
94455
0
0
HUBBELL INC
COMMON STOCK USD.01
443510607
469
4088
SH
SOLE
4088
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
985
38821
SH
SOLE
38821
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
2252
7170
SH
SOLE
7170
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
343
3718
SH
SOLE
3718
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
411
50030
SH
SOLE
50030
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
13401
73545
SH
SOLE
73545
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
1183
26089
SH
SOLE
26089
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44919P508
1558
8691
SH
SOLE
8691
0
0
IBERIABANK CORP
COMMON STOCK USD1.0
450828108
3561
98491
SH
SOLE
98491
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
146
17186
SH
SOLE
17186
0
0
ICU MEDICAL INC
COMMON STOCK USD.1
44930G107
93
463
SH
SOLE
463
0
0
IDACORP INC
COMMON STOCK
451107106
354
4027
SH
SOLE
4027
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
19092
138238
SH
SOLE
138238
0
0
IDEXX LABORATORIES INC
COMMON STOCK USD.1
45168D104
402
1660
SH
SOLE
1660
0
0
IHEARTMEDIA INC CLASS A
COMMON STOCK
45174J509
2219
303587
SH
SOLE
303587
0
0
IHS MARKIT LTD
COMMON STOCK USD.01
G47567105
2247
37451
SH
SOLE
37451
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
2248
15816
SH
SOLE
15816
0
0
ILLUMINA INC
COMMON STOCK USD.01
452327109
917
3359
SH
SOLE
3359
0
0
IMAX CORP
COMMON STOCK
45245E109
226
24956
SH
SOLE
24956
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
786
10740
SH
SOLE
10740
0
0
INGERSOLL RAND INC
COMMON STOCK USD.01
45687V106
157
6319
SH
SOLE
6319
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
351
9975
SH
SOLE
9975
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
2015
26684
SH
SOLE
26684
0
0
INNOVATIVE INDUSTRIAL PROPER
REIT USD.001
45781V101
545
7183
SH
SOLE
7183
0
0
INNOVIVA INC
COMMON STOCK
45781M101
1021
86833
SH
SOLE
86833
0
0
INOVALON HOLDINGS INC A
COMMON STOCK USD.000005
45781D101
839
50342
SH
SOLE
50342
0
0
INSPERITY INC
COMMON STOCK USD.01
45778Q107
98
2626
SH
SOLE
2626
0
0
INSURANCE ACQUISITION CORP A
COMMON STOCK USD.0001
457867109
2012
200000
SH
SOLE
200000
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
1041
16567
SH
SOLE
16567
0
0
INTEGRA LIFESCIENCES HOLDING
COMMON STOCK USD.01
457985208
267
5971
SH
SOLE
5971
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
11051
204187
SH
SOLE
204187
0
0
INTELLIA THERAPEUTICS INC
COMMON STOCK USD.0001
45826J105
392
32076
SH
SOLE
32076
0
0
INTERACTIVE BROKERS GRO CL A
COMMON STOCK USD.01
45841N107
225
5206
SH
SOLE
5206
0
0
INTERCEPT PHARMACEUTICALS IN
COMMON STOCK USD.001
45845P108
221
3504
SH
SOLE
3504
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
13367
165541
SH
SOLE
165541
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
135
3029
SH
SOLE
3029
0
0
INTERFACE INC
COMMON STOCK USD.1
458665304
320
42361
SH
SOLE
42361
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
59
2201
SH
SOLE
2201
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
2063
66270
SH
SOLE
66270
0
0
INTERPRIVATE ACQUISITION COR
COMMON STOCK
46064A103
3598
374998
SH
SOLE
374998
0
0
INTERPRIVATE ACQUISITION COR
UNIT
46064A202
0
2
SH
SOLE
2
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
174
10729
SH
SOLE
10729
0
0
INTERSECT ENT INC
COMMON STOCK USD.001
46071F103
479
40397
SH
SOLE
40397
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
3701
33359
SH
SOLE
33359
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
1852
8053
SH
SOLE
8053
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
144
15869
SH
SOLE
15869
0
0
INVESTORS TITLE CO
COMMON STOCK
461804106
308
2410
SH
SOLE
2410
0
0
INVITAE CORP
COMMON STOCK USD.0001
46185L103
422
30864
SH
SOLE
30864
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
4110
192341
SH
SOLE
192341
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
8
6683
SH
SOLE
6683
0
0
IOVANCE BIOTHERAPEUTICS INC
COMMON STOCK USD.000041666
462260100
602
20121
SH
SOLE
20121
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
2614
24235
SH
SOLE
24235
0
0
IRIDIUM COMMUNICATIONS INC
COMMON STOCK USD.001
46269C102
612
27389
SH
SOLE
27389
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
1899
79769
SH
SOLE
79769
0
0
IRONWOOD PHARMACEUTICALS INC
COMMON STOCK USD.001
46333X108
712
70574
SH
SOLE
70574
0
0
ISHARES CORE SP MID CAP ETF
ISHARES CORE S+P MIDCAP ETF
464287507
5179
36003
SH
SOLE
36003
0
0
ISHARES MSCI ACWI ETF
ISHARES MSCI ACWI ETF
464288257
5894
94193
SH
SOLE
94193
0
0
ISHARES MSCI AUSTRALIA ETF
ISHARES MSCI AUSTRALIA ETF
464286103
2173
139849
SH
SOLE
139849
0
0
ISHARES MSCI CANADA ETF
ISHARES MSCI CANADA ETF
464286509
22066
1009865
SH
SOLE
1009865
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
211795
3961748
SH
SOLE
3961748
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
64470
1888956
SH
SOLE
1888956
0
0
ISHARES MSCI WORLD ETF
ISHARES MSCI WORLD ETF
464286392
2384
30595
SH
SOLE
30595
0
0
ITRON INC
COMMON STOCK
465741106
413
7399
SH
SOLE
7399
0
0
ITT INC
COMMON STOCK USD1.0
45073V108
904
19929
SH
SOLE
19929
0
0
J.C. PENNEY CO INC
COMMON STOCK USD.5
708160106
91
252200
SH
SOLE
252200
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
292
3900
SH
SOLE
3900
0
0
JABIL INC
COMMON STOCK USD.001
466313103
260
10588
SH
SOLE
10588
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
5383
34675
SH
SOLE
34675
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
54
1527
SH
SOLE
1527
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
588
7422
SH
SOLE
7422
0
0
JANUS HENDERSON GROUP PLC
COMMON STOCK
G4474Y214
177
11546
SH
SOLE
11546
0
0
JBG SMITH PROPERTIES
REIT USD.01
46590V100
1094
34372
SH
SOLE
34372
0
0
JD.COM INC ADR
ADR USD.00002
47215P106
897
22147
SH
SOLE
22147
0
0
JEFFERIES FINANCIAL GROUP IN
COMMON STOCK USD1.0
47233W109
306
22354
SH
SOLE
22354
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
176
19655
SH
SOLE
19655
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
349
3147
SH
SOLE
3147
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
32283
246189
SH
SOLE
246189
0
0
JOHNSON CONTROLS INTERNATION
COMMON STOCK USD.01
G51502105
2635
97748
SH
SOLE
97748
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
423
4190
SH
SOLE
4190
0
0
JOYY INC
ADR USD.00001
46591M109
2635
49467
SH
SOLE
49467
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
31542
350354
SH
SOLE
350354
0
0
JUNIPER INDUSTRIAL HLDGS A
COMMON STOCK
48205G106
4570
475000
SH
SOLE
475000
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
230
11995
SH
SOLE
11995
0
0
K12 INC
COMMON STOCK USD.0001
48273U102
266
14108
SH
SOLE
14108
0
0
KAISER ALUMINUM CORP
COMMON STOCK USD.01
483007704
405
5841
SH
SOLE
5841
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
292
2299
SH
SOLE
2299
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
91
7621
SH
SOLE
7621
0
0
KB HOME
COMMON STOCK USD1.0
48666K109
1640
90611
SH
SOLE
90611
0
0
KBR INC
COMMON STOCK USD.001
48242W106
240
11602
SH
SOLE
11602
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
707
11788
SH
SOLE
11788
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
247
3327
SH
SOLE
3327
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
234
22575
SH
SOLE
22575
0
0
KEYSIGHT TECHNOLOGIES IN
COMMON STOCK
49338L103
660
7891
SH
SOLE
7891
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
921
36030
SH
SOLE
36030
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
2065
32423
SH
SOLE
32423
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
3006
23512
SH
SOLE
23512
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
119
12338
SH
SOLE
12338
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
1643
118053
SH
SOLE
118053
0
0
KLA CORP
COMMON STOCK USD.001
482480100
1751
12184
SH
SOLE
12184
0
0
KNIGHT SWIFT TRANSPORTATION
COMMON STOCK USD.001
499049104
104
3166
SH
SOLE
3166
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
100
6863
SH
SOLE
6863
0
0
KRAFT HEINZ CO/THE
COMMON STOCK USD.01
500754106
731
29549
SH
SOLE
29549
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
975
32355
SH
SOLE
32355
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
129
11151
SH
SOLE
11151
0
0
L3HARRIS TECHNOLOGIES INC
COMMON STOCK USD1.0
502431109
2809
15595
SH
SOLE
15595
0
0
LA Z BOY INC
COMMON STOCK USD1.0
505336107
217
10553
SH
SOLE
10553
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
265
2099
SH
SOLE
2099
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
2418
10077
SH
SOLE
10077
0
0
LAMAR ADVERTISING CO A
REIT USD.001
512816109
269
5252
SH
SOLE
5252
0
0
LAMB WESTON HOLDINGS INC
COMMON STOCK USD1.0
513272104
237
4148
SH
SOLE
4148
0
0
LANCASTER COLONY CORP
COMMON STOCK
513847103
212
1467
SH
SOLE
1467
0
0
LANDCADIA HOLDINGS II INC A
COMMON STOCK USD.0001
51476X105
2223
225000
SH
SOLE
225000
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
977
10192
SH
SOLE
10192
0
0
LAS VEGAS SANDS CORP
COMMON STOCK USD.001
517834107
788
18554
SH
SOLE
18554
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
455
25534
SH
SOLE
25534
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
344
4234
SH
SOLE
4234
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
18773
384302
SH
SOLE
384302
0
0
LEGGETT PLATT INC
COMMON STOCK USD.01
524660107
145
5434
SH
SOLE
5434
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
3830
41793
SH
SOLE
41793
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
342
8964
SH
SOLE
8964
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
3973
21857
SH
SOLE
21857
0
0
LEXINFINTECH HOLDINGS L ADR
ADR
528877103
1602
180554
SH
SOLE
180554
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
1357
136687
SH
SOLE
136687
0
0
LF CAPITAL ACQUISITION COR A
COMMON STOCK USD.0001
50200K108
2053
200000
SH
SOLE
200000
0
0
LGL SYSTEMS ACQUISITION A
COMMON STOCK
50201G106
1038
100000
SH
SOLE
100000
0
0
LGL SYSTEMS ACQUISITION A
LGL SYSTEMS ACQUISITI CW26
50201G114
60
50000
SH
SOLE
50000
0
0
LIBERTY MEDIA COR SIRIUSXM C
TRACKING STK USD.01
531229607
729
23058
SH
SOLE
23058
0
0
LIFE STORAGE INC
REIT USD.01
53223X107
2455
25967
SH
SOLE
25967
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
56
772
SH
SOLE
772
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK
533900106
348
5045
SH
SOLE
5045
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
163
6188
SH
SOLE
6188
0
0
LINDE PLC
COMMON STOCK EUR.001
G5494J103
3067
17726
SH
SOLE
17726
0
0
LITHIA MOTORS INC CL A
COMMON STOCK
536797103
1246
15235
SH
SOLE
15235
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
147
1104
SH
SOLE
1104
0
0
LIVE NATION ENTERTAINMENT IN
COMMON STOCK USD.01
538034109
60
1323
SH
SOLE
1323
0
0
LIVERAMP HOLDINGS INC
COMMON STOCK USD.1
53815P108
173
5252
SH
SOLE
5252
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
727
35469
SH
SOLE
35469
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
21404
63148
SH
SOLE
63148
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
289
8303
SH
SOLE
8303
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
13454
161557
SH
SOLE
161557
0
0
LOMA NEGRA CIA IND SPON ADR
ADR
54150E104
607
170881
SH
SOLE
170881
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
378
21995
SH
SOLE
21995
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
1859
21603
SH
SOLE
21603
0
0
LUMENTUM HOLDINGS INC
COMMON STOCK USD.001
55024U109
2324
31528
SH
SOLE
31528
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
429
15577
SH
SOLE
15577
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
1357
27345
SH
SOLE
27345
0
0
M T BANK CORP
COMMON STOCK USD.5
55261F104
463
4480
SH
SOLE
4480
0
0
MACERICH CO/THE
REIT USD.01
554382101
74
13207
SH
SOLE
13207
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
93
6107
SH
SOLE
6107
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
427
8869
SH
SOLE
8869
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
264
5291
SH
SOLE
5291
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
672
652400
SH
SOLE
652400
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
706
13316
SH
SOLE
13316
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
280
85188
SH
SOLE
85188
0
0
MARATHON PETROLEUM CORP
COMMON STOCK USD.01
56585A102
6660
281964
SH
SOLE
281964
0
0
MARCUS MILLICHAP INC
COMMON STOCK USD.0001
566324109
718
26481
SH
SOLE
26481
0
0
MARKEL CORP
COMMON STOCK
570535104
3138
3382
SH
SOLE
3382
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
631
1897
SH
SOLE
1897
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
1224
16356
SH
SOLE
16356
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1188
21372
SH
SOLE
21372
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
6813
78799
SH
SOLE
78799
0
0
MARTIN MARIETTA MATERIALS
COMMON STOCK USD.01
573284106
760
4016
SH
SOLE
4016
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
980
28338
SH
SOLE
28338
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
491
2771
SH
SOLE
2771
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
1349
28438
SH
SOLE
28438
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
161
4915
SH
SOLE
4915
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
31141
128918
SH
SOLE
128918
0
0
MATERION CORP
COMMON STOCK
576690101
762
21770
SH
SOLE
21770
0
0
MATRIX SERVICE CO
COMMON STOCK USD.01
576853105
200
21159
SH
SOLE
21159
0
0
MATTEL INC
COMMON STOCK USD1.0
577081102
82
9268
SH
SOLE
9268
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
382
7863
SH
SOLE
7863
0
0
MAXIMUS INC
COMMON STOCK
577933104
290
4989
SH
SOLE
4989
0
0
MCCORMICK CO NON VTG SHRS
COMMON STOCK
579780206
207
1468
SH
SOLE
1468
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
6147
37177
SH
SOLE
37177
0
0
MCGRATH RENTCORP
COMMON STOCK
580589109
1157
22091
SH
SOLE
22091
0
0
MCKESSON CORP W/D
COMMON STOCK USD.01
58155Q103
669
4943
SH
SOLE
4943
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.0
552690109
489
22767
SH
SOLE
22767
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
3050
176388
SH
SOLE
176388
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
119
10239
SH
SOLE
10239
0
0
MEDPACE HOLDINGS INC
COMMON STOCK USD.01
58506Q109
558
7603
SH
SOLE
7603
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
9877
109529
SH
SOLE
109529
0
0
MEET GROUP INC/THE
COMMON STOCK USD.001
58513U101
9000
1533300
SH
SOLE
1533300
0
0
MEGALITH FINANCIAL ACQUISI A
COMMON STOCK USD.0001
58518F109
2058
200000
SH
SOLE
200000
0
0
MELCO RESORTS ENTERT ADR
ADR USD.01
585464100
3
272
SH
SOLE
272
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
23457
304878
SH
SOLE
304878
0
0
MERCURY GENERAL CORP
COMMON STOCK
589400100
70
1721
SH
SOLE
1721
0
0
MERCURY SYSTEMS INC
COMMON STOCK USD.01
589378108
110
1544
SH
SOLE
1544
0
0
MEREDITH CORP
COMMON STOCK USD1.0
589433101
12
953
SH
SOLE
953
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
282
10657
SH
SOLE
10657
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
2589
84689
SH
SOLE
84689
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
10084
14603
SH
SOLE
14603
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
452
71148
SH
SOLE
71148
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
196
8278
SH
SOLE
8278
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
580
49125
SH
SOLE
49125
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
499
7354
SH
SOLE
7354
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
2373
56431
SH
SOLE
56431
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
122329
775660
SH
SOLE
775660
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
267
2258
SH
SOLE
2258
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
2201
21362
SH
SOLE
21362
0
0
MILLENDO THERAPEUTICS INC
COMMON STOCK
60040X103
142
26985
SH
SOLE
26985
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
1346
37113
SH
SOLE
37113
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
132
1621
SH
SOLE
1621
0
0
MODINE MANUFACTURING CO
COMMON STOCK USD.625
607828100
180
55361
SH
SOLE
55361
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
118
1546
SH
SOLE
1546
0
0
MOLECULAR TEMPLATES INC
COMMON STOCK USD.001
608550109
217
16291
SH
SOLE
16291
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
250
1788
SH
SOLE
1788
0
0
MOLSON COORS BEVERAGE CO B
COMMON STOCK USD.01
60871R209
838
21477
SH
SOLE
21477
0
0
MOMENTA PHARMACEUTICALS INC
COMMON STOCK USD.0001
60877T100
239
8802
SH
SOLE
8802
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
10169
203049
SH
SOLE
203049
0
0
MONOLITHIC POWER SYSTEMS INC
COMMON STOCK USD.001
609839105
491
2934
SH
SOLE
2934
0
0
MONRO INC
COMMON STOCK USD.01
610236101
256
5845
SH
SOLE
5845
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
3918
69638
SH
SOLE
69638
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
6685
31607
SH
SOLE
31607
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
1005
19895
SH
SOLE
19895
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
3544
104240
SH
SOLE
104240
0
0
MORNINGSTAR INC
COMMON STOCK
617700109
46
398
SH
SOLE
398
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
257
23729
SH
SOLE
23729
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
561
4221
SH
SOLE
4221
0
0
MR COOPER GROUP INC
COMMON STOCK USD.01
62482R107
120
16347
SH
SOLE
16347
0
0
MSA SAFETY INC
COMMON STOCK
553498106
219
2168
SH
SOLE
2168
0
0
MSC INDUSTRIAL DIRECT CO A
COMMON STOCK USD.001
553530106
1764
32084
SH
SOLE
32084
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
13239
45817
SH
SOLE
45817
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
85
13898
SH
SOLE
13898
0
0
MURPHY USA INC
COMMON STOCK
626755102
419
4968
SH
SOLE
4968
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
227
15227
SH
SOLE
15227
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
702
21673
SH
SOLE
21673
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
202
2124
SH
SOLE
2124
0
0
NATERA INC
COMMON STOCK USD.0001
632307104
1205
40344
SH
SOLE
40344
0
0
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
635309107
145
44404
SH
SOLE
44404
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
307
8220
SH
SOLE
8220
0
0
NATIONAL GENERAL HLDGS
COMMON STOCK USD.01
636220303
862
52086
SH
SOLE
52086
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
566
7894
SH
SOLE
7894
0
0
NATIONAL INSTRUMENTS CORP
COMMON STOCK USD.01
636518102
1468
44382
SH
SOLE
44382
0
0
NATIONAL RESEARCH CORP
COMMON STOCK USD.001
637372202
524
11513
SH
SOLE
11513
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
1189
36937
SH
SOLE
36937
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1195
40377
SH
SOLE
40377
0
0
NATIONAL VISION HOLDINGS INC
COMMON STOCK USD.01
63845R107
287
14795
SH
SOLE
14795
0
0
NAVIENT CORP
COMMON STOCK USD.01
63938C108
418
55169
SH
SOLE
55169
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
66
3728
SH
SOLE
3728
0
0
NEKTAR THERAPEUTICS
COMMON STOCK USD.0001
640268108
80
4479
SH
SOLE
4479
0
0
NEOPHOTONICS CORP
COMMON STOCK USD.0025
64051T100
272
37537
SH
SOLE
37537
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
577
13850
SH
SOLE
13850
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
767
2391
SH
SOLE
2391
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
11877
31630
SH
SOLE
31630
0
0
NETSCOUT SYSTEMS INC
COMMON STOCK USD.001
64115T104
140
5900
SH
SOLE
5900
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
321
9438
SH
SOLE
9438
0
0
NEW ORIENTAL EDUCATIO SP ADR
ADR USD.01
647581107
392
3625
SH
SOLE
3625
0
0
NEW RESIDENTIAL INVESTMENT
REIT USD.01
64828T201
86
17157
SH
SOLE
17157
0
0
NEW YORK COMMUNITY BANCORP
COMMON STOCK USD.01
649445103
244
26033
SH
SOLE
26033
0
0
NEW YORK TIMES CO A
COMMON STOCK USD.1
650111107
674
21934
SH
SOLE
21934
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
205
15457
SH
SOLE
15457
0
0
NEWMARKET CORP
COMMON STOCK
651587107
134
351
SH
SOLE
351
0
0
NEWMONT CORP
COMMON STOCK USD1.6
651639106
1079
23840
SH
SOLE
23840
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
25
28004
SH
SOLE
28004
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
387
15364
SH
SOLE
15364
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
600
10395
SH
SOLE
10395
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
5709
23726
SH
SOLE
23726
0
0
NEXTIER OILFIELD SOLUTIONS I
COMMON STOCK USD.01
65290C105
55
46832
SH
SOLE
46832
0
0
NIC INC
COMMON STOCK
62914B100
517
22475
SH
SOLE
22475
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
181
14473
SH
SOLE
14473
0
0
NIKE INC CL B
COMMON STOCK
654106103
11744
141942
SH
SOLE
141942
0
0
NORDIC AMERICAN TANKERS LTD
COMMON STOCK USD.01
G65773106
345
76254
SH
SOLE
76254
0
0
NORDSON CORP
COMMON STOCK
655663102
527
3899
SH
SOLE
3899
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
1178
8067
SH
SOLE
8067
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
445
5899
SH
SOLE
5899
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.0
666807102
1334
4410
SH
SOLE
4410
0
0
NORTHWEST BANCSHARES INC
COMMON STOCK USD.01
667340103
939
81115
SH
SOLE
81115
0
0
NORTHWEST NATURAL HOLDING CO
COMMON STOCK
66765N105
193
3123
SH
SOLE
3123
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
255
4264
SH
SOLE
4264
0
0
NORTONLIFELOCK INC
COMMON STOCK USD.01
668771108
468
24991
SH
SOLE
24991
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK USD.001
G66721104
114
10443
SH
SOLE
10443
0
0
NOVAVAX INC
COMMON STOCK USD.01
670002401
242
17810
SH
SOLE
17810
0
0
NOVOCURE LTD
COMMON STOCK
G6674U108
240
3567
SH
SOLE
3567
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
2656
97424
SH
SOLE
97424
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
104
4753
SH
SOLE
4753
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
2494
69251
SH
SOLE
69251
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
662
13067
SH
SOLE
13067
0
0
NVENT ELECTRIC PLC
COMMON STOCK USD.01
G6700G107
206
12232
SH
SOLE
12232
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
11391
43213
SH
SOLE
43213
0
0
NVR INC
COMMON STOCK USD.01
62944T105
414
161
SH
SOLE
161
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
489
5895
SH
SOLE
5895
0
0
O I GLASS INC
COMMON STOCK
67098H104
73
10266
SH
SOLE
10266
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
7894
26223
SH
SOLE
26223
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
500
16272
SH
SOLE
16272
0
0
OKTA INC
COMMON STOCK
679295105
474
3877
SH
SOLE
3877
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
8599
65515
SH
SOLE
65515
0
0
OLD NATIONAL BANCORP
COMMON STOCK
680033107
884
67026
SH
SOLE
67026
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.0
680223104
237
15564
SH
SOLE
15564
0
0
OLD SECOND BANCORP INC
COMMON STOCK USD1.0
680277100
297
42972
SH
SOLE
42972
0
0
OLIN CORP
COMMON STOCK USD1.0
680665205
157
13482
SH
SOLE
13482
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
376
14153
SH
SOLE
14153
0
0
OMNICELL INC
COMMON STOCK USD.001
68213N109
321
4893
SH
SOLE
4893
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
298
5436
SH
SOLE
5436
0
0
OMNOVA SOLUTIONS INC
COMMON STOCK USD.1
682129101
916
90374
SH
SOLE
90374
0
0
ON SEMICONDUCTOR CORP
COMMON STOCK USD.01
682189105
131
10541
SH
SOLE
10541
0
0
ONE GAS INC
COMMON STOCK
68235P108
622
7436
SH
SOLE
7436
0
0
ONEMAIN HOLDINGS INC
COMMON STOCK USD.01
68268W103
1383
72317
SH
SOLE
72317
0
0
OPKO HEALTH INC
COMMON STOCK USD.01
68375N103
229
171130
SH
SOLE
171130
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
7933
164140
SH
SOLE
164140
0
0
ORION ENGINEERED CARBONS SA
COMMON STOCK
L72967109
380
50940
SH
SOLE
50940
0
0
ORTHOFIX MEDICAL INC
COMMON STOCK USD.1
68752M108
404
14414
SH
SOLE
14414
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
1913
29745
SH
SOLE
29745
0
0
OSPREY TECHNOLOGY ACQUISIT A
COMMON STOCK
68839R104
778
80000
SH
SOLE
80000
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
539
13895
SH
SOLE
13895
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
520
8513
SH
SOLE
8513
0
0
PACIFIC BIOSCIENCES OF CALIF
COMMON STOCK USD.0001
69404D108
304
99217
SH
SOLE
99217
0
0
PACIFIC DRILLING SA
COMMON STOCK
L7257P205
25
58497
SH
SOLE
58497
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
347
3993
SH
SOLE
3993
0
0
PACWEST BANCORP
COMMON STOCK
695263103
167
9298
SH
SOLE
9298
0
0
PAPA JOHN S INTL INC
COMMON STOCK USD.01
698813102
91
1699
SH
SOLE
1699
0
0
PARK HOTELS RESORTS INC
REIT USD.01
700517105
139
17520
SH
SOLE
17520
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
612
4714
SH
SOLE
4714
0
0
PATTERSON COS INC
COMMON STOCK USD.01
703395103
421
27506
SH
SOLE
27506
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
605
9616
SH
SOLE
9616
0
0
PAYCOM SOFTWARE INC
COMMON STOCK USD.01
70432V102
347
1718
SH
SOLE
1718
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
6079
63495
SH
SOLE
63495
0
0
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
69318G106
59
8341
SH
SOLE
8341
0
0
PDL BIOPHARMA INC
COMMON STOCK USD.01
69329Y104
231
81762
SH
SOLE
81762
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
388
133706
SH
SOLE
133706
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
133
12248
SH
SOLE
12248
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
114
9008
SH
SOLE
9008
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
149
5004
SH
SOLE
5004
0
0
PENUMBRA INC
COMMON STOCK USD.001
70975L107
137
849
SH
SOLE
849
0
0
PEOPLE S UNITED FINANCIAL
COMMON STOCK USD.01
712704105
149
13439
SH
SOLE
13439
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
8621
71779
SH
SOLE
71779
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
2044
82673
SH
SOLE
82673
0
0
PERSPECTA INC
COMMON STOCK USD.01
715347100
160
8768
SH
SOLE
8768
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
5139
157441
SH
SOLE
157441
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
1369
56656
SH
SOLE
56656
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
8830
121025
SH
SOLE
121025
0
0
PHILLIPS 66
COMMON STOCK
718546104
1467
27344
SH
SOLE
27344
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
675
65832
SH
SOLE
65832
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
766
54916
SH
SOLE
54916
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
912
51633
SH
SOLE
51633
0
0
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
72147K108
59
3259
SH
SOLE
3259
0
0
PINNACLE FINANCIAL PARTNERS
COMMON STOCK USD1.0
72346Q104
1300
34639
SH
SOLE
34639
0
0
PINNACLE WEST CAPITAL
COMMON STOCK
723484101
691
9122
SH
SOLE
9122
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
598
8524
SH
SOLE
8524
0
0
PLURALSIGHT INC A
COMMON STOCK USD.0001
72941B106
611
55620
SH
SOLE
55620
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
1040
10870
SH
SOLE
10870
0
0
PNM RESOURCES INC
COMMON STOCK
69349H107
167
4400
SH
SOLE
4400
0
0
POLARIS INC
COMMON STOCK USD.01
731068102
236
4899
SH
SOLE
4899
0
0
POLYONE CORPORATION
COMMON STOCK USD.01
73179P106
141
7456
SH
SOLE
7456
0
0
POOL CORP
COMMON STOCK USD.001
73278L105
2100
10672
SH
SOLE
10672
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
1074
30681
SH
SOLE
30681
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK
736508847
2047
42707
SH
SOLE
42707
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
154
1853
SH
SOLE
1853
0
0
POTLATCHDELTIC CORP
REIT USD1.0
737630103
177
5649
SH
SOLE
5649
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
2110
25235
SH
SOLE
25235
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
1421
57567
SH
SOLE
57567
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
385
4634
SH
SOLE
4634
0
0
PRECIGEN INC
COMMON STOCK
74017N105
234
68851
SH
SOLE
68851
0
0
PRESTIGE CONSUMER HEALTHCARE
COMMON STOCK USD.01
74112D101
1581
43104
SH
SOLE
43104
0
0
PRIMERICA INC
COMMON STOCK
74164M108
4096
46288
SH
SOLE
46288
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
144
4590
SH
SOLE
4590
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
23598
214524
SH
SOLE
214524
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
922
28823
SH
SOLE
28823
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
6131
83032
SH
SOLE
83032
0
0
PROLOGIS INC
REIT USD.01
74340W103
23118
287640
SH
SOLE
287640
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
400
3895
SH
SOLE
3895
0
0
PROPTECH ACQUISITION CORP A
COMMON STOCK
74349F101
99
10000
SH
SOLE
10000
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.0
743606105
261
5407
SH
SOLE
5407
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
2618
50202
SH
SOLE
50202
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
2181
16092
SH
SOLE
16092
0
0
PTC INC
COMMON STOCK USD.01
69370C100
568
9278
SH
SOLE
9278
0
0
PTC THERAPEUTICS INC
COMMON STOCK USD.001
69366J200
1204
26995
SH
SOLE
26995
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
834
18565
SH
SOLE
18565
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6720
33836
SH
SOLE
33836
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
1801
80699
SH
SOLE
80699
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
157
4179
SH
SOLE
4179
0
0
QAD INC A
COMMON STOCK
74727D306
448
11218
SH
SOLE
11218
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
304
3771
SH
SOLE
3771
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
1204
20752
SH
SOLE
20752
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
3383
50006
SH
SOLE
50006
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
759
8720
SH
SOLE
8720
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
181
5719
SH
SOLE
5719
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
270
3362
SH
SOLE
3362
0
0
QUOTIENT TECHNOLOGY INC
COMMON STOCK USD.00001
749119103
878
135104
SH
SOLE
135104
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
1399
108009
SH
SOLE
108009
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
178
13694
SH
SOLE
13694
0
0
RADWARE LTD
COMMON STOCK ILS.05
M81873107
126
6000
SH
SOLE
6000
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
535
8003
SH
SOLE
8003
0
0
RAPID7 INC
COMMON STOCK USD.01
753422104
318
7344
SH
SOLE
7344
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
124
1965
SH
SOLE
1965
0
0
RAYONIER INC
REIT
754907103
182
7723
SH
SOLE
7723
0
0
RAYTHEON COMPANY
COMMON STOCK USD.01
755111507
2450
18683
SH
SOLE
18683
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
248
82355
SH
SOLE
82355
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
2519
50522
SH
SOLE
50522
0
0
REATA PHARMACEUTICALS INC A
COMMON STOCK USD.001
75615P103
290
2012
SH
SOLE
2012
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
197
3136
SH
SOLE
3136
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
1964
51104
SH
SOLE
51104
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
1897
3885
SH
SOLE
3885
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
358
39959
SH
SOLE
39959
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
313
3721
SH
SOLE
3721
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
2716
31008
SH
SOLE
31008
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.0
G7496G103
792
5303
SH
SOLE
5303
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
416
29396
SH
SOLE
29396
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
403
4179
SH
SOLE
4179
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
9087
121065
SH
SOLE
121065
0
0
RESMED INC
COMMON STOCK USD.004
761152107
1947
13217
SH
SOLE
13217
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
204
39426
SH
SOLE
39426
0
0
RETROPHIN INC
COMMON STOCK USD.0001
761299106
310
21257
SH
SOLE
21257
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
2402
58576
SH
SOLE
58576
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
961
42387
SH
SOLE
42387
0
0
RH
COMMON STOCK USD.0001
74967X103
109
1081
SH
SOLE
1081
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754872
1132
75476
SH
SOLE
75476
0
0
RLI CORP
COMMON STOCK USD1.0
749607107
336
3823
SH
SOLE
3823
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
242
6421
SH
SOLE
6421
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
2989
19808
SH
SOLE
19808
0
0
ROLLINS INC
COMMON STOCK USD1.0
775711104
165
4576
SH
SOLE
4576
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
7534
24163
SH
SOLE
24163
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
4723
54302
SH
SOLE
54302
0
0
ROYAL CARIBBEAN CRUISES LTD
COMMON STOCK USD.01
V7780T103
225
7006
SH
SOLE
7006
0
0
ROYAL GOLD INC
COMMON STOCK USD.01
780287108
414
4716
SH
SOLE
4716
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
928
15603
SH
SOLE
15603
0
0
RUSH ENTERPRISES INC CL A
COMMON STOCK USD.01
781846209
279
8727
SH
SOLE
8727
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
328
49116
SH
SOLE
49116
0
0
RYDER SYSTEM INC
COMMON STOCK USD.5
783549108
87
3293
SH
SOLE
3293
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
256
48053
SH
SOLE
48053
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
204
5677
SH
SOLE
5677
0
0
SP GLOBAL INC
COMMON STOCK USD1.0
78409V104
10599
43253
SH
SOLE
43253
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
137
12589
SH
SOLE
12589
0
0
SABRE CORP
COMMON STOCK USD.01
78573M104
86
14425
SH
SOLE
14425
0
0
SAEXPLORATION HOLDINGS INC
COMMON STOCK USD.0001
78636X873
652
632637
SH
SOLE
632637
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
9670
67161
SH
SOLE
67161
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
440
54494
SH
SOLE
54494
0
0
SANDERSON FARMS INC
COMMON STOCK USD1.0
800013104
568
4609
SH
SOLE
4609
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
72
79603
SH
SOLE
79603
0
0
SANGAMO THERAPEUTICS INC
COMMON STOCK USD.01
800677106
296
46459
SH
SOLE
46459
0
0
SANTANDER CONSUMER USA HOLDI
COMMON STOCK USD.01
80283M101
144
10362
SH
SOLE
10362
0
0
SAVARA INC
COMMON STOCK USD.001
805111101
238
112342
SH
SOLE
112342
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
2539
9405
SH
SOLE
9405
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
1150
85283
SH
SOLE
85283
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
1510
44919
SH
SOLE
44919
0
0
SCIENCE APPLICATIONS INTE
COMMON STOCK USD.0001
808625107
1181
15830
SH
SOLE
15830
0
0
SCIENTIFIC GAMES CORP
COMMON STOCK USD.001
80874P109
100
10334
SH
SOLE
10334
0
0
SCOTTS MIRACLE GRO CO
COMMON STOCK USD.01
810186106
283
2760
SH
SOLE
2760
0
0
SCVX CORP CLASS A
CVX CORP CLASS A CW25
G79448117
11
25000
SH
SOLE
25000
0
0
SCVX CORP CLASS A
COMMON STOCK
G79448208
488
50000
SH
SOLE
50000
0
0
SEA LTD ADR
ADR
81141R100
912
20580
SH
SOLE
20580
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
275
5629
SH
SOLE
5629
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
219
8863
SH
SOLE
8863
0
0
SEASPINE HOLDINGS CORP
COMMON STOCK USD.01
81255T108
308
37719
SH
SOLE
37719
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
188
1627
SH
SOLE
1627
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
1768
38159
SH
SOLE
38159
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
555
37011
SH
SOLE
37011
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.0
816300107
1941
39061
SH
SOLE
39061
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
104
919
SH
SOLE
919
0
0
SEMTECH CORP
COMMON STOCK USD.01
816850101
748
19950
SH
SOLE
19950
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
323
7413
SH
SOLE
7413
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
817565104
482
12322
SH
SOLE
12322
0
0
SERVICE PROPERTIES TRUST
REIT USD.01
81761L102
26
4779
SH
SOLE
4779
0
0
SERVICEMASTER GLOBAL HOLDING
COMMON STOCK USD.01
81761R109
1714
63473
SH
SOLE
63473
0
0
SERVICENOW INC
COMMON STOCK USD.001
81762P102
2021
7052
SH
SOLE
7052
0
0
SERVISFIRST BANCSHARES INC
COMMON STOCK USD.001
81768T108
519
17707
SH
SOLE
17707
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
10311
22438
SH
SOLE
22438
0
0
SHUTTERSTOCK INC
COMMON STOCK USD.01
825690100
210
6519
SH
SOLE
6519
0
0
SIGNATURE BANK
COMMON STOCK USD.01
82669G104
312
3875
SH
SOLE
3875
0
0
SILGAN HOLDINGS INC
COMMON STOCK USD.01
827048109
63
2166
SH
SOLE
2166
0
0
SILICON LABORATORIES INC
COMMON STOCK USD.0001
826919102
350
4094
SH
SOLE
4094
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
2484
45270
SH
SOLE
45270
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
401
6473
SH
SOLE
6473
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
76
6087
SH
SOLE
6087
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
166
6996
SH
SOLE
6996
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
399
4460
SH
SOLE
4460
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
486
11281
SH
SOLE
11281
0
0
SLM CORP
COMMON STOCK USD.2
78442P106
211
29358
SH
SOLE
29358
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
22066
583597
SH
SOLE
583597
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
1215
11164
SH
SOLE
11164
0
0
SOLAREDGE TECHNOLOGIES INC
COMMON STOCK USD.0001
83417M104
430
5249
SH
SOLE
5249
0
0
SONOCO PRODUCTS CO
COMMON STOCK
835495102
221
4760
SH
SOLE
4760
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
1610
29733
SH
SOLE
29733
0
0
SOUTHERN COPPER CORP
COMMON STOCK USD.01
84265V105
207
7356
SH
SOLE
7356
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
765
21469
SH
SOLE
21469
0
0
SOUTHWEST GAS HOLDINGS INC
COMMON STOCK USD1.0
844895102
833
11971
SH
SOLE
11971
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK USD.01
845467109
266
157512
SH
SOLE
157512
0
0
SPARTANNASH CO
COMMON STOCK
847215100
333
23249
SH
SOLE
23249
0
0
SPDR SP 500 ETF TRUST
SPDR TRUST SERIES 1
78462F103
803610
3117788
SH
SOLE
3117788
0
0
SPERO THERAPEUTICS INC
COMMON STOCK USD.001
84833T103
302
37421
SH
SOLE
37421
0
0
SPIRE INC
COMMON STOCK USD1.0
84857L101
104
1390
SH
SOLE
1390
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.05
84860W300
182
6961
SH
SOLE
6961
0
0
SPROUTS FARMERS MARKET INC
COMMON STOCK USD.001
85208M102
502
26980
SH
SOLE
26980
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
1944
41808
SH
SOLE
41808
0
0
SPX CORP
COMMON STOCK USD.01
784635104
493
15089
SH
SOLE
15089
0
0
SSC TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
4277
97615
SH
SOLE
97615
0
0
STABLE ROAD ACQUISITION CL A
COMMON STOCK
85236Q109
2194
225000
SH
SOLE
225000
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
308
2367
SH
SOLE
2367
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
637
6369
SH
SOLE
6369
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
2299
34972
SH
SOLE
34972
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
738
13863
SH
SOLE
13863
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
2491
110525
SH
SOLE
110525
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
524
10792
SH
SOLE
10792
0
0
STERIS PLC
COMMON STOCK USD75.0
G8473T100
2798
19989
SH
SOLE
19989
0
0
STERLING BANCORP/DE
COMMON STOCK USD.01
85917A100
1014
97002
SH
SOLE
97002
0
0
STEVEN MADDEN LTD
COMMON STOCK USD.0001
556269108
918
39532
SH
SOLE
39532
0
0
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
860372101
1030
38602
SH
SOLE
38602
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
1008
24420
SH
SOLE
24420
0
0
STITCH FIX INC CLASS A
COMMON STOCK USD.00002
860897107
166
13076
SH
SOLE
13076
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
1321
72896
SH
SOLE
72896
0
0
STRATASYS LTD
COMMON STOCK ILS.01
M85548101
315
19772
SH
SOLE
19772
0
0
STRATEGIC EDUCATION INC
COMMON STOCK USD.01
86272C103
644
4609
SH
SOLE
4609
0
0
STRYKER CORP
COMMON STOCK USD.1
863667101
2214
13296
SH
SOLE
13296
0
0
STURM RUGER CO INC
COMMON STOCK USD1.0
864159108
371
7290
SH
SOLE
7290
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
2363
18925
SH
SOLE
18925
0
0
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
867892101
1620
186037
SH
SOLE
186037
0
0
SVB FINANCIAL GROUP
COMMON STOCK USD.001
78486Q101
321
2124
SH
SOLE
2124
0
0
SWITCH INC A
COMMON STOCK USD.001
87105L104
1379
95594
SH
SOLE
95594
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
654
11300
SH
SOLE
11300
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
462
28724
SH
SOLE
28724
0
0
SYNEOS HEALTH INC
COMMON STOCK USD.01
87166B102
562
14267
SH
SOLE
14267
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
968
13246
SH
SOLE
13246
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
783
6079
SH
SOLE
6079
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
218
12427
SH
SOLE
12427
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
632
13850
SH
SOLE
13850
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
1437
17128
SH
SOLE
17128
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
1521
15573
SH
SOLE
15573
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
3092
64691
SH
SOLE
64691
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
500
4216
SH
SOLE
4216
0
0
TAL EDUCATION GROUP ADR
ADR
874080104
458
8593
SH
SOLE
8593
0
0
TALLGRASS ENERGY LP CLASS A
COMMON STOCK
874696107
11004
668500
SH
SOLE
668500
0
0
TANDEM DIABETES CARE INC
COMMON STOCK
875372203
1341
20833
SH
SOLE
20833
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
120
9293
SH
SOLE
9293
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
2722
29276
SH
SOLE
29276
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
10997
262582
SH
SOLE
262582
0
0
TAYLOR MORRISON HOME CORP
COMMON STOCK USD.00001
87724P106
44
4016
SH
SOLE
4016
0
0
TCF FINANCIAL CORP
COMMON STOCK USD1.0
872307103
264
11671
SH
SOLE
11671
0
0
TD AMERITRADE HOLDING CORP
COMMON STOCK USD.01
87236Y108
3854
111200
SH
SOLE
111200
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
2160
34292
SH
SOLE
34292
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
7273
55585
SH
SOLE
55585
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
148
13639
SH
SOLE
13639
0
0
TELADOC HEALTH INC
COMMON STOCK USD.001
87918A105
2011
12973
SH
SOLE
12973
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
4866
16369
SH
SOLE
16369
0
0
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
879433829
111
6636
SH
SOLE
6636
0
0
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
88023U101
153
3492
SH
SOLE
3492
0
0
TENABLE HOLDINGS INC
COMMON STOCK USD.01
88025T102
384
17586
SH
SOLE
17586
0
0
TENET HEALTHCARE CORP
COMMON STOCK USD.05
88033G407
345
23975
SH
SOLE
23975
0
0
TERADATA CORP
COMMON STOCK USD.01
88076W103
161
7878
SH
SOLE
7878
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
1981
36578
SH
SOLE
36578
0
0
TEREX CORP
COMMON STOCK USD.01
880779103
84
5884
SH
SOLE
5884
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
3166
266019
SH
SOLE
266019
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
2471
47755
SH
SOLE
47755
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
1565
22164
SH
SOLE
22164
0
0
TEXAS CAPITAL BANCSHARES INC
COMMON STOCK USD.01
88224Q107
70
3145
SH
SOLE
3145
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
12281
122895
SH
SOLE
122895
0
0
TEXAS ROADHOUSE INC
COMMON STOCK USD.001
882681109
603
14601
SH
SOLE
14601
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
259
9722
SH
SOLE
9722
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
8043
28359
SH
SOLE
28359
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
178
4223
SH
SOLE
4223
0
0
TIFFANY CO
COMMON STOCK USD.01
886547108
18581
143482
SH
SOLE
143482
0
0
TIMKEN CO
COMMON STOCK
887389104
156
4827
SH
SOLE
4827
0
0
TIVO CORP
COMMON STOCK USD.001
88870P106
610
86187
SH
SOLE
86187
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
14329
299701
SH
SOLE
299701
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
243
12606
SH
SOLE
12606
0
0
TOOTSIE ROLL INDS
COMMON STOCK USD.694
890516107
47
1313
SH
SOLE
1313
0
0
TOPBUILD CORP
COMMON STOCK
89055F103
975
13611
SH
SOLE
13611
0
0
TORO CO
COMMON STOCK USD1.0
891092108
438
6728
SH
SOLE
6728
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
369
23199
SH
SOLE
23199
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
501
5921
SH
SOLE
5921
0
0
TRADEWEB MARKETS INC CLASS A
COMMON STOCK USD.01
892672106
755
17949
SH
SOLE
17949
0
0
TRANE TECHNOLOGIES PLC
COMMON STOCK USD1.0
G8994E103
12439
150615
SH
SOLE
150615
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
405
1266
SH
SOLE
1266
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
699
7036
SH
SOLE
7036
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
187
4236
SH
SOLE
4236
0
0
TREX COMPANY INC
COMMON STOCK USD.01
89531P105
392
4889
SH
SOLE
4889
0
0
TRI POINTE GROUP INC
COMMON STOCK USD.01
87265H109
77
8757
SH
SOLE
8757
0
0
TRIMAS CORP
COMMON STOCK USD.01
896215209
209
9034
SH
SOLE
9034
0
0
TRIMBLE INC
COMMON STOCK
896239100
707
22209
SH
SOLE
22209
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
45
2780
SH
SOLE
2780
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
209
11567
SH
SOLE
11567
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
146
8418
SH
SOLE
8418
0
0
TRUIST FINANCIAL CORP
COMMON STOCK USD5.0
89832Q109
1065
34547
SH
SOLE
34547
0
0
TRUPANION INC
COMMON STOCK USD.00001
898202106
296
11371
SH
SOLE
11371
0
0
TRUSTMARK CORP
COMMON STOCK
898402102
57
2467
SH
SOLE
2467
0
0
TTEC HOLDINGS INC
COMMON STOCK USD.01
89854H102
452
12317
SH
SOLE
12317
0
0
TUSCAN HOLDINGS CORP
COMMON STOCK USD.0001
90069K104
1994
200000
SH
SOLE
200000
0
0
TYLER TECHNOLOGIES INC
COMMON STOCK USD.01
902252105
1720
5801
SH
SOLE
5801
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
912
15762
SH
SOLE
15762
0
0
UDR INC
REIT USD.01
902653104
1949
53331
SH
SOLE
53331
0
0
UGI CORP
COMMON STOCK
902681105
671
25143
SH
SOLE
25143
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
371
26909
SH
SOLE
26909
0
0
UMB FINANCIAL CORP
COMMON STOCK USD1.0
902788108
326
7019
SH
SOLE
7019
0
0
UMH PROPERTIES INC
REIT USD.1
903002103
699
64407
SH
SOLE
64407
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
170
15599
SH
SOLE
15599
0
0
UNION ACQUISITION CORP II
COMMON STOCK
G9402Q100
489
50000
SH
SOLE
50000
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
18222
129199
SH
SOLE
129199
0
0
UNITED AIRLINES HOLDINGS INC
COMMON STOCK USD.01
910047109
130
4108
SH
SOLE
4108
0
0
UNITED BANKSHARES INC
COMMON STOCK USD2.5
909907107
151
6538
SH
SOLE
6538
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.0
90984P303
481
26283
SH
SOLE
26283
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
539
5235
SH
SOLE
5235
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
552
5819
SH
SOLE
5819
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
22290
89381
SH
SOLE
89381
0
0
UNITIL CORP
COMMON STOCK
913259107
592
11320
SH
SOLE
11320
0
0
UNIVERSAL CORP/VA
COMMON STOCK
913456109
372
8424
SH
SOLE
8424
0
0
UNIVERSAL DISPLAY CORP
COMMON STOCK USD.01
91347P105
460
3487
SH
SOLE
3487
0
0
UNIVERSAL HEALTH RLTY INCOME
REIT USD.01
91359E105
252
2495
SH
SOLE
2495
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
3059
30869
SH
SOLE
30869
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
308
20523
SH
SOLE
20523
0
0
URBAN EDGE PROPERTIES
REIT USD.01
91704F104
70
7994
SH
SOLE
7994
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
47
3321
SH
SOLE
3321
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
301
21367
SH
SOLE
21367
0
0
US BANCORP
COMMON STOCK USD.01
902973304
1336
38795
SH
SOLE
38795
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
5668
312468
SH
SOLE
312468
0
0
US FOODS HOLDING CORP
COMMON STOCK USD.01
912008109
736
41573
SH
SOLE
41573
0
0
USANA HEALTH SCIENCES INC
COMMON STOCK USD.001
90328M107
240
4150
SH
SOLE
4150
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
2430
53580
SH
SOLE
53580
0
0
VALLEY NATIONAL BANCORP
COMMON STOCK
919794107
158
21676
SH
SOLE
21676
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.0
920253101
209
1976
SH
SOLE
1976
0
0
VALVOLINE INC
COMMON STOCK USD.01
92047W101
137
10471
SH
SOLE
10471
0
0
VANGUARD REAL ESTATE ETF
VANGUARD REAL ESTATE ETF
922908553
143
2041
SH
SOLE
2041
0
0
VANGUARD SP 500 ETF
VANGUARD S+P 500 ETF
922908363
38154
161111
SH
SOLE
161111
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
1126
10973
SH
SOLE
10973
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
393
6176
SH
SOLE
6176
0
0
VEEVA SYSTEMS INC CLASS A
COMMON STOCK USD.00001
922475108
270
1725
SH
SOLE
1725
0
0
VENTAS INC
REIT USD.25
92276F100
1830
68288
SH
SOLE
68288
0
0
VERACYTE INC
COMMON STOCK USD.001
92337F107
491
20182
SH
SOLE
20182
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
674
15668
SH
SOLE
15668
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
7885
43782
SH
SOLE
43782
0
0
VERISK ANALYTICS INC
COMMON STOCK USD.001
92345Y106
8671
62209
SH
SOLE
62209
0
0
VERITEX HOLDINGS INC
COMMON STOCK USD.01
923451108
789
56471
SH
SOLE
56471
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
12758
237438
SH
SOLE
237438
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
12045
50618
SH
SOLE
50618
0
0
VF CORP
COMMON STOCK
918204108
905
16732
SH
SOLE
16732
0
0
VIASAT INC
COMMON STOCK USD.0001
92552V100
120
3327
SH
SOLE
3327
0
0
VICI PROPERTIES INC
REIT USD.01
925652109
918
55187
SH
SOLE
55187
0
0
VIRTU FINANCIAL INC CLASS A
COMMON STOCK USD.00001
928254101
277
13284
SH
SOLE
13284
0
0
VIRTUSA CORP
COMMON STOCK USD.01
92827P102
244
8593
SH
SOLE
8593
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
45998
285487
SH
SOLE
285487
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
1319
91546
SH
SOLE
91546
0
0
VISTRA ENERGY CORP
COMMON STOCK USD.01
92840M102
3600
225543
SH
SOLE
225543
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
140
3856
SH
SOLE
3856
0
0
VULCAN MATERIALS CO
COMMON STOCK USD1.0
929160109
844
7807
SH
SOLE
7807
0
0
WABCO HOLDINGS INC
COMMON STOCK USD.01
92927K102
10588
78400
SH
SOLE
78400
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
1382
30207
SH
SOLE
30207
0
0
WALMART INC
COMMON STOCK USD.1
931142103
10766
94752
SH
SOLE
94752
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
19558
202465
SH
SOLE
202465
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.0
938824109
380
14640
SH
SOLE
14640
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
1145
12372
SH
SOLE
12372
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
7260
39880
SH
SOLE
39880
0
0
WATSCO INC
COMMON STOCK USD.5
942622200
135
855
SH
SOLE
855
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
2796
33031
SH
SOLE
33031
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
67
2934
SH
SOLE
2934
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2066
23439
SH
SOLE
23439
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
863
59785
SH
SOLE
59785
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
2974
103619
SH
SOLE
103619
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
3319
72495
SH
SOLE
72495
0
0
WENDY S CO/THE
COMMON STOCK USD.1
95058W100
179
11998
SH
SOLE
11998
0
0
WERNER ENTERPRISES INC
COMMON STOCK USD.01
950755108
107
2942
SH
SOLE
2942
0
0
WEST PHARMACEUTICAL SERVICES
COMMON STOCK USD.25
955306105
1381
9071
SH
SOLE
9071
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
1778
58077
SH
SOLE
58077
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
357
8584
SH
SOLE
8584
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
153
8436
SH
SOLE
8436
0
0
WESTLAKE CHEMICAL CORP
COMMON STOCK USD.01
960413102
83
2171
SH
SOLE
2171
0
0
WESTROCK CO
COMMON STOCK
96145D105
217
7681
SH
SOLE
7681
0
0
WEX INC
COMMON STOCK USD.01
96208T104
153
1467
SH
SOLE
1467
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
298
17567
SH
SOLE
17567
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
119
1390
SH
SOLE
1390
0
0
WILEY (JOHN) SONS CLASS A
COMMON STOCK USD1.0
968223206
153
4081
SH
SOLE
4081
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
1333
94212
SH
SOLE
94212
0
0
WILLIAMS SONOMA INC
COMMON STOCK USD.01
969904101
283
6654
SH
SOLE
6654
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
1807
10640
SH
SOLE
10640
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK
97650W108
145
4425
SH
SOLE
4425
0
0
WOLVERINE WORLD WIDE INC
COMMON STOCK USD1.0
978097103
621
40839
SH
SOLE
40839
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
256
4308
SH
SOLE
4308
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
803
31872
SH
SOLE
31872
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
999
38061
SH
SOLE
38061
0
0
WP CAREY INC
REIT USD.001
92936U109
1988
34237
SH
SOLE
34237
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
4035
77342
SH
SOLE
77342
0
0
WRIGHT MEDICAL GROUP NV
COMMON STOCK USD.03
N96617118
8907
310900
SH
SOLE
310900
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
1208
4860
SH
SOLE
4860
0
0
WW INTERNATIONAL INC
COMMON STOCK
98262P101
453
26791
SH
SOLE
26791
0
0
WYNDHAM DESTINATIONS INC
COMMON STOCK USD.01
98310W108
100
4598
SH
SOLE
4598
0
0
WYNDHAM HOTELS RESORTS INC
COMMON STOCK USD.01
98311A105
279
8854
SH
SOLE
8854
0
0
XENIA HOTELS RESORTS INC
REIT USD.01
984017103
258
25015
SH
SOLE
25015
0
0
XEROX HOLDINGS CORP
COMMON STOCK USD1.0
98421M106
135
7135
SH
SOLE
7135
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
691
14179
SH
SOLE
14179
0
0
YELP INC
COMMON STOCK USD.000001
985817105
675
37431
SH
SOLE
37431
0
0
YETI HOLDINGS INC
COMMON STOCK USD.01
98585X104
234
11992
SH
SOLE
11992
0
0
YUM BRANDS INC
COMMON STOCK
988498101
510
7435
SH
SOLE
7435
0
0
ZAI LAB LTD ADR
ADR USD.00006
98887Q104
403
7832
SH
SOLE
7832
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
1125
6126
SH
SOLE
6126
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
3312
32766
SH
SOLE
32766
0
0
ZIONS BANCORP NA
COMMON STOCK USD.001
989701107
99
3684
SH
SOLE
3684
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
3857
32771
SH
SOLE
32771
0
0
ZSCALER INC
COMMON STOCK USD.001
98980G102
539
8860
SH
SOLE
8860
0
0
ZUMIEZ INC
COMMON STOCK
989817101
203
11747
SH
SOLE
11747
0
0