0001567619-20-013675.txt : 20200724
0001567619-20-013675.hdr.sgml : 20200724
20200724090553
ACCESSION NUMBER: 0001567619-20-013675
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200724
DATE AS OF CHANGE: 20200724
EFFECTIVENESS DATE: 20200724
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: 201045278
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
06-30-2020
06-30-2020
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
07-23-2020
0
1348
4560911
false
INFORMATION TABLE
2
form13fInfoTable.xml
1ST SOURCE CORP
COMMON STOCK
336901103
647
18197
SH
SOLE
18197
0
0
3M CO
COMMON STOCK USD.01
88579Y101
2234
14322
SH
SOLE
14322
0
0
58.COM INC ADR
ADR
31680Q104
1586
29400
SH
SOLE
29400
0
0
A10 NETWORKS INC
COMMON STOCK USD.00001
002121101
510
74866
SH
SOLE
74866
0
0
AARON S INC
COMMON STOCK USD.5
002535300
2265
49890
SH
SOLE
49890
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
17493
191329
SH
SOLE
191329
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
7121
72530
SH
SOLE
72530
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
522
2160
SH
SOLE
2160
0
0
ACADIA HEALTHCARE CO INC
COMMON STOCK USD.01
00404A109
184
7322
SH
SOLE
7322
0
0
ACADIA PHARMACEUTICALS INC
COMMON STOCK USD.0001
004225108
148
3062
SH
SOLE
3062
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
9028
42045
SH
SOLE
42045
0
0
ACCURAY INC
COMMON STOCK USD.001
004397105
198
97776
SH
SOLE
97776
0
0
ACI WORLDWIDE INC
COMMON STOCK USD.005
004498101
649
24040
SH
SOLE
24040
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
3206
42238
SH
SOLE
42238
0
0
ACUITY BRANDS INC
COMMON STOCK USD.01
00508Y102
451
4710
SH
SOLE
4710
0
0
ACUSHNET HOLDINGS CORP
COMMON STOCK USD.001
005098108
511
14699
SH
SOLE
14699
0
0
ADIENT PLC
COMMON STOCK USD.001
G0084W101
139
8477
SH
SOLE
8477
0
0
ADMA BIOLOGICS INC
COMMON STOCK USD.0001
000899104
218
74534
SH
SOLE
74534
0
0
ADOBE INC
COMMON STOCK USD.0001
00724F101
17242
39608
SH
SOLE
39608
0
0
ADTALEM GLOBAL EDUCATION INC
COMMON STOCK USD.01
00737L103
115
3677
SH
SOLE
3677
0
0
ADTRAN INC
COMMON STOCK USD.01
00738A106
223
20447
SH
SOLE
20447
0
0
ADURO BIOTECH INC
COMMON STOCK USD.0001
00739L101
112
48560
SH
SOLE
48560
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
858
6025
SH
SOLE
6025
0
0
ADVANCED DISPOSAL SERVICES I
COMMON STOCK USD.01
00790X101
8345
276600
SH
SOLE
276600
0
0
ADVANCED MICRO DEVICES
COMMON STOCK USD.01
007903107
1675
31831
SH
SOLE
31831
0
0
ADVERUM BIOTECHNOLOGIES INC
COMMON STOCK USD.0001
00773U108
286
13685
SH
SOLE
13685
0
0
AECOM
COMMON STOCK USD.01
00766T100
334
8895
SH
SOLE
8895
0
0
AES CORP
COMMON STOCK USD.01
00130H105
862
59464
SH
SOLE
59464
0
0
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
008252108
149
2002
SH
SOLE
2002
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
2012
55831
SH
SOLE
55831
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
254
4587
SH
SOLE
4587
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
9993
113078
SH
SOLE
113078
0
0
AGILYSYS INC
COMMON STOCK USD.3
00847J105
421
23454
SH
SOLE
23454
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
320
4872
SH
SOLE
4872
0
0
AIR LEASE CORP
COMMON STOCK USD.01
00912X302
782
26715
SH
SOLE
26715
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
7990
33092
SH
SOLE
33092
0
0
AKEBIA THERAPEUTICS INC
COMMON STOCK USD.0001
00972D105
465
34238
SH
SOLE
34238
0
0
ALARM.COM HOLDINGS INC
COMMON STOCK
011642105
521
8045
SH
SOLE
8045
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
115
3159
SH
SOLE
3159
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
356
4615
SH
SOLE
4615
0
0
ALBIREO PHARMA INC
COMMON STOCK USD.01
01345P106
238
8966
SH
SOLE
8966
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
3643
22455
SH
SOLE
22455
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
2033
18117
SH
SOLE
18117
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
52585
243789
SH
SOLE
243789
0
0
ALIGN TECHNOLOGY INC
COMMON STOCK USD.0001
016255101
1024
3731
SH
SOLE
3731
0
0
ALLAKOS INC
COMMON STOCK USD.001
01671P100
265
3682
SH
SOLE
3682
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
607
1240
SH
SOLE
1240
0
0
ALLEGHENY TECHNOLOGIES INC
COMMON STOCK USD.1
01741R102
74
7311
SH
SOLE
7311
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
2495
24404
SH
SOLE
24404
0
0
ALLETE INC
COMMON STOCK
018522300
72
1311
SH
SOLE
1311
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
1395
29160
SH
SOLE
29160
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
5401
146858
SH
SOLE
146858
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
4504
46435
SH
SOLE
46435
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
15739
11099
SH
SOLE
11099
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
78402
55462
SH
SOLE
55462
0
0
ALTICE USA INC A
COMMON STOCK USD.01
02156K103
487
21600
SH
SOLE
21600
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
3150
80258
SH
SOLE
80258
0
0
ALUSSA ENERGY ACQUISITION A
COMMON STOCK
G0232J101
3201
325000
SH
SOLE
325000
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
532
69575
SH
SOLE
69575
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
131403
47630
SH
SOLE
47630
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
71
3038
SH
SOLE
3038
0
0
AMCOR PLC
COMMON STOCK USD.01
G0250X107
435
42622
SH
SOLE
42622
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
21
352
SH
SOLE
352
0
0
AMEDISYS INC
COMMON STOCK USD.001
023436108
1297
6531
SH
SOLE
6531
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
1303
18513
SH
SOLE
18513
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
1992
152398
SH
SOLE
152398
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
571
20502
SH
SOLE
20502
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
643
18391
SH
SOLE
18391
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
461
42263
SH
SOLE
42263
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
985
12374
SH
SOLE
12374
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
11617
122031
SH
SOLE
122031
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK
025932104
448
7054
SH
SOLE
7054
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
2171
80704
SH
SOLE
80704
0
0
AMERICAN INTERNATIONAL GROUP
COMMON STOCK USD2.5
026874784
889
28500
SH
SOLE
28500
0
0
AMERICAN PUBLIC EDUCATION
COMMON STOCK USD.01
02913V103
560
18927
SH
SOLE
18927
0
0
AMERICAN SOFTWARE INC CL A
COMMON STOCK USD.1
029683109
537
34092
SH
SOLE
34092
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
647
8234
SH
SOLE
8234
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
18265
70645
SH
SOLE
70645
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
606
4713
SH
SOLE
4713
0
0
AMERICOLD REALTY TRUST
REIT USD.01
03064D108
2061
56768
SH
SOLE
56768
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
1161
7737
SH
SOLE
7737
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
523
5191
SH
SOLE
5191
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
25149
281402
SH
SOLE
281402
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
5871
24891
SH
SOLE
24891
0
0
AMICUS THERAPEUTICS INC
COMMON STOCK USD.01
03152W109
485
32138
SH
SOLE
32138
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
1147
93181
SH
SOLE
93181
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
1930
42665
SH
SOLE
42665
0
0
AMPHASTAR PHARMACEUTICALS IN
COMMON STOCK USD.0001
03209R103
270
12040
SH
SOLE
12040
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
12185
127181
SH
SOLE
127181
0
0
AMPLITUDE HEALTHCARE ACQ A
COMMON STOCK
03212A105
3038
300000
SH
SOLE
300000
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
20661
168467
SH
SOLE
168467
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
442
15000
SH
SOLE
15000
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
3505
12016
SH
SOLE
12016
0
0
ANTARES PHARMA INC
COMMON STOCK USD.01
036642106
412
149715
SH
SOLE
149715
0
0
ANTERO MIDSTREAM CORP
COMMON STOCK
03676B102
75
14753
SH
SOLE
14753
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
22109
84072
SH
SOLE
84072
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
645
47762
SH
SOLE
47762
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
543
56202
SH
SOLE
56202
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
149428
409615
SH
SOLE
409615
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
1488
23842
SH
SOLE
23842
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
9731
160977
SH
SOLE
160977
0
0
APTARGROUP INC
COMMON STOCK USD.01
038336103
390
3486
SH
SOLE
3486
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
1022
13116
SH
SOLE
13116
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
1119
28046
SH
SOLE
28046
0
0
ARCHROCK INC
COMMON STOCK USD.01
03957W106
380
58616
SH
SOLE
58616
0
0
ARCOSA INC
COMMON STOCK USD.01
039653100
704
16689
SH
SOLE
16689
0
0
ARCUS BIOSCIENCES INC
COMMON STOCK USD.0001
03969F109
190
7688
SH
SOLE
7688
0
0
ARENA PHARMACEUTICALS INC
COMMON STOCK USD.0001
040047607
123
1953
SH
SOLE
1953
0
0
ARISTA NETWORKS INC
COMMON STOCK USD.0001
040413106
515
2450
SH
SOLE
2450
0
0
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
04208T108
1052
105775
SH
SOLE
105775
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
2786
40562
SH
SOLE
40562
0
0
ARROWHEAD PHARMACEUTICALS IN
COMMON STOCK USD.001
04280A100
983
22754
SH
SOLE
22754
0
0
ARTHUR J GALLAGHER CO
COMMON STOCK USD1.0
363576109
660
6773
SH
SOLE
6773
0
0
ARTISAN PARTNERS ASSET MA A
COMMON STOCK USD.01
04316A108
400
12323
SH
SOLE
12323
0
0
ARYA SCIENCES ACQUISITION CO
UNIT USD.0001
G31655114
464
40000
SH
SOLE
40000
0
0
ASGN INC
COMMON STOCK USD.01
00191U102
912
13676
SH
SOLE
13676
0
0
ASHLAND GLOBAL HOLDINGS INC
COMMON STOCK
044186104
138
2002
SH
SOLE
2002
0
0
ASML HOLDING NV NY REG SHS
NY REG SHRS EUR.09
N07059210
513
1394
SH
SOLE
1394
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
2689
25956
SH
SOLE
25956
0
0
ASSOCIATED BANC CORP
COMMON STOCK USD.01
045487105
123
8968
SH
SOLE
8968
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
653
6323
SH
SOLE
6323
0
0
AT T INC
COMMON STOCK USD1.0
00206R102
9150
302667
SH
SOLE
302667
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
984
35989
SH
SOLE
35989
0
0
ATLASSIAN CORP PLC CLASS A
COMMON STOCK USD.1
G06242104
509
2823
SH
SOLE
2823
0
0
ATMOS ENERGY CORP
COMMON STOCK
049560105
313
3142
SH
SOLE
3142
0
0
ATRICURE INC
COMMON STOCK USD.001
04963C209
1487
33076
SH
SOLE
33076
0
0
AUTODESK INC
COMMON STOCK USD.01
052769106
4091
17104
SH
SOLE
17104
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
2874
19300
SH
SOLE
19300
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
927
24678
SH
SOLE
24678
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
6637
5883
SH
SOLE
5883
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
4534
29319
SH
SOLE
29319
0
0
AVANTOR INC
COMMON STOCK USD.01
05352A100
924
54354
SH
SOLE
54354
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
2317
20312
SH
SOLE
20312
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
82
3589
SH
SOLE
3589
0
0
AVNET INC
COMMON STOCK USD1.0
053807103
197
7050
SH
SOLE
7050
0
0
AXON ENTERPRISE INC
COMMON STOCK USD.00001
05464C101
896
9135
SH
SOLE
9135
0
0
AXSOME THERAPEUTICS INC
COMMON STOCK USD.0001
05464T104
182
2211
SH
SOLE
2211
0
0
AZZ INC
COMMON STOCK USD1.0
002474104
526
15326
SH
SOLE
15326
0
0
B G FOODS INC
COMMON STOCK USD.01
05508R106
264
10823
SH
SOLE
10823
0
0
BADGER METER INC
COMMON STOCK USD1.0
056525108
236
3751
SH
SOLE
3751
0
0
BAKER HUGHES CO
COMMON STOCK USD.0001
05722G100
207
13454
SH
SOLE
13454
0
0
BALL CORP
COMMON STOCK
058498106
1084
15598
SH
SOLE
15598
0
0
BANCORPSOUTH BANK
COMMON STOCK
05971J102
142
6244
SH
SOLE
6244
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
26640
1121696
SH
SOLE
1121696
0
0
BANK OF HAWAII CORP
COMMON STOCK USD.01
062540109
125
2028
SH
SOLE
2028
0
0
BANK OF N.T. BUTTERFIELD SON
COMMON STOCK BMD1.0
G0772R208
1685
69104
SH
SOLE
69104
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
1565
40488
SH
SOLE
40488
0
0
BANK OZK
COMMON STOCK
06417N103
163
6944
SH
SOLE
6944
0
0
BARRETT BUSINESS SVCS INC
COMMON STOCK USD.01
068463108
419
7891
SH
SOLE
7891
0
0
BARRICK GOLD CORP
COMMON STOCK
067901108
4397
163211
SH
SOLE
163211
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
1716
19936
SH
SOLE
19936
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
14420
60267
SH
SOLE
60267
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
360
33958
SH
SOLE
33958
0
0
BEIGENE LTD ADR
ADR USD.0001
07725L102
940
4992
SH
SOLE
4992
0
0
BELDEN INC
COMMON STOCK USD.01
077454106
95
2932
SH
SOLE
2932
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
32982
184760
SH
SOLE
184760
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
742
8502
SH
SOLE
8502
0
0
BIO RAD LABORATORIES A
COMMON STOCK USD.0001
090572207
2163
4790
SH
SOLE
4790
0
0
BIO TECHNE CORP
COMMON STOCK USD.01
09073M104
1617
6125
SH
SOLE
6125
0
0
BIODELIVERY SCIENCES INTL
COMMON STOCK USD.001
09060J106
266
61046
SH
SOLE
61046
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
1957
7315
SH
SOLE
7315
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
1337
10839
SH
SOLE
10839
0
0
BITAUTO HOLDINGS LTD ADR
ADR USD.00004
091727107
212
13406
SH
SOLE
13406
0
0
BJ S RESTAURANTS INC
COMMON STOCK
09180C106
340
16230
SH
SOLE
16230
0
0
BJ S WHOLESALE CLUB HOLDINGS
COMMON STOCK USD.01
05550J101
623
16727
SH
SOLE
16727
0
0
BLACK HILLS CORP
COMMON STOCK USD1.0
092113109
94
1656
SH
SOLE
1656
0
0
BLACKBAUD INC
COMMON STOCK USD.001
09227Q100
213
3727
SH
SOLE
3727
0
0
BLACKLINE INC
COMMON STOCK USD.01
09239B109
505
6093
SH
SOLE
6093
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
11019
20253
SH
SOLE
20253
0
0
BLACKSTONE GROUP INC/THE A
COMMON STOCK USD.00001
09260D107
12684
223866
SH
SOLE
223866
0
0
BLACKSTONE MORTGAGE TRU CL A
REIT USD.01
09257W100
436
18090
SH
SOLE
18090
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
424
6952
SH
SOLE
6952
0
0
BLUEROCK RESIDENTIAL GROWTH
REIT USD.01
09627J102
282
34876
SH
SOLE
34876
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
6713
36623
SH
SOLE
36623
0
0
BOOKING HOLDINGS INC
COMMON STOCK USD.008
09857L108
7064
4436
SH
SOLE
4436
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
5262
67646
SH
SOLE
67646
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
612
1141
SH
SOLE
1141
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
3037
33604
SH
SOLE
33604
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
8470
241252
SH
SOLE
241252
0
0
BOTTOMLINE TECHNOLOGIES (DE)
COMMON STOCK USD.001
101388106
659
12971
SH
SOLE
12971
0
0
BOYD GAMING CORP
COMMON STOCK USD.01
103304101
329
15762
SH
SOLE
15762
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
541
11556
SH
SOLE
11556
0
0
BRIGHTHOUSE FINANCIAL INC
COMMON STOCK USD.01
10922N103
116
4187
SH
SOLE
4187
0
0
BRINK S CO/THE
COMMON STOCK USD1.0
109696104
123
2695
SH
SOLE
2695
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
6914
117585
SH
SOLE
117585
0
0
BRISTOL MYERS SQUIBB CO
RIGHT
110122157
123
34400
SH
SOLE
34400
0
0
BRIXMOR PROPERTY GROUP INC
REIT USD.01
11120U105
234
18272
SH
SOLE
18272
0
0
BROADCOM INC
COMMON STOCK
11135F101
3357
10637
SH
SOLE
10637
0
0
BROOKFIELD INFRASTRUCTURE A
COMMON STOCK
11275Q107
166
3640
SH
SOLE
3640
0
0
BROOKFIELD INFRASTRUCTURE PA
LTD PART
G16252101
1762
42867
SH
SOLE
42867
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
3772
92541
SH
SOLE
92541
0
0
BROWN FORMAN CORP CLASS B
COMMON STOCK USD.15
115637209
5381
84524
SH
SOLE
84524
0
0
BRT APARTMENTS CORP
REIT USD3.0
055645303
279
25789
SH
SOLE
25789
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
263
4113
SH
SOLE
4113
0
0
BUILDERS FIRSTSOURCE INC
COMMON STOCK USD.01
12008R107
1161
56088
SH
SOLE
56088
0
0
BURLINGTON STORES INC
COMMON STOCK USD.0001
122017106
687
3491
SH
SOLE
3491
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
1534
19402
SH
SOLE
19402
0
0
CABLE ONE INC
COMMON STOCK USD.01
12685J105
153
86
SH
SOLE
86
0
0
CABOT CORP
COMMON STOCK USD1.0
127055101
117
3168
SH
SOLE
3168
0
0
CABOT MICROELECTRONICS CORP
COMMON STOCK USD.001
12709P103
1174
8416
SH
SOLE
8416
0
0
CABOT OIL GAS CORP
COMMON STOCK USD.1
127097103
326
18963
SH
SOLE
18963
0
0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
127190304
374
1723
SH
SOLE
1723
0
0
CACTUS INC A
COMMON STOCK USD.01
127203107
327
15860
SH
SOLE
15860
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
1139
11873
SH
SOLE
11873
0
0
CAESARS ENTERTAIN CORP
SR UNSECURED 10/24 5
127686AA1
829
493320
SH
SOLE
493320
0
0
CAESARS HOLDINGS INC
COMMON STOCK USD.01
127686103
7706
635312
SH
SOLE
635312
0
0
CALIFORNIA WATER SERVICE GRP
COMMON STOCK USD.01
130788102
210
4399
SH
SOLE
4399
0
0
CALIX INC
COMMON STOCK
13100M509
365
24506
SH
SOLE
24506
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
2340
25656
SH
SOLE
25656
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
272
5476
SH
SOLE
5476
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
187
4237
SH
SOLE
4237
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
954
15241
SH
SOLE
15241
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
2049
39252
SH
SOLE
39252
0
0
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
141619106
513
16254
SH
SOLE
16254
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
1002
58382
SH
SOLE
58382
0
0
CARLISLE COS INC
COMMON STOCK USD1.0
142339100
837
6991
SH
SOLE
6991
0
0
CARMAX INC
COMMON STOCK USD.5
143130102
1165
13005
SH
SOLE
13005
0
0
CARNIVAL CORP
COMMON STOCK USD.01
143658300
258
15713
SH
SOLE
15713
0
0
CARPENTER TECHNOLOGY
COMMON STOCK USD5.0
144285103
74
3047
SH
SOLE
3047
0
0
CARRIER GLOBAL CORP
COMMON STOCK USD.01
14448C104
531
23894
SH
SOLE
23894
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
776
9615
SH
SOLE
9615
0
0
CASEY S GENERAL STORES INC
COMMON STOCK NPV
147528103
139
929
SH
SOLE
929
0
0
CATALENT INC
COMMON STOCK USD.01
148806102
2051
27982
SH
SOLE
27982
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
3091
24432
SH
SOLE
24432
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
1806
68680
SH
SOLE
68680
0
0
CAVCO INDUSTRIES INC
COMMON STOCK USD.01
149568107
428
2217
SH
SOLE
2217
0
0
CBIZ INC
COMMON STOCK USD.01
124805102
474
19755
SH
SOLE
19755
0
0
CBOE GLOBAL MARKETS INC
COMMON STOCK
12503M108
1634
17522
SH
SOLE
17522
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
1927
42623
SH
SOLE
42623
0
0
CBTX INC
COMMON STOCK USD.01
12481V104
321
15300
SH
SOLE
15300
0
0
CC NEUBERGER PRINCIPAL HDS A
COMMON STOCK
G1992Y114
2014
199998
SH
SOLE
199998
0
0
CC NEUBERGER PRINCIPAL HDS A
CC NEUBERGER PRINCIPAL CW25
G1992Y122
97
66666
SH
SOLE
66666
0
0
CC NEUBERGER PRINCIPAL HOLDI
UNIT USD.0001
G1992Y106
0
2
SH
SOLE
2
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
1398
33763
SH
SOLE
33763
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
1240
10677
SH
SOLE
10677
0
0
CELANESE CORP
COMMON STOCK USD.0001
150870103
2669
30917
SH
SOLE
30917
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
1729
27204
SH
SOLE
27204
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
422
22602
SH
SOLE
22602
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
1294
128899
SH
SOLE
128899
0
0
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
2772
276403
SH
SOLE
276403
0
0
CERIDIAN HCM HOLDING INC
COMMON STOCK USD.01
15677J108
404
5100
SH
SOLE
5100
0
0
CERNER CORP
COMMON STOCK USD.01
156782104
3664
53456
SH
SOLE
53456
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
1500
53317
SH
SOLE
53317
0
0
CHAMPIONX CORP
COMMON STOCK USD.01
15872M104
99
10103
SH
SOLE
10103
0
0
CHANNELADVISOR CORP
COMMON STOCK USD.001
159179100
630
39799
SH
SOLE
39799
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
628
3600
SH
SOLE
3600
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
2800
5490
SH
SOLE
5490
0
0
CHEGG INC
COMMON STOCK USD.001
163092109
815
12116
SH
SOLE
12116
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
3802
8428
SH
SOLE
8428
0
0
CHEMOURS CO/THE
COMMON STOCK
163851108
184
11988
SH
SOLE
11988
0
0
CHENIERE ENERGY INC
COMMON STOCK USD.003
16411R208
1068
22103
SH
SOLE
22103
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
19369
217067
SH
SOLE
217067
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
929
883
SH
SOLE
883
0
0
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
169905106
99
1251
SH
SOLE
1251
0
0
CHP MERGER CORP CLASS A
COMMON STOCK
12558Y106
398
40000
SH
SOLE
40000
0
0
CHUBB LTD
COMMON STOCK
H1467J104
1658
13098
SH
SOLE
13098
0
0
CHURCH DWIGHT CO INC
COMMON STOCK USD1.0
171340102
9103
117757
SH
SOLE
117757
0
0
CHURCHILL CAPITAL CORP III A
COMMON STOCK
17144C104
2967
275000
SH
SOLE
275000
0
0
CHURCHILL CAPITAL CORP III A
CHURCHILL CAPITAL CORP CW27
17144C112
206
68750
SH
SOLE
68750
0
0
CHURCHILL DOWNS INC
COMMON STOCK
171484108
155
1162
SH
SOLE
1162
0
0
CHUY S HOLDINGS INC
COMMON STOCK USD.01
171604101
193
12983
SH
SOLE
12983
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
2076
38335
SH
SOLE
38335
0
0
CIGNA CORP
COMMON STOCK USD.01
125523100
1860
9912
SH
SOLE
9912
0
0
CIIG MERGER CORP CL A
COMMON STOCK
12559C103
990
100000
SH
SOLE
100000
0
0
CIMAREX ENERGY CO
COMMON STOCK USD.01
171798101
113
4113
SH
SOLE
4113
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
459
7164
SH
SOLE
7164
0
0
CINEMARK HOLDINGS INC
COMMON STOCK USD.001
17243V102
83
7204
SH
SOLE
7204
0
0
CINTAS CORP
COMMON STOCK
172908105
8532
32032
SH
SOLE
32032
0
0
CIRRUS LOGIC INC
COMMON STOCK USD.001
172755100
226
3657
SH
SOLE
3657
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
7216
154710
SH
SOLE
154710
0
0
CIT GROUP INC
COMMON STOCK USD.01
125581801
94
4537
SH
SOLE
4537
0
0
CITIC CAPITAL ACQUISITION A
COMMON STOCK
G21513109
982
100000
SH
SOLE
100000
0
0
CITIC CAPITAL ACQUISITION A
CITIC CAPITAL ACQUISIT CW27
G21513117
37
50000
SH
SOLE
50000
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
2858
55932
SH
SOLE
55932
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
3590
142251
SH
SOLE
142251
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
525
3552
SH
SOLE
3552
0
0
CLEAN HARBORS INC
COMMON STOCK USD.01
184496107
196
3270
SH
SOLE
3270
0
0
CLEAR CHANNEL OUTDOOR HOLDIN
COMMON STOCK
18453H106
470
451811
SH
SOLE
451811
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
2597
11837
SH
SOLE
11837
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
202
29937
SH
SOLE
29937
0
0
CME GROUP INC
COMMON STOCK USD.01
12572Q105
1651
10158
SH
SOLE
10158
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
430
7365
SH
SOLE
7365
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
468
30082
SH
SOLE
30082
0
0
CNX RESOURCES CORP
COMMON STOCK USD.01
12653C108
418
48344
SH
SOLE
48344
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
8226
184116
SH
SOLE
184116
0
0
COCA COLA CONSOLIDATED INC
COMMON STOCK USD1.0
191098102
473
2065
SH
SOLE
2065
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
1389
17961
SH
SOLE
17961
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
340
5691
SH
SOLE
5691
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
3801
66895
SH
SOLE
66895
0
0
COHERENT INC
COMMON STOCK USD.01
192479103
210
1603
SH
SOLE
1603
0
0
COLFAX CORP
COMMON STOCK USD.001
194014106
155
5541
SH
SOLE
5541
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
9472
129297
SH
SOLE
129297
0
0
COLLEGIUM PHARMACEUTICAL INC
COMMON STOCK USD.001
19459J104
210
11982
SH
SOLE
11982
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK
197236102
390
13746
SH
SOLE
13746
0
0
COLUMBIA SPORTSWEAR CO
COMMON STOCK
198516106
58
715
SH
SOLE
715
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
332
9940
SH
SOLE
9940
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
20843
534721
SH
SOLE
534721
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
217
5689
SH
SOLE
5689
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
2798
68657
SH
SOLE
68657
0
0
COMMERCE BANCSHARES INC
COMMON STOCK USD5.0
200525103
340
5711
SH
SOLE
5711
0
0
COMMERCIAL METALS CO
COMMON STOCK USD.01
201723103
133
6496
SH
SOLE
6496
0
0
COMMUNITY HEALTHCARE TRUST I
REIT USD.01
20369C106
359
8788
SH
SOLE
8788
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
623
16110
SH
SOLE
16110
0
0
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
20451N101
67
1366
SH
SOLE
1366
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
489
13899
SH
SOLE
13899
0
0
CONCERT PHARMACEUTICALS INC
COMMON STOCK USD.001
206022105
304
30525
SH
SOLE
30525
0
0
CONCHO RESOURCES INC
COMMON STOCK USD.001
20605P101
383
7444
SH
SOLE
7444
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
9504
226170
SH
SOLE
226170
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
544
7561
SH
SOLE
7561
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
2024
11570
SH
SOLE
11570
0
0
CONSTELLATION PHARMACEUTICAL
COMMON STOCK USD.0001
210373106
185
6158
SH
SOLE
6158
0
0
COPA HOLDINGS SA CLASS A
COMMON STOCK
P31076105
200
3948
SH
SOLE
3948
0
0
COPART INC
COMMON STOCK
217204106
2489
29889
SH
SOLE
29889
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
575
34167
SH
SOLE
34167
0
0
CORE MARK HOLDING CO INC
COMMON STOCK USD.01
218681104
206
8240
SH
SOLE
8240
0
0
CORECIVIC INC
REIT USD.01
21871N101
545
58277
SH
SOLE
58277
0
0
CORELOGIC INC
COMMON STOCK USD1.0
21871D103
447
6643
SH
SOLE
6643
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
987
8149
SH
SOLE
8149
0
0
CORNERSTONE ONDEMAND INC
COMMON STOCK USD.0001
21925Y103
740
19188
SH
SOLE
19188
0
0
CORNING INC
COMMON STOCK USD.5
219350105
575
22182
SH
SOLE
22182
0
0
CORPORATE OFFICE PROPERTIES
REIT USD.01
22002T108
1006
39686
SH
SOLE
39686
0
0
CORTEVA INC
COMMON STOCK USD.01
22052L104
114131
4260223
SH
SOLE
4260223
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
22343
73688
SH
SOLE
73688
0
0
COUSINS PROPERTIES INC
REIT USD1.0
222795502
1168
39156
SH
SOLE
39156
0
0
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
22410J106
93
839
SH
SOLE
839
0
0
CRAFT BREW ALLIANCE INC
COMMON STOCK USD.005
224122101
43
2820
SH
SOLE
2820
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
1468
24688
SH
SOLE
24688
0
0
CREE INC
COMMON STOCK USD.00125
225447101
272
4590
SH
SOLE
4590
0
0
CROCS INC
COMMON STOCK USD.001
227046109
424
11522
SH
SOLE
11522
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
2652
15848
SH
SOLE
15848
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
6898
105914
SH
SOLE
105914
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
313
16335
SH
SOLE
16335
0
0
CRYOPORT INC
COMMON STOCK USD.001
229050307
285
9420
SH
SOLE
9420
0
0
CSW INDUSTRIALS INC
COMMON STOCK USD.01
126402106
562
8137
SH
SOLE
8137
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
16046
230085
SH
SOLE
230085
0
0
CUBESMART
REIT USD.01
229663109
902
33415
SH
SOLE
33415
0
0
CULLEN/FROST BANKERS INC
COMMON STOCK USD.01
229899109
113
1519
SH
SOLE
1519
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
970
5601
SH
SOLE
5601
0
0
CURTISS WRIGHT CORP
COMMON STOCK USD1.0
231561101
242
2705
SH
SOLE
2705
0
0
CUSHMAN WAKEFIELD PLC
COMMON STOCK USD.01
G2717B108
541
43443
SH
SOLE
43443
0
0
CVR ENERGY INC
COMMON STOCK USD.01
12662P108
270
13406
SH
SOLE
13406
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
4080
62804
SH
SOLE
62804
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
604
6080
SH
SOLE
6080
0
0
CYRUSONE INC
REIT USD.01
23283R100
1798
24716
SH
SOLE
24716
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
375
15922
SH
SOLE
15922
0
0
DANA INC
COMMON STOCK USD.01
235825205
47
3844
SH
SOLE
3844
0
0
DANAHER CORP W/D
COMMON STOCK USD.01
235851102
32917
186148
SH
SOLE
186148
0
0
DARLING INGREDIENTS INC
COMMON STOCK USD.01
237266101
1356
55072
SH
SOLE
55072
0
0
DAVE BUSTER S ENTERTAINMEN
COMMON STOCK USD.01
238337109
241
18066
SH
SOLE
18066
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
3154
39858
SH
SOLE
39858
0
0
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
243537107
1225
6239
SH
SOLE
6239
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
11758
74822
SH
SOLE
74822
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
24665A103
220
12633
SH
SOLE
12633
0
0
DELL TECHNOLOGIES C
COMMON STOCK
24703L202
889
16180
SH
SOLE
16180
0
0
DELPHI TECHNOLOGIES PLC
COMMON STOCK USD.01
G2709G107
5179
364460
SH
SOLE
364460
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
5601
199672
SH
SOLE
199672
0
0
DENTSPLY SIRONA INC
COMMON STOCK USD.01
24906P109
1414
32084
SH
SOLE
32084
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
360
31771
SH
SOLE
31771
0
0
DEXCOM INC
COMMON STOCK USD.001
252131107
3105
7659
SH
SOLE
7659
0
0
DFP HEALTHCARE ACQUISIT CL A
COMMON STOCK USD.00001
23343Q100
503
50000
SH
SOLE
50000
0
0
DFP HEALTHCARE ACQUISIT CL A
DFP HEALTHCARE ACQUISIT CW22
23343Q118
19
12500
SH
SOLE
12500
0
0
DHT HOLDINGS INC
COMMON STOCK USD.01
Y2065G121
119
23115
SH
SOLE
23115
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK USD.01
25278X109
183
4369
SH
SOLE
4369
0
0
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
253393102
176
4272
SH
SOLE
4272
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
6354
44715
SH
SOLE
44715
0
0
DIODES INC
COMMON STOCK USD.667
254543101
2531
49916
SH
SOLE
49916
0
0
DISCOVER FINANCIAL SERVICES
COMMON STOCK USD.01
254709108
584
11654
SH
SOLE
11654
0
0
DISCOVERY INC A
COMMON STOCK USD.01
25470F104
419
19865
SH
SOLE
19865
0
0
DISCOVERY INC C
COMMON STOCK USD.01
25470F302
75
3878
SH
SOLE
3878
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
235
6807
SH
SOLE
6807
0
0
DMY TECHNOLOGY GROUP INC
UNIT
233253202
0
2
SH
SOLE
2
0
0
DMY TECHNOLOGY GROUP INC A
COMMON STOCK
233253103
1003
99998
SH
SOLE
99998
0
0
DMY TECHNOLOGY GROUP INC A
DMY TECHNOLOGY GROUP CW27
233253111
76
49999
SH
SOLE
49999
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
19260
101096
SH
SOLE
101096
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
543
5855
SH
SOLE
5855
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
2413
29730
SH
SOLE
29730
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
6680
18082
SH
SOLE
18082
0
0
DOMTAR CORP
COMMON STOCK USD.01
257559203
55
2617
SH
SOLE
2617
0
0
DONALDSON CO INC
COMMON STOCK USD5.0
257651109
951
20434
SH
SOLE
20434
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
754
24579
SH
SOLE
24579
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1199
12416
SH
SOLE
12416
0
0
DOW INC
COMMON STOCK USD.01
260557103
1751
42951
SH
SOLE
42951
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
1890
34085
SH
SOLE
34085
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
572
5324
SH
SOLE
5324
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
299
8586
SH
SOLE
8586
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
1263
15811
SH
SOLE
15811
0
0
DUKE REALTY CORP
REIT USD.01
264411505
3858
109023
SH
SOLE
109023
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
1932
29616
SH
SOLE
29616
0
0
DUPONT DE NEMOURS INC
COMMON STOCK USD.01
26614N102
1226
23078
SH
SOLE
23078
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
165
10019
SH
SOLE
10019
0
0
DYCOM INDUSTRIES INC
COMMON STOCK USD.333
267475101
29
715
SH
SOLE
715
0
0
DYNATRACE INC
COMMON STOCK USD.001
268150109
598
14738
SH
SOLE
14738
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
4137
83181
SH
SOLE
83181
0
0
EAGLE BANCORP INC
COMMON STOCK USD.01
268948106
196
5992
SH
SOLE
5992
0
0
EAGLE MATERIALS INC
COMMON STOCK USD.01
26969P108
145
2072
SH
SOLE
2072
0
0
EAST WEST BANCORP INC
COMMON STOCK USD.001
27579R104
238
6556
SH
SOLE
6556
0
0
EASTGROUP PROPERTIES INC
REIT
277276101
2535
21374
SH
SOLE
21374
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
4357
62564
SH
SOLE
62564
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
41
18376
SH
SOLE
18376
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
2793
31924
SH
SOLE
31924
0
0
EATON VANCE CORP
COMMON STOCK USD.00390625
278265103
221
5716
SH
SOLE
5716
0
0
EBAY INC
COMMON STOCK USD.001
278642103
4526
86289
SH
SOLE
86289
0
0
EDGEWELL PERSONAL CARE CO
COMMON STOCK USD.01
28035Q102
98
3152
SH
SOLE
3152
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
533
9820
SH
SOLE
9820
0
0
EDITAS MEDICINE INC
COMMON STOCK USD.0001
28106W103
305
10324
SH
SOLE
10324
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.0
28176E108
1625
23506
SH
SOLE
23506
0
0
EL PASO ELECTRIC CO
COMMON STOCK
283677854
8435
125900
SH
SOLE
125900
0
0
ELDORADO RESORTS INC
COMMON STOCK
28470R102
25
625
SH
SOLE
625
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
3591
27198
SH
SOLE
27198
0
0
ELI LILLY CO
COMMON STOCK
532457108
6423
39122
SH
SOLE
39122
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
250
3780
SH
SOLE
3780
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
575
7271
SH
SOLE
7271
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
1753
28265
SH
SOLE
28265
0
0
ENCOMPASS HEALTH CORP
COMMON STOCK USD.01
29261A100
156
2517
SH
SOLE
2517
0
0
ENCORE CAPITAL GROUP INC
COMMON STOCK USD.01
292554102
382
11170
SH
SOLE
11170
0
0
ENCORE WIRE CORP
COMMON STOCK USD.01
292562105
1093
22398
SH
SOLE
22398
0
0
ENDO INTERNATIONAL PLC
COMMON STOCK USD.0001
G30401106
197
57508
SH
SOLE
57508
0
0
ENDURANCE INTERNATIONAL GROU
COMMON STOCK USD.0001
29272B105
255
63302
SH
SOLE
63302
0
0
ENERGIZER HOLDINGS INC
COMMON STOCK
29272W109
142
2985
SH
SOLE
2985
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
378
5877
SH
SOLE
5877
0
0
ENPHASE ENERGY INC
COMMON STOCK USD.00001
29355A107
505
10608
SH
SOLE
10608
0
0
ENSCO JERSEY FINANCE LTD
COMPANY GUAR 01/24 3
29359WAB1
221
1700000
SH
SOLE
1700000
0
0
ENSIGN GROUP INC/THE
COMMON STOCK USD.001
29358P101
289
6914
SH
SOLE
6914
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
525
5601
SH
SOLE
5601
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
282
9055
SH
SOLE
9055
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1591
31411
SH
SOLE
31411
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
873
3466
SH
SOLE
3466
0
0
EPIZYME INC
COMMON STOCK USD.0001
29428V104
573
35677
SH
SOLE
35677
0
0
EPLUS INC
COMMON STOCK USD.01
294268107
547
7741
SH
SOLE
7741
0
0
EPR PROPERTIES
REIT USD.01
26884U109
763
23022
SH
SOLE
23022
0
0
EQT CORP
COMMON STOCK
26884L109
238
19963
SH
SOLE
19963
0
0
EQUINIX INC
REIT USD.001
29444U700
22026
31363
SH
SOLE
31363
0
0
EQUITABLE HOLDINGS INC
COMMON STOCK USD.01
29452E101
1151
59688
SH
SOLE
59688
0
0
EQUITRANS MIDSTREAM CORP
COMMON STOCK
294600101
141
17005
SH
SOLE
17005
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
3849
61606
SH
SOLE
61606
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
3795
64521
SH
SOLE
64521
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
1410
38865
SH
SOLE
38865
0
0
ESSENTIAL PROPERTIES REALTY
REIT USD.01
29670E107
412
27781
SH
SOLE
27781
0
0
ESSENTIAL UTILITIES INC
COMMON STOCK USD.5
29670G102
235
5562
SH
SOLE
5562
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
2934
12801
SH
SOLE
12801
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
11743
62238
SH
SOLE
62238
0
0
ETSY INC
COMMON STOCK USD.001
29786A106
1404
13215
SH
SOLE
13215
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
5623
58680
SH
SOLE
58680
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
1630
27663
SH
SOLE
27663
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
196
951
SH
SOLE
951
0
0
EVERGY INC
COMMON STOCK
30034W106
3705
62492
SH
SOLE
62492
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
720
8642
SH
SOLE
8642
0
0
EVOFEM BIOSCIENCES INC
COMMON STOCK USD.0001
30048L104
16
5556
SH
SOLE
5556
0
0
EVOQUA WATER TECHNOLOGIES CO
COMMON STOCK USD.01
30057T105
310
16680
SH
SOLE
16680
0
0
EXACT SCIENCES CORP
COMMON STOCK USD.01
30063P105
228
2627
SH
SOLE
2627
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
914
38489
SH
SOLE
38489
0
0
EXELON CORP
COMMON STOCK
30161N101
10918
300861
SH
SOLE
300861
0
0
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
302081104
443
6995
SH
SOLE
6995
0
0
EXPEDIA GROUP INC
COMMON STOCK USD.001
30212P303
287
3490
SH
SOLE
3490
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
609
8010
SH
SOLE
8010
0
0
EXPERIENCE INVESTMENT CORP
UNIT
30217C208
0
1
SH
SOLE
1
0
0
EXPERIENCE INVESTMENT CORP A
COMMON STOCK USD.0001
30217C109
997
99999
SH
SOLE
99999
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
3872
41917
SH
SOLE
41917
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
4567
102135
SH
SOLE
102135
0
0
EZCORP INC
COMPANY GUAR 05/25 2.375
302301AE6
3584
4635000
SH
SOLE
4635000
0
0
EZCORP INC
COMPANY GUAR 07/24 2.875
302301AF3
2640
2800000
SH
SOLE
2800000
0
0
F5 NETWORKS INC
COMMON STOCK
315616102
300
2151
SH
SOLE
2151
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
239
3834
SH
SOLE
3834
0
0
FACEBOOK INC CLASS A
COMMON STOCK USD.000006
30303M102
62748
276336
SH
SOLE
276336
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
3969
12082
SH
SOLE
12082
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
7784
18620
SH
SOLE
18620
0
0
FARMERS NATL BANC CORP
COMMON STOCK
309627107
310
26100
SH
SOLE
26100
0
0
FASTENAL CO
COMMON STOCK USD.01
311900104
1529
35702
SH
SOLE
35702
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
2216
26008
SH
SOLE
26008
0
0
FEDERATED HERMES INC
COMMON STOCK
314211103
1435
60544
SH
SOLE
60544
0
0
FIDELITY NATIONAL FINANCIAL
COMMON STOCK USD.0001
31620R303
13594
443380
SH
SOLE
443380
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
1099
8196
SH
SOLE
8196
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
887
45988
SH
SOLE
45988
0
0
FINSERV ACQUISITION CORP A
COMMON STOCK
318085107
498
50000
SH
SOLE
50000
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
311
6485
SH
SOLE
6485
0
0
FIRST BANCORP/NC
COMMON STOCK
318910106
383
15273
SH
SOLE
15273
0
0
FIRST FINL BANKSHARES INC
COMMON STOCK USD.01
32020R109
100
3469
SH
SOLE
3469
0
0
FIRST HORIZON NATIONAL CORP
COMMON STOCK USD.625
320517105
849
85261
SH
SOLE
85261
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
4434
115345
SH
SOLE
115345
0
0
FIRST INTERSTATE BANCSYS A
COMMON STOCK
32055Y201
320
10348
SH
SOLE
10348
0
0
FIRST MERCHANTS CORP
COMMON STOCK
320817109
668
24231
SH
SOLE
24231
0
0
FIRST OF LONG ISLAND CORP
COMMON STOCK USD.1
320734106
360
22059
SH
SOLE
22059
0
0
FIRST REPUBLIC BANK/CA
COMMON STOCK USD.01
33616C100
582
5495
SH
SOLE
5495
0
0
FIRST SOLAR INC
COMMON STOCK USD.001
336433107
323
6522
SH
SOLE
6522
0
0
FIRSTCASH INC
COMMON STOCK USD.01
33767D105
1272
18845
SH
SOLE
18845
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
5858
151051
SH
SOLE
151051
0
0
FISERV INC
COMMON STOCK USD.01
337738108
852
8727
SH
SOLE
8727
0
0
FIVE BELOW
COMMON STOCK USD.01
33829M101
531
4970
SH
SOLE
4970
0
0
FIVE9 INC
COMMON STOCK USD.001
338307101
1341
12121
SH
SOLE
12121
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
662
22479
SH
SOLE
22479
0
0
FLEETCOR TECHNOLOGIES INC
COMMON STOCK USD.001
339041105
789
3138
SH
SOLE
3138
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
567
43118
SH
SOLE
43118
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
653
16107
SH
SOLE
16107
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
263
11752
SH
SOLE
11752
0
0
FLOWSERVE CORP
COMMON STOCK USD1.25
34354P105
220
7722
SH
SOLE
7722
0
0
FLUIDIGM CORP
COMMON STOCK USD.001
34385P108
306
76246
SH
SOLE
76246
0
0
FLUOR CORP
COMMON STOCK USD.01
343412102
59
4917
SH
SOLE
4917
0
0
FLYING EAGLE ACQUISITION A
COMMON STOCK USD.0001
34407Y103
3843
350000
SH
SOLE
350000
0
0
FLYING EAGLE ACQUISITION A
FLYING EAGLE ACQUISITIO CW27
34407Y111
263
87500
SH
SOLE
87500
0
0
FMC CORP
COMMON STOCK USD.1
302491303
9463
94993
SH
SOLE
94993
0
0
FNB CORP
COMMON STOCK USD.01
302520101
145
19374
SH
SOLE
19374
0
0
FOLEY TRASIMENE ACQUISITION
UNIT USD.0001
34431F203
3895
365000
SH
SOLE
365000
0
0
FOOT LOCKER INC
COMMON STOCK USD.01
344849104
170
5828
SH
SOLE
5828
0
0
FORD MOTOR CO
COMMON STOCK USD.01
345370860
776
127673
SH
SOLE
127673
0
0
FORESCOUT TECHNOLOGIES INC
COMMON STOCK USD.01
34553D101
8325
392707
SH
SOLE
392707
0
0
FORMFACTOR INC
COMMON STOCK USD.001
346375108
623
21247
SH
SOLE
21247
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
3496
25465
SH
SOLE
25465
0
0
FORTRESS VALUE ACQ CLASS A
COMMON STOCK USD.0001
34962V106
2492
249999
SH
SOLE
249999
0
0
FORTRESS VALUE ACQ CLASS A
FORTRESS VALUE ACQ CL CW27
34962V114
118
83333
SH
SOLE
83333
0
0
FORTRESS VALUE ACQUISITION
UNIT USD.0001
34962V205
0
1
SH
SOLE
1
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
3760
58819
SH
SOLE
58819
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
491
20120
SH
SOLE
20120
0
0
FOX CORP CLASS A
COMMON STOCK USD.01
35137L105
1359
50661
SH
SOLE
50661
0
0
FRANKLIN COVEY CO
COMMON STOCK USD.05
353469109
379
17695
SH
SOLE
17695
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
1404
121348
SH
SOLE
121348
0
0
FRONT YARD RESIDENTIAL CORP
REIT USD.01
35904G107
1368
157191
SH
SOLE
157191
0
0
FTI CONSULTING INC
COMMON STOCK USD.01
302941109
557
4859
SH
SOLE
4859
0
0
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
360271100
91
8618
SH
SOLE
8618
0
0
FUSION ACQUISITION CORP
UNIT
36118H204
254
25000
SH
SOLE
25000
0
0
GALILEO ACQUISITION CORP
COMMON STOCK USD.0001
G3770A102
496
50000
SH
SOLE
50000
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
603
17416
SH
SOLE
17416
0
0
GARMIN LTD
COMMON STOCK CHF.1
H2906T109
764
7839
SH
SOLE
7839
0
0
GATX CORP
COMMON STOCK USD.625
361448103
103
1688
SH
SOLE
1688
0
0
GDS HOLDINGS LTD ADR
ADR USD.0004
36165L108
1688
21193
SH
SOLE
21193
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
1168
9577
SH
SOLE
9577
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
1336
8942
SH
SOLE
8942
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
2539
371678
SH
SOLE
371678
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
991
16082
SH
SOLE
16082
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
3025
119572
SH
SOLE
119572
0
0
GENMARK DIAGNOSTICS INC
COMMON STOCK USD.0001
372309104
247
16802
SH
SOLE
16802
0
0
GENPACT LTD
COMMON STOCK USD.01
G3922B107
92
2531
SH
SOLE
2531
0
0
GENTEX CORP
COMMON STOCK USD.06
371901109
1971
76484
SH
SOLE
76484
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
213
2455
SH
SOLE
2455
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
708
59815
SH
SOLE
59815
0
0
GETTY REALTY CORP
REIT USD.01
374297109
1294
43605
SH
SOLE
43605
0
0
GILAT SATELLITE NETWORKS LTD
COMMON STOCK ILS.2
M51474118
2408
378052
SH
SOLE
378052
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
2643
34350
SH
SOLE
34350
0
0
GLACIER BANCORP INC
COMMON STOCK USD.01
37637Q105
76
2145
SH
SOLE
2145
0
0
GLADSTONE COMMERCIAL CORP
REIT USD.001
376536108
637
33984
SH
SOLE
33984
0
0
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
37890U108
402
6362
SH
SOLE
6362
0
0
GLOBAL MEDICAL REIT INC
REIT
37954A204
368
32464
SH
SOLE
32464
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
2533
14936
SH
SOLE
14936
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
23
70200
SH
SOLE
70200
0
0
GLOBE LIFE INC
COMMON STOCK USD1.0
37959E102
167
2246
SH
SOLE
2246
0
0
GLOBUS MEDICAL INC A
COMMON STOCK USD.001
379577208
1243
26043
SH
SOLE
26043
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
4311
21813
SH
SOLE
21813
0
0
GOODYEAR TIRE RUBBER CO
COMMON STOCK
382550101
113
12671
SH
SOLE
12671
0
0
GOOSEHEAD INSURANCE INC A
COMMON STOCK USD.01
38267D109
340
4527
SH
SOLE
4527
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
1010
99996
SH
SOLE
99996
0
0
GORES HOLDINGS IV INC CL A
GORES HOLDINGS IV INC CW25
382865111
45
24999
SH
SOLE
24999
0
0
GRACO INC
COMMON STOCK USD1.0
384109104
205
4281
SH
SOLE
4281
0
0
GRAHAM HOLDINGS CO CLASS B
COMMON STOCK USD1.0
384637104
51
148
SH
SOLE
148
0
0
GRAND CANYON EDUCATION INC
COMMON STOCK USD.01
38526M106
476
5258
SH
SOLE
5258
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
371
26628
SH
SOLE
26628
0
0
GREEN DOT CORP CLASS A
COMMON STOCK USD.001
39304D102
897
18284
SH
SOLE
18284
0
0
GROUPON INC
COMMON STOCK USD.0001
399473206
156
8614
SH
SOLE
8614
0
0
GRUBHUB INC
COMMON STOCK USD.0001
400110102
694
9874
SH
SOLE
9874
0
0
GS ACQUISITION HDS CORP II
UNIT USD.0001
36258Q204
200
20000
SH
SOLE
20000
0
0
H E EQUIPMENT SERVICES INC
COMMON STOCK USD.01
404030108
326
17631
SH
SOLE
17631
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
650
47973
SH
SOLE
47973
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
1999
22324
SH
SOLE
22324
0
0
HAIN CELESTIAL GROUP INC
COMMON STOCK USD.01
405217100
142
4511
SH
SOLE
4511
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
1333
102659
SH
SOLE
102659
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
1007
37551
SH
SOLE
37551
0
0
HANCOCK WHITNEY CORP
COMMON STOCK USD3.33
410120109
108
5093
SH
SOLE
5093
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
894
79183
SH
SOLE
79183
0
0
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
410867105
766
7558
SH
SOLE
7558
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
241
10135
SH
SOLE
10135
0
0
HARMONIC INC
COMMON STOCK USD.001
413160102
210
44257
SH
SOLE
44257
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
1250
32420
SH
SOLE
32420
0
0
HAWAIIAN ELECTRIC INDS
COMMON STOCK
419870100
255
7068
SH
SOLE
7068
0
0
HAWKINS INC
COMMON STOCK USD.05
420261109
230
5390
SH
SOLE
5390
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
842
8673
SH
SOLE
8673
0
0
HEALTHCARE MERGER CORP A
COMMON STOCK
42227L102
251
25000
SH
SOLE
25000
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
357
12173
SH
SOLE
12173
0
0
HEALTHCARE SERVICES GROUP
COMMON STOCK USD.01
421906108
52
2145
SH
SOLE
2145
0
0
HEALTHCARE TRUST OF AME CL A
REIT USD.01
42225P501
1080
40727
SH
SOLE
40727
0
0
HEALTHEQUITY INC
COMMON STOCK USD.0001
42226A107
101
1725
SH
SOLE
1725
0
0
HEALTHPEAK PROPERTIES INC
REIT USD1.0
42250P103
2405
87256
SH
SOLE
87256
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.0
42234Q102
1086
32477
SH
SOLE
32477
0
0
HECLA MINING CO
COMMON STOCK USD.25
422704106
230
70444
SH
SOLE
70444
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
4120
41349
SH
SOLE
41349
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
1152
6111
SH
SOLE
6111
0
0
HELMERICH PAYNE
COMMON STOCK USD.1
423452101
118
6030
SH
SOLE
6030
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
512
8765
SH
SOLE
8765
0
0
HERC HOLDINGS INC
COMMON STOCK USD.01
42704L104
873
28401
SH
SOLE
28401
0
0
HERMAN MILLER INC
COMMON STOCK USD.2
600544100
89
3785
SH
SOLE
3785
0
0
HERON THERAPEUTICS INC
COMMON STOCK USD.01
427746102
491
33361
SH
SOLE
33361
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
792
6109
SH
SOLE
6109
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
371
38180
SH
SOLE
38180
0
0
HEXCEL CORP
COMMON STOCK USD.01
428291108
166
3666
SH
SOLE
3666
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
1178
31547
SH
SOLE
31547
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
2223
20251
SH
SOLE
20251
0
0
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
432748101
556
30131
SH
SOLE
30131
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A203
1084
14762
SH
SOLE
14762
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
281
8671
SH
SOLE
8671
0
0
HNI CORP
COMMON STOCK USD1.0
404251100
1574
51488
SH
SOLE
51488
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
185
6328
SH
SOLE
6328
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
1685
29559
SH
SOLE
29559
0
0
HOME BANCSHARES INC
COMMON STOCK USD.01
436893200
176
11423
SH
SOLE
11423
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
38477
153594
SH
SOLE
153594
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
2763
19107
SH
SOLE
19107
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
1435
132960
SH
SOLE
132960
0
0
HP INC
COMMON STOCK USD.01
40434L105
485
27834
SH
SOLE
27834
0
0
HUBBELL INC
COMMON STOCK USD.01
443510607
391
3118
SH
SOLE
3118
0
0
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
444097109
411
16327
SH
SOLE
16327
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
3600
9285
SH
SOLE
9285
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
439
3651
SH
SOLE
3651
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
147
16316
SH
SOLE
16316
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
10054
57619
SH
SOLE
57619
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
547
12362
SH
SOLE
12362
0
0
IBERIABANK CORP
COMMON STOCK USD1.0
450828108
3985
87500
SH
SOLE
87500
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
315
4857
SH
SOLE
4857
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
179
19289
SH
SOLE
19289
0
0
ICU MEDICAL INC
COMMON STOCK USD.1
44930G107
257
1397
SH
SOLE
1397
0
0
IDACORP INC
COMMON STOCK
451107106
315
3600
SH
SOLE
3600
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
22136
140065
SH
SOLE
140065
0
0
IHEARTMEDIA INC CLASS A
COMMON STOCK
45174J509
2774
332187
SH
SOLE
332187
0
0
IHS MARKIT LTD
COMMON STOCK USD.01
G47567105
3758
49777
SH
SOLE
49777
0
0
II VI INC
COMMON STOCK
902104108
375
7937
SH
SOLE
7937
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1312
7503
SH
SOLE
7503
0
0
ILLUMINA INC
COMMON STOCK USD.01
452327109
1637
4419
SH
SOLE
4419
0
0
IMAX CORP
COMMON STOCK
45245E109
257
22910
SH
SOLE
22910
0
0
IMMUNOMEDICS INC
COMMON STOCK USD.01
452907108
245
6919
SH
SOLE
6919
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
1135
10918
SH
SOLE
10918
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
149
2833
SH
SOLE
2833
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
2278
27448
SH
SOLE
27448
0
0
INNOVATIVE INDUSTRIAL PROPER
REIT USD.001
45781V101
1148
13046
SH
SOLE
13046
0
0
INNOVIVA INC
COMMON STOCK
45781M101
1114
79716
SH
SOLE
79716
0
0
INOVALON HOLDINGS INC A
COMMON STOCK USD.000005
45781D101
1137
59014
SH
SOLE
59014
0
0
INSEEGO CORP
COMMON STOCK
45782B104
274
23624
SH
SOLE
23624
0
0
INSMED INC
COMMON STOCK USD.01
457669307
273
9898
SH
SOLE
9898
0
0
INSPERITY INC
COMMON STOCK USD.01
45778Q107
135
2079
SH
SOLE
2079
0
0
INSURANCE ACQUISITION CORP A
COMMON STOCK USD.0001
457867109
2592
200000
SH
SOLE
200000
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
280
3827
SH
SOLE
3827
0
0
INTEGRA LIFESCIENCES HOLDING
COMMON STOCK USD.01
457985208
251
5339
SH
SOLE
5339
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
12225
204326
SH
SOLE
204326
0
0
INTELLIA THERAPEUTICS INC
COMMON STOCK USD.0001
45826J105
619
29447
SH
SOLE
29447
0
0
INTERACTIVE BROKERS GRO CL A
COMMON STOCK USD.01
45841N107
120
2866
SH
SOLE
2866
0
0
INTERCEPT PHARMACEUTICALS IN
COMMON STOCK USD.001
45845P108
272
5669
SH
SOLE
5669
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
15568
169959
SH
SOLE
169959
0
0
INTERDIGITAL INC
COMMON STOCK USD.01
45867G101
133
2350
SH
SOLE
2350
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
63
1968
SH
SOLE
1968
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
4885
138746
SH
SOLE
138746
0
0
INTERNATIONAL SEAWAYS INC
COMMON STOCK
Y41053102
187
11451
SH
SOLE
11451
0
0
INTERPRIVATE ACQUISITION COR
COMMON STOCK USD.0001
46064A103
3720
374998
SH
SOLE
374998
0
0
INTERPRIVATE ACQUISITION COR
UNIT USD.0001
46064A202
0
2
SH
SOLE
2
0
0
INTERPUBLIC GROUP OF COS INC
COMMON STOCK USD.1
460690100
181
10536
SH
SOLE
10536
0
0
INTERSECT ENT INC
COMMON STOCK USD.001
46071F103
380
28067
SH
SOLE
28067
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
4015
33246
SH
SOLE
33246
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2342
7908
SH
SOLE
7908
0
0
INVESTORS REAL ESTATE TRUST
REIT
461730509
266
3770
SH
SOLE
3770
0
0
INVITAE CORP
COMMON STOCK USD.0001
46185L103
858
28334
SH
SOLE
28334
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
5518
200426
SH
SOLE
200426
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
16
6683
SH
SOLE
6683
0
0
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
462222100
48
818
SH
SOLE
818
0
0
IOVANCE BIOTHERAPEUTICS INC
COMMON STOCK USD.000041666
462260100
539
19627
SH
SOLE
19627
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
205
1276
SH
SOLE
1276
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
6703
47241
SH
SOLE
47241
0
0
IRIDIUM COMMUNICATIONS INC
COMMON STOCK USD.001
46269C102
640
25144
SH
SOLE
25144
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
996
38180
SH
SOLE
38180
0
0
IRONWOOD PHARMACEUTICALS INC
COMMON STOCK USD.001
46333X108
470
45580
SH
SOLE
45580
0
0
ISHARES CORE SP MID CAP ETF
ISHARES CORE S+P MIDCAP ETF
464287507
9944
55922
SH
SOLE
55922
0
0
ISHARES MSCI ACWI ETF
ISHARES MSCI ACWI ETF
464288257
5572
75588
SH
SOLE
75588
0
0
ISHARES MSCI AUSTRALIA ETF
ISHARES MSCI AUSTRALIA ETF
464286103
2614
135637
SH
SOLE
135637
0
0
ISHARES MSCI CANADA ETF
ISHARES MSCI CANADA ETF
464286509
25348
979456
SH
SOLE
979456
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
226869
3727104
SH
SOLE
3727104
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
73895
1847845
SH
SOLE
1847845
0
0
ISHARES MSCI WORLD ETF
ISHARES MSCI WORLD ETF
464286392
1088
11812
SH
SOLE
11812
0
0
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
464287655
372
2600
SH
SOLE
2600
0
0
ISHARES RUSSELL 2000 VALUE ETF
ISHARES RUSSELL 2000 VALUE E
464287630
13773
141322
SH
SOLE
141322
0
0
ISHARES SP MID CAP 400 VALUE
ISHARES S+P MID CAP 400 VALU
464287705
13502
101561
SH
SOLE
101561
0
0
ISTAR INC
REIT USD.001
45031U101
290
23574
SH
SOLE
23574
0
0
ITRON INC
COMMON STOCK
465741106
450
6792
SH
SOLE
6792
0
0
ITT INC
COMMON STOCK USD1.0
45073V108
357
6085
SH
SOLE
6085
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
220
3487
SH
SOLE
3487
0
0
JABIL INC
COMMON STOCK USD.001
466313103
275
8573
SH
SOLE
8573
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
4387
23841
SH
SOLE
23841
0
0
JACK IN THE BOX INC
COMMON STOCK USD.01
466367109
81
1097
SH
SOLE
1097
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
311
3671
SH
SOLE
3671
0
0
JANUS HENDERSON GROUP PLC
COMMON STOCK
G4474Y214
207
9787
SH
SOLE
9787
0
0
JAWS ACQUISITION CORP
UNIT USD.0001
G50744120
782
75000
SH
SOLE
75000
0
0
JBG SMITH PROPERTIES
REIT USD.01
46590V100
1230
41612
SH
SOLE
41612
0
0
JD.COM INC ADR
ADR USD.00002
47215P106
930
15460
SH
SOLE
15460
0
0
JEFFERIES FINANCIAL GROUP IN
COMMON STOCK USD1.0
47233W109
125
8027
SH
SOLE
8027
0
0
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
477143101
192
17574
SH
SOLE
17574
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
327
3090
SH
SOLE
3090
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
37806
268831
SH
SOLE
268831
0
0
JOHNSON CONTROLS INTERNATION
COMMON STOCK USD.01
G51502105
1321
38707
SH
SOLE
38707
0
0
JONES LANG LASALLE INC
COMMON STOCK USD.01
48020Q107
317
3064
SH
SOLE
3064
0
0
JOYY INC
ADR USD.00001
46591M109
5257
59368
SH
SOLE
59368
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
35656
379082
SH
SOLE
379082
0
0
JUNIPER INDUSTRIAL HLDGS A
COMMON STOCK
48205G106
4736
475000
SH
SOLE
475000
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
551
24105
SH
SOLE
24105
0
0
KALVISTA PHARMACEUTICALS INC
COMMON STOCK USD.001
483497103
174
14353
SH
SOLE
14353
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
3611
24187
SH
SOLE
24187
0
0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
48238T109
94
6814
SH
SOLE
6814
0
0
KB HOME
COMMON STOCK USD1.0
48666K109
2231
72730
SH
SOLE
72730
0
0
KBR INC
COMMON STOCK USD.001
48242W106
186
8228
SH
SOLE
8228
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
1717
25997
SH
SOLE
25997
0
0
KEMPER CORP
COMMON STOCK USD.1
488401100
388
5344
SH
SOLE
5344
0
0
KENSINGTON CAPITAL ACQUISITI
UNIT USD.0001
490073202
2505
250000
SH
SOLE
250000
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
778
63869
SH
SOLE
63869
0
0
KEYSIGHT TECHNOLOGIES IN
COMMON STOCK
49338L103
1747
17334
SH
SOLE
17334
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
554
18948
SH
SOLE
18948
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
1861
31710
SH
SOLE
31710
0
0
KIMBALL ELECTRONICS INC
COMMON STOCK
49428J109
211
15547
SH
SOLE
15547
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
228
19680
SH
SOLE
19680
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
3254
23023
SH
SOLE
23023
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1333
103786
SH
SOLE
103786
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
1435
94583
SH
SOLE
94583
0
0
KIRBY CORP
COMMON STOCK USD.1
497266106
86
1609
SH
SOLE
1609
0
0
KIRKLAND LAKE GOLD LTD
COMMON STOCK
49741E100
2456
59557
SH
SOLE
59557
0
0
KKR CO INC
COMMON STOCK
48251W104
507
16425
SH
SOLE
16425
0
0
KLA CORP
COMMON STOCK USD.001
482480100
2001
10290
SH
SOLE
10290
0
0
KNIGHT SWIFT TRANSPORTATION
COMMON STOCK USD.001
499049104
219
5245
SH
SOLE
5245
0
0
KODIAK SCIENCES INC
COMMON STOCK USD.0001
50015M109
189
3487
SH
SOLE
3487
0
0
KOHLS CORP
COMMON STOCK USD.01
500255104
140
6739
SH
SOLE
6739
0
0
KRAFT HEINZ CO/THE
COMMON STOCK USD.01
500754106
1077
33788
SH
SOLE
33788
0
0
KRATON CORP
COMMON STOCK USD.01
50077C106
626
36253
SH
SOLE
36253
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
1074
31733
SH
SOLE
31733
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
164
10951
SH
SOLE
10951
0
0
L3HARRIS TECHNOLOGIES INC
COMMON STOCK USD1.0
502431109
2756
16242
SH
SOLE
16242
0
0
LA JOLLA PHARMACEUTICAL CO
COMMON STOCK USD.01
503459604
196
46118
SH
SOLE
46118
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
554
3338
SH
SOLE
3338
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
4245
13125
SH
SOLE
13125
0
0
LAMAR ADVERTISING CO A
REIT USD.001
512816109
652
9767
SH
SOLE
9767
0
0
LANCASTER COLONY CORP
COMMON STOCK
513847103
217
1401
SH
SOLE
1401
0
0
LANDCADIA HOLDINGS II INC A
COMMON STOCK USD.0001
51476X105
3679
225000
SH
SOLE
225000
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
1110
9880
SH
SOLE
9880
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
564
19872
SH
SOLE
19872
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
878
8049
SH
SOLE
8049
0
0
LEGG MASON INC
COMMON STOCK USD.1
524901105
19132
384569
SH
SOLE
384569
0
0
LEGGETT PLATT INC
COMMON STOCK USD.01
524660107
188
5336
SH
SOLE
5336
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
2387
25488
SH
SOLE
25488
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
2524
40960
SH
SOLE
40960
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
4800
20600
SH
SOLE
20600
0
0
LEXINFINTECH HOLDINGS L ADR
ADR
528877103
2524
237217
SH
SOLE
237217
0
0
LEXINGTON REALTY TRUST
REIT USD.0001
529043101
352
33343
SH
SOLE
33343
0
0
LGL SYSTEMS ACQUISITION A
COMMON STOCK USD.0001
50201G106
992
100000
SH
SOLE
100000
0
0
LGL SYSTEMS ACQUISITION A
LGL SYSTEMS ACQUISITI CW26
50201G114
46
50000
SH
SOLE
50000
0
0
LHC GROUP INC
COMMON STOCK USD.01
50187A107
1473
8451
SH
SOLE
8451
0
0
LIBERTY MEDIA COR SIRIUSXM C
TRACKING STK USD.01
531229607
1293
37545
SH
SOLE
37545
0
0
LIFE STORAGE INC
REIT USD.01
53223X107
2185
23016
SH
SOLE
23016
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
309
2766
SH
SOLE
2766
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK
533900106
342
4063
SH
SOLE
4063
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
582
15817
SH
SOLE
15817
0
0
LINDE PLC
COMMON STOCK EUR.001
G5494J103
2963
13971
SH
SOLE
13971
0
0
LITHIA MOTORS INC CL A
COMMON STOCK
536797103
1960
12951
SH
SOLE
12951
0
0
LITTELFUSE INC
COMMON STOCK USD.01
537008104
168
987
SH
SOLE
987
0
0
LIVE OAK ACQUISITION CORP A
COMMON STOCK
53804F103
1911
195000
SH
SOLE
195000
0
0
LIVE OAK ACQUISITION CORP A
LIVE OAK ACQUISITION CO CW27
53804F111
73
97500
SH
SOLE
97500
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
937
35753
SH
SOLE
35753
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
24034
65861
SH
SOLE
65861
0
0
LOEWS CORP
COMMON STOCK USD.01
540424108
512
14930
SH
SOLE
14930
0
0
LOGMEIN INC
COMMON STOCK USD.01
54142L109
13545
159786
SH
SOLE
159786
0
0
LONGVIEW ACQUISITION CORP
UNIT USD.0001
543195200
1010
100000
SH
SOLE
100000
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
480
18724
SH
SOLE
18724
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
4106
30386
SH
SOLE
30386
0
0
LUMENTUM HOLDINGS INC
COMMON STOCK USD.001
55024U109
1919
23561
SH
SOLE
23561
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
281
8636
SH
SOLE
8636
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
1145
17427
SH
SOLE
17427
0
0
M T BANK CORP
COMMON STOCK USD.5
55261F104
1506
14487
SH
SOLE
14487
0
0
MACERICH CO/THE
REIT USD.01
554382101
75
8343
SH
SOLE
8343
0
0
MACK CALI REALTY CORP
REIT USD.01
554489104
83
5460
SH
SOLE
5460
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
594
8142
SH
SOLE
8142
0
0
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
562750109
142
1512
SH
SOLE
1512
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
1155
660000
SH
SOLE
660000
0
0
MANPOWERGROUP INC
COMMON STOCK USD.01
56418H100
229
3336
SH
SOLE
3336
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
1009
14731
SH
SOLE
14731
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
254
41431
SH
SOLE
41431
0
0
MARATHON PETROLEUM CORP
COMMON STOCK USD.01
56585A102
10026
268226
SH
SOLE
268226
0
0
MARKEL CORP
COMMON STOCK
570535104
3231
3500
SH
SOLE
3500
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
836
1668
SH
SOLE
1668
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
192
2241
SH
SOLE
2241
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1568
19076
SH
SOLE
19076
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
8489
79063
SH
SOLE
79063
0
0
MARTEN TRANSPORT LTD
COMMON STOCK USD.01
573075108
614
24397
SH
SOLE
24397
0
0
MARTIN MARIETTA MATERIALS
COMMON STOCK USD.01
573284106
486
2354
SH
SOLE
2354
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
3486
69437
SH
SOLE
69437
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
1020
4475
SH
SOLE
4475
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
1644
21141
SH
SOLE
21141
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
520
11597
SH
SOLE
11597
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
36981
125062
SH
SOLE
125062
0
0
MATADOR RESOURCES CO
COMMON STOCK USD.01
576485205
586
68902
SH
SOLE
68902
0
0
MATERION CORP
COMMON STOCK
576690101
502
8164
SH
SOLE
8164
0
0
MATTEL INC
COMMON STOCK USD1.0
577081102
156
16155
SH
SOLE
16155
0
0
MAXAR TECHNOLOGIES INC
COMMON STOCK
57778K105
250
13944
SH
SOLE
13944
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
468
7722
SH
SOLE
7722
0
0
MAXIMUS INC
COMMON STOCK
577933104
314
4460
SH
SOLE
4460
0
0
MCCORMICK CO NON VTG SHRS
COMMON STOCK
579780206
442
2461
SH
SOLE
2461
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
8719
47266
SH
SOLE
47266
0
0
MCGRATH RENTCORP
COMMON STOCK
580589109
1095
20280
SH
SOLE
20280
0
0
MCKESSON CORP W/D
COMMON STOCK USD.01
58155Q103
745
4854
SH
SOLE
4854
0
0
MDC HOLDINGS INC
COMMON STOCK USD.01
552676108
232
6507
SH
SOLE
6507
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.0
552690109
1164
52478
SH
SOLE
52478
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
3843
204425
SH
SOLE
204425
0
0
MEDNAX INC
COMMON STOCK USD.01
58502B106
115
6741
SH
SOLE
6741
0
0
MEDPACE HOLDINGS INC
COMMON STOCK USD.01
58506Q109
500
5376
SH
SOLE
5376
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
6691
72969
SH
SOLE
72969
0
0
MEET GROUP INC/THE
COMMON STOCK USD.001
58513U101
9568
1533300
SH
SOLE
1533300
0
0
MELCO RESORTS ENTERT ADR
ADR USD.01
585464100
4
241
SH
SOLE
241
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
680
690
SH
SOLE
690
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
20299
262492
SH
SOLE
262492
0
0
MERCURY GENERAL CORP
COMMON STOCK
589400100
63
1538
SH
SOLE
1538
0
0
MERCURY SYSTEMS INC
COMMON STOCK USD.01
589378108
109
1380
SH
SOLE
1380
0
0
METHODE ELECTRONICS INC
COMMON STOCK USD.5
591520200
306
9783
SH
SOLE
9783
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
2651
72590
SH
SOLE
72590
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
12128
15056
SH
SOLE
15056
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
369
45084
SH
SOLE
45084
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
800
29393
SH
SOLE
29393
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
1042
62000
SH
SOLE
62000
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
1285
12200
SH
SOLE
12200
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
2969
57619
SH
SOLE
57619
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
159331
782915
SH
SOLE
782915
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
245
2072
SH
SOLE
2072
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
2440
21276
SH
SOLE
21276
0
0
MIDDLEBY CORP
COMMON STOCK USD.01
596278101
2896
36691
SH
SOLE
36691
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
1160
24726
SH
SOLE
24726
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
490
4331
SH
SOLE
4331
0
0
MODEL N INC
COMMON STOCK USD.00015
607525102
408
11743
SH
SOLE
11743
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
154
1518
SH
SOLE
1518
0
0
MOLECULAR TEMPLATES INC
COMMON STOCK USD.001
608550109
125
9045
SH
SOLE
9045
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
765
4298
SH
SOLE
4298
0
0
MOLSON COORS BEVERAGE CO B
COMMON STOCK USD.01
60871R209
430
12506
SH
SOLE
12506
0
0
MOMENTA PHARMACEUTICALS INC
COMMON STOCK USD.0001
60877T100
269
8080
SH
SOLE
8080
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
11055
216219
SH
SOLE
216219
0
0
MONGODB INC
COMMON STOCK USD.001
60937P106
51
224
SH
SOLE
224
0
0
MONOLITHIC POWER SYSTEMS INC
COMMON STOCK USD.001
609839105
574
2421
SH
SOLE
2421
0
0
MONRO INC
COMMON STOCK USD.01
610236101
208
3787
SH
SOLE
3787
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
4394
63388
SH
SOLE
63388
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
8634
31429
SH
SOLE
31429
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
783
14786
SH
SOLE
14786
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
1590
32910
SH
SOLE
32910
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
292
23303
SH
SOLE
23303
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
581
4145
SH
SOLE
4145
0
0
MR COOPER GROUP INC
COMMON STOCK USD.01
62482R107
203
16347
SH
SOLE
16347
0
0
MSA SAFETY INC
COMMON STOCK
553498106
222
1938
SH
SOLE
1938
0
0
MSC INDUSTRIAL DIRECT CO A
COMMON STOCK USD.001
553530106
547
7512
SH
SOLE
7512
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
14721
44100
SH
SOLE
44100
0
0
MURPHY OIL CORP
COMMON STOCK USD1.0
626717102
152
10996
SH
SOLE
10996
0
0
MURPHY USA INC
COMMON STOCK
626755102
1097
9742
SH
SOLE
9742
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
240
14954
SH
SOLE
14954
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
612
19896
SH
SOLE
19896
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
249
2085
SH
SOLE
2085
0
0
NATERA INC
COMMON STOCK USD.0001
632307104
1663
33356
SH
SOLE
33356
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
1457
34737
SH
SOLE
34737
0
0
NATIONAL GENERAL HLDGS
COMMON STOCK USD.01
636220303
1033
47817
SH
SOLE
47817
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
460
7247
SH
SOLE
7247
0
0
NATIONAL INSTRUMENTS CORP
COMMON STOCK USD.01
636518102
1781
46010
SH
SOLE
46010
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
180
14731
SH
SOLE
14731
0
0
NATIONAL RESEARCH CORP
COMMON STOCK USD.001
637372202
456
7829
SH
SOLE
7829
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
1293
36439
SH
SOLE
36439
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1191
41560
SH
SOLE
41560
0
0
NATIONAL VISION HOLDINGS INC
COMMON STOCK USD.01
63845R107
529
17344
SH
SOLE
17344
0
0
NATL HEALTH INVESTORS INC
REIT USD.01
63633D104
737
12135
SH
SOLE
12135
0
0
NATUS MEDICAL INC
COMMON STOCK USD.001
639050103
246
11291
SH
SOLE
11291
0
0
NCR CORPORATION
COMMON STOCK USD.01
62886E108
58
3333
SH
SOLE
3333
0
0
NEKTAR THERAPEUTICS
COMMON STOCK USD.0001
640268108
109
4720
SH
SOLE
4720
0
0
NEOGEN CORP
COMMON STOCK USD.16
640491106
401
5166
SH
SOLE
5166
0
0
NEOGENOMICS INC
COMMON STOCK USD.001
64049M209
248
7995
SH
SOLE
7995
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
482
10860
SH
SOLE
10860
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
556
1295
SH
SOLE
1295
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
15729
34566
SH
SOLE
34566
0
0
NETSCOUT SYSTEMS INC
COMMON STOCK USD.001
64115T104
110
4291
SH
SOLE
4291
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
351
2881
SH
SOLE
2881
0
0
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
646025106
238
7276
SH
SOLE
7276
0
0
NEW ORIENTAL EDUCATIO SP ADR
ADR USD.01
647581107
553
4250
SH
SOLE
4250
0
0
NEW SENIOR INVESTMENT GROUP
REIT
648691103
369
101931
SH
SOLE
101931
0
0
NEW YORK COMMUNITY BANCORP
COMMON STOCK USD.01
649445103
237
23277
SH
SOLE
23277
0
0
NEW YORK TIMES CO A
COMMON STOCK USD.1
650111107
396
9410
SH
SOLE
9410
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
548
34531
SH
SOLE
34531
0
0
NEWMARKET CORP
COMMON STOCK
651587107
125
313
SH
SOLE
313
0
0
NEWMONT CORP
COMMON STOCK USD1.6
651639106
2409
39014
SH
SOLE
39014
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
306
137386
SH
SOLE
137386
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
200
16891
SH
SOLE
16891
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
1464
17491
SH
SOLE
17491
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
7010
29187
SH
SOLE
29187
0
0
NEXTIER OILFIELD SOLUTIONS I
COMMON STOCK USD.01
65290C105
115
46832
SH
SOLE
46832
0
0
NIC INC
COMMON STOCK
62914B100
474
20633
SH
SOLE
20633
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
211
14213
SH
SOLE
14213
0
0
NIKE INC CL B
COMMON STOCK
654106103
14468
147557
SH
SOLE
147557
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
246
10802
SH
SOLE
10802
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
193
21507
SH
SOLE
21507
0
0
NORDIC AMERICAN TANKERS LTD
COMMON STOCK USD.01
G65773106
184
45206
SH
SOLE
45206
0
0
NORDSON CORP
COMMON STOCK
655663102
592
3119
SH
SOLE
3119
0
0
NORDSTROM INC
COMMON STOCK
655664100
65
4202
SH
SOLE
4202
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
4664
26565
SH
SOLE
26565
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
460
5793
SH
SOLE
5793
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.0
666807102
1331
4330
SH
SOLE
4330
0
0
NORTHWEST BANCSHARES INC
COMMON STOCK USD.01
667340103
761
74467
SH
SOLE
74467
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
415
7614
SH
SOLE
7614
0
0
NORTONLIFELOCK INC
COMMON STOCK USD.01
668771108
486
24521
SH
SOLE
24521
0
0
NORWEGIAN CRUISE LINE HOLDIN
COMMON STOCK USD.001
G66721104
130
7937
SH
SOLE
7937
0
0
NOVAGOLD RESOURCES INC
COMMON STOCK
66987E206
230
25033
SH
SOLE
25033
0
0
NOVOCURE LTD
COMMON STOCK
G6674U108
728
12275
SH
SOLE
12275
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
2351
72216
SH
SOLE
72216
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
527
13774
SH
SOLE
13774
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
642
15494
SH
SOLE
15494
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
662
11893
SH
SOLE
11893
0
0
NVENT ELECTRIC PLC
COMMON STOCK USD.01
G6700G107
168
8970
SH
SOLE
8970
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
19384
51023
SH
SOLE
51023
0
0
NVR INC
COMMON STOCK USD.01
62944T105
310
95
SH
SOLE
95
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
641
5622
SH
SOLE
5622
0
0
O I GLASS INC
COMMON STOCK
67098H104
82
9179
SH
SOLE
9179
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
11572
27444
SH
SOLE
27444
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
1195
65320
SH
SOLE
65320
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
507
16698
SH
SOLE
16698
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
290
61105
SH
SOLE
61105
0
0
OKTA INC
COMMON STOCK
679295105
910
4545
SH
SOLE
4545
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
5856
34531
SH
SOLE
34531
0
0
OLD NATIONAL BANCORP
COMMON STOCK
680033107
1128
81978
SH
SOLE
81978
0
0
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.0
680223104
227
13916
SH
SOLE
13916
0
0
OLD SECOND BANCORP INC
COMMON STOCK USD1.0
680277100
307
39450
SH
SOLE
39450
0
0
OLIN CORP
COMMON STOCK USD1.0
680665205
109
9461
SH
SOLE
9461
0
0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
681116109
263
2690
SH
SOLE
2690
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
1029
34628
SH
SOLE
34628
0
0
OMNICELL INC
COMMON STOCK USD.001
68213N109
317
4491
SH
SOLE
4491
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
291
5338
SH
SOLE
5338
0
0
ONE GAS INC
COMMON STOCK
68235P108
456
5914
SH
SOLE
5914
0
0
ONE LIBERTY PROPERTIES INC
REIT USD1.0
682406103
435
24686
SH
SOLE
24686
0
0
ONEMAIN HOLDINGS INC
COMMON STOCK USD.01
68268W103
731
29787
SH
SOLE
29787
0
0
OPKO HEALTH INC
COMMON STOCK USD.01
68375N103
536
157105
SH
SOLE
157105
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
7445
134709
SH
SOLE
134709
0
0
ORBCOMM INC
COMMON STOCK USD.001
68555P100
259
67363
SH
SOLE
67363
0
0
ORION ENGINEERED CARBONS SA
COMMON STOCK
L72967109
495
46765
SH
SOLE
46765
0
0
ORTHOFIX MEDICAL INC
COMMON STOCK USD.1
68752M108
292
9136
SH
SOLE
9136
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
1392
19437
SH
SOLE
19437
0
0
OSPREY TECHNOLOGY ACQUISIT A
COMMON STOCK
68839R104
804
80000
SH
SOLE
80000
0
0
OTIS WORLDWIDE CORP
COMMON STOCK USD.01
68902V107
930
16354
SH
SOLE
16354
0
0
OTTER TAIL CORP
COMMON STOCK USD5.0
689648103
406
10461
SH
SOLE
10461
0
0
OWENS MINOR INC
COMMON STOCK USD2.0
690732102
226
29622
SH
SOLE
29622
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
694
12439
SH
SOLE
12439
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
626
8360
SH
SOLE
8360
0
0
PACIFIC BIOSCIENCES OF CALIF
COMMON STOCK USD.0001
69404D108
401
116307
SH
SOLE
116307
0
0
PACIFIC DRILLING SA
COMMON STOCK
L7257P205
29
58497
SH
SOLE
58497
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
1383
13859
SH
SOLE
13859
0
0
PACWEST BANCORP
COMMON STOCK
695263103
665
33750
SH
SOLE
33750
0
0
PAPA JOHN S INTL INC
COMMON STOCK USD.01
698813102
106
1340
SH
SOLE
1340
0
0
PARK HOTELS RESORTS INC
REIT USD.01
700517105
696
70394
SH
SOLE
70394
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
848
4629
SH
SOLE
4629
0
0
PATTERSON COS INC
COMMON STOCK USD.01
703395103
388
17631
SH
SOLE
17631
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
1110
14648
SH
SOLE
14648
0
0
PAYCOM SOFTWARE INC
COMMON STOCK USD.01
70432V102
487
1571
SH
SOLE
1571
0
0
PAYLOCITY HOLDING CORP
COMMON STOCK USD.001
70438V106
222
1520
SH
SOLE
1520
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
12778
73342
SH
SOLE
73342
0
0
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
69318G106
76
7458
SH
SOLE
7458
0
0
PDL BIOPHARMA INC
COMMON STOCK USD.01
69329Y104
140
47941
SH
SOLE
47941
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
385
133706
SH
SOLE
133706
0
0
PEBBLEBROOK HOTEL TRUST
REIT USD.01
70509V100
132
9699
SH
SOLE
9699
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
728
23846
SH
SOLE
23846
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
288
7428
SH
SOLE
7428
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
187
4914
SH
SOLE
4914
0
0
PENUMBRA INC
COMMON STOCK USD.001
70975L107
376
2100
SH
SOLE
2100
0
0
PEOPLE S UNITED FINANCIAL
COMMON STOCK USD.01
712704105
153
13198
SH
SOLE
13198
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
7588
57373
SH
SOLE
57373
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
472
16194
SH
SOLE
16194
0
0
PERKINELMER INC
COMMON STOCK USD1.0
714046109
604
6159
SH
SOLE
6159
0
0
PERRIGO CO PLC
COMMON STOCK EUR.001
G97822103
195
3535
SH
SOLE
3535
0
0
PERSPECTA INC
COMMON STOCK USD.01
715347100
182
7839
SH
SOLE
7839
0
0
PETMED EXPRESS INC
COMMON STOCK USD.001
716382106
236
6612
SH
SOLE
6612
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
5056
154618
SH
SOLE
154618
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
922
35110
SH
SOLE
35110
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
8670
123745
SH
SOLE
123745
0
0
PHILLIPS 66
COMMON STOCK
718546104
1069
14871
SH
SOLE
14871
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
560
50354
SH
SOLE
50354
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
1855
105882
SH
SOLE
105882
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
721
43399
SH
SOLE
43399
0
0
PINNACLE FINANCIAL PARTNERS
COMMON STOCK USD1.0
72346Q104
1465
34886
SH
SOLE
34886
0
0
PINNACLE WEST CAPITAL
COMMON STOCK
723484101
965
13166
SH
SOLE
13166
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
1563
15998
SH
SOLE
15998
0
0
PLAYAGS INC
COMMON STOCK USD.01
72814N104
174
51438
SH
SOLE
51438
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
278
3939
SH
SOLE
3939
0
0
PLURALSIGHT INC A
COMMON STOCK USD.0001
72941B106
1177
65201
SH
SOLE
65201
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
1123
10675
SH
SOLE
10675
0
0
PNM RESOURCES INC
COMMON STOCK
69349H107
151
3934
SH
SOLE
3934
0
0
POLARIS INC
COMMON STOCK USD.01
731068102
298
3218
SH
SOLE
3218
0
0
POOL CORP
COMMON STOCK USD.001
73278L105
1866
6863
SH
SOLE
6863
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
366
9851
SH
SOLE
9851
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK
736508847
1533
36659
SH
SOLE
36659
0
0
POST HOLDINGS INC
COMMON STOCK USD.01
737446104
302
3445
SH
SOLE
3445
0
0
POTLATCHDELTIC CORP
REIT USD1.0
737630103
192
5051
SH
SOLE
5051
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
4019
37892
SH
SOLE
37892
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
1551
60020
SH
SOLE
60020
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
1313
13491
SH
SOLE
13491
0
0
PRECIGEN INC
COMMON STOCK
74017N105
315
63208
SH
SOLE
63208
0
0
PRESTIGE CONSUMER HEALTHCARE
COMMON STOCK USD.01
74112D101
700
18650
SH
SOLE
18650
0
0
PRICESMART INC
COMMON STOCK USD.0001
741511109
727
12051
SH
SOLE
12051
0
0
PRIMERICA INC
COMMON STOCK
74164M108
5079
43555
SH
SOLE
43555
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
1764
42467
SH
SOLE
42467
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
25427
212652
SH
SOLE
212652
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
637
16426
SH
SOLE
16426
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
13255
165465
SH
SOLE
165465
0
0
PROLOGIS INC
REIT USD.01
74340W103
25116
269106
SH
SOLE
269106
0
0
PROOFPOINT INC
COMMON STOCK USD.0001
743424103
507
4567
SH
SOLE
4567
0
0
PROPTECH ACQUISITION CORP A
COMMON STOCK
74349F101
101
10000
SH
SOLE
10000
0
0
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.0
743606105
287
4834
SH
SOLE
4834
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
1641
26949
SH
SOLE
26949
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
571
4314
SH
SOLE
4314
0
0
PTC INC
COMMON STOCK USD.01
69370C100
698
8975
SH
SOLE
8975
0
0
PTC THERAPEUTICS INC
COMMON STOCK USD.001
69366J200
1051
20712
SH
SOLE
20712
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
751
15275
SH
SOLE
15275
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
5550
28924
SH
SOLE
28924
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
1984
58311
SH
SOLE
58311
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
880
18323
SH
SOLE
18323
0
0
QAD INC A
COMMON STOCK
74727D306
425
10298
SH
SOLE
10298
0
0
QEP RESOURCES INC
COMMON STOCK USD.01
74733V100
276
213941
SH
SOLE
213941
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
409
3703
SH
SOLE
3703
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
823
12840
SH
SOLE
12840
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
4315
47309
SH
SOLE
47309
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
1026
9866
SH
SOLE
9866
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
2181
55593
SH
SOLE
55593
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
376
3301
SH
SOLE
3301
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
655
2927
SH
SOLE
2927
0
0
QUOTIENT TECHNOLOGY INC
COMMON STOCK USD.00001
749119103
908
124031
SH
SOLE
124031
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
866
55830
SH
SOLE
55830
0
0
RADWARE LTD
COMMON STOCK ILS.05
M81873107
142
6000
SH
SOLE
6000
0
0
RALPH LAUREN CORP
COMMON STOCK USD.01
751212101
273
3771
SH
SOLE
3771
0
0
RAPID7 INC
COMMON STOCK USD.01
753422104
580
11370
SH
SOLE
11370
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
133
1929
SH
SOLE
1929
0
0
RAYONIER INC
REIT
754907103
171
6905
SH
SOLE
6905
0
0
RAYTHEON TECHNOLOGIES CORP
COMMON STOCK USD1.0
75513E101
4214
68393
SH
SOLE
68393
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
966
130397
SH
SOLE
130397
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
3482
58521
SH
SOLE
58521
0
0
RED ROCK RESORTS INC CLASS A
COMMON STOCK USD.01
75700L108
412
37738
SH
SOLE
37738
0
0
REGAL BELOIT CORP
COMMON STOCK USD.01
758750103
211
2417
SH
SOLE
2417
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
2488
54212
SH
SOLE
54212
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
3005
4818
SH
SOLE
4818
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
1573
141422
SH
SOLE
141422
0
0
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
759351604
261
3327
SH
SOLE
3327
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
2258
23790
SH
SOLE
23790
0
0
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.0
G7496G103
897
5246
SH
SOLE
5246
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
358
12859
SH
SOLE
12859
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
514
4155
SH
SOLE
4155
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
9976
121580
SH
SOLE
121580
0
0
RESMED INC
COMMON STOCK USD.004
761152107
842
4387
SH
SOLE
4387
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
1439
127017
SH
SOLE
127017
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
724
98954
SH
SOLE
98954
0
0
RETROPHIN INC
COMMON STOCK USD.0001
761299106
398
19514
SH
SOLE
19514
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
2087
50375
SH
SOLE
50375
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
1333
45737
SH
SOLE
45737
0
0
RH
COMMON STOCK USD.0001
74967X103
240
966
SH
SOLE
966
0
0
RIGEL PHARMACEUTICALS INC
COMMON STOCK USD.001
766559603
224
122252
SH
SOLE
122252
0
0
RINGCENTRAL INC CLASS A
COMMON STOCK USD.0001
76680R206
762
2673
SH
SOLE
2673
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754872
1288
75476
SH
SOLE
75476
0
0
RLI CORP
COMMON STOCK USD1.0
749607107
386
4705
SH
SOLE
4705
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
333
6305
SH
SOLE
6305
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
3298
15482
SH
SOLE
15482
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
8857
22813
SH
SOLE
22813
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
2373
27840
SH
SOLE
27840
0
0
ROYAL GOLD INC
COMMON STOCK USD.01
780287108
435
3501
SH
SOLE
3501
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
1189
15835
SH
SOLE
15835
0
0
RTI SURGICAL HDS INC
COMMON STOCK USD.001
74975N105
251
78859
SH
SOLE
78859
0
0
RUSH ENTERPRISES INC CL A
COMMON STOCK USD.01
781846209
332
8011
SH
SOLE
8011
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
368
45090
SH
SOLE
45090
0
0
RYDER SYSTEM INC
COMMON STOCK USD.5
783549108
588
15668
SH
SOLE
15668
0
0
RYERSON HOLDING CORP
COMMON STOCK USD.01
783754104
248
44114
SH
SOLE
44114
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
196
5677
SH
SOLE
5677
0
0
SP GLOBAL INC
COMMON STOCK USD1.0
78409V104
14912
45260
SH
SOLE
45260
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
822
56938
SH
SOLE
56938
0
0
SABRE CORP
COMMON STOCK USD.01
78573M104
104
12898
SH
SOLE
12898
0
0
SAFEHOLD INC
REIT USD.01
78645L100
247
4295
SH
SOLE
4295
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
16954
90501
SH
SOLE
90501
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
494
39456
SH
SOLE
39456
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
103
79603
SH
SOLE
79603
0
0
SANGAMO THERAPEUTICS INC
COMMON STOCK USD.01
800677106
288
32175
SH
SOLE
32175
0
0
SANTANDER CONSUMER USA HOLDI
COMMON STOCK USD.01
80283M101
1035
56223
SH
SOLE
56223
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
1919
6443
SH
SOLE
6443
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
1257
68326
SH
SOLE
68326
0
0
SCHOLASTIC CORP
COMMON STOCK USD.01
807066105
728
24330
SH
SOLE
24330
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
1476
43755
SH
SOLE
43755
0
0
SCIENCE APPLICATIONS INTE
COMMON STOCK USD.0001
808625107
846
10893
SH
SOLE
10893
0
0
SCIENTIFIC GAMES CORP
COMMON STOCK USD.001
80874P109
1016
65718
SH
SOLE
65718
0
0
SCOTTS MIRACLE GRO CO
COMMON STOCK USD.01
810186106
817
6074
SH
SOLE
6074
0
0
SCVX CORP CLASS A
CVX CORP CLASS A CW25
G79448117
26
25000
SH
SOLE
25000
0
0
SCVX CORP CLASS A
COMMON STOCK
G79448208
498
50000
SH
SOLE
50000
0
0
SEA LTD ADR
ADR
81141R100
1682
15686
SH
SOLE
15686
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
268
5528
SH
SOLE
5528
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
294
8936
SH
SOLE
8936
0
0
SEASPINE HOLDINGS CORP
COMMON STOCK USD.01
81255T108
363
34627
SH
SOLE
34627
0
0
SEATTLE GENETICS INC
COMMON STOCK USD.001
812578102
325
1911
SH
SOLE
1911
0
0
SECUREWORKS CORP A
COMMON STOCK USD.01
81374A105
203
17732
SH
SOLE
17732
0
0
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
784117103
1751
31841
SH
SOLE
31841
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
994
67481
SH
SOLE
67481
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.0
816300107
1438
27275
SH
SOLE
27275
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
875
7463
SH
SOLE
7463
0
0
SEMTECH CORP
COMMON STOCK USD.01
816850101
1609
30817
SH
SOLE
30817
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
1680
32213
SH
SOLE
32213
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
817565104
844
21708
SH
SOLE
21708
0
0
SERVICE PROPERTIES TRUST
REIT USD.01
81761L102
46
6508
SH
SOLE
6508
0
0
SERVICEMASTER GLOBAL HOLDING
COMMON STOCK USD.01
81761R109
2164
60636
SH
SOLE
60636
0
0
SERVICENOW INC
COMMON STOCK USD.001
81762P102
634
1564
SH
SOLE
1564
0
0
SERVISFIRST BANCSHARES INC
COMMON STOCK USD.001
81768T108
430
12028
SH
SOLE
12028
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
11931
20648
SH
SOLE
20648
0
0
SHUTTERSTOCK INC
COMMON STOCK USD.01
825690100
209
5984
SH
SOLE
5984
0
0
SIGNATURE BANK
COMMON STOCK USD.01
82669G104
351
3286
SH
SOLE
3286
0
0
SILGAN HOLDINGS INC
COMMON STOCK USD.01
827048109
63
1936
SH
SOLE
1936
0
0
SILICON LABORATORIES INC
COMMON STOCK USD.0001
826919102
313
3124
SH
SOLE
3124
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
3701
54122
SH
SOLE
54122
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
872
10336
SH
SOLE
10336
0
0
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
83001A102
105
5442
SH
SOLE
5442
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
466
14845
SH
SOLE
14845
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
560
4380
SH
SOLE
4380
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
2289
46436
SH
SOLE
46436
0
0
SLM CORP
COMMON STOCK USD.2
78442P106
170
24118
SH
SOLE
24118
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
27028
573609
SH
SOLE
573609
0
0
SMITH WESSON BRANDS INC
COMMON STOCK USD.001
831754106
932
43319
SH
SOLE
43319
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
972
7016
SH
SOLE
7016
0
0
SOCIAL CAPITAL HEDOSOPHIA A
COMMON STOCK USD.0001
G8250T109
822
69999
SH
SOLE
69999
0
0
SOCIAL CAPITAL HEDOSOPHIA A
SOCIAL CAPITAL HEDOSOP CWXX
G8250T125
84
23333
SH
SOLE
23333
0
0
SOCIAL CAPITAL HEDOSOPHIA A
COMMON STOCK
G8251K107
4193
375000
SH
SOLE
375000
0
0
SOCIAL CAPITAL HEDOSOPHIA A
SOCIAL CAPITAL HEDOSOP CW25
G8251K115
375
125000
SH
SOLE
125000
0
0
SOCIAL CAPITAL HEDOSPHIA II
UNIT USD.0001
G8250T117
0
1
SH
SOLE
1
0
0
SOLAREDGE TECHNOLOGIES INC
COMMON STOCK USD.0001
83417M104
358
2583
SH
SOLE
2583
0
0
SONOCO PRODUCTS CO
COMMON STOCK
835495102
1043
19950
SH
SOLE
19950
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
1466
28283
SH
SOLE
28283
0
0
SOUTHERN COPPER CORP
COMMON STOCK USD.01
84265V105
463
11641
SH
SOLE
11641
0
0
SOUTHWEST AIRLINES CO
COMMON STOCK USD1.0
844741108
523
15305
SH
SOLE
15305
0
0
SOUTHWEST GAS HOLDINGS INC
COMMON STOCK USD1.0
844895102
691
10009
SH
SOLE
10009
0
0
SOUTHWESTERN ENERGY CO
COMMON STOCK USD.01
845467109
277
108327
SH
SOLE
108327
0
0
SPARTANNASH CO
COMMON STOCK
847215100
454
21343
SH
SOLE
21343
0
0
SPDR PORTFOLIO SP 500 VALUE E
SPDR PORT S+P 500 VALUE
78464A508
45202
1559776
SH
SOLE
1559776
0
0
SPDR SP 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
503170
1631763
SH
SOLE
1631763
0
0
SPIRE INC
COMMON STOCK USD1.0
84857L101
93
1421
SH
SOLE
1421
0
0
SPIRIT REALTY CAPITAL INC
REIT USD.05
84860W300
645
18506
SH
SOLE
18506
0
0
SPROUTS FARMERS MARKET INC
COMMON STOCK USD.001
85208M102
1046
40865
SH
SOLE
40865
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
2285
30422
SH
SOLE
30422
0
0
SPX CORP
COMMON STOCK USD.01
784635104
570
13852
SH
SOLE
13852
0
0
SSC TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
5354
94803
SH
SOLE
94803
0
0
STAAR SURGICAL CO
COMMON STOCK USD.01
852312305
601
9763
SH
SOLE
9763
0
0
STABLE ROAD ACQUISITION CL A
COMMON STOCK
85236Q109
2239
225000
SH
SOLE
225000
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
399
2173
SH
SOLE
2173
0
0
STANDARD MOTOR PRODS
COMMON STOCK USD2.0
853666105
213
5165
SH
SOLE
5165
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
872
6254
SH
SOLE
6254
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
4532
61584
SH
SOLE
61584
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
573
9021
SH
SOLE
9021
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
2815
107888
SH
SOLE
107888
0
0
STEPAN CO
COMMON STOCK USD1.0
858586100
247
2539
SH
SOLE
2539
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
573
10244
SH
SOLE
10244
0
0
STERIS PLC
COMMON STOCK USD75.0
G8473T100
2027
13208
SH
SOLE
13208
0
0
STERLING BANCORP/DE
COMMON STOCK USD.01
85917A100
1443
123144
SH
SOLE
123144
0
0
STEVEN MADDEN LTD
COMMON STOCK USD.0001
556269108
260
10548
SH
SOLE
10548
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
1057
22296
SH
SOLE
22296
0
0
STITCH FIX INC CLASS A
COMMON STOCK USD.00002
860897107
299
12004
SH
SOLE
12004
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
2226
93482
SH
SOLE
93482
0
0
STRATEGIC EDUCATION INC
COMMON STOCK USD.01
86272C103
1003
6528
SH
SOLE
6528
0
0
STURM RUGER CO INC
COMMON STOCK USD1.0
864159108
509
6692
SH
SOLE
6692
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
389
65541
SH
SOLE
65541
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
2158
15908
SH
SOLE
15908
0
0
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
867892101
490
60067
SH
SOLE
60067
0
0
SURGERY PARTNERS INC
COMMON STOCK USD.01
86881A100
758
65530
SH
SOLE
65530
0
0
SURMODICS INC
COMMON STOCK USD.05
868873100
247
5701
SH
SOLE
5701
0
0
SUSTAINABLE OPPORTUNITIES
UNIT USD.0001
G8598Y125
3788
375000
SH
SOLE
375000
0
0
SVB FINANCIAL GROUP
COMMON STOCK USD.001
78486Q101
449
2085
SH
SOLE
2085
0
0
SVMK INC
COMMON STOCK USD.00001
78489X103
252
10692
SH
SOLE
10692
0
0
SWITCH INC A
COMMON STOCK USD.001
87105L104
1532
85943
SH
SOLE
85943
0
0
SYNAPTICS INC
COMMON STOCK USD.001
87157D109
643
10695
SH
SOLE
10695
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
984
44413
SH
SOLE
44413
0
0
SYNEOS HEALTH INC
COMMON STOCK USD.01
87166B102
730
12525
SH
SOLE
12525
0
0
SYNNEX CORP
COMMON STOCK USD.001
87162W100
265
2210
SH
SOLE
2210
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
1107
5675
SH
SOLE
5675
0
0
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
87161C501
202
9859
SH
SOLE
9859
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
8078
77557
SH
SOLE
77557
0
0
T MOBILE US INC
RIGHT
872590112
2
10092
SH
SOLE
10092
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
1327
10741
SH
SOLE
10741
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
3983
70161
SH
SOLE
70161
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
578
4140
SH
SOLE
4140
0
0
TAL EDUCATION GROUP ADR
ADR
874080104
689
10074
SH
SOLE
10074
0
0
TANDEM DIABETES CARE INC
COMMON STOCK
875372203
1281
12951
SH
SOLE
12951
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
318
23955
SH
SOLE
23955
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
11690
97471
SH
SOLE
97471
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
9856
261021
SH
SOLE
261021
0
0
TAYLOR MORRISON HOME CORP
COMMON STOCK USD.00001
87724P106
69
3590
SH
SOLE
3590
0
0
TCF FINANCIAL CORP
COMMON STOCK USD1.0
872307103
835
28381
SH
SOLE
28381
0
0
TD AMERITRADE HOLDING CORP
COMMON STOCK USD.01
87236Y108
4045
111200
SH
SOLE
111200
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
3084
37812
SH
SOLE
37812
0
0
TECH DATA CORP
COMMON STOCK USD.0015
878237106
7868
54298
SH
SOLE
54298
0
0
TEGNA INC
COMMON STOCK USD1.0
87901J105
120
10764
SH
SOLE
10764
0
0
TELADOC HEALTH INC
COMMON STOCK USD.001
87918A105
1684
8826
SH
SOLE
8826
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
4000
12863
SH
SOLE
12863
0
0
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
879433829
141
7096
SH
SOLE
7096
0
0
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
88023U101
192
2675
SH
SOLE
2675
0
0
TENABLE HOLDINGS INC
COMMON STOCK USD.01
88025T102
615
20616
SH
SOLE
20616
0
0
TENET HEALTHCARE CORP
COMMON STOCK USD.05
88033G407
442
24425
SH
SOLE
24425
0
0
TERADATA CORP
COMMON STOCK USD.01
88076W103
147
7044
SH
SOLE
7044
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
3005
35555
SH
SOLE
35555
0
0
TEREX CORP
COMMON STOCK USD.01
880779103
99
5261
SH
SOLE
5261
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
4254
280407
SH
SOLE
280407
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
1963
37291
SH
SOLE
37291
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
2025
25598
SH
SOLE
25598
0
0
TEXAS CAPITAL BANCSHARES INC
COMMON STOCK USD.01
88224Q107
87
2812
SH
SOLE
2812
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
15717
123788
SH
SOLE
123788
0
0
TEXAS ROADHOUSE INC
COMMON STOCK USD.001
882681109
574
10917
SH
SOLE
10917
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
495
15047
SH
SOLE
15047
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
9680
26715
SH
SOLE
26715
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
2351
22073
SH
SOLE
22073
0
0
TIFFANY CO
COMMON STOCK USD.01
886547108
17485
143392
SH
SOLE
143392
0
0
TIMKEN CO
COMMON STOCK
887389104
196
4316
SH
SOLE
4316
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
13754
272031
SH
SOLE
272031
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
225
6901
SH
SOLE
6901
0
0
TOMPKINS FINANCIAL CORP
COMMON STOCK USD.1
890110109
242
3739
SH
SOLE
3739
0
0
TOPBUILD CORP
COMMON STOCK
89055F103
998
8771
SH
SOLE
8771
0
0
TORO CO
COMMON STOCK USD1.0
891092108
811
12219
SH
SOLE
12219
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
443
23199
SH
SOLE
23199
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
443
3359
SH
SOLE
3359
0
0
TRADEWEB MARKETS INC CLASS A
COMMON STOCK USD.01
892672106
1223
21042
SH
SOLE
21042
0
0
TRANE TECHNOLOGIES PLC
COMMON STOCK USD1.0
G8994E103
14352
161300
SH
SOLE
161300
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
955
2160
SH
SOLE
2160
0
0
TRANSLATE BIO INC
COMMON STOCK USD.001
89374L104
265
14773
SH
SOLE
14773
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
788
6909
SH
SOLE
6909
0
0
TRAVELZOO
COMMON STOCK USD.01
89421Q205
172
30429
SH
SOLE
30429
0
0
TREBIA ACQUISITION CORP
UNIT USD.0001
G9027T125
1045
100000
SH
SOLE
100000
0
0
TREEHOUSE FOODS INC
COMMON STOCK USD.01
89469A104
146
3340
SH
SOLE
3340
0
0
TREX COMPANY INC
COMMON STOCK USD.01
89531P105
406
3119
SH
SOLE
3119
0
0
TRI POINTE GROUP INC
COMMON STOCK USD.01
87265H109
444
30224
SH
SOLE
30224
0
0
TRIMAS CORP
COMMON STOCK USD.01
896215209
199
8293
SH
SOLE
8293
0
0
TRIMBLE INC
COMMON STOCK
896239100
990
22924
SH
SOLE
22924
0
0
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
896522109
53
2485
SH
SOLE
2485
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
235
10619
SH
SOLE
10619
0
0
TRIPADVISOR INC
COMMON STOCK USD.001
896945201
143
7526
SH
SOLE
7526
0
0
TRUIST FINANCIAL CORP
COMMON STOCK USD5.0
89832Q109
1274
33927
SH
SOLE
33927
0
0
TRUPANION INC
COMMON STOCK USD.00001
898202106
446
10439
SH
SOLE
10439
0
0
TRUSTMARK CORP
COMMON STOCK
898402102
54
2205
SH
SOLE
2205
0
0
TUSCAN HOLDINGS CORP
COMMON STOCK USD.0001
90069K104
2046
200000
SH
SOLE
200000
0
0
TYLER TECHNOLOGIES INC
COMMON STOCK USD.01
902252105
1401
4039
SH
SOLE
4039
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
551
9231
SH
SOLE
9231
0
0
UDR INC
REIT USD.01
902653104
2129
56955
SH
SOLE
56955
0
0
UGI CORP
COMMON STOCK
902681105
547
17190
SH
SOLE
17190
0
0
ULTA BEAUTY INC
COMMON STOCK USD.01
90384S303
359
1767
SH
SOLE
1767
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
289
12791
SH
SOLE
12791
0
0
UMB FINANCIAL CORP
COMMON STOCK USD1.0
902788108
121
2352
SH
SOLE
2352
0
0
UMPQUA HOLDINGS CORP
COMMON STOCK
904214103
148
13947
SH
SOLE
13947
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
905
5056
SH
SOLE
5056
0
0
UNION ACQUISITION CORP II
COMMON STOCK
G9402Q100
500
50000
SH
SOLE
50000
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
21939
129762
SH
SOLE
129762
0
0
UNITED AIRLINES HOLDINGS INC
COMMON STOCK USD.01
910047109
929
26856
SH
SOLE
26856
0
0
UNITED BANKSHARES INC
COMMON STOCK USD2.5
909907107
162
5845
SH
SOLE
5845
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.0
90984P303
485
24128
SH
SOLE
24128
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
2891
26000
SH
SOLE
26000
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
481
3224
SH
SOLE
3224
0
0
UNITED STATES STEEL CORP
COMMON STOCK USD1.0
912909108
39
5454
SH
SOLE
5454
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
666
5500
SH
SOLE
5500
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
28819
97709
SH
SOLE
97709
0
0
UNITI GROUP INC
REIT USD.0001
91325V108
249
26604
SH
SOLE
26604
0
0
UNIVAR SOLUTIONS INC
COMMON STOCK USD.01
91336L107
63
3755
SH
SOLE
3755
0
0
UNIVERSAL CORP/VA
COMMON STOCK
913456109
195
4581
SH
SOLE
4581
0
0
UNIVERSAL DISPLAY CORP
COMMON STOCK USD.01
91347P105
277
1853
SH
SOLE
1853
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
3246
34947
SH
SOLE
34947
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
146
8812
SH
SOLE
8812
0
0
URBAN EDGE PROPERTIES
REIT USD.01
91704F104
85
7147
SH
SOLE
7147
0
0
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
917047102
45
2969
SH
SOLE
2969
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
277
23314
SH
SOLE
23314
0
0
US BANCORP
COMMON STOCK USD.01
902973304
1403
38099
SH
SOLE
38099
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
7724
311468
SH
SOLE
311468
0
0
US FOODS HOLDING CORP
COMMON STOCK USD.01
912008109
41
2063
SH
SOLE
2063
0
0
USANA HEALTH SCIENCES INC
COMMON STOCK USD.001
90328M107
280
3809
SH
SOLE
3809
0
0
VAIL RESORTS INC
COMMON STOCK USD.01
91879Q109
391
2144
SH
SOLE
2144
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
893
15186
SH
SOLE
15186
0
0
VALLEY NATIONAL BANCORP
COMMON STOCK
919794107
152
19381
SH
SOLE
19381
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.0
920253101
165
1453
SH
SOLE
1453
0
0
VALVOLINE INC
COMMON STOCK USD.01
92047W101
181
9362
SH
SOLE
9362
0
0
VANGUARD REAL ESTATE ETF
VANGUARD REAL ESTATE ETF
922908553
401
5101
SH
SOLE
5101
0
0
VANGUARD SP 500 ETF
VANGUARD S+P 500 ETF
922908363
45259
159683
SH
SOLE
159683
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
1270
10366
SH
SOLE
10366
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
641
7240
SH
SOLE
7240
0
0
VBI VACCINES INC
COMMON STOCK
91822J103
918
296226
SH
SOLE
296226
0
0
VENTAS INC
REIT USD.25
92276F100
3083
84202
SH
SOLE
84202
0
0
VERACYTE INC
COMMON STOCK USD.001
92337F107
480
18527
SH
SOLE
18527
0
0
VEREIT INC
REIT USD.01
92339V100
1630
253492
SH
SOLE
253492
0
0
VERICEL CORP
COMMON STOCK
92346J108
219
15869
SH
SOLE
15869
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
650
14383
SH
SOLE
14383
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
8119
39253
SH
SOLE
39253
0
0
VERISK ANALYTICS INC
COMMON STOCK USD.001
92345Y106
10722
62995
SH
SOLE
62995
0
0
VERITEX HOLDINGS INC
COMMON STOCK USD.01
923451108
775
43808
SH
SOLE
43808
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
12191
221127
SH
SOLE
221127
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
15684
54024
SH
SOLE
54024
0
0
VIACOMCBS INC CLASS B
COMMON STOCK USD.001
92556H206
375
16063
SH
SOLE
16063
0
0
VIASAT INC
COMMON STOCK USD.0001
92552V100
114
2974
SH
SOLE
2974
0
0
VIAVI SOLUTIONS INC
COMMON STOCK USD.001
925550105
236
18529
SH
SOLE
18529
0
0
VICI PROPERTIES INC
REIT USD.01
925652109
1902
94202
SH
SOLE
94202
0
0
VICOR CORP
COMMON STOCK USD.01
925815102
766
10643
SH
SOLE
10643
0
0
VIELA BIO INC
COMMON STOCK
926613100
110
2550
SH
SOLE
2550
0
0
VIRTU FINANCIAL INC CLASS A
COMMON STOCK USD.00001
928254101
368
15573
SH
SOLE
15573
0
0
VIRTUSA CORP
COMMON STOCK USD.01
92827P102
256
7888
SH
SOLE
7888
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
55033
284892
SH
SOLE
284892
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
1326
86850
SH
SOLE
86850
0
0
VISTEON CORP
COMMON STOCK
92839U206
288
4205
SH
SOLE
4205
0
0
VISTRA CORP
COMMON STOCK USD.01
92840M102
3681
197717
SH
SOLE
197717
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
253
25143
SH
SOLE
25143
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
145
3786
SH
SOLE
3786
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
1253
29560
SH
SOLE
29560
0
0
WALMART INC
COMMON STOCK USD.1
931142103
11757
98153
SH
SOLE
98153
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
23420
210023
SH
SOLE
210023
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.0
938824109
673
25065
SH
SOLE
25065
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
975
9210
SH
SOLE
9210
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
7580
42017
SH
SOLE
42017
0
0
WATSCO INC
COMMON STOCK USD.5
942622200
152
853
SH
SOLE
853
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
2318
28619
SH
SOLE
28619
0
0
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
947890109
655
22911
SH
SOLE
22911
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
1950
22244
SH
SOLE
22244
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
1011
53393
SH
SOLE
53393
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
2605
101761
SH
SOLE
101761
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
3742
72301
SH
SOLE
72301
0
0
WENDY S CO/THE
COMMON STOCK USD.1
95058W100
309
14204
SH
SOLE
14204
0
0
WERNER ENTERPRISES INC
COMMON STOCK USD.01
950755108
114
2630
SH
SOLE
2630
0
0
WEST PHARMACEUTICAL SERVICES
COMMON STOCK USD.25
955306105
3276
14421
SH
SOLE
14421
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
2167
57219
SH
SOLE
57219
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
372
8430
SH
SOLE
8430
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
831
38429
SH
SOLE
38429
0
0
WESTROCK CO
COMMON STOCK
96145D105
753
26644
SH
SOLE
26644
0
0
WESTWOOD HOLDINGS GROUP INC
COMMON STOCK USD.01
961765104
310
19659
SH
SOLE
19659
0
0
WEX INC
COMMON STOCK USD.01
96208T104
305
1848
SH
SOLE
1848
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
387
17252
SH
SOLE
17252
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
520
4011
SH
SOLE
4011
0
0
WILEY (JOHN) SONS CLASS A
COMMON STOCK USD1.0
968223206
128
3291
SH
SOLE
3291
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
1073
56435
SH
SOLE
56435
0
0
WILLIAMS SONOMA INC
COMMON STOCK USD.01
969904101
363
4429
SH
SOLE
4429
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
925
4698
SH
SOLE
4698
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK
97650W108
487
11170
SH
SOLE
11170
0
0
WIX.COM LTD
COMMON STOCK ILS.01
M98068105
296
1154
SH
SOLE
1154
0
0
WOLVERINE WORLD WIDE INC
COMMON STOCK USD1.0
978097103
893
37492
SH
SOLE
37492
0
0
WOODWARD INC
COMMON STOCK USD.00292
980745103
278
3583
SH
SOLE
3583
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
415
16092
SH
SOLE
16092
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
1287
34507
SH
SOLE
34507
0
0
WP CAREY INC
REIT USD.001
92936U109
2773
40995
SH
SOLE
40995
0
0
WPX ENERGY INC
COMMON STOCK USD.01
98212B103
114
17793
SH
SOLE
17793
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
2253
39326
SH
SOLE
39326
0
0
WRIGHT MEDICAL GROUP NV
COMMON STOCK USD.03
N96617118
9240
310900
SH
SOLE
310900
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
609
21209
SH
SOLE
21209
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
1964
6250
SH
SOLE
6250
0
0
WW INTERNATIONAL INC
COMMON STOCK
98262P101
610
24025
SH
SOLE
24025
0
0
WYNDHAM DESTINATIONS INC
COMMON STOCK USD.01
98310W108
86
3065
SH
SOLE
3065
0
0
WYNDHAM HOTELS RESORTS INC
COMMON STOCK USD.01
98311A105
256
6014
SH
SOLE
6014
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
835
13356
SH
SOLE
13356
0
0
XEROX HOLDINGS CORP
COMMON STOCK USD1.0
98421M106
87
5685
SH
SOLE
5685
0
0
XILINX INC
COMMON STOCK USD.01
983919101
609
6187
SH
SOLE
6187
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
832
10769
SH
SOLE
10769
0
0
XYLEM INC
COMMON STOCK
98419M100
249
3830
SH
SOLE
3830
0
0
YELP INC
COMMON STOCK USD.000001
985817105
1395
60320
SH
SOLE
60320
0
0
YUM BRANDS INC
COMMON STOCK
988498101
1193
13723
SH
SOLE
13723
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
1656
6470
SH
SOLE
6470
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
1638
13724
SH
SOLE
13724
0
0
ZIONS BANCORP NA
COMMON STOCK USD.001
989701107
123
3617
SH
SOLE
3617
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
3235
23607
SH
SOLE
23607
0
0
ZSCALER INC
COMMON STOCK USD.001
98980G102
754
6884
SH
SOLE
6884
0
0
ZUMIEZ INC
COMMON STOCK
989817101
295
10784
SH
SOLE
10784
0
0
ZYNGA INC CL A
COMMON STOCK USD.00000625
98986T108
99
10390
SH
SOLE
10390
0
0