0001567619-20-018333.txt : 20201029
0001567619-20-018333.hdr.sgml : 20201029
20201029162519
ACCESSION NUMBER: 0001567619-20-018333
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201029
DATE AS OF CHANGE: 20201029
EFFECTIVENESS DATE: 20201029
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: 201272992
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
09-30-2020
09-30-2020
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
10-29-2020
0
1266
4543757
false
INFORMATION TABLE
2
form13fInfoTable.xml
10X GEA3:L40NOMICS INC CLASS A
COMMON STOCK
88025U109
46
365
SH
SOLE
365
0
0
1ST SOURCE CORP
COMMON STOCK
336901103
526
17054
SH
SOLE
17054
0
0
360 DIGITECH INC
ADR USD.00001
88557W101
143
12000
SH
SOLE
12000
0
0
3M CO
COMMON STOCK USD.01
88579Y101
2294
14324
SH
SOLE
14324
0
0
A10 NETWORKS INC
COMMON STOCK USD.00001
002121101
447
70166
SH
SOLE
70166
0
0
AARON S INC
COMMON STOCK USD.5
002535300
4005
70703
SH
SOLE
70703
0
0
ABBOTT LABORATORIES
COMMON STOCK
002824100
20424
187671
SH
SOLE
187671
0
0
ABBVIE INC
COMMON STOCK USD.01
00287Y109
5860
66906
SH
SOLE
66906
0
0
ABERCROMBIE FITCH CO CL A
COMMON STOCK USD.01
002896207
297
21322
SH
SOLE
21322
0
0
ABIOMED INC
COMMON STOCK USD.01
003654100
517
1865
SH
SOLE
1865
0
0
ACADIA PHARMACEUTICALS INC
COMMON STOCK USD.0001
004225108
310
7516
SH
SOLE
7516
0
0
ACCENTURE PLC CL A
COMMON STOCK USD.0000225
G1151C101
6516
28835
SH
SOLE
28835
0
0
ACCURAY INC
COMMON STOCK USD.001
004397105
220
91638
SH
SOLE
91638
0
0
ACE CONVERGENCE ACQU CLASS A
ACE CONVERGENCE ACQU C CW27
G0083D104
19
25000
SH
SOLE
25000
0
0
ACE CONVERGENCE ACQU CLASS A
COMMON STOCK USD.0001
G0083D120
488
50000
SH
SOLE
50000
0
0
ACI WORLDWIDE INC
COMMON STOCK USD.005
004498101
518
19824
SH
SOLE
19824
0
0
ACTIVISION BLIZZARD INC
COMMON STOCK USD.000001
00507V109
2030
25074
SH
SOLE
25074
0
0
ADOBE INC
COMMON STOCK USD.0001
00724F101
17699
36089
SH
SOLE
36089
0
0
ADTRAN INC
COMMON STOCK USD.01
00738A106
197
19163
SH
SOLE
19163
0
0
ADURO BIOTECH INC
COMMON STOCK USD.0001
00739L101
206
84612
SH
SOLE
84612
0
0
ADVANCE AUTO PARTS INC
COMMON STOCK USD.0001
00751Y106
561
3656
SH
SOLE
3656
0
0
ADVANCED DISPOSAL SERVICES I
COMMON STOCK USD.01
00790X101
8362
276600
SH
SOLE
276600
0
0
ADVANCED MICRO DEVICES
COMMON STOCK USD.01
007903107
3598
43884
SH
SOLE
43884
0
0
ADVERUM BIOTECHNOLOGIES INC
COMMON STOCK USD.0001
00773U108
132
12826
SH
SOLE
12826
0
0
AEROJET ROCKETDYNE HOLDINGS
COMMON STOCK USD.1
007800105
262
6579
SH
SOLE
6579
0
0
AES CORP
COMMON STOCK USD.01
00130H105
323
17852
SH
SOLE
17852
0
0
AFLAC INC
COMMON STOCK USD.1
001055102
734
20183
SH
SOLE
20183
0
0
AGCO CORP
COMMON STOCK USD.01
001084102
1935
26055
SH
SOLE
26055
0
0
AGILENT TECHNOLOGIES INC
COMMON STOCK USD.01
00846U101
10905
108038
SH
SOLE
108038
0
0
AGILYSYS INC
COMMON STOCK USD.3
00847J105
531
21981
SH
SOLE
21981
0
0
AGREE REALTY CORP
REIT USD.0001
008492100
750
11781
SH
SOLE
11781
0
0
AIMMUNE THERAPEUTICS INC
COMMON STOCK USD.0001
00900T107
5470
158783
SH
SOLE
158783
0
0
AIR PRODUCTS CHEMICALS INC
COMMON STOCK USD1.0
009158106
8119
27257
SH
SOLE
27257
0
0
AKAMAI TECHNOLOGIES INC
COMMON STOCK USD.01
00971T101
480
4345
SH
SOLE
4345
0
0
AKEBIA THERAPEUTICS INC
COMMON STOCK USD.0001
00972D105
236
93849
SH
SOLE
93849
0
0
ALARM.COM HOLDINGS INC
COMMON STOCK
011642105
417
7540
SH
SOLE
7540
0
0
ALASKA AIR GROUP INC
COMMON STOCK USD.01
011659109
1255
34275
SH
SOLE
34275
0
0
ALBANY INTL CORP CL A
COMMON STOCK USD.001
012348108
673
13589
SH
SOLE
13589
0
0
ALBEMARLE CORP
COMMON STOCK USD.01
012653101
324
3634
SH
SOLE
3634
0
0
ALBIREO PHARMA INC
COMMON STOCK USD.01
01345P106
280
8403
SH
SOLE
8403
0
0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
015271109
3431
21443
SH
SOLE
21443
0
0
ALEXION PHARMACEUTICALS INC
COMMON STOCK USD.0001
015351109
1347
11773
SH
SOLE
11773
0
0
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
01609W102
62890
213927
SH
SOLE
213927
0
0
ALLAKOS INC
COMMON STOCK USD.001
01671P100
400
4913
SH
SOLE
4913
0
0
ALLEGHANY CORP
COMMON STOCK USD1.0
017175100
624
1199
SH
SOLE
1199
0
0
ALLEGHENY TECHNOLOGIES INC
COMMON STOCK USD.1
01741R102
1869
214300
SH
SOLE
214300
0
0
ALLEGION PLC
COMMON STOCK USD.01
G0176J109
2433
24598
SH
SOLE
24598
0
0
ALLIANT ENERGY CORP
COMMON STOCK USD.01
018802108
996
19287
SH
SOLE
19287
0
0
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
01973R101
6312
179625
SH
SOLE
179625
0
0
ALLSTATE CORP
COMMON STOCK USD.01
020002101
7636
81111
SH
SOLE
81111
0
0
ALLY FINANCIAL INC
COMMON STOCK USD.1
02005N100
1267
50524
SH
SOLE
50524
0
0
ALPHABET INC CL A
COMMON STOCK USD.001
02079K305
18515
12633
SH
SOLE
12633
0
0
ALPHABET INC CL C
COMMON STOCK USD.001
02079K107
78553
53452
SH
SOLE
53452
0
0
ALTICE USA INC A
COMMON STOCK USD.01
02156K103
796
30602
SH
SOLE
30602
0
0
ALTRIA GROUP INC
COMMON STOCK USD.333
02209S103
5712
147821
SH
SOLE
147821
0
0
ALUSSA ENERGY ACQUISITION A
COMMON STOCK
G0232J101
3227
325000
SH
SOLE
325000
0
0
AMAG PHARMACEUTICALS INC
COMMON STOCK USD.01
00163U106
687
73075
SH
SOLE
73075
0
0
AMAZON.COM INC
COMMON STOCK USD.01
023135106
152543
48446
SH
SOLE
48446
0
0
AMC NETWORKS INC A
COMMON STOCK
00164V103
495
20046
SH
SOLE
20046
0
0
AMCOR PLC
COMMON STOCK USD.01
G0250X107
435
39402
SH
SOLE
39402
0
0
AMDOCS LTD
COMMON STOCK GBP.0001
G02602103
40
703
SH
SOLE
703
0
0
AMEDISYS INC
COMMON STOCK USD.001
023436108
1530
6470
SH
SOLE
6470
0
0
AMEREN CORPORATION
COMMON STOCK USD.01
023608102
521
6593
SH
SOLE
6593
0
0
AMERICA S CAR MART INC
COMMON STOCK USD.01
03062T105
195
2296
SH
SOLE
2296
0
0
AMERICAN AIRLINES GROUP INC
COMMON STOCK
02376R102
1852
150674
SH
SOLE
150674
0
0
AMERICAN ASSETS TRUST INC
REIT USD.01
024013104
463
19215
SH
SOLE
19215
0
0
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
024835100
528
15110
SH
SOLE
15110
0
0
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
02553E106
443
29879
SH
SOLE
29879
0
0
AMERICAN ELECTRIC POWER
COMMON STOCK USD6.5
025537101
975
11927
SH
SOLE
11927
0
0
AMERICAN EXPRESS CO
COMMON STOCK USD.2
025816109
10405
103789
SH
SOLE
103789
0
0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK
025932104
960
14340
SH
SOLE
14340
0
0
AMERICAN HOMES 4 RENT A
REIT USD.01
02665T306
2286
80264
SH
SOLE
80264
0
0
AMERICAN PUBLIC EDUCATION
COMMON STOCK USD.01
02913V103
500
17739
SH
SOLE
17739
0
0
AMERICAN SOFTWARE INC CL A
COMMON STOCK USD.1
029683109
449
31952
SH
SOLE
31952
0
0
AMERICAN STATES WATER CO
COMMON STOCK
029899101
578
7717
SH
SOLE
7717
0
0
AMERICAN TOWER CORP
REIT USD.01
03027X100
13439
55596
SH
SOLE
55596
0
0
AMERICAN WATER WORKS CO INC
COMMON STOCK USD.01
030420103
644
4447
SH
SOLE
4447
0
0
AMERICOLD REALTY TRUST
REIT USD.01
03064D108
2624
73406
SH
SOLE
73406
0
0
AMERIPRISE FINANCIAL INC
COMMON STOCK USD.01
03076C106
759
4926
SH
SOLE
4926
0
0
AMERISOURCEBERGEN CORP
COMMON STOCK USD.01
03073E105
341
3522
SH
SOLE
3522
0
0
AMETEK INC
COMMON STOCK USD.01
031100100
26559
267196
SH
SOLE
267196
0
0
AMGEN INC
COMMON STOCK USD.0001
031162100
6346
24970
SH
SOLE
24970
0
0
AMICUS THERAPEUTICS INC
COMMON STOCK USD.01
03152W109
425
30120
SH
SOLE
30120
0
0
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
031652100
1181
105449
SH
SOLE
105449
0
0
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
001744101
1812
31000
SH
SOLE
31000
0
0
AMPHENOL CORP CL A
COMMON STOCK USD.001
032095101
12180
112492
SH
SOLE
112492
0
0
AMPLITUDE HEALTHCARE ACQ A
COMMON STOCK
03212A105
2979
300000
SH
SOLE
300000
0
0
ANALOG DEVICES INC
COMMON STOCK USD.167
032654105
19410
166267
SH
SOLE
166267
0
0
ANGLOGOLD ASHANTI SPON ADR
ADR
035128206
396
15000
SH
SOLE
15000
0
0
ANSYS INC
COMMON STOCK USD.01
03662Q105
3311
10117
SH
SOLE
10117
0
0
ANTARES PHARMA INC
COMMON STOCK USD.01
036642106
379
140317
SH
SOLE
140317
0
0
ANTERO RESOURCES CORP
COMMON STOCK USD.01
03674X106
361
131198
SH
SOLE
131198
0
0
ANTHEM INC
COMMON STOCK USD.01
036752103
23928
89086
SH
SOLE
89086
0
0
APACHE CORP
COMMON STOCK USD.625
037411105
409
43152
SH
SOLE
43152
0
0
APARTMENT INVT MGMT CO A
REIT USD.01
03748R754
137
4074
SH
SOLE
4074
0
0
APPLE HOSPITALITY REIT INC
REIT NPV
03784Y200
695
72303
SH
SOLE
72303
0
0
APPLE INC
COMMON STOCK USD.00001
037833100
182430
1575252
SH
SOLE
1575252
0
0
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
03820C105
593
10770
SH
SOLE
10770
0
0
APPLIED MATERIALS INC
COMMON STOCK USD.01
038222105
9946
167301
SH
SOLE
167301
0
0
APTIV PLC
COMMON STOCK USD.01
G6095L109
347
3789
SH
SOLE
3789
0
0
AQUESTIVE THERAPEUTICS INC
COMMON STOCK USD.001
03843E104
156
32093
SH
SOLE
32093
0
0
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
G0450A105
205
6998
SH
SOLE
6998
0
0
ARCHER DANIELS MIDLAND CO
COMMON STOCK
039483102
1999
43008
SH
SOLE
43008
0
0
ARCLIGHT CLEAN TRANSITION CO
UNIT USD.0001
G04561117
2000
200000
SH
SOLE
200000
0
0
ARCTURUS THERAPEUTICS HOLDIN
COMMON STOCK USD.001
03969T109
235
5478
SH
SOLE
5478
0
0
ARCUTIS BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
03969K108
389
13268
SH
SOLE
13268
0
0
ARENA PHARMACEUTICALS INC
COMMON STOCK USD.0001
040047607
263
3518
SH
SOLE
3518
0
0
ARISTA NETWORKS INC
COMMON STOCK USD.0001
040413106
812
3923
SH
SOLE
3923
0
0
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
04208T108
924
99753
SH
SOLE
99753
0
0
ARMSTRONG WORLD INDUSTRIES
COMMON STOCK USD.01
04247X102
599
8712
SH
SOLE
8712
0
0
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
042735100
3930
49964
SH
SOLE
49964
0
0
ARROWHEAD PHARMACEUTICALS IN
COMMON STOCK USD.001
04280A100
691
16050
SH
SOLE
16050
0
0
ARTHUR J GALLAGHER CO
COMMON STOCK USD1.0
363576109
619
5860
SH
SOLE
5860
0
0
ARTISAN PARTNERS ASSET MA A
COMMON STOCK USD.01
04316A108
450
11549
SH
SOLE
11549
0
0
ARTIUS ACQUISITION INC
UNIT USD.0001
04316G204
0
2
SH
SOLE
2
0
0
ARTIUS ACQUISITION INC CL A
COMMON STOCK USD.0001
04316G105
1988
199998
SH
SOLE
199998
0
0
ARTIUS ACQUISITION INC CL A
ARTIUS ACQUISITION INC CW26
04316G113
107
66666
SH
SOLE
66666
0
0
ARYA SCIENCES ACQUISITION A
ARYA SCIENCES ACQUITIO CW27
G31655106
25
13333
SH
SOLE
13333
0
0
ARYA SCIENCES ACQUISITION A
COMMON STOCK USD.0001
G31655122
418
39999
SH
SOLE
39999
0
0
ARYA SCIENCES ACQUISITION CO
UNIT USD.0001
G31655114
0
1
SH
SOLE
1
0
0
ASCENDANT DIGITAL ACQUISIT A
COMMON STOCK USD.0001
G05155109
1491
149998
SH
SOLE
149998
0
0
ASCENDANT DIGITAL ACQUISIT A
ASCENDANT DIGITAL ACQU CW25
G05155117
111
74999
SH
SOLE
74999
0
0
ASCENDANT DIGITAL ACQUISITIO
UNIT USD.0001
G05155125
0
2
SH
SOLE
2
0
0
ASGN INC
COMMON STOCK USD.01
00191U102
629
9904
SH
SOLE
9904
0
0
ASML HOLDING NV NY REG SHS
NY REG SHRS EUR.09
N07059210
425
1151
SH
SOLE
1151
0
0
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
045327103
3286
25956
SH
SOLE
25956
0
0
ASPIRATIONAL CONSUMER LIFEST
UNIT USD.0001
G05436129
1250
125000
SH
SOLE
125000
0
0
ASSURANT INC
COMMON STOCK USD.01
04621X108
795
6550
SH
SOLE
6550
0
0
AT T INC
COMMON STOCK USD1.0
00206R102
6103
214051
SH
SOLE
214051
0
0
ATKORE INTERNATIONAL GROUP I
COMMON STOCK USD.01
047649108
767
33730
SH
SOLE
33730
0
0
ATLASSIAN CORP PLC CLASS A
COMMON STOCK USD.1
G06242104
424
2332
SH
SOLE
2332
0
0
ATMOS ENERGY CORP
COMMON STOCK
049560105
289
3025
SH
SOLE
3025
0
0
ATRICURE INC
COMMON STOCK USD.001
04963C209
1237
30999
SH
SOLE
30999
0
0
AUTODESK INC
COMMON STOCK USD.01
052769106
2053
8889
SH
SOLE
8889
0
0
AUTOMATIC DATA PROCESSING
COMMON STOCK USD.1
053015103
3059
21928
SH
SOLE
21928
0
0
AUTONATION INC
COMMON STOCK USD.01
05329W102
1561
29487
SH
SOLE
29487
0
0
AUTOZONE INC
COMMON STOCK USD.01
053332102
6577
5585
SH
SOLE
5585
0
0
AVALONBAY COMMUNITIES INC
REIT USD.01
053484101
3840
25713
SH
SOLE
25713
0
0
AVANTOR INC
COMMON STOCK USD.01
05352A100
1010
44901
SH
SOLE
44901
0
0
AVERY DENNISON CORP
COMMON STOCK USD1.0
053611109
1098
8591
SH
SOLE
8591
0
0
AVIDITY BIOSCIENCES INC
COMMON STOCK
05370A108
303
10778
SH
SOLE
10778
0
0
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
053774105
276
10489
SH
SOLE
10489
0
0
AXSOME THERAPEUTICS INC
COMMON STOCK USD.0001
05464T104
148
2072
SH
SOLE
2072
0
0
AZZ INC
COMMON STOCK USD1.0
002474104
490
14364
SH
SOLE
14364
0
0
B G FOODS INC
COMMON STOCK USD.01
05508R106
282
10143
SH
SOLE
10143
0
0
BADGER METER INC
COMMON STOCK USD1.0
056525108
230
3515
SH
SOLE
3515
0
0
BAKER HUGHES CO
COMMON STOCK USD.0001
05722G100
157
11818
SH
SOLE
11818
0
0
BALL CORP
COMMON STOCK
058498106
1071
12885
SH
SOLE
12885
0
0
BANK OF AMERICA CORP
COMMON STOCK USD.01
060505104
27187
1128568
SH
SOLE
1128568
0
0
BANK OF N.T. BUTTERFIELD SON
COMMON STOCK BMD1.0
G0772R208
464
20807
SH
SOLE
20807
0
0
BANK OF NEW YORK MELLON CORP
COMMON STOCK USD.01
064058100
640
18624
SH
SOLE
18624
0
0
BARRETT BUSINESS SVCS INC
COMMON STOCK USD.01
068463108
388
7395
SH
SOLE
7395
0
0
BARRICK GOLD CORP
COMMON STOCK
067901108
4580
162944
SH
SOLE
162944
0
0
BAXTER INTERNATIONAL INC
COMMON STOCK USD1.0
071813109
1408
17505
SH
SOLE
17505
0
0
BECTON DICKINSON AND CO
COMMON STOCK USD1.0
075887109
13911
59784
SH
SOLE
59784
0
0
BED BATH BEYOND INC
COMMON STOCK USD.01
075896100
477
31826
SH
SOLE
31826
0
0
BEIGENE LTD ADR
ADR USD.0001
07725L102
1181
4123
SH
SOLE
4123
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON STOCK USD.0033
084670702
39030
183290
SH
SOLE
183290
0
0
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
084680107
250
24734
SH
SOLE
24734
0
0
BEST BUY CO INC
COMMON STOCK USD.1
086516101
1653
14854
SH
SOLE
14854
0
0
BIG LOTS INC
COMMON STOCK USD.01
089302103
293
6565
SH
SOLE
6565
0
0
BIO RAD LABORATORIES A
COMMON STOCK USD.0001
090572207
2015
3910
SH
SOLE
3910
0
0
BIO TECHNE CORP
COMMON STOCK USD.01
09073M104
819
3307
SH
SOLE
3307
0
0
BIODELIVERY SCIENCES INTL
COMMON STOCK USD.001
09060J106
213
57214
SH
SOLE
57214
0
0
BIOGEN INC
COMMON STOCK USD.0005
09062X103
1730
6099
SH
SOLE
6099
0
0
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
09061G101
188
2469
SH
SOLE
2469
0
0
BIONTECH SE ADR
ADR
09075V102
767
11072
SH
SOLE
11072
0
0
BITAUTO HOLDINGS LTD ADR
ADR USD.00004
091727107
211
13406
SH
SOLE
13406
0
0
BJ S RESTAURANTS INC
COMMON STOCK
09180C106
767
26051
SH
SOLE
26051
0
0
BJ S WHOLESALE CLUB HOLDINGS
COMMON STOCK USD.01
05550J101
597
14362
SH
SOLE
14362
0
0
BLACKLINE INC
COMMON STOCK USD.01
09239B109
1030
11490
SH
SOLE
11490
0
0
BLACKROCK INC
COMMON STOCK USD.01
09247X101
10209
18116
SH
SOLE
18116
0
0
BLACKSTONE GROUP INC/THE A
COMMON STOCK USD.00001
09260D107
11139
213391
SH
SOLE
213391
0
0
BLACKSTONE MORTGAGE TRU CL A
REIT USD.01
09257W100
253
11537
SH
SOLE
11537
0
0
BLUEBIRD BIO INC
COMMON STOCK USD.01
09609G100
310
5742
SH
SOLE
5742
0
0
BLUEROCK RESIDENTIAL GROWTH
REIT USD.01
09627J102
248
32686
SH
SOLE
32686
0
0
BOEING CO/THE
COMMON STOCK USD5.0
097023105
5076
30714
SH
SOLE
30714
0
0
BOOKING HOLDINGS INC
COMMON STOCK USD.008
09857L108
7142
4175
SH
SOLE
4175
0
0
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
099502106
5441
65570
SH
SOLE
65570
0
0
BORGWARNER INC
COMMON STOCK USD.01
099724106
788
20329
SH
SOLE
20329
0
0
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
100557107
715
809
SH
SOLE
809
0
0
BOSTON PROPERTIES INC
REIT USD.01
101121101
2713
33791
SH
SOLE
33791
0
0
BOSTON SCIENTIFIC CORP
COMMON STOCK USD.01
101137107
8641
226148
SH
SOLE
226148
0
0
BOTTOMLINE TECHNOLOGIES (DE)
COMMON STOCK USD.001
101388106
512
12156
SH
SOLE
12156
0
0
BOWX ACQUISITION CORP
UNIT USD.0001
103085205
1539
150000
SH
SOLE
150000
0
0
BOYD GAMING CORP
COMMON STOCK USD.01
103304101
94
3048
SH
SOLE
3048
0
0
BRADY CORPORATION CL A
COMMON STOCK USD.01
104674106
433
10830
SH
SOLE
10830
0
0
BRISTOL MYERS SQUIBB CO
COMMON STOCK USD.1
110122108
8265
137089
SH
SOLE
137089
0
0
BRISTOL MYERS SQUIBB CO
RIGHT
110122157
77
34400
SH
SOLE
34400
0
0
BROADCOM INC
COMMON STOCK
11135F101
3586
9844
SH
SOLE
9844
0
0
BROADRIDGE FINANCIAL SOLUTIO
COMMON STOCK USD.01
11133T103
406
3078
SH
SOLE
3078
0
0
BROADSTONE ACQUISITION CORP
UNIT USD.0001
G1739V118
2742
275000
SH
SOLE
275000
0
0
BROOKFIELD INFRASTRUCTURE PA
LTD PART
G16252101
1765
37054
SH
SOLE
37054
0
0
BROWN BROWN INC
COMMON STOCK USD.1
115236101
4272
94376
SH
SOLE
94376
0
0
BROWN FORMAN CORP CLASS B
COMMON STOCK USD.15
115637209
6655
88353
SH
SOLE
88353
0
0
BRUKER CORP
COMMON STOCK USD.01
116794108
2295
57739
SH
SOLE
57739
0
0
BRUNSWICK CORP
COMMON STOCK USD.75
117043109
706
11989
SH
SOLE
11989
0
0
BUILDERS FIRSTSOURCE INC
COMMON STOCK USD.01
12008R107
2826
86620
SH
SOLE
86620
0
0
BURLINGTON STORES INC
COMMON STOCK USD.0001
122017106
297
1440
SH
SOLE
1440
0
0
C.H. ROBINSON WORLDWIDE INC
COMMON STOCK USD.1
12541W209
1028
10058
SH
SOLE
10058
0
0
CABOT OIL GAS CORP
COMMON STOCK USD.1
127097103
134
7702
SH
SOLE
7702
0
0
CACTUS INC A
COMMON STOCK USD.01
127203107
285
14864
SH
SOLE
14864
0
0
CADENCE DESIGN SYS INC
COMMON STOCK USD.01
127387108
972
9111
SH
SOLE
9111
0
0
CAESARS ENTERTAINMENT INC
COMMON STOCK
12769G100
2377
42403
SH
SOLE
42403
0
0
CALIFORNIA WATER SERVICE GRP
COMMON STOCK USD.01
130788102
294
6775
SH
SOLE
6775
0
0
CALIX INC
COMMON STOCK
13100M509
408
22967
SH
SOLE
22967
0
0
CAMDEN PROPERTY TRUST
REIT USD.01
133131102
1817
20422
SH
SOLE
20422
0
0
CAMPBELL SOUP CO
COMMON STOCK USD.0375
134429109
222
4595
SH
SOLE
4595
0
0
CANTEL MEDICAL CORP
COMMON STOCK USD.1
138098108
691
15723
SH
SOLE
15723
0
0
CAPITAL ONE FINANCIAL CORP
COMMON STOCK USD.01
14040H105
1219
16967
SH
SOLE
16967
0
0
CAPSTAR SPECIAL PURPOSE AC A
COMMON STOCK USD.0001
14070Y101
1966
200000
SH
SOLE
200000
0
0
CAPSTAR SPECIAL PURPOSE AC A
CAPSTAR SPECIAL PURPOSE CW27
14070Y119
80
100000
SH
SOLE
100000
0
0
CARDINAL HEALTH INC
COMMON STOCK
14149Y108
489
10412
SH
SOLE
10412
0
0
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
141619106
599
15233
SH
SOLE
15233
0
0
CARETRUST REIT INC
REIT USD.01
14174T107
1010
56762
SH
SOLE
56762
0
0
CARLISLE COS INC
COMMON STOCK USD1.0
142339100
604
4937
SH
SOLE
4937
0
0
CARMAX INC
COMMON STOCK USD.5
143130102
1811
19702
SH
SOLE
19702
0
0
CARPENTER TECHNOLOGY
COMMON STOCK USD5.0
144285103
190
10454
SH
SOLE
10454
0
0
CARRIER GLOBAL CORP
COMMON STOCK USD.01
14448C104
619
20274
SH
SOLE
20274
0
0
CARTER S INC
COMMON STOCK USD.01
146229109
402
4640
SH
SOLE
4640
0
0
CASELLA WASTE SYSTEMS INC A
COMMON STOCK USD.01
147448104
745
13338
SH
SOLE
13338
0
0
CATALENT INC
COMMON STOCK USD.01
148806102
2336
27266
SH
SOLE
27266
0
0
CATALYST PHARMACEUTICALS INC
COMMON STOCK USD.001
14888U101
313
105219
SH
SOLE
105219
0
0
CATERPILLAR INC
COMMON STOCK USD1.0
149123101
2011
13484
SH
SOLE
13484
0
0
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
149150104
1406
64853
SH
SOLE
64853
0
0
CAVCO INDUSTRIES INC
COMMON STOCK USD.01
149568107
375
2077
SH
SOLE
2077
0
0
CBIZ INC
COMMON STOCK USD.01
124805102
423
18515
SH
SOLE
18515
0
0
CBOE GLOBAL MARKETS INC
COMMON STOCK
12503M108
798
9095
SH
SOLE
9095
0
0
CBRE GROUP INC A
COMMON STOCK USD.01
12504L109
2095
44593
SH
SOLE
44593
0
0
CBTX INC
COMMON STOCK USD.01
12481V104
311
19036
SH
SOLE
19036
0
0
CC NEUBERGER PRINCIPAL CL A
COMMON STOCK USD.0001
G3166T103
1507
149996
SH
SOLE
149996
0
0
CC NEUBERGER PRINCIPAL CL A
CC NEUBERGER PRINCIPAL CW25
G3166T111
61
37499
SH
SOLE
37499
0
0
CC NEUBERGER PRINCIPAL HDS A
COMMON STOCK USD.0001
G1992Y114
2080
199998
SH
SOLE
199998
0
0
CC NEUBERGER PRINCIPAL HDS A
CC NEUBERGER PRINCIPAL CW25
G1992Y122
120
66666
SH
SOLE
66666
0
0
CC NEUBERGER PRINCIPAL HOLDI
UNIT USD.0001
G1992Y106
0
2
SH
SOLE
2
0
0
CC NEUBERGER PRINCIPAL HOLDI
UNIT USD.0001
G3166T129
0
4
SH
SOLE
4
0
0
CDK GLOBAL INC
COMMON STOCK USD.01
12508E101
642
14739
SH
SOLE
14739
0
0
CDW CORP/DE
COMMON STOCK USD.01
12514G108
1276
10677
SH
SOLE
10677
0
0
CELANESE CORP
COMMON STOCK USD.0001
150870103
532
4953
SH
SOLE
4953
0
0
CENTENE CORP
COMMON STOCK USD.001
15135B101
1515
25967
SH
SOLE
25967
0
0
CENTERPOINT ENERGY INC
COMMON STOCK USD.01
15189T107
284
14668
SH
SOLE
14668
0
0
CENTRUS ENERGY CORP CLASS A
COMMON STOCK USD.1
15643U104
1032
123299
SH
SOLE
123299
0
0
CENTURYLINK INC
COMMON STOCK USD1.0
156700106
4424
438492
SH
SOLE
438492
0
0
CERNER CORP
COMMON STOCK USD.01
156782104
2953
40844
SH
SOLE
40844
0
0
CF INDUSTRIES HOLDINGS INC
COMMON STOCK USD.01
125269100
1961
63869
SH
SOLE
63869
0
0
CHANNELADVISOR CORP
COMMON STOCK USD.001
159179100
457
31569
SH
SOLE
31569
0
0
CHARLES RIVER LABORATORIES
COMMON STOCK USD.01
159864107
3706
16364
SH
SOLE
16364
0
0
CHARTER COMMUNICATIONS INC A
COMMON STOCK USD.001
16119P108
2281
3654
SH
SOLE
3654
0
0
CHATHAM LODGING TRUST
REIT USD.01
16208T102
266
34911
SH
SOLE
34911
0
0
CHECK POINT SOFTWARE TECH
COMMON STOCK USD.01
M22465104
48
400
SH
SOLE
400
0
0
CHEMED CORP
COMMON STOCK USD1.0
16359R103
3863
8043
SH
SOLE
8043
0
0
CHENIERE ENERGY INC
COMMON STOCK USD.003
16411R208
441
9526
SH
SOLE
9526
0
0
CHEVRON CORP
COMMON STOCK USD.75
166764100
12869
178734
SH
SOLE
178734
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON STOCK USD.01
169656105
1106
889
SH
SOLE
889
0
0
CHP MERGER CORP CLASS A
COMMON STOCK USD.0001
12558Y106
408
40000
SH
SOLE
40000
0
0
CHUBB LTD
COMMON STOCK
H1467J104
1356
11677
SH
SOLE
11677
0
0
CHURCH DWIGHT CO INC
COMMON STOCK USD1.0
171340102
734
7830
SH
SOLE
7830
0
0
CHURCHILL CAPITAL CORP III A
CHURCHILL CAPITAL CORP CW27
17144C112
138
68750
SH
SOLE
68750
0
0
CHURCHILL CAPITAL CORP IV
UNIT USD.0001
171439201
0
5
SH
SOLE
5
0
0
CHURCHILL CAPITAL CORP IV A
COMMON STOCK USD.0001
171439102
4401
449995
SH
SOLE
449995
0
0
CHURCHILL CAPITAL CORP IV A
CHURCHILL CAPITAL CORP CW25
171439110
133
89999
SH
SOLE
89999
0
0
CHUY S HOLDINGS INC
COMMON STOCK USD.01
171604101
406
20748
SH
SOLE
20748
0
0
CIENA CORP
COMMON STOCK USD.01
171779309
1188
29934
SH
SOLE
29934
0
0
CIGNA CORP
COMMON STOCK USD.01
125523100
1643
9698
SH
SOLE
9698
0
0
CIIG MERGER CORP CL A
COMMON STOCK
12559C103
1002
100000
SH
SOLE
100000
0
0
CINCINNATI FINANCIAL CORP
COMMON STOCK USD2.0
172062101
642
8234
SH
SOLE
8234
0
0
CINEMARK HOLDINGS INC
COMMON STOCK USD.001
17243V102
411
41097
SH
SOLE
41097
0
0
CINTAS CORP
COMMON STOCK
172908105
8847
26582
SH
SOLE
26582
0
0
CISCO SYSTEMS INC
COMMON STOCK USD.001
17275R102
4143
105185
SH
SOLE
105185
0
0
CITIC CAPITAL ACQUISITION A
COMMON STOCK USD.0001
G21513109
983
100000
SH
SOLE
100000
0
0
CITIC CAPITAL ACQUISITION A
CITIC CAPITAL ACQUISIT CW27
G21513117
63
50000
SH
SOLE
50000
0
0
CITIGROUP INC
COMMON STOCK USD.01
172967424
2998
69553
SH
SOLE
69553
0
0
CITIZENS FINANCIAL GROUP
COMMON STOCK USD.01
174610105
1086
42947
SH
SOLE
42947
0
0
CITRIX SYSTEMS INC
COMMON STOCK USD.001
177376100
526
3821
SH
SOLE
3821
0
0
CITY OFFICE REIT INC
REIT USD.01
178587101
401
53385
SH
SOLE
53385
0
0
CLEAR CHANNEL OUTDOOR HOLDIN
COMMON STOCK
18453H106
452
451811
SH
SOLE
451811
0
0
CLIMATE CHANGE CRISIS REAL
UNIT USD.0001
18716C209
503
50000
SH
SOLE
50000
0
0
CLOROX COMPANY
COMMON STOCK USD1.0
189054109
1644
7823
SH
SOLE
7823
0
0
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
189464100
275
47167
SH
SOLE
47167
0
0
CM LIFE SCIENCES INC
UNIT USD.0001
18978W208
209
20000
SH
SOLE
20000
0
0
CMS ENERGY CORP
COMMON STOCK USD.01
125896100
409
6667
SH
SOLE
6667
0
0
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
12621E103
379
23631
SH
SOLE
23631
0
0
CNX RESOURCES CORP
COMMON STOCK USD.01
12653C108
332
35142
SH
SOLE
35142
0
0
COCA COLA CO/THE
COMMON STOCK USD.25
191216100
8736
176948
SH
SOLE
176948
0
0
COCA COLA CONSOLIDATED INC
COMMON STOCK USD1.0
191098102
466
1935
SH
SOLE
1935
0
0
COCA COLA EUROPEAN PARTNERS
COMMON STOCK EUR.01
G25839104
25
650
SH
SOLE
650
0
0
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
19239V302
917
15267
SH
SOLE
15267
0
0
COGNEX CORP
COMMON STOCK USD.002
192422103
66
1013
SH
SOLE
1013
0
0
COGNIZANT TECH SOLUTIONS A
COMMON STOCK USD.01
192446102
5568
80207
SH
SOLE
80207
0
0
COHN ROBBINS HOLDINGS CORP
UNIT USD.0001
G23726121
505
50000
SH
SOLE
50000
0
0
COLGATE PALMOLIVE CO
COMMON STOCK USD1.0
194162103
7525
97531
SH
SOLE
97531
0
0
COLLEGIUM PHARMACEUTICAL INC
COMMON STOCK USD.001
19459J104
373
17896
SH
SOLE
17896
0
0
COLONNADE ACQUISITION CORP
UNIT USD.0001
G2283K128
946
95000
SH
SOLE
95000
0
0
COLUMBIA BANKING SYSTEM INC
COMMON STOCK
197236102
307
12883
SH
SOLE
12883
0
0
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
199333105
308
9316
SH
SOLE
9316
0
0
COMCAST CORP CLASS A
COMMON STOCK USD.01
20030N101
19520
421963
SH
SOLE
421963
0
0
COMERICA INC
COMMON STOCK USD5.0
200340107
214
5603
SH
SOLE
5603
0
0
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
199908104
3247
63032
SH
SOLE
63032
0
0
COMMUNITY HEALTHCARE TRUST I
REIT USD.01
20369C106
411
8788
SH
SOLE
8788
0
0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
204166102
647
15861
SH
SOLE
15861
0
0
CONAGRA BRANDS INC
COMMON STOCK USD5.0
205887102
440
12311
SH
SOLE
12311
0
0
CONCERT PHARMACEUTICALS INC
COMMON STOCK USD.001
206022105
135
13766
SH
SOLE
13766
0
0
CONCHO RESOURCES INC
COMMON STOCK USD.001
20605P101
273
6196
SH
SOLE
6196
0
0
CONN S INC
COMMON STOCK USD.01
208242107
517
48912
SH
SOLE
48912
0
0
CONOCOPHILLIPS
COMMON STOCK USD.01
20825C104
8666
263891
SH
SOLE
263891
0
0
CONSOLIDATED EDISON INC
COMMON STOCK USD.1
209115104
554
7116
SH
SOLE
7116
0
0
CONSTELLATION BRANDS INC A
COMMON STOCK USD.01
21036P108
1210
6385
SH
SOLE
6385
0
0
CONSTRUCTION PARTNERS INC A
COMMON STOCK USD.001
21044C107
606
33318
SH
SOLE
33318
0
0
COOPER STANDARD HOLDING
COMMON STOCK USD.001
21676P103
193
14579
SH
SOLE
14579
0
0
COPART INC
COMMON STOCK
217204106
3143
29889
SH
SOLE
29889
0
0
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
218352102
751
43120
SH
SOLE
43120
0
0
CORE MARK HOLDING CO INC
COMMON STOCK USD.01
218681104
223
7722
SH
SOLE
7722
0
0
CORELOGIC INC
COMMON STOCK USD1.0
21871D103
384
5679
SH
SOLE
5679
0
0
CORESITE REALTY CORP
REIT USD.01
21870Q105
616
5180
SH
SOLE
5180
0
0
CORNERSTONE BUILDING BRANDS
COMMON STOCK USD.01
21925D109
249
31241
SH
SOLE
31241
0
0
CORNERSTONE ONDEMAND INC
COMMON STOCK USD.0001
21925Y103
654
17983
SH
SOLE
17983
0
0
CORNING INC
COMMON STOCK USD.5
219350105
2461
75940
SH
SOLE
75940
0
0
CORPORATE OFFICE PROPERTIES
REIT USD.01
22002T108
404
17015
SH
SOLE
17015
0
0
CORTEVA INC
COMMON STOCK USD.01
22052L104
122737
4260223
SH
SOLE
4260223
0
0
COSTCO WHOLESALE CORP
COMMON STOCK USD.005
22160K105
24358
68613
SH
SOLE
68613
0
0
COUSINS PROPERTIES INC
REIT USD1.0
222795502
330
11544
SH
SOLE
11544
0
0
CRAFT BREW ALLIANCE INC
COMMON STOCK USD.005
224122101
47
2820
SH
SOLE
2820
0
0
CRANE CO
COMMON STOCK USD1.0
224399105
1604
31987
SH
SOLE
31987
0
0
CROCS INC
COMMON STOCK USD.001
227046109
461
10798
SH
SOLE
10798
0
0
CROWN CASTLE INTL CORP
REIT USD.01
22822V101
2257
13553
SH
SOLE
13553
0
0
CROWN HOLDINGS INC
COMMON STOCK USD5.0
228368106
8185
106488
SH
SOLE
106488
0
0
CRYOLIFE INC
COMMON STOCK USD.01
228903100
283
15309
SH
SOLE
15309
0
0
CRYOPORT INC
COMMON STOCK USD.001
229050307
418
8828
SH
SOLE
8828
0
0
CSX CORP
COMMON STOCK USD1.0
126408103
17996
231699
SH
SOLE
231699
0
0
CUBESMART
REIT USD.01
229663109
1080
33415
SH
SOLE
33415
0
0
CUMMINS INC
COMMON STOCK USD2.5
231021106
715
3386
SH
SOLE
3386
0
0
CUREVAC NV
COMMON STOCK EUR.12
N2451R105
239
5135
SH
SOLE
5135
0
0
CUSHMAN WAKEFIELD PLC
COMMON STOCK USD.01
G2717B108
512
48710
SH
SOLE
48710
0
0
CVS HEALTH CORP
COMMON STOCK USD.01
126650100
2652
45413
SH
SOLE
45413
0
0
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
M2682V108
598
5780
SH
SOLE
5780
0
0
CYMABAY THERAPEUTICS INC
COMMON STOCK USD.0001
23257D103
370
51074
SH
SOLE
51074
0
0
CYRUSONE INC
REIT USD.01
23283R100
1348
19243
SH
SOLE
19243
0
0
CYTOKINETICS INC
COMMON STOCK USD.001
23282W605
323
14922
SH
SOLE
14922
0
0
D8 HOLDINGS CORP A
COMMON STOCK USD.0001
G2614K110
4885
500000
SH
SOLE
500000
0
0
D8 HOLDINGS CORP A
D8 HOLDINGS CORP A CW27
G2614K128
170
250000
SH
SOLE
250000
0
0
DANA INC
COMMON STOCK USD.01
235825205
566
45903
SH
SOLE
45903
0
0
DANAHER CORP
COMMON STOCK USD.01
235851102
33762
156792
SH
SOLE
156792
0
0
DARLING INGREDIENTS INC
COMMON STOCK USD.01
237266101
1554
43137
SH
SOLE
43137
0
0
DAVE BUSTER S ENTERTAINMEN
COMMON STOCK USD.01
238337109
257
16932
SH
SOLE
16932
0
0
DAVITA INC
COMMON STOCK USD.001
23918K108
2113
24669
SH
SOLE
24669
0
0
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
243537107
1086
4935
SH
SOLE
4935
0
0
DEERE CO
COMMON STOCK USD1.0
244199105
18259
82384
SH
SOLE
82384
0
0
DEERFIELD HEALTHCARE TECHN A
COMMON STOCK USD.0001
244413100
52
4995
SH
SOLE
4995
0
0
DEERFIELD HEALTHCARE TECHN A
DEERFIELD HEALTHCARE CW25
244413118
2
999
SH
SOLE
999
0
0
DEERFIELD HEALTHCARE TECHNOL
UNIT USD.0001
244413209
0
5
SH
SOLE
5
0
0
DELEK US HOLDINGS INC
COMMON STOCK USD.01
24665A103
245
22024
SH
SOLE
22024
0
0
DELL TECHNOLOGIES C
COMMON STOCK
24703L202
1202
17761
SH
SOLE
17761
0
0
DELPHI TECHNOLOGIES PLC
COMMON STOCK USD.01
G2709G107
6014
359900
SH
SOLE
359900
0
0
DELTA AIR LINES INC
COMMON STOCK USD.0001
247361702
5942
194297
SH
SOLE
194297
0
0
DENTSPLY SIRONA INC
COMMON STOCK USD.01
24906P109
1504
34388
SH
SOLE
34388
0
0
DEVON ENERGY CORP
COMMON STOCK USD.1
25179M103
250
26409
SH
SOLE
26409
0
0
DEXCOM INC
COMMON STOCK USD.001
252131107
2450
5944
SH
SOLE
5944
0
0
DFP HEALTHCARE ACQUISIT CL A
COMMON STOCK USD.00001
23343Q100
518
50000
SH
SOLE
50000
0
0
DFP HEALTHCARE ACQUISIT CL A
DFP HEALTHCARE ACQUISIT CW22
23343Q118
27
12500
SH
SOLE
12500
0
0
DIAMONDBACK ENERGY INC
COMMON STOCK USD.01
25278X109
130
4317
SH
SOLE
4317
0
0
DIAMONDROCK HOSPITALITY CO
REIT USD.01
252784301
497
98106
SH
SOLE
98106
0
0
DIGITAL REALTY TRUST INC
REIT USD.01
253868103
6516
44401
SH
SOLE
44401
0
0
DILLARDS INC CL A
COMMON STOCK
254067101
283
7756
SH
SOLE
7756
0
0
DIODES INC
COMMON STOCK USD.667
254543101
2567
45479
SH
SOLE
45479
0
0
DISCOVERY INC A
COMMON STOCK USD.01
25470F104
204
9376
SH
SOLE
9376
0
0
DISH NETWORK CORP A
COMMON STOCK USD.01
25470M109
242
8335
SH
SOLE
8335
0
0
DMC GLOBAL INC
COMMON STOCK USD.05
23291C103
252
7644
SH
SOLE
7644
0
0
DMY TECHNOLOGY GROUP INC
UNIT USD.0001
233253202
0
2
SH
SOLE
2
0
0
DMY TECHNOLOGY GROUP INC A
DMY TECHNOLOGY GROUP CW27
233253111
150
49999
SH
SOLE
49999
0
0
DMY TECHNOLOGY GROUP INC II
UNIT USD.0001
233277201
1023
100000
SH
SOLE
100000
0
0
DOLLAR GENERAL CORP
COMMON STOCK USD.875
256677105
25577
122016
SH
SOLE
122016
0
0
DOLLAR TREE INC
COMMON STOCK USD.01
256746108
572
6262
SH
SOLE
6262
0
0
DOMINION ENERGY INC
COMMON STOCK
25746U109
1573
19930
SH
SOLE
19930
0
0
DOMINO S PIZZA INC
COMMON STOCK USD.01
25754A201
8958
21063
SH
SOLE
21063
0
0
DONNELLEY FINANCIAL SOLUTION
COMMON STOCK USD.01
25787G100
550
41162
SH
SOLE
41162
0
0
DOUGLAS EMMETT INC
REIT USD.01
25960P109
389
15492
SH
SOLE
15492
0
0
DOVER CORP
COMMON STOCK USD1.0
260003108
1225
11303
SH
SOLE
11303
0
0
DOW INC
COMMON STOCK USD.01
260557103
1042
22140
SH
SOLE
22140
0
0
DR HORTON INC
COMMON STOCK USD.01
23331A109
630
8329
SH
SOLE
8329
0
0
DRAGONEER GROWTH OPPORTUNITI
UNIT USD.0001
G28302126
123
10000
SH
SOLE
10000
0
0
DTE ENERGY COMPANY
COMMON STOCK
233331107
596
5182
SH
SOLE
5182
0
0
DUCOMMUN INC
COMMON STOCK USD.01
264147109
265
8047
SH
SOLE
8047
0
0
DUKE ENERGY CORP
COMMON STOCK USD.001
26441C204
1428
16125
SH
SOLE
16125
0
0
DUKE REALTY CORP
REIT USD.01
264411505
3642
98695
SH
SOLE
98695
0
0
DUN BRADSTREET HOLDINGS IN
COMMON STOCK
26484T106
144
5609
SH
SOLE
5609
0
0
DUNKIN BRANDS GROUP INC
COMMON STOCK USD.001
265504100
1518
18531
SH
SOLE
18531
0
0
DUPONT DE NEMOURS INC
COMMON STOCK USD.01
26614N102
1124
20259
SH
SOLE
20259
0
0
DXC TECHNOLOGY CO
COMMON STOCK USD.01
23355L106
267
14955
SH
SOLE
14955
0
0
DYNATRACE INC
COMMON STOCK USD.001
268150109
499
12174
SH
SOLE
12174
0
0
DYNAVAX TECHNOLOGIES CORP
COMMON STOCK USD.001
268158201
202
46730
SH
SOLE
46730
0
0
E TRADE FINANCIAL CORP
COMMON STOCK USD.01
269246401
4494
89786
SH
SOLE
89786
0
0
E.MERGE TECHNOLOGY ACQUISI A
COMMON STOCK USD.0001
26873Y104
245
24999
SH
SOLE
24999
0
0
E.MERGE TECHNOLOGY ACQUISI A
E.MERGE TECHNOLOGY ACQ CW25
26873Y112
8
8333
SH
SOLE
8333
0
0
E.MERGE TECHNOLOGY ACQUISITI
UNIT USD.0001
26873Y203
0
1
SH
SOLE
1
0
0
EAST RESOURCES ACQUISITION A
COMMON STOCK USD.0001
274681105
1964
200000
SH
SOLE
200000
0
0
EAST RESOURCES ACQUISITION A
EAST RESOURCES ACQUIS CW27
274681113
68
100000
SH
SOLE
100000
0
0
EASTGROUP PROPERTIES INC
REIT
277276101
3036
23475
SH
SOLE
23475
0
0
EASTMAN CHEMICAL CO
COMMON STOCK USD.01
277432100
2767
35419
SH
SOLE
35419
0
0
EASTMAN KODAK CO
COMMON STOCK USD.01
277461406
115
13000
SH
SOLE
13000
0
0
EATON CORP PLC
COMMON STOCK USD.01
G29183103
2338
22913
SH
SOLE
22913
0
0
EATON VANCE CORP
COMMON STOCK USD.00390625
278265103
1300
34071
SH
SOLE
34071
0
0
EBAY INC
COMMON STOCK USD.001
278642103
858
16471
SH
SOLE
16471
0
0
ECHO GLOBAL LOGISTICS INC
COMMON STOCK USD.0001
27875T101
232
9000
SH
SOLE
9000
0
0
ECOLAB INC
COMMON STOCK USD1.0
278865100
1447
7242
SH
SOLE
7242
0
0
EDISON INTERNATIONAL
COMMON STOCK
281020107
470
9252
SH
SOLE
9252
0
0
EDITAS MEDICINE INC
COMMON STOCK USD.0001
28106W103
352
12534
SH
SOLE
12534
0
0
EDWARDS LIFESCIENCES CORP
COMMON STOCK USD1.0
28176E108
1957
24513
SH
SOLE
24513
0
0
EGAIN CORP
COMMON STOCK USD.001
28225C806
253
17821
SH
SOLE
17821
0
0
ELECTROMED INC
COMMON STOCK USD.01
285409108
215
20685
SH
SOLE
20685
0
0
ELECTRONIC ARTS INC
COMMON STOCK USD.01
285512109
1449
11110
SH
SOLE
11110
0
0
ELI LILLY CO
COMMON STOCK
532457108
3080
20805
SH
SOLE
20805
0
0
EMCOR GROUP INC
COMMON STOCK USD.01
29084Q100
1674
24717
SH
SOLE
24717
0
0
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
29089Q105
974
9428
SH
SOLE
9428
0
0
EMERSON ELECTRIC CO
COMMON STOCK USD.5
291011104
1124
17139
SH
SOLE
17139
0
0
ENCORE CAPITAL GROUP INC
COMMON STOCK USD.01
292554102
404
10468
SH
SOLE
10468
0
0
ENCORE WIRE CORP
COMMON STOCK USD.01
292562105
974
20992
SH
SOLE
20992
0
0
ENDO INTERNATIONAL PLC
COMMON STOCK USD.0001
G30401106
178
53898
SH
SOLE
53898
0
0
ENDURANCE INTERNATIONAL GROU
COMMON STOCK USD.0001
29272B105
341
59328
SH
SOLE
59328
0
0
ENERSYS
COMMON STOCK USD.01
29275Y102
226
3373
SH
SOLE
3373
0
0
ENPHASE ENERGY INC
COMMON STOCK USD.00001
29355A107
520
6294
SH
SOLE
6294
0
0
ENSIGN GROUP INC/THE
COMMON STOCK USD.001
29358P101
370
6480
SH
SOLE
6480
0
0
ENTEGRIS INC
COMMON STOCK USD.01
29362U104
45
611
SH
SOLE
611
0
0
ENTERGY CORP
COMMON STOCK USD.01
29364G103
526
5342
SH
SOLE
5342
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
293712105
231
8486
SH
SOLE
8486
0
0
ENVESTNET INC
COMMON STOCK
29404K106
548
7103
SH
SOLE
7103
0
0
EOG RESOURCES INC
COMMON STOCK USD.01
26875P101
1182
32881
SH
SOLE
32881
0
0
EPAM SYSTEMS INC
COMMON STOCK USD.001
29414B104
926
2863
SH
SOLE
2863
0
0
EPIZYME INC
COMMON STOCK USD.0001
29428V104
352
29472
SH
SOLE
29472
0
0
EPR PROPERTIES
REIT USD.01
26884U109
341
12394
SH
SOLE
12394
0
0
EQT CORP
COMMON STOCK
26884L109
82
6359
SH
SOLE
6359
0
0
EQUINIX INC
REIT USD.001
29444U700
23328
30690
SH
SOLE
30690
0
0
EQUITY DISTRIBUTION ACQUISIT
UNIT USD.0001
29465E205
515
50000
SH
SOLE
50000
0
0
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
29472R108
3131
51076
SH
SOLE
51076
0
0
EQUITY RESIDENTIAL
REIT USD.01
29476L107
3332
64913
SH
SOLE
64913
0
0
ESSENT GROUP LTD
COMMON STOCK USD.015
G3198U102
778
21008
SH
SOLE
21008
0
0
ESSENTIAL PROPERTIES REALTY
REIT USD.01
29670E107
544
29714
SH
SOLE
29714
0
0
ESSENTIAL UTILITIES INC
COMMON STOCK USD.5
29670G102
28
700
SH
SOLE
700
0
0
ESSEX PROPERTY TRUST INC
REIT USD.0001
297178105
3054
15211
SH
SOLE
15211
0
0
ESTEE LAUDER COMPANIES CL A
COMMON STOCK USD.01
518439104
13789
63179
SH
SOLE
63179
0
0
ETSY INC
COMMON STOCK USD.001
29786A106
2203
18116
SH
SOLE
18116
0
0
EURONET WORLDWIDE INC
COMMON STOCK USD.02
298736109
5270
57851
SH
SOLE
57851
0
0
EVERCORE INC A
COMMON STOCK USD.01
29977A105
743
11351
SH
SOLE
11351
0
0
EVEREST RE GROUP LTD
COMMON STOCK USD.01
G3223R108
242
1223
SH
SOLE
1223
0
0
EVERGY INC
COMMON STOCK
30034W106
2346
46159
SH
SOLE
46159
0
0
EVERSOURCE ENERGY
COMMON STOCK USD5.0
30040W108
684
8186
SH
SOLE
8186
0
0
EVOQUA WATER TECHNOLOGIES CO
COMMON STOCK USD.01
30057T105
332
15633
SH
SOLE
15633
0
0
EXACT SCIENCES CORP
COMMON STOCK USD.01
30063P105
312
3057
SH
SOLE
3057
0
0
EXELIXIS INC
COMMON STOCK USD.001
30161Q104
643
26308
SH
SOLE
26308
0
0
EXELON CORP
COMMON STOCK
30161N101
8718
243790
SH
SOLE
243790
0
0
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
302081104
432
6555
SH
SOLE
6555
0
0
EXPEDITORS INTL WASH INC
COMMON STOCK USD.01
302130109
378
4173
SH
SOLE
4173
0
0
EXPERIENCE INVESTMENT CORP
UNIT
30217C208
0
1
SH
SOLE
1
0
0
EXPERIENCE INVESTMENT CORP A
COMMON STOCK USD.0001
30217C109
1005
99999
SH
SOLE
99999
0
0
EXTERRAN CORP
COMMON STOCK USD.01
30227H106
255
61389
SH
SOLE
61389
0
0
EXTRA SPACE STORAGE INC
REIT USD.01
30225T102
3108
29054
SH
SOLE
29054
0
0
EXXON MOBIL CORP
COMMON STOCK
30231G102
3345
97447
SH
SOLE
97447
0
0
EZCORP INC
COMPANY GUAR 05/25 2.375
302301AE6
3613
4635000
SH
SOLE
4635000
0
0
EZCORP INC
COMPANY GUAR 07/24 2.875
302301AF3
2470
2800000
SH
SOLE
2800000
0
0
F5 NETWORKS INC
COMMON STOCK
315616102
217
1766
SH
SOLE
1766
0
0
FABRINET
COMMON STOCK USD.01
G3323L100
226
3593
SH
SOLE
3593
0
0
FACEBOOK INC CLASS A
COMMON STOCK USD.000006
30303M102
75091
286717
SH
SOLE
286717
0
0
FACTSET RESEARCH SYSTEMS INC
COMMON STOCK USD.01
303075105
3840
11466
SH
SOLE
11466
0
0
FAIR ISAAC CORP
COMMON STOCK USD.01
303250104
7356
17293
SH
SOLE
17293
0
0
FALCON CAPITAL ACQUISITION
UNIT USD.0001
30606L207
206
20000
SH
SOLE
20000
0
0
FAST ACQUISITION CORP
UNIT USD.0001
311875207
3490
350000
SH
SOLE
350000
0
0
FASTENAL CO
COMMON STOCK USD.01
311900104
613
13588
SH
SOLE
13588
0
0
FEDERAL REALTY INVS TRUST
REIT USD.01
313747206
1198
16316
SH
SOLE
16316
0
0
FEDERATED HERMES INC
COMMON STOCK
314211103
1115
51821
SH
SOLE
51821
0
0
FEDEX CORP
COMMON STOCK USD.1
31428X106
2408
9572
SH
SOLE
9572
0
0
FIBROGEN INC
COMMON STOCK USD.01
31572Q808
206
5020
SH
SOLE
5020
0
0
FIDELITY NATIONAL FINANCIAL
COMMON STOCK USD.0001
31620R303
14000
447132
SH
SOLE
447132
0
0
FIDELITY NATIONAL INFO SERV
COMMON STOCK USD.01
31620M106
997
6770
SH
SOLE
6770
0
0
FIFTH THIRD BANCORP
COMMON STOCK
316773100
656
30762
SH
SOLE
30762
0
0
FINSERV ACQUISITION CORP A
COMMON STOCK
318085107
502
50000
SH
SOLE
50000
0
0
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
31847R102
1164
22869
SH
SOLE
22869
0
0
FIRST BANCORP/NC
COMMON STOCK
318910106
300
14314
SH
SOLE
14314
0
0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.0
319829107
925
119463
SH
SOLE
119463
0
0
FIRST INDUSTRIAL REALTY TR
REIT USD.01
32054K103
1457
36612
SH
SOLE
36612
0
0
FIRST INTERSTATE BANCSYS A
COMMON STOCK
32055Y201
309
9698
SH
SOLE
9698
0
0
FIRST MERCHANTS CORP
COMMON STOCK
320817109
526
22710
SH
SOLE
22710
0
0
FIRST OF LONG ISLAND CORP
COMMON STOCK USD.1
320734106
306
20674
SH
SOLE
20674
0
0
FIRST REPUBLIC BANK/CA
COMMON STOCK USD.01
33616C100
345
3164
SH
SOLE
3164
0
0
FIRST SOLAR INC
COMMON STOCK USD.001
336433107
432
6531
SH
SOLE
6531
0
0
FIRSTCASH INC
COMMON STOCK USD.01
33767D105
149
2603
SH
SOLE
2603
0
0
FIRSTENERGY CORP
COMMON STOCK USD.1
337932107
384
13373
SH
SOLE
13373
0
0
FISERV INC
COMMON STOCK USD.01
337738108
704
6836
SH
SOLE
6836
0
0
FIVE BELOW
COMMON STOCK USD.01
33829M101
623
4908
SH
SOLE
4908
0
0
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
337930705
624
21068
SH
SOLE
21068
0
0
FLEETCOR TECHNOLOGIES INC
COMMON STOCK USD.001
339041105
741
3112
SH
SOLE
3112
0
0
FLEXION THERAPEUTICS INC
COMMON STOCK USD.001
33938J106
235
22579
SH
SOLE
22579
0
0
FLIR SYSTEMS INC
COMMON STOCK USD.01
302445101
162
4526
SH
SOLE
4526
0
0
FLOWERS FOODS INC
COMMON STOCK USD.01
343498101
428
17579
SH
SOLE
17579
0
0
FLYING EAGLE ACQUISITION A
FLYING EAGLE ACQUISITIO CW27
34407Y111
285
87500
SH
SOLE
87500
0
0
FMC CORP
COMMON STOCK USD.1
302491303
10580
99899
SH
SOLE
99899
0
0
FOLEY TRASIMENE ACQ CLASS A
COMMON STOCK USD.0001
34431F104
3781
364998
SH
SOLE
364998
0
0
FOLEY TRASIMENE ACQ CLASS A
FOLEY TRASIMENE ACQUI CW25
34431F112
275
121666
SH
SOLE
121666
0
0
FOLEY TRASIMENE ACQUISITION
UNIT USD.0001
34431F203
0
2
SH
SOLE
2
0
0
FOLEY TRASIMENE ACQUISITION
UNIT USD.0001
344328208
1530
150000
SH
SOLE
150000
0
0
FORMFACTOR INC
COMMON STOCK USD.001
346375108
496
19913
SH
SOLE
19913
0
0
FORTINET INC
COMMON STOCK USD.001
34959E109
3591
30483
SH
SOLE
30483
0
0
FORTIVE CORP
COMMON STOCK USD.01
34959J108
724
9506
SH
SOLE
9506
0
0
FORTRESS VALUE ACQ CLASS A
FORTRESS VALUE ACQ CL CW27
34962V114
274
83333
SH
SOLE
83333
0
0
FORTRESS VALUE ACQUISITION
UNIT USD.0001
34962V205
0
1
SH
SOLE
1
0
0
FORTRESS VALUE ACQUISITION C
UNIT USD.0001
349642207
2060
200000
SH
SOLE
200000
0
0
FORTUNE BRANDS HOME SECURI
COMMON STOCK USD.01
34964C106
4556
52663
SH
SOLE
52663
0
0
FORUM MERGER III CORP
UNIT USD.0001
349885202
0
3
SH
SOLE
3
0
0
FORUM MERGER III CORP A
COMMON STOCK USD.0001
349885103
1479
149997
SH
SOLE
149997
0
0
FORUM MERGER III CORP A
FORUM MERGER III CORP CW27
349885111
92
49999
SH
SOLE
49999
0
0
FOSSIL GROUP INC
COMMON STOCK USD.01
34988V106
313
54567
SH
SOLE
54567
0
0
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
35086T109
515
20120
SH
SOLE
20120
0
0
FOX CORP CLASS A
COMMON STOCK USD.01
35137L105
817
29339
SH
SOLE
29339
0
0
FRANKLIN COVEY CO
COMMON STOCK USD.05
353469109
294
16584
SH
SOLE
16584
0
0
FRANKLIN RESOURCES INC
COMMON STOCK USD.1
354613101
155
7604
SH
SOLE
7604
0
0
FREEPORT MCMORAN INC
COMMON STOCK USD.1
35671D857
2571
164389
SH
SOLE
164389
0
0
FUSION ACQUISITION CORP A
COMMON STOCK
36118H105
246
25000
SH
SOLE
25000
0
0
FUSION ACQUISITION CORP A
FUSION ACQUISITION CW27
36118H113
14
12500
SH
SOLE
12500
0
0
GALILEO ACQUISITION CORP
COMMON STOCK USD.0001
G3770A102
495
50000
SH
SOLE
50000
0
0
GAMING AND LEISURE PROPERTIE
REIT
36467J108
651
17633
SH
SOLE
17633
0
0
GARMIN LTD
COMMON STOCK CHF.1
H2906T109
292
3078
SH
SOLE
3078
0
0
GARTNER INC
COMMON STOCK USD.0005
366651107
566
4526
SH
SOLE
4526
0
0
GDS HOLDINGS LTD ADR
ADR USD.0004
36165L108
1433
17507
SH
SOLE
17507
0
0
GENERAC HOLDINGS INC
COMMON STOCK USD.01
368736104
802
4143
SH
SOLE
4143
0
0
GENERAL DYNAMICS CORP
COMMON STOCK USD1.0
369550108
983
7099
SH
SOLE
7099
0
0
GENERAL ELECTRIC CO
COMMON STOCK USD.06
369604103
2069
332157
SH
SOLE
332157
0
0
GENERAL MILLS INC
COMMON STOCK USD.1
370334104
904
14650
SH
SOLE
14650
0
0
GENERAL MOTORS CO
COMMON STOCK USD.01
37045V100
3803
128507
SH
SOLE
128507
0
0
GENMARK DIAGNOSTICS INC
COMMON STOCK USD.0001
372309104
224
15747
SH
SOLE
15747
0
0
GENUINE PARTS CO
COMMON STOCK USD1.0
372460105
401
4214
SH
SOLE
4214
0
0
GEO GROUP INC/THE
REIT USD.01
36162J106
1172
103383
SH
SOLE
103383
0
0
GETTY REALTY CORP
REIT USD.01
374297109
1086
41762
SH
SOLE
41762
0
0
GILAT SATELLITE NETWORKS LTD
COMMON STOCK ILS.2
M51474118
2060
378052
SH
SOLE
378052
0
0
GILEAD SCIENCES INC
COMMON STOCK USD.001
375558103
1868
29559
SH
SOLE
29559
0
0
GLADSTONE COMMERCIAL CORP
REIT USD.001
376536108
537
31850
SH
SOLE
31850
0
0
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
37890U108
290
5255
SH
SOLE
5255
0
0
GLOBAL MEDICAL REIT INC
REIT
37954A204
648
48024
SH
SOLE
48024
0
0
GLOBAL PAYMENTS INC
COMMON STOCK
37940X102
3114
17537
SH
SOLE
17537
0
0
GLOBALSTAR INC
COMMON STOCK USD.0001
378973408
22
70200
SH
SOLE
70200
0
0
GLOBE LIFE INC
COMMON STOCK USD1.0
37959E102
343
4296
SH
SOLE
4296
0
0
GLYCOMIMETICS INC
COMMON STOCK USD.001
38000Q102
190
61913
SH
SOLE
61913
0
0
GO ACQUISITION CORP
UNIT USD.0001
362019200
0
2
SH
SOLE
2
0
0
GO ACQUISITION CORP CLASS A
COMMON STOCK USD.0001
362019101
1966
199998
SH
SOLE
199998
0
0
GO ACQUISITION CORP CLASS A
GO ACQUISITION CORP CW27GO
362019119
70
66666
SH
SOLE
66666
0
0
GOLDMAN SACHS GROUP INC
COMMON STOCK USD.01
38141G104
7974
39678
SH
SOLE
39678
0
0
GOOSEHEAD INSURANCE INC A
COMMON STOCK USD.01
38267D109
367
4242
SH
SOLE
4242
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
1031
99996
SH
SOLE
99996
0
0
GORES HOLDINGS IV INC CL A
GORES HOLDINGS IV INC CW25
382865111
41
24999
SH
SOLE
24999
0
0
GORES HOLDINGS V INC
UNIT USD.0001
382864205
2588
250000
SH
SOLE
250000
0
0
GRAY TELEVISION INC
COMMON STOCK
389375106
344
24956
SH
SOLE
24956
0
0
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
390905107
322
8884
SH
SOLE
8884
0
0
GREEN DOT CORP CLASS A
COMMON STOCK USD.001
39304D102
256
5051
SH
SOLE
5051
0
0
GRUBHUB INC
COMMON STOCK USD.0001
400110102
552
7638
SH
SOLE
7638
0
0
GS ACQUISITION HDS CORP II
UNIT USD.0001
36258Q204
0
4
SH
SOLE
4
0
0
GS ACQUISITION HOLDINGS A
COMMON STOCK USD.0001
36258Q105
215
19996
SH
SOLE
19996
0
0
GS ACQUISITION HOLDINGS A
GS ACQUISITION HOLDINGS CW25
36258Q113
11
4999
SH
SOLE
4999
0
0
H E EQUIPMENT SERVICES INC
COMMON STOCK USD.01
404030108
325
16524
SH
SOLE
16524
0
0
HACKETT GROUP INC/THE
COMMON STOCK USD.001
404609109
357
31921
SH
SOLE
31921
0
0
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
405024100
29
331
SH
SOLE
331
0
0
HAIN CELESTIAL GROUP INC
COMMON STOCK USD.01
405217100
265
7720
SH
SOLE
7720
0
0
HALLIBURTON CO
COMMON STOCK USD2.5
406216101
1142
94762
SH
SOLE
94762
0
0
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
40637H109
671
25518
SH
SOLE
25518
0
0
HANESBRANDS INC
COMMON STOCK USD.01
410345102
1925
122193
SH
SOLE
122193
0
0
HARLEY DAVIDSON INC
COMMON STOCK USD.01
412822108
368
14998
SH
SOLE
14998
0
0
HARTFORD FINANCIAL SVCS GRP
COMMON STOCK USD.01
416515104
1332
36125
SH
SOLE
36125
0
0
HAWKINS INC
COMMON STOCK USD.05
420261109
233
5051
SH
SOLE
5051
0
0
HCA HEALTHCARE INC
COMMON STOCK USD.01
40412C101
4518
36235
SH
SOLE
36235
0
0
HEALTHCARE MERGER CORP A
COMMON STOCK USD.0001
42227L102
254
25000
SH
SOLE
25000
0
0
HEALTHCARE REALTY TRUST INC
REIT USD.01
421946104
1514
50265
SH
SOLE
50265
0
0
HEALTHCARE TRUST OF AME CL A
REIT USD.01
42225P501
1059
40727
SH
SOLE
40727
0
0
HEALTHPEAK PROPERTIES INC
REIT USD1.0
42250P103
2051
75534
SH
SOLE
75534
0
0
HEALTHSTREAM INC
COMMON STOCK
42222N103
492
24499
SH
SOLE
24499
0
0
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.0
42234Q102
913
30438
SH
SOLE
30438
0
0
HECLA MINING CO
COMMON STOCK USD.25
422704106
335
66022
SH
SOLE
66022
0
0
HEICO CORP
COMMON STOCK USD.01
422806109
3230
30863
SH
SOLE
30863
0
0
HELEN OF TROY LTD
COMMON STOCK USD.1
G4388N106
855
4419
SH
SOLE
4419
0
0
HENRY SCHEIN INC
COMMON STOCK USD.01
806407102
429
7301
SH
SOLE
7301
0
0
HERBALIFE NUTRITION LTD
COMMON STOCK USD.002
G4412G101
405
8678
SH
SOLE
8678
0
0
HERC HOLDINGS INC
COMMON STOCK USD.01
42704L104
1054
26618
SH
SOLE
26618
0
0
HERON THERAPEUTICS INC
COMMON STOCK USD.01
427746102
463
31267
SH
SOLE
31267
0
0
HERSHEY CO/THE
COMMON STOCK USD1.0
427866108
832
5802
SH
SOLE
5802
0
0
HEWLETT PACKARD ENTERPRISE
COMMON STOCK USD.01
42824C109
190
20261
SH
SOLE
20261
0
0
HIGHCAPE CAPITAL ACQUISITION
UNIT USD.0001
42984L204
253
25000
SH
SOLE
25000
0
0
HIGHWOODS PROPERTIES INC
REIT USD.01
431284108
2231
66460
SH
SOLE
66460
0
0
HILL ROM HOLDINGS INC
COMMON STOCK
431475102
1406
16837
SH
SOLE
16837
0
0
HILTON WORLDWIDE HOLDINGS IN
COMMON STOCK USD.01
43300A203
1498
17563
SH
SOLE
17563
0
0
HMS HOLDINGS CORP
COMMON STOCK USD.01
40425J101
195
8126
SH
SOLE
8126
0
0
HNI CORP
COMMON STOCK USD1.0
404251100
874
27846
SH
SOLE
27846
0
0
HOLICITY INC
UNIT USD.0001
435063201
4140
400000
SH
SOLE
400000
0
0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
436106108
115
5819
SH
SOLE
5819
0
0
HOLOGIC INC
COMMON STOCK USD.01
436440101
4466
67182
SH
SOLE
67182
0
0
HOME DEPOT INC
COMMON STOCK USD.05
437076102
40868
147160
SH
SOLE
147160
0
0
HONEYWELL INTERNATIONAL INC
COMMON STOCK USD1.0
438516106
3689
22412
SH
SOLE
22412
0
0
HORIZON ACQUISITION CORP
UNIT
G46049121
2081
200000
SH
SOLE
200000
0
0
HOST HOTELS RESORTS INC
REIT USD.01
44107P104
786
72890
SH
SOLE
72890
0
0
HP INC
COMMON STOCK USD.01
40434L105
962
50681
SH
SOLE
50681
0
0
HPX CORP A
COMMON STOCK USD.0001
G32219100
589
60000
SH
SOLE
60000
0
0
HPX CORP A
HPX CORP A CW25
G32219126
26
30000
SH
SOLE
30000
0
0
HUMANA INC
COMMON STOCK USD.166
444859102
3214
7766
SH
SOLE
7766
0
0
HUNT (JB) TRANSPRT SVCS INC
COMMON STOCK USD.01
445658107
246
1947
SH
SOLE
1947
0
0
HUNTINGTON BANCSHARES INC
COMMON STOCK USD.01
446150104
1483
161713
SH
SOLE
161713
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON STOCK USD.01
446413106
8313
59063
SH
SOLE
59063
0
0
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
447462102
456
11586
SH
SOLE
11586
0
0
IAA INC
COMMON STOCK USD.01
449253103
4487
86175
SH
SOLE
86175
0
0
IAC/INTERACTIVECORP
COMMON STOCK USD.001
44891N109
2786
23258
SH
SOLE
23258
0
0
ICF INTERNATIONAL INC
COMMON STOCK USD.001
44925C103
280
4552
SH
SOLE
4552
0
0
ICICI BANK LTD SPON ADR
ADR
45104G104
190
19289
SH
SOLE
19289
0
0
IDEX CORP
COMMON STOCK USD.01
45167R104
24091
132071
SH
SOLE
132071
0
0
IHEARTMEDIA INC CLASS A
COMMON STOCK
45174J509
2856
351687
SH
SOLE
351687
0
0
IHS MARKIT LTD
COMMON STOCK USD.01
G47567105
2567
32701
SH
SOLE
32701
0
0
II VI INC
COMMON STOCK
902104108
268
6612
SH
SOLE
6612
0
0
ILLINOIS TOOL WORKS
COMMON STOCK USD.01
452308109
1277
6611
SH
SOLE
6611
0
0
IMAX CORP
COMMON STOCK
45245E109
257
21471
SH
SOLE
21471
0
0
INCYTE CORP
COMMON STOCK USD.001
45337C102
172
1914
SH
SOLE
1914
0
0
INGEVITY CORP
COMMON STOCK USD.01
45688C107
2
34
SH
SOLE
34
0
0
INGREDION INC
COMMON STOCK USD.01
457187102
1290
17047
SH
SOLE
17047
0
0
INNOVATIVE INDUSTRIAL PROPER
REIT USD.001
45781V101
455
3670
SH
SOLE
3670
0
0
INNOVIVA INC
COMMON STOCK USD.01
45781M101
781
74712
SH
SOLE
74712
0
0
INOVALON HOLDINGS INC A
COMMON STOCK USD.000005
45781D101
1289
48750
SH
SOLE
48750
0
0
INSEEGO CORP
COMMON STOCK
45782B104
228
22141
SH
SOLE
22141
0
0
INSMED INC
COMMON STOCK USD.01
457669307
298
9276
SH
SOLE
9276
0
0
INSULET CORP
COMMON STOCK USD.001
45784P101
394
1664
SH
SOLE
1664
0
0
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
45826H109
212
3586
SH
SOLE
3586
0
0
INTEL CORP
COMMON STOCK USD.001
458140100
9016
174121
SH
SOLE
174121
0
0
INTELLIA THERAPEUTICS INC
COMMON STOCK USD.0001
45826J105
549
27598
SH
SOLE
27598
0
0
INTERACTIVE BROKERS GRO CL A
COMMON STOCK USD.01
45841N107
1049
21700
SH
SOLE
21700
0
0
INTERCEPT PHARMACEUTICALS IN
COMMON STOCK USD.001
45845P108
342
8257
SH
SOLE
8257
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON STOCK USD.01
45866F104
16503
164948
SH
SOLE
164948
0
0
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
459044103
507
19436
SH
SOLE
19436
0
0
INTERNATIONAL GAME TECHNOLOG
COMMON STOCK USD.1
G4863A108
846
75990
SH
SOLE
75990
0
0
INTERNATIONAL PAPER CO
COMMON STOCK USD1.0
460146103
6046
149143
SH
SOLE
149143
0
0
INTERNATIONAL SEAWAYS INC
COMMON STOCK
Y41053102
157
10732
SH
SOLE
10732
0
0
INTERPRIVATE ACQUISITION COR
COMMON STOCK USD.0001
46064A103
3750
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
159
9538
SH
SOLE
9538
0
0
INTERSECT ENT INC
COMMON STOCK USD.001
46071F103
429
26305
SH
SOLE
26305
0
0
INTL BUSINESS MACHINES CORP
COMMON STOCK USD.2
459200101
4981
40942
SH
SOLE
40942
0
0
INTL FLAVORS FRAGRANCES
COMMON STOCK USD.125
459506101
299
2444
SH
SOLE
2444
0
0
INTUIT INC
COMMON STOCK USD.01
461202103
2424
7431
SH
SOLE
7431
0
0
INVESCO LTD
COMMON STOCK USD.2
G491BT108
86
7514
SH
SOLE
7514
0
0
INVITAE CORP
COMMON STOCK USD.0001
46185L103
765
17653
SH
SOLE
17653
0
0
INVITATION HOMES INC
REIT USD.01
46187W107
3473
124076
SH
SOLE
124076
0
0
ION GEOPHYSICAL CORP
COMMON STOCK USD.01
462044207
10
6683
SH
SOLE
6683
0
0
IOVANCE BIOTHERAPEUTICS INC
COMMON STOCK USD.000041666
462260100
160
4869
SH
SOLE
4869
0
0
IPG PHOTONICS CORP
COMMON STOCK USD.0001
44980X109
181
1064
SH
SOLE
1064
0
0
IQVIA HOLDINGS INC
COMMON STOCK USD.01
46266C105
7821
49615
SH
SOLE
49615
0
0
IRIDIUM COMMUNICATIONS INC
COMMON STOCK USD.001
46269C102
1021
39929
SH
SOLE
39929
0
0
IRON MOUNTAIN INC
REIT USD.01
46284V101
945
35272
SH
SOLE
35272
0
0
IRONWOOD PHARMACEUTICALS INC
COMMON STOCK USD.001
46333X108
222
24629
SH
SOLE
24629
0
0
ISHARES CORE SP MID CAP ETF
ISHARES CORE S+P MIDCAP ETF
464287507
15056
81246
SH
SOLE
81246
0
0
ISHARES MSCI ACWI ETF
ISHARES MSCI ACWI ETF
464288257
7187
89923
SH
SOLE
89923
0
0
ISHARES MSCI EAFE ETF
ISHARES MSCI EAFE ETF
464287465
229489
3605488
SH
SOLE
3605488
0
0
ISHARES MSCI EMERGING MARKETS
ISHARES MSCI EMERGING MARKET
464287234
150096
3404315
SH
SOLE
3404315
0
0
ISHARES MSCI WORLD ETF
ISHARES MSCI WORLD ETF
464286392
2085
20955
SH
SOLE
20955
0
0
ISHARES RUSSELL 2000 ETF
ISHARES RUSSELL 2000 ETF
464287655
15254
101838
SH
SOLE
101838
0
0
ISHARES RUSSELL 2000 VALUE ETF
ISHARES RUSSELL 2000 VALUE E
464287630
14038
141322
SH
SOLE
141322
0
0
ISHARES SP MID CAP 400 VALUE
ISHARES S+P MID CAP 400 VALU
464287705
13697
101561
SH
SOLE
101561
0
0
ISTAR INC
REIT USD.001
45031U101
278
23574
SH
SOLE
23574
0
0
ITRON INC
COMMON STOCK
465741106
387
6365
SH
SOLE
6365
0
0
ITT INC
COMMON STOCK USD1.0
45073V108
252
4267
SH
SOLE
4267
0
0
J2 GLOBAL INC
COMMON STOCK USD.01
48123V102
1228
17745
SH
SOLE
17745
0
0
JACK HENRY ASSOCIATES INC
COMMON STOCK USD.01
426281101
3683
22653
SH
SOLE
22653
0
0
JACOBS ENGINEERING GROUP INC
COMMON STOCK USD1.0
469814107
281
3032
SH
SOLE
3032
0
0
JAWS ACQUISITION CORP CL A
COMMON STOCK USD.0001
G50744104
781
75000
SH
SOLE
75000
0
0
JAWS ACQUISITION CORP CL A
JAWS ACQUISTION CW25
G50744112
53
25000
SH
SOLE
25000
0
0
JBG SMITH PROPERTIES
REIT USD.01
46590V100
1038
38805
SH
SOLE
38805
0
0
JD.COM INC ADR
ADR USD.00002
47215P106
991
12771
SH
SOLE
12771
0
0
JM SMUCKER CO/THE
COMMON STOCK
832696405
302
2616
SH
SOLE
2616
0
0
JOHNSON JOHNSON
COMMON STOCK USD1.0
478160104
35130
235964
SH
SOLE
235964
0
0
JOHNSON CONTROLS INTERNATION
COMMON STOCK USD.01
G51502105
1183
28956
SH
SOLE
28956
0
0
JOUNCE THERAPEUTICS INC
COMMON STOCK USD.001
481116101
306
37498
SH
SOLE
37498
0
0
JOYY INC
ADR USD.00001
46591M109
3924
48642
SH
SOLE
48642
0
0
JPMORGAN CHASE CO
COMMON STOCK USD1.0
46625H100
33711
350172
SH
SOLE
350172
0
0
JUNIPER INDUSTRIAL HLDGS A
COMMON STOCK
48205G106
4969
475000
SH
SOLE
475000
0
0
JUNIPER NETWORKS INC
COMMON STOCK USD.00001
48203R104
1089
50660
SH
SOLE
50660
0
0
KANSAS CITY SOUTHERN
COMMON STOCK USD.01
485170302
3544
19596
SH
SOLE
19596
0
0
KB HOME
COMMON STOCK USD1.0
48666K109
565
14705
SH
SOLE
14705
0
0
KELLOGG CO
COMMON STOCK USD.25
487836108
454
7033
SH
SOLE
7033
0
0
KELLY SERVICES INC A
COMMON STOCK USD1.0
488152208
178
10457
SH
SOLE
10457
0
0
KENSINGTON CAPITAL ACQUIS A
KENSINGTON CAPITAL ACQ CW27
490073111
563
125000
SH
SOLE
125000
0
0
KEYCORP
COMMON STOCK USD1.0
493267108
682
57153
SH
SOLE
57153
0
0
KEYSIGHT TECHNOLOGIES IN
COMMON STOCK
49338L103
737
7461
SH
SOLE
7461
0
0
KFORCE INC
COMMON STOCK USD.01
493732101
1164
36170
SH
SOLE
36170
0
0
KILROY REALTY CORP
REIT USD.01
49427F108
1146
22065
SH
SOLE
22065
0
0
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
494274103
300
28509
SH
SOLE
28509
0
0
KIMBERLY CLARK CORP
COMMON STOCK USD1.25
494368103
2406
16296
SH
SOLE
16296
0
0
KIMCO REALTY CORP
REIT USD.01
49446R109
1370
121684
SH
SOLE
121684
0
0
KINDER MORGAN INC
COMMON STOCK USD.01
49456B101
859
69646
SH
SOLE
69646
0
0
KINSALE CAPITAL GROUP INC
COMMON STOCK USD.01
49714P108
392
2062
SH
SOLE
2062
0
0
KIRKLAND LAKE GOLD LTD
COMMON STOCK
49741E100
2902
59557
SH
SOLE
59557
0
0
KITE REALTY GROUP TRUST
REIT USD.01
49803T300
560
48369
SH
SOLE
48369
0
0
KKR CO INC
COMMON STOCK
48251W104
730
21259
SH
SOLE
21259
0
0
KLA CORP
COMMON STOCK USD.001
482480100
1443
7447
SH
SOLE
7447
0
0
KNIGHT SWIFT TRANSPORTATION
COMMON STOCK USD.001
499049104
394
9671
SH
SOLE
9671
0
0
KODIAK SCIENCES INC
COMMON STOCK USD.0001
50015M109
193
3268
SH
SOLE
3268
0
0
KOSMOS ENERGY LTD
COMMON STOCK USD.01
500688106
149
152556
SH
SOLE
152556
0
0
KRAFT HEINZ CO/THE
COMMON STOCK USD.01
500754106
1351
45095
SH
SOLE
45095
0
0
KRATON CORP
COMMON STOCK USD.01
50077C106
605
33977
SH
SOLE
33977
0
0
KROGER CO
COMMON STOCK USD1.0
501044101
1892
55795
SH
SOLE
55795
0
0
KRONOS WORLDWIDE INC
COMMON STOCK USD.01
50105F105
264
20556
SH
SOLE
20556
0
0
L BRANDS INC
COMMON STOCK USD.5
501797104
333
10457
SH
SOLE
10457
0
0
L3HARRIS TECHNOLOGIES INC
COMMON STOCK USD1.0
502431109
10506
61859
SH
SOLE
61859
0
0
LABORATORY CRP OF AMER HLDGS
COMMON STOCK USD.1
50540R409
535
2840
SH
SOLE
2840
0
0
LAKELAND INDUSTRIES INC
COMMON STOCK USD.01
511795106
209
10577
SH
SOLE
10577
0
0
LAM RESEARCH CORP
COMMON STOCK USD.001
512807108
2604
7848
SH
SOLE
7848
0
0
LAMB WESTON HOLDINGS INC
COMMON STOCK USD1.0
513272104
396
5975
SH
SOLE
5975
0
0
LANCASTER COLONY CORP
COMMON STOCK
513847103
231
1293
SH
SOLE
1293
0
0
LANDS END INC
COMMON STOCK USD.01
51509F105
381
29243
SH
SOLE
29243
0
0
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
515098101
1092
8698
SH
SOLE
8698
0
0
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
518415104
539
18624
SH
SOLE
18624
0
0
LEAR CORP
COMMON STOCK USD.01
521865204
413
3786
SH
SOLE
3786
0
0
LEGGETT PLATT INC
COMMON STOCK USD.01
524660107
441
10715
SH
SOLE
10715
0
0
LEIDOS HOLDINGS INC
COMMON STOCK USD.0001
525327102
441
4951
SH
SOLE
4951
0
0
LENNAR CORP A
COMMON STOCK USD.1
526057104
6055
74127
SH
SOLE
74127
0
0
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
526107107
7267
26658
SH
SOLE
26658
0
0
LEXINFINTECH HOLDINGS L ADR
ADR
528877103
1331
194249
SH
SOLE
194249
0
0
LGI HOMES INC
COMMON STOCK USD.01
50187T106
239
2055
SH
SOLE
2055
0
0
LGL SYSTEMS ACQUISITION A
COMMON STOCK USD.0001
50201G106
1002
100000
SH
SOLE
100000
0
0
LGL SYSTEMS ACQUISITION A
LGL SYSTEMS ACQUISITI CW26
50201G114
54
50000
SH
SOLE
50000
0
0
LHC GROUP INC
COMMON STOCK USD.01
50187A107
1150
5408
SH
SOLE
5408
0
0
LIFE STORAGE INC
REIT USD.01
53223X107
1204
11433
SH
SOLE
11433
0
0
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
53220K504
298
3122
SH
SOLE
3122
0
0
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK
533900106
1181
12827
SH
SOLE
12827
0
0
LINCOLN NATIONAL CORP
COMMON STOCK
534187109
377
12020
SH
SOLE
12020
0
0
LINDE PLC
COMMON STOCK EUR.001
G5494J103
3292
13825
SH
SOLE
13825
0
0
LIONHEART ACQUISITION CORP
UNIT USD.0001
53625R203
996
100000
SH
SOLE
100000
0
0
LITHIA MOTORS INC CL A
COMMON STOCK
536797103
582
2554
SH
SOLE
2554
0
0
LIVE OAK ACQUISITION CORP A
COMMON STOCK USD.0001
53804F103
1966
195000
SH
SOLE
195000
0
0
LIVE OAK ACQUISITION CORP A
LIVE OAK ACQUISITION CO CW27
53804F111
96
97500
SH
SOLE
97500
0
0
LKQ CORP
COMMON STOCK USD.01
501889208
345
12441
SH
SOLE
12441
0
0
LOCKHEED MARTIN CORP
COMMON STOCK USD1.0
539830109
22949
59875
SH
SOLE
59875
0
0
LONGVIEW ACQUISITION CORP
UNIT USD.0001
543195200
0
1
SH
SOLE
1
0
0
LONGVIEW ACQUISITION CORP A
COMMON STOCK
543195101
982
99999
SH
SOLE
99999
0
0
LONGVIEW ACQUISITION CORP A
LONGVIEW ACQUISITION CO CW25
543195119
32
33333
SH
SOLE
33333
0
0
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
546347105
329
11158
SH
SOLE
11158
0
0
LOWE S COS INC
COMMON STOCK USD.5
548661107
4164
25104
SH
SOLE
25104
0
0
LUMENTUM HOLDINGS INC
COMMON STOCK USD.001
55024U109
1601
21305
SH
SOLE
21305
0
0
LUMINEX CORP
COMMON STOCK USD.001
55027E102
1037
39520
SH
SOLE
39520
0
0
LYONDELLBASELL INDU CL A
COMMON STOCK EUR.04
N53745100
683
9690
SH
SOLE
9690
0
0
M T BANK CORP
COMMON STOCK USD.5
55261F104
582
6321
SH
SOLE
6321
0
0
MAGELLAN HEALTH INC
COMMON STOCK USD.01
559079207
221
2913
SH
SOLE
2913
0
0
MANNKIND CORP
COMMON STOCK USD.01
56400P706
1330
707500
SH
SOLE
707500
0
0
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
564563104
1502
21808
SH
SOLE
21808
0
0
MARATHON OIL CORP
COMMON STOCK USD1.0
565849106
411
100431
SH
SOLE
100431
0
0
MARATHON PETROLEUM CORP
COMMON STOCK USD.01
56585A102
4565
155587
SH
SOLE
155587
0
0
MARKEL CORP
COMMON STOCK
570535104
3408
3500
SH
SOLE
3500
0
0
MARKETAXESS HOLDINGS INC
COMMON STOCK USD.003
57060D108
492
1021
SH
SOLE
1021
0
0
MARRIOTT INTERNATIONAL CL A
COMMON STOCK USD.01
571903202
382
4123
SH
SOLE
4123
0
0
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
57164Y107
1144
12600
SH
SOLE
12600
0
0
MARSH MCLENNAN COS
COMMON STOCK USD1.0
571748102
8720
76021
SH
SOLE
76021
0
0
MARTEN TRANSPORT LTD
COMMON STOCK USD.01
573075108
560
34297
SH
SOLE
34297
0
0
MARTIN MARIETTA MATERIALS
COMMON STOCK USD.01
573284106
1475
6267
SH
SOLE
6267
0
0
MASCO CORP
COMMON STOCK USD1.0
574599106
3707
67234
SH
SOLE
67234
0
0
MASIMO CORP
COMMON STOCK USD.001
574795100
100
425
SH
SOLE
425
0
0
MASONITE INTERNATIONAL CORP
COMMON STOCK
575385109
1233
12529
SH
SOLE
12529
0
0
MASTEC INC
COMMON STOCK USD.1
576323109
554
13118
SH
SOLE
13118
0
0
MASTERCARD INC A
COMMON STOCK USD.0001
57636Q104
41056
121406
SH
SOLE
121406
0
0
MATADOR RESOURCES CO
COMMON STOCK USD.01
576485205
533
64577
SH
SOLE
64577
0
0
MATCH GROUP INC
COMMON STOCK
57667L107
2184
19736
SH
SOLE
19736
0
0
MAXAR TECHNOLOGIES INC
COMMON STOCK
57778K105
326
13068
SH
SOLE
13068
0
0
MAXIM INTEGRATED PRODUCTS
COMMON STOCK USD.001
57772K101
3053
45159
SH
SOLE
45159
0
0
MCCORMICK CO NON VTG SHRS
COMMON STOCK
579780206
400
2059
SH
SOLE
2059
0
0
MCDONALD S CORP
COMMON STOCK USD.01
580135101
8922
40648
SH
SOLE
40648
0
0
MCGRATH RENTCORP
COMMON STOCK
580589109
1133
19007
SH
SOLE
19007
0
0
MCKESSON CORP
COMMON STOCK USD.01
58155Q103
900
6043
SH
SOLE
6043
0
0
MDC HOLDINGS INC
COMMON STOCK USD.01
552676108
1363
28944
SH
SOLE
28944
0
0
MDU RESOURCES GROUP INC
COMMON STOCK USD1.0
552690109
2993
133025
SH
SOLE
133025
0
0
MEDICAL PROPERTIES TRUST INC
REIT USD.001
58463J304
2241
127085
SH
SOLE
127085
0
0
MEDPACE HOLDINGS INC
COMMON STOCK USD.01
58506Q109
2460
22016
SH
SOLE
22016
0
0
MEDTRONIC PLC
COMMON STOCK USD.1
G5960L103
7087
68192
SH
SOLE
68192
0
0
MELCO RESORTS ENTERT ADR
ADR USD.01
585464100
4
241
SH
SOLE
241
0
0
MERCADOLIBRE INC
COMMON STOCK USD.001
58733R102
617
570
SH
SOLE
570
0
0
MERCK CO. INC.
COMMON STOCK USD.5
58933Y105
22797
274825
SH
SOLE
274825
0
0
MERITAGE HOMES CORP
COMMON STOCK USD.01
59001A102
257
2325
SH
SOLE
2325
0
0
METLIFE INC
COMMON STOCK USD.01
59156R108
682
18355
SH
SOLE
18355
0
0
METTLER TOLEDO INTERNATIONAL
COMMON STOCK USD.01
592688105
16567
17155
SH
SOLE
17155
0
0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
552848103
441
49793
SH
SOLE
49793
0
0
MGM GROWTH PROPERTIES LLC A
REIT
55303A105
822
29393
SH
SOLE
29393
0
0
MGM RESORTS INTERNATIONAL
COMMON STOCK USD.01
552953101
424
19493
SH
SOLE
19493
0
0
MGP INGREDIENTS INC
COMMON STOCK
55303J106
228
5733
SH
SOLE
5733
0
0
MICHAELS COS INC/THE
COMMON STOCK USD.06775
59408Q106
293
30348
SH
SOLE
30348
0
0
MICROCHIP TECHNOLOGY INC
COMMON STOCK USD.001
595017104
1292
12572
SH
SOLE
12572
0
0
MICRON TECHNOLOGY INC
COMMON STOCK USD.1
595112103
1922
40920
SH
SOLE
40920
0
0
MICROSOFT CORP
COMMON STOCK USD.00000625
594918104
162305
771668
SH
SOLE
771668
0
0
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
594972408
292
1941
SH
SOLE
1941
0
0
MID AMERICA APARTMENT COMM
REIT USD.01
59522J103
2785
24021
SH
SOLE
24021
0
0
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
603158106
1106
21651
SH
SOLE
21651
0
0
MIRATI THERAPEUTICS INC
COMMON STOCK
60468T105
510
3070
SH
SOLE
3070
0
0
MKS INSTRUMENTS INC
COMMON STOCK
55306N104
479
4388
SH
SOLE
4388
0
0
MODEL N INC
COMMON STOCK USD.00015
607525102
388
11005
SH
SOLE
11005
0
0
MODERNA INC
COMMON STOCK USD.0001
60770K107
315
4458
SH
SOLE
4458
0
0
MOHAWK INDUSTRIES INC
COMMON STOCK USD.01
608190104
222
2279
SH
SOLE
2279
0
0
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
60855R100
105
571
SH
SOLE
571
0
0
MOLSON COORS BEVERAGE CO B
COMMON STOCK USD.01
60871R209
223
6653
SH
SOLE
6653
0
0
MONDELEZ INTERNATIONAL INC A
COMMON STOCK
609207105
12497
217528
SH
SOLE
217528
0
0
MONGODB INC
COMMON STOCK USD.001
60937P106
103
447
SH
SOLE
447
0
0
MONOLITHIC POWER SYSTEMS INC
COMMON STOCK USD.001
609839105
108
388
SH
SOLE
388
0
0
MONSTER BEVERAGE CORP
COMMON STOCK
61174X109
2347
29267
SH
SOLE
29267
0
0
MOODY S CORP
COMMON STOCK USD.01
615369105
9004
31065
SH
SOLE
31065
0
0
MOOG INC CLASS A
COMMON STOCK USD1.0
615394202
880
13857
SH
SOLE
13857
0
0
MORGAN STANLEY
COMMON STOCK USD.01
617446448
14389
297610
SH
SOLE
297610
0
0
MOSAIC CO/THE
COMMON STOCK USD.01
61945C103
367
20101
SH
SOLE
20101
0
0
MOTOROLA SOLUTIONS INC
COMMON STOCK USD.01
620076307
773
4929
SH
SOLE
4929
0
0
MR COOPER GROUP INC
COMMON STOCK USD.01
62482R107
365
16347
SH
SOLE
16347
0
0
MSCI INC
COMMON STOCK USD.01
55354G100
15367
43071
SH
SOLE
43071
0
0
MURPHY USA INC
COMMON STOCK
626755102
294
2294
SH
SOLE
2294
0
0
MYLAN NV
COMMON STOCK EUR.01
N59465109
139
9373
SH
SOLE
9373
0
0
MYOKARDIA INC
COMMON STOCK USD.0001
62857M105
127
931
SH
SOLE
931
0
0
N B T BANCORP INC
COMMON STOCK USD.01
628778102
136
5088
SH
SOLE
5088
0
0
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
G6359F137
150
6137
SH
SOLE
6137
0
0
NASDAQ INC
COMMON STOCK USD.01
631103108
365
2974
SH
SOLE
2974
0
0
NATERA INC
COMMON STOCK USD.0001
632307104
1852
25633
SH
SOLE
25633
0
0
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
636180101
1242
30591
SH
SOLE
30591
0
0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
635906100
423
6792
SH
SOLE
6792
0
0
NATIONAL OILWELL VARCO INC
COMMON STOCK USD.01
637071101
170
18768
SH
SOLE
18768
0
0
NATIONAL RESEARCH CORP
COMMON STOCK USD.001
637372202
361
7337
SH
SOLE
7337
0
0
NATIONAL RETAIL PROPERTIES
REIT USD.01
637417106
1712
49618
SH
SOLE
49618
0
0
NATIONAL STORAGE AFFILIATES
REIT USD.01
637870106
1667
50951
SH
SOLE
50951
0
0
NATIONAL VISION HOLDINGS INC
COMMON STOCK USD.01
63845R107
292
7648
SH
SOLE
7648
0
0
NATL HEALTH INVESTORS INC
REIT USD.01
63633D104
731
12135
SH
SOLE
12135
0
0
NATUS MEDICAL INC
COMMON STOCK USD.001
639050103
181
10582
SH
SOLE
10582
0
0
NAVISTAR INTERNATIONAL CORP
COMMON STOCK USD.1
63934E108
616
14147
SH
SOLE
14147
0
0
NEOGEN CORP
COMMON STOCK USD.16
640491106
585
7481
SH
SOLE
7481
0
0
NEOGENOMICS INC
COMMON STOCK USD.001
64049M209
426
11561
SH
SOLE
11561
0
0
NETAPP INC
COMMON STOCK USD.001
64110D104
285
6500
SH
SOLE
6500
0
0
NETEASE INC ADR
ADR USD.0001
64110W102
486
1069
SH
SOLE
1069
0
0
NETFLIX INC
COMMON STOCK USD.001
64110L106
13966
27931
SH
SOLE
27931
0
0
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
64125C109
110
1149
SH
SOLE
1149
0
0
NEVRO CORP
COMMON STOCK USD.001
64157F103
1155
8295
SH
SOLE
8295
0
0
NEWELL BRANDS INC
COMMON STOCK USD1.0
651229106
160
9316
SH
SOLE
9316
0
0
NEWMONT CORP
COMMON STOCK USD1.6
651639106
2674
42138
SH
SOLE
42138
0
0
NEWPARK RESOURCES INC
COMMON STOCK USD.01
651718504
135
128762
SH
SOLE
128762
0
0
NEWS CORP CLASS A
COMMON STOCK USD.01
65249B109
190
13572
SH
SOLE
13572
0
0
NEXPOINT RESIDENTIAL
REIT USD.01
65341D102
657
14809
SH
SOLE
14809
0
0
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
65336K103
1714
19062
SH
SOLE
19062
0
0
NEXTERA ENERGY INC
COMMON STOCK USD.01
65339F101
9133
32903
SH
SOLE
32903
0
0
NEXTGEN HEALTHCARE INC
COMMON STOCK USD.01
65343C102
371
29101
SH
SOLE
29101
0
0
NEXTIER OILFIELD SOLUTIONS I
COMMON STOCK USD.01
65290C105
87
46832
SH
SOLE
46832
0
0
NIC INC
COMMON STOCK
62914B100
952
48314
SH
SOLE
48314
0
0
NIELSEN HOLDINGS PLC
COMMON STOCK EUR.07
G6518L108
203
14316
SH
SOLE
14316
0
0
NIKE INC CL B
COMMON STOCK
654106103
15924
126841
SH
SOLE
126841
0
0
NISOURCE INC
COMMON STOCK USD.01
65473P105
229
10413
SH
SOLE
10413
0
0
NOBLE ENERGY INC
COMMON STOCK USD.01
655044105
101
11775
SH
SOLE
11775
0
0
NORDIC AMERICAN TANKERS LTD
COMMON STOCK USD.01
G65773106
148
42368
SH
SOLE
42368
0
0
NORDSON CORP
COMMON STOCK
655663102
40
206
SH
SOLE
206
0
0
NORFOLK SOUTHERN CORP
COMMON STOCK USD1.0
655844108
1457
6810
SH
SOLE
6810
0
0
NORTHERN GENESIS ACQUISITION
UNIT USD.0001
66516T203
3497
350000
SH
SOLE
350000
0
0
NORTHERN TRUST CORP
COMMON STOCK USD1.667
665859104
472
6059
SH
SOLE
6059
0
0
NORTHROP GRUMMAN CORP
COMMON STOCK USD1.0
666807102
1237
3920
SH
SOLE
3920
0
0
NORTHWEST BANCSHARES INC
COMMON STOCK USD.01
667340103
252
27373
SH
SOLE
27373
0
0
NORTHWESTERN CORP
COMMON STOCK USD.01
668074305
295
6061
SH
SOLE
6061
0
0
NORTONLIFELOCK INC
COMMON STOCK USD.01
668771108
277
13281
SH
SOLE
13281
0
0
NOVAGOLD RESOURCES INC
COMMON STOCK
66987E206
873
73434
SH
SOLE
73434
0
0
NOVAVAX INC
COMMON STOCK USD.01
670002401
558
5149
SH
SOLE
5149
0
0
NRG ENERGY INC
COMMON STOCK USD.01
629377508
3382
110022
SH
SOLE
110022
0
0
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
67018T105
264
5278
SH
SOLE
5278
0
0
NUCOR CORP
COMMON STOCK USD.4
670346105
3268
72858
SH
SOLE
72858
0
0
NUVASIVE INC
COMMON STOCK USD.001
670704105
367
7556
SH
SOLE
7556
0
0
NVIDIA CORP
COMMON STOCK USD.001
67066G104
23787
43951
SH
SOLE
43951
0
0
NVR INC
COMMON STOCK USD.01
62944T105
347
85
SH
SOLE
85
0
0
NXP SEMICONDUCTORS NV
COMMON STOCK
N6596X109
2360
18908
SH
SOLE
18908
0
0
O REILLY AUTOMOTIVE INC
COMMON STOCK USD.01
67103H107
11033
23929
SH
SOLE
23929
0
0
OAKTREE ACQUISITION CORP II
UNIT USD.0001
G6715X129
770
75000
SH
SOLE
75000
0
0
OCCIDENTAL PETROLEUM CORP
COMMON STOCK USD.2
674599105
1320
131855
SH
SOLE
131855
0
0
OCCIDENTAL PETROLEUM CORP
OCCIDENTAL PETROLEUM CW27
674599162
16
5435
SH
SOLE
5435
0
0
OGE ENERGY CORP
COMMON STOCK USD.01
670837103
419
13963
SH
SOLE
13963
0
0
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
678026105
156
57269
SH
SOLE
57269
0
0
OKTA INC
COMMON STOCK
679295105
803
3754
SH
SOLE
3754
0
0
OLD DOMINION FREIGHT LINE
COMMON STOCK USD.1
679580100
10406
57518
SH
SOLE
57518
0
0
OLD NATIONAL BANCORP
COMMON STOCK
680033107
965
76832
SH
SOLE
76832
0
0
OLD SECOND BANCORP INC
COMMON STOCK USD1.0
680277100
162
21557
SH
SOLE
21557
0
0
OLIN CORP
COMMON STOCK USD1.0
680665205
232
18772
SH
SOLE
18772
0
0
OMEGA HEALTHCARE INVESTORS
REIT USD.1
681936100
757
25282
SH
SOLE
25282
0
0
OMNICELL INC
COMMON STOCK USD.001
68213N109
529
7087
SH
SOLE
7087
0
0
OMNICOM GROUP
COMMON STOCK USD.15
681919106
221
4470
SH
SOLE
4470
0
0
ONE
UNIT USD.0001
G7000X113
1090
100000
SH
SOLE
100000
0
0
ONE GAS INC
COMMON STOCK
68235P108
666
9648
SH
SOLE
9648
0
0
ONE LIBERTY PROPERTIES INC
REIT USD1.0
682406103
383
23418
SH
SOLE
23418
0
0
ONEMAIN HOLDINGS INC
COMMON STOCK USD.01
68268W103
1621
51869
SH
SOLE
51869
0
0
ONEOK INC
COMMON STOCK USD.01
682680103
332
12765
SH
SOLE
12765
0
0
OPKO HEALTH INC
COMMON STOCK USD.01
68375N103
308
83594
SH
SOLE
83594
0
0
ORACLE CORP
COMMON STOCK USD.01
68389X105
6384
106934
SH
SOLE
106934
0
0
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
68554V108
322
26495
SH
SOLE
26495
0
0
ORBCOMM INC
COMMON STOCK USD.001
68555P100
265
77931
SH
SOLE
77931
0
0
ORION ENGINEERED CARBONS SA
COMMON STOCK
L72967109
548
43829
SH
SOLE
43829
0
0
ORTHOFIX MEDICAL INC
COMMON STOCK USD.1
68752M108
267
8562
SH
SOLE
8562
0
0
OSHKOSH CORP
COMMON STOCK USD.01
688239201
1481
20150
SH
SOLE
20150
0
0
OSPREY TECHNOLOGY ACQUISIT A
COMMON STOCK
68839R104
815
80000
SH
SOLE
80000
0
0
OTIS WORLDWIDE CORP
COMMON STOCK USD.01
68902V107
1566
25085
SH
SOLE
25085
0
0
OVERSTOCK.COM INC
COMMON STOCK USD.0001
690370101
241
3324
SH
SOLE
3324
0
0
OWENS MINOR INC
COMMON STOCK USD2.0
690732102
378
15054
SH
SOLE
15054
0
0
OWENS CORNING
COMMON STOCK USD.001
690742101
1175
17074
SH
SOLE
17074
0
0
PACCAR INC
COMMON STOCK USD1.0
693718108
530
6210
SH
SOLE
6210
0
0
PACIFIC BIOSCIENCES OF CALIF
COMMON STOCK USD.0001
69404D108
948
96079
SH
SOLE
96079
0
0
PACIFIC DRILLING SA
COMMON STOCK USD.01
L7257P205
14
58497
SH
SOLE
58497
0
0
PACKAGING CORP OF AMERICA
COMMON STOCK USD.01
695156109
927
8501
SH
SOLE
8501
0
0
PACWEST BANCORP
COMMON STOCK
695263103
998
58448
SH
SOLE
58448
0
0
PALOMAR HOLDINGS INC
COMMON STOCK USD.0001
69753M105
437
4190
SH
SOLE
4190
0
0
PARAMOUNT GROUP INC
REIT USD.01
69924R108
521
73566
SH
SOLE
73566
0
0
PARK HOTELS RESORTS INC
REIT USD.01
700517105
1260
126105
SH
SOLE
126105
0
0
PARKER HANNIFIN CORP
COMMON STOCK USD.5
701094104
879
4345
SH
SOLE
4345
0
0
PATTERSON COS INC
COMMON STOCK USD.01
703395103
239
9917
SH
SOLE
9917
0
0
PAYCHEX INC
COMMON STOCK USD.01
704326107
1022
12808
SH
SOLE
12808
0
0
PAYPAL HOLDINGS INC
COMMON STOCK USD.0001
70450Y103
17959
91148
SH
SOLE
91148
0
0
PEABODY ENERGY CORP
COMMON STOCK
704551100
308
133706
SH
SOLE
133706
0
0
PENN NATIONAL GAMING INC
COMMON STOCK USD.01
707569109
829
11406
SH
SOLE
11406
0
0
PENNYMAC FINANCIAL SERVICES
COMMON STOCK USD.0001
70932M107
1471
25312
SH
SOLE
25312
0
0
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
70959W103
505
10597
SH
SOLE
10597
0
0
PENTAIR PLC
COMMON STOCK USD.01
G7S00T104
233
5082
SH
SOLE
5082
0
0
PEPSICO INC
COMMON STOCK USD.017
713448108
7543
54426
SH
SOLE
54426
0
0
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
71377A103
333
9609
SH
SOLE
9609
0
0
PERIDOT ACQUISITION CORP
UNIT USD.0001
G7008A123
1497
150000
SH
SOLE
150000
0
0
PERKINELMER INC
COMMON STOCK USD1.0
714046109
421
3352
SH
SOLE
3352
0
0
PERRIGO CO PLC
COMMON STOCK EUR.001
G97822103
139
3019
SH
SOLE
3019
0
0
PERSHING SQUARE TONTINE A
COMMON STOCK USD.0001
71531R109
4311
190000
SH
SOLE
190000
0
0
PERSHING SQUARE TONTINE A
PERSHING SQUARE TONTINE WS
71531R117
151
21110
SH
SOLE
21110
0
0
PERSPECTA INC
COMMON STOCK USD.01
715347100
90
4628
SH
SOLE
4628
0
0
PETMED EXPRESS INC
COMMON STOCK USD.001
716382106
392
12401
SH
SOLE
12401
0
0
PFIZER INC
COMMON STOCK USD.05
717081103
4842
131925
SH
SOLE
131925
0
0
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
71742Q106
573
32906
SH
SOLE
32906
0
0
PHILIP MORRIS INTERNATIONAL
COMMON STOCK
718172109
6700
89348
SH
SOLE
89348
0
0
PHILLIPS 66
COMMON STOCK
718546104
531
10237
SH
SOLE
10237
0
0
PHOTRONICS INC
COMMON STOCK USD.01
719405102
470
47193
SH
SOLE
47193
0
0
PHYSICIANS REALTY TRUST
REIT USD.01
71943U104
699
39007
SH
SOLE
39007
0
0
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
720190206
1236
91119
SH
SOLE
91119
0
0
PINNACLE FINANCIAL PARTNERS
COMMON STOCK USD1.0
72346Q104
425
11933
SH
SOLE
11933
0
0
PINNACLE WEST CAPITAL
COMMON STOCK
723484101
972
13043
SH
SOLE
13043
0
0
PIONEER NATURAL RESOURCES CO
COMMON STOCK USD.01
723787107
1492
17347
SH
SOLE
17347
0
0
PLEXUS CORP
COMMON STOCK USD.01
729132100
261
3691
SH
SOLE
3691
0
0
PLIANT THERAPEUTICS INC
COMMON STOCK
729139105
278
12266
SH
SOLE
12266
0
0
PLURALSIGHT INC A
COMMON STOCK USD.0001
72941B106
923
53861
SH
SOLE
53861
0
0
PMV CONSUMER ACQUISITION COR
UNIT
693486201
2498
250000
SH
SOLE
250000
0
0
PNC FINANCIAL SERVICES GROUP
COMMON STOCK USD5.0
693475105
1311
11930
SH
SOLE
11930
0
0
POLARIS INC
COMMON STOCK USD.01
731068102
2773
29394
SH
SOLE
29394
0
0
POOL CORP
COMMON STOCK USD.001
73278L105
491
1469
SH
SOLE
1469
0
0
POPULAR INC
COMMON STOCK USD.01
733174700
42
1152
SH
SOLE
1152
0
0
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK
736508847
1220
34358
SH
SOLE
34358
0
0
POTLATCHDELTIC CORP
REIT USD1.0
737630103
1028
24412
SH
SOLE
24412
0
0
PPD INC
COMMON STOCK USD.01
69355F102
411
11112
SH
SOLE
11112
0
0
PPG INDUSTRIES INC
COMMON STOCK USD1.67
693506107
3703
30331
SH
SOLE
30331
0
0
PPL CORP
COMMON STOCK USD.01
69351T106
1398
51364
SH
SOLE
51364
0
0
PRA GROUP INC
COMMON STOCK USD.01
69354N106
225
5637
SH
SOLE
5637
0
0
PRA HEALTH SCIENCES INC
COMMON STOCK USD.01
69354M108
1202
11852
SH
SOLE
11852
0
0
PRECIGEN INC
COMMON STOCK
74017N105
207
59240
SH
SOLE
59240
0
0
PRESTIGE CONSUMER HEALTHCARE
COMMON STOCK USD.01
74112D101
227
6241
SH
SOLE
6241
0
0
PRICESMART INC
COMMON STOCK USD.0001
741511109
750
11294
SH
SOLE
11294
0
0
PRIME IMPACT ACQUISITION I
UNIT USD.0001
G61074111
1002
100000
SH
SOLE
100000
0
0
PRIMERICA INC
COMMON STOCK
74164M108
5150
45519
SH
SOLE
45519
0
0
PRINCIPAL FINANCIAL GROUP
COMMON STOCK USD.01
74251V102
1089
27040
SH
SOLE
27040
0
0
PROCTER GAMBLE CO/THE
COMMON STOCK
742718109
29092
209310
SH
SOLE
209310
0
0
PROGENITY INC
COMMON STOCK
74319F107
338
37429
SH
SOLE
37429
0
0
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
743312100
480
13095
SH
SOLE
13095
0
0
PROGRESSIVE CORP
COMMON STOCK USD1.0
743315103
15241
160991
SH
SOLE
160991
0
0
PROLOGIS INC
REIT USD.01
74340W103
27551
273809
SH
SOLE
273809
0
0
PROPERTY SOLUTIONS ACQUISITI
COMMON STOCK USD.0001
74348Q108
1717
175000
SH
SOLE
175000
0
0
PROPERTY SOLUTIONS ACQUISITI
PROPERTY SOLUTIONS ACQ CW27
74348Q116
65
175000
SH
SOLE
175000
0
0
PROPTECH ACQUISITION CORP A
COMMON STOCK
74349F101
111
10000
SH
SOLE
10000
0
0
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
74386T105
680
55768
SH
SOLE
55768
0
0
PRUDENTIAL FINANCIAL INC
COMMON STOCK USD.01
744320102
661
10399
SH
SOLE
10399
0
0
PS BUSINESS PARKS INC/CA
REIT USD.01
69360J107
1148
9383
SH
SOLE
9383
0
0
PTC INC
COMMON STOCK USD.01
69370C100
725
8770
SH
SOLE
8770
0
0
PTC THERAPEUTICS INC
COMMON STOCK USD.001
69366J200
907
19411
SH
SOLE
19411
0
0
PUBLIC SERVICE ENTERPRISE GP
COMMON STOCK
744573106
697
12687
SH
SOLE
12687
0
0
PUBLIC STORAGE
REIT USD.1
74460D109
6092
27352
SH
SOLE
27352
0
0
PULTEGROUP INC
COMMON STOCK USD.01
745867101
3101
66991
SH
SOLE
66991
0
0
PVH CORP
COMMON STOCK USD1.0
693656100
797
13371
SH
SOLE
13371
0
0
QAD INC A
COMMON STOCK
74727D306
407
9651
SH
SOLE
9651
0
0
QELL ACQUISITION CORP
UNIT USD.0001
G7307X121
203
20000
SH
SOLE
20000
0
0
QORVO INC
COMMON STOCK USD.0001
74736K101
432
3352
SH
SOLE
3352
0
0
QTS REALTY TRUST INC CL A
REIT USD.01
74736A103
1236
19605
SH
SOLE
19605
0
0
QUALCOMM INC
COMMON STOCK USD.0001
747525103
4867
41355
SH
SOLE
41355
0
0
QUALYS INC
COMMON STOCK USD.001
74758T303
1327
13541
SH
SOLE
13541
0
0
QUANTA SERVICES INC
COMMON STOCK USD.00001
74762E102
2863
54156
SH
SOLE
54156
0
0
QUEST DIAGNOSTICS INC
COMMON STOCK USD.01
74834L100
373
3260
SH
SOLE
3260
0
0
QUIDEL CORP
COMMON STOCK USD.001
74838J101
1444
6584
SH
SOLE
6584
0
0
QUOTIENT TECHNOLOGY INC
COMMON STOCK USD.00001
749119103
400
54152
SH
SOLE
54152
0
0
RADIAN GROUP INC
COMMON STOCK USD.001
750236101
764
52325
SH
SOLE
52325
0
0
RADIUS HEALTH INC
COMMON STOCK USD.0001
750469207
432
38087
SH
SOLE
38087
0
0
RADWARE LTD
COMMON STOCK ILS.05
M81873107
145
6000
SH
SOLE
6000
0
0
RAPID7 INC
COMMON STOCK USD.01
753422104
1105
18046
SH
SOLE
18046
0
0
RAYMOND JAMES FINANCIAL INC
COMMON STOCK USD.01
754730109
305
4190
SH
SOLE
4190
0
0
RAYTHEON TECHNOLOGIES CORP
COMMON STOCK USD1.0
75513E101
2975
51710
SH
SOLE
51710
0
0
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
75605Y106
670
70969
SH
SOLE
70969
0
0
REALTY INCOME CORP
REIT USD1.0
756109104
3901
64219
SH
SOLE
64219
0
0
RED ROCK RESORTS INC CLASS A
COMMON STOCK USD.01
75700L108
387
22620
SH
SOLE
22620
0
0
REDBALL ACQUISITION CORP
UNIT USD.0001
G7417R121
3974
376000
SH
SOLE
376000
0
0
REDFIN CORP
COMMON STOCK
75737F108
464
9291
SH
SOLE
9291
0
0
REGENCY CENTERS CORP
REIT USD.01
758849103
1595
41949
SH
SOLE
41949
0
0
REGENERON PHARMACEUTICALS
COMMON STOCK USD.001
75886F107
2854
5098
SH
SOLE
5098
0
0
REGIONS FINANCIAL CORP
COMMON STOCK USD.01
7591EP100
619
53696
SH
SOLE
53696
0
0
REINVENT TECHNOLOGY PARTNERS
UNIT USD.0001
G7483N111
2298
200000
SH
SOLE
200000
0
0
RELIANCE STEEL ALUMINUM
COMMON STOCK
759509102
2286
22404
SH
SOLE
22404
0
0
RENT A CENTER INC
COMMON STOCK USD.01
76009N100
360
12051
SH
SOLE
12051
0
0
REPLIGEN CORP
COMMON STOCK USD.01
759916109
550
3727
SH
SOLE
3727
0
0
REPUBLIC SERVICES INC
COMMON STOCK USD.01
760759100
10415
111568
SH
SOLE
111568
0
0
RESMED INC
COMMON STOCK USD.004
761152107
1117
6518
SH
SOLE
6518
0
0
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
76131N101
989
95007
SH
SOLE
95007
0
0
RETAIL PROPERTIES OF AME A
REIT USD.001
76131V202
633
108968
SH
SOLE
108968
0
0
RETRACTABLE TECHNOLOGIES INC
COMMON STOCK
76129W105
270
40523
SH
SOLE
40523
0
0
RETROPHIN INC
COMMON STOCK USD.0001
761299106
536
29010
SH
SOLE
29010
0
0
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
76169C100
4860
106210
SH
SOLE
106210
0
0
REXNORD CORP
COMMON STOCK USD.01
76169B102
2642
88528
SH
SOLE
88528
0
0
RH
COMMON STOCK USD.0001
74967X103
834
2179
SH
SOLE
2179
0
0
RIBBIT LEAP LTD
UNIT USD.0001
G7552B121
65
5000
SH
SOLE
5000
0
0
RIGEL PHARMACEUTICALS INC
COMMON STOCK USD.001
766559603
419
174470
SH
SOLE
174470
0
0
RINGCENTRAL INC CLASS A
COMMON STOCK USD.0001
76680R206
606
2208
SH
SOLE
2208
0
0
RITE AID CORP
COMMON STOCK USD1.0
767754872
716
75476
SH
SOLE
75476
0
0
RLI CORP
COMMON STOCK USD1.0
749607107
577
6896
SH
SOLE
6896
0
0
ROBERT HALF INTL INC
COMMON STOCK USD.001
770323103
269
5074
SH
SOLE
5074
0
0
ROCKWELL AUTOMATION INC
COMMON STOCK USD1.0
773903109
740
3355
SH
SOLE
3355
0
0
ROPER TECHNOLOGIES INC
COMMON STOCK USD.01
776696106
11133
28176
SH
SOLE
28176
0
0
ROSS STORES INC
COMMON STOCK USD.01
778296103
3166
33928
SH
SOLE
33928
0
0
RPM INTERNATIONAL INC
COMMON STOCK USD.01
749685103
75
905
SH
SOLE
905
0
0
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
783332109
263
23787
SH
SOLE
23787
0
0
RYDER SYSTEM INC
COMMON STOCK USD.5
783549108
575
13618
SH
SOLE
13618
0
0
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
78377T107
737
20036
SH
SOLE
20036
0
0
SP GLOBAL INC
COMMON STOCK USD1.0
78409V104
17964
49816
SH
SOLE
49816
0
0
SABRA HEALTH CARE REIT INC
REIT USD.01
78573L106
863
62632
SH
SOLE
62632
0
0
SAILPOINT TECHNOLOGIES HOLDI
COMMON STOCK USD.0001
78781P105
245
6195
SH
SOLE
6195
0
0
SALESFORCE.COM INC
COMMON STOCK USD.001
79466L302
19993
79550
SH
SOLE
79550
0
0
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
79546E104
205
23560
SH
SOLE
23560
0
0
SANDBRIDGE ACQUISITION CORP
UNIT USD.0001
799793203
1996
200000
SH
SOLE
200000
0
0
SANDRIDGE ENERGY INC
COMMON STOCK USD.001
80007P869
131
79603
SH
SOLE
79603
0
0
SANGAMO THERAPEUTICS INC
COMMON STOCK USD.01
800677106
285
30155
SH
SOLE
30155
0
0
SANTANDER CONSUMER USA HOLDI
COMMON STOCK USD.01
80283M101
439
24127
SH
SOLE
24127
0
0
SAPIENS INTERNATIONAL CORP
COMMON STOCK EUR.01
G7T16G103
243
7941
SH
SOLE
7941
0
0
SBA COMMUNICATIONS CORP
REIT USD.01
78410G104
1657
5204
SH
SOLE
5204
0
0
SCHLUMBERGER LTD
COMMON STOCK USD.01
806857108
1611
103549
SH
SOLE
103549
0
0
SCHOLASTIC CORP
COMMON STOCK USD.01
807066105
479
22802
SH
SOLE
22802
0
0
SCHWAB (CHARLES) CORP
COMMON STOCK USD.01
808513105
1652
45592
SH
SOLE
45592
0
0
SCIENTIFIC GAMES CORP
COMMON STOCK USD.001
80874P109
1969
56400
SH
SOLE
56400
0
0
SCOTTS MIRACLE GRO CO
COMMON STOCK USD.01
810186106
1501
9817
SH
SOLE
9817
0
0
SCVX CORP CLASS A
CVX CORP CLASS A CW25
G79448117
37
25000
SH
SOLE
25000
0
0
SCVX CORP CLASS A
COMMON STOCK USD.0001
G79448208
500
50000
SH
SOLE
50000
0
0
SEA LTD ADR
ADR
81141R100
1308
8492
SH
SOLE
8492
0
0
SEAGATE TECHNOLOGY
COMMON STOCK USD.00001
G7945M107
153
3103
SH
SOLE
3103
0
0
SEALED AIR CORP
COMMON STOCK USD.1
81211K100
216
5555
SH
SOLE
5555
0
0
SEASPINE HOLDINGS CORP
COMMON STOCK USD.01
81255T108
464
32453
SH
SOLE
32453
0
0
SECUREWORKS CORP A
COMMON STOCK USD.01
81374A105
189
16619
SH
SOLE
16619
0
0
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
81619Q105
1439
69103
SH
SOLE
69103
0
0
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.0
816300107
1232
23923
SH
SOLE
23923
0
0
SEMPRA ENERGY
COMMON STOCK
816851109
853
7209
SH
SOLE
7209
0
0
SEMTECH CORP
COMMON STOCK USD.01
816850101
1216
22953
SH
SOLE
22953
0
0
SENSATA TECHNOLOGIES HOLDING
COMMON STOCK EUR.01
G8060N102
384
8892
SH
SOLE
8892
0
0
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
81725T100
2196
38029
SH
SOLE
38029
0
0
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
817565104
1776
42108
SH
SOLE
42108
0
0
SERVICE PROPERTIES TRUST
REIT USD.01
81761L102
785
98759
SH
SOLE
98759
0
0
SERVICENOW INC
COMMON STOCK USD.001
81762P102
763
1574
SH
SOLE
1574
0
0
SHERWIN WILLIAMS CO/THE
COMMON STOCK USD1.0
824348106
15410
22117
SH
SOLE
22117
0
0
SHUTTERSTOCK INC
COMMON STOCK USD.01
825690100
469
9004
SH
SOLE
9004
0
0
SIMON PROPERTY GROUP INC
REIT USD.0001
828806109
3762
58158
SH
SOLE
58158
0
0
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
829073105
959
9875
SH
SOLE
9875
0
0
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
829226109
532
27656
SH
SOLE
27656
0
0
SITEONE LANDSCAPE SUPPLY INC
COMMON STOCK USD.01
82982L103
347
2842
SH
SOLE
2842
0
0
SKECHERS USA INC CL A
COMMON STOCK USD.001
830566105
337
11164
SH
SOLE
11164
0
0
SKYWORKS SOLUTIONS INC
COMMON STOCK USD.25
83088M102
630
4327
SH
SOLE
4327
0
0
SL GREEN REALTY CORP
REIT USD.01
78440X101
3104
66933
SH
SOLE
66933
0
0
SMITH (A.O.) CORP
COMMON STOCK USD1.0
831865209
29275
554447
SH
SOLE
554447
0
0
SMITH WESSON BRANDS INC
COMMON STOCK USD.001
831754106
197
12705
SH
SOLE
12705
0
0
SNAP ON INC
COMMON STOCK USD1.0
833034101
419
2845
SH
SOLE
2845
0
0
SOCIAL CAPITAL HEDOSOPHIA A
SOCIAL CAPITAL HEDOSOP CWXX
G8250T125
129
23333
SH
SOLE
23333
0
0
SOCIAL CAPITAL HEDOSOPHIA A
COMMON STOCK
G8251K107
4673
375000
SH
SOLE
375000
0
0
SOCIAL CAPITAL HEDOSOPHIA A
SOCIAL CAPITAL HEDOSOP CW25
G8251K115
483
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
46
194
SH
SOLE
194
0
0
SOUTHERN CO/THE
COMMON STOCK USD5.0
842587107
1383
25515
SH
SOLE
25515
0
0
SOUTHWEST GAS HOLDINGS INC
COMMON STOCK USD1.0
844895102
400
6346
SH
SOLE
6346
0
0
SPARTANNASH CO
COMMON STOCK
847215100
327
20003
SH
SOLE
20003
0
0
SPDR PORTFOLIO SP 500 VALUE E
SPDR PORT S+P 500 VALUE
78464A508
66353
2197125
SH
SOLE
2197125
0
0
SPDR SP 500 ETF TRUST
SPDR S+P 500 ETF TRUST
78462F103
300862
898390
SH
SOLE
898390
0
0
SPOTIFY TECHNOLOGY SA
COMMON STOCK EUR.000625
L8681T102
369
1520
SH
SOLE
1520
0
0
SPRINGWORKS THERAPEUTICS INC
COMMON STOCK USD.0001
85205L107
351
7364
SH
SOLE
7364
0
0
SPROUTS FARMERS MARKET INC
COMMON STOCK USD.001
85208M102
404
19289
SH
SOLE
19289
0
0
SPS COMMERCE INC
COMMON STOCK USD.001
78463M107
2042
26223
SH
SOLE
26223
0
0
SPX CORP
COMMON STOCK USD.01
784635104
602
12982
SH
SOLE
12982
0
0
SSC TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
78467J100
7477
123553
SH
SOLE
123553
0
0
STAAR SURGICAL CO
COMMON STOCK USD.01
852312305
518
9150
SH
SOLE
9150
0
0
STABLE ROAD ACQUISITION CL A
COMMON STOCK
85236Q109
2268
225000
SH
SOLE
225000
0
0
STAG INDUSTRIAL INC
REIT USD.01
85254J102
564
18495
SH
SOLE
18495
0
0
STAMPS.COM INC
COMMON STOCK USD.001
852857200
1152
4779
SH
SOLE
4779
0
0
STANLEY BLACK DECKER INC
COMMON STOCK USD2.5
854502101
845
5209
SH
SOLE
5209
0
0
STAR PEAK ENERGY TRANSITION
UNIT USD.0001
855185203
1025
100000
SH
SOLE
100000
0
0
STARBOARD VALUE ACQUISITION
UNIT USD.0001
85521J208
1514
150000
SH
SOLE
150000
0
0
STARBUCKS CORP
COMMON STOCK USD.001
855244109
5344
62202
SH
SOLE
62202
0
0
STATE STREET CORP
COMMON STOCK USD1.0
857477103
560
9434
SH
SOLE
9434
0
0
STEEL DYNAMICS INC
COMMON STOCK USD.005
858119100
1540
53779
SH
SOLE
53779
0
0
STEPAN CO
COMMON STOCK USD1.0
858586100
348
3189
SH
SOLE
3189
0
0
STERICYCLE INC
COMMON STOCK USD.01
858912108
499
7914
SH
SOLE
7914
0
0
STERIS PLC
COMMON STOCK USD75.0
G8473T100
3937
22346
SH
SOLE
22346
0
0
STERLING BANCORP/DE
COMMON STOCK USD.01
85917A100
532
50603
SH
SOLE
50603
0
0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
860630102
840
16618
SH
SOLE
16618
0
0
STITCH FIX INC CLASS A
COMMON STOCK USD.00002
860897107
305
11250
SH
SOLE
11250
0
0
STORE CAPITAL CORP
REIT USD.01
862121100
1339
48830
SH
SOLE
48830
0
0
STRATEGIC EDUCATION INC
COMMON STOCK USD.01
86272C103
1172
12814
SH
SOLE
12814
0
0
STURM RUGER CO INC
COMMON STOCK USD1.0
864159108
384
6271
SH
SOLE
6271
0
0
SUMMIT HOTEL PROPERTIES INC
REIT
866082100
454
87722
SH
SOLE
87722
0
0
SUN COMMUNITIES INC
REIT USD.01
866674104
2285
16251
SH
SOLE
16251
0
0
SUNRUN INC
COMMON STOCK USD.0001
86771W105
982
12745
SH
SOLE
12745
0
0
SURGERY PARTNERS INC
COMMON STOCK USD.01
86881A100
1186
54133
SH
SOLE
54133
0
0
SURMODICS INC
COMMON STOCK USD.05
868873100
208
5343
SH
SOLE
5343
0
0
SUSTAINABLE OPPORTUNITIES A
COMMON STOCK
G8598Y109
3825
375000
SH
SOLE
375000
0
0
SUSTAINABLE OPPORTUNITIES A
SUSTAINABLE OPPORTUNIT CW25I
G8598Y117
338
187500
SH
SOLE
187500
0
0
SVB FINANCIAL GROUP
COMMON STOCK USD.001
78486Q101
410
1706
SH
SOLE
1706
0
0
SWITCH INC A
COMMON STOCK USD.001
87105L104
1108
70996
SH
SOLE
70996
0
0
SYNCHRONY FINANCIAL
COMMON STOCK USD.001
87165B103
1688
64513
SH
SOLE
64513
0
0
SYNEOS HEALTH INC
COMMON STOCK USD.01
87166B102
84
1574
SH
SOLE
1574
0
0
SYNOPSYS INC
COMMON STOCK USD.01
871607107
1060
4956
SH
SOLE
4956
0
0
SYSCO CORP
COMMON STOCK USD1.0
871829107
969
15572
SH
SOLE
15572
0
0
T MOBILE US INC
COMMON STOCK USD.0001
872590104
13037
114001
SH
SOLE
114001
0
0
T ROWE PRICE GROUP INC
COMMON STOCK USD.2
74144T108
1702
13277
SH
SOLE
13277
0
0
TAILWING ACQUISITION CORP
UNIT USD.0001
87403Q201
503
50000
SH
SOLE
50000
0
0
TAIWAN SEMICONDUCTOR SP ADR
ADR
874039100
4256
52495
SH
SOLE
52495
0
0
TAKE TWO INTERACTIVE SOFTWRE
COMMON STOCK USD.01
874054109
514
3114
SH
SOLE
3114
0
0
TAL EDUCATION GROUP ADR
ADR
874080104
633
8322
SH
SOLE
8322
0
0
TANDEM DIABETES CARE INC
COMMON STOCK
875372203
528
4649
SH
SOLE
4649
0
0
TAPESTRY INC
COMMON STOCK USD.01
876030107
451
28839
SH
SOLE
28839
0
0
TARGET CORP
COMMON STOCK USD.0833
87612E106
15598
99086
SH
SOLE
99086
0
0
TAUBMAN CENTERS INC
REIT USD.01
876664103
6185
185800
SH
SOLE
185800
0
0
TCF FINANCIAL CORP
COMMON STOCK USD1.0
872307103
838
35891
SH
SOLE
35891
0
0
TD AMERITRADE HOLDING CORP
COMMON STOCK USD.01
87236Y108
4353
111200
SH
SOLE
111200
0
0
TE CONNECTIVITY LTD
COMMON STOCK CHF.57
H84989104
3167
32398
SH
SOLE
32398
0
0
TELEDYNE TECHNOLOGIES INC
COMMON STOCK USD.01
879360105
3761
12123
SH
SOLE
12123
0
0
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
88023U101
407
4561
SH
SOLE
4561
0
0
TENABLE HOLDINGS INC
COMMON STOCK USD.01
88025T102
643
17030
SH
SOLE
17030
0
0
TENET HEALTHCARE CORP
COMMON STOCK USD.05
88033G407
464
18915
SH
SOLE
18915
0
0
TENNANT CO
COMMON STOCK USD.375
880345103
273
4521
SH
SOLE
4521
0
0
TERADYNE INC
COMMON STOCK USD.125
880770102
2388
30051
SH
SOLE
30051
0
0
TERNIUM SA SPONSORED ADR
ADR USD1.0
880890108
4328
229832
SH
SOLE
229832
0
0
TERRENO REALTY CORP
REIT USD.01
88146M101
1861
33988
SH
SOLE
33988
0
0
TETRA TECH INC
COMMON STOCK USD.01
88162G103
1258
13176
SH
SOLE
13176
0
0
TEXAS INSTRUMENTS INC
COMMON STOCK USD1.0
882508104
16713
117045
SH
SOLE
117045
0
0
TEXAS ROADHOUSE INC
COMMON STOCK USD.001
882681109
354
5830
SH
SOLE
5830
0
0
TEXTRON INC
COMMON STOCK USD.125
883203101
403
11178
SH
SOLE
11178
0
0
THERMO FISHER SCIENTIFIC INC
COMMON STOCK USD1.0
883556102
15358
34784
SH
SOLE
34784
0
0
THOR INDUSTRIES INC
COMMON STOCK USD.1
885160101
1811
19013
SH
SOLE
19013
0
0
TIFFANY CO
COMMON STOCK USD.01
886547108
12445
107427
SH
SOLE
107427
0
0
TJX COMPANIES INC
COMMON STOCK USD1.0
872540109
14838
266625
SH
SOLE
266625
0
0
TOLL BROTHERS INC
COMMON STOCK USD.01
889478103
119
2450
SH
SOLE
2450
0
0
TOMPKINS FINANCIAL CORP
COMMON STOCK USD.1
890110109
398
7001
SH
SOLE
7001
0
0
TOPBUILD CORP
COMMON STOCK
89055F103
782
4581
SH
SOLE
4581
0
0
TORTOISE ACQUISITION CORP II
UNIT USD.0001
G89554110
218
20000
SH
SOLE
20000
0
0
TOWER SEMICONDUCTOR LTD
COMMON STOCK ILS1.0
M87915274
423
23199
SH
SOLE
23199
0
0
TRACTOR SUPPLY COMPANY
COMMON STOCK USD.008
892356106
10476
73087
SH
SOLE
73087
0
0
TRADEWEB MARKETS INC CLASS A
COMMON STOCK USD.01
892672106
465
8017
SH
SOLE
8017
0
0
TRANE TECHNOLOGIES PLC
COMMON STOCK USD1.0
G8994E103
16964
139911
SH
SOLE
139911
0
0
TRANSDIGM GROUP INC
COMMON STOCK USD.01
893641100
886
1865
SH
SOLE
1865
0
0
TRANSLATE BIO INC
COMMON STOCK USD.001
89374L104
468
34369
SH
SOLE
34369
0
0
TRAVELERS COS INC/THE
COMMON STOCK NPV
89417E109
804
7432
SH
SOLE
7432
0
0
TREBIA ACQUISITION CORP
UNIT USD.0001
G9027T125
0
1
SH
SOLE
1
0
0
TREBIA ACQUISITION CORP A
COMMON STOCK
G9027T109
1018
99999
SH
SOLE
99999
0
0
TREBIA ACQUISITION CORP A
TREBIA ACQUISITION CW
G9027T117
50
33333
SH
SOLE
33333
0
0
TRI POINTE GROUP INC
COMMON STOCK USD.01
87265H109
1416
78079
SH
SOLE
78079
0
0
TRICO BANCSHARES
COMMON STOCK
896095106
462
18885
SH
SOLE
18885
0
0
TRIMBLE INC
COMMON STOCK
896239100
938
19263
SH
SOLE
19263
0
0
TRINET GROUP INC
COMMON STOCK USD.000025
896288107
399
6734
SH
SOLE
6734
0
0
TRINSEO SA
COMMON STOCK USD.01
L9340P101
255
9952
SH
SOLE
9952
0
0
TRUECAR INC
COMMON STOCK USD.0001
89785L107
325
64935
SH
SOLE
64935
0
0
TRUIST FINANCIAL CORP
COMMON STOCK USD5.0
89832Q109
1300
34156
SH
SOLE
34156
0
0
TRUPANION INC
COMMON STOCK USD.00001
898202106
566
7169
SH
SOLE
7169
0
0
TUTOR PERINI CORP
COMMON STOCK USD1.0
901109108
219
19699
SH
SOLE
19699
0
0
TWC TECH HOLDINGS II CORP
UNIT USD.0001
90117G204
1520
150000
SH
SOLE
150000
0
0
TYSON FOODS INC CL A
COMMON STOCK USD.1
902494103
1075
18070
SH
SOLE
18070
0
0
UDR INC
REIT USD.01
902653104
1934
59316
SH
SOLE
59316
0
0
ULTA BEAUTY INC
COMMON STOCK USD.01
90384S303
568
2534
SH
SOLE
2534
0
0
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
90385V107
257
11988
SH
SOLE
11988
0
0
ULTRAGENYX PHARMACEUTICAL IN
COMMON STOCK USD.001
90400D108
258
3143
SH
SOLE
3143
0
0
UNIFIRST CORP/MA
COMMON STOCK USD.1
904708104
174
919
SH
SOLE
919
0
0
UNION ACQUISITION CORP II
COMMON STOCK
G9402Q100
497
50000
SH
SOLE
50000
0
0
UNION PACIFIC CORP
COMMON STOCK USD2.5
907818108
27696
140682
SH
SOLE
140682
0
0
UNITED AIRLINES HOLDINGS INC
COMMON STOCK USD.01
910047109
418
12034
SH
SOLE
12034
0
0
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.0
90984P303
383
22613
SH
SOLE
22613
0
0
UNITED PARCEL SERVICE CL B
COMMON STOCK USD.01
911312106
10221
61340
SH
SOLE
61340
0
0
UNITED RENTALS INC
COMMON STOCK USD.01
911363109
4746
27198
SH
SOLE
27198
0
0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
91307C102
368
3645
SH
SOLE
3645
0
0
UNITEDHEALTH GROUP INC
COMMON STOCK USD.01
91324P102
27185
87196
SH
SOLE
87196
0
0
UNITI GROUP INC
REIT USD.0001
91325V108
263
24934
SH
SOLE
24934
0
0
UNIVERSAL HEALTH RLTY INCOME
REIT USD.01
91359E105
210
3679
SH
SOLE
3679
0
0
UNIVERSAL HEALTH SERVICES B
COMMON STOCK USD.01
913903100
2335
21822
SH
SOLE
21822
0
0
UNUM GROUP
COMMON STOCK USD.1
91529Y106
55
3270
SH
SOLE
3270
0
0
URSTADT BIDDLE CLASS A
REIT USD.01
917286205
201
21850
SH
SOLE
21850
0
0
US BANCORP
COMMON STOCK USD.01
902973304
1522
42459
SH
SOLE
42459
0
0
US CONCRETE INC
COMMON STOCK USD.001
90333L201
9152
315168
SH
SOLE
315168
0
0
USANA HEALTH SCIENCES INC
COMMON STOCK USD.001
90328M107
263
3569
SH
SOLE
3569
0
0
VALERO ENERGY CORP
COMMON STOCK USD.01
91913Y100
500
11552
SH
SOLE
11552
0
0
VALMONT INDUSTRIES
COMMON STOCK USD1.0
920253101
684
5510
SH
SOLE
5510
0
0
VANGUARD REAL ESTATE ETF
VANGUARD REAL ESTATE ETF
922908553
793
10038
SH
SOLE
10038
0
0
VANGUARD SP 500 ETF
VANGUARD S+P 500 ETF
922908363
5735
18640
SH
SOLE
18640
0
0
VARIAN MEDICAL SYSTEMS INC
COMMON STOCK USD1.0
92220P105
576
3349
SH
SOLE
3349
0
0
VARONIS SYSTEMS INC
COMMON STOCK USD.001
922280102
690
5980
SH
SOLE
5980
0
0
VBI VACCINES INC
COMMON STOCK
91822J103
156
54614
SH
SOLE
54614
0
0
VECTOR ACQUISITION CORP
UNIT USD.0001
G9442R100
3042
300000
SH
SOLE
300000
0
0
VENTAS INC
REIT USD.25
92276F100
3273
78009
SH
SOLE
78009
0
0
VERACYTE INC
COMMON STOCK USD.001
92337F107
564
17364
SH
SOLE
17364
0
0
VEREIT INC
REIT USD.01
92339V100
1031
158588
SH
SOLE
158588
0
0
VERICEL CORP
COMMON STOCK
92346J108
276
14872
SH
SOLE
14872
0
0
VERINT SYSTEMS INC
COMMON STOCK USD.001
92343X100
1226
25439
SH
SOLE
25439
0
0
VERISIGN INC
COMMON STOCK USD.001
92343E102
6527
31860
SH
SOLE
31860
0
0
VERISK ANALYTICS INC
COMMON STOCK USD.001
92345Y106
11455
61816
SH
SOLE
61816
0
0
VERITEX HOLDINGS INC
COMMON STOCK USD.01
923451108
699
41058
SH
SOLE
41058
0
0
VERIZON COMMUNICATIONS INC
COMMON STOCK USD.1
92343V104
11717
196963
SH
SOLE
196963
0
0
VERTEX PHARMACEUTICALS INC
COMMON STOCK USD.01
92532F100
13824
50801
SH
SOLE
50801
0
0
VESPER HEALTHCARE ACQUISITIO
UNIT USD.0001
92538T203
205
20000
SH
SOLE
20000
0
0
VIACOMCBS INC CLASS B
COMMON STOCK USD.001
92556H206
1641
58580
SH
SOLE
58580
0
0
VIAVI SOLUTIONS INC
COMMON STOCK USD.001
925550105
502
42795
SH
SOLE
42795
0
0
VICI PROPERTIES INC
REIT USD.01
925652109
2202
94202
SH
SOLE
94202
0
0
VICOR CORP
COMMON STOCK USD.01
925815102
1059
13629
SH
SOLE
13629
0
0
VIELA BIO INC
COMMON STOCK
926613100
148
5264
SH
SOLE
5264
0
0
VIR BIOTECHNOLOGY INC
COMMON STOCK
92764N102
176
5137
SH
SOLE
5137
0
0
VIRTU FINANCIAL INC CLASS A
COMMON STOCK USD.00001
928254101
296
12864
SH
SOLE
12864
0
0
VISA INC CLASS A SHARES
COMMON STOCK USD.0001
92826C839
52479
262436
SH
SOLE
262436
0
0
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
928298108
1560
100163
SH
SOLE
100163
0
0
VISTA OUTDOOR INC
COMMON STOCK USD.01
928377100
248
12295
SH
SOLE
12295
0
0
VISTEON CORP
COMMON STOCK
92839U206
215
3103
SH
SOLE
3103
0
0
VISTRA CORP
COMMON STOCK USD.01
92840M102
4027
213538
SH
SOLE
213538
0
0
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
92886T201
241
23564
SH
SOLE
23564
0
0
VORNADO REALTY TRUST
REIT USD.04
929042109
140
4151
SH
SOLE
4151
0
0
VOYA FINANCIAL INC
COMMON STOCK USD.01
929089100
540
11256
SH
SOLE
11256
0
0
VULCAN MATERIALS CO
COMMON STOCK USD1.0
929160109
764
5636
SH
SOLE
5636
0
0
WABTEC CORP
COMMON STOCK USD.01
929740108
392
6337
SH
SOLE
6337
0
0
WADDELL REED FINANCIAL A
COMMON STOCK USD.01
930059100
595
40082
SH
SOLE
40082
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON STOCK USD.01
931427108
1075
29936
SH
SOLE
29936
0
0
WALMART INC
COMMON STOCK USD.1
931142103
17773
127030
SH
SOLE
127030
0
0
WALT DISNEY CO/THE
COMMON STOCK USD.01
254687106
25943
209082
SH
SOLE
209082
0
0
WASHINGTON FEDERAL INC
COMMON STOCK USD1.0
938824109
481
23050
SH
SOLE
23050
0
0
WASTE MANAGEMENT INC
COMMON STOCK USD.01
94106L109
1036
9153
SH
SOLE
9153
0
0
WATERS CORP
COMMON STOCK USD.01
941848103
7960
40680
SH
SOLE
40680
0
0
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
942749102
1853
18502
SH
SOLE
18502
0
0
WEC ENERGY GROUP INC
COMMON STOCK USD.01
92939U106
2124
21915
SH
SOLE
21915
0
0
WEINGARTEN REALTY INVESTORS
REIT USD.03
948741103
845
49822
SH
SOLE
49822
0
0
WELLS FARGO CO
COMMON STOCK USD1.666
949746101
2890
122911
SH
SOLE
122911
0
0
WELLTOWER INC
REIT USD1.0
95040Q104
4683
85003
SH
SOLE
85003
0
0
WEST PHARMACEUTICAL SERVICES
COMMON STOCK USD.25
955306105
999
3633
SH
SOLE
3633
0
0
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
957638109
2175
68780
SH
SOLE
68780
0
0
WESTERN DIGITAL CORP
COMMON STOCK USD.01
958102105
325
8899
SH
SOLE
8899
0
0
WESTERN UNION CO
COMMON STOCK USD.01
959802109
250
11664
SH
SOLE
11664
0
0
WESTROCK CO
COMMON STOCK
96145D105
206
5927
SH
SOLE
5927
0
0
WEYERHAEUSER CO
REIT USD1.25
962166104
577
20236
SH
SOLE
20236
0
0
WHIRLPOOL CORP
COMMON STOCK USD1.0
963320106
377
2050
SH
SOLE
2050
0
0
WHITING PETROLEUM CORP
COMMON STOCK
966387508
255
14757
SH
SOLE
14757
0
0
WILLIAMS COS INC
COMMON STOCK USD1.0
969457100
491
24979
SH
SOLE
24979
0
0
WILLIS TOWERS WATSON PLC
COMMON STOCK USD.000304635
G96629103
2267
10857
SH
SOLE
10857
0
0
WILLSCOT MOBILE MINI HOLDING
COMMON STOCK USD.0001
971378104
346
20748
SH
SOLE
20748
0
0
WINGSTOP INC
COMMON STOCK USD.01
974155103
596
4358
SH
SOLE
4358
0
0
WINTRUST FINANCIAL CORP
COMMON STOCK
97650W108
133
3316
SH
SOLE
3316
0
0
WIX.COM LTD
COMMON STOCK ILS.01
M98068105
294
1154
SH
SOLE
1154
0
0
WOLVERINE WORLD WIDE INC
COMMON STOCK USD1.0
978097103
908
35138
SH
SOLE
35138
0
0
WORKIVA INC
COMMON STOCK USD.001
98139A105
215
3850
SH
SOLE
3850
0
0
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
981475106
55
2574
SH
SOLE
2574
0
0
WORTHINGTON INDUSTRIES
COMMON STOCK
981811102
994
24365
SH
SOLE
24365
0
0
WP CAREY INC
REIT USD.001
92936U109
2551
39155
SH
SOLE
39155
0
0
WR BERKLEY CORP
COMMON STOCK USD.2
084423102
2416
39505
SH
SOLE
39505
0
0
WRIGHT MEDICAL GROUP NV
COMMON STOCK USD.03
N96617118
9495
310900
SH
SOLE
310900
0
0
WSFS FINANCIAL CORP
COMMON STOCK USD.01
929328102
536
19877
SH
SOLE
19877
0
0
WW GRAINGER INC
COMMON STOCK USD.5
384802104
1026
2877
SH
SOLE
2877
0
0
WW INTERNATIONAL INC
COMMON STOCK
98262P101
377
19960
SH
SOLE
19960
0
0
XCEL ENERGY INC
COMMON STOCK USD2.5
98389B100
847
12272
SH
SOLE
12272
0
0
XILINX INC
COMMON STOCK USD.01
983919101
622
5963
SH
SOLE
5963
0
0
XPO LOGISTICS INC
COMMON STOCK USD.001
983793100
642
7588
SH
SOLE
7588
0
0
YELP INC
COMMON STOCK USD.000001
985817105
985
49041
SH
SOLE
49041
0
0
YUCAIPA ACQUISITION CORP
UNIT USD.0001
G9879L121
2040
200000
SH
SOLE
200000
0
0
YUM BRANDS INC
COMMON STOCK
988498101
3524
38597
SH
SOLE
38597
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON STOCK USD.01
989207105
2816
11155
SH
SOLE
11155
0
0
ZIMMER BIOMET HOLDINGS INC
COMMON STOCK USD.01
98956P102
1717
12611
SH
SOLE
12611
0
0
ZOETIS INC
COMMON STOCK USD.01
98978V103
6902
41736
SH
SOLE
41736
0
0
ZSCALER INC
COMMON STOCK USD.001
98980G102
800
5686
SH
SOLE
5686
0
0
ZUMIEZ INC
COMMON STOCK
989817101
425
15261
SH
SOLE
15261
0
0
ZYNGA INC CL A
COMMON STOCK USD.00000625
98986T108
245
26829
SH
SOLE
26829
0
0