The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ADIENT PLC | COMMON STOCK USD.001 | G0084W101 | 345 | 22,902 | SH | SOLE | 22,902 | 0 | 0 | ||
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 14,466 | 181,485 | SH | SOLE | 181,485 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 572 | 4,283 | SH | SOLE | 4,283 | 0 | 0 | ||
AMDOCS LTD | COMMON STOCK GBP.0001 | G02602103 | 873 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
AON PLC | COMMON STOCK USD.01 | G0408V102 | 965 | 6,640 | SH | SOLE | 6,640 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 2,657 | 99,449 | SH | SOLE | 99,449 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD | COMMON STOCK USD.001514456 | G05384105 | 3,240 | 77,166 | SH | SOLE | 77,166 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 3,833 | 125,400 | SH | SOLE | 125,400 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 1,701 | 12,060 | SH | SOLE | 12,060 | 0 | 0 | ||
BELMOND LTD CLASS A | COMMON STOCK USD.01 | G1154H107 | 1,524 | 60,900 | SH | SOLE | 60,900 | 0 | 0 | ||
BRIGHTSPHERE INVESTMENT GROU | COMMON STOCK USD.001 | G1644T109 | 385 | 36,032 | SH | SOLE | 36,032 | 0 | 0 | ||
DELPHI TECHNOLOGIES PLC | COMMON STOCK USD.01 | G2709G107 | 134 | 9,348 | SH | SOLE | 9,348 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 1,662 | 24,213 | SH | SOLE | 24,213 | 0 | 0 | ||
ENSCO PLC CL A | COMMON STOCK USD.1 | G3157S106 | 1,497 | 420,469 | SH | SOLE | 420,469 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 2,599 | 76,028 | SH | SOLE | 76,028 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 196 | 901 | SH | SOLE | 901 | 0 | 0 | ||
FABRINET | COMMON STOCK USD.01 | G3323L100 | 762 | 14,853 | SH | SOLE | 14,853 | 0 | 0 | ||
FRESH DEL MONTE PRODUCE INC | COMMON STOCK USD.01 | G36738105 | 370 | 13,093 | SH | SOLE | 13,093 | 0 | 0 | ||
GASLOG LTD | COMMON STOCK USD.01 | G37585109 | 1,892 | 114,915 | SH | SOLE | 114,915 | 0 | 0 | ||
GENPACT LTD | COMMON STOCK USD.01 | G3922B107 | 815 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
HELEN OF TROY LTD | COMMON STOCK USD.1 | G4388N106 | 377 | 2,872 | SH | SOLE | 2,872 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | COMMON STOCK | G4474Y214 | 313 | 15,126 | SH | SOLE | 15,126 | 0 | 0 | ||
IHS MARKIT LTD | COMMON STOCK USD.01 | G47567105 | 288 | 6,012 | SH | SOLE | 6,012 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 26,107 | 286,170 | SH | SOLE | 286,170 | 0 | 0 | ||
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 256 | 15,299 | SH | SOLE | 15,299 | 0 | 0 | ||
JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | G51502105 | 420 | 14,181 | SH | SOLE | 14,181 | 0 | 0 | ||
LINDE PLC | COMMON STOCK EUR.001 | G5494J103 | 1,450 | 9,291 | SH | SOLE | 9,291 | 0 | 0 | ||
LIVANOVA PLC | COMMON STOCK GBP1.0 | G5509L101 | 385 | 4,206 | SH | SOLE | 4,206 | 0 | 0 | ||
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 518 | 32,812 | SH | SOLE | 32,812 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 6,653 | 73,146 | SH | SOLE | 73,146 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COMMON STOCK | G60754101 | 66 | 1,746 | SH | SOLE | 1,746 | 0 | 0 | ||
APTIV PLC | COMMON STOCK USD.01 | G6095L109 | 236 | 3,826 | SH | SOLE | 3,826 | 0 | 0 | ||
NOMAD FOODS LTD | COMMON STOCK | G6564A105 | 815 | 48,761 | SH | SOLE | 48,761 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | G66721104 | 178 | 4,188 | SH | SOLE | 4,188 | 0 | 0 | ||
NVENT ELECTRIC PLC | COMMON STOCK USD.01 | G6700G107 | 324 | 14,442 | SH | SOLE | 14,442 | 0 | 0 | ||
PENTAIR PLC | COMMON STOCK USD.01 | G7S00T104 | 726 | 19,213 | SH | SOLE | 19,213 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | G7496G103 | 429 | 3,212 | SH | SOLE | 3,212 | 0 | 0 | ||
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 187 | 22,242 | SH | SOLE | 22,242 | 0 | 0 | ||
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 653 | 16,917 | SH | SOLE | 16,917 | 0 | 0 | ||
SIGNET JEWELERS LTD | COMMON STOCK USD.18 | G81276100 | 258 | 8,115 | SH | SOLE | 8,115 | 0 | 0 | ||
SMART GLOBAL HOLDINGS INC | COMMON STOCK USD.01 | G8232Y101 | 368 | 12,403 | SH | SOLE | 12,403 | 0 | 0 | ||
STERIS PLC | COMMON STOCK | G84720104 | 5,634 | 52,728 | SH | SOLE | 52,728 | 0 | 0 | ||
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 2,068 | 105,600 | SH | SOLE | 105,600 | 0 | 0 | ||
TRAVELPORT WORLDWIDE LTD | COMMON STOCK USD.0025 | G9019D104 | 3,019 | 193,300 | SH | SOLE | 193,300 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 1,398 | 9,205 | SH | SOLE | 9,205 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 866 | 6,705 | SH | SOLE | 6,705 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 7,148 | 94,512 | SH | SOLE | 94,512 | 0 | 0 | ||
INTELSAT SA | COMMON STOCK USD.01 | L5140P101 | 503 | 23,537 | SH | SOLE | 23,537 | 0 | 0 | ||
PACIFIC DRILLING S.A. | COMMON STOCK | L7257P205 | 794 | 59,497 | SH | SOLE | 59,497 | 0 | 0 | ||
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 1,839 | 40,174 | SH | SOLE | 40,174 | 0 | 0 | ||
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 553 | 7,461 | SH | SOLE | 7,461 | 0 | 0 | ||
ORBOTECH LTD | COMMON STOCK USD.14 | M75253100 | 1,941 | 34,321 | SH | SOLE | 34,321 | 0 | 0 | ||
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 342 | 23,199 | SH | SOLE | 23,199 | 0 | 0 | ||
CORE LABORATORIES N.V. | COMMON STOCK EUR.02 | N22717107 | 1,359 | 22,783 | SH | SOLE | 22,783 | 0 | 0 | ||
INTERXION HOLDING NV | COMMON STOCK EUR.1 | N47279109 | 1,070 | 19,753 | SH | SOLE | 19,753 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 4,626 | 55,630 | SH | SOLE | 55,630 | 0 | 0 | ||
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 222 | 8,091 | SH | SOLE | 8,091 | 0 | 0 | ||
SAFE BULKERS INC | COMMON STOCK USD.001 | Y7388L103 | 249 | 140,156 | SH | SOLE | 140,156 | 0 | 0 | ||
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 502 | 11,015 | SH | SOLE | 11,015 | 0 | 0 | ||
AGCO CORP | COMMON STOCK USD.01 | 001084102 | 553 | 9,925 | SH | SOLE | 9,925 | 0 | 0 | ||
AG MORTGAGE INVESTMENT TRUST | REIT USD.01 | 001228105 | 529 | 33,200 | SH | SOLE | 33,200 | 0 | 0 | ||
AES CORP | COMMON STOCK USD.01 | 00130H105 | 257 | 17,745 | SH | SOLE | 17,745 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 1,291 | 84,977 | SH | SOLE | 84,977 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 2,897 | 52,797 | SH | SOLE | 52,797 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 3,979 | 70,228 | SH | SOLE | 70,228 | 0 | 0 | ||
ASGN INC | COMMON STOCK USD.01 | 00191U102 | 288 | 5,288 | SH | SOLE | 5,288 | 0 | 0 | ||
AT T INC | COMMON STOCK USD1.0 | 00206R102 | 12,298 | 430,891 | SH | SOLE | 430,891 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 2,376 | 56,511 | SH | SOLE | 56,511 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 18,503 | 255,820 | SH | SOLE | 255,820 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 8,234 | 89,313 | SH | SOLE | 89,313 | 0 | 0 | ||
ABERCROMBIE FITCH CO CL A | COMMON STOCK USD.01 | 002896207 | 512 | 25,520 | SH | SOLE | 25,520 | 0 | 0 | ||
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 481 | 1,481 | SH | SOLE | 1,481 | 0 | 0 | ||
ACADIA HEALTHCARE CO INC | COMMON STOCK USD.01 | 00404A109 | 212 | 8,251 | SH | SOLE | 8,251 | 0 | 0 | ||
ACI WORLDWIDE INC | COMMON STOCK USD.005 | 004498101 | 268 | 9,682 | SH | SOLE | 9,682 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 737 | 15,824 | SH | SOLE | 15,824 | 0 | 0 | ||
ACUITY BRANDS INC | COMMON STOCK USD.01 | 00508Y102 | 397 | 3,453 | SH | SOLE | 3,453 | 0 | 0 | ||
ADOBE INC | COMMON STOCK USD.0001 | 00724F101 | 17,763 | 78,512 | SH | SOLE | 78,512 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 00737L103 | 678 | 14,329 | SH | SOLE | 14,329 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 | 164 | 1,043 | SH | SOLE | 1,043 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 496 | 18,701 | SH | SOLE | 18,701 | 0 | 0 | ||
ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 007903107 | 279 | 15,133 | SH | SOLE | 15,133 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 3,037 | 31,168 | SH | SOLE | 31,168 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 | 280 | 4,155 | SH | SOLE | 4,155 | 0 | 0 | ||
AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 7,254 | 45,325 | SH | SOLE | 45,325 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 218 | 3,565 | SH | SOLE | 3,565 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 101 | 1,667 | SH | SOLE | 1,667 | 0 | 0 | ||
ALEXANDER BALDWIN INC | REIT | 014491104 | 124 | 6,747 | SH | SOLE | 6,747 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 3,637 | 31,562 | SH | SOLE | 31,562 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 015351109 | 1,696 | 17,418 | SH | SOLE | 17,418 | 0 | 0 | ||
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 20,935 | 152,733 | SH | SOLE | 152,733 | 0 | 0 | ||
ALLEGHANY CORP | COMMON STOCK USD1.0 | 017175100 | 649 | 1,041 | SH | SOLE | 1,041 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | COMMON STOCK USD.1 | 01741R102 | 239 | 10,976 | SH | SOLE | 10,976 | 0 | 0 | ||
ALLETE INC | COMMON STOCK | 018522300 | 408 | 5,353 | SH | SOLE | 5,353 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COMMON STOCK USD.01 | 018581108 | 347 | 2,309 | SH | SOLE | 2,309 | 0 | 0 | ||
ALLIANT ENERGY CORP | COMMON STOCK USD.01 | 018802108 | 83 | 1,958 | SH | SOLE | 1,958 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 5,111 | 116,397 | SH | SOLE | 116,397 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | COMMON STOCK USD.01 | 01988P108 | 1,564 | 162,219 | SH | SOLE | 162,219 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 4,466 | 54,050 | SH | SOLE | 54,050 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 67,443 | 65,124 | SH | SOLE | 65,124 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 8,391 | 8,030 | SH | SOLE | 8,030 | 0 | 0 | ||
ALTERYX INC CLASS A | COMMON STOCK | 02156B103 | 671 | 11,291 | SH | SOLE | 11,291 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 7,593 | 153,743 | SH | SOLE | 153,743 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 77,434 | 51,555 | SH | SOLE | 51,555 | 0 | 0 | ||
AMBER ROAD INC | COMMON STOCK USD.001 | 02318Y108 | 330 | 40,144 | SH | SOLE | 40,144 | 0 | 0 | ||
AMEDISYS INC | COMMON STOCK USD.001 | 023436108 | 2,862 | 24,442 | SH | SOLE | 24,442 | 0 | 0 | ||
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 203 | 3,119 | SH | SOLE | 3,119 | 0 | 0 | ||
AMERESCO INC CL A | COMMON STOCK USD.0001 | 02361E108 | 446 | 31,650 | SH | SOLE | 31,650 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 4,183 | 130,264 | SH | SOLE | 130,264 | 0 | 0 | ||
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 2,986 | 74,326 | SH | SOLE | 74,326 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | REIT USD.01 | 024835100 | 405 | 9,789 | SH | SOLE | 9,789 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 | 1,377 | 71,217 | SH | SOLE | 71,217 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 8,325 | 111,391 | SH | SOLE | 111,391 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 14,897 | 156,289 | SH | SOLE | 156,289 | 0 | 0 | ||
AMERICAN FINANCIAL GROUP INC | COMMON STOCK | 025932104 | 602 | 6,655 | SH | SOLE | 6,655 | 0 | 0 | ||
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 2,107 | 106,144 | SH | SOLE | 106,144 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 25,083 | 158,564 | SH | SOLE | 158,564 | 0 | 0 | ||
AMERICAN WATER WORKS CO INC | COMMON STOCK USD.01 | 030420103 | 433 | 4,767 | SH | SOLE | 4,767 | 0 | 0 | ||
AMERICOLD REALTY TRUST | REIT USD.01 | 03064D108 | 1,036 | 40,548 | SH | SOLE | 40,548 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 181 | 2,439 | SH | SOLE | 2,439 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 152 | 1,459 | SH | SOLE | 1,459 | 0 | 0 | ||
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 25,580 | 377,841 | SH | SOLE | 377,841 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 11,894 | 61,098 | SH | SOLE | 61,098 | 0 | 0 | ||
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 6,602 | 81,487 | SH | SOLE | 81,487 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 414 | 9,442 | SH | SOLE | 9,442 | 0 | 0 | ||
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 13,087 | 152,474 | SH | SOLE | 152,474 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 251 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 369 | 10,974 | SH | SOLE | 10,974 | 0 | 0 | ||
ANIXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 035290105 | 1,956 | 36,007 | SH | SOLE | 36,007 | 0 | 0 | ||
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 248 | 1,732 | SH | SOLE | 1,732 | 0 | 0 | ||
ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 03674X106 | 548 | 58,323 | SH | SOLE | 58,323 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 24,271 | 92,417 | SH | SOLE | 92,417 | 0 | 0 | ||
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 636 | 24,227 | SH | SOLE | 24,227 | 0 | 0 | ||
APARTMENT INVT MGMT CO A | REIT USD.01 | 03748R101 | 99 | 2,262 | SH | SOLE | 2,262 | 0 | 0 | ||
APERGY CORP | COMMON STOCK USD.01 | 03755L104 | 385 | 14,225 | SH | SOLE | 14,225 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 76,097 | 482,422 | SH | SOLE | 482,422 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 | 1,166 | 81,772 | SH | SOLE | 81,772 | 0 | 0 | ||
APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 03820C105 | 800 | 14,829 | SH | SOLE | 14,829 | 0 | 0 | ||
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 5,651 | 172,607 | SH | SOLE | 172,607 | 0 | 0 | ||
APTARGROUP INC | COMMON STOCK USD.01 | 038336103 | 418 | 4,445 | SH | SOLE | 4,445 | 0 | 0 | ||
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 978 | 28,545 | SH | SOLE | 28,545 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COMMON STOCK | 039483102 | 367 | 8,959 | SH | SOLE | 8,959 | 0 | 0 | ||
ARCHROCK INC | COMMON STOCK USD.01 | 03957W106 | 1,327 | 177,166 | SH | SOLE | 177,166 | 0 | 0 | ||
ARCONIC INC | COMMON STOCK | 03965L100 | 210 | 12,435 | SH | SOLE | 12,435 | 0 | 0 | ||
ARES COMMERCIAL REAL ESTATE | REIT USD.01 | 04013V108 | 906 | 69,447 | SH | SOLE | 69,447 | 0 | 0 | ||
ARMADA HOFFLER PROPERTIES IN | REIT USD.01 | 04208T108 | 1,174 | 83,481 | SH | SOLE | 83,481 | 0 | 0 | ||
ARQULE INC | COMMON STOCK USD.01 | 04269E107 | 323 | 116,647 | SH | SOLE | 116,647 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COMMON STOCK USD.001 | 04269X105 | 524 | 36,744 | SH | SOLE | 36,744 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 1,538 | 22,305 | SH | SOLE | 22,305 | 0 | 0 | ||
ASHLAND GLOBAL HOLDINGS INC | COMMON STOCK | 044186104 | 356 | 5,012 | SH | SOLE | 5,012 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 2,336 | 28,422 | SH | SOLE | 28,422 | 0 | 0 | ||
ASSERTIO THERAPEUTICS INC | COMMON STOCK | 04545L107 | 325 | 90,096 | SH | SOLE | 90,096 | 0 | 0 | ||
ASSOCIATED BANC CORP | COMMON STOCK USD.01 | 045487105 | 299 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 81 | 905 | SH | SOLE | 905 | 0 | 0 | ||
ATARA BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 046513107 | 358 | 10,315 | SH | SOLE | 10,315 | 0 | 0 | ||
ATHENAHEALTH INC | COMMON STOCK USD.01 | 04685W103 | 2,995 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 1,978 | 99,679 | SH | SOLE | 99,679 | 0 | 0 | ||
ATLANTIC POWER CORP | COMMON STOCK | 04878Q863 | 718 | 330,774 | SH | SOLE | 330,774 | 0 | 0 | ||
ATMOS ENERGY CORP | COMMON STOCK | 049560105 | 1,416 | 15,270 | SH | SOLE | 15,270 | 0 | 0 | ||
AUTODESK INC | COMMON STOCK USD.01 | 052769106 | 717 | 5,574 | SH | SOLE | 5,574 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 | 1,856 | 14,158 | SH | SOLE | 14,158 | 0 | 0 | ||
AUTONATION INC | COMMON STOCK USD.01 | 05329W102 | 163 | 4,567 | SH | SOLE | 4,567 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 10,135 | 12,089 | SH | SOLE | 12,089 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 5,973 | 34,316 | SH | SOLE | 34,316 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 3,892 | 43,328 | SH | SOLE | 43,328 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 586 | 26,077 | SH | SOLE | 26,077 | 0 | 0 | ||
AVNET INC | COMMON STOCK USD1.0 | 053807103 | 488 | 13,505 | SH | SOLE | 13,505 | 0 | 0 | ||
AXA EQUITABLE HOLDINGS INC | COMMON STOCK USD.01 | 054561105 | 4,776 | 287,200 | SH | SOLE | 287,200 | 0 | 0 | ||
BB T CORP | COMMON STOCK USD5.0 | 054937107 | 366 | 8,458 | SH | SOLE | 8,458 | 0 | 0 | ||
BG STAFFING INC | COMMON STOCK USD.01 | 05544A109 | 302 | 14,611 | SH | SOLE | 14,611 | 0 | 0 | ||
BMC STOCK HOLDINGS INC | COMMON STOCK USD.01 | 05591B109 | 597 | 38,569 | SH | SOLE | 38,569 | 0 | 0 | ||
BAIDU INC SPON ADR | ADR USD.00005 | 056752108 | 4,397 | 27,723 | SH | SOLE | 27,723 | 0 | 0 | ||
BAKER HUGHES A GE CO | COMMON STOCK USD.0001 | 05722G100 | 3,902 | 181,500 | SH | SOLE | 181,500 | 0 | 0 | ||
BALL CORP | COMMON STOCK | 058498106 | 155 | 3,380 | SH | SOLE | 3,380 | 0 | 0 | ||
BANCORP INC/THE | COMMON STOCK USD1.0 | 05969A105 | 348 | 43,761 | SH | SOLE | 43,761 | 0 | 0 | ||
BANCORPSOUTH BANK | COMMON STOCK | 05971J102 | 244 | 9,331 | SH | SOLE | 9,331 | 0 | 0 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 24,243 | 983,903 | SH | SOLE | 983,903 | 0 | 0 | ||
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 1,571 | 23,337 | SH | SOLE | 23,337 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 643 | 13,654 | SH | SOLE | 13,654 | 0 | 0 | ||
BARNES GROUP INC | COMMON STOCK USD.01 | 067806109 | 2,615 | 48,777 | SH | SOLE | 48,777 | 0 | 0 | ||
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 807 | 210,050 | SH | SOLE | 210,050 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 568 | 8,628 | SH | SOLE | 8,628 | 0 | 0 | ||
BBVA BANCO FRANCES SA ADR | ADR | 07329M100 | 4,626 | 408,307 | SH | SOLE | 408,307 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 18,649 | 82,768 | SH | SOLE | 82,768 | 0 | 0 | ||
BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 | 155 | 13,730 | SH | SOLE | 13,730 | 0 | 0 | ||
BELDEN INC | COMMON STOCK USD.01 | 077454106 | 243 | 5,823 | SH | SOLE | 5,823 | 0 | 0 | ||
BEMIS COMPANY | COMMON STOCK USD.1 | 081437105 | 275 | 5,995 | SH | SOLE | 5,995 | 0 | 0 | ||
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 3,113 | 42,114 | SH | SOLE | 42,114 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 26,890 | 131,696 | SH | SOLE | 131,696 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 464 | 8,766 | SH | SOLE | 8,766 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 1,093 | 37,786 | SH | SOLE | 37,786 | 0 | 0 | ||
BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 090572207 | 478 | 2,059 | SH | SOLE | 2,059 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 732 | 8,591 | SH | SOLE | 8,591 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 4,351 | 14,460 | SH | SOLE | 14,460 | 0 | 0 | ||
BIO TECHNE CORP | COMMON STOCK USD.01 | 09073M104 | 502 | 3,468 | SH | SOLE | 3,468 | 0 | 0 | ||
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 604 | 9,968 | SH | SOLE | 9,968 | 0 | 0 | ||
BITAUTO HOLDINGS LTD ADR | ADR USD.00004 | 091727107 | 332 | 13,406 | SH | SOLE | 13,406 | 0 | 0 | ||
BJ S RESTAURANTS INC | COMMON STOCK | 09180C106 | 328 | 6,479 | SH | SOLE | 6,479 | 0 | 0 | ||
BLACK HILLS CORP | COMMON STOCK USD1.0 | 092113109 | 327 | 5,216 | SH | SOLE | 5,216 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 8,519 | 21,688 | SH | SOLE | 21,688 | 0 | 0 | ||
H R BLOCK INC | COMMON STOCK | 093671105 | 2,036 | 80,269 | SH | SOLE | 80,269 | 0 | 0 | ||
BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 09627Y109 | 309 | 5,725 | SH | SOLE | 5,725 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 8,192 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 | 3,073 | 1,784 | SH | SOLE | 1,784 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 4,263 | 94,582 | SH | SOLE | 94,582 | 0 | 0 | ||
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 961 | 3,989 | SH | SOLE | 3,989 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 4,134 | 36,730 | SH | SOLE | 36,730 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 5,405 | 152,945 | SH | SOLE | 152,945 | 0 | 0 | ||
BOYD GAMING CORP | COMMON STOCK USD.01 | 103304101 | 1,360 | 65,439 | SH | SOLE | 65,439 | 0 | 0 | ||
BRADY CORPORATION CL A | COMMON STOCK USD.01 | 104674106 | 993 | 22,859 | SH | SOLE | 22,859 | 0 | 0 | ||
BRANDYWINE REALTY TRUST | REIT USD.01 | 105368203 | 1,019 | 79,164 | SH | SOLE | 79,164 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,481 | 33,667 | SH | SOLE | 33,667 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 5,664 | 108,967 | SH | SOLE | 108,967 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 141 | 1,461 | SH | SOLE | 1,461 | 0 | 0 | ||
BROADCOM INC | COMMON STOCK | 11135F101 | 1,507 | 5,927 | SH | SOLE | 5,927 | 0 | 0 | ||
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 1,935 | 70,204 | SH | SOLE | 70,204 | 0 | 0 | ||
BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 | 19,795 | 416,031 | SH | SOLE | 416,031 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 4,829 | 103,958 | SH | SOLE | 103,958 | 0 | 0 | ||
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 300 | 6,855 | SH | SOLE | 6,855 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 | 138 | 1,406 | SH | SOLE | 1,406 | 0 | 0 | ||
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 2,568 | 64,127 | SH | SOLE | 64,127 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 2,171 | 45,351 | SH | SOLE | 45,351 | 0 | 0 | ||
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 3,923 | 48,400 | SH | SOLE | 48,400 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 177 | 4,072 | SH | SOLE | 4,072 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 431 | 5,124 | SH | SOLE | 5,124 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK USD.01 | 125523100 | 3,543 | 18,654 | SH | SOLE | 18,654 | 0 | 0 | ||
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 2,066 | 10,984 | SH | SOLE | 10,984 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 186 | 3,755 | SH | SOLE | 3,755 | 0 | 0 | ||
CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 12621E103 | 1,524 | 102,440 | SH | SOLE | 102,440 | 0 | 0 | ||
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 18,696 | 300,910 | SH | SOLE | 300,910 | 0 | 0 | ||
CNX RESOURCES CORP | COMMON STOCK USD.01 | 12653C108 | 1,195 | 104,671 | SH | SOLE | 104,671 | 0 | 0 | ||
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 1,365 | 39,576 | SH | SOLE | 39,576 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 5,848 | 89,255 | SH | SOLE | 89,255 | 0 | 0 | ||
C J ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 392 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
CABLE ONE INC | COMMON STOCK USD.01 | 12685J105 | 314 | 383 | SH | SOLE | 383 | 0 | 0 | ||
CABOT CORP | COMMON STOCK USD1.0 | 127055101 | 306 | 7,118 | SH | SOLE | 7,118 | 0 | 0 | ||
CABOT OIL GAS CORP | COMMON STOCK USD.1 | 127097103 | 1,389 | 62,153 | SH | SOLE | 62,153 | 0 | 0 | ||
CACI INTERNATIONAL INC CL A | COMMON STOCK USD.1 | 127190304 | 1,163 | 8,076 | SH | SOLE | 8,076 | 0 | 0 | ||
CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 | 177 | 4,066 | SH | SOLE | 4,066 | 0 | 0 | ||
CAESARS ENTERTAIN CORP | SR UNSECURED 10/24 5 | 127686AA1 | 612 | 493,320 | SH | SOLE | 493,320 | 0 | 0 | ||
CAESARS ENTERTAINMENT CORP | COMMON STOCK USD.01 | 127686103 | 661 | 97,314 | SH | SOLE | 97,314 | 0 | 0 | ||
CALIFORNIA RESOURCES CORP | COMMON STOCK USD.01 | 13057Q206 | 336 | 19,724 | SH | SOLE | 19,724 | 0 | 0 | ||
CALIX INC | COMMON STOCK | 13100M509 | 470 | 48,184 | SH | SOLE | 48,184 | 0 | 0 | ||
CALLON PETROLEUM CO | COMMON STOCK USD.01 | 13123X102 | 818 | 126,029 | SH | SOLE | 126,029 | 0 | 0 | ||
CAMBREX CORP | COMMON STOCK USD.1 | 132011107 | 1,289 | 34,139 | SH | SOLE | 34,139 | 0 | 0 | ||
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 757 | 8,603 | SH | SOLE | 8,603 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 6,773 | 89,597 | SH | SOLE | 89,597 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 196 | 4,398 | SH | SOLE | 4,398 | 0 | 0 | ||
CARE.COM INC | COMMON STOCK USD.001 | 141633107 | 734 | 38,034 | SH | SOLE | 38,034 | 0 | 0 | ||
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 1,111 | 60,196 | SH | SOLE | 60,196 | 0 | 0 | ||
CARLISLE COS INC | COMMON STOCK USD1.0 | 142339100 | 536 | 5,331 | SH | SOLE | 5,331 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 1,902 | 38,590 | SH | SOLE | 38,590 | 0 | 0 | ||
CARPENTER TECHNOLOGY | COMMON STOCK USD5.0 | 144285103 | 167 | 4,685 | SH | SOLE | 4,685 | 0 | 0 | ||
CARS.COM INC | COMMON STOCK USD.01 | 14575E105 | 138 | 6,403 | SH | SOLE | 6,403 | 0 | 0 | ||
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 5,406 | 66,228 | SH | SOLE | 66,228 | 0 | 0 | ||
CASEY S GENERAL STORES INC | COMMON STOCK NPV | 147528103 | 363 | 2,832 | SH | SOLE | 2,832 | 0 | 0 | ||
CATALENT INC | COMMON STOCK USD.01 | 148806102 | 487 | 15,635 | SH | SOLE | 15,635 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 1,269 | 9,983 | SH | SOLE | 9,983 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 | 826 | 24,623 | SH | SOLE | 24,623 | 0 | 0 | ||
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 601 | 191,246 | SH | SOLE | 191,246 | 0 | 0 | ||
CELANESE CORP | COMMON STOCK USD.0001 | 150870103 | 720 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 8,870 | 138,402 | SH | SOLE | 138,402 | 0 | 0 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 1,811 | 15,710 | SH | SOLE | 15,710 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 346 | 12,270 | SH | SOLE | 12,270 | 0 | 0 | ||
CENTERSTATE BANK CORP | COMMON STOCK USD.01 | 15201P109 | 352 | 16,751 | SH | SOLE | 16,751 | 0 | 0 | ||
CENTRAL PACIFIC FINANCIAL CO | COMMON STOCK | 154760409 | 660 | 27,114 | SH | SOLE | 27,114 | 0 | 0 | ||
CENTRAL PUERTO SPONSORED ADR | ADR | 155038201 | 2,221 | 241,400 | SH | SOLE | 241,400 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 293 | 173,399 | SH | SOLE | 173,399 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 3,398 | 224,268 | SH | SOLE | 224,268 | 0 | 0 | ||
CHANNELADVISOR CORP | COMMON STOCK USD.001 | 159179100 | 1,069 | 94,190 | SH | SOLE | 94,190 | 0 | 0 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 500 | 4,414 | SH | SOLE | 4,414 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 1,031 | 3,618 | SH | SOLE | 3,618 | 0 | 0 | ||
CHATHAM LODGING TRUST | REIT USD.01 | 16208T102 | 1,550 | 87,677 | SH | SOLE | 87,677 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 133 | 3,064 | SH | SOLE | 3,064 | 0 | 0 | ||
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 4,042 | 14,269 | SH | SOLE | 14,269 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP | COMMON STOCK USD1.0 | 163731102 | 257 | 7,013 | SH | SOLE | 7,013 | 0 | 0 | ||
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 439 | 15,540 | SH | SOLE | 15,540 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 166 | 78,982 | SH | SOLE | 78,982 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 1,679 | 68,950 | SH | SOLE | 68,950 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 32,389 | 297,718 | SH | SOLE | 297,718 | 0 | 0 | ||
CHILDREN S PLACE INC/THE | COMMON STOCK USD.1 | 168905107 | 356 | 3,954 | SH | SOLE | 3,954 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 | 6,960 | 16,118 | SH | SOLE | 16,118 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 1,615 | 22,560 | SH | SOLE | 22,560 | 0 | 0 | ||
CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 285 | 4,338 | SH | SOLE | 4,338 | 0 | 0 | ||
CHURCHILL DOWNS INC | COMMON STOCK | 171484108 | 276 | 1,133 | SH | SOLE | 1,133 | 0 | 0 | ||
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 2,749 | 81,079 | SH | SOLE | 81,079 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 1,094 | 17,743 | SH | SOLE | 17,743 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP | COMMON STOCK USD2.0 | 172062101 | 122 | 1,575 | SH | SOLE | 1,575 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COMMON STOCK USD.001 | 17243V102 | 320 | 8,949 | SH | SOLE | 8,949 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 28,191 | 650,612 | SH | SOLE | 650,612 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 269 | 8,114 | SH | SOLE | 8,114 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 5,490 | 32,680 | SH | SOLE | 32,680 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 20,505 | 393,869 | SH | SOLE | 393,869 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 7,727 | 259,918 | SH | SOLE | 259,918 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 5,630 | 54,950 | SH | SOLE | 54,950 | 0 | 0 | ||
CIVITAS SOLUTIONS INC | COMMON STOCK USD.01 | 17887R102 | 2,994 | 171,000 | SH | SOLE | 171,000 | 0 | 0 | ||
CLEAN HARBORS INC | COMMON STOCK USD.01 | 184496107 | 226 | 4,589 | SH | SOLE | 4,589 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR CL A | COMMON STOCK USD.01 | 18451C109 | 475 | 91,446 | SH | SOLE | 91,446 | 0 | 0 | ||
CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 | 11,314 | 73,402 | SH | SOLE | 73,402 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 2,162 | 45,661 | SH | SOLE | 45,661 | 0 | 0 | ||
COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 | 1,612 | 35,645 | SH | SOLE | 35,645 | 0 | 0 | ||
COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 | 2,443 | 38,489 | SH | SOLE | 38,489 | 0 | 0 | ||
COHEN STEERS INC | COMMON STOCK USD.01 | 19247A100 | 349 | 10,167 | SH | SOLE | 10,167 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 5,263 | 88,422 | SH | SOLE | 88,422 | 0 | 0 | ||
COLONY CAPITAL INC | SR UNSECURED 04/23 5 | 19624RAA4 | 4,972 | 5,670,000 | SH | SOLE | 5,670,000 | 0 | 0 | ||
COLONY CAPITAL INC | REIT USD.01 | 19626G108 | 613 | 131,053 | SH | SOLE | 131,053 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 682 | 8,114 | SH | SOLE | 8,114 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 1,255 | 28,743 | SH | SOLE | 28,743 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 31,289 | 918,918 | SH | SOLE | 918,918 | 0 | 0 | ||
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 5,119 | 74,523 | SH | SOLE | 74,523 | 0 | 0 | ||
COMMERCE BANCSHARES INC | COMMON STOCK USD5.0 | 200525103 | 314 | 5,564 | SH | SOLE | 5,564 | 0 | 0 | ||
COMMERCIAL METALS CO | COMMON STOCK USD.01 | 201723103 | 217 | 13,545 | SH | SOLE | 13,545 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 1,001 | 16,933 | SH | SOLE | 16,933 | 0 | 0 | ||
COMPASS MINERALS INTERNATION | COMMON STOCK USD.01 | 20451N101 | 93 | 2,230 | SH | SOLE | 2,230 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 1,105 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS | COMMON STOCK USD.1 | 205826209 | 593 | 24,356 | SH | SOLE | 24,356 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 18,853 | 302,373 | SH | SOLE | 302,373 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 493 | 6,445 | SH | SOLE | 6,445 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 21,629 | 134,490 | SH | SOLE | 134,490 | 0 | 0 | ||
CONTINENTAL BUILDING PRODUCT | COMMON STOCK USD.001 | 211171103 | 341 | 13,394 | SH | SOLE | 13,394 | 0 | 0 | ||
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 224 | 881 | SH | SOLE | 881 | 0 | 0 | ||
COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 21676P103 | 794 | 12,781 | SH | SOLE | 12,781 | 0 | 0 | ||
COPART INC | COMMON STOCK | 217204106 | 2,624 | 54,923 | SH | SOLE | 54,923 | 0 | 0 | ||
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1,240 | 92,845 | SH | SOLE | 92,845 | 0 | 0 | ||
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 8,752 | 100,333 | SH | SOLE | 100,333 | 0 | 0 | ||
CORELOGIC INC | COMMON STOCK USD1.0 | 21871D103 | 179 | 5,351 | SH | SOLE | 5,351 | 0 | 0 | ||
CORECIVIC INC | REIT USD.01 | 21871N101 | 1,274 | 71,465 | SH | SOLE | 71,465 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 2,125 | 70,355 | SH | SOLE | 70,355 | 0 | 0 | ||
CORPORATE OFFICE PROPERTIES | REIT USD.01 | 22002T108 | 210 | 10,007 | SH | SOLE | 10,007 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 17,967 | 88,198 | SH | SOLE | 88,198 | 0 | 0 | ||
COTT CORPORATION | COMMON STOCK | 22163N106 | 738 | 52,955 | SH | SOLE | 52,955 | 0 | 0 | ||
COUPA SOFTWARE INC | COMMON STOCK USD.0001 | 22266L106 | 985 | 15,668 | SH | SOLE | 15,668 | 0 | 0 | ||
COUSINS PROPERTIES INC | REIT USD1.0 | 222795106 | 3,000 | 379,777 | SH | SOLE | 379,777 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 1,106 | 6,918 | SH | SOLE | 6,918 | 0 | 0 | ||
CRANE CO | COMMON STOCK USD1.0 | 224399105 | 239 | 3,315 | SH | SOLE | 3,315 | 0 | 0 | ||
CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 | 1,340 | 3,511 | SH | SOLE | 3,511 | 0 | 0 | ||
CROCS INC | COMMON STOCK USD.001 | 227046109 | 926 | 35,644 | SH | SOLE | 35,644 | 0 | 0 | ||
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 1,558 | 14,340 | SH | SOLE | 14,340 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 6,591 | 158,561 | SH | SOLE | 158,561 | 0 | 0 | ||
CRYOLIFE INC | COMMON STOCK USD.01 | 228903100 | 1,359 | 47,881 | SH | SOLE | 47,881 | 0 | 0 | ||
CULLEN/FROST BANKERS INC | COMMON STOCK USD.01 | 229899109 | 2,343 | 26,648 | SH | SOLE | 26,648 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 3,564 | 26,672 | SH | SOLE | 26,672 | 0 | 0 | ||
CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 231561101 | 365 | 3,579 | SH | SOLE | 3,579 | 0 | 0 | ||
CUSTOMERS BANCORP INC | COMMON STOCK USD1.0 | 23204G100 | 1,384 | 76,038 | SH | SOLE | 76,038 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 232806109 | 565 | 44,439 | SH | SOLE | 44,439 | 0 | 0 | ||
CYRUSONE INC | REIT USD.01 | 23283R100 | 464 | 8,782 | SH | SOLE | 8,782 | 0 | 0 | ||
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 3,670 | 105,887 | SH | SOLE | 105,887 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,053 | 9,543 | SH | SOLE | 9,543 | 0 | 0 | ||
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 1,100 | 20,682 | SH | SOLE | 20,682 | 0 | 0 | ||
DANA INC | COMMON STOCK USD.01 | 235825205 | 1,638 | 120,154 | SH | SOLE | 120,154 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 16,884 | 163,728 | SH | SOLE | 163,728 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 4,297 | 43,026 | SH | SOLE | 43,026 | 0 | 0 | ||
DAVE BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 238337109 | 571 | 12,804 | SH | SOLE | 12,804 | 0 | 0 | ||
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 130 | 2,525 | SH | SOLE | 2,525 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COMMON STOCK USD.01 | 243537107 | 819 | 6,402 | SH | SOLE | 6,402 | 0 | 0 | ||
DEERE CO | COMMON STOCK USD1.0 | 244199105 | 21,273 | 142,609 | SH | SOLE | 142,609 | 0 | 0 | ||
DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 24665A103 | 155 | 4,761 | SH | SOLE | 4,761 | 0 | 0 | ||
DELL TECHNOLOGIES C | COMMON STOCK | 24703L202 | 3,434 | 70,276 | SH | SOLE | 70,276 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 35,716 | 715,758 | SH | SOLE | 715,758 | 0 | 0 | ||
DENBURY RESOURCES INC | COMMON STOCK USD.001 | 247916208 | 403 | 235,411 | SH | SOLE | 235,411 | 0 | 0 | ||
DELUXE CORP | COMMON STOCK USD1.0 | 248019101 | 198 | 5,148 | SH | SOLE | 5,148 | 0 | 0 | ||
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 340 | 15,098 | SH | SOLE | 15,098 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING | COMMON STOCK USD.01 | 25271C102 | 178 | 18,839 | SH | SOLE | 18,839 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COMMON STOCK USD.01 | 25278X109 | 341 | 3,680 | SH | SOLE | 3,680 | 0 | 0 | ||
DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 | 196 | 6,286 | SH | SOLE | 6,286 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 3,555 | 33,368 | SH | SOLE | 33,368 | 0 | 0 | ||
DILLARDS INC CL A | COMMON STOCK | 254067101 | 101 | 1,673 | SH | SOLE | 1,673 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 13,395 | 122,162 | SH | SOLE | 122,162 | 0 | 0 | ||
DISCOVERY INC A | COMMON STOCK USD.01 | 25470F104 | 955 | 38,595 | SH | SOLE | 38,595 | 0 | 0 | ||
DISCOVERY INC C | COMMON STOCK USD.01 | 25470F302 | 316 | 13,678 | SH | SOLE | 13,678 | 0 | 0 | ||
DISH NETWORK CORP A | COMMON STOCK USD.01 | 25470M109 | 148 | 5,939 | SH | SOLE | 5,939 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 5,582 | 94,649 | SH | SOLE | 94,649 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 331 | 3,062 | SH | SOLE | 3,062 | 0 | 0 | ||
DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 | 267 | 2,951 | SH | SOLE | 2,951 | 0 | 0 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 1,533 | 21,448 | SH | SOLE | 21,448 | 0 | 0 | ||
DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 | 6,900 | 27,825 | SH | SOLE | 27,825 | 0 | 0 | ||
DOMTAR CORP | COMMON STOCK USD.01 | 257559203 | 137 | 3,911 | SH | SOLE | 3,911 | 0 | 0 | ||
DONALDSON CO INC | COMMON STOCK USD5.0 | 257651109 | 457 | 10,523 | SH | SOLE | 10,523 | 0 | 0 | ||
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 2,849 | 31,644 | SH | SOLE | 31,644 | 0 | 0 | ||
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 1,976 | 57,886 | SH | SOLE | 57,886 | 0 | 0 | ||
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 1,558 | 21,959 | SH | SOLE | 21,959 | 0 | 0 | ||
DOWDUPONT INC | COMMON STOCK USD.01 | 26078J100 | 683,510 | 12,780,670 | SH | SOLE | 12,780,670 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 897 | 29,860 | SH | SOLE | 29,860 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 3,563 | 41,286 | SH | SOLE | 41,286 | 0 | 0 | ||
DUKE REALTY CORP | REIT USD.01 | 264411505 | 661 | 25,515 | SH | SOLE | 25,515 | 0 | 0 | ||
DUN BRADSTREET CORP | COMMON STOCK USD.01 | 26483E100 | 3,690 | 25,852 | SH | SOLE | 25,852 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 2,827 | 44,091 | SH | SOLE | 44,091 | 0 | 0 | ||
EQT CORP | COMMON STOCK | 26884L109 | 416 | 21,998 | SH | SOLE | 21,998 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 1,884 | 29,424 | SH | SOLE | 29,424 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,082 | 24,651 | SH | SOLE | 24,651 | 0 | 0 | ||
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 730 | 18,131 | SH | SOLE | 18,131 | 0 | 0 | ||
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 1,731 | 39,777 | SH | SOLE | 39,777 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 1,119 | 15,299 | SH | SOLE | 15,299 | 0 | 0 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 47 | 18,376 | SH | SOLE | 18,376 | 0 | 0 | ||
EATON VANCE CORP | COMMON STOCK USD.00390625 | 278265103 | 423 | 12,025 | SH | SOLE | 12,025 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 415 | 14,798 | SH | SOLE | 14,798 | 0 | 0 | ||
ECOLAB INC | COMMON STOCK USD1.0 | 278865100 | 545 | 3,701 | SH | SOLE | 3,701 | 0 | 0 | ||
EDGEWELL PERSONAL CARE CO | COMMON STOCK USD.01 | 28035Q102 | 200 | 5,362 | SH | SOLE | 5,362 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 4,273 | 75,270 | SH | SOLE | 75,270 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 | 507 | 3,312 | SH | SOLE | 3,312 | 0 | 0 | ||
ELDORADO RESORTS INC | COMMON STOCK | 28470R102 | 2,220 | 61,298 | SH | SOLE | 61,298 | 0 | 0 | ||
ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 | 1,273 | 16,126 | SH | SOLE | 16,126 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 347 | 13,974 | SH | SOLE | 13,974 | 0 | 0 | ||
EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 | 7,067 | 118,402 | SH | SOLE | 118,402 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 868 | 14,647 | SH | SOLE | 14,647 | 0 | 0 | ||
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 628 | 10,517 | SH | SOLE | 10,517 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 871 | 12,303 | SH | SOLE | 12,303 | 0 | 0 | ||
ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 29261A100 | 470 | 7,618 | SH | SOLE | 7,618 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 1,301 | 28,817 | SH | SOLE | 28,817 | 0 | 0 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 1,481 | 19,087 | SH | SOLE | 19,087 | 0 | 0 | ||
ENGILITY HOLDINGS INC | COMMON STOCK USD.01 | 29286C107 | 540 | 18,960 | SH | SOLE | 18,960 | 0 | 0 | ||
ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 29357K103 | 475 | 24,413 | SH | SOLE | 24,413 | 0 | 0 | ||
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 2,224 | 79,717 | SH | SOLE | 79,717 | 0 | 0 | ||
ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 293712105 | 340 | 9,047 | SH | SOLE | 9,047 | 0 | 0 | ||
EQUINIX INC | REIT USD.001 | 29444U700 | 7,752 | 21,987 | SH | SOLE | 21,987 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORP | COMMON STOCK | 294600101 | 209 | 10,462 | SH | SOLE | 10,462 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 2,733 | 28,138 | SH | SOLE | 28,138 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 5,754 | 87,166 | SH | SOLE | 87,166 | 0 | 0 | ||
ESCO TECHNOLOGIES INC | COMMON STOCK USD.01 | 296315104 | 825 | 12,503 | SH | SOLE | 12,503 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 5,519 | 22,509 | SH | SOLE | 22,509 | 0 | 0 | ||
ESTERLINE TECHNOLOGIES CORP | COMMON STOCK USD.2 | 297425100 | 461 | 3,797 | SH | SOLE | 3,797 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC | COMMON STOCK USD.01 | 297602104 | 1,092 | 62,097 | SH | SOLE | 62,097 | 0 | 0 | ||
ETSY INC | COMMON STOCK USD.001 | 29786A106 | 926 | 19,472 | SH | SOLE | 19,472 | 0 | 0 | ||
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 866 | 8,458 | SH | SOLE | 8,458 | 0 | 0 | ||
EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 | 2,892 | 40,409 | SH | SOLE | 40,409 | 0 | 0 | ||
EVERGY INC | COMMON STOCK | 30034W106 | 92 | 1,625 | SH | SOLE | 1,625 | 0 | 0 | ||
EVERTEC INC | COMMON STOCK USD.01 | 30040P103 | 1,141 | 39,772 | SH | SOLE | 39,772 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 2,033 | 31,262 | SH | SOLE | 31,262 | 0 | 0 | ||
EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 30049A107 | 1,303 | 190,992 | SH | SOLE | 190,992 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 17,354 | 384,785 | SH | SOLE | 384,785 | 0 | 0 | ||
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 435 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 | 207 | 1,841 | SH | SOLE | 1,841 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 372 | 5,467 | SH | SOLE | 5,467 | 0 | 0 | ||
EXTENDED STAY AMERICA INC | UNIT USD.01 | 30224P200 | 1,256 | 81,000 | SH | SOLE | 81,000 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 9,949 | 109,962 | SH | SOLE | 109,962 | 0 | 0 | ||
EXTERRAN CORP | COMMON STOCK USD.01 | 30227H106 | 331 | 18,673 | SH | SOLE | 18,673 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 1,947 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 12,751 | 186,985 | SH | SOLE | 186,985 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 2,072 | 47,581 | SH | SOLE | 47,581 | 0 | 0 | ||
FMC CORP | COMMON STOCK USD.1 | 302491303 | 932 | 12,599 | SH | SOLE | 12,599 | 0 | 0 | ||
FNB CORP | COMMON STOCK USD.01 | 302520101 | 285 | 28,948 | SH | SOLE | 28,948 | 0 | 0 | ||
FACEBOOK INC CLASS A | COMMON STOCK USD.000006 | 30303M102 | 32,712 | 249,540 | SH | SOLE | 249,540 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 4,135 | 20,663 | SH | SOLE | 20,663 | 0 | 0 | ||
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 3,777 | 20,199 | SH | SOLE | 20,199 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 2,705 | 22,912 | SH | SOLE | 22,912 | 0 | 0 | ||
FEDERAL SIGNAL CORP | COMMON STOCK USD1.0 | 313855108 | 337 | 16,928 | SH | SOLE | 16,928 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 208 | 7,848 | SH | SOLE | 7,848 | 0 | 0 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 2,433 | 15,018 | SH | SOLE | 15,018 | 0 | 0 | ||
FIBROGEN INC | COMMON STOCK USD.01 | 31572Q808 | 734 | 15,860 | SH | SOLE | 15,860 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 2,814 | 27,436 | SH | SOLE | 27,436 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 31620R303 | 8,518 | 270,940 | SH | SOLE | 270,940 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 208 | 8,847 | SH | SOLE | 8,847 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 4,946 | 110,791 | SH | SOLE | 110,791 | 0 | 0 | ||
FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 | 1,952 | 226,919 | SH | SOLE | 226,919 | 0 | 0 | ||
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 1,267 | 56,300 | SH | SOLE | 56,300 | 0 | 0 | ||
FIRST HORIZON NATIONAL CORP | COMMON STOCK USD.625 | 320517105 | 439 | 33,386 | SH | SOLE | 33,386 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 3,907 | 135,381 | SH | SOLE | 135,381 | 0 | 0 | ||
FIRSTCASH INC | COMMON STOCK USD.01 | 33767D105 | 2,710 | 37,452 | SH | SOLE | 37,452 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 4,429 | 60,270 | SH | SOLE | 60,270 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 4,804 | 127,945 | SH | SOLE | 127,945 | 0 | 0 | ||
FIVE BELOW | COMMON STOCK USD.01 | 33829M101 | 459 | 4,488 | SH | SOLE | 4,488 | 0 | 0 | ||
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 1,529 | 34,982 | SH | SOLE | 34,982 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COMMON STOCK USD.001 | 339041105 | 221 | 1,189 | SH | SOLE | 1,189 | 0 | 0 | ||
FLUOR CORP | COMMON STOCK USD.01 | 343412102 | 394 | 12,221 | SH | SOLE | 12,221 | 0 | 0 | ||
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 272 | 14,726 | SH | SOLE | 14,726 | 0 | 0 | ||
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 141 | 3,715 | SH | SOLE | 3,715 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 4,456 | 83,758 | SH | SOLE | 83,758 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 1,452 | 189,739 | SH | SOLE | 189,739 | 0 | 0 | ||
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 2,163 | 30,714 | SH | SOLE | 30,714 | 0 | 0 | ||
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 4,576 | 120,441 | SH | SOLE | 120,441 | 0 | 0 | ||
FOSSIL GROUP INC | COMMON STOCK USD.01 | 34988V106 | 334 | 21,260 | SH | SOLE | 21,260 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 109 | 3,662 | SH | SOLE | 3,662 | 0 | 0 | ||
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 868 | 84,231 | SH | SOLE | 84,231 | 0 | 0 | ||
FULTON FINANCIAL CORP | COMMON STOCK USD2.5 | 360271100 | 1,243 | 80,272 | SH | SOLE | 80,272 | 0 | 0 | ||
GATX CORP | COMMON STOCK USD.625 | 361448103 | 237 | 3,348 | SH | SOLE | 3,348 | 0 | 0 | ||
GEO GROUP INC/THE | REIT USD.01 | 36162J106 | 1,895 | 96,184 | SH | SOLE | 96,184 | 0 | 0 | ||
G III APPAREL GROUP LTD | COMMON STOCK USD.01 | 36237H101 | 334 | 11,958 | SH | SOLE | 11,958 | 0 | 0 | ||
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 133 | 5,150 | SH | SOLE | 5,150 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 836 | 6,542 | SH | SOLE | 6,542 | 0 | 0 | ||
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 1,001 | 20,147 | SH | SOLE | 20,147 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 10,627 | 67,598 | SH | SOLE | 67,598 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 726 | 95,923 | SH | SOLE | 95,923 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 3,476 | 103,912 | SH | SOLE | 103,912 | 0 | 0 | ||
GENESEE WYOMING INC CL A | COMMON STOCK USD.01 | 371559105 | 519 | 7,011 | SH | SOLE | 7,011 | 0 | 0 | ||
GENTEX CORP | COMMON STOCK USD.06 | 371901109 | 3,323 | 164,424 | SH | SOLE | 164,424 | 0 | 0 | ||
GENOMIC HEALTH INC | COMMON STOCK USD.0001 | 37244C101 | 1,814 | 28,171 | SH | SOLE | 28,171 | 0 | 0 | ||
GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 | 577 | 6,008 | SH | SOLE | 6,008 | 0 | 0 | ||
GENWORTH FINANCIAL INC CL A | COMMON STOCK USD.001 | 37247D106 | 738 | 158,287 | SH | SOLE | 158,287 | 0 | 0 | ||
GETTY REALTY CORP | REIT USD.01 | 374297109 | 358 | 12,177 | SH | SOLE | 12,177 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 1,143 | 18,278 | SH | SOLE | 18,278 | 0 | 0 | ||
GLOBAL BLOOD THERAPEUTICS IN | COMMON STOCK USD.001 | 37890U108 | 353 | 8,603 | SH | SOLE | 8,603 | 0 | 0 | ||
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 45 | 70,200 | SH | SOLE | 70,200 | 0 | 0 | ||
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 575 | 5,580 | SH | SOLE | 5,580 | 0 | 0 | ||
GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 379577208 | 3,106 | 71,775 | SH | SOLE | 71,775 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 12,359 | 73,984 | SH | SOLE | 73,984 | 0 | 0 | ||
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 88 | 4,313 | SH | SOLE | 4,313 | 0 | 0 | ||
GORMAN RUPP CO | COMMON STOCK | 383082104 | 464 | 14,321 | SH | SOLE | 14,321 | 0 | 0 | ||
GRACO INC | COMMON STOCK USD1.0 | 384109104 | 560 | 13,383 | SH | SOLE | 13,383 | 0 | 0 | ||
GRAHAM HOLDINGS CO CLASS B | COMMON STOCK USD1.0 | 384637104 | 130 | 203 | SH | SOLE | 203 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 4,977 | 17,627 | SH | SOLE | 17,627 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 647 | 43,882 | SH | SOLE | 43,882 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 484 | 15,495 | SH | SOLE | 15,495 | 0 | 0 | ||
GREEN DOT CORP CLASS A | COMMON STOCK USD.001 | 39304D102 | 1,188 | 14,940 | SH | SOLE | 14,940 | 0 | 0 | ||
GREENBRIER COMPANIES INC | COMMON STOCK | 393657101 | 348 | 8,796 | SH | SOLE | 8,796 | 0 | 0 | ||
GREENHILL CO INC | COMMON STOCK USD.01 | 395259104 | 356 | 14,585 | SH | SOLE | 14,585 | 0 | 0 | ||
GREIF INC CL A | COMMON STOCK | 397624107 | 80 | 2,157 | SH | SOLE | 2,157 | 0 | 0 | ||
GUESS INC | COMMON STOCK USD.01 | 401617105 | 355 | 17,073 | SH | SOLE | 17,073 | 0 | 0 | ||
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 4,518 | 36,301 | SH | SOLE | 36,301 | 0 | 0 | ||
HCP INC | REIT USD1.0 | 40414L109 | 3,122 | 111,767 | SH | SOLE | 111,767 | 0 | 0 | ||
HD SUPPLY HOLDINGS INC | COMMON STOCK USD.01 | 40416M105 | 840 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 312 | 11,077 | SH | SOLE | 11,077 | 0 | 0 | ||
HNI CORP | COMMON STOCK USD1.0 | 404251100 | 99 | 2,784 | SH | SOLE | 2,784 | 0 | 0 | ||
HP INC | COMMON STOCK USD.01 | 40434L105 | 380 | 18,590 | SH | SOLE | 18,590 | 0 | 0 | ||
HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 | 2,281 | 22,800 | SH | SOLE | 22,800 | 0 | 0 | ||
HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 410120109 | 264 | 7,611 | SH | SOLE | 7,611 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 320 | 2,737 | SH | SOLE | 2,737 | 0 | 0 | ||
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 1,018 | 29,832 | SH | SOLE | 29,832 | 0 | 0 | ||
HARRIS CORP | COMMON STOCK USD1.0 | 413875105 | 3,359 | 24,949 | SH | SOLE | 24,949 | 0 | 0 | ||
HARSCO CORP | COMMON STOCK USD1.25 | 415864107 | 1,070 | 53,889 | SH | SOLE | 53,889 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 963 | 21,675 | SH | SOLE | 21,675 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 705 | 26,681 | SH | SOLE | 26,681 | 0 | 0 | ||
HEALTHCARE SERVICES GROUP | COMMON STOCK USD.01 | 421906108 | 280 | 6,975 | SH | SOLE | 6,975 | 0 | 0 | ||
HEALTHCARE REALTY TRUST INC | REIT USD.01 | 421946104 | 312 | 10,982 | SH | SOLE | 10,982 | 0 | 0 | ||
HEALTH INSURANCE INNOVATIO A | COMMON STOCK USD.001 | 42225K106 | 353 | 13,194 | SH | SOLE | 13,194 | 0 | 0 | ||
HEALTHEQUITY INC | COMMON STOCK USD.0001 | 42226A107 | 294 | 4,931 | SH | SOLE | 4,931 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 2,213 | 28,560 | SH | SOLE | 28,560 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GROUP | COMMON STOCK | 42330P107 | 326 | 60,271 | SH | SOLE | 60,271 | 0 | 0 | ||
HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 | 2,383 | 49,706 | SH | SOLE | 49,706 | 0 | 0 | ||
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 4,154 | 32,835 | SH | SOLE | 32,835 | 0 | 0 | ||
HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 | 7,695 | 71,798 | SH | SOLE | 71,798 | 0 | 0 | ||
HESS CORP | COMMON STOCK USD1.0 | 42809H107 | 235 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 | 1,349 | 102,086 | SH | SOLE | 102,086 | 0 | 0 | ||
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 2,286 | 59,084 | SH | SOLE | 59,084 | 0 | 0 | ||
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 505 | 5,698 | SH | SOLE | 5,698 | 0 | 0 | ||
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 309 | 6,049 | SH | SOLE | 6,049 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 207 | 5,032 | SH | SOLE | 5,032 | 0 | 0 | ||
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 623 | 38,138 | SH | SOLE | 38,138 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 32,913 | 191,553 | SH | SOLE | 191,553 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 21,193 | 160,407 | SH | SOLE | 160,407 | 0 | 0 | ||
HORACE MANN EDUCATORS | COMMON STOCK USD.001 | 440327104 | 331 | 8,838 | SH | SOLE | 8,838 | 0 | 0 | ||
HORMEL FOODS CORP | COMMON STOCK USD.01465 | 440452100 | 214 | 5,017 | SH | SOLE | 5,017 | 0 | 0 | ||
HORTONWORKS INC | COMMON STOCK USD.0001 | 440894103 | 450 | 31,195 | SH | SOLE | 31,195 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 195 | 8,177 | SH | SOLE | 8,177 | 0 | 0 | ||
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 3,768 | 226,030 | SH | SOLE | 226,030 | 0 | 0 | ||
HUBBELL INC | COMMON STOCK USD.01 | 443510607 | 493 | 4,962 | SH | SOLE | 4,962 | 0 | 0 | ||
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 828 | 6,589 | SH | SOLE | 6,589 | 0 | 0 | ||
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 5,101 | 17,807 | SH | SOLE | 17,807 | 0 | 0 | ||
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 2,440 | 26,228 | SH | SOLE | 26,228 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 151 | 12,673 | SH | SOLE | 12,673 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 5,288 | 27,786 | SH | SOLE | 27,786 | 0 | 0 | ||
HUNTSMAN CORP | COMMON STOCK USD.01 | 447011107 | 3,605 | 186,900 | SH | SOLE | 186,900 | 0 | 0 | ||
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 1,301 | 11,480 | SH | SOLE | 11,480 | 0 | 0 | ||
ITT INC | COMMON STOCK USD1.0 | 45073V108 | 421 | 8,728 | SH | SOLE | 8,728 | 0 | 0 | ||
IBERIABANK CORP | COMMON STOCK USD1.0 | 450828108 | 1,189 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 295 | 28,711 | SH | SOLE | 28,711 | 0 | 0 | ||
IDACORP INC | COMMON STOCK | 451107106 | 413 | 4,442 | SH | SOLE | 4,442 | 0 | 0 | ||
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 6,586 | 52,161 | SH | SOLE | 52,161 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 312 | 1,677 | SH | SOLE | 1,677 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 4,257 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
ILLUMINA INC | COMMON STOCK USD.01 | 452327109 | 779 | 2,598 | SH | SOLE | 2,598 | 0 | 0 | ||
IMAX CORP | COMMON STOCK | 45245E109 | 664 | 35,314 | SH | SOLE | 35,314 | 0 | 0 | ||
IMPERVA INC | COMMON STOCK USD.0001 | 45321L100 | 2,426 | 43,563 | SH | SOLE | 43,563 | 0 | 0 | ||
INDEPENDENCE CONTRACT DRILLI | COMMON STOCK USD.01 | 453415309 | 327 | 104,874 | SH | SOLE | 104,874 | 0 | 0 | ||
INDEPENDENT BANK CORP/MA | COMMON STOCK USD.01 | 453836108 | 565 | 8,039 | SH | SOLE | 8,039 | 0 | 0 | ||
INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 453838609 | 971 | 46,195 | SH | SOLE | 46,195 | 0 | 0 | ||
INFRAREIT INC | REIT USD.01 | 45685L100 | 1,471 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 | 3 | 34 | SH | SOLE | 34 | 0 | 0 | ||
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 4,772 | 52,214 | SH | SOLE | 52,214 | 0 | 0 | ||
INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 457730109 | 316 | 7,473 | SH | SOLE | 7,473 | 0 | 0 | ||
INSPERITY INC | COMMON STOCK USD.01 | 45778Q107 | 329 | 3,527 | SH | SOLE | 3,527 | 0 | 0 | ||
INOGEN INC | COMMON STOCK USD.001 | 45780L104 | 340 | 2,741 | SH | SOLE | 2,741 | 0 | 0 | ||
INNOVIVA INC | COMMON STOCK | 45781M101 | 2,000 | 114,626 | SH | SOLE | 114,626 | 0 | 0 | ||
INNOVATIVE INDUSTRIAL PROPER | REIT USD.001 | 45781V101 | 311 | 6,861 | SH | SOLE | 6,861 | 0 | 0 | ||
INTEGRA LIFESCIENCES HOLDING | COMMON STOCK USD.01 | 457985208 | 312 | 6,923 | SH | SOLE | 6,923 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC | COMMON STOCK USD.001 | 458118106 | 1,118 | 23,085 | SH | SOLE | 23,085 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 10,707 | 228,144 | SH | SOLE | 228,144 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 2,418 | 31,706 | SH | SOLE | 31,706 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 8,754 | 116,203 | SH | SOLE | 116,203 | 0 | 0 | ||
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 921 | 64,648 | SH | SOLE | 64,648 | 0 | 0 | ||
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 237 | 3,567 | SH | SOLE | 3,567 | 0 | 0 | ||
INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 459044103 | 41 | 1,186 | SH | SOLE | 1,186 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 2,403 | 21,139 | SH | SOLE | 21,139 | 0 | 0 | ||
INTL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 323 | 8,003 | SH | SOLE | 8,003 | 0 | 0 | ||
INTL SPEEDWAY CORP CL A | COMMON STOCK USD.01 | 460335201 | 30 | 689 | SH | SOLE | 689 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 109 | 5,303 | SH | SOLE | 5,303 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 | 4,057 | 8,471 | SH | SOLE | 8,471 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 3,818 | 19,394 | SH | SOLE | 19,394 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 1,792 | 172,279 | SH | SOLE | 172,279 | 0 | 0 | ||
INVITAE CORP | COMMON STOCK USD.0001 | 46185L103 | 471 | 42,627 | SH | SOLE | 42,627 | 0 | 0 | ||
INVITATION HOMES INC | REIT USD.01 | 46187W107 | 2,487 | 123,830 | SH | SOLE | 123,830 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 35 | 6,683 | SH | SOLE | 6,683 | 0 | 0 | ||
IOVANCE BIOTHERAPEUTICS INC | COMMON STOCK USD.000041666 | 462260100 | 335 | 37,870 | SH | SOLE | 37,870 | 0 | 0 | ||
IRADIMED CORP | COMMON STOCK USD.0001 | 46266A109 | 364 | 14,876 | SH | SOLE | 14,876 | 0 | 0 | ||
IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 | 2,229 | 19,186 | SH | SOLE | 19,186 | 0 | 0 | ||
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 864 | 26,672 | SH | SOLE | 26,672 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 57,444 | 1,470,654 | SH | SOLE | 1,470,654 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 16,140 | 274,581 | SH | SOLE | 274,581 | 0 | 0 | ||
ISHARES CORE S P MID CAP ETF | ISHARES CORE S+P MIDCAP ETF | 464287507 | 1,938 | 11,669 | SH | SOLE | 11,669 | 0 | 0 | ||
ISHARES RUSSELL 2000 ETF | ISHARES RUSSELL 2000 ETF | 464287655 | 1,928 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
ISHARES MSCI ACWI ETF | ISHARES MSCI ACWI ETF | 464288257 | 5,806 | 90,490 | SH | SOLE | 90,490 | 0 | 0 | ||
JBG SMITH PROPERTIES | REIT USD.01 | 46590V100 | 247 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
J ALEXANDER S HOLDINGS | COMMON STOCK USD.001 | 46609J106 | 477 | 57,967 | SH | SOLE | 57,967 | 0 | 0 | ||
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 47,319 | 484,725 | SH | SOLE | 484,725 | 0 | 0 | ||
JABIL INC | COMMON STOCK USD.001 | 466313103 | 421 | 16,997 | SH | SOLE | 16,997 | 0 | 0 | ||
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 197 | 2,541 | SH | SOLE | 2,541 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK USD1.0 | 469814107 | 224 | 3,838 | SH | SOLE | 3,838 | 0 | 0 | ||
JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 47233W109 | 192 | 11,069 | SH | SOLE | 11,069 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 477143101 | 423 | 26,359 | SH | SOLE | 26,359 | 0 | 0 | ||
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 49,574 | 384,148 | SH | SOLE | 384,148 | 0 | 0 | ||
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 5,020 | 39,651 | SH | SOLE | 39,651 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 3,156 | 45,492 | SH | SOLE | 45,492 | 0 | 0 | ||
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 167 | 6,217 | SH | SOLE | 6,217 | 0 | 0 | ||
KBR INC | COMMON STOCK USD.001 | 48242W106 | 233 | 15,355 | SH | SOLE | 15,355 | 0 | 0 | ||
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 3,246 | 36,277 | SH | SOLE | 36,277 | 0 | 0 | ||
KLX ENERGY SERVICES HOLDING | COMMON STOCK USD.01 | 48253L106 | 349 | 14,898 | SH | SOLE | 14,898 | 0 | 0 | ||
K12 INC | COMMON STOCK USD.0001 | 48273U102 | 905 | 36,518 | SH | SOLE | 36,518 | 0 | 0 | ||
KADANT INC | COMMON STOCK USD.01 | 48282T104 | 421 | 5,164 | SH | SOLE | 5,164 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 243 | 2,546 | SH | SOLE | 2,546 | 0 | 0 | ||
KB HOME | COMMON STOCK USD1.0 | 48666K109 | 1,376 | 72,056 | SH | SOLE | 72,056 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK USD.25 | 487836108 | 317 | 5,558 | SH | SOLE | 5,558 | 0 | 0 | ||
KEMET CORP | COMMON STOCK USD.01 | 488360207 | 433 | 24,677 | SH | SOLE | 24,677 | 0 | 0 | ||
KEMPER CORP | COMMON STOCK USD.1 | 488401100 | 326 | 4,916 | SH | SOLE | 4,916 | 0 | 0 | ||
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 939 | 63,565 | SH | SOLE | 63,565 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES IN | COMMON STOCK | 49338L103 | 115 | 1,854 | SH | SOLE | 1,854 | 0 | 0 | ||
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 1,338 | 43,274 | SH | SOLE | 43,274 | 0 | 0 | ||
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 2,954 | 46,974 | SH | SOLE | 46,974 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2,008 | 17,622 | SH | SOLE | 17,622 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 3,419 | 233,394 | SH | SOLE | 233,394 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 7,116 | 462,661 | SH | SOLE | 462,661 | 0 | 0 | ||
KNOLL INC | COMMON STOCK USD.01 | 498904200 | 2,354 | 142,869 | SH | SOLE | 142,869 | 0 | 0 | ||
KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.001 | 499049104 | 768 | 30,636 | SH | SOLE | 30,636 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 2,899 | 43,697 | SH | SOLE | 43,697 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 4,326 | 157,321 | SH | SOLE | 157,321 | 0 | 0 | ||
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 101 | 3,935 | SH | SOLE | 3,935 | 0 | 0 | ||
LSC COMMUNICATIONS INC | COMMON STOCK USD.01 | 50218P107 | 1,923 | 274,700 | SH | SOLE | 274,700 | 0 | 0 | ||
L3 TECHNOLOGIES INC | COMMON STOCK USD.01 | 502413107 | 492 | 2,833 | SH | SOLE | 2,833 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 1,045 | 37,696 | SH | SOLE | 37,696 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 187 | 1,476 | SH | SOLE | 1,476 | 0 | 0 | ||
LADENBURG THALMANN FINANCIAL | COMMON STOCK USD.0001 | 50575Q102 | 440 | 188,716 | SH | SOLE | 188,716 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 4,118 | 30,242 | SH | SOLE | 30,242 | 0 | 0 | ||
LAMAR ADVERTISING CO A | REIT USD.001 | 512816109 | 458 | 6,618 | SH | SOLE | 6,618 | 0 | 0 | ||
LAMB WESTON HOLDINGS INC | COMMON STOCK USD1.0 | 513272104 | 722 | 9,819 | SH | SOLE | 9,819 | 0 | 0 | ||
LANCASTER COLONY CORP | COMMON STOCK | 513847103 | 1,863 | 10,535 | SH | SOLE | 10,535 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 3,814 | 39,865 | SH | SOLE | 39,865 | 0 | 0 | ||
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 13,435 | 103,265 | SH | SOLE | 103,265 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 2,261 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
LEGG MASON INC | COMMON STOCK USD.1 | 524901105 | 222 | 8,710 | SH | SOLE | 8,710 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 | 1,405 | 26,650 | SH | SOLE | 26,650 | 0 | 0 | ||
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 924 | 39,093 | SH | SOLE | 39,093 | 0 | 0 | ||
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 6,617 | 30,233 | SH | SOLE | 30,233 | 0 | 0 | ||
LIBERTY EXPEDIA HOLD A | COMMON STOCK | 53046P109 | 301 | 7,703 | SH | SOLE | 7,703 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 2,899 | 69,213 | SH | SOLE | 69,213 | 0 | 0 | ||
LIBERTY MEDIA COR SIRIUSXM C | TRACKING STK USD.01 | 531229607 | 762 | 20,600 | SH | SOLE | 20,600 | 0 | 0 | ||
LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 531229854 | 947 | 30,845 | SH | SOLE | 30,845 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 2,173 | 16,010 | SH | SOLE | 16,010 | 0 | 0 | ||
LIFE STORAGE INC | REIT USD.01 | 53223X107 | 4,095 | 44,037 | SH | SOLE | 44,037 | 0 | 0 | ||
ELI LILLY CO | COMMON STOCK | 532457108 | 8,626 | 74,539 | SH | SOLE | 74,539 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 533900106 | 2,322 | 29,451 | SH | SOLE | 29,451 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 804 | 15,667 | SH | SOLE | 15,667 | 0 | 0 | ||
LITTELFUSE INC | COMMON STOCK USD.01 | 537008104 | 499 | 2,912 | SH | SOLE | 2,912 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01 | 538034109 | 582 | 11,818 | SH | SOLE | 11,818 | 0 | 0 | ||
LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 53815P108 | 258 | 6,674 | SH | SOLE | 6,674 | 0 | 0 | ||
LOEWS CORP | COMMON STOCK USD.01 | 540424108 | 191 | 4,203 | SH | SOLE | 4,203 | 0 | 0 | ||
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 943 | 11,564 | SH | SOLE | 11,564 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 2,663 | 119,826 | SH | SOLE | 119,826 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 1,034 | 11,197 | SH | SOLE | 11,197 | 0 | 0 | ||
LOXO ONCOLOGY INC | COMMON STOCK USD.0001 | 548862101 | 674 | 4,814 | SH | SOLE | 4,814 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 55024U109 | 918 | 21,855 | SH | SOLE | 21,855 | 0 | 0 | ||
LUMINEX CORP | COMMON STOCK USD.001 | 55027E102 | 425 | 18,405 | SH | SOLE | 18,405 | 0 | 0 | ||
M T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 254 | 1,772 | SH | SOLE | 1,772 | 0 | 0 | ||
MB FINANCIAL INC | COMMON STOCK USD.01 | 55264U108 | 2,653 | 66,936 | SH | SOLE | 66,936 | 0 | 0 | ||
MDU RESOURCES GROUP INC | COMMON STOCK USD1.0 | 552690109 | 486 | 20,366 | SH | SOLE | 20,366 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 2,905 | 277,730 | SH | SOLE | 277,730 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 552953101 | 406 | 16,716 | SH | SOLE | 16,716 | 0 | 0 | ||
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1,640 | 62,097 | SH | SOLE | 62,097 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 604 | 28,729 | SH | SOLE | 28,729 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 1,526 | 23,614 | SH | SOLE | 23,614 | 0 | 0 | ||
MSA SAFETY INC | COMMON STOCK | 553498106 | 273 | 2,896 | SH | SOLE | 2,896 | 0 | 0 | ||
MSC INDUSTRIAL DIRECT CO A | COMMON STOCK USD.001 | 553530106 | 393 | 5,106 | SH | SOLE | 5,106 | 0 | 0 | ||
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 6,522 | 44,241 | SH | SOLE | 44,241 | 0 | 0 | ||
MACERICH CO/THE | REIT USD.01 | 554382101 | 50 | 1,144 | SH | SOLE | 1,144 | 0 | 0 | ||
MACK CALI REALTY CORP | REIT USD.01 | 554489104 | 159 | 8,137 | SH | SOLE | 8,137 | 0 | 0 | ||
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 154 | 5,170 | SH | SOLE | 5,170 | 0 | 0 | ||
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 868 | 20,485 | SH | SOLE | 20,485 | 0 | 0 | ||
MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 | 360 | 339,203 | SH | SOLE | 339,203 | 0 | 0 | ||
MANPOWERGROUP INC | COMMON STOCK USD.01 | 56418H100 | 417 | 6,433 | SH | SOLE | 6,433 | 0 | 0 | ||
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 302 | 21,041 | SH | SOLE | 21,041 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK USD.01 | 56585A102 | 15,589 | 264,178 | SH | SOLE | 264,178 | 0 | 0 | ||
MARCUS MILLICHAP INC | COMMON STOCK USD.0001 | 566324109 | 1,509 | 43,945 | SH | SOLE | 43,945 | 0 | 0 | ||
MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 57060D108 | 629 | 2,977 | SH | SOLE | 2,977 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 682 | 9,679 | SH | SOLE | 9,679 | 0 | 0 | ||
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 11,609 | 145,563 | SH | SOLE | 145,563 | 0 | 0 | ||
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 3,137 | 28,900 | SH | SOLE | 28,900 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 3,019 | 103,235 | SH | SOLE | 103,235 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 919 | 8,560 | SH | SOLE | 8,560 | 0 | 0 | ||
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 1,766 | 39,404 | SH | SOLE | 39,404 | 0 | 0 | ||
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 3,331 | 82,117 | SH | SOLE | 82,117 | 0 | 0 | ||
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 29,143 | 154,484 | SH | SOLE | 154,484 | 0 | 0 | ||
MATADOR RESOURCES CO | COMMON STOCK USD.01 | 576485205 | 152 | 9,783 | SH | SOLE | 9,783 | 0 | 0 | ||
MATERION CORP | COMMON STOCK | 576690101 | 589 | 13,082 | SH | SOLE | 13,082 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS | COMMON STOCK USD.001 | 57772K101 | 886 | 17,415 | SH | SOLE | 17,415 | 0 | 0 | ||
MAXIMUS INC | COMMON STOCK | 577933104 | 5,316 | 81,676 | SH | SOLE | 81,676 | 0 | 0 | ||
MCCORMICK CO NON VTG SHRS | COMMON STOCK | 579780206 | 265 | 1,902 | SH | SOLE | 1,902 | 0 | 0 | ||
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037703 | 1,356 | 207,269 | SH | SOLE | 207,269 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 10,865 | 61,187 | SH | SOLE | 61,187 | 0 | 0 | ||
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 1,238 | 11,204 | SH | SOLE | 11,204 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 5,923 | 368,327 | SH | SOLE | 368,327 | 0 | 0 | ||
MEDIFAST INC | COMMON STOCK USD.001 | 58470H101 | 341 | 2,725 | SH | SOLE | 2,725 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COMMON STOCK USD.01 | 58471A105 | 394 | 5,848 | SH | SOLE | 5,848 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 250 | 7,561 | SH | SOLE | 7,561 | 0 | 0 | ||
MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 58506Q109 | 518 | 9,781 | SH | SOLE | 9,781 | 0 | 0 | ||
MERCK CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 25,568 | 334,622 | SH | SOLE | 334,622 | 0 | 0 | ||
MERCURY GENERAL CORP | COMMON STOCK | 589400100 | 460 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
MEREDITH CORP | COMMON STOCK USD1.0 | 589433101 | 191 | 3,686 | SH | SOLE | 3,686 | 0 | 0 | ||
MERIDIAN BANCORP INC | COMMON STOCK | 58958U103 | 1,042 | 72,734 | SH | SOLE | 72,734 | 0 | 0 | ||
MERITAGE HOMES CORP | COMMON STOCK USD.01 | 59001A102 | 1,732 | 47,181 | SH | SOLE | 47,181 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 3,747 | 91,261 | SH | SOLE | 91,261 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 7,811 | 13,811 | SH | SOLE | 13,811 | 0 | 0 | ||
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 2,325 | 171,723 | SH | SOLE | 171,723 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 91,083 | 896,750 | SH | SOLE | 896,750 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 561 | 17,685 | SH | SOLE | 17,685 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 4,732 | 49,442 | SH | SOLE | 49,442 | 0 | 0 | ||
HERMAN MILLER INC | COMMON STOCK USD.2 | 600544100 | 165 | 5,456 | SH | SOLE | 5,456 | 0 | 0 | ||
MINDBODY INC CLASS A | COMMON STOCK USD.000004 | 60255W105 | 2,279 | 62,600 | SH | SOLE | 62,600 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 589 | 11,466 | SH | SOLE | 11,466 | 0 | 0 | ||
MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 608190104 | 209 | 1,791 | SH | SOLE | 1,791 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 961 | 8,269 | SH | SOLE | 8,269 | 0 | 0 | ||
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 2,822 | 50,254 | SH | SOLE | 50,254 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 12,423 | 310,344 | SH | SOLE | 310,344 | 0 | 0 | ||
MONMOUTH REAL ESTATE INV COR | REIT USD.01 | 609720107 | 1,327 | 107,010 | SH | SOLE | 107,010 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 351 | 22,627 | SH | SOLE | 22,627 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 340 | 6,910 | SH | SOLE | 6,910 | 0 | 0 | ||
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 4,673 | 33,372 | SH | SOLE | 33,372 | 0 | 0 | ||
MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 | 2,122 | 27,382 | SH | SOLE | 27,382 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 7,705 | 194,323 | SH | SOLE | 194,323 | 0 | 0 | ||
MORNINGSTAR INC | COMMON STOCK | 617700109 | 483 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 163 | 5,575 | SH | SOLE | 5,575 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 190 | 1,654 | SH | SOLE | 1,654 | 0 | 0 | ||
MR COOPER GROUP INC | COMMON STOCK USD.01 | 62482R107 | 611 | 52,315 | SH | SOLE | 52,315 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 864 | 36,941 | SH | SOLE | 36,941 | 0 | 0 | ||
MURPHY USA INC | COMMON STOCK | 626755102 | 167 | 2,175 | SH | SOLE | 2,175 | 0 | 0 | ||
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 752 | 25,865 | SH | SOLE | 25,865 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 262 | 36,205 | SH | SOLE | 36,205 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 278 | 12,026 | SH | SOLE | 12,026 | 0 | 0 | ||
NIC INC | COMMON STOCK | 62914B100 | 983 | 78,740 | SH | SOLE | 78,740 | 0 | 0 | ||
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 241 | 6,084 | SH | SOLE | 6,084 | 0 | 0 | ||
NVR INC | COMMON STOCK USD.01 | 62944T105 | 670 | 275 | SH | SOLE | 275 | 0 | 0 | ||
NANOMETRICS INC | COMMON STOCK | 630077105 | 1,683 | 61,572 | SH | SOLE | 61,572 | 0 | 0 | ||
NATIONAL BANK HOLD CL A | COMMON STOCK | 633707104 | 1,171 | 37,932 | SH | SOLE | 37,932 | 0 | 0 | ||
NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 635017106 | 718 | 10,003 | SH | SOLE | 10,003 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 392 | 7,669 | SH | SOLE | 7,669 | 0 | 0 | ||
NATL HEALTH INVESTORS INC | REIT USD.01 | 63633D104 | 1,865 | 24,689 | SH | SOLE | 24,689 | 0 | 0 | ||
NATIONAL INSTRUMENTS CORP | COMMON STOCK USD.01 | 636518102 | 547 | 12,064 | SH | SOLE | 12,064 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 2,853 | 58,818 | SH | SOLE | 58,818 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 1,642 | 62,046 | SH | SOLE | 62,046 | 0 | 0 | ||
NATURAL GAS SERVICES GROUP | COMMON STOCK USD.01 | 63886Q109 | 406 | 24,726 | SH | SOLE | 24,726 | 0 | 0 | ||
NAVIGATORS GROUP INC | COMMON STOCK USD.1 | 638904102 | 2,265 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
NAUTILUS INC | COMMON STOCK | 63910B102 | 394 | 36,114 | SH | SOLE | 36,114 | 0 | 0 | ||
NAVIENT CORP | COMMON STOCK USD.01 | 63938C108 | 142 | 16,080 | SH | SOLE | 16,080 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 4,755 | 79,685 | SH | SOLE | 79,685 | 0 | 0 | ||
NETFLIX INC | COMMON STOCK USD.001 | 64110L106 | 10,716 | 40,034 | SH | SOLE | 40,034 | 0 | 0 | ||
NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 64115T104 | 184 | 7,799 | SH | SOLE | 7,799 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 64125C109 | 250 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
NEW JERSEY RESOURCES CORP | COMMON STOCK USD2.5 | 646025106 | 318 | 6,966 | SH | SOLE | 6,966 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 3,653 | 257,100 | SH | SOLE | 257,100 | 0 | 0 | ||
NEW RELIC INC | COMMON STOCK USD.001 | 64829B100 | 1,387 | 17,131 | SH | SOLE | 17,131 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 162 | 8,704 | SH | SOLE | 8,704 | 0 | 0 | ||
NEWFIELD EXPLORATION CO | COMMON STOCK USD.01 | 651290108 | 141 | 9,624 | SH | SOLE | 9,624 | 0 | 0 | ||
NEWMARKET CORP | COMMON STOCK | 651587107 | 1,235 | 2,997 | SH | SOLE | 2,997 | 0 | 0 | ||
NEWMONT MINING CORP | COMMON STOCK USD1.6 | 651639106 | 293 | 8,468 | SH | SOLE | 8,468 | 0 | 0 | ||
NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 | 1,529 | 134,749 | SH | SOLE | 134,749 | 0 | 0 | ||
NEWS CORP CLASS B | COMMON STOCK | 65249B208 | 1,071 | 92,769 | SH | SOLE | 92,769 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC CL A | COMMON STOCK USD.01 | 65336K103 | 3,586 | 45,600 | SH | SOLE | 45,600 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 3,191 | 18,360 | SH | SOLE | 18,360 | 0 | 0 | ||
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 692 | 19,757 | SH | SOLE | 19,757 | 0 | 0 | ||
NEXEO SOLUTIONS INC | COMMON STOCK | 65342H102 | 1,337 | 155,677 | SH | SOLE | 155,677 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK | 654106103 | 6,514 | 87,866 | SH | SOLE | 87,866 | 0 | 0 | ||
NISOURCE INC | COMMON STOCK USD.01 | 65473P105 | 192 | 7,581 | SH | SOLE | 7,581 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK USD.01 | 655044105 | 409 | 21,821 | SH | SOLE | 21,821 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 3,800 | 31,842 | SH | SOLE | 31,842 | 0 | 0 | ||
NORDSTROM INC | COMMON STOCK | 655664100 | 73 | 1,568 | SH | SOLE | 1,568 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 2,644 | 17,684 | SH | SOLE | 17,684 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 1,037 | 12,408 | SH | SOLE | 12,408 | 0 | 0 | ||
NORTHWEST NATURAL HOLDING CO | COMMON STOCK | 66765N105 | 882 | 14,580 | SH | SOLE | 14,580 | 0 | 0 | ||
NORTHWESTERN CORP | COMMON STOCK USD.01 | 668074305 | 288 | 4,843 | SH | SOLE | 4,843 | 0 | 0 | ||
NOW INC | COMMON STOCK USD.01 | 67011P100 | 156 | 13,367 | SH | SOLE | 13,367 | 0 | 0 | ||
NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 67018T105 | 281 | 4,578 | SH | SOLE | 4,578 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 244 | 4,704 | SH | SOLE | 4,704 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 6,506 | 48,737 | SH | SOLE | 48,737 | 0 | 0 | ||
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 237 | 4,773 | SH | SOLE | 4,773 | 0 | 0 | ||
NXSTAGE MEDICAL INC | COMMON STOCK USD.001 | 67072V103 | 1,022 | 35,700 | SH | SOLE | 35,700 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 2,610 | 66,588 | SH | SOLE | 66,588 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 9,081 | 26,374 | SH | SOLE | 26,374 | 0 | 0 | ||
OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 | 635 | 38,571 | SH | SOLE | 38,571 | 0 | 0 | ||
OASIS PETROLEUM INC | COMMON STOCK USD.01 | 674215108 | 127 | 22,952 | SH | SOLE | 22,952 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 1,836 | 29,918 | SH | SOLE | 29,918 | 0 | 0 | ||
OCEANEERING INTL INC | COMMON STOCK USD.25 | 675232102 | 193 | 15,951 | SH | SOLE | 15,951 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 4,771 | 38,637 | SH | SOLE | 38,637 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 | 812 | 39,493 | SH | SOLE | 39,493 | 0 | 0 | ||
OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 680277100 | 603 | 46,380 | SH | SOLE | 46,380 | 0 | 0 | ||
OLIN CORP | COMMON STOCK USD1.0 | 680665205 | 364 | 18,114 | SH | SOLE | 18,114 | 0 | 0 | ||
OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 681116109 | 293 | 4,406 | SH | SOLE | 4,406 | 0 | 0 | ||
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 2,054 | 28,048 | SH | SOLE | 28,048 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 921 | 26,208 | SH | SOLE | 26,208 | 0 | 0 | ||
OMNOVA SOLUTIONS INC | COMMON STOCK USD.1 | 682129101 | 493 | 67,302 | SH | SOLE | 67,302 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 3,021 | 37,955 | SH | SOLE | 37,955 | 0 | 0 | ||
ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 682406103 | 656 | 27,067 | SH | SOLE | 27,067 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 11,008 | 243,814 | SH | SOLE | 243,814 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 643 | 55,011 | SH | SOLE | 55,011 | 0 | 0 | ||
OSHKOSH CORP | COMMON STOCK USD.01 | 688239201 | 2,213 | 36,096 | SH | SOLE | 36,096 | 0 | 0 | ||
OWENS MINOR INC | COMMON STOCK USD2.0 | 690732102 | 434 | 68,624 | SH | SOLE | 68,624 | 0 | 0 | ||
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 267 | 15,516 | SH | SOLE | 15,516 | 0 | 0 | ||
PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 69318G106 | 1,346 | 41,199 | SH | SOLE | 41,199 | 0 | 0 | ||
PDL BIOPHARMA INC | COMMON STOCK USD.01 | 69329Y104 | 579 | 199,548 | SH | SOLE | 199,548 | 0 | 0 | ||
P G E CORP | COMMON STOCK | 69331C108 | 378 | 15,920 | SH | SOLE | 15,920 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 836 | 7,155 | SH | SOLE | 7,155 | 0 | 0 | ||
PNM RESOURCES INC | COMMON STOCK | 69349H107 | 917 | 22,323 | SH | SOLE | 22,323 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 7,430 | 72,675 | SH | SOLE | 72,675 | 0 | 0 | ||
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 350 | 12,339 | SH | SOLE | 12,339 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 491 | 5,344 | SH | SOLE | 5,344 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 5,344 | 40,794 | SH | SOLE | 40,794 | 0 | 0 | ||
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 121 | 1,303 | SH | SOLE | 1,303 | 0 | 0 | ||
PTC THERAPEUTICS INC | COMMON STOCK USD.001 | 69366J200 | 403 | 11,741 | SH | SOLE | 11,741 | 0 | 0 | ||
PTC INC | COMMON STOCK USD.01 | 69370C100 | 1,329 | 16,031 | SH | SOLE | 16,031 | 0 | 0 | ||
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 5,115 | 89,525 | SH | SOLE | 89,525 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 8,352 | 100,069 | SH | SOLE | 100,069 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 1,398 | 42,022 | SH | SOLE | 42,022 | 0 | 0 | ||
PAMPA ENERGIA SA SPON ADR | ADR | 697660207 | 1,250 | 39,292 | SH | SOLE | 39,292 | 0 | 0 | ||
PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 698813102 | 105 | 2,632 | SH | SOLE | 2,632 | 0 | 0 | ||
PARK NATIONAL CORP | COMMON STOCK | 700658107 | 407 | 4,790 | SH | SOLE | 4,790 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 10,752 | 72,093 | SH | SOLE | 72,093 | 0 | 0 | ||
PARSLEY ENERGY INC CLASS A | COMMON STOCK USD.01 | 701877102 | 179 | 11,220 | SH | SOLE | 11,220 | 0 | 0 | ||
PATTERSON COS INC | COMMON STOCK USD.01 | 703395103 | 188 | 9,544 | SH | SOLE | 9,544 | 0 | 0 | ||
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 607 | 9,310 | SH | SOLE | 9,310 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 2,773 | 32,979 | SH | SOLE | 32,979 | 0 | 0 | ||
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 4,024 | 132,006 | SH | SOLE | 132,006 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 345 | 12,195 | SH | SOLE | 12,195 | 0 | 0 | ||
PENN NATIONAL GAMING INC | COMMON STOCK USD.01 | 707569109 | 202 | 10,707 | SH | SOLE | 10,707 | 0 | 0 | ||
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 111 | 106,700 | SH | SOLE | 106,700 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 12,973 | 117,423 | SH | SOLE | 117,423 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 | 1,660 | 51,456 | SH | SOLE | 51,456 | 0 | 0 | ||
PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 | 413 | 5,258 | SH | SOLE | 5,258 | 0 | 0 | ||
PERSPECTA INC | COMMON STOCK USD.01 | 715347100 | 196 | 11,410 | SH | SOLE | 11,410 | 0 | 0 | ||
PETMED EXPRESS INC | COMMON STOCK USD.001 | 716382106 | 719 | 30,904 | SH | SOLE | 30,904 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 5,950 | 136,313 | SH | SOLE | 136,313 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 71742Q106 | 520 | 16,182 | SH | SOLE | 16,182 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 4,363 | 65,360 | SH | SOLE | 65,360 | 0 | 0 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 5,403 | 62,721 | SH | SOLE | 62,721 | 0 | 0 | ||
PHYSICIANS REALTY TRUST | REIT USD.01 | 71943U104 | 1,884 | 117,513 | SH | SOLE | 117,513 | 0 | 0 | ||
PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 72346Q104 | 394 | 8,552 | SH | SOLE | 8,552 | 0 | 0 | ||
PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 | 218 | 2,558 | SH | SOLE | 2,558 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01 | 723787107 | 1,716 | 13,051 | SH | SOLE | 13,051 | 0 | 0 | ||
PITNEY BOWES INC | COMMON STOCK USD1.0 | 724479100 | 116 | 19,618 | SH | SOLE | 19,618 | 0 | 0 | ||
PLANTRONICS INC | COMMON STOCK USD.01 | 727493108 | 166 | 5,012 | SH | SOLE | 5,012 | 0 | 0 | ||
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 970 | 33,916 | SH | SOLE | 33,916 | 0 | 0 | ||
POOL CORP | COMMON STOCK USD.001 | 73278L105 | 439 | 2,956 | SH | SOLE | 2,956 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 1,079 | 22,853 | SH | SOLE | 22,853 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 759 | 8,515 | SH | SOLE | 8,515 | 0 | 0 | ||
POTLATCHDELTIC CORP | REIT USD1.0 | 737630103 | 239 | 7,547 | SH | SOLE | 7,547 | 0 | 0 | ||
PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 74112D101 | 2,117 | 68,555 | SH | SOLE | 68,555 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 211 | 2,285 | SH | SOLE | 2,285 | 0 | 0 | ||
PRIMERICA INC | COMMON STOCK | 74164M108 | 3,400 | 34,792 | SH | SOLE | 34,792 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 1,123 | 25,419 | SH | SOLE | 25,419 | 0 | 0 | ||
PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 | 17,104 | 186,079 | SH | SOLE | 186,079 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 1,630 | 45,924 | SH | SOLE | 45,924 | 0 | 0 | ||
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 5,973 | 99,010 | SH | SOLE | 99,010 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 8,461 | 144,088 | SH | SOLE | 144,088 | 0 | 0 | ||
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 2,250 | 26,851 | SH | SOLE | 26,851 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 743606105 | 347 | 5,573 | SH | SOLE | 5,573 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 11,420 | 140,042 | SH | SOLE | 140,042 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 364 | 6,986 | SH | SOLE | 6,986 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 7,373 | 36,428 | SH | SOLE | 36,428 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 8,645 | 332,615 | SH | SOLE | 332,615 | 0 | 0 | ||
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 307 | 54,485 | SH | SOLE | 54,485 | 0 | 0 | ||
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 177 | 2,917 | SH | SOLE | 2,917 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 2,019 | 35,475 | SH | SOLE | 35,475 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 2,541 | 33,999 | SH | SOLE | 33,999 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 525 | 17,449 | SH | SOLE | 17,449 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 145 | 1,741 | SH | SOLE | 1,741 | 0 | 0 | ||
QUIDEL CORP | COMMON STOCK USD.001 | 74838J101 | 344 | 7,045 | SH | SOLE | 7,045 | 0 | 0 | ||
RH | COMMON STOCK USD.0001 | 74967X103 | 421 | 3,514 | SH | SOLE | 3,514 | 0 | 0 | ||
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 626 | 10,654 | SH | SOLE | 10,654 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 5,276 | 322,517 | SH | SOLE | 322,517 | 0 | 0 | ||
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 1,282 | 12,389 | SH | SOLE | 12,389 | 0 | 0 | ||
RANGE RESOURCES CORP | COMMON STOCK USD.01 | 75281A109 | 178 | 18,577 | SH | SOLE | 18,577 | 0 | 0 | ||
RAPID7 INC | COMMON STOCK USD.01 | 753422104 | 684 | 21,958 | SH | SOLE | 21,958 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 473 | 6,357 | SH | SOLE | 6,357 | 0 | 0 | ||
RAYONIER INC | REIT | 754907103 | 1,518 | 54,817 | SH | SOLE | 54,817 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 6,860 | 44,733 | SH | SOLE | 44,733 | 0 | 0 | ||
REALOGY HOLDINGS CORP | COMMON STOCK USD.01 | 75605Y106 | 189 | 12,858 | SH | SOLE | 12,858 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 4,090 | 64,886 | SH | SOLE | 64,886 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 3,601 | 20,501 | SH | SOLE | 20,501 | 0 | 0 | ||
REGAL BELOIT CORP | COMMON STOCK USD.01 | 758750103 | 232 | 3,314 | SH | SOLE | 3,314 | 0 | 0 | ||
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 4,034 | 68,751 | SH | SOLE | 68,751 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 | 490 | 1,311 | SH | SOLE | 1,311 | 0 | 0 | ||
REGENXBIO INC | COMMON STOCK USD.0001 | 75901B107 | 755 | 18,003 | SH | SOLE | 18,003 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 2,290 | 171,149 | SH | SOLE | 171,149 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 759351604 | 683 | 4,873 | SH | SOLE | 4,873 | 0 | 0 | ||
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 4,895 | 68,781 | SH | SOLE | 68,781 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COMMON STOCK USD.0001 | 75972A301 | 399 | 15,525 | SH | SOLE | 15,525 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 3,357 | 46,560 | SH | SOLE | 46,560 | 0 | 0 | ||
RESMED INC | COMMON STOCK USD.004 | 761152107 | 3,297 | 28,953 | SH | SOLE | 28,953 | 0 | 0 | ||
RESIDEO TECHNOLOGIES INC | COMMON STOCK USD.001 | 76118Y104 | 295 | 14,363 | SH | SOLE | 14,363 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 1,246 | 78,447 | SH | SOLE | 78,447 | 0 | 0 | ||
RETAIL PROPERTIES OF AME A | REIT USD.001 | 76131V202 | 769 | 70,844 | SH | SOLE | 70,844 | 0 | 0 | ||
REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 76169C100 | 934 | 31,684 | SH | SOLE | 31,684 | 0 | 0 | ||
RITE AID CORP | COMMON STOCK USD1.0 | 767754104 | 165 | 232,337 | SH | SOLE | 232,337 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 2,933 | 51,280 | SH | SOLE | 51,280 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 2,072 | 13,771 | SH | SOLE | 13,771 | 0 | 0 | ||
ROLLINS INC | COMMON STOCK USD1.0 | 775711104 | 794 | 21,994 | SH | SOLE | 21,994 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 5,079 | 19,058 | SH | SOLE | 19,058 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 5,676 | 68,218 | SH | SOLE | 68,218 | 0 | 0 | ||
ROYAL GOLD INC | COMMON STOCK USD.01 | 780287108 | 503 | 5,878 | SH | SOLE | 5,878 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 1,550 | 75,738 | SH | SOLE | 75,738 | 0 | 0 | ||
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 1,183 | 52,033 | SH | SOLE | 52,033 | 0 | 0 | ||
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 504 | 79,488 | SH | SOLE | 79,488 | 0 | 0 | ||
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 1,297 | 19,453 | SH | SOLE | 19,453 | 0 | 0 | ||
S P GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 5,972 | 35,141 | SH | SOLE | 35,141 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 | 267 | 1,647 | SH | SOLE | 1,647 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 1,735 | 37,560 | SH | SOLE | 37,560 | 0 | 0 | ||
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 3,183 | 40,252 | SH | SOLE | 40,252 | 0 | 0 | ||
SLM CORP | COMMON STOCK USD.2 | 78442P106 | 299 | 36,035 | SH | SOLE | 36,035 | 0 | 0 | ||
SM ENERGY CO | COMMON STOCK USD.01 | 78454L100 | 135 | 8,749 | SH | SOLE | 8,749 | 0 | 0 | ||
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 1,529 | 18,558 | SH | SOLE | 18,558 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 219 | 13,318 | SH | SOLE | 13,318 | 0 | 0 | ||
SABRE CORP | COMMON STOCK USD.01 | 78573M104 | 460 | 21,237 | SH | SOLE | 21,237 | 0 | 0 | ||
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X873 | 1,091 | 583,314 | SH | SOLE | 583,314 | 0 | 0 | ||
SAILPOINT TECHNOLOGIES HOLDI | COMMON STOCK USD.0001 | 78781P105 | 365 | 15,532 | SH | SOLE | 15,532 | 0 | 0 | ||
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 10,499 | 76,649 | SH | SOLE | 76,649 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 132 | 7,764 | SH | SOLE | 7,764 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 644 | 84,603 | SH | SOLE | 84,603 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 574 | 5,264 | SH | SOLE | 5,264 | 0 | 0 | ||
SCANA CORP | COMMON STOCK | 80589M102 | 233 | 4,877 | SH | SOLE | 4,877 | 0 | 0 | ||
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 154 | 1,966 | SH | SOLE | 1,966 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 9,296 | 257,653 | SH | SOLE | 257,653 | 0 | 0 | ||
SCHNITZER STEEL INDS INC A | COMMON STOCK USD1.0 | 806882106 | 542 | 25,166 | SH | SOLE | 25,166 | 0 | 0 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 775 | 18,656 | SH | SOLE | 18,656 | 0 | 0 | ||
SCIENCE APPLICATIONS INTE | COMMON STOCK USD.0001 | 808625107 | 737 | 11,577 | SH | SOLE | 11,577 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | COMMON STOCK USD.001 | 80874P109 | 155 | 8,675 | SH | SOLE | 8,675 | 0 | 0 | ||
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 243 | 6,987 | SH | SOLE | 6,987 | 0 | 0 | ||
MATERIALS SELECT SECTOR SPDR F | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 12,846 | 254,283 | SH | SOLE | 254,283 | 0 | 0 | ||
SECUREWORKS CORP A | COMMON STOCK USD.01 | 81374A105 | 605 | 35,841 | SH | SOLE | 35,841 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,115 | 10,302 | SH | SOLE | 10,302 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 225 | 19,175 | SH | SOLE | 19,175 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 114 | 2,040 | SH | SOLE | 2,040 | 0 | 0 | ||
SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 | 4,412 | 109,583 | SH | SOLE | 109,583 | 0 | 0 | ||
SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 | 748 | 4,199 | SH | SOLE | 4,199 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 82312B106 | 497 | 11,232 | SH | SOLE | 11,232 | 0 | 0 | ||
SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 | 7,150 | 18,172 | SH | SOLE | 18,172 | 0 | 0 | ||
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 459 | 13,688 | SH | SOLE | 13,688 | 0 | 0 | ||
SHORE BANCSHARES INC | COMMON STOCK USD.01 | 825107105 | 406 | 27,903 | SH | SOLE | 27,903 | 0 | 0 | ||
SHUTTERFLY INC | COMMON STOCK USD.0001 | 82568P304 | 633 | 15,731 | SH | SOLE | 15,731 | 0 | 0 | ||
SIGNATURE BANK | COMMON STOCK USD.01 | 82669G104 | 512 | 4,978 | SH | SOLE | 4,978 | 0 | 0 | ||
SILICON LABORATORIES INC | COMMON STOCK USD.0001 | 826919102 | 512 | 6,495 | SH | SOLE | 6,495 | 0 | 0 | ||
SILGAN HOLDINGS INC | COMMON STOCK USD.01 | 827048109 | 138 | 5,834 | SH | SOLE | 5,834 | 0 | 0 | ||
SILVERBOW RESOURCES INC | COMMON STOCK | 82836G102 | 385 | 16,279 | SH | SOLE | 16,279 | 0 | 0 | ||
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 1,070 | 44,336 | SH | SOLE | 44,336 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 11,896 | 70,813 | SH | SOLE | 70,813 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 340 | 12,926 | SH | SOLE | 12,926 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 716 | 10,685 | SH | SOLE | 10,685 | 0 | 0 | ||
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 6,010 | 140,756 | SH | SOLE | 140,756 | 0 | 0 | ||
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 916 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 4,109 | 28,280 | SH | SOLE | 28,280 | 0 | 0 | ||
SONOCO PRODUCTS CO | COMMON STOCK | 835495102 | 1,246 | 23,460 | SH | SOLE | 23,460 | 0 | 0 | ||
SOTHEBY S | COMMON STOCK USD.01 | 835898107 | 164 | 4,118 | SH | SOLE | 4,118 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 2,133 | 48,565 | SH | SOLE | 48,565 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 306 | 6,577 | SH | SOLE | 6,577 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COMMON STOCK USD1.0 | 844895102 | 349 | 4,565 | SH | SOLE | 4,565 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COMMON STOCK USD.01 | 845467109 | 512 | 150,085 | SH | SOLE | 150,085 | 0 | 0 | ||
SPECTRUM PHARMACEUTICALS INC | COMMON STOCK USD.001 | 84763A108 | 279 | 31,874 | SH | SOLE | 31,874 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 5,373 | 74,525 | SH | SOLE | 74,525 | 0 | 0 | ||
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 595 | 5,671 | SH | SOLE | 5,671 | 0 | 0 | ||
SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 85208M102 | 239 | 10,174 | SH | SOLE | 10,174 | 0 | 0 | ||
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 672 | 4,318 | SH | SOLE | 4,318 | 0 | 0 | ||
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 750 | 6,263 | SH | SOLE | 6,263 | 0 | 0 | ||
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 2,303 | 35,756 | SH | SOLE | 35,756 | 0 | 0 | ||
STATE BANK FINANCIAL CORP | COMMON STOCK USD.01 | 856190103 | 1,414 | 65,500 | SH | SOLE | 65,500 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 327 | 5,181 | SH | SOLE | 5,181 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 5,936 | 197,600 | SH | SOLE | 197,600 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 1,884 | 45,500 | SH | SOLE | 45,500 | 0 | 0 | ||
STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 | 278 | 6,723 | SH | SOLE | 6,723 | 0 | 0 | ||
STONERIDGE INC | COMMON STOCK | 86183P102 | 703 | 28,503 | SH | SOLE | 28,503 | 0 | 0 | ||
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 1,223 | 43,202 | SH | SOLE | 43,202 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 1,883 | 12,013 | SH | SOLE | 12,013 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 323 | 33,233 | SH | SOLE | 33,233 | 0 | 0 | ||
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 2,524 | 24,814 | SH | SOLE | 24,814 | 0 | 0 | ||
SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 86722A103 | 1,216 | 142,238 | SH | SOLE | 142,238 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 2,608 | 51,698 | SH | SOLE | 51,698 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1,252 | 37,694 | SH | SOLE | 37,694 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 182 | 9,642 | SH | SOLE | 9,642 | 0 | 0 | ||
SYNAPTICS INC | COMMON STOCK USD.001 | 87157D109 | 151 | 4,051 | SH | SOLE | 4,051 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 790 | 9,373 | SH | SOLE | 9,373 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 87161C501 | 816 | 25,493 | SH | SOLE | 25,493 | 0 | 0 | ||
SYNNEX CORP | COMMON STOCK USD.001 | 87162W100 | 2,025 | 25,044 | SH | SOLE | 25,044 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 3,113 | 132,698 | SH | SOLE | 132,698 | 0 | 0 | ||
SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 | 618 | 15,717 | SH | SOLE | 15,717 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 381 | 6,078 | SH | SOLE | 6,078 | 0 | 0 | ||
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 1,722 | 88,344 | SH | SOLE | 88,344 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 14,825 | 331,369 | SH | SOLE | 331,369 | 0 | 0 | ||
T MOBILE US INC | COMMON STOCK USD.0001 | 872590104 | 2,518 | 39,592 | SH | SOLE | 39,592 | 0 | 0 | ||
TRI POINTE GROUP INC | COMMON STOCK USD.01 | 87265H109 | 98 | 8,933 | SH | SOLE | 8,933 | 0 | 0 | ||
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 748 | 6,236 | SH | SOLE | 6,236 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 21,803 | 590,696 | SH | SOLE | 590,696 | 0 | 0 | ||
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 1,221 | 60,373 | SH | SOLE | 60,373 | 0 | 0 | ||
TAPESTRY INC | COMMON STOCK USD.01 | 876030107 | 158 | 4,687 | SH | SOLE | 4,687 | 0 | 0 | ||
TARENA INTERNATIONAL INC ADR | ADR USD.001 | 876108101 | 51 | 8,046 | SH | SOLE | 8,046 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 1,551 | 23,470 | SH | SOLE | 23,470 | 0 | 0 | ||
TAUBMAN CENTERS INC | REIT USD.01 | 876664103 | 1,371 | 30,139 | SH | SOLE | 30,139 | 0 | 0 | ||
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 526 | 6,431 | SH | SOLE | 6,431 | 0 | 0 | ||
TEGNA INC | COMMON STOCK USD1.0 | 87901J105 | 196 | 18,007 | SH | SOLE | 18,007 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 | 2,845 | 13,741 | SH | SOLE | 13,741 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 1,498 | 5,794 | SH | SOLE | 5,794 | 0 | 0 | ||
TELEPHONE AND DATA SYSTEMS | COMMON STOCK USD.01 | 879433829 | 209 | 6,416 | SH | SOLE | 6,416 | 0 | 0 | ||
TEMPUR SEALY INTERNATIONAL I | COMMON STOCK USD.01 | 88023U101 | 199 | 4,805 | SH | SOLE | 4,805 | 0 | 0 | ||
TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 88033G407 | 431 | 25,129 | SH | SOLE | 25,129 | 0 | 0 | ||
TENNECO INC CLASS A | COMMON STOCK USD.01 | 880349105 | 1,142 | 41,707 | SH | SOLE | 41,707 | 0 | 0 | ||
TERADATA CORP | COMMON STOCK USD.01 | 88076W103 | 377 | 9,835 | SH | SOLE | 9,835 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 551 | 17,559 | SH | SOLE | 17,559 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 9,399 | 346,813 | SH | SOLE | 346,813 | 0 | 0 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 2,492 | 70,860 | SH | SOLE | 70,860 | 0 | 0 | ||
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 593 | 11,460 | SH | SOLE | 11,460 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 16,317 | 172,668 | SH | SOLE | 172,668 | 0 | 0 | ||
TEXAS ROADHOUSE INC | COMMON STOCK USD.001 | 882681109 | 296 | 4,960 | SH | SOLE | 4,960 | 0 | 0 | ||
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 338 | 7,350 | SH | SOLE | 7,350 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 6,607 | 29,521 | SH | SOLE | 29,521 | 0 | 0 | ||
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 885 | 17,027 | SH | SOLE | 17,027 | 0 | 0 | ||
3M CO | COMMON STOCK USD.01 | 88579Y101 | 1,794 | 9,413 | SH | SOLE | 9,413 | 0 | 0 | ||
TIFFANY CO | COMMON STOCK USD.01 | 886547108 | 156 | 1,943 | SH | SOLE | 1,943 | 0 | 0 | ||
TIMKEN CO | COMMON STOCK | 887389104 | 1,808 | 48,449 | SH | SOLE | 48,449 | 0 | 0 | ||
TITAN MACHINERY INC | COMMON STOCK USD.00001 | 88830R101 | 326 | 24,796 | SH | SOLE | 24,796 | 0 | 0 | ||
TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 | 3,373 | 102,415 | SH | SOLE | 102,415 | 0 | 0 | ||
TORO CO | COMMON STOCK USD1.0 | 891092108 | 565 | 10,116 | SH | SOLE | 10,116 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 96 | 1,185 | SH | SOLE | 1,185 | 0 | 0 | ||
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 157 | 1,882 | SH | SOLE | 1,882 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 10,854 | 31,918 | SH | SOLE | 31,918 | 0 | 0 | ||
TRANSMONTAIGNE PARTNERS LP | MLP | 89376V100 | 4,444 | 109,500 | SH | SOLE | 109,500 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 495 | 4,131 | SH | SOLE | 4,131 | 0 | 0 | ||
TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 89469A104 | 363 | 7,160 | SH | SOLE | 7,160 | 0 | 0 | ||
TRIBUNE MEDIA CO A | COMMON STOCK | 896047503 | 1,434 | 31,600 | SH | SOLE | 31,600 | 0 | 0 | ||
TRINET GROUP INC | COMMON STOCK USD.000025 | 896288107 | 946 | 22,540 | SH | SOLE | 22,540 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 68 | 1,253 | SH | SOLE | 1,253 | 0 | 0 | ||
TRUSTMARK CORP | COMMON STOCK | 898402102 | 94 | 3,296 | SH | SOLE | 3,296 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COMMON STOCK USD.01 | 899896104 | 182 | 5,764 | SH | SOLE | 5,764 | 0 | 0 | ||
TWENTY FIRST CENTURY FOX A | COMMON STOCK USD.01 | 90130A101 | 9,295 | 193,159 | SH | SOLE | 193,159 | 0 | 0 | ||
TWENTY FIRST CENTURY FOX B | COMMON STOCK USD.01 | 90130A200 | 107 | 2,233 | SH | SOLE | 2,233 | 0 | 0 | ||
TWITTER INC | COMMON STOCK USD.000005 | 90184L102 | 499 | 17,350 | SH | SOLE | 17,350 | 0 | 0 | ||
II VI INC | COMMON STOCK | 902104108 | 487 | 14,994 | SH | SOLE | 14,994 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | COMMON STOCK USD.01 | 902252105 | 647 | 3,481 | SH | SOLE | 3,481 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 1,549 | 29,002 | SH | SOLE | 29,002 | 0 | 0 | ||
UDR INC | REIT USD.01 | 902653104 | 1,741 | 43,930 | SH | SOLE | 43,930 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 4,662 | 87,377 | SH | SOLE | 87,377 | 0 | 0 | ||
UMB FINANCIAL CORP | COMMON STOCK USD1.0 | 902788108 | 214 | 3,516 | SH | SOLE | 3,516 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 4,285 | 93,768 | SH | SOLE | 93,768 | 0 | 0 | ||
USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 90328M107 | 3,175 | 26,970 | SH | SOLE | 26,970 | 0 | 0 | ||
USG CORP | COMMON STOCK USD.1 | 903293405 | 2,986 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 12,149 | 344,368 | SH | SOLE | 344,368 | 0 | 0 | ||
ULTA BEAUTY INC | COMMON STOCK USD.01 | 90384S303 | 244 | 997 | SH | SOLE | 997 | 0 | 0 | ||
ULTIMATE SOFTWARE GROUP INC | COMMON STOCK USD.01 | 90385D107 | 671 | 2,741 | SH | SOLE | 2,741 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 509 | 32,009 | SH | SOLE | 32,009 | 0 | 0 | ||
UNDER ARMOUR INC CLASS A | COMMON STOCK USD.000333 | 904311107 | 123 | 6,943 | SH | SOLE | 6,943 | 0 | 0 | ||
UNIFIRST CORP/MA | COMMON STOCK USD.1 | 904708104 | 1,579 | 11,036 | SH | SOLE | 11,036 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 2,917 | 21,105 | SH | SOLE | 21,105 | 0 | 0 | ||
UNITED BANKSHARES INC | COMMON STOCK USD2.5 | 909907107 | 272 | 8,735 | SH | SOLE | 8,735 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS | COMMON STOCK USD.01 | 910047109 | 1,168 | 13,948 | SH | SOLE | 13,948 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 228 | 2,223 | SH | SOLE | 2,223 | 0 | 0 | ||
US FOODS HOLDING CORP | COMMON STOCK USD.01 | 912008109 | 3,210 | 101,444 | SH | SOLE | 101,444 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 18,129 | 170,253 | SH | SOLE | 170,253 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 783 | 7,186 | SH | SOLE | 7,186 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 39,645 | 159,139 | SH | SOLE | 159,139 | 0 | 0 | ||
UNITI GROUP INC | REIT USD.0001 | 91325V108 | 228 | 14,616 | SH | SOLE | 14,616 | 0 | 0 | ||
UNITIL CORP | COMMON STOCK | 913259107 | 852 | 16,834 | SH | SOLE | 16,834 | 0 | 0 | ||
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 4,477 | 252,390 | SH | SOLE | 252,390 | 0 | 0 | ||
UNIVERSAL INSURANCE HOLDINGS | COMMON STOCK USD.01 | 91359V107 | 459 | 12,106 | SH | SOLE | 12,106 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 2,071 | 17,771 | SH | SOLE | 17,771 | 0 | 0 | ||
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 977 | 33,250 | SH | SOLE | 33,250 | 0 | 0 | ||
URBAN EDGE PROPERTIES | REIT USD.01 | 91704F104 | 178 | 10,680 | SH | SOLE | 10,680 | 0 | 0 | ||
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 226 | 6,817 | SH | SOLE | 6,817 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 1,567 | 81,542 | SH | SOLE | 81,542 | 0 | 0 | ||
VF CORP | COMMON STOCK | 918204108 | 1,010 | 14,159 | SH | SOLE | 14,159 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 2,337 | 31,166 | SH | SOLE | 31,166 | 0 | 0 | ||
VALERO ENERGY PARTNERS LP | MLP | 91914J102 | 2,986 | 70,800 | SH | SOLE | 70,800 | 0 | 0 | ||
VALLEY NATIONAL BANCORP | COMMON STOCK | 919794107 | 2,957 | 333,017 | SH | SOLE | 333,017 | 0 | 0 | ||
VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 920253101 | 320 | 2,883 | SH | SOLE | 2,883 | 0 | 0 | ||
VALVOLINE INC | COMMON STOCK USD.01 | 92047W101 | 300 | 15,501 | SH | SOLE | 15,501 | 0 | 0 | ||
VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 921659108 | 1,180 | 45,167 | SH | SOLE | 45,167 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 1,457 | 12,858 | SH | SOLE | 12,858 | 0 | 0 | ||
VECTREN CORP | COMMON STOCK | 92240G101 | 4,182 | 58,096 | SH | SOLE | 58,096 | 0 | 0 | ||
VEEVA SYSTEMS INC CLASS A | COMMON STOCK USD.00001 | 922475108 | 2,823 | 31,600 | SH | SOLE | 31,600 | 0 | 0 | ||
VENTAS INC | REIT USD.25 | 92276F100 | 3,177 | 54,222 | SH | SOLE | 54,222 | 0 | 0 | ||
VANGUARD S P 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 10,960 | 47,693 | SH | SOLE | 47,693 | 0 | 0 | ||
VERACYTE INC | COMMON STOCK USD.001 | 92337F107 | 787 | 62,571 | SH | SOLE | 62,571 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 4,748 | 32,018 | SH | SOLE | 32,018 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 8,471 | 150,684 | SH | SOLE | 150,684 | 0 | 0 | ||
VERINT SYSTEMS INC | COMMON STOCK USD.001 | 92343X100 | 609 | 14,391 | SH | SOLE | 14,391 | 0 | 0 | ||
VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 | 4,510 | 41,359 | SH | SOLE | 41,359 | 0 | 0 | ||
VERICEL CORP | COMMON STOCK | 92346J108 | 344 | 19,766 | SH | SOLE | 19,766 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 10,815 | 65,264 | SH | SOLE | 65,264 | 0 | 0 | ||
VERSUM MATERIALS INC | COMMON STOCK USD1.0 | 92532W103 | 270 | 9,728 | SH | SOLE | 9,728 | 0 | 0 | ||
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 1,643 | 63,935 | SH | SOLE | 63,935 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 46,031 | 348,882 | SH | SOLE | 348,882 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 4,980 | 276,514 | SH | SOLE | 276,514 | 0 | 0 | ||
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 4,247 | 185,527 | SH | SOLE | 185,527 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 2,193 | 35,347 | SH | SOLE | 35,347 | 0 | 0 | ||
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 1,664 | 15,505 | SH | SOLE | 15,505 | 0 | 0 | ||
WP CAREY INC | REIT USD.001 | 92936U109 | 442 | 6,760 | SH | SOLE | 6,760 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 1,611 | 23,259 | SH | SOLE | 23,259 | 0 | 0 | ||
WADDELL REED FINANCIAL A | COMMON STOCK USD.01 | 930059100 | 1,235 | 68,280 | SH | SOLE | 68,280 | 0 | 0 | ||
WALMART INC | COMMON STOCK USD.1 | 931142103 | 3,716 | 39,893 | SH | SOLE | 39,893 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 8,230 | 120,445 | SH | SOLE | 120,445 | 0 | 0 | ||
WALKER DUNLOP INC | COMMON STOCK | 93148P102 | 479 | 11,075 | SH | SOLE | 11,075 | 0 | 0 | ||
WARRIOR MET COAL INC | COMMON STOCK USD.01 | 93627C101 | 343 | 14,211 | SH | SOLE | 14,211 | 0 | 0 | ||
WASHINGTON FEDERAL INC | COMMON STOCK USD1.0 | 938824109 | 519 | 19,435 | SH | SOLE | 19,435 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 447 | 91,907 | SH | SOLE | 91,907 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 7,671 | 86,201 | SH | SOLE | 86,201 | 0 | 0 | ||
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 9,080 | 48,129 | SH | SOLE | 48,129 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 942749102 | 410 | 6,352 | SH | SOLE | 6,352 | 0 | 0 | ||
WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 947890109 | 374 | 7,583 | SH | SOLE | 7,583 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC | COMMON STOCK | 948626106 | 1,021 | 26,490 | SH | SOLE | 26,490 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | REIT USD.03 | 948741103 | 219 | 8,817 | SH | SOLE | 8,817 | 0 | 0 | ||
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 1,591 | 143,234 | SH | SOLE | 143,234 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COMMON STOCK USD.01 | 94946T106 | 260 | 1,103 | SH | SOLE | 1,103 | 0 | 0 | ||
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 2,748 | 59,634 | SH | SOLE | 59,634 | 0 | 0 | ||
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 3,330 | 47,973 | SH | SOLE | 47,973 | 0 | 0 | ||
WENDY S CO/THE | COMMON STOCK USD.1 | 95058W100 | 200 | 12,791 | SH | SOLE | 12,791 | 0 | 0 | ||
WERNER ENTERPRISES INC | COMMON STOCK USD.01 | 950755108 | 261 | 8,831 | SH | SOLE | 8,831 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25 | 955306105 | 582 | 5,935 | SH | SOLE | 5,935 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 146 | 3,949 | SH | SOLE | 3,949 | 0 | 0 | ||
WESTERN UNION CO | COMMON STOCK USD.01 | 959802109 | 574 | 33,632 | SH | SOLE | 33,632 | 0 | 0 | ||
WESTLAKE CHEMICAL CORP | COMMON STOCK USD.01 | 960413102 | 1,734 | 26,200 | SH | SOLE | 26,200 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 1,966 | 52,073 | SH | SOLE | 52,073 | 0 | 0 | ||
WEX INC | COMMON STOCK USD.01 | 96208T104 | 488 | 3,484 | SH | SOLE | 3,484 | 0 | 0 | ||
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 199 | 9,105 | SH | SOLE | 9,105 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 175 | 1,636 | SH | SOLE | 1,636 | 0 | 0 | ||
WILEY (JOHN) SONS CLASS A | COMMON STOCK USD1.0 | 968223206 | 159 | 3,387 | SH | SOLE | 3,387 | 0 | 0 | ||
WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 969904101 | 338 | 6,690 | SH | SOLE | 6,690 | 0 | 0 | ||
WINTRUST FINANCIAL CORP | COMMON STOCK | 97650W108 | 366 | 5,512 | SH | SOLE | 5,512 | 0 | 0 | ||
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 889 | 11,960 | SH | SOLE | 11,960 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 1,049 | 48,984 | SH | SOLE | 48,984 | 0 | 0 | ||
WORLD WRESTLING ENTERTAIN A | COMMON STOCK USD.01 | 98156Q108 | 287 | 3,835 | SH | SOLE | 3,835 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 119 | 3,427 | SH | SOLE | 3,427 | 0 | 0 | ||
WPX ENERGY INC | COMMON STOCK USD.01 | 98212B103 | 406 | 35,762 | SH | SOLE | 35,762 | 0 | 0 | ||
WYNDHAM DESTINATIONS INC | COMMON STOCK USD.01 | 98310W108 | 326 | 9,089 | SH | SOLE | 9,089 | 0 | 0 | ||
WYNDHAM HOTELS RESORTS INC | COMMON STOCK USD.01 | 98311A105 | 426 | 9,395 | SH | SOLE | 9,395 | 0 | 0 | ||
XPO LOGISTICS INC | COMMON STOCK USD.001 | 983793100 | 930 | 16,301 | SH | SOLE | 16,301 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 330 | 6,699 | SH | SOLE | 6,699 | 0 | 0 | ||
XILINX INC | COMMON STOCK USD.01 | 983919101 | 345 | 4,055 | SH | SOLE | 4,055 | 0 | 0 | ||
XEROX CORP | COMMON STOCK USD1.0 | 984121608 | 76 | 3,832 | SH | SOLE | 3,832 | 0 | 0 | ||
YY INC ADR | ADR USD.00001 | 98426T106 | 2,071 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
YELP INC | COMMON STOCK USD.000001 | 985817105 | 280 | 7,994 | SH | SOLE | 7,994 | 0 | 0 | ||
YUM BRANDS INC | COMMON STOCK | 988498101 | 333 | 3,625 | SH | SOLE | 3,625 | 0 | 0 | ||
ZAGG INC | COMMON STOCK USD.001 | 98884U108 | 323 | 33,016 | SH | SOLE | 33,016 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK USD.01 | 989207105 | 1,088 | 6,833 | SH | SOLE | 6,833 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 5,906 | 56,944 | SH | SOLE | 56,944 | 0 | 0 | ||
ZIONS BANCORP NA | COMMON STOCK USD.001 | 989701107 | 937 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
ZIX CORP | COMMON STOCK USD.01 | 98974P100 | 547 | 95,543 | SH | SOLE | 95,543 | 0 | 0 | ||
ZOETIS INC | COMMON STOCK USD.01 | 98978V103 | 4,868 | 56,904 | SH | SOLE | 56,904 | 0 | 0 |