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 |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ADIENT PLC | COMMON STOCK USD.001 | G0084W101 | 126 | 9,687 | SH | SOLE | 9,687 | 0 | 0 | ||
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 14,733 | 162,423 | SH | SOLE | 162,423 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 715 | 4,883 | SH | SOLE | 4,883 | 0 | 0 | ||
AON PLC | COMMON STOCK USD.01 | G0408V102 | 1,253 | 7,340 | SH | SOLE | 7,340 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 3,031 | 93,794 | SH | SOLE | 93,794 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 3,876 | 122,632 | SH | SOLE | 122,632 | 0 | 0 | ||
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 1,346 | 30,304 | SH | SOLE | 30,304 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 4,353 | 24,728 | SH | SOLE | 24,728 | 0 | 0 | ||
BELMOND LTD CLASS A | COMMON STOCK USD.01 | G1154H107 | 1,518 | 60,900 | SH | SOLE | 60,900 | 0 | 0 | ||
BRIGHTSPHERE INVESTMENT GROU | COMMON STOCK USD.001 | G1644T109 | 350 | 25,820 | SH | SOLE | 25,820 | 0 | 0 | ||
CAPRI HOLDINGS LTD | COMMON STOCK | G1890L107 | 162 | 3,546 | SH | SOLE | 3,546 | 0 | 0 | ||
CISION LTD | COMMON STOCK USD.0001 | G1992S109 | 386 | 28,041 | SH | SOLE | 28,041 | 0 | 0 | ||
DELPHI TECHNOLOGIES PLC | COMMON STOCK USD.01 | G2709G107 | 180 | 9,348 | SH | SOLE | 9,348 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 3,408 | 42,299 | SH | SOLE | 42,299 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 1,924 | 44,282 | SH | SOLE | 44,282 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 108 | 501 | SH | SOLE | 501 | 0 | 0 | ||
FABRINET | COMMON STOCK USD.01 | G3323L100 | 451 | 8,604 | SH | SOLE | 8,604 | 0 | 0 | ||
FRESH DEL MONTE PRODUCE INC | COMMON STOCK USD.01 | G36738105 | 354 | 13,093 | SH | SOLE | 13,093 | 0 | 0 | ||
GASLOG LTD | COMMON STOCK USD.01 | G37585109 | 1,478 | 84,671 | SH | SOLE | 84,671 | 0 | 0 | ||
GENPACT LTD | COMMON STOCK USD.01 | G3922B107 | 1,062 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
HELEN OF TROY LTD | COMMON STOCK USD.1 | G4388N106 | 194 | 1,672 | SH | SOLE | 1,672 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | COMMON STOCK | G4474Y214 | 378 | 15,126 | SH | SOLE | 15,126 | 0 | 0 | ||
IHS MARKIT LTD | COMMON STOCK USD.01 | G47567105 | 1,374 | 25,272 | SH | SOLE | 25,272 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 22,219 | 205,824 | SH | SOLE | 205,824 | 0 | 0 | ||
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 295 | 15,299 | SH | SOLE | 15,299 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | G50871105 | 1,425 | 9,970 | SH | SOLE | 9,970 | 0 | 0 | ||
JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | G51502105 | 4,852 | 131,347 | SH | SOLE | 131,347 | 0 | 0 | ||
LINDE PLC | COMMON STOCK EUR.001 | G5494J103 | 1,635 | 9,291 | SH | SOLE | 9,291 | 0 | 0 | ||
LUXOFT HOLDING INC | COMMON STOCK | G57279104 | 1,532 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 713 | 32,812 | SH | SOLE | 32,812 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 7,054 | 77,450 | SH | SOLE | 77,450 | 0 | 0 | ||
NIELSEN HOLDINGS PLC | COMMON STOCK EUR.07 | G6518L108 | 182 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
NOMAD FOODS LTD | COMMON STOCK | G6564A105 | 997 | 48,761 | SH | SOLE | 48,761 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | G66721104 | 230 | 4,188 | SH | SOLE | 4,188 | 0 | 0 | ||
NVENT ELECTRIC PLC | COMMON STOCK USD.01 | G6700G107 | 390 | 14,442 | SH | SOLE | 14,442 | 0 | 0 | ||
PENTAIR PLC | COMMON STOCK USD.01 | G7S00T104 | 702 | 15,761 | SH | SOLE | 15,761 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | G7496G103 | 461 | 3,212 | SH | SOLE | 3,212 | 0 | 0 | ||
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 102 | 9,485 | SH | SOLE | 9,485 | 0 | 0 | ||
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 130 | 2,717 | SH | SOLE | 2,717 | 0 | 0 | ||
SIGNET JEWELERS LTD | COMMON STOCK USD.18 | G81276100 | 569 | 20,961 | SH | SOLE | 20,961 | 0 | 0 | ||
STERIS PLC | COMMON STOCK USD75.0 | G8473T100 | 7,820 | 61,079 | SH | SOLE | 61,079 | 0 | 0 | ||
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 1,130 | 48,061 | SH | SOLE | 48,061 | 0 | 0 | ||
THIRD POINT REINSURANCE LTD | COMMON STOCK USD.1 | G8827U100 | 837 | 80,673 | SH | SOLE | 80,673 | 0 | 0 | ||
TRAVELPORT WORLDWIDE LTD | COMMON STOCK USD.0025 | G9019D104 | 3,041 | 193,300 | SH | SOLE | 193,300 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 1,617 | 9,205 | SH | SOLE | 9,205 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 785 | 5,605 | SH | SOLE | 5,605 | 0 | 0 | ||
GARMIN LTD | COMMON STOCK CHF.1 | H2906T109 | 611 | 7,078 | SH | SOLE | 7,078 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 8,052 | 99,714 | SH | SOLE | 99,714 | 0 | 0 | ||
INTELSAT SA | COMMON STOCK USD.01 | L5140P101 | 369 | 23,537 | SH | SOLE | 23,537 | 0 | 0 | ||
PACIFIC DRILLING SA | COMMON STOCK | L7257P205 | 844 | 59,497 | SH | SOLE | 59,497 | 0 | 0 | ||
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 580 | 12,807 | SH | SOLE | 12,807 | 0 | 0 | ||
ATTUNITY LTD | COMMON STOCK ILS.1 | M15332121 | 4,500 | 191,900 | SH | SOLE | 191,900 | 0 | 0 | ||
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 769 | 6,461 | SH | SOLE | 6,461 | 0 | 0 | ||
RADWARE LTD | COMMON STOCK ILS.05 | M81873107 | 105 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 384 | 23,199 | SH | SOLE | 23,199 | 0 | 0 | ||
ASML HOLDING NV NY REG SHS | NY REG SHRS EUR.09 | N07059210 | 1,464 | 7,786 | SH | SOLE | 7,786 | 0 | 0 | ||
CORE LABORATORIES N.V. | COMMON STOCK EUR.02 | N22717107 | 2,404 | 34,881 | SH | SOLE | 34,881 | 0 | 0 | ||
INTERXION HOLDING NV | COMMON STOCK EUR.1 | N47279109 | 904 | 13,544 | SH | SOLE | 13,544 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 2,955 | 35,140 | SH | SOLE | 35,140 | 0 | 0 | ||
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 229 | 8,091 | SH | SOLE | 8,091 | 0 | 0 | ||
SAFE BULKERS INC | COMMON STOCK USD.001 | Y7388L103 | 91 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 426 | 8,515 | SH | SOLE | 8,515 | 0 | 0 | ||
AGCO CORP | COMMON STOCK USD.01 | 001084102 | 509 | 7,325 | SH | SOLE | 7,325 | 0 | 0 | ||
AG MORTGAGE INVESTMENT TRUST | REIT USD.01 | 001228105 | 559 | 33,200 | SH | SOLE | 33,200 | 0 | 0 | ||
AES CORP | COMMON STOCK USD.01 | 00130H105 | 654 | 36,180 | SH | SOLE | 36,180 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 1,095 | 84,977 | SH | SOLE | 84,977 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 713 | 12,561 | SH | SOLE | 12,561 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 3,194 | 67,817 | SH | SOLE | 67,817 | 0 | 0 | ||
ASGN INC | COMMON STOCK USD.01 | 00191U102 | 336 | 5,288 | SH | SOLE | 5,288 | 0 | 0 | ||
ATT INC | COMMON STOCK USD1.0 | 00206R102 | 5,982 | 190,747 | SH | SOLE | 190,747 | 0 | 0 | ||
A10 NETWORKS INC | COMMON STOCK USD.00001 | 002121101 | 1,051 | 148,288 | SH | SOLE | 148,288 | 0 | 0 | ||
AZZ INC | COMMON STOCK USD1.0 | 002474104 | 630 | 15,397 | SH | SOLE | 15,397 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 5,846 | 111,149 | SH | SOLE | 111,149 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 13,134 | 164,302 | SH | SOLE | 164,302 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 4,283 | 53,147 | SH | SOLE | 53,147 | 0 | 0 | ||
ABERCROMBIE FITCH CO CL A | COMMON STOCK USD.01 | 002896207 | 700 | 25,520 | SH | SOLE | 25,520 | 0 | 0 | ||
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 332 | 1,164 | SH | SOLE | 1,164 | 0 | 0 | ||
ACADIA HEALTHCARE CO INC | COMMON STOCK USD.01 | 00404A109 | 114 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
ACI WORLDWIDE INC | COMMON STOCK USD.005 | 004498101 | 318 | 9,682 | SH | SOLE | 9,682 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COMMON STOCK USD.001 | 00484M106 | 280 | 21,099 | SH | SOLE | 21,099 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 656 | 14,419 | SH | SOLE | 14,419 | 0 | 0 | ||
ACUITY BRANDS INC | COMMON STOCK USD.01 | 00508Y102 | 1,386 | 11,551 | SH | SOLE | 11,551 | 0 | 0 | ||
ADOBE INC | COMMON STOCK USD.0001 | 00724F101 | 16,199 | 60,788 | SH | SOLE | 60,788 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 00737L103 | 188 | 4,060 | SH | SOLE | 4,060 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 | 263 | 1,543 | SH | SOLE | 1,543 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 555 | 18,701 | SH | SOLE | 18,701 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 00771V108 | 703 | 14,797 | SH | SOLE | 14,797 | 0 | 0 | ||
ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 007903107 | 494 | 19,346 | SH | SOLE | 19,346 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 3,032 | 28,305 | SH | SOLE | 28,305 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 | 334 | 4,155 | SH | SOLE | 4,155 | 0 | 0 | ||
AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 7,918 | 41,465 | SH | SOLE | 41,465 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 256 | 3,565 | SH | SOLE | 3,565 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 94 | 1,667 | SH | SOLE | 1,667 | 0 | 0 | ||
ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 | 259 | 3,162 | SH | SOLE | 3,162 | 0 | 0 | ||
ALEXANDER BALDWIN INC | REIT | 014491104 | 172 | 6,747 | SH | SOLE | 6,747 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 4,111 | 28,838 | SH | SOLE | 28,838 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 015351109 | 1,886 | 13,955 | SH | SOLE | 13,955 | 0 | 0 | ||
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 27,960 | 153,250 | SH | SOLE | 153,250 | 0 | 0 | ||
ALLEGHANY CORP | COMMON STOCK USD1.0 | 017175100 | 682 | 1,114 | SH | SOLE | 1,114 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | COMMON STOCK USD.1 | 01741R102 | 189 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
ALLETE INC | COMMON STOCK | 018522300 | 440 | 5,353 | SH | SOLE | 5,353 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 3,982 | 88,648 | SH | SOLE | 88,648 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | COMMON STOCK USD.01 | 01988P108 | 215 | 22,528 | SH | SOLE | 22,528 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 4,636 | 49,220 | SH | SOLE | 49,220 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 73,916 | 62,998 | SH | SOLE | 62,998 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 9,841 | 8,362 | SH | SOLE | 8,362 | 0 | 0 | ||
ALTERYX INC CLASS A | COMMON STOCK | 02156B103 | 1,392 | 16,599 | SH | SOLE | 16,599 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 4,919 | 85,648 | SH | SOLE | 85,648 | 0 | 0 | ||
AMARIN CORP PLC ADR | ADR GBP.1 | 023111206 | 738 | 35,570 | SH | SOLE | 35,570 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 89,376 | 50,190 | SH | SOLE | 50,190 | 0 | 0 | ||
AMBER ROAD INC | COMMON STOCK USD.001 | 02318Y108 | 348 | 40,144 | SH | SOLE | 40,144 | 0 | 0 | ||
AMEDISYS INC | COMMON STOCK USD.001 | 023436108 | 4,179 | 33,906 | SH | SOLE | 33,906 | 0 | 0 | ||
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 312 | 4,246 | SH | SOLE | 4,246 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 3,826 | 120,474 | SH | SOLE | 120,474 | 0 | 0 | ||
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 2,294 | 50,011 | SH | SOLE | 50,011 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | REIT USD.01 | 024835100 | 466 | 9,789 | SH | SOLE | 9,789 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 | 333 | 15,039 | SH | SOLE | 15,039 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 7,752 | 92,556 | SH | SOLE | 92,556 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 16,167 | 147,911 | SH | SOLE | 147,911 | 0 | 0 | ||
AMERICAN FINANCIAL GROUP INC | COMMON STOCK | 025932104 | 640 | 6,655 | SH | SOLE | 6,655 | 0 | 0 | ||
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 2,194 | 96,553 | SH | SOLE | 96,553 | 0 | 0 | ||
AMERICAN MIDSTREAM PARTNERS | MLP USD.01 | 02752P100 | 2,272 | 439,500 | SH | SOLE | 439,500 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 20,308 | 103,057 | SH | SOLE | 103,057 | 0 | 0 | ||
AMERICOLD REALTY TRUST | REIT USD.01 | 03064D108 | 1,125 | 36,884 | SH | SOLE | 36,884 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 194 | 2,439 | SH | SOLE | 2,439 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 1,054 | 8,227 | SH | SOLE | 8,227 | 0 | 0 | ||
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 28,586 | 344,538 | SH | SOLE | 344,538 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 10,610 | 55,847 | SH | SOLE | 55,847 | 0 | 0 | ||
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 12,488 | 132,229 | SH | SOLE | 132,229 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 598 | 13,142 | SH | SOLE | 13,142 | 0 | 0 | ||
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 15,398 | 146,276 | SH | SOLE | 146,276 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 262 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 332 | 10,974 | SH | SOLE | 10,974 | 0 | 0 | ||
ANIXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 035290105 | 2,020 | 36,007 | SH | SOLE | 36,007 | 0 | 0 | ||
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 189 | 1,032 | SH | SOLE | 1,032 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 24,576 | 85,635 | SH | SOLE | 85,635 | 0 | 0 | ||
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 933 | 26,927 | SH | SOLE | 26,927 | 0 | 0 | ||
APARTMENT INVT MGMT CO A | REIT USD.01 | 03748R754 | 114 | 2,262 | SH | SOLE | 2,262 | 0 | 0 | ||
APERGY CORP | COMMON STOCK USD.01 | 03755L104 | 695 | 16,925 | SH | SOLE | 16,925 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 89,830 | 472,912 | SH | SOLE | 472,912 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 | 1,212 | 74,383 | SH | SOLE | 74,383 | 0 | 0 | ||
APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 03820C105 | 2,467 | 41,491 | SH | SOLE | 41,491 | 0 | 0 | ||
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 5,533 | 139,499 | SH | SOLE | 139,499 | 0 | 0 | ||
APTARGROUP INC | COMMON STOCK USD.01 | 038336103 | 473 | 4,445 | SH | SOLE | 4,445 | 0 | 0 | ||
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 879 | 28,545 | SH | SOLE | 28,545 | 0 | 0 | ||
ARCHROCK INC | COMMON STOCK USD.01 | 03957W106 | 1,733 | 177,166 | SH | SOLE | 177,166 | 0 | 0 | ||
ARES COMMERCIAL REAL ESTATE | REIT USD.01 | 04013V108 | 1,055 | 69,447 | SH | SOLE | 69,447 | 0 | 0 | ||
ARQULE INC | COMMON STOCK USD.01 | 04269E107 | 559 | 116,647 | SH | SOLE | 116,647 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COMMON STOCK USD.001 | 04269X105 | 896 | 36,744 | SH | SOLE | 36,744 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 1,474 | 19,122 | SH | SOLE | 19,122 | 0 | 0 | ||
ARTISAN PARTNERS ASSET MA A | COMMON STOCK USD.01 | 04316A108 | 1,634 | 64,926 | SH | SOLE | 64,926 | 0 | 0 | ||
ASHLAND GLOBAL HOLDINGS INC | COMMON STOCK | 044186104 | 392 | 5,012 | SH | SOLE | 5,012 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 2,795 | 26,806 | SH | SOLE | 26,806 | 0 | 0 | ||
ASSERTIO THERAPEUTICS INC | COMMON STOCK | 04545L107 | 457 | 90,096 | SH | SOLE | 90,096 | 0 | 0 | ||
ASSOCIATED BANC CORP | COMMON STOCK USD.01 | 045487105 | 322 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 86 | 905 | SH | SOLE | 905 | 0 | 0 | ||
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 2,146 | 99,679 | SH | SOLE | 99,679 | 0 | 0 | ||
ATLANTIC POWER CORP | COMMON STOCK | 04878Q863 | 834 | 330,774 | SH | SOLE | 330,774 | 0 | 0 | ||
AUTODESK INC | COMMON STOCK USD.01 | 052769106 | 657 | 4,214 | SH | SOLE | 4,214 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 | 4,593 | 28,751 | SH | SOLE | 28,751 | 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 | 11,679 | 11,404 | SH | SOLE | 11,404 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 6,190 | 30,839 | SH | SOLE | 30,839 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 1,367 | 12,099 | SH | SOLE | 12,099 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 909 | 26,077 | SH | SOLE | 26,077 | 0 | 0 | ||
AVNET INC | COMMON STOCK USD1.0 | 053807103 | 421 | 9,705 | SH | SOLE | 9,705 | 0 | 0 | ||
AXA EQUITABLE HOLDINGS INC | COMMON STOCK USD.01 | 054561105 | 4,462 | 221,540 | SH | SOLE | 221,540 | 0 | 0 | ||
BBT CORP | COMMON STOCK USD5.0 | 054937107 | 394 | 8,458 | SH | SOLE | 8,458 | 0 | 0 | ||
BMC STOCK HOLDINGS INC | COMMON STOCK USD.01 | 05591B109 | 930 | 52,638 | SH | SOLE | 52,638 | 0 | 0 | ||
BAIDU INC SPON ADR | ADR USD.00005 | 056752108 | 4,570 | 27,723 | SH | SOLE | 27,723 | 0 | 0 | ||
BAKER HUGHES A GE CO | COMMON STOCK USD.0001 | 05722G100 | 897 | 32,370 | SH | SOLE | 32,370 | 0 | 0 | ||
BALL CORP | COMMON STOCK | 058498106 | 291 | 5,025 | SH | SOLE | 5,025 | 0 | 0 | ||
BANCORPSOUTH BANK | COMMON STOCK | 05971J102 | 263 | 9,331 | SH | SOLE | 9,331 | 0 | 0 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 23,531 | 852,888 | SH | SOLE | 852,888 | 0 | 0 | ||
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 1,785 | 22,634 | SH | SOLE | 22,634 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 613 | 12,148 | SH | SOLE | 12,148 | 0 | 0 | ||
BANK OZK | COMMON STOCK | 06417N103 | 2,036 | 70,254 | SH | SOLE | 70,254 | 0 | 0 | ||
BARNES GROUP INC | COMMON STOCK USD.01 | 067806109 | 2,508 | 48,777 | SH | SOLE | 48,777 | 0 | 0 | ||
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 844 | 222,050 | SH | SOLE | 222,050 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 555 | 6,828 | SH | SOLE | 6,828 | 0 | 0 | ||
BBVA BANCO FRANCES SA ADR | ADR | 07329M100 | 3,883 | 408,307 | SH | SOLE | 408,307 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 18,249 | 73,074 | SH | SOLE | 73,074 | 0 | 0 | ||
BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 | 233 | 13,730 | SH | SOLE | 13,730 | 0 | 0 | ||
BEIGENE LTD ADR | ADR USD.0001 | 07725L102 | 415 | 3,143 | SH | SOLE | 3,143 | 0 | 0 | ||
BELDEN INC | COMMON STOCK USD.01 | 077454106 | 232 | 4,323 | SH | SOLE | 4,323 | 0 | 0 | ||
BEMIS COMPANY | COMMON STOCK USD.1 | 081437105 | 333 | 5,995 | SH | SOLE | 5,995 | 0 | 0 | ||
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 3,506 | 41,387 | SH | SOLE | 41,387 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 28,624 | 142,488 | SH | SOLE | 142,488 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 667 | 9,387 | SH | SOLE | 9,387 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 459 | 12,077 | SH | SOLE | 12,077 | 0 | 0 | ||
BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 090572207 | 568 | 1,859 | SH | SOLE | 1,859 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 763 | 8,591 | SH | SOLE | 8,591 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 2,703 | 11,434 | SH | SOLE | 11,434 | 0 | 0 | ||
BIO TECHNE CORP | COMMON STOCK USD.01 | 09073M104 | 689 | 3,468 | SH | SOLE | 3,468 | 0 | 0 | ||
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 621 | 9,968 | SH | SOLE | 9,968 | 0 | 0 | ||
BITAUTO HOLDINGS LTD ADR | ADR USD.00004 | 091727107 | 213 | 13,406 | SH | SOLE | 13,406 | 0 | 0 | ||
BJ S RESTAURANTS INC | COMMON STOCK | 09180C106 | 306 | 6,479 | SH | SOLE | 6,479 | 0 | 0 | ||
BLACK HILLS CORP | COMMON STOCK USD1.0 | 092113109 | 445 | 6,002 | SH | SOLE | 6,002 | 0 | 0 | ||
BLACKBAUD INC | COMMON STOCK USD.001 | 09227Q100 | 414 | 5,187 | SH | SOLE | 5,187 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 8,560 | 20,030 | SH | SOLE | 20,030 | 0 | 0 | ||
HR BLOCK INC | COMMON STOCK | 093671105 | 194 | 8,124 | SH | SOLE | 8,124 | 0 | 0 | ||
BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 09627Y109 | 458 | 5,725 | SH | SOLE | 5,725 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 17,276 | 45,295 | SH | SOLE | 45,295 | 0 | 0 | ||
BOISE CASCADE CO | COMMON STOCK USD.01 | 09739D100 | 433 | 16,171 | SH | SOLE | 16,171 | 0 | 0 | ||
BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 | 3,678 | 2,108 | SH | SOLE | 2,108 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 5,264 | 90,547 | SH | SOLE | 90,547 | 0 | 0 | ||
BORGWARNER INC | COMMON STOCK USD.01 | 099724106 | 231 | 6,018 | SH | SOLE | 6,018 | 0 | 0 | ||
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 1,176 | 3,989 | SH | SOLE | 3,989 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 4,507 | 33,662 | SH | SOLE | 33,662 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 5,157 | 134,365 | SH | SOLE | 134,365 | 0 | 0 | ||
BOYD GAMING CORP | COMMON STOCK USD.01 | 103304101 | 954 | 34,854 | SH | SOLE | 34,854 | 0 | 0 | ||
BRANDYWINE REALTY TRUST | REIT USD.01 | 105368203 | 1,142 | 72,011 | SH | SOLE | 72,011 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,524 | 34,343 | SH | SOLE | 34,343 | 0 | 0 | ||
BRINK S CO/THE | COMMON STOCK USD1.0 | 109696104 | 188 | 2,497 | SH | SOLE | 2,497 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 5,907 | 123,808 | SH | SOLE | 123,808 | 0 | 0 | ||
BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 11120U105 | 472 | 25,700 | SH | SOLE | 25,700 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 151 | 1,461 | SH | SOLE | 1,461 | 0 | 0 | ||
BROADCOM INC | COMMON STOCK | 11135F101 | 5,200 | 17,292 | SH | SOLE | 17,292 | 0 | 0 | ||
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 2,062 | 69,881 | SH | SOLE | 69,881 | 0 | 0 | ||
BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 | 21,254 | 402,685 | SH | SOLE | 402,685 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 3,465 | 68,846 | SH | SOLE | 68,846 | 0 | 0 | ||
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 326 | 6,855 | SH | SOLE | 6,855 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 | 134 | 1,406 | SH | SOLE | 1,406 | 0 | 0 | ||
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 1,975 | 39,939 | SH | SOLE | 39,939 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 3,355 | 57,031 | SH | SOLE | 57,031 | 0 | 0 | ||
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 4,506 | 46,757 | SH | SOLE | 46,757 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 249 | 6,102 | SH | SOLE | 6,102 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 202 | 2,324 | SH | SOLE | 2,324 | 0 | 0 | ||
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 1,808 | 10,984 | SH | SOLE | 10,984 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 317 | 5,711 | SH | SOLE | 5,711 | 0 | 0 | ||
CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 12621E103 | 749 | 46,289 | SH | SOLE | 46,289 | 0 | 0 | ||
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 25,227 | 337,170 | SH | SOLE | 337,170 | 0 | 0 | ||
CNX RESOURCES CORP | COMMON STOCK USD.01 | 12653C108 | 1,062 | 98,571 | SH | SOLE | 98,571 | 0 | 0 | ||
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 3,586 | 87,039 | SH | SOLE | 87,039 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 2,711 | 50,267 | SH | SOLE | 50,267 | 0 | 0 | ||
CJ ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 450 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
CABLE ONE INC | COMMON STOCK USD.01 | 12685J105 | 376 | 383 | SH | SOLE | 383 | 0 | 0 | ||
CABOT CORP | COMMON STOCK USD1.0 | 127055101 | 296 | 7,118 | SH | SOLE | 7,118 | 0 | 0 | ||
CABOT OIL GAS CORP | COMMON STOCK USD.1 | 127097103 | 245 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
CACI INTERNATIONAL INC CL A | COMMON STOCK USD.1 | 127190304 | 3,081 | 16,928 | SH | SOLE | 16,928 | 0 | 0 | ||
CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 | 258 | 4,066 | SH | SOLE | 4,066 | 0 | 0 | ||
CAESARS ENTERTAIN CORP | SR UNSECURED 10/24 5 | 127686AA1 | 701 | 493,320 | SH | SOLE | 493,320 | 0 | 0 | ||
CAESARS ENTERTAINMENT CORP | COMMON STOCK USD.01 | 127686103 | 1,251 | 143,914 | SH | SOLE | 143,914 | 0 | 0 | ||
CALIX INC | COMMON STOCK | 13100M509 | 371 | 48,184 | SH | SOLE | 48,184 | 0 | 0 | ||
CALLON PETROLEUM CO | COMMON STOCK USD.01 | 13123X102 | 1,011 | 133,929 | SH | SOLE | 133,929 | 0 | 0 | ||
CAMBREX CORP | COMMON STOCK USD.1 | 132011107 | 956 | 24,617 | SH | SOLE | 24,617 | 0 | 0 | ||
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 1,850 | 18,222 | SH | SOLE | 18,222 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 1,401 | 17,154 | SH | SOLE | 17,154 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 4,713 | 97,873 | SH | SOLE | 97,873 | 0 | 0 | ||
CARDIOVASCULAR SYSTEMS INC | COMMON STOCK | 141619106 | 772 | 19,967 | SH | SOLE | 19,967 | 0 | 0 | ||
CARE.COM INC | COMMON STOCK USD.001 | 141633107 | 752 | 38,034 | SH | SOLE | 38,034 | 0 | 0 | ||
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 1,768 | 75,351 | SH | SOLE | 75,351 | 0 | 0 | ||
CARLISLE COS INC | COMMON STOCK USD1.0 | 142339100 | 580 | 4,731 | SH | SOLE | 4,731 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 5,447 | 107,386 | SH | SOLE | 107,386 | 0 | 0 | ||
CARRIAGE SERVICES INC | COMMON STOCK USD.01 | 143905107 | 531 | 27,560 | SH | SOLE | 27,560 | 0 | 0 | ||
CARPENTER TECHNOLOGY | COMMON STOCK USD5.0 | 144285103 | 215 | 4,685 | SH | SOLE | 4,685 | 0 | 0 | ||
CARS.COM INC | COMMON STOCK USD.01 | 14575E105 | 146 | 6,403 | SH | SOLE | 6,403 | 0 | 0 | ||
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 6,481 | 64,299 | SH | SOLE | 64,299 | 0 | 0 | ||
CASEY S GENERAL STORES INC | COMMON STOCK NPV | 147528103 | 365 | 2,832 | SH | SOLE | 2,832 | 0 | 0 | ||
CASTLIGHT HEALTH INC B | COMMON STOCK USD.0001 | 14862Q100 | 369 | 98,463 | SH | SOLE | 98,463 | 0 | 0 | ||
CATALENT INC | COMMON STOCK USD.01 | 148806102 | 499 | 12,287 | SH | SOLE | 12,287 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 1,244 | 9,183 | SH | SOLE | 9,183 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 | 835 | 24,623 | SH | SOLE | 24,623 | 0 | 0 | ||
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 892 | 262,406 | SH | SOLE | 262,406 | 0 | 0 | ||
CELANESE CORP | COMMON STOCK USD.0001 | 150870103 | 306 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 14,911 | 158,060 | SH | SOLE | 158,060 | 0 | 0 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 2,476 | 46,636 | SH | SOLE | 46,636 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 294 | 9,570 | SH | SOLE | 9,570 | 0 | 0 | ||
CENTRAL PACIFIC FINANCIAL CO | COMMON STOCK | 154760409 | 782 | 27,114 | SH | SOLE | 27,114 | 0 | 0 | ||
CENTRAL PUERTO SPONSORED ADR | ADR | 155038201 | 2,218 | 241,400 | SH | SOLE | 241,400 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 484 | 173,399 | SH | SOLE | 173,399 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 3,068 | 255,868 | SH | SOLE | 255,868 | 0 | 0 | ||
CERNER CORP | COMMON STOCK USD.01 | 156782104 | 383 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
CHANNELADVISOR CORP | COMMON STOCK USD.001 | 159179100 | 1,147 | 94,190 | SH | SOLE | 94,190 | 0 | 0 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 718 | 4,946 | SH | SOLE | 4,946 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 2,369 | 6,830 | SH | SOLE | 6,830 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 197 | 4,030 | SH | SOLE | 4,030 | 0 | 0 | ||
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 4,402 | 13,752 | SH | SOLE | 13,752 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP | COMMON STOCK USD1.0 | 163731102 | 1,943 | 47,197 | SH | SOLE | 47,197 | 0 | 0 | ||
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 4,315 | 116,108 | SH | SOLE | 116,108 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 318 | 102,582 | SH | SOLE | 102,582 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 1,579 | 56,765 | SH | SOLE | 56,765 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 32,162 | 261,099 | SH | SOLE | 261,099 | 0 | 0 | ||
CHILDREN S PLACE INC/THE | COMMON STOCK USD.1 | 168905107 | 385 | 3,954 | SH | SOLE | 3,954 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 | 10,111 | 14,234 | SH | SOLE | 14,234 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 1,654 | 21,277 | SH | SOLE | 21,277 | 0 | 0 | ||
CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 309 | 4,338 | SH | SOLE | 4,338 | 0 | 0 | ||
CHURCHILL DOWNS INC | COMMON STOCK | 171484108 | 388 | 4,299 | SH | SOLE | 4,299 | 0 | 0 | ||
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 3,027 | 81,079 | SH | SOLE | 81,079 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 285 | 4,073 | SH | SOLE | 4,073 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COMMON STOCK USD.001 | 17243V102 | 1,360 | 34,003 | SH | SOLE | 34,003 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 31,409 | 581,749 | SH | SOLE | 581,749 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 341 | 8,114 | SH | SOLE | 8,114 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 5,369 | 26,567 | SH | SOLE | 26,567 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 20,365 | 327,310 | SH | SOLE | 327,310 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 6,869 | 211,342 | SH | SOLE | 211,342 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 4,108 | 41,225 | SH | SOLE | 41,225 | 0 | 0 | ||
CLEAN HARBORS INC | COMMON STOCK USD.01 | 184496107 | 328 | 4,589 | SH | SOLE | 4,589 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR CL A | COMMON STOCK USD.01 | 18451C109 | 80 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 | 9,721 | 60,584 | SH | SOLE | 60,584 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 2,453 | 52,346 | SH | SOLE | 52,346 | 0 | 0 | ||
COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 | 1,934 | 35,645 | SH | SOLE | 35,645 | 0 | 0 | ||
COGNEX CORP | COMMON STOCK USD.002 | 192422103 | 676 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 | 1,901 | 26,232 | SH | SOLE | 26,232 | 0 | 0 | ||
COHERENT INC | COMMON STOCK USD.01 | 192479103 | 393 | 2,770 | SH | SOLE | 2,770 | 0 | 0 | ||
COLFAX CORP | COMMON STOCK USD.001 | 194014106 | 169 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 4,636 | 67,639 | SH | SOLE | 67,639 | 0 | 0 | ||
COLONY CAPITAL INC | SR UNSECURED 04/23 5 | 19624RAA4 | 994 | 1,055,000 | SH | SOLE | 1,055,000 | 0 | 0 | ||
COLONY CAPITAL INC | REIT USD.01 | 19626G108 | 634 | 119,211 | SH | SOLE | 119,211 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 571 | 5,484 | SH | SOLE | 5,484 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 1,506 | 28,743 | SH | SOLE | 28,743 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 33,458 | 836,870 | SH | SOLE | 836,870 | 0 | 0 | ||
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 5,871 | 80,077 | SH | SOLE | 80,077 | 0 | 0 | ||
COMMERCE BANCSHARES INC | COMMON STOCK USD5.0 | 200525103 | 435 | 7,494 | SH | SOLE | 7,494 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 2,364 | 36,510 | SH | SOLE | 36,510 | 0 | 0 | ||
COMPASS MINERALS INTERNATION | COMMON STOCK USD.01 | 20451N101 | 121 | 2,230 | SH | SOLE | 2,230 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 993 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS | COMMON STOCK USD.1 | 205826209 | 566 | 24,356 | SH | SOLE | 24,356 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 17,508 | 262,327 | SH | SOLE | 262,327 | 0 | 0 | ||
CONSOL ENERGY INC | COMMON STOCK USD.01 | 20854L108 | 366 | 10,683 | SH | SOLE | 10,683 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 2,967 | 34,982 | SH | SOLE | 34,982 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 19,931 | 113,675 | SH | SOLE | 113,675 | 0 | 0 | ||
CONTINENTAL BUILDING PRODUCT | COMMON STOCK USD.001 | 211171103 | 332 | 13,394 | SH | SOLE | 13,394 | 0 | 0 | ||
CONTINENTAL RESOURCES INC/OK | COMMON STOCK USD.01 | 212015101 | 1,334 | 29,800 | SH | SOLE | 29,800 | 0 | 0 | ||
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 1,367 | 4,615 | SH | SOLE | 4,615 | 0 | 0 | ||
COPART INC | COMMON STOCK | 217204106 | 3,139 | 51,800 | SH | SOLE | 51,800 | 0 | 0 | ||
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1,090 | 92,845 | SH | SOLE | 92,845 | 0 | 0 | ||
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 10,782 | 100,746 | SH | SOLE | 100,746 | 0 | 0 | ||
CORELOGIC INC | COMMON STOCK USD1.0 | 21871D103 | 199 | 5,351 | SH | SOLE | 5,351 | 0 | 0 | ||
CORECIVIC INC | REIT USD.01 | 21871N101 | 2,479 | 127,442 | SH | SOLE | 127,442 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 4,081 | 123,290 | SH | SOLE | 123,290 | 0 | 0 | ||
CORPORATE OFFICE PROPERTIES | REIT USD.01 | 22002T108 | 273 | 10,007 | SH | SOLE | 10,007 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 20,546 | 84,850 | SH | SOLE | 84,850 | 0 | 0 | ||
COTT CORPORATION | COMMON STOCK | 22163N106 | 640 | 43,795 | SH | SOLE | 43,795 | 0 | 0 | ||
COUPA SOFTWARE INC | COMMON STOCK USD.0001 | 22266L106 | 354 | 3,890 | SH | SOLE | 3,890 | 0 | 0 | ||
COUSINS PROPERTIES INC | REIT USD1.0 | 222795106 | 3,557 | 368,234 | SH | SOLE | 368,234 | 0 | 0 | ||
COVETRUS INC | COMMON STOCK | 22304C100 | 191 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 1,118 | 6,918 | SH | SOLE | 6,918 | 0 | 0 | ||
CRANE CO | COMMON STOCK USD1.0 | 224399105 | 42 | 500 | SH | SOLE | 500 | 0 | 0 | ||
CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 | 1,496 | 3,311 | SH | SOLE | 3,311 | 0 | 0 | ||
CREE INC | COMMON STOCK USD.00125 | 225447101 | 476 | 8,322 | SH | SOLE | 8,322 | 0 | 0 | ||
CROCS INC | COMMON STOCK USD.001 | 227046109 | 918 | 35,644 | SH | SOLE | 35,644 | 0 | 0 | ||
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 1,836 | 14,340 | SH | SOLE | 14,340 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 7,362 | 134,912 | SH | SOLE | 134,912 | 0 | 0 | ||
CRYOLIFE INC | COMMON STOCK USD.01 | 228903100 | 1,397 | 47,881 | SH | SOLE | 47,881 | 0 | 0 | ||
CULLEN/FROST BANKERS INC | COMMON STOCK USD.01 | 229899109 | 2,161 | 22,258 | SH | SOLE | 22,258 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 2,156 | 13,657 | SH | SOLE | 13,657 | 0 | 0 | ||
CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 231561101 | 406 | 3,579 | SH | SOLE | 3,579 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 232806109 | 663 | 44,439 | SH | SOLE | 44,439 | 0 | 0 | ||
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 2,083 | 50,331 | SH | SOLE | 50,331 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,117 | 8,955 | SH | SOLE | 8,955 | 0 | 0 | ||
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 282 | 4,383 | SH | SOLE | 4,383 | 0 | 0 | ||
DANA INC | COMMON STOCK USD.01 | 235825205 | 2,023 | 114,054 | SH | SOLE | 114,054 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 20,944 | 158,643 | SH | SOLE | 158,643 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 736 | 6,055 | SH | SOLE | 6,055 | 0 | 0 | ||
DAVE BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 238337109 | 639 | 12,804 | SH | SOLE | 12,804 | 0 | 0 | ||
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 240 | 4,425 | SH | SOLE | 4,425 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COMMON STOCK USD.01 | 243537107 | 882 | 6,002 | SH | SOLE | 6,002 | 0 | 0 | ||
DEERE CO | COMMON STOCK USD1.0 | 244199105 | 19,475 | 121,842 | SH | SOLE | 121,842 | 0 | 0 | ||
DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 24665A103 | 421 | 11,547 | SH | SOLE | 11,547 | 0 | 0 | ||
DELL TECHNOLOGIES C | COMMON STOCK | 24703L202 | 3,629 | 61,833 | SH | SOLE | 61,833 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 27,512 | 532,657 | SH | SOLE | 532,657 | 0 | 0 | ||
DENBURY RESOURCES INC | COMMON STOCK USD.001 | 247916208 | 483 | 235,411 | SH | SOLE | 235,411 | 0 | 0 | ||
DELUXE CORP | COMMON STOCK USD1.0 | 248019101 | 159 | 3,648 | SH | SOLE | 3,648 | 0 | 0 | ||
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 1,547 | 49,015 | SH | SOLE | 49,015 | 0 | 0 | ||
DEXCOM INC | COMMON STOCK USD.001 | 252131107 | 453 | 3,806 | SH | SOLE | 3,806 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COMMON STOCK USD.01 | 25278X109 | 374 | 3,680 | SH | SOLE | 3,680 | 0 | 0 | ||
DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 | 272 | 7,386 | SH | SOLE | 7,386 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 3,640 | 30,592 | SH | SOLE | 30,592 | 0 | 0 | ||
DILLARDS INC CL A | COMMON STOCK | 254067101 | 120 | 1,673 | SH | SOLE | 1,673 | 0 | 0 | ||
DIODES INC | COMMON STOCK USD.667 | 254543101 | 451 | 13,011 | SH | SOLE | 13,011 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 18,407 | 165,780 | SH | SOLE | 165,780 | 0 | 0 | ||
DISCOVERY INC A | COMMON STOCK USD.01 | 25470F104 | 274 | 10,126 | SH | SOLE | 10,126 | 0 | 0 | ||
DISH NETWORK CORP A | COMMON STOCK USD.01 | 25470M109 | 188 | 5,939 | SH | SOLE | 5,939 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 6,366 | 89,462 | SH | SOLE | 89,462 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 10,797 | 90,506 | SH | SOLE | 90,506 | 0 | 0 | ||
DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 | 310 | 2,951 | SH | SOLE | 2,951 | 0 | 0 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 2,292 | 29,903 | SH | SOLE | 29,903 | 0 | 0 | ||
DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 | 6,267 | 24,281 | SH | SOLE | 24,281 | 0 | 0 | ||
DOMTAR CORP | COMMON STOCK USD.01 | 257559203 | 194 | 3,911 | SH | SOLE | 3,911 | 0 | 0 | ||
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 2,629 | 29,844 | SH | SOLE | 29,844 | 0 | 0 | ||
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 2,270 | 56,153 | SH | SOLE | 56,153 | 0 | 0 | ||
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 2,721 | 29,005 | SH | SOLE | 29,005 | 0 | 0 | ||
DOWDUPONT INC | COMMON STOCK USD.01 | 26078J100 | 681,338 | 12,780,670 | SH | SOLE | 12,780,670 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 1,052 | 22,951 | SH | SOLE | 22,951 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 3,376 | 37,507 | SH | SOLE | 37,507 | 0 | 0 | ||
DUKE REALTY CORP | REIT USD.01 | 264411505 | 433 | 14,154 | SH | SOLE | 14,154 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 623 | 8,302 | SH | SOLE | 8,302 | 0 | 0 | ||
EQT CORP | COMMON STOCK | 26884L109 | 456 | 21,998 | SH | SOLE | 21,998 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 2,759 | 35,876 | SH | SOLE | 35,876 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,057 | 22,775 | SH | SOLE | 22,775 | 0 | 0 | ||
EAGLE MATERIALS INC | COMMON STOCK USD.01 | 26969P108 | 228 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 915 | 18,131 | SH | SOLE | 18,131 | 0 | 0 | ||
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 692 | 14,416 | SH | SOLE | 14,416 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 3,194 | 42,095 | SH | SOLE | 42,095 | 0 | 0 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 54 | 18,376 | SH | SOLE | 18,376 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 468 | 12,598 | SH | SOLE | 12,598 | 0 | 0 | ||
ECOLAB INC | COMMON STOCK USD1.0 | 278865100 | 565 | 3,201 | SH | SOLE | 3,201 | 0 | 0 | ||
EDGEWELL PERSONAL CARE CO | COMMON STOCK USD.01 | 28035Q102 | 235 | 5,362 | SH | SOLE | 5,362 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 2,694 | 43,515 | SH | SOLE | 43,515 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 | 631 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
EL PASO ELECTRIC CO | COMMON STOCK | 283677854 | 1,397 | 23,756 | SH | SOLE | 23,756 | 0 | 0 | ||
ELDORADO RESORTS INC | COMMON STOCK | 28470R102 | 318 | 6,805 | SH | SOLE | 6,805 | 0 | 0 | ||
ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 | 659 | 6,482 | SH | SOLE | 6,482 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 376 | 13,974 | SH | SOLE | 13,974 | 0 | 0 | ||
EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 | 8,791 | 120,288 | SH | SOLE | 120,288 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 704 | 13,942 | SH | SOLE | 13,942 | 0 | 0 | ||
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 817 | 11,933 | SH | SOLE | 11,933 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 1,175 | 12,303 | SH | SOLE | 12,303 | 0 | 0 | ||
ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 29261A100 | 515 | 8,818 | SH | SOLE | 8,818 | 0 | 0 | ||
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 232 | 5,166 | SH | SOLE | 5,166 | 0 | 0 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 995 | 15,266 | SH | SOLE | 15,266 | 0 | 0 | ||
ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 29357K103 | 557 | 24,413 | SH | SOLE | 24,413 | 0 | 0 | ||
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 2,553 | 71,522 | SH | SOLE | 71,522 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 124 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 293712105 | 369 | 9,047 | SH | SOLE | 9,047 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS A | COMMON STOCK USD.0001 | 29382R107 | 301 | 92,972 | SH | SOLE | 92,972 | 0 | 0 | ||
EQUINIX INC | REIT USD.001 | 29444U700 | 14,011 | 30,918 | SH | SOLE | 30,918 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORP | COMMON STOCK | 294600101 | 265 | 12,162 | SH | SOLE | 12,162 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 2,976 | 26,034 | SH | SOLE | 26,034 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 5,912 | 78,494 | SH | SOLE | 78,494 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 5,329 | 18,424 | SH | SOLE | 18,424 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC | COMMON STOCK USD.01 | 297602104 | 1,457 | 76,163 | SH | SOLE | 76,163 | 0 | 0 | ||
ETSY INC | COMMON STOCK USD.001 | 29786A106 | 1,628 | 24,222 | SH | SOLE | 24,222 | 0 | 0 | ||
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 924 | 6,483 | SH | SOLE | 6,483 | 0 | 0 | ||
EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 | 6,014 | 66,083 | SH | SOLE | 66,083 | 0 | 0 | ||
EVERGY INC | COMMON STOCK | 30034W106 | 99 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
EVERTEC INC | COMMON STOCK USD.01 | 30040P103 | 1,106 | 39,772 | SH | SOLE | 39,772 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 1,867 | 26,309 | SH | SOLE | 26,309 | 0 | 0 | ||
EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 30049A107 | 1,289 | 190,992 | SH | SOLE | 190,992 | 0 | 0 | ||
EXACT SCIENCES CORP | COMMON STOCK USD.01 | 30063P105 | 373 | 4,303 | SH | SOLE | 4,303 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 16,299 | 325,131 | SH | SOLE | 325,131 | 0 | 0 | ||
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 1,181 | 49,603 | SH | SOLE | 49,603 | 0 | 0 | ||
EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 | 219 | 1,841 | SH | SOLE | 1,841 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 233 | 3,067 | SH | SOLE | 3,067 | 0 | 0 | ||
EXTENDED STAY AMERICA INC | UNIT USD.01 | 30224P200 | 1,359 | 75,701 | SH | SOLE | 75,701 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 10,756 | 105,542 | SH | SOLE | 105,542 | 0 | 0 | ||
EXTERRAN CORP | COMMON STOCK USD.01 | 30227H106 | 315 | 18,673 | SH | SOLE | 18,673 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 1,994 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 07/24 2.875 | 302301AF3 | 1,121 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 15,759 | 195,039 | SH | SOLE | 195,039 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 2,144 | 45,054 | SH | SOLE | 45,054 | 0 | 0 | ||
FNB CORP | COMMON STOCK USD.01 | 302520101 | 307 | 28,948 | SH | SOLE | 28,948 | 0 | 0 | ||
FACEBOOK INC CLASS A | COMMON STOCK USD.000006 | 30303M102 | 39,397 | 236,349 | SH | SOLE | 236,349 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 5,046 | 20,325 | SH | SOLE | 20,325 | 0 | 0 | ||
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 5,274 | 19,416 | SH | SOLE | 19,416 | 0 | 0 | ||
FARFETCH LTD CLASS A | COMMON STOCK USD.04 | 30744W107 | 680 | 25,254 | SH | SOLE | 25,254 | 0 | 0 | ||
FASTENAL CO | COMMON STOCK USD.01 | 311900104 | 551 | 8,565 | SH | SOLE | 8,565 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 2,891 | 20,971 | SH | SOLE | 20,971 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 230 | 7,848 | SH | SOLE | 7,848 | 0 | 0 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 1,332 | 8,487 | SH | SOLE | 8,487 | 0 | 0 | ||
FIBROGEN INC | COMMON STOCK USD.01 | 31572Q808 | 862 | 15,860 | SH | SOLE | 15,860 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 4,052 | 35,823 | SH | SOLE | 35,823 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 31620R303 | 11,752 | 321,536 | SH | SOLE | 321,536 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 223 | 8,847 | SH | SOLE | 8,847 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 5,639 | 109,502 | SH | SOLE | 109,502 | 0 | 0 | ||
FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 | 2,154 | 187,947 | SH | SOLE | 187,947 | 0 | 0 | ||
FIRST DATA CORP CLASS A | COMMON STOCK USD.01 | 32008D106 | 4,781 | 182,000 | SH | SOLE | 182,000 | 0 | 0 | ||
FIRST FINANCIAL CORP/INDIANA | COMMON STOCK | 320218100 | 626 | 14,906 | SH | SOLE | 14,906 | 0 | 0 | ||
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 1,424 | 54,671 | SH | SOLE | 54,671 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 4,562 | 129,014 | SH | SOLE | 129,014 | 0 | 0 | ||
FIRST REPUBLIC BANK/CA | COMMON STOCK USD.01 | 33616C100 | 291 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
FIRSTCASH INC | COMMON STOCK USD.01 | 33767D105 | 3,149 | 36,407 | SH | SOLE | 36,407 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 4,635 | 52,501 | SH | SOLE | 52,501 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 1,237 | 29,739 | SH | SOLE | 29,739 | 0 | 0 | ||
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 1,848 | 34,982 | SH | SOLE | 34,982 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COMMON STOCK USD.001 | 339041105 | 293 | 1,189 | SH | SOLE | 1,189 | 0 | 0 | ||
FLUOR CORP | COMMON STOCK USD.01 | 343412102 | 450 | 12,221 | SH | SOLE | 12,221 | 0 | 0 | ||
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 314 | 14,726 | SH | SOLE | 14,726 | 0 | 0 | ||
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 168 | 3,715 | SH | SOLE | 3,715 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 4,345 | 71,693 | SH | SOLE | 71,693 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 1,575 | 179,368 | SH | SOLE | 179,368 | 0 | 0 | ||
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 7,530 | 89,671 | SH | SOLE | 89,671 | 0 | 0 | ||
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 5,525 | 116,053 | SH | SOLE | 116,053 | 0 | 0 | ||
FOX CORP CLASS A | COMMON STOCK USD.01 | 35137L105 | 214 | 5,832 | SH | SOLE | 5,832 | 0 | 0 | ||
FOX CORP CLASS B | COMMON STOCK USD.01 | 35137L204 | 58 | 1,611 | SH | SOLE | 1,611 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 96 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 935 | 72,500 | SH | SOLE | 72,500 | 0 | 0 | ||
FULTON FINANCIAL CORP | COMMON STOCK USD2.5 | 360271100 | 930 | 60,104 | SH | SOLE | 60,104 | 0 | 0 | ||
GATX CORP | COMMON STOCK USD.625 | 361448103 | 256 | 3,348 | SH | SOLE | 3,348 | 0 | 0 | ||
GEO GROUP INC/THE | REIT USD.01 | 36162J106 | 1,379 | 71,798 | SH | SOLE | 71,798 | 0 | 0 | ||
GDS HOLDINGS LTD ADR | ADR USD.0004 | 36165L108 | 550 | 15,409 | SH | SOLE | 15,409 | 0 | 0 | ||
GW PHARMACEUTICALS ADR | ADR | 36197T103 | 459 | 2,723 | SH | SOLE | 2,723 | 0 | 0 | ||
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 135 | 5,150 | SH | SOLE | 5,150 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 992 | 6,542 | SH | SOLE | 6,542 | 0 | 0 | ||
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 1,032 | 20,147 | SH | SOLE | 20,147 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 9,088 | 53,685 | SH | SOLE | 53,685 | 0 | 0 | ||
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 530 | 10,250 | SH | SOLE | 10,250 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 4,289 | 115,615 | SH | SOLE | 115,615 | 0 | 0 | ||
GENESEE WYOMING INC CL A | COMMON STOCK USD.01 | 371559105 | 611 | 7,011 | SH | SOLE | 7,011 | 0 | 0 | ||
GENTEX CORP | COMMON STOCK USD.06 | 371901109 | 3,133 | 151,516 | SH | SOLE | 151,516 | 0 | 0 | ||
GENOMIC HEALTH INC | COMMON STOCK USD.0001 | 37244C101 | 2,748 | 39,236 | SH | SOLE | 39,236 | 0 | 0 | ||
GENWORTH FINANCIAL INC CL A | COMMON STOCK USD.001 | 37247D106 | 606 | 158,287 | SH | SOLE | 158,287 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 1,755 | 26,997 | SH | SOLE | 26,997 | 0 | 0 | ||
GLOBAL BLOOD THERAPEUTICS IN | COMMON STOCK USD.001 | 37890U108 | 455 | 8,603 | SH | SOLE | 8,603 | 0 | 0 | ||
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 30 | 70,200 | SH | SOLE | 70,200 | 0 | 0 | ||
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 1,524 | 11,164 | SH | SOLE | 11,164 | 0 | 0 | ||
GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 379577208 | 1,441 | 29,171 | SH | SOLE | 29,171 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 8,739 | 45,519 | SH | SOLE | 45,519 | 0 | 0 | ||
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 198 | 10,900 | SH | SOLE | 10,900 | 0 | 0 | ||
GORMAN RUPP CO | COMMON STOCK | 383082104 | 486 | 14,321 | SH | SOLE | 14,321 | 0 | 0 | ||
GRACO INC | COMMON STOCK USD1.0 | 384109104 | 663 | 13,383 | SH | SOLE | 13,383 | 0 | 0 | ||
GRAHAM HOLDINGS CO CLASS B | COMMON STOCK USD1.0 | 384637104 | 139 | 203 | SH | SOLE | 203 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 3,194 | 10,614 | SH | SOLE | 10,614 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 358 | 16,770 | SH | SOLE | 16,770 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 2,520 | 79,780 | SH | SOLE | 79,780 | 0 | 0 | ||
GREEN DOT CORP CLASS A | COMMON STOCK USD.001 | 39304D102 | 639 | 10,533 | SH | SOLE | 10,533 | 0 | 0 | ||
GREENHILL CO INC | COMMON STOCK USD.01 | 395259104 | 314 | 14,585 | SH | SOLE | 14,585 | 0 | 0 | ||
GREIF INC CL A | COMMON STOCK | 397624107 | 89 | 2,157 | SH | SOLE | 2,157 | 0 | 0 | ||
GUESS INC | COMMON STOCK USD.01 | 401617105 | 335 | 17,073 | SH | SOLE | 17,073 | 0 | 0 | ||
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 3,506 | 26,892 | SH | SOLE | 26,892 | 0 | 0 | ||
HCP INC | REIT USD1.0 | 40414L109 | 3,199 | 102,207 | SH | SOLE | 102,207 | 0 | 0 | ||
HD SUPPLY HOLDINGS INC | COMMON STOCK USD.01 | 40416M105 | 971 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 328 | 11,077 | SH | SOLE | 11,077 | 0 | 0 | ||
HNI CORP | COMMON STOCK USD1.0 | 404251100 | 101 | 2,784 | SH | SOLE | 2,784 | 0 | 0 | ||
HP INC | COMMON STOCK USD.01 | 40434L105 | 285 | 14,690 | SH | SOLE | 14,690 | 0 | 0 | ||
HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 | 311 | 19,706 | SH | SOLE | 19,706 | 0 | 0 | ||
HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 | 2,250 | 25,725 | SH | SOLE | 25,725 | 0 | 0 | ||
HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 | 737 | 25,145 | SH | SOLE | 25,145 | 0 | 0 | ||
HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 410120109 | 307 | 7,611 | SH | SOLE | 7,611 | 0 | 0 | ||
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 152 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 312 | 2,737 | SH | SOLE | 2,737 | 0 | 0 | ||
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 121 | 3,392 | SH | SOLE | 3,392 | 0 | 0 | ||
HARRIS CORP | COMMON STOCK USD1.0 | 413875105 | 3,697 | 23,149 | SH | SOLE | 23,149 | 0 | 0 | ||
HARSCO CORP | COMMON STOCK USD1.25 | 415864107 | 1,086 | 53,889 | SH | SOLE | 53,889 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 938 | 18,875 | SH | SOLE | 18,875 | 0 | 0 | ||
HASBRO INC | COMMON STOCK USD.5 | 418056107 | 140 | 1,641 | SH | SOLE | 1,641 | 0 | 0 | ||
HAWAIIAN ELECTRIC INDS | COMMON STOCK | 419870100 | 200 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 700 | 26,681 | SH | SOLE | 26,681 | 0 | 0 | ||
HEALTHCARE SERVICES GROUP | COMMON STOCK USD.01 | 421906108 | 230 | 6,975 | SH | SOLE | 6,975 | 0 | 0 | ||
HEALTHCARE REALTY TRUST INC | REIT USD.01 | 421946104 | 353 | 10,982 | SH | SOLE | 10,982 | 0 | 0 | ||
HEALTH INSURANCE INNOVATIO A | COMMON STOCK USD.001 | 42225K106 | 354 | 13,194 | SH | SOLE | 13,194 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 3,827 | 40,336 | SH | SOLE | 40,336 | 0 | 0 | ||
HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 | 1,098 | 19,771 | SH | SOLE | 19,771 | 0 | 0 | ||
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 3,725 | 26,851 | SH | SOLE | 26,851 | 0 | 0 | ||
HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 | 7,861 | 68,455 | SH | SOLE | 68,455 | 0 | 0 | ||
HESS CORP | COMMON STOCK USD1.0 | 42809H107 | 470 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 | 2,369 | 153,500 | SH | SOLE | 153,500 | 0 | 0 | ||
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 2,619 | 55,995 | SH | SOLE | 55,995 | 0 | 0 | ||
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 932 | 8,804 | SH | SOLE | 8,804 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01 | 43300A203 | 515 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 298 | 6,049 | SH | SOLE | 6,049 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 221 | 4,560 | SH | SOLE | 4,560 | 0 | 0 | ||
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 300 | 17,069 | SH | SOLE | 17,069 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 33,635 | 175,285 | SH | SOLE | 175,285 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 14,212 | 89,429 | SH | SOLE | 89,429 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 273 | 10,377 | SH | SOLE | 10,377 | 0 | 0 | ||
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 3,029 | 160,290 | SH | SOLE | 160,290 | 0 | 0 | ||
HUBBELL INC | COMMON STOCK USD.01 | 443510607 | 2,508 | 21,256 | SH | SOLE | 21,256 | 0 | 0 | ||
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 1,095 | 6,589 | SH | SOLE | 6,589 | 0 | 0 | ||
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 2,288 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 2,116 | 20,891 | SH | SOLE | 20,891 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 161 | 12,673 | SH | SOLE | 12,673 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 5,000 | 24,132 | SH | SOLE | 24,132 | 0 | 0 | ||
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 1,643 | 10,827 | SH | SOLE | 10,827 | 0 | 0 | ||
ITT INC | COMMON STOCK USD1.0 | 45073V108 | 506 | 8,728 | SH | SOLE | 8,728 | 0 | 0 | ||
IBERIABANK CORP | COMMON STOCK USD1.0 | 450828108 | 1,327 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 268 | 23,371 | SH | SOLE | 23,371 | 0 | 0 | ||
IDACORP INC | COMMON STOCK | 451107106 | 489 | 4,908 | SH | SOLE | 4,908 | 0 | 0 | ||
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 18,121 | 119,424 | SH | SOLE | 119,424 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 251 | 1,122 | SH | SOLE | 1,122 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 1,150 | 8,009 | SH | SOLE | 8,009 | 0 | 0 | ||
ILLUMINA INC | COMMON STOCK USD.01 | 452327109 | 807 | 2,598 | SH | SOLE | 2,598 | 0 | 0 | ||
IMAX CORP | COMMON STOCK | 45245E109 | 801 | 35,314 | SH | SOLE | 35,314 | 0 | 0 | ||
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 601 | 6,985 | SH | SOLE | 6,985 | 0 | 0 | ||
INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 45378A106 | 515 | 47,766 | SH | SOLE | 47,766 | 0 | 0 | ||
INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 453838609 | 993 | 46,195 | SH | SOLE | 46,195 | 0 | 0 | ||
INFRAREIT INC | REIT USD.01 | 45685L100 | 2,965 | 141,400 | SH | SOLE | 141,400 | 0 | 0 | ||
INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 | 1,281 | 12,132 | SH | SOLE | 12,132 | 0 | 0 | ||
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 4,669 | 49,311 | SH | SOLE | 49,311 | 0 | 0 | ||
INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 457730109 | 654 | 11,515 | SH | SOLE | 11,515 | 0 | 0 | ||
INSPERITY INC | COMMON STOCK USD.01 | 45778Q107 | 436 | 3,527 | SH | SOLE | 3,527 | 0 | 0 | ||
INNOVIVA INC | COMMON STOCK | 45781M101 | 1,608 | 114,626 | SH | SOLE | 114,626 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC | COMMON STOCK USD.001 | 458118106 | 2,576 | 52,585 | SH | SOLE | 52,585 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 9,600 | 178,766 | SH | SOLE | 178,766 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 2,391 | 31,706 | SH | SOLE | 31,706 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 8,292 | 108,907 | SH | SOLE | 108,907 | 0 | 0 | ||
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 719 | 46,903 | SH | SOLE | 46,903 | 0 | 0 | ||
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 235 | 3,567 | SH | SOLE | 3,567 | 0 | 0 | ||
INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 459044103 | 45 | 1,186 | SH | SOLE | 1,186 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 2,702 | 19,147 | SH | SOLE | 19,147 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 370 | 8,003 | SH | SOLE | 8,003 | 0 | 0 | ||
INTL SPEEDWAY CORP CL A | COMMON STOCK USD.01 | 460335201 | 74 | 1,689 | SH | SOLE | 1,689 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 111 | 5,303 | SH | SOLE | 5,303 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 | 3,651 | 6,398 | SH | SOLE | 6,398 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 1,312 | 5,019 | SH | SOLE | 5,019 | 0 | 0 | ||
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 2,042 | 172,279 | SH | SOLE | 172,279 | 0 | 0 | ||
INVESTORS REAL ESTATE TRUST | REIT | 461730509 | 422 | 7,043 | SH | SOLE | 7,043 | 0 | 0 | ||
INVITAE CORP | COMMON STOCK USD.0001 | 46185L103 | 614 | 26,209 | SH | SOLE | 26,209 | 0 | 0 | ||
INVITATION HOMES INC | REIT USD.01 | 46187W107 | 2,518 | 103,500 | SH | SOLE | 103,500 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 97 | 6,683 | SH | SOLE | 6,683 | 0 | 0 | ||
IOVANCE BIOTHERAPEUTICS INC | COMMON STOCK USD.000041666 | 462260100 | 360 | 37,870 | SH | SOLE | 37,870 | 0 | 0 | ||
IRADIMED CORP | COMMON STOCK USD.0001 | 46266A109 | 418 | 14,876 | SH | SOLE | 14,876 | 0 | 0 | ||
IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 | 1,362 | 9,469 | SH | SOLE | 9,469 | 0 | 0 | ||
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 872 | 24,587 | SH | SOLE | 24,587 | 0 | 0 | ||
ISHARES MSCI WORLD ETF | ISHARES MSCI WORLD ETF | 464286392 | 762 | 8,585 | SH | SOLE | 8,585 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 63,687 | 1,483,847 | SH | SOLE | 1,483,847 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 12,190 | 187,949 | SH | SOLE | 187,949 | 0 | 0 | ||
ISHARES CORE SP MID CAP ETF | ISHARES CORE S+P MIDCAP ETF | 464287507 | 4,864 | 25,681 | SH | SOLE | 25,681 | 0 | 0 | ||
JBG SMITH PROPERTIES | REIT USD.01 | 46590V100 | 294 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 46,312 | 457,491 | SH | SOLE | 457,491 | 0 | 0 | ||
JABIL INC | COMMON STOCK USD.001 | 466313103 | 316 | 11,897 | SH | SOLE | 11,897 | 0 | 0 | ||
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 165 | 2,041 | SH | SOLE | 2,041 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK USD1.0 | 469814107 | 385 | 5,118 | SH | SOLE | 5,118 | 0 | 0 | ||
JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 47233W109 | 208 | 11,069 | SH | SOLE | 11,069 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 477143101 | 374 | 22,859 | SH | SOLE | 22,859 | 0 | 0 | ||
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 39,492 | 282,513 | SH | SOLE | 282,513 | 0 | 0 | ||
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 4,482 | 29,071 | SH | SOLE | 29,071 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 3,842 | 44,364 | SH | SOLE | 44,364 | 0 | 0 | ||
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 165 | 6,217 | SH | SOLE | 6,217 | 0 | 0 | ||
KBR INC | COMMON STOCK USD.001 | 48242W106 | 200 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 4,000 | 33,496 | SH | SOLE | 33,496 | 0 | 0 | ||
KLX ENERGY SERVICES HOLDING | COMMON STOCK USD.01 | 48253L106 | 375 | 14,898 | SH | SOLE | 14,898 | 0 | 0 | ||
K12 INC | COMMON STOCK USD.0001 | 48273U102 | 1,830 | 53,632 | SH | SOLE | 53,632 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 207 | 1,783 | SH | SOLE | 1,783 | 0 | 0 | ||
KB HOME | COMMON STOCK USD1.0 | 48666K109 | 2,418 | 100,037 | SH | SOLE | 100,037 | 0 | 0 | ||
KELLOGG CO | COMMON STOCK USD.25 | 487836108 | 529 | 9,219 | SH | SOLE | 9,219 | 0 | 0 | ||
KEMET CORP | COMMON STOCK USD.01 | 488360207 | 419 | 24,677 | SH | SOLE | 24,677 | 0 | 0 | ||
KEMPER CORP | COMMON STOCK USD.1 | 488401100 | 1,942 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
KENNAMETAL INC | COMMON STOCK USD1.25 | 489170100 | 183 | 4,990 | SH | SOLE | 4,990 | 0 | 0 | ||
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 247 | 15,665 | SH | SOLE | 15,665 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES IN | COMMON STOCK | 49338L103 | 531 | 6,087 | SH | SOLE | 6,087 | 0 | 0 | ||
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 937 | 26,677 | SH | SOLE | 26,677 | 0 | 0 | ||
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 2,697 | 35,499 | SH | SOLE | 35,499 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2,257 | 18,218 | SH | SOLE | 18,218 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 4,183 | 226,102 | SH | SOLE | 226,102 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 6,113 | 305,522 | SH | SOLE | 305,522 | 0 | 0 | ||
KNOLL INC | COMMON STOCK USD.01 | 498904200 | 1,001 | 52,949 | SH | SOLE | 52,949 | 0 | 0 | ||
KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.001 | 499049104 | 1,318 | 40,328 | SH | SOLE | 40,328 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 2,771 | 40,298 | SH | SOLE | 40,298 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 3,538 | 143,813 | SH | SOLE | 143,813 | 0 | 0 | ||
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 109 | 3,935 | SH | SOLE | 3,935 | 0 | 0 | ||
LSC COMMUNICATIONS INC | COMMON STOCK USD.01 | 50218P107 | 1,794 | 274,700 | SH | SOLE | 274,700 | 0 | 0 | ||
L3 TECHNOLOGIES INC | COMMON STOCK USD.01 | 502413107 | 213 | 1,033 | SH | SOLE | 1,033 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 1,244 | 37,696 | SH | SOLE | 37,696 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 226 | 1,476 | SH | SOLE | 1,476 | 0 | 0 | ||
LADENBURG THALMANN FINANCIAL | COMMON STOCK USD.0001 | 50575Q102 | 198 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 4,972 | 27,773 | SH | SOLE | 27,773 | 0 | 0 | ||
LAMAR ADVERTISING CO A | REIT USD.001 | 512816109 | 525 | 6,618 | SH | SOLE | 6,618 | 0 | 0 | ||
LANCASTER COLONY CORP | COMMON STOCK | 513847103 | 118 | 756 | SH | SOLE | 756 | 0 | 0 | ||
LANDS END INC | COMMON STOCK USD.01 | 51509F105 | 349 | 21,021 | SH | SOLE | 21,021 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 3,674 | 33,582 | SH | SOLE | 33,582 | 0 | 0 | ||
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 301 | 38,259 | SH | SOLE | 38,259 | 0 | 0 | ||
LANTHEUS HOLDINGS INC | COMMON STOCK USD.01 | 516544103 | 377 | 15,410 | SH | SOLE | 15,410 | 0 | 0 | ||
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 18,245 | 110,209 | SH | SOLE | 110,209 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 2,742 | 20,203 | SH | SOLE | 20,203 | 0 | 0 | ||
LEGGETT PLATT INC | COMMON STOCK USD.01 | 524660107 | 84 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
LEGG MASON INC | COMMON STOCK USD.1 | 524901105 | 1,599 | 58,410 | SH | SOLE | 58,410 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 | 719 | 11,218 | SH | SOLE | 11,218 | 0 | 0 | ||
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 1,212 | 39,093 | SH | SOLE | 39,093 | 0 | 0 | ||
LENDINGTREE INC | COMMON STOCK USD.01 | 52603B107 | 246 | 700 | SH | SOLE | 700 | 0 | 0 | ||
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 398 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 7,065 | 26,720 | SH | SOLE | 26,720 | 0 | 0 | ||
LIBERTY OILFIELD SERVICES A | COMMON STOCK | 53115L104 | 473 | 30,726 | SH | SOLE | 30,726 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 3,098 | 63,985 | SH | SOLE | 63,985 | 0 | 0 | ||
LIBERTY MEDIA COR SIRIUSXM C | TRACKING STK USD.01 | 531229607 | 2,930 | 76,615 | SH | SOLE | 76,615 | 0 | 0 | ||
LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 531229854 | 1,396 | 39,828 | SH | SOLE | 39,828 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 2,828 | 22,497 | SH | SOLE | 22,497 | 0 | 0 | ||
LIFE STORAGE INC | REIT USD.01 | 53223X107 | 1,626 | 16,715 | SH | SOLE | 16,715 | 0 | 0 | ||
ELI LILLY CO | COMMON STOCK | 532457108 | 9,042 | 69,683 | SH | SOLE | 69,683 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 533900106 | 2,359 | 28,125 | SH | SOLE | 28,125 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 920 | 15,667 | SH | SOLE | 15,667 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01 | 538034109 | 751 | 11,818 | SH | SOLE | 11,818 | 0 | 0 | ||
LIVENT CORP W/I | COMMON STOCK USD.001 | 53814L108 | 413 | 33,592 | SH | SOLE | 33,592 | 0 | 0 | ||
LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 53815P108 | 364 | 6,674 | SH | SOLE | 6,674 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 539830109 | 1,291 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
LOEWS CORP | COMMON STOCK USD.01 | 540424108 | 393 | 8,203 | SH | SOLE | 8,203 | 0 | 0 | ||
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 926 | 11,564 | SH | SOLE | 11,564 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 5,049 | 207,080 | SH | SOLE | 207,080 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 3,144 | 28,722 | SH | SOLE | 28,722 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 55024U109 | 864 | 15,277 | SH | SOLE | 15,277 | 0 | 0 | ||
M T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 641 | 4,080 | SH | SOLE | 4,080 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 3,862 | 292,818 | SH | SOLE | 292,818 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 552953101 | 429 | 16,716 | SH | SOLE | 16,716 | 0 | 0 | ||
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1,822 | 56,486 | SH | SOLE | 56,486 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 765 | 28,729 | SH | SOLE | 28,729 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 1,166 | 12,528 | SH | SOLE | 12,528 | 0 | 0 | ||
MSA SAFETY INC | COMMON STOCK | 553498106 | 299 | 2,896 | SH | SOLE | 2,896 | 0 | 0 | ||
MSC INDUSTRIAL DIRECT CO A | COMMON STOCK USD.001 | 553530106 | 422 | 5,106 | SH | SOLE | 5,106 | 0 | 0 | ||
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 8,635 | 43,426 | SH | SOLE | 43,426 | 0 | 0 | ||
MACK CALI REALTY CORP | REIT USD.01 | 554489104 | 288 | 12,985 | SH | SOLE | 12,985 | 0 | 0 | ||
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 124 | 5,170 | SH | SOLE | 5,170 | 0 | 0 | ||
MAMMOTH ENERGY SERVICES INC | COMMON STOCK USD.01 | 56155L108 | 271 | 16,264 | SH | SOLE | 16,264 | 0 | 0 | ||
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 1,027 | 18,638 | SH | SOLE | 18,638 | 0 | 0 | ||
MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 | 944 | 479,100 | SH | SOLE | 479,100 | 0 | 0 | ||
MANPOWERGROUP INC | COMMON STOCK USD.01 | 56418H100 | 441 | 5,333 | SH | SOLE | 5,333 | 0 | 0 | ||
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 435 | 26,041 | SH | SOLE | 26,041 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK USD.01 | 56585A102 | 14,628 | 244,412 | SH | SOLE | 244,412 | 0 | 0 | ||
MARCUS MILLICHAP INC | COMMON STOCK USD.0001 | 566324109 | 879 | 21,585 | SH | SOLE | 21,585 | 0 | 0 | ||
MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 57060D108 | 781 | 3,173 | SH | SOLE | 3,173 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 747 | 7,990 | SH | SOLE | 7,990 | 0 | 0 | ||
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 13,120 | 139,726 | SH | SOLE | 139,726 | 0 | 0 | ||
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 3,072 | 24,555 | SH | SOLE | 24,555 | 0 | 0 | ||
MARTIN MARIETTA MATERIALS | COMMON STOCK USD.01 | 573284106 | 643 | 3,196 | SH | SOLE | 3,196 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 1,630 | 41,468 | SH | SOLE | 41,468 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 1,425 | 10,304 | SH | SOLE | 10,304 | 0 | 0 | ||
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 2,315 | 46,398 | SH | SOLE | 46,398 | 0 | 0 | ||
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 1,294 | 26,912 | SH | SOLE | 26,912 | 0 | 0 | ||
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 31,715 | 134,699 | SH | SOLE | 134,699 | 0 | 0 | ||
MATADOR RESOURCES CO | COMMON STOCK USD.01 | 576485205 | 311 | 16,083 | SH | SOLE | 16,083 | 0 | 0 | ||
MATERION CORP | COMMON STOCK | 576690101 | 446 | 7,815 | SH | SOLE | 7,815 | 0 | 0 | ||
MATSON INC | COMMON STOCK | 57686G105 | 836 | 23,161 | SH | SOLE | 23,161 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS | COMMON STOCK USD.001 | 57772K101 | 851 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
MAXIMUS INC | COMMON STOCK | 577933104 | 2,543 | 35,823 | SH | SOLE | 35,823 | 0 | 0 | ||
MCCORMICK CO NON VTG SHRS | COMMON STOCK | 579780206 | 452 | 3,002 | SH | SOLE | 3,002 | 0 | 0 | ||
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037703 | 1,542 | 207,269 | SH | SOLE | 207,269 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 9,528 | 50,172 | SH | SOLE | 50,172 | 0 | 0 | ||
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 1,222 | 10,441 | SH | SOLE | 10,441 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 5,825 | 314,711 | SH | SOLE | 314,711 | 0 | 0 | ||
MEDIFAST INC | COMMON STOCK USD.001 | 58470H101 | 348 | 2,725 | SH | SOLE | 2,725 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 205 | 7,561 | SH | SOLE | 7,561 | 0 | 0 | ||
MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 58506Q109 | 577 | 9,781 | SH | SOLE | 9,781 | 0 | 0 | ||
MERCK CO INC | COMMON STOCK USD.5 | 58933Y105 | 31,312 | 376,480 | SH | SOLE | 376,480 | 0 | 0 | ||
MERCURY GENERAL CORP | COMMON STOCK | 589400100 | 115 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
MEREDITH CORP | COMMON STOCK USD1.0 | 589433101 | 1,193 | 21,586 | SH | SOLE | 21,586 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 4,809 | 112,973 | SH | SOLE | 112,973 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 9,296 | 12,858 | SH | SOLE | 12,858 | 0 | 0 | ||
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 1,283 | 112,342 | SH | SOLE | 112,342 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 98,140 | 832,118 | SH | SOLE | 832,118 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 1,714 | 41,461 | SH | SOLE | 41,461 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 3,219 | 29,442 | SH | SOLE | 29,442 | 0 | 0 | ||
MILACRON HOLDINGS CORP | COMMON STOCK USD.01 | 59870L106 | 471 | 41,596 | SH | SOLE | 41,596 | 0 | 0 | ||
HERMAN MILLER INC | COMMON STOCK USD.2 | 600544100 | 143 | 4,056 | SH | SOLE | 4,056 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 2,888 | 49,131 | SH | SOLE | 49,131 | 0 | 0 | ||
MOELIS CO CLASS A | COMMON STOCK USD.01 | 60786M105 | 1,200 | 28,829 | SH | SOLE | 28,829 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 1,292 | 9,104 | SH | SOLE | 9,104 | 0 | 0 | ||
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 1,196 | 20,046 | SH | SOLE | 20,046 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 13,844 | 277,324 | SH | SOLE | 277,324 | 0 | 0 | ||
MONMOUTH REAL ESTATE INV COR | REIT USD.01 | 609720107 | 1,969 | 149,383 | SH | SOLE | 149,383 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 450 | 22,627 | SH | SOLE | 22,627 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 3,129 | 57,327 | SH | SOLE | 57,327 | 0 | 0 | ||
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 6,926 | 38,245 | SH | SOLE | 38,245 | 0 | 0 | ||
MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 | 1,433 | 16,485 | SH | SOLE | 16,485 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 6,113 | 144,860 | SH | SOLE | 144,860 | 0 | 0 | ||
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 251 | 9,175 | SH | SOLE | 9,175 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 232 | 1,654 | SH | SOLE | 1,654 | 0 | 0 | ||
MR COOPER GROUP INC | COMMON STOCK USD.01 | 62482R107 | 502 | 52,315 | SH | SOLE | 52,315 | 0 | 0 | ||
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 514 | 17,541 | SH | SOLE | 17,541 | 0 | 0 | ||
MURPHY USA INC | COMMON STOCK | 626755102 | 186 | 2,175 | SH | SOLE | 2,175 | 0 | 0 | ||
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 859 | 25,865 | SH | SOLE | 25,865 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 858 | 139,252 | SH | SOLE | 139,252 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 328 | 12,026 | SH | SOLE | 12,026 | 0 | 0 | ||
NIC INC | COMMON STOCK | 62914B100 | 1,346 | 78,740 | SH | SOLE | 78,740 | 0 | 0 | ||
NMI HOLDINGS INC CLASS A | COMMON STOCK USD.01 | 629209305 | 469 | 18,117 | SH | SOLE | 18,117 | 0 | 0 | ||
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 258 | 6,084 | SH | SOLE | 6,084 | 0 | 0 | ||
NVR INC | COMMON STOCK USD.01 | 62944T105 | 761 | 275 | SH | SOLE | 275 | 0 | 0 | ||
NANOMETRICS INC | COMMON STOCK | 630077105 | 1,901 | 61,572 | SH | SOLE | 61,572 | 0 | 0 | ||
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 96 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
NATERA INC | COMMON STOCK USD.0001 | 632307104 | 600 | 29,087 | SH | SOLE | 29,087 | 0 | 0 | ||
NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 635017106 | 577 | 10,003 | SH | SOLE | 10,003 | 0 | 0 | ||
NATIONAL CINEMEDIA INC | COMMON STOCK USD.01 | 635309107 | 347 | 49,165 | SH | SOLE | 49,165 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 3,759 | 61,660 | SH | SOLE | 61,660 | 0 | 0 | ||
NATL HEALTH INVESTORS INC | REIT USD.01 | 63633D104 | 1,764 | 22,458 | SH | SOLE | 22,458 | 0 | 0 | ||
NATIONAL INSTRUMENTS CORP | COMMON STOCK USD.01 | 636518102 | 535 | 12,064 | SH | SOLE | 12,064 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 2,028 | 36,619 | SH | SOLE | 36,619 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 1,250 | 43,843 | SH | SOLE | 43,843 | 0 | 0 | ||
NAVIGATORS GROUP INC | COMMON STOCK USD.1 | 638904102 | 2,278 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
NAVIENT CORP | COMMON STOCK USD.01 | 63938C108 | 186 | 16,080 | SH | SOLE | 16,080 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 4,993 | 72,001 | SH | SOLE | 72,001 | 0 | 0 | ||
NETFLIX INC | COMMON STOCK USD.001 | 64110L106 | 14,017 | 39,313 | SH | SOLE | 39,313 | 0 | 0 | ||
NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 64115T104 | 219 | 7,799 | SH | SOLE | 7,799 | 0 | 0 | ||
NEW ORIENTAL EDUCATIO SP ADR | ADR USD.01 | 647581107 | 729 | 8,090 | SH | SOLE | 8,090 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 2,765 | 163,536 | SH | SOLE | 163,536 | 0 | 0 | ||
NEW RELIC INC | COMMON STOCK USD.001 | 64829B100 | 1,351 | 13,692 | SH | SOLE | 13,692 | 0 | 0 | ||
NEW YORK COMMUNITY BANCORP | COMMON STOCK USD.01 | 649445103 | 277 | 23,900 | SH | SOLE | 23,900 | 0 | 0 | ||
NEW YORK TIMES CO A | COMMON STOCK USD.1 | 650111107 | 273 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 222 | 14,492 | SH | SOLE | 14,492 | 0 | 0 | ||
NEWMARKET CORP | COMMON STOCK | 651587107 | 240 | 554 | SH | SOLE | 554 | 0 | 0 | ||
NEWMONT GOLDCORP CORP | COMMON STOCK USD1.6 | 651639106 | 550 | 15,368 | SH | SOLE | 15,368 | 0 | 0 | ||
NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 | 1,338 | 107,560 | SH | SOLE | 107,560 | 0 | 0 | ||
NEWS CORP CLASS B | COMMON STOCK | 65249B208 | 1,068 | 85,496 | SH | SOLE | 85,496 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC CL A | COMMON STOCK USD.01 | 65336K103 | 3,929 | 36,257 | SH | SOLE | 36,257 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 3,350 | 17,327 | SH | SOLE | 17,327 | 0 | 0 | ||
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 689 | 17,971 | SH | SOLE | 17,971 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK | 654106103 | 12,887 | 153,036 | SH | SOLE | 153,036 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 545 | 4,110 | SH | SOLE | 4,110 | 0 | 0 | ||
NORDSTROM INC | COMMON STOCK | 655664100 | 70 | 1,568 | SH | SOLE | 1,568 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 2,465 | 13,191 | SH | SOLE | 13,191 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 1,055 | 11,674 | SH | SOLE | 11,674 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 666807102 | 863 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
NORTHSTAR REALTY EUROPE CORP | REIT USD.01 | 66706L101 | 686 | 39,497 | SH | SOLE | 39,497 | 0 | 0 | ||
NORTHWEST NATURAL HOLDING CO | COMMON STOCK | 66765N105 | 957 | 14,580 | SH | SOLE | 14,580 | 0 | 0 | ||
NORTHWESTERN CORP | COMMON STOCK USD.01 | 668074305 | 341 | 4,843 | SH | SOLE | 4,843 | 0 | 0 | ||
NOW INC | COMMON STOCK USD.01 | 67011P100 | 121 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 67018T105 | 219 | 4,578 | SH | SOLE | 4,578 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 274 | 4,704 | SH | SOLE | 4,704 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 6,516 | 36,289 | SH | SOLE | 36,289 | 0 | 0 | ||
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 762 | 13,416 | SH | SOLE | 13,416 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 795 | 18,438 | SH | SOLE | 18,438 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 9,525 | 24,531 | SH | SOLE | 24,531 | 0 | 0 | ||
OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 | 1,014 | 51,224 | SH | SOLE | 51,224 | 0 | 0 | ||
OAKTREE CAPITAL GROUP LLC | MLP | 674001201 | 7,587 | 152,800 | SH | SOLE | 152,800 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 1,581 | 23,881 | SH | SOLE | 23,881 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 4,931 | 34,153 | SH | SOLE | 34,153 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 | 435 | 20,793 | SH | SOLE | 20,793 | 0 | 0 | ||
OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 680277100 | 415 | 32,925 | SH | SOLE | 32,925 | 0 | 0 | ||
OLIN CORP | COMMON STOCK USD1.0 | 680665205 | 419 | 18,114 | SH | SOLE | 18,114 | 0 | 0 | ||
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 124 | 1,699 | SH | SOLE | 1,699 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 964 | 25,275 | SH | SOLE | 25,275 | 0 | 0 | ||
OMNOVA SOLUTIONS INC | COMMON STOCK USD.1 | 682129101 | 472 | 67,302 | SH | SOLE | 67,302 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 682189105 | 1,295 | 62,932 | SH | SOLE | 62,932 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 1,873 | 21,034 | SH | SOLE | 21,034 | 0 | 0 | ||
ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 682406103 | 1,008 | 34,744 | SH | SOLE | 34,744 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 4,279 | 79,677 | SH | SOLE | 79,677 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 613 | 55,011 | SH | SOLE | 55,011 | 0 | 0 | ||
OSHKOSH CORP | COMMON STOCK USD.01 | 688239201 | 5,061 | 67,368 | SH | SOLE | 67,368 | 0 | 0 | ||
OWENS MINOR INC | COMMON STOCK USD2.0 | 690732102 | 281 | 68,624 | SH | SOLE | 68,624 | 0 | 0 | ||
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 260 | 13,716 | SH | SOLE | 13,716 | 0 | 0 | ||
PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 69318G106 | 413 | 13,249 | SH | SOLE | 13,249 | 0 | 0 | ||
PDL BIOPHARMA INC | COMMON STOCK USD.01 | 69329Y104 | 1,151 | 309,526 | SH | SOLE | 309,526 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 777 | 6,333 | SH | SOLE | 6,333 | 0 | 0 | ||
PNM RESOURCES INC | COMMON STOCK | 69349H107 | 344 | 7,277 | SH | SOLE | 7,277 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 6,902 | 61,146 | SH | SOLE | 61,146 | 0 | 0 | ||
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 431 | 13,566 | SH | SOLE | 13,566 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 653 | 5,925 | SH | SOLE | 5,925 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 5,928 | 37,798 | SH | SOLE | 37,798 | 0 | 0 | ||
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 1,098 | 9,002 | SH | SOLE | 9,002 | 0 | 0 | ||
PTC THERAPEUTICS INC | COMMON STOCK USD.001 | 69366J200 | 442 | 11,741 | SH | SOLE | 11,741 | 0 | 0 | ||
PTC INC | COMMON STOCK USD.01 | 69370C100 | 556 | 6,034 | SH | SOLE | 6,034 | 0 | 0 | ||
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 5,303 | 77,825 | SH | SOLE | 77,825 | 0 | 0 | ||
PACIFIC BIOSCIENCES OF CALIF | COMMON STOCK USD.0001 | 69404D108 | 610 | 84,403 | SH | SOLE | 84,403 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 12,252 | 123,288 | SH | SOLE | 123,288 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 1,580 | 42,022 | SH | SOLE | 42,022 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COMMON STOCK USD.0001 | 697435105 | 578 | 2,379 | SH | SOLE | 2,379 | 0 | 0 | ||
PAMPA ENERGIA SA SPON ADR | ADR | 697660207 | 1,083 | 39,292 | SH | SOLE | 39,292 | 0 | 0 | ||
PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 698813102 | 187 | 3,532 | SH | SOLE | 3,532 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COMMON STOCK USD.01 | 69888T207 | 1,084 | 60,880 | SH | SOLE | 60,880 | 0 | 0 | ||
PARK NATIONAL CORP | COMMON STOCK | 700658107 | 454 | 4,790 | SH | SOLE | 4,790 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 8,130 | 47,371 | SH | SOLE | 47,371 | 0 | 0 | ||
PARSLEY ENERGY INC CLASS A | COMMON STOCK USD.01 | 701877102 | 217 | 11,220 | SH | SOLE | 11,220 | 0 | 0 | ||
PATTERSON COS INC | COMMON STOCK USD.01 | 703395103 | 209 | 9,544 | SH | SOLE | 9,544 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 | 581 | 41,444 | SH | SOLE | 41,444 | 0 | 0 | ||
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 1,931 | 24,072 | SH | SOLE | 24,072 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 5,530 | 53,253 | SH | SOLE | 53,253 | 0 | 0 | ||
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 3,932 | 138,806 | SH | SOLE | 138,806 | 0 | 0 | ||
PENN NATIONAL GAMING INC | COMMON STOCK USD.01 | 707569109 | 251 | 12,507 | SH | SOLE | 12,507 | 0 | 0 | ||
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 148 | 99,200 | SH | SOLE | 99,200 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 13,960 | 113,913 | SH | SOLE | 113,913 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 | 1,060 | 26,731 | SH | SOLE | 26,731 | 0 | 0 | ||
PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 | 125 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
PERSPECTA INC | COMMON STOCK USD.01 | 715347100 | 231 | 11,410 | SH | SOLE | 11,410 | 0 | 0 | ||
PETMED EXPRESS INC | COMMON STOCK USD.001 | 716382106 | 704 | 30,904 | SH | SOLE | 30,904 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 3,089 | 72,733 | SH | SOLE | 72,733 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 71742Q106 | 534 | 16,182 | SH | SOLE | 16,182 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 12,324 | 139,425 | SH | SOLE | 139,425 | 0 | 0 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 6,278 | 65,962 | SH | SOLE | 65,962 | 0 | 0 | ||
PHYSICIANS REALTY TRUST | REIT USD.01 | 71943U104 | 2,011 | 106,895 | SH | SOLE | 106,895 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 720190206 | 1,145 | 54,910 | SH | SOLE | 54,910 | 0 | 0 | ||
PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 72346Q104 | 468 | 8,552 | SH | SOLE | 8,552 | 0 | 0 | ||
PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 | 246 | 2,570 | SH | SOLE | 2,570 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01 | 723787107 | 1,016 | 6,669 | SH | SOLE | 6,669 | 0 | 0 | ||
PITNEY BOWES INC | COMMON STOCK USD1.0 | 724479100 | 97 | 14,118 | SH | SOLE | 14,118 | 0 | 0 | ||
PLANTRONICS INC | COMMON STOCK USD.01 | 727493108 | 567 | 12,297 | SH | SOLE | 12,297 | 0 | 0 | ||
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 994 | 33,916 | SH | SOLE | 33,916 | 0 | 0 | ||
POOL CORP | COMMON STOCK USD.001 | 73278L105 | 554 | 3,356 | SH | SOLE | 3,356 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 1,191 | 22,853 | SH | SOLE | 22,853 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 2,549 | 23,297 | SH | SOLE | 23,297 | 0 | 0 | ||
POTLATCHDELTIC CORP | REIT USD1.0 | 737630103 | 285 | 7,547 | SH | SOLE | 7,547 | 0 | 0 | ||
PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 74112D101 | 2,050 | 68,555 | SH | SOLE | 68,555 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 319 | 3,185 | SH | SOLE | 3,185 | 0 | 0 | ||
PRIMERICA INC | COMMON STOCK | 74164M108 | 4,103 | 33,587 | SH | SOLE | 33,587 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 335 | 6,684 | SH | SOLE | 6,684 | 0 | 0 | ||
PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 | 23,873 | 229,440 | SH | SOLE | 229,440 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 1,178 | 26,549 | SH | SOLE | 26,549 | 0 | 0 | ||
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 6,364 | 88,285 | SH | SOLE | 88,285 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 8,978 | 124,781 | SH | SOLE | 124,781 | 0 | 0 | ||
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 262 | 2,157 | SH | SOLE | 2,157 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 743606105 | 456 | 6,607 | SH | SOLE | 6,607 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 11,366 | 123,708 | SH | SOLE | 123,708 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 405 | 6,822 | SH | SOLE | 6,822 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 7,200 | 33,060 | SH | SOLE | 33,060 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 3,494 | 124,970 | SH | SOLE | 124,970 | 0 | 0 | ||
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 135 | 17,307 | SH | SOLE | 17,307 | 0 | 0 | ||
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 209 | 2,917 | SH | SOLE | 2,917 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 1,945 | 34,105 | SH | SOLE | 34,105 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 2,813 | 33,999 | SH | SOLE | 33,999 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 617 | 16,347 | SH | SOLE | 16,347 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 157 | 1,741 | SH | SOLE | 1,741 | 0 | 0 | ||
QUIDEL CORP | COMMON STOCK USD.001 | 74838J101 | 461 | 7,045 | SH | SOLE | 7,045 | 0 | 0 | ||
RH | COMMON STOCK USD.0001 | 74967X103 | 362 | 3,514 | SH | SOLE | 3,514 | 0 | 0 | ||
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 618 | 10,654 | SH | SOLE | 10,654 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 4,776 | 230,267 | SH | SOLE | 230,267 | 0 | 0 | ||
RADIANT LOGISTICS INC | COMMON STOCK USD.001 | 75025X100 | 694 | 110,152 | SH | SOLE | 110,152 | 0 | 0 | ||
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 1,468 | 11,319 | SH | SOLE | 11,319 | 0 | 0 | ||
RANGE RESOURCES CORP | COMMON STOCK USD.01 | 75281A109 | 261 | 23,177 | SH | SOLE | 23,177 | 0 | 0 | ||
RAPID7 INC | COMMON STOCK USD.01 | 753422104 | 692 | 13,672 | SH | SOLE | 13,672 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 82 | 1,017 | SH | SOLE | 1,017 | 0 | 0 | ||
RAYONIER INC | REIT | 754907103 | 363 | 11,527 | SH | SOLE | 11,527 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 9,011 | 49,491 | SH | SOLE | 49,491 | 0 | 0 | ||
REALOGY HOLDINGS CORP | COMMON STOCK USD.01 | 75605Y106 | 147 | 12,858 | SH | SOLE | 12,858 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 3,241 | 44,053 | SH | SOLE | 44,053 | 0 | 0 | ||
REATA PHARMACEUTICALS INC A | COMMON STOCK USD.001 | 75615P103 | 372 | 4,350 | SH | SOLE | 4,350 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 4,246 | 23,241 | SH | SOLE | 23,241 | 0 | 0 | ||
REGAL BELOIT CORP | COMMON STOCK USD.01 | 758750103 | 271 | 3,314 | SH | SOLE | 3,314 | 0 | 0 | ||
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 4,624 | 68,519 | SH | SOLE | 68,519 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 | 538 | 1,311 | SH | SOLE | 1,311 | 0 | 0 | ||
REGENXBIO INC | COMMON STOCK USD.0001 | 75901B107 | 1,032 | 18,003 | SH | SOLE | 18,003 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 5,552 | 392,349 | SH | SOLE | 392,349 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 759351604 | 692 | 4,873 | SH | SOLE | 4,873 | 0 | 0 | ||
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 5,883 | 65,173 | SH | SOLE | 65,173 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COMMON STOCK USD.0001 | 75972A301 | 341 | 15,525 | SH | SOLE | 15,525 | 0 | 0 | ||
RENT A CENTER INC | COMMON STOCK USD.01 | 76009N100 | 432 | 20,708 | SH | SOLE | 20,708 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 3,369 | 41,918 | SH | SOLE | 41,918 | 0 | 0 | ||
RESMED INC | COMMON STOCK USD.004 | 761152107 | 1,317 | 12,664 | SH | SOLE | 12,664 | 0 | 0 | ||
RESIDEO TECHNOLOGIES INC | COMMON STOCK USD.001 | 76118Y104 | 215 | 11,163 | SH | SOLE | 11,163 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 669 | 38,608 | SH | SOLE | 38,608 | 0 | 0 | ||
RETAIL PROPERTIES OF AME A | REIT USD.001 | 76131V202 | 786 | 64,442 | SH | SOLE | 64,442 | 0 | 0 | ||
REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 76169C100 | 5,451 | 152,231 | SH | SOLE | 152,231 | 0 | 0 | ||
RITE AID CORP | COMMON STOCK USD1.0 | 767754104 | 300 | 472,537 | SH | SOLE | 472,537 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 1,462 | 22,438 | SH | SOLE | 22,438 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 2,319 | 13,216 | SH | SOLE | 13,216 | 0 | 0 | ||
ROLLINS INC | COMMON STOCK USD1.0 | 775711104 | 821 | 19,727 | SH | SOLE | 19,727 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 7,000 | 20,471 | SH | SOLE | 20,471 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 7,184 | 77,162 | SH | SOLE | 77,162 | 0 | 0 | ||
ROYAL GOLD INC | COMMON STOCK USD.01 | 780287108 | 453 | 4,978 | SH | SOLE | 4,978 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 1,103 | 48,356 | SH | SOLE | 48,356 | 0 | 0 | ||
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 1,717 | 67,110 | SH | SOLE | 67,110 | 0 | 0 | ||
RYDER SYSTEM INC | COMMON STOCK USD.5 | 783549108 | 90 | 1,449 | SH | SOLE | 1,449 | 0 | 0 | ||
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 680 | 79,488 | SH | SOLE | 79,488 | 0 | 0 | ||
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 2,025 | 24,628 | SH | SOLE | 24,628 | 0 | 0 | ||
SP GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 9,271 | 44,031 | SH | SOLE | 44,031 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 | 329 | 1,647 | SH | SOLE | 1,647 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 2,121 | 40,596 | SH | SOLE | 40,596 | 0 | 0 | ||
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 3,002 | 33,390 | SH | SOLE | 33,390 | 0 | 0 | ||
SLM CORP | COMMON STOCK USD.2 | 78442P106 | 357 | 36,035 | SH | SOLE | 36,035 | 0 | 0 | ||
SM ENERGY CO | COMMON STOCK USD.01 | 78454L100 | 207 | 11,849 | SH | SOLE | 11,849 | 0 | 0 | ||
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 1,696 | 15,994 | SH | SOLE | 15,994 | 0 | 0 | ||
SSC TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 78467J100 | 3,148 | 49,429 | SH | SOLE | 49,429 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 259 | 13,318 | SH | SOLE | 13,318 | 0 | 0 | ||
SABRE CORP | COMMON STOCK USD.01 | 78573M104 | 454 | 21,237 | SH | SOLE | 21,237 | 0 | 0 | ||
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X873 | 1,999 | 589,637 | SH | SOLE | 589,637 | 0 | 0 | ||
SAILPOINT TECHNOLOGIES HOLDI | COMMON STOCK USD.0001 | 78781P105 | 446 | 15,532 | SH | SOLE | 15,532 | 0 | 0 | ||
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 11,906 | 75,176 | SH | SOLE | 75,176 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 215 | 11,664 | SH | SOLE | 11,664 | 0 | 0 | ||
SANDERSON FARMS INC | COMMON STOCK USD1.0 | 800013104 | 171 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 679 | 84,603 | SH | SOLE | 84,603 | 0 | 0 | ||
SANTANDER CONSUMER USA HOLDI | COMMON STOCK USD.01 | 80283M101 | 496 | 23,474 | SH | SOLE | 23,474 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 863 | 7,241 | SH | SOLE | 7,241 | 0 | 0 | ||
SAUL CENTERS INC | REIT USD.01 | 804395101 | 435 | 8,464 | SH | SOLE | 8,464 | 0 | 0 | ||
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 118 | 1,966 | SH | SOLE | 1,966 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 10,581 | 242,840 | SH | SOLE | 242,840 | 0 | 0 | ||
SCHNITZER STEEL INDS INC A | COMMON STOCK USD1.0 | 806882106 | 604 | 25,166 | SH | SOLE | 25,166 | 0 | 0 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 798 | 18,656 | SH | SOLE | 18,656 | 0 | 0 | ||
SCIENCE APPLICATIONS INTE | COMMON STOCK USD.0001 | 808625107 | 1,410 | 18,323 | SH | SOLE | 18,323 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | COMMON STOCK USD.001 | 80874P109 | 106 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
SCOTTS MIRACLE GRO CO | COMMON STOCK USD.01 | 810186106 | 141 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
SEA LTD ADR | ADR | 81141R100 | 557 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 220 | 4,787 | SH | SOLE | 4,787 | 0 | 0 | ||
SEATTLE GENETICS INC | COMMON STOCK USD.001 | 812578102 | 234 | 3,201 | SH | SOLE | 3,201 | 0 | 0 | ||
MATERIALS SELECT SECTOR SPDR F | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 12,496 | 225,156 | SH | SOLE | 225,156 | 0 | 0 | ||
SECUREWORKS CORP A | COMMON STOCK USD.01 | 81374A105 | 659 | 35,841 | SH | SOLE | 35,841 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1,195 | 9,494 | SH | SOLE | 9,494 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 281 | 23,875 | SH | SOLE | 23,875 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 138 | 2,040 | SH | SOLE | 2,040 | 0 | 0 | ||
SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 | 2,165 | 53,932 | SH | SOLE | 53,932 | 0 | 0 | ||
SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 | 1,035 | 4,199 | SH | SOLE | 4,199 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 82312B106 | 498 | 11,232 | SH | SOLE | 11,232 | 0 | 0 | ||
SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 | 9,631 | 22,360 | SH | SOLE | 22,360 | 0 | 0 | ||
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 466 | 13,688 | SH | SOLE | 13,688 | 0 | 0 | ||
SIGNATURE BANK | COMMON STOCK USD.01 | 82669G104 | 638 | 4,978 | SH | SOLE | 4,978 | 0 | 0 | ||
SILGAN HOLDINGS INC | COMMON STOCK USD.01 | 827048109 | 173 | 5,834 | SH | SOLE | 5,834 | 0 | 0 | ||
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 1,085 | 44,336 | SH | SOLE | 44,336 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 11,204 | 61,488 | SH | SOLE | 61,488 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 497 | 12,926 | SH | SOLE | 12,926 | 0 | 0 | ||
SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK | 83001A102 | 1,943 | 39,362 | SH | SOLE | 39,362 | 0 | 0 | ||
SKECHERS USA INC CL A | COMMON STOCK USD.001 | 830566105 | 333 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 329 | 3,985 | SH | SOLE | 3,985 | 0 | 0 | ||
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 22,251 | 417,303 | SH | SOLE | 417,303 | 0 | 0 | ||
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 1,035 | 8,888 | SH | SOLE | 8,888 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 2,492 | 15,920 | SH | SOLE | 15,920 | 0 | 0 | ||
SONOCO PRODUCTS CO | COMMON STOCK | 835495102 | 361 | 5,860 | SH | SOLE | 5,860 | 0 | 0 | ||
SOTHEBY S | COMMON STOCK USD.01 | 835898107 | 155 | 4,118 | SH | SOLE | 4,118 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 2,270 | 43,922 | SH | SOLE | 43,922 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 4,235 | 81,581 | SH | SOLE | 81,581 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COMMON STOCK USD1.0 | 844895102 | 485 | 5,901 | SH | SOLE | 5,901 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COMMON STOCK USD.01 | 845467109 | 704 | 150,085 | SH | SOLE | 150,085 | 0 | 0 | ||
SPARK ENERGY INC CLASS A | COMMON STOCK USD.01 | 846511103 | 123 | 13,767 | SH | SOLE | 13,767 | 0 | 0 | ||
SPARK THERAPEUTICS INC | COMMON STOCK USD.001 | 84652J103 | 717 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
SPIRE INC | COMMON STOCK USD1.0 | 84857L101 | 255 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 6,856 | 74,900 | SH | SOLE | 74,900 | 0 | 0 | ||
SPIRIT AIRLINES INC | COMMON STOCK USD.0001 | 848577102 | 435 | 8,235 | SH | SOLE | 8,235 | 0 | 0 | ||
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 707 | 5,671 | SH | SOLE | 5,671 | 0 | 0 | ||
SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 85208M102 | 219 | 10,174 | SH | SOLE | 10,174 | 0 | 0 | ||
SQUARE INC A | COMMON STOCK USD.000001 | 852234103 | 588 | 7,842 | SH | SOLE | 7,842 | 0 | 0 | ||
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 352 | 4,318 | SH | SOLE | 4,318 | 0 | 0 | ||
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 449 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 4,300 | 57,840 | SH | SOLE | 57,840 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 432 | 6,564 | SH | SOLE | 6,564 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 5,280 | 149,700 | SH | SOLE | 149,700 | 0 | 0 | ||
STERICYCLE INC | COMMON STOCK USD.01 | 858912108 | 94 | 1,719 | SH | SOLE | 1,719 | 0 | 0 | ||
STERLING BANCORP/DE | COMMON STOCK USD.01 | 85917A100 | 173 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 1,942 | 45,500 | SH | SOLE | 45,500 | 0 | 0 | ||
STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 | 355 | 6,723 | SH | SOLE | 6,723 | 0 | 0 | ||
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 2,225 | 66,425 | SH | SOLE | 66,425 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 6,787 | 34,360 | SH | SOLE | 34,360 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 379 | 33,233 | SH | SOLE | 33,233 | 0 | 0 | ||
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 2,675 | 22,571 | SH | SOLE | 22,571 | 0 | 0 | ||
SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 86722A103 | 1,208 | 142,238 | SH | SOLE | 142,238 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 2,851 | 48,114 | SH | SOLE | 48,114 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1,321 | 37,694 | SH | SOLE | 37,694 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 222 | 9,642 | SH | SOLE | 9,642 | 0 | 0 | ||
SYNAPTICS INC | COMMON STOCK USD.001 | 87157D109 | 161 | 4,051 | SH | SOLE | 4,051 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 934 | 8,115 | SH | SOLE | 8,115 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 6,117 | 191,744 | SH | SOLE | 191,744 | 0 | 0 | ||
SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 | 2,050 | 39,606 | SH | SOLE | 39,606 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 406 | 6,078 | SH | SOLE | 6,078 | 0 | 0 | ||
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 521 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 16,881 | 317,259 | SH | SOLE | 317,259 | 0 | 0 | ||
TRI POINTE GROUP INC | COMMON STOCK USD.01 | 87265H109 | 53 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 794 | 6,236 | SH | SOLE | 6,236 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 25,848 | 631,057 | SH | SOLE | 631,057 | 0 | 0 | ||
TAL EDUCATION GROUP ADR | ADR | 874080104 | 688 | 19,058 | SH | SOLE | 19,058 | 0 | 0 | ||
TANDEM DIABETES CARE INC | COMMON STOCK | 875372203 | 1,371 | 21,586 | SH | SOLE | 21,586 | 0 | 0 | ||
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 162 | 7,706 | SH | SOLE | 7,706 | 0 | 0 | ||
TAPESTRY INC | COMMON STOCK USD.01 | 876030107 | 152 | 4,687 | SH | SOLE | 4,687 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 1,782 | 22,207 | SH | SOLE | 22,207 | 0 | 0 | ||
TAUBMAN CENTERS INC | REIT USD.01 | 876664103 | 1,936 | 36,613 | SH | SOLE | 36,613 | 0 | 0 | ||
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 2,054 | 20,058 | SH | SOLE | 20,058 | 0 | 0 | ||
TEGNA INC | COMMON STOCK USD1.0 | 87901J105 | 216 | 15,307 | SH | SOLE | 15,307 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 | 3,112 | 13,132 | SH | SOLE | 13,132 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 302 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
TELEPHONE AND DATA SYSTEMS | COMMON STOCK USD.01 | 879433829 | 197 | 6,416 | SH | SOLE | 6,416 | 0 | 0 | ||
TEMPUR SEALY INTERNATIONAL I | COMMON STOCK USD.01 | 88023U101 | 277 | 4,805 | SH | SOLE | 4,805 | 0 | 0 | ||
TENABLE HOLDINGS INC | COMMON STOCK USD.01 | 88025T102 | 748 | 23,625 | SH | SOLE | 23,625 | 0 | 0 | ||
TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 88033G407 | 1,576 | 54,660 | SH | SOLE | 54,660 | 0 | 0 | ||
TENNECO INC CLASS A | COMMON STOCK USD.01 | 880349105 | 321 | 14,472 | SH | SOLE | 14,472 | 0 | 0 | ||
TERADATA CORP | COMMON STOCK USD.01 | 88076W103 | 429 | 9,835 | SH | SOLE | 9,835 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 644 | 16,159 | SH | SOLE | 16,159 | 0 | 0 | ||
TEREX CORP | COMMON STOCK USD.01 | 880779103 | 120 | 3,735 | SH | SOLE | 3,735 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 9,237 | 339,328 | SH | SOLE | 339,328 | 0 | 0 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 4,286 | 101,946 | SH | SOLE | 101,946 | 0 | 0 | ||
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 683 | 11,460 | SH | SOLE | 11,460 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | COMMON STOCK USD.01 | 88224Q107 | 311 | 5,699 | SH | SOLE | 5,699 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 14,680 | 138,399 | SH | SOLE | 138,399 | 0 | 0 | ||
TEXAS ROADHOUSE INC | COMMON STOCK USD.001 | 882681109 | 407 | 6,537 | SH | SOLE | 6,537 | 0 | 0 | ||
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 312 | 6,150 | SH | SOLE | 6,150 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 7,333 | 26,789 | SH | SOLE | 26,789 | 0 | 0 | ||
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 3,005 | 48,176 | SH | SOLE | 48,176 | 0 | 0 | ||
3M CO | COMMON STOCK USD.01 | 88579Y101 | 1,956 | 9,413 | SH | SOLE | 9,413 | 0 | 0 | ||
TIMKEN CO | COMMON STOCK | 887389104 | 1,680 | 38,515 | SH | SOLE | 38,515 | 0 | 0 | ||
TITAN MACHINERY INC | COMMON STOCK USD.00001 | 88830R101 | 267 | 17,188 | SH | SOLE | 17,188 | 0 | 0 | ||
TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 | 2,434 | 67,235 | SH | SOLE | 67,235 | 0 | 0 | ||
TORO CO | COMMON STOCK USD1.0 | 891092108 | 628 | 9,116 | SH | SOLE | 9,116 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 113 | 1,185 | SH | SOLE | 1,185 | 0 | 0 | ||
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 184 | 1,882 | SH | SOLE | 1,882 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 13,907 | 30,632 | SH | SOLE | 30,632 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 388 | 2,831 | SH | SOLE | 2,831 | 0 | 0 | ||
TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 89469A104 | 320 | 4,960 | SH | SOLE | 4,960 | 0 | 0 | ||
TRIMBLE INC | COMMON STOCK | 896239100 | 1,370 | 33,920 | SH | SOLE | 33,920 | 0 | 0 | ||
TRINET GROUP INC | COMMON STOCK USD.000025 | 896288107 | 1,347 | 22,540 | SH | SOLE | 22,540 | 0 | 0 | ||
TRINITY INDUSTRIES INC | COMMON STOCK USD.01 | 896522109 | 148 | 6,788 | SH | SOLE | 6,788 | 0 | 0 | ||
TRIPLE S MANAGEMENT CORP B | COMMON STOCK USD1.0 | 896749108 | 357 | 15,643 | SH | SOLE | 15,643 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 210 | 4,074 | SH | SOLE | 4,074 | 0 | 0 | ||
TRUSTMARK CORP | COMMON STOCK | 898402102 | 111 | 3,296 | SH | SOLE | 3,296 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COMMON STOCK USD.01 | 899896104 | 147 | 5,764 | SH | SOLE | 5,764 | 0 | 0 | ||
TWITTER INC | COMMON STOCK USD.000005 | 90184L102 | 485 | 14,750 | SH | SOLE | 14,750 | 0 | 0 | ||
II VI INC | COMMON STOCK | 902104108 | 558 | 14,994 | SH | SOLE | 14,994 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | COMMON STOCK USD.01 | 902252105 | 712 | 3,481 | SH | SOLE | 3,481 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 2,015 | 29,016 | SH | SOLE | 29,016 | 0 | 0 | ||
UDR INC | REIT USD.01 | 902653104 | 1,729 | 38,029 | SH | SOLE | 38,029 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 4,137 | 74,644 | SH | SOLE | 74,644 | 0 | 0 | ||
UMB FINANCIAL CORP | COMMON STOCK USD1.0 | 902788108 | 225 | 3,516 | SH | SOLE | 3,516 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 3,993 | 82,862 | SH | SOLE | 82,862 | 0 | 0 | ||
USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 90328M107 | 1,473 | 17,558 | SH | SOLE | 17,558 | 0 | 0 | ||
USG CORP | COMMON STOCK USD.1 | 903293405 | 3,031 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 14,160 | 341,868 | SH | SOLE | 341,868 | 0 | 0 | ||
ULTA BEAUTY INC | COMMON STOCK USD.01 | 90384S303 | 348 | 997 | SH | SOLE | 997 | 0 | 0 | ||
ULTIMATE SOFTWARE GROUP INC | COMMON STOCK USD.01 | 90385D107 | 5,230 | 15,841 | SH | SOLE | 15,841 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 344 | 20,840 | SH | SOLE | 20,840 | 0 | 0 | ||
UNIFIRST CORP/MA | COMMON STOCK USD.1 | 904708104 | 1,694 | 11,036 | SH | SOLE | 11,036 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 19,714 | 117,906 | SH | SOLE | 117,906 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL | COMMON STOCK | 909839102 | 664 | 71,053 | SH | SOLE | 71,053 | 0 | 0 | ||
UNITED COMMUNITY BANKS/GA | COMMON STOCK USD1.0 | 90984P303 | 430 | 17,267 | SH | SOLE | 17,267 | 0 | 0 | ||
UNITED BANKSHARES INC | COMMON STOCK USD2.5 | 909907107 | 317 | 8,735 | SH | SOLE | 8,735 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS | COMMON STOCK USD.01 | 910047109 | 170 | 2,128 | SH | SOLE | 2,128 | 0 | 0 | ||
UNITED PARCEL SERVICE CL B | COMMON STOCK USD.01 | 911312106 | 1,251 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 668 | 5,850 | SH | SOLE | 5,850 | 0 | 0 | ||
US FOODS HOLDING CORP | COMMON STOCK USD.01 | 912008109 | 3,340 | 95,676 | SH | SOLE | 95,676 | 0 | 0 | ||
UNITED STATES STEEL CORP | COMMON STOCK USD1.0 | 912909108 | 210 | 10,795 | SH | SOLE | 10,795 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 13,494 | 104,694 | SH | SOLE | 104,694 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 792 | 6,747 | SH | SOLE | 6,747 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 38,883 | 157,255 | SH | SOLE | 157,255 | 0 | 0 | ||
UNITI GROUP INC | REIT USD.0001 | 91325V108 | 164 | 14,616 | SH | SOLE | 14,616 | 0 | 0 | ||
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 4,646 | 209,651 | SH | SOLE | 209,651 | 0 | 0 | ||
UNIVERSAL DISPLAY CORP | COMMON STOCK USD.01 | 91347P105 | 535 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
UNIVERSAL INSURANCE HOLDINGS | COMMON STOCK USD.01 | 91359V107 | 375 | 12,106 | SH | SOLE | 12,106 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 2,249 | 16,809 | SH | SOLE | 16,809 | 0 | 0 | ||
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 1,125 | 33,250 | SH | SOLE | 33,250 | 0 | 0 | ||
URBAN EDGE PROPERTIES | REIT USD.01 | 91704F104 | 203 | 10,680 | SH | SOLE | 10,680 | 0 | 0 | ||
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 202 | 6,817 | SH | SOLE | 6,817 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 1,357 | 65,764 | SH | SOLE | 65,764 | 0 | 0 | ||
VF CORP | COMMON STOCK | 918204108 | 2,902 | 33,392 | SH | SOLE | 33,392 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 2,147 | 25,310 | SH | SOLE | 25,310 | 0 | 0 | ||
VALLEY NATIONAL BANCORP | COMMON STOCK | 919794107 | 3,190 | 333,017 | SH | SOLE | 333,017 | 0 | 0 | ||
VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 920253101 | 375 | 2,883 | SH | SOLE | 2,883 | 0 | 0 | ||
VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 921659108 | 518 | 28,171 | SH | SOLE | 28,171 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 1,730 | 12,204 | SH | SOLE | 12,204 | 0 | 0 | ||
VENTAS INC | REIT USD.25 | 92276F100 | 2,493 | 39,069 | SH | SOLE | 39,069 | 0 | 0 | ||
VANGUARD SP 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 60,146 | 231,740 | SH | SOLE | 231,740 | 0 | 0 | ||
VANGUARD REAL ESTATE ETF | VANGUARD REAL ESTATE ETF | 922908553 | 5,931 | 68,240 | SH | SOLE | 68,240 | 0 | 0 | ||
VERACYTE INC | COMMON STOCK USD.001 | 92337F107 | 1,566 | 62,571 | SH | SOLE | 62,571 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 5,145 | 28,337 | SH | SOLE | 28,337 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 12,484 | 211,127 | SH | SOLE | 211,127 | 0 | 0 | ||
VERINT SYSTEMS INC | COMMON STOCK USD.001 | 92343X100 | 861 | 14,391 | SH | SOLE | 14,391 | 0 | 0 | ||
VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 | 8,927 | 67,123 | SH | SOLE | 67,123 | 0 | 0 | ||
VERICEL CORP | COMMON STOCK | 92346J108 | 346 | 19,766 | SH | SOLE | 19,766 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 11,116 | 60,429 | SH | SOLE | 60,429 | 0 | 0 | ||
VERSUM MATERIALS INC | COMMON STOCK USD1.0 | 92532W103 | 404 | 8,028 | SH | SOLE | 8,028 | 0 | 0 | ||
VIASAT INC | COMMON STOCK USD.0001 | 92552V100 | 341 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 1,602 | 57,080 | SH | SOLE | 57,080 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 52,562 | 336,527 | SH | SOLE | 336,527 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 3,280 | 177,598 | SH | SOLE | 177,598 | 0 | 0 | ||
VISTEON CORP | COMMON STOCK | 92839U206 | 155 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 4,699 | 180,527 | SH | SOLE | 180,527 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 2,186 | 32,414 | SH | SOLE | 32,414 | 0 | 0 | ||
VULCAN MATERIALS CO | COMMON STOCK USD1.0 | 929160109 | 637 | 5,380 | SH | SOLE | 5,380 | 0 | 0 | ||
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 2,508 | 19,026 | SH | SOLE | 19,026 | 0 | 0 | ||
WP CAREY INC | REIT USD.001 | 92936U109 | 482 | 6,149 | SH | SOLE | 6,149 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 1,668 | 21,089 | SH | SOLE | 21,089 | 0 | 0 | ||
WALMART INC | COMMON STOCK USD.1 | 931142103 | 4,097 | 42,010 | SH | SOLE | 42,010 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 2,735 | 43,226 | SH | SOLE | 43,226 | 0 | 0 | ||
WALKER DUNLOP INC | COMMON STOCK | 93148P102 | 564 | 11,075 | SH | SOLE | 11,075 | 0 | 0 | ||
WARRIOR MET COAL INC | COMMON STOCK USD.01 | 93627C101 | 432 | 14,211 | SH | SOLE | 14,211 | 0 | 0 | ||
WASHINGTON FEDERAL INC | COMMON STOCK USD1.0 | 938824109 | 172 | 5,969 | SH | SOLE | 5,969 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 519 | 91,907 | SH | SOLE | 91,907 | 0 | 0 | ||
WASHINGTON REIT | REIT USD.01 | 939653101 | 1,273 | 44,861 | SH | SOLE | 44,861 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 5,036 | 48,463 | SH | SOLE | 48,463 | 0 | 0 | ||
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 11,202 | 44,504 | SH | SOLE | 44,504 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 942749102 | 513 | 6,352 | SH | SOLE | 6,352 | 0 | 0 | ||
WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 947890109 | 465 | 9,179 | SH | SOLE | 9,179 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC | COMMON STOCK | 948626106 | 793 | 39,338 | SH | SOLE | 39,338 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | REIT USD.03 | 948741103 | 259 | 8,817 | SH | SOLE | 8,817 | 0 | 0 | ||
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 2,213 | 135,090 | SH | SOLE | 135,090 | 0 | 0 | ||
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 2,703 | 55,932 | SH | SOLE | 55,932 | 0 | 0 | ||
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 3,503 | 45,144 | SH | SOLE | 45,144 | 0 | 0 | ||
WENDY S CO/THE | COMMON STOCK USD.1 | 95058W100 | 334 | 18,664 | SH | SOLE | 18,664 | 0 | 0 | ||
WERNER ENTERPRISES INC | COMMON STOCK USD.01 | 950755108 | 254 | 7,431 | SH | SOLE | 7,431 | 0 | 0 | ||
WESCO AIRCRAFT HOLDINGS INC | COMMON STOCK USD.001 | 950814103 | 400 | 45,511 | SH | SOLE | 45,511 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25 | 955306105 | 877 | 7,955 | SH | SOLE | 7,955 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 310 | 6,449 | SH | SOLE | 6,449 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 1,338 | 34,899 | SH | SOLE | 34,899 | 0 | 0 | ||
WEX INC | COMMON STOCK USD.01 | 96208T104 | 2,831 | 14,745 | SH | SOLE | 14,745 | 0 | 0 | ||
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 240 | 9,105 | SH | SOLE | 9,105 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 470 | 3,537 | SH | SOLE | 3,537 | 0 | 0 | ||
WILEY (JOHN) SONS CLASS A | COMMON STOCK USD1.0 | 968223206 | 150 | 3,387 | SH | SOLE | 3,387 | 0 | 0 | ||
WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 969904101 | 376 | 6,690 | SH | SOLE | 6,690 | 0 | 0 | ||
WINTRUST FINANCIAL CORP | COMMON STOCK | 97650W108 | 371 | 5,512 | SH | SOLE | 5,512 | 0 | 0 | ||
WOLVERINE WORLD WIDE INC | COMMON STOCK USD1.0 | 978097103 | 375 | 10,494 | SH | SOLE | 10,494 | 0 | 0 | ||
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 902 | 9,505 | SH | SOLE | 9,505 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 1,447 | 50,084 | SH | SOLE | 50,084 | 0 | 0 | ||
WORLD WRESTLING ENTERTAIN A | COMMON STOCK USD.01 | 98156Q108 | 333 | 3,835 | SH | SOLE | 3,835 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 243 | 6,511 | SH | SOLE | 6,511 | 0 | 0 | ||
WYNDHAM DESTINATIONS INC | COMMON STOCK USD.01 | 98310W108 | 425 | 10,489 | SH | SOLE | 10,489 | 0 | 0 | ||
XPO LOGISTICS INC | COMMON STOCK USD.001 | 983793100 | 468 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 466 | 8,293 | SH | SOLE | 8,293 | 0 | 0 | ||
XILINX INC | COMMON STOCK USD.01 | 983919101 | 514 | 4,055 | SH | SOLE | 4,055 | 0 | 0 | ||
XENIA HOTELS RESORTS INC | REIT USD.01 | 984017103 | 1,576 | 71,946 | SH | SOLE | 71,946 | 0 | 0 | ||
XEROX CORP | COMMON STOCK USD1.0 | 984121608 | 2,469 | 77,216 | SH | SOLE | 77,216 | 0 | 0 | ||
XPERI CORP | COMMON STOCK USD.001 | 98421B100 | 363 | 15,522 | SH | SOLE | 15,522 | 0 | 0 | ||
YY INC ADR | ADR USD.00001 | 98426T106 | 2,907 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
YELP INC | COMMON STOCK USD.000001 | 985817105 | 2,216 | 64,226 | SH | SOLE | 64,226 | 0 | 0 | ||
YUM BRANDS INC | COMMON STOCK | 988498101 | 362 | 3,625 | SH | SOLE | 3,625 | 0 | 0 | ||
ZAGG INC | COMMON STOCK USD.001 | 98884U108 | 299 | 33,016 | SH | SOLE | 33,016 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK USD.01 | 989207105 | 4,019 | 19,182 | SH | SOLE | 19,182 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 3,070 | 24,044 | SH | SOLE | 24,044 | 0 | 0 | ||
ZIONS BANCORP NA | COMMON STOCK USD.001 | 989701107 | 1,131 | 24,908 | SH | SOLE | 24,908 | 0 | 0 | ||
ZIX CORP | COMMON STOCK USD.01 | 98974P100 | 657 | 95,543 | SH | SOLE | 95,543 | 0 | 0 | ||
ZOETIS INC | COMMON STOCK USD.01 | 98978V103 | 5,299 | 52,633 | SH | SOLE | 52,633 | 0 | 0 | ||
ZSCALER INC | COMMON STOCK USD.001 | 98980G102 | 361 | 5,096 | SH | SOLE | 5,096 | 0 | 0 |