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 |
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 15,513 | 140,324 | SH | SOLE | 140,324 | 0 | 0 | ||
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 818 | 4,883 | SH | SOLE | 4,883 | 0 | 0 | ||
AMCOR PLC | COMMON STOCK USD.01 | G0250X107 | 229 | 19,972 | SH | SOLE | 19,972 | 0 | 0 | ||
AON PLC | COMMON STOCK USD.01 | G0408V102 | 1,181 | 6,120 | SH | SOLE | 6,120 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 3,719 | 100,295 | SH | SOLE | 100,295 | 0 | 0 | ||
ARGO GROUP INTERNATIONAL | COMMON STOCK USD1.0 | G0464B107 | 2,774 | 37,462 | SH | SOLE | 37,462 | 0 | 0 | ||
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 592 | 14,068 | SH | SOLE | 14,068 | 0 | 0 | ||
AXALTA COATING SYSTEMS LTD | COMMON STOCK USD1.0 | G0750C108 | 2,377 | 79,858 | SH | SOLE | 79,858 | 0 | 0 | ||
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 9,042 | 48,935 | SH | SOLE | 48,935 | 0 | 0 | ||
BRIGHTSPHERE INVESTMENT GROU | COMMON STOCK USD.001 | G1644T109 | 796 | 69,751 | SH | SOLE | 69,751 | 0 | 0 | ||
CAPRI HOLDINGS LTD | COMMON STOCK | G1890L107 | 123 | 3,546 | SH | SOLE | 3,546 | 0 | 0 | ||
CISION LTD | COMMON STOCK USD.0001 | G1992S109 | 837 | 71,363 | SH | SOLE | 71,363 | 0 | 0 | ||
DELPHI TECHNOLOGIES PLC | COMMON STOCK USD.01 | G2709G107 | 187 | 9,348 | SH | SOLE | 9,348 | 0 | 0 | ||
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 3,398 | 40,799 | SH | SOLE | 40,799 | 0 | 0 | ||
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 544 | 11,574 | SH | SOLE | 11,574 | 0 | 0 | ||
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 124 | 501 | SH | SOLE | 501 | 0 | 0 | ||
FABRINET | COMMON STOCK USD.01 | G3323L100 | 427 | 8,604 | SH | SOLE | 8,604 | 0 | 0 | ||
GASLOG LTD | COMMON STOCK USD.01 | G37585109 | 1,219 | 84,671 | SH | SOLE | 84,671 | 0 | 0 | ||
GENPACT LTD | COMMON STOCK USD.01 | G3922B107 | 1,058 | 27,784 | SH | SOLE | 27,784 | 0 | 0 | ||
HELEN OF TROY LTD | COMMON STOCK USD.1 | G4388N106 | 801 | 6,132 | SH | SOLE | 6,132 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | COMMON STOCK | G4474Y214 | 384 | 17,931 | SH | SOLE | 17,931 | 0 | 0 | ||
HORIZON THERAPEUTICS PLC | COMMON STOCK USD.0001 | G46188101 | 557 | 23,134 | SH | SOLE | 23,134 | 0 | 0 | ||
IHS MARKIT LTD | COMMON STOCK USD.01 | G47567105 | 1,191 | 18,691 | SH | SOLE | 18,691 | 0 | 0 | ||
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 19,306 | 152,411 | SH | SOLE | 152,411 | 0 | 0 | ||
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 252 | 12,329 | SH | SOLE | 12,329 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | G50871105 | 1,370 | 9,613 | SH | SOLE | 9,613 | 0 | 0 | ||
JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | G51502105 | 5,141 | 124,451 | SH | SOLE | 124,451 | 0 | 0 | ||
LINDE PLC | COMMON STOCK EUR.001 | G5494J103 | 1,544 | 7,690 | SH | SOLE | 7,690 | 0 | 0 | ||
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 124 | 13,490 | SH | SOLE | 13,490 | 0 | 0 | ||
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 7,325 | 75,211 | SH | SOLE | 75,211 | 0 | 0 | ||
NIELSEN HOLDINGS PLC | COMMON STOCK EUR.07 | G6518L108 | 2,451 | 108,455 | SH | SOLE | 108,455 | 0 | 0 | ||
NOMAD FOODS LTD | COMMON STOCK | G6564A105 | 742 | 34,747 | SH | SOLE | 34,747 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | G66721104 | 2,812 | 52,432 | SH | SOLE | 52,432 | 0 | 0 | ||
NVENT ELECTRIC PLC | COMMON STOCK USD.01 | G6700G107 | 358 | 14,442 | SH | SOLE | 14,442 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | G7496G103 | 572 | 3,212 | SH | SOLE | 3,212 | 0 | 0 | ||
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 279 | 5,916 | SH | SOLE | 5,916 | 0 | 0 | ||
SIGNET JEWELERS LTD | COMMON STOCK USD.18 | G81276100 | 527 | 29,489 | SH | SOLE | 29,489 | 0 | 0 | ||
STERIS PLC | COMMON STOCK USD75.0 | G8473T100 | 8,294 | 55,711 | SH | SOLE | 55,711 | 0 | 0 | ||
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 368 | 14,205 | SH | SOLE | 14,205 | 0 | 0 | ||
THIRD POINT REINSURANCE LTD | COMMON STOCK USD.1 | G8827U100 | 1,194 | 115,717 | SH | SOLE | 115,717 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 1,443 | 7,536 | SH | SOLE | 7,536 | 0 | 0 | ||
CHUBB LTD | COMMON STOCK | H1467J104 | 811 | 5,505 | SH | SOLE | 5,505 | 0 | 0 | ||
GARMIN LTD | COMMON STOCK CHF.1 | H2906T109 | 182 | 2,285 | SH | SOLE | 2,285 | 0 | 0 | ||
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 7,744 | 80,848 | SH | SOLE | 80,848 | 0 | 0 | ||
INTELSAT SA | COMMON STOCK USD.01 | L5140P101 | 458 | 23,537 | SH | SOLE | 23,537 | 0 | 0 | ||
PACIFIC DRILLING SA | COMMON STOCK | L7257P205 | 661 | 52,497 | SH | SOLE | 52,497 | 0 | 0 | ||
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 542 | 12,807 | SH | SOLE | 12,807 | 0 | 0 | ||
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 685 | 5,361 | SH | SOLE | 5,361 | 0 | 0 | ||
RADWARE LTD | COMMON STOCK ILS.05 | M81873107 | 148 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
STRATASYS LTD | COMMON STOCK ILS.01 | M85548101 | 643 | 21,892 | SH | SOLE | 21,892 | 0 | 0 | ||
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 366 | 23,199 | SH | SOLE | 23,199 | 0 | 0 | ||
ASML HOLDING NV NY REG SHS | NY REG SHRS EUR.09 | N07059210 | 1,311 | 6,307 | SH | SOLE | 6,307 | 0 | 0 | ||
CORE LABORATORIES N.V. | COMMON STOCK EUR.02 | N22717107 | 1,927 | 36,854 | SH | SOLE | 36,854 | 0 | 0 | ||
INTERXION HOLDING NV | COMMON STOCK EUR.1 | N47279109 | 4,637 | 60,947 | SH | SOLE | 60,947 | 0 | 0 | ||
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 2,742 | 31,840 | SH | SOLE | 31,840 | 0 | 0 | ||
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 247 | 12,991 | SH | SOLE | 12,991 | 0 | 0 | ||
WRIGHT MEDICAL GROUP NV | COMMON STOCK USD.03 | N96617118 | 483 | 16,202 | SH | SOLE | 16,202 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK USD.01 | V7780T103 | 436 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 467 | 8,515 | SH | SOLE | 8,515 | 0 | 0 | ||
AGCO CORP | COMMON STOCK USD.01 | 001084102 | 498 | 6,425 | SH | SOLE | 6,425 | 0 | 0 | ||
AES CORP | COMMON STOCK USD.01 | 00130H105 | 606 | 36,180 | SH | SOLE | 36,180 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 825 | 82,592 | SH | SOLE | 82,592 | 0 | 0 | ||
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 684 | 12,561 | SH | SOLE | 12,561 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 2,292 | 42,254 | SH | SOLE | 42,254 | 0 | 0 | ||
ASGN INC | COMMON STOCK USD.01 | 00191U102 | 320 | 5,288 | SH | SOLE | 5,288 | 0 | 0 | ||
ATT INC | COMMON STOCK USD1.0 | 00206R102 | 6,985 | 208,445 | SH | SOLE | 208,445 | 0 | 0 | ||
AVX CORP | COMMON STOCK USD.01 | 002444107 | 1,150 | 69,258 | SH | SOLE | 69,258 | 0 | 0 | ||
AZZ INC | COMMON STOCK USD1.0 | 002474104 | 1,615 | 35,104 | SH | SOLE | 35,104 | 0 | 0 | ||
AARON S INC | COMMON STOCK USD.5 | 002535300 | 6,173 | 100,528 | SH | SOLE | 100,528 | 0 | 0 | ||
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 14,799 | 175,969 | SH | SOLE | 175,969 | 0 | 0 | ||
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 3,436 | 47,247 | SH | SOLE | 47,247 | 0 | 0 | ||
ABERCROMBIE FITCH CO CL A | COMMON STOCK USD.01 | 002896207 | 409 | 25,520 | SH | SOLE | 25,520 | 0 | 0 | ||
ACACIA COMMUNICATIONS INC | COMMON STOCK USD.0001 | 00401C108 | 1,236 | 26,204 | SH | SOLE | 26,204 | 0 | 0 | ||
ACADIA HEALTHCARE CO INC | COMMON STOCK USD.01 | 00404A109 | 259 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
ACADIA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 004225108 | 527 | 19,732 | SH | SOLE | 19,732 | 0 | 0 | ||
ACI WORLDWIDE INC | COMMON STOCK USD.005 | 004498101 | 466 | 13,582 | SH | SOLE | 13,582 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COMMON STOCK USD.001 | 00484M106 | 366 | 47,780 | SH | SOLE | 47,780 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 485 | 10,275 | SH | SOLE | 10,275 | 0 | 0 | ||
ACUITY BRANDS INC | COMMON STOCK USD.01 | 00508Y102 | 4,185 | 30,347 | SH | SOLE | 30,347 | 0 | 0 | ||
ADOBE INC | COMMON STOCK USD.0001 | 00724F101 | 14,964 | 50,787 | SH | SOLE | 50,787 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 00737L103 | 183 | 4,060 | SH | SOLE | 4,060 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 | 238 | 1,543 | SH | SOLE | 1,543 | 0 | 0 | ||
AECOM | COMMON STOCK USD.01 | 00766T100 | 572 | 15,101 | SH | SOLE | 15,101 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 00771V108 | 527 | 17,845 | SH | SOLE | 17,845 | 0 | 0 | ||
ADVANCED DISPOSAL SERVICES I | COMMON STOCK USD.01 | 00790X101 | 1,449 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 2,509 | 27,228 | SH | SOLE | 27,228 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 | 594 | 7,952 | SH | SOLE | 7,952 | 0 | 0 | ||
AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 7,085 | 31,297 | SH | SOLE | 31,297 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 286 | 3,565 | SH | SOLE | 3,565 | 0 | 0 | ||
AKORN INC | COMMON STOCK | 009728106 | 447 | 86,824 | SH | SOLE | 86,824 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COMMON STOCK | 011642105 | 407 | 7,613 | SH | SOLE | 7,613 | 0 | 0 | ||
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 107 | 1,667 | SH | SOLE | 1,667 | 0 | 0 | ||
ALEXANDER BALDWIN INC | REIT | 014491104 | 156 | 6,747 | SH | SOLE | 6,747 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 3,778 | 26,779 | SH | SOLE | 26,779 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 015351109 | 2,023 | 15,444 | SH | SOLE | 15,444 | 0 | 0 | ||
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 25,004 | 147,557 | SH | SOLE | 147,557 | 0 | 0 | ||
ALLEGHANY CORP | COMMON STOCK USD1.0 | 017175100 | 759 | 1,114 | SH | SOLE | 1,114 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | COMMON STOCK USD.1 | 01741R102 | 277 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
ALLETE INC | COMMON STOCK | 018522300 | 479 | 5,753 | SH | SOLE | 5,753 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 4,631 | 99,913 | SH | SOLE | 99,913 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | COMMON STOCK USD.01 | 01988P108 | 262 | 22,528 | SH | SOLE | 22,528 | 0 | 0 | ||
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 3,463 | 34,056 | SH | SOLE | 34,056 | 0 | 0 | ||
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 56,591 | 52,355 | SH | SOLE | 52,355 | 0 | 0 | ||
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 8,829 | 8,154 | SH | SOLE | 8,154 | 0 | 0 | ||
ALTAIR ENGINEERING INC | SR UNSECURED 06/24 0.25 | 021369AA1 | 542 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ALTERYX INC CLASS A | COMMON STOCK | 02156B103 | 607 | 5,559 | SH | SOLE | 5,559 | 0 | 0 | ||
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 4,214 | 89,004 | SH | SOLE | 89,004 | 0 | 0 | ||
AMARIN CORP PLC ADR | ADR GBP.1 | 023111206 | 491 | 25,347 | SH | SOLE | 25,347 | 0 | 0 | ||
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 80,511 | 42,517 | SH | SOLE | 42,517 | 0 | 0 | ||
AMEDISYS INC | COMMON STOCK USD.001 | 023436108 | 4,557 | 37,532 | SH | SOLE | 37,532 | 0 | 0 | ||
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 319 | 4,246 | SH | SOLE | 4,246 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 4,167 | 127,774 | SH | SOLE | 127,774 | 0 | 0 | ||
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 1,642 | 34,843 | SH | SOLE | 34,843 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | REIT USD.01 | 024835100 | 452 | 9,789 | SH | SOLE | 9,789 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 | 320 | 18,939 | SH | SOLE | 18,939 | 0 | 0 | ||
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 475 | 5,393 | SH | SOLE | 5,393 | 0 | 0 | ||
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 13,236 | 107,223 | SH | SOLE | 107,223 | 0 | 0 | ||
AMERICAN FINANCIAL GROUP INC | COMMON STOCK | 025932104 | 497 | 4,855 | SH | SOLE | 4,855 | 0 | 0 | ||
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 2,347 | 96,553 | SH | SOLE | 96,553 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 026874784 | 786 | 14,748 | SH | SOLE | 14,748 | 0 | 0 | ||
AMERICAN MIDSTREAM PARTNERS | MLP USD.01 | 02752P100 | 2,272 | 439,500 | SH | SOLE | 439,500 | 0 | 0 | ||
AMERICAN PUBLIC EDUCATION | COMMON STOCK USD.01 | 02913V103 | 500 | 16,895 | SH | SOLE | 16,895 | 0 | 0 | ||
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 14,484 | 70,845 | SH | SOLE | 70,845 | 0 | 0 | ||
AMERICAN WATER WORKS CO INC | COMMON STOCK USD.01 | 030420103 | 327 | 2,822 | SH | SOLE | 2,822 | 0 | 0 | ||
AMERICA S CAR MART INC | COMMON STOCK USD.01 | 03062T105 | 850 | 9,872 | SH | SOLE | 9,872 | 0 | 0 | ||
AMERICOLD REALTY TRUST | REIT USD.01 | 03064D108 | 1,652 | 50,950 | SH | SOLE | 50,950 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 234 | 2,739 | SH | SOLE | 2,739 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 4,137 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 25,983 | 286,034 | SH | SOLE | 286,034 | 0 | 0 | ||
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 9,631 | 52,263 | SH | SOLE | 52,263 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COMMON STOCK USD.001 | 031652100 | 1,429 | 191,568 | SH | SOLE | 191,568 | 0 | 0 | ||
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 11,796 | 122,948 | SH | SOLE | 122,948 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 7,377 | 104,552 | SH | SOLE | 104,552 | 0 | 0 | ||
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 15,505 | 137,372 | SH | SOLE | 137,372 | 0 | 0 | ||
ANDEAVOR LOGISTICS LP | MLP | 03350F106 | 284 | 7,805 | SH | SOLE | 7,805 | 0 | 0 | ||
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 356 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 446 | 10,974 | SH | SOLE | 10,974 | 0 | 0 | ||
ANIXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 035290105 | 1,803 | 30,198 | SH | SOLE | 30,198 | 0 | 0 | ||
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 211 | 1,032 | SH | SOLE | 1,032 | 0 | 0 | ||
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 19,537 | 69,227 | SH | SOLE | 69,227 | 0 | 0 | ||
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 371 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
APARTMENT INVT MGMT CO A | REIT USD.01 | 03748R754 | 113 | 2,262 | SH | SOLE | 2,262 | 0 | 0 | ||
APERGY CORP | COMMON STOCK USD.01 | 03755L104 | 303 | 9,025 | SH | SOLE | 9,025 | 0 | 0 | ||
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 79,481 | 401,582 | SH | SOLE | 401,582 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 | 1,180 | 74,383 | SH | SOLE | 74,383 | 0 | 0 | ||
APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 03820C105 | 1,627 | 26,438 | SH | SOLE | 26,438 | 0 | 0 | ||
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 2,828 | 62,962 | SH | SOLE | 62,962 | 0 | 0 | ||
APTARGROUP INC | COMMON STOCK USD.01 | 038336103 | 553 | 4,445 | SH | SOLE | 4,445 | 0 | 0 | ||
AQUANTIA CORP | COMMON STOCK | 03842Q108 | 1,505 | 115,500 | SH | SOLE | 115,500 | 0 | 0 | ||
ARCHROCK INC | COMMON STOCK USD.01 | 03957W106 | 1,157 | 109,127 | SH | SOLE | 109,127 | 0 | 0 | ||
ARCONIC INC | COMMON STOCK | 03965L100 | 168 | 6,504 | SH | SOLE | 6,504 | 0 | 0 | ||
ARISTA NETWORKS INC | COMMON STOCK USD.0001 | 040413106 | 59 | 228 | SH | SOLE | 228 | 0 | 0 | ||
ARMADA HOFFLER PROPERTIES IN | REIT USD.01 | 04208T108 | 589 | 35,583 | SH | SOLE | 35,583 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COMMON STOCK USD.001 | 04269X105 | 2,345 | 50,612 | SH | SOLE | 50,612 | 0 | 0 | ||
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 1,363 | 19,122 | SH | SOLE | 19,122 | 0 | 0 | ||
ARTISAN PARTNERS ASSET MA A | COMMON STOCK USD.01 | 04316A108 | 1,070 | 38,893 | SH | SOLE | 38,893 | 0 | 0 | ||
ASHLAND GLOBAL HOLDINGS INC | COMMON STOCK | 044186104 | 465 | 5,812 | SH | SOLE | 5,812 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 3,520 | 28,322 | SH | SOLE | 28,322 | 0 | 0 | ||
ASSERTIO THERAPEUTICS INC | COMMON STOCK | 04545L107 | 311 | 90,096 | SH | SOLE | 90,096 | 0 | 0 | ||
ASSOCIATED BANC CORP | COMMON STOCK USD.01 | 045487105 | 283 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 96 | 905 | SH | SOLE | 905 | 0 | 0 | ||
ASTRONICS CORP | COMMON STOCK USD.01 | 046433108 | 437 | 10,857 | SH | SOLE | 10,857 | 0 | 0 | ||
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 2,138 | 82,645 | SH | SOLE | 82,645 | 0 | 0 | ||
ATLANTIC POWER CORP | COMMON STOCK | 04878Q863 | 673 | 277,944 | SH | SOLE | 277,944 | 0 | 0 | ||
AUDENTES THERAPEUTICS INC | COMMON STOCK USD.00001 | 05070R104 | 745 | 19,680 | SH | SOLE | 19,680 | 0 | 0 | ||
AUTODESK INC | COMMON STOCK USD.01 | 052769106 | 686 | 4,214 | SH | SOLE | 4,214 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 | 2,904 | 17,563 | SH | SOLE | 17,563 | 0 | 0 | ||
AUTONATION INC | COMMON STOCK USD.01 | 05329W102 | 192 | 4,567 | SH | SOLE | 4,567 | 0 | 0 | ||
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 15,495 | 14,093 | SH | SOLE | 14,093 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 6,266 | 30,839 | SH | SOLE | 30,839 | 0 | 0 | ||
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 2,645 | 22,863 | SH | SOLE | 22,863 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 189 | 5,364 | SH | SOLE | 5,364 | 0 | 0 | ||
AVNET INC | COMMON STOCK USD1.0 | 053807103 | 453 | 10,005 | SH | SOLE | 10,005 | 0 | 0 | ||
AXA EQUITABLE HOLDINGS INC | COMMON STOCK USD.01 | 054561105 | 4,125 | 197,368 | SH | SOLE | 197,368 | 0 | 0 | ||
BBT CORP | COMMON STOCK USD5.0 | 054937107 | 499 | 10,158 | SH | SOLE | 10,158 | 0 | 0 | ||
BMC STOCK HOLDINGS INC | COMMON STOCK USD.01 | 05591B109 | 356 | 16,815 | SH | SOLE | 16,815 | 0 | 0 | ||
BAIDU INC SPON ADR | ADR USD.00005 | 056752108 | 1,847 | 15,742 | SH | SOLE | 15,742 | 0 | 0 | ||
BAKER HUGHES A GE CO | COMMON STOCK USD.0001 | 05722G100 | 797 | 32,370 | SH | SOLE | 32,370 | 0 | 0 | ||
BALL CORP | COMMON STOCK | 058498106 | 352 | 5,025 | SH | SOLE | 5,025 | 0 | 0 | ||
BANCORP INC/THE | COMMON STOCK USD1.0 | 05969A105 | 965 | 108,132 | SH | SOLE | 108,132 | 0 | 0 | ||
BANCORPSOUTH BANK | COMMON STOCK | 05971J102 | 271 | 9,331 | SH | SOLE | 9,331 | 0 | 0 | ||
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 26,720 | 921,376 | SH | SOLE | 921,376 | 0 | 0 | ||
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 1,972 | 23,784 | SH | SOLE | 23,784 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 536 | 12,148 | SH | SOLE | 12,148 | 0 | 0 | ||
BANK OZK | COMMON STOCK | 06417N103 | 1,936 | 64,345 | SH | SOLE | 64,345 | 0 | 0 | ||
BARNES GROUP INC | COMMON STOCK USD.01 | 067806109 | 2,748 | 48,777 | SH | SOLE | 48,777 | 0 | 0 | ||
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 429 | 226,050 | SH | SOLE | 226,050 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 559 | 6,828 | SH | SOLE | 6,828 | 0 | 0 | ||
BBVA ARGENTINA SA ADR | ADR | 07329M100 | 3,409 | 301,114 | SH | SOLE | 301,114 | 0 | 0 | ||
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 14,964 | 59,379 | SH | SOLE | 59,379 | 0 | 0 | ||
BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 | 969 | 83,415 | SH | SOLE | 83,415 | 0 | 0 | ||
BEIGENE LTD ADR | ADR USD.0001 | 07725L102 | 278 | 2,239 | SH | SOLE | 2,239 | 0 | 0 | ||
BELDEN INC | COMMON STOCK USD.01 | 077454106 | 872 | 14,641 | SH | SOLE | 14,641 | 0 | 0 | ||
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 4,902 | 74,350 | SH | SOLE | 74,350 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 27,523 | 129,115 | SH | SOLE | 129,115 | 0 | 0 | ||
BERRY PETROLEUM CORP | COMMON STOCK USD.001 | 08579X101 | 361 | 34,077 | SH | SOLE | 34,077 | 0 | 0 | ||
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 620 | 8,897 | SH | SOLE | 8,897 | 0 | 0 | ||
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 346 | 12,077 | SH | SOLE | 12,077 | 0 | 0 | ||
BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 090572207 | 925 | 2,959 | SH | SOLE | 2,959 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 524 | 6,122 | SH | SOLE | 6,122 | 0 | 0 | ||
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 1,536 | 6,566 | SH | SOLE | 6,566 | 0 | 0 | ||
BIO TECHNE CORP | COMMON STOCK USD.01 | 09073M104 | 1,011 | 4,851 | SH | SOLE | 4,851 | 0 | 0 | ||
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 1,402 | 23,488 | SH | SOLE | 23,488 | 0 | 0 | ||
BITAUTO HOLDINGS LTD ADR | ADR USD.00004 | 091727107 | 140 | 13,406 | SH | SOLE | 13,406 | 0 | 0 | ||
BJ S RESTAURANTS INC | COMMON STOCK | 09180C106 | 373 | 8,491 | SH | SOLE | 8,491 | 0 | 0 | ||
BLACK HILLS CORP | COMMON STOCK USD1.0 | 092113109 | 414 | 5,302 | SH | SOLE | 5,302 | 0 | 0 | ||
BLACKBAUD INC | COMMON STOCK USD.001 | 09227Q100 | 433 | 5,187 | SH | SOLE | 5,187 | 0 | 0 | ||
BLACKLINE INC | COMMON STOCK USD.01 | 09239B109 | 680 | 12,712 | SH | SOLE | 12,712 | 0 | 0 | ||
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 8,490 | 18,091 | SH | SOLE | 18,091 | 0 | 0 | ||
BLACKSTONE GROUP LP/THE | MLP | 09253U108 | 4,656 | 104,823 | SH | SOLE | 104,823 | 0 | 0 | ||
HR BLOCK INC | COMMON STOCK | 093671105 | 226 | 7,701 | SH | SOLE | 7,701 | 0 | 0 | ||
BLOOMIN BRANDS INC | COMMON STOCK USD.01 | 094235108 | 1,352 | 71,472 | SH | SOLE | 71,472 | 0 | 0 | ||
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 16,533 | 45,420 | SH | SOLE | 45,420 | 0 | 0 | ||
BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 | 2,763 | 1,474 | SH | SOLE | 1,474 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 5,583 | 84,330 | SH | SOLE | 84,330 | 0 | 0 | ||
BORGWARNER INC | COMMON STOCK USD.01 | 099724106 | 253 | 6,018 | SH | SOLE | 6,018 | 0 | 0 | ||
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 1,507 | 3,989 | SH | SOLE | 3,989 | 0 | 0 | ||
BOSTON PRIVATE FINL HOLDING | COMMON STOCK USD1.0 | 101119105 | 1,735 | 143,744 | SH | SOLE | 143,744 | 0 | 0 | ||
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 4,342 | 33,662 | SH | SOLE | 33,662 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 3,290 | 76,536 | SH | SOLE | 76,536 | 0 | 0 | ||
BOYD GAMING CORP | COMMON STOCK USD.01 | 103304101 | 1,160 | 43,057 | SH | SOLE | 43,057 | 0 | 0 | ||
BRAEMAR HOTELS RESORTS INC | REIT USD.01 | 10482B101 | 603 | 60,902 | SH | SOLE | 60,902 | 0 | 0 | ||
BRANDYWINE REALTY TRUST | REIT USD.01 | 105368203 | 754 | 52,657 | SH | SOLE | 52,657 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1,351 | 34,343 | SH | SOLE | 34,343 | 0 | 0 | ||
BRINK S CO/THE | COMMON STOCK USD1.0 | 109696104 | 324 | 3,997 | SH | SOLE | 3,997 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 5,397 | 119,003 | SH | SOLE | 119,003 | 0 | 0 | ||
BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 11120U105 | 460 | 25,700 | SH | SOLE | 25,700 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 187 | 1,461 | SH | SOLE | 1,461 | 0 | 0 | ||
BROADCOM INC | COMMON STOCK | 11135F101 | 6,008 | 20,870 | SH | SOLE | 20,870 | 0 | 0 | ||
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 2,441 | 72,869 | SH | SOLE | 72,869 | 0 | 0 | ||
BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 | 19,927 | 359,490 | SH | SOLE | 359,490 | 0 | 0 | ||
BRUKER CORP | COMMON STOCK USD.01 | 116794108 | 698 | 13,967 | SH | SOLE | 13,967 | 0 | 0 | ||
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 2,594 | 56,533 | SH | SOLE | 56,533 | 0 | 0 | ||
BUCKEYE PARTNERS LP | MLP | 118230101 | 7,414 | 180,600 | SH | SOLE | 180,600 | 0 | 0 | ||
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 257 | 5,155 | SH | SOLE | 5,155 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 | 146 | 1,406 | SH | SOLE | 1,406 | 0 | 0 | ||
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 2,154 | 41,992 | SH | SOLE | 41,992 | 0 | 0 | ||
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 3,189 | 64,505 | SH | SOLE | 64,505 | 0 | 0 | ||
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 5,190 | 46,757 | SH | SOLE | 46,757 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 285 | 6,102 | SH | SOLE | 6,102 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 469 | 5,563 | SH | SOLE | 5,563 | 0 | 0 | ||
CIGNA CORP | COMMON STOCK USD.01 | 125523100 | 953 | 6,046 | SH | SOLE | 6,046 | 0 | 0 | ||
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 1,771 | 9,125 | SH | SOLE | 9,125 | 0 | 0 | ||
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 331 | 5,711 | SH | SOLE | 5,711 | 0 | 0 | ||
CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 12621E103 | 229 | 13,732 | SH | SOLE | 13,732 | 0 | 0 | ||
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 16,348 | 211,298 | SH | SOLE | 211,298 | 0 | 0 | ||
CNX RESOURCES CORP | COMMON STOCK USD.01 | 12653C108 | 149 | 20,371 | SH | SOLE | 20,371 | 0 | 0 | ||
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 3,653 | 73,071 | SH | SOLE | 73,071 | 0 | 0 | ||
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 3,679 | 67,517 | SH | SOLE | 67,517 | 0 | 0 | ||
CJ ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 342 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
CABLE ONE INC | COMMON STOCK USD.01 | 12685J105 | 448 | 383 | SH | SOLE | 383 | 0 | 0 | ||
CABOT CORP | COMMON STOCK USD1.0 | 127055101 | 263 | 5,518 | SH | SOLE | 5,518 | 0 | 0 | ||
CABOT OIL GAS CORP | COMMON STOCK USD.1 | 127097103 | 216 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
CACI INTERNATIONAL INC CL A | COMMON STOCK USD.1 | 127190304 | 403 | 1,968 | SH | SOLE | 1,968 | 0 | 0 | ||
CACTUS INC A | COMMON STOCK USD.01 | 127203107 | 839 | 25,335 | SH | SOLE | 25,335 | 0 | 0 | ||
CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 | 288 | 4,066 | SH | SOLE | 4,066 | 0 | 0 | ||
CAESARS ENTERTAIN CORP | SR UNSECURED 10/24 5 | 127686AA1 | 844 | 493,320 | SH | SOLE | 493,320 | 0 | 0 | ||
CAESARS ENTERTAINMENT CORP | COMMON STOCK USD.01 | 127686103 | 3,973 | 336,114 | SH | SOLE | 336,114 | 0 | 0 | ||
CALLON PETROLEUM CO | COMMON STOCK USD.01 | 13123X102 | 665 | 100,949 | SH | SOLE | 100,949 | 0 | 0 | ||
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 4,034 | 38,644 | SH | SOLE | 38,644 | 0 | 0 | ||
CAMPBELL SOUP CO | COMMON STOCK USD.0375 | 134429109 | 202 | 5,037 | SH | SOLE | 5,037 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 1,466 | 16,154 | SH | SOLE | 16,154 | 0 | 0 | ||
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 6,184 | 131,302 | SH | SOLE | 131,302 | 0 | 0 | ||
CARDIOVASCULAR SYSTEMS INC | COMMON STOCK | 141619106 | 857 | 19,967 | SH | SOLE | 19,967 | 0 | 0 | ||
CAREDX INC | COMMON STOCK USD.001 | 14167L103 | 666 | 18,514 | SH | SOLE | 18,514 | 0 | 0 | ||
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 1,792 | 75,351 | SH | SOLE | 75,351 | 0 | 0 | ||
CARLISLE COS INC | COMMON STOCK USD1.0 | 142339100 | 622 | 4,431 | SH | SOLE | 4,431 | 0 | 0 | ||
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 1,746 | 37,509 | SH | SOLE | 37,509 | 0 | 0 | ||
CARPENTER TECHNOLOGY | COMMON STOCK USD5.0 | 144285103 | 225 | 4,685 | SH | SOLE | 4,685 | 0 | 0 | ||
CARS.COM INC | COMMON STOCK USD.01 | 14575E105 | 126 | 6,403 | SH | SOLE | 6,403 | 0 | 0 | ||
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 5,494 | 56,323 | SH | SOLE | 56,323 | 0 | 0 | ||
CASEY S GENERAL STORES INC | COMMON STOCK NPV | 147528103 | 442 | 2,832 | SH | SOLE | 2,832 | 0 | 0 | ||
CATALENT INC | COMMON STOCK USD.01 | 148806102 | 1,114 | 20,555 | SH | SOLE | 20,555 | 0 | 0 | ||
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 3,702 | 27,162 | SH | SOLE | 27,162 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 | 884 | 24,623 | SH | SOLE | 24,623 | 0 | 0 | ||
CAVCO INDUSTRIES INC | COMMON STOCK USD.01 | 149568107 | 881 | 5,594 | SH | SOLE | 5,594 | 0 | 0 | ||
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 545 | 205,767 | SH | SOLE | 205,767 | 0 | 0 | ||
CELANESE CORP | COMMON STOCK USD.0001 | 150870103 | 180 | 1,674 | SH | SOLE | 1,674 | 0 | 0 | ||
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 12,537 | 135,625 | SH | SOLE | 135,625 | 0 | 0 | ||
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 939 | 17,914 | SH | SOLE | 17,914 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 357 | 12,470 | SH | SOLE | 12,470 | 0 | 0 | ||
CENTRAL PUERTO SPONSORED ADR | ADR | 155038201 | 2,238 | 241,400 | SH | SOLE | 241,400 | 0 | 0 | ||
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 564 | 172,899 | SH | SOLE | 172,899 | 0 | 0 | ||
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 6,237 | 530,396 | SH | SOLE | 530,396 | 0 | 0 | ||
CERNER CORP | COMMON STOCK USD.01 | 156782104 | 395 | 5,395 | SH | SOLE | 5,395 | 0 | 0 | ||
CHANNELADVISOR CORP | COMMON STOCK USD.001 | 159179100 | 825 | 94,190 | SH | SOLE | 94,190 | 0 | 0 | ||
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 702 | 4,946 | SH | SOLE | 4,946 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 2,586 | 6,543 | SH | SOLE | 6,543 | 0 | 0 | ||
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 268 | 6,130 | SH | SOLE | 6,130 | 0 | 0 | ||
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 4,721 | 13,082 | SH | SOLE | 13,082 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP | COMMON STOCK USD1.0 | 163731102 | 289 | 7,033 | SH | SOLE | 7,033 | 0 | 0 | ||
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 2,751 | 114,608 | SH | SOLE | 114,608 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 216 | 110,582 | SH | SOLE | 110,582 | 0 | 0 | ||
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 29,085 | 233,731 | SH | SOLE | 233,731 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | REIT USD.01 | 16934Q208 | 2,922 | 154,859 | SH | SOLE | 154,859 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 | 322 | 440 | SH | SOLE | 440 | 0 | 0 | ||
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 1,956 | 22,481 | SH | SOLE | 22,481 | 0 | 0 | ||
CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 317 | 4,338 | SH | SOLE | 4,338 | 0 | 0 | ||
CHURCHILL DOWNS INC | COMMON STOCK | 171484108 | 391 | 3,399 | SH | SOLE | 3,399 | 0 | 0 | ||
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 1,254 | 30,489 | SH | SOLE | 30,489 | 0 | 0 | ||
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 271 | 4,576 | SH | SOLE | 4,576 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP | COMMON STOCK USD2.0 | 172062101 | 228 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COMMON STOCK USD.001 | 17243V102 | 1,061 | 29,387 | SH | SOLE | 29,387 | 0 | 0 | ||
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 26,607 | 486,153 | SH | SOLE | 486,153 | 0 | 0 | ||
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 328 | 7,514 | SH | SOLE | 7,514 | 0 | 0 | ||
CINTAS CORP | COMMON STOCK | 172908105 | 5,448 | 22,959 | SH | SOLE | 22,959 | 0 | 0 | ||
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 18,202 | 259,911 | SH | SOLE | 259,911 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 7,121 | 201,396 | SH | SOLE | 201,396 | 0 | 0 | ||
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 2,931 | 29,861 | SH | SOLE | 29,861 | 0 | 0 | ||
CLEAN HARBORS INC | COMMON STOCK USD.01 | 184496107 | 326 | 4,589 | SH | SOLE | 4,589 | 0 | 0 | ||
CLEAN ENERGY FUELS CORP | COMMON STOCK USD.0001 | 184499101 | 287 | 107,507 | SH | SOLE | 107,507 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HOLDIN | COMMON STOCK | 18453H106 | 2,060 | 436,511 | SH | SOLE | 436,511 | 0 | 0 | ||
CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 | 7,567 | 49,425 | SH | SOLE | 49,425 | 0 | 0 | ||
COCA COLA CONSOLIDATED INC | COMMON STOCK USD1.0 | 191098102 | 609 | 2,035 | SH | SOLE | 2,035 | 0 | 0 | ||
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 2,665 | 52,346 | SH | SOLE | 52,346 | 0 | 0 | ||
COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 | 2,116 | 35,645 | SH | SOLE | 35,645 | 0 | 0 | ||
COHERENT INC | COMMON STOCK USD.01 | 192479103 | 378 | 2,770 | SH | SOLE | 2,770 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 4,133 | 57,661 | SH | SOLE | 57,661 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 1,564 | 15,615 | SH | SOLE | 15,615 | 0 | 0 | ||
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 1,112 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 26,599 | 629,113 | SH | SOLE | 629,113 | 0 | 0 | ||
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 3,242 | 44,636 | SH | SOLE | 44,636 | 0 | 0 | ||
COMMERCE BANCSHARES INC | COMMON STOCK USD5.0 | 200525103 | 447 | 7,494 | SH | SOLE | 7,494 | 0 | 0 | ||
COMMUNITY HEALTHCARE TRUST I | REIT USD.01 | 20369C106 | 628 | 15,942 | SH | SOLE | 15,942 | 0 | 0 | ||
COMMUNITY TRUST BANCORP INC | COMMON STOCK USD5.0 | 204149108 | 643 | 15,195 | SH | SOLE | 15,195 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 910 | 18,333 | SH | SOLE | 18,333 | 0 | 0 | ||
COMPASS MINERALS INTERNATION | COMMON STOCK USD.01 | 20451N101 | 123 | 2,230 | SH | SOLE | 2,230 | 0 | 0 | ||
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 1,000 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS | COMMON STOCK USD.1 | 205826209 | 685 | 24,356 | SH | SOLE | 24,356 | 0 | 0 | ||
CONCHO RESOURCES INC | COMMON STOCK USD.001 | 20605P101 | 469 | 4,544 | SH | SOLE | 4,544 | 0 | 0 | ||
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 10,976 | 179,929 | SH | SOLE | 179,929 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 2,634 | 30,041 | SH | SOLE | 30,041 | 0 | 0 | ||
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 13,223 | 67,140 | SH | SOLE | 67,140 | 0 | 0 | ||
CONTINENTAL BUILDING PRODUCT | COMMON STOCK USD.001 | 211171103 | 356 | 13,394 | SH | SOLE | 13,394 | 0 | 0 | ||
CONTINENTAL RESOURCES INC/OK | COMMON STOCK USD.01 | 212015101 | 1,422 | 33,779 | SH | SOLE | 33,779 | 0 | 0 | ||
CONTROL4 CORP | COMMON STOCK USD.0001 | 21240D107 | 1,347 | 56,735 | SH | SOLE | 56,735 | 0 | 0 | ||
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 675 | 2,003 | SH | SOLE | 2,003 | 0 | 0 | ||
COPART INC | COMMON STOCK | 217204106 | 4,317 | 57,756 | SH | SOLE | 57,756 | 0 | 0 | ||
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1,035 | 92,845 | SH | SOLE | 92,845 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COMMON STOCK USD.01 | 218681104 | 379 | 9,541 | SH | SOLE | 9,541 | 0 | 0 | ||
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 7,474 | 64,897 | SH | SOLE | 64,897 | 0 | 0 | ||
CORELOGIC INC | COMMON STOCK USD1.0 | 21871D103 | 291 | 6,951 | SH | SOLE | 6,951 | 0 | 0 | ||
CORECIVIC INC | REIT USD.01 | 21871N101 | 3,738 | 180,063 | SH | SOLE | 180,063 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | COMMON STOCK USD.0001 | 21925Y103 | 3,004 | 51,858 | SH | SOLE | 51,858 | 0 | 0 | ||
CORNING INC | COMMON STOCK USD.5 | 219350105 | 401 | 12,082 | SH | SOLE | 12,082 | 0 | 0 | ||
CORPORATE OFFICE PROPERTIES | REIT USD.01 | 22002T108 | 264 | 10,007 | SH | SOLE | 10,007 | 0 | 0 | ||
CORTEVA INC | COMMON STOCK USD.01 | 22052L104 | 125,975 | 4,260,223 | SH | SOLE | 4,260,223 | 0 | 0 | ||
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 21,189 | 80,182 | SH | SOLE | 80,182 | 0 | 0 | ||
COTT CORPORATION | COMMON STOCK | 22163N106 | 417 | 31,208 | SH | SOLE | 31,208 | 0 | 0 | ||
COTY INC CL A | COMMON STOCK USD.01 | 222070203 | 134 | 9,975 | SH | SOLE | 9,975 | 0 | 0 | ||
COUSINS PROPERTIES INC | REIT USD1.0 | 222795502 | 1,931 | 53,390 | SH | SOLE | 53,390 | 0 | 0 | ||
COVETRUS INC | COMMON STOCK | 22304C100 | 215 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 449 | 2,627 | SH | SOLE | 2,627 | 0 | 0 | ||
CRAY INC | COMMON STOCK USD.01 | 225223304 | 3,019 | 86,700 | SH | SOLE | 86,700 | 0 | 0 | ||
CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 | 1,975 | 4,081 | SH | SOLE | 4,081 | 0 | 0 | ||
CREE INC | COMMON STOCK USD.00125 | 225447101 | 557 | 9,922 | SH | SOLE | 9,922 | 0 | 0 | ||
CROCS INC | COMMON STOCK USD.001 | 227046109 | 704 | 35,644 | SH | SOLE | 35,644 | 0 | 0 | ||
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 1,560 | 11,967 | SH | SOLE | 11,967 | 0 | 0 | ||
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 7,610 | 124,549 | SH | SOLE | 124,549 | 0 | 0 | ||
CRYOLIFE INC | COMMON STOCK USD.01 | 228903100 | 1,433 | 47,881 | SH | SOLE | 47,881 | 0 | 0 | ||
CULLEN/FROST BANKERS INC | COMMON STOCK USD.01 | 229899109 | 2,369 | 25,293 | SH | SOLE | 25,293 | 0 | 0 | ||
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 1,895 | 11,057 | SH | SOLE | 11,057 | 0 | 0 | ||
CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 231561101 | 455 | 3,579 | SH | SOLE | 3,579 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 232806109 | 597 | 26,839 | SH | SOLE | 26,839 | 0 | 0 | ||
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 495 | 11,483 | SH | SOLE | 11,483 | 0 | 0 | ||
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1,062 | 8,301 | SH | SOLE | 8,301 | 0 | 0 | ||
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 209 | 3,787 | SH | SOLE | 3,787 | 0 | 0 | ||
DANA INC | COMMON STOCK USD.01 | 235825205 | 2,216 | 111,154 | SH | SOLE | 111,154 | 0 | 0 | ||
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 20,379 | 142,589 | SH | SOLE | 142,589 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 3,566 | 29,295 | SH | SOLE | 29,295 | 0 | 0 | ||
DARLING INGREDIENTS INC | COMMON STOCK USD.01 | 237266101 | 387 | 19,437 | SH | SOLE | 19,437 | 0 | 0 | ||
DAVE BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 238337109 | 1,251 | 30,913 | SH | SOLE | 30,913 | 0 | 0 | ||
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 249 | 4,425 | SH | SOLE | 4,425 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COMMON STOCK USD.01 | 243537107 | 1,039 | 5,902 | SH | SOLE | 5,902 | 0 | 0 | ||
DEERE CO | COMMON STOCK USD1.0 | 244199105 | 16,337 | 98,585 | SH | SOLE | 98,585 | 0 | 0 | ||
DEL FRISCO S RESTAURANT GROU | COMMON STOCK USD.001 | 245077102 | 2,273 | 285,500 | SH | SOLE | 285,500 | 0 | 0 | ||
DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 24665A103 | 468 | 11,547 | SH | SOLE | 11,547 | 0 | 0 | ||
DELL TECHNOLOGIES C | COMMON STOCK | 24703L202 | 3,141 | 61,833 | SH | SOLE | 61,833 | 0 | 0 | ||
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 26,015 | 458,421 | SH | SOLE | 458,421 | 0 | 0 | ||
DENBURY RESOURCES INC | COMMON STOCK USD.001 | 247916208 | 292 | 235,411 | SH | SOLE | 235,411 | 0 | 0 | ||
DELUXE CORP | COMMON STOCK USD1.0 | 248019101 | 622 | 15,290 | SH | SOLE | 15,290 | 0 | 0 | ||
DENTSPLY SIRONA INC | COMMON STOCK USD.01 | 24906P109 | 254 | 4,348 | SH | SOLE | 4,348 | 0 | 0 | ||
DESIGNER BRANDS INC CLASS A | COMMON STOCK | 250565108 | 543 | 28,345 | SH | SOLE | 28,345 | 0 | 0 | ||
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 1,919 | 67,287 | SH | SOLE | 67,287 | 0 | 0 | ||
DEXCOM INC | COMMON STOCK USD.001 | 252131107 | 406 | 2,712 | SH | SOLE | 2,712 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COMMON STOCK USD.01 | 25278X109 | 286 | 2,622 | SH | SOLE | 2,622 | 0 | 0 | ||
DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 | 290 | 8,386 | SH | SOLE | 8,386 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 3,603 | 30,592 | SH | SOLE | 30,592 | 0 | 0 | ||
DILLARDS INC CL A | COMMON STOCK | 254067101 | 104 | 1,673 | SH | SOLE | 1,673 | 0 | 0 | ||
DIODES INC | COMMON STOCK USD.667 | 254543101 | 2,226 | 61,198 | SH | SOLE | 61,198 | 0 | 0 | ||
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 23,146 | 165,757 | SH | SOLE | 165,757 | 0 | 0 | ||
DISCOVERY INC A | COMMON STOCK USD.01 | 25470F104 | 1,316 | 42,857 | SH | SOLE | 42,857 | 0 | 0 | ||
DISH NETWORK CORP A | COMMON STOCK USD.01 | 25470M109 | 228 | 5,939 | SH | SOLE | 5,939 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 5,326 | 68,640 | SH | SOLE | 68,640 | 0 | 0 | ||
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 13,374 | 98,952 | SH | SOLE | 98,952 | 0 | 0 | ||
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 1,556 | 20,121 | SH | SOLE | 20,121 | 0 | 0 | ||
DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 | 6,552 | 23,544 | SH | SOLE | 23,544 | 0 | 0 | ||
DOMTAR CORP | COMMON STOCK USD.01 | 257559203 | 174 | 3,911 | SH | SOLE | 3,911 | 0 | 0 | ||
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 2,748 | 31,532 | SH | SOLE | 31,532 | 0 | 0 | ||
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 541 | 13,578 | SH | SOLE | 13,578 | 0 | 0 | ||
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 3,549 | 35,416 | SH | SOLE | 35,416 | 0 | 0 | ||
DOW INC | COMMON STOCK USD.01 | 260557103 | 81,834 | 1,659,585 | SH | SOLE | 1,659,585 | 0 | 0 | ||
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 1,164 | 24,249 | SH | SOLE | 24,249 | 0 | 0 | ||
DUCOMMUN INC | COMMON STOCK USD.01 | 264147109 | 739 | 16,391 | SH | SOLE | 16,391 | 0 | 0 | ||
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 2,489 | 28,204 | SH | SOLE | 28,204 | 0 | 0 | ||
DUKE REALTY CORP | REIT USD.01 | 264411505 | 1,203 | 38,065 | SH | SOLE | 38,065 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 733 | 9,202 | SH | SOLE | 9,202 | 0 | 0 | ||
DUPONT DE NEMOURS INC | COMMON STOCK USD.01 | 26614N102 | 116,031 | 1,545,643 | SH | SOLE | 1,545,643 | 0 | 0 | ||
EPR PROPERTIES | REIT USD.01 | 26884U109 | 1,634 | 21,903 | SH | SOLE | 21,903 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1,016 | 22,775 | SH | SOLE | 22,775 | 0 | 0 | ||
EAGLE MATERIALS INC | COMMON STOCK USD.01 | 26969P108 | 371 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
EASTERLY GOVERNMENT PROPERTI | REIT USD.01 | 27616P103 | 1,116 | 61,645 | SH | SOLE | 61,645 | 0 | 0 | ||
EASTGROUP PROPERTIES INC | REIT | 277276101 | 209 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 3,074 | 39,495 | SH | SOLE | 39,495 | 0 | 0 | ||
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 44 | 18,376 | SH | SOLE | 18,376 | 0 | 0 | ||
EATON VANCE CORP | COMMON STOCK USD.00390625 | 278265103 | 522 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
EBAY INC | COMMON STOCK USD.001 | 278642103 | 3,185 | 80,626 | SH | SOLE | 80,626 | 0 | 0 | ||
ECOLAB INC | COMMON STOCK USD1.0 | 278865100 | 632 | 3,201 | SH | SOLE | 3,201 | 0 | 0 | ||
EDGEWELL PERSONAL CARE CO | COMMON STOCK USD.01 | 28035Q102 | 145 | 5,362 | SH | SOLE | 5,362 | 0 | 0 | ||
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 1,951 | 28,939 | SH | SOLE | 28,939 | 0 | 0 | ||
EDITAS MEDICINE INC | COMMON STOCK USD.0001 | 28106W103 | 368 | 14,890 | SH | SOLE | 14,890 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 | 610 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
EL PASO ELECTRIC CO | COMMON STOCK | 283677854 | 4,434 | 67,800 | SH | SOLE | 67,800 | 0 | 0 | ||
ELDORADO RESORTS INC | COMMON STOCK | 28470R102 | 281 | 6,105 | SH | SOLE | 6,105 | 0 | 0 | ||
ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 | 1,001 | 9,882 | SH | SOLE | 9,882 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 262 | 7,096 | SH | SOLE | 7,096 | 0 | 0 | ||
EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 | 5,304 | 60,209 | SH | SOLE | 60,209 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 459 | 9,511 | SH | SOLE | 9,511 | 0 | 0 | ||
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 780 | 11,688 | SH | SOLE | 11,688 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 1,137 | 13,477 | SH | SOLE | 13,477 | 0 | 0 | ||
ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 29261A100 | 559 | 8,818 | SH | SOLE | 8,818 | 0 | 0 | ||
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 1,046 | 15,266 | SH | SOLE | 15,266 | 0 | 0 | ||
ENPHASE ENERGY INC | COMMON STOCK USD.00001 | 29355A107 | 378 | 20,761 | SH | SOLE | 20,761 | 0 | 0 | ||
ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 29357K103 | 563 | 24,413 | SH | SOLE | 24,413 | 0 | 0 | ||
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 633 | 16,951 | SH | SOLE | 16,951 | 0 | 0 | ||
ENTEGRA FINANCIAL CORP | COMMON STOCK | 29363J108 | 2,298 | 76,300 | SH | SOLE | 76,300 | 0 | 0 | ||
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 244 | 2,371 | SH | SOLE | 2,371 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS A | COMMON STOCK USD.0001 | 29382R107 | 401 | 128,494 | SH | SOLE | 128,494 | 0 | 0 | ||
EPLUS INC | COMMON STOCK USD.01 | 294268107 | 359 | 5,203 | SH | SOLE | 5,203 | 0 | 0 | ||
EQUINIX INC | REIT USD.001 | 29444U700 | 15,213 | 30,167 | SH | SOLE | 30,167 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORP | COMMON STOCK | 294600101 | 322 | 16,362 | SH | SOLE | 16,362 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 3,631 | 29,926 | SH | SOLE | 29,926 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 4,639 | 61,102 | SH | SOLE | 61,102 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 5,351 | 18,329 | SH | SOLE | 18,329 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC | COMMON STOCK USD.01 | 297602104 | 1,604 | 76,163 | SH | SOLE | 76,163 | 0 | 0 | ||
ETSY INC | COMMON STOCK USD.001 | 29786A106 | 2,864 | 46,670 | SH | SOLE | 46,670 | 0 | 0 | ||
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 777 | 4,619 | SH | SOLE | 4,619 | 0 | 0 | ||
EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 | 4,955 | 55,948 | SH | SOLE | 55,948 | 0 | 0 | ||
EVERGY INC | COMMON STOCK | 30034W106 | 102 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
EVERTEC INC | COMMON STOCK USD.01 | 30040P103 | 516 | 15,783 | SH | SOLE | 15,783 | 0 | 0 | ||
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 1,582 | 20,886 | SH | SOLE | 20,886 | 0 | 0 | ||
EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 30049A107 | 917 | 128,302 | SH | SOLE | 128,302 | 0 | 0 | ||
EXACT SCIENCES CORP | COMMON STOCK USD.01 | 30063P105 | 1,264 | 10,710 | SH | SOLE | 10,710 | 0 | 0 | ||
EXELON CORP | COMMON STOCK | 30161N101 | 12,352 | 257,661 | SH | SOLE | 257,661 | 0 | 0 | ||
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 2,228 | 104,258 | SH | SOLE | 104,258 | 0 | 0 | ||
EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 | 245 | 1,841 | SH | SOLE | 1,841 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 527 | 6,944 | SH | SOLE | 6,944 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 4,610 | 43,450 | SH | SOLE | 43,450 | 0 | 0 | ||
EXTERRAN CORP | COMMON STOCK USD.01 | 30227H106 | 409 | 28,760 | SH | SOLE | 28,760 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 05/25 2.375 | 302301AE6 | 9,022 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
EZCORP INC | COMPANY GUAR 07/24 2.875 | 302301AF3 | 1,134 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 13,746 | 179,381 | SH | SOLE | 179,381 | 0 | 0 | ||
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 2,117 | 39,132 | SH | SOLE | 39,132 | 0 | 0 | ||
FMC CORP | COMMON STOCK USD.1 | 302491303 | 216 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
FNB CORP | COMMON STOCK USD.01 | 302520101 | 341 | 28,948 | SH | SOLE | 28,948 | 0 | 0 | ||
FACEBOOK INC CLASS A | COMMON STOCK USD.000006 | 30303M102 | 40,537 | 210,038 | SH | SOLE | 210,038 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 5,599 | 19,538 | SH | SOLE | 19,538 | 0 | 0 | ||
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 5,991 | 19,079 | SH | SOLE | 19,079 | 0 | 0 | ||
FARFETCH LTD CLASS A | COMMON STOCK USD.04 | 30744W107 | 374 | 17,996 | SH | SOLE | 17,996 | 0 | 0 | ||
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 2,700 | 20,971 | SH | SOLE | 20,971 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 255 | 7,848 | SH | SOLE | 7,848 | 0 | 0 | ||
F5 NETWORKS INC | COMMON STOCK | 315616102 | 1,236 | 8,487 | SH | SOLE | 8,487 | 0 | 0 | ||
FIBROGEN INC | COMMON STOCK USD.01 | 31572Q808 | 811 | 17,960 | SH | SOLE | 17,960 | 0 | 0 | ||
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 4,579 | 37,323 | SH | SOLE | 37,323 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 31620R303 | 12,414 | 308,050 | SH | SOLE | 308,050 | 0 | 0 | ||
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 288 | 10,306 | SH | SOLE | 10,306 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 5,323 | 99,133 | SH | SOLE | 99,133 | 0 | 0 | ||
FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 | 2,951 | 267,308 | SH | SOLE | 267,308 | 0 | 0 | ||
FIRST DEFIANCE FINL CORP | COMMON STOCK USD.01 | 32006W106 | 816 | 28,575 | SH | SOLE | 28,575 | 0 | 0 | ||
FIRST DATA CORP CLASS A | COMMON STOCK USD.01 | 32008D106 | 4,927 | 182,000 | SH | SOLE | 182,000 | 0 | 0 | ||
FIRST FINL BANKSHARES INC | COMMON STOCK USD.01 | 32020R109 | 277 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
FIRST FINANCIAL CORP/INDIANA | COMMON STOCK | 320218100 | 599 | 14,906 | SH | SOLE | 14,906 | 0 | 0 | ||
FIRST HORIZON NATIONAL CORP | COMMON STOCK USD.625 | 320517105 | 351 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 3,550 | 96,620 | SH | SOLE | 96,620 | 0 | 0 | ||
FIRST REPUBLIC BANK/CA | COMMON STOCK USD.01 | 33616C100 | 283 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
FIRST SOLAR INC | COMMON STOCK USD.001 | 336433107 | 756 | 11,506 | SH | SOLE | 11,506 | 0 | 0 | ||
FISERV INC | COMMON STOCK USD.01 | 337738108 | 3,313 | 36,339 | SH | SOLE | 36,339 | 0 | 0 | ||
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 9,249 | 216,050 | SH | SOLE | 216,050 | 0 | 0 | ||
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 956 | 18,635 | SH | SOLE | 18,635 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COMMON STOCK USD.001 | 339041105 | 334 | 1,189 | SH | SOLE | 1,189 | 0 | 0 | ||
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 343 | 14,726 | SH | SOLE | 14,726 | 0 | 0 | ||
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 196 | 3,715 | SH | SOLE | 3,715 | 0 | 0 | ||
FLUIDIGM CORP | COMMON STOCK USD.001 | 34385P108 | 567 | 45,990 | SH | SOLE | 45,990 | 0 | 0 | ||
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 1,851 | 44,144 | SH | SOLE | 44,144 | 0 | 0 | ||
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 634 | 61,992 | SH | SOLE | 61,992 | 0 | 0 | ||
FORRESTER RESEARCH INC | COMMON STOCK USD.01 | 346563109 | 410 | 8,720 | SH | SOLE | 8,720 | 0 | 0 | ||
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 3,005 | 39,117 | SH | SOLE | 39,117 | 0 | 0 | ||
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 6,277 | 109,879 | SH | SOLE | 109,879 | 0 | 0 | ||
FOSTER (LB) CO A | COMMON STOCK USD.01 | 350060109 | 352 | 12,889 | SH | SOLE | 12,889 | 0 | 0 | ||
FOX CORP CLASS A | COMMON STOCK USD.01 | 35137L105 | 214 | 5,832 | SH | SOLE | 5,832 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 502 | 14,414 | SH | SOLE | 14,414 | 0 | 0 | ||
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 1,016 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
FULTON FINANCIAL CORP | COMMON STOCK USD2.5 | 360271100 | 984 | 60,104 | SH | SOLE | 60,104 | 0 | 0 | ||
GATX CORP | COMMON STOCK USD.625 | 361448103 | 265 | 3,348 | SH | SOLE | 3,348 | 0 | 0 | ||
GEO GROUP INC/THE | REIT USD.01 | 36162J106 | 2,399 | 114,162 | SH | SOLE | 114,162 | 0 | 0 | ||
GDS HOLDINGS LTD ADR | ADR USD.0004 | 36165L108 | 413 | 10,980 | SH | SOLE | 10,980 | 0 | 0 | ||
ARTHUR J GALLAGHER CO | COMMON STOCK USD1.0 | 363576109 | 131 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 806 | 5,007 | SH | SOLE | 5,007 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 8,916 | 49,035 | SH | SOLE | 49,035 | 0 | 0 | ||
GENERAL ELECTRIC CO | COMMON STOCK USD.06 | 369604103 | 1,642 | 156,396 | SH | SOLE | 156,396 | 0 | 0 | ||
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 538 | 10,250 | SH | SOLE | 10,250 | 0 | 0 | ||
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 4,761 | 123,575 | SH | SOLE | 123,575 | 0 | 0 | ||
GENESEE WYOMING INC CL A | COMMON STOCK USD.01 | 371559105 | 491 | 4,911 | SH | SOLE | 4,911 | 0 | 0 | ||
GENTEX CORP | COMMON STOCK USD.06 | 371901109 | 2,584 | 105,007 | SH | SOLE | 105,007 | 0 | 0 | ||
GENOMIC HEALTH INC | COMMON STOCK USD.0001 | 37244C101 | 1,639 | 28,171 | SH | SOLE | 28,171 | 0 | 0 | ||
GENUINE PARTS CO | COMMON STOCK USD1.0 | 372460105 | 188 | 1,819 | SH | SOLE | 1,819 | 0 | 0 | ||
GENWORTH FINANCIAL INC CL A | COMMON STOCK USD.001 | 37247D106 | 139 | 37,542 | SH | SOLE | 37,542 | 0 | 0 | ||
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 2,790 | 41,298 | SH | SOLE | 41,298 | 0 | 0 | ||
GLADSTONE COMMERCIAL CORP | REIT USD.001 | 376536108 | 567 | 26,708 | SH | SOLE | 26,708 | 0 | 0 | ||
GLOBAL BLOOD THERAPEUTICS IN | COMMON STOCK USD.001 | 37890U108 | 453 | 8,603 | SH | SOLE | 8,603 | 0 | 0 | ||
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 34 | 70,200 | SH | SOLE | 70,200 | 0 | 0 | ||
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 1,107 | 6,914 | SH | SOLE | 6,914 | 0 | 0 | ||
GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 379577208 | 1,707 | 40,350 | SH | SOLE | 40,350 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 1,034 | 5,056 | SH | SOLE | 5,056 | 0 | 0 | ||
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 283 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
GORMAN RUPP CO | COMMON STOCK | 383082104 | 470 | 14,321 | SH | SOLE | 14,321 | 0 | 0 | ||
GRACO INC | COMMON STOCK USD1.0 | 384109104 | 672 | 13,383 | SH | SOLE | 13,383 | 0 | 0 | ||
GRAFTECH INTERNATIONAL LTD | COMMON STOCK USD.01 | 384313508 | 425 | 36,968 | SH | SOLE | 36,968 | 0 | 0 | ||
GRAHAM HOLDINGS CO CLASS B | COMMON STOCK USD1.0 | 384637104 | 140 | 203 | SH | SOLE | 203 | 0 | 0 | ||
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 2,627 | 9,795 | SH | SOLE | 9,795 | 0 | 0 | ||
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 427 | 26,078 | SH | SOLE | 26,078 | 0 | 0 | ||
GREAT LAKES DREDGE DOCK CO | COMMON STOCK USD.0001 | 390607109 | 765 | 69,322 | SH | SOLE | 69,322 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 2,850 | 79,780 | SH | SOLE | 79,780 | 0 | 0 | ||
GREIF INC CL A | COMMON STOCK | 397624107 | 70 | 2,157 | SH | SOLE | 2,157 | 0 | 0 | ||
GUESS INC | COMMON STOCK USD.01 | 401617105 | 408 | 25,283 | SH | SOLE | 25,283 | 0 | 0 | ||
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 564 | 4,174 | SH | SOLE | 4,174 | 0 | 0 | ||
HCP INC | REIT USD1.0 | 40414L109 | 2,806 | 87,745 | SH | SOLE | 87,745 | 0 | 0 | ||
HD SUPPLY HOLDINGS INC | COMMON STOCK USD.01 | 40416M105 | 885 | 21,983 | SH | SOLE | 21,983 | 0 | 0 | ||
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 359 | 11,077 | SH | SOLE | 11,077 | 0 | 0 | ||
HNI CORP | COMMON STOCK USD1.0 | 404251100 | 98 | 2,784 | SH | SOLE | 2,784 | 0 | 0 | ||
HP INC | COMMON STOCK USD.01 | 40434L105 | 305 | 14,690 | SH | SOLE | 14,690 | 0 | 0 | ||
HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 | 1,233 | 73,448 | SH | SOLE | 73,448 | 0 | 0 | ||
HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 | 2,834 | 23,550 | SH | SOLE | 23,550 | 0 | 0 | ||
HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 | 3,766 | 165,622 | SH | SOLE | 165,622 | 0 | 0 | ||
HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 410120109 | 305 | 7,611 | SH | SOLE | 7,611 | 0 | 0 | ||
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 146 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 351 | 2,737 | SH | SOLE | 2,737 | 0 | 0 | ||
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 122 | 3,392 | SH | SOLE | 3,392 | 0 | 0 | ||
HARSCO CORP | COMMON STOCK USD1.25 | 415864107 | 1,105 | 40,283 | SH | SOLE | 40,283 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 940 | 16,875 | SH | SOLE | 16,875 | 0 | 0 | ||
HASBRO INC | COMMON STOCK USD.5 | 418056107 | 179 | 1,693 | SH | SOLE | 1,693 | 0 | 0 | ||
HAWAIIAN ELECTRIC INDS | COMMON STOCK | 419870100 | 331 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 732 | 26,681 | SH | SOLE | 26,681 | 0 | 0 | ||
HEALTHCARE REALTY TRUST INC | REIT USD.01 | 421946104 | 344 | 10,982 | SH | SOLE | 10,982 | 0 | 0 | ||
HEALTH INSURANCE INNOVATIO A | COMMON STOCK USD.001 | 42225K106 | 342 | 13,194 | SH | SOLE | 13,194 | 0 | 0 | ||
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 5,214 | 38,967 | SH | SOLE | 38,967 | 0 | 0 | ||
HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 | 680 | 13,431 | SH | SOLE | 13,431 | 0 | 0 | ||
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 3,776 | 28,194 | SH | SOLE | 28,194 | 0 | 0 | ||
HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 | 5,409 | 40,354 | SH | SOLE | 40,354 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 | 3,542 | 236,915 | SH | SOLE | 236,915 | 0 | 0 | ||
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 2,313 | 55,995 | SH | SOLE | 55,995 | 0 | 0 | ||
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 850 | 8,128 | SH | SOLE | 8,128 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01 | 43300A203 | 606 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 272 | 5,882 | SH | SOLE | 5,882 | 0 | 0 | ||
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 520 | 10,821 | SH | SOLE | 10,821 | 0 | 0 | ||
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 329 | 17,069 | SH | SOLE | 17,069 | 0 | 0 | ||
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 31,076 | 149,423 | SH | SOLE | 149,423 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 12,282 | 70,349 | SH | SOLE | 70,349 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 259 | 10,377 | SH | SOLE | 10,377 | 0 | 0 | ||
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 2,920 | 160,290 | SH | SOLE | 160,290 | 0 | 0 | ||
HUB GROUP INC CL A | COMMON STOCK USD.01 | 443320106 | 1,762 | 41,979 | SH | SOLE | 41,979 | 0 | 0 | ||
HUBBELL INC | COMMON STOCK USD.01 | 443510607 | 647 | 4,962 | SH | SOLE | 4,962 | 0 | 0 | ||
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 1,124 | 6,589 | SH | SOLE | 6,589 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 444097109 | 1,407 | 42,281 | SH | SOLE | 42,281 | 0 | 0 | ||
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 933 | 3,518 | SH | SOLE | 3,518 | 0 | 0 | ||
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 2,018 | 22,073 | SH | SOLE | 22,073 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 264 | 19,111 | SH | SOLE | 19,111 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 4,154 | 18,484 | SH | SOLE | 18,484 | 0 | 0 | ||
HURCO COMPANIES INC | COMMON STOCK | 447324104 | 613 | 17,239 | SH | SOLE | 17,239 | 0 | 0 | ||
ICF INTERNATIONAL INC | COMMON STOCK USD.001 | 44925C103 | 639 | 8,777 | SH | SOLE | 8,777 | 0 | 0 | ||
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 1,818 | 11,786 | SH | SOLE | 11,786 | 0 | 0 | ||
ITT INC | COMMON STOCK USD1.0 | 45073V108 | 526 | 8,028 | SH | SOLE | 8,028 | 0 | 0 | ||
IBERIABANK CORP | COMMON STOCK USD1.0 | 450828108 | 1,744 | 22,987 | SH | SOLE | 22,987 | 0 | 0 | ||
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 294 | 23,371 | SH | SOLE | 23,371 | 0 | 0 | ||
IDACORP INC | COMMON STOCK | 451107106 | 493 | 4,908 | SH | SOLE | 4,908 | 0 | 0 | ||
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 21,046 | 122,260 | SH | SOLE | 122,260 | 0 | 0 | ||
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 771 | 2,801 | SH | SOLE | 2,801 | 0 | 0 | ||
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 738 | 4,892 | SH | SOLE | 4,892 | 0 | 0 | ||
IMAX CORP | COMMON STOCK | 45245E109 | 713 | 35,314 | SH | SOLE | 35,314 | 0 | 0 | ||
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 562 | 6,615 | SH | SOLE | 6,615 | 0 | 0 | ||
INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 45378A106 | 553 | 47,766 | SH | SOLE | 47,766 | 0 | 0 | ||
INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 453838609 | 1,007 | 46,195 | SH | SOLE | 46,195 | 0 | 0 | ||
INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 | 950 | 9,032 | SH | SOLE | 9,032 | 0 | 0 | ||
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 6,393 | 77,505 | SH | SOLE | 77,505 | 0 | 0 | ||
INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 457730109 | 623 | 10,264 | SH | SOLE | 10,264 | 0 | 0 | ||
INSPERITY INC | COMMON STOCK USD.01 | 45778Q107 | 394 | 3,227 | SH | SOLE | 3,227 | 0 | 0 | ||
INNOVIVA INC | COMMON STOCK | 45781M101 | 1,669 | 114,626 | SH | SOLE | 114,626 | 0 | 0 | ||
INTEGRA LIFESCIENCES HOLDING | COMMON STOCK USD.01 | 457985208 | 936 | 16,762 | SH | SOLE | 16,762 | 0 | 0 | ||
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 5,660 | 118,236 | SH | SOLE | 118,236 | 0 | 0 | ||
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 2,346 | 27,951 | SH | SOLE | 27,951 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 7,587 | 88,280 | SH | SOLE | 88,280 | 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 | 230 | 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 | 2,667 | 19,337 | SH | SOLE | 19,337 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 247 | 5,703 | SH | SOLE | 5,703 | 0 | 0 | ||
INTL SPEEDWAY CORP CL A | COMMON STOCK USD.01 | 460335201 | 76 | 1,689 | SH | SOLE | 1,689 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 120 | 5,303 | SH | SOLE | 5,303 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 | 2,658 | 5,067 | SH | SOLE | 5,067 | 0 | 0 | ||
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 2,105 | 8,056 | SH | SOLE | 8,056 | 0 | 0 | ||
INVESTORS REAL ESTATE TRUST | REIT | 461730509 | 413 | 7,043 | SH | SOLE | 7,043 | 0 | 0 | ||
INVITAE CORP | COMMON STOCK USD.0001 | 46185L103 | 956 | 40,682 | SH | SOLE | 40,682 | 0 | 0 | ||
INVITATION HOMES INC | REIT USD.01 | 46187W107 | 3,764 | 140,822 | SH | SOLE | 140,822 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 54 | 6,683 | SH | SOLE | 6,683 | 0 | 0 | ||
IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 | 901 | 5,598 | SH | SOLE | 5,598 | 0 | 0 | ||
IRIDIUM COMMUNICATIONS INC | COMMON STOCK USD.001 | 46269C102 | 435 | 18,705 | SH | SOLE | 18,705 | 0 | 0 | ||
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 770 | 24,587 | SH | SOLE | 24,587 | 0 | 0 | ||
ISHARES MSCI WORLD ETF | ISHARES MSCI WORLD ETF | 464286392 | 2,227 | 24,467 | SH | SOLE | 24,467 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 86,160 | 2,007,932 | SH | SOLE | 2,007,932 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 81,952 | 1,246,792 | SH | SOLE | 1,246,792 | 0 | 0 | ||
ISHARES CORE SP MID CAP ETF | ISHARES CORE S+P MIDCAP ETF | 464287507 | 6,840 | 35,208 | SH | SOLE | 35,208 | 0 | 0 | ||
ISHARES RUSSELL 2000 ETF | ISHARES RUSSELL 2000 ETF | 464287655 | 389 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
JBG SMITH PROPERTIES | REIT USD.01 | 46590V100 | 279 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 44,136 | 394,773 | SH | SOLE | 394,773 | 0 | 0 | ||
JABIL INC | COMMON STOCK USD.001 | 466313103 | 414 | 13,097 | SH | SOLE | 13,097 | 0 | 0 | ||
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 166 | 2,041 | SH | SOLE | 2,041 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC | COMMON STOCK USD1.0 | 469814107 | 198 | 2,343 | SH | SOLE | 2,343 | 0 | 0 | ||
JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 47233W109 | 213 | 11,069 | SH | SOLE | 11,069 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 477143101 | 421 | 22,759 | SH | SOLE | 22,759 | 0 | 0 | ||
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 32,966 | 236,690 | SH | SOLE | 236,690 | 0 | 0 | ||
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 2,815 | 20,008 | SH | SOLE | 20,008 | 0 | 0 | ||
JOUNCE THERAPEUTICS INC | COMMON STOCK USD.001 | 481116101 | 321 | 64,826 | SH | SOLE | 64,826 | 0 | 0 | ||
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 5,722 | 64,371 | SH | SOLE | 64,371 | 0 | 0 | ||
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 166 | 6,217 | SH | SOLE | 6,217 | 0 | 0 | ||
KBR INC | COMMON STOCK USD.001 | 48242W106 | 324 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
KLA CORP | COMMON STOCK USD.001 | 482480100 | 6,001 | 50,774 | SH | SOLE | 50,774 | 0 | 0 | ||
K12 INC | COMMON STOCK USD.0001 | 48273U102 | 1,631 | 53,632 | SH | SOLE | 53,632 | 0 | 0 | ||
KAISER ALUMINUM CORP | COMMON STOCK USD.01 | 483007704 | 436 | 4,468 | SH | SOLE | 4,468 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 217 | 1,783 | SH | SOLE | 1,783 | 0 | 0 | ||
KB HOME | COMMON STOCK USD1.0 | 48666K109 | 2,574 | 100,037 | SH | SOLE | 100,037 | 0 | 0 | ||
KEMPER CORP | COMMON STOCK USD.1 | 488401100 | 1,946 | 22,556 | SH | SOLE | 22,556 | 0 | 0 | ||
KENNAMETAL INC | COMMON STOCK USD1.25 | 489170100 | 273 | 7,390 | SH | SOLE | 7,390 | 0 | 0 | ||
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 395 | 22,265 | SH | SOLE | 22,265 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES IN | COMMON STOCK | 49338L103 | 548 | 6,097 | SH | SOLE | 6,097 | 0 | 0 | ||
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 3,107 | 42,099 | SH | SOLE | 42,099 | 0 | 0 | ||
KIMBALL INTERNATIONAL B | COMMON STOCK USD.05 | 494274103 | 510 | 29,274 | SH | SOLE | 29,274 | 0 | 0 | ||
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2,286 | 17,152 | SH | SOLE | 17,152 | 0 | 0 | ||
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 4,178 | 226,102 | SH | SOLE | 226,102 | 0 | 0 | ||
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 5,343 | 255,869 | SH | SOLE | 255,869 | 0 | 0 | ||
KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.001 | 499049104 | 1,063 | 32,384 | SH | SOLE | 32,384 | 0 | 0 | ||
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 877 | 18,435 | SH | SOLE | 18,435 | 0 | 0 | ||
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 3,122 | 143,813 | SH | SOLE | 143,813 | 0 | 0 | ||
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 210 | 8,061 | SH | SOLE | 8,061 | 0 | 0 | ||
LKQ CORP | COMMON STOCK USD.01 | 501889208 | 152 | 5,710 | SH | SOLE | 5,710 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS INC | COMMON STOCK | 50212V100 | 998 | 12,230 | SH | SOLE | 12,230 | 0 | 0 | ||
LSC COMMUNICATIONS INC | COMMON STOCK USD.01 | 50218P107 | 1,008 | 274,700 | SH | SOLE | 274,700 | 0 | 0 | ||
L3 TECHNOLOGIES INC | COMMON STOCK USD.01 | 502413107 | 605 | 2,467 | SH | SOLE | 2,467 | 0 | 0 | ||
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 641 | 20,894 | SH | SOLE | 20,894 | 0 | 0 | ||
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 223 | 1,287 | SH | SOLE | 1,287 | 0 | 0 | ||
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 4,698 | 25,013 | SH | SOLE | 25,013 | 0 | 0 | ||
LAMAR ADVERTISING CO A | REIT USD.001 | 512816109 | 534 | 6,618 | SH | SOLE | 6,618 | 0 | 0 | ||
LANDS END INC | COMMON STOCK USD.01 | 51509F105 | 361 | 29,552 | SH | SOLE | 29,552 | 0 | 0 | ||
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 3,475 | 32,182 | SH | SOLE | 32,182 | 0 | 0 | ||
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 388 | 63,975 | SH | SOLE | 63,975 | 0 | 0 | ||
LANTHEUS HOLDINGS INC | COMMON STOCK USD.01 | 516544103 | 1,283 | 45,341 | SH | SOLE | 45,341 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 518415104 | 687 | 47,054 | SH | SOLE | 47,054 | 0 | 0 | ||
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 18,751 | 102,403 | SH | SOLE | 102,403 | 0 | 0 | ||
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 3,273 | 23,499 | SH | SOLE | 23,499 | 0 | 0 | ||
LEGACYTEXAS FINANCIAL GROUP | COMMON STOCK USD.01 | 52471Y106 | 1,260 | 30,960 | SH | SOLE | 30,960 | 0 | 0 | ||
LEGG MASON INC | COMMON STOCK USD.1 | 524901105 | 1,830 | 47,807 | SH | SOLE | 47,807 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 | 1,480 | 18,529 | SH | SOLE | 18,529 | 0 | 0 | ||
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 577 | 20,637 | SH | SOLE | 20,637 | 0 | 0 | ||
LENDINGTREE INC | COMMON STOCK USD.01 | 52603B107 | 294 | 700 | SH | SOLE | 700 | 0 | 0 | ||
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 375 | 7,745 | SH | SOLE | 7,745 | 0 | 0 | ||
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 6,830 | 24,835 | SH | SOLE | 24,835 | 0 | 0 | ||
LIBERTY OILFIELD SERVICES A | COMMON STOCK | 53115L104 | 497 | 30,726 | SH | SOLE | 30,726 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 3,604 | 72,016 | SH | SOLE | 72,016 | 0 | 0 | ||
LIBERTY MEDIA COR SIRIUSXM C | TRACKING STK USD.01 | 531229607 | 2,059 | 54,202 | SH | SOLE | 54,202 | 0 | 0 | ||
LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 531229854 | 559 | 14,949 | SH | SOLE | 14,949 | 0 | 0 | ||
LIBERTY TRIPADVISOR HDG A | COMMON STOCK USD.01 | 531465102 | 463 | 37,301 | SH | SOLE | 37,301 | 0 | 0 | ||
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 243 | 2,132 | SH | SOLE | 2,132 | 0 | 0 | ||
LIFE STORAGE INC | REIT USD.01 | 53223X107 | 312 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
ELI LILLY CO | COMMON STOCK | 532457108 | 5,193 | 46,871 | SH | SOLE | 46,871 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 533900106 | 2,418 | 29,369 | SH | SOLE | 29,369 | 0 | 0 | ||
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 3,828 | 59,402 | SH | SOLE | 59,402 | 0 | 0 | ||
LITTELFUSE INC | COMMON STOCK USD.01 | 537008104 | 478 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01 | 538034109 | 763 | 11,518 | SH | SOLE | 11,518 | 0 | 0 | ||
LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 53815P108 | 324 | 6,674 | SH | SOLE | 6,674 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 539830109 | 1,163 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
LOEWS CORP | COMMON STOCK USD.01 | 540424108 | 350 | 6,403 | SH | SOLE | 6,403 | 0 | 0 | ||
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 852 | 11,564 | SH | SOLE | 11,564 | 0 | 0 | ||
LOMA NEGRA CIA IND SPON ADR | ADR | 54150E104 | 2,216 | 189,395 | SH | SOLE | 189,395 | 0 | 0 | ||
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 3,132 | 119,446 | SH | SOLE | 119,446 | 0 | 0 | ||
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 2,230 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 55024U109 | 1,081 | 20,232 | SH | SOLE | 20,232 | 0 | 0 | ||
M T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 694 | 4,080 | SH | SOLE | 4,080 | 0 | 0 | ||
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 4,962 | 377,601 | SH | SOLE | 377,601 | 0 | 0 | ||
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1,731 | 56,486 | SH | SOLE | 56,486 | 0 | 0 | ||
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 820 | 28,729 | SH | SOLE | 28,729 | 0 | 0 | ||
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 406 | 5,214 | SH | SOLE | 5,214 | 0 | 0 | ||
MSA SAFETY INC | COMMON STOCK | 553498106 | 305 | 2,896 | SH | SOLE | 2,896 | 0 | 0 | ||
MSC INDUSTRIAL DIRECT CO A | COMMON STOCK USD.001 | 553530106 | 709 | 9,542 | SH | SOLE | 9,542 | 0 | 0 | ||
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 9,842 | 41,218 | SH | SOLE | 41,218 | 0 | 0 | ||
MACK CALI REALTY CORP | REIT USD.01 | 554489104 | 258 | 11,085 | SH | SOLE | 11,085 | 0 | 0 | ||
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 498 | 7,185 | SH | SOLE | 7,185 | 0 | 0 | ||
MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 | 568 | 494,200 | SH | SOLE | 494,200 | 0 | 0 | ||
MANPOWERGROUP INC | COMMON STOCK USD.01 | 56418H100 | 515 | 5,333 | SH | SOLE | 5,333 | 0 | 0 | ||
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 392 | 27,559 | SH | SOLE | 27,559 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COMMON STOCK USD.01 | 56585A102 | 13,996 | 250,459 | SH | SOLE | 250,459 | 0 | 0 | ||
MARCUS CORPORATION | COMMON STOCK USD1.0 | 566330106 | 332 | 10,073 | SH | SOLE | 10,073 | 0 | 0 | ||
MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 57060D108 | 1,094 | 3,405 | SH | SOLE | 3,405 | 0 | 0 | ||
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 337 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 12,633 | 126,647 | SH | SOLE | 126,647 | 0 | 0 | ||
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 3,445 | 24,555 | SH | SOLE | 24,555 | 0 | 0 | ||
MARTIN MARIETTA MATERIALS | COMMON STOCK USD.01 | 573284106 | 748 | 3,252 | SH | SOLE | 3,252 | 0 | 0 | ||
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 1,651 | 42,068 | SH | SOLE | 42,068 | 0 | 0 | ||
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 1,522 | 10,229 | SH | SOLE | 10,229 | 0 | 0 | ||
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 2,691 | 51,088 | SH | SOLE | 51,088 | 0 | 0 | ||
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 1,753 | 34,012 | SH | SOLE | 34,012 | 0 | 0 | ||
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 30,163 | 114,023 | SH | SOLE | 114,023 | 0 | 0 | ||
MATADOR RESOURCES CO | COMMON STOCK USD.01 | 576485205 | 292 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
MATERION CORP | COMMON STOCK | 576690101 | 530 | 7,815 | SH | SOLE | 7,815 | 0 | 0 | ||
MATRIX SERVICE CO | COMMON STOCK USD.01 | 576853105 | 1,221 | 60,255 | SH | SOLE | 60,255 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS | COMMON STOCK USD.001 | 57772K101 | 1,045 | 17,475 | SH | SOLE | 17,475 | 0 | 0 | ||
MAXIMUS INC | COMMON STOCK | 577933104 | 2,773 | 38,230 | SH | SOLE | 38,230 | 0 | 0 | ||
MCCORMICK CO NON VTG SHRS | COMMON STOCK | 579780206 | 356 | 2,299 | SH | SOLE | 2,299 | 0 | 0 | ||
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037703 | 136 | 14,042 | SH | SOLE | 14,042 | 0 | 0 | ||
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 9,324 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 1,344 | 9,998 | SH | SOLE | 9,998 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 993 | 56,926 | SH | SOLE | 56,926 | 0 | 0 | ||
MEDIFAST INC | COMMON STOCK USD.001 | 58470H101 | 350 | 2,725 | SH | SOLE | 2,725 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COMMON STOCK USD.01 | 58471A105 | 4,390 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 191 | 7,561 | SH | SOLE | 7,561 | 0 | 0 | ||
MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 58506Q109 | 640 | 9,781 | SH | SOLE | 9,781 | 0 | 0 | ||
MERCK CO. INC. | COMMON STOCK USD.5 | 58933Y105 | 28,469 | 339,517 | SH | SOLE | 339,517 | 0 | 0 | ||
MERCURY GENERAL CORP | COMMON STOCK | 589400100 | 1,078 | 17,247 | SH | SOLE | 17,247 | 0 | 0 | ||
MEREDITH CORP | COMMON STOCK USD1.0 | 589433101 | 1,189 | 21,586 | SH | SOLE | 21,586 | 0 | 0 | ||
METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 591520200 | 1,245 | 43,563 | SH | SOLE | 43,563 | 0 | 0 | ||
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 4,778 | 96,188 | SH | SOLE | 96,188 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 10,890 | 12,964 | SH | SOLE | 12,964 | 0 | 0 | ||
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 168 | 19,261 | SH | SOLE | 19,261 | 0 | 0 | ||
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 95,090 | 709,842 | SH | SOLE | 709,842 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 1,513 | 39,206 | SH | SOLE | 39,206 | 0 | 0 | ||
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 3,591 | 30,490 | SH | SOLE | 30,490 | 0 | 0 | ||
MILACRON HOLDINGS CORP | COMMON STOCK USD.01 | 59870L106 | 574 | 41,596 | SH | SOLE | 41,596 | 0 | 0 | ||
HERMAN MILLER INC | COMMON STOCK USD.2 | 600544100 | 181 | 4,056 | SH | SOLE | 4,056 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 2,629 | 49,131 | SH | SOLE | 49,131 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 487 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 1,123 | 20,046 | SH | SOLE | 20,046 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 10,353 | 192,076 | SH | SOLE | 192,076 | 0 | 0 | ||
MONMOUTH REAL ESTATE INV COR | REIT USD.01 | 609720107 | 2,024 | 149,383 | SH | SOLE | 149,383 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 381 | 22,627 | SH | SOLE | 22,627 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 4,058 | 63,572 | SH | SOLE | 63,572 | 0 | 0 | ||
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 6,857 | 35,106 | SH | SOLE | 35,106 | 0 | 0 | ||
MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 | 2,765 | 29,534 | SH | SOLE | 29,534 | 0 | 0 | ||
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 1,539 | 35,118 | SH | SOLE | 35,118 | 0 | 0 | ||
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 230 | 9,175 | SH | SOLE | 9,175 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 365 | 2,187 | SH | SOLE | 2,187 | 0 | 0 | ||
MR COOPER GROUP INC | COMMON STOCK USD.01 | 62482R107 | 131 | 16,347 | SH | SOLE | 16,347 | 0 | 0 | ||
MURPHY USA INC | COMMON STOCK | 626755102 | 216 | 2,575 | SH | SOLE | 2,575 | 0 | 0 | ||
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 719 | 25,865 | SH | SOLE | 25,865 | 0 | 0 | ||
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 374 | 12,026 | SH | SOLE | 12,026 | 0 | 0 | ||
NMI HOLDINGS INC CLASS A | COMMON STOCK USD.01 | 629209305 | 514 | 18,117 | SH | SOLE | 18,117 | 0 | 0 | ||
NRC GROUP HOLDINGS CORP | COMMON STOCK USD.0001 | 629375106 | 634 | 57,041 | SH | SOLE | 57,041 | 0 | 0 | ||
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 214 | 6,084 | SH | SOLE | 6,084 | 0 | 0 | ||
NVR INC | COMMON STOCK USD.01 | 62944T105 | 1,432 | 425 | SH | SOLE | 425 | 0 | 0 | ||
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 106 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
NATERA INC | COMMON STOCK USD.0001 | 632307104 | 1,433 | 51,953 | SH | SOLE | 51,953 | 0 | 0 | ||
NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 635017106 | 446 | 10,003 | SH | SOLE | 10,003 | 0 | 0 | ||
NATIONAL CINEMEDIA INC | COMMON STOCK USD.01 | 635309107 | 323 | 49,165 | SH | SOLE | 49,165 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 1,804 | 34,196 | SH | SOLE | 34,196 | 0 | 0 | ||
NATIONAL GENERAL HLDGS | COMMON STOCK USD.01 | 636220303 | 2,574 | 112,219 | SH | SOLE | 112,219 | 0 | 0 | ||
NATL HEALTH INVESTORS INC | REIT USD.01 | 63633D104 | 1,752 | 22,458 | SH | SOLE | 22,458 | 0 | 0 | ||
NATIONAL INSTRUMENTS CORP | COMMON STOCK USD.01 | 636518102 | 523 | 12,464 | SH | SOLE | 12,464 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 2,166 | 40,860 | SH | SOLE | 40,860 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 1,625 | 56,146 | SH | SOLE | 56,146 | 0 | 0 | ||
NATIONAL VISION HOLDINGS INC | COMMON STOCK USD.01 | 63845R107 | 485 | 15,796 | SH | SOLE | 15,796 | 0 | 0 | ||
NAVIENT CORP | COMMON STOCK USD.01 | 63938C108 | 219 | 16,080 | SH | SOLE | 16,080 | 0 | 0 | ||
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 2,585 | 41,893 | SH | SOLE | 41,893 | 0 | 0 | ||
NETFLIX INC | COMMON STOCK USD.001 | 64110L106 | 12,321 | 33,543 | SH | SOLE | 33,543 | 0 | 0 | ||
NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 64115T104 | 198 | 7,799 | SH | SOLE | 7,799 | 0 | 0 | ||
NEW ORIENTAL EDUCATIO SP ADR | ADR USD.01 | 647581107 | 557 | 5,765 | SH | SOLE | 5,765 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 1,354 | 87,988 | SH | SOLE | 87,988 | 0 | 0 | ||
NEW YORK COMMUNITY BANCORP | COMMON STOCK USD.01 | 649445103 | 334 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
NEW YORK TIMES CO A | COMMON STOCK USD.1 | 650111107 | 414 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 314 | 20,370 | SH | SOLE | 20,370 | 0 | 0 | ||
NEWMARKET CORP | COMMON STOCK | 651587107 | 222 | 554 | SH | SOLE | 554 | 0 | 0 | ||
NEWMONT GOLDCORP CORP | COMMON STOCK USD1.6 | 651639106 | 591 | 15,368 | SH | SOLE | 15,368 | 0 | 0 | ||
NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 | 1,830 | 135,626 | SH | SOLE | 135,626 | 0 | 0 | ||
NEWS CORP CLASS B | COMMON STOCK | 65249B208 | 1,078 | 77,236 | SH | SOLE | 77,236 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC CL A | COMMON STOCK USD.01 | 65336K103 | 2,245 | 22,229 | SH | SOLE | 22,229 | 0 | 0 | ||
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 3,365 | 16,427 | SH | SOLE | 16,427 | 0 | 0 | ||
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 1,336 | 32,273 | SH | SOLE | 32,273 | 0 | 0 | ||
NEXTGEN HEALTHCARE INC | COMMON STOCK USD.01 | 65343C102 | 1,435 | 72,134 | SH | SOLE | 72,134 | 0 | 0 | ||
NIKE INC CL B | COMMON STOCK | 654106103 | 8,024 | 95,579 | SH | SOLE | 95,579 | 0 | 0 | ||
NOBLE ENERGY INC | COMMON STOCK USD.01 | 655044105 | 427 | 19,073 | SH | SOLE | 19,073 | 0 | 0 | ||
NORDSON CORP | COMMON STOCK | 655663102 | 581 | 4,110 | SH | SOLE | 4,110 | 0 | 0 | ||
NORDSTROM INC | COMMON STOCK | 655664100 | 133 | 4,161 | SH | SOLE | 4,161 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 2,920 | 14,649 | SH | SOLE | 14,649 | 0 | 0 | ||
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 1,051 | 11,674 | SH | SOLE | 11,674 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 666807102 | 840 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
NORTHSTAR REALTY EUROPE CORP | REIT USD.01 | 66706L101 | 649 | 39,497 | SH | SOLE | 39,497 | 0 | 0 | ||
NORTHWEST NATURAL HOLDING CO | COMMON STOCK | 66765N105 | 1,013 | 14,580 | SH | SOLE | 14,580 | 0 | 0 | ||
NORTHWESTERN CORP | COMMON STOCK USD.01 | 668074305 | 458 | 6,343 | SH | SOLE | 6,343 | 0 | 0 | ||
NOW INC | COMMON STOCK USD.01 | 67011P100 | 173 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | ||
NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 67018T105 | 295 | 5,978 | SH | SOLE | 5,978 | 0 | 0 | ||
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 259 | 4,704 | SH | SOLE | 4,704 | 0 | 0 | ||
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 4,484 | 27,305 | SH | SOLE | 27,305 | 0 | 0 | ||
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 306 | 5,223 | SH | SOLE | 5,223 | 0 | 0 | ||
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 759 | 17,838 | SH | SOLE | 17,838 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 9,332 | 25,269 | SH | SOLE | 25,269 | 0 | 0 | ||
OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 | 1,218 | 51,224 | SH | SOLE | 51,224 | 0 | 0 | ||
OAKTREE CAPITAL GROUP LLC | MLP | 674001201 | 7,570 | 152,800 | SH | SOLE | 152,800 | 0 | 0 | ||
OASIS PETROLEUM INC | COMMON STOCK USD.01 | 674215108 | 237 | 41,700 | SH | SOLE | 41,700 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 2,656 | 52,820 | SH | SOLE | 52,820 | 0 | 0 | ||
OCEANEERING INTL INC | COMMON STOCK USD.25 | 675232102 | 298 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 4,760 | 31,894 | SH | SOLE | 31,894 | 0 | 0 | ||
OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 | 465 | 20,793 | SH | SOLE | 20,793 | 0 | 0 | ||
OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 680277100 | 420 | 32,925 | SH | SOLE | 32,925 | 0 | 0 | ||
OLIN CORP | COMMON STOCK USD1.0 | 680665205 | 349 | 15,914 | SH | SOLE | 15,914 | 0 | 0 | ||
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 139 | 1,699 | SH | SOLE | 1,699 | 0 | 0 | ||
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 890 | 24,224 | SH | SOLE | 24,224 | 0 | 0 | ||
OMNOVA SOLUTIONS INC | COMMON STOCK USD.1 | 682129101 | 566 | 90,903 | SH | SOLE | 90,903 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 682189105 | 1,374 | 67,978 | SH | SOLE | 67,978 | 0 | 0 | ||
ONE GAS INC | COMMON STOCK | 68235P108 | 424 | 4,695 | SH | SOLE | 4,695 | 0 | 0 | ||
ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 682406103 | 1,006 | 34,744 | SH | SOLE | 34,744 | 0 | 0 | ||
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 7,247 | 127,204 | SH | SOLE | 127,204 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 511 | 55,011 | SH | SOLE | 55,011 | 0 | 0 | ||
ORTHOFIX MEDICAL INC | COMMON STOCK USD.1 | 68752M108 | 684 | 12,937 | SH | SOLE | 12,937 | 0 | 0 | ||
OSHKOSH CORP | COMMON STOCK USD.01 | 688239201 | 5,298 | 63,461 | SH | SOLE | 63,461 | 0 | 0 | ||
OUTFRONT MEDIA INC | REIT USD.01 | 69007J106 | 2 | 70 | SH | SOLE | 70 | 0 | 0 | ||
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 237 | 13,716 | SH | SOLE | 13,716 | 0 | 0 | ||
PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 69318G106 | 111 | 3,543 | SH | SOLE | 3,543 | 0 | 0 | ||
PDL BIOPHARMA INC | COMMON STOCK USD.01 | 69329Y104 | 972 | 309,526 | SH | SOLE | 309,526 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 773 | 5,633 | SH | SOLE | 5,633 | 0 | 0 | ||
PNM RESOURCES INC | COMMON STOCK | 69349H107 | 370 | 7,277 | SH | SOLE | 7,277 | 0 | 0 | ||
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 5,464 | 46,814 | SH | SOLE | 46,814 | 0 | 0 | ||
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 421 | 13,566 | SH | SOLE | 13,566 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 587 | 5,925 | SH | SOLE | 5,925 | 0 | 0 | ||
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 8,002 | 47,480 | SH | SOLE | 47,480 | 0 | 0 | ||
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 852 | 9,002 | SH | SOLE | 9,002 | 0 | 0 | ||
PTC THERAPEUTICS INC | COMMON STOCK USD.001 | 69366J200 | 883 | 19,617 | SH | SOLE | 19,617 | 0 | 0 | ||
PTC INC | COMMON STOCK USD.01 | 69370C100 | 287 | 3,197 | SH | SOLE | 3,197 | 0 | 0 | ||
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 4,278 | 59,703 | SH | SOLE | 59,703 | 0 | 0 | ||
PACIFIC BIOSCIENCES OF CALIF | COMMON STOCK USD.0001 | 69404D108 | 1,271 | 210,163 | SH | SOLE | 210,163 | 0 | 0 | ||
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 11,331 | 118,870 | SH | SOLE | 118,870 | 0 | 0 | ||
PACWEST BANCORP | COMMON STOCK | 695263103 | 2,092 | 53,873 | SH | SOLE | 53,873 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COMMON STOCK USD.0001 | 697435105 | 345 | 1,695 | SH | SOLE | 1,695 | 0 | 0 | ||
PAMPA ENERGIA SA SPON ADR | ADR | 697660207 | 1,362 | 39,292 | SH | SOLE | 39,292 | 0 | 0 | ||
PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 698813102 | 158 | 3,532 | SH | SOLE | 3,532 | 0 | 0 | ||
PARK OHIO HOLDINGS CORP | COMMON STOCK USD1.0 | 700666100 | 472 | 14,480 | SH | SOLE | 14,480 | 0 | 0 | ||
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 5,436 | 31,975 | SH | SOLE | 31,975 | 0 | 0 | ||
PARSLEY ENERGY INC CLASS A | COMMON STOCK USD.01 | 701877102 | 152 | 7,995 | SH | SOLE | 7,995 | 0 | 0 | ||
PATTERSON COS INC | COMMON STOCK USD.01 | 703395103 | 219 | 9,544 | SH | SOLE | 9,544 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 | 456 | 39,644 | SH | SOLE | 39,644 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COMMON STOCK USD.01 | 70432V102 | 503 | 2,218 | SH | SOLE | 2,218 | 0 | 0 | ||
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 1,262 | 15,340 | SH | SOLE | 15,340 | 0 | 0 | ||
PAYLOCITY HOLDING CORP | COMMON STOCK USD.001 | 70438V106 | 474 | 5,057 | SH | SOLE | 5,057 | 0 | 0 | ||
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 7,304 | 63,815 | SH | SOLE | 63,815 | 0 | 0 | ||
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 3,632 | 150,695 | SH | SOLE | 150,695 | 0 | 0 | ||
PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 70509V100 | 37 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
PENN NATIONAL GAMING INC | COMMON STOCK USD.01 | 707569109 | 241 | 12,507 | SH | SOLE | 12,507 | 0 | 0 | ||
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 259 | 227,200 | SH | SOLE | 227,200 | 0 | 0 | ||
PEOPLES BANCORP INC | COMMON STOCK | 709789101 | 665 | 20,611 | SH | SOLE | 20,611 | 0 | 0 | ||
PEOPLE S UTAH BANCORP | COMMON STOCK USD.01 | 712706209 | 495 | 16,836 | SH | SOLE | 16,836 | 0 | 0 | ||
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 15,898 | 121,241 | SH | SOLE | 121,241 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 | 1,070 | 26,731 | SH | SOLE | 26,731 | 0 | 0 | ||
PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 | 212 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
PERSPECTA INC | COMMON STOCK USD.01 | 715347100 | 1,152 | 49,219 | SH | SOLE | 49,219 | 0 | 0 | ||
PETMED EXPRESS INC | COMMON STOCK USD.001 | 716382106 | 484 | 30,904 | SH | SOLE | 30,904 | 0 | 0 | ||
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 3,151 | 72,733 | SH | SOLE | 72,733 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 71742Q106 | 1,402 | 44,122 | SH | SOLE | 44,122 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 15,252 | 194,221 | SH | SOLE | 194,221 | 0 | 0 | ||
PHILLIPS 66 | COMMON STOCK | 718546104 | 4,461 | 47,690 | SH | SOLE | 47,690 | 0 | 0 | ||
PHYSICIANS REALTY TRUST | REIT USD.01 | 71943U104 | 1,864 | 106,895 | SH | SOLE | 106,895 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 720190206 | 1,094 | 54,910 | SH | SOLE | 54,910 | 0 | 0 | ||
PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 72346Q104 | 428 | 7,452 | SH | SOLE | 7,452 | 0 | 0 | ||
PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 | 4,155 | 44,163 | SH | SOLE | 44,163 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01 | 723787107 | 1,985 | 12,903 | SH | SOLE | 12,903 | 0 | 0 | ||
PLANTRONICS INC | COMMON STOCK USD.01 | 727493108 | 593 | 15,997 | SH | SOLE | 15,997 | 0 | 0 | ||
PLAYAGS INC | COMMON STOCK USD.01 | 72814N104 | 326 | 16,764 | SH | SOLE | 16,764 | 0 | 0 | ||
POLARIS INDUSTRIES INC | COMMON STOCK USD.01 | 731068102 | 575 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 3,912 | 124,626 | SH | SOLE | 124,626 | 0 | 0 | ||
POOL CORP | COMMON STOCK USD.001 | 73278L105 | 679 | 3,556 | SH | SOLE | 3,556 | 0 | 0 | ||
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 1,484 | 27,365 | SH | SOLE | 27,365 | 0 | 0 | ||
PORTLAND GENERAL ELECTRIC CO | COMMON STOCK | 736508847 | 3,015 | 55,659 | SH | SOLE | 55,659 | 0 | 0 | ||
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 802 | 7,717 | SH | SOLE | 7,717 | 0 | 0 | ||
POTLATCHDELTIC CORP | REIT USD1.0 | 737630103 | 294 | 7,547 | SH | SOLE | 7,547 | 0 | 0 | ||
PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 74112D101 | 1,302 | 41,108 | SH | SOLE | 41,108 | 0 | 0 | ||
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 2,232 | 20,341 | SH | SOLE | 20,341 | 0 | 0 | ||
PRIMERICA INC | COMMON STOCK | 74164M108 | 4,230 | 35,262 | SH | SOLE | 35,262 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 236 | 4,078 | SH | SOLE | 4,078 | 0 | 0 | ||
PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 | 20,523 | 187,172 | SH | SOLE | 187,172 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 1,482 | 33,968 | SH | SOLE | 33,968 | 0 | 0 | ||
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 5,221 | 65,319 | SH | SOLE | 65,319 | 0 | 0 | ||
PROLOGIS INC | REIT USD.01 | 74340W103 | 15,880 | 198,254 | SH | SOLE | 198,254 | 0 | 0 | ||
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 185 | 1,537 | SH | SOLE | 1,537 | 0 | 0 | ||
PROPETRO HOLDING CORP | COMMON STOCK | 74347M108 | 419 | 20,247 | SH | SOLE | 20,247 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 743606105 | 337 | 5,107 | SH | SOLE | 5,107 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 10,284 | 101,820 | SH | SOLE | 101,820 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 401 | 6,822 | SH | SOLE | 6,822 | 0 | 0 | ||
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 9,857 | 41,388 | SH | SOLE | 41,388 | 0 | 0 | ||
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 4,258 | 134,671 | SH | SOLE | 134,671 | 0 | 0 | ||
QAD INC A | COMMON STOCK | 74727D306 | 808 | 20,093 | SH | SOLE | 20,093 | 0 | 0 | ||
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 125 | 17,307 | SH | SOLE | 17,307 | 0 | 0 | ||
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 194 | 2,917 | SH | SOLE | 2,917 | 0 | 0 | ||
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 3,024 | 39,758 | SH | SOLE | 39,758 | 0 | 0 | ||
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 2,437 | 27,988 | SH | SOLE | 27,988 | 0 | 0 | ||
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 760 | 19,906 | SH | SOLE | 19,906 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 177 | 1,741 | SH | SOLE | 1,741 | 0 | 0 | ||
QURATE RETAIL INC | COMMON STOCK USD.01 | 74915M100 | 892 | 72,007 | SH | SOLE | 72,007 | 0 | 0 | ||
RLJ LODGING TRUST | REIT | 74965L101 | 508 | 28,630 | SH | SOLE | 28,630 | 0 | 0 | ||
RH | COMMON STOCK USD.0001 | 74967X103 | 406 | 3,514 | SH | SOLE | 3,514 | 0 | 0 | ||
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 614 | 10,054 | SH | SOLE | 10,054 | 0 | 0 | ||
RTI SURGICAL HDS INC | COMMON STOCK USD.001 | 74975N105 | 506 | 119,145 | SH | SOLE | 119,145 | 0 | 0 | ||
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 5,137 | 224,821 | SH | SOLE | 224,821 | 0 | 0 | ||
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 3,640 | 32,047 | SH | SOLE | 32,047 | 0 | 0 | ||
RANGE RESOURCES CORP | COMMON STOCK USD.01 | 75281A109 | 204 | 29,277 | SH | SOLE | 29,277 | 0 | 0 | ||
RAPID7 INC | COMMON STOCK USD.01 | 753422104 | 563 | 9,742 | SH | SOLE | 9,742 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 86 | 1,017 | SH | SOLE | 1,017 | 0 | 0 | ||
RAYONIER INC | REIT | 754907103 | 349 | 11,527 | SH | SOLE | 11,527 | 0 | 0 | ||
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 13,831 | 79,545 | SH | SOLE | 79,545 | 0 | 0 | ||
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 3,038 | 44,053 | SH | SOLE | 44,053 | 0 | 0 | ||
RECRO PHARMA INC | COMMON STOCK USD.01 | 75629F109 | 563 | 55,394 | SH | SOLE | 55,394 | 0 | 0 | ||
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 5,838 | 31,094 | SH | SOLE | 31,094 | 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 | 3,198 | 47,919 | SH | SOLE | 47,919 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 | 410 | 1,311 | SH | SOLE | 1,311 | 0 | 0 | ||
REGENXBIO INC | COMMON STOCK USD.0001 | 75901B107 | 418 | 8,135 | SH | SOLE | 8,135 | 0 | 0 | ||
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 3,574 | 239,229 | SH | SOLE | 239,229 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 759351604 | 714 | 4,573 | SH | SOLE | 4,573 | 0 | 0 | ||
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 6,125 | 64,734 | SH | SOLE | 64,734 | 0 | 0 | ||
RENT A CENTER INC | COMMON STOCK USD.01 | 76009N100 | 867 | 32,548 | SH | SOLE | 32,548 | 0 | 0 | ||
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 4,958 | 57,231 | SH | SOLE | 57,231 | 0 | 0 | ||
RESMED INC | COMMON STOCK USD.004 | 761152107 | 313 | 2,566 | SH | SOLE | 2,566 | 0 | 0 | ||
RESIDEO TECHNOLOGIES INC | COMMON STOCK USD.001 | 76118Y104 | 245 | 11,163 | SH | SOLE | 11,163 | 0 | 0 | ||
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 661 | 38,608 | SH | SOLE | 38,608 | 0 | 0 | ||
RETAIL PROPERTIES OF AME A | REIT USD.001 | 76131V202 | 1,301 | 110,610 | SH | SOLE | 110,610 | 0 | 0 | ||
REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 76169C100 | 6,154 | 152,439 | SH | SOLE | 152,439 | 0 | 0 | ||
RITE AID CORP | COMMON STOCK USD1.0 | 767754872 | 379 | 47,276 | SH | SOLE | 47,276 | 0 | 0 | ||
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 190 | 3,327 | SH | SOLE | 3,327 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 913 | 5,573 | SH | SOLE | 5,573 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 6,995 | 19,099 | SH | SOLE | 19,099 | 0 | 0 | ||
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 7,867 | 79,367 | SH | SOLE | 79,367 | 0 | 0 | ||
ROYAL GOLD INC | COMMON STOCK USD.01 | 780287108 | 469 | 4,578 | SH | SOLE | 4,578 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 936 | 33,890 | SH | SOLE | 33,890 | 0 | 0 | ||
RUSH ENTERPRISES INC CL A | COMMON STOCK USD.01 | 781846209 | 353 | 9,663 | SH | SOLE | 9,663 | 0 | 0 | ||
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 1,587 | 69,886 | SH | SOLE | 69,886 | 0 | 0 | ||
RYDER SYSTEM INC | COMMON STOCK USD.5 | 783549108 | 207 | 3,549 | SH | SOLE | 3,549 | 0 | 0 | ||
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 662 | 79,488 | SH | SOLE | 79,488 | 0 | 0 | ||
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 3,642 | 44,908 | SH | SOLE | 44,908 | 0 | 0 | ||
SP GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 9,739 | 42,753 | SH | SOLE | 42,753 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 | 370 | 1,647 | SH | SOLE | 1,647 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 2,643 | 47,108 | SH | SOLE | 47,108 | 0 | 0 | ||
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 2,860 | 35,591 | SH | SOLE | 35,591 | 0 | 0 | ||
SLM CORP | COMMON STOCK USD.2 | 78442P106 | 350 | 36,035 | SH | SOLE | 36,035 | 0 | 0 | ||
SM ENERGY CO | COMMON STOCK USD.01 | 78454L100 | 192 | 15,349 | SH | SOLE | 15,349 | 0 | 0 | ||
SPDR SP 500 ETF TRUST | SPDR TRUST SERIES 1 | 78462F103 | 400,646 | 1,367,394 | SH | SOLE | 1,367,394 | 0 | 0 | ||
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 2,658 | 26,006 | SH | SOLE | 26,006 | 0 | 0 | ||
SSC TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 78467J100 | 3,459 | 60,047 | SH | SOLE | 60,047 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 262 | 13,318 | SH | SOLE | 13,318 | 0 | 0 | ||
SABRE CORP | COMMON STOCK USD.01 | 78573M104 | 536 | 24,137 | SH | SOLE | 24,137 | 0 | 0 | ||
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X873 | 2,234 | 620,637 | SH | SOLE | 620,637 | 0 | 0 | ||
SAFETY INSURANCE GROUP INC | COMMON STOCK USD.01 | 78648T100 | 1,315 | 13,825 | SH | SOLE | 13,825 | 0 | 0 | ||
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 9,660 | 63,664 | SH | SOLE | 63,664 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 186 | 13,964 | SH | SOLE | 13,964 | 0 | 0 | ||
SANDERSON FARMS INC | COMMON STOCK USD1.0 | 800013104 | 259 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 579 | 83,603 | SH | SOLE | 83,603 | 0 | 0 | ||
SANTANDER CONSUMER USA HOLDI | COMMON STOCK USD.01 | 80283M101 | 562 | 23,474 | SH | SOLE | 23,474 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 784 | 5,159 | SH | SOLE | 5,159 | 0 | 0 | ||
SAUL CENTERS INC | REIT USD.01 | 804395101 | 475 | 8,464 | SH | SOLE | 8,464 | 0 | 0 | ||
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 3,018 | 43,174 | SH | SOLE | 43,174 | 0 | 0 | ||
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 7,349 | 184,930 | SH | SOLE | 184,930 | 0 | 0 | ||
SCHNITZER STEEL INDS INC A | COMMON STOCK USD1.0 | 806882106 | 659 | 25,166 | SH | SOLE | 25,166 | 0 | 0 | ||
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 750 | 18,656 | SH | SOLE | 18,656 | 0 | 0 | ||
SCIENCE APPLICATIONS INTE | COMMON STOCK USD.0001 | 808625107 | 373 | 4,310 | SH | SOLE | 4,310 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | COMMON STOCK USD.001 | 80874P109 | 137 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
SCOTTS MIRACLE GRO CO | COMMON STOCK USD.01 | 810186106 | 296 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
SEA LTD ADR | ADR | 81141R100 | 561 | 16,888 | SH | SOLE | 16,888 | 0 | 0 | ||
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 114 | 2,661 | SH | SOLE | 2,661 | 0 | 0 | ||
MATERIALS SELECT SECTOR SPDR F | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 12,282 | 209,949 | SH | SOLE | 209,949 | 0 | 0 | ||
SEMTECH CORP | COMMON STOCK USD.01 | 816850101 | 1,231 | 25,620 | SH | SOLE | 25,620 | 0 | 0 | ||
SEMPRA ENERGY | COMMON STOCK | 816851109 | 2,006 | 14,594 | SH | SOLE | 14,594 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 1,066 | 128,924 | SH | SOLE | 128,924 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 223 | 3,040 | SH | SOLE | 3,040 | 0 | 0 | ||
SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 | 2,486 | 53,132 | SH | SOLE | 53,132 | 0 | 0 | ||
SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 | 822 | 2,992 | SH | SOLE | 2,992 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 82312B106 | 1,225 | 31,813 | SH | SOLE | 31,813 | 0 | 0 | ||
SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 | 9,562 | 20,864 | SH | SOLE | 20,864 | 0 | 0 | ||
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 378 | 13,688 | SH | SOLE | 13,688 | 0 | 0 | ||
SIGNATURE BANK | COMMON STOCK USD.01 | 82669G104 | 541 | 4,478 | SH | SOLE | 4,478 | 0 | 0 | ||
SILGAN HOLDINGS INC | COMMON STOCK USD.01 | 827048109 | 127 | 4,134 | SH | SOLE | 4,134 | 0 | 0 | ||
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 358 | 15,395 | SH | SOLE | 15,395 | 0 | 0 | ||
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 9,635 | 60,307 | SH | SOLE | 60,307 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 375 | 6,988 | SH | SOLE | 6,988 | 0 | 0 | ||
SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK | 83001A102 | 976 | 19,639 | SH | SOLE | 19,639 | 0 | 0 | ||
SKECHERS USA INC CL A | COMMON STOCK USD.001 | 830566105 | 597 | 18,952 | SH | SOLE | 18,952 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 344 | 4,452 | SH | SOLE | 4,452 | 0 | 0 | ||
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 22,325 | 473,388 | SH | SOLE | 473,388 | 0 | 0 | ||
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 1,123 | 9,747 | SH | SOLE | 9,747 | 0 | 0 | ||
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 2,372 | 14,318 | SH | SOLE | 14,318 | 0 | 0 | ||
SONOCO PRODUCTS CO | COMMON STOCK | 835495102 | 383 | 5,860 | SH | SOLE | 5,860 | 0 | 0 | ||
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 2,323 | 42,022 | SH | SOLE | 42,022 | 0 | 0 | ||
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 573 | 11,278 | SH | SOLE | 11,278 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COMMON STOCK USD1.0 | 844895102 | 529 | 5,901 | SH | SOLE | 5,901 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COMMON STOCK USD.01 | 845467109 | 486 | 153,785 | SH | SOLE | 153,785 | 0 | 0 | ||
SPIRE INC | COMMON STOCK USD1.0 | 84857L101 | 378 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 5,485 | 67,405 | SH | SOLE | 67,405 | 0 | 0 | ||
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 508 | 4,041 | SH | SOLE | 4,041 | 0 | 0 | ||
SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 85208M102 | 1,271 | 67,298 | SH | SOLE | 67,298 | 0 | 0 | ||
SQUARE INC A | COMMON STOCK USD.000001 | 852234103 | 512 | 7,061 | SH | SOLE | 7,061 | 0 | 0 | ||
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 477 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 5,313 | 63,374 | SH | SOLE | 63,374 | 0 | 0 | ||
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 368 | 6,564 | SH | SOLE | 6,564 | 0 | 0 | ||
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 5,583 | 184,872 | SH | SOLE | 184,872 | 0 | 0 | ||
STEELCASE INC CL A | COMMON STOCK | 858155203 | 825 | 48,248 | SH | SOLE | 48,248 | 0 | 0 | ||
STERLING BANCORP/DE | COMMON STOCK USD.01 | 85917A100 | 353 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
STEWARDSHIP FINANCIAL CORP | COMMON STOCK | 860326107 | 1,003 | 64,900 | SH | SOLE | 64,900 | 0 | 0 | ||
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 1,490 | 36,800 | SH | SOLE | 36,800 | 0 | 0 | ||
STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 | 362 | 6,123 | SH | SOLE | 6,123 | 0 | 0 | ||
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 3,262 | 98,280 | SH | SOLE | 98,280 | 0 | 0 | ||
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 4,061 | 19,756 | SH | SOLE | 19,756 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 914 | 79,681 | SH | SOLE | 79,681 | 0 | 0 | ||
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 2,893 | 22,571 | SH | SOLE | 22,571 | 0 | 0 | ||
SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 86722A103 | 985 | 110,979 | SH | SOLE | 110,979 | 0 | 0 | ||
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 3,834 | 61,004 | SH | SOLE | 61,004 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1,247 | 37,694 | SH | SOLE | 37,694 | 0 | 0 | ||
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 210 | 9,642 | SH | SOLE | 9,642 | 0 | 0 | ||
SYNAPTICS INC | COMMON STOCK USD.001 | 87157D109 | 118 | 4,051 | SH | SOLE | 4,051 | 0 | 0 | ||
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 801 | 6,227 | SH | SOLE | 6,227 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 6,648 | 191,744 | SH | SOLE | 191,744 | 0 | 0 | ||
SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 | 1,932 | 37,817 | SH | SOLE | 37,817 | 0 | 0 | ||
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 430 | 6,078 | SH | SOLE | 6,078 | 0 | 0 | ||
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 511 | 24,589 | SH | SOLE | 24,589 | 0 | 0 | ||
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 14,891 | 281,609 | SH | SOLE | 281,609 | 0 | 0 | ||
T MOBILE US INC | COMMON STOCK USD.0001 | 872590104 | 1,486 | 20,047 | SH | SOLE | 20,047 | 0 | 0 | ||
TRI POINTE GROUP INC | COMMON STOCK USD.01 | 87265H109 | 104 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 4,689 | 28,243 | SH | SOLE | 28,243 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 23,619 | 602,984 | SH | SOLE | 602,984 | 0 | 0 | ||
TAKE TWO INTERACTIVE SOFTWRE | COMMON STOCK USD.01 | 874054109 | 233 | 2,051 | SH | SOLE | 2,051 | 0 | 0 | ||
TAL EDUCATION GROUP ADR | ADR | 874080104 | 517 | 13,580 | SH | SOLE | 13,580 | 0 | 0 | ||
TANDEM DIABETES CARE INC | COMMON STOCK | 875372203 | 1,091 | 16,909 | SH | SOLE | 16,909 | 0 | 0 | ||
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 125 | 7,706 | SH | SOLE | 7,706 | 0 | 0 | ||
TAPESTRY INC | COMMON STOCK USD.01 | 876030107 | 166 | 5,242 | SH | SOLE | 5,242 | 0 | 0 | ||
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 1,454 | 16,790 | SH | SOLE | 16,790 | 0 | 0 | ||
TAUBMAN CENTERS INC | REIT USD.01 | 876664103 | 1,023 | 25,046 | SH | SOLE | 25,046 | 0 | 0 | ||
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 2,090 | 19,979 | SH | SOLE | 19,979 | 0 | 0 | ||
TEGNA INC | COMMON STOCK USD1.0 | 87901J105 | 232 | 15,307 | SH | SOLE | 15,307 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 | 3,753 | 13,703 | SH | SOLE | 13,703 | 0 | 0 | ||
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 331 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
TELEPHONE AND DATA SYSTEMS | COMMON STOCK USD.01 | 879433829 | 195 | 6,416 | SH | SOLE | 6,416 | 0 | 0 | ||
TEMPUR SEALY INTERNATIONAL I | COMMON STOCK USD.01 | 88023U101 | 353 | 4,805 | SH | SOLE | 4,805 | 0 | 0 | ||
TENABLE HOLDINGS INC | COMMON STOCK USD.01 | 88025T102 | 657 | 23,019 | SH | SOLE | 23,019 | 0 | 0 | ||
TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 88033G407 | 996 | 48,222 | SH | SOLE | 48,222 | 0 | 0 | ||
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 750 | 15,659 | SH | SOLE | 15,659 | 0 | 0 | ||
TEREX CORP | COMMON STOCK USD.01 | 880779103 | 202 | 6,435 | SH | SOLE | 6,435 | 0 | 0 | ||
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 5,958 | 265,639 | SH | SOLE | 265,639 | 0 | 0 | ||
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 4,999 | 101,946 | SH | SOLE | 101,946 | 0 | 0 | ||
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 641 | 8,166 | SH | SOLE | 8,166 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | COMMON STOCK USD.01 | 88224Q107 | 350 | 5,699 | SH | SOLE | 5,699 | 0 | 0 | ||
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 15,794 | 137,627 | SH | SOLE | 137,627 | 0 | 0 | ||
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 234 | 4,418 | SH | SOLE | 4,418 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 5,236 | 17,828 | SH | SOLE | 17,828 | 0 | 0 | ||
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 3,002 | 51,360 | SH | SOLE | 51,360 | 0 | 0 | ||
3M CO | COMMON STOCK USD.01 | 88579Y101 | 1,632 | 9,413 | SH | SOLE | 9,413 | 0 | 0 | ||
TIMKEN CO | COMMON STOCK | 887389104 | 1,977 | 38,515 | SH | SOLE | 38,515 | 0 | 0 | ||
TITAN MACHINERY INC | COMMON STOCK USD.00001 | 88830R101 | 466 | 22,628 | SH | SOLE | 22,628 | 0 | 0 | ||
TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 | 1,513 | 41,326 | SH | SOLE | 41,326 | 0 | 0 | ||
TOPBUILD CORP | COMMON STOCK | 89055F103 | 367 | 4,434 | SH | SOLE | 4,434 | 0 | 0 | ||
TORO CO | COMMON STOCK USD1.0 | 891092108 | 563 | 8,416 | SH | SOLE | 8,416 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 3,889 | 30,316 | SH | SOLE | 30,316 | 0 | 0 | ||
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 205 | 1,882 | SH | SOLE | 1,882 | 0 | 0 | ||
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 11,503 | 23,777 | SH | SOLE | 23,777 | 0 | 0 | ||
TRAVELERS COS INC/THE | COMMON STOCK NPV | 89417E109 | 423 | 2,831 | SH | SOLE | 2,831 | 0 | 0 | ||
TRAVELZOO | COMMON STOCK USD.01 | 89421Q205 | 321 | 20,758 | SH | SOLE | 20,758 | 0 | 0 | ||
TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 89469A104 | 268 | 4,960 | SH | SOLE | 4,960 | 0 | 0 | ||
TRIMAS CORP | COMMON STOCK USD.01 | 896215209 | 717 | 23,140 | SH | SOLE | 23,140 | 0 | 0 | ||
TRIMBLE INC | COMMON STOCK | 896239100 | 730 | 16,191 | SH | SOLE | 16,191 | 0 | 0 | ||
TRIPLE S MANAGEMENT CORP B | COMMON STOCK USD1.0 | 896749108 | 373 | 15,643 | SH | SOLE | 15,643 | 0 | 0 | ||
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 132 | 2,853 | SH | SOLE | 2,853 | 0 | 0 | ||
TRUSTMARK CORP | COMMON STOCK | 898402102 | 110 | 3,296 | SH | SOLE | 3,296 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COMMON STOCK USD.01 | 899896104 | 85 | 4,464 | SH | SOLE | 4,464 | 0 | 0 | ||
TWITTER INC | COMMON STOCK USD.000005 | 90184L102 | 1,687 | 48,327 | SH | SOLE | 48,327 | 0 | 0 | ||
II VI INC | COMMON STOCK | 902104108 | 548 | 14,994 | SH | SOLE | 14,994 | 0 | 0 | ||
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 2,647 | 32,790 | SH | SOLE | 32,790 | 0 | 0 | ||
UDR INC | REIT USD.01 | 902653104 | 1,337 | 29,784 | SH | SOLE | 29,784 | 0 | 0 | ||
UGI CORP | COMMON STOCK | 902681105 | 3,022 | 56,582 | SH | SOLE | 56,582 | 0 | 0 | ||
UMB FINANCIAL CORP | COMMON STOCK USD1.0 | 902788108 | 231 | 3,516 | SH | SOLE | 3,516 | 0 | 0 | ||
US BANCORP | COMMON STOCK USD.01 | 902973304 | 4,029 | 76,884 | SH | SOLE | 76,884 | 0 | 0 | ||
USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 90328M107 | 848 | 10,670 | SH | SOLE | 10,670 | 0 | 0 | ||
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 16,739 | 336,868 | SH | SOLE | 336,868 | 0 | 0 | ||
ULTA BEAUTY INC | COMMON STOCK USD.01 | 90384S303 | 346 | 997 | SH | SOLE | 997 | 0 | 0 | ||
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 346 | 20,840 | SH | SOLE | 20,840 | 0 | 0 | ||
UNDER ARMOUR INC CLASS A | COMMON STOCK USD.000333 | 904311107 | 194 | 7,640 | SH | SOLE | 7,640 | 0 | 0 | ||
UNDER ARMOUR INC CLASS C | COMMON STOCK USD.000333 | 904311206 | 210 | 9,449 | SH | SOLE | 9,449 | 0 | 0 | ||
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 22,072 | 130,520 | SH | SOLE | 130,520 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL | COMMON STOCK | 909839102 | 680 | 71,053 | SH | SOLE | 71,053 | 0 | 0 | ||
UNITED COMMUNITY BANKS/GA | COMMON STOCK USD1.0 | 90984P303 | 493 | 17,267 | SH | SOLE | 17,267 | 0 | 0 | ||
UNITED BANKSHARES INC | COMMON STOCK USD2.5 | 909907107 | 324 | 8,735 | SH | SOLE | 8,735 | 0 | 0 | ||
UNITED AIRLINES HOLDINGS INC | COMMON STOCK USD.01 | 910047109 | 186 | 2,128 | SH | SOLE | 2,128 | 0 | 0 | ||
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 383 | 2,886 | SH | SOLE | 2,886 | 0 | 0 | ||
US FOODS HOLDING CORP | COMMON STOCK USD.01 | 912008109 | 8,516 | 238,132 | SH | SOLE | 238,132 | 0 | 0 | ||
UNITED STATES STEEL CORP | COMMON STOCK USD1.0 | 912909108 | 230 | 14,995 | SH | SOLE | 14,995 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 15,045 | 115,552 | SH | SOLE | 115,552 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 234 | 2,998 | SH | SOLE | 2,998 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 34,499 | 141,383 | SH | SOLE | 141,383 | 0 | 0 | ||
UNITI GROUP INC | REIT USD.0001 | 91325V108 | 139 | 14,616 | SH | SOLE | 14,616 | 0 | 0 | ||
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 3,545 | 160,857 | SH | SOLE | 160,857 | 0 | 0 | ||
UNIVERSAL DISPLAY CORP | COMMON STOCK USD.01 | 91347P105 | 696 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
UNIVERSAL HEALTH RLTY INCOME | REIT USD.01 | 91359E105 | 597 | 7,028 | SH | SOLE | 7,028 | 0 | 0 | ||
UNIVERSAL LOGISTICS HOLDINGS | COMMON STOCK | 91388P105 | 634 | 28,201 | SH | SOLE | 28,201 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 2,401 | 18,412 | SH | SOLE | 18,412 | 0 | 0 | ||
UNIVEST FINANCIAL CORP | COMMON STOCK USD5.0 | 915271100 | 682 | 25,963 | SH | SOLE | 25,963 | 0 | 0 | ||
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 1,116 | 33,250 | SH | SOLE | 33,250 | 0 | 0 | ||
URBAN EDGE PROPERTIES | REIT USD.01 | 91704F104 | 185 | 10,680 | SH | SOLE | 10,680 | 0 | 0 | ||
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 226 | 9,917 | SH | SOLE | 9,917 | 0 | 0 | ||
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 794 | 37,787 | SH | SOLE | 37,787 | 0 | 0 | ||
UTAH MEDICAL PRODUCTS INC | COMMON STOCK USD.01 | 917488108 | 417 | 4,357 | SH | SOLE | 4,357 | 0 | 0 | ||
VF CORP | COMMON STOCK | 918204108 | 481 | 5,512 | SH | SOLE | 5,512 | 0 | 0 | ||
VAIL RESORTS INC | COMMON STOCK USD.01 | 91879Q109 | 1,075 | 4,816 | SH | SOLE | 4,816 | 0 | 0 | ||
VALHI INC | COMMON STOCK USD.01 | 918905100 | 48 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 2,736 | 31,954 | SH | SOLE | 31,954 | 0 | 0 | ||
VALLEY NATIONAL BANCORP | COMMON STOCK | 919794107 | 312 | 28,958 | SH | SOLE | 28,958 | 0 | 0 | ||
VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 920253101 | 264 | 2,083 | SH | SOLE | 2,083 | 0 | 0 | ||
VALVOLINE INC | COMMON STOCK USD.01 | 92047W101 | 221 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 1,744 | 12,810 | SH | SOLE | 12,810 | 0 | 0 | ||
VENTAS INC | REIT USD.25 | 92276F100 | 2,670 | 39,069 | SH | SOLE | 39,069 | 0 | 0 | ||
VANGUARD SP 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 63,325 | 235,278 | SH | SOLE | 235,278 | 0 | 0 | ||
VERACYTE INC | COMMON STOCK USD.001 | 92337F107 | 1,990 | 69,785 | SH | SOLE | 69,785 | 0 | 0 | ||
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 6,807 | 32,544 | SH | SOLE | 32,544 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 12,722 | 222,688 | SH | SOLE | 222,688 | 0 | 0 | ||
VERINT SYSTEMS INC | COMMON STOCK USD.001 | 92343X100 | 933 | 17,348 | SH | SOLE | 17,348 | 0 | 0 | ||
VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 | 7,887 | 53,854 | SH | SOLE | 53,854 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 8,760 | 47,769 | SH | SOLE | 47,769 | 0 | 0 | ||
VERSUM MATERIALS INC | COMMON STOCK USD1.0 | 92532W103 | 5,654 | 109,610 | SH | SOLE | 109,610 | 0 | 0 | ||
VIASAT INC | COMMON STOCK USD.0001 | 92552V100 | 396 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 1,544 | 51,682 | SH | SOLE | 51,682 | 0 | 0 | ||
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 49,342 | 284,310 | SH | SOLE | 284,310 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 3,099 | 187,570 | SH | SOLE | 187,570 | 0 | 0 | ||
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 5,221 | 230,617 | SH | SOLE | 230,617 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 888 | 13,852 | SH | SOLE | 13,852 | 0 | 0 | ||
VULCAN MATERIALS CO | COMMON STOCK USD1.0 | 929160109 | 826 | 6,018 | SH | SOLE | 6,018 | 0 | 0 | ||
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 5,700 | 42,986 | SH | SOLE | 42,986 | 0 | 0 | ||
WP CAREY INC | REIT USD.001 | 92936U109 | 499 | 6,149 | SH | SOLE | 6,149 | 0 | 0 | ||
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 1,653 | 19,830 | SH | SOLE | 19,830 | 0 | 0 | ||
WAGEWORKS INC | COMMON STOCK USD.001 | 930427109 | 2,983 | 58,740 | SH | SOLE | 58,740 | 0 | 0 | ||
WALMART INC | COMMON STOCK USD.1 | 931142103 | 4,598 | 41,611 | SH | SOLE | 41,611 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 1,524 | 27,883 | SH | SOLE | 27,883 | 0 | 0 | ||
WALKER DUNLOP INC | COMMON STOCK | 93148P102 | 589 | 11,075 | SH | SOLE | 11,075 | 0 | 0 | ||
WASHINGTON FEDERAL INC | COMMON STOCK USD1.0 | 938824109 | 208 | 5,969 | SH | SOLE | 5,969 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 351 | 91,907 | SH | SOLE | 91,907 | 0 | 0 | ||
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 5,956 | 51,628 | SH | SOLE | 51,628 | 0 | 0 | ||
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 8,524 | 39,603 | SH | SOLE | 39,603 | 0 | 0 | ||
WATSCO INC | COMMON STOCK USD.5 | 942622200 | 343 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 947890109 | 438 | 9,179 | SH | SOLE | 9,179 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC | COMMON STOCK | 948626106 | 746 | 39,070 | SH | SOLE | 39,070 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | REIT USD.03 | 948741103 | 1,394 | 50,842 | SH | SOLE | 50,842 | 0 | 0 | ||
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 2,001 | 119,834 | SH | SOLE | 119,834 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COMMON STOCK USD.01 | 94946T106 | 458 | 1,605 | SH | SOLE | 1,605 | 0 | 0 | ||
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 2,647 | 55,932 | SH | SOLE | 55,932 | 0 | 0 | ||
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 4,456 | 54,651 | SH | SOLE | 54,651 | 0 | 0 | ||
WENDY S CO/THE | COMMON STOCK USD.1 | 95058W100 | 495 | 25,264 | SH | SOLE | 25,264 | 0 | 0 | ||
WERNER ENTERPRISES INC | COMMON STOCK USD.01 | 950755108 | 122 | 3,931 | SH | SOLE | 3,931 | 0 | 0 | ||
WESBANCO INC | COMMON STOCK USD2.0833 | 950810101 | 1,573 | 40,805 | SH | SOLE | 40,805 | 0 | 0 | ||
WESCO AIRCRAFT HOLDINGS INC | COMMON STOCK USD.001 | 950814103 | 505 | 45,511 | SH | SOLE | 45,511 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25 | 955306105 | 1,468 | 11,731 | SH | SOLE | 11,731 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COMMON STOCK USD.0001 | 957638109 | 492 | 11,005 | SH | SOLE | 11,005 | 0 | 0 | ||
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 307 | 6,449 | SH | SOLE | 6,449 | 0 | 0 | ||
WESTERN UNION CO | COMMON STOCK USD.01 | 959802109 | 96 | 4,842 | SH | SOLE | 4,842 | 0 | 0 | ||
WESTROCK CO | COMMON STOCK | 96145D105 | 243 | 6,673 | SH | SOLE | 6,673 | 0 | 0 | ||
WEX INC | COMMON STOCK USD.01 | 96208T104 | 808 | 3,884 | SH | SOLE | 3,884 | 0 | 0 | ||
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 240 | 9,105 | SH | SOLE | 9,105 | 0 | 0 | ||
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 245 | 1,719 | SH | SOLE | 1,719 | 0 | 0 | ||
WILEY (JOHN) SONS CLASS A | COMMON STOCK USD1.0 | 968223206 | 155 | 3,387 | SH | SOLE | 3,387 | 0 | 0 | ||
WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 969904101 | 480 | 7,390 | SH | SOLE | 7,390 | 0 | 0 | ||
WINTRUST FINANCIAL CORP | COMMON STOCK | 97650W108 | 403 | 5,512 | SH | SOLE | 5,512 | 0 | 0 | ||
WOLVERINE WORLD WIDE INC | COMMON STOCK USD1.0 | 978097103 | 1,245 | 45,217 | SH | SOLE | 45,217 | 0 | 0 | ||
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 1,050 | 9,278 | SH | SOLE | 9,278 | 0 | 0 | ||
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 1,080 | 30,043 | SH | SOLE | 30,043 | 0 | 0 | ||
WORLDPAY INC CLASS A | COMMON STOCK USD.00001 | 981558109 | 2,985 | 24,355 | SH | SOLE | 24,355 | 0 | 0 | ||
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 182 | 4,523 | SH | SOLE | 4,523 | 0 | 0 | ||
WPX ENERGY INC | COMMON STOCK USD.01 | 98212B103 | 527 | 45,800 | SH | SOLE | 45,800 | 0 | 0 | ||
WYNDHAM DESTINATIONS INC | COMMON STOCK USD.01 | 98310W108 | 373 | 8,489 | SH | SOLE | 8,489 | 0 | 0 | ||
WYNDHAM HOTELS RESORTS INC | COMMON STOCK USD.01 | 98311A105 | 412 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
XPO LOGISTICS INC | COMMON STOCK USD.001 | 983793100 | 549 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 493 | 8,293 | SH | SOLE | 8,293 | 0 | 0 | ||
XILINX INC | COMMON STOCK USD.01 | 983919101 | 610 | 5,174 | SH | SOLE | 5,174 | 0 | 0 | ||
XENIA HOTELS RESORTS INC | REIT USD.01 | 984017103 | 1,500 | 71,946 | SH | SOLE | 71,946 | 0 | 0 | ||
XEROX CORP | COMMON STOCK USD1.0 | 984121608 | 2,109 | 59,571 | SH | SOLE | 59,571 | 0 | 0 | ||
XPERI CORP | COMMON STOCK USD.001 | 98421B100 | 320 | 15,522 | SH | SOLE | 15,522 | 0 | 0 | ||
YY INC ADR | ADR USD.00001 | 98426T106 | 2,842 | 40,775 | SH | SOLE | 40,775 | 0 | 0 | ||
YELP INC | COMMON STOCK USD.000001 | 985817105 | 1,576 | 46,097 | SH | SOLE | 46,097 | 0 | 0 | ||
YUM BRANDS INC | COMMON STOCK | 988498101 | 501 | 4,527 | SH | SOLE | 4,527 | 0 | 0 | ||
ZAYO GROUP HOLDINGS INC | COMMON STOCK USD.001 | 98919V105 | 3,008 | 91,400 | SH | SOLE | 91,400 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK USD.01 | 989207105 | 3,790 | 18,090 | SH | SOLE | 18,090 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 2,180 | 18,515 | SH | SOLE | 18,515 | 0 | 0 | ||
ZIONS BANCORP NA | COMMON STOCK USD.001 | 989701107 | 1,419 | 30,855 | SH | SOLE | 30,855 | 0 | 0 | ||
ZOETIS INC | COMMON STOCK USD.01 | 98978V103 | 5,798 | 51,087 | SH | SOLE | 51,087 | 0 | 0 | ||
ZSCALER INC | COMMON STOCK USD.001 | 98980G102 | 391 | 5,096 | SH | SOLE | 5,096 | 0 | 0 |