FORM 13F INFORMATION TABLE
COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
---|---|---|---|---|---|---|---|---|---|---|---|
NAME OF ISSUER | TITLE OF CLASS | CUSIP | VALUE (X$1000) | SHRS or PRN AMT | SH or PRN | PUT / CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | ||
SOLE | SHARED | NONE | |||||||||
ADIENT PLC | COMMON STOCK USD.001 | G0084W101 | 126 | 9687 | SH | - | SOLE | - | 9687 | 0 | 0 |
ALLEGION PLC | COMMON STOCK USD.01 | G0176J109 | 14733 | 162423 | SH | - | SOLE | - | 162423 | 0 | 0 |
ALLERGAN PLC | COMMON STOCK USD.0033 | G0177J108 | 715 | 4883 | SH | - | SOLE | - | 4883 | 0 | 0 |
AON PLC | COMMON STOCK USD.01 | G0408V102 | 1253 | 7340 | SH | - | SOLE | - | 7340 | 0 | 0 |
ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | G0450A105 | 3031 | 93794 | SH | - | SOLE | - | 93794 | 0 | 0 |
ARRIS INTERNATIONAL PLC | COMMON STOCK GBP.0001 | G0551A103 | 3876 | 122632 | SH | - | SOLE | - | 122632 | 0 | 0 |
ASSURED GUARANTY LTD | COMMON STOCK USD.01 | G0585R106 | 1346 | 30304 | SH | - | SOLE | - | 30304 | 0 | 0 |
ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | G1151C101 | 4353 | 24728 | SH | - | SOLE | - | 24728 | 0 | 0 |
BELMOND LTD CLASS A | COMMON STOCK USD.01 | G1154H107 | 1518 | 60900 | SH | - | SOLE | - | 60900 | 0 | 0 |
BRIGHTSPHERE INVESTMENT GROU | COMMON STOCK USD.001 | G1644T109 | 350 | 25820 | SH | - | SOLE | - | 25820 | 0 | 0 |
CAPRI HOLDINGS LTD | COMMON STOCK | G1890L107 | 162 | 3546 | SH | - | SOLE | - | 3546 | 0 | 0 |
CISION LTD | COMMON STOCK USD.0001 | G1992S109 | 386 | 28041 | SH | - | SOLE | - | 28041 | 0 | 0 |
DELPHI TECHNOLOGIES PLC | COMMON STOCK USD.01 | G2709G107 | 180 | 9348 | SH | - | SOLE | - | 9348 | 0 | 0 |
EATON CORP PLC | COMMON STOCK USD.01 | G29183103 | 3408 | 42299 | SH | - | SOLE | - | 42299 | 0 | 0 |
ESSENT GROUP LTD | COMMON STOCK USD.015 | G3198U102 | 1924 | 44282 | SH | - | SOLE | - | 44282 | 0 | 0 |
EVEREST RE GROUP LTD | COMMON STOCK USD.01 | G3223R108 | 108 | 501 | SH | - | SOLE | - | 501 | 0 | 0 |
FABRINET | COMMON STOCK USD.01 | G3323L100 | 451 | 8604 | SH | - | SOLE | - | 8604 | 0 | 0 |
FRESH DEL MONTE PRODUCE INC | COMMON STOCK USD.01 | G36738105 | 354 | 13093 | SH | - | SOLE | - | 13093 | 0 | 0 |
GASLOG LTD | COMMON STOCK USD.01 | G37585109 | 1478 | 84671 | SH | - | SOLE | - | 84671 | 0 | 0 |
GENPACT LTD | COMMON STOCK USD.01 | G3922B107 | 1062 | 30200 | SH | - | SOLE | - | 30200 | 0 | 0 |
HELEN OF TROY LTD | COMMON STOCK USD.1 | G4388N106 | 194 | 1672 | SH | - | SOLE | - | 1672 | 0 | 0 |
JANUS HENDERSON GROUP PLC | COMMON STOCK | G4474Y214 | 378 | 15126 | SH | - | SOLE | - | 15126 | 0 | 0 |
IHS MARKIT LTD | COMMON STOCK USD.01 | G47567105 | 1374 | 25272 | SH | - | SOLE | - | 25272 | 0 | 0 |
INGERSOLL RAND PLC | COMMON STOCK USD1.0 | G47791101 | 22219 | 205824 | SH | - | SOLE | - | 205824 | 0 | 0 |
INVESCO LTD | COMMON STOCK USD.2 | G491BT108 | 295 | 15299 | SH | - | SOLE | - | 15299 | 0 | 0 |
JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | G50871105 | 1425 | 9970 | SH | - | SOLE | - | 9970 | 0 | 0 |
JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | G51502105 | 4852 | 131347 | SH | - | SOLE | - | 131347 | 0 | 0 |
LINDE PLC | COMMON STOCK EUR.001 | G5494J103 | 1635 | 9291 | SH | - | SOLE | - | 9291 | 0 | 0 |
LUXOFT HOLDING INC | COMMON STOCK | G57279104 | 1532 | 26100 | SH | - | SOLE | - | 26100 | 0 | 0 |
MALLINCKRODT PLC | COMMON STOCK USD.2 | G5785G107 | 713 | 32812 | SH | - | SOLE | - | 32812 | 0 | 0 |
MEDTRONIC PLC | COMMON STOCK USD.1 | G5960L103 | 7054 | 77450 | SH | - | SOLE | - | 77450 | 0 | 0 |
NIELSEN HOLDINGS PLC | COMMON STOCK EUR.07 | G6518L108 | 182 | 7700 | SH | - | SOLE | - | 7700 | 0 | 0 |
NOMAD FOODS LTD | COMMON STOCK | G6564A105 | 997 | 48761 | SH | - | SOLE | - | 48761 | 0 | 0 |
NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | G66721104 | 230 | 4188 | SH | - | SOLE | - | 4188 | 0 | 0 |
NVENT ELECTRIC PLC | COMMON STOCK USD.01 | G6700G107 | 390 | 14442 | SH | - | SOLE | - | 14442 | 0 | 0 |
PENTAIR PLC | COMMON STOCK USD.01 | G7S00T104 | 702 | 15761 | SH | - | SOLE | - | 15761 | 0 | 0 |
RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | G7496G103 | 461 | 3212 | SH | - | SOLE | - | 3212 | 0 | 0 |
ROWAN COMPANIES PLC A | COMMON STOCK USD.125 | G7665A101 | 102 | 9485 | SH | - | SOLE | - | 9485 | 0 | 0 |
SEAGATE TECHNOLOGY | COMMON STOCK USD.00001 | G7945M107 | 130 | 2717 | SH | - | SOLE | - | 2717 | 0 | 0 |
SIGNET JEWELERS LTD | COMMON STOCK USD.18 | G81276100 | 569 | 20961 | SH | - | SOLE | - | 20961 | 0 | 0 |
STERIS PLC | COMMON STOCK USD75.0 | G8473T100 | 7820 | 61079 | SH | - | SOLE | - | 61079 | 0 | 0 |
TECHNIPFMC PLC | COMMON STOCK USD1.0 | G87110105 | 1130 | 48061 | SH | - | SOLE | - | 48061 | 0 | 0 |
THIRD POINT REINSURANCE LTD | COMMON STOCK USD.1 | G8827U100 | 837 | 80673 | SH | - | SOLE | - | 80673 | 0 | 0 |
TRAVELPORT WORLDWIDE LTD | COMMON STOCK USD.0025 | G9019D104 | 3041 | 193300 | SH | - | SOLE | - | 193300 | 0 | 0 |
WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | G96629103 | 1617 | 9205 | SH | - | SOLE | - | 9205 | 0 | 0 |
CHUBB LTD | COMMON STOCK | H1467J104 | 785 | 5605 | SH | - | SOLE | - | 5605 | 0 | 0 |
GARMIN LTD | COMMON STOCK CHF.1 | H2906T109 | 611 | 7078 | SH | - | SOLE | - | 7078 | 0 | 0 |
TE CONNECTIVITY LTD | COMMON STOCK CHF.57 | H84989104 | 8052 | 99714 | SH | - | SOLE | - | 99714 | 0 | 0 |
INTELSAT SA | COMMON STOCK USD.01 | L5140P101 | 369 | 23537 | SH | - | SOLE | - | 23537 | 0 | 0 |
PACIFIC DRILLING SA | COMMON STOCK | L7257P205 | 844 | 59497 | SH | - | SOLE | - | 59497 | 0 | 0 |
TRINSEO SA | COMMON STOCK USD.01 | L9340P101 | 580 | 12807 | SH | - | SOLE | - | 12807 | 0 | 0 |
ATTUNITY LTD | COMMON STOCK ILS.1 | M15332121 | 4500 | 191900 | SH | - | SOLE | - | 191900 | 0 | 0 |
CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | M2682V108 | 769 | 6461 | SH | - | SOLE | - | 6461 | 0 | 0 |
RADWARE LTD | COMMON STOCK ILS.05 | M81873107 | 105 | 4000 | SH | - | SOLE | - | 4000 | 0 | 0 |
TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS1.0 | M87915274 | 384 | 23199 | SH | - | SOLE | - | 23199 | 0 | 0 |
ASML HOLDING NV NY REG SHS | NY REG SHRS EUR.09 | N07059210 | 1464 | 7786 | SH | - | SOLE | - | 7786 | 0 | 0 |
CORE LABORATORIES N.V. | COMMON STOCK EUR.02 | N22717107 | 2404 | 34881 | SH | - | SOLE | - | 34881 | 0 | 0 |
INTERXION HOLDING NV | COMMON STOCK EUR.1 | N47279109 | 904 | 13544 | SH | - | SOLE | - | 13544 | 0 | 0 |
LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | N53745100 | 2955 | 35140 | SH | - | SOLE | - | 35140 | 0 | 0 |
MYLAN NV | COMMON STOCK EUR.01 | N59465109 | 229 | 8091 | SH | - | SOLE | - | 8091 | 0 | 0 |
SAFE BULKERS INC | COMMON STOCK USD.001 | Y7388L103 | 91 | 62500 | SH | - | SOLE | - | 62500 | 0 | 0 |
AFLAC INC | COMMON STOCK USD.1 | 001055102 | 426 | 8515 | SH | - | SOLE | - | 8515 | 0 | 0 |
AGCO CORP | COMMON STOCK USD.01 | 001084102 | 509 | 7325 | SH | - | SOLE | - | 7325 | 0 | 0 |
AG MORTGAGE INVESTMENT TRUST | REIT USD.01 | 001228105 | 559 | 33200 | SH | - | SOLE | - | 33200 | 0 | 0 |
AES CORP | COMMON STOCK USD.01 | 00130H105 | 654 | 36180 | SH | - | SOLE | - | 36180 | 0 | 0 |
AMAG PHARMACEUTICALS INC | COMMON STOCK USD.01 | 00163U106 | 1095 | 84977 | SH | - | SOLE | - | 84977 | 0 | 0 |
AMC NETWORKS INC A | COMMON STOCK | 00164V103 | 713 | 12561 | SH | - | SOLE | - | 12561 | 0 | 0 |
AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 001744101 | 3194 | 67817 | SH | - | SOLE | - | 67817 | 0 | 0 |
ASGN INC | COMMON STOCK USD.01 | 00191U102 | 336 | 5288 | SH | - | SOLE | - | 5288 | 0 | 0 |
ATT INC | COMMON STOCK USD1.0 | 00206R102 | 5982 | 190747 | SH | - | SOLE | - | 190747 | 0 | 0 |
A10 NETWORKS INC | COMMON STOCK USD.00001 | 002121101 | 1051 | 148288 | SH | - | SOLE | - | 148288 | 0 | 0 |
AZZ INC | COMMON STOCK USD1.0 | 002474104 | 630 | 15397 | SH | - | SOLE | - | 15397 | 0 | 0 |
AARON S INC | COMMON STOCK USD.5 | 002535300 | 5846 | 111149 | SH | - | SOLE | - | 111149 | 0 | 0 |
ABBOTT LABORATORIES | COMMON STOCK | 002824100 | 13134 | 164302 | SH | - | SOLE | - | 164302 | 0 | 0 |
ABBVIE INC | COMMON STOCK USD.01 | 00287Y109 | 4283 | 53147 | SH | - | SOLE | - | 53147 | 0 | 0 |
ABERCROMBIE FITCH CO CL A | COMMON STOCK USD.01 | 002896207 | 700 | 25520 | SH | - | SOLE | - | 25520 | 0 | 0 |
ABIOMED INC | COMMON STOCK USD.01 | 003654100 | 332 | 1164 | SH | - | SOLE | - | 1164 | 0 | 0 |
ACADIA HEALTHCARE CO INC | COMMON STOCK USD.01 | 00404A109 | 114 | 3900 | SH | - | SOLE | - | 3900 | 0 | 0 |
ACI WORLDWIDE INC | COMMON STOCK USD.005 | 004498101 | 318 | 9682 | SH | - | SOLE | - | 9682 | 0 | 0 |
ACORDA THERAPEUTICS INC | COMMON STOCK USD.001 | 00484M106 | 280 | 21099 | SH | - | SOLE | - | 21099 | 0 | 0 |
ACTIVISION BLIZZARD INC | COMMON STOCK USD.000001 | 00507V109 | 656 | 14419 | SH | - | SOLE | - | 14419 | 0 | 0 |
ACUITY BRANDS INC | COMMON STOCK USD.01 | 00508Y102 | 1386 | 11551 | SH | - | SOLE | - | 11551 | 0 | 0 |
ADOBE INC | COMMON STOCK USD.0001 | 00724F101 | 16199 | 60788 | SH | - | SOLE | - | 60788 | 0 | 0 |
ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 00737L103 | 188 | 4060 | SH | - | SOLE | - | 4060 | 0 | 0 |
ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 00751Y106 | 263 | 1543 | SH | - | SOLE | - | 1543 | 0 | 0 |
AECOM | COMMON STOCK USD.01 | 00766T100 | 555 | 18701 | SH | - | SOLE | - | 18701 | 0 | 0 |
AERIE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 00771V108 | 703 | 14797 | SH | - | SOLE | - | 14797 | 0 | 0 |
ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 007903107 | 494 | 19346 | SH | - | SOLE | - | 19346 | 0 | 0 |
AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 008252108 | 3032 | 28305 | SH | - | SOLE | - | 28305 | 0 | 0 |
AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 00846U101 | 334 | 4155 | SH | - | SOLE | - | 4155 | 0 | 0 |
AIR PRODUCTS CHEMICALS INC | COMMON STOCK USD1.0 | 009158106 | 7918 | 41465 | SH | - | SOLE | - | 41465 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 00971T101 | 256 | 3565 | SH | - | SOLE | - | 3565 | 0 | 0 |
ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 011659109 | 94 | 1667 | SH | - | SOLE | - | 1667 | 0 | 0 |
ALBEMARLE CORP | COMMON STOCK USD.01 | 012653101 | 259 | 3162 | SH | - | SOLE | - | 3162 | 0 | 0 |
ALEXANDER BALDWIN INC | REIT | 014491104 | 172 | 6747 | SH | - | SOLE | - | 6747 | 0 | 0 |
ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 015271109 | 4111 | 28838 | SH | - | SOLE | - | 28838 | 0 | 0 |
ALEXION PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 015351109 | 1886 | 13955 | SH | - | SOLE | - | 13955 | 0 | 0 |
ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 01609W102 | 27960 | 153250 | SH | - | SOLE | - | 153250 | 0 | 0 |
ALLEGHANY CORP | COMMON STOCK USD1.0 | 017175100 | 682 | 1114 | SH | - | SOLE | - | 1114 | 0 | 0 |
ALLEGHENY TECHNOLOGIES INC | COMMON STOCK USD.1 | 01741R102 | 189 | 7400 | SH | - | SOLE | - | 7400 | 0 | 0 |
ALLETE INC | COMMON STOCK | 018522300 | 440 | 5353 | SH | - | SOLE | - | 5353 | 0 | 0 |
ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 01973R101 | 3982 | 88648 | SH | - | SOLE | - | 88648 | 0 | 0 |
ALLSCRIPTS HEALTHCARE SOLUTI | COMMON STOCK USD.01 | 01988P108 | 215 | 22528 | SH | - | SOLE | - | 22528 | 0 | 0 |
ALLSTATE CORP | COMMON STOCK USD.01 | 020002101 | 4636 | 49220 | SH | - | SOLE | - | 49220 | 0 | 0 |
ALPHABET INC CL C | COMMON STOCK USD.001 | 02079K107 | 73916 | 62998 | SH | - | SOLE | - | 62998 | 0 | 0 |
ALPHABET INC CL A | COMMON STOCK USD.001 | 02079K305 | 9841 | 8362 | SH | - | SOLE | - | 8362 | 0 | 0 |
ALTERYX INC CLASS A | COMMON STOCK | 02156B103 | 1392 | 16599 | SH | - | SOLE | - | 16599 | 0 | 0 |
ALTRIA GROUP INC | COMMON STOCK USD.333 | 02209S103 | 4919 | 85648 | SH | - | SOLE | - | 85648 | 0 | 0 |
AMARIN CORP PLC ADR | ADR GBP.1 | 023111206 | 738 | 35570 | SH | - | SOLE | - | 35570 | 0 | 0 |
AMAZON.COM INC | COMMON STOCK USD.01 | 023135106 | 89376 | 50190 | SH | - | SOLE | - | 50190 | 0 | 0 |
AMBER ROAD INC | COMMON STOCK USD.001 | 02318Y108 | 348 | 40144 | SH | - | SOLE | - | 40144 | 0 | 0 |
AMEDISYS INC | COMMON STOCK USD.001 | 023436108 | 4179 | 33906 | SH | - | SOLE | - | 33906 | 0 | 0 |
AMEREN CORPORATION | COMMON STOCK USD.01 | 023608102 | 312 | 4246 | SH | - | SOLE | - | 4246 | 0 | 0 |
AMERICAN AIRLINES GROUP INC | COMMON STOCK | 02376R102 | 3826 | 120474 | SH | - | SOLE | - | 120474 | 0 | 0 |
AMERICAN ASSETS TRUST INC | REIT USD.01 | 024013104 | 2294 | 50011 | SH | - | SOLE | - | 50011 | 0 | 0 |
AMERICAN CAMPUS COMMUNITIES | REIT USD.01 | 024835100 | 466 | 9789 | SH | - | SOLE | - | 9789 | 0 | 0 |
AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 02553E106 | 333 | 15039 | SH | - | SOLE | - | 15039 | 0 | 0 |
AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 025537101 | 7752 | 92556 | SH | - | SOLE | - | 92556 | 0 | 0 |
AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 025816109 | 16167 | 147911 | SH | - | SOLE | - | 147911 | 0 | 0 |
AMERICAN FINANCIAL GROUP INC | COMMON STOCK | 025932104 | 640 | 6655 | SH | - | SOLE | - | 6655 | 0 | 0 |
AMERICAN HOMES 4 RENT A | REIT USD.01 | 02665T306 | 2194 | 96553 | SH | - | SOLE | - | 96553 | 0 | 0 |
AMERICAN MIDSTREAM PARTNERS | MLP USD.01 | 02752P100 | 2272 | 439500 | SH | - | SOLE | - | 439500 | 0 | 0 |
AMERICAN TOWER CORP | REIT USD.01 | 03027X100 | 20308 | 103057 | SH | - | SOLE | - | 103057 | 0 | 0 |
AMERICOLD REALTY TRUST | REIT USD.01 | 03064D108 | 1125 | 36884 | SH | - | SOLE | - | 36884 | 0 | 0 |
AMERISOURCEBERGEN CORP | COMMON STOCK USD.01 | 03073E105 | 194 | 2439 | SH | - | SOLE | - | 2439 | 0 | 0 |
AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 03076C106 | 1054 | 8227 | SH | - | SOLE | - | 8227 | 0 | 0 |
AMETEK INC | COMMON STOCK USD.01 | 031100100 | 28586 | 344538 | SH | - | SOLE | - | 344538 | 0 | 0 |
AMGEN INC | COMMON STOCK USD.0001 | 031162100 | 10610 | 55847 | SH | - | SOLE | - | 55847 | 0 | 0 |
AMPHENOL CORP CL A | COMMON STOCK USD.001 | 032095101 | 12488 | 132229 | SH | - | SOLE | - | 132229 | 0 | 0 |
ANADARKO PETROLEUM CORP | COMMON STOCK USD.1 | 032511107 | 598 | 13142 | SH | - | SOLE | - | 13142 | 0 | 0 |
ANALOG DEVICES INC | COMMON STOCK USD.167 | 032654105 | 15398 | 146276 | SH | - | SOLE | - | 146276 | 0 | 0 |
ANGLOGOLD ASHANTI SPON ADR | ADR | 035128206 | 262 | 20000 | SH | - | SOLE | - | 20000 | 0 | 0 |
ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 035255108 | 332 | 10974 | SH | - | SOLE | - | 10974 | 0 | 0 |
ANIXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 035290105 | 2020 | 36007 | SH | - | SOLE | - | 36007 | 0 | 0 |
ANSYS INC | COMMON STOCK USD.01 | 03662Q105 | 189 | 1032 | SH | - | SOLE | - | 1032 | 0 | 0 |
ANTHEM INC | COMMON STOCK USD.01 | 036752103 | 24576 | 85635 | SH | - | SOLE | - | 85635 | 0 | 0 |
APACHE CORP | COMMON STOCK USD.625 | 037411105 | 933 | 26927 | SH | - | SOLE | - | 26927 | 0 | 0 |
APARTMENT INVT MGMT CO A | REIT USD.01 | 03748R754 | 114 | 2262 | SH | - | SOLE | - | 2262 | 0 | 0 |
APERGY CORP | COMMON STOCK USD.01 | 03755L104 | 695 | 16925 | SH | - | SOLE | - | 16925 | 0 | 0 |
APPLE INC | COMMON STOCK USD.00001 | 037833100 | 89830 | 472912 | SH | - | SOLE | - | 472912 | 0 | 0 |
APPLE HOSPITALITY REIT INC | REIT NPV | 03784Y200 | 1212 | 74383 | SH | - | SOLE | - | 74383 | 0 | 0 |
APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 03820C105 | 2467 | 41491 | SH | - | SOLE | - | 41491 | 0 | 0 |
APPLIED MATERIALS INC | COMMON STOCK USD.01 | 038222105 | 5533 | 139499 | SH | - | SOLE | - | 139499 | 0 | 0 |
APTARGROUP INC | COMMON STOCK USD.01 | 038336103 | 473 | 4445 | SH | - | SOLE | - | 4445 | 0 | 0 |
ARCBEST CORP | COMMON STOCK USD.01 | 03937C105 | 879 | 28545 | SH | - | SOLE | - | 28545 | 0 | 0 |
ARCHROCK INC | COMMON STOCK USD.01 | 03957W106 | 1733 | 177166 | SH | - | SOLE | - | 177166 | 0 | 0 |
ARES COMMERCIAL REAL ESTATE | REIT USD.01 | 04013V108 | 1055 | 69447 | SH | - | SOLE | - | 69447 | 0 | 0 |
ARQULE INC | COMMON STOCK USD.01 | 04269E107 | 559 | 116647 | SH | - | SOLE | - | 116647 | 0 | 0 |
ARRAY BIOPHARMA INC | COMMON STOCK USD.001 | 04269X105 | 896 | 36744 | SH | - | SOLE | - | 36744 | 0 | 0 |
ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 042735100 | 1474 | 19122 | SH | - | SOLE | - | 19122 | 0 | 0 |
ARTISAN PARTNERS ASSET MA A | COMMON STOCK USD.01 | 04316A108 | 1634 | 64926 | SH | - | SOLE | - | 64926 | 0 | 0 |
ASHLAND GLOBAL HOLDINGS INC | COMMON STOCK | 044186104 | 392 | 5012 | SH | - | SOLE | - | 5012 | 0 | 0 |
ASPEN TECHNOLOGY INC | COMMON STOCK USD.1 | 045327103 | 2795 | 26806 | SH | - | SOLE | - | 26806 | 0 | 0 |
ASSERTIO THERAPEUTICS INC | COMMON STOCK | 04545L107 | 457 | 90096 | SH | - | SOLE | - | 90096 | 0 | 0 |
ASSOCIATED BANC CORP | COMMON STOCK USD.01 | 045487105 | 322 | 15100 | SH | - | SOLE | - | 15100 | 0 | 0 |
ASSURANT INC | COMMON STOCK USD.01 | 04621X108 | 86 | 905 | SH | - | SOLE | - | 905 | 0 | 0 |
ATKORE INTERNATIONAL GROUP I | COMMON STOCK USD.01 | 047649108 | 2146 | 99679 | SH | - | SOLE | - | 99679 | 0 | 0 |
ATLANTIC POWER CORP | COMMON STOCK | 04878Q863 | 834 | 330774 | SH | - | SOLE | - | 330774 | 0 | 0 |
AUTODESK INC | COMMON STOCK USD.01 | 052769106 | 657 | 4214 | SH | - | SOLE | - | 4214 | 0 | 0 |
AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 053015103 | 4593 | 28751 | SH | - | SOLE | - | 28751 | 0 | 0 |
AUTONATION INC | COMMON STOCK USD.01 | 05329W102 | 163 | 4567 | SH | - | SOLE | - | 4567 | 0 | 0 |
AUTOZONE INC | COMMON STOCK USD.01 | 053332102 | 11679 | 11404 | SH | - | SOLE | - | 11404 | 0 | 0 |
AVALONBAY COMMUNITIES INC | REIT USD.01 | 053484101 | 6190 | 30839 | SH | - | SOLE | - | 30839 | 0 | 0 |
AVERY DENNISON CORP | COMMON STOCK USD1.0 | 053611109 | 1367 | 12099 | SH | - | SOLE | - | 12099 | 0 | 0 |
AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 053774105 | 909 | 26077 | SH | - | SOLE | - | 26077 | 0 | 0 |
AVNET INC | COMMON STOCK USD1.0 | 053807103 | 421 | 9705 | SH | - | SOLE | - | 9705 | 0 | 0 |
AXA EQUITABLE HOLDINGS INC | COMMON STOCK USD.01 | 054561105 | 4462 | 221540 | SH | - | SOLE | - | 221540 | 0 | 0 |
BBT CORP | COMMON STOCK USD5.0 | 054937107 | 394 | 8458 | SH | - | SOLE | - | 8458 | 0 | 0 |
BMC STOCK HOLDINGS INC | COMMON STOCK USD.01 | 05591B109 | 930 | 52638 | SH | - | SOLE | - | 52638 | 0 | 0 |
BAIDU INC SPON ADR | ADR USD.00005 | 056752108 | 4570 | 27723 | SH | - | SOLE | - | 27723 | 0 | 0 |
BAKER HUGHES A GE CO | COMMON STOCK USD.0001 | 05722G100 | 897 | 32370 | SH | - | SOLE | - | 32370 | 0 | 0 |
BALL CORP | COMMON STOCK | 058498106 | 291 | 5025 | SH | - | SOLE | - | 5025 | 0 | 0 |
BANCORPSOUTH BANK | COMMON STOCK | 05971J102 | 263 | 9331 | SH | - | SOLE | - | 9331 | 0 | 0 |
BANK OF AMERICA CORP | COMMON STOCK USD.01 | 060505104 | 23531 | 852888 | SH | - | SOLE | - | 852888 | 0 | 0 |
BANK OF HAWAII CORP | COMMON STOCK USD.01 | 062540109 | 1785 | 22634 | SH | - | SOLE | - | 22634 | 0 | 0 |
BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 064058100 | 613 | 12148 | SH | - | SOLE | - | 12148 | 0 | 0 |
BANK OZK | COMMON STOCK | 06417N103 | 2036 | 70254 | SH | - | SOLE | - | 70254 | 0 | 0 |
BARNES GROUP INC | COMMON STOCK USD.01 | 067806109 | 2508 | 48777 | SH | - | SOLE | - | 48777 | 0 | 0 |
BASIC ENERGY SERVICES INC | COMMON STOCK USD.01 | 06985P209 | 844 | 222050 | SH | - | SOLE | - | 222050 | 0 | 0 |
BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 071813109 | 555 | 6828 | SH | - | SOLE | - | 6828 | 0 | 0 |
BBVA BANCO FRANCES SA ADR | ADR | 07329M100 | 3883 | 408307 | SH | - | SOLE | - | 408307 | 0 | 0 |
BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 075887109 | 18249 | 73074 | SH | - | SOLE | - | 73074 | 0 | 0 |
BED BATH BEYOND INC | COMMON STOCK USD.01 | 075896100 | 233 | 13730 | SH | - | SOLE | - | 13730 | 0 | 0 |
BEIGENE LTD ADR | ADR USD.0001 | 07725L102 | 415 | 3143 | SH | - | SOLE | - | 3143 | 0 | 0 |
BELDEN INC | COMMON STOCK USD.01 | 077454106 | 232 | 4323 | SH | - | SOLE | - | 4323 | 0 | 0 |
BEMIS COMPANY | COMMON STOCK USD.1 | 081437105 | 333 | 5995 | SH | - | SOLE | - | 5995 | 0 | 0 |
WR BERKLEY CORP | COMMON STOCK USD.2 | 084423102 | 3506 | 41387 | SH | - | SOLE | - | 41387 | 0 | 0 |
BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 084670702 | 28624 | 142488 | SH | - | SOLE | - | 142488 | 0 | 0 |
BEST BUY CO INC | COMMON STOCK USD.1 | 086516101 | 667 | 9387 | SH | - | SOLE | - | 9387 | 0 | 0 |
BIG LOTS INC | COMMON STOCK USD.01 | 089302103 | 459 | 12077 | SH | - | SOLE | - | 12077 | 0 | 0 |
BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 090572207 | 568 | 1859 | SH | - | SOLE | - | 1859 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 09061G101 | 763 | 8591 | SH | - | SOLE | - | 8591 | 0 | 0 |
BIOGEN INC | COMMON STOCK USD.0005 | 09062X103 | 2703 | 11434 | SH | - | SOLE | - | 11434 | 0 | 0 |
BIO TECHNE CORP | COMMON STOCK USD.01 | 09073M104 | 689 | 3468 | SH | - | SOLE | - | 3468 | 0 | 0 |
BIOSPECIFICS TECHNOLOGIES | COMMON STOCK USD.001 | 090931106 | 621 | 9968 | SH | - | SOLE | - | 9968 | 0 | 0 |
BITAUTO HOLDINGS LTD ADR | ADR USD.00004 | 091727107 | 213 | 13406 | SH | - | SOLE | - | 13406 | 0 | 0 |
BJ S RESTAURANTS INC | COMMON STOCK | 09180C106 | 306 | 6479 | SH | - | SOLE | - | 6479 | 0 | 0 |
BLACK HILLS CORP | COMMON STOCK USD1.0 | 092113109 | 445 | 6002 | SH | - | SOLE | - | 6002 | 0 | 0 |
BLACKBAUD INC | COMMON STOCK USD.001 | 09227Q100 | 414 | 5187 | SH | - | SOLE | - | 5187 | 0 | 0 |
BLACKROCK INC | COMMON STOCK USD.01 | 09247X101 | 8560 | 20030 | SH | - | SOLE | - | 20030 | 0 | 0 |
HR BLOCK INC | COMMON STOCK | 093671105 | 194 | 8124 | SH | - | SOLE | - | 8124 | 0 | 0 |
BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 09627Y109 | 458 | 5725 | SH | - | SOLE | - | 5725 | 0 | 0 |
BOEING CO/THE | COMMON STOCK USD5.0 | 097023105 | 17276 | 45295 | SH | - | SOLE | - | 45295 | 0 | 0 |
BOISE CASCADE CO | COMMON STOCK USD.01 | 09739D100 | 433 | 16171 | SH | - | SOLE | - | 16171 | 0 | 0 |
BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 09857L108 | 3678 | 2108 | SH | - | SOLE | - | 2108 | 0 | 0 |
BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 099502106 | 5264 | 90547 | SH | - | SOLE | - | 90547 | 0 | 0 |
BORGWARNER INC | COMMON STOCK USD.01 | 099724106 | 231 | 6018 | SH | - | SOLE | - | 6018 | 0 | 0 |
BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 100557107 | 1176 | 3989 | SH | - | SOLE | - | 3989 | 0 | 0 |
BOSTON PROPERTIES INC | REIT USD.01 | 101121101 | 4507 | 33662 | SH | - | SOLE | - | 33662 | 0 | 0 |
BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 101137107 | 5157 | 134365 | SH | - | SOLE | - | 134365 | 0 | 0 |
BOYD GAMING CORP | COMMON STOCK USD.01 | 103304101 | 954 | 34854 | SH | - | SOLE | - | 34854 | 0 | 0 |
BRANDYWINE REALTY TRUST | REIT USD.01 | 105368203 | 1142 | 72011 | SH | - | SOLE | - | 72011 | 0 | 0 |
BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 109641100 | 1524 | 34343 | SH | - | SOLE | - | 34343 | 0 | 0 |
BRINK S CO/THE | COMMON STOCK USD1.0 | 109696104 | 188 | 2497 | SH | - | SOLE | - | 2497 | 0 | 0 |
BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 110122108 | 5907 | 123808 | SH | - | SOLE | - | 123808 | 0 | 0 |
BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 11120U105 | 472 | 25700 | SH | - | SOLE | - | 25700 | 0 | 0 |
BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 11133T103 | 151 | 1461 | SH | - | SOLE | - | 1461 | 0 | 0 |
BROADCOM INC | COMMON STOCK | 11135F101 | 5200 | 17292 | SH | - | SOLE | - | 17292 | 0 | 0 |
BROWN BROWN INC | COMMON STOCK USD.1 | 115236101 | 2062 | 69881 | SH | - | SOLE | - | 69881 | 0 | 0 |
BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 115637209 | 21254 | 402685 | SH | - | SOLE | - | 402685 | 0 | 0 |
BRUNSWICK CORP | COMMON STOCK USD.75 | 117043109 | 3465 | 68846 | SH | - | SOLE | - | 68846 | 0 | 0 |
CBS CORP CLASS B NON VOTING | COMMON STOCK USD.001 | 124857202 | 326 | 6855 | SH | - | SOLE | - | 6855 | 0 | 0 |
CBOE GLOBAL MARKETS INC | COMMON STOCK | 12503M108 | 134 | 1406 | SH | - | SOLE | - | 1406 | 0 | 0 |
CBRE GROUP INC A | COMMON STOCK USD.01 | 12504L109 | 1975 | 39939 | SH | - | SOLE | - | 39939 | 0 | 0 |
CDK GLOBAL INC | COMMON STOCK USD.01 | 12508E101 | 3355 | 57031 | SH | - | SOLE | - | 57031 | 0 | 0 |
CDW CORP/DE | COMMON STOCK USD.01 | 12514G108 | 4506 | 46757 | SH | - | SOLE | - | 46757 | 0 | 0 |
CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 125269100 | 249 | 6102 | SH | - | SOLE | - | 6102 | 0 | 0 |
C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 12541W209 | 202 | 2324 | SH | - | SOLE | - | 2324 | 0 | 0 |
CME GROUP INC | COMMON STOCK USD.01 | 12572Q105 | 1808 | 10984 | SH | - | SOLE | - | 10984 | 0 | 0 |
CMS ENERGY CORP | COMMON STOCK USD.01 | 125896100 | 317 | 5711 | SH | - | SOLE | - | 5711 | 0 | 0 |
CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 12621E103 | 749 | 46289 | SH | - | SOLE | - | 46289 | 0 | 0 |
CSX CORP | COMMON STOCK USD1.0 | 126408103 | 25227 | 337170 | SH | - | SOLE | - | 337170 | 0 | 0 |
CNX RESOURCES CORP | COMMON STOCK USD.01 | 12653C108 | 1062 | 98571 | SH | - | SOLE | - | 98571 | 0 | 0 |
CVR ENERGY INC | COMMON STOCK USD.01 | 12662P108 | 3586 | 87039 | SH | - | SOLE | - | 87039 | 0 | 0 |
CVS HEALTH CORP | COMMON STOCK USD.01 | 126650100 | 2711 | 50267 | SH | - | SOLE | - | 50267 | 0 | 0 |
CJ ENERGY SERVICES INC | COMMON STOCK | 12674R100 | 450 | 29000 | SH | - | SOLE | - | 29000 | 0 | 0 |
CABLE ONE INC | COMMON STOCK USD.01 | 12685J105 | 376 | 383 | SH | - | SOLE | - | 383 | 0 | 0 |
CABOT CORP | COMMON STOCK USD1.0 | 127055101 | 296 | 7118 | SH | - | SOLE | - | 7118 | 0 | 0 |
CABOT OIL GAS CORP | COMMON STOCK USD.1 | 127097103 | 245 | 9400 | SH | - | SOLE | - | 9400 | 0 | 0 |
CACI INTERNATIONAL INC CL A | COMMON STOCK USD.1 | 127190304 | 3081 | 16928 | SH | - | SOLE | - | 16928 | 0 | 0 |
CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 127387108 | 258 | 4066 | SH | - | SOLE | - | 4066 | 0 | 0 |
CAESARS ENTERTAIN CORP | SR UNSECURED 10/24 5 | 127686AA1 | 701 | 493320 | SH | - | SOLE | - | 493320 | 0 | 0 |
CAESARS ENTERTAINMENT CORP | COMMON STOCK USD.01 | 127686103 | 1251 | 143914 | SH | - | SOLE | - | 143914 | 0 | 0 |
CALIX INC | COMMON STOCK | 13100M509 | 371 | 48184 | SH | - | SOLE | - | 48184 | 0 | 0 |
CALLON PETROLEUM CO | COMMON STOCK USD.01 | 13123X102 | 1011 | 133929 | SH | - | SOLE | - | 133929 | 0 | 0 |
CAMBREX CORP | COMMON STOCK USD.1 | 132011107 | 956 | 24617 | SH | - | SOLE | - | 24617 | 0 | 0 |
CAMDEN PROPERTY TRUST | REIT USD.01 | 133131102 | 1850 | 18222 | SH | - | SOLE | - | 18222 | 0 | 0 |
CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 14040H105 | 1401 | 17154 | SH | - | SOLE | - | 17154 | 0 | 0 |
CARDINAL HEALTH INC | COMMON STOCK | 14149Y108 | 4713 | 97873 | SH | - | SOLE | - | 97873 | 0 | 0 |
CARDIOVASCULAR SYSTEMS INC | COMMON STOCK | 141619106 | 772 | 19967 | SH | - | SOLE | - | 19967 | 0 | 0 |
CARE.COM INC | COMMON STOCK USD.001 | 141633107 | 752 | 38034 | SH | - | SOLE | - | 38034 | 0 | 0 |
CARETRUST REIT INC | REIT USD.01 | 14174T107 | 1768 | 75351 | SH | - | SOLE | - | 75351 | 0 | 0 |
CARLISLE COS INC | COMMON STOCK USD1.0 | 142339100 | 580 | 4731 | SH | - | SOLE | - | 4731 | 0 | 0 |
CARNIVAL CORP | COMMON STOCK USD.01 | 143658300 | 5447 | 107386 | SH | - | SOLE | - | 107386 | 0 | 0 |
CARRIAGE SERVICES INC | COMMON STOCK USD.01 | 143905107 | 531 | 27560 | SH | - | SOLE | - | 27560 | 0 | 0 |
CARPENTER TECHNOLOGY | COMMON STOCK USD5.0 | 144285103 | 215 | 4685 | SH | - | SOLE | - | 4685 | 0 | 0 |
CARS.COM INC | COMMON STOCK USD.01 | 14575E105 | 146 | 6403 | SH | - | SOLE | - | 6403 | 0 | 0 |
CARTER S INC | COMMON STOCK USD.01 | 146229109 | 6481 | 64299 | SH | - | SOLE | - | 64299 | 0 | 0 |
CASEY S GENERAL STORES INC | COMMON STOCK NPV | 147528103 | 365 | 2832 | SH | - | SOLE | - | 2832 | 0 | 0 |
CASTLIGHT HEALTH INC B | COMMON STOCK USD.0001 | 14862Q100 | 369 | 98463 | SH | - | SOLE | - | 98463 | 0 | 0 |
CATALENT INC | COMMON STOCK USD.01 | 148806102 | 499 | 12287 | SH | - | SOLE | - | 12287 | 0 | 0 |
CATERPILLAR INC | COMMON STOCK USD1.0 | 149123101 | 1244 | 9183 | SH | - | SOLE | - | 9183 | 0 | 0 |
CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 149150104 | 835 | 24623 | SH | - | SOLE | - | 24623 | 0 | 0 |
CEDAR REALTY TRUST INC | REIT USD.06 | 150602209 | 892 | 262406 | SH | - | SOLE | - | 262406 | 0 | 0 |
CELANESE CORP | COMMON STOCK USD.0001 | 150870103 | 306 | 3100 | SH | - | SOLE | - | 3100 | 0 | 0 |
CELGENE CORP | COMMON STOCK USD.01 | 151020104 | 14911 | 158060 | SH | - | SOLE | - | 158060 | 0 | 0 |
CENTENE CORP | COMMON STOCK USD.001 | 15135B101 | 2476 | 46636 | SH | - | SOLE | - | 46636 | 0 | 0 |
CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 15189T107 | 294 | 9570 | SH | - | SOLE | - | 9570 | 0 | 0 |
CENTRAL PACIFIC FINANCIAL CO | COMMON STOCK | 154760409 | 782 | 27114 | SH | - | SOLE | - | 27114 | 0 | 0 |
CENTRAL PUERTO SPONSORED ADR | ADR | 155038201 | 2218 | 241400 | SH | - | SOLE | - | 241400 | 0 | 0 |
CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 15643U104 | 484 | 173399 | SH | - | SOLE | - | 173399 | 0 | 0 |
CENTURYLINK INC | COMMON STOCK USD1.0 | 156700106 | 3068 | 255868 | SH | - | SOLE | - | 255868 | 0 | 0 |
CERNER CORP | COMMON STOCK USD.01 | 156782104 | 383 | 6700 | SH | - | SOLE | - | 6700 | 0 | 0 |
CHANNELADVISOR CORP | COMMON STOCK USD.001 | 159179100 | 1147 | 94190 | SH | - | SOLE | - | 94190 | 0 | 0 |
CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 159864107 | 718 | 4946 | SH | - | SOLE | - | 4946 | 0 | 0 |
CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 16119P108 | 2369 | 6830 | SH | - | SOLE | - | 6830 | 0 | 0 |
CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 163072101 | 197 | 4030 | SH | - | SOLE | - | 4030 | 0 | 0 |
CHEMED CORP | COMMON STOCK USD1.0 | 16359R103 | 4402 | 13752 | SH | - | SOLE | - | 13752 | 0 | 0 |
CHEMICAL FINANCIAL CORP | COMMON STOCK USD1.0 | 163731102 | 1943 | 47197 | SH | - | SOLE | - | 47197 | 0 | 0 |
CHEMOURS CO/THE | COMMON STOCK | 163851108 | 4315 | 116108 | SH | - | SOLE | - | 116108 | 0 | 0 |
CHESAPEAKE ENERGY CORP | COMMON STOCK USD.01 | 165167107 | 318 | 102582 | SH | - | SOLE | - | 102582 | 0 | 0 |
CHESAPEAKE LODGING TRUST | REIT USD.01 | 165240102 | 1579 | 56765 | SH | - | SOLE | - | 56765 | 0 | 0 |
CHEVRON CORP | COMMON STOCK USD.75 | 166764100 | 32162 | 261099 | SH | - | SOLE | - | 261099 | 0 | 0 |
CHILDREN S PLACE INC/THE | COMMON STOCK USD.1 | 168905107 | 385 | 3954 | SH | - | SOLE | - | 3954 | 0 | 0 |
CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 169656105 | 10111 | 14234 | SH | - | SOLE | - | 14234 | 0 | 0 |
CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 169905106 | 1654 | 21277 | SH | - | SOLE | - | 21277 | 0 | 0 |
CHURCH DWIGHT CO INC | COMMON STOCK USD1.0 | 171340102 | 309 | 4338 | SH | - | SOLE | - | 4338 | 0 | 0 |
CHURCHILL DOWNS INC | COMMON STOCK | 171484108 | 388 | 4299 | SH | - | SOLE | - | 4299 | 0 | 0 |
CIENA CORP | COMMON STOCK USD.01 | 171779309 | 3027 | 81079 | SH | - | SOLE | - | 81079 | 0 | 0 |
CIMAREX ENERGY CO | COMMON STOCK USD.01 | 171798101 | 285 | 4073 | SH | - | SOLE | - | 4073 | 0 | 0 |
CINEMARK HOLDINGS INC | COMMON STOCK USD.001 | 17243V102 | 1360 | 34003 | SH | - | SOLE | - | 34003 | 0 | 0 |
CISCO SYSTEMS INC | COMMON STOCK USD.001 | 17275R102 | 31409 | 581749 | SH | - | SOLE | - | 581749 | 0 | 0 |
CIRRUS LOGIC INC | COMMON STOCK USD.001 | 172755100 | 341 | 8114 | SH | - | SOLE | - | 8114 | 0 | 0 |
CINTAS CORP | COMMON STOCK | 172908105 | 5369 | 26567 | SH | - | SOLE | - | 26567 | 0 | 0 |
CITIGROUP INC | COMMON STOCK USD.01 | 172967424 | 20365 | 327310 | SH | - | SOLE | - | 327310 | 0 | 0 |
CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 174610105 | 6869 | 211342 | SH | - | SOLE | - | 211342 | 0 | 0 |
CITRIX SYSTEMS INC | COMMON STOCK USD.001 | 177376100 | 4108 | 41225 | SH | - | SOLE | - | 41225 | 0 | 0 |
CLEAN HARBORS INC | COMMON STOCK USD.01 | 184496107 | 328 | 4589 | SH | - | SOLE | - | 4589 | 0 | 0 |
CLEAR CHANNEL OUTDOOR CL A | COMMON STOCK USD.01 | 18451C109 | 80 | 15000 | SH | - | SOLE | - | 15000 | 0 | 0 |
CLOROX COMPANY | COMMON STOCK USD1.0 | 189054109 | 9721 | 60584 | SH | - | SOLE | - | 60584 | 0 | 0 |
COCA COLA CO/THE | COMMON STOCK USD.25 | 191216100 | 2453 | 52346 | SH | - | SOLE | - | 52346 | 0 | 0 |
COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 19239V302 | 1934 | 35645 | SH | - | SOLE | - | 35645 | 0 | 0 |
COGNEX CORP | COMMON STOCK USD.002 | 192422103 | 676 | 13300 | SH | - | SOLE | - | 13300 | 0 | 0 |
COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 192446102 | 1901 | 26232 | SH | - | SOLE | - | 26232 | 0 | 0 |
COHERENT INC | COMMON STOCK USD.01 | 192479103 | 393 | 2770 | SH | - | SOLE | - | 2770 | 0 | 0 |
COLFAX CORP | COMMON STOCK USD.001 | 194014106 | 169 | 5700 | SH | - | SOLE | - | 5700 | 0 | 0 |
COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 194162103 | 4636 | 67639 | SH | - | SOLE | - | 67639 | 0 | 0 |
COLONY CAPITAL INC | SR UNSECURED 04/23 5 | 19624RAA4 | 994 | 1055000 | SH | - | SOLE | - | 1055000 | 0 | 0 |
COLONY CAPITAL INC | REIT USD.01 | 19626G108 | 634 | 119211 | SH | - | SOLE | - | 119211 | 0 | 0 |
COLUMBIA SPORTSWEAR CO | COMMON STOCK | 198516106 | 571 | 5484 | SH | - | SOLE | - | 5484 | 0 | 0 |
COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 199908104 | 1506 | 28743 | SH | - | SOLE | - | 28743 | 0 | 0 |
COMCAST CORP CLASS A | COMMON STOCK USD.01 | 20030N101 | 33458 | 836870 | SH | - | SOLE | - | 836870 | 0 | 0 |
COMERICA INC | COMMON STOCK USD5.0 | 200340107 | 5871 | 80077 | SH | - | SOLE | - | 80077 | 0 | 0 |
COMMERCE BANCSHARES INC | COMMON STOCK USD5.0 | 200525103 | 435 | 7494 | SH | - | SOLE | - | 7494 | 0 | 0 |
COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 204166102 | 2364 | 36510 | SH | - | SOLE | - | 36510 | 0 | 0 |
COMPASS MINERALS INTERNATION | COMMON STOCK USD.01 | 20451N101 | 121 | 2230 | SH | - | SOLE | - | 2230 | 0 | 0 |
ATLANTICUS HOLDINGS CORP | SR UNSECURED 11/35 5.875 | 20478NAD2 | 993 | 2000000 | SH | - | SOLE | - | 2000000 | 0 | 0 |
COMTECH TELECOMMUNICATIONS | COMMON STOCK USD.1 | 205826209 | 566 | 24356 | SH | - | SOLE | - | 24356 | 0 | 0 |
CONOCOPHILLIPS | COMMON STOCK USD.01 | 20825C104 | 17508 | 262327 | SH | - | SOLE | - | 262327 | 0 | 0 |
CONSOL ENERGY INC | COMMON STOCK USD.01 | 20854L108 | 366 | 10683 | SH | - | SOLE | - | 10683 | 0 | 0 |
CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 209115104 | 2967 | 34982 | SH | - | SOLE | - | 34982 | 0 | 0 |
CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 21036P108 | 19931 | 113675 | SH | - | SOLE | - | 113675 | 0 | 0 |
CONTINENTAL BUILDING PRODUCT | COMMON STOCK USD.001 | 211171103 | 332 | 13394 | SH | - | SOLE | - | 13394 | 0 | 0 |
CONTINENTAL RESOURCES INC/OK | COMMON STOCK USD.01 | 212015101 | 1334 | 29800 | SH | - | SOLE | - | 29800 | 0 | 0 |
COOPER COS INC/THE | COMMON STOCK USD.1 | 216648402 | 1367 | 4615 | SH | - | SOLE | - | 4615 | 0 | 0 |
COPART INC | COMMON STOCK | 217204106 | 3139 | 51800 | SH | - | SOLE | - | 51800 | 0 | 0 |
CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 218352102 | 1090 | 92845 | SH | - | SOLE | - | 92845 | 0 | 0 |
CORESITE REALTY CORP | REIT USD.01 | 21870Q105 | 10782 | 100746 | SH | - | SOLE | - | 100746 | 0 | 0 |
CORELOGIC INC | COMMON STOCK USD1.0 | 21871D103 | 199 | 5351 | SH | - | SOLE | - | 5351 | 0 | 0 |
CORECIVIC INC | REIT USD.01 | 21871N101 | 2479 | 127442 | SH | - | SOLE | - | 127442 | 0 | 0 |
CORNING INC | COMMON STOCK USD.5 | 219350105 | 4081 | 123290 | SH | - | SOLE | - | 123290 | 0 | 0 |
CORPORATE OFFICE PROPERTIES | REIT USD.01 | 22002T108 | 273 | 10007 | SH | - | SOLE | - | 10007 | 0 | 0 |
COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 22160K105 | 20546 | 84850 | SH | - | SOLE | - | 84850 | 0 | 0 |
COTT CORPORATION | COMMON STOCK | 22163N106 | 640 | 43795 | SH | - | SOLE | - | 43795 | 0 | 0 |
COUPA SOFTWARE INC | COMMON STOCK USD.0001 | 22266L106 | 354 | 3890 | SH | - | SOLE | - | 3890 | 0 | 0 |
COUSINS PROPERTIES INC | REIT USD1.0 | 222795106 | 3557 | 368234 | SH | - | SOLE | - | 368234 | 0 | 0 |
COVETRUS INC | COMMON STOCK | 22304C100 | 191 | 6000 | SH | - | SOLE | - | 6000 | 0 | 0 |
CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 22410J106 | 1118 | 6918 | SH | - | SOLE | - | 6918 | 0 | 0 |
CRANE CO | COMMON STOCK USD1.0 | 224399105 | 42 | 500 | SH | - | SOLE | - | 500 | 0 | 0 |
CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 225310101 | 1496 | 3311 | SH | - | SOLE | - | 3311 | 0 | 0 |
CREE INC | COMMON STOCK USD.00125 | 225447101 | 476 | 8322 | SH | - | SOLE | - | 8322 | 0 | 0 |
CROCS INC | COMMON STOCK USD.001 | 227046109 | 918 | 35644 | SH | - | SOLE | - | 35644 | 0 | 0 |
CROWN CASTLE INTL CORP | REIT USD.01 | 22822V101 | 1836 | 14340 | SH | - | SOLE | - | 14340 | 0 | 0 |
CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 228368106 | 7362 | 134912 | SH | - | SOLE | - | 134912 | 0 | 0 |
CRYOLIFE INC | COMMON STOCK USD.01 | 228903100 | 1397 | 47881 | SH | - | SOLE | - | 47881 | 0 | 0 |
CULLEN/FROST BANKERS INC | COMMON STOCK USD.01 | 229899109 | 2161 | 22258 | SH | - | SOLE | - | 22258 | 0 | 0 |
CUMMINS INC | COMMON STOCK USD2.5 | 231021106 | 2156 | 13657 | SH | - | SOLE | - | 13657 | 0 | 0 |
CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 231561101 | 406 | 3579 | SH | - | SOLE | - | 3579 | 0 | 0 |
CYPRESS SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 232806109 | 663 | 44439 | SH | - | SOLE | - | 44439 | 0 | 0 |
DR HORTON INC | COMMON STOCK USD.01 | 23331A109 | 2083 | 50331 | SH | - | SOLE | - | 50331 | 0 | 0 |
DTE ENERGY COMPANY | COMMON STOCK | 233331107 | 1117 | 8955 | SH | - | SOLE | - | 8955 | 0 | 0 |
DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 23355L106 | 282 | 4383 | SH | - | SOLE | - | 4383 | 0 | 0 |
DANA INC | COMMON STOCK USD.01 | 235825205 | 2023 | 114054 | SH | - | SOLE | - | 114054 | 0 | 0 |
DANAHER CORP | COMMON STOCK USD.01 | 235851102 | 20944 | 158643 | SH | - | SOLE | - | 158643 | 0 | 0 |
DARDEN RESTAURANTS INC | COMMON STOCK | 237194105 | 736 | 6055 | SH | - | SOLE | - | 6055 | 0 | 0 |
DAVE BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 238337109 | 639 | 12804 | SH | - | SOLE | - | 12804 | 0 | 0 |
DAVITA INC | COMMON STOCK USD.001 | 23918K108 | 240 | 4425 | SH | - | SOLE | - | 4425 | 0 | 0 |
DECKERS OUTDOOR CORP | COMMON STOCK USD.01 | 243537107 | 882 | 6002 | SH | - | SOLE | - | 6002 | 0 | 0 |
DEERE CO | COMMON STOCK USD1.0 | 244199105 | 19475 | 121842 | SH | - | SOLE | - | 121842 | 0 | 0 |
DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 24665A103 | 421 | 11547 | SH | - | SOLE | - | 11547 | 0 | 0 |
DELL TECHNOLOGIES C | COMMON STOCK | 24703L202 | 3629 | 61833 | SH | - | SOLE | - | 61833 | 0 | 0 |
DELTA AIR LINES INC | COMMON STOCK USD.0001 | 247361702 | 27512 | 532657 | SH | - | SOLE | - | 532657 | 0 | 0 |
DENBURY RESOURCES INC | COMMON STOCK USD.001 | 247916208 | 483 | 235411 | SH | - | SOLE | - | 235411 | 0 | 0 |
DELUXE CORP | COMMON STOCK USD1.0 | 248019101 | 159 | 3648 | SH | - | SOLE | - | 3648 | 0 | 0 |
DEVON ENERGY CORP | COMMON STOCK USD.1 | 25179M103 | 1547 | 49015 | SH | - | SOLE | - | 49015 | 0 | 0 |
DEXCOM INC | COMMON STOCK USD.001 | 252131107 | 453 | 3806 | SH | - | SOLE | - | 3806 | 0 | 0 |
DIAMONDBACK ENERGY INC | COMMON STOCK USD.01 | 25278X109 | 374 | 3680 | SH | - | SOLE | - | 3680 | 0 | 0 |
DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 253393102 | 272 | 7386 | SH | - | SOLE | - | 7386 | 0 | 0 |
DIGITAL REALTY TRUST INC | REIT USD.01 | 253868103 | 3640 | 30592 | SH | - | SOLE | - | 30592 | 0 | 0 |
DILLARDS INC CL A | COMMON STOCK | 254067101 | 120 | 1673 | SH | - | SOLE | - | 1673 | 0 | 0 |
DIODES INC | COMMON STOCK USD.667 | 254543101 | 451 | 13011 | SH | - | SOLE | - | 13011 | 0 | 0 |
WALT DISNEY CO/THE | COMMON STOCK USD.01 | 254687106 | 18407 | 165780 | SH | - | SOLE | - | 165780 | 0 | 0 |
DISCOVERY INC A | COMMON STOCK USD.01 | 25470F104 | 274 | 10126 | SH | - | SOLE | - | 10126 | 0 | 0 |
DISH NETWORK CORP A | COMMON STOCK USD.01 | 25470M109 | 188 | 5939 | SH | - | SOLE | - | 5939 | 0 | 0 |
DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 254709108 | 6366 | 89462 | SH | - | SOLE | - | 89462 | 0 | 0 |
DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 256677105 | 10797 | 90506 | SH | - | SOLE | - | 90506 | 0 | 0 |
DOLLAR TREE INC | COMMON STOCK USD.01 | 256746108 | 310 | 2951 | SH | - | SOLE | - | 2951 | 0 | 0 |
DOMINION ENERGY INC | COMMON STOCK | 25746U109 | 2292 | 29903 | SH | - | SOLE | - | 29903 | 0 | 0 |
DOMINO S PIZZA INC | COMMON STOCK USD.01 | 25754A201 | 6267 | 24281 | SH | - | SOLE | - | 24281 | 0 | 0 |
DOMTAR CORP | COMMON STOCK USD.01 | 257559203 | 194 | 3911 | SH | - | SOLE | - | 3911 | 0 | 0 |
DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 258278100 | 2629 | 29844 | SH | - | SOLE | - | 29844 | 0 | 0 |
DOUGLAS EMMETT INC | REIT USD.01 | 25960P109 | 2270 | 56153 | SH | - | SOLE | - | 56153 | 0 | 0 |
DOVER CORP | COMMON STOCK USD1.0 | 260003108 | 2721 | 29005 | SH | - | SOLE | - | 29005 | 0 | 0 |
DOWDUPONT INC | COMMON STOCK USD.01 | 26078J100 | 681338 | 12780670 | SH | - | SOLE | - | 12780670 | 0 | 0 |
DRIL QUIP INC | COMMON STOCK USD.01 | 262037104 | 1052 | 22951 | SH | - | SOLE | - | 22951 | 0 | 0 |
DUKE ENERGY CORP | COMMON STOCK USD.001 | 26441C204 | 3376 | 37507 | SH | - | SOLE | - | 37507 | 0 | 0 |
DUKE REALTY CORP | REIT USD.01 | 264411505 | 433 | 14154 | SH | - | SOLE | - | 14154 | 0 | 0 |
DUNKIN BRANDS GROUP INC | COMMON STOCK USD.001 | 265504100 | 623 | 8302 | SH | - | SOLE | - | 8302 | 0 | 0 |
EQT CORP | COMMON STOCK | 26884L109 | 456 | 21998 | SH | - | SOLE | - | 21998 | 0 | 0 |
EPR PROPERTIES | REIT USD.01 | 26884U109 | 2759 | 35876 | SH | - | SOLE | - | 35876 | 0 | 0 |
E TRADE FINANCIAL CORP | COMMON STOCK USD.01 | 269246401 | 1057 | 22775 | SH | - | SOLE | - | 22775 | 0 | 0 |
EAGLE MATERIALS INC | COMMON STOCK USD.01 | 26969P108 | 228 | 2700 | SH | - | SOLE | - | 2700 | 0 | 0 |
EAGLE PHARMACEUTICALS INC | COMMON STOCK USD.001 | 269796108 | 915 | 18131 | SH | - | SOLE | - | 18131 | 0 | 0 |
EAST WEST BANCORP INC | COMMON STOCK USD.001 | 27579R104 | 692 | 14416 | SH | - | SOLE | - | 14416 | 0 | 0 |
EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 277432100 | 3194 | 42095 | SH | - | SOLE | - | 42095 | 0 | 0 |
EASTMAN KODAK CO | COMMON STOCK USD.01 | 277461406 | 54 | 18376 | SH | - | SOLE | - | 18376 | 0 | 0 |
EBAY INC | COMMON STOCK USD.001 | 278642103 | 468 | 12598 | SH | - | SOLE | - | 12598 | 0 | 0 |
ECOLAB INC | COMMON STOCK USD1.0 | 278865100 | 565 | 3201 | SH | - | SOLE | - | 3201 | 0 | 0 |
EDGEWELL PERSONAL CARE CO | COMMON STOCK USD.01 | 28035Q102 | 235 | 5362 | SH | - | SOLE | - | 5362 | 0 | 0 |
EDISON INTERNATIONAL | COMMON STOCK | 281020107 | 2694 | 43515 | SH | - | SOLE | - | 43515 | 0 | 0 |
EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 28176E108 | 631 | 3300 | SH | - | SOLE | - | 3300 | 0 | 0 |
EL PASO ELECTRIC CO | COMMON STOCK | 283677854 | 1397 | 23756 | SH | - | SOLE | - | 23756 | 0 | 0 |
ELDORADO RESORTS INC | COMMON STOCK | 28470R102 | 318 | 6805 | SH | - | SOLE | - | 6805 | 0 | 0 |
ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 285512109 | 659 | 6482 | SH | - | SOLE | - | 6482 | 0 | 0 |
ELECTRONICS FOR IMAGING | COMMON STOCK USD.01 | 286082102 | 376 | 13974 | SH | - | SOLE | - | 13974 | 0 | 0 |
EMCOR GROUP INC | COMMON STOCK USD.01 | 29084Q100 | 8791 | 120288 | SH | - | SOLE | - | 120288 | 0 | 0 |
EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 29089Q105 | 704 | 13942 | SH | - | SOLE | - | 13942 | 0 | 0 |
EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 291011104 | 817 | 11933 | SH | - | SOLE | - | 11933 | 0 | 0 |
ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29251M106 | 1175 | 12303 | SH | - | SOLE | - | 12303 | 0 | 0 |
ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 29261A100 | 515 | 8818 | SH | - | SOLE | - | 8818 | 0 | 0 |
ENERGIZER HOLDINGS INC | COMMON STOCK | 29272W109 | 232 | 5166 | SH | - | SOLE | - | 5166 | 0 | 0 |
ENERSYS | COMMON STOCK USD.01 | 29275Y102 | 995 | 15266 | SH | - | SOLE | - | 15266 | 0 | 0 |
ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 29357K103 | 557 | 24413 | SH | - | SOLE | - | 24413 | 0 | 0 |
ENTEGRIS INC | COMMON STOCK USD.01 | 29362U104 | 2553 | 71522 | SH | - | SOLE | - | 71522 | 0 | 0 |
ENTERGY CORP | COMMON STOCK USD.01 | 29364G103 | 124 | 1300 | SH | - | SOLE | - | 1300 | 0 | 0 |
ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 293712105 | 369 | 9047 | SH | - | SOLE | - | 9047 | 0 | 0 |
ENTRAVISION COMMUNICATIONS A | COMMON STOCK USD.0001 | 29382R107 | 301 | 92972 | SH | - | SOLE | - | 92972 | 0 | 0 |
EQUINIX INC | REIT USD.001 | 29444U700 | 14011 | 30918 | SH | - | SOLE | - | 30918 | 0 | 0 |
EQUITRANS MIDSTREAM CORP | COMMON STOCK | 294600101 | 265 | 12162 | SH | - | SOLE | - | 12162 | 0 | 0 |
EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29472R108 | 2976 | 26034 | SH | - | SOLE | - | 26034 | 0 | 0 |
EQUITY RESIDENTIAL | REIT USD.01 | 29476L107 | 5912 | 78494 | SH | - | SOLE | - | 78494 | 0 | 0 |
ESSEX PROPERTY TRUST INC | REIT USD.0001 | 297178105 | 5329 | 18424 | SH | - | SOLE | - | 18424 | 0 | 0 |
ETHAN ALLEN INTERIORS INC | COMMON STOCK USD.01 | 297602104 | 1457 | 76163 | SH | - | SOLE | - | 76163 | 0 | 0 |
ETSY INC | COMMON STOCK USD.001 | 29786A106 | 1628 | 24222 | SH | - | SOLE | - | 24222 | 0 | 0 |
EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 298736109 | 924 | 6483 | SH | - | SOLE | - | 6483 | 0 | 0 |
EVERCORE INC A | COMMON STOCK USD.01 | 29977A105 | 6014 | 66083 | SH | - | SOLE | - | 66083 | 0 | 0 |
EVERGY INC | COMMON STOCK | 30034W106 | 99 | 1700 | SH | - | SOLE | - | 1700 | 0 | 0 |
EVERTEC INC | COMMON STOCK USD.01 | 30040P103 | 1106 | 39772 | SH | - | SOLE | - | 39772 | 0 | 0 |
EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 30040W108 | 1867 | 26309 | SH | - | SOLE | - | 26309 | 0 | 0 |
EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 30049A107 | 1289 | 190992 | SH | - | SOLE | - | 190992 | 0 | 0 |
EXACT SCIENCES CORP | COMMON STOCK USD.01 | 30063P105 | 373 | 4303 | SH | - | SOLE | - | 4303 | 0 | 0 |
EXELON CORP | COMMON STOCK | 30161N101 | 16299 | 325131 | SH | - | SOLE | - | 325131 | 0 | 0 |
EXELIXIS INC | COMMON STOCK USD.001 | 30161Q104 | 1181 | 49603 | SH | - | SOLE | - | 49603 | 0 | 0 |
EXPEDIA GROUP INC | COMMON STOCK USD.001 | 30212P303 | 219 | 1841 | SH | - | SOLE | - | 1841 | 0 | 0 |
EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 302130109 | 233 | 3067 | SH | - | SOLE | - | 3067 | 0 | 0 |
EXTENDED STAY AMERICA INC | UNIT USD.01 | 30224P200 | 1359 | 75701 | SH | - | SOLE | - | 75701 | 0 | 0 |
EXTRA SPACE STORAGE INC | REIT USD.01 | 30225T102 | 10756 | 105542 | SH | - | SOLE | - | 105542 | 0 | 0 |
EXTERRAN CORP | COMMON STOCK USD.01 | 30227H106 | 315 | 18673 | SH | - | SOLE | - | 18673 | 0 | 0 |
EZCORP INC | COMPANY GUAR 06/19 2.125 | 302301AB2 | 1994 | 2000000 | SH | - | SOLE | - | 2000000 | 0 | 0 |
EZCORP INC | COMPANY GUAR 07/24 2.875 | 302301AF3 | 1121 | 1000000 | SH | - | SOLE | - | 1000000 | 0 | 0 |
EXXON MOBIL CORP | COMMON STOCK | 30231G102 | 15759 | 195039 | SH | - | SOLE | - | 195039 | 0 | 0 |
FLIR SYSTEMS INC | COMMON STOCK USD.01 | 302445101 | 2144 | 45054 | SH | - | SOLE | - | 45054 | 0 | 0 |
FNB CORP | COMMON STOCK USD.01 | 302520101 | 307 | 28948 | SH | - | SOLE | - | 28948 | 0 | 0 |
FACEBOOK INC CLASS A | COMMON STOCK USD.000006 | 30303M102 | 39397 | 236349 | SH | - | SOLE | - | 236349 | 0 | 0 |
FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 303075105 | 5046 | 20325 | SH | - | SOLE | - | 20325 | 0 | 0 |
FAIR ISAAC CORP | COMMON STOCK USD.01 | 303250104 | 5274 | 19416 | SH | - | SOLE | - | 19416 | 0 | 0 |
FARFETCH LTD CLASS A | COMMON STOCK USD.04 | 30744W107 | 680 | 25254 | SH | - | SOLE | - | 25254 | 0 | 0 |
FASTENAL CO | COMMON STOCK USD.01 | 311900104 | 551 | 8565 | SH | - | SOLE | - | 8565 | 0 | 0 |
FEDERAL REALTY INVS TRUST | REIT USD.01 | 313747206 | 2891 | 20971 | SH | - | SOLE | - | 20971 | 0 | 0 |
FEDERATED INVESTORS INC CL B | COMMON STOCK | 314211103 | 230 | 7848 | SH | - | SOLE | - | 7848 | 0 | 0 |
F5 NETWORKS INC | COMMON STOCK | 315616102 | 1332 | 8487 | SH | - | SOLE | - | 8487 | 0 | 0 |
FIBROGEN INC | COMMON STOCK USD.01 | 31572Q808 | 862 | 15860 | SH | - | SOLE | - | 15860 | 0 | 0 |
FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 31620M106 | 4052 | 35823 | SH | - | SOLE | - | 35823 | 0 | 0 |
FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 31620R303 | 11752 | 321536 | SH | - | SOLE | - | 321536 | 0 | 0 |
FIFTH THIRD BANCORP | COMMON STOCK | 316773100 | 223 | 8847 | SH | - | SOLE | - | 8847 | 0 | 0 |
FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 31847R102 | 5639 | 109502 | SH | - | SOLE | - | 109502 | 0 | 0 |
FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 318672706 | 2154 | 187947 | SH | - | SOLE | - | 187947 | 0 | 0 |
FIRST DATA CORP CLASS A | COMMON STOCK USD.01 | 32008D106 | 4781 | 182000 | SH | - | SOLE | - | 182000 | 0 | 0 |
FIRST FINANCIAL CORP/INDIANA | COMMON STOCK | 320218100 | 626 | 14906 | SH | - | SOLE | - | 14906 | 0 | 0 |
FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 32051X108 | 1424 | 54671 | SH | - | SOLE | - | 54671 | 0 | 0 |
FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 32054K103 | 4562 | 129014 | SH | - | SOLE | - | 129014 | 0 | 0 |
FIRST REPUBLIC BANK/CA | COMMON STOCK USD.01 | 33616C100 | 291 | 2900 | SH | - | SOLE | - | 2900 | 0 | 0 |
FIRSTCASH INC | COMMON STOCK USD.01 | 33767D105 | 3149 | 36407 | SH | - | SOLE | - | 36407 | 0 | 0 |
FISERV INC | COMMON STOCK USD.01 | 337738108 | 4635 | 52501 | SH | - | SOLE | - | 52501 | 0 | 0 |
FIRSTENERGY CORP | COMMON STOCK USD.1 | 337932107 | 1237 | 29739 | SH | - | SOLE | - | 29739 | 0 | 0 |
FIVE9 INC | COMMON STOCK USD.001 | 338307101 | 1848 | 34982 | SH | - | SOLE | - | 34982 | 0 | 0 |
FLEETCOR TECHNOLOGIES INC | COMMON STOCK USD.001 | 339041105 | 293 | 1189 | SH | - | SOLE | - | 1189 | 0 | 0 |
FLUOR CORP | COMMON STOCK USD.01 | 343412102 | 450 | 12221 | SH | - | SOLE | - | 12221 | 0 | 0 |
FLOWERS FOODS INC | COMMON STOCK USD.01 | 343498101 | 314 | 14726 | SH | - | SOLE | - | 14726 | 0 | 0 |
FLOWSERVE CORP | COMMON STOCK USD1.25 | 34354P105 | 168 | 3715 | SH | - | SOLE | - | 3715 | 0 | 0 |
FOOT LOCKER INC | COMMON STOCK USD.01 | 344849104 | 4345 | 71693 | SH | - | SOLE | - | 71693 | 0 | 0 |
FORD MOTOR CO | COMMON STOCK USD.01 | 345370860 | 1575 | 179368 | SH | - | SOLE | - | 179368 | 0 | 0 |
FORTINET INC | COMMON STOCK USD.001 | 34959E109 | 7530 | 89671 | SH | - | SOLE | - | 89671 | 0 | 0 |
FORTUNE BRANDS HOME SECURI | COMMON STOCK USD.01 | 34964C106 | 5525 | 116053 | SH | - | SOLE | - | 116053 | 0 | 0 |
FOX CORP CLASS A | COMMON STOCK USD.01 | 35137L105 | 214 | 5832 | SH | - | SOLE | - | 5832 | 0 | 0 |
FOX CORP CLASS B | COMMON STOCK USD.01 | 35137L204 | 58 | 1611 | SH | - | SOLE | - | 1611 | 0 | 0 |
FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 354613101 | 96 | 2900 | SH | - | SOLE | - | 2900 | 0 | 0 |
FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 35671D857 | 935 | 72500 | SH | - | SOLE | - | 72500 | 0 | 0 |
FULTON FINANCIAL CORP | COMMON STOCK USD2.5 | 360271100 | 930 | 60104 | SH | - | SOLE | - | 60104 | 0 | 0 |
GATX CORP | COMMON STOCK USD.625 | 361448103 | 256 | 3348 | SH | - | SOLE | - | 3348 | 0 | 0 |
GEO GROUP INC/THE | REIT USD.01 | 36162J106 | 1379 | 71798 | SH | - | SOLE | - | 71798 | 0 | 0 |
GDS HOLDINGS LTD ADR | ADR USD.0004 | 36165L108 | 550 | 15409 | SH | - | SOLE | - | 15409 | 0 | 0 |
GW PHARMACEUTICALS ADR | ADR | 36197T103 | 459 | 2723 | SH | - | SOLE | - | 2723 | 0 | 0 |
GAP INC/THE | COMMON STOCK USD.05 | 364760108 | 135 | 5150 | SH | - | SOLE | - | 5150 | 0 | 0 |
GARTNER INC | COMMON STOCK USD.0005 | 366651107 | 992 | 6542 | SH | - | SOLE | - | 6542 | 0 | 0 |
GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 368736104 | 1032 | 20147 | SH | - | SOLE | - | 20147 | 0 | 0 |
GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 369550108 | 9088 | 53685 | SH | - | SOLE | - | 53685 | 0 | 0 |
GENERAL MILLS INC | COMMON STOCK USD.1 | 370334104 | 530 | 10250 | SH | - | SOLE | - | 10250 | 0 | 0 |
GENERAL MOTORS CO | COMMON STOCK USD.01 | 37045V100 | 4289 | 115615 | SH | - | SOLE | - | 115615 | 0 | 0 |
GENESEE WYOMING INC CL A | COMMON STOCK USD.01 | 371559105 | 611 | 7011 | SH | - | SOLE | - | 7011 | 0 | 0 |
GENTEX CORP | COMMON STOCK USD.06 | 371901109 | 3133 | 151516 | SH | - | SOLE | - | 151516 | 0 | 0 |
GENOMIC HEALTH INC | COMMON STOCK USD.0001 | 37244C101 | 2748 | 39236 | SH | - | SOLE | - | 39236 | 0 | 0 |
GENWORTH FINANCIAL INC CL A | COMMON STOCK USD.001 | 37247D106 | 606 | 158287 | SH | - | SOLE | - | 158287 | 0 | 0 |
GILEAD SCIENCES INC | COMMON STOCK USD.001 | 375558103 | 1755 | 26997 | SH | - | SOLE | - | 26997 | 0 | 0 |
GLOBAL BLOOD THERAPEUTICS IN | COMMON STOCK USD.001 | 37890U108 | 455 | 8603 | SH | - | SOLE | - | 8603 | 0 | 0 |
GLOBALSTAR INC | COMMON STOCK USD.0001 | 378973408 | 30 | 70200 | SH | - | SOLE | - | 70200 | 0 | 0 |
GLOBAL PAYMENTS INC | COMMON STOCK | 37940X102 | 1524 | 11164 | SH | - | SOLE | - | 11164 | 0 | 0 |
GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 379577208 | 1441 | 29171 | SH | - | SOLE | - | 29171 | 0 | 0 |
GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 38141G104 | 8739 | 45519 | SH | - | SOLE | - | 45519 | 0 | 0 |
GOODYEAR TIRE RUBBER CO | COMMON STOCK | 382550101 | 198 | 10900 | SH | - | SOLE | - | 10900 | 0 | 0 |
GORMAN RUPP CO | COMMON STOCK | 383082104 | 486 | 14321 | SH | - | SOLE | - | 14321 | 0 | 0 |
GRACO INC | COMMON STOCK USD1.0 | 384109104 | 663 | 13383 | SH | - | SOLE | - | 13383 | 0 | 0 |
GRAHAM HOLDINGS CO CLASS B | COMMON STOCK USD1.0 | 384637104 | 139 | 203 | SH | - | SOLE | - | 203 | 0 | 0 |
WW GRAINGER INC | COMMON STOCK USD.5 | 384802104 | 3194 | 10614 | SH | - | SOLE | - | 10614 | 0 | 0 |
GRAY TELEVISION INC | COMMON STOCK | 389375106 | 358 | 16770 | SH | - | SOLE | - | 16770 | 0 | 0 |
GREAT WESTERN BANCORP INC | COMMON STOCK USD.01 | 391416104 | 2520 | 79780 | SH | - | SOLE | - | 79780 | 0 | 0 |
GREEN DOT CORP CLASS A | COMMON STOCK USD.001 | 39304D102 | 639 | 10533 | SH | - | SOLE | - | 10533 | 0 | 0 |
GREENHILL CO INC | COMMON STOCK USD.01 | 395259104 | 314 | 14585 | SH | - | SOLE | - | 14585 | 0 | 0 |
GREIF INC CL A | COMMON STOCK | 397624107 | 89 | 2157 | SH | - | SOLE | - | 2157 | 0 | 0 |
GUESS INC | COMMON STOCK USD.01 | 401617105 | 335 | 17073 | SH | - | SOLE | - | 17073 | 0 | 0 |
HCA HEALTHCARE INC | COMMON STOCK USD.01 | 40412C101 | 3506 | 26892 | SH | - | SOLE | - | 26892 | 0 | 0 |
HCP INC | REIT USD1.0 | 40414L109 | 3199 | 102207 | SH | - | SOLE | - | 102207 | 0 | 0 |
HD SUPPLY HOLDINGS INC | COMMON STOCK USD.01 | 40416M105 | 971 | 22400 | SH | - | SOLE | - | 22400 | 0 | 0 |
HMS HOLDINGS CORP | COMMON STOCK USD.01 | 40425J101 | 328 | 11077 | SH | - | SOLE | - | 11077 | 0 | 0 |
HNI CORP | COMMON STOCK USD1.0 | 404251100 | 101 | 2784 | SH | - | SOLE | - | 2784 | 0 | 0 |
HP INC | COMMON STOCK USD.01 | 40434L105 | 285 | 14690 | SH | - | SOLE | - | 14690 | 0 | 0 |
HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 404609109 | 311 | 19706 | SH | - | SOLE | - | 19706 | 0 | 0 |
HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 405024100 | 2250 | 25725 | SH | - | SOLE | - | 25725 | 0 | 0 |
HALLIBURTON CO | COMMON STOCK USD2.5 | 406216101 | 737 | 25145 | SH | - | SOLE | - | 25145 | 0 | 0 |
HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 410120109 | 307 | 7611 | SH | - | SOLE | - | 7611 | 0 | 0 |
HANESBRANDS INC | COMMON STOCK USD.01 | 410345102 | 152 | 8500 | SH | - | SOLE | - | 8500 | 0 | 0 |
HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 410867105 | 312 | 2737 | SH | - | SOLE | - | 2737 | 0 | 0 |
HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 412822108 | 121 | 3392 | SH | - | SOLE | - | 3392 | 0 | 0 |
HARRIS CORP | COMMON STOCK USD1.0 | 413875105 | 3697 | 23149 | SH | - | SOLE | - | 23149 | 0 | 0 |
HARSCO CORP | COMMON STOCK USD1.25 | 415864107 | 1086 | 53889 | SH | - | SOLE | - | 53889 | 0 | 0 |
HARTFORD FINANCIAL SVCS GRP | COMMON STOCK USD.01 | 416515104 | 938 | 18875 | SH | - | SOLE | - | 18875 | 0 | 0 |
HASBRO INC | COMMON STOCK USD.5 | 418056107 | 140 | 1641 | SH | - | SOLE | - | 1641 | 0 | 0 |
HAWAIIAN ELECTRIC INDS | COMMON STOCK | 419870100 | 200 | 4900 | SH | - | SOLE | - | 4900 | 0 | 0 |
HAWAIIAN HOLDINGS INC | COMMON STOCK USD.01 | 419879101 | 700 | 26681 | SH | - | SOLE | - | 26681 | 0 | 0 |
HEALTHCARE SERVICES GROUP | COMMON STOCK USD.01 | 421906108 | 230 | 6975 | SH | - | SOLE | - | 6975 | 0 | 0 |
HEALTHCARE REALTY TRUST INC | REIT USD.01 | 421946104 | 353 | 10982 | SH | - | SOLE | - | 10982 | 0 | 0 |
HEALTH INSURANCE INNOVATIO A | COMMON STOCK USD.001 | 42225K106 | 354 | 13194 | SH | - | SOLE | - | 13194 | 0 | 0 |
HEICO CORP | COMMON STOCK USD.01 | 422806109 | 3827 | 40336 | SH | - | SOLE | - | 40336 | 0 | 0 |
HELMERICH PAYNE | COMMON STOCK USD.1 | 423452101 | 1098 | 19771 | SH | - | SOLE | - | 19771 | 0 | 0 |
JACK HENRY ASSOCIATES INC | COMMON STOCK USD.01 | 426281101 | 3725 | 26851 | SH | - | SOLE | - | 26851 | 0 | 0 |
HERSHEY CO/THE | COMMON STOCK USD1.0 | 427866108 | 7861 | 68455 | SH | - | SOLE | - | 68455 | 0 | 0 |
HESS CORP | COMMON STOCK USD1.0 | 42809H107 | 470 | 7800 | SH | - | SOLE | - | 7800 | 0 | 0 |
HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 42824C109 | 2369 | 153500 | SH | - | SOLE | - | 153500 | 0 | 0 |
HIGHWOODS PROPERTIES INC | REIT USD.01 | 431284108 | 2619 | 55995 | SH | - | SOLE | - | 55995 | 0 | 0 |
HILL ROM HOLDINGS INC | COMMON STOCK | 431475102 | 932 | 8804 | SH | - | SOLE | - | 8804 | 0 | 0 |
HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01 | 43300A203 | 515 | 6200 | SH | - | SOLE | - | 6200 | 0 | 0 |
HOLLYFRONTIER CORP | COMMON STOCK USD.01 | 436106108 | 298 | 6049 | SH | - | SOLE | - | 6049 | 0 | 0 |
HOLOGIC INC | COMMON STOCK USD.01 | 436440101 | 221 | 4560 | SH | - | SOLE | - | 4560 | 0 | 0 |
HOME BANCSHARES INC | COMMON STOCK USD.01 | 436893200 | 300 | 17069 | SH | - | SOLE | - | 17069 | 0 | 0 |
HOME DEPOT INC | COMMON STOCK USD.05 | 437076102 | 33635 | 175285 | SH | - | SOLE | - | 175285 | 0 | 0 |
HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 438516106 | 14212 | 89429 | SH | - | SOLE | - | 89429 | 0 | 0 |
HOSPITALITY PROPERTIES TRUST | REIT USD.01 | 44106M102 | 273 | 10377 | SH | - | SOLE | - | 10377 | 0 | 0 |
HOST HOTELS RESORTS INC | REIT USD.01 | 44107P104 | 3029 | 160290 | SH | - | SOLE | - | 160290 | 0 | 0 |
HUBBELL INC | COMMON STOCK USD.01 | 443510607 | 2508 | 21256 | SH | - | SOLE | - | 21256 | 0 | 0 |
HUBSPOT INC | COMMON STOCK USD.001 | 443573100 | 1095 | 6589 | SH | - | SOLE | - | 6589 | 0 | 0 |
HUMANA INC | COMMON STOCK USD.166 | 444859102 | 2288 | 8600 | SH | - | SOLE | - | 8600 | 0 | 0 |
HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 445658107 | 2116 | 20891 | SH | - | SOLE | - | 20891 | 0 | 0 |
HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 446150104 | 161 | 12673 | SH | - | SOLE | - | 12673 | 0 | 0 |
HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 446413106 | 5000 | 24132 | SH | - | SOLE | - | 24132 | 0 | 0 |
IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 44980X109 | 1643 | 10827 | SH | - | SOLE | - | 10827 | 0 | 0 |
ITT INC | COMMON STOCK USD1.0 | 45073V108 | 506 | 8728 | SH | - | SOLE | - | 8728 | 0 | 0 |
IBERIABANK CORP | COMMON STOCK USD1.0 | 450828108 | 1327 | 18500 | SH | - | SOLE | - | 18500 | 0 | 0 |
ICICI BANK LTD SPON ADR | ADR | 45104G104 | 268 | 23371 | SH | - | SOLE | - | 23371 | 0 | 0 |
IDACORP INC | COMMON STOCK | 451107106 | 489 | 4908 | SH | - | SOLE | - | 4908 | 0 | 0 |
IDEX CORP | COMMON STOCK USD.01 | 45167R104 | 18121 | 119424 | SH | - | SOLE | - | 119424 | 0 | 0 |
IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 45168D104 | 251 | 1122 | SH | - | SOLE | - | 1122 | 0 | 0 |
ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 452308109 | 1150 | 8009 | SH | - | SOLE | - | 8009 | 0 | 0 |
ILLUMINA INC | COMMON STOCK USD.01 | 452327109 | 807 | 2598 | SH | - | SOLE | - | 2598 | 0 | 0 |
IMAX CORP | COMMON STOCK | 45245E109 | 801 | 35314 | SH | - | SOLE | - | 35314 | 0 | 0 |
INCYTE CORP | COMMON STOCK USD.001 | 45337C102 | 601 | 6985 | SH | - | SOLE | - | 6985 | 0 | 0 |
INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 45378A106 | 515 | 47766 | SH | - | SOLE | - | 47766 | 0 | 0 |
INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 453838609 | 993 | 46195 | SH | - | SOLE | - | 46195 | 0 | 0 |
INFRAREIT INC | REIT USD.01 | 45685L100 | 2965 | 141400 | SH | - | SOLE | - | 141400 | 0 | 0 |
INGEVITY CORP | COMMON STOCK USD.01 | 45688C107 | 1281 | 12132 | SH | - | SOLE | - | 12132 | 0 | 0 |
INGREDION INC | COMMON STOCK USD.01 | 457187102 | 4669 | 49311 | SH | - | SOLE | - | 49311 | 0 | 0 |
INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 457730109 | 654 | 11515 | SH | - | SOLE | - | 11515 | 0 | 0 |
INSPERITY INC | COMMON STOCK USD.01 | 45778Q107 | 436 | 3527 | SH | - | SOLE | - | 3527 | 0 | 0 |
INNOVIVA INC | COMMON STOCK | 45781M101 | 1608 | 114626 | SH | - | SOLE | - | 114626 | 0 | 0 |
INTEGRATED DEVICE TECH INC | COMMON STOCK USD.001 | 458118106 | 2576 | 52585 | SH | - | SOLE | - | 52585 | 0 | 0 |
INTEL CORP | COMMON STOCK USD.001 | 458140100 | 9600 | 178766 | SH | - | SOLE | - | 178766 | 0 | 0 |
INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 45826H109 | 2391 | 31706 | SH | - | SOLE | - | 31706 | 0 | 0 |
INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 45866F104 | 8292 | 108907 | SH | - | SOLE | - | 108907 | 0 | 0 |
INTERFACE INC | COMMON STOCK USD.1 | 458665304 | 719 | 46903 | SH | - | SOLE | - | 46903 | 0 | 0 |
INTERDIGITAL INC | COMMON STOCK USD.01 | 45867G101 | 235 | 3567 | SH | - | SOLE | - | 3567 | 0 | 0 |
INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 459044103 | 45 | 1186 | SH | - | SOLE | - | 1186 | 0 | 0 |
INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 459200101 | 2702 | 19147 | SH | - | SOLE | - | 19147 | 0 | 0 |
INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 460146103 | 370 | 8003 | SH | - | SOLE | - | 8003 | 0 | 0 |
INTL SPEEDWAY CORP CL A | COMMON STOCK USD.01 | 460335201 | 74 | 1689 | SH | - | SOLE | - | 1689 | 0 | 0 |
INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 460690100 | 111 | 5303 | SH | - | SOLE | - | 5303 | 0 | 0 |
INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 46120E602 | 3651 | 6398 | SH | - | SOLE | - | 6398 | 0 | 0 |
INTUIT INC | COMMON STOCK USD.01 | 461202103 | 1312 | 5019 | SH | - | SOLE | - | 5019 | 0 | 0 |
INVESTORS BANCORP INC | COMMON STOCK USD.01 | 46146L101 | 2042 | 172279 | SH | - | SOLE | - | 172279 | 0 | 0 |
INVESTORS REAL ESTATE TRUST | REIT | 461730509 | 422 | 7043 | SH | - | SOLE | - | 7043 | 0 | 0 |
INVITAE CORP | COMMON STOCK USD.0001 | 46185L103 | 614 | 26209 | SH | - | SOLE | - | 26209 | 0 | 0 |
INVITATION HOMES INC | REIT USD.01 | 46187W107 | 2518 | 103500 | SH | - | SOLE | - | 103500 | 0 | 0 |
ION GEOPHYSICAL CORP | COMMON STOCK USD.01 | 462044207 | 97 | 6683 | SH | - | SOLE | - | 6683 | 0 | 0 |
IOVANCE BIOTHERAPEUTICS INC | COMMON STOCK USD.000041666 | 462260100 | 360 | 37870 | SH | - | SOLE | - | 37870 | 0 | 0 |
IRADIMED CORP | COMMON STOCK USD.0001 | 46266A109 | 418 | 14876 | SH | - | SOLE | - | 14876 | 0 | 0 |
IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 46266C105 | 1362 | 9469 | SH | - | SOLE | - | 9469 | 0 | 0 |
IRON MOUNTAIN INC | REIT USD.01 | 46284V101 | 872 | 24587 | SH | - | SOLE | - | 24587 | 0 | 0 |
ISHARES MSCI WORLD ETF | ISHARES MSCI WORLD ETF | 464286392 | 762 | 8585 | SH | - | SOLE | - | 8585 | 0 | 0 |
ISHARES MSCI EMERGING MARKETS | ISHARES MSCI EMERGING MARKET | 464287234 | 63687 | 1483847 | SH | - | SOLE | - | 1483847 | 0 | 0 |
ISHARES MSCI EAFE ETF | ISHARES MSCI EAFE ETF | 464287465 | 12190 | 187949 | SH | - | SOLE | - | 187949 | 0 | 0 |
ISHARES CORE SP MID CAP ETF | ISHARES CORE S+P MIDCAP ETF | 464287507 | 4864 | 25681 | SH | - | SOLE | - | 25681 | 0 | 0 |
JBG SMITH PROPERTIES | REIT USD.01 | 46590V100 | 294 | 7100 | SH | - | SOLE | - | 7100 | 0 | 0 |
JPMORGAN CHASE CO | COMMON STOCK USD1.0 | 46625H100 | 46312 | 457491 | SH | - | SOLE | - | 457491 | 0 | 0 |
JABIL INC | COMMON STOCK USD.001 | 466313103 | 316 | 11897 | SH | - | SOLE | - | 11897 | 0 | 0 |
JACK IN THE BOX INC | COMMON STOCK USD.01 | 466367109 | 165 | 2041 | SH | - | SOLE | - | 2041 | 0 | 0 |
JACOBS ENGINEERING GROUP INC | COMMON STOCK USD1.0 | 469814107 | 385 | 5118 | SH | - | SOLE | - | 5118 | 0 | 0 |
JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 47233W109 | 208 | 11069 | SH | - | SOLE | - | 11069 | 0 | 0 |
JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 477143101 | 374 | 22859 | SH | - | SOLE | - | 22859 | 0 | 0 |
JOHNSON JOHNSON | COMMON STOCK USD1.0 | 478160104 | 39492 | 282513 | SH | - | SOLE | - | 282513 | 0 | 0 |
JONES LANG LASALLE INC | COMMON STOCK USD.01 | 48020Q107 | 4482 | 29071 | SH | - | SOLE | - | 29071 | 0 | 0 |
J2 GLOBAL INC | COMMON STOCK USD.01 | 48123V102 | 3842 | 44364 | SH | - | SOLE | - | 44364 | 0 | 0 |
JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 48203R104 | 165 | 6217 | SH | - | SOLE | - | 6217 | 0 | 0 |
KBR INC | COMMON STOCK USD.001 | 48242W106 | 200 | 10500 | SH | - | SOLE | - | 10500 | 0 | 0 |
KLA TENCOR CORP | COMMON STOCK USD.001 | 482480100 | 4000 | 33496 | SH | - | SOLE | - | 33496 | 0 | 0 |
KLX ENERGY SERVICES HOLDING | COMMON STOCK USD.01 | 48253L106 | 375 | 14898 | SH | - | SOLE | - | 14898 | 0 | 0 |
K12 INC | COMMON STOCK USD.0001 | 48273U102 | 1830 | 53632 | SH | - | SOLE | - | 53632 | 0 | 0 |
KANSAS CITY SOUTHERN | COMMON STOCK USD.01 | 485170302 | 207 | 1783 | SH | - | SOLE | - | 1783 | 0 | 0 |
KB HOME | COMMON STOCK USD1.0 | 48666K109 | 2418 | 100037 | SH | - | SOLE | - | 100037 | 0 | 0 |
KELLOGG CO | COMMON STOCK USD.25 | 487836108 | 529 | 9219 | SH | - | SOLE | - | 9219 | 0 | 0 |
KEMET CORP | COMMON STOCK USD.01 | 488360207 | 419 | 24677 | SH | - | SOLE | - | 24677 | 0 | 0 |
KEMPER CORP | COMMON STOCK USD.1 | 488401100 | 1942 | 25500 | SH | - | SOLE | - | 25500 | 0 | 0 |
KENNAMETAL INC | COMMON STOCK USD1.25 | 489170100 | 183 | 4990 | SH | - | SOLE | - | 4990 | 0 | 0 |
KEYCORP | COMMON STOCK USD1.0 | 493267108 | 247 | 15665 | SH | - | SOLE | - | 15665 | 0 | 0 |
KEYSIGHT TECHNOLOGIES IN | COMMON STOCK | 49338L103 | 531 | 6087 | SH | - | SOLE | - | 6087 | 0 | 0 |
KFORCE INC | COMMON STOCK USD.01 | 493732101 | 937 | 26677 | SH | - | SOLE | - | 26677 | 0 | 0 |
KILROY REALTY CORP | REIT USD.01 | 49427F108 | 2697 | 35499 | SH | - | SOLE | - | 35499 | 0 | 0 |
KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 494368103 | 2257 | 18218 | SH | - | SOLE | - | 18218 | 0 | 0 |
KIMCO REALTY CORP | REIT USD.01 | 49446R109 | 4183 | 226102 | SH | - | SOLE | - | 226102 | 0 | 0 |
KINDER MORGAN INC | COMMON STOCK USD.01 | 49456B101 | 6113 | 305522 | SH | - | SOLE | - | 305522 | 0 | 0 |
KNOLL INC | COMMON STOCK USD.01 | 498904200 | 1001 | 52949 | SH | - | SOLE | - | 52949 | 0 | 0 |
KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.001 | 499049104 | 1318 | 40328 | SH | - | SOLE | - | 40328 | 0 | 0 |
KOHLS CORP | COMMON STOCK USD.01 | 500255104 | 2771 | 40298 | SH | - | SOLE | - | 40298 | 0 | 0 |
KROGER CO | COMMON STOCK USD1.0 | 501044101 | 3538 | 143813 | SH | - | SOLE | - | 143813 | 0 | 0 |
L BRANDS INC | COMMON STOCK USD.5 | 501797104 | 109 | 3935 | SH | - | SOLE | - | 3935 | 0 | 0 |
LSC COMMUNICATIONS INC | COMMON STOCK USD.01 | 50218P107 | 1794 | 274700 | SH | - | SOLE | - | 274700 | 0 | 0 |
L3 TECHNOLOGIES INC | COMMON STOCK USD.01 | 502413107 | 213 | 1033 | SH | - | SOLE | - | 1033 | 0 | 0 |
LA Z BOY INC | COMMON STOCK USD1.0 | 505336107 | 1244 | 37696 | SH | - | SOLE | - | 37696 | 0 | 0 |
LABORATORY CRP OF AMER HLDGS | COMMON STOCK USD.1 | 50540R409 | 226 | 1476 | SH | - | SOLE | - | 1476 | 0 | 0 |
LADENBURG THALMANN FINANCIAL | COMMON STOCK USD.0001 | 50575Q102 | 198 | 70000 | SH | - | SOLE | - | 70000 | 0 | 0 |
LAM RESEARCH CORP | COMMON STOCK USD.001 | 512807108 | 4972 | 27773 | SH | - | SOLE | - | 27773 | 0 | 0 |
LAMAR ADVERTISING CO A | REIT USD.001 | 512816109 | 525 | 6618 | SH | - | SOLE | - | 6618 | 0 | 0 |
LANCASTER COLONY CORP | COMMON STOCK | 513847103 | 118 | 756 | SH | - | SOLE | - | 756 | 0 | 0 |
LANDS END INC | COMMON STOCK USD.01 | 51509F105 | 349 | 21021 | SH | - | SOLE | - | 21021 | 0 | 0 |
LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 515098101 | 3674 | 33582 | SH | - | SOLE | - | 33582 | 0 | 0 |
LANNETT CO INC | COMMON STOCK USD.001 | 516012101 | 301 | 38259 | SH | - | SOLE | - | 38259 | 0 | 0 |
LANTHEUS HOLDINGS INC | COMMON STOCK USD.01 | 516544103 | 377 | 15410 | SH | - | SOLE | - | 15410 | 0 | 0 |
ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 518439104 | 18245 | 110209 | SH | - | SOLE | - | 110209 | 0 | 0 |
LEAR CORP | COMMON STOCK USD.01 | 521865204 | 2742 | 20203 | SH | - | SOLE | - | 20203 | 0 | 0 |
LEGGETT PLATT INC | COMMON STOCK USD.01 | 524660107 | 84 | 2000 | SH | - | SOLE | - | 2000 | 0 | 0 |
LEGG MASON INC | COMMON STOCK USD.1 | 524901105 | 1599 | 58410 | SH | - | SOLE | - | 58410 | 0 | 0 |
LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 525327102 | 719 | 11218 | SH | - | SOLE | - | 11218 | 0 | 0 |
LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 525558201 | 1212 | 39093 | SH | - | SOLE | - | 39093 | 0 | 0 |
LENDINGTREE INC | COMMON STOCK USD.01 | 52603B107 | 246 | 700 | SH | - | SOLE | - | 700 | 0 | 0 |
LENNAR CORP A | COMMON STOCK USD.1 | 526057104 | 398 | 8100 | SH | - | SOLE | - | 8100 | 0 | 0 |
LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 526107107 | 7065 | 26720 | SH | - | SOLE | - | 26720 | 0 | 0 |
LIBERTY OILFIELD SERVICES A | COMMON STOCK | 53115L104 | 473 | 30726 | SH | - | SOLE | - | 30726 | 0 | 0 |
LIBERTY PROPERTY TRUST | REIT USD.001 | 531172104 | 3098 | 63985 | SH | - | SOLE | - | 63985 | 0 | 0 |
LIBERTY MEDIA COR SIRIUSXM C | TRACKING STK USD.01 | 531229607 | 2930 | 76615 | SH | - | SOLE | - | 76615 | 0 | 0 |
LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 531229854 | 1396 | 39828 | SH | - | SOLE | - | 39828 | 0 | 0 |
LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 53220K504 | 2828 | 22497 | SH | - | SOLE | - | 22497 | 0 | 0 |
LIFE STORAGE INC | REIT USD.01 | 53223X107 | 1626 | 16715 | SH | - | SOLE | - | 16715 | 0 | 0 |
ELI LILLY CO | COMMON STOCK | 532457108 | 9042 | 69683 | SH | - | SOLE | - | 69683 | 0 | 0 |
LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 533900106 | 2359 | 28125 | SH | - | SOLE | - | 28125 | 0 | 0 |
LINCOLN NATIONAL CORP | COMMON STOCK | 534187109 | 920 | 15667 | SH | - | SOLE | - | 15667 | 0 | 0 |
LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01 | 538034109 | 751 | 11818 | SH | - | SOLE | - | 11818 | 0 | 0 |
LIVENT CORP W/I | COMMON STOCK USD.001 | 53814L108 | 413 | 33592 | SH | - | SOLE | - | 33592 | 0 | 0 |
LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 53815P108 | 364 | 6674 | SH | - | SOLE | - | 6674 | 0 | 0 |
LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 539830109 | 1291 | 4300 | SH | - | SOLE | - | 4300 | 0 | 0 |
LOEWS CORP | COMMON STOCK USD.01 | 540424108 | 393 | 8203 | SH | - | SOLE | - | 8203 | 0 | 0 |
LOGMEIN INC | COMMON STOCK USD.01 | 54142L109 | 926 | 11564 | SH | - | SOLE | - | 11564 | 0 | 0 |
LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 546347105 | 5049 | 207080 | SH | - | SOLE | - | 207080 | 0 | 0 |
LOWE S COS INC | COMMON STOCK USD.5 | 548661107 | 3144 | 28722 | SH | - | SOLE | - | 28722 | 0 | 0 |
LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 55024U109 | 864 | 15277 | SH | - | SOLE | - | 15277 | 0 | 0 |
M T BANK CORP | COMMON STOCK USD.5 | 55261F104 | 641 | 4080 | SH | - | SOLE | - | 4080 | 0 | 0 |
MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 552848103 | 3862 | 292818 | SH | - | SOLE | - | 292818 | 0 | 0 |
MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 552953101 | 429 | 16716 | SH | - | SOLE | - | 16716 | 0 | 0 |
MGM GROWTH PROPERTIES LLC A | REIT | 55303A105 | 1822 | 56486 | SH | - | SOLE | - | 56486 | 0 | 0 |
M/I HOMES INC | COMMON STOCK USD.01 | 55305B101 | 765 | 28729 | SH | - | SOLE | - | 28729 | 0 | 0 |
MKS INSTRUMENTS INC | COMMON STOCK | 55306N104 | 1166 | 12528 | SH | - | SOLE | - | 12528 | 0 | 0 |
MSA SAFETY INC | COMMON STOCK | 553498106 | 299 | 2896 | SH | - | SOLE | - | 2896 | 0 | 0 |
MSC INDUSTRIAL DIRECT CO A | COMMON STOCK USD.001 | 553530106 | 422 | 5106 | SH | - | SOLE | - | 5106 | 0 | 0 |
MSCI INC | COMMON STOCK USD.01 | 55354G100 | 8635 | 43426 | SH | - | SOLE | - | 43426 | 0 | 0 |
MACK CALI REALTY CORP | REIT USD.01 | 554489104 | 288 | 12985 | SH | - | SOLE | - | 12985 | 0 | 0 |
MACY S INC | COMMON STOCK USD.01 | 55616P104 | 124 | 5170 | SH | - | SOLE | - | 5170 | 0 | 0 |
MAMMOTH ENERGY SERVICES INC | COMMON STOCK USD.01 | 56155L108 | 271 | 16264 | SH | - | SOLE | - | 16264 | 0 | 0 |
MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 562750109 | 1027 | 18638 | SH | - | SOLE | - | 18638 | 0 | 0 |
MANNKIND CORP | COMMON STOCK USD.01 | 56400P706 | 944 | 479100 | SH | - | SOLE | - | 479100 | 0 | 0 |
MANPOWERGROUP INC | COMMON STOCK USD.01 | 56418H100 | 441 | 5333 | SH | - | SOLE | - | 5333 | 0 | 0 |
MARATHON OIL CORP | COMMON STOCK USD1.0 | 565849106 | 435 | 26041 | SH | - | SOLE | - | 26041 | 0 | 0 |
MARATHON PETROLEUM CORP | COMMON STOCK USD.01 | 56585A102 | 14628 | 244412 | SH | - | SOLE | - | 244412 | 0 | 0 |
MARCUS MILLICHAP INC | COMMON STOCK USD.0001 | 566324109 | 879 | 21585 | SH | - | SOLE | - | 21585 | 0 | 0 |
MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 57060D108 | 781 | 3173 | SH | - | SOLE | - | 3173 | 0 | 0 |
MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 57164Y107 | 747 | 7990 | SH | - | SOLE | - | 7990 | 0 | 0 |
MARSH MCLENNAN COS | COMMON STOCK USD1.0 | 571748102 | 13120 | 139726 | SH | - | SOLE | - | 139726 | 0 | 0 |
MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 571903202 | 3072 | 24555 | SH | - | SOLE | - | 24555 | 0 | 0 |
MARTIN MARIETTA MATERIALS | COMMON STOCK USD.01 | 573284106 | 643 | 3196 | SH | - | SOLE | - | 3196 | 0 | 0 |
MASCO CORP | COMMON STOCK USD1.0 | 574599106 | 1630 | 41468 | SH | - | SOLE | - | 41468 | 0 | 0 |
MASIMO CORP | COMMON STOCK USD.001 | 574795100 | 1425 | 10304 | SH | - | SOLE | - | 10304 | 0 | 0 |
MASONITE INTERNATIONAL CORP | COMMON STOCK | 575385109 | 2315 | 46398 | SH | - | SOLE | - | 46398 | 0 | 0 |
MASTEC INC | COMMON STOCK USD.1 | 576323109 | 1294 | 26912 | SH | - | SOLE | - | 26912 | 0 | 0 |
MASTERCARD INC A | COMMON STOCK USD.0001 | 57636Q104 | 31715 | 134699 | SH | - | SOLE | - | 134699 | 0 | 0 |
MATADOR RESOURCES CO | COMMON STOCK USD.01 | 576485205 | 311 | 16083 | SH | - | SOLE | - | 16083 | 0 | 0 |
MATERION CORP | COMMON STOCK | 576690101 | 446 | 7815 | SH | - | SOLE | - | 7815 | 0 | 0 |
MATSON INC | COMMON STOCK | 57686G105 | 836 | 23161 | SH | - | SOLE | - | 23161 | 0 | 0 |
MAXIM INTEGRATED PRODUCTS | COMMON STOCK USD.001 | 57772K101 | 851 | 16000 | SH | - | SOLE | - | 16000 | 0 | 0 |
MAXIMUS INC | COMMON STOCK | 577933104 | 2543 | 35823 | SH | - | SOLE | - | 35823 | 0 | 0 |
MCCORMICK CO NON VTG SHRS | COMMON STOCK | 579780206 | 452 | 3002 | SH | - | SOLE | - | 3002 | 0 | 0 |
MCDERMOTT INTL INC | COMMON STOCK USD1.0 | 580037703 | 1542 | 207269 | SH | - | SOLE | - | 207269 | 0 | 0 |
MCDONALD S CORP | COMMON STOCK USD.01 | 580135101 | 9528 | 50172 | SH | - | SOLE | - | 50172 | 0 | 0 |
MCKESSON CORP | COMMON STOCK USD.01 | 58155Q103 | 1222 | 10441 | SH | - | SOLE | - | 10441 | 0 | 0 |
MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 58463J304 | 5825 | 314711 | SH | - | SOLE | - | 314711 | 0 | 0 |
MEDIFAST INC | COMMON STOCK USD.001 | 58470H101 | 348 | 2725 | SH | - | SOLE | - | 2725 | 0 | 0 |
MEDNAX INC | COMMON STOCK USD.01 | 58502B106 | 205 | 7561 | SH | - | SOLE | - | 7561 | 0 | 0 |
MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 58506Q109 | 577 | 9781 | SH | - | SOLE | - | 9781 | 0 | 0 |
MERCK CO INC | COMMON STOCK USD.5 | 58933Y105 | 31312 | 376480 | SH | - | SOLE | - | 376480 | 0 | 0 |
MERCURY GENERAL CORP | COMMON STOCK | 589400100 | 115 | 2300 | SH | - | SOLE | - | 2300 | 0 | 0 |
MEREDITH CORP | COMMON STOCK USD1.0 | 589433101 | 1193 | 21586 | SH | - | SOLE | - | 21586 | 0 | 0 |
METLIFE INC | COMMON STOCK USD.01 | 59156R108 | 4809 | 112973 | SH | - | SOLE | - | 112973 | 0 | 0 |
METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 592688105 | 9296 | 12858 | SH | - | SOLE | - | 12858 | 0 | 0 |
MICHAELS COS INC/THE | COMMON STOCK USD.06775 | 59408Q106 | 1283 | 112342 | SH | - | SOLE | - | 112342 | 0 | 0 |
MICROSOFT CORP | COMMON STOCK USD.00000625 | 594918104 | 98140 | 832118 | SH | - | SOLE | - | 832118 | 0 | 0 |
MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 595112103 | 1714 | 41461 | SH | - | SOLE | - | 41461 | 0 | 0 |
MID AMERICA APARTMENT COMM | REIT USD.01 | 59522J103 | 3219 | 29442 | SH | - | SOLE | - | 29442 | 0 | 0 |
MILACRON HOLDINGS CORP | COMMON STOCK USD.01 | 59870L106 | 471 | 41596 | SH | - | SOLE | - | 41596 | 0 | 0 |
HERMAN MILLER INC | COMMON STOCK USD.2 | 600544100 | 143 | 4056 | SH | - | SOLE | - | 4056 | 0 | 0 |
MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 603158106 | 2888 | 49131 | SH | - | SOLE | - | 49131 | 0 | 0 |
MOELIS CO CLASS A | COMMON STOCK USD.01 | 60786M105 | 1200 | 28829 | SH | - | SOLE | - | 28829 | 0 | 0 |
MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 60855R100 | 1292 | 9104 | SH | - | SOLE | - | 9104 | 0 | 0 |
MOLSON COORS BREWING CO B | COMMON STOCK USD.01 | 60871R209 | 1196 | 20046 | SH | - | SOLE | - | 20046 | 0 | 0 |
MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 609207105 | 13844 | 277324 | SH | - | SOLE | - | 277324 | 0 | 0 |
MONMOUTH REAL ESTATE INV COR | REIT USD.01 | 609720107 | 1969 | 149383 | SH | - | SOLE | - | 149383 | 0 | 0 |
MONOTYPE IMAGING HOLDINGS IN | COMMON STOCK USD.001 | 61022P100 | 450 | 22627 | SH | - | SOLE | - | 22627 | 0 | 0 |
MONSTER BEVERAGE CORP | COMMON STOCK | 61174X109 | 3129 | 57327 | SH | - | SOLE | - | 57327 | 0 | 0 |
MOODY S CORP | COMMON STOCK USD.01 | 615369105 | 6926 | 38245 | SH | - | SOLE | - | 38245 | 0 | 0 |
MOOG INC CLASS A | COMMON STOCK USD1.0 | 615394202 | 1433 | 16485 | SH | - | SOLE | - | 16485 | 0 | 0 |
MORGAN STANLEY | COMMON STOCK USD.01 | 617446448 | 6113 | 144860 | SH | - | SOLE | - | 144860 | 0 | 0 |
MOSAIC CO/THE | COMMON STOCK USD.01 | 61945C103 | 251 | 9175 | SH | - | SOLE | - | 9175 | 0 | 0 |
MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 620076307 | 232 | 1654 | SH | - | SOLE | - | 1654 | 0 | 0 |
MR COOPER GROUP INC | COMMON STOCK USD.01 | 62482R107 | 502 | 52315 | SH | - | SOLE | - | 52315 | 0 | 0 |
MURPHY OIL CORP | COMMON STOCK USD1.0 | 626717102 | 514 | 17541 | SH | - | SOLE | - | 17541 | 0 | 0 |
MURPHY USA INC | COMMON STOCK | 626755102 | 186 | 2175 | SH | - | SOLE | - | 2175 | 0 | 0 |
MYRIAD GENETICS INC | COMMON STOCK USD.01 | 62855J104 | 859 | 25865 | SH | - | SOLE | - | 25865 | 0 | 0 |
NCI BUILDING SYSTEMS INC | COMMON STOCK USD.01 | 628852204 | 858 | 139252 | SH | - | SOLE | - | 139252 | 0 | 0 |
NCR CORPORATION | COMMON STOCK USD.01 | 62886E108 | 328 | 12026 | SH | - | SOLE | - | 12026 | 0 | 0 |
NIC INC | COMMON STOCK | 62914B100 | 1346 | 78740 | SH | - | SOLE | - | 78740 | 0 | 0 |
NMI HOLDINGS INC CLASS A | COMMON STOCK USD.01 | 629209305 | 469 | 18117 | SH | - | SOLE | - | 18117 | 0 | 0 |
NRG ENERGY INC | COMMON STOCK USD.01 | 629377508 | 258 | 6084 | SH | - | SOLE | - | 6084 | 0 | 0 |
NVR INC | COMMON STOCK USD.01 | 62944T105 | 761 | 275 | SH | - | SOLE | - | 275 | 0 | 0 |
NANOMETRICS INC | COMMON STOCK | 630077105 | 1901 | 61572 | SH | - | SOLE | - | 61572 | 0 | 0 |
NASDAQ INC | COMMON STOCK USD.01 | 631103108 | 96 | 1100 | SH | - | SOLE | - | 1100 | 0 | 0 |
NATERA INC | COMMON STOCK USD.0001 | 632307104 | 600 | 29087 | SH | - | SOLE | - | 29087 | 0 | 0 |
NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 635017106 | 577 | 10003 | SH | - | SOLE | - | 10003 | 0 | 0 |
NATIONAL CINEMEDIA INC | COMMON STOCK USD.01 | 635309107 | 347 | 49165 | SH | - | SOLE | - | 49165 | 0 | 0 |
NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 636180101 | 3759 | 61660 | SH | - | SOLE | - | 61660 | 0 | 0 |
NATL HEALTH INVESTORS INC | REIT USD.01 | 63633D104 | 1764 | 22458 | SH | - | SOLE | - | 22458 | 0 | 0 |
NATIONAL INSTRUMENTS CORP | COMMON STOCK USD.01 | 636518102 | 535 | 12064 | SH | - | SOLE | - | 12064 | 0 | 0 |
NATIONAL RETAIL PROPERTIES | REIT USD.01 | 637417106 | 2028 | 36619 | SH | - | SOLE | - | 36619 | 0 | 0 |
NATIONAL STORAGE AFFILIATES | REIT USD.01 | 637870106 | 1250 | 43843 | SH | - | SOLE | - | 43843 | 0 | 0 |
NAVIGATORS GROUP INC | COMMON STOCK USD.1 | 638904102 | 2278 | 32600 | SH | - | SOLE | - | 32600 | 0 | 0 |
NAVIENT CORP | COMMON STOCK USD.01 | 63938C108 | 186 | 16080 | SH | - | SOLE | - | 16080 | 0 | 0 |
NETAPP INC | COMMON STOCK USD.001 | 64110D104 | 4993 | 72001 | SH | - | SOLE | - | 72001 | 0 | 0 |
NETFLIX INC | COMMON STOCK USD.001 | 64110L106 | 14017 | 39313 | SH | - | SOLE | - | 39313 | 0 | 0 |
NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 64115T104 | 219 | 7799 | SH | - | SOLE | - | 7799 | 0 | 0 |
NEW ORIENTAL EDUCATIO SP ADR | ADR USD.01 | 647581107 | 729 | 8090 | SH | - | SOLE | - | 8090 | 0 | 0 |
NEW RESIDENTIAL INVESTMENT | REIT USD.01 | 64828T201 | 2765 | 163536 | SH | - | SOLE | - | 163536 | 0 | 0 |
NEW RELIC INC | COMMON STOCK USD.001 | 64829B100 | 1351 | 13692 | SH | - | SOLE | - | 13692 | 0 | 0 |
NEW YORK COMMUNITY BANCORP | COMMON STOCK USD.01 | 649445103 | 277 | 23900 | SH | - | SOLE | - | 23900 | 0 | 0 |
NEW YORK TIMES CO A | COMMON STOCK USD.1 | 650111107 | 273 | 8300 | SH | - | SOLE | - | 8300 | 0 | 0 |
NEWELL BRANDS INC | COMMON STOCK USD1.0 | 651229106 | 222 | 14492 | SH | - | SOLE | - | 14492 | 0 | 0 |
NEWMARKET CORP | COMMON STOCK | 651587107 | 240 | 554 | SH | - | SOLE | - | 554 | 0 | 0 |
NEWMONT GOLDCORP CORP | COMMON STOCK USD1.6 | 651639106 | 550 | 15368 | SH | - | SOLE | - | 15368 | 0 | 0 |
NEWS CORP CLASS A | COMMON STOCK USD.01 | 65249B109 | 1338 | 107560 | SH | - | SOLE | - | 107560 | 0 | 0 |
NEWS CORP CLASS B | COMMON STOCK | 65249B208 | 1068 | 85496 | SH | - | SOLE | - | 85496 | 0 | 0 |
NEXSTAR MEDIA GROUP INC CL A | COMMON STOCK USD.01 | 65336K103 | 3929 | 36257 | SH | - | SOLE | - | 36257 | 0 | 0 |
NEXTERA ENERGY INC | COMMON STOCK USD.01 | 65339F101 | 3350 | 17327 | SH | - | SOLE | - | 17327 | 0 | 0 |
NEXPOINT RESIDENTIAL | REIT USD.01 | 65341D102 | 689 | 17971 | SH | - | SOLE | - | 17971 | 0 | 0 |
NIKE INC CL B | COMMON STOCK | 654106103 | 12887 | 153036 | SH | - | SOLE | - | 153036 | 0 | 0 |
NORDSON CORP | COMMON STOCK | 655663102 | 545 | 4110 | SH | - | SOLE | - | 4110 | 0 | 0 |
NORDSTROM INC | COMMON STOCK | 655664100 | 70 | 1568 | SH | - | SOLE | - | 1568 | 0 | 0 |
NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 655844108 | 2465 | 13191 | SH | - | SOLE | - | 13191 | 0 | 0 |
NORTHERN TRUST CORP | COMMON STOCK USD1.667 | 665859104 | 1055 | 11674 | SH | - | SOLE | - | 11674 | 0 | 0 |
NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 666807102 | 863 | 3200 | SH | - | SOLE | - | 3200 | 0 | 0 |
NORTHSTAR REALTY EUROPE CORP | REIT USD.01 | 66706L101 | 686 | 39497 | SH | - | SOLE | - | 39497 | 0 | 0 |
NORTHWEST NATURAL HOLDING CO | COMMON STOCK | 66765N105 | 957 | 14580 | SH | - | SOLE | - | 14580 | 0 | 0 |
NORTHWESTERN CORP | COMMON STOCK USD.01 | 668074305 | 341 | 4843 | SH | - | SOLE | - | 4843 | 0 | 0 |
NOW INC | COMMON STOCK USD.01 | 67011P100 | 121 | 8700 | SH | - | SOLE | - | 8700 | 0 | 0 |
NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 67018T105 | 219 | 4578 | SH | - | SOLE | - | 4578 | 0 | 0 |
NUCOR CORP | COMMON STOCK USD.4 | 670346105 | 274 | 4704 | SH | - | SOLE | - | 4704 | 0 | 0 |
NVIDIA CORP | COMMON STOCK USD.001 | 67066G104 | 6516 | 36289 | SH | - | SOLE | - | 36289 | 0 | 0 |
NUVASIVE INC | COMMON STOCK USD.001 | 670704105 | 762 | 13416 | SH | - | SOLE | - | 13416 | 0 | 0 |
OGE ENERGY CORP | COMMON STOCK USD.01 | 670837103 | 795 | 18438 | SH | - | SOLE | - | 18438 | 0 | 0 |
O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 67103H107 | 9525 | 24531 | SH | - | SOLE | - | 24531 | 0 | 0 |
OFG BANCORP | COMMON STOCK USD1.0 | 67103X102 | 1014 | 51224 | SH | - | SOLE | - | 51224 | 0 | 0 |
OAKTREE CAPITAL GROUP LLC | MLP | 674001201 | 7587 | 152800 | SH | - | SOLE | - | 152800 | 0 | 0 |
OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 674599105 | 1581 | 23881 | SH | - | SOLE | - | 23881 | 0 | 0 |
OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 679580100 | 4931 | 34153 | SH | - | SOLE | - | 34153 | 0 | 0 |
OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 680223104 | 435 | 20793 | SH | - | SOLE | - | 20793 | 0 | 0 |
OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 680277100 | 415 | 32925 | SH | - | SOLE | - | 32925 | 0 | 0 |
OLIN CORP | COMMON STOCK USD1.0 | 680665205 | 419 | 18114 | SH | - | SOLE | - | 18114 | 0 | 0 |
OMNICOM GROUP | COMMON STOCK USD.15 | 681919106 | 124 | 1699 | SH | - | SOLE | - | 1699 | 0 | 0 |
OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 681936100 | 964 | 25275 | SH | - | SOLE | - | 25275 | 0 | 0 |
OMNOVA SOLUTIONS INC | COMMON STOCK USD.1 | 682129101 | 472 | 67302 | SH | - | SOLE | - | 67302 | 0 | 0 |
ON SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 682189105 | 1295 | 62932 | SH | - | SOLE | - | 62932 | 0 | 0 |
ONE GAS INC | COMMON STOCK | 68235P108 | 1873 | 21034 | SH | - | SOLE | - | 21034 | 0 | 0 |
ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 682406103 | 1008 | 34744 | SH | - | SOLE | - | 34744 | 0 | 0 |
ORACLE CORP | COMMON STOCK USD.01 | 68389X105 | 4279 | 79677 | SH | - | SOLE | - | 79677 | 0 | 0 |
ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 68554V108 | 613 | 55011 | SH | - | SOLE | - | 55011 | 0 | 0 |
OSHKOSH CORP | COMMON STOCK USD.01 | 688239201 | 5061 | 67368 | SH | - | SOLE | - | 67368 | 0 | 0 |
OWENS MINOR INC | COMMON STOCK USD2.0 | 690732102 | 281 | 68624 | SH | - | SOLE | - | 68624 | 0 | 0 |
OWENS ILLINOIS INC | COMMON STOCK USD.01 | 690768403 | 260 | 13716 | SH | - | SOLE | - | 13716 | 0 | 0 |
PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 69318G106 | 413 | 13249 | SH | - | SOLE | - | 13249 | 0 | 0 |
PDL BIOPHARMA INC | COMMON STOCK USD.01 | 69329Y104 | 1151 | 309526 | SH | - | SOLE | - | 309526 | 0 | 0 |
PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 693475105 | 777 | 6333 | SH | - | SOLE | - | 6333 | 0 | 0 |
PNM RESOURCES INC | COMMON STOCK | 69349H107 | 344 | 7277 | SH | - | SOLE | - | 7277 | 0 | 0 |
PPG INDUSTRIES INC | COMMON STOCK USD1.67 | 693506107 | 6902 | 61146 | SH | - | SOLE | - | 61146 | 0 | 0 |
PPL CORP | COMMON STOCK USD.01 | 69351T106 | 431 | 13566 | SH | - | SOLE | - | 13566 | 0 | 0 |
PRA HEALTH SCIENCES INC | COMMON STOCK USD.01 | 69354M108 | 653 | 5925 | SH | - | SOLE | - | 5925 | 0 | 0 |
PS BUSINESS PARKS INC/CA | REIT USD.01 | 69360J107 | 5928 | 37798 | SH | - | SOLE | - | 37798 | 0 | 0 |
PVH CORP | COMMON STOCK USD1.0 | 693656100 | 1098 | 9002 | SH | - | SOLE | - | 9002 | 0 | 0 |
PTC THERAPEUTICS INC | COMMON STOCK USD.001 | 69366J200 | 442 | 11741 | SH | - | SOLE | - | 11741 | 0 | 0 |
PTC INC | COMMON STOCK USD.01 | 69370C100 | 556 | 6034 | SH | - | SOLE | - | 6034 | 0 | 0 |
PACCAR INC | COMMON STOCK USD1.0 | 693718108 | 5303 | 77825 | SH | - | SOLE | - | 77825 | 0 | 0 |
PACIFIC BIOSCIENCES OF CALIF | COMMON STOCK USD.0001 | 69404D108 | 610 | 84403 | SH | - | SOLE | - | 84403 | 0 | 0 |
PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 695156109 | 12252 | 123288 | SH | - | SOLE | - | 123288 | 0 | 0 |
PACWEST BANCORP | COMMON STOCK | 695263103 | 1580 | 42022 | SH | - | SOLE | - | 42022 | 0 | 0 |
PALO ALTO NETWORKS INC | COMMON STOCK USD.0001 | 697435105 | 578 | 2379 | SH | - | SOLE | - | 2379 | 0 | 0 |
PAMPA ENERGIA SA SPON ADR | ADR | 697660207 | 1083 | 39292 | SH | - | SOLE | - | 39292 | 0 | 0 |
PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 698813102 | 187 | 3532 | SH | - | SOLE | - | 3532 | 0 | 0 |
PAR PACIFIC HOLDINGS INC | COMMON STOCK USD.01 | 69888T207 | 1084 | 60880 | SH | - | SOLE | - | 60880 | 0 | 0 |
PARK NATIONAL CORP | COMMON STOCK | 700658107 | 454 | 4790 | SH | - | SOLE | - | 4790 | 0 | 0 |
PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 701094104 | 8130 | 47371 | SH | - | SOLE | - | 47371 | 0 | 0 |
PARSLEY ENERGY INC CLASS A | COMMON STOCK USD.01 | 701877102 | 217 | 11220 | SH | - | SOLE | - | 11220 | 0 | 0 |
PATTERSON COS INC | COMMON STOCK USD.01 | 703395103 | 209 | 9544 | SH | - | SOLE | - | 9544 | 0 | 0 |
PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 703481101 | 581 | 41444 | SH | - | SOLE | - | 41444 | 0 | 0 |
PAYCHEX INC | COMMON STOCK USD.01 | 704326107 | 1931 | 24072 | SH | - | SOLE | - | 24072 | 0 | 0 |
PAYPAL HOLDINGS INC | COMMON STOCK USD.0001 | 70450Y103 | 5530 | 53253 | SH | - | SOLE | - | 53253 | 0 | 0 |
PEABODY ENERGY CORP | COMMON STOCK | 704551100 | 3932 | 138806 | SH | - | SOLE | - | 138806 | 0 | 0 |
PENN NATIONAL GAMING INC | COMMON STOCK USD.01 | 707569109 | 251 | 12507 | SH | - | SOLE | - | 12507 | 0 | 0 |
J.C. PENNEY CO INC | COMMON STOCK USD.5 | 708160106 | 148 | 99200 | SH | - | SOLE | - | 99200 | 0 | 0 |
PEPSICO INC | COMMON STOCK USD.017 | 713448108 | 13960 | 113913 | SH | - | SOLE | - | 113913 | 0 | 0 |
PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 71377A103 | 1060 | 26731 | SH | - | SOLE | - | 26731 | 0 | 0 |
PERKINELMER INC | COMMON STOCK USD1.0 | 714046109 | 125 | 1300 | SH | - | SOLE | - | 1300 | 0 | 0 |
PERSPECTA INC | COMMON STOCK USD.01 | 715347100 | 231 | 11410 | SH | - | SOLE | - | 11410 | 0 | 0 |
PETMED EXPRESS INC | COMMON STOCK USD.001 | 716382106 | 704 | 30904 | SH | - | SOLE | - | 30904 | 0 | 0 |
PFIZER INC | COMMON STOCK USD.05 | 717081103 | 3089 | 72733 | SH | - | SOLE | - | 72733 | 0 | 0 |
PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 71742Q106 | 534 | 16182 | SH | - | SOLE | - | 16182 | 0 | 0 |
PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 718172109 | 12324 | 139425 | SH | - | SOLE | - | 139425 | 0 | 0 |
PHILLIPS 66 | COMMON STOCK | 718546104 | 6278 | 65962 | SH | - | SOLE | - | 65962 | 0 | 0 |
PHYSICIANS REALTY TRUST | REIT USD.01 | 71943U104 | 2011 | 106895 | SH | - | SOLE | - | 106895 | 0 | 0 |
PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 720190206 | 1145 | 54910 | SH | - | SOLE | - | 54910 | 0 | 0 |
PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 72346Q104 | 468 | 8552 | SH | - | SOLE | - | 8552 | 0 | 0 |
PINNACLE WEST CAPITAL | COMMON STOCK | 723484101 | 246 | 2570 | SH | - | SOLE | - | 2570 | 0 | 0 |
PIONEER NATURAL RESOURCES CO | COMMON STOCK USD.01 | 723787107 | 1016 | 6669 | SH | - | SOLE | - | 6669 | 0 | 0 |
PITNEY BOWES INC | COMMON STOCK USD1.0 | 724479100 | 97 | 14118 | SH | - | SOLE | - | 14118 | 0 | 0 |
PLANTRONICS INC | COMMON STOCK USD.01 | 727493108 | 567 | 12297 | SH | - | SOLE | - | 12297 | 0 | 0 |
POLYONE CORPORATION | COMMON STOCK USD.01 | 73179P106 | 994 | 33916 | SH | - | SOLE | - | 33916 | 0 | 0 |
POOL CORP | COMMON STOCK USD.001 | 73278L105 | 554 | 3356 | SH | - | SOLE | - | 3356 | 0 | 0 |
POPULAR INC | COMMON STOCK USD.01 | 733174700 | 1191 | 22853 | SH | - | SOLE | - | 22853 | 0 | 0 |
POST HOLDINGS INC | COMMON STOCK USD.01 | 737446104 | 2549 | 23297 | SH | - | SOLE | - | 23297 | 0 | 0 |
POTLATCHDELTIC CORP | REIT USD1.0 | 737630103 | 285 | 7547 | SH | - | SOLE | - | 7547 | 0 | 0 |
PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 74112D101 | 2050 | 68555 | SH | - | SOLE | - | 68555 | 0 | 0 |
T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 74144T108 | 319 | 3185 | SH | - | SOLE | - | 3185 | 0 | 0 |
PRIMERICA INC | COMMON STOCK | 74164M108 | 4103 | 33587 | SH | - | SOLE | - | 33587 | 0 | 0 |
PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 74251V102 | 335 | 6684 | SH | - | SOLE | - | 6684 | 0 | 0 |
PROCTER GAMBLE CO/THE | COMMON STOCK | 742718109 | 23873 | 229440 | SH | - | SOLE | - | 229440 | 0 | 0 |
PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 743312100 | 1178 | 26549 | SH | - | SOLE | - | 26549 | 0 | 0 |
PROGRESSIVE CORP | COMMON STOCK USD1.0 | 743315103 | 6364 | 88285 | SH | - | SOLE | - | 88285 | 0 | 0 |
PROLOGIS INC | REIT USD.01 | 74340W103 | 8978 | 124781 | SH | - | SOLE | - | 124781 | 0 | 0 |
PROOFPOINT INC | COMMON STOCK USD.0001 | 743424103 | 262 | 2157 | SH | - | SOLE | - | 2157 | 0 | 0 |
PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 743606105 | 456 | 6607 | SH | - | SOLE | - | 6607 | 0 | 0 |
PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 744320102 | 11366 | 123708 | SH | - | SOLE | - | 123708 | 0 | 0 |
PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 744573106 | 405 | 6822 | SH | - | SOLE | - | 6822 | 0 | 0 |
PUBLIC STORAGE | REIT USD.1 | 74460D109 | 7200 | 33060 | SH | - | SOLE | - | 33060 | 0 | 0 |
PULTEGROUP INC | COMMON STOCK USD.01 | 745867101 | 3494 | 124970 | SH | - | SOLE | - | 124970 | 0 | 0 |
QEP RESOURCES INC | COMMON STOCK USD.01 | 74733V100 | 135 | 17307 | SH | - | SOLE | - | 17307 | 0 | 0 |
QORVO INC | COMMON STOCK USD.0001 | 74736K101 | 209 | 2917 | SH | - | SOLE | - | 2917 | 0 | 0 |
QUALCOMM INC | COMMON STOCK USD.0001 | 747525103 | 1945 | 34105 | SH | - | SOLE | - | 34105 | 0 | 0 |
QUALYS INC | COMMON STOCK USD.001 | 74758T303 | 2813 | 33999 | SH | - | SOLE | - | 33999 | 0 | 0 |
QUANTA SERVICES INC | COMMON STOCK USD.00001 | 74762E102 | 617 | 16347 | SH | - | SOLE | - | 16347 | 0 | 0 |
QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 74834L100 | 157 | 1741 | SH | - | SOLE | - | 1741 | 0 | 0 |
QUIDEL CORP | COMMON STOCK USD.001 | 74838J101 | 461 | 7045 | SH | - | SOLE | - | 7045 | 0 | 0 |
RH | COMMON STOCK USD.0001 | 74967X103 | 362 | 3514 | SH | - | SOLE | - | 3514 | 0 | 0 |
RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 749685103 | 618 | 10654 | SH | - | SOLE | - | 10654 | 0 | 0 |
RADIAN GROUP INC | COMMON STOCK USD.001 | 750236101 | 4776 | 230267 | SH | - | SOLE | - | 230267 | 0 | 0 |
RADIANT LOGISTICS INC | COMMON STOCK USD.001 | 75025X100 | 694 | 110152 | SH | - | SOLE | - | 110152 | 0 | 0 |
RALPH LAUREN CORP | COMMON STOCK USD.01 | 751212101 | 1468 | 11319 | SH | - | SOLE | - | 11319 | 0 | 0 |
RANGE RESOURCES CORP | COMMON STOCK USD.01 | 75281A109 | 261 | 23177 | SH | - | SOLE | - | 23177 | 0 | 0 |
RAPID7 INC | COMMON STOCK USD.01 | 753422104 | 692 | 13672 | SH | - | SOLE | - | 13672 | 0 | 0 |
RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 754730109 | 82 | 1017 | SH | - | SOLE | - | 1017 | 0 | 0 |
RAYONIER INC | REIT | 754907103 | 363 | 11527 | SH | - | SOLE | - | 11527 | 0 | 0 |
RAYTHEON COMPANY | COMMON STOCK USD.01 | 755111507 | 9011 | 49491 | SH | - | SOLE | - | 49491 | 0 | 0 |
REALOGY HOLDINGS CORP | COMMON STOCK USD.01 | 75605Y106 | 147 | 12858 | SH | - | SOLE | - | 12858 | 0 | 0 |
REALTY INCOME CORP | REIT USD1.0 | 756109104 | 3241 | 44053 | SH | - | SOLE | - | 44053 | 0 | 0 |
REATA PHARMACEUTICALS INC A | COMMON STOCK USD.001 | 75615P103 | 372 | 4350 | SH | - | SOLE | - | 4350 | 0 | 0 |
RED HAT INC | COMMON STOCK USD.0001 | 756577102 | 4246 | 23241 | SH | - | SOLE | - | 23241 | 0 | 0 |
REGAL BELOIT CORP | COMMON STOCK USD.01 | 758750103 | 271 | 3314 | SH | - | SOLE | - | 3314 | 0 | 0 |
REGENCY CENTERS CORP | REIT USD.01 | 758849103 | 4624 | 68519 | SH | - | SOLE | - | 68519 | 0 | 0 |
REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 75886F107 | 538 | 1311 | SH | - | SOLE | - | 1311 | 0 | 0 |
REGENXBIO INC | COMMON STOCK USD.0001 | 75901B107 | 1032 | 18003 | SH | - | SOLE | - | 18003 | 0 | 0 |
REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 7591EP100 | 5552 | 392349 | SH | - | SOLE | - | 392349 | 0 | 0 |
REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 759351604 | 692 | 4873 | SH | - | SOLE | - | 4873 | 0 | 0 |
RELIANCE STEEL ALUMINUM | COMMON STOCK | 759509102 | 5883 | 65173 | SH | - | SOLE | - | 65173 | 0 | 0 |
RENEWABLE ENERGY GROUP INC | COMMON STOCK USD.0001 | 75972A301 | 341 | 15525 | SH | - | SOLE | - | 15525 | 0 | 0 |
RENT A CENTER INC | COMMON STOCK USD.01 | 76009N100 | 432 | 20708 | SH | - | SOLE | - | 20708 | 0 | 0 |
REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 760759100 | 3369 | 41918 | SH | - | SOLE | - | 41918 | 0 | 0 |
RESMED INC | COMMON STOCK USD.004 | 761152107 | 1317 | 12664 | SH | - | SOLE | - | 12664 | 0 | 0 |
RESIDEO TECHNOLOGIES INC | COMMON STOCK USD.001 | 76118Y104 | 215 | 11163 | SH | - | SOLE | - | 11163 | 0 | 0 |
RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 76131N101 | 669 | 38608 | SH | - | SOLE | - | 38608 | 0 | 0 |
RETAIL PROPERTIES OF AME A | REIT USD.001 | 76131V202 | 786 | 64442 | SH | - | SOLE | - | 64442 | 0 | 0 |
REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 76169C100 | 5451 | 152231 | SH | - | SOLE | - | 152231 | 0 | 0 |
RITE AID CORP | COMMON STOCK USD1.0 | 767754104 | 300 | 472537 | SH | - | SOLE | - | 472537 | 0 | 0 |
ROBERT HALF INTL INC | COMMON STOCK USD.001 | 770323103 | 1462 | 22438 | SH | - | SOLE | - | 22438 | 0 | 0 |
ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 773903109 | 2319 | 13216 | SH | - | SOLE | - | 13216 | 0 | 0 |
ROLLINS INC | COMMON STOCK USD1.0 | 775711104 | 821 | 19727 | SH | - | SOLE | - | 19727 | 0 | 0 |
ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 776696106 | 7000 | 20471 | SH | - | SOLE | - | 20471 | 0 | 0 |
ROSS STORES INC | COMMON STOCK USD.01 | 778296103 | 7184 | 77162 | SH | - | SOLE | - | 77162 | 0 | 0 |
ROYAL GOLD INC | COMMON STOCK USD.01 | 780287108 | 453 | 4978 | SH | - | SOLE | - | 4978 | 0 | 0 |
RUDOLPH TECHNOLOGIES INC | COMMON STOCK USD.001 | 781270103 | 1103 | 48356 | SH | - | SOLE | - | 48356 | 0 | 0 |
RUTH S HOSPITALITY GROUP INC | COMMON STOCK USD.01 | 783332109 | 1717 | 67110 | SH | - | SOLE | - | 67110 | 0 | 0 |
RYDER SYSTEM INC | COMMON STOCK USD.5 | 783549108 | 90 | 1449 | SH | - | SOLE | - | 1449 | 0 | 0 |
RYERSON HOLDING CORP | COMMON STOCK USD.01 | 783754104 | 680 | 79488 | SH | - | SOLE | - | 79488 | 0 | 0 |
RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 78377T107 | 2025 | 24628 | SH | - | SOLE | - | 24628 | 0 | 0 |
SP GLOBAL INC | COMMON STOCK USD1.0 | 78409V104 | 9271 | 44031 | SH | - | SOLE | - | 44031 | 0 | 0 |
SBA COMMUNICATIONS CORP | REIT USD.01 | 78410G104 | 329 | 1647 | SH | - | SOLE | - | 1647 | 0 | 0 |
SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 784117103 | 2121 | 40596 | SH | - | SOLE | - | 40596 | 0 | 0 |
SL GREEN REALTY CORP | REIT USD.01 | 78440X101 | 3002 | 33390 | SH | - | SOLE | - | 33390 | 0 | 0 |
SLM CORP | COMMON STOCK USD.2 | 78442P106 | 357 | 36035 | SH | - | SOLE | - | 36035 | 0 | 0 |
SM ENERGY CO | COMMON STOCK USD.01 | 78454L100 | 207 | 11849 | SH | - | SOLE | - | 11849 | 0 | 0 |
SPS COMMERCE INC | COMMON STOCK USD.001 | 78463M107 | 1696 | 15994 | SH | - | SOLE | - | 15994 | 0 | 0 |
SSC TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 78467J100 | 3148 | 49429 | SH | - | SOLE | - | 49429 | 0 | 0 |
SABRA HEALTH CARE REIT INC | REIT USD.01 | 78573L106 | 259 | 13318 | SH | - | SOLE | - | 13318 | 0 | 0 |
SABRE CORP | COMMON STOCK USD.01 | 78573M104 | 454 | 21237 | SH | - | SOLE | - | 21237 | 0 | 0 |
SAEXPLORATION HOLDINGS INC | COMMON STOCK USD.0001 | 78636X873 | 1999 | 589637 | SH | - | SOLE | - | 589637 | 0 | 0 |
SAILPOINT TECHNOLOGIES HOLDI | COMMON STOCK USD.0001 | 78781P105 | 446 | 15532 | SH | - | SOLE | - | 15532 | 0 | 0 |
SALESFORCE.COM INC | COMMON STOCK USD.001 | 79466L302 | 11906 | 75176 | SH | - | SOLE | - | 75176 | 0 | 0 |
SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 79546E104 | 215 | 11664 | SH | - | SOLE | - | 11664 | 0 | 0 |
SANDERSON FARMS INC | COMMON STOCK USD1.0 | 800013104 | 171 | 1300 | SH | - | SOLE | - | 1300 | 0 | 0 |
SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 80007P869 | 679 | 84603 | SH | - | SOLE | - | 84603 | 0 | 0 |
SANTANDER CONSUMER USA HOLDI | COMMON STOCK USD.01 | 80283M101 | 496 | 23474 | SH | - | SOLE | - | 23474 | 0 | 0 |
SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 803607100 | 863 | 7241 | SH | - | SOLE | - | 7241 | 0 | 0 |
SAUL CENTERS INC | REIT USD.01 | 804395101 | 435 | 8464 | SH | - | SOLE | - | 8464 | 0 | 0 |
HENRY SCHEIN INC | COMMON STOCK USD.01 | 806407102 | 118 | 1966 | SH | - | SOLE | - | 1966 | 0 | 0 |
SCHLUMBERGER LTD | COMMON STOCK USD.01 | 806857108 | 10581 | 242840 | SH | - | SOLE | - | 242840 | 0 | 0 |
SCHNITZER STEEL INDS INC A | COMMON STOCK USD1.0 | 806882106 | 604 | 25166 | SH | - | SOLE | - | 25166 | 0 | 0 |
SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 808513105 | 798 | 18656 | SH | - | SOLE | - | 18656 | 0 | 0 |
SCIENCE APPLICATIONS INTE | COMMON STOCK USD.0001 | 808625107 | 1410 | 18323 | SH | - | SOLE | - | 18323 | 0 | 0 |
SCIENTIFIC GAMES CORP | COMMON STOCK USD.001 | 80874P109 | 106 | 5200 | SH | - | SOLE | - | 5200 | 0 | 0 |
SCOTTS MIRACLE GRO CO | COMMON STOCK USD.01 | 810186106 | 141 | 1800 | SH | - | SOLE | - | 1800 | 0 | 0 |
SEA LTD ADR | ADR | 81141R100 | 557 | 23700 | SH | - | SOLE | - | 23700 | 0 | 0 |
SEALED AIR CORP | COMMON STOCK USD.1 | 81211K100 | 220 | 4787 | SH | - | SOLE | - | 4787 | 0 | 0 |
SEATTLE GENETICS INC | COMMON STOCK USD.001 | 812578102 | 234 | 3201 | SH | - | SOLE | - | 3201 | 0 | 0 |
MATERIALS SELECT SECTOR SPDR F | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 12496 | 225156 | SH | - | SOLE | - | 225156 | 0 | 0 |
SECUREWORKS CORP A | COMMON STOCK USD.01 | 81374A105 | 659 | 35841 | SH | - | SOLE | - | 35841 | 0 | 0 |
SEMPRA ENERGY | COMMON STOCK | 816851109 | 1195 | 9494 | SH | - | SOLE | - | 9494 | 0 | 0 |
SENIOR HOUSING PROP TRUST | REIT USD.01 | 81721M109 | 281 | 23875 | SH | - | SOLE | - | 23875 | 0 | 0 |
SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 81725T100 | 138 | 2040 | SH | - | SOLE | - | 2040 | 0 | 0 |
SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 817565104 | 2165 | 53932 | SH | - | SOLE | - | 53932 | 0 | 0 |
SERVICENOW INC | COMMON STOCK USD.001 | 81762P102 | 1035 | 4199 | SH | - | SOLE | - | 4199 | 0 | 0 |
SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 82312B106 | 498 | 11232 | SH | - | SOLE | - | 11232 | 0 | 0 |
SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 824348106 | 9631 | 22360 | SH | - | SOLE | - | 22360 | 0 | 0 |
SHOE CARNIVAL INC | COMMON STOCK USD.01 | 824889109 | 466 | 13688 | SH | - | SOLE | - | 13688 | 0 | 0 |
SIGNATURE BANK | COMMON STOCK USD.01 | 82669G104 | 638 | 4978 | SH | - | SOLE | - | 4978 | 0 | 0 |
SILGAN HOLDINGS INC | COMMON STOCK USD.01 | 827048109 | 173 | 5834 | SH | - | SOLE | - | 5834 | 0 | 0 |
SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 828730200 | 1085 | 44336 | SH | - | SOLE | - | 44336 | 0 | 0 |
SIMON PROPERTY GROUP INC | REIT USD.0001 | 828806109 | 11204 | 61488 | SH | - | SOLE | - | 61488 | 0 | 0 |
SINCLAIR BROADCAST GROUP A | COMMON STOCK USD.01 | 829226109 | 497 | 12926 | SH | - | SOLE | - | 12926 | 0 | 0 |
SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK | 83001A102 | 1943 | 39362 | SH | - | SOLE | - | 39362 | 0 | 0 |
SKECHERS USA INC CL A | COMMON STOCK USD.001 | 830566105 | 333 | 9900 | SH | - | SOLE | - | 9900 | 0 | 0 |
SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 83088M102 | 329 | 3985 | SH | - | SOLE | - | 3985 | 0 | 0 |
SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 831865209 | 22251 | 417303 | SH | - | SOLE | - | 417303 | 0 | 0 |
JM SMUCKER CO/THE | COMMON STOCK | 832696405 | 1035 | 8888 | SH | - | SOLE | - | 8888 | 0 | 0 |
SNAP ON INC | COMMON STOCK USD1.0 | 833034101 | 2492 | 15920 | SH | - | SOLE | - | 15920 | 0 | 0 |
SONOCO PRODUCTS CO | COMMON STOCK | 835495102 | 361 | 5860 | SH | - | SOLE | - | 5860 | 0 | 0 |
SOTHEBY S | COMMON STOCK USD.01 | 835898107 | 155 | 4118 | SH | - | SOLE | - | 4118 | 0 | 0 |
SOUTHERN CO/THE | COMMON STOCK USD5.0 | 842587107 | 2270 | 43922 | SH | - | SOLE | - | 43922 | 0 | 0 |
SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 844741108 | 4235 | 81581 | SH | - | SOLE | - | 81581 | 0 | 0 |
SOUTHWEST GAS HOLDINGS INC | COMMON STOCK USD1.0 | 844895102 | 485 | 5901 | SH | - | SOLE | - | 5901 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COMMON STOCK USD.01 | 845467109 | 704 | 150085 | SH | - | SOLE | - | 150085 | 0 | 0 |
SPARK ENERGY INC CLASS A | COMMON STOCK USD.01 | 846511103 | 123 | 13767 | SH | - | SOLE | - | 13767 | 0 | 0 |
SPARK THERAPEUTICS INC | COMMON STOCK USD.001 | 84652J103 | 717 | 6300 | SH | - | SOLE | - | 6300 | 0 | 0 |
SPIRE INC | COMMON STOCK USD1.0 | 84857L101 | 255 | 3100 | SH | - | SOLE | - | 3100 | 0 | 0 |
SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 848574109 | 6856 | 74900 | SH | - | SOLE | - | 74900 | 0 | 0 |
SPIRIT AIRLINES INC | COMMON STOCK USD.0001 | 848577102 | 435 | 8235 | SH | - | SOLE | - | 8235 | 0 | 0 |
SPLUNK INC | COMMON STOCK USD.001 | 848637104 | 707 | 5671 | SH | - | SOLE | - | 5671 | 0 | 0 |
SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 85208M102 | 219 | 10174 | SH | - | SOLE | - | 10174 | 0 | 0 |
SQUARE INC A | COMMON STOCK USD.000001 | 852234103 | 588 | 7842 | SH | - | SOLE | - | 7842 | 0 | 0 |
STAMPS.COM INC | COMMON STOCK USD.001 | 852857200 | 352 | 4318 | SH | - | SOLE | - | 4318 | 0 | 0 |
STANLEY BLACK DECKER INC | COMMON STOCK USD2.5 | 854502101 | 449 | 3300 | SH | - | SOLE | - | 3300 | 0 | 0 |
STARBUCKS CORP | COMMON STOCK USD.001 | 855244109 | 4300 | 57840 | SH | - | SOLE | - | 57840 | 0 | 0 |
STATE STREET CORP | COMMON STOCK USD1.0 | 857477103 | 432 | 6564 | SH | - | SOLE | - | 6564 | 0 | 0 |
STEEL DYNAMICS INC | COMMON STOCK USD.005 | 858119100 | 5280 | 149700 | SH | - | SOLE | - | 149700 | 0 | 0 |
STERICYCLE INC | COMMON STOCK USD.01 | 858912108 | 94 | 1719 | SH | - | SOLE | - | 1719 | 0 | 0 |
STERLING BANCORP/DE | COMMON STOCK USD.01 | 85917A100 | 173 | 9300 | SH | - | SOLE | - | 9300 | 0 | 0 |
STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 860372101 | 1942 | 45500 | SH | - | SOLE | - | 45500 | 0 | 0 |
STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 860630102 | 355 | 6723 | SH | - | SOLE | - | 6723 | 0 | 0 |
STORE CAPITAL CORP | REIT USD.01 | 862121100 | 2225 | 66425 | SH | - | SOLE | - | 66425 | 0 | 0 |
STRYKER CORP | COMMON STOCK USD.1 | 863667101 | 6787 | 34360 | SH | - | SOLE | - | 34360 | 0 | 0 |
SUMMIT HOTEL PROPERTIES INC | REIT | 866082100 | 379 | 33233 | SH | - | SOLE | - | 33233 | 0 | 0 |
SUN COMMUNITIES INC | REIT USD.01 | 866674104 | 2675 | 22571 | SH | - | SOLE | - | 22571 | 0 | 0 |
SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 86722A103 | 1208 | 142238 | SH | - | SOLE | - | 142238 | 0 | 0 |
SUNTRUST BANKS INC | COMMON STOCK USD1.0 | 867914103 | 2851 | 48114 | SH | - | SOLE | - | 48114 | 0 | 0 |
SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 868459108 | 1321 | 37694 | SH | - | SOLE | - | 37694 | 0 | 0 |
SYMANTEC CORP | COMMON STOCK USD.01 | 871503108 | 222 | 9642 | SH | - | SOLE | - | 9642 | 0 | 0 |
SYNAPTICS INC | COMMON STOCK USD.001 | 87157D109 | 161 | 4051 | SH | - | SOLE | - | 4051 | 0 | 0 |
SYNOPSYS INC | COMMON STOCK USD.01 | 871607107 | 934 | 8115 | SH | - | SOLE | - | 8115 | 0 | 0 |
SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 87165B103 | 6117 | 191744 | SH | - | SOLE | - | 191744 | 0 | 0 |
SYNEOS HEALTH INC | COMMON STOCK USD.01 | 87166B102 | 2050 | 39606 | SH | - | SOLE | - | 39606 | 0 | 0 |
SYSCO CORP | COMMON STOCK USD1.0 | 871829107 | 406 | 6078 | SH | - | SOLE | - | 6078 | 0 | 0 |
TCF FINANCIAL CORP | COMMON STOCK USD.01 | 872275102 | 521 | 25200 | SH | - | SOLE | - | 25200 | 0 | 0 |
TJX COMPANIES INC | COMMON STOCK USD1.0 | 872540109 | 16881 | 317259 | SH | - | SOLE | - | 317259 | 0 | 0 |
TRI POINTE GROUP INC | COMMON STOCK USD.01 | 87265H109 | 53 | 4200 | SH | - | SOLE | - | 4200 | 0 | 0 |
TABLEAU SOFTWARE INC CL A | COMMON STOCK USD.0001 | 87336U105 | 794 | 6236 | SH | - | SOLE | - | 6236 | 0 | 0 |
TAIWAN SEMICONDUCTOR SP ADR | ADR | 874039100 | 25848 | 631057 | SH | - | SOLE | - | 631057 | 0 | 0 |
TAL EDUCATION GROUP ADR | ADR | 874080104 | 688 | 19058 | SH | - | SOLE | - | 19058 | 0 | 0 |
TANDEM DIABETES CARE INC | COMMON STOCK | 875372203 | 1371 | 21586 | SH | - | SOLE | - | 21586 | 0 | 0 |
TANGER FACTORY OUTLET CENTER | REIT USD.01 | 875465106 | 162 | 7706 | SH | - | SOLE | - | 7706 | 0 | 0 |
TAPESTRY INC | COMMON STOCK USD.01 | 876030107 | 152 | 4687 | SH | - | SOLE | - | 4687 | 0 | 0 |
TARGET CORP | COMMON STOCK USD.0833 | 87612E106 | 1782 | 22207 | SH | - | SOLE | - | 22207 | 0 | 0 |
TAUBMAN CENTERS INC | REIT USD.01 | 876664103 | 1936 | 36613 | SH | - | SOLE | - | 36613 | 0 | 0 |
TECH DATA CORP | COMMON STOCK USD.0015 | 878237106 | 2054 | 20058 | SH | - | SOLE | - | 20058 | 0 | 0 |
TEGNA INC | COMMON STOCK USD1.0 | 87901J105 | 216 | 15307 | SH | - | SOLE | - | 15307 | 0 | 0 |
TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 879360105 | 3112 | 13132 | SH | - | SOLE | - | 13132 | 0 | 0 |
TELEFLEX INC | COMMON STOCK USD1.0 | 879369106 | 302 | 1000 | SH | - | SOLE | - | 1000 | 0 | 0 |
TELEPHONE AND DATA SYSTEMS | COMMON STOCK USD.01 | 879433829 | 197 | 6416 | SH | - | SOLE | - | 6416 | 0 | 0 |
TEMPUR SEALY INTERNATIONAL I | COMMON STOCK USD.01 | 88023U101 | 277 | 4805 | SH | - | SOLE | - | 4805 | 0 | 0 |
TENABLE HOLDINGS INC | COMMON STOCK USD.01 | 88025T102 | 748 | 23625 | SH | - | SOLE | - | 23625 | 0 | 0 |
TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 88033G407 | 1576 | 54660 | SH | - | SOLE | - | 54660 | 0 | 0 |
TENNECO INC CLASS A | COMMON STOCK USD.01 | 880349105 | 321 | 14472 | SH | - | SOLE | - | 14472 | 0 | 0 |
TERADATA CORP | COMMON STOCK USD.01 | 88076W103 | 429 | 9835 | SH | - | SOLE | - | 9835 | 0 | 0 |
TERADYNE INC | COMMON STOCK USD.125 | 880770102 | 644 | 16159 | SH | - | SOLE | - | 16159 | 0 | 0 |
TEREX CORP | COMMON STOCK USD.01 | 880779103 | 120 | 3735 | SH | - | SOLE | - | 3735 | 0 | 0 |
TERNIUM SA SPONSORED ADR | ADR USD1.0 | 880890108 | 9237 | 339328 | SH | - | SOLE | - | 339328 | 0 | 0 |
TERRENO REALTY CORP | REIT USD.01 | 88146M101 | 4286 | 101946 | SH | - | SOLE | - | 101946 | 0 | 0 |
TETRA TECH INC | COMMON STOCK USD.01 | 88162G103 | 683 | 11460 | SH | - | SOLE | - | 11460 | 0 | 0 |
TEXAS CAPITAL BANCSHARES INC | COMMON STOCK USD.01 | 88224Q107 | 311 | 5699 | SH | - | SOLE | - | 5699 | 0 | 0 |
TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 882508104 | 14680 | 138399 | SH | - | SOLE | - | 138399 | 0 | 0 |
TEXAS ROADHOUSE INC | COMMON STOCK USD.001 | 882681109 | 407 | 6537 | SH | - | SOLE | - | 6537 | 0 | 0 |
TEXTRON INC | COMMON STOCK USD.125 | 883203101 | 312 | 6150 | SH | - | SOLE | - | 6150 | 0 | 0 |
THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 883556102 | 7333 | 26789 | SH | - | SOLE | - | 26789 | 0 | 0 |
THOR INDUSTRIES INC | COMMON STOCK USD.1 | 885160101 | 3005 | 48176 | SH | - | SOLE | - | 48176 | 0 | 0 |
3M CO | COMMON STOCK USD.01 | 88579Y101 | 1956 | 9413 | SH | - | SOLE | - | 9413 | 0 | 0 |
TIMKEN CO | COMMON STOCK | 887389104 | 1680 | 38515 | SH | - | SOLE | - | 38515 | 0 | 0 |
TITAN MACHINERY INC | COMMON STOCK USD.00001 | 88830R101 | 267 | 17188 | SH | - | SOLE | - | 17188 | 0 | 0 |
TOLL BROTHERS INC | COMMON STOCK USD.01 | 889478103 | 2434 | 67235 | SH | - | SOLE | - | 67235 | 0 | 0 |
TORO CO | COMMON STOCK USD1.0 | 891092108 | 628 | 9116 | SH | - | SOLE | - | 9116 | 0 | 0 |
TOTAL SYSTEM SERVICES INC | COMMON STOCK USD.1 | 891906109 | 113 | 1185 | SH | - | SOLE | - | 1185 | 0 | 0 |
TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 892356106 | 184 | 1882 | SH | - | SOLE | - | 1882 | 0 | 0 |
TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 893641100 | 13907 | 30632 | SH | - | SOLE | - | 30632 | 0 | 0 |
TRAVELERS COS INC/THE | COMMON STOCK | 89417E109 | 388 | 2831 | SH | - | SOLE | - | 2831 | 0 | 0 |
TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 89469A104 | 320 | 4960 | SH | - | SOLE | - | 4960 | 0 | 0 |
TRIMBLE INC | COMMON STOCK | 896239100 | 1370 | 33920 | SH | - | SOLE | - | 33920 | 0 | 0 |
TRINET GROUP INC | COMMON STOCK USD.000025 | 896288107 | 1347 | 22540 | SH | - | SOLE | - | 22540 | 0 | 0 |
TRINITY INDUSTRIES INC | COMMON STOCK USD.01 | 896522109 | 148 | 6788 | SH | - | SOLE | - | 6788 | 0 | 0 |
TRIPLE S MANAGEMENT CORP B | COMMON STOCK USD1.0 | 896749108 | 357 | 15643 | SH | - | SOLE | - | 15643 | 0 | 0 |
TRIPADVISOR INC | COMMON STOCK USD.001 | 896945201 | 210 | 4074 | SH | - | SOLE | - | 4074 | 0 | 0 |
TRUSTMARK CORP | COMMON STOCK | 898402102 | 111 | 3296 | SH | - | SOLE | - | 3296 | 0 | 0 |
TUPPERWARE BRANDS CORP | COMMON STOCK USD.01 | 899896104 | 147 | 5764 | SH | - | SOLE | - | 5764 | 0 | 0 |
TWITTER INC | COMMON STOCK USD.000005 | 90184L102 | 485 | 14750 | SH | - | SOLE | - | 14750 | 0 | 0 |
II VI INC | COMMON STOCK | 902104108 | 558 | 14994 | SH | - | SOLE | - | 14994 | 0 | 0 |
TYLER TECHNOLOGIES INC | COMMON STOCK USD.01 | 902252105 | 712 | 3481 | SH | - | SOLE | - | 3481 | 0 | 0 |
TYSON FOODS INC CL A | COMMON STOCK USD.1 | 902494103 | 2015 | 29016 | SH | - | SOLE | - | 29016 | 0 | 0 |
UDR INC | REIT USD.01 | 902653104 | 1729 | 38029 | SH | - | SOLE | - | 38029 | 0 | 0 |
UGI CORP | COMMON STOCK | 902681105 | 4137 | 74644 | SH | - | SOLE | - | 74644 | 0 | 0 |
UMB FINANCIAL CORP | COMMON STOCK USD1.0 | 902788108 | 225 | 3516 | SH | - | SOLE | - | 3516 | 0 | 0 |
US BANCORP | COMMON STOCK USD.01 | 902973304 | 3993 | 82862 | SH | - | SOLE | - | 82862 | 0 | 0 |
USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 90328M107 | 1473 | 17558 | SH | - | SOLE | - | 17558 | 0 | 0 |
USG CORP | COMMON STOCK USD.1 | 903293405 | 3031 | 70000 | SH | - | SOLE | - | 70000 | 0 | 0 |
US CONCRETE INC | COMMON STOCK USD.001 | 90333L201 | 14160 | 341868 | SH | - | SOLE | - | 341868 | 0 | 0 |
ULTA BEAUTY INC | COMMON STOCK USD.01 | 90384S303 | 348 | 997 | SH | - | SOLE | - | 997 | 0 | 0 |
ULTIMATE SOFTWARE GROUP INC | COMMON STOCK USD.01 | 90385D107 | 5230 | 15841 | SH | - | SOLE | - | 15841 | 0 | 0 |
UMPQUA HOLDINGS CORP | COMMON STOCK | 904214103 | 344 | 20840 | SH | - | SOLE | - | 20840 | 0 | 0 |
UNIFIRST CORP/MA | COMMON STOCK USD.1 | 904708104 | 1694 | 11036 | SH | - | SOLE | - | 11036 | 0 | 0 |
UNION PACIFIC CORP | COMMON STOCK USD2.5 | 907818108 | 19714 | 117906 | SH | - | SOLE | - | 117906 | 0 | 0 |
UNITED COMMUNITY FINANCIAL | COMMON STOCK | 909839102 | 664 | 71053 | SH | - | SOLE | - | 71053 | 0 | 0 |
UNITED COMMUNITY BANKS/GA | COMMON STOCK USD1.0 | 90984P303 | 430 | 17267 | SH | - | SOLE | - | 17267 | 0 | 0 |
UNITED BANKSHARES INC | COMMON STOCK USD2.5 | 909907107 | 317 | 8735 | SH | - | SOLE | - | 8735 | 0 | 0 |
UNITED CONTINENTAL HOLDINGS | COMMON STOCK USD.01 | 910047109 | 170 | 2128 | SH | - | SOLE | - | 2128 | 0 | 0 |
UNITED PARCEL SERVICE CL B | COMMON STOCK USD.01 | 911312106 | 1251 | 11200 | SH | - | SOLE | - | 11200 | 0 | 0 |
UNITED RENTALS INC | COMMON STOCK USD.01 | 911363109 | 668 | 5850 | SH | - | SOLE | - | 5850 | 0 | 0 |
US FOODS HOLDING CORP | COMMON STOCK USD.01 | 912008109 | 3340 | 95676 | SH | - | SOLE | - | 95676 | 0 | 0 |
UNITED STATES STEEL CORP | COMMON STOCK USD1.0 | 912909108 | 210 | 10795 | SH | - | SOLE | - | 10795 | 0 | 0 |
UNITED TECHNOLOGIES CORP | COMMON STOCK USD1.0 | 913017109 | 13494 | 104694 | SH | - | SOLE | - | 104694 | 0 | 0 |
UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 91307C102 | 792 | 6747 | SH | - | SOLE | - | 6747 | 0 | 0 |
UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 91324P102 | 38883 | 157255 | SH | - | SOLE | - | 157255 | 0 | 0 |
UNITI GROUP INC | REIT USD.0001 | 91325V108 | 164 | 14616 | SH | - | SOLE | - | 14616 | 0 | 0 |
UNIVAR INC | COMMON STOCK USD.01 | 91336L107 | 4646 | 209651 | SH | - | SOLE | - | 209651 | 0 | 0 |
UNIVERSAL DISPLAY CORP | COMMON STOCK USD.01 | 91347P105 | 535 | 3500 | SH | - | SOLE | - | 3500 | 0 | 0 |
UNIVERSAL INSURANCE HOLDINGS | COMMON STOCK USD.01 | 91359V107 | 375 | 12106 | SH | - | SOLE | - | 12106 | 0 | 0 |
UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 913903100 | 2249 | 16809 | SH | - | SOLE | - | 16809 | 0 | 0 |
UNUM GROUP | COMMON STOCK USD.1 | 91529Y106 | 1125 | 33250 | SH | - | SOLE | - | 33250 | 0 | 0 |
URBAN EDGE PROPERTIES | REIT USD.01 | 91704F104 | 203 | 10680 | SH | - | SOLE | - | 10680 | 0 | 0 |
URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 917047102 | 202 | 6817 | SH | - | SOLE | - | 6817 | 0 | 0 |
URSTADT BIDDLE CLASS A | REIT USD.01 | 917286205 | 1357 | 65764 | SH | - | SOLE | - | 65764 | 0 | 0 |
VF CORP | COMMON STOCK | 918204108 | 2902 | 33392 | SH | - | SOLE | - | 33392 | 0 | 0 |
VALERO ENERGY CORP | COMMON STOCK USD.01 | 91913Y100 | 2147 | 25310 | SH | - | SOLE | - | 25310 | 0 | 0 |
VALLEY NATIONAL BANCORP | COMMON STOCK | 919794107 | 3190 | 333017 | SH | - | SOLE | - | 333017 | 0 | 0 |
VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 920253101 | 375 | 2883 | SH | - | SOLE | - | 2883 | 0 | 0 |
VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 921659108 | 518 | 28171 | SH | - | SOLE | - | 28171 | 0 | 0 |
VARIAN MEDICAL SYSTEMS INC | COMMON STOCK USD1.0 | 92220P105 | 1730 | 12204 | SH | - | SOLE | - | 12204 | 0 | 0 |
VENTAS INC | REIT USD.25 | 92276F100 | 2493 | 39069 | SH | - | SOLE | - | 39069 | 0 | 0 |
VANGUARD SP 500 ETF | VANGUARD S+P 500 ETF | 922908363 | 60146 | 231740 | SH | - | SOLE | - | 231740 | 0 | 0 |
VANGUARD REAL ESTATE ETF | VANGUARD REAL ESTATE ETF | 922908553 | 5931 | 68240 | SH | - | SOLE | - | 68240 | 0 | 0 |
VERACYTE INC | COMMON STOCK USD.001 | 92337F107 | 1566 | 62571 | SH | - | SOLE | - | 62571 | 0 | 0 |
VERISIGN INC | COMMON STOCK USD.001 | 92343E102 | 5145 | 28337 | SH | - | SOLE | - | 28337 | 0 | 0 |
VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 92343V104 | 12484 | 211127 | SH | - | SOLE | - | 211127 | 0 | 0 |
VERINT SYSTEMS INC | COMMON STOCK USD.001 | 92343X100 | 861 | 14391 | SH | - | SOLE | - | 14391 | 0 | 0 |
VERISK ANALYTICS INC | COMMON STOCK USD.001 | 92345Y106 | 8927 | 67123 | SH | - | SOLE | - | 67123 | 0 | 0 |
VERICEL CORP | COMMON STOCK | 92346J108 | 346 | 19766 | SH | - | SOLE | - | 19766 | 0 | 0 |
VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 92532F100 | 11116 | 60429 | SH | - | SOLE | - | 60429 | 0 | 0 |
VERSUM MATERIALS INC | COMMON STOCK USD1.0 | 92532W103 | 404 | 8028 | SH | - | SOLE | - | 8028 | 0 | 0 |
VIASAT INC | COMMON STOCK USD.0001 | 92552V100 | 341 | 4400 | SH | - | SOLE | - | 4400 | 0 | 0 |
VIACOM INC CLASS B | COMMON STOCK USD.001 | 92553P201 | 1602 | 57080 | SH | - | SOLE | - | 57080 | 0 | 0 |
VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 92826C839 | 52562 | 336527 | SH | - | SOLE | - | 336527 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 928298108 | 3280 | 177598 | SH | - | SOLE | - | 177598 | 0 | 0 |
VISTEON CORP | COMMON STOCK | 92839U206 | 155 | 2300 | SH | - | SOLE | - | 2300 | 0 | 0 |
VISTRA ENERGY CORP | COMMON STOCK | 92840M102 | 4699 | 180527 | SH | - | SOLE | - | 180527 | 0 | 0 |
VORNADO REALTY TRUST | REIT USD.04 | 929042109 | 2186 | 32414 | SH | - | SOLE | - | 32414 | 0 | 0 |
VULCAN MATERIALS CO | COMMON STOCK USD1.0 | 929160109 | 637 | 5380 | SH | - | SOLE | - | 5380 | 0 | 0 |
WABCO HOLDINGS INC | COMMON STOCK USD.01 | 92927K102 | 2508 | 19026 | SH | - | SOLE | - | 19026 | 0 | 0 |
WP CAREY INC | REIT USD.001 | 92936U109 | 482 | 6149 | SH | - | SOLE | - | 6149 | 0 | 0 |
WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 92939U106 | 1668 | 21089 | SH | - | SOLE | - | 21089 | 0 | 0 |
WALMART INC | COMMON STOCK USD.1 | 931142103 | 4097 | 42010 | SH | - | SOLE | - | 42010 | 0 | 0 |
WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 931427108 | 2735 | 43226 | SH | - | SOLE | - | 43226 | 0 | 0 |
WALKER DUNLOP INC | COMMON STOCK | 93148P102 | 564 | 11075 | SH | - | SOLE | - | 11075 | 0 | 0 |
WARRIOR MET COAL INC | COMMON STOCK USD.01 | 93627C101 | 432 | 14211 | SH | - | SOLE | - | 14211 | 0 | 0 |
WASHINGTON FEDERAL INC | COMMON STOCK USD1.0 | 938824109 | 172 | 5969 | SH | - | SOLE | - | 5969 | 0 | 0 |
WASHINGTON PRIME GROUP INC | REIT USD.0001 | 93964W108 | 519 | 91907 | SH | - | SOLE | - | 91907 | 0 | 0 |
WASHINGTON REIT | REIT USD.01 | 939653101 | 1273 | 44861 | SH | - | SOLE | - | 44861 | 0 | 0 |
WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 94106L109 | 5036 | 48463 | SH | - | SOLE | - | 48463 | 0 | 0 |
WATERS CORP | COMMON STOCK USD.01 | 941848103 | 11202 | 44504 | SH | - | SOLE | - | 44504 | 0 | 0 |
WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 942749102 | 513 | 6352 | SH | - | SOLE | - | 6352 | 0 | 0 |
WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 947890109 | 465 | 9179 | SH | - | SOLE | - | 9179 | 0 | 0 |
WEIGHT WATCHERS INTL INC | COMMON STOCK | 948626106 | 793 | 39338 | SH | - | SOLE | - | 39338 | 0 | 0 |
WEINGARTEN REALTY INVESTORS | REIT USD.03 | 948741103 | 259 | 8817 | SH | - | SOLE | - | 8817 | 0 | 0 |
WELBILT INC | COMMON STOCK USD.01 | 949090104 | 2213 | 135090 | SH | - | SOLE | - | 135090 | 0 | 0 |
WELLS FARGO CO | COMMON STOCK USD1.666 | 949746101 | 2703 | 55932 | SH | - | SOLE | - | 55932 | 0 | 0 |
WELLTOWER INC | REIT USD1.0 | 95040Q104 | 3503 | 45144 | SH | - | SOLE | - | 45144 | 0 | 0 |
WENDY S CO/THE | COMMON STOCK USD.1 | 95058W100 | 334 | 18664 | SH | - | SOLE | - | 18664 | 0 | 0 |
WERNER ENTERPRISES INC | COMMON STOCK USD.01 | 950755108 | 254 | 7431 | SH | - | SOLE | - | 7431 | 0 | 0 |
WESCO AIRCRAFT HOLDINGS INC | COMMON STOCK USD.001 | 950814103 | 400 | 45511 | SH | - | SOLE | - | 45511 | 0 | 0 |
WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25 | 955306105 | 877 | 7955 | SH | - | SOLE | - | 7955 | 0 | 0 |
WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 958102105 | 310 | 6449 | SH | - | SOLE | - | 6449 | 0 | 0 |
WESTROCK CO | COMMON STOCK | 96145D105 | 1338 | 34899 | SH | - | SOLE | - | 34899 | 0 | 0 |
WEX INC | COMMON STOCK USD.01 | 96208T104 | 2831 | 14745 | SH | - | SOLE | - | 14745 | 0 | 0 |
WEYERHAEUSER CO | REIT USD1.25 | 962166104 | 240 | 9105 | SH | - | SOLE | - | 9105 | 0 | 0 |
WHIRLPOOL CORP | COMMON STOCK USD1.0 | 963320106 | 470 | 3537 | SH | - | SOLE | - | 3537 | 0 | 0 |
WILEY (JOHN) SONS CLASS A | COMMON STOCK USD1.0 | 968223206 | 150 | 3387 | SH | - | SOLE | - | 3387 | 0 | 0 |
WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 969904101 | 376 | 6690 | SH | - | SOLE | - | 6690 | 0 | 0 |
WINTRUST FINANCIAL CORP | COMMON STOCK | 97650W108 | 371 | 5512 | SH | - | SOLE | - | 5512 | 0 | 0 |
WOLVERINE WORLD WIDE INC | COMMON STOCK USD1.0 | 978097103 | 375 | 10494 | SH | - | SOLE | - | 10494 | 0 | 0 |
WOODWARD INC | COMMON STOCK USD.00292 | 980745103 | 902 | 9505 | SH | - | SOLE | - | 9505 | 0 | 0 |
WORLD FUEL SERVICES CORP | COMMON STOCK USD.01 | 981475106 | 1447 | 50084 | SH | - | SOLE | - | 50084 | 0 | 0 |
WORLD WRESTLING ENTERTAIN A | COMMON STOCK USD.01 | 98156Q108 | 333 | 3835 | SH | - | SOLE | - | 3835 | 0 | 0 |
WORTHINGTON INDUSTRIES | COMMON STOCK | 981811102 | 243 | 6511 | SH | - | SOLE | - | 6511 | 0 | 0 |
WYNDHAM DESTINATIONS INC | COMMON STOCK USD.01 | 98310W108 | 425 | 10489 | SH | - | SOLE | - | 10489 | 0 | 0 |
XPO LOGISTICS INC | COMMON STOCK USD.001 | 983793100 | 468 | 8700 | SH | - | SOLE | - | 8700 | 0 | 0 |
XCEL ENERGY INC | COMMON STOCK USD2.5 | 98389B100 | 466 | 8293 | SH | - | SOLE | - | 8293 | 0 | 0 |
XILINX INC | COMMON STOCK USD.01 | 983919101 | 514 | 4055 | SH | - | SOLE | - | 4055 | 0 | 0 |
XENIA HOTELS RESORTS INC | REIT USD.01 | 984017103 | 1576 | 71946 | SH | - | SOLE | - | 71946 | 0 | 0 |
XEROX CORP | COMMON STOCK USD1.0 | 984121608 | 2469 | 77216 | SH | - | SOLE | - | 77216 | 0 | 0 |
XPERI CORP | COMMON STOCK USD.001 | 98421B100 | 363 | 15522 | SH | - | SOLE | - | 15522 | 0 | 0 |
YY INC ADR | ADR USD.00001 | 98426T106 | 2907 | 34600 | SH | - | SOLE | - | 34600 | 0 | 0 |
YELP INC | COMMON STOCK USD.000001 | 985817105 | 2216 | 64226 | SH | - | SOLE | - | 64226 | 0 | 0 |
YUM BRANDS INC | COMMON STOCK | 988498101 | 362 | 3625 | SH | - | SOLE | - | 3625 | 0 | 0 |
ZAGG INC | COMMON STOCK USD.001 | 98884U108 | 299 | 33016 | SH | - | SOLE | - | 33016 | 0 | 0 |
ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK USD.01 | 989207105 | 4019 | 19182 | SH | - | SOLE | - | 19182 | 0 | 0 |
ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 98956P102 | 3070 | 24044 | SH | - | SOLE | - | 24044 | 0 | 0 |
ZIONS BANCORP NA | COMMON STOCK USD.001 | 989701107 | 1131 | 24908 | SH | - | SOLE | - | 24908 | 0 | 0 |
ZIX CORP | COMMON STOCK USD.01 | 98974P100 | 657 | 95543 | SH | - | SOLE | - | 95543 | 0 | 0 |
ZOETIS INC | COMMON STOCK USD.01 | 98978V103 | 5299 | 52633 | SH | - | SOLE | - | 52633 | 0 | 0 |
ZSCALER INC | COMMON STOCK USD.001 | 98980G102 | 361 | 5096 | SH | - | SOLE | - | 5096 | 0 | 0 |
[Repeat as Necessary]