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July 30, 2021 9:31 AM EDT

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        WHENKOULSSK7WUM60H03
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        963320106
        
          
          
          
        
        1479.0000000000
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        350656.1100000000
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        1
        
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        Wiley(John)& Sons
        5493003XM719UN7E8P64
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        4954.0000000000
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        1
        
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        Wintrust Financial Corporation
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        97650W108
        
          
          
          
        
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        1
        
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        Workday Inc
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        98138H101
        
          
          
          
        
        2994.0000000000
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        1
        
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        World Wrestling Entertainment, Inc.
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        1
        
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        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
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        1
        
          N
          N
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        XPO Logistics, Inc.
        54930096DB9LCLPN7H13
        XPO LOGISTICS INC COMMON STOCK USD.001
        983793100
        
          
          
          
        
        1215.0000000000
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        178519.9500000000
        0.0218106177
        Long
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        N
        
        1
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        XCEL ENERGY INC COMMON STOCK USD2.5
        98389B100
        
          
          
          
        
        7089.0000000000
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        502468.3200000000
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        N
        
        1
        
          N
          N
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        Xilinx Inc.
        6EY4K7ZMF9UX1CU6KC79
        XILINX INC COMMON STOCK USD.01
        983919101
        
          
          
          
        
        2546.0000000000
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        323342.0000000000
        0.0395042052
        Long
        EC
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        N
        
        1
        
          N
          N
          N
        
      
      
        YUM Brands Inc
        549300JE8XHZZ7OHN517
        YUM  BRANDS INC COMMON STOCK
        988498101
        
          
          
          
        
        8984.0000000000
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        1077810.4800000000
        0.1316811500
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        EC
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        1
        
          N
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        Yum China Holdings Inc
        529900DO9BYZ7VA3K502
        YUM CHINA HOLDINGS INC COMMON STOCK USD.01
        98850P109
        
          
          
          
        
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        USD
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        0.1238344714
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        EC
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        N
        
        1
        
          N
          N
          N
        
      
      
        Zendesk Inc
        549300SLI6BN94BKKO36
        ZENDESK INC COMMON STOCK USD.01
        98936J101
        
          
          
          
        
        6445.0000000000
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        USD
        880773.7000000000
        0.1076082446
        Long
        EC
        CORP
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        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        ZILLOW GROUP INC   A COMMON STOCK USD.0001
        98954M101
        
          
          
          
        
        6330.0000000000
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        748775.7000000000
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        Long
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        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        ZILLOW GROUP INC   C COMMON STOCK
        98954M200
        
          
          
          
        
        3626.0000000000
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        1
        
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          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
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        98956P102
        
          
          
          
        
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        1
        
          N
          N
          N
        
      
      
        Zions Bancorporation Natl Assn Global Bank
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        ZIONS BANCORP NA COMMON STOCK USD.001
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        0.0074886872
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        N
        
        1
        
          N
          N
          N
        
      
      
        Zoetis Inc.
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        98978V103
        
          
          
          
        
        9551.0000000000
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        1
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
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        98980G102
        
          
          
          
        
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        5826.0000000000
        0.0007117897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        ZOOM VIDEO COMMUNICATIONS A COMMON STOCK USD.001
        98980L101
        
          
          
          
        
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        USD
        891815.7000000000
        0.1089572974
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        EC
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        1
        
          N
          N
          N
        
      
      
        Zynga Inc
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        98986T108
        
          
          
          
        
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        NS
        USD
        92985.5200000000
        0.0113604761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alkermes Plc
        N/A
        ALKERMES PLC COMMON STOCK USD.01
        G01767105
        
          
          
          
        
        88707.0000000000
        NS
        USD
        2010987.6900000000
        0.2456917766
        Long
        EC
        CORP
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        N
        
        1
        
          N
          N
          N
        
      
      
        Amdocs Limited
        N/A
        AMDOCS LTD COMMON STOCK GBP.0001
        G02602103
        
          
          
          
        
        14670.0000000000
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        GG
        
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        Aon plc
        VVT2B79I2Z4U3R6BY589
        AON PLC COMMON STOCK
        G0403H108
        
          
          
          
        
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        517634.9100000000
        0.0632418793
        Long
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        CORP
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        N
        
        1
        
          N
          N
          N
        
      
      
        Atlassian Corporation Plc
        549300AGBII4MWBVJY22
        ATLASSIAN CORP PLC CLASS A COMMON STOCK USD.1
        G06242104
        
          
          
          
        
        2329.0000000000
        NS
        USD
        543309.1200000000
        0.0663786176
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AXIS Capital Holdings Limited
        N/A
        AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125
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        Long
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        N
        
        1
        
          N
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          N
        
      
      
        Axalta Coating Systems Limited
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        AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0
        G0750C108
        
          
          
          
        
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        USD
        58813.7200000000
        0.0071855474
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Accenture Plc
        N/A
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        G1151C101
        
          
          
          
        
        14234.0000000000
        NS
        USD
        4016265.4400000000
        0.4906859431
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Limited
        5493007M0RIN8HY3MM77
        BUNGE LTD COMMON STOCK USD.01
        G16962105
        
          
          
          
        
        29125.0000000000
        NS
        USD
        2528632.5000000000
        0.3089348654
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Eaton Corporation Plc
        549300VDIGTMXUNT7H71
        EATON CORP PLC COMMON STOCK USD.01
        G29183103
        
          
          
          
        
        5446.0000000000
        NS
        USD
        791031.5000000000
        0.0966440200
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Everest Re Group
        549300N24XF2VV0B3570
        EVEREST RE GROUP LTD COMMON STOCK USD.01
        G3223R108
        
          
          
          
        
        814.0000000000
        NS
        USD
        211607.4400000000
        0.0258530712
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gates Industrial Corporation Plc
        549300S6K4FWUSB9KM27
        GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01
        G39108108
        
          
          
          
        
        21521.0000000000
        NS
        USD
        390821.3600000000
        0.0477484744
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Genpact Limited
        529900OSEC6Q0L4L5B35
        GENPACT LTD COMMON STOCK USD.01
        G3922B107
        
          
          
          
        
        1287.0000000000
        NS
        USD
        58867.3800000000
        0.0071921033
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Herbalife Nutrition Ltd
        549300BA7TYPBSZZIA41
        HERBALIFE NUTRITION LTD COMMON STOCK USD.002
        G4412G101
        
          
          
          
        
        24772.0000000000
        NS
        USD
        1302264.0400000000
        0.1591036918
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Horizon Therapeutics Plc
        529900P0GSQ79OOZEV53
        HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001
        G46188101
        
          
          
          
        
        9406.0000000000
        NS
        USD
        862153.9600000000
        0.1053333838
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        INVESCO LTD COMMON STOCK USD.2
        G491BT108
        
          
          
          
        
        24701.0000000000
        NS
        USD
        704719.5300000000
        0.0860988828
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals plc
        635400GAUMJCLEZRRV50
        JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001
        G50871105
        
          
          
          
        
        1079.0000000000
        NS
        USD
        192202.2700000000
        0.0234822507
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International Plc
        549300XQ6S1GYKGBL205
        JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01
        G51502105
        
          
          
          
        
        27351.0000000000
        NS
        USD
        1819935.5400000000
        0.2223500414
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde Plc
        8945002PAZHZLBGKGF02
        LINDE PLC COMMON STOCK EUR.001
        G5494J103
        
          
          
          
        
        5868.0000000000
        NS
        USD
        1763920.8000000000
        0.2155064585
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic Plc
        549300GX3ZBSQWUXY261
        MEDTRONIC PLC COMMON STOCK USD.1
        G5960L103
        
          
          
          
        
        26090.0000000000
        NS
        USD
        3302733.1000000000
        0.4035103581
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings Plc
        549300ZVCBHQE0XHG367
        NIELSEN HOLDINGS PLC COMMON STOCK EUR.07
        G6518L108
        
          
          
          
        
        18432.0000000000
        NS
        USD
        501534.7200000000
        0.0612748437
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Royalty Pharma plc
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA PLC  CL A COMMON STOCK
        G7709Q104
        
          
          
          
        
        5756.0000000000
        NS
        USD
        230930.7200000000
        0.0282138867
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Pentair Plc
        549300EVR9D56WPSRP15
        PENTAIR PLC COMMON STOCK USD.01
        G7S00T104
        
          
          
          
        
        7560.0000000000
        NS
        USD
        521413.2000000000
        0.0637034906
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensata Technologies Holding PLC
        529900MS7KFYCY9MS037
        SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.01
        G8060N102
        
          
          
          
        
        738.0000000000
        NS
        USD
        43859.3400000000
        0.0053585008
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Steris Plc
        N/A
        STERIS PLC COMMON STOCK USD75.0
        G8473T100
        
          
          
          
        
        1673.0000000000
        NS
        USD
        319308.7800000000
        0.0390114479
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Stoneco Ltd
        549300O1A9LEF0XZCR35
        STONECO LTD A COMMON STOCK USD.000079365
        G85158106
        
          
          
          
        
        779.0000000000
        NS
        USD
        51390.6300000000
        0.0062786338
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies Plc
        549300BURLR9SLYY2705
        TRANE TECHNOLOGIES PLC COMMON STOCK USD1.0
        G8994E103
        
          
          
          
        
        2513.0000000000
        NS
        USD
        468423.2000000000
        0.0572294544
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Perrigo Company Plc
        549300IFOQS6R1QLY196
        PERRIGO CO PLC COMMON STOCK EUR.001
        G97822103
        
          
          
          
        
        2667.0000000000
        NS
        USD
        123055.3800000000
        0.0150342516
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Limited
        E0JAN6VLUDI1HITHT809
        CHUBB LTD COMMON STOCK
        H1467J104
        
          
          
          
        
        7358.0000000000
        NS
        USD
        1250786.4200000000
        0.1528144300
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Globant S.A
        2221008DCMSPYS42DS88
        GLOBANT SA COMMON STOCK USD1.2
        L44385109
        
          
          
          
        
        1559.0000000000
        NS
        USD
        339659.3300000000
        0.0414977698
        Long
        EC
        CORP
        LU
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Spotify Technology S.A.
        549300B4X0JHWV0DTD60
        SPOTIFY TECHNOLOGY SA COMMON STOCK EUR.000625
        L8681T102
        
          
          
          
        
        4725.0000000000
        NS
        USD
        1141418.2500000000
        0.1394524089
        Long
        EC
        CORP
        LU
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Elastic N V
        2549003I48WHHH937I59
        ELASTIC NV COMMON STOCK EUR.01
        N14506104
        
          
          
          
        
        979.0000000000
        NS
        USD
        115727.5900000000
        0.0141389812
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LYONDELLBASELL INDU CL A COMMON STOCK EUR.04
        N53745100
        
          
          
          
        
        8225.0000000000
        NS
        USD
        926299.5000000000
        0.1131703446
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Qiagen NV
        54930036WK3GMCN17Z57
        QIAGEN N.V. COMMON STOCK EUR.01
        N72482123
        
          
          
          
        
        2074.0000000000
        NS
        USD
        102372.6400000000
        0.0125073445
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Copa Holdings Sa
        529900BB9UQJV6QQHA59
        COPA HOLDINGS SA CLASS A COMMON STOCK
        P31076105
        
          
          
          
        
        598.0000000000
        NS
        USD
        49191.4800000000
        0.0060099533
        Long
        EC
        CORP
        PA
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corporation
        DPRBOZP0K5RM2YE8UU08
        LOCKHEED MARTIN CORP COMMON STOCK USD1.0
        539830109
        
          
          
          
        
        6722.0000000000
        NS
        USD
        2569148.4000000000
        0.3138848825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lowes Companies, Inc.
        WAFCR4OKGSC504WU3E95
        LOWE S COS INC COMMON STOCK USD.5
        548661107
        
          
          
          
        
        12379.0000000000
        NS
        USD
        2411800.5700000000
        0.2946609618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        LUMEN TECHNOLOGIES INC COMMON STOCK USD1.0
        550241103
        
          
          
          
        
        43415.0000000000
        NS
        USD
        600863.6000000000
        0.0734103178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MDU Resources Group, Inc.
        0T6SBMK3JTBI1JR36794
        MDU RESOURCES GROUP INC COMMON STOCK USD1.0
        552690109
        
          
          
          
        
        56447.0000000000
        NS
        USD
        1900006.0200000000
        0.2321326266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGIC Investment Corp.
        254900S8483WM4M98R28
        MGIC INVESTMENT CORP COMMON STOCK USD1.0
        552848103
        
          
          
          
        
        33045.0000000000
        NS
        USD
        486422.4000000000
        0.0594285008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MKS Instruments In
        549300KEQATBHAGVF505
        MKS INSTRUMENTS INC COMMON STOCK
        55306N104
        
          
          
          
        
        854.0000000000
        NS
        USD
        160748.4200000000
        0.0196393867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Msa Safety Inc
        549300ZG8DNJXBML4F23
        MSA SAFETY INC COMMON STOCK
        553498106
        
          
          
          
        
        761.0000000000
        NS
        USD
        127893.6600000000
        0.0156253669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSC Industrial Dir
        0XVKH0LN6YGOWO2EGO17
        MSC INDUSTRIAL DIRECT CO A COMMON STOCK USD.001
        553530106
        
          
          
          
        
        1123.0000000000
        NS
        USD
        106011.2000000000
        0.0129518844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manhattan Associat
        529900Q1GJP7KD52SW51
        MANHATTAN ASSOCIATES INC COMMON STOCK USD.01
        562750109
        
          
          
          
        
        9118.0000000000
        NS
        USD
        1239865.6400000000
        0.1514801873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manpowergroup Inc
        ERO1WSFOSR0JJ6CRQ987
        MANPOWERGROUP INC COMMON STOCK USD.01
        56418H100
        
          
          
          
        
        16164.0000000000
        NS
        USD
        1955682.3600000000
        0.2389348656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Company
        3BNYRYQHD39K4LCKQF12
        MARATHON PETROLEUM CORP COMMON STOCK USD.01
        56585A102
        
          
          
          
        
        15439.0000000000
        NS
        USD
        954130.2000000000
        0.1165705514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Companies, Inc.
        549300XMP3KDCKJXIU47
        MARSH + MCLENNAN COS COMMON STOCK USD1.0
        571748102
        
          
          
          
        
        8077.0000000000
        NS
        USD
        1117452.9500000000
        0.1365244561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTERNATIONAL  CL A COMMON STOCK USD.01
        571903202
        
          
          
          
        
        4124.0000000000
        NS
        USD
        592123.9200000000
        0.0723425502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corporation
        5GCSNMQXHEYA1JO8QN11
        MASCO CORP COMMON STOCK USD1.0
        574599106
        
          
          
          
        
        9915.0000000000
        NS
        USD
        597973.6500000000
        0.0730572391
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masimo Corporation
        549300Q4A8JK0PIYCU29
        MASIMO CORP COMMON STOCK USD.001
        574795100
        
          
          
          
        
        285.0000000000
        NS
        USD
        61446.0000000000
        0.0075071454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MasterCard Incorporated
        AR5L2ODV9HN37376R084
        MASTERCARD INC   A COMMON STOCK USD.0001
        57636Q104
        
          
          
          
        
        15075.0000000000
        NS
        USD
        5435743.5000000000
        0.6641102202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        MATCH GROUP INC COMMON STOCK
        57667L107
        
          
          
          
        
        4736.0000000000
        NS
        USD
        679047.6800000000
        0.0829624327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mattel, Inc.
        549300VELLG24KHTJ564
        MATTEL INC COMMON STOCK USD1.0
        577081102
        
          
          
          
        
        21126.0000000000
        NS
        USD
        448082.4600000000
        0.0547443310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maxim Integrated Products, Inc.
        SO0H5YEO14Y4PVKQH532
        MAXIM INTEGRATED PRODUCTS COMMON STOCK USD.001
        57772K101
        
          
          
          
        
        12451.0000000000
        NS
        USD
        1270126.5100000000
        0.1551772993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McAfee Corp
        N/A
        MCAFEE CORP   CLASS A COMMON STOCK USD.001
        579063108
        
          
          
          
        
        83100.0000000000
        NS
        USD
        2088303.0000000000
        0.2551377498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corporation
        UE2136O97NLB5BYP9H04
        MCDONALD S CORP COMMON STOCK USD.01
        580135101
        
          
          
          
        
        13789.0000000000
        NS
        USD
        3225109.2100000000
        0.3940266842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co., Inc
        4YV9Y5M8S0BRK1RP0397
        MERCK + CO. INC. COMMON STOCK USD.5
        58933Y105
        
          
          
          
        
        54975.0000000000
        NS
        USD
        4172052.7500000000
        0.5097192078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury General Corporation
        5493001Q9EXPCEL4W527
        MERCURY GENERAL CORP COMMON STOCK
        589400100
        
          
          
          
        
        16785.0000000000
        NS
        USD
        1067526.0000000000
        0.1304246470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife Inc.
        C4BXATY60WC6XEOZDX54
        METLIFE INC COMMON STOCK USD.01
        59156R108
        
          
          
          
        
        15205.0000000000
        NS
        USD
        993798.8000000000
        0.1214170499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International Inc
        5493000BD5GJNUDIUG10
        METTLER TOLEDO INTERNATIONAL COMMON STOCK USD.01
        592688105
        
          
          
          
        
        972.0000000000
        NS
        USD
        1264523.4000000000
        0.1544927412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        MICROSOFT CORP COMMON STOCK USD.00000625
        594918104
        
          
          
          
        
        154349.0000000000
        NS
        USD
        38537858.3200000000
        4.7083504908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Incorporated
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001
        595017104
        
          
          
          
        
        5371.0000000000
        NS
        USD
        842978.4500000000
        0.1029906220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc.
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC COMMON STOCK USD.1
        595112103
        
          
          
          
        
        24078.0000000000
        NS
        USD
        2025922.9200000000
        0.2475164835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communities, Inc.
        549300FQZKFR5YNSHZ21
        MID AMERICA APARTMENT COMM REIT USD.01
        59522J103
        
          
          
          
        
        5635.0000000000
        NS
        USD
        905544.5000000000
        0.1106346091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        MODERNA INC COMMON STOCK USD.0001
        60770K107
        
          
          
          
        
        7453.0000000000
        NS
        USD
        1378879.5300000000
        0.1684641647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molina Healthcare, Inc.
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE INC COMMON STOCK USD.001
        60855R100
        
          
          
          
        
        5267.0000000000
        NS
        USD
        1323913.1200000000
        0.1617486612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Company
        54930073LBBH6ZCBE225
        MOLSON COORS BREWING CO  B COMMON STOCK USD.01
        60871R209
        
          
          
          
        
        3732.0000000000
        NS
        USD
        217650.2400000000
        0.0265913483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondelez International, Inc.
        549300DV9GIB88LZ5P30
        MONDELEZ INTERNATIONAL INC A COMMON STOCK
        609207105
        
          
          
          
        
        11722.0000000000
        NS
        USD
        744698.6600000000
        0.0909833201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monolithic Pwr Sys
        529900TB7O85LSZ1XU31
        MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001
        609839105
        
          
          
          
        
        296.0000000000
        NS
        USD
        101563.5200000000
        0.0124084905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        MONSTER BEVERAGE CORP COMMON STOCK
        61174X109
        
          
          
          
        
        10740.0000000000
        NS
        USD
        1012459.8000000000
        0.1236969516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moodys Corp
        549300GCEDD8YCF5WU84
        MOODY S CORP COMMON STOCK USD.01
        615369105
        
          
          
          
        
        838.0000000000
        NS
        USD
        281023.3000000000
        0.0343339316
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY COMMON STOCK USD.01
        617446448
        
          
          
          
        
        25130.0000000000
        NS
        USD
        2285573.5000000000
        0.2792392100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Mosaic Company
        2YD5STGSJNMUB7H76907
        MOSAIC CO/THE COMMON STOCK USD.01
        61945C103
        
          
          
          
        
        21012.0000000000
        NS
        USD
        759373.6800000000
        0.0927762360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        MOTOROLA SOLUTIONS INC COMMON STOCK USD.01
        620076307
        
          
          
          
        
        4383.0000000000
        NS
        USD
        899873.7300000000
        0.1099417846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC COMMON STOCK USD.01
        629377508
        
          
          
          
        
        4807.0000000000
        NS
        USD
        154545.0500000000
        0.0188814920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        NASDAQ INC COMMON STOCK USD.01
        631103108
        
          
          
          
        
        2823.0000000000
        NS
        USD
        472739.5800000000
        0.0577568067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Fuel Gas Company
        8JB38FFW1Y3C1HM8E841
        NATIONAL FUEL GAS CO COMMON STOCK USD1.0
        636180101
        
          
          
          
        
        8742.0000000000
        NS
        USD
        453622.3800000000
        0.0554211689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Retail Properties, Inc.
        5493008JKH5SOTI0JS97
        NATIONAL RETAIL PROPERTIES REIT USD.01
        637417106
        
          
          
          
        
        2614.0000000000
        NS
        USD
        121158.9000000000
        0.0148025498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NETFLIX INC COMMON STOCK USD.001
        64110L106
        
          
          
          
        
        7762.0000000000
        NS
        USD
        3902811.2200000000
        0.4768247101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        NEUROCRINE BIOSCIENCES INC COMMON STOCK USD.001
        64125C109
        
          
          
          
        
        6857.0000000000
        NS
        USD
        659780.5400000000
        0.0806084760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW Residential Invt Corp
        549300WNTHGEO5LP2G31
        NEW RESIDENTIAL INVESTMENT REIT USD.01
        64828T201
        
          
          
          
        
        9013.0000000000
        NS
        USD
        95357.5400000000
        0.0116502769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The New York Times Company
        529900J1WEMMIW7BOH57
        NEW YORK TIMES CO A COMMON STOCK USD.1
        650111107
        
          
          
          
        
        3244.0000000000
        NS
        USD
        138908.0800000000
        0.0169710502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corporation
        549300ITS31QK8VRBQ14
        NEWS CORP   CLASS A COMMON STOCK USD.01
        65249B109
        
          
          
          
        
        34361.0000000000
        NS
        USD
        927403.3900000000
        0.1133052120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corporation
        549300ITS31QK8VRBQ14
        NEWS CORP   CLASS B COMMON STOCK
        65249B208
        
          
          
          
        
        38675.0000000000
        NS
        USD
        993560.7500000000
        0.1213879662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexstar Media Group Inc
        52990083ZRR5UT591988
        NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01
        65336K103
        
          
          
          
        
        2501.0000000000
        NS
        USD
        379926.9100000000
        0.0464174485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nextera Energy Inc
        N/A
        NEXTERA ENERGY INC COMMON STOCK USD.01
        65339F101
        
          
          
          
        
        33155.0000000000
        NS
        USD
        2427609.1000000000
        0.2965923639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nike, Inc.
        787RXPR0UX0O0XUXPZ81
        NIKE INC  CL B COMMON STOCK
        654106103
        
          
          
          
        
        18158.0000000000
        NS
        USD
        2477840.6800000000
        0.3027293911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NiSource Inc.
        549300D8GOWWH0SJB189
        NISOURCE INC COMMON STOCK USD.01
        65473P105
        
          
          
          
        
        5665.0000000000
        NS
        USD
        144457.5000000000
        0.0176490488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corporation
        54930036C8MWP850MI84
        NORFOLK SOUTHERN CORP COMMON STOCK USD1.0
        655844108
        
          
          
          
        
        1338.0000000000
        NS
        USD
        375844.2000000000
        0.0459186447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northrop Grumman Corporation
        RIMU48P07456QXSO0R61
        NORTHROP GRUMMAN CORP COMMON STOCK USD1.0
        666807102
        
          
          
          
        
        3982.0000000000
        NS
        USD
        1456894.3400000000
        0.1779955991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nortonlifelock Inc
        YF6ZV0M6AU4FY94MK914
        NORTONLIFELOCK INC COMMON STOCK USD.01
        668771108
        
          
          
          
        
        53262.0000000000
        NS
        USD
        1473226.9200000000
        0.1799910269
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nu Skin Enterprises, Inc.
        54930050DETB6CP71D38
        NU SKIN ENTERPRISES INC   A COMMON STOCK USD.001
        67018T105
        
          
          
          
        
        25880.0000000000
        NS
        USD
        1556940.8000000000
        0.1902187433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nuance Communications, Inc.
        AEMSOT3SS15TNMJCE605
        NUANCE COMMUNICATIONS INC COMMON STOCK USD.001
        67020Y100
        
          
          
          
        
        5637.0000000000
        NS
        USD
        298197.3000000000
        0.0364321596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nucor Corporation
        549300GGJCRSI2TIEJ46
        NUCOR CORP COMMON STOCK USD.4
        670346105
        
          
          
          
        
        8726.0000000000
        NS
        USD
        894764.0400000000
        0.1093175099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nutanix Inc
        549300X7J6E8TKVIXW09
        NUTANIX INC   A COMMON STOCK USD.000025
        67059N108
        
          
          
          
        
        21630.0000000000
        NS
        USD
        681561.3000000000
        0.0832695334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nvidia Corp
        549300S4KLFTLO7GSQ80
        NVIDIA CORP COMMON STOCK USD.001
        67066G104
        
          
          
          
        
        9851.0000000000
        NS
        USD
        6400982.7800000000
        0.7820380200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OGE Energy Corporation
        CE5OG6JPOZMDSA0LAQ19
        OGE ENERGY CORP COMMON STOCK USD.01
        670837103
        
          
          
          
        
        3819.0000000000
        NS
        USD
        131755.5000000000
        0.0160971860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OLD Dominion Fght
        5299009TWK32WE417T96
        OLD DOMINION FREIGHT LINE COMMON STOCK USD.1
        679580100
        
          
          
          
        
        553.0000000000
        NS
        USD
        146793.8500000000
        0.0179344916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Republic International Corporation
        549300IV6O2YY2A1KH37
        OLD REPUBLIC INTL CORP COMMON STOCK USD1.0
        680223104
        
          
          
          
        
        28965.0000000000
        NS
        USD
        760620.9000000000
        0.0929286147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olin Corporation
        549300GKK294V7W57P06
        OLIN CORP COMMON STOCK USD1.0
        680665205
        
          
          
          
        
        9870.0000000000
        NS
        USD
        482544.3000000000
        0.0589546952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        OMNICOM GROUP COMMON STOCK USD.15
        681919106
        
          
          
          
        
        4805.0000000000
        NS
        USD
        395163.2000000000
        0.0482789373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors, Inc.
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS REIT USD.1
        681936100
        
          
          
          
        
        7684.0000000000
        NS
        USD
        281388.0800000000
        0.0343784985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp.
        ZV20P4CNJVT8V1ZGJ064
        ON SEMICONDUCTOR CORP COMMON STOCK USD.01
        682189105
        
          
          
          
        
        23425.0000000000
        NS
        USD
        937937.0000000000
        0.1145921524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Holdings Incorporation
        549300E3VEW8SMS5XW09
        ONEMAIN HOLDINGS INC COMMON STOCK USD.01
        68268W103
        
          
          
          
        
        5931.0000000000
        NS
        USD
        343049.0400000000
        0.0419119065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP COMMON STOCK USD.01
        68389X105
        
          
          
          
        
        45209.0000000000
        NS
        USD
        3559756.6600000000
        0.4349121292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oshkosh Corporation
        549300FEKNPCFSA2B506
        OSHKOSH CORP COMMON STOCK USD.01
        688239201
        
          
          
          
        
        3175.0000000000
        NS
        USD
        417322.0000000000
        0.0509861816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otis Worldwide Corporation
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP COMMON STOCK USD.01
        68902V107
        
          
          
          
        
        4176.0000000000
        NS
        USD
        327106.0800000000
        0.0399640805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        OWENS CORNING COMMON STOCK USD.001
        690742101
        
          
          
          
        
        10669.0000000000
        NS
        USD
        1137848.8500000000
        0.1390163186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PG&E Corporation
        8YQ2GSDWYZXO2EDN3511
        P G + E CORP COMMON STOCK
        69331C108
        
          
          
          
        
        59698.0000000000
        NS
        USD
        605337.7200000000
        0.0739569420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc
        CFGNEKW0P8842LEUIA51
        PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0
        693475105
        
          
          
          
        
        4849.0000000000
        NS
        USD
        944003.3200000000
        0.1153333031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPG Industries, Inc.
        549300BKPEP01R3V6C59
        PPG INDUSTRIES INC COMMON STOCK USD1.67
        693506107
        
          
          
          
        
        3586.0000000000
        NS
        USD
        644475.9200000000
        0.0787386390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corporation
        9N3UAJSNOUXFKQLF3V18
        PPL CORP COMMON STOCK USD.01
        69351T106
        
          
          
          
        
        15072.0000000000
        NS
        USD
        438745.9200000000
        0.0536036422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PVH Corporation
        123WALMHY1GZXG2YDL90
        PVH CORP COMMON STOCK USD1.0
        693656100
        
          
          
          
        
        833.0000000000
        NS
        USD
        95645.0600000000
        0.0116854046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC INC COMMON STOCK USD.01
        69370C100
        
          
          
          
        
        5362.0000000000
        NS
        USD
        719258.6800000000
        0.0878751987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paccar Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR INC COMMON STOCK USD1.0
        693718108
        
          
          
          
        
        10106.0000000000
        NS
        USD
        925305.3600000000
        0.1130488858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corporation of America
        549300XZP8MFZFY8TJ84
        PACKAGING CORP OF AMERICA COMMON STOCK USD.01
        695156109
        
          
          
          
        
        2629.0000000000
        NS
        USD
        390800.8500000000
        0.0477459686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacwest Bancorp
        549300YI8VMFO7G36V04
        PACWEST BANCORP COMMON STOCK
        695263103
        
          
          
          
        
        5214.0000000000
        NS
        USD
        235516.3800000000
        0.0287741383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pagerduty Inc
        549300U1SB749EDAGH21
        PAGERDUTY INC COMMON STOCK USD.000005
        69553P100
        
          
          
          
        
        376.0000000000
        NS
        USD
        15284.4000000000
        0.0018673667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        PALO ALTO NETWORKS INC COMMON STOCK USD.0001
        697435105
        
          
          
          
        
        2124.0000000000
        NS
        USD
        771543.0000000000
        0.0942630188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corporation
        5493002CONDB4N2HKI23
        PARKER HANNIFIN CORP COMMON STOCK USD.5
        701094104
        
          
          
          
        
        1089.0000000000
        NS
        USD
        335575.3500000000
        0.0409988109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paylocity Holding Corporation
        549300VH75FTB4DIEE07
        PAYLOCITY HOLDING CORP COMMON STOCK USD.001
        70438V106
        
          
          
          
        
        62.0000000000
        NS
        USD
        10529.4600000000
        0.0012864334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paypal Holdings Incorporation
        5493005X2GO78EFZ3E94
        PAYPAL HOLDINGS INC COMMON STOCK USD.0001
        70450Y103
        
          
          
          
        
        21864.0000000000
        NS
        USD
        5685077.2800000000
        0.6945724949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pegasystems Inc
        549300FMCOKPL06FYN26
        PEGASYSTEMS INC COMMON STOCK USD.01
        705573103
        
          
          
          
        
        3867.0000000000
        NS
        USD
        456847.3800000000
        0.0558151823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Penske Automotive Group, Inc.
        549300W7UTQ0M4C7LB15
        PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001
        70959W103
        
          
          
          
        
        19116.0000000000
        NS
        USD
        1636138.4400000000
        0.1998946896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pepsico Inc
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC COMMON STOCK USD.017
        713448108
        
          
          
          
        
        26803.0000000000
        NS
        USD
        3965235.8200000000
        0.4844514157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perkinelmer, Inc.
        549300IKL1SDPFI7N655
        PERKINELMER INC COMMON STOCK USD1.0
        714046109
        
          
          
          
        
        6107.0000000000
        NS
        USD
        885942.4900000000
        0.1082397398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc.
        765LHXWGK1KXCLTFYQ30
        PFIZER INC COMMON STOCK USD.05
        717081103
        
          
          
          
        
        114920.0000000000
        NS
        USD
        4450851.6000000000
        0.5437813680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Philip Morris International Inc.
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTERNATIONAL COMMON STOCK
        718172109
        
          
          
          
        
        31820.0000000000
        NS
        USD
        3068402.6000000000
        0.3748811044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 COMMON STOCK
        718546104
        
          
          
          
        
        8314.0000000000
        NS
        USD
        700205.0800000000
        0.0855473313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pilgrims Pride Corporation
        549300ZSLGV64ZL3HD75
        PILGRIM S PRIDE CORP COMMON STOCK USD.01
        72147K108
        
          
          
          
        
        34101.0000000000
        NS
        USD
        819788.0400000000
        0.1001573411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corporation
        TWSEY0NEDUDCKS27AH81
        PINNACLE WEST CAPITAL COMMON STOCK
        723484101
        
          
          
          
        
        1614.0000000000
        NS
        USD
        136512.1200000000
        0.0166783245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        PINTEREST INC  CLASS A COMMON STOCK
        72352L106
        
          
          
          
        
        8311.0000000000
        NS
        USD
        542708.3000000000
        0.0663052126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Company
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01
        723787107
        
          
          
          
        
        1011.0000000000
        NS
        USD
        153864.0900000000
        0.0187982959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Playtika Holding Corp
        N/A
        PLAYTIKA HOLDING CORP COMMON STOCK USD.01
        72815L107
        
          
          
          
        
        21711.0000000000
        NS
        USD
        595532.7300000000
        0.0727590204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Polaris Incorporation
        549300QJSN8UVWN1EI78
        POLARIS INC COMMON STOCK USD.01
        731068102
        
          
          
          
        
        1822.0000000000
        NS
        USD
        239082.8400000000
        0.0292098694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Popular, Inc.
        5493008CARDZMVQ3LO89
        POPULAR INC COMMON STOCK USD.01
        733174700
        
          
          
          
        
        5241.0000000000
        NS
        USD
        427718.0100000000
        0.0522563108
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Price T Rowe Group
        549300SIV6FPS9Y7IH33
        T ROWE PRICE GROUP INC COMMON STOCK USD.2
        74144T108
        
          
          
          
        
        8566.0000000000
        NS
        USD
        1639104.1000000000
        0.2002570182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Primerica, Inc.
        254900621R686KJR7022
        PRIMERICA INC COMMON STOCK
        74164M108
        
          
          
          
        
        777.0000000000
        NS
        USD
        126037.1700000000
        0.0153985509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group
        CUMYEZJOAF02RYZ1JJ85
        PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01
        74251V102
        
          
          
          
        
        4629.0000000000
        NS
        USD
        302690.3100000000
        0.0369810916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Procter & Gamble Company
        2572IBTT8CCZW6AU4141
        PROCTER + GAMBLE CO/THE COMMON STOCK
        742718109
        
          
          
          
        
        44888.0000000000
        NS
        USD
        6053146.8000000000
        0.7395412706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Progressive Corporation
        529900TACNVLY9DCR586
        PROGRESSIVE CORP COMMON STOCK USD1.0
        743315103
        
          
          
          
        
        8914.0000000000
        NS
        USD
        883199.1200000000
        0.1079045695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prologis Inc.
        529900DFH19P073LZ636
        PROLOGIS INC REIT USD.01
        74340W103
        
          
          
          
        
        4043.0000000000
        NS
        USD
        476427.1200000000
        0.0582073307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01
        744320102
        
          
          
          
        
        9154.0000000000
        NS
        USD
        979203.3800000000
        0.1196338592
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Incorporated
        PUSS41EMO3E6XXNV3U28
        PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
        744573106
        
          
          
          
        
        17208.0000000000
        NS
        USD
        1068960.9600000000
        0.1305999627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE REIT USD.1
        74460D109
        
          
          
          
        
        2992.0000000000
        NS
        USD
        845180.1600000000
        0.1032596152
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        QORVO INC COMMON STOCK USD.0001
        74736K101
        
          
          
          
        
        3045.0000000000
        NS
        USD
        556382.4000000000
        0.0679758414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUALCOMM Incorporated
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM INC COMMON STOCK USD.0001
        747525103
        
          
          
          
        
        27292.0000000000
        NS
        USD
        3671865.6800000000
        0.4486090128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        QUANTA SERVICES INC COMMON STOCK USD.00001
        74762E102
        
          
          
          
        
        59.0000000000
        NS
        USD
        5625.6500000000
        0.0006873120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quest Diagnostics Incorporated
        8MCWUBXQ0WE04KMXBX50
        QUEST DIAGNOSTICS INC COMMON STOCK USD.01
        74834L100
        
          
          
          
        
        248.0000000000
        NS
        USD
        32654.1600000000
        0.0039895115
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quidel Corporation
        549300X2FQ6S98OQLQ46
        QUIDEL CORP COMMON STOCK USD.001
        74838J101
        
          
          
          
        
        766.0000000000
        NS
        USD
        90472.2600000000
        0.0110534194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RPM International Inc.
        549300TJCKW4BRXPJ474
        RPM INTERNATIONAL INC COMMON STOCK USD.01
        749685103
        
          
          
          
        
        326.0000000000
        NS
        USD
        30490.7800000000
        0.0037252013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc.
        RGUZHJ05YTITL6D76949
        RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01
        754730109
        
          
          
          
        
        4208.0000000000
        NS
        USD
        557938.7200000000
        0.0681659843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rayonier Inc
        HGV8VDVNL0W6SF2U9C50
        RAYONIER INC REIT
        754907103
        
          
          
          
        
        8259.0000000000
        NS
        USD
        315411.2100000000
        0.0385352635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corporation
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORP COMMON STOCK USD1.0
        75513E101
        
          
          
          
        
        22667.0000000000
        NS
        USD
        2010789.5700000000
        0.2456675714
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regal Beloit Corporation
        QH78R09VCJGQKPBPYU33
        REGAL BELOIT CORP COMMON STOCK USD.01
        758750103
        
          
          
          
        
        4847.0000000000
        NS
        USD
        689388.8100000000
        0.0842258569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals, Inc.
        549300RCBFWIRX3HYQ56
        REGENERON PHARMACEUTICALS COMMON STOCK USD.001
        75886F107
        
          
          
          
        
        2791.0000000000
        NS
        USD
        1402282.1300000000
        0.1713233699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regions Financial Corporation
        CW05CS5KW59QTC0DG824
        REGIONS FINANCIAL CORP COMMON STOCK USD.01
        7591EP100
        
          
          
          
        
        37643.0000000000
        NS
        USD
        881222.6300000000
        0.1076630924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co.
        549300E287ZOFT3C5Z56
        RELIANCE STEEL + ALUMINUM COMMON STOCK
        759509102
        
          
          
          
        
        6677.0000000000
        NS
        USD
        1122203.3900000000
        0.1371048396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic Services, Inc.
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SERVICES INC COMMON STOCK USD.01
        760759100
        
          
          
          
        
        369.0000000000
        NS
        USD
        40287.4200000000
        0.0049221026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ResMed Inc.
        529900T3QE5253CCXF22
        RESMED INC COMMON STOCK USD.004
        761152107
        
          
          
          
        
        1916.0000000000
        NS
        USD
        394408.6000000000
        0.0481867443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ringcentral Inc
        549300C8EH0H1614VE84
        RINGCENTRAL INC CLASS A COMMON STOCK USD.0001
        76680R206
        
          
          
          
        
        250.0000000000
        NS
        USD
        65617.5000000000
        0.0080167970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half Intl
        529900VPCUY9H3HLIC08
        ROBERT HALF INTL INC COMMON STOCK USD.001
        770323103
        
          
          
          
        
        15704.0000000000
        NS
        USD
        1394358.1600000000
        0.1703552614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rocket Companies Inc
        N/A
        ROCKET COS INC CLASS A COMMON STOCK USD.00001
        77311W101
        
          
          
          
        
        59410.0000000000
        NS
        USD
        1052151.1000000000
        0.1285462235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADT Inc
        N/A
        ADT INC COMMON STOCK USD.01
        00090Q103
        
          
          
          
        
        3047.0000000000
        NS
        USD
        31505.9800000000
        0.0038492330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Incorporated
        549300N0B7DOGLXWPP39
        AFLAC INC COMMON STOCK USD.1
        001055102
        
          
          
          
        
        5676.0000000000
        NS
        USD
        321715.6800000000
        0.0393055101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roku Inc
        549300KR6ITU0YIR1T71
        ROKU INC COMMON STOCK USD.0001
        77543R102
        
          
          
          
        
        2108.0000000000
        NS
        USD
        730864.6800000000
        0.0892931581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rollins Inc
        549300F2A0BXT4SGWD84
        ROLLINS INC COMMON STOCK USD1.0
        775711104
        
          
          
          
        
        127.0000000000
        NS
        USD
        4329.4300000000
        0.0005289467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agco Corporation
        LYOM0B2GCF1JWXK5ZG04
        AGCO CORP COMMON STOCK USD.01
        001084102
        
          
          
          
        
        11484.0000000000
        NS
        USD
        1589041.0800000000
        0.1941405847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agnc Investment Corp
        5TRACI5HRMELWV32OF39
        AGNC INVESTMENT CORP REIT USD.01
        00123Q104
        
          
          
          
        
        129817.0000000000
        NS
        USD
        2406807.1800000000
        0.2940508960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The AES Corporation
        2NUNNB7D43COUIRE5295
        AES CORP COMMON STOCK USD.01
        00130H105
        
          
          
          
        
        12945.0000000000
        NS
        USD
        328932.4500000000
        0.0401872167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT+T INC COMMON STOCK USD1.0
        00206R102
        
          
          
          
        
        136509.0000000000
        NS
        USD
        4017459.8700000000
        0.4908318722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        ABBOTT LABORATORIES COMMON STOCK
        002824100
        
          
          
          
        
        38130.0000000000
        NS
        USD
        4447864.5000000000
        0.5434164200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC COMMON STOCK USD.01
        00287Y109
        
          
          
          
        
        41858.0000000000
        NS
        USD
        4738325.6000000000
        0.5789034118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abiomed Inc
        5493001EZN4ZTB4Z5887
        ABIOMED INC COMMON STOCK USD.01
        003654100
        
          
          
          
        
        864.0000000000
        NS
        USD
        245877.1200000000
        0.0300399583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACADIA HEALTHCARE COMPANY, INC.
        5493005CW985Y9D0NC11
        ACADIA HEALTHCARE CO INC COMMON STOCK USD.01
        00404A109
        
          
          
          
        
        3396.0000000000
        NS
        USD
        218566.5600000000
        0.0267032994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryder System, Inc.
        ZXJ6Y2OSPZXIVGRILD15
        RYDER SYSTEM INC COMMON STOCK USD.5
        783549108
        
          
          
          
        
        18275.0000000000
        NS
        USD
        1494712.2500000000
        0.1826159902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S+P GLOBAL INC COMMON STOCK USD1.0
        78409V104
        
          
          
          
        
        3832.0000000000
        NS
        USD
        1454129.0400000000
        0.1776577495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACTIVISION BLIZZARD INC
        549300TPQQDBP9GNOF40
        ACTIVISION BLIZZARD INC COMMON STOCK USD.000001
        00507V109
        
          
          
          
        
        14281.0000000000
        NS
        USD
        1388827.2500000000
        0.1696795242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        ADOBE INC COMMON STOCK USD.0001
        00724F101
        
          
          
          
        
        9161.0000000000
        NS
        USD
        4622457.3800000000
        0.5647472491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEI Investment
        5LJTIFADGZ6XH1RVOC11
        SEI INVESTMENTS COMPANY COMMON STOCK USD.01
        784117103
        
          
          
          
        
        2183.0000000000
        NS
        USD
        138489.5200000000
        0.0169199127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ss&C Tech Hldgs
        529900POY8H7NPPNKK71
        SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01
        78467J100
        
          
          
          
        
        17167.0000000000
        NS
        USD
        1268126.2900000000
        0.1549329231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB FINANCIAL GROUP COMMON STOCK USD.001
        78486Q101
        
          
          
          
        
        544.0000000000
        NS
        USD
        317092.1600000000
        0.0387406330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sage Therapeutics Inc
        5493000JX4BJS9W6CN35
        SAGE THERAPEUTICS INC COMMON STOCK USD.0001
        78667J108
        
          
          
          
        
        1005.0000000000
        NS
        USD
        69948.0000000000
        0.0085458745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        SALESFORCE.COM INC COMMON STOCK USD.001
        79466L302
        
          
          
          
        
        13706.0000000000
        NS
        USD
        3263398.6000000000
        0.3987046782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santander Consumer USA Holdings Inc
        5493004SHNXEHHZ58X76
        SANTANDER CONSUMER USA HOLDI COMMON STOCK USD.01
        80283M101
        
          
          
          
        
        7451.0000000000
        NS
        USD
        282392.9000000000
        0.0345012621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        ADVANCED MICRO DEVICES COMMON STOCK USD.01
        007903107
        
          
          
          
        
        16940.0000000000
        NS
        USD
        1356555.2000000000
        0.1657366969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affiliated Managers Group, Inc.
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROUP COMMON STOCK USD.01
        008252108
        
          
          
          
        
        9849.0000000000
        NS
        USD
        1615236.0000000000
        0.1973409407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc.
        QUIX8Y7A2WP0XRMW7G29
        AGILENT TECHNOLOGIES INC COMMON STOCK USD.01
        00846U101
        
          
          
          
        
        9993.0000000000
        NS
        USD
        1380333.0900000000
        0.1686417529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alaska Air Group Incorporation
        529900G48RT4KWLC6C27
        ALASKA AIR GROUP INC COMMON STOCK USD.01
        011659109
        
          
          
          
        
        3665.0000000000
        NS
        USD
        253618.0000000000
        0.0309856979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein, Inc.
        VGO3WGL8H45T73F4RR92
        HENRY SCHEIN INC COMMON STOCK USD.01
        806407102
        
          
          
          
        
        6489.0000000000
        NS
        USD
        493423.5600000000
        0.0602838653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schlumberger Limited
        213800ZUA17OK3QLGM62
        SCHLUMBERGER LTD COMMON STOCK USD.01
        806857108
        
          
          
          
        
        21035.0000000000
        NS
        USD
        659026.5500000000
        0.0805163576
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Albertsons Companies Inc
        549300YKWOC0AOR16R51
        ALBERTSONS COS INC   CLASS A COMMON STOCK USD.01
        013091103
        
          
          
          
        
        43640.0000000000
        NS
        USD
        837451.6000000000
        0.1023153809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology I
        549300N5YSE0U3LCP840
        ALIGN TECHNOLOGY INC COMMON STOCK USD.0001
        016255101
        
          
          
          
        
        2189.0000000000
        NS
        USD
        1291838.3500000000
        0.1578299364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        ALLEGHANY CORP COMMON STOCK USD1.0
        017175100
        
          
          
          
        
        278.0000000000
        NS
        USD
        199206.4600000000
        0.0243379854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegro MicroSystems Inc
        N/A
        ALLEGRO MICROSYSTEMS INC COMMON STOCK USD.01
        01749D105
        
          
          
          
        
        4032.0000000000
        NS
        USD
        105678.7200000000
        0.0129112638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alliance Data Systems Corporation
        549300G8S4PO686J7H97
        ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01
        018581108
        
          
          
          
        
        11284.0000000000
        NS
        USD
        1365928.2000000000
        0.1668818401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alliant Energy Corporation
        5493009ML300G373MZ12
        ALLIANT ENERGY CORP COMMON STOCK USD.01
        018802108
        
          
          
          
        
        2020.0000000000
        NS
        USD
        115443.0000000000
        0.0141042115
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider National Inc
        529900V6GZ6G6E3BLV72
        SCHNEIDER NATIONAL INC CL B COMMON STOCK
        80689H102
        
          
          
          
        
        65391.0000000000
        NS
        USD
        1601425.5900000000
        0.1956536583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHWAB (CHARLES) CORP COMMON STOCK USD.01
        808513105
        
          
          
          
        
        1266.0000000000
        NS
        USD
        93494.1000000000
        0.0114226117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Allstate Corporation
        OBT0W1ED8G0NWVOLOJ77
        ALLSTATE CORP COMMON STOCK USD.01
        020002101
        
          
          
          
        
        8027.0000000000
        NS
        USD
        1096568.4700000000
        0.1339729014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ally Financial Inc.
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC COMMON STOCK USD.1
        02005N100
        
          
          
          
        
        20264.0000000000
        NS
        USD
        1108643.4400000000
        0.1354481570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        ALPHABET INC CL C COMMON STOCK USD.001
        02079K107
        
          
          
          
        
        5227.0000000000
        NS
        USD
        12605224.1200000000
        1.5400392175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        ALPHABET INC CL A COMMON STOCK USD.001
        02079K305
        
          
          
          
        
        5636.0000000000
        NS
        USD
        13283206.6000000000
        1.6228715098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altice Usa Incorporation
        54930064K3612MGCER95
        ALTICE USA INC  A COMMON STOCK USD.01
        02156K103
        
          
          
          
        
        2916.0000000000
        NS
        USD
        105150.9600000000
        0.0128467848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altria Group, Inc.
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC COMMON STOCK USD.333
        02209S103
        
          
          
          
        
        43219.0000000000
        NS
        USD
        2127239.1800000000
        0.2598947651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        AMAZON.COM INC COMMON STOCK USD.01
        023135106
        
          
          
          
        
        8390.0000000000
        NS
        USD
        27041557.3000000000
        3.3037935977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameren Corporation
        XRZQ5S7HYJFPHJ78L959
        AMEREN CORPORATION COMMON STOCK USD.01
        023608102
        
          
          
          
        
        275.0000000000
        NS
        USD
        23155.0000000000
        0.0028289547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Campus Communities, Inc.
        529900MR3ZXRO3W6UX26
        AMERICAN CAMPUS COMMUNITIES REIT USD.01
        024835100
        
          
          
          
        
        5661.0000000000
        NS
        USD
        266972.7600000000
        0.0326173114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Electric Power Co, Inc.
        1B4S6S7G0TW5EE83BO58
        AMERICAN ELECTRIC POWER COMMON STOCK USD6.5
        025537101
        
          
          
          
        
        7192.0000000000
        NS
        USD
        618512.0000000000
        0.0755665054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Company
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO COMMON STOCK USD.2
        025816109
        
          
          
          
        
        4557.0000000000
        NS
        USD
        729712.4100000000
        0.0891523799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        AMERICAN HOMES 4 RENT  A REIT USD.01
        02665T306
        
          
          
          
        
        23937.0000000000
        NS
        USD
        911281.5900000000
        0.1113355362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5
        026874784
        
          
          
          
        
        8828.0000000000
        NS
        USD
        466471.5200000000
        0.0569910085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corporation
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP REIT USD.01
        03027X100
        
          
          
          
        
        5724.0000000000
        NS
        USD
        1462253.0400000000
        0.1786502966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Water Works Company, Inc.
        549300DXHIJQMD5WFW18
        AMERICAN WATER WORKS CO INC COMMON STOCK USD.01
        030420103
        
          
          
          
        
        7833.0000000000
        NS
        USD
        1214271.6600000000
        0.1483532509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial, Inc.
        6ZLKQF7QB6JAEKQS5388
        AMERIPRISE FINANCIAL INC COMMON STOCK USD.01
        03076C106
        
          
          
          
        
        4498.0000000000
        NS
        USD
        1168760.3200000000
        0.1427929176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Science Applications International Corporation New
        549300LZPNZIXQGZPZ48
        SCIENCE APPLICATIONS INTE COMMON STOCK USD.0001
        808625107
        
          
          
          
        
        1125.0000000000
        NS
        USD
        101092.5000000000
        0.0123509438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seaboard Corp Del
        87Q3KOXT29OW9W9YPT70
        SEABOARD CORP COMMON STOCK USD1.0
        811543107
        
          
          
          
        
        32.0000000000
        NS
        USD
        117280.0000000000
        0.0143286464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen Inc.
        62QBXGPJ34PQ72Z12S66
        AMGEN INC COMMON STOCK USD.0001
        031162100
        
          
          
          
        
        14955.0000000000
        NS
        USD
        3558392.7000000000
        0.4347454878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc.
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES INC COMMON STOCK USD.167
        032654105
        
          
          
          
        
        5558.0000000000
        NS
        USD
        914846.8000000000
        0.1117711146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        SEAGEN INC COMMON STOCK USD.001
        81181C104
        
          
          
          
        
        2085.0000000000
        NS
        USD
        323904.7500000000
        0.0395729590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sealed Air Corporation
        Q0M0CZB4YN6JZ65WXI09
        SEALED AIR CORP COMMON STOCK USD.1
        81211K100
        
          
          
          
        
        10545.0000000000
        NS
        USD
        599588.7000000000
        0.0732545573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anaplan Inc
        N/A
        ANAPLAN INC COMMON STOCK USD.0001
        03272L108
        
          
          
          
        
        4251.0000000000
        NS
        USD
        218969.0100000000
        0.0267524686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Annaly Capital Management, Inc.
        2DTL0G3FPRYUT58TI025
        ANNALY CAPITAL MANAGEMENT IN REIT USD.01
        035710409
        
          
          
          
        
        27650.0000000000
        NS
        USD
        256315.5000000000
        0.0313152641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ansys Inc
        549300VJV8H15Z5FJ571
        ANSYS INC COMMON STOCK USD.01
        03662Q105
        
          
          
          
        
        453.0000000000
        NS
        USD
        153086.8200000000
        0.0187033332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        ANTHEM INC COMMON STOCK USD.01
        036752103
        
          
          
          
        
        4775.0000000000
        NS
        USD
        1901500.5000000000
        0.2323152143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antero Midstream Corporation
        N/A
        ANTERO MIDSTREAM CORP COMMON STOCK
        03676B102
        
          
          
          
        
        20371.0000000000
        NS
        USD
        195561.6000000000
        0.0238926758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apa Corporation
        N/A
        APA CORP COMMON STOCK USD.625
        03743Q108
        
          
          
          
        
        33840.0000000000
        NS
        USD
        703872.0000000000
        0.0859953360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apartment Investment and Management Company
        549300O8FT5GJ4RU1D57
        APARTMENT INVT + MGMT CO  A REIT USD.01
        03748R747
        
          
          
          
        
        2908.0000000000
        NS
        USD
        20501.4000000000
        0.0025047520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        APPLE INC COMMON STOCK USD.00001
        037833100
        
          
          
          
        
        318705.0000000000
        NS
        USD
        39713830.0500000000
        4.8520244601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY COMMON STOCK
        816851109
        
          
          
          
        
        5157.0000000000
        NS
        USD
        698721.9300000000
        0.0853661279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Servicenow Inc
        549300HJTQM36M0E1G39
        SERVICENOW INC COMMON STOCK USD.001
        81762P102
        
          
          
          
        
        4318.0000000000
        NS
        USD
        2046213.8400000000
        0.2499955202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Sherwin-Williams Company
        Z15BMIOX8DDH0X2OBP21
        SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.0
        824348106
        
          
          
          
        
        1951.0000000000
        NS
        USD
        553167.0300000000
        0.0675830046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        SIMON PROPERTY GROUP INC REIT USD.0001
        828806109
        
          
          
          
        
        5289.0000000000
        NS
        USD
        679583.6100000000
        0.0830279098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Hospitality Reit Inc
        549300EVZAR0FBZO4F16
        APPLE HOSPITALITY REIT INC REIT NPV
        03784Y200
        
          
          
          
        
        6901.0000000000
        NS
        USD
        109518.8700000000
        0.0133804328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc.
        41BNNE1AFPNAZELZ6K07
        APPLIED MATERIALS INC COMMON STOCK USD.01
        038222105
        
          
          
          
        
        16353.0000000000
        NS
        USD
        2258839.8900000000
        0.2759730397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aramark
        549300MR6PG2DWZUIL39
        ARAMARK COMMON STOCK USD.01
        03852U106
        
          
          
          
        
        4510.0000000000
        NS
        USD
        168448.5000000000
        0.0205801415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Company
        549300LO13MQ9HYSTR83
        ARCHER DANIELS MIDLAND CO COMMON STOCK
        039483102
        
          
          
          
        
        35819.0000000000
        NS
        USD
        2383038.0700000000
        0.2911469126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        SKYWORKS SOLUTIONS INC COMMON STOCK USD.25
        83088M102
        
          
          
          
        
        7628.0000000000
        NS
        USD
        1296760.0000000000
        0.1584312375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smith(Ao)Corp
        549300XG4US7UJNECY36
        SMITH (A.O.) CORP COMMON STOCK USD1.0
        831865209
        
          
          
          
        
        4036.0000000000
        NS
        USD
        286838.5200000000
        0.0350444043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap-On Incorporated
        HHWAT5TDOYZMM26KKQ73
        SNAP ON INC COMMON STOCK USD1.0
        833034101
        
          
          
          
        
        593.0000000000
        NS
        USD
        150989.6600000000
        0.0184471133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Company
        549300FC3G3YU2FBZD92
        SOUTHERN CO/THE COMMON STOCK USD5.0
        842587107
        
          
          
          
        
        22732.0000000000
        NS
        USD
        1453029.4400000000
        0.1775234062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Array Technologies Inc
        N/A
        ARRAY TECHNOLOGIES INC COMMON STOCK USD.001
        04271T100
        
          
          
          
        
        18151.0000000000
        NS
        USD
        295861.3000000000
        0.0361467595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrow Electronics, Inc.
        549300YNNLBXT8N8R512
        ARROW ELECTRONICS INC COMMON STOCK USD1.0
        042735100
        
          
          
          
        
        17482.0000000000
        NS
        USD
        2103609.0600000000
        0.2570077628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        ASHLAND GLOBAL HOLDINGS INC COMMON STOCK
        044186104
        
          
          
          
        
        3518.0000000000
        NS
        USD
        333647.1200000000
        0.0407632300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aspen Technology, Inc.
        529900B0MZWTVFG7CB96
        ASPEN TECHNOLOGY INC COMMON STOCK USD.1
        045327103
        
          
          
          
        
        2000.0000000000
        NS
        USD
        272940.0000000000
        0.0333463570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Associated Banc-Corp
        549300N3CIN473IW5094
        ASSOCIATED BANC CORP COMMON STOCK USD.01
        045487105
        
          
          
          
        
        16072.0000000000
        NS
        USD
        369495.2800000000
        0.0451429674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assurant Inc.
        H3F39CAXWQRVWURFXL38
        ASSURANT INC COMMON STOCK USD.01
        04621X108
        
          
          
          
        
        1209.0000000000
        NS
        USD
        194830.3500000000
        0.0238033356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC COMMON STOCK USD.01
        052769106
        
          
          
          
        
        4128.0000000000
        NS
        USD
        1180030.0800000000
        0.1441697969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing, Inc.
        HGBOLILQXWER4SAL2I23
        AUTOMATIC DATA PROCESSING COMMON STOCK USD.1
        053015103
        
          
          
          
        
        8369.0000000000
        NS
        USD
        1640491.3800000000
        0.2004265087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spectrum Brands Holdings Inc
        549300JM0MJETDD30O20
        SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01
        84790A105
        
          
          
          
        
        20965.0000000000
        NS
        USD
        1863578.8500000000
        0.2276821488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sprouts Farmers Markets Inc
        529900P8F4G77Q52XE24
        SPROUTS FARMERS MARKET INC COMMON STOCK USD.001
        85208M102
        
          
          
          
        
        27181.0000000000
        NS
        USD
        723014.6000000000
        0.0883340771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoNation, Inc.
        N/A
        AUTONATION INC COMMON STOCK USD.01
        05329W102
        
          
          
          
        
        15797.0000000000
        NS
        USD
        1613347.6100000000
        0.1971102273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avangrid Inc
        549300OX0Q38NLSKPB49
        AVANGRID INC COMMON STOCK USD.01
        05351W103
        
          
          
          
        
        1120.0000000000
        NS
        USD
        59001.6000000000
        0.0072085016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Square Inc
        549300OHIIUWSTIZME52
        SQUARE INC   A COMMON STOCK USD.000001
        852234103
        
          
          
          
        
        8592.0000000000
        NS
        USD
        1911891.8400000000
        0.2335847729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Black & Decker, Inc.
        549300DJ09SMTO561131
        STANLEY BLACK + DECKER INC COMMON STOCK USD2.5
        854502101
        
          
          
          
        
        2214.0000000000
        NS
        USD
        479995.2000000000
        0.0586432597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVANTOR INC
        5493003VM0XB4U8YD238
        AVANTOR INC COMMON STOCK USD.01
        05352A100
        
          
          
          
        
        37238.0000000000
        NS
        USD
        1197201.7000000000
        0.1462677341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avery Dennison Corporation
        549300PW7VPFCYKLIV37
        AVERY DENNISON CORP COMMON STOCK USD1.0
        053611109
        
          
          
          
        
        2483.0000000000
        NS
        USD
        547575.9900000000
        0.0668999211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avnet, Inc.
        XJI53DCPL7QABOWK4Z75
        AVNET INC COMMON STOCK USD1.0
        053807103
        
          
          
          
        
        32296.0000000000
        NS
        USD
        1422961.7600000000
        0.1738498970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOK Financial Corp
        GRI2NT5QHYW751NMR949
        BOK FINANCIAL CORPORATION COMMON STOCK USD.00006
        05561Q201
        
          
          
          
        
        605.0000000000
        NS
        USD
        55079.2000000000
        0.0067292836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BWX Technologies Inc
        549300NP85N265KWMS58
        BWX TECHNOLOGIES INC COMMON STOCK USD.01
        05605H100
        
          
          
          
        
        11310.0000000000
        NS
        USD
        707327.4000000000
        0.0864174984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ball Corporation
        0BGI85ALH27ZJP15DY16
        BALL CORP COMMON STOCK
        058498106
        
          
          
          
        
        976.0000000000
        NS
        USD
        80188.1600000000
        0.0097969628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP COMMON STOCK USD.001
        855244109
        
          
          
          
        
        22881.0000000000
        NS
        USD
        2605688.2800000000
        0.3183491306
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST INC REIT USD.01
        85571B105
        
          
          
          
        
        14499.0000000000
        NS
        USD
        368129.6100000000
        0.0449761171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP COMMON STOCK USD.01
        060505104
        
          
          
          
        
        127049.0000000000
        NS
        USD
        5385607.1100000000
        0.6579848228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OZK
        549300VYK2WBD7SST478
        BANK OZK COMMON STOCK
        06417N103
        
          
          
          
        
        5180.0000000000
        NS
        USD
        221237.8000000000
        0.0270296573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Steel Dynamics, Inc.
        549300HGGKEL4FYTTQ83
        STEEL DYNAMICS INC COMMON STOCK USD.005
        858119100
        
          
          
          
        
        14891.0000000000
        NS
        USD
        929645.1300000000
        0.1135790959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stericycle, Inc.
        B8PTJH2P0AXSWSMP2136
        STERICYCLE INC COMMON STOCK USD.01
        858912108
        
          
          
          
        
        9492.0000000000
        NS
        USD
        745691.5200000000
        0.0911046225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        BAXTER INTERNATIONAL INC COMMON STOCK USD1.0
        071813109
        
          
          
          
        
        2520.0000000000
        NS
        USD
        206942.4000000000
        0.0252831214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton, Dickinson and Company
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON AND CO COMMON STOCK USD1.0
        075887109
        
          
          
          
        
        4566.0000000000
        NS
        USD
        1104469.7400000000
        0.1349382366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        W.R. Berkley Corporation
        SQOAGCLKBDWNVYV1OV80
        WR BERKLEY CORP COMMON STOCK USD.2
        084423102
        
          
          
          
        
        1421.0000000000
        NS
        USD
        110823.7900000000
        0.0135398610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc.
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033
        084670702
        
          
          
          
        
        32455.0000000000
        NS
        USD
        9393775.2000000000
        1.1476814748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berry Global Group Inc
        549300G6KKUMMXM8NH73
        BERRY GLOBAL GROUP INC COMMON STOCK USD.01
        08579W103
        
          
          
          
        
        399.0000000000
        NS
        USD
        27215.7900000000
        0.0033250804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BEST BUY INC
        HL5XPTVRV0O8TUN5LL90
        BEST BUY CO INC COMMON STOCK USD.1
        086516101
        
          
          
          
        
        4505.0000000000
        NS
        USD
        523661.2000000000
        0.0639781393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corporation
        5493002F0SC4JTBU5137
        STRYKER CORP COMMON STOCK USD.1
        863667101
        
          
          
          
        
        5918.0000000000
        NS
        USD
        1510687.8600000000
        0.1845678052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        SYNOPSYS INC COMMON STOCK USD.01
        871607107
        
          
          
          
        
        4599.0000000000
        NS
        USD
        1169709.6600000000
        0.1429089029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        BIOGEN INC COMMON STOCK USD.0005
        09062X103
        
          
          
          
        
        3009.0000000000
        NS
        USD
        804847.3200000000
        0.0983319634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Techne Corp
        54930073RLKQ51TILZ35
        BIO TECHNE CORP COMMON STOCK USD.01
        09073M104
        
          
          
          
        
        76.0000000000
        NS
        USD
        31451.0800000000
        0.0038425256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synovus Financial Corp.
        549300EIUS8UN5JTLE54
        SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0
        87161C501
        
          
          
          
        
        5538.0000000000
        NS
        USD
        272026.5600000000
        0.0332347578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synnex Corporation
        5493004HI6PFLF46NS53
        SYNNEX CORP COMMON STOCK USD.001
        87162W100
        
          
          
          
        
        823.0000000000
        NS
        USD
        104191.8000000000
        0.0127295998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BLACKROCK INC COMMON STOCK USD.01
        09247X101
        
          
          
          
        
        2864.0000000000
        NS
        USD
        2511842.5600000000
        0.3068835598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Block(H&R)Inc
        549300CE3KUCWLZBG404
        H+R BLOCK INC COMMON STOCK
        093671105
        
          
          
          
        
        21859.0000000000
        NS
        USD
        542540.3800000000
        0.0662846971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL COMMON STOCK USD.001
        87165B103
        
          
          
          
        
        20418.0000000000
        NS
        USD
        968017.3800000000
        0.1182672132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Syneos Health Inc
        549300F1ZGKDS8P6GU13
        SYNEOS HEALTH INC COMMON STOCK USD.01
        87166B102
        
          
          
          
        
        11012.0000000000
        NS
        USD
        967954.8000000000
        0.1182595675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysco Corporation
        5RGWIFLMGH3YS7KWI652
        SYSCO CORP COMMON STOCK USD1.0
        871829107
        
          
          
          
        
        5958.0000000000
        NS
        USD
        482598.0000000000
        0.0589612560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The TJX Companies Inc.
        V167QI9I69W364E2DY52
        TJX COMPANIES INC COMMON STOCK USD1.0
        872540109
        
          
          
          
        
        4909.0000000000
        NS
        USD
        331553.8600000000
        0.0405074866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO/THE COMMON STOCK USD5.0
        097023105
        
          
          
          
        
        6744.0000000000
        NS
        USD
        1665902.8800000000
        0.2035311505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        BOOKING HOLDINGS INC COMMON STOCK USD.008
        09857L108
        
          
          
          
        
        295.0000000000
        NS
        USD
        696657.2500000000
        0.0851138763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T MOBILE US INC COMMON STOCK USD.0001
        872590104
        
          
          
          
        
        3458.0000000000
        NS
        USD
        489134.1000000000
        0.0597598019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc.
        BOMSTHHJK882EWYX3334
        TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01
        874054109
        
          
          
          
        
        2142.0000000000
        NS
        USD
        397469.5200000000
        0.0485607112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Hldg Corp
        529900JPV47PIUWMA015
        BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01
        099502106
        
          
          
          
        
        6621.0000000000
        NS
        USD
        562321.5300000000
        0.0687014527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Beer Co Inc
        529900Q02MQ0DCQNRM58
        BOSTON BEER COMPANY INC A COMMON STOCK USD.01
        100557107
        
          
          
          
        
        659.0000000000
        NS
        USD
        697327.4400000000
        0.0851957565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corporation
        8WDDFXB5T1Z6J0XC1L66
        TARGET CORP COMMON STOCK USD.0833
        87612E106
        
          
          
          
        
        12383.0000000000
        NS
        USD
        2809950.3600000000
        0.3433047848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Targa Resources Co
        5493003QENHHS261UR94
        TARGA RESOURCES CORP COMMON STOCK USD.001
        87612G101
        
          
          
          
        
        18137.0000000000
        NS
        USD
        704803.8200000000
        0.0861091809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corporation
        Y6ZDD9FP4P8JSSJMW954
        BOSTON SCIENTIFIC CORP COMMON STOCK USD.01
        101137107
        
          
          
          
        
        9577.0000000000
        NS
        USD
        407501.3500000000
        0.0497863469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brandywine Realty Trust
        5UZ46ZCYUFYYAC0DS831
        BRANDYWINE REALTY TRUST REIT USD.01
        105368203
        
          
          
          
        
        13.0000000000
        NS
        USD
        182.7800000000
        0.0000223311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teleflex Incorporated
        UUL85LWXB4NGSWWXIQ25
        TELEFLEX INC COMMON STOCK USD1.0
        879369106
        
          
          
          
        
        6.0000000000
        NS
        USD
        2413.1400000000
        0.0002948246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telephone and Data Systems Inc.
        N/A
        TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01
        879433829
        
          
          
          
        
        15225.0000000000
        NS
        USD
        391587.0000000000
        0.0478420162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brighthouse Financial Inc.
        5493003T8SZSHOGGAW52
        BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01
        10922N103
        
          
          
          
        
        5460.0000000000
        NS
        USD
        265683.6000000000
        0.0324598087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO GOVT MM SELECT CLASS  3802
        N/A
        WELLS FARGO GOVT MM SELECT CLASS  3802
        976RXG000
        
          
          
        
        25537774.3500000000
        NS
        USD
        25537774.3500000000
        3.1200693976
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tempur Sealy International Inc
        549300HFEKVR3US71V91
        TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01
        88023U101
        
          
          
          
        
        2716.0000000000
        NS
        USD
        104566.0000000000
        0.0127753175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradata Corp
        549300JU9SOUHV4U4R71
        TERADATA CORP COMMON STOCK USD.01
        88076W103
        
          
          
          
        
        34440.0000000000
        NS
        USD
        1648642.8000000000
        0.2014224058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
        549300UF4R84F48NCH34
        S+P500 EMINI FUT  JUN21 XCME 20210618
        000000000
        
          
          
        
        149.0000000000
        NC
        USD
        -11742.6900000000
        -0.0014346594
        N/A
        DE
        CORP
        GB
        N
        
        1
        
          
            
              Chicago Mercantile Exchange Holdings Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S+P 500 INDEX INDEX
                S+P 500 INDEX
                
                  
                  
                
              
            
            2021-06-18
            31319622.6900000000
            USD
            -11742.6900000000
          
        
        
          N
          N
          N
        
      
      
        Teradyne Inc.
        C3X4YJ278QNZHRJULN75
        TERADYNE INC COMMON STOCK USD.125
        880770102
        
          
          
          
        
        4202.0000000000
        NS
        USD
        556134.7000000000
        0.0679455788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        TESLA INC COMMON STOCK USD.001
        88160R101
        
          
          
          
        
        13135.0000000000
        NS
        USD
        8212264.7000000000
        1.0033308081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Instruments Incorporated
        WDJNR2L6D8RWOEB8T652
        TEXAS INSTRUMENTS INC COMMON STOCK USD1.0
        882508104
        
          
          
          
        
        20933.0000000000
        NS
        USD
        3973502.0600000000
        0.4854613409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Textron Inc.
        3PPKBHUG1HD6BO7RNR87
        TEXTRON INC COMMON STOCK USD.125
        883203101
        
          
          
          
        
        12540.0000000000
        NS
        USD
        858613.8000000000
        0.1049008659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Trade Desk Inc
        549300GXPD31VT3E0P46
        TRADE DESK INC/THE  CLASS A COMMON STOCK
        88339J105
        
          
          
          
        
        119.0000000000
        NS
        USD
        69988.6600000000
        0.0085508421
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0
        883556102
        
          
          
          
        
        8293.0000000000
        NS
        USD
        3893563.5000000000
        0.4756948729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thor Industries
        254900XZO1228PDSG060
        THOR INDUSTRIES INC COMMON STOCK USD.1
        885160101
        
          
          
          
        
        1545.0000000000
        NS
        USD
        190035.0000000000
        0.0232174652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Company
        LUZQVYP4VS22CLWDAR65
        3M CO COMMON STOCK USD.01
        88579Y101
        
          
          
          
        
        13584.0000000000
        NS
        USD
        2758095.3600000000
        0.3369694168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Timken Company
        B0I35MLPFXZSE70ASS73
        TIMKEN CO COMMON STOCK
        887389104
        
          
          
          
        
        7062.0000000000
        NS
        USD
        624633.9000000000
        0.0763144466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        TRACTOR SUPPLY COMPANY COMMON STOCK USD.008
        892356106
        
          
          
          
        
        1349.0000000000
        NS
        USD
        245113.3000000000
        0.0299466389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Transdigm Gp Inc
        549300EQD0ZXRSMG3549
        TRANSDIGM GROUP INC COMMON STOCK USD.01
        893641100
        
          
          
          
        
        641.0000000000
        NS
        USD
        415906.4400000000
        0.0508132360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travel Plus Leisure Co
        T4VNTWMFQ7JQB65L7T35
        TRAVEL   LEISURE CO COMMON STOCK USD.01
        894164102
        
          
          
          
        
        12892.0000000000
        NS
        USD
        839913.8000000000
        0.1026161994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travelers Companies, Inc.
        549300Y650407RU8B149
        TRAVELERS COS INC/THE COMMON STOCK NPV
        89417E109
        
          
          
          
        
        7394.0000000000
        NS
        USD
        1180821.8000000000
        0.1442665250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TreeHouse Foods, Inc.
        5493007M7EVHE470Q576
        TREEHOUSE FOODS INC COMMON STOCK USD.01
        89469A104
        
          
          
          
        
        1124.0000000000
        NS
        USD
        54750.0400000000
        0.0066890686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corporation
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP COMMON STOCK USD5.0
        89832Q109
        
          
          
          
        
        17992.0000000000
        NS
        USD
        1111545.7600000000
        0.1358027470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        TWILIO INC   A COMMON STOCK USD.001
        90138F102
        
          
          
          
        
        701.0000000000
        NS
        USD
        235536.0000000000
        0.0287765353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        TWITTER INC COMMON STOCK USD.000005
        90184L102
        
          
          
          
        
        4209.0000000000
        NS
        USD
        244122.0000000000
        0.0298255271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        2U Inc
        5493008RVTXVR43PYF84
        2U INC COMMON STOCK USD.001
        90214J101
        
          
          
          
        
        5571.0000000000
        NS
        USD
        202895.8200000000
        0.0247887318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyler Technologies
        25490040SMU4Z8LBCW70
        TYLER TECHNOLOGIES INC COMMON STOCK USD.01
        902252105
        
          
          
          
        
        897.0000000000
        NS
        USD
        361634.5200000000
        0.0441825816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyson Foods, Inc.
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC CL A COMMON STOCK USD.1
        902494103
        
          
          
          
        
        16919.0000000000
        NS
        USD
        1345060.5000000000
        0.1643323356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        UGI CORP COMMON STOCK
        902681105
        
          
          
          
        
        31891.0000000000
        NS
        USD
        1468580.5500000000
        0.1794233581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP COMMON STOCK USD.01
        902973304
        
          
          
          
        
        18201.0000000000
        NS
        USD
        1106256.7800000000
        0.1351565676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ubiquiti Inc
        N/A
        UBIQUITI INC COMMON STOCK USD.001
        90353W103
        
          
          
          
        
        178.0000000000
        NS
        USD
        53670.5600000000
        0.0065571835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Umpqua Holdings Co
        5299002ENJ7CY215BW86
        UMPQUA HOLDINGS CORP COMMON STOCK
        904214103
        
          
          
          
        
        26728.0000000000
        NS
        USD
        509970.2400000000
        0.0623054507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333
        904311107
        
          
          
          
        
        2925.0000000000
        NS
        USD
        66046.5000000000
        0.0080692100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corporation
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORP COMMON STOCK USD2.5
        907818108
        
          
          
          
        
        9194.0000000000
        NS
        USD
        2066167.6200000000
        0.2524333669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE CL B COMMON STOCK USD.01
        911312106
        
          
          
          
        
        12617.0000000000
        NS
        USD
        2707608.2000000000
        0.3308011642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Rentals, Inc.
        5323X5O7RN0NKFCDRY08
        UNITED RENTALS INC COMMON STOCK USD.01
        911363109
        
          
          
          
        
        388.0000000000
        NS
        USD
        129576.4800000000
        0.0158309649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Cellular Corporation
        N/A
        US CELLULAR CORP COMMON STOCK USD1.0
        911684108
        
          
          
          
        
        9612.0000000000
        NS
        USD
        362853.0000000000
        0.0443314490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Us Foods Holding Corporation
        549300UGOZSO64CFPR97
        US FOODS HOLDING CORP COMMON STOCK USD.01
        912008109
        
          
          
          
        
        803.0000000000
        NS
        USD
        31268.8200000000
        0.0038202581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Therapeutics Corporation
        5299005C4HZL4UWROC14
        UNITED THERAPEUTICS CORP COMMON STOCK USD.01
        91307C102
        
          
          
          
        
        7689.0000000000
        NS
        USD
        1429385.1000000000
        0.1746346665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        UNITEDHEALTH GROUP INC COMMON STOCK USD.01
        91324P102
        
          
          
          
        
        17552.0000000000
        NS
        USD
        7230019.8400000000
        0.8833253571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Univar Solutions Usa Inc
        549300VSXHFQVR770L55
        UNIVAR SOLUTIONS INC COMMON STOCK USD.01
        91336L107
        
          
          
          
        
        3264.0000000000
        NS
        USD
        88421.7600000000
        0.0108029002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Health Services, Inc.
        549300YGMGQDO0NMJD09
        UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01
        913903100
        
          
          
          
        
        1103.0000000000
        NS
        USD
        176071.8900000000
        0.0215115267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        UNUM GROUP COMMON STOCK USD.1
        91529Y106
        
          
          
          
        
        31817.0000000000
        NS
        USD
        985372.4900000000
        0.1203875682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vail Resorts, Inc.
        529900PSZHRNU9HKH870
        VAIL RESORTS INC COMMON STOCK USD.01
        91879Q109
        
          
          
          
        
        997.0000000000
        NS
        USD
        325899.3600000000
        0.0398166499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valero Energy Corporation
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP COMMON STOCK USD.01
        91913Y100
        
          
          
          
        
        9874.0000000000
        NS
        USD
        793869.6000000000
        0.0969907640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        VALVOLINE INC COMMON STOCK USD.01
        92047W101
        
          
          
          
        
        1021.0000000000
        NS
        USD
        33693.0000000000
        0.0041164315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veeva Systems Inc
        549300YZEXPDB92M2F02
        VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001
        922475108
        
          
          
          
        
        4086.0000000000
        NS
        USD
        1190415.2400000000
        0.1454386005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ventas Inc.
        ORQTRC074CWLT3DKHT41
        VENTAS INC REIT USD.25
        92276F100
        
          
          
          
        
        11700.0000000000
        NS
        USD
        648765.0000000000
        0.0792626560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vereit Incorporation
        5493002H54FNIBW75H44
        VEREIT INC REIT USD.01
        92339V308
        
          
          
          
        
        14992.0000000000
        NS
        USD
        713169.4400000000
        0.0871312478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verisign, Inc.
        LMPL4N8ZOJRMF0KOF759
        VERISIGN INC COMMON STOCK USD.001
        92343E102
        
          
          
          
        
        1632.0000000000
        NS
        USD
        358909.4400000000
        0.0438496458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications Inc.
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC COMMON STOCK USD.1
        92343V104
        
          
          
          
        
        79050.0000000000
        NS
        USD
        4465534.5000000000
        0.5455752466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Incorporated
        54930015RAQRRZ5ZGJ91
        VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01
        92532F100
        
          
          
          
        
        3958.0000000000
        NS
        USD
        825757.5400000000
        0.1008866628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertiv Holdings Co
        549300KTTIRAOGXCRV69
        VERTIV HOLDINGS CO COMMON STOCK USD.0001
        92537N108
        
          
          
          
        
        46482.0000000000
        NS
        USD
        1153683.2400000000
        0.1409508801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC   CLASS A COMMON STOCK USD.001
        92556H107
        
          
          
          
        
        13173.0000000000
        NS
        USD
        613071.4200000000
        0.0749018043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        VIACOMCBS INC   CLASS B COMMON STOCK USD.001
        92556H206
        
          
          
          
        
        26997.0000000000
        NS
        USD
        1145212.7400000000
        0.1399159995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        VIATRIS INC COMMON STOCK
        92556V106
        
          
          
          
        
        23706.0000000000
        NS
        USD
        361279.4400000000
        0.0441391998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES INC
        254900RKH6RY9KCJQH63
        VICI PROPERTIES INC REIT USD.01
        925652109
        
          
          
          
        
        25768.0000000000
        NS
        USD
        802157.8400000000
        0.0980033771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vimeo Inc
        N/A
        VIMEO INC COMMON STOCK USD.01
        92719V100
        
          
          
          
        
        3334.6690000000
        NS
        USD
        140056.1000000000
        0.0171113091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtu Financial Inc
        5493001OPW2K42CH3884
        VIRTU FINANCIAL INC CLASS A COMMON STOCK USD.00001
        928254101
        
          
          
          
        
        30770.0000000000
        NS
        USD
        936946.5000000000
        0.1144711384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        VISA INC CLASS A SHARES COMMON STOCK USD.0001
        92826C839
        
          
          
          
        
        28087.0000000000
        NS
        USD
        6384175.1000000000
        0.7799845470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMWARE INC CLASS A COMMON STOCK USD.01
        928563402
        
          
          
          
        
        1606.0000000000
        NS
        USD
        253571.3400000000
        0.0309799972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vontier Corporation
        N/A
        VONTIER CORP COMMON STOCK USD.0001
        928881101
        
          
          
          
        
        24148.0000000000
        NS
        USD
        847111.8400000000
        0.1034956176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wec Energy Group Incorporation
        549300IGLYTZUK3PVP70
        WEC ENERGY GROUP INC COMMON STOCK USD.01
        92939U106
        
          
          
          
        
        1217.0000000000
        NS
        USD
        114288.4700000000
        0.0139631572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        WALMART INC COMMON STOCK USD.1
        931142103
        
          
          
          
        
        27227.0000000000
        NS
        USD
        3867050.8100000000
        0.4724556935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance, Inc.
        549300RPTUOIXG4LIH86
        WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01
        931427108
        
          
          
          
        
        4028.0000000000
        NS
        USD
        212114.4800000000
        0.0259150186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Management, Inc.
        549300YX8JIID70NFS41
        WASTE MANAGEMENT INC COMMON STOCK USD.01
        94106L109
        
          
          
          
        
        6463.0000000000
        NS
        USD
        909214.8400000000
        0.1110830317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waters Corporation
        5T547R1474YC9HOD8Q74
        WATERS CORP COMMON STOCK USD.01
        941848103
        
          
          
          
        
        3363.0000000000
        NS
        USD
        1083726.7500000000
        0.1324039684
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watsco Inc
        549300F1Y3LN5BX5WN75
        WATSCO INC COMMON STOCK USD.5
        942622200
        
          
          
          
        
        972.0000000000
        NS
        USD
        283240.8000000000
        0.0346048540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        WAYFAIR INC  CLASS A COMMON STOCK USD.001
        94419L101
        
          
          
          
        
        1241.0000000000
        NS
        USD
        380416.1400000000
        0.0464772200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Webster Financial Corporation
        KMRURHT0VWKYS6Z5KU67
        WEBSTER FINANCIAL CORP COMMON STOCK USD.01
        947890109
        
          
          
          
        
        1767.0000000000
        NS
        USD
        100153.5600000000
        0.0122362291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC REIT USD1.0
        95040Q104
        
          
          
          
        
        7424.0000000000
        NS
        USD
        555092.4800000000
        0.0678182459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Wendys Company
        529900M0JIUCMWVKHG76
        WENDY S CO/THE COMMON STOCK USD.1
        95058W100
        
          
          
          
        
        20993.0000000000
        NS
        USD
        487457.4600000000
        0.0595549590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services Incorporated
        5493007NKRGM1RJQ1P16
        WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25
        955306105
        
          
          
          
        
        3370.0000000000
        NS
        USD
        1171108.7000000000
        0.1430798301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        WESTERN DIGITAL CORP COMMON STOCK USD.01
        958102105
        
          
          
          
        
        2097.0000000000
        NS
        USD
        157757.3100000000
        0.0192739488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Western Union Company
        28ID94QU1140NC23S047
        WESTERN UNION CO COMMON STOCK USD.01
        959802109
        
          
          
          
        
        52955.0000000000
        NS
        USD
        1295808.8500000000
        0.1583150310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westlake Chemical Corporation
        GOXNEVUM0LL78B1OS344
        WESTLAKE CHEMICAL CORP COMMON STOCK USD.01
        960413102
        
          
          
          
        
        3791.0000000000
        NS
        USD
        382398.1700000000
        0.0467193739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Company
        HLYYNH7UQUORYSJQCN42
        BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1
        110122108
        
          
          
          
        
        53430.0000000000
        NS
        USD
        3511419.6000000000
        0.4290065644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brixmor Property Group Inc
        5299007UXW6Y0W2EGZ95
        BRIXMOR PROPERTY GROUP INC REIT USD.01
        11120U105
        
          
          
          
        
        8442.0000000000
        NS
        USD
        191717.8200000000
        0.0234230632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions Inc.
        549300KZDJZQ2YIHRC28
        BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK USD.01
        11133T103
        
          
          
          
        
        6981.0000000000
        NS
        USD
        1113329.8800000000
        0.1360207213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        BROADCOM INC COMMON STOCK
        11135F101
        
          
          
          
        
        7645.0000000000
        NS
        USD
        3610962.8500000000
        0.4411682291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Property REIT Inc.
        549300K1JD1LDRNBET48
        BROOKFIELD PROPERTY REIT I A REIT USD.01
        11282X103
        
          
          
          
        
        102584.0000000000
        NS
        USD
        1922424.1600000000
        0.2348715557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown-Forman Corporation
        549300873K3LXF7ARU34
        BROWN FORMAN CORP CLASS A COMMON STOCK USD.15
        115637100
        
          
          
          
        
        559.0000000000
        NS
        USD
        41925.0000000000
        0.0051221734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown-Forman Corporation
        549300873K3LXF7ARU34
        BROWN FORMAN CORP CLASS B COMMON STOCK USD.15
        115637209
        
          
          
          
        
        3169.0000000000
        NS
        USD
        254660.8400000000
        0.0311131065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bruker Corporation
        LEBZ6VLQ6I8XB1NHVY15
        BRUKER CORP COMMON STOCK USD.01
        116794108
        
          
          
          
        
        3351.0000000000
        NS
        USD
        232693.4400000000
        0.0284292465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brunswick Corporation
        YM4O38W15AX4YLLQKU27
        BRUNSWICK CORP COMMON STOCK USD.75
        117043109
        
          
          
          
        
        4615.0000000000
        NS
        USD
        471791.4500000000
        0.0576409692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        CBOE GLOBAL MARKETS INC COMMON STOCK
        12503M108
        
          
          
          
        
        1529.0000000000
        NS
        USD
        170177.7000000000
        0.0207914060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CBRE Group
        52990016II9MJ2OSWA10
        CBRE GROUP INC   A COMMON STOCK USD.01
        12504L109
        
          
          
          
        
        12204.0000000000
        NS
        USD
        1071267.1200000000
        0.1308817171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK GLOBAL INC COMMON STOCK USD.01
        12508E101
        
          
          
          
        
        2539.0000000000
        NS
        USD
        132891.2600000000
        0.0162359471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDW Corp
        9845001B052ABF0B6755
        CDW CORP/DE COMMON STOCK USD.01
        12514G108
        
          
          
          
        
        3488.0000000000
        NS
        USD
        576984.9600000000
        0.0704929526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CH Robinson Worldw
        529900WNWN5L0OVDHA79
        C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1
        12541W209
        
          
          
          
        
        9157.0000000000
        NS
        USD
        888412.1400000000
        0.1085414685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cigna Corporation
        549300VIWYMSIGT1U456
        CIGNA CORP COMMON STOCK USD.01
        125523100
        
          
          
          
        
        6714.0000000000
        NS
        USD
        1737918.9000000000
        0.2123296847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNA Financial Corporation
        549300YX2GSZD7YG1R84
        CNA FINANCIAL CORP COMMON STOCK USD2.5
        126117100
        
          
          
          
        
        481.0000000000
        NS
        USD
        22996.6100000000
        0.0028096035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSX Corporation
        549300JVQR4N1MMP3Q88
        CSX CORP COMMON STOCK USD1.0
        126408103
        
          
          
          
        
        9069.0000000000
        NS
        USD
        907988.2800000000
        0.1109331771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS HEALTH CORP COMMON STOCK USD.01
        126650100
        
          
          
          
        
        30022.0000000000
        NS
        USD
        2595101.6800000000
        0.3170557162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Corporation
        K05C0SER542GQ6VLRO68
        CABOT CORP COMMON STOCK USD1.0
        127055101
        
          
          
          
        
        22048.0000000000
        NS
        USD
        1401811.8400000000
        0.1712659123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CACI International Inc.
        SYRPI2D1O9WRTS2WX210
        CACI INTERNATIONAL INC  CL A COMMON STOCK USD.1
        127190304
        
          
          
          
        
        1149.0000000000
        NS
        USD
        292949.0400000000
        0.0357909551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems, Inc.
        GCT7RXJOGLXPV0NXZY22
        CADENCE DESIGN SYS INC COMMON STOCK USD.01
        127387108
        
          
          
          
        
        8666.0000000000
        NS
        USD
        1100495.3400000000
        0.1344526655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        CAMDEN PROPERTY TRUST REIT USD.01
        133131102
        
          
          
          
        
        4859.0000000000
        NS
        USD
        609221.4200000000
        0.0744314318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Campbell Soup Company
        5493007JDSMX8Z5Z1902
        CAMPBELL SOUP CO COMMON STOCK USD.0375
        134429109
        
          
          
          
        
        4024.0000000000
        NS
        USD
        195848.0800000000
        0.0239276764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital One Financial Corporation
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01
        14040H105
        
          
          
          
        
        2236.0000000000
        NS
        USD
        359504.0800000000
        0.0439222958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlisle Companies Incorporated
        XR64VGX1ZPX6G7ZN7Z11
        CARLISLE COS INC COMMON STOCK USD1.0
        142339100
        
          
          
          
        
        3054.0000000000
        NS
        USD
        587345.2800000000
        0.0717587214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlyle Group Inc
        529900NGGVF94UK6PG95
        CARLYLE GROUP INC/THE COMMON STOCK USD1.0
        14316J108
        
          
          
          
        
        8097.0000000000
        NS
        USD
        353353.0800000000
        0.0431707993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corporation
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP COMMON STOCK USD.01
        14448C104
        
          
          
          
        
        8052.0000000000
        NS
        USD
        369828.3600000000
        0.0451836614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caseys Gen Stores
        549300CAFWSI86V66Q65
        CASEY S GENERAL STORES INC COMMON STOCK NPV
        147528103
        
          
          
          
        
        1951.0000000000
        NS
        USD
        430858.8400000000
        0.0526400407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalent Inc
        N/A
        CATALENT INC COMMON STOCK USD.01
        148806102
        
          
          
          
        
        6041.0000000000
        NS
        USD
        633278.0300000000
        0.0773705404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        CATERPILLAR INC COMMON STOCK USD1.0
        149123101
        
          
          
          
        
        11417.0000000000
        NS
        USD
        2752410.3600000000
        0.3362748537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Celanese Corporation
        549300FHJQTDPPN41627
        CELANESE CORP COMMON STOCK USD.0001
        150870103
        
          
          
          
        
        2020.0000000000
        NS
        USD
        334209.0000000000
        0.0408318775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP COMMON STOCK USD.001
        15135B101
        
          
          
          
        
        1037.0000000000
        NS
        USD
        76323.2000000000
        0.0093247625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centerpoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC COMMON STOCK USD.01
        15189T107
        
          
          
          
        
        57941.0000000000
        NS
        USD
        1465907.3000000000
        0.1790967546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        CERIDIAN HCM HOLDING INC COMMON STOCK USD.01
        15677J108
        
          
          
          
        
        1303.0000000000
        NS
        USD
        116566.3800000000
        0.0142414601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        CERNER CORP COMMON STOCK USD.01
        156782104
        
          
          
          
        
        23503.0000000000
        NS
        USD
        1839109.7500000000
        0.2246926444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Change Healthcare Inc
        549300GS1BPJEDOZHM07
        CHANGE HEALTHCARE INC COMMON STOCK USD.001
        15912K100
        
          
          
          
        
        37855.0000000000
        NS
        USD
        887321.2000000000
        0.1084081833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        CHARLES RIVER LABORATORIES COMMON STOCK USD.01
        159864107
        
          
          
          
        
        2420.0000000000
        NS
        USD
        817935.8000000000
        0.0999310443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications, Inc.
        0J0XRGZE3PBRFEZ7MV65
        CHARTER COMMUNICATIONS INC A COMMON STOCK USD.001
        16119P108
        
          
          
          
        
        2035.0000000000
        NS
        USD
        1413368.5500000000
        0.1726778497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Chemours Company LLC
        549300M1BOLNXL8DOV14
        CHEMOURS CO/THE COMMON STOCK
        163851108
        
          
          
          
        
        33966.0000000000
        NS
        USD
        1220398.3800000000
        0.1491017810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corporation
        N/A
        CHEVRON CORP COMMON STOCK USD.75
        166764100
        
          
          
          
        
        31629.0000000000
        NS
        USD
        3282773.9100000000
        0.4010718505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chipotle Mexican G
        N/A
        CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01
        169656105
        
          
          
          
        
        977.0000000000
        NS
        USD
        1340424.4600000000
        0.1637659289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Choice Hotels International, Inc.
        5493003CYRY5RFGTIR97
        CHOICE HOTELS INTL INC COMMON STOCK USD.01
        169905106
        
          
          
          
        
        583.0000000000
        NS
        USD
        70490.5300000000
        0.0086121579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Church & Dwight Co., Inc.
        POOXSI30AWAQGYJZC921
        CHURCH + DWIGHT CO INC COMMON STOCK USD1.0
        171340102
        
          
          
          
        
        855.0000000000
        NS
        USD
        73299.1500000000
        0.0089553002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ciena Corporation
        W0CZ7N0GH8UIGXDM1H41
        CIENA CORP COMMON STOCK USD.01
        171779309
        
          
          
          
        
        2056.0000000000
        NS
        USD
        108700.7200000000
        0.0132804756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cimarex Energy Corporation
        11KYOFXPU1C4CQL1CL44
        CIMAREX ENERGY CO COMMON STOCK USD.01
        171798101
        
          
          
          
        
        16733.0000000000
        NS
        USD
        1133660.7500000000
        0.1385046389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cirrus Logic, Inc.
        549300NKSJEM5ZZSSV18
        CIRRUS LOGIC INC COMMON STOCK USD.001
        172755100
        
          
          
          
        
        323.0000000000
        NS
        USD
        25216.6100000000
        0.0030808312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems, Inc.
        N/A
        CISCO SYSTEMS INC COMMON STOCK USD.001
        17275R102
        
          
          
          
        
        75024.0000000000
        NS
        USD
        3968769.6000000000
        0.4848831541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cintas Corporation
        N/A
        CINTAS CORP COMMON STOCK
        172908105
        
          
          
          
        
        2184.0000000000
        NS
        USD
        772131.3600000000
        0.0943349015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC COMMON STOCK USD.01
        172967424
        
          
          
          
        
        31978.0000000000
        NS
        USD
        2516988.3800000000
        0.3075122488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GROUP COMMON STOCK USD.01
        174610105
        
          
          
          
        
        15458.0000000000
        NS
        USD
        771354.2000000000
        0.0942399522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citrix Systems Inc.
        HCTKJGUQOPZ5NBK7NP58
        CITRIX SYSTEMS INC COMMON STOCK USD.001
        177376100
        
          
          
          
        
        3163.0000000000
        NS
        USD
        363618.4800000000
        0.0444249713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clean Harbors, Inc.
        5493000SJVZVZJKHJF48
        CLEAN HARBORS INC COMMON STOCK USD.01
        184496107
        
          
          
          
        
        5091.0000000000
        NS
        USD
        473972.1000000000
        0.0579073894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Clorox Company
        54930044KVSC06Z79I06
        CLOROX COMPANY COMMON STOCK USD1.0
        189054109
        
          
          
          
        
        965.0000000000
        NS
        USD
        170544.4500000000
        0.0208362135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Coca-Cola Company
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO/THE COMMON STOCK USD.25
        191216100
        
          
          
          
        
        66544.0000000000
        NS
        USD
        3679217.7600000000
        0.4495072508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cognizant Technolo
        5493006IEVQEFQO40L83
        COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01
        192446102
        
          
          
          
        
        19422.0000000000
        NS
        USD
        1389838.3200000000
        0.1698030514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Company
        YMEGZFW4SBUSS5BQXF88
        COLGATE PALMOLIVE CO COMMON STOCK USD1.0
        194162103
        
          
          
          
        
        15870.0000000000
        NS
        USD
        1329588.6000000000
        0.1624420611
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corporation
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP CLASS A COMMON STOCK USD.01
        20030N101
        
          
          
          
        
        89692.0000000000
        NS
        USD
        5142939.2800000000
        0.6283369585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comerica Incorporated
        I9Q57JVPWHHZ3ZGBW498
        COMERICA INC COMMON STOCK USD5.0
        200340107
        
          
          
          
        
        2994.0000000000
        NS
        USD
        234999.0600000000
        0.0287109349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CommScope Holdings Co Inc
        254900AW4CEPCQWSRI58
        COMMSCOPE HOLDING CO INC COMMON STOCK USD.01
        20337X109
        
          
          
          
        
        86029.0000000000
        NS
        USD
        1747248.9900000000
        0.2134695854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        CONAGRA BRANDS INC COMMON STOCK USD5.0
        205887102
        
          
          
          
        
        11450.0000000000
        NS
        USD
        436245.0000000000
        0.0532980931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Concentrix Corporation
        N/A
        CONCENTRIX CORP COMMON STOCK
        20602D101
        
          
          
          
        
        8268.0000000000
        NS
        USD
        1262688.9600000000
        0.1542686191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        CONOCOPHILLIPS COMMON STOCK USD.01
        20825C104
        
          
          
          
        
        13242.0000000000
        NS
        USD
        738109.0800000000
        0.0901782403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Consolidated Edison, Inc.
        54930033SBW53OO8T749
        CONSOLIDATED EDISON INC COMMON STOCK USD.1
        209115104
        
          
          
          
        
        1027.0000000000
        NS
        USD
        79325.4800000000
        0.0096915651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        CONSTELLATION BRANDS INC A COMMON STOCK USD.01
        21036P108
        
          
          
          
        
        4943.0000000000
        NS
        USD
        1184935.9600000000
        0.1447691712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Cooper Companies, Inc.
        QJKMVPIGLH7530PCUE20
        COOPER COS INC/THE COMMON STOCK USD.1
        216648402
        
          
          
          
        
        933.0000000000
        NS
        USD
        367088.8500000000
        0.0448489626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coresite Realty C
        549300H0YYORITFM2B74
        CORESITE REALTY CORP REIT USD.01
        21870Q105
        
          
          
          
        
        360.0000000000
        NS
        USD
        43650.0000000000
        0.0053329248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corporate Office Properties Trust
        YY1J47X6LF9TYY8JY420
        CORPORATE OFFICE PROPERTIES REIT USD.01
        22002T108
        
          
          
          
        
        10432.0000000000
        NS
        USD
        287923.2000000000
        0.0351769247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        CORTEVA INC COMMON STOCK USD.01
        22052L104
        
          
          
          
        
        16339.0000000000
        NS
        USD
        743424.5000000000
        0.0908276501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corporation
        29DX7H14B9S6O3FD6V18
        COSTCO WHOLESALE CORP COMMON STOCK USD.005
        22160K105
        
          
          
          
        
        8386.0000000000
        NS
        USD
        3172172.2200000000
        0.3875591245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        CROWDSTRIKE HOLDINGS INC   A COMMON STOCK
        22788C105
        
          
          
          
        
        3183.0000000000
        NS
        USD
        707103.4500000000
        0.0863901374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP REIT USD.01
        22822V101
        
          
          
          
        
        4542.0000000000
        NS
        USD
        860709.0000000000
        0.1051568463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Holdings Inc
        NYLWZIOY8PUNIT4JOE22
        CROWN HOLDINGS INC COMMON STOCK USD5.0
        228368106
        
          
          
          
        
        5926.0000000000
        NS
        USD
        611800.2400000000
        0.0747464983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CubeSmart L.P.
        549300MPHKO3I3FJRA97
        CUBESMART REIT USD.01
        229663109
        
          
          
          
        
        11252.0000000000
        NS
        USD
        492725.0800000000
        0.0601985288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc.
        ZUNI8PYC725B6H8JU438
        CUMMINS INC COMMON STOCK USD2.5
        231021106
        
          
          
          
        
        4882.0000000000
        NS
        USD
        1256040.9600000000
        0.1534564018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Curtiss-Wright Cp
        TEL51ETZWP7D0ZM4X325
        CURTISS WRIGHT CORP COMMON STOCK USD1.0
        231561101
        
          
          
          
        
        3971.0000000000
        NS
        USD
        497645.7200000000
        0.0607997064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DTE Energy Company
        549300IX8SD6XXD71I78
        DTE ENERGY COMPANY COMMON STOCK
        233331107
        
          
          
          
        
        8677.0000000000
        NS
        USD
        1197339.2300000000
        0.1462845367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DXC Technology Company
        549300DOVZ3EDJB7O259
        DXC TECHNOLOGY CO COMMON STOCK USD.01
        23355L106
        
          
          
          
        
        60601.0000000000
        NS
        USD
        2297989.9200000000
        0.2807561821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corporation
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORP COMMON STOCK USD.01
        235851102
        
          
          
          
        
        10897.0000000000
        NS
        USD
        2791157.5800000000
        0.3410087829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darden Restaurants, Inc.
        CY1NFSCCB5GUXC7WZC70
        DARDEN RESTAURANTS INC COMMON STOCK
        237194105
        
          
          
          
        
        6232.0000000000
        NS
        USD
        892609.3600000000
        0.1090542625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Datto Holding Corp
        N/A
        DATTO HOLDING CORP COMMON STOCK USD.001
        23821D100
        
          
          
          
        
        20709.0000000000
        NS
        USD
        557900.4600000000
        0.0681613099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DAVITA INC COMMON STOCK USD.001
        23918K108
        
          
          
          
        
        3252.0000000000
        NS
        USD
        390467.6400000000
        0.0477052588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Company
        PWFTNG3EI0Y73OXWDH08
        DEERE + CO COMMON STOCK USD1.0
        244199105
        
          
          
          
        
        5210.0000000000
        NS
        USD
        1881331.0000000000
        0.2298510121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA INC
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA INC COMMON STOCK USD.01
        24906P109
        
          
          
          
        
        12212.0000000000
        NS
        USD
        817227.0400000000
        0.0998444517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corporation
        54930042348RKR3ZPN35
        DEVON ENERGY CORP COMMON STOCK USD.1
        25179M103
        
          
          
          
        
        29941.0000000000
        NS
        USD
        795232.9600000000
        0.0971573321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods, Inc.
        529900SSBV5I4LWSK313
        DICK S SPORTING GOODS INC COMMON STOCK USD.01
        253393102
        
          
          
          
        
        12744.0000000000
        NS
        USD
        1242922.3200000000
        0.1518536362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walt Disney Company
        549300GZKULIZ0WOW665
        WALT DISNEY CO/THE COMMON STOCK USD.01
        254687106
        
          
          
          
        
        35235.0000000000
        NS
        USD
        6294732.7500000000
        0.7690569566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01
        254709108
        
          
          
          
        
        3491.0000000000
        NS
        USD
        409354.6600000000
        0.0500127744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discovery INC
        5493006ZCRFWKF6B1K26
        DISCOVERY INC   A COMMON STOCK USD.01
        25470F104
        
          
          
          
        
        3297.0000000000
        NS
        USD
        105866.6700000000
        0.0129342265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH Network Corporation
        529900U350CWHH15G169
        DISH NETWORK CORP A COMMON STOCK USD.01
        25470M109
        
          
          
          
        
        1422.0000000000
        NS
        USD
        61885.4400000000
        0.0075608338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Docusign Inc
        549300Q7PVDWRZ39JG09
        DOCUSIGN INC COMMON STOCK USD.0001
        256163106
        
          
          
          
        
        4441.0000000000
        NS
        USD
        895394.4200000000
        0.1093945263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar General Corporation
        OPX52SQVOZI8IVSWYU66
        DOLLAR GENERAL CORP COMMON STOCK USD.875
        256677105
        
          
          
          
        
        2642.0000000000
        NS
        USD
        536220.3200000000
        0.0655125458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        DOLLAR TREE INC COMMON STOCK USD.01
        256746108
        
          
          
          
        
        1980.0000000000
        NS
        USD
        193050.0000000000
        0.0235858219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC COMMON STOCK
        25746U109
        
          
          
          
        
        11879.0000000000
        NS
        USD
        904467.0600000000
        0.1105029732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominos Pizza Inc
        25490005ZWM1IF9UXU57
        DOMINO S PIZZA INC COMMON STOCK USD.01
        25754A201
        
          
          
          
        
        2735.0000000000
        NS
        USD
        1167489.4500000000
        0.1426376494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Donaldson Co Inc
        OZE6KXY9QQPR8EJ8WL20
        DONALDSON CO INC COMMON STOCK USD5.0
        257651109
        
          
          
          
        
        7300.0000000000
        NS
        USD
        449607.0000000000
        0.0549305911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dover Corporation
        549300FMC2ALGA7N9E80
        DOVER CORP COMMON STOCK USD1.0
        260003108
        
          
          
          
        
        1233.0000000000
        NS
        USD
        185566.5000000000
        0.0226715277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        DOW INC COMMON STOCK USD.01
        260557103
        
          
          
          
        
        18742.0000000000
        NS
        USD
        1282327.6400000000
        0.1566679685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        DROPBOX INC CLASS A COMMON STOCK USD.00001
        26210C104
        
          
          
          
        
        29963.0000000000
        NS
        USD
        819488.0500000000
        0.1001206899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP COMMON STOCK USD.001
        26441C204
        
          
          
          
        
        15149.0000000000
        NS
        USD
        1518232.7800000000
        0.1854896034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC COMMON STOCK USD.01
        26614N102
        
          
          
          
        
        4999.0000000000
        NS
        USD
        422865.4100000000
        0.0516634460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources, Inc.
        XWTZDRYZPBUHIQBKDB46
        EOG RESOURCES INC COMMON STOCK USD.01
        26875P101
        
          
          
          
        
        2297.0000000000
        NS
        USD
        184540.9800000000
        0.0225462351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Materials Inc.
        529900KRXRGXL61SG039
        EAGLE MATERIALS INC COMMON STOCK USD.01
        26969P108
        
          
          
          
        
        2563.0000000000
        NS
        USD
        376145.8800000000
        0.0459555024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastman Chemical Company
        FDPVHDGJ1IQZFK9KH630
        EASTMAN CHEMICAL CO COMMON STOCK USD.01
        277432100
        
          
          
          
        
        5503.0000000000
        NS
        USD
        690076.2000000000
        0.0843098386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eBay Inc.
        OML71K8X303XQONU6T67
        EBAY INC COMMON STOCK USD.001
        278642103
        
          
          
          
        
        15854.0000000000
        NS
        USD
        965191.5200000000
        0.1179219647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL COMMON STOCK
        281020107
        
          
          
          
        
        9411.0000000000
        NS
        USD
        525792.5700000000
        0.0642385387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corporation
        YA13X31F3V31L8TMPR58
        EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0
        28176E108
        
          
          
          
        
        6901.0000000000
        NS
        USD
        661805.9000000000
        0.0808559238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc.
        549300O7A67PUEYKDL45
        ELECTRONIC ARTS INC COMMON STOCK USD.01
        285512109
        
          
          
          
        
        4588.0000000000
        NS
        USD
        655762.8400000000
        0.0801176148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co.
        FGLT0EWZSUIRRITFOA30
        EMERSON ELECTRIC CO COMMON STOCK USD.5
        291011104
        
          
          
          
        
        4629.0000000000
        NS
        USD
        442949.0100000000
        0.0541171534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        ENERGIZER HOLDINGS INC COMMON STOCK
        29272W109
        
          
          
          
        
        21493.0000000000
        NS
        USD
        989537.7200000000
        0.1208964538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entegris Inc
        IYX6OWO7BT5DKO3BYG52
        ENTEGRIS INC COMMON STOCK USD.01
        29362U104
        
          
          
          
        
        1148.0000000000
        NS
        USD
        131388.6000000000
        0.0160523601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entergy Corporation
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP COMMON STOCK USD.01
        29364G103
        
          
          
          
        
        1894.0000000000
        NS
        USD
        199362.4400000000
        0.0243570422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Epam Sys Inc
        549300XCR4R530HJP604
        EPAM SYSTEMS INC COMMON STOCK USD.001
        29414B104
        
          
          
          
        
        2186.0000000000
        NS
        USD
        1044033.6000000000
        0.1275544705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Envista Holdings Corporation
        549300BX623VURJZ5269
        ENVISTA HOLDINGS CORP COMMON STOCK USD.01
        29415F104
        
          
          
          
        
        32396.0000000000
        NS
        USD
        1413761.4400000000
        0.1727258509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        EQUINIX INC REIT USD.001
        29444U700
        
          
          
          
        
        604.0000000000
        NS
        USD
        444978.8800000000
        0.0543651521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        EQUITABLE HOLDINGS INC COMMON STOCK USD.01
        29452E101
        
          
          
          
        
        3162.0000000000
        NS
        USD
        100393.5000000000
        0.0122655437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity Lifestyle Properties Inc
        529900PEQG66LENB6798
        EQUITY LIFESTYLE PROPERTIES REIT USD.01
        29472R108
        
          
          
          
        
        762.0000000000
        NS
        USD
        53995.3200000000
        0.0065968609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Erie Indemnity Co
        549300WA5KP94KRUFZ80
        ERIE INDEMNITY COMPANY CL A COMMON STOCK
        29530P102
        
          
          
          
        
        3417.0000000000
        NS
        USD
        687261.2100000000
        0.0839659181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        ESSENTIAL UTILITIES INC COMMON STOCK USD.5
        29670G102
        
          
          
          
        
        2065.0000000000
        NS
        USD
        98707.0000000000
        0.0120594961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Euronet Worldwide, Inc.
        YG3575C4DSHJPA5KET68
        EURONET WORLDWIDE INC COMMON STOCK USD.02
        298736109
        
          
          
          
        
        4565.0000000000
        NS
        USD
        683106.6000000000
        0.0834583300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evercore Inc
        529900P6KLPT95DW3W58
        EVERCORE INC   A COMMON STOCK USD.01
        29977A105
        
          
          
          
        
        13527.0000000000
        NS
        USD
        1973048.2200000000
        0.2410565340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        EVERGY INC COMMON STOCK
        30034W106
        
          
          
          
        
        5382.0000000000
        NS
        USD
        333630.1800000000
        0.0407611603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY COMMON STOCK USD5.0
        30040W108
        
          
          
          
        
        5315.0000000000
        NS
        USD
        431524.8500000000
        0.0527214103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corporation
        3SOUA6IRML7435B56G12
        EXELON CORP COMMON STOCK
        30161N101
        
          
          
          
        
        19207.0000000000
        NS
        USD
        866619.8400000000
        0.1058790012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXELIXIS, INC.
        254900PJQB59O2O95R37
        EXELIXIS INC COMMON STOCK USD.001
        30161Q104
        
          
          
          
        
        15643.0000000000
        NS
        USD
        352749.6500000000
        0.0430970755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Expedtrs Intl Wash
        984500B055A804AB6E40
        EXPEDITORS INTL WASH INC COMMON STOCK USD.01
        302130109
        
          
          
          
        
        5807.0000000000
        NS
        USD
        729881.8300000000
        0.0891730787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc.
        529900SDJHKRQWED6A16
        EXTRA SPACE STORAGE INC REIT USD.01
        30225T102
        
          
          
          
        
        2556.0000000000
        NS
        USD
        382914.3600000000
        0.0467824392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corporation
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP COMMON STOCK
        30231G102
        
          
          
          
        
        74993.0000000000
        NS
        USD
        4377341.4100000000
        0.5348002840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Facebook, Inc.
        BQ4BKCS1HXDV9HN80Z93
        FACEBOOK INC CLASS A COMMON STOCK USD.000006
        30303M102
        
          
          
          
        
        46757.0000000000
        NS
        USD
        15370428.6100000000
        1.8778771900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fair Isaac Corporation
        RI6HET5SJUEY30V1PS26
        FAIR ISAAC CORP COMMON STOCK USD.01
        303250104
        
          
          
          
        
        1027.0000000000
        NS
        USD
        519723.6200000000
        0.0634970667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corporation
        549300E707U7WNPZN687
        FEDEX CORP COMMON STOCK USD.1
        31428X106
        
          
          
          
        
        3541.0000000000
        NS
        USD
        1114742.2100000000
        0.1361932723
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFO SERV COMMON STOCK USD.01
        31620M106
        
          
          
          
        
        2566.0000000000
        NS
        USD
        382282.6800000000
        0.0467052639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANCORP COMMON STOCK
        316773100
        
          
          
          
        
        17045.0000000000
        NS
        USD
        718276.3000000000
        0.0877551768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FireEye Inc
        549300E9D2UJUFLLY524
        FIREEYE INC COMMON STOCK USD.0001
        31816Q101
        
          
          
          
        
        28305.0000000000
        NS
        USD
        633182.8500000000
        0.0773589118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First American Financial Corporation
        549300B6VEZK3N0A1P55
        FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001
        31847R102
        
          
          
          
        
        12651.0000000000
        NS
        USD
        813585.8100000000
        0.0993995856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Horizon Corporation
        TF3RXI1ZB1TQ30H9JV10
        FIRST HORIZON CORP COMMON STOCK USD.625
        320517105
        
          
          
          
        
        14686.0000000000
        NS
        USD
        280062.0200000000
        0.0342164875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Solar Inc
        549300NPYMLM4NHTOF27
        FIRST SOLAR INC COMMON STOCK USD.001
        336433107
        
          
          
          
        
        6196.0000000000
        NS
        USD
        471577.5600000000
        0.0576148373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FiServ Inc.
        GI7UBEJLXYLGR2C7GV83
        FISERV INC COMMON STOCK USD.01
        337738108
        
          
          
          
        
        941.0000000000
        NS
        USD
        108403.2000000000
        0.0132441262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FIRSTENERGY CORP COMMON STOCK USD.1
        337932107
        
          
          
          
        
        7090.0000000000
        NS
        USD
        268781.9000000000
        0.0328383425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Five9 Inc
        254900MXP6EWY0SFFR59
        FIVE9 INC COMMON STOCK USD.001
        338307101
        
          
          
          
        
        2979.0000000000
        NS
        USD
        527580.9000000000
        0.0644570274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fleetcor Technolo
        549300DG6RR0NQSFLN74
        FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001
        339041105
        
          
          
          
        
        1601.0000000000
        NS
        USD
        439378.4400000000
        0.0536809201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowers Foods, Inc.
        7YNCQQNDK8FBM9BBTK25
        FLOWERS FOODS INC COMMON STOCK USD.01
        343498101
        
          
          
          
        
        6714.0000000000
        NS
        USD
        161740.2600000000
        0.0197605644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Foot Locker, Inc.
        549300X383CBNP6MTV94
        FOOT LOCKER INC COMMON STOCK USD.01
        344849104
        
          
          
          
        
        20225.0000000000
        NS
        USD
        1280040.2500000000
        0.1563885074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO COMMON STOCK USD.01
        345370860
        
          
          
          
        
        137761.0000000000
        NS
        USD
        2001667.3300000000
        0.2445530646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        FORTINET INC COMMON STOCK USD.001
        34959E109
        
          
          
          
        
        4534.0000000000
        NS
        USD
        990860.3600000000
        0.1210580470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security Inc
        54930032LHW54PQUJD44
        FORTUNE BRANDS HOME + SECURI COMMON STOCK USD.01
        34964C106
        
          
          
          
        
        1010.0000000000
        NS
        USD
        104191.6000000000
        0.0127295753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corporation
        549300DDU6FDRBIELS05
        FOX CORP   CLASS A COMMON STOCK USD.01
        35137L105
        
          
          
          
        
        11807.0000000000
        NS
        USD
        440991.4500000000
        0.0538779891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Resources
        RIFQSET379FOGTEFKS80
        FRANKLIN RESOURCES INC COMMON STOCK USD.1
        354613101
        
          
          
          
        
        20587.0000000000
        NS
        USD
        704281.2700000000
        0.0860453385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        FREEPORT MCMORAN INC COMMON STOCK USD.1
        35671D857
        
          
          
          
        
        41350.0000000000
        NS
        USD
        1766472.0000000000
        0.2158181505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRONTDOOR INC
        5493008RB0JZJI3QGZ06
        FRONTDOOR INC COMMON STOCK USD.01
        35905A109
        
          
          
          
        
        6118.0000000000
        NS
        USD
        328536.6000000000
        0.0401388538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gaming and Leisure Properties Inc
        5493006GWRDBCZYWTM57
        GAMING AND LEISURE PROPERTIE REIT
        36467J108
        
          
          
          
        
        4549.0000000000
        NS
        USD
        210891.6400000000
        0.0257656185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Gap, Inc.
        T2ZG1WRWZ4BUCMQL9224
        GAP INC/THE COMMON STOCK USD.05
        364760108
        
          
          
          
        
        4805.0000000000
        NS
        USD
        160727.2500000000
        0.0196368003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner Incorporation
        PP55B5R38BFB8O8HH686
        GARTNER INC COMMON STOCK USD.0005
        366651107
        
          
          
          
        
        4965.0000000000
        NS
        USD
        1151085.6000000000
        0.1406335143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Dynamics Corporation
        9C1X8XOOTYY2FNYTVH06
        GENERAL DYNAMICS CORP COMMON STOCK USD1.0
        369550108
        
          
          
          
        
        8684.0000000000
        NS
        USD
        1649178.4400000000
        0.2014878474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO COMMON STOCK USD.06
        369604103
        
          
          
          
        
        173218.0000000000
        NS
        USD
        2435445.0800000000
        0.2975497222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC COMMON STOCK USD.1
        370334104
        
          
          
          
        
        5589.0000000000
        NS
        USD
        351324.5400000000
        0.0429229631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Company
        54930070NSV60J38I987
        GENERAL MOTORS CO COMMON STOCK USD.01
        37045V100
        
          
          
          
        
        27904.0000000000
        NS
        USD
        1654986.2400000000
        0.2021974135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        GENUINE PARTS CO COMMON STOCK USD1.0
        372460105
        
          
          
          
        
        3451.0000000000
        NS
        USD
        452495.1200000000
        0.0552834463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC COMMON STOCK USD.001
        375558103
        
          
          
          
        
        36873.0000000000
        NS
        USD
        2437674.0300000000
        0.2978220435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globus Med Inc
        5299003M2P4CIK0RF205
        GLOBUS MEDICAL INC   A COMMON STOCK USD.001
        379577208
        
          
          
          
        
        6721.0000000000
        NS
        USD
        484315.2600000000
        0.0591710617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Godaddy Inc
        549300J8H1TB0I2CB447
        GODADDY INC   CLASS A COMMON STOCK USD.001
        380237107
        
          
          
          
        
        3313.0000000000
        NS
        USD
        268220.4800000000
        0.0327697512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GoHealth Inc
        N/A
        GOHEALTH INC CLASS A COMMON STOCK
        38046W105
        
          
          
          
        
        873.0000000000
        NS
        USD
        9926.0100000000
        0.0012127071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC COMMON STOCK USD.01
        38141G104
        
          
          
          
        
        6076.0000000000
        NS
        USD
        2260393.5200000000
        0.2761628540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graftech Intl Ltd
        549300GY32W00XP57351
        GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01
        384313508
        
          
          
          
        
        20100.0000000000
        NS
        USD
        266928.0000000000
        0.0326118429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graham Holdings Co
        529900BOSCEEEMAFQJ29
        GRAHAM HOLDINGS CO CLASS B COMMON STOCK USD1.0
        384637104
        
          
          
          
        
        1531.0000000000
        NS
        USD
        1014348.7400000000
        0.1239277323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Grainger W W Inc
        549300TWZSP6O1IH2V34
        WW GRAINGER INC COMMON STOCK USD.5
        384802104
        
          
          
          
        
        8.0000000000
        NS
        USD
        3697.2800000000
        0.0004517140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Graphic Packaging Holding Company
        N/A
        GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01
        388689101
        
          
          
          
        
        12390.0000000000
        NS
        USD
        219055.2000000000
        0.0267629989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA HEALTHCARE INC COMMON STOCK USD.01
        40412C101
        
          
          
          
        
        5348.0000000000
        NS
        USD
        1148696.9200000000
        0.1403416781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP INC COMMON STOCK USD.01
        40434L105
        
          
          
          
        
        39368.0000000000
        NS
        USD
        1150726.6400000000
        0.1405896585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haemonetics Corp
        549300ZEL6TXZS6F5F95
        HAEMONETICS CORP/MASS COMMON STOCK USD.01
        405024100
        
          
          
          
        
        982.0000000000
        NS
        USD
        55443.7200000000
        0.0067738187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hain Celestial Grp
        5493000S8QXWHLIXDP75
        HAIN CELESTIAL GROUP INC COMMON STOCK USD.01
        405217100
        
          
          
          
        
        20265.0000000000
        NS
        USD
        826001.4000000000
        0.1009164564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Company
        ENYF8GB5SMQZ25S06U51
        HALLIBURTON CO COMMON STOCK USD2.5
        406216101
        
          
          
          
        
        3486.0000000000
        NS
        USD
        78260.7000000000
        0.0095614759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanesbrands Inc.
        GX5LWVWZLL5S4W1L2F20
        HANESBRANDS INC COMMON STOCK USD.01
        410345102
        
          
          
          
        
        35211.0000000000
        NS
        USD
        688022.9400000000
        0.0840589822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Hanover Insurance Group, Inc.
        JJYR6MFKFF6CF8DBZ078
        HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01
        410867105
        
          
          
          
        
        4075.0000000000
        NS
        USD
        568421.7500000000
        0.0694467452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Hartford Financial Services Group, Inc.
        IU7C3FTM7Y3BQM112U94
        HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01
        416515104
        
          
          
          
        
        7480.0000000000
        NS
        USD
        488818.0000000000
        0.0597211825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heico Corp
        529900O1DTDLCJ7L0I14
        HEICO CORP COMMON STOCK USD.01
        422806109
        
          
          
          
        
        3281.0000000000
        NS
        USD
        460849.2600000000
        0.0563041107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heico Corp
        529900O1DTDLCJ7L0I14
        HEICO CORP CLASS A COMMON STOCK USD.01
        422806208
        
          
          
          
        
        1383.0000000000
        NS
        USD
        183192.1800000000
        0.0223814459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co (The)
        21X2CX66SU2BR6QTAD08
        HERSHEY CO/THE COMMON STOCK USD1.0
        427866108
        
          
          
          
        
        577.0000000000
        NS
        USD
        99849.8500000000
        0.0121991234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hill-Rom Holdings Inc
        JLZ01A0E2071OH26RE45
        HILL ROM HOLDINGS INC COMMON STOCK
        431475102
        
          
          
          
        
        5098.0000000000
        NS
        USD
        567305.4400000000
        0.0693103603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01
        43300A203
        
          
          
          
        
        869.0000000000
        NS
        USD
        108859.6300000000
        0.0132998904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HollyFrontier Corporation
        549300J3U2WK73C9ZK26
        HOLLYFRONTIER CORP COMMON STOCK USD.01
        436106108
        
          
          
          
        
        8592.0000000000
        NS
        USD
        278982.2400000000
        0.0340845658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        HOLOGIC INC COMMON STOCK USD.01
        436440101
        
          
          
          
        
        17317.0000000000
        NS
        USD
        1092010.0200000000
        0.1334159743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Home Depot, Inc.
        QEKMOTMBBKA8I816DO57
        HOME DEPOT INC COMMON STOCK USD.05
        437076102
        
          
          
          
        
        18325.0000000000
        NS
        USD
        5844025.7500000000
        0.7139919733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Honeywell International Inc.
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0
        438516106
        
          
          
          
        
        14726.0000000000
        NS
        USD
        3400380.6600000000
        0.4154404175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        HOWMET AEROSPACE INC COMMON STOCK
        443201108
        
          
          
          
        
        26962.0000000000
        NS
        USD
        956611.7600000000
        0.1168737352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hubbell Incorporated
        54930088VDQ6840Y6597
        HUBBELL INC COMMON STOCK USD.01
        443510607
        
          
          
          
        
        987.0000000000
        NS
        USD
        188161.6800000000
        0.0229885930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hubspot Inc
        529900BLNVEW0MVKJB37
        HUBSPOT INC COMMON STOCK USD.001
        443573100
        
          
          
          
        
        1040.0000000000
        NS
        USD
        524555.2000000000
        0.0640873635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc.
        529900YLDW34GJAO4J06
        HUMANA INC COMMON STOCK USD.166
        444859102
        
          
          
          
        
        2639.0000000000
        NS
        USD
        1155090.3000000000
        0.1411227873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J. B. Hunt Transport Services, Inc.
        549300XCD1MPI1C5GK90
        HUNT (JB) TRANSPRT SVCS INC COMMON STOCK USD.01
        445658107
        
          
          
          
        
        5303.0000000000
        NS
        USD
        909676.6200000000
        0.1111394495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Bancshares Incorporated
        549300XTVCVV9I7B5T19
        HUNTINGTON BANCSHARES INC COMMON STOCK USD.01
        446150104
        
          
          
          
        
        19520.0000000000
        NS
        USD
        309587.2000000000
        0.0378237170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01
        446413106
        
          
          
          
        
        3317.0000000000
        NS
        USD
        717168.5700000000
        0.0876198402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntsman Corporation
        5299000V56320A7RIQ67
        HUNTSMAN CORP COMMON STOCK USD.01
        447011107
        
          
          
          
        
        39414.0000000000
        NS
        USD
        1118569.3200000000
        0.1366608482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAC InterActiveCorp New
        549300TO56L57RP6P031
        IAC/INTERACTIVECORP COMMON STOCK USD.0001
        44891N208
        
          
          
          
        
        2054.0000000000
        NS
        USD
        327551.3800000000
        0.0400184849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAA, Inc.
        549300PZCOPC5178W747
        IAA INC COMMON STOCK USD.01
        449253103
        
          
          
          
        
        3843.0000000000
        NS
        USD
        218935.7100000000
        0.0267484002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICU Medical Inc
        5493003NRW7LS2QZRH60
        ICU MEDICAL INC COMMON STOCK USD.1
        44930G107
        
          
          
          
        
        1356.0000000000
        NS
        USD
        282129.3600000000
        0.0344690641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Idacorp Inc
        N134NUJDWN8UEFA8B673
        IDACORP INC COMMON STOCK
        451107106
        
          
          
          
        
        2092.0000000000
        NS
        USD
        204911.4000000000
        0.0250349846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Idexx Laboratories
        OGMTXK0LUU1HKV2P0J84
        IDEXX LABORATORIES INC COMMON STOCK USD.1
        45168D104
        
          
          
          
        
        3280.0000000000
        NS
        USD
        1830600.8000000000
        0.2236530661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc.
        76NA4I14SZCFAYMNSV04
        ILLINOIS TOOL WORKS COMMON STOCK USD.01
        452308109
        
          
          
          
        
        4593.0000000000
        NS
        USD
        1064473.6800000000
        0.1300517307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        ILLUMINA INC COMMON STOCK USD.01
        452327109
        
          
          
          
        
        1502.0000000000
        NS
        USD
        609271.2800000000
        0.0744375234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Incyte Corporation.
        549300Z4WN6JVZ3T4680
        INCYTE CORP COMMON STOCK USD.001
        45337C102
        
          
          
          
        
        15933.0000000000
        NS
        USD
        1334866.7400000000
        0.1630869162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingredion Incorporated
        PKSTQ48QDN0XSVS7YK88
        INGREDION INC COMMON STOCK USD.01
        457187102
        
          
          
          
        
        6144.0000000000
        NS
        USD
        583249.9200000000
        0.0712583721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integra LifeSciences Holdings Corporation
        WB7IJCYY8YFTENS4O147
        INTEGRA LIFESCIENCES HOLDING COMMON STOCK USD.01
        457985208
        
          
          
          
        
        6311.0000000000
        NS
        USD
        435774.5500000000
        0.0532406160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corporation
        KNX4USFCNGPY45LOCE31
        INTEL CORP COMMON STOCK USD.001
        458140100
        
          
          
          
        
        63802.0000000000
        NS
        USD
        3644370.2400000000
        0.4452497662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Business Machines Corporation
        VGRQXHF3J8VDLUA7XE92
        INTL BUSINESS MACHINES CORP COMMON STOCK USD.2
        459200101
        
          
          
          
        
        19095.0000000000
        NS
        USD
        2744715.3000000000
        0.3353347122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Paper Company
        824LMFJDH41EY779Q875
        INTERNATIONAL PAPER CO COMMON STOCK USD1.0
        460146103
        
          
          
          
        
        15947.0000000000
        NS
        USD
        1006255.7000000000
        0.1229389677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Interpublic Group of Companies, Inc.
        5493008IUOJ5VWTRC333
        INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1
        460690100
        
          
          
          
        
        26512.0000000000
        NS
        USD
        893189.2800000000
        0.1091251141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        INTUIT INC COMMON STOCK USD.01
        461202103
        
          
          
          
        
        5727.0000000000
        NS
        USD
        2514668.4300000000
        0.3072288096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical
        54930052SRG011710797
        INTUITIVE SURGICAL INC COMMON STOCK USD.001
        46120E602
        
          
          
          
        
        1253.0000000000
        NS
        USD
        1055251.5400000000
        0.1289250187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invitation Homes Inc
        N/A
        INVITATION HOMES INC REIT USD.01
        46187W107
        
          
          
          
        
        16799.0000000000
        NS
        USD
        609299.7300000000
        0.0744409993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ionis Pharmaceuticals, Inc.
        549300SI4ZGLG0BLUZ92
        IONIS PHARMACEUTICALS INC COMMON STOCK USD.001
        462222100
        
          
          
          
        
        1636.0000000000
        NS
        USD
        60941.0000000000
        0.0074454471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iqvia Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA HOLDINGS INC COMMON STOCK USD.01
        46266C105
        
          
          
          
        
        5338.0000000000
        NS
        USD
        1281974.0800000000
        0.1566247724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iron Mountain Incorporated
        SQL3F6CKNNBM3SQGHX24
        IRON MOUNTAIN INC REIT USD.01
        46284V101
        
          
          
          
        
        5694.0000000000
        NS
        USD
        247916.7600000000
        0.0302891507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO COMMON STOCK USD1.0
        46625H100
        
          
          
          
        
        54668.0000000000
        NS
        USD
        8978672.3200000000
        1.0969664135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        JABIL INC COMMON STOCK USD.001
        466313103
        
          
          
          
        
        27621.0000000000
        NS
        USD
        1559205.4500000000
        0.1904954262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jacobs Eng Group
        549300CZ8QS1GE53O776
        JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0
        469814107
        
          
          
          
        
        7976.0000000000
        NS
        USD
        1133230.0800000000
        0.1384520219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jamf Holding Corp
        N/A
        JAMF HOLDING CORP COMMON STOCK
        47074L105
        
          
          
          
        
        3772.0000000000
        NS
        USD
        130812.9600000000
        0.0159820315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jefferies Financial Group Inc
        549300HOF34RGOJ5YL07
        JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0
        47233W109
        
          
          
          
        
        19596.0000000000
        NS
        USD
        629619.4800000000
        0.0769235582
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        JOHNSON + JOHNSON COMMON STOCK USD1.0
        478160104
        
          
          
          
        
        55096.0000000000
        NS
        USD
        9324998.0000000000
        1.1392786425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Incorporated
        6SYKCME112RT8TQUO411
        JONES LANG LASALLE INC COMMON STOCK USD.01
        48020Q107
        
          
          
          
        
        2520.0000000000
        NS
        USD
        509670.0000000000
        0.0622687689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Juniper Networks
        AUHIXNGG7U2U7JEHM527
        JUNIPER NETWORKS INC COMMON STOCK USD.00001
        48203R104
        
          
          
          
        
        14739.0000000000
        NS
        USD
        388077.8700000000
        0.0474132894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KLA Corporation
        549300H0BF5JCG96TJ81
        KLA CORP COMMON STOCK USD.001
        482480100
        
          
          
          
        
        4047.0000000000
        NS
        USD
        1282453.8300000000
        0.1566833857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kkr & Co Inc
        549300JOHU21WRN2Z451
        KKR + CO INC COMMON STOCK USD.01
        48251W104
        
          
          
          
        
        10711.0000000000
        NS
        USD
        596495.5900000000
        0.0728766576
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER INC COMMON STOCK USD.01
        49271V100
        
          
          
          
        
        18683.0000000000
        NS
        USD
        690523.6800000000
        0.0843645093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KEYCORP
        RKPI3RZGV1V1FJTH5T61
        KEYCORP COMMON STOCK USD1.0
        493267108
        
          
          
          
        
        21871.0000000000
        NS
        USD
        503907.8400000000
        0.0615647789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corporation
        MP3J6QPYPGN75NVW2S34
        KIMBERLY CLARK CORP COMMON STOCK USD1.25
        494368103
        
          
          
          
        
        6082.0000000000
        NS
        USD
        794491.6600000000
        0.0970667640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knight Swift Transn Holdings Inc
        N/A
        KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.001
        499049104
        
          
          
          
        
        7172.0000000000
        NS
        USD
        342319.5600000000
        0.0418227825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kohls Corporation
        549300JF6LPRTRJ0FH50
        KOHLS CORP COMMON STOCK USD.01
        500255104
        
          
          
          
        
        9318.0000000000
        NS
        USD
        517055.8200000000
        0.0631711291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Kraft Heinz Company
        N/A
        KRAFT HEINZ CO/THE COMMON STOCK USD.01
        500754106
        
          
          
          
        
        4304.0000000000
        NS
        USD
        187611.3600000000
        0.0229213578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Kroger Co.
        6CPEOKI6OYJ13Q6O7870
        KROGER CO COMMON STOCK USD1.0
        501044101
        
          
          
          
        
        29597.0000000000
        NS
        USD
        1094497.0600000000
        0.1337198276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L Brands Inc
        GR3KVMWVCR54YWQNXU90
        L BRANDS INC COMMON STOCK USD.5
        501797104
        
          
          
          
        
        10649.0000000000
        NS
        USD
        744045.6300000000
        0.0909035364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LKQ Corporation
        DS830JTTZQN6GK0I2E41
        LKQ CORP COMMON STOCK USD.01
        501889208
        
          
          
          
        
        2495.0000000000
        NS
        USD
        127145.2000000000
        0.0155339241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lpl Financial Holdings Inc
        549300XROQ4Y8G2L7682
        LPL FINANCIAL HOLDINGS INC COMMON STOCK
        50212V100
        
          
          
          
        
        12018.0000000000
        NS
        USD
        1777221.8400000000
        0.2171315088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L3 Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0
        502431109
        
          
          
          
        
        910.0000000000
        NS
        USD
        198434.6000000000
        0.0242436837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1
        50540R409
        
          
          
          
        
        2862.0000000000
        NS
        USD
        785561.7600000000
        0.0959757563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corporation
        549300I4GMO6D34U1T02
        LAM RESEARCH CORP COMMON STOCK USD.001
        512807108
        
          
          
          
        
        2320.0000000000
        NS
        USD
        1507652.0000000000
        0.1841969000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamar Advertising Company
        529900Y8WW4MKVPTB543
        LAMAR ADVERTISING CO A REIT USD.001
        512816109
        
          
          
          
        
        7781.0000000000
        NS
        USD
        815604.4200000000
        0.0996462087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Landstar Systems
        254900CUQXQRL09MEI52
        LANDSTAR SYSTEM INC COMMON STOCK USD.01
        515098101
        
          
          
          
        
        11311.0000000000
        NS
        USD
        1928525.5000000000
        0.2356169850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Estee Lauder Companies Inc.
        549300VFZ8XJ9NUPU221
        ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01
        518439104
        
          
          
          
        
        475.0000000000
        NS
        USD
        145597.0000000000
        0.0177882668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lear Corporation
        549300UPNBTXA1SYTQ33
        LEAR CORP COMMON STOCK USD.01
        521865204
        
          
          
          
        
        4792.0000000000
        NS
        USD
        926581.1200000000
        0.1132047514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corporation
        529900G61XVRLX5TJX09
        LENNAR CORP A COMMON STOCK USD.1
        526057104
        
          
          
          
        
        1080.0000000000
        NS
        USD
        106930.8000000000
        0.0130642362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennox International Inc.
        S7DWAC87RDMPBF77GJ92
        LENNOX INTERNATIONAL INC COMMON STOCK USD.01
        526107107
        
          
          
          
        
        2011.0000000000
        NS
        USD
        703709.2300000000
        0.0859754497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Life Storage Inc
        W9EE01AFDDF9DQCQZC68
        LIFE STORAGE INC REIT USD.01
        53223X107
        
          
          
          
        
        3208.0000000000
        NS
        USD
        319003.5200000000
        0.0389741528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly and Company
        FRDRIPF3EKNDJ2CQJL29
        ELI LILLY + CO COMMON STOCK
        532457108
        
          
          
          
        
        18179.0000000000
        NS
        USD
        3631073.4600000000
        0.4436252364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lincoln Elec Hldgs
        BIMGBY40SIN95O01BN93
        LINCOLN ELECTRIC HOLDINGS COMMON STOCK
        533900106
        
          
          
          
        
        7499.0000000000
        NS
        USD
        964221.4200000000
        0.1178034430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp.
        5493000JSMHPHZURLM72
        LIONS GATE ENTERTAINMENT A COMMON STOCK NPV
        535919401
        
          
          
          
        
        50196.0000000000
        NS
        USD
        977818.0800000000
        0.1194646106
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp.
        5493000JSMHPHZURLM72
        LIONS GATE ENTERTAINMENT B COMMON STOCK
        535919500
        
          
          
          
        
        61165.0000000000
        NS
        USD
        1063047.7000000000
        0.1298775121
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-07-29
      Wells Fargo Master Trust
      Jeremy DePalma
      Jeremy DePalma
      Treasurer
    
  
  XXXX

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Common stocks: 96.27%
Communication services: 10.42%
Diversified telecommunication services: 1.11%
AT&T Incorporated	136,509	$ 4,017,460
Lumen Technologies Incorporated	43,415	600,864
Verizon Communications Incorporated	79,050	4,465,535
		9,083,859
Entertainment: 2.14%
Activision Blizzard Incorporated	14,281	1,388,827
Electronic Arts Incorporated	4,588	655,763
Lions Gate Entertainment Class A †	50,196	977,818
Lions Gate Entertainment Class B †	61,165	1,063,048
Netflix Incorporated †	7,762	3,902,811
Playtika Holding Corporation †	21,711	595,533
Roku Incorporated †	2,108	730,865
Spotify Technology †	4,725	1,141,418
Take-Two Interactive Software Incorporated †	2,142	397,470
The Walt Disney Company †	35,235	6,294,733
World Wrestling Entertainment Incorporated Class A	5,495	306,841
Zynga Incorporated Class A †	8,578	92,986
		17,548,113
Interactive media & services: 5.34%
Alphabet Incorporated Class A †	5,636	13,283,207
Alphabet Incorporated Class C †	5,227	12,605,224
Facebook Incorporated Class A †	46,757	15,370,429
IAC	2,054	327,551
Pinterest Incorporated Class A †	8,311	542,708
Twitter Incorporated †	4,209	244,122
Vimeo Incorporated †	3,335	140,056
Zillow Group Incorporated Class A †	6,330	748,776
Zillow Group Incorporated Class C †	3,626	425,402
		43,687,475
Media: 1.68%
Altice USA Incorporated †	2,916	105,151
Charter Communications Incorporated Class A †	2,035	1,413,369
Comcast Corporation Class A	89,692	5,142,939
Discovery Incorporated Class A †	3,297	105,867
DISH Network Corporation Class A †	1,422	61,885
Fox Corporation Class A	11,807	440,991
Interpublic Group of Companies Incorporated	26,512	893,189
John Wiley & Sons Incorporated Class A	4,954	313,985
Match Group Incorporated †	4,736	679,048
News Corporation Class A	34,361	927,403
News Corporation Class B	38,675	993,561
Nexstar Media Group Incorporated Class A	2,501	379,927
Omnicom Group Incorporated	4,805	395,163
The New York Times Company Class A	3,244	138,908
ViacomCBS Incorporated Class A	13,173	613,071
ViacomCBS Incorporated Class B	26,997	1,145,213
		13,749,670

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 1

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Wireless telecommunication services: 0.15%
Telephone & Data Systems Incorporated	15,225	$ 391,587
T-Mobile US Incorporated †	3,458	489,134
United States Cellular Corporation †	9,612	362,853
		1,243,574
Consumer discretionary: 10.28%
Auto components: 0.11%
Lear Corporation	4,792	926,581
Automobiles: 1.47%
Ford Motor Company †	137,761	2,001,667
General Motors Company †	27,904	1,654,986
Tesla Motors Incorporated †	13,135	8,212,265
Thor Industries Incorporated	1,545	190,035
		12,058,953
Distributors: 0.07%
Genuine Parts Company	3,451	452,495
LKQ Corporation †	2,495	127,145
		579,640
Diversified consumer services: 0.25%
2U Incorporated †	5,571	202,896
Frontdoor Incorporated †	6,118	328,537
Graham Holdings Company Class B	1,531	1,014,349
H&R Block Incorporated	21,859	542,540
		2,088,322
Hotels, restaurants & leisure: 1.83%
Aramark	4,510	168,449
Booking Holdings Incorporated †	295	696,657
Chipotle Mexican Grill Incorporated †	977	1,340,424
Choice Hotels International Incorporated †	583	70,491
Darden Restaurants Incorporated	6,232	892,609
Domino's Pizza Incorporated	2,735	1,167,489
Hilton Worldwide Holdings Incorporated †	869	108,860
Marriott International Incorporated Class A †	4,124	592,124
McDonald's Corporation	13,789	3,225,109
Starbucks Corporation	22,881	2,605,688
The Wendy's Company	20,993	487,457
Travel Leisure Company	12,892	839,914
Vail Resorts Incorporated †	997	325,899
Wyndham Hotels & Resorts Incorporated	4,442	333,417
Yum China Holdings Incorporated	14,985	1,013,585
Yum! Brands Incorporated	8,984	1,077,810
		14,945,982
Household durables: 0.07%
Lennar Corporation Class A	1,080	106,931
Tempur-Pedic International Incorporated	2,716	104,566
Whirlpool Corporation	1,479	350,656
		562,153

See accompanying notes to portfolio of investments

2 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Internet & direct marketing retail: 3.47%
Amazon.com Incorporated †	8,390	$ 27,041,557
eBay Incorporated	15,854	965,192
Wayfair Incorporated Class A †	1,241	380,416
		28,387,165
Leisure products: 0.14%
Mattel Incorporated †	21,126	448,082
Polaris Industries Incorporated	1,822	239,083
The Brunswick Corporation	4,615	471,791
		1,158,956
Multiline retail: 0.50%
Dollar General Corporation	2,642	536,220
Dollar Tree Incorporated †	1,980	193,050
Kohl's Corporation	9,318	517,056
Target Corporation	12,383	2,809,950
		4,056,276
Specialty retail: 1.96%
AutoNation Incorporated †	15,797	1,613,348
Best Buy Company Incorporated	4,505	523,661
Dick's Sporting Goods Incorporated	12,744	1,242,922
Foot Locker Incorporated	20,225	1,280,040
L Brands Incorporated	10,649	744,046
Lowe's Companies Incorporated	12,379	2,411,801
Penske Auto Group Incorporated	19,116	1,636,138
The Gap Incorporated	4,805	160,727
The Home Depot Incorporated	18,325	5,844,026
The TJX Companies Incorporated	4,909	331,554
Tractor Supply Company	1,349	245,113
		16,033,376
Textiles, apparel & luxury goods: 0.41%
HanesBrands Incorporated	35,211	688,023
Nike Incorporated Class B	18,158	2,477,841
PVH Corporation †	833	95,645
Under Armour Incorporated Class A †	2,925	66,047
		3,327,556
Consumer staples: 6.46%
Beverages: 1.43%
Boston Beer Company Incorporated Class A †	659	697,327
Brown-Forman Corporation Class A	559	41,925
Brown-Forman Corporation Class B	3,169	254,661
Constellation Brands Incorporated Class A	4,943	1,184,936
Keurig Dr. Pepper Incorporated	18,683	690,524
Molson Coors Brewing Company Class B †	3,732	217,650
Monster Beverage Corporation †	10,740	1,012,460
PepsiCo Incorporated	26,803	3,965,236
The Coca-Cola Company	66,544	3,679,218
		11,743,937
Food & staples retailing: 1.33%
Albertsons Companies LLC	43,640	837,452

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 3

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Food & staples retailing (continued)
Casey's General Stores Incorporated	1,951	$ 430,859
Costco Wholesale Corporation	8,386	3,172,172
Sprouts Farmers Market Incorporated †	27,181	723,015
Sysco Corporation	5,958	482,598
The Kroger Company	29,597	1,094,497
US Foods Holding Corporation †	803	31,269
Walgreens Boots Alliance Incorporated	4,028	212,114
Walmart Incorporated	27,227	3,867,051
		10,851,027
Food products: 1.32%
Archer Daniels Midland Company	35,819	2,383,038
Bunge Limited	29,125	2,528,633
Campbell Soup Company	4,024	195,848
ConAgra Foods Incorporated	11,450	436,245
Flowers Foods Incorporated	6,714	161,740
General Mills Incorporated	5,589	351,325
Hain Celestial Group Incorporated †	20,265	826,001
Ingredion Incorporated	6,144	583,250
Mondelez International Incorporated Class A	11,722	744,699
Pilgrim's Pride Corporation †	34,101	819,788
Seaboard Corporation	32	117,280
The Hershey Company	577	99,850
The Kraft Heinz Company	4,304	187,611
TreeHouse Foods Incorporated †	1,124	54,750
Tyson Foods Incorporated Class A	16,919	1,345,061
		10,835,119
Household products: 1.38%
Church & Dwight Company Incorporated	855	73,299
Colgate-Palmolive Company	15,870	1,329,589
Energizer Holdings Incorporated	21,493	989,538
Kimberly-Clark Corporation	6,082	794,492
Spectrum Brands Holdings Incorporated	20,965	1,863,579
The Clorox Company	965	170,544
The Procter & Gamble Company	44,888	6,053,147
		11,274,188
Personal products: 0.37%
Herbalife Nutrition Limited †	24,772	1,302,264
NU Skin Enterprises Incorporated Class A	25,880	1,556,941
The Estee Lauder Companies Incorporated Class A	475	145,597
		3,004,802
Tobacco: 0.63%
Altria Group Incorporated	43,219	2,127,239
Philip Morris International Incorporated	31,820	3,068,403
		5,195,642
Energy: 1.92%
Energy equipment & services: 0.09%
Halliburton Company	3,486	78,261
Schlumberger Limited	21,035	659,027
		737,288

See accompanying notes to portfolio of investments

4 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Oil, gas & consumable fuels: 1.83%
Antero Midstream Corporation	20,371	$ 195,562
APA Corporation	33,840	703,872
Chevron Corporation	31,629	3,282,774
Cimarex Energy Company	16,733	1,133,661
ConocoPhillips	13,242	738,109
Devon Energy Corporation	29,941	795,233
EOG Resources Incorporated	2,297	184,541
Exxon Mobil Corporation	74,993	4,377,341
HollyFrontier Corporation	8,592	278,982
Marathon Petroleum Corporation	15,439	954,130
Phillips 66	8,314	700,205
Pioneer Natural Resources Company	1,011	153,864
Targa Resources Corporation	18,137	704,804
Valero Energy Corporation	9,874	793,870
		14,996,948
Financials: 10.12%
Banks: 3.23%
Associated Banc Corporation	16,072	369,495
Bank of America Corporation	127,049	5,385,607
Bank OZK	5,180	221,238
BOK Financial Corporation	605	55,079
Citigroup Incorporated	31,978	2,516,988
Citizens Financial Group Incorporated	15,458	771,354
Comerica Incorporated	2,994	234,999
Fifth Third Bancorp	17,045	718,276
First Horizon National Corporation	14,686	280,062
Huntington Bancshares Incorporated	19,520	309,587
JPMorgan Chase & Company	54,668	8,978,672
KeyCorp	21,871	503,908
PacWest Bancorp	5,214	235,516
PNC Financial Services Group Incorporated	4,849	944,003
Popular Incorporated	5,241	427,718
Regions Financial Corporation	37,643	881,223
SVB Financial Group †	544	317,092
Synovus Financial Corporation	5,538	272,027
Truist Financial Corporation	17,992	1,111,546
Umpqua Holdings Corporation	26,728	509,970
US Bancorp	18,201	1,106,257
Webster Financial Corporation	1,767	100,154
Wintrust Financial Corporation	1,383	111,221
Zions Bancorporation	1,059	61,295
		26,423,287
Capital markets: 2.65%
Affiliated Managers Group Incorporated	9,849	1,615,236
Ameriprise Financial Incorporated	4,498	1,168,760
BlackRock Incorporated	2,864	2,511,843
Cboe Global Markets Incorporated	1,529	170,178
Evercore Partners Incorporated Class A	13,527	1,973,048
Franklin Resources Incorporated	20,587	704,281
Invesco Limited	24,701	704,720
KKR & Company Incorporated Class A	10,711	596,496
LPL Financial Holdings Incorporated	12,018	1,777,222
Moody's Corporation	838	281,023

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 5

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Capital markets (continued)
Morgan Stanley	25,130	$ 2,285,574
Raymond James Financial Incorporated	4,208	557,939
S&P Global Incorporated	3,832	1,454,129
SEI Investments Company	2,183	138,490
T. Rowe Price Group Incorporated	8,566	1,639,104
The Carlyle Group Incorporated	8,097	353,353
The Charles Schwab Corporation	1,266	93,494
The Goldman Sachs Group Incorporated	6,076	2,260,394
The NASDAQ Incorporated	2,823	472,740
VIRTU Financial Incorporated Class A	30,770	936,947
		21,694,971
Consumer finance: 0.51%
Ally Financial Incorporated	20,264	1,108,643
American Express Company	4,557	729,712
Capital One Financial Corporation	2,236	359,504
Discover Financial Services	3,491	409,355
OneMain Holdings Incorporated	5,931	343,049
Santander Consumer USA Holdings Incorporated	7,451	282,393
Synchrony Financial	20,418	968,017
		4,200,673
Diversified financial services: 1.24%
Berkshire Hathaway Incorporated Class B †	32,455	9,393,775
Equitable Holdings Incorporated	3,162	100,394
Jefferies Financial Group Incorporated	19,596	629,619
		10,123,788
Insurance: 1.92%
AFLAC Incorporated	5,676	321,716
Alleghany Corporation †	278	199,206
American International Group Incorporated	8,828	466,472
Aon plc Class A	2,043	517,635
Assurant Incorporated	1,209	194,830
Axis Capital Holdings Limited	1,718	92,154
Brighthouse Financial Incorporated †	5,460	265,684
Chubb Limited	7,358	1,250,786
CNA Financial Corporation	481	22,997
Erie Indemnity Company Class A	3,417	687,261
Everest Reinsurance Group Limited	814	211,607
First American Financial Corporation	12,651	813,586
Gohealth Incorporated Class A †	873	9,926
Marsh & McLennan Companies Incorporated	8,077	1,117,453
Mercury General Corporation	16,785	1,067,526
MetLife Incorporated	15,205	993,799
Old Republic International Corporation	28,965	760,621
Primerica Incorporated	777	126,037
Principal Financial Group Incorporated	4,629	302,690
Progressive Corporation	8,914	883,199
Prudential Financial Incorporated	9,154	979,203
The Allstate Corporation	8,027	1,096,568
The Hanover Insurance Group Incorporated	4,075	568,422
The Hartford Financial Services Group Incorporated	7,480	488,818
The Travelers Companies Incorporated	7,394	1,180,822

See accompanying notes to portfolio of investments

6 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Insurance (continued)
UnumProvident Corporation	31,817	$ 985,372
W.R. Berkley Corporation	1,421	110,824
		15,715,214
Mortgage REITs: 0.38%
AGNC Investment Corporation	129,817	2,406,807
Annaly Capital Management Incorporated	27,650	256,316
New Residential Investment Corporation	9,013	95,358
Starwood Property Trust Incorporated	14,499	368,130
		3,126,611
Thrifts & mortgage finance: 0.19%
MGIC Investment Corporation	33,045	486,422
Rocket Companies Incorporated Class A	59,410	1,052,151
		1,538,573
Health care: 14.07%
Biotechnology: 2.61%
AbbVie Incorporated	41,858	4,738,326
Alkermes plc †	88,707	2,010,988
Amgen Incorporated	14,955	3,558,393
Biogen Incorporated †	3,009	804,847
Exelixis Incorporated †	15,643	352,750
Gilead Sciences Incorporated	36,873	2,437,674
Incyte Corporation †	15,933	1,334,867
Ionis Pharmaceuticals Incorporated †	1,636	60,941
Moderna Incorporated †	7,453	1,378,880
Neurocrine Biosciences Incorporated †	6,857	659,781
Regeneron Pharmaceuticals Incorporated †	2,791	1,402,282
Sage Therapeutics Incorporated †	1,005	69,948
Seagen Incorporated †	2,085	323,905
United Therapeutics Corporation †	7,689	1,429,385
Vertex Pharmaceuticals Incorporated †	3,958	825,758
		21,388,725
Health care equipment & supplies: 3.38%
Abbott Laboratories	38,130	4,447,865
ABIOMED Incorporated †	864	245,877
Align Technology Incorporated †	2,189	1,291,838
Baxter International Incorporated	2,520	206,942
Becton Dickinson & Company	4,566	1,104,470
Boston Scientific Corporation †	9,577	407,501
Danaher Corporation	10,897	2,791,158
Dentsply Sirona Incorporated	12,212	817,227
Edwards Lifesciences Corporation †	6,901	661,806
Envista Holdings Corporation †	32,396	1,413,761
Globus Medical Incorporated Class A †	6,721	484,315
Haemonetics Corporation †	982	55,444
Hill-Rom Holdings Incorporated	5,098	567,305
Hologic Incorporated †	17,317	1,092,010
ICU Medical Incorporated †	1,356	282,129
IDEXX Laboratories Incorporated †	3,280	1,830,601
Integra LifeSciences Holdings Corporation †	6,311	435,775
Intuitive Surgical Incorporated †	1,253	1,055,252

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 7

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Health care equipment & supplies (continued)
Masimo Corporation †	285	$ 61,446
Medtronic plc	26,090	3,302,733
Quidel Corporation †	766	90,472
ResMed Incorporated	1,916	394,409
STERIS plc	1,673	319,309
Stryker Corporation	5,918	1,510,688
Teleflex Incorporated	6	2,413
The Cooper Companies Incorporated	933	367,089
West Pharmaceutical Services Incorporated	3,370	1,171,109
Zimmer Biomet Holdings Incorporated	7,559	1,272,406
		27,683,350
Health care providers & services: 2.35%
Acadia Healthcare Company Incorporated †	3,396	218,567
Anthem Incorporated	4,775	1,901,501
Centene Corporation †	1,037	76,323
Cigna Corporation	6,714	1,737,919
CVS Health Corporation	30,022	2,595,102
DaVita HealthCare Partners Incorporated †	3,252	390,468
HCA Healthcare Incorporated	5,348	1,148,697
Henry Schein Incorporated †	6,489	493,424
Humana Incorporated	2,639	1,155,090
Laboratory Corporation of America Holdings †	2,862	785,562
Molina Healthcare Incorporated †	5,267	1,323,913
Quest Diagnostics Incorporated	248	32,654
UnitedHealth Group Incorporated	17,552	7,230,020
Universal Health Services Incorporated Class B	1,103	176,072
		19,265,312
Health care technology: 0.48%
Cerner Corporation	23,503	1,839,110
Change Healthcare Incorporated †	37,855	887,321
Veeva Systems Incorporated Class A †	4,086	1,190,415
		3,916,846
Life sciences tools & services: 1.68%
Agilent Technologies Incorporated	9,993	1,380,333
Avantor Incorporated †	37,238	1,197,202
Bio-Techne Corporation	76	31,451
Bruker Corporation	3,351	232,693
Charles River Laboratories International Incorporated †	2,420	817,936
Illumina Incorporated †	1,502	609,271
IQVIA Holdings Incorporated †	5,338	1,281,974
Mettler-Toledo International Incorporated †	972	1,264,523
PerkinElmer Incorporated	6,107	885,942
QIAGEN NV †	2,074	102,373
Syneos Health Incorporated †	11,012	967,955
Thermo Fisher Scientific Incorporated	8,293	3,893,564
Waters Corporation †	3,363	1,083,727
		13,748,944
Pharmaceuticals: 3.57%
Bristol-Myers Squibb Company	53,430	3,511,420
Catalent Incorporated †	6,041	633,278
Eli Lilly & Company	18,179	3,631,073

See accompanying notes to portfolio of investments

8 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Pharmaceuticals (continued)
Horizon Therapeutics plc †	9,406	$ 862,154
Jazz Pharmaceuticals plc †	1,079	192,202
Johnson & Johnson	55,096	9,324,998
Merck & Company Incorporated	54,975	4,172,053
Perrigo Company plc	2,667	123,055
Pfizer Incorporated	114,920	4,450,852
Royalty Pharma plc Class A	5,756	230,931
Viatris Incorporated	23,706	361,279
Zoetis Incorporated	9,551	1,687,471
		29,180,766
Industrials: 8.89%
Aerospace & defense: 1.75%
BWX Technologies Incorporated	11,310	707,327
Curtiss-Wright Corporation	3,971	497,646
General Dynamics Corporation	8,684	1,649,178
HEICO Corporation	3,281	460,849
HEICO Corporation Class A	1,383	183,192
Howmet Aerospace Incorporated †	26,962	956,612
Huntington Ingalls Industries Incorporated	3,317	717,169
L3Harris Technologies Incorporated	910	198,435
Lockheed Martin Corporation	6,722	2,569,148
Northrop Grumman Corporation	3,982	1,456,894
Raytheon Technologies Corporation	22,667	2,010,790
Textron Incorporated	12,540	858,614
The Boeing Company †	6,744	1,665,903
TransDigm Group Incorporated †	641	415,906
		14,347,663
Air freight & logistics: 0.69%
C.H. Robinson Worldwide Incorporated	9,157	888,412
Expeditors International of Washington Incorporated	5,807	729,882
FedEx Corporation	3,541	1,114,742
United Parcel Service Incorporated Class B	12,617	2,707,608
XPO Logistics Incorporated †	1,215	178,520
		5,619,164
Airlines: 0.04%
Alaska Air Group Incorporated †	3,665	253,618
Copa Holdings SA Class A †	598	49,191
		302,809
Building products: 0.67%
A.O. Smith Corporation	4,036	286,839
Carrier Global Corporation	8,052	369,828
Fortune Brands Home & Security Incorporated	1,010	104,192
Johnson Controls International plc	27,351	1,819,936
Lennox International Incorporated	2,011	703,709
Masco Corporation	9,915	597,974
Owens Corning Incorporated	10,669	1,137,849
Trane Technologies plc	2,513	468,423
		5,488,750

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 9

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Commercial services & supplies: 0.41%
ADT Incorporated	3,047	$ 31,506
Cintas Corporation	2,184	772,131
Clean Harbors Incorporated †	5,091	473,972
IAA Incorporated †	3,843	218,936
MSA Safety Incorporated	761	127,894
Republic Services Incorporated	369	40,287
Rollins Incorporated	127	4,329
Stericycle Incorporated †	9,492	745,692
Waste Management Incorporated	6,463	909,215
		3,323,962
Construction & engineering: 0.00%
Quanta Services Incorporated	59	5,626
Electrical equipment: 0.47%
Array Technologies Incorporated †	18,151	295,861
Eaton Corporation plc	5,446	791,032
Emerson Electric Company	4,629	442,949
GrafTech International Limited	20,100	266,928
Hubbell Incorporated	987	188,162
Regal-Beloit Corporation	4,847	689,389
Sensata Technologies Holding plc †	738	43,859
Vertiv Holdings Company	46,482	1,153,683
		3,871,863
Industrial conglomerates: 1.12%
3M Company	13,584	2,758,095
Carlisle Companies Incorporated	3,054	587,345
General Electric Company	173,218	2,435,445
Honeywell International Incorporated	14,726	3,400,381
		9,181,266
Machinery: 1.75%
AGCO Corporation	11,484	1,589,041
Caterpillar Incorporated	11,417	2,752,410
Cummins Incorporated	4,882	1,256,041
Deere & Company	5,210	1,881,331
Donaldson Company Incorporated	7,300	449,607
Dover Corporation	1,233	185,567
Gates Industrial Corporation plc †	21,521	390,821
Illinois Tool Works Incorporated	4,593	1,064,474
Lincoln Electric Holdings Incorporated	7,499	964,221
Oshkosh Corporation	3,175	417,322
Otis Worldwide Corporation	4,176	327,106
PACCAR Incorporated	10,106	925,305
Parker-Hannifin Corporation	1,089	335,575
Pentair plc	7,560	521,413
Snap-on Incorporated	593	150,990
Stanley Black & Decker Incorporated	2,214	479,995
The Timken Company	7,062	624,634
		14,315,853
Professional services: 0.73%
Booz Allen Hamilton Holding Corporation	6,621	562,322
CACI International Incorporated Class A †	1,149	292,949

See accompanying notes to portfolio of investments

10 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Professional services (continued)
Jacobs Engineering Group Incorporated	7,976	$ 1,133,230
Manpower Incorporated	16,164	1,955,682
Nielsen Holdings plc	18,432	501,535
Robert Half International Incorporated	15,704	1,394,358
Science Applications International Corporation	1,125	101,093
		5,941,169
Road & rail: 1.19%
CSX Corporation	9,069	907,988
J.B. Hunt Transport Services Incorporated	5,303	909,677
Knight-Swift Transportation Holdings Incorporated	7,172	342,320
Landstar System Incorporated	11,311	1,928,526
Norfolk Southern Corporation	1,338	375,844
Old Dominion Freight Line Incorporated	553	146,794
Ryder System Incorporated	18,275	1,494,712
Schneider National Incorporated Class B	65,391	1,601,426
Union Pacific Corporation	9,194	2,066,168
		9,773,455
Trading companies & distributors: 0.07%
MSC Industrial Direct Company Class A	1,123	106,011
United Rentals Incorporated †	388	129,576
Univar Incorporated †	3,264	88,422
W.W. Grainger Incorporated	8	3,697
Watsco Incorporated	972	283,241
		610,947
Information technology: 26.31%
Communications equipment: 0.88%
Ciena Corporation †	2,056	108,701
Cisco Systems Incorporated	75,024	3,968,770
CommScope Holdings Incorporated †	86,029	1,747,249
Juniper Networks Incorporated	14,739	388,078
Motorola Solutions Incorporated	4,383	899,874
Ubiquiti Incorporated	178	53,671
		7,166,343
Electronic equipment, instruments & components: 0.81%
Arrow Electronics Incorporated †	17,482	2,103,609
Avnet Incorporated	32,296	1,422,962
CDW Corporation of Delaware	3,488	576,985
Jabil Circuit Incorporated	27,621	1,559,205
SYNNEX Corporation	823	104,192
Vontier Corporation	24,148	847,112
		6,614,065
IT services: 5.25%
Accenture plc Class A	14,234	4,016,265
Alliance Data Systems Corporation	11,284	1,365,928
Amdocs Limited	14,670	1,145,727
Automatic Data Processing Incorporated	8,369	1,640,491
Broadridge Financial Solutions Incorporated	6,981	1,113,330
Cognizant Technology Solutions Corporation Class A	19,422	1,389,838
Concentrix Corporation †	8,268	1,262,689

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 11

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
IT services (continued)
DXC Technology Company †	60,601	$ 2,297,990
EPAM Systems Incorporated †	2,186	1,044,034
Euronet Worldwide Incorporated †	4,565	683,107
Fidelity National Information Services Incorporated	2,566	382,283
Fiserv Incorporated †	941	108,403
FleetCor Technologies Incorporated †	1,601	439,378
Gartner Incorporated †	4,965	1,151,086
Genpact Limited	1,287	58,867
Globant SA †	1,559	339,659
GoDaddy Incorporated Class A †	3,313	268,220
International Business Machines Corporation	19,095	2,744,715
MasterCard Incorporated Class A	15,075	5,435,744
PayPal Holdings Incorporated †	21,864	5,685,077
Square Incorporated Class A †	8,592	1,911,892
StoneCo Limited Class A †	779	51,391
The Western Union Company	52,955	1,295,809
Twilio Incorporated Class A †	701	235,536
VeriSign Incorporated †	1,632	358,909
Visa Incorporated Class A	28,087	6,384,175
WEX Incorporated †	880	172,401
		42,982,944
Semiconductors & semiconductor equipment: 4.57%
Advanced Micro Devices Incorporated †	16,940	1,356,555
Allegro MicroSystems Incorporated †	4,032	105,679
Analog Devices Incorporated	5,558	914,847
Applied Materials Incorporated	16,353	2,258,840
Broadcom Incorporated	7,645	3,610,963
Cirrus Logic Incorporated †	323	25,217
Entegris Incorporated	1,148	131,389
First Solar Incorporated †	6,196	471,578
Intel Corporation	63,802	3,644,370
KLA Corporation	4,047	1,282,454
Lam Research Corporation	2,320	1,507,652
Maxim Integrated Products Incorporated	12,451	1,270,127
Microchip Technology Incorporated	5,371	842,978
Micron Technology Incorporated †	24,078	2,025,923
MKS Instruments Incorporated	854	160,748
Monolithic Power Systems Incorporated	296	101,564
NVIDIA Corporation	9,851	6,400,983
ON Semiconductor Corporation †	23,425	937,937
Qorvo Incorporated †	3,045	556,382
QUALCOMM Incorporated	27,292	3,671,866
Skyworks Solutions Incorporated	7,628	1,296,760
Teradyne Incorporated	4,202	556,135
Texas Instruments Incorporated	20,933	3,973,502
Xilinx Incorporated	2,546	323,342
		37,427,791
Software: 9.79%
Adobe Incorporated †	9,161	4,622,457
Anaplan Incorporated †	4,251	218,969
ANSYS Incorporated †	453	153,087
Aspen Technology Incorporated †	2,000	272,940
Atlassian Corporation plc Class A †	2,329	543,309
Autodesk Incorporated †	4,128	1,180,030

See accompanying notes to portfolio of investments

12 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Software (continued)
Cadence Design Systems Incorporated †	8,666	$ 1,100,495
CDK Global Incorporated	2,539	132,891
Ceridian HCM Holding Incorporated †	1,303	116,566
Citrix Systems Incorporated	3,163	363,618
Crowdstrike Holdings Incorporated Class A †	3,183	707,103
Datto Holding Corporation †	20,709	557,900
DocuSign Incorporated †	4,441	895,394
Dropbox Incorporated Class A †	29,963	819,488
Elastic NV †	979	115,728
Fair Isaac Corporation †	1,027	519,724
FireEye Incorporated †	28,305	633,183
Five9 Incorporated †	2,979	527,581
Fortinet Incorporated †	4,534	990,860
HubSpot Incorporated †	1,040	524,555
Intuit Incorporated	5,727	2,514,668
Jamf Holding Corporation †	3,772	130,813
Manhattan Associates Incorporated †	9,118	1,239,866
McAfee Corporation Class A	83,100	2,088,303
Microsoft Corporation	154,349	38,537,858
NortonLifeLock Incorporated	53,262	1,473,227
Nuance Communications Incorporated †	5,637	298,197
Nutanix Incorporated Class A †	21,630	681,561
Oracle Corporation	45,209	3,559,757
Pagerduty Incorporated †	376	15,284
Palo Alto Networks Incorporated †	2,124	771,543
Paylocity Holding Corporation †	62	10,529
Pegasystems Incorporated	3,867	456,847
PTC Incorporated †	5,362	719,259
RingCentral Incorporated Class A †	250	65,618
Salesforce.com Incorporated †	13,706	3,263,399
ServiceNow Incorporated †	4,318	2,046,214
SS&C Technologies Holdings Incorporated	17,167	1,268,126
Synopsys Incorporated †	4,599	1,169,710
Teradata Corporation †	34,440	1,648,643
The Trade Desk Incorporated †	119	69,989
Tyler Technologies Incorporated †	897	361,635
VMware Incorporated Class A †	1,606	253,571
Workday Incorporated Class A †	2,994	684,788
Zendesk Incorporated †	6,445	880,774
Zoom Video Communications Incorporated †	2,690	891,816
Zscaler Incorporated †	30	5,826
		80,103,699
Technology hardware, storage & peripherals: 5.01%
Apple Incorporated	318,705	39,713,819
HP Incorporated	39,368	1,150,727
Western Digital Corporation †	2,097	157,757
		41,022,303
Materials: 2.66%
Chemicals: 1.61%
Ashland Global Holdings Incorporated	3,518	333,647
Axalta Coating Systems Limited †	1,813	58,814
Cabot Corporation	22,048	1,401,812
Celanese Corporation Series A	2,020	334,209

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 13

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Chemicals (continued)
Corteva Incorporated	16,339	$ 743,425
Dow Incorporated	18,742	1,282,328
DuPont de Nemours Incorporated	4,999	422,865
Eastman Chemical Company	5,503	690,076
Huntsman Corporation	39,414	1,118,569
Linde plc	5,868	1,763,921
LyondellBasell Industries NV Class A	8,225	926,300
Olin Corporation	9,870	482,544
PPG Industries Incorporated	3,586	644,476
RPM International Incorporated	326	30,491
The Chemours Company	33,966	1,220,398
The Mosaic Company	21,012	759,374
The Sherwin-Williams Company	1,951	553,167
Valvoline Incorporated	1,021	33,693
Westlake Chemical Corporation	3,791	382,398
		13,182,507
Construction materials: 0.05%
Eagle Materials Incorporated †	2,563	376,146
Containers & packaging: 0.42%
Avery Dennison Corporation	2,483	547,576
Ball Corporation	976	80,188
Berry Global Group Incorporated †	399	27,216
Crown Holdings Incorporated	5,926	611,800
Graphic Packaging Holding Company	12,390	219,055
International Paper Company	15,947	1,006,256
Packaging Corporation of America	2,629	390,801
Sealed Air Corporation	10,545	599,589
		3,482,481
Metals & mining: 0.58%
Freeport-McMoRan Incorporated	41,350	1,766,472
Nucor Corporation	8,726	894,764
Reliance Steel & Aluminum Company	6,677	1,122,203
Steel Dynamics Incorporated	14,891	929,645
		4,713,084
Real estate: 2.43%
Equity REITs: 2.23%
American Campus Communities Incorporated	5,661	266,973
American Homes 4 Rent Class A	23,937	911,282
American Tower Corporation	5,724	1,462,253
Apartment Investment & Management Company Class A	2,908	20,501
Apple Hospitality REIT Incorporated	6,901	109,519
Brandywine Realty Trust	13	183
Brixmor Property Group Incorporated	8,442	191,718
Brookfield Property REIT Class A	102,584	1,922,424
Camden Property Trust	4,859	609,221
CoreSite Realty Corporation	360	43,650
Corporate Office Properties Trust	10,432	287,923
Crown Castle International Corporation	4,542	860,709
CubeSmart	11,252	492,725
Equinix Incorporated	604	444,979
Equity Lifestyle Properties Incorporated	762	53,995

See accompanying notes to portfolio of investments

14 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Equity REITs (continued)
Extra Space Storage Incorporated	2,556	$ 382,914
Gaming and Leisure Properties Incorporated	4,549	210,892
Invitation Homes Incorporated	16,799	609,300
Iron Mountain Incorporated	5,694	247,917
Lamar Advertising Company Class A	7,781	815,604
Life Storage Incorporated	3,208	319,004
Mid-America Apartment Communities Incorporated	5,635	905,545
National Retail Properties Incorporated	2,614	121,159
Omega Healthcare Investors Incorporated	7,684	281,388
Prologis Incorporated	4,043	476,427
Public Storage Incorporated	2,992	845,180
Rayonier Incorporated	8,259	315,411
Simon Property Group Incorporated	5,289	679,584
Ventas Incorporated	11,700	648,765
VEREIT Incorporated	14,992	713,169
VICI Properties Incorporated	25,768	802,158
Welltower Incorporated	7,424	555,092
Weyerhaeuser Company	43,983	1,669,595
		18,277,159
Real estate management & development: 0.20%
CBRE Group Incorporated Class A †	12,204	1,071,267
Jones Lang LaSalle Incorporated †	2,520	509,670
		1,580,937
Utilities: 2.71%
Electric utilities: 1.34%
Alliant Energy Corporation	2,020	115,443
American Electric Power Company Incorporated	7,192	618,512
Avangrid Incorporated	1,120	59,002
Duke Energy Corporation	15,149	1,518,233
Edison International	9,411	525,793
Entergy Corporation	1,894	199,362
Evergy Incorporated	5,382	333,630
Eversource Energy	5,315	431,525
Exelon Corporation	19,207	866,620
FirstEnergy Corporation	7,090	268,782
IDACORP Incorporated	2,092	204,911
NextEra Energy Incorporated	33,155	2,427,609
NRG Energy Incorporated	4,807	154,545
OGE Energy Corporation	3,819	131,756
PG&E Corporation †	59,698	605,338
Pinnacle West Capital Corporation	1,614	136,512
PPL Corporation	15,072	438,746
The Southern Company	22,732	1,453,029
Xcel Energy Incorporated	7,089	502,468
		10,991,816
Gas utilities: 0.24%
National Fuel Gas Company	8,742	453,622
UGI Corporation	31,891	1,468,581
		1,922,203

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 15

Portfolio of investments—May 31, 2021 (unaudited)

	Shares	Value
Independent power & renewable electricity producers: 0.04%
AES Corporation	12,945	$ 328,932
Multi-utilities: 0.93%
Ameren Corporation	275	23,155
CenterPoint Energy Incorporated	57,941	1,465,907
Consolidated Edison Incorporated	1,027	79,325
Dominion Energy Incorporated	11,879	904,467
DTE Energy Company	8,677	1,197,339
MDU Resources Group Incorporated	56,447	1,900,006
NiSource Incorporated	5,665	144,458
Public Service Enterprise Group Incorporated	17,208	1,068,961
Sempra Energy	5,157	698,722
WEC Energy Group Incorporated	1,217	114,288
		7,596,628
Water utilities: 0.16%
American Water Works Company Incorporated	7,833	1,214,272
Essential Utilities Incorporated	2,065	98,707
		1,312,979
Total Common stocks (Cost $590,548,826)		787,948,206

		Yield
Short-term investments: 3.12%
Investment companies: 3.12%
Wells Fargo Government Money Market Fund Select Class ♠∞		0.03%	25,537,774	25,537,774
Total Short-term investments (Cost $25,537,774)				25,537,774
Total investments in securities (Cost $616,086,600)	99.39%			813,485,980
Other assets and liabilities, net	0.61			5,014,223
Total net assets	100.00%			$818,500,203

†	Non-income-earning security
♠	The issuer is an affiliate of the Portfolio as defined in the Investment Company Act of 1940.
∞	The rate represents the 7-day annualized yield at period end.

Abbreviations:
REIT	Real estate investment trust

See accompanying notes to portfolio of investments

16 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Portfolio of investments—May 31, 2021 (unaudited)

Investments in affiliates

An affiliated investment is an investment in which the Portfolio owns at least 5% of the outstanding voting shares of the issuer or as a result of other relationships, such as the Portfolio and the issuer having the same adviser or investment manager. Transactions with issuers that were either affiliates of the Portfolio at the beginning of the period or the end of the period were as follows:

	Value, beginning of period	Purchases	Sales proceeds	Net realized gains (losses)	Net change in unrealized gains (losses)	Value, end of period	% of net assets	Shares, end of period	Income from affiliated securities
Short-term investments
Investment companies
Wells Fargo Government Money Market Fund Select Class	$18,864,948	$55,181,489	$(48,508,663)	$0	$0	$25,537,774	3.12%	25,537,774	$1,427

Futures contracts

Description	Number of contracts	Expiration date	Notional cost	Notional value	Unrealized gains	Unrealized losses
Long
E-Mini S&P 500 Index	149	6-18-2021	$31,319,623	$31,307,880	$0	$(11,743)

See accompanying notes to portfolio of investments

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 17

Notes to portfolio of investments—May 31, 2021 (unaudited)

Securities valuation

All investments are valued each business day as of the close of regular trading on the New York Stock Exchange (generally 4 p.m. Eastern Time), although the Portfolio may deviate from this calculation time under unusual or unexpected circumstances.

Equity securities and futures contracts that are listed on a foreign or domestic exchange or market are valued at the official closing price or, if none, the last sales price. If no sale occurs on the principal exchange or market that day, a fair value price will be determined in accordance with the Portfolio’s Valuation Procedures.

Investments in registered open-end investment companies are valued at net asset value.

Investments which are not valued using any of the methods discussed above are valued at their fair value, as determined in good faith by the Board of Trustees. The Board of Trustees has established a Valuation Committee comprised of the Trustees and has delegated to it the authority to take any actions regarding the valuation of portfolio securities that the Valuation Committee deems necessary or appropriate, including determining the fair value of portfolio securities, unless the determination has been delegated to the Wells Fargo Asset Management Pricing Committee at Wells Fargo Funds Management, LLC. The Board of Trustees retains the authority to make or ratify any valuation decisions or approve any changes to the Valuation Procedures as it deems appropriate. On a quarterly basis, the Board of Trustees receives reports on any valuation actions taken by the Valuation Committee or the Wells Fargo Asset Management Pricing Committee which may include items for ratification.

Futures contracts

Futures contracts are agreements between the Portfolio and a counterparty to buy or sell a specific amount of a commodity, financial instrument or currency at a specified price and on a specified date. The Portfolio may buy and sell futures contracts in order to gain exposure to, or protect against, changes in security values and is subject to equity price risk. The primary risks associated with the use of futures contracts are the imperfect correlation between changes in market values of securities held by the Portfolio and the prices of futures contracts, and the possibility of an illiquid market. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange. With futures contracts, there is minimal counterparty risk to the Portfolio since futures contracts are exchange traded and the exchange’s clearinghouse, as the counterparty to all exchange traded futures, guarantees the futures contracts against default.

Upon entering into futures contracts, the Portfolio is required to deposit either cash or securities (initial margin) with the broker in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are paid to or from the broker each day equal to the daily changes in the contract value. Such payments are recorded as unrealized gains or losses and, if any, shown as variation margin receivable (payable). Should the Portfolio fail to make requested variation margin payments, the broker can gain access to the initial margin to satisfy the Portfolio’s payment obligations. When the contracts are closed, a realized gain or loss is recorded.

Fair valuation measurements

Fair value measurements of investments are determined within a framework that has established a fair value hierarchy based upon the various data inputs utilized in determining the value of the Portfolio’s investments. The three-level hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). The Portfolio’s investments are classified within the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement. The inputs are summarized into three broad levels as follows:

■	Level 1 – quoted prices in active markets for identical securities
■	Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
■	Level 3 – significant unobservable inputs (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing investments in securities are not necessarily an indication of the risk associated with investing in those securities.

18 | Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio

Notes to portfolio of investments—May 31, 2021 (unaudited)

The following is a summary of the inputs used in valuing the Portfolio’s assets and liabilities as of May 31, 2021:

	Quoted prices (Level 1)	Other significant observable inputs (Level 2)	Significant unobservable inputs (Level 3)	Total
Assets
Investments in:
Common stocks
Communication services	$85,312,691	$0	$0	$85,312,691
Consumer discretionary	84,124,960	0	0	84,124,960
Consumer staples	52,904,715	0	0	52,904,715
Energy	15,734,236	0	0	15,734,236
Financials	82,823,117	0	0	82,823,117
Health care	115,183,943	0	0	115,183,943
Industrials	72,782,527	0	0	72,782,527
Information technology	215,317,145	0	0	215,317,145
Materials	21,754,218	0	0	21,754,218
Real estate	19,858,096	0	0	19,858,096
Utilities	22,152,558	0	0	22,152,558
Short-term investments
Investment companies	25,537,774	0	0	25,537,774
Total assets	$813,485,980	$0	$0	$813,485,980
Liabilities
Futures contracts	$11,743	$0	$0	$11,743
Total liabilities	$11,743	$0	$0	$11,743

Futures contracts are reported at their cumulative unrealized gains (losses) at measurement date as reported in the table following the Portfolio of Investments. All other assets and liabilities are reported at their market value at measurement date.

Additional sector, industry or geographic detail, if any, is included in the Portfolio of Investments.

As of May 31, 2021, the Portfolio had segregated $3,983,600 as cash collateral for these open futures contracts.

For the three months ended May 31, 2021, the Portfolio did not have any transfers into/out of Level 3.

Wells Fargo Factor Enhanced U.S. Large Cap Equity Portfolio | 19

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