| Name of Stock | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| ABBVIE INC COMMON STOCK USD.01 | 15,229 | 15,229 |
| ACCENTURE PLC CL A COMMON STOCK USD.0000225 | 3,716,154 | 3,716,154 |
| ACUSHNET HOLDINGS CORP COMMON STOCK USD.001 | 65,065 | 65,065 |
| AECOM COMMON STOCK USD.01 | 508,418 | 508,418 |
| ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 | 1,257,905 | 1,257,905 |
| ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01 | 77,082 | 77,082 |
| ALTRIA GROUP INC COMMON STOCK USD.333 | 145,538 | 145,538 |
| AMC NETWORKS INC A COMMON STOCK | 180,911 | 180,911 |
| AMERICAN HOMES 4 RENT A REIT USD.01 | 1,526,738 | 1,526,738 |
| AMGEN INC COMMON STOCK USD.0001 | 275,544 | 275,544 |
| AMKOR TECHNOLOGY INC COMMON STOCK USD.001 | 17,836 | 17,836 |
| ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0 | 368,586 | 368,586 |
| ANTERO RESOURCES CORP COMMON STOCK USD.01 | 1,804,750 | 1,804,750 |
| APARTMENT INVT + MGMT CO A REIT USD.01 | 1,723,980 | 1,723,980 |
| APPLIED MATERIALS INC COMMON STOCK USD.01 | 2,774,229 | 2,774,229 |
| ARCHER DANIELS MIDLAND CO COMMON STOCK | 58,309 | 58,309 |
| ARCONIC INC COMMON STOCK | 200,529 | 200,529 |
| ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01 | 382,271 | 382,271 |
| ARROW ELECTRONICS INC COMMON STOCK USD1.0 | 508,696 | 508,696 |
| ASHLAND GLOBAL HOLDINGS INC COMMON STOCK | 389,386 | 389,386 |
| AT+T INC COMMON STOCK USD1.0 | 585,343 | 585,343 |
| AUTOZONE INC COMMON STOCK USD.01 | 67,905 | 67,905 |
| AVALONBAY COMMUNITIES INC REIT USD.01 | 1,686,204 | 1,686,204 |
| AVERY DENNISON CORP COMMON STOCK USD1.0 | 523,544 | 523,544 |
| AVNET INC COMMON STOCK USD1.0 | 65,528 | 65,528 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 | 1,326,418 | 1,326,418 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 | 225,934 | 225,934 |
| BALL CORP COMMON STOCK | 436,330 | 436,330 |
| BCE INC COMMON STOCK | 416,086 | 416,086 |
| BETA GLASS PLC COMMON STOCK NGN.5 | 446,754 | 446,754 |
| BIOGEN INC COMMON STOCK USD.0005 | 458,153 | 458,153 |
| BK GROUP PLC COMMON STOCK | 2,155,764 | 2,155,764 |
| BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01 | 402,597 | 402,597 |
| BORGWARNER INC COMMON STOCK USD.01 | 158,728 | 158,728 |
| BOSTON PROPERTIES INC REIT USD.01 | 1,158,718 | 1,158,718 |
| BRANDYWINE REALTY TRUST REIT USD.01 | 511,404 | 511,404 |
| BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 | 613,145 | 613,145 |
| BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01 | 354,496 | 354,496 |
| CAIRO POULTRY CO COMMON STOCK EGP1.0 | 506,071 | 506,071 |
| CAMPBELL SOUP CO COMMON STOCK USD.0375 | 443,546 | 443,546 |
| CARLISLE COS INC COMMON STOCK USD1.0 | 444,091 | 444,091 |
| CELANESE CORP COMMON STOCK USD.0001 | 225,187 | 225,187 |
| CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001 | 849,363 | 849,363 |
| CHEVRON CORP COMMON STOCK USD.75 | 620,629 | 620,629 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | 353,706 | 353,706 |
| COLGATE PALMOLIVE CO COMMON STOCK USD1.0 | 11,841 | 11,841 |
| COMMERCIAL METALS CO COMMON STOCK USD.01 | 136,226 | 136,226 |
| CONOCOPHILLIPS COMMON STOCK USD.01 | 70,623 | 70,623 |
| CORESITE REALTY CORP REIT USD.01 | 648,617 | 648,617 |
| CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001 | 4,884,845 | 4,884,845 |
| COUSINS PROPERTIES INC REIT USD1.0 | 327,006 | 327,006 |
| COVIA HOLDINGS CORP COMMON STOCK | 366,875 | 366,875 |
| CRDB BANK PLC COMMON STOCK | 788,093 | 788,093 |
| CREDIT AGRICOLE EGYPT COMMON STOCK EGP4. | 2,708,698 | 2,708,698 |
| CROCS INC COMMON STOCK USD.001 | 126,927 | 126,927 |
| CROWN HOLDINGS INC COMMON STOCK USD5.0 | 618,043 | 618,043 |
| CRYSTAL TELECOM LTD COMMON STOCK | 661,925 | 661,925 |
| CUBESMART REIT USD.01 | 1,197,504 | 1,197,504 |
| CUMMINS INC COMMON STOCK USD2.5 | 429,685 | 429,685 |
| CURTISS WRIGHT CORP COMMON STOCK USD1.0 | 56,356 | 56,356 |
| CVR ENERGY INC COMMON STOCK USD.01 | 224,185 | 224,185 |
| CVS HEALTH CORP COMMON STOCK USD.01 | 17,012 | 17,012 |
| DAVITA INC COMMON STOCK USD.001 | 617,799 | 617,799 |
| DELTA CORPORATION LTD COMMON STOCK | 183,832 | 183,832 |
| DEVELOPMENT FINANCE COMPANY COMMON STOCK | 1,275,077 | 1,275,077 |
| DIAMONDROCK HOSPITALITY CO REIT USD.01 | 518,823 | 518,823 |
| DIGITAL REALTY TRUST INC REIT USD.01 | 1,194,411 | 1,194,411 |
| DOMTAR CORP COMMON STOCK USD.01 | 306,151 | 306,151 |
| DOUGLAS EMMETT INC REIT USD.01 | 663,332 | 663,332 |
| DOVER CORP COMMON STOCK USD1.0 | 224,066 | 224,066 |
| EATON CORP PLC COMMON STOCK USD.01 | 238,316 | 238,316 |
| EBAY INC COMMON STOCK USD.001 | 216,769 | 216,769 |
| ECHOSTAR CORP A COMMON STOCK USD.001 | 183,462 | 183,462 |
| EGYPTIAN INTERNATIONAL PHARM COMMON STOCK EGP10. | 3,213,425 | 3,213,425 |
| EMCOR GROUP INC COMMON STOCK USD.01 | 311,285 | 311,285 |
| EMERSON ELECTRIC CO COMMON STOCK USD.5 | 313,887 | 313,887 |
| ENTERPRISE GROUP LTD COMMON STOCK | 52,264 | 52,264 |
| EQUINIX INC REIT USD.001 | 2,197,639 | 2,197,639 |
| EQUITY GROUP HOLDINGS PLC COMMON STOCK KES.5 | 437,135 | 437,135 |
| EQUITY RESIDENTIAL REIT USD.01 | 894,169 | 894,169 |
| EURONET WORLDWIDE INC COMMON STOCK USD.02 | 324,260 | 324,260 |
| FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01 | 371,188 | 371,188 |
| FIRST QUANTUM MINERALS LTD COMMON STOCK | 2,957,191 | 2,957,191 |
| FLOWERS FOODS INC COMMON STOCK USD.01 | 23,610 | 23,610 |
| FORTUNE BRANDS HOME + SECURI COMMON STOCK USD.01 | 481,884 | 481,884 |
| FOX CORP CLASS A COMMON STOCK USD.01 | 326,366 | 326,366 |
| FTI CONSULTING INC COMMON STOCK USD.01 | 297,898 | 297,898 |
| GENERAL MILLS INC COMMON STOCK USD.1 | 529,710 | 529,710 |
| GENUINE PARTS CO COMMON STOCK USD1.0 | 613,374 | 613,374 |
| GILEAD SCIENCES INC COMMON STOCK USD.001 | 130,025 | 130,025 |
| GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01 | 597,804 | 597,804 |
| GUARANTY TRUST BANK COMMON STOCK NGN.5 | 2,952,510 | 2,952,510 |
| HEALTHPEAK PROPERTIES INC REIT USD1.0 | 1,659,392 | 1,659,392 |
| HERMAN MILLER INC COMMON STOCK USD.2 | 173,764 | 173,764 |
| HOLLYFRONTIER CORP COMMON STOCK USD.01 | 223,226 | 223,226 |
| HOST HOTELS + RESORTS INC REIT USD.01 | 821,861 | 821,861 |
| HUBBELL INC COMMON STOCK USD.01 | 101,553 | 101,553 |
| HUDSON PACIFIC PROPERTIES IN REIT USD.01 | 1,213,088 | 1,213,088 |
| INGERSOLL RAND PLC COMMON STOCK USD1.0 | 174,790 | 174,790 |
| INGREDION INC COMMON STOCK USD.01 | 452,296 | 452,296 |
| INNSCOR AFRICA LTD COMMON STOCK ZWL.01 | 445,220 | 445,220 |
| INSTRUCTURE INC COMMON STOCK USD.0001 | 3,771,242 | 3,771,242 |
| INVITATION HOMES INC REIT USD.01 | 938,814 | 938,814 |
| JABIL INC COMMON STOCK USD.001 | 474,925 | 474,925 |
| JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0 | 596,384 | 596,384 |
| JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01 | 600,678 | 600,678 |
| JUHAYNA FOOD INDUSTRIES COMMON STOCK EGP1. | 417,326 | 417,326 |
| KAR AUCTION SERVICES INC COMMON STOCK USD.01 | 281,528 | 281,528 |
| KBR INC COMMON STOCK USD.001 | 340,015 | 340,015 |
| KELLOGG CO COMMON STOCK USD.25 | 185,834 | 185,834 |
| KENYA REINSURANCE CORP LTD COMMON STOCK KES2.5 | 214,232 | 214,232 |
| KINAXIS INC COMMON STOCK | 2,403,652 | 2,403,652 |
| KRAFT HEINZ CO/THE COMMON STOCK USD.01 | 579,306 | 579,306 |
| LABEL VIE COMMON STOCK MAD100. | 1,559,009 | 1,559,009 |
| LAREDO PETROLEUM INC COMMON STOCK USD.01 | 568,205 | 568,205 |
| LEGGETT + PLATT INC COMMON STOCK USD.01 | 430,125 | 430,125 |
| LEIDOS HOLDINGS INC COMMON STOCK USD.0001 | 689,344 | 689,344 |
| LIBERTY KENYA HOLDING LTD COMMON STOCK | 514,642 | 514,642 |
| LIFE STORAGE INC REIT USD.01 | 1,179,715 | 1,179,715 |
| LITHIA MOTORS INC CL A COMMON STOCK | 75,705 | 75,705 |
| LKQ CORP COMMON STOCK USD.01 | 610,330 | 610,330 |
| LOCKHEED MARTIN CORP COMMON STOCK USD1.0 | 44,389 | 44,389 |
| MAGNA INTERNATIONAL INC COMMON STOCK | 464,058 | 464,058 |
| MANPOWERGROUP INC COMMON STOCK USD.01 | 421,998 | 421,998 |
| MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01 | 114,149 | 114,149 |
| MASCO CORP COMMON STOCK USD1.0 | 543,201 | 543,201 |
| MASONITE INTERNATIONAL CORP COMMON STOCK | 4,187,402 | 4,187,402 |
| MASTEC INC COMMON STOCK USD.1 | 421,789 | 421,789 |
| MAXIMUS INC COMMON STOCK | 263,639 | 263,639 |
| MCB GROUP LTD COMMON STOCK | 1,805,187 | 1,805,187 |
| MEDNAX INC COMMON STOCK USD.01 | 279,596 | 279,596 |
| MICRO FOCUS INTERNATIONAL COMMON STOCK GBP.1 | 1,296,237 | 1,296,237 |
| MOLSON COORS BEVERAGE CO B COMMON STOCK USD.01 | 172,588 | 172,588 |
| MOSAIC CO/THE COMMON STOCK USD.01 | 143,495 | 143,495 |
| NAIROBI SECURITIES EXCHANGE COMMON STOCK KES4.0 | 412,335 | 412,335 |
| NEDBANK GROUP LTD COMMON STOCK ZAR1.0 | 17,593 | 17,593 |
| NEWMARKET CORP COMMON STOCK | 111,414 | 111,414 |
| OKOMU OIL PALM PLC COMMON STOCK NGN.5 | 524,064 | 524,064 |
| OLD MUTUAL LTD COMMON STOCK | 126,378 | 126,378 |
| OMNICOM GROUP COMMON STOCK USD.15 | 602,143 | 602,143 |
| OPEN TEXT CORP COMMON STOCK | 4,408,427 | 4,408,427 |
| ORASCOM CONSTRUCTION PLC COMMON STOCK USD1.0 | 3,558,544 | 3,558,544 |
| OSHKOSH CORP COMMON STOCK USD.01 | 167,815 | 167,815 |
| OWENS CORNING COMMON STOCK USD.001 | 152,642 | 152,642 |
| PACKAGING CORP OF AMERICA COMMON STOCK USD.01 | 294,535 | 294,535 |
| PALMCI COMMON STOCK XOF1320.0 | 666,836 | 666,836 |
| PENTAIR PLC COMMON STOCK USD.01 | 490,352 | 490,352 |
| PEYTO EXPLORATION + DEV CORP COMMON STOCK | 984,361 | 984,361 |
| PFIZER INC COMMON STOCK USD.05 | 212,787 | 212,787 |
| PHILIP MORRIS INTERNATIONAL COMMON STOCK | 355,082 | 355,082 |
| PHILLIPS 66 COMMON STOCK | 586,019 | 586,019 |
| PILGRIM S PRIDE CORP COMMON STOCK USD.01 | 327,707 | 327,707 |
| PPG INDUSTRIES INC COMMON STOCK USD1.67 | 297,684 | 297,684 |
| PROLOGIS INC REIT USD.01 | 2,857,037 | 2,857,037 |
| PTC INC COMMON STOCK USD.01 | 5,228,241 | 5,228,241 |
| PVH CORP COMMON STOCK USD1.0 | 36,067 | 36,067 |
| QATAR NATIONAL BANK ALAHLY COMMON STOCK EGP10.0 | 187,693 | 187,693 |
| QUEST DIAGNOSTICS INC COMMON STOCK USD.01 | 24,455 | 24,455 |
| QURATE RETAIL INC SERIES A COMMON STOCK USD.01 | 425,540 | 425,540 |
| RANGE RESOURCES CORP COMMON STOCK USD.01 | 3,489,268 | 3,489,268 |
| REGAL BELOIT CORP COMMON STOCK USD.01 | 244,931 | 244,931 |
| REGENCY CENTERS CORP REIT USD.01 | 835,630 | 835,630 |
| RELIANCE STEEL + ALUMINUM COMMON STOCK | 650,299 | 650,299 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001 | 2,592,924 | 2,592,924 |
| RETAIL PROPERTIES OF AME A REIT USD.001 | 780,955 | 780,955 |
| ROTORK PLC COMMON STOCK GBP.005 | 3,265,692 | 3,265,692 |
| SCOTTS MIRACLE GRO CO COMMON STOCK USD.01 | 516,355 | 516,355 |
| SEED CO INTERNATIONAL LTD COMMON STOCK | 134,695 | 134,695 |
| SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1 | 136,014 | 136,014 |
| SERVICENOW INC COMMON STOCK USD.001 | 5,307,919 | 5,307,919 |
| SIMON PROPERTY GROUP INC REIT USD.0001 | 1,077,283 | 1,077,283 |
| SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01 | 238,525 | 238,525 |
| SKECHERS USA INC CL A COMMON STOCK USD.001 | 128,404 | 128,404 |
| SL GREEN REALTY CORP REIT USD.01 | 944,071 | 944,071 |
| SOC DE LIMONADERIES ET BRASS COMMON STOCK XOF5000. | 119,051 | 119,051 |
| SOC GEN BANQ EN COTE IVOIRE COMMON STOCK XOF500.0 | 210,799 | 210,799 |
| SONATEL COMMON STOCK XOF500. | 2,080,107 | 2,080,107 |
| SONOCO PRODUCTS CO COMMON STOCK | 271,939 | 271,939 |
| SRC ENERGY INC COMMON STOCK USD.001 | 1,921,003 | 1,921,003 |
| STANBIC BANK UGANDA LTD COMMON STOCK | 748,300 | 748,300 |
| STANDARD CHARTERED BK GHANA COMMON STOCK | 1,403,709 | 1,403,709 |
| STANTEC INC COMMON STOCK | 11,348 | 11,348 |
| STEELCASE INC CL A COMMON STOCK | 149,727 | 149,727 |
| SUNCOR ENERGY INC COMMON STOCK | 455,659 | 455,659 |
| SYNNEX CORP COMMON STOCK USD.001 | 228,234 | 228,234 |
| TALEND SA ADR ADR | 1,905,134 | 1,905,134 |
| TANGA CEMENT CO LTD COMMON STOCK | 80,418 | 80,418 |
| TANZANIA BREWERIES LTD COMMON STOCK | 3,095,897 | 3,095,897 |
| TECH DATA CORP COMMON STOCK USD.0015 | 615,903 | 615,903 |
| TECK RESOURCES LTD CLS B COMMON STOCK | 9,936 | 9,936 |
| TETRA TECH INC COMMON STOCK USD.01 | 29,553 | 29,553 |
| TOPBUILD CORP COMMON STOCK | 294,707 | 294,707 |
| TREEHOUSE FOODS INC COMMON STOCK USD.01 | 2,765 | 2,765 |
| TTEC HOLDINGS INC COMMON STOCK USD.01 | 29,477 | 29,477 |
| TURQUOISE HILL RESOURCES LTD COMMON STOCK | 2,993,294 | 2,993,294 |
| TYLER TECHNOLOGIES INC COMMON STOCK USD.01 | 4,935,048 | 4,935,048 |
| UMEME LTD COMMON STOCK | 163,401 | 163,401 |
| UMEME LTD COMMON STOCK | 1,302,116 | 1,302,116 |
| UNITED THERAPEUTICS CORP COMMON STOCK USD.01 | 407,900 | 407,900 |
| UNIVERSAL FOREST PRODUCTS COMMON STOCK | 196,382 | 196,382 |
| VALMONT INDUSTRIES COMMON STOCK USD1.0 | 162,811 | 162,811 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | 625,668 | 625,668 |
| VERMILION ENERGY INC COMMON STOCK | 182,398 | 182,398 |
| VIVO ENERGY PLC COMMON STOCK USD.5 | 2,078,359 | 2,078,359 |
| WABCO HOLDINGS INC COMMON STOCK USD.01 | 38,753 | 38,753 |
| WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01 | 178,649 | 178,649 |
| WEINGARTEN REALTY INVESTORS REIT USD.03 | 561,229 | 561,229 |
| WELBILT INC COMMON STOCK USD.01 | 8,039 | 8,039 |
| WELLTOWER INC REIT USD1.0 | 1,301,534 | 1,301,534 |
| WESTERN UNION CO COMMON STOCK USD.01 | 692,989 | 692,989 |
| WHIRLPOOL CORP COMMON STOCK USD1.0 | 134,990 | 134,990 |
| WHITECAP RESOURCES INC COMMON STOCK | 3,517,004 | 3,517,004 |
| WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0 | 175,516 | 175,516 |
| WORLD FUEL SERVICES CORP COMMON STOCK USD.01 | 226,176 | 226,176 |
| XEROX HOLDINGS CORP COMMON STOCK USD1.0 | 671,000 | 671,000 |
| YAMANA GOLD INC COMMON STOCK | 44,035 | 44,035 |
| ZAMBIAN BREWERIES COMMON STOCK ZMW.001 | 732,001 | 732,001 |