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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AFFILIATED MANAGERS GROUP INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS INC</name>
        <lei>0J0XRGZE3PBRFEZ7MV65</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHEESECAKE FACTORY INC</name>
        <lei>529900872XMLK10SY247</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHEMED CORPORATION</name>
        <lei>54930020031IDJT2IM79</lei>
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      <invstOrSec>
        <name>CHEVRON CORPORATION</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>AFLAC INCORPORATED</name>
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        <assetCat>EC</assetCat>
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        <name>CHIMERA INVESTMENT CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AAR CORP</name>
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      <invstOrSec>
        <name>AGCO CORPORATION</name>
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      <invstOrSec>
        <name>CHIPOTLE MEXICAN GRILL INC</name>
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      <invstOrSec>
        <name>CHUBB LTD (AKA: ACE LTD)</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHURCH &amp; DWIGHT INC</name>
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        <name>CHURCHILL DOWNS INCORPORATED</name>
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        <name>CIGNA CORPORATION</name>
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        <name>CINCINNATI FINANCIAL CORPORATION</name>
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        <name>CINEMARK HOLDINGS INC</name>
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        <name>CINTAS CORPORATION</name>
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        <name>CIRRUS LOGIC CORP</name>
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        <name>CIT GROUP INC</name>
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        <name>CITIGROUP INC</name>
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        <name>CITIZENS FINANCIAL GROUP INC</name>
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        <name>CITRIX SYSTEMS INC</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
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        <name>CLOROX CO</name>
        <lei>54930044KVSC06Z79I06</lei>
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        <name>CME GROUP INC</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
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        <name>CMS ENERGY CORPORATION</name>
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      <invstOrSec>
        <name>CNO FINANCIAL GROUP INC</name>
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        <name>CNX RESOURCES CORPORATION</name>
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        <name>COCA COLA COMPANY</name>
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        <name>COCA-COLA EUROPEAN PARTNERS PLC</name>
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        <name>COHEN &amp; STEERS INC</name>
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        <name>COLFAX CORPORATION</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>CORNING INCORPORATED</name>
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      <invstOrSec>
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        <name>COSTCO WHOLESALE</name>
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        <name>COTY INC</name>
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        <name>CRANE CO</name>
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      <invstOrSec>
        <name>DANA INC (AKA: DANA HOLDING CORP)</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DANAHER CORPORATION</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DARDEN RESTAURANTS INC</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DARLING INGREDIENTS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DAVITA INC (AKA: DAVITE HEALTHCARE PARTNERS INC)</name>
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        <assetCat>EC</assetCat>
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        <name>DECKERS OUTDOOR CORPORATION</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DEERE &amp; COMPANY</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DELTA AIR LINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DELUXE CORPORATION</name>
        <lei>KWGNKB8TX9LE5TV29231</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>DENTSPLY SIRONA INC (AKA: DENTSPLY INTERNATIONAL INC)</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>AKAMAI TECHNOLOGIES</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DESIGNER BRANDS INC</name>
        <lei>549300X8J6FI8PPRK859</lei>
        <title>DESIGNER BRANDS INC CLASS A COMMON STOCK</title>
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        <curCd>USD</curCd>
        <valUSD>4806.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>DICKS SPORTING GOODS INC</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>DICK S SPORTING GOODS INC COMMON STOCK USD.01</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>DIGITAL REALTY TRUST INC</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>DIGITAL REALTY TRUST INC REIT USD.01</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>DILLARDS INC</name>
        <lei>529900FGYKMWL6019P91</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>DISCOVER FINANCIAL SERVICES</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
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        <assetCat>EC</assetCat>
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        <name>DISH NETWORK CORPORATION</name>
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        <name>DIVERSIFIED HEALTHCARE TRUST</name>
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        <name>DOLBY LABORATORIES INC</name>
        <lei>549300X04FB2QPCJ5J24</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>DOLLAR GENERAL CORPORATION</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DOLLAR GENERAL CORP COMMON STOCK USD.875</title>
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        <assetCat>EC</assetCat>
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        <name>DOLLAR TREE INC (AKA: DOLLAR TREE STORES INC)</name>
        <lei>549300PMSTQITB1WHR43</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>DOMINION ENERGY INC (AKA: DOMINION RESOURCES INC)</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>DOMINOS PIZZA INC</name>
        <lei>5299004V0Y8MI5D9FF45</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ALCOA CORPORATION</name>
        <lei>549300T12EZ1F6PWWU29</lei>
        <title>ALCOA CORP COMMON STOCK USD.01</title>
        <cusip>013872106</cusip>
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        <balance>550.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6182.000000</valUSD>
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      <invstOrSec>
        <name>DOMTAR CORPORATION</name>
        <lei>XYSIJOU3HNVROZWNA008</lei>
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      <invstOrSec>
        <name>DONALDSON COMPANY INC</name>
        <lei>OZE6KXY9QQPR8EJ8WL20</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DORMAN PRODUCTS INC</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DOUGLAS EMMETT INC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>DOVER CORPORATION</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>ALEXANDRIA REAL ESTATE EQUITIES INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>DRIL-QUIP INC</name>
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      <invstOrSec>
        <name>DUKE REALTY CORPORATION</name>
        <lei>N/A</lei>
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        <name>DUNKIN BRANDS GROUP INC</name>
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      <invstOrSec>
        <name>EAGLE MATERIALS INC</name>
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      <invstOrSec>
        <name>EASTGROUP PROPERTIES INC</name>
        <lei>31TIGQQZC4P6JMHKSW85</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>EASTMAN CHEMICAL COMPANY</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>EATON CORP PLC</name>
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        <assetCat>EC</assetCat>
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        <name>EBAY INC</name>
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        <name>ECOLAB INC</name>
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        <name>EDISON INTERNATIONAL</name>
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        <name>ALLEGHANY CORPORATION</name>
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        <name>EMCOR GROUP INC</name>
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        <name>EMERSON ELECTRIC CO</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>EMERSON ELECTRIC CO COMMON STOCK USD.5</title>
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        <name>ALLEGIANT TRAVEL COMPANY</name>
        <lei>549300JM9OZXOHWL2K18</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>ENCORE WIRE CORPORATION</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>ENERPAC TOOL GROUP CORP</name>
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      <invstOrSec>
        <name>ENTEGRIS INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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        <name>EPAM SYSTEMS INC</name>
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        <name>EQUINIX INC</name>
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        <name>ALLIANT ENERGY CORPORATION</name>
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        <name>EQUITABLE HOLDINGS INC</name>
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      <invstOrSec>
        <name>ALLSTATE CORP</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EXELON CORPORATION</name>
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      <invstOrSec>
        <name>EXPEDITORS INTL WASH INC</name>
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      <invstOrSec>
        <name>EXTENDED STAY AMERICA INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>EXTRA SPACE STORAGE INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>EXXON MOBIL CORPORATION</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>F5 NETWORKS INC</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>FACEBOOK INC</name>
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      <invstOrSec>
        <name>FACTSET RESEARCH SYSTEMS INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>FAIR ISAAC CORPORATION</name>
        <lei>RI6HET5SJUEY30V1PS26</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
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        <assetCat>EC</assetCat>
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        <name>FASTENAL COMPANY</name>
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        <assetCat>EC</assetCat>
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        <name>FEDERAL REALTY INVESTMENT TRUST</name>
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        <assetCat>EC</assetCat>
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        <assetCat>EC</assetCat>
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        <name>FIDELITY NATIONAL FINANCIAL INC</name>
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        <name>FIDELITY NATIONAL INFORMATION SERVICES INC</name>
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        <name>FIFTH THIRD BANCORP</name>
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        <name>FIRST AMERICAN FINANCIAL CORPORATION</name>
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        <name>FIRST HORIZON NATIONAL CORPORATION</name>
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        <name>FIRST INDUSTRIAL REALTY TRUST INC</name>
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        <title>FIRST INDUSTRIAL REALTY TR REIT USD.01</title>
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        <name>FIRST REPUBLIC BANK</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
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        <assetCat>EC</assetCat>
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        <name>FIRSTCASH INC (AKA: FIRST CASH FINANCIAL SERVICES INC)</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP COMMON STOCK USD.1</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>FISERV INC</name>
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      <invstOrSec>
        <name>GENERAL DYNAMICS CORPORATION</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMC ENTERTAINMENT HOLDINGS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENPACT LIMITED</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENTEX CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENUINE PARTS COMPANY</name>
        <lei>549300D46DQVEU651W04</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GENWORTH FINANCIAL INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AMC NETWORKS INC</name>
        <lei>549300VGG9K75226LR46</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GILEAD SCIENCES INC</name>
        <lei>549300WTZWR07K8MNV44</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMCOR PLC</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GLOBAL PAYMENTS INC</name>
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        <name>GLOBE LIFE INC</name>
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        <name>AMDOCS LIMITED</name>
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        <assetCat>EC</assetCat>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <name>AMEDISYS INC</name>
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        <name>GOODYEAR TIRE &amp; RUBBER CO/THE</name>
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        <name>GRACO INC</name>
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        <name>GRAHAM HOLDINGS CO (AKA: WASHINGTON POST CO)</name>
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        <name>AMERCO INC</name>
        <lei>5493003WIDMLDHYC6Y24</lei>
        <title>AMERCO COMMON STOCK USD.25</title>
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        <curCd>USD</curCd>
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        <name>GRAPHIC PACKAGING HOLDING COMPANY</name>
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        <name>GREENBRIER COMPANIES INC</name>
        <lei>5493001GAGGFR30BP390</lei>
        <title>GREENBRIER COMPANIES INC COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>GREIF INC</name>
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      <invstOrSec>
        <name>GROUP 1 AUTOMOTIVE INC</name>
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      <invstOrSec>
        <name>AMERICAN AIRLINES GROUP INC</name>
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        <name>GUESS INC</name>
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        <name>H&amp;R BLOCK INC</name>
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      <invstOrSec>
        <name>HAEMONETICS CORPORATION</name>
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        <name>HASBRO INC</name>
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        <name>HAWAIIAN ELECTRIC INDUSTRIES INC</name>
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        <name>HEALTHCARE SERVICES GROUP</name>
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        <name>HEICO CORPORATION</name>
        <lei>529900O1DTDLCJ7L0I14</lei>
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      <invstOrSec>
        <name>HELEN OF TROY CORP L</name>
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      <invstOrSec>
        <name>HELIX ENERGY SOLUTIONS GROUP</name>
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      <invstOrSec>
        <name>HELMERICH &amp; PAYNE INC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HERSHEY CO</name>
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      <invstOrSec>
        <name>HESS CORPORATION</name>
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        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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      <invstOrSec>
        <name>HEXCEL CORPORATION</name>
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      <invstOrSec>
        <name>HUMANA INC</name>
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      <invstOrSec>
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        <name>HUNTSMAN CORPORATION</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>INTUIT INC</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INTUITIVE SURGICAL INC</name>
        <lei>54930052SRG011710797</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INVESCO LTD</name>
        <lei>ECPGFXU8A2SHKVVGJI15</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INVESCO MORTGAGE CAPITAL INC</name>
        <lei>PV3BDP2HFZL2FNXQBL39</lei>
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        <cusip>46131B100</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>INVITATION HOMES INC</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES INC REIT USD.01</title>
        <cusip>46187W107</cusip>
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        <balance>940.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>IQVIA HOLDINGS INC (AKA: QUINTILES IMS HOLDINGS INC)</name>
        <lei>549300W3R20NM4KQPH86</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>IRON MOUNTAIN INCORPORATED</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRON MOUNTAIN INC REIT USD.01</title>
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        <balance>325.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8482.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMKOR TECHNOLOGY INC</name>
        <lei>529900VHLRTKPWZJBM84</lei>
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        <cusip>031652100</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ITT INC</name>
        <lei>549300KDSERHTJOXUS80</lei>
        <title>ITT INC COMMON STOCK USD1.0</title>
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        <balance>220.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J &amp; J SNACK FOODS CORP</name>
        <lei>N/A</lei>
        <title>J + J SNACK FOODS CORP COMMON STOCK</title>
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        <balance>40.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5085.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ABM INDUSTRIES INCORPORATED</name>
        <lei>QF02R89VEIOROM77J447</lei>
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        <cusip>000957100</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JABIL INC</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JABIL INC COMMON STOCK USD.001</title>
        <cusip>466313103</cusip>
        <identifiers>
          <isin value="US4663131039"/>
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        <balance>420.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13473.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JACK HENRY &amp; ASSOCIATES INC</name>
        <lei>529900X1QS8C54W0JB21</lei>
        <title>JACK HENRY + ASSOCIATES INC COMMON STOCK USD.01</title>
        <cusip>426281101</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JACK IN THE BOX INC</name>
        <lei>5493002OJW26P0SUUP68</lei>
        <title>JACK IN THE BOX INC COMMON STOCK USD.01</title>
        <cusip>466367109</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>JACOBS ENGINEERING GROUP INC</name>
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        <balance>362.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30697.600000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JANUS HENDERSON GROUP PLC (AKA: HENDERSON GROUP PLC)</name>
        <lei>2138009WPYMWJN3RVF44</lei>
        <title>JANUS HENDERSON GROUP PLC COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMN HEALTHCARE SERVICES INC</name>
        <lei>529900W3ARRTCNFH2I39</lei>
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        <cusip>001744101</cusip>
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        <curCd>USD</curCd>
        <valUSD>1809.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>JB HUNT TRANSPORT SERVICES INC</name>
        <lei>549300XCD1MPI1C5GK90</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>JBG SMITH PROPERTIES</name>
        <lei>N/A</lei>
        <title>JBG SMITH PROPERTIES REIT USD.01</title>
        <cusip>46590V100</cusip>
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        <balance>87.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>JEFFERIES FINANCIAL GROUP INC (AKA: LEUCADIA NATIONAL CORP)</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>JEFFERIES FINANCIAL GROUP IN COMMON STOCK USD1.0</title>
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        <curCd>USD</curCd>
        <valUSD>4416.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JETBLUE AIRWAYS CORP COMMON STOCK USD.01</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>JM SMUCKER CO</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
        <cusip>832696405</cusip>
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        <balance>209.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22114.290000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JOHNSON &amp; JOHNSON COMPANY</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JOHNSON + JOHNSON COMMON STOCK USD1.0</title>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398826.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JP MORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE + CO COMMON STOCK USD1.0</title>
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        <name>LA-Z-BOY INC.</name>
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        <name>LABORATORY CORPORATION OF AMERICA HOLDINGS</name>
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        <name>LINCOLN ELECTRIC HOLDINGS CO.</name>
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      <invstOrSec>
        <name>LINCOLN NATIONAL CORPORATION</name>
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        <name>LINDE PUBLIC LIMITED COMPANY</name>
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        <name>LITHIA MOTORS INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARATHON OIL CORPORATION</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARATHON PETROLEUM CORPORATION</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARKEL CORPORATION</name>
        <lei>549300SCNO12JLWIK605</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARKETAXESS HOLDINGS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARRIOTT VACATIONS WORLDWIDE CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MARSH &amp; MCLENNAN COMPANIES INC</name>
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      <invstOrSec>
        <name>APOLLO COMMERCIAL REAL ESTATE FINANCE INC</name>
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        <assetCat>EC</assetCat>
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        <name>MARTIN MARIETTA MATERIALS INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>MASCO CORPORATION</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MASIMO CORPORATION</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MASONITE INTERNATIONAL CORP (AKA: MASONITE INC)</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MASTERCARD INCORPORATED</name>
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        <name>MATTEL INC</name>
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        <name>MAXIM INTEGRATED PRODUCTS INC</name>
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        <name>MAXIMUS INC</name>
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        <name>MDU RESOURCES GROUP INC</name>
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        <name>APPLE INC</name>
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        <name>MEDICAL PROPERTIES TRUST INC</name>
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      <invstOrSec>
        <name>APPLIED INDUSTRIAL TECHNOLOGIES INC</name>
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        <name>MERCK &amp; CO INC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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      <invstOrSec>
        <name>MORNINGSTAR INC</name>
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      <invstOrSec>
        <name>MOSAIC CO/THE</name>
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      <invstOrSec>
        <name>MOTOROLA SOLUTIONS INC</name>
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        <name>MRC GLOBAL INC</name>
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        <name>MSC INDUSTRIAL DIRECT CO</name>
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        <name>MSCI INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MURPHY OIL CORPORATION</name>
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        <name>ARCHER-DANIELS-MIDLAND COMPANY</name>
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        <name>MURPHY USA INC</name>
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        <name>MYRIAD GENETICS INC</name>
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        <name>ACADIA REALTY TRUST</name>
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      <invstOrSec>
        <name>NETSCOUT SYSTEMS INC</name>
        <lei>5493005HZXZ3SPNVCV76</lei>
        <title>NETSCOUT SYSTEMS INC COMMON STOCK USD.001</title>
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          <isin value="US64115T1043"/>
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        <curCd>USD</curCd>
        <valUSD>7386.840000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ARMSTRONG WORLD INDUSTRIES INC</name>
        <lei>KXMRXXOJ88Q45Y45MG74</lei>
        <title>ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01</title>
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          <isin value="US04247X1028"/>
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        <curCd>USD</curCd>
        <valUSD>11304.200000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL INVESTMENT CORP</name>
        <lei>549300WNTHGEO5LP2G31</lei>
        <title>NEW RESIDENTIAL INVESTMENT REIT USD.01</title>
        <cusip>64828T201</cusip>
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          <isin value="US64828T2015"/>
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        <curCd>USD</curCd>
        <valUSD>1597.450000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW YORK COMMUNITY BANCORP INC</name>
        <lei>529900HVXOTLY61GL030</lei>
        <title>NEW YORK COMMUNITY BANCORP COMMON STOCK USD.01</title>
        <cusip>649445103</cusip>
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          <isin value="US6494451031"/>
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        <curCd>USD</curCd>
        <valUSD>4406.400000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW YORK MORTGAGE TRUST INC</name>
        <lei>549300JFGR0M7ULHWG48</lei>
        <title>NEW YORK MORTGAGE TRUST INC REIT USD.02</title>
        <cusip>649604501</cusip>
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          <isin value="US6496045013"/>
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        <balance>1368.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3570.480000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC)</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
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          <isin value="US6512291062"/>
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        <curCd>USD</curCd>
        <valUSD>7638.280000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEWMARKET CORPORATION</name>
        <lei>54930082CG88ERDREQ47</lei>
        <title>NEWMARKET CORP COMMON STOCK</title>
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          <isin value="US6515871076"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEWMONT CORPORATION</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEWMONT CORP COMMON STOCK USD1.6</title>
        <cusip>651639106</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEWS CORPORATION</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP   CLASS A COMMON STOCK USD.01</title>
        <cusip>65249B109</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEXSTAR MEDIA GROUP INC</name>
        <lei>52990083ZRR5UT591988</lei>
        <title>NEXSTAR MEDIA GROUP INC CL A COMMON STOCK USD.01</title>
        <cusip>65336K103</cusip>
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          <isin value="US65336K1034"/>
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        <balance>37.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3096.530000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARROW ELECTRONICS INC</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>ARROW ELECTRONICS INC COMMON STOCK USD1.0</title>
        <cusip>042735100</cusip>
        <identifiers>
          <isin value="US0427351004"/>
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        <balance>259.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17790.710000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEXTERA ENERGY INC</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC COMMON STOCK USD.01</title>
        <cusip>65339F101</cusip>
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          <isin value="US65339F1012"/>
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        <balance>265.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63645.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NIELSEN HOLDINGS PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>NIELSEN HOLDINGS PLC COMMON STOCK EUR.07</title>
        <cusip>G6518L108</cusip>
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        <curCd>USD</curCd>
        <valUSD>2927.420000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NIKE INC</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE INC  CL B COMMON STOCK</title>
        <cusip>654106103</cusip>
        <identifiers>
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        <balance>863.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ARTHUR J GALLAGHER &amp; CO</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0</title>
        <cusip>363576109</cusip>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ACCENTURE PLC</name>
        <lei>N/A</lei>
        <title>ACCENTURE PLC CL A COMMON STOCK USD.0000225</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ARTISAN PARTNERS ASSET MANAGEMENT INC</name>
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        <title>ARTISAN PARTNERS ASSET MA  A COMMON STOCK USD.01</title>
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        <curCd>USD</curCd>
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        <name>NOMAD FOODS LIMITED</name>
        <lei>5493000ZZ1837DS2SI43</lei>
        <title>NOMAD FOODS LTD COMMON STOCK</title>
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        <name>NORDSON CORPORATION</name>
        <lei>14OS6Q5N55N95WM84M53</lei>
        <title>NORDSON CORP COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <name>NORDSTROM INC</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <name>NORTHROP GRUMMAN CORPORATION</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NORTHROP GRUMMAN CORP COMMON STOCK USD1.0</title>
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        <curCd>USD</curCd>
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        <name>NORTONLIFELOCK INC</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NORTONLIFELOCK INC COMMON STOCK USD.01</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>ASBURY AUTOMOTIVE GROUP INC</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>ASBURY AUTOMOTIVE GROUP COMMON STOCK USD.01</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>NOW INC</name>
        <lei>549300AVH5SOCFVVDW91</lei>
        <title>NOW INC COMMON STOCK USD.01</title>
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        <curCd>USD</curCd>
        <valUSD>4565.270000</valUSD>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>NU SKIN ENTERPRISES INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>NUANCE COMMUNICATIONS INC</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NUCOR CORPORATION</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>NVIDIA CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NVR INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
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      <invstOrSec>
        <name>O-I GLASS INC</name>
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      <invstOrSec>
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        <name>OLD REPUBLIC INTERNATIONAL CORPORATION</name>
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        <name>OMNICOM GROUP INC</name>
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      <invstOrSec>
        <name>PC CONNECTION INC</name>
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      <invstOrSec>
        <name>PEGASYSTEMS INC</name>
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      <invstOrSec>
        <name>PENN NATIONAL GAMING INC</name>
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        <name>PENNYMAC MORTGAGE INVESTMENT TRUST</name>
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      <invstOrSec>
        <name>PENTAIR PUBLIC LIMITED COMPANY</name>
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        <name>PEPSICO INC</name>
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      <invstOrSec>
        <name>REALOGY HOLDINGS CORP</name>
        <lei>5493004HBTOTE9DI9P12</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REALTY INCOME CORPORATION</name>
        <lei>549300CUWDAUZSH43859</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REDWOOD TRUST INC</name>
        <lei>DRBV4N1ERQLEMIF11G78</lei>
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        <balance>467.000000</balance>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AVALONBAY COMMUNITIES INC</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REGENCY CENTERS CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RELIANCE STEEL &amp; ALUMINUM CO</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RENEWABLE ENERGY GROUP INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC SERVICES INC</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RESMED INC</name>
        <lei>529900T3QE5253CCXF22</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>RETAIL OPPORTUNITY INVESTMENTS CORP</name>
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        <assetCat>EC</assetCat>
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        <name>RETAIL PROPERTIES OF AMERICA INC</name>
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        <assetCat>EC</assetCat>
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        <name>REXNORD CORPORATION</name>
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        <name>RITE AID CORPORATION</name>
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        <name>AVERY DENNISON CORPORATION</name>
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        <name>RLI CORPORATION</name>
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        <name>RLJ LODGING TRUST</name>
        <lei>N/A</lei>
        <title>RLJ LODGING TRUST REIT</title>
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        <name>ROLLINS INC</name>
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        <name>ROSS STORES INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>AVIS BUDGET GROUP INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>SABRE CORPORATION</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SEMPRA ENERGY</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
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        <balance>152.000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SENSIENT TECHNOLOGIES CORPORATION</name>
        <lei>CMMZHMFZQG86EI7WZU92</lei>
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        <cusip>81725T100</cusip>
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          <isin value="US81725T1007"/>
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        <curCd>USD</curCd>
        <valUSD>7041.600000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SERVICE CORPORATION INTERNATIONAL</name>
        <lei>549300RKVM2ME20JHZ15</lei>
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          <isin value="US8175651046"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST REIT USD.01</title>
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          <isin value="US81761L1026"/>
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        <balance>513.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SERVICEMASTER GLOBAL HOLDINGS INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>B&amp;G FOODS INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SIGNET JEWELERS LIMITED</name>
        <lei>549300N3XPGE91WV7M22</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SILGAN HOLDINGS INC</name>
        <lei>KAF673KJXD92C8KSLU49</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SILICON LABORATORIES</name>
        <lei>4PRDF8Q9TDHRVZKZSZ47</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SIMON PROPERTY GROUP INC</name>
        <lei>529900GQL5X8H7AO3T64</lei>
        <title>SIMON PROPERTY GROUP INC REIT USD.0001</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>SIMPSON MANUFACTURING CO INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SINCLAIR BROADCAST GROUP INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC)</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SIRIUS XM HOLDINGS INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SITE CENTERS CORP (AKA: DDR CORP)</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>SIX FLAGS ENTERTAINMENT CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <name>BAKER HUGHES COMPANY</name>
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        <name>SKYWEST INC</name>
        <lei>529900UYS2KGS6Z42P09</lei>
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        <title>SKYWORKS SOLUTIONS INC COMMON STOCK USD.25</title>
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        <name>SL GREEN REALTY CORP</name>
        <lei>549300VQZPJU97H3GT17</lei>
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        <assetCat>EC</assetCat>
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        <name>SM ENERGY COMPANY</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
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        <assetCat>EC</assetCat>
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        <name>SMITH AO CORP</name>
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        <title>SMITH (A.O.) CORP COMMON STOCK USD1.0</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>BALL CORPORATION</name>
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      <invstOrSec>
        <name>SONIC AUTOMOTIVE INC</name>
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      <invstOrSec>
        <name>SONOCO PRODUCTS COMPANY</name>
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        <name>SOUTHERN CO</name>
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      <invstOrSec>
        <name>SOUTHWEST AIRLINES CO</name>
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      <invstOrSec>
        <name>SYKES ENTERPRISES INCORPORATED</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>SYNAPTICS INCORPORATED</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SYNEOS HEALTH INC (AKA INC RESEARCH HOLDINGS INC)</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SYNNEX CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SYNOPSYS INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SYSCO CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>T ROWE PRICE GROUP INC</name>
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        <name>T-MOBILE US INC</name>
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        <name>TAKE-TWO INTERACTIVE SOFTWARE</name>
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        <name>TANGER FACTORY OUTLET CENTERS INC</name>
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        <name>TARGET CORPORATION</name>
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        <name>TAUBMAN CTRS INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TESLA INC</name>
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      <invstOrSec>
        <name>TETRA TECH INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TEXAS INSTRUMENTS INCORPORATED</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TEXAS ROADHOUSE INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>THE NEW YORK TIMES COMPANY</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>THE PROGRESSIVE CORPORATION</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>THE SHERWIN-WILLIAMS COMPANY</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>THOR INDUSTRIES INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TIFFANY &amp; CO</name>
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      <invstOrSec>
        <name>TIMKEN COMPANY</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>TJX COMPANIES INC</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>TOPBUILD CORP</name>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>TORO CO</name>
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        <assetCat>EC</assetCat>
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        <assetCat>EC</assetCat>
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        <name>TRANE TECHNOLOGIES PUBLIC LIMITED COMPANY</name>
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        <name>TRANSDIGM GROUP INCORPORATED</name>
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        <name>TYLER TECHNOLOGIES INC</name>
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        <name>TYSON FOODS INC</name>
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      <invstOrSec>
        <name>UDR INC</name>
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      <invstOrSec>
        <name>ULTA BEAUTY INC</name>
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        <name>UNION PACIFIC CORPORATION</name>
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      <invstOrSec>
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        <name>UNITED PARCEL SERVICE INC</name>
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        <name>UNITED STATES CELLULAR CORPORATION</name>
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        <name>UNITED THERAPEUTICS CORPORATION</name>
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        <name>VERTEX PHARMACEUTICALS INCORPORATED</name>
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      <invstOrSec>
        <name>VF CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
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      <invstOrSec>
        <name>VIACOMCBS INC</name>
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        <name>VISHAY INTERTECHNOLOGY INC</name>
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        <lei>5T547R1474YC9HOD8Q74</lei>
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        <lei>549300F1Y3LN5BX5WN75</lei>
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        <assetCat>EC</assetCat>
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        <assetCat>EC</assetCat>
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        <title>WEINGARTEN REALTY INVESTORS REIT USD.03</title>
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        <name>XENIA HOTELS &amp; RESORTS INC</name>
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      <invstOrSec>
        <name>XILINX INC</name>
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      <invstOrSec>
        <name>BROWN &amp; BROWN INC</name>
        <lei>549300PC8KTJ71XKFY89</lei>
        <title>BROWN + BROWN INC COMMON STOCK USD.1</title>
        <cusip>115236101</cusip>
        <identifiers>
          <isin value="US1152361010"/>
        </identifiers>
        <balance>577.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23518.520000</valUSD>
        <pctVal>0.0921369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN-FORMAN CORPORATION</name>
        <lei>549300873K3LXF7ARU34</lei>
        <title>BROWN FORMAN CORP CLASS B COMMON STOCK USD.15</title>
        <cusip>115637209</cusip>
        <identifiers>
          <isin value="US1156372096"/>
        </identifiers>
        <balance>570.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36286.200000</valUSD>
        <pctVal>0.1421560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRUKER CORPORATION</name>
        <lei>LEBZ6VLQ6I8XB1NHVY15</lei>
        <title>BRUKER CORP COMMON STOCK USD.01</title>
        <cusip>116794108</cusip>
        <identifiers>
          <isin value="US1167941087"/>
        </identifiers>
        <balance>216.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8786.880000</valUSD>
        <pctVal>0.0344238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRUNSWICK CORPORATION</name>
        <lei>YM4O38W15AX4YLLQKU27</lei>
        <title>BRUNSWICK CORP COMMON STOCK USD.75</title>
        <cusip>117043109</cusip>
        <identifiers>
          <isin value="US1170431092"/>
        </identifiers>
        <balance>66.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4224.660000</valUSD>
        <pctVal>0.0165507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUCKLE INC/THE</name>
        <lei>5299007IU0461T3GDL34</lei>
        <title>BUCKLE INC/THE COMMON STOCK USD.01</title>
        <cusip>118440106</cusip>
        <identifiers>
          <isin value="US1184401065"/>
        </identifiers>
        <balance>254.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3982.720000</valUSD>
        <pctVal>0.0156028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUNGE LIMITED</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>BUNGE LTD COMMON STOCK USD.01</title>
        <cusip>G16962105</cusip>
        <identifiers>
          <isin value="BMG169621056"/>
        </identifiers>
        <balance>746.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30682.980000</valUSD>
        <pctVal>0.1202046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON HOLDINGS INC</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>BURLINGTON STORES INC COMMON STOCK USD.0001</title>
        <cusip>122017106</cusip>
        <identifiers>
          <isin value="US1220171060"/>
        </identifiers>
        <balance>89.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17526.770000</valUSD>
        <pctVal>0.0686634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BWX TECHNOLOGIES INC</name>
        <lei>549300NP85N265KWMS58</lei>
        <title>BWX TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>05605H100</cusip>
        <identifiers>
          <isin value="US05605H1005"/>
        </identifiers>
        <balance>250.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14160.000000</valUSD>
        <pctVal>0.0554737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AECOM (AKA: AECOM TECHNOLOGY CORP)</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM COMMON STOCK USD.01</title>
        <cusip>00766T100</cusip>
        <identifiers>
          <isin value="US00766T1007"/>
        </identifiers>
        <balance>370.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13904.600000</valUSD>
        <pctVal>0.0544731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CABLE ONE INC</name>
        <lei>549300648QS85T0XSH18</lei>
        <title>CABLE ONE INC COMMON STOCK USD.01</title>
        <cusip>12685J105</cusip>
        <identifiers>
          <isin value="US12685J1051"/>
        </identifiers>
        <balance>14.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24847.900000</valUSD>
        <pctVal>0.0973449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CACI INTERNATIONAL INC</name>
        <lei>SYRPI2D1O9WRTS2WX210</lei>
        <title>CACI INTERNATIONAL INC  CL A COMMON STOCK USD.1</title>
        <cusip>127190304</cusip>
        <identifiers>
          <isin value="US1271903049"/>
        </identifiers>
        <balance>102.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22121.760000</valUSD>
        <pctVal>0.0866649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CADENCE DESIGN SYSTEMS INC</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>CADENCE DESIGN SYS INC COMMON STOCK USD.01</title>
        <cusip>127387108</cusip>
        <identifiers>
          <isin value="US1273871087"/>
        </identifiers>
        <balance>233.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22358.680000</valUSD>
        <pctVal>0.0875931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT CORPORATION</name>
        <lei>529900CJT4VQO26ONP04</lei>
        <title>CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01</title>
        <cusip>127686103</cusip>
        <identifiers>
          <isin value="US1276861036"/>
        </identifiers>
        <balance>469.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5688.970000</valUSD>
        <pctVal>0.0222873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAL-MAINE FOODS INC</name>
        <lei>549300NHE5WMIEIEMF53</lei>
        <title>CAL MAINE FOODS INC COMMON STOCK USD.01</title>
        <cusip>128030202</cusip>
        <identifiers>
          <isin value="US1280302027"/>
        </identifiers>
        <balance>201.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8940.480000</valUSD>
        <pctVal>0.0350255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAMDEN PROPERTY TRUST</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CAMDEN PROPERTY TRUST REIT USD.01</title>
        <cusip>133131102</cusip>
        <identifiers>
          <isin value="US1331311027"/>
        </identifiers>
        <balance>231.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21071.820000</valUSD>
        <pctVal>0.0825516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO COMMON STOCK USD.0375</title>
        <cusip>134429109</cusip>
        <identifiers>
          <isin value="US1344291091"/>
        </identifiers>
        <balance>519.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25757.970000</valUSD>
        <pctVal>0.1009102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-08-04</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Equity Series</ncom:nameOfApplicant>
      <ncom:signature>/s/ Jason Nagler</ncom:signature>
      <ncom:signerName>Jason Nagler</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
