Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 3, 2017
Total Value: $4.486B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DU PONT (E.I.) DE NEMOURS | 9,969,322 | $805M | 17.9% | $52.50 | — | COMMON STOCK USD.3 | 263534109 |
| VOO | VANGUARD S P 500 ETF | 566,930 | $126M | 2.8% | $186.09 | — | VANGUARD S+P 500 ETF | 922908363 |
| AAPL | APPLE INC | 645,408 | $92.95M | 2.1% | $22.18 | +54.7% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 921,084 | $63.49M | 1.4% | $36.83 | +69.2% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 68,037 | $61.83M | 1.4% | $36.62 | +24.1% | COMMON STOCK USD.001 | 02079K107 |
| AMZN | AMAZON.COM INC | 54,308 | $52.57M | 1.2% | $28.16 | +69.4% | COMMON STOCK USD.01 | 023135106 |
| EFA | ISHARES MSCI EAFE ETF | 805,599 | $52.52M | 1.2% | $65.10 | — | ISHARES MSCI EAFE ETF | 464287465 |
| IEFA | ISHARES CORE MSCI EAFE ETF | 782,650 | $47.66M | 1.1% | $55.20 | — | ISHARES CORE MSCI EAFE ETF | 46432F842 |
| META | FACEBOOK INC A | 308,743 | $46.61M | 1.0% | $100.89 | +46.4% | COMMON STOCK USD.000006 | 30303M102 |
| JPM | JPMORGAN CHASE CO | 502,981 | $45.97M | 1.0% | $42.55 | +61.1% | COMMON STOCK USD1.0 | 46625H100 |
| JNJ | JOHNSON JOHNSON | 330,122 | $43.67M | 1.0% | $80.64 | +24.5% | COMMON STOCK USD1.0 | 478160104 |
| BAC | BANK OF AMERICA CORP | 1,669,094 | $40.49M | 0.9% | $15.68 | +21.8% | COMMON STOCK USD.01 | 060505104 |
| V | VISA INC CLASS A SHARES | 426,817 | $40.03M | 0.9% | $71.13 | +22.9% | COMMON STOCK USD.0001 | 92826C839 |
| CMCSA | COMCAST CORP CLASS A | 882,611 | $34.35M | 0.8% | $25.71 | +24.1% | COMMON STOCK USD.01 | 20030N101 |
| C | CITIGROUP INC | 510,806 | $34.16M | 0.8% | $38.43 | +20.9% | COMMON STOCK USD.01 | 172967424 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 959,337 | $33.54M | 0.7% | $22.21 | — | ADR | 874039100 |
| CVX | CHEVRON CORP | 290,785 | $30.34M | 0.7% | $74.07 | -1.2% | COMMON STOCK USD.75 | 166764100 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 176,966 | $29.97M | 0.7% | $145.89 | +14.0% | COMMON STOCK USD.0033 | 084670702 |
| WFC | WELLS FARGO CO | 528,026 | $29.26M | 0.7% | $37.09 | +13.7% | COMMON STOCK USD1.666 | 949746101 |
| MRK | MERCK CO. INC. | 442,855 | $28.38M | 0.6% | $33.48 | +39.0% | COMMON STOCK USD.5 | 58933Y105 |
| UNH | UNITEDHEALTH GROUP INC | 146,766 | $27.21M | 0.6% | $94.55 | +61.5% | COMMON STOCK USD.01 | 91324P102 |
| — | CELGENE CORP | 203,790 | $26.47M | 0.6% | $106.79 | — | COMMON STOCK USD.01 | 151020104 |
| PG | PROCTER GAMBLE CO/THE | 295,469 | $25.75M | 0.6% | $58.38 | +20.1% | COMMON STOCK | 742718109 |
| CVS | CVS HEALTH CORP | 318,417 | $25.62M | 0.6% | $58.03 | +3.9% | COMMON STOCK USD.01 | 126650100 |
| AMGN | AMGEN INC | 148,408 | $25.56M | 0.6% | $117.22 | +6.9% | COMMON STOCK USD.0001 | 031162100 |
| — | UNITED TECHNOLOGIES CORP | 209,099 | $25.53M | 0.6% | $112.78 | — | COMMON STOCK USD1.0 | 913017109 |
| ORCL | ORACLE CORP | 505,664 | $25.35M | 0.6% | $29.64 | +35.3% | COMMON STOCK USD.01 | 68389X105 |
| UNP | UNION PACIFIC CORP | 230,718 | $25.13M | 0.6% | $77.93 | +15.6% | COMMON STOCK USD2.5 | 907818108 |
| — | US CONCRETE INC | 318,368 | $25.01M | 0.6% | $20.95 | — | COMMON STOCK USD.001 | 90333L201 |
| KO | COCA COLA CO/THE | 555,097 | $24.9M | 0.6% | $29.54 | +14.0% | COMMON STOCK USD.25 | 191216100 |
| HON | HONEYWELL INTERNATIONAL INC | 185,285 | $24.7M | 0.6% | $82.03 | +20.4% | COMMON STOCK USD1.0 | 438516106 |
| XOM | EXXON MOBIL CORP | 305,527 | $24.66M | 0.5% | $52.26 | +6.1% | COMMON STOCK | 30231G102 |
| HD | HOME DEPOT INC | 160,046 | $24.55M | 0.5% | $99.73 | +24.8% | COMMON STOCK USD.05 | 437076102 |
| TXN | TEXAS INSTRUMENTS INC | 308,615 | $23.74M | 0.5% | $46.75 | +35.1% | COMMON STOCK USD1.0 | 882508104 |
| — | TE CONNECTIVITY LTD | 275,899 | $21.71M | 0.5% | $75.51 | — | COMMON STOCK CHF.57 | H84989104 |
| DAL | DELTA AIR LINES INC | 382,250 | $20.54M | 0.5% | $22.89 | +93.6% | COMMON STOCK USD.0001 | 247361702 |
| — | ALLERGAN PLC | 82,466 | $20.05M | 0.4% | $280.02 | — | COMMON STOCK USD.0033 | G0177J108 |
| — | INGERSOLL RAND PLC | 216,416 | $19.78M | 0.4% | $68.35 | — | COMMON STOCK USD1.0 | G47791101 |
| STZ | CONSTELLATION BRANDS INC A | 99,839 | $19.34M | 0.4% | $139.22 | +11.8% | COMMON STOCK USD.01 | 21036P108 |
| SLB | SCHLUMBERGER LTD | 291,145 | $19.17M | 0.4% | $60.74 | -8.1% | COMMON STOCK USD.01 | 806857108 |
| EEM | ISHARES MSCI EMERGING MARKETS | 461,759 | $19.11M | 0.4% | $37.59 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| AMAT | APPLIED MATERIALS INC | 459,664 | $18.99M | 0.4% | $30.31 | +27.4% | COMMON STOCK USD.01 | 038222105 |
| CSCO | CISCO SYSTEMS INC | 606,180 | $18.97M | 0.4% | $15.79 | +58.7% | COMMON STOCK USD.001 | 17275R102 |
| PM | PHILIP MORRIS INTERNATIONAL | 156,429 | $18.37M | 0.4% | $55.67 | +33.4% | COMMON STOCK | 718172109 |
| NTES | NETEASE INC ADR | 59,853 | $17.99M | 0.4% | $131.52 | — | ADR USD.0001 | 64110W102 |
| PEP | PEPSICO INC | 150,319 | $17.36M | 0.4% | $71.54 | +23.3% | COMMON STOCK USD.017 | 713448108 |
| AMT | AMERICAN TOWER CORP | 130,537 | $17.27M | 0.4% | $82.56 | +24.6% | REIT USD.01 | 03027X100 |
| GILD | GILEAD SCIENCES INC | 240,076 | $16.99M | 0.4% | $62.05 | -22.1% | COMMON STOCK USD.001 | 375558103 |
| T | AT T INC | 432,980 | $16.34M | 0.4% | $13.41 | +18.7% | COMMON STOCK USD1.0 | 00206R102 |
| — | WESTROCK CO | 284,035 | $16.09M | 0.4% | $44.83 | — | COMMON STOCK | 96145D105 |
| GD | GENERAL DYNAMICS CORP | 81,132 | $16.07M | 0.4% | $117.27 | +38.1% | COMMON STOCK USD1.0 | 369550108 |
| CB | CHUBB LTD | 104,809 | $15.24M | 0.3% | $96.84 | +24.8% | COMMON STOCK | H1467J104 |
| MHK | MOHAWK INDUSTRIES INC | 62,421 | $15.09M | 0.3% | $206.47 | +14.3% | COMMON STOCK USD.01 | 608190104 |
| — | ENERGY XXI GULF COAST INC | 811,596 | $15.07M | 0.3% | $29.45 | — | COMMON STOCK | 29276K101 |
| EFV | ISHARES MSCI EAFE VALUE ETF | 290,000 | $14.99M | 0.3% | $47.25 | — | ISHARES MSCI EAFE VALUE ETF | 464288877 |
| PFE | PFIZER INC | 440,449 | $14.79M | 0.3% | $17.78 | +21.5% | COMMON STOCK USD.05 | 717081103 |
| ALLE | ALLEGION PLC | 182,175 | $14.78M | 0.3% | $63.58 | +11.1% | COMMON STOCK USD.01 | G0176J109 |
| DIS | WALT DISNEY CO/THE | 137,102 | $14.57M | 0.3% | $76.35 | +34.2% | COMMON STOCK USD.01 | 254687106 |
| — | BLACKROCK INC | 33,505 | $14.15M | 0.3% | $402.44 | — | COMMON STOCK USD.01 | 09247X101 |
| — | LAM RESEARCH CORP | 99,114 | $14.02M | 0.3% | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| — | EZCORP INC | 14,250,000 | $13.8M | 0.3% | $0.75 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| TX | TERNIUM SA SPONSORED ADR | 487,384 | $13.69M | 0.3% | $25.53 | — | ADR USD1.0 | 880890108 |
| GS | GOLDMAN SACHS GROUP INC | 60,348 | $13.39M | 0.3% | $151.15 | +22.1% | COMMON STOCK USD.01 | 38141G104 |
| — | WABCO HOLDINGS INC | 104,966 | $13.38M | 0.3% | $113.92 | — | COMMON STOCK USD.01 | 92927K102 |
| PLD | PROLOGIS INC | 227,842 | $13.36M | 0.3% | $34.98 | +25.0% | REIT USD.01 | 74340W103 |
| PPG | PPG INDUSTRIES INC | 120,591 | $13.26M | 0.3% | $88.53 | +4.1% | COMMON STOCK USD1.67 | 693506107 |
| NWL | NEWELL BRANDS INC | 243,197 | $13.04M | 0.3% | $22.79 | +51.6% | COMMON STOCK USD1.0 | 651229106 |
| COF | CAPITAL ONE FINANCIAL CORP | 156,856 | $12.96M | 0.3% | $56.88 | +23.0% | COMMON STOCK USD.01 | 14040H105 |
| EXC | EXELON CORP | 355,940 | $12.84M | 0.3% | $15.56 | +21.2% | COMMON STOCK | 30161N101 |
| BA | BOEING CO/THE | 63,702 | $12.6M | 0.3% | $133.10 | +31.4% | COMMON STOCK USD5.0 | 097023105 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 291,462 | $12.59M | 0.3% | $34.62 | +5.9% | COMMON STOCK | 609207105 |
| TJX | TJX COMPANIES INC | 173,753 | $12.54M | 0.3% | $31.71 | +5.3% | COMMON STOCK USD1.0 | 872540109 |
| SPG | SIMON PROPERTY GROUP INC | 77,235 | $12.49M | 0.3% | $107.06 | -4.1% | REIT USD.0001 | 828806109 |
| — | TWENTY FIRST CENTURY FOX A | 437,087 | $12.39M | 0.3% | $29.97 | — | COMMON STOCK USD.01 | 90130A101 |
| EMN | EASTMAN CHEMICAL CO | 147,305 | $12.37M | 0.3% | $53.18 | +13.4% | COMMON STOCK USD.01 | 277432100 |
| — | CIGNA CORP | 71,635 | $11.99M | 0.3% | $126.05 | — | COMMON STOCK USD.25 | 125509109 |
| EL | ESTEE LAUDER COMPANIES CL A | 123,579 | $11.86M | 0.3% | $77.75 | +6.0% | COMMON STOCK USD.01 | 518439104 |
| — | LEVEL 3 COMMUNICATIONS INC | 195,716 | $11.61M | 0.3% | $28.07 | — | COMMON STOCK USD.01 | 52729N308 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 87,529 | $11.24M | 0.3% | $105.68 | +4.6% | COMMON STOCK USD.01 | 98956P102 |
| EG | EVEREST RE GROUP LTD | 44,028 | $11.21M | 0.2% | $172.57 | +19.7% | COMMON STOCK USD.01 | G3223R108 |
| PH | PARKER HANNIFIN CORP | 69,630 | $11.13M | 0.2% | $94.99 | +46.3% | COMMON STOCK USD.5 | 701094104 |
| WMT | WAL MART STORES INC | 146,199 | $11.06M | 0.2% | $21.05 | +4.6% | COMMON STOCK USD.1 | 931142103 |
| LYB | LYONDELLBASELL INDU CL A | 130,815 | $11.04M | 0.2% | $44.41 | +12.2% | COMMON STOCK EUR.04 | N53745100 |
| GLW | CORNING INC | 361,095 | $10.85M | 0.2% | $16.91 | +34.7% | COMMON STOCK USD.5 | 219350105 |
| HSIC | HENRY SCHEIN INC | 56,521 | $10.34M | 0.2% | $65.25 | +6.8% | COMMON STOCK USD.01 | 806407102 |
| VZ | VERIZON COMMUNICATIONS INC | 228,538 | $10.21M | 0.2% | $27.06 | +9.1% | COMMON STOCK USD.1 | 92343V104 |
| — | PRICELINE GROUP INC/THE | 5,380 | $10.06M | 0.2% | $1703.27 | — | COMMON STOCK USD.008 | 741503403 |
| CL | COLGATE PALMOLIVE CO | 134,788 | $9.992M | 0.2% | $56.52 | +7.3% | COMMON STOCK USD1.0 | 194162103 |
| BBY | BEST BUY CO INC | 170,089 | $9.751M | 0.2% | $23.15 | +69.3% | COMMON STOCK USD.1 | 086516101 |
| COP | CONOCOPHILLIPS | 220,018 | $9.672M | 0.2% | $35.96 | -1.3% | COMMON STOCK USD.01 | 20825C104 |
| EXR | EXTRA SPACE STORAGE INC | 123,814 | $9.657M | 0.2% | $51.85 | +7.0% | REIT USD.01 | 30225T102 |
| — | GGP INC | 407,956 | $9.611M | 0.2% | $23.26 | — | REIT USD.01 | 36174X101 |
| UGI | UGI CORP | 195,166 | $9.448M | 0.2% | $39.52 | +25.8% | COMMON STOCK | 902681105 |
| GOOGL | ALPHABET INC CL A | 10,147 | $9.433M | 0.2% | $37.73 | +23.0% | COMMON STOCK USD.001 | 02079K305 |
| VRSN | VERISIGN INC | 97,990 | $9.109M | 0.2% | $78.57 | +14.0% | COMMON STOCK USD.001 | 92343E102 |
| CX | CEMEX SAB SPONS ADR PART CER | 959,270 | $9.036M | 0.2% | $6.76 | — | ADR | 151290889 |
| — | CORESITE REALTY CORP | 86,884 | $8.995M | 0.2% | $90.32 | — | REIT USD.01 | 21870Q105 |
| OKE | ONEOK INC | 170,540 | $8.895M | 0.2% | $29.37 | +3.2% | COMMON STOCK USD.01 | 682680103 |
| MO | ALTRIA GROUP INC | 118,573 | $8.83M | 0.2% | $34.56 | +13.7% | COMMON STOCK USD.333 | 02209S103 |
| GM | GENERAL MOTORS CO | 250,408 | $8.747M | 0.2% | $27.72 | +4.8% | COMMON STOCK USD.01 | 37045V100 |
| FAF | FIRST AMERICAN FINANCIAL | 193,147 | $8.632M | 0.2% | $30.20 | +5.2% | COMMON STOCK USD.00001 | 31847R102 |
| FE | FIRSTENERGY CORP | 295,982 | $8.631M | 0.2% | $21.43 | -2.8% | COMMON STOCK USD.1 | 337932107 |
| CCK | CROWN HOLDINGS INC | 144,502 | $8.621M | 0.2% | $49.89 | +7.5% | COMMON STOCK USD5.0 | 228368106 |
| KMB | KIMBERLY CLARK CORP | 66,186 | $8.545M | 0.2% | $91.16 | +5.5% | COMMON STOCK USD1.25 | 494368103 |
| — | WYNDHAM WORLDWIDE CORP | 83,539 | $8.388M | 0.2% | $71.27 | — | COMMON STOCK USD.01 | 98310W108 |
| ABBV | ABBVIE INC | 115,491 | $8.374M | 0.2% | $41.62 | +12.8% | COMMON STOCK USD.01 | 00287Y109 |
| HCA | HCA HEALTHCARE INC | 95,640 | $8.34M | 0.2% | $59.73 | +31.7% | COMMON STOCK USD.01 | 40412C101 |
| AMCX | AMC NETWORKS INC A | 155,174 | $8.288M | 0.2% | $60.04 | -6.9% | COMMON STOCK | 00164V103 |
| — | PS BUSINESS PARKS INC/CA | 60,785 | $8.047M | 0.2% | $113.19 | — | REIT USD.01 | 69360J107 |
| OC | OWENS CORNING | 118,830 | $7.952M | 0.2% | $52.29 | +19.9% | COMMON STOCK USD.001 | 690742101 |
| VLO | VALERO ENERGY CORP | 116,902 | $7.886M | 0.2% | $34.92 | +31.8% | COMMON STOCK USD.01 | 91913Y100 |
| INTC | INTEL CORP | 231,265 | $7.803M | 0.2% | $21.71 | +36.2% | COMMON STOCK USD.001 | 458140100 |
| AZO | AUTOZONE INC | 13,666 | $7.796M | 0.2% | $675.95 | -3.7% | COMMON STOCK USD.01 | 053332102 |
| FBIN | FORTUNE BRANDS HOME SECURI | 118,932 | $7.759M | 0.2% | $42.37 | +12.3% | COMMON STOCK USD.01 | 34964C106 |
| AEP | AMERICAN ELECTRIC POWER | 111,428 | $7.741M | 0.2% | $43.11 | +19.0% | COMMON STOCK USD6.5 | 025537101 |
| EQIX | EQUINIX INC | 17,286 | $7.418M | 0.2% | $320.34 | +12.2% | REIT USD.001 | 29444U700 |
| ESNT | ESSENT GROUP LTD | 199,176 | $7.397M | 0.2% | $20.57 | +59.7% | COMMON STOCK USD.015 | G3198U102 |
| CTAS | CINTAS CORP | 58,466 | $7.369M | 0.2% | $20.27 | +40.5% | COMMON STOCK | 172908105 |
| AAL | AMERICAN AIRLINES GROUP INC | 141,833 | $7.137M | 0.2% | $35.58 | +26.7% | COMMON STOCK | 02376R102 |
| SNA | SNAP ON INC | 44,872 | $7.09M | 0.2% | $111.46 | +18.3% | COMMON STOCK USD1.0 | 833034101 |
| CFG | CITIZENS FINANCIAL GROUP | 198,172 | $7.071M | 0.2% | $24.51 | +2.6% | COMMON STOCK USD.01 | 174610105 |
| AVB | AVALONBAY COMMUNITIES INC | 36,634 | $7.04M | 0.2% | $132.21 | +7.5% | REIT USD.01 | 053484101 |
| SJM | JM SMUCKER CO/THE | 59,304 | $7.017M | 0.2% | $101.35 | -5.0% | COMMON STOCK | 832696405 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 49,549 | $6.981M | 0.2% | $107.83 | — | ADR USD.000025 | 01609W102 |
| BC | BRUNSWICK CORP | 110,803 | $6.951M | 0.2% | $37.30 | +33.7% | COMMON STOCK USD.75 | 117043109 |
| HOLX | HOLOGIC INC | 152,804 | $6.934M | 0.2% | $31.00 | +42.4% | COMMON STOCK USD.01 | 436440101 |
| PSA | PUBLIC STORAGE | 32,724 | $6.824M | 0.2% | $129.20 | +17.0% | REIT USD.1 | 74460D109 |
| — | DISCOVER FINANCIAL SERVICES | 109,611 | $6.817M | 0.2% | $60.66 | — | COMMON STOCK USD.01 | 254709108 |
| AVY | AVERY DENNISON CORP | 77,048 | $6.809M | 0.2% | $69.93 | +2.6% | COMMON STOCK USD1.0 | 053611109 |
| — | SL GREEN REALTY CORP | 64,145 | $6.787M | 0.2% | $106.13 | — | REIT USD.01 | 78440X101 |
| OHI | OMEGA HEALTHCARE INVESTORS | 205,105 | $6.773M | 0.2% | $35.28 | — | REIT USD.1 | 681936100 |
| — | OWENS ILLINOIS INC | 282,253 | $6.751M | 0.2% | $21.01 | — | COMMON STOCK USD.01 | 690768403 |
| MCD | MCDONALD S CORP | 43,893 | $6.723M | 0.1% | $90.29 | +30.6% | COMMON STOCK USD.01 | 580135101 |
| ALSN | ALLISON TRANSMISSION HOLDING | 177,807 | $6.67M | 0.1% | $26.93 | +20.9% | COMMON STOCK USD.01 | 01973R101 |
| LEA | LEAR CORP | 46,853 | $6.657M | 0.1% | $100.53 | +18.9% | COMMON STOCK USD.01 | 521865204 |
| MMM | 3M CO | 31,711 | $6.602M | 0.1% | $106.21 | +17.4% | COMMON STOCK USD.01 | 88579Y101 |
| EWBC | EAST WEST BANCORP INC | 112,349 | $6.581M | 0.1% | $30.99 | +44.9% | COMMON STOCK USD.001 | 27579R104 |
| MDT | MEDTRONIC PLC | 74,052 | $6.572M | 0.1% | $60.39 | +12.0% | COMMON STOCK USD.1 | G5960L103 |
| RDN | RADIAN GROUP INC | 401,406 | $6.563M | 0.1% | $12.46 | +13.7% | COMMON STOCK USD.001 | 750236101 |
| HRB | H R BLOCK INC | 211,959 | $6.552M | 0.1% | $16.84 | +11.5% | COMMON STOCK | 093671105 |
| BDX | BECTON DICKINSON AND CO | 33,291 | $6.495M | 0.1% | $108.12 | +48.5% | COMMON STOCK USD1.0 | 075887109 |
| — | ARRIS INTERNATIONAL PLC | 231,748 | $6.494M | 0.1% | $24.33 | — | COMMON STOCK GBP.0001 | G0551A103 |
| IBM | INTL BUSINESS MACHINES CORP | 42,205 | $6.492M | 0.1% | $104.57 | -0.8% | COMMON STOCK USD.2 | 459200101 |
| ELV | ANTHEM INC | 34,249 | $6.443M | 0.1% | $130.42 | +23.0% | COMMON STOCK USD.01 | 036752103 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 34,356 | $6.396M | 0.1% | $95.31 | +72.6% | COMMON STOCK USD.01 | 446413106 |
| — | HESS CORP | 143,299 | $6.287M | 0.1% | $61.07 | — | COMMON STOCK USD1.0 | 42809H107 |
| — | WEBMD HEALTH CORP | 105,494 | $6.187M | 0.1% | $50.10 | — | COMMON STOCK USD.01 | 94770V102 |
| AMG | AFFILIATED MANAGERS GROUP | 37,176 | $6.166M | 0.1% | $151.50 | +2.2% | COMMON STOCK USD.01 | 008252108 |
| — | ASPEN TECHNOLOGY INC | 111,489 | $6.161M | 0.1% | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| WM | WASTE MANAGEMENT INC | 83,133 | $6.098M | 0.1% | $45.28 | +38.1% | COMMON STOCK USD.01 | 94106L109 |
| TSN | TYSON FOODS INC CL A | 97,265 | $6.092M | 0.1% | $35.93 | +36.0% | COMMON STOCK USD.1 | 902494103 |
| ETR | ENTERGY CORP | 78,687 | $6.041M | 0.1% | $24.41 | +14.4% | COMMON STOCK USD.01 | 29364G103 |
| BMA | BANCO MACRO SA ADR | 64,567 | $5.952M | 0.1% | $65.12 | — | ADR | 05961W105 |
| PRU | PRUDENTIAL FINANCIAL INC | 54,960 | $5.943M | 0.1% | $48.01 | +48.1% | COMMON STOCK USD.01 | 744320102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 89,989 | $5.932M | 0.1% | $52.22 | +5.2% | COMMON STOCK USD.01 | 45866F104 |
| STLD | STEEL DYNAMICS INC | 164,014 | $5.873M | 0.1% | $22.25 | +30.2% | COMMON STOCK USD.005 | 858119100 |
| LUV | SOUTHWEST AIRLINES CO | 94,512 | $5.873M | 0.1% | $39.84 | +31.3% | COMMON STOCK USD1.0 | 844741108 |
| TRV | TRAVELERS COS INC/THE | 46,128 | $5.837M | 0.1% | $76.13 | +33.8% | COMMON STOCK | 89417E109 |
| COR | AMERISOURCEBERGEN CORP | 61,280 | $5.793M | 0.1% | $67.08 | +0.8% | COMMON STOCK USD.01 | 03073E105 |
| — | TIME WARNER INC | 57,611 | $5.785M | 0.1% | $94.93 | — | COMMON STOCK USD.01 | 887317303 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 99,770 | $5.781M | 0.1% | $44.81 | — | COMMON STOCK USD.01 | 848574109 |
| MS | MORGAN STANLEY | 128,576 | $5.729M | 0.1% | $27.86 | +20.4% | COMMON STOCK USD.01 | 617446448 |
| VYX | NCR CORPORATION | 137,347 | $5.609M | 0.1% | $17.44 | +45.5% | COMMON STOCK USD.01 | 62886E108 |
| — | LIBERTY INTERACTIVE CORP Q A | 223,063 | $5.474M | 0.1% | $26.34 | — | TRACKING STK USD.01 | 53071M104 |
| — | BED BATH BEYOND INC | 179,850 | $5.467M | 0.1% | $49.43 | — | COMMON STOCK USD.01 | 075896100 |
| ESS | ESSEX PROPERTY TRUST INC | 21,230 | $5.462M | 0.1% | $167.18 | +12.4% | REIT USD.0001 | 297178105 |
| CNC | CENTENE CORP | 68,205 | $5.448M | 0.1% | $36.58 | +3.2% | COMMON STOCK USD.001 | 15135B101 |
| — | RAYTHEON COMPANY | 33,523 | $5.413M | 0.1% | $117.36 | — | COMMON STOCK USD.01 | 755111507 |
| HPQ | HP INC | 309,566 | $5.411M | 0.1% | $12.33 | +12.2% | COMMON STOCK USD.01 | 40434L105 |
| CPT | CAMDEN PROPERTY TRUST | 62,342 | $5.331M | 0.1% | $58.23 | +7.2% | REIT USD.01 | 133131102 |
| EVR | EVERCORE PARTNERS INC CL A | 75,413 | $5.317M | 0.1% | $54.57 | +10.5% | COMMON STOCK USD.01 | 29977A105 |
| ARW | ARROW ELECTRONICS INC | 67,418 | $5.287M | 0.1% | $53.06 | +40.8% | COMMON STOCK USD1.0 | 042735100 |
| — | RED HAT INC | 54,850 | $5.252M | 0.1% | $89.67 | — | COMMON STOCK USD.0001 | 756577102 |
| NUE | NUCOR CORP | 89,952 | $5.206M | 0.1% | $46.77 | +3.6% | COMMON STOCK USD.4 | 670346105 |
| CRI | CARTER S INC | 58,368 | $5.192M | 0.1% | $67.37 | +2.3% | COMMON STOCK USD.01 | 146229109 |
| — | CDK GLOBAL INC | 83,580 | $5.187M | 0.1% | $62.06 | — | COMMON STOCK USD.01 | 12508E101 |
| — | INC RESEARCH HOLDINGS INC A | 88,610 | $5.184M | 0.1% | $52.99 | — | COMMON STOCK USD.01 | 45329R109 |
| JKHY | JACK HENRY ASSOCIATES INC | 49,869 | $5.18M | 0.1% | $65.54 | +37.5% | COMMON STOCK USD.01 | 426281101 |
| BTU | PEABODY ENERGY CORP | 210,540 | $5.148M | 0.1% | $21.59 | 0.0% | COMMON STOCK | 704551100 |
| RSG | REPUBLIC SERVICES INC | 80,480 | $5.129M | 0.1% | $46.21 | +19.3% | COMMON STOCK USD.01 | 760759100 |
| PVH | PVH CORP | 43,882 | $5.024M | 0.1% | $91.34 | +12.1% | COMMON STOCK USD1.0 | 693656100 |
| STT | STATE STREET CORP | 55,891 | $5.015M | 0.1% | $49.69 | +29.2% | COMMON STOCK USD1.0 | 857477103 |
| VTR | VENTAS INC | 71,649 | $4.978M | 0.1% | $44.22 | +4.0% | REIT USD.25 | 92276F100 |
| — | BAKER HUGHES INC | 91,043 | $4.963M | 0.1% | $56.00 | — | COMMON STOCK USD1.0 | 057224107 |
| — | WALGREENS BOOTS ALLIANCE INC | 62,095 | $4.863M | 0.1% | $80.85 | — | COMMON STOCK USD.01 | 931427108 |
| GNRC | GENERAC HOLDINGS INC | 132,508 | $4.788M | 0.1% | $39.55 | -9.7% | COMMON STOCK USD.01 | 368736104 |
| COST | COSTCO WHOLESALE CORP | 29,591 | $4.732M | 0.1% | $142.96 | +5.6% | COMMON STOCK USD.005 | 22160K105 |
| — | PAREXEL INTERNATIONAL CORP | 54,202 | $4.711M | 0.1% | $75.00 | — | COMMON STOCK USD.01 | 699462107 |
| — | SYNOVUS FINANCIAL CORP | 105,394 | $4.663M | 0.1% | $41.05 | — | COMMON STOCK USD1.0 | 87161C501 |
| DE | DEERE CO | 37,671 | $4.656M | 0.1% | $95.64 | +7.5% | COMMON STOCK USD1.0 | 244199105 |
| — | BROADCOM LTD | 19,806 | $4.616M | 0.1% | $225.18 | — | COMMON STOCK | Y09827109 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 110,464 | $4.51M | 0.1% | $39.89 | — | VANGUARD FTSE EMERGING MARKE | 922042858 |
| WELL | WELLTOWER INC | 60,148 | $4.502M | 0.1% | $50.17 | +6.8% | REIT USD1.0 | 95040Q104 |
| — | EXPRESS SCRIPTS HOLDING CO | 70,104 | $4.475M | 0.1% | $76.15 | — | COMMON STOCK USD.01 | 30219G108 |
| — | CERNER CORP | 66,700 | $4.434M | 0.1% | $66.48 | — | COMMON STOCK USD.01 | 156782104 |
| CAG | CONAGRA BRANDS INC | 121,261 | $4.336M | 0.1% | $28.35 | -0.8% | COMMON STOCK USD5.0 | 205887102 |
| VNO | VORNADO REALTY TRUST | 45,980 | $4.318M | 0.1% | $99.65 | — | REIT USD.04 | 929042109 |
| — | RICE ENERGY INC | 162,100 | $4.317M | 0.1% | $26.51 | — | COMMON STOCK USD.01 | 762760106 |
| MKSI | MKS INSTRUMENTS INC | 63,945 | $4.303M | 0.1% | $51.95 | +36.2% | COMMON STOCK | 55306N104 |
| — | XL GROUP LTD | 97,575 | $4.274M | 0.1% | $36.40 | — | COMMON STOCK | G98294104 |
| — | CR BARD INC | 13,490 | $4.264M | 0.1% | $265.66 | — | COMMON STOCK USD.25 | 067383109 |
| — | TECH DATA CORP | 41,937 | $4.236M | 0.1% | $96.20 | — | COMMON STOCK USD.0015 | 878237106 |
| — | CRANE CO | 53,350 | $4.235M | 0.1% | $63.82 | — | COMMON STOCK USD1.0 | 224399105 |
| — | SWIFT TRANSPORTATION CO | 159,700 | $4.232M | 0.1% | $26.50 | — | COMMON STOCK USD.001 | 87074U101 |
| NXPI | NXP SEMICONDUCTORS NV | 38,400 | $4.203M | 0.1% | $90.44 | +5.2% | COMMON STOCK | N6596X109 |
| — | AARON S INC | 107,763 | $4.192M | 0.1% | $27.42 | — | COMMON STOCK USD.5 | 002535300 |
| MA | MASTERCARD INC A | 34,305 | $4.166M | 0.1% | $93.90 | +20.4% | COMMON STOCK USD.0001 | 57636Q104 |
| CRUS | CIRRUS LOGIC INC | 66,343 | $4.161M | 0.1% | $28.29 | +128.8% | COMMON STOCK USD.001 | 172755100 |
| EXP | EAGLE MATERIALS INC | 45,000 | $4.159M | 0.1% | $97.69 | -5.7% | COMMON STOCK USD.01 | 26969P108 |
| AIZ | ASSURANT INC | 39,724 | $4.119M | 0.1% | $74.43 | +13.2% | COMMON STOCK USD.01 | 04621X108 |
| EQR | EQUITY RESIDENTIAL | 62,210 | $4.095M | 0.1% | $46.22 | +3.0% | REIT USD.01 | 29476L107 |
| URI | UNITED RENTALS INC | 36,227 | $4.083M | 0.1% | $75.62 | +43.0% | COMMON STOCK USD.01 | 911363109 |
| THG | HANOVER INSURANCE GROUP INC/ | 45,752 | $4.055M | 0.1% | $63.14 | +5.5% | COMMON STOCK USD.01 | 410867105 |
| NEE | NEXTERA ENERGY INC | 28,792 | $4.035M | 0.1% | $17.42 | +58.2% | COMMON STOCK USD.01 | 65339F101 |
| — | CHIMERA INVESTMENT CORP | 216,100 | $4.026M | 0.1% | $17.29 | — | REIT USD.01 | 16934Q208 |
| ROK | ROCKWELL AUTOMATION INC | 24,678 | $3.997M | 0.1% | $127.56 | +5.4% | COMMON STOCK USD1.0 | 773903109 |
| OII | OCEANEERING INTL INC | 172,100 | $3.931M | 0.1% | $25.44 | 0.0% | COMMON STOCK USD.25 | 675232102 |
| SWKS | SKYWORKS SOLUTIONS INC | 40,849 | $3.919M | 0.1% | $74.47 | +14.2% | COMMON STOCK USD.25 | 83088M102 |
| LOW | LOWE S COS INC | 50,488 | $3.914M | 0.1% | $53.39 | +30.6% | COMMON STOCK USD.5 | 548661107 |
| CPB | CAMPBELL SOUP CO | 74,552 | $3.888M | 0.1% | $43.00 | -0.9% | COMMON STOCK USD.0375 | 134429109 |
| BPOP | POPULAR INC | 91,259 | $3.806M | 0.1% | $26.07 | +18.8% | COMMON STOCK USD.01 | 733174700 |
| LLY | ELI LILLY CO | 45,831 | $3.772M | 0.1% | $70.76 | +0.8% | COMMON STOCK | 532457108 |
| — | HSN INC | 116,496 | $3.716M | 0.1% | $38.03 | — | COMMON STOCK USD.01 | 404303109 |
| EQT | EQT CORP | 62,538 | $3.664M | 0.1% | $29.20 | 0.0% | COMMON STOCK | 26884L109 |
| USB | US BANCORP | 70,459 | $3.658M | 0.1% | $24.52 | +50.8% | COMMON STOCK USD.01 | 902973304 |
| AGO | ASSURED GUARANTY LTD | 87,583 | $3.656M | 0.1% | $34.02 | 0.0% | COMMON STOCK USD.01 | G0585R106 |
| DUK | DUKE ENERGY CORP | 43,653 | $3.649M | 0.1% | $46.80 | +26.3% | COMMON STOCK USD.001 | 26441C204 |
| — | GENERAL ELECTRIC CO | 133,770 | $3.613M | 0.1% | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| — | BARNES GROUP INC | 61,439 | $3.596M | 0.1% | $57.32 | — | COMMON STOCK USD.01 | 067806109 |
| D | DOMINION ENERGY INC | 46,847 | $3.59M | 0.1% | $40.62 | +32.3% | COMMON STOCK | 25746U109 |
| CE | CELANESE CORP SERIES A | 37,746 | $3.584M | 0.1% | $56.76 | +33.1% | COMMON STOCK USD.0001 | 150870103 |
| LNC | LINCOLN NATIONAL CORP | 52,937 | $3.577M | 0.1% | $46.79 | -0.4% | COMMON STOCK | 534187109 |
| AME | AMETEK INC | 58,949 | $3.571M | 0.1% | $49.12 | +13.2% | COMMON STOCK USD.01 | 031100100 |
| BWA | BORGWARNER INC | 83,400 | $3.533M | 0.1% | $31.75 | -0.1% | COMMON STOCK USD.01 | 099724106 |
| — | L3 TECHNOLOGIES INC | 21,132 | $3.531M | 0.1% | $165.28 | — | COMMON STOCK USD.01 | 502413107 |
| — | LASALLE HOTEL PROPERTIES | 118,450 | $3.53M | 0.1% | $30.07 | — | REIT USD.01 | 517942108 |
| — | DUPONT FABROS TECHNOLOGY | 57,710 | $3.53M | 0.1% | $58.71 | — | REIT USD.001 | 26613Q106 |
| CMA | COMERICA INC | 48,089 | $3.522M | 0.1% | $45.97 | +5.9% | COMMON STOCK USD5.0 | 200340107 |
| — | MICHAEL KORS HOLDINGS LTD | 96,605 | $3.502M | 0.1% | $54.02 | — | COMMON STOCK | G60754101 |
| — | DISCOVERY COMMUNICATIONS A | 135,333 | $3.496M | 0.1% | $26.40 | — | COMMON STOCK USD.01 | 25470F104 |
| ACM | AECOM | 107,832 | $3.486M | 0.1% | $31.27 | +2.0% | COMMON STOCK USD.01 | 00766T100 |
| ETN | EATON CORP PLC | 44,713 | $3.48M | 0.1% | $51.54 | +24.1% | COMMON STOCK USD.01 | G29183103 |
| — | JUNIPER NETWORKS INC | 124,291 | $3.465M | 0.1% | $27.85 | — | COMMON STOCK USD.00001 | 48203R104 |
| NEM | NEWMONT MINING CORP | 106,617 | $3.453M | 0.1% | $27.14 | -2.0% | COMMON STOCK USD1.6 | 651639106 |
| INGR | INGREDION INC | 28,708 | $3.422M | 0.1% | $83.42 | +42.3% | COMMON STOCK USD.01 | 457187102 |
| CNQ | CANADIAN NATURAL RESOURCES | 117,363 | $3.385M | 0.1% | $10.12 | +0.1% | COMMON STOCK | 136385101 |
| — | CITRIX SYSTEMS INC | 42,472 | $3.38M | 0.1% | $75.05 | — | COMMON STOCK USD.001 | 177376100 |
| — | MOBILEYE NV | 53,600 | $3.366M | 0.1% | $61.67 | — | COMMON STOCK | N51488117 |
| — | HOSPITALITY PROPERTIES TRUST | 115,186 | $3.358M | 0.1% | $28.56 | — | REIT USD.01 | 44106M102 |
| FFIV | F5 NETWORKS INC | 26,396 | $3.354M | 0.1% | $123.12 | +6.4% | COMMON STOCK | 315616102 |
| GT | GOODYEAR TIRE RUBBER CO | 95,346 | $3.333M | 0.1% | $30.28 | +13.7% | COMMON STOCK | 382550101 |
| NVDA | NVIDIA CORP | 22,976 | $3.321M | 0.1% | $3.06 | +2.6% | COMMON STOCK USD.001 | 67066G104 |
| — | AKORN INC | 98,800 | $3.314M | 0.1% | $33.54 | — | COMMON STOCK | 009728106 |
| — | KCG HOLDINGS INC CL A | 165,000 | $3.29M | 0.1% | $19.94 | — | COMMON STOCK USD.01 | 48244B100 |
| — | GLOBAL BROKERAGE INC | 8,200,000 | $3.28M | 0.1% | $0.67 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| — | REYNOLDS AMERICAN INC | 50,274 | $3.27M | 0.1% | $49.10 | — | COMMON STOCK USD.0001 | 761713106 |
| ACN | ACCENTURE PLC CL A | 26,086 | $3.226M | 0.1% | $85.60 | +25.1% | COMMON STOCK USD.0000225 | G1151C101 |
| BXP | BOSTON PROPERTIES INC | 26,168 | $3.219M | 0.1% | $83.32 | +4.3% | REIT USD.01 | 101121101 |
| DHR | DANAHER CORP | 38,041 | $3.21M | 0.1% | $68.93 | +4.1% | COMMON STOCK USD.01 | 235851102 |
| — | VWR CORP | 97,100 | $3.205M | 0.1% | $29.30 | — | COMMON STOCK USD.01 | 91843L103 |
| NNN | NATIONAL RETAIL PROPERTIES | 81,291 | $3.178M | 0.1% | $40.17 | — | REIT USD.01 | 637417106 |
| PHM | PULTEGROUP INC | 129,097 | $3.167M | 0.1% | $18.13 | +16.8% | COMMON STOCK USD.01 | 745867101 |
| — | ROWAN COMPANIES PLC A | 304,008 | $3.113M | 0.1% | $11.13 | — | COMMON STOCK USD.125 | G7665A101 |
| EWJ | ISHARES MSCI JAPAN ETF | 57,335 | $3.076M | 0.1% | $50.28 | — | ISHARES MSCI JAPAN ETF | 46434G822 |
| — | MONSANTO CO | 25,743 | $3.047M | 0.1% | $113.79 | — | COMMON STOCK USD.01 | 61166W101 |
| SYY | SYSCO CORP | 60,485 | $3.044M | 0.1% | $36.56 | +16.6% | COMMON STOCK USD1.0 | 871829107 |
| POST | POST HOLDINGS INC | 38,856 | $3.017M | 0.1% | $51.77 | +4.1% | COMMON STOCK USD.01 | 737446104 |
| RS | RELIANCE STEEL ALUMINUM | 41,364 | $3.012M | 0.1% | $74.03 | +1.1% | COMMON STOCK | 759509102 |
| FTI | TECHNIPFMC PLC | 110,149 | $2.996M | 0.1% | $21.54 | -4.0% | COMMON STOCK USD1.0 | G87110105 |
| — | DELPHI AUTOMOTIVE PLC | 33,987 | $2.979M | 0.1% | $72.50 | — | COMMON STOCK USD.01 | G27823106 |
| ENS | ENERSYS | 40,640 | $2.944M | 0.1% | $60.89 | +19.0% | COMMON STOCK USD.01 | 29275Y102 |
| ALL | ALLSTATE CORP | 32,690 | $2.891M | 0.1% | $64.52 | +8.1% | COMMON STOCK USD.01 | 020002101 |
| — | HARRIS CORP | 26,453 | $2.885M | 0.1% | $105.03 | — | COMMON STOCK USD1. | 413875105 |
| HAS | HASBRO INC | 25,867 | $2.884M | 0.1% | $76.47 | 0.0% | COMMON STOCK USD.5 | 418056107 |
| — | QUINTILES IMS HOLDINGS INC | 32,173 | $2.879M | 0.1% | $62.22 | — | COMMON STOCK USD.01 | 74876Y101 |
| INTU | INTUIT INC | 21,591 | $2.868M | 0.1% | $93.91 | +29.9% | COMMON STOCK USD.01 | 461202103 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 11,100 | $2.849M | 0.1% | $161.19 | +7.1% | COMMON STOCK USD.01 | 018581108 |
| DVA | DAVITA INC | 43,693 | $2.83M | 0.1% | $66.21 | -0.0% | COMMON STOCK USD.001 | 23918K108 |
| RITM | NEW RESIDENTIAL INVESTMENT | 178,800 | $2.782M | 0.1% | $15.56 | — | REIT USD.01 | 64828T201 |
| NUS | NU SKIN ENTERPRISES INC A | 43,708 | $2.747M | 0.1% | $39.05 | +10.1% | COMMON STOCK USD.001 | 67018T105 |
| ARMK | ARAMARK | 66,719 | $2.734M | 0.1% | $24.63 | 0.0% | COMMON STOCK USD.01 | 03852U106 |
| CAR | AVIS BUDGET GROUP INC | 100,059 | $2.729M | 0.1% | $35.81 | -31.7% | COMMON STOCK USD.01 | 053774105 |
| CCL | CARNIVAL CORP | 41,232 | $2.704M | 0.1% | $46.49 | +21.4% | COMMON STOCK USD.01 | 143658300 |
| HST | HOST HOTELS RESORTS INC | 147,374 | $2.693M | 0.1% | $12.42 | +5.8% | REIT USD.01 | 44107P104 |
| TDG | TRANSDIGM GROUP INC | 9,971 | $2.681M | 0.1% | $143.23 | +21.1% | COMMON STOCK USD.01 | 893641100 |
| F | FORD MOTOR CO | 239,067 | $2.675M | 0.1% | $8.50 | -16.5% | COMMON STOCK USD.01 | 345370860 |
| — | WHOLE FOODS MARKET INC | 63,528 | $2.675M | 0.1% | $42.11 | — | COMMON STOCK | 966837106 |
| CMI | CUMMINS INC | 16,385 | $2.658M | 0.1% | $92.57 | +33.7% | COMMON STOCK USD2.5 | 231021106 |
| — | BROCADE COMMUNICATIONS SYS | 209,700 | $2.644M | 0.1% | $12.49 | — | COMMON STOCK USD.001 | 111621306 |
| BAX | BAXTER INTERNATIONAL INC | 43,621 | $2.641M | 0.1% | $49.09 | 0.0% | COMMON STOCK USD1.0 | 071813109 |
| MCK | MCKESSON CORP | 15,976 | $2.629M | 0.1% | $171.36 | -17.4% | COMMON STOCK USD.01 | 58155Q103 |
| HUM | HUMANA INC | 10,902 | $2.623M | 0.1% | $198.59 | +6.1% | COMMON STOCK USD.166 | 444859102 |
| — | ONEBEACON INSURANCE GROUP A | 143,700 | $2.62M | 0.1% | $18.23 | — | COMMON STOCK USD.01 | G67742109 |
| — | PATHEON NV | 75,100 | $2.619M | 0.1% | $34.87 | — | COMMON STOCK EUR.01 | N6865W105 |
| — | LUMOS NETWORKS CORP | 146,500 | $2.618M | 0.1% | $17.70 | — | COMMON STOCK USD.01 | 550283105 |
| — | PANERA BREAD COMPANY CLASS A | 8,300 | $2.612M | 0.1% | $314.70 | — | COMMON STOCK USD.0001 | 69840W108 |
| — | FORTRESS INVESTMENT GRP CL A | 326,200 | $2.606M | 0.1% | $7.95 | — | MLP | 34958B106 |
| MAS | MASCO CORP | 67,975 | $2.597M | 0.1% | $32.06 | 0.0% | COMMON STOCK USD1.0 | 574599106 |
| SNPS | SYNOPSYS INC | 35,576 | $2.595M | 0.1% | $35.52 | +107.1% | COMMON STOCK USD.01 | 871607107 |
| MTX | MINERALS TECHNOLOGIES INC | 35,214 | $2.578M | 0.1% | $57.15 | +25.8% | COMMON STOCK USD.1 | 603158106 |
| MPC | MARATHON PETROLEUM CORP | 48,878 | $2.558M | 0.1% | $38.10 | +3.7% | COMMON STOCK | 56585A102 |
| WKC | WORLD FUEL SERVICES CORP | 66,306 | $2.549M | 0.1% | $43.59 | -16.1% | COMMON STOCK USD.01 | 981475106 |
| AXP | AMERICAN EXPRESS CO | 30,002 | $2.527M | 0.1% | $61.83 | +13.7% | COMMON STOCK USD.2 | 025816109 |
| — | ASTORIA FINANCIAL CORP | 124,700 | $2.513M | 0.1% | $20.51 | — | COMMON STOCK USD.01 | 046265104 |
| MTG | MGIC INVESTMENT CORP | 223,736 | $2.506M | 0.1% | $8.90 | +20.8% | COMMON STOCK USD1.0 | 552848103 |
| ES | EVERSOURCE ENERGY | 41,239 | $2.504M | 0.1% | $36.33 | +24.0% | COMMON STOCK USD5.0 | 30040W108 |
| — | PACWEST BANCORP | 53,495 | $2.498M | 0.1% | $38.73 | — | COMMON STOCK | 695263103 |
| — | SPECTRUM BRANDS HOLDINGS INC | 19,900 | $2.488M | 0.1% | $122.32 | — | COMMON STOCK USD.01 | 84763R101 |
| EPR | EPR PROPERTIES | 34,574 | $2.485M | 0.1% | $57.10 | — | REIT USD.01 | 26884U109 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 22,563 | $2.465M | 0.1% | $85.28 | +14.1% | COMMON STOCK USD.01 | V7780T103 |
| YPF | YPF S.A. SPONSORED ADR | 112,213 | $2.457M | 0.1% | $19.00 | — | ADR | 984245100 |
| MU | MICRON TECHNOLOGY INC | 82,231 | $2.455M | 0.1% | $19.33 | +47.7% | COMMON STOCK USD.1 | 595112103 |
| DOX | AMDOCS LTD | 38,057 | $2.453M | 0.1% | $46.71 | +14.0% | COMMON STOCK GBP.0001 | G02602103 |
| — | ONEOK PARTNERS LP | 48,000 | $2.451M | 0.1% | $54.00 | — | MLP | 68268N103 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 28,337 | $2.447M | 0.1% | $79.57 | — | REIT USD.01 | 29472R108 |
| — | DYNEGY INC | 294,552 | $2.436M | 0.1% | $19.52 | — | COMMON STOCK USD.01 | 26817R108 |
| MCO | MOODY S CORP | 19,770 | $2.406M | 0.1% | $98.12 | +10.3% | COMMON STOCK USD.01 | 615369105 |
| ADM | ARCHER DANIELS MIDLAND CO | 57,903 | $2.396M | 0.1% | $33.85 | -1.8% | COMMON STOCK | 039483102 |
| SD | SANDRIDGE ENERGY INC | 138,953 | $2.391M | 0.1% | $21.58 | -13.8% | COMMON STOCK USD.001 | 80007P869 |
| BEN | FRANKLIN RESOURCES INC | 52,675 | $2.359M | 0.1% | $30.00 | -9.8% | COMMON STOCK USD.1 | 354613101 |
| LPX | LOUISIANA PACIFIC CORP | 97,744 | $2.357M | 0.1% | $22.48 | +8.3% | COMMON STOCK USD1.0 | 546347105 |
| IDXX | IDEXX LABORATORIES INC | 14,382 | $2.322M | 0.1% | $162.40 | 0.0% | COMMON STOCK USD.1 | 45168D104 |
| DGX | QUEST DIAGNOSTICS INC | 20,874 | $2.32M | 0.1% | $77.89 | +14.5% | COMMON STOCK USD.01 | 74834L100 |
| OSUR | ORASURE TECHNOLOGIES INC | 133,659 | $2.307M | 0.1% | $6.72 | +114.2% | COMMON STOCK USD.000001 | 68554V108 |
| UDR | UDR INC | 58,760 | $2.29M | 0.1% | $24.80 | +12.7% | REIT USD.01 | 902653104 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 53,652 | $2.286M | 0.1% | $33.01 | +18.7% | COMMON STOCK USD.001 | 681116109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 13,081 | $2.282M | 0.1% | $151.17 | +8.5% | COMMON STOCK USD1.0 | 883556102 |
| CAT | CATERPILLAR INC | 21,225 | $2.281M | 0.1% | $80.09 | +4.9% | COMMON STOCK USD1.0 | 149123101 |
| WEC | WEC ENERGY GROUP INC | 37,128 | $2.279M | 0.1% | $38.27 | +22.5% | COMMON STOCK USD.01 | 92939U106 |
| — | TRINSEO SA | 32,947 | $2.263M | 0.1% | $67.10 | — | COMMON STOCK USD.01 | L9340P101 |
| — | SELECT INCOME REIT | 93,901 | $2.256M | 0.1% | $22.83 | — | REIT USD.01 | 81618T100 |
| — | MICHAELS COS INC/THE | 121,596 | $2.252M | 0.1% | $21.61 | — | COMMON STOCK USD.06775 | 59408Q106 |
| ORA | ORMAT TECHNOLOGIES INC | 38,053 | $2.233M | 0.0% | $34.05 | +62.8% | COMMON STOCK USD.001 | 686688102 |
| SBRA | SABRA HEALTH CARE REIT INC | 92,521 | $2.23M | 0.0% | $24.50 | — | REIT USD.01 | 78573L106 |
| BIIB | BIOGEN INC | 8,169 | $2.217M | 0.0% | $288.07 | -8.2% | COMMON STOCK USD.0005 | 09062X103 |
| BMY | BRISTOL MYERS SQUIBB CO | 39,645 | $2.209M | 0.0% | $39.90 | 0.0% | COMMON STOCK USD.1 | 110122108 |
| FIX | COMFORT SYSTEMS USA INC | 59,354 | $2.202M | 0.0% | $27.57 | +22.0% | COMMON STOCK USD.01 | 199908104 |
| DLR | DIGITAL REALTY TRUST INC | 19,388 | $2.19M | 0.0% | $75.53 | +12.2% | REIT USD.01 | 253868103 |
| BIGGQ | BIG LOTS INC | 45,021 | $2.175M | 0.0% | $35.64 | +8.2% | COMMON STOCK USD.01 | 089302103 |
| — | PRAXAIR INC | 16,402 | $2.174M | 0.0% | $118.80 | — | COMMON STOCK USD.01 | 74005P104 |
| — | QTS REALTY TRUST INC CL A | 40,816 | $2.136M | 0.0% | $51.46 | — | REIT USD.01 | 74736A103 |
| LEN | LENNAR CORP A | 40,055 | $2.136M | 0.0% | $44.99 | 0.0% | COMMON STOCK USD.1 | 526057104 |
| — | ALBANY MOLECULAR RESEARCH | 98,208 | $2.131M | 0.0% | $21.70 | — | COMMON STOCK USD.01 | 012423109 |
| — | WADDELL REED FINANCIAL A | 112,620 | $2.126M | 0.0% | $19.20 | — | COMMON STOCK USD.01 | 930059100 |
| — | HCP INC | 66,440 | $2.123M | 0.0% | $31.36 | — | REIT USD1.0 | 40414L109 |
| UNM | UNUM GROUP | 45,449 | $2.119M | 0.0% | $46.83 | -1.8% | COMMON STOCK USD.1 | 91529Y106 |
| GLPI | GAMING AND LEISURE PROPERTIE | 56,075 | $2.112M | 0.0% | $34.35 | — | REIT | 36467J108 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 18,986 | $2.106M | 0.0% | $83.41 | -1.4% | COMMON STOCK USD.01 | 92828Q109 |
| MSI | MOTOROLA SOLUTIONS INC | 24,236 | $2.102M | 0.0% | $71.93 | +4.0% | COMMON STOCK USD.01 | 620076307 |
| — | POLYONE CORPORATION | 54,187 | $2.099M | 0.0% | $33.74 | — | COMMON STOCK USD.01 | 73179P106 |
| MRSH | MARSH MCLENNAN COS | 26,807 | $2.09M | 0.0% | $60.09 | +9.1% | COMMON STOCK USD1.0 | 571748102 |
| — | PINNACLE ENTERTAINMENT INC | 105,063 | $2.076M | 0.0% | $16.88 | — | COMMON STOCK USD.01 | 72348Y105 |
| CMRE | COSTAMARE INC | 283,075 | $2.069M | 0.0% | $4.84 | +2.6% | COMMON STOCK USD.0001 | Y1771G102 |
| GBX | GREENBRIER COMPANIES INC | 44,281 | $2.048M | 0.0% | $30.76 | +15.3% | COMMON STOCK | 393657101 |
| TGT | TARGET CORP | 38,969 | $2.038M | 0.0% | $57.99 | -26.6% | COMMON STOCK USD.0833 | 87612E106 |
| — | REALOGY HOLDINGS CORP | 62,682 | $2.034M | 0.0% | $28.42 | — | COMMON STOCK USD.01 | 75605Y106 |
| MDXG | MIMEDX GROUP INC | 134,996 | $2.021M | 0.0% | $8.87 | +50.4% | COMMON STOCK USD.001 | 602496101 |
| CLDT | CHATHAM LODGING TRUST | 100,484 | $2.019M | 0.0% | $20.50 | — | REIT USD.01 | 16208T102 |
| HIW | HIGHWOODS PROPERTIES INC | 39,760 | $2.016M | 0.0% | $51.01 | — | REIT USD.01 | 431284108 |
| PEB | PEBBLEBROOK HOTEL TRUST | 62,244 | $2.007M | 0.0% | $31.83 | — | REIT USD.01 | 70509V100 |
| AWR | AMERICAN STATES WATER CO | 42,258 | $2.003M | 0.0% | $33.92 | +15.2% | COMMON STOCK | 029899101 |
| FICO | FAIR ISAAC CORP | 14,220 | $1.982M | 0.0% | $126.88 | +5.3% | COMMON STOCK USD.01 | 303250104 |
| — | BANK OF THE OZARKS | 42,078 | $1.972M | 0.0% | $42.46 | — | COMMON STOCK USD.01 | 063904106 |
| — | HUDSON PACIFIC PROPERTIES IN | 57,226 | $1.957M | 0.0% | $34.52 | — | REIT USD.01 | 444097109 |
| SO | SOUTHERN CO/THE | 40,789 | $1.953M | 0.0% | $27.98 | +25.4% | COMMON STOCK USD5.0 | 842587107 |
| BRX | BRIXMOR PROPERTY GROUP INC | 109,241 | $1.953M | 0.0% | $20.95 | — | REIT USD.01 | 11120U105 |
| JBL | JABIL INC | 66,863 | $1.952M | 0.0% | $20.44 | +35.7% | COMMON STOCK USD.001 | 466313103 |
| CTRA | CABOT OIL GAS CORP | 77,594 | $1.946M | 0.0% | $17.26 | 0.0% | COMMON STOCK USD.1 | 127097103 |
| — | FEDERAL REALTY INVS TRUST | 15,399 | $1.946M | 0.0% | $138.47 | — | REIT USD.01 | 313747206 |
| KMI | KINDER MORGAN INC | 101,489 | $1.945M | 0.0% | $12.89 | -3.2% | COMMON STOCK USD.01 | 49456B101 |
| ZD | J2 GLOBAL INC | 22,849 | $1.944M | 0.0% | $56.98 | +31.0% | COMMON STOCK USD.01 | 48123V102 |
| — | THIRD POINT REINSURANCE LTD | 139,854 | $1.944M | 0.0% | $13.90 | — | COMMON STOCK USD.1 | G8827U100 |
| — | GREAT WESTERN BANCORP INC | 47,551 | $1.941M | 0.0% | $35.57 | — | COMMON STOCK USD.01 | 391416104 |
| AMH | AMERICAN HOMES 4 RENT A | 85,933 | $1.94M | 0.0% | $22.06 | — | REIT USD.01 | 02665T306 |
| FHB | FIRST HAWAIIAN INC | 61,929 | $1.896M | 0.0% | $21.16 | -4.9% | COMMON STOCK USD.01 | 32051X108 |
| HUN | HUNTSMAN CORP | 73,367 | $1.896M | 0.0% | $20.99 | +18.0% | COMMON STOCK USD.01 | 447011107 |
| ITW | ILLINOIS TOOL WORKS | 13,086 | $1.875M | 0.0% | $86.86 | +30.5% | COMMON STOCK USD.01 | 452308109 |
| — | CALPINE CORP | 138,448 | $1.873M | 0.0% | $20.28 | — | COMMON STOCK USD.001 | 131347304 |
| OGE | OGE ENERGY CORP | 53,598 | $1.865M | 0.0% | $26.84 | +30.3% | COMMON STOCK USD.01 | 670837103 |
| — | RETAIL OPPORTUNITY INVESTMEN | 97,155 | $1.864M | 0.0% | $14.86 | — | REIT USD.0001 | 76131N101 |
| — | WELLCARE HEALTH PLANS INC | 10,294 | $1.848M | 0.0% | $179.52 | — | COMMON STOCK USD.01 | 94946T106 |
| AMN | AMN HEALTHCARE SERVICES INC | 47,289 | $1.847M | 0.0% | $32.99 | +16.3% | COMMON STOCK USD.01 | 001744101 |
| TILE | INTERFACE INC | 93,460 | $1.836M | 0.0% | $17.22 | +14.0% | COMMON STOCK USD.1 | 458665304 |
| — | QUIDEL CORP | 67,377 | $1.829M | 0.0% | $27.15 | — | COMMON STOCK USD.001 | 74838J101 |
| CIEN | CIENA CORP | 72,528 | $1.815M | 0.0% | $24.19 | -0.9% | COMMON STOCK USD.01 | 171779309 |
| — | TESORO CORP WHEN ISSUED | 19,291 | $1.806M | 0.0% | $81.05 | — | COMMON STOCK USD.167 | 881609101 |
| KFRC | KFORCE INC | 91,921 | $1.802M | 0.0% | $20.32 | -1.0% | COMMON STOCK USD.01 | 493732101 |
| HLI | HOULIHAN LOKEY INC | 51,075 | $1.783M | 0.0% | $23.59 | +20.6% | COMMON STOCK USD.001 | 441593100 |
| TTMI | TTM TECHNOLOGIES | 102,111 | $1.773M | 0.0% | $9.89 | +69.7% | COMMON STOCK USD.001 | 87305R109 |
| SRE | SEMPRA ENERGY | 15,718 | $1.772M | 0.0% | $32.36 | +32.3% | COMMON STOCK | 816851109 |
| — | GOVERNMENT PROPERTIES INCOME | 96,702 | $1.771M | 0.0% | $21.88 | — | REIT USD.01 | 38376A103 |
| QLYS | QUALYS INC | 43,263 | $1.765M | 0.0% | $33.42 | +20.2% | COMMON STOCK USD.001 | 74758T303 |
| — | STAPLES INC | 174,788 | $1.76M | 0.0% | $9.51 | — | COMMON STOCK USD.0006 | 855030102 |
| DAN | DANA INC | 78,580 | $1.755M | 0.0% | $16.89 | 0.0% | COMMON STOCK USD.01 | 235825205 |
| — | CA INC | 50,736 | $1.749M | 0.0% | $32.32 | — | COMMON STOCK USD.1 | 12673P105 |
| ADBE | ADOBE SYSTEMS INC | 12,348 | $1.747M | 0.0% | $136.92 | 0.0% | COMMON STOCK USD.0001 | 00724F101 |
| JRVR | JAMES RIVER GROUP HOLDINGS L | 43,865 | $1.743M | 0.0% | $39.85 | +2.8% | COMMON STOCK USD.0002 | G5005R107 |
| TRNO | TERRENO REALTY CORP | 51,752 | $1.742M | 0.0% | $28.58 | — | REIT USD.01 | 88146M101 |
| — | VEREIT INC | 213,088 | $1.735M | 0.0% | $8.29 | — | REIT USD.01 | 92339V100 |
| PKG | PACKAGING CORP OF AMERICA | 15,410 | $1.717M | 0.0% | $46.41 | +68.2% | COMMON STOCK USD.01 | 695156109 |
| UAL | UNITED CONTINENTAL HOLDINGS | 22,707 | $1.709M | 0.0% | $72.34 | +4.4% | COMMON STOCK USD.01 | 910047109 |
| WOR | WORTHINGTON INDUSTRIES | 33,582 | $1.686M | 0.0% | $19.51 | +37.5% | COMMON STOCK | 981811102 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 79,899 | $1.684M | 0.0% | $20.99 | — | REIT USD.01 | 720190206 |
| FR | FIRST INDUSTRIAL REALTY TR | 58,529 | $1.675M | 0.0% | $28.40 | — | REIT USD.01 | 32054K103 |
| EIX | EDISON INTERNATIONAL | 21,399 | $1.673M | 0.0% | $40.68 | +36.8% | COMMON STOCK | 281020107 |
| CBRE | CBRE GROUP INC A | 45,933 | $1.672M | 0.0% | $32.85 | +5.9% | COMMON STOCK USD.01 | 12504L109 |
| SWK | STANLEY BLACK DECKER INC | 11,878 | $1.672M | 0.0% | $94.83 | +14.6% | COMMON STOCK USD2.5 | 854502101 |
| UTHR | UNITED THERAPEUTICS CORP | 12,827 | $1.664M | 0.0% | $108.27 | +15.2% | COMMON STOCK USD.01 | 91307C102 |
| — | TOTAL SYSTEM SERVICES INC | 28,543 | $1.663M | 0.0% | $58.26 | — | COMMON STOCK USD.1 | 891906109 |
| — | INVESTORS BANCORP INC | 124,324 | $1.661M | 0.0% | $12.04 | — | COMMON STOCK USD.01 | 46146L101 |
| — | REALPAGE INC | 45,954 | $1.652M | 0.0% | $28.15 | — | COMMON STOCK USD.001 | 75606N109 |
| — | WEST MARINE INC | 128,106 | $1.646M | 0.0% | $12.85 | — | COMMON STOCK USD.001 | 954235107 |
| APOG | APOGEE ENTERPRISES INC | 28,920 | $1.644M | 0.0% | $38.62 | +18.4% | COMMON STOCK USD.333 | 037598109 |
| XHR | XENIA HOTELS RESORTS INC | 84,269 | $1.632M | 0.0% | $19.37 | — | REIT USD.01 | 984017103 |
| SHW | SHERWIN WILLIAMS CO/THE | 4,632 | $1.626M | 0.0% | $103.46 | 0.0% | COMMON STOCK USD1.0 | 824348106 |
| — | NRG YIELD INC CLASS A | 95,245 | $1.625M | 0.0% | $16.62 | — | COMMON STOCK USD.01 | 62942X306 |
| CAKE | CHEESECAKE FACTORY INC/THE | 32,055 | $1.612M | 0.0% | $46.50 | +5.3% | COMMON STOCK USD.01 | 163072101 |
| UHAL | AMERCO | 4,400 | $1.611M | 0.0% | $36.27 | 0.0% | COMMON STOCK USD.25 | 023586100 |
| — | NOBLE ENERGY INC | 56,773 | $1.607M | 0.0% | $36.64 | — | COMMON STOCK USD.01 | 655044105 |
| VRE | MACK CALI REALTY CORP | 58,921 | $1.599M | 0.0% | $27.79 | — | REIT USD.01 | 554489104 |
| FDX | FEDEX CORP | 7,343 | $1.596M | 0.0% | $120.71 | +41.7% | COMMON STOCK USD.1 | 31428X106 |
| NTAP | NETAPP INC | 39,825 | $1.595M | 0.0% | $23.48 | +35.8% | COMMON STOCK USD.001 | 64110D104 |
| — | TRITON INTERNATIONAL LTD/BER | 47,620 | $1.592M | 0.0% | $33.43 | — | COMMON STOCK USD.01 | G9078F107 |
| — | BASIC ENERGY SERVICES INC | 63,850 | $1.59M | 0.0% | $30.31 | — | COMMON STOCK USD.01 | 06985P209 |
| FISV | FISERV INC | 12,967 | $1.586M | 0.0% | $40.06 | +51.0% | COMMON STOCK USD.01 | 337738108 |
| DHI | DR HORTON INC | 45,527 | $1.574M | 0.0% | $21.52 | +41.2% | COMMON STOCK USD.01 | 23331A109 |
| — | FCB FINANCIAL HOLDINGS CL A | 32,870 | $1.57M | 0.0% | $47.71 | — | COMMON STOCK USD.001 | 30255G103 |
| O | REALTY INCOME CORP | 28,192 | $1.556M | 0.0% | $35.89 | +2.0% | REIT USD1.0 | 756109104 |
| MAA | MID AMERICA APARTMENT COMM | 14,660 | $1.545M | 0.0% | $63.17 | +21.1% | REIT USD.01 | 59522J103 |
| — | MCDERMOTT INTL INC | 214,822 | $1.54M | 0.0% | $7.17 | — | COMMON STOCK USD1.0 | 580037109 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 43,876 | $1.538M | 0.0% | $28.04 | -0.3% | COMMON STOCK USD1.0 | 459044103 |
| WDC | WESTERN DIGITAL CORP | 17,223 | $1.526M | 0.0% | $37.85 | +57.7% | COMMON STOCK USD.01 | 958102105 |
| BDC | BELDEN INC | 20,180 | $1.522M | 0.0% | $70.93 | -1.9% | COMMON STOCK USD.01 | 077454106 |
| CTRE | CARETRUST REIT INC | 81,730 | $1.515M | 0.0% | $16.73 | — | REIT USD.01 | 14174T107 |
| LGND | LIGAND PHARMACEUTICALS | 12,462 | $1.513M | 0.0% | $58.73 | +19.1% | COMMON STOCK USD.001 | 53220K504 |
| ITGR | INTEGER HOLDINGS CORP | 34,927 | $1.511M | 0.0% | $34.94 | +13.9% | COMMON STOCK USD.001 | 45826H109 |
| — | MGM GROWTH PROPERTIES LLC A | 51,743 | $1.51M | 0.0% | $29.18 | — | REIT | 55303A105 |
| SNX | SYNNEX CORP | 12,582 | $1.509M | 0.0% | $50.96 | -0.8% | COMMON STOCK USD.001 | 87162W100 |
| VOYA | VOYA FINANCIAL INC | 40,500 | $1.494M | 0.0% | $32.66 | 0.0% | COMMON STOCK USD.01 | 929089100 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.482M | 0.0% | $30.76 | +12.2% | COMMON STOCK USD.5 | 591520200 |
| — | FOREST CITY REALTY TRUST A | 61,076 | $1.476M | 0.0% | $22.29 | — | REIT USD.01 | 345605109 |
| IT | GARTNER INC | 11,758 | $1.452M | 0.0% | $88.55 | +31.1% | COMMON STOCK USD.0005 | 366651107 |
| PRGS | PROGRESS SOFTWARE CORP | 46,581 | $1.439M | 0.0% | $29.61 | 0.0% | COMMON STOCK USD.01 | 743312100 |
| SCSC | SCANSOURCE INC | 35,466 | $1.429M | 0.0% | $37.21 | +4.4% | COMMON STOCK | 806037107 |
| — | GENERAL COMMUNICATION INC A | 39,000 | $1.429M | 0.0% | $36.64 | — | COMMON STOCK | 369385109 |
| — | DR PEPPER SNAPPLE GROUP INC | 15,304 | $1.394M | 0.0% | $63.67 | — | COMMON STOCK USD.01 | 26138E109 |
| — | FELCOR LODGING TRUST INC | 192,945 | $1.391M | 0.0% | $7.54 | — | REIT USD.01 | 31430F101 |
| — | CHESAPEAKE LODGING TRUST | 56,837 | $1.391M | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| — | TRIBUNE MEDIA CO A | 34,100 | $1.39M | 0.0% | $40.76 | — | COMMON STOCK | 896047503 |
| — | CBL ASSOCIATES PROPERTIES | 164,796 | $1.389M | 0.0% | $8.69 | — | REIT USD.01 | 124830100 |
| AAT | AMERICAN ASSETS TRUST INC | 35,226 | $1.388M | 0.0% | $40.93 | — | REIT USD.01 | 024013104 |
| — | INTERPUBLIC GROUP OF COS INC | 56,367 | $1.387M | 0.0% | $17.33 | +0.4% | COMMON STOCK USD.1 | 460690100 |
| CORT | CORCEPT THERAPEUTICS INC | 117,539 | $1.387M | 0.0% | $10.87 | 0.0% | COMMON STOCK USD.001 | 218352102 |
| — | SCRIPPS NETWORKS INTER CL A | 20,115 | $1.374M | 0.0% | $55.52 | — | COMMON STOCK USD.01 | 811065101 |
| — | COOPER COS INC/THE | 5,691 | $1.363M | 0.0% | $199.90 | — | COMMON STOCK USD.1 | 216648402 |
| DOV | DOVER CORP | 16,966 | $1.361M | 0.0% | $51.06 | +11.2% | COMMON STOCK USD1.0 | 260003108 |
| — | DEAN FOODS CO | 79,288 | $1.348M | 0.0% | $17.52 | — | COMMON STOCK USD.01 | 242370203 |
| — | PRA HEALTH SCIENCES INC | 17,892 | $1.342M | 0.0% | $65.23 | — | COMMON STOCK USD.01 | 69354M108 |
| — | ALERE INC | 26,500 | $1.33M | 0.0% | $50.19 | — | COMMON STOCK USD.001 | 01449J105 |
| — | VCA INC | 14,400 | $1.329M | 0.0% | $91.53 | — | COMMON STOCK USD.001 | 918194101 |
| LZB | LA Z BOY INC | 40,765 | $1.325M | 0.0% | $27.44 | +2.3% | COMMON STOCK USD1.0 | 505336107 |
| ARCB | ARCBEST CORP | 63,888 | $1.316M | 0.0% | $23.95 | -15.1% | COMMON STOCK USD.01 | 03937C105 |
| — | NORD ANGLIA EDUCATION INC | 40,400 | $1.316M | 0.0% | $32.57 | — | COMMON STOCK USD.01 | G6583A102 |
| — | ELECTRONICS FOR IMAGING | 27,746 | $1.315M | 0.0% | $48.84 | — | COMMON STOCK USD.01 | 286082102 |
| — | WEST CORP | 56,200 | $1.311M | 0.0% | $20.15 | — | COMMON STOCK USD.001 | 952355204 |
| ROG | ROGERS CORP | 11,989 | $1.302M | 0.0% | $74.22 | +36.5% | COMMON STOCK USD1.0 | 775133101 |
| DRI | DARDEN RESTAURANTS INC | 14,373 | $1.3M | 0.0% | $54.73 | +25.7% | COMMON STOCK | 237194105 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 70,998 | $1.299M | 0.0% | $10.87 | +14.2% | COMMON STOCK USD.1 | G4863A108 |
| ROP | ROPER TECHNOLOGIES INC | 5,606 | $1.298M | 0.0% | $190.21 | +10.6% | COMMON STOCK USD.01 | 776696106 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 30,556 | $1.297M | 0.0% | $40.58 | 0.0% | COMMON STOCK | 50212V100 |
| PTEN | PATTERSON UTI ENERGY INC | 64,244 | $1.297M | 0.0% | $26.43 | -17.6% | COMMON STOCK USD.01 | 703481101 |
| PWR | QUANTA SERVICES INC | 39,179 | $1.29M | 0.0% | $22.47 | +45.4% | COMMON STOCK USD.00001 | 74762E102 |
| MTN | VAIL RESORTS INC | 6,362 | $1.29M | 0.0% | $134.76 | +49.6% | COMMON STOCK USD.01 | 91879Q109 |
| — | NATIONAL OILWELL VARCO INC | 39,012 | $1.285M | 0.0% | $38.11 | — | COMMON STOCK USD.01 | 637071101 |
| TMUS | T MOBILE US INC | 21,200 | $1.285M | 0.0% | $60.65 | +3.8% | COMMON STOCK USD.0001 | 872590104 |
| CC | CHEMOURS CO/THE | 33,661 | $1.276M | 0.0% | $22.00 | +31.3% | COMMON STOCK | 163851108 |
| — | MERIDIAN BANCORP INC | 75,443 | $1.275M | 0.0% | $15.55 | — | COMMON STOCK | 58958U103 |
| — | SENIOR HOUSING PROP TRUST | 61,766 | $1.262M | 0.0% | $21.22 | — | REIT USD.01 | 81721M109 |
| ORLY | O REILLY AUTOMOTIVE INC | 5,751 | $1.258M | 0.0% | $16.33 | 0.0% | COMMON STOCK USD.01 | 67103H107 |
| NXRT | NEXPOINT RESIDENTIAL | 49,774 | $1.239M | 0.0% | $24.68 | — | REIT USD.01 | 65341D102 |
| — | SONIC CORP | 46,640 | $1.235M | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| — | AMERICAN OUTDOOR BRANDS CORP | 55,317 | $1.226M | 0.0% | $21.51 | — | COMMON STOCK USD.001 | 02874P103 |
| — | UMPQUA HOLDINGS CORP | 66,770 | $1.226M | 0.0% | $16.43 | — | COMMON STOCK | 904214103 |
| HTB | HOMETRUST BANCSHARES INC | 50,180 | $1.224M | 0.0% | $24.58 | 0.0% | COMMON STOCK | 437872104 |
| KSS | KOHLS CORP | 31,286 | $1.21M | 0.0% | $57.27 | -33.1% | COMMON STOCK USD.01 | 500255104 |
| — | CIMAREX ENERGY CO | 12,793 | $1.203M | 0.0% | $120.07 | — | COMMON STOCK USD.01 | 171798101 |
| CPS | COOPER STANDARD HOLDING | 11,809 | $1.191M | 0.0% | $107.10 | 0.0% | COMMON STOCK USD.001 | 21676P103 |
| GAP | GAP INC/THE | 53,986 | $1.187M | 0.0% | $26.02 | -32.4% | COMMON STOCK USD.05 | 364760108 |
| — | BIOVERATIV INC | 19,608 | $1.18M | 0.0% | $54.44 | — | COMMON STOCK USD.001 | 09075E100 |
| FIVN | FIVE9 INC | 54,703 | $1.177M | 0.0% | $20.49 | 0.0% | COMMON STOCK USD.001 | 338307101 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 22,168 | $1.173M | 0.0% | $26.42 | 0.0% | COMMON STOCK USD.01 | 828730200 |
| — | SEAGATE TECHNOLOGY | 30,262 | $1.173M | 0.0% | $38.76 | — | COMMON STOCK USD.00001 | G7945M107 |
| DTE | DTE ENERGY COMPANY | 10,948 | $1.158M | 0.0% | $43.35 | +56.7% | COMMON STOCK | 233331107 |
| THRM | GENTHERM INC | 29,845 | $1.158M | 0.0% | $35.81 | +4.4% | COMMON STOCK | 37253A103 |
| PYPL | PAYPAL HOLDINGS INC | 21,524 | $1.155M | 0.0% | $49.03 | 0.0% | COMMON STOCK USD.0001 | 70450Y103 |
| — | NCI BUILDING SYSTEMS INC | 68,887 | $1.15M | 0.0% | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| — | KANSAS CITY SOUTHERN | 10,965 | $1.147M | 0.0% | $85.76 | — | COMMON STOCK USD.01 | 485170302 |
| INCY | INCYTE CORP | 8,998 | $1.133M | 0.0% | $108.90 | +16.8% | COMMON STOCK USD.001 | 45337C102 |
| ADI | ANALOG DEVICES INC | 14,481 | $1.127M | 0.0% | $60.25 | +12.0% | COMMON STOCK USD.167 | 032654105 |
| MUR | MURPHY OIL CORP | 43,891 | $1.125M | 0.0% | $22.63 | -15.7% | COMMON STOCK USD1.0 | 626717102 |
| PRLB | PROTO LABS INC | 16,588 | $1.116M | 0.0% | $60.44 | 0.0% | COMMON STOCK USD.001 | 743713109 |
| MOG/A | MOOG INC CLASS A | 15,513 | $1.113M | 0.0% | $63.92 | 0.0% | COMMON STOCK USD1.0 | 615394202 |
| LW | LAMB WESTON HOLDINGS INC | 25,245 | $1.112M | 0.0% | $34.57 | +11.8% | COMMON STOCK USD1.0 | 513272104 |
| FORM | FORMFACTOR INC | 89,087 | $1.105M | 0.0% | $12.90 | 0.0% | COMMON STOCK USD.001 | 346375108 |
| SCHW | SCHWAB (CHARLES) CORP | 25,338 | $1.089M | 0.0% | $36.53 | -2.1% | COMMON STOCK USD.01 | 808513105 |
| — | BUNGE LTD | 14,600 | $1.089M | 0.0% | $79.25 | — | COMMON STOCK USD.01 | G16962105 |
| MSTR | MICROSTRATEGY INC CL A | 5,622 | $1.078M | 0.0% | $18.91 | -1.8% | COMMON STOCK USD.001 | 594972408 |
| — | SAGE THERAPEUTICS INC | 13,528 | $1.077M | 0.0% | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| — | MACQUARIE INFRASTRUCTURE COR | 13,700 | $1.074M | 0.0% | $78.39 | — | COMMON STOCK USD.001 | 55608B105 |
| — | LIBERTY PROPERTY TRUST | 26,226 | $1.068M | 0.0% | $39.72 | — | REIT USD.001 | 531172104 |
| TROW | T ROWE PRICE GROUP INC | 14,362 | $1.066M | 0.0% | $54.28 | -4.4% | COMMON STOCK USD.2 | 74144T108 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 8,831 | $1.064M | 0.0% | $83.04 | +2.6% | REIT USD.01 | 015271109 |
| VAC | MARRIOTT VACATIONS WORLD | 9,017 | $1.062M | 0.0% | $54.53 | +106.9% | COMMON STOCK USD.01 | 57164Y107 |
| — | LOGMEIN INC | 10,147 | $1.06M | 0.0% | $97.26 | — | COMMON STOCK USD.01 | 54142L109 |
| KFY | KORN/FERRY INTERNATIONAL | 30,574 | $1.056M | 0.0% | $22.18 | +29.4% | COMMON STOCK USD.01 | 500643200 |
| — | PREMIER INC CLASS A | 29,345 | $1.056M | 0.0% | $31.40 | — | COMMON STOCK USD.01 | 74051N102 |
| — | LANNETT CO INC | 51,524 | $1.051M | 0.0% | $35.31 | — | COMMON STOCK USD.001 | 516012101 |
| OPLN | KAR AUCTION SERVICES INC | 25,000 | $1.049M | 0.0% | $16.28 | 0.0% | COMMON STOCK USD.01 | 48238T109 |
| TBI | TRUEBLUE INC | 39,543 | $1.048M | 0.0% | $23.30 | +14.5% | COMMON STOCK | 89785X101 |
| INVA | INNOVIVA INC | 81,547 | $1.044M | 0.0% | $12.55 | 0.0% | COMMON STOCK | 45781M101 |
| WNC | WABASH NATIONAL CORP | 47,120 | $1.036M | 0.0% | $11.56 | +52.9% | COMMON STOCK USD.01 | 929566107 |
| FBP | FIRST BANCORP PUERTO RICO | 178,843 | $1.036M | 0.0% | $4.57 | 0.0% | COMMON STOCK USD.1 | 318672706 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 19,495 | $1.03M | 0.0% | $49.98 | +7.2% | COMMON STOCK USD.01 | 74112D101 |
| ANIK | ANIKA THERAPEUTICS INC | 20,764 | $1.024M | 0.0% | $16.87 | +173.0% | COMMON STOCK USD.01 | 035255108 |
| STC | STEWART INFORMATION SERVICES | 22,443 | $1.018M | 0.0% | $35.63 | +26.5% | COMMON STOCK USD1.0 | 860372101 |
| — | INTEGRATED DEVICE TECH INC | 39,298 | $1.013M | 0.0% | $25.48 | — | COMMON STOCK USD.001 | 458118106 |
| — | IMPAX LABORATORIES INC | 61,879 | $996K | 0.0% | $14.41 | — | COMMON STOCK USD.01 | 45256B101 |
| — | NEUSTAR INC CLASS A | 29,847 | $995K | 0.0% | $28.35 | — | COMMON STOCK USD.001 | 64126X201 |
| LEU | CENTRUS ENERGY CORP CLASS A | 234,586 | $985K | 0.0% | $51.25 | -90.2% | COMMON STOCK USD.1 | 15643U104 |
| RYAM | RAYONIER ADVANCED MATERIALS | 62,671 | $985K | 0.0% | $13.99 | +2.1% | COMMON STOCK USD.01 | 75508B104 |
| OGS | ONE GAS INC | 13,884 | $969K | 0.0% | $60.81 | +14.7% | COMMON STOCK | 68235P108 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $965K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| REG | REGENCY CENTERS CORP | 15,404 | $965K | 0.0% | $46.75 | -4.4% | REIT USD.01 | 758849103 |
| ALGN | ALIGN TECHNOLOGY INC | 6,384 | $958K | 0.0% | $86.74 | +56.3% | COMMON STOCK USD.0001 | 016255101 |
| RF | REGIONS FINANCIAL CORP | 65,139 | $954K | 0.0% | $9.64 | +5.3% | COMMON STOCK USD.01 | 7591EP100 |
| JBLU | JETBLUE AIRWAYS CORP | 41,667 | $951K | 0.0% | $21.98 | 0.0% | COMMON STOCK USD.01 | 477143101 |
| — | DCT INDUSTRIAL TRUST INC | 17,767 | $949K | 0.0% | $50.29 | — | REIT USD.01 | 233153204 |
| — | ABIOMED INC | 6,618 | $948K | 0.0% | $100.68 | — | COMMON STOCK USD.01 | 003654100 |
| GKOS | GLAUKOS CORP | 22,774 | $944K | 0.0% | $43.41 | -0.8% | COMMON STOCK USD.001 | 377322102 |
| — | STORE CAPITAL CORP | 41,146 | $924K | 0.0% | $23.86 | — | REIT USD.01 | 862121100 |
| — | PEOPLE S UTAH BANCORP | 34,406 | $922K | 0.0% | $26.70 | — | COMMON STOCK USD.01 | 712706209 |
| SKT | TANGER FACTORY OUTLET CENTER | 35,116 | $912K | 0.0% | $35.77 | — | REIT USD.01 | 875465106 |
| CRL | CHARLES RIVER LABORATORIES | 8,923 | $903K | 0.0% | $75.95 | +21.2% | COMMON STOCK USD.01 | 159864107 |
| MASI | MASIMO CORP | 9,886 | $901K | 0.0% | $47.10 | +94.9% | COMMON STOCK USD.001 | 574795100 |
| — | E TRADE FINANCIAL CORP | 23,624 | $898K | 0.0% | $17.48 | — | COMMON STOCK USD.01 | 269246401 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 68,755 | $895K | 0.0% | $16.59 | -24.5% | COMMON STOCK USD.0001 | 42727J102 |
| — | AMTRUST FINANCIAL SERVICES | 58,420 | $884K | 0.0% | $39.06 | — | COMMON STOCK USD.01 | 032359309 |
| BCC | BOISE CASCADE CO | 29,044 | $883K | 0.0% | $17.46 | +12.1% | COMMON STOCK USD.01 | 09739D100 |
| LMAT | LEMAITRE VASCULAR INC | 28,297 | $883K | 0.0% | $26.58 | 0.0% | COMMON STOCK USD.01 | 525558201 |
| XNCR | XENCOR INC | 41,713 | $881K | 0.0% | $23.03 | -2.7% | COMMON STOCK USD.01 | 98401F105 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 23,174 | $879K | 0.0% | $37.28 | 0.0% | COMMON STOCK USD.01 | 00737L103 |
| — | SPIRIT REALTY CAPITAL INC | 118,437 | $878K | 0.0% | $9.79 | — | REIT USD.01 | 84860W102 |
| JACK | JACK IN THE BOX INC | 8,901 | $877K | 0.0% | $75.75 | +36.2% | COMMON STOCK USD.01 | 466367109 |
| UHS | UNIVERSAL HEALTH SERVICES B | 7,108 | $868K | 0.0% | $113.88 | +0.6% | COMMON STOCK USD.01 | 913903100 |
| LII | LENNOX INTERNATIONAL INC | 4,705 | $864K | 0.0% | $136.91 | +14.8% | COMMON STOCK USD.01 | 526107107 |
| — | FINISAR CORPORATION | 33,142 | $861K | 0.0% | $27.34 | — | COMMON STOCK USD.001 | 31787A507 |
| INN | SUMMIT HOTEL PROPERTIES INC | 45,978 | $857K | 0.0% | $15.98 | — | REIT | 866082100 |
| DEI | DOUGLAS EMMETT INC | 22,284 | $851K | 0.0% | $38.19 | — | REIT USD.01 | 25960P109 |
| — | ELDORADO RESORTS INC | 42,325 | $847K | 0.0% | $20.01 | — | COMMON STOCK | 28470R102 |
| CPRT | COPART INC | 26,592 | $845K | 0.0% | $7.23 | +6.0% | COMMON STOCK | 217204106 |
| MIDD | MIDDLEBY CORP | 6,938 | $843K | 0.0% | $125.87 | +4.9% | COMMON STOCK USD.01 | 596278101 |
| IRM | IRON MOUNTAIN INC | 24,509 | $842K | 0.0% | $21.54 | +0.2% | REIT USD.01 | 46284V101 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 44,811 | $840K | 0.0% | $13.27 | +51.6% | COMMON STOCK USD.001 | 90385V107 |
| HEI | HEICO CORP | 11,661 | $838K | 0.0% | $39.24 | +17.3% | COMMON STOCK USD.01 | 422806109 |
| MMS | MAXIMUS INC | 13,370 | $837K | 0.0% | $55.74 | +11.3% | COMMON STOCK | 577933104 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 9,092 | $831K | 0.0% | $82.83 | -1.4% | COMMON STOCK USD.01 | 445658107 |
| — | GNC HOLDINGS INC CL A | 98,454 | $830K | 0.0% | $8.43 | — | COMMON STOCK USD.001 | 36191G107 |
| — | FIRST CONNECTICUT BANCORP | 32,167 | $825K | 0.0% | $24.81 | — | COMMON STOCK USD.01 | 319850103 |
| THO | THOR INDUSTRIES INC | 7,885 | $824K | 0.0% | $76.33 | +6.6% | COMMON STOCK USD.1 | 885160101 |
| — | TCF FINANCIAL CORP | 51,263 | $817K | 0.0% | $19.59 | — | COMMON STOCK USD.01 | 872275102 |
| — | NANOMETRICS INC | 32,183 | $814K | 0.0% | $30.45 | — | COMMON STOCK | 630077105 |
| — | GUARANTY BANCORP | 29,551 | $804K | 0.0% | $24.20 | — | COMMON STOCK USD.001 | 40075T607 |
| HASI | HANNON ARMSTRONG SUSTAINABLE | 34,892 | $798K | 0.0% | $14.19 | 0.0% | REIT USD.01 | 41068X100 |
| ODFL | OLD DOMINION FREIGHT LINE | 8,345 | $795K | 0.0% | $25.77 | +9.9% | COMMON STOCK USD.1 | 679580100 |
| PRTA | PROTHENA CORP PLC | 14,475 | $783K | 0.0% | $46.28 | +15.1% | COMMON STOCK USD.01 | G72800108 |
| WRB | WR BERKLEY CORP | 11,235 | $777K | 0.0% | $14.61 | +13.7% | COMMON STOCK USD.2 | 084423102 |
| ALRM | ALARM.COM HOLDINGS INC | 20,638 | $777K | 0.0% | $33.50 | 0.0% | COMMON STOCK | 011642105 |
| — | KITE PHARMA INC | 7,487 | $776K | 0.0% | $59.60 | — | COMMON STOCK USD.001 | 49803L109 |
| INSW | INTERNATIONAL SEAWAYS INC | 35,821 | $776K | 0.0% | $11.20 | +10.9% | COMMON STOCK | Y41053102 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 23,815 | $775K | 0.0% | $29.38 | +4.6% | COMMON STOCK USD.01 | 099502106 |
| — | DUKE REALTY CORP | 27,631 | $772K | 0.0% | $27.86 | — | REIT USD.01 | 264411505 |
| NFG | NATIONAL FUEL GAS CO | 13,807 | $771K | 0.0% | $58.87 | -4.4% | COMMON STOCK USD1.0 | 636180101 |
| MYGN | MYRIAD GENETICS INC | 29,764 | $769K | 0.0% | $21.23 | 0.0% | COMMON STOCK USD.01 | 62855J104 |
| — | WASHINGTON PRIME GROUP INC | 91,553 | $766K | 0.0% | $8.37 | — | REIT USD.0001 | 93964W108 |
| — | WELBILT INC | 40,563 | $765K | 0.0% | $19.62 | — | COMMON STOCK USD.01 | 949090104 |
| OFG | OFG BANCORP | 76,420 | $764K | 0.0% | $12.02 | -12.6% | COMMON STOCK USD1.0 | 67103X102 |
| — | COHERENT INC | 3,388 | $762K | 0.0% | $190.14 | — | COMMON STOCK USD.01 | 192479103 |
| — | BIOSPECIFICS TECHNOLOGIES | 15,316 | $758K | 0.0% | $44.01 | — | COMMON STOCK USD.001 | 090931106 |
| — | FIBROGEN INC | 23,447 | $757K | 0.0% | $32.29 | — | COMMON STOCK USD.01 | 31572Q808 |
| EXPD | EXPEDITORS INTL WASH INC | 13,390 | $756K | 0.0% | $47.08 | +5.0% | COMMON STOCK USD.01 | 302130109 |
| — | TRIUMPH GROUP INC | 23,875 | $754K | 0.0% | $26.50 | — | COMMON STOCK USD.001 | 896818101 |
| TUSK | MAMMOTH ENERGY SERVICES INC | 40,530 | $754K | 0.0% | $18.95 | -1.5% | COMMON STOCK USD.01 | 56155L108 |
| — | ALLEGHANY CORP | 1,223 | $727K | 0.0% | $608.34 | — | COMMON STOCK USD1.0 | 017175100 |
| ELME | WASHINGTON REIT | 22,736 | $725K | 0.0% | $31.89 | — | REIT USD.01 | 939653101 |
| IPGP | IPG PHOTONICS CORP | 4,970 | $721K | 0.0% | $93.27 | +43.9% | COMMON STOCK USD.0001 | 44980X109 |
| FHI | FEDERATED INVESTORS INC CL B | 25,455 | $719K | 0.0% | $17.35 | +5.5% | COMMON STOCK | 314211103 |
| EXEL | EXELIXIS INC | 29,167 | $718K | 0.0% | $21.16 | 0.0% | COMMON STOCK USD.001 | 30161Q104 |
| — | INTRAWEST RESORTS HOLDINGS I | 29,891 | $710K | 0.0% | $23.75 | — | COMMON STOCK USD.01 | 46090K109 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 28,229 | $709K | 0.0% | $22.69 | — | REIT USD.0001 | 35086T109 |
| BOH | BANK OF HAWAII CORP | 8,509 | $706K | 0.0% | $57.74 | +0.6% | COMMON STOCK USD.01 | 062540109 |
| NSA | NATIONAL STORAGE AFFILIATES | 30,372 | $702K | 0.0% | $23.15 | — | REIT USD.01 | 637870106 |
| — | FLIR SYSTEMS INC | 20,177 | $699K | 0.0% | $36.18 | — | COMMON STOCK USD.01 | 302445101 |
| — | REV GROUP INC | 25,137 | $696K | 0.0% | $27.69 | — | COMMON STOCK USD.001 | 749527107 |
| — | ENZO BIOCHEM INC | 63,016 | $696K | 0.0% | $11.04 | — | COMMON STOCK USD.01 | 294100102 |
| — | NAUTILUS INC | 36,114 | $692K | 0.0% | $16.94 | — | COMMON STOCK | 63910B102 |
| — | OMEGA PROTEIN CORP | 38,410 | $688K | 0.0% | $14.30 | — | COMMON STOCK USD.01 | 68210P107 |
| CWCO | CONSOLIDATED WATER CO ORD SH | 54,967 | $682K | 0.0% | $9.31 | +6.0% | COMMON STOCK USD.6 | G23773107 |
| — | ENGILITY HOLDINGS INC | 23,704 | $673K | 0.0% | $28.39 | — | COMMON STOCK USD.01 | 29286C107 |
| — | HIBBETT SPORTS INC | 32,339 | $671K | 0.0% | $37.42 | — | COMMON STOCK USD.01 | 428567101 |
| — | ACORDA THERAPEUTICS INC | 33,997 | $670K | 0.0% | $21.00 | — | COMMON STOCK USD.001 | 00484M106 |
| — | LEGACYTEXAS FINANCIAL GROUP | 17,541 | $669K | 0.0% | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| PANW | PALO ALTO NETWORKS INC | 4,992 | $668K | 0.0% | $23.96 | -15.7% | COMMON STOCK USD.0001 | 697435105 |
| EGRX | EAGLE PHARMACEUTICALS INC | 8,465 | $668K | 0.0% | $77.37 | +5.7% | COMMON STOCK USD.001 | 269796108 |
| — | VARIAN MEDICAL SYSTEMS INC | 6,465 | $667K | 0.0% | $91.95 | — | COMMON STOCK USD1.0 | 92220P105 |
| DKS | DICK S SPORTING GOODS INC | 16,745 | $667K | 0.0% | $44.07 | -20.9% | COMMON STOCK USD.01 | 253393102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 8,597 | $664K | 0.0% | $27.31 | +22.8% | COMMON STOCK USD.001 | 595017104 |
| CGNX | COGNEX CORP | 7,744 | $657K | 0.0% | $26.62 | +55.3% | COMMON STOCK USD.002 | 192422103 |
| CHE | CHEMED CORP | 3,204 | $655K | 0.0% | $142.14 | +36.0% | COMMON STOCK USD1.0 | 16359R103 |
| LSTR | LANDSTAR SYSTEM INC | 7,637 | $654K | 0.0% | $61.09 | — | COMMON STOCK USD.01 | 515098101 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 9,493 | $652K | 0.0% | $54.90 | +5.2% | COMMON STOCK USD.1 | 12541W209 |
| BLKB | BLACKBAUD INC | 7,582 | $650K | 0.0% | $62.75 | +28.7% | COMMON STOCK USD.001 | 09227Q100 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 18,130 | $647K | 0.0% | $29.02 | +20.9% | COMMON STOCK | 760281204 |
| GWRE | GUIDEWIRE SOFTWARE INC | 9,366 | $644K | 0.0% | $56.06 | +13.5% | COMMON STOCK USD.0001 | 40171V100 |
| — | SANDERSON FARMS INC | 5,546 | $641K | 0.0% | $103.90 | — | COMMON STOCK USD1.0 | 800013104 |
| GTN | GRAY TELEVISION INC | 46,717 | $640K | 0.0% | $14.34 | -5.9% | COMMON STOCK | 389375106 |
| CUBE | CUBESMART | 26,524 | $638K | 0.0% | $26.78 | — | REIT USD.01 | 229663109 |
| TREE | LENDINGTREE INC | 3,679 | $634K | 0.0% | $101.39 | — | COMMON STOCK USD.01 | 52603B107 |
| PCRX | PACIRA PHARMACEUTICALS INC | 13,269 | $633K | 0.0% | $39.06 | +18.8% | COMMON STOCK USD.001 | 695127100 |
| DLX | DELUXE CORP | 9,115 | $631K | 0.0% | $23.94 | +99.3% | COMMON STOCK USD1.0 | 248019101 |
| — | INDEPENDENT BANK GROUP INC | 10,584 | $630K | 0.0% | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| GPN | GLOBAL PAYMENTS INC | 6,959 | $629K | 0.0% | $68.34 | +20.4% | COMMON STOCK | 37940X102 |
| IEX | IDEX CORP | 5,532 | $625K | 0.0% | $80.87 | +16.9% | COMMON STOCK USD.01 | 45167R104 |
| LTC | LTC PROPERTIES INC | 12,124 | $623K | 0.0% | $51.77 | — | REIT USD.01 | 502175102 |
| PII | POLARIS INDUSTRIES INC | 6,754 | $623K | 0.0% | $82.16 | +4.4% | COMMON STOCK USD.01 | 731068102 |
| NJR | NEW JERSEY RESOURCES CORP | 15,593 | $619K | 0.0% | $25.01 | +22.5% | COMMON STOCK USD2.5 | 646025106 |
| MPT | MEDICAL PROPERTIES TRUST INC | 47,713 | $614K | 0.0% | $12.36 | — | REIT USD.001 | 58463J304 |
| — | URSTADT BIDDLE CLASS A | 30,778 | $609K | 0.0% | $22.43 | — | REIT USD.01 | 917286205 |
| — | RIGNET INC | 37,668 | $605K | 0.0% | $16.06 | — | COMMON STOCK USD.001 | 766582100 |
| MELI | MERCADOLIBRE INC | 2,410 | $605K | 0.0% | $180.96 | +41.8% | COMMON STOCK USD.001 | 58733R102 |
| — | ALON USA ENERGY INC | 44,831 | $597K | 0.0% | $12.18 | — | COMMON STOCK USD.01 | 020520102 |
| LXRX | LEXICON PHARMACEUTICALS INC | 36,202 | $596K | 0.0% | $14.84 | +4.4% | COMMON STOCK USD.001 | 528872302 |
| NDSN | NORDSON CORP | 4,902 | $595K | 0.0% | $72.81 | +53.2% | COMMON STOCK | 655663102 |
| — | RAVEN INDUSTRIES INC | 17,808 | $593K | 0.0% | $25.89 | — | COMMON STOCK USD1.0 | 754212108 |
| — | TABLEAU SOFTWARE INC CL A | 9,598 | $588K | 0.0% | $46.51 | — | COMMON STOCK USD.0001 | 87336U105 |
| — | OFFICE DEPOT INC | 103,894 | $586K | 0.0% | $5.64 | — | COMMON STOCK USD.01 | 676220106 |
| ADNT | ADIENT PLC | 8,955 | $585K | 0.0% | $64.14 | +3.9% | COMMON STOCK USD.001 | G0084W101 |
| ENTA | ENANTA PHARMACEUTICALS INC | 16,233 | $584K | 0.0% | $23.23 | +37.7% | COMMON STOCK USD.01 | 29251M106 |
| MTH | MERITAGE HOMES CORP | 13,830 | $584K | 0.0% | $22.59 | -12.2% | COMMON STOCK USD.01 | 59001A102 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 12,654 | $582K | 0.0% | $46.48 | +4.4% | COMMON STOCK USD.001 | 64125C109 |
| — | BRIGHTCOVE | 93,666 | $581K | 0.0% | $12.40 | — | COMMON STOCK USD.001 | 10921T101 |
| GPC | GENUINE PARTS CO | 6,256 | $580K | 0.0% | $72.77 | -1.8% | COMMON STOCK USD1.0 | 372460105 |
| — | ATHENE HOLDING LTD CLASS A | 11,683 | $580K | 0.0% | $49.64 | — | COMMON STOCK | G0684D107 |
| WLK | WESTLAKE CHEMICAL CORP | 8,654 | $573K | 0.0% | $47.64 | +17.0% | COMMON STOCK USD.01 | 960413102 |
| CHH | CHOICE HOTELS INTL INC | 8,907 | $572K | 0.0% | $46.12 | +28.9% | COMMON STOCK USD.01 | 169905106 |
| — | CEDAR REALTY TRUST INC | 117,486 | $570K | 0.0% | $4.97 | — | REIT USD.06 | 150602209 |
| PTC | PTC INC | 10,350 | $570K | 0.0% | $46.75 | +17.8% | COMMON STOCK USD.01 | 69370C100 |
| — | LUXOFT HOLDING INC | 9,356 | $569K | 0.0% | $60.82 | — | COMMON STOCK | G57279104 |
| — | NUVASIVE INC | 7,399 | $569K | 0.0% | $67.31 | — | COMMON STOCK USD.001 | 670704105 |
| CDW | CDW CORP/DE | 9,069 | $567K | 0.0% | $53.99 | 0.0% | COMMON STOCK USD.01 | 12514G108 |
| NKE | NIKE INC CL B | 9,615 | $567K | 0.0% | $45.58 | +5.9% | COMMON STOCK USD1.0 | 654106103 |
| — | ORBOTECH LTD | 17,370 | $567K | 0.0% | $32.35 | — | COMMON STOCK USD.14 | M75253100 |
| — | DRIL QUIP INC | 11,586 | $565K | 0.0% | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| — | RUTH S HOSPITALITY GROUP INC | 25,814 | $561K | 0.0% | $18.28 | — | COMMON STOCK USD.01 | 783332109 |
| — | ENVESTNET INC | 14,000 | $554K | 0.0% | $35.29 | — | COMMON STOCK | 29404K106 |
| — | RETAIL PROPERTIES OF AME A | 45,234 | $552K | 0.0% | $14.83 | — | REIT USD.001 | 76131V202 |
| — | NEVRO CORP | 7,352 | $547K | 0.0% | $74.40 | — | COMMON STOCK USD.001 | 64157F103 |
| — | APARTMENT INVT MGMT CO A | 12,637 | $543K | 0.0% | $44.33 | — | REIT USD.01 | 03748R101 |
| UCB | UNITED COMMUNITY BANKS/GA | 19,479 | $542K | 0.0% | $28.46 | -5.0% | COMMON STOCK USD1.0 | 90984P303 |
| UE | URBAN EDGE PROPERTIES | 22,800 | $541K | 0.0% | $25.18 | — | REIT USD.01 | 91704F104 |
| SEIC | SEI INVESTMENTS COMPANY | 10,013 | $538K | 0.0% | $41.56 | +11.0% | COMMON STOCK USD.01 | 784117103 |
| ABT | ABBOTT LABORATORIES | 11,041 | $537K | 0.0% | $38.90 | 0.0% | COMMON STOCK | 002824100 |
| NEU | NEWMARKET CORP | 1,162 | $535K | 0.0% | $344.78 | +12.7% | COMMON STOCK | 651587107 |
| — | HMS HOLDINGS CORP | 28,890 | $534K | 0.0% | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| TFX | TELEFLEX INC | 2,533 | $526K | 0.0% | $171.02 | +11.5% | COMMON STOCK USD1.0 | 879369106 |
| TTEK | TETRA TECH INC | 11,460 | $524K | 0.0% | $8.08 | +10.2% | COMMON STOCK USD.01 | 88162G103 |
| — | CORENERGY INFRASTRUCTURE TRU | 15,580 | $523K | 0.0% | $28.86 | — | REIT USD.001 | 21870U502 |
| DXCM | DEXCOM INC | 7,102 | $520K | 0.0% | $18.94 | -2.5% | COMMON STOCK USD.001 | 252131107 |
| — | BARRACUDA NETWORKS INC | 22,375 | $516K | 0.0% | $23.11 | — | COMMON STOCK USD.001 | 068323104 |
| FIS | FIDELITY NATIONAL INFO SERV | 6,023 | $514K | 0.0% | $71.76 | 0.0% | COMMON STOCK USD.01 | 31620M106 |
| SHBI | SHORE BANCSHARES INC | 31,203 | $513K | 0.0% | $16.58 | 0.0% | COMMON STOCK USD.01 | 825107105 |
| RYN | RAYONIER INC | 17,763 | $511K | 0.0% | $26.57 | — | REIT | 754907103 |
| HOG | HARLEY DAVIDSON INC | 9,363 | $506K | 0.0% | $56.92 | -2.2% | COMMON STOCK USD.01 | 412822108 |
| SXT | SENSIENT TECHNOLOGIES CORP | 6,280 | $506K | 0.0% | $76.28 | +5.9% | COMMON STOCK USD.1 | 81725T100 |
| — | VMWARE INC CLASS A | 5,739 | $502K | 0.0% | $78.72 | — | COMMON STOCK USD.01 | 928563402 |
| KRO | KRONOS WORLDWIDE INC | 27,310 | $498K | 0.0% | $11.43 | 0.0% | COMMON STOCK USD.01 | 50105F105 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 2,991 | $497K | 0.0% | $145.23 | +3.1% | COMMON STOCK USD.01 | 303075105 |
| — | FEDERATED NATIONAL HOLDING C | 30,972 | $496K | 0.0% | $26.17 | — | COMMON STOCK USD.01 | 31422T101 |
| — | FORESTAR GROUP INC | 28,700 | $492K | 0.0% | $17.14 | — | COMMON STOCK USD1.0 | 346233109 |
| — | TESARO INC | 3,513 | $491K | 0.0% | $139.77 | — | COMMON STOCK USD.0001 | 881569107 |
| VSH | VISHAY INTERTECHNOLOGY INC | 29,392 | $488K | 0.0% | $13.89 | 0.0% | COMMON STOCK USD.1 | 928298108 |
| HUBS | HUBSPOT INC | 7,386 | $486K | 0.0% | $54.27 | +24.5% | COMMON STOCK USD.001 | 443573100 |
| LIVN | LIVANOVA PLC | 7,925 | $485K | 0.0% | $60.62 | -6.7% | COMMON STOCK GBP1.0 | G5509L101 |
| NMIH | NMI HOLDINGS INC CLASS A | 42,367 | $485K | 0.0% | $5.67 | +98.0% | COMMON STOCK USD.01 | 629209305 |
| — | PROOFPOINT INC | 5,562 | $483K | 0.0% | $76.22 | — | COMMON STOCK USD.0001 | 743424103 |
| — | RPX CORP | 34,489 | $481K | 0.0% | $10.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| — | GREENHILL CO INC | 23,675 | $476K | 0.0% | $27.70 | — | COMMON STOCK USD.01 | 395259104 |
| BRO | BROWN BROWN INC | 11,059 | $476K | 0.0% | $18.83 | +6.1% | COMMON STOCK USD.1 | 115236101 |
| DRH | DIAMONDROCK HOSPITALITY CO | 43,287 | $474K | 0.0% | $11.53 | — | REIT USD.01 | 252784301 |
| — | CARDIOVASCULAR SYSTEMS INC | 14,670 | $473K | 0.0% | $24.22 | — | COMMON STOCK | 141619106 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $471K | 0.0% | $52.49 | -3.1% | COMMON STOCK | 198516106 |
| — | RENEWABLE ENERGY GROUP INC | 36,066 | $467K | 0.0% | $12.95 | — | COMMON STOCK USD.0001 | 75972A301 |
| SBH | SALLY BEAUTY HOLDINGS INC | 22,883 | $463K | 0.0% | $26.38 | -26.9% | COMMON STOCK USD.01 | 79546E104 |
| — | INSYS THERAPEUTICS INC | 36,606 | $463K | 0.0% | $11.80 | — | COMMON STOCK USD.0002145 | 45824V209 |
| — | HILL ROM HOLDINGS INC | 5,719 | $455K | 0.0% | $49.32 | — | COMMON STOCK | 431475102 |
| — | UBIQUITI NETWORKS INC | 8,692 | $452K | 0.0% | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| FCX | FREEPORT MCMORAN INC | 37,444 | $450K | 0.0% | $11.01 | 0.0% | COMMON STOCK USD.1 | 35671D857 |
| SPSC | SPS COMMERCE INC | 7,041 | $449K | 0.0% | $25.88 | +14.6% | COMMON STOCK USD.001 | 78463M107 |
| FLO | FLOWERS FOODS INC | 25,860 | $448K | 0.0% | $11.44 | +16.7% | COMMON STOCK USD.01 | 343498101 |
| ENR | ENERGIZER HOLDINGS INC | 9,338 | $448K | 0.0% | $33.68 | +20.4% | COMMON STOCK | 29272W109 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 12,016 | $447K | 0.0% | $26.02 | -0.2% | COMMON STOCK USD.1 | 808541106 |
| AMSF | AMERISAFE INC | 7,830 | $446K | 0.0% | $22.31 | +27.3% | COMMON STOCK USD.01 | 03071H100 |
| CVI | CVR ENERGY INC | 20,406 | $444K | 0.0% | $10.83 | -4.2% | COMMON STOCK USD.01 | 12662P108 |
| SPY | SPDR S P500 ETF TRUST | 1,824 | $441K | 0.0% | $206.76 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| MD | MEDNAX INC | 7,293 | $440K | 0.0% | $53.35 | +11.1% | COMMON STOCK USD.01 | 58502B106 |
| — | ANIXTER INTERNATIONAL INC | 5,537 | $433K | 0.0% | $78.20 | — | COMMON STOCK USD1.0 | 035290105 |
| QCOM | QUALCOMM INC | 7,789 | $430K | 0.0% | $40.99 | +7.9% | COMMON STOCK USD.0001 | 747525103 |
| — | BLUEPRINT MEDICINES CORP | 8,330 | $422K | 0.0% | $50.66 | — | COMMON STOCK USD.001 | 09627Y109 |
| GIS | GENERAL MILLS INC | 7,535 | $417K | 0.0% | $42.00 | 0.0% | COMMON STOCK USD.1 | 370334104 |
| LMT | LOCKHEED MARTIN CORP | 1,469 | $408K | 0.0% | $218.34 | 0.0% | COMMON STOCK USD1.0 | 539830109 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 8,151 | $407K | 0.0% | $48.87 | — | COMMON STOCK ILS.01 | M2682V108 |
| — | SEATTLE GENETICS INC | 7,861 | $407K | 0.0% | $62.84 | — | COMMON STOCK USD.001 | 812578102 |
| FTNT | FORTINET INC | 10,842 | $406K | 0.0% | $6.25 | +24.0% | COMMON STOCK USD.001 | 34959E109 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 4,095 | $401K | 0.0% | $78.79 | +9.1% | COMMON STOCK USD.01 | 477839104 |
| — | UNIVAR INC | 13,726 | $401K | 0.0% | $29.21 | — | COMMON STOCK USD.01 | 91336L107 |
| VRNS | VARONIS SYSTEMS INC | 10,763 | $400K | 0.0% | $9.51 | +20.5% | COMMON STOCK USD.001 | 922280102 |
| HCKT | HACKETT GROUP INC/THE | 25,651 | $398K | 0.0% | $14.88 | +13.8% | COMMON STOCK USD.001 | 404609109 |
| — | OASIS PETROLEUM INC | 48,631 | $391K | 0.0% | $8.11 | — | COMMON STOCK USD.01 | 674215108 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 6,094 | $390K | 0.0% | $63.37 | — | REIT USD.01 | 78377T107 |
| — | FIRST FINANCIAL NORTHWEST | 24,019 | $387K | 0.0% | $19.73 | — | COMMON STOCK USD.01 | 32022K102 |
| TSCO | TRACTOR SUPPLY COMPANY | 7,111 | $385K | 0.0% | $12.67 | -17.9% | COMMON STOCK USD.008 | 892356106 |
| CHD | CHURCH DWIGHT CO INC | 7,395 | $384K | 0.0% | $45.79 | 0.0% | COMMON STOCK USD1.0 | 171340102 |
| — | ACACIA COMMUNICATIONS INC | 9,238 | $383K | 0.0% | $59.37 | — | COMMON STOCK USD.0001 | 00401C108 |
| — | DDR CORP | 42,149 | $382K | 0.0% | $9.06 | — | REIT USD.1 | 23317H102 |
| SAM | BOSTON BEER COMPANY INC A | 2,872 | $380K | 0.0% | $165.63 | -15.5% | COMMON STOCK USD.01 | 100557107 |
| — | INNOPHOS HOLDINGS INC | 8,648 | $379K | 0.0% | $52.27 | — | COMMON STOCK USD.001 | 45774N108 |
| MHO | M/I HOMES INC | 13,099 | $374K | 0.0% | $21.59 | +25.9% | COMMON STOCK USD.01 | 55305B101 |
| — | BLUEBIRD BIO INC | 3,535 | $371K | 0.0% | $61.67 | — | COMMON STOCK USD.01 | 09609G100 |
| CRM | SALESFORCE.COM INC | 4,285 | $371K | 0.0% | $86.04 | 0.0% | COMMON STOCK USD.001 | 79466L302 |
| IBN | ICICI BANK LTD SPON ADR | 41,104 | $369K | 0.0% | $10.58 | — | ADR | 45104G104 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 22,006 | $366K | 0.0% | $18.08 | — | COMMON STOCK USD.0001 | G45667105 |
| — | MICROSEMI CORP | 7,762 | $363K | 0.0% | $46.77 | — | COMMON STOCK USD.2 | 595137100 |
| MTZ | MASTEC INC | 8,007 | $362K | 0.0% | $43.26 | 0.0% | COMMON STOCK USD.1 | 576323109 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 8,326 | $359K | 0.0% | $35.59 | 0.0% | COMMON STOCK USD.001 | 868459108 |
| DORM | DORMAN PRODUCTS INC | 4,299 | $356K | 0.0% | $68.28 | +19.6% | COMMON STOCK USD.01 | 258278100 |
| — | RADIUS HEALTH INC | 7,878 | $356K | 0.0% | $38.59 | — | COMMON STOCK USD.0001 | 750469207 |
| — | MERITOR INC | 21,299 | $354K | 0.0% | $17.14 | — | COMMON STOCK USD1.0 | 59001K100 |
| — | FOOT LOCKER INC | 7,128 | $351K | 0.0% | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| — | AK STEEL HOLDING CORP | 53,343 | $350K | 0.0% | $8.69 | — | COMMON STOCK USD.01 | 001547108 |
| WWD | WOODWARD INC | 5,151 | $348K | 0.0% | $60.91 | +5.9% | COMMON STOCK USD.00292 | 980745103 |
| — | C J ENERGY SERVICES INC | 10,000 | $343K | 0.0% | $34.30 | — | COMMON STOCK | 12674R100 |
| UNFI | UNITED NATURAL FOODS INC | 9,314 | $342K | 0.0% | $41.83 | -4.0% | COMMON STOCK USD.01 | 911163103 |
| — | SP PLUS CORP | 11,182 | $342K | 0.0% | $33.74 | — | COMMON STOCK USD.001 | 78469C103 |
| — | CU BANCORP | 9,433 | $341K | 0.0% | $36.15 | — | COMMON STOCK | 126534106 |
| — | MAGELLAN HEALTH INC | 4,652 | $339K | 0.0% | $72.87 | — | COMMON STOCK USD.01 | 559079207 |
| — | COLONY STARWOOD HOMES | 9,846 | $338K | 0.0% | $31.23 | — | REIT USD.01 | 19625X102 |
| — | MB FINANCIAL INC | 7,642 | $337K | 0.0% | $44.10 | — | COMMON STOCK USD.01 | 55264U108 |
| — | ACETO CORP | 21,709 | $335K | 0.0% | $15.43 | — | COMMON STOCK USD.01 | 004446100 |
| PNC | PNC FINANCIAL SERVICES GROUP | 2,641 | $330K | 0.0% | $54.13 | +66.9% | COMMON STOCK USD5.0 | 693475105 |
| — | MASONITE INTERNATIONAL CORP | 4,335 | $327K | 0.0% | $79.24 | — | COMMON STOCK | 575385109 |
| SRPT | SAREPTA THERAPEUTICS INC | 9,653 | $325K | 0.0% | $40.16 | -18.9% | COMMON STOCK USD.0001 | 803607100 |
| MCS | MARCUS CORPORATION | 10,606 | $320K | 0.0% | $20.47 | +57.8% | COMMON STOCK USD1.0 | 566330106 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 17,003 | $315K | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 13,945 | $314K | 0.0% | $24.84 | -8.6% | COMMON STOCK USD.01 | 047649108 |
| — | TRAVELPORT WORLDWIDE LTD | 22,847 | $314K | 0.0% | $13.74 | — | COMMON STOCK USD.0025 | G9019D104 |
| — | SHUTTERFLY INC | 6,537 | $311K | 0.0% | $47.58 | — | COMMON STOCK USD.0001 | 82568P304 |
| — | NEWSTAR FINANCIAL INC | 29,579 | $311K | 0.0% | $10.58 | — | COMMON STOCK USD.01 | 65251F105 |
| CHTR | CHARTER COMMUNICATIONS INC A | 923 | $311K | 0.0% | $333.61 | 0.0% | COMMON STOCK USD.001 | 16119P108 |
| TOWN | TOWNE BANK | 10,049 | $310K | 0.0% | $28.83 | +7.3% | COMMON STOCK USD1.667 | 89214P109 |
| EMR | EMERSON ELECTRIC CO | 5,139 | $306K | 0.0% | $48.01 | 0.0% | COMMON STOCK USD.5 | 291011104 |
| — | UNITED COMMUNITY FINANCIAL | 36,819 | $306K | 0.0% | $8.31 | — | COMMON STOCK | 909839102 |
| RYZ | RYERSON HOLDING CORP | 30,663 | $304K | 0.0% | $12.25 | -13.4% | COMMON STOCK USD.01 | 783754104 |
| BK | BANK OF NEW YORK MELLON CORP | 5,967 | $304K | 0.0% | $37.96 | 0.0% | COMMON STOCK USD.01 | 064058100 |
| APD | AIR PRODUCTS CHEMICALS INC | 2,093 | $299K | 0.0% | $113.13 | +1.5% | COMMON STOCK USD1.0 | 009158106 |
| — | J.C. PENNEY CO INC | 63,600 | $296K | 0.0% | $5.55 | — | COMMON STOCK USD.5 | 708160106 |
| VFC | VF CORP | 5,125 | $295K | 0.0% | $51.60 | 0.0% | COMMON STOCK | 918204108 |
| — | SUPER MICRO COMPUTER INC | 11,948 | $295K | 0.0% | $28.06 | — | COMMON STOCK USD.001 | 86800U104 |
| DY | DYCOM INDUSTRIES INC | 3,217 | $288K | 0.0% | $84.87 | +14.2% | COMMON STOCK USD.333 | 267475101 |
| DLTH | DULUTH HOLDINGS INC CL B | 15,365 | $280K | 0.0% | $19.81 | 0.0% | COMMON STOCK | 26443V101 |
| MTD | METTLER TOLEDO INTERNATIONAL | 473 | $278K | 0.0% | $445.16 | +23.1% | COMMON STOCK USD.01 | 592688105 |
| CYTK | CYTOKINETICS INC | 22,940 | $278K | 0.0% | $13.90 | 0.0% | COMMON STOCK USD.001 | 23282W605 |
| — | KELLOGG CO | 3,852 | $268K | 0.0% | $49.13 | 0.0% | COMMON STOCK USD.25 | 487836108 |
| MET | METLIFE INC | 4,855 | $267K | 0.0% | $34.63 | 0.0% | COMMON STOCK USD.01 | 59156R108 |
| IONS | IONIS PHARMACEUTICALS INC | 5,184 | $264K | 0.0% | $39.57 | +17.7% | COMMON STOCK USD.001 | 462222100 |
| — | ANADARKO PETROLEUM CORP | 5,781 | $262K | 0.0% | $45.32 | — | COMMON STOCK USD.1 | 032511107 |
| ADP | AUTOMATIC DATA PROCESSING | 2,550 | $261K | 0.0% | $84.22 | 0.0% | COMMON STOCK USD.1 | 053015103 |
| AR | ANTERO RESOURCES CORP | 11,963 | $259K | 0.0% | $25.67 | -16.4% | COMMON STOCK USD.01 | 03674X106 |
| TGTX | TG THERAPEUTICS INC | 25,662 | $258K | 0.0% | $11.19 | 0.0% | COMMON STOCK USD.001 | 88322Q108 |
| HALO | HALOZYME THERAPEUTICS INC | 19,543 | $251K | 0.0% | $10.95 | +21.9% | COMMON STOCK USD.001 | 40637H109 |
| CVLT | COMMVAULT SYSTEMS INC | 4,412 | $249K | 0.0% | $68.00 | -19.5% | COMMON STOCK USD.01 | 204166102 |
| CME | CME GROUP INC | 1,980 | $248K | 0.0% | $87.55 | 0.0% | COMMON STOCK USD.01 | 12572Q105 |
| KRG | KITE REALTY GROUP TRUST | 13,061 | $247K | 0.0% | $18.91 | — | REIT USD.01 | 49803T300 |
| RLJ | RLJ LODGING TRUST | 12,403 | $246K | 0.0% | $22.46 | — | REIT | 74965L101 |
| — | RITE AID CORP | 83,300 | $246K | 0.0% | $4.13 | — | COMMON STOCK USD1.0 | 767754104 |
| — | WMIH CORP | 196,172 | $245K | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| AFL | AFLAC INC | 3,136 | $244K | 0.0% | $30.73 | 0.0% | COMMON STOCK USD.1 | 001055102 |
| — | AETNA INC | 1,595 | $242K | 0.0% | $127.54 | — | COMMON STOCK USD.01 | 00817Y108 |
| NOC | NORTHROP GRUMMAN CORP | 939 | $241K | 0.0% | $217.50 | 0.0% | COMMON STOCK USD1.0 | 666807102 |
| CXW | CORECIVIC INC | 8,742 | $241K | 0.0% | $14.21 | +68.9% | REIT USD.01 | 21871N101 |
| AOSL | ALPHA OMEGA SEMICONDUCTOR | 14,444 | $241K | 0.0% | $17.96 | -1.2% | COMMON STOCK | G6331P104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 3,747 | $234K | 0.0% | $37.57 | +32.5% | COMMON STOCK USD2.5 | 026874784 |
| SYNA | SYNAPTICS INC | 4,494 | $232K | 0.0% | $53.71 | +1.5% | COMMON STOCK USD.001 | 87157D109 |
| — | SPLUNK INC | 4,070 | $232K | 0.0% | $51.12 | — | COMMON STOCK USD.001 | 848637104 |
| — | ALTABA INC | 4,188 | $228K | 0.0% | $54.44 | — | ALTABA INC | 021346101 |
| — | SAEXPLORATION HOLDINGS INC | 70,003 | $227K | 0.0% | $7.19 | — | COMMON STOCK USD.0001 | 78636X204 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 3,388 | $225K | 0.0% | $56.39 | 0.0% | COMMON STOCK USD.01 | 192446102 |
| PCG | P G E CORP | 3,360 | $223K | 0.0% | $65.55 | 0.0% | COMMON STOCK | 69331C108 |
| REGN | REGENERON PHARMACEUTICALS | 447 | $220K | 0.0% | $435.19 | 0.0% | COMMON STOCK USD.001 | 75886F107 |
| CSX | CSX CORP | 4,017 | $219K | 0.0% | $15.23 | 0.0% | COMMON STOCK USD1.0 | 126408103 |
| — | ACTIVISION BLIZZARD INC | 3,746 | $216K | 0.0% | $57.66 | — | COMMON STOCK USD.000001 | 00507V109 |
| SPGI | S P GLOBAL INC | 1,464 | $214K | 0.0% | $128.56 | 0.0% | COMMON STOCK USD1.0 | 78409V104 |
| — | APACHE CORP | 4,176 | $200K | 0.0% | $47.89 | — | COMMON STOCK USD.625 | 037411105 |
| CCI | CROWN CASTLE INTL CORP | 1,974 | $198K | 0.0% | $68.42 | 0.0% | REIT USD.01 | 22822V101 |
| WMB | WILLIAMS COS INC | 6,400 | $194K | 0.0% | $18.66 | 0.0% | COMMON STOCK USD1.0 | 969457100 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $194K | 0.0% | $14.71 | — | ADR | 035128206 |
| ED | CONSOLIDATED EDISON INC | 2,358 | $191K | 0.0% | $59.31 | 0.0% | COMMON STOCK USD.1 | 209115104 |
| PGR | PROGRESSIVE CORP | 4,215 | $186K | 0.0% | $32.08 | 0.0% | COMMON STOCK USD1.0 | 743315103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 1,440 | $186K | 0.0% | $120.38 | 0.0% | COMMON STOCK USD.01 | 92532F100 |
| DVN | DEVON ENERGY CORP | 5,760 | $184K | 0.0% | $25.86 | 0.0% | COMMON STOCK USD.1 | 25179M103 |
| IP | INTERNATIONAL PAPER CO | 3,226 | $183K | 0.0% | $28.45 | +22.1% | COMMON STOCK USD1.0 | 460146103 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 4,233 | $182K | 0.0% | $32.91 | 0.0% | COMMON STOCK | 744573106 |
| MAR | MARRIOTT INTERNATIONAL CL A | 1,818 | $182K | 0.0% | $92.93 | 0.0% | COMMON STOCK USD.01 | 571903202 |
| BKE | BUCKLE INC/THE | 10,191 | $181K | 0.0% | $8.54 | -17.8% | COMMON STOCK USD.01 | 118440106 |
| — | AMAG PHARMACEUTICALS INC | 9,731 | $179K | 0.0% | $40.79 | — | COMMON STOCK USD.01 | 00163U106 |
| — | TARENA INTERNATIONAL INC ADR | 9,897 | $177K | 0.0% | $18.48 | — | ADR USD.001 | 876108101 |
| HSY | HERSHEY CO/THE | 1,616 | $174K | 0.0% | $89.83 | 0.0% | COMMON STOCK USD1.0 | 427866108 |
| — | BB T CORP | 3,741 | $170K | 0.0% | $45.44 | — | COMMON STOCK USD5.0 | 054937107 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 1,863 | $169K | 0.0% | $86.00 | +5.8% | COMMON STOCK USD.001 | 09061G101 |
| EBAY | EBAY INC | 4,773 | $167K | 0.0% | $30.45 | 0.0% | COMMON STOCK USD.001 | 278642103 |
| CAH | CARDINAL HEALTH INC | 2,109 | $164K | 0.0% | $58.41 | 0.0% | COMMON STOCK | 14149Y108 |
| NSC | NORFOLK SOUTHERN CORP | 1,337 | $163K | 0.0% | $83.99 | +17.6% | COMMON STOCK USD1.0 | 655844108 |
| — | PARKWAY INC | 6,885 | $158K | 0.0% | $22.95 | — | REIT USD.001 | 70156Q107 |
| PPL | PPL CORP | 4,005 | $155K | 0.0% | $26.26 | 0.0% | COMMON STOCK USD.01 | 69351T106 |
| — | ANSYS INC | 1,226 | $149K | 0.0% | $121.53 | — | COMMON STOCK USD.01 | 03662Q105 |
| TSEM | TOWER SEMICONDUCTOR LTD | 6,219 | $148K | 0.0% | $22.27 | +5.9% | COMMON STOCK ILS1.0 | M87915274 |
| — | RAMCO GERSHENSON PROPERTIES | 11,496 | $148K | 0.0% | $16.57 | — | REIT USD.01 | 751452202 |
| EXPE | EXPEDIA INC | 961 | $143K | 0.0% | $134.97 | 0.0% | COMMON STOCK USD.001 | 30212P303 |
| ROST | ROSS STORES INC | 2,417 | $140K | 0.0% | $59.76 | -4.2% | COMMON STOCK USD.01 | 778296103 |
| MTB | M T BANK CORP | 865 | $140K | 0.0% | $122.39 | 0.0% | COMMON STOCK USD.5 | 55261F104 |
| XEL | XCEL ENERGY INC | 2,950 | $135K | 0.0% | $35.30 | 0.0% | COMMON STOCK USD2.5 | 98389B100 |
| — | PENN REAL ESTATE INVEST TST | 11,727 | $133K | 0.0% | $15.61 | — | REIT USD1.0 | 709102107 |
| SILC | SILICOM LTD | 3,000 | $133K | 0.0% | $36.42 | +35.2% | COMMON STOCK ILS.01 | M84116108 |
| — | NEWFIELD EXPLORATION CO | 4,613 | $131K | 0.0% | $28.40 | — | COMMON STOCK USD.01 | 651290108 |
| PAYX | PAYCHEX INC | 2,267 | $129K | 0.0% | $45.43 | 0.0% | COMMON STOCK USD.01 | 704326107 |
| MLM | MARTIN MARIETTA MATERIALS | 577 | $128K | 0.0% | $212.10 | 0.0% | COMMON STOCK USD.01 | 573284106 |
| — | MARATHON OIL CORP | 10,292 | $122K | 0.0% | $11.85 | — | COMMON STOCK USD1.0 | 565849106 |
| — | TWENTY FIRST CENTURY FOX B | 4,385 | $122K | 0.0% | $27.82 | — | COMMON STOCK USD.01 | 90130A200 |
| — | IHS MARKIT LTD | 2,731 | $120K | 0.0% | $43.94 | — | COMMON STOCK USD.01 | G47567105 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 2,257 | $119K | 0.0% | $41.04 | 0.0% | COMMON STOCK USD.01 | 416515104 |
| — | COACH INC | 2,486 | $118K | 0.0% | $47.47 | — | COMMON STOCK USD.01 | 189754104 |
| XRAY | DENTSPLY SIRONA INC | 1,788 | $116K | 0.0% | $63.18 | 0.0% | COMMON STOCK USD.01 | 24906P109 |
| RIG | TRANSOCEAN LTD | 13,692 | $113K | 0.0% | $10.21 | 0.0% | COMMON STOCK CHF.1 | H8817H100 |
| APH | AMPHENOL CORP CL A | 1,480 | $109K | 0.0% | $16.81 | 0.0% | COMMON STOCK USD.001 | 032095101 |
| WY | WEYERHAEUSER CO | 3,252 | $109K | 0.0% | $24.03 | 0.0% | REIT USD1.25 | 962166104 |
| NTRS | NORTHERN TRUST CORP | 1,104 | $107K | 0.0% | $70.42 | 0.0% | COMMON STOCK USD1.667 | 665859104 |
| WTW | WILLIS TOWERS WATSON PLC | 728 | $106K | 0.0% | $123.84 | 0.0% | COMMON STOCK USD.000304635 | G96629103 |
| TER | TERADYNE INC | 3,513 | $105K | 0.0% | $18.42 | +74.2% | COMMON STOCK USD.125 | 880770102 |
| KR | KROGER CO | 4,516 | $105K | 0.0% | $23.64 | 0.0% | COMMON STOCK USD1.0 | 501044101 |
| OMC | OMNICOM GROUP | 1,250 | $104K | 0.0% | $61.42 | 0.0% | COMMON STOCK USD.15 | 681919106 |
| — | CBS CORP CLASS B NON VOTING | 1,592 | $102K | 0.0% | $64.07 | — | COMMON STOCK USD.001 | 124857202 |
| WHR | WHIRLPOOL CORP | 520 | $100K | 0.0% | $182.93 | 0.0% | COMMON STOCK USD1.0 | 963320106 |
| DG | DOLLAR GENERAL CORP | 1,351 | $97,000 | 0.0% | $65.75 | -2.0% | COMMON STOCK USD.875 | 256677105 |
| — | SUNTRUST BANKS INC | 1,690 | $96,000 | 0.0% | $56.80 | — | COMMON STOCK USD1.0 | 867914103 |
| IDCC | INTERDIGITAL INC | 1,226 | $95,000 | 0.0% | $65.06 | +28.8% | COMMON STOCK USD.01 | 45867G101 |
| PCAR | PACCAR INC | 1,396 | $92,000 | 0.0% | $30.90 | 0.0% | COMMON STOCK USD1.0 | 693718108 |
| SYF | SYNCHRONY FINANCIAL | 3,094 | $92,000 | 0.0% | $24.03 | 0.0% | COMMON STOCK USD.001 | 87165B103 |
| HPE | HEWLETT PACKARD ENTERPRIS | 5,477 | $91,000 | 0.0% | $10.73 | 0.0% | COMMON STOCK USD.01 | 42824C109 |
| ADSK | AUTODESK INC | 903 | $91,000 | 0.0% | $98.95 | 0.0% | COMMON STOCK USD.01 | 052769106 |
| — | L BRANDS INC | 1,678 | $90,000 | 0.0% | $53.64 | — | COMMON STOCK USD.5 | 501797104 |
| — | MYLAN NV | 2,284 | $89,000 | 0.0% | $38.97 | — | COMMON STOCK EUR.01 | N59465109 |
| EEFT | EURONET WORLDWIDE INC | 980 | $86,000 | 0.0% | $76.11 | +12.6% | COMMON STOCK USD.02 | 298736109 |
| DLTR | DOLLAR TREE INC | 1,225 | $86,000 | 0.0% | $77.19 | 0.0% | COMMON STOCK USD.01 | 256746108 |
| ALB | ALBEMARLE CORP | 813 | $86,000 | 0.0% | $96.69 | 0.0% | COMMON STOCK USD.01 | 012653101 |
| SEE | SEALED AIR CORP | 1,810 | $81,000 | 0.0% | $37.88 | 0.0% | COMMON STOCK USD.1 | 81211K100 |
| RRC | RANGE RESOURCES CORP | 3,507 | $81,000 | 0.0% | $25.21 | 0.0% | COMMON STOCK USD.01 | 75281A109 |
| — | HANESBRANDS INC | 3,501 | $81,000 | 0.0% | $23.14 | — | COMMON STOCK USD.01 | 410345102 |
| DXC | DXC TECHNOLOGY CO | 1,041 | $80,000 | 0.0% | $62.87 | 0.0% | COMMON STOCK USD.01 | 23355L106 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 193 | $80,000 | 0.0% | $9.28 | 0.0% | COMMON STOCK USD.01 | 169656105 |
| — | NIELSEN HOLDINGS PLC | 2,017 | $78,000 | 0.0% | $38.67 | — | COMMON STOCK EUR.07 | G6518L108 |
| LKQ | LKQ CORP | 2,332 | $77,000 | 0.0% | $27.76 | 0.0% | COMMON STOCK USD.01 | 501889208 |
| — | LABORATORY CRP OF AMER HLDGS | 488 | $75,000 | 0.0% | $153.69 | — | COMMON STOCK USD.1 | 50540R409 |
| — | GLOBALSTAR INC | 35,000 | $75,000 | 0.0% | $1.60 | — | COMMON STOCK USD.0001 | 378973408 |
| MOS | MOSAIC CO/THE | 3,273 | $75,000 | 0.0% | $21.31 | 0.0% | COMMON STOCK USD.01 | 61945C103 |
| PFG | PRINCIPAL FINANCIAL GROUP | 1,176 | $75,000 | 0.0% | $43.60 | +4.7% | COMMON STOCK USD.01 | 74251V102 |
| CMS | CMS ENERGY CORP | 1,604 | $74,000 | 0.0% | $35.86 | 0.0% | COMMON STOCK USD.01 | 125896100 |
| COTY | COTY INC CL A | 3,889 | $73,000 | 0.0% | $16.54 | 0.0% | COMMON STOCK USD.01 | 222070203 |
| VREX | VAREX IMAGING CORP | 2,161 | $73,000 | 0.0% | $31.14 | +9.3% | COMMON STOCK | 92214X106 |
| IVZ | INVESCO LTD | 2,034 | $72,000 | 0.0% | $21.78 | 0.0% | COMMON STOCK USD.2 | G491BT108 |
| — | SYMANTEC CORP | 2,416 | $68,000 | 0.0% | $28.15 | — | COMMON STOCK USD.01 | 871503108 |
| AEE | AMEREN CORPORATION | 1,247 | $68,000 | 0.0% | $43.30 | 0.0% | COMMON STOCK USD.01 | 023608102 |
| — | XILINX INC | 1,044 | $67,000 | 0.0% | $64.18 | — | COMMON STOCK USD.01 | 983919101 |
| GWW | WW GRAINGER INC | 365 | $66,000 | 0.0% | $166.15 | 0.0% | COMMON STOCK USD.5 | 384802104 |
| MAC | MACERICH CO/THE | 1,120 | $65,000 | 0.0% | $61.44 | — | REIT USD.01 | 554382101 |
| AMP | AMERIPRISE FINANCIAL INC | 505 | $64,000 | 0.0% | $107.25 | 0.0% | COMMON STOCK USD.01 | 03076C106 |
| FMC | FMC CORP | 865 | $63,000 | 0.0% | $52.10 | 0.0% | COMMON STOCK USD.1 | 302491303 |
| — | ION GEOPHYSICAL CORP | 14,266 | $62,000 | 0.0% | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| — | CENTURYLINK INC | 2,509 | $60,000 | 0.0% | $23.91 | — | COMMON STOCK USD1.0 | 156700106 |
| CF | CF INDUSTRIES HOLDINGS INC | 2,157 | $60,000 | 0.0% | $22.01 | 0.0% | COMMON STOCK USD.01 | 125269100 |
| — | SCANA CORP | 875 | $59,000 | 0.0% | $67.43 | — | COMMON STOCK | 80589M102 |
| RMD | RESMED INC | 735 | $57,000 | 0.0% | $62.92 | +4.0% | COMMON STOCK USD.004 | 761152107 |
| — | TIFFANY CO | 565 | $53,000 | 0.0% | $93.81 | — | COMMON STOCK USD.01 | 886547108 |
| LEG | LEGGETT PLATT INC | 966 | $51,000 | 0.0% | $52.19 | 0.0% | COMMON STOCK USD.01 | 524660107 |
| CBOE | CBOE HOLDINGS INC | 548 | $50,000 | 0.0% | $76.47 | 0.0% | COMMON STOCK | 12503M108 |
| — | JACOBS ENGINEERING GROUP INC | 884 | $48,000 | 0.0% | $54.30 | — | COMMON STOCK USD1.0 | 469814107 |
| FLR | FLUOR CORP | 1,050 | $48,000 | 0.0% | $44.60 | 0.0% | COMMON STOCK USD.01 | 343412102 |
| NDAQ | NASDAQ INC | 660 | $47,000 | 0.0% | $20.04 | 0.0% | COMMON STOCK USD.01 | 631103108 |
| — | ARCONIC INC | 2,028 | $46,000 | 0.0% | $22.68 | — | COMMON STOCK | 03965L100 |
| — | ENVISION HEALTHCARE CORP | 664 | $42,000 | 0.0% | $63.25 | — | COMMON STOCK | 29414D100 |
| — | DISH NETWORK CORP A | 645 | $40,000 | 0.0% | $62.02 | — | COMMON STOCK USD.01 | 25470M109 |
| GRMN | GARMIN LTD | 775 | $40,000 | 0.0% | $41.17 | 0.0% | COMMON STOCK CHF10.0 | H2906T109 |
| AKAM | AKAMAI TECHNOLOGIES INC | 792 | $39,000 | 0.0% | $65.71 | -19.7% | COMMON STOCK USD.01 | 00971T101 |
| KEY | KEYCORP | 2,104 | $39,000 | 0.0% | $12.40 | 0.0% | COMMON STOCK USD1.0 | 493267108 |
| WYNN | WYNN RESORTS LTD | 291 | $39,000 | 0.0% | $114.20 | 0.0% | COMMON STOCK USD.01 | 983134107 |
| RL | RALPH LAUREN CORP | 522 | $39,000 | 0.0% | $63.12 | 0.0% | COMMON STOCK USD.01 | 751212101 |
| — | CHESAPEAKE ENERGY CORP | 7,591 | $38,000 | 0.0% | $5.01 | — | COMMON STOCK USD.01 | 165167107 |
| WU | WESTERN UNION CO | 1,991 | $38,000 | 0.0% | $19.09 | — | COMMON STOCK USD.01 | 959802109 |
| ALK | ALASKA AIR GROUP INC | 408 | $37,000 | 0.0% | $59.16 | +39.9% | COMMON STOCK USD.01 | 011659109 |
| NWS | NEWS CORP CLASS B | 2,591 | $37,000 | 0.0% | $12.24 | 0.0% | COMMON STOCK | 65249B208 |
| AMD | ADVANCED MICRO DEVICES | 2,780 | $35,000 | 0.0% | $12.69 | -3.7% | COMMON STOCK USD.01 | 007903107 |
| KIM | KIMCO REALTY CORP | 1,833 | $34,000 | 0.0% | $12.40 | +2.3% | REIT USD.01 | 49446R109 |
| HBAN | HUNTINGTON BANCSHARES INC | 2,495 | $34,000 | 0.0% | $8.89 | 0.0% | COMMON STOCK USD.01 | 446150104 |
| — | VIACOM INC CLASS B | 971 | $33,000 | 0.0% | $33.99 | — | COMMON STOCK USD.001 | 92553P201 |
| SIG | SIGNET JEWELERS LTD | 499 | $32,000 | 0.0% | $51.09 | 0.0% | COMMON STOCK USD.18 | G81276100 |
| FITB | FIFTH THIRD BANCORP | 1,218 | $32,000 | 0.0% | $18.02 | 0.0% | COMMON STOCK | 316773100 |
| RJF | RAYMOND JAMES FINANCIAL INC | 400 | $32,000 | 0.0% | $44.22 | 0.0% | COMMON STOCK USD.01 | 754730109 |
| AJG | ARTHUR J GALLAGHER CO | 541 | $31,000 | 0.0% | $49.64 | 0.0% | COMMON STOCK USD1.0 | 363576109 |
| TRIP | TRIPADVISOR INC | 824 | $31,000 | 0.0% | $36.78 | 0.0% | COMMON STOCK USD.001 | 896945201 |
| TXT | TEXTRON INC | 640 | $30,000 | 0.0% | $46.50 | 0.0% | COMMON STOCK USD.125 | 883203101 |
| — | DISCOVERY COMMUNICATIONS C | 1,179 | $30,000 | 0.0% | $25.45 | — | COMMON STOCK USD.01 | 25470F302 |
| KLAC | KLA TENCOR CORP | 328 | $30,000 | 0.0% | $61.17 | +42.2% | COMMON STOCK USD.001 | 482480100 |
| LNT | ALLIANT ENERGY CORP | 737 | $30,000 | 0.0% | $30.93 | 0.0% | COMMON STOCK USD.01 | 018802108 |
| RHI | ROBERT HALF INTL INC | 620 | $30,000 | 0.0% | $46.75 | 0.0% | COMMON STOCK USD.001 | 770323103 |
| NI | NISOURCE INC | 1,178 | $30,000 | 0.0% | $18.88 | 0.0% | COMMON STOCK USD.01 | 65473P105 |
| M | MACY S INC | 1,231 | $29,000 | 0.0% | $41.98 | -39.0% | COMMON STOCK USD.01 | 55616P104 |
| QRVO | QORVO INC | 449 | $28,000 | 0.0% | $71.50 | 0.0% | COMMON STOCK USD.0001 | 74736K101 |
| FLS | FLOWSERVE CORP | 603 | $28,000 | 0.0% | $40.37 | 0.0% | COMMON STOCK USD1.25 | 34354P105 |
| — | STERICYCLE INC | 357 | $27,000 | 0.0% | $75.63 | — | COMMON STOCK USD.01 | 858912108 |
| KODK | EASTMAN KODAK CO | 2,000 | $18,000 | 0.0% | $25.80 | -61.3% | COMMON STOCK USD.01 | 277461406 |
| — | EASTMAN KODAK CO | 2,771 | $1,000 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | EASTMAN KODAK CO | 2,771 | $1,000 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |