Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Oct 31, 2017
Total Value: $4.407B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DOWDUPONT INC | 12,780,670 | $885M | 20.1% | $69.23 | — | COMMON STOCK USD.01 | 26078J100 |
| AAPL | APPLE INC | 609,061 | $93.87M | 2.1% | $22.18 | +63.0% | COMMON STOCK USD.00001 | 037833100 |
| VOO | VANGUARD S P 500 ETF | 300,701 | $69.39M | 1.6% | $186.09 | — | VANGUARD S+P 500 ETF | 922908363 |
| MSFT | MICROSOFT CORP | 885,276 | $65.94M | 1.5% | $36.83 | +81.1% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 65,147 | $62.48M | 1.4% | $36.62 | +26.2% | COMMON STOCK USD.001 | 02079K107 |
| META | FACEBOOK INC A | 293,885 | $50.22M | 1.1% | $100.89 | +64.3% | COMMON STOCK USD.000006 | 30303M102 |
| JPM | JPMORGAN CHASE CO | 517,868 | $49.46M | 1.1% | $43.45 | +69.5% | COMMON STOCK USD1.0 | 46625H100 |
| AMZN | AMAZON.COM INC | 51,342 | $49.36M | 1.1% | $28.16 | +74.4% | COMMON STOCK USD.01 | 023135106 |
| V | VISA INC CLASS A SHARES | 413,092 | $43.47M | 1.0% | $71.13 | +34.6% | COMMON STOCK USD.0001 | 92826C839 |
| BAC | BANK OF AMERICA CORP | 1,711,089 | $43.36M | 1.0% | $15.78 | +26.5% | COMMON STOCK USD.01 | 060505104 |
| C | CITIGROUP INC | 527,028 | $38.34M | 0.9% | $38.85 | +33.6% | COMMON STOCK USD.01 | 172967424 |
| CVX | CHEVRON CORP | 314,767 | $36.98M | 0.8% | $74.23 | +2.7% | COMMON STOCK USD.75 | 166764100 |
| JNJ | JOHNSON JOHNSON | 265,295 | $34.49M | 0.8% | $80.64 | +30.2% | COMMON STOCK USD1.0 | 478160104 |
| DAL | DELTA AIR LINES INC | 709,631 | $34.22M | 0.8% | $33.22 | +36.3% | COMMON STOCK USD.0001 | 247361702 |
| CMCSA | COMCAST CORP CLASS A | 832,728 | $32.04M | 0.7% | $25.71 | +24.6% | COMMON STOCK USD.01 | 20030N101 |
| HON | HONEYWELL INTERNATIONAL INC | 220,426 | $31.24M | 0.7% | $85.59 | +21.9% | COMMON STOCK USD1.0 | 438516106 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 167,421 | $30.69M | 0.7% | $145.89 | +21.1% | COMMON STOCK USD.0033 | 084670702 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 803,184 | $30.16M | 0.7% | $22.21 | — | ADR | 874039100 |
| — | CELGENE CORP | 199,558 | $29.1M | 0.7% | $106.79 | — | COMMON STOCK USD.01 | 151020104 |
| MRK | MERCK CO. INC. | 438,705 | $28.09M | 0.6% | $33.48 | +39.4% | COMMON STOCK USD.5 | 58933Y105 |
| HD | HOME DEPOT INC | 171,656 | $28.08M | 0.6% | $101.45 | +23.4% | COMMON STOCK USD.05 | 437076102 |
| EEM | ISHARES MSCI EMERGING MARKETS | 601,286 | $26.94M | 0.6% | $39.27 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| CVS | CVS HEALTH CORP | 321,460 | $26.14M | 0.6% | $58.03 | +4.8% | COMMON STOCK USD.01 | 126650100 |
| AMGN | AMGEN INC | 138,786 | $25.88M | 0.6% | $117.22 | +17.3% | COMMON STOCK USD.0001 | 031162100 |
| UNP | UNION PACIFIC CORP | 221,258 | $25.66M | 0.6% | $77.93 | +14.4% | COMMON STOCK USD2.5 | 907818108 |
| PG | PROCTER GAMBLE CO/THE | 280,995 | $25.57M | 0.6% | $58.38 | +25.1% | COMMON STOCK | 742718109 |
| — | US CONCRETE INC | 320,368 | $24.44M | 0.6% | $20.95 | — | COMMON STOCK USD.001 | 90333L201 |
| XOM | EXXON MOBIL CORP | 295,653 | $24.24M | 0.6% | $52.26 | +4.0% | COMMON STOCK | 30231G102 |
| KO | COCA COLA CO/THE | 526,680 | $23.71M | 0.5% | $29.54 | +18.3% | COMMON STOCK USD.25 | 191216100 |
| — | UNITED TECHNOLOGIES CORP | 198,798 | $23.08M | 0.5% | $112.78 | — | COMMON STOCK USD1.0 | 913017109 |
| UNH | UNITEDHEALTH GROUP INC | 113,448 | $22.22M | 0.5% | $94.55 | +78.7% | COMMON STOCK USD.01 | 91324P102 |
| PM | PHILIP MORRIS INTERNATIONAL | 194,786 | $21.62M | 0.5% | $59.53 | +26.4% | COMMON STOCK | 718172109 |
| TXN | TEXAS INSTRUMENTS INC | 239,372 | $21.46M | 0.5% | $46.75 | +39.4% | COMMON STOCK USD1.0 | 882508104 |
| — | TE CONNECTIVITY LTD | 249,503 | $20.72M | 0.5% | $75.51 | — | COMMON STOCK CHF.57 | H84989104 |
| GILD | GILEAD SCIENCES INC | 255,085 | $20.67M | 0.5% | $61.69 | -9.3% | COMMON STOCK USD.001 | 375558103 |
| SLB | SCHLUMBERGER LTD | 290,134 | $20.24M | 0.5% | $60.74 | -14.6% | COMMON STOCK USD.01 | 806857108 |
| AIG | AMERICAN INTERNATIONAL GROUP | 325,799 | $20M | 0.5% | $50.01 | +0.3% | COMMON STOCK USD2.5 | 026874784 |
| ORCL | ORACLE CORP | 413,235 | $19.98M | 0.5% | $29.64 | +48.2% | COMMON STOCK USD.01 | 68389X105 |
| AMAT | APPLIED MATERIALS INC | 366,742 | $19.1M | 0.4% | $30.31 | +35.8% | COMMON STOCK USD.01 | 038222105 |
| — | INGERSOLL RAND PLC | 203,238 | $18.12M | 0.4% | $68.35 | — | COMMON STOCK USD1.0 | G47791101 |
| STZ | CONSTELLATION BRANDS INC A | 90,567 | $18.06M | 0.4% | $139.22 | +24.7% | COMMON STOCK USD.01 | 21036P108 |
| EL | ESTEE LAUDER COMPANIES CL A | 163,806 | $17.66M | 0.4% | $81.35 | +13.6% | COMMON STOCK USD.01 | 518439104 |
| — | ALLERGAN PLC | 85,275 | $17.48M | 0.4% | $277.55 | — | COMMON STOCK USD.0033 | G0177J108 |
| ALLE | ALLEGION PLC | 198,581 | $17.17M | 0.4% | $64.36 | +13.5% | COMMON STOCK USD.01 | G0176J109 |
| — | LAM RESEARCH CORP | 90,850 | $16.81M | 0.4% | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| — | BLACKROCK INC | 37,376 | $16.71M | 0.4% | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| T | AT T INC | 415,891 | $16.29M | 0.4% | $13.41 | +16.3% | COMMON STOCK USD1.0 | 00206R102 |
| PEP | PEPSICO INC | 145,410 | $16.2M | 0.4% | $71.54 | +25.0% | COMMON STOCK USD.017 | 713448108 |
| AMT | AMERICAN TOWER CORP | 118,230 | $16.16M | 0.4% | $82.56 | +36.0% | REIT USD.01 | 03027X100 |
| GD | GENERAL DYNAMICS CORP | 75,706 | $15.56M | 0.4% | $117.27 | +41.9% | COMMON STOCK USD1.0 | 369550108 |
| PPG | PPG INDUSTRIES INC | 135,840 | $14.76M | 0.3% | $88.81 | +2.5% | COMMON STOCK USD1.67 | 693506107 |
| COF | CAPITAL ONE FINANCIAL CORP | 173,042 | $14.65M | 0.3% | $58.23 | +22.5% | COMMON STOCK USD.01 | 14040H105 |
| PFE | PFIZER INC | 404,192 | $14.43M | 0.3% | $17.78 | +25.1% | COMMON STOCK USD.05 | 717081103 |
| — | WESTROCK CO | 248,449 | $14.1M | 0.3% | $44.83 | — | COMMON STOCK | 96145D105 |
| GS | GOLDMAN SACHS GROUP INC | 58,890 | $13.97M | 0.3% | $151.15 | +24.4% | COMMON STOCK USD.01 | 38141G104 |
| COP | CONOCOPHILLIPS | 271,482 | $13.59M | 0.3% | $35.67 | -3.4% | COMMON STOCK USD.01 | 20825C104 |
| WFC | WELLS FARGO CO | 243,924 | $13.45M | 0.3% | $37.09 | +13.6% | COMMON STOCK USD1.666 | 949746101 |
| BA | BOEING CO/THE | 52,501 | $13.35M | 0.3% | $133.10 | +65.6% | COMMON STOCK USD5.0 | 097023105 |
| PLD | PROLOGIS INC | 204,644 | $12.99M | 0.3% | $34.98 | +39.4% | REIT USD.01 | 74340W103 |
| TJX | TJX COMPANIES INC | 175,587 | $12.95M | 0.3% | $31.71 | -0.1% | COMMON STOCK USD1.0 | 872540109 |
| MHK | MOHAWK INDUSTRIES INC | 51,944 | $12.86M | 0.3% | $206.47 | +20.6% | COMMON STOCK USD.01 | 608190104 |
| EXC | EXELON CORP | 338,365 | $12.75M | 0.3% | $15.56 | +28.5% | COMMON STOCK | 30161N101 |
| CL | COLGATE PALMOLIVE CO | 170,976 | $12.46M | 0.3% | $57.09 | +3.7% | COMMON STOCK USD1.0 | 194162103 |
| EMN | EASTMAN CHEMICAL CO | 136,607 | $12.36M | 0.3% | $53.18 | +20.5% | COMMON STOCK USD.01 | 277432100 |
| VZ | VERIZON COMMUNICATIONS INC | 248,693 | $12.31M | 0.3% | $27.31 | +10.7% | COMMON STOCK USD.1 | 92343V104 |
| TX | TERNIUM SA SPONSORED ADR | 392,286 | $12.13M | 0.3% | $25.53 | — | ADR USD1.0 | 880890108 |
| SPG | SIMON PROPERTY GROUP INC | 75,039 | $12.08M | 0.3% | $107.06 | -4.9% | REIT USD.0001 | 828806109 |
| LYB | LYONDELLBASELL INDU CL A | 119,595 | $11.85M | 0.3% | $44.41 | +22.8% | COMMON STOCK EUR.04 | N53745100 |
| — | PRICELINE GROUP INC/THE | 6,413 | $11.74M | 0.3% | $1723.81 | — | COMMON STOCK USD.008 | 741503403 |
| EG | EVEREST RE GROUP LTD | 49,385 | $11.28M | 0.3% | $176.83 | +19.8% | COMMON STOCK USD.01 | G3223R108 |
| NWL | NEWELL BRANDS INC | 262,322 | $11.19M | 0.3% | $23.57 | +42.0% | COMMON STOCK USD1.0 | 651229106 |
| GM | GENERAL MOTORS CO | 275,958 | $11.14M | 0.3% | $28.08 | +12.5% | COMMON STOCK USD.01 | 37045V100 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 272,830 | $11.09M | 0.3% | $34.62 | +0.2% | COMMON STOCK | 609207105 |
| EFA | ISHARES MSCI EAFE ETF | 161,224 | $11.04M | 0.3% | $65.10 | — | ISHARES MSCI EAFE ETF | 464287465 |
| — | EZCORP INC | 11,250,000 | $10.96M | 0.2% | $0.75 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| BMA | BANCO MACRO SA ADR | 91,757 | $10.77M | 0.2% | $80.60 | — | ADR | 05961W105 |
| — | LEVEL 3 COMMUNICATIONS INC | 197,410 | $10.52M | 0.2% | $28.07 | — | COMMON STOCK USD.01 | 52729N308 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 60,665 | $10.48M | 0.2% | $119.72 | — | ADR USD.000025 | 01609W102 |
| — | CIGNA CORP | 55,646 | $10.4M | 0.2% | $126.05 | — | COMMON STOCK USD.25 | 125509109 |
| WMT | WAL MART STORES INC | 131,694 | $10.29M | 0.2% | $21.05 | +8.8% | COMMON STOCK USD.1 | 931142103 |
| — | TWENTY FIRST CENTURY FOX A | 388,986 | $10.26M | 0.2% | $29.97 | — | COMMON STOCK USD.01 | 90130A101 |
| ABT | ABBOTT LABORATORIES | 191,415 | $10.21M | 0.2% | $43.10 | +0.6% | COMMON STOCK | 002824100 |
| — | CORESITE REALTY CORP | 88,539 | $9.908M | 0.2% | $90.72 | — | REIT USD.01 | 21870Q105 |
| VRSN | VERISIGN INC | 92,829 | $9.876M | 0.2% | $78.57 | +27.0% | COMMON STOCK USD.001 | 92343E102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 84,322 | $9.873M | 0.2% | $105.68 | +2.0% | COMMON STOCK USD.01 | 98956P102 |
| POST | POST HOLDINGS INC | 109,900 | $9.701M | 0.2% | $53.71 | +2.0% | COMMON STOCK USD.01 | 737446104 |
| EXR | EXTRA SPACE STORAGE INC | 120,881 | $9.661M | 0.2% | $51.85 | +9.7% | REIT USD.01 | 30225T102 |
| FAF | FIRST AMERICAN FINANCIAL | 192,500 | $9.619M | 0.2% | $30.20 | +19.6% | COMMON STOCK USD.00001 | 31847R102 |
| NVDA | NVIDIA CORP | 53,771 | $9.613M | 0.2% | $3.66 | +12.3% | COMMON STOCK USD.001 | 67066G104 |
| NTES | NETEASE INC ADR | 35,700 | $9.418M | 0.2% | $131.52 | — | ADR USD.0001 | 64110W102 |
| GOOGL | ALPHABET INC CL A | 9,377 | $9.131M | 0.2% | $37.73 | +24.7% | COMMON STOCK USD.001 | 02079K305 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 117,433 | $9.127M | 0.2% | $49.76 | — | COMMON STOCK USD.01 | 848574109 |
| UGI | UGI CORP | 193,966 | $9.089M | 0.2% | $39.52 | +23.5% | COMMON STOCK | 902681105 |
| HSIC | HENRY SCHEIN INC | 107,958 | $8.851M | 0.2% | $66.67 | +2.3% | COMMON STOCK USD.01 | 806407102 |
| DIS | WALT DISNEY CO/THE | 89,658 | $8.838M | 0.2% | $76.35 | +27.0% | COMMON STOCK USD.01 | 254687106 |
| LLY | ELI LILLY CO | 103,148 | $8.823M | 0.2% | $71.52 | +0.8% | COMMON STOCK | 532457108 |
| — | ENERGY XXI GULF COAST INC | 839,496 | $8.68M | 0.2% | $28.82 | — | COMMON STOCK | 29276K101 |
| — | WYNDHAM WORLDWIDE CORP | 82,139 | $8.658M | 0.2% | $71.27 | — | COMMON STOCK USD.01 | 98310W108 |
| OC | OWENS CORNING | 110,700 | $8.563M | 0.2% | $52.29 | +33.8% | COMMON STOCK USD.001 | 690742101 |
| FE | FIRSTENERGY CORP | 274,554 | $8.465M | 0.2% | $21.43 | +4.2% | COMMON STOCK USD.1 | 337932107 |
| VLO | VALERO ENERGY CORP | 107,545 | $8.273M | 0.2% | $34.92 | +41.6% | COMMON STOCK USD.01 | 91913Y100 |
| ALSN | ALLISON TRANSMISSION HOLDING | 218,900 | $8.215M | 0.2% | $27.86 | +14.5% | COMMON STOCK USD.01 | 01973R101 |
| — | PS BUSINESS PARKS INC/CA | 60,569 | $8.086M | 0.2% | $113.19 | — | REIT USD.01 | 69360J107 |
| ESNT | ESSENT GROUP LTD | 199,176 | $8.067M | 0.2% | $20.57 | +68.2% | COMMON STOCK USD.015 | G3198U102 |
| ABBV | ABBVIE INC | 90,748 | $8.064M | 0.2% | $41.62 | +28.9% | COMMON STOCK USD.01 | 00287Y109 |
| — | DISCOVER FINANCIAL SERVICES | 124,438 | $8.024M | 0.2% | $61.12 | — | COMMON STOCK USD.01 | 254709108 |
| INTC | INTEL CORP | 210,467 | $8.015M | 0.2% | $21.71 | +36.3% | COMMON STOCK USD.001 | 458140100 |
| CTAS | CINTAS CORP | 55,222 | $7.967M | 0.2% | $20.27 | +50.5% | COMMON STOCK | 172908105 |
| PH | PARKER HANNIFIN CORP | 45,501 | $7.964M | 0.2% | $94.99 | +52.1% | COMMON STOCK USD.5 | 701094104 |
| AEP | AMERICAN ELECTRIC POWER | 111,901 | $7.86M | 0.2% | $43.11 | +23.0% | COMMON STOCK USD6.5 | 025537101 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 34,356 | $7.78M | 0.2% | $95.31 | +84.6% | COMMON STOCK USD.01 | 446413106 |
| AZO | AUTOZONE INC | 12,929 | $7.694M | 0.2% | $675.95 | -21.2% | COMMON STOCK USD.01 | 053332102 |
| CFG | CITIZENS FINANCIAL GROUP | 202,153 | $7.656M | 0.2% | $24.52 | +1.7% | COMMON STOCK USD.01 | 174610105 |
| STLD | STEEL DYNAMICS INC | 219,200 | $7.556M | 0.2% | $24.07 | +22.5% | COMMON STOCK USD.005 | 858119100 |
| CCK | CROWN HOLDINGS INC | 124,480 | $7.434M | 0.2% | $49.89 | +12.9% | COMMON STOCK USD5.0 | 228368106 |
| EQIX | EQUINIX INC | 16,646 | $7.429M | 0.2% | $320.34 | +19.1% | REIT USD.001 | 29444U700 |
| HCA | HCA HEALTHCARE INC | 93,317 | $7.427M | 0.2% | $59.73 | +25.2% | COMMON STOCK USD.01 | 40412C101 |
| — | GGP INC | 356,921 | $7.413M | 0.2% | $23.26 | — | REIT USD.01 | 36174X101 |
| STT | STATE STREET CORP | 76,455 | $7.305M | 0.2% | $55.74 | +29.5% | COMMON STOCK USD1.0 | 857477103 |
| MO | ALTRIA GROUP INC | 113,727 | $7.213M | 0.2% | $34.56 | +4.4% | COMMON STOCK USD.333 | 02209S103 |
| — | UNIVAR INC | 248,239 | $7.182M | 0.2% | $28.95 | — | COMMON STOCK USD.01 | 91336L107 |
| RDN | RADIAN GROUP INC | 383,620 | $7.17M | 0.2% | $12.46 | +15.2% | COMMON STOCK USD.001 | 750236101 |
| ADBE | ADOBE SYSTEMS INC | 48,046 | $7.168M | 0.2% | $146.07 | +2.2% | COMMON STOCK USD.0001 | 00724F101 |
| — | HD SUPPLY HOLDINGS INC | 195,300 | $7.044M | 0.2% | $36.07 | — | COMMON STOCK USD.01 | 40416M105 |
| AMG | AFFILIATED MANAGERS GROUP | 36,976 | $7.019M | 0.2% | $151.50 | +14.0% | COMMON STOCK USD.01 | 008252108 |
| ETR | ENTERGY CORP | 91,728 | $7.004M | 0.2% | $24.96 | +13.2% | COMMON STOCK USD.01 | 29364G103 |
| SNA | SNAP ON INC | 46,967 | $6.999M | 0.2% | $111.91 | +8.7% | COMMON STOCK USD1.0 | 833034101 |
| CSCO | CISCO SYSTEMS INC | 204,010 | $6.861M | 0.2% | $15.79 | +56.5% | COMMON STOCK USD.001 | 17275R102 |
| — | SL GREEN REALTY CORP | 67,200 | $6.809M | 0.2% | $105.91 | — | REIT USD.01 | 78440X101 |
| CNC | CENTENE CORP | 70,224 | $6.796M | 0.2% | $36.77 | +17.1% | COMMON STOCK USD.001 | 15135B101 |
| AAL | AMERICAN AIRLINES GROUP INC | 141,833 | $6.736M | 0.2% | $35.58 | +32.1% | COMMON STOCK | 02376R102 |
| — | LIBERTY INTERACTIVE CORP Q A | 280,541 | $6.612M | 0.2% | $25.77 | — | TRACKING STK USD.01 | 53071M104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 43,402 | $6.599M | 0.1% | $149.51 | +0.7% | COMMON STOCK USD.01 | 92532F100 |
| — | ARRIS INTERNATIONAL PLC | 227,648 | $6.486M | 0.1% | $24.33 | — | COMMON STOCK GBP.0001 | G0551A103 |
| PSA | PUBLIC STORAGE | 30,258 | $6.475M | 0.1% | $129.20 | +13.5% | REIT USD.1 | 74460D109 |
| CAT | CATERPILLAR INC | 51,797 | $6.46M | 0.1% | $89.49 | +7.3% | COMMON STOCK USD1.0 | 149123101 |
| AVB | AVALONBAY COMMUNITIES INC | 36,167 | $6.453M | 0.1% | $132.21 | +6.1% | REIT USD.01 | 053484101 |
| JBL | JABIL INC | 224,800 | $6.418M | 0.1% | $26.18 | +9.3% | COMMON STOCK USD.001 | 466313103 |
| — | RAYTHEON COMPANY | 34,279 | $6.396M | 0.1% | $118.89 | — | COMMON STOCK USD.01 | 755111507 |
| — | RED HAT INC | 56,178 | $6.228M | 0.1% | $90.17 | — | COMMON STOCK USD.0001 | 756577102 |
| BC | BRUNSWICK CORP | 110,803 | $6.202M | 0.1% | $37.30 | +29.3% | COMMON STOCK USD.75 | 117043109 |
| BTU | PEABODY ENERGY CORP | 213,518 | $6.194M | 0.1% | $21.63 | +13.4% | COMMON STOCK | 704551100 |
| AMCX | AMC NETWORKS INC A | 105,000 | $6.139M | 0.1% | $60.04 | -0.9% | COMMON STOCK | 00164V103 |
| FBIN | FORTUNE BRANDS HOME SECURI | 91,240 | $6.134M | 0.1% | $42.37 | +15.1% | COMMON STOCK USD.01 | 34964C106 |
| TSN | TYSON FOODS INC CL A | 86,606 | $6.101M | 0.1% | $35.93 | +42.3% | COMMON STOCK USD.1 | 902494103 |
| GNRC | GENERAC HOLDINGS INC | 132,508 | $6.086M | 0.1% | $39.55 | -0.6% | COMMON STOCK USD.01 | 368736104 |
| TOL | TOLL BROTHERS INC | 146,400 | $6.071M | 0.1% | $39.33 | 0.0% | COMMON STOCK USD.01 | 889478103 |
| — | ROWAN COMPANIES PLC A | 464,988 | $5.975M | 0.1% | $11.73 | — | COMMON STOCK USD.125 | G7665A101 |
| WDC | WESTERN DIGITAL CORP | 68,998 | $5.961M | 0.1% | $54.42 | +10.1% | COMMON STOCK USD.01 | 958102105 |
| — | ACTIVISION BLIZZARD INC | 92,277 | $5.953M | 0.1% | $64.23 | — | COMMON STOCK USD.000001 | 00507V109 |
| MMM | 3M CO | 28,143 | $5.907M | 0.1% | $106.21 | +22.3% | COMMON STOCK USD.01 | 88579Y101 |
| — | JUNIPER NETWORKS INC | 211,841 | $5.896M | 0.1% | $27.84 | — | COMMON STOCK USD.00001 | 48203R104 |
| MS | MORGAN STANLEY | 121,670 | $5.861M | 0.1% | $27.86 | +30.2% | COMMON STOCK USD.01 | 617446448 |
| COST | COSTCO WHOLESALE CORP | 35,563 | $5.843M | 0.1% | $142.48 | -1.7% | COMMON STOCK USD.005 | 22160K105 |
| EVR | EVERCORE INC A | 71,500 | $5.738M | 0.1% | $54.57 | +14.8% | COMMON STOCK USD.01 | 29977A105 |
| CTRA | CABOT OIL GAS CORP | 214,500 | $5.738M | 0.1% | $18.13 | +2.7% | COMMON STOCK USD.1 | 127097103 |
| MCD | MCDONALD S CORP | 36,607 | $5.736M | 0.1% | $90.29 | +42.5% | COMMON STOCK USD.01 | 580135101 |
| BDX | BECTON DICKINSON AND CO | 29,180 | $5.718M | 0.1% | $108.12 | +58.2% | COMMON STOCK USD1.0 | 075887109 |
| CRI | CARTER S INC | 57,468 | $5.675M | 0.1% | $67.37 | +4.0% | COMMON STOCK USD.01 | 146229109 |
| MKSI | MKS INSTRUMENTS INC | 60,007 | $5.668M | 0.1% | $51.95 | +47.3% | COMMON STOCK | 55306N104 |
| HPQ | HP INC | 281,322 | $5.615M | 0.1% | $12.33 | +17.1% | COMMON STOCK USD.01 | 40434L105 |
| HOLX | HOLOGIC INC | 151,997 | $5.577M | 0.1% | $31.00 | +30.2% | COMMON STOCK USD.01 | 436440101 |
| EWBC | EAST WEST BANCORP INC | 92,449 | $5.527M | 0.1% | $30.99 | +50.0% | COMMON STOCK USD.001 | 27579R104 |
| OII | OCEANEERING INTL INC | 209,600 | $5.506M | 0.1% | $25.22 | -4.0% | COMMON STOCK USD.25 | 675232102 |
| WM | WASTE MANAGEMENT INC | 70,144 | $5.49M | 0.1% | $45.28 | +45.0% | COMMON STOCK USD.01 | 94106L109 |
| — | MICHAEL KORS HOLDINGS LTD | 114,346 | $5.471M | 0.1% | $53.06 | — | COMMON STOCK | G60754101 |
| ARW | ARROW ELECTRONICS INC | 67,418 | $5.421M | 0.1% | $53.06 | +48.9% | COMMON STOCK USD1.0 | 042735100 |
| UNM | UNUM GROUP | 105,422 | $5.39M | 0.1% | $47.94 | +1.7% | COMMON STOCK USD.1 | 91529Y106 |
| — | XL GROUP LTD | 135,109 | $5.33M | 0.1% | $37.25 | — | COMMON STOCK | G98294104 |
| — | CA INC | 159,631 | $5.328M | 0.1% | $33.04 | — | COMMON STOCK USD.1 | 12673P105 |
| — | CDK GLOBAL INC | 83,000 | $5.236M | 0.1% | $62.06 | — | COMMON STOCK USD.01 | 12508E101 |
| BBY | BEST BUY CO INC | 91,856 | $5.232M | 0.1% | $23.15 | +82.6% | COMMON STOCK USD.1 | 086516101 |
| PHM | PULTEGROUP INC | 191,275 | $5.228M | 0.1% | $19.72 | +16.8% | COMMON STOCK USD.01 | 745867101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 57,968 | $5.204M | 0.1% | $34.64 | +3.7% | COMMON STOCK USD.001 | 595017104 |
| RS | RELIANCE STEEL ALUMINUM | 68,100 | $5.187M | 0.1% | $73.65 | -0.8% | COMMON STOCK | 759509102 |
| — | WALGREENS BOOTS ALLIANCE INC | 66,925 | $5.168M | 0.1% | $80.59 | — | COMMON STOCK USD.01 | 931427108 |
| VYX | NCR CORPORATION | 137,347 | $5.153M | 0.1% | $17.44 | +31.9% | COMMON STOCK USD.01 | 62886E108 |
| SWKS | SKYWORKS SOLUTIONS INC | 49,650 | $5.059M | 0.1% | $76.57 | +12.7% | COMMON STOCK USD.25 | 83088M102 |
| ESS | ESSEX PROPERTY TRUST INC | 19,647 | $4.991M | 0.1% | $167.18 | +17.6% | REIT USD.0001 | 297178105 |
| JHG | JANUS HENDERSON GROUP PLC | 141,800 | $4.94M | 0.1% | $33.99 | 0.0% | COMMON STOCK | G4474Y214 |
| BAX | BAXTER INTERNATIONAL INC | 78,055 | $4.898M | 0.1% | $51.05 | +4.9% | COMMON STOCK USD1.0 | 071813109 |
| RSG | REPUBLIC SERVICES INC | 73,620 | $4.863M | 0.1% | $46.21 | +23.1% | COMMON STOCK USD.01 | 760759100 |
| AGO | ASSURED GUARANTY LTD | 128,200 | $4.84M | 0.1% | $34.99 | +6.0% | COMMON STOCK USD.01 | G0585R106 |
| ZD | J2 GLOBAL INC | 65,487 | $4.838M | 0.1% | $63.96 | +5.8% | COMMON STOCK USD.01 | 48123V102 |
| EXP | EAGLE MATERIALS INC | 45,200 | $4.823M | 0.1% | $97.69 | -6.2% | COMMON STOCK USD.01 | 26969P108 |
| — | PAREXEL INTERNATIONAL CORP | 54,202 | $4.774M | 0.1% | $75.00 | — | COMMON STOCK USD.01 | 699462107 |
| RLJ | RLJ LODGING TRUST | 216,164 | $4.756M | 0.1% | $22.03 | — | REIT | 74965L101 |
| — | HESS CORP | 100,900 | $4.731M | 0.1% | $61.07 | — | COMMON STOCK USD1.0 | 42809H107 |
| MTG | MGIC INVESTMENT CORP | 376,889 | $4.722M | 0.1% | $10.01 | +16.1% | COMMON STOCK USD1.0 | 552848103 |
| — | BROADCOM LTD | 19,432 | $4.713M | 0.1% | $225.18 | — | COMMON STOCK | Y09827109 |
| — | RICE ENERGY INC | 162,100 | $4.691M | 0.1% | $26.51 | — | COMMON STOCK USD.01 | 762760106 |
| — | ABIOMED INC | 27,700 | $4.67M | 0.1% | $152.37 | — | COMMON STOCK USD.01 | 003654100 |
| MDT | MEDTRONIC PLC | 60,030 | $4.669M | 0.1% | $60.39 | +10.9% | COMMON STOCK USD.1 | G5960L103 |
| VTR | VENTAS INC | 71,649 | $4.666M | 0.1% | $44.22 | +6.5% | REIT USD.25 | 92276F100 |
| — | CALPINE CORP | 315,648 | $4.656M | 0.1% | $17.18 | — | COMMON STOCK USD.001 | 131347304 |
| RITM | NEW RESIDENTIAL INVESTMENT | 277,700 | $4.646M | 0.1% | $15.98 | — | REIT USD.01 | 64828T201 |
| AVY | AVERY DENNISON CORP | 46,986 | $4.621M | 0.1% | $69.93 | +15.9% | COMMON STOCK USD1.0 | 053611109 |
| LEA | LEAR CORP | 26,353 | $4.561M | 0.1% | $100.53 | +27.6% | COMMON STOCK USD.01 | 521865204 |
| CMA | COMERICA INC | 59,743 | $4.556M | 0.1% | $46.73 | +6.7% | COMMON STOCK USD5.0 | 200340107 |
| JACK | JACK IN THE BOX INC | 44,471 | $4.532M | 0.1% | $91.65 | +4.3% | COMMON STOCK USD.01 | 466367109 |
| HUM | HUMANA INC | 18,590 | $4.529M | 0.1% | $210.89 | +8.3% | COMMON STOCK USD.166 | 444859102 |
| HRB | H R BLOCK INC | 168,127 | $4.452M | 0.1% | $16.84 | +24.5% | COMMON STOCK | 093671105 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 72,497 | $4.443M | 0.1% | $51.67 | +2.1% | COMMON STOCK USD.001 | 64125C109 |
| — | TIME WARNER INC | 43,333 | $4.439M | 0.1% | $94.93 | — | COMMON STOCK USD.01 | 887317303 |
| — | OWENS ILLINOIS INC | 174,000 | $4.378M | 0.1% | $21.01 | — | COMMON STOCK USD.01 | 690768403 |
| NNN | NATIONAL RETAIL PROPERTIES | 105,052 | $4.376M | 0.1% | $40.51 | — | REIT USD.01 | 637417106 |
| NXPI | NXP SEMICONDUCTORS NV | 38,400 | $4.343M | 0.1% | $90.44 | +9.6% | COMMON STOCK | N6596X109 |
| BDC | BELDEN INC | 53,900 | $4.341M | 0.1% | $72.59 | +1.4% | COMMON STOCK USD.01 | 077454106 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 99,530 | $4.337M | 0.1% | $39.89 | — | VANGUARD FTSE EMERGING MARKE | 922042858 |
| — | COHERENT INC | 18,353 | $4.316M | 0.1% | $226.85 | — | COMMON STOCK USD.01 | 192479103 |
| — | CR BARD INC | 13,288 | $4.259M | 0.1% | $265.66 | — | COMMON STOCK USD.25 | 067383109 |
| — | CRANE CO | 52,900 | $4.231M | 0.1% | $63.82 | — | COMMON STOCK USD1.0 | 224399105 |
| URI | UNITED RENTALS INC | 30,195 | $4.189M | 0.1% | $75.62 | +53.0% | COMMON STOCK USD.01 | 911363109 |
| CBRE | CBRE GROUP INC A | 109,833 | $4.16M | 0.1% | $35.14 | +4.7% | COMMON STOCK USD.01 | 12504L109 |
| CGNX | COGNEX CORP | 37,591 | $4.146M | 0.1% | $43.06 | +9.9% | COMMON STOCK USD.002 | 192422103 |
| IBM | INTL BUSINESS MACHINES CORP | 28,548 | $4.142M | 0.1% | $104.57 | -7.4% | COMMON STOCK USD.2 | 459200101 |
| PRU | PRUDENTIAL FINANCIAL INC | 38,262 | $4.068M | 0.1% | $48.01 | +50.1% | COMMON STOCK USD.01 | 744320102 |
| RL | RALPH LAUREN CORP | 46,034 | $4.064M | 0.1% | $69.72 | +0.1% | COMMON STOCK USD.01 | 751212101 |
| ODFL | OLD DOMINION FREIGHT LINE | 36,845 | $4.057M | 0.1% | $30.46 | +4.5% | COMMON STOCK USD.1 | 679580100 |
| ELV | ANTHEM INC | 21,252 | $4.035M | 0.1% | $130.42 | +30.7% | COMMON STOCK USD.01 | 036752103 |
| CNQ | CANADIAN NATURAL RESOURCES | 119,793 | $4.012M | 0.1% | $10.12 | +2.5% | COMMON STOCK | 136385101 |
| ALL | ALLSTATE CORP | 43,537 | $4.001M | 0.1% | $67.17 | +11.9% | COMMON STOCK USD.01 | 020002101 |
| ACM | AECOM | 107,832 | $3.969M | 0.1% | $31.27 | +1.1% | COMMON STOCK USD.01 | 00766T100 |
| — | AARON S INC | 90,100 | $3.931M | 0.1% | $27.42 | — | COMMON STOCK USD.5 | 002535300 |
| CPT | CAMDEN PROPERTY TRUST | 42,890 | $3.922M | 0.1% | $58.23 | +16.1% | REIT USD.01 | 133131102 |
| AME | AMETEK INC | 58,949 | $3.893M | 0.1% | $49.12 | +21.6% | COMMON STOCK USD.01 | 031100100 |
| WELL | WELLTOWER INC | 55,221 | $3.881M | 0.1% | $50.17 | +7.5% | REIT USD1.0 | 95040Q104 |
| — | YY INC ADR | 44,404 | $3.853M | 0.1% | $86.77 | — | ADR USD.00001 | 98426T106 |
| BWA | BORGWARNER INC | 75,185 | $3.852M | 0.1% | $31.75 | +12.9% | COMMON STOCK USD.01 | 099724106 |
| LNC | LINCOLN NATIONAL CORP | 52,034 | $3.823M | 0.1% | $46.79 | +6.7% | COMMON STOCK | 534187109 |
| NEE | NEXTERA ENERGY INC | 25,671 | $3.762M | 0.1% | $17.42 | +70.7% | COMMON STOCK USD.01 | 65339F101 |
| — | BARNES GROUP INC | 52,700 | $3.712M | 0.1% | $57.32 | — | COMMON STOCK USD.01 | 067806109 |
| EQR | EQUITY RESIDENTIAL | 56,114 | $3.7M | 0.1% | $46.22 | +6.3% | REIT USD.01 | 29476L107 |
| MTZ | MASTEC INC | 79,500 | $3.689M | 0.1% | $43.53 | +0.1% | COMMON STOCK USD.1 | 576323109 |
| CE | CELANESE CORP SERIES A | 35,300 | $3.681M | 0.1% | $56.76 | +47.5% | COMMON STOCK USD.0001 | 150870103 |
| OMC | OMNICOM GROUP | 49,492 | $3.666M | 0.1% | $57.22 | -0.2% | COMMON STOCK USD.15 | 681919106 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 49,342 | $3.579M | 0.1% | $62.06 | +0.7% | COMMON STOCK USD.01 | 192446102 |
| — | HOSPITALITY PROPERTIES TRUST | 124,721 | $3.553M | 0.1% | $28.56 | — | REIT USD.01 | 44106M102 |
| — | PROOFPOINT INC | 40,552 | $3.537M | 0.1% | $85.71 | — | COMMON STOCK USD.0001 | 743424103 |
| MA | MASTERCARD INC A | 24,969 | $3.526M | 0.1% | $93.90 | +34.6% | COMMON STOCK USD.0001 | 57636Q104 |
| D | DOMINION ENERGY INC | 45,045 | $3.465M | 0.1% | $40.62 | +32.1% | COMMON STOCK | 25746U109 |
| — | QUINTILES IMS HOLDINGS INC | 36,203 | $3.442M | 0.1% | $65.87 | — | COMMON STOCK USD.01 | 74876Y101 |
| — | GLOBAL BROKERAGE INC | 8,200,000 | $3.439M | 0.1% | $0.67 | — | SR UNSECURED 06/18 2.25 | 302693AB2 |
| — | SCRIPPS NETWORKS INTER CL A | 39,879 | $3.425M | 0.1% | $70.57 | — | COMMON STOCK USD.01 | 811065101 |
| — | DELPHI AUTOMOTIVE PLC | 34,591 | $3.404M | 0.1% | $72.95 | — | COMMON STOCK USD.01 | G27823106 |
| OHI | OMEGA HEALTHCARE INVESTORS | 105,566 | $3.369M | 0.1% | $35.28 | — | REIT USD.1 | 681936100 |
| DUK | DUKE ENERGY CORP | 39,738 | $3.335M | 0.1% | $46.80 | +30.0% | COMMON STOCK USD.001 | 26441C204 |
| USB | US BANCORP | 62,178 | $3.332M | 0.1% | $24.52 | +54.0% | COMMON STOCK USD.01 | 902973304 |
| CXW | CORECIVIC INC | 123,974 | $3.319M | 0.1% | $20.26 | +2.3% | REIT USD.01 | 21871N101 |
| — | CITRIX SYSTEMS INC | 42,959 | $3.3M | 0.1% | $75.07 | — | COMMON STOCK USD.001 | 177376100 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 14,833 | $3.286M | 0.1% | $161.28 | +0.2% | COMMON STOCK USD.01 | 018581108 |
| — | AKORN INC | 98,800 | $3.279M | 0.1% | $33.54 | — | COMMON STOCK | 009728106 |
| ACN | ACCENTURE PLC CL A | 24,231 | $3.273M | 0.1% | $85.60 | +34.0% | COMMON STOCK USD.0000225 | G1151C101 |
| DHR | DANAHER CORP | 38,041 | $3.263M | 0.1% | $68.93 | +3.1% | COMMON STOCK USD.01 | 235851102 |
| DLR | DIGITAL REALTY TRUST INC | 27,459 | $3.249M | 0.1% | $78.69 | +9.6% | REIT USD.01 | 253868103 |
| — | CIT GROUP INC | 65,600 | $3.218M | 0.1% | $49.05 | — | COMMON STOCK USD.01 | 125581801 |
| — | VWR CORP | 97,100 | $3.215M | 0.1% | $29.30 | — | COMMON STOCK USD.01 | 91843L103 |
| ADI | ANALOG DEVICES INC | 36,782 | $3.17M | 0.1% | $65.50 | +5.2% | COMMON STOCK USD.167 | 032654105 |
| BPOP | POPULAR INC | 87,100 | $3.13M | 0.1% | $26.07 | +22.1% | COMMON STOCK USD.01 | 733174700 |
| BXP | BOSTON PROPERTIES INC | 25,370 | $3.117M | 0.1% | $83.32 | +0.5% | REIT USD.01 | 101121101 |
| ETN | EATON CORP PLC | 40,586 | $3.117M | 0.1% | $51.54 | +23.9% | COMMON STOCK USD.01 | G29183103 |
| LUV | SOUTHWEST AIRLINES CO | 55,330 | $3.097M | 0.1% | $39.84 | +27.0% | COMMON STOCK USD1.0 | 844741108 |
| CMI | CUMMINS INC | 18,387 | $3.09M | 0.1% | $96.64 | +34.5% | COMMON STOCK USD2.5 | 231021106 |
| — | MONSANTO CO | 25,768 | $3.088M | 0.1% | $113.79 | — | COMMON STOCK USD.01 | 61166W101 |
| FFIV | F5 NETWORKS INC | 25,073 | $3.023M | 0.1% | $123.12 | -2.0% | COMMON STOCK | 315616102 |
| — | EXPRESS SCRIPTS HOLDING CO | 47,567 | $3.012M | 0.1% | $76.15 | — | COMMON STOCK USD.01 | 30219G108 |
| — | PACWEST BANCORP | 59,570 | $3.009M | 0.1% | $39.93 | — | COMMON STOCK | 695263103 |
| TGT | TARGET CORP | 50,553 | $2.983M | 0.1% | $54.82 | -19.5% | COMMON STOCK USD.0833 | 87612E106 |
| PNC | PNC FINANCIAL SERVICES GROUP | 21,917 | $2.954M | 0.1% | $91.54 | +5.6% | COMMON STOCK USD5.0 | 693475105 |
| DHI | DR HORTON INC | 73,039 | $2.916M | 0.1% | $25.94 | +28.2% | COMMON STOCK USD.01 | 23331A109 |
| BMY | BRISTOL MYERS SQUIBB CO | 45,447 | $2.897M | 0.1% | $40.31 | +7.0% | COMMON STOCK USD.1 | 110122108 |
| — | DYNEGY INC | 294,552 | $2.884M | 0.1% | $19.52 | — | COMMON STOCK USD.01 | 26817R108 |
| GT | GOODYEAR TIRE RUBBER CO | 86,491 | $2.876M | 0.1% | $30.28 | +7.3% | COMMON STOCK | 382550101 |
| — | HARRIS CORP | 21,577 | $2.841M | 0.1% | $105.03 | — | COMMON STOCK USD1.0 | 413875105 |
| SNPS | SYNOPSYS INC | 35,278 | $2.841M | 0.1% | $35.52 | +118.4% | COMMON STOCK USD.01 | 871607107 |
| SBH | SALLY BEAUTY HOLDINGS INC | 144,983 | $2.839M | 0.1% | $20.72 | -5.1% | COMMON STOCK USD.01 | 79546E104 |
| — | SYNOVUS FINANCIAL CORP | 61,500 | $2.833M | 0.1% | $41.05 | — | COMMON STOCK USD1.0 | 87161C501 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 23,863 | $2.829M | 0.1% | $86.49 | +24.3% | COMMON STOCK USD.01 | V7780T103 |
| — | REALOGY HOLDINGS CORP | 84,900 | $2.797M | 0.1% | $29.60 | — | COMMON STOCK USD.01 | 75605Y106 |
| — | HSN INC | 71,500 | $2.792M | 0.1% | $38.03 | — | COMMON STOCK USD.01 | 404303109 |
| SD | SANDRIDGE ENERGY INC | 138,953 | $2.792M | 0.1% | $21.58 | -14.1% | COMMON STOCK USD.001 | 80007P869 |
| — | TRINSEO SA | 41,377 | $2.776M | 0.1% | $67.10 | — | COMMON STOCK USD.01 | L9340P101 |
| INTU | INTUIT INC | 19,492 | $2.771M | 0.1% | $93.91 | +38.6% | COMMON STOCK USD.01 | 461202103 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 43,400 | $2.704M | 0.1% | $48.80 | 0.0% | COMMON STOCK USD.01 | 65336K103 |
| — | INTERPUBLIC GROUP OF COS INC | 129,522 | $2.693M | 0.1% | $16.35 | -4.6% | COMMON STOCK USD.1 | 460690100 |
| — | ROCKWELL COLLINS INC | 20,585 | $2.691M | 0.1% | $130.73 | — | COMMON STOCK USD.01 | 774341101 |
| MU | MICRON TECHNOLOGY INC | 68,331 | $2.687M | 0.1% | $19.33 | +59.6% | COMMON STOCK USD.1 | 595112103 |
| — | ASTORIA FINANCIAL CORP | 124,700 | $2.681M | 0.1% | $20.51 | — | COMMON STOCK USD.01 | 046265104 |
| FICO | FAIR ISAAC CORP | 19,060 | $2.678M | 0.1% | $130.23 | +7.6% | COMMON STOCK USD.01 | 303250104 |
| CAR | AVIS BUDGET GROUP INC | 70,259 | $2.674M | 0.1% | $35.81 | -10.8% | COMMON STOCK USD.01 | 053774105 |
| MPT | MEDICAL PROPERTIES TRUST INC | 203,313 | $2.67M | 0.1% | $12.95 | — | REIT USD.001 | 58463J304 |
| LPX | LOUISIANA PACIFIC CORP | 97,744 | $2.647M | 0.1% | $22.48 | +13.4% | COMMON STOCK USD1.0 | 546347105 |
| — | PEABODY ENERGY CORP | 45,541 | $2.63M | 0.1% | $57.75 | — | PREFERRED STOCK 8.5 | 704551407 |
| — | LUMOS NETWORKS CORP | 146,500 | $2.625M | 0.1% | $17.70 | — | COMMON STOCK USD.01 | 550283105 |
| — | KITE PHARMA INC | 14,600 | $2.625M | 0.1% | $118.16 | — | COMMON STOCK USD.001 | 49803L109 |
| — | CHIMERA INVESTMENT CORP | 138,200 | $2.615M | 0.1% | $17.29 | — | REIT USD.01 | 16934Q208 |
| FISV | FISERV INC | 20,257 | $2.612M | 0.1% | $48.00 | +29.4% | COMMON STOCK USD.01 | 337738108 |
| — | MICHAELS COS INC/THE | 121,596 | $2.611M | 0.1% | $21.61 | — | COMMON STOCK USD.06775 | 59408Q106 |
| — | FORTRESS INVESTMENT GRP CL A | 326,200 | $2.6M | 0.1% | $7.95 | — | MLP | 34958B106 |
| — | ASPEN TECHNOLOGY INC | 40,997 | $2.575M | 0.1% | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| MCO | MOODY S CORP | 18,368 | $2.557M | 0.1% | $98.12 | +24.3% | COMMON STOCK USD.01 | 615369105 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 158,700 | $2.55M | 0.1% | $16.07 | — | REIT USD.01 | 867892101 |
| MPC | MARATHON PETROLEUM CORP | 45,090 | $2.529M | 0.1% | $38.10 | +8.5% | COMMON STOCK | 56585A102 |
| AIZ | ASSURANT INC | 26,283 | $2.511M | 0.1% | $74.43 | +14.2% | COMMON STOCK USD.01 | 04621X108 |
| — | BROCADE COMMUNICATIONS SYS | 209,700 | $2.506M | 0.1% | $12.49 | — | COMMON STOCK USD.001 | 111621306 |
| — | GENERAL ELECTRIC CO | 103,346 | $2.499M | 0.1% | $24.17 | — | COMMON STOCK USD.06 | 369604103 |
| — | COOPER COS INC/THE | 10,518 | $2.494M | 0.1% | $216.98 | — | COMMON STOCK USD.1 | 216648402 |
| MTX | MINERALS TECHNOLOGIES INC | 35,214 | $2.488M | 0.1% | $57.15 | +15.5% | COMMON STOCK USD.1 | 603158106 |
| — | BASIC ENERGY SERVICES INC | 128,850 | $2.487M | 0.1% | $24.75 | — | COMMON STOCK USD.01 | 06985P209 |
| ITW | ILLINOIS TOOL WORKS | 16,645 | $2.463M | 0.1% | $93.10 | +24.6% | COMMON STOCK USD.01 | 452308109 |
| WMB | WILLIAMS COS INC | 81,689 | $2.451M | 0.1% | $19.21 | +0.2% | COMMON STOCK USD1.0 | 969457100 |
| NEM | NEWMONT MINING CORP | 65,258 | $2.448M | 0.1% | $27.14 | +5.8% | COMMON STOCK USD1.6 | 651639106 |
| DOX | AMDOCS LTD | 38,057 | $2.448M | 0.1% | $46.71 | +17.0% | COMMON STOCK GBP.0001 | G02602103 |
| OKE | ONEOK INC | 44,100 | $2.444M | 0.1% | $29.37 | +9.1% | COMMON STOCK USD.01 | 682680103 |
| ENS | ENERSYS | 34,998 | $2.421M | 0.1% | $60.89 | +3.7% | COMMON STOCK USD.01 | 29275Y102 |
| BIGGQ | BIG LOTS INC | 45,021 | $2.412M | 0.1% | $35.64 | +10.2% | COMMON STOCK USD.01 | 089302103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 12,684 | $2.4M | 0.1% | $151.17 | +17.1% | COMMON STOCK USD1.0 | 883556102 |
| CCL | CARNIVAL CORP | 36,972 | $2.387M | 0.1% | $46.49 | +31.0% | COMMON STOCK USD.01 | 143658300 |
| JKHY | JACK HENRY ASSOCIATES INC | 23,001 | $2.364M | 0.1% | $65.54 | +43.0% | COMMON STOCK USD.01 | 426281101 |
| DVA | DAVITA INC | 39,437 | $2.342M | 0.1% | $66.21 | -9.1% | COMMON STOCK USD.001 | 23918K108 |
| — | INC RESEARCH HOLDINGS INC A | 44,467 | $2.326M | 0.1% | $52.99 | — | COMMON STOCK USD.01 | 45329R109 |
| ORA | ORMAT TECHNOLOGIES INC | 38,053 | $2.323M | 0.1% | $34.05 | +60.3% | COMMON STOCK USD.001 | 686688102 |
| INGR | INGREDION INC | 19,200 | $2.316M | 0.1% | $83.42 | +46.1% | COMMON STOCK USD.01 | 457187102 |
| — | PRAXAIR INC | 16,402 | $2.292M | 0.1% | $118.80 | — | COMMON STOCK USD.01 | 74005P104 |
| KFRC | KFORCE INC | 112,360 | $2.27M | 0.1% | $20.00 | -7.2% | COMMON STOCK USD.01 | 493732101 |
| CORT | CORCEPT THERAPEUTICS INC | 117,539 | $2.269M | 0.1% | $10.87 | +37.2% | COMMON STOCK USD.001 | 218352102 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 48,787 | $2.264M | 0.1% | $33.01 | +33.7% | COMMON STOCK USD.001 | 681116109 |
| WKC | WORLD FUEL SERVICES CORP | 66,306 | $2.248M | 0.1% | $43.59 | -18.2% | COMMON STOCK USD.01 | 981475106 |
| QLYS | QUALYS INC | 43,263 | $2.241M | 0.1% | $33.42 | +37.3% | COMMON STOCK USD.001 | 74758T303 |
| — | JACOBS ENGINEERING GROUP INC | 38,113 | $2.221M | 0.1% | $58.18 | — | COMMON STOCK USD1.0 | 469814107 |
| MRSH | MARSH MCLENNAN COS | 26,499 | $2.221M | 0.1% | $60.09 | +15.1% | COMMON STOCK USD1.0 | 571748102 |
| MCK | MCKESSON CORP | 14,329 | $2.201M | 0.0% | $171.36 | -14.8% | COMMON STOCK USD.01 | 58155Q103 |
| — | FEDERAL REALTY INVS TRUST | 17,707 | $2.199M | 0.0% | $136.61 | — | REIT USD.01 | 313747206 |
| VNO | VORNADO REALTY TRUST | 28,501 | $2.191M | 0.0% | $99.65 | — | REIT USD.04 | 929042109 |
| — | RETAIL OPPORTUNITY INVESTMEN | 115,126 | $2.189M | 0.0% | $15.50 | — | REIT USD.0001 | 76131N101 |
| — | THIRD POINT REINSURANCE LTD | 139,854 | $2.182M | 0.0% | $13.90 | — | COMMON STOCK USD.1 | G8827U100 |
| ES | EVERSOURCE ENERGY | 36,009 | $2.176M | 0.0% | $36.33 | +26.7% | COMMON STOCK USD5.0 | 30040W108 |
| AMN | AMN HEALTHCARE SERVICES INC | 47,289 | $2.161M | 0.0% | $32.99 | +15.8% | COMMON STOCK USD.01 | 001744101 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 25,371 | $2.159M | 0.0% | $79.57 | — | REIT USD.01 | 29472R108 |
| CLDT | CHATHAM LODGING TRUST | 100,484 | $2.142M | 0.0% | $20.50 | — | REIT USD.01 | 16208T102 |
| ARCB | ARCBEST CORP | 63,888 | $2.137M | 0.0% | $23.95 | +3.5% | COMMON STOCK USD.01 | 03937C105 |
| GBX | GREENBRIER COMPANIES INC | 44,281 | $2.132M | 0.0% | $30.76 | +12.7% | COMMON STOCK | 393657101 |
| UDR | UDR INC | 56,006 | $2.13M | 0.0% | $24.80 | +15.7% | REIT USD.01 | 902653104 |
| FIX | COMFORT SYSTEMS USA INC | 59,354 | $2.119M | 0.0% | $27.57 | +19.0% | COMMON STOCK USD.01 | 199908104 |
| — | HRG GROUP INC | 135,300 | $2.112M | 0.0% | $15.61 | — | COMMON STOCK USD.01 | 40434J100 |
| FTI | TECHNIPFMC PLC | 75,576 | $2.11M | 0.0% | $21.54 | -14.5% | COMMON STOCK USD1.0 | G87110105 |
| SO | SOUTHERN CO/THE | 42,940 | $2.11M | 0.0% | $28.29 | +21.2% | COMMON STOCK USD5.0 | 842587107 |
| CPB | CAMPBELL SOUP CO | 44,910 | $2.103M | 0.0% | $43.00 | -10.7% | COMMON STOCK USD.0375 | 134429109 |
| NUS | NU SKIN ENTERPRISES INC A | 34,100 | $2.096M | 0.0% | $39.05 | +19.3% | COMMON STOCK USD.001 | 67018T105 |
| — | BED BATH BEYOND INC | 89,100 | $2.091M | 0.0% | $49.43 | — | COMMON STOCK USD.01 | 075896100 |
| NHI | NATL HEALTH INVESTORS INC | 27,000 | $2.087M | 0.0% | $77.30 | — | REIT USD.01 | 63633D104 |
| AWR | AMERICAN STATES WATER CO | 42,258 | $2.081M | 0.0% | $33.92 | +24.3% | COMMON STOCK | 029899101 |
| BRX | BRIXMOR PROPERTY GROUP INC | 109,241 | $2.054M | 0.0% | $20.95 | — | REIT USD.01 | 11120U105 |
| F | FORD MOTOR CO | 171,529 | $2.053M | 0.0% | $8.50 | -14.6% | COMMON STOCK USD.01 | 345370860 |
| TILE | INTERFACE INC | 93,460 | $2.047M | 0.0% | $17.22 | +13.2% | COMMON STOCK USD.1 | 458665304 |
| APOG | APOGEE ENTERPRISES INC | 42,409 | $2.047M | 0.0% | $39.41 | +4.3% | COMMON STOCK USD.333 | 037598109 |
| — | DCT INDUSTRIAL TRUST INC | 35,209 | $2.039M | 0.0% | $54.07 | — | REIT USD.01 | 233153204 |
| WEC | WEC ENERGY GROUP INC | 32,484 | $2.039M | 0.0% | $38.27 | +27.5% | COMMON STOCK USD.01 | 92939U106 |
| TFIN | TRIUMPH BANCORP INC | 63,197 | $2.038M | 0.0% | $28.04 | 0.0% | COMMON STOCK USD.01 | 89679E300 |
| SYY | SYSCO CORP | 37,675 | $2.033M | 0.0% | $36.56 | +14.4% | COMMON STOCK USD1.0 | 871829107 |
| SBRA | SABRA HEALTH CARE REIT INC | 92,521 | $2.03M | 0.0% | $24.50 | — | REIT USD.01 | 78573L106 |
| — | TECH DATA CORP | 22,819 | $2.027M | 0.0% | $96.20 | — | COMMON STOCK USD.0015 | 878237106 |
| — | ANDEAVOR | 19,617 | $2.023M | 0.0% | $103.12 | — | COMMON STOCK USD.167 | 03349M105 |
| BEN | FRANKLIN RESOURCES INC | 45,276 | $2.015M | 0.0% | $30.00 | -7.1% | COMMON STOCK USD.1 | 354613101 |
| HUN | HUNTSMAN CORP | 73,367 | $2.012M | 0.0% | $20.99 | +27.0% | COMMON STOCK USD.01 | 447011107 |
| — | VEREIT INC | 242,632 | $2.011M | 0.0% | $8.29 | — | REIT USD.01 | 92339V100 |
| HLI | HOULIHAN LOKEY INC | 51,075 | $1.999M | 0.0% | $23.59 | +30.5% | COMMON STOCK USD.001 | 441593100 |
| SEI | SOLARIS OILFIELD INFRAST A | 114,493 | $1.996M | 0.0% | $10.25 | 0.0% | COMMON STOCK USD.01 | 83418M103 |
| ROK | ROCKWELL AUTOMATION INC | 11,177 | $1.992M | 0.0% | $127.56 | +11.7% | COMMON STOCK USD1.0 | 773903109 |
| AMH | AMERICAN HOMES 4 RENT A | 90,576 | $1.966M | 0.0% | $22.04 | — | REIT USD.01 | 02665T306 |
| — | GREAT WESTERN BANCORP INC | 47,551 | $1.963M | 0.0% | $35.57 | — | COMMON STOCK USD.01 | 391416104 |
| DGX | QUEST DIAGNOSTICS INC | 20,874 | $1.955M | 0.0% | $77.89 | +15.4% | COMMON STOCK USD.01 | 74834L100 |
| OGE | OGE ENERGY CORP | 53,598 | $1.931M | 0.0% | $26.84 | +32.8% | COMMON STOCK USD.01 | 670837103 |
| TTMI | TTM TECHNOLOGIES | 125,483 | $1.929M | 0.0% | $10.95 | +42.3% | COMMON STOCK USD.001 | 87305R109 |
| — | DOMINION DIAMOND CORP | 135,700 | $1.924M | 0.0% | $14.18 | — | COMMON STOCK | 257287102 |
| — | ADVISORY BOARD CO/THE | 35,800 | $1.92M | 0.0% | $53.63 | — | COMMON STOCK USD.01 | 00762W107 |
| — | HUDSON PACIFIC PROPERTIES IN | 57,226 | $1.919M | 0.0% | $34.52 | — | REIT USD.01 | 444097109 |
| — | PARKWAY INC | 83,300 | $1.918M | 0.0% | $23.02 | — | REIT USD.001 | 70156Q107 |
| — | SILVER SPRING NETWORKS INC | 118,000 | $1.908M | 0.0% | $16.17 | — | COMMON STOCK USD.001 | 82817Q103 |
| — | FORESTAR GROUP INC | 110,800 | $1.906M | 0.0% | $17.19 | — | COMMON STOCK USD1.0 | 346233109 |
| SNX | SYNNEX CORP | 15,043 | $1.903M | 0.0% | $51.36 | +4.0% | COMMON STOCK USD.001 | 87162W100 |
| TRNO | TERRENO REALTY CORP | 51,752 | $1.872M | 0.0% | $28.58 | — | REIT USD.01 | 88146M101 |
| — | HCP INC | 66,440 | $1.849M | 0.0% | $31.36 | — | REIT USD1.0 | 40414L109 |
| — | HANESBRANDS INC | 74,707 | $1.841M | 0.0% | $24.57 | — | COMMON STOCK USD.01 | 410345102 |
| PKG | PACKAGING CORP OF AMERICA | 16,043 | $1.84M | 0.0% | $48.02 | +81.6% | COMMON STOCK USD.01 | 695156109 |
| MSI | MOTOROLA SOLUTIONS INC | 21,505 | $1.825M | 0.0% | $71.93 | +7.9% | COMMON STOCK USD.01 | 620076307 |
| KMI | KINDER MORGAN INC | 94,790 | $1.818M | 0.0% | $12.89 | -4.6% | COMMON STOCK USD.01 | 49456B101 |
| PTC | PTC INC | 32,250 | $1.815M | 0.0% | $52.62 | +5.3% | COMMON STOCK USD.01 | 69370C100 |
| — | NRG YIELD INC CLASS A | 95,245 | $1.807M | 0.0% | $16.62 | — | COMMON STOCK USD.01 | 62942X306 |
| MOG/A | MOOG INC CLASS A | 21,615 | $1.803M | 0.0% | $65.63 | +6.6% | COMMON STOCK USD1.0 | 615394202 |
| — | ELECTRONICS FOR IMAGING | 41,951 | $1.79M | 0.0% | $46.75 | — | COMMON STOCK USD.01 | 286082102 |
| CC | CHEMOURS CO/THE | 35,300 | $1.787M | 0.0% | $22.58 | +53.0% | COMMON STOCK | 163851108 |
| — | QUIDEL CORP | 40,423 | $1.773M | 0.0% | $27.15 | — | COMMON STOCK USD.001 | 74838J101 |
| MATX | MATSON INC | 62,650 | $1.765M | 0.0% | $24.03 | 0.0% | COMMON STOCK | 57686G105 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 43,876 | $1.759M | 0.0% | $28.04 | +2.3% | COMMON STOCK USD1.0 | 459044103 |
| OSUR | ORASURE TECHNOLOGIES INC | 76,920 | $1.731M | 0.0% | $6.72 | +199.2% | COMMON STOCK USD.000001 | 68554V108 |
| PCAR | PACCAR INC | 23,668 | $1.712M | 0.0% | $32.30 | +0.3% | COMMON STOCK USD1.0 | 693718108 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 45,715 | $1.709M | 0.0% | $29.47 | +0.3% | COMMON STOCK USD.01 | 099502106 |
| LGND | LIGAND PHARMACEUTICALS | 12,462 | $1.697M | 0.0% | $58.73 | +34.8% | COMMON STOCK USD.001 | 53220K504 |
| ARMK | ARAMARK | 41,800 | $1.697M | 0.0% | $24.63 | +6.2% | COMMON STOCK USD.01 | 03852U106 |
| — | INVESTORS BANCORP INC | 124,324 | $1.696M | 0.0% | $12.04 | — | COMMON STOCK USD.01 | 46146L101 |
| PEB | PEBBLEBROOK HOTEL TRUST | 46,747 | $1.689M | 0.0% | $31.83 | — | REIT USD.01 | 70509V100 |
| — | TOTAL SYSTEM SERVICES INC | 25,761 | $1.687M | 0.0% | $58.26 | — | COMMON STOCK USD.1 | 891906109 |
| MYGN | MYRIAD GENETICS INC | 46,576 | $1.685M | 0.0% | $23.86 | +19.5% | COMMON STOCK USD.01 | 62855J104 |
| SNDR | SCHNEIDER NATIONAL INC CL B | 65,900 | $1.667M | 0.0% | $22.22 | 0.0% | COMMON STOCK | 80689H102 |
| O | REALTY INCOME CORP | 28,192 | $1.612M | 0.0% | $35.89 | +3.6% | REIT USD1.0 | 756109104 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 79,899 | $1.611M | 0.0% | $20.99 | — | REIT USD.01 | 720190206 |
| — | DISCOVERY COMMUNICATIONS C | 78,888 | $1.598M | 0.0% | $20.33 | — | COMMON STOCK USD.01 | 25470F302 |
| DOV | DOVER CORP | 17,432 | $1.593M | 0.0% | $51.32 | +18.5% | COMMON STOCK USD1.0 | 260003108 |
| SRE | SEMPRA ENERGY | 13,957 | $1.593M | 0.0% | $32.36 | +36.4% | COMMON STOCK | 816851109 |
| CIEN | CIENA CORP | 72,528 | $1.593M | 0.0% | $24.19 | -1.1% | COMMON STOCK USD.01 | 171779309 |
| — | GENERAL COMMUNICATION INC A | 39,000 | $1.591M | 0.0% | $36.64 | — | COMMON STOCK | 369385109 |
| — | PINNACLE ENTERTAINMENT INC | 74,676 | $1.591M | 0.0% | $16.88 | — | COMMON STOCK USD.01 | 72348Y105 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 13,558 | $1.573M | 0.0% | $83.41 | +4.3% | COMMON STOCK USD.01 | 92828Q109 |
| MAA | MID AMERICA APARTMENT COMM | 14,660 | $1.567M | 0.0% | $63.17 | +24.5% | REIT USD.01 | 59522J103 |
| — | MGM GROWTH PROPERTIES LLC A | 51,743 | $1.563M | 0.0% | $29.18 | — | REIT | 55303A105 |
| — | NEFF CORP CLASS A | 62,400 | $1.56M | 0.0% | $25.00 | — | COMMON STOCK USD.01 | 640094207 |
| — | FOREST CITY REALTY TRUST A | 61,076 | $1.558M | 0.0% | $22.29 | — | REIT USD.01 | 345605109 |
| WOR | WORTHINGTON INDUSTRIES | 33,834 | $1.556M | 0.0% | $19.51 | +59.5% | COMMON STOCK | 981811102 |
| — | SELECT INCOME REIT | 66,440 | $1.556M | 0.0% | $22.83 | — | REIT USD.01 | 81618T100 |
| — | DUKE REALTY CORP | 53,848 | $1.552M | 0.0% | $28.33 | — | REIT USD.01 | 264411505 |
| SCSC | SCANSOURCE INC | 35,466 | $1.548M | 0.0% | $37.21 | +5.7% | COMMON STOCK | 806037107 |
| GWW | WW GRAINGER INC | 8,601 | $1.546M | 0.0% | $150.25 | -0.5% | COMMON STOCK USD.5 | 384802104 |
| — | ADTRAN INC | 64,419 | $1.546M | 0.0% | $24.00 | — | COMMON STOCK USD.01 | 00738A106 |
| — | CHESAPEAKE LODGING TRUST | 56,837 | $1.533M | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| MUR | MURPHY OIL CORP | 57,700 | $1.533M | 0.0% | $21.65 | -14.4% | COMMON STOCK USD1.0 | 626717102 |
| ITGR | INTEGER HOLDINGS CORP | 29,898 | $1.529M | 0.0% | $34.94 | +31.0% | COMMON STOCK USD.001 | 45826H109 |
| XHR | XENIA HOTELS RESORTS INC | 72,486 | $1.526M | 0.0% | $19.37 | — | REIT USD.01 | 984017103 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.523M | 0.0% | $30.76 | +6.9% | COMMON STOCK USD.5 | 591520200 |
| COR | AMERISOURCEBERGEN CORP | 18,302 | $1.514M | 0.0% | $67.08 | -3.5% | COMMON STOCK USD.01 | 03073E105 |
| EPR | EPR PROPERTIES | 21,700 | $1.513M | 0.0% | $57.10 | — | REIT USD.01 | 26884U109 |
| EIX | EDISON INTERNATIONAL | 19,455 | $1.501M | 0.0% | $40.68 | +36.0% | COMMON STOCK | 281020107 |
| FORM | FORMFACTOR INC | 89,087 | $1.501M | 0.0% | $12.90 | +10.3% | COMMON STOCK USD.001 | 346375108 |
| HST | HOST HOTELS RESORTS INC | 80,298 | $1.485M | 0.0% | $12.42 | +6.0% | REIT USD.01 | 44107P104 |
| — | CIMAREX ENERGY CO | 13,000 | $1.478M | 0.0% | $119.97 | — | COMMON STOCK USD.01 | 171798101 |
| — | DISCOVERY COMMUNICATIONS A | 69,232 | $1.474M | 0.0% | $26.40 | — | COMMON STOCK USD.01 | 25470F104 |
| — | REALPAGE INC | 36,791 | $1.468M | 0.0% | $28.15 | — | COMMON STOCK USD.001 | 75606N109 |
| AXP | AMERICAN EXPRESS CO | 16,201 | $1.466M | 0.0% | $61.83 | +23.9% | COMMON STOCK USD.2 | 025816109 |
| LOW | LOWE S COS INC | 18,019 | $1.44M | 0.0% | $53.39 | +23.0% | COMMON STOCK USD.5 | 548661107 |
| SJM | JM SMUCKER CO/THE | 13,706 | $1.438M | 0.0% | $101.35 | -13.6% | COMMON STOCK | 832696405 |
| IMKTA | INGLES MARKETS INC CLASS A | 55,842 | $1.435M | 0.0% | $23.83 | 0.0% | COMMON STOCK USD.05 | 457030104 |
| FDX | FEDEX CORP | 6,314 | $1.424M | 0.0% | $120.71 | +53.2% | COMMON STOCK USD.1 | 31428X106 |
| OGS | ONE GAS INC | 19,202 | $1.414M | 0.0% | $64.28 | +14.1% | COMMON STOCK | 68235P108 |
| — | MERIDIAN BANCORP INC | 75,443 | $1.407M | 0.0% | $15.55 | — | COMMON STOCK | 58958U103 |
| IT | GARTNER INC | 11,307 | $1.407M | 0.0% | $88.55 | +39.6% | COMMON STOCK USD.0005 | 366651107 |
| NSA | NATIONAL STORAGE AFFILIATES | 57,861 | $1.403M | 0.0% | $23.67 | — | REIT USD.01 | 637870106 |
| AAT | AMERICAN ASSETS TRUST INC | 35,226 | $1.401M | 0.0% | $40.93 | — | REIT USD.01 | 024013104 |
| SAM | BOSTON BEER COMPANY INC A | 8,941 | $1.397M | 0.0% | $152.37 | -4.1% | COMMON STOCK USD.01 | 100557107 |
| DEI | DOUGLAS EMMETT INC | 35,368 | $1.394M | 0.0% | $38.64 | — | REIT USD.01 | 25960P109 |
| — | TRIBUNE MEDIA CO A | 34,100 | $1.393M | 0.0% | $40.76 | — | COMMON STOCK | 896047503 |
| — | DR PEPPER SNAPPLE GROUP INC | 15,645 | $1.384M | 0.0% | $64.21 | — | COMMON STOCK USD.01 | 26138E109 |
| — | ATHENE HOLDING LTD CLASS A | 25,600 | $1.378M | 0.0% | $51.92 | — | COMMON STOCK | G0684D107 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 44,811 | $1.372M | 0.0% | $13.27 | +78.1% | COMMON STOCK USD.001 | 90385V107 |
| CTRE | CARETRUST REIT INC | 72,008 | $1.371M | 0.0% | $16.73 | — | REIT USD.01 | 14174T107 |
| — | WADDELL REED FINANCIAL A | 68,280 | $1.37M | 0.0% | $19.20 | — | COMMON STOCK USD.01 | 930059100 |
| CPS | COOPER STANDARD HOLDING | 11,809 | $1.369M | 0.0% | $107.10 | -3.1% | COMMON STOCK USD.001 | 21676P103 |
| — | ALERE INC | 26,500 | $1.351M | 0.0% | $50.19 | — | COMMON STOCK USD.001 | 01449J105 |
| — | GOVERNMENT PROPERTIES INCOME | 71,966 | $1.351M | 0.0% | $21.88 | — | REIT USD.01 | 38376A103 |
| — | GNC HOLDINGS INC CL A | 152,333 | $1.347M | 0.0% | $8.58 | — | COMMON STOCK USD.001 | 36191G107 |
| SKT | TANGER FACTORY OUTLET CENTER | 54,553 | $1.332M | 0.0% | $31.73 | — | REIT USD.01 | 875465106 |
| VNDA | VANDA PHARMACEUTICALS INC | 73,870 | $1.322M | 0.0% | $16.73 | 0.0% | COMMON STOCK USD.001 | 921659108 |
| — | NANOMETRICS INC | 45,895 | $1.322M | 0.0% | $29.96 | — | COMMON STOCK | 630077105 |
| — | PHARMERICA CORP | 45,000 | $1.319M | 0.0% | $29.31 | — | COMMON STOCK USD.01 | 71714F104 |
| — | WEST CORP | 56,200 | $1.319M | 0.0% | $20.15 | — | COMMON STOCK USD.001 | 952355204 |
| — | NEURODERM LTD | 33,900 | $1.319M | 0.0% | $38.91 | — | COMMON STOCK ILS.1 | M74231107 |
| CHD | CHURCH DWIGHT CO INC | 27,109 | $1.313M | 0.0% | $45.69 | -0.1% | COMMON STOCK USD1.0 | 171340102 |
| FIVN | FIVE9 INC | 54,703 | $1.307M | 0.0% | $20.49 | +5.9% | COMMON STOCK USD.001 | 338307101 |
| — | STARWOOD WAYPOINT HOMES | 35,948 | $1.307M | 0.0% | $36.36 | — | REIT USD.01 | 85572F105 |
| TMUS | T MOBILE US INC | 21,200 | $1.307M | 0.0% | $60.65 | -0.1% | COMMON STOCK USD.0001 | 872590104 |
| — | UMPQUA HOLDINGS CORP | 66,770 | $1.303M | 0.0% | $16.43 | — | COMMON STOCK | 904214103 |
| — | SPARTON CORP | 56,000 | $1.3M | 0.0% | $23.21 | — | COMMON STOCK USD1.25 | 847235108 |
| — | IMPAX LABORATORIES INC | 63,700 | $1.293M | 0.0% | $14.58 | — | COMMON STOCK USD.01 | 45256B101 |
| CRUS | CIRRUS LOGIC INC | 24,207 | $1.291M | 0.0% | $28.29 | +106.9% | COMMON STOCK USD.001 | 172755100 |
| HTB | HOMETRUST BANCSHARES INC | 50,180 | $1.287M | 0.0% | $24.58 | -2.9% | COMMON STOCK | 437872104 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 22,168 | $1.284M | 0.0% | $26.42 | +0.9% | COMMON STOCK USD.01 | 828730200 |
| — | CERNER CORP | 17,980 | $1.282M | 0.0% | $66.48 | — | COMMON STOCK USD.01 | 156782104 |
| CMRE | COSTAMARE INC | 206,436 | $1.276M | 0.0% | $4.84 | -4.1% | COMMON STOCK USD.0001 | Y1771G102 |
| — | LASALLE HOTEL PROPERTIES | 43,870 | $1.273M | 0.0% | $30.07 | — | REIT USD.01 | 517942108 |
| TROW | T ROWE PRICE GROUP INC | 14,004 | $1.269M | 0.0% | $54.28 | +11.4% | COMMON STOCK USD.2 | 74144T108 |
| — | FIBROGEN INC | 23,447 | $1.261M | 0.0% | $32.29 | — | COMMON STOCK USD.01 | 31572Q808 |
| PWR | QUANTA SERVICES INC | 33,600 | $1.256M | 0.0% | $22.47 | +53.1% | COMMON STOCK USD.00001 | 74762E102 |
| LW | LAMB WESTON HOLDINGS INC | 26,600 | $1.247M | 0.0% | $34.83 | +13.8% | COMMON STOCK USD1.0 | 513272104 |
| ORLY | O REILLY AUTOMOTIVE INC | 5,751 | $1.239M | 0.0% | $16.33 | -19.2% | COMMON STOCK USD.01 | 67103H107 |
| PRGS | PROGRESS SOFTWARE CORP | 32,062 | $1.224M | 0.0% | $29.61 | +12.8% | COMMON STOCK USD.01 | 743312100 |
| EAT | BRINKER INTERNATIONAL INC | 38,315 | $1.221M | 0.0% | $30.76 | 0.0% | COMMON STOCK USD.1 | 109641100 |
| KFY | KORN/FERRY INTERNATIONAL | 30,574 | $1.206M | 0.0% | $22.18 | +38.2% | COMMON STOCK USD.01 | 500643200 |
| ROG | ROGERS CORP | 9,030 | $1.204M | 0.0% | $74.22 | +59.7% | COMMON STOCK USD1.0 | 775133101 |
| CUBE | CUBESMART | 45,626 | $1.184M | 0.0% | $26.43 | — | REIT USD.01 | 229663109 |
| — | KANSAS CITY SOUTHERN | 10,865 | $1.181M | 0.0% | $85.76 | — | COMMON STOCK USD.01 | 485170302 |
| — | BIOVERATIV INC | 20,700 | $1.181M | 0.0% | $54.58 | — | COMMON STOCK USD.001 | 09075E100 |
| OPLN | KAR AUCTION SERVICES INC | 24,100 | $1.151M | 0.0% | $16.28 | +1.3% | COMMON STOCK USD.01 | 48238T109 |
| INVA | INNOVIVA INC | 81,547 | $1.151M | 0.0% | $12.55 | +5.4% | COMMON STOCK | 45781M101 |
| DAN | DANA INC | 40,065 | $1.12M | 0.0% | $16.89 | +19.8% | COMMON STOCK USD.01 | 235825205 |
| — | LOGMEIN INC | 10,147 | $1.117M | 0.0% | $97.26 | — | COMMON STOCK USD.01 | 54142L109 |
| GIII | G III APPAREL GROUP LTD | 38,266 | $1.11M | 0.0% | $26.27 | 0.0% | COMMON STOCK USD.01 | 36237H101 |
| — | BLUEBIRD BIO INC | 8,082 | $1.11M | 0.0% | $104.24 | — | COMMON STOCK USD.01 | 09609G100 |
| SCHW | SCHWAB (CHARLES) CORP | 25,338 | $1.108M | 0.0% | $36.53 | +1.7% | COMMON STOCK USD.01 | 808513105 |
| LZB | LA Z BOY INC | 40,765 | $1.097M | 0.0% | $27.44 | +6.2% | COMMON STOCK USD1.0 | 505336107 |
| MDXG | MIMEDX GROUP INC | 92,307 | $1.097M | 0.0% | $8.87 | +67.2% | COMMON STOCK USD.001 | 602496101 |
| ENVA | ENOVA INTERNATIONAL INC | 81,075 | $1.09M | 0.0% | $13.59 | 0.0% | COMMON STOCK USD.00001 | 29357K103 |
| — | MACQUARIE INFRASTRUCTURE COR | 15,000 | $1.083M | 0.0% | $77.86 | — | COMMON STOCK USD.001 | 55608B105 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 25,472 | $1.079M | 0.0% | $33.83 | 0.0% | COMMON STOCK USD.01 | 293712105 |
| — | LIBERTY PROPERTY TRUST | 26,226 | $1.077M | 0.0% | $39.72 | — | REIT USD.001 | 531172104 |
| — | NCI BUILDING SYSTEMS INC | 68,887 | $1.075M | 0.0% | $12.73 | — | COMMON STOCK USD.01 | 628852204 |
| WNC | WABASH NATIONAL CORP | 47,120 | $1.075M | 0.0% | $11.56 | +52.8% | COMMON STOCK USD.01 | 929566107 |
| — | US SILICA HOLDINGS INC | 34,614 | $1.075M | 0.0% | $31.06 | — | COMMON STOCK USD.01 | 90346E103 |
| — | E TRADE FINANCIAL CORP | 24,399 | $1.064M | 0.0% | $18.31 | — | COMMON STOCK USD.01 | 269246401 |
| LMAT | LEMAITRE VASCULAR INC | 28,297 | $1.059M | 0.0% | $26.58 | +18.1% | COMMON STOCK USD.01 | 525558201 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 8,831 | $1.051M | 0.0% | $83.04 | +6.7% | REIT USD.01 | 015271109 |
| — | TIER REIT INC | 53,965 | $1.042M | 0.0% | $19.31 | — | REIT USD.0001 | 88650V208 |
| CAKE | CHEESECAKE FACTORY INC/THE | 24,700 | $1.04M | 0.0% | $46.50 | -20.2% | COMMON STOCK USD.01 | 163072101 |
| — | CBL ASSOCIATES PROPERTIES | 123,575 | $1.037M | 0.0% | $8.69 | — | REIT USD.01 | 124830100 |
| — | STORE CAPITAL CORP | 41,146 | $1.023M | 0.0% | $23.86 | — | REIT USD.01 | 862121100 |
| — | ARC LOGISTICS PARTNERS LP | 61,181 | $1.022M | 0.0% | $16.70 | — | MLP | 03879N101 |
| — | SPIRIT REALTY CAPITAL INC | 118,437 | $1.015M | 0.0% | $9.79 | — | REIT USD.01 | 84860W102 |
| AOSL | ALPHA OMEGA SEMICONDUCTOR | 61,578 | $1.015M | 0.0% | $16.75 | -2.2% | COMMON STOCK | G6331P104 |
| BCC | BOISE CASCADE CO | 29,044 | $1.014M | 0.0% | $17.46 | +16.7% | COMMON STOCK USD.01 | 09739D100 |
| NDSN | NORDSON CORP | 8,494 | $1.007M | 0.0% | $88.28 | +23.9% | COMMON STOCK | 655663102 |
| DTE | DTE ENERGY COMPANY | 9,338 | $1.003M | 0.0% | $43.35 | +61.4% | COMMON STOCK | 233331107 |
| KLAC | KLA TENCOR CORP | 9,427 | $999K | 0.0% | $82.89 | +0.9% | COMMON STOCK USD.001 | 482480100 |
| THO | THOR INDUSTRIES INC | 7,885 | $993K | 0.0% | $76.33 | +18.9% | COMMON STOCK USD.1 | 885160101 |
| RGP | RESOURCES CONNECTION INC | 70,433 | $979K | 0.0% | $13.05 | 0.0% | COMMON STOCK USD.01 | 76122Q105 |
| UTHR | UNITED THERAPEUTICS CORP | 8,300 | $973K | 0.0% | $108.27 | +17.9% | COMMON STOCK USD.01 | 91307C102 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 8,746 | $972K | 0.0% | $82.83 | +8.2% | COMMON STOCK USD.01 | 445658107 |
| — | QTS REALTY TRUST INC CL A | 18,548 | $971K | 0.0% | $51.46 | — | REIT USD.01 | 74736A103 |
| CRL | CHARLES RIVER LABORATORIES | 8,923 | $964K | 0.0% | $75.95 | +35.3% | COMMON STOCK USD.01 | 159864107 |
| BOKF | BOK FINANCIAL CORPORATION | 10,800 | $962K | 0.0% | $67.41 | 0.0% | COMMON STOCK USD.00006 | 05561Q201 |
| REG | REGENCY CENTERS CORP | 15,404 | $956K | 0.0% | $46.75 | -1.7% | REIT USD.01 | 758849103 |
| XNCR | XENCOR INC | 41,713 | $956K | 0.0% | $23.03 | -3.6% | COMMON STOCK USD.01 | 98401F105 |
| IRM | IRON MOUNTAIN INC | 24,509 | $953K | 0.0% | $21.54 | +8.7% | REIT USD.01 | 46284V101 |
| BDN | BRANDYWINE REALTY TRUST | 54,378 | $951K | 0.0% | $17.49 | — | REIT USD.01 | 105368203 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $945K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| DCH | AMERICAN AXLE MFG HOLDINGS | 53,703 | $944K | 0.0% | $15.37 | 0.0% | COMMON STOCK USD.01 | 024061103 |
| PRTA | PROTHENA CORP PLC | 14,475 | $938K | 0.0% | $46.28 | +32.4% | COMMON STOCK USD.01 | G72800108 |
| — | WELBILT INC | 40,563 | $935K | 0.0% | $19.62 | — | COMMON STOCK USD.01 | 949090104 |
| ALRM | ALARM.COM HOLDINGS INC | 20,638 | $932K | 0.0% | $33.50 | +23.5% | COMMON STOCK | 011642105 |
| IPGP | IPG PHOTONICS CORP | 4,970 | $920K | 0.0% | $93.27 | +78.1% | COMMON STOCK USD.0001 | 44980X109 |
| GAP | GAP INC/THE | 31,044 | $917K | 0.0% | $26.02 | -29.5% | COMMON STOCK USD.05 | 364760108 |
| FBP | FIRST BANCORP PUERTO RICO | 178,843 | $916K | 0.0% | $4.57 | +1.7% | COMMON STOCK USD.1 | 318672706 |
| ADNT | ADIENT PLC | 10,904 | $916K | 0.0% | $65.13 | +7.0% | COMMON STOCK USD.001 | G0084W101 |
| CPRT | COPART INC | 26,592 | $914K | 0.0% | $7.23 | +10.8% | COMMON STOCK | 217204106 |
| VRE | MACK CALI REALTY CORP | 38,478 | $912K | 0.0% | $27.79 | — | REIT USD.01 | 554489104 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 68,755 | $908K | 0.0% | $16.59 | -27.6% | COMMON STOCK USD.0001 | 42727J102 |
| ROST | ROSS STORES INC | 14,023 | $905K | 0.0% | $54.11 | -2.2% | COMMON STOCK USD.01 | 778296103 |
| ACGL | ARCH CAPITAL GROUP LTD | 9,164 | $903K | 0.0% | $30.68 | 0.0% | COMMON STOCK USD.01 | G0450A105 |
| HCC | WARRIOR MET COAL INC | 38,214 | $901K | 0.0% | $22.96 | 0.0% | COMMON STOCK USD.01 | 93627C101 |
| EXAS | EXACT SCIENCES CORP | 19,115 | $901K | 0.0% | $40.25 | 0.0% | COMMON STOCK USD.01 | 30063P105 |
| MIDD | MIDDLEBY CORP | 6,938 | $889K | 0.0% | $125.87 | -2.0% | COMMON STOCK USD.01 | 596278101 |
| TBI | TRUEBLUE INC | 39,543 | $888K | 0.0% | $23.30 | -3.0% | COMMON STOCK | 89785X101 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 14,119 | $882K | 0.0% | $62.86 | — | REIT USD.01 | 78377T107 |
| — | PEOPLE S UTAH BANCORP | 27,005 | $876K | 0.0% | $26.70 | — | COMMON STOCK USD.01 | 712706209 |
| LEU | CENTRUS ENERGY CORP CLASS A | 234,186 | $874K | 0.0% | $51.25 | -92.2% | COMMON STOCK USD.1 | 15643U104 |
| — | TCF FINANCIAL CORP | 51,263 | $874K | 0.0% | $19.59 | — | COMMON STOCK USD.01 | 872275102 |
| TDG | TRANSDIGM GROUP INC | 3,399 | $869K | 0.0% | $143.23 | +32.6% | COMMON STOCK USD.01 | 893641100 |
| MTN | VAIL RESORTS INC | 3,800 | $867K | 0.0% | $134.76 | +61.2% | COMMON STOCK USD.01 | 91879Q109 |
| MMS | MAXIMUS INC | 13,370 | $862K | 0.0% | $55.74 | +10.0% | COMMON STOCK | 577933104 |
| KSS | KOHLS CORP | 18,702 | $854K | 0.0% | $57.27 | -28.4% | COMMON STOCK USD.01 | 500255104 |
| — | FCB FINANCIAL HOLDINGS CL A | 17,680 | $854K | 0.0% | $47.71 | — | COMMON STOCK USD.001 | 30255G103 |
| PVH | PVH CORP | 6,738 | $849K | 0.0% | $91.34 | +31.8% | COMMON STOCK USD1.0 | 693656100 |
| DPZ | DOMINO S PIZZA INC | 4,272 | $848K | 0.0% | $177.13 | 0.0% | COMMON STOCK USD.01 | 25754A201 |
| — | SENIOR HOUSING PROP TRUST | 43,100 | $843K | 0.0% | $21.22 | — | REIT USD.01 | 81721M109 |
| — | SAGE THERAPEUTICS INC | 13,528 | $843K | 0.0% | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| LII | LENNOX INTERNATIONAL INC | 4,705 | $842K | 0.0% | $136.91 | +13.6% | COMMON STOCK USD.01 | 526107107 |
| HALO | HALOZYME THERAPEUTICS INC | 48,270 | $838K | 0.0% | $12.50 | +8.4% | COMMON STOCK USD.001 | 40637H109 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 23,174 | $831K | 0.0% | $37.28 | -8.4% | COMMON STOCK USD.01 | 00737L103 |
| — | RETAIL PROPERTIES OF AME A | 63,145 | $829K | 0.0% | $14.35 | — | REIT USD.001 | 76131V202 |
| — | ENGILITY HOLDINGS INC | 23,704 | $822K | 0.0% | $28.39 | — | COMMON STOCK USD.01 | 29286C107 |
| — | NEVRO CORP | 9,029 | $821K | 0.0% | $77.47 | — | COMMON STOCK USD.001 | 64157F103 |
| — | FLIR SYSTEMS INC | 20,996 | $817K | 0.0% | $36.29 | — | COMMON STOCK USD.01 | 302445101 |
| ALGN | ALIGN TECHNOLOGY INC | 4,377 | $815K | 0.0% | $86.74 | +97.4% | COMMON STOCK USD.0001 | 016255101 |
| SCVL | SHOE CARNIVAL INC | 36,400 | $815K | 0.0% | $9.28 | 0.0% | COMMON STOCK USD.01 | 824889109 |
| STC | STEWART INFORMATION SERVICES | 21,550 | $814K | 0.0% | $35.63 | +9.5% | COMMON STOCK USD1.0 | 860372101 |
| — | ACORDA THERAPEUTICS INC | 33,997 | $804K | 0.0% | $21.00 | — | COMMON STOCK USD.001 | 00484M106 |
| — | WABCO HOLDINGS INC | 5,428 | $803K | 0.0% | $113.92 | — | COMMON STOCK USD.01 | 92927K102 |
| KIM | KIMCO REALTY CORP | 40,389 | $790K | 0.0% | $12.85 | +0.2% | REIT USD.01 | 49446R109 |
| UHS | UNIVERSAL HEALTH SERVICES B | 7,108 | $789K | 0.0% | $113.88 | -4.7% | COMMON STOCK USD.01 | 913903100 |
| NFG | NATIONAL FUEL GAS CO | 13,807 | $782K | 0.0% | $58.87 | -1.6% | COMMON STOCK USD1.0 | 636180101 |
| FR | FIRST INDUSTRIAL REALTY TR | 25,710 | $774K | 0.0% | $28.40 | — | REIT USD.01 | 32054K103 |
| JBLU | JETBLUE AIRWAYS CORP | 41,667 | $772K | 0.0% | $21.98 | -4.6% | COMMON STOCK USD.01 | 477143101 |
| — | SEMGROUP CORP CLASS A | 26,805 | $771K | 0.0% | $28.76 | — | COMMON STOCK | 81663A105 |
| — | MCDERMOTT INTL INC | 105,128 | $764K | 0.0% | $7.17 | — | COMMON STOCK USD1.0 | 580037109 |
| ENTA | ENANTA PHARMACEUTICALS INC | 16,233 | $760K | 0.0% | $23.23 | +73.1% | COMMON STOCK USD.01 | 29251M106 |
| FHI | FEDERATED INVESTORS INC CL B | 25,455 | $756K | 0.0% | $17.35 | +12.0% | COMMON STOCK | 314211103 |
| WRB | WR BERKLEY CORP | 11,235 | $750K | 0.0% | $14.61 | +13.3% | COMMON STOCK USD.2 | 084423102 |
| ELME | WASHINGTON REIT | 22,736 | $745K | 0.0% | $31.89 | — | REIT USD.01 | 939653101 |
| INN | SUMMIT HOTEL PROPERTIES INC | 45,978 | $735K | 0.0% | $15.98 | — | REIT | 866082100 |
| — | FINISAR CORPORATION | 33,142 | $735K | 0.0% | $27.34 | — | COMMON STOCK USD.001 | 31787A507 |
| — | ORBOTECH LTD | 17,370 | $733K | 0.0% | $32.35 | — | COMMON STOCK USD.14 | M75253100 |
| GTN | GRAY TELEVISION INC | 46,717 | $733K | 0.0% | $14.34 | -0.3% | COMMON STOCK | 389375106 |
| WLK | WESTLAKE CHEMICAL CORP | 8,654 | $719K | 0.0% | $47.64 | +35.7% | COMMON STOCK USD.01 | 960413102 |
| — | ENVESTNET INC | 14,000 | $714K | 0.0% | $35.29 | — | COMMON STOCK | 29404K106 |
| CALY | CALLAWAY GOLF COMPANY | 49,391 | $713K | 0.0% | $13.15 | 0.0% | COMMON STOCK USD.01 | 131193104 |
| — | BIOSPECIFICS TECHNOLOGIES | 15,316 | $713K | 0.0% | $44.01 | — | COMMON STOCK USD.001 | 090931106 |
| — | CANTEL MEDICAL CORP | 7,530 | $709K | 0.0% | $94.16 | — | COMMON STOCK USD.1 | 138098108 |
| BOH | BANK OF HAWAII CORP | 8,509 | $709K | 0.0% | $57.74 | +1.7% | COMMON STOCK USD.01 | 062540109 |
| PII | POLARIS INDUSTRIES INC | 6,754 | $707K | 0.0% | $82.16 | +15.3% | COMMON STOCK USD.01 | 731068102 |
| EXEL | EXELIXIS INC | 29,167 | $707K | 0.0% | $21.16 | +25.8% | COMMON STOCK USD.001 | 30161Q104 |
| INSW | INTERNATIONAL SEAWAYS INC | 35,821 | $706K | 0.0% | $11.20 | +13.7% | COMMON STOCK | Y41053102 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 18,130 | $705K | 0.0% | $29.02 | +22.8% | COMMON STOCK | 760281204 |
| CWCO | CONSOLIDATED WATER CO ORD SH | 54,967 | $704K | 0.0% | $9.31 | +11.9% | COMMON STOCK USD.6 | G23773107 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 28,229 | $703K | 0.0% | $22.69 | — | REIT USD.0001 | 35086T109 |
| — | LEGACYTEXAS FINANCIAL GROUP | 17,541 | $700K | 0.0% | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| OFG | OFG BANCORP | 76,420 | $699K | 0.0% | $12.02 | -20.7% | COMMON STOCK USD1.0 | 67103X102 |
| CENX | CENTURY ALUMINUM COMPANY | 41,932 | $695K | 0.0% | $17.26 | 0.0% | COMMON STOCK USD.01 | 156431108 |
| — | KELLOGG CO | 11,000 | $686K | 0.0% | $47.42 | -1.9% | COMMON STOCK USD.25 | 487836108 |
| VAC | MARRIOTT VACATIONS WORLD | 5,499 | $685K | 0.0% | $54.53 | +111.1% | COMMON STOCK USD.01 | 57164Y107 |
| — | ALLEGHANY CORP | 1,223 | $678K | 0.0% | $608.34 | — | COMMON STOCK USD1.0 | 017175100 |
| MMI | MARCUS MILLICHAP INC | 25,100 | $677K | 0.0% | $24.09 | 0.0% | COMMON STOCK USD.0001 | 566324109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 4,226 | $673K | 0.0% | $145.30 | 0.0% | COMMON STOCK USD.01 | 879360105 |
| — | BANK OF THE OZARKS | 13,988 | $672K | 0.0% | $42.46 | — | COMMON STOCK USD.01 | 063904106 |
| IEX | IDEX CORP | 5,532 | $672K | 0.0% | $80.87 | +30.5% | COMMON STOCK USD.01 | 45167R104 |
| — | URSTADT BIDDLE CLASS A | 30,778 | $668K | 0.0% | $22.43 | — | REIT USD.01 | 917286205 |
| DLX | DELUXE CORP | 9,115 | $665K | 0.0% | $23.94 | +100.3% | COMMON STOCK USD1.0 | 248019101 |
| — | HOLLYFRONTIER CORP | 18,500 | $665K | 0.0% | $35.95 | — | COMMON STOCK USD.01 | 436106108 |
| XPO | XPO LOGISTICS INC | 9,794 | $664K | 0.0% | $20.94 | 0.0% | COMMON STOCK USD.001 | 983793100 |
| — | FLEXION THERAPEUTICS INC | 27,334 | $661K | 0.0% | $24.18 | — | COMMON STOCK USD.001 | 33938J106 |
| — | CEDAR REALTY TRUST INC | 117,486 | $660K | 0.0% | $4.97 | — | REIT USD.06 | 150602209 |
| NJR | NEW JERSEY RESOURCES CORP | 15,593 | $657K | 0.0% | $25.01 | +26.9% | COMMON STOCK USD2.5 | 646025106 |
| HEI | HEICO CORP | 7,217 | $648K | 0.0% | $39.24 | +35.4% | COMMON STOCK USD.01 | 422806109 |
| CHE | CHEMED CORP | 3,204 | $647K | 0.0% | $142.14 | +34.4% | COMMON STOCK USD1.0 | 16359R103 |
| EPAM | EPAM SYSTEMS INC | 7,300 | $642K | 0.0% | $83.40 | 0.0% | COMMON STOCK USD.001 | 29414B104 |
| — | INDEPENDENT BANK GROUP INC | 10,584 | $638K | 0.0% | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| — | SUCAMPO PHARMACEUTICALS CL A | 53,851 | $635K | 0.0% | $11.79 | — | COMMON STOCK USD.01 | 864909106 |
| JRVR | JAMES RIVER GROUP HOLDINGS L | 15,190 | $630K | 0.0% | $39.85 | +0.2% | COMMON STOCK USD.0002 | G5005R107 |
| — | TABLEAU SOFTWARE INC CL A | 8,395 | $629K | 0.0% | $46.51 | — | COMMON STOCK USD.0001 | 87336U105 |
| — | VMWARE INC CLASS A | 5,739 | $627K | 0.0% | $78.72 | — | COMMON STOCK USD.01 | 928563402 |
| — | OFFICE DEPOT INC | 137,327 | $623K | 0.0% | $5.37 | — | COMMON STOCK USD.01 | 676220106 |
| HUBS | HUBSPOT INC | 7,386 | $621K | 0.0% | $54.27 | +31.9% | COMMON STOCK USD.001 | 443573100 |
| JBGS | JBG SMITH PROPERTIES | 18,098 | $619K | 0.0% | $34.20 | — | REIT USD.01 | 46590V100 |
| MTH | MERITAGE HOMES CORP | 13,830 | $614K | 0.0% | $22.59 | -7.5% | COMMON STOCK USD.01 | 59001A102 |
| TFX | TELEFLEX INC | 2,533 | $613K | 0.0% | $171.02 | +21.3% | COMMON STOCK USD1.0 | 879369106 |
| SEIC | SEI INVESTMENTS COMPANY | 10,013 | $611K | 0.0% | $41.56 | +22.7% | COMMON STOCK USD.01 | 784117103 |
| — | VARIAN MEDICAL SYSTEMS INC | 6,103 | $611K | 0.0% | $91.95 | — | COMMON STOCK USD1.0 | 92220P105 |
| — | NAUTILUS INC | 36,114 | $610K | 0.0% | $16.94 | — | COMMON STOCK | 63910B102 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 7,925 | $603K | 0.0% | $54.90 | +3.7% | COMMON STOCK USD.1 | 12541W209 |
| — | SRC ENERGY INC | 62,023 | $600K | 0.0% | $9.67 | — | COMMON STOCK USD.001 | 78470V108 |
| CDW | CDW CORP/DE | 9,069 | $599K | 0.0% | $53.99 | +4.9% | COMMON STOCK USD.01 | 12514G108 |
| GPC | GENUINE PARTS CO | 6,256 | $598K | 0.0% | $72.77 | -8.4% | COMMON STOCK USD1.0 | 372460105 |
| GPN | GLOBAL PAYMENTS INC | 6,139 | $583K | 0.0% | $68.34 | +31.2% | COMMON STOCK | 37940X102 |
| — | BLUEPRINT MEDICINES CORP | 8,330 | $580K | 0.0% | $50.66 | — | COMMON STOCK USD.001 | 09627Y109 |
| GWRE | GUIDEWIRE SOFTWARE INC | 7,432 | $579K | 0.0% | $56.06 | +30.7% | COMMON STOCK USD.0001 | 40171V100 |
| SRPT | SAREPTA THERAPEUTICS INC | 12,722 | $577K | 0.0% | $40.12 | -0.4% | COMMON STOCK USD.0001 | 803607100 |
| — | RAVEN INDUSTRIES INC | 17,808 | $577K | 0.0% | $25.89 | — | COMMON STOCK USD1.0 | 754212108 |
| — | HMS HOLDINGS CORP | 28,890 | $574K | 0.0% | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| — | POLYONE CORPORATION | 14,294 | $572K | 0.0% | $33.74 | — | COMMON STOCK USD.01 | 73179P106 |
| CHH | CHOICE HOTELS INTL INC | 8,907 | $569K | 0.0% | $46.12 | +26.0% | COMMON STOCK USD.01 | 169905106 |
| PCRX | PACIRA PHARMACEUTICALS INC | 15,090 | $567K | 0.0% | $39.20 | +2.7% | COMMON STOCK USD.001 | 695127100 |
| FIS | FIDELITY NATIONAL INFO SERV | 6,023 | $562K | 0.0% | $71.76 | +9.0% | COMMON STOCK USD.01 | 31620M106 |
| LIVN | LIVANOVA PLC | 7,925 | $555K | 0.0% | $60.62 | +4.5% | COMMON STOCK GBP1.0 | G5509L101 |
| — | SONIC CORP | 21,751 | $554K | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| BSET | BASSETT FURNITURE INDS | 14,688 | $554K | 0.0% | $24.54 | 0.0% | COMMON STOCK USD5.0 | 070203104 |
| — | APARTMENT INVT MGMT CO A | 12,637 | $554K | 0.0% | $44.33 | — | REIT USD.01 | 03748R101 |
| — | MERITOR INC | 21,299 | $554K | 0.0% | $17.14 | — | COMMON STOCK USD1.0 | 59001K100 |
| VSH | VISHAY INTERTECHNOLOGY INC | 29,392 | $553K | 0.0% | $13.89 | +7.5% | COMMON STOCK USD.1 | 928298108 |
| — | LUXOFT HOLDING INC | 11,577 | $553K | 0.0% | $58.31 | — | COMMON STOCK | G57279104 |
| — | CORENERGY INFRASTRUCTURE TRU | 15,580 | $551K | 0.0% | $28.86 | — | REIT USD.001 | 21870U502 |
| UE | URBAN EDGE PROPERTIES | 22,800 | $550K | 0.0% | $25.18 | — | REIT USD.01 | 91704F104 |
| — | ARRAY BIOPHARMA INC | 44,706 | $550K | 0.0% | $12.30 | — | COMMON STOCK USD.001 | 04269X105 |
| EXPD | EXPEDITORS INTL WASH INC | 9,139 | $547K | 0.0% | $47.08 | +9.8% | COMMON STOCK USD.01 | 302130109 |
| — | BARRACUDA NETWORKS INC | 22,375 | $542K | 0.0% | $23.11 | — | COMMON STOCK USD.001 | 068323104 |
| — | RUTH S HOSPITALITY GROUP INC | 25,814 | $541K | 0.0% | $18.28 | — | COMMON STOCK USD.01 | 783332109 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 2,991 | $539K | 0.0% | $145.23 | +3.3% | COMMON STOCK USD.01 | 303075105 |
| RF | REGIONS FINANCIAL CORP | 35,401 | $539K | 0.0% | $9.64 | +8.1% | COMMON STOCK USD.01 | 7591EP100 |
| NXRT | NEXPOINT RESIDENTIAL | 22,627 | $537K | 0.0% | $24.68 | — | REIT USD.01 | 65341D102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 5,763 | $536K | 0.0% | $87.60 | +0.9% | COMMON STOCK USD.001 | 09061G101 |
| HIW | HIGHWOODS PROPERTIES INC | 10,258 | $534K | 0.0% | $51.01 | — | REIT USD.01 | 431284108 |
| TTEK | TETRA TECH INC | 11,460 | $533K | 0.0% | $8.08 | +8.8% | COMMON STOCK USD.01 | 88162G103 |
| BRO | BROWN BROWN INC | 11,059 | $533K | 0.0% | $18.83 | +11.4% | COMMON STOCK USD.1 | 115236101 |
| UPS | UNITED PARCEL SERVICE CL B | 4,425 | $531K | 0.0% | $82.86 | 0.0% | COMMON STOCK USD.01 | 911312106 |
| CVI | CVR ENERGY INC | 20,406 | $529K | 0.0% | $10.83 | +1.8% | COMMON STOCK USD.01 | 12662P108 |
| LMT | LOCKHEED MARTIN CORP | 1,695 | $526K | 0.0% | $221.03 | +7.9% | COMMON STOCK USD1.0 | 539830109 |
| NMIH | NMI HOLDINGS INC CLASS A | 42,367 | $525K | 0.0% | $5.67 | +104.2% | COMMON STOCK USD.01 | 629209305 |
| — | PREMIER INC CLASS A | 15,783 | $514K | 0.0% | $31.40 | — | COMMON STOCK USD.01 | 74051N102 |
| RYN | RAYONIER INC | 17,763 | $513K | 0.0% | $26.57 | — | REIT | 754907103 |
| INCY | INCYTE CORP | 4,385 | $512K | 0.0% | $108.90 | +16.2% | COMMON STOCK USD.001 | 45337C102 |
| — | DRIL QUIP INC | 11,586 | $512K | 0.0% | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 10,218 | $512K | 0.0% | $49.98 | +2.2% | COMMON STOCK USD.01 | 74112D101 |
| DLTH | DULUTH HOLDINGS INC CL B | 24,840 | $504K | 0.0% | $19.62 | -1.5% | COMMON STOCK | 26443V101 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $500K | 0.0% | $52.49 | -0.3% | COMMON STOCK | 198516106 |
| NKE | NIKE INC CL B | 9,615 | $499K | 0.0% | $45.58 | +10.5% | COMMON STOCK USD1.0 | 654106103 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 12,016 | $498K | 0.0% | $26.02 | -1.2% | COMMON STOCK USD.1 | 808541106 |
| NEU | NEWMARKET CORP | 1,162 | $495K | 0.0% | $344.78 | +7.0% | COMMON STOCK | 651587107 |
| FN | FABRINET | 13,108 | $486K | 0.0% | $40.92 | 0.0% | COMMON STOCK USD.01 | G3323L100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 6,280 | $483K | 0.0% | $76.28 | -0.7% | COMMON STOCK USD.1 | 81725T100 |
| BWFG | BANKWELL FINANCIAL GROUP INC | 13,058 | $482K | 0.0% | $27.04 | 0.0% | COMMON STOCK | 06654A103 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 22,006 | $476K | 0.0% | $18.08 | — | COMMON STOCK USD.0001 | G45667105 |
| DRH | DIAMONDROCK HOSPITALITY CO | 43,287 | $474K | 0.0% | $11.53 | — | REIT USD.01 | 252784301 |
| — | ANIXTER INTERNATIONAL INC | 5,537 | $471K | 0.0% | $78.20 | — | COMMON STOCK USD1.0 | 035290105 |
| SHBI | SHORE BANCSHARES INC | 27,903 | $465K | 0.0% | $16.58 | +0.1% | COMMON STOCK USD.01 | 825107105 |
| TSEM | TOWER SEMICONDUCTOR LTD | 15,000 | $461K | 0.0% | $25.20 | +8.2% | COMMON STOCK ILS1.0 | M87915274 |
| — | RPX CORP | 34,489 | $458K | 0.0% | $10.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| FCX | FREEPORT MCMORAN INC | 32,544 | $457K | 0.0% | $11.01 | +15.7% | COMMON STOCK USD.1 | 35671D857 |
| AMSF | AMERISAFE INC | 7,830 | $456K | 0.0% | $22.31 | +25.7% | COMMON STOCK USD.01 | 03071H100 |
| — | TESARO INC | 3,513 | $454K | 0.0% | $139.77 | — | COMMON STOCK USD.0001 | 881569107 |
| HOG | HARLEY DAVIDSON INC | 9,363 | $451K | 0.0% | $56.92 | -14.5% | COMMON STOCK USD.01 | 412822108 |
| VRNS | VARONIS SYSTEMS INC | 10,763 | $451K | 0.0% | $9.51 | +35.8% | COMMON STOCK USD.001 | 922280102 |
| — | C J ENERGY SERVICES INC | 15,000 | $450K | 0.0% | $32.87 | — | COMMON STOCK | 12674R100 |
| TSCO | TRACTOR SUPPLY COMPANY | 7,111 | $450K | 0.0% | $12.67 | -21.4% | COMMON STOCK USD.008 | 892356106 |
| ANIP | ANI PHARMACEUTICALS INC | 8,567 | $450K | 0.0% | $47.68 | 0.0% | COMMON STOCK USD.0001 | 00182C103 |
| GKOS | GLAUKOS CORP | 13,540 | $447K | 0.0% | $43.41 | -12.5% | COMMON STOCK USD.001 | 377322102 |
| LXRX | LEXICON PHARMACEUTICALS INC | 36,202 | $445K | 0.0% | $14.84 | -0.5% | COMMON STOCK USD.001 | 528872302 |
| — | SP PLUS CORP | 11,182 | $442K | 0.0% | $33.74 | — | COMMON STOCK USD.001 | 78469C103 |
| — | ACACIA COMMUNICATIONS INC | 9,238 | $435K | 0.0% | $59.37 | — | COMMON STOCK USD.0001 | 00401C108 |
| ENR | ENERGIZER HOLDINGS INC | 9,338 | $430K | 0.0% | $33.68 | +0.4% | COMMON STOCK | 29272W109 |
| — | SEATTLE GENETICS INC | 7,861 | $428K | 0.0% | $62.84 | — | COMMON STOCK USD.001 | 812578102 |
| KMB | KIMBERLY CLARK CORP | 3,610 | $425K | 0.0% | $91.16 | -0.2% | COMMON STOCK USD1.25 | 494368103 |
| — | INNOPHOS HOLDINGS INC | 8,648 | $425K | 0.0% | $52.27 | — | COMMON STOCK USD.001 | 45774N108 |
| MASI | MASIMO CORP | 4,900 | $424K | 0.0% | $47.10 | +87.7% | COMMON STOCK USD.001 | 574795100 |
| DXCM | DEXCOM INC | 8,662 | $424K | 0.0% | $18.71 | -5.5% | COMMON STOCK USD.001 | 252131107 |
| — | HILL ROM HOLDINGS INC | 5,719 | $423K | 0.0% | $49.32 | — | COMMON STOCK | 431475102 |
| — | ARENA PHARMACEUTICALS INC | 16,568 | $422K | 0.0% | $25.47 | — | COMMON STOCK USD.0001 | 040047607 |
| QCOM | QUALCOMM INC | 8,027 | $416K | 0.0% | $41.03 | +3.1% | COMMON STOCK USD.0001 | 747525103 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 4,095 | $414K | 0.0% | $78.79 | +13.4% | COMMON STOCK USD.01 | 477839104 |
| — | CARDIOVASCULAR SYSTEMS INC | 14,670 | $413K | 0.0% | $24.22 | — | COMMON STOCK | 141619106 |
| — | NUVASIVE INC | 7,399 | $410K | 0.0% | $67.31 | — | COMMON STOCK USD.001 | 670704105 |
| CB | CHUBB LTD | 2,869 | $409K | 0.0% | $96.84 | +28.9% | COMMON STOCK | H1467J104 |
| — | FIRST FINANCIAL NORTHWEST | 24,019 | $408K | 0.0% | $19.73 | — | COMMON STOCK USD.01 | 32022K102 |
| UNFI | UNITED NATURAL FOODS INC | 9,700 | $403K | 0.0% | $41.65 | -10.6% | COMMON STOCK USD.01 | 911163103 |
| IONS | IONIS PHARMACEUTICALS INC | 7,901 | $401K | 0.0% | $43.98 | +19.1% | COMMON STOCK USD.001 | 462222100 |
| — | MAGELLAN HEALTH INC | 4,652 | $401K | 0.0% | $72.87 | — | COMMON STOCK USD.01 | 559079207 |
| WWD | WOODWARD INC | 5,151 | $400K | 0.0% | $60.91 | +9.6% | COMMON STOCK USD.00292 | 980745103 |
| NFLX | NETFLIX INC | 2,207 | $400K | 0.0% | $17.44 | 0.0% | COMMON STOCK USD.001 | 64110L106 |
| BLKB | BLACKBAUD INC | 4,461 | $392K | 0.0% | $62.75 | +35.5% | COMMON STOCK USD.001 | 09227Q100 |
| FTNT | FORTINET INC | 10,842 | $389K | 0.0% | $6.25 | +21.5% | COMMON STOCK USD.001 | 34959E109 |
| — | DDR CORP | 42,149 | $386K | 0.0% | $9.06 | — | REIT USD.1 | 23317H102 |
| — | APACHE CORP | 8,405 | $385K | 0.0% | $46.84 | — | COMMON STOCK USD.625 | 037411105 |
| PANW | PALO ALTO NETWORKS INC | 2,603 | $375K | 0.0% | $23.96 | -4.9% | COMMON STOCK USD.0001 | 697435105 |
| CHTR | CHARTER COMMUNICATIONS INC A | 1,027 | $373K | 0.0% | $337.52 | +10.3% | COMMON STOCK USD.001 | 16119P108 |
| PYPL | PAYPAL HOLDINGS INC | 5,756 | $369K | 0.0% | $49.03 | +21.9% | COMMON STOCK USD.0001 | 70450Y103 |
| — | CU BANCORP | 9,433 | $366K | 0.0% | $36.15 | — | COMMON STOCK | 126534106 |
| — | AMAG PHARMACEUTICALS INC | 19,731 | $364K | 0.0% | $29.47 | — | COMMON STOCK USD.01 | 00163U106 |
| BOX | BOX INC CLASS A | 18,604 | $359K | 0.0% | $18.79 | 0.0% | COMMON STOCK USD.0001 | 10316T104 |
| — | TRAVELPORT WORLDWIDE LTD | 22,847 | $359K | 0.0% | $13.74 | — | COMMON STOCK USD.0025 | G9019D104 |
| BIIB | BIOGEN INC | 1,144 | $358K | 0.0% | $288.07 | +2.8% | COMMON STOCK USD.0005 | 09062X103 |
| — | ULTRA PETROLEUM CORP | 41,157 | $357K | 0.0% | $8.67 | — | COMMON STOCK | 903914208 |
| APD | AIR PRODUCTS CHEMICALS INC | 2,349 | $355K | 0.0% | $113.79 | +4.7% | COMMON STOCK USD1.0 | 009158106 |
| EMR | EMERSON ELECTRIC CO | 5,638 | $354K | 0.0% | $48.12 | +2.3% | COMMON STOCK USD.5 | 291011104 |
| IBN | ICICI BANK LTD SPON ADR | 41,103 | $352K | 0.0% | $10.58 | — | ADR | 45104G104 |
| MHO | M/I HOMES INC | 13,099 | $350K | 0.0% | $21.59 | +20.0% | COMMON STOCK USD.01 | 55305B101 |
| — | MB FINANCIAL INC | 7,642 | $344K | 0.0% | $44.10 | — | COMMON STOCK USD.01 | 55264U108 |
| — | FIVE PRIME THERAPEUTICS INC | 8,334 | $341K | 0.0% | $40.92 | — | COMMON STOCK USD.001 | 33830X104 |
| — | TRITON INTERNATIONAL LTD/BER | 10,220 | $340K | 0.0% | $33.43 | — | COMMON STOCK USD.01 | G9078F107 |
| TOWN | TOWNE BANK | 10,049 | $337K | 0.0% | $28.83 | +7.9% | COMMON STOCK USD1.667 | 89214P109 |
| GIS | GENERAL MILLS INC | 6,505 | $337K | 0.0% | $42.00 | -3.1% | COMMON STOCK USD.1 | 370334104 |
| ECL | ECOLAB INC | 2,621 | $337K | 0.0% | $120.10 | 0.0% | COMMON STOCK USD1.0 | 278865100 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 8,151 | $334K | 0.0% | $48.87 | — | COMMON STOCK ILS.01 | M2682V108 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 8,326 | $333K | 0.0% | $35.59 | +21.6% | COMMON STOCK USD.001 | 868459108 |
| CYTK | CYTOKINETICS INC | 22,940 | $333K | 0.0% | $13.90 | -1.7% | COMMON STOCK USD.001 | 23282W605 |
| RYZ | RYERSON HOLDING CORP | 30,663 | $333K | 0.0% | $12.25 | -28.1% | COMMON STOCK USD.01 | 783754104 |
| — | EXTERRAN CORP | 10,500 | $332K | 0.0% | $31.62 | — | COMMON STOCK USD.01 | 30227H106 |
| — | UBIQUITI NETWORKS INC | 5,904 | $331K | 0.0% | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| NOC | NORTHROP GRUMMAN CORP | 1,146 | $330K | 0.0% | $220.66 | +6.5% | COMMON STOCK USD1.0 | 666807102 |
| LOPE | GRAND CANYON EDUCATION INC | 3,614 | $328K | 0.0% | $80.14 | 0.0% | COMMON STOCK USD.01 | 38526M106 |
| MELI | MERCADOLIBRE INC | 1,258 | $326K | 0.0% | $180.96 | +46.3% | COMMON STOCK USD.001 | 58733R102 |
| — | BUFFALO WILD WINGS INC | 3,013 | $318K | 0.0% | $105.54 | — | COMMON STOCK | 119848109 |
| MD | MEDNAX INC | 7,293 | $314K | 0.0% | $53.35 | -10.9% | COMMON STOCK USD.01 | 58502B106 |
| WTTR | SELECT ENERGY SERVICES INC A | 19,518 | $311K | 0.0% | $15.93 | — | COMMON STOCK USD.01 | 81617J301 |
| DORM | DORMAN PRODUCTS INC | 4,299 | $308K | 0.0% | $68.28 | +5.3% | COMMON STOCK USD.01 | 258278100 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 17,003 | $308K | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| — | RADIUS HEALTH INC | 7,878 | $304K | 0.0% | $38.59 | — | COMMON STOCK USD.0001 | 750469207 |
| TGTX | TG THERAPEUTICS INC | 25,662 | $304K | 0.0% | $11.19 | +1.8% | COMMON STOCK USD.001 | 88322Q108 |
| — | AK STEEL HOLDING CORP | 53,343 | $298K | 0.0% | $8.69 | — | COMMON STOCK USD.01 | 001547108 |
| — | FIRST CONNECTICUT BANCORP | 11,156 | $298K | 0.0% | $24.81 | — | COMMON STOCK USD.01 | 319850103 |
| RMR | RMR GROUP INC/THE A | 5,706 | $293K | 0.0% | $26.33 | 0.0% | COMMON STOCK | 74967R106 |
| BK | BANK OF NEW YORK MELLON CORP | 5,437 | $288K | 0.0% | $37.96 | +10.2% | COMMON STOCK USD.01 | 064058100 |
| MET | METLIFE INC | 5,447 | $283K | 0.0% | $34.85 | +5.1% | COMMON STOCK USD.01 | 59156R108 |
| LTC | LTC PROPERTIES INC | 6,007 | $282K | 0.0% | $51.77 | — | REIT USD.01 | 502175102 |
| — | QEP RESOURCES INC | 32,678 | $280K | 0.0% | $8.57 | — | COMMON STOCK USD.01 | 74733V100 |
| — | ENZO BIOCHEM INC | 26,710 | $280K | 0.0% | $11.04 | — | COMMON STOCK USD.01 | 294100102 |
| — | J.C. PENNEY CO INC | 73,600 | $280K | 0.0% | $5.32 | — | COMMON STOCK USD.5 | 708160106 |
| ADP | AUTOMATIC DATA PROCESSING | 2,550 | $279K | 0.0% | $84.22 | +6.4% | COMMON STOCK USD.1 | 053015103 |
| — | TRIPLE S MANAGEMENT CORP B | 11,694 | $277K | 0.0% | $23.69 | — | COMMON STOCK USD1.0 | 896749108 |
| DY | DYCOM INDUSTRIES INC | 3,217 | $276K | 0.0% | $84.87 | -0.7% | COMMON STOCK USD.333 | 267475101 |
| SYK | STRYKER CORP | 1,927 | $274K | 0.0% | $130.78 | 0.0% | COMMON STOCK USD.1 | 863667101 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 13,945 | $272K | 0.0% | $24.84 | -25.5% | COMMON STOCK USD.01 | 047649108 |
| — | SPLUNK INC | 4,070 | $270K | 0.0% | $51.12 | — | COMMON STOCK USD.001 | 848637104 |
| CVLT | COMMVAULT SYSTEMS INC | 4,412 | $268K | 0.0% | $68.00 | -12.2% | COMMON STOCK USD.01 | 204166102 |
| CME | CME GROUP INC | 1,950 | $265K | 0.0% | $87.55 | +6.2% | COMMON STOCK USD.01 | 12572Q105 |
| — | SUPER MICRO COMPUTER INC | 11,948 | $264K | 0.0% | $28.06 | — | COMMON STOCK USD.001 | 86800U104 |
| KRG | KITE REALTY GROUP TRUST | 13,061 | $264K | 0.0% | $18.91 | — | REIT USD.01 | 49803T300 |
| SPSC | SPS COMMERCE INC | 4,641 | $263K | 0.0% | $25.88 | +14.0% | COMMON STOCK USD.001 | 78463M107 |
| — | CALITHERA BIOSCIENCES INC | 16,394 | $258K | 0.0% | $15.74 | — | COMMON STOCK USD.001 | 13089P101 |
| BSX | BOSTON SCIENTIFIC CORP | 8,798 | $257K | 0.0% | $27.62 | 0.0% | COMMON STOCK USD.01 | 101137107 |
| — | ANADARKO PETROLEUM CORP | 5,236 | $256K | 0.0% | $45.32 | — | COMMON STOCK USD.1 | 032511107 |
| ZION | ZIONS BANCORPORATION | 5,400 | $255K | 0.0% | $44.50 | 0.0% | COMMON STOCK | 989701107 |
| — | AETNA INC | 1,595 | $254K | 0.0% | $127.54 | — | COMMON STOCK USD.01 | 00817Y108 |
| ROP | ROPER TECHNOLOGIES INC | 1,032 | $251K | 0.0% | $190.21 | +17.5% | COMMON STOCK USD.01 | 776696106 |
| ISRG | INTUITIVE SURGICAL INC | 240 | $251K | 0.0% | $108.96 | 0.0% | COMMON STOCK USD.001 | 46120E602 |
| WPC | WP CAREY INC | 3,722 | $251K | 0.0% | $67.44 | — | REIT USD.001 | 92936U109 |
| AR | ANTERO RESOURCES CORP | 11,963 | $238K | 0.0% | $25.67 | -21.5% | COMMON STOCK USD.01 | 03674X106 |
| PCG | P G E CORP | 3,360 | $229K | 0.0% | $65.55 | +2.6% | COMMON STOCK | 69331C108 |
| MNKD | MANNKIND CORP | 101,000 | $219K | 0.0% | $1.57 | 0.0% | COMMON STOCK USD.01 | 56400P706 |
| CSX | CSX CORP | 4,017 | $218K | 0.0% | $15.23 | +0.5% | COMMON STOCK USD1.0 | 126408103 |
| VFC | VF CORP | 3,399 | $216K | 0.0% | $51.60 | +11.8% | COMMON STOCK | 918204108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,115 | $214K | 0.0% | $52.22 | +13.3% | COMMON STOCK USD.01 | 45866F104 |
| TRV | TRAVELERS COS INC/THE | 1,731 | $212K | 0.0% | $76.13 | +36.6% | COMMON STOCK | 89417E109 |
| DVN | DEVON ENERGY CORP | 5,599 | $206K | 0.0% | $25.86 | -11.2% | COMMON STOCK USD.1 | 25179M103 |
| — | BB T CORP | 4,390 | $206K | 0.0% | $45.66 | — | COMMON STOCK USD5.0 | 054937107 |
| PTEN | PATTERSON UTI ENERGY INC | 9,644 | $202K | 0.0% | $26.43 | -30.3% | COMMON STOCK USD.01 | 703481101 |
| MAR | MARRIOTT INTERNATIONAL CL A | 1,818 | $200K | 0.0% | $92.93 | +3.3% | COMMON STOCK USD.01 | 571903202 |
| CLX | CLOROX COMPANY | 1,505 | $199K | 0.0% | $105.56 | 0.0% | COMMON STOCK USD1.0 | 189054109 |
| CCI | CROWN CASTLE INTL CORP | 1,974 | $197K | 0.0% | $68.42 | +5.0% | REIT USD.01 | 22822V101 |
| AFL | AFLAC INC | 2,416 | $197K | 0.0% | $30.73 | +7.8% | COMMON STOCK USD.1 | 001055102 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 4,233 | $196K | 0.0% | $32.91 | +3.5% | COMMON STOCK | 744573106 |
| — | RITE AID CORP | 98,300 | $193K | 0.0% | $3.80 | — | COMMON STOCK USD1.0 | 767754104 |
| — | WASHINGTON PRIME GROUP INC | 23,106 | $192K | 0.0% | $8.37 | — | REIT USD.0001 | 93964W108 |
| — | DEAN FOODS CO | 17,400 | $189K | 0.0% | $17.52 | — | COMMON STOCK USD.01 | 242370203 |
| — | AON PLC | 1,292 | $189K | 0.0% | $146.28 | — | COMMON STOCK USD.01 | G0408V102 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $186K | 0.0% | $14.71 | — | ADR | 035128206 |
| — | WMIH CORP | 196,172 | $186K | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| EBAY | EBAY INC | 4,773 | $184K | 0.0% | $30.45 | +6.2% | COMMON STOCK USD.001 | 278642103 |
| IP | INTERNATIONAL PAPER CO | 3,226 | $183K | 0.0% | $28.45 | +28.3% | COMMON STOCK USD1.0 | 460146103 |
| EA | ELECTRONIC ARTS INC | 1,552 | $183K | 0.0% | $112.62 | 0.0% | COMMON STOCK USD.01 | 285512109 |
| SHW | SHERWIN WILLIAMS CO/THE | 507 | $182K | 0.0% | $103.46 | +2.9% | COMMON STOCK USD1.0 | 824348106 |
| NSC | NORFOLK SOUTHERN CORP | 1,337 | $177K | 0.0% | $83.99 | +22.3% | COMMON STOCK USD1.0 | 655844108 |
| SPGI | S P GLOBAL INC | 1,111 | $174K | 0.0% | $128.56 | +9.8% | COMMON STOCK USD1.0 | 78409V104 |
| REGN | REGENERON PHARMACEUTICALS | 387 | $173K | 0.0% | $435.19 | +8.7% | COMMON STOCK USD.001 | 75886F107 |
| MKC | MCCORMICK CO NON VTG SHRS | 1,687 | $173K | 0.0% | $41.10 | 0.0% | COMMON STOCK | 579780206 |
| GLW | CORNING INC | 5,768 | $173K | 0.0% | $16.91 | +39.5% | COMMON STOCK USD.5 | 219350105 |
| DE | DEERE CO | 1,369 | $172K | 0.0% | $95.64 | +13.5% | COMMON STOCK USD1.0 | 244199105 |
| PAYX | PAYCHEX INC | 2,853 | $171K | 0.0% | $45.26 | -1.5% | COMMON STOCK USD.01 | 704326107 |
| CDNS | CADENCE DESIGN SYS INC | 4,300 | $170K | 0.0% | $36.84 | 0.0% | COMMON STOCK USD.01 | 127387108 |
| ADM | ARCHER DANIELS MIDLAND CO | 3,794 | $161K | 0.0% | $33.85 | -2.9% | COMMON STOCK | 039483102 |
| — | SAEXPLORATION HOLDINGS INC | 63,709 | $160K | 0.0% | $7.19 | — | COMMON STOCK USD.0001 | 78636X204 |
| — | SUNTRUST BANKS INC | 2,623 | $157K | 0.0% | $57.89 | — | COMMON STOCK USD1.0 | 867914103 |
| — | ALEXION PHARMACEUTICALS INC | 1,111 | $156K | 0.0% | $140.41 | — | COMMON STOCK USD.0001 | 015351109 |
| — | NOBLE ENERGY INC | 5,488 | $156K | 0.0% | $36.64 | — | COMMON STOCK USD.01 | 655044105 |
| ILMN | ILLUMINA INC | 769 | $153K | 0.0% | $186.17 | 0.0% | COMMON STOCK USD.01 | 452327109 |
| — | RAMCO GERSHENSON PROPERTIES | 11,496 | $150K | 0.0% | $16.57 | — | REIT USD.01 | 751452202 |
| DKS | DICK S SPORTING GOODS INC | 5,382 | $145K | 0.0% | $44.07 | -43.9% | COMMON STOCK USD.01 | 253393102 |
| — | TARENA INTERNATIONAL INC ADR | 9,897 | $144K | 0.0% | $18.48 | — | ADR USD.001 | 876108101 |
| PPL | PPL CORP | 3,771 | $143K | 0.0% | $26.26 | +1.0% | COMMON STOCK USD.01 | 69351T106 |
| EW | EDWARDS LIFESCIENCES CORP | 1,299 | $142K | 0.0% | $38.14 | 0.0% | COMMON STOCK USD1.0 | 28176E108 |
| WY | WEYERHAEUSER CO | 4,182 | $142K | 0.0% | $23.95 | -1.2% | REIT USD1.25 | 962166104 |
| ED | CONSOLIDATED EDISON INC | 1,748 | $141K | 0.0% | $59.31 | +3.3% | COMMON STOCK USD.1 | 209115104 |
| CAH | CARDINAL HEALTH INC | 2,109 | $141K | 0.0% | $58.41 | -5.8% | COMMON STOCK | 14149Y108 |
| — | MARATHON OIL CORP | 10,292 | $140K | 0.0% | $11.85 | — | COMMON STOCK USD1.0 | 565849106 |
| MTB | M T BANK CORP | 865 | $139K | 0.0% | $122.39 | +0.0% | COMMON STOCK USD.5 | 55261F104 |
| CAG | CONAGRA BRANDS INC | 4,101 | $138K | 0.0% | $28.35 | -12.5% | COMMON STOCK USD5.0 | 205887102 |
| — | NEWFIELD EXPLORATION CO | 4,613 | $137K | 0.0% | $28.40 | — | COMMON STOCK USD.01 | 651290108 |
| — | ION GEOPHYSICAL CORP | 14,266 | $136K | 0.0% | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| TER | TERADYNE INC | 3,513 | $131K | 0.0% | $18.42 | +79.7% | COMMON STOCK USD.125 | 880770102 |
| DXC | DXC TECHNOLOGY CO | 1,451 | $125K | 0.0% | $64.15 | +5.0% | COMMON STOCK USD.01 | 23355L106 |
| EQT | EQT CORP | 1,830 | $119K | 0.0% | $29.20 | +7.4% | COMMON STOCK | 26884L109 |
| WTW | WILLIS TOWERS WATSON PLC | 728 | $112K | 0.0% | $123.84 | +7.3% | COMMON STOCK USD.000304635 | G96629103 |
| HPE | HEWLETT PACKARD ENTERPRISE | 7,446 | $110K | 0.0% | $10.68 | -1.2% | COMMON STOCK USD.01 | 42824C109 |
| DRI | DARDEN RESTAURANTS INC | 1,384 | $109K | 0.0% | $54.73 | +22.0% | COMMON STOCK | 237194105 |
| DG | DOLLAR GENERAL CORP | 1,351 | $109K | 0.0% | $65.75 | +2.3% | COMMON STOCK USD.875 | 256677105 |
| XRAY | DENTSPLY SIRONA INC | 1,788 | $107K | 0.0% | $63.18 | -5.9% | COMMON STOCK USD.01 | 24906P109 |
| DLTR | DOLLAR TREE INC | 1,225 | $106K | 0.0% | $77.19 | -1.2% | COMMON STOCK USD.01 | 256746108 |
| MSCI | MSCI INC | 900 | $105K | 0.0% | $101.57 | 0.0% | COMMON STOCK USD.01 | 55354G100 |
| TAP | MOLSON COORS BREWING CO B | 1,266 | $103K | 0.0% | $70.63 | 0.0% | COMMON STOCK USD.01 | 60871R209 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 1,000 | $102K | 0.0% | $89.54 | 0.0% | COMMON STOCK USD.01 | 874054109 |
| ADSK | AUTODESK INC | 903 | $101K | 0.0% | $98.95 | +11.5% | COMMON STOCK USD.01 | 052769106 |
| A | AGILENT TECHNOLOGIES INC | 1,570 | $101K | 0.0% | $58.52 | 0.0% | COMMON STOCK USD.01 | 00846U101 |
| LDOS | LEIDOS HOLDINGS INC | 1,700 | $101K | 0.0% | $49.10 | 0.0% | COMMON STOCK USD.0001 | 525327102 |
| MOS | MOSAIC CO/THE | 4,666 | $101K | 0.0% | $20.59 | -8.1% | COMMON STOCK USD.01 | 61945C103 |
| NTRS | NORTHERN TRUST CORP | 1,104 | $101K | 0.0% | $70.42 | +0.9% | COMMON STOCK USD1.667 | 665859104 |
| — | COACH INC | 2,486 | $100K | 0.0% | $47.47 | — | COMMON STOCK USD.01 | 189754104 |
| HRL | HORMEL FOODS CORP | 3,124 | $100K | 0.0% | $26.40 | 0.0% | COMMON STOCK USD.01465 | 440452100 |
| HAS | HASBRO INC | 980 | $96,000 | 0.0% | $76.47 | -1.1% | COMMON STOCK USD.5 | 418056107 |
| SYF | SYNCHRONY FINANCIAL | 3,094 | $96,000 | 0.0% | $24.03 | +1.4% | COMMON STOCK USD.001 | 87165B103 |
| MAS | MASCO CORP | 2,423 | $95,000 | 0.0% | $32.06 | +3.3% | COMMON STOCK USD1.0 | 574599106 |
| EEFT | EURONET WORLDWIDE INC | 980 | $93,000 | 0.0% | $76.11 | +24.5% | COMMON STOCK USD.02 | 298736109 |
| KR | KROGER CO | 4,516 | $91,000 | 0.0% | $23.64 | -20.2% | COMMON STOCK USD1.0 | 501044101 |
| PGR | PROGRESSIVE CORP | 1,878 | $91,000 | 0.0% | $32.08 | +12.6% | COMMON STOCK USD1.0 | 743315103 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 1,604 | $89,000 | 0.0% | $41.04 | +10.2% | COMMON STOCK USD.01 | 416515104 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 1,260 | $88,000 | 0.0% | $61.77 | 0.0% | COMMON STOCK USD.01 | 43300A203 |
| AWK | AMERICAN WATER WORKS CO INC | 1,083 | $88,000 | 0.0% | $69.04 | 0.0% | COMMON STOCK USD.01 | 030420103 |
| — | IHS MARKIT LTD | 1,959 | $86,000 | 0.0% | $43.94 | — | COMMON STOCK USD.01 | G47567105 |
| XEL | XCEL ENERGY INC | 1,803 | $85,000 | 0.0% | $35.30 | +5.0% | COMMON STOCK USD2.5 | 98389B100 |
| KEY | KEYCORP | 4,323 | $81,000 | 0.0% | $12.44 | +0.3% | COMMON STOCK USD1.0 | 493267108 |
| MGM | MGM RESORTS INTERNATIONAL | 2,483 | $81,000 | 0.0% | $30.64 | 0.0% | COMMON STOCK USD.01 | 552953101 |
| EXPE | EXPEDIA INC | 548 | $79,000 | 0.0% | $134.97 | +5.8% | COMMON STOCK USD.001 | 30212P303 |
| — | SYMANTEC CORP | 2,416 | $79,000 | 0.0% | $28.15 | — | COMMON STOCK USD.01 | 871503108 |
| — | L3 TECHNOLOGIES INC | 414 | $78,000 | 0.0% | $165.28 | — | COMMON STOCK USD.01 | 502413107 |
| SEE | SEALED AIR CORP | 1,810 | $77,000 | 0.0% | $37.88 | +0.7% | COMMON STOCK USD.1 | 81211K100 |
| FMC | FMC CORP | 865 | $77,000 | 0.0% | $52.10 | +11.8% | COMMON STOCK USD.1 | 302491303 |
| — | CBS CORP CLASS B NON VOTING | 1,332 | $77,000 | 0.0% | $64.07 | — | COMMON STOCK USD.001 | 124857202 |
| CF | CF INDUSTRIES HOLDINGS INC | 2,157 | $76,000 | 0.0% | $22.01 | +13.2% | COMMON STOCK USD.01 | 125269100 |
| PFG | PRINCIPAL FINANCIAL GROUP | 1,176 | $76,000 | 0.0% | $43.60 | +7.0% | COMMON STOCK USD.01 | 74251V102 |
| AMP | AMERIPRISE FINANCIAL INC | 505 | $75,000 | 0.0% | $107.25 | +10.6% | COMMON STOCK USD.01 | 03076C106 |
| — | XILINX INC | 1,044 | $74,000 | 0.0% | $64.18 | — | COMMON STOCK USD.01 | 983919101 |
| — | LABORATORY CRP OF AMER HLDGS | 488 | $74,000 | 0.0% | $153.69 | — | COMMON STOCK USD.1 | 50540R409 |
| SBAC | SBA COMMUNICATIONS CORP | 506 | $73,000 | 0.0% | $131.50 | 0.0% | REIT USD.01 | 78410G104 |
| VREX | VAREX IMAGING CORP | 2,161 | $73,000 | 0.0% | $31.14 | +0.4% | COMMON STOCK USD.01 | 92214X106 |
| AEE | AMEREN CORPORATION | 1,247 | $72,000 | 0.0% | $43.30 | +4.9% | COMMON STOCK USD.01 | 023608102 |
| IVZ | INVESCO LTD | 2,034 | $71,000 | 0.0% | $21.78 | +5.6% | COMMON STOCK USD.2 | G491BT108 |
| — | MYLAN NV | 2,223 | $70,000 | 0.0% | $38.97 | — | COMMON STOCK EUR.01 | N59465109 |
| — | L BRANDS INC | 1,678 | $70,000 | 0.0% | $53.64 | — | COMMON STOCK USD.5 | 501797104 |
| WAT | WATERS CORP | 388 | $70,000 | 0.0% | $181.32 | 0.0% | COMMON STOCK USD.01 | 941848103 |
| UAL | UNITED CONTINENTAL HOLDINGS | 1,094 | $67,000 | 0.0% | $72.34 | -7.9% | COMMON STOCK USD.01 | 910047109 |
| FLS | FLOWSERVE CORP | 1,558 | $66,000 | 0.0% | $37.29 | -5.2% | COMMON STOCK USD1.25 | 34354P105 |
| FITB | FIFTH THIRD BANCORP | 2,316 | $65,000 | 0.0% | $18.69 | +4.0% | COMMON STOCK | 316773100 |
| WHR | WHIRLPOOL CORP | 352 | $65,000 | 0.0% | $182.93 | -2.3% | COMMON STOCK USD1.0 | 963320106 |
| MTD | METTLER TOLEDO INTERNATIONAL | 104 | $65,000 | 0.0% | $445.16 | +34.9% | COMMON STOCK USD.01 | 592688105 |
| NTAP | NETAPP INC | 1,415 | $62,000 | 0.0% | $23.48 | +41.4% | COMMON STOCK USD.001 | 64110D104 |
| — | DISH NETWORK CORP A | 1,133 | $61,000 | 0.0% | $58.49 | — | COMMON STOCK USD.01 | 25470M109 |
| EFX | EQUIFAX INC | 566 | $60,000 | 0.0% | $122.49 | 0.0% | COMMON STOCK USD1.25 | 294429105 |
| CBOE | CBOE GLOBAL MARKETS INC | 548 | $59,000 | 0.0% | $76.47 | +15.6% | COMMON STOCK | 12503M108 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 193 | $59,000 | 0.0% | $9.28 | -27.4% | COMMON STOCK USD.01 | 169656105 |
| HBAN | HUNTINGTON BANCSHARES INC | 4,061 | $57,000 | 0.0% | $8.96 | +1.3% | COMMON STOCK USD.01 | 446150104 |
| — | GLOBALSTAR INC | 35,000 | $57,000 | 0.0% | $1.60 | — | COMMON STOCK USD.0001 | 378973408 |
| LKQ | LKQ CORP | 1,545 | $56,000 | 0.0% | $27.76 | +10.2% | COMMON STOCK USD.01 | 501889208 |
| RRC | RANGE RESOURCES CORP | 2,752 | $54,000 | 0.0% | $25.21 | -23.3% | COMMON STOCK USD.01 | 75281A109 |
| CINF | CINCINNATI FINANCIAL CORP | 680 | $52,000 | 0.0% | $60.63 | 0.0% | COMMON STOCK USD2.0 | 172062101 |
| — | TWENTY FIRST CENTURY FOX B | 2,017 | $52,000 | 0.0% | $27.82 | — | COMMON STOCK USD.01 | 90130A200 |
| — | TIFFANY CO | 565 | $52,000 | 0.0% | $93.81 | — | COMMON STOCK USD.01 | 886547108 |
| NDAQ | NASDAQ INC | 660 | $51,000 | 0.0% | $20.04 | +8.7% | COMMON STOCK USD.01 | 631103108 |
| — | NIELSEN HOLDINGS PLC | 1,231 | $51,000 | 0.0% | $38.67 | — | COMMON STOCK EUR.07 | G6518L108 |
| — | CENTURYLINK INC | 2,509 | $47,000 | 0.0% | $23.91 | — | COMMON STOCK USD1.0 | 156700106 |
| — | ANSYS INC | 365 | $45,000 | 0.0% | $121.53 | — | COMMON STOCK USD.01 | 03662Q105 |
| FLR | FLUOR CORP | 1,050 | $44,000 | 0.0% | $44.60 | -12.9% | COMMON STOCK USD.01 | 343412102 |
| WYNN | WYNN RESORTS LTD | 291 | $43,000 | 0.0% | $114.20 | +8.8% | COMMON STOCK USD.01 | 983134107 |
| — | SCANA CORP | 875 | $42,000 | 0.0% | $67.43 | — | COMMON STOCK | 80589M102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 792 | $39,000 | 0.0% | $65.71 | -27.2% | COMMON STOCK USD.01 | 00971T101 |
| NWSA | NEWS CORP CLASS A | 2,922 | $39,000 | 0.0% | $12.29 | 0.0% | COMMON STOCK USD.01 | 65249B109 |
| WU | WESTERN UNION CO | 1,991 | $38,000 | 0.0% | $19.09 | — | COMMON STOCK USD.01 | 959802109 |
| — | SEAGATE TECHNOLOGY | 1,013 | $34,000 | 0.0% | $38.76 | — | COMMON STOCK USD.00001 | G7945M107 |
| RJF | RAYMOND JAMES FINANCIAL INC | 400 | $34,000 | 0.0% | $44.22 | +7.4% | COMMON STOCK USD.01 | 754730109 |
| NRG | NRG ENERGY INC | 1,331 | $34,000 | 0.0% | $19.55 | 0.0% | COMMON STOCK USD.01 | 629377508 |
| — | CHESAPEAKE ENERGY CORP | 7,591 | $33,000 | 0.0% | $5.01 | — | COMMON STOCK USD.01 | 165167107 |
| MAC | MACERICH CO/THE | 595 | $33,000 | 0.0% | $61.44 | — | REIT USD.01 | 554382101 |
| QRVO | QORVO INC | 449 | $32,000 | 0.0% | $71.50 | -2.4% | COMMON STOCK USD.0001 | 74736K101 |
| — | XEROX CORP | 963 | $32,000 | 0.0% | $33.23 | — | COMMON STOCK USD1.0 | 984121608 |
| AJG | ARTHUR J GALLAGHER CO | 524 | $32,000 | 0.0% | $49.64 | +4.8% | COMMON STOCK USD1.0 | 363576109 |
| SIG | SIGNET JEWELERS LTD | 463 | $31,000 | 0.0% | $51.09 | +0.8% | COMMON STOCK USD.18 | G81276100 |
| ALK | ALASKA AIR GROUP INC | 408 | $31,000 | 0.0% | $59.16 | +30.9% | COMMON STOCK USD.01 | 011659109 |
| RHI | ROBERT HALF INTL INC | 620 | $31,000 | 0.0% | $46.75 | -1.2% | COMMON STOCK USD.001 | 770323103 |
| — | ENVISION HEALTHCARE CORP | 664 | $30,000 | 0.0% | $63.25 | — | COMMON STOCK | 29414D100 |
| TRIP | TRIPADVISOR INC | 705 | $29,000 | 0.0% | $36.78 | -1.8% | COMMON STOCK USD.001 | 896945201 |
| M | MACY S INC | 1,231 | $27,000 | 0.0% | $41.98 | -47.6% | COMMON STOCK USD.01 | 55616P104 |
| — | VIACOM INC CLASS B | 971 | $27,000 | 0.0% | $33.99 | — | COMMON STOCK USD.001 | 92553P201 |
| — | STERICYCLE INC | 357 | $26,000 | 0.0% | $75.63 | — | COMMON STOCK USD.01 | 858912108 |
| CNO | CNO FINANCIAL GROUP INC | 1,000 | $23,000 | 0.0% | $18.51 | 0.0% | COMMON STOCK USD.01 | 12621E103 |
| — | FOOT LOCKER INC | 503 | $18,000 | 0.0% | $43.44 | — | COMMON STOCK USD.01 | 344849104 |
| KODK | EASTMAN KODAK CO | 2,000 | $15,000 | 0.0% | $25.80 | -67.8% | COMMON STOCK USD.01 | 277461406 |
| — | EASTMAN KODAK CO | 2,771 | $0 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | EASTMAN KODAK CO | 2,771 | $0 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |