Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Jan 31, 2018
Total Value: $4.369B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DOWDUPONT INC | 12,780,670 | $910M | 20.8% | $69.23 | — | COMMON STOCK USD.01 | 26078J100 |
| AAPL | APPLE INC | 566,487 | $95.87M | 2.2% | $22.18 | +76.2% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 908,682 | $77.73M | 1.8% | $37.82 | +99.0% | COMMON STOCK USD.00000625 | 594918104 |
| GOOG | ALPHABET INC CL C | 65,521 | $68.56M | 1.6% | $36.62 | +37.9% | COMMON STOCK USD.001 | 02079K107 |
| AMZN | AMAZON.COM INC | 49,851 | $58.3M | 1.3% | $28.16 | +95.4% | COMMON STOCK USD.01 | 023135106 |
| META | FACEBOOK INC A | 306,038 | $54M | 1.2% | $103.85 | +69.0% | COMMON STOCK USD.000006 | 30303M102 |
| JPM | JPMORGAN CHASE & CO | 492,549 | $52.67M | 1.2% | $43.45 | +87.2% | COMMON STOCK USD1.0 | 46625H100 |
| BAC | BANK OF AMERICA CORP | 1,587,755 | $46.87M | 1.1% | $15.78 | +44.3% | COMMON STOCK USD.01 | 060505104 |
| V | VISA INC CLASS A SHARES | 363,119 | $41.4M | 0.9% | $71.13 | +46.8% | COMMON STOCK USD.0001 | 92826C839 |
| C | CITIGROUP INC | 539,052 | $40.11M | 0.9% | $39.24 | +43.9% | COMMON STOCK USD.01 | 172967424 |
| CVX | CHEVRON CORP | 313,528 | $39.25M | 0.9% | $74.23 | +12.6% | COMMON STOCK USD.75 | 166764100 |
| DAL | DELTA AIR LINES INC | 691,744 | $38.74M | 0.9% | $33.22 | +43.8% | COMMON STOCK USD.0001 | 247361702 |
| JNJ | JOHNSON & JOHNSON | 261,904 | $36.59M | 0.8% | $80.64 | +37.6% | COMMON STOCK USD1.0 | 478160104 |
| UNH | UNITEDHEALTH GROUP INC | 148,107 | $32.65M | 0.7% | $115.96 | +60.5% | COMMON STOCK USD.01 | 91324P102 |
| HD | HOME DEPOT INC | 168,273 | $31.89M | 0.7% | $101.45 | +39.6% | COMMON STOCK USD.05 | 437076102 |
| CMCSA | COMCAST CORP CLASS A | 776,374 | $31.09M | 0.7% | $25.71 | +19.4% | COMMON STOCK USD.01 | 20030N101 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 151,979 | $30.13M | 0.7% | $145.89 | +30.1% | COMMON STOCK USD.0033 | 084670702 |
| XOM | EXXON MOBIL CORP | 339,805 | $28.42M | 0.7% | $52.89 | +8.0% | COMMON STOCK | 30231G102 |
| HON | HONEYWELL INTERNATIONAL INC | 185,123 | $28.39M | 0.6% | $85.59 | +32.5% | COMMON STOCK USD1.0 | 438516106 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 714,226 | $28.32M | 0.6% | $22.21 | — | ADR | 874039100 |
| — | US CONCRETE INC | 325,368 | $27.22M | 0.6% | $21.91 | — | COMMON STOCK USD.001 | 90333L201 |
| UNP | UNION PACIFIC CORP | 178,585 | $23.95M | 0.5% | $77.93 | +29.3% | COMMON STOCK USD2.5 | 907818108 |
| EL | ESTEE LAUDER COMPANIES CL A | 180,065 | $22.91M | 0.5% | $83.81 | +29.5% | COMMON STOCK USD.01 | 518439104 |
| EEM | ISHARES MSCI EMERGING MARKETS | 485,083 | $22.86M | 0.5% | $39.27 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| KO | COCA COLA CO/THE | 491,663 | $22.56M | 0.5% | $29.54 | +20.6% | COMMON STOCK USD.25 | 191216100 |
| TXN | TEXAS INSTRUMENTS INC | 209,841 | $21.92M | 0.5% | $46.75 | +66.1% | COMMON STOCK USD1.0 | 882508104 |
| — | CELGENE CORP | 209,652 | $21.88M | 0.5% | $106.67 | — | COMMON STOCK USD.01 | 151020104 |
| — | TE CONNECTIVITY LTD | 221,781 | $21.08M | 0.5% | $75.51 | — | COMMON STOCK CHF.57 | H84989104 |
| CSCO | CISCO SYSTEMS INC | 543,684 | $20.82M | 0.5% | $23.40 | +19.5% | COMMON STOCK USD.001 | 17275R102 |
| STZ | CONSTELLATION BRANDS INC A | 89,364 | $20.43M | 0.5% | $139.22 | +36.5% | COMMON STOCK USD.01 | 21036P108 |
| PG | PROCTER & GAMBLE CO/THE | 221,586 | $20.36M | 0.5% | $58.38 | +24.4% | COMMON STOCK | 742718109 |
| COF | CAPITAL ONE FINANCIAL CORP | 201,591 | $20.07M | 0.5% | $61.21 | +29.5% | COMMON STOCK USD.01 | 14040H105 |
| ABT | ABBOTT LABORATORIES | 333,388 | $19.03M | 0.4% | $45.24 | +6.4% | COMMON STOCK | 002824100 |
| MRK | MERCK & CO. INC. | 338,002 | $19.02M | 0.4% | $33.48 | +28.4% | COMMON STOCK USD.5 | 58933Y105 |
| ORCL | ORACLE CORP | 402,082 | $19.01M | 0.4% | $29.64 | +46.7% | COMMON STOCK USD.01 | 68389X105 |
| SLB | SCHLUMBERGER LTD | 280,400 | $18.9M | 0.4% | $60.74 | -15.7% | COMMON STOCK USD.01 | 806857108 |
| AIG | AMERICAN INTERNATIONAL GROUP | 307,927 | $18.35M | 0.4% | $50.01 | -0.6% | COMMON STOCK USD2.5 | 026874784 |
| — | BLACKROCK INC | 35,582 | $18.28M | 0.4% | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 103,844 | $17.91M | 0.4% | $141.63 | — | ADR USD.000025 | 01609W102 |
| — | UNITED TECHNOLOGIES CORP | 137,596 | $17.55M | 0.4% | $112.78 | — | COMMON STOCK USD1.0 | 913017109 |
| GS | GOLDMAN SACHS GROUP INC | 68,620 | $17.48M | 0.4% | $158.81 | +29.2% | COMMON STOCK USD.01 | 38141G104 |
| — | INGERSOLL RAND PLC | 183,634 | $16.38M | 0.4% | $68.35 | — | COMMON STOCK USD1.0 | G47791101 |
| GD | GENERAL DYNAMICS CORP | 75,773 | $15.42M | 0.4% | $117.27 | +45.3% | COMMON STOCK USD1.0 | 369550108 |
| T | AT&T INC | 396,341 | $15.41M | 0.4% | $13.41 | +13.7% | COMMON STOCK USD1.0 | 00206R102 |
| EXC | EXELON CORP | 390,412 | $15.39M | 0.4% | $16.37 | +32.3% | COMMON STOCK | 30161N101 |
| COP | CONOCOPHILLIPS | 277,586 | $15.24M | 0.3% | $35.76 | +10.9% | COMMON STOCK USD.01 | 20825C104 |
| AMT | AMERICAN TOWER CORP | 106,091 | $15.14M | 0.3% | $82.56 | +40.2% | REIT USD.01 | 03027X100 |
| CVS | CVS HEALTH CORP | 205,930 | $14.93M | 0.3% | $58.03 | -3.1% | COMMON STOCK USD.01 | 126650100 |
| — | LAM RESEARCH CORP | 80,803 | $14.87M | 0.3% | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| — | CIGNA CORP | 73,231 | $14.87M | 0.3% | $144.55 | — | COMMON STOCK USD.25 | 125509109 |
| ADI | ANALOG DEVICES INC | 166,697 | $14.84M | 0.3% | $73.77 | +3.2% | COMMON STOCK USD.167 | 032654105 |
| — | WESTROCK CO | 225,810 | $14.27M | 0.3% | $44.83 | — | COMMON STOCK | 96145D105 |
| MHK | MOHAWK INDUSTRIES INC | 50,558 | $13.95M | 0.3% | $206.47 | +29.9% | COMMON STOCK USD.01 | 608190104 |
| PPG | PPG INDUSTRIES INC | 117,839 | $13.77M | 0.3% | $88.81 | +11.5% | COMMON STOCK USD1.67 | 693506107 |
| ALLE | ALLEGION PLC | 171,624 | $13.65M | 0.3% | $64.36 | +17.9% | COMMON STOCK USD.01 | G0176J109 |
| BA | BOEING CO/THE | 46,182 | $13.62M | 0.3% | $133.10 | +93.4% | COMMON STOCK USD5.0 | 097023105 |
| EFA | ISHARES MSCI EAFE ETF | 193,191 | $13.58M | 0.3% | $65.97 | — | ISHARES MSCI EAFE ETF | 464287465 |
| PFE | PFIZER INC | 370,773 | $13.43M | 0.3% | $17.78 | +33.8% | COMMON STOCK USD.05 | 717081103 |
| AMAT | APPLIED MATERIALS INC | 261,695 | $13.38M | 0.3% | $30.31 | +63.1% | COMMON STOCK USD.01 | 038222105 |
| VZ | VERIZON COMMUNICATIONS INC | 241,863 | $12.8M | 0.3% | $27.31 | +17.0% | COMMON STOCK USD.1 | 92343V104 |
| SPG | SIMON PROPERTY GROUP INC | 73,990 | $12.71M | 0.3% | $107.06 | -2.2% | REIT USD.0001 | 828806109 |
| PM | PHILIP MORRIS INTERNATIONAL | 119,790 | $12.66M | 0.3% | $59.53 | +16.9% | COMMON STOCK | 718172109 |
| PEP | PEPSICO INC | 103,076 | $12.36M | 0.3% | $71.54 | +24.4% | COMMON STOCK USD.017 | 713448108 |
| LYB | LYONDELLBASELL INDU CL A | 111,319 | $12.28M | 0.3% | $44.41 | +42.9% | COMMON STOCK EUR.04 | N53745100 |
| TX | TERNIUM SA SPONSORED ADR | 376,297 | $11.89M | 0.3% | $25.53 | — | ADR USD1.0 | 880890108 |
| WFC | WELLS FARGO & CO | 193,497 | $11.74M | 0.3% | $37.09 | +21.6% | COMMON STOCK USD1.666 | 949746101 |
| NTES | NETEASE INC ADR | 33,807 | $11.67M | 0.3% | $131.52 | — | ADR USD.0001 | 64110W102 |
| AMGN | AMGEN INC | 66,988 | $11.65M | 0.3% | $117.22 | +17.9% | COMMON STOCK USD.0001 | 031162100 |
| TJX | TJX COMPANIES INC | 150,421 | $11.5M | 0.3% | $31.71 | +2.2% | COMMON STOCK USD1.0 | 872540109 |
| WMT | WAL MART STORES INC | 115,113 | $11.37M | 0.3% | $21.05 | +27.4% | COMMON STOCK USD.1 | 931142103 |
| AME | AMETEK INC | 154,407 | $11.19M | 0.3% | $59.52 | +10.8% | COMMON STOCK USD.01 | 031100100 |
| CAT | CATERPILLAR INC | 70,600 | $11.13M | 0.3% | $96.63 | +20.4% | COMMON STOCK USD1.0 | 149123101 |
| VAW | VANGUARD MATERIALS ETF | 80,182 | $10.96M | 0.3% | $136.70 | — | VANGUARD MATERIALS ETF | 92204A801 |
| BDX | BECTON DICKINSON AND CO | 49,547 | $10.61M | 0.2% | $139.90 | +32.5% | COMMON STOCK USD1.0 | 075887109 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 87,645 | $10.58M | 0.2% | $105.68 | +0.1% | COMMON STOCK USD.01 | 98956P102 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 242,832 | $10.39M | 0.2% | $34.62 | -0.4% | COMMON STOCK | 609207105 |
| EXR | EXTRA SPACE STORAGE INC | 118,820 | $10.39M | 0.2% | $51.85 | +20.0% | REIT USD.01 | 30225T102 |
| CFG | CITIZENS FINANCIAL GROUP | 240,403 | $10.09M | 0.2% | $25.08 | +11.7% | COMMON STOCK USD.01 | 174610105 |
| — | BBVA BANCO FRANCES SA ADR | 398,204 | $10.04M | 0.2% | $25.20 | — | ADR | 07329M100 |
| COST | COSTCO WHOLESALE CORP | 53,888 | $10.03M | 0.2% | $146.55 | +5.4% | COMMON STOCK USD.005 | 22160K105 |
| INTC | INTEL CORP | 213,820 | $9.87M | 0.2% | $21.95 | +66.6% | COMMON STOCK USD.001 | 458140100 |
| AZO | AUTOZONE INC | 13,758 | $9.787M | 0.2% | $673.74 | -5.1% | COMMON STOCK USD.01 | 053332102 |
| NVDA | NVIDIA CORP | 50,181 | $9.71M | 0.2% | $3.66 | +34.3% | COMMON STOCK USD.001 | 67066G104 |
| — | CORESITE REALTY CORP | 84,319 | $9.604M | 0.2% | $90.72 | — | REIT USD.01 | 21870Q105 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 110,033 | $9.6M | 0.2% | $49.76 | — | COMMON STOCK USD.01 | 848574109 |
| CCK | CROWN HOLDINGS INC | 169,171 | $9.516M | 0.2% | $51.56 | +9.0% | COMMON STOCK USD5.0 | 228368106 |
| — | EZCORP INC | 9,250,000 | $9.516M | 0.2% | $0.75 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| FAF | FIRST AMERICAN FINANCIAL | 168,700 | $9.454M | 0.2% | $30.20 | +35.9% | COMMON STOCK USD.00001 | 31847R102 |
| PH | PARKER HANNIFIN CORP | 47,095 | $9.399M | 0.2% | $97.34 | +68.9% | COMMON STOCK USD.5 | 701094104 |
| GOOGL | ALPHABET INC CL A | 8,920 | $9.396M | 0.2% | $37.73 | +35.8% | COMMON STOCK USD.001 | 02079K305 |
| MTZ | MASTEC INC | 190,000 | $9.301M | 0.2% | $44.16 | +1.0% | COMMON STOCK USD.1 | 576323109 |
| OC | OWENS CORNING | 100,700 | $9.258M | 0.2% | $52.29 | +61.1% | COMMON STOCK USD.001 | 690742101 |
| VRSN | VERISIGN INC | 79,928 | $9.147M | 0.2% | $78.57 | +40.8% | COMMON STOCK USD.001 | 92343E102 |
| UGI | UGI CORP | 191,366 | $8.985M | 0.2% | $39.52 | +20.9% | COMMON STOCK | 902681105 |
| MO | ALTRIA GROUP INC | 123,817 | $8.842M | 0.2% | $34.73 | +5.5% | COMMON STOCK USD.333 | 02209S103 |
| ABBV | ABBVIE INC | 91,409 | $8.84M | 0.2% | $41.62 | +60.7% | COMMON STOCK USD.01 | 00287Y109 |
| — | TWENTY FIRST CENTURY FOX A | 253,316 | $8.747M | 0.2% | $29.97 | — | COMMON STOCK USD.01 | 90130A101 |
| DHR | DANAHER CORP | 93,975 | $8.723M | 0.2% | $74.46 | +5.1% | COMMON STOCK USD.01 | 235851102 |
| VOO | VANGUARD S&P 500 ETF | 34,788 | $8.533M | 0.2% | $186.09 | — | VANGUARD S+P 500 ETF | 922908363 |
| — | RED HAT INC | 70,087 | $8.417M | 0.2% | $96.11 | — | COMMON STOCK USD.0001 | 756577102 |
| CL | COLGATE PALMOLIVE CO | 111,335 | $8.4M | 0.2% | $57.09 | +5.6% | COMMON STOCK USD1.0 | 194162103 |
| RLJ | RLJ LODGING TRUST | 375,200 | $8.243M | 0.2% | $22.00 | — | REIT | 74965L101 |
| VLO | VALERO ENERGY CORP | 88,999 | $8.18M | 0.2% | $34.92 | +70.9% | COMMON STOCK USD.01 | 91913Y100 |
| DIS | WALT DISNEY CO/THE | 75,916 | $8.162M | 0.2% | $76.35 | +27.4% | COMMON STOCK USD.01 | 254687106 |
| CTAS | CINTAS CORP | 52,053 | $8.111M | 0.2% | $20.27 | +72.8% | COMMON STOCK | 172908105 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 34,356 | $8.098M | 0.2% | $95.31 | +109.4% | COMMON STOCK USD.01 | 446413106 |
| GM | GENERAL MOTORS CO | 196,904 | $8.071M | 0.2% | $28.08 | +34.8% | COMMON STOCK USD.01 | 37045V100 |
| — | DISCOVER FINANCIAL SERVICES | 104,313 | $8.024M | 0.2% | $61.12 | — | COMMON STOCK USD.01 | 254709108 |
| ESNT | ESSENT GROUP LTD | 182,990 | $7.945M | 0.2% | $20.57 | +89.5% | COMMON STOCK USD.015 | G3198U102 |
| AEP | AMERICAN ELECTRIC POWER | 107,580 | $7.915M | 0.2% | $43.11 | +30.1% | COMMON STOCK USD6.5 | 025537101 |
| — | CDK GLOBAL INC | 110,500 | $7.876M | 0.2% | $64.35 | — | COMMON STOCK USD.01 | 12508E101 |
| ALSN | ALLISON TRANSMISSION HOLDING | 181,700 | $7.826M | 0.2% | $27.86 | +28.6% | COMMON STOCK USD.01 | 01973R101 |
| — | MICHAEL KORS HOLDINGS LTD | 124,314 | $7.826M | 0.2% | $53.85 | — | COMMON STOCK | G60754101 |
| FE | FIRSTENERGY CORP | 255,054 | $7.81M | 0.2% | $21.43 | +8.7% | COMMON STOCK USD.1 | 337932107 |
| MTN | VAIL RESORTS INC | 36,600 | $7.776M | 0.2% | $214.63 | +4.3% | COMMON STOCK USD.01 | 91879Q109 |
| EQIX | EQUINIX INC | 17,032 | $7.719M | 0.2% | $322.05 | +22.9% | REIT USD.001 | 29444U700 |
| — | UNIVAR INC | 244,609 | $7.573M | 0.2% | $28.95 | — | COMMON STOCK USD.01 | 91336L107 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 96,006 | $7.508M | 0.2% | $51.29 | +4.0% | COMMON STOCK USD.01 | 65336K103 |
| CRM | SALESFORCE.COM INC | 73,016 | $7.464M | 0.2% | $100.69 | 0.0% | COMMON STOCK USD.001 | 79466L302 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 95,963 | $7.446M | 0.2% | $55.71 | +22.4% | COMMON STOCK USD.001 | 64125C109 |
| STLD | STEEL DYNAMICS INC | 172,000 | $7.418M | 0.2% | $24.07 | +34.9% | COMMON STOCK USD.005 | 858119100 |
| AAL | AMERICAN AIRLINES GROUP INC | 141,833 | $7.38M | 0.2% | $35.58 | +36.3% | COMMON STOCK | 02376R102 |
| — | HD SUPPLY HOLDINGS INC | 183,900 | $7.362M | 0.2% | $36.07 | — | COMMON STOCK USD.01 | 40416M105 |
| CLX | CLOROX COMPANY | 49,211 | $7.32M | 0.2% | $107.46 | +0.1% | COMMON STOCK USD1.0 | 189054109 |
| MCHP | MICROCHIP TECHNOLOGY INC | 82,888 | $7.284M | 0.2% | $35.92 | +8.3% | COMMON STOCK USD.001 | 595017104 |
| TSN | TYSON FOODS INC CL A | 89,788 | $7.279M | 0.2% | $36.83 | +66.8% | COMMON STOCK USD.1 | 902494103 |
| STT | STATE STREET CORP | 72,565 | $7.083M | 0.2% | $55.74 | +33.5% | COMMON STOCK USD1.0 | 857477103 |
| ADBE | ADOBE SYSTEMS INC | 40,305 | $7.063M | 0.2% | $146.07 | +17.8% | COMMON STOCK USD.0001 | 00724F101 |
| AMG | AFFILIATED MANAGERS GROUP | 34,376 | $7.056M | 0.2% | $151.50 | +24.4% | COMMON STOCK USD.01 | 008252108 |
| PLD | PROLOGIS INC | 108,063 | $6.971M | 0.2% | $34.98 | +48.7% | REIT USD.01 | 74340W103 |
| MMM | 3M CO | 29,531 | $6.951M | 0.2% | $108.04 | +34.2% | COMMON STOCK USD.01 | 88579Y101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 46,171 | $6.919M | 0.2% | $149.43 | -0.9% | COMMON STOCK USD.01 | 92532F100 |
| RDN | RADIAN GROUP INC | 333,599 | $6.875M | 0.2% | $12.46 | +37.0% | COMMON STOCK USD.001 | 750236101 |
| — | LIBERTY INTERACTIVE CORP Q A | 280,541 | $6.851M | 0.2% | $25.77 | — | TRACKING STK USD.01 | 53071M104 |
| RS | RELIANCE STEEL & ALUMINUM | 79,800 | $6.846M | 0.2% | $74.40 | +5.9% | COMMON STOCK | 759509102 |
| ETR | ENTERGY CORP | 83,128 | $6.766M | 0.2% | $24.96 | +23.8% | COMMON STOCK USD.01 | 29364G103 |
| BTU | PEABODY ENERGY CORP | 171,518 | $6.753M | 0.2% | $21.63 | +30.5% | COMMON STOCK | 704551100 |
| HCA | HCA HEALTHCARE INC | 76,855 | $6.751M | 0.2% | $59.73 | +25.0% | COMMON STOCK USD.01 | 40412C101 |
| — | ARRIS INTERNATIONAL PLC | 256,748 | $6.596M | 0.2% | $24.48 | — | COMMON STOCK GBP.0001 | G0551A103 |
| SNA | SNAP ON INC | 37,575 | $6.549M | 0.1% | $111.91 | +17.5% | COMMON STOCK USD1.0 | 833034101 |
| AVB | AVALONBAY COMMUNITIES INC | 36,646 | $6.538M | 0.1% | $132.27 | +3.5% | REIT USD.01 | 053484101 |
| ALL | ALLSTATE CORP | 62,194 | $6.512M | 0.1% | $71.54 | +14.3% | COMMON STOCK USD.01 | 020002101 |
| EMN | EASTMAN CHEMICAL CO | 70,184 | $6.502M | 0.1% | $53.18 | +29.4% | COMMON STOCK USD.01 | 277432100 |
| WDC | WESTERN DIGITAL CORP | 80,715 | $6.419M | 0.1% | $55.01 | +6.3% | COMMON STOCK USD.01 | 958102105 |
| — | ROWAN COMPANIES PLC A | 403,888 | $6.325M | 0.1% | $11.73 | — | COMMON STOCK USD.125 | G7665A101 |
| — | ATHENE HOLDING LTD CLASS A | 122,100 | $6.314M | 0.1% | $51.76 | — | COMMON STOCK | G0684D107 |
| — | COOPER COS INC/THE | 28,960 | $6.31M | 0.1% | $217.56 | — | COMMON STOCK USD.1 | 216648402 |
| EVR | EVERCORE INC A | 69,829 | $6.285M | 0.1% | $54.57 | +27.9% | COMMON STOCK USD.01 | 29977A105 |
| MA | MASTERCARD INC A | 41,246 | $6.243M | 0.1% | $112.96 | +25.9% | COMMON STOCK USD.0001 | 57636Q104 |
| PSA | PUBLIC STORAGE | 29,734 | $6.214M | 0.1% | $129.20 | +17.1% | REIT USD.1 | 74460D109 |
| — | RAYTHEON COMPANY | 33,040 | $6.207M | 0.1% | $118.89 | — | COMMON STOCK USD.01 | 755111507 |
| FBIN | FORTUNE BRANDS HOME & SECURI | 89,540 | $6.128M | 0.1% | $42.37 | +18.5% | COMMON STOCK USD.01 | 34964C106 |
| BC | BRUNSWICK CORP | 110,803 | $6.119M | 0.1% | $37.30 | +25.8% | COMMON STOCK USD.75 | 117043109 |
| — | CALPINE CORP | 403,148 | $6.1M | 0.1% | $16.73 | — | COMMON STOCK USD.001 | 131347304 |
| TOL | TOLL BROTHERS INC | 125,500 | $6.027M | 0.1% | $39.33 | +17.0% | COMMON STOCK USD.01 | 889478103 |
| CTRA | CABOT OIL & GAS CORP | 209,410 | $5.989M | 0.1% | $18.13 | +11.2% | COMMON STOCK USD.1 | 127097103 |
| CRI | CARTER S INC | 50,768 | $5.965M | 0.1% | $67.37 | +21.5% | COMMON STOCK USD.01 | 146229109 |
| — | PS BUSINESS PARKS INC/CA | 47,368 | $5.925M | 0.1% | $113.19 | — | REIT USD.01 | 69360J107 |
| PRU | PRUDENTIAL FINANCIAL INC | 51,467 | $5.918M | 0.1% | $55.24 | +38.0% | COMMON STOCK USD.01 | 744320102 |
| JBL | JABIL INC | 224,800 | $5.901M | 0.1% | $26.18 | +2.7% | COMMON STOCK USD.001 | 466313103 |
| WM | WASTE MANAGEMENT INC | 67,420 | $5.818M | 0.1% | $45.28 | +56.2% | COMMON STOCK USD.01 | 94106L109 |
| — | TRINSEO SA | 80,087 | $5.814M | 0.1% | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| PHM | PULTEGROUP INC | 172,977 | $5.751M | 0.1% | $19.72 | +43.8% | COMMON STOCK USD.01 | 745867101 |
| MKSI | MKS INSTRUMENTS INC | 60,764 | $5.742M | 0.1% | $52.47 | +78.1% | COMMON STOCK | 55306N104 |
| RL | RALPH LAUREN CORP | 55,195 | $5.723M | 0.1% | $71.20 | +10.5% | COMMON STOCK USD.01 | 751212101 |
| — | WALGREENS BOOTS ALLIANCE INC | 78,207 | $5.679M | 0.1% | $79.44 | — | COMMON STOCK USD.01 | 931427108 |
| AMCX | AMC NETWORKS INC A | 105,000 | $5.678M | 0.1% | $60.04 | -11.1% | COMMON STOCK | 00164V103 |
| IQV | IQVIA HOLDINGS INC | 57,492 | $5.628M | 0.1% | $101.80 | 0.0% | COMMON STOCK USD.01 | 46266C105 |
| EWBC | EAST WEST BANCORP INC | 92,449 | $5.624M | 0.1% | $30.99 | +58.0% | COMMON STOCK USD.001 | 27579R104 |
| HPQ | HP INC | 267,135 | $5.613M | 0.1% | $12.33 | +31.8% | COMMON STOCK USD.01 | 40434L105 |
| MCD | MCDONALD S CORP | 32,529 | $5.599M | 0.1% | $90.29 | +53.6% | COMMON STOCK USD.01 | 580135101 |
| GNRC | GENERAC HOLDINGS INC | 113,029 | $5.597M | 0.1% | $39.55 | +25.6% | COMMON STOCK USD.01 | 368736104 |
| ZD | J2 GLOBAL INC | 74,538 | $5.593M | 0.1% | $64.11 | +1.6% | COMMON STOCK USD.01 | 48123V102 |
| — | ENERGY XXI GULF COAST INC | 960,643 | $5.514M | 0.1% | $25.91 | — | COMMON STOCK | 29276K101 |
| ARW | ARROW ELECTRONICS INC | 67,418 | $5.421M | 0.1% | $53.06 | +51.4% | COMMON STOCK USD1.0 | 042735100 |
| HRB | H&R BLOCK INC | 203,886 | $5.346M | 0.1% | $17.21 | +10.0% | COMMON STOCK | 093671105 |
| F | FORD MOTOR CO | 425,387 | $5.313M | 0.1% | $8.21 | -2.4% | COMMON STOCK USD.01 | 345370860 |
| URI | UNITED RENTALS INC | 30,245 | $5.199M | 0.1% | $75.62 | +94.9% | COMMON STOCK USD.01 | 911363109 |
| UNM | UNUM GROUP | 94,287 | $5.175M | 0.1% | $47.94 | +12.0% | COMMON STOCK USD.1 | 91529Y106 |
| MTG | MGIC INVESTMENT CORP | 361,503 | $5.101M | 0.1% | $10.01 | +40.5% | COMMON STOCK USD1.0 | 552848103 |
| PNC | PNC FINANCIAL SERVICES GROUP | 34,936 | $5.041M | 0.1% | $96.42 | +8.5% | COMMON STOCK USD5.0 | 693475105 |
| LNC | LINCOLN NATIONAL CORP | 65,008 | $4.997M | 0.1% | $48.18 | +11.6% | COMMON STOCK | 534187109 |
| ELV | ANTHEM INC | 22,098 | $4.972M | 0.1% | $132.76 | +44.2% | COMMON STOCK USD.01 | 036752103 |
| EXP | EAGLE MATERIALS INC | 43,800 | $4.963M | 0.1% | $97.69 | +6.5% | COMMON STOCK USD.01 | 26969P108 |
| CMI | CUMMINS INC | 27,709 | $4.895M | 0.1% | $110.62 | +24.9% | COMMON STOCK USD2.5 | 231021106 |
| JHG | JANUS HENDERSON GROUP PLC | 127,800 | $4.89M | 0.1% | $33.99 | +6.1% | COMMON STOCK | G4474Y214 |
| — | HESS CORP | 102,922 | $4.886M | 0.1% | $60.81 | — | COMMON STOCK USD1.0 | 42809H107 |
| — | BROADCOM LTD | 18,936 | $4.865M | 0.1% | $225.18 | — | COMMON STOCK | Y09827109 |
| ACM | AECOM | 130,400 | $4.844M | 0.1% | $31.91 | +9.6% | COMMON STOCK USD.01 | 00766T100 |
| BAX | BAXTER INTERNATIONAL INC | 73,992 | $4.783M | 0.1% | $51.05 | +9.3% | COMMON STOCK USD1.0 | 071813109 |
| RITM | NEW RESIDENTIAL INVESTMENT | 267,400 | $4.781M | 0.1% | $15.98 | — | REIT USD.01 | 64828T201 |
| — | FOOT LOCKER INC | 101,472 | $4.757M | 0.1% | $46.86 | — | COMMON STOCK USD.01 | 344849104 |
| — | DYNEGY INC | 399,455 | $4.734M | 0.1% | $17.50 | — | COMMON STOCK USD.01 | 26817R108 |
| AGO | ASSURED GUARANTY LTD | 136,300 | $4.616M | 0.1% | $34.79 | -9.4% | COMMON STOCK USD.01 | G0585R106 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 102,818 | $4.566M | 0.1% | $45.99 | -1.0% | COMMON STOCK USD.01 | 74112D101 |
| OGE | OGE ENERGY CORP | 138,600 | $4.561M | 0.1% | $32.04 | +10.2% | COMMON STOCK USD.01 | 670837103 |
| LEA | LEAR CORP | 25,700 | $4.54M | 0.1% | $100.53 | +48.4% | COMMON STOCK USD.01 | 521865204 |
| — | SYNOVUS FINANCIAL CORP | 94,100 | $4.511M | 0.1% | $43.44 | — | COMMON STOCK USD1.0 | 87161C501 |
| — | CRANE CO | 50,400 | $4.497M | 0.1% | $63.82 | — | COMMON STOCK USD1.0 | 224399105 |
| NXPI | NXP SEMICONDUCTORS NV | 38,400 | $4.496M | 0.1% | $90.44 | +13.5% | COMMON STOCK | N6596X109 |
| BIIB | BIOGEN INC | 14,098 | $4.491M | 0.1% | $318.15 | +0.8% | COMMON STOCK USD.0005 | 09062X103 |
| — | AETNA INC | 24,838 | $4.481M | 0.1% | $177.01 | — | COMMON STOCK USD.01 | 00817Y108 |
| CMA | COMERICA INC | 51,045 | $4.431M | 0.1% | $46.73 | +20.4% | COMMON STOCK USD5.0 | 200340107 |
| HUM | HUMANA INC | 17,660 | $4.381M | 0.1% | $210.89 | +9.3% | COMMON STOCK USD.166 | 444859102 |
| — | LEGG MASON INC | 102,800 | $4.316M | 0.1% | $41.98 | — | COMMON STOCK USD.1 | 524901105 |
| ESS | ESSEX PROPERTY TRUST INC | 17,873 | $4.314M | 0.1% | $167.18 | +14.4% | REIT USD.0001 | 297178105 |
| VTR | VENTAS INC | 71,649 | $4.3M | 0.1% | $44.22 | +0.7% | REIT USD.25 | 92276F100 |
| — | CA INC | 128,835 | $4.288M | 0.1% | $33.04 | — | COMMON STOCK USD.1 | 12673P105 |
| DPZ | DOMINO S PIZZA INC | 22,675 | $4.285M | 0.1% | $170.47 | -0.9% | COMMON STOCK USD.01 | 25754A201 |
| — | MONSANTO CO | 36,588 | $4.273M | 0.1% | $114.68 | — | COMMON STOCK USD.01 | 61166W101 |
| IBM | INTL BUSINESS MACHINES CORP | 27,419 | $4.207M | 0.1% | $104.57 | -2.4% | COMMON STOCK USD.2 | 459200101 |
| — | YY INC ADR | 37,094 | $4.194M | 0.1% | $86.77 | — | ADR USD.00001 | 98426T106 |
| LLY | ELI LILLY & CO | 49,358 | $4.169M | 0.1% | $71.52 | +5.3% | COMMON STOCK | 532457108 |
| — | TCF FINANCIAL CORP | 203,200 | $4.166M | 0.1% | $20.27 | — | COMMON STOCK USD.01 | 872275102 |
| — | MYLAN NV | 98,415 | $4.164M | 0.1% | $42.24 | — | COMMON STOCK EUR.01 | N59465109 |
| CNQ | CANADIAN NATURAL RESOURCES | 116,026 | $4.144M | 0.1% | $10.12 | +13.2% | COMMON STOCK | 136385101 |
| NNN | NATIONAL RETAIL PROPERTIES | 95,877 | $4.135M | 0.1% | $40.51 | — | REIT USD.01 | 637417106 |
| TGT | TARGET CORP | 62,669 | $4.089M | 0.1% | $53.51 | -10.2% | COMMON STOCK USD.0833 | 87612E106 |
| — | WYNDHAM WORLDWIDE CORP | 34,983 | $4.053M | 0.1% | $71.27 | — | COMMON STOCK USD.01 | 98310W108 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 56,933 | $4.043M | 0.1% | $62.47 | +4.3% | COMMON STOCK USD.01 | 192446102 |
| SNX | SYNNEX CORP | 29,700 | $4.038M | 0.1% | $55.66 | +7.9% | COMMON STOCK USD.001 | 87162W100 |
| SWKS | SKYWORKS SOLUTIONS INC | 42,455 | $4.031M | 0.1% | $76.57 | +13.6% | COMMON STOCK USD.25 | 83088M102 |
| — | TIME WARNER INC | 43,333 | $3.964M | 0.1% | $94.93 | — | COMMON STOCK USD.01 | 887317303 |
| AVY | AVERY DENNISON CORP | 34,303 | $3.94M | 0.1% | $69.93 | +33.8% | COMMON STOCK USD1.0 | 053611109 |
| PCAR | PACCAR INC | 54,776 | $3.893M | 0.1% | $33.38 | +2.5% | COMMON STOCK USD1.0 | 693718108 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 234,481 | $3.876M | 0.1% | $16.22 | — | REIT USD.01 | 867892101 |
| — | OWENS ILLINOIS INC | 174,000 | $3.858M | 0.1% | $21.01 | — | COMMON STOCK USD.01 | 690768403 |
| BMY | BRISTOL MYERS SQUIBB CO | 62,623 | $3.838M | 0.1% | $42.00 | +10.6% | COMMON STOCK USD.1 | 110122108 |
| NEE | NEXTERA ENERGY INC | 24,481 | $3.824M | 0.1% | $17.42 | +81.0% | COMMON STOCK USD.01 | 65339F101 |
| GIS | GENERAL MILLS INC | 63,937 | $3.791M | 0.1% | $40.69 | -0.4% | COMMON STOCK USD.1 | 370334104 |
| MPT | MEDICAL PROPERTIES TRUST INC | 274,113 | $3.777M | 0.1% | $13.17 | — | REIT USD.001 | 58463J304 |
| — | HOSPITALITY PROPERTIES TRUST | 124,721 | $3.723M | 0.1% | $28.56 | — | REIT USD.01 | 44106M102 |
| HUN | HUNTSMAN CORP | 110,100 | $3.665M | 0.1% | $24.20 | +26.5% | COMMON STOCK USD.01 | 447011107 |
| — | CITRIX SYSTEMS INC | 41,065 | $3.614M | 0.1% | $75.07 | — | COMMON STOCK USD.001 | 177376100 |
| BKU | BANKUNITED INC | 88,600 | $3.608M | 0.1% | $28.16 | 0.0% | COMMON STOCK USD.01 | 06652K103 |
| PENN | PENN NATIONAL GAMING INC | 113,909 | $3.569M | 0.1% | $26.99 | 0.0% | COMMON STOCK USD.01 | 707569109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 14,072 | $3.567M | 0.1% | $161.28 | +0.3% | COMMON STOCK USD.01 | 018581108 |
| CE | CELANESE CORP SERIES A | 33,100 | $3.544M | 0.1% | $56.76 | +60.2% | COMMON STOCK USD.0001 | 150870103 |
| EQR | EQUITY RESIDENTIAL | 55,501 | $3.539M | 0.1% | $46.22 | +6.7% | REIT USD.01 | 29476L107 |
| — | CENTURYLINK INC | 212,029 | $3.537M | 0.1% | $16.77 | — | COMMON STOCK USD1.0 | 156700106 |
| WELL | WELLTOWER INC | 55,221 | $3.521M | 0.1% | $50.17 | +0.4% | REIT USD1.0 | 95040Q104 |
| — | EXPRESS SCRIPTS HOLDING CO | 46,129 | $3.443M | 0.1% | $76.15 | — | COMMON STOCK USD.01 | 30219G108 |
| RSG | REPUBLIC SERVICES INC | 50,805 | $3.435M | 0.1% | $46.21 | +22.7% | COMMON STOCK USD.01 | 760759100 |
| USB | US BANCORP | 63,896 | $3.424M | 0.1% | $24.91 | +56.7% | COMMON STOCK USD.01 | 902973304 |
| — | SCRIPPS NETWORKS INTER CL A | 39,422 | $3.366M | 0.1% | $70.57 | — | COMMON STOCK USD.01 | 811065101 |
| INTU | INTUIT INC | 21,289 | $3.359M | 0.1% | $98.15 | +46.9% | COMMON STOCK USD.01 | 461202103 |
| KLAC | KLA TENCOR CORP | 31,835 | $3.345M | 0.1% | $89.96 | +3.3% | COMMON STOCK USD.001 | 482480100 |
| — | JACOBS ENGINEERING GROUP INC | 49,279 | $3.25M | 0.1% | $59.94 | — | COMMON STOCK USD1.0 | 469814107 |
| BXP | BOSTON PROPERTIES INC | 24,995 | $3.25M | 0.1% | $83.32 | +4.7% | REIT USD.01 | 101121101 |
| D | DOMINION ENERGY INC | 39,981 | $3.241M | 0.1% | $40.62 | +38.9% | COMMON STOCK | 25746U109 |
| DUK | DUKE ENERGY CORP | 37,867 | $3.185M | 0.1% | $46.80 | +33.9% | COMMON STOCK USD.001 | 26441C204 |
| — | AKORN INC | 98,800 | $3.184M | 0.1% | $33.54 | — | COMMON STOCK | 009728106 |
| CAR | AVIS BUDGET GROUP INC | 70,259 | $3.083M | 0.1% | $35.81 | +5.5% | COMMON STOCK USD.01 | 053774105 |
| LOW | LOWE S COS INC | 33,147 | $3.081M | 0.1% | $61.53 | +15.8% | COMMON STOCK USD.5 | 548661107 |
| GILD | GILEAD SCIENCES INC | 42,902 | $3.073M | 0.1% | $61.69 | -9.4% | COMMON STOCK USD.001 | 375558103 |
| — | SL GREEN REALTY CORP | 30,313 | $3.059M | 0.1% | $105.91 | — | REIT USD.01 | 78440X101 |
| BWA | BORGWARNER INC | 59,843 | $3.057M | 0.1% | $31.75 | +28.3% | COMMON STOCK USD.01 | 099724106 |
| — | HARRIS CORP | 21,577 | $3.056M | 0.1% | $105.03 | — | COMMON STOCK USD1.0 | 413875105 |
| — | MICHAELS COS INC/THE | 121,596 | $2.941M | 0.1% | $21.61 | — | COMMON STOCK USD.06775 | 59408Q106 |
| — | BASIC ENERGY SERVICES INC | 124,850 | $2.93M | 0.1% | $24.75 | — | COMMON STOCK USD.01 | 06985P209 |
| — | KELLOGG CO | 43,070 | $2.928M | 0.1% | $45.40 | -1.5% | COMMON STOCK USD.25 | 487836108 |
| SD | SANDRIDGE ENERGY INC | 138,953 | $2.928M | 0.1% | $21.58 | -13.7% | COMMON STOCK USD.001 | 80007P869 |
| FICO | FAIR ISAAC CORP | 19,060 | $2.92M | 0.1% | $130.23 | +16.2% | COMMON STOCK USD.01 | 303250104 |
| LUV | SOUTHWEST AIRLINES CO | 44,543 | $2.915M | 0.1% | $39.84 | +33.3% | COMMON STOCK USD1.0 | 844741108 |
| — | FEDERAL REALTY INVS TRUST | 21,750 | $2.889M | 0.1% | $135.91 | — | REIT USD.01 | 313747206 |
| CLDT | CHATHAM LODGING TRUST | 124,958 | $2.844M | 0.1% | $20.94 | — | REIT USD.01 | 16208T102 |
| — | APTIV PLC | 33,487 | $2.841M | 0.1% | $84.84 | — | COMMON STOCK USD.01 | G6095L109 |
| — | NIELSEN HOLDINGS PLC | 77,888 | $2.835M | 0.1% | $36.43 | — | COMMON STOCK EUR.07 | G6518L108 |
| — | PACWEST BANCORP | 56,170 | $2.831M | 0.1% | $39.93 | — | COMMON STOCK | 695263103 |
| DLR | DIGITAL REALTY TRUST INC | 24,808 | $2.826M | 0.1% | $78.69 | +12.6% | REIT USD.01 | 253868103 |
| CXW | CORECIVIC INC | 123,974 | $2.789M | 0.1% | $20.26 | -6.1% | REIT USD.01 | 21871N101 |
| — | ROCKWELL COLLINS INC | 20,530 | $2.784M | 0.1% | $130.73 | — | COMMON STOCK USD.01 | 774341101 |
| — | BARNES GROUP INC | 43,900 | $2.778M | 0.1% | $57.32 | — | COMMON STOCK USD.01 | 067806109 |
| QLYS | QUALYS INC | 46,721 | $2.773M | 0.1% | $35.11 | +60.1% | COMMON STOCK USD.001 | 74758T303 |
| RHI | ROBERT HALF INTL INC | 49,049 | $2.724M | 0.1% | $53.12 | +0.2% | COMMON STOCK USD.001 | 770323103 |
| SBH | SALLY BEAUTY HOLDINGS INC | 144,983 | $2.72M | 0.1% | $20.72 | -16.4% | COMMON STOCK USD.01 | 79546E104 |
| — | ASPEN TECHNOLOGY INC | 40,997 | $2.714M | 0.1% | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| AMN | AMN HEALTHCARE SERVICES INC | 55,063 | $2.712M | 0.1% | $34.77 | +31.1% | COMMON STOCK USD.01 | 001744101 |
| DVA | DAVITA INC | 37,436 | $2.705M | 0.1% | $66.21 | -7.0% | COMMON STOCK USD.001 | 23918K108 |
| — | RETAIL OPPORTUNITY INVESTMEN | 135,426 | $2.702M | 0.1% | $16.17 | — | REIT USD.0001 | 76131N101 |
| JKHY | JACK HENRY & ASSOCIATES INC | 23,001 | $2.69M | 0.1% | $65.54 | +54.8% | COMMON STOCK USD.01 | 426281101 |
| INGR | INGREDION INC | 19,200 | $2.684M | 0.1% | $83.42 | +58.2% | COMMON STOCK USD.01 | 457187102 |
| — | CAVIUM INC | 32,000 | $2.683M | 0.1% | $83.84 | — | COMMON STOCK USD.001 | 14964U108 |
| MPC | MARATHON PETROLEUM CORP | 40,052 | $2.643M | 0.1% | $38.10 | +24.6% | COMMON STOCK | 56585A102 |
| — | HSN INC | 65,400 | $2.639M | 0.1% | $38.03 | — | COMMON STOCK USD.01 | 404303109 |
| FCX | FREEPORT MCMORAN INC | 138,805 | $2.632M | 0.1% | $13.06 | +4.8% | COMMON STOCK USD.1 | 35671D857 |
| FISV | FISERV INC | 19,940 | $2.615M | 0.1% | $48.00 | +34.5% | COMMON STOCK USD.01 | 337738108 |
| ITW | ILLINOIS TOOL WORKS | 15,672 | $2.615M | 0.1% | $93.10 | +40.6% | COMMON STOCK USD.01 | 452308109 |
| — | ORBITAL ATK INC | 19,750 | $2.597M | 0.1% | $131.49 | — | COMMON STOCK USD.01 | 68557N103 |
| TROW | T ROWE PRICE GROUP INC | 24,679 | $2.59M | 0.1% | $61.84 | +16.0% | COMMON STOCK USD.2 | 74144T108 |
| — | INTERPUBLIC GROUP OF COS INC | 128,300 | $2.587M | 0.1% | $16.35 | -11.7% | COMMON STOCK USD.1 | 460690100 |
| KMI | KINDER MORGAN INC | 142,908 | $2.582M | 0.1% | $12.39 | -8.0% | COMMON STOCK USD.01 | 49456B101 |
| CNC | CENTENE CORP | 25,456 | $2.568M | 0.1% | $36.77 | +31.7% | COMMON STOCK USD.001 | 15135B101 |
| FFIV | F5 NETWORKS INC | 19,545 | $2.565M | 0.1% | $123.12 | +0.9% | COMMON STOCK | 315616102 |
| GWW | WW GRAINGER INC | 10,844 | $2.562M | 0.1% | $157.36 | +17.3% | COMMON STOCK USD.5 | 384802104 |
| — | CHIMERA INVESTMENT CORP | 138,200 | $2.554M | 0.1% | $17.29 | — | REIT USD.01 | 16934Q208 |
| DIN | DINEEQUITY INC | 50,089 | $2.541M | 0.1% | $33.75 | 0.0% | COMMON STOCK USD.01 | 254423106 |
| NHI | NATL HEALTH INVESTORS INC | 33,600 | $2.533M | 0.1% | $76.92 | — | REIT USD.01 | 63633D104 |
| BIGGQ | BIG LOTS INC | 45,021 | $2.528M | 0.1% | $35.64 | +21.8% | COMMON STOCK USD.01 | 089302103 |
| — | PRAXAIR INC | 16,326 | $2.525M | 0.1% | $118.80 | — | COMMON STOCK USD.01 | 74005P104 |
| DOX | AMDOCS LTD | 38,057 | $2.492M | 0.1% | $46.71 | +18.1% | COMMON STOCK GBP.0001 | G02602103 |
| REG | REGENCY CENTERS CORP | 35,796 | $2.476M | 0.1% | $47.18 | +0.7% | REIT USD.01 | 758849103 |
| TRV | TRAVELERS COS INC/THE | 18,234 | $2.473M | 0.1% | $107.24 | +3.0% | COMMON STOCK | 89417E109 |
| NPO | ENPRO INDUSTRIES INC | 26,409 | $2.47M | 0.1% | $84.73 | 0.0% | COMMON STOCK USD.01 | 29355X107 |
| — | PINNACLE ENTERTAINMENT INC | 74,676 | $2.444M | 0.1% | $16.88 | — | COMMON STOCK USD.01 | 72348Y105 |
| — | TENNECO INC | 41,707 | $2.442M | 0.1% | $58.55 | — | COMMON STOCK USD.01 | 880349105 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 18,668 | $2.438M | 0.1% | $88.58 | +5.6% | REIT USD.01 | 015271109 |
| ENS | ENERSYS | 34,998 | $2.437M | 0.1% | $60.89 | +4.0% | COMMON STOCK USD.01 | 29275Y102 |
| ORA | ORMAT TECHNOLOGIES INC | 38,053 | $2.434M | 0.1% | $34.05 | +76.4% | COMMON STOCK USD.001 | 686688102 |
| POST | POST HOLDINGS INC | 30,500 | $2.417M | 0.1% | $53.71 | -0.9% | COMMON STOCK USD.01 | 737446104 |
| PFG | PRINCIPAL FINANCIAL GROUP | 34,144 | $2.409M | 0.1% | $50.08 | +0.5% | COMMON STOCK USD.01 | 74251V102 |
| — | JUNIPER NETWORKS INC | 84,063 | $2.396M | 0.1% | $27.84 | — | COMMON STOCK USD.00001 | 48203R104 |
| LPX | LOUISIANA PACIFIC CORP | 90,965 | $2.389M | 0.1% | $22.48 | +20.6% | COMMON STOCK USD1.0 | 546347105 |
| CCL | CARNIVAL CORP | 35,751 | $2.373M | 0.1% | $46.49 | +30.7% | COMMON STOCK USD.01 | 143658300 |
| ISRG | INTUITIVE SURGICAL INC | 6,467 | $2.36M | 0.1% | $124.55 | +0.5% | COMMON STOCK USD.001 | 46120E602 |
| GBX | GREENBRIER COMPANIES INC | 44,281 | $2.36M | 0.1% | $30.76 | +27.9% | COMMON STOCK | 393657101 |
| TILE | INTERFACE INC | 93,460 | $2.351M | 0.1% | $17.22 | +36.1% | COMMON STOCK USD.1 | 458665304 |
| MCO | MOODY S CORP | 15,803 | $2.333M | 0.1% | $98.12 | +38.9% | COMMON STOCK USD.01 | 615369105 |
| OKE | ONEOK INC | 43,400 | $2.32M | 0.1% | $29.37 | +9.2% | COMMON STOCK USD.01 | 682680103 |
| HLI | HOULIHAN LOKEY INC | 51,075 | $2.32M | 0.1% | $23.59 | +53.7% | COMMON STOCK USD.001 | 441593100 |
| 1741046D | STERIS PLC | 26,500 | $2.318M | 0.1% | $87.47 | — | COMMON STOCK | G84720104 |
| WMB | WILLIAMS COS INC | 75,997 | $2.317M | 0.1% | $19.21 | -3.2% | COMMON STOCK USD1.0 | 969457100 |
| ODFL | OLD DOMINION FREIGHT LINE | 17,245 | $2.269M | 0.1% | $30.46 | +27.4% | COMMON STOCK USD.1 | 679580100 |
| VNO | VORNADO REALTY TRUST | 28,990 | $2.266M | 0.1% | $99.28 | — | REIT USD.04 | 929042109 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 25,371 | $2.259M | 0.1% | $79.57 | — | REIT USD.01 | 29472R108 |
| HCC | WARRIOR MET COAL INC | 89,510 | $2.251M | 0.1% | $24.18 | +3.8% | COMMON STOCK USD.01 | 93627C101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 11,778 | $2.236M | 0.1% | $151.17 | +24.0% | COMMON STOCK USD1.0 | 883556102 |
| — | HCP INC | 84,740 | $2.21M | 0.1% | $30.22 | — | REIT USD1.0 | 40414L109 |
| GTN | GRAY TELEVISION INC | 131,896 | $2.209M | 0.1% | $15.17 | +3.0% | COMMON STOCK | 389375106 |
| — | PEABODY ENERGY CORP | 29,563 | $2.191M | 0.1% | $57.75 | — | PREFERRED STOCK 8.5 | 704551407 |
| MCK | MCKESSON CORP | 13,995 | $2.183M | 0.0% | $171.36 | -18.9% | COMMON STOCK USD.01 | 58155Q103 |
| FTI | TECHNIPFMC PLC | 69,395 | $2.173M | 0.0% | $21.54 | -11.7% | COMMON STOCK USD1.0 | G87110105 |
| — | ALLERGAN PLC | 13,267 | $2.17M | 0.0% | $277.55 | — | COMMON STOCK USD.0033 | G0177J108 |
| — | GGP INC | 92,640 | $2.167M | 0.0% | $23.26 | — | REIT USD.01 | 36174X101 |
| CPB | CAMPBELL SOUP CO | 44,910 | $2.161M | 0.0% | $43.00 | -15.6% | COMMON STOCK USD.0375 | 134429109 |
| SEI | SOLARIS OILFIELD INFRAST A | 100,101 | $2.143M | 0.0% | $10.25 | +23.1% | COMMON STOCK USD.01 | 83418M103 |
| EPR | EPR PROPERTIES | 32,549 | $2.131M | 0.0% | $59.89 | — | REIT USD.01 | 26884U109 |
| CF | CF INDUSTRIES HOLDINGS INC | 50,073 | $2.13M | 0.0% | $30.36 | +1.2% | COMMON STOCK USD.01 | 125269100 |
| ES | EVERSOURCE ENERGY | 33,647 | $2.126M | 0.0% | $36.33 | +30.8% | COMMON STOCK USD5.0 | 30040W108 |
| CORT | CORCEPT THERAPEUTICS INC | 117,539 | $2.123M | 0.0% | $10.87 | +66.6% | COMMON STOCK USD.001 | 218352102 |
| MUR | MURPHY OIL CORP | 68,300 | $2.121M | 0.0% | $21.51 | -3.6% | COMMON STOCK USD1.0 | 626717102 |
| UDR | UDR INC | 54,713 | $2.108M | 0.0% | $24.80 | +17.0% | REIT USD.01 | 902653104 |
| — | PRICELINE GROUP INC/THE | 1,207 | $2.097M | 0.0% | $1723.81 | — | COMMON STOCK USD.008 | 741503403 |
| OMC | OMNICOM GROUP | 28,750 | $2.094M | 0.0% | $57.22 | -6.4% | COMMON STOCK USD.15 | 681919106 |
| DGX | QUEST DIAGNOSTICS INC | 21,187 | $2.087M | 0.0% | $77.93 | +3.5% | COMMON STOCK USD.01 | 74834L100 |
| JLL | JONES LANG LASALLE INC | 14,000 | $2.085M | 0.0% | $139.61 | 0.0% | COMMON STOCK USD.01 | 48020Q107 |
| — | LUMINEX CORP | 104,249 | $2.054M | 0.0% | $19.70 | — | COMMON STOCK USD.001 | 55027E102 |
| WEC | WEC ENERGY GROUP INC | 30,882 | $2.051M | 0.0% | $38.27 | +35.1% | COMMON STOCK USD.01 | 92939U106 |
| PEB | PEBBLEBROOK HOTEL TRUST | 54,730 | $2.034M | 0.0% | $32.61 | — | REIT USD.01 | 70509V100 |
| — | ANDEAVOR | 17,598 | $2.012M | 0.0% | $103.12 | — | COMMON STOCK USD.167 | 03349M105 |
| CBRE | CBRE GROUP INC A | 46,233 | $2.002M | 0.0% | $35.14 | +18.0% | COMMON STOCK USD.01 | 12504L109 |
| ENTG | ENTEGRIS INC | 65,708 | $2.001M | 0.0% | $29.39 | 0.0% | COMMON STOCK USD.01 | 29362U104 |
| MU | MICRON TECHNOLOGY INC | 48,518 | $1.995M | 0.0% | $19.33 | +117.5% | COMMON STOCK USD.1 | 595112103 |
| BEN | FRANKLIN RESOURCES INC | 45,724 | $1.981M | 0.0% | $30.00 | -7.8% | COMMON STOCK USD.1 | 354613101 |
| DRI | DARDEN RESTAURANTS INC | 20,612 | $1.979M | 0.0% | $66.61 | +1.3% | COMMON STOCK | 237194105 |
| SO | SOUTHERN CO/THE | 41,029 | $1.973M | 0.0% | $28.29 | +28.8% | COMMON STOCK USD5.0 | 842587107 |
| — | HANESBRANDS INC | 94,353 | $1.973M | 0.0% | $23.81 | — | COMMON STOCK USD.01 | 410345102 |
| TTMI | TTM TECHNOLOGIES | 125,483 | $1.966M | 0.0% | $10.95 | +46.8% | COMMON STOCK USD.001 | 87305R109 |
| MAA | MID AMERICA APARTMENT COMM | 19,539 | $1.965M | 0.0% | $66.97 | +17.1% | REIT USD.01 | 59522J103 |
| MRSH | MARSH & MCLENNAN COS | 24,100 | $1.961M | 0.0% | $60.09 | +21.3% | COMMON STOCK USD1.0 | 571748102 |
| — | HUDSON PACIFIC PROPERTIES IN | 57,226 | $1.96M | 0.0% | $34.52 | — | REIT USD.01 | 444097109 |
| — | BED BATH & BEYOND INC | 89,100 | $1.959M | 0.0% | $49.43 | — | COMMON STOCK USD.01 | 075896100 |
| TER | TERADYNE INC | 46,400 | $1.943M | 0.0% | $37.90 | +4.2% | COMMON STOCK USD.125 | 880770102 |
| — | DCT INDUSTRIAL TRUST INC | 33,015 | $1.941M | 0.0% | $54.07 | — | REIT USD.01 | 233153204 |
| APOG | APOGEE ENTERPRISES INC | 42,409 | $1.939M | 0.0% | $39.41 | +1.5% | COMMON STOCK USD.333 | 037598109 |
| PKG | PACKAGING CORP OF AMERICA | 16,043 | $1.934M | 0.0% | $48.02 | +89.3% | COMMON STOCK USD.01 | 695156109 |
| — | REGAL ENTERTAINMENT GROUP A | 84,000 | $1.933M | 0.0% | $23.01 | — | COMMON STOCK USD.001 | 758766109 |
| IMKTA | INGLES MARKETS INC CLASS A | 55,842 | $1.932M | 0.0% | $23.83 | +2.7% | COMMON STOCK USD.05 | 457030104 |
| BBY | BEST BUY CO INC | 28,196 | $1.931M | 0.0% | $23.15 | +89.8% | COMMON STOCK USD.1 | 086516101 |
| — | CAESARS ENTERTAINMENT CORP | 152,485 | $1.929M | 0.0% | $12.65 | — | COMMON STOCK USD.01 | 127686103 |
| — | ADVANCED ACCELERATOR APP ADR | 23,600 | $1.926M | 0.0% | $81.61 | — | ADR EUR.1 | 00790T100 |
| — | SILVER SPRING NETWORKS INC | 118,000 | $1.916M | 0.0% | $16.17 | — | COMMON STOCK USD.001 | 82817Q103 |
| MNST | MONSTER BEVERAGE CORP | 30,167 | $1.909M | 0.0% | $29.95 | 0.0% | COMMON STOCK | 61174X109 |
| — | IGNYTA INC | 71,100 | $1.898M | 0.0% | $26.69 | — | COMMON STOCK | 451731103 |
| — | NCI BUILDING SYSTEMS INC | 98,246 | $1.896M | 0.0% | $14.69 | — | COMMON STOCK USD.01 | 628852204 |
| — | GREAT WESTERN BANCORP INC | 47,551 | $1.893M | 0.0% | $35.57 | — | COMMON STOCK USD.01 | 391416104 |
| MOG/A | MOOG INC CLASS A | 21,615 | $1.877M | 0.0% | $65.63 | +20.8% | COMMON STOCK USD1.0 | 615394202 |
| EEFT | EURONET WORLDWIDE INC | 22,200 | $1.871M | 0.0% | $91.82 | +0.8% | COMMON STOCK USD.02 | 298736109 |
| MATX | MATSON INC | 62,650 | $1.869M | 0.0% | $24.03 | +1.8% | COMMON STOCK | 57686G105 |
| — | BLUEBIRD BIO INC | 10,344 | $1.842M | 0.0% | $120.39 | — | COMMON STOCK USD.01 | 09609G100 |
| CNP | CENTERPOINT ENERGY INC | 64,885 | $1.84M | 0.0% | $22.74 | 0.0% | COMMON STOCK USD.01 | 15189T107 |
| ETN | EATON CORP PLC | 23,241 | $1.836M | 0.0% | $51.54 | +28.6% | COMMON STOCK USD.01 | G29183103 |
| DEI | DOUGLAS EMMETT INC | 44,725 | $1.836M | 0.0% | $39.15 | — | REIT USD.01 | 25960P109 |
| FIX | COMFORT SYSTEMS USA INC | 41,716 | $1.821M | 0.0% | $27.57 | +41.4% | COMMON STOCK USD.01 | 199908104 |
| TRNO | TERRENO REALTY CORP | 51,752 | $1.814M | 0.0% | $28.58 | — | REIT USD.01 | 88146M101 |
| — | NRG YIELD INC CLASS A | 95,245 | $1.795M | 0.0% | $16.62 | — | COMMON STOCK USD.01 | 62942X306 |
| NVR | NVR INC | 500 | $1.754M | 0.0% | $3254.55 | 0.0% | COMMON STOCK USD.01 | 62944T105 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 45,715 | $1.743M | 0.0% | $29.47 | +11.0% | COMMON STOCK USD.01 | 099502106 |
| SJM | JM SMUCKER CO/THE | 13,998 | $1.739M | 0.0% | $101.03 | -15.1% | COMMON STOCK | 832696405 |
| CUBE | CUBESMART | 59,986 | $1.735M | 0.0% | $27.03 | — | REIT USD.01 | 229663109 |
| — | INVESTORS BANCORP INC | 124,324 | $1.726M | 0.0% | $12.04 | — | COMMON STOCK USD.01 | 46146L101 |
| — | LIBERTY PROPERTY TRUST | 39,955 | $1.718M | 0.0% | $40.85 | — | REIT USD.001 | 531172104 |
| HSIC | HENRY SCHEIN INC | 24,472 | $1.71M | 0.0% | $66.67 | -13.0% | COMMON STOCK USD.01 | 806407102 |
| SAM | BOSTON BEER COMPANY INC A | 8,941 | $1.709M | 0.0% | $152.37 | +17.2% | COMMON STOCK USD.01 | 100557107 |
| LGND | LIGAND PHARMACEUTICALS | 12,462 | $1.706M | 0.0% | $58.73 | +47.6% | COMMON STOCK USD.001 | 53220K504 |
| APLE | APPLE HOSPITALITY REIT INC | 86,560 | $1.697M | 0.0% | $19.60 | — | REIT NPV | 03784Y200 |
| CC | CHEMOURS CO/THE | 33,900 | $1.697M | 0.0% | $22.58 | +70.0% | COMMON STOCK | 163851108 |
| — | CAPELLA EDUCATION CO | 21,900 | $1.695M | 0.0% | $77.40 | — | COMMON STOCK USD.01 | 139594105 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 28,000 | $1.695M | 0.0% | $60.54 | — | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| COR | AMERISOURCEBERGEN CORP | 18,302 | $1.68M | 0.0% | $67.08 | -5.5% | COMMON STOCK USD.01 | 03073E105 |
| AMH | AMERICAN HOMES 4 RENT A | 76,878 | $1.679M | 0.0% | $22.04 | — | REIT USD.01 | 02665T306 |
| — | SELECT INCOME REIT | 66,440 | $1.67M | 0.0% | $22.83 | — | REIT USD.01 | 81618T100 |
| INVH | INVITATION HOMES INC | 70,536 | $1.663M | 0.0% | $18.66 | 0.0% | REIT USD.01 | 46187W107 |
| — | DISCOVERY COMMUNICATIONS C | 78,439 | $1.661M | 0.0% | $20.33 | — | COMMON STOCK USD.01 | 25470F302 |
| KFRC | KFORCE INC | 65,546 | $1.655M | 0.0% | $20.00 | +17.6% | COMMON STOCK USD.01 | 493732101 |
| MMI | MARCUS & MILLICHAP INC | 50,731 | $1.654M | 0.0% | $25.85 | +6.7% | COMMON STOCK USD.0001 | 566324109 |
| PIPR | PIPER JAFFRAY COS | 18,968 | $1.636M | 0.0% | $72.11 | 0.0% | COMMON STOCK USD.01 | 724078100 |
| — | BANK OF THE OZARKS | 33,688 | $1.632M | 0.0% | $45.96 | — | COMMON STOCK USD.01 | 063904106 |
| O | REALTY INCOME CORP | 28,192 | $1.608M | 0.0% | $35.89 | +2.3% | REIT USD1.0 | 756109104 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 30,137 | $1.605M | 0.0% | $33.01 | +42.9% | COMMON STOCK USD.001 | 681116109 |
| ACN | ACCENTURE PLC CL A | 10,475 | $1.604M | 0.0% | $85.60 | +50.2% | COMMON STOCK USD.0000225 | G1151C101 |
| — | DR PEPPER SNAPPLE GROUP INC | 16,485 | $1.6M | 0.0% | $65.88 | — | COMMON STOCK USD.01 | 26138E109 |
| HST | HOST HOTELS & RESORTS INC | 80,298 | $1.594M | 0.0% | $12.42 | +15.5% | REIT USD.01 | 44107P104 |
| NSA | NATIONAL STORAGE AFFILIATES | 57,861 | $1.577M | 0.0% | $23.67 | — | REIT USD.01 | 637870106 |
| WKC | WORLD FUEL SERVICES CORP | 55,900 | $1.573M | 0.0% | $43.59 | -30.8% | COMMON STOCK USD.01 | 981475106 |
| CHD | CHURCH & DWIGHT CO INC | 30,910 | $1.551M | 0.0% | $45.28 | -6.5% | COMMON STOCK USD1.0 | 171340102 |
| — | CHESAPEAKE LODGING TRUST | 56,837 | $1.54M | 0.0% | $23.77 | — | REIT USD.01 | 165240102 |
| AXP | AMERICAN EXPRESS CO | 15,501 | $1.539M | 0.0% | $61.83 | +37.9% | COMMON STOCK USD.2 | 025816109 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 78,437 | $1.538M | 0.0% | $20.99 | — | REIT USD.01 | 720190206 |
| — | WADDELL & REED FINANCIAL A | 68,280 | $1.525M | 0.0% | $19.20 | — | COMMON STOCK USD.01 | 930059100 |
| — | GENERAL COMMUNICATION INC A | 39,000 | $1.522M | 0.0% | $36.64 | — | COMMON STOCK | 369385109 |
| — | VEREIT INC | 194,667 | $1.516M | 0.0% | $8.29 | — | REIT USD.01 | 92339V100 |
| XHR | XENIA HOTELS & RESORTS INC | 70,113 | $1.514M | 0.0% | $19.37 | — | REIT USD.01 | 984017103 |
| PTEN | PATTERSON UTI ENERGY INC | 64,844 | $1.492M | 0.0% | $21.57 | -3.9% | COMMON STOCK USD.01 | 703481101 |
| EAT | BRINKER INTERNATIONAL INC | 38,315 | $1.488M | 0.0% | $30.76 | +2.5% | COMMON STOCK USD.1 | 109641100 |
| — | CARE.COM INC | 82,174 | $1.482M | 0.0% | $18.03 | — | COMMON STOCK USD.001 | 141633107 |
| HUBS | HUBSPOT INC | 16,761 | $1.482M | 0.0% | $70.85 | +18.4% | COMMON STOCK USD.001 | 443573100 |
| NSP | INSPERITY INC | 25,820 | $1.481M | 0.0% | $43.27 | 0.0% | COMMON STOCK USD.01 | 45778Q107 |
| GRC | GORMAN RUPP CO | 47,406 | $1.48M | 0.0% | $31.72 | 0.0% | COMMON STOCK | 383082104 |
| HAE | HAEMONETICS CORP/MASS | 25,457 | $1.479M | 0.0% | $52.65 | 0.0% | COMMON STOCK USD.01 | 405024100 |
| — | FOREST CITY REALTY TRUST A | 61,076 | $1.472M | 0.0% | $22.29 | — | REIT USD.01 | 345605109 |
| — | MGM GROWTH PROPERTIES LLC A | 50,428 | $1.47M | 0.0% | $29.18 | — | REIT | 55303A105 |
| SIG | SIGNET JEWELERS LTD | 25,998 | $1.47M | 0.0% | $51.40 | +0.0% | COMMON STOCK USD.18 | G81276100 |
| — | THIRD POINT REINSURANCE LTD | 99,664 | $1.46M | 0.0% | $13.90 | — | COMMON STOCK USD.1 | G8827U100 |
| — | TRIBUNE MEDIA CO A | 34,100 | $1.448M | 0.0% | $40.76 | — | COMMON STOCK | 896047503 |
| MEI | METHODE ELECTRONICS INC | 35,962 | $1.442M | 0.0% | $30.76 | +20.2% | COMMON STOCK USD.5 | 591520200 |
| — | OM ASSET MANAGEMENT PLC | 85,585 | $1.434M | 0.0% | $16.76 | — | COMMON STOCK USD.001 | G67506108 |
| LW | LAMB WESTON HOLDINGS INC | 25,400 | $1.434M | 0.0% | $34.83 | +34.2% | COMMON STOCK USD1.0 | 513272104 |
| CPT | CAMDEN PROPERTY TRUST | 15,561 | $1.433M | 0.0% | $58.23 | +20.5% | REIT USD.01 | 133131102 |
| OSUR | ORASURE TECHNOLOGIES INC | 75,841 | $1.43M | 0.0% | $6.72 | +169.4% | COMMON STOCK USD.000001 | 68554V108 |
| SRE | SEMPRA ENERGY | 13,324 | $1.425M | 0.0% | $32.36 | +37.7% | COMMON STOCK | 816851109 |
| OGS | ONE GAS INC | 19,202 | $1.407M | 0.0% | $64.28 | +17.9% | COMMON STOCK | 68235P108 |
| MDT | MEDTRONIC PLC | 17,400 | $1.405M | 0.0% | $60.39 | +7.6% | COMMON STOCK USD.1 | G5960L103 |
| FORM | FORMFACTOR INC | 89,087 | $1.394M | 0.0% | $12.90 | +29.8% | COMMON STOCK USD.001 | 346375108 |
| — | UMPQUA HOLDINGS CORP | 66,770 | $1.389M | 0.0% | $16.43 | — | COMMON STOCK | 904214103 |
| OHI | OMEGA HEALTHCARE INVESTORS | 49,566 | $1.365M | 0.0% | $35.28 | — | REIT USD.1 | 681936100 |
| FIVN | FIVE9 INC | 54,703 | $1.361M | 0.0% | $20.49 | +20.4% | COMMON STOCK USD.001 | 338307101 |
| ORLY | O REILLY AUTOMOTIVE INC | 5,635 | $1.355M | 0.0% | $16.33 | -8.8% | COMMON STOCK USD.01 | 67103H107 |
| — | CANTEL MEDICAL CORP | 13,120 | $1.35M | 0.0% | $97.88 | — | COMMON STOCK USD.1 | 138098108 |
| — | QUIDEL CORP | 31,111 | $1.349M | 0.0% | $27.15 | — | COMMON STOCK USD.001 | 74838J101 |
| TMUS | T MOBILE US INC | 21,200 | $1.346M | 0.0% | $60.65 | -2.8% | COMMON STOCK USD.0001 | 872590104 |
| — | MERIDIAN BANCORP INC | 65,166 | $1.342M | 0.0% | $15.55 | — | COMMON STOCK | 58958U103 |
| NDSN | NORDSON CORP | 9,170 | $1.342M | 0.0% | $90.46 | +30.2% | COMMON STOCK | 655663102 |
| WPC | WP CAREY INC | 19,443 | $1.34M | 0.0% | $68.64 | — | REIT USD.001 | 92936U109 |
| SYY | SYSCO CORP | 22,002 | $1.336M | 0.0% | $36.56 | +25.3% | COMMON STOCK USD1.0 | 871829107 |
| HTH | HILLTOP HOLDINGS INC | 52,218 | $1.323M | 0.0% | $24.52 | 0.0% | COMMON STOCK USD.01 | 432748101 |
| — | LANNETT CO INC | 56,934 | $1.321M | 0.0% | $23.20 | — | COMMON STOCK USD.001 | 516012101 |
| PFGC | PERFORMANCE FOOD GROUP CO | 39,640 | $1.312M | 0.0% | $29.33 | 0.0% | COMMON STOCK USD.01 | 71377A103 |
| INN | SUMMIT HOTEL PROPERTIES INC | 85,886 | $1.308M | 0.0% | $15.63 | — | REIT | 866082100 |
| — | STORE CAPITAL CORP | 50,129 | $1.305M | 0.0% | $24.25 | — | REIT USD.01 | 862121100 |
| SCHW | SCHWAB (CHARLES) CORP | 25,275 | $1.298M | 0.0% | $36.53 | +15.3% | COMMON STOCK USD.01 | 808513105 |
| — | SPARTON CORP | 56,000 | $1.291M | 0.0% | $23.21 | — | COMMON STOCK USD1.25 | 847235108 |
| ARCB | ARCBEST CORP | 35,907 | $1.284M | 0.0% | $23.95 | +34.4% | COMMON STOCK USD.01 | 03937C105 |
| — | GLOBAL BRASS & COPPER HOLDIN | 38,776 | $1.283M | 0.0% | $33.09 | — | COMMON STOCK USD.01 | 37953G103 |
| LZB | LA Z BOY INC | 40,765 | $1.272M | 0.0% | $27.44 | +5.1% | COMMON STOCK USD1.0 | 505336107 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 22,168 | $1.266M | 0.0% | $26.42 | +8.7% | COMMON STOCK USD.01 | 828730200 |
| VYX | NCR CORPORATION | 37,100 | $1.261M | 0.0% | $17.44 | +16.4% | COMMON STOCK USD.01 | 62886E108 |
| TFIN | TRIUMPH BANCORP INC | 40,010 | $1.26M | 0.0% | $28.04 | +12.6% | COMMON STOCK USD.01 | 89679E300 |
| CRL | CHARLES RIVER LABORATORIES | 11,500 | $1.259M | 0.0% | $83.32 | +30.6% | COMMON STOCK USD.01 | 159864107 |
| NEM | NEWMONT MINING CORP | 33,520 | $1.258M | 0.0% | $27.14 | +7.3% | COMMON STOCK USD1.6 | 651639106 |
| — | ADTRAN INC | 64,419 | $1.247M | 0.0% | $24.00 | — | COMMON STOCK USD.01 | 00738A106 |
| — | TECH DATA CORP | 12,602 | $1.235M | 0.0% | $96.20 | — | COMMON STOCK USD.0015 | 878237106 |
| ENVA | ENOVA INTERNATIONAL INC | 81,075 | $1.232M | 0.0% | $13.59 | +8.0% | COMMON STOCK USD.00001 | 29357K103 |
| DHI | DR HORTON INC | 24,066 | $1.229M | 0.0% | $25.94 | +64.2% | COMMON STOCK USD.01 | 23331A109 |
| EIX | EDISON INTERNATIONAL | 19,411 | $1.228M | 0.0% | $40.68 | +32.1% | COMMON STOCK | 281020107 |
| UTHR | UNITED THERAPEUTICS CORP | 8,300 | $1.228M | 0.0% | $108.27 | +17.4% | COMMON STOCK USD.01 | 91307C102 |
| — | DUKE REALTY CORP | 45,073 | $1.226M | 0.0% | $28.33 | — | REIT USD.01 | 264411505 |
| — | BEACON ROOFING SUPPLY INC | 18,700 | $1.192M | 0.0% | $63.74 | — | COMMON STOCK USD.01 | 073685109 |
| CMRE | COSTAMARE INC | 206,436 | $1.191M | 0.0% | $4.84 | -11.2% | COMMON STOCK USD.0001 | Y1771G102 |
| — | SCHNITZER STEEL INDS INC A | 35,506 | $1.189M | 0.0% | $33.49 | — | COMMON STOCK USD1.0 | 806882106 |
| SRPT | SAREPTA THERAPEUTICS INC | 21,369 | $1.189M | 0.0% | $45.32 | +16.9% | COMMON STOCK USD.0001 | 803607100 |
| THO | THOR INDUSTRIES INC | 7,885 | $1.188M | 0.0% | $76.33 | +53.7% | COMMON STOCK USD.1 | 885160101 |
| EBS | EMERGENT BIOSOLUTIONS INC | 25,493 | $1.185M | 0.0% | $42.09 | 0.0% | COMMON STOCK USD.001 | 29089Q105 |
| — | HOLLYFRONTIER CORP | 23,000 | $1.178M | 0.0% | $38.93 | — | COMMON STOCK USD.01 | 436106108 |
| ANIP | ANI PHARMACEUTICALS INC | 18,251 | $1.176M | 0.0% | $55.39 | +12.3% | COMMON STOCK USD.0001 | 00182C103 |
| KIM | KIMCO REALTY CORP | 64,759 | $1.175M | 0.0% | $12.70 | -1.9% | REIT USD.01 | 49446R109 |
| EXAS | EXACT SCIENCES CORP | 22,279 | $1.171M | 0.0% | $42.12 | +26.8% | COMMON STOCK USD.01 | 30063P105 |
| — | E TRADE FINANCIAL CORP | 23,624 | $1.171M | 0.0% | $18.31 | — | COMMON STOCK USD.01 | 269246401 |
| MDXG | MIMEDX GROUP INC | 92,307 | $1.164M | 0.0% | $8.87 | +37.5% | COMMON STOCK USD.001 | 602496101 |
| — | TOTAL SYSTEM SERVICES INC | 14,550 | $1.151M | 0.0% | $58.26 | — | COMMON STOCK USD.1 | 891906109 |
| CPRT | COPART INC | 26,592 | $1.149M | 0.0% | $7.23 | +34.7% | COMMON STOCK | 217204106 |
| — | NANOMETRICS INC | 45,895 | $1.144M | 0.0% | $29.96 | — | COMMON STOCK | 630077105 |
| — | US SILICA HOLDINGS INC | 34,614 | $1.127M | 0.0% | $31.06 | — | COMMON STOCK USD.01 | 90346E103 |
| VNDA | VANDA PHARMACEUTICALS INC | 73,870 | $1.123M | 0.0% | $16.73 | -11.3% | COMMON STOCK USD.001 | 921659108 |
| HTB | HOMETRUST BANCSHARES INC | 43,579 | $1.122M | 0.0% | $24.58 | +6.8% | COMMON STOCK | 437872104 |
| MYGN | MYRIAD GENETICS INC | 32,480 | $1.116M | 0.0% | $23.86 | +41.4% | COMMON STOCK USD.01 | 62855J104 |
| — | HRG GROUP INC | 65,100 | $1.103M | 0.0% | $15.61 | — | COMMON STOCK USD.01 | 40434J100 |
| — | GENOMIC HEALTH INC | 32,253 | $1.103M | 0.0% | $34.20 | — | COMMON STOCK USD.0001 | 37244C101 |
| — | CAESARS ENTERTAIN CORP | 569,099 | $1.101M | 0.0% | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| — | TIER REIT INC | 53,965 | $1.1M | 0.0% | $19.31 | — | REIT USD.0001 | 88650V208 |
| GKOS | GLAUKOS CORP | 42,085 | $1.079M | 0.0% | $34.15 | -12.9% | COMMON STOCK USD.001 | 377322102 |
| ROST | ROSS STORES INC | 13,432 | $1.078M | 0.0% | $54.11 | +19.2% | COMMON STOCK USD.01 | 778296103 |
| ROK | ROCKWELL AUTOMATION INC | 5,392 | $1.059M | 0.0% | $127.56 | +28.5% | COMMON STOCK USD1.0 | 773903109 |
| — | RAMCO GERSHENSON PROPERTIES | 70,896 | $1.044M | 0.0% | $15.03 | — | REIT USD.01 | 751452202 |
| MS | MORGAN STANLEY | 19,716 | $1.034M | 0.0% | $27.86 | +42.6% | COMMON STOCK USD.01 | 617446448 |
| DTE | DTE ENERGY COMPANY | 9,367 | $1.025M | 0.0% | $43.35 | +66.8% | COMMON STOCK | 233331107 |
| LBRDK | LIBERTY BROADBAND C | 12,000 | $1.022M | 0.0% | $83.34 | 0.0% | COMMON STOCK USD.01 | 530307305 |
| — | BIOVERATIV INC | 18,900 | $1.019M | 0.0% | $54.58 | — | COMMON STOCK USD.001 | 09075E100 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR | 61,578 | $1.007M | 0.0% | $16.75 | +4.5% | COMMON STOCK | G6331P104 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 8,746 | $1.006M | 0.0% | $82.83 | +20.7% | COMMON STOCK USD.01 | 445658107 |
| — | REALOGY HOLDINGS CORP | 37,600 | $996K | 0.0% | $29.60 | — | COMMON STOCK USD.01 | 75605Y106 |
| RNG | RINGCENTRAL INC CLASS A | 20,551 | $995K | 0.0% | $45.52 | 0.0% | COMMON STOCK USD.0001 | 76680R206 |
| SUI | SUN COMMUNITIES INC | 10,696 | $992K | 0.0% | $92.74 | — | REIT USD.01 | 866674104 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $988K | 0.0% | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| LII | LENNOX INTERNATIONAL INC | 4,705 | $980K | 0.0% | $136.91 | +29.1% | COMMON STOCK USD.01 | 526107107 |
| HALO | HALOZYME THERAPEUTICS INC | 48,270 | $978K | 0.0% | $12.50 | +47.1% | COMMON STOCK USD.001 | 40637H109 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 23,174 | $974K | 0.0% | $37.28 | +5.1% | COMMON STOCK USD.01 | 00737L103 |
| SCVL | SHOE CARNIVAL INC | 36,400 | $974K | 0.0% | $9.28 | +24.9% | COMMON STOCK USD.01 | 824889109 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 14,119 | $974K | 0.0% | $62.86 | — | REIT USD.01 | 78377T107 |
| — | CONCERT PHARMACEUTICALS INC | 37,494 | $970K | 0.0% | $25.87 | — | COMMON STOCK USD.001 | 206022105 |
| KSS | KOHLS CORP | 17,837 | $967K | 0.0% | $57.27 | -19.6% | COMMON STOCK USD.01 | 500255104 |
| — | MACQUARIE INFRASTRUCTURE COR | 15,000 | $963K | 0.0% | $77.86 | — | COMMON STOCK USD.001 | 55608B105 |
| — | VARIAN MEDICAL SYSTEMS INC | 8,620 | $958K | 0.0% | $97.55 | — | COMMON STOCK USD1.0 | 92220P105 |
| MMS | MAXIMUS INC | 13,370 | $957K | 0.0% | $55.74 | +20.8% | COMMON STOCK | 577933104 |
| — | WELBILT INC | 40,563 | $954K | 0.0% | $19.62 | — | COMMON STOCK USD.01 | 949090104 |
| — | FLIR SYSTEMS INC | 20,177 | $941K | 0.0% | $36.29 | — | COMMON STOCK USD.01 | 302445101 |
| LEU | CENTRUS ENERGY CORP CLASS A | 234,186 | $939K | 0.0% | $51.25 | -92.1% | COMMON STOCK USD.1 | 15643U104 |
| — | MASONITE INTERNATIONAL CORP | 12,661 | $939K | 0.0% | $74.16 | — | COMMON STOCK | 575385109 |
| MIDD | MIDDLEBY CORP | 6,938 | $936K | 0.0% | $125.87 | -2.8% | COMMON STOCK USD.01 | 596278101 |
| — | PRA HEALTH SCIENCES INC | 10,261 | $934K | 0.0% | $91.02 | — | COMMON STOCK USD.01 | 69354M108 |
| BBT | BERKSHIRE HILLS BANCORP INC | 25,444 | $931K | 0.0% | $29.75 | 0.0% | COMMON STOCK USD.01 | 084680107 |
| IRM | IRON MOUNTAIN INC | 24,509 | $925K | 0.0% | $21.54 | +17.0% | REIT USD.01 | 46284V101 |
| WLK | WESTLAKE CHEMICAL CORP | 8,654 | $922K | 0.0% | $47.64 | +71.7% | COMMON STOCK USD.01 | 960413102 |
| FHI | FEDERATED INVESTORS INC CL B | 25,455 | $918K | 0.0% | $17.35 | +30.2% | COMMON STOCK | 314211103 |
| DCH | AMERICAN AXLE & MFG HOLDINGS | 53,703 | $915K | 0.0% | $15.37 | +15.1% | COMMON STOCK USD.01 | 024061103 |
| DOV | DOVER CORP | 9,063 | $915K | 0.0% | $51.32 | +32.7% | COMMON STOCK USD1.0 | 260003108 |
| MHO | M/I HOMES INC | 26,548 | $913K | 0.0% | $27.19 | +20.1% | COMMON STOCK USD.01 | 55305B101 |
| STC | STEWART INFORMATION SERVICES | 21,550 | $912K | 0.0% | $35.63 | +10.8% | COMMON STOCK USD1.0 | 860372101 |
| CRUS | CIRRUS LOGIC INC | 17,352 | $900K | 0.0% | $28.29 | +90.9% | COMMON STOCK USD.001 | 172755100 |
| — | FCB FINANCIAL HOLDINGS CL A | 17,680 | $898K | 0.0% | $47.71 | — | COMMON STOCK USD.001 | 30255G103 |
| XPO | XPO LOGISTICS INC | 9,794 | $897K | 0.0% | $20.94 | +22.1% | COMMON STOCK USD.001 | 983793100 |
| — | QUANTUM CORP | 159,005 | $895K | 0.0% | $5.63 | — | COMMON STOCK USD.01 | 747906501 |
| WOR | WORTHINGTON INDUSTRIES | 20,200 | $890K | 0.0% | $19.51 | +36.9% | COMMON STOCK | 981811102 |
| HIW | HIGHWOODS PROPERTIES INC | 17,468 | $889K | 0.0% | $50.96 | — | REIT USD.01 | 431284108 |
| EXEL | EXELIXIS INC | 29,167 | $887K | 0.0% | $21.16 | +25.7% | COMMON STOCK USD.001 | 30161Q104 |
| — | ORBOTECH LTD | 17,370 | $873K | 0.0% | $32.35 | — | COMMON STOCK USD.14 | M75253100 |
| ITGR | INTEGER HOLDINGS CORP | 19,274 | $873K | 0.0% | $34.94 | +39.4% | COMMON STOCK USD.001 | 45826H109 |
| WTFC | WINTRUST FINANCIAL CORP | 10,537 | $868K | 0.0% | $80.52 | 0.0% | COMMON STOCK | 97650W108 |
| IDCC | INTERDIGITAL INC | 11,307 | $861K | 0.0% | $74.74 | 0.0% | COMMON STOCK USD.01 | 45867G101 |
| ADNT | ADIENT PLC | 10,904 | $858K | 0.0% | $65.13 | +22.2% | COMMON STOCK USD.001 | G0084W101 |
| TTC | TORO CO | 13,100 | $855K | 0.0% | $63.40 | 0.0% | COMMON STOCK USD1.0 | 891092108 |
| — | ACTIVISION BLIZZARD INC | 13,475 | $853K | 0.0% | $64.23 | — | COMMON STOCK USD.000001 | 00507V109 |
| UHS | UNIVERSAL HEALTH SERVICES B | 7,480 | $848K | 0.0% | $113.34 | -9.0% | COMMON STOCK USD.01 | 913903100 |
| PII | POLARIS INDUSTRIES INC | 6,754 | $837K | 0.0% | $82.16 | +44.4% | COMMON STOCK USD.01 | 731068102 |
| BRX | BRIXMOR PROPERTY GROUP INC | 44,735 | $835K | 0.0% | $20.95 | — | REIT USD.01 | 11120U105 |
| ACGL | ARCH CAPITAL GROUP LTD | 9,164 | $832K | 0.0% | $30.68 | -0.9% | COMMON STOCK USD.01 | G0450A105 |
| — | FIBROGEN INC | 17,490 | $829K | 0.0% | $32.29 | — | COMMON STOCK USD.01 | 31572Q808 |
| — | SENIOR HOUSING PROP TRUST | 43,100 | $825K | 0.0% | $21.22 | — | REIT USD.01 | 81721M109 |
| CPS | COOPER STANDARD HOLDING | 6,703 | $821K | 0.0% | $107.10 | +10.0% | COMMON STOCK USD.001 | 21676P103 |
| — | PEOPLE S UTAH BANCORP | 27,005 | $818K | 0.0% | $26.70 | — | COMMON STOCK USD.01 | 712706209 |
| FR | FIRST INDUSTRIAL REALTY TR | 25,710 | $809K | 0.0% | $28.40 | — | REIT USD.01 | 32054K103 |
| EGRX | EAGLE PHARMACEUTICALS INC | 15,135 | $809K | 0.0% | $55.65 | 0.0% | COMMON STOCK USD.001 | 269796108 |
| WRB | WR BERKLEY CORP | 11,235 | $805K | 0.0% | $14.61 | +16.3% | COMMON STOCK USD.2 | 084423102 |
| — | SOTHEBY S | 15,400 | $795K | 0.0% | $51.62 | — | COMMON STOCK USD.01 | 835898107 |
| GIII | G III APPAREL GROUP LTD | 21,179 | $781K | 0.0% | $26.27 | +10.8% | COMMON STOCK USD.01 | 36237H101 |
| — | SYNTEL INC | 33,919 | $780K | 0.0% | $23.00 | — | COMMON STOCK | 87162H103 |
| CHE | CHEMED CORP | 3,204 | $779K | 0.0% | $142.14 | +55.5% | COMMON STOCK USD1.0 | 16359R103 |
| SBRA | SABRA HEALTH CARE REIT INC | 41,369 | $776K | 0.0% | $24.50 | — | REIT USD.01 | 78573L106 |
| IPGP | IPG PHOTONICS CORP | 3,596 | $770K | 0.0% | $93.27 | +127.6% | COMMON STOCK USD.0001 | 44980X109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 4,226 | $766K | 0.0% | $145.30 | +20.9% | COMMON STOCK USD.01 | 879360105 |
| CVI | CVR ENERGY INC | 20,406 | $760K | 0.0% | $10.83 | +51.7% | COMMON STOCK USD.01 | 12662P108 |
| VRNS | VARONIS SYSTEMS INC | 15,608 | $758K | 0.0% | $11.43 | +37.3% | COMMON STOCK USD.001 | 922280102 |
| — | BAZAARVOICE INC | 136,962 | $746K | 0.0% | $5.45 | — | COMMON STOCK USD.0001 | 073271108 |
| VAC | MARRIOTT VACATIONS WORLD | 5,499 | $744K | 0.0% | $54.53 | +141.9% | COMMON STOCK USD.01 | 57164Y107 |
| — | PHYSICIANS REALTY TRUST | 41,332 | $744K | 0.0% | $18.00 | — | REIT USD.01 | 71943U104 |
| — | LEGACYTEXAS FINANCIAL GROUP | 17,541 | $740K | 0.0% | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| IEX | IDEX CORP | 5,532 | $730K | 0.0% | $80.87 | +44.2% | COMMON STOCK USD.01 | 45167R104 |
| BOH | BANK OF HAWAII CORP | 8,509 | $729K | 0.0% | $57.74 | +5.3% | COMMON STOCK USD.01 | 062540109 |
| — | ALLEGHANY CORP | 1,223 | $729K | 0.0% | $608.34 | — | COMMON STOCK USD1.0 | 017175100 |
| SEIC | SEI INVESTMENTS COMPANY | 10,013 | $720K | 0.0% | $41.56 | +44.8% | COMMON STOCK USD.01 | 784117103 |
| — | CEDAR REALTY TRUST INC | 117,486 | $714K | 0.0% | $4.97 | — | REIT USD.06 | 150602209 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 18,131 | $713K | 0.0% | $39.32 | — | COMMON STOCK USD.001 | 37890U108 |
| FIZZ | NATIONAL BEVERAGE CORP | 7,196 | $701K | 0.0% | $41.00 | 0.0% | COMMON STOCK USD.01 | 635017106 |
| — | ENVESTNET INC | 14,000 | $698K | 0.0% | $35.29 | — | COMMON STOCK | 29404K106 |
| EXPD | EXPEDITORS INTL WASH INC | 10,771 | $697K | 0.0% | $48.35 | +14.7% | COMMON STOCK USD.01 | 302130109 |
| — | TRITON INTERNATIONAL LTD/BER | 18,581 | $696K | 0.0% | $35.24 | — | COMMON STOCK USD.01 | G9078F107 |
| — | MCDERMOTT INTL INC | 105,128 | $692K | 0.0% | $7.17 | — | COMMON STOCK USD1.0 | 580037109 |
| CHH | CHOICE HOTELS INTL INC | 8,907 | $691K | 0.0% | $46.12 | +47.7% | COMMON STOCK USD.01 | 169905106 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 18,130 | $689K | 0.0% | $29.02 | +38.5% | COMMON STOCK | 760281204 |
| — | ARRAY BIOPHARMA INC | 53,693 | $687K | 0.0% | $12.39 | — | COMMON STOCK USD.001 | 04269X105 |
| EME | EMCOR GROUP INC | 8,400 | $687K | 0.0% | $75.08 | 0.0% | COMMON STOCK USD.01 | 29084Q100 |
| — | FLEXION THERAPEUTICS INC | 27,334 | $684K | 0.0% | $24.18 | — | COMMON STOCK USD.001 | 33938J106 |
| HEI | HEICO CORP | 7,217 | $681K | 0.0% | $39.24 | +48.5% | COMMON STOCK USD.01 | 422806109 |
| HOG | HARLEY DAVIDSON INC | 13,339 | $679K | 0.0% | $54.45 | -10.7% | COMMON STOCK USD.01 | 412822108 |
| KMB | KIMBERLY CLARK CORP | 5,592 | $675K | 0.0% | $89.90 | -2.6% | COMMON STOCK USD1.25 | 494368103 |
| AWR | AMERICAN STATES WATER CO | 11,573 | $670K | 0.0% | $33.92 | +38.6% | COMMON STOCK | 029899101 |
| IJH | ISHARES CORE S&P MID CAP ETF | 3,500 | $664K | 0.0% | $189.71 | — | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| — | NEENAH INC | 7,320 | $664K | 0.0% | $90.71 | — | COMMON STOCK USD.01 | 640079109 |
| — | BIOSPECIFICS TECHNOLOGIES | 15,316 | $664K | 0.0% | $44.01 | — | COMMON STOCK USD.001 | 090931106 |
| KFY | KORN/FERRY INTERNATIONAL | 15,880 | $657K | 0.0% | $22.18 | +66.7% | COMMON STOCK USD.01 | 500643200 |
| CTRE | CARETRUST REIT INC | 38,479 | $645K | 0.0% | $16.73 | — | REIT USD.01 | 14174T107 |
| EPAM | EPAM SYSTEMS INC | 6,000 | $645K | 0.0% | $83.40 | +18.7% | COMMON STOCK USD.001 | 29414B104 |
| — | LUXOFT HOLDING INC | 11,577 | $645K | 0.0% | $58.31 | — | COMMON STOCK | G57279104 |
| DDS | DILLARDS INC CL A | 10,656 | $640K | 0.0% | $41.66 | 0.0% | COMMON STOCK | 254067101 |
| LIVN | LIVANOVA PLC | 7,925 | $633K | 0.0% | $60.62 | +31.0% | COMMON STOCK GBP1.0 | G5509L101 |
| TFX | TELEFLEX INC | 2,533 | $630K | 0.0% | $171.02 | +40.3% | COMMON STOCK USD1.0 | 879369106 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 13,900 | $630K | 0.0% | $31.42 | 0.0% | COMMON STOCK USD.001 | 19239V302 |
| JBGS | JBG SMITH PROPERTIES | 18,098 | $629K | 0.0% | $34.20 | — | REIT USD.01 | 46590V100 |
| — | BLUEPRINT MEDICINES CORP | 8,330 | $628K | 0.0% | $50.66 | — | COMMON STOCK USD.001 | 09627Y109 |
| INVA | INNOVIVA INC | 43,339 | $615K | 0.0% | $12.55 | +6.3% | COMMON STOCK | 45781M101 |
| RF | REGIONS FINANCIAL CORP | 35,401 | $612K | 0.0% | $9.64 | +21.0% | COMMON STOCK USD.01 | 7591EP100 |
| — | RAVEN INDUSTRIES INC | 17,808 | $612K | 0.0% | $25.89 | — | COMMON STOCK USD1.0 | 754212108 |
| TSCO | TRACTOR SUPPLY COMPANY | 8,172 | $611K | 0.0% | $12.50 | -9.3% | COMMON STOCK USD.008 | 892356106 |
| VSH | VISHAY INTERTECHNOLOGY INC | 29,392 | $610K | 0.0% | $13.89 | +31.0% | COMMON STOCK USD.1 | 928298108 |
| EG | EVEREST RE GROUP LTD | 2,751 | $609K | 0.0% | $176.83 | +7.8% | COMMON STOCK USD.01 | G3223R108 |
| LMT | LOCKHEED MARTIN CORP | 1,893 | $608K | 0.0% | $224.44 | +13.0% | COMMON STOCK USD1.0 | 539830109 |
| — | SVB FINANCIAL GROUP | 2,600 | $608K | 0.0% | $233.85 | — | COMMON STOCK USD.001 | 78486Q101 |
| MSCI | MSCI INC | 4,800 | $607K | 0.0% | $112.18 | +2.2% | COMMON STOCK USD.01 | 55354G100 |
| — | LASALLE HOTEL PROPERTIES | 21,500 | $604K | 0.0% | $30.07 | — | REIT USD.01 | 517942108 |
| AIT | APPLIED INDUSTRIAL TECH INC | 8,850 | $603K | 0.0% | $56.74 | 0.0% | COMMON STOCK | 03820C105 |
| CGNX | COGNEX CORP | 9,838 | $602K | 0.0% | $43.06 | +37.9% | COMMON STOCK USD.002 | 192422103 |
| NKE | NIKE INC CL B | 9,615 | $601K | 0.0% | $45.58 | +13.6% | COMMON STOCK USD1.0 | 654106103 |
| — | SONIC CORP | 21,751 | $598K | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| JBLU | JETBLUE AIRWAYS CORP | 26,700 | $596K | 0.0% | $21.98 | -7.1% | COMMON STOCK USD.01 | 477143101 |
| GPC | GENUINE PARTS CO | 6,227 | $592K | 0.0% | $72.77 | -0.9% | COMMON STOCK USD1.0 | 372460105 |
| PBYI | PUMA BIOTECHNOLOGY INC | 5,977 | $591K | 0.0% | $111.90 | 0.0% | COMMON STOCK USD.0001 | 74587V107 |
| RGP | RESOURCES CONNECTION INC | 38,181 | $590K | 0.0% | $13.05 | +18.4% | COMMON STOCK USD.01 | 76122Q105 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $583K | 0.0% | $52.49 | +13.2% | COMMON STOCK | 198516106 |
| UE | URBAN EDGE PROPERTIES | 22,800 | $581K | 0.0% | $25.18 | — | REIT USD.01 | 91704F104 |
| ALGN | ALIGN TECHNOLOGY INC | 2,604 | $579K | 0.0% | $86.74 | +161.9% | COMMON STOCK USD.0001 | 016255101 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 2,991 | $577K | 0.0% | $145.23 | +21.8% | COMMON STOCK USD.01 | 303075105 |
| — | REALPAGE INC | 12,927 | $573K | 0.0% | $28.15 | — | COMMON STOCK USD.001 | 75606N109 |
| BRO | BROWN & BROWN INC | 11,059 | $569K | 0.0% | $18.83 | +25.1% | COMMON STOCK USD.1 | 115236101 |
| WNC | WABASH NATIONAL CORP | 26,088 | $566K | 0.0% | $11.56 | +51.6% | COMMON STOCK USD.01 | 929566107 |
| RYN | RAYONIER INC | 17,763 | $562K | 0.0% | $26.57 | — | REIT | 754907103 |
| — | DELPHI TECHNOLOGIES PLC | 10,664 | $560K | 0.0% | $52.51 | — | COMMON STOCK USD.01 | G2709G107 |
| PTC | PTC INC | 9,133 | $555K | 0.0% | $52.62 | +18.0% | COMMON STOCK USD.01 | 69370C100 |
| — | DRIL QUIP INC | 11,586 | $553K | 0.0% | $59.27 | — | COMMON STOCK USD.01 | 262037104 |
| TTEK | TETRA TECH INC | 11,460 | $552K | 0.0% | $8.08 | +20.1% | COMMON STOCK USD.01 | 88162G103 |
| — | APARTMENT INVT & MGMT CO A | 12,637 | $552K | 0.0% | $44.33 | — | REIT USD.01 | 03748R101 |
| — | FIVE PRIME THERAPEUTICS INC | 25,152 | $551K | 0.0% | $28.21 | — | COMMON STOCK USD.001 | 33830X104 |
| SKT | TANGER FACTORY OUTLET CENTER | 20,794 | $551K | 0.0% | $31.73 | — | REIT USD.01 | 875465106 |
| — | LOGMEIN INC | 4,806 | $550K | 0.0% | $97.26 | — | COMMON STOCK USD.01 | 54142L109 |
| — | APACHE CORP | 12,948 | $547K | 0.0% | $45.23 | — | COMMON STOCK USD.625 | 037411105 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 12,016 | $545K | 0.0% | $26.02 | +12.6% | COMMON STOCK USD.1 | 808541106 |
| — | INDEPENDENT BANK GROUP INC | 7,965 | $538K | 0.0% | $42.90 | — | COMMON STOCK USD.01 | 45384B106 |
| TGTX | TG THERAPEUTICS INC | 64,957 | $533K | 0.0% | $9.71 | -10.0% | COMMON STOCK USD.001 | 88322Q108 |
| — | SRC ENERGY INC | 62,023 | $529K | 0.0% | $9.67 | — | COMMON STOCK USD.001 | 78470V108 |
| PRGS | PROGRESS SOFTWARE CORP | 12,282 | $523K | 0.0% | $29.61 | +40.6% | COMMON STOCK USD.01 | 743312100 |
| FIS | FIDELITY NATIONAL INFO SERV | 5,544 | $522K | 0.0% | $71.76 | +13.1% | COMMON STOCK USD.01 | 31620M106 |
| SND | SMART SAND INC | 59,808 | $518K | 0.0% | $7.75 | 0.0% | COMMON STOCK USD.001 | 83191H107 |
| QCOM | QUALCOMM INC | 8,027 | $514K | 0.0% | $41.03 | +19.4% | COMMON STOCK USD.0001 | 747525103 |
| — | SANDERSON FARMS INC | 3,700 | $513K | 0.0% | $138.65 | — | COMMON STOCK USD1.0 | 800013104 |
| TSEM | TOWER SEMICONDUCTOR LTD | 15,000 | $511K | 0.0% | $25.20 | +31.7% | COMMON STOCK ILS1.0 | M87915274 |
| — | C&J ENERGY SERVICES INC | 15,000 | $502K | 0.0% | $32.87 | — | COMMON STOCK | 12674R100 |
| — | HAWAIIAN HOLDINGS INC | 12,474 | $497K | 0.0% | $39.84 | — | COMMON STOCK USD.01 | 419879101 |
| — | SAGE THERAPEUTICS INC | 3,002 | $494K | 0.0% | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 22,006 | $490K | 0.0% | $18.08 | — | COMMON STOCK USD.0001 | G45667105 |
| — | HMS HOLDINGS CORP | 28,890 | $490K | 0.0% | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| DRH | DIAMONDROCK HOSPITALITY CO | 43,287 | $489K | 0.0% | $11.53 | — | REIT USD.01 | 252784301 |
| BSX | BOSTON SCIENTIFIC CORP | 19,512 | $484K | 0.0% | $27.60 | -0.1% | COMMON STOCK USD.01 | 101137107 |
| — | NAUTILUS INC | 36,114 | $482K | 0.0% | $16.94 | — | COMMON STOCK | 63910B102 |
| AMSF | AMERISAFE INC | 7,830 | $482K | 0.0% | $22.31 | +42.7% | COMMON STOCK USD.01 | 03071H100 |
| — | CINCINNATI BELL INC | 22,949 | $478K | 0.0% | $20.83 | — | COMMON STOCK USD.01 | 171871502 |
| UNFI | UNITED NATURAL FOODS INC | 9,700 | $478K | 0.0% | $41.65 | +4.9% | COMMON STOCK USD.01 | 911163103 |
| GWRE | GUIDEWIRE SOFTWARE INC | 6,392 | $475K | 0.0% | $56.06 | +37.7% | COMMON STOCK USD.0001 | 40171V100 |
| BDN | BRANDYWINE REALTY TRUST | 25,820 | $470K | 0.0% | $17.49 | — | REIT USD.01 | 105368203 |
| MNKD | MANNKIND CORP | 201,900 | $468K | 0.0% | $2.49 | +37.1% | COMMON STOCK USD.01 | 56400P706 |
| SHBI | SHORE BANCSHARES INC | 27,903 | $466K | 0.0% | $16.58 | +3.2% | COMMON STOCK USD.01 | 825107105 |
| — | RPX CORP | 34,489 | $464K | 0.0% | $10.80 | — | COMMON STOCK USD.0001 | 74972G103 |
| VRE | MACK CALI REALTY CORP | 21,464 | $463K | 0.0% | $27.79 | — | REIT USD.01 | 554489104 |
| NEU | NEWMARKET CORP | 1,162 | $462K | 0.0% | $344.78 | -0.3% | COMMON STOCK | 651587107 |
| — | PREMIER INC CLASS A | 15,783 | $461K | 0.0% | $31.40 | — | COMMON STOCK USD.01 | 74051N102 |
| SXT | SENSIENT TECHNOLOGIES CORP | 6,280 | $459K | 0.0% | $76.28 | -0.1% | COMMON STOCK USD.1 | 81725T100 |
| PZZA | PAPA JOHN S INTL INC | 8,174 | $459K | 0.0% | $51.42 | 0.0% | COMMON STOCK USD.01 | 698813102 |
| NFLX | NETFLIX INC | 2,385 | $458K | 0.0% | $17.58 | +9.6% | COMMON STOCK USD.001 | 64110L106 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 4,095 | $454K | 0.0% | $78.79 | +34.5% | COMMON STOCK USD.01 | 477839104 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 5,075 | $452K | 0.0% | $54.90 | +22.7% | COMMON STOCK USD.1 | 12541W209 |
| CB | CHUBB LTD | 3,085 | $451K | 0.0% | $99.13 | +30.7% | COMMON STOCK | H1467J104 |
| GPN | GLOBAL PAYMENTS INC | 4,499 | $451K | 0.0% | $68.34 | +39.2% | COMMON STOCK | 37940X102 |
| GPMT | GRANITE POINT MORTGAGE TRUST | 25,352 | $450K | 0.0% | $17.75 | — | REIT USD.01 | 38741L107 |
| — | MAGELLAN HEALTH INC | 4,652 | $449K | 0.0% | $72.87 | — | COMMON STOCK USD.01 | 559079207 |
| ENR | ENERGIZER HOLDINGS INC | 9,338 | $448K | 0.0% | $33.68 | +3.1% | COMMON STOCK | 29272W109 |
| — | VMWARE INC CLASS A | 3,566 | $447K | 0.0% | $78.72 | — | COMMON STOCK USD.01 | 928563402 |
| — | RUTH S HOSPITALITY GROUP INC | 20,544 | $445K | 0.0% | $18.28 | — | COMMON STOCK USD.01 | 783332109 |
| DLTH | DULUTH HOLDINGS INC CL B | 24,840 | $443K | 0.0% | $19.62 | -5.8% | COMMON STOCK | 26443V101 |
| — | CAMBREX CORP | 9,163 | $440K | 0.0% | $48.02 | — | COMMON STOCK USD.1 | 132011107 |
| AGX | ARGAN INC | 9,772 | $440K | 0.0% | $47.97 | 0.0% | COMMON STOCK USD.15 | 04010E109 |
| — | NIC INC | 26,220 | $435K | 0.0% | $16.59 | — | COMMON STOCK | 62914B100 |
| — | CSS INDUSTRIES INC | 15,598 | $434K | 0.0% | $27.82 | — | COMMON STOCK USD.1 | 125906107 |
| — | TABLEAU SOFTWARE INC CL A | 6,236 | $432K | 0.0% | $46.51 | — | COMMON STOCK USD.0001 | 87336U105 |
| JACK | JACK IN THE BOX INC | 4,374 | $429K | 0.0% | $91.65 | +11.0% | COMMON STOCK USD.01 | 466367109 |
| PYPL | PAYPAL HOLDINGS INC | 5,756 | $424K | 0.0% | $49.03 | +47.1% | COMMON STOCK USD.0001 | 70450Y103 |
| LMAT | LEMAITRE VASCULAR INC | 13,319 | $424K | 0.0% | $26.58 | +19.0% | COMMON STOCK USD.01 | 525558201 |
| — | ENTERCOM COMMUNICATIONS A WI | 38,968 | $421K | 0.0% | $10.80 | — | COMMON STOCK USD.01 | 293639100 |
| — | SEATTLE GENETICS INC | 7,861 | $421K | 0.0% | $62.84 | — | COMMON STOCK USD.001 | 812578102 |
| RMR | RMR GROUP INC/THE A | 7,090 | $420K | 0.0% | $27.07 | +11.3% | COMMON STOCK | 74967R106 |
| — | PROOFPOINT INC | 4,728 | $420K | 0.0% | $85.71 | — | COMMON STOCK USD.0001 | 743424103 |
| — | UBIQUITI NETWORKS INC | 5,904 | $419K | 0.0% | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| — | ZIX CORP | 95,543 | $418K | 0.0% | $4.37 | — | COMMON STOCK USD.01 | 98974P100 |
| FDX | FEDEX CORP | 1,669 | $416K | 0.0% | $120.71 | +64.9% | COMMON STOCK USD.1 | 31428X106 |
| MASI | MASIMO CORP | 4,900 | $416K | 0.0% | $47.10 | +84.2% | COMMON STOCK USD.001 | 574795100 |
| DXCM | DEXCOM INC | 7,250 | $416K | 0.0% | $18.71 | -30.5% | COMMON STOCK USD.001 | 252131107 |
| — | ERA GROUP INC | 38,715 | $416K | 0.0% | $10.75 | — | COMMON STOCK USD.01 | 26885G109 |
| — | SP PLUS CORP | 11,182 | $415K | 0.0% | $33.74 | — | COMMON STOCK USD.001 | 78469C103 |
| — | AMAG PHARMACEUTICALS INC | 30,031 | $398K | 0.0% | $23.91 | — | COMMON STOCK USD.01 | 00163U106 |
| IONS | IONIS PHARMACEUTICALS INC | 7,901 | $397K | 0.0% | $43.98 | +24.7% | COMMON STOCK USD.001 | 462222100 |
| MELI | MERCADOLIBRE INC | 1,258 | $396K | 0.0% | $180.96 | +49.4% | COMMON STOCK USD.001 | 58733R102 |
| — | BUFFALO WILD WINGS INC | 2,521 | $394K | 0.0% | $105.54 | — | COMMON STOCK | 119848109 |
| WWD | WOODWARD INC | 5,151 | $394K | 0.0% | $60.91 | +21.6% | COMMON STOCK USD.00292 | 980745103 |
| SNPS | SYNOPSYS INC | 4,620 | $394K | 0.0% | $35.52 | +143.5% | COMMON STOCK USD.01 | 871607107 |
| EMR | EMERSON ELECTRIC CO | 5,638 | $393K | 0.0% | $48.12 | +10.7% | COMMON STOCK USD.5 | 291011104 |
| FMBH | FIRST MID ILLINOIS BNCSHS | 10,156 | $391K | 0.0% | $31.81 | 0.0% | COMMON STOCK USD4.0 | 320866106 |
| MD | MEDNAX INC | 7,293 | $390K | 0.0% | $53.35 | -11.6% | COMMON STOCK USD.01 | 58502B106 |
| ENTA | ENANTA PHARMACEUTICALS INC | 6,635 | $389K | 0.0% | $23.23 | +115.6% | COMMON STOCK USD.01 | 29251M106 |
| — | CORENERGY INFRASTRUCTURE TRU | 10,061 | $384K | 0.0% | $28.86 | — | REIT USD.001 | 21870U502 |
| — | SIGMA DESIGNS INC | 54,525 | $379K | 0.0% | $6.95 | — | COMMON STOCK | 826565103 |
| — | ENGILITY HOLDINGS INC | 13,342 | $379K | 0.0% | $28.39 | — | COMMON STOCK USD.01 | 29286C107 |
| OXY | OCCIDENTAL PETROLEUM CORP | 5,127 | $378K | 0.0% | $55.11 | 0.0% | COMMON STOCK USD.2 | 674599105 |
| PANW | PALO ALTO NETWORKS INC | 2,603 | $377K | 0.0% | $23.96 | +1.5% | COMMON STOCK USD.0001 | 697435105 |
| FN | FABRINET | 13,108 | $376K | 0.0% | $40.92 | -19.1% | COMMON STOCK USD.01 | G3323L100 |
| — | ULTRA PETROLEUM CORP | 41,157 | $373K | 0.0% | $8.67 | — | COMMON STOCK | 903914208 |
| — | FIRST FINANCIAL NORTHWEST | 24,019 | $373K | 0.0% | $19.73 | — | COMMON STOCK USD.01 | 32022K102 |
| A | AGILENT TECHNOLOGIES INC | 5,473 | $367K | 0.0% | $62.08 | +2.3% | COMMON STOCK USD.01 | 00846U101 |
| — | COHERENT INC | 1,298 | $366K | 0.0% | $226.85 | — | COMMON STOCK USD.01 | 192479103 |
| CAKE | CHEESECAKE FACTORY INC/THE | 7,600 | $366K | 0.0% | $46.50 | -18.0% | COMMON STOCK USD.01 | 163072101 |
| IBN | ICICI BANK LTD SPON ADR | 36,796 | $358K | 0.0% | $10.58 | — | ADR | 45104G104 |
| LXRX | LEXICON PHARMACEUTICALS INC | 36,202 | $358K | 0.0% | $14.84 | -30.0% | COMMON STOCK USD.001 | 528872302 |
| NXRT | NEXPOINT RESIDENTIAL | 12,727 | $356K | 0.0% | $24.68 | — | REIT USD.01 | 65341D102 |
| WTTR | SELECT ENERGY SERVICES INC A | 19,518 | $356K | 0.0% | $15.93 | — | COMMON STOCK USD.01 | 81617J301 |
| DLX | DELUXE CORP | 4,560 | $350K | 0.0% | $23.94 | +107.9% | COMMON STOCK USD1.0 | 248019101 |
| — | SUCAMPO PHARMACEUTICALS CL A | 19,508 | $350K | 0.0% | $11.79 | — | COMMON STOCK USD.01 | 864909106 |
| BLKB | BLACKBAUD INC | 3,685 | $348K | 0.0% | $62.75 | +51.3% | COMMON STOCK USD.001 | 09227Q100 |
| — | NEVRO CORP | 5,005 | $346K | 0.0% | $77.47 | — | COMMON STOCK USD.001 | 64157F103 |
| — | MB FINANCIAL INC | 7,642 | $340K | 0.0% | $44.10 | — | COMMON STOCK USD.01 | 55264U108 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 8,151 | $337K | 0.0% | $48.87 | — | COMMON STOCK ILS.01 | M2682V108 |
| CHTR | CHARTER COMMUNICATIONS INC A | 999 | $336K | 0.0% | $337.52 | +0.7% | COMMON STOCK USD.001 | 16119P108 |
| — | ACACIA COMMUNICATIONS INC | 9,238 | $335K | 0.0% | $59.37 | — | COMMON STOCK USD.0001 | 00401C108 |
| — | URSTADT BIDDLE CLASS A | 15,353 | $334K | 0.0% | $22.43 | — | REIT USD.01 | 917286205 |
| — | RETAIL PROPERTIES OF AME A | 24,745 | $333K | 0.0% | $14.35 | — | REIT USD.001 | 76131V202 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 8,326 | $332K | 0.0% | $35.59 | +11.0% | COMMON STOCK USD.001 | 868459108 |
| GTY | GETTY REALTY CORP | 12,177 | $331K | 0.0% | $27.18 | — | REIT USD.01 | 374297109 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 7,310 | $330K | 0.0% | $33.83 | +10.9% | COMMON STOCK USD.01 | 293712105 |
| — | EXTERRAN CORP | 10,500 | $330K | 0.0% | $31.62 | — | COMMON STOCK USD.01 | 30227H106 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 12,795 | $329K | 0.0% | $22.69 | — | REIT USD.0001 | 35086T109 |
| HOMB | HOME BANCSHARES INC | 14,086 | $328K | 0.0% | $23.36 | 0.0% | COMMON STOCK USD.01 | 436893200 |
| — | ELECTRONICS FOR IMAGING | 11,085 | $327K | 0.0% | $46.75 | — | COMMON STOCK USD.01 | 286082102 |
| BK | BANK OF NEW YORK MELLON CORP | 6,072 | $327K | 0.0% | $38.45 | +10.9% | COMMON STOCK USD.01 | 064058100 |
| BOX | BOX INC CLASS A | 15,000 | $317K | 0.0% | $18.79 | +12.3% | COMMON STOCK USD.0001 | 10316T104 |
| APD | AIR PRODUCTS & CHEMICALS INC | 1,914 | $314K | 0.0% | $113.79 | +14.5% | COMMON STOCK USD1.0 | 009158106 |
| ARI | APOLLO COMMERCIAL REAL ESTAT | 17,003 | $314K | 0.0% | $16.01 | — | REIT USD.01 | 03762U105 |
| — | QEP RESOURCES INC | 32,678 | $313K | 0.0% | $8.57 | — | COMMON STOCK USD.01 | 74733V100 |
| CALY | CALLAWAY GOLF COMPANY | 22,363 | $312K | 0.0% | $13.15 | +8.3% | COMMON STOCK USD.01 | 131193104 |
| TOWN | TOWNE BANK | 10,049 | $309K | 0.0% | $28.83 | +15.7% | COMMON STOCK USD1.667 | 89214P109 |
| NGVT | INGEVITY CORP | 4,359 | $307K | 0.0% | $72.15 | 0.0% | COMMON STOCK USD.01 | 45688C107 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 13,945 | $299K | 0.0% | $24.84 | -22.0% | COMMON STOCK USD.01 | 047649108 |
| — | TRAVELPORT WORLDWIDE LTD | 22,847 | $299K | 0.0% | $13.74 | — | COMMON STOCK USD.0025 | G9019D104 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 2,700 | $296K | 0.0% | $101.91 | +7.1% | COMMON STOCK USD.01 | 874054109 |
| — | IMPAX LABORATORIES INC | 17,519 | $292K | 0.0% | $14.58 | — | COMMON STOCK USD.01 | 45256B101 |
| ZTS | ZOETIS INC | 4,041 | $291K | 0.0% | $64.45 | 0.0% | COMMON STOCK USD.01 | 98978V103 |
| — | TESARO INC | 3,513 | $291K | 0.0% | $139.77 | — | COMMON STOCK USD.0001 | 881569107 |
| CME | CME GROUP INC | 1,950 | $285K | 0.0% | $87.55 | +20.5% | COMMON STOCK USD.01 | 12572Q105 |
| — | ION GEOPHYSICAL CORP | 14,266 | $282K | 0.0% | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| ZION | ZIONS BANCORPORATION | 5,400 | $274K | 0.0% | $44.50 | +7.6% | COMMON STOCK | 989701107 |
| — | SPIRIT REALTY CAPITAL INC | 31,026 | $266K | 0.0% | $9.79 | — | REIT USD.01 | 84860W102 |
| DORM | DORMAN PRODUCTS INC | 4,299 | $263K | 0.0% | $68.28 | -0.7% | COMMON STOCK USD.01 | 258278100 |
| DE | DEERE & CO | 1,681 | $263K | 0.0% | $100.85 | +22.7% | COMMON STOCK USD1.0 | 244199105 |
| CSX | CSX CORP | 4,783 | $263K | 0.0% | $15.33 | +3.5% | COMMON STOCK USD1.0 | 126408103 |
| — | SPLUNK INC | 3,125 | $259K | 0.0% | $51.12 | — | COMMON STOCK USD.001 | 848637104 |
| KRG | KITE REALTY GROUP TRUST | 13,061 | $256K | 0.0% | $18.91 | — | REIT USD.01 | 49803T300 |
| VFC | VF CORP | 3,399 | $252K | 0.0% | $51.60 | +28.0% | COMMON STOCK | 918204108 |
| — | RADIUS HEALTH INC | 7,878 | $250K | 0.0% | $38.59 | — | COMMON STOCK USD.0001 | 750469207 |
| — | ANADARKO PETROLEUM CORP | 4,654 | $250K | 0.0% | $45.32 | — | COMMON STOCK USD.1 | 032511107 |
| MET | METLIFE INC | 4,900 | $248K | 0.0% | $34.85 | +14.5% | COMMON STOCK USD.01 | 59156R108 |
| — | CERNER CORP | 3,614 | $244K | 0.0% | $66.48 | — | COMMON STOCK USD.01 | 156782104 |
| — | PORTOLA PHARMACEUTICALS INC | 4,977 | $242K | 0.0% | $48.62 | — | COMMON STOCK USD.001 | 737010108 |
| CAH | CARDINAL HEALTH INC | 3,932 | $241K | 0.0% | $53.80 | -9.9% | COMMON STOCK | 14149Y108 |
| — | J.C. PENNEY CO INC | 73,600 | $233K | 0.0% | $5.32 | — | COMMON STOCK USD.5 | 708160106 |
| CVLT | COMMVAULT SYSTEMS INC | 4,412 | $232K | 0.0% | $68.00 | -18.6% | COMMON STOCK USD.01 | 204166102 |
| SHW | SHERWIN WILLIAMS CO/THE | 539 | $221K | 0.0% | $104.58 | +17.0% | COMMON STOCK USD1.0 | 824348106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,115 | $220K | 0.0% | $52.22 | +18.4% | COMMON STOCK USD.01 | 45866F104 |
| CCI | CROWN CASTLE INTL CORP | 1,974 | $219K | 0.0% | $68.42 | +11.8% | REIT USD.01 | 22822V101 |
| XRAY | DENTSPLY SIRONA INC | 3,308 | $218K | 0.0% | $63.37 | +0.4% | COMMON STOCK USD.01 | 24906P109 |
| — | BB&T CORP | 4,390 | $218K | 0.0% | $45.66 | — | COMMON STOCK USD5.0 | 054937107 |
| — | RITE AID CORP | 108,700 | $214K | 0.0% | $3.63 | — | COMMON STOCK USD1.0 | 767754104 |
| AFL | AFLAC INC | 2,416 | $212K | 0.0% | $30.73 | +14.9% | COMMON STOCK USD.1 | 001055102 |
| MAR | MARRIOTT INTERNATIONAL CL A | 1,534 | $208K | 0.0% | $92.93 | +23.4% | COMMON STOCK USD.01 | 571903202 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $204K | 0.0% | $14.71 | — | ADR | 035128206 |
| TAP | MOLSON COORS BREWING CO B | 2,468 | $203K | 0.0% | $68.01 | -4.1% | COMMON STOCK USD.01 | 60871R209 |
| TDG | TRANSDIGM GROUP INC | 731 | $201K | 0.0% | $143.23 | +40.8% | COMMON STOCK USD.01 | 893641100 |
| NSC | NORFOLK SOUTHERN CORP | 1,337 | $194K | 0.0% | $83.99 | +35.7% | COMMON STOCK USD1.0 | 655844108 |
| — | DEAN FOODS CO | 15,800 | $183K | 0.0% | $17.52 | — | COMMON STOCK USD.01 | 242370203 |
| AR | ANTERO RESOURCES CORP | 9,500 | $181K | 0.0% | $25.67 | -25.3% | COMMON STOCK USD.01 | 03674X106 |
| REGN | REGENERON PHARMACEUTICALS | 481 | $181K | 0.0% | $428.86 | -6.1% | COMMON STOCK USD.001 | 75886F107 |
| EBAY | EBAY INC | 4,773 | $180K | 0.0% | $30.45 | +8.5% | COMMON STOCK USD.001 | 278642103 |
| CDNS | CADENCE DESIGN SYS INC | 4,300 | $180K | 0.0% | $36.84 | +16.7% | COMMON STOCK USD.01 | 127387108 |
| NUE | NUCOR CORP | 2,773 | $176K | 0.0% | $48.98 | 0.0% | COMMON STOCK USD.4 | 670346105 |
| — | AON PLC | 1,292 | $173K | 0.0% | $146.28 | — | COMMON STOCK USD.01 | G0408V102 |
| PCG | P G & E CORP | 3,801 | $170K | 0.0% | $64.37 | -14.0% | COMMON STOCK | 69331C108 |
| — | SUNTRUST BANKS INC | 2,623 | $169K | 0.0% | $57.89 | — | COMMON STOCK USD1.0 | 867914103 |
| HSY | HERSHEY CO/THE | 1,485 | $169K | 0.0% | $90.64 | 0.0% | COMMON STOCK USD1.0 | 427866108 |
| ILMN | ILLUMINA INC | 769 | $168K | 0.0% | $186.17 | +10.5% | COMMON STOCK USD.01 | 452327109 |
| — | WMIH CORP | 196,172 | $167K | 0.0% | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 1,863 | $166K | 0.0% | $87.60 | -0.7% | COMMON STOCK USD.001 | 09061G101 |
| — | WASHINGTON PRIME GROUP INC | 23,106 | $165K | 0.0% | $8.37 | — | REIT USD.0001 | 93964W108 |
| BALL | BALL CORP | 4,328 | $164K | 0.0% | $37.09 | 0.0% | COMMON STOCK | 058498106 |
| EA | ELECTRONIC ARTS INC | 1,552 | $163K | 0.0% | $112.62 | -4.0% | COMMON STOCK USD.01 | 285512109 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 3,151 | $162K | 0.0% | $32.91 | +16.1% | COMMON STOCK | 744573106 |
| PPL | PPL CORP | 5,232 | $162K | 0.0% | $25.88 | -3.8% | COMMON STOCK USD.01 | 69351T106 |
| — | TWENTY FIRST CENTURY FOX B | 4,736 | $162K | 0.0% | $31.49 | — | COMMON STOCK USD.01 | 90130A200 |
| — | NOBLE ENERGY INC | 5,469 | $159K | 0.0% | $36.64 | — | COMMON STOCK USD.01 | 655044105 |
| ED | CONSOLIDATED EDISON INC | 1,857 | $158K | 0.0% | $59.59 | +7.5% | COMMON STOCK USD.1 | 209115104 |
| SYF | SYNCHRONY FINANCIAL | 3,944 | $152K | 0.0% | $24.89 | +12.5% | COMMON STOCK USD.001 | 87165B103 |
| ADM | ARCHER DANIELS MIDLAND CO | 3,794 | $152K | 0.0% | $33.85 | -4.5% | COMMON STOCK | 039483102 |
| NWL | NEWELL BRANDS INC | 4,846 | $150K | 0.0% | $23.57 | +0.7% | COMMON STOCK USD1.0 | 651229106 |
| GLW | CORNING INC | 4,697 | $150K | 0.0% | $16.91 | +49.2% | COMMON STOCK USD.5 | 219350105 |
| — | TARENA INTERNATIONAL INC ADR | 9,897 | $148K | 0.0% | $18.48 | — | ADR USD.001 | 876108101 |
| MTB | M & T BANK CORP | 865 | $148K | 0.0% | $122.39 | +6.2% | COMMON STOCK USD.5 | 55261F104 |
| WY | WEYERHAEUSER CO | 4,182 | $147K | 0.0% | $23.95 | +7.5% | REIT USD1.25 | 962166104 |
| PAYX | PAYCHEX INC | 2,117 | $144K | 0.0% | $45.26 | +14.1% | COMMON STOCK USD.01 | 704326107 |
| — | NATIONAL OILWELL VARCO INC | 3,918 | $141K | 0.0% | $35.99 | — | COMMON STOCK USD.01 | 637071101 |
| — | SAEXPLORATION HOLDINGS INC | 63,709 | $140K | 0.0% | $7.19 | — | COMMON STOCK USD.0001 | 78636X204 |
| PGR | PROGRESSIVE CORP | 2,458 | $138K | 0.0% | $33.94 | +17.7% | COMMON STOCK USD1.0 | 743315103 |
| DVN | DEVON ENERGY CORP | 3,137 | $130K | 0.0% | $25.86 | +3.9% | COMMON STOCK USD.1 | 25179M103 |
| — | IHS MARKIT LTD | 2,846 | $128K | 0.0% | $44.26 | — | COMMON STOCK USD.01 | G47567105 |
| EXPE | EXPEDIA INC | 1,046 | $125K | 0.0% | $130.37 | -3.9% | COMMON STOCK USD.001 | 30212P303 |
| KR | KROGER CO | 4,516 | $124K | 0.0% | $23.64 | -17.1% | COMMON STOCK USD1.0 | 501044101 |
| LEG | LEGGETT & PLATT INC | 2,547 | $122K | 0.0% | $47.21 | 0.0% | COMMON STOCK USD.01 | 524660107 |
| MOS | MOSAIC CO/THE | 4,666 | $120K | 0.0% | $20.59 | -2.0% | COMMON STOCK USD.01 | 61945C103 |
| — | SCANA CORP | 2,985 | $119K | 0.0% | $47.95 | — | COMMON STOCK | 80589M102 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 2,121 | $119K | 0.0% | $42.40 | +9.9% | COMMON STOCK USD.01 | 416515104 |
| — | MARATHON OIL CORP | 7,030 | $119K | 0.0% | $11.85 | — | COMMON STOCK USD1.0 | 565849106 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 963 | $115K | 0.0% | $86.49 | +32.2% | COMMON STOCK USD.01 | V7780T103 |
| APH | AMPHENOL CORP CL A | 1,315 | $115K | 0.0% | $20.35 | 0.0% | COMMON STOCK USD.001 | 032095101 |
| — | L3 TECHNOLOGIES INC | 572 | $113K | 0.0% | $174.20 | — | COMMON STOCK USD.01 | 502413107 |
| VRSK | VERISK ANALYTICS INC | 1,168 | $112K | 0.0% | $86.51 | 0.0% | COMMON STOCK USD.001 | 92345Y106 |
| NTRS | NORTHERN TRUST CORP | 1,104 | $110K | 0.0% | $70.42 | +6.9% | COMMON STOCK USD1.667 | 665859104 |
| LDOS | LEIDOS HOLDINGS INC | 1,700 | $110K | 0.0% | $49.10 | +13.1% | COMMON STOCK USD.0001 | 525327102 |
| TPR | TAPESTRY INC | 2,486 | $110K | 0.0% | $32.95 | 0.0% | COMMON STOCK USD.01 | 876030107 |
| HPE | HEWLETT PACKARD ENTERPRISE | 7,446 | $107K | 0.0% | $10.68 | +3.4% | COMMON STOCK USD.01 | 42824C109 |
| MAS | MASCO CORP | 2,423 | $106K | 0.0% | $32.06 | +11.7% | COMMON STOCK USD1.0 | 574599106 |
| MTD | METTLER TOLEDO INTERNATIONAL | 168 | $104K | 0.0% | $519.29 | +23.2% | COMMON STOCK USD.01 | 592688105 |
| PRGO | PERRIGO CO PLC | 1,198 | $104K | 0.0% | $85.88 | 0.0% | COMMON STOCK EUR.001 | G97822103 |
| EQT | EQT CORP | 1,830 | $104K | 0.0% | $29.20 | +3.6% | COMMON STOCK | 26884L109 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 1,260 | $101K | 0.0% | $61.77 | +16.6% | COMMON STOCK USD.01 | 43300A203 |
| DXC | DXC TECHNOLOGY CO | 1,064 | $101K | 0.0% | $64.15 | +19.8% | COMMON STOCK USD.01 | 23355L106 |
| — | L BRANDS INC | 1,678 | $101K | 0.0% | $53.64 | — | COMMON STOCK USD.5 | 501797104 |
| AWK | AMERICAN WATER WORKS CO INC | 1,079 | $99,000 | 0.0% | $69.04 | +9.7% | COMMON STOCK USD.01 | 030420103 |
| DLTR | DOLLAR TREE INC | 922 | $99,000 | 0.0% | $77.19 | +26.6% | COMMON STOCK USD.01 | 256746108 |
| ALB | ALBEMARLE CORP | 748 | $96,000 | 0.0% | $121.22 | 0.0% | COMMON STOCK USD.01 | 012653101 |
| DG | DOLLAR GENERAL CORP | 1,023 | $95,000 | 0.0% | $65.75 | +17.8% | COMMON STOCK USD.875 | 256677105 |
| ADSK | AUTODESK INC | 901 | $94,000 | 0.0% | $98.95 | +17.8% | COMMON STOCK USD.01 | 052769106 |
| — | GLOBALSTAR INC | 70,200 | $92,000 | 0.0% | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| WHR | WHIRLPOOL CORP | 546 | $92,000 | 0.0% | $178.13 | -4.9% | COMMON STOCK USD1.0 | 963320106 |
| HAS | HASBRO INC | 980 | $89,000 | 0.0% | $76.47 | -8.0% | COMMON STOCK USD.5 | 418056107 |
| FMC | FMC CORP | 919 | $87,000 | 0.0% | $52.88 | +23.5% | COMMON STOCK USD.1 | 302491303 |
| KEY | KEYCORP | 4,323 | $87,000 | 0.0% | $12.44 | +5.1% | COMMON STOCK USD1.0 | 493267108 |
| CINF | CINCINNATI FINANCIAL CORP | 1,140 | $85,000 | 0.0% | $60.34 | -0.7% | COMMON STOCK USD2.0 | 172062101 |
| SBAC | SBA COMMUNICATIONS CORP | 506 | $83,000 | 0.0% | $131.50 | +11.6% | REIT USD.01 | 78410G104 |
| MGM | MGM RESORTS INTERNATIONAL | 2,483 | $83,000 | 0.0% | $30.64 | +0.5% | COMMON STOCK USD.01 | 552953101 |
| LEN | LENNAR CORP A | 1,285 | $81,000 | 0.0% | $52.05 | 0.0% | COMMON STOCK USD.1 | 526057104 |
| — | XILINX INC | 1,178 | $79,000 | 0.0% | $64.50 | — | COMMON STOCK USD.01 | 983919101 |
| — | LABORATORY CRP OF AMER HLDGS | 488 | $78,000 | 0.0% | $153.69 | — | COMMON STOCK USD.1 | 50540R409 |
| NTAP | NETAPP INC | 1,415 | $78,000 | 0.0% | $23.48 | +72.7% | COMMON STOCK USD.001 | 64110D104 |
| PNR | PENTAIR PLC | 1,094 | $77,000 | 0.0% | $41.38 | 0.0% | COMMON STOCK USD.01 | G7S00T104 |
| TXT | TEXTRON INC | 1,368 | $77,000 | 0.0% | $53.87 | 0.0% | COMMON STOCK USD.125 | 883203101 |
| WTW | WILLIS TOWERS WATSON PLC | 513 | $77,000 | 0.0% | $123.84 | +13.9% | COMMON STOCK USD.000304635 | G96629103 |
| — | DISH NETWORK CORP A | 1,606 | $77,000 | 0.0% | $55.39 | — | COMMON STOCK USD.01 | 25470M109 |
| WAT | WATERS CORP | 388 | $75,000 | 0.0% | $181.32 | +6.5% | COMMON STOCK USD.01 | 941848103 |
| IVZ | INVESCO LTD | 2,034 | $74,000 | 0.0% | $21.78 | +12.8% | COMMON STOCK USD.2 | G491BT108 |
| UAL | UNITED CONTINENTAL HOLDINGS | 1,094 | $74,000 | 0.0% | $72.34 | -13.8% | COMMON STOCK USD.01 | 910047109 |
| — | XL GROUP LTD | 2,072 | $73,000 | 0.0% | $37.25 | — | COMMON STOCK | G98294104 |
| — | VIACOM INC CLASS B | 2,305 | $71,000 | 0.0% | $32.14 | — | COMMON STOCK USD.001 | 92553P201 |
| FITB | FIFTH THIRD BANCORP | 2,316 | $70,000 | 0.0% | $18.69 | +15.0% | COMMON STOCK | 316773100 |
| — | NEWFIELD EXPLORATION CO | 2,186 | $69,000 | 0.0% | $28.40 | — | COMMON STOCK USD.01 | 651290108 |
| — | SYMANTEC CORP | 2,416 | $68,000 | 0.0% | $28.15 | — | COMMON STOCK USD.01 | 871503108 |
| — | GENERAL CABLE CORP | 2,300 | $68,000 | 0.0% | $29.57 | — | COMMON STOCK USD.01 | 369300108 |
| AES | AES CORP | 6,316 | $68,000 | 0.0% | $8.06 | 0.0% | COMMON STOCK USD.01 | 00130H105 |
| FLS | FLOWSERVE CORP | 1,558 | $66,000 | 0.0% | $37.29 | -5.3% | COMMON STOCK USD1.25 | 34354P105 |
| MSI | MOTOROLA SOLUTIONS INC | 722 | $65,000 | 0.0% | $71.93 | +12.8% | COMMON STOCK USD.01 | 620076307 |
| LKQ | LKQ CORP | 1,545 | $63,000 | 0.0% | $27.76 | +23.8% | COMMON STOCK USD.01 | 501889208 |
| — | TIFFANY & CO | 565 | $59,000 | 0.0% | $93.81 | — | COMMON STOCK USD.01 | 886547108 |
| HBAN | HUNTINGTON BANCSHARES INC | 4,061 | $59,000 | 0.0% | $8.96 | +9.0% | COMMON STOCK USD.01 | 446150104 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 193 | $56,000 | 0.0% | $9.28 | -35.7% | COMMON STOCK USD.01 | 169656105 |
| XEL | XCEL ENERGY INC | 1,150 | $55,000 | 0.0% | $35.30 | +9.3% | COMMON STOCK USD2.5 | 98389B100 |
| NWS | NEWS CORP CLASS B | 3,336 | $55,000 | 0.0% | $13.98 | 0.0% | COMMON STOCK | 65249B208 |
| — | STERICYCLE INC | 809 | $55,000 | 0.0% | $71.36 | — | COMMON STOCK USD.01 | 858912108 |
| FLR | FLUOR CORP | 1,050 | $54,000 | 0.0% | $44.60 | -1.7% | COMMON STOCK USD.01 | 343412102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 792 | $52,000 | 0.0% | $65.71 | -15.8% | COMMON STOCK USD.01 | 00971T101 |
| XYL | XYLEM INC | 753 | $51,000 | 0.0% | $60.28 | 0.0% | COMMON STOCK | 98419M100 |
| NDAQ | NASDAQ INC | 660 | $51,000 | 0.0% | $20.04 | +10.9% | COMMON STOCK USD.01 | 631103108 |
| WYNN | WYNN RESORTS LTD | 291 | $49,000 | 0.0% | $114.20 | +23.4% | COMMON STOCK USD.01 | 983134107 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 892 | $47,000 | 0.0% | $55.35 | 0.0% | COMMON STOCK USD.001 | G66721104 |
| RRC | RANGE RESOURCES CORP | 2,752 | $47,000 | 0.0% | $25.21 | -28.6% | COMMON STOCK USD.01 | 75281A109 |
| PVH | PVH CORP | 319 | $44,000 | 0.0% | $91.34 | +41.4% | COMMON STOCK USD1.0 | 693656100 |
| AEE | AMEREN CORPORATION | 737 | $43,000 | 0.0% | $43.30 | +12.3% | COMMON STOCK USD.01 | 023608102 |
| — | SEAGATE TECHNOLOGY | 1,013 | $42,000 | 0.0% | $38.76 | — | COMMON STOCK USD.00001 | G7945M107 |
| GAP | GAP INC/THE | 1,224 | $42,000 | 0.0% | $26.02 | -13.8% | COMMON STOCK USD.05 | 364760108 |
| RVTY | PERKINELMER INC | 566 | $41,000 | 0.0% | $70.26 | 0.0% | COMMON STOCK USD1.0 | 714046109 |
| — | NORDSTROM INC | 844 | $40,000 | 0.0% | $47.39 | — | COMMON STOCK | 655664100 |
| — | XEROX CORP | 1,332 | $39,000 | 0.0% | $32.14 | — | COMMON STOCK USD1.0 | 984121608 |
| MAC | MACERICH CO/THE | 595 | $39,000 | 0.0% | $61.44 | — | REIT USD.01 | 554382101 |
| — | KANSAS CITY SOUTHERN | 365 | $38,000 | 0.0% | $85.76 | — | COMMON STOCK USD.01 | 485170302 |
| WU | WESTERN UNION CO | 1,991 | $38,000 | 0.0% | $19.09 | — | COMMON STOCK USD.01 | 959802109 |
| NRG | NRG ENERGY INC | 1,331 | $38,000 | 0.0% | $19.55 | +15.2% | COMMON STOCK USD.01 | 629377508 |
| — | PATTERSON COS INC | 974 | $35,000 | 0.0% | $35.93 | — | COMMON STOCK USD.01 | 703395103 |
| PWR | QUANTA SERVICES INC | 890 | $35,000 | 0.0% | $22.47 | +63.8% | COMMON STOCK USD.00001 | 74762E102 |
| — | LEUCADIA NATIONAL CORP | 1,291 | $34,000 | 0.0% | $26.34 | — | COMMON STOCK USD1.0 | 527288104 |
| — | CSRA INC | 1,145 | $34,000 | 0.0% | $29.69 | — | COMMON STOCK USD.001 | 12650T104 |
| AMP | AMERIPRISE FINANCIAL INC | 201 | $34,000 | 0.0% | $107.25 | +27.6% | COMMON STOCK USD.01 | 03076C106 |
| AIZ | ASSURANT INC | 331 | $33,000 | 0.0% | $74.43 | +13.6% | COMMON STOCK USD.01 | 04621X108 |
| M | MACY S INC | 1,231 | $31,000 | 0.0% | $41.98 | -47.7% | COMMON STOCK USD.01 | 55616P104 |
| GT | GOODYEAR TIRE & RUBBER CO | 968 | $31,000 | 0.0% | $30.28 | +4.9% | COMMON STOCK | 382550101 |
| NI | NISOURCE INC | 1,197 | $31,000 | 0.0% | $20.38 | 0.0% | COMMON STOCK USD.01 | 65473P105 |
| KMX | CARMAX INC | 482 | $31,000 | 0.0% | $71.34 | 0.0% | COMMON STOCK USD.5 | 143130102 |
| — | CHESAPEAKE ENERGY CORP | 7,591 | $30,000 | 0.0% | $5.01 | — | COMMON STOCK USD.01 | 165167107 |
| ALK | ALASKA AIR GROUP INC | 408 | $30,000 | 0.0% | $59.16 | +14.3% | COMMON STOCK USD.01 | 011659109 |
| QRVO | QORVO INC | 449 | $30,000 | 0.0% | $71.50 | +1.9% | COMMON STOCK USD.0001 | 74736K101 |
| TRIP | TRIPADVISOR INC | 705 | $24,000 | 0.0% | $36.78 | -12.6% | COMMON STOCK USD.001 | 896945201 |
| — | ENVISION HEALTHCARE CORP | 664 | $23,000 | 0.0% | $63.25 | — | COMMON STOCK | 29414D100 |
| KODK | EASTMAN KODAK CO | 2,000 | $6,000 | 0.0% | $25.80 | -82.1% | COMMON STOCK USD.01 | 277461406 |
| QUAD | QUAD GRAPHICS INC | 24 | $1,000 | 0.0% | $22.68 | 0.0% | COMMON STOCK USD.025 | 747301109 |
| — | EASTMAN KODAK CO | 923 | $0 | 0.0% | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | EASTMAN KODAK CO | 923 | $0 | 0.0% | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |