Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 2, 2018
Total Value: $4.138B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DOWDUPONT INC | 12,780,670 | $814M | 19.7% | $63.71 | $69.23 | — | COMMON STOCK USD.01 | 26078J100 |
| AAPL | APPLE INC | 545,831 | $91.58M | 2.2% | $167.78 * | $22.18 | +77.9% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 906,124 | $82.7M | 2.0% | $91.27 * | $37.82 | +123.0% | COMMON STOCK USD.00000625 | 594918104 |
| AMZN | AMAZON.COM INC | 48,645 | $70.41M | 1.7% | $1447.34 * | $28.16 | +157.0% | COMMON STOCK USD.01 | 023135106 |
| GOOG | ALPHABET INC CL C | 64,642 | $66.7M | 1.6% | $1031.79 * | $36.62 | +39.8% | COMMON STOCK USD.001 | 02079K107 |
| JPM | JPMORGAN CHASE & CO | 481,307 | $52.93M | 1.3% | $109.97 * | $43.45 | +104.4% | COMMON STOCK USD1.0 | 46625H100 |
| META | FACEBOOK INC A | 285,821 | $45.67M | 1.1% | $159.79 | $103.85 | +52.8% | COMMON STOCK USD.000006 | 30303M102 |
| V | VISA INC CLASS A SHARES | 345,245 | $41.3M | 1.0% | $119.62 * | $71.13 | +59.4% | COMMON STOCK USD.0001 | 92826C839 |
| BAC | BANK OF AMERICA CORP | 1,313,087 | $39.38M | 1.0% | $29.99 * | $15.78 | +58.1% | COMMON STOCK USD.01 | 060505104 |
| DAL | DELTA AIR LINES INC | 701,561 | $38.45M | 0.9% | $54.81 * | $33.47 | +51.1% | COMMON STOCK USD.0001 | 247361702 |
| EEM | ISHARES MSCI EMERGING MARKETS | 760,630 | $36.72M | 0.9% | $48.28 | $43.19 | +11.8% | ISHARES MSCI EMERGING MARKET | 464287234 |
| UNH | UNITEDHEALTH GROUP INC | 161,890 | $34.64M | 0.8% | $214.00 * | $123.21 | +53.3% | COMMON STOCK USD.01 | 91324P102 |
| JNJ | JOHNSON & JOHNSON | 259,204 | $33.22M | 0.8% | $128.15 * | $80.64 | +27.9% | COMMON STOCK USD1.0 | 478160104 |
| HD | HOME DEPOT INC | 184,973 | $32.97M | 0.8% | $178.24 * | $106.26 | +38.9% | COMMON STOCK USD.05 | 437076102 |
| C | CITIGROUP INC | 484,292 | $32.69M | 0.8% | $67.50 * | $39.24 | +32.1% | COMMON STOCK USD.01 | 172967424 |
| CVX | CHEVRON CORP | 283,594 | $32.34M | 0.8% | $114.04 * | $74.23 | +9.9% | COMMON STOCK USD.75 | 166764100 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 159,849 | $31.89M | 0.8% | $199.48 | $148.82 | +34.0% | COMMON STOCK USD.0033 | 084670702 |
| CSCO | CISCO SYSTEMS INC | 655,949 | $28.13M | 0.7% | $42.89 * | $25.12 | +34.7% | COMMON STOCK USD.001 | 17275R102 |
| CMCSA | COMCAST CORP CLASS A | 807,623 | $27.6M | 0.7% | $34.17 * | $25.94 | +7.9% | COMMON STOCK USD.01 | 20030N101 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 627,417 | $27.46M | 0.7% | $43.76 | $20.41 | +114.4% | ADR | 874039100 |
| HON | HONEYWELL INTERNATIONAL INC | 157,635 | $22.78M | 0.6% | $144.51 * | $85.59 | +29.9% | COMMON STOCK USD1.0 | 438516106 |
| ABT | ABBOTT LABORATORIES | 374,403 | $22.43M | 0.5% | $59.92 * | $46.04 | +13.6% | COMMON STOCK | 002824100 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 117,772 | $21.62M | 0.5% | $183.54 | $146.07 | +25.6% | ADR USD.000025 | 01609W102 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 359,455 | $20.47M | 0.5% | $56.94 * | $30.24 | -5.9% | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| — | US CONCRETE INC | 327,868 | $19.8M | 0.5% | $60.40 | $21.91 | — | COMMON STOCK USD.001 | 90333L201 |
| SLB | SCHLUMBERGER LTD | 304,145 | $19.7M | 0.5% | $64.78 * | $60.35 | -14.1% | COMMON STOCK USD.01 | 806857108 |
| — | TE CONNECTIVITY LTD | 197,161 | $19.7M | 0.5% | $99.90 | $75.51 | — | COMMON STOCK CHF.57 | H84989104 |
| COF | CAPITAL ONE FINANCIAL CORP | 203,225 | $19.47M | 0.5% | $95.82 * | $61.21 | +36.9% | COMMON STOCK USD.01 | 14040H105 |
| EL | ESTEE LAUDER COMPANIES CL A | 127,505 | $19.09M | 0.5% | $149.72 * | $83.81 | +62.1% | COMMON STOCK USD.01 | 518439104 |
| — | BLACKROCK INC | 35,186 | $19.06M | 0.5% | $541.72 | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| MRK | MERCK & CO. INC. | 347,326 | $18.92M | 0.5% | $54.47 * | $33.72 | +21.5% | COMMON STOCK USD.5 | 58933Y105 |
| XOM | EXXON MOBIL CORP | 250,394 | $18.68M | 0.5% | $74.61 * | $52.89 | -1.2% | COMMON STOCK | 30231G102 |
| — | UNITED TECHNOLOGIES CORP | 146,240 | $18.4M | 0.4% | $125.82 | $113.55 | — | COMMON STOCK USD1.0 | 913017109 |
| KO | COCA COLA CO/THE | 421,683 | $18.31M | 0.4% | $43.43 * | $29.54 | +15.6% | COMMON STOCK USD.25 | 191216100 |
| TXN | TEXAS INSTRUMENTS INC | 174,306 | $18.11M | 0.4% | $103.89 * | $46.75 | +78.5% | COMMON STOCK USD1.0 | 882508104 |
| EFA | ISHARES MSCI EAFE ETF | 255,035 | $17.77M | 0.4% | $69.68 | $66.82 | +4.3% | ISHARES MSCI EAFE ETF | 464287465 |
| GS | GOLDMAN SACHS GROUP INC | 69,688 | $17.55M | 0.4% | $251.87 * | $159.72 | +32.5% | COMMON STOCK USD.01 | 38141G104 |
| VOO | VANGUARD S&P 500 ETF | 70,770 | $17.13M | 0.4% | $242.08 | $218.21 | +10.9% | VANGUARD S+P 500 ETF | 922908363 |
| GD | GENERAL DYNAMICS CORP | 77,220 | $17.06M | 0.4% | $220.90 * | $118.48 | +56.1% | COMMON STOCK USD1.0 | 369550108 |
| ORCL | ORACLE CORP | 365,452 | $16.72M | 0.4% | $45.75 * | $29.64 | +37.4% | COMMON STOCK USD.01 | 68389X105 |
| DHR | DANAHER CORP | 170,184 | $16.66M | 0.4% | $97.91 * | $78.86 | +6.2% | COMMON STOCK USD.01 | 235851102 |
| AME | AMETEK INC | 218,272 | $16.58M | 0.4% | $75.97 * | $63.17 | +14.2% | COMMON STOCK USD.01 | 031100100 |
| — | CELGENE CORP | 179,283 | $15.99M | 0.4% | $89.21 | $106.67 | — | COMMON STOCK USD.01 | 151020104 |
| — | INGERSOLL RAND PLC | 186,426 | $15.94M | 0.4% | $85.51 | $68.61 | — | COMMON STOCK USD1.0 | G47791101 |
| COP | CONOCOPHILLIPS | 268,515 | $15.92M | 0.4% | $59.29 * | $35.76 | +28.6% | COMMON STOCK USD.01 | 20825C104 |
| STZ | CONSTELLATION BRANDS INC A | 69,112 | $15.75M | 0.4% | $227.92 * | $139.22 | +44.4% | COMMON STOCK USD.01 | 21036P108 |
| DE | DEERE & CO | 99,394 | $15.44M | 0.4% | $155.32 * | $143.25 | -3.4% | COMMON STOCK USD1.0 | 244199105 |
| ALLE | ALLEGION PLC | 179,268 | $15.29M | 0.4% | $85.29 * | $64.86 | +19.6% | COMMON STOCK USD.01 | G0176J109 |
| TJX | TJX COMPANIES INC | 185,936 | $15.16M | 0.4% | $81.56 * | $32.43 | +13.1% | COMMON STOCK USD1.0 | 872540109 |
| AMT | AMERICAN TOWER CORP | 103,827 | $15.09M | 0.4% | $145.34 * | $82.56 | +43.4% | REIT USD.01 | 03027X100 |
| BDX | BECTON DICKINSON AND CO | 68,331 | $14.81M | 0.4% | $216.70 * | $154.93 | +21.6% | COMMON STOCK USD1.0 | 075887109 |
| EXC | EXELON CORP | 378,385 | $14.76M | 0.4% | $39.01 * | $16.37 | +29.8% | COMMON STOCK | 30161N101 |
| AMAT | APPLIED MATERIALS INC | 259,054 | $14.41M | 0.3% | $55.61 * | $30.31 | +67.9% | COMMON STOCK USD.01 | 038222105 |
| CSX | CSX CORP | 247,908 | $13.81M | 0.3% | $55.71 * | $16.78 | -0.2% | COMMON STOCK USD1.0 | 126408103 |
| COST | COSTCO WHOLESALE CORP | 73,092 | $13.77M | 0.3% | $188.43 * | $152.52 | +11.0% | COMMON STOCK USD.005 | 22160K105 |
| T | AT&T INC | 378,829 | $13.51M | 0.3% | $35.65 * | $13.41 | +14.2% | COMMON STOCK USD1.0 | 00206R102 |
| AIG | AMERICAN INTERNATIONAL GROUP | 247,794 | $13.48M | 0.3% | $54.42 * | $50.01 | -11.1% | COMMON STOCK USD2.5 | 026874784 |
| ADI | ANALOG DEVICES INC | 147,552 | $13.45M | 0.3% | $91.13 * | $73.77 | +7.1% | COMMON STOCK USD.167 | 032654105 |
| PPG | PPG INDUSTRIES INC | 117,243 | $13.08M | 0.3% | $111.60 * | $88.81 | +8.5% | COMMON STOCK USD1.67 | 693506107 |
| ABBV | ABBVIE INC | 136,237 | $12.89M | 0.3% | $94.65 * | $53.76 | +25.9% | COMMON STOCK USD.01 | 00287Y109 |
| AZO | AUTOZONE INC | 18,543 | $12.03M | 0.3% | $648.71 | $684.60 | -5.2% | COMMON STOCK USD.01 | 053332102 |
| TX | TERNIUM SA SPONSORED ADR | 368,980 | $11.99M | 0.3% | $32.49 | $24.17 | +34.4% | ADR USD1.0 | 880890108 |
| MA | MASTERCARD INC A | 68,151 | $11.94M | 0.3% | $175.16 * | $132.99 | +26.2% | COMMON STOCK USD.0001 | 57636Q104 |
| CCK | CROWN HOLDINGS INC | 225,796 | $11.46M | 0.3% | $50.75 * | $51.35 | -6.1% | COMMON STOCK USD5.0 | 228368106 |
| — | TWENTY FIRST CENTURY FOX A | 310,129 | $11.38M | 0.3% | $36.69 | $31.20 | — | COMMON STOCK USD.01 | 90130A101 |
| BA | BOEING CO/THE | 34,309 | $11.25M | 0.3% | $327.87 * | $133.10 | +135.9% | COMMON STOCK USD5.0 | 097023105 |
| PM | PHILIP MORRIS INTERNATIONAL | 110,732 | $11.01M | 0.3% | $99.40 * | $59.53 | +11.2% | COMMON STOCK | 718172109 |
| AMGN | AMGEN INC | 64,092 | $10.93M | 0.3% | $170.47 * | $117.22 | +14.9% | COMMON STOCK USD.0001 | 031162100 |
| SPG | SIMON PROPERTY GROUP INC | 69,410 | $10.71M | 0.3% | $154.34 * | $107.06 | -5.3% | REIT USD.0001 | 828806109 |
| NVDA | NVIDIA CORP | 46,103 | $10.68M | 0.3% | $231.59 * | $3.66 | +56.7% | COMMON STOCK USD.001 | 67066G104 |
| CRM | SALESFORCE.COM INC | 90,504 | $10.53M | 0.3% | $116.30 | $103.15 | +11.4% | COMMON STOCK USD.001 | 79466L302 |
| — | RAYTHEON COMPANY | 48,588 | $10.49M | 0.3% | $215.81 | $149.90 | — | COMMON STOCK USD.01 | 755111507 |
| DIS | WALT DISNEY CO/THE | 104,214 | $10.47M | 0.3% | $100.44 * | $83.03 | +14.9% | COMMON STOCK USD.01 | 254687106 |
| — | CORESITE REALTY CORP | 104,266 | $10.45M | 0.3% | $100.26 | $92.55 | — | REIT USD.01 | 21870Q105 |
| — | WESTROCK CO | 160,583 | $10.3M | 0.2% | $64.17 | $44.83 | — | COMMON STOCK | 96145D105 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 244,213 | $10.19M | 0.2% | $41.73 * | $34.62 | +0.0% | COMMON STOCK | 609207105 |
| CFG | CITIZENS FINANCIAL GROUP | 235,244 | $9.876M | 0.2% | $41.98 * | $25.08 | +20.7% | COMMON STOCK USD.01 | 174610105 |
| STLD | STEEL DYNAMICS INC | 215,814 | $9.543M | 0.2% | $44.22 * | $27.10 | +38.8% | COMMON STOCK USD.005 | 858119100 |
| ADBE | ADOBE SYSTEMS INC | 43,831 | $9.471M | 0.2% | $216.08 | $150.68 | +43.4% | COMMON STOCK USD.0001 | 00724F101 |
| VRSN | VERISIGN INC | 79,070 | $9.375M | 0.2% | $118.57 | $78.57 | +49.6% | COMMON STOCK USD.001 | 92343E102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 85,350 | $9.307M | 0.2% | $109.05 * | $105.68 | -5.9% | COMMON STOCK USD.01 | 98956P102 |
| — | WALGREENS BOOTS ALLIANCE INC | 141,369 | $9.255M | 0.2% | $65.47 | $73.20 | — | COMMON STOCK USD.01 | 931427108 |
| BMY | BRISTOL MYERS SQUIBB CO | 144,807 | $9.159M | 0.2% | $63.25 * | $45.46 | +4.1% | COMMON STOCK USD.1 | 110122108 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 108,004 | $9.04M | 0.2% | $83.70 | $49.76 | — | COMMON STOCK USD.01 | 848574109 |
| — | BBVA BANCO FRANCES SA ADR | 392,317 | $8.949M | 0.2% | $22.81 | $25.20 | — | ADR | 07329M100 |
| FAF | FIRST AMERICAN FINANCIAL | 152,083 | $8.924M | 0.2% | $58.68 * | $30.20 | +49.9% | COMMON STOCK USD.00001 | 31847R102 |
| LYB | LYONDELLBASELL INDU CL A | 84,280 | $8.907M | 0.2% | $105.68 * | $44.41 | +47.9% | COMMON STOCK EUR.04 | N53745100 |
| EMN | EASTMAN CHEMICAL CO | 83,741 | $8.841M | 0.2% | $105.58 * | $57.04 | +41.6% | COMMON STOCK USD.01 | 277432100 |
| EXR | EXTRA SPACE STORAGE INC | 101,013 | $8.824M | 0.2% | $87.36 * | $51.85 | +26.4% | REIT USD.01 | 30225T102 |
| — | LAM RESEARCH CORP | 43,383 | $8.814M | 0.2% | $203.17 | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| PFE | PFIZER INC | 242,620 | $8.611M | 0.2% | $35.49 * | $17.78 | +33.9% | COMMON STOCK USD.05 | 717081103 |
| MO | ALTRIA GROUP INC | 136,464 | $8.504M | 0.2% | $62.32 * | $34.90 | -0.5% | COMMON STOCK USD.333 | 02209S103 |
| GM | GENERAL MOTORS CO | 229,142 | $8.327M | 0.2% | $36.34 * | $29.16 | +10.6% | COMMON STOCK USD.01 | 37045V100 |
| CHD | CHURCH & DWIGHT CO INC | 163,815 | $8.25M | 0.2% | $50.36 * | $44.77 | +2.2% | COMMON STOCK USD1.0 | 171340102 |
| PG | PROCTER & GAMBLE CO/THE | 103,885 | $8.236M | 0.2% | $79.28 * | $58.38 | +10.7% | COMMON STOCK | 742718109 |
| INTC | INTEL CORP | 158,041 | $8.231M | 0.2% | $52.08 * | $21.95 | +100.6% | COMMON STOCK USD.001 | 458140100 |
| SNA | SNAP ON INC | 55,562 | $8.198M | 0.2% | $147.55 * | $119.14 | +1.5% | COMMON STOCK USD1.0 | 833034101 |
| NTES | NETEASE INC ADR | 28,758 | $8.063M | 0.2% | $280.37 | $132.43 | +111.7% | ADR USD.0001 | 64110W102 |
| PH | PARKER HANNIFIN CORP | 46,928 | $8.026M | 0.2% | $171.03 * | $97.34 | +56.1% | COMMON STOCK USD.5 | 701094104 |
| 1741046D | STERIS PLC | 85,387 | $7.972M | 0.2% | $93.36 | $91.53 | — | COMMON STOCK | G84720104 |
| GOOGL | ALPHABET INC CL A | 7,650 | $7.934M | 0.2% | $1037.12 * | $37.73 | +36.4% | COMMON STOCK USD.001 | 02079K305 |
| CTAS | CINTAS CORP | 46,475 | $7.928M | 0.2% | $170.59 * | $20.27 | +94.8% | COMMON STOCK | 172908105 |
| — | UNIVAR INC | 284,505 | $7.895M | 0.2% | $27.75 | $28.78 | — | COMMON STOCK USD.01 | 91336L107 |
| FNF | FNF GROUP | 194,624 | $7.789M | 0.2% | $40.02 * | $27.27 | +1.8% | TRACKING STK USD.0001 | 31620R303 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 30,162 | $7.775M | 0.2% | $257.77 * | $95.31 | +129.9% | COMMON STOCK USD.01 | 446413106 |
| CLX | CLOROX COMPANY | 58,282 | $7.758M | 0.2% | $133.11 * | $107.35 | -1.3% | COMMON STOCK USD1.0 | 189054109 |
| PCAR | PACCAR INC | 116,847 | $7.732M | 0.2% | $66.17 * | $34.13 | -4.8% | COMMON STOCK USD1.0 | 693718108 |
| OC | OWENS CORNING | 95,360 | $7.667M | 0.2% | $80.40 | $52.29 | +53.8% | COMMON STOCK USD.001 | 690742101 |
| ESNT | ESSENT GROUP LTD | 179,089 | $7.622M | 0.2% | $42.56 * | $20.57 | +85.1% | COMMON STOCK USD.015 | G3198U102 |
| — | EZCORP INC | 7,131,000 | $7.498M | 0.2% | $1.05 | $0.75 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| — | LEGG MASON INC | 183,956 | $7.478M | 0.2% | $40.65 | $41.40 | — | COMMON STOCK USD.1 | 524901105 |
| — | MICHAEL KORS HOLDINGS LTD | 119,901 | $7.443M | 0.2% | $62.08 | $53.85 | — | COMMON STOCK | G60754101 |
| MPC | MARATHON PETROLEUM CORP | 101,671 | $7.433M | 0.2% | $73.11 * | $47.58 | +20.4% | COMMON STOCK | 56585A102 |
| UGI | UGI CORP | 164,253 | $7.296M | 0.2% | $44.42 | $39.52 | +12.4% | COMMON STOCK | 902681105 |
| MCHP | MICROCHIP TECHNOLOGY INC | 79,850 | $7.295M | 0.2% | $91.36 * | $35.92 | +10.1% | COMMON STOCK USD.001 | 595017104 |
| MTZ | MASTEC INC | 154,129 | $7.252M | 0.2% | $47.05 | $44.16 | +6.6% | COMMON STOCK USD.1 | 576323109 |
| EQIX | EQUINIX INC | 17,271 | $7.222M | 0.2% | $418.16 * | $322.60 | +11.8% | REIT USD.001 | 29444U700 |
| ACWI | ISHARES MSCI ACWI ETF | 99,640 | $7.144M | 0.2% | $71.70 | $73.66 | -2.7% | ISHARES MSCI ACWI ETF | 464288257 |
| AEP | AMERICAN ELECTRIC POWER | 102,793 | $7.051M | 0.2% | $68.59 * | $43.11 | +21.0% | COMMON STOCK USD6.5 | 025537101 |
| RLJ | RLJ LODGING TRUST | 361,057 | $7.019M | 0.2% | $19.44 | $22.00 | — | REIT | 74965L101 |
| PLD | PROLOGIS INC | 110,900 | $6.986M | 0.2% | $62.99 * | $35.37 | +43.8% | REIT USD.01 | 74340W103 |
| RDN | RADIAN GROUP INC | 366,672 | $6.981M | 0.2% | $19.04 * | $12.91 | +22.1% | COMMON STOCK USD.001 | 750236101 |
| AAL | AMERICAN AIRLINES GROUP INC | 133,071 | $6.914M | 0.2% | $51.96 * | $35.58 | +42.6% | COMMON STOCK | 02376R102 |
| VZ | VERIZON COMMUNICATIONS INC | 143,806 | $6.877M | 0.2% | $47.82 * | $27.31 | +15.2% | COMMON STOCK USD.1 | 92343V104 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 101,575 | $6.755M | 0.2% | $66.50 * | $51.70 | +2.9% | COMMON STOCK USD.01 | 65336K103 |
| — | CDK GLOBAL INC | 103,824 | $6.576M | 0.2% | $63.34 | $64.35 | — | COMMON STOCK USD.01 | 12508E101 |
| ETR | ENTERGY CORP | 82,948 | $6.535M | 0.2% | $78.78 * | $24.96 | +18.4% | COMMON STOCK USD.01 | 29364G103 |
| BC | BRUNSWICK CORP | 108,000 | $6.414M | 0.2% | $59.39 * | $37.30 | +38.0% | COMMON STOCK USD.75 | 117043109 |
| KMI | KINDER MORGAN INC | 424,754 | $6.397M | 0.2% | $15.06 * | $11.52 | -16.2% | COMMON STOCK USD.01 | 49456B101 |
| PSA | PUBLIC STORAGE | 31,923 | $6.397M | 0.2% | $200.39 * | $130.00 | +12.3% | REIT USD.1 | 74460D109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 38,972 | $6.352M | 0.2% | $162.99 | $149.43 | +9.1% | COMMON STOCK USD.01 | 92532F100 |
| ELV | ANTHEM INC | 28,765 | $6.32M | 0.2% | $219.71 * | $151.07 | +31.4% | COMMON STOCK USD.01 | 036752103 |
| WDC | WESTERN DIGITAL CORP | 68,217 | $6.294M | 0.2% | $92.26 * | $55.01 | +16.5% | COMMON STOCK USD.01 | 958102105 |
| FBIN | FORTUNE BRANDS HOME & SECURI | 106,203 | $6.254M | 0.2% | $58.89 * | $43.48 | +2.8% | COMMON STOCK USD.01 | 34964C106 |
| ALL | ALLSTATE CORP | 65,467 | $6.206M | 0.1% | $94.80 * | $72.00 | +10.1% | COMMON STOCK USD.01 | 020002101 |
| — | RED HAT INC | 41,469 | $6.2M | 0.1% | $149.51 | $96.11 | — | COMMON STOCK USD.0001 | 756577102 |
| PEP | PEPSICO INC | 56,471 | $6.164M | 0.1% | $109.15 * | $71.54 | +20.3% | COMMON STOCK USD.017 | 713448108 |
| ALSN | ALLISON TRANSMISSION HOLDING | 157,487 | $6.151M | 0.1% | $39.06 * | $27.86 | +24.0% | COMMON STOCK USD.01 | 01973R101 |
| CVS | CVS HEALTH CORP | 98,377 | $6.12M | 0.1% | $62.21 * | $58.03 | -16.4% | COMMON STOCK USD.01 | 126650100 |
| WM | WASTE MANAGEMENT INC | 72,279 | $6.08M | 0.1% | $84.12 * | $47.27 | +56.0% | COMMON STOCK USD.01 | 94106L109 |
| VLO | VALERO ENERGY CORP | 64,912 | $6.022M | 0.1% | $92.77 * | $34.92 | +94.8% | COMMON STOCK USD.01 | 91913Y100 |
| WMT | WALMART INC | 67,490 | $6.005M | 0.1% | $88.98 * | $21.05 | +24.7% | COMMON STOCK USD.1 | 931142103 |
| MKSI | MKS INSTRUMENTS INC | 50,964 | $5.894M | 0.1% | $115.65 * | $52.47 | +107.2% | COMMON STOCK | 55306N104 |
| NDSN | NORDSON CORP | 43,091 | $5.875M | 0.1% | $136.34 * | $121.53 | +3.2% | COMMON STOCK | 655663102 |
| BTU | PEABODY ENERGY CORP | 160,006 | $5.84M | 0.1% | $36.50 * | $21.63 | +47.2% | COMMON STOCK | 704551100 |
| CMI | CUMMINS INC | 35,623 | $5.774M | 0.1% | $162.09 * | $117.10 | +13.0% | COMMON STOCK USD2.5 | 231021106 |
| LLY | ELI LILLY & CO | 73,792 | $5.709M | 0.1% | $77.37 * | $71.58 | -3.4% | COMMON STOCK | 532457108 |
| PRU | PRUDENTIAL FINANCIAL INC | 54,711 | $5.665M | 0.1% | $103.54 * | $56.54 | +25.9% | COMMON STOCK USD.01 | 744320102 |
| — | TIME WARNER INC | 57,949 | $5.481M | 0.1% | $94.58 | $94.84 | — | COMMON STOCK USD.01 | 887317303 |
| CL | COLGATE PALMOLIVE CO | 75,828 | $5.435M | 0.1% | $71.68 * | $57.09 | +4.3% | COMMON STOCK USD1.0 | 194162103 |
| EVR | EVERCORE INC A | 61,188 | $5.336M | 0.1% | $87.21 * | $54.57 | +34.6% | COMMON STOCK USD.01 | 29977A105 |
| POST | POST HOLDINGS INC | 69,881 | $5.294M | 0.1% | $75.76 * | $51.94 | -4.6% | COMMON STOCK USD.01 | 737446104 |
| HRB | H&R BLOCK INC | 208,005 | $5.285M | 0.1% | $25.41 * | $17.25 | +9.0% | COMMON STOCK | 093671105 |
| PNC | PNC FINANCIAL SERVICES GROUP | 34,916 | $5.281M | 0.1% | $151.25 * | $96.42 | +19.5% | COMMON STOCK USD5.0 | 693475105 |
| — | DYNEGY INC | 389,455 | $5.265M | 0.1% | $13.52 | $17.50 | — | COMMON STOCK USD.01 | 26817R108 |
| — | DISCOVER FINANCIAL SERVICES | 73,129 | $5.26M | 0.1% | $71.93 | $61.12 | — | COMMON STOCK USD.01 | 254709108 |
| — | PS BUSINESS PARKS INC/CA | 46,411 | $5.246M | 0.1% | $113.03 | $113.19 | — | REIT USD.01 | 69360J107 |
| — | MONSANTO CO | 44,800 | $5.228M | 0.1% | $116.70 | $115.05 | — | COMMON STOCK USD.01 | 61166W101 |
| — | VALIDUS HOLDINGS LTD | 77,100 | $5.2M | 0.1% | $67.44 | $67.44 | — | COMMON STOCK USD.175 | G9319H102 |
| EWBC | EAST WEST BANCORP INC | 82,734 | $5.174M | 0.1% | $62.54 * | $30.99 | +66.4% | COMMON STOCK USD.001 | 27579R104 |
| — | TRINSEO SA | 69,848 | $5.172M | 0.1% | $74.05 | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| MHK | MOHAWK INDUSTRIES INC | 22,161 | $5.146M | 0.1% | $232.21 | $206.47 | +12.5% | COMMON STOCK USD.01 | 608190104 |
| PHM | PULTEGROUP INC | 173,060 | $5.104M | 0.1% | $29.49 * | $19.72 | +37.2% | COMMON STOCK USD.01 | 745867101 |
| CRI | CARTER S INC | 48,987 | $5.1M | 0.1% | $104.11 * | $67.37 | +22.8% | COMMON STOCK USD.01 | 146229109 |
| — | SL GREEN REALTY CORP | 52,626 | $5.096M | 0.1% | $96.83 | $102.06 | — | REIT USD.01 | 78440X101 |
| HCA | HCA HEALTHCARE INC | 52,510 | $5.093M | 0.1% | $96.99 * | $59.73 | +51.5% | COMMON STOCK USD.01 | 40412C101 |
| FE | FIRSTENERGY CORP | 148,375 | $5.046M | 0.1% | $34.01 * | $21.43 | +15.6% | COMMON STOCK USD.1 | 337932107 |
| ARW | ARROW ELECTRONICS INC | 63,955 | $4.926M | 0.1% | $77.02 | $53.06 | +45.1% | COMMON STOCK USD1.0 | 042735100 |
| EME | EMCOR GROUP INC | 62,046 | $4.835M | 0.1% | $77.93 * | $76.66 | -1.3% | COMMON STOCK USD.01 | 29084Q100 |
| STT | STATE STREET CORP | 48,369 | $4.824M | 0.1% | $99.73 * | $55.74 | +40.5% | COMMON STOCK USD1.0 | 857477103 |
| LEA | LEAR CORP | 25,899 | $4.82M | 0.1% | $186.11 * | $100.53 | +58.3% | COMMON STOCK USD.01 | 521865204 |
| AVB | AVALONBAY COMMUNITIES INC | 29,289 | $4.817M | 0.1% | $164.46 * | $132.27 | -4.6% | REIT USD.01 | 053484101 |
| — | BANK OF THE OZARKS | 98,629 | $4.761M | 0.1% | $48.27 | $47.48 | — | COMMON STOCK USD.01 | 063904106 |
| CTRA | CABOT OIL & GAS CORP | 197,655 | $4.74M | 0.1% | $23.98 * | $18.13 | -2.6% | COMMON STOCK USD.1 | 127097103 |
| — | BERRY GLOBAL GROUP INC | 86,300 | $4.73M | 0.1% | $54.81 | $54.81 | — | COMMON STOCK USD.01 | 08579W103 |
| GWW | WW GRAINGER INC | 16,693 | $4.712M | 0.1% | $282.27 * | $184.57 | +37.6% | COMMON STOCK USD.5 | 384802104 |
| CDW | CDW CORP/DE | 66,988 | $4.71M | 0.1% | $70.31 * | $66.43 | -3.5% | COMMON STOCK USD.01 | 12514G108 |
| PBH | PRESTIGE BRANDS HOLDINGS INC | 138,285 | $4.663M | 0.1% | $33.72 | $44.04 | -23.4% | COMMON STOCK USD.01 | 74112D101 |
| LNC | LINCOLN NATIONAL CORP | 63,811 | $4.662M | 0.1% | $73.06 * | $48.18 | +8.2% | COMMON STOCK | 534187109 |
| RL | RALPH LAUREN CORP | 41,671 | $4.659M | 0.1% | $111.80 * | $71.20 | +35.0% | COMMON STOCK USD.01 | 751212101 |
| — | XL GROUP LTD | 82,802 | $4.576M | 0.1% | $55.26 | $54.81 | — | COMMON STOCK | G98294104 |
| — | FOOT LOCKER INC | 99,828 | $4.546M | 0.1% | $45.54 | $46.86 | — | COMMON STOCK USD.01 | 344849104 |
| — | ARRIS INTERNATIONAL PLC | 170,975 | $4.543M | 0.1% | $26.57 | $24.48 | — | COMMON STOCK GBP.0001 | G0551A103 |
| — | MYLAN NV | 109,506 | $4.508M | 0.1% | $41.17 | $42.13 | — | COMMON STOCK EUR.01 | N59465109 |
| NXPI | NXP SEMICONDUCTORS NV | 38,400 | $4.493M | 0.1% | $117.01 * | $90.44 | +15.0% | COMMON STOCK | N6596X109 |
| BSX | BOSTON SCIENTIFIC CORP | 163,708 | $4.473M | 0.1% | $27.32 | $27.23 | +0.3% | COMMON STOCK USD.01 | 101137107 |
| IQV | IQVIA HOLDINGS INC | 45,211 | $4.436M | 0.1% | $98.12 | $101.80 | -3.6% | COMMON STOCK USD.01 | 46266C105 |
| RITM | NEW RESIDENTIAL INVESTMENT | 267,400 | $4.399M | 0.1% | $16.45 | $15.98 | — | REIT USD.01 | 64828T201 |
| MCD | MCDONALD S CORP | 27,637 | $4.322M | 0.1% | $156.38 * | $90.29 | +44.5% | COMMON STOCK USD.01 | 580135101 |
| ESS | ESSEX PROPERTY TRUST INC | 17,865 | $4.3M | 0.1% | $240.69 * | $167.18 | +10.7% | REIT USD.0001 | 297178105 |
| MTG | MGIC INVESTMENT CORP | 329,076 | $4.278M | 0.1% | $13.00 | $10.01 | +29.9% | COMMON STOCK USD1.0 | 552848103 |
| EXP | EAGLE MATERIALS INC | 41,100 | $4.235M | 0.1% | $103.04 * | $97.69 | +1.5% | COMMON STOCK USD.01 | 26969P108 |
| NFLX | NETFLIX INC | 14,229 | $4.203M | 0.1% | $295.38 * | $25.60 | +15.3% | COMMON STOCK USD.001 | 64110L106 |
| HUM | HUMANA INC | 15,609 | $4.196M | 0.1% | $268.82 * | $210.89 | +19.4% | COMMON STOCK USD.166 | 444859102 |
| GIS | GENERAL MILLS INC | 92,911 | $4.187M | 0.1% | $45.06 * | $40.78 | -16.5% | COMMON STOCK USD.1 | 370334104 |
| TOL | TOLL BROTHERS INC | 96,430 | $4.171M | 0.1% | $43.25 | $39.33 | +10.0% | COMMON STOCK USD.01 | 889478103 |
| AMCX | AMC NETWORKS INC A | 79,652 | $4.118M | 0.1% | $51.70 | $60.04 | -13.9% | COMMON STOCK | 00164V103 |
| CMA | COMERICA INC | 42,921 | $4.117M | 0.1% | $95.92 * | $46.73 | +44.3% | COMMON STOCK USD5.0 | 200340107 |
| SCI | SERVICE CORP INTERNATIONAL | 108,600 | $4.099M | 0.1% | $37.74 | $38.40 | -1.7% | COMMON STOCK USD1.0 | 817565104 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 50,608 | $4.074M | 0.1% | $80.50 * | $62.47 | +15.3% | COMMON STOCK USD.01 | 192446102 |
| OXY | OCCIDENTAL PETROLEUM CORP | 62,284 | $4.046M | 0.1% | $64.96 * | $57.25 | -6.0% | COMMON STOCK USD.2 | 674599105 |
| NEE | NEXTERA ENERGY INC | 24,697 | $4.034M | 0.1% | $163.34 * | $17.42 | +93.5% | COMMON STOCK USD.01 | 65339F101 |
| AFL | AFLAC INC | 91,990 | $4.025M | 0.1% | $43.75 * | $36.63 | -0.4% | COMMON STOCK USD.1 | 001055102 |
| — | INTERPUBLIC GROUP OF COS INC | 174,744 | $4.024M | 0.1% | $23.03 * | $16.37 | +3.4% | COMMON STOCK USD.1 | 460690100 |
| — | EXPRESS SCRIPTS HOLDING CO | 57,379 | $3.964M | 0.1% | $69.08 | $74.76 | — | COMMON STOCK USD.01 | 30219G108 |
| LSTR | LANDSTAR SYSTEM INC | 36,123 | $3.961M | 0.1% | $109.65 | $109.65 | — | COMMON STOCK USD.01 | 515098101 |
| MD | MEDNAX INC | 71,092 | $3.955M | 0.1% | $55.63 | $54.67 | +1.8% | COMMON STOCK USD.01 | 58502B106 |
| RS | RELIANCE STEEL & ALUMINUM | 45,522 | $3.903M | 0.1% | $85.74 | $74.40 | +15.2% | COMMON STOCK | 759509102 |
| — | YY INC ADR | 36,728 | $3.864M | 0.1% | $105.21 | $86.77 | — | ADR USD.00001 | 98426T106 |
| — | BROADCOM LTD | 16,301 | $3.841M | 0.1% | $235.63 | $225.18 | — | COMMON STOCK | Y09827109 |
| USB | US BANCORP | 76,065 | $3.841M | 0.1% | $50.50 * | $27.31 | +35.7% | COMMON STOCK USD.01 | 902973304 |
| SNX | SYNNEX CORP | 32,438 | $3.841M | 0.1% | $118.41 * | $55.74 | -3.4% | COMMON STOCK USD.001 | 87162W100 |
| MPT | MEDICAL PROPERTIES TRUST INC | 295,302 | $3.839M | 0.1% | $13.00 | $13.15 | — | REIT USD.001 | 58463J304 |
| — | TCF FINANCIAL CORP | 165,962 | $3.786M | 0.1% | $22.81 | $20.27 | — | COMMON STOCK USD.01 | 872275102 |
| — | HARRIS CORP | 23,140 | $3.732M | 0.1% | $161.28 | $108.83 | — | COMMON STOCK USD1.0 | 413875105 |
| FTI | TECHNIPFMC PLC | 126,276 | $3.719M | 0.1% | $29.45 * | $21.46 | -5.4% | COMMON STOCK USD1.0 | G87110105 |
| BIIB | BIOGEN INC | 13,319 | $3.647M | 0.1% | $273.82 | $318.15 | -13.9% | COMMON STOCK USD.0005 | 09062X103 |
| CNQ | CANADIAN NATURAL RESOURCES | 115,621 | $3.639M | 0.1% | $31.47 * | $10.12 | +5.3% | COMMON STOCK | 136385101 |
| ODFL | OLD DOMINION FREIGHT LINE | 24,522 | $3.604M | 0.1% | $146.97 * | $35.00 | +35.2% | COMMON STOCK USD.1 | 679580100 |
| MU | MICRON TECHNOLOGY INC | 68,767 | $3.586M | 0.1% | $52.15 * | $27.39 | +85.7% | COMMON STOCK USD.1 | 595112103 |
| EBAY | EBAY INC | 88,642 | $3.567M | 0.1% | $40.24 * | $36.50 | -1.9% | COMMON STOCK USD.001 | 278642103 |
| FLR | FLUOR CORP | 61,922 | $3.543M | 0.1% | $57.22 * | $54.08 | +0.3% | COMMON STOCK USD.01 | 343412102 |
| TAP | MOLSON COORS BREWING CO B | 47,014 | $3.542M | 0.1% | $75.34 * | $65.01 | -5.7% | COMMON STOCK USD.01 | 60871R209 |
| — | CENTURYLINK INC | 214,252 | $3.52M | 0.1% | $16.43 | $16.76 | — | COMMON STOCK USD1.0 | 156700106 |
| — | VARIAN MEDICAL SYSTEMS INC | 28,418 | $3.485M | 0.1% | $122.63 | $115.03 | — | COMMON STOCK USD1.0 | 92220P105 |
| DECK | DECKERS OUTDOOR CORP | 38,611 | $3.476M | 0.1% | $90.03 * | $15.02 | -0.1% | COMMON STOCK USD.01 | 243537107 |
| FHI | FEDERATED INVESTORS INC CL B | 103,475 | $3.456M | 0.1% | $33.40 * | $22.27 | +5.7% | COMMON STOCK | 314211103 |
| DPZ | DOMINO S PIZZA INC | 14,791 | $3.455M | 0.1% | $233.59 * | $170.47 | +25.5% | COMMON STOCK USD.01 | 25754A201 |
| TSN | TYSON FOODS INC CL A | 47,003 | $3.44M | 0.1% | $73.19 * | $36.83 | +60.6% | COMMON STOCK USD.1 | 902494103 |
| ZD | J2 GLOBAL INC | 43,062 | $3.398M | 0.1% | $78.91 * | $64.11 | +7.1% | COMMON STOCK USD.01 | 48123V102 |
| — | ENERGY XXI GULF COAST INC | 882,552 | $3.389M | 0.1% | $3.84 | $25.91 | — | COMMON STOCK | 29276K101 |
| VTR | VENTAS INC | 68,295 | $3.383M | 0.1% | $49.54 * | $44.22 | -18.8% | REIT USD.25 | 92276F100 |
| CHDN | CHURCHILL DOWNS INC | 13,823 | $3.374M | 0.1% | $244.09 * | $41.26 | -4.4% | COMMON STOCK | 171484108 |
| MMS | MAXIMUS INC | 50,530 | $3.372M | 0.1% | $66.73 | $64.75 | +3.1% | COMMON STOCK | 577933104 |
| BXP | BOSTON PROPERTIES INC | 27,105 | $3.34M | 0.1% | $123.22 * | $83.46 | +4.0% | REIT USD.01 | 101121101 |
| MTN | VAIL RESORTS INC | 15,020 | $3.33M | 0.1% | $221.70 | $214.63 | +3.3% | COMMON STOCK USD.01 | 91879Q109 |
| WAT | WATERS CORP | 16,728 | $3.323M | 0.1% | $198.65 | $206.22 | -3.7% | COMMON STOCK USD.01 | 941848103 |
| AMN | AMN HEALTHCARE SERVICES INC | 58,472 | $3.318M | 0.1% | $56.75 | $35.91 | +58.0% | COMMON STOCK USD.01 | 001744101 |
| — | ROWAN COMPANIES PLC A | 286,727 | $3.309M | 0.1% | $11.54 | $11.73 | — | COMMON STOCK USD.125 | G7665A101 |
| — | STAMPS.COM INC | 16,403 | $3.298M | 0.1% | $201.06 | $201.06 | — | COMMON STOCK USD.001 | 852857200 |
| VSH | VISHAY INTERTECHNOLOGY INC | 177,205 | $3.296M | 0.1% | $18.60 * | $16.58 | -3.9% | COMMON STOCK USD.1 | 928298108 |
| EQR | EQUITY RESIDENTIAL | 53,472 | $3.295M | 0.1% | $61.62 * | $46.22 | +0.2% | REIT USD.01 | 29476L107 |
| PGR | PROGRESSIVE CORP | 53,960 | $3.288M | 0.1% | $60.93 * | $44.23 | +8.7% | COMMON STOCK USD1.0 | 743315103 |
| TGT | TARGET CORP | 47,343 | $3.287M | 0.1% | $69.43 * | $53.51 | +4.7% | COMMON STOCK USD.0833 | 87612E106 |
| — | CITRIX SYSTEMS INC | 35,309 | $3.277M | 0.1% | $92.81 | $75.07 | — | COMMON STOCK USD.001 | 177376100 |
| VAC | MARRIOTT VACATIONS WORLD | 24,390 | $3.249M | 0.1% | $133.21 | $121.79 | +9.4% | COMMON STOCK USD.01 | 57164Y107 |
| MCO | MOODY S CORP | 19,835 | $3.199M | 0.1% | $161.28 * | $108.87 | +38.4% | COMMON STOCK USD.01 | 615369105 |
| CPB | CAMPBELL SOUP CO | 73,782 | $3.195M | 0.1% | $43.30 * | $39.74 | -16.1% | COMMON STOCK USD.0375 | 134429109 |
| — | DST SYSTEMS INC | 38,200 | $3.195M | 0.1% | $83.64 | $83.64 | — | COMMON STOCK USD.01 | 233326107 |
| DXC | DXC TECHNOLOGY CO | 31,513 | $3.168M | 0.1% | $100.53 * | $82.77 | +0.3% | COMMON STOCK USD.01 | 23355L106 |
| EW | EDWARDS LIFESCIENCES CORP | 22,703 | $3.168M | 0.1% | $139.54 * | $43.43 | +7.1% | COMMON STOCK USD1.0 | 28176E108 |
| NNN | NATIONAL RETAIL PROPERTIES | 80,675 | $3.167M | 0.1% | $39.26 | $40.51 | — | REIT USD.01 | 637417106 |
| KLAC | KLA TENCOR CORP | 28,977 | $3.159M | 0.1% | $109.02 * | $89.96 | +7.7% | COMMON STOCK USD.001 | 482480100 |
| VYX | NCR CORPORATION | 99,338 | $3.131M | 0.1% | $31.52 * | $19.71 | -1.9% | COMMON STOCK USD.01 | 62886E108 |
| GNRC | GENERAC HOLDINGS INC | 68,129 | $3.128M | 0.1% | $45.91 | $39.55 | +16.1% | COMMON STOCK USD.01 | 368736104 |
| FICO | FAIR ISAAC CORP | 18,235 | $3.088M | 0.1% | $169.34 | $130.23 | +30.1% | COMMON STOCK USD.01 | 303250104 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 32,934 | $3.086M | 0.1% | $93.70 * | $73.15 | +6.7% | COMMON STOCK USD.1 | 12541W209 |
| AMG | AFFILIATED MANAGERS GROUP | 16,091 | $3.051M | 0.1% | $189.61 * | $151.50 | +21.9% | COMMON STOCK USD.01 | 008252108 |
| BKU | BANKUNITED INC | 76,300 | $3.05M | 0.1% | $39.97 * | $28.16 | +10.5% | COMMON STOCK USD.01 | 06652K103 |
| — | XEROX CORP | 105,235 | $3.029M | 0.1% | $28.78 | $28.83 | — | COMMON STOCK USD1.0 | 984121608 |
| FFIV | F5 NETWORKS INC | 20,654 | $2.987M | 0.1% | $144.62 | $124.21 | +16.4% | COMMON STOCK | 315616102 |
| — | PRAXAIR INC | 20,632 | $2.977M | 0.1% | $144.29 | $124.12 | — | COMMON STOCK USD.01 | 74005P104 |
| JKHY | JACK HENRY & ASSOCIATES INC | 24,568 | $2.972M | 0.1% | $120.97 * | $68.42 | +61.3% | COMMON STOCK USD.01 | 426281101 |
| — | ASPEN TECHNOLOGY INC | 37,668 | $2.972M | 0.1% | $78.90 | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| REG | REGENCY CENTERS CORP | 50,352 | $2.97M | 0.1% | $58.98 * | $46.21 | -6.9% | REIT USD.01 | 758849103 |
| — | HD SUPPLY HOLDINGS INC | 78,100 | $2.963M | 0.1% | $37.94 | $36.07 | — | COMMON STOCK USD.01 | 40416M105 |
| — | BASIC ENERGY SERVICES INC | 205,050 | $2.961M | 0.1% | $14.44 | $20.72 | — | COMMON STOCK USD.01 | 06985P209 |
| CAG | CONAGRA BRANDS INC | 80,258 | $2.96M | 0.1% | $36.88 * | $27.24 | +0.2% | COMMON STOCK USD5.0 | 205887102 |
| RHI | ROBERT HALF INTL INC | 51,018 | $2.953M | 0.1% | $57.88 | $53.28 | +8.7% | COMMON STOCK USD.001 | 770323103 |
| BWA | BORGWARNER INC | 58,718 | $2.949M | 0.1% | $50.22 * | $31.75 | +23.3% | COMMON STOCK USD.01 | 099724106 |
| HPQ | HP INC | 134,166 | $2.941M | 0.1% | $21.92 * | $12.33 | +37.3% | COMMON STOCK USD.01 | 40434L105 |
| — | DUNKIN BRANDS GROUP INC | 49,200 | $2.937M | 0.1% | $59.70 | $59.70 | — | COMMON STOCK USD.001 | 265504100 |
| FISV | FISERV INC | 40,728 | $2.904M | 0.1% | $71.30 | $59.39 | +20.1% | COMMON STOCK USD.01 | 337738108 |
| DUK | DUKE ENERGY CORP | 37,168 | $2.879M | 0.1% | $77.46 * | $46.80 | +20.8% | COMMON STOCK USD.001 | 26441C204 |
| HUN | HUNTSMAN CORP | 97,679 | $2.857M | 0.1% | $29.25 | $24.20 | +20.9% | COMMON STOCK USD.01 | 447011107 |
| — | SIX FLAGS ENTERTAINMENT CORP | 45,300 | $2.82M | 0.1% | $62.25 | $62.25 | — | COMMON STOCK | 83001A102 |
| DLR | DIGITAL REALTY TRUST INC | 26,741 | $2.818M | 0.1% | $105.38 * | $78.79 | +2.3% | REIT USD.01 | 253868103 |
| — | ROCKWELL COLLINS INC | 20,848 | $2.811M | 0.1% | $134.83 | $130.79 | — | COMMON STOCK USD.01 | 774341101 |
| BKNG | BOOKING HOLDINGS INC | 1,345 | $2.798M | 0.1% | $2080.30 | $1933.58 | +5.9% | COMMON STOCK USD.008 | 09857L108 |
| — | CHESAPEAKE LODGING TRUST | 100,031 | $2.782M | 0.1% | $27.81 | $25.52 | — | REIT USD.01 | 165240102 |
| UNM | UNUM GROUP | 58,046 | $2.764M | 0.1% | $47.62 | $47.94 | -0.7% | COMMON STOCK USD.1 | 91529Y106 |
| EPR | EPR PROPERTIES | 49,853 | $2.762M | 0.1% | $55.40 | $58.33 | — | REIT USD.01 | 26884U109 |
| — | AETNA INC | 16,330 | $2.76M | 0.1% | $169.01 | $177.01 | — | COMMON STOCK USD.01 | 00817Y108 |
| IVZ | INVESCO LTD | 85,927 | $2.751M | 0.1% | $32.02 * | $23.58 | -6.6% | COMMON STOCK USD.2 | G491BT108 |
| — | PACWEST BANCORP | 55,532 | $2.751M | 0.1% | $49.54 | $39.93 | — | COMMON STOCK | 695263103 |
| MRSH | MARSH & MCLENNAN COS | 33,234 | $2.745M | 0.1% | $82.60 * | $63.60 | +14.7% | COMMON STOCK USD1.0 | 571748102 |
| IBM | INTL BUSINESS MACHINES CORP | 17,804 | $2.732M | 0.1% | $153.45 * | $104.57 | -0.1% | COMMON STOCK USD.2 | 459200101 |
| ACN | ACCENTURE PLC CL A | 17,714 | $2.719M | 0.1% | $153.49 * | $108.15 | +26.1% | COMMON STOCK USD.0000225 | G1151C101 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 175,114 | $2.665M | 0.1% | $15.22 | $16.22 | — | REIT USD.01 | 867892101 |
| — | GENERAL CABLE CORP | 89,100 | $2.637M | 0.1% | $29.60 | $29.60 | — | COMMON STOCK USD.01 | 369300108 |
| — | ORBITAL ATK INC | 19,750 | $2.619M | 0.1% | $132.61 | $131.49 | — | COMMON STOCK USD.01 | 68557N103 |
| JLL | JONES LANG LASALLE INC | 14,900 | $2.602M | 0.1% | $174.63 | $140.77 | +22.7% | COMMON STOCK USD.01 | 48020Q107 |
| — | KAPSTONE PAPER AND PACKAGING | 75,600 | $2.594M | 0.1% | $34.31 | $34.31 | — | COMMON STOCK USD.0001 | 48562P103 |
| — | BLACKHAWK NETWORK HOLDINGS I | 57,900 | $2.588M | 0.1% | $44.70 | $44.70 | — | COMMON STOCK USD.001 | 09238E104 |
| FCX | FREEPORT MCMORAN INC | 146,303 | $2.571M | 0.1% | $17.57 * | $13.26 | +20.2% | COMMON STOCK USD.1 | 35671D857 |
| — | FEDERAL REALTY INVS TRUST | 22,092 | $2.565M | 0.1% | $116.11 | $135.60 | — | REIT USD.01 | 313747206 |
| — | CAVIUM INC | 32,000 | $2.54M | 0.1% | $79.38 | $83.84 | — | COMMON STOCK USD.001 | 14964U108 |
| DOX | AMDOCS LTD | 38,057 | $2.539M | 0.1% | $66.72 * | $46.71 | +22.2% | COMMON STOCK GBP.0001 | G02602103 |
| — | MICROSEMI CORP | 38,700 | $2.505M | 0.1% | $64.73 | $64.73 | — | COMMON STOCK USD.2 | 595137100 |
| — | PINNACLE ENTERTAINMENT INC | 82,600 | $2.49M | 0.1% | $30.15 | $18.16 | — | COMMON STOCK USD.01 | 72348Y105 |
| QLYS | QUALYS INC | 33,999 | $2.473M | 0.1% | $72.74 | $35.11 | +107.2% | COMMON STOCK USD.001 | 74758T303 |
| LMT | LOCKHEED MARTIN CORP | 7,241 | $2.447M | 0.1% | $337.94 * | $262.10 | +4.7% | COMMON STOCK USD1.0 | 539830109 |
| SYY | SYSCO CORP | 40,732 | $2.442M | 0.1% | $59.95 * | $42.40 | +15.1% | COMMON STOCK USD1.0 | 871829107 |
| LPX | LOUISIANA PACIFIC CORP | 84,428 | $2.429M | 0.1% | $28.77 | $22.48 | +28.0% | COMMON STOCK USD1.0 | 546347105 |
| SWKS | SKYWORKS SOLUTIONS INC | 24,114 | $2.418M | 0.1% | $100.27 * | $76.57 | +9.7% | COMMON STOCK USD.25 | 83088M102 |
| — | HCP INC | 104,040 | $2.417M | 0.1% | $23.23 | $28.92 | — | REIT USD1.0 | 40414L109 |
| KMB | KIMBERLY CLARK CORP | 21,500 | $2.368M | 0.1% | $110.14 * | $87.17 | -3.7% | COMMON STOCK USD1.25 | 494368103 |
| CLDT | CHATHAM LODGING TRUST | 123,568 | $2.366M | 0.1% | $19.15 | $20.94 | — | REIT USD.01 | 16208T102 |
| TDG | TRANSDIGM GROUP INC | 7,704 | $2.365M | 0.1% | $306.98 * | $211.51 | +7.7% | COMMON STOCK USD.01 | 893641100 |
| PBYI | PUMA BIOTECHNOLOGY INC | 34,613 | $2.355M | 0.1% | $68.04 | $81.27 | -16.3% | COMMON STOCK USD.0001 | 74587V107 |
| TILE | INTERFACE INC | 93,460 | $2.355M | 0.1% | $25.20 | $17.22 | +46.4% | COMMON STOCK USD.1 | 458665304 |
| SBH | SALLY BEAUTY HOLDINGS INC | 143,013 | $2.353M | 0.1% | $16.45 | $20.72 | -20.6% | COMMON STOCK USD.01 | 79546E104 |
| — | INVESTORS BANCORP INC | 172,279 | $2.35M | 0.1% | $13.64 | $12.48 | — | COMMON STOCK USD.01 | 46146L101 |
| CCL | CARNIVAL CORP | 35,791 | $2.347M | 0.1% | $65.58 * | $46.49 | +30.7% | COMMON STOCK USD.01 | 143658300 |
| APH | AMPHENOL CORP CL A | 27,041 | $2.329M | 0.1% | $86.13 * | $20.85 | -4.1% | COMMON STOCK USD.001 | 032095101 |
| MS | MORGAN STANLEY | 42,746 | $2.307M | 0.1% | $53.97 * | $36.39 | +17.2% | COMMON STOCK USD.01 | 617446448 |
| — | TENNECO INC | 41,707 | $2.288M | 0.1% | $54.86 | $58.55 | — | COMMON STOCK USD.01 | 880349105 |
| ENS | ENERSYS | 32,550 | $2.258M | 0.1% | $69.37 * | $60.89 | +5.9% | COMMON STOCK USD.01 | 29275Y102 |
| ORLY | O REILLY AUTOMOTIVE INC | 9,080 | $2.246M | 0.1% | $247.36 * | $16.55 | -0.4% | COMMON STOCK USD.01 | 67103H107 |
| NHI | NATL HEALTH INVESTORS INC | 33,358 | $2.245M | 0.1% | $67.30 | $76.92 | — | REIT USD.01 | 63633D104 |
| — | WYNDHAM WORLDWIDE CORP | 19,485 | $2.23M | 0.1% | $114.45 | $71.27 | — | COMMON STOCK USD.01 | 98310W108 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 17,806 | $2.224M | 0.1% | $124.90 * | $88.58 | +6.2% | REIT USD.01 | 015271109 |
| TRNO | TERRENO REALTY CORP | 64,249 | $2.217M | 0.1% | $34.51 | $29.73 | — | REIT USD.01 | 88146M101 |
| — | ORBOTECH LTD | 35,434 | $2.203M | 0.1% | $62.17 | $47.56 | — | COMMON STOCK USD.14 | M75253100 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 10,348 | $2.203M | 0.1% | $212.89 * | $161.28 | -7.8% | COMMON STOCK USD.01 | 018581108 |
| G | GENPACT LTD | 68,744 | $2.199M | 0.1% | $31.99 * | $29.65 | -1.3% | COMMON STOCK USD.01 | G3922B107 |
| — | LUMINEX CORP | 104,249 | $2.197M | 0.1% | $21.07 | $19.70 | — | COMMON STOCK USD.001 | 55027E102 |
| FIX | COMFORT SYSTEMS USA INC | 53,115 | $2.191M | 0.1% | $41.25 * | $30.25 | +30.1% | COMMON STOCK USD.01 | 199908104 |
| — | SAEXPLORATION HOLDINGS INC | 1,620,267 | $2.187M | 0.1% | $1.35 | $1.58 | — | COMMON STOCK USD.0001 | 78636X204 |
| — | ADAMAS PHARMACEUTICALS INC | 90,731 | $2.168M | 0.1% | $23.89 | $23.89 | — | COMMON STOCK USD.001 | 00548A106 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 18,259 | $2.15M | 0.1% | $117.75 * | $115.78 | -5.2% | COMMON STOCK USD.01 | V7780T103 |
| CBRE | CBRE GROUP INC A | 45,349 | $2.141M | 0.1% | $47.21 | $35.14 | +34.4% | COMMON STOCK USD.01 | 12504L109 |
| — | RSP PERMIAN INC | 45,425 | $2.13M | 0.1% | $46.89 | $46.89 | — | COMMON STOCK USD.01 | 74978Q105 |
| AYI | ACUITY BRANDS INC | 15,212 | $2.117M | 0.1% | $139.17 * | $149.74 | -9.5% | COMMON STOCK USD.01 | 00508Y102 |
| OMC | OMNICOM GROUP | 28,855 | $2.097M | 0.1% | $72.67 * | $57.22 | -3.7% | COMMON STOCK USD.15 | 681919106 |
| — | XO GROUP INC | 101,075 | $2.097M | 0.1% | $20.75 | $20.75 | — | COMMON STOCK USD.01 | 983772104 |
| — | AARON S INC | 44,900 | $2.092M | 0.1% | $46.59 | $46.59 | — | COMMON STOCK USD.5 | 002535300 |
| ES | EVERSOURCE ENERGY | 35,487 | $2.091M | 0.1% | $58.92 * | $36.77 | +22.3% | COMMON STOCK USD5.0 | 30040W108 |
| WELL | WELLTOWER INC | 37,967 | $2.067M | 0.0% | $54.44 * | $50.17 | -16.8% | REIT USD1.0 | 95040Q104 |
| NPO | ENPRO INDUSTRIES INC | 26,409 | $2.044M | 0.0% | $77.40 | $84.73 | -8.7% | COMMON STOCK USD.01 | 29355X107 |
| D | DOMINION ENERGY INC | 30,152 | $2.033M | 0.0% | $67.43 * | $40.62 | +17.7% | COMMON STOCK | 25746U109 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 22,948 | $2.014M | 0.0% | $87.76 | $79.57 | — | REIT USD.01 | 29472R108 |
| — | JUNIPER NETWORKS INC | 82,658 | $2.011M | 0.0% | $24.33 | $27.84 | — | COMMON STOCK USD.00001 | 48203R104 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 51,921 | $2.01M | 0.0% | $38.71 * | $29.96 | +12.5% | COMMON STOCK USD.01 | 099502106 |
| — | CIGNA CORP | 11,914 | $1.998M | 0.0% | $167.70 | $144.55 | — | COMMON STOCK USD.25 | 125509109 |
| ZTS | ZOETIS INC | 23,907 | $1.996M | 0.0% | $83.49 * | $72.44 | +8.4% | COMMON STOCK USD.01 | 98978V103 |
| MAA | MID AMERICA APARTMENT COMM | 21,736 | $1.983M | 0.0% | $91.23 * | $67.17 | +3.7% | REIT USD.01 | 59522J103 |
| — | CHICAGO BRIDGE & IRON CO NV | 136,200 | $1.961M | 0.0% | $14.40 | $14.40 | — | COMMON STOCK EUR.01 | 167250109 |
| TXNM | PNM RESOURCES INC | 51,251 | $1.96M | 0.0% | $38.24 | $36.63 | +4.4% | COMMON STOCK | 69349H107 |
| CXW | CORECIVIC INC | 100,259 | $1.957M | 0.0% | $19.52 * | $20.26 | -20.5% | REIT USD.01 | 21871N101 |
| WEC | WEC ENERGY GROUP INC | 30,883 | $1.936M | 0.0% | $62.69 * | $38.27 | +27.9% | COMMON STOCK USD.01 | 92939U106 |
| APLE | APPLE HOSPITALITY REIT INC | 109,242 | $1.919M | 0.0% | $17.57 | $19.18 | — | REIT NPV | 03784Y200 |
| — | GREAT WESTERN BANCORP INC | 47,551 | $1.915M | 0.0% | $40.27 | $35.57 | — | COMMON STOCK USD.01 | 391416104 |
| — | CAPELLA EDUCATION CO | 21,900 | $1.913M | 0.0% | $87.35 | $77.40 | — | COMMON STOCK USD.01 | 139594105 |
| — | COMMERCEHUB INC SERIES C | 84,900 | $1.909M | 0.0% | $22.49 | $22.49 | — | COMMON STOCK USD.01 | 20084V306 |
| — | MULESOFT INC A | 43,300 | $1.904M | 0.0% | $43.97 | $43.97 | — | COMMON STOCK | 625207105 |
| JBL | JABIL INC | 65,400 | $1.879M | 0.0% | $28.73 * | $26.18 | +4.6% | COMMON STOCK USD.001 | 466313103 |
| ENTG | ENTEGRIS INC | 53,917 | $1.876M | 0.0% | $34.79 * | $29.39 | +13.9% | COMMON STOCK USD.01 | 29362U104 |
| SAM | BOSTON BEER COMPANY INC A | 9,897 | $1.871M | 0.0% | $189.05 | $155.42 | +21.6% | COMMON STOCK USD.01 | 100557107 |
| — | ALTABA INC | 25,000 | $1.851M | 0.0% | $74.04 | $74.04 | — | ALTABA INC | 021346101 |
| O | REALTY INCOME CORP | 35,726 | $1.848M | 0.0% | $51.73 * | $35.52 | -2.6% | REIT USD1.0 | 756109104 |
| — | ANDEAVOR | 18,322 | $1.842M | 0.0% | $100.53 | $103.02 | — | COMMON STOCK USD.167 | 03349M105 |
| APOG | APOGEE ENTERPRISES INC | 42,409 | $1.838M | 0.0% | $43.34 * | $39.41 | -7.4% | COMMON STOCK USD.333 | 037598109 |
| MMI | MARCUS & MILLICHAP INC | 50,731 | $1.829M | 0.0% | $36.05 * | $25.85 | +29.2% | COMMON STOCK USD.0001 | 566324109 |
| ORA | ORMAT TECHNOLOGIES INC | 32,038 | $1.806M | 0.0% | $56.37 * | $34.05 | +57.6% | COMMON STOCK USD.001 | 686688102 |
| CPRT | COPART INC | 35,441 | $1.805M | 0.0% | $50.93 * | $8.31 | +53.2% | COMMON STOCK | 217204106 |
| SO | SOUTHERN CO/THE | 40,334 | $1.801M | 0.0% | $44.65 * | $28.29 | +15.1% | COMMON STOCK USD5.0 | 842587107 |
| BIGGQ | BIG LOTS INC | 41,382 | $1.801M | 0.0% | $43.52 | $35.64 | +23.6% | COMMON STOCK USD.01 | 089302103 |
| ITGR | INTEGER HOLDINGS CORP | 31,706 | $1.793M | 0.0% | $56.55 | $40.99 | +38.0% | COMMON STOCK USD.001 | 45826H109 |
| CE | CELANESE CORP SERIES A | 17,877 | $1.791M | 0.0% | $100.18 * | $56.76 | +52.0% | COMMON STOCK USD.0001 | 150870103 |
| EPAM | EPAM SYSTEMS INC | 15,478 | $1.773M | 0.0% | $114.55 | $102.37 | +11.9% | COMMON STOCK USD.001 | 29414B104 |
| KFRC | KFORCE INC | 65,546 | $1.773M | 0.0% | $27.05 | $20.00 | +35.3% | COMMON STOCK USD.01 | 493732101 |
| GBX | GREENBRIER COMPANIES INC | 35,151 | $1.766M | 0.0% | $50.24 * | $30.76 | +28.9% | COMMON STOCK | 393657101 |
| — | DCT INDUSTRIAL TRUST INC | 31,317 | $1.764M | 0.0% | $56.33 | $54.07 | — | REIT USD.01 | 233153204 |
| — | HUDSON PACIFIC PROPERTIES IN | 53,974 | $1.756M | 0.0% | $32.53 | $34.52 | — | REIT USD.01 | 444097109 |
| DRI | DARDEN RESTAURANTS INC | 20,573 | $1.754M | 0.0% | $85.26 * | $66.61 | +2.9% | COMMON STOCK | 237194105 |
| — | RETAIL OPPORTUNITY INVESTMEN | 98,709 | $1.744M | 0.0% | $17.67 | $16.17 | — | REIT USD.0001 | 76131N101 |
| — | NCI BUILDING SYSTEMS INC | 98,246 | $1.739M | 0.0% | $17.70 | $14.69 | — | COMMON STOCK USD.01 | 628852204 |
| AGO | ASSURED GUARANTY LTD | 48,000 | $1.738M | 0.0% | $36.21 * | $34.79 | -9.0% | COMMON STOCK USD.01 | G0585R106 |
| HSIC | HENRY SCHEIN INC | 25,620 | $1.722M | 0.0% | $67.21 * | $66.17 | -20.3% | COMMON STOCK USD.01 | 806407102 |
| CNP | CENTERPOINT ENERGY INC | 62,480 | $1.712M | 0.0% | $27.40 * | $22.74 | -4.6% | COMMON STOCK USD.01 | 15189T107 |
| SUI | SUN COMMUNITIES INC | 18,517 | $1.692M | 0.0% | $91.38 | $92.17 | — | REIT USD.01 | 866674104 |
| INCY | INCYTE CORP | 20,198 | $1.683M | 0.0% | $83.33 | $90.16 | -7.6% | COMMON STOCK USD.001 | 45337C102 |
| GTN | GRAY TELEVISION INC | 131,896 | $1.675M | 0.0% | $12.70 | $15.17 | -16.3% | COMMON STOCK | 389375106 |
| CAR | AVIS BUDGET GROUP INC | 35,478 | $1.662M | 0.0% | $46.85 * | $35.81 | +24.3% | COMMON STOCK USD.01 | 053774105 |
| TER | TERADYNE INC | 36,307 | $1.66M | 0.0% | $45.72 * | $37.90 | +15.9% | COMMON STOCK USD.125 | 880770102 |
| — | NEKTAR THERAPEUTICS | 15,376 | $1.634M | 0.0% | $106.27 | $106.27 | — | COMMON STOCK USD.0001 | 640268108 |
| FIVN | FIVE9 INC | 54,703 | $1.63M | 0.0% | $29.80 | $20.49 | +45.4% | COMMON STOCK USD.001 | 338307101 |
| LGND | LIGAND PHARMACEUTICALS | 9,849 | $1.627M | 0.0% | $165.19 * | $58.73 | +75.4% | COMMON STOCK USD.001 | 53220K504 |
| AMH | AMERICAN HOMES 4 RENT A | 80,868 | $1.624M | 0.0% | $20.08 | $21.95 | — | REIT USD.01 | 02665T306 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 13,758 | $1.612M | 0.0% | $117.17 * | $93.19 | +17.0% | COMMON STOCK USD.01 | 445658107 |
| — | QUIDEL CORP | 31,111 | $1.612M | 0.0% | $51.81 | $27.15 | — | COMMON STOCK USD.001 | 74838J101 |
| VNO | VORNADO REALTY TRUST | 23,859 | $1.606M | 0.0% | $67.31 | $99.28 | — | REIT USD.04 | 929042109 |
| TRV | TRAVELERS COS INC/THE | 11,525 | $1.6M | 0.0% | $138.83 * | $107.24 | +9.4% | COMMON STOCK | 89417E109 |
| SJM | JM SMUCKER CO/THE | 12,844 | $1.593M | 0.0% | $124.03 * | $101.03 | -4.3% | COMMON STOCK | 832696405 |
| — | LOGMEIN INC | 13,652 | $1.577M | 0.0% | $115.51 | $109.09 | — | COMMON STOCK USD.01 | 54142L109 |
| WFC | WELLS FARGO & CO | 30,092 | $1.577M | 0.0% | $52.41 * | $37.09 | +13.8% | COMMON STOCK USD1.666 | 949746101 |
| — | NRG YIELD INC CLASS A | 95,245 | $1.566M | 0.0% | $16.44 | $16.62 | — | COMMON STOCK USD.01 | 62942X306 |
| DEI | DOUGLAS EMMETT INC | 42,158 | $1.55M | 0.0% | $36.77 | $39.15 | — | REIT USD.01 | 25960P109 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 35,645 | $1.547M | 0.0% | $43.40 * | $30.06 | -3.1% | COMMON STOCK USD.001 | 19239V302 |
| UDR | UDR INC | 43,353 | $1.544M | 0.0% | $35.61 * | $24.80 | +8.1% | REIT USD.01 | 902653104 |
| INVH | INVITATION HOMES INC | 66,948 | $1.528M | 0.0% | $22.82 * | $18.66 | -0.8% | REIT USD.01 | 46187W107 |
| CORT | CORCEPT THERAPEUTICS INC | 92,845 | $1.527M | 0.0% | $16.45 | $10.87 | +51.3% | COMMON STOCK USD.001 | 218352102 |
| NTAP | NETAPP INC | 24,662 | $1.521M | 0.0% | $61.67 * | $48.00 | +4.2% | COMMON STOCK USD.001 | 64110D104 |
| SRE | SEMPRA ENERGY | 13,633 | $1.516M | 0.0% | $111.20 * | $32.58 | +33.3% | COMMON STOCK | 816851109 |
| — | GGP INC | 73,510 | $1.504M | 0.0% | $20.46 | $23.26 | — | REIT USD.01 | 36174X101 |
| AXP | AMERICAN EXPRESS CO | 16,094 | $1.501M | 0.0% | $93.26 * | $62.76 | +33.5% | COMMON STOCK USD.2 | 025816109 |
| PEB | PEBBLEBROOK HOTEL TRUST | 43,543 | $1.496M | 0.0% | $34.36 | $32.61 | — | REIT USD.01 | 70509V100 |
| MATX | MATSON INC | 51,456 | $1.474M | 0.0% | $28.65 * | $24.03 | +4.2% | COMMON STOCK | 57686G105 |
| HTH | HILLTOP HOLDINGS INC | 62,402 | $1.464M | 0.0% | $23.46 | $24.66 | -4.9% | COMMON STOCK USD.01 | 432748101 |
| HST | HOST HOTELS & RESORTS INC | 77,248 | $1.44M | 0.0% | $18.64 * | $12.42 | +12.4% | REIT USD.01 | 44107P104 |
| OHI | OMEGA HEALTHCARE INVESTORS | 53,050 | $1.434M | 0.0% | $27.03 | $34.74 | — | REIT USD.1 | 681936100 |
| — | E TRADE FINANCIAL CORP | 25,703 | $1.424M | 0.0% | $55.40 | $21.31 | — | COMMON STOCK USD.01 | 269246401 |
| — | SYNOVUS FINANCIAL CORP | 28,290 | $1.413M | 0.0% | $49.95 | $43.44 | — | COMMON STOCK USD1.0 | 87161C501 |
| PAYC | PAYCOM SOFTWARE INC | 13,108 | $1.408M | 0.0% | $107.42 * | $94.10 | +11.9% | COMMON STOCK USD.01 | 70432V102 |
| ROST | ROSS STORES INC | 18,053 | $1.408M | 0.0% | $77.99 * | $59.03 | +22.4% | COMMON STOCK USD.01 | 778296103 |
| SD | SANDRIDGE ENERGY INC | 96,846 | $1.405M | 0.0% | $14.51 | $21.58 | -32.8% | COMMON STOCK USD.001 | 80007P869 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 30,621 | $1.402M | 0.0% | $45.79 | $40.06 | +14.3% | COMMON STOCK USD.001 | 868459108 |
| — | FLIR SYSTEMS INC | 27,825 | $1.392M | 0.0% | $50.03 | $40.06 | — | COMMON STOCK USD.01 | 302445101 |
| F | FORD MOTOR CO | 125,494 | $1.39M | 0.0% | $11.08 * | $8.21 | -9.7% | COMMON STOCK USD.01 | 345370860 |
| NSP | INSPERITY INC | 19,978 | $1.389M | 0.0% | $69.53 * | $43.27 | +33.5% | COMMON STOCK USD.01 | 45778Q107 |
| CC | CHEMOURS CO/THE | 28,474 | $1.387M | 0.0% | $48.71 * | $22.58 | +58.7% | COMMON STOCK | 163851108 |
| GRC | GORMAN RUPP CO | 47,406 | $1.387M | 0.0% | $29.26 | $31.72 | -7.8% | COMMON STOCK | 383082104 |
| EAT | BRINKER INTERNATIONAL INC | 38,315 | $1.383M | 0.0% | $36.10 * | $30.76 | +9.2% | COMMON STOCK USD.1 | 109641100 |
| — | TRIBUNE MEDIA CO A | 34,100 | $1.381M | 0.0% | $40.50 | $40.76 | — | COMMON STOCK | 896047503 |
| — | WADDELL & REED FINANCIAL A | 68,280 | $1.38M | 0.0% | $20.21 | $19.20 | — | COMMON STOCK USD.01 | 930059100 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 69,283 | $1.375M | 0.0% | $19.85 * | $21.56 | -11.2% | COMMON STOCK USD.01 | 047649108 |
| — | LIBERTY PROPERTY TRUST | 34,472 | $1.37M | 0.0% | $39.74 | $40.85 | — | REIT USD.001 | 531172104 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 22,516 | $1.358M | 0.0% | $60.31 | $33.01 | +82.7% | COMMON STOCK USD.001 | 681116109 |
| WOR | WORTHINGTON INDUSTRIES | 31,515 | $1.353M | 0.0% | $42.93 * | $22.58 | +17.2% | COMMON STOCK | 981811102 |
| — | HOLLYFRONTIER CORP | 27,645 | $1.351M | 0.0% | $48.87 | $40.60 | — | COMMON STOCK USD.01 | 436106108 |
| — | BRIGHTSPHERE INVESTMENT GROU | 85,585 | $1.349M | 0.0% | $15.76 | $15.76 | — | COMMON STOCK USD.001 | G1644T109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 6,530 | $1.348M | 0.0% | $206.43 * | $151.17 | +33.8% | COMMON STOCK USD1.0 | 883556102 |
| — | CARE.COM INC | 82,174 | $1.337M | 0.0% | $16.27 | $18.03 | — | COMMON STOCK USD.001 | 141633107 |
| — | FOGO DE CHAO INC | 83,600 | $1.317M | 0.0% | $15.75 | $15.75 | — | COMMON STOCK | 344177100 |
| GILD | GILEAD SCIENCES INC | 17,450 | $1.316M | 0.0% | $75.42 * | $61.69 | -8.9% | COMMON STOCK USD.001 | 375558103 |
| — | MERIDIAN BANCORP INC | 65,166 | $1.313M | 0.0% | $20.15 | $15.55 | — | COMMON STOCK | 58958U103 |
| — | CALLIDUS SOFTWARE INC | 36,400 | $1.309M | 0.0% | $35.96 | $35.96 | — | COMMON STOCK USD.001 | 13123E500 |
| RNG | RINGCENTRAL INC CLASS A | 20,551 | $1.305M | 0.0% | $63.50 | $45.52 | +39.5% | COMMON STOCK USD.0001 | 76680R206 |
| — | UMPQUA HOLDINGS CORP | 60,888 | $1.304M | 0.0% | $21.42 | $16.43 | — | COMMON STOCK | 904214103 |
| DCH | AMERICAN AXLE & MFG HOLDINGS | 85,671 | $1.304M | 0.0% | $15.22 | $15.77 | -3.5% | COMMON STOCK USD.01 | 024061103 |
| HAE | HAEMONETICS CORP/MASS | 17,818 | $1.304M | 0.0% | $73.18 | $52.65 | +38.9% | COMMON STOCK USD.01 | 405024100 |
| — | HARDINGE INC | 71,000 | $1.301M | 0.0% | $18.32 | $18.32 | — | COMMON STOCK USD.01 | 412324303 |
| — | BLUEBIRD BIO INC | 7,615 | $1.3M | 0.0% | $170.72 | $120.39 | — | COMMON STOCK USD.01 | 09609G100 |
| — | STUDENT TRANSPORTATION INC | 173,300 | $1.298M | 0.0% | $7.49 | $7.49 | — | COMMON STOCK | 86388A108 |
| — | GLOBAL BRASS & COPPER HOLDIN | 38,776 | $1.297M | 0.0% | $33.45 | $33.09 | — | COMMON STOCK USD.01 | 37953G103 |
| — | AMAG PHARMACEUTICALS INC | 64,350 | $1.297M | 0.0% | $20.16 | $21.91 | — | COMMON STOCK USD.01 | 00163U106 |
| MUR | MURPHY OIL CORP | 50,144 | $1.296M | 0.0% | $25.85 * | $21.51 | -9.3% | COMMON STOCK USD1.0 | 626717102 |
| CMRE | COSTAMARE INC | 206,436 | $1.288M | 0.0% | $6.24 * | $4.84 | -5.1% | COMMON STOCK USD.0001 | Y1771G102 |
| LII | LENNOX INTERNATIONAL INC | 6,271 | $1.282M | 0.0% | $204.43 * | $149.92 | +24.2% | COMMON STOCK USD.01 | 526107107 |
| OSUR | ORASURE TECHNOLOGIES INC | 75,841 | $1.281M | 0.0% | $16.89 | $6.72 | +151.2% | COMMON STOCK USD.000001 | 68554V108 |
| — | LAYNE CHRISTENSEN COMPANY | 85,700 | $1.279M | 0.0% | $14.92 | $14.92 | — | COMMON STOCK USD.01 | 521050104 |
| — | SHUTTERFLY INC | 15,731 | $1.278M | 0.0% | $81.24 | $81.24 | — | COMMON STOCK USD.0001 | 82568P304 |
| LUV | SOUTHWEST AIRLINES CO | 22,198 | $1.272M | 0.0% | $57.30 * | $39.84 | +30.3% | COMMON STOCK USD1.0 | 844741108 |
| NBHC | NATIONAL BANK HOLD CL A | 38,213 | $1.271M | 0.0% | $33.26 * | $27.35 | +0.2% | COMMON STOCK | 633707104 |
| — | CHIMERA INVESTMENT CORP | 72,800 | $1.267M | 0.0% | $17.40 | $17.29 | — | REIT USD.01 | 16934Q208 |
| WKC | WORLD FUEL SERVICES CORP | 51,512 | $1.265M | 0.0% | $24.56 | $43.59 | -43.7% | COMMON STOCK USD.01 | 981475106 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,336 | $1.261M | 0.0% | $28.44 | $27.84 | +2.2% | COMMON STOCK USD.01 | 828730200 |
| — | MGM GROWTH PROPERTIES LLC A | 47,526 | $1.261M | 0.0% | $26.53 | $29.18 | — | REIT | 55303A105 |
| RSG | REPUBLIC SERVICES INC | 18,945 | $1.255M | 0.0% | $66.24 * | $46.21 | +27.4% | COMMON STOCK USD.01 | 760759100 |
| — | MDC HOLDINGS INC | 44,553 | $1.244M | 0.0% | $27.92 | $27.92 | — | COMMON STOCK USD.01 | 552676108 |
| ROK | ROCKWELL AUTOMATION INC | 7,132 | $1.242M | 0.0% | $174.14 * | $136.42 | +10.5% | COMMON STOCK USD1.0 | 773903109 |
| CPT | CAMDEN PROPERTY TRUST | 14,702 | $1.238M | 0.0% | $84.21 * | $58.23 | +11.5% | REIT USD.01 | 133131102 |
| — | NANOMETRICS INC | 45,895 | $1.235M | 0.0% | $26.91 | $29.96 | — | COMMON STOCK | 630077105 |
| WPC | WP CAREY INC | 19,819 | $1.229M | 0.0% | $62.01 | $68.51 | — | REIT USD.001 | 92936U109 |
| XYL | XYLEM INC | 15,961 | $1.228M | 0.0% | $76.94 * | $66.96 | +4.7% | COMMON STOCK | 98419M100 |
| — | AMTRUST FINANCIAL SERVICES | 99,200 | $1.221M | 0.0% | $12.31 | $12.31 | — | COMMON STOCK USD.01 | 032359309 |
| LZB | LA Z BOY INC | 40,765 | $1.221M | 0.0% | $29.95 | $27.44 | +9.1% | COMMON STOCK USD1.0 | 505336107 |
| BBT | BERKSHIRE HILLS BANCORP INC | 31,536 | $1.197M | 0.0% | $37.96 * | $29.77 | +0.4% | COMMON STOCK USD.01 | 084680107 |
| EIX | EDISON INTERNATIONAL | 18,784 | $1.196M | 0.0% | $63.67 * | $40.68 | +12.3% | COMMON STOCK | 281020107 |
| BPOP | POPULAR INC | 28,567 | $1.189M | 0.0% | $41.62 * | $32.66 | +2.0% | COMMON STOCK USD.01 | 733174700 |
| — | SELECT INCOME REIT | 60,823 | $1.185M | 0.0% | $19.48 | $22.83 | — | REIT USD.01 | 81618T100 |
| LMAT | LEMAITRE VASCULAR INC | 32,703 | $1.185M | 0.0% | $36.24 * | $29.80 | +12.6% | COMMON STOCK USD.01 | 525558201 |
| — | STORE CAPITAL CORP | 47,483 | $1.179M | 0.0% | $24.83 | $24.25 | — | REIT USD.01 | 862121100 |
| — | FOREST CITY REALTY TRUST A | 57,766 | $1.17M | 0.0% | $20.25 | $22.29 | — | REIT USD.01 | 345605109 |
| SCL | STEPAN CO | 14,040 | $1.168M | 0.0% | $83.19 | $79.22 | +5.0% | COMMON STOCK USD1.0 | 858586100 |
| — | PHYSICIANS REALTY TRUST | 74,949 | $1.167M | 0.0% | $15.57 | $16.91 | — | REIT USD.01 | 71943U104 |
| LDOS | LEIDOS HOLDINGS INC | 17,767 | $1.162M | 0.0% | $65.40 * | $57.87 | +1.1% | COMMON STOCK USD.0001 | 525327102 |
| KSS | KOHLS CORP | 17,652 | $1.156M | 0.0% | $65.49 | $57.27 | +14.4% | COMMON STOCK USD.01 | 500255104 |
| — | CAESARS ENTERTAINMENT CORP | 102,314 | $1.151M | 0.0% | $11.25 | $12.65 | — | COMMON STOCK USD.01 | 127686103 |
| URI | UNITED RENTALS INC | 6,666 | $1.151M | 0.0% | $172.67 * | $75.62 | +121.2% | COMMON STOCK USD.01 | 911363109 |
| ARCB | ARCBEST CORP | 35,907 | $1.151M | 0.0% | $32.06 * | $23.95 | +26.7% | COMMON STOCK USD.01 | 03937C105 |
| RGLD | ROYAL GOLD INC | 13,400 | $1.151M | 0.0% | $85.90 | $84.30 | +1.9% | COMMON STOCK USD.01 | 780287108 |
| BKR | BAKER HUGHES A GE CO | 41,305 | $1.147M | 0.0% | $27.77 * | $24.51 | -9.0% | COMMON STOCK USD.0001 | 05722G100 |
| DOV | DOVER CORP | 11,577 | $1.137M | 0.0% | $98.21 * | $55.91 | +25.8% | COMMON STOCK USD1.0 | 260003108 |
| UHS | UNIVERSAL HEALTH SERVICES B | 9,584 | $1.135M | 0.0% | $118.43 * | $113.63 | +0.7% | COMMON STOCK USD.01 | 913903100 |
| IRM | IRON MOUNTAIN INC | 34,528 | $1.135M | 0.0% | $32.87 * | $21.60 | -0.4% | REIT USD.01 | 46284V101 |
| — | BLUEPRINT MEDICINES CORP | 12,285 | $1.127M | 0.0% | $91.74 | $63.88 | — | COMMON STOCK USD.001 | 09627Y109 |
| PYPL | PAYPAL HOLDINGS INC | 14,854 | $1.127M | 0.0% | $75.87 | $67.47 | +12.2% | COMMON STOCK USD.0001 | 70450Y103 |
| FMC | FMC CORP | 14,472 | $1.108M | 0.0% | $76.56 * | $60.19 | -10.0% | COMMON STOCK USD.1 | 302491303 |
| HUBS | HUBSPOT INC | 10,209 | $1.106M | 0.0% | $108.34 | $70.85 | +52.9% | COMMON STOCK USD.001 | 443573100 |
| DORM | DORMAN PRODUCTS INC | 16,652 | $1.103M | 0.0% | $66.24 | $70.48 | -6.1% | COMMON STOCK USD.01 | 258278100 |
| CUBE | CUBESMART | 38,730 | $1.092M | 0.0% | $28.20 | $27.03 | — | REIT USD.01 | 229663109 |
| WRB | WR BERKLEY CORP | 14,974 | $1.089M | 0.0% | $72.73 * | $15.32 | +17.8% | COMMON STOCK USD.2 | 084423102 |
| ACM | AECOM | 30,300 | $1.08M | 0.0% | $35.64 * | $31.91 | +7.4% | COMMON STOCK USD.01 | 00766T100 |
| — | HRG GROUP INC | 65,100 | $1.073M | 0.0% | $16.48 | $15.61 | — | COMMON STOCK USD.01 | 40434J100 |
| ACH | OWENS & MINOR INC | 68,624 | $1.067M | 0.0% | $15.55 * | $16.81 | -11.7% | COMMON STOCK USD2.0 | 690732102 |
| MED | MEDIFAST INC | 11,397 | $1.065M | 0.0% | $93.45 * | $60.45 | +25.7% | COMMON STOCK USD.001 | 58470H101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 5,632 | $1.054M | 0.0% | $187.14 | $156.20 | +19.8% | COMMON STOCK USD.01 | 879360105 |
| IEX | IDEX CORP | 7,373 | $1.051M | 0.0% | $142.55 * | $92.36 | +40.3% | COMMON STOCK USD.01 | 45167R104 |
| — | WELBILT INC | 54,061 | $1.051M | 0.0% | $19.44 | $19.58 | — | COMMON STOCK USD.01 | 949090104 |
| NSA | NATIONAL STORAGE AFFILIATES | 41,730 | $1.047M | 0.0% | $25.09 | $23.67 | — | REIT USD.01 | 637870106 |
| — | NIC INC | 78,740 | $1.047M | 0.0% | $13.30 | $14.39 | — | COMMON STOCK | 62914B100 |
| EHC | ENCOMPASS HEALTH CORP | 18,286 | $1.045M | 0.0% | $57.15 * | $38.63 | +6.6% | COMMON STOCK USD.01 | 29261A100 |
| ACGL | ARCH CAPITAL GROUP LTD | 12,213 | $1.045M | 0.0% | $85.56 * | $30.00 | -9.6% | COMMON STOCK USD.01 | G0450A105 |
| HEI | HEICO CORP | 12,023 | $1.044M | 0.0% | $86.83 * | $49.70 | +39.7% | COMMON STOCK USD.01 | 422806109 |
| — | NEW RELIC INC | 13,977 | $1.036M | 0.0% | $74.12 | $74.12 | — | COMMON STOCK USD.001 | 64829B100 |
| — | HAWAIIAN HOLDINGS INC | 26,681 | $1.033M | 0.0% | $38.72 | $39.24 | — | COMMON STOCK USD.01 | 419879101 |
| THO | THOR INDUSTRIES INC | 8,959 | $1.032M | 0.0% | $115.19 * | $80.73 | +21.1% | COMMON STOCK USD.1 | 885160101 |
| PII | POLARIS INDUSTRIES INC | 9,002 | $1.031M | 0.0% | $114.53 | $91.69 | +24.9% | COMMON STOCK USD.01 | 731068102 |
| — | REALOGY HOLDINGS CORP | 37,600 | $1.026M | 0.0% | $27.29 | $29.60 | — | COMMON STOCK USD.01 | 75605Y106 |
| — | GENOMIC HEALTH INC | 32,253 | $1.009M | 0.0% | $31.28 | $34.20 | — | COMMON STOCK USD.0001 | 37244C101 |
| — | ACTIVISION BLIZZARD INC | 14,951 | $1.009M | 0.0% | $67.49 | $64.56 | — | COMMON STOCK USD.000001 | 00507V109 |
| — | HOSPITALITY PROPERTIES TRUST | 39,613 | $1.004M | 0.0% | $25.35 | $28.56 | — | REIT USD.01 | 44106M102 |
| SEIC | SEI INVESTMENTS COMPANY | 13,345 | $1M | 0.0% | $74.93 * | $47.97 | +40.9% | COMMON STOCK USD.01 | 784117103 |
| CHE | CHEMED CORP | 3,661 | $999K | 0.0% | $272.88 * | $156.61 | +69.8% | COMMON STOCK USD1.0 | 16359R103 |
| — | CA INC | 29,327 | $994K | 0.0% | $33.89 | $33.04 | — | COMMON STOCK USD.1 | 12673P105 |
| MIDD | MIDDLEBY CORP | 8,017 | $992K | 0.0% | $123.74 | $126.56 | -2.2% | COMMON STOCK USD.01 | 596278101 |
| — | GRUBHUB INC | 9,757 | $990K | 0.0% | $101.47 | $101.47 | — | COMMON STOCK USD.0001 | 400110102 |
| EXPD | EXPEDITORS INTL WASH INC | 15,645 | $990K | 0.0% | $63.28 * | $51.49 | +11.7% | COMMON STOCK USD.01 | 302130109 |
| EG | EVEREST RE GROUP LTD | 3,851 | $989K | 0.0% | $256.82 * | $184.57 | +18.6% | COMMON STOCK USD.01 | G3223R108 |
| HTB | HOMETRUST BANCSHARES INC | 37,686 | $982K | 0.0% | $26.06 | $24.58 | +6.0% | COMMON STOCK | 437872104 |
| MEI | METHODE ELECTRONICS INC | 25,057 | $980K | 0.0% | $39.11 * | $30.76 | +5.9% | COMMON STOCK USD.5 | 591520200 |
| — | PLY GEM HOLDINGS INC | 45,165 | $976K | 0.0% | $21.61 | $21.61 | — | COMMON STOCK USD.01 | 72941W100 |
| — | SPARTON CORP | 56,000 | $975K | 0.0% | $17.41 | $23.21 | — | COMMON STOCK USD1.25 | 847235108 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $970K | 0.0% | $0.48 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| SCHW | SCHWAB (CHARLES) CORP | 18,413 | $962K | 0.0% | $52.25 * | $36.53 | +28.5% | COMMON STOCK USD.01 | 808513105 |
| PKG | PACKAGING CORP OF AMERICA | 8,540 | $962K | 0.0% | $112.65 * | $48.02 | +85.7% | COMMON STOCK USD.01 | 695156109 |
| DTE | DTE ENERGY COMPANY | 9,171 | $957K | 0.0% | $104.35 * | $43.35 | +58.3% | COMMON STOCK | 233331107 |
| KRC | KILROY REALTY CORP | 13,479 | $956K | 0.0% | $70.93 | $70.93 | — | REIT USD.01 | 49427F108 |
| — | VEREIT INC | 137,075 | $954K | 0.0% | $6.96 | $8.29 | — | REIT USD.01 | 92339V100 |
| — | TIER REIT INC | 51,491 | $952K | 0.0% | $18.49 | $19.31 | — | REIT USD.0001 | 88650V208 |
| CHH | CHOICE HOTELS INTL INC | 11,871 | $951K | 0.0% | $80.11 * | $53.42 | +40.7% | COMMON STOCK USD.01 | 169905106 |
| STC | STEWART INFORMATION SERVICES | 21,550 | $947K | 0.0% | $43.94 | $35.63 | +23.3% | COMMON STOCK USD1.0 | 860372101 |
| BOH | BANK OF HAWAII CORP | 11,341 | $942K | 0.0% | $83.06 * | $58.82 | +4.1% | COMMON STOCK USD.01 | 062540109 |
| MCK | MCKESSON CORP | 6,639 | $935K | 0.0% | $140.83 * | $171.36 | -22.6% | COMMON STOCK USD.01 | 58155Q103 |
| NFG | NATIONAL FUEL GAS CO | 17,800 | $916K | 0.0% | $51.46 | $52.27 | -1.6% | COMMON STOCK USD1.0 | 636180101 |
| AEO | AMERICAN EAGLE OUTFITTERS | 45,900 | $915K | 0.0% | $19.93 * | $15.26 | +6.3% | COMMON STOCK USD.01 | 02553E106 |
| — | LANNETT CO INC | 56,934 | $914K | 0.0% | $16.05 | $23.20 | — | COMMON STOCK USD.001 | 516012101 |
| DIN | DINE BRANDS GLOBAL INC | 13,880 | $910K | 0.0% | $65.56 * | $33.75 | +44.3% | COMMON STOCK USD.01 | 254423106 |
| AVY | AVERY DENNISON CORP | 8,553 | $909K | 0.0% | $106.28 * | $69.93 | +32.4% | COMMON STOCK USD1.0 | 053611109 |
| WTFC | WINTRUST FINANCIAL CORP | 10,537 | $907K | 0.0% | $86.08 | $80.52 | +6.9% | COMMON STOCK | 97650W108 |
| — | GENERAL ELECTRIC CO | 66,899 | $902K | 0.0% | $13.48 | $13.48 | — | COMMON STOCK USD.06 | 369604103 |
| — | DISCOVERY INC C | 45,440 | $887K | 0.0% | $19.52 | $20.33 | — | COMMON STOCK USD.01 | 25470F302 |
| — | DRIL QUIP INC | 19,680 | $882K | 0.0% | $44.82 | $53.33 | — | COMMON STOCK USD.01 | 262037104 |
| — | DUKE REALTY CORP | 33,182 | $879K | 0.0% | $26.49 | $28.33 | — | REIT USD.01 | 264411505 |
| — | ARRAY BIOPHARMA INC | 53,693 | $876K | 0.0% | $16.31 | $12.39 | — | COMMON STOCK USD.001 | 04269X105 |
| — | PEOPLE S UTAH BANCORP | 27,005 | $872K | 0.0% | $32.29 | $26.70 | — | COMMON STOCK USD.01 | 712706209 |
| ADNT | ADIENT PLC | 14,532 | $868K | 0.0% | $59.73 | $65.35 | -9.4% | COMMON STOCK USD.001 | G0084W101 |
| — | ROSETTA STONE INC | 66,041 | $868K | 0.0% | $13.14 | $13.14 | — | COMMON STOCK USD.00005 | 777780107 |
| SCVL | SHOE CARNIVAL INC | 36,400 | $866K | 0.0% | $23.79 * | $9.28 | +28.2% | COMMON STOCK USD.01 | 824889109 |
| — | SYNTEL INC | 33,919 | $866K | 0.0% | $25.53 | $23.00 | — | COMMON STOCK | 87162H103 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $860K | 0.0% | $1.74 | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| — | CONCERT PHARMACEUTICALS INC | 37,494 | $859K | 0.0% | $22.91 | $25.87 | — | COMMON STOCK USD.001 | 206022105 |
| — | COUSINS PROPERTIES INC | 98,756 | $857K | 0.0% | $8.68 | $8.68 | — | REIT USD1.0 | 222795106 |
| DDS | DILLARDS INC CL A | 10,656 | $856K | 0.0% | $80.33 * | $41.66 | +45.4% | COMMON STOCK | 254067101 |
| — | PRA HEALTH SCIENCES INC | 10,261 | $851K | 0.0% | $82.94 | $91.02 | — | COMMON STOCK USD.01 | 69354M108 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 17,448 | $843K | 0.0% | $48.31 | $39.32 | — | COMMON STOCK USD.001 | 37890U108 |
| — | KELLOGG CO | 12,968 | $843K | 0.0% | $65.01 * | $45.40 | +1.3% | COMMON STOCK USD.25 | 487836108 |
| MASI | MASIMO CORP | 9,515 | $837K | 0.0% | $87.97 | $66.53 | +32.2% | COMMON STOCK USD.001 | 574795100 |
| MDT | MEDTRONIC PLC | 10,439 | $837K | 0.0% | $80.18 * | $60.39 | +9.0% | COMMON STOCK USD.1 | G5960L103 |
| ITW | ILLINOIS TOOL WORKS | 5,327 | $835K | 0.0% | $156.75 * | $93.10 | +39.4% | COMMON STOCK USD.01 | 452308109 |
| — | BED BATH & BEYOND INC | 39,717 | $834K | 0.0% | $21.00 | $49.43 | — | COMMON STOCK USD.01 | 075896100 |
| RYN | RAYONIER INC | 23,674 | $833K | 0.0% | $35.19 | $28.72 | — | REIT | 754907103 |
| TGTX | TG THERAPEUTICS INC | 58,421 | $830K | 0.0% | $14.21 | $9.71 | +46.3% | COMMON STOCK USD.001 | 88322Q108 |
| PFGC | PERFORMANCE FOOD GROUP CO | 27,760 | $829K | 0.0% | $29.86 | $29.33 | +1.8% | COMMON STOCK USD.01 | 71377A103 |
| — | CORE LABORATORIES N.V. | 7,645 | $827K | 0.0% | $108.18 | $108.18 | — | COMMON STOCK EUR.02 | N22717107 |
| PIPR | PIPER JAFFRAY COS | 9,944 | $826K | 0.0% | $83.07 | $72.11 | +15.2% | COMMON STOCK USD.01 | 724078100 |
| — | ARCHROCK PARTNERS LP | 67,627 | $826K | 0.0% | $12.21 | $12.21 | — | MLP | 03957U100 |
| CPS | COOPER STANDARD HOLDING | 6,703 | $823K | 0.0% | $122.78 | $107.10 | +14.7% | COMMON STOCK USD.001 | 21676P103 |
| KFY | KORN/FERRY INTERNATIONAL | 15,880 | $819K | 0.0% | $51.57 * | $22.18 | +108.2% | COMMON STOCK USD.01 | 500643200 |
| ORI | OLD REPUBLIC INTL CORP | 38,150 | $818K | 0.0% | $21.44 * | $11.30 | +4.5% | COMMON STOCK USD1.0 | 680223104 |
| IPGP | IPG PHOTONICS CORP | 3,491 | $815K | 0.0% | $233.46 | $93.27 | +150.2% | COMMON STOCK USD.0001 | 44980X109 |
| — | SCHNITZER STEEL INDS INC A | 25,166 | $814K | 0.0% | $32.35 | $33.49 | — | COMMON STOCK USD1.0 | 806882106 |
| INN | SUMMIT HOTEL PROPERTIES INC | 59,403 | $808K | 0.0% | $13.60 | $15.63 | — | REIT | 866082100 |
| PTEN | PATTERSON UTI ENERGY INC | 45,900 | $804K | 0.0% | $17.52 | $21.57 | -18.8% | COMMON STOCK USD.01 | 703481101 |
| HOG | HARLEY DAVIDSON INC | 18,604 | $798K | 0.0% | $42.89 | $52.58 | -18.5% | COMMON STOCK USD.01 | 412822108 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 3,986 | $795K | 0.0% | $199.45 * | $155.60 | +18.7% | COMMON STOCK USD.01 | 303075105 |
| WLK | WESTLAKE CHEMICAL CORP | 7,132 | $793K | 0.0% | $111.19 * | $47.64 | +106.6% | COMMON STOCK USD.01 | 960413102 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 75,036 | $792K | 0.0% | $10.55 | $10.55 | — | COMMON STOCK USD.0001 | 87157B103 |
| CRUS | CIRRUS LOGIC INC | 19,455 | $790K | 0.0% | $40.61 | $30.25 | +34.3% | COMMON STOCK USD.001 | 172755100 |
| OGE | OGE ENERGY CORP | 23,959 | $785K | 0.0% | $32.76 | $32.04 | +2.3% | COMMON STOCK USD.01 | 670837103 |
| EPM | EVOLUTION PETROLEUM CORP | 96,800 | $779K | 0.0% | $8.05 * | $4.56 | +4.9% | COMMON STOCK USD.001 | 30049A107 |
| — | CEDAR REALTY TRUST INC | 195,116 | $769K | 0.0% | $3.94 | $4.56 | — | REIT USD.06 | 150602209 |
| — | PDC ENERGY INC | 15,669 | $768K | 0.0% | $49.01 | $49.01 | — | COMMON STOCK USD.01 | 69327R101 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 9,215 | $764K | 0.0% | $82.91 | $55.71 | +48.9% | COMMON STOCK USD.001 | 64125C109 |
| VNDA | VANDA PHARMACEUTICALS INC | 45,167 | $761K | 0.0% | $16.85 | $16.73 | +0.7% | COMMON STOCK USD.001 | 921659108 |
| UTHR | UNITED THERAPEUTICS CORP | 6,727 | $756K | 0.0% | $112.38 | $108.27 | +3.8% | COMMON STOCK USD.01 | 91307C102 |
| TTC | TORO CO | 12,072 | $754K | 0.0% | $62.46 | $63.40 | -1.5% | COMMON STOCK USD1.0 | 891092108 |
| — | LEGACYTEXAS FINANCIAL GROUP | 17,541 | $751K | 0.0% | $42.81 | $31.63 | — | COMMON STOCK USD.01 | 52471Y106 |
| XPO | XPO LOGISTICS INC | 7,373 | $751K | 0.0% | $101.86 * | $20.94 | +68.1% | COMMON STOCK USD.001 | 983793100 |
| BRO | BROWN & BROWN INC | 29,478 | $750K | 0.0% | $25.44 * | $22.43 | +6.8% | COMMON STOCK USD.1 | 115236101 |
| EBS | EMERGENT BIOSOLUTIONS INC | 14,253 | $750K | 0.0% | $52.62 | $42.09 | +25.1% | COMMON STOCK USD.001 | 29089Q105 |
| IMKTA | INGLES MARKETS INC CLASS A | 21,992 | $744K | 0.0% | $33.83 * | $23.83 | +28.4% | COMMON STOCK USD.05 | 457030104 |
| RF | REGIONS FINANCIAL CORP | 39,991 | $743K | 0.0% | $18.58 * | $10.13 | +35.0% | COMMON STOCK USD.01 | 7591EP100 |
| ENR | ENERGIZER HOLDINGS INC | 12,445 | $741K | 0.0% | $59.54 * | $35.51 | +28.0% | COMMON STOCK | 29272W109 |
| EXAS | EXACT SCIENCES CORP | 18,376 | $741K | 0.0% | $40.32 | $42.12 | -4.2% | COMMON STOCK USD.01 | 30063P105 |
| CTRE | CARETRUST REIT INC | 54,221 | $727K | 0.0% | $13.41 | $15.76 | — | REIT USD.01 | 14174T107 |
| — | THIRD POINT REINSURANCE LTD | 51,566 | $719K | 0.0% | $13.94 | $13.90 | — | COMMON STOCK USD.1 | G8827U100 |
| PTC | PTC INC | 9,133 | $712K | 0.0% | $77.96 | $52.62 | +48.2% | COMMON STOCK USD.01 | 69370C100 |
| FR | FIRST INDUSTRIAL REALTY TR | 23,976 | $701K | 0.0% | $29.24 | $28.40 | — | REIT USD.01 | 32054K103 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 18,130 | $694K | 0.0% | $38.28 | $29.02 | +32.0% | COMMON STOCK | 760281204 |
| TSCO | TRACTOR SUPPLY COMPANY | 10,878 | $686K | 0.0% | $63.06 * | $12.46 | -10.2% | COMMON STOCK USD.008 | 892356106 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 8,846 | $685K | 0.0% | $77.44 | $62.86 | — | REIT USD.01 | 78377T107 |
| UNFI | UNITED NATURAL FOODS INC | 15,850 | $681K | 0.0% | $42.97 | $43.04 | -0.2% | COMMON STOCK USD.01 | 911163103 |
| — | RUTH S HOSPITALITY GROUP INC | 27,380 | $669K | 0.0% | $24.43 | $19.82 | — | COMMON STOCK USD.01 | 783332109 |
| IBCP | INDEPENDENT BANK CORP MICH | 28,933 | $663K | 0.0% | $22.92 * | $17.19 | -1.6% | COMMON STOCK USD1.0 | 453838609 |
| — | MICHAELS COS INC/THE | 33,495 | $660K | 0.0% | $19.70 | $21.61 | — | COMMON STOCK USD.06775 | 59408Q106 |
| — | ANALOGIC CORP | 6,838 | $656K | 0.0% | $95.93 | $95.93 | — | COMMON STOCK USD.05 | 032657207 |
| CNO | CNO FINANCIAL GROUP INC | 30,041 | $651K | 0.0% | $21.67 * | $19.66 | -7.7% | COMMON STOCK USD.01 | 12621E103 |
| LIVN | LIVANOVA PLC | 7,303 | $646K | 0.0% | $88.46 | $60.62 | +46.0% | COMMON STOCK GBP1.0 | G5509L101 |
| AIT | APPLIED INDUSTRIAL TECH INC | 8,850 | $645K | 0.0% | $72.88 * | $56.74 | +15.4% | COMMON STOCK | 03820C105 |
| MDXG | MIMEDX GROUP INC | 92,307 | $643K | 0.0% | $6.97 | $8.87 | -21.4% | COMMON STOCK USD.001 | 602496101 |
| MHO | M/I HOMES INC | 20,144 | $642K | 0.0% | $31.87 | $27.19 | +17.1% | COMMON STOCK USD.01 | 55305B101 |
| — | ENVESTNET INC | 11,201 | $642K | 0.0% | $57.32 | $35.29 | — | COMMON STOCK | 29404K106 |
| FIZZ | NATIONAL BEVERAGE CORP | 7,196 | $641K | 0.0% | $89.08 * | $41.00 | -13.2% | COMMON STOCK USD.01 | 635017106 |
| — | MCDERMOTT INTL INC | 105,128 | $640K | 0.0% | $6.09 | $7.17 | — | COMMON STOCK USD1.0 | 580037109 |
| NKE | NIKE INC CL B | 9,615 | $639K | 0.0% | $66.46 * | $45.58 | +32.0% | COMMON STOCK USD1.0 | 654106103 |
| — | CATALENT INC | 15,468 | $635K | 0.0% | $41.05 | $41.05 | — | COMMON STOCK USD.01 | 148806102 |
| — | ALTERYX INC CLASS A | 18,549 | $633K | 0.0% | $34.13 | $34.13 | — | COMMON STOCK | 02156B103 |
| ALGN | ALIGN TECHNOLOGY INC | 2,512 | $631K | 0.0% | $251.19 | $86.74 | +189.5% | COMMON STOCK USD.0001 | 016255101 |
| — | PREFERRED APARTMENT COMMUN A | 44,356 | $629K | 0.0% | $14.18 | $14.18 | — | REIT USD.01 | 74039L103 |
| CAT | CATERPILLAR INC | 4,271 | $629K | 0.0% | $147.27 * | $96.63 | +28.6% | COMMON STOCK USD1.0 | 149123101 |
| MATV | SCHWEITZER MAUDUIT INTL INC | 16,015 | $627K | 0.0% | $39.15 * | $26.74 | +0.6% | COMMON STOCK USD.1 | 808541106 |
| — | RAVEN INDUSTRIES INC | 17,808 | $624K | 0.0% | $35.04 | $25.89 | — | COMMON STOCK USD1.0 | 754212108 |
| — | SENIOR HOUSING PROP TRUST | 39,717 | $622K | 0.0% | $15.66 | $21.22 | — | REIT USD.01 | 81721M109 |
| NEU | NEWMARKET CORP | 1,549 | $622K | 0.0% | $401.55 * | $345.40 | -0.5% | COMMON STOCK | 651587107 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $620K | 0.0% | $76.41 * | $52.49 | +32.4% | COMMON STOCK | 198516106 |
| RGP | RESOURCES CONNECTION INC | 38,181 | $619K | 0.0% | $16.21 | $13.05 | +24.2% | COMMON STOCK USD.01 | 76122Q105 |
| CVI | CVR ENERGY INC | 20,406 | $617K | 0.0% | $30.24 * | $10.83 | +50.9% | COMMON STOCK USD.01 | 12662P108 |
| LEU | CENTRUS ENERGY CORP CLASS A | 173,399 | $616K | 0.0% | $3.55 | $51.25 | -93.1% | COMMON STOCK USD.1 | 15643U104 |
| NXRT | NEXPOINT RESIDENTIAL | 24,798 | $616K | 0.0% | $24.84 | $24.76 | — | REIT USD.01 | 65341D102 |
| — | FLEXION THERAPEUTICS INC | 27,334 | $613K | 0.0% | $22.43 | $24.18 | — | COMMON STOCK USD.001 | 33938J106 |
| SKT | TANGER FACTORY OUTLET CENTER | 27,714 | $610K | 0.0% | $22.01 | $29.30 | — | REIT USD.01 | 875465106 |
| CACC | CREDIT ACCEPTANCE CORP | 1,846 | $610K | 0.0% | $330.44 | $331.36 | -0.3% | COMMON STOCK USD.01 | 225310101 |
| WU | WESTERN UNION CO | 31,555 | $607K | 0.0% | $19.24 | $19.23 | — | COMMON STOCK USD.01 | 959802109 |
| MNKD | MANNKIND CORP | 265,000 | $604K | 0.0% | $2.28 | $2.54 | -10.2% | COMMON STOCK USD.01 | 56400P706 |
| — | RUDOLPH TECHNOLOGIES INC | 21,776 | $603K | 0.0% | $27.69 | $27.69 | — | COMMON STOCK USD.001 | 781270103 |
| DRH | DIAMONDROCK HOSPITALITY CO | 57,691 | $602K | 0.0% | $10.43 | $11.26 | — | REIT USD.01 | 252784301 |
| HLI | HOULIHAN LOKEY INC | 13,499 | $602K | 0.0% | $44.60 * | $23.59 | +61.3% | COMMON STOCK USD.001 | 441593100 |
| QCOM | QUALCOMM INC | 10,815 | $599K | 0.0% | $55.39 * | $43.83 | +3.5% | COMMON STOCK USD.0001 | 747525103 |
| IDCC | INTERDIGITAL INC | 8,127 | $598K | 0.0% | $73.58 | $74.74 | -1.5% | COMMON STOCK USD.01 | 45867G101 |
| — | APACHE CORP | 15,479 | $596K | 0.0% | $38.50 | $44.13 | — | COMMON STOCK USD.625 | 037411105 |
| FIS | FIDELITY NATIONAL INFO SERV | 6,121 | $589K | 0.0% | $96.23 * | $73.00 | +14.6% | COMMON STOCK USD.01 | 31620M106 |
| — | SRC ENERGY INC | 62,023 | $585K | 0.0% | $9.43 | $9.67 | — | COMMON STOCK USD.001 | 78470V108 |
| WWD | WOODWARD INC | 8,143 | $584K | 0.0% | $71.72 * | $64.82 | +5.2% | COMMON STOCK USD.00292 | 980745103 |
| — | URSTADT BIDDLE CLASS A | 30,043 | $580K | 0.0% | $19.31 | $20.90 | — | REIT USD.01 | 917286205 |
| — | HIGHPOINT RESOURCES CORP | 114,029 | $579K | 0.0% | $5.08 | $5.08 | — | COMMON STOCK USD.001 | 43114K108 |
| FORM | FORMFACTOR INC | 41,900 | $572K | 0.0% | $13.65 | $12.90 | +5.8% | COMMON STOCK USD.001 | 346375108 |
| A | AGILENT TECHNOLOGIES INC | 8,533 | $571K | 0.0% | $66.92 * | $63.53 | -0.6% | COMMON STOCK USD.01 | 00846U101 |
| HAL | HALLIBURTON CO | 12,166 | $571K | 0.0% | $46.93 * | $42.09 | -4.6% | COMMON STOCK USD2.5 | 406216101 |
| — | RAMCO GERSHENSON PROPERTIES | 45,588 | $563K | 0.0% | $12.35 | $15.03 | — | REIT USD.01 | 751452202 |
| APD | AIR PRODUCTS & CHEMICALS INC | 3,534 | $562K | 0.0% | $159.03 * | $123.85 | +6.4% | COMMON STOCK USD1.0 | 009158106 |
| TTEK | TETRA TECH INC | 11,460 | $561K | 0.0% | $48.95 * | $8.08 | +21.2% | COMMON STOCK USD.01 | 88162G103 |
| — | SONIC CORP | 21,751 | $549K | 0.0% | $25.24 | $26.54 | — | COMMON STOCK USD.01 | 835451105 |
| — | UNIT CORP | 27,564 | $545K | 0.0% | $19.77 | $19.77 | — | COMMON STOCK USD.2 | 909218109 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 22,006 | $544K | 0.0% | $24.72 | $18.08 | — | COMMON STOCK USD.0001 | G45667105 |
| WNC | WABASH NATIONAL CORP | 26,088 | $543K | 0.0% | $20.81 * | $11.56 | +52.0% | COMMON STOCK USD.01 | 929566107 |
| LOW | LOWE S COS INC | 6,172 | $542K | 0.0% | $87.82 * | $61.53 | +23.5% | COMMON STOCK USD.5 | 548661107 |
| GPC | GENUINE PARTS CO | 6,023 | $541K | 0.0% | $89.82 * | $72.77 | -1.3% | COMMON STOCK USD1.0 | 372460105 |
| CDP | CORPORATE OFFICE PROPERTIES | 20,877 | $539K | 0.0% | $25.82 | $25.82 | — | REIT USD.01 | 22002T108 |
| ENTA | ENANTA PHARMACEUTICALS INC | 6,635 | $537K | 0.0% | $80.93 | $23.23 | +248.4% | COMMON STOCK USD.01 | 29251M106 |
| — | PROOFPOINT INC | 4,728 | $537K | 0.0% | $113.58 | $85.71 | — | COMMON STOCK USD.0001 | 743424103 |
| NOC | NORTHROP GRUMMAN CORP | 1,512 | $528K | 0.0% | $349.21 * | $294.31 | +4.5% | COMMON STOCK USD1.0 | 666807102 |
| SHBI | SHORE BANCSHARES INC | 27,903 | $526K | 0.0% | $18.85 | $16.58 | +13.7% | COMMON STOCK USD.01 | 825107105 |
| — | MONMOUTH REAL ESTATE INV COR | 34,549 | $520K | 0.0% | $15.05 | $15.05 | — | REIT USD.01 | 609720107 |
| NJR | NEW JERSEY RESOURCES CORP | 12,944 | $519K | 0.0% | $40.10 * | $29.63 | +3.5% | COMMON STOCK USD2.5 | 646025106 |
| — | K12 INC | 36,518 | $518K | 0.0% | $14.18 | $14.18 | — | COMMON STOCK USD.0001 | 48273U102 |
| GWRE | GUIDEWIRE SOFTWARE INC | 6,392 | $517K | 0.0% | $80.88 | $56.06 | +44.2% | COMMON STOCK USD.0001 | 40171V100 |
| TSEM | TOWER SEMICONDUCTOR LTD | 19,156 | $515K | 0.0% | $26.88 | $26.64 | +1.0% | COMMON STOCK ILS1.0 | M87915274 |
| — | SPECTRUM PHARMACEUTICALS INC | 31,874 | $513K | 0.0% | $16.09 | $16.09 | — | COMMON STOCK USD.001 | 84763A108 |
| GLPI | GAMING AND LEISURE PROPERTIE | 15,144 | $507K | 0.0% | $33.48 | $33.48 | — | REIT | 36467J108 |
| ENVA | ENOVA INTERNATIONAL INC | 22,878 | $504K | 0.0% | $22.03 | $13.59 | +62.2% | COMMON STOCK USD.00001 | 29357K103 |
| — | TABLEAU SOFTWARE INC CL A | 6,236 | $504K | 0.0% | $80.82 | $46.51 | — | COMMON STOCK USD.0001 | 87336U105 |
| SEI | SOLARIS OILFIELD INFRAST A | 30,282 | $501K | 0.0% | $16.54 * | $10.25 | +20.4% | COMMON STOCK USD.01 | 83418M103 |
| RMR | RMR GROUP INC/THE A | 7,090 | $496K | 0.0% | $69.96 * | $27.07 | +39.0% | COMMON STOCK | 74967R106 |
| IT | GARTNER INC | 4,164 | $490K | 0.0% | $117.68 | $124.90 | -5.8% | COMMON STOCK USD.0005 | 366651107 |
| — | HMS HOLDINGS CORP | 28,890 | $487K | 0.0% | $16.86 | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| — | WASHINGTON PRIME GROUP INC | 72,805 | $486K | 0.0% | $6.68 | $7.21 | — | REIT USD.0001 | 93964W108 |
| — | COHERENT INC | 2,592 | $486K | 0.0% | $187.50 | $207.21 | — | COMMON STOCK USD.01 | 192479103 |
| — | NAUTILUS INC | 36,114 | $486K | 0.0% | $13.46 | $16.94 | — | COMMON STOCK | 63910B102 |
| — | SAGE THERAPEUTICS INC | 3,002 | $484K | 0.0% | $161.23 | $46.05 | — | COMMON STOCK USD.0001 | 78667J108 |
| SNPS | SYNOPSYS INC | 5,796 | $482K | 0.0% | $83.16 | $46.14 | +80.4% | COMMON STOCK USD.01 | 871607107 |
| — | CAMBREX CORP | 9,163 | $479K | 0.0% | $52.28 | $48.02 | — | COMMON STOCK USD.1 | 132011107 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 31,407 | $476K | 0.0% | $15.16 | $17.12 | -11.5% | COMMON STOCK USD.0001 | 42727J102 |
| CHTR | CHARTER COMMUNICATIONS INC A | 1,527 | $475K | 0.0% | $311.07 | $342.38 | -9.1% | COMMON STOCK USD.001 | 16119P108 |
| NSC | NORFOLK SOUTHERN CORP | 3,425 | $465K | 0.0% | $135.77 * | $107.57 | +7.9% | COMMON STOCK USD1.0 | 655844108 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 4,095 | $464K | 0.0% | $113.31 * | $78.79 | +39.9% | COMMON STOCK USD.01 | 477839104 |
| CGNX | COGNEX CORP | 8,838 | $459K | 0.0% | $51.93 * | $43.06 | +12.7% | COMMON STOCK USD.002 | 192422103 |
| CNNE | CANNAE HOLDINGS INC | 23,616 | $445K | 0.0% | $18.84 * | $17.09 | +5.0% | COMMON STOCK | 13765N107 |
| GPN | GLOBAL PAYMENTS INC | 3,972 | $443K | 0.0% | $111.53 * | $68.34 | +55.3% | COMMON STOCK | 37940X102 |
| SXT | SENSIENT TECHNOLOGIES CORP | 6,280 | $443K | 0.0% | $70.54 | $76.28 | -7.5% | COMMON STOCK USD.1 | 81725T100 |
| — | SVB FINANCIAL GROUP | 1,843 | $442K | 0.0% | $239.83 | $233.85 | — | COMMON STOCK USD.001 | 78486Q101 |
| — | SUNTRUST BANKS INC | 6,493 | $442K | 0.0% | $68.07 | $63.96 | — | COMMON STOCK USD1.0 | 867914103 |
| ANF | ABERCROMBIE & FITCH CO CL A | 18,177 | $440K | 0.0% | $24.21 * | $19.24 | +15.3% | COMMON STOCK USD.01 | 002896207 |
| — | NEVRO CORP | 5,005 | $434K | 0.0% | $86.71 | $77.47 | — | COMMON STOCK USD.001 | 64157F103 |
| — | FIVE PRIME THERAPEUTICS INC | 25,152 | $432K | 0.0% | $17.18 | $28.21 | — | COMMON STOCK USD.001 | 33830X104 |
| MELI | MERCADOLIBRE INC | 1,203 | $429K | 0.0% | $356.61 | $180.96 | +96.9% | COMMON STOCK USD.001 | 58733R102 |
| CB | CHUBB LTD | 3,121 | $427K | 0.0% | $136.82 * | $99.44 | +20.4% | COMMON STOCK | H1467J104 |
| BFS | SAUL CENTERS INC | 8,383 | $427K | 0.0% | $50.94 | $50.94 | — | REIT USD.01 | 804395101 |
| SYK | STRYKER CORP | 2,638 | $425K | 0.0% | $161.11 * | $147.88 | +0.1% | COMMON STOCK USD.1 | 863667101 |
| SRPT | SAREPTA THERAPEUTICS INC | 5,663 | $420K | 0.0% | $74.17 | $45.32 | +63.5% | COMMON STOCK USD.0001 | 803607100 |
| AGX | ARGAN INC | 9,772 | $420K | 0.0% | $42.98 * | $47.97 | -27.6% | COMMON STOCK USD.15 | 04010E109 |
| GPMT | GRANITE POINT MORTGAGE TRUST | 25,352 | $419K | 0.0% | $16.53 | $17.75 | — | REIT USD.01 | 38741L107 |
| CME | CME GROUP INC | 2,549 | $412K | 0.0% | $161.63 * | $95.43 | +29.3% | COMMON STOCK USD.01 | 12572Q105 |
| ISRG | INTUITIVE SURGICAL INC | 999 | $412K | 0.0% | $412.41 * | $124.55 | +10.5% | COMMON STOCK USD.001 | 46120E602 |
| FN | FABRINET | 13,108 | $411K | 0.0% | $31.35 | $40.92 | -23.3% | COMMON STOCK USD.01 | G3323L100 |
| SBRA | SABRA HEALTH CARE REIT INC | 23,218 | $410K | 0.0% | $17.66 | $24.50 | — | REIT USD.01 | 78573L106 |
| SF | STIFEL FINANCIAL CORP | 6,926 | $410K | 0.0% | $59.20 * | $37.80 | -7.0% | COMMON STOCK USD.15 | 860630102 |
| — | ZIX CORP | 95,543 | $408K | 0.0% | $4.27 | $4.37 | — | COMMON STOCK USD.01 | 98974P100 |
| — | US SILICA HOLDINGS INC | 15,888 | $405K | 0.0% | $25.49 | $31.06 | — | COMMON STOCK USD.01 | 90346E103 |
| — | ATARA BIOTHERAPEUTICS INC | 10,315 | $402K | 0.0% | $38.97 | $38.97 | — | COMMON STOCK USD.0001 | 046513107 |
| MSCI | MSCI INC | 2,672 | $399K | 0.0% | $149.33 * | $112.18 | +22.9% | COMMON STOCK USD.01 | 55354G100 |
| BDN | BRANDYWINE REALTY TRUST | 24,591 | $391K | 0.0% | $15.90 | $17.49 | — | REIT USD.01 | 105368203 |
| — | CANTEL MEDICAL CORP | 3,502 | $390K | 0.0% | $111.36 | $97.88 | — | COMMON STOCK USD.1 | 138098108 |
| — | C&J ENERGY SERVICES INC | 15,000 | $387K | 0.0% | $25.80 | $32.87 | — | COMMON STOCK | 12674R100 |
| OGS | ONE GAS INC | 5,849 | $386K | 0.0% | $65.99 | $64.28 | +2.7% | COMMON STOCK | 68235P108 |
| — | LOXO ONCOLOGY INC | 3,330 | $384K | 0.0% | $115.32 | $115.32 | — | COMMON STOCK USD.0001 | 548862101 |
| ROP | ROPER TECHNOLOGIES INC | 1,364 | $383K | 0.0% | $280.79 * | $263.40 | +1.7% | COMMON STOCK USD.01 | 776696106 |
| — | ALLERGAN PLC | 2,272 | $382K | 0.0% | $168.13 | $277.55 | — | COMMON STOCK USD.0033 | G0177J108 |
| — | UBIQUITI NETWORKS INC | 5,548 | $382K | 0.0% | $68.85 | $38.65 | — | COMMON STOCK USD.001 | 90347A100 |
| — | CORENERGY INFRASTRUCTURE TRU | 10,061 | $378K | 0.0% | $37.57 | $28.86 | — | REIT USD.001 | 21870U502 |
| — | BLUE HILLS BANCORP INC | 18,059 | $377K | 0.0% | $20.88 | $20.88 | — | COMMON STOCK USD.01 | 095573101 |
| BLKB | BLACKBAUD INC | 3,685 | $375K | 0.0% | $101.76 | $62.75 | +60.4% | COMMON STOCK USD.001 | 09227Q100 |
| CRL | CHARLES RIVER LABORATORIES | 3,502 | $374K | 0.0% | $106.80 | $83.32 | +28.1% | COMMON STOCK USD.01 | 159864107 |
| — | SANDERSON FARMS INC | 3,133 | $373K | 0.0% | $119.06 | $138.65 | — | COMMON STOCK USD1.0 | 800013104 |
| — | QTS REALTY TRUST INC CL A | 10,253 | $371K | 0.0% | $36.18 | $36.18 | — | REIT USD.01 | 74736A103 |
| CALY | CALLAWAY GOLF COMPANY | 22,363 | $366K | 0.0% | $16.37 | $13.15 | +23.8% | COMMON STOCK USD.01 | 131193104 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 7,149 | $365K | 0.0% | $51.06 | $48.87 | — | COMMON STOCK ILS.01 | M2682V108 |
| — | ERA GROUP INC | 38,715 | $362K | 0.0% | $9.35 | $10.75 | — | COMMON STOCK USD.01 | 26885G109 |
| — | ENERGEN CORP | 5,714 | $359K | 0.0% | $62.83 | $62.83 | — | COMMON STOCK USD.01 | 29265N108 |
| EMR | EMERSON ELECTRIC CO | 5,196 | $355K | 0.0% | $68.32 * | $48.12 | +18.0% | COMMON STOCK USD.5 | 291011104 |
| BK | BANK OF NEW YORK MELLON CORP | 6,892 | $355K | 0.0% | $51.51 * | $39.20 | +5.9% | COMMON STOCK USD.01 | 064058100 |
| — | SYNEOS HEALTH INC | 9,993 | $355K | 0.0% | $35.52 | $35.52 | — | COMMON STOCK USD.01 | 87166B102 |
| EA | ELECTRONIC ARTS INC | 2,922 | $354K | 0.0% | $121.15 * | $115.07 | +2.4% | COMMON STOCK USD.01 | 285512109 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 60,271 | $349K | 0.0% | $5.79 | $7.01 | -17.4% | COMMON STOCK | 42330P107 |
| IONS | IONIS PHARMACEUTICALS INC | 7,901 | $348K | 0.0% | $44.05 | $43.98 | +0.2% | COMMON STOCK USD.001 | 462222100 |
| SND | SMART SAND INC | 59,808 | $348K | 0.0% | $5.82 | $7.75 | -24.9% | COMMON STOCK USD.001 | 83191H107 |
| SYNA | SYNAPTICS INC | 7,585 | $347K | 0.0% | $45.75 | $45.38 | +0.8% | COMMON STOCK USD.001 | 87157D109 |
| SPGI | S&P GLOBAL INC | 1,817 | $347K | 0.0% | $190.97 * | $172.26 | +3.7% | COMMON STOCK USD1.0 | 78409V104 |
| MAR | MARRIOTT INTERNATIONAL CL A | 2,548 | $346K | 0.0% | $135.79 * | $108.18 | +17.9% | COMMON STOCK USD.01 | 571903202 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 7,310 | $343K | 0.0% | $46.92 * | $33.83 | +19.4% | COMMON STOCK USD.01 | 293712105 |
| — | IMPAX LABORATORIES INC | 17,519 | $341K | 0.0% | $19.46 | $14.58 | — | COMMON STOCK USD.01 | 45256B101 |
| — | ANADARKO PETROLEUM CORP | 5,593 | $338K | 0.0% | $60.43 | $47.86 | — | COMMON STOCK USD.1 | 032511107 |
| SXI | STANDEX INTERNATIONAL CORP | 3,537 | $337K | 0.0% | $95.28 | $100.11 | -4.8% | COMMON STOCK USD1.5 | 854231107 |
| UTL | UNITIL CORP | 7,195 | $334K | 0.0% | $46.42 | $43.88 | +5.8% | COMMON STOCK | 913259107 |
| INTU | INTUIT INC | 1,913 | $332K | 0.0% | $173.55 * | $98.15 | +67.5% | COMMON STOCK USD.01 | 461202103 |
| ZION | ZIONS BANCORPORATION | 6,273 | $331K | 0.0% | $52.77 | $45.79 | +15.1% | COMMON STOCK | 989701107 |
| — | PARSLEY ENERGY INC CLASS A | 11,220 | $325K | 0.0% | $28.97 | $28.97 | — | COMMON STOCK USD.01 | 701877102 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 14,093 | $325K | 0.0% | $23.06 | $22.73 | — | REIT USD.0001 | 35086T109 |
| NGVT | INGEVITY CORP | 4,359 | $321K | 0.0% | $73.64 | $72.15 | +2.1% | COMMON STOCK USD.01 | 45688C107 |
| HOMB | HOME BANCSHARES INC | 14,086 | $321K | 0.0% | $22.79 | $23.36 | -2.4% | COMMON STOCK USD.01 | 436893200 |
| MCS | MARCUS CORPORATION | 10,591 | $321K | 0.0% | $30.31 | $27.44 | +10.6% | COMMON STOCK USD1.0 | 566330106 |
| CAKE | CHEESECAKE FACTORY INC/THE | 6,635 | $320K | 0.0% | $48.23 * | $46.50 | -12.2% | COMMON STOCK USD.01 | 163072101 |
| — | QEP RESOURCES INC | 32,678 | $320K | 0.0% | $9.79 | $8.57 | — | COMMON STOCK USD.01 | 74733V100 |
| LXRX | LEXICON PHARMACEUTICALS INC | 36,202 | $310K | 0.0% | $8.56 | $14.84 | -42.2% | COMMON STOCK USD.001 | 528872302 |
| BOX | BOX INC CLASS A | 15,000 | $308K | 0.0% | $20.53 | $18.79 | +9.4% | COMMON STOCK USD.0001 | 10316T104 |
| — | MOMENTA PHARMACEUTICALS INC | 16,962 | $308K | 0.0% | $18.16 | $18.16 | — | COMMON STOCK USD.0001 | 60877T100 |
| — | FINANCIAL ENGINES INC | 8,789 | $308K | 0.0% | $35.04 | $35.04 | — | COMMON STOCK USD.0001 | 317485100 |
| GTY | GETTY REALTY CORP | 12,177 | $307K | 0.0% | $25.21 | $27.18 | — | REIT USD.01 | 374297109 |
| — | SPLUNK INC | 3,125 | $307K | 0.0% | $98.24 | $51.12 | — | COMMON STOCK USD.001 | 848637104 |
| OPY | OPPENHEIMER HOLDINGS CL A | 11,895 | $306K | 0.0% | $25.73 | $26.93 | -4.4% | COMMON STOCK USD.001 | 683797104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,216 | $306K | 0.0% | $72.58 * | $55.83 | +17.6% | COMMON STOCK USD.01 | 45866F104 |
| MET | METLIFE INC | 6,613 | $303K | 0.0% | $45.82 * | $35.41 | -0.8% | COMMON STOCK USD.01 | 59156R108 |
| — | ELECTRONICS FOR IMAGING | 11,085 | $303K | 0.0% | $27.33 | $46.75 | — | COMMON STOCK USD.01 | 286082102 |
| — | WEIGHT WATCHERS INTL INC | 4,680 | $298K | 0.0% | $63.68 | $63.68 | — | COMMON STOCK | 948626106 |
| — | CONTINENTAL RESOURCES INC/OK | 5,046 | $297K | 0.0% | $58.86 | $58.86 | — | COMMON STOCK USD.01 | 212015101 |
| PENN | PENN NATIONAL GAMING INC | 11,296 | $297K | 0.0% | $26.29 | $26.99 | -2.7% | COMMON STOCK USD.01 | 707569109 |
| CCI | CROWN CASTLE INTL CORP | 2,672 | $293K | 0.0% | $109.66 * | $70.84 | +11.6% | REIT USD.01 | 22822V101 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 2,949 | $288K | 0.0% | $97.66 | $102.76 | -4.8% | COMMON STOCK USD.01 | 874054109 |
| ETN | EATON CORP PLC | 3,596 | $287K | 0.0% | $79.81 * | $51.54 | +33.6% | COMMON STOCK USD.01 | G29183103 |
| EGRX | EAGLE PHARMACEUTICALS INC | 5,436 | $286K | 0.0% | $52.61 | $55.65 | -5.3% | COMMON STOCK USD.001 | 269796108 |
| — | MASONITE INTERNATIONAL CORP | 4,645 | $285K | 0.0% | $61.36 | $74.16 | — | COMMON STOCK | 575385109 |
| VFC | VF CORP | 3,828 | $284K | 0.0% | $74.19 * | $53.92 | +29.4% | COMMON STOCK | 918204108 |
| MYGN | MYRIAD GENETICS INC | 9,606 | $284K | 0.0% | $29.56 | $23.86 | +23.8% | COMMON STOCK USD.01 | 62855J104 |
| — | RADIUS HEALTH INC | 7,878 | $283K | 0.0% | $35.92 | $38.59 | — | COMMON STOCK USD.0001 | 750469207 |
| — | EXTERRAN CORP | 10,500 | $280K | 0.0% | $26.67 | $31.62 | — | COMMON STOCK USD.01 | 30227H106 |
| — | WMIH CORP | 196,172 | $279K | 0.0% | $1.42 | $2.58 | — | COMMON STOCK USD.00001 | 92936P100 |
| PSX | PHILLIPS 66 | 2,881 | $276K | 0.0% | $95.80 * | $71.47 | -1.1% | COMMON STOCK | 718546104 |
| IBN | ICICI BANK LTD SPON ADR | 30,743 | $272K | 0.0% | $8.85 | $10.02 | -11.7% | ADR | 45104G104 |
| ADM | ARCHER DANIELS MIDLAND CO | 6,246 | $271K | 0.0% | $43.39 * | $33.65 | +2.5% | COMMON STOCK | 039483102 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 5,322 | $267K | 0.0% | $50.17 * | $34.81 | +11.2% | COMMON STOCK | 744573106 |
| — | BITAUTO HOLDINGS LTD ADR | 12,462 | $264K | 0.0% | $21.18 | $21.18 | — | ADR USD.00004 | 091727107 |
| — | CONCHO RESOURCES INC | 1,742 | $262K | 0.0% | $150.40 | $150.40 | — | COMMON STOCK USD.001 | 20605P101 |
| SGMO | SANGAMO THERAPEUTICS INC | 13,583 | $258K | 0.0% | $18.99 * | $21.38 | 0.0% | COMMON STOCK USD.01 | 800677106 |
| — | CALLON PETROLEUM CO | 19,407 | $257K | 0.0% | $13.24 | $13.24 | — | COMMON STOCK USD.01 | 13123X102 |
| — | AON PLC | 1,820 | $255K | 0.0% | $140.11 | $144.49 | — | COMMON STOCK USD.01 | G0408V102 |
| NVR | NVR INC | 90 | $252K | 0.0% | $2800.00 | $3254.55 | -14.0% | COMMON STOCK USD.01 | 62944T105 |
| BAX | BAXTER INTERNATIONAL INC | 3,876 | $252K | 0.0% | $65.02 * | $51.05 | +11.1% | COMMON STOCK USD1.0 | 071813109 |
| SIGI | SELECTIVE INSURANCE GROUP | 4,055 | $246K | 0.0% | $60.67 * | $52.36 | +3.1% | COMMON STOCK USD2.0 | 816300107 |
| FHB | FIRST HAWAIIAN INC | 8,754 | $244K | 0.0% | $27.87 * | $20.53 | -3.8% | COMMON STOCK USD.01 | 32051X108 |
| PRGS | PROGRESS SOFTWARE CORP | 6,266 | $241K | 0.0% | $38.46 | $29.61 | +29.9% | COMMON STOCK USD.01 | 743312100 |
| NOW | SERVICENOW INC | 1,423 | $235K | 0.0% | $165.14 * | $30.87 | +7.2% | COMMON STOCK USD.001 | 81762P102 |
| XHR | XENIA HOTELS & RESORTS INC | 11,885 | $234K | 0.0% | $19.69 | $19.37 | — | REIT USD.01 | 984017103 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 2,119 | $232K | 0.0% | $109.49 * | $86.94 | +10.8% | COMMON STOCK USD.01 | 11133T103 |
| — | BB&T CORP | 4,446 | $231K | 0.0% | $51.96 | $45.74 | — | COMMON STOCK USD5.0 | 054937107 |
| — | J.C. PENNEY CO INC | 76,100 | $230K | 0.0% | $3.02 | $5.24 | — | COMMON STOCK USD.5 | 708160106 |
| — | SPIRIT REALTY CAPITAL INC | 29,479 | $229K | 0.0% | $7.77 | $9.79 | — | REIT USD.01 | 84860W102 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 12,833 | $226K | 0.0% | $17.61 | $20.99 | — | REIT USD.01 | 720190206 |
| TAL | TAL EDUCATION GROUP ADR | 6,062 | $225K | 0.0% | $37.12 | $34.32 | +8.1% | ADR | 874080104 |
| — | DR PEPPER SNAPPLE GROUP INC | 1,899 | $225K | 0.0% | $118.48 | $65.88 | — | COMMON STOCK USD.01 | 26138E109 |
| — | XILINX INC | 3,108 | $225K | 0.0% | $72.39 | $69.40 | — | COMMON STOCK USD.01 | 983919101 |
| — | ALEXION PHARMACEUTICALS INC | 1,973 | $220K | 0.0% | $111.51 | $111.51 | — | COMMON STOCK USD.0001 | 015351109 |
| MTB | M & T BANK CORP | 1,140 | $210K | 0.0% | $184.21 * | $128.23 | +13.4% | COMMON STOCK USD.5 | 55261F104 |
| PCG | P G & E CORP | 4,768 | $209K | 0.0% | $43.83 | $59.82 | -27.4% | COMMON STOCK | 69331C108 |
| — | DDR CORP | 27,784 | $204K | 0.0% | $7.34 | $7.34 | — | REIT USD.1 | 23317H102 |
| GLW | CORNING INC | 7,319 | $204K | 0.0% | $27.87 * | $19.74 | +14.1% | COMMON STOCK USD.5 | 219350105 |
| — | KANSAS CITY SOUTHERN | 1,842 | $202K | 0.0% | $109.66 | $104.93 | — | COMMON STOCK USD.01 | 485170302 |
| — | NEW ORIENTAL EDUCATIO SP ADR | 2,297 | $201K | 0.0% | $87.51 | $87.51 | — | ADR USD.01 | 647581107 |
| IP | INTERNATIONAL PAPER CO | 3,675 | $196K | 0.0% | $53.33 * | $39.21 | -8.5% | COMMON STOCK USD1.0 | 460146103 |
| NEM | NEWMONT MINING CORP | 4,948 | $193K | 0.0% | $39.01 * | $27.14 | +14.6% | COMMON STOCK USD1.6 | 651639106 |
| — | RITE AID CORP | 112,800 | $190K | 0.0% | $1.68 | $3.55 | — | COMMON STOCK USD1.0 | 767754104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $190K | 0.0% | $9.50 | $14.71 | — | ADR | 035128206 |
| BF/B | BROWN FORMAN CORP CLASS B | 3,483 | $189K | 0.0% | $54.26 * | $46.83 | +2.2% | COMMON STOCK USD.15 | 115637209 |
| NUE | NUCOR CORP | 3,089 | $189K | 0.0% | $61.18 * | $49.68 | +4.2% | COMMON STOCK USD.4 | 670346105 |
| AOS | SMITH (A.O.) CORP | 2,955 | $188K | 0.0% | $63.62 * | $56.02 | -1.3% | COMMON STOCK USD1.0 | 831865209 |
| — | ACCELERON PHARMA INC | 4,811 | $188K | 0.0% | $39.08 | $39.08 | — | COMMON STOCK USD.001 | 00434H108 |
| ED | CONSOLIDATED EDISON INC | 2,368 | $185K | 0.0% | $78.13 * | $59.35 | -0.8% | COMMON STOCK USD.1 | 209115104 |
| PPL | PPL CORP | 6,455 | $183K | 0.0% | $28.35 * | $24.93 | -19.5% | COMMON STOCK USD.01 | 69351T106 |
| BALL | BALL CORP | 4,594 | $182K | 0.0% | $39.62 * | $37.02 | -1.5% | COMMON STOCK | 058498106 |
| — | ION GEOPHYSICAL CORP | 6,683 | $181K | 0.0% | $27.08 | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| SEE | SEALED AIR CORP | 4,215 | $180K | 0.0% | $42.70 * | $39.19 | -5.0% | COMMON STOCK USD.1 | 81211K100 |
| TSQ | TOWNSQUARE MEDIA INC CL A | 22,442 | $178K | 0.0% | $7.93 | $7.35 | +7.9% | COMMON STOCK USD.01 | 892231101 |
| SWK | STANLEY BLACK & DECKER INC | 1,158 | $177K | 0.0% | $152.85 * | $130.20 | -5.3% | COMMON STOCK USD2.5 | 854502101 |
| HPE | HEWLETT PACKARD ENTERPRISE | 10,050 | $176K | 0.0% | $17.51 * | $11.35 | +21.1% | COMMON STOCK USD.01 | 42824C109 |
| AR | ANTERO RESOURCES CORP | 8,754 | $174K | 0.0% | $19.88 | $25.67 | -22.7% | COMMON STOCK USD.01 | 03674X106 |
| SYF | SYNCHRONY FINANCIAL | 5,135 | $172K | 0.0% | $33.50 * | $26.19 | +5.4% | COMMON STOCK USD.001 | 87165B103 |
| TPR | TAPESTRY INC | 3,225 | $170K | 0.0% | $52.71 * | $34.51 | +23.4% | COMMON STOCK USD.01 | 876030107 |
| — | APTIV PLC | 1,986 | $169K | 0.0% | $85.10 | $84.84 | — | COMMON STOCK USD.01 | G6095L109 |
| IEMG | ISHARES CORE MSCI EMERGING MAR | 2,867 | $167K | 0.0% | $58.25 | $59.14 | -1.2% | ISHARES CORE MSCI EMERGING | 46434G103 |
| LEN | LENNAR CORP A | 2,791 | $165K | 0.0% | $59.12 * | $53.78 | -2.8% | COMMON STOCK USD.1 | 526057104 |
| — | PORTOLA PHARMACEUTICALS INC | 4,977 | $163K | 0.0% | $32.75 | $48.62 | — | COMMON STOCK USD.001 | 737010108 |
| TROW | T ROWE PRICE GROUP INC | 1,503 | $162K | 0.0% | $107.78 * | $61.84 | +29.8% | COMMON STOCK USD.2 | 74144T108 |
| VRSK | VERISK ANALYTICS INC | 1,557 | $162K | 0.0% | $104.05 * | $88.73 | +12.0% | COMMON STOCK USD.001 | 92345Y106 |
| — | ABIOMED INC | 553 | $161K | 0.0% | $291.14 | $291.14 | — | COMMON STOCK USD.01 | 003654100 |
| — | NOBLE ENERGY INC | 5,246 | $159K | 0.0% | $30.31 | $36.64 | — | COMMON STOCK USD.01 | 655044105 |
| — | MARATHON OIL CORP | 9,859 | $159K | 0.0% | $16.13 | $13.08 | — | COMMON STOCK USD1.0 | 565849106 |
| FAST | FASTENAL CO | 2,910 | $159K | 0.0% | $54.64 * | $11.23 | -0.7% | COMMON STOCK USD.01 | 311900104 |
| MAS | MASCO CORP | 3,909 | $158K | 0.0% | $40.42 * | $34.30 | +4.2% | COMMON STOCK USD1.0 | 574599106 |
| — | CIMAREX ENERGY CO | 1,686 | $158K | 0.0% | $93.71 | $93.71 | — | COMMON STOCK USD.01 | 171798101 |
| MGM | MGM RESORTS INTERNATIONAL | 4,490 | $157K | 0.0% | $34.97 * | $32.00 | +5.2% | COMMON STOCK USD.01 | 552953101 |
| HAS | HASBRO INC | 1,846 | $156K | 0.0% | $84.51 * | $73.44 | -13.2% | COMMON STOCK USD.5 | 418056107 |
| WY | WEYERHAEUSER CO | 4,432 | $155K | 0.0% | $34.97 * | $24.06 | +7.5% | REIT USD1.25 | 962166104 |
| NTRS | NORTHERN TRUST CORP | 1,504 | $155K | 0.0% | $103.06 * | $73.76 | +11.2% | COMMON STOCK USD1.667 | 665859104 |
| DLTR | DOLLAR TREE INC | 1,632 | $155K | 0.0% | $94.98 | $89.21 | +6.4% | COMMON STOCK USD.01 | 256746108 |
| CAH | CARDINAL HEALTH INC | 2,432 | $152K | 0.0% | $62.50 * | $53.80 | -7.3% | COMMON STOCK | 14149Y108 |
| KR | KROGER CO | 6,350 | $152K | 0.0% | $23.94 * | $23.44 | -13.4% | COMMON STOCK USD1.0 | 501044101 |
| WMB | WILLIAMS COS INC | 6,049 | $150K | 0.0% | $24.80 * | $19.21 | -15.6% | COMMON STOCK USD1.0 | 969457100 |
| DVN | DEVON ENERGY CORP | 4,660 | $148K | 0.0% | $31.76 * | $25.93 | -12.7% | COMMON STOCK USD.1 | 25179M103 |
| AMP | AMERIPRISE FINANCIAL INC | 988 | $146K | 0.0% | $147.77 * | $133.29 | -4.5% | COMMON STOCK USD.01 | 03076C106 |
| MOS | MOSAIC CO/THE | 5,912 | $144K | 0.0% | $24.36 * | $21.13 | +1.1% | COMMON STOCK USD.01 | 61945C103 |
| CMS | CMS ENERGY CORP | 3,183 | $144K | 0.0% | $45.24 * | $34.73 | +3.7% | COMMON STOCK USD.01 | 125896100 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 2,759 | $142K | 0.0% | $51.47 * | $43.21 | +0.4% | COMMON STOCK USD.01 | 416515104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 1,717 | $139K | 0.0% | $80.96 | $87.60 | -7.5% | COMMON STOCK USD.001 | 09061G101 |
| DG | DOLLAR GENERAL CORP | 1,452 | $136K | 0.0% | $93.66 * | $71.96 | +17.4% | COMMON STOCK USD.875 | 256677105 |
| — | SYMANTEC CORP | 5,265 | $136K | 0.0% | $25.83 | $26.89 | — | COMMON STOCK USD.01 | 871503108 |
| PAYX | PAYCHEX INC | 2,187 | $135K | 0.0% | $61.73 * | $45.48 | +7.6% | COMMON STOCK USD.01 | 704326107 |
| AEE | AMEREN CORPORATION | 2,335 | $132K | 0.0% | $56.53 * | $43.87 | +3.6% | COMMON STOCK USD.01 | 023608102 |
| — | CBS CORP CLASS B NON VOTING | 2,570 | $132K | 0.0% | $51.36 | $51.36 | — | COMMON STOCK USD.001 | 124857202 |
| ALB | ALBEMARLE CORP | 1,358 | $126K | 0.0% | $92.78 * | $111.11 | -25.0% | COMMON STOCK USD.01 | 012653101 |
| WTW | WILLIS TOWERS WATSON PLC | 828 | $126K | 0.0% | $152.17 * | $130.23 | +5.1% | COMMON STOCK USD.000304635 | G96629103 |
| — | COOPER COS INC/THE | 541 | $124K | 0.0% | $229.21 | $217.56 | — | COMMON STOCK USD.1 | 216648402 |
| RVTY | PERKINELMER INC | 1,635 | $124K | 0.0% | $75.84 * | $73.81 | +0.6% | COMMON STOCK USD1.0 | 714046109 |
| EQT | EQT CORP | 2,606 | $124K | 0.0% | $47.58 * | $28.40 | -15.9% | COMMON STOCK | 26884L109 |
| SBAC | SBA COMMUNICATIONS CORP | 715 | $122K | 0.0% | $170.63 * | $137.81 | +14.6% | REIT USD.01 | 78410G104 |
| XEL | XCEL ENERGY INC | 2,666 | $121K | 0.0% | $45.39 * | $35.10 | +2.3% | COMMON STOCK USD2.5 | 98389B100 |
| RMD | RESMED INC | 1,230 | $121K | 0.0% | $98.37 * | $87.58 | +4.4% | COMMON STOCK USD.004 | 761152107 |
| TFX | TELEFLEX INC | 461 | $118K | 0.0% | $255.97 * | $171.02 | +42.6% | COMMON STOCK USD1.0 | 879369106 |
| — | HANESBRANDS INC | 6,408 | $118K | 0.0% | $18.41 | $23.81 | — | COMMON STOCK USD.01 | 410345102 |
| — | NATIONAL OILWELL VARCO INC | 3,181 | $117K | 0.0% | $36.78 | $35.99 | — | COMMON STOCK USD.01 | 637071101 |
| TXT | TEXTRON INC | 1,990 | $117K | 0.0% | $58.79 | $55.22 | +5.7% | COMMON STOCK USD.125 | 883203101 |
| KEY | KEYCORP | 5,928 | $116K | 0.0% | $19.57 * | $13.02 | +4.9% | COMMON STOCK USD1.0 | 493267108 |
| COR | AMERISOURCEBERGEN CORP | 1,327 | $114K | 0.0% | $85.91 * | $67.08 | -0.9% | COMMON STOCK USD.01 | 03073E105 |
| NWL | NEWELL BRANDS INC | 4,303 | $110K | 0.0% | $25.56 * | $23.57 | -24.6% | COMMON STOCK USD1.0 | 651229106 |
| CINF | CINCINNATI FINANCIAL CORP | 1,484 | $110K | 0.0% | $74.12 * | $60.46 | +0.6% | COMMON STOCK USD2.0 | 172062101 |
| CF | CF INDUSTRIES HOLDINGS INC | 2,891 | $109K | 0.0% | $37.70 * | $30.36 | +2.4% | COMMON STOCK USD.01 | 125269100 |
| — | NIELSEN HOLDINGS PLC | 3,307 | $105K | 0.0% | $31.75 | $36.43 | — | COMMON STOCK EUR.07 | G6518L108 |
| CBOE | CBOE GLOBAL MARKETS INC | 922 | $105K | 0.0% | $113.88 * | $109.72 | -6.0% | COMMON STOCK | 12503M108 |
| — | LABORATORY CRP OF AMER HLDGS | 645 | $104K | 0.0% | $161.24 | $155.53 | — | COMMON STOCK USD.1 | 50540R409 |
| MSI | MOTOROLA SOLUTIONS INC | 987 | $104K | 0.0% | $105.37 * | $77.20 | +22.7% | COMMON STOCK USD.01 | 620076307 |
| WHR | WHIRLPOOL CORP | 678 | $104K | 0.0% | $153.39 | $175.97 | -13.0% | COMMON STOCK USD1.0 | 963320106 |
| FITB | FIFTH THIRD BANCORP | 3,209 | $102K | 0.0% | $31.79 * | $20.22 | +16.9% | COMMON STOCK | 316773100 |
| UAL | UNITED CONTINENTAL HOLDINGS | 1,465 | $102K | 0.0% | $69.62 | $71.51 | -2.9% | COMMON STOCK USD.01 | 910047109 |
| EXEL | EXELIXIS INC | 4,515 | $100K | 0.0% | $22.15 | $21.16 | +4.7% | COMMON STOCK USD.001 | 30161Q104 |
| BBY | BEST BUY CO INC | 1,409 | $99,000 | 0.0% | $70.26 * | $23.15 | +126.8% | COMMON STOCK USD.1 | 086516101 |
| CATY | CATHAY GENERAL BANCORP | 2,488 | $99,000 | 0.0% | $39.79 * | $32.89 | -6.2% | COMMON STOCK USD.01 | 149150104 |
| KODK | EASTMAN KODAK CO | 18,376 | $98,000 | 0.0% | $5.33 | $8.53 | -37.3% | COMMON STOCK USD.01 | 277461406 |
| — | TARENA INTERNATIONAL INC ADR | 8,680 | $97,000 | 0.0% | $11.18 | $18.48 | — | ADR USD.001 | 876108101 |
| EXPE | EXPEDIA GROUP INC | 866 | $96,000 | 0.0% | $110.85 * | $130.37 | -17.9% | COMMON STOCK USD.001 | 30212P303 |
| L | LOEWS CORP | 1,926 | $96,000 | 0.0% | $49.84 * | $48.83 | -1.6% | COMMON STOCK USD.01 | 540424108 |
| — | SCANA CORP | 2,451 | $92,000 | 0.0% | $37.54 | $47.95 | — | COMMON STOCK | 80589M102 |
| — | ANSYS INC | 588 | $92,000 | 0.0% | $156.46 | $156.46 | — | COMMON STOCK USD.01 | 03662Q105 |
| — | ENGILITY HOLDINGS INC | 3,727 | $91,000 | 0.0% | $24.42 | $28.39 | — | COMMON STOCK USD.01 | 29286C107 |
| BEN | FRANKLIN RESOURCES INC | 2,586 | $90,000 | 0.0% | $34.80 * | $30.00 | -18.8% | COMMON STOCK USD.1 | 354613101 |
| CNC | CENTENE CORP | 833 | $89,000 | 0.0% | $106.84 * | $36.77 | +45.3% | COMMON STOCK USD.001 | 15135B101 |
| DLTH | DULUTH HOLDINGS INC CL B | 4,686 | $88,000 | 0.0% | $18.78 | $19.62 | -4.6% | COMMON STOCK | 26443V101 |
| — | TOTAL SYSTEM SERVICES INC | 1,006 | $87,000 | 0.0% | $86.48 | $58.26 | — | COMMON STOCK USD.1 | 891906109 |
| QRVO | QORVO INC | 1,228 | $87,000 | 0.0% | $70.85 | $73.95 | -4.7% | COMMON STOCK USD.0001 | 74736K101 |
| PRGO | PERRIGO CO PLC | 1,041 | $87,000 | 0.0% | $83.57 | $85.88 | -3.0% | COMMON STOCK EUR.001 | G97822103 |
| — | SEAGATE TECHNOLOGY | 1,464 | $86,000 | 0.0% | $58.74 | $44.92 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | NEWFIELD EXPLORATION CO | 3,517 | $86,000 | 0.0% | $24.45 | $26.90 | — | COMMON STOCK USD.01 | 651290108 |
| AAP | ADVANCE AUTO PARTS INC | 718 | $85,000 | 0.0% | $118.38 * | $100.42 | +3.8% | COMMON STOCK USD.0001 | 00751Y106 |
| DVA | DAVITA INC | 1,253 | $83,000 | 0.0% | $66.24 | $66.21 | -0.4% | COMMON STOCK USD.001 | 23918K108 |
| FLS | FLOWSERVE CORP | 1,888 | $82,000 | 0.0% | $43.43 * | $37.23 | -0.9% | COMMON STOCK USD1.25 | 34354P105 |
| LKQ | LKQ CORP | 2,161 | $82,000 | 0.0% | $37.95 * | $30.23 | +12.7% | COMMON STOCK USD.01 | 501889208 |
| HBAN | HUNTINGTON BANCSHARES INC | 5,387 | $81,000 | 0.0% | $15.04 * | $9.47 | +12.4% | COMMON STOCK USD.01 | 446150104 |
| WYNN | WYNN RESORTS LTD | 438 | $80,000 | 0.0% | $182.65 * | $129.06 | +29.7% | COMMON STOCK USD.01 | 983134107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 1,107 | $79,000 | 0.0% | $71.36 | $66.38 | +6.9% | COMMON STOCK USD.01 | 00971T101 |
| — | TIFFANY & CO | 797 | $78,000 | 0.0% | $97.87 | $94.99 | — | COMMON STOCK USD.01 | 886547108 |
| PVH | PVH CORP | 498 | $75,000 | 0.0% | $150.60 | $110.33 | +35.7% | COMMON STOCK USD1.0 | 693656100 |
| DGX | QUEST DIAGNOSTICS INC | 731 | $73,000 | 0.0% | $99.86 * | $77.93 | +10.0% | COMMON STOCK USD.01 | 74834L100 |
| NWSA | NEWS CORP CLASS A | 4,588 | $72,000 | 0.0% | $15.69 * | $15.05 | -3.4% | COMMON STOCK USD.01 | 65249B109 |
| NDAQ | NASDAQ INC | 830 | $72,000 | 0.0% | $86.75 * | $20.83 | +22.5% | COMMON STOCK USD.01 | 631103108 |
| ALK | ALASKA AIR GROUP INC | 1,147 | $71,000 | 0.0% | $61.90 * | $61.91 | -4.1% | COMMON STOCK USD.01 | 011659109 |
| — | JACOBS ENGINEERING GROUP INC | 1,179 | $70,000 | 0.0% | $59.37 | $59.94 | — | COMMON STOCK USD1.0 | 469814107 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 1,280 | $68,000 | 0.0% | $53.13 | $55.80 | -5.1% | COMMON STOCK USD.001 | G66721104 |
| TRIP | TRIPADVISOR INC | 1,633 | $67,000 | 0.0% | $41.03 * | $35.63 | +2.0% | COMMON STOCK USD.001 | 896945201 |
| RJF | RAYMOND JAMES FINANCIAL INC | 699 | $62,000 | 0.0% | $88.70 * | $55.10 | -3.9% | COMMON STOCK USD.01 | 754730109 |
| — | DISCOVERY INC A | 2,878 | $62,000 | 0.0% | $21.54 | $21.54 | — | COMMON STOCK USD.01 | 25470F104 |
| — | VIACOM INC CLASS B | 1,966 | $61,000 | 0.0% | $31.03 | $32.14 | — | COMMON STOCK USD.001 | 92553P201 |
| — | L BRANDS INC | 1,576 | $60,000 | 0.0% | $38.07 | $53.64 | — | COMMON STOCK USD.5 | 501797104 |
| PFG | PRINCIPAL FINANCIAL GROUP | 981 | $60,000 | 0.0% | $61.16 * | $50.08 | -10.0% | COMMON STOCK USD.01 | 74251V102 |
| — | STERICYCLE INC | 1,033 | $60,000 | 0.0% | $58.08 | $68.48 | — | COMMON STOCK USD.01 | 858912108 |
| — | ARCONIC INC | 2,621 | $60,000 | 0.0% | $22.89 | $22.89 | — | COMMON STOCK | 03965L100 |
| NRG | NRG ENERGY INC | 1,854 | $57,000 | 0.0% | $30.74 * | $20.51 | +23.4% | COMMON STOCK USD.01 | 629377508 |
| AJG | ARTHUR J GALLAGHER & CO | 821 | $56,000 | 0.0% | $68.21 * | $60.39 | +2.3% | COMMON STOCK USD1.0 | 363576109 |
| FLO | FLOWERS FOODS INC | 2,488 | $54,000 | 0.0% | $21.70 * | $14.75 | +8.8% | COMMON STOCK USD.01 | 343498101 |
| WTTR | SELECT ENERGY SERVICES INC A | 4,265 | $54,000 | 0.0% | $12.66 | $15.93 | — | COMMON STOCK USD.01 | 81617J301 |
| M | MACY S INC | 1,778 | $53,000 | 0.0% | $29.81 | $37.38 | -20.4% | COMMON STOCK USD.01 | 55616P104 |
| — | NORDSTROM INC | 1,079 | $52,000 | 0.0% | $48.19 | $47.57 | — | COMMON STOCK | 655664100 |
| RRC | RANGE RESOURCES CORP | 3,377 | $49,000 | 0.0% | $14.51 | $23.31 | -37.6% | COMMON STOCK USD.01 | 75281A109 |
| PNW | PINNACLE WEST CAPITAL | 598 | $48,000 | 0.0% | $80.27 * | $56.89 | +2.0% | COMMON STOCK | 723484101 |
| — | GLOBALSTAR INC | 70,200 | $48,000 | 0.0% | $0.68 | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| PWR | QUANTA SERVICES INC | 1,349 | $46,000 | 0.0% | $34.10 | $26.93 | +25.1% | COMMON STOCK USD.00001 | 74762E102 |
| MAC | MACERICH CO/THE | 818 | $46,000 | 0.0% | $56.23 | $60.02 | — | REIT USD.01 | 554382101 |
| — | CSRA INC | 1,079 | $44,000 | 0.0% | $40.78 | $29.69 | — | COMMON STOCK USD.001 | 12650T104 |
| GAP | GAP INC/THE | 1,418 | $44,000 | 0.0% | $31.03 * | $25.85 | -8.5% | COMMON STOCK USD.05 | 364760108 |
| — | APARTMENT INVT & MGMT CO A | 1,001 | $41,000 | 0.0% | $40.96 | $44.33 | — | REIT USD.01 | 03748R101 |
| KIM | KIMCO REALTY CORP | 2,701 | $39,000 | 0.0% | $14.44 * | $12.70 | -23.4% | REIT USD.01 | 49446R109 |
| GT | GOODYEAR TIRE & RUBBER CO | 1,392 | $37,000 | 0.0% | $26.58 | $30.47 | -12.8% | COMMON STOCK | 382550101 |
| — | ENVISION HEALTHCARE CORP | 945 | $36,000 | 0.0% | $38.10 | $55.77 | — | COMMON STOCK | 29414D100 |
| — | CHESAPEAKE ENERGY CORP | 11,538 | $35,000 | 0.0% | $3.03 | $4.33 | — | COMMON STOCK USD.01 | 165167107 |
| — | ENTERCOM COMMUNICATIONS CL A | 2,041 | $20,000 | 0.0% | $9.80 | $10.80 | — | COMMON STOCK USD.01 | 293639100 |
| — | TORCHMARK CORP | 162 | $14,000 | 0.0% | $86.42 | $86.42 | — | COMMON STOCK USD1.0 | 891027104 |
| AES | AES CORP | 1,111 | $13,000 | 0.0% | $11.70 * | $8.06 | +6.7% | COMMON STOCK USD.01 | 00130H105 |
| PNR | PENTAIR PLC | 194 | $13,000 | 0.0% | $67.01 * | $41.38 | -1.6% | COMMON STOCK USD.01 | G7S00T104 |
| — | VMWARE INC CLASS A | 6 | $1,000 | 0.0% | $166.67 | $78.72 | — | COMMON STOCK USD.01 | 928563402 |
| — | EASTMAN KODAK CO | 923 | $0 | 0.0% | $0.00 | $15.57 | — | EASTMAN KODAK CO CW18 135 | 277461141 |
| — | EASTMAN KODAK CO | 923 | $0 | 0.0% | $0.00 | $16.84 | — | EASTMAN KODAK CO CW18 125 | 277461133 |