Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 5, 2018
Total Value: $4.539B (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 | $822M | 18.1% | $64.31 | $69.23 | — | COMMON STOCK USD.01 | 26078J100 |
| AAPL | APPLE INC | 491,083 | $111M | 2.4% | $225.74 * | $22.18 | +141.1% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 837,219 | $95.75M | 2.1% | $114.37 * | $37.82 | +181.7% | COMMON STOCK USD.00000625 | 594918104 |
| AMZN | AMAZON.COM INC | 47,746 | $95.64M | 2.1% | $2003.00 * | $28.16 | +255.7% | COMMON STOCK USD.01 | 023135106 |
| GOOG | ALPHABET INC CL C | 62,227 | $74.27M | 1.6% | $1193.47 * | $36.62 | +61.7% | COMMON STOCK USD.001 | 02079K107 |
| EEM | ISHARES MSCI EMERGING MARKETS | 1,327,053 | $56.96M | 1.3% | $42.92 | $43.64 | -1.6% | ISHARES MSCI EMERGING MARKET | 464287234 |
| JPM | JPMORGAN CHASE CO | 451,750 | $50.98M | 1.1% | $112.84 * | $43.45 | +112.0% | COMMON STOCK USD1.0 | 46625H100 |
| V | VISA INC CLASS A SHARES | 317,040 | $47.59M | 1.0% | $150.09 * | $71.13 | +100.6% | COMMON STOCK USD.0001 | 92826C839 |
| META | FACEBOOK INC CLASS A | 281,103 | $46.23M | 1.0% | $164.46 | $104.82 | +55.8% | COMMON STOCK USD.000006 | 30303M102 |
| DAL | DELTA AIR LINES INC | 708,628 | $40.98M | 0.9% | $57.83 * | $33.93 | +59.3% | COMMON STOCK USD.0001 | 247361702 |
| SPY | SPDR S P 500 ETF TRUST | 136,464 | $39.67M | 0.9% | $290.72 | $284.76 | +2.1% | SPDR S+P 500 ETF TRUST | 78462F103 |
| UNH | UNITEDHEALTH GROUP INC | 147,436 | $39.22M | 0.9% | $266.04 * | $123.21 | +91.9% | COMMON STOCK USD.01 | 91324P102 |
| HD | HOME DEPOT INC | 188,596 | $39.07M | 0.9% | $207.15 * | $107.80 | +60.8% | COMMON STOCK USD.05 | 437076102 |
| JNJ | JOHNSON JOHNSON | 270,133 | $37.32M | 0.8% | $138.17 * | $84.77 | +33.0% | COMMON STOCK USD1.0 | 478160104 |
| EFA | ISHARES MSCI EAFE ETF | 534,768 | $36.36M | 0.8% | $67.99 | $67.51 | +0.7% | ISHARES MSCI EAFE ETF | 464287465 |
| CVX | CHEVRON CORP | 258,505 | $31.61M | 0.7% | $122.28 * | $74.23 | +20.0% | COMMON STOCK USD.75 | 166764100 |
| CSCO | CISCO SYSTEMS INC | 632,942 | $30.79M | 0.7% | $48.65 * | $25.29 | +54.2% | COMMON STOCK USD.001 | 17275R102 |
| BAC | BANK OF AMERICA CORP | 1,036,030 | $30.52M | 0.7% | $29.46 * | $15.78 | +56.7% | COMMON STOCK USD.01 | 060505104 |
| C | CITIGROUP INC | 410,473 | $29.45M | 0.6% | $71.74 * | $39.24 | +42.0% | COMMON STOCK USD.01 | 172967424 |
| MA | MASTERCARD INC A | 129,397 | $28.8M | 0.6% | $222.61 * | $155.61 | +37.4% | COMMON STOCK USD.0001 | 57636Q104 |
| HON | HONEYWELL INTERNATIONAL INC | 162,252 | $27M | 0.6% | $166.40 * | $86.65 | +49.2% | COMMON STOCK USD1.0 | 438516106 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 122,405 | $26.21M | 0.6% | $214.11 | $148.82 | +43.9% | COMMON STOCK USD.0033 | 084670702 |
| — | INGERSOLL RAND PLC | 242,203 | $24.78M | 0.5% | $102.30 | $77.11 | — | COMMON STOCK USD1.0 | G47791101 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 556,744 | $24.59M | 0.5% | $44.16 | $20.83 | +112.0% | ADR | 874039100 |
| ELV | ANTHEM INC | 80,324 | $22.01M | 0.5% | $274.05 * | $202.28 | +23.2% | COMMON STOCK USD.01 | 036752103 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 377,195 | $21.85M | 0.5% | $57.93 * | $30.21 | -4.1% | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| CSX | CSX CORP | 293,468 | $21.73M | 0.5% | $74.05 * | $17.60 | +27.3% | COMMON STOCK USD1.0 | 126408103 |
| BDX | BECTON DICKINSON AND CO | 83,126 | $21.7M | 0.5% | $261.00 * | $164.51 | +38.7% | COMMON STOCK USD1.0 | 075887109 |
| CMCSA | COMCAST CORP CLASS A | 608,987 | $21.56M | 0.5% | $35.41 * | $25.94 | +13.2% | COMMON STOCK USD.01 | 20030N101 |
| AME | AMETEK INC | 269,904 | $21.36M | 0.5% | $79.12 * | $64.77 | +16.4% | COMMON STOCK USD.01 | 031100100 |
| GS | GOLDMAN SACHS GROUP INC | 94,466 | $21.18M | 0.5% | $224.24 * | $169.84 | +11.7% | COMMON STOCK USD.01 | 38141G104 |
| DE | DEERE CO | 139,472 | $20.97M | 0.5% | $150.33 * | $139.62 | -3.1% | COMMON STOCK USD1.0 | 244199105 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 125,492 | $20.68M | 0.5% | $164.76 | $148.64 | +10.8% | ADR USD.000025 | 01609W102 |
| AMT | AMERICAN TOWER CORP | 140,192 | $20.37M | 0.4% | $145.30 * | $92.23 | +30.5% | REIT USD.01 | 03027X100 |
| VOO | VANGUARD S P 500 ETF | 75,292 | $20.11M | 0.4% | $267.05 | $228.67 | +16.8% | VANGUARD S+P 500 ETF | 922908363 |
| ABT | ABBOTT LABORATORIES | 271,868 | $19.94M | 0.4% | $73.36 * | $46.04 | +40.4% | COMMON STOCK | 002824100 |
| — | UNITED TECHNOLOGIES CORP | 140,985 | $19.71M | 0.4% | $139.81 | $113.55 | — | COMMON STOCK USD1.0 | 913017109 |
| COST | COSTCO WHOLESALE CORP | 83,076 | $19.51M | 0.4% | $234.88 * | $157.69 | +34.5% | COMMON STOCK USD.005 | 22160K105 |
| COP | CONOCOPHILLIPS | 251,262 | $19.45M | 0.4% | $77.40 * | $35.76 | +69.3% | COMMON STOCK USD.01 | 20825C104 |
| MRK | MERCK CO. INC. | 272,400 | $19.32M | 0.4% | $70.94 * | $33.72 | +60.5% | COMMON STOCK USD.5 | 58933Y105 |
| — | CELGENE CORP | 204,134 | $18.27M | 0.4% | $89.49 | $104.71 | — | COMMON STOCK USD.01 | 151020104 |
| TXN | TEXAS INSTRUMENTS INC | 168,465 | $18.07M | 0.4% | $107.29 * | $49.48 | +76.2% | COMMON STOCK USD1.0 | 882508104 |
| SLB | SCHLUMBERGER LTD | 290,436 | $17.69M | 0.4% | $60.92 * | $59.51 | -16.8% | COMMON STOCK USD.01 | 806857108 |
| TJX | TJX COMPANIES INC | 157,314 | $17.62M | 0.4% | $112.02 * | $32.43 | +56.6% | COMMON STOCK USD1.0 | 872540109 |
| COF | CAPITAL ONE FINANCIAL CORP | 185,257 | $17.59M | 0.4% | $94.93 * | $61.59 | +36.0% | COMMON STOCK USD.01 | 14040H105 |
| STZ | CONSTELLATION BRANDS INC A | 81,492 | $17.57M | 0.4% | $215.62 * | $147.78 | +29.6% | COMMON STOCK USD.01 | 21036P108 |
| DHR | DANAHER CORP | 159,946 | $17.38M | 0.4% | $108.66 * | $78.86 | +18.2% | COMMON STOCK USD.01 | 235851102 |
| ADBE | ADOBE INC | 63,969 | $17.27M | 0.4% | $269.94 | $214.82 | +25.7% | COMMON STOCK USD.0001 | 00724F101 |
| — | TE CONNECTIVITY LTD | 186,618 | $16.41M | 0.4% | $87.93 | $76.01 | — | COMMON STOCK CHF.57 | H84989104 |
| MPC | MARATHON PETROLEUM CORP | 202,029 | $16.16M | 0.4% | $79.97 * | $54.49 | +16.3% | COMMON STOCK | 56585A102 |
| EXC | EXELON CORP | 363,310 | $15.86M | 0.3% | $43.66 * | $16.57 | +45.9% | COMMON STOCK | 30161N101 |
| — | US CONCRETE INC | 344,368 | $15.79M | 0.3% | $45.85 | $23.28 | — | COMMON STOCK USD.001 | 90333L201 |
| ALLE | ALLEGION PLC | 173,032 | $15.67M | 0.3% | $90.57 * | $65.53 | +26.3% | COMMON STOCK USD.01 | G0176J109 |
| CRM | SALESFORCE.COM INC | 97,516 | $15.51M | 0.3% | $159.03 | $105.53 | +48.9% | COMMON STOCK USD.001 | 79466L302 |
| MO | ALTRIA GROUP INC | 251,310 | $15.16M | 0.3% | $60.31 * | $34.02 | +1.2% | COMMON STOCK USD.333 | 02209S103 |
| IJH | ISHARES CORE S P MID CAP ETF | 74,913 | $15.08M | 0.3% | $201.29 * | $40.17 | +0.2% | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| NVDA | NVIDIA CORP | 50,194 | $14.11M | 0.3% | $281.03 * | $4.03 | +72.5% | COMMON STOCK USD.001 | 67066G104 |
| DIS | WALT DISNEY CO/THE | 119,405 | $13.96M | 0.3% | $116.94 * | $87.96 | +27.3% | COMMON STOCK USD.01 | 254687106 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 318,172 | $13.67M | 0.3% | $42.96 * | $34.21 | +5.4% | COMMON STOCK | 609207105 |
| GD | GENERAL DYNAMICS CORP | 66,380 | $13.59M | 0.3% | $204.72 * | $119.20 | +45.1% | COMMON STOCK USD1.0 | 369550108 |
| ADI | ANALOG DEVICES INC | 145,224 | $13.43M | 0.3% | $92.46 * | $74.30 | +8.9% | COMMON STOCK USD.167 | 032654105 |
| — | BLACKROCK INC | 28,356 | $13.37M | 0.3% | $471.33 | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| AMGN | AMGEN INC | 64,448 | $13.36M | 0.3% | $207.28 * | $117.45 | +41.4% | COMMON STOCK USD.0001 | 031162100 |
| EL | ESTEE LAUDER COMPANIES CL A | 91,452 | $13.29M | 0.3% | $145.32 * | $83.81 | +58.2% | COMMON STOCK USD.01 | 518439104 |
| NFLX | NETFLIX INC | 34,799 | $13.02M | 0.3% | $374.12 * | $30.70 | +21.9% | COMMON STOCK USD.001 | 64110L106 |
| BF/B | BROWN FORMAN CORP CLASS B | 255,183 | $12.9M | 0.3% | $50.55 * | $45.89 | -2.5% | COMMON STOCK USD.15 | 115637209 |
| PRU | PRUDENTIAL FINANCIAL INC | 126,143 | $12.78M | 0.3% | $101.32 * | $64.23 | +10.4% | COMMON STOCK USD.01 | 744320102 |
| INTC | INTEL CORP | 268,476 | $12.7M | 0.3% | $47.29 * | $31.38 | +28.9% | COMMON STOCK USD.001 | 458140100 |
| PH | PARKER HANNIFIN CORP | 68,754 | $12.65M | 0.3% | $183.93 * | $116.86 | +41.1% | COMMON STOCK USD.5 | 701094104 |
| ORCL | ORACLE CORP | 244,250 | $12.59M | 0.3% | $51.56 * | $29.64 | +56.1% | COMMON STOCK USD.01 | 68389X105 |
| SPG | SIMON PROPERTY GROUP INC | 70,914 | $12.53M | 0.3% | $176.75 * | $107.91 | +10.2% | REIT USD.0001 | 828806109 |
| T | AT T INC | 372,433 | $12.51M | 0.3% | $33.58 * | $13.49 | +11.3% | COMMON STOCK USD1.0 | 00206R102 |
| AZO | AUTOZONE INC | 16,076 | $12.47M | 0.3% | $775.69 | $684.60 | +13.3% | COMMON STOCK USD.01 | 053332102 |
| VRTX | VERTEX PHARMACEUTICALS INC | 64,341 | $12.4M | 0.3% | $192.74 | $151.90 | +26.9% | COMMON STOCK USD.01 | 92532F100 |
| PLD | PROLOGIS INC | 180,117 | $12.21M | 0.3% | $67.79 * | $41.95 | +32.3% | REIT USD.01 | 74340W103 |
| — | CORESITE REALTY CORP | 107,746 | $11.97M | 0.3% | $111.14 | $94.20 | — | REIT USD.01 | 21870Q105 |
| AIG | AMERICAN INTERNATIONAL GROUP | 197,572 | $10.52M | 0.2% | $53.24 * | $50.01 | -11.9% | COMMON STOCK USD2.5 | 026874784 |
| ABBV | ABBVIE INC | 109,765 | $10.38M | 0.2% | $94.58 * | $53.76 | +28.5% | COMMON STOCK USD.01 | 00287Y109 |
| — | WALGREENS BOOTS ALLIANCE INC | 139,638 | $10.18M | 0.2% | $72.90 | $72.87 | — | COMMON STOCK USD.01 | 931427108 |
| BMY | BRISTOL MYERS SQUIBB CO | 158,184 | $9.82M | 0.2% | $62.08 * | $44.89 | +4.8% | COMMON STOCK USD.1 | 110122108 |
| CLX | CLOROX COMPANY | 64,904 | $9.762M | 0.2% | $150.41 * | $106.19 | +14.5% | COMMON STOCK USD1.0 | 189054109 |
| TX | TERNIUM SA SPONSORED ADR | 319,729 | $9.685M | 0.2% | $30.29 | $24.43 | +24.0% | ADR USD1.0 | 880890108 |
| — | RAYTHEON COMPANY | 46,159 | $9.539M | 0.2% | $206.66 | $155.73 | — | COMMON STOCK USD.01 | 755111507 |
| EME | EMCOR GROUP INC | 125,453 | $9.423M | 0.2% | $75.11 * | $75.81 | -3.7% | COMMON STOCK USD.01 | 29084Q100 |
| XOM | EXXON MOBIL CORP | 109,121 | $9.277M | 0.2% | $85.02 * | $52.89 | +14.9% | COMMON STOCK | 30231G102 |
| CVS | CVS HEALTH CORP | 117,771 | $9.271M | 0.2% | $78.72 * | $57.41 | +8.5% | COMMON STOCK USD.01 | 126650100 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 100,214 | $9.187M | 0.2% | $91.67 | $51.28 | — | COMMON STOCK USD.01 | 848574109 |
| PHM | PULTEGROUP INC | 370,857 | $9.186M | 0.2% | $24.77 * | $23.54 | -2.8% | COMMON STOCK USD.01 | 745867101 |
| — | WESTROCK CO | 168,578 | $9.009M | 0.2% | $53.44 | $45.34 | — | COMMON STOCK | 96145D105 |
| PPG | PPG INDUSTRIES INC | 81,444 | $8.888M | 0.2% | $109.13 * | $88.81 | +7.0% | COMMON STOCK USD1.67 | 693506107 |
| KMI | KINDER MORGAN INC | 496,370 | $8.801M | 0.2% | $17.73 * | $11.57 | +0.6% | COMMON STOCK USD.01 | 49456B101 |
| — | ENERGY XXI GULF COAST INC | 1,048,552 | $8.766M | 0.2% | $8.36 | $22.22 | — | COMMON STOCK | 29276K101 |
| PG | PROCTER GAMBLE CO/THE | 104,418 | $8.691M | 0.2% | $83.23 * | $61.48 | +12.4% | COMMON STOCK | 742718109 |
| BA | BOEING CO/THE | 23,339 | $8.68M | 0.2% | $371.91 * | $133.10 | +170.2% | COMMON STOCK USD5.0 | 097023105 |
| — | TWENTY FIRST CENTURY FOX A | 186,670 | $8.648M | 0.2% | $46.33 | $31.20 | — | COMMON STOCK USD.01 | 90130A101 |
| STLD | STEEL DYNAMICS INC | 191,300 | $8.645M | 0.2% | $45.19 * | $27.50 | +40.9% | COMMON STOCK USD.005 | 858119100 |
| CFG | CITIZENS FINANCIAL GROUP | 220,515 | $8.505M | 0.2% | $38.57 * | $25.08 | +12.2% | COMMON STOCK USD.01 | 174610105 |
| EXR | EXTRA SPACE STORAGE INC | 97,493 | $8.447M | 0.2% | $86.64 * | $53.69 | +23.3% | REIT USD.01 | 30225T102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 64,047 | $8.42M | 0.2% | $131.47 * | $105.68 | +13.9% | COMMON STOCK USD.01 | 98956P102 |
| GWW | WW GRAINGER INC | 23,528 | $8.409M | 0.2% | $357.40 * | $223.41 | +45.1% | COMMON STOCK USD.5 | 384802104 |
| EQIX | EQUINIX INC | 19,336 | $8.37M | 0.2% | $432.87 * | $328.36 | +15.0% | REIT USD.001 | 29444U700 |
| GOOGL | ALPHABET INC CL A | 6,831 | $8.246M | 0.2% | $1207.14 * | $37.73 | +58.7% | COMMON STOCK USD.001 | 02079K305 |
| FNF | FIDELITY NATIONAL FINANCIAL | 206,163 | $8.113M | 0.2% | $39.35 * | $27.28 | +1.6% | COMMON STOCK USD.0001 | 31620R303 |
| CCK | CROWN HOLDINGS INC | 168,178 | $8.073M | 0.2% | $48.00 * | $51.03 | -10.6% | COMMON STOCK USD5.0 | 228368106 |
| — | CDK GLOBAL INC | 125,700 | $7.864M | 0.2% | $62.56 | $64.48 | — | COMMON STOCK USD.01 | 12508E101 |
| — | UNIVAR INC | 254,201 | $7.794M | 0.2% | $30.66 | $28.78 | — | COMMON STOCK USD.01 | 91336L107 |
| PEP | PEPSICO INC | 69,700 | $7.792M | 0.2% | $111.79 * | $75.08 | +19.5% | COMMON STOCK USD.017 | 713448108 |
| CMA | COMERICA INC | 86,282 | $7.783M | 0.2% | $90.20 * | $57.99 | +10.4% | COMMON STOCK USD5.0 | 200340107 |
| BC | BRUNSWICK CORP | 115,669 | $7.752M | 0.2% | $67.02 * | $38.69 | +51.1% | COMMON STOCK USD.75 | 117043109 |
| SNA | SNAP ON INC | 42,198 | $7.748M | 0.2% | $183.61 * | $119.14 | +27.6% | COMMON STOCK USD1.0 | 833034101 |
| LLY | ELI LILLY CO | 70,543 | $7.57M | 0.2% | $107.31 * | $71.58 | +35.7% | COMMON STOCK | 532457108 |
| PCAR | PACCAR INC | 110,654 | $7.545M | 0.2% | $68.19 * | $34.08 | -0.8% | COMMON STOCK USD1.0 | 693718108 |
| VSH | VISHAY INTERTECHNOLOGY INC | 368,689 | $7.503M | 0.2% | $20.35 * | $18.05 | -2.7% | COMMON STOCK USD.1 | 928298108 |
| TAP | MOLSON COORS BREWING CO B | 121,505 | $7.473M | 0.2% | $61.50 * | $57.70 | -12.1% | COMMON STOCK USD.01 | 60871R209 |
| VZ | VERIZON COMMUNICATIONS INC | 139,833 | $7.466M | 0.2% | $53.39 * | $27.64 | +30.2% | COMMON STOCK USD.1 | 92343V104 |
| — | EXPRESS SCRIPTS HOLDING CO | 78,399 | $7.449M | 0.2% | $95.01 | $75.73 | — | COMMON STOCK USD.01 | 30219G108 |
| CTAS | CINTAS CORP | 37,638 | $7.445M | 0.2% | $197.81 * | $20.27 | +125.9% | COMMON STOCK | 172908105 |
| RDN | RADIAN GROUP INC | 356,605 | $7.371M | 0.2% | $20.67 * | $12.97 | +32.0% | COMMON STOCK USD.001 | 750236101 |
| PFE | PFIZER INC | 165,736 | $7.304M | 0.2% | $44.07 * | $17.78 | +69.4% | COMMON STOCK USD.05 | 717081103 |
| ESNT | ESSENT GROUP LTD | 163,102 | $7.217M | 0.2% | $44.25 * | $20.57 | +92.5% | COMMON STOCK USD.015 | G3198U102 |
| AMAT | APPLIED MATERIALS INC | 184,128 | $7.117M | 0.2% | $38.65 * | $30.31 | +17.7% | COMMON STOCK USD.01 | 038222105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 28,837 | $7.039M | 0.2% | $244.10 | $195.67 | +22.4% | COMMON STOCK USD1.0 | 883556102 |
| CRI | CARTER S INC | 71,175 | $7.018M | 0.2% | $98.60 * | $75.48 | +4.7% | COMMON STOCK USD.01 | 146229109 |
| PGR | PROGRESSIVE CORP | 98,233 | $6.978M | 0.2% | $71.04 * | $46.72 | +19.9% | COMMON STOCK USD1.0 | 743315103 |
| — | ANDEAVOR | 43,898 | $6.738M | 0.1% | $153.49 | $126.64 | — | COMMON STOCK USD.167 | 03349M105 |
| AEP | AMERICAN ELECTRIC POWER | 93,266 | $6.611M | 0.1% | $70.88 * | $43.11 | +27.3% | COMMON STOCK USD6.5 | 025537101 |
| FAF | FIRST AMERICAN FINANCIAL | 127,700 | $6.588M | 0.1% | $51.59 * | $30.20 | +33.8% | COMMON STOCK USD.00001 | 31847R102 |
| FBIN | FORTUNE BRANDS HOME SECURI | 119,752 | $6.27M | 0.1% | $52.36 * | $42.56 | -5.9% | COMMON STOCK USD.01 | 34964C106 |
| IQV | IQVIA HOLDINGS INC | 48,127 | $6.244M | 0.1% | $129.74 | $104.42 | +24.2% | COMMON STOCK USD.01 | 46266C105 |
| ETR | ENTERGY CORP | 76,596 | $6.214M | 0.1% | $81.13 * | $25.15 | +23.7% | COMMON STOCK USD.01 | 29364G103 |
| MPT | MEDICAL PROPERTIES TRUST INC | 415,498 | $6.195M | 0.1% | $14.91 | $13.42 | — | REIT USD.001 | 58463J304 |
| — | CITRIX SYSTEMS INC | 55,696 | $6.191M | 0.1% | $111.16 | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| HUN | HUNTSMAN CORP | 225,800 | $6.149M | 0.1% | $27.23 | $27.94 | -2.5% | COMMON STOCK USD.01 | 447011107 |
| — | DISCOVER FINANCIAL SERVICES | 79,330 | $6.065M | 0.1% | $76.45 | $63.14 | — | COMMON STOCK USD.01 | 254709108 |
| SHW | SHERWIN WILLIAMS CO/THE | 13,259 | $6.036M | 0.1% | $455.24 * | $124.38 | +14.4% | COMMON STOCK USD1.0 | 824348106 |
| HSY | HERSHEY CO/THE | 58,991 | $6.017M | 0.1% | $102.00 * | $82.85 | +3.9% | COMMON STOCK USD1.0 | 427866108 |
| ALL | ALLSTATE CORP | 60,586 | $5.98M | 0.1% | $98.70 * | $72.00 | +15.7% | COMMON STOCK USD.01 | 020002101 |
| PSA | PUBLIC STORAGE | 29,565 | $5.961M | 0.1% | $201.62 * | $130.45 | +14.8% | REIT USD.1 | 74460D109 |
| BSX | BOSTON SCIENTIFIC CORP | 152,137 | $5.857M | 0.1% | $38.50 | $27.29 | +41.1% | COMMON STOCK USD.01 | 101137107 |
| — | PS BUSINESS PARKS INC/CA | 45,997 | $5.846M | 0.1% | $127.10 | $114.86 | — | REIT USD.01 | 69360J107 |
| MSCI | MSCI INC | 32,848 | $5.828M | 0.1% | $177.42 * | $145.64 | +13.0% | COMMON STOCK USD.01 | 55354G100 |
| LSTR | LANDSTAR SYSTEM INC | 47,543 | $5.8M | 0.1% | $121.99 | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| HUM | HUMANA INC | 16,888 | $5.717M | 0.1% | $338.52 * | $218.83 | +45.4% | COMMON STOCK USD.166 | 444859102 |
| NKE | NIKE INC CL B | 67,434 | $5.713M | 0.1% | $84.72 * | $66.73 | +15.5% | COMMON STOCK | 654106103 |
| AVB | AVALONBAY COMMUNITIES INC | 31,375 | $5.684M | 0.1% | $181.16 * | $132.88 | +6.4% | REIT USD.01 | 053484101 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 22,176 | $5.679M | 0.1% | $256.09 * | $151.91 | +44.2% | COMMON STOCK USD.01 | 446413106 |
| 1741046D | STERIS PLC | 49,200 | $5.628M | 0.1% | $114.39 | $91.53 | — | COMMON STOCK | G84720104 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 12,275 | $5.579M | 0.1% | $454.50 * | $9.48 | -4.1% | COMMON STOCK USD.01 | 169656105 |
| MTD | METTLER TOLEDO INTERNATIONAL | 9,136 | $5.564M | 0.1% | $609.02 | $573.91 | +6.1% | COMMON STOCK USD.01 | 592688105 |
| — | ENERGEN CORP | 64,414 | $5.551M | 0.1% | $86.18 | $84.11 | — | COMMON STOCK USD.01 | 29265N108 |
| RS | RELIANCE STEEL ALUMINUM | 64,500 | $5.501M | 0.1% | $85.29 | $79.14 | +7.8% | COMMON STOCK | 759509102 |
| — | TRINSEO SA | 69,673 | $5.455M | 0.1% | $78.29 | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| USB | US BANCORP | 103,064 | $5.443M | 0.1% | $52.81 * | $30.15 | +30.2% | COMMON STOCK USD.01 | 902973304 |
| BIIB | BIOGEN INC | 15,255 | $5.39M | 0.1% | $353.33 | $323.87 | +9.1% | COMMON STOCK USD.0005 | 09062X103 |
| INTU | INTUIT INC | 23,588 | $5.364M | 0.1% | $227.40 * | $195.44 | +10.8% | COMMON STOCK USD.01 | 461202103 |
| HST | HOST HOTELS RESORTS INC | 254,104 | $5.362M | 0.1% | $21.10 * | $14.75 | +9.1% | REIT USD.01 | 44107P104 |
| MHK | MOHAWK INDUSTRIES INC | 30,404 | $5.331M | 0.1% | $175.34 | $209.84 | -16.4% | COMMON STOCK USD.01 | 608190104 |
| OC | OWENS CORNING | 95,900 | $5.204M | 0.1% | $54.26 | $54.59 | -0.6% | COMMON STOCK USD.001 | 690742101 |
| VRSN | VERISIGN INC | 32,403 | $5.188M | 0.1% | $160.11 | $78.57 | +102.0% | COMMON STOCK USD.001 | 92343E102 |
| MTG | MGIC INVESTMENT CORP | 389,615 | $5.186M | 0.1% | $13.31 | $10.32 | +28.9% | COMMON STOCK USD1.0 | 552848103 |
| AAL | AMERICAN AIRLINES GROUP INC | 125,160 | $5.173M | 0.1% | $41.33 | $35.70 | +13.6% | COMMON STOCK | 02376R102 |
| ZD | J2 GLOBAL INC | 62,273 | $5.159M | 0.1% | $82.84 * | $67.67 | +6.5% | COMMON STOCK USD.01 | 48123V102 |
| EQR | EQUITY RESIDENTIAL | 77,336 | $5.124M | 0.1% | $66.26 * | $47.23 | +7.2% | REIT USD.01 | 29476L107 |
| EVR | EVERCORE INC A | 50,845 | $5.112M | 0.1% | $100.54 * | $54.57 | +56.7% | COMMON STOCK USD.01 | 29977A105 |
| MCO | MOODY S CORP | 30,266 | $5.06M | 0.1% | $167.18 * | $126.67 | +23.9% | COMMON STOCK USD.01 | 615369105 |
| LYB | LYONDELLBASELL INDU CL A | 49,231 | $5.047M | 0.1% | $102.52 * | $44.41 | +45.9% | COMMON STOCK EUR.04 | N53745100 |
| USNA | USANA HEALTH SCIENCES INC | 41,676 | $5.024M | 0.1% | $120.55 | $117.18 | +2.9% | COMMON STOCK USD.001 | 90328M107 |
| ALSN | ALLISON TRANSMISSION HOLDING | 96,600 | $5.024M | 0.1% | $52.01 * | $27.86 | +66.2% | COMMON STOCK USD.01 | 01973R101 |
| ODFL | OLD DOMINION FREIGHT LINE | 30,912 | $4.985M | 0.1% | $161.26 * | $38.61 | +34.7% | COMMON STOCK USD.1 | 679580100 |
| MS | MORGAN STANLEY | 106,859 | $4.976M | 0.1% | $46.57 * | $38.53 | -3.4% | COMMON STOCK USD.01 | 617446448 |
| BTU | PEABODY ENERGY CORP | 139,230 | $4.962M | 0.1% | $35.64 * | $21.63 | +44.5% | COMMON STOCK | 704551100 |
| HCA | HCA HEALTHCARE INC | 35,637 | $4.958M | 0.1% | $139.13 * | $60.81 | +114.7% | COMMON STOCK USD.01 | 40412C101 |
| ESS | ESSEX PROPERTY TRUST INC | 19,684 | $4.856M | 0.1% | $246.70 * | $169.01 | +14.1% | REIT USD.0001 | 297178105 |
| KR | KROGER CO | 166,546 | $4.848M | 0.1% | $29.11 * | $25.32 | -1.6% | COMMON STOCK USD1.0 | 501044101 |
| — | HARRIS CORP | 28,548 | $4.831M | 0.1% | $169.22 | $119.21 | — | COMMON STOCK USD1.0 | 413875105 |
| VLO | VALERO ENERGY CORP | 42,434 | $4.827M | 0.1% | $113.75 * | $34.92 | +142.2% | COMMON STOCK USD.01 | 91913Y100 |
| — | SL GREEN REALTY CORP | 49,043 | $4.783M | 0.1% | $97.53 | $102.06 | — | REIT USD.01 | 78440X101 |
| AMCX | AMC NETWORKS INC A | 71,801 | $4.763M | 0.1% | $66.34 | $60.04 | +10.5% | COMMON STOCK | 00164V103 |
| — | MICHAEL KORS HOLDINGS LTD | 69,420 | $4.759M | 0.1% | $68.55 | $53.85 | — | COMMON STOCK | G60754101 |
| — | LIFE STORAGE INC | 49,239 | $4.686M | 0.1% | $95.17 | $96.78 | — | REIT USD.01 | 53223X107 |
| LII | LENNOX INTERNATIONAL INC | 21,408 | $4.676M | 0.1% | $218.42 * | $184.11 | +8.7% | COMMON STOCK USD.01 | 526107107 |
| FTNT | FORTINET INC | 50,500 | $4.66M | 0.1% | $92.28 * | $11.84 | +55.8% | COMMON STOCK USD.001 | 34959E109 |
| FE | FIRSTENERGY CORP | 125,100 | $4.65M | 0.1% | $37.17 * | $21.43 | +29.0% | COMMON STOCK USD.1 | 337932107 |
| NSC | NORFOLK SOUTHERN CORP | 25,714 | $4.641M | 0.1% | $180.49 * | $123.37 | +26.2% | COMMON STOCK USD1.0 | 655844108 |
| — | CENTURYLINK INC | 218,037 | $4.622M | 0.1% | $21.20 | $16.80 | — | COMMON STOCK USD1.0 | 156700106 |
| VST | VISTRA ENERGY CORP | 185,527 | $4.616M | 0.1% | $24.88 * | $19.66 | +8.2% | COMMON STOCK | 92840M102 |
| ITW | ILLINOIS TOOL WORKS | 32,529 | $4.59M | 0.1% | $141.10 * | $114.13 | +3.7% | COMMON STOCK USD.01 | 452308109 |
| OGS | ONE GAS INC | 55,784 | $4.59M | 0.1% | $82.28 | $78.28 | +5.1% | COMMON STOCK | 68235P108 |
| MTN | VAIL RESORTS INC | 16,700 | $4.583M | 0.1% | $274.43 | $228.14 | +20.3% | COMMON STOCK USD.01 | 91879Q109 |
| LGND | LIGAND PHARMACEUTICALS | 16,680 | $4.578M | 0.1% | $274.46 * | $91.46 | +87.2% | COMMON STOCK USD.001 | 53220K504 |
| — | FOREST CITY REALTY TRUST A | 182,200 | $4.571M | 0.1% | $25.09 | $24.66 | — | REIT USD.01 | 345605109 |
| KLAC | KLA TENCOR CORP | 44,889 | $4.566M | 0.1% | $101.72 * | $93.32 | -1.8% | COMMON STOCK USD.001 | 482480100 |
| — | BBVA BANCO FRANCES SA ADR | 390,155 | $4.553M | 0.1% | $11.67 | $24.62 | — | ADR | 07329M100 |
| UGI | UGI CORP | 81,800 | $4.538M | 0.1% | $55.48 | $39.52 | +40.4% | COMMON STOCK | 902681105 |
| IWM | ISHARES RUSSELL 2000 ETF | 26,736 | $4.506M | 0.1% | $168.54 | $159.97 | +5.4% | ISHARES RUSSELL 2000 ETF | 464287655 |
| AVY | AVERY DENNISON CORP | 41,446 | $4.491M | 0.1% | $108.36 * | $88.84 | +7.3% | COMMON STOCK USD1.0 | 053611109 |
| LPX | LOUISIANA PACIFIC CORP | 169,228 | $4.483M | 0.1% | $26.49 | $25.50 | +3.9% | COMMON STOCK USD1.0 | 546347105 |
| POST | POST HOLDINGS INC | 45,700 | $4.48M | 0.1% | $98.03 * | $51.94 | +23.5% | COMMON STOCK USD.01 | 737446104 |
| CL | COLGATE PALMOLIVE CO | 66,877 | $4.477M | 0.1% | $66.94 * | $57.09 | -1.4% | COMMON STOCK USD1.0 | 194162103 |
| — | OCEAN RIG UDW INC A | 129,100 | $4.469M | 0.1% | $34.62 | $34.62 | — | COMMON STOCK USD.01 | G66964118 |
| SPGI | S P GLOBAL INC | 22,804 | $4.456M | 0.1% | $195.40 * | $184.05 | -0.3% | COMMON STOCK USD1.0 | 78409V104 |
| WAT | WATERS CORP | 22,802 | $4.439M | 0.1% | $194.68 | $203.20 | -4.2% | COMMON STOCK USD.01 | 941848103 |
| MCD | MCDONALD S CORP | 26,388 | $4.414M | 0.1% | $167.27 * | $94.81 | +49.0% | COMMON STOCK USD.01 | 580135101 |
| — | LAM RESEARCH CORP | 28,917 | $4.387M | 0.1% | $151.71 | $77.14 | — | COMMON STOCK USD.001 | 512807108 |
| — | XO GROUP INC | 127,155 | $4.384M | 0.1% | $34.48 | $26.51 | — | COMMON STOCK USD.01 | 983772104 |
| ROP | ROPER TECHNOLOGIES INC | 14,707 | $4.356M | 0.1% | $296.19 * | $282.40 | +0.4% | COMMON STOCK USD.01 | 776696106 |
| MAA | MID AMERICA APARTMENT COMM | 43,286 | $4.336M | 0.1% | $100.17 * | $72.76 | +7.2% | REIT USD.01 | 59522J103 |
| SCI | SERVICE CORP INTERNATIONAL | 97,900 | $4.327M | 0.1% | $44.20 | $38.40 | +15.1% | COMMON STOCK USD1.0 | 817565104 |
| — | MITEL NETWORKS CORP | 389,700 | $4.294M | 0.1% | $11.02 | $10.99 | — | COMMON STOCK | 60671Q104 |
| PM | PHILIP MORRIS INTERNATIONAL | 52,467 | $4.278M | 0.1% | $81.54 * | $58.44 | -4.4% | COMMON STOCK | 718172109 |
| — | ENERGY TRANSFER OPERATING LP | 191,400 | $4.261M | 0.1% | $22.26 | $22.26 | — | MLP | 29278N103 |
| PKG | PACKAGING CORP OF AMERICA | 38,603 | $4.234M | 0.1% | $109.68 * | $82.16 | +7.1% | COMMON STOCK USD.01 | 695156109 |
| FTI | TECHNIPFMC PLC | 134,833 | $4.214M | 0.1% | $31.25 * | $21.42 | +1.4% | COMMON STOCK USD1.0 | G87110105 |
| — | CA INC | 95,142 | $4.201M | 0.1% | $44.16 | $41.01 | — | COMMON STOCK USD.1 | 12673P105 |
| DPZ | DOMINO S PIZZA INC | 14,139 | $4.168M | 0.1% | $294.79 * | $180.83 | +49.9% | COMMON STOCK USD.01 | 25754A201 |
| JKHY | JACK HENRY ASSOCIATES INC | 25,826 | $4.134M | 0.1% | $160.07 * | $75.80 | +93.7% | COMMON STOCK USD.01 | 426281101 |
| NTES | NETEASE INC ADR | 17,920 | $4.09M | 0.1% | $228.24 | $132.43 | +72.4% | ADR USD.0001 | 64110W102 |
| RITM | NEW RESIDENTIAL INVESTMENT | 229,300 | $4.086M | 0.1% | $17.82 | $16.02 | — | REIT USD.01 | 64828T201 |
| BXP | BOSTON PROPERTIES INC | 32,994 | $4.061M | 0.1% | $123.08 * | $84.98 | +3.5% | REIT USD.01 | 101121101 |
| HP | HELMERICH PAYNE | 57,589 | $3.96M | 0.1% | $68.76 | $68.04 | +1.1% | COMMON STOCK USD.1 | 423452101 |
| NNN | NATIONAL RETAIL PROPERTIES | 88,100 | $3.949M | 0.1% | $44.82 | $40.85 | — | REIT USD.01 | 637417106 |
| — | KAPSTONE PAPER AND PACKAGING | 116,200 | $3.94M | 0.1% | $33.91 | $34.38 | — | COMMON STOCK USD.0001 | 48562P103 |
| EW | EDWARDS LIFESCIENCES CORP | 22,482 | $3.914M | 0.1% | $174.09 * | $43.75 | +32.6% | COMMON STOCK USD1.0 | 28176E108 |
| — | AETNA INC | 19,272 | $3.909M | 0.1% | $202.83 | $177.99 | — | COMMON STOCK USD.01 | 00817Y108 |
| CTRA | CABOT OIL GAS CORP | 172,818 | $3.892M | 0.1% | $22.52 * | $17.99 | -7.4% | COMMON STOCK USD.1 | 127097103 |
| — | GRAMERCY PROPERTY TRUST | 141,600 | $3.886M | 0.1% | $27.44 | $27.32 | — | REIT USD.01 | 385002308 |
| MET | METLIFE INC | 82,715 | $3.864M | 0.1% | $46.71 * | $35.67 | +2.2% | COMMON STOCK USD.01 | 59156R108 |
| — | FLIR SYSTEMS INC | 61,878 | $3.804M | 0.1% | $61.48 | $51.16 | — | COMMON STOCK USD.01 | 302445101 |
| CMI | CUMMINS INC | 26,042 | $3.804M | 0.1% | $146.07 * | $117.10 | +3.4% | COMMON STOCK USD2.5 | 231021106 |
| — | SODASTREAM INTERNATIONAL LTD | 26,300 | $3.763M | 0.1% | $143.08 | $143.08 | — | COMMON STOCK ILS.645 | M9068E105 |
| WM | WASTE MANAGEMENT INC | 41,614 | $3.76M | 0.1% | $90.35 * | $58.16 | +37.6% | COMMON STOCK USD.01 | 94106L109 |
| — | ROWAN COMPANIES PLC A | 198,727 | $3.742M | 0.1% | $18.83 | $12.17 | — | COMMON STOCK USD.125 | G7665A101 |
| IEX | IDEX CORP | 24,764 | $3.731M | 0.1% | $150.66 * | $122.84 | +12.2% | COMMON STOCK USD.01 | 45167R104 |
| — | VECTREN CORP | 51,900 | $3.71M | 0.1% | $71.48 | $71.45 | — | COMMON STOCK | 92240G101 |
| — | FOOT LOCKER INC | 72,567 | $3.699M | 0.1% | $50.97 | $47.57 | — | COMMON STOCK USD.01 | 344849104 |
| MRSH | MARSH MCLENNAN COS | 44,507 | $3.682M | 0.1% | $82.73 * | $66.60 | +10.2% | COMMON STOCK USD1.0 | 571748102 |
| MTZ | MASTEC INC | 82,117 | $3.667M | 0.1% | $44.66 | $44.16 | +1.1% | COMMON STOCK USD.1 | 576323109 |
| — | CIGNA CORP | 17,571 | $3.659M | 0.1% | $208.24 | $167.92 | — | COMMON STOCK USD.25 | 125509109 |
| DHI | DR HORTON INC | 86,268 | $3.639M | 0.1% | $42.18 * | $39.81 | -2.1% | COMMON STOCK USD.01 | 23331A109 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 72,620 | $3.604M | 0.1% | $49.63 * | $31.94 | +36.4% | COMMON STOCK USD.01 | 099502106 |
| — | MICHAELS COS INC/THE | 220,859 | $3.585M | 0.1% | $16.23 | $17.10 | — | COMMON STOCK USD.06775 | 59408Q106 |
| APH | AMPHENOL CORP CL A | 37,927 | $3.566M | 0.1% | $94.02 * | $20.89 | +5.0% | COMMON STOCK USD.001 | 032095101 |
| — | CRANE CO | 36,200 | $3.56M | 0.1% | $98.34 | $80.13 | — | COMMON STOCK USD1.0 | 224399105 |
| VTR | VENTAS INC | 65,047 | $3.537M | 0.1% | $54.38 * | $44.10 | -8.0% | REIT USD.25 | 92276F100 |
| MDT | MEDTRONIC PLC | 35,894 | $3.531M | 0.1% | $98.37 * | $70.29 | +15.5% | COMMON STOCK USD.1 | G5960L103 |
| CDW | CDW CORP/DE | 39,600 | $3.521M | 0.1% | $88.91 * | $66.43 | +22.7% | COMMON STOCK USD.01 | 12514G108 |
| PRI | PRIMERICA INC | 29,189 | $3.519M | 0.1% | $120.56 | $101.84 | +18.4% | COMMON STOCK | 74164M108 |
| TGT | TARGET CORP | 39,717 | $3.503M | 0.1% | $88.20 * | $53.51 | +35.2% | COMMON STOCK USD.0833 | 87612E106 |
| — | DUNKIN BRANDS GROUP INC | 47,346 | $3.49M | 0.1% | $73.71 | $59.70 | — | COMMON STOCK USD.001 | 265504100 |
| AMN | AMN HEALTHCARE SERVICES INC | 62,990 | $3.446M | 0.1% | $54.71 | $39.32 | +39.1% | COMMON STOCK USD.01 | 001744101 |
| VEEV | VEEVA SYSTEMS INC CLASS A | 31,600 | $3.44M | 0.1% | $108.86 | $90.69 | +20.1% | COMMON STOCK USD.00001 | 922475108 |
| ACWI | ISHARES MSCI ACWI ETF | 45,774 | $3.399M | 0.1% | $74.26 | $73.46 | +1.1% | ISHARES MSCI ACWI ETF | 464288257 |
| TKR | TIMKEN CO | 67,900 | $3.385M | 0.1% | $49.85 | $46.64 | +6.9% | COMMON STOCK | 887389104 |
| PSX | PHILLIPS 66 | 29,858 | $3.366M | 0.1% | $112.73 * | $83.44 | +0.9% | COMMON STOCK | 718546104 |
| CNQ | CANADIAN NATURAL RESOURCES | 102,190 | $3.338M | 0.1% | $32.66 * | $10.12 | +11.0% | COMMON STOCK | 136385101 |
| — | SUNTRUST BANKS INC | 49,703 | $3.32M | 0.1% | $66.80 | $65.95 | — | COMMON STOCK USD1.0 | 867914103 |
| DLR | DIGITAL REALTY TRUST INC | 29,485 | $3.316M | 0.1% | $112.46 * | $80.69 | +8.5% | REIT USD.01 | 253868103 |
| RHI | ROBERT HALF INTL INC | 46,997 | $3.308M | 0.1% | $70.39 | $53.28 | +32.1% | COMMON STOCK USD.001 | 770323103 |
| TOL | TOLL BROTHERS INC | 100,000 | $3.303M | 0.1% | $33.03 | $38.51 | -14.2% | COMMON STOCK USD.01 | 889478103 |
| GM | GENERAL MOTORS CO | 97,603 | $3.286M | 0.1% | $33.67 * | $29.16 | +4.5% | COMMON STOCK USD.01 | 37045V100 |
| MAR | MARRIOTT INTERNATIONAL CL A | 24,829 | $3.278M | 0.1% | $132.02 * | $123.43 | +0.9% | COMMON STOCK USD.01 | 571903202 |
| WFC | WELLS FARGO CO | 61,987 | $3.258M | 0.1% | $52.56 * | $41.24 | +4.1% | COMMON STOCK USD1.666 | 949746101 |
| KO | COCA COLA CO/THE | 70,300 | $3.247M | 0.1% | $46.19 * | $29.54 | +25.1% | COMMON STOCK USD.25 | 191216100 |
| O | REALTY INCOME CORP | 57,014 | $3.244M | 0.1% | $56.90 * | $36.16 | +7.8% | REIT USD1.0 | 756109104 |
| ORLY | O REILLY AUTOMOTIVE INC | 9,330 | $3.24M | 0.1% | $347.27 * | $16.58 | +39.7% | COMMON STOCK USD.01 | 67103H107 |
| — | SEAGATE TECHNOLOGY | 68,166 | $3.228M | 0.1% | $47.35 | $47.67 | — | COMMON STOCK USD.00001 | G7945M107 |
| EPR | EPR PROPERTIES | 46,811 | $3.202M | 0.1% | $68.40 | $58.33 | — | REIT USD.01 | 26884U109 |
| — | CHESAPEAKE LODGING TRUST | 99,609 | $3.194M | 0.1% | $32.07 | $25.73 | — | REIT USD.01 | 165240102 |
| ACGL | ARCH CAPITAL GROUP LTD | 106,590 | $3.177M | 0.1% | $29.81 * | $26.59 | +6.6% | COMMON STOCK USD.01 | G0450A105 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 119,355 | $3.166M | 0.1% | $26.53 * | $20.71 | +23.6% | COMMON STOCK USD.01 | 047649108 |
| — | STAMPS.COM INC | 13,974 | $3.161M | 0.1% | $226.21 | $206.48 | — | COMMON STOCK USD.001 | 852857200 |
| FICO | FAIR ISAAC CORP | 13,818 | $3.158M | 0.1% | $228.54 | $130.95 | +74.5% | COMMON STOCK USD.01 | 303250104 |
| POR | PORTLAND GENERAL ELECTRIC CO | 68,211 | $3.111M | 0.1% | $45.61 * | $30.55 | +12.6% | COMMON STOCK | 736508847 |
| TDG | TRANSDIGM GROUP INC | 8,326 | $3.1M | 0.1% | $372.33 * | $217.02 | +27.3% | COMMON STOCK USD.01 | 893641100 |
| — | RED HAT INC | 22,599 | $3.08M | 0.1% | $136.29 | $96.11 | — | COMMON STOCK USD.0001 | 756577102 |
| LEA | LEAR CORP | 21,240 | $3.08M | 0.1% | $145.01 * | $100.53 | +24.3% | COMMON STOCK USD.01 | 521865204 |
| — | ENVISION HEALTHCARE CORP | 67,100 | $3.068M | 0.1% | $45.72 | $44.17 | — | COMMON STOCK | 29414D100 |
| — | ASPEN INSURANCE HOLDINGS LTD | 73,300 | $3.064M | 0.1% | $41.80 | $41.80 | — | COMMON STOCK USD.001514456 | G05384105 |
| CATY | CATHAY GENERAL BANCORP | 73,797 | $3.058M | 0.1% | $41.44 * | $32.22 | +0.4% | COMMON STOCK USD.01 | 149150104 |
| DUK | DUKE ENERGY CORP | 38,127 | $3.051M | 0.1% | $80.02 * | $47.40 | +26.1% | COMMON STOCK USD.001 | 26441C204 |
| QLYS | QUALYS INC | 33,999 | $3.029M | 0.1% | $89.09 | $35.11 | +153.8% | COMMON STOCK USD.001 | 74758T303 |
| HAE | HAEMONETICS CORP/MASS | 26,282 | $3.011M | 0.1% | $114.57 | $70.41 | +62.7% | COMMON STOCK USD.01 | 405024100 |
| — | AMTRUST FINANCIAL SERVICES | 207,000 | $3.006M | 0.1% | $14.52 | $14.11 | — | COMMON STOCK USD.01 | 032359309 |
| FFIV | F5 NETWORKS INC | 15,042 | $3M | 0.1% | $199.44 | $124.21 | +60.6% | COMMON STOCK | 315616102 |
| SWKS | SKYWORKS SOLUTIONS INC | 33,023 | $2.996M | 0.1% | $90.72 * | $78.65 | -2.7% | COMMON STOCK USD.25 | 83088M102 |
| FIX | COMFORT SYSTEMS USA INC | 53,115 | $2.996M | 0.1% | $56.41 * | $30.25 | +78.5% | COMMON STOCK USD.01 | 199908104 |
| — | PINNACLE FOODS INC | 46,000 | $2.981M | 0.1% | $64.80 | $65.07 | — | COMMON STOCK USD.01 | 72348P104 |
| IBM | INTL BUSINESS MACHINES CORP | 19,535 | $2.954M | 0.1% | $151.22 * | $103.29 | +1.9% | COMMON STOCK USD.2 | 459200101 |
| — | DUN BRADSTREET CORP | 20,700 | $2.95M | 0.1% | $142.51 | $142.51 | — | COMMON STOCK USD.01 | 26483E100 |
| DXC | DXC TECHNOLOGY CO | 31,308 | $2.928M | 0.1% | $93.52 * | $83.46 | +7.4% | COMMON STOCK USD.01 | 23355L106 |
| GMED | GLOBUS MEDICAL INC A | 51,551 | $2.926M | 0.1% | $56.76 | $52.33 | +8.5% | COMMON STOCK USD.001 | 379577208 |
| ENTG | ENTEGRIS INC | 100,417 | $2.907M | 0.1% | $28.95 * | $31.38 | -10.9% | COMMON STOCK USD.01 | 29362U104 |
| NTAP | NETAPP INC | 33,749 | $2.899M | 0.1% | $85.90 * | $51.36 | +36.7% | COMMON STOCK USD.001 | 64110D104 |
| NDSN | NORDSON CORP | 20,867 | $2.898M | 0.1% | $138.88 * | $122.88 | +4.5% | COMMON STOCK | 655663102 |
| KMB | KIMBERLY CLARK CORP | 25,251 | $2.87M | 0.1% | $113.66 * | $82.30 | +7.2% | COMMON STOCK USD1.25 | 494368103 |
| — | FEDERAL REALTY INVS TRUST | 22,653 | $2.865M | 0.1% | $126.47 | $131.96 | — | REIT USD.01 | 313747206 |
| REG | REGENCY CENTERS CORP | 44,231 | $2.86M | 0.1% | $64.66 * | $46.28 | +3.8% | REIT USD.01 | 758849103 |
| AAT | AMERICAN ASSETS TRUST INC | 76,509 | $2.853M | 0.1% | $37.29 | $38.27 | — | REIT USD.01 | 024013104 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 12,748 | $2.852M | 0.1% | $223.72 * | $180.73 | +15.4% | COMMON STOCK USD.01 | 303075105 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 23,894 | $2.842M | 0.1% | $118.94 * | $101.95 | +9.0% | COMMON STOCK USD.01 | 445658107 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 36,605 | $2.824M | 0.1% | $77.15 * | $62.47 | +11.1% | COMMON STOCK USD.01 | 192446102 |
| SYF | SYNCHRONY FINANCIAL | 89,951 | $2.796M | 0.1% | $31.08 * | $26.48 | -2.3% | COMMON STOCK USD.001 | 87165B103 |
| CE | CELANESE CORP | 24,500 | $2.793M | 0.1% | $114.00 * | $95.85 | +3.4% | COMMON STOCK USD.0001 | 150870103 |
| — | MB FINANCIAL INC | 60,500 | $2.79M | 0.1% | $46.12 | $46.69 | — | COMMON STOCK USD.01 | 55264U108 |
| — | PINNACLE ENTERTAINMENT INC | 82,600 | $2.783M | 0.1% | $33.69 | $18.16 | — | COMMON STOCK USD.01 | 72348Y105 |
| — | ROCKWELL COLLINS INC | 19,800 | $2.781M | 0.1% | $140.45 | $130.79 | — | COMMON STOCK USD.01 | 774341101 |
| TMUS | T MOBILE US INC | 39,592 | $2.779M | 0.1% | $70.19 * | $57.20 | +18.5% | COMMON STOCK USD.0001 | 872590104 |
| CBRE | CBRE GROUP INC A | 62,861 | $2.772M | 0.1% | $44.10 | $38.63 | +14.2% | COMMON STOCK USD.01 | 12504L109 |
| NEE | NEXTERA ENERGY INC | 16,479 | $2.762M | 0.1% | $167.61 * | $17.42 | +101.3% | COMMON STOCK USD.01 | 65339F101 |
| — | PRA HEALTH SCIENCES INC | 24,900 | $2.744M | 0.1% | $110.20 | $107.42 | — | COMMON STOCK USD.01 | 69354M108 |
| ROST | ROSS STORES INC | 27,647 | $2.74M | 0.1% | $99.11 * | $67.22 | +37.2% | COMMON STOCK USD.01 | 778296103 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 21,516 | $2.706M | 0.1% | $125.77 * | $90.26 | +6.6% | REIT USD.01 | 015271109 |
| — | ASPEN TECHNOLOGY INC | 23,570 | $2.685M | 0.1% | $113.92 | $37.94 | — | COMMON STOCK USD.1 | 045327103 |
| AFL | AFLAC INC | 56,959 | $2.681M | 0.1% | $47.07 * | $36.94 | +7.5% | COMMON STOCK USD.1 | 001055102 |
| — | IBERIABANK CORP | 32,900 | $2.676M | 0.1% | $81.34 | $81.34 | — | COMMON STOCK USD1.0 | 450828108 |
| RSG | REPUBLIC SERVICES INC | 36,695 | $2.666M | 0.1% | $72.65 * | $62.08 | +5.1% | COMMON STOCK USD.01 | 760759100 |
| BIDU | BAIDU INC SPON ADR | 11,635 | $2.661M | 0.1% | $228.71 | $242.23 | -5.6% | ADR USD.00005 | 056752108 |
| MU | MICRON TECHNOLOGY INC | 58,592 | $2.65M | 0.1% | $45.23 * | $27.39 | +61.1% | COMMON STOCK USD.1 | 595112103 |
| ITGR | INTEGER HOLDINGS CORP | 31,706 | $2.63M | 0.1% | $82.95 | $40.99 | +102.4% | COMMON STOCK USD.001 | 45826H109 |
| CNP | CENTERPOINT ENERGY INC | 94,895 | $2.624M | 0.1% | $27.65 * | $21.84 | +2.3% | COMMON STOCK USD.01 | 15189T107 |
| — | VARIAN MEDICAL SYSTEMS INC | 23,342 | $2.613M | 0.1% | $111.94 | $114.99 | — | COMMON STOCK USD1.0 | 92220P105 |
| — | LOGMEIN INC | 29,268 | $2.608M | 0.1% | $89.11 | $98.90 | — | COMMON STOCK USD.01 | 54142L109 |
| — | SYNOVUS FINANCIAL CORP | 56,900 | $2.605M | 0.1% | $45.78 | $44.74 | — | COMMON STOCK USD1.0 | 87161C501 |
| UNP | UNION PACIFIC CORP | 15,979 | $2.602M | 0.1% | $162.84 * | $122.51 | +13.2% | COMMON STOCK USD2.5 | 907818108 |
| SJM | JM SMUCKER CO/THE | 25,142 | $2.58M | 0.1% | $102.62 * | $94.11 | -13.8% | COMMON STOCK | 832696405 |
| BBY | BEST BUY CO INC | 32,183 | $2.554M | 0.1% | $79.36 * | $55.03 | +9.5% | COMMON STOCK USD.1 | 086516101 |
| MKSI | MKS INSTRUMENTS INC | 31,700 | $2.541M | 0.1% | $80.16 * | $52.47 | +44.2% | COMMON STOCK | 55306N104 |
| CPRT | COPART INC | 49,284 | $2.54M | 0.1% | $51.54 * | $10.14 | +27.1% | COMMON STOCK | 217204106 |
| — | PACWEST BANCORP | 53,100 | $2.53M | 0.1% | $47.65 | $41.85 | — | COMMON STOCK | 695263103 |
| WELL | WELLTOWER INC | 38,978 | $2.507M | 0.1% | $64.32 * | $50.21 | +1.1% | REIT USD1.0 | 95040Q104 |
| OGE | OGE ENERGY CORP | 68,400 | $2.484M | 0.1% | $36.32 | $35.02 | +3.7% | COMMON STOCK USD.01 | 670837103 |
| — | YY INC ADR | 33,067 | $2.477M | 0.1% | $74.91 | $87.51 | — | ADR USD.00001 | 98426T106 |
| RF | REGIONS FINANCIAL CORP | 134,148 | $2.462M | 0.1% | $18.35 * | $12.81 | +6.7% | COMMON STOCK USD.01 | 7591EP100 |
| — | LAZARD LTD CL A | 51,100 | $2.459M | 0.1% | $48.12 | $48.91 | — | COMMON STOCK USD.01 | G54050102 |
| — | LASALLE HOTEL PROPERTIES | 70,146 | $2.426M | 0.1% | $34.59 | $34.56 | — | REIT USD.01 | 517942108 |
| BKNG | BOOKING HOLDINGS INC | 1,214 | $2.409M | 0.1% | $1984.35 | $1933.58 | +1.0% | COMMON STOCK USD.008 | 09857L108 |
| FISV | FISERV INC | 29,171 | $2.403M | 0.1% | $82.38 | $66.75 | +23.4% | COMMON STOCK USD.01 | 337738108 |
| KRG | KITE REALTY GROUP TRUST | 144,259 | $2.402M | 0.1% | $16.65 | $17.08 | — | REIT USD.01 | 49803T300 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 62,940 | $2.385M | 0.1% | $37.89 | $43.07 | -12.0% | COMMON STOCK USD.01 | 74112D101 |
| NBHC | NATIONAL BANK HOLD CL A | 62,838 | $2.366M | 0.1% | $37.65 * | $28.56 | +9.4% | COMMON STOCK | 633707104 |
| ARW | ARROW ELECTRONICS INC | 32,043 | $2.362M | 0.1% | $73.71 | $53.06 | +38.9% | COMMON STOCK USD1.0 | 042735100 |
| — | KMG CHEMICALS INC | 31,161 | $2.355M | 0.1% | $75.58 | $75.58 | — | COMMON STOCK USD.01 | 482564101 |
| MOG/A | MOOG INC CLASS A | 27,382 | $2.354M | 0.1% | $85.97 * | $76.22 | +4.8% | COMMON STOCK USD1.0 | 615394202 |
| QCOM | QUALCOMM INC | 32,054 | $2.309M | 0.1% | $72.03 * | $49.56 | +21.4% | COMMON STOCK USD.0001 | 747525103 |
| GILD | GILEAD SCIENCES INC | 29,599 | $2.285M | 0.1% | $77.20 * | $59.36 | -1.5% | COMMON STOCK USD.001 | 375558103 |
| CCL | CARNIVAL CORP | 35,806 | $2.283M | 0.1% | $63.76 * | $46.49 | +29.1% | COMMON STOCK USD.01 | 143658300 |
| — | VIACOM INC CLASS B | 67,503 | $2.279M | 0.1% | $33.76 | $30.19 | — | COMMON STOCK USD.001 | 92553P201 |
| — | GENOMIC HEALTH INC | 32,253 | $2.265M | 0.0% | $70.23 | $34.20 | — | COMMON STOCK USD.0001 | 37244C101 |
| GNRC | GENERAC HOLDINGS INC | 39,929 | $2.252M | 0.0% | $56.40 | $45.28 | +24.6% | COMMON STOCK USD.01 | 368736104 |
| — | RETAIL OPPORTUNITY INVESTMEN | 120,559 | $2.251M | 0.0% | $18.67 | $16.65 | — | REIT USD.0001 | 76131N101 |
| — | NEW RELIC INC | 23,875 | $2.25M | 0.0% | $94.24 | $85.10 | — | COMMON STOCK USD.001 | 64829B100 |
| SUI | SUN COMMUNITIES INC | 22,138 | $2.248M | 0.0% | $101.54 | $97.18 | — | REIT USD.01 | 866674104 |
| ACN | ACCENTURE PLC CL A | 13,201 | $2.247M | 0.0% | $170.21 * | $108.15 | +41.1% | COMMON STOCK USD.0000225 | G1151C101 |
| EBS | EMERGENT BIOSOLUTIONS INC | 33,739 | $2.221M | 0.0% | $65.83 | $51.48 | +27.9% | COMMON STOCK USD.001 | 29089Q105 |
| — | AVX CORP | 122,187 | $2.205M | 0.0% | $18.05 | $18.05 | — | COMMON STOCK USD.01 | 002444107 |
| HEI | HEICO CORP | 23,685 | $2.193M | 0.0% | $92.59 | $63.73 | +45.3% | COMMON STOCK USD.01 | 422806109 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 22,730 | $2.192M | 0.0% | $96.44 | $80.86 | — | REIT USD.01 | 29472R108 |
| TDY | TELEDYNE TECHNOLOGIES INC | 8,877 | $2.19M | 0.0% | $246.70 | $180.01 | +37.0% | COMMON STOCK USD.01 | 879360105 |
| DRI | DARDEN RESTAURANTS INC | 19,679 | $2.188M | 0.0% | $111.18 * | $90.35 | +0.4% | COMMON STOCK | 237194105 |
| — | PERRY ELLIS INTERNATIONAL | 79,501 | $2.173M | 0.0% | $27.33 | $27.17 | — | COMMON STOCK USD.01 | 288853104 |
| AROC | ARCHROCK INC | 177,166 | $2.161M | 0.0% | $12.20 * | $7.14 | +11.9% | COMMON STOCK USD.01 | 03957W106 |
| — | AARON S INC | 39,608 | $2.157M | 0.0% | $54.46 | $47.14 | — | COMMON STOCK USD.5 | 002535300 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 26,406 | $2.149M | 0.0% | $81.38 * | $51.70 | +27.4% | COMMON STOCK USD.01 | 65336K103 |
| FBP | FIRST BANCORP PUERTO RICO | 235,164 | $2.14M | 0.0% | $9.10 * | $6.04 | +23.0% | COMMON STOCK USD.1 | 318672706 |
| WMT | WALMART INC | 22,777 | $2.139M | 0.0% | $93.91 * | $21.05 | +33.2% | COMMON STOCK USD.1 | 931142103 |
| — | CANTEL MEDICAL CORP | 23,200 | $2.136M | 0.0% | $92.07 | $92.07 | — | COMMON STOCK USD.1 | 138098108 |
| — | INVESTORS BANCORP INC | 172,279 | $2.114M | 0.0% | $12.27 | $12.48 | — | COMMON STOCK USD.01 | 46146L101 |
| HRB | H R BLOCK INC | 81,628 | $2.102M | 0.0% | $25.75 * | $17.25 | +12.8% | COMMON STOCK | 093671105 |
| CLDT | CHATHAM LODGING TRUST | 100,328 | $2.096M | 0.0% | $20.89 | $20.94 | — | REIT USD.01 | 16208T102 |
| FIVN | FIVE9 INC | 47,887 | $2.092M | 0.0% | $43.69 | $20.49 | +113.3% | COMMON STOCK USD.001 | 338307101 |
| PYPL | PAYPAL HOLDINGS INC | 23,689 | $2.081M | 0.0% | $87.85 | $73.73 | +18.9% | COMMON STOCK USD.0001 | 70450Y103 |
| AMH | AMERICAN HOMES 4 RENT A | 94,697 | $2.073M | 0.0% | $21.89 | $21.96 | — | REIT USD.01 | 02665T306 |
| — | KNOLL INC | 88,357 | $2.072M | 0.0% | $23.45 | $21.00 | — | COMMON STOCK USD.01 | 498904200 |
| ENS | ENERSYS | 23,656 | $2.061M | 0.0% | $87.12 * | $60.89 | +33.5% | COMMON STOCK USD.01 | 29275Y102 |
| — | XCERRA CORP | 143,800 | $2.052M | 0.0% | $14.27 | $13.97 | — | COMMON STOCK USD.05 | 98400J108 |
| STC | STEWART INFORMATION SERVICES | 45,500 | $2.048M | 0.0% | $45.01 | $39.45 | +14.1% | COMMON STOCK USD1.0 | 860372101 |
| — | ORBOTECH LTD | 34,321 | $2.04M | 0.0% | $59.44 | $47.56 | — | COMMON STOCK USD.14 | M75253100 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 142,518 | $2.031M | 0.0% | $14.25 | $13.59 | +4.9% | COMMON STOCK USD.01 | 01988P108 |
| RMD | RESMED INC | 17,570 | $2.027M | 0.0% | $115.37 * | $100.64 | +7.1% | COMMON STOCK USD.004 | 761152107 |
| WEC | WEC ENERGY GROUP INC | 30,314 | $2.024M | 0.0% | $66.77 * | $38.52 | +37.6% | COMMON STOCK USD.01 | 92939U106 |
| GEO | GEO GROUP INC/THE | 80,397 | $2.023M | 0.0% | $25.16 * | $18.77 | +1.2% | REIT USD.01 | 36162J106 |
| — | MDC HOLDINGS INC | 68,315 | $2.021M | 0.0% | $29.58 | $28.91 | — | COMMON STOCK USD.01 | 552676108 |
| UAL | UNITED CONTINENTAL HOLDINGS | 22,680 | $2.02M | 0.0% | $89.07 | $71.54 | +24.5% | COMMON STOCK USD.01 | 910047109 |
| DORM | DORMAN PRODUCTS INC | 26,242 | $2.019M | 0.0% | $76.94 | $71.94 | +6.9% | COMMON STOCK USD.01 | 258278100 |
| — | MONMOUTH REAL ESTATE INV COR | 120,346 | $2.012M | 0.0% | $16.72 | $16.14 | — | REIT USD.01 | 609720107 |
| UNM | UNUM GROUP | 51,497 | $2.012M | 0.0% | $39.07 | $47.94 | -18.5% | COMMON STOCK USD.1 | 91529Y106 |
| — | GREAT WESTERN BANCORP INC | 47,551 | $2.006M | 0.0% | $42.19 | $35.57 | — | COMMON STOCK USD.01 | 391416104 |
| — | CAMBREX CORP | 29,216 | $1.998M | 0.0% | $68.39 | $50.96 | — | COMMON STOCK USD.1 | 132011107 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 35,645 | $1.989M | 0.0% | $55.80 * | $30.06 | +27.2% | COMMON STOCK USD.001 | 19239V302 |
| — | CARE.COM INC | 89,684 | $1.983M | 0.0% | $22.11 | $18.27 | — | COMMON STOCK USD.001 | 141633107 |
| — | STATE BANK FINANCIAL CORP | 65,500 | $1.977M | 0.0% | $30.18 | $33.40 | — | COMMON STOCK USD.01 | 856190103 |
| FHB | FIRST HAWAIIAN INC | 72,496 | $1.969M | 0.0% | $27.16 * | $20.54 | -4.6% | COMMON STOCK USD.01 | 32051X108 |
| TRNO | TERRENO REALTY CORP | 51,752 | $1.951M | 0.0% | $37.70 | $29.73 | — | REIT USD.01 | 88146M101 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 8,242 | $1.946M | 0.0% | $236.11 * | $161.28 | +2.9% | COMMON STOCK USD.01 | 018581108 |
| — | WELLCARE HEALTH PLANS INC | 6,053 | $1.94M | 0.0% | $320.50 | $320.50 | — | COMMON STOCK USD.01 | 94946T106 |
| DOV | DOVER CORP | 21,681 | $1.919M | 0.0% | $88.51 * | $63.66 | +24.8% | COMMON STOCK USD1.0 | 260003108 |
| UNF | UNIFIRST CORP/MA | 11,036 | $1.916M | 0.0% | $173.61 * | $176.15 | -5.6% | COMMON STOCK USD.1 | 904708104 |
| PFGC | PERFORMANCE FOOD GROUP CO | 57,301 | $1.908M | 0.0% | $33.30 | $31.82 | +4.7% | COMMON STOCK USD.01 | 71377A103 |
| UHS | UNIVERSAL HEALTH SERVICES B | 14,893 | $1.904M | 0.0% | $127.85 * | $114.96 | +7.6% | COMMON STOCK USD.01 | 913903100 |
| BPOP | POPULAR INC | 37,120 | $1.902M | 0.0% | $51.24 * | $35.01 | +18.4% | COMMON STOCK USD.01 | 733174700 |
| NTB | BANK OF N.T. BUTTERFIELD SON | 36,439 | $1.89M | 0.0% | $51.87 * | $35.36 | +3.1% | COMMON STOCK BMD1.0 | G0772R208 |
| WRB | WR BERKLEY CORP | 23,600 | $1.886M | 0.0% | $79.92 * | $16.70 | +20.8% | COMMON STOCK USD.2 | 084423102 |
| DECK | DECKERS OUTDOOR CORP | 15,900 | $1.885M | 0.0% | $118.55 * | $15.02 | +31.6% | COMMON STOCK USD.01 | 243537107 |
| MTH | MERITAGE HOMES CORP | 47,181 | $1.883M | 0.0% | $39.91 * | $22.48 | -11.3% | COMMON STOCK USD.01 | 59001A102 |
| G | GENPACT LTD | 61,271 | $1.876M | 0.0% | $30.62 * | $29.65 | -5.1% | COMMON STOCK USD.01 | G3922B107 |
| CUBI | CUSTOMERS BANCORP INC | 79,736 | $1.876M | 0.0% | $23.53 | $25.92 | -9.2% | COMMON STOCK USD1.0 | 23204G100 |
| SO | SOUTHERN CO/THE | 42,736 | $1.863M | 0.0% | $43.59 * | $28.70 | +13.8% | COMMON STOCK USD5.0 | 842587107 |
| GDOT | GREEN DOT CORP CLASS A | 20,955 | $1.861M | 0.0% | $88.81 | $68.95 | +28.8% | COMMON STOCK USD.001 | 39304D102 |
| HIW | HIGHWOODS PROPERTIES INC | 39,356 | $1.86M | 0.0% | $47.26 | $50.46 | — | REIT USD.01 | 431284108 |
| — | ACTIVISION BLIZZARD INC | 22,313 | $1.856M | 0.0% | $83.18 | $69.95 | — | COMMON STOCK USD.000001 | 00507V109 |
| — | RUDOLPH TECHNOLOGIES INC | 75,738 | $1.852M | 0.0% | $24.45 | $25.38 | — | COMMON STOCK USD.001 | 781270103 |
| — | DISCOVERY INC A | 57,769 | $1.849M | 0.0% | $32.01 | $31.24 | — | COMMON STOCK USD.01 | 25470F104 |
| OMC | OMNICOM GROUP | 27,177 | $1.849M | 0.0% | $68.04 * | $57.22 | -8.3% | COMMON STOCK USD.15 | 681919106 |
| CHE | CHEMED CORP | 5,770 | $1.844M | 0.0% | $319.58 * | $212.60 | +46.8% | COMMON STOCK USD1.0 | 16359R103 |
| INVH | INVITATION HOMES INC | 79,924 | $1.831M | 0.0% | $22.91 * | $18.80 | -0.2% | REIT USD.01 | 46187W107 |
| MMS | MAXIMUS INC | 28,083 | $1.827M | 0.0% | $65.06 | $64.75 | +0.5% | COMMON STOCK | 577933104 |
| ES | EVERSOURCE ENERGY | 29,654 | $1.822M | 0.0% | $61.44 * | $36.77 | +29.7% | COMMON STOCK USD5.0 | 30040W108 |
| SON | SONOCO PRODUCTS CO | 32,600 | $1.809M | 0.0% | $55.49 * | $42.51 | +1.5% | COMMON STOCK | 835495102 |
| NWSA | NEWS CORP CLASS A | 136,025 | $1.794M | 0.0% | $13.19 * | $13.03 | -6.2% | COMMON STOCK USD.01 | 65249B109 |
| EAT | BRINKER INTERNATIONAL INC | 38,315 | $1.79M | 0.0% | $46.72 * | $30.76 | +43.8% | COMMON STOCK USD.1 | 109641100 |
| — | WELBILT INC | 85,197 | $1.779M | 0.0% | $20.88 | $20.17 | — | COMMON STOCK USD.01 | 949090104 |
| — | PHYSICIANS REALTY TRUST | 104,840 | $1.768M | 0.0% | $16.86 | $16.71 | — | REIT USD.01 | 71943U104 |
| MMI | MARCUS MILLICHAP INC | 50,731 | $1.761M | 0.0% | $34.71 * | $25.85 | +24.3% | COMMON STOCK USD.0001 | 566324109 |
| — | TRIBUNE MEDIA CO A | 45,800 | $1.76M | 0.0% | $38.43 | $39.55 | — | COMMON STOCK | 896047503 |
| — | TENNECO INC CLASS A | 41,707 | $1.758M | 0.0% | $42.15 | $58.55 | — | COMMON STOCK USD.01 | 880349105 |
| — | BASIC ENERGY SERVICES INC | 175,050 | $1.749M | 0.0% | $9.99 | $20.49 | — | COMMON STOCK USD.01 | 06985P209 |
| INVA | INNOVIVA INC | 114,626 | $1.747M | 0.0% | $15.24 | $14.98 | +1.7% | COMMON STOCK | 45781M101 |
| KRC | KILROY REALTY CORP | 24,277 | $1.74M | 0.0% | $71.67 | $71.29 | — | REIT USD.01 | 49427F108 |
| — | URSTADT BIDDLE CLASS A | 81,542 | $1.736M | 0.0% | $21.29 | $21.72 | — | REIT USD.01 | 917286205 |
| — | QURATE RETAIL INC | 77,926 | $1.731M | 0.0% | $22.21 | $21.23 | — | COMMON STOCK USD.01 | 74915M100 |
| BIGGQ | BIG LOTS INC | 41,382 | $1.729M | 0.0% | $41.78 * | $35.64 | +1.0% | COMMON STOCK USD.01 | 089302103 |
| VNO | VORNADO REALTY TRUST | 23,668 | $1.728M | 0.0% | $73.01 | $98.39 | — | REIT USD.04 | 929042109 |
| — | LIBERTY PROPERTY TRUST | 40,269 | $1.701M | 0.0% | $42.24 | $41.15 | — | REIT USD.001 | 531172104 |
| KSS | KOHLS CORP | 22,737 | $1.695M | 0.0% | $74.55 | $61.63 | +21.0% | COMMON STOCK USD.01 | 500255104 |
| UDR | UDR INC | 41,520 | $1.679M | 0.0% | $40.44 * | $24.80 | +24.9% | REIT USD.01 | 902653104 |
| BK | BANK OF NEW YORK MELLON CORP | 32,917 | $1.678M | 0.0% | $50.98 * | $43.48 | -4.7% | COMMON STOCK USD.01 | 064058100 |
| SKT | TANGER FACTORY OUTLET CENTER | 73,285 | $1.677M | 0.0% | $22.88 | $25.56 | — | REIT USD.01 | 875465106 |
| NHI | NATL HEALTH INVESTORS INC | 22,026 | $1.665M | 0.0% | $75.59 | $76.22 | — | REIT USD.01 | 63633D104 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 25,000 | $1.657M | 0.0% | $66.28 | $61.60 | +7.6% | COMMON STOCK | 49338L103 |
| ISRG | INTUITIVE SURGICAL INC | 2,879 | $1.653M | 0.0% | $574.16 * | $152.37 | +25.6% | COMMON STOCK USD.001 | 46120E602 |
| — | MCDERMOTT INTL INC | 88,639 | $1.634M | 0.0% | $18.43 | $19.65 | — | COMMON STOCK USD1.0 | 580037703 |
| SRE | SEMPRA ENERGY | 14,329 | $1.63M | 0.0% | $113.76 * | $33.06 | +36.4% | COMMON STOCK | 816851109 |
| KFRC | KFORCE INC | 43,274 | $1.627M | 0.0% | $37.60 | $20.00 | +88.0% | COMMON STOCK USD.01 | 493732101 |
| PRGS | PROGRESS SOFTWARE CORP | 45,924 | $1.621M | 0.0% | $35.30 | $37.44 | -5.7% | COMMON STOCK USD.01 | 743312100 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 25,100 | $1.619M | 0.0% | $64.50 | $65.72 | -1.8% | COMMON STOCK | 50212V100 |
| USFD | US FOODS HOLDING CORP | 52,072 | $1.605M | 0.0% | $30.82 | $34.57 | -10.9% | COMMON STOCK USD.01 | 912008109 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 12,912 | $1.588M | 0.0% | $122.99 | $91.32 | +34.6% | COMMON STOCK USD.001 | 64125C109 |
| AVGO | BROADCOM INC | 6,418 | $1.584M | 0.0% | $246.81 * | $18.27 | +10.7% | COMMON STOCK | 11135F101 |
| DEI | DOUGLAS EMMETT INC | 41,757 | $1.575M | 0.0% | $37.72 | $39.04 | — | REIT USD.01 | 25960P109 |
| FR | FIRST INDUSTRIAL REALTY TR | 49,764 | $1.563M | 0.0% | $31.41 | $30.39 | — | REIT USD.01 | 32054K103 |
| CHH | CHOICE HOTELS INTL INC | 18,709 | $1.558M | 0.0% | $83.28 * | $60.96 | +28.5% | COMMON STOCK USD.01 | 169905106 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 30,621 | $1.542M | 0.0% | $50.36 | $40.06 | +25.7% | COMMON STOCK USD.001 | 868459108 |
| — | SANTANDER CONSUMER USA HOLDI | 76,900 | $1.541M | 0.0% | $20.04 | $20.04 | — | COMMON STOCK USD.01 | 80283M101 |
| EA | ELECTRONIC ARTS INC | 12,705 | $1.531M | 0.0% | $120.50 * | $123.23 | -4.9% | COMMON STOCK USD.01 | 285512109 |
| — | USG CORP | 35,000 | $1.516M | 0.0% | $43.31 | $43.31 | — | COMMON STOCK USD.1 | 903293405 |
| PK | PARK HOTELS RESORTS INC | 46,074 | $1.512M | 0.0% | $32.82 | $31.41 | — | REIT USD.01 | 700517105 |
| TILE | INTERFACE INC | 64,648 | $1.51M | 0.0% | $23.36 | $17.22 | +35.6% | COMMON STOCK USD.1 | 458665304 |
| — | LIFEPOINT HEALTH INC | 23,400 | $1.507M | 0.0% | $64.40 | $64.40 | — | COMMON STOCK USD.01 | 53219L109 |
| — | MGM GROWTH PROPERTIES LLC A | 50,845 | $1.499M | 0.0% | $29.48 | $29.21 | — | REIT | 55303A105 |
| — | NXSTAGE MEDICAL INC | 53,600 | $1.495M | 0.0% | $27.89 | $27.89 | — | COMMON STOCK USD.001 | 67072V103 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 17,355 | $1.495M | 0.0% | $86.14 | $78.73 | — | REIT USD.01 | 78377T107 |
| DCH | AMERICAN AXLE MFG HOLDINGS | 85,671 | $1.494M | 0.0% | $17.44 | $15.77 | +10.6% | COMMON STOCK USD.01 | 024061103 |
| EPM | EVOLUTION PETROLEUM CORP | 135,218 | $1.494M | 0.0% | $11.05 * | $5.00 | +34.0% | COMMON STOCK USD.001 | 30049A107 |
| TSCO | TRACTOR SUPPLY COMPANY | 16,407 | $1.491M | 0.0% | $90.88 * | $13.07 | +24.4% | COMMON STOCK USD.008 | 892356106 |
| — | NCI BUILDING SYSTEMS INC | 98,246 | $1.488M | 0.0% | $15.15 | $14.69 | — | COMMON STOCK USD.01 | 628852204 |
| IPGP | IPG PHOTONICS CORP | 9,520 | $1.486M | 0.0% | $156.09 | $156.41 | -0.2% | COMMON STOCK USD.0001 | 44980X109 |
| UNFI | UNITED NATURAL FOODS INC | 49,400 | $1.48M | 0.0% | $29.96 | $43.90 | -31.8% | COMMON STOCK USD.01 | 911163103 |
| UPBD | RENT A CENTER INC | 102,000 | $1.467M | 0.0% | $14.38 | $13.34 | +7.8% | COMMON STOCK USD.01 | 76009N100 |
| — | HUDSON PACIFIC PROPERTIES IN | 44,788 | $1.465M | 0.0% | $32.71 | $34.52 | — | REIT USD.01 | 444097109 |
| — | NEXEO SOLUTIONS INC | 119,540 | $1.464M | 0.0% | $12.25 | $12.25 | — | COMMON STOCK | 65342H102 |
| — | DENBURY RESOURCES INC | 235,411 | $1.46M | 0.0% | $6.20 | $5.70 | — | COMMON STOCK USD.001 | 247916208 |
| — | WADDELL REED FINANCIAL A | 68,280 | $1.446M | 0.0% | $21.18 | $19.20 | — | COMMON STOCK USD.01 | 930059100 |
| CNX | CNX RESOURCES CORP | 100,900 | $1.444M | 0.0% | $14.31 | $15.87 | -9.8% | COMMON STOCK USD.01 | 12653C108 |
| — | ROSETTA STONE INC | 72,462 | $1.441M | 0.0% | $19.89 | $17.77 | — | COMMON STOCK USD.00005 | 777780107 |
| ALGN | ALIGN TECHNOLOGY INC | 3,669 | $1.435M | 0.0% | $391.11 | $304.11 | +28.6% | COMMON STOCK USD.0001 | 016255101 |
| — | RENEWABLE ENERGY GROUP INC | 49,688 | $1.431M | 0.0% | $28.80 | $17.85 | — | COMMON STOCK USD.0001 | 75972A301 |
| — | STORE CAPITAL CORP | 51,344 | $1.427M | 0.0% | $27.79 | $24.52 | — | REIT USD.01 | 862121100 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 15,173 | $1.418M | 0.0% | $93.46 | $92.49 | +1.0% | COMMON STOCK | 533900106 |
| — | LIBERTY MEDIA CORP LIBERTY C | 38,051 | $1.415M | 0.0% | $37.19 | $37.14 | — | TRACKING STK USD.01 | 531229854 |
| GTN | GRAY TELEVISION INC | 80,857 | $1.415M | 0.0% | $17.50 | $15.17 | +15.4% | COMMON STOCK | 389375106 |
| CNA | CNA FINANCIAL CORP | 31,000 | $1.415M | 0.0% | $45.65 * | $28.22 | -4.5% | COMMON STOCK USD2.5 | 126117100 |
| EMN | EASTMAN CHEMICAL CO | 14,785 | $1.415M | 0.0% | $95.71 * | $59.50 | +24.5% | COMMON STOCK USD.01 | 277432100 |
| BOH | BANK OF HAWAII CORP | 17,874 | $1.41M | 0.0% | $78.89 * | $59.95 | -1.6% | COMMON STOCK USD.01 | 062540109 |
| — | ADAMAS PHARMACEUTICALS INC | 69,881 | $1.399M | 0.0% | $20.02 | $23.89 | — | COMMON STOCK USD.001 | 00548A106 |
| — | CORE LABORATORIES N.V. | 12,050 | $1.396M | 0.0% | $115.85 | $111.81 | — | COMMON STOCK EUR.02 | N22717107 |
| AEO | AMERICAN EAGLE OUTFITTERS | 56,178 | $1.395M | 0.0% | $24.83 * | $15.79 | +29.6% | COMMON STOCK USD.01 | 02553E106 |
| — | HCP INC | 52,914 | $1.393M | 0.0% | $26.33 | $28.92 | — | REIT USD1.0 | 40414L109 |
| ARCB | ARCBEST CORP | 28,545 | $1.386M | 0.0% | $48.55 * | $23.95 | +92.6% | COMMON STOCK USD.01 | 03937C105 |
| BRO | BROWN BROWN INC | 46,456 | $1.374M | 0.0% | $29.58 * | $24.31 | +15.2% | COMMON STOCK USD.1 | 115236101 |
| — | RUTH S HOSPITALITY GROUP INC | 43,151 | $1.361M | 0.0% | $31.54 | $23.83 | — | COMMON STOCK USD.01 | 783332109 |
| RGNX | REGENXBIO INC | 18,003 | $1.359M | 0.0% | $75.49 | $47.76 | +58.1% | COMMON STOCK USD.0001 | 75901B107 |
| PTC | PTC INC | 12,783 | $1.357M | 0.0% | $106.16 | $63.52 | +67.2% | COMMON STOCK USD.01 | 69370C100 |
| ADSK | AUTODESK INC | 8,684 | $1.356M | 0.0% | $156.15 | $136.07 | +14.7% | COMMON STOCK USD.01 | 052769106 |
| MUR | MURPHY OIL CORP | 40,051 | $1.335M | 0.0% | $33.33 * | $21.62 | +18.3% | COMMON STOCK USD1.0 | 626717102 |
| — | INTERXION HOLDING NV | 19,753 | $1.329M | 0.0% | $67.28 | $67.28 | — | COMMON STOCK EUR.1 | N47279109 |
| VFC | VF CORP | 14,206 | $1.328M | 0.0% | $93.48 * | $78.73 | +11.8% | COMMON STOCK | 918204108 |
| — | HOLLYFRONTIER CORP | 18,922 | $1.323M | 0.0% | $69.92 | $41.16 | — | COMMON STOCK USD.01 | 436106108 |
| — | AMAG PHARMACEUTICALS INC | 65,977 | $1.32M | 0.0% | $20.01 | $21.85 | — | COMMON STOCK USD.01 | 00163U106 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 38,119 | $1.314M | 0.0% | $34.47 * | $38.22 | -16.0% | COMMON STOCK USD.001 | 499049104 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,336 | $1.306M | 0.0% | $29.46 | $27.84 | +5.8% | COMMON STOCK USD.01 | 828730200 |
| AOS | SMITH (A.O.) CORP | 24,416 | $1.303M | 0.0% | $53.37 * | $54.55 | -14.5% | COMMON STOCK USD1.0 | 831865209 |
| HOG | HARLEY DAVIDSON INC | 28,751 | $1.302M | 0.0% | $45.29 | $49.23 | -8.0% | COMMON STOCK USD.01 | 412822108 |
| CORT | CORCEPT THERAPEUTICS INC | 92,845 | $1.302M | 0.0% | $14.02 | $10.87 | +29.0% | COMMON STOCK USD.001 | 218352102 |
| SEIC | SEI INVESTMENTS COMPANY | 21,032 | $1.285M | 0.0% | $61.10 * | $51.29 | +8.0% | COMMON STOCK USD.01 | 784117103 |
| APLE | APPLE HOSPITALITY REIT INC | 72,953 | $1.276M | 0.0% | $17.49 | $18.62 | — | REIT NPV | 03784Y200 |
| CACC | CREDIT ACCEPTANCE CORP | 2,911 | $1.275M | 0.0% | $437.99 | $357.53 | +22.5% | COMMON STOCK USD.01 | 225310101 |
| — | DRIL QUIP INC | 24,335 | $1.272M | 0.0% | $52.27 | $53.07 | — | COMMON STOCK USD.01 | 262037104 |
| EWBC | EAST WEST BANCORP INC | 21,032 | $1.27M | 0.0% | $60.38 * | $37.35 | +34.2% | COMMON STOCK USD.001 | 27579R104 |
| LMAT | LEMAITRE VASCULAR INC | 32,703 | $1.267M | 0.0% | $38.74 * | $29.80 | +20.8% | COMMON STOCK USD.01 | 525558201 |
| RYN | RAYONIER INC | 37,310 | $1.261M | 0.0% | $33.80 | $30.97 | — | REIT | 754907103 |
| SWK | STANLEY BLACK DECKER INC | 8,589 | $1.258M | 0.0% | $146.47 * | $117.30 | +1.4% | COMMON STOCK USD2.5 | 854502101 |
| — | NANOMETRICS INC | 33,495 | $1.257M | 0.0% | $37.53 | $29.96 | — | COMMON STOCK | 630077105 |
| — | ARRAY BIOPHARMA INC | 81,070 | $1.232M | 0.0% | $15.20 | $13.87 | — | COMMON STOCK USD.001 | 04269X105 |
| BYD | BOYD GAMING CORP | 36,304 | $1.229M | 0.0% | $33.85 * | $33.79 | -5.1% | COMMON STOCK USD.01 | 103304101 |
| SCL | STEPAN CO | 14,040 | $1.222M | 0.0% | $87.04 | $79.22 | +9.8% | COMMON STOCK USD1.0 | 858586100 |
| IRM | IRON MOUNTAIN INC | 35,109 | $1.212M | 0.0% | $34.52 * | $21.76 | +7.5% | REIT USD.01 | 46284V101 |
| — | NUTRISYSTEM INC | 32,652 | $1.21M | 0.0% | $37.06 | $38.50 | — | COMMON STOCK USD.001 | 67069D108 |
| SPSC | SPS COMMERCE INC | 12,179 | $1.209M | 0.0% | $99.27 * | $40.99 | +21.1% | COMMON STOCK USD.001 | 78463M107 |
| NOW | SERVICENOW INC | 6,166 | $1.206M | 0.0% | $195.59 * | $35.61 | +9.9% | COMMON STOCK USD.001 | 81762P102 |
| EEFT | EURONET WORLDWIDE INC | 11,918 | $1.194M | 0.0% | $100.18 | $94.17 | +6.4% | COMMON STOCK USD.02 | 298736109 |
| PLNT | PLANET FITNESS INC CL A | 22,002 | $1.189M | 0.0% | $54.04 | $41.03 | +31.7% | COMMON STOCK USD.0001 | 72703H101 |
| — | MAXIM INTEGRATED PRODUCTS | 21,014 | $1.185M | 0.0% | $56.39 | $58.68 | — | COMMON STOCK USD.001 | 57772K101 |
| THO | THOR INDUSTRIES INC | 14,120 | $1.182M | 0.0% | $83.71 * | $81.44 | -12.4% | COMMON STOCK USD.1 | 885160101 |
| NSA | NATIONAL STORAGE AFFILIATES | 46,034 | $1.171M | 0.0% | $25.44 | $24.26 | — | REIT USD.01 | 637870106 |
| — | NIC INC | 78,740 | $1.165M | 0.0% | $14.80 | $14.39 | — | COMMON STOCK | 62914B100 |
| LDOS | LEIDOS HOLDINGS INC | 16,828 | $1.164M | 0.0% | $69.17 * | $57.87 | +7.9% | COMMON STOCK USD.0001 | 525327102 |
| — | LUMINEX CORP | 38,314 | $1.161M | 0.0% | $30.30 | $19.70 | — | COMMON STOCK USD.001 | 55027E102 |
| — | CATALENT INC | 25,361 | $1.155M | 0.0% | $45.54 | $41.57 | — | COMMON STOCK USD.01 | 148806102 |
| ENR | ENERGIZER HOLDINGS INC | 19,614 | $1.15M | 0.0% | $58.63 * | $39.93 | +13.1% | COMMON STOCK | 29272W109 |
| ZION | ZIONS BANCORP NA | 22,770 | $1.142M | 0.0% | $50.15 | $53.89 | -6.9% | COMMON STOCK USD.001 | 989701107 |
| GLW | CORNING INC | 32,285 | $1.14M | 0.0% | $35.31 * | $24.37 | +18.5% | COMMON STOCK USD.5 | 219350105 |
| ACH | OWENS MINOR INC | 68,624 | $1.134M | 0.0% | $16.52 | $16.81 | -3.3% | COMMON STOCK USD2.0 | 690732102 |
| CRL | CHARLES RIVER LABORATORIES | 8,423 | $1.133M | 0.0% | $134.51 | $97.80 | +37.6% | COMMON STOCK USD.01 | 159864107 |
| NTRS | NORTHERN TRUST CORP | 11,071 | $1.131M | 0.0% | $102.16 * | $83.96 | -2.3% | COMMON STOCK USD1.667 | 665859104 |
| DK | DELEK US HOLDINGS INC | 26,661 | $1.131M | 0.0% | $42.42 * | $38.59 | -14.0% | COMMON STOCK USD.01 | 24665A103 |
| ROK | ROCKWELL AUTOMATION INC | 5,967 | $1.119M | 0.0% | $187.53 * | $137.99 | +18.9% | COMMON STOCK USD1.0 | 773903109 |
| CVI | CVR ENERGY INC | 27,725 | $1.115M | 0.0% | $40.22 * | $13.40 | +67.9% | COMMON STOCK USD.01 | 12662P108 |
| — | GENERAL ELECTRIC CO | 98,393 | $1.111M | 0.0% | $11.29 | $11.29 | — | COMMON STOCK USD.06 | 369604103 |
| BAX | BAXTER INTERNATIONAL INC | 14,393 | $1.11M | 0.0% | $77.12 * | $59.94 | +12.8% | COMMON STOCK USD1.0 | 071813109 |
| — | MERIDIAN BANCORP INC | 65,166 | $1.108M | 0.0% | $17.00 | $15.55 | — | COMMON STOCK | 58958U103 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 34,527 | $1.103M | 0.0% | $31.95 | $31.69 | — | REIT USD.01 | 76169C100 |
| FMC | FMC CORP | 12,599 | $1.098M | 0.0% | $87.15 * | $60.19 | +2.9% | COMMON STOCK USD.1 | 302491303 |
| SCHW | SCHWAB (CHARLES) CORP | 22,288 | $1.095M | 0.0% | $49.13 * | $38.65 | +14.8% | COMMON STOCK USD.01 | 808513105 |
| IBCP | INDEPENDENT BANK CORP MICH | 46,195 | $1.093M | 0.0% | $23.66 * | $17.67 | +0.2% | COMMON STOCK USD1.0 | 453838609 |
| HAL | HALLIBURTON CO | 26,613 | $1.079M | 0.0% | $40.54 * | $39.54 | -11.6% | COMMON STOCK USD2.5 | 406216101 |
| — | GLOBAL BRASS COPPER HOLDIN | 29,203 | $1.078M | 0.0% | $36.91 | $33.09 | — | COMMON STOCK USD.01 | 37953G103 |
| DTE | DTE ENERGY COMPANY | 9,817 | $1.071M | 0.0% | $109.10 * | $47.08 | +55.0% | COMMON STOCK | 233331107 |
| — | HAWAIIAN HOLDINGS INC | 26,681 | $1.07M | 0.0% | $40.10 | $39.24 | — | COMMON STOCK USD.01 | 419879101 |
| KAI | KADANT INC | 9,909 | $1.069M | 0.0% | $107.88 * | $91.27 | +12.5% | COMMON STOCK USD.01 | 48282T104 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $1.063M | 0.0% | $0.53 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| EIX | EDISON INTERNATIONAL | 15,712 | $1.063M | 0.0% | $67.66 * | $40.78 | +21.4% | COMMON STOCK | 281020107 |
| DRH | DIAMONDROCK HOSPITALITY CO | 90,917 | $1.061M | 0.0% | $11.67 | $11.46 | — | REIT USD.01 | 252784301 |
| — | BRIGHTSPHERE INVESTMENT GROU | 85,585 | $1.061M | 0.0% | $12.40 | $15.76 | — | COMMON STOCK USD.001 | G1644T109 |
| ENTA | ENANTA PHARMACEUTICALS INC | 12,303 | $1.051M | 0.0% | $85.43 | $58.50 | +46.1% | COMMON STOCK USD.01 | 29251M106 |
| — | CAESARS ENTERTAINMENT CORP | 102,314 | $1.049M | 0.0% | $10.25 | $12.65 | — | COMMON STOCK USD.01 | 127686103 |
| — | DISCOVERY INC C | 35,431 | $1.048M | 0.0% | $29.58 | $20.53 | — | COMMON STOCK USD.01 | 25470F302 |
| — | SHUTTERFLY INC | 15,731 | $1.037M | 0.0% | $65.92 | $81.24 | — | COMMON STOCK USD.0001 | 82568P304 |
| VNDA | VANDA PHARMACEUTICALS INC | 45,167 | $1.037M | 0.0% | $22.96 | $16.73 | +37.1% | COMMON STOCK USD.001 | 921659108 |
| AR | ANTERO RESOURCES CORP | 58,323 | $1.033M | 0.0% | $17.71 | $20.53 | -13.7% | COMMON STOCK USD.01 | 03674X106 |
| BKR | BAKER HUGHES A GE CO | 30,300 | $1.025M | 0.0% | $33.83 * | $26.48 | +3.7% | COMMON STOCK USD.0001 | 05722G100 |
| D | DOMINION ENERGY INC | 14,577 | $1.024M | 0.0% | $70.25 * | $40.62 | +25.7% | COMMON STOCK | 25746U109 |
| CAT | CATERPILLAR INC | 6,701 | $1.022M | 0.0% | $152.51 * | $106.94 | +21.6% | COMMON STOCK USD1.0 | 149123101 |
| KIM | KIMCO REALTY CORP | 60,859 | $1.019M | 0.0% | $16.74 * | $10.60 | +10.6% | REIT USD.01 | 49446R109 |
| FIS | FIDELITY NATIONAL INFO SERV | 9,144 | $997K | 0.0% | $109.03 * | $79.22 | +20.3% | COMMON STOCK USD.01 | 31620M106 |
| HUBS | HUBSPOT INC | 6,589 | $995K | 0.0% | $151.01 | $70.85 | +113.1% | COMMON STOCK USD.001 | 443573100 |
| NEU | NEWMARKET CORP | 2,443 | $991K | 0.0% | $405.65 * | $344.11 | +1.7% | COMMON STOCK | 651587107 |
| LOW | LOWE S COS INC | 8,601 | $988K | 0.0% | $114.87 * | $66.38 | +51.3% | COMMON STOCK USD.5 | 548661107 |
| NOMD | NOMAD FOODS LTD | 48,761 | $988K | 0.0% | $20.26 | $19.78 | +2.4% | COMMON STOCK | G6564A105 |
| DOX | AMDOCS LTD | 14,900 | $983K | 0.0% | $65.97 * | $46.71 | +21.8% | COMMON STOCK GBP.0001 | G02602103 |
| — | FIRSTCASH INC | 11,946 | $980K | 0.0% | $82.04 | $84.92 | — | COMMON STOCK USD.01 | 33767D105 |
| ACM | AECOM | 29,900 | $977K | 0.0% | $32.68 * | $32.59 | -3.6% | COMMON STOCK USD.01 | 00766T100 |
| TRMB | TRIMBLE INC | 22,300 | $969K | 0.0% | $43.45 | $39.07 | +11.2% | COMMON STOCK | 896239100 |
| CPT | CAMDEN PROPERTY TRUST | 10,300 | $964K | 0.0% | $93.59 * | $58.23 | +26.0% | REIT USD.01 | 133131102 |
| TXNM | PNM RESOURCES INC | 24,316 | $959K | 0.0% | $39.44 | $37.34 | +5.6% | COMMON STOCK | 69349H107 |
| — | HD SUPPLY HOLDINGS INC | 22,400 | $958K | 0.0% | $42.77 | $38.27 | — | COMMON STOCK USD.01 | 40416M105 |
| OXY | OCCIDENTAL PETROLEUM CORP | 11,617 | $955K | 0.0% | $82.21 * | $59.05 | +17.5% | COMMON STOCK USD.2 | 674599105 |
| JLL | JONES LANG LASALLE INC | 6,600 | $953K | 0.0% | $144.39 | $156.96 | -8.9% | COMMON STOCK USD.01 | 48020Q107 |
| FCX | FREEPORT MCMORAN INC | 68,336 | $951K | 0.0% | $13.92 * | $13.28 | -4.4% | COMMON STOCK USD.1 | 35671D857 |
| CTRE | CARETRUST REIT INC | 53,704 | $951K | 0.0% | $17.71 | $15.91 | — | REIT USD.01 | 14174T107 |
| NXRT | NEXPOINT RESIDENTIAL | 28,634 | $951K | 0.0% | $33.21 | $28.82 | — | REIT USD.01 | 65341D102 |
| CVLT | COMMVAULT SYSTEMS INC | 13,286 | $930K | 0.0% | $70.00 | $67.76 | +3.3% | COMMON STOCK USD.01 | 204166102 |
| — | HOSPITALITY PROPERTIES TRUST | 32,113 | $926K | 0.0% | $28.84 | $28.57 | — | REIT USD.01 | 44106M102 |
| — | INTELSAT SA | 30,718 | $922K | 0.0% | $30.01 | $16.67 | — | COMMON STOCK USD.01 | L5140P101 |
| SD | SANDRIDGE ENERGY INC | 84,603 | $920K | 0.0% | $10.87 | $21.58 | -49.6% | COMMON STOCK USD.001 | 80007P869 |
| — | PEOPLE S UTAH BANCORP | 27,005 | $917K | 0.0% | $33.96 | $26.70 | — | COMMON STOCK USD.01 | 712706209 |
| ECL | ECOLAB INC | 5,840 | $916K | 0.0% | $156.85 * | $133.88 | +8.4% | COMMON STOCK USD1.0 | 278865100 |
| APD | AIR PRODUCTS CHEMICALS INC | 5,471 | $914K | 0.0% | $167.06 * | $128.04 | +9.6% | COMMON STOCK USD1.0 | 009158106 |
| — | PRAXAIR INC | 5,634 | $906K | 0.0% | $160.81 | $126.13 | — | COMMON STOCK USD.01 | 74005P104 |
| RPM | RPM INTERNATIONAL INC | 13,900 | $903K | 0.0% | $64.96 | $50.15 | +29.5% | COMMON STOCK USD.01 | 749685103 |
| ADNT | ADIENT PLC | 22,902 | $900K | 0.0% | $39.30 | $58.82 | -33.2% | COMMON STOCK USD.001 | G0084W101 |
| RYZ | RYERSON HOLDING CORP | 79,488 | $898K | 0.0% | $11.30 | $10.96 | +3.1% | COMMON STOCK USD.01 | 783754104 |
| WU | WESTERN UNION CO | 47,132 | $898K | 0.0% | $19.05 | $19.24 | — | COMMON STOCK USD.01 | 959802109 |
| SAM | BOSTON BEER COMPANY INC A | 3,116 | $896K | 0.0% | $287.55 | $155.42 | +85.0% | COMMON STOCK USD.01 | 100557107 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 20,600 | $895K | 0.0% | $43.45 | $43.45 | — | TRACKING STK USD.01 | 531229607 |
| SNX | SYNNEX CORP | 10,428 | $883K | 0.0% | $84.68 * | $55.74 | -30.4% | COMMON STOCK USD.001 | 87162W100 |
| FITB | FIFTH THIRD BANCORP | 31,585 | $882K | 0.0% | $27.92 * | $23.59 | -10.7% | COMMON STOCK | 316773100 |
| — | WMIH CORP | 627,793 | $873K | 0.0% | $1.39 | $1.76 | — | COMMON STOCK USD.00001 | 92936P100 |
| TSN | TYSON FOODS INC CL A | 14,613 | $870K | 0.0% | $59.54 * | $36.83 | +31.8% | COMMON STOCK USD.1 | 902494103 |
| LITE | LUMENTUM HOLDINGS INC | 14,392 | $863K | 0.0% | $59.96 | $59.82 | +0.2% | COMMON STOCK USD.001 | 55024U109 |
| WKC | WORLD FUEL SERVICES CORP | 31,056 | $860K | 0.0% | $27.69 | $43.59 | -36.5% | COMMON STOCK USD.01 | 981475106 |
| — | DEAN FOODS CO | 120,145 | $853K | 0.0% | $7.10 | $10.51 | — | COMMON STOCK USD.01 | 242370203 |
| ESE | ESCO TECHNOLOGIES INC | 12,503 | $851K | 0.0% | $68.06 * | $63.18 | +5.0% | COMMON STOCK USD.01 | 296315104 |
| OSUR | ORASURE TECHNOLOGIES INC | 55,011 | $850K | 0.0% | $15.45 | $6.72 | +129.8% | COMMON STOCK USD.000001 | 68554V108 |
| SRPT | SAREPTA THERAPEUTICS INC | 5,264 | $850K | 0.0% | $161.47 | $70.27 | +129.9% | COMMON STOCK USD.0001 | 803607100 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 17,000 | $849K | 0.0% | $49.94 * | $43.54 | -2.4% | COMMON STOCK USD.01 | 416515104 |
| — | SAEXPLORATION HOLDINGS INC | 82,239 | $847K | 0.0% | $10.30 | $10.30 | — | COMMON STOCK USD.0001 | 78636X873 |
| IT | GARTNER INC | 5,339 | $846K | 0.0% | $158.46 | $132.01 | +20.1% | COMMON STOCK USD.0005 | 366651107 |
| EOG | EOG RESOURCES INC | 6,616 | $844K | 0.0% | $127.57 * | $91.41 | +5.0% | COMMON STOCK USD.01 | 26875P101 |
| XPO | XPO LOGISTICS INC | 7,373 | $842K | 0.0% | $114.20 * | $20.94 | +88.5% | COMMON STOCK USD.001 | 983793100 |
| FIZZ | NATIONAL BEVERAGE CORP | 7,196 | $839K | 0.0% | $116.59 * | $38.68 | +20.5% | COMMON STOCK USD.01 | 635017106 |
| FIVE | FIVE BELOW | 6,400 | $832K | 0.0% | $130.00 | $111.28 | +16.9% | COMMON STOCK USD.01 | 33829M101 |
| — | PIONEER NATURAL RESOURCES CO | 4,742 | $826K | 0.0% | $174.19 | $188.15 | — | COMMON STOCK USD.01 | 723787107 |
| — | APACHE CORP | 17,262 | $823K | 0.0% | $47.68 | $44.46 | — | COMMON STOCK USD.625 | 037411105 |
| — | LOXO ONCOLOGY INC | 4,814 | $822K | 0.0% | $170.75 | $142.85 | — | COMMON STOCK USD.0001 | 548862101 |
| ETSY | ETSY INC | 15,921 | $818K | 0.0% | $51.38 | $32.55 | +57.9% | COMMON STOCK USD.001 | 29786A106 |
| MOH | MOLINA HEALTHCARE INC | 5,500 | $818K | 0.0% | $148.73 | $127.64 | +16.5% | COMMON STOCK USD.001 | 60855R100 |
| — | MYLAN NV | 22,222 | $813K | 0.0% | $36.59 | $40.79 | — | COMMON STOCK EUR.01 | N59465109 |
| DDS | DILLARDS INC CL A | 10,656 | $813K | 0.0% | $76.30 * | $41.66 | +38.5% | COMMON STOCK | 254067101 |
| RPD | RAPID7 INC | 21,958 | $811K | 0.0% | $36.93 | $33.57 | +10.0% | COMMON STOCK USD.01 | 753422104 |
| CCI | CROWN CASTLE INTL CORP | 7,275 | $810K | 0.0% | $111.34 * | $76.12 | +7.6% | REIT USD.01 | 22822V101 |
| — | BGC PARTNERS INC CL A | 68,100 | $805K | 0.0% | $11.82 | $11.82 | — | COMMON STOCK USD.01 | 05541T101 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $803K | 0.0% | $1.63 | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| MANH | MANHATTAN ASSOCIATES INC | 14,700 | $803K | 0.0% | $54.63 | $44.24 | +23.4% | COMMON STOCK USD.01 | 562750109 |
| WLK | WESTLAKE CHEMICAL CORP | 9,652 | $802K | 0.0% | $83.09 * | $58.84 | +25.6% | COMMON STOCK USD.01 | 960413102 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 36,370 | $799K | 0.0% | $21.97 * | $16.63 | -5.3% | COMMON STOCK USD1.0 | 47233W109 |
| MTRN | MATERION CORP | 13,082 | $791K | 0.0% | $60.46 | $60.17 | +0.5% | COMMON STOCK | 576690101 |
| TTEK | TETRA TECH INC | 11,460 | $783K | 0.0% | $68.32 * | $8.08 | +69.1% | COMMON STOCK USD.01 | 88162G103 |
| KFY | KORN/FERRY INTERNATIONAL | 15,880 | $782K | 0.0% | $49.24 * | $22.18 | +99.4% | COMMON STOCK USD.01 | 500643200 |
| CBRL | CRACKER BARREL OLD COUNTRY | 5,291 | $778K | 0.0% | $147.04 * | $117.09 | -5.8% | COMMON STOCK USD.01 | 22410J106 |
| OHI | OMEGA HEALTHCARE INVESTORS | 23,600 | $773K | 0.0% | $32.75 | $34.74 | — | REIT USD.1 | 681936100 |
| SNPS | SYNOPSYS INC | 7,824 | $772K | 0.0% | $98.67 | $58.34 | +69.0% | COMMON STOCK USD.01 | 871607107 |
| — | PDC ENERGY INC | 15,669 | $767K | 0.0% | $48.95 | $49.01 | — | COMMON STOCK USD.01 | 69327R101 |
| AXP | AMERICAN EXPRESS CO | 7,189 | $766K | 0.0% | $106.55 * | $64.14 | +50.3% | COMMON STOCK USD.2 | 025816109 |
| CB | CHUBB LTD | 5,694 | $761K | 0.0% | $133.65 * | $107.12 | +10.5% | COMMON STOCK | H1467J104 |
| AMG | AFFILIATED MANAGERS GROUP | 5,540 | $757K | 0.0% | $136.64 * | $151.50 | -11.7% | COMMON STOCK USD.01 | 008252108 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $755K | 0.0% | $93.05 * | $52.49 | +62.0% | COMMON STOCK | 198516106 |
| — | MODEL N INC | 47,606 | $755K | 0.0% | $15.86 | $15.86 | — | COMMON STOCK USD.00015 | 607525102 |
| ORI | OLD REPUBLIC INTL CORP | 33,600 | $752K | 0.0% | $22.38 * | $11.30 | +11.0% | COMMON STOCK USD1.0 | 680223104 |
| — | CEDAR REALTY TRUST INC | 159,353 | $743K | 0.0% | $4.66 | $4.61 | — | REIT USD.06 | 150602209 |
| UTHR | UNITED THERAPEUTICS CORP | 5,800 | $742K | 0.0% | $127.93 | $108.27 | +18.1% | COMMON STOCK USD.01 | 91307C102 |
| — | MASONITE INTERNATIONAL CORP | 11,443 | $733K | 0.0% | $64.06 | $64.06 | — | COMMON STOCK | 575385109 |
| — | HOLLYSYS AUTOMATION TECHNOLO | 34,189 | $731K | 0.0% | $21.38 | $19.26 | — | COMMON STOCK USD.0001 | G45667105 |
| — | REALPAGE INC | 10,922 | $720K | 0.0% | $65.92 | $65.92 | — | COMMON STOCK USD.001 | 75606N109 |
| LIVN | LIVANOVA PLC | 5,800 | $719K | 0.0% | $123.97 | $117.94 | +5.1% | COMMON STOCK GBP1.0 | G5509L101 |
| — | BMC STOCK HOLDINGS INC | 38,569 | $719K | 0.0% | $18.64 | $20.85 | — | COMMON STOCK USD.01 | 05591B109 |
| — | AMEDISYS INC | 5,742 | $718K | 0.0% | $125.04 | $125.04 | — | COMMON STOCK USD.001 | 023436108 |
| — | COLONY CAPITAL INC | 116,920 | $712K | 0.0% | $6.09 | $6.23 | — | REIT USD.01 | 19626G108 |
| GPN | GLOBAL PAYMENTS INC | 5,580 | $711K | 0.0% | $127.42 * | $81.63 | +48.6% | COMMON STOCK | 37940X102 |
| GPC | GENUINE PARTS CO | 7,137 | $709K | 0.0% | $99.34 * | $73.56 | +9.7% | COMMON STOCK USD1.0 | 372460105 |
| CXW | CORECIVIC INC | 29,000 | $706K | 0.0% | $24.34 * | $20.83 | -0.1% | REIT USD.01 | 21871N101 |
| PNC | PNC FINANCIAL SERVICES GROUP | 5,160 | $703K | 0.0% | $136.24 * | $97.56 | +7.6% | COMMON STOCK USD5.0 | 693475105 |
| YEXT | YEXT INC | 29,659 | $703K | 0.0% | $23.70 | $22.86 | +3.7% | COMMON STOCK USD.001 | 98585N106 |
| — | PROOFPOINT INC | 6,590 | $701K | 0.0% | $106.37 | $91.55 | — | COMMON STOCK USD.0001 | 743424103 |
| — | TCF FINANCIAL CORP | 29,400 | $700K | 0.0% | $23.81 | $20.27 | — | COMMON STOCK USD.01 | 872275102 |
| — | TABLEAU SOFTWARE INC CL A | 6,236 | $697K | 0.0% | $111.77 | $46.51 | — | COMMON STOCK USD.0001 | 87336U105 |
| ACRE | ARES COMMERCIAL REAL ESTATE | 49,795 | $696K | 0.0% | $13.98 | $13.82 | — | REIT USD.01 | 04013V108 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 16,182 | $694K | 0.0% | $42.89 | $44.28 | -3.1% | COMMON STOCK USD.001 | 71742Q106 |
| MYGN | MYRIAD GENETICS INC | 15,002 | $690K | 0.0% | $45.99 | $27.43 | +67.7% | COMMON STOCK USD.01 | 62855J104 |
| MHO | M/I HOMES INC | 28,817 | $690K | 0.0% | $23.94 | $26.82 | -10.8% | COMMON STOCK USD.01 | 55305B101 |
| BDN | BRANDYWINE REALTY TRUST | 43,630 | $686K | 0.0% | $15.72 | $17.15 | — | REIT USD.01 | 105368203 |
| — | SPLUNK INC | 5,671 | $686K | 0.0% | $120.97 | $72.66 | — | COMMON STOCK USD.001 | 848637104 |
| — | ENGILITY HOLDINGS INC | 18,960 | $682K | 0.0% | $35.97 | $35.97 | — | COMMON STOCK USD.01 | 29286C107 |
| — | SCHNITZER STEEL INDS INC A | 25,166 | $681K | 0.0% | $27.06 | $33.49 | — | COMMON STOCK USD1.0 | 806882106 |
| CHTR | CHARTER COMMUNICATIONS INC A | 2,087 | $680K | 0.0% | $325.83 | $322.09 | +1.2% | COMMON STOCK USD.001 | 16119P108 |
| PEB | PEBBLEBROOK HOTEL TRUST | 18,651 | $678K | 0.0% | $36.35 | $32.61 | — | REIT USD.01 | 70509V100 |
| — | HMS HOLDINGS CORP | 20,200 | $663K | 0.0% | $32.82 | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| APAM | ARTISAN PARTNERS ASSET MA A | 20,390 | $661K | 0.0% | $32.42 * | $15.76 | +2.6% | COMMON STOCK USD.01 | 04316A108 |
| MIDD | MIDDLEBY CORP | 5,100 | $660K | 0.0% | $129.41 | $126.56 | +2.2% | COMMON STOCK USD.01 | 596278101 |
| WWD | WOODWARD INC | 8,143 | $658K | 0.0% | $80.81 * | $64.82 | +19.1% | COMMON STOCK USD.00292 | 980745103 |
| ADP | AUTOMATIC DATA PROCESSING | 4,358 | $657K | 0.0% | $150.76 * | $107.77 | +19.9% | COMMON STOCK USD.1 | 053015103 |
| CRUS | CIRRUS LOGIC INC | 16,959 | $655K | 0.0% | $38.62 | $35.82 | +7.8% | COMMON STOCK USD.001 | 172755100 |
| IDCC | INTERDIGITAL INC | 8,127 | $650K | 0.0% | $79.98 | $78.74 | +1.6% | COMMON STOCK USD.01 | 45867G101 |
| — | ALTERYX INC CLASS A | 11,291 | $646K | 0.0% | $57.21 | $34.13 | — | COMMON STOCK | 02156B103 |
| — | K12 INC | 36,518 | $646K | 0.0% | $17.69 | $14.18 | — | COMMON STOCK USD.0001 | 48273U102 |
| RVTY | PERKINELMER INC | 6,551 | $637K | 0.0% | $97.24 | $73.64 | +29.7% | COMMON STOCK USD1.0 | 714046109 |
| — | SAGE THERAPEUTICS INC | 4,500 | $636K | 0.0% | $141.33 | $141.33 | — | COMMON STOCK USD.0001 | 78667J108 |
| — | ALLERGAN PLC | 3,313 | $631K | 0.0% | $190.46 | $233.74 | — | COMMON STOCK USD.0033 | G0177J108 |
| — | ATLANTIC POWER CORP | 283,822 | $624K | 0.0% | $2.20 | $2.20 | — | COMMON STOCK | 04878Q863 |
| — | SINCLAIR BROADCAST GROUP A | 21,985 | $623K | 0.0% | $28.34 | $28.34 | — | COMMON STOCK USD.01 | 829226109 |
| — | DUKE REALTY CORP | 21,773 | $618K | 0.0% | $28.38 | $28.33 | — | REIT USD.01 | 264411505 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 9,287 | $615K | 0.0% | $66.22 | $54.16 | +22.3% | COMMON STOCK USD.01 | 238337109 |
| OLP | ONE LIBERTY PROPERTIES INC | 21,667 | $602K | 0.0% | $27.78 | $26.40 | — | REIT USD1.0 | 682406103 |
| SXC | SUNCOKE ENERGY INC | 51,830 | $602K | 0.0% | $11.61 | $12.40 | -6.3% | COMMON STOCK USD.01 | 86722A103 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 7,461 | $596K | 0.0% | $79.88 | $49.46 | — | COMMON STOCK ILS.01 | M2682V108 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 60,271 | $595K | 0.0% | $9.87 | $7.01 | +41.0% | COMMON STOCK | 42330P107 |
| CAR | AVIS BUDGET GROUP INC | 18,470 | $594K | 0.0% | $32.16 * | $35.81 | -14.7% | COMMON STOCK USD.01 | 053774105 |
| — | FLEXION THERAPEUTICS INC | 31,688 | $593K | 0.0% | $18.71 | $23.43 | — | COMMON STOCK USD.001 | 33938J106 |
| EMR | EMERSON ELECTRIC CO | 7,616 | $583K | 0.0% | $76.55 * | $51.46 | +25.4% | COMMON STOCK USD.5 | 291011104 |
| WK | WORKIVA INC | 14,736 | $582K | 0.0% | $39.50 | $31.09 | +27.1% | COMMON STOCK USD.001 | 98139A105 |
| — | WYNDHAM DESTINATIONS INC | 13,400 | $581K | 0.0% | $43.36 | $43.36 | — | COMMON STOCK USD.01 | 98310W108 |
| LNC | LINCOLN NATIONAL CORP | 8,557 | $579K | 0.0% | $67.66 * | $48.18 | +1.2% | COMMON STOCK | 534187109 |
| ILMN | ILLUMINA INC | 1,566 | $575K | 0.0% | $367.18 * | $320.46 | +11.4% | COMMON STOCK USD.01 | 452327109 |
| MDXG | MIMEDX GROUP INC | 92,307 | $570K | 0.0% | $6.18 | $8.87 | -30.3% | COMMON STOCK USD.001 | 602496101 |
| CME | CME GROUP INC | 3,326 | $566K | 0.0% | $170.17 * | $102.28 | +28.0% | COMMON STOCK USD.01 | 12572Q105 |
| — | WILDHORSE RESOURCE DEVELOPME | 23,916 | $565K | 0.0% | $23.62 | $23.62 | — | COMMON STOCK USD.01 | 96812T102 |
| LZB | LA Z BOY INC | 17,573 | $555K | 0.0% | $31.58 | $27.44 | +15.1% | COMMON STOCK USD1.0 | 505336107 |
| MNKD | MANNKIND CORP | 303,000 | $554K | 0.0% | $1.83 | $2.44 | -25.1% | COMMON STOCK USD.01 | 56400P706 |
| — | EXTENDED STAY AMERICA INC | 27,300 | $552K | 0.0% | $20.22 | $20.22 | — | UNIT USD.01 | 30224P200 |
| — | SRC ENERGY INC | 62,023 | $551K | 0.0% | $8.88 | $10.63 | — | COMMON STOCK USD.001 | 78470V108 |
| — | SPECTRUM PHARMACEUTICALS INC | 31,874 | $535K | 0.0% | $16.78 | $16.09 | — | COMMON STOCK USD.001 | 84763A108 |
| SBRA | SABRA HEALTH CARE REIT INC | 22,997 | $532K | 0.0% | $23.13 | $22.92 | — | REIT USD.01 | 78573L106 |
| — | ZIX CORP | 95,543 | $530K | 0.0% | $5.55 | $4.37 | — | COMMON STOCK USD.01 | 98974P100 |
| WTS | WATTS WATER TECHNOLOGIES A | 6,352 | $527K | 0.0% | $82.97 | $77.62 | +6.9% | COMMON STOCK USD.1 | 942749102 |
| SCVL | SHOE CARNIVAL INC | 13,688 | $527K | 0.0% | $38.50 * | $9.28 | +107.4% | COMMON STOCK USD.01 | 824889109 |
| SIG | SIGNET JEWELERS LTD | 7,900 | $521K | 0.0% | $65.95 * | $52.93 | +7.3% | COMMON STOCK USD.18 | G81276100 |
| — | SYNEOS HEALTH INC | 9,993 | $515K | 0.0% | $51.54 | $35.52 | — | COMMON STOCK USD.01 | 87166B102 |
| — | LADENBURG THALMANN FINANCIAL | 188,716 | $510K | 0.0% | $2.70 | $3.17 | — | COMMON STOCK USD.0001 | 50575Q102 |
| NGVT | INGEVITY CORP | 4,991 | $508K | 0.0% | $101.78 | $78.16 | +30.4% | COMMON STOCK USD.01 | 45688C107 |
| — | VONAGE HOLDINGS CORP | 35,668 | $505K | 0.0% | $14.16 | $12.89 | — | COMMON STOCK USD.001 | 92886T201 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $505K | 0.0% | $21.77 | $26.06 | -16.5% | COMMON STOCK ILS1.0 | M87915274 |
| PLCE | CHILDREN S PLACE INC/THE | 3,954 | $505K | 0.0% | $127.72 | $127.76 | +0.0% | COMMON STOCK USD.1 | 168905107 |
| — | NAUTILUS INC | 36,114 | $504K | 0.0% | $13.96 | $16.94 | — | COMMON STOCK | 63910B102 |
| — | CALIFORNIA RESOURCES CORP | 10,384 | $504K | 0.0% | $48.54 | $48.54 | — | COMMON STOCK USD.01 | 13057Q206 |
| — | SEATTLE GENETICS INC | 6,500 | $501K | 0.0% | $77.08 | $77.08 | — | COMMON STOCK USD.001 | 812578102 |
| MASI | MASIMO CORP | 4,023 | $501K | 0.0% | $124.53 | $66.53 | +87.2% | COMMON STOCK USD.001 | 574795100 |
| OKE | ONEOK INC | 7,344 | $498K | 0.0% | $67.81 * | $42.78 | -0.5% | COMMON STOCK USD.01 | 682680103 |
| SHBI | SHORE BANCSHARES INC | 27,903 | $497K | 0.0% | $17.81 | $16.58 | +7.5% | COMMON STOCK USD.01 | 825107105 |
| DIN | DINE BRANDS GLOBAL INC | 6,101 | $496K | 0.0% | $81.30 * | $33.75 | +81.7% | COMMON STOCK USD.01 | 254423106 |
| CNNE | CANNAE HOLDINGS INC | 23,616 | $495K | 0.0% | $20.96 * | $17.09 | +16.7% | COMMON STOCK | 13765N107 |
| SEI | SOLARIS OILFIELD INFRAST A | 26,122 | $493K | 0.0% | $18.87 * | $10.25 | +37.3% | COMMON STOCK USD.01 | 83418M103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 5,049 | $490K | 0.0% | $97.05 | $99.82 | -2.9% | COMMON STOCK USD.001 | 09061G101 |
| — | HORTONWORKS INC | 21,448 | $489K | 0.0% | $22.80 | $22.80 | — | COMMON STOCK USD.0001 | 440894103 |
| MED | MEDIFAST INC | 2,206 | $489K | 0.0% | $221.67 * | $60.45 | +199.7% | COMMON STOCK USD.001 | 58470H101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 6,406 | $480K | 0.0% | $74.93 * | $59.30 | +15.1% | COMMON STOCK USD.01 | 45866F104 |
| — | C J ENERGY SERVICES INC | 23,000 | $478K | 0.0% | $20.78 | $28.73 | — | COMMON STOCK | 12674R100 |
| — | ERA GROUP INC | 38,715 | $478K | 0.0% | $12.35 | $10.75 | — | COMMON STOCK USD.01 | 26885G109 |
| — | APERGY CORP | 10,900 | $475K | 0.0% | $43.58 | $42.57 | — | COMMON STOCK USD.01 | 03755L104 |
| CAH | CARDINAL HEALTH INC | 8,730 | $471K | 0.0% | $53.95 * | $45.28 | -3.4% | COMMON STOCK | 14149Y108 |
| CIEN | CIENA CORP | 15,000 | $469K | 0.0% | $31.27 | $28.02 | +11.5% | COMMON STOCK USD.01 | 171779309 |
| LEU | CENTRUS ENERGY CORP CLASS A | 173,399 | $466K | 0.0% | $2.69 | $51.25 | -94.8% | COMMON STOCK USD.1 | 15643U104 |
| HRTG | HERITAGE INSURANCE HOLDINGS | 31,407 | $465K | 0.0% | $14.81 | $17.12 | -13.5% | COMMON STOCK USD.0001 | 42727J102 |
| NVRI | HARSCO CORP | 16,225 | $463K | 0.0% | $28.54 | $25.88 | +10.3% | COMMON STOCK USD1.25 | 415864107 |
| HPQ | HP INC | 17,929 | $462K | 0.0% | $25.77 * | $12.33 | +63.3% | COMMON STOCK USD.01 | 40434L105 |
| — | FIBROGEN INC | 7,607 | $462K | 0.0% | $60.73 | $60.73 | — | COMMON STOCK USD.01 | 31572Q808 |
| — | TREEHOUSE FOODS INC | 9,600 | $459K | 0.0% | $47.81 | $47.81 | — | COMMON STOCK USD.01 | 89469A104 |
| — | MONOTYPE IMAGING HOLDINGS IN | 22,627 | $457K | 0.0% | $20.20 | $20.20 | — | COMMON STOCK USD.001 | 61022P100 |
| MTX | MINERALS TECHNOLOGIES INC | 6,749 | $456K | 0.0% | $67.57 * | $69.69 | -6.1% | COMMON STOCK USD.1 | 603158106 |
| DAN | DANA INC | 24,258 | $453K | 0.0% | $18.67 * | $20.00 | -20.9% | COMMON STOCK USD.01 | 235825205 |
| — | BLUEPRINT MEDICINES CORP | 5,725 | $447K | 0.0% | $78.08 | $63.88 | — | COMMON STOCK USD.001 | 09627Y109 |
| XHR | XENIA HOTELS RESORTS INC | 18,572 | $440K | 0.0% | $23.69 | $21.12 | — | REIT USD.01 | 984017103 |
| — | AON PLC | 2,846 | $438K | 0.0% | $153.90 | $153.90 | — | COMMON STOCK USD.01 | G0408V102 |
| — | ANADARKO PETROLEUM CORP | 6,423 | $433K | 0.0% | $67.41 | $50.25 | — | COMMON STOCK USD.1 | 032511107 |
| AMRC | AMERESCO INC CL A | 31,650 | $432K | 0.0% | $13.65 | $11.91 | +14.6% | COMMON STOCK USD.0001 | 02361E108 |
| — | ATARA BIOTHERAPEUTICS INC | 10,315 | $427K | 0.0% | $41.40 | $38.97 | — | COMMON STOCK USD.0001 | 046513107 |
| GBX | GREENBRIER COMPANIES INC | 7,015 | $422K | 0.0% | $60.16 * | $30.76 | +55.8% | COMMON STOCK | 393657101 |
| TXT | TEXTRON INC | 5,853 | $418K | 0.0% | $71.42 | $61.47 | +15.2% | COMMON STOCK USD.125 | 883203101 |
| TRV | TRAVELERS COS INC/THE | 3,180 | $412K | 0.0% | $129.56 * | $107.24 | +3.4% | COMMON STOCK | 89417E109 |
| MELI | MERCADOLIBRE INC | 1,203 | $410K | 0.0% | $340.81 | $180.96 | +88.2% | COMMON STOCK USD.001 | 58733R102 |
| MEDP | MEDPACE HOLDINGS INC | 6,825 | $409K | 0.0% | $59.93 | $54.70 | +9.5% | COMMON STOCK USD.01 | 58506Q109 |
| ENVA | ENOVA INTERNATIONAL INC | 14,216 | $409K | 0.0% | $28.77 | $13.59 | +111.9% | COMMON STOCK USD.00001 | 29357K103 |
| — | UNIT CORP | 15,686 | $409K | 0.0% | $26.07 | $19.77 | — | COMMON STOCK USD.2 | 909218109 |
| ZTS | ZOETIS INC | 4,453 | $408K | 0.0% | $91.62 * | $72.62 | +18.9% | COMMON STOCK USD.01 | 98978V103 |
| — | RAVEN INDUSTRIES INC | 8,904 | $407K | 0.0% | $45.71 | $25.89 | — | COMMON STOCK USD1.0 | 754212108 |
| — | INDEPENDENCE CONTRACT DRILLI | 81,766 | $404K | 0.0% | $4.94 | $4.94 | — | COMMON STOCK USD.01 | 453415309 |
| ORN | ORION GROUP HOLDINGS INC | 53,248 | $402K | 0.0% | $7.55 | $7.33 | +3.0% | COMMON STOCK USD.01 | 68628V308 |
| HMN | HORACE MANN EDUCATORS | 8,838 | $397K | 0.0% | $44.92 | $45.49 | -1.3% | COMMON STOCK USD.001 | 440327104 |
| NUE | NUCOR CORP | 6,161 | $391K | 0.0% | $63.46 * | $52.02 | +4.6% | COMMON STOCK USD.4 | 670346105 |
| REGN | REGENERON PHARMACEUTICALS | 966 | $390K | 0.0% | $403.73 | $378.49 | +6.2% | COMMON STOCK USD.001 | 75886F107 |
| WPC | WP CAREY INC | 6,031 | $388K | 0.0% | $64.33 | $68.51 | — | REIT USD.001 | 92936U109 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 7,310 | $388K | 0.0% | $53.08 * | $33.83 | +35.6% | COMMON STOCK USD.01 | 293712105 |
| BBT | BERKSHIRE HILLS BANCORP INC | 9,531 | $388K | 0.0% | $40.71 * | $30.51 | +6.3% | COMMON STOCK USD.01 | 084680107 |
| — | AMBER ROAD INC | 40,144 | $386K | 0.0% | $9.62 | $9.42 | — | COMMON STOCK USD.001 | 02318Y108 |
| EXEL | EXELIXIS INC | 21,700 | $385K | 0.0% | $17.74 | $19.81 | -10.5% | COMMON STOCK USD.001 | 30161Q104 |
| TITN | TITAN MACHINERY INC | 24,796 | $384K | 0.0% | $15.49 | $15.82 | -2.1% | COMMON STOCK USD.00001 | 88830R101 |
| HCC | WARRIOR MET COAL INC | 14,211 | $384K | 0.0% | $27.02 | $25.55 | +5.8% | COMMON STOCK USD.01 | 93627C101 |
| OSBC | OLD SECOND BANCORP INC | 24,626 | $380K | 0.0% | $15.43 * | $14.06 | +1.4% | COMMON STOCK USD1.0 | 680277100 |
| FN | FABRINET | 8,202 | $379K | 0.0% | $46.21 | $40.92 | +13.1% | COMMON STOCK USD.01 | G3323L100 |
| EXPD | EXPEDITORS INTL WASH INC | 5,154 | $379K | 0.0% | $73.54 * | $51.49 | +30.6% | COMMON STOCK USD.01 | 302130109 |
| — | L3 TECHNOLOGIES INC | 1,778 | $378K | 0.0% | $212.60 | $212.60 | — | COMMON STOCK USD.01 | 502413107 |
| — | ELECTRONICS FOR IMAGING | 11,085 | $378K | 0.0% | $34.10 | $46.75 | — | COMMON STOCK USD.01 | 286082102 |
| CMRE | COSTAMARE INC | 58,097 | $377K | 0.0% | $6.49 * | $4.84 | +0.8% | COMMON STOCK USD.0001 | Y1771G102 |
| EGRX | EAGLE PHARMACEUTICALS INC | 5,436 | $377K | 0.0% | $69.35 | $55.65 | +24.6% | COMMON STOCK USD.001 | 269796108 |
| LUV | SOUTHWEST AIRLINES CO | 6,016 | $376K | 0.0% | $62.50 * | $39.84 | +42.9% | COMMON STOCK USD1.0 | 844741108 |
| — | BG STAFFING INC | 13,746 | $374K | 0.0% | $27.21 | $27.21 | — | COMMON STOCK USD.01 | 05544A109 |
| — | CONTINENTAL BUILDING PRODUCT | 9,916 | $372K | 0.0% | $37.52 | $31.57 | — | COMMON STOCK USD.001 | 211171103 |
| PENN | PENN NATIONAL GAMING INC | 11,296 | $372K | 0.0% | $32.93 | $26.99 | +22.0% | COMMON STOCK USD.01 | 707569109 |
| — | HILLENBRAND INC | 7,122 | $372K | 0.0% | $52.23 | $47.11 | — | COMMON STOCK | 431571108 |
| JCI | JOHNSON CONTROLS INTERNATION | 10,609 | $371K | 0.0% | $34.97 * | $31.29 | -4.5% | COMMON STOCK USD.01 | G51502105 |
| CNS | COHEN STEERS INC | 9,133 | $371K | 0.0% | $40.62 * | $28.15 | +2.4% | COMMON STOCK USD.01 | 19247A100 |
| THR | THERMON GROUP HOLDINGS INC | 14,376 | $371K | 0.0% | $25.81 | $25.21 | +2.2% | COMMON STOCK USD.001 | 88362T103 |
| — | QEP RESOURCES INC | 32,678 | $370K | 0.0% | $11.32 | $8.57 | — | COMMON STOCK USD.01 | 74733V100 |
| — | THERAPEUTICSMD INC | 56,364 | $370K | 0.0% | $6.56 | $6.25 | — | COMMON STOCK USD.001 | 88338N107 |
| SXI | STANDEX INTERNATIONAL CORP | 3,537 | $369K | 0.0% | $104.33 | $100.11 | +4.1% | COMMON STOCK USD1.5 | 854231107 |
| — | QUIDEL CORP | 5,645 | $368K | 0.0% | $65.19 | $27.15 | — | COMMON STOCK USD.001 | 74838J101 |
| GIS | GENERAL MILLS INC | 8,570 | $368K | 0.0% | $42.94 * | $40.78 | -18.7% | COMMON STOCK USD.1 | 370334104 |
| F | FORD MOTOR CO | 39,697 | $367K | 0.0% | $9.25 * | $7.99 | -20.4% | COMMON STOCK USD.01 | 345370860 |
| ED | CONSOLIDATED EDISON INC | 4,783 | $364K | 0.0% | $76.10 * | $58.67 | -0.0% | COMMON STOCK USD.1 | 209115104 |
| — | BLUEBIRD BIO INC | 2,487 | $363K | 0.0% | $145.96 | $145.96 | — | COMMON STOCK USD.01 | 09609G100 |
| AIT | APPLIED INDUSTRIAL TECH INC | 4,631 | $362K | 0.0% | $78.17 * | $61.53 | +15.1% | COMMON STOCK | 03820C105 |
| — | WASHINGTON PRIME GROUP INC | 49,640 | $362K | 0.0% | $7.29 | $7.25 | — | REIT USD.0001 | 93964W108 |
| RH | RH | 2,746 | $360K | 0.0% | $131.10 | $140.28 | -6.6% | COMMON STOCK USD.0001 | 74967X103 |
| BOX | BOX INC CLASS A | 15,000 | $359K | 0.0% | $23.93 | $18.79 | +27.3% | COMMON STOCK USD.0001 | 10316T104 |
| ETN | EATON CORP PLC | 4,113 | $357K | 0.0% | $86.80 * | $57.17 | +31.9% | COMMON STOCK USD.01 | G29183103 |
| STT | STATE STREET CORP | 4,249 | $356K | 0.0% | $83.78 * | $55.74 | +19.2% | COMMON STOCK USD1.0 | 857477103 |
| PLOW | DOUGLAS DYNAMICS INC | 8,113 | $356K | 0.0% | $43.88 | $45.21 | -2.9% | COMMON STOCK USD.01 | 25960R105 |
| — | SMART GLOBAL HOLDINGS INC | 12,403 | $356K | 0.0% | $28.70 | $28.70 | — | COMMON STOCK USD.01 | G8232Y101 |
| VAC | MARRIOTT VACATIONS WORLD | 3,177 | $355K | 0.0% | $111.74 | $121.79 | -8.2% | COMMON STOCK USD.01 | 57164Y107 |
| SF | STIFEL FINANCIAL CORP | 6,926 | $355K | 0.0% | $51.26 * | $37.80 | -19.2% | COMMON STOCK USD.15 | 860630102 |
| — | TECH DATA CORP | 4,900 | $351K | 0.0% | $71.63 | $81.88 | — | COMMON STOCK USD.0015 | 878237106 |
| — | CALLON PETROLEUM CO | 29,163 | $350K | 0.0% | $12.00 | $12.40 | — | COMMON STOCK USD.01 | 13123X102 |
| — | NUVASIVE INC | 4,900 | $348K | 0.0% | $71.02 | $71.02 | — | COMMON STOCK USD.001 | 670704105 |
| GTY | GETTY REALTY CORP | 12,177 | $348K | 0.0% | $28.58 | $27.18 | — | REIT USD.01 | 374297109 |
| — | NATIONAL OILWELL VARCO INC | 8,085 | $348K | 0.0% | $43.04 | $40.33 | — | COMMON STOCK USD.01 | 637071101 |
| AMWD | AMERICAN WOODMARK CORP | 4,425 | $347K | 0.0% | $78.42 * | $85.40 | 0.0% | COMMON STOCK | 030506109 |
| — | CONTINENTAL RESOURCES INC/OK | 5,046 | $345K | 0.0% | $68.37 | $58.86 | — | COMMON STOCK USD.01 | 212015101 |
| THC | TENET HEALTHCARE CORP | 11,960 | $340K | 0.0% | $28.43 | $33.02 | -13.8% | COMMON STOCK USD.05 | 88033G407 |
| — | BB T CORP | 6,951 | $337K | 0.0% | $48.48 | $47.45 | — | COMMON STOCK USD5.0 | 054937107 |
| ANF | ABERCROMBIE FITCH CO CL A | 15,871 | $335K | 0.0% | $21.11 * | $19.24 | +2.3% | COMMON STOCK USD.01 | 002896207 |
| — | XILINX INC | 4,163 | $334K | 0.0% | $80.23 | $68.37 | — | COMMON STOCK USD.01 | 983919101 |
| EBAY | EBAY INC | 10,022 | $331K | 0.0% | $33.03 * | $36.48 | -19.4% | COMMON STOCK USD.001 | 278642103 |
| TLYS | TILLY S INC CLASS A SHRS | 17,432 | $330K | 0.0% | $18.93 * | $12.40 | +10.2% | COMMON STOCK USD.001 | 886885102 |
| — | AKORN INC | 25,315 | $329K | 0.0% | $13.00 | $13.00 | — | COMMON STOCK | 009728106 |
| — | PARSLEY ENERGY INC CLASS A | 11,220 | $328K | 0.0% | $29.23 | $28.97 | — | COMMON STOCK USD.01 | 701877102 |
| IDXX | IDEXX LABORATORIES INC | 1,307 | $326K | 0.0% | $249.43 | $206.05 | +21.2% | COMMON STOCK USD.1 | 45168D104 |
| — | MALLINCKRODT PLC | 11,000 | $322K | 0.0% | $29.27 | $29.27 | — | COMMON STOCK USD.2 | G5785G107 |
| — | NEVRO CORP | 5,625 | $321K | 0.0% | $57.07 | $75.22 | — | COMMON STOCK USD.001 | 64157F103 |
| PCG | P G E CORP | 6,943 | $319K | 0.0% | $45.95 | $54.51 | -16.6% | COMMON STOCK | 69331C108 |
| SYY | SYSCO CORP | 4,337 | $318K | 0.0% | $73.32 * | $42.40 | +42.1% | COMMON STOCK USD1.0 | 871829107 |
| — | CENTERSTATE BANK CORP | 11,251 | $316K | 0.0% | $28.09 | $29.86 | — | COMMON STOCK USD.01 | 15201P109 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 27,937 | $314K | 0.0% | $11.24 | $14.19 | -20.7% | COMMON STOCK USD.001 | 462260100 |
| INSP | INSPIRE MEDICAL SYSTEMS INC | 7,473 | $314K | 0.0% | $42.02 | $46.94 | -10.4% | COMMON STOCK USD.001 | 457730109 |
| SB | SAFE BULKERS INC | 107,389 | $309K | 0.0% | $2.88 | $3.08 | -6.4% | COMMON STOCK USD.001 | Y7388L103 |
| HOMB | HOME BANCSHARES INC | 14,086 | $308K | 0.0% | $21.87 | $23.36 | -6.3% | COMMON STOCK USD.01 | 436893200 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $308K | 0.0% | $22.97 | $21.37 | — | ADR USD.00004 | 091727107 |
| — | LANNETT CO INC | 64,665 | $307K | 0.0% | $4.75 | $22.05 | — | COMMON STOCK USD.001 | 516012101 |
| — | US SILICA HOLDINGS INC | 15,888 | $299K | 0.0% | $18.82 | $31.06 | — | COMMON STOCK USD.01 | 90346E103 |
| INN | SUMMIT HOTEL PROPERTIES INC | 21,705 | $294K | 0.0% | $13.55 | $15.63 | — | REIT | 866082100 |
| — | KLX INC | 4,650 | $292K | 0.0% | $62.80 | $71.83 | — | COMMON STOCK USD.01 | 482539103 |
| ADM | ARCHER DANIELS MIDLAND CO | 5,776 | $290K | 0.0% | $50.21 * | $39.46 | +2.8% | COMMON STOCK | 039483102 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 7,605 | $289K | 0.0% | $38.00 | $39.32 | — | COMMON STOCK USD.001 | 37890U108 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 5,399 | $285K | 0.0% | $52.79 * | $34.87 | +18.7% | COMMON STOCK | 744573106 |
| MCK | MCKESSON CORP | 2,115 | $281K | 0.0% | $132.86 * | $171.36 | -26.8% | COMMON STOCK USD.01 | 58155Q103 |
| CTMX | CYTOMX THERAPEUTICS INC | 15,088 | $279K | 0.0% | $18.49 | $25.54 | -27.6% | COMMON STOCK USD.00001 | 23284F105 |
| BALL | BALL CORP | 6,319 | $278K | 0.0% | $43.99 * | $36.21 | +12.1% | COMMON STOCK | 058498106 |
| NTRA | NATERA INC | 11,616 | $278K | 0.0% | $23.93 | $12.16 | +96.8% | COMMON STOCK USD.0001 | 632307104 |
| — | WORLD WRESTLING ENTERTAIN A | 2,800 | $271K | 0.0% | $96.79 | $96.79 | — | COMMON STOCK USD.01 | 98156Q108 |
| VRSK | VERISK ANALYTICS INC | 2,249 | $271K | 0.0% | $120.50 * | $111.20 | +3.6% | COMMON STOCK USD.001 | 92345Y106 |
| PAYX | PAYCHEX INC | 3,672 | $270K | 0.0% | $73.53 * | $47.93 | +24.2% | COMMON STOCK USD.01 | 704326107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 3,375 | $266K | 0.0% | $78.81 * | $35.92 | -4.1% | COMMON STOCK USD.001 | 595017104 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 2,659 | $260K | 0.0% | $97.78 * | $73.15 | +12.6% | COMMON STOCK USD.1 | 12541W209 |
| AMD | ADVANCED MICRO DEVICES | 8,422 | $260K | 0.0% | $30.87 | $22.57 | +36.9% | COMMON STOCK USD.01 | 007903107 |
| DVN | DEVON ENERGY CORP | 6,413 | $256K | 0.0% | $39.92 * | $26.38 | +8.2% | COMMON STOCK USD.1 | 25179M103 |
| XEL | XCEL ENERGY INC | 5,403 | $255K | 0.0% | $47.20 * | $35.27 | +7.5% | COMMON STOCK USD2.5 | 98389B100 |
| — | APTIV PLC | 3,026 | $254K | 0.0% | $83.94 | $85.41 | — | COMMON STOCK USD.01 | G6095L109 |
| KRO | KRONOS WORLDWIDE INC | 15,618 | $254K | 0.0% | $16.26 * | $15.79 | -30.9% | COMMON STOCK USD.01 | 50105F105 |
| — | IHS MARKIT LTD | 4,673 | $252K | 0.0% | $53.93 | $53.93 | — | COMMON STOCK USD.01 | G47567105 |
| MAS | MASCO CORP | 6,830 | $250K | 0.0% | $36.60 * | $34.21 | -5.0% | COMMON STOCK USD1.0 | 574599106 |
| DG | DOLLAR GENERAL CORP | 2,273 | $248K | 0.0% | $109.11 * | $77.44 | +28.3% | COMMON STOCK USD.875 | 256677105 |
| IBN | ICICI BANK LTD SPON ADR | 28,711 | $244K | 0.0% | $8.50 | $10.02 | -15.3% | ADR | 45104G104 |
| CNC | CENTENE CORP | 1,681 | $243K | 0.0% | $144.56 * | $47.31 | +53.0% | COMMON STOCK USD.001 | 15135B101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 1,842 | $239K | 0.0% | $129.75 * | $115.78 | +5.8% | COMMON STOCK USD.01 | V7780T103 |
| — | ABIOMED INC | 527 | $237K | 0.0% | $449.72 | $394.29 | — | COMMON STOCK USD.01 | 003654100 |
| HPE | HEWLETT PACKARD ENTERPRISE | 14,469 | $236K | 0.0% | $16.31 * | $11.86 | +9.3% | COMMON STOCK USD.01 | 42824C109 |
| MTB | M T BANK CORP | 1,435 | $236K | 0.0% | $164.46 * | $130.97 | +0.1% | COMMON STOCK USD.5 | 55261F104 |
| — | HESS CORP | 3,283 | $235K | 0.0% | $71.58 | $67.01 | — | COMMON STOCK USD1.0 | 42809H107 |
| — | COOPER COS INC/THE | 844 | $234K | 0.0% | $277.25 | $226.90 | — | COMMON STOCK USD.1 | 216648402 |
| CF | CF INDUSTRIES HOLDINGS INC | 4,226 | $230K | 0.0% | $54.42 * | $31.42 | +44.7% | COMMON STOCK USD.01 | 125269100 |
| SSNC | SS C TECHNOLOGIES HOLDINGS | 3,980 | $226K | 0.0% | $56.78 | $50.62 | +12.3% | COMMON STOCK USD.01 | 78467J100 |
| PNW | PINNACLE WEST CAPITAL | 2,841 | $225K | 0.0% | $79.20 * | $57.80 | +1.4% | COMMON STOCK | 723484101 |
| PPL | PPL CORP | 7,452 | $218K | 0.0% | $29.25 * | $22.77 | -6.2% | COMMON STOCK USD.01 | 69351T106 |
| MGM | MGM RESORTS INTERNATIONAL | 7,809 | $218K | 0.0% | $27.92 * | $30.60 | -11.6% | COMMON STOCK USD.01 | 552953101 |
| — | CBS CORP CLASS B NON VOTING | 3,756 | $216K | 0.0% | $57.51 | $53.84 | — | COMMON STOCK USD.001 | 124857202 |
| CMS | CMS ENERGY CORP | 4,353 | $213K | 0.0% | $48.93 * | $35.65 | +11.0% | COMMON STOCK USD.01 | 125896100 |
| MOS | MOSAIC CO/THE | 6,513 | $212K | 0.0% | $32.55 * | $21.38 | +33.9% | COMMON STOCK USD.01 | 61945C103 |
| TROW | T ROWE PRICE GROUP INC | 1,901 | $208K | 0.0% | $109.42 * | $67.01 | +22.6% | COMMON STOCK USD.2 | 74144T108 |
| WY | WEYERHAEUSER CO | 6,398 | $206K | 0.0% | $32.20 * | $24.98 | -2.8% | REIT USD1.25 | 962166104 |
| KEY | KEYCORP | 10,320 | $205K | 0.0% | $19.86 * | $13.43 | +4.9% | COMMON STOCK USD1.0 | 493267108 |
| MSI | MOTOROLA SOLUTIONS INC | 1,572 | $205K | 0.0% | $130.41 * | $111.85 | +5.6% | COMMON STOCK USD.01 | 620076307 |
| — | FLEETCOR TECHNOLOGIES INC | 900 | $205K | 0.0% | $227.78 | $227.78 | — | COMMON STOCK USD.001 | 339041105 |
| WTW | WILLIS TOWERS WATSON PLC | 1,444 | $204K | 0.0% | $141.27 * | $133.08 | -4.0% | COMMON STOCK USD.000304635 | G96629103 |
| NEM | NEWMONT MINING CORP | 6,712 | $203K | 0.0% | $30.24 * | $28.31 | -14.4% | COMMON STOCK USD1.6 | 651639106 |
| — | NOBLE ENERGY INC | 6,508 | $203K | 0.0% | $31.19 | $36.39 | — | COMMON STOCK USD.01 | 655044105 |
| FAST | FASTENAL CO | 3,502 | $203K | 0.0% | $57.97 * | $10.99 | +9.4% | COMMON STOCK USD.01 | 311900104 |
| — | KELLOGG CO | 2,873 | $201K | 0.0% | $69.96 * | $45.40 | +11.0% | COMMON STOCK USD.25 | 487836108 |
| — | TWITTER INC | 6,993 | $199K | 0.0% | $28.46 | $43.65 | — | COMMON STOCK USD.000005 | 90184L102 |
| SBAC | SBA COMMUNICATIONS CORP | 1,227 | $197K | 0.0% | $160.55 * | $142.50 | +4.1% | REIT USD.01 | 78410G104 |
| ULTA | ULTA BEAUTY INC | 692 | $195K | 0.0% | $281.79 | $241.51 | +16.8% | COMMON STOCK USD.01 | 90384S303 |
| — | MARATHON OIL CORP | 8,358 | $195K | 0.0% | $23.33 | $13.08 | — | COMMON STOCK USD1.0 | 565849106 |
| XYL | XYLEM INC | 2,409 | $192K | 0.0% | $79.70 * | $66.96 | +9.3% | COMMON STOCK | 98419M100 |
| CINF | CINCINNATI FINANCIAL CORP | 2,498 | $192K | 0.0% | $76.86 * | $59.56 | +7.1% | COMMON STOCK USD2.0 | 172062101 |
| AEE | AMEREN CORPORATION | 2,953 | $187K | 0.0% | $63.33 * | $44.36 | +16.1% | COMMON STOCK USD.01 | 023608102 |
| MKC | MCCORMICK CO NON VTG SHRS | 1,416 | $187K | 0.0% | $132.06 * | $53.63 | +6.8% | COMMON STOCK | 579780206 |
| NFG | NATIONAL FUEL GAS CO | 3,300 | $185K | 0.0% | $56.06 | $55.18 | +1.6% | COMMON STOCK USD1.0 | 636180101 |
| EXPE | EXPEDIA GROUP INC | 1,410 | $184K | 0.0% | $130.50 * | $123.32 | +3.1% | COMMON STOCK USD.001 | 30212P303 |
| DLTR | DOLLAR TREE INC | 2,206 | $180K | 0.0% | $81.60 | $90.00 | -9.4% | COMMON STOCK USD.01 | 256746108 |
| — | J.C. PENNEY CO INC | 106,700 | $177K | 0.0% | $1.66 | $4.39 | — | COMMON STOCK USD.5 | 708160106 |
| LEN | LENNAR CORP A | 3,799 | $177K | 0.0% | $46.59 * | $51.94 | -20.2% | COMMON STOCK USD.1 | 526057104 |
| — | TWENTY FIRST CENTURY FOX B | 3,749 | $172K | 0.0% | $45.88 | $47.75 | — | COMMON STOCK USD.01 | 90130A200 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $172K | 0.0% | $8.60 | $14.71 | — | ADR | 035128206 |
| EQT | EQT CORP | 3,876 | $171K | 0.0% | $44.12 * | $27.54 | -19.2% | COMMON STOCK | 26884L109 |
| WDC | WESTERN DIGITAL CORP | 2,862 | $168K | 0.0% | $58.70 * | $55.12 | -25.1% | COMMON STOCK USD.01 | 958102105 |
| HSIC | HENRY SCHEIN INC | 1,948 | $166K | 0.0% | $85.22 * | $66.17 | +0.8% | COMMON STOCK USD.01 | 806407102 |
| TFX | TELEFLEX INC | 600 | $160K | 0.0% | $266.67 * | $209.15 | +22.0% | COMMON STOCK USD1.0 | 879369106 |
| — | RITE AID CORP | 123,837 | $159K | 0.0% | $1.28 | $3.39 | — | COMMON STOCK USD1.0 | 767754104 |
| URI | UNITED RENTALS INC | 958 | $157K | 0.0% | $163.88 * | $75.62 | +109.5% | COMMON STOCK USD.01 | 911363109 |
| CAG | CONAGRA BRANDS INC | 4,586 | $156K | 0.0% | $34.02 * | $27.39 | -7.1% | COMMON STOCK USD5.0 | 205887102 |
| COR | AMERISOURCEBERGEN CORP | 1,679 | $155K | 0.0% | $92.32 * | $67.25 | +6.7% | COMMON STOCK USD.01 | 03073E105 |
| AAP | ADVANCE AUTO PARTS INC | 908 | $153K | 0.0% | $168.50 * | $101.77 | +45.6% | COMMON STOCK USD.0001 | 00751Y106 |
| AMP | AMERIPRISE FINANCIAL INC | 1,021 | $151K | 0.0% | $147.89 * | $129.67 | -0.7% | COMMON STOCK USD.01 | 03076C106 |
| CHD | CHURCH DWIGHT CO INC | 2,478 | $147K | 0.0% | $59.32 * | $44.77 | +21.5% | COMMON STOCK USD1.0 | 171340102 |
| HBAN | HUNTINGTON BANCSHARES INC | 9,657 | $144K | 0.0% | $14.91 * | $9.97 | +7.1% | COMMON STOCK USD.01 | 446150104 |
| — | LABORATORY CRP OF AMER HLDGS | 815 | $142K | 0.0% | $174.23 | $160.45 | — | COMMON STOCK USD.1 | 50540R409 |
| PFG | PRINCIPAL FINANCIAL GROUP | 2,356 | $138K | 0.0% | $58.57 * | $46.02 | -4.0% | COMMON STOCK USD.01 | 74251V102 |
| QRVO | QORVO INC | 1,775 | $136K | 0.0% | $76.62 | $74.98 | +2.5% | COMMON STOCK USD.0001 | 74736K101 |
| DGX | QUEST DIAGNOSTICS INC | 1,202 | $130K | 0.0% | $108.15 * | $82.46 | +12.9% | COMMON STOCK USD.01 | 74834L100 |
| — | DISH NETWORK CORP A | 3,646 | $130K | 0.0% | $35.66 | $35.66 | — | COMMON STOCK USD.01 | 25470M109 |
| — | SVB FINANCIAL GROUP | 418 | $130K | 0.0% | $311.00 | $233.85 | — | COMMON STOCK USD.001 | 78486Q101 |
| — | TIFFANY CO | 1,008 | $130K | 0.0% | $128.97 | $102.72 | — | COMMON STOCK USD.01 | 886547108 |
| DVA | DAVITA INC | 1,791 | $128K | 0.0% | $71.47 | $66.39 | +7.9% | COMMON STOCK USD.001 | 23918K108 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 2,229 | $128K | 0.0% | $57.42 | $54.46 | +5.4% | COMMON STOCK USD.001 | G66721104 |
| BEN | FRANKLIN RESOURCES INC | 4,168 | $127K | 0.0% | $30.47 * | $27.55 | -21.3% | COMMON STOCK USD.1 | 354613101 |
| TPR | TAPESTRY INC | 2,496 | $125K | 0.0% | $50.08 * | $34.51 | +19.6% | COMMON STOCK USD.01 | 876030107 |
| — | NAVIGATORS GROUP INC | 1,806 | $125K | 0.0% | $69.21 | $69.21 | — | COMMON STOCK USD.1 | 638904102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 1,699 | $124K | 0.0% | $72.98 | $69.39 | +5.4% | COMMON STOCK USD.01 | 00971T101 |
| — | STERICYCLE INC | 2,089 | $123K | 0.0% | $58.88 | $66.77 | — | COMMON STOCK USD.01 | 858912108 |
| PVH | PVH CORP | 844 | $122K | 0.0% | $144.55 | $126.53 | +12.9% | COMMON STOCK USD1.0 | 693656100 |
| — | CIMAREX ENERGY CO | 1,317 | $122K | 0.0% | $92.63 | $95.52 | — | COMMON STOCK USD.01 | 171798101 |
| PRGO | PERRIGO CO PLC | 1,705 | $121K | 0.0% | $70.97 | $82.46 | -14.1% | COMMON STOCK EUR.001 | G97822103 |
| IVZ | INVESCO LTD | 5,236 | $120K | 0.0% | $22.92 * | $23.58 | -31.7% | COMMON STOCK USD.2 | G491BT108 |
| NXPI | NXP SEMICONDUCTORS NV | 1,397 | $119K | 0.0% | $85.18 * | $90.44 | -15.8% | COMMON STOCK | N6596X109 |
| LEG | LEGGETT PLATT INC | 2,623 | $115K | 0.0% | $43.84 | $43.28 | +1.2% | COMMON STOCK USD.01 | 524660107 |
| — | NIELSEN HOLDINGS PLC | 4,056 | $112K | 0.0% | $27.61 | $33.35 | — | COMMON STOCK EUR.07 | G6518L108 |
| — | HANESBRANDS INC | 6,050 | $112K | 0.0% | $18.51 | $23.81 | — | COMMON STOCK USD.01 | 410345102 |
| — | KANSAS CITY SOUTHERN | 972 | $110K | 0.0% | $113.17 | $104.93 | — | COMMON STOCK USD.01 | 485170302 |
| NWL | NEWELL BRANDS INC | 5,442 | $110K | 0.0% | $20.21 * | $22.45 | -35.7% | COMMON STOCK USD1.0 | 651229106 |
| — | ARISTA NETWORKS INC | 409 | $109K | 0.0% | $266.50 | $266.50 | — | COMMON STOCK USD.0001 | 040413106 |
| — | NEKTAR THERAPEUTICS | 1,717 | $105K | 0.0% | $61.15 | $106.27 | — | COMMON STOCK USD.0001 | 640268108 |
| — | ION GEOPHYSICAL CORP | 6,683 | $104K | 0.0% | $15.56 | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| — | GULFPORT ENERGY CORP | 9,900 | $103K | 0.0% | $10.40 | $10.40 | — | COMMON STOCK USD.01 | 402635304 |
| ALK | ALASKA AIR GROUP INC | 1,451 | $100K | 0.0% | $68.92 * | $61.40 | +8.6% | COMMON STOCK USD.01 | 011659109 |
| AJG | ARTHUR J GALLAGHER CO | 1,322 | $98,000 | 0.0% | $74.13 * | $60.67 | +11.5% | COMMON STOCK USD1.0 | 363576109 |
| — | TOTAL SYSTEM SERVICES INC | 991 | $98,000 | 0.0% | $98.89 | $63.83 | — | COMMON STOCK USD.1 | 891906109 |
| — | JUNIPER NETWORKS INC | 3,253 | $97,000 | 0.0% | $29.82 | $27.84 | — | COMMON STOCK USD.00001 | 48203R104 |
| — | ARCONIC INC | 4,382 | $96,000 | 0.0% | $21.91 | $21.91 | — | COMMON STOCK | 03965L100 |
| FLS | FLOWSERVE CORP | 1,668 | $91,000 | 0.0% | $54.56 * | $37.33 | +25.8% | COMMON STOCK USD1.25 | 34354P105 |
| COTY | COTY INC CL A | 7,213 | $91,000 | 0.0% | $12.62 * | $11.99 | -2.3% | COMMON STOCK USD.01 | 222070203 |
| NRG | NRG ENERGY INC | 2,345 | $88,000 | 0.0% | $37.53 * | $21.83 | +42.3% | COMMON STOCK USD.01 | 629377508 |
| WHR | WHIRLPOOL CORP | 744 | $88,000 | 0.0% | $118.28 | $173.84 | -31.7% | COMMON STOCK USD1.0 | 963320106 |
| — | INTERPUBLIC GROUP OF COS INC | 3,790 | $87,000 | 0.0% | $22.96 * | $16.37 | +4.6% | COMMON STOCK USD.1 | 460690100 |
| — | L BRANDS INC | 2,834 | $86,000 | 0.0% | $30.35 | $46.27 | — | COMMON STOCK USD.5 | 501797104 |
| — | NORDSTROM INC | 1,365 | $82,000 | 0.0% | $60.07 | $48.50 | — | COMMON STOCK | 655664100 |
| — | SCANA CORP | 2,082 | $81,000 | 0.0% | $38.90 | $44.83 | — | COMMON STOCK | 80589M102 |
| RJF | RAYMOND JAMES FINANCIAL INC | 885 | $81,000 | 0.0% | $91.53 * | $55.10 | -0.5% | COMMON STOCK USD.01 | 754730109 |
| AES | AES CORP | 5,536 | $78,000 | 0.0% | $14.09 * | $9.11 | +18.5% | COMMON STOCK USD.01 | 00130H105 |
| M | MACY S INC | 2,248 | $78,000 | 0.0% | $34.70 | $36.57 | -5.0% | COMMON STOCK USD.01 | 55616P104 |
| NDAQ | NASDAQ INC | 897 | $77,000 | 0.0% | $85.84 * | $21.27 | +20.6% | COMMON STOCK USD.01 | 631103108 |
| L | LOEWS CORP | 1,537 | $77,000 | 0.0% | $50.10 * | $48.76 | -0.2% | COMMON STOCK USD.01 | 540424108 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 583 | $77,000 | 0.0% | $132.08 * | $91.22 | +27.8% | COMMON STOCK USD.01 | 11133T103 |
| RL | RALPH LAUREN CORP | 536 | $74,000 | 0.0% | $138.06 * | $71.20 | +67.7% | COMMON STOCK USD.01 | 751212101 |
| — | E TRADE FINANCIAL CORP | 1,412 | $74,000 | 0.0% | $52.41 | $21.31 | — | COMMON STOCK USD.01 | 269246401 |
| MAC | MACERICH CO/THE | 1,315 | $73,000 | 0.0% | $55.51 | $58.89 | — | REIT USD.01 | 554382101 |
| TRIP | TRIPADVISOR INC | 1,424 | $73,000 | 0.0% | $51.26 * | $35.63 | +27.4% | COMMON STOCK USD.001 | 896945201 |
| EG | EVEREST RE GROUP LTD | 319 | $73,000 | 0.0% | $228.84 * | $184.57 | +6.8% | COMMON STOCK USD.01 | G3223R108 |
| — | APARTMENT INVT MGMT CO A | 1,639 | $72,000 | 0.0% | $43.93 | $43.46 | — | REIT USD.01 | 03748R101 |
| NI | NISOURCE INC | 2,870 | $72,000 | 0.0% | $25.09 * | $20.80 | -5.6% | COMMON STOCK USD.01 | 65473P105 |
| — | TORCHMARK CORP | 819 | $71,000 | 0.0% | $86.69 | $82.75 | — | COMMON STOCK USD1.0 | 891027104 |
| GT | GOODYEAR TIRE RUBBER CO | 2,978 | $70,000 | 0.0% | $23.51 | $27.74 | -15.7% | COMMON STOCK | 382550101 |
| — | PEOPLE S UNITED FINANCIAL | 3,988 | $68,000 | 0.0% | $17.05 | $17.05 | — | COMMON STOCK USD.01 | 712704105 |
| PWR | QUANTA SERVICES INC | 2,043 | $68,000 | 0.0% | $33.28 | $31.89 | +2.7% | COMMON STOCK USD.00001 | 74762E102 |
| — | TARENA INTERNATIONAL INC ADR | 8,046 | $65,000 | 0.0% | $8.08 | $18.48 | — | ADR USD.001 | 876108101 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 1,456 | $64,000 | 0.0% | $43.96 | $48.10 | -8.0% | COMMON STOCK USD.01 | 10922N103 |
| — | KLX ENERGY SERVICES HOLDING | 1,860 | $60,000 | 0.0% | $32.26 | $32.26 | — | COMMON STOCK USD.01 | 48253L106 |
| BWA | BORGWARNER INC | 1,342 | $57,000 | 0.0% | $42.47 * | $31.75 | +5.8% | COMMON STOCK USD.01 | 099724106 |
| KODK | EASTMAN KODAK CO | 18,376 | $57,000 | 0.0% | $3.10 | $8.53 | -63.7% | COMMON STOCK USD.01 | 277461406 |
| — | VALHI INC | 23,973 | $55,000 | 0.0% | $2.29 | $2.29 | — | COMMON STOCK USD.01 | 918905100 |
| — | GLOBALSTAR INC | 70,200 | $36,000 | 0.0% | $0.51 | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| TEVA | TEVA PHARMACEUTICAL SP ADR | 931 | $20,000 | 0.0% | $21.48 | $23.22 | -7.2% | ADR | 881624209 |
| — | SUPERVALU INC | 200 | $6,000 | 0.0% | $30.00 | $30.00 | — | COMMON STOCK USD.01 | 868536301 |