Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 1, 2019
Total Value: $4.083B (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 | $684M | 16.7% | $53.48 | $69.23 | — | COMMON STOCK USD.01 | 26078J100 |
| MSFT | MICROSOFT CORP | 896,750 | $91.08M | 2.2% | $101.57 * | $41.95 | +126.6% | COMMON STOCK USD.00000625 | 594918104 |
| AMZN | AMAZON.COM INC | 51,555 | $77.43M | 1.9% | $1501.97 * | $32.22 | +133.1% | COMMON STOCK USD.01 | 023135106 |
| AAPL | APPLE INC | 482,422 | $76.1M | 1.9% | $157.74 * | $22.18 | +69.1% | COMMON STOCK USD.00001 | 037833100 |
| GOOG | ALPHABET INC CL C | 65,124 | $67.44M | 1.7% | $1035.61 * | $37.36 | +37.6% | COMMON STOCK USD.001 | 02079K107 |
| EEM | ISHARES MSCI EMERGING MARKETS | 1,470,654 | $57.44M | 1.4% | $39.06 | $43.29 | -9.8% | ISHARES MSCI EMERGING MARKET | 464287234 |
| JNJ | JOHNSON JOHNSON | 384,148 | $49.57M | 1.2% | $129.05 * | $93.49 | +13.4% | COMMON STOCK USD1.0 | 478160104 |
| JPM | JPMORGAN CHASE CO | 484,725 | $47.32M | 1.2% | $97.62 * | $46.45 | +72.7% | COMMON STOCK USD1.0 | 46625H100 |
| V | VISA INC CLASS A SHARES | 348,882 | $46.03M | 1.1% | $131.94 * | $76.63 | +64.0% | COMMON STOCK USD.0001 | 92826C839 |
| UNH | UNITEDHEALTH GROUP INC | 159,139 | $39.65M | 1.0% | $249.12 * | $131.44 | +69.0% | COMMON STOCK USD.01 | 91324P102 |
| DAL | DELTA AIR LINES INC | 715,758 | $35.72M | 0.9% | $49.90 * | $34.10 | +37.7% | COMMON STOCK USD.0001 | 247361702 |
| HD | HOME DEPOT INC | 191,553 | $32.91M | 0.8% | $171.82 * | $108.46 | +33.4% | COMMON STOCK USD.05 | 437076102 |
| META | FACEBOOK INC CLASS A | 249,540 | $32.71M | 0.8% | $131.09 | $104.82 | +24.2% | COMMON STOCK USD.000006 | 30303M102 |
| CVX | CHEVRON CORP | 297,718 | $32.39M | 0.8% | $108.79 * | $75.62 | +5.8% | COMMON STOCK USD.75 | 166764100 |
| CMCSA | COMCAST CORP CLASS A | 918,918 | $31.29M | 0.8% | $34.05 * | $27.46 | +3.9% | COMMON STOCK USD.01 | 20030N101 |
| MA | MASTERCARD INC A | 154,484 | $29.14M | 0.7% | $188.65 * | $161.34 | +12.4% | COMMON STOCK USD.0001 | 57636Q104 |
| CSCO | CISCO SYSTEMS INC | 650,612 | $28.19M | 0.7% | $43.33 * | $25.60 | +36.6% | COMMON STOCK USD.001 | 17275R102 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 131,696 | $26.89M | 0.7% | $204.18 | $153.06 | +33.4% | COMMON STOCK USD.0033 | 084670702 |
| — | INGERSOLL RAND PLC | 286,170 | $26.11M | 0.6% | $91.23 | $79.28 | — | COMMON STOCK USD1.0 | G47791101 |
| AME | AMETEK INC | 377,841 | $25.58M | 0.6% | $67.70 * | $65.80 | -1.8% | COMMON STOCK USD.01 | 031100100 |
| MRK | MERCK CO. INC. | 334,622 | $25.57M | 0.6% | $76.41 * | $37.96 | +54.6% | COMMON STOCK USD.5 | 58933Y105 |
| AMT | AMERICAN TOWER CORP | 158,564 | $25.08M | 0.6% | $158.19 * | $96.55 | +36.4% | REIT USD.01 | 03027X100 |
| ELV | ANTHEM INC | 92,417 | $24.27M | 0.6% | $262.62 * | $208.55 | +14.8% | COMMON STOCK USD.01 | 036752103 |
| BAC | BANK OF AMERICA CORP | 983,903 | $24.24M | 0.6% | $24.64 * | $15.78 | +31.8% | COMMON STOCK USD.01 | 060505104 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 590,696 | $21.8M | 0.5% | $36.91 | $21.82 | +69.2% | ADR | 874039100 |
| STZ | CONSTELLATION BRANDS INC A | 134,490 | $21.63M | 0.5% | $160.82 * | $159.25 | -10.0% | COMMON STOCK USD.01 | 21036P108 |
| DE | DEERE CO | 142,609 | $21.27M | 0.5% | $149.17 * | $139.44 | -3.3% | COMMON STOCK USD1.0 | 244199105 |
| HON | HONEYWELL INTERNATIONAL INC | 160,407 | $21.19M | 0.5% | $132.12 * | $86.65 | +24.3% | COMMON STOCK USD1.0 | 438516106 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 152,733 | $20.93M | 0.5% | $137.07 | $148.49 | -7.7% | ADR USD.000025 | 01609W102 |
| C | CITIGROUP INC | 393,869 | $20.5M | 0.5% | $52.06 * | $39.24 | +3.7% | COMMON STOCK USD.01 | 172967424 |
| BF/B | BROWN FORMAN CORP CLASS B | 416,031 | $19.8M | 0.5% | $47.58 * | $44.42 | -4.9% | COMMON STOCK USD.15 | 115637209 |
| COP | CONOCOPHILLIPS | 302,373 | $18.85M | 0.5% | $62.35 * | $38.74 | +26.4% | COMMON STOCK USD.01 | 20825C104 |
| CSX | CSX CORP | 300,910 | $18.7M | 0.5% | $62.13 * | $17.68 | +6.6% | COMMON STOCK USD1.0 | 126408103 |
| BDX | BECTON DICKINSON AND CO | 82,768 | $18.65M | 0.5% | $225.32 * | $164.51 | +20.1% | COMMON STOCK USD1.0 | 075887109 |
| ABT | ABBOTT LABORATORIES | 255,820 | $18.5M | 0.5% | $72.33 * | $46.04 | +39.0% | COMMON STOCK | 002824100 |
| — | UNITED TECHNOLOGIES CORP | 170,253 | $18.13M | 0.4% | $106.48 | $112.33 | — | COMMON STOCK USD1.0 | 913017109 |
| COST | COSTCO WHOLESALE CORP | 88,198 | $17.97M | 0.4% | $203.71 * | $160.26 | +15.1% | COMMON STOCK USD.005 | 22160K105 |
| ADBE | ADOBE INC | 78,512 | $17.76M | 0.4% | $226.25 | $219.74 | +3.0% | COMMON STOCK USD.0001 | 00724F101 |
| EXC | EXELON CORP | 384,785 | $17.35M | 0.4% | $45.10 * | $17.04 | +47.7% | COMMON STOCK | 30161N101 |
| PG | PROCTER GAMBLE CO/THE | 186,079 | $17.1M | 0.4% | $91.92 * | $67.30 | +14.4% | COMMON STOCK | 742718109 |
| DHR | DANAHER CORP | 163,728 | $16.88M | 0.4% | $103.12 * | $79.07 | +12.1% | COMMON STOCK USD.01 | 235851102 |
| TXN | TEXAS INSTRUMENTS INC | 172,668 | $16.32M | 0.4% | $94.50 * | $50.20 | +54.3% | COMMON STOCK USD1.0 | 882508104 |
| EFA | ISHARES MSCI EAFE ETF | 274,581 | $16.14M | 0.4% | $58.78 | $67.51 | -12.9% | ISHARES MSCI EAFE ETF | 464287465 |
| MPC | MARATHON PETROLEUM CORP | 264,178 | $15.59M | 0.4% | $59.01 * | $54.43 | -13.4% | COMMON STOCK USD.01 | 56585A102 |
| AXP | AMERICAN EXPRESS CO | 156,289 | $14.9M | 0.4% | $95.32 * | $93.59 | -7.5% | COMMON STOCK USD.2 | 025816109 |
| TJX | TJX COMPANIES INC | 331,369 | $14.82M | 0.4% | $44.74 * | $39.50 | +3.1% | COMMON STOCK USD1.0 | 872540109 |
| ALLE | ALLEGION PLC | 181,485 | $14.47M | 0.4% | $79.71 * | $66.15 | +10.4% | COMMON STOCK USD.01 | G0176J109 |
| EL | ESTEE LAUDER COMPANIES CL A | 103,265 | $13.44M | 0.3% | $130.10 * | $88.41 | +34.7% | COMMON STOCK USD.01 | 518439104 |
| DIS | WALT DISNEY CO/THE | 122,162 | $13.39M | 0.3% | $109.65 * | $88.44 | +19.7% | COMMON STOCK USD.01 | 254687106 |
| ADI | ANALOG DEVICES INC | 152,474 | $13.09M | 0.3% | $85.83 * | $74.38 | +1.5% | COMMON STOCK USD.167 | 032654105 |
| PEP | PEPSICO INC | 117,423 | $12.97M | 0.3% | $110.48 * | $81.42 | +9.8% | COMMON STOCK USD.017 | 713448108 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 254,283 | $12.85M | 0.3% | $50.52 * | $30.21 | -16.4% | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| XOM | EXXON MOBIL CORP | 186,985 | $12.75M | 0.3% | $68.19 * | $54.35 | -9.4% | COMMON STOCK | 30231G102 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 310,344 | $12.42M | 0.3% | $40.03 * | $34.21 | -1.2% | COMMON STOCK | 609207105 |
| GS | GOLDMAN SACHS GROUP INC | 73,984 | $12.36M | 0.3% | $167.05 * | $169.84 | -16.4% | COMMON STOCK USD.01 | 38141G104 |
| T | AT T INC | 430,891 | $12.3M | 0.3% | $28.54 * | $13.56 | -4.1% | COMMON STOCK USD1.0 | 00206R102 |
| — | US CONCRETE INC | 344,368 | $12.15M | 0.3% | $35.28 | $23.28 | — | COMMON STOCK USD.001 | 90333L201 |
| SPG | SIMON PROPERTY GROUP INC | 70,813 | $11.9M | 0.3% | $167.99 * | $107.91 | +5.9% | REIT USD.0001 | 828806109 |
| AMGN | AMGEN INC | 61,098 | $11.89M | 0.3% | $194.67 * | $117.45 | +33.7% | COMMON STOCK USD.0001 | 031162100 |
| MRSH | MARSH MCLENNAN COS | 145,563 | $11.61M | 0.3% | $79.75 * | $72.06 | -1.3% | COMMON STOCK USD1.0 | 571748102 |
| PRU | PRUDENTIAL FINANCIAL INC | 140,042 | $11.42M | 0.3% | $81.55 * | $64.27 | -10.3% | COMMON STOCK USD.01 | 744320102 |
| CLX | CLOROX COMPANY | 73,402 | $11.31M | 0.3% | $154.14 * | $108.54 | +15.6% | COMMON STOCK USD1.0 | 189054109 |
| ORCL | ORACLE CORP | 243,814 | $11.01M | 0.3% | $45.15 * | $29.64 | +37.3% | COMMON STOCK USD.01 | 68389X105 |
| VOO | VANGUARD S P 500 ETF | 47,693 | $10.96M | 0.3% | $229.80 | $228.67 | +0.5% | VANGUARD S+P 500 ETF | 922908363 |
| MCD | MCDONALD S CORP | 61,187 | $10.87M | 0.3% | $177.57 * | $126.25 | +19.5% | COMMON STOCK USD.01 | 580135101 |
| TDG | TRANSDIGM GROUP INC | 31,918 | $10.85M | 0.3% | $340.06 * | $244.86 | +3.1% | COMMON STOCK USD.01 | 893641100 |
| VRTX | VERTEX PHARMACEUTICALS INC | 65,264 | $10.81M | 0.3% | $165.71 | $152.21 | +8.9% | COMMON STOCK USD.01 | 92532F100 |
| PH | PARKER HANNIFIN CORP | 72,093 | $10.75M | 0.3% | $149.14 * | $118.18 | +13.7% | COMMON STOCK USD.5 | 701094104 |
| NFLX | NETFLIX INC | 40,034 | $10.72M | 0.3% | $267.67 * | $30.59 | -12.5% | COMMON STOCK USD.001 | 64110L106 |
| INTC | INTEL CORP | 228,144 | $10.71M | 0.3% | $46.93 * | $31.38 | +28.7% | COMMON STOCK USD.001 | 458140100 |
| GD | GENERAL DYNAMICS CORP | 67,598 | $10.63M | 0.3% | $157.21 * | $119.79 | +11.4% | COMMON STOCK USD1.0 | 369550108 |
| CRM | SALESFORCE.COM INC | 76,649 | $10.5M | 0.3% | $136.98 | $105.53 | +28.2% | COMMON STOCK USD.001 | 79466L302 |
| AZO | AUTOZONE INC | 12,089 | $10.13M | 0.2% | $838.37 | $684.60 | +22.5% | COMMON STOCK USD.01 | 053332102 |
| EXR | EXTRA SPACE STORAGE INC | 109,962 | $9.949M | 0.2% | $90.48 * | $55.49 | +25.7% | REIT USD.01 | 30225T102 |
| TX | TERNIUM SA SPONSORED ADR | 346,813 | $9.399M | 0.2% | $27.10 | $24.85 | +9.0% | ADR USD1.0 | 880890108 |
| SLB | SCHLUMBERGER LTD | 257,653 | $9.296M | 0.2% | $36.08 * | $59.51 | -50.2% | COMMON STOCK USD.01 | 806857108 |
| — | TWENTY FIRST CENTURY FOX A | 193,159 | $9.295M | 0.2% | $48.12 | $31.77 | — | COMMON STOCK USD.01 | 90130A101 |
| ORLY | O REILLY AUTOMOTIVE INC | 26,374 | $9.081M | 0.2% | $344.32 * | $20.57 | +11.6% | COMMON STOCK USD.01 | 67103H107 |
| WAT | WATERS CORP | 48,129 | $9.08M | 0.2% | $188.66 | $196.24 | -3.9% | COMMON STOCK USD.01 | 941848103 |
| — | CELGENE CORP | 138,402 | $8.87M | 0.2% | $64.09 | $104.71 | — | COMMON STOCK USD.01 | 151020104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 116,203 | $8.754M | 0.2% | $75.33 * | $69.30 | -0.6% | COMMON STOCK USD.01 | 45866F104 |
| — | CORESITE REALTY CORP | 100,333 | $8.752M | 0.2% | $87.23 | $94.20 | — | REIT USD.01 | 21870Q105 |
| PHM | PULTEGROUP INC | 332,615 | $8.645M | 0.2% | $25.99 * | $23.54 | +2.4% | COMMON STOCK USD.01 | 745867101 |
| LLY | ELI LILLY CO | 74,539 | $8.626M | 0.2% | $115.72 * | $73.18 | +43.9% | COMMON STOCK | 532457108 |
| — | BLACKROCK INC | 21,688 | $8.519M | 0.2% | $392.80 | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 270,940 | $8.518M | 0.2% | $31.44 * | $26.42 | -15.4% | COMMON STOCK USD.0001 | 31620R303 |
| VZ | VERIZON COMMUNICATIONS INC | 150,684 | $8.471M | 0.2% | $56.22 * | $28.43 | +34.7% | COMMON STOCK USD.1 | 92343V104 |
| PLD | PROLOGIS INC | 144,088 | $8.461M | 0.2% | $58.72 * | $41.95 | +15.5% | REIT USD.01 | 74340W103 |
| GOOGL | ALPHABET INC CL A | 8,030 | $8.391M | 0.2% | $1044.96 * | $40.11 | +29.3% | COMMON STOCK USD.001 | 02079K305 |
| PKG | PACKAGING CORP OF AMERICA | 100,069 | $8.352M | 0.2% | $83.46 * | $77.58 | -13.0% | COMMON STOCK USD.01 | 695156109 |
| AEP | AMERICAN ELECTRIC POWER | 111,391 | $8.325M | 0.2% | $74.74 * | $45.59 | +28.1% | COMMON STOCK USD6.5 | 025537101 |
| ABBV | ABBVIE INC | 89,313 | $8.234M | 0.2% | $92.19 * | $53.76 | +26.5% | COMMON STOCK USD.01 | 00287Y109 |
| — | WALGREENS BOOTS ALLIANCE INC | 120,445 | $8.23M | 0.2% | $68.33 | $72.87 | — | COMMON STOCK USD.01 | 931427108 |
| BA | BOEING CO/THE | 25,400 | $8.192M | 0.2% | $322.52 * | $149.48 | +109.6% | COMMON STOCK USD5.0 | 097023105 |
| MTD | METTLER TOLEDO INTERNATIONAL | 13,811 | $7.811M | 0.2% | $565.56 | $576.25 | -1.9% | COMMON STOCK USD.01 | 592688105 |
| EQIX | EQUINIX INC | 21,987 | $7.752M | 0.2% | $352.57 * | $329.86 | -6.3% | REIT USD.001 | 29444U700 |
| CFG | CITIZENS FINANCIAL GROUP | 259,918 | $7.727M | 0.2% | $29.73 * | $25.17 | -13.2% | COMMON STOCK USD.01 | 174610105 |
| MS | MORGAN STANLEY | 194,323 | $7.705M | 0.2% | $39.65 * | $36.95 | -13.7% | COMMON STOCK USD.01 | 617446448 |
| HSY | HERSHEY CO/THE | 71,798 | $7.695M | 0.2% | $107.18 * | $84.12 | +8.3% | COMMON STOCK USD1.0 | 427866108 |
| WM | WASTE MANAGEMENT INC | 86,201 | $7.671M | 0.2% | $88.99 * | $69.29 | +14.4% | COMMON STOCK USD.01 | 94106L109 |
| MO | ALTRIA GROUP INC | 153,743 | $7.593M | 0.2% | $49.39 * | $34.02 | -15.7% | COMMON STOCK USD.333 | 02209S103 |
| PPG | PPG INDUSTRIES INC | 72,675 | $7.43M | 0.2% | $102.24 * | $88.81 | +0.7% | COMMON STOCK USD1.67 | 693506107 |
| PSA | PUBLIC STORAGE | 36,428 | $7.373M | 0.2% | $202.40 * | $134.49 | +12.8% | REIT USD.1 | 74460D109 |
| APD | AIR PRODUCTS CHEMICALS INC | 45,325 | $7.254M | 0.2% | $160.04 * | $132.58 | +2.1% | COMMON STOCK USD1.0 | 009158106 |
| SHW | SHERWIN WILLIAMS CO/THE | 18,172 | $7.15M | 0.2% | $393.46 * | $124.97 | -1.4% | COMMON STOCK USD1.0 | 824348106 |
| — | TE CONNECTIVITY LTD | 94,512 | $7.148M | 0.2% | $75.63 | $76.01 | — | COMMON STOCK CHF.57 | H84989104 |
| KMI | KINDER MORGAN INC | 462,661 | $7.116M | 0.2% | $15.38 * | $11.57 | -11.7% | COMMON STOCK USD.01 | 49456B101 |
| EME | EMCOR GROUP INC | 118,402 | $7.067M | 0.2% | $59.69 * | $75.81 | -23.3% | COMMON STOCK USD.01 | 29084Q100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 16,118 | $6.96M | 0.2% | $431.82 * | $9.38 | -7.9% | COMMON STOCK USD.01 | 169656105 |
| DPZ | DOMINO S PIZZA INC | 27,825 | $6.9M | 0.2% | $247.98 * | $211.07 | +8.3% | COMMON STOCK USD.01 | 25754A201 |
| — | RAYTHEON COMPANY | 44,733 | $6.86M | 0.2% | $153.35 | $155.73 | — | COMMON STOCK USD.01 | 755111507 |
| COF | CAPITAL ONE FINANCIAL CORP | 89,597 | $6.773M | 0.2% | $75.59 * | $61.59 | +8.7% | COMMON STOCK USD.01 | 14040H105 |
| MDT | MEDTRONIC PLC | 73,146 | $6.653M | 0.2% | $90.96 * | $73.78 | +2.3% | COMMON STOCK USD.1 | G5960L103 |
| LII | LENNOX INTERNATIONAL INC | 30,233 | $6.617M | 0.2% | $218.87 * | $186.87 | +7.7% | COMMON STOCK USD.01 | 526107107 |
| TMO | THERMO FISHER SCIENTIFIC INC | 29,521 | $6.607M | 0.2% | $223.81 | $196.47 | +11.9% | COMMON STOCK USD1.0 | 883556102 |
| APH | AMPHENOL CORP CL A | 81,487 | $6.602M | 0.2% | $81.02 * | $20.44 | -7.3% | COMMON STOCK USD.001 | 032095101 |
| CCK | CROWN HOLDINGS INC | 158,561 | $6.591M | 0.2% | $41.57 * | $51.03 | -22.6% | COMMON STOCK USD5.0 | 228368106 |
| IEX | IDEX CORP | 52,161 | $6.586M | 0.2% | $126.26 * | $122.79 | -5.6% | COMMON STOCK USD.01 | 45167R104 |
| MSCI | MSCI INC | 44,241 | $6.522M | 0.2% | $147.42 * | $144.55 | -5.0% | COMMON STOCK USD.01 | 55354G100 |
| NKE | NIKE INC CL B | 87,866 | $6.514M | 0.2% | $74.14 * | $67.06 | +0.9% | COMMON STOCK | 654106103 |
| NVDA | NVIDIA CORP | 48,737 | $6.506M | 0.2% | $133.49 * | $4.03 | -18.0% | COMMON STOCK USD.001 | 67066G104 |
| AOS | SMITH (A.O.) CORP | 140,756 | $6.01M | 0.1% | $42.70 * | $42.82 | -12.4% | COMMON STOCK USD1.0 | 831865209 |
| PGR | PROGRESSIVE CORP | 99,010 | $5.973M | 0.1% | $60.33 * | $46.72 | +1.8% | COMMON STOCK USD1.0 | 743315103 |
| AVB | AVALONBAY COMMUNITIES INC | 34,316 | $5.973M | 0.1% | $174.06 * | $133.59 | +2.6% | REIT USD.01 | 053484101 |
| SPGI | S P GLOBAL INC | 35,141 | $5.972M | 0.1% | $169.94 * | $178.57 | -10.3% | COMMON STOCK USD1.0 | 78409V104 |
| PFE | PFIZER INC | 136,313 | $5.95M | 0.1% | $43.65 * | $17.78 | +69.0% | COMMON STOCK USD.05 | 717081103 |
| STLD | STEEL DYNAMICS INC | 197,600 | $5.936M | 0.1% | $30.04 * | $27.66 | -6.3% | COMMON STOCK USD.005 | 858119100 |
| MPT | MEDICAL PROPERTIES TRUST INC | 368,327 | $5.923M | 0.1% | $16.08 | $13.42 | — | REIT USD.001 | 58463J304 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 56,944 | $5.906M | 0.1% | $103.72 * | $105.68 | -9.9% | COMMON STOCK USD.01 | 98956P102 |
| CVS | CVS HEALTH CORP | 89,255 | $5.848M | 0.1% | $65.52 * | $57.41 | -9.0% | COMMON STOCK USD.01 | 126650100 |
| ACWI | ISHARES MSCI ACWI ETF | 90,490 | $5.806M | 0.1% | $64.16 | $71.09 | -9.7% | ISHARES MSCI ACWI ETF | 464288257 |
| EQR | EQUITY RESIDENTIAL | 87,166 | $5.754M | 0.1% | $66.01 * | $47.69 | +6.6% | REIT USD.01 | 29476L107 |
| ROST | ROSS STORES INC | 68,218 | $5.676M | 0.1% | $83.20 * | $77.40 | +0.3% | COMMON STOCK USD.01 | 778296103 |
| BMY | BRISTOL MYERS SQUIBB CO | 108,967 | $5.664M | 0.1% | $51.98 * | $44.89 | -11.6% | COMMON STOCK USD.1 | 110122108 |
| AMAT | APPLIED MATERIALS INC | 172,607 | $5.651M | 0.1% | $32.74 * | $30.31 | +0.2% | COMMON STOCK USD.01 | 038222105 |
| 1741046D | STERIS PLC | 52,728 | $5.634M | 0.1% | $106.85 | $92.56 | — | COMMON STOCK | G84720104 |
| — | CITRIX SYSTEMS INC | 54,950 | $5.63M | 0.1% | $102.46 | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| — | DISCOVER FINANCIAL SERVICES | 94,649 | $5.582M | 0.1% | $58.98 | $62.46 | — | COMMON STOCK USD.01 | 254709108 |
| ESS | ESSEX PROPERTY TRUST INC | 22,509 | $5.519M | 0.1% | $245.19 * | $172.53 | +11.9% | REIT USD.0001 | 297178105 |
| CTAS | CINTAS CORP | 32,680 | $5.49M | 0.1% | $167.99 * | $20.27 | +94.0% | COMMON STOCK | 172908105 |
| CRI | CARTER S INC | 66,228 | $5.406M | 0.1% | $81.63 * | $75.48 | -12.9% | COMMON STOCK USD.01 | 146229109 |
| BSX | BOSTON SCIENTIFIC CORP | 152,945 | $5.405M | 0.1% | $35.34 | $27.29 | +29.5% | COMMON STOCK USD.01 | 101137107 |
| PSX | PHILLIPS 66 | 62,721 | $5.403M | 0.1% | $86.14 * | $78.11 | -16.9% | COMMON STOCK | 718546104 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 74,525 | $5.373M | 0.1% | $72.10 | $51.28 | — | COMMON STOCK USD.01 | 848574109 |
| — | PS BUSINESS PARKS INC/CA | 40,794 | $5.344M | 0.1% | $131.00 | $114.86 | — | REIT USD.01 | 69360J107 |
| MMS | MAXIMUS INC | 81,676 | $5.316M | 0.1% | $65.09 | $65.44 | -0.5% | COMMON STOCK | 577933104 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 27,786 | $5.288M | 0.1% | $190.31 * | $158.85 | +2.9% | COMMON STOCK USD.01 | 446413106 |
| RDN | RADIAN GROUP INC | 322,517 | $5.276M | 0.1% | $16.36 * | $12.97 | +4.5% | COMMON STOCK USD.001 | 750236101 |
| CL | COLGATE PALMOLIVE CO | 88,422 | $5.263M | 0.1% | $59.52 * | $56.07 | -10.1% | COMMON STOCK USD1.0 | 194162103 |
| CMA | COMERICA INC | 74,523 | $5.119M | 0.1% | $68.69 * | $57.99 | -15.2% | COMMON STOCK USD5.0 | 200340107 |
| PCAR | PACCAR INC | 89,525 | $5.115M | 0.1% | $57.13 * | $34.08 | -13.5% | COMMON STOCK USD1.0 | 693718108 |
| ALSN | ALLISON TRANSMISSION HOLDING | 116,397 | $5.111M | 0.1% | $43.91 * | $30.16 | +30.1% | COMMON STOCK USD.01 | 01973R101 |
| HUM | HUMANA INC | 17,807 | $5.101M | 0.1% | $286.46 * | $222.91 | +21.0% | COMMON STOCK USD.166 | 444859102 |
| ROP | ROPER TECHNOLOGIES INC | 19,058 | $5.079M | 0.1% | $266.50 * | $279.83 | -8.7% | COMMON STOCK USD.01 | 776696106 |
| JLL | JONES LANG LASALLE INC | 39,651 | $5.02M | 0.1% | $126.60 | $137.99 | -8.8% | COMMON STOCK USD.01 | 48020Q107 |
| VSH | VISHAY INTERTECHNOLOGY INC | 276,514 | $4.98M | 0.1% | $18.01 * | $18.05 | -13.5% | COMMON STOCK USD.1 | 928298108 |
| GWW | WW GRAINGER INC | 17,627 | $4.977M | 0.1% | $282.35 * | $223.41 | +15.2% | COMMON STOCK USD.5 | 384802104 |
| — | COLONY CAPITAL INC | 5,670,000 | $4.972M | 0.1% | $0.88 | $0.88 | — | SR UNSECURED 04/23 5 | 19624RAA4 |
| FAF | FIRST AMERICAN FINANCIAL | 110,791 | $4.946M | 0.1% | $44.64 * | $30.20 | +16.8% | COMMON STOCK USD.00001 | 31847R102 |
| RS | RELIANCE STEEL ALUMINUM | 68,781 | $4.895M | 0.1% | $71.17 | $79.13 | -10.1% | COMMON STOCK | 759509102 |
| ZTS | ZOETIS INC | 56,904 | $4.868M | 0.1% | $85.55 * | $84.04 | -3.8% | COMMON STOCK USD.01 | 98978V103 |
| BC | BRUNSWICK CORP | 103,958 | $4.829M | 0.1% | $46.45 * | $38.69 | +5.1% | COMMON STOCK USD.75 | 117043109 |
| FE | FIRSTENERGY CORP | 127,945 | $4.804M | 0.1% | $37.55 * | $21.59 | +30.6% | COMMON STOCK USD.1 | 337932107 |
| — | AXA EQUITABLE HOLDINGS INC | 287,200 | $4.776M | 0.1% | $16.63 | $16.63 | — | COMMON STOCK USD.01 | 054561105 |
| INGR | INGREDION INC | 52,214 | $4.772M | 0.1% | $91.39 | $100.08 | -8.7% | COMMON STOCK USD.01 | 457187102 |
| ODFL | OLD DOMINION FREIGHT LINE | 38,637 | $4.771M | 0.1% | $123.48 * | $39.47 | +1.0% | COMMON STOCK USD.1 | 679580100 |
| NTAP | NETAPP INC | 79,685 | $4.755M | 0.1% | $59.67 * | $55.78 | -12.1% | COMMON STOCK USD.001 | 64110D104 |
| VRSN | VERISIGN INC | 32,018 | $4.748M | 0.1% | $148.29 | $78.57 | +87.1% | COMMON STOCK USD.001 | 92343E102 |
| MAA | MID AMERICA APARTMENT COMM | 49,442 | $4.732M | 0.1% | $95.71 * | $73.39 | +2.5% | REIT USD.01 | 59522J103 |
| MCO | MOODY S CORP | 33,372 | $4.673M | 0.1% | $140.03 * | $128.08 | +3.0% | COMMON STOCK USD.01 | 615369105 |
| UGI | UGI CORP | 87,377 | $4.662M | 0.1% | $53.36 | $40.55 | +31.6% | COMMON STOCK | 902681105 |
| LYB | LYONDELLBASELL INDU CL A | 55,630 | $4.626M | 0.1% | $83.16 * | $45.97 | +15.7% | COMMON STOCK EUR.04 | N53745100 |
| — | BBVA BANCO FRANCES SA ADR | 408,307 | $4.626M | 0.1% | $11.33 | $24.03 | — | ADR | 07329M100 |
| FBIN | FORTUNE BRANDS HOME SECURI | 120,441 | $4.576M | 0.1% | $37.99 * | $42.56 | -31.4% | COMMON STOCK USD.01 | 34964C106 |
| HCA | HCA HEALTHCARE INC | 36,301 | $4.518M | 0.1% | $124.46 * | $62.00 | +88.8% | COMMON STOCK USD.01 | 40412C101 |
| VRSK | VERISK ANALYTICS INC | 41,359 | $4.51M | 0.1% | $109.05 * | $111.70 | -6.7% | COMMON STOCK USD.001 | 92345Y106 |
| — | UNIVAR INC | 252,390 | $4.477M | 0.1% | $17.74 | $28.78 | — | COMMON STOCK USD.01 | 91336L107 |
| ALL | ALLSTATE CORP | 54,050 | $4.466M | 0.1% | $82.63 * | $72.00 | -2.6% | COMMON STOCK USD.01 | 020002101 |
| — | FOOT LOCKER INC | 83,758 | $4.456M | 0.1% | $53.20 | $48.32 | — | COMMON STOCK USD.01 | 344849104 |
| — | TRANSMONTAIGNE PARTNERS LP | 109,500 | $4.444M | 0.1% | $40.58 | $40.58 | — | MLP | 89376V100 |
| FISV | FISERV INC | 60,270 | $4.429M | 0.1% | $73.49 | $72.20 | +1.8% | COMMON STOCK USD.01 | 337738108 |
| SCI | SERVICE CORP INTERNATIONAL | 109,583 | $4.412M | 0.1% | $40.26 | $38.94 | +3.4% | COMMON STOCK USD1.0 | 817565104 |
| BIDU | BAIDU INC SPON ADR | 27,723 | $4.397M | 0.1% | $158.60 | $209.89 | -24.4% | ADR USD.00005 | 056752108 |
| PM | PHILIP MORRIS INTERNATIONAL | 65,360 | $4.363M | 0.1% | $66.75 * | $58.21 | -20.2% | COMMON STOCK | 718172109 |
| BIIB | BIOGEN INC | 14,460 | $4.351M | 0.1% | $300.90 | $323.87 | -7.1% | COMMON STOCK USD.0005 | 09062X103 |
| KR | KROGER CO | 157,321 | $4.326M | 0.1% | $27.50 * | $25.32 | -6.6% | COMMON STOCK USD1.0 | 501044101 |
| DRI | DARDEN RESTAURANTS INC | 43,026 | $4.297M | 0.1% | $99.87 * | $88.96 | -7.8% | COMMON STOCK | 237194105 |
| USB | US BANCORP | 93,768 | $4.285M | 0.1% | $45.70 * | $30.15 | +13.6% | COMMON STOCK USD.01 | 902973304 |
| EIX | EDISON INTERNATIONAL | 75,270 | $4.273M | 0.1% | $56.77 * | $44.50 | -5.7% | COMMON STOCK | 281020107 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 94,582 | $4.263M | 0.1% | $45.07 * | $34.55 | +14.9% | COMMON STOCK USD.01 | 099502106 |
| ITW | ILLINOIS TOOL WORKS | 33,600 | $4.257M | 0.1% | $126.70 * | $114.02 | -6.0% | COMMON STOCK USD.01 | 452308109 |
| VST | VISTRA ENERGY CORP | 185,527 | $4.247M | 0.1% | $22.89 * | $19.66 | -0.4% | COMMON STOCK | 92840M102 |
| AAL | AMERICAN AIRLINES GROUP INC | 130,264 | $4.183M | 0.1% | $32.11 | $35.64 | -11.3% | COMMON STOCK | 02376R102 |
| — | VECTREN CORP | 58,096 | $4.182M | 0.1% | $71.98 | $71.50 | — | COMMON STOCK | 92240G101 |
| JKHY | JACK HENRY ASSOCIATES INC | 32,835 | $4.154M | 0.1% | $126.51 * | $87.45 | +33.1% | COMMON STOCK USD.01 | 426281101 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 20,663 | $4.135M | 0.1% | $200.12 * | $190.20 | -1.7% | COMMON STOCK USD.01 | 303075105 |
| BXP | BOSTON PROPERTIES INC | 36,730 | $4.134M | 0.1% | $112.55 * | $85.15 | -4.7% | REIT USD.01 | 101121101 |
| — | LAM RESEARCH CORP | 30,242 | $4.118M | 0.1% | $136.17 | $79.72 | — | COMMON STOCK USD.001 | 512807108 |
| SNA | SNAP ON INC | 28,280 | $4.109M | 0.1% | $145.30 * | $119.14 | +1.6% | COMMON STOCK USD1.0 | 833034101 |
| — | LIFE STORAGE INC | 44,037 | $4.095M | 0.1% | $92.99 | $96.78 | — | REIT USD.01 | 53223X107 |
| O | REALTY INCOME CORP | 64,886 | $4.09M | 0.1% | $63.03 * | $36.92 | +18.3% | REIT USD1.0 | 756109104 |
| ISRG | INTUITIVE SURGICAL INC | 8,471 | $4.057M | 0.1% | $478.93 * | $163.65 | -2.4% | COMMON STOCK USD.001 | 46120E602 |
| CHE | CHEMED CORP | 14,269 | $4.042M | 0.1% | $283.27 * | $261.60 | +5.8% | COMMON STOCK USD1.0 | 16359R103 |
| REG | REGENCY CENTERS CORP | 68,751 | $4.034M | 0.1% | $58.68 * | $46.43 | -5.3% | REIT USD.01 | 758849103 |
| BTU | PEABODY ENERGY CORP | 132,006 | $4.024M | 0.1% | $30.48 * | $21.63 | +24.1% | COMMON STOCK | 704551100 |
| AMN | AMN HEALTHCARE SERVICES INC | 70,228 | $3.979M | 0.1% | $56.66 | $41.04 | +38.0% | COMMON STOCK USD.01 | 001744101 |
| CDW | CDW CORP/DE | 48,400 | $3.923M | 0.1% | $81.05 * | $68.72 | +8.4% | COMMON STOCK USD.01 | 12514G108 |
| FR | FIRST INDUSTRIAL REALTY TR | 135,381 | $3.907M | 0.1% | $28.86 | $29.42 | — | REIT USD.01 | 32054K103 |
| BKR | BAKER HUGHES A GE CO | 181,500 | $3.902M | 0.1% | $21.50 * | $21.73 | -19.1% | COMMON STOCK USD.0001 | 05722G100 |
| AVY | AVERY DENNISON CORP | 43,328 | $3.892M | 0.1% | $89.83 * | $88.58 | -10.3% | COMMON STOCK USD1.0 | 053611109 |
| — | ARRIS INTERNATIONAL PLC | 125,400 | $3.833M | 0.1% | $30.57 | $30.57 | — | COMMON STOCK GBP.0001 | G0551A103 |
| INTU | INTUIT INC | 19,394 | $3.818M | 0.1% | $196.87 * | $195.44 | -3.9% | COMMON STOCK USD.01 | 461202103 |
| LSTR | LANDSTAR SYSTEM INC | 39,865 | $3.814M | 0.1% | $95.67 | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| NDSN | NORDSON CORP | 31,842 | $3.8M | 0.1% | $119.34 * | $119.68 | -7.5% | COMMON STOCK | 655663102 |
| FICO | FAIR ISAAC CORP | 20,199 | $3.777M | 0.1% | $186.99 | $151.19 | +23.7% | COMMON STOCK USD.01 | 303250104 |
| HST | HOST HOTELS RESORTS INC | 226,030 | $3.768M | 0.1% | $16.67 * | $14.75 | -12.5% | REIT USD.01 | 44107P104 |
| MET | METLIFE INC | 91,261 | $3.747M | 0.1% | $41.06 * | $35.49 | -8.9% | COMMON STOCK USD.01 | 59156R108 |
| WMT | WALMART INC | 39,893 | $3.716M | 0.1% | $93.15 * | $24.36 | +14.8% | COMMON STOCK USD.1 | 931142103 |
| — | DUN BRADSTREET CORP | 25,852 | $3.69M | 0.1% | $142.74 | $142.56 | — | COMMON STOCK USD.01 | 26483E100 |
| DHI | DR HORTON INC | 105,887 | $3.67M | 0.1% | $34.66 * | $38.68 | -16.9% | COMMON STOCK USD.01 | 23331A109 |
| RITM | NEW RESIDENTIAL INVESTMENT | 257,100 | $3.653M | 0.1% | $14.21 | $15.83 | — | REIT USD.01 | 64828T201 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 31,562 | $3.637M | 0.1% | $115.23 * | $91.23 | -2.6% | REIT USD.01 | 015271109 |
| HUN | HUNTSMAN CORP | 186,900 | $3.605M | 0.1% | $19.29 | $27.94 | -31.0% | COMMON STOCK USD.01 | 447011107 |
| — | RED HAT INC | 20,501 | $3.601M | 0.1% | $175.65 | $96.11 | — | COMMON STOCK USD.0001 | 756577102 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 45,600 | $3.586M | 0.1% | $78.64 * | $56.94 | +12.2% | COMMON STOCK USD.01 | 65336K103 |
| CMI | CUMMINS INC | 26,672 | $3.564M | 0.1% | $133.62 * | $117.10 | -4.7% | COMMON STOCK USD2.5 | 231021106 |
| DUK | DUKE ENERGY CORP | 41,286 | $3.563M | 0.1% | $86.30 * | $48.66 | +33.9% | COMMON STOCK USD.001 | 26441C204 |
| DLR | DIGITAL REALTY TRUST INC | 33,368 | $3.555M | 0.1% | $106.54 * | $81.32 | +2.9% | REIT USD.01 | 253868103 |
| CI | CIGNA CORP | 18,654 | $3.543M | 0.1% | $189.93 * | $190.77 | -9.0% | COMMON STOCK USD.01 | 125523100 |
| GM | GENERAL MOTORS CO | 103,912 | $3.476M | 0.1% | $33.45 * | $29.29 | +4.5% | COMMON STOCK USD.01 | 37045V100 |
| DELL | DELL TECHNOLOGIES C | 70,276 | $3.434M | 0.1% | $48.86 * | $25.10 | -9.5% | COMMON STOCK | 24703L202 |
| KIM | KIMCO REALTY CORP | 233,394 | $3.419M | 0.1% | $14.65 * | $11.04 | -3.6% | REIT USD.01 | 49446R109 |
| PRI | PRIMERICA INC | 34,792 | $3.4M | 0.1% | $97.72 | $103.35 | -5.5% | COMMON STOCK | 74164M108 |
| — | CENTURYLINK INC | 224,268 | $3.398M | 0.1% | $15.15 | $16.75 | — | COMMON STOCK USD1.0 | 156700106 |
| TOL | TOLL BROTHERS INC | 102,415 | $3.373M | 0.1% | $32.93 | $38.35 | -14.1% | COMMON STOCK USD.01 | 889478103 |
| — | HARRIS CORP | 24,949 | $3.359M | 0.1% | $134.63 | $119.21 | — | COMMON STOCK USD1.0 | 413875105 |
| RSG | REPUBLIC SERVICES INC | 46,560 | $3.357M | 0.1% | $72.10 * | $62.85 | +3.5% | COMMON STOCK USD.01 | 760759100 |
| MTZ | MASTEC INC | 82,117 | $3.331M | 0.1% | $40.56 | $44.16 | -8.1% | COMMON STOCK USD.1 | 576323109 |
| WELL | WELLTOWER INC | 47,973 | $3.33M | 0.1% | $69.41 * | $50.94 | +8.9% | REIT USD1.0 | 95040Q104 |
| GNTX | GENTEX CORP | 164,424 | $3.323M | 0.1% | $20.21 | $20.95 | -3.5% | COMMON STOCK USD.06 | 371901109 |
| RMD | RESMED INC | 28,953 | $3.297M | 0.1% | $113.87 * | $100.52 | +6.3% | COMMON STOCK USD.004 | 761152107 |
| KLAC | KLA TENCOR CORP | 36,277 | $3.246M | 0.1% | $89.48 * | $93.32 | -12.9% | COMMON STOCK USD.001 | 482480100 |
| — | ASPEN INSURANCE HOLDINGS LTD | 77,166 | $3.24M | 0.1% | $41.99 | $41.81 | — | COMMON STOCK USD.001514456 | G05384105 |
| USFD | US FOODS HOLDING CORP | 101,444 | $3.21M | 0.1% | $31.64 | $32.76 | -3.4% | COMMON STOCK USD.01 | 912008109 |
| NEE | NEXTERA ENERGY INC | 18,360 | $3.191M | 0.1% | $173.80 * | $19.39 | +88.7% | COMMON STOCK USD.01 | 65339F101 |
| — | SL GREEN REALTY CORP | 40,252 | $3.183M | 0.1% | $79.08 | $102.06 | — | REIT USD.01 | 78440X101 |
| VTR | VENTAS INC | 54,222 | $3.177M | 0.1% | $58.59 * | $44.10 | +0.4% | REIT USD.25 | 92276F100 |
| USNA | USANA HEALTH SCIENCES INC | 26,970 | $3.175M | 0.1% | $117.72 | $117.18 | +0.5% | COMMON STOCK USD.001 | 90328M107 |
| ZD | J2 GLOBAL INC | 45,492 | $3.156M | 0.1% | $69.37 * | $67.67 | -10.8% | COMMON STOCK USD.01 | 48123V102 |
| MAR | MARRIOTT INTERNATIONAL CL A | 28,900 | $3.137M | 0.1% | $108.55 * | $121.33 | -15.3% | COMMON STOCK USD.01 | 571903202 |
| — | HCP INC | 111,767 | $3.122M | 0.1% | $27.93 | $28.40 | — | REIT USD1.0 | 40414L109 |
| WRB | WR BERKLEY CORP | 42,114 | $3.113M | 0.1% | $73.92 * | $17.80 | +5.7% | COMMON STOCK USD.2 | 084423102 |
| SYF | SYNCHRONY FINANCIAL | 132,698 | $3.113M | 0.1% | $23.46 * | $25.24 | -22.1% | COMMON STOCK USD.001 | 87165B103 |
| GMED | GLOBUS MEDICAL INC A | 71,775 | $3.106M | 0.1% | $43.27 | $51.65 | -16.2% | COMMON STOCK USD.001 | 379577208 |
| BKNG | BOOKING HOLDINGS INC | 1,784 | $3.073M | 0.1% | $1722.53 | $1892.20 | -10.4% | COMMON STOCK USD.008 | 09857L108 |
| AMG | AFFILIATED MANAGERS GROUP | 31,168 | $3.037M | 0.1% | $97.44 | $117.87 | -18.9% | COMMON STOCK USD.01 | 008252108 |
| OGS | ONE GAS INC | 37,955 | $3.021M | 0.1% | $79.59 | $78.28 | +1.7% | COMMON STOCK | 68235P108 |
| — | TRAVELPORT WORLDWIDE LTD | 193,300 | $3.019M | 0.1% | $15.62 | $15.62 | — | COMMON STOCK USD.0025 | G9019D104 |
| MAS | MASCO CORP | 103,235 | $3.019M | 0.1% | $29.24 * | $28.12 | -7.3% | COMMON STOCK USD1.0 | 574599106 |
| — | COUSINS PROPERTIES INC | 379,777 | $3M | 0.1% | $7.90 | $7.90 | — | REIT USD1.0 | 222795106 |
| — | ATHENAHEALTH INC | 22,700 | $2.995M | 0.1% | $131.94 | $131.94 | — | COMMON STOCK USD.01 | 04685W103 |
| — | CIVITAS SOLUTIONS INC | 171,000 | $2.994M | 0.1% | $17.51 | $17.51 | — | COMMON STOCK USD.01 | 17887R102 |
| — | USG CORP | 70,000 | $2.986M | 0.1% | $42.66 | $42.99 | — | COMMON STOCK USD.1 | 903293405 |
| — | VALERO ENERGY PARTNERS LP | 70,800 | $2.986M | 0.1% | $42.18 | $42.18 | — | MLP | 91914J102 |
| AAT | AMERICAN ASSETS TRUST INC | 74,326 | $2.986M | 0.1% | $40.17 | $38.27 | — | REIT USD.01 | 024013104 |
| VLY | VALLEY NATIONAL BANCORP | 333,017 | $2.957M | 0.1% | $8.88 | $10.09 | -12.0% | COMMON STOCK | 919794107 |
| KRC | KILROY REALTY CORP | 46,974 | $2.954M | 0.1% | $62.89 | $67.23 | — | REIT USD.01 | 49427F108 |
| RHI | ROBERT HALF INTL INC | 51,280 | $2.933M | 0.1% | $57.20 | $53.95 | +6.0% | COMMON STOCK USD.001 | 770323103 |
| UNP | UNION PACIFIC CORP | 21,105 | $2.917M | 0.1% | $138.21 * | $123.46 | -4.1% | COMMON STOCK USD2.5 | 907818108 |
| MTG | MGIC INVESTMENT CORP | 277,730 | $2.905M | 0.1% | $10.46 | $10.32 | +1.3% | COMMON STOCK USD1.0 | 552848103 |
| — | LIBERTY PROPERTY TRUST | 69,213 | $2.899M | 0.1% | $41.89 | $41.46 | — | REIT USD.001 | 531172104 |
| KSS | KOHLS CORP | 43,697 | $2.899M | 0.1% | $66.34 | $65.73 | +0.9% | COMMON STOCK USD.01 | 500255104 |
| AMCX | AMC NETWORKS INC A | 52,797 | $2.897M | 0.1% | $54.87 | $60.04 | -8.6% | COMMON STOCK | 00164V103 |
| EVR | EVERCORE INC A | 40,409 | $2.892M | 0.1% | $71.57 * | $54.57 | +12.2% | COMMON STOCK USD.01 | 29977A105 |
| — | AMEDISYS INC | 24,442 | $2.862M | 0.1% | $117.09 | $118.96 | — | COMMON STOCK USD.001 | 023436108 |
| NNN | NATIONAL RETAIL PROPERTIES | 58,818 | $2.853M | 0.1% | $48.51 | $40.85 | — | REIT USD.01 | 637417106 |
| DORM | DORMAN PRODUCTS INC | 31,644 | $2.849M | 0.1% | $90.03 | $73.30 | +22.8% | COMMON STOCK USD.01 | 258278100 |
| TDY | TELEDYNE TECHNOLOGIES INC | 13,741 | $2.845M | 0.1% | $207.04 | $193.73 | +6.9% | COMMON STOCK USD.01 | 879360105 |
| — | DUNKIN BRANDS GROUP INC | 44,091 | $2.827M | 0.1% | $64.12 | $59.70 | — | COMMON STOCK USD.001 | 265504100 |
| VEEV | VEEVA SYSTEMS INC CLASS A | 31,600 | $2.823M | 0.1% | $89.34 | $90.69 | -1.5% | COMMON STOCK USD.00001 | 922475108 |
| TAP | MOLSON COORS BREWING CO B | 50,254 | $2.822M | 0.1% | $56.15 * | $57.70 | -19.3% | COMMON STOCK USD.01 | 60871R209 |
| FIS | FIDELITY NATIONAL INFO SERV | 27,436 | $2.814M | 0.1% | $102.57 * | $87.12 | +3.1% | COMMON STOCK USD.01 | 31620M106 |
| PYPL | PAYPAL HOLDINGS INC | 32,979 | $2.773M | 0.1% | $84.08 | $76.37 | +9.9% | COMMON STOCK USD.0001 | 70450Y103 |
| CIEN | CIENA CORP | 81,079 | $2.749M | 0.1% | $33.91 | $31.01 | +9.3% | COMMON STOCK USD.01 | 171779309 |
| WFC | WELLS FARGO CO | 59,634 | $2.748M | 0.1% | $46.08 * | $41.24 | -8.0% | COMMON STOCK USD1.666 | 949746101 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 28,138 | $2.733M | 0.1% | $97.13 | $83.99 | — | REIT USD.01 | 29472R108 |
| — | FIRSTCASH INC | 37,452 | $2.71M | 0.1% | $72.36 | $76.36 | — | COMMON STOCK USD.01 | 33767D105 |
| — | FEDERAL REALTY INVS TRUST | 22,912 | $2.705M | 0.1% | $118.06 | $131.80 | — | REIT USD.01 | 313747206 |
| LPX | LOUISIANA PACIFIC CORP | 119,826 | $2.663M | 0.1% | $22.22 | $25.50 | -12.9% | COMMON STOCK USD1.0 | 546347105 |
| ACGL | ARCH CAPITAL GROUP LTD | 99,449 | $2.657M | 0.1% | $26.72 * | $26.59 | -4.4% | COMMON STOCK USD.01 | G0450A105 |
| — | MB FINANCIAL INC | 66,936 | $2.653M | 0.1% | $39.63 | $46.02 | — | COMMON STOCK USD.01 | 55264U108 |
| NSC | NORFOLK SOUTHERN CORP | 17,684 | $2.644M | 0.1% | $149.51 * | $123.37 | +5.1% | COMMON STOCK USD1.0 | 655844108 |
| CPRT | COPART INC | 54,923 | $2.624M | 0.1% | $47.78 * | $10.37 | +15.2% | COMMON STOCK | 217204106 |
| — | BARNES GROUP INC | 48,777 | $2.615M | 0.1% | $53.61 | $53.61 | — | COMMON STOCK USD.01 | 067806109 |
| OGE | OGE ENERGY CORP | 66,588 | $2.61M | 0.1% | $39.20 | $35.02 | +11.9% | COMMON STOCK USD.01 | 670837103 |
| — | SUNTRUST BANKS INC | 51,698 | $2.608M | 0.1% | $50.45 | $65.35 | — | COMMON STOCK USD1.0 | 867914103 |
| ESNT | ESSENT GROUP LTD | 76,028 | $2.599M | 0.1% | $34.18 * | $20.57 | +48.7% | COMMON STOCK USD.015 | G3198U102 |
| CBRE | CBRE GROUP INC A | 64,127 | $2.568M | 0.1% | $40.05 | $38.68 | +3.5% | COMMON STOCK USD.01 | 12504L109 |
| QLYS | QUALYS INC | 33,999 | $2.541M | 0.1% | $74.74 | $35.11 | +112.9% | COMMON STOCK USD.001 | 74758T303 |
| SUI | SUN COMMUNITIES INC | 24,814 | $2.524M | 0.1% | $101.72 | $97.67 | — | REIT USD.01 | 866674104 |
| TMUS | T MOBILE US INC | 39,592 | $2.518M | 0.1% | $63.60 * | $57.20 | +7.4% | COMMON STOCK USD.0001 | 872590104 |
| TRNO | TERRENO REALTY CORP | 70,860 | $2.492M | 0.1% | $35.17 | $31.20 | — | REIT USD.01 | 88146M101 |
| INVH | INVITATION HOMES INC | 123,830 | $2.487M | 0.1% | $20.08 * | $18.36 | -10.0% | REIT USD.01 | 46187W107 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 38,489 | $2.443M | 0.1% | $63.47 * | $62.47 | -8.4% | COMMON STOCK USD.01 | 192446102 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 26,228 | $2.44M | 0.1% | $93.03 * | $101.71 | -14.3% | COMMON STOCK USD.01 | 445658107 |
| FFIV | F5 NETWORKS INC | 15,018 | $2.433M | 0.1% | $162.01 | $124.21 | +30.5% | COMMON STOCK | 315616102 |
| — | IMPERVA INC | 43,563 | $2.426M | 0.1% | $55.69 | $55.69 | — | COMMON STOCK USD.0001 | 45321L100 |
| ITGR | INTEGER HOLDINGS CORP | 31,706 | $2.418M | 0.1% | $76.26 | $40.99 | +86.1% | COMMON STOCK USD.001 | 45826H109 |
| IBM | INTL BUSINESS MACHINES CORP | 21,139 | $2.403M | 0.1% | $113.68 * | $102.13 | -21.6% | COMMON STOCK USD.2 | 459200101 |
| HP | HELMERICH PAYNE | 49,706 | $2.383M | 0.1% | $47.94 | $68.04 | -29.5% | COMMON STOCK USD.1 | 423452101 |
| — | AARON S INC | 56,511 | $2.376M | 0.1% | $42.04 | $45.61 | — | COMMON STOCK USD.5 | 002535300 |
| — | KNOLL INC | 142,869 | $2.354M | 0.1% | $16.48 | $19.28 | — | COMMON STOCK USD.01 | 498904200 |
| CFR | CULLEN/FROST BANKERS INC | 26,648 | $2.343M | 0.1% | $87.92 * | $78.37 | -9.2% | COMMON STOCK USD.01 | 229899109 |
| VLO | VALERO ENERGY CORP | 31,166 | $2.337M | 0.1% | $74.99 * | $34.92 | +61.2% | COMMON STOCK USD.01 | 91913Y100 |
| — | ASPEN TECHNOLOGY INC | 28,422 | $2.336M | 0.1% | $82.19 | $45.49 | — | COMMON STOCK USD.1 | 045327103 |
| — | MICHAELS COS INC/THE | 171,723 | $2.325M | 0.1% | $13.54 | $17.10 | — | COMMON STOCK USD.06775 | 59408Q106 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 29,451 | $2.322M | 0.1% | $78.84 | $87.89 | -10.3% | COMMON STOCK | 533900106 |
| SBUX | STARBUCKS CORP | 35,756 | $2.303M | 0.1% | $64.41 * | $53.65 | +3.2% | COMMON STOCK USD.001 | 855244109 |
| RF | REGIONS FINANCIAL CORP | 171,149 | $2.29M | 0.1% | $13.38 * | $12.63 | -20.4% | COMMON STOCK USD.01 | 7591EP100 |
| HIW | HIGHWOODS PROPERTIES INC | 59,084 | $2.286M | 0.1% | $38.69 | $46.53 | — | REIT USD.01 | 431284108 |
| HAE | HAEMONETICS CORP/MASS | 22,800 | $2.281M | 0.1% | $100.04 | $70.41 | +42.1% | COMMON STOCK USD.01 | 405024100 |
| — | MINDBODY INC CLASS A | 62,600 | $2.279M | 0.1% | $36.41 | $36.41 | — | COMMON STOCK USD.000004 | 60255W105 |
| — | NAVIGATORS GROUP INC | 32,600 | $2.265M | 0.1% | $69.48 | $69.46 | — | COMMON STOCK USD.1 | 638904102 |
| LEA | LEAR CORP | 18,400 | $2.261M | 0.1% | $122.88 * | $100.53 | +5.8% | COMMON STOCK USD.01 | 521865204 |
| — | PROOFPOINT INC | 26,851 | $2.25M | 0.1% | $83.80 | $85.70 | — | COMMON STOCK USD.0001 | 743424103 |
| IQV | IQVIA HOLDINGS INC | 19,186 | $2.229M | 0.1% | $116.18 | $104.42 | +11.3% | COMMON STOCK USD.01 | 46266C105 |
| ENTG | ENTEGRIS INC | 79,717 | $2.224M | 0.1% | $27.90 * | $31.38 | -13.9% | COMMON STOCK USD.01 | 29362U104 |
| CEPU | CENTRAL PUERTO SPONSORED ADR | 241,400 | $2.221M | 0.1% | $9.20 | $9.47 | -2.8% | ADR | 155038201 |
| — | ELDORADO RESORTS INC | 61,298 | $2.22M | 0.1% | $36.22 | $36.22 | — | COMMON STOCK | 28470R102 |
| OSK | OSHKOSH CORP | 36,096 | $2.213M | 0.1% | $61.31 * | $57.01 | -4.1% | COMMON STOCK USD.01 | 688239201 |
| HEI | HEICO CORP | 28,560 | $2.213M | 0.1% | $77.49 | $67.08 | +15.5% | COMMON STOCK USD.01 | 422806109 |
| VNO | VORNADO REALTY TRUST | 35,347 | $2.193M | 0.1% | $62.04 | $86.38 | — | REIT USD.04 | 929042109 |
| LGND | LIGAND PHARMACEUTICALS | 16,010 | $2.173M | 0.1% | $135.73 * | $91.46 | -7.4% | COMMON STOCK USD.001 | 53220K504 |
| — | CDK GLOBAL INC | 45,351 | $2.171M | 0.1% | $47.87 | $64.48 | — | COMMON STOCK USD.01 | 12508E101 |
| FTNT | FORTINET INC | 30,714 | $2.163M | 0.1% | $70.42 * | $11.84 | +18.9% | COMMON STOCK USD.001 | 34959E109 |
| KO | COCA COLA CO/THE | 45,661 | $2.162M | 0.1% | $47.35 * | $29.54 | +29.3% | COMMON STOCK USD.25 | 191216100 |
| SO | SOUTHERN CO/THE | 48,565 | $2.133M | 0.1% | $43.92 * | $29.37 | +13.4% | COMMON STOCK USD5.0 | 842587107 |
| GLW | CORNING INC | 70,355 | $2.125M | 0.1% | $30.20 * | $25.34 | -1.9% | COMMON STOCK USD.5 | 219350105 |
| MOG/A | MOOG INC CLASS A | 27,382 | $2.122M | 0.1% | $77.50 * | $76.22 | -5.2% | COMMON STOCK USD1.0 | 615394202 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 68,555 | $2.117M | 0.1% | $30.88 | $42.53 | -27.4% | COMMON STOCK USD.01 | 74112D101 |
| AMH | AMERICAN HOMES 4 RENT A | 106,144 | $2.107M | 0.1% | $19.85 | $21.73 | — | REIT USD.01 | 02665T306 |
| ROK | ROCKWELL AUTOMATION INC | 13,771 | $2.072M | 0.1% | $150.46 * | $142.73 | -7.3% | COMMON STOCK USD1.0 | 773903109 |
| — | FLIR SYSTEMS INC | 47,581 | $2.072M | 0.1% | $43.55 | $51.16 | — | COMMON STOCK USD.01 | 302445101 |
| — | YY INC ADR | 34,600 | $2.071M | 0.1% | $59.86 | $86.28 | — | ADR USD.00001 | 98426T106 |
| UHS | UNIVERSAL HEALTH SERVICES B | 17,771 | $2.071M | 0.1% | $116.54 * | $116.04 | -2.7% | COMMON STOCK USD.01 | 913903100 |
| FTI | TECHNIPFMC PLC | 105,600 | $2.068M | 0.1% | $19.58 * | $21.42 | -36.1% | COMMON STOCK USD1.0 | G87110105 |
| CME | CME GROUP INC | 10,984 | $2.066M | 0.1% | $188.09 * | $130.14 | +12.7% | COMMON STOCK USD.01 | 12572Q105 |
| OMC | OMNICOM GROUP | 28,048 | $2.054M | 0.1% | $73.23 * | $57.22 | -0.5% | COMMON STOCK USD.15 | 681919106 |
| HRB | H R BLOCK INC | 80,269 | $2.036M | 0.0% | $25.36 * | $17.25 | +12.1% | COMMON STOCK | 093671105 |
| ES | EVERSOURCE ENERGY | 31,262 | $2.033M | 0.0% | $65.03 * | $37.49 | +35.7% | COMMON STOCK USD5.0 | 30040W108 |
| SNX | SYNNEX CORP | 25,044 | $2.025M | 0.0% | $80.86 * | $44.45 | -16.3% | COMMON STOCK USD.001 | 87162W100 |
| QCOM | QUALCOMM INC | 35,475 | $2.019M | 0.0% | $56.91 * | $49.69 | -3.3% | COMMON STOCK USD.0001 | 747525103 |
| KMB | KIMBERLY CLARK CORP | 17,622 | $2.008M | 0.0% | $113.95 * | $82.30 | +8.5% | COMMON STOCK USD1.25 | 494368103 |
| INVA | INNOVIVA INC | 114,626 | $2M | 0.0% | $17.45 | $14.98 | +16.5% | COMMON STOCK | 45781M101 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 99,679 | $1.978M | 0.0% | $19.84 * | $20.71 | -7.6% | COMMON STOCK USD.01 | 047649108 |
| DEI | DOUGLAS EMMETT INC | 57,886 | $1.976M | 0.0% | $34.14 | $37.67 | — | REIT USD.01 | 25960P109 |
| — | WESTROCK CO | 52,073 | $1.966M | 0.0% | $37.75 | $45.34 | — | COMMON STOCK | 96145D105 |
| — | ANIXTER INTERNATIONAL INC | 36,007 | $1.956M | 0.0% | $54.32 | $54.32 | — | COMMON STOCK USD1.0 | 035290105 |
| FBP | FIRST BANCORP PUERTO RICO | 226,919 | $1.952M | 0.0% | $8.60 * | $6.04 | +16.6% | COMMON STOCK USD.1 | 318672706 |
| — | EZCORP INC | 2,000,000 | $1.947M | 0.0% | $0.97 | $0.97 | — | COMPANY GUAR 06/19 2.125 | 302301AB2 |
| — | ORBOTECH LTD | 34,321 | $1.941M | 0.0% | $56.55 | $47.56 | — | COMMON STOCK USD.14 | M75253100 |
| IJH | ISHARES CORE S P MID CAP ETF | 11,669 | $1.938M | 0.0% | $166.08 * | $40.17 | -17.3% | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| BRO | BROWN BROWN INC | 70,204 | $1.935M | 0.0% | $27.56 * | $25.16 | +4.0% | COMMON STOCK USD.1 | 115236101 |
| IWM | ISHARES RUSSELL 2000 ETF | 14,400 | $1.928M | 0.0% | $133.89 | $159.97 | -16.3% | ISHARES RUSSELL 2000 ETF | 464287655 |
| — | LSC COMMUNICATIONS INC | 274,700 | $1.923M | 0.0% | $7.00 | $7.00 | — | COMMON STOCK USD.01 | 50218P107 |
| CCL | CARNIVAL CORP | 38,590 | $1.902M | 0.0% | $49.29 * | $47.04 | -0.5% | COMMON STOCK USD.01 | 143658300 |
| GEO | GEO GROUP INC/THE | 96,184 | $1.895M | 0.0% | $19.70 * | $18.54 | -18.2% | REIT USD.01 | 36162J106 |
| — | GASLOG LTD | 114,915 | $1.892M | 0.0% | $16.46 | $16.46 | — | COMMON STOCK USD.01 | G37585109 |
| — | PHYSICIANS REALTY TRUST | 117,513 | $1.884M | 0.0% | $16.03 | $16.63 | — | REIT USD.01 | 71943U104 |
| EPR | EPR PROPERTIES | 29,424 | $1.884M | 0.0% | $64.03 | $58.33 | — | REIT USD.01 | 26884U109 |
| STC | STEWART INFORMATION SERVICES | 45,500 | $1.884M | 0.0% | $41.41 | $39.45 | +4.9% | COMMON STOCK USD1.0 | 860372101 |
| SYK | STRYKER CORP | 12,013 | $1.883M | 0.0% | $156.75 * | $154.78 | -6.0% | COMMON STOCK USD.1 | 863667101 |
| NHI | NATL HEALTH INVESTORS INC | 24,689 | $1.865M | 0.0% | $75.54 | $76.14 | — | REIT USD.01 | 63633D104 |
| MZTI | LANCASTER COLONY CORP | 10,535 | $1.863M | 0.0% | $176.84 | $170.19 | +3.9% | COMMON STOCK | 513847103 |
| ADP | AUTOMATIC DATA PROCESSING | 14,158 | $1.856M | 0.0% | $131.09 * | $117.04 | -3.4% | COMMON STOCK USD.1 | 053015103 |
| — | TRINSEO SA | 40,174 | $1.839M | 0.0% | $45.78 | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| OXY | OCCIDENTAL PETROLEUM CORP | 29,918 | $1.836M | 0.0% | $61.37 * | $59.33 | -11.6% | COMMON STOCK USD.2 | 674599105 |
| — | GENOMIC HEALTH INC | 28,171 | $1.814M | 0.0% | $64.39 | $34.20 | — | COMMON STOCK USD.0001 | 37244C101 |
| CNC | CENTENE CORP | 15,710 | $1.811M | 0.0% | $115.28 * | $64.84 | -11.1% | COMMON STOCK USD.001 | 15135B101 |
| TKR | TIMKEN CO | 48,449 | $1.808M | 0.0% | $37.32 | $46.64 | -20.0% | COMMON STOCK | 887389104 |
| MMM | 3M CO | 9,413 | $1.794M | 0.0% | $190.59 * | $128.25 | -3.6% | COMMON STOCK USD.01 | 88579Y101 |
| — | INVESTORS BANCORP INC | 172,279 | $1.792M | 0.0% | $10.40 | $12.48 | — | COMMON STOCK USD.01 | 46146L101 |
| — | MASONITE INTERNATIONAL CORP | 39,404 | $1.766M | 0.0% | $44.82 | $50.40 | — | COMMON STOCK | 575385109 |
| UDR | UDR INC | 43,930 | $1.741M | 0.0% | $39.63 * | $25.15 | +21.7% | REIT USD.01 | 902653104 |
| SEIC | SEI INVESTMENTS COMPANY | 37,560 | $1.735M | 0.0% | $46.19 * | $49.74 | -15.1% | COMMON STOCK USD.01 | 784117103 |
| WLK | WESTLAKE CHEMICAL CORP | 26,200 | $1.734M | 0.0% | $66.18 * | $62.32 | -5.2% | COMMON STOCK USD.01 | 960413102 |
| MTH | MERITAGE HOMES CORP | 47,181 | $1.732M | 0.0% | $36.71 * | $22.48 | -18.3% | COMMON STOCK USD.01 | 59001A102 |
| EWBC | EAST WEST BANCORP INC | 39,777 | $1.731M | 0.0% | $43.52 * | $40.09 | -9.5% | COMMON STOCK USD.001 | 27579R104 |
| — | TCF FINANCIAL CORP | 88,344 | $1.722M | 0.0% | $19.49 | $19.75 | — | COMMON STOCK USD.01 | 872275102 |
| — | PIONEER NATURAL RESOURCES CO | 13,051 | $1.716M | 0.0% | $131.48 | $152.07 | — | COMMON STOCK USD.01 | 723787107 |
| ACN | ACCENTURE PLC CL A | 12,060 | $1.701M | 0.0% | $141.04 * | $108.15 | +18.0% | COMMON STOCK USD.0000225 | G1151C101 |
| — | ALEXION PHARMACEUTICALS INC | 17,418 | $1.696M | 0.0% | $97.37 | $97.37 | — | COMMON STOCK USD.0001 | 015351109 |
| — | NANOMETRICS INC | 61,572 | $1.683M | 0.0% | $27.33 | $28.76 | — | COMMON STOCK | 630077105 |
| — | CHESAPEAKE LODGING TRUST | 68,950 | $1.679M | 0.0% | $24.35 | $25.73 | — | REIT USD.01 | 165240102 |
| — | WABCO HOLDINGS INC | 15,505 | $1.664M | 0.0% | $107.32 | $107.32 | — | COMMON STOCK USD.01 | 92927K102 |
| ETN | EATON CORP PLC | 24,213 | $1.662M | 0.0% | $68.64 * | $63.70 | -6.3% | COMMON STOCK USD.01 | G29183103 |
| PFGC | PERFORMANCE FOOD GROUP CO | 51,456 | $1.66M | 0.0% | $32.26 | $31.82 | +1.4% | COMMON STOCK USD.01 | 71377A103 |
| — | VIACOM INC CLASS B | 63,935 | $1.643M | 0.0% | $25.70 | $30.19 | — | COMMON STOCK USD.001 | 92553P201 |
| NSA | NATIONAL STORAGE AFFILIATES | 62,046 | $1.642M | 0.0% | $26.46 | $24.83 | — | REIT USD.01 | 637870106 |
| — | MGM GROWTH PROPERTIES LLC A | 62,097 | $1.64M | 0.0% | $26.41 | $28.70 | — | REIT | 55303A105 |
| DAN | DANA INC | 120,154 | $1.638M | 0.0% | $13.63 * | $14.33 | -18.9% | COMMON STOCK USD.01 | 235825205 |
| PRGS | PROGRESS SOFTWARE CORP | 45,924 | $1.63M | 0.0% | $35.49 | $37.44 | -5.2% | COMMON STOCK USD.01 | 743312100 |
| CHH | CHOICE HOTELS INTL INC | 22,560 | $1.615M | 0.0% | $71.59 * | $62.64 | +8.1% | COMMON STOCK USD.01 | 169905106 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 35,645 | $1.612M | 0.0% | $45.22 * | $30.06 | +4.2% | COMMON STOCK USD.001 | 19239V302 |
| WEC | WEC ENERGY GROUP INC | 23,259 | $1.611M | 0.0% | $69.26 * | $38.52 | +43.9% | COMMON STOCK USD.01 | 92939U106 |
| — | WELBILT INC | 143,234 | $1.591M | 0.0% | $11.11 | $16.50 | — | COMMON STOCK USD.01 | 949090104 |
| UNF | UNIFIRST CORP/MA | 11,036 | $1.579M | 0.0% | $143.08 * | $176.15 | -22.1% | COMMON STOCK USD.1 | 904708104 |
| BOH | BANK OF HAWAII CORP | 23,337 | $1.571M | 0.0% | $67.32 * | $59.28 | -14.5% | COMMON STOCK USD.01 | 062540109 |
| — | URSTADT BIDDLE CLASS A | 81,542 | $1.567M | 0.0% | $19.22 | $21.72 | — | REIT USD.01 | 917286205 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 162,219 | $1.564M | 0.0% | $9.64 | $13.29 | -27.5% | COMMON STOCK USD.01 | 01988P108 |
| CCI | CROWN CASTLE INTL CORP | 14,340 | $1.558M | 0.0% | $108.65 * | $78.53 | +2.8% | REIT USD.01 | 22822V101 |
| DOV | DOVER CORP | 21,959 | $1.558M | 0.0% | $70.95 * | $63.78 | +0.4% | COMMON STOCK USD1.0 | 260003108 |
| TGT | TARGET CORP | 23,470 | $1.551M | 0.0% | $66.08 * | $53.51 | +2.1% | COMMON STOCK USD.0833 | 87612E106 |
| CLDT | CHATHAM LODGING TRUST | 87,677 | $1.55M | 0.0% | $17.68 | $20.94 | — | REIT USD.01 | 16208T102 |
| — | RUDOLPH TECHNOLOGIES INC | 75,738 | $1.55M | 0.0% | $20.47 | $25.38 | — | COMMON STOCK USD.001 | 781270103 |
| TSN | TYSON FOODS INC CL A | 29,002 | $1.549M | 0.0% | $53.41 * | $42.38 | +3.4% | COMMON STOCK USD.1 | 902494103 |
| ARW | ARROW ELECTRONICS INC | 22,305 | $1.538M | 0.0% | $68.95 | $53.06 | +29.9% | COMMON STOCK USD1.0 | 042735100 |
| D | DOMINION ENERGY INC | 21,448 | $1.533M | 0.0% | $71.48 * | $44.66 | +17.5% | COMMON STOCK | 25746U109 |
| NWSA | NEWS CORP CLASS A | 134,749 | $1.529M | 0.0% | $11.35 * | $13.03 | -19.3% | COMMON STOCK USD.01 | 65249B109 |
| FIVN | FIVE9 INC | 34,982 | $1.529M | 0.0% | $43.71 | $20.49 | +113.4% | COMMON STOCK USD.001 | 338307101 |
| SPSC | SPS COMMERCE INC | 18,558 | $1.529M | 0.0% | $82.39 * | $41.89 | -1.7% | COMMON STOCK USD.001 | 78463M107 |
| MKSI | MKS INSTRUMENTS INC | 23,614 | $1.526M | 0.0% | $64.62 * | $52.47 | +16.5% | COMMON STOCK | 55306N104 |
| — | BELMOND LTD CLASS A | 60,900 | $1.524M | 0.0% | $25.02 | $25.02 | — | COMMON STOCK USD.01 | G1154H107 |
| CNO | CNO FINANCIAL GROUP INC | 102,440 | $1.524M | 0.0% | $14.88 * | $15.43 | -18.0% | COMMON STOCK USD.01 | 12621E103 |
| RYN | RAYONIER INC | 54,817 | $1.518M | 0.0% | $27.69 | $29.92 | — | REIT | 754907103 |
| MMI | MARCUS MILLICHAP INC | 43,945 | $1.509M | 0.0% | $34.34 * | $25.85 | +23.0% | COMMON STOCK USD.0001 | 566324109 |
| AVGO | BROADCOM INC | 5,927 | $1.507M | 0.0% | $254.26 * | $18.27 | +15.3% | COMMON STOCK | 11135F101 |
| TFX | TELEFLEX INC | 5,794 | $1.498M | 0.0% | $258.54 * | $239.38 | +3.7% | COMMON STOCK USD1.0 | 879369106 |
| — | ENSCO PLC CL A | 420,469 | $1.497M | 0.0% | $3.56 | $3.56 | — | COMMON STOCK USD.1 | G3157S106 |
| ENS | ENERSYS | 19,087 | $1.481M | 0.0% | $77.59 * | $60.89 | +19.2% | COMMON STOCK USD.01 | 29275Y102 |
| EAT | BRINKER INTERNATIONAL INC | 33,667 | $1.481M | 0.0% | $43.99 * | $30.76 | +36.3% | COMMON STOCK USD.1 | 109641100 |
| — | INFRAREIT INC | 70,000 | $1.471M | 0.0% | $21.01 | $21.01 | — | REIT USD.01 | 45685L100 |
| — | VARIAN MEDICAL SYSTEMS INC | 12,858 | $1.457M | 0.0% | $113.31 | $114.99 | — | COMMON STOCK USD1.0 | 92220P105 |
| F | FORD MOTOR CO | 189,739 | $1.452M | 0.0% | $7.65 * | $6.58 | -18.7% | COMMON STOCK USD.01 | 345370860 |
| — | LINDE PLC | 9,291 | $1.45M | 0.0% | $156.07 | $156.06 | — | COMMON STOCK EUR.001 | G5494J103 |
| — | TRIBUNE MEDIA CO A | 31,600 | $1.434M | 0.0% | $45.38 | $39.55 | — | COMMON STOCK | 896047503 |
| ATO | ATMOS ENERGY CORP | 15,270 | $1.416M | 0.0% | $92.73 * | $80.45 | -2.7% | COMMON STOCK | 049560105 |
| — | STATE BANK FINANCIAL CORP | 65,500 | $1.414M | 0.0% | $21.59 | $33.40 | — | COMMON STOCK USD.01 | 856190103 |
| LDOS | LEIDOS HOLDINGS INC | 26,650 | $1.405M | 0.0% | $52.72 * | $57.24 | -16.4% | COMMON STOCK USD.0001 | 525327102 |
| — | PACWEST BANCORP | 42,022 | $1.398M | 0.0% | $33.27 | $41.85 | — | COMMON STOCK | 695263103 |
| WTW | WILLIS TOWERS WATSON PLC | 9,205 | $1.398M | 0.0% | $151.87 * | $135.33 | +2.2% | COMMON STOCK USD.000304635 | G96629103 |
| CTRA | CABOT OIL GAS CORP | 62,153 | $1.389M | 0.0% | $22.35 * | $17.99 | -7.8% | COMMON STOCK USD.1 | 127097103 |
| — | NEW RELIC INC | 17,131 | $1.387M | 0.0% | $80.96 | $85.10 | — | COMMON STOCK USD.001 | 64829B100 |
| CUBI | CUSTOMERS BANCORP INC | 76,038 | $1.384M | 0.0% | $18.20 | $25.92 | -29.8% | COMMON STOCK USD1.0 | 23204G100 |
| AEO | AMERICAN EAGLE OUTFITTERS | 71,217 | $1.377M | 0.0% | $19.34 * | $16.10 | +0.3% | COMMON STOCK USD.01 | 02553E106 |
| KBH | KB HOME | 72,056 | $1.376M | 0.0% | $19.10 * | $18.50 | -6.9% | COMMON STOCK USD1.0 | 48666K109 |
| — | TAUBMAN CENTERS INC | 30,139 | $1.371M | 0.0% | $45.49 | $45.49 | — | REIT USD.01 | 876664103 |
| CVI | CVR ENERGY INC | 39,576 | $1.365M | 0.0% | $34.49 * | $15.84 | +24.0% | COMMON STOCK USD.01 | 12662P108 |
| BYD | BOYD GAMING CORP | 65,439 | $1.36M | 0.0% | $20.78 * | $29.84 | -33.8% | COMMON STOCK USD.01 | 103304101 |
| AORT | CRYOLIFE INC | 47,881 | $1.359M | 0.0% | $28.38 | $30.08 | -5.7% | COMMON STOCK USD.01 | 228903100 |
| — | CORE LABORATORIES N.V. | 22,783 | $1.359M | 0.0% | $59.65 | $87.24 | — | COMMON STOCK EUR.02 | N22717107 |
| — | MCDERMOTT INTL INC | 207,269 | $1.356M | 0.0% | $6.54 | $12.15 | — | COMMON STOCK USD1.0 | 580037703 |
| HPE | HEWLETT PACKARD ENTERPRISE | 102,086 | $1.349M | 0.0% | $13.21 * | $11.91 | -11.2% | COMMON STOCK USD.01 | 42824C109 |
| PBF | PBF ENERGY INC CLASS A | 41,199 | $1.346M | 0.0% | $32.67 | $40.34 | -19.0% | COMMON STOCK USD.001 | 69318G106 |
| CACC | CREDIT ACCEPTANCE CORP | 3,511 | $1.34M | 0.0% | $381.66 | $365.26 | +4.5% | COMMON STOCK USD.01 | 225310101 |
| KFRC | KFORCE INC | 43,274 | $1.338M | 0.0% | $30.92 | $20.00 | +54.6% | COMMON STOCK USD.01 | 493732101 |
| — | NEXEO SOLUTIONS INC | 155,677 | $1.337M | 0.0% | $8.59 | $11.40 | — | COMMON STOCK | 65342H102 |
| PTC | PTC INC | 16,031 | $1.329M | 0.0% | $82.90 | $68.44 | +21.1% | COMMON STOCK USD.01 | 69370C100 |
| — | MONMOUTH REAL ESTATE INV COR | 107,010 | $1.327M | 0.0% | $12.40 | $16.14 | — | REIT USD.01 | 609720107 |
| AROC | ARCHROCK INC | 177,166 | $1.327M | 0.0% | $7.49 * | $7.14 | -30.5% | COMMON STOCK USD.01 | 03957W106 |
| EPM | EVOLUTION PETROLEUM CORP | 190,992 | $1.303M | 0.0% | $6.82 * | $5.20 | -19.5% | COMMON STOCK USD.001 | 30049A107 |
| ENR | ENERGIZER HOLDINGS INC | 28,817 | $1.301M | 0.0% | $45.15 * | $40.27 | -13.1% | COMMON STOCK | 29272W109 |
| IPGP | IPG PHOTONICS CORP | 11,480 | $1.301M | 0.0% | $113.33 | $152.40 | -25.7% | COMMON STOCK USD.0001 | 44980X109 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 19,453 | $1.297M | 0.0% | $66.67 | $77.43 | — | REIT USD.01 | 78377T107 |
| — | AMAG PHARMACEUTICALS INC | 84,977 | $1.291M | 0.0% | $15.19 | $20.36 | — | COMMON STOCK USD.01 | 00163U106 |
| — | CAMBREX CORP | 34,139 | $1.289M | 0.0% | $37.76 | $49.05 | — | COMMON STOCK USD.1 | 132011107 |
| RL | RALPH LAUREN CORP | 12,389 | $1.282M | 0.0% | $103.48 * | $101.04 | -10.6% | COMMON STOCK USD.01 | 751212101 |
| CXW | CORECIVIC INC | 71,465 | $1.274M | 0.0% | $17.83 * | $19.61 | -20.4% | REIT USD.01 | 21871N101 |
| EA | ELECTRONIC ARTS INC | 16,126 | $1.273M | 0.0% | $78.94 * | $116.01 | -33.9% | COMMON STOCK USD.01 | 285512109 |
| CAT | CATERPILLAR INC | 9,983 | $1.269M | 0.0% | $127.12 * | $108.44 | +0.6% | COMMON STOCK USD1.0 | 149123101 |
| FHB | FIRST HAWAIIAN INC | 56,300 | $1.267M | 0.0% | $22.50 * | $20.54 | -20.2% | COMMON STOCK USD.01 | 32051X108 |
| — | EXTENDED STAY AMERICA INC | 81,000 | $1.256M | 0.0% | $15.51 | $17.09 | — | UNIT USD.01 | 30224P200 |
| FIX | COMFORT SYSTEMS USA INC | 28,743 | $1.255M | 0.0% | $43.66 * | $30.25 | +38.5% | COMMON STOCK USD.01 | 199908104 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 37,694 | $1.252M | 0.0% | $33.21 | $40.61 | -18.2% | COMMON STOCK USD.001 | 868459108 |
| PAM | PAMPA ENERGIA SA SPON ADR | 39,292 | $1.25M | 0.0% | $31.81 | $32.42 | -1.9% | ADR | 697660207 |
| SON | SONOCO PRODUCTS CO | 23,460 | $1.246M | 0.0% | $53.11 * | $42.51 | -2.1% | COMMON STOCK | 835495102 |
| — | RETAIL OPPORTUNITY INVESTMEN | 78,447 | $1.246M | 0.0% | $15.88 | $16.65 | — | REIT USD.0001 | 76131N101 |
| FULT | FULTON FINANCIAL CORP | 80,272 | $1.243M | 0.0% | $15.48 * | $12.05 | -4.0% | COMMON STOCK USD2.5 | 360271100 |
| CORT | CORCEPT THERAPEUTICS INC | 92,845 | $1.24M | 0.0% | $13.36 | $10.87 | +22.9% | COMMON STOCK USD.001 | 218352102 |
| MCK | MCKESSON CORP | 11,204 | $1.238M | 0.0% | $110.50 * | $128.16 | -18.2% | COMMON STOCK USD.01 | 58155Q103 |
| — | WADDELL REED FINANCIAL A | 68,280 | $1.235M | 0.0% | $18.09 | $19.20 | — | COMMON STOCK USD.01 | 930059100 |
| NEU | NEWMARKET CORP | 2,997 | $1.235M | 0.0% | $412.08 * | $343.70 | +3.9% | COMMON STOCK | 651587107 |
| — | STORE CAPITAL CORP | 43,202 | $1.223M | 0.0% | $28.31 | $24.52 | — | REIT USD.01 | 862121100 |
| SKT | TANGER FACTORY OUTLET CENTER | 60,373 | $1.221M | 0.0% | $20.22 | $25.56 | — | REIT USD.01 | 875465106 |
| SXC | SUNCOKE ENERGY INC | 142,238 | $1.216M | 0.0% | $8.55 | $11.03 | -22.5% | COMMON STOCK USD.01 | 86722A103 |
| CNX | CNX RESOURCES CORP | 104,671 | $1.195M | 0.0% | $11.42 | $15.79 | -27.7% | COMMON STOCK USD.01 | 12653C108 |
| — | IBERIABANK CORP | 18,500 | $1.189M | 0.0% | $64.27 | $81.34 | — | COMMON STOCK USD1.0 | 450828108 |
| GDOT | GREEN DOT CORP CLASS A | 14,940 | $1.188M | 0.0% | $79.52 | $68.95 | +15.3% | COMMON STOCK USD.001 | 39304D102 |
| — | RUTH S HOSPITALITY GROUP INC | 52,033 | $1.183M | 0.0% | $22.74 | $23.64 | — | COMMON STOCK USD.01 | 783332109 |
| VNDA | VANDA PHARMACEUTICALS INC | 45,167 | $1.18M | 0.0% | $26.13 | $16.73 | +56.1% | COMMON STOCK USD.001 | 921659108 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 83,481 | $1.174M | 0.0% | $14.06 | $14.06 | — | REIT USD.01 | 04208T108 |
| NBHC | NATIONAL BANK HOLD CL A | 37,932 | $1.171M | 0.0% | $30.87 * | $28.56 | -9.9% | COMMON STOCK | 633707104 |
| UAL | UNITED CONTINENTAL HOLDINGS | 13,948 | $1.168M | 0.0% | $83.74 | $71.54 | +17.0% | COMMON STOCK USD.01 | 910047109 |
| APLE | APPLE HOSPITALITY REIT INC | 81,772 | $1.166M | 0.0% | $14.26 | $18.15 | — | REIT NPV | 03784Y200 |
| CACI | CACI INTERNATIONAL INC CL A | 8,076 | $1.163M | 0.0% | $144.01 | $170.17 | -15.4% | COMMON STOCK USD.1 | 127190304 |
| GILD | GILEAD SCIENCES INC | 18,278 | $1.143M | 0.0% | $62.53 * | $59.36 | -19.5% | COMMON STOCK USD.001 | 375558103 |
| — | TENNECO INC CLASS A | 41,707 | $1.142M | 0.0% | $27.38 | $58.55 | — | COMMON STOCK USD.01 | 880349105 |
| EVTC | EVERTEC INC | 39,772 | $1.141M | 0.0% | $28.69 * | $25.19 | +9.6% | COMMON STOCK USD.01 | 30040P103 |
| PFG | PRINCIPAL FINANCIAL GROUP | 25,419 | $1.123M | 0.0% | $44.18 * | $38.05 | -11.5% | COMMON STOCK USD.01 | 74251V102 |
| EMN | EASTMAN CHEMICAL CO | 15,299 | $1.119M | 0.0% | $73.14 * | $59.57 | -4.2% | COMMON STOCK USD.01 | 277432100 |
| — | INTEGRATED DEVICE TECH INC | 23,085 | $1.118M | 0.0% | $48.43 | $48.43 | — | COMMON STOCK USD.001 | 458118106 |
| SRE | SEMPRA ENERGY | 10,302 | $1.115M | 0.0% | $108.23 * | $33.06 | +30.8% | COMMON STOCK | 816851109 |
| CTRE | CARETRUST REIT INC | 60,196 | $1.111M | 0.0% | $18.46 | $16.19 | — | REIT USD.01 | 14174T107 |
| CBRL | CRACKER BARREL OLD COUNTRY | 6,918 | $1.106M | 0.0% | $159.87 * | $118.73 | +1.7% | COMMON STOCK USD.01 | 22410J106 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $1.105M | 0.0% | $0.55 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| DXC | DXC TECHNOLOGY CO | 20,682 | $1.1M | 0.0% | $53.19 * | $83.46 | -38.7% | COMMON STOCK USD.01 | 23355L106 |
| — | CIMAREX ENERGY CO | 17,743 | $1.094M | 0.0% | $61.66 | $64.17 | — | COMMON STOCK USD.01 | 171798101 |
| BIGGQ | BIG LOTS INC | 37,786 | $1.093M | 0.0% | $28.93 * | $35.64 | -10.3% | COMMON STOCK USD.01 | 089302103 |
| ETD | ETHAN ALLEN INTERIORS INC | 62,097 | $1.092M | 0.0% | $17.59 * | $11.65 | -10.4% | COMMON STOCK USD.01 | 297602104 |
| — | SAEXPLORATION HOLDINGS INC | 583,314 | $1.091M | 0.0% | $1.87 | $3.06 | — | COMMON STOCK USD.0001 | 78636X873 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 6,833 | $1.088M | 0.0% | $159.23 | $166.48 | -4.4% | COMMON STOCK USD.01 | 989207105 |
| — | E TRADE FINANCIAL CORP | 24,651 | $1.082M | 0.0% | $43.89 | $42.60 | — | COMMON STOCK USD.01 | 269246401 |
| BPOP | POPULAR INC | 22,853 | $1.079M | 0.0% | $47.21 * | $35.01 | +9.6% | COMMON STOCK USD.01 | 733174700 |
| NWS | NEWS CORP CLASS B | 92,769 | $1.071M | 0.0% | $11.54 * | $12.14 | -11.7% | COMMON STOCK | 65249B208 |
| NVRI | HARSCO CORP | 53,889 | $1.07M | 0.0% | $19.86 | $25.13 | -21.0% | COMMON STOCK USD1.25 | 415864107 |
| — | INTERXION HOLDING NV | 19,753 | $1.07M | 0.0% | $54.17 | $67.28 | — | COMMON STOCK EUR.1 | N47279109 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 44,336 | $1.07M | 0.0% | $24.13 | $27.84 | -13.3% | COMMON STOCK USD.01 | 828730200 |
| — | CHANNELADVISOR CORP | 94,190 | $1.069M | 0.0% | $11.35 | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| DTE | DTE ENERGY COMPANY | 9,543 | $1.053M | 0.0% | $110.34 * | $47.08 | +57.9% | COMMON STOCK | 233331107 |
| WKC | WORLD FUEL SERVICES CORP | 48,984 | $1.049M | 0.0% | $21.42 | $37.28 | -42.6% | COMMON STOCK USD.01 | 981475106 |
| LZB | LA Z BOY INC | 37,696 | $1.045M | 0.0% | $27.72 | $27.85 | -0.5% | COMMON STOCK USD1.0 | 505336107 |
| — | MERIDIAN BANCORP INC | 72,734 | $1.042M | 0.0% | $14.33 | $15.42 | — | COMMON STOCK | 58958U103 |
| NTRS | NORTHERN TRUST CORP | 12,408 | $1.037M | 0.0% | $83.58 * | $83.02 | -18.7% | COMMON STOCK USD1.667 | 665859104 |
| COLD | AMERICOLD REALTY TRUST | 40,548 | $1.036M | 0.0% | $25.55 | $25.55 | — | REIT USD.01 | 03064D108 |
| LOW | LOWE S COS INC | 11,197 | $1.034M | 0.0% | $92.35 * | $70.61 | +15.0% | COMMON STOCK USD.5 | 548661107 |
| CHTR | CHARTER COMMUNICATIONS INC A | 3,618 | $1.031M | 0.0% | $284.96 | $318.52 | -10.5% | COMMON STOCK USD.001 | 16119P108 |
| — | NXSTAGE MEDICAL INC | 35,700 | $1.022M | 0.0% | $28.63 | $27.89 | — | COMMON STOCK USD.001 | 67072V103 |
| — | WEIGHT WATCHERS INTL INC | 26,490 | $1.021M | 0.0% | $38.54 | $38.54 | — | COMMON STOCK | 948626106 |
| BDN | BRANDYWINE REALTY TRUST | 79,164 | $1.019M | 0.0% | $12.87 | $15.23 | — | REIT USD.01 | 105368203 |
| HOG | HARLEY DAVIDSON INC | 29,832 | $1.018M | 0.0% | $34.12 | $48.87 | -30.2% | COMMON STOCK USD.01 | 412822108 |
| VFC | VF CORP | 14,159 | $1.01M | 0.0% | $71.33 * | $78.73 | -14.7% | COMMON STOCK | 918204108 |
| CVLT | COMMVAULT SYSTEMS INC | 16,933 | $1.001M | 0.0% | $59.12 | $65.87 | -10.3% | COMMON STOCK USD.01 | 204166102 |
| GNRC | GENERAC HOLDINGS INC | 20,147 | $1.001M | 0.0% | $49.68 | $45.28 | +9.8% | COMMON STOCK USD.01 | 368736104 |
| BRC | BRADY CORPORATION CL A | 22,859 | $993K | 0.0% | $43.44 * | $36.85 | +4.3% | COMMON STOCK USD.01 | 104674106 |
| — | COUPA SOFTWARE INC | 15,668 | $985K | 0.0% | $62.87 | $62.87 | — | COMMON STOCK USD.0001 | 22266L106 |
| — | NIC INC | 78,740 | $983K | 0.0% | $12.48 | $14.39 | — | COMMON STOCK | 62914B100 |
| ARCB | ARCBEST CORP | 28,545 | $978K | 0.0% | $34.26 * | $23.95 | +36.2% | COMMON STOCK USD.01 | 03937C105 |
| UNM | UNUM GROUP | 33,250 | $977K | 0.0% | $29.38 | $47.94 | -38.7% | COMMON STOCK USD.1 | 91529Y106 |
| IBCP | INDEPENDENT BANK CORP MICH | 46,195 | $971K | 0.0% | $21.02 * | $17.67 | -10.4% | COMMON STOCK USD1.0 | 453838609 |
| — | POLYONE CORPORATION | 33,916 | $970K | 0.0% | $28.60 | $28.60 | — | COMMON STOCK USD.01 | 73179P106 |
| — | AON PLC | 6,640 | $965K | 0.0% | $145.33 | $149.00 | — | COMMON STOCK USD.01 | G0408V102 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 21,675 | $963K | 0.0% | $44.43 * | $42.42 | -10.2% | COMMON STOCK USD.01 | 416515104 |
| MOH | MOLINA HEALTHCARE INC | 8,269 | $961K | 0.0% | $116.22 | $128.79 | -9.8% | COMMON STOCK USD.001 | 60855R100 |
| SAM | BOSTON BEER COMPANY INC A | 3,989 | $961K | 0.0% | $240.91 | $182.61 | +31.9% | COMMON STOCK USD.01 | 100557107 |
| — | DISCOVERY INC A | 38,595 | $955K | 0.0% | $24.74 | $31.24 | — | COMMON STOCK USD.01 | 25470F104 |
| — | LIBERTY MEDIA CORP LIBERTY C | 30,845 | $947K | 0.0% | $30.70 | $37.14 | — | TRACKING STK USD.01 | 531229854 |
| TNET | TRINET GROUP INC | 22,540 | $946K | 0.0% | $41.97 * | $44.85 | -8.9% | COMMON STOCK USD.000025 | 896288107 |
| — | LOGMEIN INC | 11,564 | $943K | 0.0% | $81.55 | $98.90 | — | COMMON STOCK USD.01 | 54142L109 |
| KEY | KEYCORP | 63,565 | $939K | 0.0% | $14.77 * | $12.66 | -16.5% | COMMON STOCK USD1.0 | 493267108 |
| ZION | ZIONS BANCORP NA | 23,000 | $937K | 0.0% | $40.74 | $53.82 | -24.3% | COMMON STOCK USD.001 | 989701107 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 31,684 | $934K | 0.0% | $29.48 | $31.69 | — | REIT USD.01 | 76169C100 |
| FMC | FMC CORP | 12,599 | $932K | 0.0% | $73.97 * | $60.19 | -12.3% | COMMON STOCK USD.1 | 302491303 |
| XPO | XPO LOGISTICS INC | 16,301 | $930K | 0.0% | $57.05 * | $24.65 | -20.0% | COMMON STOCK USD.001 | 983793100 |
| CROX | CROCS INC | 35,644 | $926K | 0.0% | $25.98 | $23.39 | +11.1% | COMMON STOCK USD.001 | 227046109 |
| ETSY | ETSY INC | 19,472 | $926K | 0.0% | $47.56 | $35.20 | +35.2% | COMMON STOCK USD.001 | 29786A106 |
| LMAT | LEMAITRE VASCULAR INC | 39,093 | $924K | 0.0% | $23.64 * | $29.09 | -24.3% | COMMON STOCK USD.01 | 525558201 |
| TILE | INTERFACE INC | 64,648 | $921K | 0.0% | $14.25 | $17.22 | -17.2% | COMMON STOCK USD.1 | 458665304 |
| OHI | OMEGA HEALTHCARE INVESTORS | 26,208 | $921K | 0.0% | $35.14 | $34.78 | — | REIT USD.1 | 681936100 |
| MASI | MASIMO CORP | 8,560 | $919K | 0.0% | $107.36 | $90.37 | +18.8% | COMMON STOCK USD.001 | 574795100 |
| LITE | LUMENTUM HOLDINGS INC | 21,855 | $918K | 0.0% | $42.00 | $56.21 | -25.3% | COMMON STOCK USD.001 | 55024U109 |
| TXNM | PNM RESOURCES INC | 22,323 | $917K | 0.0% | $41.08 | $37.34 | +10.0% | COMMON STOCK | 69349H107 |
| SJM | JM SMUCKER CO/THE | 9,800 | $916K | 0.0% | $93.47 * | $94.11 | -20.9% | COMMON STOCK | 832696405 |
| ACRE | ARES COMMERCIAL REAL ESTATE | 69,447 | $906K | 0.0% | $13.05 | $13.60 | — | REIT USD.01 | 04013V108 |
| — | K12 INC | 36,518 | $905K | 0.0% | $24.78 | $14.18 | — | COMMON STOCK USD.0001 | 48273U102 |
| — | DRIL QUIP INC | 29,860 | $897K | 0.0% | $30.04 | $48.81 | — | COMMON STOCK USD.01 | 262037104 |
| WWD | WOODWARD INC | 11,960 | $889K | 0.0% | $74.33 * | $67.68 | +5.0% | COMMON STOCK USD.00292 | 980745103 |
| — | MAXIM INTEGRATED PRODUCTS | 17,415 | $886K | 0.0% | $50.88 | $58.68 | — | COMMON STOCK USD.001 | 57772K101 |
| THO | THOR INDUSTRIES INC | 17,027 | $885K | 0.0% | $51.98 * | $77.43 | -42.0% | COMMON STOCK USD.1 | 885160101 |
| NWN | NORTHWEST NATURAL HOLDING CO | 14,580 | $882K | 0.0% | $60.49 | $66.85 | -9.6% | COMMON STOCK | 66765N105 |
| DOX | AMDOCS LTD | 14,900 | $873K | 0.0% | $58.59 * | $46.71 | +8.6% | COMMON STOCK GBP.0001 | G02602103 |
| ENTA | ENANTA PHARMACEUTICALS INC | 12,303 | $871K | 0.0% | $70.80 | $58.50 | +21.1% | COMMON STOCK USD.01 | 29251M106 |
| MANH | MANHATTAN ASSOCIATES INC | 20,485 | $868K | 0.0% | $42.37 | $45.12 | -6.1% | COMMON STOCK USD.01 | 562750109 |
| FCX | FREEPORT MCMORAN INC | 84,231 | $868K | 0.0% | $10.30 * | $12.79 | -26.2% | COMMON STOCK USD.1 | 35671D857 |
| EBS | EMERGENT BIOSOLUTIONS INC | 14,647 | $868K | 0.0% | $59.26 | $51.48 | +15.1% | COMMON STOCK USD.001 | 29089Q105 |
| CB | CHUBB LTD | 6,705 | $866K | 0.0% | $129.16 * | $108.23 | +6.3% | COMMON STOCK | H1467J104 |
| EEFT | EURONET WORLDWIDE INC | 8,458 | $866K | 0.0% | $102.39 | $94.17 | +8.7% | COMMON STOCK USD.02 | 298736109 |
| MUR | MURPHY OIL CORP | 36,941 | $864K | 0.0% | $23.39 * | $21.62 | -16.3% | COMMON STOCK USD1.0 | 626717102 |
| IRM | IRON MOUNTAIN INC | 26,672 | $864K | 0.0% | $32.39 * | $21.76 | +2.7% | REIT USD.01 | 46284V101 |
| UTL | UNITIL CORP | 16,834 | $852K | 0.0% | $50.61 | $49.82 | +1.6% | COMMON STOCK | 913259107 |
| — | HD SUPPLY HOLDINGS INC | 22,400 | $840K | 0.0% | $37.50 | $38.27 | — | COMMON STOCK USD.01 | 40416M105 |
| IT | GARTNER INC | 6,542 | $836K | 0.0% | $127.79 | $134.26 | -4.8% | COMMON STOCK USD.0005 | 366651107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 7,155 | $836K | 0.0% | $116.84 * | $97.96 | -7.3% | COMMON STOCK USD5.0 | 693475105 |
| HUBS | HUBSPOT INC | 6,589 | $828K | 0.0% | $125.66 | $70.85 | +77.5% | COMMON STOCK USD.001 | 443573100 |
| CATY | CATHAY GENERAL BANCORP | 24,623 | $826K | 0.0% | $33.55 * | $32.22 | -18.1% | COMMON STOCK USD.01 | 149150104 |
| ESE | ESCO TECHNOLOGIES INC | 12,503 | $825K | 0.0% | $65.98 * | $63.18 | +1.9% | COMMON STOCK USD.01 | 296315104 |
| DECK | DECKERS OUTDOOR CORP | 6,402 | $819K | 0.0% | $127.93 * | $15.02 | +42.0% | COMMON STOCK USD.01 | 243537107 |
| — | CALLON PETROLEUM CO | 126,029 | $818K | 0.0% | $6.49 | $7.86 | — | COMMON STOCK USD.01 | 13123X102 |
| — | SYNOVUS FINANCIAL CORP | 25,493 | $816K | 0.0% | $32.01 | $44.74 | — | COMMON STOCK USD1.0 | 87161C501 |
| G | GENPACT LTD | 30,200 | $815K | 0.0% | $26.99 * | $29.65 | -16.1% | COMMON STOCK USD.01 | G3922B107 |
| NOMD | NOMAD FOODS LTD | 48,761 | $815K | 0.0% | $16.71 | $19.78 | -15.5% | COMMON STOCK | G6564A105 |
| ORI | OLD REPUBLIC INTL CORP | 39,493 | $812K | 0.0% | $20.56 * | $11.41 | +1.9% | COMMON STOCK USD1.0 | 680223104 |
| — | BASIC ENERGY SERVICES INC | 210,050 | $807K | 0.0% | $3.84 | $17.72 | — | COMMON STOCK USD.01 | 06985P209 |
| LNC | LINCOLN NATIONAL CORP | 15,667 | $804K | 0.0% | $51.32 * | $46.29 | -19.7% | COMMON STOCK | 534187109 |
| AIT | APPLIED INDUSTRIAL TECH INC | 14,829 | $800K | 0.0% | $53.95 * | $59.98 | -18.2% | COMMON STOCK | 03820C105 |
| ROL | ROLLINS INC | 21,994 | $794K | 0.0% | $36.10 * | $23.69 | -6.7% | COMMON STOCK USD1.0 | 775711104 |
| CPS | COOPER STANDARD HOLDING | 12,781 | $794K | 0.0% | $62.12 | $80.70 | -23.0% | COMMON STOCK USD.001 | 21676P103 |
| PACDEUR | PACIFIC DRILLING S.A. | 59,497 | $794K | 0.0% | $13.35 | $13.35 | — | COMMON STOCK | L7257P205 |
| SNPS | SYNOPSYS INC | 9,373 | $790K | 0.0% | $84.28 | $63.38 | +32.9% | COMMON STOCK USD.01 | 871607107 |
| VCYT | VERACYTE INC | 62,571 | $787K | 0.0% | $12.58 | $11.82 | +6.4% | COMMON STOCK USD.001 | 92337F107 |
| UTHR | UNITED THERAPEUTICS CORP | 7,186 | $783K | 0.0% | $108.96 | $109.75 | -0.8% | COMMON STOCK USD.01 | 91307C102 |
| ILMN | ILLUMINA INC | 2,598 | $779K | 0.0% | $299.85 * | $316.22 | -7.7% | COMMON STOCK USD.01 | 452327109 |
| SCHW | SCHWAB (CHARLES) CORP | 18,656 | $775K | 0.0% | $41.54 * | $38.65 | -2.7% | COMMON STOCK USD.01 | 808513105 |
| — | RETAIL PROPERTIES OF AME A | 70,844 | $769K | 0.0% | $10.85 | $10.85 | — | REIT USD.001 | 76131V202 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 30,636 | $768K | 0.0% | $25.07 * | $38.22 | -38.8% | COMMON STOCK USD.001 | 499049104 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 20,600 | $762K | 0.0% | $36.99 | $43.45 | — | TRACKING STK USD.01 | 531229607 |
| FN | FABRINET | 14,853 | $762K | 0.0% | $51.30 | $44.05 | +16.5% | COMMON STOCK USD.01 | G3323L100 |
| POST | POST HOLDINGS INC | 8,515 | $759K | 0.0% | $89.14 * | $51.94 | +12.3% | COMMON STOCK USD.01 | 737446104 |
| CPT | CAMDEN PROPERTY TRUST | 8,603 | $757K | 0.0% | $87.99 * | $58.23 | +19.6% | REIT USD.01 | 133131102 |
| RGNX | REGENXBIO INC | 18,003 | $755K | 0.0% | $41.94 | $47.76 | -12.2% | COMMON STOCK USD.0001 | 75901B107 |
| MYGN | MYRIAD GENETICS INC | 25,865 | $752K | 0.0% | $29.07 | $31.02 | -6.3% | COMMON STOCK USD.01 | 62855J104 |
| SWK | STANLEY BLACK DECKER INC | 6,263 | $750K | 0.0% | $119.75 * | $117.30 | -16.7% | COMMON STOCK USD2.5 | 854502101 |
| — | TABLEAU SOFTWARE INC CL A | 6,236 | $748K | 0.0% | $119.95 | $46.51 | — | COMMON STOCK USD.0001 | 87336U105 |
| NOW | SERVICENOW INC | 4,199 | $748K | 0.0% | $178.14 * | $35.61 | +0.0% | COMMON STOCK USD.001 | 81762P102 |
| — | COTT CORPORATION | 52,955 | $738K | 0.0% | $13.94 | $13.94 | — | COMMON STOCK | 22163N106 |
| GNW | GENWORTH FINANCIAL INC CL A | 158,287 | $738K | 0.0% | $4.66 | $4.32 | +8.0% | COMMON STOCK USD.001 | 37247D106 |
| — | ACTIVISION BLIZZARD INC | 15,824 | $737K | 0.0% | $46.57 | $69.95 | — | COMMON STOCK USD.000001 | 00507V109 |
| SAIC | SCIENCE APPLICATIONS INTE | 11,577 | $737K | 0.0% | $63.66 | $69.66 | -8.6% | COMMON STOCK USD.0001 | 808625107 |
| — | CARE.COM INC | 38,034 | $734K | 0.0% | $19.30 | $18.27 | — | COMMON STOCK USD.001 | 141633107 |
| — | FIBROGEN INC | 15,860 | $734K | 0.0% | $46.28 | $53.21 | — | COMMON STOCK USD.01 | 31572Q808 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 8,591 | $732K | 0.0% | $85.21 | $97.88 | -13.0% | COMMON STOCK USD.001 | 09061G101 |
| EGRX | EAGLE PHARMACEUTICALS INC | 18,131 | $730K | 0.0% | $40.26 | $52.77 | -23.6% | COMMON STOCK USD.001 | 269796108 |
| PNR | PENTAIR PLC | 19,213 | $726K | 0.0% | $37.79 * | $36.44 | -6.4% | COMMON STOCK USD.01 | G7S00T104 |
| — | GENERAL ELECTRIC CO | 95,923 | $726K | 0.0% | $7.57 | $11.29 | — | COMMON STOCK USD.06 | 369604103 |
| LW | LAMB WESTON HOLDINGS INC | 9,819 | $722K | 0.0% | $73.53 * | $68.72 | -3.8% | COMMON STOCK USD1.0 | 513272104 |
| CE | CELANESE CORP | 8,000 | $720K | 0.0% | $90.00 * | $95.85 | -18.0% | COMMON STOCK USD.0001 | 150870103 |
| PETS | PETMED EXPRESS INC | 30,904 | $719K | 0.0% | $23.27 | $26.69 | -12.9% | COMMON STOCK USD.001 | 716382106 |
| — | ATLANTIC POWER CORP | 330,774 | $718K | 0.0% | $2.17 | $2.19 | — | COMMON STOCK | 04878Q863 |
| FIZZ | NATIONAL BEVERAGE CORP | 10,003 | $718K | 0.0% | $71.78 * | $38.25 | -22.5% | COMMON STOCK USD.01 | 635017106 |
| ADSK | AUTODESK INC | 5,574 | $717K | 0.0% | $128.63 | $136.07 | -5.5% | COMMON STOCK USD.01 | 052769106 |
| SWKS | SKYWORKS SOLUTIONS INC | 10,685 | $716K | 0.0% | $67.01 * | $78.65 | -27.7% | COMMON STOCK USD.25 | 83088M102 |
| — | HAWAIIAN HOLDINGS INC | 26,681 | $705K | 0.0% | $26.42 | $39.24 | — | COMMON STOCK USD.01 | 419879101 |
| SRI | STONERIDGE INC | 28,503 | $703K | 0.0% | $24.66 | $25.42 | -3.0% | COMMON STOCK | 86183P102 |
| NXRT | NEXPOINT RESIDENTIAL | 19,757 | $692K | 0.0% | $35.03 | $28.82 | — | REIT USD.01 | 65341D102 |
| RPD | RAPID7 INC | 21,958 | $684K | 0.0% | $31.15 | $33.57 | -7.2% | COMMON STOCK USD.01 | 753422104 |
| RGA | REINSURANCE GROUP OF AMERICA | 4,873 | $683K | 0.0% | $140.16 | $141.72 | -1.1% | COMMON STOCK USD.01 | 759351604 |
| COLM | COLUMBIA SPORTSWEAR CO | 8,114 | $682K | 0.0% | $84.05 * | $52.49 | +46.7% | COMMON STOCK | 198516106 |
| VAC | MARRIOTT VACATIONS WORLD | 9,679 | $682K | 0.0% | $70.46 | $95.95 | -26.5% | COMMON STOCK USD.01 | 57164Y107 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 14,329 | $678K | 0.0% | $47.32 | $51.13 | -7.5% | COMMON STOCK USD.01 | 00737L103 |
| — | LOXO ONCOLOGY INC | 4,814 | $674K | 0.0% | $140.01 | $142.85 | — | COMMON STOCK USD.0001 | 548862101 |
| — | STAMPS.COM INC | 4,318 | $672K | 0.0% | $155.63 | $206.48 | — | COMMON STOCK USD.001 | 852857200 |
| — | ULTIMATE SOFTWARE GROUP INC | 2,741 | $671K | 0.0% | $244.80 | $244.80 | — | COMMON STOCK USD.01 | 90385D107 |
| — | ALTERYX INC CLASS A | 11,291 | $671K | 0.0% | $59.43 | $34.13 | — | COMMON STOCK | 02156B103 |
| NVR | NVR INC | 275 | $670K | 0.0% | $2436.36 | $2364.15 | +3.1% | COMMON STOCK USD.01 | 62944T105 |
| IMAX | IMAX CORP | 35,314 | $664K | 0.0% | $18.80 | $20.41 | -7.8% | COMMON STOCK | 45245E109 |
| — | DUKE REALTY CORP | 25,515 | $661K | 0.0% | $25.91 | $27.97 | — | REIT USD.01 | 264411505 |
| — | CAESARS ENTERTAINMENT CORP | 97,314 | $661K | 0.0% | $6.79 | $12.65 | — | COMMON STOCK USD.01 | 127686103 |
| CPF | CENTRAL PACIFIC FINANCIAL CO | 27,114 | $660K | 0.0% | $24.34 * | $19.37 | -7.1% | COMMON STOCK | 154760409 |
| OLP | ONE LIBERTY PROPERTIES INC | 27,067 | $656K | 0.0% | $24.24 | $25.97 | — | REIT USD1.0 | 682406103 |
| — | SEAGATE TECHNOLOGY | 16,917 | $653K | 0.0% | $38.60 | $47.67 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | ALLEGHANY CORP | 1,041 | $649K | 0.0% | $623.44 | $623.44 | — | COMMON STOCK USD1.0 | 017175100 |
| GTN | GRAY TELEVISION INC | 43,882 | $647K | 0.0% | $14.74 | $15.17 | -2.8% | COMMON STOCK | 389375106 |
| TYL | TYLER TECHNOLOGIES INC | 3,481 | $647K | 0.0% | $185.87 | $197.58 | -6.0% | COMMON STOCK USD.01 | 902252105 |
| SD | SANDRIDGE ENERGY INC | 84,603 | $644K | 0.0% | $7.61 | $21.58 | -64.7% | COMMON STOCK USD.001 | 80007P869 |
| BK | BANK OF NEW YORK MELLON CORP | 13,654 | $643K | 0.0% | $47.09 * | $43.48 | -11.4% | COMMON STOCK USD.01 | 064058100 |
| OSUR | ORASURE TECHNOLOGIES INC | 55,011 | $643K | 0.0% | $11.69 | $6.72 | +73.7% | COMMON STOCK USD.000001 | 68554V108 |
| — | APACHE CORP | 24,227 | $636K | 0.0% | $26.25 | $39.22 | — | COMMON STOCK USD.625 | 037411105 |
| OFG | OFG BANCORP | 38,571 | $635K | 0.0% | $16.46 | $16.83 | -2.2% | COMMON STOCK USD1.0 | 67103X102 |
| — | SHUTTERFLY INC | 15,731 | $633K | 0.0% | $40.24 | $81.24 | — | COMMON STOCK USD.0001 | 82568P304 |
| MKTX | MARKETAXESS HOLDINGS INC | 2,977 | $629K | 0.0% | $211.29 * | $192.62 | +2.2% | COMMON STOCK USD.003 | 57060D108 |
| EMR | EMERSON ELECTRIC CO | 10,517 | $628K | 0.0% | $59.71 * | $52.99 | -4.3% | COMMON STOCK USD.5 | 291011104 |
| RPM | RPM INTERNATIONAL INC | 10,654 | $626K | 0.0% | $58.76 | $50.15 | +17.2% | COMMON STOCK USD.01 | 749685103 |
| HOMB | HOME BANCSHARES INC | 38,138 | $623K | 0.0% | $16.34 | $20.60 | -20.7% | COMMON STOCK USD.01 | 436893200 |
| — | SYNEOS HEALTH INC | 15,717 | $618K | 0.0% | $39.32 | $36.91 | — | COMMON STOCK USD.01 | 87166B102 |
| — | COLONY CAPITAL INC | 131,053 | $613K | 0.0% | $4.68 | $6.06 | — | REIT USD.01 | 19626G108 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $612K | 0.0% | $1.24 | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| — | MR COOPER GROUP INC | 52,315 | $611K | 0.0% | $11.68 | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| — | VERINT SYSTEMS INC | 14,391 | $609K | 0.0% | $42.32 | $42.32 | — | COMMON STOCK USD.001 | 92343X100 |
| PAYX | PAYCHEX INC | 9,310 | $607K | 0.0% | $65.20 * | $52.24 | +1.7% | COMMON STOCK USD.01 | 704326107 |
| — | SECUREWORKS CORP A | 35,841 | $605K | 0.0% | $16.88 | $16.88 | — | COMMON STOCK USD.01 | 81374A105 |
| — | BIOSPECIFICS TECHNOLOGIES | 9,968 | $604K | 0.0% | $60.59 | $60.59 | — | COMMON STOCK USD.001 | 090931106 |
| MHO | M/I HOMES INC | 28,729 | $604K | 0.0% | $21.02 | $26.82 | -21.6% | COMMON STOCK USD.01 | 55305B101 |
| OSBC | OLD SECOND BANCORP INC | 46,380 | $603K | 0.0% | $13.00 * | $13.59 | -11.7% | COMMON STOCK USD1.0 | 680277100 |
| AFG | AMERICAN FINANCIAL GROUP INC | 6,655 | $602K | 0.0% | $90.46 * | $53.37 | -9.0% | COMMON STOCK | 025932104 |
| — | CEDAR REALTY TRUST INC | 191,246 | $601K | 0.0% | $3.14 | $4.37 | — | REIT USD.06 | 150602209 |
| — | BMC STOCK HOLDINGS INC | 38,569 | $597K | 0.0% | $15.48 | $20.85 | — | COMMON STOCK USD.01 | 05591B109 |
| — | SPLUNK INC | 5,671 | $595K | 0.0% | $104.92 | $72.66 | — | COMMON STOCK USD.001 | 848637104 |
| CMTL | COMTECH TELECOMMUNICATIONS | 24,356 | $593K | 0.0% | $24.35 * | $25.53 | -13.1% | COMMON STOCK USD.1 | 205826209 |
| TTEK | TETRA TECH INC | 11,460 | $593K | 0.0% | $51.75 * | $8.08 | +28.2% | COMMON STOCK USD.01 | 88162G103 |
| MTRN | MATERION CORP | 13,082 | $589K | 0.0% | $45.02 | $60.17 | -25.2% | COMMON STOCK | 576690101 |
| MTX | MINERALS TECHNOLOGIES INC | 11,466 | $589K | 0.0% | $51.37 * | $63.24 | -21.4% | COMMON STOCK USD.1 | 603158106 |
| CAR | AVIS BUDGET GROUP INC | 26,077 | $586K | 0.0% | $22.47 * | $33.41 | -36.1% | COMMON STOCK USD.01 | 053774105 |
| WST | WEST PHARMACEUTICAL SERVICES | 5,935 | $582K | 0.0% | $98.06 * | $106.26 | -9.6% | COMMON STOCK USD.25 | 955306105 |
| LYV | LIVE NATION ENTERTAINMENT IN | 11,818 | $582K | 0.0% | $49.25 | $52.81 | -6.7% | COMMON STOCK USD.01 | 538034109 |
| — | PDL BIOPHARMA INC | 199,548 | $579K | 0.0% | $2.90 | $2.90 | — | COMMON STOCK USD.01 | 69329Y104 |
| GPC | GENUINE PARTS CO | 6,008 | $577K | 0.0% | $96.04 * | $73.56 | +6.7% | COMMON STOCK USD1.0 | 372460105 |
| GPN | GLOBAL PAYMENTS INC | 5,580 | $575K | 0.0% | $103.05 * | $81.63 | +20.3% | COMMON STOCK | 37940X102 |
| SRPT | SAREPTA THERAPEUTICS INC | 5,264 | $574K | 0.0% | $109.04 | $70.27 | +55.3% | COMMON STOCK USD.0001 | 803607100 |
| WU | WESTERN UNION CO | 33,632 | $574K | 0.0% | $17.07 | $19.24 | — | COMMON STOCK USD.01 | 959802109 |
| — | ALLERGAN PLC | 4,283 | $572K | 0.0% | $133.55 | $211.05 | — | COMMON STOCK USD.0033 | G0177J108 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 12,804 | $571K | 0.0% | $44.60 | $54.72 | -18.6% | COMMON STOCK USD.01 | 238337109 |
| BAX | BAXTER INTERNATIONAL INC | 8,628 | $568K | 0.0% | $65.83 * | $59.94 | -3.5% | COMMON STOCK USD1.0 | 071813109 |
| TTC | TORO CO | 10,116 | $565K | 0.0% | $55.85 | $58.08 | -3.8% | COMMON STOCK USD1.0 | 891092108 |
| — | CYPRESS SEMICONDUCTOR CORP | 44,439 | $565K | 0.0% | $12.71 | $12.71 | — | COMMON STOCK USD.01 | 232806109 |
| INDB | INDEPENDENT BANK CORP/MA | 8,039 | $565K | 0.0% | $70.28 * | $62.03 | -8.9% | COMMON STOCK USD.01 | 453836108 |
| MU | MICRON TECHNOLOGY INC | 17,685 | $561K | 0.0% | $31.72 * | $27.39 | +13.0% | COMMON STOCK USD.1 | 595112103 |
| GGG | GRACO INC | 13,383 | $560K | 0.0% | $41.84 * | $38.17 | +0.1% | COMMON STOCK USD1.0 | 384109104 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 7,461 | $553K | 0.0% | $74.12 | $49.46 | — | COMMON STOCK ILS.01 | M2682V108 |
| AGCO | AGCO CORP | 9,925 | $553K | 0.0% | $55.72 * | $46.49 | -1.3% | COMMON STOCK USD.01 | 001084102 |
| TER | TERADYNE INC | 17,559 | $551K | 0.0% | $31.38 * | $32.78 | -7.4% | COMMON STOCK USD.125 | 880770102 |
| AR | ANTERO RESOURCES CORP | 58,323 | $548K | 0.0% | $9.40 | $20.53 | -54.3% | COMMON STOCK USD.01 | 03674X106 |
| — | NATIONAL INSTRUMENTS CORP | 12,064 | $547K | 0.0% | $45.34 | $45.34 | — | COMMON STOCK USD.01 | 636518102 |
| — | ZIX CORP | 95,543 | $547K | 0.0% | $5.73 | $4.37 | — | COMMON STOCK USD.01 | 98974P100 |
| ECL | ECOLAB INC | 3,701 | $545K | 0.0% | $147.26 * | $133.88 | +2.2% | COMMON STOCK USD1.0 | 278865100 |
| — | SCHNITZER STEEL INDS INC A | 25,166 | $542K | 0.0% | $21.54 | $33.49 | — | COMMON STOCK USD1.0 | 806882106 |
| — | ENGILITY HOLDINGS INC | 18,960 | $540K | 0.0% | $28.48 | $35.97 | — | COMMON STOCK USD.01 | 29286C107 |
| CSL | CARLISLE COS INC | 5,331 | $536K | 0.0% | $100.54 * | $94.22 | -2.1% | COMMON STOCK USD1.0 | 142339100 |
| — | AG MORTGAGE INVESTMENT TRUST | 33,200 | $529K | 0.0% | $15.93 | $15.93 | — | REIT USD.01 | 001228105 |
| — | TECH DATA CORP | 6,431 | $526K | 0.0% | $81.79 | $81.86 | — | COMMON STOCK USD.0015 | 878237106 |
| PWR | QUANTA SERVICES INC | 17,449 | $525K | 0.0% | $30.09 | $31.73 | -6.8% | COMMON STOCK USD.00001 | 74762E102 |
| — | ARRAY BIOPHARMA INC | 36,744 | $524K | 0.0% | $14.26 | $13.87 | — | COMMON STOCK USD.001 | 04269X105 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 16,182 | $520K | 0.0% | $32.13 | $44.28 | -27.4% | COMMON STOCK USD.001 | 71742Q106 |
| WAFD | WASHINGTON FEDERAL INC | 19,435 | $519K | 0.0% | $26.70 * | $22.26 | -4.6% | COMMON STOCK USD1.0 | 938824109 |
| — | GENESEE WYOMING INC CL A | 7,011 | $519K | 0.0% | $74.03 | $74.03 | — | COMMON STOCK USD.01 | 371559105 |
| — | MALLINCKRODT PLC | 32,812 | $518K | 0.0% | $15.79 | $20.31 | — | COMMON STOCK USD.2 | G5785G107 |
| MEDP | MEDPACE HOLDINGS INC | 9,781 | $518K | 0.0% | $52.96 | $54.76 | -3.3% | COMMON STOCK USD.01 | 58506Q109 |
| SBNY | SIGNATURE BANK | 4,978 | $512K | 0.0% | $102.85 | $102.85 | — | COMMON STOCK USD.01 | 82669G104 |
| SLAB | SILICON LABORATORIES INC | 6,495 | $512K | 0.0% | $78.83 | $83.13 | -5.2% | COMMON STOCK USD.0001 | 826919102 |
| ANF | ABERCROMBIE FITCH CO CL A | 25,520 | $512K | 0.0% | $20.06 * | $18.58 | +1.6% | COMMON STOCK USD.01 | 002896207 |
| — | SOUTHWESTERN ENERGY CO | 150,085 | $512K | 0.0% | $3.41 | $3.41 | — | COMMON STOCK USD.01 | 845467109 |
| — | UMPQUA HOLDINGS CORP | 32,009 | $509K | 0.0% | $15.90 | $15.90 | — | COMMON STOCK | 904214103 |
| EW | EDWARDS LIFESCIENCES CORP | 3,312 | $507K | 0.0% | $153.08 * | $43.75 | +16.7% | COMMON STOCK USD1.0 | 28176E108 |
| — | HILL ROM HOLDINGS INC | 5,698 | $505K | 0.0% | $88.63 | $88.63 | — | COMMON STOCK | 431475102 |
| RYZ | RYERSON HOLDING CORP | 79,488 | $504K | 0.0% | $6.34 | $10.96 | -42.2% | COMMON STOCK USD.01 | 783754104 |
| RGLD | ROYAL GOLD INC | 5,878 | $503K | 0.0% | $85.57 | $76.98 | +11.3% | COMMON STOCK USD.01 | 780287108 |
| — | INTELSAT SA | 23,537 | $503K | 0.0% | $21.37 | $16.67 | — | COMMON STOCK USD.01 | L5140P101 |
| AFL | AFLAC INC | 11,015 | $502K | 0.0% | $45.57 * | $36.94 | +4.6% | COMMON STOCK USD.1 | 001055102 |
| TECH | BIO TECHNE CORP | 3,468 | $502K | 0.0% | $144.75 * | $40.40 | -13.3% | COMMON STOCK USD.01 | 09073M104 |
| CRL | CHARLES RIVER LABORATORIES | 4,414 | $500K | 0.0% | $113.28 | $97.80 | +15.7% | COMMON STOCK USD.01 | 159864107 |
| — | TWITTER INC | 17,350 | $499K | 0.0% | $28.76 | $34.76 | — | COMMON STOCK USD.000005 | 90184L102 |
| LFUS | LITTELFUSE INC | 2,912 | $499K | 0.0% | $171.36 | $178.39 | -3.9% | COMMON STOCK USD.01 | 537008104 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 11,232 | $497K | 0.0% | $44.25 | $42.67 | +3.7% | COMMON STOCK | 82312B106 |
| ACM | AECOM | 18,701 | $496K | 0.0% | $26.52 * | $32.59 | -21.8% | COMMON STOCK USD.01 | 00766T100 |
| TRV | TRAVELERS COS INC/THE | 4,131 | $495K | 0.0% | $119.83 * | $107.23 | -3.9% | COMMON STOCK | 89417E109 |
| ED | CONSOLIDATED EDISON INC | 6,445 | $493K | 0.0% | $76.49 * | $59.14 | +0.4% | COMMON STOCK USD.1 | 209115104 |
| — | OMNOVA SOLUTIONS INC | 67,302 | $493K | 0.0% | $7.33 | $7.33 | — | COMMON STOCK USD.1 | 682129101 |
| HUBB | HUBBELL INC | 4,962 | $493K | 0.0% | $99.36 * | $95.19 | -9.0% | COMMON STOCK USD.01 | 443510607 |
| — | L3 TECHNOLOGIES INC | 2,833 | $492K | 0.0% | $173.67 | $198.10 | — | COMMON STOCK USD.01 | 502413107 |
| — | PRA HEALTH SCIENCES INC | 5,344 | $491K | 0.0% | $91.88 | $107.42 | — | COMMON STOCK USD.01 | 69354M108 |
| REGN | REGENERON PHARMACEUTICALS | 1,311 | $490K | 0.0% | $373.76 | $374.67 | -0.9% | COMMON STOCK USD.001 | 75886F107 |
| WEX | WEX INC | 3,484 | $488K | 0.0% | $140.07 | $164.60 | -14.9% | COMMON STOCK USD.01 | 96208T104 |
| AVT | AVNET INC | 13,505 | $488K | 0.0% | $36.13 * | $34.22 | -11.4% | COMMON STOCK USD1.0 | 053807103 |
| — | II VI INC | 14,994 | $487K | 0.0% | $32.48 | $32.48 | — | COMMON STOCK | 902104108 |
| — | CATALENT INC | 15,635 | $487K | 0.0% | $31.15 | $41.57 | — | COMMON STOCK USD.01 | 148806102 |
| MDU | MDU RESOURCES GROUP INC | 20,366 | $486K | 0.0% | $23.86 * | $7.88 | -6.5% | COMMON STOCK USD1.0 | 552690109 |
| — | GREAT WESTERN BANCORP INC | 15,495 | $484K | 0.0% | $31.24 | $35.57 | — | COMMON STOCK USD.01 | 391416104 |
| MORN | MORNINGSTAR INC | 4,400 | $483K | 0.0% | $109.77 | $117.21 | -6.3% | COMMON STOCK | 617700109 |
| — | ABIOMED INC | 1,481 | $481K | 0.0% | $324.78 | $349.51 | — | COMMON STOCK USD.01 | 003654100 |
| WD | WALKER DUNLOP INC | 11,075 | $479K | 0.0% | $43.25 * | $38.26 | -5.6% | COMMON STOCK | 93148P102 |
| BIO | BIO RAD LABORATORIES A | 2,059 | $478K | 0.0% | $232.15 | $268.31 | -13.4% | COMMON STOCK USD.0001 | 090572207 |
| — | J ALEXANDER S HOLDINGS | 57,967 | $477K | 0.0% | $8.23 | $8.23 | — | COMMON STOCK USD.001 | 46609J106 |
| — | CLEAR CHANNEL OUTDOOR CL A | 91,446 | $475K | 0.0% | $5.19 | $5.19 | — | COMMON STOCK USD.01 | 18451C109 |
| ENVA | ENOVA INTERNATIONAL INC | 24,413 | $475K | 0.0% | $19.46 | $17.43 | +11.7% | COMMON STOCK USD.00001 | 29357K103 |
| RJF | RAYMOND JAMES FINANCIAL INC | 6,357 | $473K | 0.0% | $74.41 * | $48.66 | -8.9% | COMMON STOCK USD.01 | 754730109 |
| — | INVITAE CORP | 42,627 | $471K | 0.0% | $11.05 | $11.05 | — | COMMON STOCK USD.0001 | 46185L103 |
| CALX | CALIX INC | 48,184 | $470K | 0.0% | $9.75 | $8.70 | +12.1% | COMMON STOCK | 13100M509 |
| EHC | ENCOMPASS HEALTH CORP | 7,618 | $470K | 0.0% | $61.70 * | $51.86 | -13.3% | COMMON STOCK USD.01 | 29261A100 |
| — | CYRUSONE INC | 8,782 | $464K | 0.0% | $52.84 | $52.84 | — | REIT USD.01 | 23283R100 |
| GRC | GORMAN RUPP CO | 14,321 | $464K | 0.0% | $32.40 | $33.41 | -3.0% | COMMON STOCK | 383082104 |
| BBY | BEST BUY CO INC | 8,766 | $464K | 0.0% | $52.93 * | $55.03 | -26.4% | COMMON STOCK USD.1 | 086516101 |
| — | ESTERLINE TECHNOLOGIES CORP | 3,797 | $461K | 0.0% | $121.41 | $121.41 | — | COMMON STOCK USD.2 | 297425100 |
| MCY | MERCURY GENERAL CORP | 8,900 | $460K | 0.0% | $51.69 | $54.36 | -4.9% | COMMON STOCK | 589400100 |
| SABR | SABRE CORP | 21,237 | $460K | 0.0% | $21.66 | $24.20 | -10.6% | COMMON STOCK USD.01 | 78573M104 |
| FIVE | FIVE BELOW | 4,488 | $459K | 0.0% | $102.27 | $111.28 | -8.1% | COMMON STOCK USD.01 | 33829M101 |
| SCVL | SHOE CARNIVAL INC | 13,688 | $459K | 0.0% | $33.53 * | $9.28 | +80.6% | COMMON STOCK USD.01 | 824889109 |
| UVE | UNIVERSAL INSURANCE HOLDINGS | 12,106 | $459K | 0.0% | $37.92 | $43.53 | -12.9% | COMMON STOCK USD.01 | 91359V107 |
| LAMR | LAMAR ADVERTISING CO A | 6,618 | $458K | 0.0% | $69.21 | $69.21 | — | REIT USD.001 | 512816109 |
| DCI | DONALDSON CO INC | 10,523 | $457K | 0.0% | $43.43 * | $46.05 | -15.8% | COMMON STOCK USD5.0 | 257651109 |
| — | HORTONWORKS INC | 31,195 | $450K | 0.0% | $14.43 | $20.18 | — | COMMON STOCK USD.0001 | 440894103 |
| — | WASHINGTON PRIME GROUP INC | 91,907 | $447K | 0.0% | $4.86 | $6.15 | — | REIT USD.0001 | 93964W108 |
| AMRC | AMERESCO INC CL A | 31,650 | $446K | 0.0% | $14.09 | $11.91 | +18.4% | COMMON STOCK USD.0001 | 02361E108 |
| WPC | WP CAREY INC | 6,760 | $442K | 0.0% | $65.38 | $68.17 | — | REIT USD.001 | 92936U109 |
| — | LADENBURG THALMANN FINANCIAL | 188,716 | $440K | 0.0% | $2.33 | $3.17 | — | COMMON STOCK USD.0001 | 50575Q102 |
| CC | CHEMOURS CO/THE | 15,540 | $439K | 0.0% | $28.25 * | $23.57 | -10.4% | COMMON STOCK | 163851108 |
| FHN | FIRST HORIZON NATIONAL CORP | 33,386 | $439K | 0.0% | $13.15 * | $11.83 | -14.8% | COMMON STOCK USD.625 | 320517105 |
| POOL | POOL CORP | 2,956 | $439K | 0.0% | $148.51 * | $138.16 | -0.5% | COMMON STOCK USD.001 | 73278L105 |
| EXEL | EXELIXIS INC | 22,100 | $435K | 0.0% | $19.68 | $19.77 | -0.5% | COMMON STOCK USD.001 | 30161Q104 |
| ACH | OWENS MINOR INC | 68,624 | $434K | 0.0% | $6.32 | $16.81 | -62.5% | COMMON STOCK USD2.0 | 690732102 |
| AWK | AMERICAN WATER WORKS CO INC | 4,767 | $433K | 0.0% | $90.83 * | $79.87 | -0.4% | COMMON STOCK USD.01 | 030420103 |
| — | KEMET CORP | 24,677 | $433K | 0.0% | $17.55 | $17.55 | — | COMMON STOCK USD.01 | 488360207 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 5,124 | $431K | 0.0% | $84.11 * | $74.21 | -4.1% | COMMON STOCK USD.1 | 12541W209 |
| THC | TENET HEALTHCARE CORP | 25,129 | $431K | 0.0% | $17.15 | $28.40 | -39.6% | COMMON STOCK USD.05 | 88033G407 |
| RNR | RENAISSANCERE HOLDINGS LTD | 3,212 | $429K | 0.0% | $133.56 | $130.56 | +2.4% | COMMON STOCK USD1.0 | G7496G103 |
| WH | WYNDHAM HOTELS RESORTS INC | 9,395 | $426K | 0.0% | $45.34 | $48.50 | -6.5% | COMMON STOCK USD.01 | 98311A105 |
| — | LUMINEX CORP | 18,405 | $425K | 0.0% | $23.09 | $19.70 | — | COMMON STOCK USD.001 | 55027E102 |
| — | EATON VANCE CORP | 12,025 | $423K | 0.0% | $35.18 | $35.18 | — | COMMON STOCK USD.00390625 | 278265103 |
| JBLU | JETBLUE AIRWAYS CORP | 26,359 | $423K | 0.0% | $16.05 | $17.43 | -7.8% | COMMON STOCK USD.01 | 477143101 |
| KAI | KADANT INC | 5,164 | $421K | 0.0% | $81.53 * | $91.27 | -14.8% | COMMON STOCK USD.01 | 48282T104 |
| JBL | JABIL INC | 16,997 | $421K | 0.0% | $24.77 * | $23.44 | +1.7% | COMMON STOCK USD.001 | 466313103 |
| RH | RH | 3,514 | $421K | 0.0% | $119.81 | $135.89 | -11.8% | COMMON STOCK USD.0001 | 74967X103 |
| ITT | ITT INC | 8,728 | $421K | 0.0% | $48.24 | $52.83 | -8.6% | COMMON STOCK USD1.0 | 45073V108 |
| JCI | JOHNSON CONTROLS INTERNATION | 14,181 | $420K | 0.0% | $29.62 * | $30.52 | -16.3% | COMMON STOCK USD.01 | G51502105 |
| ATR | APTARGROUP INC | 4,445 | $418K | 0.0% | $94.04 * | $92.89 | -7.6% | COMMON STOCK USD.01 | 038336103 |
| MAN | MANPOWERGROUP INC | 6,433 | $417K | 0.0% | $64.82 | $75.99 | -14.7% | COMMON STOCK USD.01 | 56418H100 |
| EQT | EQT CORP | 21,998 | $416K | 0.0% | $18.91 * | $20.33 | -13.9% | COMMON STOCK | 26884L109 |
| EBAY | EBAY INC | 14,798 | $415K | 0.0% | $28.04 * | $33.15 | -24.6% | COMMON STOCK USD.001 | 278642103 |
| — | ANADARKO PETROLEUM CORP | 9,442 | $414K | 0.0% | $43.85 | $48.20 | — | COMMON STOCK USD.1 | 032511107 |
| RVTY | PERKINELMER INC | 5,258 | $413K | 0.0% | $78.55 | $73.64 | +4.8% | COMMON STOCK USD1.0 | 714046109 |
| IDA | IDACORP INC | 4,442 | $413K | 0.0% | $92.98 | $97.66 | -4.7% | COMMON STOCK | 451107106 |
| WTS | WATTS WATER TECHNOLOGIES A | 6,352 | $410K | 0.0% | $64.55 | $77.62 | -16.9% | COMMON STOCK USD.1 | 942749102 |
| — | NOBLE ENERGY INC | 21,821 | $409K | 0.0% | $18.74 | $24.01 | — | COMMON STOCK USD.01 | 655044105 |
| — | ALLETE INC | 5,353 | $408K | 0.0% | $76.22 | $76.22 | — | COMMON STOCK | 018522300 |
| PRK | PARK NATIONAL CORP | 4,790 | $407K | 0.0% | $84.97 | $92.86 | -8.5% | COMMON STOCK | 700658107 |
| NGS | NATURAL GAS SERVICES GROUP | 24,726 | $406K | 0.0% | $16.42 | $18.94 | -14.1% | COMMON STOCK USD.01 | 63886Q109 |
| SHBI | SHORE BANCSHARES INC | 27,903 | $406K | 0.0% | $14.55 | $16.58 | -12.3% | COMMON STOCK USD.01 | 825107105 |
| MGM | MGM RESORTS INTERNATIONAL | 16,716 | $406K | 0.0% | $24.29 * | $27.79 | -15.0% | COMMON STOCK USD.01 | 552953101 |
| — | WPX ENERGY INC | 35,762 | $406K | 0.0% | $11.35 | $11.35 | — | COMMON STOCK USD.01 | 98212B103 |
| — | AMERICAN CAMPUS COMMUNITIES | 9,789 | $405K | 0.0% | $41.37 | $41.37 | — | REIT USD.01 | 024835100 |
| PTCT | PTC THERAPEUTICS INC | 11,741 | $403K | 0.0% | $34.32 | $35.96 | -4.6% | COMMON STOCK USD.001 | 69366J200 |
| — | DENBURY RESOURCES INC | 235,411 | $403K | 0.0% | $1.71 | $5.70 | — | COMMON STOCK USD.001 | 247916208 |
| — | RENEWABLE ENERGY GROUP INC | 15,525 | $399K | 0.0% | $25.70 | $17.85 | — | COMMON STOCK USD.0001 | 75972A301 |
| AYI | ACUITY BRANDS INC | 3,453 | $397K | 0.0% | $114.97 * | $120.52 | -6.9% | COMMON STOCK USD.01 | 00508Y102 |
| FLR | FLUOR CORP | 12,221 | $394K | 0.0% | $32.24 * | $41.25 | -25.1% | COMMON STOCK USD.01 | 343412102 |
| — | PINNACLE FINANCIAL PARTNERS | 8,552 | $394K | 0.0% | $46.07 | $46.07 | — | COMMON STOCK USD1.0 | 72346Q104 |
| — | MEDIDATA SOLUTIONS INC | 5,848 | $394K | 0.0% | $67.37 | $67.37 | — | COMMON STOCK USD.01 | 58471A105 |
| — | NAUTILUS INC | 36,114 | $394K | 0.0% | $10.91 | $16.94 | — | COMMON STOCK | 63910B102 |
| MSM | MSC INDUSTRIAL DIRECT CO A | 5,106 | $393K | 0.0% | $76.97 | $82.92 | -7.2% | COMMON STOCK USD.001 | 553530106 |
| — | C J ENERGY SERVICES INC | 29,000 | $392K | 0.0% | $13.52 | $25.58 | — | COMMON STOCK | 12674R100 |
| NFG | NATIONAL FUEL GAS CO | 7,669 | $392K | 0.0% | $51.11 | $54.96 | -6.9% | COMMON STOCK USD1.0 | 636180101 |
| — | APERGY CORP | 14,225 | $385K | 0.0% | $27.07 | $38.95 | — | COMMON STOCK USD.01 | 03755L104 |
| — | BRIGHTSPHERE INVESTMENT GROU | 36,032 | $385K | 0.0% | $10.68 | $15.76 | — | COMMON STOCK USD.001 | G1644T109 |
| — | SILVERBOW RESOURCES INC | 16,279 | $385K | 0.0% | $23.65 | $23.65 | — | COMMON STOCK | 82836G102 |
| LIVN | LIVANOVA PLC | 4,206 | $385K | 0.0% | $91.54 | $117.94 | -22.4% | COMMON STOCK GBP1.0 | G5509L101 |
| SYY | SYSCO CORP | 6,078 | $381K | 0.0% | $62.69 * | $46.22 | +12.1% | COMMON STOCK USD1.0 | 871829107 |
| HPQ | HP INC | 18,590 | $380K | 0.0% | $20.44 * | $12.54 | +28.4% | COMMON STOCK USD.01 | 40434L105 |
| PCG | P G E CORP | 15,920 | $378K | 0.0% | $23.74 | $43.72 | -46.3% | COMMON STOCK | 69331C108 |
| HELE | HELEN OF TROY LTD | 2,872 | $377K | 0.0% | $131.27 | $131.23 | -0.0% | COMMON STOCK USD.1 | G4388N106 |
| TDC | TERADATA CORP | 9,835 | $377K | 0.0% | $38.33 | $36.58 | +4.9% | COMMON STOCK USD.01 | 88076W103 |
| WBS | WEBSTER FINANCIAL CORP | 7,583 | $374K | 0.0% | $49.32 | $57.11 | -13.7% | COMMON STOCK USD.01 | 947890109 |
| EXPD | EXPEDITORS INTL WASH INC | 5,467 | $372K | 0.0% | $68.04 * | $52.22 | +19.9% | COMMON STOCK USD.01 | 302130109 |
| FDP | FRESH DEL MONTE PRODUCE INC | 13,093 | $370K | 0.0% | $28.26 * | $26.77 | -9.6% | COMMON STOCK USD.01 | G36738105 |
| ANIK | ANIKA THERAPEUTICS INC | 10,974 | $369K | 0.0% | $33.62 | $36.09 | -6.9% | COMMON STOCK USD.01 | 035255108 |
| — | SMART GLOBAL HOLDINGS INC | 12,403 | $368K | 0.0% | $29.67 | $28.70 | — | COMMON STOCK USD.01 | G8232Y101 |
| ADM | ARCHER DANIELS MIDLAND CO | 8,959 | $367K | 0.0% | $40.96 * | $38.84 | -14.3% | COMMON STOCK | 039483102 |
| — | BB T CORP | 8,458 | $366K | 0.0% | $43.27 | $46.71 | — | COMMON STOCK USD5.0 | 054937107 |
| WTFC | WINTRUST FINANCIAL CORP | 5,512 | $366K | 0.0% | $66.40 | $75.98 | -12.5% | COMMON STOCK | 97650W108 |
| CW | CURTISS WRIGHT CORP | 3,579 | $365K | 0.0% | $101.98 * | $108.07 | -8.5% | COMMON STOCK USD1.0 | 231561101 |
| — | SAILPOINT TECHNOLOGIES HOLDI | 15,532 | $365K | 0.0% | $23.50 | $23.50 | — | COMMON STOCK USD.0001 | 78781P105 |
| OLN | OLIN CORP | 18,114 | $364K | 0.0% | $20.09 * | $17.44 | -5.3% | COMMON STOCK USD1.0 | 680665205 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 6,986 | $364K | 0.0% | $52.10 * | $36.56 | +12.5% | COMMON STOCK | 744573106 |
| IRMD | IRADIMED CORP | 14,876 | $364K | 0.0% | $24.47 * | $24.56 | -9.0% | COMMON STOCK USD.0001 | 46266A109 |
| — | TREEHOUSE FOODS INC | 7,160 | $363K | 0.0% | $50.70 | $47.81 | — | COMMON STOCK USD.01 | 89469A104 |
| CASY | CASEY S GENERAL STORES INC | 2,832 | $363K | 0.0% | $128.18 * | $121.10 | +0.9% | COMMON STOCK NPV | 147528103 |
| MNKD | MANNKIND CORP | 339,203 | $360K | 0.0% | $1.06 | $2.36 | -55.2% | COMMON STOCK USD.01 | 56400P706 |
| GTY | GETTY REALTY CORP | 12,177 | $358K | 0.0% | $29.40 | $27.18 | — | REIT USD.01 | 374297109 |
| — | ATARA BIOTHERAPEUTICS INC | 10,315 | $358K | 0.0% | $34.71 | $38.97 | — | COMMON STOCK USD.0001 | 046513107 |
| PLCE | CHILDREN S PLACE INC/THE | 3,954 | $356K | 0.0% | $90.04 | $127.76 | -29.5% | COMMON STOCK USD.1 | 168905107 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 5,012 | $356K | 0.0% | $71.03 * | $68.28 | -7.8% | COMMON STOCK | 044186104 |
| — | GREENHILL CO INC | 14,585 | $356K | 0.0% | $24.41 | $24.41 | — | COMMON STOCK USD.01 | 395259104 |
| — | GUESS INC | 17,073 | $355K | 0.0% | $20.79 | $20.79 | — | COMMON STOCK USD.01 | 401617105 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 8,603 | $353K | 0.0% | $41.03 | $39.52 | — | COMMON STOCK USD.001 | 37890U108 |
| — | HEALTH INSURANCE INNOVATIO A | 13,194 | $353K | 0.0% | $26.75 | $26.75 | — | COMMON STOCK USD.001 | 42225K106 |
| — | CENTERSTATE BANK CORP | 16,751 | $352K | 0.0% | $21.01 | $26.96 | — | COMMON STOCK USD.01 | 15201P109 |
| — | MONOTYPE IMAGING HOLDINGS IN | 22,627 | $351K | 0.0% | $15.51 | $20.20 | — | COMMON STOCK USD.001 | 61022P100 |
| PPL | PPL CORP | 12,339 | $350K | 0.0% | $28.37 * | $22.57 | -7.1% | COMMON STOCK USD.01 | 69351T106 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 4,565 | $349K | 0.0% | $76.45 | $80.28 | -4.7% | COMMON STOCK USD1.0 | 844895102 |
| CNS | COHEN STEERS INC | 10,167 | $349K | 0.0% | $34.33 * | $28.05 | -6.3% | COMMON STOCK USD.01 | 19247A100 |
| — | KLX ENERGY SERVICES HOLDING | 14,898 | $349K | 0.0% | $23.43 | $24.53 | — | COMMON STOCK USD.01 | 48253L106 |
| GBX | GREENBRIER COMPANIES INC | 8,796 | $348K | 0.0% | $39.56 * | $32.50 | -2.5% | COMMON STOCK | 393657101 |
| TBBK | BANCORP INC/THE | 43,761 | $348K | 0.0% | $7.95 | $9.38 | -15.1% | COMMON STOCK USD1.0 | 05969A105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 2,309 | $347K | 0.0% | $150.28 * | $161.28 | -34.4% | COMMON STOCK USD.01 | 018581108 |
| PB | PROSPERITY BANCSHARES INC | 5,573 | $347K | 0.0% | $62.26 * | $52.73 | -5.1% | COMMON STOCK USD1.0 | 743606105 |
| — | ELECTRONICS FOR IMAGING | 13,974 | $347K | 0.0% | $24.83 | $42.22 | — | COMMON STOCK USD.01 | 286082102 |
| CNP | CENTERPOINT ENERGY INC | 12,270 | $346K | 0.0% | $28.20 * | $21.84 | +5.5% | COMMON STOCK USD.01 | 15189T107 |
| ADNT | ADIENT PLC | 22,902 | $345K | 0.0% | $15.06 | $58.82 | -74.4% | COMMON STOCK USD.001 | G0084W101 |
| — | XILINX INC | 4,055 | $345K | 0.0% | $85.08 | $68.37 | — | COMMON STOCK USD.01 | 983919101 |
| PEB | PEBBLEBROOK HOTEL TRUST | 12,195 | $345K | 0.0% | $28.29 | $32.61 | — | REIT USD.01 | 70509V100 |
| VCEL | VERICEL CORP | 19,766 | $344K | 0.0% | $17.40 | $14.96 | +16.3% | COMMON STOCK | 92346J108 |
| — | QUIDEL CORP | 7,045 | $344K | 0.0% | $48.83 | $31.45 | — | COMMON STOCK USD.001 | 74838J101 |
| HCC | WARRIOR MET COAL INC | 14,211 | $343K | 0.0% | $24.14 | $25.55 | -5.6% | COMMON STOCK USD.01 | 93627C101 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $342K | 0.0% | $14.74 | $26.06 | -43.4% | COMMON STOCK ILS1.0 | M87915274 |
| — | CONTINENTAL BUILDING PRODUCT | 13,394 | $341K | 0.0% | $25.46 | $29.98 | — | COMMON STOCK USD.001 | 211171103 |
| MED | MEDIFAST INC | 2,725 | $341K | 0.0% | $125.14 * | $75.58 | +36.0% | COMMON STOCK USD.001 | 58470H101 |
| FANG | DIAMONDBACK ENERGY INC | 3,680 | $341K | 0.0% | $92.66 * | $86.64 | -17.0% | COMMON STOCK USD.01 | 25278X109 |
| — | SINCLAIR BROADCAST GROUP A | 12,926 | $340K | 0.0% | $26.30 | $28.34 | — | COMMON STOCK USD.01 | 829226109 |
| DVN | DEVON ENERGY CORP | 15,098 | $340K | 0.0% | $22.52 * | $23.84 | -32.2% | COMMON STOCK USD.1 | 25179M103 |
| INGN | INOGEN INC | 2,741 | $340K | 0.0% | $124.04 | $164.69 | -24.6% | COMMON STOCK USD.001 | 45780L104 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 9,047 | $340K | 0.0% | $37.58 * | $34.73 | -6.0% | COMMON STOCK USD.01 | 293712105 |
| MNST | MONSTER BEVERAGE CORP | 6,910 | $340K | 0.0% | $49.20 * | $27.15 | -9.4% | COMMON STOCK | 61174X109 |
| WSM | WILLIAMS SONOMA INC | 6,690 | $338K | 0.0% | $50.52 * | $24.50 | -11.6% | COMMON STOCK USD.01 | 969904101 |
| TXT | TEXTRON INC | 7,350 | $338K | 0.0% | $45.99 | $60.29 | -24.4% | COMMON STOCK USD.125 | 883203101 |
| FSS | FEDERAL SIGNAL CORP | 16,928 | $337K | 0.0% | $19.91 * | $21.46 | -12.5% | COMMON STOCK USD1.0 | 313855108 |
| — | CALIFORNIA RESOURCES CORP | 19,724 | $336K | 0.0% | $17.04 | $33.62 | — | COMMON STOCK USD.01 | 13057Q206 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 37,870 | $335K | 0.0% | $8.85 | $13.00 | -31.9% | COMMON STOCK USD.000041666 | 462260100 |
| FOSL | FOSSIL GROUP INC | 21,260 | $334K | 0.0% | $15.71 | $19.37 | -18.8% | COMMON STOCK USD.01 | 34988V106 |
| GIII | G III APPAREL GROUP LTD | 11,958 | $334K | 0.0% | $27.93 | $36.90 | -24.7% | COMMON STOCK USD.01 | 36237H101 |
| YUM | YUM BRANDS INC | 3,625 | $333K | 0.0% | $91.86 * | $78.40 | +3.1% | COMMON STOCK | 988498101 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $332K | 0.0% | $24.77 | $21.37 | — | ADR USD.00004 | 091727107 |
| HMN | HORACE MANN EDUCATORS | 8,838 | $331K | 0.0% | $37.45 | $45.49 | -17.7% | COMMON STOCK USD.001 | 440327104 |
| — | EXTERRAN CORP | 18,673 | $331K | 0.0% | $17.73 | $17.73 | — | COMMON STOCK USD.01 | 30227H106 |
| DG | DOLLAR GENERAL CORP | 3,062 | $331K | 0.0% | $108.10 * | $82.90 | +18.8% | COMMON STOCK USD.875 | 256677105 |
| XEL | XCEL ENERGY INC | 6,699 | $330K | 0.0% | $49.26 * | $36.24 | +10.0% | COMMON STOCK USD2.5 | 98389B100 |
| — | AMBER ROAD INC | 40,144 | $330K | 0.0% | $8.22 | $9.42 | — | COMMON STOCK USD.001 | 02318Y108 |
| NSP | INSPERITY INC | 3,527 | $329K | 0.0% | $93.28 * | $86.67 | -10.0% | COMMON STOCK USD.01 | 45778Q107 |
| BJRI | BJ S RESTAURANTS INC | 6,479 | $328K | 0.0% | $50.63 | $59.31 | -16.1% | COMMON STOCK | 09180C106 |
| BKH | BLACK HILLS CORP | 5,216 | $327K | 0.0% | $62.69 * | $47.68 | +0.3% | COMMON STOCK USD1.0 | 092113109 |
| — | INDEPENDENCE CONTRACT DRILLI | 104,874 | $327K | 0.0% | $3.12 | $4.54 | — | COMMON STOCK USD.01 | 453415309 |
| STT | STATE STREET CORP | 5,181 | $327K | 0.0% | $63.12 * | $55.93 | -9.9% | COMMON STOCK USD1.0 | 857477103 |
| KMPR | KEMPER CORP | 4,916 | $326K | 0.0% | $66.31 | $72.90 | -8.9% | COMMON STOCK USD.1 | 488401100 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 60,271 | $326K | 0.0% | $5.41 | $7.01 | -22.8% | COMMON STOCK | 42330P107 |
| TITN | TITAN MACHINERY INC | 24,796 | $326K | 0.0% | $13.15 | $15.82 | -16.9% | COMMON STOCK USD.00001 | 88830R101 |
| — | WYNDHAM DESTINATIONS INC | 9,089 | $326K | 0.0% | $35.87 | $43.36 | — | COMMON STOCK USD.01 | 98310W108 |
| — | ASSERTIO THERAPEUTICS INC | 90,096 | $325K | 0.0% | $3.61 | $3.61 | — | COMMON STOCK | 04545L107 |
| NVT | NVENT ELECTRIC PLC | 14,442 | $324K | 0.0% | $22.43 * | $20.84 | -7.1% | COMMON STOCK USD.01 | G6700G107 |
| — | ZAGG INC | 33,016 | $323K | 0.0% | $9.78 | $9.78 | — | COMMON STOCK USD.001 | 98884U108 |
| IP | INTL PAPER CO | 8,003 | $323K | 0.0% | $40.36 * | $30.46 | -8.4% | COMMON STOCK USD1.0 | 460146103 |
| — | ARQULE INC | 116,647 | $323K | 0.0% | $2.77 | $2.77 | — | COMMON STOCK USD.01 | 04269E107 |
| INN | SUMMIT HOTEL PROPERTIES INC | 33,233 | $323K | 0.0% | $9.72 | $13.58 | — | REIT | 866082100 |
| CNK | CINEMARK HOLDINGS INC | 8,949 | $320K | 0.0% | $35.76 * | $36.85 | -8.9% | COMMON STOCK USD.001 | 17243V102 |
| THG | HANOVER INSURANCE GROUP INC/ | 2,737 | $320K | 0.0% | $116.92 * | $89.53 | +4.5% | COMMON STOCK USD.01 | 410867105 |
| VMI | VALMONT INDUSTRIES | 2,883 | $320K | 0.0% | $111.00 | $124.63 | -11.0% | COMMON STOCK USD1.0 | 920253101 |
| NJR | NEW JERSEY RESOURCES CORP | 6,966 | $318K | 0.0% | $45.65 * | $36.60 | -2.7% | COMMON STOCK USD2.5 | 646025106 |
| — | KELLOGG CO | 5,558 | $317K | 0.0% | $57.03 * | $45.88 | -9.7% | COMMON STOCK USD.25 | 487836108 |
| — | DISCOVERY INC C | 13,678 | $316K | 0.0% | $23.10 | $20.53 | — | COMMON STOCK USD.01 | 25470F302 |
| INSP | INSPIRE MEDICAL SYSTEMS INC | 7,473 | $316K | 0.0% | $42.29 | $46.94 | -10.0% | COMMON STOCK USD.001 | 457730109 |
| CABO | CABLE ONE INC | 383 | $314K | 0.0% | $819.84 * | $792.59 | -5.1% | COMMON STOCK USD.01 | 12685J105 |
| CBSH | COMMERCE BANCSHARES INC | 5,564 | $314K | 0.0% | $56.43 * | $41.75 | -6.3% | COMMON STOCK USD5.0 | 200525103 |
| JHG | JANUS HENDERSON GROUP PLC | 15,126 | $313K | 0.0% | $20.69 | $22.96 | -9.7% | COMMON STOCK | G4474Y214 |
| IDXX | IDEXX LABORATORIES INC | 1,677 | $312K | 0.0% | $186.05 | $205.83 | -9.6% | COMMON STOCK USD.1 | 45168D104 |
| — | HMS HOLDINGS CORP | 11,077 | $312K | 0.0% | $28.17 | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| IART | INTEGRA LIFESCIENCES HOLDING | 6,923 | $312K | 0.0% | $45.07 | $54.87 | -17.8% | COMMON STOCK USD.01 | 457985208 |
| — | HEALTHCARE REALTY TRUST INC | 10,982 | $312K | 0.0% | $28.41 | $28.41 | — | REIT USD.01 | 421946104 |
| IIPR | INNOVATIVE INDUSTRIAL PROPER | 6,861 | $311K | 0.0% | $45.33 | $45.33 | — | REIT USD.001 | 45781V101 |
| — | BLUEPRINT MEDICINES CORP | 5,725 | $309K | 0.0% | $53.97 | $63.88 | — | COMMON STOCK USD.001 | 09627Y109 |
| — | HOLLYFRONTIER CORP | 6,049 | $309K | 0.0% | $51.08 | $41.16 | — | COMMON STOCK USD.01 | 436106108 |
| — | QEP RESOURCES INC | 54,485 | $307K | 0.0% | $5.63 | $7.39 | — | COMMON STOCK USD.01 | 74733V100 |
| CBT | CABOT CORP | 7,118 | $306K | 0.0% | $42.99 * | $41.63 | -13.4% | COMMON STOCK USD1.0 | 127055101 |
| LUV | SOUTHWEST AIRLINES CO | 6,577 | $306K | 0.0% | $46.53 * | $40.58 | +4.7% | COMMON STOCK USD1.0 | 844741108 |
| — | BG STAFFING INC | 14,611 | $302K | 0.0% | $20.67 | $26.82 | — | COMMON STOCK USD.01 | 05544A109 |
| — | MARATHON OIL CORP | 21,041 | $302K | 0.0% | $14.35 | $13.85 | — | COMMON STOCK USD1.0 | 565849106 |
| — | LIBERTY EXPEDIA HOLD A | 7,703 | $301K | 0.0% | $39.08 | $39.08 | — | COMMON STOCK | 53046P109 |
| — | CBS CORP CLASS B NON VOTING | 6,855 | $300K | 0.0% | $43.76 | $49.28 | — | COMMON STOCK USD.001 | 124857202 |
| VVV | VALVOLINE INC | 15,501 | $300K | 0.0% | $19.35 | $19.99 | -3.2% | COMMON STOCK USD.01 | 92047W101 |
| SLM | SLM CORP | 36,035 | $299K | 0.0% | $8.30 | $9.95 | -16.5% | COMMON STOCK USD.2 | 78442P106 |
| ASB | ASSOCIATED BANC CORP | 15,100 | $299K | 0.0% | $19.80 * | $17.28 | -13.0% | COMMON STOCK USD.01 | 045487105 |
| TXRH | TEXAS ROADHOUSE INC | 4,960 | $296K | 0.0% | $59.68 * | $57.07 | -6.7% | COMMON STOCK USD.001 | 882681109 |
| IBN | ICICI BANK LTD SPON ADR | 28,711 | $295K | 0.0% | $10.27 | $10.02 | +2.7% | ADR | 45104G104 |
| REZI | RESIDEO TECHNOLOGIES INC | 14,363 | $295K | 0.0% | $20.54 | $21.34 | -3.7% | COMMON STOCK USD.001 | 76118Y104 |
| HQY | HEALTHEQUITY INC | 4,931 | $294K | 0.0% | $59.62 | $80.61 | -26.0% | COMMON STOCK USD.0001 | 42226A107 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 4,406 | $293K | 0.0% | $66.50 | $83.22 | -20.1% | COMMON STOCK USD.001 | 681116109 |
| NEM | NEWMONT MINING CORP | 8,468 | $293K | 0.0% | $34.60 * | $27.84 | +0.3% | COMMON STOCK USD1.6 | 651639106 |
| LEU | CENTRUS ENERGY CORP CLASS A | 173,399 | $293K | 0.0% | $1.69 | $51.25 | -96.7% | COMMON STOCK USD.1 | 15643U104 |
| — | IHS MARKIT LTD | 6,012 | $288K | 0.0% | $47.90 | $52.59 | — | COMMON STOCK USD.01 | G47567105 |
| ASGN | ASGN INC | 5,288 | $288K | 0.0% | $54.46 | $65.19 | -16.4% | COMMON STOCK USD.01 | 00191U102 |
| NWE | NORTHWESTERN CORP | 4,843 | $288K | 0.0% | $59.47 * | $45.03 | -2.4% | COMMON STOCK USD.01 | 668074305 |
| — | WORLD WRESTLING ENTERTAIN A | 3,835 | $287K | 0.0% | $74.84 | $90.86 | — | COMMON STOCK USD.01 | 98156Q108 |
| FNB | FNB CORP | 28,948 | $285K | 0.0% | $9.85 * | $8.71 | -14.6% | COMMON STOCK USD.01 | 302520101 |
| CHD | CHURCH DWIGHT CO INC | 4,338 | $285K | 0.0% | $65.70 * | $50.50 | +19.7% | COMMON STOCK USD1.0 | 171340102 |
| NUS | NU SKIN ENTERPRISES INC A | 4,578 | $281K | 0.0% | $61.38 * | $52.49 | -8.7% | COMMON STOCK USD.001 | 67018T105 |
| HCSG | HEALTHCARE SERVICES GROUP | 6,975 | $280K | 0.0% | $40.14 | $42.28 | -5.0% | COMMON STOCK USD.01 | 421906108 |
| A | AGILENT TECHNOLOGIES INC | 4,155 | $280K | 0.0% | $67.39 * | $63.91 | +0.5% | COMMON STOCK USD.01 | 00846U101 |
| YELP | YELP INC | 7,994 | $280K | 0.0% | $35.03 | $38.21 | -8.4% | COMMON STOCK USD.000001 | 985817105 |
| AMD | ADVANCED MICRO DEVICES | 15,133 | $279K | 0.0% | $18.44 | $22.15 | -16.7% | COMMON STOCK USD.01 | 007903107 |
| — | SPECTRUM PHARMACEUTICALS INC | 31,874 | $279K | 0.0% | $8.75 | $16.09 | — | COMMON STOCK USD.001 | 84763A108 |
| VYX | NCR CORPORATION | 12,026 | $278K | 0.0% | $23.12 * | $15.70 | -9.8% | COMMON STOCK USD.01 | 62886E108 |
| SF | STIFEL FINANCIAL CORP | 6,723 | $278K | 0.0% | $41.35 * | $37.80 | -34.5% | COMMON STOCK USD.15 | 860630102 |
| CHDN | CHURCHILL DOWNS INC | 1,133 | $276K | 0.0% | $243.60 * | $42.85 | -7.4% | COMMON STOCK | 171484108 |
| — | BEMIS COMPANY | 5,995 | $275K | 0.0% | $45.87 | $45.87 | — | COMMON STOCK USD.1 | 081437105 |
| MSA | MSA SAFETY INC | 2,896 | $273K | 0.0% | $94.27 | $102.10 | -7.7% | COMMON STOCK | 553498106 |
| FLO | FLOWERS FOODS INC | 14,726 | $272K | 0.0% | $18.47 * | $14.36 | -3.0% | COMMON STOCK USD.01 | 343498101 |
| UBSI | UNITED BANKSHARES INC | 8,735 | $272K | 0.0% | $31.14 | $33.75 | -7.8% | COMMON STOCK USD2.5 | 909907107 |
| — | VERSUM MATERIALS INC | 9,728 | $270K | 0.0% | $27.75 | $27.75 | — | COMMON STOCK USD1.0 | 92532W103 |
| CRUS | CIRRUS LOGIC INC | 8,114 | $269K | 0.0% | $33.15 | $35.82 | -7.4% | COMMON STOCK USD.001 | 172755100 |
| ACIW | ACI WORLDWIDE INC | 9,682 | $268K | 0.0% | $27.68 | $27.05 | +2.3% | COMMON STOCK USD.005 | 004498101 |
| DLTR | DOLLAR TREE INC | 2,951 | $267K | 0.0% | $90.48 | $88.60 | +1.9% | COMMON STOCK USD.01 | 256746108 |
| SBAC | SBA COMMUNICATIONS CORP | 1,647 | $267K | 0.0% | $162.11 * | $144.50 | +3.5% | REIT USD.01 | 78410G104 |
| — | OWENS ILLINOIS INC | 15,516 | $267K | 0.0% | $17.21 | $17.21 | — | COMMON STOCK USD.01 | 690768403 |
| MKC | MCCORMICK CO NON VTG SHRS | 1,902 | $265K | 0.0% | $139.33 * | $55.92 | +9.1% | COMMON STOCK | 579780206 |
| HWC | HANCOCK WHITNEY CORP | 7,611 | $264K | 0.0% | $34.69 | $40.51 | -14.5% | COMMON STOCK USD3.33 | 410120109 |
| — | NCI BUILDING SYSTEMS INC | 36,205 | $262K | 0.0% | $7.24 | $14.69 | — | COMMON STOCK USD.01 | 628852204 |
| WERN | WERNER ENTERPRISES INC | 8,831 | $261K | 0.0% | $29.55 | $32.60 | -9.4% | COMMON STOCK USD.01 | 950755108 |
| — | WELLCARE HEALTH PLANS INC | 1,103 | $260K | 0.0% | $235.72 | $320.50 | — | COMMON STOCK USD.01 | 94946T106 |
| SIG | SIGNET JEWELERS LTD | 8,115 | $258K | 0.0% | $31.79 * | $52.67 | -47.7% | COMMON STOCK USD.18 | G81276100 |
| RAMP | LIVERAMP HOLDINGS INC | 6,674 | $258K | 0.0% | $38.66 | $45.28 | -14.7% | COMMON STOCK USD.1 | 53815P108 |
| AES | AES CORP | 17,745 | $257K | 0.0% | $14.48 * | $10.86 | +3.6% | COMMON STOCK USD.01 | 00130H105 |
| — | CHEMICAL FINANCIAL CORP | 7,013 | $257K | 0.0% | $36.65 | $36.65 | — | COMMON STOCK USD1.0 | 163731102 |
| IVZ | INVESCO LTD | 15,299 | $256K | 0.0% | $16.73 * | $17.40 | -31.3% | COMMON STOCK USD.2 | G491BT108 |
| MTB | M T BANK CORP | 1,772 | $254K | 0.0% | $143.34 * | $130.32 | -12.0% | COMMON STOCK USD.5 | 55261F104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $251K | 0.0% | $12.55 | $14.71 | — | ADR | 035128206 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 3,500 | $250K | 0.0% | $71.43 | $91.32 | -21.8% | COMMON STOCK USD.001 | 64125C109 |
| MD | MEDNAX INC | 7,561 | $250K | 0.0% | $33.06 | $40.20 | -17.9% | COMMON STOCK USD.01 | 58502B106 |
| SB | SAFE BULKERS INC | 140,156 | $249K | 0.0% | $1.78 | $2.89 | -38.3% | COMMON STOCK USD.001 | Y7388L103 |
| — | ANSYS INC | 1,732 | $248K | 0.0% | $143.19 | $143.19 | — | COMMON STOCK USD.01 | 03662Q105 |
| JBGS | JBG SMITH PROPERTIES | 7,100 | $247K | 0.0% | $34.79 | $34.79 | — | REIT USD.01 | 46590V100 |
| ULTA | ULTA BEAUTY INC | 997 | $244K | 0.0% | $244.73 | $252.18 | -2.9% | COMMON STOCK USD.01 | 90384S303 |
| NUE | NUCOR CORP | 4,704 | $244K | 0.0% | $51.87 * | $52.02 | -13.9% | COMMON STOCK USD.4 | 670346105 |
| — | BANCORPSOUTH BANK | 9,331 | $244K | 0.0% | $26.15 | $26.15 | — | COMMON STOCK | 05971J102 |
| SEE | SEALED AIR CORP | 6,987 | $243K | 0.0% | $34.78 * | $30.61 | +0.2% | COMMON STOCK USD.1 | 81211K100 |
| BDC | BELDEN INC | 5,823 | $243K | 0.0% | $41.73 * | $53.17 | -23.2% | COMMON STOCK USD.01 | 077454106 |
| — | KANSAS CITY SOUTHERN | 2,546 | $243K | 0.0% | $95.44 | $99.06 | — | COMMON STOCK USD.01 | 485170302 |
| NRG | NRG ENERGY INC | 6,084 | $241K | 0.0% | $39.61 * | $27.96 | +17.8% | COMMON STOCK USD.01 | 629377508 |
| SFM | SPROUTS FARMERS MARKET INC | 10,174 | $239K | 0.0% | $23.49 | $26.03 | -9.7% | COMMON STOCK USD.001 | 85208M102 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 10,976 | $239K | 0.0% | $21.77 | $25.93 | -16.0% | COMMON STOCK USD.1 | 01741R102 |
| — | CRANE CO | 3,315 | $239K | 0.0% | $72.10 | $80.13 | — | COMMON STOCK USD1.0 | 224399105 |
| PCH | POTLATCHDELTIC CORP | 7,547 | $239K | 0.0% | $31.67 | $31.67 | — | REIT USD1.0 | 737630103 |
| IDCC | INTERDIGITAL INC | 3,567 | $237K | 0.0% | $66.44 | $78.74 | -15.6% | COMMON STOCK USD.01 | 45867G101 |
| — | NUVASIVE INC | 4,773 | $237K | 0.0% | $49.65 | $71.02 | — | COMMON STOCK USD.001 | 670704105 |
| GATX | GATX CORP | 3,348 | $237K | 0.0% | $70.79 * | $68.03 | -9.8% | COMMON STOCK USD.625 | 361448103 |
| — | APTIV PLC | 3,826 | $236K | 0.0% | $61.68 | $80.45 | — | COMMON STOCK USD.01 | G6095L109 |
| — | HESS CORP | 5,800 | $235K | 0.0% | $40.52 | $55.51 | — | COMMON STOCK USD1.0 | 42809H107 |
| — | SCANA CORP | 4,877 | $233K | 0.0% | $47.78 | $46.52 | — | COMMON STOCK | 80589M102 |
| KBR | KBR INC | 15,355 | $233K | 0.0% | $15.17 * | $17.12 | -18.5% | COMMON STOCK USD.001 | 48242W106 |
| RRX | REGAL BELOIT CORP | 3,314 | $232K | 0.0% | $70.01 | $75.57 | -7.3% | COMMON STOCK USD.01 | 758750103 |
| URI | UNITED RENTALS INC | 2,223 | $228K | 0.0% | $102.56 * | $98.96 | +0.3% | COMMON STOCK USD.01 | 911363109 |
| — | UNITI GROUP INC | 14,616 | $228K | 0.0% | $15.60 | $15.60 | — | REIT USD.0001 | 91325V108 |
| URBN | URBAN OUTFITTERS INC | 6,817 | $226K | 0.0% | $33.15 | $37.39 | -11.2% | COMMON STOCK USD.0001 | 917047102 |
| CLH | CLEAN HARBORS INC | 4,589 | $226K | 0.0% | $49.25 | $62.29 | -20.8% | COMMON STOCK USD.01 | 184496107 |
| — | SENIOR HOUSING PROP TRUST | 19,175 | $225K | 0.0% | $11.73 | $11.73 | — | REIT USD.01 | 81721M109 |
| — | COOPER COS INC/THE | 881 | $224K | 0.0% | $254.26 | $228.05 | — | COMMON STOCK USD.1 | 216648402 |
| — | JACOBS ENGINEERING GROUP INC | 3,838 | $224K | 0.0% | $58.36 | $58.36 | — | COMMON STOCK USD1.0 | 469814107 |
| — | LEGG MASON INC | 8,710 | $222K | 0.0% | $25.49 | $25.49 | — | COMMON STOCK USD.1 | 524901105 |
| — | MYLAN NV | 8,091 | $222K | 0.0% | $27.44 | $40.79 | — | COMMON STOCK EUR.01 | N59465109 |
| — | FLEETCOR TECHNOLOGIES INC | 1,189 | $221K | 0.0% | $185.87 | $217.59 | — | COMMON STOCK USD.001 | 339041105 |
| — | WEINGARTEN REALTY INVESTORS | 8,817 | $219K | 0.0% | $24.84 | $24.84 | — | REIT USD.03 | 948741103 |
| SBRA | SABRA HEALTH CARE REIT INC | 13,318 | $219K | 0.0% | $16.44 | $22.92 | — | REIT USD.01 | 78573L106 |
| PNW | PINNACLE WEST CAPITAL | 2,558 | $218K | 0.0% | $85.22 * | $57.80 | +10.0% | COMMON STOCK | 723484101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 3,565 | $218K | 0.0% | $61.15 | $67.88 | -10.0% | COMMON STOCK USD.01 | 00971T101 |
| CMC | COMMERCIAL METALS CO | 13,545 | $217K | 0.0% | $16.02 * | $16.39 | -13.9% | COMMON STOCK USD.01 | 201723103 |
| HRL | HORMEL FOODS CORP | 5,017 | $214K | 0.0% | $42.65 * | $35.69 | -0.9% | COMMON STOCK USD.01465 | 440452100 |
| UMBF | UMB FINANCIAL CORP | 3,516 | $214K | 0.0% | $60.86 | $64.83 | -6.0% | COMMON STOCK USD1.0 | 902788108 |
| ACHC | ACADIA HEALTHCARE CO INC | 8,251 | $212K | 0.0% | $25.69 | $34.61 | -25.7% | COMMON STOCK USD.01 | 00404A109 |
| TROW | T ROWE PRICE GROUP INC | 2,285 | $211K | 0.0% | $92.34 * | $68.04 | +2.9% | COMMON STOCK USD.2 | 74144T108 |
| CDP | CORPORATE OFFICE PROPERTIES | 10,007 | $210K | 0.0% | $20.99 | $20.99 | — | REIT USD.01 | 22002T108 |
| — | ARCONIC INC | 12,435 | $210K | 0.0% | $16.89 | $18.66 | — | COMMON STOCK | 03965L100 |
| MHK | MOHAWK INDUSTRIES INC | 1,791 | $209K | 0.0% | $116.69 | $209.84 | -44.3% | COMMON STOCK USD.01 | 608190104 |
| TDS | TELEPHONE AND DATA SYSTEMS | 6,416 | $209K | 0.0% | $32.57 | $33.17 | -1.9% | COMMON STOCK USD.01 | 879433829 |
| — | EQUITRANS MIDSTREAM CORP | 10,462 | $209K | 0.0% | $19.98 | $19.98 | — | COMMON STOCK | 294600101 |
| FITB | FIFTH THIRD BANCORP | 8,847 | $208K | 0.0% | $23.51 * | $23.59 | -24.1% | COMMON STOCK | 316773100 |
| FHI | FEDERATED INVESTORS INC CL B | 7,848 | $208K | 0.0% | $26.50 * | $18.02 | +7.4% | COMMON STOCK | 314211103 |
| HOLX | HOLOGIC INC | 5,032 | $207K | 0.0% | $41.14 | $41.02 | +0.2% | COMMON STOCK USD.01 | 436440101 |
| EXPE | EXPEDIA GROUP INC | 1,841 | $207K | 0.0% | $112.44 * | $121.78 | -9.6% | COMMON STOCK USD.001 | 30212P303 |
| AEE | AMEREN CORPORATION | 3,119 | $203K | 0.0% | $65.08 * | $44.90 | +19.2% | COMMON STOCK USD.01 | 023608102 |
| PENN | PENN NATIONAL GAMING INC | 10,707 | $202K | 0.0% | $18.87 | $26.99 | -30.2% | COMMON STOCK USD.01 | 707569109 |
| EPC | EDGEWELL PERSONAL CARE CO | 5,362 | $200K | 0.0% | $37.30 * | $39.79 | -14.4% | COMMON STOCK USD.01 | 28035Q102 |
| WEN | WENDY S CO/THE | 12,791 | $200K | 0.0% | $15.64 | $17.05 | -8.4% | COMMON STOCK USD.1 | 95058W100 |
| WY | WEYERHAEUSER CO | 9,105 | $199K | 0.0% | $21.86 * | $23.54 | -29.2% | REIT USD1.25 | 962166104 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 4,805 | $199K | 0.0% | $41.42 * | $11.98 | -13.6% | COMMON STOCK USD.01 | 88023U101 |
| DLX | DELUXE CORP | 5,148 | $198K | 0.0% | $38.46 * | $33.57 | -19.1% | COMMON STOCK USD1.0 | 248019101 |
| JACK | JACK IN THE BOX INC | 2,541 | $197K | 0.0% | $77.53 | $81.26 | -4.5% | COMMON STOCK USD.01 | 466367109 |
| — | PERSPECTA INC | 11,410 | $196K | 0.0% | $17.18 | $17.18 | — | COMMON STOCK USD.01 | 715347100 |
| DKS | DICK S SPORTING GOODS INC | 6,286 | $196K | 0.0% | $31.18 * | $27.83 | -9.7% | COMMON STOCK USD.01 | 253393102 |
| CAH | CARDINAL HEALTH INC | 4,398 | $196K | 0.0% | $44.57 * | $45.28 | -19.3% | COMMON STOCK | 14149Y108 |
| TGNA | TEGNA INC | 18,007 | $196K | 0.0% | $10.88 * | $12.07 | 0.0% | COMMON STOCK USD1.0 | 87901J105 |
| EG | EVEREST RE GROUP LTD | 901 | $196K | 0.0% | $217.54 * | $186.73 | +0.6% | COMMON STOCK USD.01 | G3223R108 |
| — | HOSPITALITY PROPERTIES TRUST | 8,177 | $195K | 0.0% | $23.85 | $28.57 | — | REIT USD.01 | 44106M102 |
| OII | OCEANEERING INTL INC | 15,951 | $193K | 0.0% | $12.10 | $18.81 | -35.7% | COMMON STOCK USD.25 | 675232102 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 11,069 | $192K | 0.0% | $17.35 * | $16.63 | -24.7% | COMMON STOCK USD1.0 | 47233W109 |
| NI | NISOURCE INC | 7,581 | $192K | 0.0% | $25.33 * | $20.56 | -2.2% | COMMON STOCK USD.01 | 65473P105 |
| — | MEREDITH CORP | 3,686 | $191K | 0.0% | $51.82 | $51.82 | — | COMMON STOCK USD1.0 | 589433101 |
| L | LOEWS CORP | 4,203 | $191K | 0.0% | $45.44 * | $46.82 | -5.7% | COMMON STOCK USD.01 | 540424108 |
| MSI | MOTOROLA SOLUTIONS INC | 1,654 | $190K | 0.0% | $114.87 * | $111.89 | -6.3% | COMMON STOCK USD.01 | 620076307 |
| — | REALOGY HOLDINGS CORP | 12,858 | $189K | 0.0% | $14.70 | $14.70 | — | COMMON STOCK USD.01 | 75605Y106 |
| — | PATTERSON COS INC | 9,544 | $188K | 0.0% | $19.70 | $19.70 | — | COMMON STOCK USD.01 | 703395103 |
| — | LABORATORY CRP OF AMER HLDGS | 1,476 | $187K | 0.0% | $126.69 | $145.33 | — | COMMON STOCK USD.1 | 50540R409 |
| — | ROWAN COMPANIES PLC A | 22,242 | $187K | 0.0% | $8.41 | $12.17 | — | COMMON STOCK USD.125 | G7665A101 |
| CMS | CMS ENERGY CORP | 3,755 | $186K | 0.0% | $49.53 * | $35.65 | +13.2% | COMMON STOCK USD.01 | 125896100 |
| NTCT | NETSCOUT SYSTEMS INC | 7,799 | $184K | 0.0% | $23.59 | $25.19 | -6.2% | COMMON STOCK USD.001 | 64115T104 |
| — | TUPPERWARE BRANDS CORP | 5,764 | $182K | 0.0% | $31.58 | $31.58 | — | COMMON STOCK USD.01 | 899896104 |
| — | SYMANTEC CORP | 9,642 | $182K | 0.0% | $18.88 | $18.88 | — | COMMON STOCK USD.01 | 871503108 |
| COR | AMERISOURCEBERGEN CORP | 2,439 | $181K | 0.0% | $74.21 * | $67.24 | -13.5% | COMMON STOCK USD.01 | 03073E105 |
| — | PARSLEY ENERGY INC CLASS A | 11,220 | $179K | 0.0% | $15.95 | $28.97 | — | COMMON STOCK USD.01 | 701877102 |
| — | CORELOGIC INC | 5,351 | $179K | 0.0% | $33.45 | $33.45 | — | COMMON STOCK USD1.0 | 21871D103 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 4,188 | $178K | 0.0% | $42.50 | $51.66 | -17.9% | COMMON STOCK USD.001 | G66721104 |
| RRC | RANGE RESOURCES CORP | 18,577 | $178K | 0.0% | $9.58 | $15.20 | -37.0% | COMMON STOCK USD.01 | 75281A109 |
| — | DIAMOND OFFSHORE DRILLING | 18,839 | $178K | 0.0% | $9.45 | $9.45 | — | COMMON STOCK USD.01 | 25271C102 |
| UE | URBAN EDGE PROPERTIES | 10,680 | $178K | 0.0% | $16.67 | $16.67 | — | REIT USD.01 | 91704F104 |
| CF | CF INDUSTRIES HOLDINGS INC | 4,072 | $177K | 0.0% | $43.47 * | $31.42 | +16.3% | COMMON STOCK USD.01 | 125269100 |
| CDNS | CADENCE DESIGN SYS INC | 4,066 | $177K | 0.0% | $43.53 | $43.42 | +0.1% | COMMON STOCK USD.01 | 127387108 |
| QRVO | QORVO INC | 2,917 | $177K | 0.0% | $60.68 | $71.96 | -15.6% | COMMON STOCK USD.0001 | 74736K101 |
| WHR | WHIRLPOOL CORP | 1,636 | $175K | 0.0% | $106.97 | $140.91 | -24.2% | COMMON STOCK USD1.0 | 963320106 |
| CRS | CARPENTER TECHNOLOGY | 4,685 | $167K | 0.0% | $35.65 * | $39.73 | -21.0% | COMMON STOCK USD5.0 | 144285103 |
| MUSA | MURPHY USA INC | 2,175 | $167K | 0.0% | $76.78 * | $76.65 | -2.8% | COMMON STOCK | 626755102 |
| — | JUNIPER NETWORKS INC | 6,217 | $167K | 0.0% | $26.86 | $27.37 | — | COMMON STOCK USD.00001 | 48203R104 |
| — | CHESAPEAKE ENERGY CORP | 78,982 | $166K | 0.0% | $2.10 | $2.10 | — | COMMON STOCK USD.01 | 165167107 |
| — | PLANTRONICS INC | 5,012 | $166K | 0.0% | $33.12 | $33.12 | — | COMMON STOCK USD.01 | 727493108 |
| — | RITE AID CORP | 232,337 | $165K | 0.0% | $0.71 | $2.14 | — | COMMON STOCK USD1.0 | 767754104 |
| MLKN | HERMAN MILLER INC | 5,456 | $165K | 0.0% | $30.24 * | $27.60 | -8.7% | COMMON STOCK USD.2 | 600544100 |
| — | SOTHEBY S | 4,118 | $164K | 0.0% | $39.83 | $39.83 | — | COMMON STOCK USD.01 | 835898107 |
| AAP | ADVANCE AUTO PARTS INC | 1,043 | $164K | 0.0% | $157.24 * | $107.62 | +28.8% | COMMON STOCK USD.0001 | 00751Y106 |
| MOS | MOSAIC CO/THE | 5,575 | $163K | 0.0% | $29.24 * | $21.38 | +20.5% | COMMON STOCK USD.01 | 61945C103 |
| AN | AUTONATION INC | 4,567 | $163K | 0.0% | $35.69 | $37.81 | -5.6% | COMMON STOCK USD.01 | 05329W102 |
| NWL | NEWELL BRANDS INC | 8,704 | $162K | 0.0% | $18.61 * | $19.35 | -31.0% | COMMON STOCK USD1.0 | 651229106 |
| VRE | MACK CALI REALTY CORP | 8,137 | $159K | 0.0% | $19.54 | $19.54 | — | REIT USD.01 | 554489104 |
| WLY | WILEY (JOHN) SONS CLASS A | 3,387 | $159K | 0.0% | $46.94 * | $42.38 | -12.1% | COMMON STOCK USD1.0 | 968223206 |
| TPR | TAPESTRY INC | 4,687 | $158K | 0.0% | $33.71 * | $33.86 | -17.4% | COMMON STOCK USD.01 | 876030107 |
| TSCO | TRACTOR SUPPLY COMPANY | 1,882 | $157K | 0.0% | $83.42 * | $13.07 | +14.6% | COMMON STOCK USD.008 | 892356106 |
| DNOW | NOW INC | 13,367 | $156K | 0.0% | $11.67 | $13.98 | -16.8% | COMMON STOCK USD.01 | 67011P100 |
| — | TIFFANY CO | 1,943 | $156K | 0.0% | $80.29 | $91.93 | — | COMMON STOCK USD.01 | 886547108 |
| LNWO | SCIENTIFIC GAMES CORP | 8,675 | $155K | 0.0% | $17.87 | $20.19 | -11.4% | COMMON STOCK USD.001 | 80874P109 |
| — | BED BATH BEYOND INC | 13,730 | $155K | 0.0% | $11.29 | $11.29 | — | COMMON STOCK USD.01 | 075896100 |
| BALL | BALL CORP | 3,380 | $155K | 0.0% | $45.86 * | $36.21 | +17.4% | COMMON STOCK | 058498106 |
| DK | DELEK US HOLDINGS INC | 4,761 | $155K | 0.0% | $32.56 * | $38.59 | -33.7% | COMMON STOCK USD.01 | 24665A103 |
| HSIC | HENRY SCHEIN INC | 1,966 | $154K | 0.0% | $78.33 * | $66.17 | -6.9% | COMMON STOCK USD.01 | 806407102 |
| M | MACY S INC | 5,170 | $154K | 0.0% | $29.79 | $34.51 | -13.7% | COMMON STOCK USD.01 | 55616P104 |
| MTDR | MATADOR RESOURCES CO | 9,783 | $152K | 0.0% | $15.54 | $25.13 | -38.2% | COMMON STOCK USD.01 | 576485205 |
| AMP | AMERIPRISE FINANCIAL INC | 1,459 | $152K | 0.0% | $104.18 * | $123.74 | -26.0% | COMMON STOCK USD.01 | 03076C106 |
| SYNA | SYNAPTICS INC | 4,051 | $151K | 0.0% | $37.27 | $37.55 | -0.9% | COMMON STOCK USD.001 | 87157D109 |
| HBAN | HUNTINGTON BANCSHARES INC | 12,673 | $151K | 0.0% | $11.92 * | $9.97 | -13.4% | COMMON STOCK USD.01 | 446150104 |
| — | DISH NETWORK CORP A | 5,939 | $148K | 0.0% | $24.92 | $31.51 | — | COMMON STOCK USD.01 | 25470M109 |
| WDC | WESTERN DIGITAL CORP | 3,949 | $146K | 0.0% | $36.97 * | $49.05 | -46.1% | COMMON STOCK USD.01 | 958102105 |
| DGX | QUEST DIAGNOSTICS INC | 1,741 | $145K | 0.0% | $83.29 * | $82.09 | -12.1% | COMMON STOCK USD.01 | 74834L100 |
| NAVI | NAVIENT CORP | 16,080 | $142K | 0.0% | $8.83 | $11.46 | -23.1% | COMMON STOCK USD.01 | 63938C108 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 1,461 | $141K | 0.0% | $96.51 * | $93.95 | -9.0% | COMMON STOCK USD.01 | 11133T103 |
| — | NEWFIELD EXPLORATION CO | 9,624 | $141K | 0.0% | $14.65 | $14.65 | — | COMMON STOCK USD.01 | 651290108 |
| FLS | FLOWSERVE CORP | 3,715 | $141K | 0.0% | $37.95 * | $38.90 | -16.1% | COMMON STOCK USD1.25 | 34354P105 |
| SLGN | SILGAN HOLDINGS INC | 5,834 | $138K | 0.0% | $23.65 | $25.16 | -6.1% | COMMON STOCK USD.01 | 827048109 |
| CARS | CARS.COM INC | 6,403 | $138K | 0.0% | $21.55 | $25.00 | -14.0% | COMMON STOCK USD.01 | 14575E105 |
| CBOE | CBOE GLOBAL MARKETS INC | 1,406 | $138K | 0.0% | $98.15 * | $94.76 | -5.8% | COMMON STOCK | 12503M108 |
| — | DOMTAR CORP | 3,911 | $137K | 0.0% | $35.03 | $35.03 | — | COMMON STOCK USD.01 | 257559203 |
| SM | SM ENERGY CO | 8,749 | $135K | 0.0% | $15.43 * | $20.86 | -33.0% | COMMON STOCK USD.01 | 78454L100 |
| — | DELPHI TECHNOLOGIES PLC | 9,348 | $134K | 0.0% | $14.33 | $14.33 | — | COMMON STOCK USD.01 | G2709G107 |
| GAP | GAP INC/THE | 5,150 | $133K | 0.0% | $25.83 * | $20.74 | -3.5% | COMMON STOCK USD.05 | 364760108 |
| CAKE | CHEESECAKE FACTORY INC/THE | 3,064 | $133K | 0.0% | $43.41 * | $41.67 | -9.9% | COMMON STOCK USD.01 | 163072101 |
| SBH | SALLY BEAUTY HOLDINGS INC | 7,764 | $132K | 0.0% | $17.00 | $18.71 | -8.9% | COMMON STOCK USD.01 | 79546E104 |
| DVA | DAVITA INC | 2,525 | $130K | 0.0% | $51.49 | $65.71 | -21.7% | COMMON STOCK USD.001 | 23918K108 |
| GHC | GRAHAM HOLDINGS CO CLASS B | 203 | $130K | 0.0% | $640.39 * | $573.91 | +3.8% | COMMON STOCK USD1.0 | 384637104 |
| — | OASIS PETROLEUM INC | 22,952 | $127K | 0.0% | $5.53 | $5.53 | — | COMMON STOCK USD.01 | 674215108 |
| ALEX | ALEXANDER BALDWIN INC | 6,747 | $124K | 0.0% | $18.38 | $18.38 | — | REIT | 014491104 |
| UAA | UNDER ARMOUR INC CLASS A | 6,943 | $123K | 0.0% | $17.72 | $20.53 | -13.9% | COMMON STOCK USD.000333 | 904311107 |
| CINF | CINCINNATI FINANCIAL CORP | 1,575 | $122K | 0.0% | $77.46 * | $59.56 | +8.7% | COMMON STOCK USD2.0 | 172062101 |
| PVH | PVH CORP | 1,303 | $121K | 0.0% | $92.86 | $121.84 | -24.5% | COMMON STOCK USD1.0 | 693656100 |
| WOR | WORTHINGTON INDUSTRIES | 3,427 | $119K | 0.0% | $34.72 * | $24.89 | -13.7% | COMMON STOCK | 981811102 |
| PBI | PITNEY BOWES INC | 19,618 | $116K | 0.0% | $5.91 | $7.20 | -18.0% | COMMON STOCK USD1.0 | 724479100 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 1,854 | $115K | 0.0% | $62.03 | $61.60 | +0.8% | COMMON STOCK | 49338L103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 2,040 | $114K | 0.0% | $55.88 | $65.36 | -14.5% | COMMON STOCK USD.1 | 81725T100 |
| — | J.C. PENNEY CO INC | 106,700 | $111K | 0.0% | $1.04 | $4.39 | — | COMMON STOCK USD.5 | 708160106 |
| BEN | FRANKLIN RESOURCES INC | 3,662 | $109K | 0.0% | $29.77 * | $27.55 | -22.6% | COMMON STOCK USD.1 | 354613101 |
| — | INTERPUBLIC GROUP OF COS INC | 5,303 | $109K | 0.0% | $20.55 * | $16.59 | -6.1% | COMMON STOCK USD.1 | 460690100 |
| — | TWENTY FIRST CENTURY FOX B | 2,233 | $107K | 0.0% | $47.92 | $47.75 | — | COMMON STOCK USD.01 | 90130A200 |
| PZZA | PAPA JOHN S INTL INC | 2,632 | $105K | 0.0% | $39.89 * | $42.40 | -20.9% | COMMON STOCK USD.01 | 698813102 |
| — | L BRANDS INC | 3,935 | $101K | 0.0% | $25.67 | $40.51 | — | COMMON STOCK USD.5 | 501797104 |
| DDS | DILLARDS INC CL A | 1,673 | $101K | 0.0% | $60.37 * | $41.66 | +9.6% | COMMON STOCK | 254067101 |
| ALK | ALASKA AIR GROUP INC | 1,667 | $101K | 0.0% | $60.59 * | $61.58 | -3.9% | COMMON STOCK USD.01 | 011659109 |
| HNI | HNI CORP | 2,784 | $99,000 | 0.0% | $35.56 | $37.94 | -6.6% | COMMON STOCK USD1.0 | 404251100 |
| — | APARTMENT INVT MGMT CO A | 2,262 | $99,000 | 0.0% | $43.77 | $43.55 | — | REIT USD.01 | 03748R101 |
| TPH | TRI POINTE GROUP INC | 8,933 | $98,000 | 0.0% | $10.97 | $11.82 | -7.5% | COMMON STOCK USD.01 | 87265H109 |
| — | TOTAL SYSTEM SERVICES INC | 1,185 | $96,000 | 0.0% | $81.01 | $66.65 | — | COMMON STOCK USD.1 | 891906109 |
| TRMK | TRUSTMARK CORP | 3,296 | $94,000 | 0.0% | $28.52 * | $24.90 | -7.8% | COMMON STOCK | 898402102 |
| CMP | COMPASS MINERALS INTERNATION | 2,230 | $93,000 | 0.0% | $41.70 * | $43.49 | -20.0% | COMMON STOCK USD.01 | 20451N101 |
| EVRG | EVERGY INC | 1,625 | $92,000 | 0.0% | $56.62 * | $43.96 | -1.1% | COMMON STOCK | 30034W106 |
| GT | GOODYEAR TIRE RUBBER CO | 4,313 | $88,000 | 0.0% | $20.40 | $25.86 | -21.1% | COMMON STOCK | 382550101 |
| LNT | ALLIANT ENERGY CORP | 1,958 | $83,000 | 0.0% | $42.39 * | $35.19 | -3.6% | COMMON STOCK USD.01 | 018802108 |
| AIZ | ASSURANT INC | 905 | $81,000 | 0.0% | $89.50 * | $85.64 | -8.2% | COMMON STOCK USD.01 | 04621X108 |
| GEF | GREIF INC CL A | 2,157 | $80,000 | 0.0% | $37.09 * | $35.93 | -20.0% | COMMON STOCK | 397624107 |
| — | XEROX CORP | 3,832 | $76,000 | 0.0% | $19.83 | $19.83 | — | COMMON STOCK USD1.0 | 984121608 |
| — | NORDSTROM INC | 1,568 | $73,000 | 0.0% | $46.56 | $48.25 | — | COMMON STOCK | 655664100 |
| TRIP | TRIPADVISOR INC | 1,253 | $68,000 | 0.0% | $54.27 * | $35.63 | +34.6% | COMMON STOCK USD.001 | 896945201 |
| — | MICHAEL KORS HOLDINGS LTD | 1,746 | $66,000 | 0.0% | $37.80 | $53.85 | — | COMMON STOCK | G60754101 |
| — | TARENA INTERNATIONAL INC ADR | 8,046 | $51,000 | 0.0% | $6.34 | $18.48 | — | ADR USD.001 | 876108101 |
| MAC | MACERICH CO/THE | 1,144 | $50,000 | 0.0% | $43.71 | $58.89 | — | REIT USD.01 | 554382101 |
| KODK | EASTMAN KODAK CO | 18,376 | $47,000 | 0.0% | $2.56 | $8.53 | -70.1% | COMMON STOCK USD.01 | 277461406 |
| — | GLOBALSTAR INC | 70,200 | $45,000 | 0.0% | $0.64 | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 1,186 | $41,000 | 0.0% | $34.57 * | $31.32 | -10.6% | COMMON STOCK USD1.0 | 459044103 |
| — | ION GEOPHYSICAL CORP | 6,683 | $35,000 | 0.0% | $5.24 | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| — | INTL SPEEDWAY CORP CL A | 689 | $30,000 | 0.0% | $43.54 | $43.54 | — | COMMON STOCK USD.01 | 460335201 |
| NGVT | INGEVITY CORP | 34 | $3,000 | 0.0% | $88.24 * | $78.16 | +7.1% | COMMON STOCK USD.01 | 45688C107 |