Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Jul 30, 2019
Total Value: $4.381B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR SP 500 ETF TRUST | 1,367,394 | $401M | 9.1% | $293.00 | $287.96 | +1.8% | SPDR TRUST SERIES 1 | 78462F103 |
| CTVA | CORTEVA INC | 4,260,223 | $126M | 2.9% | $29.57 * | $25.02 | +8.7% | COMMON STOCK USD.01 | 22052L104 |
| DD | DUPONT DE NEMOURS INC | 1,545,643 | $116M | 2.6% | $75.07 * | $27.24 | +1.5% | COMMON STOCK USD.01 | 26614N102 |
| MSFT | MICROSOFT CORP | 709,842 | $95.09M | 2.2% | $133.96 * | $41.95 | +201.2% | COMMON STOCK USD.00000625 | 594918104 |
| EEM | ISHARES MSCI EMERGING MARKETS | 2,007,932 | $86.16M | 2.0% | $42.91 | $43.07 | -0.4% | ISHARES MSCI EMERGING MARKET | 464287234 |
| EFA | ISHARES MSCI EAFE ETF | 1,246,792 | $81.95M | 1.9% | $65.73 | $65.75 | -0.0% | ISHARES MSCI EAFE ETF | 464287465 |
| DOW | DOW INC | 1,659,585 | $81.83M | 1.9% | $49.31 * | $36.37 | -5.7% | COMMON STOCK USD.01 | 260557103 |
| AMZN | AMAZON.COM INC | 42,517 | $80.51M | 1.8% | $1893.62 * | $32.22 | +193.9% | COMMON STOCK USD.01 | 023135106 |
| AAPL | APPLE INC | 401,582 | $79.48M | 1.8% | $197.92 * | $22.18 | +113.9% | COMMON STOCK USD.00001 | 037833100 |
| VOO | VANGUARD SP 500 ETF | 235,278 | $63.33M | 1.4% | $269.15 | $245.73 | +9.5% | VANGUARD S+P 500 ETF | 922908363 |
| GOOG | ALPHABET INC CL C | 52,355 | $56.59M | 1.3% | $1080.91 * | $37.36 | +43.6% | COMMON STOCK USD.001 | 02079K107 |
| V | VISA INC CLASS A SHARES | 284,310 | $49.34M | 1.1% | $173.55 * | $76.63 | +116.4% | COMMON STOCK USD.0001 | 92826C839 |
| JPM | JPMORGAN CHASE CO | 394,773 | $44.14M | 1.0% | $111.80 * | $46.45 | +101.0% | COMMON STOCK USD1.0 | 46625H100 |
| META | FACEBOOK INC CLASS A | 210,038 | $40.54M | 0.9% | $193.00 | $104.82 | +82.9% | COMMON STOCK USD.000006 | 30303M102 |
| UNH | UNITEDHEALTH GROUP INC | 141,383 | $34.5M | 0.8% | $244.01 * | $131.44 | +66.9% | COMMON STOCK USD.01 | 91324P102 |
| JNJ | JOHNSON JOHNSON | 236,690 | $32.97M | 0.8% | $139.28 * | $93.49 | +24.0% | COMMON STOCK USD1.0 | 478160104 |
| HD | HOME DEPOT INC | 149,423 | $31.08M | 0.7% | $207.97 * | $108.46 | +63.8% | COMMON STOCK USD.05 | 437076102 |
| MA | MASTERCARD INC A | 114,023 | $30.16M | 0.7% | $264.53 * | $161.34 | +58.1% | COMMON STOCK USD.0001 | 57636Q104 |
| CVX | CHEVRON CORP | 233,731 | $29.09M | 0.7% | $124.44 * | $75.62 | +23.4% | COMMON STOCK USD.75 | 166764100 |
| MRK | MERCK CO. INC. | 339,517 | $28.47M | 0.6% | $83.85 * | $40.44 | +61.4% | COMMON STOCK USD.5 | 58933Y105 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 129,115 | $27.52M | 0.6% | $213.17 | $156.75 | +36.0% | COMMON STOCK USD.0033 | 084670702 |
| BAC | BANK OF AMERICA CORP | 921,376 | $26.72M | 0.6% | $29.00 * | $16.43 | +50.5% | COMMON STOCK USD.01 | 060505104 |
| CSCO | CISCO SYSTEMS INC | 486,153 | $26.61M | 0.6% | $54.73 * | $25.60 | +74.9% | COMMON STOCK USD.001 | 17275R102 |
| CMCSA | COMCAST CORP CLASS A | 629,113 | $26.6M | 0.6% | $42.28 * | $27.46 | +29.7% | COMMON STOCK USD.01 | 20030N101 |
| DAL | DELTA AIR LINES INC | 458,421 | $26.02M | 0.6% | $56.75 * | $34.10 | +58.6% | COMMON STOCK USD.0001 | 247361702 |
| AME | AMETEK INC | 286,034 | $25.98M | 0.6% | $90.84 * | $65.80 | +32.2% | COMMON STOCK USD.01 | 031100100 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 147,557 | $25M | 0.6% | $169.45 | $148.49 | +14.1% | ADR USD.000025 | 01609W102 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 602,984 | $23.62M | 0.5% | $39.17 | $22.86 | +71.3% | ADR | 874039100 |
| DIS | WALT DISNEY CO/THE | 165,757 | $23.15M | 0.5% | $139.64 * | $93.56 | +44.1% | COMMON STOCK USD.01 | 254687106 |
| AOS | SMITH (A.O.) CORP | 473,388 | $22.32M | 0.5% | $47.16 * | $43.48 | -3.9% | COMMON STOCK USD1.0 | 831865209 |
| UNP | UNION PACIFIC CORP | 130,520 | $22.07M | 0.5% | $169.11 * | $136.66 | +7.1% | COMMON STOCK USD2.5 | 907818108 |
| COST | COSTCO WHOLESALE CORP | 80,182 | $21.19M | 0.5% | $264.26 * | $160.26 | +50.1% | COMMON STOCK USD.005 | 22160K105 |
| IEX | IDEX CORP | 122,260 | $21.05M | 0.5% | $172.14 * | $127.32 | +24.9% | COMMON STOCK USD.01 | 45167R104 |
| PG | PROCTER GAMBLE CO/THE | 187,172 | $20.52M | 0.5% | $109.65 * | $70.09 | +33.0% | COMMON STOCK | 742718109 |
| DHR | DANAHER CORP | 142,589 | $20.38M | 0.5% | $142.92 * | $79.07 | +55.8% | COMMON STOCK USD.01 | 235851102 |
| BF/B | BROWN FORMAN CORP CLASS B | 359,490 | $19.93M | 0.5% | $55.43 * | $44.42 | +11.6% | COMMON STOCK USD.15 | 115637209 |
| ELV | ANTHEM INC | 69,227 | $19.54M | 0.4% | $282.22 * | $208.55 | +24.0% | COMMON STOCK USD.01 | 036752103 |
| — | INGERSOLL RAND PLC | 152,411 | $19.31M | 0.4% | $126.67 | $79.28 | — | COMMON STOCK USD1.0 | G47791101 |
| EL | ESTEE LAUDER COMPANIES CL A | 102,403 | $18.75M | 0.4% | $183.11 * | $91.32 | +84.5% | COMMON STOCK USD.01 | 518439104 |
| C | CITIGROUP INC | 259,911 | $18.2M | 0.4% | $70.03 * | $39.24 | +41.4% | COMMON STOCK USD.01 | 172967424 |
| — | US CONCRETE INC | 336,868 | $16.74M | 0.4% | $49.69 | $23.28 | — | COMMON STOCK USD.001 | 90333L201 |
| BA | BOEING CO/THE | 45,420 | $16.53M | 0.4% | $364.00 | $248.63 | +43.8% | COMMON STOCK USD5.0 | 097023105 |
| CSX | CSX CORP | 211,298 | $16.35M | 0.4% | $77.37 * | $18.05 | +30.9% | COMMON STOCK USD1.0 | 126408103 |
| DE | DEERE CO | 98,585 | $16.34M | 0.4% | $165.71 * | $139.44 | +8.5% | COMMON STOCK USD1.0 | 244199105 |
| PEP | PEPSICO INC | 121,241 | $15.9M | 0.4% | $131.13 * | $82.83 | +30.0% | COMMON STOCK USD.017 | 713448108 |
| PLD | PROLOGIS INC | 198,254 | $15.88M | 0.4% | $80.10 * | $49.88 | +34.4% | REIT USD.01 | 74340W103 |
| TXN | TEXAS INSTRUMENTS INC | 137,627 | $15.79M | 0.4% | $114.76 * | $50.20 | +90.1% | COMMON STOCK USD1.0 | 882508104 |
| ALLE | ALLEGION PLC | 140,324 | $15.51M | 0.4% | $110.55 * | $66.15 | +53.9% | COMMON STOCK USD.01 | G0176J109 |
| ADI | ANALOG DEVICES INC | 137,372 | $15.51M | 0.4% | $112.87 * | $74.38 | +34.9% | COMMON STOCK USD.167 | 032654105 |
| AZO | AUTOZONE INC | 14,093 | $15.49M | 0.4% | $1099.48 | $754.78 | +45.7% | COMMON STOCK USD.01 | 053332102 |
| PM | PHILIP MORRIS INTERNATIONAL | 194,221 | $15.25M | 0.3% | $78.53 * | $57.41 | -2.2% | COMMON STOCK | 718172109 |
| EQIX | EQUINIX INC | 30,167 | $15.21M | 0.3% | $504.29 * | $337.99 | +32.3% | REIT USD.001 | 29444U700 |
| — | UNITED TECHNOLOGIES CORP | 115,552 | $15.04M | 0.3% | $130.20 | $114.01 | — | COMMON STOCK USD1.0 | 913017109 |
| BDX | BECTON DICKINSON AND CO | 59,379 | $14.96M | 0.3% | $252.01 * | $164.51 | +35.2% | COMMON STOCK USD1.0 | 075887109 |
| ADBE | ADOBE INC | 50,787 | $14.96M | 0.3% | $294.64 | $219.74 | +34.1% | COMMON STOCK USD.0001 | 00724F101 |
| TJX | TJX COMPANIES INC | 281,609 | $14.89M | 0.3% | $52.88 * | $39.50 | +22.8% | COMMON STOCK USD1.0 | 872540109 |
| ABT | ABBOTT LABORATORIES | 175,969 | $14.8M | 0.3% | $84.10 * | $47.65 | +57.5% | COMMON STOCK | 002824100 |
| AMT | AMERICAN TOWER CORP | 70,845 | $14.48M | 0.3% | $204.45 * | $96.55 | +77.9% | REIT USD.01 | 03027X100 |
| MPC | MARATHON PETROLEUM CORP | 250,459 | $14M | 0.3% | $55.88 * | $54.19 | -16.1% | COMMON STOCK USD.01 | 56585A102 |
| — | RAYTHEON COMPANY | 79,545 | $13.83M | 0.3% | $173.88 | $164.16 | — | COMMON STOCK USD.01 | 755111507 |
| XOM | EXXON MOBIL CORP | 179,381 | $13.75M | 0.3% | $76.63 * | $54.39 | +4.1% | COMMON STOCK | 30231G102 |
| DG | DOLLAR GENERAL CORP | 98,952 | $13.37M | 0.3% | $135.16 * | $106.35 | +16.4% | COMMON STOCK USD.875 | 256677105 |
| AXP | AMERICAN EXPRESS CO | 107,223 | $13.24M | 0.3% | $123.44 * | $93.59 | +20.7% | COMMON STOCK USD.2 | 025816109 |
| STZ | CONSTELLATION BRANDS INC A | 67,140 | $13.22M | 0.3% | $196.95 * | $159.25 | +11.1% | COMMON STOCK USD.01 | 21036P108 |
| VZ | VERIZON COMMUNICATIONS INC | 222,688 | $12.72M | 0.3% | $57.13 * | $31.89 | +24.6% | COMMON STOCK USD.1 | 92343V104 |
| MRSH | MARSH MCLENNAN COS | 126,647 | $12.63M | 0.3% | $99.75 * | $72.06 | +25.2% | COMMON STOCK USD1.0 | 571748102 |
| — | CELGENE CORP | 135,625 | $12.54M | 0.3% | $92.44 | $103.42 | — | COMMON STOCK USD.01 | 151020104 |
| FNF | FIDELITY NATIONAL FINANCIAL | 308,050 | $12.41M | 0.3% | $40.30 * | $26.17 | +11.4% | COMMON STOCK USD.0001 | 31620R303 |
| EXC | EXELON CORP | 257,661 | $12.35M | 0.3% | $47.94 * | $17.04 | +59.3% | COMMON STOCK | 30161N101 |
| NFLX | NETFLIX INC | 33,543 | $12.32M | 0.3% | $367.32 * | $30.59 | +20.1% | COMMON STOCK USD.001 | 64110L106 |
| HON | HONEYWELL INTERNATIONAL INC | 70,349 | $12.28M | 0.3% | $174.59 * | $86.65 | +65.9% | COMMON STOCK USD1.0 | 438516106 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 209,949 | $12.28M | 0.3% | $58.50 * | $30.21 | -3.2% | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| APH | AMPHENOL CORP CL A | 122,948 | $11.8M | 0.3% | $95.94 * | $20.63 | +9.3% | COMMON STOCK USD.001 | 032095101 |
| TDG | TRANSDIGM GROUP INC | 23,777 | $11.5M | 0.3% | $483.79 * | $244.86 | +46.6% | COMMON STOCK USD.01 | 893641100 |
| PKG | PACKAGING CORP OF AMERICA | 118,870 | $11.33M | 0.3% | $95.32 * | $77.47 | +1.1% | COMMON STOCK USD.01 | 695156109 |
| COP | CONOCOPHILLIPS | 179,929 | $10.98M | 0.3% | $61.00 * | $38.74 | +24.9% | COMMON STOCK USD.01 | 20825C104 |
| MTD | METTLER TOLEDO INTERNATIONAL | 12,964 | $10.89M | 0.2% | $840.02 | $576.25 | +45.8% | COMMON STOCK USD.01 | 592688105 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 192,076 | $10.35M | 0.2% | $53.90 * | $34.21 | +34.4% | COMMON STOCK | 609207105 |
| PRU | PRUDENTIAL FINANCIAL INC | 101,820 | $10.28M | 0.2% | $101.00 * | $64.27 | +13.4% | COMMON STOCK USD.01 | 744320102 |
| PSA | PUBLIC STORAGE | 41,388 | $9.857M | 0.2% | $238.16 * | $142.41 | +27.6% | REIT USD.1 | 74460D109 |
| MSCI | MSCI INC | 41,218 | $9.842M | 0.2% | $238.78 * | $144.55 | +54.7% | COMMON STOCK USD.01 | 55354G100 |
| SPGI | SP GLOBAL INC | 42,753 | $9.739M | 0.2% | $227.80 * | $179.39 | +20.3% | COMMON STOCK USD1.0 | 78409V104 |
| CRM | SALESFORCE.COM INC | 63,664 | $9.66M | 0.2% | $151.73 | $105.53 | +42.0% | COMMON STOCK USD.001 | 79466L302 |
| SPG | SIMON PROPERTY GROUP INC | 60,307 | $9.635M | 0.2% | $159.77 * | $107.91 | +3.0% | REIT USD.0001 | 828806109 |
| AMGN | AMGEN INC | 52,263 | $9.631M | 0.2% | $184.28 * | $117.45 | +28.7% | COMMON STOCK USD.0001 | 031162100 |
| SHW | SHERWIN WILLIAMS CO/THE | 20,864 | $9.562M | 0.2% | $458.30 * | $126.07 | +14.4% | COMMON STOCK USD1.0 | 824348106 |
| ORLY | O REILLY AUTOMOTIVE INC | 25,269 | $9.332M | 0.2% | $369.31 * | $20.71 | +18.9% | COMMON STOCK USD.01 | 67103H107 |
| MCD | MCDONALD S CORP | 44,900 | $9.324M | 0.2% | $207.66 * | $126.25 | +41.5% | COMMON STOCK USD.01 | 580135101 |
| FE | FIRSTENERGY CORP | 216,050 | $9.249M | 0.2% | $42.81 * | $30.61 | +7.0% | COMMON STOCK USD.1 | 337932107 |
| ACN | ACCENTURE PLC CL A | 48,935 | $9.042M | 0.2% | $184.78 * | $144.42 | +16.7% | COMMON STOCK USD.0000225 | G1151C101 |
| — | EZCORP INC | 10,000,000 | $9.022M | 0.2% | $0.90 | $0.90 | — | COMPANY GUAR 05/25 2.375 | 302301AE6 |
| GD | GENERAL DYNAMICS CORP | 49,035 | $8.916M | 0.2% | $181.83 * | $119.79 | +30.4% | COMMON STOCK USD1.0 | 369550108 |
| GOOGL | ALPHABET INC CL A | 8,154 | $8.829M | 0.2% | $1082.78 * | $40.74 | +31.9% | COMMON STOCK USD.001 | 02079K305 |
| VRTX | VERTEX PHARMACEUTICALS INC | 47,769 | $8.76M | 0.2% | $183.38 | $152.21 | +20.5% | COMMON STOCK USD.01 | 92532F100 |
| WAT | WATERS CORP | 39,603 | $8.524M | 0.2% | $215.24 | $196.24 | +9.7% | COMMON STOCK USD.01 | 941848103 |
| USFD | US FOODS HOLDING CORP | 238,132 | $8.516M | 0.2% | $35.76 | $34.89 | +2.5% | COMMON STOCK USD.01 | 912008109 |
| — | BLACKROCK INC | 18,091 | $8.49M | 0.2% | $469.29 | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| STE | STERIS PLC | 55,711 | $8.294M | 0.2% | $148.88 * | $110.62 | +27.0% | COMMON STOCK USD75.0 | G8473T100 |
| NKE | NIKE INC CL B | 95,579 | $8.024M | 0.2% | $83.95 * | $70.60 | +9.1% | COMMON STOCK | 654106103 |
| — | PS BUSINESS PARKS INC/CA | 47,480 | $8.002M | 0.2% | $168.53 | $125.80 | — | REIT USD.01 | 69360J107 |
| VRSK | VERISK ANALYTICS INC | 53,854 | $7.887M | 0.2% | $146.45 * | $113.48 | +23.8% | COMMON STOCK USD.001 | 92345Y106 |
| ROST | ROSS STORES INC | 79,367 | $7.867M | 0.2% | $99.12 * | $78.72 | +18.2% | COMMON STOCK USD.01 | 778296103 |
| — | TE CONNECTIVITY LTD | 80,848 | $7.744M | 0.2% | $95.78 | $76.26 | — | COMMON STOCK CHF.57 | H84989104 |
| CCK | CROWN HOLDINGS INC | 124,549 | $7.61M | 0.2% | $61.10 * | $51.03 | +13.8% | COMMON STOCK USD5.0 | 228368106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 88,280 | $7.587M | 0.2% | $85.94 * | $69.30 | +14.2% | COMMON STOCK USD.01 | 45866F104 |
| — | OAKTREE CAPITAL GROUP LLC | 152,800 | $7.57M | 0.2% | $49.54 | $49.65 | — | MLP | 674001201 |
| CLX | CLOROX COMPANY | 49,425 | $7.567M | 0.2% | $153.10 * | $108.54 | +16.2% | COMMON STOCK USD1.0 | 189054109 |
| — | CORESITE REALTY CORP | 64,897 | $7.474M | 0.2% | $115.17 | $94.20 | — | REIT USD.01 | 21870Q105 |
| — | BUCKEYE PARTNERS LP | 180,600 | $7.414M | 0.2% | $41.05 | $41.05 | — | MLP | 118230101 |
| — | ANADARKO PETROLEUM CORP | 104,552 | $7.377M | 0.2% | $70.56 | $67.65 | — | COMMON STOCK USD.1 | 032511107 |
| SLB | SCHLUMBERGER LTD | 184,930 | $7.349M | 0.2% | $39.74 * | $59.51 | -43.7% | COMMON STOCK USD.01 | 806857108 |
| MDT | MEDTRONIC PLC | 75,211 | $7.325M | 0.2% | $97.39 * | $73.81 | +10.1% | COMMON STOCK USD.1 | G5960L103 |
| PYPL | PAYPAL HOLDINGS INC | 63,815 | $7.304M | 0.2% | $114.46 | $87.78 | +30.1% | COMMON STOCK USD.0001 | 70450Y103 |
| ORCL | ORACLE CORP | 127,204 | $7.247M | 0.2% | $56.97 * | $36.93 | +40.2% | COMMON STOCK USD.01 | 68389X105 |
| CFG | CITIZENS FINANCIAL GROUP | 201,396 | $7.121M | 0.2% | $35.36 * | $25.17 | +5.1% | COMMON STOCK USD.01 | 174610105 |
| APD | AIR PRODUCTS CHEMICALS INC | 31,297 | $7.085M | 0.2% | $226.38 * | $132.58 | +46.1% | COMMON STOCK USD1.0 | 009158106 |
| ROP | ROPER TECHNOLOGIES INC | 19,099 | $6.995M | 0.2% | $366.25 * | $280.64 | +25.5% | COMMON STOCK USD.01 | 776696106 |
| T | ATT INC | 208,445 | $6.985M | 0.2% | $33.51 * | $13.69 | +16.5% | COMMON STOCK USD1.0 | 00206R102 |
| MCO | MOODY S CORP | 35,106 | $6.857M | 0.2% | $195.32 * | $131.50 | +40.6% | COMMON STOCK USD.01 | 615369105 |
| IJH | ISHARES CORE SP MID CAP ETF | 35,208 | $6.84M | 0.2% | $194.27 * | $38.38 | +1.2% | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| LII | LENNOX INTERNATIONAL INC | 24,835 | $6.83M | 0.2% | $275.02 * | $186.87 | +36.0% | COMMON STOCK USD.01 | 526107107 |
| VRSN | VERISIGN INC | 32,544 | $6.807M | 0.2% | $209.16 | $93.57 | +121.6% | COMMON STOCK USD.001 | 92343E102 |
| SYF | SYNCHRONY FINANCIAL | 191,744 | $6.648M | 0.2% | $34.67 * | $25.27 | +16.6% | COMMON STOCK USD.001 | 87165B103 |
| DPZ | DOMINO S PIZZA INC | 23,544 | $6.552M | 0.1% | $278.29 * | $211.07 | +22.1% | COMMON STOCK USD.01 | 25754A201 |
| INGR | INGREDION INC | 77,505 | $6.393M | 0.1% | $82.49 | $94.95 | -13.1% | COMMON STOCK USD.01 | 457187102 |
| FBIN | FORTUNE BRANDS HOME SECURI | 109,879 | $6.277M | 0.1% | $57.13 * | $42.56 | +4.0% | COMMON STOCK USD.01 | 34964C106 |
| AVB | AVALONBAY COMMUNITIES INC | 30,839 | $6.266M | 0.1% | $203.18 * | $133.59 | +21.6% | REIT USD.01 | 053484101 |
| — | CENTURYLINK INC | 530,396 | $6.237M | 0.1% | $11.76 | $13.88 | — | COMMON STOCK USD1.0 | 156700106 |
| CAH | CARDINAL HEALTH INC | 131,302 | $6.184M | 0.1% | $47.10 * | $40.45 | -2.7% | COMMON STOCK | 14149Y108 |
| — | AARON S INC | 100,528 | $6.173M | 0.1% | $61.41 | $49.05 | — | COMMON STOCK USD.5 | 002535300 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 152,439 | $6.154M | 0.1% | $40.37 | $34.95 | — | REIT USD.01 | 76169C100 |
| RS | RELIANCE STEEL ALUMINUM | 64,734 | $6.125M | 0.1% | $94.62 | $79.13 | +19.6% | COMMON STOCK | 759509102 |
| AVGO | BROADCOM INC | 20,870 | $6.008M | 0.1% | $287.88 * | $21.62 | +12.4% | COMMON STOCK | 11135F101 |
| KLAC | KLA CORP | 50,774 | $6.001M | 0.1% | $118.19 * | $97.68 | +11.5% | COMMON STOCK USD.001 | 482480100 |
| FICO | FAIR ISAAC CORP | 19,079 | $5.991M | 0.1% | $314.01 | $151.19 | +107.7% | COMMON STOCK USD.01 | 303250104 |
| TX | TERNIUM SA SPONSORED ADR | 265,639 | $5.958M | 0.1% | $22.43 | $24.85 | -9.8% | ADR USD1.0 | 880890108 |
| WM | WASTE MANAGEMENT INC | 51,628 | $5.956M | 0.1% | $115.36 * | $71.00 | +46.1% | COMMON STOCK USD.01 | 94106L109 |
| — | RED HAT INC | 31,094 | $5.838M | 0.1% | $187.75 | $126.88 | — | COMMON STOCK USD.0001 | 756577102 |
| ZTS | ZOETIS INC | 51,087 | $5.798M | 0.1% | $113.49 * | $84.04 | +28.0% | COMMON STOCK USD.01 | 98978V103 |
| ZD | J2 GLOBAL INC | 64,371 | $5.722M | 0.1% | $88.89 * | $70.13 | +10.2% | COMMON STOCK USD.01 | 48123V102 |
| — | WABCO HOLDINGS INC | 42,986 | $5.7M | 0.1% | $132.60 | $123.42 | — | COMMON STOCK USD.01 | 92927K102 |
| INTC | INTEL CORP | 118,236 | $5.66M | 0.1% | $47.87 * | $31.38 | +32.9% | COMMON STOCK USD.001 | 458140100 |
| — | VERSUM MATERIALS INC | 109,610 | $5.654M | 0.1% | $51.58 | $49.84 | — | COMMON STOCK USD1.0 | 92532W103 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 19,538 | $5.599M | 0.1% | $286.57 * | $190.20 | +41.6% | COMMON STOCK USD.01 | 303075105 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 84,330 | $5.583M | 0.1% | $66.20 * | $34.55 | +70.1% | COMMON STOCK USD.01 | 099502106 |
| STLD | STEEL DYNAMICS INC | 184,872 | $5.583M | 0.1% | $30.20 * | $27.45 | -3.6% | COMMON STOCK USD.005 | 858119100 |
| CRI | CARTER S INC | 56,323 | $5.494M | 0.1% | $97.54 * | $75.48 | +5.2% | COMMON STOCK USD.01 | 146229109 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 67,405 | $5.485M | 0.1% | $81.37 | $51.28 | — | COMMON STOCK USD.01 | 848574109 |
| PPG | PPG INDUSTRIES INC | 46,814 | $5.464M | 0.1% | $116.72 * | $88.81 | +15.9% | COMMON STOCK USD1.67 | 693506107 |
| CTAS | CINTAS CORP | 22,959 | $5.448M | 0.1% | $237.29 * | $20.27 | +174.0% | COMMON STOCK | 172908105 |
| PH | PARKER HANNIFIN CORP | 31,975 | $5.436M | 0.1% | $170.01 * | $118.18 | +30.8% | COMMON STOCK USD.5 | 701094104 |
| HSY | HERSHEY CO/THE | 40,354 | $5.409M | 0.1% | $134.04 * | $84.12 | +37.0% | COMMON STOCK USD1.0 | 427866108 |
| BMY | BRISTOL MYERS SQUIBB CO | 119,003 | $5.397M | 0.1% | $45.35 * | $44.10 | -20.2% | COMMON STOCK USD.1 | 110122108 |
| ESS | ESSEX PROPERTY TRUST INC | 18,329 | $5.351M | 0.1% | $291.94 * | $172.53 | +35.0% | REIT USD.0001 | 297178105 |
| KMI | KINDER MORGAN INC | 255,869 | $5.343M | 0.1% | $20.88 * | $11.57 | +22.8% | COMMON STOCK USD.01 | 49456B101 |
| — | DISCOVER FINANCIAL SERVICES | 68,640 | $5.326M | 0.1% | $77.59 | $62.46 | — | COMMON STOCK USD.01 | 254709108 |
| FAF | FIRST AMERICAN FINANCIAL | 99,133 | $5.323M | 0.1% | $53.70 * | $30.20 | +42.8% | COMMON STOCK USD.00001 | 31847R102 |
| SBUX | STARBUCKS CORP | 63,374 | $5.313M | 0.1% | $83.84 * | $56.85 | +28.0% | COMMON STOCK USD.001 | 855244109 |
| EME | EMCOR GROUP INC | 60,209 | $5.304M | 0.1% | $88.09 * | $75.66 | +13.6% | COMMON STOCK USD.01 | 29084Q100 |
| OSK | OSHKOSH CORP | 63,461 | $5.298M | 0.1% | $83.48 * | $61.17 | +22.5% | COMMON STOCK USD.01 | 688239201 |
| TMO | THERMO FISHER SCIENTIFIC INC | 17,828 | $5.236M | 0.1% | $293.70 | $196.47 | +47.0% | COMMON STOCK USD1.0 | 883556102 |
| VST | VISTRA ENERGY CORP | 230,617 | $5.221M | 0.1% | $22.64 * | $20.08 | -2.6% | COMMON STOCK | 92840M102 |
| PGR | PROGRESSIVE CORP | 65,319 | $5.221M | 0.1% | $79.93 * | $46.72 | +40.4% | COMMON STOCK USD1.0 | 743315103 |
| HEI | HEICO CORP | 38,967 | $5.214M | 0.1% | $133.81 | $72.96 | +83.4% | COMMON STOCK USD.01 | 422806109 |
| LLY | ELI LILLY CO | 46,871 | $5.193M | 0.1% | $110.79 * | $73.18 | +39.3% | COMMON STOCK | 532457108 |
| CDW | CDW CORP/DE | 46,757 | $5.19M | 0.1% | $111.00 * | $68.72 | +49.4% | COMMON STOCK USD.01 | 12514G108 |
| JCI | JOHNSON CONTROLS INTERNATION | 124,451 | $5.141M | 0.1% | $41.31 * | $29.68 | +21.5% | COMMON STOCK USD.01 | G51502105 |
| RDN | RADIAN GROUP INC | 224,821 | $5.137M | 0.1% | $22.85 * | $12.97 | +46.0% | COMMON STOCK USD.001 | 750236101 |
| TRNO | TERRENO REALTY CORP | 101,946 | $4.999M | 0.1% | $49.04 | $34.50 | — | REIT USD.01 | 88146M101 |
| MTG | MGIC INVESTMENT CORP | 377,601 | $4.962M | 0.1% | $13.14 | $11.21 | +17.2% | COMMON STOCK USD1.0 | 552848103 |
| RSG | REPUBLIC SERVICES INC | 57,231 | $4.958M | 0.1% | $86.63 * | $66.23 | +19.1% | COMMON STOCK USD.01 | 760759100 |
| EVR | EVERCORE INC A | 55,948 | $4.955M | 0.1% | $88.56 * | $62.62 | +22.5% | COMMON STOCK USD.01 | 29977A105 |
| — | FIRST DATA CORP CLASS A | 182,000 | $4.927M | 0.1% | $27.07 | $26.27 | — | COMMON STOCK USD.01 | 32008D106 |
| WRB | WR BERKLEY CORP | 74,350 | $4.902M | 0.1% | $65.93 * | $20.36 | +25.0% | COMMON STOCK USD.2 | 084423102 |
| MET | METLIFE INC | 96,188 | $4.778M | 0.1% | $49.67 * | $35.40 | +12.6% | COMMON STOCK USD.01 | 59156R108 |
| GM | GENERAL MOTORS CO | 123,575 | $4.761M | 0.1% | $38.53 * | $30.17 | +19.3% | COMMON STOCK USD.01 | 37045V100 |
| ODFL | OLD DOMINION FREIGHT LINE | 31,894 | $4.76M | 0.1% | $149.24 * | $39.47 | +22.4% | COMMON STOCK USD.1 | 679580100 |
| CHE | CHEMED CORP | 13,082 | $4.721M | 0.1% | $360.88 * | $261.60 | +35.1% | COMMON STOCK USD1.0 | 16359R103 |
| — | LAM RESEARCH CORP | 25,013 | $4.698M | 0.1% | $187.82 | $79.72 | — | COMMON STOCK USD.001 | 512807108 |
| — | TABLEAU SOFTWARE INC CL A | 28,243 | $4.689M | 0.1% | $166.02 | $139.64 | — | COMMON STOCK USD.0001 | 87336U105 |
| — | BLACKSTONE GROUP LP/THE | 104,823 | $4.656M | 0.1% | $44.42 | $44.42 | — | MLP | 09253U108 |
| EQR | EQUITY RESIDENTIAL | 61,102 | $4.639M | 0.1% | $75.92 * | $47.69 | +24.5% | REIT USD.01 | 29476L107 |
| — | INTERXION HOLDING NV | 60,947 | $4.637M | 0.1% | $76.08 | $74.13 | — | COMMON STOCK EUR.1 | N47279109 |
| ALSN | ALLISON TRANSMISSION HOLDING | 99,913 | $4.631M | 0.1% | $46.35 * | $31.34 | +32.9% | COMMON STOCK USD.01 | 01973R101 |
| EXR | EXTRA SPACE STORAGE INC | 43,450 | $4.61M | 0.1% | $106.10 * | $55.49 | +49.9% | REIT USD.01 | 30225T102 |
| WMT | WALMART INC | 41,611 | $4.598M | 0.1% | $110.50 * | $24.61 | +36.3% | COMMON STOCK USD.1 | 931142103 |
| FIS | FIDELITY NATIONAL INFO SERV | 37,323 | $4.579M | 0.1% | $122.69 * | $89.20 | +21.2% | COMMON STOCK USD.01 | 31620M106 |
| — | AMEDISYS INC | 37,532 | $4.557M | 0.1% | $121.42 | $120.28 | — | COMMON STOCK USD.001 | 023436108 |
| NVDA | NVIDIA CORP | 27,305 | $4.484M | 0.1% | $164.22 * | $4.03 | +1.1% | COMMON STOCK USD.001 | 67066G104 |
| PSX | PHILLIPS 66 | 47,690 | $4.461M | 0.1% | $93.54 * | $77.81 | -7.7% | COMMON STOCK | 718546104 |
| WELL | WELLTOWER INC | 54,651 | $4.456M | 0.1% | $81.54 * | $53.21 | +25.3% | REIT USD1.0 | 95040Q104 |
| — | EL PASO ELECTRIC CO | 67,800 | $4.434M | 0.1% | $65.40 | $63.09 | — | COMMON STOCK | 283677854 |
| — | MEDIDATA SOLUTIONS INC | 48,500 | $4.39M | 0.1% | $90.52 | $90.52 | — | COMMON STOCK USD.01 | 58471A105 |
| BXP | BOSTON PROPERTIES INC | 33,662 | $4.342M | 0.1% | $128.99 * | $85.15 | +10.8% | REIT USD.01 | 101121101 |
| CPRT | COPART INC | 57,756 | $4.317M | 0.1% | $74.75 * | $11.07 | +68.9% | COMMON STOCK | 217204106 |
| PCAR | PACCAR INC | 59,703 | $4.278M | 0.1% | $71.65 * | $34.08 | +9.5% | COMMON STOCK USD1.0 | 693718108 |
| PHM | PULTEGROUP INC | 134,671 | $4.258M | 0.1% | $31.62 * | $23.94 | +23.5% | COMMON STOCK USD.01 | 745867101 |
| PRI | PRIMERICA INC | 35,262 | $4.23M | 0.1% | $119.96 | $104.32 | +15.0% | COMMON STOCK | 74164M108 |
| MO | ALTRIA GROUP INC | 89,004 | $4.214M | 0.1% | $47.35 * | $33.91 | -16.5% | COMMON STOCK USD.333 | 02209S103 |
| AYI | ACUITY BRANDS INC | 30,347 | $4.185M | 0.1% | $137.90 * | $129.48 | +4.2% | COMMON STOCK USD.01 | 00508Y102 |
| KIM | KIMCO REALTY CORP | 226,102 | $4.178M | 0.1% | $18.48 * | $11.04 | +23.4% | REIT USD.01 | 49446R109 |
| AAL | AMERICAN AIRLINES GROUP INC | 127,774 | $4.167M | 0.1% | $32.61 | $35.43 | -8.9% | COMMON STOCK | 02376R102 |
| PNW | PINNACLE WEST CAPITAL | 44,163 | $4.155M | 0.1% | $94.08 * | $71.31 | +0.1% | COMMON STOCK | 723484101 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 18,484 | $4.154M | 0.1% | $224.73 * | $158.85 | +22.5% | COMMON STOCK USD.01 | 446413106 |
| AMP | AMERIPRISE FINANCIAL INC | 28,500 | $4.137M | 0.1% | $145.16 * | $123.58 | +4.5% | COMMON STOCK USD.01 | 03076C106 |
| CL | COLGATE PALMOLIVE CO | 57,661 | $4.133M | 0.1% | $71.68 * | $56.07 | +9.6% | COMMON STOCK USD1.0 | 194162103 |
| — | AXA EQUITABLE HOLDINGS INC | 197,368 | $4.125M | 0.1% | $20.90 | $16.63 | — | COMMON STOCK USD.01 | 054561105 |
| SYK | STRYKER CORP | 19,756 | $4.061M | 0.1% | $205.56 * | $162.79 | +17.9% | COMMON STOCK USD.1 | 863667101 |
| MNST | MONSTER BEVERAGE CORP | 63,572 | $4.058M | 0.1% | $63.83 * | $28.52 | +11.9% | COMMON STOCK | 61174X109 |
| CPT | CAMDEN PROPERTY TRUST | 38,644 | $4.034M | 0.1% | $104.39 * | $75.12 | +11.6% | REIT USD.01 | 133131102 |
| USB | US BANCORP | 76,884 | $4.029M | 0.1% | $52.40 * | $30.15 | +32.2% | COMMON STOCK USD.01 | 902973304 |
| — | CAESARS ENTERTAINMENT CORP | 336,114 | $3.973M | 0.1% | $11.82 | $11.63 | — | COMMON STOCK USD.01 | 127686103 |
| — | POLYONE CORPORATION | 124,626 | $3.912M | 0.1% | $31.39 | $30.63 | — | COMMON STOCK USD.01 | 73179P106 |
| — | TOTAL SYSTEM SERVICES INC | 30,316 | $3.889M | 0.1% | $128.28 | $125.87 | — | COMMON STOCK USD.1 | 891906109 |
| — | SUNTRUST BANKS INC | 61,004 | $3.834M | 0.1% | $62.85 | $64.82 | — | COMMON STOCK USD1.0 | 867914103 |
| LNC | LINCOLN NATIONAL CORP | 59,402 | $3.828M | 0.1% | $64.44 * | $46.70 | +1.2% | COMMON STOCK | 534187109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 18,090 | $3.79M | 0.1% | $209.51 | $180.49 | +16.1% | COMMON STOCK USD.01 | 989207105 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 26,779 | $3.778M | 0.1% | $141.08 * | $91.23 | +21.0% | REIT USD.01 | 015271109 |
| JKHY | JACK HENRY ASSOCIATES INC | 28,194 | $3.776M | 0.1% | $133.93 * | $89.37 | +38.7% | COMMON STOCK USD.01 | 426281101 |
| HAL | HALLIBURTON CO | 165,622 | $3.766M | 0.1% | $22.74 * | $23.23 | -13.9% | COMMON STOCK USD2.5 | 406216101 |
| INVH | INVITATION HOMES INC | 140,822 | $3.764M | 0.1% | $26.73 * | $19.10 | +16.5% | REIT USD.01 | 46187W107 |
| TDY | TELEDYNE TECHNOLOGIES INC | 13,703 | $3.753M | 0.1% | $273.88 | $196.05 | +39.7% | COMMON STOCK USD.01 | 879360105 |
| CXW | CORECIVIC INC | 180,063 | $3.738M | 0.1% | $20.76 * | $18.79 | +1.1% | REIT USD.01 | 21871N101 |
| ACGL | ARCH CAPITAL GROUP LTD | 100,295 | $3.719M | 0.1% | $37.08 * | $26.96 | +30.8% | COMMON STOCK USD.01 | G0450A105 |
| CAT | CATERPILLAR INC | 27,162 | $3.702M | 0.1% | $136.29 * | $112.58 | +5.2% | COMMON STOCK USD1.0 | 149123101 |
| CVS | CVS HEALTH CORP | 67,517 | $3.679M | 0.1% | $54.49 * | $53.87 | -18.0% | COMMON STOCK USD.01 | 126650100 |
| CVI | CVR ENERGY INC | 73,071 | $3.653M | 0.1% | $49.99 * | $19.64 | +50.3% | COMMON STOCK USD.01 | 12662P108 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 44,908 | $3.642M | 0.1% | $81.10 | $79.64 | — | REIT USD.01 | 78377T107 |
| RL | RALPH LAUREN CORP | 32,047 | $3.64M | 0.1% | $113.58 * | $103.73 | -3.3% | COMMON STOCK USD.01 | 751212101 |
| BTU | PEABODY ENERGY CORP | 150,695 | $3.632M | 0.1% | $24.10 * | $22.18 | +2.8% | COMMON STOCK | 704551100 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 29,926 | $3.631M | 0.1% | $121.33 | $88.84 | — | REIT USD.01 | 29472R108 |
| — | LIBERTY PROPERTY TRUST | 72,016 | $3.604M | 0.1% | $50.04 | $42.41 | — | REIT USD.001 | 531172104 |
| DLR | DIGITAL REALTY TRUST INC | 30,592 | $3.603M | 0.1% | $117.78 * | $81.32 | +15.8% | REIT USD.01 | 253868103 |
| MAA | MID AMERICA APARTMENT COMM | 30,490 | $3.591M | 0.1% | $117.78 * | $73.97 | +27.5% | REIT USD.01 | 59522J103 |
| RF | REGIONS FINANCIAL CORP | 239,229 | $3.574M | 0.1% | $14.94 * | $12.02 | -4.8% | COMMON STOCK USD.01 | 7591EP100 |
| DRI | DARDEN RESTAURANTS INC | 29,295 | $3.566M | 0.1% | $121.73 * | $96.92 | +4.6% | COMMON STOCK | 237194105 |
| FR | FIRST INDUSTRIAL REALTY TR | 96,620 | $3.55M | 0.1% | $36.74 | $29.42 | — | REIT USD.01 | 32054K103 |
| DOV | DOVER CORP | 35,416 | $3.549M | 0.1% | $100.21 * | $70.88 | +28.9% | COMMON STOCK USD1.0 | 260003108 |
| — | UNIVAR INC | 160,857 | $3.545M | 0.1% | $22.04 | $28.78 | — | COMMON STOCK USD.01 | 91336L107 |
| HPE | HEWLETT PACKARD ENTERPRISE | 236,915 | $3.542M | 0.1% | $14.95 * | $12.13 | +0.2% | COMMON STOCK USD.01 | 42824C109 |
| — | ASPEN TECHNOLOGY INC | 28,322 | $3.52M | 0.1% | $124.29 | $49.71 | — | COMMON STOCK USD.1 | 045327103 |
| LSTR | LANDSTAR SYSTEM INC | 32,182 | $3.475M | 0.1% | $107.98 | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| ALL | ALLSTATE CORP | 34,056 | $3.463M | 0.1% | $101.69 * | $72.00 | +21.1% | COMMON STOCK USD.01 | 020002101 |
| SSNC | SSC TECHNOLOGIES HOLDINGS | 60,047 | $3.459M | 0.1% | $57.60 | $56.44 | +2.1% | COMMON STOCK USD.01 | 78467J100 |
| MAR | MARRIOTT INTERNATIONAL CL A | 24,555 | $3.445M | 0.1% | $140.30 * | $121.33 | +10.3% | COMMON STOCK USD.01 | 571903202 |
| ABBV | ABBVIE INC | 47,247 | $3.436M | 0.1% | $72.72 * | $53.76 | +2.4% | COMMON STOCK USD.01 | 00287Y109 |
| — | BBVA ARGENTINA SA ADR | 301,114 | $3.409M | 0.1% | $11.32 | $24.03 | — | ADR | 07329M100 |
| ETN | EATON CORP PLC | 40,799 | $3.398M | 0.1% | $83.29 * | $64.89 | +13.6% | COMMON STOCK USD.01 | G29183103 |
| NEE | NEXTERA ENERGY INC | 16,427 | $3.365M | 0.1% | $204.85 * | $19.39 | +125.3% | COMMON STOCK USD.01 | 65339F101 |
| FISV | FISERV INC | 36,339 | $3.313M | 0.1% | $91.17 | $72.20 | +26.3% | COMMON STOCK USD.01 | 337738108 |
| BSX | BOSTON SCIENTIFIC CORP | 76,536 | $3.29M | 0.1% | $42.99 | $27.29 | +57.5% | COMMON STOCK USD.01 | 101137107 |
| LEA | LEAR CORP | 23,499 | $3.273M | 0.1% | $139.28 * | $105.62 | +15.4% | COMMON STOCK USD.01 | 521865204 |
| — | STORE CAPITAL CORP | 98,280 | $3.262M | 0.1% | $33.19 | $29.45 | — | REIT USD.01 | 862121100 |
| CMA | COMERICA INC | 44,636 | $3.242M | 0.1% | $72.63 * | $57.96 | -8.7% | COMMON STOCK USD5.0 | 200340107 |
| REG | REGENCY CENTERS CORP | 47,919 | $3.198M | 0.1% | $66.74 * | $46.43 | +9.6% | REIT USD.01 | 758849103 |
| — | CDK GLOBAL INC | 64,505 | $3.189M | 0.1% | $49.44 | $61.71 | — | COMMON STOCK USD.01 | 12508E101 |
| EBAY | EBAY INC | 80,626 | $3.185M | 0.1% | $39.50 * | $33.55 | +5.6% | COMMON STOCK USD.001 | 278642103 |
| PFE | PFIZER INC | 72,733 | $3.151M | 0.1% | $43.32 * | $17.78 | +70.7% | COMMON STOCK USD.05 | 717081103 |
| DELL | DELL TECHNOLOGIES C | 61,833 | $3.141M | 0.1% | $50.80 * | $25.10 | -5.9% | COMMON STOCK | 24703L202 |
| LPX | LOUISIANA PACIFIC CORP | 119,446 | $3.132M | 0.1% | $26.22 | $25.05 | +4.7% | COMMON STOCK USD1.0 | 546347105 |
| KR | KROGER CO | 143,813 | $3.122M | 0.1% | $21.71 * | $25.32 | -25.5% | COMMON STOCK USD1.0 | 501044101 |
| KRC | KILROY REALTY CORP | 42,099 | $3.107M | 0.1% | $73.80 | $68.26 | — | REIT USD.01 | 49427F108 |
| VSH | VISHAY INTERTECHNOLOGY INC | 187,570 | $3.099M | 0.1% | $16.52 * | $17.91 | -19.2% | COMMON STOCK USD.1 | 928298108 |
| EMN | EASTMAN CHEMICAL CO | 39,495 | $3.074M | 0.1% | $77.83 * | $61.19 | +0.9% | COMMON STOCK USD.01 | 277432100 |
| O | REALTY INCOME CORP | 44,053 | $3.038M | 0.1% | $68.96 * | $36.92 | +32.0% | REIT USD1.0 | 756109104 |
| QCOM | QUALCOMM INC | 39,758 | $3.024M | 0.1% | $76.06 * | $51.54 | +27.2% | COMMON STOCK USD.0001 | 747525103 |
| UGI | UGI CORP | 56,582 | $3.022M | 0.1% | $53.41 | $40.55 | +31.7% | COMMON STOCK | 902681105 |
| — | CRAY INC | 86,700 | $3.019M | 0.1% | $34.82 | $34.82 | — | COMMON STOCK USD.01 | 225223304 |
| HSIC | HENRY SCHEIN INC | 43,174 | $3.018M | 0.1% | $69.90 | $66.11 | +5.7% | COMMON STOCK USD.01 | 806407102 |
| POR | PORTLAND GENERAL ELECTRIC CO | 55,659 | $3.015M | 0.1% | $54.17 * | $40.56 | +3.0% | COMMON STOCK | 736508847 |
| — | ZAYO GROUP HOLDINGS INC | 91,400 | $3.008M | 0.1% | $32.91 | $32.91 | — | COMMON STOCK USD.001 | 98919V105 |
| FTNT | FORTINET INC | 39,117 | $3.005M | 0.1% | $76.82 * | $14.54 | +5.7% | COMMON STOCK USD.001 | 34959E109 |
| — | CORNERSTONE ONDEMAND INC | 51,858 | $3.004M | 0.1% | $57.93 | $57.93 | — | COMMON STOCK USD.0001 | 21925Y103 |
| THO | THOR INDUSTRIES INC | 51,360 | $3.002M | 0.1% | $58.45 * | $62.12 | -17.6% | COMMON STOCK USD.1 | 885160101 |
| — | WORLDPAY INC CLASS A | 24,355 | $2.985M | 0.1% | $122.56 | $122.56 | — | COMMON STOCK USD.00001 | 981558109 |
| — | WAGEWORKS INC | 58,740 | $2.983M | 0.1% | $50.78 | $50.78 | — | COMMON STOCK USD.001 | 930427109 |
| FBP | FIRST BANCORP PUERTO RICO | 267,308 | $2.951M | 0.1% | $11.04 * | $6.87 | +32.3% | COMMON STOCK USD.1 | 318672706 |
| — | CITRIX SYSTEMS INC | 29,861 | $2.931M | 0.1% | $98.15 | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| — | CHIMERA INVESTMENT CORP | 154,859 | $2.922M | 0.1% | $18.87 | $18.87 | — | REIT USD.01 | 16934Q208 |
| NSC | NORFOLK SOUTHERN CORP | 14,649 | $2.92M | 0.1% | $199.33 * | $128.34 | +35.9% | COMMON STOCK USD1.0 | 655844108 |
| HST | HOST HOTELS RESORTS INC | 160,290 | $2.92M | 0.1% | $18.22 * | $14.75 | -2.2% | REIT USD.01 | 44107P104 |
| ADP | AUTOMATIC DATA PROCESSING | 17,563 | $2.904M | 0.1% | $165.35 * | $121.31 | +18.7% | COMMON STOCK USD.1 | 053015103 |
| SUI | SUN COMMUNITIES INC | 22,571 | $2.893M | 0.1% | $128.17 | $97.67 | — | REIT USD.01 | 866674104 |
| ETSY | ETSY INC | 46,670 | $2.864M | 0.1% | $61.37 | $52.16 | +17.7% | COMMON STOCK USD.001 | 29786A106 |
| — | SL GREEN REALTY CORP | 35,591 | $2.86M | 0.1% | $80.36 | $100.72 | — | REIT USD.01 | 78440X101 |
| — | GREAT WESTERN BANCORP INC | 79,780 | $2.85M | 0.1% | $35.72 | $32.36 | — | COMMON STOCK USD.01 | 391416104 |
| — | YY INC ADR | 40,775 | $2.842M | 0.1% | $69.70 | $83.77 | — | ADR USD.00001 | 98426T106 |
| HAE | HAEMONETICS CORP/MASS | 23,550 | $2.834M | 0.1% | $120.34 | $72.74 | +65.4% | COMMON STOCK USD.01 | 405024100 |
| AMAT | APPLIED MATERIALS INC | 62,962 | $2.828M | 0.1% | $44.92 * | $30.31 | +38.9% | COMMON STOCK USD.01 | 038222105 |
| JLL | JONES LANG LASALLE INC | 20,008 | $2.815M | 0.1% | $140.69 | $137.99 | +1.7% | COMMON STOCK USD.01 | 48020Q107 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 52,432 | $2.812M | 0.1% | $53.63 | $55.27 | -3.0% | COMMON STOCK USD.001 | G66721104 |
| — | HCP INC | 87,745 | $2.806M | 0.1% | $31.98 | $28.40 | — | REIT USD1.0 | 40414L109 |
| GILD | GILEAD SCIENCES INC | 41,298 | $2.79M | 0.1% | $67.56 * | $54.61 | -3.7% | COMMON STOCK USD.001 | 375558103 |
| — | ARGO GROUP INTERNATIONAL | 37,462 | $2.774M | 0.1% | $74.05 | $74.05 | — | COMMON STOCK USD1.0 | G0464B107 |
| MMS | MAXIMUS INC | 38,230 | $2.773M | 0.1% | $72.53 | $65.89 | +10.1% | COMMON STOCK | 577933104 |
| MOG/A | MOOG INC CLASS A | 29,534 | $2.765M | 0.1% | $93.62 * | $79.41 | +10.5% | COMMON STOCK USD1.0 | 615394202 |
| BKNG | BOOKING HOLDINGS INC | 1,474 | $2.763M | 0.1% | $1874.49 | $1871.18 | -1.4% | COMMON STOCK USD.008 | 09857L108 |
| CC | CHEMOURS CO/THE | 114,608 | $2.751M | 0.1% | $24.00 * | $26.81 | -31.9% | COMMON STOCK | 163851108 |
| DORM | DORMAN PRODUCTS INC | 31,532 | $2.748M | 0.1% | $87.15 | $74.03 | +17.7% | COMMON STOCK USD.01 | 258278100 |
| — | BARNES GROUP INC | 48,777 | $2.748M | 0.1% | $56.34 | $53.61 | — | COMMON STOCK USD.01 | 067806109 |
| LYB | LYONDELLBASELL INDU CL A | 31,840 | $2.742M | 0.1% | $86.12 * | $45.97 | +22.8% | COMMON STOCK EUR.04 | N53745100 |
| VLO | VALERO ENERGY CORP | 31,954 | $2.736M | 0.1% | $85.62 * | $40.76 | +61.2% | COMMON STOCK USD.01 | 91913Y100 |
| — | FEDERAL REALTY INVS TRUST | 20,971 | $2.7M | 0.1% | $128.75 | $131.80 | — | REIT USD.01 | 313747206 |
| — | MASONITE INTERNATIONAL CORP | 51,088 | $2.691M | 0.1% | $52.67 | $50.54 | — | COMMON STOCK | 575385109 |
| VTR | VENTAS INC | 39,069 | $2.67M | 0.1% | $68.34 * | $44.10 | +20.0% | REIT USD.25 | 92276F100 |
| IBM | INTL BUSINESS MACHINES CORP | 19,337 | $2.667M | 0.1% | $137.92 * | $102.13 | -2.6% | COMMON STOCK USD.2 | 459200101 |
| KO | COCA COLA CO/THE | 52,346 | $2.665M | 0.1% | $50.91 * | $30.59 | +36.4% | COMMON STOCK USD.25 | 191216100 |
| SPSC | SPS COMMERCE INC | 26,006 | $2.658M | 0.1% | $102.21 * | $45.83 | +11.5% | COMMON STOCK USD.001 | 78463M107 |
| ISRG | INTUITIVE SURGICAL INC | 5,067 | $2.658M | 0.1% | $524.57 * | $163.65 | +6.8% | COMMON STOCK USD.001 | 46120E602 |
| OXY | OCCIDENTAL PETROLEUM CORP | 52,820 | $2.656M | 0.1% | $50.28 * | $53.58 | -17.5% | COMMON STOCK USD.2 | 674599105 |
| TSN | TYSON FOODS INC CL A | 32,790 | $2.647M | 0.1% | $80.73 * | $44.84 | +49.4% | COMMON STOCK USD.1 | 902494103 |
| WFC | WELLS FARGO CO | 55,932 | $2.647M | 0.1% | $47.33 * | $41.24 | -3.7% | COMMON STOCK USD1.666 | 949746101 |
| AVY | AVERY DENNISON CORP | 22,863 | $2.645M | 0.1% | $115.69 * | $92.75 | +11.5% | COMMON STOCK USD1.0 | 053611109 |
| SEIC | SEI INVESTMENTS COMPANY | 47,108 | $2.643M | 0.1% | $56.11 * | $49.42 | +4.3% | COMMON STOCK USD.01 | 784117103 |
| ED | CONSOLIDATED EDISON INC | 30,041 | $2.634M | 0.1% | $87.68 * | $61.79 | +12.2% | COMMON STOCK USD.1 | 209115104 |
| MTX | MINERALS TECHNOLOGIES INC | 49,131 | $2.629M | 0.1% | $53.51 * | $57.21 | -9.3% | COMMON STOCK USD.1 | 603158106 |
| GWW | WW GRAINGER INC | 9,795 | $2.627M | 0.1% | $268.20 * | $223.41 | +10.5% | COMMON STOCK USD.5 | 384802104 |
| BC | BRUNSWICK CORP | 56,533 | $2.594M | 0.1% | $45.88 * | $38.69 | +4.7% | COMMON STOCK USD.75 | 117043109 |
| CHTR | CHARTER COMMUNICATIONS INC A | 6,543 | $2.586M | 0.1% | $395.23 | $323.63 | +22.1% | COMMON STOCK USD.001 | 16119P108 |
| NTAP | NETAPP INC | 41,893 | $2.585M | 0.1% | $61.70 * | $55.78 | -8.0% | COMMON STOCK USD.001 | 64110D104 |
| GNTX | GENTEX CORP | 105,007 | $2.584M | 0.1% | $24.61 | $20.95 | +17.5% | COMMON STOCK USD.06 | 371901109 |
| KBH | KB HOME | 100,037 | $2.574M | 0.1% | $25.73 * | $18.92 | +22.9% | COMMON STOCK USD1.0 | 48666K109 |
| — | NATIONAL GENERAL HLDGS | 112,219 | $2.574M | 0.1% | $22.94 | $22.94 | — | COMMON STOCK USD.01 | 636220303 |
| AMG | AFFILIATED MANAGERS GROUP | 27,228 | $2.509M | 0.1% | $92.15 | $117.87 | -22.8% | COMMON STOCK USD.01 | 008252108 |
| DUK | DUKE ENERGY CORP | 28,204 | $2.489M | 0.1% | $88.25 * | $48.66 | +39.8% | COMMON STOCK USD.001 | 26441C204 |
| SCI | SERVICE CORP INTERNATIONAL | 53,132 | $2.486M | 0.1% | $46.79 | $38.94 | +20.1% | COMMON STOCK USD1.0 | 817565104 |
| — | NIELSEN HOLDINGS PLC | 108,455 | $2.451M | 0.1% | $22.60 | $22.67 | — | COMMON STOCK EUR.07 | G6518L108 |
| BRO | BROWN BROWN INC | 72,869 | $2.441M | 0.1% | $33.50 * | $25.37 | +26.1% | COMMON STOCK USD.1 | 115236101 |
| QLYS | QUALYS INC | 27,988 | $2.437M | 0.1% | $87.07 | $35.11 | +148.0% | COMMON STOCK USD.001 | 74758T303 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 29,369 | $2.418M | 0.1% | $82.33 | $87.69 | -6.1% | COMMON STOCK | 533900106 |
| UHS | UNIVERSAL HEALTH SERVICES B | 18,412 | $2.401M | 0.1% | $130.40 * | $116.56 | +8.5% | COMMON STOCK USD.01 | 913903100 |
| GEO | GEO GROUP INC/THE | 114,162 | $2.399M | 0.1% | $21.01 * | $17.95 | -5.7% | REIT USD.01 | 36162J106 |
| AXTA | AXALTA COATING SYSTEMS LTD | 79,858 | $2.377M | 0.1% | $29.77 | $26.51 | +12.3% | COMMON STOCK USD1.0 | G0750C108 |
| SNA | SNAP ON INC | 14,318 | $2.372M | 0.1% | $165.67 * | $119.14 | +17.2% | COMMON STOCK USD1.0 | 833034101 |
| CFR | CULLEN/FROST BANKERS INC | 25,293 | $2.369M | 0.1% | $93.66 * | $78.54 | -2.2% | COMMON STOCK USD.01 | 229899109 |
| AMH | AMERICAN HOMES 4 RENT A | 96,553 | $2.347M | 0.1% | $24.31 | $21.73 | — | REIT USD.01 | 02665T306 |
| ITGR | INTEGER HOLDINGS CORP | 27,951 | $2.346M | 0.1% | $83.93 | $40.99 | +104.8% | COMMON STOCK USD.001 | 45826H109 |
| — | ARRAY BIOPHARMA INC | 50,612 | $2.345M | 0.1% | $46.33 | $22.76 | — | COMMON STOCK USD.001 | 04269X105 |
| SO | SOUTHERN CO/THE | 42,022 | $2.323M | 0.1% | $55.28 * | $29.37 | +46.2% | COMMON STOCK USD5.0 | 842587107 |
| HIW | HIGHWOODS PROPERTIES INC | 55,995 | $2.313M | 0.1% | $41.31 | $46.53 | — | REIT USD.01 | 431284108 |
| — | ENTEGRA FINANCIAL CORP | 76,300 | $2.298M | 0.1% | $30.12 | $30.12 | — | COMMON STOCK | 29363J108 |
| AMN | AMN HEALTHCARE SERVICES INC | 42,254 | $2.292M | 0.1% | $54.24 | $41.04 | +32.2% | COMMON STOCK USD.01 | 001744101 |
| KMB | KIMBERLY CLARK CORP | 17,152 | $2.286M | 0.1% | $133.28 * | $82.60 | +28.6% | COMMON STOCK USD1.25 | 494368103 |
| — | DEL FRISCO S RESTAURANT GROU | 285,500 | $2.273M | 0.1% | $7.96 | $7.96 | — | COMMON STOCK USD.001 | 245077102 |
| — | AMERICAN MIDSTREAM PARTNERS | 439,500 | $2.272M | 0.1% | $5.17 | $5.17 | — | MLP USD.01 | 02752P100 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 22,229 | $2.245M | 0.1% | $100.99 * | $56.94 | +45.5% | COMMON STOCK USD.01 | 65336K103 |
| CEPU | CENTRAL PUERTO SPONSORED ADR | 241,400 | $2.238M | 0.1% | $9.27 | $9.47 | -2.1% | ADR | 155038201 |
| — | SAEXPLORATION HOLDINGS INC | 620,637 | $2.234M | 0.1% | $3.60 | $3.09 | — | COMMON STOCK USD.0001 | 78636X873 |
| TROW | T ROWE PRICE GROUP INC | 20,341 | $2.232M | 0.1% | $109.73 * | $78.74 | +7.2% | COMMON STOCK USD.2 | 74144T108 |
| LOW | LOWE S COS INC | 22,100 | $2.23M | 0.1% | $100.90 * | $81.26 | +10.2% | COMMON STOCK USD.5 | 548661107 |
| EXEL | EXELIXIS INC | 104,258 | $2.228M | 0.1% | $21.37 | $21.19 | +0.8% | COMMON STOCK USD.001 | 30161Q104 |
| URTH | ISHARES MSCI WORLD ETF | 24,467 | $2.227M | 0.1% | $91.02 | $88.47 | +2.9% | ISHARES MSCI WORLD ETF | 464286392 |
| DIOD | DIODES INC | 61,198 | $2.226M | 0.1% | $36.37 | $35.46 | +2.6% | COMMON STOCK USD.667 | 254543101 |
| DAN | DANA INC | 111,154 | $2.216M | 0.1% | $19.94 * | $14.33 | +20.0% | COMMON STOCK USD.01 | 235825205 |
| LOMA | LOMA NEGRA CIA IND SPON ADR | 189,395 | $2.216M | 0.1% | $11.70 | $10.53 | +11.1% | ADR | 54150E104 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 18,515 | $2.18M | 0.0% | $117.74 * | $105.68 | +2.7% | COMMON STOCK USD.01 | 98956P102 |
| NNN | NATIONAL RETAIL PROPERTIES | 40,860 | $2.166M | 0.0% | $53.01 | $42.11 | — | REIT USD.01 | 637417106 |
| CBRE | CBRE GROUP INC A | 41,992 | $2.154M | 0.0% | $51.30 | $39.22 | +30.8% | COMMON STOCK USD.01 | 12504L109 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 82,645 | $2.138M | 0.0% | $25.87 * | $20.71 | +20.5% | COMMON STOCK USD.01 | 047649108 |
| — | FLIR SYSTEMS INC | 39,132 | $2.117M | 0.0% | $54.10 | $51.16 | — | COMMON STOCK USD.01 | 302445101 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 35,645 | $2.116M | 0.0% | $59.36 * | $30.06 | +39.9% | COMMON STOCK USD.001 | 19239V302 |
| — | XEROX CORP | 59,571 | $2.109M | 0.0% | $35.40 | $31.37 | — | COMMON STOCK USD1.0 | 984121608 |
| INTU | INTUIT INC | 8,056 | $2.105M | 0.0% | $261.30 * | $213.54 | +17.3% | COMMON STOCK USD.01 | 461202103 |
| — | PACWEST BANCORP | 53,873 | $2.092M | 0.0% | $38.83 | $41.19 | — | COMMON STOCK | 695263103 |
| — | TECH DATA CORP | 19,979 | $2.09M | 0.0% | $104.61 | $95.82 | — | COMMON STOCK USD.0015 | 878237106 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDIN | 436,511 | $2.06M | 0.0% | $4.72 | $5.11 | -7.6% | COMMON STOCK | 18453H106 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 54,202 | $2.059M | 0.0% | $37.99 | $39.64 | — | TRACKING STK USD.01 | 531229607 |
| — | MONMOUTH REAL ESTATE INV COR | 149,383 | $2.024M | 0.0% | $13.55 | $15.30 | — | REIT USD.01 | 609720107 |
| — | ALEXION PHARMACEUTICALS INC | 15,444 | $2.023M | 0.0% | $130.99 | $100.61 | — | COMMON STOCK USD.0001 | 015351109 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 22,073 | $2.018M | 0.0% | $91.42 * | $101.01 | -14.8% | COMMON STOCK USD.01 | 445658107 |
| SRE | SEMPRA ENERGY | 14,594 | $2.006M | 0.0% | $137.45 * | $39.98 | +38.5% | COMMON STOCK | 816851109 |
| — | WELBILT INC | 119,834 | $2.001M | 0.0% | $16.70 | $16.50 | — | COMMON STOCK USD.01 | 949090104 |
| VCYT | VERACYTE INC | 69,785 | $1.99M | 0.0% | $28.52 | $13.18 | +116.2% | COMMON STOCK USD.001 | 92337F107 |
| — | PIONEER NATURAL RESOURCES CO | 12,903 | $1.985M | 0.0% | $153.84 | $152.93 | — | COMMON STOCK USD.01 | 723787107 |
| TKR | TIMKEN CO | 38,515 | $1.977M | 0.0% | $51.33 | $46.64 | +10.1% | COMMON STOCK | 887389104 |
| CACC | CREDIT ACCEPTANCE CORP | 4,081 | $1.975M | 0.0% | $483.95 | $386.00 | +25.3% | COMMON STOCK USD.01 | 225310101 |
| BOH | BANK OF HAWAII CORP | 23,784 | $1.972M | 0.0% | $82.91 * | $59.38 | +6.9% | COMMON STOCK USD.01 | 062540109 |
| CHH | CHOICE HOTELS INTL INC | 22,481 | $1.956M | 0.0% | $87.01 * | $63.52 | +29.9% | COMMON STOCK USD.01 | 169905106 |
| EIX | EDISON INTERNATIONAL | 28,939 | $1.951M | 0.0% | $67.42 * | $44.50 | +13.1% | COMMON STOCK | 281020107 |
| KMPR | KEMPER CORP | 22,556 | $1.946M | 0.0% | $86.27 | $75.97 | +13.6% | COMMON STOCK USD.1 | 488401100 |
| OZK | BANK OZK | 64,345 | $1.936M | 0.0% | $30.09 * | $23.43 | +0.3% | COMMON STOCK | 06417N103 |
| — | SYNEOS HEALTH INC | 37,817 | $1.932M | 0.0% | $51.09 | $45.87 | — | COMMON STOCK USD.01 | 87166B102 |
| CUZ | COUSINS PROPERTIES INC | 53,390 | $1.931M | 0.0% | $36.17 | $36.17 | — | REIT USD1.0 | 222795502 |
| — | CORE LABORATORIES N.V. | 36,854 | $1.927M | 0.0% | $52.29 | $79.35 | — | COMMON STOCK EUR.02 | N22717107 |
| DVN | DEVON ENERGY CORP | 67,287 | $1.919M | 0.0% | $28.52 * | $21.25 | -3.2% | COMMON STOCK USD.1 | 25179M103 |
| CMI | CUMMINS INC | 11,057 | $1.895M | 0.0% | $171.38 * | $117.10 | +24.0% | COMMON STOCK USD2.5 | 231021106 |
| — | PHYSICIANS REALTY TRUST | 106,895 | $1.864M | 0.0% | $17.44 | $16.63 | — | REIT USD.01 | 71943U104 |
| — | FOOT LOCKER INC | 44,144 | $1.851M | 0.0% | $41.93 | $48.32 | — | COMMON STOCK USD.01 | 344849104 |
| BIDU | BAIDU INC SPON ADR | 15,742 | $1.847M | 0.0% | $117.33 | $209.89 | -44.1% | ADR USD.00005 | 056752108 |
| NWSA | NEWS CORP CLASS A | 135,626 | $1.83M | 0.0% | $13.49 * | $12.70 | -0.8% | COMMON STOCK USD.01 | 65249B109 |
| — | LEGG MASON INC | 47,807 | $1.83M | 0.0% | $38.28 | $27.09 | — | COMMON STOCK USD.1 | 524901105 |
| IPGP | IPG PHOTONICS CORP | 11,786 | $1.818M | 0.0% | $154.25 | $152.31 | +1.3% | COMMON STOCK USD.0001 | 44980X109 |
| NFG | NATIONAL FUEL GAS CO | 34,196 | $1.804M | 0.0% | $52.75 | $57.68 | -8.6% | COMMON STOCK USD1.0 | 636180101 |
| — | ANIXTER INTERNATIONAL INC | 30,198 | $1.803M | 0.0% | $59.71 | $54.32 | — | COMMON STOCK USD1.0 | 035290105 |
| CTRE | CARETRUST REIT INC | 75,351 | $1.792M | 0.0% | $23.78 | $17.65 | — | REIT USD.01 | 14174T107 |
| CME | CME GROUP INC | 9,125 | $1.771M | 0.0% | $194.08 * | $130.14 | +17.2% | COMMON STOCK USD.01 | 12572Q105 |
| HUBG | HUB GROUP INC CL A | 41,979 | $1.762M | 0.0% | $41.97 * | $20.99 | -0.0% | COMMON STOCK USD.01 | 443320106 |
| MTZ | MASTEC INC | 34,012 | $1.753M | 0.0% | $51.54 | $45.25 | +13.9% | COMMON STOCK USD.1 | 576323109 |
| NHI | NATL HEALTH INVESTORS INC | 22,458 | $1.752M | 0.0% | $78.01 | $76.14 | — | REIT USD.01 | 63633D104 |
| CCL | CARNIVAL CORP | 37,509 | $1.746M | 0.0% | $46.55 * | $50.73 | -11.3% | COMMON STOCK USD.01 | 143658300 |
| — | VARIAN MEDICAL SYSTEMS INC | 12,810 | $1.744M | 0.0% | $136.14 | $115.99 | — | COMMON STOCK USD1.0 | 92220P105 |
| — | IBERIABANK CORP | 22,987 | $1.744M | 0.0% | $75.87 | $80.27 | — | COMMON STOCK USD1.0 | 450828108 |
| — | BOSTON PRIVATE FINL HOLDING | 143,744 | $1.735M | 0.0% | $12.07 | $12.07 | — | COMMON STOCK USD1.0 | 101119105 |
| — | MGM GROWTH PROPERTIES LLC A | 56,486 | $1.731M | 0.0% | $30.64 | $28.70 | — | REIT | 55303A105 |
| GMED | GLOBUS MEDICAL INC A | 40,350 | $1.707M | 0.0% | $42.30 | $49.37 | -14.3% | COMMON STOCK USD.001 | 379577208 |
| — | TWITTER INC | 48,327 | $1.687M | 0.0% | $34.91 | $34.86 | — | COMMON STOCK USD.000005 | 90184L102 |
| INVA | INNOVIVA INC | 114,626 | $1.669M | 0.0% | $14.56 | $14.98 | -2.8% | COMMON STOCK | 45781M101 |
| WEC | WEC ENERGY GROUP INC | 19,830 | $1.653M | 0.0% | $83.36 * | $38.52 | +75.9% | COMMON STOCK USD.01 | 92939U106 |
| COLD | AMERICOLD REALTY TRUST | 50,950 | $1.652M | 0.0% | $32.42 | $27.45 | — | REIT USD.01 | 03064D108 |
| MAS | MASCO CORP | 42,068 | $1.651M | 0.0% | $39.25 * | $28.21 | +24.8% | COMMON STOCK USD1.0 | 574599106 |
| — | GENERAL ELECTRIC CO | 156,396 | $1.642M | 0.0% | $10.50 | $10.50 | — | COMMON STOCK USD.06 | 369604103 |
| AAT | AMERICAN ASSETS TRUST INC | 34,843 | $1.642M | 0.0% | $47.13 | $38.27 | — | REIT USD.01 | 024013104 |
| — | GENOMIC HEALTH INC | 28,171 | $1.639M | 0.0% | $58.18 | $44.31 | — | COMMON STOCK USD.0001 | 37244C101 |
| EPR | EPR PROPERTIES | 21,903 | $1.634M | 0.0% | $74.60 | $61.67 | — | REIT USD.01 | 26884U109 |
| MMM | 3M CO | 9,413 | $1.632M | 0.0% | $173.38 * | $128.25 | -11.0% | COMMON STOCK USD.01 | 88579Y101 |
| — | K12 INC | 53,632 | $1.631M | 0.0% | $30.41 | $20.55 | — | COMMON STOCK USD.0001 | 48273U102 |
| AIT | APPLIED INDUSTRIAL TECH INC | 26,438 | $1.627M | 0.0% | $61.54 * | $55.42 | +2.1% | COMMON STOCK | 03820C105 |
| NSA | NATIONAL STORAGE AFFILIATES | 56,146 | $1.625M | 0.0% | $28.94 | $25.73 | — | REIT USD.01 | 637870106 |
| AZZ | AZZ INC | 35,104 | $1.615M | 0.0% | $46.01 * | $40.49 | +3.6% | COMMON STOCK USD1.0 | 002474104 |
| ETD | ETHAN ALLEN INTERIORS INC | 76,163 | $1.604M | 0.0% | $21.06 * | $11.72 | +14.7% | COMMON STOCK USD.01 | 297602104 |
| — | RUTH S HOSPITALITY GROUP INC | 69,886 | $1.587M | 0.0% | $22.71 | $24.02 | — | COMMON STOCK USD.01 | 783332109 |
| ES | EVERSOURCE ENERGY | 20,886 | $1.582M | 0.0% | $75.74 * | $37.49 | +60.4% | COMMON STOCK USD5.0 | 30040W108 |
| YELP | YELP INC | 46,097 | $1.576M | 0.0% | $34.19 | $36.42 | -6.1% | COMMON STOCK USD.000001 | 985817105 |
| WSBC | WESBANCO INC | 40,805 | $1.573M | 0.0% | $38.55 | $38.50 | +0.1% | COMMON STOCK USD2.0833 | 950810101 |
| COLM | COLUMBIA SPORTSWEAR CO | 15,615 | $1.564M | 0.0% | $100.16 * | $77.60 | +18.8% | COMMON STOCK | 198516106 |
| CCI | CROWN CASTLE INTL CORP | 11,967 | $1.56M | 0.0% | $130.36 * | $78.53 | +25.5% | REIT USD.01 | 22822V101 |
| D | DOMINION ENERGY INC | 20,121 | $1.556M | 0.0% | $77.33 * | $47.27 | +23.1% | COMMON STOCK | 25746U109 |
| — | VIACOM INC CLASS B | 51,682 | $1.544M | 0.0% | $29.88 | $30.19 | — | COMMON STOCK USD.001 | 92553P201 |
| — | LINDE PLC | 7,690 | $1.544M | 0.0% | $200.78 | $156.06 | — | COMMON STOCK EUR.001 | G5494J103 |
| MS | MORGAN STANLEY | 35,118 | $1.539M | 0.0% | $43.82 * | $36.95 | -3.3% | COMMON STOCK USD.01 | 617446448 |
| BIIB | BIOGEN INC | 6,566 | $1.536M | 0.0% | $233.93 | $323.87 | -27.8% | COMMON STOCK USD.0005 | 09062X103 |
| — | WALGREENS BOOTS ALLIANCE INC | 27,883 | $1.524M | 0.0% | $54.66 | $72.87 | — | COMMON STOCK USD.01 | 931427108 |
| MASI | MASIMO CORP | 10,229 | $1.522M | 0.0% | $148.79 | $96.32 | +54.5% | COMMON STOCK USD.001 | 574795100 |
| MU | MICRON TECHNOLOGY INC | 39,206 | $1.513M | 0.0% | $38.59 * | $33.30 | +13.1% | COMMON STOCK USD.1 | 595112103 |
| TOL | TOLL BROTHERS INC | 41,326 | $1.513M | 0.0% | $36.61 | $38.35 | -4.5% | COMMON STOCK USD.01 | 889478103 |
| SAM | BOSTON BEER COMPANY INC A | 3,989 | $1.507M | 0.0% | $377.79 | $182.61 | +106.9% | COMMON STOCK USD.01 | 100557107 |
| — | AQUANTIA CORP | 115,500 | $1.505M | 0.0% | $13.03 | $13.03 | — | COMMON STOCK | 03842Q108 |
| XHR | XENIA HOTELS RESORTS INC | 71,946 | $1.5M | 0.0% | $20.85 | $21.91 | — | REIT USD.01 | 984017103 |
| STC | STEWART INFORMATION SERVICES | 36,800 | $1.49M | 0.0% | $40.49 | $39.45 | +2.6% | COMMON STOCK USD1.0 | 860372101 |
| TMUS | T MOBILE US INC | 20,047 | $1.486M | 0.0% | $74.13 * | $71.76 | -0.2% | COMMON STOCK USD.0001 | 872590104 |
| BPOP | POPULAR INC | 27,365 | $1.484M | 0.0% | $54.23 * | $36.61 | +21.7% | COMMON STOCK USD.01 | 733174700 |
| PRGS | PROGRESS SOFTWARE CORP | 33,968 | $1.482M | 0.0% | $43.63 | $38.72 | +12.6% | COMMON STOCK USD.01 | 743312100 |
| LDOS | LEIDOS HOLDINGS INC | 18,529 | $1.48M | 0.0% | $79.87 * | $60.97 | +20.0% | COMMON STOCK USD.0001 | 525327102 |
| WST | WEST PHARMACEUTICAL SERVICES | 11,731 | $1.468M | 0.0% | $125.14 | $108.64 | +13.2% | COMMON STOCK USD.25 | 955306105 |
| COF | CAPITAL ONE FINANCIAL CORP | 16,154 | $1.466M | 0.0% | $90.75 * | $61.59 | +31.8% | COMMON STOCK USD.01 | 14040H105 |
| TGT | TARGET CORP | 16,790 | $1.454M | 0.0% | $86.60 * | $53.51 | +36.2% | COMMON STOCK USD.0833 | 87612E106 |
| — | ADVANCED DISPOSAL SERVICES I | 45,400 | $1.449M | 0.0% | $31.92 | $31.92 | — | COMMON STOCK USD.01 | 00790X101 |
| WTW | WILLIS TOWERS WATSON PLC | 7,536 | $1.443M | 0.0% | $191.48 * | $135.33 | +29.8% | COMMON STOCK USD.000304635 | G96629103 |
| — | NEXTGEN HEALTHCARE INC | 72,134 | $1.435M | 0.0% | $19.89 | $19.89 | — | COMMON STOCK USD.01 | 65343C102 |
| AORT | CRYOLIFE INC | 47,881 | $1.433M | 0.0% | $29.93 | $30.08 | -0.5% | COMMON STOCK USD.01 | 228903100 |
| NTRA | NATERA INC | 51,953 | $1.433M | 0.0% | $27.58 | $18.48 | +49.2% | COMMON STOCK USD.0001 | 632307104 |
| NVR | NVR INC | 425 | $1.432M | 0.0% | $3369.41 | $2661.69 | +26.6% | COMMON STOCK USD.01 | 62944T105 |
| AMKR | AMKOR TECHNOLOGY INC | 191,568 | $1.429M | 0.0% | $7.46 * | $7.29 | -4.7% | COMMON STOCK USD.001 | 031652100 |
| — | CONTINENTAL RESOURCES INC/OK | 33,779 | $1.422M | 0.0% | $42.10 | $44.45 | — | COMMON STOCK USD.01 | 212015101 |
| ZION | ZIONS BANCORP NA | 30,855 | $1.419M | 0.0% | $45.99 | $51.99 | -11.6% | COMMON STOCK USD.001 | 989701107 |
| — | HUDSON PACIFIC PROPERTIES IN | 42,281 | $1.407M | 0.0% | $33.28 | $33.28 | — | REIT USD.01 | 444097109 |
| — | BIOSPECIFICS TECHNOLOGIES | 23,488 | $1.402M | 0.0% | $59.69 | $60.07 | — | COMMON STOCK USD.001 | 090931106 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 44,122 | $1.402M | 0.0% | $31.78 | $36.10 | -12.0% | COMMON STOCK USD.001 | 71742Q106 |
| — | WEINGARTEN REALTY INVESTORS | 50,842 | $1.394M | 0.0% | $27.42 | $26.97 | — | REIT USD.03 | 948741103 |
| ON | ON SEMICONDUCTOR CORP | 67,978 | $1.374M | 0.0% | $20.21 | $20.63 | -2.1% | COMMON STOCK USD.01 | 682189105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 9,613 | $1.37M | 0.0% | $142.52 | $130.43 | +9.3% | COMMON STOCK USD.0001 | G50871105 |
| ARW | ARROW ELECTRONICS INC | 19,122 | $1.363M | 0.0% | $71.28 | $53.06 | +34.3% | COMMON STOCK USD1.0 | 042735100 |
| PAM | PAMPA ENERGIA SA SPON ADR | 39,292 | $1.362M | 0.0% | $34.66 | $32.42 | +6.9% | ADR | 697660207 |
| RITM | NEW RESIDENTIAL INVESTMENT | 87,988 | $1.354M | 0.0% | $15.39 | $15.83 | — | REIT USD.01 | 64828T201 |
| BLMN | BLOOMIN BRANDS INC | 71,472 | $1.352M | 0.0% | $18.92 * | $16.11 | -3.0% | COMMON STOCK USD.01 | 094235108 |
| EAT | BRINKER INTERNATIONAL INC | 34,343 | $1.351M | 0.0% | $39.34 * | $31.00 | +23.3% | COMMON STOCK USD.1 | 109641100 |
| — | CONTROL4 CORP | 56,735 | $1.347M | 0.0% | $23.74 | $23.74 | — | COMMON STOCK USD.0001 | 21240D107 |
| MCK | MCKESSON CORP | 9,998 | $1.344M | 0.0% | $134.43 * | $128.16 | +0.1% | COMMON STOCK USD.01 | 58155Q103 |
| UDR | UDR INC | 29,784 | $1.337M | 0.0% | $44.89 * | $25.15 | +40.0% | REIT USD.01 | 902653104 |
| NXRT | NEXPOINT RESIDENTIAL | 32,273 | $1.336M | 0.0% | $41.40 | $34.39 | — | REIT USD.01 | 65341D102 |
| — | DISCOVERY INC A | 42,857 | $1.316M | 0.0% | $30.71 | $30.83 | — | COMMON STOCK USD.01 | 25470F104 |
| SAFT | SAFETY INSURANCE GROUP INC | 13,825 | $1.315M | 0.0% | $95.12 | $93.01 | +2.3% | COMMON STOCK USD.01 | 78648T100 |
| ASML | ASML HOLDING NV NY REG SHS | 6,307 | $1.311M | 0.0% | $207.86 | $177.00 | +17.5% | NY REG SHRS EUR.09 | N07059210 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 41,108 | $1.302M | 0.0% | $31.67 | $42.53 | -25.5% | COMMON STOCK USD.01 | 74112D101 |
| — | RETAIL PROPERTIES OF AME A | 110,610 | $1.301M | 0.0% | $11.76 | $11.23 | — | REIT USD.001 | 76131V202 |
| LNTH | LANTHEUS HOLDINGS INC | 45,341 | $1.283M | 0.0% | $28.30 | $23.56 | +20.1% | COMMON STOCK USD.01 | 516544103 |
| PACB | PACIFIC BIOSCIENCES OF CALIF | 210,163 | $1.271M | 0.0% | $6.05 | $7.10 | -14.8% | COMMON STOCK USD.0001 | 69404D108 |
| SFM | SPROUTS FARMERS MARKET INC | 67,298 | $1.271M | 0.0% | $18.89 | $21.62 | -12.6% | COMMON STOCK USD.001 | 85208M102 |
| EXAS | EXACT SCIENCES CORP | 10,710 | $1.264M | 0.0% | $118.02 | $94.48 | +24.9% | COMMON STOCK USD.01 | 30063P105 |
| PAYX | PAYCHEX INC | 15,340 | $1.262M | 0.0% | $82.27 * | $57.27 | +18.9% | COMMON STOCK USD.01 | 704326107 |
| — | LEGACYTEXAS FINANCIAL GROUP | 30,960 | $1.26M | 0.0% | $40.70 | $40.70 | — | COMMON STOCK USD.01 | 52471Y106 |
| CIEN | CIENA CORP | 30,489 | $1.254M | 0.0% | $41.13 | $31.01 | +32.6% | COMMON STOCK USD.01 | 171779309 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 30,913 | $1.251M | 0.0% | $40.47 | $52.45 | -22.8% | COMMON STOCK USD.01 | 238337109 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 37,694 | $1.247M | 0.0% | $33.08 | $40.61 | -18.5% | COMMON STOCK USD.001 | 868459108 |
| MEI | METHODE ELECTRONICS INC | 43,563 | $1.245M | 0.0% | $28.58 * | $23.72 | +2.1% | COMMON STOCK USD.5 | 591520200 |
| WWW | WOLVERINE WORLD WIDE INC | 45,217 | $1.245M | 0.0% | $27.53 * | $27.95 | -15.0% | COMMON STOCK USD1.0 | 978097103 |
| FFIV | F5 NETWORKS INC | 8,487 | $1.236M | 0.0% | $145.63 | $124.21 | +17.2% | COMMON STOCK | 315616102 |
| — | ACACIA COMMUNICATIONS INC | 26,204 | $1.236M | 0.0% | $47.17 | $47.17 | — | COMMON STOCK USD.0001 | 00401C108 |
| HCKT | HACKETT GROUP INC/THE | 73,448 | $1.233M | 0.0% | $16.79 | $16.40 | +2.4% | COMMON STOCK USD.001 | 404609109 |
| SMTC | SEMTECH CORP | 25,620 | $1.231M | 0.0% | $48.05 | $48.57 | -1.1% | COMMON STOCK USD.01 | 816850101 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 31,813 | $1.225M | 0.0% | $38.51 | $41.89 | -8.0% | COMMON STOCK | 82312B106 |
| MTRX | MATRIX SERVICE CO | 60,255 | $1.221M | 0.0% | $20.26 | $19.73 | +2.7% | COMMON STOCK USD.01 | 576853105 |
| — | GASLOG LTD | 84,671 | $1.219M | 0.0% | $14.40 | $16.46 | — | COMMON STOCK USD.01 | G37585109 |
| OFG | OFG BANCORP | 51,224 | $1.218M | 0.0% | $23.78 | $17.46 | +36.2% | COMMON STOCK USD1.0 | 67103X102 |
| — | DUKE REALTY CORP | 38,065 | $1.203M | 0.0% | $31.60 | $30.25 | — | REIT USD.01 | 264411505 |
| — | THIRD POINT REINSURANCE LTD | 115,717 | $1.194M | 0.0% | $10.32 | $10.36 | — | COMMON STOCK USD.1 | G8827U100 |
| — | IHS MARKIT LTD | 18,691 | $1.191M | 0.0% | $63.72 | $53.94 | — | COMMON STOCK USD.01 | G47567105 |
| — | MEREDITH CORP | 21,586 | $1.189M | 0.0% | $55.08 | $54.68 | — | COMMON STOCK USD1.0 | 589433101 |
| — | AON PLC | 6,120 | $1.181M | 0.0% | $192.97 | $151.07 | — | COMMON STOCK USD.01 | G0408V102 |
| APLE | APPLE HOSPITALITY REIT INC | 74,383 | $1.18M | 0.0% | $15.86 | $18.15 | — | REIT NPV | 03784Y200 |
| — | DRIL QUIP INC | 24,249 | $1.164M | 0.0% | $48.00 | $48.77 | — | COMMON STOCK USD.01 | 262037104 |
| LMT | LOCKHEED MARTIN CORP | 3,200 | $1.163M | 0.0% | $363.44 * | $243.60 | +25.3% | COMMON STOCK USD1.0 | 539830109 |
| BYD | BOYD GAMING CORP | 43,057 | $1.16M | 0.0% | $26.94 * | $29.11 | -11.7% | COMMON STOCK USD.01 | 103304101 |
| AROC | ARCHROCK INC | 109,127 | $1.157M | 0.0% | $10.60 * | $7.14 | +1.1% | COMMON STOCK USD.01 | 03957W106 |
| — | PERSPECTA INC | 49,219 | $1.152M | 0.0% | $23.41 | $21.96 | — | COMMON STOCK USD.01 | 715347100 |
| — | AVX CORP | 69,258 | $1.15M | 0.0% | $16.60 | $16.60 | — | COMMON STOCK USD.01 | 002444107 |
| ENTA | ENANTA PHARMACEUTICALS INC | 13,477 | $1.137M | 0.0% | $84.37 | $61.24 | +37.8% | COMMON STOCK USD.01 | 29251M106 |
| — | EZCORP INC | 1,000,000 | $1.134M | 0.0% | $1.13 | $1.12 | — | COMPANY GUAR 07/24 2.875 | 302301AF3 |
| HUBS | HUBSPOT INC | 6,589 | $1.124M | 0.0% | $170.59 | $70.85 | +140.7% | COMMON STOCK USD.001 | 443573100 |
| TAP | MOLSON COORS BREWING CO B | 20,046 | $1.123M | 0.0% | $56.02 * | $57.70 | -18.3% | COMMON STOCK USD.01 | 60871R209 |
| SJM | JM SMUCKER CO/THE | 9,747 | $1.123M | 0.0% | $115.21 * | $94.48 | -1.4% | COMMON STOCK | 832696405 |
| UNM | UNUM GROUP | 33,250 | $1.116M | 0.0% | $33.56 | $47.94 | -30.0% | COMMON STOCK USD.1 | 91529Y106 |
| — | EASTERLY GOVERNMENT PROPERTI | 61,645 | $1.116M | 0.0% | $18.10 | $18.10 | — | REIT USD.01 | 27616P103 |
| — | CATALENT INC | 20,555 | $1.114M | 0.0% | $54.20 | $46.65 | — | COMMON STOCK USD.01 | 148806102 |
| FIX | COMFORT SYSTEMS USA INC | 21,800 | $1.112M | 0.0% | $51.01 * | $30.25 | +62.2% | COMMON STOCK USD.01 | 199908104 |
| GPN | GLOBAL PAYMENTS INC | 6,914 | $1.107M | 0.0% | $160.11 * | $98.61 | +54.6% | COMMON STOCK | 37940X102 |
| NVRI | HARSCO CORP | 40,283 | $1.105M | 0.0% | $27.43 | $25.13 | +9.2% | COMMON STOCK USD1.25 | 415864107 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 54,910 | $1.094M | 0.0% | $19.92 | $20.85 | — | REIT USD.01 | 720190206 |
| MKTX | MARKETAXESS HOLDINGS INC | 3,405 | $1.094M | 0.0% | $321.29 * | $198.98 | +51.1% | COMMON STOCK USD.003 | 57060D108 |
| TNDM | TANDEM DIABETES CARE INC | 16,909 | $1.091M | 0.0% | $64.52 | $52.53 | +22.8% | COMMON STOCK | 875372203 |
| LITE | LUMENTUM HOLDINGS INC | 20,232 | $1.081M | 0.0% | $53.43 | $55.49 | -3.8% | COMMON STOCK USD.001 | 55024U109 |
| WKC | WORLD FUEL SERVICES CORP | 30,043 | $1.08M | 0.0% | $35.95 | $37.04 | -2.9% | COMMON STOCK USD.01 | 981475106 |
| MCY | MERCURY GENERAL CORP | 17,247 | $1.078M | 0.0% | $62.50 | $55.63 | +12.4% | COMMON STOCK | 589400100 |
| NWS | NEWS CORP CLASS B | 77,236 | $1.078M | 0.0% | $13.96 * | $12.14 | +7.6% | COMMON STOCK | 65249B208 |
| MTN | VAIL RESORTS INC | 4,816 | $1.075M | 0.0% | $223.21 | $222.15 | +0.5% | COMMON STOCK USD.01 | 91879Q109 |
| PFGC | PERFORMANCE FOOD GROUP CO | 26,731 | $1.07M | 0.0% | $40.03 | $31.82 | +25.8% | COMMON STOCK USD.01 | 71377A103 |
| APAM | ARTISAN PARTNERS ASSET MA A | 38,893 | $1.07M | 0.0% | $27.51 * | $12.95 | +18.4% | COMMON STOCK USD.01 | 04316A108 |
| — | SENIOR HOUSING PROP TRUST | 128,924 | $1.066M | 0.0% | $8.27 | $8.91 | — | REIT USD.01 | 81721M109 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 32,384 | $1.063M | 0.0% | $32.82 * | $36.17 | -15.0% | COMMON STOCK USD.001 | 499049104 |
| DTE | DTE ENERGY COMPANY | 8,301 | $1.062M | 0.0% | $127.94 * | $47.08 | +85.8% | COMMON STOCK | 233331107 |
| CNK | CINEMARK HOLDINGS INC | 29,387 | $1.061M | 0.0% | $36.10 * | $36.79 | -6.3% | COMMON STOCK USD.001 | 17243V102 |
| G | GENPACT LTD | 27,784 | $1.058M | 0.0% | $38.08 * | $29.65 | +19.0% | COMMON STOCK USD.01 | G3922B107 |
| NTRS | NORTHERN TRUST CORP | 11,674 | $1.051M | 0.0% | $90.03 * | $83.02 | -11.2% | COMMON STOCK USD1.667 | 665859104 |
| WWD | WOODWARD INC | 9,278 | $1.05M | 0.0% | $113.17 * | $67.68 | +60.5% | COMMON STOCK USD.00292 | 980745103 |
| ENS | ENERSYS | 15,266 | $1.046M | 0.0% | $68.52 * | $60.89 | +5.8% | COMMON STOCK USD.01 | 29275Y102 |
| — | MAXIM INTEGRATED PRODUCTS | 17,475 | $1.045M | 0.0% | $59.80 | $58.77 | — | COMMON STOCK USD.001 | 57772K101 |
| DECK | DECKERS OUTDOOR CORP | 5,902 | $1.039M | 0.0% | $176.04 * | $15.02 | +95.2% | COMMON STOCK USD.01 | 243537107 |
| CORT | CORCEPT THERAPEUTICS INC | 92,845 | $1.035M | 0.0% | $11.15 | $10.87 | +2.6% | COMMON STOCK USD.001 | 218352102 |
| GS | GOLDMAN SACHS GROUP INC | 5,056 | $1.034M | 0.0% | $204.51 * | $169.84 | +3.2% | COMMON STOCK USD.01 | 38141G104 |
| — | TAUBMAN CENTERS INC | 25,046 | $1.023M | 0.0% | $40.84 | $46.80 | — | REIT USD.01 | 876664103 |
| FCX | FREEPORT MCMORAN INC | 87,500 | $1.016M | 0.0% | $11.61 * | $12.44 | -13.8% | COMMON STOCK USD.1 | 35671D857 |
| — | E TRADE FINANCIAL CORP | 22,775 | $1.016M | 0.0% | $44.61 | $42.60 | — | COMMON STOCK USD.01 | 269246401 |
| NWN | NORTHWEST NATURAL HOLDING CO | 14,580 | $1.013M | 0.0% | $69.48 | $66.85 | +4.0% | COMMON STOCK | 66765N105 |
| TECH | BIO TECHNE CORP | 4,851 | $1.011M | 0.0% | $208.41 * | $42.83 | +18.2% | COMMON STOCK USD.01 | 09073M104 |
| — | LSC COMMUNICATIONS INC | 274,700 | $1.008M | 0.0% | $3.67 | $7.00 | — | COMMON STOCK USD.01 | 50218P107 |
| IBCP | INDEPENDENT BANK CORP MICH | 46,195 | $1.007M | 0.0% | $21.80 * | $17.67 | -5.5% | COMMON STOCK USD1.0 | 453838609 |
| OLP | ONE LIBERTY PROPERTIES INC | 34,744 | $1.006M | 0.0% | $28.95 | $26.64 | — | REIT USD1.0 | 682406103 |
| — | STEWARDSHIP FINANCIAL CORP | 64,900 | $1.003M | 0.0% | $15.45 | $15.45 | — | COMMON STOCK | 860326107 |
| EA | ELECTRONIC ARTS INC | 9,882 | $1.001M | 0.0% | $101.30 * | $107.96 | -8.8% | COMMON STOCK USD.01 | 285512109 |
| — | ATLANTICUS HOLDINGS CORP | 2,000,000 | $1M | 0.0% | $0.50 | $0.40 | — | SR UNSECURED 11/35 5.875 | 20478NAD2 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 12,230 | $998K | 0.0% | $81.60 | $79.12 | +3.1% | COMMON STOCK | 50212V100 |
| THC | TENET HEALTHCARE CORP | 48,222 | $996K | 0.0% | $20.65 | $26.39 | -21.7% | COMMON STOCK USD.05 | 88033G407 |
| MPT | MEDICAL PROPERTIES TRUST INC | 56,926 | $993K | 0.0% | $17.44 | $13.42 | — | REIT USD.001 | 58463J304 |
| SXC | SUNCOKE ENERGY INC | 110,979 | $985K | 0.0% | $8.88 | $11.03 | -19.5% | COMMON STOCK USD.01 | 86722A103 |
| FULT | FULTON FINANCIAL CORP | 60,104 | $984K | 0.0% | $16.37 * | $12.05 | +3.2% | COMMON STOCK USD2.5 | 360271100 |
| — | SIX FLAGS ENTERTAINMENT CORP | 19,639 | $976K | 0.0% | $49.70 | $49.36 | — | COMMON STOCK | 83001A102 |
| — | PDL BIOPHARMA INC | 309,526 | $972K | 0.0% | $3.14 | $3.19 | — | COMMON STOCK USD.01 | 69329Y104 |
| — | BED BATH BEYOND INC | 83,415 | $969K | 0.0% | $11.62 | $11.56 | — | COMMON STOCK USD.01 | 075896100 |
| TBBK | BANCORP INC/THE | 108,132 | $965K | 0.0% | $8.92 | $9.20 | -3.1% | COMMON STOCK USD1.0 | 05969A105 |
| FIVN | FIVE9 INC | 18,635 | $956K | 0.0% | $51.30 | $20.49 | +150.4% | COMMON STOCK USD.001 | 338307101 |
| — | INVITAE CORP | 40,682 | $956K | 0.0% | $23.50 | $15.48 | — | COMMON STOCK USD.0001 | 46185L103 |
| CI | CIGNA CORP | 6,046 | $953K | 0.0% | $157.62 * | $143.34 | +0.5% | COMMON STOCK USD.01 | 125523100 |
| NGVT | INGEVITY CORP | 9,032 | $950K | 0.0% | $105.18 | $100.39 | +4.8% | COMMON STOCK USD.01 | 45688C107 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 16,875 | $940K | 0.0% | $55.70 * | $42.42 | +13.8% | COMMON STOCK USD.01 | 416515104 |
| CNC | CENTENE CORP | 17,914 | $939K | 0.0% | $52.42 | $62.10 | -15.6% | COMMON STOCK USD.001 | 15135B101 |
| IART | INTEGRA LIFESCIENCES HOLDING | 16,762 | $936K | 0.0% | $55.84 | $51.50 | +8.5% | COMMON STOCK USD.01 | 457985208 |
| — | RUDOLPH TECHNOLOGIES INC | 33,890 | $936K | 0.0% | $27.62 | $25.38 | — | COMMON STOCK USD.001 | 781270103 |
| — | VERINT SYSTEMS INC | 17,348 | $933K | 0.0% | $53.78 | $44.27 | — | COMMON STOCK USD.001 | 92343X100 |
| HUM | HUMANA INC | 3,518 | $933K | 0.0% | $265.21 * | $222.91 | +12.5% | COMMON STOCK USD.166 | 444859102 |
| BIO | BIO RAD LABORATORIES A | 2,959 | $925K | 0.0% | $312.61 | $279.88 | +11.7% | COMMON STOCK USD.0001 | 090572207 |
| EPM | EVOLUTION PETROLEUM CORP | 128,302 | $917K | 0.0% | $7.15 * | $5.20 | -13.0% | COMMON STOCK USD.001 | 30049A107 |
| INN | SUMMIT HOTEL PROPERTIES INC | 79,681 | $914K | 0.0% | $11.47 | $12.35 | — | REIT | 866082100 |
| ROK | ROCKWELL AUTOMATION INC | 5,573 | $913K | 0.0% | $163.83 * | $142.73 | +2.1% | COMMON STOCK USD1.0 | 773903109 |
| CVLT | COMMVAULT SYSTEMS INC | 18,333 | $910K | 0.0% | $49.64 | $65.19 | -23.9% | COMMON STOCK USD.01 | 204166102 |
| IQV | IQVIA HOLDINGS INC | 5,598 | $901K | 0.0% | $160.95 | $104.42 | +54.1% | COMMON STOCK USD.01 | 46266C105 |
| — | QURATE RETAIL INC | 72,007 | $892K | 0.0% | $12.39 | $12.39 | — | COMMON STOCK USD.01 | 74915M100 |
| OHI | OMEGA HEALTHCARE INVESTORS | 24,224 | $890K | 0.0% | $36.74 | $34.78 | — | REIT USD.1 | 681936100 |
| VNO | VORNADO REALTY TRUST | 13,852 | $888K | 0.0% | $64.11 | $86.38 | — | REIT USD.04 | 929042109 |
| — | HD SUPPLY HOLDINGS INC | 21,983 | $885K | 0.0% | $40.26 | $38.27 | — | COMMON STOCK USD.01 | 40416M105 |
| CATY | CATHAY GENERAL BANCORP | 24,623 | $884K | 0.0% | $35.90 * | $32.22 | -10.8% | COMMON STOCK USD.01 | 149150104 |
| PTCT | PTC THERAPEUTICS INC | 19,617 | $883K | 0.0% | $45.01 | $37.37 | +20.4% | COMMON STOCK USD.001 | 69366J200 |
| CVCO | CAVCO INDUSTRIES INC | 5,594 | $881K | 0.0% | $157.49 | $136.18 | +15.7% | COMMON STOCK USD.01 | 149568107 |
| KSS | KOHLS CORP | 18,435 | $877K | 0.0% | $47.57 | $65.73 | -27.7% | COMMON STOCK USD.01 | 500255104 |
| BDC | BELDEN INC | 14,641 | $872K | 0.0% | $59.56 * | $55.29 | +5.6% | COMMON STOCK USD.01 | 077454106 |
| UPBD | RENT A CENTER INC | 32,548 | $867K | 0.0% | $26.64 | $20.37 | +30.7% | COMMON STOCK USD.01 | 76009N100 |
| — | CARDIOVASCULAR SYSTEMS INC | 19,967 | $857K | 0.0% | $42.92 | $38.66 | — | COMMON STOCK | 141619106 |
| PVH | PVH CORP | 9,002 | $852K | 0.0% | $94.65 | $110.34 | -15.1% | COMMON STOCK USD1.0 | 693656100 |
| — | LOGMEIN INC | 11,564 | $852K | 0.0% | $73.68 | $98.90 | — | COMMON STOCK USD.01 | 54142L109 |
| — | HILL ROM HOLDINGS INC | 8,128 | $850K | 0.0% | $104.58 | $94.71 | — | COMMON STOCK | 431475102 |
| CRMT | AMERICA S CAR MART INC | 9,872 | $850K | 0.0% | $86.10 | $92.01 | -6.4% | COMMON STOCK USD.01 | 03062T105 |
| USNA | USANA HEALTH SCIENCES INC | 10,670 | $848K | 0.0% | $79.48 | $117.18 | -32.2% | COMMON STOCK USD.001 | 90328M107 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $844K | 0.0% | $1.71 | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| NOC | NORTHROP GRUMMAN CORP | 2,600 | $840K | 0.0% | $323.08 * | $243.65 | +19.2% | COMMON STOCK USD1.0 | 666807102 |
| WHD | CACTUS INC A | 25,335 | $839K | 0.0% | $33.12 | $34.76 | -4.7% | COMMON STOCK USD.01 | 127203107 |
| — | CISION LTD | 71,363 | $837K | 0.0% | $11.73 | $12.53 | — | COMMON STOCK USD.0001 | G1992S109 |
| VMC | VULCAN MATERIALS CO | 6,018 | $826K | 0.0% | $137.25 * | $103.78 | +25.1% | COMMON STOCK USD1.0 | 929160109 |
| — | STEELCASE INC CL A | 48,248 | $825K | 0.0% | $17.10 | $17.10 | — | COMMON STOCK | 858155203 |
| — | AMAG PHARMACEUTICALS INC | 82,592 | $825K | 0.0% | $9.99 | $20.36 | — | COMMON STOCK USD.01 | 00163U106 |
| — | CHANNELADVISOR CORP | 94,190 | $825K | 0.0% | $8.76 | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| NOW | SERVICENOW INC | 2,992 | $822K | 0.0% | $274.73 * | $35.61 | +54.2% | COMMON STOCK USD.001 | 81762P102 |
| MHO | M/I HOMES INC | 28,729 | $820K | 0.0% | $28.54 | $26.82 | +6.4% | COMMON STOCK USD.01 | 55305B101 |
| — | ALLERGAN PLC | 4,883 | $818K | 0.0% | $167.52 | $203.11 | — | COMMON STOCK USD.0033 | G0177J108 |
| — | FIRST DEFIANCE FINL CORP | 28,575 | $816K | 0.0% | $28.56 | $28.56 | — | COMMON STOCK USD.01 | 32006W106 |
| — | FIBROGEN INC | 17,960 | $811K | 0.0% | $45.16 | $52.27 | — | COMMON STOCK USD.01 | 31572Q808 |
| CB | CHUBB LTD | 5,505 | $811K | 0.0% | $147.32 * | $108.23 | +22.5% | COMMON STOCK | H1467J104 |
| WEX | WEX INC | 3,884 | $808K | 0.0% | $208.03 | $167.94 | +23.9% | COMMON STOCK USD.01 | 96208T104 |
| — | QAD INC A | 20,093 | $808K | 0.0% | $40.21 | $40.21 | — | COMMON STOCK | 74727D306 |
| IT | GARTNER INC | 5,007 | $806K | 0.0% | $160.97 | $134.26 | +19.9% | COMMON STOCK USD.0005 | 366651107 |
| POST | POST HOLDINGS INC | 7,717 | $802K | 0.0% | $103.93 * | $60.56 | +12.4% | COMMON STOCK USD.01 | 737446104 |
| HELE | HELEN OF TROY LTD | 6,132 | $801K | 0.0% | $130.63 | $130.96 | -0.3% | COMMON STOCK USD.1 | G4388N106 |
| SNPS | SYNOPSYS INC | 6,227 | $801K | 0.0% | $128.63 | $63.38 | +103.0% | COMMON STOCK USD.01 | 871607107 |
| BKR | BAKER HUGHES A GE CO | 32,370 | $797K | 0.0% | $24.62 * | $21.73 | -5.9% | COMMON STOCK USD.0001 | 05722G100 |
| — | BRIGHTSPHERE INVESTMENT GROU | 69,751 | $796K | 0.0% | $11.41 | $13.02 | — | COMMON STOCK USD.001 | G1644T109 |
| — | URSTADT BIDDLE CLASS A | 37,787 | $794K | 0.0% | $21.01 | $21.72 | — | REIT USD.01 | 917286205 |
| AIG | AMERICAN INTERNATIONAL GROUP | 14,748 | $786K | 0.0% | $53.30 * | $41.92 | +7.5% | COMMON STOCK USD2.5 | 026874784 |
| SRPT | SAREPTA THERAPEUTICS INC | 5,159 | $784K | 0.0% | $151.97 | $86.18 | +76.3% | COMMON STOCK USD.0001 | 803607100 |
| EMR | EMERSON ELECTRIC CO | 11,688 | $780K | 0.0% | $66.74 * | $53.35 | +7.7% | COMMON STOCK USD.5 | 291011104 |
| EEFT | EURONET WORLDWIDE INC | 4,619 | $777K | 0.0% | $168.22 | $94.17 | +78.6% | COMMON STOCK USD.02 | 298736109 |
| PNC | PNC FINANCIAL SERVICES GROUP | 5,633 | $773K | 0.0% | $137.23 * | $97.96 | +10.5% | COMMON STOCK USD5.0 | 693475105 |
| IDXX | IDEXX LABORATORIES INC | 2,801 | $771K | 0.0% | $275.26 | $230.14 | +19.6% | COMMON STOCK USD.1 | 45168D104 |
| IRM | IRON MOUNTAIN INC | 24,587 | $770K | 0.0% | $31.32 * | $21.76 | +2.9% | REIT USD.01 | 46284V101 |
| GLDD | GREAT LAKES DREDGE DOCK CO | 69,322 | $765K | 0.0% | $11.04 * | $10.32 | 0.0% | COMMON STOCK USD.0001 | 390607109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 11,518 | $763K | 0.0% | $66.24 | $52.81 | +25.4% | COMMON STOCK USD.01 | 538034109 |
| PWR | QUANTA SERVICES INC | 19,906 | $760K | 0.0% | $38.18 | $32.73 | +14.8% | COMMON STOCK USD.00001 | 74762E102 |
| OGE | OGE ENERGY CORP | 17,838 | $759K | 0.0% | $42.55 | $35.02 | +21.5% | COMMON STOCK USD.01 | 670837103 |
| — | ALLEGHANY CORP | 1,114 | $759K | 0.0% | $681.33 | $622.70 | — | COMMON STOCK USD1.0 | 017175100 |
| FSLR | FIRST SOLAR INC | 11,506 | $756K | 0.0% | $65.70 | $60.17 | +9.2% | COMMON STOCK USD.001 | 336433107 |
| BDN | BRANDYWINE REALTY TRUST | 52,657 | $754K | 0.0% | $14.32 | $15.23 | — | REIT USD.01 | 105368203 |
| SCHW | SCHWAB (CHARLES) CORP | 18,656 | $750K | 0.0% | $40.20 * | $38.65 | -5.1% | COMMON STOCK USD.01 | 808513105 |
| TER | TERADYNE INC | 15,659 | $750K | 0.0% | $47.90 * | $32.78 | +42.1% | COMMON STOCK USD.125 | 880770102 |
| MLM | MARTIN MARIETTA MATERIALS | 3,252 | $748K | 0.0% | $230.01 * | $178.15 | +23.4% | COMMON STOCK USD.01 | 573284106 |
| — | WEIGHT WATCHERS INTL INC | 39,070 | $746K | 0.0% | $19.09 | $32.54 | — | COMMON STOCK | 948626106 |
| — | AUDENTES THERAPEUTICS INC | 19,680 | $745K | 0.0% | $37.86 | $37.86 | — | COMMON STOCK USD.00001 | 05070R104 |
| NOMD | NOMAD FOODS LTD | 34,747 | $742K | 0.0% | $21.35 | $19.78 | +8.0% | COMMON STOCK | G6564A105 |
| DCO | DUCOMMUN INC | 16,391 | $739K | 0.0% | $45.09 | $44.85 | +0.5% | COMMON STOCK USD.01 | 264147109 |
| ITW | ILLINOIS TOOL WORKS | 4,892 | $738K | 0.0% | $150.86 * | $114.02 | +13.4% | COMMON STOCK USD.01 | 452308109 |
| — | DUNKIN BRANDS GROUP INC | 9,202 | $733K | 0.0% | $79.66 | $61.65 | — | COMMON STOCK USD.001 | 265504100 |
| — | HAWAIIAN HOLDINGS INC | 26,681 | $732K | 0.0% | $27.44 | $39.24 | — | COMMON STOCK USD.01 | 419879101 |
| TRMB | TRIMBLE INC | 16,191 | $730K | 0.0% | $45.09 | $37.96 | +18.8% | COMMON STOCK | 896239100 |
| TILE | INTERFACE INC | 46,903 | $719K | 0.0% | $15.33 | $17.22 | -11.0% | COMMON STOCK USD.1 | 458665304 |
| MYGN | MYRIAD GENETICS INC | 25,865 | $719K | 0.0% | $27.80 | $31.02 | -10.4% | COMMON STOCK USD.01 | 62855J104 |
| TRS | TRIMAS CORP | 23,140 | $717K | 0.0% | $30.99 | $30.65 | +1.0% | COMMON STOCK USD.01 | 896215209 |
| RGA | REINSURANCE GROUP OF AMERICA | 4,573 | $714K | 0.0% | $156.13 | $141.72 | +10.1% | COMMON STOCK USD.01 | 759351604 |
| IMAX | IMAX CORP | 35,314 | $713K | 0.0% | $20.19 | $20.41 | -1.0% | COMMON STOCK | 45245E109 |
| MSM | MSC INDUSTRIAL DIRECT CO A | 9,542 | $709K | 0.0% | $74.30 | $80.24 | -7.4% | COMMON STOCK USD.001 | 553530106 |
| CROX | CROCS INC | 35,644 | $704K | 0.0% | $19.75 | $23.39 | -15.6% | COMMON STOCK USD.001 | 227046109 |
| CRL | CHARLES RIVER LABORATORIES | 4,946 | $702K | 0.0% | $141.93 | $101.41 | +39.9% | COMMON STOCK USD.01 | 159864107 |
| BRKR | BRUKER CORP | 13,967 | $698K | 0.0% | $49.97 * | $41.22 | +18.6% | COMMON STOCK USD.01 | 116794108 |
| OLED | UNIVERSAL DISPLAY CORP | 3,700 | $696K | 0.0% | $188.11 * | $119.77 | +49.4% | COMMON STOCK USD.01 | 91347P105 |
| MTB | M T BANK CORP | 4,080 | $694K | 0.0% | $170.10 * | $131.19 | +5.1% | COMMON STOCK USD.5 | 55261F104 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 47,054 | $687K | 0.0% | $14.60 | $14.60 | — | COMMON STOCK USD.01 | 518415104 |
| ADSK | AUTODESK INC | 4,214 | $686K | 0.0% | $162.79 | $136.07 | +19.7% | COMMON STOCK USD.01 | 052769106 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 5,361 | $685K | 0.0% | $127.77 | $49.46 | — | COMMON STOCK ILS.01 | M2682V108 |
| CMTL | COMTECH TELECOMMUNICATIONS | 24,356 | $685K | 0.0% | $28.12 * | $25.53 | +1.2% | COMMON STOCK USD.1 | 205826209 |
| AMCX | AMC NETWORKS INC A | 12,561 | $684K | 0.0% | $54.45 | $60.04 | -9.3% | COMMON STOCK | 00164V103 |
| OFIX | ORTHOFIX MEDICAL INC | 12,937 | $684K | 0.0% | $52.87 | $53.19 | -0.6% | COMMON STOCK USD.1 | 68752M108 |
| UVSP | UNIVEST FINANCIAL CORP | 25,963 | $682K | 0.0% | $26.27 | $25.09 | +4.6% | COMMON STOCK USD5.0 | 915271100 |
| — | UNITED COMMUNITY FINANCIAL | 71,053 | $680K | 0.0% | $9.57 | $9.35 | — | COMMON STOCK | 909839102 |
| BL | BLACKLINE INC | 12,712 | $680K | 0.0% | $53.49 | $49.76 | +7.5% | COMMON STOCK USD.01 | 09239B109 |
| HP | HELMERICH PAYNE | 13,431 | $680K | 0.0% | $50.63 | $68.04 | -25.6% | COMMON STOCK USD.1 | 423452101 |
| POOL | POOL CORP | 3,556 | $679K | 0.0% | $190.94 * | $140.43 | +26.5% | COMMON STOCK USD.001 | 73278L105 |
| — | COOPER COS INC/THE | 2,003 | $675K | 0.0% | $336.99 | $283.20 | — | COMMON STOCK USD.1 | 216648402 |
| — | ATLANTIC POWER CORP | 277,944 | $673K | 0.0% | $2.42 | $2.19 | — | COMMON STOCK | 04878Q863 |
| GGG | GRACO INC | 13,383 | $672K | 0.0% | $50.21 * | $38.17 | +20.9% | COMMON STOCK USD1.0 | 384109104 |
| CDNA | CAREDX INC | 18,514 | $666K | 0.0% | $35.97 | $32.01 | +12.4% | COMMON STOCK USD.001 | 14167L103 |
| — | CALLON PETROLEUM CO | 100,949 | $665K | 0.0% | $6.59 | $7.84 | — | COMMON STOCK USD.01 | 13123X102 |
| PEBO | PEOPLES BANCORP INC | 20,611 | $665K | 0.0% | $32.26 | $31.94 | +1.0% | COMMON STOCK | 709789101 |
| RYZ | RYERSON HOLDING CORP | 79,488 | $662K | 0.0% | $8.33 | $10.96 | -24.0% | COMMON STOCK USD.01 | 783754104 |
| PACDEUR | PACIFIC DRILLING SA | 52,497 | $661K | 0.0% | $12.59 | $13.35 | — | COMMON STOCK | L7257P205 |
| — | RETAIL OPPORTUNITY INVESTMEN | 38,608 | $661K | 0.0% | $17.12 | $16.65 | — | REIT USD.0001 | 76131N101 |
| — | SCHNITZER STEEL INDS INC A | 25,166 | $659K | 0.0% | $26.19 | $33.49 | — | COMMON STOCK USD1.0 | 806882106 |
| TENB | TENABLE HOLDINGS INC | 23,019 | $657K | 0.0% | $28.54 | $28.33 | +0.7% | COMMON STOCK USD.01 | 88025T102 |
| — | NORTHSTAR REALTY EUROPE CORP | 39,497 | $649K | 0.0% | $16.43 | $17.37 | — | REIT USD.01 | 66706L101 |
| HUBB | HUBBELL INC | 4,962 | $647K | 0.0% | $130.39 * | $98.06 | +17.7% | COMMON STOCK USD.01 | 443510607 |
| CTBI | COMMUNITY TRUST BANCORP INC | 15,195 | $643K | 0.0% | $42.32 * | $31.67 | +2.7% | COMMON STOCK USD5.0 | 204149108 |
| SSYS | STRATASYS LTD | 21,892 | $643K | 0.0% | $29.37 | $23.75 | +23.7% | COMMON STOCK ILS.01 | M85548101 |
| TTEK | TETRA TECH INC | 8,166 | $641K | 0.0% | $78.50 * | $8.08 | +94.5% | COMMON STOCK USD.01 | 88162G103 |
| LZB | LA Z BOY INC | 20,894 | $641K | 0.0% | $30.68 | $27.85 | +10.1% | COMMON STOCK USD1.0 | 505336107 |
| MEDP | MEDPACE HOLDINGS INC | 9,781 | $640K | 0.0% | $65.43 | $54.76 | +19.5% | COMMON STOCK USD.01 | 58506Q109 |
| ICFI | ICF INTERNATIONAL INC | 8,777 | $639K | 0.0% | $72.80 | $74.90 | -2.8% | COMMON STOCK USD.001 | 44925C103 |
| — | NRC GROUP HOLDINGS CORP | 57,041 | $634K | 0.0% | $11.11 | $11.11 | — | COMMON STOCK USD.0001 | 629375106 |
| ULH | UNIVERSAL LOGISTICS HOLDINGS | 28,201 | $634K | 0.0% | $22.48 | $21.36 | +5.2% | COMMON STOCK | 91388P105 |
| F | FORD MOTOR CO | 61,992 | $634K | 0.0% | $10.23 * | $6.58 | +12.4% | COMMON STOCK USD.01 | 345370860 |
| ENTG | ENTEGRIS INC | 16,951 | $633K | 0.0% | $37.34 * | $31.38 | +15.6% | COMMON STOCK USD.01 | 29362U104 |
| ECL | ECOLAB INC | 3,201 | $632K | 0.0% | $197.44 * | $133.88 | +37.7% | COMMON STOCK USD1.0 | 278865100 |
| CHCT | COMMUNITY HEALTHCARE TRUST I | 15,942 | $628K | 0.0% | $39.39 | $39.39 | — | REIT USD.01 | 20369C106 |
| INSP | INSPIRE MEDICAL SYSTEMS INC | 10,264 | $623K | 0.0% | $60.70 | $49.43 | +22.7% | COMMON STOCK USD.001 | 457730109 |
| CSL | CARLISLE COS INC | 4,431 | $622K | 0.0% | $140.37 * | $94.22 | +37.6% | COMMON STOCK USD1.0 | 142339100 |
| DLX | DELUXE CORP | 15,290 | $622K | 0.0% | $40.68 * | $30.92 | -5.9% | COMMON STOCK USD1.0 | 248019101 |
| BBY | BEST BUY CO INC | 8,897 | $620K | 0.0% | $69.69 * | $54.55 | -0.8% | COMMON STOCK USD.1 | 086516101 |
| RPM | RPM INTERNATIONAL INC | 10,054 | $614K | 0.0% | $61.07 | $50.15 | +21.9% | COMMON STOCK USD.01 | 749685103 |
| HURC | HURCO COMPANIES INC | 17,239 | $613K | 0.0% | $35.56 | $37.79 | -5.9% | COMMON STOCK | 447324104 |
| — | XILINX INC | 5,174 | $610K | 0.0% | $117.90 | $79.08 | — | COMMON STOCK USD.01 | 983919101 |
| EW | EDWARDS LIFESCIENCES CORP | 3,300 | $610K | 0.0% | $184.85 * | $43.75 | +40.7% | COMMON STOCK USD1.0 | 28176E108 |
| COKE | COCA COLA CONSOLIDATED INC | 2,035 | $609K | 0.0% | $299.26 * | $29.73 | -4.4% | COMMON STOCK USD1.0 | 191098102 |
| — | ALTERYX INC CLASS A | 5,559 | $607K | 0.0% | $109.19 | $50.03 | — | COMMON STOCK | 02156B103 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 6,200 | $606K | 0.0% | $97.74 | $76.73 | +25.2% | COMMON STOCK USD.01 | 43300A203 |
| AES | AES CORP | 36,180 | $606K | 0.0% | $16.75 * | $12.04 | +10.2% | COMMON STOCK USD.01 | 00130H105 |
| — | L3 TECHNOLOGIES INC | 2,467 | $605K | 0.0% | $245.24 | $225.50 | — | COMMON STOCK USD.01 | 502413107 |
| BHR | BRAEMAR HOTELS RESORTS INC | 60,902 | $603K | 0.0% | $9.90 | $9.90 | — | REIT USD.01 | 10482B101 |
| THFF | FIRST FINANCIAL CORP/INDIANA | 14,906 | $599K | 0.0% | $40.19 * | $34.13 | -4.0% | COMMON STOCK | 320218100 |
| UHT | UNIVERSAL HEALTH RLTY INCOME | 7,028 | $597K | 0.0% | $84.95 | $84.95 | — | REIT USD.01 | 91359E105 |
| — | CYPRESS SEMICONDUCTOR CORP | 26,839 | $597K | 0.0% | $22.24 | $12.71 | — | COMMON STOCK USD.01 | 232806109 |
| — | SKECHERS USA INC CL A | 18,952 | $597K | 0.0% | $31.50 | $32.62 | — | COMMON STOCK USD.001 | 830566105 |
| A | AGILENT TECHNOLOGIES INC | 7,952 | $594K | 0.0% | $74.70 * | $67.15 | +6.1% | COMMON STOCK USD.01 | 00846U101 |
| — | PLANTRONICS INC | 15,997 | $593K | 0.0% | $37.07 | $39.95 | — | COMMON STOCK USD.01 | 727493108 |
| AGO | ASSURED GUARANTY LTD | 14,068 | $592K | 0.0% | $42.08 * | $36.94 | +1.8% | COMMON STOCK USD.01 | G0585R106 |
| NEM | NEWMONT GOLDCORP CORP | 15,368 | $591K | 0.0% | $38.46 * | $27.62 | +16.0% | COMMON STOCK USD1.6 | 651639106 |
| WD | WALKER DUNLOP INC | 11,075 | $589K | 0.0% | $53.18 * | $38.26 | +17.4% | COMMON STOCK | 93148P102 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 35,583 | $589K | 0.0% | $16.55 | $16.55 | — | REIT USD.01 | 04208T108 |
| — | PRA HEALTH SCIENCES INC | 5,925 | $587K | 0.0% | $99.07 | $107.69 | — | COMMON STOCK USD.01 | 69354M108 |
| NDSN | NORDSON CORP | 4,110 | $581K | 0.0% | $141.36 * | $119.68 | +10.1% | COMMON STOCK | 655663102 |
| SD | SANDRIDGE ENERGY INC | 83,603 | $579K | 0.0% | $6.93 | $21.58 | -67.9% | COMMON STOCK USD.001 | 80007P869 |
| LMAT | LEMAITRE VASCULAR INC | 20,637 | $577K | 0.0% | $27.96 * | $29.09 | -9.8% | COMMON STOCK USD.01 | 525558201 |
| PII | POLARIS INDUSTRIES INC | 6,300 | $575K | 0.0% | $91.27 | $91.06 | +0.2% | COMMON STOCK USD.01 | 731068102 |
| — | MILACRON HOLDINGS CORP | 41,596 | $574K | 0.0% | $13.80 | $11.32 | — | COMMON STOCK USD.01 | 59870L106 |
| LUV | SOUTHWEST AIRLINES CO | 11,278 | $573K | 0.0% | $50.81 * | $47.66 | -1.9% | COMMON STOCK USD1.0 | 844741108 |
| RNR | RENAISSANCERE HOLDINGS LTD | 3,212 | $572K | 0.0% | $178.08 | $130.56 | +36.3% | COMMON STOCK USD1.0 | G7496G103 |
| ACM | AECOM | 15,101 | $572K | 0.0% | $37.88 * | $32.59 | +11.7% | COMMON STOCK USD.01 | 00766T100 |
| MNKD | MANNKIND CORP | 494,200 | $568K | 0.0% | $1.15 | $2.11 | -45.6% | COMMON STOCK USD.01 | 56400P706 |
| GOOD | GLADSTONE COMMERCIAL CORP | 26,708 | $567K | 0.0% | $21.23 | $21.23 | — | REIT USD.001 | 376536108 |
| LAB | FLUIDIGM CORP | 45,990 | $567K | 0.0% | $12.33 | $12.74 | -3.3% | COMMON STOCK USD.001 | 34385P108 |
| — | OMNOVA SOLUTIONS INC | 90,903 | $566K | 0.0% | $6.23 | $7.04 | — | COMMON STOCK USD.1 | 682129101 |
| HCA | HCA HEALTHCARE INC | 4,174 | $564K | 0.0% | $135.12 * | $62.00 | +106.3% | COMMON STOCK USD.01 | 40412C101 |
| LEU | CENTRUS ENERGY CORP CLASS A | 172,899 | $564K | 0.0% | $3.26 | $51.25 | -93.6% | COMMON STOCK USD.1 | 15643U104 |
| ENVA | ENOVA INTERNATIONAL INC | 24,413 | $563K | 0.0% | $23.06 | $17.43 | +32.3% | COMMON STOCK USD.00001 | 29357K103 |
| RPD | RAPID7 INC | 9,742 | $563K | 0.0% | $57.79 | $33.57 | +72.3% | COMMON STOCK USD.01 | 753422104 |
| TTC | TORO CO | 8,416 | $563K | 0.0% | $66.90 | $58.08 | +15.2% | COMMON STOCK USD1.0 | 891092108 |
| — | RECRO PHARMA INC | 55,394 | $563K | 0.0% | $10.16 | $10.16 | — | COMMON STOCK USD.01 | 75629F109 |
| INCY | INCYTE CORP | 6,615 | $562K | 0.0% | $84.96 | $81.36 | +4.4% | COMMON STOCK USD.001 | 45337C102 |
| — | SANTANDER CONSUMER USA HOLDI | 23,474 | $562K | 0.0% | $23.94 | $21.13 | — | COMMON STOCK USD.01 | 80283M101 |
| SE | SEA LTD ADR | 16,888 | $561K | 0.0% | $33.22 | $17.52 | +89.6% | ADR | 81141R100 |
| — | LIBERTY MEDIA CORP LIBERTY C | 14,949 | $559K | 0.0% | $37.39 | $36.67 | — | TRACKING STK USD.01 | 531229854 |
| EHC | ENCOMPASS HEALTH CORP | 8,818 | $559K | 0.0% | $63.39 * | $51.11 | -8.9% | COMMON STOCK USD.01 | 29261A100 |
| BAX | BAXTER INTERNATIONAL INC | 6,828 | $559K | 0.0% | $81.87 * | $59.94 | +20.8% | COMMON STOCK USD1.0 | 071813109 |
| — | NEW ORIENTAL EDUCATIO SP ADR | 5,765 | $557K | 0.0% | $96.62 | $90.11 | — | ADR USD.01 | 647581107 |
| — | HORIZON THERAPEUTICS PLC | 23,134 | $557K | 0.0% | $24.08 | $24.08 | — | COMMON STOCK USD.0001 | G46188101 |
| — | CREE INC | 9,922 | $557K | 0.0% | $56.14 | $57.03 | — | COMMON STOCK USD.00125 | 225447101 |
| ATR | APTARGROUP INC | 4,445 | $553K | 0.0% | $124.41 * | $92.89 | +23.0% | COMMON STOCK USD.01 | 038336103 |
| IRT | INDEPENDENCE REALTY TRUST IN | 47,766 | $553K | 0.0% | $11.58 | $10.78 | — | REIT USD.01 | 45378A106 |
| XPO | XPO LOGISTICS INC | 9,500 | $549K | 0.0% | $57.79 * | $24.29 | -17.7% | COMMON STOCK USD.001 | 983793100 |
| — | II VI INC | 14,994 | $548K | 0.0% | $36.55 | $32.48 | — | COMMON STOCK | 902104108 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 6,097 | $548K | 0.0% | $89.88 | $72.74 | +23.5% | COMMON STOCK | 49338L103 |
| — | CEDAR REALTY TRUST INC | 205,767 | $545K | 0.0% | $2.65 | $4.11 | — | REIT USD.06 | 150602209 |
| ESNT | ESSENT GROUP LTD | 11,574 | $544K | 0.0% | $47.00 * | $20.57 | +104.4% | COMMON STOCK USD.015 | G3198U102 |
| DBI | DESIGNER BRANDS INC CLASS A | 28,345 | $543K | 0.0% | $19.16 * | $17.23 | -5.0% | COMMON STOCK | 250565108 |
| — | TRINSEO SA | 12,807 | $542K | 0.0% | $42.32 | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| — | ALTAIR ENGINEERING INC | 500,000 | $542K | 0.0% | $1.08 | $1.08 | — | SR UNSECURED 06/24 0.25 | 021369AA1 |
| DEI | DOUGLAS EMMETT INC | 13,578 | $541K | 0.0% | $39.84 | $37.67 | — | REIT USD.01 | 25960P109 |
| SBNY | SIGNATURE BANK | 4,478 | $541K | 0.0% | $120.81 | $102.85 | — | COMMON STOCK USD.01 | 82669G104 |
| GIS | GENERAL MILLS INC | 10,250 | $538K | 0.0% | $52.49 * | $35.78 | +17.2% | COMMON STOCK USD.1 | 370334104 |
| BK | BANK OF NEW YORK MELLON CORP | 12,148 | $536K | 0.0% | $44.12 * | $43.48 | -16.0% | COMMON STOCK USD.01 | 064058100 |
| SABR | SABRE CORP | 24,137 | $536K | 0.0% | $22.21 | $23.87 | -7.0% | COMMON STOCK USD.01 | 78573M104 |
| LAMR | LAMAR ADVERTISING CO A | 6,618 | $534K | 0.0% | $80.69 | $69.21 | — | REIT USD.001 | 512816109 |
| MTRN | MATERION CORP | 7,815 | $530K | 0.0% | $67.82 | $60.17 | +12.7% | COMMON STOCK | 576690101 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 5,901 | $529K | 0.0% | $89.65 | $80.21 | +11.7% | COMMON STOCK USD1.0 | 844895102 |
| SIG | SIGNET JEWELERS LTD | 29,489 | $527K | 0.0% | $17.87 * | $30.53 | -47.6% | COMMON STOCK USD.18 | G81276100 |
| — | AERIE PHARMACEUTICALS INC | 17,845 | $527K | 0.0% | $29.53 | $44.44 | — | COMMON STOCK USD.001 | 00771V108 |
| ACAD | ACADIA PHARMACEUTICALS INC | 19,732 | $527K | 0.0% | $26.71 | $25.54 | +4.6% | COMMON STOCK USD.0001 | 004225108 |
| EXPD | EXPEDITORS INTL WASH INC | 6,944 | $527K | 0.0% | $75.89 * | $61.91 | +13.5% | COMMON STOCK USD.01 | 302130109 |
| — | WPX ENERGY INC | 45,800 | $527K | 0.0% | $11.51 | $11.51 | — | COMMON STOCK USD.01 | 98212B103 |
| ITT | ITT INC | 8,028 | $526K | 0.0% | $65.52 | $52.83 | +23.9% | COMMON STOCK USD1.0 | 45073V108 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 6,122 | $524K | 0.0% | $85.59 | $97.88 | -12.5% | COMMON STOCK USD.001 | 09061G101 |
| — | NATIONAL INSTRUMENTS CORP | 12,464 | $523K | 0.0% | $41.96 | $45.23 | — | COMMON STOCK USD.01 | 636518102 |
| — | EATON VANCE CORP | 12,100 | $522K | 0.0% | $43.14 | $43.14 | — | COMMON STOCK USD.00390625 | 278265103 |
| HOLX | HOLOGIC INC | 10,821 | $520K | 0.0% | $48.05 | $44.04 | +9.0% | COMMON STOCK USD.01 | 436440101 |
| TAL | TAL EDUCATION GROUP ADR | 13,580 | $517K | 0.0% | $38.07 | $32.44 | +17.5% | ADR | 874080104 |
| EVTC | EVERTEC INC | 15,783 | $516K | 0.0% | $32.69 * | $25.19 | +25.4% | COMMON STOCK USD.01 | 30040P103 |
| MAN | MANPOWERGROUP INC | 5,333 | $515K | 0.0% | $96.57 | $75.99 | +27.1% | COMMON STOCK USD.01 | 56418H100 |
| NMIH | NMI HOLDINGS INC CLASS A | 18,117 | $514K | 0.0% | $28.37 | $22.81 | +24.5% | COMMON STOCK USD.01 | 629209305 |
| XYZ | SQUARE INC A | 7,061 | $512K | 0.0% | $72.51 | $72.47 | +0.1% | COMMON STOCK USD.000001 | 852234103 |
| — | TCF FINANCIAL CORP | 24,589 | $511K | 0.0% | $20.78 | $19.75 | — | COMMON STOCK USD.01 | 872275102 |
| OSUR | ORASURE TECHNOLOGIES INC | 55,011 | $511K | 0.0% | $9.29 | $6.72 | +38.0% | COMMON STOCK USD.000001 | 68554V108 |
| — | KIMBALL INTERNATIONAL B | 29,274 | $510K | 0.0% | $17.42 | $17.42 | — | COMMON STOCK USD.05 | 494274103 |
| — | SPLUNK INC | 4,041 | $508K | 0.0% | $125.71 | $72.66 | — | COMMON STOCK USD.001 | 848637104 |
| RLJ | RLJ LODGING TRUST | 28,630 | $508K | 0.0% | $17.74 | $17.74 | — | REIT | 74965L101 |
| — | RTI SURGICAL HDS INC | 119,145 | $506K | 0.0% | $4.25 | $4.25 | — | COMMON STOCK USD.001 | 74975N105 |
| — | WESCO AIRCRAFT HOLDINGS INC | 45,511 | $505K | 0.0% | $11.10 | $8.79 | — | COMMON STOCK USD.001 | 950814103 |
| PAYC | PAYCOM SOFTWARE INC | 2,218 | $503K | 0.0% | $226.78 * | $201.32 | +10.4% | COMMON STOCK USD.01 | 70432V102 |
| BEN | FRANKLIN RESOURCES INC | 14,414 | $502K | 0.0% | $34.83 * | $25.24 | +0.7% | COMMON STOCK USD.1 | 354613101 |
| YUM | YUM BRANDS INC | 4,527 | $501K | 0.0% | $110.67 * | $81.09 | +21.0% | COMMON STOCK | 988498101 |
| APEI | AMERICAN PUBLIC EDUCATION | 16,895 | $500K | 0.0% | $29.59 | $30.62 | -3.4% | COMMON STOCK USD.01 | 02913V103 |
| WPC | WP CAREY INC | 6,149 | $499K | 0.0% | $81.15 | $68.17 | — | REIT USD.001 | 92936U109 |
| — | BBT CORP | 10,158 | $499K | 0.0% | $49.12 | $47.11 | — | COMMON STOCK USD5.0 | 054937107 |
| AGCO | AGCO CORP | 6,425 | $498K | 0.0% | $77.51 * | $46.49 | +38.2% | COMMON STOCK USD.01 | 001084102 |
| MANH | MANHATTAN ASSOCIATES INC | 7,185 | $498K | 0.0% | $69.31 | $45.12 | +53.6% | COMMON STOCK USD.01 | 562750109 |
| AFG | AMERICAN FINANCIAL GROUP INC | 4,855 | $497K | 0.0% | $102.37 * | $53.37 | +5.5% | COMMON STOCK | 025932104 |
| LBRT | LIBERTY OILFIELD SERVICES A | 30,726 | $497K | 0.0% | $16.18 | $15.32 | +5.6% | COMMON STOCK | 53115L104 |
| WEN | WENDY S CO/THE | 25,264 | $495K | 0.0% | $19.59 | $17.50 | +11.9% | COMMON STOCK USD.1 | 95058W100 |
| — | PEOPLE S UTAH BANCORP | 16,836 | $495K | 0.0% | $29.40 | $29.40 | — | COMMON STOCK USD.01 | 712706209 |
| DHI | DR HORTON INC | 11,483 | $495K | 0.0% | $43.11 * | $38.68 | +4.2% | COMMON STOCK USD.01 | 23331A109 |
| UCB | UNITED COMMUNITY BANKS/GA | 17,267 | $493K | 0.0% | $28.55 | $25.97 | +10.0% | COMMON STOCK USD1.0 | 90984P303 |
| IDA | IDACORP INC | 4,908 | $493K | 0.0% | $100.45 | $97.60 | +2.9% | COMMON STOCK | 451107106 |
| XEL | XCEL ENERGY INC | 8,293 | $493K | 0.0% | $59.45 * | $37.56 | +30.0% | COMMON STOCK USD2.5 | 98389B100 |
| WAL | WESTERN ALLIANCE BANCORP | 11,005 | $492K | 0.0% | $44.71 * | $38.75 | +0.1% | COMMON STOCK USD.0001 | 957638109 |
| — | AMARIN CORP PLC ADR | 25,347 | $491K | 0.0% | $19.37 | $20.75 | — | ADR GBP.1 | 023111206 |
| — | GENESEE WYOMING INC CL A | 4,911 | $491K | 0.0% | $99.98 | $74.03 | — | COMMON STOCK USD.01 | 371559105 |
| MOH | MOLINA HEALTHCARE INC | 3,400 | $487K | 0.0% | $143.24 | $129.38 | +10.6% | COMMON STOCK USD.001 | 60855R100 |
| — | SOUTHWESTERN ENERGY CO | 153,785 | $486K | 0.0% | $3.16 | $3.41 | — | COMMON STOCK USD.01 | 845467109 |
| EYE | NATIONAL VISION HOLDINGS INC | 15,796 | $485K | 0.0% | $30.70 | $28.67 | +7.2% | COMMON STOCK USD.01 | 63845R107 |
| — | ACTIVISION BLIZZARD INC | 10,275 | $485K | 0.0% | $47.20 | $69.95 | — | COMMON STOCK USD.000001 | 00507V109 |
| PETS | PETMED EXPRESS INC | 30,904 | $484K | 0.0% | $15.66 | $26.69 | -41.3% | COMMON STOCK USD.001 | 716382106 |
| — | WRIGHT MEDICAL GROUP NV | 16,202 | $483K | 0.0% | $29.81 | $29.81 | — | COMMON STOCK USD.03 | N96617118 |
| VFC | VF CORP | 5,512 | $481K | 0.0% | $87.26 | $78.31 | +11.5% | COMMON STOCK | 918204108 |
| WSM | WILLIAMS SONOMA INC | 7,390 | $480K | 0.0% | $64.95 * | $24.55 | +15.6% | COMMON STOCK USD.01 | 969904101 |
| — | ALLETE INC | 5,753 | $479K | 0.0% | $83.26 | $76.71 | — | COMMON STOCK | 018522300 |
| LFUS | LITTELFUSE INC | 2,700 | $478K | 0.0% | $177.04 | $181.41 | -2.5% | COMMON STOCK USD.01 | 537008104 |
| SWK | STANLEY BLACK DECKER INC | 3,300 | $477K | 0.0% | $144.55 * | $117.30 | +1.7% | COMMON STOCK USD2.5 | 854502101 |
| AEP | AMERICAN ELECTRIC POWER | 5,393 | $475K | 0.0% | $88.08 * | $45.59 | +53.3% | COMMON STOCK USD6.5 | 025537101 |
| BFS | SAUL CENTERS INC | 8,464 | $475K | 0.0% | $56.12 | $51.39 | — | REIT USD.01 | 804395101 |
| PCTY | PAYLOCITY HOLDING CORP | 5,057 | $474K | 0.0% | $93.73 | $94.95 | -1.2% | COMMON STOCK USD.001 | 70438V106 |
| PKOH | PARK OHIO HOLDINGS CORP | 14,480 | $472K | 0.0% | $32.60 * | $29.33 | -4.0% | COMMON STOCK USD1.0 | 700666100 |
| GRC | GORMAN RUPP CO | 14,321 | $470K | 0.0% | $32.82 | $33.41 | -1.7% | COMMON STOCK | 383082104 |
| — | CONCHO RESOURCES INC | 4,544 | $469K | 0.0% | $103.21 | $103.21 | — | COMMON STOCK USD.001 | 20605P101 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 5,563 | $469K | 0.0% | $84.31 * | $72.74 | -0.7% | COMMON STOCK USD.1 | 12541W209 |
| RGLD | ROYAL GOLD INC | 4,578 | $469K | 0.0% | $102.45 | $76.98 | +33.1% | COMMON STOCK USD.01 | 780287108 |
| DK | DELEK US HOLDINGS INC | 11,547 | $468K | 0.0% | $40.53 * | $31.70 | +2.1% | COMMON STOCK USD.01 | 24665A103 |
| AFL | AFLAC INC | 8,515 | $467K | 0.0% | $54.84 * | $36.94 | +27.2% | COMMON STOCK USD.1 | 001055102 |
| ACIW | ACI WORLDWIDE INC | 13,582 | $466K | 0.0% | $34.31 | $28.80 | +19.2% | COMMON STOCK USD.005 | 004498101 |
| TITN | TITAN MACHINERY INC | 22,628 | $466K | 0.0% | $20.59 | $16.05 | +28.2% | COMMON STOCK USD.00001 | 88830R101 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 5,812 | $465K | 0.0% | $80.01 * | $68.36 | +4.5% | COMMON STOCK | 044186104 |
| ORI | OLD REPUBLIC INTL CORP | 20,793 | $465K | 0.0% | $22.36 * | $11.41 | +13.0% | COMMON STOCK USD1.0 | 680223104 |
| — | LIBERTY TRIPADVISOR HDG A | 37,301 | $463K | 0.0% | $12.41 | $12.41 | — | COMMON STOCK USD.01 | 531465102 |
| BRX | BRIXMOR PROPERTY GROUP INC | 25,700 | $460K | 0.0% | $17.90 | $18.37 | — | REIT USD.01 | 11120U105 |
| EBS | EMERGENT BIOSOLUTIONS INC | 9,511 | $459K | 0.0% | $48.26 | $51.48 | -6.2% | COMMON STOCK USD.001 | 29089Q105 |
| — | WELLCARE HEALTH PLANS INC | 1,605 | $458K | 0.0% | $285.36 | $285.36 | — | COMMON STOCK USD.01 | 94946T106 |
| — | INTELSAT SA | 23,537 | $458K | 0.0% | $19.46 | $16.67 | — | COMMON STOCK USD.01 | L5140P101 |
| NWE | NORTHWESTERN CORP | 6,343 | $458K | 0.0% | $72.21 * | $46.92 | +15.5% | COMMON STOCK USD.01 | 668074305 |
| PTEN | PATTERSON UTI ENERGY INC | 39,644 | $456K | 0.0% | $11.50 | $13.11 | -12.2% | COMMON STOCK USD.01 | 703481101 |
| CW | CURTISS WRIGHT CORP | 3,579 | $455K | 0.0% | $127.13 * | $108.07 | +14.2% | COMMON STOCK USD1.0 | 231561101 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 8,603 | $453K | 0.0% | $52.66 | $39.52 | — | COMMON STOCK USD.001 | 37890U108 |
| AVT | AVNET INC | 10,005 | $453K | 0.0% | $45.28 * | $34.33 | +11.8% | COMMON STOCK USD1.0 | 053807103 |
| — | AMERICAN CAMPUS COMMUNITIES | 9,789 | $452K | 0.0% | $46.17 | $41.37 | — | REIT USD.01 | 024835100 |
| CBRL | CRACKER BARREL OLD COUNTRY | 2,627 | $449K | 0.0% | $170.92 * | $118.73 | +10.3% | COMMON STOCK USD.01 | 22410J106 |
| CABO | CABLE ONE INC | 383 | $448K | 0.0% | $1169.71 * | $792.59 | +36.0% | COMMON STOCK USD.01 | 12685J105 |
| CBSH | COMMERCE BANCSHARES INC | 7,494 | $447K | 0.0% | $59.65 * | $41.78 | +0.0% | COMMON STOCK USD5.0 | 200525103 |
| — | AKORN INC | 86,824 | $447K | 0.0% | $5.15 | $5.15 | — | COMMON STOCK | 009728106 |
| ANIK | ANIKA THERAPEUTICS INC | 10,974 | $446K | 0.0% | $40.64 | $36.09 | +12.5% | COMMON STOCK USD.01 | 035255108 |
| FIZZ | NATIONAL BEVERAGE CORP | 10,003 | $446K | 0.0% | $44.59 * | $38.25 | -51.8% | COMMON STOCK USD.01 | 635017106 |
| CASY | CASEY S GENERAL STORES INC | 2,832 | $442K | 0.0% | $156.07 * | $121.10 | +23.4% | COMMON STOCK NPV | 147528103 |
| WBS | WEBSTER FINANCIAL CORP | 9,179 | $438K | 0.0% | $47.72 | $56.61 | -15.6% | COMMON STOCK USD.01 | 947890109 |
| ATRO | ASTRONICS CORP | 10,857 | $437K | 0.0% | $40.25 | $37.72 | +6.6% | COMMON STOCK USD.01 | 046433108 |
| KALU | KAISER ALUMINUM CORP | 4,468 | $436K | 0.0% | $97.58 * | $76.57 | +0.3% | COMMON STOCK USD.01 | 483007704 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 3,600 | $436K | 0.0% | $121.11 * | $116.54 | -0.1% | COMMON STOCK USD.01 | V7780T103 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 18,705 | $435K | 0.0% | $23.26 | $24.89 | -6.6% | COMMON STOCK USD.001 | 46269C102 |
| BLKB | BLACKBAUD INC | 5,187 | $433K | 0.0% | $83.48 | $72.85 | +14.1% | COMMON STOCK USD.001 | 09227Q100 |
| SYY | SYSCO CORP | 6,078 | $430K | 0.0% | $70.75 * | $46.22 | +28.1% | COMMON STOCK USD1.0 | 871829107 |
| — | BASIC ENERGY SERVICES INC | 226,050 | $429K | 0.0% | $1.90 | $16.70 | — | COMMON STOCK USD.01 | 06985P209 |
| — | PINNACLE FINANCIAL PARTNERS | 7,452 | $428K | 0.0% | $57.43 | $46.07 | — | COMMON STOCK USD1.0 | 72346Q104 |
| GTN | GRAY TELEVISION INC | 26,078 | $427K | 0.0% | $16.37 | $16.83 | -2.6% | COMMON STOCK | 389375106 |
| FN | FABRINET | 8,604 | $427K | 0.0% | $49.63 | $44.05 | +12.7% | COMMON STOCK USD.01 | G3323L100 |
| — | NOBLE ENERGY INC | 19,073 | $427K | 0.0% | $22.39 | $22.39 | — | COMMON STOCK USD.01 | 655044105 |
| — | GRAFTECH INTERNATIONAL LTD | 36,968 | $425K | 0.0% | $11.50 | $11.50 | — | COMMON STOCK USD.01 | 384313508 |
| OGS | ONE GAS INC | 4,695 | $424K | 0.0% | $90.31 | $78.28 | +15.4% | COMMON STOCK | 68235P108 |
| TRV | TRAVELERS COS INC/THE | 2,831 | $423K | 0.0% | $149.42 * | $107.23 | +21.4% | COMMON STOCK NPV | 89417E109 |
| PPL | PPL CORP | 13,566 | $421K | 0.0% | $31.03 * | $22.62 | +4.2% | COMMON STOCK USD.01 | 69351T106 |
| JBLU | JETBLUE AIRWAYS CORP | 22,759 | $421K | 0.0% | $18.50 | $17.43 | +6.1% | COMMON STOCK USD.01 | 477143101 |
| OSBC | OLD SECOND BANCORP INC | 32,925 | $420K | 0.0% | $12.76 * | $13.59 | -13.1% | COMMON STOCK USD1.0 | 680277100 |
| PUMP | PROPETRO HOLDING CORP | 20,247 | $419K | 0.0% | $20.69 | $21.24 | -2.5% | COMMON STOCK | 74347M108 |
| RGNX | REGENXBIO INC | 8,135 | $418K | 0.0% | $51.38 | $47.76 | +7.6% | COMMON STOCK USD.0001 | 75901B107 |
| UTMD | UTAH MEDICAL PRODUCTS INC | 4,357 | $417K | 0.0% | $95.71 | $84.19 | +13.7% | COMMON STOCK USD.01 | 917488108 |
| — | COTT CORPORATION | 31,208 | $417K | 0.0% | $13.36 | $13.94 | — | COMMON STOCK | 22163N106 |
| JBL | JABIL INC | 13,097 | $414K | 0.0% | $31.61 * | $23.84 | +28.2% | COMMON STOCK USD.001 | 466313103 |
| BKH | BLACK HILLS CORP | 5,302 | $414K | 0.0% | $78.08 * | $48.33 | +25.0% | COMMON STOCK USD1.0 | 092113109 |
| NYT | NEW YORK TIMES CO A | 12,700 | $414K | 0.0% | $32.60 * | $29.04 | +5.7% | COMMON STOCK USD.1 | 650111107 |
| — | INVESTORS REAL ESTATE TRUST | 7,043 | $413K | 0.0% | $58.64 | $59.92 | — | REIT | 461730509 |
| GDS | GDS HOLDINGS LTD ADR | 10,980 | $413K | 0.0% | $37.61 | $30.26 | +24.1% | ADR USD.0004 | 36165L108 |
| WH | WYNDHAM HOTELS RESORTS INC | 7,400 | $412K | 0.0% | $55.68 | $54.71 | +1.9% | COMMON STOCK USD.01 | 98311A105 |
| REGN | REGENERON PHARMACEUTICALS | 1,311 | $410K | 0.0% | $312.74 | $374.67 | -16.9% | COMMON STOCK USD.001 | 75886F107 |
| FORR | FORRESTER RESEARCH INC | 8,720 | $410K | 0.0% | $47.02 | $48.15 | -2.3% | COMMON STOCK USD.01 | 346563109 |
| ANF | ABERCROMBIE FITCH CO CL A | 25,520 | $409K | 0.0% | $16.03 * | $18.58 | -17.1% | COMMON STOCK USD.01 | 002896207 |
| — | EXTERRAN CORP | 28,760 | $409K | 0.0% | $14.22 | $16.50 | — | COMMON STOCK USD.01 | 30227H106 |
| — | GUESS INC | 25,283 | $408K | 0.0% | $16.14 | $19.28 | — | COMMON STOCK USD.01 | 401617105 |
| ALRM | ALARM.COM HOLDINGS INC | 7,613 | $407K | 0.0% | $53.46 | $61.70 | -13.3% | COMMON STOCK | 011642105 |
| DXCM | DEXCOM INC | 2,712 | $406K | 0.0% | $149.71 * | $35.14 | +6.6% | COMMON STOCK USD.001 | 252131107 |
| RH | RH | 3,514 | $406K | 0.0% | $115.54 | $135.89 | -14.9% | COMMON STOCK USD.0001 | 74967X103 |
| MKSI | MKS INSTRUMENTS INC | 5,214 | $406K | 0.0% | $77.87 * | $52.47 | +41.2% | COMMON STOCK | 55306N104 |
| CACI | CACI INTERNATIONAL INC CL A | 1,968 | $403K | 0.0% | $204.78 | $170.27 | +20.2% | COMMON STOCK USD.1 | 127190304 |
| WTFC | WINTRUST FINANCIAL CORP | 5,512 | $403K | 0.0% | $73.11 | $75.98 | -3.7% | COMMON STOCK | 97650W108 |
| GLW | CORNING INC | 12,082 | $401K | 0.0% | $33.19 * | $26.07 | +6.2% | COMMON STOCK USD.5 | 219350105 |
| EVC | ENTRAVISION COMMUNICATIONS A | 128,494 | $401K | 0.0% | $3.12 * | $2.37 | -9.1% | COMMON STOCK USD.0001 | 29382R107 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 6,822 | $401K | 0.0% | $58.78 * | $36.56 | +29.2% | COMMON STOCK | 744573106 |
| VSAT | VIASAT INC | 4,900 | $396K | 0.0% | $80.82 | $71.41 | +13.2% | COMMON STOCK USD.0001 | 92552V100 |
| KEY | KEYCORP | 22,265 | $395K | 0.0% | $17.74 * | $12.55 | +3.3% | COMMON STOCK USD1.0 | 493267108 |
| — | CERNER CORP | 5,395 | $395K | 0.0% | $73.22 | $57.16 | — | COMMON STOCK USD.01 | 156782104 |
| NSP | INSPERITY INC | 3,227 | $394K | 0.0% | $122.09 * | $86.67 | +18.3% | COMMON STOCK USD.01 | 45778Q107 |
| — | MARATHON OIL CORP | 27,559 | $392K | 0.0% | $14.22 | $14.39 | — | COMMON STOCK USD1.0 | 565849106 |
| CHDN | CHURCHILL DOWNS INC | 3,399 | $391K | 0.0% | $115.03 * | $43.39 | +29.4% | COMMON STOCK | 171484108 |
| ZS | ZSCALER INC | 5,096 | $391K | 0.0% | $76.73 | $53.12 | +44.3% | COMMON STOCK USD.001 | 98980G102 |
| IWM | ISHARES RUSSELL 2000 ETF | 2,500 | $389K | 0.0% | $155.60 | $154.15 | +0.9% | ISHARES RUSSELL 2000 ETF | 464287655 |
| — | LANNETT CO INC | 63,975 | $388K | 0.0% | $6.06 | $7.14 | — | COMMON STOCK USD.001 | 516012101 |
| DAR | DARLING INGREDIENTS INC | 19,437 | $387K | 0.0% | $19.91 | $20.51 | -3.0% | COMMON STOCK USD.01 | 237266101 |
| JHG | JANUS HENDERSON GROUP PLC | 17,931 | $384K | 0.0% | $21.42 | $22.93 | -6.7% | COMMON STOCK | G4474Y214 |
| SON | SONOCO PRODUCTS CO | 5,860 | $383K | 0.0% | $65.36 * | $42.51 | +22.1% | COMMON STOCK | 835495102 |
| URI | UNITED RENTALS INC | 2,886 | $383K | 0.0% | $132.71 * | $111.76 | +14.9% | COMMON STOCK USD.01 | 911363109 |
| — | MONOTYPE IMAGING HOLDINGS IN | 22,627 | $381K | 0.0% | $16.84 | $20.20 | — | COMMON STOCK USD.001 | 61022P100 |
| — | RITE AID CORP | 47,276 | $379K | 0.0% | $8.02 | $8.02 | — | COMMON STOCK USD1.0 | 767754872 |
| — | CORE MARK HOLDING CO INC | 9,541 | $379K | 0.0% | $39.72 | $39.72 | — | COMMON STOCK USD.01 | 218681104 |
| SR | SPIRE INC | 4,500 | $378K | 0.0% | $84.00 | $82.80 | — | COMMON STOCK USD1.0 | 84857L101 |
| — | COHERENT INC | 2,770 | $378K | 0.0% | $136.46 | $141.88 | — | COMMON STOCK USD.01 | 192479103 |
| ENPH | ENPHASE ENERGY INC | 20,761 | $378K | 0.0% | $18.21 | $13.76 | +32.5% | COMMON STOCK USD.00001 | 29355A107 |
| SCVL | SHOE CARNIVAL INC | 13,688 | $378K | 0.0% | $27.62 * | $9.28 | +48.7% | COMMON STOCK USD.01 | 824889109 |
| LEN | LENNAR CORP A | 7,745 | $375K | 0.0% | $48.42 * | $41.59 | +3.8% | COMMON STOCK USD.1 | 526057104 |
| — | SINCLAIR BROADCAST GROUP A | 6,988 | $375K | 0.0% | $53.66 | $28.34 | — | COMMON STOCK USD.01 | 829226109 |
| VYX | NCR CORPORATION | 12,026 | $374K | 0.0% | $31.10 * | $15.70 | +21.5% | COMMON STOCK USD.01 | 62886E108 |
| FTCHQ | FARFETCH LTD CLASS A | 17,996 | $374K | 0.0% | $20.78 | $22.41 | -7.2% | COMMON STOCK USD.04 | 30744W107 |
| SAIC | SCIENCE APPLICATIONS INTE | 4,310 | $373K | 0.0% | $86.54 | $69.93 | +23.8% | COMMON STOCK USD.0001 | 808625107 |
| BJRI | BJ S RESTAURANTS INC | 8,491 | $373K | 0.0% | $43.93 | $55.98 | -22.4% | COMMON STOCK | 09180C106 |
| — | TRIPLE S MANAGEMENT CORP B | 15,643 | $373K | 0.0% | $23.84 | $22.82 | — | COMMON STOCK USD1.0 | 896749108 |
| — | WYNDHAM DESTINATIONS INC | 8,489 | $373K | 0.0% | $43.94 | $42.98 | — | COMMON STOCK USD.01 | 98310W108 |
| — | APACHE CORP | 12,800 | $371K | 0.0% | $28.98 | $38.77 | — | COMMON STOCK USD.625 | 037411105 |
| EXP | EAGLE MATERIALS INC | 4,000 | $371K | 0.0% | $92.75 * | $74.87 | +20.0% | COMMON STOCK USD.01 | 26969P108 |
| TXNM | PNM RESOURCES INC | 7,277 | $370K | 0.0% | $50.85 | $37.34 | +36.3% | COMMON STOCK | 69349H107 |
| SBAC | SBA COMMUNICATIONS CORP | 1,647 | $370K | 0.0% | $224.65 * | $144.50 | +43.7% | REIT USD.01 | 78410G104 |
| FTI | TECHNIPFMC PLC | 14,205 | $368K | 0.0% | $25.91 * | $21.42 | -14.4% | COMMON STOCK USD1.0 | G87110105 |
| STT | STATE STREET CORP | 6,564 | $368K | 0.0% | $56.06 * | $55.82 | -18.5% | COMMON STOCK USD1.0 | 857477103 |
| EDIT | EDITAS MEDICINE INC | 14,890 | $368K | 0.0% | $24.71 | $23.87 | +3.6% | COMMON STOCK USD.0001 | 28106W103 |
| BLD | TOPBUILD CORP | 4,434 | $367K | 0.0% | $82.77 | $76.49 | +8.2% | COMMON STOCK | 89055F103 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $366K | 0.0% | $15.78 | $26.06 | -39.5% | COMMON STOCK ILS1.0 | M87915274 |
| — | ACORDA THERAPEUTICS INC | 47,780 | $366K | 0.0% | $7.66 | $10.14 | — | COMMON STOCK USD.001 | 00484M106 |
| MSI | MOTOROLA SOLUTIONS INC | 2,187 | $365K | 0.0% | $166.90 * | $118.24 | +29.5% | COMMON STOCK USD.01 | 620076307 |
| SF | STIFEL FINANCIAL CORP | 6,123 | $362K | 0.0% | $59.12 * | $37.80 | -6.1% | COMMON STOCK USD.15 | 860630102 |
| LE | LANDS END INC | 29,552 | $361K | 0.0% | $12.22 | $16.49 | -25.9% | COMMON STOCK USD.01 | 51509F105 |
| — | BERRY PETROLEUM CORP | 34,077 | $361K | 0.0% | $10.59 | $10.59 | — | COMMON STOCK USD.001 | 08579X101 |
| — | HMS HOLDINGS CORP | 11,077 | $359K | 0.0% | $32.41 | $17.61 | — | COMMON STOCK USD.01 | 40425J101 |
| PLUS | EPLUS INC | 5,203 | $359K | 0.0% | $69.00 * | $41.56 | -17.1% | COMMON STOCK USD.01 | 294268107 |
| SFNC | SIMMONS FIRST NATL CORP CL A | 15,395 | $358K | 0.0% | $23.25 | $27.84 | -16.5% | COMMON STOCK USD.01 | 828730200 |
| NVT | NVENT ELECTRIC PLC | 14,442 | $358K | 0.0% | $24.79 * | $20.84 | +4.0% | COMMON STOCK USD.01 | G6700G107 |
| CNP | CENTERPOINT ENERGY INC | 12,470 | $357K | 0.0% | $28.63 * | $22.50 | +5.9% | COMMON STOCK USD.01 | 15189T107 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $356K | 0.0% | $17.80 | $14.71 | — | ADR | 035128206 |
| — | CONTINENTAL BUILDING PRODUCT | 13,394 | $356K | 0.0% | $26.58 | $29.98 | — | COMMON STOCK USD.001 | 211171103 |
| MKC | MCCORMICK CO NON VTG SHRS | 2,299 | $356K | 0.0% | $154.85 * | $57.08 | +19.4% | COMMON STOCK | 579780206 |
| — | BMC STOCK HOLDINGS INC | 16,815 | $356K | 0.0% | $21.17 | $20.00 | — | COMMON STOCK USD.01 | 05591B109 |
| — | STERLING BANCORP/DE | 16,600 | $353K | 0.0% | $21.27 | $19.77 | — | COMMON STOCK USD.01 | 85917A100 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 4,805 | $353K | 0.0% | $73.47 * | $11.98 | +53.1% | COMMON STOCK USD.01 | 88023U101 |
| RUSHA | RUSH ENTERPRISES INC CL A | 9,663 | $353K | 0.0% | $36.53 * | $17.48 | -7.1% | COMMON STOCK USD.01 | 781846209 |
| BALL | BALL CORP | 5,025 | $352K | 0.0% | $70.05 * | $40.50 | +60.5% | COMMON STOCK | 058498106 |
| FSTR | FOSTER (LB) CO A | 12,889 | $352K | 0.0% | $27.31 | $22.87 | +19.5% | COMMON STOCK USD.01 | 350060109 |
| — | WASHINGTON PRIME GROUP INC | 91,907 | $351K | 0.0% | $3.82 | $6.15 | — | REIT USD.0001 | 93964W108 |
| THG | HANOVER INSURANCE GROUP INC/ | 2,737 | $351K | 0.0% | $128.24 * | $89.53 | +21.0% | COMMON STOCK USD.01 | 410867105 |
| FHN | FIRST HORIZON NATIONAL CORP | 23,500 | $351K | 0.0% | $14.94 * | $11.20 | +4.0% | COMMON STOCK USD.625 | 320517105 |
| L | LOEWS CORP | 6,403 | $350K | 0.0% | $54.66 * | $46.34 | +14.8% | COMMON STOCK USD.01 | 540424108 |
| SLM | SLM CORP | 36,035 | $350K | 0.0% | $9.71 | $9.95 | -2.3% | COMMON STOCK USD.2 | 78442P106 |
| MED | MEDIFAST INC | 2,725 | $350K | 0.0% | $128.44 * | $75.58 | +41.3% | COMMON STOCK USD.001 | 58470H101 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 5,699 | $350K | 0.0% | $61.41 | $57.94 | +5.9% | COMMON STOCK USD.01 | 88224Q107 |
| OLN | OLIN CORP | 15,914 | $349K | 0.0% | $21.93 * | $17.44 | +5.0% | COMMON STOCK USD1.0 | 680665205 |
| RYN | RAYONIER INC | 11,527 | $349K | 0.0% | $30.28 | $29.92 | — | REIT | 754907103 |
| BIGGQ | BIG LOTS INC | 12,077 | $346K | 0.0% | $28.65 * | $35.64 | -21.5% | COMMON STOCK USD.01 | 089302103 |
| — | UMPQUA HOLDINGS CORP | 20,840 | $346K | 0.0% | $16.60 | $15.90 | — | COMMON STOCK | 904214103 |
| ULTA | ULTA BEAUTY INC | 997 | $346K | 0.0% | $347.04 | $252.18 | +37.6% | COMMON STOCK USD.01 | 90384S303 |
| PANW | PALO ALTO NETWORKS INC | 1,695 | $345K | 0.0% | $203.54 * | $37.09 | -8.4% | COMMON STOCK USD.0001 | 697435105 |
| SWKS | SKYWORKS SOLUTIONS INC | 4,452 | $344K | 0.0% | $77.27 * | $77.50 | -14.6% | COMMON STOCK USD.25 | 83088M102 |
| — | HEALTHCARE REALTY TRUST INC | 10,982 | $344K | 0.0% | $31.32 | $28.41 | — | REIT USD.01 | 421946104 |
| WSO | WATSCO INC | 2,100 | $343K | 0.0% | $163.33 | $157.07 | +4.1% | COMMON STOCK USD.5 | 942622200 |
| FLO | FLOWERS FOODS INC | 14,726 | $343K | 0.0% | $23.29 * | $14.36 | +24.3% | COMMON STOCK USD.01 | 343498101 |
| — | CJ ENERGY SERVICES INC | 29,000 | $342K | 0.0% | $11.79 | $25.58 | — | COMMON STOCK | 12674R100 |
| — | HEALTH INSURANCE INNOVATIO A | 13,194 | $342K | 0.0% | $25.92 | $26.75 | — | COMMON STOCK USD.001 | 42225K106 |
| FNB | FNB CORP | 28,948 | $341K | 0.0% | $11.78 * | $8.71 | +4.2% | COMMON STOCK USD.01 | 302520101 |
| PB | PROSPERITY BANCSHARES INC | 5,107 | $337K | 0.0% | $65.99 * | $53.46 | +0.4% | COMMON STOCK USD1.0 | 743606105 |
| VAC | MARRIOTT VACATIONS WORLD | 3,500 | $337K | 0.0% | $96.29 | $95.95 | +0.5% | COMMON STOCK USD.01 | 57164Y107 |
| — | FLEETCOR TECHNOLOGIES INC | 1,189 | $334K | 0.0% | $280.91 | $217.59 | — | COMMON STOCK USD.001 | 339041105 |
| — | NEW YORK COMMUNITY BANCORP | 33,500 | $334K | 0.0% | $9.97 | $11.13 | — | COMMON STOCK USD.01 | 649445103 |
| MCS | MARCUS CORPORATION | 10,073 | $332K | 0.0% | $32.96 | $36.75 | -10.3% | COMMON STOCK USD1.0 | 566330106 |
| TFX | TELEFLEX INC | 1,000 | $331K | 0.0% | $331.00 * | $239.38 | +33.2% | COMMON STOCK USD1.0 | 879369106 |
| CMS | CMS ENERGY CORP | 5,711 | $331K | 0.0% | $57.96 * | $38.20 | +25.1% | COMMON STOCK USD.01 | 125896100 |
| HE | HAWAIIAN ELECTRIC INDS | 7,600 | $331K | 0.0% | $43.55 | $39.39 | +10.6% | COMMON STOCK | 419870100 |
| HOMB | HOME BANCSHARES INC | 17,069 | $329K | 0.0% | $19.27 | $20.60 | -6.5% | COMMON STOCK USD.01 | 436893200 |
| CRUS | CIRRUS LOGIC INC | 7,514 | $328K | 0.0% | $43.65 | $35.82 | +22.0% | COMMON STOCK USD.001 | 172755100 |
| AWK | AMERICAN WATER WORKS CO INC | 2,822 | $327K | 0.0% | $115.88 * | $97.49 | +5.3% | COMMON STOCK USD.01 | 030420103 |
| CLH | CLEAN HARBORS INC | 4,589 | $326K | 0.0% | $71.04 | $62.29 | +14.1% | COMMON STOCK USD.01 | 184496107 |
| — | PLAYAGS INC | 16,764 | $326K | 0.0% | $19.45 | $19.45 | — | COMMON STOCK USD.01 | 72814N104 |
| UBSI | UNITED BANKSHARES INC | 8,735 | $324K | 0.0% | $37.09 | $33.75 | +9.9% | COMMON STOCK USD2.5 | 909907107 |
| RAMP | LIVERAMP HOLDINGS INC | 6,674 | $324K | 0.0% | $48.55 | $45.28 | +7.1% | COMMON STOCK USD.1 | 53815P108 |
| KBR | KBR INC | 13,000 | $324K | 0.0% | $24.92 * | $17.81 | +29.7% | COMMON STOCK USD.001 | 48242W106 |
| BCO | BRINK S CO/THE | 3,997 | $324K | 0.0% | $81.06 * | $70.64 | +6.6% | COMMON STOCK USD1.0 | 109696104 |
| — | NATIONAL CINEMEDIA INC | 49,165 | $323K | 0.0% | $6.57 | $7.06 | — | COMMON STOCK USD.01 | 635309107 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 440 | $322K | 0.0% | $731.82 * | $9.38 | +56.3% | COMMON STOCK USD.01 | 169656105 |
| — | EQUITRANS MIDSTREAM CORP | 16,362 | $322K | 0.0% | $19.68 | $20.09 | — | COMMON STOCK | 294600101 |
| — | JOUNCE THERAPEUTICS INC | 64,826 | $321K | 0.0% | $4.95 | $4.95 | — | COMMON STOCK USD.001 | 481116101 |
| TZOO | TRAVELZOO | 20,758 | $321K | 0.0% | $15.46 | $16.83 | -8.3% | COMMON STOCK USD.01 | 89421Q205 |
| — | XPERI CORP | 15,522 | $320K | 0.0% | $20.62 | $23.39 | — | COMMON STOCK USD.001 | 98421B100 |
| ASGN | ASGN INC | 5,288 | $320K | 0.0% | $60.51 | $65.19 | -7.0% | COMMON STOCK USD.01 | 00191U102 |
| AEO | AMERICAN EAGLE OUTFITTERS | 18,939 | $320K | 0.0% | $16.90 * | $16.29 | -12.8% | COMMON STOCK USD.01 | 02553E106 |
| AEE | AMEREN CORPORATION | 4,246 | $319K | 0.0% | $75.13 * | $48.18 | +29.6% | COMMON STOCK USD.01 | 023608102 |
| CHD | CHURCH DWIGHT CO INC | 4,338 | $317K | 0.0% | $73.08 * | $50.50 | +33.9% | COMMON STOCK USD1.0 | 171340102 |
| NWL | NEWELL BRANDS INC | 20,370 | $314K | 0.0% | $15.41 * | $15.20 | -24.9% | COMMON STOCK USD1.0 | 651229106 |
| RMD | RESMED INC | 2,566 | $313K | 0.0% | $121.98 * | $100.52 | +14.7% | COMMON STOCK USD.004 | 761152107 |
| — | LIFE STORAGE INC | 3,284 | $312K | 0.0% | $95.01 | $96.78 | — | REIT USD.01 | 53223X107 |
| VLY | VALLEY NATIONAL BANCORP | 28,958 | $312K | 0.0% | $10.77 | $10.09 | +6.8% | COMMON STOCK | 919794107 |
| — | ASSERTIO THERAPEUTICS INC | 90,096 | $311K | 0.0% | $3.45 | $3.61 | — | COMMON STOCK | 04545L107 |
| WDC | WESTERN DIGITAL CORP | 6,449 | $307K | 0.0% | $47.60 * | $42.59 | -18.4% | COMMON STOCK USD.01 | 958102105 |
| — | NUVASIVE INC | 5,223 | $306K | 0.0% | $58.59 | $61.86 | — | COMMON STOCK USD.001 | 670704105 |
| HPQ | HP INC | 14,690 | $305K | 0.0% | $20.76 * | $12.54 | +32.6% | COMMON STOCK USD.01 | 40434L105 |
| HWC | HANCOCK WHITNEY CORP | 7,611 | $305K | 0.0% | $40.07 | $40.51 | -1.1% | COMMON STOCK USD3.33 | 410120109 |
| MSA | MSA SAFETY INC | 2,896 | $305K | 0.0% | $105.32 | $102.10 | +3.2% | COMMON STOCK | 553498106 |
| — | APERGY CORP | 9,025 | $303K | 0.0% | $33.57 | $39.29 | — | COMMON STOCK USD.01 | 03755L104 |
| OII | OCEANEERING INTL INC | 14,600 | $298K | 0.0% | $20.41 | $17.70 | +15.2% | COMMON STOCK USD.25 | 675232102 |
| SMG | SCOTTS MIRACLE GRO CO | 3,000 | $296K | 0.0% | $98.67 * | $63.10 | +22.8% | COMMON STOCK USD.01 | 810186106 |
| NUS | NU SKIN ENTERPRISES INC A | 5,978 | $295K | 0.0% | $49.35 * | $49.58 | -21.2% | COMMON STOCK USD.001 | 67018T105 |
| IBN | ICICI BANK LTD SPON ADR | 23,371 | $294K | 0.0% | $12.58 | $10.02 | +25.7% | ADR | 45104G104 |
| PCH | POTLATCHDELTIC CORP | 7,547 | $294K | 0.0% | $38.96 | $31.67 | — | REIT USD1.0 | 737630103 |
| TREE | LENDINGTREE INC | 700 | $294K | 0.0% | $420.00 | $351.43 | — | COMMON STOCK USD.01 | 52603B107 |
| MTDR | MATADOR RESOURCES CO | 14,700 | $292K | 0.0% | $19.86 | $22.58 | -12.0% | COMMON STOCK USD.01 | 576485205 |
| — | DENBURY RESOURCES INC | 235,411 | $292K | 0.0% | $1.24 | $5.70 | — | COMMON STOCK USD.001 | 247916208 |
| — | CORELOGIC INC | 6,951 | $291K | 0.0% | $41.86 | $35.39 | — | COMMON STOCK USD1.0 | 21871D103 |
| DKS | DICK S SPORTING GOODS INC | 8,386 | $290K | 0.0% | $34.58 * | $28.18 | +0.5% | COMMON STOCK USD.01 | 253393102 |
| — | CHEMICAL FINANCIAL CORP | 7,033 | $289K | 0.0% | $41.09 | $40.50 | — | COMMON STOCK USD1.0 | 163731102 |
| FITB | FIFTH THIRD BANCORP | 10,306 | $288K | 0.0% | $27.94 * | $23.23 | -6.9% | COMMON STOCK | 316773100 |
| CDNS | CADENCE DESIGN SYS INC | 4,066 | $288K | 0.0% | $70.83 | $43.42 | +63.1% | COMMON STOCK USD.01 | 127387108 |
| CLNE | CLEAN ENERGY FUELS CORP | 107,507 | $287K | 0.0% | $2.67 | $2.91 | -8.1% | COMMON STOCK USD.0001 | 184499101 |
| PTC | PTC INC | 3,197 | $287K | 0.0% | $89.77 | $68.44 | +31.1% | COMMON STOCK USD.01 | 69370C100 |
| FANG | DIAMONDBACK ENERGY INC | 2,622 | $286K | 0.0% | $109.08 * | $86.64 | -2.1% | COMMON STOCK USD.01 | 25278X109 |
| AKAM | AKAMAI TECHNOLOGIES INC | 3,565 | $286K | 0.0% | $80.22 | $67.88 | +18.1% | COMMON STOCK USD.01 | 00971T101 |
| CF | CF INDUSTRIES HOLDINGS INC | 6,102 | $285K | 0.0% | $46.71 * | $32.86 | +21.1% | COMMON STOCK USD.01 | 125269100 |
| — | ANDEAVOR LOGISTICS LP | 7,805 | $284K | 0.0% | $36.39 | $36.39 | — | MLP | 03350F106 |
| GT | GOODYEAR TIRE RUBBER CO | 18,500 | $283K | 0.0% | $15.30 | $19.89 | -23.1% | COMMON STOCK | 382550101 |
| FRCB | FIRST REPUBLIC BANK/CA | 2,900 | $283K | 0.0% | $97.59 * | $95.86 | -0.6% | COMMON STOCK USD.01 | 33616C100 |
| ASB | ASSOCIATED BANC CORP | 13,400 | $283K | 0.0% | $21.12 * | $17.28 | -5.6% | COMMON STOCK USD.01 | 045487105 |
| — | ELDORADO RESORTS INC | 6,105 | $281K | 0.0% | $46.03 | $36.22 | — | COMMON STOCK | 28470R102 |
| JBGS | JBG SMITH PROPERTIES | 7,100 | $279K | 0.0% | $39.30 | $34.79 | — | REIT USD.01 | 46590V100 |
| — | SEAGATE TECHNOLOGY | 5,916 | $279K | 0.0% | $47.16 | $47.39 | — | COMMON STOCK USD.00001 | G7945M107 |
| ONC | BEIGENE LTD ADR | 2,239 | $278K | 0.0% | $124.16 | $134.92 | -8.1% | ADR USD.0001 | 07725L102 |
| FFIN | FIRST FINL BANKSHARES INC | 9,000 | $277K | 0.0% | $30.78 * | $26.58 | +2.7% | COMMON STOCK USD.01 | 32020R109 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 11,000 | $277K | 0.0% | $25.18 | $25.42 | -0.9% | COMMON STOCK USD.1 | 01741R102 |
| KMT | KENNAMETAL INC | 7,390 | $273K | 0.0% | $36.94 * | $29.89 | +2.0% | COMMON STOCK USD1.25 | 489170100 |
| — | HOLLYFRONTIER CORP | 5,882 | $272K | 0.0% | $46.24 | $41.16 | — | COMMON STOCK USD.01 | 436106108 |
| — | CIMAREX ENERGY CO | 4,576 | $271K | 0.0% | $59.22 | $63.63 | — | COMMON STOCK USD.01 | 171798101 |
| — | BANCORPSOUTH BANK | 9,331 | $271K | 0.0% | $29.04 | $26.15 | — | COMMON STOCK | 05971J102 |
| RRX | REGAL BELOIT CORP | 3,314 | $271K | 0.0% | $81.77 | $75.57 | +8.1% | COMMON STOCK USD.01 | 758750103 |
| — | TREEHOUSE FOODS INC | 4,960 | $268K | 0.0% | $54.03 | $47.81 | — | COMMON STOCK USD.01 | 89469A104 |
| CAKE | CHEESECAKE FACTORY INC/THE | 6,130 | $268K | 0.0% | $43.72 * | $41.05 | -6.8% | COMMON STOCK USD.01 | 163072101 |
| GATX | GATX CORP | 3,348 | $265K | 0.0% | $79.15 * | $68.03 | +2.2% | COMMON STOCK USD.625 | 361448103 |
| VMI | VALMONT INDUSTRIES | 2,083 | $264K | 0.0% | $126.74 | $124.63 | +1.7% | COMMON STOCK USD1.0 | 920253101 |
| HBAN | HUNTINGTON BANCSHARES INC | 19,111 | $264K | 0.0% | $13.81 * | $9.92 | +3.0% | COMMON STOCK USD.01 | 446150104 |
| CDP | CORPORATE OFFICE PROPERTIES | 10,007 | $264K | 0.0% | $26.38 | $20.99 | — | REIT USD.01 | 22002T108 |
| CBT | CABOT CORP | 5,518 | $263K | 0.0% | $47.66 * | $41.63 | -2.3% | COMMON STOCK USD1.0 | 127055101 |
| — | ELECTRONICS FOR IMAGING | 7,096 | $262K | 0.0% | $36.92 | $42.22 | — | COMMON STOCK USD.01 | 286082102 |
| SBRA | SABRA HEALTH CARE REIT INC | 13,318 | $262K | 0.0% | $19.67 | $22.92 | — | REIT USD.01 | 78573L106 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 22,528 | $262K | 0.0% | $11.63 | $13.29 | -12.5% | COMMON STOCK USD.01 | 01988P108 |
| NUE | NUCOR CORP | 4,704 | $259K | 0.0% | $55.06 * | $52.02 | -7.1% | COMMON STOCK USD.4 | 670346105 |
| — | SANDERSON FARMS INC | 1,900 | $259K | 0.0% | $136.32 | $133.05 | — | COMMON STOCK USD1.0 | 800013104 |
| ACHC | ACADIA HEALTHCARE CO INC | 7,400 | $259K | 0.0% | $35.00 | $33.53 | +4.2% | COMMON STOCK USD.01 | 00404A109 |
| — | HOSPITALITY PROPERTIES TRUST | 10,377 | $259K | 0.0% | $24.96 | $28.09 | — | REIT USD.01 | 44106M102 |
| — | J.C. PENNEY CO INC | 227,200 | $259K | 0.0% | $1.14 | $2.56 | — | COMMON STOCK USD.5 | 708160106 |
| VRE | MACK CALI REALTY CORP | 11,085 | $258K | 0.0% | $23.27 | $20.53 | — | REIT USD.01 | 554489104 |
| — | CBS CORP CLASS B NON VOTING | 5,155 | $257K | 0.0% | $49.85 | $49.28 | — | COMMON STOCK USD.001 | 124857202 |
| FHI | FEDERATED INVESTORS INC CL B | 7,848 | $255K | 0.0% | $32.49 * | $18.02 | +33.9% | COMMON STOCK | 314211103 |
| XRAY | DENTSPLY SIRONA INC | 4,348 | $254K | 0.0% | $58.42 | $53.73 | +8.6% | COMMON STOCK USD.01 | 24906P109 |
| BWA | BORGWARNER INC | 6,018 | $253K | 0.0% | $42.04 * | $31.04 | +7.6% | COMMON STOCK USD.01 | 099724106 |
| IVZ | INVESCO LTD | 12,329 | $252K | 0.0% | $20.44 * | $17.40 | -13.4% | COMMON STOCK USD.2 | G491BT108 |
| DVA | DAVITA INC | 4,425 | $249K | 0.0% | $56.27 | $61.26 | -8.2% | COMMON STOCK USD.001 | 23918K108 |
| IP | INTERNATIONAL PAPER CO | 5,703 | $247K | 0.0% | $43.31 * | $30.46 | +0.5% | COMMON STOCK USD1.0 | 460146103 |
| — | MYLAN NV | 12,991 | $247K | 0.0% | $19.01 | $32.57 | — | COMMON STOCK EUR.01 | N59465109 |
| EXPE | EXPEDIA GROUP INC | 1,841 | $245K | 0.0% | $133.08 | $121.78 | +7.3% | COMMON STOCK USD.001 | 30212P303 |
| WHR | WHIRLPOOL CORP | 1,719 | $245K | 0.0% | $142.52 | $136.16 | +4.6% | COMMON STOCK USD1.0 | 963320106 |
| REZI | RESIDEO TECHNOLOGIES INC | 11,163 | $245K | 0.0% | $21.95 | $21.34 | +2.7% | COMMON STOCK USD.001 | 76118Y104 |
| ETR | ENTERGY CORP | 2,371 | $244K | 0.0% | $102.91 * | $36.64 | +11.0% | COMMON STOCK USD.01 | 29364G103 |
| LGND | LIGAND PHARMACEUTICALS | 2,132 | $243K | 0.0% | $113.98 * | $86.94 | -18.1% | COMMON STOCK USD.001 | 53220K504 |
| — | WESTROCK CO | 6,673 | $243K | 0.0% | $36.42 | $45.34 | — | COMMON STOCK | 96145D105 |
| PENN | PENN NATIONAL GAMING INC | 12,507 | $241K | 0.0% | $19.27 | $26.47 | -27.2% | COMMON STOCK USD.01 | 707569109 |
| WY | WEYERHAEUSER CO | 9,105 | $240K | 0.0% | $26.36 * | $23.54 | -12.3% | REIT USD1.25 | 962166104 |
| AAP | ADVANCE AUTO PARTS INC | 1,543 | $238K | 0.0% | $154.24 * | $118.81 | +14.3% | COMMON STOCK USD.0001 | 00751Y106 |
| — | OASIS PETROLEUM INC | 41,700 | $237K | 0.0% | $5.68 | $5.68 | — | COMMON STOCK USD.01 | 674215108 |
| — | OWENS ILLINOIS INC | 13,716 | $237K | 0.0% | $17.28 | $17.21 | — | COMMON STOCK USD.01 | 690768403 |
| PFG | PRINCIPAL FINANCIAL GROUP | 4,078 | $236K | 0.0% | $57.87 * | $38.05 | +18.4% | COMMON STOCK USD.01 | 74251V102 |
| COR | AMERISOURCEBERGEN CORP | 2,739 | $234K | 0.0% | $85.43 * | $66.80 | +3.7% | COMMON STOCK USD.01 | 03073E105 |
| UTHR | UNITED THERAPEUTICS CORP | 2,998 | $234K | 0.0% | $78.05 | $109.75 | -28.9% | COMMON STOCK USD.01 | 91307C102 |
| TXT | TEXTRON INC | 4,418 | $234K | 0.0% | $52.97 | $60.29 | -12.8% | COMMON STOCK USD.125 | 883203101 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 2,051 | $233K | 0.0% | $113.60 | $102.91 | +10.3% | COMMON STOCK USD.01 | 874054109 |
| TGNA | TEGNA INC | 15,307 | $232K | 0.0% | $15.16 | $12.07 | +27.6% | COMMON STOCK USD1.0 | 87901J105 |
| UMBF | UMB FINANCIAL CORP | 3,516 | $231K | 0.0% | $65.70 | $64.83 | +1.5% | COMMON STOCK USD1.0 | 902788108 |
| MOS | MOSAIC CO/THE | 9,175 | $230K | 0.0% | $25.07 * | $23.55 | -6.0% | COMMON STOCK USD.01 | 61945C103 |
| IDCC | INTERDIGITAL INC | 3,567 | $230K | 0.0% | $64.48 | $78.74 | -18.2% | COMMON STOCK USD.01 | 45867G101 |
| — | UNITED STATES STEEL CORP | 14,995 | $230K | 0.0% | $15.34 | $18.30 | — | COMMON STOCK USD1.0 | 912909108 |
| CNO | CNO FINANCIAL GROUP INC | 13,732 | $229K | 0.0% | $16.68 * | $15.43 | -6.9% | COMMON STOCK USD.01 | 12621E103 |
| — | AMCOR PLC | 19,972 | $229K | 0.0% | $11.47 * | $8.56 | +2.2% | COMMON STOCK USD.01 | G0250X107 |
| CINF | CINCINNATI FINANCIAL CORP | 2,200 | $228K | 0.0% | $103.64 * | $80.87 | +8.5% | COMMON STOCK USD2.0 | 172062101 |
| — | DISH NETWORK CORP A | 5,939 | $228K | 0.0% | $38.39 | $31.51 | — | COMMON STOCK USD.01 | 25470M109 |
| URBN | URBAN OUTFITTERS INC | 9,917 | $226K | 0.0% | $22.79 | $34.17 | -33.4% | COMMON STOCK USD.0001 | 917047102 |
| HRB | HR BLOCK INC | 7,701 | $226K | 0.0% | $29.35 * | $17.25 | +32.0% | COMMON STOCK | 093671105 |
| CRS | CARPENTER TECHNOLOGY | 4,685 | $225K | 0.0% | $48.03 * | $39.73 | +7.4% | COMMON STOCK USD5.0 | 144285103 |
| — | LABORATORY CRP OF AMER HLDGS | 1,287 | $223K | 0.0% | $173.27 | $145.33 | — | COMMON STOCK USD.1 | 50540R409 |
| SXT | SENSIENT TECHNOLOGIES CORP | 3,040 | $223K | 0.0% | $73.36 | $67.09 | +9.5% | COMMON STOCK USD.1 | 81725T100 |
| NEU | NEWMARKET CORP | 554 | $222K | 0.0% | $400.72 * | $343.70 | +2.0% | COMMON STOCK | 651587107 |
| VVV | VALVOLINE INC | 11,300 | $221K | 0.0% | $19.56 | $18.47 | +5.8% | COMMON STOCK USD.01 | 92047W101 |
| NAVI | NAVIENT CORP | 16,080 | $219K | 0.0% | $13.62 | $11.46 | +19.1% | COMMON STOCK USD.01 | 63938C108 |
| — | PATTERSON COS INC | 9,544 | $219K | 0.0% | $22.95 | $19.70 | — | COMMON STOCK USD.01 | 703395103 |
| — | KANSAS CITY SOUTHERN | 1,783 | $217K | 0.0% | $121.70 | $99.06 | — | COMMON STOCK USD.01 | 485170302 |
| CTRA | CABOT OIL GAS CORP | 9,400 | $216K | 0.0% | $22.98 * | $17.99 | -4.7% | COMMON STOCK USD.1 | 127097103 |
| — | CHESAPEAKE ENERGY CORP | 110,582 | $216K | 0.0% | $1.95 | $2.30 | — | COMMON STOCK USD.01 | 165167107 |
| FMC | FMC CORP | 2,600 | $216K | 0.0% | $83.08 * | $64.95 | +6.2% | COMMON STOCK USD.1 | 302491303 |
| MUSA | MURPHY USA INC | 2,575 | $216K | 0.0% | $83.88 * | $77.38 | +5.6% | COMMON STOCK | 626755102 |
| — | COVETRUS INC | 8,800 | $215K | 0.0% | $24.43 | $29.48 | — | COMMON STOCK | 22304C100 |
| FOXA | FOX CORP CLASS A | 5,832 | $214K | 0.0% | $36.69 * | $35.41 | -5.2% | COMMON STOCK USD.01 | 35137L105 |
| NRG | NRG ENERGY INC | 6,084 | $214K | 0.0% | $35.17 * | $27.96 | +4.6% | COMMON STOCK USD.01 | 629377508 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 11,069 | $213K | 0.0% | $19.24 * | $16.63 | -15.5% | COMMON STOCK USD1.0 | 47233W109 |
| RVTY | PERKINELMER INC | 2,200 | $212K | 0.0% | $96.36 | $81.02 | +17.0% | COMMON STOCK USD1.0 | 714046109 |
| — | ANSYS INC | 1,032 | $211K | 0.0% | $204.46 | $143.19 | — | COMMON STOCK USD.01 | 03662Q105 |
| — | SYMANTEC CORP | 9,642 | $210K | 0.0% | $21.78 | $18.88 | — | COMMON STOCK USD.01 | 871503108 |
| — | L BRANDS INC | 8,061 | $210K | 0.0% | $26.05 | $33.11 | — | COMMON STOCK USD.5 | 501797104 |
| UA | UNDER ARMOUR INC CLASS C | 9,449 | $210K | 0.0% | $22.22 | $20.80 | +6.7% | COMMON STOCK USD.000333 | 904311206 |
| EGP | EASTGROUP PROPERTIES INC | 1,800 | $209K | 0.0% | $116.11 | $116.11 | — | REIT | 277276101 |
| DXC | DXC TECHNOLOGY CO | 3,787 | $209K | 0.0% | $55.19 * | $83.46 | -36.0% | COMMON STOCK USD.01 | 23355L106 |
| WAFD | WASHINGTON FEDERAL INC | 5,969 | $208K | 0.0% | $34.85 * | $22.26 | +26.4% | COMMON STOCK USD1.0 | 938824109 |
| R | RYDER SYSTEM INC | 3,549 | $207K | 0.0% | $58.33 | $59.11 | -1.4% | COMMON STOCK USD.5 | 783549108 |
| TSCO | TRACTOR SUPPLY COMPANY | 1,882 | $205K | 0.0% | $108.93 * | $13.07 | +50.4% | COMMON STOCK USD.008 | 892356106 |
| RRC | RANGE RESOURCES CORP | 29,277 | $204K | 0.0% | $6.97 | $13.16 | -47.0% | COMMON STOCK USD.01 | 75281A109 |
| CPB | CAMPBELL SOUP CO | 5,037 | $202K | 0.0% | $40.10 * | $31.60 | +2.1% | COMMON STOCK USD.0375 | 134429109 |
| TEX | TEREX CORP | 6,435 | $202K | 0.0% | $31.39 | $31.28 | +0.4% | COMMON STOCK USD.01 | 880779103 |
| — | JACOBS ENGINEERING GROUP INC | 2,343 | $198K | 0.0% | $84.51 | $62.58 | — | COMMON STOCK USD1.0 | 469814107 |
| NTCT | NETSCOUT SYSTEMS INC | 7,799 | $198K | 0.0% | $25.39 | $25.19 | +0.8% | COMMON STOCK USD.001 | 64115T104 |
| FLS | FLOWSERVE CORP | 3,715 | $196K | 0.0% | $52.76 * | $38.90 | +17.8% | COMMON STOCK USD1.25 | 34354P105 |
| TDS | TELEPHONE AND DATA SYSTEMS | 6,416 | $195K | 0.0% | $30.39 | $33.17 | -8.4% | COMMON STOCK USD.01 | 879433829 |
| QRVO | QORVO INC | 2,917 | $194K | 0.0% | $66.51 | $71.96 | -7.4% | COMMON STOCK USD.0001 | 74736K101 |
| UAA | UNDER ARMOUR INC CLASS A | 7,640 | $194K | 0.0% | $25.39 | $23.43 | +8.2% | COMMON STOCK USD.000333 | 904311107 |
| SM | SM ENERGY CO | 15,349 | $192K | 0.0% | $12.51 * | $18.12 | -37.5% | COMMON STOCK USD.01 | 78454L100 |
| AN | AUTONATION INC | 4,567 | $192K | 0.0% | $42.04 | $37.81 | +10.9% | COMMON STOCK USD.01 | 05329W102 |
| MD | MEDNAX INC | 7,561 | $191K | 0.0% | $25.26 | $40.20 | -37.2% | COMMON STOCK USD.01 | 58502B106 |
| RHI | ROBERT HALF INTL INC | 3,327 | $190K | 0.0% | $57.11 | $53.95 | +5.7% | COMMON STOCK USD.001 | 770323103 |
| CAR | AVIS BUDGET GROUP INC | 5,364 | $189K | 0.0% | $35.23 * | $33.41 | -0.0% | COMMON STOCK USD.01 | 053774105 |
| GPC | GENUINE PARTS CO | 1,819 | $188K | 0.0% | $103.35 * | $85.44 | +0.6% | COMMON STOCK USD1.0 | 372460105 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 1,461 | $187K | 0.0% | $127.99 * | $93.95 | +21.7% | COMMON STOCK USD.01 | 11133T103 |
| — | DELPHI TECHNOLOGIES PLC | 9,348 | $187K | 0.0% | $20.00 | $14.33 | — | COMMON STOCK USD.01 | G2709G107 |
| UAL | UNITED AIRLINES HOLDINGS INC | 2,128 | $186K | 0.0% | $87.41 | $71.54 | +22.4% | COMMON STOCK USD.01 | 910047109 |
| SBH | SALLY BEAUTY HOLDINGS INC | 13,964 | $186K | 0.0% | $13.32 | $18.08 | -26.2% | COMMON STOCK USD.01 | 79546E104 |
| — | PROOFPOINT INC | 1,537 | $185K | 0.0% | $120.36 | $85.70 | — | COMMON STOCK USD.0001 | 743424103 |
| UE | URBAN EDGE PROPERTIES | 10,680 | $185K | 0.0% | $17.32 | $16.67 | — | REIT USD.01 | 91704F104 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 4,060 | $183K | 0.0% | $45.07 | $51.13 | -11.9% | COMMON STOCK USD.01 | 00737L103 |
| GRMN | GARMIN LTD | 2,285 | $182K | 0.0% | $79.65 * | $64.24 | +7.3% | COMMON STOCK CHF.1 | H2906T109 |
| WOR | WORTHINGTON INDUSTRIES | 4,523 | $182K | 0.0% | $40.24 * | $23.95 | +3.7% | COMMON STOCK | 981811102 |
| MLKN | HERMAN MILLER INC | 4,056 | $181K | 0.0% | $44.63 * | $27.60 | +36.4% | COMMON STOCK USD.2 | 600544100 |
| CE | CELANESE CORP | 1,674 | $180K | 0.0% | $107.53 * | $95.85 | -0.6% | COMMON STOCK USD.0001 | 150870103 |
| HAS | HASBRO INC | 1,693 | $179K | 0.0% | $105.73 * | $67.81 | +21.9% | COMMON STOCK USD.5 | 418056107 |
| DGX | QUEST DIAGNOSTICS INC | 1,741 | $177K | 0.0% | $101.67 * | $82.09 | +8.8% | COMMON STOCK USD.01 | 74834L100 |
| — | DOMTAR CORP | 3,911 | $174K | 0.0% | $44.49 | $35.03 | — | COMMON STOCK USD.01 | 257559203 |
| DNOW | NOW INC | 11,700 | $173K | 0.0% | $14.79 | $14.07 | +4.9% | COMMON STOCK USD.01 | 67011P100 |
| — | MICHAELS COS INC/THE | 19,261 | $168K | 0.0% | $8.72 | $17.10 | — | COMMON STOCK USD.06775 | 59408Q106 |
| — | ARCONIC INC | 6,504 | $168K | 0.0% | $25.83 | $25.83 | — | COMMON STOCK | 03965L100 |
| TPR | TAPESTRY INC | 5,242 | $166K | 0.0% | $31.67 * | $33.04 | -18.8% | COMMON STOCK USD.01 | 876030107 |
| JACK | JACK IN THE BOX INC | 2,041 | $166K | 0.0% | $81.33 | $81.26 | +0.2% | COMMON STOCK USD.01 | 466367109 |
| — | JUNIPER NETWORKS INC | 6,217 | $166K | 0.0% | $26.70 | $27.37 | — | COMMON STOCK USD.00001 | 48203R104 |
| PZZA | PAPA JOHN S INTL INC | 3,532 | $158K | 0.0% | $44.73 * | $41.10 | -7.5% | COMMON STOCK USD.01 | 698813102 |
| ALEX | ALEXANDER BALDWIN INC | 6,747 | $156K | 0.0% | $23.12 | $18.38 | — | REIT | 014491104 |
| WLY | WILEY (JOHN) SONS CLASS A | 3,387 | $155K | 0.0% | $45.76 * | $42.38 | -13.5% | COMMON STOCK USD1.0 | 968223206 |
| LKQ | LKQ CORP | 5,710 | $152K | 0.0% | $26.62 * | $25.13 | -5.0% | COMMON STOCK USD.01 | 501889208 |
| — | PARSLEY ENERGY INC CLASS A | 7,995 | $152K | 0.0% | $19.01 | $28.97 | — | COMMON STOCK USD.01 | 701877102 |
| CNX | CNX RESOURCES CORP | 20,371 | $149K | 0.0% | $7.31 | $15.79 | -53.7% | COMMON STOCK USD.01 | 12653C108 |
| RDWR | RADWARE LTD | 6,000 | $148K | 0.0% | $24.67 | $24.58 | +0.6% | COMMON STOCK ILS.05 | M81873107 |
| CBOE | CBOE GLOBAL MARKETS INC | 1,406 | $146K | 0.0% | $103.84 * | $94.76 | +0.4% | COMMON STOCK | 12503M108 |
| — | HANESBRANDS INC | 8,500 | $146K | 0.0% | $17.18 | $17.88 | — | COMMON STOCK USD.01 | 410345102 |
| EPC | EDGEWELL PERSONAL CARE CO | 5,362 | $145K | 0.0% | $27.04 * | $39.79 | -38.2% | COMMON STOCK USD.01 | 28035Q102 |
| GHC | GRAHAM HOLDINGS CO CLASS B | 203 | $140K | 0.0% | $689.66 * | $573.91 | +12.3% | COMMON STOCK USD1.0 | 384637104 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $140K | 0.0% | $10.44 | $21.37 | — | ADR USD.00004 | 091727107 |
| OMC | OMNICOM GROUP | 1,699 | $139K | 0.0% | $81.81 * | $57.22 | +13.2% | COMMON STOCK USD.15 | 681919106 |
| — | UNITI GROUP INC | 14,616 | $139K | 0.0% | $9.51 | $15.60 | — | REIT USD.0001 | 91325V108 |
| GNW | GENWORTH FINANCIAL INC CL A | 37,542 | $139K | 0.0% | $3.70 | $4.32 | -14.1% | COMMON STOCK USD.001 | 37247D106 |
| LNWO | SCIENTIFIC GAMES CORP | 6,900 | $137K | 0.0% | $19.86 | $20.31 | -2.4% | COMMON STOCK USD.001 | 80874P109 |
| — | MCDERMOTT INTL INC | 14,042 | $136K | 0.0% | $9.69 | $12.15 | — | COMMON STOCK USD1.0 | 580037703 |
| COTY | COTY INC CL A | 9,975 | $134K | 0.0% | $13.43 * | $11.80 | +9.7% | COMMON STOCK USD.01 | 222070203 |
| — | NORDSTROM INC | 4,161 | $133K | 0.0% | $31.96 | $38.10 | — | COMMON STOCK | 655664100 |
| TRIP | TRIPADVISOR INC | 2,853 | $132K | 0.0% | $46.27 * | $44.70 | -7.9% | COMMON STOCK USD.001 | 896945201 |
| — | MR COOPER GROUP INC | 16,347 | $131K | 0.0% | $8.01 | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| AJG | ARTHUR J GALLAGHER CO | 1,500 | $131K | 0.0% | $87.33 * | $76.79 | +5.3% | COMMON STOCK USD1.0 | 363576109 |
| SLGN | SILGAN HOLDINGS INC | 4,134 | $127K | 0.0% | $30.72 | $25.16 | +21.6% | COMMON STOCK USD.01 | 827048109 |
| CARS | CARS.COM INC | 6,403 | $126K | 0.0% | $19.68 | $25.00 | -21.1% | COMMON STOCK USD.01 | 14575E105 |
| SKT | TANGER FACTORY OUTLET CENTER | 7,706 | $125K | 0.0% | $16.22 | $25.56 | — | REIT USD.01 | 875465106 |
| — | QEP RESOURCES INC | 17,307 | $125K | 0.0% | $7.22 | $7.39 | — | COMMON STOCK USD.01 | 74733V100 |
| EG | EVEREST RE GROUP LTD | 501 | $124K | 0.0% | $247.50 * | $186.73 | +15.6% | COMMON STOCK USD.01 | G3223R108 |
| — | MALLINCKRODT PLC | 13,490 | $124K | 0.0% | $9.19 | $20.31 | — | COMMON STOCK USD.2 | G5785G107 |
| CMP | COMPASS MINERALS INTERNATION | 2,230 | $123K | 0.0% | $55.16 * | $43.49 | +8.4% | COMMON STOCK USD.01 | 20451N101 |
| CPRI | CAPRI HOLDINGS LTD | 3,546 | $123K | 0.0% | $34.69 | $43.70 | -20.6% | COMMON STOCK | G1890L107 |
| HOG | HARLEY DAVIDSON INC | 3,392 | $122K | 0.0% | $35.97 | $48.87 | -26.7% | COMMON STOCK USD.01 | 412822108 |
| WERN | WERNER ENTERPRISES INC | 3,931 | $122K | 0.0% | $31.04 | $32.60 | -4.7% | COMMON STOCK USD.01 | 950755108 |
| — | INTERPUBLIC GROUP OF COS INC | 5,303 | $120K | 0.0% | $22.63 * | $16.59 | +5.0% | COMMON STOCK USD.1 | 460690100 |
| SYNA | SYNAPTICS INC | 4,051 | $118K | 0.0% | $29.13 | $37.55 | -22.4% | COMMON STOCK USD.001 | 87157D109 |
| SEE | SEALED AIR CORP | 2,661 | $114K | 0.0% | $42.84 * | $30.61 | +23.9% | COMMON STOCK USD.1 | 81211K100 |
| — | APARTMENT INVT MGMT CO A | 2,262 | $113K | 0.0% | $49.96 | $50.40 | — | REIT USD.01 | 03748R754 |
| PBF | PBF ENERGY INC CLASS A | 3,543 | $111K | 0.0% | $31.33 | $40.34 | -22.4% | COMMON STOCK USD.001 | 69318G106 |
| TRMK | TRUSTMARK CORP | 3,296 | $110K | 0.0% | $33.37 * | $24.90 | +9.3% | COMMON STOCK | 898402102 |
| ALK | ALASKA AIR GROUP INC | 1,667 | $107K | 0.0% | $64.19 * | $61.58 | +2.1% | COMMON STOCK USD.01 | 011659109 |
| NDAQ | NASDAQ INC | 1,100 | $106K | 0.0% | $96.36 * | $25.70 | +13.6% | COMMON STOCK USD.01 | 631103108 |
| DDS | DILLARDS INC CL A | 1,673 | $104K | 0.0% | $62.16 * | $41.66 | +13.5% | COMMON STOCK | 254067101 |
| TPH | TRI POINTE GROUP INC | 8,700 | $104K | 0.0% | $11.95 | $12.44 | -3.8% | COMMON STOCK USD.01 | 87265H109 |
| EVRG | EVERGY INC | 1,700 | $102K | 0.0% | $60.00 * | $43.95 | +6.5% | COMMON STOCK | 30034W106 |
| HNI | HNI CORP | 2,784 | $98,000 | 0.0% | $35.20 | $37.94 | -6.7% | COMMON STOCK USD1.0 | 404251100 |
| AIZ | ASSURANT INC | 905 | $96,000 | 0.0% | $106.08 * | $85.64 | +10.5% | COMMON STOCK USD.01 | 04621X108 |
| WU | WESTERN UNION CO | 4,842 | $96,000 | 0.0% | $19.83 | $19.83 | — | COMMON STOCK USD.01 | 959802109 |
| RJF | RAYMOND JAMES FINANCIAL INC | 1,017 | $86,000 | 0.0% | $84.56 * | $48.66 | +4.9% | COMMON STOCK USD.01 | 754730109 |
| — | TUPPERWARE BRANDS CORP | 4,464 | $85,000 | 0.0% | $19.04 | $31.58 | — | COMMON STOCK USD.01 | 899896104 |
| — | INTL SPEEDWAY CORP CL A | 1,689 | $76,000 | 0.0% | $45.00 | $43.70 | — | COMMON STOCK USD.01 | 460335201 |
| GEF | GREIF INC CL A | 2,157 | $70,000 | 0.0% | $32.45 * | $35.93 | -28.2% | COMMON STOCK | 397624107 |
| — | ARISTA NETWORKS INC | 228 | $59,000 | 0.0% | $258.77 | $258.77 | — | COMMON STOCK USD.0001 | 040413106 |
| — | ION GEOPHYSICAL CORP | 6,683 | $54,000 | 0.0% | $8.08 | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| — | VALHI INC | 16,000 | $48,000 | 0.0% | $3.00 | $3.00 | — | COMMON STOCK USD.01 | 918905100 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 1,186 | $45,000 | 0.0% | $37.94 * | $31.32 | -0.7% | COMMON STOCK USD1.0 | 459044103 |
| KODK | EASTMAN KODAK CO | 18,376 | $44,000 | 0.0% | $2.39 | $8.53 | -71.9% | COMMON STOCK USD.01 | 277461406 |
| PEB | PEBBLEBROOK HOTEL TRUST | 1,300 | $37,000 | 0.0% | $28.46 | $28.46 | — | REIT USD.01 | 70509V100 |
| — | GLOBALSTAR INC | 70,200 | $34,000 | 0.0% | $0.48 | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| — | OUTFRONT MEDIA INC | 70 | $2,000 | 0.0% | $28.57 | $28.57 | — | REIT USD.01 | 69007J106 |