Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Oct 28, 2019
Total Value: $4.356B (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 | 2,382,354 | $707M | 16.2% | $296.77 | $291.16 | +1.9% | SPDR TRUST SERIES 1 | 78462F103 |
| EFA | ISHARES MSCI EAFE ETF | 3,517,481 | $229M | 5.3% | $65.21 | $64.91 | +0.5% | ISHARES MSCI EAFE ETF | 464287465 |
| CTVA | CORTEVA INC | 4,260,223 | $119M | 2.7% | $28.00 * | $25.02 | +3.4% | COMMON STOCK USD.01 | 22052L104 |
| MSFT | MICROSOFT CORP | 642,972 | $89.39M | 2.1% | $139.03 * | $41.95 | +213.6% | COMMON STOCK USD.00000625 | 594918104 |
| EEM | ISHARES MSCI EMERGING MARKETS | 2,098,775 | $85.78M | 2.0% | $40.87 | $42.99 | -4.9% | ISHARES MSCI EMERGING MARKET | 464287234 |
| AAPL | APPLE INC | 361,063 | $80.87M | 1.9% | $223.97 * | $22.18 | +142.9% | COMMON STOCK USD.00001 | 037833100 |
| VOO | VANGUARD SP 500 ETF | 273,113 | $74.45M | 1.7% | $272.60 | $249.29 | +9.4% | VANGUARD S+P 500 ETF | 922908363 |
| AMZN | AMAZON.COM INC CDI | 37,701 | $65.45M | 1.5% | $1735.92 * | $32.22 | +169.4% | COMMON STOCK USD.01 | 023135106 |
| GOOG | ALPHABET INC CL C CDI | 45,984 | $56.05M | 1.3% | $1218.99 * | $37.36 | +61.9% | COMMON STOCK USD.001 | 02079K107 |
| JPM | JPMORGAN CHASE CO | 350,578 | $41.26M | 0.9% | $117.69 * | $46.45 | +113.0% | COMMON STOCK USD1.0 | 46625H100 |
| V | VISA INC CLASS A SHARES | 239,193 | $41.14M | 0.9% | $172.01 * | $76.63 | +114.8% | COMMON STOCK USD.0001 | 92826C839 |
| META | FACEBOOK INC CLASS A | 201,172 | $35.83M | 0.8% | $178.08 | $104.82 | +68.7% | COMMON STOCK USD.000006 | 30303M102 |
| BABA | ALIBABA GROUP HOL SP ADR CDI | 182,597 | $30.54M | 0.7% | $167.23 | $152.98 | +9.3% | ADR USD.000025 | 01609W102 |
| HD | HOME DEPOT INC | 131,445 | $30.5M | 0.7% | $232.02 * | $108.46 | +83.9% | COMMON STOCK USD.05 | 437076102 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 610,901 | $28.39M | 0.7% | $46.48 | $23.12 | +101.1% | ADR | 874039100 |
| DAL | DELTA AIR LINES INC | 472,252 | $27.2M | 0.6% | $57.60 * | $34.76 | +58.9% | COMMON STOCK USD.0001 | 247361702 |
| MA | MASTERCARD INC A | 98,427 | $26.73M | 0.6% | $271.57 * | $161.34 | +62.5% | COMMON STOCK USD.0001 | 57636Q104 |
| JNJ | JOHNSON JOHNSON | 197,851 | $25.6M | 0.6% | $129.38 * | $93.49 | +16.1% | COMMON STOCK USD1.0 | 478160104 |
| MRK | MERCK CO. INC. | 277,326 | $23.34M | 0.5% | $84.18 * | $40.44 | +63.1% | COMMON STOCK USD.5 | 58933Y105 |
| BRK/B | BERKSHIRE HATHAWAY CL B CDI | 112,015 | $23.3M | 0.5% | $208.02 | $156.75 | +32.7% | COMMON STOCK USD.0033 | 084670702 |
| AME | AMETEK INC | 243,708 | $22.38M | 0.5% | $91.82 * | $65.80 | +33.8% | COMMON STOCK USD.01 | 031100100 |
| CMCSA | COMCAST CORP CLASS A | 494,585 | $22.3M | 0.5% | $45.08 * | $27.46 | +39.0% | COMMON STOCK USD.01 | 20030N101 |
| BAC | BANK OF AMERICA CORP CDI | 748,720 | $21.84M | 0.5% | $29.17 * | $16.43 | +52.4% | COMMON STOCK USD.01 | 060505104 |
| CVX | CHEVRON CORP CDI | 183,628 | $21.78M | 0.5% | $118.60 * | $75.62 | +18.8% | COMMON STOCK USD.75 | 166764100 |
| AOS | SMITH (A.O.) CORP | 440,814 | $21.03M | 0.5% | $47.71 * | $43.48 | -2.2% | COMMON STOCK USD1.0 | 831865209 |
| PG | PROCTER GAMBLE CO/THE | 166,235 | $20.68M | 0.5% | $124.38 * | $70.09 | +51.8% | COMMON STOCK | 742718109 |
| DG | DOLLAR GENERAL CORP | 124,008 | $19.71M | 0.5% | $158.94 * | $111.69 | +30.7% | COMMON STOCK USD.875 | 256677105 |
| UNP | UNION PACIFIC CORP | 119,661 | $19.38M | 0.4% | $161.98 * | $136.66 | +3.2% | COMMON STOCK USD2.5 | 907818108 |
| COST | COSTCO WHOLESALE CORP | 65,742 | $18.94M | 0.4% | $288.11 * | $160.26 | +64.0% | COMMON STOCK USD.005 | 22160K105 |
| DHR | DANAHER CORP | 130,105 | $18.79M | 0.4% | $144.43 * | $79.07 | +57.6% | COMMON STOCK USD.01 | 235851102 |
| UNH | UNITEDHEALTH GROUP INC | 85,063 | $18.49M | 0.4% | $217.32 * | $131.44 | +49.4% | COMMON STOCK USD.01 | 91324P102 |
| DIS | WALT DISNEY CO/THE | 139,747 | $18.21M | 0.4% | $130.32 * | $93.56 | +35.3% | COMMON STOCK USD.01 | 254687106 |
| — | US CONCRETE INC | 323,368 | $17.88M | 0.4% | $55.28 | $23.28 | — | COMMON STOCK USD.001 | 90333L201 |
| IEX | IDEX CORP | 107,621 | $17.64M | 0.4% | $163.88 * | $127.32 | +19.2% | COMMON STOCK USD.01 | 45167R104 |
| TJX | TJX COMPANIES INC | 313,453 | $17.47M | 0.4% | $55.74 * | $40.57 | +26.6% | COMMON STOCK USD1.0 | 872540109 |
| ELV | ANTHEM INC | 72,476 | $17.4M | 0.4% | $240.09 * | $210.46 | +4.9% | COMMON STOCK USD.01 | 036752103 |
| BF/B | BROWN FORMAN CORP CLASS B | 273,764 | $17.19M | 0.4% | $62.78 * | $44.42 | +26.7% | COMMON STOCK USD.15 | 115637209 |
| TXN | TEXAS INSTRUMENTS INC | 131,041 | $16.94M | 0.4% | $129.24 * | $50.20 | +115.3% | COMMON STOCK USD1.0 | 882508104 |
| CSCO | CISCO SYSTEMS INC CDI | 341,532 | $16.88M | 0.4% | $49.41 * | $25.60 | +58.9% | COMMON STOCK USD.001 | 17275R102 |
| PLD | PROLOGIS INC | 191,273 | $16.3M | 0.4% | $85.22 * | $49.88 | +43.8% | REIT USD.01 | 74340W103 |
| EQIX | EQUINIX INC | 27,833 | $16.05M | 0.4% | $576.80 * | $337.99 | +52.0% | REIT USD.001 | 29444U700 |
| EL | ESTEE LAUDER COMPANIES CL A | 78,255 | $15.57M | 0.4% | $198.95 * | $91.32 | +100.9% | COMMON STOCK USD.01 | 518439104 |
| FNF | FIDELITY NATIONAL FINANCIAL | 337,986 | $15.01M | 0.3% | $44.41 * | $26.63 | +21.5% | COMMON STOCK USD.0001 | 31620R303 |
| — | INGERSOLL RAND PLC | 121,250 | $14.94M | 0.3% | $123.21 | $79.28 | — | COMMON STOCK USD1.0 | G47791101 |
| DE | DEERE CO | 88,547 | $14.94M | 0.3% | $168.68 * | $139.44 | +10.9% | COMMON STOCK USD1.0 | 244199105 |
| PEP | PEPSICO INC | 107,873 | $14.79M | 0.3% | $137.10 * | $82.83 | +36.9% | COMMON STOCK USD.017 | 713448108 |
| AMT | AMERICAN TOWER CORP | 65,715 | $14.53M | 0.3% | $221.14 * | $96.55 | +93.2% | REIT USD.01 | 03027X100 |
| ADI | ANALOG DEVICES INC | 129,610 | $14.48M | 0.3% | $111.73 * | $74.38 | +34.2% | COMMON STOCK USD.167 | 032654105 |
| CSX | CSX CORP | 205,542 | $14.24M | 0.3% | $69.27 * | $18.05 | +17.6% | COMMON STOCK USD1.0 | 126408103 |
| BA | BOEING CO/THE | 36,718 | $13.97M | 0.3% | $380.47 | $248.63 | +51.2% | COMMON STOCK USD5.0 | 097023105 |
| MPC | MARATHON PETROLEUM CORP | 229,830 | $13.96M | 0.3% | $60.75 * | $54.19 | -7.8% | COMMON STOCK USD.01 | 56585A102 |
| BDX | BECTON DICKINSON AND CO | 54,210 | $13.71M | 0.3% | $252.96 * | $164.51 | +36.1% | COMMON STOCK USD1.0 | 075887109 |
| DD | DUPONT DE NEMOURS INC | 189,238 | $13.49M | 0.3% | $71.31 * | $27.24 | -3.2% | COMMON STOCK USD.01 | 26614N102 |
| — | UNITED TECHNOLOGIES CORP | 96,288 | $13.14M | 0.3% | $136.52 | $114.01 | — | COMMON STOCK USD1.0 | 913017109 |
| — | CELGENE CORP | 131,529 | $13.06M | 0.3% | $99.30 | $103.42 | — | COMMON STOCK USD.01 | 151020104 |
| — | RAYTHEON COMPANY | 64,842 | $12.72M | 0.3% | $196.18 | $164.16 | — | COMMON STOCK USD.01 | 755111507 |
| DOW | DOW INC | 264,482 | $12.6M | 0.3% | $47.65 * | $36.37 | -7.4% | COMMON STOCK USD.01 | 260557103 |
| AZO | AUTOZONE INC | 11,279 | $12.23M | 0.3% | $1084.58 | $754.78 | +43.7% | COMMON STOCK USD.01 | 053332102 |
| TDG | TRANSDIGM GROUP INC | 23,127 | $12.04M | 0.3% | $520.69 * | $244.86 | +67.1% | COMMON STOCK USD.01 | 893641100 |
| NKE | NIKE INC CL B | 128,112 | $12.03M | 0.3% | $93.92 * | $72.67 | +18.9% | COMMON STOCK | 654106103 |
| VZ | VERIZON COMMUNICATIONS INC | 190,329 | $11.49M | 0.3% | $60.36 * | $31.89 | +33.0% | COMMON STOCK USD.1 | 92343V104 |
| EXC | EXELON CORP | 237,661 | $11.48M | 0.3% | $48.31 * | $17.04 | +61.9% | COMMON STOCK | 30161N101 |
| IJH | ISHARES CORE SP MID CAP ETF | 59,247 | $11.45M | 0.3% | $193.22 * | $38.40 | +0.6% | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| MSCI | MSCI INC | 51,828 | $11.29M | 0.3% | $217.76 * | $159.45 | +28.3% | COMMON STOCK USD.01 | 55354G100 |
| SHW | SHERWIN WILLIAMS CO/THE | 20,127 | $11.07M | 0.3% | $549.86 * | $126.07 | +37.6% | COMMON STOCK USD1.0 | 824348106 |
| XOM | EXXON MOBIL CORP | 156,244 | $11.03M | 0.3% | $70.61 * | $54.39 | -2.9% | COMMON STOCK | 30231G102 |
| RSG | REPUBLIC SERVICES INC | 126,822 | $10.98M | 0.3% | $86.55 * | $73.79 | +7.3% | COMMON STOCK USD.01 | 760759100 |
| APH | AMPHENOL CORP CL A | 112,639 | $10.87M | 0.2% | $96.50 * | $20.63 | +10.3% | COMMON STOCK USD.001 | 032095101 |
| ADBE | ADOBE INC | 38,315 | $10.59M | 0.2% | $276.26 | $219.74 | +25.7% | COMMON STOCK USD.0001 | 00724F101 |
| PSA | PUBLIC STORAGE | 42,740 | $10.48M | 0.2% | $245.27 * | $143.97 | +31.0% | REIT USD.1 | 74460D109 |
| SPGI | SP GLOBAL INC | 42,788 | $10.48M | 0.2% | $244.98 * | $179.39 | +29.6% | COMMON STOCK USD1.0 | 78409V104 |
| AXP | AMERICAN EXPRESS CO | 87,947 | $10.4M | 0.2% | $118.28 * | $93.59 | +16.0% | COMMON STOCK USD.2 | 025816109 |
| GOOGL | ALPHABET INC CL A CDI | 8,475 | $10.35M | 0.2% | $1221.12 * | $41.42 | +46.3% | COMMON STOCK USD.001 | 02079K305 |
| ALLE | ALLEGION PLC | 97,850 | $10.14M | 0.2% | $103.65 * | $66.15 | +44.7% | COMMON STOCK USD.01 | G0176J109 |
| MRSH | MARSH MCLENNAN COS | 98,507 | $9.856M | 0.2% | $100.05 * | $72.06 | +25.5% | COMMON STOCK USD1.0 | 571748102 |
| ABT | ABBOTT LABORATORIES | 116,081 | $9.712M | 0.2% | $83.67 * | $47.65 | +57.3% | COMMON STOCK | 002824100 |
| ORLY | O REILLY AUTOMOTIVE INC | 24,216 | $9.65M | 0.2% | $398.50 * | $20.71 | +28.3% | COMMON STOCK USD.01 | 67103H107 |
| AIG | AMERICAN INTERNATIONAL GROUP | 172,832 | $9.627M | 0.2% | $55.70 * | $46.36 | +2.2% | COMMON STOCK USD2.5 | 026874784 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 165,283 | $9.619M | 0.2% | $58.20 * | $30.21 | -3.7% | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| C | CITIGROUP INC | 136,747 | $9.446M | 0.2% | $69.08 * | $39.24 | +40.5% | COMMON STOCK USD.01 | 172967424 |
| EEFT | EURONET WORLDWIDE INC | 64,546 | $9.443M | 0.2% | $146.30 | $150.46 | -2.8% | COMMON STOCK USD.02 | 298736109 |
| VST | VISTRA ENERGY CORP | 339,727 | $9.081M | 0.2% | $26.73 * | $20.24 | +14.7% | COMMON STOCK | 92840M102 |
| MDT | MEDTRONIC PLC | 81,082 | $8.807M | 0.2% | $108.62 * | $74.81 | +22.5% | COMMON STOCK USD.1 | G5960L103 |
| MTD | METTLER TOLEDO INTERNATIONAL | 12,412 | $8.743M | 0.2% | $704.40 | $576.25 | +22.2% | COMMON STOCK USD.01 | 592688105 |
| SPG | SIMON PROPERTY GROUP INC | 56,159 | $8.741M | 0.2% | $155.65 * | $107.91 | +1.8% | REIT USD.0001 | 828806109 |
| — | PS BUSINESS PARKS INC/CA | 47,994 | $8.733M | 0.2% | $181.96 | $126.40 | — | REIT USD.01 | 69360J107 |
| CTAS | CINTAS CORP | 32,322 | $8.666M | 0.2% | $268.11 * | $31.76 | +97.6% | COMMON STOCK | 172908105 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 155,070 | $8.578M | 0.2% | $55.32 * | $34.21 | +38.7% | COMMON STOCK | 609207105 |
| KO | COCA COLA CO/THE | 155,435 | $8.462M | 0.2% | $54.44 * | $39.46 | +13.9% | COMMON STOCK USD.25 | 191216100 |
| PKG | PACKAGING CORP OF AMERICA | 79,704 | $8.457M | 0.2% | $106.11 * | $77.47 | +13.4% | COMMON STOCK USD.01 | 695156109 |
| WAT | WATERS CORP | 37,736 | $8.424M | 0.2% | $223.24 | $196.24 | +13.8% | COMMON STOCK USD.01 | 941848103 |
| PM | PHILIP MORRIS INTERNATIONAL | 110,602 | $8.398M | 0.2% | $75.93 * | $57.41 | -3.9% | COMMON STOCK | 718172109 |
| HON | HONEYWELL INTERNATIONAL INC | 49,544 | $8.383M | 0.2% | $169.20 * | $86.65 | +61.6% | COMMON STOCK USD1.0 | 438516106 |
| FE | FIRSTENERGY CORP | 173,136 | $8.35M | 0.2% | $48.23 * | $30.61 | +21.7% | COMMON STOCK USD.1 | 337932107 |
| ODFL | OLD DOMINION FREIGHT LINE | 48,910 | $8.313M | 0.2% | $169.97 * | $44.07 | +25.0% | COMMON STOCK USD.1 | 679580100 |
| USFD | US FOODS HOLDING CORP | 199,943 | $8.218M | 0.2% | $41.10 | $34.89 | +17.8% | COMMON STOCK USD.01 | 912008109 |
| GD | GENERAL DYNAMICS CORP | 44,839 | $8.193M | 0.2% | $182.72 * | $119.79 | +31.8% | COMMON STOCK USD1.0 | 369550108 |
| ACN | ACCENTURE PLC CL A | 41,426 | $7.968M | 0.2% | $192.34 * | $144.42 | +21.5% | COMMON STOCK USD.0000225 | G1151C101 |
| COP | CONOCOPHILLIPS | 138,868 | $7.913M | 0.2% | $56.98 * | $38.74 | +17.2% | COMMON STOCK USD.01 | 20825C104 |
| SLB | SCHLUMBERGER LTD | 229,609 | $7.846M | 0.2% | $34.17 * | $53.95 | -45.8% | COMMON STOCK USD.01 | 806857108 |
| AMGN | AMGEN INC CDI | 40,221 | $7.783M | 0.2% | $193.51 * | $117.45 | +36.1% | COMMON STOCK USD.0001 | 031162100 |
| T | ATT INC CDI | 204,680 | $7.745M | 0.2% | $37.84 * | $13.69 | +34.2% | COMMON STOCK USD1.0 | 00206R102 |
| VRSK | VERISK ANALYTICS INC | 48,489 | $7.668M | 0.2% | $158.14 * | $113.48 | +33.9% | COMMON STOCK USD.001 | 92345Y106 |
| NFLX | NETFLIX INC | 28,123 | $7.526M | 0.2% | $267.61 * | $30.59 | -12.5% | COMMON STOCK USD.001 | 64110L106 |
| ORCL | ORACLE CORP | 135,162 | $7.438M | 0.2% | $55.03 * | $37.73 | +33.1% | COMMON STOCK USD.01 | 68389X105 |
| — | BUCKEYE PARTNERS LP | 180,600 | $7.421M | 0.2% | $41.09 | $41.05 | — | MLP | 118230101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 43,554 | $7.379M | 0.2% | $169.42 | $152.21 | +11.3% | COMMON STOCK USD.01 | 92532F100 |
| INVH | INVITATION HOMES INC | 243,747 | $7.217M | 0.2% | $29.61 * | $20.95 | +18.2% | REIT USD.01 | 46187W107 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 76,338 | $7.044M | 0.2% | $92.27 * | $69.30 | +22.9% | COMMON STOCK USD.01 | 45866F104 |
| CCK | CROWN HOLDINGS INC | 106,316 | $7.023M | 0.2% | $66.06 * | $51.03 | +23.0% | COMMON STOCK USD5.0 | 228368106 |
| MCO | MOODY S CORP | 34,169 | $6.999M | 0.2% | $204.83 * | $131.50 | +47.8% | COMMON STOCK USD.01 | 615369105 |
| MCD | MCDONALD S CORP | 32,549 | $6.989M | 0.2% | $214.72 * | $126.25 | +47.1% | COMMON STOCK USD.01 | 580135101 |
| — | CORESITE REALTY CORP | 57,158 | $6.965M | 0.2% | $121.86 | $94.20 | — | REIT USD.01 | 21870Q105 |
| — | BLACKROCK INC | 15,575 | $6.941M | 0.2% | $445.65 | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| — | TE CONNECTIVITY LTD | 74,106 | $6.905M | 0.2% | $93.18 | $76.26 | — | COMMON STOCK CHF.57 | H84989104 |
| CRM | SALESFORCE.COM INC | 46,018 | $6.831M | 0.2% | $148.44 | $105.53 | +39.0% | COMMON STOCK USD.001 | 79466L302 |
| STE | STERIS PLC | 46,488 | $6.717M | 0.2% | $144.49 * | $110.62 | +23.6% | COMMON STOCK USD75.0 | G8473T100 |
| AVB | AVALONBAY COMMUNITIES INC | 30,829 | $6.638M | 0.2% | $215.32 * | $133.59 | +29.8% | REIT USD.01 | 053484101 |
| APD | AIR PRODUCTS CHEMICALS INC | 29,732 | $6.596M | 0.2% | $221.85 * | $132.58 | +44.0% | COMMON STOCK USD1.0 | 009158106 |
| WMT | WALMART INC CDI | 54,170 | $6.429M | 0.1% | $118.68 * | $26.89 | +34.6% | COMMON STOCK USD.1 | 931142103 |
| ROP | ROPER TECHNOLOGIES INC | 17,625 | $6.285M | 0.1% | $356.60 * | $280.64 | +22.4% | COMMON STOCK USD.01 | 776696106 |
| WELL | WELLTOWER INC | 68,764 | $6.233M | 0.1% | $90.64 * | $56.98 | +31.5% | REIT USD1.0 | 95040Q104 |
| SYF | SYNCHRONY FINANCIAL | 177,737 | $6.059M | 0.1% | $34.09 * | $25.27 | +15.3% | COMMON STOCK USD.001 | 87165B103 |
| HEI | HEICO CORP | 48,383 | $6.042M | 0.1% | $124.88 | $85.37 | +46.3% | COMMON STOCK USD.01 | 422806109 |
| — | AARON S INC | 93,203 | $5.989M | 0.1% | $64.26 | $49.05 | — | COMMON STOCK USD.5 | 002535300 |
| — | VERSUM MATERIALS INC | 111,865 | $5.921M | 0.1% | $52.93 | $49.90 | — | COMMON STOCK USD1.0 | 92532W103 |
| ESS | ESSEX PROPERTY TRUST INC | 17,814 | $5.819M | 0.1% | $326.65 * | $172.53 | +52.0% | REIT USD.0001 | 297178105 |
| VRSN | VERISIGN INC | 30,298 | $5.715M | 0.1% | $188.63 | $93.57 | +99.8% | COMMON STOCK USD.001 | 92343E102 |
| AVGO | BROADCOM INC | 20,486 | $5.656M | 0.1% | $276.09 * | $21.62 | +8.8% | COMMON STOCK | 11135F101 |
| SBUX | STARBUCKS CORP | 63,896 | $5.65M | 0.1% | $88.42 * | $56.85 | +35.5% | COMMON STOCK USD.001 | 855244109 |
| INTC | INTEL CORP | 108,670 | $5.6M | 0.1% | $51.53 * | $31.38 | +44.0% | COMMON STOCK USD.001 | 458140100 |
| BX | BLACKSTONE GROUP INC/THE A | 112,156 | $5.478M | 0.1% | $48.84 * | $39.22 | +0.4% | COMMON STOCK | 09260D107 |
| ETN | EATON CORP PLC | 64,486 | $5.362M | 0.1% | $83.15 * | $67.54 | +9.9% | COMMON STOCK USD.01 | G29183103 |
| — | WABCO HOLDINGS INC | 39,600 | $5.297M | 0.1% | $133.76 | $123.42 | — | COMMON STOCK USD.01 | 92927K102 |
| DPZ | DOMINO S PIZZA INC | 21,655 | $5.297M | 0.1% | $244.61 * | $211.07 | +7.6% | COMMON STOCK USD.01 | 25754A201 |
| AVY | AVERY DENNISON CORP | 46,504 | $5.281M | 0.1% | $113.56 * | $97.52 | +4.6% | COMMON STOCK USD1.0 | 053611109 |
| PRI | PRIMERICA INC | 41,423 | $5.27M | 0.1% | $127.22 | $106.76 | +19.2% | COMMON STOCK | 74164M108 |
| EME | EMCOR GROUP INC | 60,757 | $5.232M | 0.1% | $86.11 * | $75.66 | +11.2% | COMMON STOCK USD.01 | 29084Q100 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 116,587 | $5.132M | 0.1% | $44.02 | $34.95 | — | REIT USD.01 | 76169C100 |
| FICO | FAIR ISAAC CORP | 16,866 | $5.119M | 0.1% | $303.51 | $151.19 | +100.7% | COMMON STOCK USD.01 | 303250104 |
| BKNG | BOOKING HOLDINGS INC CDI | 2,608 | $5.118M | 0.1% | $1962.42 | $1885.92 | +2.4% | COMMON STOCK USD.008 | 09857L108 |
| ROST | ROSS STORES INC | 46,519 | $5.11M | 0.1% | $109.85 * | $78.72 | +31.3% | COMMON STOCK USD.01 | 778296103 |
| EQR | EQUITY RESIDENTIAL | 59,110 | $5.099M | 0.1% | $86.26 * | $47.69 | +42.4% | REIT USD.01 | 29476L107 |
| TX | TERNIUM SA SPONSORED ADR | 264,537 | $5.076M | 0.1% | $19.19 | $24.85 | -22.8% | ADR USD1.0 | 880890108 |
| OSK | OSHKOSH CORP | 66,828 | $5.066M | 0.1% | $75.81 * | $61.55 | +11.0% | COMMON STOCK USD.01 | 688239201 |
| PYPL | PAYPAL HOLDINGS INC | 48,625 | $5.037M | 0.1% | $103.59 | $87.78 | +17.7% | COMMON STOCK USD.0001 | 70450Y103 |
| INGR | INGREDION INC | 61,327 | $5.013M | 0.1% | $81.74 | $94.95 | -13.9% | COMMON STOCK USD.01 | 457187102 |
| — | BROOKFIELD ASSET MANAGE CL A | 94,323 | $5.008M | 0.1% | $53.09 | $53.09 | — | COMMON STOCK | 112585104 |
| EXR | EXTRA SPACE STORAGE INC | 42,829 | $5.003M | 0.1% | $116.81 * | $55.49 | +66.4% | REIT USD.01 | 30225T102 |
| CHE | CHEMED CORP | 11,731 | $4.899M | 0.1% | $417.61 * | $261.60 | +56.4% | COMMON STOCK USD1.0 | 16359R103 |
| STLD | STEEL DYNAMICS INC | 162,940 | $4.856M | 0.1% | $29.80 * | $27.45 | -4.1% | COMMON STOCK USD.005 | 858119100 |
| LHX | L3HARRIS TECHNOLOGIES INC | 23,216 | $4.844M | 0.1% | $208.65 * | $180.55 | +2.2% | COMMON STOCK USD1.0 | 502431109 |
| — | ALLERGAN PLC | 28,361 | $4.773M | 0.1% | $168.29 | $174.29 | — | COMMON STOCK USD.0033 | G0177J108 |
| KLAC | KLA CORP | 29,759 | $4.745M | 0.1% | $159.45 * | $97.68 | +51.2% | COMMON STOCK USD.001 | 482480100 |
| LMT | LOCKHEED MARTIN CORP | 12,132 | $4.732M | 0.1% | $390.04 * | $297.23 | +10.8% | COMMON STOCK USD1.0 | 539830109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 14,642 | $4.715M | 0.1% | $322.02 | $202.62 | +58.9% | COMMON STOCK USD.01 | 879360105 |
| CPRT | COPART INC | 58,671 | $4.713M | 0.1% | $80.33 * | $11.20 | +79.4% | COMMON STOCK | 217204106 |
| — | LAM RESEARCH CORP | 20,361 | $4.706M | 0.1% | $231.13 | $79.72 | — | COMMON STOCK USD.001 | 512807108 |
| PPG | PPG INDUSTRIES INC | 39,612 | $4.694M | 0.1% | $118.50 * | $88.81 | +18.2% | COMMON STOCK USD1.67 | 693506107 |
| — | BBT CORP | 87,870 | $4.69M | 0.1% | $53.37 | $52.65 | — | COMMON STOCK USD5.0 | 054937107 |
| ALSN | ALLISON TRANSMISSION HOLDING | 98,498 | $4.634M | 0.1% | $47.05 * | $31.34 | +35.4% | COMMON STOCK USD.01 | 01973R101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 15,880 | $4.625M | 0.1% | $291.25 | $196.47 | +45.9% | COMMON STOCK USD1.0 | 883556102 |
| LLY | ELI LILLY CO | 41,233 | $4.611M | 0.1% | $111.83 * | $73.18 | +41.4% | COMMON STOCK | 532457108 |
| BXP | BOSTON PROPERTIES INC | 35,445 | $4.596M | 0.1% | $129.67 * | $85.65 | +11.5% | REIT USD.01 | 101121101 |
| JCI | JOHNSON CONTROLS INTERNATION | 103,989 | $4.564M | 0.1% | $43.89 * | $29.68 | +29.9% | COMMON STOCK USD.01 | G51502105 |
| — | MEDIDATA SOLUTIONS INC | 49,743 | $4.551M | 0.1% | $91.49 | $90.54 | — | COMMON STOCK USD.01 | 58471A105 |
| — | EL PASO ELECTRIC CO | 67,800 | $4.548M | 0.1% | $67.08 | $63.09 | — | COMMON STOCK | 283677854 |
| ZTS | ZOETIS INC | 36,429 | $4.539M | 0.1% | $124.60 * | $84.04 | +40.8% | COMMON STOCK USD.01 | 98978V103 |
| IBM | INTL BUSINESS MACHINES CORP | 31,166 | $4.532M | 0.1% | $145.41 * | $102.26 | +3.8% | COMMON STOCK USD.2 | 459200101 |
| FAF | FIRST AMERICAN FINANCIAL | 76,605 | $4.52M | 0.1% | $59.00 * | $30.20 | +58.1% | COMMON STOCK USD.00001 | 31847R102 |
| SSNC | SSC TECHNOLOGIES HOLDINGS | 87,144 | $4.494M | 0.1% | $51.57 | $54.78 | -5.9% | COMMON STOCK USD.01 | 78467J100 |
| — | EZCORP INC | 5,635,000 | $4.466M | 0.1% | $0.79 | $0.90 | — | COMPANY GUAR 05/25 2.375 | 302301AE6 |
| SEIC | SEI INVESTMENTS COMPANY | 74,407 | $4.409M | 0.1% | $59.26 * | $50.79 | +7.2% | COMMON STOCK USD.01 | 784117103 |
| TRNO | TERRENO REALTY CORP | 86,218 | $4.405M | 0.1% | $51.09 | $34.50 | — | REIT USD.01 | 88146M101 |
| IHRT | IHEARTMEDIA INC CLASS A | 292,187 | $4.383M | 0.1% | $15.00 | $14.60 | +2.8% | COMMON STOCK | 45174J509 |
| LII | LENNOX INTERNATIONAL INC | 18,036 | $4.382M | 0.1% | $242.96 * | $186.87 | +20.5% | COMMON STOCK USD.01 | 526107107 |
| — | IBERIABANK CORP | 56,540 | $4.271M | 0.1% | $75.54 | $77.46 | — | COMMON STOCK USD1.0 | 450828108 |
| FBIN | FORTUNE BRANDS HOME SECURI | 77,589 | $4.244M | 0.1% | $54.70 * | $42.56 | +0.0% | COMMON STOCK USD.01 | 34964C106 |
| PSX | PHILLIPS 66 | 41,245 | $4.223M | 0.1% | $102.39 * | $77.81 | +2.0% | COMMON STOCK | 718546104 |
| — | LIBERTY PROPERTY TRUST | 82,124 | $4.215M | 0.1% | $51.32 | $43.51 | — | REIT USD.001 | 531172104 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 59,266 | $4.209M | 0.1% | $71.02 * | $34.55 | +83.1% | COMMON STOCK USD.01 | 099502106 |
| HAE | HAEMONETICS CORP/MASS | 33,270 | $4.197M | 0.1% | $126.15 | $88.57 | +42.4% | COMMON STOCK USD.01 | 405024100 |
| CPT | CAMDEN PROPERTY TRUST | 37,678 | $4.183M | 0.1% | $111.02 * | $75.12 | +19.6% | REIT USD.01 | 133131102 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 26,779 | $4.125M | 0.1% | $154.04 * | $91.23 | +32.9% | REIT USD.01 | 015271109 |
| PRU | PRUDENTIAL FINANCIAL INC | 45,824 | $4.122M | 0.1% | $89.95 * | $64.27 | +2.3% | COMMON STOCK USD.01 | 744320102 |
| RS | RELIANCE STEEL ALUMINUM | 41,273 | $4.113M | 0.1% | $99.65 | $79.13 | +25.9% | COMMON STOCK | 759509102 |
| — | STORE CAPITAL CORP | 109,312 | $4.089M | 0.1% | $37.41 | $30.26 | — | REIT USD.01 | 862121100 |
| EVR | EVERCORE INC A | 51,006 | $4.086M | 0.1% | $80.11 * | $62.62 | +11.6% | COMMON STOCK USD.01 | 29977A105 |
| JKHY | JACK HENRY ASSOCIATES INC | 27,629 | $4.033M | 0.1% | $145.97 * | $89.37 | +51.5% | COMMON STOCK USD.01 | 426281101 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 30,175 | $4.031M | 0.1% | $133.59 | $88.84 | — | REIT USD.01 | 29472R108 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 18,807 | $3.983M | 0.1% | $211.78 * | $159.37 | +15.5% | COMMON STOCK USD.01 | 446413106 |
| — | INTERXION HOLDING NV | 48,569 | $3.956M | 0.1% | $81.45 | $74.13 | — | COMMON STOCK EUR.1 | N47279109 |
| — | SANTANDER CONSUMER USA HOLDI | 154,581 | $3.943M | 0.1% | $25.51 | $24.84 | — | COMMON STOCK USD.01 | 80283M101 |
| — | CAESARS ENTERTAINMENT CORP | 336,750 | $3.927M | 0.1% | $11.66 | $11.63 | — | COMMON STOCK USD.01 | 127686103 |
| NVDA | NVIDIA CORP | 22,527 | $3.921M | 0.1% | $174.06 * | $4.03 | +7.3% | COMMON STOCK USD.001 | 67066G104 |
| WRB | WR BERKLEY CORP | 54,274 | $3.92M | 0.1% | $72.23 * | $20.36 | +37.1% | COMMON STOCK USD.2 | 084423102 |
| VTR | VENTAS INC | 53,543 | $3.91M | 0.1% | $73.03 * | $47.04 | +21.5% | REIT USD.25 | 92276F100 |
| PHM | PULTEGROUP INC | 106,684 | $3.899M | 0.1% | $36.55 * | $23.94 | +43.2% | COMMON STOCK USD.01 | 745867101 |
| GM | GENERAL MOTORS CO | 104,012 | $3.898M | 0.1% | $37.48 * | $30.17 | +17.2% | COMMON STOCK USD.01 | 37045V100 |
| ABBV | ABBVIE INC | 50,928 | $3.856M | 0.1% | $75.71 * | $53.68 | +8.4% | COMMON STOCK USD.01 | 00287Y109 |
| CAH | CARDINAL HEALTH INC | 79,868 | $3.769M | 0.1% | $47.19 * | $40.45 | -1.5% | COMMON STOCK | 14149Y108 |
| CL | COLGATE PALMOLIVE CO | 51,183 | $3.762M | 0.1% | $73.50 * | $56.07 | +13.1% | COMMON STOCK USD1.0 | 194162103 |
| — | VIACOM INC CLASS B | 155,322 | $3.732M | 0.1% | $24.03 | $26.08 | — | COMMON STOCK USD.001 | 92553P201 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 17,983 | $3.711M | 0.1% | $206.36 | $180.49 | +14.3% | COMMON STOCK USD.01 | 989207105 |
| TGT | TARGET CORP | 34,509 | $3.689M | 0.1% | $106.90 * | $67.30 | +34.7% | COMMON STOCK USD.0833 | 87612E106 |
| HSY | HERSHEY CO/THE | 23,762 | $3.683M | 0.1% | $155.00 * | $84.12 | +59.3% | COMMON STOCK USD1.0 | 427866108 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 45,008 | $3.682M | 0.1% | $81.81 | $79.64 | — | REIT USD.01 | 78377T107 |
| — | GENESEE WYOMING INC CL A | 33,114 | $3.659M | 0.1% | $110.50 | $105.09 | — | COMMON STOCK USD.01 | 371559105 |
| — | SUNTRUST BANKS INC | 52,983 | $3.645M | 0.1% | $68.80 | $64.82 | — | COMMON STOCK USD1.0 | 867914103 |
| BMY | BRISTOL MYERS SQUIBB CO | 70,735 | $3.587M | 0.1% | $50.71 * | $44.10 | -10.0% | COMMON STOCK USD.1 | 110122108 |
| CDW | CDW CORP/DE | 28,998 | $3.574M | 0.1% | $123.25 * | $68.72 | +66.3% | COMMON STOCK USD.01 | 12514G108 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 14,673 | $3.565M | 0.1% | $242.96 * | $190.20 | +20.3% | COMMON STOCK USD.01 | 303075105 |
| BSX | BOSTON SCIENTIFIC CORP | 87,462 | $3.559M | 0.1% | $40.69 | $29.18 | +39.5% | COMMON STOCK USD.01 | 101137107 |
| ACGL | ARCH CAPITAL GROUP LTD | 84,551 | $3.549M | 0.1% | $41.97 * | $26.96 | +48.0% | COMMON STOCK USD.01 | G0450A105 |
| FR | FIRST INDUSTRIAL REALTY TR | 89,630 | $3.546M | 0.1% | $39.56 | $29.42 | — | REIT USD.01 | 32054K103 |
| — | POLYONE CORPORATION | 108,563 | $3.545M | 0.1% | $32.65 | $30.63 | — | COMMON STOCK USD.01 | 73179P106 |
| NEE | NEXTERA ENERGY INC | 15,132 | $3.526M | 0.1% | $233.02 * | $19.39 | +157.7% | COMMON STOCK USD.01 | 65339F101 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 42,772 | $3.518M | 0.1% | $82.25 | $51.28 | — | COMMON STOCK USD.01 | 848574109 |
| MAR | MARRIOTT INTERNATIONAL CL A | 28,183 | $3.505M | 0.1% | $124.37 * | $122.02 | -2.4% | COMMON STOCK USD.01 | 571903202 |
| MAA | MID AMERICA APARTMENT COMM | 26,875 | $3.494M | 0.1% | $130.01 * | $73.97 | +41.9% | REIT USD.01 | 59522J103 |
| STZ | CONSTELLATION BRANDS INC A | 16,702 | $3.462M | 0.1% | $207.28 * | $159.25 | +17.4% | COMMON STOCK USD.01 | 21036P108 |
| SYK | STRYKER CORP | 15,923 | $3.444M | 0.1% | $216.29 * | $162.79 | +24.3% | COMMON STOCK USD.1 | 863667101 |
| AAL | AMERICAN AIRLINES GROUP INC | 127,474 | $3.438M | 0.1% | $26.97 | $35.43 | -24.4% | COMMON STOCK | 02376R102 |
| — | WESCO AIRCRAFT HOLDINGS INC | 311,100 | $3.425M | 0.1% | $11.01 | $10.68 | — | COMMON STOCK USD.001 | 950814103 |
| — | CAMBREX CORP | 57,400 | $3.415M | 0.1% | $59.49 | $59.49 | — | COMMON STOCK USD.1 | 132011107 |
| SUI | SUN COMMUNITIES INC | 22,967 | $3.409M | 0.1% | $148.43 | $98.55 | — | REIT USD.01 | 866674104 |
| AMAT | APPLIED MATERIALS INC | 67,826 | $3.385M | 0.1% | $49.91 * | $31.39 | +49.7% | COMMON STOCK USD.01 | 038222105 |
| MO | ALTRIA GROUP INC | 82,733 | $3.384M | 0.1% | $40.90 * | $33.91 | -26.5% | COMMON STOCK USD.333 | 02209S103 |
| O | REALTY INCOME CORP | 44,053 | $3.378M | 0.1% | $76.68 * | $36.92 | +48.1% | REIT USD1.0 | 756109104 |
| EMN | EASTMAN CHEMICAL CO | 45,316 | $3.346M | 0.1% | $73.84 * | $60.65 | -2.7% | COMMON STOCK USD.01 | 277432100 |
| PH | PARKER HANNIFIN CORP | 18,453 | $3.333M | 0.1% | $180.62 * | $118.18 | +39.8% | COMMON STOCK USD.5 | 701094104 |
| AMP | AMERIPRISE FINANCIAL INC | 22,654 | $3.332M | 0.1% | $147.08 * | $123.58 | +6.7% | COMMON STOCK USD.01 | 03076C106 |
| REG | REGENCY CENTERS CORP | 47,919 | $3.33M | 0.1% | $69.49 * | $46.43 | +15.2% | REIT USD.01 | 758849103 |
| UGI | UGI CORP | 66,211 | $3.328M | 0.1% | $50.26 | $41.92 | +19.9% | COMMON STOCK | 902681105 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 32,257 | $3.3M | 0.1% | $102.30 * | $65.11 | +29.5% | COMMON STOCK USD.01 | 65336K103 |
| ALL | ALLSTATE CORP | 30,326 | $3.296M | 0.1% | $108.69 * | $72.00 | +30.1% | COMMON STOCK USD.01 | 020002101 |
| DLR | DIGITAL REALTY TRUST INC | 25,229 | $3.275M | 0.1% | $129.81 * | $81.32 | +28.8% | REIT USD.01 | 253868103 |
| LYB | LYONDELLBASELL INDU CL A | 36,540 | $3.269M | 0.1% | $89.46 * | $46.96 | +26.6% | COMMON STOCK EUR.04 | N53745100 |
| LNC | LINCOLN NATIONAL CORP | 54,067 | $3.261M | 0.1% | $60.31 * | $46.70 | -4.7% | COMMON STOCK | 534187109 |
| — | ASPEN TECHNOLOGY INC | 26,124 | $3.215M | 0.1% | $123.07 | $49.71 | — | COMMON STOCK USD.1 | 045327103 |
| KBH | KB HOME | 94,459 | $3.212M | 0.1% | $34.00 * | $18.92 | +63.0% | COMMON STOCK USD1.0 | 48666K109 |
| — | NAVIGANT CONSULTING INC | 114,794 | $3.208M | 0.1% | $27.95 | $27.95 | — | COMMON STOCK USD.001 | 63935N107 |
| COLD | AMERICOLD REALTY TRUST | 86,450 | $3.205M | 0.1% | $37.07 | $31.40 | — | REIT USD.01 | 03064D108 |
| KMI | KINDER MORGAN INC | 154,884 | $3.192M | 0.1% | $20.61 * | $11.57 | +22.7% | COMMON STOCK USD.01 | 49456B101 |
| — | DUKE REALTY CORP | 93,517 | $3.177M | 0.1% | $33.97 | $32.46 | — | REIT USD.01 | 264411505 |
| — | HCP INC | 87,745 | $3.126M | 0.1% | $35.63 | $28.40 | — | REIT USD1.0 | 40414L109 |
| SIGI | SELECTIVE INSURANCE GROUP | 41,368 | $3.11M | 0.1% | $75.18 * | $69.76 | -2.4% | COMMON STOCK USD2.0 | 816300107 |
| CAT | CATERPILLAR INC | 24,587 | $3.106M | 0.1% | $126.33 * | $112.58 | -1.7% | COMMON STOCK USD1.0 | 149123101 |
| — | ZAYO GROUP HOLDINGS INC | 91,400 | $3.098M | 0.1% | $33.89 | $32.91 | — | COMMON STOCK USD.001 | 98919V105 |
| LSTR | LANDSTAR SYSTEM INC | 27,284 | $3.072M | 0.1% | $112.59 | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| — | FEDERAL REALTY INVS TRUST | 22,554 | $3.071M | 0.1% | $136.16 | $132.11 | — | REIT USD.01 | 313747206 |
| — | AMEDISYS INC | 23,132 | $3.031M | 0.1% | $131.03 | $120.28 | — | COMMON STOCK USD.001 | 023436108 |
| BPOP | POPULAR INC | 55,922 | $3.024M | 0.1% | $54.08 * | $40.68 | +9.8% | COMMON STOCK USD.01 | 733174700 |
| NSA | NATIONAL STORAGE AFFILIATES | 89,719 | $2.994M | 0.1% | $33.37 | $28.59 | — | REIT USD.01 | 637870106 |
| RF | REGIONS FINANCIAL CORP | 188,593 | $2.984M | 0.1% | $15.82 * | $12.02 | +1.9% | COMMON STOCK USD.01 | 7591EP100 |
| — | CENTURYLINK INC | 237,592 | $2.965M | 0.1% | $12.48 | $13.88 | — | COMMON STOCK USD1.0 | 156700106 |
| POR | PORTLAND GENERAL ELECTRIC CO | 52,249 | $2.945M | 0.1% | $56.36 * | $40.56 | +7.9% | COMMON STOCK | 736508847 |
| AMKR | AMKOR TECHNOLOGY INC | 323,337 | $2.942M | 0.1% | $9.10 * | $7.58 | +11.9% | COMMON STOCK USD.001 | 031652100 |
| LDOS | LEIDOS HOLDINGS INC | 34,166 | $2.934M | 0.1% | $85.87 * | $68.24 | +15.8% | COMMON STOCK USD.0001 | 525327102 |
| — | AXA EQUITABLE HOLDINGS INC | 132,043 | $2.926M | 0.1% | $22.16 | $16.63 | — | COMMON STOCK USD.01 | 054561105 |
| JLL | JONES LANG LASALLE INC | 20,905 | $2.907M | 0.1% | $139.06 | $138.00 | +0.5% | COMMON STOCK USD.01 | 48020Q107 |
| ESNT | ESSENT GROUP LTD | 60,761 | $2.896M | 0.1% | $47.66 * | $38.59 | +10.9% | COMMON STOCK USD.015 | G3198U102 |
| THO | THOR INDUSTRIES INC | 49,922 | $2.828M | 0.1% | $56.65 * | $62.12 | -20.2% | COMMON STOCK USD.1 | 885160101 |
| RDN | RADIAN GROUP INC | 123,719 | $2.826M | 0.1% | $22.84 * | $12.97 | +45.9% | COMMON STOCK USD.001 | 750236101 |
| WFC | WELLS FARGO CO | 55,932 | $2.821M | 0.1% | $50.44 * | $41.24 | +3.8% | COMMON STOCK USD1.666 | 949746101 |
| GNTX | GENTEX CORP | 102,005 | $2.809M | 0.1% | $27.54 | $20.95 | +31.5% | COMMON STOCK USD.06 | 371901109 |
| PFE | PFIZER INC | 77,533 | $2.786M | 0.1% | $35.93 * | $18.35 | +38.5% | COMMON STOCK USD.05 | 717081103 |
| — | UNIVAR SOLUTIONS INC | 134,119 | $2.784M | 0.1% | $20.76 | $28.78 | — | COMMON STOCK USD.01 | 91336L107 |
| CXW | CORECIVIC INC | 160,566 | $2.775M | 0.1% | $17.28 * | $18.79 | -13.7% | REIT USD.01 | 21871N101 |
| KRC | KILROY REALTY CORP | 35,252 | $2.746M | 0.1% | $77.90 | $68.26 | — | REIT USD.01 | 49427F108 |
| BRO | BROWN BROWN INC | 75,758 | $2.732M | 0.1% | $36.06 * | $25.71 | +34.2% | COMMON STOCK USD.1 | 115236101 |
| MMS | MAXIMUS INC | 35,287 | $2.726M | 0.1% | $77.25 | $65.89 | +17.3% | COMMON STOCK | 577933104 |
| WEC | WEC ENERGY GROUP INC | 28,616 | $2.721M | 0.1% | $95.09 * | $49.26 | +57.9% | COMMON STOCK USD.01 | 92939U106 |
| AIT | APPLIED INDUSTRIAL TECH INC | 47,560 | $2.701M | 0.1% | $56.79 * | $53.85 | -2.4% | COMMON STOCK | 03820C105 |
| PFG | PRINCIPAL FINANCIAL GROUP | 47,264 | $2.701M | 0.1% | $57.15 * | $43.43 | +3.4% | COMMON STOCK USD.01 | 74251V102 |
| FBP | FIRST BANCORP PUERTO RICO | 268,014 | $2.675M | 0.1% | $9.98 * | $6.87 | +20.0% | COMMON STOCK USD.1 | 318672706 |
| FTNT | FORTINET INC | 34,703 | $2.664M | 0.1% | $76.77 * | $14.54 | +5.6% | COMMON STOCK USD.001 | 34959E109 |
| CVS | CVS HEALTH CORP | 42,154 | $2.659M | 0.1% | $63.08 * | $53.87 | -4.2% | COMMON STOCK USD.01 | 126650100 |
| HIW | HIGHWOODS PROPERTIES INC | 58,996 | $2.651M | 0.1% | $44.94 | $46.45 | — | REIT USD.01 | 431284108 |
| WM | WASTE MANAGEMENT INC | 23,039 | $2.649M | 0.1% | $114.98 * | $71.00 | +46.2% | COMMON STOCK USD.01 | 94106L109 |
| AES | AES CORP | 159,659 | $2.609M | 0.1% | $16.34 * | $12.64 | +3.1% | COMMON STOCK USD.01 | 00130H105 |
| CBRE | CBRE GROUP INC A | 49,207 | $2.608M | 0.1% | $53.00 | $41.18 | +28.7% | COMMON STOCK USD.01 | 12504L109 |
| — | NATIONAL GENERAL HLDGS | 112,185 | $2.582M | 0.1% | $23.02 | $22.94 | — | COMMON STOCK USD.01 | 636220303 |
| NNN | NATIONAL RETAIL PROPERTIES | 45,475 | $2.565M | 0.1% | $56.40 | $43.56 | — | REIT USD.01 | 637417106 |
| CFG | CITIZENS FINANCIAL GROUP | 72,333 | $2.558M | 0.1% | $35.36 * | $25.17 | +6.2% | COMMON STOCK USD.01 | 174610105 |
| AGO | ASSURED GUARANTY LTD | 56,915 | $2.53M | 0.1% | $44.45 * | $38.78 | +2.8% | COMMON STOCK USD.01 | G0585R106 |
| — | SEMGROUP CORP CLASS A | 154,500 | $2.525M | 0.1% | $16.34 | $16.34 | — | COMMON STOCK | 81663A105 |
| AZZ | AZZ INC | 57,863 | $2.521M | 0.1% | $43.57 * | $40.28 | -1.1% | COMMON STOCK USD1.0 | 002474104 |
| — | NRC GROUP HOLDINGS CORP | 200,900 | $2.499M | 0.1% | $12.44 | $12.06 | — | COMMON STOCK USD.0001 | 629375106 |
| HST | HOST HOTELS RESORTS INC | 144,074 | $2.491M | 0.1% | $17.29 * | $14.75 | -6.1% | REIT USD.01 | 44107P104 |
| UHS | UNIVERSAL HEALTH SERVICES B | 16,503 | $2.455M | 0.1% | $148.76 * | $116.56 | +23.9% | COMMON STOCK USD.01 | 913903100 |
| — | HILLENBRAND INC | 79,063 | $2.441M | 0.1% | $30.87 | $30.87 | — | COMMON STOCK | 431571108 |
| DUK | DUKE ENERGY CORP | 25,441 | $2.439M | 0.1% | $95.87 * | $48.66 | +53.5% | COMMON STOCK USD.001 | 26441C204 |
| EBAY | EBAY INC | 62,435 | $2.434M | 0.1% | $38.98 * | $33.55 | +4.5% | COMMON STOCK USD.001 | 278642103 |
| VLO | VALERO ENERGY CORP | 28,492 | $2.429M | 0.1% | $85.25 * | $40.76 | +62.3% | COMMON STOCK USD.01 | 91913Y100 |
| — | GREAT WESTERN BANCORP INC | 72,055 | $2.378M | 0.1% | $33.00 | $32.36 | — | COMMON STOCK USD.01 | 391416104 |
| — | ARGO GROUP INTERNATIONAL | 33,834 | $2.377M | 0.1% | $70.25 | $74.05 | — | COMMON STOCK USD1.0 | G0464B107 |
| FIS | FIDELITY NATIONAL INFO SERV | 17,790 | $2.362M | 0.1% | $132.77 * | $89.20 | +31.6% | COMMON STOCK USD.01 | 31620M106 |
| SO | SOUTHERN CO/THE | 37,915 | $2.342M | 0.1% | $61.77 * | $29.37 | +65.2% | COMMON STOCK USD5.0 | 842587107 |
| AORT | CRYOLIFE INC | 85,834 | $2.33M | 0.1% | $27.15 | $29.30 | -7.3% | COMMON STOCK USD.01 | 228903100 |
| A | AGILENT TECHNOLOGIES INC | 30,343 | $2.325M | 0.1% | $76.62 * | $68.51 | +7.2% | COMMON STOCK USD.01 | 00846U101 |
| — | RETAIL PROPERTIES OF AME A | 188,541 | $2.323M | 0.1% | $12.32 | $11.68 | — | REIT USD.001 | 76131V202 |
| WPC | WP CAREY INC | 25,742 | $2.304M | 0.1% | $89.50 | $84.41 | — | REIT USD.001 | 92936U109 |
| GILD | GILEAD SCIENCES INC | 36,321 | $2.302M | 0.1% | $63.38 * | $54.61 | -8.8% | COMMON STOCK USD.001 | 375558103 |
| — | YY INC ADR CDI | 40,849 | $2.297M | 0.1% | $56.23 | $83.77 | — | ADR USD.00001 | 98426T106 |
| NVR | NVR INC | 617 | $2.294M | 0.1% | $3717.99 | $2929.04 | +26.9% | COMMON STOCK USD.01 | 62944T105 |
| — | ENTEGRA FINANCIAL CORP | 76,300 | $2.292M | 0.1% | $30.04 | $30.12 | — | COMMON STOCK | 29363J108 |
| VSH | VISHAY INTERTECHNOLOGY INC | 135,128 | $2.288M | 0.1% | $16.93 * | $17.91 | -16.8% | COMMON STOCK USD.1 | 928298108 |
| — | BARNES GROUP INC | 44,054 | $2.271M | 0.1% | $51.55 | $53.61 | — | COMMON STOCK USD.01 | 067806109 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 74,643 | $2.265M | 0.1% | $30.34 * | $20.71 | +41.3% | COMMON STOCK USD.01 | 047649108 |
| ZD | J2 GLOBAL INC | 24,785 | $2.251M | 0.1% | $90.82 * | $70.13 | +12.6% | COMMON STOCK USD.01 | 48123V102 |
| FISV | FISERV INC | 21,711 | $2.249M | 0.1% | $103.59 | $72.20 | +43.5% | COMMON STOCK USD.01 | 337738108 |
| URTH | ISHARES MSCI WORLD ETF | 24,467 | $2.246M | 0.1% | $91.80 | $88.47 | +3.7% | ISHARES MSCI WORLD ETF | 464286392 |
| AMN | AMN HEALTHCARE SERVICES INC | 38,975 | $2.243M | 0.1% | $57.55 | $41.04 | +40.2% | COMMON STOCK USD.01 | 001744101 |
| DELL | DELL TECHNOLOGIES C | 43,200 | $2.24M | 0.1% | $51.85 * | $25.10 | -4.0% | COMMON STOCK | 24703L202 |
| — | GENERAL ELECTRIC CO | 249,845 | $2.234M | 0.1% | $8.94 | $9.92 | — | COMMON STOCK USD.06 | 369604103 |
| USB | US BANCORP | 40,297 | $2.23M | 0.1% | $55.34 * | $30.15 | +40.7% | COMMON STOCK USD.01 | 902973304 |
| DIOD | DIODES INC | 55,272 | $2.219M | 0.1% | $40.15 | $35.46 | +13.2% | COMMON STOCK USD.667 | 254543101 |
| LEA | LEAR CORP | 18,708 | $2.206M | 0.1% | $117.92 * | $105.62 | -1.6% | COMMON STOCK USD.01 | 521865204 |
| CHTR | CHARTER COMMUNICATIONS INC A | 5,322 | $2.193M | 0.1% | $412.06 | $323.63 | +27.3% | COMMON STOCK USD.001 | 16119P108 |
| ISRG | INTUITIVE SURGICAL INC | 4,057 | $2.19M | 0.1% | $539.81 * | $163.65 | +10.0% | COMMON STOCK USD.001 | 46120E602 |
| — | HUDSON PACIFIC PROPERTIES IN | 65,382 | $2.188M | 0.1% | $33.46 | $33.34 | — | REIT USD.01 | 444097109 |
| LOW | LOWE S COS INC | 19,742 | $2.171M | 0.0% | $109.97 * | $81.26 | +20.7% | COMMON STOCK USD.5 | 548661107 |
| MOG/A | MOOG INC CLASS A | 26,674 | $2.164M | 0.0% | $81.13 * | $79.41 | -3.9% | COMMON STOCK USD1.0 | 615394202 |
| ETSY | ETSY INC | 38,055 | $2.15M | 0.0% | $56.50 | $52.16 | +8.3% | COMMON STOCK USD.001 | 29786A106 |
| MMM | 3M CO | 13,050 | $2.145M | 0.0% | $164.37 * | $123.34 | -11.4% | COMMON STOCK USD.01 | 88579Y101 |
| AMH | AMERICAN HOMES 4 RENT A | 80,912 | $2.095M | 0.0% | $25.89 | $21.73 | — | REIT USD.01 | 02665T306 |
| OEC | ORION ENGINEERED CARBONS SA | 125,089 | $2.09M | 0.0% | $16.71 | $16.36 | +2.2% | COMMON STOCK | L72967109 |
| — | CORNERSTONE ONDEMAND INC | 37,761 | $2.07M | 0.0% | $54.82 | $57.93 | — | COMMON STOCK USD.0001 | 21925Y103 |
| QCOM | QUALCOMM INC | 27,055 | $2.064M | 0.0% | $76.29 * | $51.54 | +28.6% | COMMON STOCK USD.0001 | 747525103 |
| — | TECH DATA CORP | 19,775 | $2.061M | 0.0% | $104.22 | $95.82 | — | COMMON STOCK USD.0015 | 878237106 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 18,614 | $2.06M | 0.0% | $110.67 * | $101.01 | +3.4% | COMMON STOCK USD.01 | 445658107 |
| GS | GOLDMAN SACHS GROUP INC | 9,877 | $2.047M | 0.0% | $207.25 * | $174.60 | +2.3% | COMMON STOCK USD.01 | 38141G104 |
| GMED | GLOBUS MEDICAL INC A | 39,890 | $2.039M | 0.0% | $51.12 | $49.37 | +3.5% | COMMON STOCK USD.001 | 379577208 |
| — | FLIR SYSTEMS INC | 38,143 | $2.006M | 0.0% | $52.59 | $51.16 | — | COMMON STOCK USD.01 | 302445101 |
| MNST | MONSTER BEVERAGE CORP | 34,472 | $2.001M | 0.0% | $58.05 * | $28.52 | +1.8% | COMMON STOCK | 61174X109 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 14,498 | $1.99M | 0.0% | $137.26 * | $105.68 | +19.9% | COMMON STOCK USD.01 | 98956P102 |
| BOH | BANK OF HAWAII CORP | 23,153 | $1.99M | 0.0% | $85.95 * | $59.38 | +11.7% | COMMON STOCK USD.01 | 062540109 |
| DORM | DORMAN PRODUCTS INC | 24,683 | $1.963M | 0.0% | $79.53 | $74.03 | +7.4% | COMMON STOCK USD.01 | 258278100 |
| BTU | PEABODY ENERGY CORP | 132,706 | $1.953M | 0.0% | $14.72 * | $22.18 | -36.7% | COMMON STOCK | 704551100 |
| MCS | MARCUS CORPORATION | 52,556 | $1.945M | 0.0% | $37.01 | $34.90 | +6.1% | COMMON STOCK USD1.0 | 566330106 |
| YELP | YELP INC | 55,954 | $1.944M | 0.0% | $34.74 | $36.09 | -3.7% | COMMON STOCK USD.000001 | 985817105 |
| TROW | T ROWE PRICE GROUP INC | 17,012 | $1.944M | 0.0% | $114.27 * | $78.74 | +12.3% | COMMON STOCK USD.2 | 74144T108 |
| EPR | EPR PROPERTIES | 25,230 | $1.939M | 0.0% | $76.85 | $63.67 | — | REIT USD.01 | 26884U109 |
| — | NIELSEN HOLDINGS PLC | 91,172 | $1.937M | 0.0% | $21.25 | $22.67 | — | COMMON STOCK EUR.07 | G6518L108 |
| FHN | FIRST HORIZON NATIONAL CORP | 119,269 | $1.932M | 0.0% | $16.20 * | $12.12 | +5.2% | COMMON STOCK USD.625 | 320517105 |
| MET | METLIFE INC | 40,861 | $1.927M | 0.0% | $47.16 * | $35.40 | +7.9% | COMMON STOCK USD.01 | 59156R108 |
| MAS | MASCO CORP | 46,090 | $1.921M | 0.0% | $41.68 * | $28.90 | +29.9% | COMMON STOCK USD1.0 | 574599106 |
| ITGR | INTEGER HOLDINGS CORP | 25,244 | $1.907M | 0.0% | $75.54 | $40.99 | +84.4% | COMMON STOCK USD.001 | 45826H109 |
| BDN | BRANDYWINE REALTY TRUST | 125,655 | $1.904M | 0.0% | $15.15 | $15.18 | — | REIT USD.01 | 105368203 |
| — | EZCORP INC | 2,000,000 | $1.886M | 0.0% | $0.94 | $1.03 | — | COMPANY GUAR 07/24 2.875 | 302301AF3 |
| WST | WEST PHARMACEUTICAL SERVICES | 13,284 | $1.884M | 0.0% | $141.82 | $111.76 | +24.8% | COMMON STOCK USD.25 | 955306105 |
| — | ALLEGHANY CORP | 2,348 | $1.873M | 0.0% | $797.70 | $714.67 | — | COMMON STOCK USD1.0 | 017175100 |
| — | WELBILT INC | 110,537 | $1.864M | 0.0% | $16.86 | $16.50 | — | COMMON STOCK USD.01 | 949090104 |
| OZK | BANK OZK | 68,294 | $1.862M | 0.0% | $27.26 * | $23.34 | -8.0% | COMMON STOCK | 06417N103 |
| — | CYRUSONE INC | 23,500 | $1.859M | 0.0% | $79.11 | $79.11 | — | REIT USD.01 | 23283R100 |
| — | CERNER CORP | 27,242 | $1.857M | 0.0% | $68.17 | $65.99 | — | COMMON STOCK USD.01 | 156782104 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 88,724 | $1.853M | 0.0% | $20.88 | $20.86 | — | REIT USD.01 | 720190206 |
| SRE | SEMPRA ENERGY | 12,540 | $1.851M | 0.0% | $147.61 * | $39.98 | +50.9% | COMMON STOCK | 816851109 |
| CHH | CHOICE HOTELS INTL INC | 20,736 | $1.845M | 0.0% | $88.98 * | $63.52 | +33.2% | COMMON STOCK USD.01 | 169905106 |
| CME | CME GROUP INC | 8,641 | $1.826M | 0.0% | $211.32 * | $130.14 | +28.0% | COMMON STOCK USD.01 | 12572Q105 |
| IRM | IRON MOUNTAIN INC | 56,237 | $1.822M | 0.0% | $32.40 * | $22.20 | +6.2% | REIT USD.01 | 46284V101 |
| — | MGM GROWTH PROPERTIES LLC A | 60,400 | $1.815M | 0.0% | $30.05 | $28.79 | — | REIT | 55303A105 |
| — | WW INTERNATIONAL INC | 47,719 | $1.805M | 0.0% | $37.83 | $37.83 | — | COMMON STOCK | 98262P101 |
| LYV | LIVE NATION ENTERTAINMENT IN | 27,169 | $1.802M | 0.0% | $66.33 | $62.67 | +5.9% | COMMON STOCK USD.01 | 538034109 |
| MSM | MSC INDUSTRIAL DIRECT CO A | 24,785 | $1.798M | 0.0% | $72.54 | $73.96 | -1.9% | COMMON STOCK USD.001 | 553530106 |
| DAN | DANA INC | 124,050 | $1.791M | 0.0% | $14.44 * | $14.24 | -11.9% | COMMON STOCK USD.01 | 235825205 |
| MASI | MASIMO CORP | 11,972 | $1.781M | 0.0% | $148.76 | $104.41 | +42.5% | COMMON STOCK USD.001 | 574795100 |
| WAL | WESTERN ALLIANCE BANCORP | 38,637 | $1.78M | 0.0% | $46.07 * | $39.14 | +2.8% | COMMON STOCK USD.0001 | 957638109 |
| HSIC | HENRY SCHEIN INC | 27,975 | $1.776M | 0.0% | $63.49 | $66.11 | -4.0% | COMMON STOCK USD.01 | 806407102 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 32,193 | $1.774M | 0.0% | $55.11 * | $30.06 | +31.2% | COMMON STOCK USD.001 | 19239V302 |
| ITW | ILLINOIS TOOL WORKS | 11,268 | $1.763M | 0.0% | $156.46 * | $123.17 | +9.7% | COMMON STOCK USD.01 | 452308109 |
| BAX | BAXTER INTERNATIONAL INC | 20,148 | $1.762M | 0.0% | $87.45 * | $70.24 | +10.4% | COMMON STOCK USD1.0 | 071813109 |
| — | TWITTER INC | 42,457 | $1.749M | 0.0% | $41.19 | $34.86 | — | COMMON STOCK USD.000005 | 90184L102 |
| CFR | CULLEN/FROST BANKERS INC | 19,548 | $1.731M | 0.0% | $88.55 * | $78.54 | -6.7% | COMMON STOCK USD.01 | 229899109 |
| — | DISCOVERY INC A | 64,859 | $1.727M | 0.0% | $26.63 | $29.41 | — | COMMON STOCK USD.01 | 25470F104 |
| — | WEINGARTEN REALTY INVESTORS | 59,216 | $1.725M | 0.0% | $29.13 | $27.28 | — | REIT USD.03 | 948741103 |
| — | GANNETT CO INC | 160,500 | $1.724M | 0.0% | $10.74 | $10.74 | — | COMMON STOCK USD.01 | 36473H104 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 33,183 | $1.718M | 0.0% | $51.77 | $55.27 | -6.3% | COMMON STOCK USD.001 | G66721104 |
| — | CITRIX SYSTEMS INC | 17,727 | $1.711M | 0.0% | $96.52 | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| AMWD | AMERICAN WOODMARK CORP | 19,162 | $1.704M | 0.0% | $88.93 * | $82.61 | 0.0% | COMMON STOCK | 030506109 |
| MTRX | MATRIX SERVICE CO | 99,299 | $1.702M | 0.0% | $17.14 | $19.38 | -11.5% | COMMON STOCK USD.01 | 576853105 |
| VCYT | VERACYTE INC | 69,478 | $1.667M | 0.0% | $23.99 | $13.18 | +82.0% | COMMON STOCK USD.001 | 92337F107 |
| NXRT | NEXPOINT RESIDENTIAL | 35,631 | $1.666M | 0.0% | $46.76 | $35.56 | — | REIT USD.01 | 65341D102 |
| HPQ | HP INC | 87,862 | $1.662M | 0.0% | $18.92 * | $15.20 | +0.4% | COMMON STOCK USD.01 | 40434L105 |
| — | JACOBS ENGINEERING GROUP INC | 17,862 | $1.634M | 0.0% | $91.48 | $87.69 | — | COMMON STOCK USD1.0 | 469814107 |
| NWL | NEWELL BRANDS INC | 86,605 | $1.621M | 0.0% | $18.72 * | $12.75 | +10.2% | COMMON STOCK USD1.0 | 651229106 |
| ED | CONSOLIDATED EDISON INC | 17,114 | $1.617M | 0.0% | $94.48 * | $61.79 | +21.9% | COMMON STOCK USD.1 | 209115104 |
| KALU | KAISER ALUMINUM CORP | 16,294 | $1.613M | 0.0% | $98.99 * | $75.02 | +4.4% | COMMON STOCK USD.01 | 483007704 |
| — | PIONEER NATURAL RESOURCES CO | 12,797 | $1.609M | 0.0% | $125.73 | $152.93 | — | COMMON STOCK USD.01 | 723787107 |
| SNA | SNAP ON INC | 10,229 | $1.601M | 0.0% | $156.52 * | $119.14 | +11.4% | COMMON STOCK USD1.0 | 833034101 |
| FTI | TECHNIPFMC PLC | 66,089 | $1.595M | 0.0% | $24.13 * | $18.55 | -7.5% | COMMON STOCK USD1.0 | G87110105 |
| MTN | VAIL RESORTS INC | 6,993 | $1.591M | 0.0% | $227.51 | $226.48 | +0.5% | COMMON STOCK USD.01 | 91879Q109 |
| — | CORE LABORATORIES N.V. | 33,994 | $1.585M | 0.0% | $46.63 | $79.35 | — | COMMON STOCK EUR.02 | N22717107 |
| — | ARISTA NETWORKS INC | 6,542 | $1.563M | 0.0% | $238.92 | $239.61 | — | COMMON STOCK USD.0001 | 040413106 |
| — | MILACRON HOLDINGS CORP | 93,600 | $1.56M | 0.0% | $16.67 | $14.29 | — | COMMON STOCK USD.01 | 59870L106 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 12,416 | $1.556M | 0.0% | $125.32 | $121.16 | +3.4% | COMMON STOCK USD.01 | 874054109 |
| VICI | VICI PROPERTIES INC | 68,696 | $1.556M | 0.0% | $22.65 * | $15.45 | +5.1% | REIT USD.01 | 925652109 |
| CMI | CUMMINS INC | 9,507 | $1.547M | 0.0% | $162.72 * | $117.10 | +18.8% | COMMON STOCK USD2.5 | 231021106 |
| INTU | INTUIT INC | 5,814 | $1.546M | 0.0% | $265.91 * | $213.54 | +19.5% | COMMON STOCK USD.01 | 461202103 |
| SPSC | SPS COMMERCE INC | 32,792 | $1.544M | 0.0% | $47.08 | $46.84 | +0.5% | COMMON STOCK USD.001 | 78463M107 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDIN | 610,974 | $1.54M | 0.0% | $2.52 | $4.54 | -44.6% | COMMON STOCK | 18453H106 |
| AYI | ACUITY BRANDS INC | 11,406 | $1.537M | 0.0% | $134.75 * | $129.48 | +1.9% | COMMON STOCK USD.01 | 00508Y102 |
| RL | RALPH LAUREN CORP | 16,057 | $1.533M | 0.0% | $95.47 * | $103.73 | -18.1% | COMMON STOCK USD.01 | 751212101 |
| GPN | GLOBAL PAYMENTS INC | 9,559 | $1.52M | 0.0% | $159.01 * | $114.32 | +32.4% | COMMON STOCK | 37940X102 |
| PFGC | PERFORMANCE FOOD GROUP CO | 32,936 | $1.515M | 0.0% | $46.00 | $34.20 | +34.5% | COMMON STOCK USD.01 | 71377A103 |
| CCI | CROWN CASTLE INTL CORP | 10,838 | $1.507M | 0.0% | $139.05 * | $78.53 | +34.9% | REIT USD.01 | 22822V101 |
| DHI | DR HORTON INC | 28,578 | $1.506M | 0.0% | $52.70 * | $42.26 | +16.9% | COMMON STOCK USD.01 | 23331A109 |
| LAD | LITHIA MOTORS INC CL A | 11,360 | $1.504M | 0.0% | $132.39 | $127.75 | +3.6% | COMMON STOCK | 536797103 |
| MU | MICRON TECHNOLOGY INC | 34,964 | $1.498M | 0.0% | $42.84 * | $33.30 | +25.6% | COMMON STOCK USD.1 | 595112103 |
| — | SEAGATE TECHNOLOGY | 27,701 | $1.49M | 0.0% | $53.79 | $52.42 | — | COMMON STOCK USD.00001 | G7945M107 |
| NTAP | NETAPP INC | 28,352 | $1.489M | 0.0% | $52.52 * | $55.78 | -21.1% | COMMON STOCK USD.001 | 64110D104 |
| CACC | CREDIT ACCEPTANCE CORP | 3,227 | $1.489M | 0.0% | $461.42 | $386.00 | +19.5% | COMMON STOCK USD.01 | 225310101 |
| OHI | OMEGA HEALTHCARE INVESTORS | 35,637 | $1.489M | 0.0% | $41.78 | $37.02 | — | REIT USD.1 | 681936100 |
| AAT | AMERICAN ASSETS TRUST INC | 31,693 | $1.481M | 0.0% | $46.73 | $38.27 | — | REIT USD.01 | 024013104 |
| — | ADVANCED DISPOSAL SERVICES I | 45,400 | $1.479M | 0.0% | $32.58 | $31.92 | — | COMMON STOCK USD.01 | 00790X101 |
| CTRE | CARETRUST REIT INC | 62,880 | $1.478M | 0.0% | $23.51 | $17.65 | — | REIT USD.01 | 14174T107 |
| IPGP | IPG PHOTONICS CORP | 10,871 | $1.474M | 0.0% | $135.59 | $152.31 | -11.0% | COMMON STOCK USD.0001 | 44980X109 |
| — | BOTTOMLINE TECHNOLOGIES (DE) | 37,294 | $1.468M | 0.0% | $39.36 | $39.36 | — | COMMON STOCK USD.001 | 101388106 |
| MS | MORGAN STANLEY | 34,318 | $1.464M | 0.0% | $42.66 * | $36.95 | -5.1% | COMMON STOCK USD.01 | 617446448 |
| EBS | EMERGENT BIOSOLUTIONS INC | 27,986 | $1.463M | 0.0% | $52.28 | $48.25 | +8.4% | COMMON STOCK USD.001 | 29089Q105 |
| SAM | BOSTON BEER COMPANY INC A | 3,987 | $1.452M | 0.0% | $364.18 | $182.61 | +99.4% | COMMON STOCK USD.01 | 100557107 |
| — | HANESBRANDS INC | 94,643 | $1.45M | 0.0% | $15.32 | $15.55 | — | COMMON STOCK USD.01 | 410345102 |
| WKC | WORLD FUEL SERVICES CORP | 36,091 | $1.441M | 0.0% | $39.93 | $37.21 | +7.3% | COMMON STOCK USD.01 | 981475106 |
| COLM | COLUMBIA SPORTSWEAR CO | 14,865 | $1.44M | 0.0% | $96.87 * | $77.60 | +15.2% | COMMON STOCK | 198516106 |
| OGS | ONE GAS INC | 14,938 | $1.436M | 0.0% | $96.13 | $87.20 | +10.2% | COMMON STOCK | 68235P108 |
| QLYS | QUALYS INC | 18,757 | $1.417M | 0.0% | $75.55 | $35.11 | +115.2% | COMMON STOCK USD.001 | 74758T303 |
| CC | CHEMOURS CO/THE | 94,029 | $1.405M | 0.0% | $14.94 * | $26.81 | -56.7% | COMMON STOCK | 163851108 |
| BIO | BIO RAD LABORATORIES A | 4,205 | $1.399M | 0.0% | $332.70 | $293.61 | +13.3% | COMMON STOCK USD.0001 | 090572207 |
| TOL | TOLL BROTHERS INC | 34,058 | $1.398M | 0.0% | $41.05 | $38.35 | +7.0% | COMMON STOCK USD.01 | 889478103 |
| TMUS | T MOBILE US INC | 17,719 | $1.396M | 0.0% | $78.79 * | $71.76 | +6.0% | COMMON STOCK USD.0001 | 872590104 |
| EXEL | EXELIXIS INC | 78,774 | $1.393M | 0.0% | $17.68 | $21.19 | -16.6% | COMMON STOCK USD.001 | 30161Q104 |
| — | CYPRESS SEMICONDUCTOR CORP | 59,452 | $1.388M | 0.0% | $23.35 | $18.55 | — | COMMON STOCK USD.01 | 232806109 |
| — | ALEXION PHARMACEUTICALS INC | 14,170 | $1.388M | 0.0% | $97.95 | $100.61 | — | COMMON STOCK USD.0001 | 015351109 |
| FIX | COMFORT SYSTEMS USA INC | 31,306 | $1.385M | 0.0% | $44.24 * | $33.83 | +26.2% | COMMON STOCK USD.01 | 199908104 |
| AVA | AVISTA CORP | 28,507 | $1.381M | 0.0% | $48.44 * | $34.88 | +4.7% | COMMON STOCK | 05379B107 |
| WH | WYNDHAM HOTELS RESORTS INC | 26,626 | $1.378M | 0.0% | $51.75 | $54.67 | -5.4% | COMMON STOCK USD.01 | 98311A105 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 39,128 | $1.357M | 0.0% | $34.68 | $42.53 | -18.4% | COMMON STOCK USD.01 | 74112D101 |
| — | CDK GLOBAL INC | 28,203 | $1.356M | 0.0% | $48.08 | $61.71 | — | COMMON STOCK USD.01 | 12508E101 |
| ASML | ASML HOLDING NV NY REG CDI | 5,458 | $1.356M | 0.0% | $248.44 | $177.00 | +40.4% | NY REG SHRS EUR.09 | N07059210 |
| — | LEGACYTEXAS FINANCIAL GROUP | 30,960 | $1.348M | 0.0% | $43.54 | $40.70 | — | COMMON STOCK USD.01 | 52471Y106 |
| OFIX | ORTHOFIX MEDICAL INC | 25,389 | $1.346M | 0.0% | $53.02 | $52.40 | +1.2% | COMMON STOCK USD.1 | 68752M108 |
| SFM | SPROUTS FARMERS MARKET INC | 69,114 | $1.337M | 0.0% | $19.34 | $21.54 | -10.2% | COMMON STOCK USD.001 | 85208M102 |
| — | MASONITE INTERNATIONAL CORP | 23,050 | $1.337M | 0.0% | $58.00 | $50.54 | — | COMMON STOCK | 575385109 |
| MTRN | MATERION CORP | 21,770 | $1.336M | 0.0% | $61.37 | $61.39 | -0.0% | COMMON STOCK | 576690101 |
| — | WALGREENS BOOTS ALLIANCE INC | 24,066 | $1.331M | 0.0% | $55.31 | $72.87 | — | COMMON STOCK USD.01 | 931427108 |
| MEDP | MEDPACE HOLDINGS INC | 15,735 | $1.322M | 0.0% | $84.02 | $62.63 | +34.2% | COMMON STOCK USD.01 | 58506Q109 |
| — | CIT GROUP INC | 29,140 | $1.32M | 0.0% | $45.30 | $45.30 | — | COMMON STOCK USD.01 | 125581801 |
| MTX | MINERALS TECHNOLOGIES INC | 24,832 | $1.318M | 0.0% | $53.08 * | $57.21 | -9.9% | COMMON STOCK USD.1 | 603158106 |
| FORR | FORRESTER RESEARCH INC | 40,971 | $1.317M | 0.0% | $32.14 | $41.41 | -22.4% | COMMON STOCK USD.01 | 346563109 |
| ETD | ETHAN ALLEN INTERIORS INC | 68,788 | $1.314M | 0.0% | $19.10 * | $11.72 | +5.0% | COMMON STOCK USD.01 | 297602104 |
| — | RUTH S HOSPITALITY GROUP INC | 64,116 | $1.309M | 0.0% | $20.42 | $24.02 | — | COMMON STOCK USD.01 | 783332109 |
| BIIB | BIOGEN INC | 5,568 | $1.296M | 0.0% | $232.76 | $323.87 | -28.1% | COMMON STOCK USD.0005 | 09062X103 |
| — | PERSPECTA INC | 49,261 | $1.287M | 0.0% | $26.13 | $21.96 | — | COMMON STOCK USD.01 | 715347100 |
| — | K12 INC | 48,439 | $1.279M | 0.0% | $26.40 | $20.55 | — | COMMON STOCK USD.0001 | 48273U102 |
| TECH | BIO TECHNE CORP | 6,534 | $1.279M | 0.0% | $195.75 * | $44.35 | +7.3% | COMMON STOCK USD.01 | 09073M104 |
| HAS | HASBRO INC | 10,743 | $1.275M | 0.0% | $118.68 * | $86.02 | +8.5% | COMMON STOCK USD.5 | 418056107 |
| UDR | UDR INC | 26,228 | $1.272M | 0.0% | $48.50 * | $25.15 | +52.4% | REIT USD.01 | 902653104 |
| NTRA | NATERA INC | 38,679 | $1.269M | 0.0% | $32.81 | $18.48 | +77.5% | COMMON STOCK USD.0001 | 632307104 |
| WTW | WILLIS TOWERS WATSON PLC | 6,504 | $1.255M | 0.0% | $192.96 * | $135.33 | +31.2% | COMMON STOCK USD.000304635 | G96629103 |
| TER | TERADYNE INC | 21,560 | $1.249M | 0.0% | $57.93 * | $37.90 | +48.8% | COMMON STOCK USD.125 | 880770102 |
| EAT | BRINKER INTERNATIONAL INC | 29,150 | $1.244M | 0.0% | $42.68 | $31.00 | +35.0% | COMMON STOCK USD.1 | 109641100 |
| CRI | CARTER S INC | 13,629 | $1.243M | 0.0% | $91.20 * | $75.48 | -1.1% | COMMON STOCK USD.01 | 146229109 |
| — | VARIAN MEDICAL SYSTEMS INC | 10,433 | $1.242M | 0.0% | $119.05 | $115.99 | — | COMMON STOCK USD1.0 | 92220P105 |
| ZION | ZIONS BANCORP NA | 27,849 | $1.24M | 0.0% | $44.53 | $51.99 | -14.4% | COMMON STOCK USD.001 | 989701107 |
| BDC | BELDEN INC | 23,106 | $1.232M | 0.0% | $53.32 | $53.05 | -1.4% | COMMON STOCK USD.01 | 077454106 |
| NHI | NATL HEALTH INVESTORS INC | 14,881 | $1.226M | 0.0% | $82.39 | $76.14 | — | REIT USD.01 | 63633D104 |
| DTE | DTE ENERGY COMPANY | 9,207 | $1.224M | 0.0% | $132.94 * | $51.20 | +78.9% | COMMON STOCK | 233331107 |
| — | MONMOUTH REAL ESTATE INV COR | 84,860 | $1.223M | 0.0% | $14.41 | $15.30 | — | REIT USD.01 | 609720107 |
| — | HMS HOLDINGS CORP | 35,392 | $1.22M | 0.0% | $34.47 | $29.19 | — | COMMON STOCK USD.01 | 40425J101 |
| SRCE | 1ST SOURCE CORP | 26,509 | $1.212M | 0.0% | $45.72 | $45.72 | — | COMMON STOCK | 336901103 |
| MTG | MGIC INVESTMENT CORP | 96,248 | $1.211M | 0.0% | $12.58 | $11.21 | +12.2% | COMMON STOCK USD1.0 | 552848103 |
| XRX | XEROX HOLDINGS CORP | 40,249 | $1.204M | 0.0% | $29.91 | $31.33 | -4.5% | COMMON STOCK USD1.0 | 98421M106 |
| URI | UNITED RENTALS INC | 9,658 | $1.204M | 0.0% | $124.66 * | $115.73 | +4.3% | COMMON STOCK USD.01 | 911363109 |
| HCKT | HACKETT GROUP INC/THE | 72,930 | $1.2M | 0.0% | $16.45 | $16.40 | +0.4% | COMMON STOCK USD.001 | 404609109 |
| CORT | CORCEPT THERAPEUTICS INC | 83,855 | $1.185M | 0.0% | $14.13 | $10.87 | +30.1% | COMMON STOCK USD.001 | 218352102 |
| — | SAEXPLORATION HOLDINGS INC | 632,137 | $1.169M | 0.0% | $1.85 | $3.07 | — | COMMON STOCK USD.0001 | 78636X873 |
| PRGS | PROGRESS SOFTWARE CORP | 30,679 | $1.168M | 0.0% | $38.07 | $38.72 | -1.7% | COMMON STOCK USD.01 | 743312100 |
| — | AUDENTES THERAPEUTICS INC | 41,596 | $1.168M | 0.0% | $28.08 | $32.70 | — | COMMON STOCK USD.00001 | 05070R104 |
| NOC | NORTHROP GRUMMAN CORP | 3,100 | $1.162M | 0.0% | $374.84 * | $255.75 | +32.2% | COMMON STOCK USD1.0 | 666807102 |
| TTEK | TETRA TECH INC | 13,299 | $1.154M | 0.0% | $86.77 * | $11.27 | +54.0% | COMMON STOCK USD.01 | 88162G103 |
| WWW | WOLVERINE WORLD WIDE INC | 40,839 | $1.154M | 0.0% | $28.26 * | $27.95 | -12.4% | COMMON STOCK USD1.0 | 978097103 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 27,303 | $1.146M | 0.0% | $41.97 | $39.64 | — | TRACKING STK USD.01 | 531229607 |
| — | ACTIVISION BLIZZARD INC | 21,604 | $1.143M | 0.0% | $52.91 | $61.01 | — | COMMON STOCK USD.000001 | 00507V109 |
| — | BIOSPECIFICS TECHNOLOGIES | 21,213 | $1.135M | 0.0% | $53.50 | $60.07 | — | COMMON STOCK USD.001 | 090931106 |
| — | PHYSICIANS REALTY TRUST | 63,587 | $1.129M | 0.0% | $17.76 | $16.63 | — | REIT USD.01 | 71943U104 |
| — | CATALENT INC | 23,675 | $1.128M | 0.0% | $47.65 | $46.78 | — | COMMON STOCK USD.01 | 148806102 |
| FHI | FEDERATED INVESTORS INC CL B | 34,647 | $1.123M | 0.0% | $32.41 * | $23.04 | +5.3% | COMMON STOCK | 314211103 |
| WEX | WEX INC | 5,553 | $1.122M | 0.0% | $202.05 | $179.72 | +12.4% | COMMON STOCK USD.01 | 96208T104 |
| — | DRIL QUIP INC | 22,367 | $1.122M | 0.0% | $50.16 | $48.77 | — | COMMON STOCK USD.01 | 262037104 |
| SNPS | SYNOPSYS INC | 8,146 | $1.118M | 0.0% | $137.25 | $80.30 | +70.9% | COMMON STOCK USD.01 | 871607107 |
| OII | OCEANEERING INTL INC | 82,386 | $1.116M | 0.0% | $13.55 | $15.60 | -13.2% | COMMON STOCK USD.25 | 675232102 |
| UPS | UNITED PARCEL SERVICE CL B | 9,200 | $1.102M | 0.0% | $119.78 * | $88.95 | +5.2% | COMMON STOCK USD.01 | 911312106 |
| INVA | INNOVIVA INC | 103,527 | $1.091M | 0.0% | $10.54 | $14.98 | -29.7% | COMMON STOCK | 45781M101 |
| MGEE | MGE ENERGY INC | 13,659 | $1.091M | 0.0% | $79.87 * | $65.28 | +7.1% | COMMON STOCK USD1.0 | 55277P104 |
| RGLD | ROYAL GOLD INC | 8,851 | $1.091M | 0.0% | $123.26 | $98.61 | +24.9% | COMMON STOCK USD.01 | 780287108 |
| FCX | FREEPORT MCMORAN INC | 113,900 | $1.09M | 0.0% | $9.57 * | $11.76 | -24.5% | COMMON STOCK USD.1 | 35671D857 |
| FIVN | FIVE9 INC | 20,288 | $1.09M | 0.0% | $53.73 | $23.40 | +129.7% | COMMON STOCK USD.001 | 338307101 |
| OGE | OGE ENERGY CORP | 23,962 | $1.087M | 0.0% | $45.36 | $37.14 | +22.2% | COMMON STOCK USD.01 | 670837103 |
| SBAC | SBA COMMUNICATIONS CORP | 4,501 | $1.085M | 0.0% | $241.06 * | $197.85 | +12.7% | REIT USD.01 | 78410G104 |
| — | DUNKIN BRANDS GROUP INC | 13,677 | $1.085M | 0.0% | $79.33 | $67.43 | — | COMMON STOCK USD.001 | 265504100 |
| G | GENPACT LTD | 27,784 | $1.077M | 0.0% | $38.76 * | $29.65 | +21.3% | COMMON STOCK USD.01 | G3922B107 |
| IWM | ISHARES RUSSELL 2000 ETF | 7,100 | $1.075M | 0.0% | $151.41 | $153.21 | -1.2% | ISHARES RUSSELL 2000 ETF | 464287655 |
| — | CONTINENTAL RESOURCES INC/OK | 34,848 | $1.073M | 0.0% | $30.79 | $44.03 | — | COMMON STOCK USD.01 | 212015101 |
| — | AON PLC | 5,540 | $1.072M | 0.0% | $193.50 | $151.07 | — | COMMON STOCK USD.01 | G0408V102 |
| WWD | WOODWARD INC | 9,924 | $1.07M | 0.0% | $107.82 * | $70.14 | +47.8% | COMMON STOCK USD.00292 | 980745103 |
| THC | TENET HEALTHCARE CORP | 48,153 | $1.065M | 0.0% | $22.12 | $26.39 | -16.2% | COMMON STOCK USD.05 | 88033G407 |
| — | HILL ROM HOLDINGS INC | 10,037 | $1.056M | 0.0% | $105.21 | $96.71 | — | COMMON STOCK | 431475102 |
| PBF | PBF ENERGY INC CLASS A | 38,694 | $1.052M | 0.0% | $27.19 | $26.90 | +1.1% | COMMON STOCK USD.001 | 69318G106 |
| GLDD | GREAT LAKES DREDGE DOCK CO | 100,488 | $1.05M | 0.0% | $10.45 | $10.40 | +1.6% | COMMON STOCK USD.0001 | 390607109 |
| NGVT | INGEVITY CORP | 12,352 | $1.048M | 0.0% | $84.84 | $97.36 | -12.9% | COMMON STOCK USD.01 | 45688C107 |
| TNDM | TANDEM DIABETES CARE INC | 17,535 | $1.034M | 0.0% | $58.97 | $52.93 | +11.4% | COMMON STOCK | 875372203 |
| VAC | MARRIOTT VACATIONS WORLD | 9,957 | $1.032M | 0.0% | $103.65 | $97.51 | +6.3% | COMMON STOCK USD.01 | 57164Y107 |
| FFIV | F5 NETWORKS INC | 7,344 | $1.031M | 0.0% | $140.39 | $124.21 | +13.1% | COMMON STOCK | 315616102 |
| — | STEWARDSHIP FINANCIAL CORP | 64,900 | $1.016M | 0.0% | $15.65 | $15.45 | — | COMMON STOCK | 860326107 |
| OFG | OFG BANCORP | 46,264 | $1.013M | 0.0% | $21.90 | $17.46 | +25.5% | COMMON STOCK USD1.0 | 67103X102 |
| BYD | BOYD GAMING CORP | 42,245 | $1.012M | 0.0% | $23.96 * | $29.11 | -21.3% | COMMON STOCK USD.01 | 103304101 |
| — | COLLECTORS UNIVERSE | 35,271 | $1.005M | 0.0% | $28.49 | $28.49 | — | COMMON STOCK USD.001 | 19421R200 |
| ORI | OLD REPUBLIC INTL CORP | 42,550 | $1.003M | 0.0% | $23.57 * | $12.39 | +15.3% | COMMON STOCK USD1.0 | 680223104 |
| — | IHS MARKIT LTD | 14,985 | $1.002M | 0.0% | $66.87 | $53.94 | — | COMMON STOCK USD.01 | G47567105 |
| MCK | MCKESSON CORP | 7,325 | $1.001M | 0.0% | $136.66 * | $128.16 | +2.1% | COMMON STOCK USD.01 | 58155Q103 |
| — | EXPERIENCE INVESTMENT CORP | 100,000 | $1.001M | 0.0% | $10.01 | $10.01 | — | UNIT | 30217C208 |
| — | WESTROCK CO | 27,343 | $997K | 0.0% | $36.46 | $38.63 | — | COMMON STOCK | 96145D105 |
| — | SIX FLAGS ENTERTAINMENT CORP | 19,639 | $997K | 0.0% | $50.77 | $49.36 | — | COMMON STOCK | 83001A102 |
| — | GMS INC | 34,633 | $995K | 0.0% | $28.73 | $28.73 | — | COMMON STOCK USD.01 | 36251C103 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 9,961 | $994K | 0.0% | $99.79 | $72.70 | — | COMMON STOCK ILS.01 | M2682V108 |
| ARW | ARROW ELECTRONICS INC | 13,276 | $990K | 0.0% | $74.57 | $53.06 | +40.5% | COMMON STOCK USD1.0 | 042735100 |
| UNM | UNUM GROUP | 33,250 | $988K | 0.0% | $29.71 | $47.94 | -38.0% | COMMON STOCK USD.1 | 91529Y106 |
| — | GASLOG LTD | 76,472 | $983K | 0.0% | $12.85 | $16.46 | — | COMMON STOCK USD.01 | G37585109 |
| MHO | M/I HOMES INC | 25,947 | $977K | 0.0% | $37.65 | $26.82 | +40.4% | COMMON STOCK USD.01 | 55305B101 |
| LOMA | LOMA NEGRA CIA IND SPON ADR | 169,997 | $977K | 0.0% | $5.75 | $10.53 | -45.4% | ADR | 54150E104 |
| PCRX | PACIRA BIOSCIENCES INC | 25,664 | $977K | 0.0% | $38.07 | $39.91 | -4.6% | COMMON STOCK USD.001 | 695127100 |
| — | ANIXTER INTERNATIONAL INC | 14,132 | $977K | 0.0% | $69.13 | $54.32 | — | COMMON STOCK USD1.0 | 035290105 |
| AGYS | AGILYSYS INC | 38,122 | $976K | 0.0% | $25.60 | $25.44 | +0.6% | COMMON STOCK USD.3 | 00847J105 |
| CHCT | COMMUNITY HEALTHCARE TRUST I | 21,832 | $973K | 0.0% | $44.57 | $40.79 | — | REIT USD.01 | 20369C106 |
| — | LOGMEIN INC | 13,685 | $971K | 0.0% | $70.95 | $94.57 | — | COMMON STOCK USD.01 | 54142L109 |
| CVCO | CAVCO INDUSTRIES INC | 5,052 | $970K | 0.0% | $192.00 | $136.18 | +41.1% | COMMON STOCK USD.01 | 149568107 |
| TBBK | BANCORP INC/THE | 97,662 | $967K | 0.0% | $9.90 | $9.20 | +7.6% | COMMON STOCK USD1.0 | 05969A105 |
| DECK | DECKERS OUTDOOR CORP | 6,530 | $962K | 0.0% | $147.32 * | $16.04 | +53.1% | COMMON STOCK USD.01 | 243537107 |
| AGCO | AGCO CORP | 12,638 | $957K | 0.0% | $75.72 * | $53.57 | +17.3% | COMMON STOCK USD.01 | 001084102 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 52,790 | $955K | 0.0% | $18.09 | $17.05 | — | REIT USD.01 | 04208T108 |
| WSBC | WESBANCO INC | 25,397 | $949K | 0.0% | $37.37 | $38.50 | -2.9% | COMMON STOCK USD2.0833 | 950810101 |
| — | BED BATH BEYOND INC | 89,070 | $948K | 0.0% | $10.64 | $11.50 | — | COMMON STOCK USD.01 | 075896100 |
| DVN | DEVON ENERGY CORP | 39,246 | $944K | 0.0% | $24.05 * | $21.25 | -18.1% | COMMON STOCK USD.1 | 25179M103 |
| CIEN | CIENA CORP | 23,940 | $939K | 0.0% | $39.22 | $31.01 | +26.5% | COMMON STOCK USD.01 | 171779309 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 34,044 | $936K | 0.0% | $27.49 | $40.61 | -32.3% | COMMON STOCK USD.001 | 868459108 |
| FIZZ | NATIONAL BEVERAGE CORP | 21,028 | $933K | 0.0% | $44.37 * | $27.54 | -33.5% | COMMON STOCK USD.01 | 635017106 |
| FULT | FULTON FINANCIAL CORP | 56,849 | $920K | 0.0% | $16.18 * | $12.05 | +2.8% | COMMON STOCK USD2.5 | 360271100 |
| CRL | CHARLES RIVER LABORATORIES | 6,934 | $918K | 0.0% | $132.39 | $110.78 | +19.5% | COMMON STOCK USD.01 | 159864107 |
| CI | CIGNA CORP | 6,046 | $918K | 0.0% | $151.84 * | $143.34 | -3.1% | COMMON STOCK USD.01 | 125523100 |
| HCA | HCA HEALTHCARE INC | 7,608 | $916K | 0.0% | $120.40 * | $89.29 | +28.1% | COMMON STOCK USD.01 | 40412C101 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 28,732 | $913K | 0.0% | $31.78 | $41.89 | -24.2% | COMMON STOCK | 82312B106 |
| — | OMNOVA SOLUTIONS INC | 90,374 | $910K | 0.0% | $10.07 | $7.04 | — | COMMON STOCK USD.1 | 682129101 |
| CTBI | COMMUNITY TRUST BANCORP INC | 21,324 | $908K | 0.0% | $42.58 * | $31.67 | +4.3% | COMMON STOCK USD5.0 | 204149108 |
| — | AMAG PHARMACEUTICALS INC | 78,310 | $904K | 0.0% | $11.54 | $20.36 | — | COMMON STOCK USD.01 | 00163U106 |
| — | GENOMIC HEALTH INC | 13,332 | $904K | 0.0% | $67.81 | $44.31 | — | COMMON STOCK USD.0001 | 37244C101 |
| ANIK | ANIKA THERAPEUTICS INC | 16,455 | $903K | 0.0% | $54.88 | $41.17 | +33.3% | COMMON STOCK USD.01 | 035255108 |
| POOL | POOL CORP | 4,471 | $902K | 0.0% | $201.74 * | $148.43 | +26.7% | COMMON STOCK USD.001 | 73278L105 |
| — | MEREDITH CORP | 24,613 | $902K | 0.0% | $36.65 | $52.46 | — | COMMON STOCK USD1.0 | 589433101 |
| — | KIMBALL INTERNATIONAL B | 46,175 | $891K | 0.0% | $19.30 | $18.11 | — | COMMON STOCK USD.05 | 494274103 |
| ADP | AUTOMATIC DATA PROCESSING | 5,520 | $891K | 0.0% | $161.41 * | $121.31 | +16.5% | COMMON STOCK USD.1 | 053015103 |
| TAP | MOLSON COORS BREWING CO B | 15,481 | $890K | 0.0% | $57.49 * | $57.70 | -15.2% | COMMON STOCK USD.01 | 60871R209 |
| RNR | RENAISSANCERE HOLDINGS LTD | 4,602 | $890K | 0.0% | $193.39 | $147.34 | +31.3% | COMMON STOCK USD1.0 | G7496G103 |
| IBCP | INDEPENDENT BANK CORP MICH | 41,722 | $889K | 0.0% | $21.31 * | $17.67 | -6.8% | COMMON STOCK USD1.0 | 453838609 |
| CB | CHUBB LTD | 5,505 | $889K | 0.0% | $161.49 * | $108.23 | +34.9% | COMMON STOCK | H1467J104 |
| SLAB | SILICON LABORATORIES INC | 7,963 | $887K | 0.0% | $111.39 | $108.27 | +2.8% | COMMON STOCK USD.0001 | 826919102 |
| — | FIRST DEFIANCE FINL CORP | 30,615 | $887K | 0.0% | $28.97 | $28.58 | — | COMMON STOCK USD.01 | 32006W106 |
| RPM | RPM INTERNATIONAL INC | 12,846 | $884K | 0.0% | $68.82 | $53.65 | +28.3% | COMMON STOCK USD.01 | 749685103 |
| CVLT | COMMVAULT SYSTEMS INC | 19,775 | $884K | 0.0% | $44.70 | $63.78 | -29.9% | COMMON STOCK USD.01 | 204166102 |
| ENS | ENERSYS | 13,387 | $883K | 0.0% | $65.96 * | $60.89 | +2.1% | COMMON STOCK USD.01 | 29275Y102 |
| MPT | MEDICAL PROPERTIES TRUST INC | 45,040 | $881K | 0.0% | $19.56 | $13.42 | — | REIT USD.001 | 58463J304 |
| EA | ELECTRONIC ARTS INC | 8,996 | $880K | 0.0% | $97.82 * | $107.96 | -11.9% | COMMON STOCK USD.01 | 285512109 |
| COKE | COCA COLA CONSOLIDATED INC | 2,894 | $879K | 0.0% | $303.73 * | $29.72 | -2.9% | COMMON STOCK USD1.0 | 191098102 |
| IPAR | INTER PARFUMS INC | 12,525 | $876K | 0.0% | $69.94 | $66.35 | +5.5% | COMMON STOCK USD.001 | 458334109 |
| PACB | PACIFIC BIOSCIENCES OF CALIF | 169,856 | $876K | 0.0% | $5.16 | $7.10 | -27.3% | COMMON STOCK USD.0001 | 69404D108 |
| RGA | REINSURANCE GROUP OF AMERICA | 5,482 | $876K | 0.0% | $159.80 | $143.92 | +11.1% | COMMON STOCK USD.01 | 759351604 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 24,032 | $872K | 0.0% | $36.28 * | $36.17 | -5.9% | COMMON STOCK USD.001 | 499049104 |
| ATEN | A10 NETWORKS INC | 124,905 | $867K | 0.0% | $6.94 * | $6.73 | -3.5% | COMMON STOCK USD.00001 | 002121101 |
| OLP | ONE LIBERTY PROPERTIES INC | 31,380 | $864K | 0.0% | $27.53 | $26.64 | — | REIT USD1.0 | 682406103 |
| — | URSTADT BIDDLE CLASS A | 36,197 | $858K | 0.0% | $23.70 | $21.72 | — | REIT USD.01 | 917286205 |
| — | CARDIOVASCULAR SYSTEMS INC | 18,033 | $857K | 0.0% | $47.52 | $38.66 | — | COMMON STOCK | 141619106 |
| — | SYNEOS HEALTH INC | 16,107 | $857K | 0.0% | $53.21 | $45.87 | — | COMMON STOCK USD.01 | 87166B102 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 39,850 | $850K | 0.0% | $21.33 | $36.10 | -40.9% | COMMON STOCK USD.001 | 71742Q106 |
| NDSN | NORDSON CORP | 5,743 | $840K | 0.0% | $146.27 * | $122.55 | +11.6% | COMMON STOCK | 655663102 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $838K | 0.0% | $1.70 | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| — | QAD INC A | 18,147 | $838K | 0.0% | $46.18 | $40.21 | — | COMMON STOCK | 74727D306 |
| — | MAXIM INTEGRATED PRODUCTS | 14,475 | $838K | 0.0% | $57.89 | $58.77 | — | COMMON STOCK USD.001 | 57772K101 |
| — | HE EQUIPMENT SERVICES INC | 28,816 | $832K | 0.0% | $28.87 | $28.87 | — | COMMON STOCK USD.01 | 404030108 |
| OLED | UNIVERSAL DISPLAY CORP | 4,948 | $831K | 0.0% | $167.95 * | $137.57 | +16.2% | COMMON STOCK USD.01 | 91347P105 |
| CRMT | AMERICA S CAR MART INC | 8,916 | $818K | 0.0% | $91.75 | $92.01 | -0.3% | COMMON STOCK USD.01 | 03062T105 |
| XPO | XPO LOGISTICS INC | 11,346 | $812K | 0.0% | $71.57 * | $24.10 | +2.7% | COMMON STOCK USD.001 | 983793100 |
| CLX | CLOROX COMPANY | 5,292 | $804K | 0.0% | $151.93 * | $108.54 | +16.0% | COMMON STOCK USD1.0 | 189054109 |
| — | STEELCASE INC CL A | 43,576 | $802K | 0.0% | $18.40 | $17.10 | — | COMMON STOCK | 858155203 |
| CATY | CATHAY GENERAL BANCORP | 23,060 | $801K | 0.0% | $34.74 * | $32.22 | -12.9% | COMMON STOCK USD.01 | 149150104 |
| VEEV | VEEVA SYSTEMS INC CLASS A | 5,247 | $801K | 0.0% | $152.66 | $160.40 | -4.8% | COMMON STOCK USD.00001 | 922475108 |
| EXAS | EXACT SCIENCES CORP | 8,858 | $800K | 0.0% | $90.31 | $94.48 | -4.3% | COMMON STOCK USD.01 | 30063P105 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 8,225 | $800K | 0.0% | $97.26 | $77.89 | +24.9% | COMMON STOCK | 49338L103 |
| — | INVITAE CORP | 41,505 | $800K | 0.0% | $19.27 | $15.55 | — | COMMON STOCK USD.0001 | 46185L103 |
| VMC | VULCAN MATERIALS CO | 5,282 | $799K | 0.0% | $151.27 * | $103.78 | +38.1% | COMMON STOCK USD1.0 | 929160109 |
| FSLR | FIRST SOLAR INC | 13,766 | $799K | 0.0% | $58.04 | $60.81 | -4.6% | COMMON STOCK USD.001 | 336433107 |
| ECL | ECOLAB INC | 4,001 | $792K | 0.0% | $197.95 * | $144.53 | +28.2% | COMMON STOCK USD1.0 | 278865100 |
| HUBB | HUBBELL INC | 6,021 | $791K | 0.0% | $131.37 * | $100.94 | +16.0% | COMMON STOCK USD.01 | 443510607 |
| CSL | CARLISLE COS INC | 5,436 | $791K | 0.0% | $145.51 * | $100.82 | +33.8% | COMMON STOCK USD1.0 | 142339100 |
| PNC | PNC FINANCIAL SERVICES GROUP | 5,633 | $790K | 0.0% | $140.24 * | $97.96 | +13.8% | COMMON STOCK USD5.0 | 693475105 |
| IDA | IDACORP INC | 6,954 | $784K | 0.0% | $112.74 | $100.24 | +12.4% | COMMON STOCK | 451107106 |
| EMR | EMERSON ELECTRIC CO | 11,688 | $781K | 0.0% | $66.82 * | $53.35 | +8.9% | COMMON STOCK USD.5 | 291011104 |
| SCHW | SCHWAB (CHARLES) CORP | 18,656 | $780K | 0.0% | $41.81 * | $38.65 | -0.8% | COMMON STOCK USD.01 | 808513105 |
| ACM | AECOM | 20,724 | $778K | 0.0% | $37.54 * | $33.15 | +9.0% | COMMON STOCK USD.01 | 00766T100 |
| EHC | ENCOMPASS HEALTH CORP | 12,292 | $778K | 0.0% | $63.29 * | $49.79 | -6.2% | COMMON STOCK USD.01 | 29261A100 |
| MLKN | HERMAN MILLER INC | 16,866 | $777K | 0.0% | $46.07 * | $34.81 | +12.1% | COMMON STOCK USD.2 | 600544100 |
| CACI | CACI INTERNATIONAL INC CL A | 3,341 | $773K | 0.0% | $231.37 | $188.91 | +22.4% | COMMON STOCK USD.1 | 127190304 |
| MLM | MARTIN MARIETTA MATERIALS | 2,815 | $772K | 0.0% | $274.25 * | $178.15 | +47.3% | COMMON STOCK USD.01 | 573284106 |
| NOW | SERVICENOW INC | 3,036 | $771K | 0.0% | $253.95 * | $35.88 | +41.5% | COMMON STOCK USD.001 | 81762P102 |
| AMCX | AMC NETWORKS INC A | 15,612 | $767K | 0.0% | $49.13 | $58.39 | -15.8% | COMMON STOCK | 00164V103 |
| PEBO | PEOPLES BANCORP INC | 24,110 | $767K | 0.0% | $31.81 | $31.91 | -0.3% | COMMON STOCK | 709789101 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 19,679 | $766K | 0.0% | $38.92 | $52.45 | -25.7% | COMMON STOCK USD.01 | 238337109 |
| IDXX | IDEXX LABORATORIES INC | 2,801 | $762K | 0.0% | $272.05 | $230.14 | +18.2% | COMMON STOCK USD.1 | 45168D104 |
| UPBD | RENT A CENTER INC | 29,396 | $758K | 0.0% | $25.79 | $20.37 | +26.6% | COMMON STOCK USD.01 | 76009N100 |
| DLX | DELUXE CORP | 15,417 | $758K | 0.0% | $49.17 * | $30.92 | +14.5% | COMMON STOCK USD1.0 | 248019101 |
| NSC | NORFOLK SOUTHERN CORP | 4,180 | $751K | 0.0% | $179.67 * | $128.34 | +23.1% | COMMON STOCK USD1.0 | 655844108 |
| IQV | IQVIA HOLDINGS INC | 4,938 | $738K | 0.0% | $149.45 | $104.42 | +43.1% | COMMON STOCK USD.01 | 46266C105 |
| TSN | TYSON FOODS INC CL A | 8,510 | $733K | 0.0% | $86.13 * | $44.84 | +60.1% | COMMON STOCK USD.1 | 902494103 |
| DK | DELEK US HOLDINGS INC | 20,062 | $728K | 0.0% | $36.29 * | $30.79 | -4.9% | COMMON STOCK USD.01 | 24665A103 |
| EW | EDWARDS LIFESCIENCES CORP | 3,300 | $726K | 0.0% | $220.00 * | $43.75 | +67.5% | COMMON STOCK USD1.0 | 28176E108 |
| EPRT | ESSENTIAL PROPERTIES REALTY | 31,640 | $725K | 0.0% | $22.91 | $22.91 | — | REIT USD.01 | 29670E107 |
| PAYC | PAYCOM SOFTWARE INC | 3,454 | $724K | 0.0% | $209.61 * | $211.23 | -2.8% | COMMON STOCK USD.01 | 70432V102 |
| UHT | UNIVERSAL HEALTH RLTY INCOME | 7,028 | $722K | 0.0% | $102.73 | $84.95 | — | REIT USD.01 | 91359E105 |
| — | HALLMARK FINL SERVICES INC | 37,720 | $722K | 0.0% | $19.14 | $19.14 | — | COMMON STOCK USD.18 | 40624Q203 |
| AEP | AMERICAN ELECTRIC POWER | 7,637 | $716K | 0.0% | $93.75 * | $53.48 | +40.2% | COMMON STOCK USD6.5 | 025537101 |
| — | OUTFRONT MEDIA INC | 25,755 | $715K | 0.0% | $27.76 | $27.76 | — | REIT USD.01 | 69007J106 |
| CMTL | COMTECH TELECOMMUNICATIONS | 21,997 | $715K | 0.0% | $32.50 * | $25.53 | +17.4% | COMMON STOCK USD.1 | 205826209 |
| — | INVESCO MORTGAGE CAPITAL | 46,560 | $713K | 0.0% | $15.31 | $15.31 | — | REIT USD.01 | 46131B100 |
| XEL | XCEL ENERGY INC | 10,993 | $713K | 0.0% | $64.86 * | $40.91 | +31.0% | COMMON STOCK USD2.5 | 98389B100 |
| ATR | APTARGROUP INC | 6,002 | $711K | 0.0% | $118.46 * | $97.69 | +11.7% | COMMON STOCK USD.01 | 038336103 |
| NWE | NORTHWESTERN CORP | 9,464 | $710K | 0.0% | $75.02 * | $49.34 | +15.1% | COMMON STOCK USD.01 | 668074305 |
| UHAL | AMERCO | 1,812 | $707K | 0.0% | $390.18 * | $36.94 | +5.6% | COMMON STOCK USD.25 | 023586100 |
| CMA | COMERICA INC | 10,679 | $705K | 0.0% | $66.02 * | $57.96 | -16.2% | COMMON STOCK USD5.0 | 200340107 |
| — | CRANE CO | 8,749 | $705K | 0.0% | $80.58 | $80.58 | — | COMMON STOCK USD1.0 | 224399105 |
| GGG | GRACO INC | 15,303 | $705K | 0.0% | $46.07 * | $38.85 | +9.3% | COMMON STOCK USD1.0 | 384109104 |
| GWW | WW GRAINGER INC | 2,373 | $705K | 0.0% | $297.09 * | $223.41 | +23.0% | COMMON STOCK USD.5 | 384802104 |
| RITM | NEW RESIDENTIAL INVESTMENT | 44,700 | $701K | 0.0% | $15.68 | $15.83 | — | REIT USD.01 | 64828T201 |
| IMAX | IMAX CORP | 31,894 | $700K | 0.0% | $21.95 | $20.41 | +7.6% | COMMON STOCK | 45245E109 |
| SABR | SABRE CORP | 31,236 | $700K | 0.0% | $22.41 | $23.79 | -5.9% | COMMON STOCK USD.01 | 78573M104 |
| FDX | FEDEX CORP | 4,800 | $699K | 0.0% | $145.63 * | $143.27 | -9.5% | COMMON STOCK USD.1 | 31428X106 |
| — | NATIONAL INSTRUMENTS CORP | 16,495 | $693K | 0.0% | $42.01 | $44.45 | — | COMMON STOCK USD.01 | 636518102 |
| WEN | WENDY S CO/THE | 34,647 | $692K | 0.0% | $19.97 | $18.16 | +10.0% | COMMON STOCK USD.1 | 95058W100 |
| TREX | TREX COMPANY INC | 7,600 | $691K | 0.0% | $90.92 * | $40.33 | +12.7% | COMMON STOCK USD.01 | 89531P105 |
| EOG | EOG RESOURCES INC | 9,300 | $690K | 0.0% | $74.19 * | $61.49 | -8.4% | COMMON STOCK USD.01 | 26875P101 |
| FAST | FASTENAL CO | 21,113 | $690K | 0.0% | $32.68 * | $13.23 | +5.2% | COMMON STOCK USD.01 | 311900104 |
| CVI | CVR ENERGY INC | 15,517 | $683K | 0.0% | $44.02 * | $19.64 | +34.3% | COMMON STOCK USD.01 | 12662P108 |
| SBNY | SIGNATURE BANK | 5,708 | $681K | 0.0% | $119.31 | $106.40 | — | COMMON STOCK USD.01 | 82669G104 |
| — | EATON VANCE CORP | 15,102 | $679K | 0.0% | $44.96 | $43.50 | — | COMMON STOCK USD.00390625 | 278265103 |
| PII | POLARIS INC | 7,716 | $679K | 0.0% | $88.00 | $90.27 | -2.5% | COMMON STOCK USD.01 | 731068102 |
| CUZ | COUSINS PROPERTIES INC | 18,061 | $679K | 0.0% | $37.59 | $36.17 | — | REIT USD1.0 | 222795502 |
| EPM | EVOLUTION PETROLEUM CORP | 115,879 | $677K | 0.0% | $5.84 * | $5.20 | -27.8% | COMMON STOCK USD.001 | 30049A107 |
| — | ENSCO JERSEY FINANCE LTD | 1,000,000 | $675K | 0.0% | $0.68 | $0.68 | — | COMPANY GUAR 01/24 3 | 29359WAB1 |
| — | UNITED COMMUNITY FINANCIAL | 62,513 | $674K | 0.0% | $10.78 | $9.35 | — | COMMON STOCK | 909839102 |
| XHR | XENIA HOTELS RESORTS INC | 31,721 | $670K | 0.0% | $21.12 | $21.91 | — | REIT USD.01 | 984017103 |
| — | VERINT SYSTEMS INC | 15,668 | $670K | 0.0% | $42.76 | $44.27 | — | COMMON STOCK USD.001 | 92343X100 |
| CW | CURTISS WRIGHT CORP | 5,158 | $667K | 0.0% | $129.31 * | $112.39 | +11.8% | COMMON STOCK USD1.0 | 231561101 |
| WSM | WILLIAMS SONOMA INC | 9,800 | $666K | 0.0% | $67.96 * | $25.65 | +16.5% | COMMON STOCK USD.01 | 969904101 |
| CASY | CASEY S GENERAL STORES INC | 4,114 | $663K | 0.0% | $161.16 * | $132.59 | +16.6% | COMMON STOCK NPV | 147528103 |
| USNA | USANA HEALTH SCIENCES INC | 9,636 | $659K | 0.0% | $68.39 | $117.18 | -41.6% | COMMON STOCK USD.001 | 90328M107 |
| — | TCF FINANCIAL CORP | 17,208 | $655K | 0.0% | $38.06 | $38.06 | — | COMMON STOCK USD1.0 | 872307103 |
| — | SYNOVUS FINANCIAL CORP | 18,300 | $654K | 0.0% | $35.74 | $35.74 | — | COMMON STOCK USD1.0 | 87161C501 |
| PRKS | SEAWORLD ENTERTAINMENT INC | 24,795 | $653K | 0.0% | $26.34 | $30.43 | -13.5% | COMMON STOCK USD.01 | 81282V100 |
| — | ALLETE INC | 7,444 | $651K | 0.0% | $87.45 | $79.15 | — | COMMON STOCK | 018522300 |
| ITT | ITT INC | 10,613 | $649K | 0.0% | $61.15 | $54.65 | +12.0% | COMMON STOCK USD1.0 | 45073V108 |
| — | ATLANTIC POWER CORP | 276,639 | $647K | 0.0% | $2.34 | $2.19 | — | COMMON STOCK | 04878Q863 |
| — | LANNETT CO INC | 57,780 | $647K | 0.0% | $11.20 | $7.14 | — | COMMON STOCK USD.001 | 516012101 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 7,430 | $645K | 0.0% | $86.81 | $87.69 | -1.1% | COMMON STOCK | 533900106 |
| KMB | KIMBERLY CLARK CORP | 4,536 | $644K | 0.0% | $141.98 * | $82.60 | +38.0% | COMMON STOCK USD1.25 | 494368103 |
| DCI | DONALDSON CO INC | 12,346 | $643K | 0.0% | $52.08 * | $44.71 | +5.4% | COMMON STOCK USD5.0 | 257651109 |
| ACAD | ACADIA PHARMACEUTICALS INC | 17,821 | $641K | 0.0% | $35.97 | $25.54 | +40.9% | COMMON STOCK USD.0001 | 004225108 |
| CEPU | CENTRAL PUERTO SPONSORED ADR | 217,260 | $641K | 0.0% | $2.95 | $9.47 | -68.8% | ADR | 155038201 |
| DEI | DOUGLAS EMMETT INC | 14,967 | $641K | 0.0% | $42.83 | $38.15 | — | REIT USD.01 | 25960P109 |
| TRS | TRIMAS CORP | 20,899 | $641K | 0.0% | $30.67 | $30.65 | -0.0% | COMMON STOCK USD.01 | 896215209 |
| PPL | PPL CORP | 20,279 | $639K | 0.0% | $31.51 * | $22.76 | +6.6% | COMMON STOCK USD.01 | 69351T106 |
| PGR | PROGRESSIVE CORP | 8,263 | $638K | 0.0% | $77.21 * | $46.72 | +35.8% | COMMON STOCK USD1.0 | 743315103 |
| BK | BANK OF NEW YORK MELLON CORP | 14,048 | $635K | 0.0% | $45.20 * | $42.60 | -11.7% | COMMON STOCK USD.01 | 064058100 |
| — | CEDAR REALTY TRUST INC | 211,689 | $635K | 0.0% | $3.00 | $4.07 | — | REIT USD.06 | 150602209 |
| LZB | LA Z BOY INC | 18,871 | $634K | 0.0% | $33.60 | $27.85 | +20.6% | COMMON STOCK USD1.0 | 505336107 |
| LAMR | LAMAR ADVERTISING CO A | 7,736 | $634K | 0.0% | $81.95 | $71.05 | — | REIT USD.001 | 512816109 |
| MNKD | MANNKIND CORP | 507,200 | $634K | 0.0% | $1.25 | $2.09 | -40.2% | COMMON STOCK USD.01 | 56400P706 |
| — | HAWAIIAN HOLDINGS INC | 24,097 | $633K | 0.0% | $26.27 | $39.24 | — | COMMON STOCK USD.01 | 419879101 |
| LEU | CENTRUS ENERGY CORP CLASS A | 172,899 | $631K | 0.0% | $3.65 | $51.25 | -92.9% | COMMON STOCK USD.1 | 15643U104 |
| NJR | NEW JERSEY RESOURCES CORP | 13,900 | $629K | 0.0% | $45.25 * | $37.01 | -2.9% | COMMON STOCK USD2.5 | 646025106 |
| MANH | MANHATTAN ASSOCIATES INC | 7,792 | $629K | 0.0% | $80.72 | $47.85 | +68.6% | COMMON STOCK USD.01 | 562750109 |
| BKR | BAKER HUGHES CO | 27,051 | $628K | 0.0% | $23.22 * | $21.73 | -10.7% | COMMON STOCK USD.0001 | 05722G100 |
| TRMB | TRIMBLE INC | 16,191 | $628K | 0.0% | $38.79 | $37.96 | +2.2% | COMMON STOCK | 896239100 |
| — | NEW YORK COMMUNITY BANCORP | 49,823 | $625K | 0.0% | $12.54 | $11.59 | — | COMMON STOCK USD.01 | 649445103 |
| GDS | GDS HOLDINGS LTD ADR | 15,600 | $625K | 0.0% | $40.06 | $33.24 | +20.6% | ADR USD.0004 | 36165L108 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 743 | $624K | 0.0% | $839.84 * | $12.06 | +39.4% | COMMON STOCK USD.01 | 169656105 |
| SCVL | SHOE CARNIVAL INC | 19,200 | $622K | 0.0% | $32.40 * | $10.60 | +52.8% | COMMON STOCK USD.01 | 824889109 |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | 22,019 | $620K | 0.0% | $28.16 | $29.59 | -4.8% | COMMON STOCK USD.001 | 04280A100 |
| IART | INTEGRA LIFESCIENCES HOLDING | 10,301 | $619K | 0.0% | $60.09 | $51.50 | +16.6% | COMMON STOCK USD.01 | 457985208 |
| COR | AMERISOURCEBERGEN CORP | 7,474 | $615K | 0.0% | $82.29 * | $68.85 | -0.9% | COMMON STOCK USD.01 | 03073E105 |
| JBL | JABIL INC | 17,193 | $615K | 0.0% | $35.77 * | $25.11 | +38.2% | COMMON STOCK USD.001 | 466313103 |
| LNTH | LANTHEUS HOLDINGS INC | 24,485 | $614K | 0.0% | $25.08 | $23.56 | +6.4% | COMMON STOCK USD.01 | 516544103 |
| TILE | INTERFACE INC | 42,361 | $612K | 0.0% | $14.45 | $17.22 | -16.1% | COMMON STOCK USD.1 | 458665304 |
| RYZ | RYERSON HOLDING CORP | 71,791 | $612K | 0.0% | $8.52 | $10.96 | -22.2% | COMMON STOCK USD.01 | 783754104 |
| BRX | BRIXMOR PROPERTY GROUP INC | 30,093 | $611K | 0.0% | $20.30 | $18.65 | — | REIT USD.01 | 11120U105 |
| — | FIBROGEN INC | 16,521 | $611K | 0.0% | $36.98 | $52.27 | — | COMMON STOCK USD.01 | 31572Q808 |
| ICFI | ICF INTERNATIONAL INC | 7,224 | $610K | 0.0% | $84.44 | $74.90 | +12.8% | COMMON STOCK USD.001 | 44925C103 |
| CNK | CINEMARK HOLDINGS INC | 15,695 | $606K | 0.0% | $38.61 * | $36.79 | +1.2% | COMMON STOCK USD.001 | 17243V102 |
| — | PDL BIOPHARMA INC | 279,557 | $604K | 0.0% | $2.16 | $3.19 | — | COMMON STOCK USD.01 | 69329Y104 |
| INCY | INCYTE CORP | 8,109 | $602K | 0.0% | $74.24 | $81.26 | -8.7% | COMMON STOCK USD.001 | 45337C102 |
| PTCT | PTC THERAPEUTICS INC | 17,717 | $599K | 0.0% | $33.81 | $37.37 | -9.5% | COMMON STOCK USD.001 | 69366J200 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 9,622 | $597K | 0.0% | $62.05 * | $39.90 | +25.9% | COMMON STOCK | 744573106 |
| ULH | UNIVERSAL LOGISTICS HOLDINGS | 25,470 | $593K | 0.0% | $23.28 | $21.36 | +9.0% | COMMON STOCK | 91388P105 |
| HELE | HELEN OF TROY LTD | 3,757 | $592K | 0.0% | $157.57 | $130.96 | +20.4% | COMMON STOCK USD.1 | G4388N106 |
| RBCAA | REPUBLIC BANCORP INC CLASS A | 13,566 | $589K | 0.0% | $43.42 | $45.55 | -4.6% | COMMON STOCK | 760281204 |
| AVT | AVNET INC | 13,233 | $589K | 0.0% | $44.51 * | $34.91 | +8.6% | COMMON STOCK USD1.0 | 053807103 |
| THFF | FIRST FINANCIAL CORP/INDIANA | 13,462 | $585K | 0.0% | $43.46 * | $34.13 | +3.9% | COMMON STOCK | 320218100 |
| HE | HAWAIIAN ELECTRIC INDS | 12,780 | $583K | 0.0% | $45.62 | $41.45 | +10.0% | COMMON STOCK | 419870100 |
| — | AMERICAN CAMPUS COMMUNITIES | 12,113 | $582K | 0.0% | $48.05 | $42.65 | — | REIT USD.01 | 024835100 |
| TXNM | PNM RESOURCES INC | 11,144 | $580K | 0.0% | $52.05 | $41.90 | +24.3% | COMMON STOCK | 69349H107 |
| NRG | NRG ENERGY INC | 14,596 | $578K | 0.0% | $39.60 * | $29.21 | +13.0% | COMMON STOCK USD.01 | 629377508 |
| AFG | AMERICAN FINANCIAL GROUP INC | 5,352 | $577K | 0.0% | $107.81 * | $53.71 | +10.7% | COMMON STOCK | 025932104 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 6,200 | $577K | 0.0% | $93.06 | $76.73 | +19.5% | COMMON STOCK USD.01 | 43300A203 |
| SHOO | STEVEN MADDEN LTD | 16,133 | $577K | 0.0% | $35.77 * | $29.27 | +8.6% | COMMON STOCK USD.0001 | 556269108 |
| SYY | SYSCO CORP | 7,178 | $570K | 0.0% | $79.41 * | $48.60 | +37.5% | COMMON STOCK USD1.0 | 871829107 |
| DXCM | DEXCOM INC | 3,807 | $568K | 0.0% | $149.20 * | $36.21 | +3.0% | COMMON STOCK USD.001 | 252131107 |
| NFG | NATIONAL FUEL GAS CO | 12,107 | $568K | 0.0% | $46.92 | $57.68 | -18.7% | COMMON STOCK USD1.0 | 636180101 |
| GIS | GENERAL MILLS INC | 10,250 | $565K | 0.0% | $55.12 * | $35.78 | +24.1% | COMMON STOCK USD.1 | 370334104 |
| PK | PARK HOTELS RESORTS INC | 22,600 | $564K | 0.0% | $24.96 | $24.96 | — | REIT USD.01 | 700517105 |
| — | INOVALON HOLDINGS INC A | 34,328 | $563K | 0.0% | $16.40 | $16.40 | — | COMMON STOCK USD.000005 | 45781D101 |
| SMTC | SEMTECH CORP | 11,570 | $562K | 0.0% | $48.57 | $48.57 | +0.1% | COMMON STOCK USD.01 | 816850101 |
| WSO | WATSCO INC | 3,307 | $559K | 0.0% | $169.04 | $158.93 | +6.4% | COMMON STOCK USD.5 | 942622200 |
| BLKB | BLACKBAUD INC | 6,141 | $555K | 0.0% | $90.38 | $75.29 | +19.6% | COMMON STOCK USD.001 | 09227Q100 |
| ON | ON SEMICONDUCTOR CORP | 28,810 | $553K | 0.0% | $19.19 | $20.63 | -6.9% | COMMON STOCK USD.01 | 682189105 |
| — | MAGELLAN HEALTH INC | 8,869 | $551K | 0.0% | $62.13 | $62.13 | — | COMMON STOCK USD.01 | 559079207 |
| MAN | MANPOWERGROUP INC | 6,540 | $551K | 0.0% | $84.25 | $78.06 | +7.9% | COMMON STOCK USD.01 | 56418H100 |
| PAM | PAMPA ENERGIA SA SPON ADR | 31,434 | $546K | 0.0% | $17.37 | $32.42 | -46.5% | ADR | 697660207 |
| CBSH | COMMERCE BANCSHARES INC | 8,961 | $543K | 0.0% | $60.60 * | $41.68 | +2.4% | COMMON STOCK USD5.0 | 200525103 |
| RH | RH | 3,173 | $542K | 0.0% | $170.82 | $135.89 | +25.7% | COMMON STOCK USD.0001 | 74967X103 |
| — | COHERENT INC | 3,525 | $542K | 0.0% | $153.76 | $144.42 | — | COMMON STOCK USD.01 | 192479103 |
| — | CHIMERA INVESTMENT CORP | 27,559 | $539K | 0.0% | $19.56 | $18.87 | — | REIT USD.01 | 16934Q208 |
| EXP | EAGLE MATERIALS INC | 5,953 | $536K | 0.0% | $90.04 * | $77.59 | +12.4% | COMMON STOCK USD.01 | 26969P108 |
| UVSP | UNIVEST FINANCIAL CORP | 20,912 | $533K | 0.0% | $25.49 | $25.09 | +1.7% | COMMON STOCK USD5.0 | 915271100 |
| COF | CAPITAL ONE FINANCIAL CORP | 5,815 | $529K | 0.0% | $90.97 * | $61.59 | +32.7% | COMMON STOCK USD.01 | 14040H105 |
| ALEX | ALEXANDER BALDWIN INC | 21,552 | $528K | 0.0% | $24.50 | $22.58 | — | REIT | 014491104 |
| — | II VI INC | 14,994 | $528K | 0.0% | $35.21 | $32.48 | — | COMMON STOCK | 902104108 |
| AIZ | ASSURANT INC | 4,185 | $527K | 0.0% | $125.93 * | $101.43 | +10.9% | COMMON STOCK USD.01 | 04621X108 |
| — | RITE AID CORP | 75,476 | $525K | 0.0% | $6.96 | $7.62 | — | COMMON STOCK USD1.0 | 767754872 |
| BL | BLACKLINE INC | 10,971 | $525K | 0.0% | $47.85 | $49.76 | -3.9% | COMMON STOCK USD.01 | 09239B109 |
| — | BBVA ARGENTINA SA ADR | 120,446 | $522K | 0.0% | $4.33 | $24.03 | — | ADR | 07329M100 |
| MLCO | MELCO RESORTS ENTERT ADR | 26,800 | $520K | 0.0% | $19.40 | $21.71 | -10.6% | ADR USD.01 | 585464100 |
| PCAR | PACCAR INC | 7,386 | $517K | 0.0% | $70.00 * | $34.08 | +7.5% | COMMON STOCK USD1.0 | 693718108 |
| — | NEW ORIENTAL EDUCATIO SP ADR | 4,659 | $516K | 0.0% | $110.75 | $90.11 | — | ADR USD.01 | 647581107 |
| BHR | BRAEMAR HOTELS RESORTS INC | 55,005 | $516K | 0.0% | $9.38 | $9.90 | — | REIT USD.01 | 10482B101 |
| SAFT | SAFETY INSURANCE GROUP INC | 5,087 | $515K | 0.0% | $101.24 | $93.01 | +8.9% | COMMON STOCK USD.01 | 78648T100 |
| — | PLANTRONICS INC | 13,794 | $515K | 0.0% | $37.34 | $39.95 | — | COMMON STOCK USD.01 | 727493108 |
| ACIW | ACI WORLDWIDE INC | 16,405 | $514K | 0.0% | $31.33 | $29.30 | +6.9% | COMMON STOCK USD.005 | 004498101 |
| F | FORD MOTOR CO | 56,040 | $513K | 0.0% | $9.15 * | $6.58 | +2.2% | COMMON STOCK USD.01 | 345370860 |
| — | PEOPLE S UTAH BANCORP | 18,081 | $512K | 0.0% | $28.32 | $29.33 | — | COMMON STOCK USD.01 | 712706209 |
| HAL | HALLIBURTON CO | 26,854 | $506K | 0.0% | $18.84 * | $23.23 | -27.9% | COMMON STOCK USD2.5 | 406216101 |
| INSP | INSPIRE MEDICAL SYSTEMS INC | 8,295 | $506K | 0.0% | $61.00 | $49.43 | +23.4% | COMMON STOCK USD.001 | 457730109 |
| CHDN | CHURCHILL DOWNS INC | 4,078 | $503K | 0.0% | $123.34 * | $45.97 | +31.0% | COMMON STOCK | 171484108 |
| — | ALTAIR ENGINEERING INC | 500,000 | $503K | 0.0% | $1.01 | $1.08 | — | SR UNSECURED 06/24 0.25 | 021369AA1 |
| — | LIBERTY MEDIA CORP LIBERTY C | 12,081 | $502K | 0.0% | $41.55 | $36.67 | — | TRACKING STK USD.01 | 531229854 |
| SAIC | SCIENCE APPLICATIONS INTE | 5,743 | $502K | 0.0% | $87.41 | $73.70 | +18.5% | COMMON STOCK USD.0001 | 808625107 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 6,509 | $502K | 0.0% | $77.12 * | $13.87 | +39.2% | COMMON STOCK USD.01 | 88023U101 |
| CTRA | CABOT OIL GAS CORP | 28,493 | $501K | 0.0% | $17.58 * | $15.55 | -15.2% | COMMON STOCK USD.1 | 127097103 |
| PB | PROSPERITY BANCSHARES INC | 7,063 | $499K | 0.0% | $70.65 * | $53.81 | +7.3% | COMMON STOCK USD1.0 | 743606105 |
| — | PACWEST BANCORP | 13,693 | $498K | 0.0% | $36.37 | $41.19 | — | COMMON STOCK | 695263103 |
| IBKR | INTERACTIVE BROKERS GRO CL A | 9,260 | $498K | 0.0% | $53.78 * | $11.96 | +8.3% | COMMON STOCK USD.01 | 45841N107 |
| — | TRINSEO SA | 11,567 | $497K | 0.0% | $42.97 | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| — | XILINX INC | 5,174 | $496K | 0.0% | $95.86 | $79.08 | — | COMMON STOCK USD.01 | 983919101 |
| — | DENBURY RESOURCES INC | 416,058 | $495K | 0.0% | $1.19 | $3.74 | — | COMMON STOCK USD.001 | 247916208 |
| — | CORELOGIC INC | 10,695 | $495K | 0.0% | $46.28 | $39.20 | — | COMMON STOCK USD1.0 | 21871D103 |
| OMC | OMNICOM GROUP | 6,299 | $493K | 0.0% | $78.27 * | $61.33 | +1.8% | COMMON STOCK USD.15 | 681919106 |
| INN | SUMMIT HOTEL PROPERTIES INC | 42,446 | $492K | 0.0% | $11.59 | $12.35 | — | REIT | 866082100 |
| CCL | CARNIVAL CORP | 11,263 | $492K | 0.0% | $43.68 * | $50.73 | -15.8% | COMMON STOCK USD.01 | 143658300 |
| — | SPIRIT REALTY CAPITAL INC | 10,252 | $491K | 0.0% | $47.89 | $47.89 | — | REIT USD.05 | 84860W300 |
| BSRR | SIERRA BANCORP | 18,499 | $491K | 0.0% | $26.54 * | $20.01 | +3.5% | COMMON STOCK | 82620P102 |
| — | CHANNELADVISOR CORP | 52,281 | $488K | 0.0% | $9.33 | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| FOXA | FOX CORP CLASS A | 15,432 | $487K | 0.0% | $31.56 * | $33.15 | -12.2% | COMMON STOCK USD.01 | 35137L105 |
| AMD | ADVANCED MICRO DEVICES | 16,800 | $487K | 0.0% | $28.99 | $31.36 | -7.6% | COMMON STOCK USD.01 | 007903107 |
| HUM | HUMANA INC | 1,900 | $486K | 0.0% | $255.79 * | $222.91 | +8.6% | COMMON STOCK USD.166 | 444859102 |
| — | WYNDHAM DESTINATIONS INC | 10,558 | $486K | 0.0% | $46.03 | $43.58 | — | COMMON STOCK USD.01 | 98310W108 |
| CRUS | CIRRUS LOGIC INC | 9,055 | $485K | 0.0% | $53.56 | $38.42 | +39.5% | COMMON STOCK USD.001 | 172755100 |
| JBLU | JETBLUE AIRWAYS CORP | 28,945 | $485K | 0.0% | $16.76 | $17.58 | -4.7% | COMMON STOCK USD.01 | 477143101 |
| — | INTELSAT SA | 21,258 | $485K | 0.0% | $22.81 | $16.67 | — | COMMON STOCK USD.01 | L5140P101 |
| AEE | AMEREN CORPORATION | 6,046 | $484K | 0.0% | $80.05 * | $52.86 | +26.7% | COMMON STOCK USD.01 | 023608102 |
| ES | EVERSOURCE ENERGY | 5,631 | $481K | 0.0% | $85.42 * | $37.49 | +82.1% | COMMON STOCK USD5.0 | 30040W108 |
| — | AMARIN CORP PLC ADR | 31,599 | $479K | 0.0% | $15.16 | $19.64 | — | ADR GBP.1 | 023111206 |
| DRI | DARDEN RESTAURANTS INC | 4,045 | $478K | 0.0% | $118.17 * | $96.92 | +2.3% | COMMON STOCK | 237194105 |
| STT | STATE STREET CORP | 8,064 | $477K | 0.0% | $59.15 * | $53.81 | -9.9% | COMMON STOCK USD1.0 | 857477103 |
| SWK | STANLEY BLACK DECKER INC | 3,300 | $477K | 0.0% | $144.55 * | $117.30 | +2.1% | COMMON STOCK USD2.5 | 854502101 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 7,900 | $476K | 0.0% | $60.25 * | $57.43 | -4.5% | COMMON STOCK USD.01 | 192446102 |
| ALOT | ASTRONOVA INC | 29,458 | $476K | 0.0% | $16.16 | $20.49 | -22.2% | COMMON STOCK USD.05 | 04638F108 |
| TYL | TYLER TECHNOLOGIES INC | 1,800 | $473K | 0.0% | $262.78 | $244.91 | +7.2% | COMMON STOCK USD.01 | 902252105 |
| — | STERLING BANCORP/DE | 23,589 | $473K | 0.0% | $20.05 | $19.86 | — | COMMON STOCK USD.01 | 85917A100 |
| ASGN | ASGN INC | 7,483 | $470K | 0.0% | $62.81 | $64.18 | -2.1% | COMMON STOCK USD.01 | 00191U102 |
| MTZ | MASTEC INC | 7,239 | $470K | 0.0% | $64.93 | $45.25 | +43.5% | COMMON STOCK USD.1 | 576323109 |
| — | SCHNITZER STEEL INDS INC A | 22,729 | $470K | 0.0% | $20.68 | $33.49 | — | COMMON STOCK USD1.0 | 806882106 |
| STNE | STONECO LTD A | 13,479 | $469K | 0.0% | $34.79 | $34.79 | — | COMMON STOCK USD.000079365 | G85158106 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 25,534 | $467K | 0.0% | $18.29 | $14.60 | — | COMMON STOCK USD.01 | 518415104 |
| — | PINNACLE FINANCIAL PARTNERS | 8,215 | $466K | 0.0% | $56.73 | $47.06 | — | COMMON STOCK USD1.0 | 72346Q104 |
| BCO | BRINK S CO/THE | 5,619 | $466K | 0.0% | $82.93 * | $72.61 | +6.1% | COMMON STOCK USD1.0 | 109696104 |
| — | RUBICON PROJECT INC/THE | 52,811 | $460K | 0.0% | $8.71 | $8.71 | — | COMMON STOCK USD.00001 | 78112V102 |
| SMG | SCOTTS MIRACLE GRO CO | 4,520 | $460K | 0.0% | $101.77 * | $69.64 | +15.7% | COMMON STOCK USD.01 | 810186106 |
| MCY | MERCURY GENERAL CORP | 8,218 | $459K | 0.0% | $55.85 | $55.63 | +0.5% | COMMON STOCK | 589400100 |
| ENVA | ENOVA INTERNATIONAL INC | 22,049 | $458K | 0.0% | $20.77 | $17.43 | +19.1% | COMMON STOCK USD.00001 | 29357K103 |
| MUR | MURPHY OIL CORP | 20,700 | $458K | 0.0% | $22.13 * | $17.03 | +3.6% | COMMON STOCK USD1.0 | 626717102 |
| ROK | ROCKWELL AUTOMATION INC | 2,780 | $458K | 0.0% | $164.75 * | $142.73 | +3.3% | COMMON STOCK USD1.0 | 773903109 |
| — | SKECHERS USA INC CL A | 12,236 | $457K | 0.0% | $37.35 | $32.62 | — | COMMON STOCK USD.001 | 830566105 |
| IDCC | INTERDIGITAL INC | 8,647 | $454K | 0.0% | $52.50 | $65.68 | -20.1% | COMMON STOCK USD.01 | 45867G101 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 24,613 | $453K | 0.0% | $18.40 * | $15.50 | -6.7% | COMMON STOCK USD1.0 | 47233W109 |
| — | ADTRAN INC | 39,714 | $451K | 0.0% | $11.36 | $11.36 | — | COMMON STOCK USD.01 | 00738A106 |
| CLH | CLEAN HARBORS INC | 5,830 | $450K | 0.0% | $77.19 | $64.77 | +19.2% | COMMON STOCK USD.01 | 184496107 |
| ONC | BEIGENE LTD ADR | 3,674 | $450K | 0.0% | $122.48 | $134.10 | -8.7% | ADR USD.0001 | 07725L102 |
| VYX | NCR CORPORATION | 14,248 | $450K | 0.0% | $31.58 * | $16.26 | +19.1% | COMMON STOCK USD.01 | 62886E108 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $446K | 0.0% | $19.22 | $26.06 | -26.2% | COMMON STOCK ILS1.0 | M87915274 |
| AFL | AFLAC INC | 8,515 | $446K | 0.0% | $52.38 * | $36.94 | +22.1% | COMMON STOCK USD.1 | 001055102 |
| EVTC | EVERTEC INC | 14,254 | $445K | 0.0% | $31.22 * | $25.19 | +19.8% | COMMON STOCK USD.01 | 30040P103 |
| — | LEXINGTON REALTY TRUST | 43,369 | $445K | 0.0% | $10.26 | $10.26 | — | REIT USD.0001 | 529043101 |
| CAKE | CHEESECAKE FACTORY INC/THE | 10,621 | $443K | 0.0% | $41.71 * | $38.98 | -5.6% | COMMON STOCK USD.01 | 163072101 |
| — | SENIOR HOUSING PROP TRUST | 47,741 | $442K | 0.0% | $9.26 | $8.91 | — | REIT USD.01 | 81721M109 |
| UCB | UNITED COMMUNITY BANKS/GA | 15,595 | $442K | 0.0% | $28.34 | $25.97 | +9.2% | COMMON STOCK USD1.0 | 90984P303 |
| VNO | VORNADO REALTY TRUST | 6,923 | $441K | 0.0% | $63.70 | $86.38 | — | REIT USD.04 | 929042109 |
| OLN | OLIN CORP | 23,494 | $440K | 0.0% | $18.73 * | $16.93 | -6.5% | COMMON STOCK USD1.0 | 680665205 |
| DBI | DESIGNER BRANDS INC CLASS A | 25,600 | $438K | 0.0% | $17.11 * | $17.23 | -13.9% | COMMON STOCK | 250565108 |
| — | SL GREEN REALTY CORP | 5,358 | $438K | 0.0% | $81.75 | $100.72 | — | REIT USD.01 | 78440X101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 4,700 | $437K | 0.0% | $92.98 * | $40.19 | +2.7% | COMMON STOCK USD.001 | 595017104 |
| LUV | SOUTHWEST AIRLINES CO | 8,077 | $436K | 0.0% | $53.98 * | $47.66 | +4.7% | COMMON STOCK USD1.0 | 844741108 |
| NEM | NEWMONT GOLDCORP CORP | 11,468 | $435K | 0.0% | $37.93 * | $27.62 | +14.8% | COMMON STOCK USD1.6 | 651639106 |
| YUM | YUM BRANDS INC | 3,827 | $434K | 0.0% | $113.40 * | $81.09 | +24.5% | COMMON STOCK | 988498101 |
| KSS | KOHLS CORP | 8,749 | $434K | 0.0% | $49.61 | $65.73 | -24.4% | COMMON STOCK USD.01 | 500255104 |
| — | NEXTGEN HEALTHCARE INC | 27,604 | $433K | 0.0% | $15.69 | $19.89 | — | COMMON STOCK USD.01 | 65343C102 |
| VVV | VALVOLINE INC | 19,621 | $432K | 0.0% | $22.02 | $19.73 | +11.6% | COMMON STOCK USD.01 | 92047W101 |
| SF | STIFEL FINANCIAL CORP | 7,521 | $432K | 0.0% | $57.44 * | $37.10 | -6.8% | COMMON STOCK USD.15 | 860630102 |
| NMIH | NMI HOLDINGS INC CLASS A | 16,362 | $430K | 0.0% | $26.28 | $22.81 | +15.1% | COMMON STOCK USD.01 | 629209305 |
| — | SANDERSON FARMS INC | 2,836 | $429K | 0.0% | $151.27 | $139.06 | — | COMMON STOCK USD1.0 | 800013104 |
| GHC | GRAHAM HOLDINGS CO CLASS B | 645 | $428K | 0.0% | $663.57 * | $634.83 | -2.2% | COMMON STOCK USD1.0 | 384637104 |
| EGP | EASTGROUP PROPERTIES INC | 3,418 | $427K | 0.0% | $124.93 | $120.28 | — | REIT | 277276101 |
| SBRA | SABRA HEALTH CARE REIT INC | 18,539 | $426K | 0.0% | $22.98 | $22.94 | — | REIT USD.01 | 78573L106 |
| FLO | FLOWERS FOODS INC | 18,433 | $426K | 0.0% | $23.11 * | $15.06 | +18.8% | COMMON STOCK USD.01 | 343498101 |
| FANG | DIAMONDBACK ENERGY INC | 4,719 | $424K | 0.0% | $89.85 * | $82.54 | -15.1% | COMMON STOCK USD.01 | 25278X109 |
| SE | SEA LTD ADR | 13,649 | $422K | 0.0% | $30.92 | $17.52 | +76.6% | ADR | 81141R100 |
| NPKI | NEWPARK RESOURCES INC | 55,237 | $421K | 0.0% | $7.62 | $7.07 | +7.8% | COMMON STOCK USD.01 | 651718504 |
| WTFC | WINTRUST FINANCIAL CORP | 6,517 | $421K | 0.0% | $64.60 | $74.49 | -13.2% | COMMON STOCK | 97650W108 |
| TRV | TRAVELERS COS INC/THE | 2,831 | $421K | 0.0% | $148.71 * | $107.23 | +21.3% | COMMON STOCK NPV | 89417E109 |
| SSYS | STRATASYS LTD | 19,772 | $421K | 0.0% | $21.29 | $23.75 | -10.3% | COMMON STOCK ILS.01 | M85548101 |
| KBR | KBR INC | 17,086 | $419K | 0.0% | $24.52 * | $19.18 | +18.9% | COMMON STOCK USD.001 | 48242W106 |
| DKS | DICK S SPORTING GOODS INC | 10,236 | $418K | 0.0% | $40.84 * | $28.42 | +18.3% | COMMON STOCK USD.01 | 253393102 |
| ENPH | ENPHASE ENERGY INC | 18,750 | $417K | 0.0% | $22.24 | $13.76 | +61.5% | COMMON STOCK USD.00001 | 29355A107 |
| TGNA | TEGNA INC | 26,880 | $417K | 0.0% | $15.51 * | $13.38 | +12.9% | COMMON STOCK USD1.0 | 87901J105 |
| FSTR | FOSTER (LB) CO A | 19,233 | $417K | 0.0% | $21.68 | $22.98 | -5.7% | COMMON STOCK USD.01 | 350060109 |
| VFC | VF CORP | 4,651 | $414K | 0.0% | $89.01 | $78.31 | +13.6% | COMMON STOCK | 918204108 |
| BBSI | BARRETT BUSINESS SVCS INC | 4,628 | $411K | 0.0% | $88.81 * | $19.88 | +2.4% | COMMON STOCK USD.01 | 068463108 |
| THG | HANOVER INSURANCE GROUP INC/ | 3,017 | $409K | 0.0% | $135.57 * | $91.52 | +25.6% | COMMON STOCK USD.01 | 410867105 |
| SON | SONOCO PRODUCTS CO | 7,011 | $408K | 0.0% | $58.19 * | $43.33 | +7.5% | COMMON STOCK | 835495102 |
| — | HEALTHCARE REALTY TRUST INC | 12,106 | $406K | 0.0% | $33.54 | $28.89 | — | REIT USD.01 | 421946104 |
| HQY | HEALTHEQUITY INC | 7,096 | $406K | 0.0% | $57.22 | $66.37 | -13.9% | COMMON STOCK USD.0001 | 42226A107 |
| — | CONTINENTAL BUILDING PRODUCT | 14,797 | $404K | 0.0% | $27.30 | $29.73 | — | COMMON STOCK USD.001 | 211171103 |
| PEB | PEBBLEBROOK HOTEL TRUST | 14,537 | $404K | 0.0% | $27.79 | $27.85 | — | REIT USD.01 | 70509V100 |
| — | GLOBAL MEDICAL REIT INC | 35,363 | $403K | 0.0% | $11.40 | $11.40 | — | REIT | 37954A204 |
| URBN | URBAN OUTFITTERS INC | 14,265 | $401K | 0.0% | $28.11 | $30.86 | -9.0% | COMMON STOCK USD.0001 | 917047102 |
| — | NUVASIVE INC | 6,309 | $400K | 0.0% | $63.40 | $62.12 | — | COMMON STOCK USD.001 | 670704105 |
| DHX | DHI GROUP INC | 103,857 | $400K | 0.0% | $3.85 | $3.71 | +3.7% | COMMON STOCK USD.01 | 23331S100 |
| OC | OWENS CORNING | 6,300 | $398K | 0.0% | $63.17 | $57.24 | +10.4% | COMMON STOCK USD.001 | 690742101 |
| — | REXNORD CORP | 14,720 | $398K | 0.0% | $27.04 | $27.04 | — | COMMON STOCK USD.01 | 76169B102 |
| — | BMC STOCK HOLDINGS INC | 15,186 | $398K | 0.0% | $26.21 | $20.00 | — | COMMON STOCK USD.01 | 05591B109 |
| NVT | NVENT ELECTRIC PLC | 18,014 | $397K | 0.0% | $22.04 * | $20.62 | -5.9% | COMMON STOCK USD.01 | G6700G107 |
| AEO | AMERICAN EAGLE OUTFITTERS | 24,300 | $394K | 0.0% | $16.21 * | $15.82 | -13.1% | COMMON STOCK USD.01 | 02553E106 |
| NEU | NEWMARKET CORP | 832 | $393K | 0.0% | $472.36 * | $359.32 | +15.3% | COMMON STOCK | 651587107 |
| SD | SANDRIDGE ENERGY INC | 83,603 | $393K | 0.0% | $4.70 | $21.58 | -78.2% | COMMON STOCK USD.001 | 80007P869 |
| — | APTIV PLC | 4,500 | $393K | 0.0% | $87.33 | $87.33 | — | COMMON STOCK USD.01 | G6095L109 |
| AAMI | BRIGHTSPHERE INVESTMENT GROU | 39,436 | $391K | 0.0% | $9.91 * | $9.72 | -1.7% | COMMON STOCK USD.001 | 10948W103 |
| PKOH | PARK OHIO HOLDINGS CORP | 13,078 | $391K | 0.0% | $29.90 * | $29.33 | -11.7% | COMMON STOCK USD1.0 | 700666100 |
| ASC | ARDMORE SHIPPING CORP | 58,426 | $391K | 0.0% | $6.69 * | $5.91 | -4.5% | COMMON STOCK USD.01 | Y0207T100 |
| RGEN | REPLIGEN CORP | 5,100 | $391K | 0.0% | $76.67 | $87.47 | -12.3% | COMMON STOCK USD.01 | 759916109 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 3,600 | $390K | 0.0% | $108.33 * | $116.54 | -10.1% | COMMON STOCK USD.01 | V7780T103 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 3,110 | $387K | 0.0% | $124.44 * | $105.33 | +6.2% | COMMON STOCK USD.01 | 11133T103 |
| — | WATFORD HOLDINGS LTD | 14,335 | $386K | 0.0% | $26.93 | $26.93 | — | COMMON STOCK USD.01 | G94787101 |
| WDC | WESTERN DIGITAL CORP | 6,449 | $385K | 0.0% | $59.70 * | $42.59 | +2.4% | COMMON STOCK USD.01 | 958102105 |
| GTN | GRAY TELEVISION INC | 23,553 | $384K | 0.0% | $16.30 | $16.83 | -3.0% | COMMON STOCK | 389375106 |
| FSP | FRANKLIN STREET PROPERTIES C | 45,340 | $384K | 0.0% | $8.47 | $8.47 | — | REIT USD.0001 | 35471R106 |
| — | INVACARE CORP | 51,111 | $383K | 0.0% | $7.49 | $7.49 | — | COMMON STOCK USD.25 | 461203101 |
| CHRS | COHERUS BIOSCIENCES INC | 18,837 | $382K | 0.0% | $20.28 | $19.98 | +1.4% | COMMON STOCK USD.0001 | 19249H103 |
| — | LIFE STORAGE INC | 3,620 | $382K | 0.0% | $105.52 | $97.59 | — | REIT USD.01 | 53223X107 |
| JHG | JANUS HENDERSON GROUP PLC | 17,004 | $382K | 0.0% | $22.47 | $22.93 | -2.0% | COMMON STOCK | G4474Y214 |
| — | FLEETCOR TECHNOLOGIES INC | 1,329 | $381K | 0.0% | $286.68 | $224.87 | — | COMMON STOCK USD.001 | 339041105 |
| NVRI | HARSCO CORP | 20,101 | $381K | 0.0% | $18.95 | $25.13 | -24.6% | COMMON STOCK USD1.25 | 415864107 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 9,400 | $380K | 0.0% | $40.43 | $37.24 | +8.7% | COMMON STOCK USD.01 | 10922N103 |
| VMI | VALMONT INDUSTRIES | 2,737 | $379K | 0.0% | $138.47 | $126.92 | +9.1% | COMMON STOCK USD1.0 | 920253101 |
| GRC | GORMAN RUPP CO | 10,898 | $379K | 0.0% | $34.78 | $33.41 | +4.1% | COMMON STOCK | 383082104 |
| MOD | MODINE MANUFACTURING CO | 33,311 | $379K | 0.0% | $11.38 | $11.87 | -4.2% | COMMON STOCK USD.625 | 607828100 |
| LE | LANDS END INC | 33,422 | $379K | 0.0% | $11.34 | $15.80 | -28.2% | COMMON STOCK USD.01 | 51509F105 |
| — | FOUNDATION BUILDING MATERIAL | 24,454 | $379K | 0.0% | $15.50 | $15.50 | — | COMMON STOCK USD.001 | 350392106 |
| APAM | ARTISAN PARTNERS ASSET MA A | 13,424 | $379K | 0.0% | $28.23 * | $12.95 | +24.4% | COMMON STOCK USD.01 | 04316A108 |
| CDNA | CAREDX INC | 16,721 | $378K | 0.0% | $22.61 | $32.01 | -29.4% | COMMON STOCK USD.001 | 14167L103 |
| — | UMPQUA HOLDINGS CORP | 22,972 | $378K | 0.0% | $16.45 | $15.95 | — | COMMON STOCK | 904214103 |
| UTL | UNITIL CORP | 5,961 | $378K | 0.0% | $63.41 | $59.93 | +5.9% | COMMON STOCK | 913259107 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 7,770 | $377K | 0.0% | $48.52 | $39.52 | — | COMMON STOCK USD.001 | 37890U108 |
| TAL | TAL EDUCATION GROUP ADR | 10,975 | $376K | 0.0% | $34.26 | $32.44 | +5.6% | ADR | 874080104 |
| KMT | KENNAMETAL INC | 12,225 | $376K | 0.0% | $30.76 * | $28.49 | -10.5% | COMMON STOCK USD1.25 | 489170100 |
| HOLX | HOLOGIC INC | 7,421 | $375K | 0.0% | $50.53 | $44.04 | +14.6% | COMMON STOCK USD.01 | 436440101 |
| MSI | MOTOROLA SOLUTIONS INC | 2,187 | $373K | 0.0% | $170.55 * | $118.24 | +32.8% | COMMON STOCK USD.01 | 620076307 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 6,833 | $373K | 0.0% | $54.59 | $57.77 | -5.4% | COMMON STOCK USD.01 | 88224Q107 |
| OSUR | ORASURE TECHNOLOGIES INC | 49,684 | $371K | 0.0% | $7.47 | $6.72 | +11.1% | COMMON STOCK USD.000001 | 68554V108 |
| MZTI | LANCASTER COLONY CORP | 2,674 | $371K | 0.0% | $138.74 | $148.80 | -6.8% | COMMON STOCK | 513847103 |
| — | SOUTHWESTERN ENERGY CO | 191,676 | $370K | 0.0% | $1.93 | $3.11 | — | COMMON STOCK USD.01 | 845467109 |
| LPX | LOUISIANA PACIFIC CORP | 14,999 | $369K | 0.0% | $24.60 | $25.05 | -1.9% | COMMON STOCK USD1.0 | 546347105 |
| BLDR | BUILDERS FIRSTSOURCE INC | 17,914 | $369K | 0.0% | $20.60 | $18.64 | +10.4% | COMMON STOCK USD.01 | 12008R107 |
| FNB | FNB CORP | 31,909 | $368K | 0.0% | $11.53 * | $8.72 | +3.2% | COMMON STOCK USD.01 | 302520101 |
| BALL | BALL CORP | 5,025 | $366K | 0.0% | $72.84 * | $40.50 | +67.2% | COMMON STOCK | 058498106 |
| UBSI | UNITED BANKSHARES INC | 9,629 | $365K | 0.0% | $37.91 | $34.06 | +11.2% | COMMON STOCK USD2.5 | 909907107 |
| — | WELLCARE HEALTH PLANS INC | 1,409 | $365K | 0.0% | $259.05 | $285.36 | — | COMMON STOCK USD.01 | 94946T106 |
| — | ANGLOGOLD ASHANTI SPON ADR | 20,000 | $365K | 0.0% | $18.25 | $14.71 | — | ADR | 035128206 |
| REGN | REGENERON PHARMACEUTICALS | 1,311 | $364K | 0.0% | $277.65 | $374.67 | -26.4% | COMMON STOCK USD.001 | 75886F107 |
| — | NATIONAL CINEMEDIA INC | 44,404 | $364K | 0.0% | $8.20 | $7.06 | — | COMMON STOCK USD.01 | 635309107 |
| OSBC | OLD SECOND BANCORP INC | 29,737 | $363K | 0.0% | $12.21 * | $13.59 | -16.8% | COMMON STOCK USD1.0 | 680277100 |
| CNX | CNX RESOURCES CORP | 49,816 | $362K | 0.0% | $7.27 | $10.88 | -33.3% | COMMON STOCK USD.01 | 12653C108 |
| — | LEGG MASON INC | 9,491 | $362K | 0.0% | $38.14 | $27.09 | — | COMMON STOCK USD.1 | 524901105 |
| — | ANSYS INC | 1,632 | $361K | 0.0% | $221.20 | $171.87 | — | COMMON STOCK USD.01 | 03662Q105 |
| CDNS | CADENCE DESIGN SYS INC | 5,466 | $361K | 0.0% | $66.04 | $50.31 | +31.3% | COMMON STOCK USD.01 | 127387108 |
| BIGGQ | BIG LOTS INC | 14,747 | $361K | 0.0% | $24.48 * | $32.84 | -38.6% | COMMON STOCK USD.01 | 089302103 |
| AWK | AMERICAN WATER WORKS CO INC | 2,900 | $360K | 0.0% | $124.14 * | $97.75 | +13.0% | COMMON STOCK USD.01 | 030420103 |
| ANF | ABERCROMBIE FITCH CO CL A | 23,049 | $360K | 0.0% | $15.62 * | $18.58 | -18.2% | COMMON STOCK USD.01 | 002896207 |
| PTEN | PATTERSON UTI ENERGY INC | 42,035 | $359K | 0.0% | $8.54 | $12.93 | -33.9% | COMMON STOCK USD.01 | 703481101 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 26,075 | $358K | 0.0% | $13.73 | $13.73 | — | REIT USD.01 | 867892101 |
| RYN | RAYONIER INC | 12,706 | $358K | 0.0% | $28.18 | $29.76 | — | REIT | 754907103 |
| ENSG | ENSIGN GROUP INC/THE | 7,532 | $357K | 0.0% | $47.40 * | $48.63 | -10.3% | COMMON STOCK USD.001 | 29358P101 |
| — | TAUBMAN CENTERS INC | 8,708 | $356K | 0.0% | $40.88 | $46.80 | — | REIT USD.01 | 876664103 |
| — | RTI SURGICAL HDS INC | 124,842 | $356K | 0.0% | $2.85 | $4.18 | — | COMMON STOCK USD.001 | 74975N105 |
| HOMB | HOME BANCSHARES INC | 18,815 | $354K | 0.0% | $18.81 | $20.43 | -8.0% | COMMON STOCK USD.01 | 436893200 |
| — | RADIUS HEALTH INC | 13,694 | $353K | 0.0% | $25.78 | $25.78 | — | COMMON STOCK USD.0001 | 750469207 |
| — | APERGY CORP | 13,035 | $353K | 0.0% | $27.08 | $35.53 | — | COMMON STOCK USD.01 | 03755L104 |
| GT | GOODYEAR TIRE RUBBER CO | 24,471 | $353K | 0.0% | $14.43 | $18.29 | -21.2% | COMMON STOCK | 382550101 |
| MTDR | MATADOR RESOURCES CO | 21,274 | $352K | 0.0% | $16.55 | $20.77 | -20.4% | COMMON STOCK USD.01 | 576485205 |
| SLM | SLM CORP | 39,721 | $351K | 0.0% | $8.84 | $9.86 | -10.6% | COMMON STOCK USD.2 | 78442P106 |
| — | ELDORADO RESORTS INC | 8,800 | $351K | 0.0% | $39.89 | $37.34 | — | COMMON STOCK | 28470R102 |
| — | INTERPUBLIC GROUP OF COS INC | 16,303 | $351K | 0.0% | $21.53 * | $16.67 | +0.9% | COMMON STOCK USD.1 | 460690100 |
| — | TRIPLE S MANAGEMENT CORP B | 26,000 | $348K | 0.0% | $13.38 | $19.06 | — | COMMON STOCK USD1.0 | 896749108 |
| MSA | MSA SAFETY INC | 3,193 | $348K | 0.0% | $108.99 | $102.41 | +6.5% | COMMON STOCK | 553498106 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 17,196 | $348K | 0.0% | $20.24 | $23.88 | -15.2% | COMMON STOCK USD.1 | 01741R102 |
| VLY | VALLEY NATIONAL BANCORP | 31,920 | $347K | 0.0% | $10.87 | $10.15 | +7.1% | COMMON STOCK | 919794107 |
| — | PARSLEY ENERGY INC CLASS A | 20,582 | $346K | 0.0% | $16.81 | $21.53 | — | COMMON STOCK USD.01 | 701877102 |
| — | TREEHOUSE FOODS INC | 6,239 | $346K | 0.0% | $55.46 | $49.38 | — | COMMON STOCK USD.01 | 89469A104 |
| AN | AUTONATION INC | 6,798 | $345K | 0.0% | $50.75 | $40.87 | +24.1% | COMMON STOCK USD.01 | 05329W102 |
| — | MODEL N INC | 12,401 | $344K | 0.0% | $27.74 | $27.74 | — | COMMON STOCK USD.00015 | 607525102 |
| PCH | POTLATCHDELTIC CORP | 8,319 | $342K | 0.0% | $41.11 | $32.54 | — | REIT USD1.0 | 737630103 |
| GRMN | GARMIN LTD | 4,044 | $342K | 0.0% | $84.57 * | $66.65 | +10.5% | COMMON STOCK CHF.1 | H2906T109 |
| APEI | AMERICAN PUBLIC EDUCATION | 15,259 | $341K | 0.0% | $22.35 | $30.62 | -27.1% | COMMON STOCK USD.01 | 02913V103 |
| XNCR | XENCOR INC | 10,059 | $339K | 0.0% | $33.70 | $39.92 | -15.5% | COMMON STOCK USD.01 | 98401F105 |
| — | MARATHON OIL CORP | 27,559 | $338K | 0.0% | $12.26 | $14.39 | — | COMMON STOCK USD1.0 | 565849106 |
| LEN | LENNAR CORP A | 6,045 | $338K | 0.0% | $55.91 * | $41.59 | +19.7% | COMMON STOCK USD.1 | 526057104 |
| — | RECRO PHARMA INC | 30,479 | $338K | 0.0% | $11.09 | $10.16 | — | COMMON STOCK USD.01 | 75629F109 |
| RUSHA | RUSH ENTERPRISES INC CL A | 8,727 | $337K | 0.0% | $38.62 * | $17.48 | -1.9% | COMMON STOCK USD.01 | 781846209 |
| MED | MEDIFAST INC | 3,229 | $335K | 0.0% | $103.75 * | $77.75 | +11.7% | COMMON STOCK USD.001 | 58470H101 |
| — | NEOPHOTONICS CORP | 54,972 | $335K | 0.0% | $6.09 | $6.09 | — | COMMON STOCK USD.0025 | 64051T100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,947 | $333K | 0.0% | $67.31 | $97.88 | -31.1% | COMMON STOCK USD.001 | 09061G101 |
| D | DOMINION ENERGY INC | 4,113 | $333K | 0.0% | $80.96 * | $47.27 | +30.5% | COMMON STOCK | 25746U109 |
| VNDA | VANDA PHARMACEUTICALS INC | 24,896 | $331K | 0.0% | $13.30 | $13.94 | -4.7% | COMMON STOCK USD.001 | 921659108 |
| AVTR | AVANTOR INC | 22,364 | $329K | 0.0% | $14.71 | $16.94 | -13.2% | COMMON STOCK USD.01 | 05352A100 |
| CDP | CORPORATE OFFICE PROPERTIES | 11,031 | $329K | 0.0% | $29.83 | $21.81 | — | REIT USD.01 | 22002T108 |
| — | APACHE CORP | 12,800 | $328K | 0.0% | $25.63 | $38.77 | — | COMMON STOCK USD.625 | 037411105 |
| — | LADENBURG THALMANN FINANCIAL | 137,453 | $326K | 0.0% | $2.37 | $2.37 | — | COMMON STOCK USD.0001 | 50575Q102 |
| CHD | CHURCH DWIGHT CO INC | 4,338 | $326K | 0.0% | $75.15 * | $50.50 | +38.3% | COMMON STOCK USD1.0 | 171340102 |
| — | BASIC ENERGY SERVICES INC | 226,050 | $326K | 0.0% | $1.44 | $16.70 | — | COMMON STOCK USD.01 | 06985P209 |
| PNW | PINNACLE WEST CAPITAL | 3,352 | $325K | 0.0% | $96.96 * | $71.31 | +4.1% | COMMON STOCK | 723484101 |
| LITE | LUMENTUM HOLDINGS INC | 6,000 | $321K | 0.0% | $53.50 | $55.49 | -3.5% | COMMON STOCK USD.001 | 55024U109 |
| ALRM | ALARM.COM HOLDINGS INC | 6,875 | $321K | 0.0% | $46.69 | $61.70 | -24.4% | COMMON STOCK | 011642105 |
| NTLA | INTELLIA THERAPEUTICS INC | 24,026 | $321K | 0.0% | $13.36 | $15.94 | -16.3% | COMMON STOCK USD.0001 | 45826J105 |
| HWC | HANCOCK WHITNEY CORP | 8,390 | $321K | 0.0% | $38.26 | $40.28 | -4.9% | COMMON STOCK USD3.33 | 410120109 |
| WLY | WILEY (JOHN) SONS CLASS A | 7,285 | $320K | 0.0% | $43.93 * | $38.91 | -9.1% | COMMON STOCK USD1.0 | 968223206 |
| BBY | BEST BUY CO INC | 4,636 | $320K | 0.0% | $69.03 * | $54.55 | -1.1% | COMMON STOCK USD.1 | 086516101 |
| — | COOPER COS INC/THE | 1,077 | $320K | 0.0% | $297.12 | $283.20 | — | COMMON STOCK USD.1 | 216648402 |
| PLUS | EPLUS INC | 4,191 | $319K | 0.0% | $76.12 * | $41.56 | -8.5% | COMMON STOCK USD.01 | 294268107 |
| CRS | CARPENTER TECHNOLOGY | 6,157 | $318K | 0.0% | $51.65 * | $40.53 | +13.9% | COMMON STOCK USD5.0 | 144285103 |
| — | LIBERTY TRIPADVISOR HDG A | 33,689 | $317K | 0.0% | $9.41 | $12.41 | — | COMMON STOCK USD.01 | 531465102 |
| — | HOLLYFRONTIER CORP | 5,882 | $316K | 0.0% | $53.72 | $41.16 | — | COMMON STOCK USD.01 | 436106108 |
| SRPT | SAREPTA THERAPEUTICS INC | 4,169 | $314K | 0.0% | $75.32 | $86.18 | -12.6% | COMMON STOCK USD.0001 | 803607100 |
| KR | KROGER CO | 12,121 | $312K | 0.0% | $25.74 * | $25.32 | -10.9% | COMMON STOCK USD1.0 | 501044101 |
| — | CJ ENERGY SERVICES INC | 29,000 | $311K | 0.0% | $10.72 | $25.58 | — | COMMON STOCK | 12674R100 |
| TKR | TIMKEN CO | 7,109 | $309K | 0.0% | $43.47 | $46.64 | -6.7% | COMMON STOCK | 887389104 |
| — | CONCHO RESOURCES INC | 4,544 | $309K | 0.0% | $68.00 | $103.21 | — | COMMON STOCK USD.001 | 20605P101 |
| TREE | LENDINGTREE INC | 993 | $308K | 0.0% | $310.17 | $339.25 | — | COMMON STOCK USD.01 | 52603B107 |
| EYE | NATIONAL VISION HOLDINGS INC | 12,766 | $307K | 0.0% | $24.05 | $28.67 | -16.0% | COMMON STOCK USD.01 | 63845R107 |
| IIPR | INNOVATIVE INDUSTRIAL PROPER | 3,313 | $306K | 0.0% | $92.36 | $92.36 | — | REIT USD.001 | 45781V101 |
| EDIT | EDITAS MEDICINE INC | 13,448 | $306K | 0.0% | $22.75 | $23.87 | -4.7% | COMMON STOCK USD.0001 | 28106W103 |
| AMRX | AMNEAL PHARMACEUTICALS INC | 105,619 | $306K | 0.0% | $2.90 | $3.49 | -16.9% | COMMON STOCK USD.01 | 03168L105 |
| HPE | HEWLETT PACKARD ENTERPRISE | 20,150 | $306K | 0.0% | $15.19 * | $12.13 | +2.5% | COMMON STOCK USD.01 | 42824C109 |
| — | FOOT LOCKER INC | 7,082 | $306K | 0.0% | $43.21 | $48.32 | — | COMMON STOCK USD.01 | 344849104 |
| — | BANCORPSOUTH BANK | 10,286 | $305K | 0.0% | $29.65 | $26.47 | — | COMMON STOCK | 05971J102 |
| PAGS | PAGSEGURO DIGITAL LTD CL A | 6,567 | $304K | 0.0% | $46.29 | $46.45 | -0.3% | COMMON STOCK USD.000025 | G68707101 |
| RIG | TRANSOCEAN LTD | 67,700 | $303K | 0.0% | $4.48 | $5.30 | -15.7% | COMMON STOCK CHF.1 | H8817H100 |
| TDS | TELEPHONE AND DATA SYSTEMS | 11,667 | $301K | 0.0% | $25.80 | $30.80 | -16.2% | COMMON STOCK USD.01 | 879433829 |
| LBRT | LIBERTY OILFIELD SERVICES A | 27,751 | $301K | 0.0% | $10.85 | $15.32 | -29.3% | COMMON STOCK | 53115L104 |
| PUMP | PROPETRO HOLDING CORP | 33,121 | $301K | 0.0% | $9.09 | $18.38 | -50.5% | COMMON STOCK | 74347M108 |
| — | CISION LTD | 39,001 | $300K | 0.0% | $7.69 | $12.53 | — | COMMON STOCK USD.0001 | G1992S109 |
| — | TESSCO TECHNOLOGIES INC | 20,867 | $300K | 0.0% | $14.38 | $14.38 | — | COMMON STOCK USD.01 | 872386107 |
| CF | CF INDUSTRIES HOLDINGS INC | 6,102 | $300K | 0.0% | $49.16 * | $32.86 | +28.4% | COMMON STOCK USD.01 | 125269100 |
| ASB | ASSOCIATED BANC CORP | 14,771 | $299K | 0.0% | $20.24 * | $17.13 | -8.0% | COMMON STOCK USD.01 | 045487105 |
| — | SINCLAIR BROADCAST GROUP A | 6,988 | $299K | 0.0% | $42.79 | $28.34 | — | COMMON STOCK USD.01 | 829226109 |
| BJRI | BJ S RESTAURANTS INC | 7,668 | $298K | 0.0% | $38.86 | $55.98 | -31.2% | COMMON STOCK | 09180C106 |
| NUS | NU SKIN ENTERPRISES INC A | 7,000 | $298K | 0.0% | $42.57 * | $47.21 | -28.0% | COMMON STOCK USD.001 | 67018T105 |
| KEY | KEYCORP | 16,665 | $297K | 0.0% | $17.82 * | $12.55 | +5.0% | COMMON STOCK USD1.0 | 493267108 |
| — | EXTRACTION OIL GAS INC | 100,950 | $297K | 0.0% | $2.94 | $2.94 | — | COMMON STOCK | 30227M105 |
| PENN | PENN NATIONAL GAMING INC | 15,881 | $296K | 0.0% | $18.64 | $24.87 | -25.1% | COMMON STOCK USD.01 | 707569109 |
| SVC | SERVICE PROPERTIES TRUST | 11,439 | $295K | 0.0% | $25.79 | $25.79 | — | REIT USD.01 | 81761L102 |
| IBN | ICICI BANK LTD SPON ADR | 24,174 | $294K | 0.0% | $12.16 | $10.08 | +20.9% | ADR | 45104G104 |
| TITN | TITAN MACHINERY INC | 20,508 | $294K | 0.0% | $14.34 | $16.05 | -10.7% | COMMON STOCK USD.00001 | 88830R101 |
| TEX | TEREX CORP | 11,282 | $293K | 0.0% | $25.97 | $29.65 | -12.4% | COMMON STOCK USD.01 | 880779103 |
| ENTA | ENANTA PHARMACEUTICALS INC | 4,867 | $292K | 0.0% | $60.00 | $61.24 | -1.9% | COMMON STOCK USD.01 | 29251M106 |
| WU | WESTERN UNION CO | 12,545 | $291K | 0.0% | $23.20 | $21.90 | — | COMMON STOCK USD.01 | 959802109 |
| RRX | REGAL BELOIT CORP | 3,984 | $290K | 0.0% | $72.79 | $75.56 | -3.6% | COMMON STOCK USD.01 | 758750103 |
| MUSA | MURPHY USA INC | 3,390 | $289K | 0.0% | $85.25 * | $79.33 | +4.5% | COMMON STOCK | 626755102 |
| — | BERRY PETROLEUM CORP | 30,777 | $288K | 0.0% | $9.36 | $10.59 | — | COMMON STOCK USD.001 | 08579X101 |
| CBT | CABOT CORP | 6,357 | $288K | 0.0% | $45.30 * | $41.01 | -4.9% | COMMON STOCK USD1.0 | 127055101 |
| TZOO | TRAVELZOO | 26,908 | $288K | 0.0% | $10.70 | $15.82 | -32.4% | COMMON STOCK USD.01 | 89421Q205 |
| RPD | RAPID7 INC | 6,337 | $288K | 0.0% | $45.45 | $33.57 | +35.2% | COMMON STOCK USD.01 | 753422104 |
| SGMO | SANGAMO THERAPEUTICS INC | 31,844 | $288K | 0.0% | $9.04 * | $11.22 | 0.0% | COMMON STOCK USD.01 | 800677106 |
| ACHC | ACADIA HEALTHCARE CO INC | 9,260 | $288K | 0.0% | $31.10 | $32.91 | -5.6% | COMMON STOCK USD.01 | 00404A109 |
| GATX | GATX CORP | 3,691 | $286K | 0.0% | $77.49 * | $67.94 | +0.7% | COMMON STOCK USD.625 | 361448103 |
| NTRS | NORTHERN TRUST CORP | 3,057 | $285K | 0.0% | $93.23 * | $83.02 | -7.3% | COMMON STOCK USD1.667 | 665859104 |
| — | REATA PHARMACEUTICALS INC A | 3,522 | $283K | 0.0% | $80.35 | $80.35 | — | COMMON STOCK USD.001 | 75615P103 |
| — | ACORDA THERAPEUTICS INC | 98,522 | $283K | 0.0% | $2.87 | $6.40 | — | COMMON STOCK USD.001 | 00484M106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 4,123 | $283K | 0.0% | $68.64 | $67.36 | +1.9% | COMMON STOCK USD.1 | 81725T100 |
| EPC | EDGEWELL PERSONAL CARE CO | 8,667 | $282K | 0.0% | $32.54 * | $35.00 | -15.3% | COMMON STOCK USD.01 | 28035Q102 |
| FITB | FIFTH THIRD BANCORP | 10,306 | $282K | 0.0% | $27.36 * | $23.23 | -7.9% | COMMON STOCK | 316773100 |
| FOLD | AMICUS THERAPEUTICS INC | 35,008 | $281K | 0.0% | $8.03 | $10.85 | -26.1% | COMMON STOCK USD.01 | 03152W109 |
| LAB | FLUIDIGM CORP | 60,680 | $281K | 0.0% | $4.63 | $11.56 | -59.9% | COMMON STOCK USD.001 | 34385P108 |
| — | ASSERTIO THERAPEUTICS INC | 219,854 | $281K | 0.0% | $1.28 | $2.23 | — | COMMON STOCK | 04545L107 |
| FRCB | FIRST REPUBLIC BANK/CA | 2,900 | $280K | 0.0% | $96.55 * | $95.86 | -1.4% | COMMON STOCK USD.01 | 33616C100 |
| PANW | PALO ALTO NETWORKS INC | 1,369 | $279K | 0.0% | $203.80 * | $37.09 | -8.4% | COMMON STOCK USD.0001 | 697435105 |
| — | AERIE PHARMACEUTICALS INC | 14,422 | $277K | 0.0% | $19.21 | $44.44 | — | COMMON STOCK USD.001 | 00771V108 |
| — | EQUITRANS MIDSTREAM CORP | 18,900 | $275K | 0.0% | $14.55 | $19.35 | — | COMMON STOCK | 294600101 |
| CNO | CNO FINANCIAL GROUP INC | 17,231 | $273K | 0.0% | $15.84 * | $15.07 | -8.8% | COMMON STOCK USD.01 | 12621E103 |
| HBAN | HUNTINGTON BANCSHARES INC | 19,111 | $273K | 0.0% | $14.28 * | $9.92 | +7.4% | COMMON STOCK USD.01 | 446150104 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 24,833 | $273K | 0.0% | $10.99 | $13.01 | -15.6% | COMMON STOCK USD.01 | 01988P108 |
| FMC | FMC CORP | 3,100 | $272K | 0.0% | $87.74 * | $65.99 | +11.0% | COMMON STOCK USD.1 | 302491303 |
| NTCT | NETSCOUT SYSTEMS INC | 11,789 | $272K | 0.0% | $23.07 | $24.75 | -6.8% | COMMON STOCK USD.001 | 64115T104 |
| NWSA | NEWS CORP CLASS A | 19,557 | $272K | 0.0% | $13.91 * | $12.70 | +3.1% | COMMON STOCK USD.01 | 65249B109 |
| — | WRIGHT MEDICAL GROUP NV | 13,094 | $270K | 0.0% | $20.62 | $29.81 | — | COMMON STOCK USD.03 | N96617118 |
| PAYX | PAYCHEX INC | 3,205 | $265K | 0.0% | $82.68 * | $57.27 | +20.5% | COMMON STOCK USD.01 | 704326107 |
| — | CALLON PETROLEUM CO | 60,493 | $263K | 0.0% | $4.35 | $7.84 | — | COMMON STOCK USD.01 | 13123X102 |
| R | RYDER SYSTEM INC | 5,015 | $260K | 0.0% | $51.84 | $57.10 | -9.3% | COMMON STOCK USD.5 | 783549108 |
| WBS | WEBSTER FINANCIAL CORP | 5,500 | $258K | 0.0% | $46.91 | $56.61 | -17.2% | COMMON STOCK USD.01 | 947890109 |
| TENB | TENABLE HOLDINGS INC | 11,364 | $254K | 0.0% | $22.35 | $28.33 | -21.0% | COMMON STOCK USD.01 | 88025T102 |
| NTES | NETEASE INC ADR | 954 | $254K | 0.0% | $266.25 | $254.39 | +4.6% | ADR USD.0001 | 64110W102 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 4,188 | $254K | 0.0% | $60.65 * | $42.42 | +24.5% | COMMON STOCK USD.01 | 416515104 |
| SWKS | SKYWORKS SOLUTIONS INC | 3,200 | $254K | 0.0% | $79.38 * | $77.50 | -11.9% | COMMON STOCK USD.25 | 83088M102 |
| EFX | EQUIFAX INC | 1,800 | $253K | 0.0% | $140.56 * | $134.03 | -0.0% | COMMON STOCK USD1.25 | 294429105 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 6,647 | $253K | 0.0% | $38.06 | $48.71 | -21.8% | COMMON STOCK USD.01 | 00737L103 |
| WY | WEYERHAEUSER CO | 9,105 | $252K | 0.0% | $27.68 * | $23.54 | -6.6% | REIT USD1.25 | 962166104 |
| UMBF | UMB FINANCIAL CORP | 3,876 | $250K | 0.0% | $64.50 | $64.81 | -0.4% | COMMON STOCK USD1.0 | 902788108 |
| — | DISCOVER FINANCIAL SERVICES | 3,058 | $248K | 0.0% | $81.10 | $62.46 | — | COMMON STOCK USD.01 | 254709108 |
| CTMX | CYTOMX THERAPEUTICS INC | 33,577 | $248K | 0.0% | $7.39 | $9.86 | -25.2% | COMMON STOCK USD.00001 | 23284F105 |
| EXPE | EXPEDIA GROUP INC | 1,841 | $247K | 0.0% | $134.17 | $121.78 | +8.7% | COMMON STOCK USD.001 | 30212P303 |
| WAFD | WASHINGTON FEDERAL INC | 6,580 | $243K | 0.0% | $36.93 * | $22.88 | +31.0% | COMMON STOCK USD1.0 | 938824109 |
| NUE | NUCOR CORP | 4,704 | $239K | 0.0% | $50.81 * | $52.02 | -13.5% | COMMON STOCK USD.4 | 670346105 |
| UTHR | UNITED THERAPEUTICS CORP | 2,998 | $239K | 0.0% | $79.72 | $109.75 | -27.3% | COMMON STOCK USD.01 | 91307C102 |
| TFX | TELEFLEX INC | 700 | $238K | 0.0% | $340.00 * | $239.38 | +36.8% | COMMON STOCK USD1.0 | 879369106 |
| IP | INTERNATIONAL PAPER CO | 5,703 | $238K | 0.0% | $41.73 * | $30.46 | -1.8% | COMMON STOCK USD1.0 | 460146103 |
| EPAM | EPAM SYSTEMS INC | 1,307 | $238K | 0.0% | $182.10 | $188.28 | -3.2% | COMMON STOCK USD.001 | 29414B104 |
| — | KANSAS CITY SOUTHERN | 1,783 | $237K | 0.0% | $132.92 | $99.06 | — | COMMON STOCK USD.01 | 485170302 |
| CPB | CAMPBELL SOUP CO | 5,037 | $236K | 0.0% | $46.85 * | $31.60 | +20.6% | COMMON STOCK USD.0375 | 134429109 |
| UE | URBAN EDGE PROPERTIES | 11,773 | $233K | 0.0% | $19.79 | $16.96 | — | REIT USD.01 | 91704F104 |
| XRAY | DENTSPLY SIRONA INC | 4,348 | $232K | 0.0% | $53.36 | $53.73 | -0.8% | COMMON STOCK USD.01 | 24906P109 |
| GNW | GENWORTH FINANCIAL INC CL A | 52,735 | $232K | 0.0% | $4.40 | $4.27 | +2.9% | COMMON STOCK USD.001 | 37247D106 |
| EQT | EQT CORP | 21,600 | $230K | 0.0% | $10.65 * | $11.99 | -17.3% | COMMON STOCK | 26884L109 |
| — | SVB FINANCIAL GROUP | 1,100 | $230K | 0.0% | $209.09 | $209.09 | — | COMMON STOCK USD.001 | 78486Q101 |
| SBH | SALLY BEAUTY HOLDINGS INC | 15,393 | $229K | 0.0% | $14.88 | $17.62 | -15.5% | COMMON STOCK USD.01 | 79546E104 |
| MKTX | MARKETAXESS HOLDINGS INC | 700 | $229K | 0.0% | $327.14 * | $198.98 | +54.1% | COMMON STOCK USD.003 | 57060D108 |
| — | FIRSTCASH INC | 2,500 | $229K | 0.0% | $91.60 | $91.60 | — | COMMON STOCK USD.01 | 33767D105 |
| PACDEUR | PACIFIC DRILLING SA | 58,497 | $229K | 0.0% | $3.91 | $12.38 | — | COMMON STOCK | L7257P205 |
| — | SYMANTEC CORP | 9,642 | $228K | 0.0% | $23.65 | $18.88 | — | COMMON STOCK USD.01 | 871503108 |
| NAVI | NAVIENT CORP | 17,725 | $227K | 0.0% | $12.81 | $11.64 | +10.0% | COMMON STOCK USD.01 | 63938C108 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 2,663 | $226K | 0.0% | $84.87 * | $72.74 | +0.4% | COMMON STOCK USD.1 | 12541W209 |
| AKAM | AKAMAI TECHNOLOGIES INC | 2,465 | $225K | 0.0% | $91.28 | $67.88 | +34.6% | COMMON STOCK USD.01 | 00971T101 |
| RMD | RESMED INC | 1,666 | $225K | 0.0% | $135.05 * | $100.52 | +27.4% | COMMON STOCK USD.004 | 761152107 |
| — | HESS CORP | 3,700 | $224K | 0.0% | $60.54 | $60.54 | — | COMMON STOCK USD1.0 | 42809H107 |
| VC | VISTEON CORP | 2,700 | $223K | 0.0% | $82.59 | $66.40 | +23.7% | COMMON STOCK | 92839U206 |
| MD | MEDNAX INC | 9,878 | $223K | 0.0% | $22.58 | $36.12 | -37.4% | COMMON STOCK USD.01 | 58502B106 |
| L | LOEWS CORP | 4,303 | $222K | 0.0% | $51.59 * | $46.34 | +8.2% | COMMON STOCK USD.01 | 540424108 |
| MOS | MOSAIC CO/THE | 10,800 | $221K | 0.0% | $20.46 * | $22.91 | -20.6% | COMMON STOCK USD.01 | 61945C103 |
| AXON | AXON ENTERPRISE INC | 3,900 | $221K | 0.0% | $56.67 | $63.10 | -10.0% | COMMON STOCK USD.00001 | 05464C101 |
| — | CIMAREX ENERGY CO | 4,576 | $219K | 0.0% | $47.86 | $63.63 | — | COMMON STOCK USD.01 | 171798101 |
| — | COLFAX CORP | 7,500 | $218K | 0.0% | $29.07 | $29.07 | — | COMMON STOCK USD.001 | 194014106 |
| QRVO | QORVO INC | 2,917 | $216K | 0.0% | $74.05 | $71.96 | +3.0% | COMMON STOCK USD.0001 | 74736K101 |
| ADNT | ADIENT PLC | 9,300 | $214K | 0.0% | $23.01 | $22.80 | +0.7% | COMMON STOCK USD.001 | G0084W101 |
| — | E TRADE FINANCIAL CORP | 4,888 | $214K | 0.0% | $43.78 | $42.60 | — | COMMON STOCK USD.01 | 269246401 |
| DOV | DOVER CORP | 2,148 | $214K | 0.0% | $99.63 * | $70.88 | +28.8% | COMMON STOCK USD1.0 | 260003108 |
| KMX | CARMAX INC | 2,400 | $211K | 0.0% | $87.92 | $85.82 | +2.5% | COMMON STOCK USD.5 | 143130102 |
| LIVN | LIVANOVA PLC | 2,859 | $211K | 0.0% | $73.80 | $77.03 | -4.2% | COMMON STOCK GBP1.0 | G5509L101 |
| SKT | TANGER FACTORY OUTLET CENTER | 13,565 | $210K | 0.0% | $15.48 | $21.21 | — | REIT USD.01 | 875465106 |
| GEO | GEO GROUP INC/THE | 11,988 | $208K | 0.0% | $17.35 * | $17.95 | -20.1% | REIT USD.01 | 36162J106 |
| LNWO | SCIENTIFIC GAMES CORP | 10,141 | $206K | 0.0% | $20.31 | $20.12 | +1.1% | COMMON STOCK USD.001 | 80874P109 |
| JACK | JACK IN THE BOX INC | 2,250 | $205K | 0.0% | $91.11 | $81.44 | +11.9% | COMMON STOCK USD.01 | 466367109 |
| CE | CELANESE CORP | 1,674 | $205K | 0.0% | $122.46 * | $95.85 | +13.4% | COMMON STOCK USD.0001 | 150870103 |
| OMF | ONEMAIN HOLDINGS INC | 5,582 | $205K | 0.0% | $36.73 | $37.09 | -1.1% | COMMON STOCK USD.01 | 68268W103 |
| — | DISH NETWORK CORP A | 5,939 | $202K | 0.0% | $34.01 | $31.51 | — | COMMON STOCK USD.01 | 25470M109 |
| — | J.C. PENNEY CO INC | 227,200 | $202K | 0.0% | $0.89 | $2.56 | — | COMMON STOCK USD.5 | 708160106 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $201K | 0.0% | $14.99 | $21.37 | — | ADR USD.00004 | 091727107 |
| — | OASIS PETROLEUM INC | 56,547 | $196K | 0.0% | $3.47 | $5.10 | — | COMMON STOCK USD.01 | 674215108 |
| CMP | COMPASS MINERALS INTERNATION | 3,451 | $195K | 0.0% | $56.51 * | $44.46 | +10.6% | COMMON STOCK USD.01 | 20451N101 |
| — | AMCOR PLC | 19,972 | $195K | 0.0% | $9.76 * | $8.56 | -12.2% | COMMON STOCK USD.01 | G0250X107 |
| TPH | TRI POINTE GROUP INC | 12,897 | $194K | 0.0% | $15.04 | $12.83 | +17.2% | COMMON STOCK USD.01 | 87265H109 |
| FTCHQ | FARFETCH LTD CLASS A | 22,177 | $192K | 0.0% | $8.66 | $20.89 | -58.6% | COMMON STOCK USD.04 | 30744W107 |
| UAL | UNITED AIRLINES HOLDINGS INC | 2,128 | $188K | 0.0% | $88.35 | $71.54 | +23.6% | COMMON STOCK USD.01 | 910047109 |
| VIRT | VIRTU FINANCIAL INC CLASS A | 11,462 | $188K | 0.0% | $16.40 | $20.01 | -18.2% | COMMON STOCK USD.00001 | 928254101 |
| DGX | QUEST DIAGNOSTICS INC | 1,741 | $186K | 0.0% | $106.84 * | $82.09 | +15.0% | COMMON STOCK USD.01 | 74834L100 |
| FLR | FLUOR CORP | 9,700 | $186K | 0.0% | $19.18 | $23.30 | -19.2% | COMMON STOCK USD.01 | 343412102 |
| RHI | ROBERT HALF INTL INC | 3,327 | $185K | 0.0% | $55.61 | $53.95 | +3.2% | COMMON STOCK USD.001 | 770323103 |
| MTB | M T BANK CORP | 1,172 | $185K | 0.0% | $157.85 * | $131.19 | -1.7% | COMMON STOCK USD.5 | 55261F104 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 2,056 | $185K | 0.0% | $89.98 | $93.43 | -3.5% | COMMON STOCK USD.001 | 64125C109 |
| — | LABORATORY CRP OF AMER HLDGS | 1,087 | $183K | 0.0% | $168.35 | $145.33 | — | COMMON STOCK USD.1 | 50540R409 |
| — | ARCONIC INC | 7,000 | $182K | 0.0% | $26.00 | $25.84 | — | COMMON STOCK | 03965L100 |
| — | SPLUNK INC | 1,541 | $182K | 0.0% | $118.11 | $72.66 | — | COMMON STOCK USD.001 | 848637104 |
| LKQ | LKQ CORP | 5,710 | $180K | 0.0% | $31.52 * | $25.13 | +12.3% | COMMON STOCK USD.01 | 501889208 |
| DDS | DILLARDS INC CL A | 2,726 | $180K | 0.0% | $66.03 * | $44.32 | +13.5% | COMMON STOCK | 254067101 |
| SYNA | SYNAPTICS INC | 4,466 | $178K | 0.0% | $39.86 | $37.20 | +7.4% | COMMON STOCK USD.001 | 87157D109 |
| REZI | RESIDEO TECHNOLOGIES INC | 12,305 | $177K | 0.0% | $14.38 | $20.92 | -31.4% | COMMON STOCK USD.001 | 76118Y104 |
| FLS | FLOWSERVE CORP | 3,715 | $174K | 0.0% | $46.84 * | $38.90 | +4.9% | COMMON STOCK USD1.25 | 34354P105 |
| — | MR COOPER GROUP INC | 16,347 | $174K | 0.0% | $10.64 | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| IVZ | INVESCO LTD | 10,077 | $171K | 0.0% | $16.97 * | $17.40 | -26.9% | COMMON STOCK USD.2 | G491BT108 |
| — | UNITI GROUP INC | 21,843 | $170K | 0.0% | $7.78 | $13.01 | — | REIT USD.0001 | 91325V108 |
| TSCO | TRACTOR SUPPLY COMPANY | 1,882 | $170K | 0.0% | $90.33 * | $13.07 | +25.5% | COMMON STOCK USD.008 | 892356106 |
| CAR | AVIS BUDGET GROUP INC | 5,913 | $167K | 0.0% | $28.24 * | $33.01 | -18.7% | COMMON STOCK USD.01 | 053774105 |
| — | DELPHI TECHNOLOGIES PLC | 12,289 | $165K | 0.0% | $13.43 | $14.12 | — | COMMON STOCK USD.01 | G2709G107 |
| CBOE | CBOE GLOBAL MARKETS INC | 1,406 | $162K | 0.0% | $115.22 * | $94.76 | +11.6% | COMMON STOCK | 12503M108 |
| EXPD | EXPEDITORS INTL WASH INC | 2,144 | $159K | 0.0% | $74.16 * | $61.91 | +11.1% | COMMON STOCK USD.01 | 302130109 |
| GEF | GREIF INC CL A | 4,142 | $157K | 0.0% | $37.90 * | $32.00 | -5.0% | COMMON STOCK | 397624107 |
| — | MYLAN NV | 7,891 | $156K | 0.0% | $19.77 | $32.57 | — | COMMON STOCK EUR.01 | N59465109 |
| DXC | DXC TECHNOLOGY CO | 5,287 | $156K | 0.0% | $29.51 * | $71.51 | -59.8% | COMMON STOCK USD.01 | 23355L106 |
| HMN | HORACE MANN EDUCATORS | 3,362 | $156K | 0.0% | $46.40 | $43.75 | +5.9% | COMMON STOCK USD.001 | 440327104 |
| — | OWENS ILLINOIS INC | 15,119 | $155K | 0.0% | $10.25 | $16.56 | — | COMMON STOCK USD.01 | 690768403 |
| — | DOMTAR CORP | 4,311 | $154K | 0.0% | $35.72 | $35.09 | — | COMMON STOCK USD.01 | 257559203 |
| PPC | PILGRIM S PRIDE CORP | 4,800 | $154K | 0.0% | $32.08 | $29.05 | +10.3% | COMMON STOCK USD.01 | 72147K108 |
| — | JUNIPER NETWORKS INC | 6,217 | $154K | 0.0% | $24.77 | $27.37 | — | COMMON STOCK USD.00001 | 48203R104 |
| NXPI | NXP SEMICONDUCTORS NV | 1,400 | $153K | 0.0% | $109.29 * | $91.84 | +7.1% | COMMON STOCK | N6596X109 |
| WERN | WERNER ENTERPRISES INC | 4,334 | $153K | 0.0% | $35.30 | $32.59 | +8.3% | COMMON STOCK USD.01 | 950755108 |
| CINF | CINCINNATI FINANCIAL CORP | 1,300 | $152K | 0.0% | $116.92 * | $80.87 | +22.7% | COMMON STOCK USD2.0 | 172062101 |
| EVRG | EVERGY INC | 2,219 | $148K | 0.0% | $66.70 * | $45.21 | +15.4% | COMMON STOCK | 30034W106 |
| DNOW | NOW INC | 12,897 | $148K | 0.0% | $11.48 | $13.91 | -17.5% | COMMON STOCK USD.01 | 67011P100 |
| RDWR | RADWARE LTD | 6,000 | $146K | 0.0% | $24.33 | $24.58 | -1.3% | COMMON STOCK ILS.05 | M81873107 |
| DVA | DAVITA INC | 2,525 | $144K | 0.0% | $57.03 | $61.26 | -6.8% | COMMON STOCK USD.001 | 23918K108 |
| AMG | AFFILIATED MANAGERS GROUP | 1,700 | $142K | 0.0% | $83.53 | $117.87 | -29.9% | COMMON STOCK USD.01 | 008252108 |
| — | COVETRUS INC | 11,905 | $142K | 0.0% | $11.93 | $24.90 | — | COMMON STOCK | 22304C100 |
| — | L BRANDS INC | 7,168 | $140K | 0.0% | $19.53 | $33.11 | — | COMMON STOCK USD.5 | 501797104 |
| M | MACY S INC | 9,000 | $140K | 0.0% | $15.56 | $18.52 | -16.1% | COMMON STOCK USD.01 | 55616P104 |
| SLGN | SILGAN HOLDINGS INC | 4,557 | $137K | 0.0% | $30.06 | $25.62 | +17.2% | COMMON STOCK USD.01 | 827048109 |
| WOR | WORTHINGTON INDUSTRIES | 3,778 | $136K | 0.0% | $36.00 * | $23.95 | -7.2% | COMMON STOCK | 981811102 |
| AJG | ARTHUR J GALLAGHER CO | 1,500 | $134K | 0.0% | $89.33 * | $76.79 | +8.2% | COMMON STOCK USD1.0 | 363576109 |
| KIM | KIMCO REALTY CORP | 6,394 | $134K | 0.0% | $20.96 * | $11.04 | +41.6% | REIT USD.01 | 49446R109 |
| EG | EVEREST RE GROUP LTD | 501 | $133K | 0.0% | $265.47 * | $186.73 | +25.1% | COMMON STOCK USD.01 | G3223R108 |
| BEN | FRANKLIN RESOURCES INC | 4,600 | $133K | 0.0% | $28.91 * | $25.24 | -15.7% | COMMON STOCK USD.1 | 354613101 |
| COTY | COTY INC CL A | 12,100 | $127K | 0.0% | $10.50 | $11.50 | -10.5% | COMMON STOCK USD.01 | 222070203 |
| — | DISCOVERY INC C | 5,119 | $126K | 0.0% | $24.61 | $24.61 | — | COMMON STOCK USD.01 | 25470F302 |
| TRMK | TRUSTMARK CORP | 3,634 | $124K | 0.0% | $34.12 * | $25.15 | +11.8% | COMMON STOCK | 898402102 |
| HOG | HARLEY DAVIDSON INC | 3,392 | $122K | 0.0% | $35.97 | $48.87 | -26.4% | COMMON STOCK USD.01 | 412822108 |
| HP | HELMERICH PAYNE | 3,000 | $120K | 0.0% | $40.00 | $68.04 | -41.1% | COMMON STOCK USD.1 | 423452101 |
| — | APARTMENT INVT MGMT CO A | 2,262 | $118K | 0.0% | $52.17 | $50.40 | — | REIT USD.01 | 03748R754 |
| WHR | WHIRLPOOL CORP | 719 | $114K | 0.0% | $158.55 | $136.16 | +16.3% | COMMON STOCK USD1.0 | 963320106 |
| BWA | BORGWARNER INC | 3,018 | $111K | 0.0% | $36.78 * | $31.04 | -5.5% | COMMON STOCK USD.01 | 099724106 |
| SEE | SEALED AIR CORP | 2,661 | $110K | 0.0% | $41.34 * | $30.61 | +20.7% | COMMON STOCK USD.1 | 81211K100 |
| NDAQ | NASDAQ INC | 1,100 | $109K | 0.0% | $99.09 * | $25.70 | +17.9% | COMMON STOCK USD.01 | 631103108 |
| HNI | HNI CORP | 3,069 | $109K | 0.0% | $35.52 | $37.49 | -5.3% | COMMON STOCK USD1.0 | 404251100 |
| ALK | ALASKA AIR GROUP INC | 1,667 | $108K | 0.0% | $64.79 | $61.58 | +4.3% | COMMON STOCK USD.01 | 011659109 |
| TPR | TAPESTRY INC | 4,108 | $107K | 0.0% | $26.05 * | $33.04 | -32.2% | COMMON STOCK USD.01 | 876030107 |
| HRB | HR BLOCK INC | 4,021 | $95,000 | 0.0% | $23.63 * | $17.25 | +7.5% | COMMON STOCK | 093671105 |
| TR | TOOTSIE ROLL INDS | 2,500 | $93,000 | 0.0% | $37.20 * | $31.98 | +0.2% | COMMON STOCK USD.694 | 890516107 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 1,100 | $85,000 | 0.0% | $77.27 * | $68.36 | +1.1% | COMMON STOCK | 044186104 |
| — | INTL SPEEDWAY CORP CL A | 1,862 | $84,000 | 0.0% | $45.11 | $43.83 | — | COMMON STOCK USD.01 | 460335201 |
| RJF | RAYMOND JAMES FINANCIAL INC | 1,017 | $84,000 | 0.0% | $82.60 * | $48.66 | +2.7% | COMMON STOCK USD.01 | 754730109 |
| FC | FRANKLIN COVEY CO | 2,310 | $81,000 | 0.0% | $35.06 | $36.07 | -3.0% | COMMON STOCK USD.05 | 353469109 |
| — | KELLOGG CO | 1,192 | $77,000 | 0.0% | $64.60 * | $45.36 | +6.4% | COMMON STOCK USD.25 | 487836108 |
| KELYA | KELLY SERVICES INC A | 2,595 | $63,000 | 0.0% | $24.28 * | $23.81 | -6.6% | COMMON STOCK USD1.0 | 488152208 |
| SIG | SIGNET JEWELERS LTD | 3,753 | $63,000 | 0.0% | $16.79 * | $30.53 | -49.9% | COMMON STOCK USD.18 | G81276100 |
| GTY | GETTY REALTY CORP | 1,928 | $62,000 | 0.0% | $32.16 | $32.16 | — | REIT USD.01 | 374297109 |
| — | ION GEOPHYSICAL CORP | 6,683 | $61,000 | 0.0% | $9.13 | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| WMB | WILLIAMS COS INC | 2,418 | $58,000 | 0.0% | $23.99 * | $17.63 | -3.4% | COMMON STOCK USD1.0 | 969457100 |
| EIX | EDISON INTERNATIONAL | 771 | $58,000 | 0.0% | $75.23 * | $44.50 | +28.7% | COMMON STOCK | 281020107 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 1,308 | $51,000 | 0.0% | $38.99 * | $31.21 | +3.5% | COMMON STOCK USD1.0 | 459044103 |
| KODK | EASTMAN KODAK CO | 18,376 | $49,000 | 0.0% | $2.67 | $8.53 | -69.1% | COMMON STOCK USD.01 | 277461406 |
| WIX | WIX.COM LTD | 400 | $47,000 | 0.0% | $117.50 | $139.07 | -16.1% | COMMON STOCK ILS.01 | M98068105 |
| SPB | SPECTRUM BRANDS HOLDINGS INC | 741 | $39,000 | 0.0% | $52.63 | $52.17 | +1.0% | COMMON STOCK USD.01 | 84790A105 |
| VRE | MACK CALI REALTY CORP | 1,519 | $33,000 | 0.0% | $21.72 | $20.53 | — | REIT USD.01 | 554489104 |
| SB | SAFE BULKERS INC | 17,720 | $31,000 | 0.0% | $1.75 | $1.95 | -10.2% | COMMON STOCK USD.001 | Y7388L103 |
| — | GLOBALSTAR INC | 70,200 | $29,000 | 0.0% | $0.41 | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| — | MALLINCKRODT PLC | 5,746 | $14,000 | 0.0% | $2.44 | $20.31 | — | COMMON STOCK USD.2 | G5785G107 |
| — | PZENA INVESTMENT MANAGM CL A | 900 | $8,000 | 0.0% | $8.89 | $8.89 | — | COMMON STOCK USD.01 | 74731Q103 |