Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Jan 27, 2020
Total Value: $4.465B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR SP 500 ETF TRUST | 1,693,101 | $545M | 12.2% | $321.86 | $291.16 | +10.5% | SPDR TRUST SERIES 1 | 78462F103 |
| EFA | ISHARES MSCI EAFE ETF | 3,946,357 | $274M | 6.1% | $69.44 | $65.19 | +6.5% | ISHARES MSCI EAFE ETF | 464287465 |
| CTVA | CORTEVA INC | 4,260,223 | $126M | 2.8% | $29.56 * | $25.02 | +9.7% | COMMON STOCK USD.01 | 22052L104 |
| AAPL | APPLE INC | 370,998 | $109M | 2.4% | $293.65 * | $23.25 | +204.8% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 668,020 | $105M | 2.4% | $157.70 * | $45.59 | +228.4% | COMMON STOCK USD.00000625 | 594918104 |
| EEM | ISHARES MSCI EMERGING MARKETS | 2,118,255 | $95.05M | 2.1% | $44.87 | $42.99 | +4.4% | ISHARES MSCI EMERGING MARKET | 464287234 |
| AMZN | AMAZON.COM INC | 39,933 | $73.79M | 1.7% | $1847.85 * | $35.37 | +161.2% | COMMON STOCK USD.01 | 023135106 |
| GOOG | ALPHABET INC CL C | 48,196 | $64.44M | 1.4% | $1337.02 * | $38.58 | +72.0% | COMMON STOCK USD.001 | 02079K107 |
| JPM | JPMORGAN CHASE CO | 381,619 | $53.2M | 1.2% | $139.40 * | $51.51 | +129.4% | COMMON STOCK USD1.0 | 46625H100 |
| V | VISA INC CLASS A SHARES | 256,824 | $48.26M | 1.1% | $187.90 * | $83.22 | +116.4% | COMMON STOCK USD.0001 | 92826C839 |
| META | FACEBOOK INC CLASS A | 217,725 | $44.69M | 1.0% | $205.25 | $111.47 | +82.9% | COMMON STOCK USD.000006 | 30303M102 |
| VOO | VANGUARD SP 500 ETF | 143,017 | $42.3M | 0.9% | $295.80 | $249.29 | +18.7% | VANGUARD S+P 500 ETF | 922908363 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 195,915 | $41.55M | 0.9% | $212.10 | $155.33 | +36.5% | ADR USD.000025 | 01609W102 |
| MA | MASTERCARD INC A | 116,131 | $34.68M | 0.8% | $298.59 * | $178.30 | +61.9% | COMMON STOCK USD.0001 | 57636Q104 |
| BAC | BANK OF AMERICA CORP | 918,981 | $32.37M | 0.7% | $35.22 * | $18.53 | +64.0% | COMMON STOCK USD.01 | 060505104 |
| JNJ | JOHNSON JOHNSON | 214,007 | $31.22M | 0.7% | $145.87 * | $95.04 | +29.6% | COMMON STOCK USD1.0 | 478160104 |
| DAL | DELTA AIR LINES INC | 493,050 | $28.83M | 0.6% | $58.48 * | $35.58 | +58.8% | COMMON STOCK USD.0001 | 247361702 |
| HD | HOME DEPOT INC | 130,508 | $28.5M | 0.6% | $218.38 * | $108.46 | +74.2% | COMMON STOCK USD.05 | 437076102 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 116,329 | $26.35M | 0.6% | $226.50 | $158.99 | +42.5% | COMMON STOCK USD.0033 | 084670702 |
| DIS | WALT DISNEY CO/THE | 180,838 | $26.16M | 0.6% | $144.63 * | $103.13 | +37.0% | COMMON STOCK USD.01 | 254687106 |
| MRK | MERCK CO. INC. | 283,455 | $25.78M | 0.6% | $90.95 * | $41.03 | +74.9% | COMMON STOCK USD.5 | 58933Y105 |
| UNH | UNITEDHEALTH GROUP INC | 87,067 | $25.6M | 0.6% | $293.98 * | $133.86 | +99.2% | COMMON STOCK USD.01 | 91324P102 |
| CMCSA | COMCAST CORP CLASS A | 549,995 | $24.73M | 0.6% | $44.97 * | $28.50 | +34.2% | COMMON STOCK USD.01 | 20030N101 |
| AME | AMETEK INC | 247,373 | $24.67M | 0.6% | $99.74 * | $66.17 | +44.8% | COMMON STOCK USD.01 | 031100100 |
| CVX | CHEVRON CORP | 198,386 | $23.91M | 0.5% | $120.51 * | $76.66 | +20.3% | COMMON STOCK USD.75 | 166764100 |
| ELV | ANTHEM INC | 75,188 | $22.71M | 0.5% | $302.03 * | $212.01 | +31.3% | COMMON STOCK USD.01 | 036752103 |
| AOS | SMITH (A.O.) CORP | 467,730 | $22.28M | 0.5% | $47.64 * | $43.47 | -1.9% | COMMON STOCK USD1.0 | 831865209 |
| PG | PROCTER GAMBLE CO/THE | 176,144 | $22M | 0.5% | $124.90 * | $72.07 | +49.2% | COMMON STOCK | 742718109 |
| UNP | UNION PACIFIC CORP | 116,795 | $21.11M | 0.5% | $180.79 * | $136.66 | +15.8% | COMMON STOCK USD2.5 | 907818108 |
| CSX | CSX CORP | 278,452 | $20.15M | 0.5% | $72.36 * | $19.02 | +17.0% | COMMON STOCK USD1.0 | 126408103 |
| COST | COSTCO WHOLESALE CORP | 66,712 | $19.61M | 0.4% | $293.92 * | $161.88 | +66.0% | COMMON STOCK USD.005 | 22160K105 |
| PLD | PROLOGIS INC | 215,128 | $19.18M | 0.4% | $89.14 * | $52.63 | +43.5% | REIT USD.01 | 74340W103 |
| DHR | DANAHER CORP | 120,740 | $18.53M | 0.4% | $153.48 * | $79.07 | +67.7% | COMMON STOCK USD.01 | 235851102 |
| IEX | IDEX CORP | 106,705 | $18.35M | 0.4% | $172.00 * | $127.32 | +25.5% | COMMON STOCK USD.01 | 45167R104 |
| TJX | TJX COMPANIES INC | 299,122 | $18.26M | 0.4% | $61.06 * | $40.57 | +39.2% | COMMON STOCK USD1.0 | 872540109 |
| ADI | ANALOG DEVICES INC | 145,154 | $17.25M | 0.4% | $118.84 * | $77.21 | +38.2% | COMMON STOCK USD.167 | 032654105 |
| EEFT | EURONET WORLDWIDE INC | 106,454 | $16.77M | 0.4% | $157.56 | $150.65 | +4.6% | COMMON STOCK USD.02 | 298736109 |
| DE | DEERE CO | 94,949 | $16.45M | 0.4% | $173.26 * | $140.69 | +13.4% | COMMON STOCK USD1.0 | 244199105 |
| BA | BOEING CO/THE | 49,310 | $16.06M | 0.4% | $325.76 | $274.78 | +17.9% | COMMON STOCK USD5.0 | 097023105 |
| BDX | BECTON DICKINSON AND CO | 58,697 | $15.96M | 0.4% | $271.97 * | $169.24 | +42.7% | COMMON STOCK USD1.0 | 075887109 |
| CSCO | CISCO SYSTEMS INC | 331,254 | $15.89M | 0.4% | $47.96 * | $25.60 | +55.4% | COMMON STOCK USD.001 | 17275R102 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 62,734 | $15.74M | 0.4% | $250.88 * | $192.27 | +13.9% | COMMON STOCK USD.01 | 446413106 |
| AMT | AMERICAN TOWER CORP | 67,571 | $15.53M | 0.3% | $229.82 * | $98.94 | +96.8% | REIT USD.01 | 03027X100 |
| — | UNITED TECHNOLOGIES CORP | 101,627 | $15.22M | 0.3% | $149.76 | $115.89 | — | COMMON STOCK USD1.0 | 913017109 |
| DG | DOLLAR GENERAL CORP | 97,160 | $15.15M | 0.3% | $155.98 * | $111.69 | +28.5% | COMMON STOCK USD.875 | 256677105 |
| MPC | MARATHON PETROLEUM CORP | 249,677 | $15.04M | 0.3% | $60.25 * | $53.99 | -7.4% | COMMON STOCK USD.01 | 56585A102 |
| EQIX | EQUINIX INC | 25,325 | $14.78M | 0.3% | $583.69 * | $337.99 | +54.5% | REIT USD.001 | 29444U700 |
| BF/B | BROWN FORMAN CORP CLASS B | 217,703 | $14.72M | 0.3% | $67.60 * | $44.42 | +36.8% | COMMON STOCK USD.15 | 115637209 |
| FNF | FIDELITY NATIONAL FINANCIAL | 323,053 | $14.65M | 0.3% | $45.35 * | $26.63 | +24.9% | COMMON STOCK USD.0001 | 31620R303 |
| — | RAYTHEON COMPANY | 65,164 | $14.32M | 0.3% | $219.74 | $164.16 | — | COMMON STOCK USD.01 | 755111507 |
| — | INGERSOLL RAND PLC | 107,554 | $14.3M | 0.3% | $132.92 | $79.28 | — | COMMON STOCK USD1.0 | G47791101 |
| TDG | TRANSDIGM GROUP INC | 23,905 | $13.39M | 0.3% | $560.01 * | $250.93 | +85.5% | COMMON STOCK USD.01 | 893641100 |
| MSCI | MSCI INC | 51,065 | $13.18M | 0.3% | $258.18 * | $159.45 | +52.6% | COMMON STOCK USD.01 | 55354G100 |
| EL | ESTEE LAUDER COMPANIES CL A | 63,054 | $13.02M | 0.3% | $206.54 * | $91.32 | +109.1% | COMMON STOCK USD.01 | 518439104 |
| VZ | VERIZON COMMUNICATIONS INC | 208,512 | $12.8M | 0.3% | $61.40 * | $32.84 | +32.8% | COMMON STOCK USD.1 | 92343V104 |
| TXN | TEXAS INSTRUMENTS INC | 99,626 | $12.78M | 0.3% | $128.29 * | $50.20 | +115.4% | COMMON STOCK USD1.0 | 882508104 |
| AZO | AUTOZONE INC | 10,690 | $12.73M | 0.3% | $1191.30 | $754.78 | +57.8% | COMMON STOCK USD.01 | 053332102 |
| — | US CONCRETE INC | 299,968 | $12.5M | 0.3% | $41.66 | $23.28 | — | COMMON STOCK USD.001 | 90333L201 |
| AXP | AMERICAN EXPRESS CO | 100,273 | $12.48M | 0.3% | $124.49 * | $95.63 | +20.0% | COMMON STOCK USD.2 | 025816109 |
| APH | AMPHENOL CORP CL A | 113,894 | $12.33M | 0.3% | $108.23 * | $20.67 | +23.7% | COMMON STOCK USD.001 | 032095101 |
| SHW | SHERWIN WILLIAMS CO/THE | 20,558 | $12M | 0.3% | $583.52 * | $127.22 | +45.0% | COMMON STOCK USD1.0 | 824348106 |
| GOOGL | ALPHABET INC CL A | 8,938 | $11.97M | 0.3% | $1339.34 * | $42.59 | +56.0% | COMMON STOCK USD.001 | 02079K305 |
| SPGI | SP GLOBAL INC | 43,165 | $11.79M | 0.3% | $273.05 * | $179.39 | +44.8% | COMMON STOCK USD1.0 | 78409V104 |
| NKE | NIKE INC CL B | 113,663 | $11.52M | 0.3% | $101.31 * | $72.67 | +28.6% | COMMON STOCK | 654106103 |
| MRSH | MARSH MCLENNAN COS | 100,715 | $11.22M | 0.3% | $111.41 * | $72.57 | +39.4% | COMMON STOCK USD1.0 | 571748102 |
| EXC | EXELON CORP | 244,332 | $11.14M | 0.2% | $45.59 * | $17.29 | +51.8% | COMMON STOCK | 30161N101 |
| MDT | MEDTRONIC PLC | 98,165 | $11.14M | 0.2% | $113.45 * | $77.90 | +23.4% | COMMON STOCK USD.1 | G5960L103 |
| ORLY | O REILLY AUTOMOTIVE INC | 24,694 | $10.82M | 0.2% | $438.24 * | $20.87 | +40.0% | COMMON STOCK USD.01 | 67103H107 |
| AIG | AMERICAN INTERNATIONAL GROUP | 202,539 | $10.4M | 0.2% | $51.33 * | $46.18 | -4.9% | COMMON STOCK USD2.5 | 026874784 |
| MTD | METTLER TOLEDO INTERNATIONAL | 12,954 | $10.28M | 0.2% | $793.27 | $582.35 | +36.2% | COMMON STOCK USD.01 | 592688105 |
| COP | CONOCOPHILLIPS | 157,860 | $10.27M | 0.2% | $65.03 * | $39.75 | +31.4% | COMMON STOCK USD.01 | 20825C104 |
| RSG | REPUBLIC SERVICES INC | 110,835 | $9.934M | 0.2% | $89.63 * | $73.79 | +11.6% | COMMON STOCK USD.01 | 760759100 |
| PEP | PEPSICO INC | 72,629 | $9.926M | 0.2% | $136.67 * | $82.83 | +37.4% | COMMON STOCK USD.017 | 713448108 |
| ADBE | ADOBE INC | 29,987 | $9.89M | 0.2% | $329.81 | $219.74 | +50.1% | COMMON STOCK USD.0001 | 00724F101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 44,110 | $9.658M | 0.2% | $218.95 | $152.84 | +43.3% | COMMON STOCK USD.01 | 92532F100 |
| NVDA | NVIDIA CORP | 40,246 | $9.47M | 0.2% | $235.30 * | $4.54 | +29.1% | COMMON STOCK USD.001 | 67066G104 |
| WMT | WALMART INC | 77,410 | $9.199M | 0.2% | $118.83 * | $29.74 | +22.4% | COMMON STOCK USD.1 | 931142103 |
| ALLE | ALLEGION PLC | 71,953 | $8.961M | 0.2% | $124.54 * | $66.15 | +74.3% | COMMON STOCK USD.01 | G0176J109 |
| HON | HONEYWELL INTERNATIONAL INC | 50,448 | $8.929M | 0.2% | $176.99 * | $87.67 | +67.9% | COMMON STOCK USD1.0 | 438516106 |
| SLB | SCHLUMBERGER LTD | 218,469 | $8.782M | 0.2% | $40.20 * | $53.95 | -35.3% | COMMON STOCK USD.01 | 806857108 |
| INTC | INTEL CORP | 146,662 | $8.778M | 0.2% | $59.85 * | $36.01 | +46.6% | COMMON STOCK USD.001 | 458140100 |
| MCO | MOODY S CORP | 36,840 | $8.746M | 0.2% | $237.40 * | $137.27 | +64.5% | COMMON STOCK USD.01 | 615369105 |
| ORCL | ORACLE CORP | 164,994 | $8.741M | 0.2% | $52.98 * | $40.02 | +21.3% | COMMON STOCK USD.01 | 68389X105 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 158,590 | $8.735M | 0.2% | $55.08 * | $34.47 | +37.8% | COMMON STOCK | 609207105 |
| WAT | WATERS CORP | 36,988 | $8.642M | 0.2% | $233.64 | $196.24 | +19.1% | COMMON STOCK USD.01 | 941848103 |
| FE | FIRSTENERGY CORP | 176,018 | $8.554M | 0.2% | $48.60 * | $30.71 | +23.2% | COMMON STOCK USD.1 | 337932107 |
| SPG | SIMON PROPERTY GROUP INC | 56,012 | $8.344M | 0.2% | $148.97 * | $107.91 | -1.3% | REIT USD.0001 | 828806109 |
| KO | COCA COLA CO/THE | 149,626 | $8.282M | 0.2% | $55.35 * | $39.46 | +16.7% | COMMON STOCK USD.25 | 191216100 |
| XOM | EXXON MOBIL CORP | 118,443 | $8.265M | 0.2% | $69.78 * | $54.39 | -2.9% | COMMON STOCK | 30231G102 |
| CTAS | CINTAS CORP | 30,590 | $8.231M | 0.2% | $269.07 * | $31.76 | +100.2% | COMMON STOCK | 172908105 |
| XLB | MATERIALS SELECT SECTOR SPDR F | 133,836 | $8.22M | 0.2% | $61.42 * | $30.21 | +1.7% | MATERIALS SELECT SECTOR SPDR | 81369Y100 |
| C | CITIGROUP INC | 101,267 | $8.09M | 0.2% | $79.89 * | $39.24 | +63.7% | COMMON STOCK USD.01 | 172967424 |
| ROP | ROPER TECHNOLOGIES INC | 22,759 | $8.062M | 0.2% | $354.23 * | $292.47 | +16.8% | COMMON STOCK USD.01 | 776696106 |
| VST | VISTRA ENERGY CORP | 350,597 | $8.06M | 0.2% | $22.99 * | $20.30 | -1.2% | COMMON STOCK USD.01 | 92840M102 |
| T | ATT INC | 206,151 | $8.056M | 0.2% | $39.08 * | $13.69 | +41.1% | COMMON STOCK USD1.0 | 00206R102 |
| NFLX | NETFLIX INC | 24,834 | $8.036M | 0.2% | $323.59 * | $30.59 | +5.8% | COMMON STOCK USD.001 | 64110L106 |
| INVH | INVITATION HOMES INC | 259,221 | $7.769M | 0.2% | $29.97 * | $21.20 | +18.7% | REIT USD.01 | 46187W107 |
| GD | GENERAL DYNAMICS CORP | 43,738 | $7.713M | 0.2% | $176.35 * | $119.79 | +27.9% | COMMON STOCK USD1.0 | 369550108 |
| PM | PHILIP MORRIS INTERNATIONAL | 89,748 | $7.637M | 0.2% | $85.09 * | $57.41 | +9.2% | COMMON STOCK | 718172109 |
| VRSK | VERISK ANALYTICS INC | 50,685 | $7.569M | 0.2% | $149.33 * | $114.73 | +25.3% | COMMON STOCK USD.001 | 92345Y106 |
| CRM | SALESFORCE.COM INC | 45,946 | $7.473M | 0.2% | $162.65 | $105.53 | +52.3% | COMMON STOCK USD.001 | 79466L302 |
| PSA | PUBLIC STORAGE | 34,951 | $7.443M | 0.2% | $212.96 * | $143.97 | +14.8% | REIT USD.1 | 74460D109 |
| — | CORESITE REALTY CORP | 65,606 | $7.356M | 0.2% | $112.12 | $96.51 | — | REIT USD.01 | 21870Q105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 78,775 | $7.291M | 0.2% | $92.55 * | $69.81 | +22.8% | COMMON STOCK USD.01 | 45866F104 |
| AVGO | BROADCOM INC | 22,614 | $7.146M | 0.2% | $316.00 * | $22.02 | +23.5% | COMMON STOCK | 11135F101 |
| ACWI | ISHARES MSCI ACWI ETF | 89,613 | $7.102M | 0.2% | $79.25 | $76.46 | +3.7% | ISHARES MSCI ACWI ETF | 464288257 |
| APD | AIR PRODUCTS CHEMICALS INC | 29,424 | $6.914M | 0.2% | $234.98 * | $132.58 | +53.2% | COMMON STOCK USD1.0 | 009158106 |
| — | BLACKROCK INC | 13,743 | $6.909M | 0.2% | $502.73 | $407.06 | — | COMMON STOCK USD.01 | 09247X101 |
| FICO | FAIR ISAAC CORP | 17,985 | $6.739M | 0.2% | $374.70 | $162.72 | +130.3% | COMMON STOCK USD.01 | 303250104 |
| TFC | TRUIST FINANCIAL CORP | 118,691 | $6.685M | 0.1% | $56.32 * | $40.89 | +4.4% | COMMON STOCK USD5.0 | 89832Q109 |
| PKG | PACKAGING CORP OF AMERICA | 59,402 | $6.652M | 0.1% | $111.98 * | $77.47 | +20.6% | COMMON STOCK USD.01 | 695156109 |
| ODFL | OLD DOMINION FREIGHT LINE | 35,015 | $6.645M | 0.1% | $189.78 * | $44.07 | +39.7% | COMMON STOCK USD.1 | 679580100 |
| STE | STERIS PLC | 43,472 | $6.626M | 0.1% | $152.42 * | $110.62 | +30.7% | COMMON STOCK USD75.0 | G8473T100 |
| ABT | ABBOTT LABORATORIES | 76,178 | $6.617M | 0.1% | $86.86 * | $47.65 | +64.0% | COMMON STOCK | 002824100 |
| BX | BLACKSTONE GROUP INC/THE A | 117,579 | $6.577M | 0.1% | $55.94 * | $39.36 | +15.7% | COMMON STOCK USD.00001 | 09260D107 |
| CHD | CHURCH DWIGHT CO INC | 91,937 | $6.467M | 0.1% | $70.34 * | $65.32 | +0.3% | COMMON STOCK USD1.0 | 171340102 |
| BKNG | BOOKING HOLDINGS INC | 3,142 | $6.453M | 0.1% | $2053.79 | $1893.66 | +6.7% | COMMON STOCK USD.008 | 09857L108 |
| BMY | BRISTOL MYERS SQUIBB CO | 100,382 | $6.444M | 0.1% | $64.19 * | $44.42 | +14.0% | COMMON STOCK USD.1 | 110122108 |
| — | LAM RESEARCH CORP | 22,015 | $6.437M | 0.1% | $292.39 | $95.70 | — | COMMON STOCK USD.001 | 512807108 |
| CCK | CROWN HOLDINGS INC | 88,416 | $6.414M | 0.1% | $72.54 * | $51.03 | +35.1% | COMMON STOCK USD5.0 | 228368106 |
| USFD | US FOODS HOLDING CORP | 152,634 | $6.394M | 0.1% | $41.89 | $34.89 | +20.1% | COMMON STOCK USD.01 | 912008109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 19,640 | $6.38M | 0.1% | $324.85 | $215.99 | +48.1% | COMMON STOCK USD1.0 | 883556102 |
| ACN | ACCENTURE PLC CL A | 30,103 | $6.339M | 0.1% | $210.58 * | $144.42 | +33.6% | COMMON STOCK USD.0000225 | G1151C101 |
| DPZ | DOMINO S PIZZA INC | 21,561 | $6.334M | 0.1% | $293.77 * | $211.07 | +29.6% | COMMON STOCK USD.01 | 25754A201 |
| TDY | TELEDYNE TECHNOLOGIES INC | 17,637 | $6.112M | 0.1% | $346.54 | $225.30 | +53.8% | COMMON STOCK USD.01 | 879360105 |
| AVB | AVALONBAY COMMUNITIES INC | 29,140 | $6.111M | 0.1% | $209.71 * | $133.59 | +27.3% | REIT USD.01 | 053484101 |
| — | ALLERGAN PLC | 31,912 | $6.101M | 0.1% | $191.18 | $176.17 | — | COMMON STOCK USD.0033 | G0177J108 |
| AMGN | AMGEN INC | 25,145 | $6.062M | 0.1% | $241.08 * | $117.45 | +70.6% | COMMON STOCK USD.0001 | 031162100 |
| SSNC | SSC TECHNOLOGIES HOLDINGS | 97,913 | $6.012M | 0.1% | $61.40 | $54.92 | +11.8% | COMMON STOCK USD.01 | 78467J100 |
| EQR | EQUITY RESIDENTIAL | 74,219 | $6.006M | 0.1% | $80.92 * | $51.63 | +24.3% | REIT USD.01 | 29476L107 |
| VRSN | VERISIGN INC | 31,082 | $5.989M | 0.1% | $192.68 | $95.91 | +99.2% | COMMON STOCK USD.001 | 92343E102 |
| TX | TERNIUM SA SPONSORED ADR | 266,019 | $5.852M | 0.1% | $22.00 | $24.85 | -11.5% | ADR USD1.0 | 880890108 |
| MCD | MCDONALD S CORP | 28,673 | $5.666M | 0.1% | $197.61 * | $126.25 | +36.2% | COMMON STOCK USD.01 | 580135101 |
| LMT | LOCKHEED MARTIN CORP | 14,492 | $5.643M | 0.1% | $389.39 * | $301.73 | +9.7% | COMMON STOCK USD1.0 | 539830109 |
| ROST | ROSS STORES INC | 48,331 | $5.627M | 0.1% | $116.43 * | $79.74 | +37.7% | COMMON STOCK USD.01 | 778296103 |
| — | TIFFANY CO | 41,621 | $5.563M | 0.1% | $133.66 | $133.66 | — | COMMON STOCK USD.01 | 886547108 |
| AMAT | APPLIED MATERIALS INC | 89,550 | $5.466M | 0.1% | $61.04 * | $36.63 | +57.5% | COMMON STOCK USD.01 | 038222105 |
| ALSN | ALLISON TRANSMISSION HOLDING | 112,792 | $5.45M | 0.1% | $48.32 * | $32.69 | +33.8% | COMMON STOCK USD.01 | 01973R101 |
| PPG | PPG INDUSTRIES INC | 40,640 | $5.425M | 0.1% | $133.49 * | $89.41 | +32.8% | COMMON STOCK USD1.67 | 693506107 |
| CPRT | COPART INC | 59,337 | $5.396M | 0.1% | $90.94 * | $11.31 | +101.0% | COMMON STOCK | 217204106 |
| — | WABCO HOLDINGS INC | 39,600 | $5.366M | 0.1% | $135.51 | $123.42 | — | COMMON STOCK USD.01 | 92927K102 |
| OSK | OSHKOSH CORP | 56,600 | $5.357M | 0.1% | $94.65 * | $61.55 | +39.0% | COMMON STOCK USD.01 | 688239201 |
| PRI | PRIMERICA INC | 40,773 | $5.323M | 0.1% | $130.55 | $106.76 | +22.3% | COMMON STOCK | 74164M108 |
| INGR | INGREDION INC | 57,080 | $5.306M | 0.1% | $92.96 | $94.95 | -2.1% | COMMON STOCK USD.01 | 457187102 |
| — | TE CONNECTIVITY LTD | 55,131 | $5.284M | 0.1% | $95.84 | $76.26 | — | COMMON STOCK CHF.57 | H84989104 |
| WELL | WELLTOWER INC | 64,539 | $5.278M | 0.1% | $81.78 * | $56.98 | +19.8% | REIT USD1.0 | 95040Q104 |
| ALL | ALLSTATE CORP | 46,450 | $5.223M | 0.1% | $112.44 * | $79.71 | +22.1% | COMMON STOCK USD.01 | 020002101 |
| MO | ALTRIA GROUP INC | 104,617 | $5.221M | 0.1% | $49.91 * | $32.84 | -5.8% | COMMON STOCK USD.333 | 02209S103 |
| ETN | EATON CORP PLC | 55,024 | $5.212M | 0.1% | $94.72 * | $67.54 | +26.2% | COMMON STOCK USD.01 | G29183103 |
| — | TALLGRASS ENERGY LP CLASS A | 230,200 | $5.092M | 0.1% | $22.12 | $22.12 | — | COMMON STOCK | 874696107 |
| MS | MORGAN STANLEY | 99,375 | $5.08M | 0.1% | $51.12 * | $38.35 | +10.3% | COMMON STOCK USD.01 | 617446448 |
| — | PATTERN ENERGY GROUP INC A | 188,900 | $5.054M | 0.1% | $26.75 | $26.75 | — | COMMON STOCK USD.01 | 70338P100 |
| EME | EMCOR GROUP INC | 57,936 | $5M | 0.1% | $86.30 * | $75.66 | +11.5% | COMMON STOCK USD.01 | 29084Q100 |
| STLD | STEEL DYNAMICS INC | 145,496 | $4.953M | 0.1% | $34.04 * | $27.45 | +10.3% | COMMON STOCK USD.005 | 858119100 |
| IHRT | IHEARTMEDIA INC CLASS A | 292,187 | $4.938M | 0.1% | $16.90 | $14.60 | +15.8% | COMMON STOCK | 45174J509 |
| HEI | HEICO CORP | 43,090 | $4.919M | 0.1% | $114.16 | $85.37 | +33.7% | COMMON STOCK USD.01 | 422806109 |
| BXP | BOSTON PROPERTIES INC | 35,174 | $4.849M | 0.1% | $137.86 * | $85.65 | +19.4% | REIT USD.01 | 101121101 |
| PFE | PFIZER INC | 122,136 | $4.785M | 0.1% | $39.18 * | $21.41 | +30.7% | COMMON STOCK USD.05 | 717081103 |
| LII | LENNOX INTERNATIONAL INC | 19,529 | $4.764M | 0.1% | $243.94 * | $190.16 | +19.3% | COMMON STOCK USD.01 | 526107107 |
| EXR | EXTRA SPACE STORAGE INC | 44,535 | $4.704M | 0.1% | $105.62 * | $56.67 | +48.6% | REIT USD.01 | 30225T102 |
| — | WELLCARE HEALTH PLANS INC | 13,998 | $4.622M | 0.1% | $330.19 | $325.68 | — | COMMON STOCK USD.01 | 94946T106 |
| SEIC | SEI INVESTMENTS COMPANY | 70,577 | $4.621M | 0.1% | $65.47 * | $50.79 | +19.1% | COMMON STOCK USD.01 | 784117103 |
| SBUX | STARBUCKS CORP | 52,546 | $4.62M | 0.1% | $87.92 * | $56.85 | +35.4% | COMMON STOCK USD.001 | 855244109 |
| — | EL PASO ELECTRIC CO | 67,800 | $4.603M | 0.1% | $67.89 | $63.09 | — | COMMON STOCK | 283677854 |
| — | EZCORP INC | 5,635,000 | $4.564M | 0.1% | $0.81 | $0.90 | — | COMPANY GUAR 05/25 2.375 | 302301AE6 |
| HAE | HAEMONETICS CORP/MASS | 39,537 | $4.543M | 0.1% | $114.91 | $93.71 | +22.6% | COMMON STOCK USD.01 | 405024100 |
| TRNO | TERRENO REALTY CORP | 83,813 | $4.538M | 0.1% | $54.14 | $34.50 | — | REIT USD.01 | 88146M101 |
| PYPL | PAYPAL HOLDINGS INC | 41,688 | $4.509M | 0.1% | $108.16 | $87.78 | +22.9% | COMMON STOCK USD.0001 | 70450Y103 |
| ESS | ESSEX PROPERTY TRUST INC | 14,975 | $4.505M | 0.1% | $300.83 * | $172.53 | +40.9% | REIT USD.0001 | 297178105 |
| AVY | AVERY DENNISON CORP | 34,376 | $4.497M | 0.1% | $130.82 * | $97.52 | +21.1% | COMMON STOCK USD1.0 | 053611109 |
| ZTS | ZOETIS INC | 33,972 | $4.496M | 0.1% | $132.34 * | $84.04 | +49.7% | COMMON STOCK USD.01 | 98978V103 |
| FBIN | FORTUNE BRANDS HOME SECURI | 68,387 | $4.468M | 0.1% | $65.33 * | $42.56 | +19.9% | COMMON STOCK USD.01 | 34964C106 |
| TGT | TARGET CORP | 34,525 | $4.426M | 0.1% | $128.20 * | $67.30 | +62.5% | COMMON STOCK USD.0833 | 87612E106 |
| MET | METLIFE INC | 85,778 | $4.372M | 0.1% | $50.97 * | $37.46 | +11.2% | COMMON STOCK USD.01 | 59156R108 |
| LDOS | LEIDOS HOLDINGS INC | 44,535 | $4.36M | 0.1% | $97.90 * | $71.24 | +26.9% | COMMON STOCK USD.0001 | 525327102 |
| ABBV | ABBVIE INC | 49,079 | $4.345M | 0.1% | $88.53 * | $53.68 | +28.6% | COMMON STOCK USD.01 | 00287Y109 |
| — | TECH DATA CORP | 30,127 | $4.326M | 0.1% | $143.59 | $112.23 | — | COMMON STOCK USD.0015 | 878237106 |
| CDW | CDW CORP/DE | 30,273 | $4.324M | 0.1% | $142.83 * | $71.00 | +87.1% | COMMON STOCK USD.01 | 12514G108 |
| — | AARON S INC | 75,026 | $4.285M | 0.1% | $57.11 | $49.05 | — | COMMON STOCK USD.5 | 002535300 |
| CHE | CHEMED CORP | 9,752 | $4.284M | 0.1% | $439.29 | $261.60 | +64.7% | COMMON STOCK USD1.0 | 16359R103 |
| — | PS BUSINESS PARKS INC/CA | 25,666 | $4.232M | 0.1% | $164.89 | $126.40 | — | REIT USD.01 | 69360J107 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 59,266 | $4.216M | 0.1% | $71.14 * | $34.55 | +84.0% | COMMON STOCK USD.01 | 099502106 |
| CHTR | CHARTER COMMUNICATIONS INC A | 8,673 | $4.207M | 0.1% | $485.07 | $376.40 | +28.9% | COMMON STOCK USD.001 | 16119P108 |
| IJH | ISHARES CORE SP MID CAP ETF | 20,436 | $4.206M | 0.1% | $205.81 * | $38.40 | +7.2% | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| RS | RELIANCE STEEL ALUMINUM | 34,840 | $4.172M | 0.1% | $119.75 | $79.13 | +51.3% | COMMON STOCK | 759509102 |
| JKHY | JACK HENRY ASSOCIATES INC | 28,084 | $4.091M | 0.1% | $145.67 * | $90.12 | +50.4% | COMMON STOCK USD.01 | 426281101 |
| — | JAGGED PEAK ENERGY INC | 481,600 | $4.089M | 0.1% | $8.49 | $8.49 | — | COMMON STOCK USD.01 | 47009K107 |
| PRU | PRUDENTIAL FINANCIAL INC | 43,356 | $4.064M | 0.1% | $93.74 * | $64.27 | +7.7% | COMMON STOCK USD.01 | 744320102 |
| NEE | NEXTERA ENERGY INC | 16,717 | $4.048M | 0.1% | $242.15 * | $22.31 | +134.0% | COMMON STOCK USD.01 | 65339F101 |
| COLD | AMERICOLD REALTY TRUST | 115,120 | $4.036M | 0.1% | $35.06 | $32.31 | — | REIT USD.01 | 03064D108 |
| — | CAESARS ENTERTAINMENT CORP | 293,010 | $3.985M | 0.1% | $13.60 | $11.63 | — | COMMON STOCK USD.01 | 127686103 |
| — | INTERXION HOLDING NV | 47,248 | $3.96M | 0.1% | $83.81 | $74.13 | — | COMMON STOCK EUR.1 | N47279109 |
| — | STORE CAPITAL CORP | 105,993 | $3.947M | 0.1% | $37.24 | $30.26 | — | REIT USD.01 | 862121100 |
| PHM | PULTEGROUP INC | 101,710 | $3.946M | 0.1% | $38.80 * | $23.94 | +52.4% | COMMON STOCK USD.01 | 745867101 |
| IBM | INTL BUSINESS MACHINES CORP | 29,429 | $3.945M | 0.1% | $134.05 * | $102.26 | -3.2% | COMMON STOCK USD.2 | 459200101 |
| WFC | WELLS FARGO CO | 72,489 | $3.9M | 0.1% | $53.80 * | $42.03 | +9.7% | COMMON STOCK USD1.666 | 949746101 |
| CL | COLGATE PALMOLIVE CO | 56,648 | $3.9M | 0.1% | $68.85 * | $56.36 | +6.0% | COMMON STOCK USD1.0 | 194162103 |
| GPN | GLOBAL PAYMENTS INC | 21,337 | $3.895M | 0.1% | $182.55 * | $141.47 | +23.0% | COMMON STOCK | 37940X102 |
| KMB | KIMBERLY CLARK CORP | 28,161 | $3.874M | 0.1% | $137.57 * | $104.57 | +6.4% | COMMON STOCK USD1.25 | 494368103 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 23,689 | $3.828M | 0.1% | $161.59 * | $91.23 | +40.3% | REIT USD.01 | 015271109 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 65,781 | $3.822M | 0.1% | $58.10 | $23.12 | +151.3% | ADR | 874039100 |
| ESNT | ESSENT GROUP LTD | 73,260 | $3.809M | 0.1% | $51.99 * | $40.00 | +17.0% | COMMON STOCK USD.015 | G3198U102 |
| ROK | ROCKWELL AUTOMATION INC | 18,561 | $3.762M | 0.1% | $202.68 * | $162.86 | +12.0% | COMMON STOCK USD1.0 | 773903109 |
| — | DUKE REALTY CORP | 108,327 | $3.756M | 0.1% | $34.67 | $32.76 | — | REIT USD.01 | 264411505 |
| VLO | VALERO ENERGY CORP | 39,595 | $3.708M | 0.1% | $93.65 * | $49.97 | +46.7% | COMMON STOCK USD.01 | 91913Y100 |
| JCI | JOHNSON CONTROLS INTERNATION | 90,791 | $3.696M | 0.1% | $40.71 * | $29.68 | +21.2% | COMMON STOCK USD.01 | G51502105 |
| AAL | AMERICAN AIRLINES GROUP INC | 128,474 | $3.685M | 0.1% | $28.68 | $35.43 | -19.3% | COMMON STOCK | 02376R102 |
| FR | FIRST INDUSTRIAL REALTY TR | 88,048 | $3.655M | 0.1% | $41.51 | $29.42 | — | REIT USD.01 | 32054K103 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 42,158 | $3.653M | 0.1% | $86.65 | $79.64 | — | REIT USD.01 | 78377T107 |
| THO | THOR INDUSTRIES INC | 49,060 | $3.645M | 0.1% | $74.30 * | $62.12 | +5.9% | COMMON STOCK USD.1 | 885160101 |
| URTH | ISHARES MSCI WORLD ETF | 36,595 | $3.615M | 0.1% | $98.78 | $90.69 | +8.9% | ISHARES MSCI WORLD ETF | 464286392 |
| WAL | WESTERN ALLIANCE BANCORP | 63,323 | $3.609M | 0.1% | $56.99 * | $41.31 | +21.0% | COMMON STOCK USD.0001 | 957638109 |
| GS | GOLDMAN SACHS GROUP INC | 15,698 | $3.609M | 0.1% | $229.90 * | $179.38 | +11.1% | COMMON STOCK USD.01 | 38141G104 |
| LAD | LITHIA MOTORS INC CL A | 24,480 | $3.599M | 0.1% | $147.02 | $139.82 | +5.1% | COMMON STOCK | 536797103 |
| — | SPIRIT AEROSYSTEMS HOLD CL A | 49,113 | $3.579M | 0.1% | $72.87 | $54.07 | — | COMMON STOCK USD.01 | 848574109 |
| MAR | MARRIOTT INTERNATIONAL CL A | 23,593 | $3.573M | 0.1% | $151.44 * | $122.02 | +19.2% | COMMON STOCK USD.01 | 571903202 |
| EVR | EVERCORE INC A | 46,559 | $3.481M | 0.1% | $74.77 * | $62.62 | +5.0% | COMMON STOCK USD.01 | 29977A105 |
| — | HEALTHCARE TRUST OF AME CL A | 113,490 | $3.436M | 0.1% | $30.28 | $30.28 | — | REIT USD.01 | 42225P501 |
| JLL | JONES LANG LASALLE INC | 19,716 | $3.432M | 0.1% | $174.07 | $138.00 | +26.2% | COMMON STOCK USD.01 | 48020Q107 |
| VTR | VENTAS INC | 59,398 | $3.43M | 0.1% | $57.75 * | $47.25 | -3.0% | REIT USD.25 | 92276F100 |
| — | WESCO AIRCRAFT HOLDINGS INC | 311,100 | $3.428M | 0.1% | $11.02 | $10.68 | — | COMMON STOCK USD.001 | 950814103 |
| FTNT | FORTINET INC | 32,025 | $3.419M | 0.1% | $106.76 * | $14.54 | +46.9% | COMMON STOCK USD.001 | 34959E109 |
| O | REALTY INCOME CORP | 45,299 | $3.335M | 0.1% | $73.62 * | $37.41 | +41.6% | REIT USD1.0 | 756109104 |
| — | CENTURYLINK INC | 251,171 | $3.318M | 0.1% | $13.21 | $13.85 | — | COMMON STOCK USD1.0 | 156700106 |
| SYF | SYNCHRONY FINANCIAL | 91,774 | $3.305M | 0.1% | $36.01 * | $25.27 | +22.6% | COMMON STOCK USD.001 | 87165B103 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 81,005 | $3.277M | 0.1% | $40.45 * | $21.89 | +78.3% | COMMON STOCK USD.01 | 047649108 |
| KMI | KINDER MORGAN INC | 154,292 | $3.266M | 0.1% | $21.17 * | $11.57 | +27.6% | COMMON STOCK USD.01 | 49456B101 |
| ACGL | ARCH CAPITAL GROUP LTD | 75,955 | $3.258M | 0.1% | $42.89 * | $26.96 | +51.2% | COMMON STOCK USD.01 | G0450A105 |
| — | UNIVAR SOLUTIONS INC | 133,285 | $3.231M | 0.1% | $24.24 | $28.78 | — | COMMON STOCK USD.01 | 91336L107 |
| BSX | BOSTON SCIENTIFIC CORP | 71,070 | $3.214M | 0.1% | $45.22 | $29.18 | +55.0% | COMMON STOCK USD.01 | 101137107 |
| HST | HOST HOTELS RESORTS INC | 173,032 | $3.21M | 0.1% | $18.55 * | $14.60 | +3.1% | REIT USD.01 | 44107P104 |
| KBH | KB HOME | 93,162 | $3.193M | 0.1% | $34.27 * | $18.92 | +64.7% | COMMON STOCK USD1.0 | 48666K109 |
| GMED | GLOBUS MEDICAL INC A | 54,200 | $3.191M | 0.1% | $58.87 | $50.67 | +16.2% | COMMON STOCK USD.001 | 379577208 |
| AIT | APPLIED INDUSTRIAL TECH INC | 47,560 | $3.172M | 0.1% | $66.69 * | $53.85 | +15.1% | COMMON STOCK | 03820C105 |
| — | ZAYO GROUP HOLDINGS INC | 91,400 | $3.167M | 0.1% | $34.65 | $32.91 | — | COMMON STOCK USD.001 | 98919V105 |
| — | ASPEN TECHNOLOGY INC | 26,124 | $3.159M | 0.1% | $120.92 | $49.71 | — | COMMON STOCK USD.1 | 045327103 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 47,973 | $3.157M | 0.1% | $65.81 * | $34.46 | +38.1% | COMMON STOCK USD.001 | 19239V302 |
| ZION | ZIONS BANCORP NA | 60,730 | $3.153M | 0.1% | $51.92 | $50.12 | +3.6% | COMMON STOCK USD.001 | 989701107 |
| GM | GENERAL MOTORS CO | 85,858 | $3.142M | 0.1% | $36.60 * | $30.17 | +15.7% | COMMON STOCK USD.01 | 37045V100 |
| MAA | MID AMERICA APARTMENT COMM | 23,813 | $3.14M | 0.1% | $131.86 * | $73.97 | +44.9% | REIT USD.01 | 59522J103 |
| RDN | RADIAN GROUP INC | 123,719 | $3.113M | 0.1% | $25.16 * | $12.97 | +60.8% | COMMON STOCK USD.001 | 750236101 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 44,129 | $3.106M | 0.1% | $70.38 | $83.01 | — | REIT USD.01 | 29472R108 |
| AGO | ASSURED GUARANTY LTD | 63,221 | $3.099M | 0.1% | $49.02 * | $39.20 | +12.6% | COMMON STOCK USD.01 | G0585R106 |
| WRB | WR BERKLEY CORP | 44,814 | $3.097M | 0.1% | $69.11 * | $20.36 | +32.8% | COMMON STOCK USD.2 | 084423102 |
| CBRE | CBRE GROUP INC A | 50,484 | $3.094M | 0.1% | $61.29 | $41.54 | +47.5% | COMMON STOCK USD.01 | 12504L109 |
| KRC | KILROY REALTY CORP | 36,803 | $3.088M | 0.1% | $83.91 | $68.92 | — | REIT USD.01 | 49427F108 |
| AMP | AMERIPRISE FINANCIAL INC | 18,538 | $3.088M | 0.1% | $166.58 * | $123.58 | +21.6% | COMMON STOCK USD.01 | 03076C106 |
| SIGI | SELECTIVE INSURANCE GROUP | 47,304 | $3.084M | 0.1% | $65.20 * | $68.88 | -14.0% | COMMON STOCK USD2.0 | 816300107 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 168,008 | $3.083M | 0.1% | $18.35 | $17.94 | — | REIT USD.01 | 04208T108 |
| GT | GOODYEAR TIRE RUBBER CO | 197,120 | $3.066M | 0.1% | $15.55 | $15.96 | -2.5% | COMMON STOCK | 382550101 |
| BKR | BAKER HUGHES CO | 118,985 | $3.05M | 0.1% | $25.63 * | $19.72 | +9.7% | COMMON STOCK USD.0001 | 05722G100 |
| TER | TERADYNE INC | 44,541 | $3.037M | 0.1% | $68.18 * | $50.26 | +32.3% | COMMON STOCK USD.125 | 880770102 |
| — | GENERAL ELECTRIC CO | 272,168 | $3.037M | 0.1% | $11.16 | $10.02 | — | COMMON STOCK USD.06 | 369604103 |
| HSY | HERSHEY CO/THE | 20,405 | $2.999M | 0.1% | $146.97 * | $84.12 | +51.8% | COMMON STOCK USD1.0 | 427866108 |
| CPT | CAMDEN PROPERTY TRUST | 28,002 | $2.971M | 0.1% | $106.10 * | $75.12 | +15.1% | REIT USD.01 | 133131102 |
| CVS | CVS HEALTH CORP | 39,819 | $2.958M | 0.1% | $74.29 * | $53.87 | +13.7% | COMMON STOCK USD.01 | 126650100 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 19,718 | $2.951M | 0.1% | $149.66 * | $112.45 | +23.1% | COMMON STOCK USD.01 | 98956P102 |
| LYB | LYONDELLBASELL INDU CL A | 30,966 | $2.926M | 0.1% | $94.49 * | $46.96 | +35.2% | COMMON STOCK EUR.04 | N53745100 |
| DLR | DIGITAL REALTY TRUST INC | 24,375 | $2.919M | 0.1% | $119.75 * | $81.32 | +19.9% | REIT USD.01 | 253868103 |
| POR | PORTLAND GENERAL ELECTRIC CO | 52,249 | $2.915M | 0.1% | $55.79 * | $40.56 | +7.5% | COMMON STOCK | 736508847 |
| BRO | BROWN BROWN INC | 72,827 | $2.875M | 0.1% | $39.48 * | $25.71 | +47.3% | COMMON STOCK USD.1 | 115236101 |
| — | FEDERAL REALTY INVS TRUST | 22,312 | $2.872M | 0.1% | $128.72 | $132.11 | — | REIT USD.01 | 313747206 |
| — | NATIONAL GENERAL HLDGS | 129,642 | $2.865M | 0.1% | $22.10 | $22.82 | — | COMMON STOCK USD.01 | 636220303 |
| WM | WASTE MANAGEMENT INC | 24,902 | $2.838M | 0.1% | $113.97 * | $73.33 | +41.0% | COMMON STOCK USD.01 | 94106L109 |
| FBP | FIRST BANCORP PUERTO RICO | 268,014 | $2.838M | 0.1% | $10.59 * | $6.87 | +28.0% | COMMON STOCK USD.1 | 318672706 |
| SPSC | SPS COMMERCE INC | 51,179 | $2.836M | 0.1% | $55.41 | $49.12 | +12.8% | COMMON STOCK USD.001 | 78463M107 |
| HIW | HIGHWOODS PROPERTIES INC | 57,693 | $2.822M | 0.1% | $48.91 | $46.45 | — | REIT USD.01 | 431284108 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 61,451 | $2.806M | 0.1% | $45.66 | $34.95 | — | REIT USD.01 | 76169C100 |
| AAT | AMERICAN ASSETS TRUST INC | 61,057 | $2.803M | 0.1% | $45.91 | $41.95 | — | REIT USD.01 | 024013104 |
| — | CERNER CORP | 38,180 | $2.802M | 0.1% | $73.39 | $68.11 | — | COMMON STOCK USD.01 | 156782104 |
| FAF | FIRST AMERICAN FINANCIAL | 47,780 | $2.787M | 0.1% | $58.33 * | $30.20 | +57.2% | COMMON STOCK USD.00001 | 31847R102 |
| AES | AES CORP | 139,259 | $2.771M | 0.1% | $19.90 * | $12.64 | +26.6% | COMMON STOCK USD.01 | 00130H105 |
| GNTX | GENTEX CORP | 95,487 | $2.767M | 0.1% | $28.98 | $20.95 | +38.4% | COMMON STOCK USD.06 | 371901109 |
| HTH | HILLTOP HOLDINGS INC | 110,734 | $2.761M | 0.1% | $24.93 | $24.42 | +2.1% | COMMON STOCK USD.01 | 432748101 |
| USB | US BANCORP | 46,473 | $2.755M | 0.1% | $59.28 * | $32.04 | +42.9% | COMMON STOCK USD.01 | 902973304 |
| MTX | MINERALS TECHNOLOGIES INC | 47,731 | $2.751M | 0.1% | $57.64 * | $54.83 | +2.2% | COMMON STOCK USD.1 | 603158106 |
| MOG/A | MOOG INC CLASS A | 32,231 | $2.75M | 0.1% | $85.32 * | $79.60 | +1.1% | COMMON STOCK USD1.0 | 615394202 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 10,172 | $2.729M | 0.1% | $268.29 * | $190.20 | +33.2% | COMMON STOCK USD.01 | 303075105 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 23,223 | $2.723M | 0.1% | $117.25 * | $65.11 | +49.1% | COMMON STOCK USD.01 | 65336K103 |
| ARMK | ARAMARK | 62,665 | $2.72M | 0.1% | $43.41 * | $29.02 | -0.0% | COMMON STOCK USD.01 | 03852U106 |
| — | ALEXION PHARMACEUTICALS INC | 24,983 | $2.702M | 0.1% | $108.15 | $103.88 | — | COMMON STOCK USD.0001 | 015351109 |
| OMF | ONEMAIN HOLDINGS INC | 63,921 | $2.694M | 0.1% | $42.15 | $40.13 | +5.0% | COMMON STOCK USD.01 | 68268W103 |
| GILD | GILEAD SCIENCES INC | 41,397 | $2.69M | 0.1% | $64.98 * | $54.20 | -4.9% | COMMON STOCK USD.001 | 375558103 |
| REG | REGENCY CENTERS CORP | 42,504 | $2.682M | 0.1% | $63.10 * | $46.43 | +5.5% | REIT USD.01 | 758849103 |
| WEC | WEC ENERGY GROUP INC | 29,054 | $2.68M | 0.1% | $92.24 * | $49.64 | +53.0% | COMMON STOCK USD.01 | 92939U106 |
| DIOD | DIODES INC | 47,425 | $2.673M | 0.1% | $56.36 | $35.46 | +58.9% | COMMON STOCK USD.667 | 254543101 |
| FISV | FISERV INC | 22,966 | $2.656M | 0.1% | $115.65 | $74.28 | +55.7% | COMMON STOCK USD.01 | 337738108 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 10,383 | $2.652M | 0.1% | $255.42 | $180.49 | +41.5% | COMMON STOCK USD.01 | 989207105 |
| — | HILLENBRAND INC | 79,063 | $2.634M | 0.1% | $33.32 | $30.87 | — | COMMON STOCK | 431571108 |
| TRS | TRIMAS CORP | 83,622 | $2.627M | 0.1% | $31.42 | $30.79 | +2.0% | COMMON STOCK USD.01 | 896215209 |
| AMKR | AMKOR TECHNOLOGY INC | 201,680 | $2.622M | 0.1% | $13.00 * | $7.58 | +59.8% | COMMON STOCK USD.001 | 031652100 |
| JOYY | JOYY INC | 49,467 | $2.611M | 0.1% | $52.78 | $58.89 | -10.4% | ADR USD.00001 | 46591M109 |
| AMH | AMERICAN HOMES 4 RENT A | 99,297 | $2.603M | 0.1% | $26.21 | $22.56 | — | REIT USD.01 | 02665T306 |
| LKQ | LKQ CORP | 71,574 | $2.555M | 0.1% | $35.70 * | $30.06 | +6.6% | COMMON STOCK USD.01 | 501889208 |
| — | JUNIPER INDUSTRIAL HOLDINGS | 250,000 | $2.55M | 0.1% | $10.20 | $10.20 | — | UNIT | 48205G205 |
| VICI | VICI PROPERTIES INC | 99,524 | $2.543M | 0.1% | $25.55 * | $16.03 | +15.6% | REIT USD.01 | 925652109 |
| — | RETAIL PROPERTIES OF AME A | 188,541 | $2.526M | 0.1% | $13.40 | $11.68 | — | REIT USD.001 | 76131V202 |
| — | GREAT WESTERN BANCORP INC | 72,055 | $2.503M | 0.1% | $34.74 | $32.36 | — | COMMON STOCK USD.01 | 391416104 |
| UHS | UNIVERSAL HEALTH SERVICES B | 17,284 | $2.48M | 0.1% | $143.49 * | $117.55 | +18.7% | COMMON STOCK USD.01 | 913903100 |
| EW | EDWARDS LIFESCIENCES CORP | 10,565 | $2.465M | 0.1% | $233.32 * | $67.36 | +15.4% | COMMON STOCK USD1.0 | 28176E108 |
| MMS | MAXIMUS INC | 33,099 | $2.462M | 0.1% | $74.38 | $65.89 | +12.9% | COMMON STOCK | 577933104 |
| CI | CIGNA CORP | 11,986 | $2.451M | 0.1% | $204.49 * | $155.41 | +20.4% | COMMON STOCK USD.01 | 125523100 |
| SO | SOUTHERN CO/THE | 38,391 | $2.446M | 0.1% | $63.71 * | $29.61 | +70.6% | COMMON STOCK USD5.0 | 842587107 |
| AMN | AMN HEALTHCARE SERVICES INC | 38,975 | $2.429M | 0.1% | $62.32 | $41.04 | +51.8% | COMMON STOCK USD.01 | 001744101 |
| — | WELBILT INC | 154,885 | $2.418M | 0.1% | $15.61 | $16.24 | — | COMMON STOCK USD.01 | 949090104 |
| OEC | ORION ENGINEERED CARBONS SA | 125,089 | $2.414M | 0.1% | $19.30 | $16.36 | +18.0% | COMMON STOCK | L72967109 |
| YELP | YELP INC | 69,206 | $2.41M | 0.1% | $34.82 | $35.68 | -2.4% | COMMON STOCK USD.000001 | 985817105 |
| — | TD AMERITRADE HOLDING CORP | 48,500 | $2.41M | 0.1% | $49.69 | $49.69 | — | COMMON STOCK USD.01 | 87236Y108 |
| DUK | DUKE ENERGY CORP | 26,176 | $2.388M | 0.1% | $91.23 * | $49.31 | +45.7% | COMMON STOCK USD.001 | 26441C204 |
| MNST | MONSTER BEVERAGE CORP | 37,396 | $2.377M | 0.1% | $63.56 * | $28.58 | +11.2% | COMMON STOCK | 61174X109 |
| BPOP | POPULAR INC | 40,352 | $2.371M | 0.1% | $58.76 * | $40.68 | +20.0% | COMMON STOCK USD.01 | 733174700 |
| VNO | VORNADO REALTY TRUST | 35,641 | $2.37M | 0.1% | $66.50 | $70.36 | — | REIT USD.04 | 929042109 |
| LSTR | LANDSTAR SYSTEM INC | 20,793 | $2.368M | 0.1% | $113.88 | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| EBAY | EBAY INC | 65,004 | $2.347M | 0.1% | $36.11 * | $33.52 | -2.7% | COMMON STOCK USD.001 | 278642103 |
| KLAC | KLA CORP | 13,131 | $2.34M | 0.1% | $178.20 * | $97.68 | +69.8% | COMMON STOCK USD.001 | 482480100 |
| — | SERVICEMASTER GLOBAL HOLDING | 60,351 | $2.333M | 0.1% | $38.66 | $38.66 | — | COMMON STOCK USD.01 | 81761R109 |
| ITW | ILLINOIS TOOL WORKS | 12,979 | $2.331M | 0.1% | $179.60 * | $126.22 | +23.6% | COMMON STOCK USD.01 | 452308109 |
| AORT | CRYOLIFE INC | 85,834 | $2.325M | 0.1% | $27.09 | $29.30 | -7.5% | COMMON STOCK USD.01 | 228903100 |
| — | ENTEGRA FINANCIAL CORP | 76,300 | $2.301M | 0.1% | $30.16 | $30.12 | — | COMMON STOCK | 29363J108 |
| NNN | NATIONAL RETAIL PROPERTIES | 42,874 | $2.299M | 0.1% | $53.62 | $43.56 | — | REIT USD.01 | 637417106 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 20,681 | $2.294M | 0.1% | $110.92 | $92.24 | +18.6% | COMMON STOCK USD.01 | 43300A203 |
| VAC | MARRIOTT VACATIONS WORLD | 17,816 | $2.294M | 0.1% | $128.76 | $106.14 | +21.3% | COMMON STOCK USD.01 | 57164Y107 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 39,240 | $2.292M | 0.1% | $58.41 | $54.88 | +6.4% | COMMON STOCK USD.001 | G66721104 |
| LLY | ELI LILLY CO | 17,370 | $2.283M | 0.1% | $131.43 * | $73.18 | +67.1% | COMMON STOCK | 532457108 |
| BIO | BIO RAD LABORATORIES A | 6,114 | $2.262M | 0.1% | $369.97 | $312.01 | +18.6% | COMMON STOCK USD.0001 | 090572207 |
| LHX | L3HARRIS TECHNOLOGIES INC | 11,386 | $2.253M | 0.1% | $197.87 * | $180.55 | -2.8% | COMMON STOCK USD1.0 | 502431109 |
| PVH | PVH CORP | 21,275 | $2.237M | 0.1% | $105.15 | $94.55 | +10.2% | COMMON STOCK USD1.0 | 693656100 |
| ARW | ARROW ELECTRONICS INC | 26,393 | $2.237M | 0.1% | $84.76 | $66.22 | +28.0% | COMMON STOCK USD1.0 | 042735100 |
| CME | CME GROUP INC | 11,115 | $2.231M | 0.0% | $200.72 * | $137.23 | +17.2% | COMMON STOCK USD.01 | 12572Q105 |
| FHN | FIRST HORIZON NATIONAL CORP | 133,882 | $2.217M | 0.0% | $16.56 * | $12.19 | +7.8% | COMMON STOCK USD.625 | 320517105 |
| AZZ | AZZ INC | 48,249 | $2.217M | 0.0% | $45.95 * | $40.28 | +4.8% | COMMON STOCK USD1.0 | 002474104 |
| — | CYRUSONE INC | 33,862 | $2.216M | 0.0% | $65.44 | $74.93 | — | REIT USD.01 | 23283R100 |
| SUI | SUN COMMUNITIES INC | 14,731 | $2.211M | 0.0% | $150.09 | $98.55 | — | REIT USD.01 | 866674104 |
| SNA | SNAP ON INC | 12,972 | $2.197M | 0.0% | $169.36 * | $123.29 | +17.3% | COMMON STOCK USD1.0 | 833034101 |
| — | PHYSICIANS REALTY TRUST | 114,636 | $2.171M | 0.0% | $18.94 | $17.66 | — | REIT USD.01 | 71943U104 |
| FIS | FIDELITY NATIONAL INFO SERV | 15,572 | $2.166M | 0.0% | $139.10 * | $89.20 | +38.2% | COMMON STOCK USD.01 | 31620M106 |
| — | AMEDISYS INC | 12,912 | $2.155M | 0.0% | $166.90 | $120.28 | — | COMMON STOCK USD.001 | 023436108 |
| — | REXNORD CORP | 65,840 | $2.148M | 0.0% | $32.62 | $31.38 | — | COMMON STOCK USD.01 | 76169B102 |
| DOC | HEALTHPEAK PROPERTIES INC | 62,019 | $2.138M | 0.0% | $34.47 * | $25.47 | -1.2% | REIT USD1.0 | 42250P103 |
| — | PINNACLE FINANCIAL PARTNERS | 32,936 | $2.108M | 0.0% | $64.00 | $59.78 | — | COMMON STOCK USD1.0 | 72346Q104 |
| VSH | VISHAY INTERTECHNOLOGY INC | 98,028 | $2.087M | 0.0% | $21.29 * | $17.91 | +5.2% | COMMON STOCK USD.1 | 928298108 |
| — | LF CAPITAL ACQUISITION COR A | 200,000 | $2.072M | 0.0% | $10.36 | $10.36 | — | COMMON STOCK USD.0001 | 50200K108 |
| WMB | WILLIAMS COS INC | 86,837 | $2.06M | 0.0% | $23.72 * | $16.31 | +4.7% | COMMON STOCK USD1.0 | 969457100 |
| NSA | NATIONAL STORAGE AFFILIATES | 61,273 | $2.06M | 0.0% | $33.62 | $28.59 | — | REIT USD.01 | 637870106 |
| RL | RALPH LAUREN CORP | 17,530 | $2.055M | 0.0% | $117.23 * | $102.89 | +2.0% | COMMON STOCK USD.01 | 751212101 |
| — | FLIR SYSTEMS INC | 39,472 | $2.055M | 0.0% | $52.06 | $51.19 | — | COMMON STOCK USD.01 | 302445101 |
| — | CONTINENTAL RESOURCES INC/OK | 59,892 | $2.054M | 0.0% | $34.30 | $39.96 | — | COMMON STOCK USD.01 | 212015101 |
| — | MEGALITH FINANCIAL ACQUISI A | 200,000 | $2.052M | 0.0% | $10.26 | $10.26 | — | COMMON STOCK USD.0001 | 58518F109 |
| — | FORUM MERGER II CORP CL A | 200,000 | $2.042M | 0.0% | $10.21 | $10.21 | — | COMMON STOCK USD.0001 | 34986F103 |
| IRM | IRON MOUNTAIN INC | 64,013 | $2.04M | 0.0% | $31.87 * | $22.42 | +5.5% | REIT USD.01 | 46284V101 |
| LEA | LEAR CORP | 14,824 | $2.034M | 0.0% | $137.21 * | $105.62 | +15.2% | COMMON STOCK USD.01 | 521865204 |
| ITGR | INTEGER HOLDINGS CORP | 25,244 | $2.03M | 0.0% | $80.42 | $40.99 | +96.2% | COMMON STOCK USD.001 | 45826H109 |
| ISRG | INTUITIVE SURGICAL INC | 3,408 | $2.015M | 0.0% | $591.26 * | $163.65 | +20.4% | COMMON STOCK USD.001 | 46120E602 |
| DVA | DAVITA INC | 26,831 | $2.013M | 0.0% | $75.03 | $65.85 | +13.9% | COMMON STOCK USD.001 | 23918K108 |
| — | HUDSON PACIFIC PROPERTIES IN | 53,386 | $2.01M | 0.0% | $37.65 | $33.34 | — | REIT USD.01 | 444097109 |
| — | LIFE STORAGE INC | 18,511 | $2.004M | 0.0% | $108.26 | $106.17 | — | REIT USD.01 | 53223X107 |
| — | INSURANCE ACQUISITION CORP A | 200,000 | $2.003M | 0.0% | $10.02 | $10.02 | — | COMMON STOCK USD.0001 | 457867109 |
| — | B RILEY PRINCIPAL MER CL A | 200,000 | $2.002M | 0.0% | $10.01 | $10.01 | — | COMMON STOCK USD.0001 | 05586Y106 |
| — | TUSCAN HOLDINGS CORP | 200,000 | $1.992M | 0.0% | $9.96 | $9.96 | — | COMMON STOCK USD.0001 | 90069K104 |
| IP | INTERNATIONAL PAPER CO | 42,937 | $1.977M | 0.0% | $46.04 * | $31.70 | +5.1% | COMMON STOCK USD1.0 | 460146103 |
| URI | UNITED RENTALS INC | 11,760 | $1.961M | 0.0% | $166.75 * | $120.19 | +34.4% | COMMON STOCK USD.01 | 911363109 |
| VCYT | VERACYTE INC | 69,478 | $1.94M | 0.0% | $27.92 | $13.18 | +111.8% | COMMON STOCK USD.001 | 92337F107 |
| — | MASONITE INTERNATIONAL CORP | 26,817 | $1.936M | 0.0% | $72.19 | $53.58 | — | COMMON STOCK | 575385109 |
| UHAL | AMERCO | 5,145 | $1.934M | 0.0% | $375.90 * | $37.60 | -0.0% | COMMON STOCK USD.25 | 023586100 |
| — | SAEXPLORATION HOLDINGS INC | 632,637 | $1.923M | 0.0% | $3.04 | $3.07 | — | COMMON STOCK USD.0001 | 78636X873 |
| — | LINDE PLC | 9,000 | $1.916M | 0.0% | $212.89 | $212.89 | — | COMMON STOCK EUR.001 | G5494J103 |
| — | QTS REALTY TRUST INC CL A | 35,269 | $1.914M | 0.0% | $54.27 | $54.27 | — | REIT USD.01 | 74736A103 |
| CFR | CULLEN/FROST BANKERS INC | 19,548 | $1.911M | 0.0% | $97.76 * | $78.54 | +3.8% | COMMON STOCK USD.01 | 229899109 |
| MPT | MEDICAL PROPERTIES TRUST INC | 89,200 | $1.883M | 0.0% | $21.11 | $17.23 | — | REIT USD.001 | 58463J304 |
| MSM | MSC INDUSTRIAL DIRECT CO A | 23,878 | $1.874M | 0.0% | $78.48 | $73.96 | +6.1% | COMMON STOCK USD.001 | 553530106 |
| — | EZCORP INC | 2,000,000 | $1.871M | 0.0% | $0.94 | $1.03 | — | COMPANY GUAR 07/24 2.875 | 302301AF3 |
| DORM | DORMAN PRODUCTS INC | 24,683 | $1.869M | 0.0% | $75.72 | $74.03 | +2.3% | COMMON STOCK USD.01 | 258278100 |
| SLAB | SILICON LABORATORIES INC | 16,111 | $1.869M | 0.0% | $116.01 | $108.98 | +6.4% | COMMON STOCK USD.0001 | 826919102 |
| QCOM | QUALCOMM INC | 21,106 | $1.862M | 0.0% | $88.22 * | $51.54 | +49.9% | COMMON STOCK USD.0001 | 747525103 |
| MU | MICRON TECHNOLOGY INC | 34,534 | $1.857M | 0.0% | $53.77 * | $33.30 | +57.6% | COMMON STOCK USD.1 | 595112103 |
| WST | WEST PHARMACEUTICAL SERVICES | 12,245 | $1.841M | 0.0% | $150.35 | $111.76 | +32.4% | COMMON STOCK USD.25 | 955306105 |
| CAT | CATERPILLAR INC | 12,394 | $1.83M | 0.0% | $147.65 * | $112.58 | +15.8% | COMMON STOCK USD1.0 | 149123101 |
| TAP | MOLSON COORS BEVERAGE CO B | 33,881 | $1.826M | 0.0% | $53.89 * | $51.31 | -9.6% | COMMON STOCK USD.01 | 60871R209 |
| SCHW | SCHWAB (CHARLES) CORP | 38,249 | $1.819M | 0.0% | $47.56 * | $39.59 | +10.5% | COMMON STOCK USD.01 | 808513105 |
| DHI | DR HORTON INC | 34,426 | $1.816M | 0.0% | $52.75 * | $43.59 | +13.8% | COMMON STOCK USD.01 | 23331A109 |
| LOW | LOWE S COS INC | 15,112 | $1.81M | 0.0% | $119.77 * | $81.26 | +32.1% | COMMON STOCK USD.5 | 548661107 |
| DLB | DOLBY LABORATORIES INC CL A | 26,296 | $1.809M | 0.0% | $68.79 * | $60.42 | +4.2% | COMMON STOCK USD.001 | 25659T107 |
| — | HILL ROM HOLDINGS INC | 15,738 | $1.787M | 0.0% | $113.55 | $102.81 | — | COMMON STOCK | 431475102 |
| HPQ | HP INC | 85,939 | $1.766M | 0.0% | $20.55 * | $15.20 | +10.0% | COMMON STOCK USD.01 | 40434L105 |
| EPRT | ESSENTIAL PROPERTIES REALTY | 70,162 | $1.741M | 0.0% | $24.81 | $23.96 | — | REIT USD.01 | 29670E107 |
| BIIB | BIOGEN INC | 5,846 | $1.735M | 0.0% | $296.78 | $321.66 | -7.8% | COMMON STOCK USD.0005 | 09062X103 |
| — | AUDENTES THERAPEUTICS INC | 28,900 | $1.729M | 0.0% | $59.83 | $32.70 | — | COMMON STOCK USD.00001 | 05070R104 |
| — | CRAFT BREW ALLIANCE INC | 104,700 | $1.728M | 0.0% | $16.50 | $16.50 | — | COMMON STOCK USD.005 | 224122101 |
| — | ARQULE INC | 86,500 | $1.727M | 0.0% | $19.97 | $19.97 | — | COMMON STOCK USD.01 | 04269E107 |
| — | IBERIABANK CORP | 23,065 | $1.726M | 0.0% | $74.83 | $77.46 | — | COMMON STOCK USD1.0 | 450828108 |
| — | MEDICINES COMPANY | 20,300 | $1.724M | 0.0% | $84.93 | $84.93 | — | COMMON STOCK USD.001 | 584688105 |
| — | DIPLOMAT PHARMACY INC | 429,300 | $1.717M | 0.0% | $4.00 | $4.00 | — | COMMON STOCK | 25456K101 |
| SNX | SYNNEX CORP | 13,308 | $1.714M | 0.0% | $128.79 * | $56.34 | +6.8% | COMMON STOCK USD.001 | 87162W100 |
| ZD | J2 GLOBAL INC | 18,189 | $1.704M | 0.0% | $93.68 * | $70.13 | +16.2% | COMMON STOCK USD.01 | 48123V102 |
| NTAP | NETAPP INC | 27,369 | $1.704M | 0.0% | $62.26 * | $55.78 | -5.6% | COMMON STOCK USD.001 | 64110D104 |
| — | CISION LTD | 170,300 | $1.698M | 0.0% | $9.97 | $10.56 | — | COMMON STOCK USD.0001 | G1992S109 |
| PFGC | PERFORMANCE FOOD GROUP CO | 32,936 | $1.696M | 0.0% | $51.49 | $34.20 | +50.5% | COMMON STOCK USD.01 | 71377A103 |
| UGI | UGI CORP | 37,109 | $1.676M | 0.0% | $45.16 | $41.92 | +7.7% | COMMON STOCK | 902681105 |
| UNM | UNUM GROUP | 57,308 | $1.671M | 0.0% | $29.16 | $40.02 | -27.1% | COMMON STOCK USD.1 | 91529Y106 |
| MTG | MGIC INVESTMENT CORP | 117,788 | $1.669M | 0.0% | $14.17 | $11.70 | +21.2% | COMMON STOCK USD1.0 | 552848103 |
| GWW | WW GRAINGER INC | 4,929 | $1.669M | 0.0% | $338.61 * | $260.22 | +20.9% | COMMON STOCK USD.5 | 384802104 |
| TNDM | TANDEM DIABETES CARE INC | 27,924 | $1.665M | 0.0% | $59.63 | $56.18 | +6.1% | COMMON STOCK | 875372203 |
| CHCT | COMMUNITY HEALTHCARE TRUST I | 38,673 | $1.658M | 0.0% | $42.87 | $41.70 | — | REIT USD.01 | 20369C106 |
| PSX | PHILLIPS 66 | 14,845 | $1.654M | 0.0% | $111.42 * | $77.81 | +11.8% | COMMON STOCK | 718546104 |
| SRE | SEMPRA ENERGY | 10,884 | $1.649M | 0.0% | $151.51 * | $39.98 | +55.8% | COMMON STOCK | 816851109 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 66,237 | $1.645M | 0.0% | $24.84 | $30.96 | -19.8% | COMMON STOCK USD.001 | 71742Q106 |
| — | CARDIOVASCULAR SYSTEMS INC | 33,548 | $1.63M | 0.0% | $48.59 | $43.25 | — | COMMON STOCK | 141619106 |
| — | PIONEER NATURAL RESOURCES CO | 10,733 | $1.625M | 0.0% | $151.40 | $152.93 | — | COMMON STOCK USD.01 | 723787107 |
| — | ALLEGHANY CORP | 2,030 | $1.623M | 0.0% | $799.51 | $714.67 | — | COMMON STOCK USD1.0 | 017175100 |
| — | SIX FLAGS ENTERTAINMENT CORP | 35,948 | $1.622M | 0.0% | $45.12 | $47.44 | — | COMMON STOCK | 83001A102 |
| DAN | DANA INC | 89,074 | $1.621M | 0.0% | $18.20 * | $14.24 | +11.7% | COMMON STOCK USD.01 | 235825205 |
| CCI | CROWN CASTLE INTL CORP | 11,391 | $1.619M | 0.0% | $142.13 * | $79.77 | +37.1% | REIT USD.01 | 22822V101 |
| EPR | EPR PROPERTIES | 22,822 | $1.612M | 0.0% | $70.63 | $63.67 | — | REIT USD.01 | 26884U109 |
| EA | ELECTRONIC ARTS INC | 14,916 | $1.604M | 0.0% | $107.54 * | $103.42 | +1.1% | COMMON STOCK USD.01 | 285512109 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 39,504 | $1.6M | 0.0% | $40.50 | $42.53 | -4.8% | COMMON STOCK USD.01 | 74112D101 |
| XRAY | DENTSPLY SIRONA INC | 28,120 | $1.591M | 0.0% | $56.58 | $55.44 | +2.1% | COMMON STOCK USD.01 | 24906P109 |
| — | HANESBRANDS INC | 106,975 | $1.589M | 0.0% | $14.85 | $15.47 | — | COMMON STOCK USD.01 | 410345102 |
| HELE | HELEN OF TROY LTD | 8,833 | $1.588M | 0.0% | $179.78 | $147.88 | +21.6% | COMMON STOCK USD.1 | G4388N106 |
| CC | CHEMOURS CO/THE | 87,431 | $1.582M | 0.0% | $18.09 * | $26.81 | -46.8% | COMMON STOCK | 163851108 |
| STC | STEWART INFORMATION SERVICES | 38,602 | $1.575M | 0.0% | $40.80 | $41.01 | -0.5% | COMMON STOCK USD1.0 | 860372101 |
| IPGP | IPG PHOTONICS CORP | 10,871 | $1.575M | 0.0% | $144.88 | $152.31 | -4.8% | COMMON STOCK USD.0001 | 44980X109 |
| HSIC | HENRY SCHEIN INC | 23,554 | $1.572M | 0.0% | $66.74 | $66.11 | +0.9% | COMMON STOCK USD.01 | 806407102 |
| FHI | FEDERATED INVESTORS INC CL B | 48,114 | $1.568M | 0.0% | $32.59 * | $23.46 | +4.8% | COMMON STOCK | 314211103 |
| QLYS | QUALYS INC | 18,757 | $1.564M | 0.0% | $83.38 | $35.11 | +137.5% | COMMON STOCK USD.001 | 74758T303 |
| FIX | COMFORT SYSTEMS USA INC | 31,306 | $1.561M | 0.0% | $49.86 * | $33.83 | +42.5% | COMMON STOCK USD.01 | 199908104 |
| — | ACTIVISION BLIZZARD INC | 26,255 | $1.56M | 0.0% | $59.42 | $60.73 | — | COMMON STOCK USD.000001 | 00507V109 |
| AAMI | BRIGHTSPHERE INVESTMENT GROU | 152,428 | $1.558M | 0.0% | $10.22 * | $9.51 | +4.7% | COMMON STOCK USD.001 | 10948W103 |
| CMI | CUMMINS INC | 8,611 | $1.541M | 0.0% | $178.96 * | $117.10 | +31.6% | COMMON STOCK USD2.5 | 231021106 |
| — | LUMINEX CORP | 65,661 | $1.521M | 0.0% | $23.16 | $23.16 | — | COMMON STOCK USD.001 | 55027E102 |
| EBS | EMERGENT BIOSOLUTIONS INC | 27,986 | $1.51M | 0.0% | $53.96 | $48.25 | +11.8% | COMMON STOCK USD.001 | 29089Q105 |
| — | IHS MARKIT LTD | 19,880 | $1.498M | 0.0% | $75.35 | $59.22 | — | COMMON STOCK USD.01 | G47567105 |
| PH | PARKER HANNIFIN CORP | 7,252 | $1.493M | 0.0% | $205.87 * | $118.18 | +60.0% | COMMON STOCK USD.5 | 701094104 |
| — | ADVANCED DISPOSAL SERVICES I | 45,400 | $1.492M | 0.0% | $32.86 | $31.92 | — | COMMON STOCK USD.01 | 00790X101 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 12,713 | $1.485M | 0.0% | $116.81 * | $101.01 | +9.4% | COMMON STOCK USD.01 | 445658107 |
| — | LEXINGTON REALTY TRUST | 139,681 | $1.483M | 0.0% | $10.62 | $10.51 | — | REIT USD.0001 | 529043101 |
| — | VARIAN MEDICAL SYSTEMS INC | 10,433 | $1.482M | 0.0% | $142.05 | $115.99 | — | COMMON STOCK USD1.0 | 92220P105 |
| DOW | DOW INC | 27,079 | $1.482M | 0.0% | $54.73 * | $36.37 | +7.8% | COMMON STOCK USD.01 | 260557103 |
| NGVT | INGEVITY CORP | 16,924 | $1.479M | 0.0% | $87.39 | $94.68 | -7.7% | COMMON STOCK USD.01 | 45688C107 |
| INTU | INTUIT INC | 5,633 | $1.475M | 0.0% | $261.85 * | $213.54 | +18.0% | COMMON STOCK USD.01 | 461202103 |
| WH | WYNDHAM HOTELS RESORTS INC | 23,488 | $1.475M | 0.0% | $62.80 | $54.67 | +14.9% | COMMON STOCK USD.01 | 98311A105 |
| SBAC | SBA COMMUNICATIONS CORP | 6,109 | $1.472M | 0.0% | $240.96 * | $203.54 | +9.7% | REIT USD.01 | 78410G104 |
| TYL | TYLER TECHNOLOGIES INC | 4,894 | $1.468M | 0.0% | $299.96 | $266.16 | +12.7% | COMMON STOCK USD.01 | 902252105 |
| INVA | INNOVIVA INC | 103,527 | $1.466M | 0.0% | $14.16 | $14.98 | -5.5% | COMMON STOCK | 45781M101 |
| WTW | WILLIS TOWERS WATSON PLC | 7,259 | $1.466M | 0.0% | $201.96 * | $139.59 | +33.5% | COMMON STOCK USD.000304635 | G96629103 |
| STZ | CONSTELLATION BRANDS INC A | 7,709 | $1.463M | 0.0% | $189.78 * | $159.25 | +7.9% | COMMON STOCK USD.01 | 21036P108 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 11,950 | $1.463M | 0.0% | $122.43 | $121.16 | +1.0% | COMMON STOCK USD.01 | 874054109 |
| UPS | UNITED PARCEL SERVICE CL B | 12,417 | $1.454M | 0.0% | $117.10 * | $89.95 | +2.5% | COMMON STOCK USD.01 | 911312106 |
| EXEL | EXELIXIS INC | 82,431 | $1.452M | 0.0% | $17.61 | $21.00 | -16.1% | COMMON STOCK USD.001 | 30161Q104 |
| CMTL | COMTECH TELECOMMUNICATIONS | 40,490 | $1.437M | 0.0% | $35.49 * | $28.39 | +15.7% | COMMON STOCK USD.1 | 205826209 |
| TBBK | BANCORP INC/THE | 110,229 | $1.43M | 0.0% | $12.97 | $9.43 | +37.5% | COMMON STOCK USD1.0 | 05969A105 |
| CACC | CREDIT ACCEPTANCE CORP | 3,227 | $1.427M | 0.0% | $442.21 | $386.00 | +14.6% | COMMON STOCK USD.01 | 225310101 |
| CFG | CITIZENS FINANCIAL GROUP | 34,944 | $1.419M | 0.0% | $40.61 * | $25.17 | +23.1% | COMMON STOCK USD.01 | 174610105 |
| — | WEINGARTEN REALTY INVESTORS | 45,019 | $1.406M | 0.0% | $31.23 | $27.28 | — | REIT USD.03 | 948741103 |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | 22,019 | $1.397M | 0.0% | $63.45 | $29.59 | +114.3% | COMMON STOCK USD.001 | 04280A100 |
| — | DISCOVERY INC A | 42,356 | $1.387M | 0.0% | $32.75 | $29.41 | — | COMMON STOCK USD.01 | 25470F104 |
| — | AON PLC | 6,624 | $1.38M | 0.0% | $208.33 | $160.44 | — | COMMON STOCK USD.01 | G0408V102 |
| WWW | WOLVERINE WORLD WIDE INC | 40,839 | $1.378M | 0.0% | $33.74 * | $27.95 | +4.9% | COMMON STOCK USD1.0 | 978097103 |
| IQV | IQVIA HOLDINGS INC | 8,911 | $1.377M | 0.0% | $154.53 | $122.96 | +25.7% | COMMON STOCK USD.01 | 46266C105 |
| ADP | AUTOMATIC DATA PROCESSING | 8,062 | $1.375M | 0.0% | $170.55 * | $128.81 | +16.5% | COMMON STOCK USD.1 | 053015103 |
| TROW | T ROWE PRICE GROUP INC | 11,275 | $1.374M | 0.0% | $121.86 * | $78.74 | +20.5% | COMMON STOCK USD.2 | 74144T108 |
| RF | REGIONS FINANCIAL CORP | 79,884 | $1.371M | 0.0% | $17.16 * | $12.02 | +11.6% | COMMON STOCK USD.01 | 7591EP100 |
| WTS | WATTS WATER TECHNOLOGIES A | 13,682 | $1.365M | 0.0% | $99.77 | $94.88 | +5.1% | COMMON STOCK USD.1 | 942749102 |
| HP | HELMERICH PAYNE | 29,918 | $1.359M | 0.0% | $45.42 | $42.91 | +5.9% | COMMON STOCK USD.1 | 423452101 |
| TMUS | T MOBILE US INC | 17,319 | $1.358M | 0.0% | $78.41 * | $71.76 | +5.6% | COMMON STOCK USD.0001 | 872590104 |
| OHI | OMEGA HEALTHCARE INVESTORS | 31,995 | $1.355M | 0.0% | $42.35 | $37.02 | — | REIT USD.1 | 681936100 |
| WKC | WORLD FUEL SERVICES CORP | 31,177 | $1.354M | 0.0% | $43.43 | $37.21 | +16.7% | COMMON STOCK USD.01 | 981475106 |
| TRMB | TRIMBLE INC | 32,381 | $1.35M | 0.0% | $41.69 | $38.87 | +7.3% | COMMON STOCK | 896239100 |
| — | PERSPECTA INC | 50,979 | $1.348M | 0.0% | $26.44 | $22.11 | — | COMMON STOCK USD.01 | 715347100 |
| — | LIBERTY PROPERTY TRUST | 22,363 | $1.343M | 0.0% | $60.05 | $43.51 | — | REIT USD.001 | 531172104 |
| JBGS | JBG SMITH PROPERTIES | 33,512 | $1.337M | 0.0% | $39.90 | $39.90 | — | REIT USD.01 | 46590V100 |
| LOMA | LOMA NEGRA CIA IND SPON ADR | 170,881 | $1.336M | 0.0% | $7.82 | $10.53 | -25.8% | ADR | 54150E104 |
| AVA | AVISTA CORP | 27,741 | $1.334M | 0.0% | $48.09 * | $34.88 | +4.8% | COMMON STOCK | 05379B107 |
| MEDP | MEDPACE HOLDINGS INC | 15,735 | $1.323M | 0.0% | $84.08 | $62.63 | +34.2% | COMMON STOCK USD.01 | 58506Q109 |
| EOG | EOG RESOURCES INC | 15,752 | $1.319M | 0.0% | $83.74 * | $59.16 | +7.9% | COMMON STOCK USD.01 | 26875P101 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 27,303 | $1.314M | 0.0% | $48.13 | $39.64 | — | TRACKING STK USD.01 | 531229607 |
| FIVN | FIVE9 INC | 20,025 | $1.313M | 0.0% | $65.57 | $23.40 | +180.3% | COMMON STOCK USD.001 | 338307101 |
| ETD | ETHAN ALLEN INTERIORS INC | 68,788 | $1.311M | 0.0% | $19.06 * | $11.72 | +5.9% | COMMON STOCK USD.01 | 297602104 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 12,722 | $1.306M | 0.0% | $102.66 | $86.54 | +18.6% | COMMON STOCK | 49338L103 |
| EMN | EASTMAN CHEMICAL CO | 16,457 | $1.304M | 0.0% | $79.24 * | $60.65 | +5.4% | COMMON STOCK USD.01 | 277432100 |
| NTRA | NATERA INC | 38,679 | $1.303M | 0.0% | $33.69 | $18.48 | +82.3% | COMMON STOCK USD.0001 | 632307104 |
| CABO | CABLE ONE INC | 873 | $1.299M | 0.0% | $1487.97 * | $1309.19 | +5.0% | COMMON STOCK USD.01 | 12685J105 |
| MTRN | MATERION CORP | 21,770 | $1.294M | 0.0% | $59.44 | $61.39 | -3.2% | COMMON STOCK | 576690101 |
| BDN | BRANDYWINE REALTY TRUST | 82,108 | $1.293M | 0.0% | $15.75 | $15.18 | — | REIT USD.01 | 105368203 |
| ADC | AGREE REALTY CORP | 18,390 | $1.29M | 0.0% | $70.15 | $70.15 | — | REIT USD.0001 | 008492100 |
| TOL | TOLL BROTHERS INC | 32,578 | $1.287M | 0.0% | $39.51 | $38.35 | +3.0% | COMMON STOCK USD.01 | 889478103 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 57,888 | $1.287M | 0.0% | $22.23 | $20.86 | — | REIT USD.01 | 720190206 |
| SNPS | SYNOPSYS INC | 9,248 | $1.287M | 0.0% | $139.17 | $87.08 | +59.9% | COMMON STOCK USD.01 | 871607107 |
| DELL | DELL TECHNOLOGIES C | 25,025 | $1.286M | 0.0% | $51.39 * | $25.10 | -4.9% | COMMON STOCK | 24703L202 |
| BLDR | BUILDERS FIRSTSOURCE INC | 50,460 | $1.282M | 0.0% | $25.41 | $22.03 | +15.3% | COMMON STOCK USD.01 | 12008R107 |
| — | CORE LABORATORIES N.V. | 33,994 | $1.281M | 0.0% | $37.68 | $79.35 | — | COMMON STOCK EUR.02 | N22717107 |
| — | ARISTA NETWORKS INC | 6,263 | $1.274M | 0.0% | $203.42 | $239.61 | — | COMMON STOCK USD.0001 | 040413106 |
| NAVI | NAVIENT CORP | 92,861 | $1.27M | 0.0% | $13.68 | $13.11 | +4.3% | COMMON STOCK USD.01 | 63938C108 |
| PTCT | PTC THERAPEUTICS INC | 26,375 | $1.267M | 0.0% | $48.04 | $39.05 | +23.0% | COMMON STOCK USD.001 | 69366J200 |
| CTS | CTS CORP | 42,212 | $1.267M | 0.0% | $30.02 * | $28.18 | +3.7% | COMMON STOCK | 126501105 |
| PACB | PACIFIC BIOSCIENCES OF CALIF | 246,216 | $1.266M | 0.0% | $5.14 | $6.47 | -20.6% | COMMON STOCK USD.0001 | 69404D108 |
| WOR | WORTHINGTON INDUSTRIES | 29,992 | $1.265M | 0.0% | $42.18 * | $23.58 | +10.3% | COMMON STOCK | 981811102 |
| WPC | WP CAREY INC | 15,808 | $1.265M | 0.0% | $80.02 | $84.41 | — | REIT USD.001 | 92936U109 |
| INCY | INCYTE CORP | 14,480 | $1.264M | 0.0% | $87.29 | $83.10 | +5.1% | COMMON STOCK USD.001 | 45337C102 |
| — | CYPRESS SEMICONDUCTOR CORP | 53,904 | $1.258M | 0.0% | $23.34 | $18.55 | — | COMMON STOCK USD.01 | 232806109 |
| FNB | FNB CORP | 98,249 | $1.248M | 0.0% | $12.70 * | $9.31 | +7.5% | COMMON STOCK USD.01 | 302520101 |
| DXCM | DEXCOM INC | 5,653 | $1.237M | 0.0% | $218.82 * | $39.87 | +37.2% | COMMON STOCK USD.001 | 252131107 |
| D | DOMINION ENERGY INC | 14,914 | $1.235M | 0.0% | $82.81 * | $58.23 | +9.5% | COMMON STOCK | 25746U109 |
| BAX | BAXTER INTERNATIONAL INC | 14,760 | $1.234M | 0.0% | $83.60 * | $70.24 | +5.8% | COMMON STOCK USD1.0 | 071813109 |
| TSN | TYSON FOODS INC CL A | 13,539 | $1.233M | 0.0% | $91.07 * | $54.85 | +39.0% | COMMON STOCK USD.1 | 902494103 |
| NOC | NORTHROP GRUMMAN CORP | 3,584 | $1.233M | 0.0% | $344.03 * | $264.11 | +18.0% | COMMON STOCK USD1.0 | 666807102 |
| BDC | BELDEN INC | 22,344 | $1.229M | 0.0% | $55.00 | $53.05 | +1.8% | COMMON STOCK USD.01 | 077454106 |
| — | MONMOUTH REAL ESTATE INV COR | 84,860 | $1.229M | 0.0% | $14.48 | $15.30 | — | REIT USD.01 | 609720107 |
| — | CITRIX SYSTEMS INC | 11,070 | $1.228M | 0.0% | $110.93 | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| DAR | DARLING INGREDIENTS INC | 43,706 | $1.227M | 0.0% | $28.07 | $22.30 | +25.9% | COMMON STOCK USD.01 | 237266101 |
| — | CORNERSTONE ONDEMAND INC | 20,902 | $1.224M | 0.0% | $58.56 | $57.93 | — | COMMON STOCK USD.0001 | 21925Y103 |
| HUM | HUMANA INC | 3,340 | $1.224M | 0.0% | $366.47 * | $256.35 | +35.6% | COMMON STOCK USD.166 | 444859102 |
| BTU | PEABODY ENERGY CORP | 133,706 | $1.219M | 0.0% | $9.12 * | $22.18 | -60.5% | COMMON STOCK | 704551100 |
| DTE | DTE ENERGY COMPANY | 9,351 | $1.214M | 0.0% | $129.83 * | $51.76 | +74.3% | COMMON STOCK | 233331107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 7,603 | $1.214M | 0.0% | $159.67 * | $103.71 | +23.4% | COMMON STOCK USD5.0 | 693475105 |
| — | BRYN MAWR BANK CORP | 29,358 | $1.211M | 0.0% | $41.25 | $41.25 | — | COMMON STOCK USD1.0 | 117665109 |
| HOLX | HOLOGIC INC | 23,090 | $1.206M | 0.0% | $52.23 | $47.94 | +8.9% | COMMON STOCK USD.01 | 436440101 |
| EMR | EMERSON ELECTRIC CO | 15,775 | $1.203M | 0.0% | $76.26 * | $55.80 | +19.5% | COMMON STOCK USD.5 | 291011104 |
| MTRX | MATRIX SERVICE CO | 52,439 | $1.2M | 0.0% | $22.88 | $19.38 | +18.1% | COMMON STOCK USD.01 | 576853105 |
| SHEN | SHENANDOAH TELECOMMUNICATION | 28,732 | $1.196M | 0.0% | $41.63 | $41.89 | -0.7% | COMMON STOCK | 82312B106 |
| VEEV | VEEVA SYSTEMS INC CLASS A | 8,505 | $1.196M | 0.0% | $140.62 | $155.24 | -9.4% | COMMON STOCK USD.00001 | 922475108 |
| CNX | CNX RESOURCES CORP | 134,668 | $1.192M | 0.0% | $8.85 | $8.94 | -1.0% | COMMON STOCK USD.01 | 12653C108 |
| HCKT | HACKETT GROUP INC/THE | 72,930 | $1.177M | 0.0% | $16.14 | $16.40 | -1.6% | COMMON STOCK USD.001 | 404609109 |
| OFIX | ORTHOFIX MEDICAL INC | 25,389 | $1.172M | 0.0% | $46.16 | $52.40 | -11.9% | COMMON STOCK USD.1 | 68752M108 |
| OII | OCEANEERING INTL INC | 78,544 | $1.171M | 0.0% | $14.91 | $15.60 | -4.4% | COMMON STOCK USD.25 | 675232102 |
| BYD | BOYD GAMING CORP | 39,022 | $1.168M | 0.0% | $29.93 * | $29.11 | -1.3% | COMMON STOCK USD.01 | 103304101 |
| — | RITE AID CORP | 75,476 | $1.168M | 0.0% | $15.48 | $7.62 | — | COMMON STOCK USD1.0 | 767754872 |
| — | BIOSPECIFICS TECHNOLOGIES | 20,443 | $1.164M | 0.0% | $56.94 | $60.07 | — | COMMON STOCK USD.001 | 090931106 |
| PCRX | PACIRA BIOSCIENCES INC | 25,664 | $1.163M | 0.0% | $45.32 | $39.91 | +13.5% | COMMON STOCK USD.001 | 695127100 |
| CB | CHUBB LTD | 7,430 | $1.157M | 0.0% | $155.72 * | $116.06 | +21.9% | COMMON STOCK | H1467J104 |
| DD | DUPONT DE NEMOURS INC | 17,951 | $1.152M | 0.0% | $64.17 * | $27.24 | -12.4% | COMMON STOCK USD.01 | 26614N102 |
| REGN | REGENERON PHARMACEUTICALS | 3,067 | $1.152M | 0.0% | $375.61 | $351.72 | +6.2% | COMMON STOCK USD.001 | 75886F107 |
| XPO | XPO LOGISTICS INC | 14,403 | $1.148M | 0.0% | $79.71 * | $24.82 | +11.1% | COMMON STOCK USD.001 | 983793100 |
| CRL | CHARLES RIVER LABORATORIES | 7,503 | $1.146M | 0.0% | $152.74 | $112.88 | +35.3% | COMMON STOCK USD.01 | 159864107 |
| — | COOPER COS INC/THE | 3,564 | $1.145M | 0.0% | $321.27 | $309.76 | — | COMMON STOCK USD.1 | 216648402 |
| CTRA | CABOT OIL GAS CORP | 65,710 | $1.144M | 0.0% | $17.41 * | $14.15 | -7.2% | COMMON STOCK USD.1 | 127097103 |
| CAH | CARDINAL HEALTH INC | 22,537 | $1.14M | 0.0% | $50.58 * | $40.45 | +6.6% | COMMON STOCK | 14149Y108 |
| OGS | ONE GAS INC | 12,109 | $1.133M | 0.0% | $93.57 | $87.20 | +7.3% | COMMON STOCK | 68235P108 |
| CORT | CORCEPT THERAPEUTICS INC | 92,127 | $1.115M | 0.0% | $12.10 | $11.14 | +8.6% | COMMON STOCK USD.001 | 218352102 |
| FAST | FASTENAL CO | 30,062 | $1.111M | 0.0% | $36.96 * | $13.85 | +14.4% | COMMON STOCK USD.01 | 311900104 |
| CVI | CVR ENERGY INC | 27,461 | $1.11M | 0.0% | $40.42 * | $22.68 | +8.7% | COMMON STOCK USD.01 | 12662P108 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDIN | 385,011 | $1.101M | 0.0% | $2.86 | $4.54 | -37.1% | COMMON STOCK | 18453H106 |
| NSC | NORFOLK SOUTHERN CORP | 5,642 | $1.095M | 0.0% | $194.08 * | $137.99 | +24.4% | COMMON STOCK USD1.0 | 655844108 |
| OFG | OFG BANCORP | 46,264 | $1.092M | 0.0% | $23.60 | $17.46 | +35.3% | COMMON STOCK USD1.0 | 67103X102 |
| TTEK | TETRA TECH INC | 12,489 | $1.076M | 0.0% | $86.16 * | $11.27 | +53.0% | COMMON STOCK USD.01 | 88162G103 |
| TECH | BIO TECHNE CORP | 4,886 | $1.073M | 0.0% | $219.61 * | $44.35 | +20.6% | COMMON STOCK USD.01 | 09073M104 |
| PBF | PBF ENERGY INC CLASS A | 34,047 | $1.068M | 0.0% | $31.37 | $26.90 | +16.6% | COMMON STOCK USD.001 | 69318G106 |
| GTY | GETTY REALTY CORP | 32,354 | $1.063M | 0.0% | $32.86 | $32.81 | — | REIT USD.01 | 374297109 |
| CEPU | CENTRAL PUERTO SPONSORED ADR | 218,352 | $1.061M | 0.0% | $4.86 | $9.47 | -48.7% | ADR | 155038201 |
| — | HEALTHCARE REALTY TRUST INC | 31,725 | $1.059M | 0.0% | $33.38 | $31.67 | — | REIT USD.01 | 421946104 |
| THC | TENET HEALTHCARE CORP | 27,849 | $1.059M | 0.0% | $38.03 | $26.39 | +44.1% | COMMON STOCK USD.05 | 88033G407 |
| — | LOGMEIN INC | 12,345 | $1.058M | 0.0% | $85.70 | $94.57 | — | COMMON STOCK USD.01 | 54142L109 |
| — | SYNEOS HEALTH INC | 17,713 | $1.053M | 0.0% | $59.45 | $47.10 | — | COMMON STOCK USD.01 | 87166B102 |
| WWD | WOODWARD INC | 8,840 | $1.047M | 0.0% | $118.44 * | $70.14 | +62.5% | COMMON STOCK USD.00292 | 980745103 |
| ECL | ECOLAB INC | 5,400 | $1.042M | 0.0% | $192.96 * | $153.11 | +18.2% | COMMON STOCK USD1.0 | 278865100 |
| AMD | ADVANCED MICRO DEVICES | 22,674 | $1.04M | 0.0% | $45.87 | $32.77 | +39.9% | COMMON STOCK USD.01 | 007903107 |
| XRX | XEROX HOLDINGS CORP | 28,161 | $1.038M | 0.0% | $36.86 | $31.33 | +17.7% | COMMON STOCK USD1.0 | 98421M106 |
| PEBO | PEOPLES BANCORP INC | 29,789 | $1.032M | 0.0% | $34.64 | $32.06 | +8.1% | COMMON STOCK | 709789101 |
| SAM | BOSTON BEER COMPANY INC A | 2,725 | $1.03M | 0.0% | $377.98 | $182.61 | +106.9% | COMMON STOCK USD.01 | 100557107 |
| — | BOTTOMLINE TECHNOLOGIES (DE) | 19,133 | $1.026M | 0.0% | $53.62 | $39.36 | — | COMMON STOCK USD.001 | 101388106 |
| WEX | WEX INC | 4,882 | $1.023M | 0.0% | $209.55 | $179.72 | +16.5% | COMMON STOCK USD.01 | 96208T104 |
| FCX | FREEPORT MCMORAN INC | 78,000 | $1.023M | 0.0% | $13.12 * | $11.76 | +4.0% | COMMON STOCK USD.1 | 35671D857 |
| MHO | M/I HOMES INC | 25,947 | $1.021M | 0.0% | $39.35 | $26.82 | +46.7% | COMMON STOCK USD.01 | 55305B101 |
| CACI | CACI INTERNATIONAL INC CL A | 4,078 | $1.019M | 0.0% | $249.88 | $196.83 | +27.0% | COMMON STOCK USD.1 | 127190304 |
| — | LGL SYSTEMS ACQUISITION CORP | 100,000 | $1.019M | 0.0% | $10.19 | $10.19 | — | UNIT | 50201G205 |
| — | CIIG MERGER CORP | 100,000 | $1.015M | 0.0% | $10.15 | $10.15 | — | UNIT | 12559C202 |
| — | EXPERIENCE INVESTMENT CORP | 100,000 | $1.014M | 0.0% | $10.14 | $10.01 | — | UNIT | 30217C208 |
| ADSK | AUTODESK INC | 5,500 | $1.009M | 0.0% | $183.45 | $162.05 | +13.2% | COMMON STOCK USD.01 | 052769106 |
| ALUS/U | ALUSSA ENERGY ACQUISITION CO | 100,000 | $1.008M | 0.0% | $10.08 | $10.08 | — | UNIT | G0232J127 |
| — | RUTH S HOSPITALITY GROUP INC | 46,284 | $1.007M | 0.0% | $21.76 | $24.02 | — | COMMON STOCK USD.01 | 783332109 |
| FFIV | F5 NETWORKS INC | 7,176 | $1.002M | 0.0% | $139.63 | $124.21 | +12.4% | COMMON STOCK | 315616102 |
| AEP | AMERICAN ELECTRIC POWER | 10,588 | $1.001M | 0.0% | $94.54 * | $59.27 | +28.6% | COMMON STOCK USD6.5 | 025537101 |
| — | LIBERTY TRIPADVISOR HDG A | 135,553 | $996K | 0.0% | $7.35 | $8.61 | — | COMMON STOCK USD.01 | 531465102 |
| CTBI | COMMUNITY TRUST BANCORP INC | 21,324 | $995K | 0.0% | $46.66 * | $31.67 | +15.2% | COMMON STOCK USD5.0 | 204149108 |
| ALGN | ALIGN TECHNOLOGY INC | 3,558 | $993K | 0.0% | $279.09 | $249.35 | +11.9% | COMMON STOCK USD.0001 | 016255101 |
| DECK | DECKERS OUTDOOR CORP | 5,861 | $990K | 0.0% | $168.91 * | $16.04 | +75.5% | COMMON STOCK USD.01 | 243537107 |
| UAL | UNITED AIRLINES HOLDINGS INC | 11,232 | $989K | 0.0% | $88.05 | $86.30 | +2.1% | COMMON STOCK USD.01 | 910047109 |
| — | K12 INC | 48,439 | $986K | 0.0% | $20.36 | $20.55 | — | COMMON STOCK USD.0001 | 48273U102 |
| OC | OWENS CORNING | 15,091 | $983K | 0.0% | $65.14 | $61.19 | +6.4% | COMMON STOCK USD.001 | 690742101 |
| FDX | FEDEX CORP | 6,479 | $980K | 0.0% | $151.26 * | $141.77 | -4.6% | COMMON STOCK USD.1 | 31428X106 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 45,538 | $973K | 0.0% | $21.37 * | $15.54 | +8.7% | COMMON STOCK USD1.0 | 47233W109 |
| NWL | NEWELL BRANDS INC | 50,541 | $971K | 0.0% | $19.21 * | $12.75 | +14.5% | COMMON STOCK USD1.0 | 651229106 |
| AGYS | AGILYSYS INC | 38,122 | $969K | 0.0% | $25.42 | $25.44 | -0.1% | COMMON STOCK USD.3 | 00847J105 |
| OXY | OCCIDENTAL PETROLEUM CORP | 23,486 | $968K | 0.0% | $41.22 * | $36.00 | +4.5% | COMMON STOCK USD.2 | 674599105 |
| LEU | CENTRUS ENERGY CORP CLASS A | 140,266 | $965K | 0.0% | $6.88 | $51.25 | -86.6% | COMMON STOCK USD.1 | 15643U104 |
| — | FIRST DEFIANCE FINL CORP | 30,615 | $964K | 0.0% | $31.49 | $28.58 | — | COMMON STOCK USD.01 | 32006W106 |
| — | HE EQUIPMENT SERVICES INC | 28,816 | $963K | 0.0% | $33.42 | $28.87 | — | COMMON STOCK USD.01 | 404030108 |
| FULT | FULTON FINANCIAL CORP | 55,134 | $961K | 0.0% | $17.43 * | $12.05 | +11.9% | COMMON STOCK USD2.5 | 360271100 |
| GEO | GEO GROUP INC/THE | 57,865 | $961K | 0.0% | $16.61 * | $13.88 | +1.8% | REIT USD.01 | 36162J106 |
| NXRT | NEXPOINT RESIDENTIAL | 21,357 | $961K | 0.0% | $45.00 | $35.56 | — | REIT USD.01 | 65341D102 |
| BK | BANK OF NEW YORK MELLON CORP | 18,960 | $954K | 0.0% | $50.32 * | $41.91 | +0.7% | COMMON STOCK USD.01 | 064058100 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $948K | 0.0% | $1.92 | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 8,126 | $947K | 0.0% | $116.54 | $72.70 | — | COMMON STOCK ILS.01 | M2682V108 |
| IBCP | INDEPENDENT BANK CORP MICH | 41,722 | $945K | 0.0% | $22.65 * | $17.67 | -0.2% | COMMON STOCK USD1.0 | 453838609 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 70,574 | $939K | 0.0% | $13.31 | $11.03 | +20.7% | COMMON STOCK USD.001 | 46333X108 |
| OGE | OGE ENERGY CORP | 21,068 | $937K | 0.0% | $44.48 | $37.14 | +19.7% | COMMON STOCK USD.01 | 670837103 |
| A | AGILENT TECHNOLOGIES INC | 10,968 | $936K | 0.0% | $85.34 * | $68.51 | +19.6% | COMMON STOCK USD.01 | 00846U101 |
| EGP | EASTGROUP PROPERTIES INC | 6,987 | $927K | 0.0% | $132.67 | $126.61 | — | REIT | 277276101 |
| — | QAD INC A | 18,147 | $924K | 0.0% | $50.92 | $40.21 | — | COMMON STOCK | 74727D306 |
| — | CATALENT INC | 16,354 | $921K | 0.0% | $56.32 | $46.78 | — | COMMON STOCK USD.01 | 148806102 |
| ACAD | ACADIA PHARMACEUTICALS INC | 21,506 | $920K | 0.0% | $42.78 | $28.62 | +49.5% | COMMON STOCK USD.0001 | 004225108 |
| OSUR | ORASURE TECHNOLOGIES INC | 114,381 | $918K | 0.0% | $8.03 | $7.49 | +7.2% | COMMON STOCK USD.000001 | 68554V108 |
| — | OMNOVA SOLUTIONS INC | 90,374 | $914K | 0.0% | $10.11 | $7.04 | — | COMMON STOCK USD.1 | 682129101 |
| NEM | NEWMONT CORP | 20,877 | $907K | 0.0% | $43.44 * | $29.92 | +21.9% | COMMON STOCK USD1.6 | 651639106 |
| ATEN | A10 NETWORKS INC | 131,612 | $904K | 0.0% | $6.87 * | $6.71 | -4.2% | COMMON STOCK USD.00001 | 002121101 |
| — | INTERSECT ENT INC | 36,218 | $902K | 0.0% | $24.90 | $24.90 | — | COMMON STOCK USD.001 | 46071F103 |
| — | WALGREENS BOOTS ALLIANCE INC | 15,295 | $902K | 0.0% | $58.97 | $72.87 | — | COMMON STOCK USD.01 | 931427108 |
| — | URSTADT BIDDLE CLASS A | 36,197 | $899K | 0.0% | $24.84 | $21.72 | — | REIT USD.01 | 917286205 |
| — | AMAG PHARMACEUTICALS INC | 73,810 | $898K | 0.0% | $12.17 | $20.36 | — | COMMON STOCK USD.01 | 00163U106 |
| — | SANDERSON FARMS INC | 5,075 | $894K | 0.0% | $176.16 | $155.43 | — | COMMON STOCK USD1.0 | 800013104 |
| CXW | CORECIVIC INC | 50,828 | $883K | 0.0% | $17.37 * | $18.79 | -13.2% | REIT USD.01 | 21871N101 |
| MLM | MARTIN MARIETTA MATERIALS | 3,156 | $883K | 0.0% | $279.78 * | $186.52 | +43.9% | COMMON STOCK USD.01 | 573284106 |
| DXC | DXC TECHNOLOGY CO | 23,429 | $881K | 0.0% | $37.60 | $40.81 | -9.7% | COMMON STOCK USD.01 | 23355L106 |
| PPL | PPL CORP | 24,512 | $879K | 0.0% | $35.86 * | $23.30 | +20.1% | COMMON STOCK USD.01 | 69351T106 |
| — | REALOGY HOLDINGS CORP | 90,534 | $876K | 0.0% | $9.68 | $9.68 | — | COMMON STOCK USD.01 | 75605Y106 |
| VMC | VULCAN MATERIALS CO | 6,046 | $871K | 0.0% | $144.06 * | $107.83 | +26.9% | COMMON STOCK USD1.0 | 929160109 |
| PLUS | EPLUS INC | 10,328 | $871K | 0.0% | $84.33 * | $41.07 | +2.6% | COMMON STOCK USD.01 | 294268107 |
| MG | MISTRAS GROUP INC | 61,040 | $871K | 0.0% | $14.27 | $14.14 | +0.9% | COMMON STOCK USD.01 | 60649T107 |
| — | VERINT SYSTEMS INC | 15,668 | $867K | 0.0% | $55.34 | $44.27 | — | COMMON STOCK USD.001 | 92343X100 |
| SSD | SIMPSON MANUFACTURING CO INC | 10,706 | $859K | 0.0% | $80.24 * | $73.79 | +3.3% | COMMON STOCK USD.01 | 829073105 |
| LNC | LINCOLN NATIONAL CORP | 14,534 | $858K | 0.0% | $59.03 * | $46.70 | -6.1% | COMMON STOCK | 534187109 |
| CATY | CATHAY GENERAL BANCORP | 22,510 | $857K | 0.0% | $38.07 * | $32.22 | -3.8% | COMMON STOCK USD.01 | 149150104 |
| NOW | SERVICENOW INC | 3,036 | $857K | 0.0% | $282.28 * | $35.88 | +57.4% | COMMON STOCK USD.001 | 81762P102 |
| MAC | MACERICH CO/THE | 31,724 | $854K | 0.0% | $26.92 | $26.92 | — | REIT USD.01 | 554382101 |
| HRTX | HERON THERAPEUTICS INC | 36,340 | $854K | 0.0% | $23.50 | $22.12 | +6.2% | COMMON STOCK USD.01 | 427746102 |
| ANIK | ANIKA THERAPEUTICS INC | 16,455 | $853K | 0.0% | $51.84 | $41.17 | +25.9% | COMMON STOCK USD.01 | 035255108 |
| RYZ | RYERSON HOLDING CORP | 71,791 | $849K | 0.0% | $11.83 | $10.96 | +7.9% | COMMON STOCK USD.01 | 783754104 |
| UPBD | RENT A CENTER INC | 29,396 | $848K | 0.0% | $28.85 | $20.37 | +41.6% | COMMON STOCK USD.01 | 76009N100 |
| PAYC | PAYCOM SOFTWARE INC | 3,191 | $845K | 0.0% | $264.81 * | $211.23 | +22.9% | COMMON STOCK USD.01 | 70432V102 |
| CVLT | COMMVAULT SYSTEMS INC | 18,835 | $841K | 0.0% | $44.65 | $63.78 | -30.0% | COMMON STOCK USD.01 | 204166102 |
| PRGS | PROGRESS SOFTWARE CORP | 20,194 | $839K | 0.0% | $41.55 | $38.72 | +7.3% | COMMON STOCK USD.01 | 743312100 |
| POOL | POOL CORP | 3,931 | $835K | 0.0% | $212.41 * | $148.43 | +33.8% | COMMON STOCK USD.001 | 73278L105 |
| EHC | ENCOMPASS HEALTH CORP | 12,038 | $834K | 0.0% | $69.28 * | $49.79 | +3.1% | COMMON STOCK USD.01 | 29261A100 |
| COTY | COTY INC CL A | 74,084 | $833K | 0.0% | $11.24 | $11.25 | -1.1% | COMMON STOCK USD.01 | 222070203 |
| SYY | SYSCO CORP | 9,688 | $829K | 0.0% | $85.57 * | $53.76 | +34.6% | COMMON STOCK USD1.0 | 871829107 |
| — | DUNKIN BRANDS GROUP INC | 10,970 | $829K | 0.0% | $75.57 | $67.43 | — | COMMON STOCK USD.001 | 265504100 |
| RPM | RPM INTERNATIONAL INC | 10,767 | $826K | 0.0% | $76.72 | $53.65 | +43.1% | COMMON STOCK USD.01 | 749685103 |
| NDSN | NORDSON CORP | 5,049 | $822K | 0.0% | $162.80 * | $122.55 | +24.6% | COMMON STOCK | 655663102 |
| COKE | COCA COLA CONSOLIDATED INC | 2,894 | $822K | 0.0% | $284.04 * | $29.72 | -9.1% | COMMON STOCK USD1.0 | 191098102 |
| — | OSPREY TECHNOLOGY ACQUISITIO | 80,000 | $814K | 0.0% | $10.18 | $10.18 | — | UNIT | 68839R401 |
| EXAS | EXACT SCIENCES CORP | 8,806 | $814K | 0.0% | $92.44 | $94.48 | -2.1% | COMMON STOCK USD.01 | 30063P105 |
| CLX | CLOROX COMPANY | 5,292 | $813K | 0.0% | $153.63 * | $108.54 | +18.1% | COMMON STOCK USD1.0 | 189054109 |
| — | COLLECTORS UNIVERSE | 35,271 | $813K | 0.0% | $23.05 | $28.49 | — | COMMON STOCK USD.001 | 19421R200 |
| — | STERICYCLE INC | 12,739 | $813K | 0.0% | $63.82 | $63.82 | — | COMMON STOCK USD.01 | 858912108 |
| ED | CONSOLIDATED EDISON INC | 8,974 | $812K | 0.0% | $90.48 * | $61.79 | +17.8% | COMMON STOCK USD.1 | 209115104 |
| UCB | UNITED COMMUNITY BANKS/GA | 26,283 | $812K | 0.0% | $30.89 | $27.69 | +11.5% | COMMON STOCK USD1.0 | 90984P303 |
| COF | CAPITAL ONE FINANCIAL CORP | 7,849 | $808K | 0.0% | $102.94 * | $68.12 | +36.3% | COMMON STOCK USD.01 | 14040H105 |
| PGR | PROGRESSIVE CORP | 11,153 | $807K | 0.0% | $72.36 * | $49.98 | +19.1% | COMMON STOCK USD1.0 | 743315103 |
| GDS | GDS HOLDINGS LTD ADR | 15,600 | $805K | 0.0% | $51.60 | $33.24 | +55.2% | ADR USD.0004 | 36165L108 |
| — | CRANE CO | 9,227 | $797K | 0.0% | $86.38 | $80.88 | — | COMMON STOCK USD1.0 | 224399105 |
| IWM | ISHARES RUSSELL 2000 ETF | 4,800 | $795K | 0.0% | $165.63 | $153.21 | +8.1% | ISHARES RUSSELL 2000 ETF | 464287655 |
| RNR | RENAISSANCERE HOLDINGS LTD | 4,046 | $793K | 0.0% | $196.00 | $147.34 | +33.0% | COMMON STOCK USD1.0 | G7496G103 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 19,679 | $791K | 0.0% | $40.20 | $52.45 | -23.4% | COMMON STOCK USD.01 | 238337109 |
| RGEN | REPLIGEN CORP | 8,528 | $789K | 0.0% | $92.52 | $86.08 | +7.5% | COMMON STOCK USD.01 | 759916109 |
| — | VIRTUSA CORP | 17,394 | $788K | 0.0% | $45.30 | $45.30 | — | COMMON STOCK USD.01 | 92827P102 |
| PRKS | SEAWORLD ENTERTAINMENT INC | 24,795 | $786K | 0.0% | $31.70 | $30.43 | +4.2% | COMMON STOCK USD.01 | 81282V100 |
| RGA | REINSURANCE GROUP OF AMERICA | 4,819 | $786K | 0.0% | $163.10 | $143.92 | +13.3% | COMMON STOCK USD.01 | 759351604 |
| ENS | ENERSYS | 10,487 | $785K | 0.0% | $74.85 * | $60.89 | +16.1% | COMMON STOCK USD.01 | 29275Y102 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 13,241 | $782K | 0.0% | $59.06 * | $42.43 | +13.5% | COMMON STOCK | 744573106 |
| HUBB | HUBBELL INC | 5,293 | $782K | 0.0% | $147.74 * | $100.94 | +31.3% | COMMON STOCK USD.01 | 443510607 |
| — | NIC INC | 34,865 | $779K | 0.0% | $22.34 | $22.34 | — | COMMON STOCK | 62914B100 |
| BBSI | BARRETT BUSINESS SVCS INC | 8,596 | $778K | 0.0% | $90.51 * | $20.09 | +3.6% | COMMON STOCK USD.01 | 068463108 |
| BBY | BEST BUY CO INC | 8,862 | $778K | 0.0% | $87.79 * | $57.10 | +20.9% | COMMON STOCK USD.1 | 086516101 |
| MNKD | MANNKIND CORP | 600,300 | $774K | 0.0% | $1.29 | $1.96 | -34.3% | COMMON STOCK USD.01 | 56400P706 |
| — | PDL BIOPHARMA INC | 238,179 | $773K | 0.0% | $3.25 | $3.19 | — | COMMON STOCK USD.01 | 69329Y104 |
| CSL | CARLISLE COS INC | 4,779 | $773K | 0.0% | $161.75 * | $100.82 | +49.2% | COMMON STOCK USD1.0 | 142339100 |
| — | MEREDITH CORP | 23,756 | $771K | 0.0% | $32.45 | $52.46 | — | COMMON STOCK USD1.0 | 589433101 |
| CVCO | CAVCO INDUSTRIES INC | 3,926 | $767K | 0.0% | $195.36 | $136.18 | +43.5% | COMMON STOCK USD.01 | 149568107 |
| IIPR | INNOVATIVE INDUSTRIAL PROPER | 10,060 | $763K | 0.0% | $75.84 | $81.28 | — | REIT USD.001 | 45781V101 |
| UDR | UDR INC | 16,214 | $757K | 0.0% | $46.69 * | $25.15 | +47.8% | REIT USD.01 | 902653104 |
| — | AMPLITUDE HEALTHCARE ACQUISI | 75,000 | $755K | 0.0% | $10.07 | $10.07 | — | UNIT | 03212A204 |
| — | GASLOG LTD | 76,472 | $749K | 0.0% | $9.79 | $16.46 | — | COMMON STOCK USD.01 | G37585109 |
| LPG | DORIAN LPG LTD | 48,114 | $745K | 0.0% | $15.48 | $13.17 | +17.5% | COMMON STOCK USD.01 | Y2106R110 |
| — | BERRY GLOBAL GROUP INC | 15,620 | $742K | 0.0% | $47.50 | $47.50 | — | COMMON STOCK USD.01 | 08579W103 |
| GIS | GENERAL MILLS INC | 13,834 | $741K | 0.0% | $53.56 * | $37.60 | +15.8% | COMMON STOCK USD.1 | 370334104 |
| DLX | DELUXE CORP | 14,824 | $740K | 0.0% | $49.92 * | $30.92 | +17.0% | COMMON STOCK USD1.0 | 248019101 |
| SWK | STANLEY BLACK DECKER INC | 4,454 | $738K | 0.0% | $165.69 * | $120.22 | +14.8% | COMMON STOCK USD2.5 | 854502101 |
| KALU | KAISER ALUMINUM CORP | 6,647 | $737K | 0.0% | $110.88 * | $75.02 | +17.7% | COMMON STOCK USD.01 | 483007704 |
| — | TIVO CORP | 86,187 | $731K | 0.0% | $8.48 | $8.48 | — | COMMON STOCK USD.001 | 88870P106 |
| G | GENPACT LTD | 17,211 | $726K | 0.0% | $42.18 * | $29.65 | +32.2% | COMMON STOCK USD.01 | G3922B107 |
| HALO | HALOZYME THERAPEUTICS INC | 40,904 | $725K | 0.0% | $17.72 | $17.32 | +2.4% | COMMON STOCK USD.001 | 40637H109 |
| — | WYNDHAM DESTINATIONS INC | 13,997 | $724K | 0.0% | $51.73 | $45.58 | — | COMMON STOCK USD.01 | 98310W108 |
| RCKY | ROCKY BRANDS INC | 24,488 | $721K | 0.0% | $29.44 | $29.49 | -0.2% | COMMON STOCK | 774515100 |
| SCVL | SHOE CARNIVAL INC | 19,200 | $716K | 0.0% | $37.29 * | $10.60 | +75.8% | COMMON STOCK USD.01 | 824889109 |
| FIZZ | NATIONAL BEVERAGE CORP | 13,996 | $714K | 0.0% | $51.01 * | $27.54 | -23.5% | COMMON STOCK USD.01 | 635017106 |
| — | ENSCO JERSEY FINANCE LTD | 1,000,000 | $709K | 0.0% | $0.71 | $0.68 | — | COMPANY GUAR 01/24 3 | 29359WAB1 |
| — | TCF FINANCIAL CORP | 15,130 | $708K | 0.0% | $46.79 | $38.06 | — | COMMON STOCK USD1.0 | 872307103 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 25,473 | $705K | 0.0% | $27.68 | $22.75 | +21.7% | COMMON STOCK USD.000041666 | 462260100 |
| TILE | INTERFACE INC | 42,361 | $703K | 0.0% | $16.60 | $17.22 | -3.7% | COMMON STOCK USD.1 | 458665304 |
| GGG | GRACO INC | 13,454 | $700K | 0.0% | $52.03 * | $38.85 | +23.9% | COMMON STOCK USD1.0 | 384109104 |
| — | SEAGATE TECHNOLOGY | 11,739 | $698K | 0.0% | $59.46 | $52.42 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | CDK GLOBAL INC | 12,745 | $697K | 0.0% | $54.69 | $61.71 | — | COMMON STOCK USD.01 | 12508E101 |
| — | MAGELLAN HEALTH INC | 8,869 | $694K | 0.0% | $78.25 | $62.13 | — | COMMON STOCK USD.01 | 559079207 |
| AMRX | AMNEAL PHARMACEUTICALS INC | 143,847 | $693K | 0.0% | $4.82 | $3.49 | +38.3% | COMMON STOCK USD.01 | 03168L105 |
| LAB | FLUIDIGM CORP | 199,207 | $693K | 0.0% | $3.48 | $5.97 | -41.7% | COMMON STOCK USD.001 | 34385P108 |
| ITT | ITT INC | 9,331 | $690K | 0.0% | $73.95 | $54.65 | +35.2% | COMMON STOCK USD1.0 | 45073V108 |
| SBNY | SIGNATURE BANK | 5,018 | $686K | 0.0% | $136.71 | $106.40 | — | COMMON STOCK USD.01 | 82669G104 |
| XHR | XENIA HOTELS RESORTS INC | 31,721 | $685K | 0.0% | $21.59 | $21.91 | — | REIT USD.01 | 984017103 |
| FRCB | FIRST REPUBLIC BANK/CA | 5,804 | $682K | 0.0% | $117.51 * | $100.80 | +14.1% | COMMON STOCK USD.01 | 33616C100 |
| ITIC | INVESTORS TITLE CO | 4,274 | $680K | 0.0% | $159.10 | $161.83 | -1.6% | COMMON STOCK | 461804106 |
| — | AMARIN CORP PLC ADR | 31,599 | $677K | 0.0% | $21.42 | $19.64 | — | ADR GBP.1 | 023111206 |
| BBAR | BBVA ARGENTINA SA ADR | 121,041 | $674K | 0.0% | $5.57 | $4.13 | +35.0% | ADR | 058934100 |
| DK | DELEK US HOLDINGS INC | 20,062 | $673K | 0.0% | $33.55 * | $30.79 | -11.4% | COMMON STOCK USD.01 | 24665A103 |
| JD | JD.COM INC ADR | 19,110 | $673K | 0.0% | $35.22 | $32.27 | +9.2% | ADR USD.00002 | 47215P106 |
| STT | STATE STREET CORP | 8,455 | $669K | 0.0% | $79.12 * | $53.98 | +20.7% | COMMON STOCK USD1.0 | 857477103 |
| — | INVITAE CORP | 41,505 | $669K | 0.0% | $16.12 | $15.55 | — | COMMON STOCK USD.0001 | 46185L103 |
| ULH | UNIVERSAL LOGISTICS HOLDINGS | 35,134 | $666K | 0.0% | $18.96 | $21.22 | -10.7% | COMMON STOCK | 91388P105 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 10,663 | $661K | 0.0% | $61.99 * | $57.15 | -0.9% | COMMON STOCK USD.01 | 192446102 |
| RGLD | ROYAL GOLD INC | 5,406 | $661K | 0.0% | $122.27 | $98.61 | +24.0% | COMMON STOCK USD.01 | 780287108 |
| — | JACOBS ENGINEERING GROUP INC | 7,348 | $660K | 0.0% | $89.82 | $87.69 | — | COMMON STOCK USD1.0 | 469814107 |
| KSS | KOHLS CORP | 12,933 | $659K | 0.0% | $50.95 | $60.91 | -16.4% | COMMON STOCK USD.01 | 500255104 |
| RITM | NEW RESIDENTIAL INVESTMENT | 40,854 | $658K | 0.0% | $16.11 | $15.83 | — | REIT USD.01 | 64828T201 |
| FTI | TECHNIPFMC PLC | 30,656 | $657K | 0.0% | $21.43 * | $18.55 | -17.3% | COMMON STOCK USD1.0 | G87110105 |
| CRUS | CIRRUS LOGIC INC | 7,961 | $656K | 0.0% | $82.40 | $38.42 | +114.5% | COMMON STOCK USD.001 | 172755100 |
| CUZ | COUSINS PROPERTIES INC | 15,879 | $654K | 0.0% | $41.19 | $36.17 | — | REIT USD1.0 | 222795502 |
| IDA | IDACORP INC | 6,114 | $653K | 0.0% | $106.80 | $100.24 | +6.5% | COMMON STOCK | 451107106 |
| IMAX | IMAX CORP | 31,894 | $652K | 0.0% | $20.44 | $20.41 | +0.1% | COMMON STOCK | 45245E109 |
| ON | ON SEMICONDUCTOR CORP | 26,620 | $649K | 0.0% | $24.38 | $20.63 | +18.2% | COMMON STOCK USD.01 | 682189105 |
| CRI | CARTER S INC | 5,912 | $646K | 0.0% | $109.27 * | $75.48 | +19.1% | COMMON STOCK USD.01 | 146229109 |
| — | INOVALON HOLDINGS INC A | 34,328 | $646K | 0.0% | $18.82 | $16.40 | — | COMMON STOCK USD.000005 | 45781D101 |
| — | ATLANTIC POWER CORP | 276,639 | $645K | 0.0% | $2.33 | $2.19 | — | COMMON STOCK | 04878Q863 |
| PII | POLARIS INC | 6,344 | $645K | 0.0% | $101.67 | $90.27 | +12.7% | COMMON STOCK USD.01 | 731068102 |
| WSM | WILLIAMS SONOMA INC | 8,616 | $633K | 0.0% | $73.47 * | $25.65 | +26.7% | COMMON STOCK USD.01 | 969904101 |
| BHR | BRAEMAR HOTELS RESORTS INC | 70,745 | $632K | 0.0% | $8.93 | $9.69 | — | REIT USD.01 | 10482B101 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 6,532 | $632K | 0.0% | $96.75 | $87.69 | +10.3% | COMMON STOCK | 533900106 |
| — | SYNOVUS FINANCIAL CORP | 16,090 | $631K | 0.0% | $39.22 | $35.74 | — | COMMON STOCK USD1.0 | 87161C501 |
| — | KIMBALL INTERNATIONAL B | 30,540 | $631K | 0.0% | $20.66 | $18.11 | — | COMMON STOCK USD.05 | 494274103 |
| COR | AMERISOURCEBERGEN CORP | 7,397 | $629K | 0.0% | $85.03 * | $68.85 | +4.3% | COMMON STOCK USD.01 | 03073E105 |
| — | AQUA AMERICA INC | 13,364 | $627K | 0.0% | $46.92 | $46.92 | — | COMMON STOCK USD.5 | 03836W103 |
| AEE | AMEREN CORPORATION | 8,160 | $627K | 0.0% | $76.84 * | $55.65 | +16.2% | COMMON STOCK USD.01 | 023608102 |
| LYV | LIVE NATION ENTERTAINMENT IN | 8,758 | $626K | 0.0% | $71.48 | $62.67 | +14.0% | COMMON STOCK USD.01 | 538034109 |
| VFC | VF CORP | 6,278 | $626K | 0.0% | $99.71 | $81.24 | +22.7% | COMMON STOCK | 918204108 |
| — | GMS INC | 23,085 | $625K | 0.0% | $27.07 | $28.73 | — | COMMON STOCK USD.01 | 36251C103 |
| — | CEDAR REALTY TRUST INC | 211,689 | $624K | 0.0% | $2.95 | $4.07 | — | REIT USD.06 | 150602209 |
| TTI | TETRA TECHNOLOGIES INC | 317,969 | $623K | 0.0% | $1.96 | $1.61 | +21.8% | COMMON STOCK USD.01 | 88162F105 |
| AGCO | AGCO CORP | 8,068 | $623K | 0.0% | $77.22 * | $53.57 | +19.9% | COMMON STOCK USD.01 | 001084102 |
| EAT | BRINKER INTERNATIONAL INC | 14,811 | $622K | 0.0% | $42.00 | $31.00 | +34.0% | COMMON STOCK USD.1 | 109641100 |
| — | EATON VANCE CORP | 13,278 | $620K | 0.0% | $46.69 | $43.50 | — | COMMON STOCK USD.00390625 | 278265103 |
| — | CONTINENTAL BUILDING PRODUCT | 17,021 | $620K | 0.0% | $36.43 | $30.60 | — | COMMON STOCK USD.001 | 211171103 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 7,770 | $618K | 0.0% | $79.54 | $39.52 | — | COMMON STOCK USD.001 | 37890U108 |
| INSP | INSPIRE MEDICAL SYSTEMS INC | 8,295 | $616K | 0.0% | $74.26 | $49.43 | +50.1% | COMMON STOCK USD.001 | 457730109 |
| — | SOUTHWESTERN ENERGY CO | 253,782 | $614K | 0.0% | $2.42 | $2.94 | — | COMMON STOCK USD.01 | 845467109 |
| — | MGM GROWTH PROPERTIES LLC A | 19,829 | $614K | 0.0% | $30.96 | $28.79 | — | REIT | 55303A105 |
| CTRE | CARETRUST REIT INC | 29,705 | $613K | 0.0% | $20.64 | $17.65 | — | REIT USD.01 | 14174T107 |
| HCA | HCA HEALTHCARE INC | 4,149 | $613K | 0.0% | $147.75 * | $89.29 | +57.7% | COMMON STOCK USD.01 | 40412C101 |
| ACM | AECOM | 14,176 | $611K | 0.0% | $43.10 * | $33.15 | +25.1% | COMMON STOCK USD.01 | 00766T100 |
| YUM | YUM BRANDS INC | 6,051 | $610K | 0.0% | $100.81 * | $85.23 | +5.6% | COMMON STOCK | 988498101 |
| ONC | BEIGENE LTD ADR | 3,674 | $609K | 0.0% | $165.76 | $134.10 | +23.6% | ADR USD.0001 | 07725L102 |
| AFL | AFLAC INC | 11,493 | $608K | 0.0% | $52.90 * | $39.25 | +16.7% | COMMON STOCK USD.1 | 001055102 |
| LAMR | LAMAR ADVERTISING CO A | 6,801 | $607K | 0.0% | $89.25 | $71.05 | — | REIT USD.001 | 512816109 |
| MASI | MASIMO CORP | 3,832 | $606K | 0.0% | $158.14 | $104.41 | +51.4% | COMMON STOCK USD.001 | 574795100 |
| — | FOOT LOCKER INC | 15,413 | $601K | 0.0% | $38.99 | $43.28 | — | COMMON STOCK USD.01 | 344849104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 7,082 | $599K | 0.0% | $84.58 | $91.15 | -7.2% | COMMON STOCK USD.001 | 09061G101 |
| — | SINCLAIR BROADCAST GROUP A | 17,972 | $599K | 0.0% | $33.33 | $31.39 | — | COMMON STOCK USD.01 | 829226109 |
| NWE | NORTHWESTERN CORP | 8,321 | $596K | 0.0% | $71.63 * | $49.34 | +10.9% | COMMON STOCK USD.01 | 668074305 |
| CIEN | CIENA CORP | 13,940 | $595K | 0.0% | $42.68 | $31.01 | +37.6% | COMMON STOCK USD.01 | 171779309 |
| USNA | USANA HEALTH SCIENCES INC | 7,543 | $593K | 0.0% | $78.62 | $117.18 | -33.0% | COMMON STOCK USD.001 | 90328M107 |
| AIZ | ASSURANT INC | 4,502 | $590K | 0.0% | $131.05 * | $102.41 | +15.0% | COMMON STOCK USD.01 | 04621X108 |
| LUV | SOUTHWEST AIRLINES CO | 10,902 | $588K | 0.0% | $53.94 * | $48.60 | +2.9% | COMMON STOCK USD1.0 | 844741108 |
| — | DENBURY RESOURCES INC | 416,058 | $587K | 0.0% | $1.41 | $3.74 | — | COMMON STOCK USD.001 | 247916208 |
| — | JOUNCE THERAPEUTICS INC | 67,276 | $587K | 0.0% | $8.73 | $8.73 | — | COMMON STOCK USD.001 | 481116101 |
| PK | PARK HOTELS RESORTS INC | 22,684 | $587K | 0.0% | $25.88 | $24.96 | — | REIT USD.01 | 700517105 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 7,461 | $583K | 0.0% | $78.14 * | $70.12 | -3.3% | COMMON STOCK USD.1 | 12541W209 |
| F | FORD MOTOR CO | 62,334 | $580K | 0.0% | $9.30 * | $6.59 | +5.3% | COMMON STOCK USD.01 | 345370860 |
| DEI | DOUGLAS EMMETT INC | 13,159 | $578K | 0.0% | $43.92 | $38.15 | — | REIT USD.01 | 25960P109 |
| — | APTIV PLC | 6,074 | $577K | 0.0% | $95.00 | $89.32 | — | COMMON STOCK USD.01 | G6095L109 |
| CASY | CASEY S GENERAL STORES INC | 3,617 | $575K | 0.0% | $158.97 * | $132.59 | +15.3% | COMMON STOCK NPV | 147528103 |
| MSTR | MICROSTRATEGY INC CL A | 4,026 | $574K | 0.0% | $142.57 * | $14.89 | -4.2% | COMMON STOCK USD.001 | 594972408 |
| BRX | BRIXMOR PROPERTY GROUP INC | 26,458 | $572K | 0.0% | $21.62 | $18.65 | — | REIT USD.01 | 11120U105 |
| AYI | ACUITY BRANDS INC | 4,121 | $569K | 0.0% | $138.07 * | $129.48 | +4.5% | COMMON STOCK USD.01 | 00508Y102 |
| — | NATIONAL INSTRUMENTS CORP | 13,447 | $569K | 0.0% | $42.31 | $44.45 | — | COMMON STOCK USD.01 | 636518102 |
| TREX | TREX COMPANY INC | 6,330 | $569K | 0.0% | $89.89 * | $40.33 | +11.4% | COMMON STOCK USD.01 | 89531P105 |
| CMS | CMS ENERGY CORP | 9,043 | $568K | 0.0% | $62.81 * | $51.97 | +1.0% | COMMON STOCK USD.01 | 125896100 |
| JBL | JABIL INC | 13,709 | $567K | 0.0% | $41.36 * | $25.11 | +60.0% | COMMON STOCK USD.001 | 466313103 |
| — | ANSYS INC | 2,203 | $567K | 0.0% | $257.38 | $194.03 | — | COMMON STOCK USD.01 | 03662Q105 |
| — | CHIMERA INVESTMENT CORP | 27,559 | $567K | 0.0% | $20.57 | $18.87 | — | REIT USD.01 | 16934Q208 |
| BL | BLACKLINE INC | 10,971 | $566K | 0.0% | $51.59 | $49.76 | +3.6% | COMMON STOCK USD.01 | 09239B109 |
| — | NEW ORIENTAL EDUC SP ADR | 4,659 | $565K | 0.0% | $121.27 | $90.11 | — | ADR USD.01 | 647581107 |
| SABR | SABRE CORP | 25,177 | $565K | 0.0% | $22.44 | $23.79 | -5.7% | COMMON STOCK USD.01 | 78573M104 |
| PAYX | PAYCHEX INC | 6,641 | $565K | 0.0% | $85.08 * | $64.21 | +11.3% | COMMON STOCK USD.01 | 704326107 |
| CBSH | COMMERCE BANCSHARES INC | 8,272 | $562K | 0.0% | $67.94 * | $41.68 | +15.1% | COMMON STOCK USD5.0 | 200525103 |
| LE | LANDS END INC | 33,422 | $561K | 0.0% | $16.79 | $15.80 | +6.3% | COMMON STOCK USD.01 | 51509F105 |
| UVSP | UNIVEST FINANCIAL CORP | 20,912 | $560K | 0.0% | $26.78 | $25.09 | +6.7% | COMMON STOCK USD5.0 | 915271100 |
| — | RECRO PHARMA INC | 30,479 | $559K | 0.0% | $18.34 | $10.16 | — | COMMON STOCK USD.01 | 75629F109 |
| MAN | MANPOWERGROUP INC | 5,750 | $558K | 0.0% | $97.04 | $78.06 | +24.4% | COMMON STOCK USD.01 | 56418H100 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $558K | 0.0% | $24.05 | $26.06 | -7.7% | COMMON STOCK ILS1.0 | M87915274 |
| GLDD | GREAT LAKES DREDGE DOCK CO | 49,081 | $556K | 0.0% | $11.33 * | $10.40 | +2.7% | COMMON STOCK USD.0001 | 390607109 |
| — | LIBERTY MEDIA CORP LIBERTY C | 12,081 | $555K | 0.0% | $45.94 | $36.67 | — | TRACKING STK USD.01 | 531229854 |
| — | FEDNAT HOLDING CO | 33,241 | $553K | 0.0% | $16.64 | $16.64 | — | COMMON STOCK USD.01 | 31431B109 |
| CW | CURTISS WRIGHT CORP | 3,919 | $552K | 0.0% | $140.85 * | $112.39 | +22.0% | COMMON STOCK USD1.0 | 231561101 |
| WEN | WENDY S CO/THE | 24,835 | $552K | 0.0% | $22.23 | $18.16 | +22.3% | COMMON STOCK USD.1 | 95058W100 |
| WDC | WESTERN DIGITAL CORP | 8,704 | $552K | 0.0% | $63.42 * | $42.09 | +11.2% | COMMON STOCK USD.01 | 958102105 |
| FORR | FORRESTER RESEARCH INC | 13,211 | $551K | 0.0% | $41.71 | $41.41 | +0.7% | COMMON STOCK USD.01 | 346563109 |
| PAGS | PAGSEGURO DIGITAL LTD CL A | 16,143 | $551K | 0.0% | $34.13 | $40.24 | -15.1% | COMMON STOCK USD.000025 | G68707101 |
| OSPN | ONESPAN INC | 32,205 | $551K | 0.0% | $17.11 * | $16.47 | +0.7% | COMMON STOCK USD.001 | 68287N100 |
| LITE | LUMENTUM HOLDINGS INC | 6,945 | $551K | 0.0% | $79.34 | $56.85 | +39.5% | COMMON STOCK USD.001 | 55024U109 |
| SE | SEA LTD ADR | 13,649 | $549K | 0.0% | $40.22 | $17.52 | +129.5% | ADR | 81141R100 |
| ATR | APTARGROUP INC | 4,749 | $549K | 0.0% | $115.60 * | $97.69 | +9.4% | COMMON STOCK USD.01 | 038336103 |
| LVS | LAS VEGAS SANDS CORP | 7,953 | $549K | 0.0% | $69.03 * | $57.89 | +11.6% | COMMON STOCK USD.001 | 517834107 |
| — | FLAGSTAR BANCORP INC | 14,337 | $548K | 0.0% | $38.22 | $38.22 | — | COMMON STOCK USD.01 | 337930705 |
| NTRS | NORTHERN TRUST CORP | 5,135 | $546K | 0.0% | $106.33 * | $83.63 | +5.4% | COMMON STOCK USD1.667 | 665859104 |
| MANH | MANHATTAN ASSOCIATES INC | 6,851 | $546K | 0.0% | $79.70 | $47.85 | +66.7% | COMMON STOCK USD.01 | 562750109 |
| ACIW | ACI WORLDWIDE INC | 14,423 | $546K | 0.0% | $37.86 | $29.30 | +29.3% | COMMON STOCK USD.005 | 004498101 |
| — | PEOPLE S UTAH BANCORP | 18,081 | $545K | 0.0% | $30.14 | $29.33 | — | COMMON STOCK USD.01 | 712706209 |
| NJR | NEW JERSEY RESOURCES CORP | 12,221 | $545K | 0.0% | $44.60 * | $37.01 | -3.7% | COMMON STOCK USD2.5 | 646025106 |
| MEI | METHODE ELECTRONICS INC | 13,770 | $542K | 0.0% | $39.36 * | $30.99 | +8.4% | COMMON STOCK USD.5 | 591520200 |
| EPAM | EPAM SYSTEMS INC | 2,550 | $541K | 0.0% | $212.16 | $192.41 | +10.3% | COMMON STOCK USD.001 | 29414B104 |
| BSRR | SIERRA BANCORP | 18,499 | $539K | 0.0% | $29.14 * | $20.01 | +14.3% | COMMON STOCK | 82620P102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 5,144 | $539K | 0.0% | $104.78 * | $40.43 | +15.5% | COMMON STOCK USD.001 | 595017104 |
| SRPT | SAREPTA THERAPEUTICS INC | 4,169 | $538K | 0.0% | $129.05 | $86.18 | +49.7% | COMMON STOCK USD.0001 | 803607100 |
| STNE | STONECO LTD A | 13,479 | $538K | 0.0% | $39.91 | $34.79 | — | COMMON STOCK USD.000079365 | G85158106 |
| SMTC | SEMTECH CORP | 10,172 | $538K | 0.0% | $52.89 | $48.57 | +8.9% | COMMON STOCK USD.01 | 816850101 |
| IART | INTEGRA LIFESCIENCES HOLDING | 9,232 | $538K | 0.0% | $58.28 | $51.50 | +13.2% | COMMON STOCK USD.01 | 457985208 |
| ENVA | ENOVA INTERNATIONAL INC | 22,049 | $530K | 0.0% | $24.04 | $17.43 | +38.0% | COMMON STOCK USD.00001 | 29357K103 |
| CIVB | CIVISTA BANCSHARES INC | 22,058 | $529K | 0.0% | $23.98 * | $18.31 | +8.3% | COMMON STOCK | 178867107 |
| TAL | TAL EDUCATION GROUP ADR | 10,975 | $529K | 0.0% | $48.20 | $32.44 | +48.6% | ADR | 874080104 |
| — | NEW YORK COMMUNITY BANCORP | 43,806 | $527K | 0.0% | $12.03 | $11.59 | — | COMMON STOCK USD.01 | 649445103 |
| HE | HAWAIIAN ELECTRIC INDS | 11,236 | $527K | 0.0% | $46.90 | $41.45 | +13.1% | COMMON STOCK | 419870100 |
| — | AMERICAN NATIONAL INSURANCE | 4,481 | $527K | 0.0% | $117.61 | $117.61 | — | COMMON STOCK USD1.0 | 028591105 |
| NXPI | NXP SEMICONDUCTORS NV | 4,137 | $526K | 0.0% | $127.15 * | $100.36 | +14.7% | COMMON STOCK | N6596X109 |
| CROX | CROCS INC | 12,551 | $526K | 0.0% | $41.91 | $34.93 | +19.9% | COMMON STOCK USD.001 | 227046109 |
| OLED | UNIVERSAL DISPLAY CORP | 2,549 | $525K | 0.0% | $205.96 * | $137.57 | +42.7% | COMMON STOCK USD.01 | 91347P105 |
| INN | SUMMIT HOTEL PROPERTIES INC | 42,446 | $524K | 0.0% | $12.35 | $12.35 | — | REIT | 866082100 |
| WSO | WATSCO INC | 2,907 | $524K | 0.0% | $180.25 | $158.93 | +13.4% | COMMON STOCK USD.5 | 942622200 |
| FANG | DIAMONDBACK ENERGY INC | 5,629 | $523K | 0.0% | $92.91 * | $79.67 | -8.9% | COMMON STOCK USD.01 | 25278X109 |
| TRV | TRAVELERS COS INC/THE | 3,821 | $523K | 0.0% | $136.88 * | $110.35 | +9.2% | COMMON STOCK NPV | 89417E109 |
| SWKS | SKYWORKS SOLUTIONS INC | 4,319 | $522K | 0.0% | $120.86 * | $79.40 | +31.8% | COMMON STOCK USD.25 | 83088M102 |
| PAM | PAMPA ENERGIA SA SPON ADR | 31,593 | $519K | 0.0% | $16.43 | $32.42 | -49.3% | ADR | 697660207 |
| SCI | SERVICE CORP INTERNATIONAL | 11,254 | $518K | 0.0% | $46.03 | $45.11 | +2.0% | COMMON STOCK USD1.0 | 817565104 |
| AFG | AMERICAN FINANCIAL GROUP INC | 4,705 | $516K | 0.0% | $109.67 * | $53.71 | +15.0% | COMMON STOCK | 025932104 |
| — | COHERENT INC | 3,099 | $516K | 0.0% | $166.51 | $144.42 | — | COMMON STOCK USD.01 | 192479103 |
| — | ALTAIR ENGINEERING INC | 500,000 | $513K | 0.0% | $1.03 | $1.08 | — | SR UNSECURED 06/24 0.25 | 021369AA1 |
| — | GALILEO ACQUISITION CORP | 50,000 | $513K | 0.0% | $10.26 | $10.26 | — | UNIT USD.0001 | G3770A128 |
| CDNS | CADENCE DESIGN SYS INC | 7,378 | $512K | 0.0% | $69.40 | $54.65 | +26.9% | COMMON STOCK USD.01 | 127387108 |
| — | UNION ACQUISITION CORP II | 50,000 | $510K | 0.0% | $10.20 | $10.20 | — | UNIT | G9402Q118 |
| — | FINSERV ACQUISITION CORP | 50,000 | $510K | 0.0% | $10.20 | $10.20 | — | UNIT USD.0001 | 318085206 |
| — | MARATHON OIL CORP | 37,195 | $505K | 0.0% | $13.58 | $14.18 | — | COMMON STOCK USD1.0 | 565849106 |
| PB | PROSPERITY BANCSHARES INC | 7,001 | $503K | 0.0% | $71.85 * | $53.81 | +10.0% | COMMON STOCK USD1.0 | 743606105 |
| LNTH | LANTHEUS HOLDINGS INC | 24,485 | $502K | 0.0% | $20.50 | $23.56 | -12.9% | COMMON STOCK USD.01 | 516544103 |
| — | DICERNA PHARMACEUTICALS INC | 22,646 | $499K | 0.0% | $22.03 | $22.03 | — | COMMON STOCK USD.0001 | 253031108 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 5,722 | $498K | 0.0% | $87.03 * | $13.87 | +57.0% | COMMON STOCK USD.01 | 88023U101 |
| TXNM | PNM RESOURCES INC | 9,798 | $497K | 0.0% | $50.72 | $41.90 | +21.0% | COMMON STOCK | 69349H107 |
| GEN | NORTONLIFELOCK INC | 19,401 | $495K | 0.0% | $25.51 * | $12.38 | +4.8% | COMMON STOCK USD.01 | 668771108 |
| NFG | NATIONAL FUEL GAS CO | 10,644 | $495K | 0.0% | $46.51 | $57.68 | -19.3% | COMMON STOCK USD1.0 | 636180101 |
| AVT | AVNET INC | 11,634 | $494K | 0.0% | $42.46 * | $34.91 | +4.2% | COMMON STOCK USD1.0 | 053807103 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 5,187 | $493K | 0.0% | $95.05 | $85.51 | +11.2% | COMMON STOCK USD.0001 | 83417M104 |
| CHDN | CHURCHILL DOWNS INC | 3,585 | $492K | 0.0% | $137.24 * | $45.97 | +46.3% | COMMON STOCK | 171484108 |
| — | BERRY PETROLEUM CORP | 52,177 | $492K | 0.0% | $9.43 | $10.12 | — | COMMON STOCK USD.001 | 08579X101 |
| KMT | KENNAMETAL INC | 13,298 | $491K | 0.0% | $36.92 * | $28.44 | +8.2% | COMMON STOCK USD1.25 | 489170100 |
| ENPH | ENPHASE ENERGY INC | 18,750 | $490K | 0.0% | $26.13 | $13.76 | +89.9% | COMMON STOCK USD.00001 | 29355A107 |
| ACH | OWENS MINOR INC | 94,705 | $490K | 0.0% | $5.17 | $6.41 | -19.5% | COMMON STOCK USD2.0 | 690732102 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 25,534 | $489K | 0.0% | $19.15 | $14.60 | — | COMMON STOCK USD.01 | 518415104 |
| DRI | DARDEN RESTAURANTS INC | 4,482 | $489K | 0.0% | $109.10 * | $96.82 | -4.9% | COMMON STOCK | 237194105 |
| CNK | CINEMARK HOLDINGS INC | 14,415 | $488K | 0.0% | $33.85 * | $36.79 | -10.4% | COMMON STOCK USD.001 | 17243V102 |
| FOXA | FOX CORP CLASS A | 13,128 | $487K | 0.0% | $37.10 * | $33.15 | +3.2% | COMMON STOCK USD.01 | 35137L105 |
| EVTC | EVERTEC INC | 14,254 | $485K | 0.0% | $34.03 * | $25.19 | +30.9% | COMMON STOCK USD.01 | 30040P103 |
| — | NEOPHOTONICS CORP | 54,972 | $485K | 0.0% | $8.82 | $6.09 | — | COMMON STOCK USD.0025 | 64051T100 |
| MKC | MCCORMICK CO NON VTG SHRS | 2,835 | $481K | 0.0% | $169.66 * | $73.29 | +2.9% | COMMON STOCK | 579780206 |
| PTC | PTC INC | 6,421 | $481K | 0.0% | $74.91 | $71.14 | +5.3% | COMMON STOCK USD.01 | 69370C100 |
| DVN | DEVON ENERGY CORP | 18,480 | $480K | 0.0% | $25.97 * | $21.25 | -11.2% | COMMON STOCK USD.1 | 25179M103 |
| LNWO | SCIENTIFIC GAMES CORP | 17,843 | $478K | 0.0% | $26.79 | $22.55 | +18.8% | COMMON STOCK USD.001 | 80874P109 |
| MCK | MCKESSON CORP | 3,457 | $478K | 0.0% | $138.27 * | $128.16 | +3.7% | COMMON STOCK USD.01 | 58155Q103 |
| MSI | MOTOROLA SOLUTIONS INC | 2,952 | $476K | 0.0% | $161.25 * | $126.95 | +17.4% | COMMON STOCK USD.01 | 620076307 |
| JBLU | JETBLUE AIRWAYS CORP | 25,449 | $476K | 0.0% | $18.70 | $17.58 | +6.5% | COMMON STOCK USD.01 | 477143101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 3,559 | $475K | 0.0% | $133.46 * | $116.54 | +11.5% | COMMON STOCK USD.01 | V7780T103 |
| KR | KROGER CO | 16,360 | $474K | 0.0% | $28.97 * | $24.78 | +2.9% | COMMON STOCK USD1.0 | 501044101 |
| PBI | PITNEY BOWES INC | 117,259 | $473K | 0.0% | $4.03 | $4.58 | -12.1% | COMMON STOCK USD1.0 | 724479100 |
| MDU | MDU RESOURCES GROUP INC | 15,914 | $473K | 0.0% | $29.72 * | $9.10 | +4.1% | COMMON STOCK USD1.0 | 552690109 |
| — | CHANNELADVISOR CORP | 52,281 | $473K | 0.0% | $9.05 | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| — | AMERICAN EQUITY INVT LIFE HL | 15,789 | $473K | 0.0% | $29.96 | $29.96 | — | COMMON STOCK USD1.0 | 025676206 |
| — | FOUNDATION BUILDING MATERIAL | 24,454 | $473K | 0.0% | $19.34 | $15.50 | — | COMMON STOCK USD.001 | 350392106 |
| NTLA | INTELLIA THERAPEUTICS INC | 32,076 | $471K | 0.0% | $14.68 | $15.43 | -5.0% | COMMON STOCK USD.0001 | 45826J105 |
| PCAR | PACCAR INC | 5,954 | $471K | 0.0% | $79.11 * | $34.08 | +25.4% | COMMON STOCK USD1.0 | 693718108 |
| UMH | UMH PROPERTIES INC | 29,879 | $470K | 0.0% | $15.73 | $15.73 | — | REIT USD.1 | 903002103 |
| — | GLOBAL MEDICAL REIT INC | 35,363 | $468K | 0.0% | $13.23 | $11.40 | — | REIT | 37954A204 |
| ASGN | ASGN INC | 6,579 | $467K | 0.0% | $70.98 | $64.18 | +10.6% | COMMON STOCK USD.01 | 00191U102 |
| — | SKECHERS USA INC CL A | 10,758 | $465K | 0.0% | $43.22 | $32.62 | — | COMMON STOCK USD.001 | 830566105 |
| NVRI | HARSCO CORP | 20,101 | $463K | 0.0% | $23.03 | $25.13 | -8.4% | COMMON STOCK USD1.25 | 415864107 |
| EWBC | EAST WEST BANCORP INC | 9,495 | $462K | 0.0% | $48.66 * | $38.32 | +8.3% | COMMON STOCK USD.001 | 27579R104 |
| — | FLEETCOR TECHNOLOGIES INC | 1,605 | $462K | 0.0% | $287.85 | $235.70 | — | COMMON STOCK USD.001 | 339041105 |
| — | PACWEST BANCORP | 12,039 | $461K | 0.0% | $38.29 | $41.19 | — | COMMON STOCK | 695263103 |
| KFRC | KFORCE INC | 11,601 | $461K | 0.0% | $39.74 | $39.52 | +0.5% | COMMON STOCK USD.01 | 493732101 |
| — | AMERICAN CAMPUS COMMUNITIES | 9,770 | $459K | 0.0% | $46.98 | $42.65 | — | REIT USD.01 | 024835100 |
| KBR | KBR INC | 15,022 | $458K | 0.0% | $30.49 * | $19.18 | +48.2% | COMMON STOCK USD.001 | 48242W106 |
| MGM | MGM RESORTS INTERNATIONAL | 13,711 | $456K | 0.0% | $33.26 | $30.12 | +9.5% | COMMON STOCK USD.01 | 552953101 |
| KEY | KEYCORP | 22,492 | $455K | 0.0% | $20.23 * | $12.92 | +16.8% | COMMON STOCK USD1.0 | 493267108 |
| TTC | TORO CO | 5,715 | $455K | 0.0% | $79.62 | $76.58 | +4.0% | COMMON STOCK USD1.0 | 891092108 |
| ORI | OLD REPUBLIC INTL CORP | 20,152 | $451K | 0.0% | $22.38 * | $12.39 | +10.4% | COMMON STOCK USD1.0 | 680223104 |
| EPM | EVOLUTION PETROLEUM CORP | 82,510 | $451K | 0.0% | $5.47 * | $5.20 | -31.1% | COMMON STOCK USD.001 | 30049A107 |
| BCO | BRINK S CO/THE | 4,940 | $448K | 0.0% | $90.69 * | $72.61 | +16.2% | COMMON STOCK USD1.0 | 109696104 |
| FIVE | FIVE BELOW | 3,502 | $448K | 0.0% | $127.93 | $125.26 | +2.1% | COMMON STOCK USD.01 | 33829M101 |
| PFG | PRINCIPAL FINANCIAL GROUP | 8,134 | $447K | 0.0% | $54.95 * | $43.43 | +0.6% | COMMON STOCK USD.01 | 74251V102 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 18,850 | $447K | 0.0% | $23.71 | $40.61 | -41.6% | COMMON STOCK USD.001 | 868459108 |
| DKS | DICK S SPORTING GOODS INC | 8,999 | $445K | 0.0% | $49.45 * | $28.42 | +44.3% | COMMON STOCK USD.01 | 253393102 |
| — | NEXTGEN HEALTHCARE INC | 27,604 | $444K | 0.0% | $16.08 | $19.89 | — | COMMON STOCK USD.01 | 65343C102 |
| NHI | NATL HEALTH INVESTORS INC | 5,447 | $444K | 0.0% | $81.51 | $76.14 | — | REIT USD.01 | 63633D104 |
| — | SPIRIT REALTY CAPITAL INC | 9,013 | $443K | 0.0% | $49.15 | $47.89 | — | REIT USD.05 | 84860W300 |
| VYX | NCR CORPORATION | 12,527 | $440K | 0.0% | $35.12 * | $16.26 | +32.6% | COMMON STOCK USD.01 | 62886E108 |
| CLH | CLEAN HARBORS INC | 5,125 | $439K | 0.0% | $85.66 | $64.77 | +32.4% | COMMON STOCK USD.01 | 184496107 |
| BALL | BALL CORP | 6,782 | $439K | 0.0% | $64.73 * | $46.35 | +30.1% | COMMON STOCK | 058498106 |
| EXPE | EXPEDIA GROUP INC | 4,056 | $439K | 0.0% | $108.23 | $118.48 | -9.8% | COMMON STOCK USD.001 | 30212P303 |
| — | STERLING BANCORP/DE | 20,740 | $437K | 0.0% | $21.07 | $19.86 | — | COMMON STOCK USD.01 | 85917A100 |
| — | BMC STOCK HOLDINGS INC | 15,186 | $436K | 0.0% | $28.71 | $20.00 | — | COMMON STOCK USD.01 | 05591B109 |
| — | MODEL N INC | 12,401 | $435K | 0.0% | $35.08 | $27.74 | — | COMMON STOCK USD.00015 | 607525102 |
| APAM | ARTISAN PARTNERS ASSET MA A | 13,424 | $434K | 0.0% | $32.33 * | $12.95 | +45.6% | COMMON STOCK USD.01 | 04316A108 |
| — | RUBICON PROJECT INC/THE | 52,811 | $431K | 0.0% | $8.16 | $8.71 | — | COMMON STOCK USD.00001 | 78112V102 |
| HPE | HEWLETT PACKARD ENTERPRISE | 27,196 | $431K | 0.0% | $15.85 * | $12.38 | +5.7% | COMMON STOCK USD.01 | 42824C109 |
| BLKB | BLACKBAUD INC | 5,399 | $430K | 0.0% | $79.64 | $75.29 | +5.5% | COMMON STOCK USD.001 | 09227Q100 |
| — | TRINSEO SA | 11,567 | $430K | 0.0% | $37.17 | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| — | NUVASIVE INC | 5,547 | $429K | 0.0% | $77.34 | $62.12 | — | COMMON STOCK USD.001 | 670704105 |
| FITB | FIFTH THIRD BANCORP | 13,910 | $428K | 0.0% | $30.77 * | $23.15 | +4.6% | COMMON STOCK | 316773100 |
| HWKN | HAWKINS INC | 9,350 | $428K | 0.0% | $45.78 * | $21.16 | +8.2% | COMMON STOCK USD.05 | 420261109 |
| ZLAB | ZAI LAB LTD ADR | 10,293 | $428K | 0.0% | $41.58 | $36.92 | +12.7% | ADR USD.00006 | 98887Q104 |
| CMRE | COSTAMARE INC | 44,714 | $426K | 0.0% | $9.53 * | $6.39 | +19.6% | COMMON STOCK USD.0001 | Y1771G102 |
| MOD | MODINE MANUFACTURING CO | 55,361 | $426K | 0.0% | $7.69 | $10.71 | -28.1% | COMMON STOCK USD.625 | 607828100 |
| PEB | PEBBLEBROOK HOTEL TRUST | 15,858 | $425K | 0.0% | $26.80 | $27.76 | — | REIT USD.01 | 70509V100 |
| — | CHEMOCENTRYX INC | 10,720 | $424K | 0.0% | $39.55 | $39.55 | — | COMMON STOCK USD.001 | 16383L106 |
| BIGGQ | BIG LOTS INC | 14,747 | $424K | 0.0% | $28.75 * | $32.84 | -39.7% | COMMON STOCK USD.01 | 089302103 |
| SMG | SCOTTS MIRACLE GRO CO | 3,974 | $422K | 0.0% | $106.19 * | $69.64 | +21.3% | COMMON STOCK USD.01 | 810186106 |
| ELF | ELF BEAUTY INC | 26,017 | $420K | 0.0% | $16.14 | $16.64 | -3.1% | COMMON STOCK USD.01 | 26856L103 |
| — | WHITING PETROLEUM CORP | 57,033 | $419K | 0.0% | $7.35 | $7.35 | — | COMMON STOCK USD.001 | 966387409 |
| AXON | AXON ENTERPRISE INC | 5,715 | $419K | 0.0% | $73.32 | $63.16 | +16.0% | COMMON STOCK USD.00001 | 05464C101 |
| BSET | BASSETT FURNITURE INDS | 25,056 | $418K | 0.0% | $16.68 * | $10.93 | +8.0% | COMMON STOCK USD5.0 | 070203104 |
| DOX | AMDOCS LTD | 5,771 | $417K | 0.0% | $72.26 * | $59.82 | +6.4% | COMMON STOCK GBP.0001 | G02602103 |
| YETI | YETI HOLDINGS INC | 11,992 | $417K | 0.0% | $34.77 | $31.51 | +10.4% | COMMON STOCK USD.01 | 98585X104 |
| TW | TRADEWEB MARKETS INC CLASS A | 9,000 | $417K | 0.0% | $46.33 | $43.12 | +7.5% | COMMON STOCK USD.01 | 892672106 |
| NAT | NORDIC AMERICAN TANKERS LTD | 84,772 | $417K | 0.0% | $4.92 | $3.81 | +29.1% | COMMON STOCK USD.01 | G65773106 |
| SCHL | SCHOLASTIC CORP | 10,772 | $414K | 0.0% | $38.43 * | $32.50 | +2.2% | COMMON STOCK USD.01 | 807066105 |
| EYE | NATIONAL VISION HOLDINGS INC | 12,766 | $414K | 0.0% | $32.43 | $28.67 | +13.1% | COMMON STOCK USD.01 | 63845R107 |
| VRNS | VARONIS SYSTEMS INC | 5,329 | $414K | 0.0% | $77.69 * | $23.75 | +9.1% | COMMON STOCK USD.001 | 922280102 |
| SKYW | SKYWEST INC | 6,363 | $411K | 0.0% | $64.59 | $60.91 | +6.1% | COMMON STOCK | 830879102 |
| VNDA | VANDA PHARMACEUTICALS INC | 24,896 | $409K | 0.0% | $16.43 | $13.94 | +17.7% | COMMON STOCK USD.001 | 921659108 |
| — | HMS HOLDINGS CORP | 13,767 | $408K | 0.0% | $29.64 | $29.19 | — | COMMON STOCK USD.01 | 40425J101 |
| MTZ | MASTEC INC | 6,364 | $408K | 0.0% | $64.11 | $45.25 | +41.8% | COMMON STOCK USD.1 | 576323109 |
| PNW | PINNACLE WEST CAPITAL | 4,525 | $407K | 0.0% | $89.94 * | $70.81 | -2.0% | COMMON STOCK | 723484101 |
| — | CHP MERGER CORP | 40,000 | $407K | 0.0% | $10.18 | $10.18 | — | UNIT | 12558Y205 |
| RUSHA | RUSH ENTERPRISES INC CL A | 8,727 | $406K | 0.0% | $46.52 * | $17.48 | +18.2% | COMMON STOCK USD.01 | 781846209 |
| WTFC | WINTRUST FINANCIAL CORP | 5,730 | $406K | 0.0% | $70.86 | $74.49 | -4.8% | COMMON STOCK | 97650W108 |
| AVTR | AVANTOR INC | 22,364 | $406K | 0.0% | $18.15 | $16.94 | +7.2% | COMMON STOCK USD.01 | 05352A100 |
| NVT | NVENT ELECTRIC PLC | 15,838 | $405K | 0.0% | $25.57 * | $20.62 | +10.1% | COMMON STOCK USD.01 | G6700G107 |
| ALOT | ASTRONOVA INC | 29,458 | $404K | 0.0% | $13.71 | $20.49 | -33.6% | COMMON STOCK USD.05 | 04638F108 |
| HMN | HORACE MANN EDUCATORS | 9,249 | $404K | 0.0% | $43.68 | $44.04 | -0.9% | COMMON STOCK USD.001 | 440327104 |
| DBI | DESIGNER BRANDS INC CLASS A | 25,600 | $403K | 0.0% | $15.74 * | $17.23 | -19.6% | COMMON STOCK | 250565108 |
| SF | STIFEL FINANCIAL CORP | 6,612 | $401K | 0.0% | $60.65 * | $37.10 | -1.2% | COMMON STOCK USD.15 | 860630102 |
| SSYS | STRATASYS LTD | 19,772 | $400K | 0.0% | $20.23 | $23.75 | -14.8% | COMMON STOCK ILS.01 | M85548101 |
| ANF | ABERCROMBIE FITCH CO CL A | 23,049 | $399K | 0.0% | $17.31 | $18.58 | -8.3% | COMMON STOCK USD.01 | 002896207 |
| EDIT | EDITAS MEDICINE INC | 13,448 | $398K | 0.0% | $29.60 | $23.87 | +24.0% | COMMON STOCK USD.0001 | 28106W103 |
| OTTR | OTTER TAIL CORP | 7,734 | $397K | 0.0% | $51.33 * | $43.72 | -0.8% | COMMON STOCK USD5.0 | 689648103 |
| TBI | TRUEBLUE INC | 16,447 | $396K | 0.0% | $24.08 | $22.81 | +5.5% | COMMON STOCK | 89785X101 |
| — | ADTRAN INC | 39,714 | $393K | 0.0% | $9.90 | $11.36 | — | COMMON STOCK USD.01 | 00738A106 |
| MAS | MASCO CORP | 8,179 | $393K | 0.0% | $48.05 * | $28.90 | +50.0% | COMMON STOCK USD1.0 | 574599106 |
| CF | CF INDUSTRIES HOLDINGS INC | 8,236 | $393K | 0.0% | $47.72 * | $34.78 | +18.5% | COMMON STOCK USD.01 | 125269100 |
| — | GW PHARMACEUTICALS ADR | 3,762 | $393K | 0.0% | $104.47 | $104.47 | — | ADR | 36197T103 |
| KMPR | KEMPER CORP | 5,057 | $392K | 0.0% | $77.52 | $74.59 | +3.9% | COMMON STOCK USD.1 | 488401100 |
| LPX | LOUISIANA PACIFIC CORP | 13,187 | $391K | 0.0% | $29.65 | $25.05 | +18.5% | COMMON STOCK USD1.0 | 546347105 |
| MUR | MURPHY OIL CORP | 14,595 | $391K | 0.0% | $26.79 * | $17.03 | +26.9% | COMMON STOCK USD1.0 | 626717102 |
| OZK | BANK OZK | 12,779 | $390K | 0.0% | $30.52 * | $23.34 | +3.9% | COMMON STOCK | 06417N103 |
| — | PARSLEY ENERGY INC CLASS A | 20,582 | $389K | 0.0% | $18.90 | $21.53 | — | COMMON STOCK USD.01 | 701877102 |
| SGMO | SANGAMO THERAPEUTICS INC | 46,459 | $389K | 0.0% | $8.37 * | $10.58 | -13.1% | COMMON STOCK USD.01 | 800677106 |
| AMCX | AMC NETWORKS INC A | 9,844 | $389K | 0.0% | $39.52 | $58.39 | -32.3% | COMMON STOCK | 00164V103 |
| PTEN | PATTERSON UTI ENERGY INC | 36,958 | $388K | 0.0% | $10.50 | $12.93 | -18.8% | COMMON STOCK USD.01 | 703481101 |
| — | APERGY CORP | 11,460 | $387K | 0.0% | $33.77 | $35.53 | — | COMMON STOCK USD.01 | 03755L104 |
| SAIC | SCIENCE APPLICATIONS INTE | 4,434 | $386K | 0.0% | $87.05 | $73.70 | +18.1% | COMMON STOCK USD.0001 | 808625107 |
| IPAR | INTER PARFUMS INC | 5,305 | $386K | 0.0% | $72.76 | $66.35 | +9.6% | COMMON STOCK USD.001 | 458334109 |
| SBH | SALLY BEAUTY HOLDINGS INC | 21,130 | $386K | 0.0% | $18.27 | $17.56 | +4.0% | COMMON STOCK USD.01 | 79546E104 |
| WLFC | WILLIS LEASE FINANCE CORP | 6,527 | $385K | 0.0% | $58.99 | $58.44 | +0.8% | COMMON STOCK USD.01 | 970646105 |
| — | WESTROCK CO | 8,934 | $383K | 0.0% | $42.87 | $38.63 | — | COMMON STOCK | 96145D105 |
| MLCO | MELCO RESORTS ENTERT ADR | 15,832 | $383K | 0.0% | $24.19 | $21.71 | +11.3% | ADR USD.01 | 585464100 |
| HTB | HOMETRUST BANCSHARES INC | 14,281 | $383K | 0.0% | $26.82 | $26.29 | +2.1% | COMMON STOCK | 437872104 |
| — | HAWAIIAN HOLDINGS INC | 13,020 | $381K | 0.0% | $29.26 | $39.24 | — | COMMON STOCK USD.01 | 419879101 |
| MLI | MUELLER INDUSTRIES INC | 11,988 | $381K | 0.0% | $31.78 * | $14.05 | +4.0% | COMMON STOCK USD.01 | 624756102 |
| SON | SONOCO PRODUCTS CO | 6,164 | $380K | 0.0% | $61.65 * | $43.33 | +14.8% | COMMON STOCK | 835495102 |
| IBKR | INTERACTIVE BROKERS GRO CL A | 8,141 | $380K | 0.0% | $46.68 * | $11.96 | -6.0% | COMMON STOCK USD.01 | 45841N107 |
| DHX | DHI GROUP INC | 126,378 | $380K | 0.0% | $3.01 | $3.66 | -17.7% | COMMON STOCK USD.01 | 23331S100 |
| EXP | EAGLE MATERIALS INC | 4,179 | $379K | 0.0% | $90.69 * | $77.59 | +13.5% | COMMON STOCK USD.01 | 26969P108 |
| ALRM | ALARM.COM HOLDINGS INC | 8,764 | $377K | 0.0% | $43.02 | $58.12 | -26.1% | COMMON STOCK | 011642105 |
| MZTI | LANCASTER COLONY CORP | 2,351 | $376K | 0.0% | $159.93 | $148.80 | +7.6% | COMMON STOCK | 513847103 |
| BFS | SAUL CENTERS INC | 7,123 | $376K | 0.0% | $52.79 | $52.79 | — | REIT USD.01 | 804395101 |
| ES | EVERSOURCE ENERGY | 4,401 | $374K | 0.0% | $84.98 * | $37.49 | +82.5% | COMMON STOCK USD5.0 | 30040W108 |
| — | ENCORE WIRE CORP | 6,519 | $374K | 0.0% | $57.37 | $57.37 | — | COMMON STOCK USD.01 | 292562105 |
| — | SVB FINANCIAL GROUP | 1,485 | $373K | 0.0% | $251.18 | $220.00 | — | COMMON STOCK USD.001 | 78486Q101 |
| NWSA | NEWS CORP CLASS A | 26,395 | $373K | 0.0% | $14.13 * | $12.69 | +4.8% | COMMON STOCK USD.01 | 65249B109 |
| WY | WEYERHAEUSER CO | 12,289 | $371K | 0.0% | $30.19 * | $23.43 | +3.5% | REIT USD1.25 | 962166104 |
| TZOO | TRAVELZOO | 34,716 | $371K | 0.0% | $10.69 | $14.60 | -26.7% | COMMON STOCK USD.01 | 89421Q205 |
| UTL | UNITIL CORP | 5,961 | $369K | 0.0% | $61.90 | $59.93 | +3.2% | COMMON STOCK | 913259107 |
| KHC | KRAFT HEINZ CO/THE | 11,500 | $369K | 0.0% | $32.09 * | $22.63 | +6.7% | COMMON STOCK USD.01 | 500754106 |
| — | KANSAS CITY SOUTHERN | 2,407 | $369K | 0.0% | $153.30 | $113.13 | — | COMMON STOCK USD.01 | 485170302 |
| MD | MEDNAX INC | 13,257 | $368K | 0.0% | $27.76 | $33.31 | -16.6% | COMMON STOCK USD.01 | 58502B106 |
| FFIN | FIRST FINL BANKSHARES INC | 10,462 | $367K | 0.0% | $35.08 * | $30.67 | +2.2% | COMMON STOCK USD.01 | 32020R109 |
| JHG | JANUS HENDERSON GROUP PLC | 14,950 | $366K | 0.0% | $24.48 | $22.93 | +6.6% | COMMON STOCK | G4474Y214 |
| — | ENDO INTERNATIONAL PLC | 78,043 | $366K | 0.0% | $4.69 | $4.69 | — | COMMON STOCK USD.0001 | G30401106 |
| IDCC | INTERDIGITAL INC | 6,723 | $366K | 0.0% | $54.44 | $65.68 | -17.0% | COMMON STOCK USD.01 | 45867G101 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 26,075 | $363K | 0.0% | $13.92 | $13.73 | — | REIT USD.01 | 867892101 |
| MUSA | MURPHY USA INC | 3,092 | $362K | 0.0% | $117.08 * | $79.33 | +43.4% | COMMON STOCK | 626755102 |
| — | ELDORADO RESORTS INC | 6,066 | $362K | 0.0% | $59.68 | $37.34 | — | COMMON STOCK | 28470R102 |
| THG | HANOVER INSURANCE GROUP INC/ | 2,652 | $362K | 0.0% | $136.50 * | $91.52 | +29.6% | COMMON STOCK USD.01 | 410867105 |
| VMI | VALMONT INDUSTRIES | 2,406 | $360K | 0.0% | $149.63 | $126.92 | +18.0% | COMMON STOCK USD1.0 | 920253101 |
| MKTX | MARKETAXESS HOLDINGS INC | 945 | $358K | 0.0% | $378.84 * | $236.52 | +50.3% | COMMON STOCK USD.003 | 57060D108 |
| EXPD | EXPEDITORS INTL WASH INC | 4,594 | $358K | 0.0% | $77.93 * | $65.99 | +10.2% | COMMON STOCK USD.01 | 302130109 |
| PENN | PENN NATIONAL GAMING INC | 13,963 | $357K | 0.0% | $25.57 | $24.87 | +2.8% | COMMON STOCK USD.01 | 707569109 |
| — | CORELOGIC INC | 8,172 | $357K | 0.0% | $43.69 | $39.20 | — | COMMON STOCK USD1.0 | 21871D103 |
| NUE | NUCOR CORP | 6,349 | $357K | 0.0% | $56.23 * | $51.03 | -1.9% | COMMON STOCK USD.4 | 670346105 |
| — | UMPQUA HOLDINGS CORP | 20,197 | $357K | 0.0% | $17.68 | $15.95 | — | COMMON STOCK | 904214103 |
| OLN | OLIN CORP | 20,656 | $356K | 0.0% | $17.23 * | $16.93 | -13.0% | COMMON STOCK USD1.0 | 680665205 |
| — | POLYONE CORPORATION | 9,654 | $355K | 0.0% | $36.77 | $30.63 | — | COMMON STOCK USD.01 | 73179P106 |
| RPD | RAPID7 INC | 6,337 | $355K | 0.0% | $56.02 | $33.57 | +66.9% | COMMON STOCK USD.01 | 753422104 |
| — | REATA PHARMACEUTICALS INC A | 1,736 | $355K | 0.0% | $204.49 | $80.35 | — | COMMON STOCK USD.001 | 75615P103 |
| MSA | MSA SAFETY INC | 2,807 | $355K | 0.0% | $126.47 | $102.41 | +23.4% | COMMON STOCK | 553498106 |
| TGNA | TEGNA INC | 21,259 | $355K | 0.0% | $16.70 * | $13.38 | +16.3% | COMMON STOCK USD1.0 | 87901J105 |
| WLY | WILEY (JOHN) SONS CLASS A | 7,284 | $353K | 0.0% | $48.46 * | $38.91 | +1.9% | COMMON STOCK USD1.0 | 968223206 |
| TKR | TIMKEN CO | 6,250 | $352K | 0.0% | $56.32 | $46.64 | +20.7% | COMMON STOCK | 887389104 |
| ACHC | ACADIA HEALTHCARE CO INC | 10,603 | $352K | 0.0% | $33.20 | $32.71 | +1.5% | COMMON STOCK USD.01 | 00404A109 |
| SD | SANDRIDGE ENERGY INC | 83,103 | $352K | 0.0% | $4.24 | $21.58 | -80.4% | COMMON STOCK USD.001 | 80007P869 |
| — | DISCOVER FINANCIAL SERVICES | 4,128 | $350K | 0.0% | $84.79 | $68.25 | — | COMMON STOCK USD.01 | 254709108 |
| LEN | LENNAR CORP A | 6,270 | $350K | 0.0% | $55.82 * | $41.99 | +18.5% | COMMON STOCK USD.1 | 526057104 |
| — | AERIE PHARMACEUTICALS INC | 14,422 | $349K | 0.0% | $24.20 | $44.44 | — | COMMON STOCK USD.001 | 00771V108 |
| SBRA | SABRA HEALTH CARE REIT INC | 16,300 | $348K | 0.0% | $21.35 | $22.94 | — | REIT USD.01 | 78573L106 |
| XNCR | XENCOR INC | 10,059 | $346K | 0.0% | $34.40 | $39.92 | -13.9% | COMMON STOCK USD.01 | 98401F105 |
| NPKI | NEWPARK RESOURCES INC | 55,237 | $346K | 0.0% | $6.26 | $7.07 | -11.3% | COMMON STOCK USD.01 | 651718504 |
| — | PZENA INVESTMENT MANAGM CL A | 39,753 | $343K | 0.0% | $8.63 | $8.63 | — | COMMON STOCK USD.01 | 74731Q103 |
| ENSG | ENSIGN GROUP INC/THE | 7,532 | $342K | 0.0% | $45.41 | $48.63 | -8.1% | COMMON STOCK USD.001 | 29358P101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 5,604 | $341K | 0.0% | $60.85 * | $44.93 | +18.4% | COMMON STOCK USD.01 | 416515104 |
| — | ARCH COAL INC A | 4,760 | $341K | 0.0% | $71.64 | $71.64 | — | COMMON STOCK USD.01 | 039380407 |
| FOLD | AMICUS THERAPEUTICS INC | 35,008 | $341K | 0.0% | $9.74 | $10.85 | -10.3% | COMMON STOCK USD.01 | 03152W109 |
| — | CLOVIS ONCOLOGY INC | 32,610 | $340K | 0.0% | $10.43 | $10.43 | — | COMMON STOCK USD.001 | 189464100 |
| CHRS | COHERUS BIOSCIENCES INC | 18,837 | $339K | 0.0% | $18.00 | $19.98 | -9.9% | COMMON STOCK USD.0001 | 19249H103 |
| — | COLFAX CORP | 9,319 | $339K | 0.0% | $36.38 | $30.49 | — | COMMON STOCK USD.001 | 194014106 |
| — | MAXIM INTEGRATED PRODUCTS | 5,500 | $338K | 0.0% | $61.45 | $58.77 | — | COMMON STOCK USD.001 | 57772K101 |
| RMD | RESMED INC | 2,166 | $336K | 0.0% | $155.12 * | $108.90 | +35.2% | COMMON STOCK USD.004 | 761152107 |
| MTDR | MATADOR RESOURCES CO | 18,704 | $336K | 0.0% | $17.96 | $20.77 | -13.5% | COMMON STOCK USD.01 | 576485205 |
| — | TAUBMAN CENTERS INC | 10,821 | $336K | 0.0% | $31.05 | $43.72 | — | REIT USD.01 | 876664103 |
| CPB | CAMPBELL SOUP CO | 6,799 | $336K | 0.0% | $49.42 * | $33.46 | +20.9% | COMMON STOCK USD.0375 | 134429109 |
| ETSY | ETSY INC | 7,563 | $335K | 0.0% | $44.29 | $52.16 | -15.1% | COMMON STOCK USD.001 | 29786A106 |
| — | FIBROGEN INC | 7,801 | $335K | 0.0% | $42.94 | $52.27 | — | COMMON STOCK USD.01 | 31572Q808 |
| — | ANGLOGOLD ASHANTI SPON ADR | 15,000 | $335K | 0.0% | $22.33 | $14.71 | — | ADR | 035128206 |
| DOV | DOVER CORP | 2,900 | $334K | 0.0% | $115.17 * | $78.01 | +36.1% | COMMON STOCK USD1.0 | 260003108 |
| LZB | LA Z BOY INC | 10,553 | $332K | 0.0% | $31.46 | $27.85 | +13.0% | COMMON STOCK USD1.0 | 505336107 |
| — | APACHE CORP | 12,800 | $328K | 0.0% | $25.63 | $38.77 | — | COMMON STOCK USD.625 | 037411105 |
| FC | FRANKLIN COVEY CO | 10,162 | $328K | 0.0% | $32.28 | $36.20 | -11.0% | COMMON STOCK USD.05 | 353469109 |
| UBSI | UNITED BANKSHARES INC | 8,466 | $327K | 0.0% | $38.63 | $34.06 | +13.5% | COMMON STOCK USD2.5 | 909907107 |
| KOP | KOPPERS HOLDINGS INC | 8,519 | $326K | 0.0% | $38.27 * | $34.04 | +8.8% | COMMON STOCK USD.01 | 50060P106 |
| NRG | NRG ENERGY INC | 8,212 | $326K | 0.0% | $39.70 * | $29.21 | +13.5% | COMMON STOCK USD.01 | 629377508 |
| HOMB | HOME BANCSHARES INC | 16,542 | $325K | 0.0% | $19.65 | $20.43 | -3.8% | COMMON STOCK USD.01 | 436893200 |
| HWC | HANCOCK WHITNEY CORP | 7,376 | $324K | 0.0% | $43.93 | $40.28 | +8.9% | COMMON STOCK USD3.33 | 410120109 |
| — | NATIONAL CINEMEDIA INC | 44,404 | $324K | 0.0% | $7.30 | $7.06 | — | COMMON STOCK USD.01 | 635309107 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 8,264 | $324K | 0.0% | $39.21 | $37.24 | +5.3% | COMMON STOCK USD.01 | 10922N103 |
| CAKE | CHEESECAKE FACTORY INC/THE | 8,283 | $322K | 0.0% | $38.87 * | $38.98 | -11.2% | COMMON STOCK USD.01 | 163072101 |
| VLY | VALLEY NATIONAL BANCORP | 28,065 | $321K | 0.0% | $11.44 | $10.15 | +12.8% | COMMON STOCK | 919794107 |
| RIG | TRANSOCEAN LTD | 46,511 | $320K | 0.0% | $6.88 | $5.30 | +29.7% | COMMON STOCK CHF.1 | H8817H100 |
| — | DIME COMMUNITY BANCSHARES | 15,302 | $320K | 0.0% | $20.91 | $20.91 | — | COMMON STOCK USD.01 | 253922108 |
| AEO | AMERICAN EAGLE OUTFITTERS | 21,770 | $320K | 0.0% | $14.70 * | $15.82 | -20.4% | COMMON STOCK USD.01 | 02553E106 |
| — | FIRSTCASH INC | 3,956 | $319K | 0.0% | $80.64 | $87.57 | — | COMMON STOCK USD.01 | 33767D105 |
| PANW | PALO ALTO NETWORKS INC | 1,369 | $317K | 0.0% | $231.56 * | $37.09 | +3.9% | COMMON STOCK USD.0001 | 697435105 |
| EVRG | EVERGY INC | 4,858 | $316K | 0.0% | $65.05 * | $47.90 | +7.4% | COMMON STOCK | 30034W106 |
| PCH | POTLATCHDELTIC CORP | 7,314 | $316K | 0.0% | $43.20 | $32.54 | — | REIT USD1.0 | 737630103 |
| COLM | COLUMBIA SPORTSWEAR CO | 3,157 | $316K | 0.0% | $100.10 * | $77.60 | +19.5% | COMMON STOCK | 198516106 |
| KMX | CARMAX INC | 3,595 | $315K | 0.0% | $87.62 | $88.57 | -1.0% | COMMON STOCK USD.5 | 143130102 |
| VSAT | VIASAT INC | 4,308 | $315K | 0.0% | $73.12 | $71.54 | +2.3% | COMMON STOCK USD.0001 | 92552V100 |
| — | NEXTIER OILFIELD SOLUTIONS I | 46,832 | $314K | 0.0% | $6.70 | $6.70 | — | COMMON STOCK USD.01 | 65290C105 |
| AMG | AFFILIATED MANAGERS GROUP | 3,705 | $314K | 0.0% | $84.75 | $98.15 | -14.1% | COMMON STOCK USD.01 | 008252108 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 15,119 | $312K | 0.0% | $20.64 | $23.88 | -13.5% | COMMON STOCK USD.1 | 01741R102 |
| FCN | FTI CONSULTING INC | 2,813 | $311K | 0.0% | $110.56 | $109.28 | +1.3% | COMMON STOCK USD.01 | 302941109 |
| SLM | SLM CORP | 34,924 | $311K | 0.0% | $8.91 | $9.86 | -9.7% | COMMON STOCK USD.2 | 78442P106 |
| TXT | TEXTRON INC | 6,900 | $308K | 0.0% | $44.64 | $45.95 | -3.7% | COMMON STOCK USD.125 | 883203101 |
| OMC | OMNICOM GROUP | 3,802 | $308K | 0.0% | $81.01 * | $61.33 | +6.2% | COMMON STOCK USD.15 | 681919106 |
| VNQ | VANGUARD REAL ESTATE ETF | 3,300 | $306K | 0.0% | $92.73 | $92.60 | +0.2% | VANGUARD REAL ESTATE ETF | 922908553 |
| QRVO | QORVO INC | 2,637 | $306K | 0.0% | $116.04 | $71.96 | +61.5% | COMMON STOCK USD.0001 | 74736K101 |
| L | LOEWS CORP | 5,808 | $305K | 0.0% | $52.51 * | $47.07 | +8.8% | COMMON STOCK USD.01 | 540424108 |
| — | II VI INC | 9,056 | $305K | 0.0% | $33.68 | $32.48 | — | COMMON STOCK | 902104108 |
| — | LANNETT CO INC | 34,088 | $301K | 0.0% | $8.83 | $7.14 | — | COMMON STOCK USD.001 | 516012101 |
| — | LEGG MASON INC | 8,344 | $300K | 0.0% | $35.95 | $27.09 | — | COMMON STOCK USD.1 | 524901105 |
| RRX | REGAL BELOIT CORP | 3,502 | $300K | 0.0% | $85.67 | $75.56 | +13.3% | COMMON STOCK USD.01 | 758750103 |
| — | DISH NETWORK CORP A | 8,449 | $300K | 0.0% | $35.51 | $32.70 | — | COMMON STOCK USD.01 | 25470M109 |
| — | BRISTOL MYERS SQUIBB CO | 99,746 | $300K | 0.0% | $3.01 | $3.01 | — | RIGHT | 110122157 |
| — | E TRADE FINANCIAL CORP | 6,598 | $299K | 0.0% | $45.32 | $43.30 | — | COMMON STOCK USD.01 | 269246401 |
| UTHR | UNITED THERAPEUTICS CORP | 3,381 | $298K | 0.0% | $88.14 | $107.29 | -17.9% | COMMON STOCK USD.01 | 91307C102 |
| R | RYDER SYSTEM INC | 5,464 | $297K | 0.0% | $54.36 | $56.68 | -4.2% | COMMON STOCK USD.5 | 783549108 |
| TDS | TELEPHONE AND DATA SYSTEMS | 11,693 | $297K | 0.0% | $25.40 | $30.80 | -17.4% | COMMON STOCK USD.01 | 879433829 |
| TEX | TEREX CORP | 9,919 | $295K | 0.0% | $29.74 | $29.65 | +0.4% | COMMON STOCK USD.01 | 880779103 |
| NTES | NETEASE INC ADR | 954 | $293K | 0.0% | $307.13 | $254.39 | +20.5% | ADR USD.0001 | 64110W102 |
| — | CALLON PETROLEUM CO | 60,493 | $292K | 0.0% | $4.83 | $7.84 | — | COMMON STOCK USD.01 | 13123X102 |
| — | AMCOR PLC | 26,956 | $292K | 0.0% | $10.83 * | $8.35 | +1.2% | COMMON STOCK USD.01 | G0250X107 |
| — | AIRCASTLE LTD | 9,100 | $291K | 0.0% | $31.98 | $31.98 | — | COMMON STOCK USD.01 | G0129K104 |
| CMA | COMERICA INC | 4,052 | $291K | 0.0% | $71.82 * | $57.96 | -8.0% | COMMON STOCK USD5.0 | 200340107 |
| AN | AUTONATION INC | 5,977 | $291K | 0.0% | $48.69 | $40.87 | +19.0% | COMMON STOCK USD.01 | 05329W102 |
| BJRI | BJ S RESTAURANTS INC | 7,668 | $291K | 0.0% | $37.95 | $55.98 | -32.5% | COMMON STOCK | 09180C106 |
| — | ARCONIC INC | 9,448 | $291K | 0.0% | $30.80 | $27.13 | — | COMMON STOCK | 03965L100 |
| VVV | VALVOLINE INC | 13,558 | $290K | 0.0% | $21.39 | $19.73 | +8.5% | COMMON STOCK USD.01 | 92047W101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 3,327 | $287K | 0.0% | $86.26 | $72.95 | +18.4% | COMMON STOCK USD.01 | 00971T101 |
| SFM | SPROUTS FARMERS MARKET INC | 14,790 | $286K | 0.0% | $19.34 | $21.54 | -10.1% | COMMON STOCK USD.001 | 85208M102 |
| ASB | ASSOCIATED BANC CORP | 12,987 | $286K | 0.0% | $22.02 * | $17.13 | +1.0% | COMMON STOCK USD.01 | 045487105 |
| CDP | CORPORATE OFFICE PROPERTIES | 9,698 | $285K | 0.0% | $29.39 | $21.81 | — | REIT USD.01 | 22002T108 |
| RHI | ROBERT HALF INTL INC | 4,491 | $284K | 0.0% | $63.24 | $55.02 | +14.8% | COMMON STOCK USD.001 | 770323103 |
| — | BANCORPSOUTH BANK | 9,043 | $284K | 0.0% | $31.41 | $26.47 | — | COMMON STOCK | 05971J102 |
| VC | VISTEON CORP | 3,253 | $282K | 0.0% | $86.69 | $70.18 | +22.8% | COMMON STOCK | 92839U206 |
| CCL | CARNIVAL CORP | 5,500 | $280K | 0.0% | $50.91 | $50.73 | -1.0% | COMMON STOCK USD.01 | 143658300 |
| BOH | BANK OF HAWAII CORP | 2,939 | $280K | 0.0% | $95.27 * | $59.38 | +24.6% | COMMON STOCK USD.01 | 062540109 |
| CE | CELANESE CORP | 2,260 | $278K | 0.0% | $123.01 * | $99.46 | +10.6% | COMMON STOCK USD.0001 | 150870103 |
| — | RADIUS HEALTH INC | 13,694 | $276K | 0.0% | $20.15 | $25.78 | — | COMMON STOCK USD.0001 | 750469207 |
| — | WPX ENERGY INC | 20,046 | $275K | 0.0% | $13.72 | $13.72 | — | COMMON STOCK USD.01 | 98212B103 |
| CNO | CNO FINANCIAL GROUP INC | 15,150 | $275K | 0.0% | $18.15 * | $15.07 | +5.1% | COMMON STOCK USD.01 | 12621E103 |
| TENB | TENABLE HOLDINGS INC | 11,364 | $272K | 0.0% | $23.94 | $28.33 | -15.4% | COMMON STOCK USD.01 | 88025T102 |
| XEL | XCEL ENERGY INC | 4,283 | $272K | 0.0% | $63.51 * | $40.91 | +29.0% | COMMON STOCK USD2.5 | 98389B100 |
| HAS | HASBRO INC | 2,565 | $271K | 0.0% | $105.65 * | $86.02 | -2.8% | COMMON STOCK USD.5 | 418056107 |
| CBRL | CRACKER BARREL OLD COUNTRY | 1,758 | $270K | 0.0% | $153.58 * | $124.59 | -2.2% | COMMON STOCK USD.01 | 22410J106 |
| NEU | NEWMARKET CORP | 555 | $270K | 0.0% | $486.49 * | $359.32 | +19.3% | COMMON STOCK | 651587107 |
| CRS | CARPENTER TECHNOLOGY | 5,413 | $269K | 0.0% | $49.70 * | $40.53 | +10.1% | COMMON STOCK USD5.0 | 144285103 |
| GATX | GATX CORP | 3,245 | $269K | 0.0% | $82.90 * | $67.94 | +8.2% | COMMON STOCK USD.625 | 361448103 |
| MTB | M T BANK CORP | 1,582 | $269K | 0.0% | $170.04 * | $131.62 | +6.0% | COMMON STOCK USD.5 | 55261F104 |
| — | TREEHOUSE FOODS INC | 5,485 | $266K | 0.0% | $48.50 | $49.38 | — | COMMON STOCK USD.01 | 89469A104 |
| CBT | CABOT CORP | 5,589 | $266K | 0.0% | $47.59 * | $41.01 | +0.4% | COMMON STOCK USD1.0 | 127055101 |
| TREE | LENDINGTREE INC | 873 | $265K | 0.0% | $303.55 | $339.25 | — | COMMON STOCK USD.01 | 52603B107 |
| ETR | ENTERGY CORP | 2,200 | $264K | 0.0% | $120.00 * | $47.17 | +2.0% | COMMON STOCK USD.01 | 29364G103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 26,933 | $264K | 0.0% | $9.80 | $12.82 | -23.4% | COMMON STOCK USD.01 | 01988P108 |
| — | KELLOGG CO | 3,800 | $263K | 0.0% | $69.21 * | $47.55 | +10.1% | COMMON STOCK USD.25 | 487836108 |
| RAMP | LIVERAMP HOLDINGS INC | 5,451 | $262K | 0.0% | $48.06 | $44.93 | +7.0% | COMMON STOCK USD.1 | 53815P108 |
| — | HOLLYFRONTIER CORP | 5,169 | $262K | 0.0% | $50.69 | $41.16 | — | COMMON STOCK USD.01 | 436106108 |
| — | HEALTHCARE MERGER CORP | 25,000 | $259K | 0.0% | $10.36 | $10.36 | — | UNIT USD.0001 | 42227L201 |
| IBN | ICICI BANK LTD SPON ADR | 17,186 | $259K | 0.0% | $15.07 | $10.08 | +49.8% | ADR | 45104G104 |
| SYNA | SYNAPTICS INC | 3,926 | $258K | 0.0% | $65.72 | $37.20 | +76.8% | COMMON STOCK USD.001 | 87157D109 |
| NUS | NU SKIN ENTERPRISES INC A | 6,154 | $252K | 0.0% | $40.95 * | $47.21 | -29.9% | COMMON STOCK USD.001 | 67018T105 |
| DGX | QUEST DIAGNOSTICS INC | 2,350 | $251K | 0.0% | $106.81 * | $84.77 | +11.7% | COMMON STOCK USD.01 | 74834L100 |
| FLS | FLOWSERVE CORP | 5,014 | $250K | 0.0% | $49.86 * | $39.65 | +10.0% | COMMON STOCK USD1.25 | 34354P105 |
| FLO | FLOWERS FOODS INC | 11,459 | $249K | 0.0% | $21.73 * | $15.06 | +12.7% | COMMON STOCK USD.01 | 343498101 |
| — | J.C. PENNEY CO INC | 222,200 | $249K | 0.0% | $1.12 | $2.56 | — | COMMON STOCK USD.5 | 708160106 |
| NVR | NVR INC | 65 | $248K | 0.0% | $3815.38 | $2929.04 | +30.0% | COMMON STOCK USD.01 | 62944T105 |
| — | LABORATORY CRP OF AMER HLDGS | 1,468 | $248K | 0.0% | $168.94 | $151.46 | — | COMMON STOCK USD.1 | 50540R409 |
| IVZ | INVESCO LTD | 13,601 | $245K | 0.0% | $18.01 * | $16.24 | -15.5% | COMMON STOCK USD.2 | G491BT108 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 1,972 | $244K | 0.0% | $123.73 * | $105.33 | +6.0% | COMMON STOCK USD.01 | 11133T103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 3,625 | $240K | 0.0% | $66.21 | $67.36 | -1.9% | COMMON STOCK USD.1 | 81725T100 |
| WBS | WEBSTER FINANCIAL CORP | 4,484 | $239K | 0.0% | $53.30 | $56.61 | -5.7% | COMMON STOCK USD.01 | 947890109 |
| SJM | JM SMUCKER CO/THE | 2,300 | $239K | 0.0% | $103.91 * | $86.62 | -1.2% | COMMON STOCK | 832696405 |
| PACDEUR | PACIFIC DRILLING SA | 58,497 | $239K | 0.0% | $4.09 | $12.38 | — | COMMON STOCK | L7257P205 |
| TSCO | TRACTOR SUPPLY COMPANY | 2,541 | $237K | 0.0% | $93.27 * | $14.15 | +20.2% | COMMON STOCK USD.008 | 892356106 |
| BC | BRUNSWICK CORP | 3,956 | $237K | 0.0% | $59.91 * | $51.41 | +3.9% | COMMON STOCK USD.75 | 117043109 |
| EPC | EDGEWELL PERSONAL CARE CO | 7,620 | $236K | 0.0% | $30.97 * | $35.00 | -19.3% | COMMON STOCK USD.01 | 28035Q102 |
| LFUS | LITTELFUSE INC | 1,230 | $235K | 0.0% | $191.06 | $183.47 | +4.3% | COMMON STOCK USD.01 | 537008104 |
| UMBF | UMB FINANCIAL CORP | 3,407 | $234K | 0.0% | $68.68 | $64.81 | +5.9% | COMMON STOCK USD1.0 | 902788108 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 4,073 | $231K | 0.0% | $56.71 | $57.77 | -1.7% | COMMON STOCK USD.01 | 88224Q107 |
| — | BED BATH BEYOND INC | 13,307 | $230K | 0.0% | $17.28 | $11.50 | — | COMMON STOCK USD.01 | 075896100 |
| MLKN | HERMAN MILLER INC | 5,482 | $228K | 0.0% | $41.59 * | $34.81 | +1.7% | COMMON STOCK USD.2 | 600544100 |
| CBOE | CBOE GLOBAL MARKETS INC | 1,898 | $228K | 0.0% | $120.13 * | $98.22 | +12.8% | COMMON STOCK | 12503M108 |
| BJ | BJ S WHOLESALE CLUB HOLDINGS | 9,935 | $226K | 0.0% | $22.75 | $24.72 | -8.0% | COMMON STOCK USD.01 | 05550J101 |
| — | EQUITRANS MIDSTREAM CORP | 16,617 | $222K | 0.0% | $13.36 | $19.35 | — | COMMON STOCK | 294600101 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 2,901 | $222K | 0.0% | $76.53 * | $68.23 | +1.0% | COMMON STOCK | 044186104 |
| HAL | HALLIBURTON CO | 8,891 | $218K | 0.0% | $24.52 * | $23.23 | -5.6% | COMMON STOCK USD2.5 | 406216101 |
| — | MYLAN NV | 10,651 | $214K | 0.0% | $20.09 | $29.34 | — | COMMON STOCK EUR.01 | N59465109 |
| SKT | TANGER FACTORY OUTLET CENTER | 14,476 | $213K | 0.0% | $14.71 | $20.80 | — | REIT USD.01 | 875465106 |
| WAFD | WASHINGTON FEDERAL INC | 5,785 | $212K | 0.0% | $36.65 * | $22.88 | +30.6% | COMMON STOCK USD1.0 | 938824109 |
| GRMN | GARMIN LTD | 2,160 | $211K | 0.0% | $97.69 * | $66.65 | +28.0% | COMMON STOCK CHF.1 | H2906T109 |
| CMC | COMMERCIAL METALS CO | 9,407 | $209K | 0.0% | $22.22 * | $18.29 | +10.2% | COMMON STOCK USD.01 | 201723103 |
| — | JUNIPER NETWORKS INC | 8,391 | $207K | 0.0% | $24.67 | $26.67 | — | COMMON STOCK USD.00001 | 48203R104 |
| EQT | EQT CORP | 18,991 | $207K | 0.0% | $10.90 * | $11.99 | -15.1% | COMMON STOCK | 26884L109 |
| — | NIELSEN HOLDINGS PLC | 10,123 | $205K | 0.0% | $20.25 | $22.67 | — | COMMON STOCK EUR.07 | G6518L108 |
| — | UNITI GROUP INC | 25,008 | $205K | 0.0% | $8.20 | $12.40 | — | REIT USD.0001 | 91325V108 |
| — | MR COOPER GROUP INC | 16,347 | $205K | 0.0% | $12.54 | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| GNW | GENWORTH FINANCIAL INC CL A | 46,366 | $204K | 0.0% | $4.40 | $4.27 | +2.9% | COMMON STOCK USD.001 | 37247D106 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 5,844 | $204K | 0.0% | $34.91 | $48.71 | -28.2% | COMMON STOCK USD.01 | 00737L103 |
| — | WW INTERNATIONAL INC | 5,275 | $202K | 0.0% | $38.29 | $37.83 | — | COMMON STOCK | 98262P101 |
| UE | URBAN EDGE PROPERTIES | 10,351 | $199K | 0.0% | $19.23 | $16.96 | — | REIT USD.01 | 91704F104 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $199K | 0.0% | $14.84 | $21.37 | — | ADR USD.00004 | 091727107 |
| — | VIACOMCBS INC CLASS B | 4,722 | $198K | 0.0% | $41.93 | $41.93 | — | COMMON STOCK USD.001 | 92556H206 |
| OPLN | KAR AUCTION SERVICES INC | 8,968 | $195K | 0.0% | $21.74 | $22.80 | -4.4% | COMMON STOCK USD.01 | 48238T109 |
| AJG | ARTHUR J GALLAGHER CO | 2,025 | $193K | 0.0% | $95.31 * | $78.94 | +12.5% | COMMON STOCK USD1.0 | 363576109 |
| — | PATTERSON COS INC | 9,319 | $191K | 0.0% | $20.50 | $20.50 | — | COMMON STOCK USD.01 | 703395103 |
| HCSG | HEALTHCARE SERVICES GROUP | 7,825 | $190K | 0.0% | $24.28 | $24.77 | -1.8% | COMMON STOCK USD.01 | 421906108 |
| EG | EVEREST RE GROUP LTD | 677 | $187K | 0.0% | $276.22 * | $198.52 | +23.2% | COMMON STOCK USD.01 | G3223R108 |
| CINF | CINCINNATI FINANCIAL CORP | 1,755 | $185K | 0.0% | $105.41 * | $84.04 | +7.0% | COMMON STOCK USD2.0 | 172062101 |
| NTCT | NETSCOUT SYSTEMS INC | 7,639 | $184K | 0.0% | $24.09 | $24.75 | -2.7% | COMMON STOCK USD.001 | 64115T104 |
| VIRT | VIRTU FINANCIAL INC CLASS A | 11,462 | $183K | 0.0% | $15.97 | $20.01 | -20.1% | COMMON STOCK USD.00001 | 928254101 |
| ATRC | ATRICURE INC | 5,602 | $182K | 0.0% | $32.49 | $28.46 | +14.2% | COMMON STOCK USD.001 | 04963C209 |
| KIM | KIMCO REALTY CORP | 8,630 | $179K | 0.0% | $20.74 * | $12.30 | +29.5% | REIT USD.01 | 49446R109 |
| TPH | TRI POINTE GROUP INC | 11,339 | $177K | 0.0% | $15.61 | $12.83 | +21.4% | COMMON STOCK USD.01 | 87265H109 |
| BWA | BORGWARNER INC | 4,074 | $177K | 0.0% | $43.45 * | $31.63 | +10.1% | COMMON STOCK USD.01 | 099724106 |
| HBAN | HUNTINGTON BANCSHARES INC | 11,622 | $175K | 0.0% | $15.06 * | $9.92 | +14.6% | COMMON STOCK USD.01 | 446150104 |
| ADNT | ADIENT PLC | 8,176 | $174K | 0.0% | $21.28 | $22.80 | -6.8% | COMMON STOCK USD.001 | G0084W101 |
| — | INTERPUBLIC GROUP OF COS INC | 7,504 | $173K | 0.0% | $23.05 * | $16.67 | +9.2% | COMMON STOCK USD.1 | 460690100 |
| SYK | STRYKER CORP | 813 | $171K | 0.0% | $210.33 * | $162.79 | +21.0% | COMMON STOCK USD.1 | 863667101 |
| DNOW | NOW INC | 15,208 | $171K | 0.0% | $11.24 | $13.49 | -16.7% | COMMON STOCK USD.01 | 67011P100 |
| HOG | HARLEY DAVIDSON INC | 4,578 | $170K | 0.0% | $37.13 | $45.85 | -18.9% | COMMON STOCK USD.01 | 412822108 |
| FMC | FMC CORP | 1,700 | $170K | 0.0% | $100.00 * | $65.99 | +26.9% | COMMON STOCK USD.1 | 302491303 |
| WU | WESTERN UNION CO | 6,366 | $170K | 0.0% | $26.70 | $21.90 | — | COMMON STOCK USD.01 | 959802109 |
| CAR | AVIS BUDGET GROUP INC | 5,198 | $168K | 0.0% | $32.32 * | $33.01 | -7.2% | COMMON STOCK USD.01 | 053774105 |
| — | CERIDIAN HCM HOLDING INC | 2,461 | $167K | 0.0% | $67.86 | $55.24 | +22.9% | COMMON STOCK USD.01 | 15677J108 |
| PRGO | PERRIGO CO PLC | 3,240 | $167K | 0.0% | $51.54 | $52.29 | -1.2% | COMMON STOCK EUR.001 | G97822103 |
| — | OASIS PETROLEUM INC | 49,718 | $162K | 0.0% | $3.26 | $5.10 | — | COMMON STOCK USD.01 | 674215108 |
| GEF | GREIF INC CL A | 3,641 | $161K | 0.0% | $44.22 * | $32.00 | +11.9% | COMMON STOCK | 397624107 |
| BEN | FRANKLIN RESOURCES INC | 6,209 | $161K | 0.0% | $25.93 * | $23.89 | -19.0% | COMMON STOCK USD.1 | 354613101 |
| PNR | PENTAIR PLC | 3,500 | $161K | 0.0% | $46.00 * | $38.80 | +8.7% | COMMON STOCK USD.01 | G7S00T104 |
| NDAQ | NASDAQ INC | 1,485 | $159K | 0.0% | $107.07 * | $27.13 | +20.9% | COMMON STOCK USD.01 | 631103108 |
| OI | O I GLASS INC | 13,293 | $159K | 0.0% | $11.96 | $9.90 | +19.9% | COMMON STOCK | 67098H104 |
| — | APARTMENT INVT MGMT CO A | 3,053 | $158K | 0.0% | $51.75 | $50.75 | — | REIT USD.01 | 03748R754 |
| RDWR | RADWARE LTD | 6,000 | $155K | 0.0% | $25.83 | $24.58 | +4.9% | COMMON STOCK ILS.05 | M81873107 |
| JACK | JACK IN THE BOX INC | 1,978 | $154K | 0.0% | $77.86 | $81.44 | -4.2% | COMMON STOCK USD.01 | 466367109 |
| ALK | ALASKA AIR GROUP INC | 2,250 | $152K | 0.0% | $67.56 | $63.17 | +6.6% | COMMON STOCK USD.01 | 011659109 |
| SVC | SERVICE PROPERTIES TRUST | 6,188 | $151K | 0.0% | $24.40 | $25.79 | — | REIT USD.01 | 81761L102 |
| — | NORDSTROM INC | 3,700 | $151K | 0.0% | $40.81 | $40.81 | — | COMMON STOCK | 655664100 |
| PZZA | PAPA JOHN S INTL INC | 2,373 | $150K | 0.0% | $63.21 * | $50.69 | +6.8% | COMMON STOCK USD.01 | 698813102 |
| MHK | MOHAWK INDUSTRIES INC | 1,080 | $147K | 0.0% | $136.11 | $136.04 | +0.2% | COMMON STOCK USD.01 | 608190104 |
| — | DOMTAR CORP | 3,790 | $145K | 0.0% | $38.26 | $35.09 | — | COMMON STOCK USD.01 | 257559203 |
| WHR | WHIRLPOOL CORP | 971 | $143K | 0.0% | $147.27 | $140.01 | +5.4% | COMMON STOCK USD1.0 | 963320106 |
| GPC | GENUINE PARTS CO | 1,350 | $143K | 0.0% | $105.93 * | $86.19 | +3.9% | COMMON STOCK USD1.0 | 372460105 |
| — | L BRANDS INC | 7,800 | $141K | 0.0% | $18.08 | $31.89 | — | COMMON STOCK USD.5 | 501797104 |
| HAIN | HAIN CELESTIAL GROUP INC | 5,451 | $141K | 0.0% | $25.87 | $23.89 | +8.6% | COMMON STOCK USD.01 | 405217100 |
| WERN | WERNER ENTERPRISES INC | 3,810 | $139K | 0.0% | $36.48 | $32.59 | +11.7% | COMMON STOCK USD.01 | 950755108 |
| — | DELPHI TECHNOLOGIES PLC | 10,804 | $139K | 0.0% | $12.87 | $14.12 | — | COMMON STOCK USD.01 | G2709G107 |
| PPC | PILGRIM S PRIDE CORP | 4,220 | $138K | 0.0% | $32.70 | $29.05 | +12.6% | COMMON STOCK USD.01 | 72147K108 |
| VRE | MACK CALI REALTY CORP | 5,907 | $137K | 0.0% | $23.19 | $22.51 | — | REIT USD.01 | 554489104 |
| GHC | GRAHAM HOLDINGS CO CLASS B | 215 | $137K | 0.0% | $637.21 * | $634.83 | -5.6% | COMMON STOCK USD1.0 | 384637104 |
| EXPO | EXPONENT INC | 1,899 | $131K | 0.0% | $68.98 * | $61.68 | +4.7% | COMMON STOCK USD.001 | 30214U102 |
| EIX | EDISON INTERNATIONAL | 1,687 | $127K | 0.0% | $75.28 * | $49.51 | +16.6% | COMMON STOCK | 281020107 |
| HRB | HR BLOCK INC | 5,427 | $127K | 0.0% | $23.40 * | $17.68 | +5.5% | COMMON STOCK | 093671105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 1,373 | $123K | 0.0% | $89.58 * | $49.65 | +9.7% | COMMON STOCK USD.01 | 754730109 |
| — | DISCOVERY INC C | 4,000 | $122K | 0.0% | $30.50 | $24.61 | — | COMMON STOCK USD.01 | 25470F302 |
| — | SL GREEN REALTY CORP | 1,318 | $121K | 0.0% | $91.81 | $100.72 | — | REIT USD.01 | 78440X101 |
| CMP | COMPASS MINERALS INTERNATION | 1,979 | $121K | 0.0% | $61.14 * | $44.46 | +20.9% | COMMON STOCK USD.01 | 20451N101 |
| UNF | UNIFIRST CORP/MA | 588 | $119K | 0.0% | $202.38 * | $194.89 | -0.3% | COMMON STOCK USD.1 | 904708104 |
| DDS | DILLARDS INC CL A | 1,605 | $118K | 0.0% | $73.52 * | $44.32 | +26.4% | COMMON STOCK | 254067101 |
| TRMK | TRUSTMARK CORP | 3,195 | $110K | 0.0% | $34.43 * | $25.15 | +13.8% | COMMON STOCK | 898402102 |
| MCY | MERCURY GENERAL CORP | 2,229 | $109K | 0.0% | $48.90 | $55.63 | -12.4% | COMMON STOCK | 589400100 |
| — | PROPTECH ACQUISITION CORPORA | 10,000 | $103K | 0.0% | $10.30 | $10.30 | — | UNIT | 74349F200 |
| HNI | HNI CORP | 2,698 | $101K | 0.0% | $37.44 | $37.49 | -0.1% | COMMON STOCK USD1.0 | 404251100 |
| ALEX | ALEXANDER BALDWIN INC | 4,429 | $93,000 | 0.0% | $21.00 | $22.58 | — | REIT | 014491104 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 1,230 | $93,000 | 0.0% | $75.61 | $81.32 | -6.6% | COMMON STOCK USD1.0 | 844895102 |
| KODK | EASTMAN KODAK CO | 18,376 | $85,000 | 0.0% | $4.63 | $8.53 | -45.5% | COMMON STOCK USD.01 | 277461406 |
| TR | TOOTSIE ROLL INDS | 2,198 | $75,000 | 0.0% | $34.12 * | $31.98 | -7.9% | COMMON STOCK USD.694 | 890516107 |
| GSBC | GREAT SOUTHERN BANCORP INC | 1,151 | $73,000 | 0.0% | $63.42 | $60.50 | +4.7% | COMMON STOCK USD.01 | 390905107 |
| MKSI | MKS INSTRUMENTS INC | 615 | $68,000 | 0.0% | $110.57 * | $99.99 | +5.1% | COMMON STOCK | 55306N104 |
| — | BAUDAX BIO INC WI | 8,501 | $59,000 | 0.0% | $6.94 | $6.94 | — | COMMON STOCK USD.01 | 07160F107 |
| — | CHESAPEAKE ENERGY CORP | 70,163 | $58,000 | 0.0% | $0.83 | $0.83 | — | COMMON STOCK USD.01 | 165167107 |
| — | ION GEOPHYSICAL CORP | 6,683 | $58,000 | 0.0% | $8.68 | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 1,150 | $50,000 | 0.0% | $43.48 * | $31.21 | +15.5% | COMMON STOCK USD1.0 | 459044103 |
| CNP | CENTERPOINT ENERGY INC | 1,723 | $47,000 | 0.0% | $27.28 * | $22.96 | +1.0% | COMMON STOCK USD.01 | 15189T107 |
| — | GLOBALSTAR INC | 70,200 | $36,000 | 0.0% | $0.51 | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| SLGN | SILGAN HOLDINGS INC | 1,105 | $34,000 | 0.0% | $30.77 | $25.62 | +21.3% | COMMON STOCK USD.01 | 827048109 |
| — | INVESCO MORTGAGE CAPITAL | 1,326 | $22,000 | 0.0% | $16.59 | $15.31 | — | REIT USD.01 | 46131B100 |
| MMM | 3M CO | 81 | $14,000 | 0.0% | $172.84 * | $123.34 | -4.1% | COMMON STOCK USD.01 | 88579Y101 |
| — | TRIPLE S MANAGEMENT CORP B | 1 | $0 | 0.0% | $0.00 | $19.06 | — | COMMON STOCK USD1.0 | 896749108 |