Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: Apr 29, 2020
Total Value: $4.199B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR SP 500 ETF TRUST | 3,117,788 | $804M | 19.1% | $277.76 | — | SPDR TRUST SERIES 1 | 78462F103 |
| EFA | ISHARES MSCI EAFE ETF | 3,961,748 | $212M | 5.0% | $65.91 | — | ISHARES MSCI EAFE ETF | 464287465 |
| MSFT | MICROSOFT CORP | 775,660 | $122M | 2.9% | $60.96 | +156.4% | COMMON STOCK USD.00000625 | 594918104 |
| AAPL | APPLE INC | 401,133 | $102M | 2.4% | $26.84 | +164.8% | COMMON STOCK USD.00001 | 037833100 |
| CTVA | CORTEVA INC | 4,260,223 | $100M | 2.4% | $25.02 | +2.2% | COMMON STOCK USD.01 | 22052L104 |
| AMZN | AMAZON.COM INC | 47,495 | $92.6M | 2.2% | $45.15 | +114.4% | COMMON STOCK USD.01 | 023135106 |
| GOOG | ALPHABET INC CL C | 55,783 | $64.86M | 1.5% | $42.49 | +58.5% | COMMON STOCK USD.001 | 02079K107 |
| EEM | ISHARES MSCI EMERGING MARKETS | 1,888,956 | $64.47M | 1.5% | $42.46 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| V | VISA INC CLASS A SHARES | 285,487 | $46M | 1.1% | $93.00 | +94.3% | COMMON STOCK USD.0001 | 92826C839 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 232,165 | $45.15M | 1.1% | $160.65 | — | ADR USD.000025 | 01609W102 |
| META | FACEBOOK INC CLASS A | 263,437 | $43.94M | 1.0% | $125.87 | +54.5% | COMMON STOCK USD.000006 | 30303M102 |
| VOO | VANGUARD SP 500 ETF | 161,111 | $38.15M | 0.9% | $253.69 | — | VANGUARD S+P 500 ETF | 922908363 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 193,731 | $35.42M | 0.8% | $180.39 | +17.8% | COMMON STOCK USD.0033 | 084670702 |
| JNJ | JOHNSON JOHNSON | 246,189 | $32.28M | 0.8% | $98.32 | +22.2% | COMMON STOCK USD1.0 | 478160104 |
| JPM | JPMORGAN CHASE CO | 350,354 | $31.54M | 0.8% | $51.51 | +101.2% | COMMON STOCK USD1.0 | 46625H100 |
| MA | MASTERCARD INC A | 128,918 | $31.14M | 0.7% | $189.16 | +52.2% | COMMON STOCK USD.0001 | 57636Q104 |
| HD | HOME DEPOT INC | 165,668 | $30.93M | 0.7% | $125.79 | +51.1% | COMMON STOCK USD.05 | 437076102 |
| DG | DOLLAR GENERAL CORP | 163,131 | $24.63M | 0.6% | $124.07 | +14.7% | COMMON STOCK USD.875 | 256677105 |
| DHR | DANAHER CORP W/D | 176,800 | $24.47M | 0.6% | $95.63 | +37.3% | COMMON STOCK USD.01 | 235851102 |
| PG | PROCTER GAMBLE CO/THE | 214,524 | $23.6M | 0.6% | $77.75 | +33.5% | COMMON STOCK | 742718109 |
| MRK | MERCK CO. INC. | 304,878 | $23.46M | 0.6% | $42.72 | +52.4% | COMMON STOCK USD.5 | 58933Y105 |
| PLD | PROLOGIS INC | 287,640 | $23.12M | 0.6% | $58.05 | +27.7% | REIT USD.01 | 74340W103 |
| UNH | UNITEDHEALTH GROUP INC | 89,381 | $22.29M | 0.5% | $136.86 | +82.5% | COMMON STOCK USD.01 | 91324P102 |
| AOS | SMITH (A.O.) CORP | 583,597 | $22.07M | 0.5% | $42.44 | -9.8% | COMMON STOCK USD1.0 | 831865209 |
| EWC | ISHARES MSCI CANADA ETF | 1,009,865 | $22.07M | 0.5% | $21.85 | — | ISHARES MSCI CANADA ETF | 464286509 |
| BAC | BANK OF AMERICA CORP | 1,019,412 | $21.64M | 0.5% | $19.26 | +34.5% | COMMON STOCK USD.01 | 060505104 |
| EQIX | EQUINIX INC | 34,325 | $21.44M | 0.5% | $389.94 | +37.5% | REIT USD.001 | 29444U700 |
| LMT | LOCKHEED MARTIN CORP | 63,148 | $21.4M | 0.5% | $327.29 | +2.3% | COMMON STOCK USD1.0 | 539830109 |
| AME | AMETEK INC | 285,011 | $20.53M | 0.5% | $68.88 | +25.9% | COMMON STOCK USD.01 | 031100100 |
| CMCSA | COMCAST CORP CLASS A | 594,477 | $20.44M | 0.5% | $29.07 | +24.0% | COMMON STOCK USD.01 | 20030N101 |
| COST | COSTCO WHOLESALE CORP | 70,867 | $20.21M | 0.5% | $168.67 | +64.7% | COMMON STOCK USD.005 | 22160K105 |
| DIS | WALT DISNEY CO/THE | 202,465 | $19.56M | 0.5% | $105.31 | +17.3% | COMMON STOCK USD.01 | 254687106 |
| IEX | IDEX CORP | 138,238 | $19.09M | 0.5% | $131.61 | +11.0% | COMMON STOCK USD.01 | 45167R104 |
| — | LEGG MASON INC | 384,302 | $18.77M | 0.4% | $48.38 | — | COMMON STOCK USD.1 | 524901105 |
| — | TIFFANY CO | 143,482 | $18.58M | 0.4% | $130.71 | — | COMMON STOCK USD.01 | 886547108 |
| UNP | UNION PACIFIC CORP | 129,199 | $18.22M | 0.4% | $137.46 | +5.5% | COMMON STOCK USD2.5 | 907818108 |
| ELV | ANTHEM INC | 78,408 | $17.8M | 0.4% | $213.62 | +17.7% | COMMON STOCK USD.01 | 036752103 |
| AMT | AMERICAN TOWER CORP | 80,266 | $17.48M | 0.4% | $114.49 | +72.3% | REIT USD.01 | 03027X100 |
| — | ALLERGAN PLC | 94,979 | $16.82M | 0.4% | $176.79 | — | COMMON STOCK USD.0033 | G0177J108 |
| CVX | CHEVRON CORP | 226,634 | $16.42M | 0.4% | $76.58 | -0.8% | COMMON STOCK USD.75 | 166764100 |
| BDX | BECTON DICKINSON AND CO | 70,144 | $16.12M | 0.4% | $178.34 | +26.1% | COMMON STOCK USD1.0 | 075887109 |
| TJX | TJX COMPANIES INC | 299,701 | $14.33M | 0.3% | $40.57 | +31.5% | COMMON STOCK USD1.0 | 872540109 |
| ADI | ANALOG DEVICES INC | 156,409 | $14.02M | 0.3% | $78.73 | +24.9% | COMMON STOCK USD.167 | 032654105 |
| — | LOGMEIN INC | 161,557 | $13.45M | 0.3% | $84.14 | — | COMMON STOCK USD.01 | 54142L109 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 73,545 | $13.4M | 0.3% | $193.95 | +5.0% | COMMON STOCK USD.01 | 446413106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 165,541 | $13.37M | 0.3% | $77.23 | +8.7% | COMMON STOCK USD.01 | 45866F104 |
| MSCI | MSCI INC | 45,817 | $13.24M | 0.3% | $159.45 | +67.5% | COMMON STOCK USD.01 | 55354G100 |
| GOOGL | ALPHABET INC CL A | 11,345 | $13.18M | 0.3% | $47.83 | +40.6% | COMMON STOCK USD.001 | 02079K305 |
| CSX | CSX CORP | 223,635 | $12.81M | 0.3% | $19.02 | +13.4% | COMMON STOCK USD1.0 | 126408103 |
| VZ | VERIZON COMMUNICATIONS INC | 237,438 | $12.76M | 0.3% | $33.83 | +21.2% | COMMON STOCK USD.1 | 92343V104 |
| — | FORESCOUT TECHNOLOGIES INC | 399,100 | $12.61M | 0.3% | $31.59 | — | COMMON STOCK USD.01 | 34553D101 |
| EEFT | EURONET WORLDWIDE INC | 146,969 | $12.6M | 0.3% | $145.64 | -9.0% | COMMON STOCK USD.02 | 298736109 |
| DE | DEERE CO | 90,670 | $12.53M | 0.3% | $140.69 | +3.6% | COMMON STOCK USD1.0 | 244199105 |
| TT | TRANE TECHNOLOGIES PLC | 150,615 | $12.44M | 0.3% | $93.73 | 0.0% | COMMON STOCK USD1.0 | G8994E103 |
| TXN | TEXAS INSTRUMENTS INC | 122,895 | $12.28M | 0.3% | $59.94 | +69.6% | COMMON STOCK USD1.0 | 882508104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 50,618 | $12.04M | 0.3% | $162.68 | +41.0% | COMMON STOCK USD.01 | 92532F100 |
| NFLX | NETFLIX INC | 31,630 | $11.88M | 0.3% | $31.62 | +11.9% | COMMON STOCK USD.001 | 64110L106 |
| NKE | NIKE INC CL B | 141,942 | $11.74M | 0.3% | $75.31 | +14.1% | COMMON STOCK | 654106103 |
| EXC | EXELON CORP | 310,609 | $11.43M | 0.3% | $19.03 | +33.8% | COMMON STOCK | 30161N101 |
| NVDA | NVIDIA CORP | 43,213 | $11.39M | 0.3% | $4.66 | +34.9% | COMMON STOCK USD.001 | 67066G104 |
| ADBE | ADOBE INC | 35,715 | $11.37M | 0.3% | $239.36 | +42.9% | COMMON STOCK USD.0001 | 00724F101 |
| INTC | INTEL CORP | 204,187 | $11.05M | 0.3% | $40.61 | +28.9% | COMMON STOCK USD.001 | 458140100 |
| — | TALLGRASS ENERGY LP CLASS A | 668,500 | $11M | 0.3% | $18.41 | — | COMMON STOCK | 874696107 |
| — | TAUBMAN CENTERS INC | 262,582 | $11M | 0.3% | $41.96 | — | REIT USD.01 | 876664103 |
| WMT | WALMART INC | 94,752 | $10.77M | 0.3% | $30.77 | +15.0% | COMMON STOCK USD.1 | 931142103 |
| SPGI | SP GLOBAL INC | 43,253 | $10.6M | 0.3% | $179.39 | +45.6% | COMMON STOCK USD1.0 | 78409V104 |
| — | WABCO HOLDINGS INC | 78,400 | $10.59M | 0.3% | $129.18 | — | COMMON STOCK USD.01 | 92927K102 |
| SHW | SHERWIN WILLIAMS CO/THE | 22,438 | $10.31M | 0.2% | $130.90 | +30.8% | COMMON STOCK USD1.0 | 824348106 |
| CL | COLGATE PALMOLIVE CO | 154,181 | $10.23M | 0.2% | $59.63 | +3.2% | COMMON STOCK USD1.0 | 194162103 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 203,049 | $10.17M | 0.2% | $37.15 | +25.7% | COMMON STOCK | 609207105 |
| MTD | METTLER TOLEDO INTERNATIONAL | 14,603 | $10.08M | 0.2% | $600.84 | +24.2% | COMMON STOCK USD.01 | 592688105 |
| MDT | MEDTRONIC PLC | 109,529 | $9.877M | 0.2% | $79.17 | +13.9% | COMMON STOCK USD.1 | G5960L103 |
| BF/B | BROWN FORMAN CORP CLASS B | 174,475 | $9.685M | 0.2% | $44.42 | +30.2% | COMMON STOCK USD.15 | 115637209 |
| CRM | SALESFORCE.COM INC | 67,161 | $9.67M | 0.2% | $125.71 | +34.8% | COMMON STOCK USD.001 | 79466L302 |
| ABT | ABBOTT LABORATORIES | 118,768 | $9.372M | 0.2% | $57.57 | +30.8% | COMMON STOCK | 002824100 |
| APH | AMPHENOL CORP CL A | 126,154 | $9.194M | 0.2% | $20.85 | +8.1% | COMMON STOCK USD.001 | 032095101 |
| RSG | REPUBLIC SERVICES INC | 121,065 | $9.087M | 0.2% | $74.57 | +11.4% | COMMON STOCK USD.01 | 760759100 |
| AXP | AMERICAN EXPRESS CO | 105,912 | $9.067M | 0.2% | $96.26 | +11.8% | COMMON STOCK USD.2 | 025816109 |
| — | MEET GROUP INC/THE | 1,533,300 | $9M | 0.2% | $5.87 | — | COMMON STOCK USD.001 | 58513U101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 360,618 | $8.972M | 0.2% | $26.97 | +11.1% | COMMON STOCK USD.0001 | 31620R303 |
| — | WRIGHT MEDICAL GROUP NV | 310,900 | $8.907M | 0.2% | $28.65 | — | COMMON STOCK USD.03 | N96617118 |
| PM | PHILIP MORRIS INTERNATIONAL | 121,025 | $8.83M | 0.2% | $58.27 | +4.2% | COMMON STOCK | 718172109 |
| EL | ESTEE LAUDER COMPANIES CL A | 55,128 | $8.784M | 0.2% | $91.32 | +95.5% | COMMON STOCK USD.01 | 518439104 |
| VRSK | VERISK ANALYTICS INC | 62,209 | $8.671M | 0.2% | $121.43 | +24.3% | COMMON STOCK USD.001 | 92345Y106 |
| DPZ | DOMINO S PIZZA INC | 26,650 | $8.636M | 0.2% | $225.62 | +27.3% | COMMON STOCK USD.01 | 25754A201 |
| PEP | PEPSICO INC | 71,779 | $8.621M | 0.2% | $82.83 | +36.1% | COMMON STOCK USD.017 | 713448108 |
| ODFL | OLD DOMINION FREIGHT LINE | 65,515 | $8.599M | 0.2% | $53.67 | +20.5% | COMMON STOCK USD.1 | 679580100 |
| — | EL PASO ELECTRIC CO | 125,900 | $8.556M | 0.2% | $65.34 | — | COMMON STOCK | 283677854 |
| — | ADESTO TECHNOLOGIES CORP | 761,000 | $8.516M | 0.2% | $11.19 | — | COMMON STOCK USD.0001 | 00687D101 |
| BX | BLACKSTONE GROUP INC/THE A | 186,235 | $8.487M | 0.2% | $41.53 | +9.0% | COMMON STOCK USD.00001 | 09260D107 |
| KO | COCA COLA CO/THE | 186,317 | $8.245M | 0.2% | $40.55 | +11.0% | COMMON STOCK USD.25 | 191216100 |
| T | ATT INC | 277,456 | $8.088M | 0.2% | $14.84 | +22.4% | COMMON STOCK USD1.0 | 00206R102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 28,359 | $8.043M | 0.2% | $245.05 | +26.7% | COMMON STOCK USD1.0 | 883556102 |
| ORCL | ORACLE CORP | 164,140 | $7.933M | 0.2% | $40.02 | +18.7% | COMMON STOCK USD.01 | 68389X105 |
| ORLY | O REILLY AUTOMOTIVE INC | 26,223 | $7.894M | 0.2% | $21.14 | +20.9% | COMMON STOCK USD.01 | 67103H107 |
| VRSN | VERISIGN INC | 43,782 | $7.885M | 0.2% | $124.63 | +56.4% | COMMON STOCK USD.001 | 92343E102 |
| — | BLACKROCK INC | 17,364 | $7.64M | 0.2% | $413.93 | — | COMMON STOCK USD.01 | 09247X101 |
| ROP | ROPER TECHNOLOGIES INC | 24,163 | $7.534M | 0.2% | $295.35 | +15.8% | COMMON STOCK USD.01 | 776696106 |
| CHD | CHURCH DWIGHT CO INC | 114,943 | $7.377M | 0.2% | $65.50 | +1.1% | COMMON STOCK USD1.0 | 171340102 |
| HON | HONEYWELL INTERNATIONAL INC | 54,753 | $7.325M | 0.2% | $91.52 | +49.2% | COMMON STOCK USD1.0 | 438516106 |
| — | TECH DATA CORP | 55,585 | $7.273M | 0.2% | $120.76 | — | COMMON STOCK USD.0015 | 878237106 |
| WAT | WATERS CORP | 39,880 | $7.26M | 0.2% | $197.30 | +6.9% | COMMON STOCK USD.01 | 941848103 |
| DLR | DIGITAL REALTY TRUST INC | 50,893 | $7.07M | 0.2% | $92.97 | +11.5% | REIT USD.01 | 253868103 |
| LLY | ELI LILLY CO | 49,903 | $6.923M | 0.2% | $109.03 | +17.6% | COMMON STOCK | 532457108 |
| MRSH | MARSH MCLENNAN COS | 78,799 | $6.813M | 0.2% | $72.57 | +34.2% | COMMON STOCK USD1.0 | 571748102 |
| PSA | PUBLIC STORAGE | 33,836 | $6.72M | 0.2% | $143.97 | +15.7% | REIT USD.1 | 74460D109 |
| COP | CONOCOPHILLIPS | 217,268 | $6.692M | 0.2% | $40.09 | +2.2% | COMMON STOCK USD.01 | 20825C104 |
| MCO | MOODY S CORP | 31,607 | $6.685M | 0.2% | $137.27 | +68.6% | COMMON STOCK USD.01 | 615369105 |
| — | ANIXTER INTERNATIONAL INC | 76,000 | $6.678M | 0.2% | $87.87 | — | COMMON STOCK USD1.0 | 035290105 |
| MPC | MARATHON PETROLEUM CORP | 281,964 | $6.66M | 0.2% | $52.20 | -26.5% | COMMON STOCK USD.01 | 56585A102 |
| CCK | CROWN HOLDINGS INC | 108,249 | $6.283M | 0.1% | $53.80 | +22.9% | COMMON STOCK USD5.0 | 228368106 |
| ACN | ACCENTURE PLC CL A | 38,457 | $6.278M | 0.1% | $151.51 | +16.9% | COMMON STOCK USD.0000225 | G1151C101 |
| CTAS | CINTAS CORP | 36,148 | $6.262M | 0.1% | $36.37 | +69.8% | COMMON STOCK | 172908105 |
| MCD | MCDONALD S CORP | 37,177 | $6.147M | 0.1% | $136.68 | +25.7% | COMMON STOCK USD.01 | 580135101 |
| PGR | PROGRESSIVE CORP | 83,032 | $6.131M | 0.1% | $63.28 | +3.3% | COMMON STOCK USD1.0 | 743315103 |
| DAL | DELTA AIR LINES INC | 213,520 | $6.092M | 0.1% | $35.58 | +35.0% | COMMON STOCK USD.0001 | 247361702 |
| PYPL | PAYPAL HOLDINGS INC | 63,495 | $6.079M | 0.1% | $95.46 | +15.4% | COMMON STOCK USD.0001 | 70450Y103 |
| AZO | AUTOZONE INC | 7,133 | $6.035M | 0.1% | $754.78 | +37.7% | COMMON STOCK USD.01 | 053332102 |
| ACWI | ISHARES MSCI ACWI ETF | 94,193 | $5.894M | 0.1% | $78.44 | — | ISHARES MSCI ACWI ETF | 464288257 |
| FE | FIRSTENERGY CORP | 147,021 | $5.891M | 0.1% | $30.71 | +18.3% | COMMON STOCK USD.1 | 337932107 |
| BA | BOEING CO/THE | 38,565 | $5.752M | 0.1% | $274.78 | -0.7% | COMMON STOCK USD5.0 | 097023105 |
| FICO | FAIR ISAAC CORP | 18,667 | $5.744M | 0.1% | $170.23 | +116.3% | COMMON STOCK USD.01 | 303250104 |
| NEE | NEXTERA ENERGY INC | 23,726 | $5.709M | 0.1% | $31.76 | +71.0% | COMMON STOCK USD.01 | 65339F101 |
| CSCO | CISCO SYSTEMS INC | 144,535 | $5.682M | 0.1% | $25.60 | +43.2% | COMMON STOCK USD.001 | 17275R102 |
| — | US CONCRETE INC | 312,468 | $5.668M | 0.1% | $23.08 | — | COMMON STOCK USD.001 | 90333L201 |
| APD | AIR PRODUCTS CHEMICALS INC | 27,458 | $5.481M | 0.1% | $132.58 | +48.6% | COMMON STOCK USD1.0 | 009158106 |
| AMGN | AMGEN INC | 26,854 | $5.444M | 0.1% | $121.58 | +49.9% | COMMON STOCK USD.0001 | 031162100 |
| AMAT | APPLIED MATERIALS INC | 118,268 | $5.419M | 0.1% | $40.93 | +32.8% | COMMON STOCK USD.01 | 038222105 |
| JKHY | JACK HENRY ASSOCIATES INC | 34,675 | $5.383M | 0.1% | $100.48 | +43.9% | COMMON STOCK USD.01 | 426281101 |
| — | FRONT YARD RESIDENTIAL CORP | 448,500 | $5.36M | 0.1% | $11.95 | — | REIT USD.01 | 35904G107 |
| — | ADVANCED DISPOSAL SERVICES I | 159,800 | $5.241M | 0.1% | $32.55 | — | COMMON STOCK USD.01 | 00790X101 |
| IJH | ISHARES CORE SP MID CAP ETF | 36,003 | $5.179M | 0.1% | $172.35 | — | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| CHTR | CHARTER COMMUNICATIONS INC A | 11,860 | $5.175M | 0.1% | $406.68 | +20.3% | COMMON STOCK USD.001 | 16119P108 |
| PFE | PFIZER INC | 157,441 | $5.139M | 0.1% | $22.40 | +15.3% | COMMON STOCK USD.05 | 717081103 |
| — | CYPRESS SEMICONDUCTOR CORP | 219,536 | $5.12M | 0.1% | $22.15 | — | COMMON STOCK USD.01 | 232806109 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 74,155 | $5.09M | 0.1% | $40.87 | +61.6% | COMMON STOCK USD.01 | 099502106 |
| TDY | TELEDYNE TECHNOLOGIES INC | 16,369 | $4.866M | 0.1% | $225.30 | +52.5% | COMMON STOCK USD.01 | 879360105 |
| EQR | EQUITY RESIDENTIAL | 77,176 | $4.763M | 0.1% | $52.01 | +18.0% | REIT USD.01 | 29476L107 |
| ROST | ROSS STORES INC | 54,302 | $4.723M | 0.1% | $82.05 | +22.8% | COMMON STOCK USD.01 | 778296103 |
| AVY | AVERY DENNISON CORP | 45,883 | $4.674M | 0.1% | $100.85 | +9.9% | COMMON STOCK USD1.0 | 053611109 |
| — | DELPHI TECHNOLOGIES PLC | 580,000 | $4.669M | 0.1% | $8.16 | — | COMMON STOCK USD.01 | G2709G107 |
| FMC | FMC CORP | 56,889 | $4.647M | 0.1% | $77.56 | +0.5% | COMMON STOCK USD.1 | 302491303 |
| — | JUNIPER INDUSTRIAL HLDGS A | 475,000 | $4.57M | 0.1% | $9.62 | — | COMMON STOCK | 48205G106 |
| BKNG | BOOKING HOLDINGS INC | 3,284 | $4.418M | 0.1% | $1886.43 | -8.5% | COMMON STOCK USD.008 | 09857L108 |
| AVB | AVALONBAY COMMUNITIES INC | 29,956 | $4.409M | 0.1% | $134.40 | +21.6% | REIT USD.01 | 053484101 |
| ABBV | ABBVIE INC | 57,096 | $4.35M | 0.1% | $55.58 | +20.9% | COMMON STOCK USD.01 | 00287Y109 |
| EVRG | EVERGY INC | 78,073 | $4.298M | 0.1% | $51.77 | +0.5% | COMMON STOCK | 30034W106 |
| — | CAESARS ENTERTAINMENT CORP | 633,012 | $4.279M | 0.1% | $9.01 | — | COMMON STOCK USD.01 | 127686103 |
| SSNC | SSC TECHNOLOGIES HOLDINGS | 97,615 | $4.277M | 0.1% | $54.92 | +2.9% | COMMON STOCK USD.01 | 78467J100 |
| CHE | CHEMED CORP | 9,745 | $4.222M | 0.1% | $261.60 | +67.5% | COMMON STOCK USD1.0 | 16359R103 |
| EXR | EXTRA SPACE STORAGE INC | 43,815 | $4.196M | 0.1% | $56.67 | +46.7% | REIT USD.01 | 30225T102 |
| ALSN | ALLISON TRANSMISSION HOLDING | 127,731 | $4.165M | 0.1% | $33.29 | +13.5% | COMMON STOCK USD.01 | 01973R101 |
| CDW | CDW CORP/DE | 44,573 | $4.157M | 0.1% | $84.80 | +34.4% | COMMON STOCK USD.01 | 12514G108 |
| INVH | INVITATION HOMES INC | 192,341 | $4.11M | 0.1% | $21.20 | +12.5% | REIT USD.01 | 46187W107 |
| PRI | PRIMERICA INC | 46,288 | $4.096M | 0.1% | $107.66 | +6.2% | COMMON STOCK | 74164M108 |
| WRB | WR BERKLEY CORP | 77,342 | $4.035M | 0.1% | $22.84 | +14.9% | COMMON STOCK USD.2 | 084423102 |
| C | CITIGROUP INC | 94,762 | $3.991M | 0.1% | $39.24 | +38.1% | COMMON STOCK USD.01 | 172967424 |
| LII | LENNOX INTERNATIONAL INC | 21,857 | $3.973M | 0.1% | $192.77 | +11.4% | COMMON STOCK USD.01 | 526107107 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 28,777 | $3.944M | 0.1% | $97.04 | +27.9% | REIT USD.01 | 015271109 |
| MNST | MONSTER BEVERAGE CORP | 69,638 | $3.918M | 0.1% | $30.23 | +6.3% | COMMON STOCK | 61174X109 |
| ZTS | ZOETIS INC | 32,771 | $3.857M | 0.1% | $84.04 | +49.1% | COMMON STOCK USD.01 | 98978V103 |
| — | TD AMERITRADE HOLDING CORP | 111,200 | $3.854M | 0.1% | $41.21 | — | COMMON STOCK USD.01 | 87236Y108 |
| LDOS | LEIDOS HOLDINGS INC | 41,793 | $3.83M | 0.1% | $71.24 | +30.9% | COMMON STOCK USD.0001 | 525327102 |
| — | FORTY SEVEN INC | 39,800 | $3.798M | 0.1% | $95.43 | — | COMMON STOCK USD.0001 | 34983P104 |
| BMY | BRISTOL MYERS SQUIBB CO | 67,227 | $3.747M | 0.1% | $44.42 | +9.4% | COMMON STOCK USD.1 | 110122108 |
| IBM | INTL BUSINESS MACHINES CORP | 33,359 | $3.701M | 0.1% | $101.79 | -3.5% | COMMON STOCK USD.2 | 459200101 |
| GILD | GILEAD SCIENCES INC | 49,205 | $3.679M | 0.1% | $54.31 | +1.1% | COMMON STOCK USD.001 | 375558103 |
| VST | VISTRA ENERGY CORP | 225,543 | $3.6M | 0.1% | $20.30 | -12.5% | COMMON STOCK USD.01 | 92840M102 |
| — | INTERPRIVATE ACQUISITION COR | 374,998 | $3.598M | 0.1% | $9.59 | — | COMMON STOCK | 46064A103 |
| — | IBERIABANK CORP | 98,491 | $3.561M | 0.1% | $45.83 | — | COMMON STOCK USD1.0 | 450828108 |
| MS | MORGAN STANLEY | 104,240 | $3.544M | 0.1% | $38.38 | +2.0% | COMMON STOCK USD.01 | 617446448 |
| CBRE | CBRE GROUP INC A | 93,266 | $3.517M | 0.1% | $47.83 | +15.5% | COMMON STOCK USD.01 | 12504L109 |
| MO | ALTRIA GROUP INC | 90,638 | $3.505M | 0.1% | $32.84 | -16.1% | COMMON STOCK USD.333 | 02209S103 |
| — | FLYING EAGLE ACQUISITION COR | 350,000 | $3.49M | 0.1% | $9.97 | — | UNIT | 34407Y202 |
| — | FGL HOLDINGS | 354,100 | $3.47M | 0.1% | $9.80 | — | COMMON STOCK USD.0001 | G3402M102 |
| FTNT | FORTINET INC | 34,105 | $3.45M | 0.1% | $14.96 | +43.3% | COMMON STOCK USD.001 | 34959E109 |
| FR | FIRST INDUSTRIAL REALTY TR | 103,441 | $3.437M | 0.1% | $29.99 | — | REIT USD.01 | 32054K103 |
| — | EZCORP INC | 4,635,000 | $3.431M | 0.1% | $0.90 | — | COMPANY GUAR 05/25 2.375 | 302301AE6 |
| ESS | ESSEX PROPERTY TRUST INC | 15,460 | $3.405M | 0.1% | $174.40 | +33.2% | REIT USD.0001 | 297178105 |
| QCOM | QUALCOMM INC | 50,006 | $3.383M | 0.1% | $63.32 | +13.6% | COMMON STOCK USD.0001 | 747525103 |
| GPN | GLOBAL PAYMENTS INC | 23,316 | $3.363M | 0.1% | $144.25 | +20.8% | COMMON STOCK | 37940X102 |
| — | CENTURYLINK INC | 353,573 | $3.345M | 0.1% | $12.58 | — | COMMON STOCK USD1.0 | 156700106 |
| WELL | WELLTOWER INC | 72,495 | $3.319M | 0.1% | $57.51 | +7.5% | REIT USD1.0 | 95040Q104 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 32,766 | $3.312M | 0.1% | $117.39 | +6.4% | COMMON STOCK USD.01 | 98956P102 |
| BXP | BOSTON PROPERTIES INC | 35,700 | $3.293M | 0.1% | $85.79 | +11.4% | REIT USD.01 | 101121101 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 12,561 | $3.274M | 0.1% | $202.95 | +26.7% | COMMON STOCK USD.01 | 303075105 |
| — | CERNER CORP | 51,364 | $3.235M | 0.1% | $66.79 | — | COMMON STOCK USD.01 | 156782104 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 56,149 | $3.227M | 0.1% | $77.54 | — | REIT USD.01 | 29472R108 |
| TX | TERNIUM SA SPONSORED ADR | 266,019 | $3.166M | 0.1% | $25.81 | — | ADR USD1.0 | 880890108 |
| MKL | MARKEL CORP | 3,382 | $3.138M | 0.1% | $1143.50 | 0.0% | COMMON STOCK | 570535104 |
| ALUS | ALUSSA ENERGY ACQUISITION A | 325,000 | $3.12M | 0.1% | $9.60 | — | COMMON STOCK | G0232J101 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 64,691 | $3.092M | 0.1% | $24.87 | — | ADR | 874039100 |
| — | LINDE PLC | 17,726 | $3.067M | 0.1% | $193.26 | — | COMMON STOCK EUR.001 | G5494J103 |
| UHS | UNIVERSAL HEALTH SERVICES B | 30,869 | $3.059M | 0.1% | $120.03 | +2.6% | COMMON STOCK USD.01 | 913903100 |
| HEI | HEICO CORP | 40,933 | $3.054M | 0.1% | $85.37 | +28.1% | COMMON STOCK USD.01 | 422806109 |
| MPT | MEDICAL PROPERTIES TRUST INC | 176,388 | $3.05M | 0.1% | $17.26 | — | REIT USD.001 | 58463J304 |
| ADSK | AUTODESK INC | 19,512 | $3.046M | 0.1% | $177.48 | +3.4% | COMMON STOCK USD.01 | 052769106 |
| FIS | FIDELITY NATIONAL INFO SERV | 24,717 | $3.007M | 0.1% | $101.75 | +21.0% | COMMON STOCK USD.01 | 31620M106 |
| KMB | KIMBERLY CLARK CORP | 23,512 | $3.006M | 0.1% | $104.57 | +7.2% | COMMON STOCK USD1.25 | 494368103 |
| CFG | CITIZENS FINANCIAL GROUP | 159,257 | $2.996M | 0.1% | $25.09 | -0.1% | COMMON STOCK USD.01 | 174610105 |
| ROK | ROCKWELL AUTOMATION INC | 19,808 | $2.989M | 0.1% | $163.14 | +2.5% | COMMON STOCK USD1.0 | 773903109 |
| — | E TRADE FINANCIAL CORP | 86,963 | $2.985M | 0.1% | $35.01 | — | COMMON STOCK USD.01 | 269246401 |
| WFC | WELLS FARGO CO | 103,619 | $2.974M | 0.1% | $40.41 | -9.3% | COMMON STOCK USD1.666 | 949746101 |
| HSY | HERSHEY CO/THE | 22,276 | $2.952M | 0.1% | $87.85 | +46.2% | COMMON STOCK USD1.0 | 427866108 |
| EW | EDWARDS LIFESCIENCES CORP | 15,502 | $2.924M | 0.1% | $68.88 | +4.7% | COMMON STOCK USD1.0 | 28176E108 |
| — | AMPLITUDE HEALTHCARE ACQ A | 300,000 | $2.88M | 0.1% | $9.60 | — | COMMON STOCK | 03212A105 |
| CVS | CVS HEALTH CORP | 48,119 | $2.855M | 0.1% | $54.12 | +2.2% | COMMON STOCK USD.01 | 126650100 |
| — | DUKE REALTY CORP | 87,888 | $2.846M | 0.1% | $32.76 | — | REIT USD.01 | 264411505 |
| CCI | CROWN CASTLE INTL CORP | 19,567 | $2.825M | 0.1% | $94.45 | +21.6% | REIT USD.01 | 22822V101 |
| LHX | L3HARRIS TECHNOLOGIES INC | 15,595 | $2.809M | 0.1% | $180.94 | +0.6% | COMMON STOCK USD1.0 | 502431109 |
| STE | STERIS PLC | 19,989 | $2.798M | 0.1% | $110.62 | +28.3% | COMMON STOCK USD75.0 | G8473T100 |
| WTS | WATTS WATER TECHNOLOGIES A | 33,031 | $2.796M | 0.1% | $95.39 | +0.4% | COMMON STOCK USD.1 | 942749102 |
| — | GENERAL ELECTRIC CO | 350,621 | $2.784M | 0.1% | $9.55 | — | COMMON STOCK USD.06 | 369604103 |
| — | CHURCHILL CAPITAL CORP III | 275,000 | $2.75M | 0.1% | $10.00 | — | UNIT | 17144C203 |
| EA | ELECTRONIC ARTS INC | 27,434 | $2.748M | 0.1% | $102.92 | -0.6% | COMMON STOCK USD.01 | 285512109 |
| TGT | TARGET CORP | 29,276 | $2.722M | 0.1% | $67.30 | +41.1% | COMMON STOCK USD.0833 | 87612E106 |
| RS | RELIANCE STEEL ALUMINUM | 31,008 | $2.716M | 0.1% | $79.13 | +34.8% | COMMON STOCK | 759509102 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 32,964 | $2.702M | 0.1% | $34.46 | +59.0% | COMMON STOCK USD.001 | 19239V302 |
| CME | CME GROUP INC | 15,536 | $2.686M | 0.1% | $143.60 | +11.1% | COMMON STOCK USD.01 | 12572Q105 |
| GILT | GILAT SATELLITE NETWORKS LTD | 378,052 | $2.68M | 0.1% | $7.44 | 0.0% | COMMON STOCK ILS.2 | M51474118 |
| CAT | CATERPILLAR INC | 22,968 | $2.665M | 0.1% | $112.95 | +0.4% | COMMON STOCK USD1.0 | 149123101 |
| COLD | AMERICOLD REALTY TRUST | 78,096 | $2.658M | 0.1% | $32.31 | — | REIT USD.01 | 03064D108 |
| NRG | NRG ENERGY INC | 97,424 | $2.656M | 0.1% | $28.90 | -0.1% | COMMON STOCK USD.01 | 629377508 |
| JCI | JOHNSON CONTROLS INTERNATION | 97,748 | $2.635M | 0.1% | $29.91 | +10.2% | COMMON STOCK USD.01 | G51502105 |
| JOYY | JOYY INC | 49,467 | $2.635M | 0.1% | $52.78 | — | ADR USD.00001 | 46591M109 |
| PRU | PRUDENTIAL FINANCIAL INC | 50,202 | $2.618M | 0.1% | $63.55 | -7.2% | COMMON STOCK USD.01 | 744320102 |
| BRO | BROWN BROWN INC | 72,241 | $2.617M | 0.1% | $25.71 | +57.9% | COMMON STOCK USD.1 | 115236101 |
| IQV | IQVIA HOLDINGS INC | 24,235 | $2.614M | 0.1% | $135.55 | +5.4% | COMMON STOCK USD.01 | 46266C105 |
| DVA | DAVITA INC | 34,346 | $2.612M | 0.1% | $68.64 | +14.5% | COMMON STOCK USD.001 | 23918K108 |
| — | ASPEN TECHNOLOGY INC | 27,476 | $2.612M | 0.1% | $51.94 | — | COMMON STOCK USD.1 | 045327103 |
| MET | METLIFE INC | 84,689 | $2.589M | 0.1% | $37.46 | -2.7% | COMMON STOCK USD.01 | 59156R108 |
| AMN | AMN HEALTHCARE SERVICES INC | 44,522 | $2.574M | 0.1% | $44.46 | +53.9% | COMMON STOCK USD.01 | 001744101 |
| ALLE | ALLEGION PLC | 27,938 | $2.571M | 0.1% | $66.15 | +67.5% | COMMON STOCK USD.01 | G0176J109 |
| SBAC | SBA COMMUNICATIONS CORP | 9,405 | $2.539M | 0.1% | $217.90 | +12.2% | REIT USD.01 | 78410G104 |
| HAE | HAEMONETICS CORP/MASS | 25,409 | $2.532M | 0.1% | $93.71 | +15.7% | COMMON STOCK USD.01 | 405024100 |
| AVGO | BROADCOM INC | 10,666 | $2.529M | 0.1% | $22.02 | +10.3% | COMMON STOCK | 11135F101 |
| O | REALTY INCOME CORP | 50,522 | $2.519M | 0.1% | $38.90 | +33.3% | REIT USD1.0 | 756109104 |
| DUK | DUKE ENERGY CORP | 31,091 | $2.515M | 0.1% | $53.01 | +37.2% | COMMON STOCK USD.001 | 26441C204 |
| ETN | EATON CORP PLC | 32,144 | $2.497M | 0.1% | $67.54 | +22.3% | COMMON STOCK USD.01 | G29183103 |
| NUE | NUCOR CORP | 69,251 | $2.494M | 0.1% | $40.58 | -2.6% | COMMON STOCK USD.4 | 670346105 |
| ALL | ALLSTATE CORP | 27,161 | $2.491M | 0.1% | $79.71 | +18.2% | COMMON STOCK USD.01 | 020002101 |
| STLD | STEEL DYNAMICS INC | 110,525 | $2.491M | 0.1% | $27.45 | -11.3% | COMMON STOCK USD.005 | 858119100 |
| SPG | SIMON PROPERTY GROUP INC | 45,270 | $2.484M | 0.1% | $107.91 | -20.2% | REIT USD.0001 | 828806109 |
| TRNO | TERRENO REALTY CORP | 47,755 | $2.471M | 0.1% | $34.50 | — | REIT USD.01 | 88146M101 |
| FISV | FISERV INC | 25,971 | $2.467M | 0.1% | $78.54 | +41.4% | COMMON STOCK USD.01 | 337738108 |
| — | LIFE STORAGE INC | 25,967 | $2.455M | 0.1% | $102.83 | — | REIT USD.01 | 53223X107 |
| — | RAYTHEON COMPANY | 18,683 | $2.45M | 0.1% | $164.16 | — | COMMON STOCK USD.01 | 755111507 |
| VLO | VALERO ENERGY CORP | 53,580 | $2.43M | 0.1% | $51.85 | +10.3% | COMMON STOCK USD.01 | 91913Y100 |
| — | LAM RESEARCH CORP | 10,077 | $2.418M | 0.1% | $95.70 | — | COMMON STOCK USD.001 | 512807108 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 58,576 | $2.402M | 0.1% | $34.95 | — | REIT USD.01 | 76169C100 |
| MMM | 3M CO | 17,584 | $2.4M | 0.1% | $106.04 | -0.1% | COMMON STOCK USD.01 | 88579Y101 |
| URTH | ISHARES MSCI WORLD ETF | 30,595 | $2.384M | 0.1% | $93.06 | — | ISHARES MSCI WORLD ETF | 464286392 |
| BSX | BOSTON SCIENTIFIC CORP | 72,736 | $2.373M | 0.1% | $29.40 | +32.9% | COMMON STOCK USD.01 | 101137107 |
| MU | MICRON TECHNOLOGY INC | 56,431 | $2.373M | 0.1% | $40.06 | +26.6% | COMMON STOCK USD.1 | 595112103 |
| BIIB | BIOGEN INC | 7,476 | $2.365M | 0.1% | $317.69 | -4.5% | COMMON STOCK USD.0005 | 09062X103 |
| SUI | SUN COMMUNITIES INC | 18,925 | $2.363M | 0.1% | $104.38 | — | REIT USD.01 | 866674104 |
| LITE | LUMENTUM HOLDINGS INC | 31,528 | $2.324M | 0.1% | $73.89 | +6.5% | COMMON STOCK USD.001 | 55024U109 |
| CE | CELANESE CORP | 31,638 | $2.322M | 0.1% | $89.37 | -0.9% | COMMON STOCK USD.0001 | 150870103 |
| SBUX | STARBUCKS CORP | 34,972 | $2.299M | 0.1% | $56.85 | +24.9% | COMMON STOCK USD.001 | 855244109 |
| ACGL | ARCH CAPITAL GROUP LTD | 79,884 | $2.273M | 0.1% | $27.53 | +40.0% | COMMON STOCK USD.01 | G0450A105 |
| HUM | HUMANA INC | 7,170 | $2.252M | 0.1% | $290.34 | +10.2% | COMMON STOCK USD.166 | 444859102 |
| ITW | ILLINOIS TOOL WORKS | 15,816 | $2.248M | 0.1% | $130.05 | +13.5% | COMMON STOCK USD.01 | 452308109 |
| — | IHS MARKIT LTD | 37,451 | $2.247M | 0.1% | $59.58 | — | COMMON STOCK USD.01 | G47567105 |
| CPRT | COPART INC | 32,591 | $2.233M | 0.1% | $11.31 | +96.8% | COMMON STOCK | 217204106 |
| — | ANSYS INC | 9,602 | $2.232M | 0.1% | $223.64 | — | COMMON STOCK USD.01 | 03662Q105 |
| GS | GOLDMAN SACHS GROUP INC | 14,399 | $2.226M | 0.1% | $179.38 | +2.8% | COMMON STOCK USD.01 | 38141G104 |
| — | ACTIVISION BLIZZARD INC | 37,411 | $2.225M | 0.1% | $60.36 | — | COMMON STOCK USD.000001 | 00507V109 |
| — | LANDCADIA HOLDINGS II INC A | 225,000 | $2.223M | 0.1% | $9.88 | — | COMMON STOCK USD.0001 | 51476X105 |
| IHRT | IHEARTMEDIA INC CLASS A | 303,587 | $2.219M | 0.1% | $14.60 | +0.7% | COMMON STOCK | 45174J509 |
| SYK | STRYKER CORP | 13,296 | $2.214M | 0.1% | $182.06 | +0.7% | COMMON STOCK USD.1 | 863667101 |
| FBIN | FORTUNE BRANDS HOME SECURI | 50,957 | $2.204M | 0.1% | $42.56 | +13.6% | COMMON STOCK USD.01 | 34964C106 |
| MAA | MID AMERICA APARTMENT COMM | 21,362 | $2.201M | 0.1% | $73.97 | +43.8% | REIT USD.01 | 59522J103 |
| — | STABLE ROAD ACQUISITION CL A | 225,000 | $2.194M | 0.1% | $9.75 | — | COMMON STOCK | 85236Q109 |
| — | PS BUSINESS PARKS INC/CA | 16,092 | $2.181M | 0.1% | $126.40 | — | REIT USD.01 | 69360J107 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 139,849 | $2.173M | 0.1% | $15.54 | — | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| — | EZCORP INC | 2,800,000 | $2.172M | 0.1% | $0.96 | — | COMPANY GUAR 07/24 2.875 | 302301AF3 |
| — | TE CONNECTIVITY LTD | 34,292 | $2.16M | 0.1% | $76.26 | — | COMMON STOCK CHF.57 | H84989104 |
| PPG | PPG INDUSTRIES INC | 25,235 | $2.11M | 0.1% | $89.41 | +10.7% | COMMON STOCK USD1.67 | 693506107 |
| POOL | POOL CORP | 10,672 | $2.1M | 0.1% | $180.47 | +10.4% | COMMON STOCK USD.001 | 73278L105 |
| CPT | CAMDEN PROPERTY TRUST | 26,466 | $2.097M | 0.0% | $75.12 | +12.9% | REIT USD.01 | 133131102 |
| GM | GENERAL MOTORS CO | 99,762 | $2.073M | 0.0% | $30.03 | -2.8% | COMMON STOCK USD.01 | 37045V100 |
| WEC | WEC ENERGY GROUP INC | 23,439 | $2.066M | 0.0% | $49.64 | +60.1% | COMMON STOCK USD.01 | 92939U106 |
| KRC | KILROY REALTY CORP | 32,423 | $2.065M | 0.0% | $68.92 | — | REIT USD.01 | 49427F108 |
| IP | INTERNATIONAL PAPER CO | 66,270 | $2.063M | 0.0% | $30.57 | -6.8% | COMMON STOCK USD1.0 | 460146103 |
| — | MEGALITH FINANCIAL ACQUISI A | 200,000 | $2.058M | 0.0% | $10.26 | — | COMMON STOCK USD.0001 | 58518F109 |
| — | FORUM MERGER II CORP CL A | 200,000 | $2.058M | 0.0% | $10.21 | — | COMMON STOCK USD.0001 | 34986F103 |
| — | LF CAPITAL ACQUISITION COR A | 200,000 | $2.053M | 0.0% | $10.36 | — | COMMON STOCK USD.0001 | 50200K108 |
| POR | PORTLAND GENERAL ELECTRIC CO | 42,707 | $2.047M | 0.0% | $40.56 | +8.1% | COMMON STOCK | 736508847 |
| PFGC | PERFORMANCE FOOD GROUP CO | 82,673 | $2.044M | 0.0% | $39.50 | +8.9% | COMMON STOCK USD.01 | 71377A103 |
| — | HILL ROM HOLDINGS INC | 20,176 | $2.03M | 0.0% | $102.32 | — | COMMON STOCK | 431475102 |
| NOW | SERVICENOW INC | 7,052 | $2.021M | 0.0% | $51.05 | +22.5% | COMMON STOCK USD.001 | 81762P102 |
| INGR | INGREDION INC | 26,684 | $2.015M | 0.0% | $94.95 | -9.5% | COMMON STOCK USD.01 | 457187102 |
| — | INSURANCE ACQUISITION CORP A | 200,000 | $2.012M | 0.0% | $10.02 | — | COMMON STOCK USD.0001 | 457867109 |
| TDOC | TELADOC HEALTH INC | 12,973 | $2.011M | 0.0% | $116.34 | 0.0% | COMMON STOCK USD.001 | 87918A105 |
| CLX | CLOROX COMPANY | 11,590 | $2.008M | 0.0% | $124.92 | +11.0% | COMMON STOCK USD1.0 | 189054109 |
| — | TUSCAN HOLDINGS CORP | 200,000 | $1.994M | 0.0% | $9.96 | — | COMMON STOCK USD.0001 | 90069K104 |
| WPC | WP CAREY INC | 34,237 | $1.988M | 0.0% | $70.23 | — | REIT USD.001 | 92936U109 |
| TER | TERADYNE INC | 36,578 | $1.981M | 0.0% | $50.26 | +23.2% | COMMON STOCK USD.125 | 880770102 |
| REG | REGENCY CENTERS CORP | 51,104 | $1.964M | 0.0% | $46.16 | -2.9% | REIT USD.01 | 758849103 |
| DOC | HEALTHPEAK PROPERTIES INC | 82,021 | $1.956M | 0.0% | $25.09 | -4.7% | REIT USD1.0 | 42250P103 |
| UDR | UDR INC | 53,331 | $1.949M | 0.0% | $32.90 | +10.3% | REIT USD.01 | 902653104 |
| RMD | RESMED INC | 13,217 | $1.947M | 0.0% | $144.53 | +4.8% | COMMON STOCK USD.004 | 761152107 |
| SPSC | SPS COMMERCE INC | 41,808 | $1.944M | 0.0% | $49.12 | +7.4% | COMMON STOCK USD.001 | 78463M107 |
| SIGI | SELECTIVE INSURANCE GROUP | 39,061 | $1.941M | 0.0% | $68.88 | -19.6% | COMMON STOCK USD2.0 | 816300107 |
| OSK | OSHKOSH CORP | 29,745 | $1.913M | 0.0% | $61.55 | +15.3% | COMMON STOCK USD.01 | 688239201 |
| IRM | IRON MOUNTAIN INC | 79,769 | $1.899M | 0.0% | $22.44 | +0.5% | REIT USD.01 | 46284V101 |
| REGN | REGENERON PHARMACEUTICALS | 3,885 | $1.897M | 0.0% | $364.04 | +12.7% | COMMON STOCK USD.001 | 75886F107 |
| LOW | LOWE S COS INC | 21,603 | $1.859M | 0.0% | $86.37 | +13.8% | COMMON STOCK USD.5 | 548661107 |
| INTU | INTUIT INC | 8,053 | $1.852M | 0.0% | $227.77 | +14.5% | COMMON STOCK USD.01 | 461202103 |
| DHI | DR HORTON INC | 54,391 | $1.849M | 0.0% | $45.55 | +7.4% | COMMON STOCK USD.01 | 23331A109 |
| LNT | ALLIANT ENERGY CORP | 38,188 | $1.844M | 0.0% | $45.48 | 0.0% | COMMON STOCK USD.01 | 018802108 |
| VTR | VENTAS INC | 68,288 | $1.83M | 0.0% | $46.23 | -14.7% | REIT USD.25 | 92276F100 |
| WTW | WILLIS TOWERS WATSON PLC | 10,640 | $1.807M | 0.0% | $152.91 | +18.7% | COMMON STOCK USD.000304635 | G96629103 |
| BIO | BIO RAD LABORATORIES A | 5,150 | $1.805M | 0.0% | $312.01 | +17.8% | COMMON STOCK USD.0001 | 090572207 |
| GNTX | GENTEX CORP | 81,285 | $1.801M | 0.0% | $20.95 | +32.6% | COMMON STOCK USD.06 | 371901109 |
| PHM | PULTEGROUP INC | 80,699 | $1.801M | 0.0% | $23.94 | +51.8% | COMMON STOCK USD.01 | 745867101 |
| CAH | CARDINAL HEALTH INC | 37,421 | $1.794M | 0.0% | $41.97 | +5.5% | COMMON STOCK | 14149Y108 |
| CI | CIGNA CORP | 10,093 | $1.788M | 0.0% | $155.41 | +14.2% | COMMON STOCK USD.01 | 125523100 |
| — | ALEXION PHARMACEUTICALS INC | 19,853 | $1.783M | 0.0% | $103.88 | — | COMMON STOCK USD.0001 | 015351109 |
| ADP | AUTOMATIC DATA PROCESSING | 13,036 | $1.782M | 0.0% | $133.82 | +6.1% | COMMON STOCK USD.1 | 053015103 |
| WAL | WESTERN ALLIANCE BANCORP | 58,077 | $1.778M | 0.0% | $41.31 | +1.7% | COMMON STOCK USD.0001 | 957638109 |
| SEIC | SEI INVESTMENTS COMPANY | 38,159 | $1.768M | 0.0% | $50.79 | +8.2% | COMMON STOCK USD.01 | 784117103 |
| MSM | MSC INDUSTRIAL DIRECT CO A | 32,084 | $1.764M | 0.0% | $71.89 | -8.4% | COMMON STOCK USD.001 | 553530106 |
| AAL | AMERICAN AIRLINES GROUP INC | 144,552 | $1.762M | 0.0% | $34.02 | -33.1% | COMMON STOCK | 02376R102 |
| KLAC | KLA CORP | 12,184 | $1.751M | 0.0% | $97.68 | +53.8% | COMMON STOCK USD.001 | 482480100 |
| CIEN | CIENA CORP | 43,745 | $1.741M | 0.0% | $37.84 | +8.4% | COMMON STOCK USD.01 | 171779309 |
| — | AMEDISYS INC | 9,383 | $1.722M | 0.0% | $120.28 | — | COMMON STOCK USD.001 | 023436108 |
| TYL | TYLER TECHNOLOGIES INC | 5,801 | $1.72M | 0.0% | $273.00 | +13.5% | COMMON STOCK USD.01 | 902252105 |
| EBAY | EBAY INC | 57,125 | $1.717M | 0.0% | $33.52 | -6.0% | COMMON STOCK USD.001 | 278642103 |
| — | SERVICEMASTER GLOBAL HOLDING | 63,473 | $1.714M | 0.0% | $38.08 | — | COMMON STOCK USD.01 | 81761R109 |
| KMI | KINDER MORGAN INC | 118,053 | $1.643M | 0.0% | $11.57 | +15.5% | COMMON STOCK USD.01 | 49456B101 |
| KBH | KB HOME | 90,611 | $1.64M | 0.0% | $18.92 | +54.2% | COMMON STOCK USD1.0 | 48666K109 |
| HPQ | HP INC | 94,455 | $1.64M | 0.0% | $15.32 | +7.7% | COMMON STOCK USD.01 | 40434L105 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 186,037 | $1.62M | 0.0% | $9.41 | — | REIT USD.01 | 867892101 |
| SO | SOUTHERN CO/THE | 29,733 | $1.61M | 0.0% | $29.61 | +70.4% | COMMON STOCK USD5.0 | 842587107 |
| LX | LEXINFINTECH HOLDINGS L ADR | 180,554 | $1.602M | 0.0% | $8.87 | — | ADR | 528877103 |
| HST | HOST HOTELS RESORTS INC | 144,381 | $1.594M | 0.0% | $14.60 | -16.0% | REIT USD.01 | 44107P104 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 43,104 | $1.581M | 0.0% | $42.22 | -8.0% | COMMON STOCK USD.01 | 74112D101 |
| TTEK | TETRA TECH INC | 22,164 | $1.565M | 0.0% | $13.78 | +23.6% | COMMON STOCK USD.01 | 88162G103 |
| — | IAC/INTERACTIVECORP | 8,691 | $1.558M | 0.0% | $179.27 | — | COMMON STOCK USD.001 | 44919P508 |
| FAF | FIRST AMERICAN FINANCIAL | 36,517 | $1.549M | 0.0% | $30.20 | +54.2% | COMMON STOCK USD.00001 | 31847R102 |
| TROW | T ROWE PRICE GROUP INC | 15,573 | $1.521M | 0.0% | $83.38 | +14.6% | COMMON STOCK USD.2 | 74144T108 |
| AMH | AMERICAN HOMES 4 RENT A | 65,558 | $1.521M | 0.0% | $22.56 | — | REIT USD.01 | 02665T306 |
| SCHW | SCHWAB (CHARLES) CORP | 44,919 | $1.51M | 0.0% | $39.46 | -2.0% | COMMON STOCK USD.01 | 808513105 |
| DIOD | DIODES INC | 37,018 | $1.504M | 0.0% | $35.46 | +35.3% | COMMON STOCK USD.667 | 254543101 |
| ATRC | ATRICURE INC | 44,346 | $1.49M | 0.0% | $35.01 | +2.7% | COMMON STOCK USD.001 | 04963C209 |
| CB | CHUBB LTD | 13,338 | $1.49M | 0.0% | $122.41 | +6.5% | COMMON STOCK | H1467J104 |
| BALL | BALL CORP | 23,001 | $1.487M | 0.0% | $59.71 | +9.4% | COMMON STOCK | 058498106 |
| AMD | ADVANCED MICRO DEVICES | 32,412 | $1.474M | 0.0% | $37.40 | +28.8% | COMMON STOCK USD.01 | 007903107 |
| — | NATIONAL INSTRUMENTS CORP | 44,382 | $1.468M | 0.0% | $36.52 | — | COMMON STOCK USD.01 | 636518102 |
| PSX | PHILLIPS 66 | 27,344 | $1.467M | 0.0% | $71.40 | -10.7% | COMMON STOCK | 718546104 |
| ESNT | ESSENT GROUP LTD | 55,297 | $1.457M | 0.0% | $40.00 | -0.1% | COMMON STOCK USD.015 | G3198U102 |
| — | AON PLC | 8,810 | $1.454M | 0.0% | $161.58 | — | COMMON STOCK USD.01 | G0408V102 |
| EMN | EASTMAN CHEMICAL CO | 31,083 | $1.448M | 0.0% | $56.53 | -8.2% | COMMON STOCK USD.01 | 277432100 |
| EVR | EVERCORE INC A | 31,260 | $1.44M | 0.0% | $62.62 | -5.7% | COMMON STOCK USD.01 | 29977A105 |
| TMUS | T MOBILE US INC | 17,128 | $1.437M | 0.0% | $71.76 | +13.9% | COMMON STOCK USD.0001 | 872590104 |
| DORM | DORMAN PRODUCTS INC | 25,960 | $1.435M | 0.0% | $73.73 | -7.7% | COMMON STOCK USD.01 | 258278100 |
| — | HEARTLAND FINANCIAL USA INC | 47,381 | $1.431M | 0.0% | $30.20 | — | COMMON STOCK USD1.0 | 42234Q102 |
| PPL | PPL CORP | 57,567 | $1.421M | 0.0% | $24.39 | +3.3% | COMMON STOCK USD.01 | 69351T106 |
| EOG | EOG RESOURCES INC | 39,570 | $1.421M | 0.0% | $53.46 | -7.1% | COMMON STOCK USD.01 | 26875P101 |
| FHN | FIRST HORIZON NATIONAL CORP | 175,238 | $1.412M | 0.0% | $11.92 | -7.5% | COMMON STOCK USD.625 | 320517105 |
| — | FEDERAL REALTY INVS TRUST | 18,751 | $1.399M | 0.0% | $132.11 | — | REIT USD.01 | 313747206 |
| RDN | RADIAN GROUP INC | 108,009 | $1.399M | 0.0% | $12.97 | +40.0% | COMMON STOCK USD.001 | 750236101 |
| CNC | CENTENE CORP | 23,449 | $1.393M | 0.0% | $60.68 | 0.0% | COMMON STOCK USD.001 | 15135B101 |
| BAX | BAXTER INTERNATIONAL INC | 17,097 | $1.388M | 0.0% | $71.13 | +7.9% | COMMON STOCK USD1.0 | 071813109 |
| FHI | FEDERATED HERMES INC | 72,885 | $1.388M | 0.0% | $23.13 | -2.8% | COMMON STOCK | 314211103 |
| OMF | ONEMAIN HOLDINGS INC | 72,317 | $1.383M | 0.0% | $39.80 | -6.4% | COMMON STOCK USD.01 | 68268W103 |
| — | WALGREENS BOOTS ALLIANCE INC | 30,207 | $1.382M | 0.0% | $59.48 | — | COMMON STOCK USD.01 | 931427108 |
| WST | WEST PHARMACEUTICAL SERVICES | 9,071 | $1.381M | 0.0% | $111.76 | +35.7% | COMMON STOCK USD.25 | 955306105 |
| — | SWITCH INC A | 95,594 | $1.379M | 0.0% | $14.43 | — | COMMON STOCK USD.001 | 87105L104 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 56,656 | $1.369M | 0.0% | $30.96 | -21.1% | COMMON STOCK USD.001 | 71742Q106 |
| LYB | LYONDELLBASELL INDU CL A | 27,345 | $1.357M | 0.0% | $46.96 | +5.7% | COMMON STOCK EUR.04 | N53745100 |
| — | LEXINGTON REALTY TRUST | 136,687 | $1.357M | 0.0% | $10.51 | — | REIT USD.0001 | 529043101 |
| UHAL | AMERCO | 4,659 | $1.354M | 0.0% | $37.60 | -10.2% | COMMON STOCK USD.25 | 023586100 |
| — | MASONITE INTERNATIONAL CORP | 28,438 | $1.349M | 0.0% | $53.23 | — | COMMON STOCK | 575385109 |
| MTX | MINERALS TECHNOLOGIES INC | 37,113 | $1.346M | 0.0% | $54.83 | -14.1% | COMMON STOCK USD.1 | 603158106 |
| — | CYRUSONE INC | 21,783 | $1.345M | 0.0% | $74.93 | — | REIT USD.01 | 23283R100 |
| TNDM | TANDEM DIABETES CARE INC | 20,833 | $1.341M | 0.0% | $56.18 | +24.7% | COMMON STOCK | 875372203 |
| CABO | CABLE ONE INC | 814 | $1.338M | 0.0% | $1309.19 | +12.7% | COMMON STOCK USD.01 | 12685J105 |
| GMED | GLOBUS MEDICAL INC A | 31,428 | $1.337M | 0.0% | $50.67 | -2.5% | COMMON STOCK USD.001 | 379577208 |
| USB | US BANCORP | 38,795 | $1.336M | 0.0% | $32.04 | +16.2% | COMMON STOCK USD.01 | 902973304 |
| NOC | NORTHROP GRUMMAN CORP | 4,410 | $1.334M | 0.0% | $273.74 | +15.3% | COMMON STOCK USD1.0 | 666807102 |
| WMB | WILLIAMS COS INC | 94,212 | $1.333M | 0.0% | $16.13 | -13.3% | COMMON STOCK USD1.0 | 969457100 |
| — | STORE CAPITAL CORP | 72,896 | $1.321M | 0.0% | $30.26 | — | REIT USD.01 | 862121100 |
| VSH | VISHAY INTERTECHNOLOGY INC | 91,546 | $1.319M | 0.0% | $17.91 | -6.6% | COMMON STOCK USD.1 | 928298108 |
| STZ | CONSTELLATION BRANDS INC A | 9,162 | $1.313M | 0.0% | $159.39 | +0.5% | COMMON STOCK USD.01 | 21036P108 |
| — | FLAGSTAR BANCORP INC | 65,959 | $1.308M | 0.0% | $23.83 | — | COMMON STOCK USD.01 | 337930705 |
| — | PINNACLE FINANCIAL PARTNERS | 34,639 | $1.3M | 0.0% | $58.68 | — | COMMON STOCK USD1.0 | 72346Q104 |
| — | AARON S INC | 56,957 | $1.297M | 0.0% | $49.05 | — | COMMON STOCK USD.5 | 002535300 |
| EXLS | EXLSERVICE HOLDINGS INC | 24,889 | $1.295M | 0.0% | $13.63 | 0.0% | COMMON STOCK USD.001 | 302081104 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 19,529 | $1.293M | 0.0% | $65.36 | -4.5% | COMMON STOCK USD.1 | 12541W209 |
| FDX | FEDEX CORP | 10,549 | $1.279M | 0.0% | $135.74 | -7.1% | COMMON STOCK USD.1 | 31428X106 |
| FIVN | FIVE9 INC | 16,399 | $1.254M | 0.0% | $23.40 | +204.6% | COMMON STOCK USD.001 | 338307101 |
| LAD | LITHIA MOTORS INC CL A | 15,235 | $1.246M | 0.0% | $139.82 | -13.7% | COMMON STOCK | 536797103 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 115,218 | $1.233M | 0.0% | $17.94 | — | REIT USD.01 | 04208T108 |
| MAR | MARRIOTT INTERNATIONAL CL A | 16,356 | $1.224M | 0.0% | $122.02 | -1.9% | COMMON STOCK USD.01 | 571903202 |
| CACC | CREDIT ACCEPTANCE CORP | 4,780 | $1.222M | 0.0% | $391.65 | +3.0% | COMMON STOCK USD.01 | 225310101 |
| SNA | SNAP ON INC | 11,164 | $1.215M | 0.0% | $123.29 | +2.5% | COMMON STOCK USD1.0 | 833034101 |
| GWW | WW GRAINGER INC | 4,860 | $1.208M | 0.0% | $260.22 | +5.9% | COMMON STOCK USD.5 | 384802104 |
| NTRA | NATERA INC | 40,344 | $1.205M | 0.0% | $19.10 | +75.0% | COMMON STOCK USD.0001 | 632307104 |
| GD | GENERAL DYNAMICS CORP | 9,106 | $1.205M | 0.0% | $119.79 | +21.0% | COMMON STOCK USD1.0 | 369550108 |
| — | QTS REALTY TRUST INC CL A | 20,752 | $1.204M | 0.0% | $54.27 | — | REIT USD.01 | 74736A103 |
| PTCT | PTC THERAPEUTICS INC | 26,995 | $1.204M | 0.0% | $39.31 | +28.1% | COMMON STOCK USD.001 | 69366J200 |
| ECL | ECOLAB INC | 7,720 | $1.203M | 0.0% | $160.09 | +10.1% | COMMON STOCK USD1.0 | 278865100 |
| NSA | NATIONAL STORAGE AFFILIATES | 40,377 | $1.195M | 0.0% | $28.59 | — | REIT USD.01 | 637870106 |
| NNN | NATIONAL RETAIL PROPERTIES | 36,937 | $1.189M | 0.0% | $43.56 | — | REIT USD.01 | 637417106 |
| VAC | MARRIOTT VACATIONS WORLD | 21,372 | $1.188M | 0.0% | $105.76 | -1.8% | COMMON STOCK USD.01 | 57164Y107 |
| AEE | AMEREN CORPORATION | 16,305 | $1.187M | 0.0% | $61.25 | +9.2% | COMMON STOCK USD.01 | 023608102 |
| — | HEALTHCARE TRUST OF AME CL A | 48,763 | $1.184M | 0.0% | $30.28 | — | REIT USD.01 | 42225P501 |
| DXCM | DEXCOM INC | 4,395 | $1.183M | 0.0% | $39.87 | +56.1% | COMMON STOCK USD.001 | 252131107 |
| HURN | HURON CONSULTING GROUP INC | 26,089 | $1.183M | 0.0% | $60.39 | 0.0% | COMMON STOCK USD.01 | 447462102 |
| SAIC | SCIENCE APPLICATIONS INTE | 15,830 | $1.181M | 0.0% | $80.73 | +3.4% | COMMON STOCK USD.0001 | 808625107 |
| NSC | NORFOLK SOUTHERN CORP | 8,067 | $1.178M | 0.0% | $145.70 | +12.3% | COMMON STOCK USD1.0 | 655844108 |
| — | CATALENT INC | 22,560 | $1.172M | 0.0% | $48.20 | — | COMMON STOCK USD.01 | 148806102 |
| MGRC | MCGRATH RENTCORP | 22,091 | $1.157M | 0.0% | $70.26 | 0.0% | COMMON STOCK | 580589109 |
| DAR | DARLING INGREDIENTS INC | 60,252 | $1.155M | 0.0% | $23.14 | +9.6% | COMMON STOCK USD.01 | 237266101 |
| SLB | SCHLUMBERGER LTD | 85,283 | $1.15M | 0.0% | $53.95 | -53.1% | COMMON STOCK USD.01 | 806857108 |
| WM | WASTE MANAGEMENT INC | 12,372 | $1.145M | 0.0% | $73.33 | +42.1% | COMMON STOCK USD.01 | 94106L109 |
| HIW | HIGHWOODS PROPERTIES INC | 32,322 | $1.145M | 0.0% | $46.45 | — | REIT USD.01 | 431284108 |
| DECK | DECKERS OUTDOOR CORP | 8,532 | $1.143M | 0.0% | $19.73 | +41.0% | COMMON STOCK USD.01 | 243537107 |
| — | RITE AID CORP | 75,476 | $1.132M | 0.0% | $7.62 | — | COMMON STOCK USD1.0 | 767754872 |
| — | VARIAN MEDICAL SYSTEMS INC | 10,973 | $1.126M | 0.0% | $115.33 | — | COMMON STOCK USD1.0 | 92220P105 |
| AEP | AMERICAN ELECTRIC POWER | 14,071 | $1.125M | 0.0% | $63.55 | +20.5% | COMMON STOCK USD6.5 | 025537101 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 6,126 | $1.125M | 0.0% | $180.49 | +24.5% | COMMON STOCK USD.01 | 989207105 |
| GGG | GRACO INC | 22,931 | $1.117M | 0.0% | $42.47 | +12.1% | COMMON STOCK USD1.0 | 384109104 |
| ADC | AGREE REALTY CORP | 17,930 | $1.11M | 0.0% | $70.15 | — | REIT USD.0001 | 008492100 |
| GTY | GETTY REALTY CORP | 46,225 | $1.097M | 0.0% | $30.09 | — | REIT USD.01 | 374297109 |
| — | ALLEGHANY CORP | 1,985 | $1.096M | 0.0% | $714.67 | — | COMMON STOCK USD1.0 | 017175100 |
| JBGS | JBG SMITH PROPERTIES | 34,372 | $1.094M | 0.0% | $39.69 | — | REIT USD.01 | 46590V100 |
| NEM | NEWMONT CORP | 23,840 | $1.079M | 0.0% | $30.91 | +22.6% | COMMON STOCK USD1.6 | 651639106 |
| HAL | HALLIBURTON CO | 157,240 | $1.077M | 0.0% | $16.05 | -2.7% | COMMON STOCK USD2.5 | 406216101 |
| EMR | EMERSON ELECTRIC CO | 22,550 | $1.075M | 0.0% | $56.39 | +2.4% | COMMON STOCK USD.5 | 291011104 |
| BPOP | POPULAR INC | 30,681 | $1.074M | 0.0% | $40.68 | +1.2% | COMMON STOCK USD.01 | 733174700 |
| TFC | TRUIST FINANCIAL CORP | 34,547 | $1.065M | 0.0% | $40.89 | -12.0% | COMMON STOCK USD5.0 | 89832Q109 |
| GDS | GDS HOLDINGS LTD ADR | 18,079 | $1.048M | 0.0% | $39.86 | — | ADR USD.0004 | 36165L108 |
| GIS | GENERAL MILLS INC | 19,776 | $1.044M | 0.0% | $39.32 | +10.1% | COMMON STOCK USD.1 | 370334104 |
| CBOE | CBOE GLOBAL MARKETS INC | 11,695 | $1.044M | 0.0% | $102.58 | +0.8% | COMMON STOCK | 12503M108 |
| ITGR | INTEGER HOLDINGS CORP | 16,567 | $1.041M | 0.0% | $40.99 | +99.1% | COMMON STOCK USD.001 | 45826H109 |
| AIT | APPLIED INDUSTRIAL TECH INC | 22,756 | $1.04M | 0.0% | $53.85 | +2.3% | COMMON STOCK | 03820C105 |
| PNC | PNC FINANCIAL SERVICES GROUP | 10,870 | $1.04M | 0.0% | $105.10 | +3.1% | COMMON STOCK USD5.0 | 693475105 |
| EGP | EASTGROUP PROPERTIES INC | 9,951 | $1.04M | 0.0% | $120.03 | — | REIT | 277276101 |
| — | LGL SYSTEMS ACQUISITION A | 100,000 | $1.038M | 0.0% | $10.38 | — | COMMON STOCK | 50201G106 |
| STC | STEWART INFORMATION SERVICES | 38,602 | $1.03M | 0.0% | $41.01 | -10.4% | COMMON STOCK USD1.0 | 860372101 |
| INVA | INNOVIVA INC | 86,833 | $1.021M | 0.0% | $14.98 | -11.7% | COMMON STOCK | 45781M101 |
| — | STERLING BANCORP/DE | 97,002 | $1.014M | 0.0% | $12.46 | — | COMMON STOCK USD.01 | 85917A100 |
| AVA | AVISTA CORP | 23,825 | $1.012M | 0.0% | $34.88 | +5.3% | COMMON STOCK | 05379B107 |
| SF | STIFEL FINANCIAL CORP | 24,420 | $1.008M | 0.0% | $34.89 | -2.3% | COMMON STOCK USD.15 | 860630102 |
| MOG/A | MOOG INC CLASS A | 19,895 | $1.005M | 0.0% | $79.60 | -7.8% | COMMON STOCK USD1.0 | 615394202 |
| BIP | BROOKFIELD INFRASTRUCTURE PA | 27,859 | $1.002M | 0.0% | $35.97 | — | LTD PART | G16252101 |
| ED | CONSOLIDATED EDISON INC | 12,830 | $1.001M | 0.0% | $64.50 | +9.8% | COMMON STOCK USD.1 | 209115104 |
| DOW | DOW INC | 34,181 | $999K | 0.0% | $35.16 | -13.0% | COMMON STOCK USD.01 | 260557103 |
| WOR | WORTHINGTON INDUSTRIES | 38,061 | $999K | 0.0% | $23.00 | -9.2% | COMMON STOCK | 981811102 |
| — | CITIC CAPITAL ACQUISITION | 100,000 | $990K | 0.0% | $9.90 | — | UNIT | G21513125 |
| — | HUDSON PACIFIC PROPERTIES IN | 38,821 | $985K | 0.0% | $33.34 | — | REIT USD.01 | 444097109 |
| — | GORES HOLDINGS IV INC CL A | 99,996 | $985K | 0.0% | $9.85 | — | COMMON STOCK USD.0001 | 382865103 |
| — | DMY TECHNOLOGY GROUP INC | 100,000 | $983K | 0.0% | $9.83 | — | UNIT | 233253202 |
| MAS | MASCO CORP | 28,338 | $980K | 0.0% | $36.47 | +8.4% | COMMON STOCK USD1.0 | 574599106 |
| LSTR | LANDSTAR SYSTEM INC | 10,192 | $977K | 0.0% | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| BLD | TOPBUILD CORP | 13,611 | $975K | 0.0% | $102.09 | 0.0% | COMMON STOCK | 89055F103 |
| KR | KROGER CO | 32,355 | $975K | 0.0% | $25.34 | +2.2% | COMMON STOCK USD1.0 | 501044101 |
| AFL | AFLAC INC | 28,381 | $972K | 0.0% | $39.50 | +0.4% | COMMON STOCK USD.1 | 001055102 |
| — | CIIG MERGER CORP CL A | 100,000 | $970K | 0.0% | $9.70 | — | COMMON STOCK | 12559C103 |
| SNX | SYNNEX CORP | 13,246 | $968K | 0.0% | $56.34 | +1.9% | COMMON STOCK USD.001 | 87162W100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 11,453 | $968K | 0.0% | $89.24 | -3.5% | COMMON STOCK USD.001 | 09061G101 |
| — | EXPERIENCE INVESTMENT CORP A | 99,999 | $967K | 0.0% | $9.67 | — | COMMON STOCK USD.0001 | 30217C109 |
| HELE | HELEN OF TROY LTD | 6,698 | $965K | 0.0% | $147.88 | +14.6% | COMMON STOCK USD.1 | G4388N106 |
| TECH | BIO TECHNE CORP | 5,069 | $961K | 0.0% | $44.51 | +9.6% | COMMON STOCK USD.01 | 09073M104 |
| — | REXNORD CORP | 42,387 | $961K | 0.0% | $31.38 | — | COMMON STOCK USD.01 | 76169B102 |
| CMS | CMS ENERGY CORP | 16,273 | $956K | 0.0% | $52.72 | +1.8% | COMMON STOCK USD.01 | 125896100 |
| XRAY | DENTSPLY SIRONA INC | 24,424 | $948K | 0.0% | $55.44 | -8.1% | COMMON STOCK USD.01 | 24906P109 |
| DOV | DOVER CORP | 11,264 | $946K | 0.0% | $92.70 | +5.5% | COMMON STOCK USD1.0 | 260003108 |
| CMI | CUMMINS INC | 6,960 | $942K | 0.0% | $117.10 | +15.0% | COMMON STOCK USD2.5 | 231021106 |
| NWBI | NORTHWEST BANCSHARES INC | 81,115 | $939K | 0.0% | $9.87 | 0.0% | COMMON STOCK USD.01 | 667340103 |
| ATEN | A10 NETWORKS INC | 150,980 | $938K | 0.0% | $6.61 | -9.6% | COMMON STOCK USD.00001 | 002121101 |
| EXEL | EXELIXIS INC | 54,322 | $935K | 0.0% | $21.00 | -12.9% | COMMON STOCK USD.001 | 30161Q104 |
| DELL | DELL TECHNOLOGIES C | 23,539 | $931K | 0.0% | $25.10 | -15.7% | COMMON STOCK | 24703L202 |
| RPM | RPM INTERNATIONAL INC | 15,603 | $928K | 0.0% | $58.37 | +18.0% | COMMON STOCK USD.01 | 749685103 |
| CTRA | CABOT OIL GAS CORP | 53,623 | $922K | 0.0% | $14.15 | -15.2% | COMMON STOCK USD.1 | 127097103 |
| PRGS | PROGRESS SOFTWARE CORP | 28,823 | $922K | 0.0% | $39.19 | +2.8% | COMMON STOCK USD.01 | 743312100 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 43,769 | $922K | 0.0% | $21.89 | +57.9% | COMMON STOCK USD.01 | 047649108 |
| KFRC | KFORCE INC | 36,030 | $921K | 0.0% | $35.22 | -5.8% | COMMON STOCK USD.01 | 493732101 |
| AMKR | AMKOR TECHNOLOGY INC | 118,092 | $920K | 0.0% | $7.58 | +33.6% | COMMON STOCK USD.001 | 031652100 |
| VICI | VICI PROPERTIES INC | 55,187 | $918K | 0.0% | $16.03 | +5.8% | REIT USD.01 | 925652109 |
| SHOO | STEVEN MADDEN LTD | 39,532 | $918K | 0.0% | $30.92 | 0.0% | COMMON STOCK USD.0001 | 556269108 |
| ILMN | ILLUMINA INC | 3,359 | $917K | 0.0% | $279.63 | 0.0% | COMMON STOCK USD.01 | 452327109 |
| — | OMNOVA SOLUTIONS INC | 90,374 | $916K | 0.0% | $7.04 | — | COMMON STOCK USD.1 | 682129101 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 51,633 | $912K | 0.0% | $20.86 | — | REIT USD.01 | 720190206 |
| TSN | TYSON FOODS INC CL A | 15,762 | $912K | 0.0% | $55.96 | +12.0% | COMMON STOCK USD.1 | 902494103 |
| SE | SEA LTD ADR | 20,580 | $912K | 0.0% | $30.51 | — | ADR | 81141R100 |
| BLDR | BUILDERS FIRSTSOURCE INC | 74,478 | $911K | 0.0% | $22.21 | +1.7% | COMMON STOCK USD.01 | 12008R107 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 19,510 | $907K | 0.0% | $55.95 | -2.6% | COMMON STOCK USD.01 | 192446102 |
| VFC | VF CORP | 16,732 | $905K | 0.0% | $79.17 | -1.6% | COMMON STOCK | 918204108 |
| ITT | ITT INC | 19,929 | $904K | 0.0% | $58.58 | +5.9% | COMMON STOCK USD1.0 | 45073V108 |
| JD | JD.COM INC ADR | 22,147 | $897K | 0.0% | $35.94 | — | ADR USD.00002 | 47215P106 |
| CDP | CORPORATE OFFICE PROPERTIES | 40,479 | $896K | 0.0% | $22.06 | — | REIT USD.01 | 22002T108 |
| NTB | BANK OF N.T. BUTTERFIELDSON | 52,295 | $891K | 0.0% | $21.52 | 0.0% | COMMON STOCK BMD1.0 | G0772R208 |
| G | GENPACT LTD | 30,521 | $891K | 0.0% | $32.60 | +11.7% | COMMON STOCK USD.01 | G3922B107 |
| CVCO | CAVCO INDUSTRIES INC | 6,106 | $885K | 0.0% | $157.75 | +24.6% | COMMON STOCK USD.01 | 149568107 |
| ONB | OLD NATIONAL BANCORP | 67,026 | $884K | 0.0% | $16.68 | 0.0% | COMMON STOCK | 680033107 |
| HOLX | HOLOGIC INC | 25,128 | $882K | 0.0% | $47.91 | -0.6% | COMMON STOCK USD.01 | 436440101 |
| — | QUOTIENT TECHNOLOGY INC | 135,104 | $878K | 0.0% | $6.50 | — | COMMON STOCK USD.00001 | 749119103 |
| ES | EVERSOURCE ENERGY | 11,151 | $872K | 0.0% | $57.57 | +22.7% | COMMON STOCK USD5.0 | 30040W108 |
| — | WEINGARTEN REALTY INVESTORS | 59,785 | $863K | 0.0% | $24.10 | — | REIT USD.03 | 948741103 |
| — | NATIONAL GENERAL HLDGS | 52,086 | $862K | 0.0% | $22.82 | — | COMMON STOCK USD.01 | 636220303 |
| GEO | GEO GROUP INC/THE | 70,064 | $852K | 0.0% | $13.76 | -4.2% | REIT USD.01 | 36162J106 |
| AORT | CRYOLIFE INC | 50,168 | $849K | 0.0% | $29.30 | -12.5% | COMMON STOCK USD.01 | 228903100 |
| VMC | VULCAN MATERIALS CO | 7,807 | $844K | 0.0% | $110.91 | +9.5% | COMMON STOCK USD1.0 | 929160109 |
| — | BARNES GROUP INC | 20,178 | $844K | 0.0% | $41.83 | — | COMMON STOCK USD.01 | 067806109 |
| — | INOVALON HOLDINGS INC A | 50,342 | $839K | 0.0% | $16.49 | — | COMMON STOCK USD.000005 | 45781D101 |
| TAP | MOLSON COORS BEVERAGE CO B | 21,477 | $838K | 0.0% | $51.31 | -14.8% | COMMON STOCK USD.01 | 60871R209 |
| AWK | AMERICAN WATER WORKS CO INC | 7,006 | $838K | 0.0% | $115.44 | 0.0% | COMMON STOCK USD.01 | 030420103 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 18,565 | $834K | 0.0% | $42.92 | +2.9% | COMMON STOCK | 744573106 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 11,971 | $833K | 0.0% | $72.85 | -1.3% | COMMON STOCK USD1.0 | 844895102 |
| — | HEALTHCARE REALTY TRUST INC | 29,717 | $830K | 0.0% | $31.67 | — | REIT USD.01 | 421946104 |
| ACAD | ACADIA PHARMACEUTICALS INC | 19,102 | $807K | 0.0% | $28.62 | +44.0% | COMMON STOCK USD.0001 | 004225108 |
| HTH | HILLTOP HOLDINGS INC | 53,237 | $805K | 0.0% | $24.42 | -13.3% | COMMON STOCK USD.01 | 432748101 |
| DEI | DOUGLAS EMMETT INC | 26,383 | $805K | 0.0% | $34.32 | — | REIT USD.01 | 25960P109 |
| WKC | WORLD FUEL SERVICES CORP | 31,872 | $803K | 0.0% | $37.14 | -8.2% | COMMON STOCK USD.01 | 981475106 |
| HNI | HNI CORP | 31,674 | $798K | 0.0% | $33.58 | -1.1% | COMMON STOCK USD1.0 | 404251100 |
| RNR | RENAISSANCERE HOLDINGS LTD | 5,303 | $792K | 0.0% | $154.59 | +15.1% | COMMON STOCK USD1.0 | G7496G103 |
| HCKT | HACKETT GROUP INC/THE | 62,272 | $792K | 0.0% | $16.40 | -8.5% | COMMON STOCK USD.001 | 404609109 |
| GNRC | GENERAC HOLDINGS INC | 8,495 | $791K | 0.0% | $102.99 | 0.0% | COMMON STOCK USD.01 | 368736104 |
| EXPD | EXPEDITORS INTL WASH INC | 11,857 | $791K | 0.0% | $66.31 | +0.3% | COMMON STOCK USD.01 | 302130109 |
| — | VERITEX HOLDINGS INC | 56,471 | $789K | 0.0% | $13.97 | — | COMMON STOCK USD.01 | 923451108 |
| LVS | LAS VEGAS SANDS CORP | 18,554 | $788K | 0.0% | $57.28 | -0.8% | COMMON STOCK USD.001 | 517834107 |
| INCY | INCYTE CORP | 10,740 | $786K | 0.0% | $83.10 | -9.1% | COMMON STOCK USD.001 | 45337C102 |
| SNPS | SYNOPSYS INC | 6,079 | $783K | 0.0% | $87.08 | +63.3% | COMMON STOCK USD.01 | 871607107 |
| — | OSPREY TECHNOLOGY ACQUISIT A | 80,000 | $778K | 0.0% | $9.72 | — | COMMON STOCK | 68839R104 |
| BK | BANK OF NEW YORK MELLON CORP | 23,101 | $778K | 0.0% | $40.74 | -13.2% | COMMON STOCK USD.01 | 064058100 |
| NTES | NETEASE INC ADR | 2,391 | $767K | 0.0% | $299.03 | — | ADR USD.0001 | 64110W102 |
| — | PHYSICIANS REALTY TRUST | 54,916 | $766K | 0.0% | $17.66 | — | REIT USD.01 | 71943U104 |
| LUV | SOUTHWEST AIRLINES CO | 21,469 | $765K | 0.0% | $47.31 | -2.8% | COMMON STOCK USD1.0 | 844741108 |
| MTRN | MATERION CORP | 21,770 | $762K | 0.0% | $61.39 | -19.2% | COMMON STOCK | 576690101 |
| MLM | MARTIN MARIETTA MATERIALS | 4,016 | $760K | 0.0% | $195.75 | +17.3% | COMMON STOCK USD.01 | 573284106 |
| QLYS | QUALYS INC | 8,720 | $759K | 0.0% | $35.11 | +139.1% | COMMON STOCK USD.001 | 74758T303 |
| TW | TRADEWEB MARKETS INC CLASS A | 17,949 | $755K | 0.0% | $44.45 | +3.0% | COMMON STOCK USD.01 | 892672106 |
| FOXA | FOX CORP CLASS A | 31,659 | $748K | 0.0% | $31.55 | -3.6% | COMMON STOCK USD.01 | 35137L105 |
| SMTC | SEMTECH CORP | 19,950 | $748K | 0.0% | $46.94 | -3.6% | COMMON STOCK USD.01 | 816850101 |
| FCX | FREEPORT MCMORAN INC | 110,348 | $745K | 0.0% | $11.18 | -12.5% | COMMON STOCK USD.1 | 35671D857 |
| STT | STATE STREET CORP | 13,863 | $738K | 0.0% | $55.26 | +3.6% | COMMON STOCK USD1.0 | 857477103 |
| HALO | HALOZYME THERAPEUTICS INC | 40,904 | $736K | 0.0% | $17.32 | +9.6% | COMMON STOCK USD.001 | 40637H109 |
| USFD | US FOODS HOLDING CORP | 41,573 | $736K | 0.0% | $34.89 | -4.0% | COMMON STOCK USD.01 | 912008109 |
| AWR | AMERICAN STATES WATER CO | 8,970 | $733K | 0.0% | $76.41 | 0.0% | COMMON STOCK | 029899101 |
| AN | AUTONATION INC | 26,101 | $732K | 0.0% | $41.18 | +0.2% | COMMON STOCK USD.01 | 05329W102 |
| KHC | KRAFT HEINZ CO/THE | 29,549 | $731K | 0.0% | $21.44 | -3.5% | COMMON STOCK USD.01 | 500754106 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 23,058 | $729K | 0.0% | $39.64 | — | TRACKING STK USD.01 | 531229607 |
| LKQ | LKQ CORP | 35,469 | $727K | 0.0% | $30.06 | -11.4% | COMMON STOCK USD.01 | 501889208 |
| — | BOTTOMLINE TECHNOLOGIES (DE) | 19,755 | $724K | 0.0% | $39.28 | — | COMMON STOCK USD.001 | 101388106 |
| BDC | BELDEN INC | 20,077 | $724K | 0.0% | $53.05 | -15.2% | COMMON STOCK USD.01 | 077454106 |
| MMI | MARCUS MILLICHAP INC | 26,481 | $718K | 0.0% | $31.13 | 0.0% | COMMON STOCK USD.0001 | 566324109 |
| CVLT | COMMVAULT SYSTEMS INC | 17,642 | $714K | 0.0% | $63.78 | -32.3% | COMMON STOCK USD.01 | 204166102 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 70,574 | $712K | 0.0% | $11.03 | +6.6% | COMMON STOCK USD.001 | 46333X108 |
| TRMB | TRIMBLE INC | 22,209 | $707K | 0.0% | $38.87 | +0.6% | COMMON STOCK | 896239100 |
| — | KELLOGG CO | 11,788 | $707K | 0.0% | $48.94 | +1.3% | COMMON STOCK USD.25 | 487836108 |
| MAN | MANPOWERGROUP INC | 13,316 | $706K | 0.0% | $81.04 | +2.8% | COMMON STOCK USD.01 | 56418H100 |
| LEU | CENTRUS ENERGY CORP CLASS A | 139,099 | $705K | 0.0% | $51.25 | -87.1% | COMMON STOCK USD.1 | 15643U104 |
| AIG | AMERICAN INTERNATIONAL GROUP | 29,021 | $704K | 0.0% | $46.18 | -20.4% | COMMON STOCK USD2.5 | 026874784 |
| AXON | AXON ENTERPRISE INC | 9,937 | $703K | 0.0% | $68.13 | +9.9% | COMMON STOCK USD.00001 | 05464C101 |
| NBTB | N B T BANCORP INC | 21,673 | $702K | 0.0% | $36.63 | 0.0% | COMMON STOCK USD.01 | 628778102 |
| — | CARDIOVASCULAR SYSTEMS INC | 19,947 | $702K | 0.0% | $43.25 | — | COMMON STOCK | 141619106 |
| TRV | TRAVELERS COS INC/THE | 7,036 | $699K | 0.0% | $110.02 | -0.4% | COMMON STOCK NPV | 89417E109 |
| UMH | UMH PROPERTIES INC | 64,407 | $699K | 0.0% | $13.12 | — | REIT USD.1 | 903002103 |
| CDNS | CADENCE DESIGN SYS INC | 10,548 | $697K | 0.0% | $59.07 | +17.4% | COMMON STOCK USD.01 | 127387108 |
| DTE | DTE ENERGY COMPANY | 7,322 | $695K | 0.0% | $51.76 | +60.3% | COMMON STOCK | 233331107 |
| — | CORESITE REALTY CORP | 5,975 | $693K | 0.0% | $96.51 | — | REIT USD.01 | 21870Q105 |
| XPO | XPO LOGISTICS INC | 14,179 | $691K | 0.0% | $24.82 | +7.7% | COMMON STOCK USD.001 | 983793100 |
| PNW | PINNACLE WEST CAPITAL | 9,122 | $691K | 0.0% | $70.58 | -0.3% | COMMON STOCK | 723484101 |
| — | GLOBAL MEDICAL REIT INC | 67,873 | $687K | 0.0% | $10.79 | — | REIT | 37954A204 |
| EBS | EMERGENT BIOSOLUTIONS INC | 11,755 | $680K | 0.0% | $48.25 | +19.4% | COMMON STOCK USD.001 | 29089Q105 |
| CSL | CARLISLE COS INC | 5,391 | $675K | 0.0% | $105.05 | +31.5% | COMMON STOCK USD1.0 | 142339100 |
| YELP | YELP INC | 37,431 | $675K | 0.0% | $35.68 | -14.8% | COMMON STOCK USD.000001 | 985817105 |
| PLAB | PHOTRONICS INC | 65,832 | $675K | 0.0% | $13.08 | 0.0% | COMMON STOCK USD.01 | 719405102 |
| — | VERINT SYSTEMS INC | 15,668 | $674K | 0.0% | $44.27 | — | COMMON STOCK USD.001 | 92343X100 |
| NYT | NEW YORK TIMES CO A | 21,934 | $674K | 0.0% | $32.48 | 0.0% | COMMON STOCK USD.1 | 650111107 |
| MNKD | MANNKIND CORP | 652,400 | $672K | 0.0% | $1.91 | -29.4% | COMMON STOCK USD.01 | 56400P706 |
| UGI | UGI CORP | 25,143 | $671K | 0.0% | $41.92 | -9.6% | COMMON STOCK | 902681105 |
| MCK | MCKESSON CORP W/D | 4,943 | $669K | 0.0% | $131.97 | +6.7% | COMMON STOCK USD.01 | 58155Q103 |
| FCN | FTI CONSULTING INC | 5,555 | $665K | 0.0% | $113.44 | +3.8% | COMMON STOCK USD.01 | 302941109 |
| — | DISCOVERY INC A | 34,184 | $665K | 0.0% | $29.41 | — | COMMON STOCK USD.01 | 25470F104 |
| — | CORNERSTONE ONDEMAND INC | 20,902 | $664K | 0.0% | $57.93 | — | COMMON STOCK USD.0001 | 21925Y103 |
| — | NUVASIVE INC | 13,067 | $662K | 0.0% | $55.53 | — | COMMON STOCK USD.001 | 670704105 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 7,891 | $660K | 0.0% | $86.54 | +9.7% | COMMON STOCK | 49338L103 |
| CXW | CORECIVIC INC | 58,964 | $659K | 0.0% | $18.19 | -20.7% | REIT USD.01 | 21871N101 |
| SYNA | SYNAPTICS INC | 11,300 | $654K | 0.0% | $57.18 | +18.6% | COMMON STOCK USD.001 | 87157D109 |
| — | SAEXPLORATION HOLDINGS INC | 632,637 | $652K | 0.0% | $3.07 | — | COMMON STOCK USD.0001 | 78636X873 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 9,532 | $650K | 0.0% | $92.24 | +4.2% | COMMON STOCK USD.01 | 43300A203 |
| AGO | ASSURED GUARANTY LTD | 25,202 | $650K | 0.0% | $39.20 | -4.9% | COMMON STOCK USD.01 | G0585R106 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 7,571 | $648K | 0.0% | $72.70 | — | COMMON STOCK ILS.01 | M2682V108 |
| ENS | ENERSYS | 13,035 | $645K | 0.0% | $61.06 | +1.1% | COMMON STOCK USD.01 | 29275Y102 |
| ACIW | ACI WORLDWIDE INC | 26,671 | $644K | 0.0% | $30.50 | +4.6% | COMMON STOCK USD.005 | 004498101 |
| STRA | STRATEGIC EDUCATION INC | 4,609 | $644K | 0.0% | $128.84 | 0.0% | COMMON STOCK USD.01 | 86272C103 |
| SRCE | 1ST SOURCE CORP | 19,822 | $643K | 0.0% | $32.44 | — | COMMON STOCK | 336901103 |
| — | BERRY GLOBAL GROUP INC | 18,985 | $640K | 0.0% | $45.06 | — | COMMON STOCK USD.01 | 08579W103 |
| AGYS | AGILYSYS INC | 38,122 | $637K | 0.0% | $25.44 | +7.7% | COMMON STOCK USD.3 | 00847J105 |
| SWK | STANLEY BLACK DECKER INC | 6,369 | $637K | 0.0% | $119.88 | -0.7% | COMMON STOCK USD2.5 | 854502101 |
| SYY | SYSCO CORP | 13,850 | $632K | 0.0% | $55.28 | +6.4% | COMMON STOCK USD1.0 | 871829107 |
| MKTX | MARKETAXESS HOLDINGS INC | 1,897 | $631K | 0.0% | $281.93 | +16.0% | COMMON STOCK USD.003 | 57060D108 |
| — | CITRIX SYSTEMS INC | 4,440 | $628K | 0.0% | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| FAST | FASTENAL CO | 19,989 | $625K | 0.0% | $13.85 | +9.5% | COMMON STOCK USD.01 | 311900104 |
| OGS | ONE GAS INC | 7,436 | $622K | 0.0% | $87.20 | +1.4% | COMMON STOCK | 68235P108 |
| WWW | WOLVERINE WORLD WIDE INC | 40,839 | $621K | 0.0% | $27.95 | -14.5% | COMMON STOCK USD1.0 | 978097103 |
| FRCB | FIRST REPUBLIC BANK/CA | 7,486 | $616K | 0.0% | $101.48 | +2.3% | COMMON STOCK USD.01 | 33616C100 |
| CHGG | CHEGG INC | 17,178 | $615K | 0.0% | $39.06 | 0.0% | COMMON STOCK USD.001 | 163092109 |
| PH | PARKER HANNIFIN CORP | 4,714 | $612K | 0.0% | $118.18 | +41.0% | COMMON STOCK USD.5 | 701094104 |
| BDN | BRANDYWINE REALTY TRUST | 58,212 | $612K | 0.0% | $15.18 | — | REIT USD.01 | 105368203 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 27,389 | $612K | 0.0% | $25.89 | 0.0% | COMMON STOCK USD.001 | 46269C102 |
| — | PLURALSIGHT INC A | 55,620 | $611K | 0.0% | $10.99 | — | COMMON STOCK USD.0001 | 72941B106 |
| — | TIVO CORP | 86,187 | $610K | 0.0% | $8.48 | — | COMMON STOCK USD.001 | 88870P106 |
| BYD | BOYD GAMING CORP | 42,281 | $610K | 0.0% | $28.76 | -14.6% | COMMON STOCK USD.01 | 103304101 |
| FC | FRANKLIN COVEY CO | 39,241 | $610K | 0.0% | $30.58 | -6.4% | COMMON STOCK USD.05 | 353469109 |
| ARW | ARROW ELECTRONICS INC | 11,763 | $610K | 0.0% | $66.22 | +7.3% | COMMON STOCK USD1.0 | 042735100 |
| LOMA | LOMA NEGRA CIA IND SPON ADR | 170,881 | $607K | 0.0% | $11.70 | — | ADR | 54150E104 |
| PAYX | PAYCHEX INC | 9,616 | $605K | 0.0% | $65.20 | +3.4% | COMMON STOCK USD.01 | 704326107 |
| TXRH | TEXAS ROADHOUSE INC | 14,601 | $603K | 0.0% | $50.44 | 0.0% | COMMON STOCK USD.001 | 882681109 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 20,121 | $602K | 0.0% | $22.75 | +16.5% | COMMON STOCK USD.000041666 | 462260100 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 10,395 | $600K | 0.0% | $65.11 | +34.8% | COMMON STOCK USD.01 | 65336K103 |
| — | PIONEER NATURAL RESOURCES CO | 8,524 | $598K | 0.0% | $152.93 | — | COMMON STOCK USD.01 | 723787107 |
| UTL | UNITIL CORP | 11,320 | $592K | 0.0% | $59.61 | -0.6% | COMMON STOCK | 913259107 |
| — | JACOBS ENGINEERING GROUP INC | 7,422 | $588K | 0.0% | $87.60 | — | COMMON STOCK USD1.0 | 469814107 |
| ACA | ARCOSA INC | 14,633 | $582K | 0.0% | $41.47 | 0.0% | COMMON STOCK USD.01 | 039653100 |
| MGM | MGM RESORTS INTERNATIONAL | 49,125 | $580K | 0.0% | $26.82 | -4.8% | COMMON STOCK USD.01 | 552953101 |
| CRL | CHARLES RIVER LABORATORIES | 4,596 | $580K | 0.0% | $112.88 | +32.9% | COMMON STOCK USD.01 | 159864107 |
| NTAP | NETAPP INC | 13,850 | $577K | 0.0% | $55.78 | -21.0% | COMMON STOCK USD.001 | 64110D104 |
| AZZ | AZZ INC | 20,518 | $577K | 0.0% | $40.28 | -12.5% | COMMON STOCK USD1.0 | 002474104 |
| — | APTIV PLC | 11,701 | $576K | 0.0% | $70.04 | — | COMMON STOCK USD.01 | G6095L109 |
| PTC | PTC INC | 9,278 | $568K | 0.0% | $72.04 | +2.8% | COMMON STOCK USD.01 | 69370C100 |
| — | SANDERSON FARMS INC | 4,609 | $568K | 0.0% | $155.43 | — | COMMON STOCK USD1.0 | 800013104 |
| NHC | NATIONAL HEALTHCARE CORP | 7,894 | $566K | 0.0% | $79.11 | 0.0% | COMMON STOCK USD.01 | 635906100 |
| COF | CAPITAL ONE FINANCIAL CORP | 11,220 | $566K | 0.0% | $71.53 | +11.1% | COMMON STOCK USD.01 | 14040H105 |
| — | SYNEOS HEALTH INC | 14,267 | $562K | 0.0% | $47.10 | — | COMMON STOCK USD.01 | 87166B102 |
| MSI | MOTOROLA SOLUTIONS INC | 4,221 | $561K | 0.0% | $135.46 | +14.6% | COMMON STOCK USD.01 | 620076307 |
| MEDP | MEDPACE HOLDINGS INC | 7,603 | $558K | 0.0% | $62.63 | +38.6% | COMMON STOCK USD.01 | 58506Q109 |
| SEM | SELECT MEDICAL HOLDINGS CORP | 37,011 | $555K | 0.0% | $10.94 | 0.0% | COMMON STOCK USD.001 | 81619Q105 |
| UTHR | UNITED THERAPEUTICS CORP | 5,819 | $552K | 0.0% | $102.16 | -7.0% | COMMON STOCK USD.01 | 91307C102 |
| EPAM | EPAM SYSTEMS INC | 2,956 | $549K | 0.0% | $195.64 | +10.4% | COMMON STOCK USD.001 | 29414B104 |
| IIPR | INNOVATIVE INDUSTRIAL PROPER | 7,183 | $545K | 0.0% | $81.28 | — | REIT USD.001 | 45781V101 |
| ZS | ZSCALER INC | 8,860 | $539K | 0.0% | $55.04 | 0.0% | COMMON STOCK USD.001 | 98980G102 |
| URI | UNITED RENTALS INC | 5,235 | $539K | 0.0% | $120.19 | +6.8% | COMMON STOCK USD.01 | 911363109 |
| OC | OWENS CORNING | 13,895 | $539K | 0.0% | $61.19 | -8.6% | COMMON STOCK USD.001 | 690742101 |
| RL | RALPH LAUREN CORP | 8,003 | $535K | 0.0% | $102.89 | -8.6% | COMMON STOCK USD.01 | 751212101 |
| HCA | HCA HEALTHCARE INC | 5,932 | $533K | 0.0% | $99.55 | +24.0% | COMMON STOCK USD.01 | 40412C101 |
| PLUS | EPLUS INC | 8,433 | $528K | 0.0% | $41.07 | -7.4% | COMMON STOCK USD.01 | 294268107 |
| — | AMAG PHARMACEUTICALS INC | 85,310 | $527K | 0.0% | $18.45 | — | COMMON STOCK USD.01 | 00163U106 |
| NDSN | NORDSON CORP | 3,899 | $527K | 0.0% | $122.55 | +17.9% | COMMON STOCK | 655663102 |
| EHC | ENCOMPASS HEALTH CORP | 8,216 | $526K | 0.0% | $49.79 | +7.9% | COMMON STOCK USD.01 | 29261A100 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $526K | 0.0% | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| ONC | BEIGENE LTD ADR | 4,258 | $524K | 0.0% | $127.59 | — | ADR USD.0001 | 07725L102 |
| NRC | NATIONAL RESEARCH CORP | 11,513 | $524K | 0.0% | $60.07 | 0.0% | COMMON STOCK USD.001 | 637372202 |
| — | STERICYCLE INC | 10,792 | $524K | 0.0% | $63.82 | — | COMMON STOCK USD.01 | 858912108 |
| PCAR | PACCAR INC | 8,513 | $520K | 0.0% | $35.32 | +8.2% | COMMON STOCK USD1.0 | 693718108 |
| FMNB | FARMERS NATL BANC CORP | 44,750 | $520K | 0.0% | $11.34 | 0.0% | COMMON STOCK | 309627107 |
| SFBS | SERVISFIRST BANCSHARES INC | 17,707 | $519K | 0.0% | $31.65 | 0.0% | COMMON STOCK USD.001 | 81768T108 |
| — | NIC INC | 22,475 | $517K | 0.0% | $22.34 | — | COMMON STOCK | 62914B100 |
| — | DISH NETWORK CORP A | 25,872 | $517K | 0.0% | $24.14 | — | COMMON STOCK USD.01 | 25470M109 |
| YUM | YUM BRANDS INC | 7,435 | $510K | 0.0% | $84.92 | -1.6% | COMMON STOCK | 988498101 |
| GDOT | GREEN DOT CORP CLASS A | 19,917 | $506K | 0.0% | $28.78 | 0.0% | COMMON STOCK USD.001 | 39304D102 |
| LAB | FLUIDIGM CORP | 199,207 | $506K | 0.0% | $5.97 | -44.9% | COMMON STOCK USD.001 | 34385P108 |
| HP | HELMERICH PAYNE | 32,247 | $505K | 0.0% | $42.36 | -16.8% | COMMON STOCK USD.1 | 423452101 |
| SFM | SPROUTS FARMERS MARKET INC | 26,980 | $502K | 0.0% | $19.38 | -13.5% | COMMON STOCK USD.001 | 85208M102 |
| TSCO | TRACTOR SUPPLY COMPANY | 5,921 | $501K | 0.0% | $15.41 | +6.1% | COMMON STOCK USD.008 | 892356106 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 4,216 | $500K | 0.0% | $121.16 | -2.4% | COMMON STOCK USD.01 | 874054109 |
| OGE | OGE ENERGY CORP | 16,272 | $500K | 0.0% | $37.14 | +8.9% | COMMON STOCK USD.01 | 670837103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 7,354 | $499K | 0.0% | $40.90 | +2.7% | COMMON STOCK USD.001 | 595017104 |
| BJRI | BJ S RESTAURANTS INC | 35,851 | $498K | 0.0% | $37.13 | -13.8% | COMMON STOCK | 09180C106 |
| CINF | CINCINNATI FINANCIAL CORP | 6,593 | $497K | 0.0% | $84.98 | +0.4% | COMMON STOCK USD2.0 | 172062101 |
| — | DFP HEALTHCARE ACQUISITIONS | 50,000 | $496K | 0.0% | $9.92 | — | UNIT | 23343Q209 |
| CATY | CATHAY GENERAL BANCORP | 21,599 | $496K | 0.0% | $32.22 | -18.8% | COMMON STOCK USD.01 | 149150104 |
| — | CONCHO RESOURCES INC | 11,580 | $496K | 0.0% | $42.83 | — | COMMON STOCK USD.001 | 20605P101 |
| EME | EMCOR GROUP INC | 8,079 | $495K | 0.0% | $75.66 | -0.3% | COMMON STOCK USD.01 | 29084Q100 |
| BBY | BEST BUY CO INC | 8,692 | $495K | 0.0% | $57.10 | +9.3% | COMMON STOCK USD.1 | 086516101 |
| — | SPX CORP | 15,089 | $493K | 0.0% | $32.67 | — | COMMON STOCK USD.01 | 784635104 |
| MPWR | MONOLITHIC POWER SYSTEMS INC | 2,934 | $491K | 0.0% | $163.85 | 0.0% | COMMON STOCK USD.001 | 609839105 |
| MASI | MASIMO CORP | 2,771 | $491K | 0.0% | $104.41 | +64.3% | COMMON STOCK USD.001 | 574795100 |
| VCYT | VERACYTE INC | 20,182 | $491K | 0.0% | $13.18 | +90.9% | COMMON STOCK USD.001 | 92337F107 |
| NXPI | NXP SEMICONDUCTORS NV | 5,895 | $489K | 0.0% | $102.07 | +3.9% | COMMON STOCK | N6596X109 |
| MDU | MDU RESOURCES GROUP INC | 22,767 | $489K | 0.0% | $9.02 | -2.1% | COMMON STOCK USD1.0 | 552690109 |
| — | UNION ACQUISITION CORP II | 50,000 | $489K | 0.0% | $9.78 | — | COMMON STOCK | G9402Q100 |
| — | SCVX CORP CLASS A | 50,000 | $488K | 0.0% | $9.76 | — | COMMON STOCK | G79448208 |
| — | SL GREEN REALTY CORP | 11,281 | $486K | 0.0% | $49.82 | — | REIT USD.01 | 78440X101 |
| — | GALILEO ACQUISITION CORP | 50,000 | $484K | 0.0% | $9.68 | — | COMMON STOCK | G3770A102 |
| — | HANESBRANDS INC | 61,408 | $483K | 0.0% | $15.47 | — | COMMON STOCK USD.01 | 410345102 |
| SCI | SERVICE CORP INTERNATIONAL | 12,322 | $482K | 0.0% | $45.23 | +2.8% | COMMON STOCK USD1.0 | 817565104 |
| UCB | UNITED COMMUNITY BANKS/GA | 26,283 | $481K | 0.0% | $27.69 | -6.8% | COMMON STOCK USD1.0 | 90984P303 |
| — | FINSERV ACQUISITION CORP A | 50,000 | $480K | 0.0% | $9.60 | — | COMMON STOCK | 318085107 |
| — | INTERSECT ENT INC | 40,397 | $479K | 0.0% | $23.56 | — | COMMON STOCK USD.001 | 46071F103 |
| GLPI | GAMING AND LEISURE PROPERTIE | 17,206 | $477K | 0.0% | $27.72 | — | REIT | 36467J108 |
| OKTA | OKTA INC | 3,877 | $474K | 0.0% | $125.48 | 0.0% | COMMON STOCK | 679295105 |
| ETR | ENTERGY CORP | 5,004 | $470K | 0.0% | $47.51 | +0.6% | COMMON STOCK USD.01 | 29364G103 |
| COKE | COCA COLA CONSOLIDATED INC | 2,250 | $469K | 0.0% | $29.72 | -20.2% | COMMON STOCK USD1.0 | 191098102 |
| HUBB | HUBBELL INC | 4,088 | $469K | 0.0% | $100.94 | +20.1% | COMMON STOCK USD.01 | 443510607 |
| ADM | ARCHER DANIELS MIDLAND CO | 13,296 | $468K | 0.0% | $34.54 | 0.0% | COMMON STOCK | 039483102 |
| GEN | NORTONLIFELOCK INC | 24,991 | $468K | 0.0% | $13.11 | +19.3% | COMMON STOCK USD.01 | 668771108 |
| COR | AMERISOURCEBERGEN CORP | 5,286 | $468K | 0.0% | $68.85 | +8.4% | COMMON STOCK USD.01 | 03073E105 |
| WTRG | ESSENTIAL UTILITIES INC | 11,415 | $465K | 0.0% | $47.18 | 0.0% | COMMON STOCK USD.5 | 29670G102 |
| EQH | EQUITABLE HOLDINGS INC | 32,133 | $464K | 0.0% | $18.74 | 0.0% | COMMON STOCK USD.01 | 29452E101 |
| GLW | CORNING INC | 22,587 | $464K | 0.0% | $22.10 | 0.0% | COMMON STOCK USD.5 | 219350105 |
| SAM | BOSTON BEER COMPANY INC A | 1,263 | $464K | 0.0% | $182.61 | +103.1% | COMMON STOCK USD.01 | 100557107 |
| MTB | M T BANK CORP | 4,480 | $463K | 0.0% | $124.88 | -2.9% | COMMON STOCK USD.5 | 55261F104 |
| SYF | SYNCHRONY FINANCIAL | 28,724 | $462K | 0.0% | $25.27 | -0.4% | COMMON STOCK USD.001 | 87165B103 |
| OLED | UNIVERSAL DISPLAY CORP | 3,487 | $460K | 0.0% | $144.64 | +13.3% | COMMON STOCK USD.01 | 91347P105 |
| TAL | TAL EDUCATION GROUP ADR | 8,593 | $458K | 0.0% | $36.10 | — | ADR | 874080104 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 25,534 | $455K | 0.0% | $14.60 | — | COMMON STOCK USD.01 | 518415104 |
| — | WW INTERNATIONAL INC | 26,791 | $453K | 0.0% | $21.03 | — | COMMON STOCK | 98262P101 |
| MTG | MGIC INVESTMENT CORP | 71,148 | $452K | 0.0% | $11.70 | +3.3% | COMMON STOCK USD1.0 | 552848103 |
| TTEC | TTEC HOLDINGS INC | 12,317 | $452K | 0.0% | $38.89 | 0.0% | COMMON STOCK USD.01 | 89854H102 |
| CBZ | CBIZ INC | 21,519 | $450K | 0.0% | $25.46 | 0.0% | COMMON STOCK USD.01 | 124805102 |
| — | QAD INC A | 11,218 | $448K | 0.0% | $40.21 | — | COMMON STOCK | 74727D306 |
| NTRS | NORTHERN TRUST CORP | 5,899 | $445K | 0.0% | $82.68 | -7.8% | COMMON STOCK USD1.667 | 665859104 |
| CORT | CORCEPT THERAPEUTICS INC | 37,218 | $443K | 0.0% | $11.14 | +11.1% | COMMON STOCK USD.001 | 218352102 |
| — | ENSCO JERSEY FINANCE LTD | 1,700,000 | $442K | 0.0% | $0.50 | — | COMPANY GUAR 01/24 3 | 29359WAB1 |
| SBH | SALLY BEAUTY HOLDINGS INC | 54,494 | $440K | 0.0% | $14.94 | -11.1% | COMMON STOCK USD.01 | 79546E104 |
| HRL | HORMEL FOODS CORP | 9,436 | $440K | 0.0% | $38.66 | 0.0% | COMMON STOCK USD.01465 | 440452100 |
| — | DISCOVER FINANCIAL SERVICES | 12,271 | $438K | 0.0% | $46.65 | — | COMMON STOCK USD.01 | 254709108 |
| TTC | TORO CO | 6,728 | $438K | 0.0% | $76.48 | -0.7% | COMMON STOCK USD1.0 | 891092108 |
| — | FIRSTCASH INC | 6,081 | $436K | 0.0% | $82.02 | — | COMMON STOCK USD.01 | 33767D105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 4,757 | $435K | 0.0% | $78.89 | +17.5% | COMMON STOCK USD.01 | 00971T101 |
| — | ALTAIR ENGINEERING INC | 500,000 | $434K | 0.0% | $1.08 | — | SR UNSECURED 06/24 0.25 | 021369AA1 |
| — | CENTERSTATE BANK CORP | 25,000 | $431K | 0.0% | $17.24 | — | COMMON STOCK USD.01 | 15201P109 |
| F | FORD MOTOR CO | 89,104 | $430K | 0.0% | $6.31 | -10.4% | COMMON STOCK USD.01 | 345370860 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 5,249 | $430K | 0.0% | $85.75 | +23.3% | COMMON STOCK USD.0001 | 83417M104 |
| — | LUMINEX CORP | 15,577 | $429K | 0.0% | $23.16 | — | COMMON STOCK USD.001 | 55027E102 |
| — | FLEETCOR TECHNOLOGIES INC | 2,296 | $428K | 0.0% | $220.87 | — | COMMON STOCK USD.001 | 339041105 |
| — | MAGELLAN HEALTH INC | 8,869 | $427K | 0.0% | $62.13 | — | COMMON STOCK USD.01 | 559079207 |
| HRTX | HERON THERAPEUTICS INC | 36,340 | $427K | 0.0% | $22.12 | -15.0% | COMMON STOCK USD.01 | 427746102 |
| — | CABOT MICROELECTRONICS CORP | 3,710 | $423K | 0.0% | $114.02 | — | COMMON STOCK USD.001 | 12709P103 |
| JLL | JONES LANG LASALLE INC | 4,190 | $423K | 0.0% | $138.00 | +8.8% | COMMON STOCK USD.01 | 48020Q107 |
| AEO | AMERICAN EAGLE OUTFITTERS | 53,075 | $422K | 0.0% | $12.96 | -15.3% | COMMON STOCK USD.01 | 02553E106 |
| — | INVITAE CORP | 30,864 | $422K | 0.0% | $15.55 | — | COMMON STOCK USD.0001 | 46185L103 |
| — | PATTERSON COS INC | 27,506 | $421K | 0.0% | $17.06 | — | COMMON STOCK USD.01 | 703395103 |
| MUSA | MURPHY USA INC | 4,968 | $419K | 0.0% | $87.46 | +15.3% | COMMON STOCK | 626755102 |
| NAVI | NAVIENT CORP | 55,169 | $418K | 0.0% | $13.11 | -9.0% | COMMON STOCK USD.01 | 63938C108 |
| XOM | EXXON MOBIL CORP | 10,998 | $418K | 0.0% | $54.39 | -22.6% | COMMON STOCK | 30231G102 |
| — | DICERNA PHARMACEUTICALS INC | 22,646 | $416K | 0.0% | $22.03 | — | COMMON STOCK USD.0001 | 253031108 |
| UPBD | RENT A CENTER INC | 29,396 | $416K | 0.0% | $20.37 | +18.2% | COMMON STOCK USD.01 | 76009N100 |
| CTRE | CARETRUST REIT INC | 28,110 | $416K | 0.0% | $17.65 | — | REIT USD.01 | 14174T107 |
| — | DUNKIN BRANDS GROUP INC | 7,841 | $416K | 0.0% | $67.43 | — | COMMON STOCK USD.001 | 265504100 |
| CAG | CONAGRA BRANDS INC | 14,153 | $415K | 0.0% | $23.54 | 0.0% | COMMON STOCK USD5.0 | 205887102 |
| NVR | NVR INC | 161 | $414K | 0.0% | $3320.78 | +8.0% | COMMON STOCK USD.01 | 62944T105 |
| RGLD | ROYAL GOLD INC | 4,716 | $414K | 0.0% | $98.61 | +4.7% | COMMON STOCK USD.01 | 780287108 |
| ITRI | ITRON INC | 7,399 | $413K | 0.0% | $76.01 | 0.0% | COMMON STOCK | 465741106 |
| — | AMERICAN SOFTWARE INC CL A | 28,914 | $411K | 0.0% | $14.21 | — | COMMON STOCK USD.1 | 029683109 |
| OPTU | ALTICE USA INC A | 18,426 | $411K | 0.0% | $26.11 | 0.0% | COMMON STOCK USD.01 | 02156K103 |
| HBAN | HUNTINGTON BANCSHARES INC | 50,030 | $411K | 0.0% | $9.44 | -1.5% | COMMON STOCK USD.01 | 446150104 |
| — | FIRST OF LONG ISLAND CORP | 23,641 | $410K | 0.0% | $17.34 | — | COMMON STOCK USD.1 | 320734106 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 16,410 | $410K | 0.0% | $31.51 | 0.0% | COMMON STOCK USD.01 | 199333105 |
| CNO | CNO FINANCIAL GROUP INC | 32,910 | $408K | 0.0% | $14.67 | -2.3% | COMMON STOCK USD.01 | 12621E103 |
| CACI | CACI INTERNATIONAL INC CL A | 1,928 | $407K | 0.0% | $196.83 | +26.3% | COMMON STOCK USD.1 | 127190304 |
| TDG | TRANSDIGM GROUP INC | 1,266 | $405K | 0.0% | $250.93 | +80.4% | COMMON STOCK USD.01 | 893641100 |
| KALU | KAISER ALUMINUM CORP | 5,841 | $405K | 0.0% | $75.02 | +0.4% | COMMON STOCK USD.01 | 483007704 |
| OFIX | ORTHOFIX MEDICAL INC | 14,414 | $404K | 0.0% | $52.40 | -26.2% | COMMON STOCK USD.1 | 68752M108 |
| RGEN | REPLIGEN CORP | 4,179 | $403K | 0.0% | $86.08 | +12.2% | COMMON STOCK USD.01 | 759916109 |
| ZLAB | ZAI LAB LTD ADR | 7,832 | $403K | 0.0% | $41.58 | — | ADR USD.00006 | 98887Q104 |
| IDXX | IDEXX LABORATORIES INC | 1,660 | $402K | 0.0% | $260.97 | 0.0% | COMMON STOCK USD.1 | 45168D104 |
| DVN | DEVON ENERGY CORP | 58,151 | $402K | 0.0% | $15.72 | -16.4% | COMMON STOCK USD.1 | 25179M103 |
| COLB | COLUMBIA BANKING SYSTEM INC | 14,974 | $401K | 0.0% | $26.37 | 0.0% | COMMON STOCK | 197236102 |
| SSD | SIMPSON MANUFACTURING CO INC | 6,473 | $401K | 0.0% | $73.79 | +0.5% | COMMON STOCK USD.01 | 829073105 |
| — | PROOFPOINT INC | 3,895 | $400K | 0.0% | $102.70 | — | COMMON STOCK USD.0001 | 743424103 |
| SWKS | SKYWORKS SOLUTIONS INC | 4,460 | $399K | 0.0% | $79.82 | +16.0% | COMMON STOCK USD.25 | 83088M102 |
| AIZ | ASSURANT INC | 3,802 | $396K | 0.0% | $102.41 | +8.3% | COMMON STOCK USD.01 | 04621X108 |
| DAN | DANA INC | 50,400 | $394K | 0.0% | $14.24 | -15.2% | COMMON STOCK USD.01 | 235825205 |
| FFIV | F5 NETWORKS INC | 3,691 | $394K | 0.0% | $124.21 | -1.5% | COMMON STOCK | 315616102 |
| EFX | EQUIFAX INC | 3,289 | $393K | 0.0% | $139.06 | 0.0% | COMMON STOCK USD1.25 | 294429105 |
| VRNS | VARONIS SYSTEMS INC | 6,176 | $393K | 0.0% | $24.09 | +8.8% | COMMON STOCK USD.001 | 922280102 |
| TREX | TREX COMPANY INC | 4,889 | $392K | 0.0% | $40.33 | +16.2% | COMMON STOCK USD.01 | 89531P105 |
| NTLA | INTELLIA THERAPEUTICS INC | 32,076 | $392K | 0.0% | $15.43 | -12.7% | COMMON STOCK USD.0001 | 45826J105 |
| — | NEW ORIENTAL EDUCATIO SP ADR | 3,625 | $392K | 0.0% | $90.11 | — | ADR USD.01 | 647581107 |
| FIX | COMFORT SYSTEMS USA INC | 10,695 | $391K | 0.0% | $33.83 | +26.7% | COMMON STOCK USD.01 | 199908104 |
| BTU | PEABODY ENERGY CORP | 133,706 | $388K | 0.0% | $22.18 | -72.2% | COMMON STOCK | 704551100 |
| ATR | APTARGROUP INC | 3,899 | $388K | 0.0% | $97.69 | +2.8% | COMMON STOCK USD.01 | 038336103 |
| — | CHP MERGER CORP CLASS A | 40,000 | $388K | 0.0% | $9.70 | — | COMMON STOCK | 12558Y106 |
| NXRT | NEXPOINT RESIDENTIAL | 15,364 | $387K | 0.0% | $35.56 | — | REIT USD.01 | 65341D102 |
| — | PRA HEALTH SCIENCES INC | 4,634 | $385K | 0.0% | $83.08 | — | COMMON STOCK USD.01 | 69354M108 |
| TENB | TENABLE HOLDINGS INC | 17,586 | $384K | 0.0% | $27.06 | -8.6% | COMMON STOCK USD.01 | 88025T102 |
| — | MAXIM INTEGRATED PRODUCTS | 7,863 | $382K | 0.0% | $55.71 | — | COMMON STOCK USD.001 | 57772K101 |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | 13,221 | $380K | 0.0% | $29.59 | +36.3% | COMMON STOCK USD.001 | 04280A100 |
| — | CHANNELADVISOR CORP | 52,281 | $380K | 0.0% | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| WAFD | WASHINGTON FEDERAL INC | 14,640 | $380K | 0.0% | $24.85 | +5.2% | COMMON STOCK USD1.0 | 938824109 |
| OEC | ORION ENGINEERED CARBONS SA | 50,940 | $380K | 0.0% | $16.36 | -11.5% | COMMON STOCK | L72967109 |
| LPX | LOUISIANA PACIFIC CORP | 21,995 | $378K | 0.0% | $26.09 | +6.0% | COMMON STOCK USD1.0 | 546347105 |
| — | CONTINENTAL RESOURCES INC/OK | 49,465 | $378K | 0.0% | $39.96 | — | COMMON STOCK USD.01 | 212015101 |
| HPE | HEWLETT PACKARD ENTERPRISE | 38,877 | $377K | 0.0% | $11.92 | -9.1% | COMMON STOCK USD.01 | 42824C109 |
| OHI | OMEGA HEALTHCARE INVESTORS | 14,153 | $376K | 0.0% | $37.02 | — | REIT USD.1 | 681936100 |
| FIVE | FIVE BELOW | 5,337 | $376K | 0.0% | $117.18 | -13.2% | COMMON STOCK USD.01 | 33829M101 |
| HSIC | HENRY SCHEIN INC | 7,409 | $374K | 0.0% | $66.11 | -4.1% | COMMON STOCK USD.01 | 806407102 |
| UVV | UNIVERSAL CORP/VA | 8,424 | $372K | 0.0% | $49.91 | 0.0% | COMMON STOCK | 913456109 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 26,909 | $371K | 0.0% | $21.23 | 0.0% | COMMON STOCK USD.001 | 90385V107 |
| RGR | STURM RUGER CO INC | 7,290 | $371K | 0.0% | $49.13 | 0.0% | COMMON STOCK USD1.0 | 864159108 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $369K | 0.0% | $26.06 | -20.1% | COMMON STOCK ILS1.0 | M87915274 |
| LNG | CHENIERE ENERGY INC | 10,796 | $362K | 0.0% | $51.25 | 0.0% | COMMON STOCK USD.003 | 16411R208 |
| GRMN | GARMIN LTD | 4,820 | $361K | 0.0% | $73.59 | +7.7% | COMMON STOCK CHF.1 | H2906T109 |
| RF | REGIONS FINANCIAL CORP | 39,959 | $358K | 0.0% | $12.02 | -8.7% | COMMON STOCK USD.01 | 7591EP100 |
| WDC | WESTERN DIGITAL CORP | 8,584 | $357K | 0.0% | $42.09 | +3.5% | COMMON STOCK USD.01 | 958102105 |
| CNP | CENTERPOINT ENERGY INC | 23,015 | $356K | 0.0% | $19.84 | -1.3% | COMMON STOCK USD.01 | 15189T107 |
| CNX | CNX RESOURCES CORP | 66,841 | $356K | 0.0% | $8.94 | -25.7% | COMMON STOCK USD.01 | 12653C108 |
| IDA | IDACORP INC | 4,027 | $354K | 0.0% | $100.24 | +2.7% | COMMON STOCK | 451107106 |
| NGVT | INGEVITY CORP | 9,975 | $351K | 0.0% | $94.68 | -38.3% | COMMON STOCK USD.01 | 45688C107 |
| SLAB | SILICON LABORATORIES INC | 4,094 | $350K | 0.0% | $108.98 | -8.9% | COMMON STOCK USD.0001 | 826919102 |
| BL | BLACKLINE INC | 6,637 | $349K | 0.0% | $49.76 | +17.5% | COMMON STOCK USD.01 | 09239B109 |
| SJM | JM SMUCKER CO/THE | 3,147 | $349K | 0.0% | $87.06 | +1.3% | COMMON STOCK | 832696405 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 5,045 | $348K | 0.0% | $87.69 | -2.3% | COMMON STOCK | 533900106 |
| ANIK | ANIKA THERAPEUTICS INC | 12,024 | $348K | 0.0% | $41.17 | -1.8% | COMMON STOCK USD.01 | 035255108 |
| PAYC | PAYCOM SOFTWARE INC | 1,718 | $347K | 0.0% | $211.23 | +27.2% | COMMON STOCK USD.01 | 70432V102 |
| PKG | PACKAGING CORP OF AMERICA | 3,993 | $347K | 0.0% | $77.47 | +4.6% | COMMON STOCK USD.01 | 695156109 |
| THC | TENET HEALTHCARE CORP | 23,975 | $345K | 0.0% | $26.39 | +8.8% | COMMON STOCK USD.05 | 88033G407 |
| DCO | DUCOMMUN INC | 13,875 | $345K | 0.0% | $38.48 | 0.0% | COMMON STOCK USD.01 | 264147109 |
| NAT | NORDIC AMERICAN TANKERS LTD | 76,254 | $345K | 0.0% | $3.81 | -5.4% | COMMON STOCK USD.01 | G65773106 |
| LEA | LEAR CORP | 4,234 | $344K | 0.0% | $105.62 | -3.1% | COMMON STOCK USD.01 | 521865204 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 3,718 | $343K | 0.0% | $101.01 | -2.4% | COMMON STOCK USD.01 | 445658107 |
| LEN | LENNAR CORP A | 8,964 | $342K | 0.0% | $45.07 | +15.9% | COMMON STOCK USD.1 | 526057104 |
| BBSI | BARRETT BUSINESS SVCS INC | 8,596 | $341K | 0.0% | $20.09 | -19.8% | COMMON STOCK USD.01 | 068463108 |
| FBP | FIRST BANCORP PUERTO RICO | 64,030 | $341K | 0.0% | $6.87 | -0.5% | COMMON STOCK USD.1 | 318672706 |
| ALRM | ALARM.COM HOLDINGS INC | 8,764 | $341K | 0.0% | $58.12 | -25.0% | COMMON STOCK | 011642105 |
| HE | HAWAIIAN ELECTRIC INDS | 7,905 | $340K | 0.0% | $41.45 | +11.6% | COMMON STOCK | 419870100 |
| BRKR | BRUKER CORP | 9,427 | $338K | 0.0% | $45.46 | 0.0% | COMMON STOCK USD.01 | 116794108 |
| RLI | RLI CORP | 3,823 | $336K | 0.0% | $35.85 | 0.0% | COMMON STOCK USD1.0 | 749607107 |
| HWKN | HAWKINS INC | 9,350 | $333K | 0.0% | $21.16 | -6.0% | COMMON STOCK USD.05 | 420261109 |
| — | SPARTANNASH CO | 23,249 | $333K | 0.0% | $14.32 | — | COMMON STOCK | 847215100 |
| TBBK | BANCORP INC/THE | 54,471 | $331K | 0.0% | $9.43 | +13.2% | COMMON STOCK USD1.0 | 05969A105 |
| CLNE | CLEAN ENERGY FUELS CORP | 184,672 | $329K | 0.0% | $2.26 | 0.0% | COMMON STOCK USD.0001 | 184499101 |
| — | RUTH S HOSPITALITY GROUP INC | 49,116 | $328K | 0.0% | $23.02 | — | COMMON STOCK USD.01 | 783332109 |
| ACM | AECOM | 10,948 | $327K | 0.0% | $33.15 | +24.1% | COMMON STOCK USD.01 | 00766T100 |
| CRUS | CIRRUS LOGIC INC | 4,990 | $327K | 0.0% | $38.42 | +92.4% | COMMON STOCK USD.001 | 172755100 |
| UMBF | UMB FINANCIAL CORP | 7,019 | $326K | 0.0% | $62.76 | -3.1% | COMMON STOCK USD1.0 | 902788108 |
| FIBK | FIRST INTERSTATE BANCSYS A | 11,272 | $325K | 0.0% | $25.51 | 0.0% | COMMON STOCK | 32055Y201 |
| — | ATLANTIC POWER CORP | 151,865 | $325K | 0.0% | $2.19 | — | COMMON STOCK | 04878Q863 |
| EVTC | EVERTEC INC | 14,254 | $324K | 0.0% | $25.19 | +17.9% | COMMON STOCK USD.01 | 30040P103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 7,413 | $323K | 0.0% | $61.09 | -9.8% | COMMON STOCK USD.1 | 81725T100 |
| FOLD | AMICUS THERAPEUTICS INC | 35,008 | $323K | 0.0% | $10.85 | -12.4% | COMMON STOCK USD.01 | 03152W109 |
| ENPH | ENPHASE ENERGY INC | 9,960 | $322K | 0.0% | $13.76 | +173.9% | COMMON STOCK USD.00001 | 29355A107 |
| CBSH | COMMERCE BANCSHARES INC | 6,388 | $322K | 0.0% | $41.68 | +7.6% | COMMON STOCK USD5.0 | 200525103 |
| — | CHIMERA INVESTMENT CORP | 35,384 | $322K | 0.0% | $16.71 | — | REIT USD.01 | 16934Q208 |
| NJR | NEW JERSEY RESOURCES CORP | 9,438 | $321K | 0.0% | $37.01 | -15.5% | COMMON STOCK USD2.5 | 646025106 |
| — | SVB FINANCIAL GROUP | 2,124 | $321K | 0.0% | $199.28 | — | COMMON STOCK USD.001 | 78486Q101 |
| OMCL | OMNICELL INC | 4,893 | $321K | 0.0% | $79.68 | 0.0% | COMMON STOCK USD.001 | 68213N109 |
| BXMT | BLACKSTONE MORTGAGE TRU CL A | 17,253 | $321K | 0.0% | $18.61 | — | REIT USD.01 | 09257W100 |
| CF | CF INDUSTRIES HOLDINGS INC | 11,774 | $320K | 0.0% | $34.00 | -5.4% | COMMON STOCK USD.01 | 125269100 |
| TILE | INTERFACE INC | 42,361 | $320K | 0.0% | $17.22 | -18.9% | COMMON STOCK USD.1 | 458665304 |
| — | ARISTA NETWORKS INC | 1,574 | $319K | 0.0% | $239.61 | — | COMMON STOCK USD.0001 | 040413106 |
| RPD | RAPID7 INC | 7,344 | $318K | 0.0% | $36.16 | +45.0% | COMMON STOCK USD.01 | 753422104 |
| DK | DELEK US HOLDINGS INC | 20,062 | $316K | 0.0% | $30.79 | -37.2% | COMMON STOCK USD.01 | 24665A103 |
| SSYS | STRATASYS LTD | 19,772 | $315K | 0.0% | $23.75 | -23.3% | COMMON STOCK ILS.01 | M85548101 |
| — | HOLLYFRONTIER CORP | 12,844 | $315K | 0.0% | $31.22 | — | COMMON STOCK USD.01 | 436106108 |
| RGA | REINSURANCE GROUP OF AMERICA | 3,721 | $313K | 0.0% | $143.92 | -9.4% | COMMON STOCK USD.01 | 759351604 |
| SBNY | SIGNATURE BANK | 3,875 | $312K | 0.0% | $106.40 | — | COMMON STOCK USD.01 | 82669G104 |
| GTN | GRAY TELEVISION INC | 29,006 | $312K | 0.0% | $18.09 | 0.0% | COMMON STOCK | 389375106 |
| ASML | ASML HOLDING NV NY REG SHS | 1,188 | $311K | 0.0% | $261.78 | — | NY REG SHRS EUR.09 | N07059210 |
| — | RETROPHIN INC | 21,257 | $310K | 0.0% | $14.58 | — | COMMON STOCK USD.0001 | 761299106 |
| CHDN | CHURCHILL DOWNS INC | 3,000 | $309K | 0.0% | $45.97 | +37.5% | COMMON STOCK | 171484108 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 18,835 | $308K | 0.0% | $20.64 | 0.0% | COMMON STOCK USD.001 | 19459J104 |
| — | STAMPS.COM INC | 2,367 | $308K | 0.0% | $130.12 | — | COMMON STOCK USD.001 | 852857200 |
| ITIC | INVESTORS TITLE CO | 2,410 | $308K | 0.0% | $161.83 | -5.0% | COMMON STOCK | 461804106 |
| — | SEASPINE HOLDINGS CORP | 37,719 | $308K | 0.0% | $8.17 | — | COMMON STOCK USD.01 | 81255T108 |
| — | EASTERLY GOVERNMENT PROPERTI | 12,490 | $308K | 0.0% | $24.66 | — | REIT USD.01 | 27616P103 |
| UNM | UNUM GROUP | 20,523 | $308K | 0.0% | $40.02 | -39.9% | COMMON STOCK USD.1 | 91529Y106 |
| NFG | NATIONAL FUEL GAS CO | 8,220 | $307K | 0.0% | $57.68 | -28.9% | COMMON STOCK USD1.0 | 636180101 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 22,354 | $306K | 0.0% | $15.54 | +1.9% | COMMON STOCK USD1.0 | 47233W109 |
| — | ADTRAN INC | 39,714 | $305K | 0.0% | $11.36 | — | COMMON STOCK USD.01 | 00738A106 |
| QRVO | QORVO INC | 3,771 | $304K | 0.0% | $80.40 | +24.4% | COMMON STOCK USD.0001 | 74736K101 |
| PACB | PACIFIC BIOSCIENCES OF CALIF | 99,217 | $304K | 0.0% | $6.47 | -36.8% | COMMON STOCK USD.0001 | 69404D108 |
| SPRO | SPERO THERAPEUTICS INC | 37,421 | $302K | 0.0% | $8.81 | 0.0% | COMMON STOCK USD.001 | 84833T103 |
| — | URSTADT BIDDLE CLASS A | 21,367 | $301K | 0.0% | $21.72 | — | REIT USD.01 | 917286205 |
| OMC | OMNICOM GROUP | 5,436 | $298K | 0.0% | $60.08 | -4.9% | COMMON STOCK USD.15 | 681919106 |
| WY | WEYERHAEUSER CO | 17,567 | $298K | 0.0% | $22.75 | -6.9% | REIT USD1.25 | 962166104 |
| — | CDK GLOBAL INC | 9,071 | $298K | 0.0% | $61.71 | — | COMMON STOCK USD.01 | 12508E101 |
| OSBC | OLD SECOND BANCORP INC | 42,972 | $297K | 0.0% | $10.20 | 0.0% | COMMON STOCK USD1.0 | 680277100 |
| TRUP | TRUPANION INC | 11,371 | $296K | 0.0% | $31.28 | 0.0% | COMMON STOCK USD.00001 | 898202106 |
| SGMO | SANGAMO THERAPEUTICS INC | 46,459 | $296K | 0.0% | $10.58 | -29.9% | COMMON STOCK USD.01 | 800677106 |
| GOOD | GLADSTONE COMMERCIAL CORP | 20,554 | $295K | 0.0% | $14.35 | — | REIT USD.001 | 376536108 |
| FITB | FIFTH THIRD BANCORP | 19,885 | $295K | 0.0% | $22.10 | -11.1% | COMMON STOCK | 316773100 |
| AGCO | AGCO CORP | 6,231 | $294K | 0.0% | $53.57 | -1.2% | COMMON STOCK USD.01 | 001084102 |
| ZD | J2 GLOBAL INC | 3,900 | $292K | 0.0% | $70.13 | +11.4% | COMMON STOCK USD.01 | 48123V102 |
| ENVA | ENOVA INTERNATIONAL INC | 20,121 | $292K | 0.0% | $17.43 | +13.7% | COMMON STOCK USD.00001 | 29357K103 |
| — | KANSAS CITY SOUTHERN | 2,299 | $292K | 0.0% | $113.13 | — | COMMON STOCK USD.01 | 485170302 |
| — | REATA PHARMACEUTICALS INC A | 2,012 | $290K | 0.0% | $89.10 | — | COMMON STOCK USD.001 | 75615P103 |
| MMS | MAXIMUS INC | 4,989 | $290K | 0.0% | $65.89 | +3.1% | COMMON STOCK | 577933104 |
| AMP | AMERIPRISE FINANCIAL INC | 2,818 | $289K | 0.0% | $123.58 | +8.4% | COMMON STOCK USD.01 | 03076C106 |
| L | LOEWS CORP | 8,303 | $289K | 0.0% | $46.75 | -1.6% | COMMON STOCK USD.01 | 540424108 |
| BRT | BRT APARTMENTS CORP | 28,092 | $288K | 0.0% | $10.25 | — | REIT USD3.0 | 055645303 |
| APAM | ARTISAN PARTNERS ASSET MA A | 13,424 | $288K | 0.0% | $12.95 | +37.2% | COMMON STOCK USD.01 | 04316A108 |
| EYE | NATIONAL VISION HOLDINGS INC | 14,795 | $287K | 0.0% | $29.01 | +7.3% | COMMON STOCK USD.01 | 63845R107 |
| ECPG | ENCORE CAPITAL GROUP INC | 12,168 | $284K | 0.0% | $33.65 | 0.0% | COMMON STOCK USD.01 | 292554102 |
| SMG | SCOTTS MIRACLE GRO CO | 2,760 | $283K | 0.0% | $69.64 | +25.9% | COMMON STOCK USD.01 | 810186106 |
| WSM | WILLIAMS SONOMA INC | 6,654 | $283K | 0.0% | $25.65 | +10.2% | COMMON STOCK USD.01 | 969904101 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDIN | 441,511 | $283K | 0.0% | $4.24 | -49.8% | COMMON STOCK | 18453H106 |
| AKBA | AKEBIA THERAPEUTICS INC | 37,295 | $283K | 0.0% | $7.78 | 0.0% | COMMON STOCK USD.0001 | 00972D105 |
| ENSG | ENSIGN GROUP INC/THE | 7,532 | $283K | 0.0% | $48.63 | -11.2% | COMMON STOCK USD.001 | 29358P101 |
| — | HE EQUIPMENT SERVICES INC | 19,205 | $282K | 0.0% | $28.87 | — | COMMON STOCK USD.01 | 404030108 |
| MEI | METHODE ELECTRONICS INC | 10,657 | $282K | 0.0% | $30.99 | -10.0% | COMMON STOCK USD.5 | 591520200 |
| CW | CURTISS WRIGHT CORP | 3,026 | $280K | 0.0% | $112.39 | +11.0% | COMMON STOCK USD1.0 | 231561101 |
| — | MARATHON OIL CORP | 85,188 | $280K | 0.0% | $8.04 | — | COMMON STOCK USD1.0 | 565849106 |
| WH | WYNDHAM HOTELS RESORTS INC | 8,854 | $279K | 0.0% | $54.67 | -7.0% | COMMON STOCK USD.01 | 98311A105 |
| RUSHA | RUSH ENTERPRISES INC CL A | 8,727 | $279K | 0.0% | $17.48 | +3.3% | COMMON STOCK USD.01 | 781846209 |
| HLIT | HARMONIC INC | 48,208 | $278K | 0.0% | $6.71 | 0.0% | COMMON STOCK USD.001 | 413160102 |
| — | GASLOG LTD | 76,472 | $277K | 0.0% | $16.46 | — | COMMON STOCK USD.01 | G37585109 |
| VIRT | VIRTU FINANCIAL INC CLASS A | 13,284 | $277K | 0.0% | $19.80 | -6.7% | COMMON STOCK USD.00001 | 928254101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 7,863 | $277K | 0.0% | $45.15 | +1.2% | COMMON STOCK USD.01 | 416515104 |
| — | SEAGATE TECHNOLOGY | 5,629 | $275K | 0.0% | $52.42 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | ENCORE WIRE CORP | 6,519 | $274K | 0.0% | $57.37 | — | COMMON STOCK USD.01 | 292562105 |
| EXPE | EXPEDIA GROUP INC | 4,877 | $274K | 0.0% | $114.52 | -17.1% | COMMON STOCK USD.001 | 30212P303 |
| CC | CHEMOURS CO/THE | 30,726 | $273K | 0.0% | $26.81 | -57.4% | COMMON STOCK | 163851108 |
| FRME | FIRST MERCHANTS CORP | 10,299 | $273K | 0.0% | $29.65 | 0.0% | COMMON STOCK | 320817109 |
| DRI | DARDEN RESTAURANTS INC | 5,001 | $272K | 0.0% | $95.36 | -13.2% | COMMON STOCK | 237194105 |
| — | NEOPHOTONICS CORP | 37,537 | $272K | 0.0% | $6.09 | — | COMMON STOCK USD.0025 | 64051T100 |
| CVGW | CALAVO GROWERS INC | 4,718 | $272K | 0.0% | $62.46 | 0.0% | COMMON STOCK USD.001 | 128246105 |
| — | FIBROGEN INC | 7,801 | $271K | 0.0% | $52.27 | — | COMMON STOCK USD.01 | 31572Q808 |
| DHT | DHT HOLDINGS INC | 35,353 | $271K | 0.0% | $3.85 | 0.0% | COMMON STOCK USD.01 | Y2065G121 |
| DGX | QUEST DIAGNOSTICS INC | 3,362 | $270K | 0.0% | $87.00 | +6.0% | COMMON STOCK USD.01 | 74834L100 |
| VEEV | VEEVA SYSTEMS INC CLASS A | 1,725 | $270K | 0.0% | $155.24 | -5.6% | COMMON STOCK USD.00001 | 922475108 |
| CYTK | CYTOKINETICS INC | 22,916 | $270K | 0.0% | $12.76 | 0.0% | COMMON STOCK USD.001 | 23282W605 |
| LAMR | LAMAR ADVERTISING CO A | 5,252 | $269K | 0.0% | $71.05 | — | REIT USD.001 | 512816109 |
| CALX | CALIX INC | 37,854 | $268K | 0.0% | $8.42 | 0.0% | COMMON STOCK | 13100M509 |
| IART | INTEGRA LIFESCIENCES HOLDING | 5,971 | $267K | 0.0% | $51.50 | +1.9% | COMMON STOCK USD.01 | 457985208 |
| MSTR | MICROSTRATEGY INC CL A | 2,258 | $267K | 0.0% | $14.89 | -8.8% | COMMON STOCK USD.001 | 594972408 |
| — | K12 INC | 14,108 | $266K | 0.0% | $20.55 | — | COMMON STOCK USD.0001 | 48273U102 |
| — | SOUTHWESTERN ENERGY CO | 157,512 | $266K | 0.0% | $2.94 | — | COMMON STOCK USD.01 | 845467109 |
| — | LABORATORY CRP OF AMER HLDGS | 2,099 | $265K | 0.0% | $143.88 | — | COMMON STOCK USD.1 | 50540R409 |
| MANH | MANHATTAN ASSOCIATES INC | 5,291 | $264K | 0.0% | $47.85 | +50.6% | COMMON STOCK USD.01 | 562750109 |
| — | TCF FINANCIAL CORP | 11,671 | $264K | 0.0% | $38.06 | — | COMMON STOCK USD1.0 | 872307103 |
| DCI | DONALDSON CO INC | 6,796 | $263K | 0.0% | $44.52 | 0.0% | COMMON STOCK USD5.0 | 257651109 |
| — | CRANE CO | 5,352 | $263K | 0.0% | $80.88 | — | COMMON STOCK USD1.0 | 224399105 |
| HAS | HASBRO INC | 3,669 | $263K | 0.0% | $80.85 | -14.9% | COMMON STOCK USD.5 | 418056107 |
| PB | PROSPERITY BANCSHARES INC | 5,407 | $261K | 0.0% | $53.81 | -0.3% | COMMON STOCK USD1.0 | 743606105 |
| JBL | JABIL INC | 10,588 | $260K | 0.0% | $25.11 | +35.1% | COMMON STOCK USD.001 | 466313103 |
| — | ADURO BIOTECH INC | 94,721 | $260K | 0.0% | $2.74 | — | COMMON STOCK USD.0001 | 00739L101 |
| TXT | TEXTRON INC | 9,722 | $259K | 0.0% | $44.25 | -9.4% | COMMON STOCK USD.125 | 883203101 |
| XHR | XENIA HOTELS RESORTS INC | 25,015 | $258K | 0.0% | $21.91 | — | REIT USD.01 | 984017103 |
| MOS | MOSAIC CO/THE | 23,729 | $257K | 0.0% | $15.11 | 0.0% | COMMON STOCK USD.01 | 61945C103 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 19,679 | $257K | 0.0% | $52.45 | -34.7% | COMMON STOCK USD.01 | 238337109 |
| CPB | CAMPBELL SOUP CO | 5,576 | $257K | 0.0% | $33.46 | +18.5% | COMMON STOCK USD.0375 | 134429109 |
| ELF | ELF BEAUTY INC | 26,017 | $256K | 0.0% | $16.64 | -9.8% | COMMON STOCK USD.01 | 26856L103 |
| RYZ | RYERSON HOLDING CORP | 48,053 | $256K | 0.0% | $10.96 | -19.6% | COMMON STOCK USD.01 | 783754104 |
| WWD | WOODWARD INC | 4,308 | $256K | 0.0% | $70.14 | +42.2% | COMMON STOCK USD.00292 | 980745103 |
| MNRO | MONRO INC | 5,845 | $256K | 0.0% | $60.61 | 0.0% | COMMON STOCK USD.01 | 610236101 |
| AFG | AMERICAN FINANCIAL GROUP INC | 3,633 | $255K | 0.0% | $53.71 | +1.5% | COMMON STOCK | 025932104 |
| NWE | NORTHWESTERN CORP | 4,264 | $255K | 0.0% | $49.34 | +10.5% | COMMON STOCK USD.01 | 668074305 |
| — | COHERENT INC | 2,393 | $255K | 0.0% | $144.42 | — | COMMON STOCK USD.01 | 192479103 |
| UHT | UNIVERSAL HEALTH RLTY INCOME | 2,495 | $252K | 0.0% | $101.00 | — | REIT USD.01 | 91359E105 |
| — | FOUNDATION BUILDING MATERIAL | 24,454 | $252K | 0.0% | $15.50 | — | COMMON STOCK USD.001 | 350392106 |
| — | BIODELIVERY SCIENCES INTL | 66,496 | $252K | 0.0% | $3.79 | — | COMMON STOCK USD.001 | 09060J106 |
| MOH | MOLINA HEALTHCARE INC | 1,788 | $250K | 0.0% | $133.82 | 0.0% | COMMON STOCK USD.001 | 60855R100 |
| — | ANGLOGOLD ASHANTI SPON ADR | 15,000 | $249K | 0.0% | $14.71 | — | ADR | 035128206 |
| — | REALOGY HOLDINGS CORP | 82,355 | $248K | 0.0% | $9.68 | — | COMMON STOCK USD.01 | 75605Y106 |
| KMPR | KEMPER CORP | 3,327 | $247K | 0.0% | $74.59 | +0.4% | COMMON STOCK USD.1 | 488401100 |
| APLE | APPLE HOSPITALITY REIT INC | 26,810 | $246K | 0.0% | $9.18 | — | REIT NPV | 03784Y200 |
| — | HEALTHCARE MERGER CORP A | 25,000 | $246K | 0.0% | $9.84 | — | COMMON STOCK | 42227L102 |
| — | VIRTUSA CORP | 8,593 | $244K | 0.0% | $45.30 | — | COMMON STOCK USD.01 | 92827P102 |
| — | NEW YORK COMMUNITY BANCORP | 26,033 | $244K | 0.0% | $11.59 | — | COMMON STOCK USD.01 | 649445103 |
| — | AVROBIO INC | 15,600 | $243K | 0.0% | $15.58 | — | COMMON STOCK USD.0001 | 05455M100 |
| TOL | TOLL BROTHERS INC | 12,606 | $243K | 0.0% | $38.35 | -1.3% | COMMON STOCK USD.01 | 889478103 |
| NVAX | NOVAVAX INC | 17,810 | $242K | 0.0% | $8.46 | 0.0% | COMMON STOCK USD.01 | 670002401 |
| RHI | ROBERT HALF INTL INC | 6,421 | $242K | 0.0% | $54.75 | -1.1% | COMMON STOCK USD.001 | 770323103 |
| NVCR | NOVOCURE LTD | 3,567 | $240K | 0.0% | $79.03 | 0.0% | COMMON STOCK | G6674U108 |
| USNA | USANA HEALTH SCIENCES INC | 4,150 | $240K | 0.0% | $117.18 | -40.6% | COMMON STOCK USD.001 | 90328M107 |
| KBR | KBR INC | 11,602 | $240K | 0.0% | $19.18 | +25.6% | COMMON STOCK USD.001 | 48242W106 |
| — | MOMENTA PHARMACEUTICALS INC | 8,802 | $239K | 0.0% | $27.15 | — | COMMON STOCK USD.0001 | 60877T100 |
| — | HMS HOLDINGS CORP | 9,446 | $239K | 0.0% | $29.19 | — | COMMON STOCK USD.01 | 40425J101 |
| SVRA | SAVARA INC | 112,342 | $238K | 0.0% | $2.74 | 0.0% | COMMON STOCK USD.001 | 805111101 |
| LW | LAMB WESTON HOLDINGS INC | 4,148 | $237K | 0.0% | $74.80 | 0.0% | COMMON STOCK USD1.0 | 513272104 |
| ORI | OLD REPUBLIC INTL CORP | 15,564 | $237K | 0.0% | $12.39 | +1.7% | COMMON STOCK USD1.0 | 680223104 |
| PII | POLARIS INC | 4,899 | $236K | 0.0% | $90.27 | -9.1% | COMMON STOCK USD.01 | 731068102 |
| AJG | ARTHUR J GALLAGHER CO | 2,897 | $236K | 0.0% | $82.09 | +8.9% | COMMON STOCK USD1.0 | 363576109 |
| EXAS | EXACT SCIENCES CORP | 4,051 | $235K | 0.0% | $94.48 | -14.1% | COMMON STOCK USD.01 | 30063P105 |
| KEY | KEYCORP | 22,575 | $234K | 0.0% | $12.92 | -3.7% | COMMON STOCK USD1.0 | 493267108 |
| YETI | YETI HOLDINGS INC | 11,992 | $234K | 0.0% | $31.51 | -5.9% | COMMON STOCK USD.01 | 98585X104 |
| PGEN | PRECIGEN INC | 68,851 | $234K | 0.0% | $4.32 | 0.0% | COMMON STOCK | 74017N105 |
| BLKB | BLACKBAUD INC | 4,169 | $232K | 0.0% | $75.29 | -6.2% | COMMON STOCK USD.001 | 09227Q100 |
| — | ENDO INTERNATIONAL PLC | 62,642 | $232K | 0.0% | $4.69 | — | COMMON STOCK USD.0001 | G30401106 |
| — | PDL BIOPHARMA INC | 81,762 | $231K | 0.0% | $3.19 | — | COMMON STOCK USD.01 | 69329Y104 |
| FLO | FLOWERS FOODS INC | 11,244 | $231K | 0.0% | $15.06 | +13.4% | COMMON STOCK USD.01 | 343498101 |
| — | JUNIPER NETWORKS INC | 11,995 | $230K | 0.0% | $24.42 | — | COMMON STOCK USD.00001 | 48203R104 |
| OPK | OPKO HEALTH INC | 171,130 | $229K | 0.0% | $1.57 | 0.0% | COMMON STOCK USD.01 | 68375N103 |
| FN | FABRINET | 4,177 | $228K | 0.0% | $60.43 | 0.0% | COMMON STOCK USD.01 | G3323L100 |
| — | MYLAN NV | 15,227 | $227K | 0.0% | $25.00 | — | COMMON STOCK EUR.01 | N59465109 |
| IMAX | IMAX CORP | 24,956 | $226K | 0.0% | $20.41 | -22.4% | COMMON STOCK | 45245E109 |
| AVT | AVNET INC | 8,985 | $226K | 0.0% | $34.91 | -16.2% | COMMON STOCK USD1.0 | 053807103 |
| IBKR | INTERACTIVE BROKERS GRO CL A | 5,206 | $225K | 0.0% | $11.96 | -2.4% | COMMON STOCK USD.01 | 45841N107 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 7,006 | $225K | 0.0% | $102.99 | -13.6% | COMMON STOCK USD.01 | V7780T103 |
| CRI | CARTER S INC | 3,407 | $224K | 0.0% | $75.48 | +5.0% | COMMON STOCK USD.01 | 146229109 |
| EDIT | EDITAS MEDICINE INC | 11,246 | $223K | 0.0% | $23.87 | +5.7% | COMMON STOCK USD.0001 | 28106W103 |
| ETD | ETHAN ALLEN INTERIORS INC | 21,678 | $222K | 0.0% | $11.72 | -18.0% | COMMON STOCK USD.01 | 297602104 |
| FANG | DIAMONDBACK ENERGY INC | 8,449 | $221K | 0.0% | $69.53 | -29.1% | COMMON STOCK USD.01 | 25278X109 |
| — | INTERCEPT PHARMACEUTICALS IN | 3,504 | $221K | 0.0% | $63.07 | — | COMMON STOCK USD.001 | 45845P108 |
| SON | SONOCO PRODUCTS CO | 4,760 | $221K | 0.0% | $43.33 | -0.5% | COMMON STOCK | 835495102 |
| — | BRISTOL MYERS SQUIBB CO | 57,898 | $220K | 0.0% | $3.01 | — | RIGHT | 110122157 |
| BMI | BADGER METER INC | 4,086 | $219K | 0.0% | $58.14 | 0.0% | COMMON STOCK USD1.0 | 056525108 |
| ADMA | ADMA BIOLOGICS INC | 75,936 | $219K | 0.0% | $3.46 | 0.0% | COMMON STOCK USD.0001 | 000899104 |
| SEE | SEALED AIR CORP | 8,863 | $219K | 0.0% | $29.22 | 0.0% | COMMON STOCK USD.1 | 81211K100 |
| MSA | MSA SAFETY INC | 2,168 | $219K | 0.0% | $102.41 | +22.9% | COMMON STOCK | 553498106 |
| — | SYNOVUS FINANCIAL CORP | 12,427 | $218K | 0.0% | $35.74 | — | COMMON STOCK USD1.0 | 87161C501 |
| CIVB | CIVISTA BANCSHARES INC | 14,545 | $218K | 0.0% | $18.31 | -8.9% | COMMON STOCK | 178867107 |
| FFIN | FIRST FINL BANKSHARES INC | 8,080 | $217K | 0.0% | $30.67 | -8.7% | COMMON STOCK USD.01 | 32020R109 |
| — | MOLECULAR TEMPLATES INC | 16,291 | $217K | 0.0% | $13.32 | — | COMMON STOCK USD.001 | 608550109 |
| — | WESTROCK CO | 7,681 | $217K | 0.0% | $38.63 | — | COMMON STOCK | 96145D105 |
| HWM | HOWMET AEROSPACE INC | 13,507 | $217K | 0.0% | $20.51 | 0.0% | COMMON STOCK | 443201108 |
| LZB | LA Z BOY INC | 10,553 | $217K | 0.0% | $27.85 | +2.0% | COMMON STOCK USD1.0 | 505336107 |
| CVBF | CVB FINANCIAL CORP | 10,725 | $215K | 0.0% | $15.85 | 0.0% | COMMON STOCK | 126600105 |
| CROX | CROCS INC | 12,551 | $213K | 0.0% | $34.93 | -8.8% | COMMON STOCK USD.001 | 227046109 |
| — | BLUEROCK RESIDENTIAL GROWTH | 37,990 | $212K | 0.0% | $5.58 | — | REIT USD.01 | 09627J102 |
| MZTI | LANCASTER COLONY CORP | 1,467 | $212K | 0.0% | $148.80 | +1.9% | COMMON STOCK | 513847103 |
| SLM | SLM CORP | 29,358 | $211K | 0.0% | $9.86 | -2.1% | COMMON STOCK USD.2 | 78442P106 |
| CWEN | CLEARWAY ENERGY INC C | 11,203 | $211K | 0.0% | $15.43 | 0.0% | COMMON STOCK | 18539C204 |
| SSTK | SHUTTERSTOCK INC | 6,519 | $210K | 0.0% | $39.97 | 0.0% | COMMON STOCK USD.01 | 825690100 |
| AES | AES CORP | 15,336 | $209K | 0.0% | $12.64 | +14.6% | COMMON STOCK USD.01 | 00130H105 |
| CGNX | COGNEX CORP | 4,960 | $209K | 0.0% | $47.12 | 0.0% | COMMON STOCK USD.002 | 192422103 |
| CCL | CARNIVAL CORP | 15,842 | $209K | 0.0% | $40.65 | -13.2% | COMMON STOCK USD.01 | 143658300 |
| VMI | VALMONT INDUSTRIES | 1,976 | $209K | 0.0% | $126.92 | +2.2% | COMMON STOCK USD1.0 | 920253101 |
| — | TRINSEO SA | 11,567 | $209K | 0.0% | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| TRS | TRIMAS CORP | 9,034 | $209K | 0.0% | $30.79 | -10.9% | COMMON STOCK USD.01 | 896215209 |
| — | AMERICAN CAMPUS COMMUNITIES | 7,545 | $209K | 0.0% | $42.65 | — | REIT USD.01 | 024835100 |
| SCCO | SOUTHERN COPPER CORP | 7,356 | $207K | 0.0% | $26.86 | 0.0% | COMMON STOCK USD.01 | 84265V105 |
| MKC | MCCORMICK CO NON VTG SHRS | 1,468 | $207K | 0.0% | $73.29 | -5.9% | COMMON STOCK | 579780206 |
| — | CLOVIS ONCOLOGY INC | 32,610 | $207K | 0.0% | $10.43 | — | COMMON STOCK USD.001 | 189464100 |
| — | EATON VANCE CORP | 6,393 | $206K | 0.0% | $43.50 | — | COMMON STOCK USD.00390625 | 278265103 |
| NVT | NVENT ELECTRIC PLC | 12,232 | $206K | 0.0% | $20.62 | +0.9% | COMMON STOCK USD.01 | G6700G107 |
| NWL | NEWELL BRANDS INC | 15,457 | $205K | 0.0% | $12.75 | +3.0% | COMMON STOCK USD1.0 | 651229106 |
| — | RETAIL PROPERTIES OF AME A | 39,426 | $204K | 0.0% | $11.68 | — | REIT USD.001 | 76131V202 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 5,677 | $204K | 0.0% | $79.64 | — | REIT USD.01 | 78377T107 |
| CLH | CLEAN HARBORS INC | 3,958 | $203K | 0.0% | $64.77 | +12.7% | COMMON STOCK USD.01 | 184496107 |
| ZUMZ | ZUMIEZ INC | 11,747 | $203K | 0.0% | $28.19 | 0.0% | COMMON STOCK | 989817101 |
| NDAQ | NASDAQ INC | 2,124 | $202K | 0.0% | $28.77 | +13.2% | COMMON STOCK USD.01 | 631103108 |
| CMRE | COSTAMARE INC | 44,714 | $202K | 0.0% | $6.39 | -9.6% | COMMON STOCK USD.0001 | Y1771G102 |
| ARAY | ACCURAY INC | 106,505 | $202K | 0.0% | $2.89 | 0.0% | COMMON STOCK USD.001 | 004397105 |
| BURL | BURLINGTON STORES INC | 1,270 | $201K | 0.0% | $210.54 | 0.0% | COMMON STOCK USD.0001 | 122017106 |
| WHD | CACTUS INC A | 17,276 | $200K | 0.0% | $25.11 | 0.0% | COMMON STOCK USD.01 | 127203107 |
| — | EPIZYME INC | 12,874 | $200K | 0.0% | $15.54 | — | COMMON STOCK USD.0001 | 29428V104 |
| MTRX | MATRIX SERVICE CO | 21,159 | $200K | 0.0% | $19.38 | -20.5% | COMMON STOCK USD.01 | 576853105 |
| BCO | BRINK S CO/THE | 3,815 | $199K | 0.0% | $72.61 | +0.3% | COMMON STOCK USD1.0 | 109696104 |
| AAT | AMERICAN ASSETS TRUST INC | 7,897 | $197K | 0.0% | $41.95 | — | REIT USD.01 | 024013104 |
| RRX | REGAL BELOIT CORP | 3,136 | $197K | 0.0% | $75.56 | +3.9% | COMMON STOCK USD.01 | 758750103 |
| — | MGM GROWTH PROPERTIES LLC A | 8,278 | $196K | 0.0% | $28.79 | — | REIT | 55303A105 |
| BJ | BJ S WHOLESALE CLUB HOLDINGS | 7,673 | $195K | 0.0% | $24.72 | -9.1% | COMMON STOCK USD.01 | 05550J101 |
| DLTR | DOLLAR TREE INC | 2,647 | $194K | 0.0% | $85.14 | 0.0% | COMMON STOCK USD.01 | 256746108 |
| BRX | BRIXMOR PROPERTY GROUP INC | 20,435 | $194K | 0.0% | $18.65 | — | REIT USD.01 | 11120U105 |
| NWN | NORTHWEST NATURAL HOLDING CO | 3,123 | $193K | 0.0% | $69.90 | 0.0% | COMMON STOCK | 66765N105 |
| EWBC | EAST WEST BANCORP INC | 7,333 | $189K | 0.0% | $38.32 | -7.1% | COMMON STOCK USD.001 | 27579R104 |
| — | SEATTLE GENETICS INC | 1,627 | $188K | 0.0% | $115.55 | — | COMMON STOCK USD.001 | 812578102 |
| FLS | FLOWSERVE CORP | 7,863 | $188K | 0.0% | $38.11 | -7.1% | COMMON STOCK USD1.25 | 34354P105 |
| — | TREEHOUSE FOODS INC | 4,236 | $187K | 0.0% | $49.38 | — | COMMON STOCK USD.01 | 89469A104 |
| BKR | BAKER HUGHES CO | 17,753 | $186K | 0.0% | $19.72 | -19.2% | COMMON STOCK USD.0001 | 05722G100 |
| EG | EVEREST RE GROUP LTD | 969 | $186K | 0.0% | $206.75 | +9.2% | COMMON STOCK USD.01 | G3223R108 |
| THG | HANOVER INSURANCE GROUP INC/ | 2,048 | $186K | 0.0% | $91.52 | +17.4% | COMMON STOCK USD.01 | 410867105 |
| — | CERIDIAN HCM HOLDING INC | 3,711 | $186K | 0.0% | $58.94 | +12.4% | COMMON STOCK USD.01 | 15677J108 |
| — | GENMARK DIAGNOSTICS INC | 44,626 | $184K | 0.0% | $4.12 | — | COMMON STOCK USD.0001 | 372309104 |
| — | SPIRIT REALTY CAPITAL INC | 6,961 | $182K | 0.0% | $47.89 | — | REIT USD.05 | 84860W300 |
| RYN | RAYONIER INC | 7,723 | $182K | 0.0% | $23.57 | — | REIT | 754907103 |
| PWR | QUANTA SERVICES INC | 5,719 | $181K | 0.0% | $36.66 | 0.0% | COMMON STOCK USD.00001 | 74762E102 |
| — | NIELSEN HOLDINGS PLC | 14,473 | $181K | 0.0% | $19.62 | — | COMMON STOCK EUR.07 | G6518L108 |
| MOD | MODINE MANUFACTURING CO | 55,361 | $180K | 0.0% | $10.71 | -38.0% | COMMON STOCK USD.625 | 607828100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 273 | $179K | 0.0% | $15.81 | 0.0% | COMMON STOCK USD.01 | 169656105 |
| WEN | WENDY S CO/THE | 11,998 | $179K | 0.0% | $18.16 | +8.3% | COMMON STOCK USD.1 | 95058W100 |
| DKS | DICK S SPORTING GOODS INC | 8,426 | $179K | 0.0% | $28.42 | +12.0% | COMMON STOCK USD.01 | 253393102 |
| — | ENSTAR GROUP LTD | 1,128 | $179K | 0.0% | $158.69 | — | COMMON STOCK USD1.0 | G3075P101 |
| — | RADIUS HEALTH INC | 13,694 | $178K | 0.0% | $25.78 | — | COMMON STOCK USD.0001 | 750469207 |
| THO | THOR INDUSTRIES INC | 4,223 | $178K | 0.0% | $62.12 | -1.0% | COMMON STOCK USD.1 | 885160101 |
| JHG | JANUS HENDERSON GROUP PLC | 11,546 | $177K | 0.0% | $22.93 | -4.0% | COMMON STOCK | G4474Y214 |
| PCH | POTLATCHDELTIC CORP | 5,649 | $177K | 0.0% | $32.54 | — | REIT USD1.0 | 737630103 |
| JBLU | JETBLUE AIRWAYS CORP | 19,655 | $176K | 0.0% | $17.58 | -5.7% | COMMON STOCK USD.01 | 477143101 |
| — | CORELOGIC INC | 5,693 | $174K | 0.0% | $39.20 | — | COMMON STOCK USD1.0 | 21871D103 |
| — | INTERPUBLIC GROUP OF COS INC | 10,729 | $174K | 0.0% | $16.69 | +0.2% | COMMON STOCK USD.1 | 460690100 |
| RAMP | LIVERAMP HOLDINGS INC | 5,252 | $173K | 0.0% | $44.93 | -15.7% | COMMON STOCK USD.1 | 53815P108 |
| — | FOOT LOCKER INC | 7,811 | $172K | 0.0% | $43.28 | — | COMMON STOCK USD.01 | 344849104 |
| — | UMPQUA HOLDINGS CORP | 15,599 | $170K | 0.0% | $15.95 | — | COMMON STOCK | 904214103 |
| HLX | HELIX ENERGY SOLUTIONS GROUP | 103,498 | $170K | 0.0% | $6.59 | 0.0% | COMMON STOCK | 42330P107 |
| CMA | COMERICA INC | 5,793 | $170K | 0.0% | $52.70 | -23.2% | COMMON STOCK USD5.0 | 200340107 |
| EXP | EAGLE MATERIALS INC | 2,918 | $170K | 0.0% | $77.59 | -0.2% | COMMON STOCK USD.01 | 26969P108 |
| — | PACWEST BANCORP | 9,298 | $167K | 0.0% | $41.19 | — | COMMON STOCK | 695263103 |
| TXNM | PNM RESOURCES INC | 4,400 | $167K | 0.0% | $41.90 | +15.6% | COMMON STOCK | 69349H107 |
| OZK | BANK OZK | 10,018 | $167K | 0.0% | $23.34 | -11.9% | COMMON STOCK | 06417N103 |
| SFIX | STITCH FIX INC CLASS A | 13,076 | $166K | 0.0% | $21.69 | 0.0% | COMMON STOCK USD.00002 | 860897107 |
| — | SKECHERS USA INC CL A | 6,996 | $166K | 0.0% | $32.62 | — | COMMON STOCK USD.001 | 830566105 |
| ROL | ROLLINS INC | 4,576 | $165K | 0.0% | $22.98 | 0.0% | COMMON STOCK USD1.0 | 775711104 |
| GL | GLOBE LIFE INC | 2,288 | $165K | 0.0% | $89.71 | 0.0% | COMMON STOCK USD1.0 | 37959E102 |
| LNC | LINCOLN NATIONAL CORP | 6,188 | $163K | 0.0% | $46.70 | -24.0% | COMMON STOCK | 534187109 |
| BC | BRUNSWICK CORP | 4,600 | $163K | 0.0% | $50.84 | -6.9% | COMMON STOCK USD.75 | 117043109 |
| MTZ | MASTEC INC | 4,915 | $161K | 0.0% | $45.25 | +12.4% | COMMON STOCK USD.1 | 576323109 |
| TDC | TERADATA CORP | 7,878 | $161K | 0.0% | $23.04 | 0.0% | COMMON STOCK USD.01 | 88076W103 |
| FNB | FNB CORP | 21,668 | $160K | 0.0% | $9.31 | -10.4% | COMMON STOCK USD.01 | 302520101 |
| — | PERSPECTA INC | 8,768 | $160K | 0.0% | $22.11 | — | COMMON STOCK USD.01 | 715347100 |
| VLY | VALLEY NATIONAL BANCORP | 21,676 | $158K | 0.0% | $10.15 | -3.6% | COMMON STOCK | 919794107 |
| OLN | OLIN CORP | 13,482 | $157K | 0.0% | $16.93 | -23.1% | COMMON STOCK USD1.0 | 680665205 |
| PVH | PVH CORP | 4,179 | $157K | 0.0% | $94.55 | -19.9% | COMMON STOCK USD1.0 | 693656100 |
| IR | INGERSOLL RAND INC | 6,319 | $157K | 0.0% | $31.60 | 0.0% | COMMON STOCK USD.01 | 45687V106 |
| TKR | TIMKEN CO | 4,827 | $156K | 0.0% | $46.64 | +1.4% | COMMON STOCK | 887389104 |
| POST | POST HOLDINGS INC | 1,853 | $154K | 0.0% | $64.99 | 0.0% | COMMON STOCK USD.01 | 737446104 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 3,492 | $153K | 0.0% | $13.87 | +37.0% | COMMON STOCK USD.01 | 88023U101 |
| WEX | WEX INC | 1,467 | $153K | 0.0% | $179.72 | +3.9% | COMMON STOCK USD.01 | 96208T104 |
| HOMB | HOME BANCSHARES INC | 12,776 | $153K | 0.0% | $20.43 | -15.1% | COMMON STOCK USD.01 | 436893200 |
| WLY | WILEY (JOHN) SONS CLASS A | 4,081 | $153K | 0.0% | $38.91 | -11.9% | COMMON STOCK USD1.0 | 968223206 |
| WU | WESTERN UNION CO | 8,436 | $153K | 0.0% | $20.97 | — | COMMON STOCK USD.01 | 959802109 |
| UBSI | UNITED BANKSHARES INC | 6,538 | $151K | 0.0% | $34.06 | -7.8% | COMMON STOCK USD2.5 | 909907107 |
| ACHC | ACADIA HEALTHCARE CO INC | 8,189 | $150K | 0.0% | $32.71 | -12.5% | COMMON STOCK USD.01 | 00404A109 |
| — | PEOPLE S UNITED FINANCIAL | 13,439 | $149K | 0.0% | $11.09 | — | COMMON STOCK USD.01 | 712704105 |
| PNR | PENTAIR PLC | 5,004 | $149K | 0.0% | $38.28 | -3.2% | COMMON STOCK USD.01 | G7S00T104 |
| — | ABEONA THERAPEUTICS INC | 70,638 | $148K | 0.0% | $2.10 | — | COMMON STOCK USD.01 | 00289Y107 |
| TGNA | TEGNA INC | 13,639 | $148K | 0.0% | $13.38 | +19.6% | COMMON STOCK USD1.0 | 87901J105 |
| LFUS | LITTELFUSE INC | 1,104 | $147K | 0.0% | $183.47 | -8.8% | COMMON STOCK USD.01 | 537008104 |
| TRIP | TRIPADVISOR INC | 8,418 | $146K | 0.0% | $25.33 | 0.0% | COMMON STOCK USD.001 | 896945201 |
| — | AMARIN CORP PLC ADR | 36,620 | $146K | 0.0% | $17.50 | — | ADR GBP.1 | 023111206 |
| IBN | ICICI BANK LTD SPON ADR | 17,186 | $146K | 0.0% | $10.63 | — | ADR | 45104G104 |
| WTFC | WINTRUST FINANCIAL CORP | 4,425 | $145K | 0.0% | $74.49 | -25.5% | COMMON STOCK | 97650W108 |
| — | NATIONAL CINEMEDIA INC | 44,404 | $145K | 0.0% | $7.06 | — | COMMON STOCK USD.01 | 635309107 |
| LEG | LEGGETT PLATT INC | 5,434 | $145K | 0.0% | $41.62 | 0.0% | COMMON STOCK USD.01 | 524660107 |
| PFG | PRINCIPAL FINANCIAL GROUP | 4,590 | $144K | 0.0% | $43.43 | -13.2% | COMMON STOCK USD.01 | 74251V102 |
| ASGN | ASGN INC | 4,077 | $144K | 0.0% | $64.18 | -11.7% | COMMON STOCK USD.01 | 00191U102 |
| IVZ | INVESCO LTD | 15,869 | $144K | 0.0% | $15.59 | -25.0% | COMMON STOCK USD.2 | G491BT108 |
| — | SANTANDER CONSUMER USA HOLDI | 10,362 | $144K | 0.0% | $13.90 | — | COMMON STOCK USD.01 | 80283M101 |
| — | AMCOR PLC | 17,676 | $144K | 0.0% | $8.35 | -10.2% | COMMON STOCK USD.01 | G0250X107 |
| — | COLFAX CORP | 7,197 | $143K | 0.0% | $30.49 | — | COMMON STOCK USD.001 | 194014106 |
| VNQ | VANGUARD REAL ESTATE ETF | 2,041 | $143K | 0.0% | $92.73 | — | VANGUARD REAL ESTATE ETF | 922908553 |
| AVTR | AVANTOR INC | 11,426 | $143K | 0.0% | $16.94 | -5.3% | COMMON STOCK USD.01 | 05352A100 |
| BWA | BORGWARNER INC | 5,826 | $142K | 0.0% | $30.06 | -12.1% | COMMON STOCK USD.01 | 099724106 |
| — | MILLENDO THERAPEUTICS INC | 26,985 | $142K | 0.0% | $5.26 | — | COMMON STOCK | 60040X103 |
| HAIN | HAIN CELESTIAL GROUP INC | 5,445 | $141K | 0.0% | $23.89 | +4.4% | COMMON STOCK USD.01 | 405217100 |
| — | POLYONE CORPORATION | 7,456 | $141K | 0.0% | $30.63 | — | COMMON STOCK USD.01 | 73179P106 |
| VNO | VORNADO REALTY TRUST | 3,856 | $140K | 0.0% | $70.36 | — | REIT USD.04 | 929042109 |
| NTCT | NETSCOUT SYSTEMS INC | 5,900 | $140K | 0.0% | $24.75 | +2.5% | COMMON STOCK USD.001 | 64115T104 |
| PK | PARK HOTELS RESORTS INC | 17,520 | $139K | 0.0% | $24.96 | — | REIT USD.01 | 700517105 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $139K | 0.0% | $21.37 | — | ADR USD.00004 | 091727107 |
| AAP | ADVANCE AUTO PARTS INC | 1,478 | $138K | 0.0% | $114.23 | 0.0% | COMMON STOCK USD.0001 | 00751Y106 |
| PEN | PENUMBRA INC | 849 | $137K | 0.0% | $168.48 | 0.0% | COMMON STOCK USD.001 | 70975L107 |
| SBRA | SABRA HEALTH CARE REIT INC | 12,589 | $137K | 0.0% | $22.94 | — | REIT USD.01 | 78573L106 |
| VVV | VALVOLINE INC | 10,471 | $137K | 0.0% | $19.73 | -2.9% | COMMON STOCK USD.01 | 92047W101 |
| WSO | WATSCO INC | 855 | $135K | 0.0% | $158.93 | +6.2% | COMMON STOCK USD.5 | 942622200 |
| IDCC | INTERDIGITAL INC | 3,029 | $135K | 0.0% | $65.68 | -19.8% | COMMON STOCK USD.01 | 45867G101 |
| XRX | XEROX HOLDINGS CORP | 7,135 | $135K | 0.0% | $31.33 | +1.4% | COMMON STOCK USD1.0 | 98421M106 |
| EQT | EQT CORP | 18,915 | $134K | 0.0% | $11.99 | -45.1% | COMMON STOCK | 26884L109 |
| NEU | NEWMARKET CORP | 351 | $134K | 0.0% | $359.32 | +3.6% | COMMON STOCK | 651587107 |
| PEB | PEBBLEBROOK HOTEL TRUST | 12,248 | $133K | 0.0% | $27.76 | — | REIT USD.01 | 70509V100 |
| DXC | DXC TECHNOLOGY CO | 10,202 | $133K | 0.0% | $40.81 | -36.4% | COMMON STOCK USD.01 | 23355L106 |
| AMG | AFFILIATED MANAGERS GROUP | 2,239 | $132K | 0.0% | $98.15 | -24.0% | COMMON STOCK USD.01 | 008252108 |
| — | BANCORPSOUTH BANK | 6,984 | $132K | 0.0% | $26.47 | — | COMMON STOCK | 05971J102 |
| MKSI | MKS INSTRUMENTS INC | 1,621 | $132K | 0.0% | $98.66 | -0.8% | COMMON STOCK | 55306N104 |
| FSLR | FIRST SOLAR INC | 3,644 | $131K | 0.0% | $47.54 | 0.0% | COMMON STOCK USD.001 | 336433107 |
| ON | ON SEMICONDUCTOR CORP | 10,541 | $131K | 0.0% | $20.63 | -5.2% | COMMON STOCK USD.01 | 682189105 |
| — | EXTERRAN CORP | 27,135 | $130K | 0.0% | $4.79 | — | COMMON STOCK USD.01 | 30227H106 |
| UAL | UNITED AIRLINES HOLDINGS INC | 4,108 | $130K | 0.0% | $86.30 | -23.4% | COMMON STOCK USD.01 | 910047109 |
| — | L BRANDS INC | 11,151 | $129K | 0.0% | $25.78 | — | COMMON STOCK USD.5 | 501797104 |
| ASB | ASSOCIATED BANC CORP | 10,030 | $128K | 0.0% | $17.13 | -17.5% | COMMON STOCK USD.01 | 045487105 |
| CUZ | COUSINS PROPERTIES INC | 4,325 | $127K | 0.0% | $36.17 | — | REIT USD1.0 | 222795502 |
| RDWR | RADWARE LTD | 6,000 | $126K | 0.0% | $24.58 | -4.3% | COMMON STOCK ILS.05 | M81873107 |
| ETSY | ETSY INC | 3,251 | $125K | 0.0% | $52.16 | -6.3% | COMMON STOCK USD.001 | 29786A106 |
| BOH | BANK OF HAWAII CORP | 2,269 | $125K | 0.0% | $59.38 | +5.4% | COMMON STOCK USD.01 | 062540109 |
| RJF | RAYMOND JAMES FINANCIAL INC | 1,965 | $124K | 0.0% | $50.21 | +2.6% | COMMON STOCK USD.01 | 754730109 |
| CASY | CASEY S GENERAL STORES INC | 939 | $124K | 0.0% | $132.59 | +17.6% | COMMON STOCK NPV | 147528103 |
| HOG | HARLEY DAVIDSON INC | 6,545 | $124K | 0.0% | $41.17 | -26.5% | COMMON STOCK USD.01 | 412822108 |
| GCO | GENESCO INC | 9,055 | $121K | 0.0% | $33.71 | 0.0% | COMMON STOCK USD1.0 | 371532102 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 4,513 | $121K | 0.0% | $48.71 | -34.6% | COMMON STOCK USD.01 | 00737L103 |
| VSAT | VIASAT INC | 3,327 | $120K | 0.0% | $71.54 | -19.3% | COMMON STOCK USD.0001 | 92552V100 |
| TPR | TAPESTRY INC | 9,293 | $120K | 0.0% | $20.46 | 0.0% | COMMON STOCK USD.01 | 876030107 |
| — | MR COOPER GROUP INC | 16,347 | $120K | 0.0% | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| WHR | WHIRLPOOL CORP | 1,390 | $119K | 0.0% | $137.40 | -4.4% | COMMON STOCK USD1.0 | 963320106 |
| KIM | KIMCO REALTY CORP | 12,338 | $119K | 0.0% | $12.57 | +5.1% | REIT USD.01 | 49446R109 |
| MD | MEDNAX INC | 10,239 | $119K | 0.0% | $33.31 | -38.1% | COMMON STOCK USD.01 | 58502B106 |
| BKH | BLACK HILLS CORP | 1,853 | $119K | 0.0% | $59.44 | 0.0% | COMMON STOCK USD1.0 | 092113109 |
| MHK | MOHAWK INDUSTRIES INC | 1,546 | $118K | 0.0% | $130.74 | -9.4% | COMMON STOCK USD.01 | 608190104 |
| GATX | GATX CORP | 1,888 | $118K | 0.0% | $67.94 | -4.8% | COMMON STOCK USD.625 | 361448103 |
| GT | GOODYEAR TIRE RUBBER CO | 19,996 | $116K | 0.0% | $15.96 | -31.6% | COMMON STOCK | 382550101 |
| CMC | COMMERCIAL METALS CO | 7,265 | $115K | 0.0% | $18.29 | -5.3% | COMMON STOCK USD.01 | 201723103 |
| PENN | PENN NATIONAL GAMING INC | 9,008 | $114K | 0.0% | $24.87 | +1.0% | COMMON STOCK USD.01 | 707569109 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 10,443 | $114K | 0.0% | $54.88 | -26.7% | COMMON STOCK USD.001 | G66721104 |
| EPC | EDGEWELL PERSONAL CARE CO | 4,726 | $114K | 0.0% | $35.00 | -22.1% | COMMON STOCK USD.01 | 28035Q102 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 4,683 | $113K | 0.0% | $37.24 | -5.0% | COMMON STOCK USD.01 | 10922N103 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 2,240 | $112K | 0.0% | $68.23 | -9.1% | COMMON STOCK | 044186104 |
| HWC | HANCOCK WHITNEY CORP | 5,696 | $111K | 0.0% | $40.28 | -14.3% | COMMON STOCK USD3.33 | 410120109 |
| FULT | FULTON FINANCIAL CORP | 9,639 | $111K | 0.0% | $12.05 | -1.5% | COMMON STOCK USD2.5 | 360271100 |
| TDS | TELEPHONE AND DATA SYSTEMS | 6,636 | $111K | 0.0% | $30.80 | -29.6% | COMMON STOCK USD.01 | 879433829 |
| — | GRUBHUB INC | 2,703 | $110K | 0.0% | $40.70 | — | COMMON STOCK USD.0001 | 400110102 |
| MRCY | MERCURY SYSTEMS INC | 1,544 | $110K | 0.0% | $75.77 | 0.0% | COMMON STOCK USD.01 | 589378108 |
| RH | RH | 1,081 | $109K | 0.0% | $186.39 | 0.0% | COMMON STOCK USD.0001 | 74967X103 |
| WERN | WERNER ENTERPRISES INC | 2,942 | $107K | 0.0% | $32.59 | +10.3% | COMMON STOCK USD.01 | 950755108 |
| AYI | ACUITY BRANDS INC | 1,235 | $106K | 0.0% | $129.48 | -16.9% | COMMON STOCK USD.01 | 00508Y102 |
| LOPE | GRAND CANYON EDUCATION INC | 1,390 | $106K | 0.0% | $82.29 | 0.0% | COMMON STOCK USD.01 | 38526M106 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 3,166 | $104K | 0.0% | $33.25 | 0.0% | COMMON STOCK USD.001 | 499049104 |
| SR | SPIRE INC | 1,390 | $104K | 0.0% | $74.82 | — | COMMON STOCK USD1.0 | 84857L101 |
| — | CREE INC | 2,934 | $104K | 0.0% | $35.45 | — | COMMON STOCK USD.00125 | 225447101 |
| NUS | NU SKIN ENTERPRISES INC A | 4,753 | $104K | 0.0% | $47.21 | -48.3% | COMMON STOCK USD.001 | 67018T105 |
| SRE | SEMPRA ENERGY | 919 | $104K | 0.0% | $39.98 | +46.1% | COMMON STOCK | 816851109 |
| — | BROOKFIELD INFRASTRUCTURE A | 3,095 | $101K | 0.0% | $32.63 | — | COMMON STOCK | 11275Q107 |
| LNWO | SCIENTIFIC GAMES CORP | 10,334 | $100K | 0.0% | $22.55 | -9.3% | COMMON STOCK USD.001 | 80874P109 |
| — | WYNDHAM DESTINATIONS INC | 4,598 | $100K | 0.0% | $45.58 | — | COMMON STOCK USD.01 | 98310W108 |
| KSS | KOHLS CORP | 6,863 | $100K | 0.0% | $60.91 | -38.5% | COMMON STOCK USD.01 | 500255104 |
| ZION | ZIONS BANCORP NA | 3,684 | $99,000 | 0.0% | $50.12 | -17.8% | COMMON STOCK USD.001 | 989701107 |
| — | PROPTECH ACQUISITION CORP A | 10,000 | $99,000 | 0.0% | $9.90 | — | COMMON STOCK | 74349F101 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 11,677 | $99,000 | 0.0% | $23.88 | -33.1% | COMMON STOCK USD.1 | 01741R102 |
| NSP | INSPERITY INC | 2,626 | $98,000 | 0.0% | $60.03 | 0.0% | COMMON STOCK USD.01 | 45778Q107 |
| HQY | HEALTHEQUITY INC | 1,930 | $98,000 | 0.0% | $66.40 | 0.0% | COMMON STOCK USD.0001 | 42226A107 |
| CFR | CULLEN/FROST BANKERS INC | 1,699 | $95,000 | 0.0% | $78.54 | -13.2% | COMMON STOCK USD.01 | 229899109 |
| CNK | CINEMARK HOLDINGS INC | 9,357 | $95,000 | 0.0% | $36.79 | -32.0% | COMMON STOCK USD.001 | 17243V102 |
| MLKN | HERMAN MILLER INC | 4,234 | $94,000 | 0.0% | $34.81 | -15.4% | COMMON STOCK USD.2 | 600544100 |
| CBT | CABOT CORP | 3,544 | $93,000 | 0.0% | $41.01 | -19.4% | COMMON STOCK USD1.0 | 127055101 |
| VRE | MACK CALI REALTY CORP | 6,107 | $93,000 | 0.0% | $22.27 | — | REIT USD.01 | 554489104 |
| ICUI | ICU MEDICAL INC | 463 | $93,000 | 0.0% | $192.49 | 0.0% | COMMON STOCK USD.1 | 44930G107 |
| ALK | ALASKA AIR GROUP INC | 3,217 | $92,000 | 0.0% | $60.48 | -10.4% | COMMON STOCK USD.01 | 011659109 |
| — | APACHE CORP | 21,800 | $91,000 | 0.0% | $24.48 | — | COMMON STOCK USD.625 | 037411105 |
| OPLN | KAR AUCTION SERVICES INC | 7,621 | $91,000 | 0.0% | $22.80 | -14.3% | COMMON STOCK USD.01 | 48238T109 |
| PZZA | PAPA JOHN S INTL INC | 1,699 | $91,000 | 0.0% | $50.69 | +2.0% | COMMON STOCK USD.01 | 698813102 |
| — | J.C. PENNEY CO INC | 252,200 | $91,000 | 0.0% | $2.30 | — | COMMON STOCK USD.5 | 708160106 |
| — | ALLETE INC | 1,467 | $89,000 | 0.0% | $60.67 | — | COMMON STOCK | 018522300 |
| R | RYDER SYSTEM INC | 3,293 | $87,000 | 0.0% | $56.68 | -25.7% | COMMON STOCK USD.5 | 783549108 |
| SABR | SABRE CORP | 14,425 | $86,000 | 0.0% | $23.79 | -29.7% | COMMON STOCK USD.01 | 78573M104 |
| DLX | DELUXE CORP | 3,328 | $86,000 | 0.0% | $30.92 | -9.3% | COMMON STOCK USD1.0 | 248019101 |
| RITM | NEW RESIDENTIAL INVESTMENT | 17,157 | $86,000 | 0.0% | $15.83 | — | REIT USD.01 | 64828T201 |
| MUR | MURPHY OIL CORP | 13,898 | $85,000 | 0.0% | $17.03 | -12.6% | COMMON STOCK USD1.0 | 626717102 |
| TEX | TEREX CORP | 5,884 | $84,000 | 0.0% | $29.65 | -23.6% | COMMON STOCK USD.01 | 880779103 |
| WLK | WESTLAKE CHEMICAL CORP | 2,171 | $83,000 | 0.0% | $51.06 | 0.0% | COMMON STOCK USD.01 | 960413102 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTI | 11,610 | $82,000 | 0.0% | $12.82 | -36.7% | COMMON STOCK USD.01 | 01988P108 |
| MAT | MATTEL INC | 9,268 | $82,000 | 0.0% | $12.26 | 0.0% | COMMON STOCK USD1.0 | 577081102 |
| — | GRAFTECH INTERNATIONAL LTD | 9,984 | $81,000 | 0.0% | $8.11 | — | COMMON STOCK USD.01 | 384313508 |
| — | NEKTAR THERAPEUTICS | 4,479 | $80,000 | 0.0% | $17.86 | — | COMMON STOCK USD.0001 | 640268108 |
| TPH | TRI POINTE GROUP INC | 8,757 | $77,000 | 0.0% | $12.83 | +14.0% | COMMON STOCK USD.01 | 87265H109 |
| — | SIX FLAGS ENTERTAINMENT CORP | 6,087 | $76,000 | 0.0% | $47.44 | — | COMMON STOCK | 83001A102 |
| MAC | MACERICH CO/THE | 13,207 | $74,000 | 0.0% | $26.92 | — | REIT USD.01 | 554382101 |
| OI | O I GLASS INC | 10,266 | $73,000 | 0.0% | $9.90 | +10.2% | COMMON STOCK | 67098H104 |
| EPR | EPR PROPERTIES | 3,016 | $73,000 | 0.0% | $63.67 | — | REIT USD.01 | 26884U109 |
| SD | SANDRIDGE ENERGY INC | 79,603 | $72,000 | 0.0% | $21.58 | -89.2% | COMMON STOCK USD.001 | 80007P869 |
| MCY | MERCURY GENERAL CORP | 1,721 | $70,000 | 0.0% | $55.63 | -18.0% | COMMON STOCK | 589400100 |
| UE | URBAN EDGE PROPERTIES | 7,994 | $70,000 | 0.0% | $16.96 | — | REIT USD.01 | 91704F104 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 3,145 | $70,000 | 0.0% | $57.77 | -19.7% | COMMON STOCK USD.01 | 88224Q107 |
| — | DISCOVERY INC C | 4,000 | $70,000 | 0.0% | $24.61 | — | COMMON STOCK USD.01 | 25470F302 |
| ENR | ENERGIZER HOLDINGS INC | 2,239 | $68,000 | 0.0% | $36.23 | 0.0% | COMMON STOCK | 29272W109 |
| WBS | WEBSTER FINANCIAL CORP | 2,934 | $67,000 | 0.0% | $56.61 | -28.1% | COMMON STOCK USD.01 | 947890109 |
| VYX | NCR CORPORATION | 3,728 | $66,000 | 0.0% | $16.26 | +5.6% | COMMON STOCK USD.01 | 62886E108 |
| CRS | CARPENTER TECHNOLOGY | 3,408 | $66,000 | 0.0% | $40.53 | -17.2% | COMMON STOCK USD5.0 | 144285103 |
| — | DOMTAR CORP | 2,927 | $63,000 | 0.0% | $35.09 | — | COMMON STOCK USD.01 | 257559203 |
| SLGN | SILGAN HOLDINGS INC | 2,166 | $63,000 | 0.0% | $27.82 | +8.2% | COMMON STOCK USD.01 | 827048109 |
| DLB | DOLBY LABORATORIES INC CL A | 1,137 | $62,000 | 0.0% | $60.42 | -0.6% | COMMON STOCK USD.001 | 25659T107 |
| CBRL | CRACKER BARREL OLD COUNTRY | 739 | $62,000 | 0.0% | $124.59 | -12.0% | COMMON STOCK USD.01 | 22410J106 |
| — | LGL SYSTEMS ACQUISITION A | 50,000 | $60,000 | 0.0% | $1.20 | — | LGL SYSTEMS ACQUISITI CW26 | 50201G114 |
| LYV | LIVE NATION ENTERTAINMENT IN | 1,323 | $60,000 | 0.0% | $62.67 | -1.4% | COMMON STOCK USD.01 | 538034109 |
| PBF | PBF ENERGY INC CLASS A | 8,341 | $59,000 | 0.0% | $26.90 | -16.6% | COMMON STOCK USD.001 | 69318G106 |
| CMP | COMPASS MINERALS INTERNATION | 1,528 | $59,000 | 0.0% | $44.46 | +8.4% | COMMON STOCK USD.01 | 20451N101 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 2,201 | $59,000 | 0.0% | $30.62 | -2.1% | COMMON STOCK USD1.0 | 459044103 |
| PPC | PILGRIM S PRIDE CORP | 3,259 | $59,000 | 0.0% | $29.05 | -16.0% | COMMON STOCK USD.01 | 72147K108 |
| ADNT | ADIENT PLC | 6,314 | $57,000 | 0.0% | $22.80 | -11.7% | COMMON STOCK USD.001 | G0084W101 |
| TRMK | TRUSTMARK CORP | 2,467 | $57,000 | 0.0% | $25.15 | -1.5% | COMMON STOCK | 898402102 |
| GHC | GRAHAM HOLDINGS CO CLASS B | 166 | $57,000 | 0.0% | $634.83 | -24.9% | COMMON STOCK USD1.0 | 384637104 |
| CAR | AVIS BUDGET GROUP INC | 4,014 | $56,000 | 0.0% | $33.01 | -13.8% | COMMON STOCK USD.01 | 053774105 |
| LGND | LIGAND PHARMACEUTICALS | 772 | $56,000 | 0.0% | $56.68 | 0.0% | COMMON STOCK USD.001 | 53220K504 |
| — | CIT GROUP INC | 3,243 | $56,000 | 0.0% | $17.27 | — | COMMON STOCK USD.01 | 125581801 |
| — | NEXTIER OILFIELD SOLUTIONS I | 46,832 | $55,000 | 0.0% | $6.70 | — | COMMON STOCK USD.01 | 65290C105 |
| JACK | JACK IN THE BOX INC | 1,527 | $54,000 | 0.0% | $81.44 | -16.4% | COMMON STOCK USD.01 | 466367109 |
| URBN | URBAN OUTFITTERS INC | 3,321 | $47,000 | 0.0% | $23.23 | 0.0% | COMMON STOCK USD.0001 | 917047102 |
| TR | TOOTSIE ROLL INDS | 1,313 | $47,000 | 0.0% | $31.98 | -7.4% | COMMON STOCK USD.694 | 890516107 |
| MORN | MORNINGSTAR INC | 398 | $46,000 | 0.0% | $144.90 | 0.0% | COMMON STOCK | 617700109 |
| TRN | TRINITY INDUSTRIES INC | 2,780 | $45,000 | 0.0% | $15.91 | 0.0% | COMMON STOCK USD.01 | 896522109 |
| TMHC | TAYLOR MORRISON HOME CORP | 4,016 | $44,000 | 0.0% | $21.50 | 0.0% | COMMON STOCK USD.00001 | 87724P106 |
| AMCX | AMC NETWORKS INC A | 1,798 | $44,000 | 0.0% | $58.39 | -42.0% | COMMON STOCK | 00164V103 |
| — | BED BATH BEYOND INC | 10,277 | $43,000 | 0.0% | $11.50 | — | COMMON STOCK USD.01 | 075896100 |
| — | CRAFT BREW ALLIANCE INC | 2,820 | $42,000 | 0.0% | $16.50 | — | COMMON STOCK USD.005 | 224122101 |
| — | EQUITRANS MIDSTREAM CORP | 8,418 | $42,000 | 0.0% | $19.35 | — | COMMON STOCK | 294600101 |
| COTY | COTY INC CL A | 7,226 | $37,000 | 0.0% | $11.25 | -17.1% | COMMON STOCK USD.01 | 222070203 |
| KODK | EASTMAN KODAK CO | 18,376 | $32,000 | 0.0% | $8.53 | -64.8% | COMMON STOCK USD.01 | 277461406 |
| CVI | CVR ENERGY INC | 1,848 | $31,000 | 0.0% | $22.68 | -18.5% | COMMON STOCK USD.01 | 12662P108 |
| — | AMERICAN NATIONAL INSURANCE | 327 | $27,000 | 0.0% | $117.61 | — | COMMON STOCK USD1.0 | 028591105 |
| SVC | SERVICE PROPERTIES TRUST | 4,779 | $26,000 | 0.0% | $25.79 | — | REIT USD.01 | 81761L102 |
| NPKI | NEWPARK RESOURCES INC | 28,004 | $25,000 | 0.0% | $7.07 | -47.0% | COMMON STOCK USD.01 | 651718504 |
| PACDEUR | PACIFIC DRILLING SA | 58,497 | $25,000 | 0.0% | $12.38 | — | COMMON STOCK | L7257P205 |
| — | GLOBALSTAR INC | 70,200 | $21,000 | 0.0% | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| — | GORES HOLDINGS IV INC CL A | 24,999 | $14,000 | 0.0% | $0.56 | — | GORES HOLDINGS IV INC CW25 | 382865111 |
| — | MEREDITH CORP | 953 | $12,000 | 0.0% | $52.46 | — | COMMON STOCK USD1.0 | 589433101 |
| — | SCVX CORP CLASS A | 25,000 | $11,000 | 0.0% | $0.44 | — | CVX CORP CLASS A CW25 | G79448117 |
| DOX | AMDOCS LTD | 170 | $9,000 | 0.0% | $59.82 | -1.2% | COMMON STOCK GBP.0001 | G02602103 |
| — | ION GEOPHYSICAL CORP | 6,683 | $8,000 | 0.0% | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| MLCO | MELCO RESORTS ENTERT ADR | 272 | $3,000 | 0.0% | $19.40 | — | ADR USD.01 | 585464100 |
| — | EXPERIENCE INVESTMENT CORP | 1 | $0 | 0.0% | $10.01 | — | UNIT | 30217C208 |
| — | GORES HOLDINGS IV INC | 4 | $0 | 0.0% | — | — | UNIT | 382865202 |
| — | INTERPRIVATE ACQUISITION COR | 2 | $0 | 0.0% | — | — | UNIT | 46064A202 |