Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Jul 24, 2020
Total Value: $4.561B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR SP 500 ETF TRUST | 1,631,763 | $503M | 11.0% | $277.76 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| EFA | ISHARES MSCI EAFE ETF | 3,727,104 | $227M | 5.0% | $65.91 | — | ISHARES MSCI EAFE ETF | 464287465 |
| MSFT | MICROSOFT CORP | 782,915 | $159M | 3.5% | $60.96 | +183.9% | COMMON STOCK USD.00000625 | 594918104 |
| AAPL | APPLE INC | 409,615 | $149M | 3.3% | $27.84 | +169.7% | COMMON STOCK USD.00001 | 037833100 |
| AMZN | AMAZON.COM INC | 47,630 | $131M | 2.9% | $45.15 | +167.5% | COMMON STOCK USD.01 | 023135106 |
| CTVA | CORTEVA INC | 4,260,223 | $114M | 2.5% | $25.02 | -2.7% | COMMON STOCK USD.01 | 22052L104 |
| GOOG | ALPHABET INC CL C | 55,462 | $78.4M | 1.7% | $42.49 | +57.6% | COMMON STOCK USD.001 | 02079K107 |
| EEM | ISHARES MSCI EMERGING MARKETS | 1,847,845 | $73.89M | 1.6% | $42.46 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| META | FACEBOOK INC CLASS A | 276,336 | $62.75M | 1.4% | $129.67 | +59.9% | COMMON STOCK USD.000006 | 30303M102 |
| V | VISA INC CLASS A SHARES | 284,892 | $55.03M | 1.2% | $93.00 | +88.7% | COMMON STOCK USD.0001 | 92826C839 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 243,789 | $52.59M | 1.2% | $163.27 | — | ADR USD.000025 | 01609W102 |
| VOO | VANGUARD SP 500 ETF | 159,683 | $45.26M | 1.0% | $253.69 | — | VANGUARD S+P 500 ETF | 922908363 |
| SPYV | SPDR PORTFOLIO SP 500 VALUE E | 1,559,776 | $45.2M | 1.0% | $28.98 | — | SPDR PORT S+P 500 VALUE | 78464A508 |
| HD | HOME DEPOT INC | 153,594 | $38.48M | 0.8% | $125.79 | +58.8% | COMMON STOCK USD.05 | 437076102 |
| JNJ | JOHNSON JOHNSON | 268,831 | $37.81M | 0.8% | $100.51 | +23.6% | COMMON STOCK USD1.0 | 478160104 |
| MA | MASTERCARD INC A | 125,062 | $36.98M | 0.8% | $189.16 | +44.5% | COMMON STOCK USD.0001 | 57636Q104 |
| JPM | JPMORGAN CHASE CO | 379,082 | $35.66M | 0.8% | $53.80 | +51.9% | COMMON STOCK USD1.0 | 46625H100 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 184,760 | $32.98M | 0.7% | $180.39 | +1.2% | COMMON STOCK USD.0033 | 084670702 |
| DHR | DANAHER CORP W/D | 186,148 | $32.92M | 0.7% | $97.86 | +43.1% | COMMON STOCK USD.01 | 235851102 |
| UNH | UNITEDHEALTH GROUP INC | 97,709 | $28.82M | 0.6% | $147.45 | +77.1% | COMMON STOCK USD.01 | 91324P102 |
| AOS | SMITH (A.O.) CORP | 573,609 | $27.03M | 0.6% | $42.44 | -7.0% | COMMON STOCK USD1.0 | 831865209 |
| BAC | BANK OF AMERICA CORP | 1,121,696 | $26.64M | 0.6% | $19.38 | +6.1% | COMMON STOCK USD.01 | 060505104 |
| PG | PROCTER GAMBLE CO/THE | 212,652 | $25.43M | 0.6% | $77.75 | +30.6% | COMMON STOCK | 742718109 |
| EWC | ISHARES MSCI CANADA ETF | 979,456 | $25.35M | 0.6% | $21.85 | — | ISHARES MSCI CANADA ETF | 464286509 |
| AME | AMETEK INC | 281,402 | $25.15M | 0.6% | $68.88 | +17.3% | COMMON STOCK USD.01 | 031100100 |
| PLD | PROLOGIS INC | 269,106 | $25.12M | 0.6% | $58.05 | +31.4% | REIT USD.01 | 74340W103 |
| LMT | LOCKHEED MARTIN CORP | 65,861 | $24.03M | 0.5% | $327.14 | -1.0% | COMMON STOCK USD1.0 | 539830109 |
| DIS | WALT DISNEY CO/THE | 210,023 | $23.42M | 0.5% | $105.40 | +2.3% | COMMON STOCK USD.01 | 254687106 |
| COST | COSTCO WHOLESALE CORP | 73,688 | $22.34M | 0.5% | $172.90 | +61.5% | COMMON STOCK USD.005 | 22160K105 |
| IEX | IDEX CORP | 140,065 | $22.14M | 0.5% | $131.76 | +8.3% | COMMON STOCK USD.01 | 45167R104 |
| ELV | ANTHEM INC | 84,072 | $22.11M | 0.5% | $215.88 | +14.5% | COMMON STOCK USD.01 | 036752103 |
| EQIX | EQUINIX INC | 31,363 | $22.03M | 0.5% | $389.94 | +56.1% | REIT USD.001 | 29444U700 |
| UNP | UNION PACIFIC CORP | 129,762 | $21.94M | 0.5% | $137.46 | +2.9% | COMMON STOCK USD2.5 | 907818108 |
| CMCSA | COMCAST CORP CLASS A | 534,721 | $20.84M | 0.5% | $29.07 | +12.7% | COMMON STOCK USD.01 | 20030N101 |
| ADI | ANALOG DEVICES INC | 168,467 | $20.66M | 0.5% | $80.21 | +23.9% | COMMON STOCK USD.167 | 032654105 |
| MRK | MERCK CO. INC. | 262,492 | $20.3M | 0.4% | $42.72 | +47.2% | COMMON STOCK USD.5 | 58933Y105 |
| NVDA | NVIDIA CORP | 51,023 | $19.38M | 0.4% | $5.18 | +55.7% | COMMON STOCK USD.001 | 67066G104 |
| CVX | CHEVRON CORP | 217,067 | $19.37M | 0.4% | $76.58 | -8.8% | COMMON STOCK USD.75 | 166764100 |
| DG | DOLLAR GENERAL CORP | 101,096 | $19.26M | 0.4% | $124.07 | +34.7% | COMMON STOCK USD.875 | 256677105 |
| — | LEGG MASON INC | 384,569 | $19.13M | 0.4% | $48.38 | — | COMMON STOCK USD.1 | 524901105 |
| AMT | AMERICAN TOWER CORP | 70,645 | $18.27M | 0.4% | $114.49 | +83.9% | REIT USD.01 | 03027X100 |
| ABT | ABBOTT LABORATORIES | 191,329 | $17.49M | 0.4% | $66.82 | +22.6% | COMMON STOCK | 002824100 |
| — | TIFFANY CO | 143,392 | $17.48M | 0.4% | $130.71 | — | COMMON STOCK USD.01 | 886547108 |
| ADBE | ADOBE INC | 39,608 | $17.24M | 0.4% | $252.25 | +46.9% | COMMON STOCK USD.0001 | 00724F101 |
| CRM | SALESFORCE.COM INC | 90,501 | $16.95M | 0.4% | $136.22 | +22.2% | COMMON STOCK USD.001 | 79466L302 |
| CSX | CSX CORP | 230,085 | $16.05M | 0.4% | $19.07 | +7.6% | COMMON STOCK USD1.0 | 126408103 |
| GOOGL | ALPHABET INC CL A | 11,099 | $15.74M | 0.3% | $47.83 | +39.9% | COMMON STOCK USD.001 | 02079K305 |
| NFLX | NETFLIX INC | 34,566 | $15.73M | 0.3% | $32.55 | +30.8% | COMMON STOCK USD.001 | 64110L106 |
| TXN | TEXAS INSTRUMENTS INC | 123,788 | $15.72M | 0.3% | $59.94 | +66.0% | COMMON STOCK USD1.0 | 882508104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 54,024 | $15.68M | 0.3% | $169.52 | +59.9% | COMMON STOCK USD.01 | 92532F100 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 169,959 | $15.57M | 0.3% | $77.44 | +10.0% | COMMON STOCK USD.01 | 45866F104 |
| SPGI | SP GLOBAL INC | 45,260 | $14.91M | 0.3% | $184.16 | +55.8% | COMMON STOCK USD1.0 | 78409V104 |
| MSCI | MSCI INC | 44,100 | $14.72M | 0.3% | $159.45 | +91.7% | COMMON STOCK USD.01 | 55354G100 |
| NKE | NIKE INC CL B | 147,557 | $14.47M | 0.3% | $75.69 | +12.9% | COMMON STOCK | 654106103 |
| BDX | BECTON DICKINSON AND CO | 60,267 | $14.42M | 0.3% | $178.34 | +23.5% | COMMON STOCK USD1.0 | 075887109 |
| TT | TRANE TECHNOLOGIES PLC | 161,300 | $14.35M | 0.3% | $92.86 | -13.1% | COMMON STOCK USD1.0 | G8994E103 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 141,322 | $13.77M | 0.3% | $97.46 | — | ISHARES RUSSELL 2000 VALUE E | 464287630 |
| TJX | TJX COMPANIES INC | 272,031 | $13.75M | 0.3% | $40.57 | +14.9% | COMMON STOCK USD1.0 | 872540109 |
| FNF | FIDELITY NATIONAL FINANCIAL | 443,380 | $13.59M | 0.3% | $25.90 | -18.0% | COMMON STOCK USD.0001 | 31620R303 |
| — | LOGMEIN INC | 159,786 | $13.54M | 0.3% | $84.14 | — | COMMON STOCK USD.01 | 54142L109 |
| IJJ | ISHARES SP MID CAP 400 VALUE | 101,561 | $13.5M | 0.3% | $132.94 | — | ISHARES S+P MID CAP 400 VALU | 464287705 |
| PGR | PROGRESSIVE CORP | 165,465 | $13.26M | 0.3% | $64.81 | +2.4% | COMMON STOCK USD1.0 | 743315103 |
| PYPL | PAYPAL HOLDINGS INC | 73,342 | $12.78M | 0.3% | $101.16 | +36.3% | COMMON STOCK USD.0001 | 70450Y103 |
| BX | BLACKSTONE GROUP INC/THE A | 223,866 | $12.68M | 0.3% | $41.86 | +3.9% | COMMON STOCK USD.00001 | 09260D107 |
| INTC | INTEL CORP | 204,326 | $12.22M | 0.3% | $40.61 | +31.0% | COMMON STOCK USD.001 | 458140100 |
| VZ | VERIZON COMMUNICATIONS INC | 221,127 | $12.19M | 0.3% | $33.83 | +20.5% | COMMON STOCK USD.1 | 92343V104 |
| APH | AMPHENOL CORP CL A | 127,181 | $12.19M | 0.3% | $20.85 | +1.6% | COMMON STOCK USD.001 | 032095101 |
| MTD | METTLER TOLEDO INTERNATIONAL | 15,056 | $12.13M | 0.3% | $605.14 | +22.9% | COMMON STOCK USD.01 | 592688105 |
| SHW | SHERWIN WILLIAMS CO/THE | 20,648 | $11.93M | 0.3% | $130.90 | +31.1% | COMMON STOCK USD1.0 | 824348106 |
| DE | DEERE CO | 74,822 | $11.76M | 0.3% | $140.69 | -4.6% | COMMON STOCK USD1.0 | 244199105 |
| WMT | WALMART INC | 98,153 | $11.76M | 0.3% | $31.02 | +22.7% | COMMON STOCK USD.1 | 931142103 |
| EL | ESTEE LAUDER COMPANIES CL A | 62,238 | $11.74M | 0.3% | $99.80 | +65.9% | COMMON STOCK USD.01 | 518439104 |
| TGT | TARGET CORP | 97,471 | $11.69M | 0.3% | $88.91 | +10.4% | COMMON STOCK USD.0833 | 87612E106 |
| AXP | AMERICAN EXPRESS CO | 122,031 | $11.62M | 0.3% | $94.86 | -9.7% | COMMON STOCK USD.2 | 025816109 |
| ORLY | O REILLY AUTOMOTIVE INC | 27,444 | $11.57M | 0.3% | $21.36 | +22.3% | COMMON STOCK USD.01 | 67103H107 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 216,219 | $11.05M | 0.2% | $37.60 | +18.5% | COMMON STOCK | 609207105 |
| — | BLACKROCK INC | 20,253 | $11.02M | 0.2% | $432.49 | — | COMMON STOCK USD.01 | 09247X101 |
| EXC | EXELON CORP | 300,861 | $10.92M | 0.2% | $19.03 | +14.1% | COMMON STOCK | 30161N101 |
| VRSK | VERISK ANALYTICS INC | 62,995 | $10.72M | 0.2% | $121.82 | +25.1% | COMMON STOCK USD.001 | 92345Y106 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 57,619 | $10.05M | 0.2% | $193.95 | -15.8% | COMMON STOCK USD.01 | 446413106 |
| MPC | MARATHON PETROLEUM CORP | 268,226 | $10.03M | 0.2% | $52.20 | -47.9% | COMMON STOCK USD.01 | 56585A102 |
| A | AGILENT TECHNOLOGIES INC | 113,078 | $9.993M | 0.2% | $78.89 | 0.0% | COMMON STOCK USD.01 | 00846U101 |
| RSG | REPUBLIC SERVICES INC | 121,580 | $9.976M | 0.2% | $74.57 | -0.1% | COMMON STOCK USD.01 | 760759100 |
| IJH | ISHARES CORE SP MID CAP ETF | 55,922 | $9.944M | 0.2% | $174.30 | — | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| — | TAUBMAN CENTERS INC | 261,021 | $9.856M | 0.2% | $41.96 | — | REIT USD.01 | 876664103 |
| AMAT | APPLIED MATERIALS INC | 160,977 | $9.731M | 0.2% | $43.67 | +17.3% | COMMON STOCK USD.01 | 038222105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 26,715 | $9.68M | 0.2% | $245.05 | +34.8% | COMMON STOCK USD1.0 | 883556102 |
| — | MEET GROUP INC/THE | 1,533,300 | $9.568M | 0.2% | $5.87 | — | COMMON STOCK USD.001 | 58513U101 |
| COP | CONOCOPHILLIPS | 226,170 | $9.504M | 0.2% | $39.81 | -17.3% | COMMON STOCK USD.01 | 20825C104 |
| CL | COLGATE PALMOLIVE CO | 129,297 | $9.472M | 0.2% | $59.63 | +4.6% | COMMON STOCK USD1.0 | 194162103 |
| FMC | FMC CORP | 94,993 | $9.463M | 0.2% | $77.69 | +0.3% | COMMON STOCK USD.1 | 302491303 |
| — | WRIGHT MEDICAL GROUP NV | 310,900 | $9.24M | 0.2% | $28.65 | — | COMMON STOCK USD.03 | N96617118 |
| T | AT T INC | 302,667 | $9.15M | 0.2% | $14.89 | +4.0% | COMMON STOCK USD1.0 | 00206R102 |
| CHD | CHURCH DWIGHT CO INC | 117,757 | $9.103M | 0.2% | $65.57 | +3.9% | COMMON STOCK USD1.0 | 171340102 |
| ACN | ACCENTURE PLC CL A | 42,045 | $9.028M | 0.2% | $153.48 | +13.8% | COMMON STOCK USD.0000225 | G1151C101 |
| ROP | ROPER TECHNOLOGIES INC | 22,813 | $8.857M | 0.2% | $295.35 | +17.3% | COMMON STOCK USD.01 | 776696106 |
| MCD | MCDONALD S CORP | 47,266 | $8.719M | 0.2% | $141.87 | +13.5% | COMMON STOCK USD.01 | 580135101 |
| PM | PHILIP MORRIS INTERNATIONAL | 123,745 | $8.67M | 0.2% | $58.20 | -5.9% | COMMON STOCK | 718172109 |
| MCO | MOODY S CORP | 31,429 | $8.634M | 0.2% | $137.27 | +76.6% | COMMON STOCK USD.01 | 615369105 |
| CTAS | CINTAS CORP | 32,032 | $8.532M | 0.2% | $36.37 | +50.3% | COMMON STOCK | 172908105 |
| MRSH | MARSH MCLENNAN COS | 79,063 | $8.489M | 0.2% | $72.57 | +28.2% | COMMON STOCK USD1.0 | 571748102 |
| BSX | BOSTON SCIENTIFIC CORP | 241,252 | $8.47M | 0.2% | $34.02 | +5.9% | COMMON STOCK USD.01 | 101137107 |
| — | EL PASO ELECTRIC CO | 125,900 | $8.435M | 0.2% | $65.34 | — | COMMON STOCK | 283677854 |
| — | ADVANCED DISPOSAL SERVICES I | 276,600 | $8.345M | 0.2% | $31.54 | — | COMMON STOCK USD.01 | 00790X101 |
| — | FORESCOUT TECHNOLOGIES INC | 392,707 | $8.325M | 0.2% | $31.59 | — | COMMON STOCK USD.01 | 34553D101 |
| KO | COCA COLA CO/THE | 184,116 | $8.226M | 0.2% | $40.55 | -4.5% | COMMON STOCK USD.25 | 191216100 |
| VRSN | VERISIGN INC | 39,253 | $8.119M | 0.2% | $124.63 | +65.1% | COMMON STOCK USD.001 | 92343E102 |
| TMUS | T MOBILE US INC | 77,557 | $8.078M | 0.2% | $88.00 | +5.2% | COMMON STOCK USD.0001 | 872590104 |
| APD | AIR PRODUCTS CHEMICALS INC | 33,092 | $7.99M | 0.2% | $143.83 | +38.1% | COMMON STOCK USD1.0 | 009158106 |
| — | TECH DATA CORP | 54,298 | $7.868M | 0.2% | $120.76 | — | COMMON STOCK USD.0015 | 878237106 |
| FICO | FAIR ISAAC CORP | 18,620 | $7.784M | 0.2% | $170.23 | +114.4% | COMMON STOCK USD.01 | 303250104 |
| — | US CONCRETE INC | 311,468 | $7.724M | 0.2% | $23.08 | — | COMMON STOCK USD.001 | 90333L201 |
| — | CAESARS HOLDINGS INC | 635,312 | $7.706M | 0.2% | $9.01 | — | COMMON STOCK USD.01 | 127686103 |
| PEP | PEPSICO INC | 57,373 | $7.588M | 0.2% | $82.83 | +33.7% | COMMON STOCK USD.017 | 713448108 |
| WAT | WATERS CORP | 42,017 | $7.58M | 0.2% | $196.88 | -4.0% | COMMON STOCK USD.01 | 941848103 |
| ORCL | ORACLE CORP | 134,709 | $7.445M | 0.2% | $40.02 | +22.4% | COMMON STOCK USD.01 | 68389X105 |
| CSCO | CISCO SYSTEMS INC | 154,710 | $7.216M | 0.2% | $26.35 | +40.4% | COMMON STOCK USD.001 | 17275R102 |
| ABBV | ABBVIE INC | 72,530 | $7.121M | 0.2% | $58.75 | +20.0% | COMMON STOCK USD.01 | 00287Y109 |
| BKNG | BOOKING HOLDINGS INC | 4,436 | $7.064M | 0.2% | $1785.45 | -16.1% | COMMON STOCK USD.008 | 09857L108 |
| NEE | NEXTERA ENERGY INC | 29,187 | $7.01M | 0.2% | $35.54 | +46.3% | COMMON STOCK USD.01 | 65339F101 |
| BMY | BRISTOL MYERS SQUIBB CO | 117,585 | $6.914M | 0.2% | $45.92 | +4.4% | COMMON STOCK USD.1 | 110122108 |
| CCK | CROWN HOLDINGS INC | 105,914 | $6.898M | 0.2% | $53.80 | +11.1% | COMMON STOCK USD5.0 | 228368106 |
| BA | BOEING CO/THE | 36,623 | $6.713M | 0.1% | $274.78 | -44.1% | COMMON STOCK USD5.0 | 097023105 |
| IQV | IQVIA HOLDINGS INC | 47,241 | $6.703M | 0.1% | $135.53 | -0.0% | COMMON STOCK USD.01 | 46266C105 |
| MDT | MEDTRONIC PLC | 72,969 | $6.691M | 0.1% | $79.17 | +3.3% | COMMON STOCK USD.1 | G5960L103 |
| DPZ | DOMINO S PIZZA INC | 18,082 | $6.68M | 0.1% | $225.62 | +52.4% | COMMON STOCK USD.01 | 25754A201 |
| AZO | AUTOZONE INC | 5,883 | $6.637M | 0.1% | $754.78 | +39.6% | COMMON STOCK USD.01 | 053332102 |
| LLY | ELI LILLY CO | 39,122 | $6.423M | 0.1% | $109.03 | +32.0% | COMMON STOCK | 532457108 |
| DLR | DIGITAL REALTY TRUST INC | 44,715 | $6.354M | 0.1% | $92.97 | +25.2% | REIT USD.01 | 253868103 |
| AMGN | AMGEN INC | 24,891 | $5.871M | 0.1% | $121.58 | +57.7% | COMMON STOCK USD.0001 | 031162100 |
| FE | FIRSTENERGY CORP | 151,051 | $5.858M | 0.1% | $30.76 | +6.0% | COMMON STOCK USD.1 | 337932107 |
| ODFL | OLD DOMINION FREIGHT LINE | 34,531 | $5.856M | 0.1% | $53.67 | +37.8% | COMMON STOCK USD.1 | 679580100 |
| EEFT | EURONET WORLDWIDE INC | 58,680 | $5.623M | 0.1% | $145.64 | -36.6% | COMMON STOCK USD.02 | 298736109 |
| DAL | DELTA AIR LINES INC | 199,672 | $5.601M | 0.1% | $35.58 | -30.4% | COMMON STOCK USD.0001 | 247361702 |
| ACWI | ISHARES MSCI ACWI ETF | 75,588 | $5.572M | 0.1% | $78.44 | — | ISHARES MSCI ACWI ETF | 464288257 |
| PSA | PUBLIC STORAGE | 28,924 | $5.55M | 0.1% | $143.97 | +5.3% | REIT USD.1 | 74460D109 |
| INVH | INVITATION HOMES INC | 200,426 | $5.518M | 0.1% | $21.20 | +0.1% | REIT USD.01 | 46187W107 |
| ALSN | ALLISON TRANSMISSION HOLDING | 146,858 | $5.401M | 0.1% | $33.20 | -1.7% | COMMON STOCK USD.01 | 01973R101 |
| BF/B | BROWN FORMAN CORP CLASS B | 84,524 | $5.381M | 0.1% | $44.42 | +29.5% | COMMON STOCK USD.15 | 115637209 |
| SSNC | SSC TECHNOLOGIES HOLDINGS | 94,803 | $5.354M | 0.1% | $54.92 | -0.8% | COMMON STOCK USD.01 | 78467J100 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 67,646 | $5.262M | 0.1% | $40.87 | +66.2% | COMMON STOCK USD.01 | 099502106 |
| JOYY | JOYY INC | 59,368 | $5.257M | 0.1% | $58.75 | — | ADR USD.00001 | 46591M109 |
| — | DELPHI TECHNOLOGIES PLC | 364,460 | $5.179M | 0.1% | $8.16 | — | COMMON STOCK USD.01 | G2709G107 |
| PRI | PRIMERICA INC | 43,555 | $5.079M | 0.1% | $107.66 | -1.2% | COMMON STOCK | 74164M108 |
| PFE | PFIZER INC | 154,618 | $5.056M | 0.1% | $22.40 | +16.0% | COMMON STOCK USD.05 | 717081103 |
| IP | INTERNATIONAL PAPER CO | 138,746 | $4.885M | 0.1% | $27.56 | -10.0% | COMMON STOCK USD1.0 | 460146103 |
| LII | LENNOX INTERNATIONAL INC | 20,600 | $4.8M | 0.1% | $192.77 | -2.2% | COMMON STOCK USD.01 | 526107107 |
| — | JUNIPER INDUSTRIAL HLDGS A | 475,000 | $4.736M | 0.1% | $9.62 | — | COMMON STOCK | 48205G106 |
| NSC | NORFOLK SOUTHERN CORP | 26,565 | $4.664M | 0.1% | $149.38 | +1.1% | COMMON STOCK USD1.0 | 655844108 |
| XOM | EXXON MOBIL CORP | 102,135 | $4.567M | 0.1% | $36.92 | -5.7% | COMMON STOCK | 30231G102 |
| AVB | AVALONBAY COMMUNITIES INC | 29,319 | $4.534M | 0.1% | $134.40 | -3.5% | REIT USD.01 | 053484101 |
| SBUX | STARBUCKS CORP | 61,584 | $4.532M | 0.1% | $60.94 | +8.8% | COMMON STOCK USD.001 | 855244109 |
| EBAY | EBAY INC | 86,289 | $4.526M | 0.1% | $35.18 | +9.2% | COMMON STOCK USD.001 | 278642103 |
| ALL | ALLSTATE CORP | 46,435 | $4.504M | 0.1% | $82.17 | +4.2% | COMMON STOCK USD.01 | 020002101 |
| FR | FIRST INDUSTRIAL REALTY TR | 115,345 | $4.434M | 0.1% | $30.86 | — | REIT USD.01 | 32054K103 |
| — | BARRICK GOLD CORP | 163,211 | $4.397M | 0.1% | $26.94 | — | COMMON STOCK | 067901108 |
| MNST | MONSTER BEVERAGE CORP | 63,388 | $4.394M | 0.1% | $30.23 | +8.0% | COMMON STOCK | 61174X109 |
| JKHY | JACK HENRY ASSOCIATES INC | 23,841 | $4.387M | 0.1% | $100.48 | +62.0% | COMMON STOCK USD.01 | 426281101 |
| EMN | EASTMAN CHEMICAL CO | 62,564 | $4.357M | 0.1% | $54.11 | -4.4% | COMMON STOCK USD.01 | 277432100 |
| QCOM | QUALCOMM INC | 47,309 | $4.315M | 0.1% | $63.32 | +12.1% | COMMON STOCK USD.0001 | 747525103 |
| GS | GOLDMAN SACHS GROUP INC | 21,813 | $4.311M | 0.1% | $174.21 | -5.8% | COMMON STOCK USD.01 | 38141G104 |
| TX | TERNIUM SA SPONSORED ADR | 280,407 | $4.254M | 0.1% | $25.26 | — | ADR USD1.0 | 880890108 |
| — | LAM RESEARCH CORP | 13,125 | $4.245M | 0.1% | $148.59 | — | COMMON STOCK USD.001 | 512807108 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 68,393 | $4.214M | 0.1% | $54.61 | 0.0% | COMMON STOCK USD1.0 | 75513E101 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 375,000 | $4.193M | 0.1% | $11.18 | — | COMMON STOCK | G8251K107 |
| — | E TRADE FINANCIAL CORP | 83,181 | $4.137M | 0.1% | $35.01 | — | COMMON STOCK USD.01 | 269246401 |
| HEI | HEICO CORP | 41,349 | $4.12M | 0.1% | $85.44 | +8.1% | COMMON STOCK USD.01 | 422806109 |
| LOW | LOWE S COS INC | 30,386 | $4.106M | 0.1% | $91.27 | +13.2% | COMMON STOCK USD.5 | 548661107 |
| ADSK | AUTODESK INC | 17,104 | $4.091M | 0.1% | $177.48 | +10.8% | COMMON STOCK USD.01 | 052769106 |
| CVS | CVS HEALTH CORP | 62,804 | $4.08M | 0.1% | $53.76 | -2.2% | COMMON STOCK USD.01 | 126650100 |
| — | TD AMERITRADE HOLDING CORP | 111,200 | $4.045M | 0.1% | $41.21 | — | COMMON STOCK USD.01 | 87236Y108 |
| PPG | PPG INDUSTRIES INC | 37,892 | $4.019M | 0.1% | $88.39 | -2.3% | COMMON STOCK USD1.67 | 693506107 |
| IBM | INTL BUSINESS MACHINES CORP | 33,246 | $4.015M | 0.1% | $101.79 | -10.2% | COMMON STOCK USD.2 | 459200101 |
| TDY | TELEDYNE TECHNOLOGIES INC | 12,863 | $4M | 0.1% | $225.30 | +45.9% | COMMON STOCK USD.01 | 879360105 |
| — | IBERIABANK CORP | 87,500 | $3.985M | 0.1% | $45.83 | — | COMMON STOCK USD1.0 | 450828108 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 70,161 | $3.983M | 0.1% | $27.35 | — | ADR | 874039100 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 12,082 | $3.969M | 0.1% | $202.95 | +35.0% | COMMON STOCK USD.01 | 303075105 |
| — | FOLEY TRASIMENE ACQUISITION | 365,000 | $3.895M | 0.1% | $10.67 | — | UNIT USD.0001 | 34431F203 |
| EXR | EXTRA SPACE STORAGE INC | 41,917 | $3.872M | 0.1% | $56.67 | +32.3% | REIT USD.01 | 30225T102 |
| — | DUKE REALTY CORP | 109,023 | $3.858M | 0.1% | $33.27 | — | REIT USD.01 | 264411505 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 61,606 | $3.849M | 0.1% | $76.21 | — | REIT USD.01 | 29472R108 |
| — | FLYING EAGLE ACQUISITION A | 350,000 | $3.843M | 0.1% | $10.98 | — | COMMON STOCK USD.0001 | 34407Y103 |
| MPT | MEDICAL PROPERTIES TRUST INC | 204,425 | $3.843M | 0.1% | $17.47 | — | REIT USD.001 | 58463J304 |
| CHE | CHEMED CORP | 8,428 | $3.802M | 0.1% | $261.60 | +67.5% | COMMON STOCK USD1.0 | 16359R103 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 66,895 | $3.801M | 0.1% | $51.25 | -3.8% | COMMON STOCK USD.01 | 192446102 |
| EQR | EQUITY RESIDENTIAL | 64,521 | $3.795M | 0.1% | $52.01 | -4.5% | REIT USD.01 | 29476L107 |
| — | SUSTAINABLE OPPORTUNITIES | 375,000 | $3.788M | 0.1% | $10.10 | — | UNIT USD.0001 | G8598Y125 |
| BRO | BROWN BROWN INC | 92,541 | $3.772M | 0.1% | $28.21 | +31.6% | COMMON STOCK USD.1 | 115236101 |
| FBIN | FORTUNE BRANDS HOME SECURI | 58,819 | $3.76M | 0.1% | $42.58 | +0.4% | COMMON STOCK USD.01 | 34964C106 |
| — | IHS MARKIT LTD | 49,777 | $3.758M | 0.1% | $63.52 | — | COMMON STOCK USD.01 | G47567105 |
| WELL | WELLTOWER INC | 72,301 | $3.742M | 0.1% | $57.51 | -27.4% | REIT USD1.0 | 95040Q104 |
| — | INTERPRIVATE ACQUISITION COR | 374,998 | $3.72M | 0.1% | $9.59 | — | COMMON STOCK USD.0001 | 46064A103 |
| EVRG | EVERGY INC | 62,492 | $3.705M | 0.1% | $51.77 | -8.6% | COMMON STOCK | 30034W106 |
| SPG | SIMON PROPERTY GROUP INC | 54,122 | $3.701M | 0.1% | $97.71 | -53.4% | REIT USD.0001 | 828806109 |
| VST | VISTRA CORP | 197,717 | $3.681M | 0.1% | $20.30 | -18.2% | COMMON STOCK USD.01 | 92840M102 |
| — | LANDCADIA HOLDINGS II INC A | 225,000 | $3.679M | 0.1% | $9.88 | — | COMMON STOCK USD.0001 | 51476X105 |
| — | CERNER CORP | 53,456 | $3.664M | 0.1% | $66.86 | — | COMMON STOCK USD.01 | 156782104 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 22,455 | $3.643M | 0.1% | $97.04 | +25.7% | REIT USD.01 | 015271109 |
| — | KANSAS CITY SOUTHERN | 24,187 | $3.611M | 0.1% | $145.86 | — | COMMON STOCK USD.01 | 485170302 |
| HUM | HUMANA INC | 9,285 | $3.6M | 0.1% | $305.23 | +16.5% | COMMON STOCK USD.166 | 444859102 |
| EA | ELECTRONIC ARTS INC | 27,198 | $3.591M | 0.1% | $102.92 | +11.6% | COMMON STOCK USD.01 | 285512109 |
| CFG | CITIZENS FINANCIAL GROUP | 142,251 | $3.59M | 0.1% | $25.09 | -29.3% | COMMON STOCK USD.01 | 174610105 |
| — | EZCORP INC | 4,635,000 | $3.584M | 0.1% | $0.90 | — | COMPANY GUAR 05/25 2.375 | 302301AE6 |
| — | ANSYS INC | 12,016 | $3.505M | 0.1% | $237.31 | — | COMMON STOCK USD.01 | 03662Q105 |
| FTNT | FORTINET INC | 25,465 | $3.496M | 0.1% | $14.96 | +67.9% | COMMON STOCK USD.001 | 34959E109 |
| MAS | MASCO CORP | 69,437 | $3.486M | 0.1% | $38.20 | +3.1% | COMMON STOCK USD1.0 | 574599106 |
| O | REALTY INCOME CORP | 58,521 | $3.482M | 0.1% | $39.07 | +2.7% | REIT USD1.0 | 756109104 |
| AVGO | BROADCOM INC | 10,637 | $3.357M | 0.1% | $22.02 | +11.4% | COMMON STOCK | 11135F101 |
| ROK | ROCKWELL AUTOMATION INC | 15,482 | $3.298M | 0.1% | $163.14 | +7.6% | COMMON STOCK USD1.0 | 773903109 |
| WST | WEST PHARMACEUTICAL SERVICES | 14,421 | $3.276M | 0.1% | $142.20 | +36.3% | COMMON STOCK USD.25 | 955306105 |
| KMB | KIMBERLY CLARK CORP | 23,023 | $3.254M | 0.1% | $104.57 | +7.8% | COMMON STOCK USD1.25 | 494368103 |
| UHS | UNIVERSAL HEALTH SERVICES B | 34,947 | $3.246M | 0.1% | $117.39 | -17.0% | COMMON STOCK USD.01 | 913903100 |
| ZTS | ZOETIS INC | 23,607 | $3.235M | 0.1% | $84.04 | +48.1% | COMMON STOCK USD.01 | 98978V103 |
| MKL | MARKEL CORP | 3,500 | $3.231M | 0.1% | $1135.59 | -20.0% | COMMON STOCK | 570535104 |
| — | ACTIVISION BLIZZARD INC | 42,238 | $3.206M | 0.1% | $62.13 | — | COMMON STOCK USD.000001 | 00507V109 |
| ALUS | ALUSSA ENERGY ACQUISITION A | 325,000 | $3.201M | 0.1% | $9.60 | — | COMMON STOCK | G0232J101 |
| DVA | DAVITA INC | 39,858 | $3.154M | 0.1% | $69.95 | +11.6% | COMMON STOCK USD.001 | 23918K108 |
| MO | ALTRIA GROUP INC | 80,258 | $3.15M | 0.1% | $32.84 | -24.0% | COMMON STOCK USD.333 | 02209S103 |
| DXCM | DEXCOM INC | 7,659 | $3.105M | 0.1% | $61.00 | +46.6% | COMMON STOCK USD.001 | 252131107 |
| CAT | CATERPILLAR INC | 24,432 | $3.091M | 0.1% | $112.54 | -5.6% | COMMON STOCK USD1.0 | 149123101 |
| — | TE CONNECTIVITY LTD | 37,812 | $3.084M | 0.1% | $76.76 | — | COMMON STOCK CHF.57 | H84989104 |
| VTR | VENTAS INC | 84,202 | $3.083M | 0.1% | $42.59 | -36.7% | REIT USD.25 | 92276F100 |
| — | AMPLITUDE HEALTHCARE ACQ A | 300,000 | $3.038M | 0.1% | $9.60 | — | COMMON STOCK | 03212A105 |
| BXP | BOSTON PROPERTIES INC | 33,604 | $3.037M | 0.1% | $85.79 | -20.7% | REIT USD.01 | 101121101 |
| GM | GENERAL MOTORS CO | 119,572 | $3.025M | 0.1% | $28.94 | -18.9% | COMMON STOCK USD.01 | 37045V100 |
| REGN | REGENERON PHARMACEUTICALS | 4,818 | $3.005M | 0.1% | $402.85 | +40.1% | COMMON STOCK USD.001 | 75886F107 |
| TER | TERADYNE INC | 35,555 | $3.005M | 0.1% | $50.26 | +30.3% | COMMON STOCK USD.125 | 880770102 |
| MU | MICRON TECHNOLOGY INC | 57,619 | $2.969M | 0.1% | $40.19 | +14.5% | COMMON STOCK USD.1 | 595112103 |
| — | CHURCHILL CAPITAL CORP III A | 275,000 | $2.967M | 0.1% | $10.79 | — | COMMON STOCK | 17144C104 |
| — | LINDE PLC | 13,971 | $2.963M | 0.1% | $193.26 | — | COMMON STOCK EUR.001 | G5494J103 |
| ESS | ESSEX PROPERTY TRUST INC | 12,801 | $2.934M | 0.1% | $174.40 | +12.1% | REIT USD.0001 | 297178105 |
| MIDD | MIDDLEBY CORP | 36,691 | $2.896M | 0.1% | $64.78 | 0.0% | COMMON STOCK USD.01 | 596278101 |
| UPS | UNITED PARCEL SERVICE CL B | 26,000 | $2.891M | 0.1% | $79.74 | 0.0% | COMMON STOCK USD.01 | 911312106 |
| ADP | AUTOMATIC DATA PROCESSING | 19,300 | $2.874M | 0.1% | $131.60 | -3.5% | COMMON STOCK USD.1 | 053015103 |
| C | CITIGROUP INC | 55,932 | $2.858M | 0.1% | $39.24 | -1.4% | COMMON STOCK USD.01 | 172967424 |
| STLD | STEEL DYNAMICS INC | 107,888 | $2.815M | 0.1% | $27.45 | -17.9% | COMMON STOCK USD.005 | 858119100 |
| CHTR | CHARTER COMMUNICATIONS INC A | 5,490 | $2.8M | 0.1% | $406.68 | +24.7% | COMMON STOCK USD.001 | 16119P108 |
| FIX | COMFORT SYSTEMS USA INC | 68,657 | $2.798M | 0.1% | $34.40 | +0.3% | COMMON STOCK USD.01 | 199908104 |
| ETN | EATON CORP PLC | 31,924 | $2.793M | 0.1% | $67.54 | +10.7% | COMMON STOCK USD.01 | G29183103 |
| ARW | ARROW ELECTRONICS INC | 40,562 | $2.786M | 0.1% | $64.04 | -1.4% | COMMON STOCK USD1.0 | 042735100 |
| IHRT | IHEARTMEDIA INC CLASS A | 332,187 | $2.774M | 0.1% | $14.01 | -44.4% | COMMON STOCK | 45174J509 |
| WPC | WP CAREY INC | 40,995 | $2.773M | 0.1% | $69.80 | — | REIT USD.001 | 92936U109 |
| — | CENTURYLINK INC | 276,403 | $2.772M | 0.1% | $12.58 | — | COMMON STOCK USD1.0 | 156700106 |
| HON | HONEYWELL INTERNATIONAL INC | 19,107 | $2.763M | 0.1% | $91.52 | +28.8% | COMMON STOCK USD1.0 | 438516106 |
| LHX | L3HARRIS TECHNOLOGIES INC | 16,242 | $2.756M | 0.1% | $180.42 | -7.0% | COMMON STOCK USD1.0 | 502431109 |
| — | ASPEN TECHNOLOGY INC | 25,956 | $2.689M | 0.1% | $51.94 | — | COMMON STOCK USD.1 | 045327103 |
| CE | CELANESE CORP | 30,917 | $2.669M | 0.1% | $89.37 | -15.7% | COMMON STOCK USD.0001 | 150870103 |
| CCI | CROWN CASTLE INTL CORP | 15,848 | $2.652M | 0.1% | $94.45 | +32.4% | REIT USD.01 | 22822V101 |
| MET | METLIFE INC | 72,590 | $2.651M | 0.1% | $37.46 | -22.7% | COMMON STOCK USD.01 | 59156R108 |
| GILD | GILEAD SCIENCES INC | 34,350 | $2.643M | 0.1% | $54.31 | +13.2% | COMMON STOCK USD.001 | 375558103 |
| — | EZCORP INC | 2,800,000 | $2.64M | 0.1% | $0.96 | — | COMPANY GUAR 07/24 2.875 | 302301AF3 |
| EWA | ISHARES MSCI AUSTRALIA ETF | 135,637 | $2.614M | 0.1% | $15.54 | — | ISHARES MSCI AUSTRALIA ETF | 464286103 |
| WFC | WELLS FARGO CO | 101,761 | $2.605M | 0.1% | $40.41 | -40.7% | COMMON STOCK USD1.666 | 949746101 |
| CLX | CLOROX COMPANY | 11,837 | $2.597M | 0.1% | $125.83 | +34.1% | COMMON STOCK USD1.0 | 189054109 |
| — | INSURANCE ACQUISITION CORP A | 200,000 | $2.592M | 0.1% | $10.02 | — | COMMON STOCK USD.0001 | 457867109 |
| — | GENERAL ELECTRIC CO | 371,678 | $2.539M | 0.1% | $9.40 | — | COMMON STOCK USD.06 | 369604103 |
| EGP | EASTGROUP PROPERTIES INC | 21,374 | $2.535M | 0.1% | $119.27 | — | REIT | 277276101 |
| GPN | GLOBAL PAYMENTS INC | 14,936 | $2.533M | 0.1% | $144.25 | +10.1% | COMMON STOCK | 37940X102 |
| DIOD | DIODES INC | 49,916 | $2.531M | 0.1% | $38.67 | +23.8% | COMMON STOCK USD.667 | 254543101 |
| LX | LEXINFINTECH HOLDINGS L ADR | 237,217 | $2.524M | 0.1% | $9.29 | — | ADR | 528877103 |
| LEN | LENNAR CORP A | 40,960 | $2.524M | 0.1% | $46.80 | +1.0% | COMMON STOCK USD.1 | 526057104 |
| — | KENSINGTON CAPITAL ACQUISITI | 250,000 | $2.505M | 0.1% | $10.02 | — | UNIT USD.0001 | 490073202 |
| ALLE | ALLEGION PLC | 24,404 | $2.495M | 0.1% | $66.15 | +38.4% | COMMON STOCK USD.01 | G0176J109 |
| — | FORTRESS VALUE ACQ CLASS A | 249,999 | $2.492M | 0.1% | $9.97 | — | COMMON STOCK USD.0001 | 34962V106 |
| CPRT | COPART INC | 29,889 | $2.489M | 0.1% | $11.31 | +77.5% | COMMON STOCK | 217204106 |
| REG | REGENCY CENTERS CORP | 54,212 | $2.488M | 0.1% | $45.43 | -26.5% | REIT USD.01 | 758849103 |
| — | KIRKLAND LAKE GOLD LTD | 59,557 | $2.456M | 0.1% | $41.24 | — | COMMON STOCK | 49741E100 |
| MAA | MID AMERICA APARTMENT COMM | 21,276 | $2.44M | 0.1% | $73.97 | +25.7% | REIT USD.01 | 59522J103 |
| D | DOMINION ENERGY INC | 29,730 | $2.413M | 0.1% | $62.65 | 0.0% | COMMON STOCK | 25746U109 |
| NEM | NEWMONT CORP | 39,014 | $2.409M | 0.1% | $38.28 | +30.3% | COMMON STOCK USD1.6 | 651639106 |
| GILT | GILAT SATELLITE NETWORKS LTD | 378,052 | $2.408M | 0.1% | $7.44 | -10.7% | COMMON STOCK ILS.2 | M51474118 |
| DOC | HEALTHPEAK PROPERTIES INC | 87,256 | $2.405M | 0.1% | $24.73 | -23.1% | REIT USD1.0 | 42250P103 |
| LDOS | LEIDOS HOLDINGS INC | 25,488 | $2.387M | 0.1% | $71.24 | +28.2% | COMMON STOCK USD.0001 | 525327102 |
| ROST | ROSS STORES INC | 27,840 | $2.373M | 0.1% | $82.05 | +4.4% | COMMON STOCK USD.01 | 778296103 |
| NRG | NRG ENERGY INC | 72,216 | $2.351M | 0.1% | $28.90 | -3.6% | COMMON STOCK USD.01 | 629377508 |
| THO | THOR INDUSTRIES INC | 22,073 | $2.351M | 0.1% | $68.46 | +2.2% | COMMON STOCK USD.1 | 885160101 |
| INTU | INTUIT INC | 7,908 | $2.342M | 0.1% | $227.77 | +16.3% | COMMON STOCK USD.01 | 461202103 |
| CPT | CAMDEN PROPERTY TRUST | 25,656 | $2.34M | 0.1% | $75.12 | -3.1% | REIT USD.01 | 133131102 |
| WTS | WATTS WATER TECHNOLOGIES A | 28,619 | $2.318M | 0.1% | $95.39 | -15.5% | COMMON STOCK USD.1 | 942749102 |
| AVY | AVERY DENNISON CORP | 20,312 | $2.317M | 0.1% | $100.85 | -1.0% | COMMON STOCK USD1.0 | 053611109 |
| — | SL GREEN REALTY CORP | 46,436 | $2.289M | 0.1% | $49.42 | — | REIT USD.01 | 78440X101 |
| SPSC | SPS COMMERCE INC | 30,422 | $2.285M | 0.1% | $49.12 | +24.1% | COMMON STOCK USD.001 | 78463M107 |
| INGR | INGREDION INC | 27,448 | $2.278M | 0.0% | $94.58 | -13.5% | COMMON STOCK USD.01 | 457187102 |
| — | AARON S INC | 49,890 | $2.265M | 0.0% | $49.05 | — | COMMON STOCK USD.5 | 002535300 |
| RS | RELIANCE STEEL ALUMINUM | 23,790 | $2.258M | 0.0% | $79.13 | +15.3% | COMMON STOCK | 759509102 |
| WRB | WR BERKLEY CORP | 39,326 | $2.253M | 0.0% | $22.84 | -5.2% | COMMON STOCK USD.2 | 084423102 |
| — | STABLE ROAD ACQUISITION CL A | 225,000 | $2.239M | 0.0% | $9.75 | — | COMMON STOCK | 85236Q109 |
| MMM | 3M CO | 14,322 | $2.234M | 0.0% | $106.04 | -3.4% | COMMON STOCK USD.01 | 88579Y101 |
| KBH | KB HOME | 72,730 | $2.231M | 0.0% | $18.92 | +32.9% | COMMON STOCK USD1.0 | 48666K109 |
| — | STORE CAPITAL CORP | 93,482 | $2.226M | 0.0% | $28.84 | — | REIT USD.01 | 862121100 |
| — | HILL ROM HOLDINGS INC | 20,251 | $2.223M | 0.0% | $102.32 | — | COMMON STOCK | 431475102 |
| — | FEDERAL REALTY INVS TRUST | 26,008 | $2.216M | 0.0% | $119.02 | — | REIT USD.01 | 313747206 |
| — | LIFE STORAGE INC | 23,016 | $2.185M | 0.0% | $102.83 | — | REIT USD.01 | 53223X107 |
| PWR | QUANTA SERVICES INC | 55,593 | $2.181M | 0.0% | $35.38 | -0.4% | COMMON STOCK USD.00001 | 74762E102 |
| AMH | AMERICAN HOMES 4 RENT A | 80,704 | $2.171M | 0.0% | $23.38 | — | REIT USD.01 | 02665T306 |
| WAL | WESTERN ALLIANCE BANCORP | 57,219 | $2.167M | 0.0% | $41.31 | -25.0% | COMMON STOCK USD.0001 | 957638109 |
| — | SERVICEMASTER GLOBAL HOLDING | 60,636 | $2.164M | 0.0% | $38.08 | — | COMMON STOCK USD.01 | 81761R109 |
| BIO | BIO RAD LABORATORIES A | 4,790 | $2.163M | 0.0% | $312.01 | +41.4% | COMMON STOCK USD.0001 | 090572207 |
| SUI | SUN COMMUNITIES INC | 15,908 | $2.158M | 0.0% | $104.38 | — | REIT USD.01 | 866674104 |
| UDR | UDR INC | 56,955 | $2.129M | 0.0% | $32.73 | -7.6% | REIT USD.01 | 902653104 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 50,375 | $2.087M | 0.0% | $34.95 | — | REIT USD.01 | 76169C100 |
| CIEN | CIENA CORP | 38,335 | $2.076M | 0.0% | $37.84 | +31.4% | COMMON STOCK USD.01 | 171779309 |
| COLD | AMERICOLD REALTY TRUST | 56,768 | $2.061M | 0.0% | $32.31 | — | REIT USD.01 | 03064D108 |
| — | CATALENT INC | 27,982 | $2.051M | 0.0% | $53.06 | — | COMMON STOCK USD.01 | 148806102 |
| CAH | CARDINAL HEALTH INC | 39,252 | $2.049M | 0.0% | $42.08 | +5.5% | COMMON STOCK | 14149Y108 |
| — | TUSCAN HOLDINGS CORP | 200,000 | $2.046M | 0.0% | $9.96 | — | COMMON STOCK USD.0001 | 90069K104 |
| — | ALEXION PHARMACEUTICALS INC | 18,117 | $2.033M | 0.0% | $103.88 | — | COMMON STOCK USD.0001 | 015351109 |
| STE | STERIS PLC | 13,208 | $2.027M | 0.0% | $110.62 | +30.9% | COMMON STOCK USD75.0 | G8473T100 |
| TTEK | TETRA TECH INC | 25,598 | $2.025M | 0.0% | $13.97 | +8.7% | COMMON STOCK USD.01 | 88162G103 |
| STZ | CONSTELLATION BRANDS INC A | 11,570 | $2.024M | 0.0% | $157.83 | -3.8% | COMMON STOCK USD.01 | 21036P108 |
| — | CC NEUBERGER PRINCIPAL HDS A | 199,998 | $2.014M | 0.0% | $10.07 | — | COMMON STOCK | G1992Y114 |
| AFL | AFLAC INC | 55,831 | $2.012M | 0.0% | $35.61 | -11.3% | COMMON STOCK USD.1 | 001055102 |
| KLAC | KLA CORP | 10,290 | $2.001M | 0.0% | $97.68 | +64.1% | COMMON STOCK USD.001 | 482480100 |
| HAE | HAEMONETICS CORP/MASS | 22,324 | $1.999M | 0.0% | $93.71 | +7.8% | COMMON STOCK USD.01 | 405024100 |
| AAL | AMERICAN AIRLINES GROUP INC | 152,398 | $1.992M | 0.0% | $32.89 | -63.1% | COMMON STOCK | 02376R102 |
| PHM | PULTEGROUP INC | 58,311 | $1.984M | 0.0% | $23.94 | +18.5% | COMMON STOCK USD.01 | 745867101 |
| GNTX | GENTEX CORP | 76,484 | $1.971M | 0.0% | $20.95 | +19.6% | COMMON STOCK USD.06 | 371901109 |
| GWW | WW GRAINGER INC | 6,250 | $1.964M | 0.0% | $262.53 | +3.1% | COMMON STOCK USD.5 | 384802104 |
| TRNO | TERRENO REALTY CORP | 37,291 | $1.963M | 0.0% | $34.50 | — | REIT USD.01 | 88146M101 |
| LAD | LITHIA MOTORS INC CL A | 12,951 | $1.96M | 0.0% | $139.82 | -18.1% | COMMON STOCK | 536797103 |
| BIIB | BIOGEN INC | 7,315 | $1.957M | 0.0% | $317.69 | -5.4% | COMMON STOCK USD.0005 | 09062X103 |
| WEC | WEC ENERGY GROUP INC | 22,244 | $1.95M | 0.0% | $49.64 | +51.2% | COMMON STOCK USD.01 | 92939U106 |
| — | DUNKIN BRANDS GROUP INC | 29,616 | $1.932M | 0.0% | $65.82 | — | COMMON STOCK USD.001 | 265504100 |
| AMN | AMN HEALTHCARE SERVICES INC | 42,665 | $1.93M | 0.0% | $44.46 | +7.6% | COMMON STOCK USD.01 | 001744101 |
| CBRE | CBRE GROUP INC A | 42,623 | $1.927M | 0.0% | $47.83 | -9.8% | COMMON STOCK USD.01 | 12504L109 |
| LITE | LUMENTUM HOLDINGS INC | 23,561 | $1.919M | 0.0% | $73.89 | +3.1% | COMMON STOCK USD.001 | 55024U109 |
| SBAC | SBA COMMUNICATIONS CORP | 6,443 | $1.919M | 0.0% | $217.90 | +25.8% | REIT USD.01 | 78410G104 |
| — | LIVE OAK ACQUISITION CORP A | 195,000 | $1.911M | 0.0% | $9.80 | — | COMMON STOCK | 53804F103 |
| VICI | VICI PROPERTIES INC | 94,202 | $1.902M | 0.0% | $15.00 | -9.7% | REIT USD.01 | 925652109 |
| DHI | DR HORTON INC | 34,085 | $1.89M | 0.0% | $45.55 | +0.6% | COMMON STOCK USD.01 | 23331A109 |
| POOL | POOL CORP | 6,863 | $1.866M | 0.0% | $180.47 | +20.4% | COMMON STOCK USD.001 | 73278L105 |
| KRC | KILROY REALTY CORP | 31,710 | $1.861M | 0.0% | $68.92 | — | REIT USD.01 | 49427F108 |
| CI | CIGNA CORP | 9,912 | $1.86M | 0.0% | $155.41 | +11.7% | COMMON STOCK USD.01 | 125523100 |
| — | PHYSICIANS REALTY TRUST | 105,882 | $1.855M | 0.0% | $17.59 | — | REIT USD.01 | 71943U104 |
| CATY | CATHAY GENERAL BANCORP | 68,680 | $1.806M | 0.0% | $24.57 | -14.3% | COMMON STOCK USD.01 | 149150104 |
| — | CYRUSONE INC | 24,716 | $1.798M | 0.0% | $74.67 | — | REIT USD.01 | 23283R100 |
| — | NATIONAL INSTRUMENTS CORP | 46,010 | $1.781M | 0.0% | $36.60 | — | COMMON STOCK USD.01 | 636518102 |
| PFG | PRINCIPAL FINANCIAL GROUP | 42,467 | $1.764M | 0.0% | $31.00 | -4.9% | COMMON STOCK USD.01 | 74251V102 |
| BIP | BROOKFIELD INFRASTRUCTURE PA | 42,867 | $1.762M | 0.0% | $37.77 | — | LTD PART | G16252101 |
| EMR | EMERSON ELECTRIC CO | 28,265 | $1.753M | 0.0% | $55.16 | -8.8% | COMMON STOCK USD.5 | 291011104 |
| DOW | DOW INC | 42,951 | $1.751M | 0.0% | $33.47 | -19.8% | COMMON STOCK USD.01 | 260557103 |
| SEIC | SEI INVESTMENTS COMPANY | 31,841 | $1.751M | 0.0% | $50.79 | -4.8% | COMMON STOCK USD.01 | 784117103 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 17,334 | $1.747M | 0.0% | $92.87 | +5.7% | COMMON STOCK | 49338L103 |
| CNC | CENTENE CORP | 27,204 | $1.729M | 0.0% | $61.29 | +6.2% | COMMON STOCK USD.001 | 15135B101 |
| — | KELLOGG CO | 25,997 | $1.717M | 0.0% | $49.22 | +0.5% | COMMON STOCK USD.25 | 487836108 |
| BAX | BAXTER INTERNATIONAL INC | 19,936 | $1.716M | 0.0% | $72.06 | +7.8% | COMMON STOCK USD1.0 | 071813109 |
| GDS | GDS HOLDINGS LTD ADR | 21,193 | $1.688M | 0.0% | $45.71 | — | ADR USD.0004 | 36165L108 |
| NTB | BANK OF N.T. BUTTERFIELD SON | 69,104 | $1.685M | 0.0% | $20.26 | -19.3% | COMMON STOCK BMD1.0 | G0772R208 |
| HOLX | HOLOGIC INC | 29,559 | $1.685M | 0.0% | $48.09 | +2.0% | COMMON STOCK USD.01 | 436440101 |
| TDOC | TELADOC HEALTH INC | 8,826 | $1.684M | 0.0% | $116.34 | +50.6% | COMMON STOCK USD.001 | 87918A105 |
| SE | SEA LTD ADR | 15,686 | $1.682M | 0.0% | $30.51 | — | ADR | 81141R100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 32,213 | $1.68M | 0.0% | $50.48 | -6.3% | COMMON STOCK USD.1 | 81725T100 |
| AMD | ADVANCED MICRO DEVICES | 31,831 | $1.675M | 0.0% | $37.40 | +41.8% | COMMON STOCK USD.01 | 007903107 |
| NTRA | NATERA INC | 33,356 | $1.663M | 0.0% | $19.10 | +110.2% | COMMON STOCK USD.0001 | 632307104 |
| CB | CHUBB LTD | 13,098 | $1.658M | 0.0% | $122.41 | -13.2% | COMMON STOCK | H1467J104 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 6,470 | $1.656M | 0.0% | $183.35 | +27.8% | COMMON STOCK USD.01 | 989207105 |
| CME | CME GROUP INC | 10,158 | $1.651M | 0.0% | $143.60 | +0.5% | COMMON STOCK USD.01 | 12572Q105 |
| — | MASONITE INTERNATIONAL CORP | 21,141 | $1.644M | 0.0% | $53.23 | — | COMMON STOCK | 575385109 |
| PRU | PRUDENTIAL FINANCIAL INC | 26,949 | $1.641M | 0.0% | $63.55 | -30.4% | COMMON STOCK USD.01 | 744320102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 13,724 | $1.638M | 0.0% | $117.39 | -6.3% | COMMON STOCK USD.01 | 98956P102 |
| ILMN | ILLUMINA INC | 4,419 | $1.637M | 0.0% | $289.74 | +11.1% | COMMON STOCK USD.01 | 452327109 |
| CBOE | CBOE GLOBAL MARKETS INC | 17,522 | $1.634M | 0.0% | $98.84 | -7.6% | COMMON STOCK | 12503M108 |
| EVR | EVERCORE INC A | 27,663 | $1.63M | 0.0% | $62.62 | -22.7% | COMMON STOCK USD.01 | 29977A105 |
| — | VEREIT INC | 253,492 | $1.63M | 0.0% | $6.43 | — | REIT USD.01 | 92339V100 |
| EW | EDWARDS LIFESCIENCES CORP | 23,506 | $1.625M | 0.0% | $69.62 | +2.1% | COMMON STOCK USD1.0 | 28176E108 |
| TECH | BIO TECHNE CORP | 6,125 | $1.617M | 0.0% | $46.92 | +24.7% | COMMON STOCK USD.01 | 09073M104 |
| SMTC | SEMTECH CORP | 30,817 | $1.609M | 0.0% | $46.89 | -0.2% | COMMON STOCK USD.01 | 816850101 |
| EOG | EOG RESOURCES INC | 31,411 | $1.591M | 0.0% | $53.46 | -30.1% | COMMON STOCK USD.01 | 26875P101 |
| MS | MORGAN STANLEY | 32,910 | $1.59M | 0.0% | $38.38 | -8.3% | COMMON STOCK USD.01 | 617446448 |
| — | 58.COM INC ADR | 29,400 | $1.586M | 0.0% | $53.95 | — | ADR | 31680Q104 |
| HNI | HNI CORP | 51,488 | $1.574M | 0.0% | $30.46 | -16.4% | COMMON STOCK USD1.0 | 404251100 |
| RF | REGIONS FINANCIAL CORP | 141,422 | $1.573M | 0.0% | $9.45 | -10.7% | COMMON STOCK USD.01 | 7591EP100 |
| VAC | MARRIOTT VACATIONS WORLD | 19,076 | $1.568M | 0.0% | $105.76 | -23.0% | COMMON STOCK USD.01 | 57164Y107 |
| BK | BANK OF NEW YORK MELLON CORP | 40,488 | $1.565M | 0.0% | $36.59 | -15.1% | COMMON STOCK USD.01 | 064058100 |
| — | PIONEER NATURAL RESOURCES CO | 15,998 | $1.563M | 0.0% | $127.13 | — | COMMON STOCK USD.01 | 723787107 |
| PPL | PPL CORP | 60,020 | $1.551M | 0.0% | $24.24 | -14.9% | COMMON STOCK USD.01 | 69351T106 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 19,402 | $1.534M | 0.0% | $65.36 | +1.1% | COMMON STOCK USD.1 | 12541W209 |
| POR | PORTLAND GENERAL ELECTRIC CO | 36,659 | $1.533M | 0.0% | $40.56 | -10.8% | COMMON STOCK | 736508847 |
| — | SWITCH INC A | 85,943 | $1.532M | 0.0% | $14.43 | — | COMMON STOCK USD.001 | 87105L104 |
| FAST | FASTENAL CO | 35,702 | $1.529M | 0.0% | $15.06 | +10.2% | COMMON STOCK USD.01 | 311900104 |
| MTB | M T BANK CORP | 14,487 | $1.506M | 0.0% | $99.26 | -11.6% | COMMON STOCK USD.5 | 55261F104 |
| CF | CF INDUSTRIES HOLDINGS INC | 53,317 | $1.5M | 0.0% | $26.91 | -7.5% | COMMON STOCK USD.01 | 125269100 |
| AIT | APPLIED INDUSTRIAL TECH INC | 23,842 | $1.488M | 0.0% | $53.73 | -4.9% | COMMON STOCK | 03820C105 |
| ATRC | ATRICURE INC | 33,076 | $1.487M | 0.0% | $35.01 | +24.4% | COMMON STOCK USD.001 | 04963C209 |
| SCHW | SCHWAB (CHARLES) CORP | 43,755 | $1.476M | 0.0% | $39.46 | -15.9% | COMMON STOCK USD.01 | 808513105 |
| — | LHC GROUP INC | 8,451 | $1.473M | 0.0% | $174.30 | — | COMMON STOCK USD.01 | 50187A107 |
| — | CRANE CO | 24,688 | $1.468M | 0.0% | $64.11 | — | COMMON STOCK USD1.0 | 224399105 |
| SO | SOUTHERN CO/THE | 28,283 | $1.466M | 0.0% | $29.61 | +51.1% | COMMON STOCK USD5.0 | 842587107 |
| — | PINNACLE FINANCIAL PARTNERS | 34,886 | $1.465M | 0.0% | $58.68 | — | COMMON STOCK USD1.0 | 72346Q104 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 17,491 | $1.464M | 0.0% | $64.21 | -2.0% | COMMON STOCK USD.01 | 65336K103 |
| NFG | NATIONAL FUEL GAS CO | 34,737 | $1.457M | 0.0% | $44.81 | -8.9% | COMMON STOCK USD1.0 | 636180101 |
| — | STERLING BANCORP/DE | 123,144 | $1.443M | 0.0% | $12.31 | — | COMMON STOCK USD.01 | 85917A100 |
| — | RETAIL OPPORTUNITY INVESTMEN | 127,017 | $1.439M | 0.0% | $11.33 | — | REIT USD.0001 | 76131N101 |
| SIGI | SELECTIVE INSURANCE GROUP | 27,275 | $1.438M | 0.0% | $68.88 | -32.8% | COMMON STOCK USD2.0 | 816300107 |
| HST | HOST HOTELS RESORTS INC | 132,960 | $1.435M | 0.0% | $14.60 | -35.0% | REIT USD.01 | 44107P104 |
| KMI | KINDER MORGAN INC | 94,583 | $1.435M | 0.0% | $11.57 | -6.2% | COMMON STOCK USD.01 | 49456B101 |
| FHI | FEDERATED HERMES INC | 60,544 | $1.435M | 0.0% | $23.13 | -26.7% | COMMON STOCK | 314211103 |
| XRAY | DENTSPLY SIRONA INC | 32,084 | $1.414M | 0.0% | $52.30 | -19.1% | COMMON STOCK USD.01 | 24906P109 |
| ESNT | ESSENT GROUP LTD | 38,865 | $1.41M | 0.0% | $40.00 | -30.6% | COMMON STOCK USD.015 | G3198U102 |
| ETSY | ETSY INC | 13,215 | $1.404M | 0.0% | $68.61 | +7.8% | COMMON STOCK USD.001 | 29786A106 |
| FCX | FREEPORT MCMORAN INC | 121,348 | $1.404M | 0.0% | $10.95 | -21.6% | COMMON STOCK USD.1 | 35671D857 |
| USB | US BANCORP | 38,099 | $1.403M | 0.0% | $32.04 | -13.1% | COMMON STOCK USD.01 | 902973304 |
| TYL | TYLER TECHNOLOGIES INC | 4,039 | $1.401M | 0.0% | $273.00 | +22.9% | COMMON STOCK USD.01 | 902252105 |
| — | CDK GLOBAL INC | 33,763 | $1.398M | 0.0% | $46.86 | — | COMMON STOCK USD.01 | 12508E101 |
| LNT | ALLIANT ENERGY CORP | 29,160 | $1.395M | 0.0% | $45.48 | -10.5% | COMMON STOCK USD.01 | 018802108 |
| YELP | YELP INC | 60,320 | $1.395M | 0.0% | $30.41 | -28.3% | COMMON STOCK USD.000001 | 985817105 |
| OSK | OSHKOSH CORP | 19,437 | $1.392M | 0.0% | $61.55 | +0.9% | COMMON STOCK USD.01 | 688239201 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 17,961 | $1.389M | 0.0% | $34.46 | +71.9% | COMMON STOCK USD.001 | 19239V302 |
| PKG | PACKAGING CORP OF AMERICA | 13,859 | $1.383M | 0.0% | $79.42 | +1.0% | COMMON STOCK USD.01 | 695156109 |
| — | FRONT YARD RESIDENTIAL CORP | 157,191 | $1.368M | 0.0% | $11.95 | — | REIT USD.01 | 35904G107 |
| FOXA | FOX CORP CLASS A | 50,661 | $1.359M | 0.0% | $29.13 | -13.8% | COMMON STOCK USD.01 | 35137L105 |
| DAR | DARLING INGREDIENTS INC | 55,072 | $1.356M | 0.0% | $23.14 | -5.9% | COMMON STOCK USD.01 | 237266101 |
| FIVN | FIVE9 INC | 12,121 | $1.341M | 0.0% | $23.40 | +316.0% | COMMON STOCK USD.001 | 338307101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 10,839 | $1.337M | 0.0% | $89.24 | +11.4% | COMMON STOCK USD.001 | 09061G101 |
| GD | GENERAL DYNAMICS CORP | 8,942 | $1.336M | 0.0% | $119.79 | +3.8% | COMMON STOCK USD1.0 | 369550108 |
| KIM | KIMCO REALTY CORP | 103,786 | $1.333M | 0.0% | $9.26 | -4.8% | REIT USD.01 | 49446R109 |
| HAL | HALLIBURTON CO | 102,659 | $1.333M | 0.0% | $16.05 | -39.1% | COMMON STOCK USD2.5 | 406216101 |
| — | REXNORD CORP | 45,737 | $1.333M | 0.0% | $31.21 | — | COMMON STOCK USD.01 | 76169B102 |
| NOC | NORTHROP GRUMMAN CORP | 4,330 | $1.331M | 0.0% | $273.74 | +9.0% | COMMON STOCK USD1.0 | 666807102 |
| TROW | T ROWE PRICE GROUP INC | 10,741 | $1.327M | 0.0% | $83.38 | +7.8% | COMMON STOCK USD.2 | 74144T108 |
| VSH | VISHAY INTERTECHNOLOGY INC | 86,850 | $1.326M | 0.0% | $17.91 | -22.6% | COMMON STOCK USD.1 | 928298108 |
| JCI | JOHNSON CONTROLS INTERNATION | 38,707 | $1.321M | 0.0% | $29.91 | -8.2% | COMMON STOCK USD.01 | G51502105 |
| — | PRA HEALTH SCIENCES INC | 13,491 | $1.313M | 0.0% | $92.43 | — | COMMON STOCK USD.01 | 69354M108 |
| ITW | ILLINOIS TOOL WORKS | 7,503 | $1.312M | 0.0% | $130.05 | +9.9% | COMMON STOCK USD.01 | 452308109 |
| AEE | AMEREN CORPORATION | 18,513 | $1.303M | 0.0% | $61.28 | +0.3% | COMMON STOCK USD.01 | 023608102 |
| — | AMEDISYS INC | 6,531 | $1.297M | 0.0% | $120.28 | — | COMMON STOCK USD.001 | 023436108 |
| LEU | CENTRUS ENERGY CORP CLASS A | 128,899 | $1.294M | 0.0% | $51.25 | -84.5% | COMMON STOCK USD.1 | 15643U104 |
| GTY | GETTY REALTY CORP | 43,605 | $1.294M | 0.0% | $30.09 | — | REIT USD.01 | 374297109 |
| — | LIBERTY MEDIA COR SIRIUSXM C | 37,545 | $1.293M | 0.0% | $37.63 | — | TRACKING STK USD.01 | 531229607 |
| NNN | NATIONAL RETAIL PROPERTIES | 36,439 | $1.293M | 0.0% | $43.56 | — | REIT USD.01 | 637417106 |
| — | RITE AID CORP | 75,476 | $1.288M | 0.0% | $7.62 | — | COMMON STOCK USD1.0 | 767754872 |
| WOR | WORTHINGTON INDUSTRIES | 34,507 | $1.287M | 0.0% | $23.00 | -22.4% | COMMON STOCK | 981811102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 12,200 | $1.285M | 0.0% | $40.68 | -0.8% | COMMON STOCK USD.001 | 595017104 |
| TNDM | TANDEM DIABETES CARE INC | 12,951 | $1.281M | 0.0% | $56.18 | +42.0% | COMMON STOCK | 875372203 |
| TFC | TRUIST FINANCIAL CORP | 33,927 | $1.274M | 0.0% | $40.89 | -32.2% | COMMON STOCK USD5.0 | 89832Q109 |
| — | FIRSTCASH INC | 18,845 | $1.272M | 0.0% | $72.18 | — | COMMON STOCK USD.01 | 33767D105 |
| — | VARIAN MEDICAL SYSTEMS INC | 10,366 | $1.27M | 0.0% | $115.33 | — | COMMON STOCK USD1.0 | 92220P105 |
| DUK | DUKE ENERGY CORP | 15,811 | $1.263M | 0.0% | $53.01 | +27.5% | COMMON STOCK USD.001 | 26441C204 |
| SLB | SCHLUMBERGER LTD | 68,326 | $1.257M | 0.0% | $53.95 | -71.3% | COMMON STOCK USD.01 | 806857108 |
| — | WALGREENS BOOTS ALLIANCE INC | 29,560 | $1.253M | 0.0% | $59.48 | — | COMMON STOCK USD.01 | 931427108 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 32,420 | $1.25M | 0.0% | $36.46 | -7.6% | COMMON STOCK USD.01 | 416515104 |
| GMED | GLOBUS MEDICAL INC A | 26,043 | $1.243M | 0.0% | $50.67 | -4.8% | COMMON STOCK USD.001 | 379577208 |
| CDW | CDW CORP/DE | 10,677 | $1.24M | 0.0% | $84.80 | +19.3% | COMMON STOCK USD.01 | 12514G108 |
| JBGS | JBG SMITH PROPERTIES | 41,612 | $1.23M | 0.0% | $37.93 | — | REIT USD.01 | 46590V100 |
| DD | DUPONT DE NEMOURS INC | 23,078 | $1.226M | 0.0% | $17.44 | 0.0% | COMMON STOCK USD.01 | 26614N102 |
| DECK | DECKERS OUTDOOR CORP | 6,239 | $1.225M | 0.0% | $19.73 | +39.7% | COMMON STOCK USD.01 | 243537107 |
| TW | TRADEWEB MARKETS INC CLASS A | 21,042 | $1.223M | 0.0% | $46.38 | +24.1% | COMMON STOCK USD.01 | 892672106 |
| DOV | DOVER CORP | 12,416 | $1.199M | 0.0% | $92.04 | -7.0% | COMMON STOCK USD1.0 | 260003108 |
| OXY | OCCIDENTAL PETROLEUM CORP | 65,320 | $1.195M | 0.0% | $14.81 | 0.0% | COMMON STOCK USD.2 | 674599105 |
| YUM | YUM BRANDS INC | 13,723 | $1.193M | 0.0% | $81.22 | -5.4% | COMMON STOCK | 988498101 |
| NSA | NATIONAL STORAGE AFFILIATES | 41,560 | $1.191M | 0.0% | $28.59 | — | REIT USD.01 | 637870106 |
| RPM | RPM INTERNATIONAL INC | 15,835 | $1.189M | 0.0% | $58.53 | +18.8% | COMMON STOCK USD.01 | 749685103 |
| HIW | HIGHWOODS PROPERTIES INC | 31,547 | $1.178M | 0.0% | $46.45 | — | REIT USD.01 | 431284108 |
| — | PLURALSIGHT INC A | 65,201 | $1.177M | 0.0% | $12.02 | — | COMMON STOCK USD.0001 | 72941B106 |
| — | CABOT MICROELECTRONICS CORP | 8,416 | $1.174M | 0.0% | $128.26 | — | COMMON STOCK USD.001 | 12709P103 |
| CUZ | COUSINS PROPERTIES INC | 39,156 | $1.168M | 0.0% | $30.53 | — | REIT USD1.0 | 222795502 |
| GNRC | GENERAC HOLDINGS INC | 9,577 | $1.168M | 0.0% | $103.25 | +2.0% | COMMON STOCK USD.01 | 368736104 |
| KMX | CARMAX INC | 13,005 | $1.165M | 0.0% | $78.36 | 0.0% | COMMON STOCK USD.5 | 143130102 |
| MDU | MDU RESOURCES GROUP INC | 52,478 | $1.164M | 0.0% | $7.89 | -10.9% | COMMON STOCK USD1.0 | 552690109 |
| BLDR | BUILDERS FIRSTSOURCE INC | 56,088 | $1.161M | 0.0% | $22.21 | -18.7% | COMMON STOCK USD.01 | 12008R107 |
| AMP | AMERIPRISE FINANCIAL INC | 7,737 | $1.161M | 0.0% | $119.28 | -2.1% | COMMON STOCK USD.01 | 03076C106 |
| MTX | MINERALS TECHNOLOGIES INC | 24,726 | $1.16M | 0.0% | $54.83 | -22.3% | COMMON STOCK USD.1 | 603158106 |
| MNKD | MANNKIND CORP | 660,000 | $1.155M | 0.0% | $1.91 | -26.8% | COMMON STOCK USD.01 | 56400P706 |
| HELE | HELEN OF TROY LTD | 6,111 | $1.152M | 0.0% | $147.88 | +10.7% | COMMON STOCK USD.1 | G4388N106 |
| EQH | EQUITABLE HOLDINGS INC | 59,688 | $1.151M | 0.0% | $17.24 | -10.2% | COMMON STOCK USD.01 | 29452E101 |
| IIPR | INNOVATIVE INDUSTRIAL PROPER | 13,046 | $1.148M | 0.0% | $84.30 | — | REIT USD.001 | 45781V101 |
| AMKR | AMKOR TECHNOLOGY INC | 93,181 | $1.147M | 0.0% | $7.58 | +26.9% | COMMON STOCK USD.001 | 031652100 |
| LYB | LYONDELLBASELL INDU CL A | 17,427 | $1.145M | 0.0% | $46.96 | -13.1% | COMMON STOCK EUR.04 | N53745100 |
| CDNS | CADENCE DESIGN SYS INC | 11,873 | $1.139M | 0.0% | $61.82 | +35.4% | COMMON STOCK USD.01 | 127387108 |
| — | INOVALON HOLDINGS INC A | 59,014 | $1.137M | 0.0% | $16.89 | — | COMMON STOCK USD.000005 | 45781D101 |
| INCY | INCYTE CORP | 10,918 | $1.135M | 0.0% | $83.31 | +15.7% | COMMON STOCK USD.001 | 45337C102 |
| ONB | OLD NATIONAL BANCORP | 81,978 | $1.128M | 0.0% | $16.10 | -16.2% | COMMON STOCK | 680033107 |
| PNC | PNC FINANCIAL SERVICES GROUP | 10,675 | $1.123M | 0.0% | $105.10 | -18.2% | COMMON STOCK USD5.0 | 693475105 |
| ADM | ARCHER DANIELS MIDLAND CO | 28,046 | $1.119M | 0.0% | $33.16 | -3.8% | COMMON STOCK | 039483102 |
| INVA | INNOVIVA INC | 79,716 | $1.114M | 0.0% | $14.98 | -9.2% | COMMON STOCK | 45781M101 |
| LSTR | LANDSTAR SYSTEM INC | 9,880 | $1.11M | 0.0% | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| PAYX | PAYCHEX INC | 14,648 | $1.11M | 0.0% | $63.06 | -6.5% | COMMON STOCK USD.01 | 704326107 |
| SNPS | SYNOPSYS INC | 5,675 | $1.107M | 0.0% | $87.08 | +89.5% | COMMON STOCK USD.01 | 871607107 |
| FIS | FIDELITY NATIONAL INFO SERV | 8,196 | $1.099M | 0.0% | $101.75 | +14.7% | COMMON STOCK USD.01 | 31620M106 |
| MUSA | MURPHY USA INC | 9,742 | $1.097M | 0.0% | $96.78 | +10.0% | COMMON STOCK | 626755102 |
| MGRC | MCGRATH RENTCORP | 20,280 | $1.095M | 0.0% | $70.26 | -23.6% | COMMON STOCK | 580589109 |
| — | ENCORE WIRE CORP | 22,398 | $1.093M | 0.0% | $51.29 | — | COMMON STOCK USD.01 | 292562105 |
| URTH | ISHARES MSCI WORLD ETF | 11,812 | $1.088M | 0.0% | $93.06 | — | ISHARES MSCI WORLD ETF | 464286392 |
| — | HEARTLAND FINANCIAL USA INC | 32,477 | $1.086M | 0.0% | $30.20 | — | COMMON STOCK USD1.0 | 42234Q102 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 14,762 | $1.084M | 0.0% | $85.53 | -14.3% | COMMON STOCK USD.01 | 43300A203 |
| BALL | BALL CORP | 15,598 | $1.084M | 0.0% | $59.71 | +5.8% | COMMON STOCK | 058498106 |
| — | HEALTHCARE TRUST OF AME CL A | 40,727 | $1.08M | 0.0% | $30.28 | — | REIT USD.01 | 42225P501 |
| KHC | KRAFT HEINZ CO/THE | 33,788 | $1.077M | 0.0% | $21.64 | +6.6% | COMMON STOCK USD.01 | 500754106 |
| KR | KROGER CO | 31,733 | $1.074M | 0.0% | $25.34 | +13.6% | COMMON STOCK USD1.0 | 501044101 |
| WMB | WILLIAMS COS INC | 56,435 | $1.073M | 0.0% | $16.13 | -14.4% | COMMON STOCK USD1.0 | 969457100 |
| PSX | PHILLIPS 66 | 14,871 | $1.069M | 0.0% | $71.40 | -21.3% | COMMON STOCK | 718546104 |
| LNG | CHENIERE ENERGY INC | 22,103 | $1.068M | 0.0% | $47.38 | -7.8% | COMMON STOCK USD.003 | 16411R208 |
| SF | STIFEL FINANCIAL CORP | 22,296 | $1.057M | 0.0% | $34.89 | -21.4% | COMMON STOCK USD.15 | 860630102 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 105,775 | $1.052M | 0.0% | $17.94 | — | REIT USD.01 | 04208T108 |
| PTCT | PTC THERAPEUTICS INC | 20,712 | $1.051M | 0.0% | $39.31 | +25.0% | COMMON STOCK USD.001 | 69366J200 |
| SFM | SPROUTS FARMERS MARKET INC | 40,865 | $1.046M | 0.0% | $20.57 | +11.2% | COMMON STOCK USD.001 | 85208M102 |
| TREB/U | TREBIA ACQUISITION CORP | 100,000 | $1.045M | 0.0% | $10.45 | — | UNIT USD.0001 | G9027T125 |
| SON | SONOCO PRODUCTS CO | 19,950 | $1.043M | 0.0% | $41.14 | -1.7% | COMMON STOCK | 835495102 |
| MGM | MGM RESORTS INTERNATIONAL | 62,000 | $1.042M | 0.0% | $24.60 | -34.4% | COMMON STOCK USD.01 | 552953101 |
| — | SANTANDER CONSUMER USA HOLDI | 56,223 | $1.035M | 0.0% | $17.58 | — | COMMON STOCK USD.01 | 80283M101 |
| — | NATIONAL GENERAL HLDGS | 47,817 | $1.033M | 0.0% | $22.82 | — | COMMON STOCK USD.01 | 636220303 |
| OHI | OMEGA HEALTHCARE INVESTORS | 34,628 | $1.029M | 0.0% | $32.70 | — | REIT USD.1 | 681936100 |
| QLYS | QUALYS INC | 9,866 | $1.026M | 0.0% | $43.20 | +142.5% | COMMON STOCK USD.001 | 74758T303 |
| ALGN | ALIGN TECHNOLOGY INC | 3,731 | $1.024M | 0.0% | $225.21 | 0.0% | COMMON STOCK USD.0001 | 016255101 |
| — | APTIV PLC | 13,116 | $1.022M | 0.0% | $70.89 | — | COMMON STOCK USD.01 | G6095L109 |
| MASI | MASIMO CORP | 4,475 | $1.02M | 0.0% | $148.23 | +48.1% | COMMON STOCK USD.001 | 574795100 |
| LNWO | SCIENTIFIC GAMES CORP | 65,718 | $1.016M | 0.0% | $14.56 | -10.2% | COMMON STOCK USD.001 | 80874P109 |
| — | WEINGARTEN REALTY INVESTORS | 53,393 | $1.011M | 0.0% | $24.10 | — | REIT USD.03 | 948741103 |
| — | GORES HOLDINGS IV INC CL A | 99,996 | $1.01M | 0.0% | $9.85 | — | COMMON STOCK USD.0001 | 382865103 |
| — | LONGVIEW ACQUISITION CORP | 100,000 | $1.01M | 0.0% | $10.10 | — | UNIT USD.0001 | 543195200 |
| — | MANTECH INTERNATIONAL CORP A | 14,731 | $1.009M | 0.0% | $68.50 | — | COMMON STOCK USD.01 | 564563104 |
| HALO | HALOZYME THERAPEUTICS INC | 37,551 | $1.007M | 0.0% | $17.32 | +30.3% | COMMON STOCK USD.001 | 40637H109 |
| CDP | CORPORATE OFFICE PROPERTIES | 39,686 | $1.006M | 0.0% | $22.06 | — | REIT USD.01 | 22002T108 |
| STRA | STRATEGIC EDUCATION INC | 6,528 | $1.003M | 0.0% | $129.79 | +1.8% | COMMON STOCK USD.01 | 86272C103 |
| — | DMY TECHNOLOGY GROUP INC A | 99,998 | $1.003M | 0.0% | $10.03 | — | COMMON STOCK | 233253103 |
| CTRE | CARETRUST REIT INC | 58,382 | $1.002M | 0.0% | $17.40 | — | REIT USD.01 | 14174T107 |
| BLD | TOPBUILD CORP | 8,771 | $998K | 0.0% | $102.09 | -2.2% | COMMON STOCK | 89055F103 |
| — | EXPERIENCE INVESTMENT CORP A | 99,999 | $997K | 0.0% | $9.67 | — | COMMON STOCK USD.0001 | 30217C109 |
| IRM | IRON MOUNTAIN INC | 38,180 | $996K | 0.0% | $22.44 | -14.1% | REIT USD.01 | 46284V101 |
| SEM | SELECT MEDICAL HOLDINGS CORP | 67,481 | $994K | 0.0% | $9.45 | -19.2% | COMMON STOCK USD.001 | 81619Q105 |
| — | LGL SYSTEMS ACQUISITION A | 100,000 | $992K | 0.0% | $10.38 | — | COMMON STOCK USD.0001 | 50201G106 |
| GIS | GENERAL MILLS INC | 16,082 | $991K | 0.0% | $39.32 | +26.9% | COMMON STOCK USD.1 | 370334104 |
| — | CIIG MERGER CORP CL A | 100,000 | $990K | 0.0% | $9.70 | — | COMMON STOCK | 12559C103 |
| TRMB | TRIMBLE INC | 22,924 | $990K | 0.0% | $38.83 | -3.4% | COMMON STOCK | 896239100 |
| — | CORESITE REALTY CORP | 8,149 | $987K | 0.0% | $103.07 | — | REIT USD.01 | 21870Q105 |
| AEP | AMERICAN ELECTRIC POWER | 12,374 | $985K | 0.0% | $63.55 | +4.8% | COMMON STOCK USD6.5 | 025537101 |
| SYF | SYNCHRONY FINANCIAL | 44,413 | $984K | 0.0% | $22.35 | -23.9% | COMMON STOCK USD.001 | 87165B103 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 35,989 | $984K | 0.0% | $21.89 | +9.0% | COMMON STOCK USD.01 | 047649108 |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | 22,754 | $983K | 0.0% | $31.98 | +10.4% | COMMON STOCK USD.001 | 04280A100 |
| — | CITIC CAPITAL ACQUISITION A | 100,000 | $982K | 0.0% | $9.82 | — | COMMON STOCK | G21513109 |
| WM | WASTE MANAGEMENT INC | 9,210 | $975K | 0.0% | $73.33 | +25.7% | COMMON STOCK USD.01 | 94106L109 |
| SNA | SNAP ON INC | 7,016 | $972K | 0.0% | $123.29 | -11.0% | COMMON STOCK USD1.0 | 833034101 |
| CMI | CUMMINS INC | 5,601 | $970K | 0.0% | $117.10 | +18.9% | COMMON STOCK USD2.5 | 231021106 |
| — | REALOGY HOLDINGS CORP | 130,397 | $966K | 0.0% | $8.84 | — | COMMON STOCK USD.01 | 75605Y106 |
| PNW | PINNACLE WEST CAPITAL | 13,166 | $965K | 0.0% | $67.06 | -11.8% | COMMON STOCK | 723484101 |
| TDG | TRANSDIGM GROUP INC | 2,160 | $955K | 0.0% | $277.27 | +13.4% | COMMON STOCK USD.01 | 893641100 |
| COF | CAPITAL ONE FINANCIAL CORP | 15,241 | $954K | 0.0% | $67.60 | -16.2% | COMMON STOCK USD.01 | 14040H105 |
| DCI | DONALDSON CO INC | 20,434 | $951K | 0.0% | $41.74 | -3.3% | COMMON STOCK USD5.0 | 257651109 |
| ONC | BEIGENE LTD ADR | 4,992 | $940K | 0.0% | $136.51 | — | ADR USD.0001 | 07725L102 |
| LKQ | LKQ CORP | 35,753 | $937K | 0.0% | $30.06 | -26.5% | COMMON STOCK USD.01 | 501889208 |
| SWBI | SMITH WESSON BRANDS INC | 43,319 | $932K | 0.0% | $9.29 | 0.0% | COMMON STOCK USD.001 | 831754106 |
| OTIS | OTIS WORLDWIDE CORP | 16,354 | $930K | 0.0% | $47.48 | 0.0% | COMMON STOCK USD.01 | 68902V107 |
| JD | JD.COM INC ADR | 15,460 | $930K | 0.0% | $35.94 | — | ADR USD.00002 | 47215P106 |
| UAL | UNITED AIRLINES HOLDINGS INC | 26,856 | $929K | 0.0% | $38.60 | -22.3% | COMMON STOCK USD.01 | 910047109 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 883 | $929K | 0.0% | $17.68 | +4.7% | COMMON STOCK USD.01 | 169656105 |
| AN | AUTONATION INC | 24,678 | $927K | 0.0% | $41.18 | -12.1% | COMMON STOCK USD.01 | 05329W102 |
| WTW | WILLIS TOWERS WATSON PLC | 4,698 | $925K | 0.0% | $152.91 | +16.0% | COMMON STOCK USD.000304635 | G96629103 |
| AVTR | AVANTOR INC | 54,354 | $924K | 0.0% | $16.42 | -0.8% | COMMON STOCK USD.01 | 05352A100 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 35,110 | $922K | 0.0% | $30.96 | -19.8% | COMMON STOCK USD.001 | 71742Q106 |
| — | VBI VACCINES INC | 296,226 | $918K | 0.0% | $3.10 | — | COMMON STOCK | 91822J103 |
| EXEL | EXELIXIS INC | 38,489 | $914K | 0.0% | $21.00 | +10.3% | COMMON STOCK USD.001 | 30161Q104 |
| ASGN | ASGN INC | 13,676 | $912K | 0.0% | $56.37 | -5.9% | COMMON STOCK USD.01 | 00191U102 |
| OKTA | OKTA INC | 4,545 | $910K | 0.0% | $131.99 | +28.6% | COMMON STOCK | 679295105 |
| — | QUOTIENT TECHNOLOGY INC | 124,031 | $908K | 0.0% | $6.50 | — | COMMON STOCK USD.00001 | 749119103 |
| UNF | UNIFIRST CORP/MA | 5,056 | $905K | 0.0% | $161.38 | 0.0% | COMMON STOCK USD.1 | 904708104 |
| CUBE | CUBESMART | 33,415 | $902K | 0.0% | $26.99 | — | REIT USD.01 | 229663109 |
| GDOT | GREEN DOT CORP CLASS A | 18,284 | $897K | 0.0% | $28.78 | +17.6% | COMMON STOCK USD.001 | 39304D102 |
| RNR | RENAISSANCERE HOLDINGS LTD | 5,246 | $897K | 0.0% | $154.59 | +6.2% | COMMON STOCK USD1.0 | G7496G103 |
| AXON | AXON ENTERPRISE INC | 9,135 | $896K | 0.0% | $68.13 | +18.7% | COMMON STOCK USD.00001 | 05464C101 |
| — | HANESBRANDS INC | 79,183 | $894K | 0.0% | $14.53 | — | COMMON STOCK USD.01 | 410345102 |
| WWW | WOLVERINE WORLD WIDE INC | 37,492 | $893K | 0.0% | $27.95 | -36.5% | COMMON STOCK USD1.0 | 978097103 |
| VLO | VALERO ENERGY CORP | 15,186 | $893K | 0.0% | $51.85 | -7.9% | COMMON STOCK USD.01 | 91913Y100 |
| DELL | DELL TECHNOLOGIES C | 16,180 | $889K | 0.0% | $25.10 | -17.9% | COMMON STOCK | 24703L202 |
| AIG | AMERICAN INTERNATIONAL GROUP | 28,500 | $889K | 0.0% | $46.18 | -47.2% | COMMON STOCK USD2.5 | 026874784 |
| FITB | FIFTH THIRD BANCORP | 45,988 | $887K | 0.0% | $17.98 | -17.5% | COMMON STOCK | 316773100 |
| PVH | PVH CORP | 18,323 | $880K | 0.0% | $57.28 | -19.2% | COMMON STOCK USD1.0 | 693656100 |
| LEA | LEAR CORP | 8,049 | $878K | 0.0% | $97.71 | -9.0% | COMMON STOCK USD.01 | 521865204 |
| SRE | SEMPRA ENERGY | 7,463 | $875K | 0.0% | $49.70 | +2.7% | COMMON STOCK | 816851109 |
| HRI | HERC HOLDINGS INC | 28,401 | $873K | 0.0% | $23.58 | 0.0% | COMMON STOCK USD.01 | 42704L104 |
| EPAM | EPAM SYSTEMS INC | 3,466 | $873K | 0.0% | $199.24 | +10.5% | COMMON STOCK USD.001 | 29414B104 |
| SSD | SIMPSON MANUFACTURING CO INC | 10,336 | $872K | 0.0% | $72.48 | -3.0% | COMMON STOCK USD.01 | 829073105 |
| SWK | STANLEY BLACK DECKER INC | 6,254 | $872K | 0.0% | $119.88 | -15.6% | COMMON STOCK USD2.5 | 854502101 |
| RDN | RADIAN GROUP INC | 55,830 | $866K | 0.0% | $12.97 | -4.6% | COMMON STOCK USD.001 | 750236101 |
| AES | AES CORP | 59,464 | $862K | 0.0% | $11.21 | -4.4% | COMMON STOCK USD.01 | 00130H105 |
| AAP | ADVANCE AUTO PARTS INC | 6,025 | $858K | 0.0% | $112.88 | -0.4% | COMMON STOCK USD.0001 | 00751Y106 |
| — | INVITAE CORP | 28,334 | $858K | 0.0% | $15.55 | — | COMMON STOCK USD.0001 | 46185L103 |
| FISV | FISERV INC | 8,727 | $852K | 0.0% | $78.54 | +28.2% | COMMON STOCK USD.01 | 337738108 |
| FHN | FIRST HORIZON NATIONAL CORP | 85,261 | $849K | 0.0% | $11.92 | -38.3% | COMMON STOCK USD.625 | 320517105 |
| PH | PARKER HANNIFIN CORP | 4,629 | $848K | 0.0% | $118.18 | +26.4% | COMMON STOCK USD.5 | 701094104 |
| SAIC | SCIENCE APPLICATIONS INTE | 10,893 | $846K | 0.0% | $80.73 | +1.6% | COMMON STOCK USD.0001 | 808625107 |
| SCI | SERVICE CORP INTERNATIONAL | 21,708 | $844K | 0.0% | $42.28 | -9.2% | COMMON STOCK USD1.0 | 817565104 |
| RMD | RESMED INC | 4,387 | $842K | 0.0% | $144.53 | +7.9% | COMMON STOCK USD.004 | 761152107 |
| HCA | HCA HEALTHCARE INC | 8,673 | $842K | 0.0% | $99.48 | -0.1% | COMMON STOCK USD.01 | 40412C101 |
| CSL | CARLISLE COS INC | 6,991 | $837K | 0.0% | $106.73 | +5.3% | COMMON STOCK USD1.0 | 142339100 |
| MKTX | MARKETAXESS HOLDINGS INC | 1,668 | $836K | 0.0% | $281.93 | +55.4% | COMMON STOCK USD.003 | 57060D108 |
| — | TCF FINANCIAL CORP | 28,381 | $835K | 0.0% | $32.98 | — | COMMON STOCK USD1.0 | 872307103 |
| XEL | XCEL ENERGY INC | 13,356 | $835K | 0.0% | $52.81 | 0.0% | COMMON STOCK USD2.5 | 98389B100 |
| XPO | XPO LOGISTICS INC | 10,769 | $832K | 0.0% | $24.82 | -3.5% | COMMON STOCK USD.001 | 983793100 |
| WU | WESTERN UNION CO | 38,429 | $831K | 0.0% | $21.48 | — | COMMON STOCK USD.01 | 959802109 |
| — | CAESARS ENTERTAIN CORP | 493,320 | $829K | 0.0% | $1.93 | — | SR UNSECURED 10/24 5 | 127686AA1 |
| — | QTS REALTY TRUST INC CL A | 12,840 | $823K | 0.0% | $54.27 | — | REIT USD.01 | 74736A103 |
| SBRA | SABRA HEALTH CARE REIT INC | 56,938 | $822K | 0.0% | $16.32 | — | REIT USD.01 | 78573L106 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 69,999 | $822K | 0.0% | $11.74 | — | COMMON STOCK USD.0001 | G8250T109 |
| SMG | SCOTTS MIRACLE GRO CO | 6,074 | $817K | 0.0% | $88.06 | +17.4% | COMMON STOCK USD.01 | 810186106 |
| CHGG | CHEGG INC | 12,116 | $815K | 0.0% | $39.06 | +36.8% | COMMON STOCK USD.001 | 163092109 |
| TTC | TORO CO | 12,219 | $811K | 0.0% | $71.63 | -8.3% | COMMON STOCK USD1.0 | 891092108 |
| — | OSPREY TECHNOLOGY ACQUISIT A | 80,000 | $804K | 0.0% | $9.72 | — | COMMON STOCK | 68839R104 |
| — | MGM GROWTH PROPERTIES LLC A | 29,393 | $800K | 0.0% | $27.66 | — | REIT | 55303A105 |
| HSY | HERSHEY CO/THE | 6,109 | $792K | 0.0% | $87.85 | +34.0% | COMMON STOCK USD1.0 | 427866108 |
| — | FLEETCOR TECHNOLOGIES INC | 3,138 | $789K | 0.0% | $229.07 | — | COMMON STOCK USD.001 | 339041105 |
| TRV | TRAVELERS COS INC/THE | 6,909 | $788K | 0.0% | $110.02 | -15.0% | COMMON STOCK NPV | 89417E109 |
| MOG/A | MOOG INC CLASS A | 14,786 | $783K | 0.0% | $79.60 | -39.0% | COMMON STOCK USD1.0 | 615394202 |
| JWS/U | JAWS ACQUISITION CORP | 75,000 | $782K | 0.0% | $10.43 | — | UNIT USD.0001 | G50744120 |
| AL | AIR LEASE CORP | 26,715 | $782K | 0.0% | $24.16 | 0.0% | COMMON STOCK USD.01 | 00912X302 |
| KEY | KEYCORP | 63,869 | $778K | 0.0% | $10.27 | -14.1% | COMMON STOCK USD1.0 | 493267108 |
| CRI | CARTER S INC | 9,615 | $776K | 0.0% | $69.29 | -4.9% | COMMON STOCK USD.01 | 146229109 |
| F | FORD MOTOR CO | 127,673 | $776K | 0.0% | $5.67 | -25.9% | COMMON STOCK USD.01 | 345370860 |
| — | VERITEX HOLDINGS INC | 43,808 | $775K | 0.0% | $13.97 | — | COMMON STOCK USD.01 | 923451108 |
| VICR | VICOR CORP | 10,643 | $766K | 0.0% | $56.15 | 0.0% | COMMON STOCK USD.01 | 925815102 |
| THG | HANOVER INSURANCE GROUP INC/ | 7,558 | $766K | 0.0% | $87.31 | -1.8% | COMMON STOCK USD.01 | 410867105 |
| MOH | MOLINA HEALTHCARE INC | 4,298 | $765K | 0.0% | $155.12 | +9.8% | COMMON STOCK USD.001 | 60855R100 |
| GRMN | GARMIN LTD | 7,839 | $764K | 0.0% | $74.32 | +1.6% | COMMON STOCK CHF.1 | H2906T109 |
| EPR | EPR PROPERTIES | 23,022 | $763K | 0.0% | $37.14 | — | REIT USD.01 | 26884U109 |
| RNG | RINGCENTRAL INC CLASS A | 2,673 | $762K | 0.0% | $252.94 | 0.0% | COMMON STOCK USD.0001 | 76680R206 |
| NWBI | NORTHWEST BANCSHARES INC | 74,467 | $761K | 0.0% | $9.87 | -28.1% | COMMON STOCK USD.01 | 667340103 |
| SGRY | SURGERY PARTNERS INC | 65,530 | $758K | 0.0% | $10.96 | 0.0% | COMMON STOCK USD.01 | 86881A100 |
| DEI | DOUGLAS EMMETT INC | 24,579 | $754K | 0.0% | $34.32 | — | REIT USD.01 | 25960P109 |
| ZS | ZSCALER INC | 6,884 | $754K | 0.0% | $55.04 | +51.0% | COMMON STOCK USD.001 | 98980G102 |
| — | WESTROCK CO | 26,644 | $753K | 0.0% | $31.25 | — | COMMON STOCK | 96145D105 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 15,275 | $751K | 0.0% | $42.92 | -4.2% | COMMON STOCK | 744573106 |
| MCK | MCKESSON CORP W/D | 4,854 | $745K | 0.0% | $131.97 | +5.5% | COMMON STOCK USD.01 | 58155Q103 |
| BBY | BEST BUY CO INC | 8,502 | $742K | 0.0% | $57.10 | +5.6% | COMMON STOCK USD.1 | 086516101 |
| — | CORNERSTONE ONDEMAND INC | 19,188 | $740K | 0.0% | $57.93 | — | COMMON STOCK USD.0001 | 21925Y103 |
| NHI | NATL HEALTH INVESTORS INC | 12,135 | $737K | 0.0% | $60.73 | — | REIT USD.01 | 63633D104 |
| OMF | ONEMAIN HOLDINGS INC | 29,787 | $731K | 0.0% | $39.80 | -42.8% | COMMON STOCK USD.01 | 68268W103 |
| — | SYNEOS HEALTH INC | 12,525 | $730K | 0.0% | $47.10 | — | COMMON STOCK USD.01 | 87166B102 |
| SCHL | SCHOLASTIC CORP | 24,330 | $728K | 0.0% | $25.07 | 0.0% | COMMON STOCK USD.01 | 807066105 |
| NVCR | NOVOCURE LTD | 12,275 | $728K | 0.0% | $69.62 | -5.5% | COMMON STOCK | G6674U108 |
| PENN | PENN NATIONAL GAMING INC | 23,846 | $728K | 0.0% | $23.65 | -3.1% | COMMON STOCK USD.01 | 707569109 |
| PSMT | PRICESMART INC | 12,051 | $727K | 0.0% | $53.10 | 0.0% | COMMON STOCK USD.0001 | 741511109 |
| — | RETAIL PROPERTIES OF AME A | 98,954 | $724K | 0.0% | $9.06 | — | REIT USD.001 | 76131V202 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 43,399 | $721K | 0.0% | $20.86 | — | REIT USD.01 | 720190206 |
| ES | EVERSOURCE ENERGY | 8,642 | $720K | 0.0% | $57.57 | +16.7% | COMMON STOCK USD5.0 | 30040W108 |
| GEO | GEO GROUP INC/THE | 59,815 | $708K | 0.0% | $13.76 | -20.2% | REIT USD.01 | 36162J106 |
| ACA | ARCOSA INC | 16,689 | $704K | 0.0% | $41.02 | -7.9% | COMMON STOCK USD.01 | 039653100 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 18,650 | $700K | 0.0% | $42.22 | -5.3% | COMMON STOCK USD.01 | 74112D101 |
| PTC | PTC INC | 8,975 | $698K | 0.0% | $72.04 | -1.6% | COMMON STOCK USD.01 | 69370C100 |
| PK | PARK HOTELS RESORTS INC | 70,394 | $696K | 0.0% | $13.64 | — | REIT USD.01 | 700517105 |
| OC | OWENS CORNING | 12,439 | $694K | 0.0% | $61.19 | -23.8% | COMMON STOCK USD.001 | 690742101 |
| — | GRUBHUB INC | 9,874 | $694K | 0.0% | $62.19 | — | COMMON STOCK USD.0001 | 400110102 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 10,009 | $691K | 0.0% | $72.85 | -0.1% | COMMON STOCK USD1.0 | 844895102 |
| TAL | TAL EDUCATION GROUP ADR | 10,074 | $689K | 0.0% | $40.85 | — | ADR | 874080104 |
| BURL | BURLINGTON STORES INC | 3,491 | $687K | 0.0% | $196.42 | -4.1% | COMMON STOCK USD.0001 | 122017106 |
| MELI | MERCADOLIBRE INC | 690 | $680K | 0.0% | $749.93 | 0.0% | COMMON STOCK USD.001 | 58733R102 |
| WAFD | WASHINGTON FEDERAL INC | 25,065 | $673K | 0.0% | $23.35 | -9.0% | COMMON STOCK USD1.0 | 938824109 |
| FRME | FIRST MERCHANTS CORP | 24,231 | $668K | 0.0% | $25.19 | -13.1% | COMMON STOCK | 320817109 |
| UTHR | UNITED THERAPEUTICS CORP | 5,500 | $666K | 0.0% | $102.16 | +10.1% | COMMON STOCK USD.01 | 91307C102 |
| — | PACWEST BANCORP | 33,750 | $665K | 0.0% | $25.62 | — | COMMON STOCK | 695263103 |
| — | NUVASIVE INC | 11,893 | $662K | 0.0% | $55.53 | — | COMMON STOCK USD.001 | 670704105 |
| — | FLAGSTAR BANCORP INC | 22,479 | $662K | 0.0% | $23.83 | — | COMMON STOCK USD.01 | 337930705 |
| AJG | ARTHUR J GALLAGHER CO | 6,773 | $660K | 0.0% | $82.63 | +0.5% | COMMON STOCK USD1.0 | 363576109 |
| — | BOTTOMLINE TECHNOLOGIES (DE) | 12,971 | $659K | 0.0% | $39.28 | — | COMMON STOCK USD.001 | 101388106 |
| WBS | WEBSTER FINANCIAL CORP | 22,911 | $655K | 0.0% | $30.35 | -12.7% | COMMON STOCK USD.01 | 947890109 |
| — | QUIDEL CORP | 2,927 | $655K | 0.0% | $223.78 | — | COMMON STOCK USD.001 | 74838J101 |
| — | FLIR SYSTEMS INC | 16,107 | $653K | 0.0% | $40.54 | — | COMMON STOCK USD.01 | 302445101 |
| AIZ | ASSURANT INC | 6,323 | $653K | 0.0% | $98.92 | -5.3% | COMMON STOCK USD.01 | 04621X108 |
| LAMR | LAMAR ADVERTISING CO A | 9,767 | $652K | 0.0% | $69.06 | — | REIT USD.001 | 512816109 |
| HCKT | HACKETT GROUP INC/THE | 47,973 | $650K | 0.0% | $16.40 | -15.9% | COMMON STOCK USD.001 | 404609109 |
| — | VERINT SYSTEMS INC | 14,383 | $650K | 0.0% | $44.27 | — | COMMON STOCK USD.001 | 92343X100 |
| ACIW | ACI WORLDWIDE INC | 24,040 | $649K | 0.0% | $30.50 | -14.3% | COMMON STOCK USD.005 | 004498101 |
| SRCE | 1ST SOURCE CORP | 18,197 | $647K | 0.0% | $32.44 | — | COMMON STOCK | 336901103 |
| AWR | AMERICAN STATES WATER CO | 8,234 | $647K | 0.0% | $76.41 | -6.7% | COMMON STOCK | 029899101 |
| — | SPIRIT REALTY CAPITAL INC | 18,506 | $645K | 0.0% | $39.76 | — | REIT USD.05 | 84860W300 |
| — | APACHE CORP | 47,762 | $645K | 0.0% | $18.52 | — | COMMON STOCK USD.625 | 037411105 |
| — | AMERICAN CAMPUS COMMUNITIES | 18,391 | $643K | 0.0% | $38.12 | — | REIT USD.01 | 024835100 |
| SYNA | SYNAPTICS INC | 10,695 | $643K | 0.0% | $57.18 | +9.6% | COMMON STOCK USD.001 | 87157D109 |
| NUE | NUCOR CORP | 15,494 | $642K | 0.0% | $40.58 | -10.3% | COMMON STOCK USD.4 | 670346105 |
| VRNS | VARONIS SYSTEMS INC | 7,240 | $641K | 0.0% | $24.22 | +3.3% | COMMON STOCK USD.001 | 922280102 |
| NXPI | NXP SEMICONDUCTORS NV | 5,622 | $641K | 0.0% | $102.07 | -11.0% | COMMON STOCK | N6596X109 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 25,144 | $640K | 0.0% | $25.89 | -9.4% | COMMON STOCK USD.001 | 46269C102 |
| PRGS | PROGRESS SOFTWARE CORP | 16,426 | $637K | 0.0% | $39.19 | -2.8% | COMMON STOCK USD.01 | 743312100 |
| GOOD | GLADSTONE COMMERCIAL CORP | 33,984 | $637K | 0.0% | $16.09 | — | REIT USD.001 | 376536108 |
| NOW | SERVICENOW INC | 1,564 | $634K | 0.0% | $51.05 | +38.3% | COMMON STOCK USD.001 | 81762P102 |
| — | CHANNELADVISOR CORP | 39,799 | $630K | 0.0% | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| CRL | CHARLES RIVER LABORATORIES | 3,600 | $628K | 0.0% | $112.88 | +41.4% | COMMON STOCK USD.01 | 159864107 |
| PCAR | PACCAR INC | 8,360 | $626K | 0.0% | $35.32 | +8.0% | COMMON STOCK USD1.0 | 693718108 |
| — | KRATON CORP | 36,253 | $626K | 0.0% | $17.27 | — | COMMON STOCK USD.01 | 50077C106 |
| CVLT | COMMVAULT SYSTEMS INC | 16,110 | $623K | 0.0% | $63.78 | -37.8% | COMMON STOCK USD.01 | 204166102 |
| FORM | FORMFACTOR INC | 21,247 | $623K | 0.0% | $24.66 | 0.0% | COMMON STOCK USD.001 | 346375108 |
| BJ | BJ S WHOLESALE CLUB HOLDINGS | 16,727 | $623K | 0.0% | $27.96 | +9.8% | COMMON STOCK USD.01 | 05550J101 |
| NTLA | INTELLIA THERAPEUTICS INC | 29,447 | $619K | 0.0% | $15.43 | +10.1% | COMMON STOCK USD.0001 | 45826J105 |
| TENB | TENABLE HOLDINGS INC | 20,616 | $615K | 0.0% | $27.08 | +0.3% | COMMON STOCK USD.01 | 88025T102 |
| MRTN | MARTEN TRANSPORT LTD | 24,397 | $614K | 0.0% | $13.75 | 0.0% | COMMON STOCK USD.01 | 573075108 |
| NBTB | N B T BANCORP INC | 19,896 | $612K | 0.0% | $36.63 | -15.0% | COMMON STOCK USD.01 | 628778102 |
| SAM | BOSTON BEER COMPANY INC A | 1,141 | $612K | 0.0% | $182.61 | +165.2% | COMMON STOCK USD.01 | 100557107 |
| — | WW INTERNATIONAL INC | 24,025 | $610K | 0.0% | $21.03 | — | COMMON STOCK | 98262P101 |
| WSFS | WSFS FINANCIAL CORP | 21,209 | $609K | 0.0% | $26.47 | 0.0% | COMMON STOCK USD.01 | 929328102 |
| — | XILINX INC | 6,187 | $609K | 0.0% | $98.43 | — | COMMON STOCK USD.01 | 983919101 |
| EXPD | EXPEDITORS INTL WASH INC | 8,010 | $609K | 0.0% | $66.31 | +3.0% | COMMON STOCK USD.01 | 302130109 |
| — | ALLEGHANY CORP | 1,240 | $607K | 0.0% | $714.67 | — | COMMON STOCK USD1.0 | 017175100 |
| AWK | AMERICAN WATER WORKS CO INC | 4,713 | $606K | 0.0% | $115.44 | -3.1% | COMMON STOCK USD.01 | 030420103 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 6,080 | $604K | 0.0% | $72.70 | — | COMMON STOCK ILS.01 | M2682V108 |
| RVTY | PERKINELMER INC | 6,159 | $604K | 0.0% | $90.26 | 0.0% | COMMON STOCK USD1.0 | 714046109 |
| GLPI | GAMING AND LEISURE PROPERTIE | 17,416 | $603K | 0.0% | $27.81 | — | REIT | 36467J108 |
| STAA | STAAR SURGICAL CO | 9,763 | $601K | 0.0% | $40.85 | 0.0% | COMMON STOCK USD.01 | 852312305 |
| DT | DYNATRACE INC | 14,738 | $598K | 0.0% | $32.91 | 0.0% | COMMON STOCK USD.001 | 268150109 |
| — | MAGELLAN HEALTH INC | 8,142 | $594K | 0.0% | $62.13 | — | COMMON STOCK USD.01 | 559079207 |
| NDSN | NORDSON CORP | 3,119 | $592K | 0.0% | $122.55 | +30.2% | COMMON STOCK | 655663102 |
| R | RYDER SYSTEM INC | 15,668 | $588K | 0.0% | $38.12 | -13.0% | COMMON STOCK USD.5 | 783549108 |
| MTDR | MATADOR RESOURCES CO | 68,902 | $586K | 0.0% | $6.99 | 0.0% | COMMON STOCK USD.01 | 576485205 |
| — | DISCOVER FINANCIAL SERVICES | 11,654 | $584K | 0.0% | $46.65 | — | COMMON STOCK USD.01 | 254709108 |
| LNC | LINCOLN NATIONAL CORP | 15,817 | $582K | 0.0% | $34.48 | -22.8% | COMMON STOCK | 534187109 |
| FRCB | FIRST REPUBLIC BANK/CA | 5,495 | $582K | 0.0% | $101.48 | -0.6% | COMMON STOCK USD.01 | 33616C100 |
| MSI | MOTOROLA SOLUTIONS INC | 4,145 | $581K | 0.0% | $135.46 | -2.9% | COMMON STOCK USD.01 | 620076307 |
| RPD | RAPID7 INC | 11,370 | $580K | 0.0% | $39.84 | +16.8% | COMMON STOCK USD.01 | 753422104 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 4,140 | $578K | 0.0% | $121.16 | +7.9% | COMMON STOCK USD.01 | 874054109 |
| GLW | CORNING INC | 22,182 | $575K | 0.0% | $22.10 | -12.2% | COMMON STOCK USD.5 | 219350105 |
| CORT | CORCEPT THERAPEUTICS INC | 34,167 | $575K | 0.0% | $11.14 | +26.1% | COMMON STOCK USD.001 | 218352102 |
| EBS | EMERGENT BIOSOLUTIONS INC | 7,271 | $575K | 0.0% | $48.25 | +54.5% | COMMON STOCK USD.001 | 29089Q105 |
| TXRH | TEXAS ROADHOUSE INC | 10,917 | $574K | 0.0% | $50.44 | -11.2% | COMMON STOCK USD.001 | 882681109 |
| MPWR | MONOLITHIC POWER SYSTEMS INC | 2,421 | $574K | 0.0% | $163.85 | +18.5% | COMMON STOCK USD.001 | 609839105 |
| STT | STATE STREET CORP | 9,021 | $573K | 0.0% | $55.26 | -9.1% | COMMON STOCK USD1.0 | 857477103 |
| — | STERICYCLE INC | 10,244 | $573K | 0.0% | $63.82 | — | COMMON STOCK USD.01 | 858912108 |
| — | EPIZYME INC | 35,677 | $573K | 0.0% | $15.87 | — | COMMON STOCK USD.0001 | 29428V104 |
| DTE | DTE ENERGY COMPANY | 5,324 | $572K | 0.0% | $51.76 | +41.4% | COMMON STOCK | 233331107 |
| — | PS BUSINESS PARKS INC/CA | 4,314 | $571K | 0.0% | $126.40 | — | REIT USD.01 | 69360J107 |
| AAT | AMERICAN ASSETS TRUST INC | 20,502 | $571K | 0.0% | $33.28 | — | REIT USD.01 | 024013104 |
| — | SPX CORP | 13,852 | $570K | 0.0% | $32.67 | — | COMMON STOCK USD.01 | 784635104 |
| — | FLEXION THERAPEUTICS INC | 43,118 | $567K | 0.0% | $13.15 | — | COMMON STOCK USD.001 | 33938J106 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 19,872 | $564K | 0.0% | $14.60 | — | COMMON STOCK USD.01 | 518415104 |
| CSW | CSW INDUSTRIALS INC | 8,137 | $562K | 0.0% | $65.67 | 0.0% | COMMON STOCK USD.01 | 126402106 |
| PLAB | PHOTRONICS INC | 50,354 | $560K | 0.0% | $13.08 | -12.2% | COMMON STOCK USD.01 | 719405102 |
| APEI | AMERICAN PUBLIC EDUCATION | 18,927 | $560K | 0.0% | $27.98 | 0.0% | COMMON STOCK USD.01 | 02913V103 |
| SWKS | SKYWORKS SOLUTIONS INC | 4,380 | $560K | 0.0% | $79.82 | +20.9% | COMMON STOCK USD.25 | 83088M102 |
| FCN | FTI CONSULTING INC | 4,859 | $557K | 0.0% | $113.44 | +6.7% | COMMON STOCK USD.01 | 302941109 |
| NTES | NETEASE INC ADR | 1,295 | $556K | 0.0% | $299.03 | — | ADR USD.0001 | 64110W102 |
| HTH | HILLTOP HOLDINGS INC | 30,131 | $556K | 0.0% | $24.42 | -29.6% | COMMON STOCK USD.01 | 432748101 |
| — | LABORATORY CRP OF AMER HLDGS | 3,338 | $554K | 0.0% | $152.08 | — | COMMON STOCK USD.1 | 50540R409 |
| KFRC | KFORCE INC | 18,948 | $554K | 0.0% | $35.22 | -17.4% | COMMON STOCK USD.01 | 493732101 |
| — | NEW ORIENTAL EDUCATIO SP ADR | 4,250 | $553K | 0.0% | $95.99 | — | ADR USD.01 | 647581107 |
| TSN | TYSON FOODS INC CL A | 9,231 | $551K | 0.0% | $55.96 | -8.5% | COMMON STOCK USD.1 | 902494103 |
| — | JUNIPER NETWORKS INC | 24,105 | $551K | 0.0% | $23.64 | — | COMMON STOCK USD.00001 | 48203R104 |
| NWL | NEWELL BRANDS INC | 34,531 | $548K | 0.0% | $11.59 | -8.1% | COMMON STOCK USD1.0 | 651229106 |
| MSM | MSC INDUSTRIAL DIRECT CO A | 7,512 | $547K | 0.0% | $71.89 | -10.3% | COMMON STOCK USD.001 | 553530106 |
| HURN | HURON CONSULTING GROUP INC | 12,362 | $547K | 0.0% | $60.39 | -25.4% | COMMON STOCK USD.01 | 447462102 |
| PLUS | EPLUS INC | 7,741 | $547K | 0.0% | $41.07 | -16.9% | COMMON STOCK USD.01 | 294268107 |
| UGI | UGI CORP | 17,190 | $547K | 0.0% | $41.92 | -27.6% | COMMON STOCK | 902681105 |
| CXW | CORECIVIC INC | 58,277 | $545K | 0.0% | $18.19 | -37.3% | REIT USD.01 | 21871N101 |
| ED | CONSOLIDATED EDISON INC | 7,561 | $544K | 0.0% | $64.50 | -2.9% | COMMON STOCK USD.1 | 209115104 |
| DLTR | DOLLAR TREE INC | 5,855 | $543K | 0.0% | $84.19 | -0.9% | COMMON STOCK USD.01 | 256746108 |
| APLE | APPLE HOSPITALITY REIT INC | 56,202 | $543K | 0.0% | $9.43 | — | REIT NPV | 03784Y200 |
| — | CUSHMAN WAKEFIELD PLC | 43,443 | $541K | 0.0% | $12.45 | — | COMMON STOCK USD.01 | G2717B108 |
| BRC | BRADY CORPORATION CL A | 11,556 | $541K | 0.0% | $41.77 | 0.0% | COMMON STOCK USD.01 | 104674106 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 19,627 | $539K | 0.0% | $22.75 | +44.5% | COMMON STOCK USD.000041666 | 462260100 |
| — | AMERICAN SOFTWARE INC CL A | 34,092 | $537K | 0.0% | $14.45 | — | COMMON STOCK USD.1 | 029683109 |
| OPK | OPKO HEALTH INC | 157,105 | $536K | 0.0% | $1.57 | +42.9% | COMMON STOCK USD.01 | 68375N103 |
| EIX | EDISON INTERNATIONAL | 9,820 | $533K | 0.0% | $44.57 | 0.0% | COMMON STOCK | 281020107 |
| — | AMAG PHARMACEUTICALS INC | 69,575 | $532K | 0.0% | $18.45 | — | COMMON STOCK USD.01 | 00163U106 |
| CARR | CARRIER GLOBAL CORP | 23,894 | $531K | 0.0% | $17.13 | 0.0% | COMMON STOCK USD.01 | 14448C104 |
| FIVE | FIVE BELOW | 4,970 | $531K | 0.0% | $117.18 | -20.0% | COMMON STOCK USD.01 | 33829M101 |
| EYE | NATIONAL VISION HOLDINGS INC | 17,344 | $529K | 0.0% | $28.60 | -8.3% | COMMON STOCK USD.01 | 63845R107 |
| NUS | NU SKIN ENTERPRISES INC A | 13,774 | $527K | 0.0% | $33.60 | -21.3% | COMMON STOCK USD.001 | 67018T105 |
| AZZ | AZZ INC | 15,326 | $526K | 0.0% | $40.28 | -29.7% | COMMON STOCK USD1.0 | 002474104 |
| ETR | ENTERGY CORP | 5,601 | $525K | 0.0% | $46.66 | -15.3% | COMMON STOCK USD.01 | 29364G103 |
| — | CITRIX SYSTEMS INC | 3,552 | $525K | 0.0% | $92.95 | — | COMMON STOCK USD.001 | 177376100 |
| COR | AMERISOURCEBERGEN CORP | 5,191 | $523K | 0.0% | $68.85 | +15.6% | COMMON STOCK USD.01 | 03073E105 |
| LUV | SOUTHWEST AIRLINES CO | 15,305 | $523K | 0.0% | $47.31 | -37.5% | COMMON STOCK USD1.0 | 844741108 |
| — | ABIOMED INC | 2,160 | $522K | 0.0% | $241.67 | — | COMMON STOCK USD.01 | 003654100 |
| ALRM | ALARM.COM HOLDINGS INC | 8,045 | $521K | 0.0% | $58.12 | -13.4% | COMMON STOCK | 011642105 |
| WHR | WHIRLPOOL CORP | 4,011 | $520K | 0.0% | $122.40 | -6.5% | COMMON STOCK USD1.0 | 963320106 |
| MTZ | MASTEC INC | 11,597 | $520K | 0.0% | $41.02 | -7.6% | COMMON STOCK USD.1 | 576323109 |
| — | ARISTA NETWORKS INC | 2,450 | $515K | 0.0% | $229.10 | — | COMMON STOCK USD.0001 | 040413106 |
| RGEN | REPLIGEN CORP | 4,155 | $514K | 0.0% | $86.08 | +36.7% | COMMON STOCK USD.01 | 759916109 |
| — | CARDIOVASCULAR SYSTEMS INC | 16,254 | $513K | 0.0% | $43.25 | — | COMMON STOCK | 141619106 |
| ASML | ASML HOLDING NV NY REG SHS | 1,394 | $513K | 0.0% | $277.48 | — | NY REG SHRS EUR.09 | N07059210 |
| L | LOEWS CORP | 14,930 | $512K | 0.0% | $40.62 | -18.9% | COMMON STOCK USD.01 | 540424108 |
| HSIC | HENRY SCHEIN INC | 8,765 | $512K | 0.0% | $64.53 | -13.4% | COMMON STOCK USD.01 | 806407102 |
| GOLF | ACUSHNET HOLDINGS CORP | 14,699 | $511K | 0.0% | $29.67 | 0.0% | COMMON STOCK USD.001 | 005098108 |
| ATEN | A10 NETWORKS INC | 74,866 | $510K | 0.0% | $6.61 | -5.0% | COMMON STOCK USD.00001 | 002121101 |
| RGR | STURM RUGER CO INC | 6,692 | $509K | 0.0% | $49.13 | +23.7% | COMMON STOCK USD1.0 | 864159108 |
| — | ATLASSIAN CORP PLC CLASS A | 2,823 | $509K | 0.0% | $180.30 | — | COMMON STOCK USD.1 | G06242104 |
| — | PROOFPOINT INC | 4,567 | $507K | 0.0% | $103.92 | — | COMMON STOCK USD.0001 | 743424103 |
| KKR | KKR CO INC | 16,425 | $507K | 0.0% | $25.46 | 0.0% | COMMON STOCK | 48251W104 |
| OGE | OGE ENERGY CORP | 16,698 | $507K | 0.0% | $36.99 | -16.4% | COMMON STOCK USD.01 | 670837103 |
| ENPH | ENPHASE ENERGY INC | 10,608 | $505K | 0.0% | $15.84 | +201.7% | COMMON STOCK USD.00001 | 29355A107 |
| BL | BLACKLINE INC | 6,093 | $505K | 0.0% | $49.76 | +34.2% | COMMON STOCK USD.01 | 09239B109 |
| — | DFP HEALTHCARE ACQUISIT CL A | 50,000 | $503K | 0.0% | $10.06 | — | COMMON STOCK USD.00001 | 23343Q100 |
| MTRN | MATERION CORP | 8,164 | $502K | 0.0% | $61.39 | -17.6% | COMMON STOCK | 576690101 |
| — | UNION ACQUISITION CORP II | 50,000 | $500K | 0.0% | $9.78 | — | COMMON STOCK | G9402Q100 |
| MEDP | MEDPACE HOLDINGS INC | 5,376 | $500K | 0.0% | $62.63 | +35.9% | COMMON STOCK USD.01 | 58506Q109 |
| — | SCVX CORP CLASS A | 50,000 | $498K | 0.0% | $9.76 | — | COMMON STOCK | G79448208 |
| — | FINSERV ACQUISITION CORP A | 50,000 | $498K | 0.0% | $9.60 | — | COMMON STOCK | 318085107 |
| — | GALILEO ACQUISITION CORP | 50,000 | $496K | 0.0% | $9.68 | — | COMMON STOCK USD.0001 | G3770A102 |
| OEC | ORION ENGINEERED CARBONS SA | 46,765 | $495K | 0.0% | $16.36 | -43.5% | COMMON STOCK | L72967109 |
| TXT | TEXTRON INC | 15,047 | $495K | 0.0% | $38.98 | -24.7% | COMMON STOCK USD.125 | 883203101 |
| SBH | SALLY BEAUTY HOLDINGS INC | 39,456 | $494K | 0.0% | $14.94 | -26.7% | COMMON STOCK USD.01 | 79546E104 |
| HRTX | HERON THERAPEUTICS INC | 33,361 | $491K | 0.0% | $22.12 | -25.7% | COMMON STOCK USD.01 | 427746102 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 20,120 | $491K | 0.0% | $24.40 | — | REIT USD.0001 | 35086T109 |
| MKSI | MKS INSTRUMENTS INC | 4,331 | $490K | 0.0% | $96.56 | -1.3% | COMMON STOCK | 55306N104 |
| SHO | SUNSTONE HOTEL INVESTORS INC | 60,067 | $490K | 0.0% | $9.41 | — | REIT USD.01 | 867892101 |
| CAG | CONAGRA BRANDS INC | 13,899 | $489K | 0.0% | $23.54 | +11.3% | COMMON STOCK USD5.0 | 205887102 |
| PAYC | PAYCOM SOFTWARE INC | 1,571 | $487K | 0.0% | $211.23 | +23.5% | COMMON STOCK USD.01 | 70432V102 |
| OPTU | ALTICE USA INC A | 21,600 | $487K | 0.0% | $25.87 | -5.2% | COMMON STOCK USD.01 | 02156K103 |
| WTFC | WINTRUST FINANCIAL CORP | 11,170 | $487K | 0.0% | $53.62 | -25.5% | COMMON STOCK | 97650W108 |
| MLM | MARTIN MARIETTA MATERIALS | 2,354 | $486K | 0.0% | $195.75 | -5.4% | COMMON STOCK USD.01 | 573284106 |
| GEN | NORTONLIFELOCK INC | 24,521 | $486K | 0.0% | $13.11 | +37.7% | COMMON STOCK USD.01 | 668771108 |
| HPQ | HP INC | 27,834 | $485K | 0.0% | $15.32 | -14.6% | COMMON STOCK USD.01 | 40434L105 |
| UCB | UNITED COMMUNITY BANKS/GA | 24,128 | $485K | 0.0% | $27.69 | -30.8% | COMMON STOCK USD1.0 | 90984P303 |
| FOLD | AMICUS THERAPEUTICS INC | 32,138 | $485K | 0.0% | $10.85 | +12.3% | COMMON STOCK USD.01 | 03152W109 |
| NTAP | NETAPP INC | 10,860 | $482K | 0.0% | $55.78 | -33.6% | COMMON STOCK USD.001 | 64110D104 |
| URI | UNITED RENTALS INC | 3,224 | $481K | 0.0% | $120.19 | +2.2% | COMMON STOCK USD.01 | 911363109 |
| LPX | LOUISIANA PACIFIC CORP | 18,724 | $480K | 0.0% | $26.09 | -18.9% | COMMON STOCK USD1.0 | 546347105 |
| VCYT | VERACYTE INC | 18,527 | $480K | 0.0% | $13.18 | +89.0% | COMMON STOCK USD.001 | 92337F107 |
| LOPE | GRAND CANYON EDUCATION INC | 5,258 | $476K | 0.0% | $87.19 | +2.0% | COMMON STOCK USD.01 | 38526M106 |
| — | NIC INC | 20,633 | $474K | 0.0% | $22.34 | — | COMMON STOCK | 62914B100 |
| CBZ | CBIZ INC | 19,755 | $474K | 0.0% | $25.46 | -10.9% | COMMON STOCK USD.01 | 124805102 |
| COKE | COCA COLA CONSOLIDATED INC | 2,065 | $473K | 0.0% | $29.72 | -24.9% | COMMON STOCK USD1.0 | 191098102 |
| PFGC | PERFORMANCE FOOD GROUP CO | 16,194 | $472K | 0.0% | $39.50 | -34.1% | COMMON STOCK USD.01 | 71377A103 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 45,580 | $470K | 0.0% | $11.03 | -7.2% | COMMON STOCK USD.001 | 46333X108 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDIN | 451,811 | $470K | 0.0% | $4.16 | -77.4% | COMMON STOCK | 18453H106 |
| CNO | CNO FINANCIAL GROUP INC | 30,082 | $468K | 0.0% | $14.67 | -17.2% | COMMON STOCK USD.01 | 12621E103 |
| — | MAXIM INTEGRATED PRODUCTS | 7,722 | $468K | 0.0% | $55.71 | — | COMMON STOCK USD.001 | 57772K101 |
| — | SKECHERS USA INC CL A | 14,845 | $466K | 0.0% | $31.97 | — | COMMON STOCK USD.001 | 830566105 |
| AKBA | AKEBIA THERAPEUTICS INC | 34,238 | $465K | 0.0% | $7.78 | +33.0% | COMMON STOCK USD.0001 | 00972D105 |
| — | ARYA SCIENCES ACQUISITION CO | 40,000 | $464K | 0.0% | $11.60 | — | UNIT USD.0001 | G31655114 |
| SCCO | SOUTHERN COPPER CORP | 11,641 | $463K | 0.0% | $26.42 | -2.8% | COMMON STOCK USD.01 | 84265V105 |
| AEO | AMERICAN EAGLE OUTFITTERS | 42,263 | $461K | 0.0% | $12.96 | -37.0% | COMMON STOCK USD.01 | 02553E106 |
| NHC | NATIONAL HEALTHCARE CORP | 7,247 | $460K | 0.0% | $79.11 | -15.3% | COMMON STOCK USD.01 | 635906100 |
| NTRS | NORTHERN TRUST CORP | 5,793 | $460K | 0.0% | $82.68 | -19.4% | COMMON STOCK USD1.667 | 665859104 |
| CINF | CINCINNATI FINANCIAL CORP | 7,164 | $459K | 0.0% | $82.75 | -31.1% | COMMON STOCK USD2.0 | 172062101 |
| OGS | ONE GAS INC | 5,914 | $456K | 0.0% | $87.20 | -7.3% | COMMON STOCK | 68235P108 |
| NRC | NATIONAL RESEARCH CORP | 7,829 | $456K | 0.0% | $60.07 | -12.1% | COMMON STOCK USD.001 | 637372202 |
| — | SPARTANNASH CO | 21,343 | $454K | 0.0% | $14.32 | — | COMMON STOCK | 847215100 |
| AYI | ACUITY BRANDS INC | 4,710 | $451K | 0.0% | $97.73 | -11.5% | COMMON STOCK USD.01 | 00508Y102 |
| ITRI | ITRON INC | 6,792 | $450K | 0.0% | $76.01 | -16.2% | COMMON STOCK | 465741106 |
| — | SVB FINANCIAL GROUP | 2,085 | $449K | 0.0% | $199.28 | — | COMMON STOCK USD.001 | 78486Q101 |
| AFG | AMERICAN FINANCIAL GROUP INC | 7,054 | $448K | 0.0% | $45.42 | -19.4% | COMMON STOCK | 025932104 |
| — | CORELOGIC INC | 6,643 | $447K | 0.0% | $43.22 | — | COMMON STOCK USD1.0 | 21871D103 |
| TRUP | TRUPANION INC | 10,439 | $446K | 0.0% | $31.28 | +3.4% | COMMON STOCK USD.00001 | 898202106 |
| TPH | TRI POINTE GROUP INC | 30,224 | $444K | 0.0% | $12.42 | -1.3% | COMMON STOCK USD.01 | 87265H109 |
| TSCO | TRACTOR SUPPLY COMPANY | 3,359 | $443K | 0.0% | $15.41 | +29.8% | COMMON STOCK USD.008 | 892356106 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $443K | 0.0% | $26.06 | -26.5% | COMMON STOCK ILS1.0 | M87915274 |
| EXLS | EXLSERVICE HOLDINGS INC | 6,995 | $443K | 0.0% | $13.63 | -13.5% | COMMON STOCK USD.001 | 302081104 |
| THC | TENET HEALTHCARE CORP | 24,425 | $442K | 0.0% | $26.27 | -25.0% | COMMON STOCK USD.05 | 88033G407 |
| — | ANGLOGOLD ASHANTI SPON ADR | 15,000 | $442K | 0.0% | $14.71 | — | ADR | 035128206 |
| MKC | MCCORMICK CO NON VTG SHRS | 2,461 | $442K | 0.0% | $73.37 | +0.2% | COMMON STOCK | 579780206 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 3,651 | $439K | 0.0% | $101.01 | +1.3% | COMMON STOCK USD.01 | 445658107 |
| BXMT | BLACKSTONE MORTGAGE TRU CL A | 18,090 | $436K | 0.0% | $18.86 | — | REIT USD.01 | 09257W100 |
| OLP | ONE LIBERTY PROPERTIES INC | 24,686 | $435K | 0.0% | $17.62 | — | REIT USD1.0 | 682406103 |
| — | AMCOR PLC | 42,622 | $435K | 0.0% | $7.79 | -5.1% | COMMON STOCK USD.01 | G0250X107 |
| RGLD | ROYAL GOLD INC | 3,501 | $435K | 0.0% | $98.61 | +22.5% | COMMON STOCK USD.01 | 780287108 |
| SFBS | SERVISFIRST BANCSHARES INC | 12,028 | $430K | 0.0% | $31.65 | -5.2% | COMMON STOCK USD.001 | 81768T108 |
| TAP | MOLSON COORS BEVERAGE CO B | 12,506 | $430K | 0.0% | $51.31 | -32.3% | COMMON STOCK USD.01 | 60871R209 |
| CMS | CMS ENERGY CORP | 7,365 | $430K | 0.0% | $52.72 | -7.3% | COMMON STOCK USD.01 | 125896100 |
| CVCO | CAVCO INDUSTRIES INC | 2,217 | $428K | 0.0% | $157.75 | +3.8% | COMMON STOCK USD.01 | 149568107 |
| — | QAD INC A | 10,298 | $425K | 0.0% | $40.21 | — | COMMON STOCK | 74727D306 |
| CROX | CROCS INC | 11,522 | $424K | 0.0% | $34.93 | -24.3% | COMMON STOCK USD.001 | 227046109 |
| — | BLUEBIRD BIO INC | 6,952 | $424K | 0.0% | $60.99 | — | COMMON STOCK USD.01 | 09609G100 |
| CNP | CENTERPOINT ENERGY INC | 22,602 | $422K | 0.0% | $19.84 | -25.1% | COMMON STOCK USD.01 | 15189T107 |
| AGYS | AGILYSYS INC | 23,454 | $421K | 0.0% | $25.44 | -26.3% | COMMON STOCK USD.3 | 00847J105 |
| BBSI | BARRETT BUSINESS SVCS INC | 7,891 | $419K | 0.0% | $20.09 | -46.6% | COMMON STOCK USD.01 | 068463108 |
| — | DISCOVERY INC A | 19,865 | $419K | 0.0% | $29.41 | — | COMMON STOCK USD.01 | 25470F104 |
| CNX | CNX RESOURCES CORP | 48,344 | $418K | 0.0% | $8.94 | +12.5% | COMMON STOCK USD.01 | 12653C108 |
| NWE | NORTHWESTERN CORP | 7,614 | $415K | 0.0% | $47.29 | -5.5% | COMMON STOCK USD.01 | 668074305 |
| WKC | WORLD FUEL SERVICES CORP | 16,092 | $415K | 0.0% | $37.14 | -33.7% | COMMON STOCK USD.01 | 981475106 |
| — | ANTARES PHARMA INC | 149,715 | $412K | 0.0% | $2.75 | — | COMMON STOCK USD.01 | 036642106 |
| EPRT | ESSENTIAL PROPERTIES REALTY | 27,781 | $412K | 0.0% | $14.83 | — | REIT USD.01 | 29670E107 |
| RRR | RED ROCK RESORTS INC CLASS A | 37,738 | $412K | 0.0% | $11.30 | 0.0% | COMMON STOCK USD.01 | 75700L108 |
| — | HUDSON PACIFIC PROPERTIES IN | 16,327 | $411K | 0.0% | $33.34 | — | REIT USD.01 | 444097109 |
| QRVO | QORVO INC | 3,703 | $409K | 0.0% | $80.40 | +23.3% | COMMON STOCK USD.0001 | 74736K101 |
| — | MODEL N INC | 11,743 | $408K | 0.0% | $34.74 | — | COMMON STOCK USD.00015 | 607525102 |
| TREX | TREX COMPANY INC | 3,119 | $406K | 0.0% | $40.33 | +32.3% | COMMON STOCK USD.01 | 89531P105 |
| OTTR | OTTER TAIL CORP | 10,461 | $406K | 0.0% | $35.99 | 0.0% | COMMON STOCK USD5.0 | 689648103 |
| — | CERIDIAN HCM HOLDING INC | 5,100 | $404K | 0.0% | $60.37 | +6.3% | COMMON STOCK USD.01 | 15677J108 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 6,362 | $402K | 0.0% | $63.19 | — | COMMON STOCK USD.001 | 37890U108 |
| PACB | PACIFIC BIOSCIENCES OF CALIF | 116,307 | $401K | 0.0% | $6.02 | -43.5% | COMMON STOCK USD.0001 | 69404D108 |
| VNQ | VANGUARD REAL ESTATE ETF | 5,101 | $401K | 0.0% | $84.26 | — | VANGUARD REAL ESTATE ETF | 922908553 |
| NEOG | NEOGEN CORP | 5,166 | $401K | 0.0% | $33.80 | 0.0% | COMMON STOCK USD.16 | 640491106 |
| APAM | ARTISAN PARTNERS ASSET MA A | 12,323 | $400K | 0.0% | $12.95 | +30.9% | COMMON STOCK USD.01 | 04316A108 |
| — | STAMPS.COM INC | 2,173 | $399K | 0.0% | $130.12 | — | COMMON STOCK USD.001 | 852857200 |
| — | RETROPHIN INC | 19,514 | $398K | 0.0% | $14.58 | — | COMMON STOCK USD.0001 | 761299106 |
| — | CHP MERGER CORP CLASS A | 40,000 | $398K | 0.0% | $9.70 | — | COMMON STOCK | 12558Y106 |
| NYT | NEW YORK TIMES CO A | 9,410 | $396K | 0.0% | $32.48 | +6.1% | COMMON STOCK USD.1 | 650111107 |
| HUBB | HUBBELL INC | 3,118 | $391K | 0.0% | $100.94 | +9.2% | COMMON STOCK USD.01 | 443510607 |
| MTN | VAIL RESORTS INC | 2,144 | $391K | 0.0% | $174.91 | 0.0% | COMMON STOCK USD.01 | 91879Q109 |
| COLB | COLUMBIA BANKING SYSTEM INC | 13,746 | $390K | 0.0% | $26.37 | -26.6% | COMMON STOCK | 197236102 |
| ATR | APTARGROUP INC | 3,486 | $390K | 0.0% | $97.69 | +1.2% | COMMON STOCK USD.01 | 038336103 |
| INN | SUMMIT HOTEL PROPERTIES INC | 65,541 | $389K | 0.0% | $5.94 | — | REIT | 866082100 |
| KMPR | KEMPER CORP | 5,344 | $388K | 0.0% | $71.68 | -6.7% | COMMON STOCK USD.1 | 488401100 |
| — | PATTERSON COS INC | 17,631 | $388K | 0.0% | $17.06 | — | COMMON STOCK USD.01 | 703395103 |
| WY | WEYERHAEUSER CO | 17,252 | $387K | 0.0% | $22.75 | -27.7% | REIT USD1.25 | 962166104 |
| RLI | RLI CORP | 4,705 | $386K | 0.0% | $35.17 | -8.4% | COMMON STOCK USD1.0 | 749607107 |
| BTU | PEABODY ENERGY CORP | 133,706 | $385K | 0.0% | $22.18 | -85.7% | COMMON STOCK | 704551100 |
| — | CONCHO RESOURCES INC | 7,444 | $383K | 0.0% | $42.83 | — | COMMON STOCK USD.001 | 20605P101 |
| FBNC | FIRST BANCORP/NC | 15,273 | $383K | 0.0% | $21.08 | 0.0% | COMMON STOCK | 318910106 |
| ECPG | ENCORE CAPITAL GROUP INC | 11,170 | $382K | 0.0% | $33.65 | -11.5% | COMMON STOCK USD.01 | 292554102 |
| — | INTERSECT ENT INC | 28,067 | $380K | 0.0% | $23.56 | — | COMMON STOCK USD.001 | 46071F103 |
| AROC | ARCHROCK INC | 58,616 | $380K | 0.0% | $3.81 | 0.0% | COMMON STOCK USD.01 | 03957W106 |
| FC | FRANKLIN COVEY CO | 17,695 | $379K | 0.0% | $30.58 | -33.7% | COMMON STOCK USD.05 | 353469109 |
| ENS | ENERSYS | 5,877 | $378K | 0.0% | $61.06 | -8.5% | COMMON STOCK USD.01 | 29275Y102 |
| DGX | QUEST DIAGNOSTICS INC | 3,301 | $376K | 0.0% | $87.00 | +9.4% | COMMON STOCK USD.01 | 74834L100 |
| PEN | PENUMBRA INC | 2,100 | $376K | 0.0% | $171.50 | +1.2% | COMMON STOCK USD.001 | 70975L107 |
| — | II VI INC | 7,937 | $375K | 0.0% | $47.25 | — | COMMON STOCK | 902104108 |
| CYTK | CYTOKINETICS INC | 15,922 | $375K | 0.0% | $12.76 | +47.0% | COMMON STOCK USD.001 | 23282W605 |
| — | VIACOMCBS INC CLASS B | 16,063 | $375K | 0.0% | $23.35 | — | COMMON STOCK USD.001 | 92556H206 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 125,000 | $375K | 0.0% | $3.00 | — | SOCIAL CAPITAL HEDOSOP CW25 | G8251K115 |
| CACI | CACI INTERNATIONAL INC CL A | 1,723 | $374K | 0.0% | $196.83 | +21.4% | COMMON STOCK USD.1 | 127190304 |
| IWM | ISHARES RUSSELL 2000 ETF | 2,600 | $372K | 0.0% | $143.08 | — | ISHARES RUSSELL 2000 ETF | 464287655 |
| WDC | WESTERN DIGITAL CORP | 8,430 | $372K | 0.0% | $42.09 | -23.3% | COMMON STOCK USD.01 | 958102105 |
| HPE | HEWLETT PACKARD ENTERPRISE | 38,180 | $371K | 0.0% | $11.92 | -31.1% | COMMON STOCK USD.01 | 42824C109 |
| GTN | GRAY TELEVISION INC | 26,628 | $371K | 0.0% | $18.09 | -29.2% | COMMON STOCK | 389375106 |
| MTG | MGIC INVESTMENT CORP | 45,084 | $369K | 0.0% | $11.70 | -36.0% | COMMON STOCK USD1.0 | 552848103 |
| — | NEW SENIOR INVESTMENT GROUP | 101,931 | $369K | 0.0% | $3.62 | — | REIT | 648691103 |
| — | GLOBAL MEDICAL REIT INC | 32,464 | $368K | 0.0% | $10.79 | — | REIT | 37954A204 |
| VIRT | VIRTU FINANCIAL INC CLASS A | 15,573 | $368K | 0.0% | $20.32 | +15.0% | COMMON STOCK USD.00001 | 928254101 |
| — | RUTH S HOSPITALITY GROUP INC | 45,090 | $368K | 0.0% | $23.02 | — | COMMON STOCK USD.01 | 783332109 |
| BPOP | POPULAR INC | 9,851 | $366K | 0.0% | $40.68 | -22.6% | COMMON STOCK USD.01 | 733174700 |
| CALX | CALIX INC | 24,506 | $365K | 0.0% | $8.42 | +36.4% | COMMON STOCK | 13100M509 |
| — | SEASPINE HOLDINGS CORP | 34,627 | $363K | 0.0% | $8.17 | — | COMMON STOCK USD.01 | 81255T108 |
| WSM | WILLIAMS SONOMA INC | 4,429 | $363K | 0.0% | $25.65 | +19.0% | COMMON STOCK USD.01 | 969904101 |
| — | BED BATH BEYOND INC | 33,958 | $360K | 0.0% | $10.87 | — | COMMON STOCK USD.01 | 075896100 |
| — | FIRST OF LONG ISLAND CORP | 22,059 | $360K | 0.0% | $17.34 | — | COMMON STOCK USD.1 | 320734106 |
| DVN | DEVON ENERGY CORP | 31,771 | $360K | 0.0% | $15.72 | -46.6% | COMMON STOCK USD.1 | 25179M103 |
| ULTA | ULTA BEAUTY INC | 1,767 | $359K | 0.0% | $215.03 | 0.0% | COMMON STOCK USD.01 | 90384S303 |
| CHCT | COMMUNITY HEALTHCARE TRUST I | 8,788 | $359K | 0.0% | $40.85 | — | REIT USD.01 | 20369C106 |
| UPBD | RENT A CENTER INC | 12,859 | $358K | 0.0% | $20.37 | +9.1% | COMMON STOCK USD.01 | 76009N100 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 2,583 | $358K | 0.0% | $85.75 | +42.6% | COMMON STOCK USD.0001 | 83417M104 |
| ITT | ITT INC | 6,085 | $357K | 0.0% | $58.58 | -9.5% | COMMON STOCK USD1.0 | 45073V108 |
| — | HEALTHCARE REALTY TRUST INC | 12,173 | $357K | 0.0% | $31.67 | — | REIT USD.01 | 421946104 |
| ALB | ALBEMARLE CORP | 4,615 | $356K | 0.0% | $63.41 | 0.0% | COMMON STOCK USD.01 | 012653101 |
| — | LEXINGTON REALTY TRUST | 33,343 | $352K | 0.0% | $10.51 | — | REIT USD.0001 | 529043101 |
| SBNY | SIGNATURE BANK | 3,286 | $351K | 0.0% | $106.40 | — | COMMON STOCK USD.01 | 82669G104 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 2,881 | $351K | 0.0% | $110.51 | 0.0% | COMMON STOCK USD.001 | 64125C109 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 4,063 | $342K | 0.0% | $87.69 | -9.8% | COMMON STOCK | 533900106 |
| CBSH | COMMERCE BANCSHARES INC | 5,711 | $340K | 0.0% | $41.68 | +0.5% | COMMON STOCK USD5.0 | 200525103 |
| CGNX | COGNEX CORP | 5,691 | $340K | 0.0% | $47.64 | +7.4% | COMMON STOCK USD.002 | 192422103 |
| GSHD | GOOSEHEAD INSURANCE INC A | 4,527 | $340K | 0.0% | $57.94 | 0.0% | COMMON STOCK USD.01 | 38267D109 |
| BJRI | BJ S RESTAURANTS INC | 16,230 | $340K | 0.0% | $37.13 | -46.7% | COMMON STOCK | 09180C106 |
| ACM | AECOM | 8,895 | $334K | 0.0% | $33.15 | +3.9% | COMMON STOCK USD.01 | 00766T100 |
| RHI | ROBERT HALF INTL INC | 6,305 | $333K | 0.0% | $54.75 | -13.3% | COMMON STOCK USD.001 | 770323103 |
| RUSHA | RUSH ENTERPRISES INC CL A | 8,011 | $332K | 0.0% | $17.48 | -4.7% | COMMON STOCK USD.01 | 781846209 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 9,940 | $332K | 0.0% | $31.51 | -16.8% | COMMON STOCK USD.01 | 199333105 |
| BYD | BOYD GAMING CORP | 15,762 | $329K | 0.0% | $28.76 | -39.2% | COMMON STOCK USD.01 | 103304101 |
| SJM | JM SMUCKER CO/THE | 3,090 | $327K | 0.0% | $87.06 | +7.3% | COMMON STOCK | 832696405 |
| WHD | CACTUS INC A | 15,860 | $327K | 0.0% | $25.11 | -30.9% | COMMON STOCK USD.01 | 127203107 |
| — | H E EQUIPMENT SERVICES INC | 17,631 | $326K | 0.0% | $28.87 | — | COMMON STOCK USD.01 | 404030108 |
| CTRA | CABOT OIL GAS CORP | 18,963 | $326K | 0.0% | $14.15 | +4.4% | COMMON STOCK USD.1 | 127097103 |
| — | SEATTLE GENETICS INC | 1,911 | $325K | 0.0% | $123.65 | — | COMMON STOCK USD.001 | 812578102 |
| FSLR | FIRST SOLAR INC | 6,522 | $323K | 0.0% | $46.24 | -3.6% | COMMON STOCK USD.001 | 336433107 |
| — | CBTX INC | 15,300 | $321K | 0.0% | $20.98 | — | COMMON STOCK USD.01 | 12481V104 |
| ADC | AGREE REALTY CORP | 4,872 | $320K | 0.0% | $70.15 | — | REIT USD.0001 | 008492100 |
| FIBK | FIRST INTERSTATE BANCSYS A | 10,348 | $320K | 0.0% | $25.51 | -12.9% | COMMON STOCK | 32055Y201 |
| TPR | TAPESTRY INC | 23,955 | $318K | 0.0% | $15.61 | -19.7% | COMMON STOCK USD.01 | 876030107 |
| JLL | JONES LANG LASALLE INC | 3,064 | $317K | 0.0% | $138.00 | -25.3% | COMMON STOCK USD.01 | 48020Q107 |
| OMCL | OMNICELL INC | 4,491 | $317K | 0.0% | $79.68 | -14.1% | COMMON STOCK USD.001 | 68213N109 |
| PGEN | PRECIGEN INC | 63,208 | $315K | 0.0% | $4.32 | -21.2% | COMMON STOCK | 74017N105 |
| IDA | IDACORP INC | 3,600 | $315K | 0.0% | $100.24 | -10.0% | COMMON STOCK | 451107106 |
| ICFI | ICF INTERNATIONAL INC | 4,857 | $315K | 0.0% | $65.55 | 0.0% | COMMON STOCK USD.001 | 44925C103 |
| MMS | MAXIMUS INC | 4,460 | $314K | 0.0% | $65.89 | +2.0% | COMMON STOCK | 577933104 |
| AORT | CRYOLIFE INC | 16,335 | $313K | 0.0% | $29.30 | -27.6% | COMMON STOCK USD.01 | 228903100 |
| SLAB | SILICON LABORATORIES INC | 3,124 | $313K | 0.0% | $108.98 | -14.2% | COMMON STOCK USD.0001 | 826919102 |
| ATO | ATMOS ENERGY CORP | 3,142 | $313K | 0.0% | $87.57 | 0.0% | COMMON STOCK | 049560105 |
| — | JACOBS ENGINEERING GROUP INC | 3,671 | $311K | 0.0% | $87.60 | — | COMMON STOCK USD1.0 | 469814107 |
| FAF | FIRST AMERICAN FINANCIAL | 6,485 | $311K | 0.0% | $30.20 | +28.5% | COMMON STOCK USD.00001 | 31847R102 |
| FMNB | FARMERS NATL BANC CORP | 26,100 | $310K | 0.0% | $11.34 | -21.2% | COMMON STOCK | 309627107 |
| WHG | WESTWOOD HOLDINGS GROUP INC | 19,659 | $310K | 0.0% | $19.01 | 0.0% | COMMON STOCK USD.01 | 961765104 |
| — | EVOQUA WATER TECHNOLOGIES CO | 16,680 | $310K | 0.0% | $18.59 | — | COMMON STOCK USD.01 | 30057T105 |
| NVR | NVR INC | 95 | $310K | 0.0% | $3320.78 | -7.7% | COMMON STOCK USD.01 | 62944T105 |
| WEN | WENDY S CO/THE | 14,204 | $309K | 0.0% | $18.43 | +7.9% | COMMON STOCK USD.1 | 95058W100 |
| LGND | LIGAND PHARMACEUTICALS | 2,766 | $309K | 0.0% | $61.52 | +3.0% | COMMON STOCK USD.001 | 53220K504 |
| OSBC | OLD SECOND BANCORP INC | 39,450 | $307K | 0.0% | $10.20 | -32.6% | COMMON STOCK USD1.0 | 680277100 |
| NPKI | NEWPARK RESOURCES INC | 137,386 | $306K | 0.0% | $2.79 | -39.3% | COMMON STOCK USD.01 | 651718504 |
| LAB | FLUIDIGM CORP | 76,246 | $306K | 0.0% | $5.97 | -41.6% | COMMON STOCK USD.001 | 34385P108 |
| MEI | METHODE ELECTRONICS INC | 9,783 | $306K | 0.0% | $30.99 | -16.9% | COMMON STOCK USD.5 | 591520200 |
| EDIT | EDITAS MEDICINE INC | 10,324 | $305K | 0.0% | $23.87 | +9.5% | COMMON STOCK USD.0001 | 28106W103 |
| WEX | WEX INC | 1,848 | $305K | 0.0% | $170.96 | -19.7% | COMMON STOCK USD.01 | 96208T104 |
| — | CONCERT PHARMACEUTICALS INC | 30,525 | $304K | 0.0% | $9.96 | — | COMMON STOCK USD.001 | 206022105 |
| POST | POST HOLDINGS INC | 3,445 | $302K | 0.0% | $61.85 | -5.9% | COMMON STOCK USD.01 | 737446104 |
| FFIV | F5 NETWORKS INC | 2,151 | $300K | 0.0% | $124.21 | +8.4% | COMMON STOCK | 315616102 |
| DCO | DUCOMMUN INC | 8,586 | $299K | 0.0% | $38.48 | -23.1% | COMMON STOCK USD.01 | 264147109 |
| SFIX | STITCH FIX INC CLASS A | 12,004 | $299K | 0.0% | $21.69 | -9.0% | COMMON STOCK USD.00002 | 860897107 |
| PII | POLARIS INC | 3,218 | $298K | 0.0% | $90.27 | -15.6% | COMMON STOCK USD.01 | 731068102 |
| WIX | WIX.COM LTD | 1,154 | $296K | 0.0% | $177.34 | 0.0% | COMMON STOCK ILS.01 | M98068105 |
| ZUMZ | ZUMIEZ INC | 10,784 | $295K | 0.0% | $28.19 | -19.4% | COMMON STOCK | 989817101 |
| SEE | SEALED AIR CORP | 8,936 | $294K | 0.0% | $29.22 | -7.5% | COMMON STOCK USD.1 | 81211K100 |
| MOS | MOSAIC CO/THE | 23,303 | $292K | 0.0% | $15.11 | -29.1% | COMMON STOCK USD.01 | 61945C103 |
| OFIX | ORTHOFIX MEDICAL INC | 9,136 | $292K | 0.0% | $52.40 | -36.7% | COMMON STOCK USD.1 | 68752M108 |
| OMC | OMNICOM GROUP | 5,338 | $291K | 0.0% | $60.08 | -26.3% | COMMON STOCK USD.15 | 681919106 |
| OIS | OIL STATES INTERNATIONAL INC | 61,105 | $290K | 0.0% | $3.84 | 0.0% | COMMON STOCK USD.01 | 678026105 |
| — | ISTAR INC | 23,574 | $290K | 0.0% | $12.30 | — | REIT USD.001 | 45031U101 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 12,791 | $289K | 0.0% | $21.23 | -10.5% | COMMON STOCK USD.001 | 90385V107 |
| ENSG | ENSIGN GROUP INC/THE | 6,914 | $289K | 0.0% | $48.63 | -19.6% | COMMON STOCK USD.001 | 29358P101 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 7,428 | $288K | 0.0% | $34.88 | 0.0% | COMMON STOCK USD.0001 | 70959W103 |
| VC | VISTEON CORP | 4,205 | $288K | 0.0% | $62.52 | 0.0% | COMMON STOCK | 92839U206 |
| SGMO | SANGAMO THERAPEUTICS INC | 32,175 | $288K | 0.0% | $10.58 | -12.3% | COMMON STOCK USD.01 | 800677106 |
| PB | PROSPERITY BANCSHARES INC | 4,834 | $287K | 0.0% | $53.81 | -10.8% | COMMON STOCK USD1.0 | 743606105 |
| EXPE | EXPEDIA GROUP INC | 3,490 | $287K | 0.0% | $114.52 | -37.0% | COMMON STOCK USD.001 | 30212P303 |
| — | ADVERUM BIOTECHNOLOGIES INC | 13,685 | $286K | 0.0% | $20.90 | — | COMMON STOCK USD.0001 | 00773U108 |
| CYRX | CRYOPORT INC | 9,420 | $285K | 0.0% | $22.25 | 0.0% | COMMON STOCK USD.001 | 229050307 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 9,055 | $282K | 0.0% | $25.76 | 0.0% | COMMON STOCK USD.01 | 293712105 |
| — | BLUEROCK RESIDENTIAL GROWTH | 34,876 | $282K | 0.0% | $5.58 | — | REIT USD.01 | 09627J102 |
| — | HMS HOLDINGS CORP | 8,671 | $281K | 0.0% | $29.19 | — | COMMON STOCK USD.01 | 40425J101 |
| — | LUMINEX CORP | 8,636 | $281K | 0.0% | $23.16 | — | COMMON STOCK USD.001 | 55027E102 |
| USNA | USANA HEALTH SCIENCES INC | 3,809 | $280K | 0.0% | $117.18 | -33.1% | COMMON STOCK USD.001 | 90328M107 |
| ITGR | INTEGER HOLDINGS CORP | 3,827 | $280K | 0.0% | $40.99 | +77.4% | COMMON STOCK USD.001 | 45826H109 |
| BRT | BRT APARTMENTS CORP | 25,789 | $279K | 0.0% | $10.25 | — | REIT USD3.0 | 055645303 |
| PLXS | PLEXUS CORP | 3,939 | $278K | 0.0% | $62.07 | 0.0% | COMMON STOCK USD.01 | 729132100 |
| WWD | WOODWARD INC | 3,583 | $278K | 0.0% | $70.14 | -10.1% | COMMON STOCK USD.00292 | 980745103 |
| OLED | UNIVERSAL DISPLAY CORP | 1,853 | $277K | 0.0% | $144.64 | -3.2% | COMMON STOCK USD.01 | 91347P105 |
| — | URSTADT BIDDLE CLASS A | 23,314 | $277K | 0.0% | $20.89 | — | REIT USD.01 | 917286205 |
| — | SOUTHWESTERN ENERGY CO | 108,327 | $277K | 0.0% | $2.94 | — | COMMON STOCK USD.01 | 845467109 |
| — | QEP RESOURCES INC | 213,941 | $276K | 0.0% | $1.29 | — | COMMON STOCK USD.01 | 74733V100 |
| JBL | JABIL INC | 8,573 | $275K | 0.0% | $25.11 | +11.8% | COMMON STOCK USD.001 | 466313103 |
| — | INSEEGO CORP | 23,624 | $274K | 0.0% | $11.60 | — | COMMON STOCK | 45782B104 |
| RL | RALPH LAUREN CORP | 3,771 | $273K | 0.0% | $102.89 | -35.4% | COMMON STOCK USD.01 | 751212101 |
| INSM | INSMED INC | 9,898 | $273K | 0.0% | $23.71 | 0.0% | COMMON STOCK USD.01 | 457669307 |
| CPB | CAMPBELL SOUP CO | 5,476 | $272K | 0.0% | $33.46 | +23.2% | COMMON STOCK USD.0375 | 134429109 |
| — | CREE INC | 4,590 | $272K | 0.0% | $44.04 | — | COMMON STOCK USD.00125 | 225447101 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,669 | $272K | 0.0% | $57.31 | — | COMMON STOCK USD.001 | 45845P108 |
| CVI | CVR ENERGY INC | 13,406 | $270K | 0.0% | $14.14 | -9.6% | COMMON STOCK USD.01 | 12662P108 |
| AMPH | AMPHASTAR PHARMACEUTICALS IN | 12,040 | $270K | 0.0% | $18.31 | 0.0% | COMMON STOCK USD.0001 | 03209R103 |
| — | MOMENTA PHARMACEUTICALS INC | 8,080 | $269K | 0.0% | $27.15 | — | COMMON STOCK USD.0001 | 60877T100 |
| — | SEAGATE TECHNOLOGY | 5,528 | $268K | 0.0% | $52.42 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | INVESTORS REAL ESTATE TRUST | 3,770 | $266K | 0.0% | $70.56 | — | REIT | 461730509 |
| — | BIODELIVERY SCIENCES INTL | 61,046 | $266K | 0.0% | $3.79 | — | COMMON STOCK USD.001 | 09060J106 |
| — | TRANSLATE BIO INC | 14,773 | $265K | 0.0% | $17.94 | — | COMMON STOCK USD.001 | 89374L104 |
| SNX | SYNNEX CORP | 2,210 | $265K | 0.0% | $56.34 | -22.3% | COMMON STOCK USD.001 | 87162W100 |
| — | ALLAKOS INC | 3,682 | $265K | 0.0% | $71.97 | — | COMMON STOCK USD.001 | 01671P100 |
| BGS | B G FOODS INC | 10,823 | $264K | 0.0% | $13.10 | 0.0% | COMMON STOCK USD.01 | 05508R106 |
| BC | BRUNSWICK CORP | 4,113 | $263K | 0.0% | $50.84 | -12.1% | COMMON STOCK USD.75 | 117043109 |
| FLO | FLOWERS FOODS INC | 11,752 | $263K | 0.0% | $15.18 | +17.2% | COMMON STOCK USD.01 | 343498101 |
| — | FLYING EAGLE ACQUISITION A | 87,500 | $263K | 0.0% | $3.01 | — | FLYING EAGLE ACQUISITIO CW27 | 34407Y111 |
| OLLI | OLLIE S BARGAIN OUTLET HOLDI | 2,690 | $263K | 0.0% | $76.87 | 0.0% | COMMON STOCK USD.001 | 681116109 |
| RGA | REINSURANCE GROUP OF AMERICA | 3,327 | $261K | 0.0% | $143.92 | -35.9% | COMMON STOCK USD.01 | 759351604 |
| SHOO | STEVEN MADDEN LTD | 10,548 | $260K | 0.0% | $30.92 | -32.2% | COMMON STOCK USD.0001 | 556269108 |
| — | ORBCOMM INC | 67,363 | $259K | 0.0% | $3.84 | — | COMMON STOCK USD.001 | 68555P100 |
| CCL | CARNIVAL CORP | 15,713 | $258K | 0.0% | $40.65 | -63.1% | COMMON STOCK USD.01 | 143658300 |
| ICUI | ICU MEDICAL INC | 1,397 | $257K | 0.0% | $196.59 | +1.0% | COMMON STOCK USD.1 | 44930G107 |
| IMAX | IMAX CORP | 22,910 | $257K | 0.0% | $20.41 | -42.7% | COMMON STOCK | 45245E109 |
| — | VIRTUSA CORP | 7,888 | $256K | 0.0% | $45.30 | — | COMMON STOCK USD.01 | 92827P102 |
| WH | WYNDHAM HOTELS RESORTS INC | 6,014 | $256K | 0.0% | $54.67 | -25.4% | COMMON STOCK USD.01 | 98311A105 |
| HE | HAWAIIAN ELECTRIC INDS | 7,068 | $255K | 0.0% | $41.45 | -6.5% | COMMON STOCK | 419870100 |
| — | ENDURANCE INTERNATIONAL GROU | 63,302 | $255K | 0.0% | $4.03 | — | COMMON STOCK USD.0001 | 29272B105 |
| — | MARATHON OIL CORP | 41,431 | $254K | 0.0% | $8.04 | — | COMMON STOCK USD1.0 | 565849106 |
| — | FUSION ACQUISITION CORP | 25,000 | $254K | 0.0% | $10.16 | — | UNIT | 36118H204 |
| AGCO | AGCO CORP | 4,587 | $254K | 0.0% | $53.57 | -18.7% | COMMON STOCK USD.01 | 001084102 |
| — | VONAGE HOLDINGS CORP | 25,143 | $253K | 0.0% | $10.06 | — | COMMON STOCK USD.001 | 92886T201 |
| — | SVMK INC | 10,692 | $252K | 0.0% | $23.57 | — | COMMON STOCK USD.00001 | 78489X103 |
| IART | INTEGRA LIFESCIENCES HOLDING | 5,339 | $251K | 0.0% | $51.50 | -4.5% | COMMON STOCK USD.01 | 457985208 |
| — | RTI SURGICAL HDS INC | 78,859 | $251K | 0.0% | $3.18 | — | COMMON STOCK USD.001 | 74975N105 |
| — | HEALTHCARE MERGER CORP A | 25,000 | $251K | 0.0% | $9.84 | — | COMMON STOCK | 42227L102 |
| EME | EMCOR GROUP INC | 3,780 | $250K | 0.0% | $75.66 | -18.9% | COMMON STOCK USD.01 | 29084Q100 |
| — | MAXAR TECHNOLOGIES INC | 13,944 | $250K | 0.0% | $17.93 | — | COMMON STOCK | 57778K105 |
| — | UNITI GROUP INC | 26,604 | $249K | 0.0% | $9.36 | — | REIT USD.0001 | 91325V108 |
| NDAQ | NASDAQ INC | 2,085 | $249K | 0.0% | $28.77 | +19.6% | COMMON STOCK USD.01 | 631103108 |
| XYL | XYLEM INC | 3,830 | $249K | 0.0% | $61.75 | 0.0% | COMMON STOCK | 98419M100 |
| RYZ | RYERSON HOLDING CORP | 44,114 | $248K | 0.0% | $10.96 | -54.9% | COMMON STOCK USD.01 | 783754104 |
| NEO | NEOGENOMICS INC | 7,995 | $248K | 0.0% | $27.71 | 0.0% | COMMON STOCK USD.001 | 64049M209 |
| SCL | STEPAN CO | 2,539 | $247K | 0.0% | $94.01 | 0.0% | COMMON STOCK USD1.0 | 858586100 |
| — | SURMODICS INC | 5,701 | $247K | 0.0% | $43.33 | — | COMMON STOCK USD.05 | 868873100 |
| — | SAFEHOLD INC | 4,295 | $247K | 0.0% | $57.51 | — | REIT USD.01 | 78645L100 |
| — | GENMARK DIAGNOSTICS INC | 16,802 | $247K | 0.0% | $4.12 | — | COMMON STOCK USD.0001 | 372309104 |
| — | NATUS MEDICAL INC | 11,291 | $246K | 0.0% | $21.79 | — | COMMON STOCK USD.001 | 639050103 |
| NI | NISOURCE INC | 10,802 | $246K | 0.0% | $19.95 | 0.0% | COMMON STOCK USD.01 | 65473P105 |
| — | IMMUNOMEDICS INC | 6,919 | $245K | 0.0% | $35.41 | — | COMMON STOCK USD.01 | 452907108 |
| MSTR | MICROSTRATEGY INC CL A | 2,072 | $245K | 0.0% | $14.89 | -18.3% | COMMON STOCK USD.001 | 594972408 |
| TMP | TOMPKINS FINANCIAL CORP | 3,739 | $242K | 0.0% | $52.90 | 0.0% | COMMON STOCK USD.1 | 890110109 |
| CW | CURTISS WRIGHT CORP | 2,705 | $242K | 0.0% | $112.39 | -17.3% | COMMON STOCK USD1.0 | 231561101 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 18,066 | $241K | 0.0% | $52.45 | -74.6% | COMMON STOCK USD.01 | 238337109 |
| HOG | HARLEY DAVIDSON INC | 10,135 | $241K | 0.0% | $34.29 | -36.6% | COMMON STOCK USD.01 | 412822108 |
| — | MYLAN NV | 14,954 | $240K | 0.0% | $25.00 | — | COMMON STOCK EUR.01 | N59465109 |
| RH | RH | 966 | $240K | 0.0% | $186.39 | -2.8% | COMMON STOCK USD.0001 | 74967X103 |
| FN | FABRINET | 3,834 | $239K | 0.0% | $60.43 | +1.5% | COMMON STOCK USD.01 | G3323L100 |
| NJR | NEW JERSEY RESOURCES CORP | 7,276 | $238K | 0.0% | $37.01 | -27.6% | COMMON STOCK USD2.5 | 646025106 |
| — | ALBIREO PHARMA INC | 8,966 | $238K | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 01345P106 |
| EQT | EQT CORP | 19,963 | $238K | 0.0% | $12.00 | +2.5% | COMMON STOCK | 26884L109 |
| EWBC | EAST WEST BANCORP INC | 6,556 | $238K | 0.0% | $38.32 | -24.9% | COMMON STOCK USD.001 | 27579R104 |
| — | NEW YORK COMMUNITY BANCORP | 23,277 | $237K | 0.0% | $11.59 | — | COMMON STOCK USD.01 | 649445103 |
| BMI | BADGER METER INC | 3,751 | $236K | 0.0% | $58.14 | -2.3% | COMMON STOCK USD1.0 | 056525108 |
| VIAV | VIAVI SOLUTIONS INC | 18,529 | $236K | 0.0% | $11.99 | 0.0% | COMMON STOCK USD.001 | 925550105 |
| PETS | PETMED EXPRESS INC | 6,612 | $236K | 0.0% | $34.73 | 0.0% | COMMON STOCK USD.001 | 716382106 |
| — | DISH NETWORK CORP A | 6,807 | $235K | 0.0% | $24.14 | — | COMMON STOCK USD.01 | 25470M109 |
| — | TRINSEO SA | 10,619 | $235K | 0.0% | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| WTRG | ESSENTIAL UTILITIES INC | 5,562 | $235K | 0.0% | $47.18 | -10.5% | COMMON STOCK USD.5 | 29670G102 |
| BRX | BRIXMOR PROPERTY GROUP INC | 18,272 | $234K | 0.0% | $18.65 | — | REIT USD.01 | 11120U105 |
| — | MDC HOLDINGS INC | 6,507 | $232K | 0.0% | $35.65 | — | COMMON STOCK USD.01 | 552676108 |
| NG | NOVAGOLD RESOURCES INC | 25,033 | $230K | 0.0% | $10.13 | 0.0% | COMMON STOCK | 66987E206 |
| HL | HECLA MINING CO | 70,444 | $230K | 0.0% | $2.68 | 0.0% | COMMON STOCK USD.25 | 422704106 |
| HWKN | HAWKINS INC | 5,390 | $230K | 0.0% | $21.16 | -10.4% | COMMON STOCK USD.05 | 420261109 |
| MAN | MANPOWERGROUP INC | 3,336 | $229K | 0.0% | $81.04 | -15.8% | COMMON STOCK USD.01 | 56418H100 |
| — | KIMBALL INTERNATIONAL B | 19,680 | $228K | 0.0% | $11.59 | — | COMMON STOCK USD.05 | 494274103 |
| EXAS | EXACT SCIENCES CORP | 2,627 | $228K | 0.0% | $94.48 | -15.4% | COMMON STOCK USD.01 | 30063P105 |
| ORI | OLD REPUBLIC INTL CORP | 13,916 | $227K | 0.0% | $12.39 | -21.0% | COMMON STOCK USD1.0 | 680223104 |
| CRUS | CIRRUS LOGIC INC | 3,657 | $226K | 0.0% | $38.42 | +77.9% | COMMON STOCK USD.001 | 172755100 |
| ACH | OWENS MINOR INC | 29,622 | $226K | 0.0% | $7.31 | 0.0% | COMMON STOCK USD2.0 | 690732102 |
| TOL | TOLL BROTHERS INC | 6,901 | $225K | 0.0% | $38.35 | -28.7% | COMMON STOCK USD.01 | 889478103 |
| — | RIGEL PHARMACEUTICALS INC | 122,252 | $224K | 0.0% | $1.83 | — | COMMON STOCK USD.001 | 766559603 |
| — | ADTRAN INC | 20,447 | $223K | 0.0% | $11.36 | — | COMMON STOCK USD.01 | 00738A106 |
| MSA | MSA SAFETY INC | 1,938 | $222K | 0.0% | $102.41 | +8.6% | COMMON STOCK | 553498106 |
| PCTY | PAYLOCITY HOLDING CORP | 1,520 | $222K | 0.0% | $116.34 | 0.0% | COMMON STOCK USD.001 | 70438V106 |
| — | EATON VANCE CORP | 5,716 | $221K | 0.0% | $43.50 | — | COMMON STOCK USD.00390625 | 278265103 |
| — | ENSCO JERSEY FINANCE LTD | 1,700,000 | $221K | 0.0% | $0.50 | — | COMPANY GUAR 01/24 3 | 29359WAB1 |
| FLS | FLOWSERVE CORP | 7,722 | $220K | 0.0% | $38.11 | -38.0% | COMMON STOCK USD1.25 | 34354P105 |
| DK | DELEK US HOLDINGS INC | 12,633 | $220K | 0.0% | $30.79 | -48.3% | COMMON STOCK USD.01 | 24665A103 |
| ZD | J2 GLOBAL INC | 3,487 | $220K | 0.0% | $70.13 | -6.8% | COMMON STOCK USD.01 | 48123V102 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 5,245 | $219K | 0.0% | $34.32 | +4.7% | COMMON STOCK USD.001 | 499049104 |
| VCEL | VERICEL CORP | 15,869 | $219K | 0.0% | $13.53 | 0.0% | COMMON STOCK | 92346J108 |
| ADMA | ADMA BIOLOGICS INC | 74,534 | $218K | 0.0% | $3.46 | -16.9% | COMMON STOCK USD.0001 | 000899104 |
| CMA | COMERICA INC | 5,689 | $217K | 0.0% | $52.70 | -49.7% | COMMON STOCK USD5.0 | 200340107 |
| MZTI | LANCASTER COLONY CORP | 1,401 | $217K | 0.0% | $148.80 | -2.2% | COMMON STOCK | 513847103 |
| SMP | STANDARD MOTOR PRODS | 5,165 | $213K | 0.0% | $40.47 | 0.0% | COMMON STOCK USD2.0 | 853666105 |
| BLKB | BLACKBAUD INC | 3,727 | $213K | 0.0% | $75.29 | -27.0% | COMMON STOCK USD.001 | 09227Q100 |
| GPC | GENUINE PARTS CO | 2,455 | $213K | 0.0% | $67.34 | 0.0% | COMMON STOCK USD1.0 | 372460105 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $212K | 0.0% | $21.37 | — | ADR USD.00004 | 091727107 |
| — | NIELSEN HOLDINGS PLC | 14,213 | $211K | 0.0% | $19.62 | — | COMMON STOCK EUR.07 | G6518L108 |
| RRX | REGAL BELOIT CORP | 2,417 | $211K | 0.0% | $75.56 | -0.8% | COMMON STOCK USD.01 | 758750103 |
| KE | KIMBALL ELECTRONICS INC | 15,547 | $211K | 0.0% | $12.86 | 0.0% | COMMON STOCK | 49428J109 |
| CWT | CALIFORNIA WATER SERVICE GRP | 4,399 | $210K | 0.0% | $41.90 | 0.0% | COMMON STOCK USD.01 | 130788102 |
| HLIT | HARMONIC INC | 44,257 | $210K | 0.0% | $6.71 | -16.6% | COMMON STOCK USD.001 | 413160102 |
| — | COHERENT INC | 1,603 | $210K | 0.0% | $144.42 | — | COMMON STOCK USD.01 | 192479103 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 11,982 | $210K | 0.0% | $20.64 | -5.1% | COMMON STOCK USD.001 | 19459J104 |
| SSTK | SHUTTERSTOCK INC | 5,984 | $209K | 0.0% | $39.97 | -9.9% | COMMON STOCK USD.01 | 825690100 |
| MNRO | MONRO INC | 3,787 | $208K | 0.0% | $60.61 | -12.2% | COMMON STOCK USD.01 | 610236101 |
| BKR | BAKER HUGHES CO | 13,454 | $207K | 0.0% | $19.72 | -36.6% | COMMON STOCK USD.0001 | 05722G100 |
| JHG | JANUS HENDERSON GROUP PLC | 9,787 | $207K | 0.0% | $22.93 | -15.9% | COMMON STOCK | G4474Y214 |
| — | CORE MARK HOLDING CO INC | 8,240 | $206K | 0.0% | $25.00 | — | COMMON STOCK USD.01 | 218681104 |
| — | CHURCHILL CAPITAL CORP III A | 68,750 | $206K | 0.0% | $3.00 | — | CHURCHILL CAPITAL CORP CW27 | 17144C112 |
| IPGP | IPG PHOTONICS CORP | 1,276 | $205K | 0.0% | $142.40 | 0.0% | COMMON STOCK USD.0001 | 44980X109 |
| GGG | GRACO INC | 4,281 | $205K | 0.0% | $42.47 | +3.4% | COMMON STOCK USD1.0 | 384109104 |
| — | MR COOPER GROUP INC | 16,347 | $203K | 0.0% | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| — | SECUREWORKS CORP A | 17,732 | $203K | 0.0% | $11.45 | — | COMMON STOCK USD.01 | 81374A105 |
| — | SYNOVUS FINANCIAL CORP | 9,859 | $202K | 0.0% | $35.74 | — | COMMON STOCK USD1.0 | 87161C501 |
| — | CLOVIS ONCOLOGY INC | 29,937 | $202K | 0.0% | $10.43 | — | COMMON STOCK USD.001 | 189464100 |
| CPA | COPA HOLDINGS SA CLASS A | 3,948 | $200K | 0.0% | $39.23 | 0.0% | COMMON STOCK | P31076105 |
| — | GS ACQUISITION HDS CORP II | 20,000 | $200K | 0.0% | $10.00 | — | UNIT USD.0001 | 36258Q204 |
| NWSA | NEWS CORP CLASS A | 16,891 | $200K | 0.0% | $10.15 | 0.0% | COMMON STOCK USD.01 | 65249B109 |
| TRS | TRIMAS CORP | 8,293 | $199K | 0.0% | $30.79 | -25.4% | COMMON STOCK USD.01 | 896215209 |
| ARAY | ACCURAY INC | 97,776 | $198K | 0.0% | $2.89 | -27.9% | COMMON STOCK USD.001 | 004397105 |
| AVT | AVNET INC | 7,050 | $197K | 0.0% | $34.91 | -31.2% | COMMON STOCK USD1.0 | 053807103 |
| — | ENDO INTERNATIONAL PLC | 57,508 | $197K | 0.0% | $4.69 | — | COMMON STOCK USD.0001 | G30401106 |
| TKR | TIMKEN CO | 4,316 | $196K | 0.0% | $46.64 | -15.3% | COMMON STOCK | 887389104 |
| — | LA JOLLA PHARMACEUTICAL CO | 46,118 | $196K | 0.0% | $4.25 | — | COMMON STOCK USD.01 | 503459604 |
| EGBN | EAGLE BANCORP INC | 5,992 | $196K | 0.0% | $25.40 | 0.0% | COMMON STOCK USD.01 | 268948106 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 5,677 | $196K | 0.0% | $79.64 | — | REIT USD.01 | 78377T107 |
| EG | EVEREST RE GROUP LTD | 951 | $196K | 0.0% | $206.75 | -16.0% | COMMON STOCK USD.01 | G3223R108 |
| CLH | CLEAN HARBORS INC | 3,270 | $196K | 0.0% | $64.77 | -14.0% | COMMON STOCK USD.01 | 184496107 |
| UVV | UNIVERSAL CORP/VA | 4,581 | $195K | 0.0% | $49.91 | -11.9% | COMMON STOCK | 913456109 |
| PRGO | PERRIGO CO PLC | 3,535 | $195K | 0.0% | $52.68 | 0.0% | COMMON STOCK EUR.001 | G97822103 |
| — | NOBLE ENERGY INC | 21,507 | $193K | 0.0% | $8.97 | — | COMMON STOCK USD.01 | 655044105 |
| — | CHUY S HOLDINGS INC | 12,983 | $193K | 0.0% | $14.87 | — | COMMON STOCK USD.01 | 171604101 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 2,675 | $192K | 0.0% | $13.87 | +3.5% | COMMON STOCK USD.01 | 88023U101 |
| MAR | MARRIOTT INTERNATIONAL CL A | 2,241 | $192K | 0.0% | $122.02 | -31.4% | COMMON STOCK USD.01 | 571903202 |
| JBLU | JETBLUE AIRWAYS CORP | 17,574 | $192K | 0.0% | $17.58 | -44.0% | COMMON STOCK USD.01 | 477143101 |
| PCH | POTLATCHDELTIC CORP | 5,051 | $192K | 0.0% | $32.54 | — | REIT USD1.0 | 737630103 |
| RCUS | ARCUS BIOSCIENCES INC | 7,688 | $190K | 0.0% | $26.99 | 0.0% | COMMON STOCK USD.0001 | 03969F109 |
| KOD | KODIAK SCIENCES INC | 3,487 | $189K | 0.0% | $56.40 | 0.0% | COMMON STOCK USD.0001 | 50015M109 |
| LEG | LEGGETT PLATT INC | 5,336 | $188K | 0.0% | $41.62 | -25.5% | COMMON STOCK USD.01 | 524660107 |
| INSW | INTERNATIONAL SEAWAYS INC | 11,451 | $187K | 0.0% | $13.61 | 0.0% | COMMON STOCK | Y41053102 |
| PNR | PENTAIR PLC | 4,914 | $187K | 0.0% | $38.28 | -14.7% | COMMON STOCK USD.01 | G7S00T104 |
| — | CANTEL MEDICAL CORP | 4,237 | $187K | 0.0% | $44.14 | — | COMMON STOCK USD.1 | 138098108 |
| KBR | KBR INC | 8,228 | $186K | 0.0% | $19.18 | +6.3% | COMMON STOCK USD.001 | 48242W106 |
| — | HOLLYFRONTIER CORP | 6,328 | $185K | 0.0% | $31.22 | — | COMMON STOCK USD.01 | 436106108 |
| — | CONSTELLATION PHARMACEUTICAL | 6,158 | $185K | 0.0% | $30.04 | — | COMMON STOCK USD.0001 | 210373106 |
| NAT | NORDIC AMERICAN TANKERS LTD | 45,206 | $184K | 0.0% | $3.81 | +24.2% | COMMON STOCK USD.01 | G65773106 |
| ACHC | ACADIA HEALTHCARE CO INC | 7,322 | $184K | 0.0% | $32.71 | -23.7% | COMMON STOCK USD.01 | 00404A109 |
| CC | CHEMOURS CO/THE | 11,988 | $184K | 0.0% | $26.81 | -61.8% | COMMON STOCK | 163851108 |
| FANG | DIAMONDBACK ENERGY INC | 4,369 | $183K | 0.0% | $69.53 | -53.6% | COMMON STOCK USD.01 | 25278X109 |
| AXSM | AXSOME THERAPEUTICS INC | 2,211 | $182K | 0.0% | $76.97 | 0.0% | COMMON STOCK USD.0001 | 05464T104 |
| — | PERSPECTA INC | 7,839 | $182K | 0.0% | $22.11 | — | COMMON STOCK USD.01 | 715347100 |
| — | INTERPUBLIC GROUP OF COS INC | 10,536 | $181K | 0.0% | $16.69 | -20.7% | COMMON STOCK USD.1 | 460690100 |
| VVV | VALVOLINE INC | 9,362 | $181K | 0.0% | $19.73 | -14.0% | COMMON STOCK USD.01 | 92047W101 |
| — | NATIONAL OILWELL VARCO INC | 14,731 | $180K | 0.0% | $12.22 | — | COMMON STOCK USD.01 | 637071101 |
| IBN | ICICI BANK LTD SPON ADR | 19,289 | $179K | 0.0% | $10.49 | — | ADR | 45104G104 |
| DKS | DICK S SPORTING GOODS INC | 4,272 | $176K | 0.0% | $28.42 | -5.6% | COMMON STOCK USD.01 | 253393102 |
| HOMB | HOME BANCSHARES INC | 11,423 | $176K | 0.0% | $20.43 | -31.2% | COMMON STOCK USD.01 | 436893200 |
| KALV | KALVISTA PHARMACEUTICALS INC | 14,353 | $174K | 0.0% | $10.63 | 0.0% | COMMON STOCK USD.001 | 483497103 |
| — | PLAYAGS INC | 51,438 | $174K | 0.0% | $3.38 | — | COMMON STOCK USD.01 | 72814N104 |
| TZOO | TRAVELZOO | 30,429 | $172K | 0.0% | $5.52 | 0.0% | COMMON STOCK USD.01 | 89421Q205 |
| RYN | RAYONIER INC | 6,905 | $171K | 0.0% | $23.57 | — | REIT | 754907103 |
| — | FOOT LOCKER INC | 5,828 | $170K | 0.0% | $43.28 | — | COMMON STOCK USD.01 | 344849104 |
| SLM | SLM CORP | 24,118 | $170K | 0.0% | $9.86 | -24.2% | COMMON STOCK USD.2 | 78442P106 |
| LFUS | LITTELFUSE INC | 987 | $168K | 0.0% | $183.47 | -17.3% | COMMON STOCK USD.01 | 537008104 |
| NVT | NVENT ELECTRIC PLC | 8,970 | $168K | 0.0% | $20.62 | -20.5% | COMMON STOCK USD.01 | G6700G107 |
| GL | GLOBE LIFE INC | 2,246 | $167K | 0.0% | $89.71 | -19.3% | COMMON STOCK USD1.0 | 37959E102 |
| — | BROOKFIELD INFRASTRUCTURE A | 3,640 | $166K | 0.0% | $34.58 | — | COMMON STOCK | 11275Q107 |
| HXL | HEXCEL CORP | 3,666 | $166K | 0.0% | $35.59 | 0.0% | COMMON STOCK USD.01 | 428291108 |
| DXC | DXC TECHNOLOGY CO | 10,019 | $165K | 0.0% | $40.81 | -61.0% | COMMON STOCK USD.01 | 23355L106 |
| VMI | VALMONT INDUSTRIES | 1,453 | $165K | 0.0% | $126.92 | -12.5% | COMMON STOCK USD1.0 | 920253101 |
| — | L BRANDS INC | 10,951 | $164K | 0.0% | $25.78 | — | COMMON STOCK USD.5 | 501797104 |
| OZK | BANK OZK | 6,944 | $163K | 0.0% | $23.34 | -25.3% | COMMON STOCK | 06417N103 |
| UBSI | UNITED BANKSHARES INC | 5,845 | $162K | 0.0% | $34.06 | -21.2% | COMMON STOCK USD2.5 | 909907107 |
| EHC | ENCOMPASS HEALTH CORP | 2,517 | $156K | 0.0% | $49.79 | +1.5% | COMMON STOCK USD.01 | 29261A100 |
| MAT | MATTEL INC | 16,155 | $156K | 0.0% | $10.91 | -16.7% | COMMON STOCK USD1.0 | 577081102 |
| GRPN | GROUPON INC | 8,614 | $156K | 0.0% | $22.25 | 0.0% | COMMON STOCK USD.0001 | 399473206 |
| CHDN | CHURCHILL DOWNS INC | 1,162 | $155K | 0.0% | $45.97 | +21.4% | COMMON STOCK | 171484108 |
| — | COLFAX CORP | 5,541 | $155K | 0.0% | $30.49 | — | COMMON STOCK USD.001 | 194014106 |
| MHK | MOHAWK INDUSTRIES INC | 1,518 | $154K | 0.0% | $130.74 | -32.7% | COMMON STOCK USD.01 | 608190104 |
| CABO | CABLE ONE INC | 86 | $153K | 0.0% | $1309.19 | +26.6% | COMMON STOCK USD.01 | 12685J105 |
| — | PEOPLE S UNITED FINANCIAL | 13,198 | $153K | 0.0% | $11.09 | — | COMMON STOCK USD.01 | 712704105 |
| VLY | VALLEY NATIONAL BANCORP | 19,381 | $152K | 0.0% | $10.15 | -24.4% | COMMON STOCK | 919794107 |
| WSO | WATSCO INC | 853 | $152K | 0.0% | $158.93 | +4.1% | COMMON STOCK USD.5 | 942622200 |
| MUR | MURPHY OIL CORP | 10,996 | $152K | 0.0% | $17.03 | -44.6% | COMMON STOCK USD1.0 | 626717102 |
| TXNM | PNM RESOURCES INC | 3,934 | $151K | 0.0% | $41.90 | -4.7% | COMMON STOCK | 69349H107 |
| AMG | AFFILIATED MANAGERS GROUP | 2,002 | $149K | 0.0% | $98.15 | -31.2% | COMMON STOCK USD.01 | 008252108 |
| NGVT | INGEVITY CORP | 2,833 | $149K | 0.0% | $94.68 | -49.9% | COMMON STOCK USD.01 | 45688C107 |
| ACAD | ACADIA PHARMACEUTICALS INC | 3,062 | $148K | 0.0% | $28.62 | +67.7% | COMMON STOCK USD.0001 | 004225108 |
| — | UMPQUA HOLDINGS CORP | 13,947 | $148K | 0.0% | $15.95 | — | COMMON STOCK | 904214103 |
| HBAN | HUNTINGTON BANCSHARES INC | 16,316 | $147K | 0.0% | $9.44 | -27.8% | COMMON STOCK USD.01 | 446150104 |
| TDC | TERADATA CORP | 7,044 | $147K | 0.0% | $23.04 | -5.7% | COMMON STOCK USD.01 | 88076W103 |
| — | TREEHOUSE FOODS INC | 3,340 | $146K | 0.0% | $49.38 | — | COMMON STOCK USD.01 | 89469A104 |
| UNM | UNUM GROUP | 8,812 | $146K | 0.0% | $40.02 | -60.6% | COMMON STOCK USD.1 | 91529Y106 |
| VNO | VORNADO REALTY TRUST | 3,786 | $145K | 0.0% | $70.36 | — | REIT USD.04 | 929042109 |
| FNB | FNB CORP | 19,374 | $145K | 0.0% | $9.31 | -35.1% | COMMON STOCK USD.01 | 302520101 |
| EXP | EAGLE MATERIALS INC | 2,072 | $145K | 0.0% | $77.59 | -21.2% | COMMON STOCK USD.01 | 26969P108 |
| TRIP | TRIPADVISOR INC | 7,526 | $143K | 0.0% | $25.33 | -24.6% | COMMON STOCK USD.001 | 896945201 |
| RDWR | RADWARE LTD | 6,000 | $142K | 0.0% | $24.58 | -6.6% | COMMON STOCK ILS.05 | M81873107 |
| HAIN | HAIN CELESTIAL GROUP INC | 4,511 | $142K | 0.0% | $23.89 | +21.0% | COMMON STOCK USD.01 | 405217100 |
| ENR | ENERGIZER HOLDINGS INC | 2,985 | $142K | 0.0% | $35.39 | -7.1% | COMMON STOCK | 29272W109 |
| MANH | MANHATTAN ASSOCIATES INC | 1,512 | $142K | 0.0% | $47.85 | +55.6% | COMMON STOCK USD.01 | 562750109 |
| — | BANCORPSOUTH BANK | 6,244 | $142K | 0.0% | $26.47 | — | COMMON STOCK | 05971J102 |
| TDS | TELEPHONE AND DATA SYSTEMS | 7,096 | $141K | 0.0% | $30.05 | -36.4% | COMMON STOCK USD.01 | 879433829 |
| — | EQUITRANS MIDSTREAM CORP | 17,005 | $141K | 0.0% | $13.76 | — | COMMON STOCK | 294600101 |
| — | PDL BIOPHARMA INC | 47,941 | $140K | 0.0% | $3.19 | — | COMMON STOCK USD.01 | 69329Y104 |
| KSS | KOHLS CORP | 6,739 | $140K | 0.0% | $60.91 | -68.4% | COMMON STOCK USD.01 | 500255104 |
| ADNT | ADIENT PLC | 8,477 | $139K | 0.0% | $20.86 | -27.1% | COMMON STOCK USD.001 | G0084W101 |
| CASY | CASEY S GENERAL STORES INC | 929 | $139K | 0.0% | $132.59 | +9.6% | COMMON STOCK NPV | 147528103 |
| ASH | ASHLAND GLOBAL HOLDINGS INC | 2,002 | $138K | 0.0% | $68.23 | -17.7% | COMMON STOCK | 044186104 |
| NSP | INSPERITY INC | 2,079 | $135K | 0.0% | $60.03 | -28.9% | COMMON STOCK USD.01 | 45778Q107 |
| CMC | COMMERCIAL METALS CO | 6,496 | $133K | 0.0% | $18.29 | -14.0% | COMMON STOCK USD.01 | 201723103 |
| IDCC | INTERDIGITAL INC | 2,350 | $133K | 0.0% | $65.68 | -19.1% | COMMON STOCK USD.01 | 45867G101 |
| RJF | RAYMOND JAMES FINANCIAL INC | 1,929 | $133K | 0.0% | $50.21 | -17.6% | COMMON STOCK USD.01 | 754730109 |
| PEB | PEBBLEBROOK HOTEL TRUST | 9,699 | $132K | 0.0% | $27.76 | — | REIT USD.01 | 70509V100 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 7,937 | $130K | 0.0% | $54.88 | -73.3% | COMMON STOCK USD.001 | G66721104 |
| WLY | WILEY (JOHN) SONS CLASS A | 3,291 | $128K | 0.0% | $38.91 | -19.1% | COMMON STOCK USD1.0 | 968223206 |
| — | MOLECULAR TEMPLATES INC | 9,045 | $125K | 0.0% | $13.32 | — | COMMON STOCK USD.001 | 608550109 |
| BOH | BANK OF HAWAII CORP | 2,028 | $125K | 0.0% | $59.38 | -18.1% | COMMON STOCK USD.01 | 062540109 |
| JEF | JEFFERIES FINANCIAL GROUP IN | 8,027 | $125K | 0.0% | $15.54 | -27.8% | COMMON STOCK USD1.0 | 47233W109 |
| NEU | NEWMARKET CORP | 313 | $125K | 0.0% | $359.32 | +1.8% | COMMON STOCK | 651587107 |
| ASB | ASSOCIATED BANC CORP | 8,968 | $123K | 0.0% | $17.13 | -36.7% | COMMON STOCK USD.01 | 045487105 |
| BCO | BRINK S CO/THE | 2,695 | $123K | 0.0% | $72.61 | -41.4% | COMMON STOCK USD1.0 | 109696104 |
| — | BRISTOL MYERS SQUIBB CO | 34,400 | $123K | 0.0% | $3.01 | — | RIGHT | 110122157 |
| — | ARENA PHARMACEUTICALS INC | 1,953 | $123K | 0.0% | $62.98 | — | COMMON STOCK USD.0001 | 040047607 |
| ZION | ZIONS BANCORP NA | 3,617 | $123K | 0.0% | $50.12 | -36.8% | COMMON STOCK USD.001 | 989701107 |
| UMBF | UMB FINANCIAL CORP | 2,352 | $121K | 0.0% | $62.76 | -21.9% | COMMON STOCK USD1.0 | 902788108 |
| TGNA | TEGNA INC | 10,764 | $120K | 0.0% | $13.38 | -16.9% | COMMON STOCK USD1.0 | 87901J105 |
| IBKR | INTERACTIVE BROKERS GRO CL A | 2,866 | $120K | 0.0% | $11.96 | -15.4% | COMMON STOCK USD.01 | 45841N107 |
| DHT | DHT HOLDINGS INC | 23,115 | $119K | 0.0% | $3.85 | +6.2% | COMMON STOCK USD.01 | Y2065G121 |
| HP | HELMERICH PAYNE | 6,030 | $118K | 0.0% | $42.36 | -54.0% | COMMON STOCK USD.1 | 423452101 |
| — | FORTRESS VALUE ACQ CLASS A | 83,333 | $118K | 0.0% | $1.42 | — | FORTRESS VALUE ACQ CL CW27 | 34962V114 |
| CBT | CABOT CORP | 3,168 | $117K | 0.0% | $41.01 | -28.4% | COMMON STOCK USD1.0 | 127055101 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 4,187 | $116K | 0.0% | $37.24 | -26.0% | COMMON STOCK USD.01 | 10922N103 |
| — | NEXTIER OILFIELD SOLUTIONS I | 46,832 | $115K | 0.0% | $6.70 | — | COMMON STOCK USD.01 | 65290C105 |
| MD | MEDNAX INC | 6,741 | $115K | 0.0% | $33.31 | -55.5% | COMMON STOCK USD.01 | 58502B106 |
| ALK | ALASKA AIR GROUP INC | 3,159 | $115K | 0.0% | $60.48 | -46.2% | COMMON STOCK USD.01 | 011659109 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 3,677 | $115K | 0.0% | $48.71 | -35.9% | COMMON STOCK USD.01 | 00737L103 |
| — | WPX ENERGY INC | 17,793 | $114K | 0.0% | $6.41 | — | COMMON STOCK USD.01 | 98212B103 |
| WERN | WERNER ENTERPRISES INC | 2,630 | $114K | 0.0% | $32.59 | +26.4% | COMMON STOCK USD.01 | 950755108 |
| VSAT | VIASAT INC | 2,974 | $114K | 0.0% | $71.54 | -43.2% | COMMON STOCK USD.0001 | 92552V100 |
| CFR | CULLEN/FROST BANKERS INC | 1,519 | $113K | 0.0% | $78.54 | -25.2% | COMMON STOCK USD.01 | 229899109 |
| GT | GOODYEAR TIRE RUBBER CO | 12,671 | $113K | 0.0% | $15.96 | -52.4% | COMMON STOCK | 382550101 |
| — | CIMAREX ENERGY CO | 4,113 | $113K | 0.0% | $27.47 | — | COMMON STOCK USD.01 | 171798101 |
| — | ADURO BIOTECH INC | 48,560 | $112K | 0.0% | $2.74 | — | COMMON STOCK USD.0001 | 00739L101 |
| NTCT | NETSCOUT SYSTEMS INC | 4,291 | $110K | 0.0% | $24.75 | +4.4% | COMMON STOCK USD.001 | 64115T104 |
| — | VIELA BIO INC | 2,550 | $110K | 0.0% | $43.14 | — | COMMON STOCK | 926613100 |
| MRCY | MERCURY SYSTEMS INC | 1,380 | $109K | 0.0% | $75.77 | +8.0% | COMMON STOCK USD.01 | 589378108 |
| — | NEKTAR THERAPEUTICS | 4,720 | $109K | 0.0% | $18.13 | — | COMMON STOCK USD.0001 | 640268108 |
| OLN | OLIN CORP | 9,461 | $109K | 0.0% | $16.93 | -34.3% | COMMON STOCK USD1.0 | 680665205 |
| HWC | HANCOCK WHITNEY CORP | 5,093 | $108K | 0.0% | $40.28 | -48.8% | COMMON STOCK USD3.33 | 410120109 |
| PZZA | PAPA JOHN S INTL INC | 1,340 | $106K | 0.0% | $50.69 | +26.5% | COMMON STOCK USD.01 | 698813102 |
| — | SIX FLAGS ENTERTAINMENT CORP | 5,442 | $105K | 0.0% | $47.44 | — | COMMON STOCK | 83001A102 |
| SABR | SABRE CORP | 12,898 | $104K | 0.0% | $23.79 | -70.2% | COMMON STOCK USD.01 | 78573M104 |
| SD | SANDRIDGE ENERGY INC | 79,603 | $103K | 0.0% | $21.58 | -93.0% | COMMON STOCK USD.001 | 80007P869 |
| GATX | GATX CORP | 1,688 | $103K | 0.0% | $67.94 | -20.9% | COMMON STOCK USD.625 | 361448103 |
| HQY | HEALTHEQUITY INC | 1,725 | $101K | 0.0% | $66.40 | -16.7% | COMMON STOCK USD.0001 | 42226A107 |
| — | PROPTECH ACQUISITION CORP A | 10,000 | $101K | 0.0% | $9.90 | — | COMMON STOCK | 74349F101 |
| FFIN | FIRST FINL BANKSHARES INC | 3,469 | $100K | 0.0% | $30.67 | -17.7% | COMMON STOCK USD.01 | 32020R109 |
| — | CHAMPIONX CORP | 10,103 | $99,000 | 0.0% | $9.80 | — | COMMON STOCK USD.01 | 15872M104 |
| CHH | CHOICE HOTELS INTL INC | 1,251 | $99,000 | 0.0% | $73.07 | 0.0% | COMMON STOCK USD.01 | 169905106 |
| — | ZYNGA INC CL A | 10,390 | $99,000 | 0.0% | $9.53 | — | COMMON STOCK USD.00000625 | 98986T108 |
| TEX | TEREX CORP | 5,261 | $99,000 | 0.0% | $29.65 | -46.3% | COMMON STOCK USD.01 | 880779103 |
| EPC | EDGEWELL PERSONAL CARE CO | 3,152 | $98,000 | 0.0% | $35.00 | -27.0% | COMMON STOCK USD.01 | 28035Q102 |
| ETWOW | CC NEUBERGER PRINCIPAL HDS A | 66,666 | $97,000 | 0.0% | $1.46 | — | CC NEUBERGER PRINCIPAL CW25 | G1992Y122 |
| BDC | BELDEN INC | 2,932 | $95,000 | 0.0% | $53.05 | -38.3% | COMMON STOCK USD.01 | 077454106 |
| BKH | BLACK HILLS CORP | 1,656 | $94,000 | 0.0% | $59.44 | -19.4% | COMMON STOCK USD1.0 | 092113109 |
| — | CIT GROUP INC | 4,537 | $94,000 | 0.0% | $18.25 | — | COMMON STOCK USD.01 | 125581801 |
| OPLN | KAR AUCTION SERVICES INC | 6,814 | $94,000 | 0.0% | $22.80 | -39.8% | COMMON STOCK USD.01 | 48238T109 |
| SR | SPIRE INC | 1,421 | $93,000 | 0.0% | $74.62 | — | COMMON STOCK USD1.0 | 84857L101 |
| CBRL | CRACKER BARREL OLD COUNTRY | 839 | $93,000 | 0.0% | $119.31 | -32.7% | COMMON STOCK USD.01 | 22410J106 |
| G | GENPACT LTD | 2,531 | $92,000 | 0.0% | $32.60 | -3.3% | COMMON STOCK USD.01 | G3922B107 |
| FULT | FULTON FINANCIAL CORP | 8,618 | $91,000 | 0.0% | $12.05 | -29.6% | COMMON STOCK USD2.5 | 360271100 |
| MLKN | HERMAN MILLER INC | 3,785 | $89,000 | 0.0% | $34.81 | -44.5% | COMMON STOCK USD.2 | 600544100 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 2,812 | $87,000 | 0.0% | $57.77 | -51.5% | COMMON STOCK USD.01 | 88224Q107 |
| XRX | XEROX HOLDINGS CORP | 5,685 | $87,000 | 0.0% | $31.33 | -44.9% | COMMON STOCK USD1.0 | 98421M106 |
| — | WYNDHAM DESTINATIONS INC | 3,065 | $86,000 | 0.0% | $45.58 | — | COMMON STOCK USD.01 | 98310W108 |
| KEX | KIRBY CORP | 1,609 | $86,000 | 0.0% | $51.09 | 0.0% | COMMON STOCK USD.1 | 497266106 |
| UE | URBAN EDGE PROPERTIES | 7,147 | $85,000 | 0.0% | $16.96 | — | REIT USD.01 | 91704F104 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 23,333 | $84,000 | 0.0% | $3.60 | — | SOCIAL CAPITAL HEDOSOP CWXX | G8250T125 |
| CNK | CINEMARK HOLDINGS INC | 7,204 | $83,000 | 0.0% | $36.79 | -63.6% | COMMON STOCK USD.001 | 17243V102 |
| VRE | MACK CALI REALTY CORP | 5,460 | $83,000 | 0.0% | $22.27 | — | REIT USD.01 | 554489104 |
| OI | O I GLASS INC | 9,179 | $82,000 | 0.0% | $9.90 | -21.9% | COMMON STOCK | 67098H104 |
| CAR | AVIS BUDGET GROUP INC | 3,589 | $82,000 | 0.0% | $33.01 | -47.2% | COMMON STOCK USD.01 | 053774105 |
| JACK | JACK IN THE BOX INC | 1,097 | $81,000 | 0.0% | $81.44 | -24.3% | COMMON STOCK USD.01 | 466367109 |
| PBF | PBF ENERGY INC CLASS A | 7,458 | $76,000 | 0.0% | $26.90 | -62.8% | COMMON STOCK USD.001 | 69318G106 |
| — | DMY TECHNOLOGY GROUP INC A | 49,999 | $76,000 | 0.0% | $1.52 | — | DMY TECHNOLOGY GROUP CW27 | 233253111 |
| GBCI | GLACIER BANCORP INC | 2,145 | $76,000 | 0.0% | $31.03 | 0.0% | COMMON STOCK USD.01 | 37637Q105 |
| AM | ANTERO MIDSTREAM CORP | 14,753 | $75,000 | 0.0% | $2.62 | 0.0% | COMMON STOCK | 03676B102 |
| MAC | MACERICH CO/THE | 8,343 | $75,000 | 0.0% | $26.92 | — | REIT USD.01 | 554382101 |
| — | DISCOVERY INC C | 3,878 | $75,000 | 0.0% | $24.61 | — | COMMON STOCK USD.01 | 25470F302 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 7,311 | $74,000 | 0.0% | $23.88 | -63.7% | COMMON STOCK USD.1 | 01741R102 |
| CRS | CARPENTER TECHNOLOGY | 3,047 | $74,000 | 0.0% | $40.53 | -50.3% | COMMON STOCK USD5.0 | 144285103 |
| — | LIVE OAK ACQUISITION CORP A | 97,500 | $73,000 | 0.0% | $0.75 | — | LIVE OAK ACQUISITION CO CW27 | 53804F111 |
| — | ALLETE INC | 1,311 | $72,000 | 0.0% | $60.67 | — | COMMON STOCK | 018522300 |
| AMCX | AMC NETWORKS INC A | 3,038 | $71,000 | 0.0% | $45.25 | -42.1% | COMMON STOCK | 00164V103 |
| TMHC | TAYLOR MORRISON HOME CORP | 3,590 | $69,000 | 0.0% | $21.50 | -26.7% | COMMON STOCK USD.00001 | 87724P106 |
| CMP | COMPASS MINERALS INTERNATION | 1,366 | $67,000 | 0.0% | $44.46 | -6.3% | COMMON STOCK USD.01 | 20451N101 |
| — | NORDSTROM INC | 4,202 | $65,000 | 0.0% | $15.47 | — | COMMON STOCK | 655664100 |
| MCY | MERCURY GENERAL CORP | 1,538 | $63,000 | 0.0% | $55.63 | -27.8% | COMMON STOCK | 589400100 |
| SLGN | SILGAN HOLDINGS INC | 1,936 | $63,000 | 0.0% | $27.82 | +17.0% | COMMON STOCK USD.01 | 827048109 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 1,968 | $63,000 | 0.0% | $30.62 | -19.7% | COMMON STOCK USD1.0 | 459044103 |
| — | UNIVAR SOLUTIONS INC | 3,755 | $63,000 | 0.0% | $16.78 | — | COMMON STOCK USD.01 | 91336L107 |
| FLR | FLUOR CORP | 4,917 | $59,000 | 0.0% | $10.49 | 0.0% | COMMON STOCK USD.01 | 343412102 |
| VYX | NCR CORPORATION | 3,333 | $58,000 | 0.0% | $16.26 | -29.5% | COMMON STOCK USD.01 | 62886E108 |
| COLM | COLUMBIA SPORTSWEAR CO | 715 | $58,000 | 0.0% | $67.68 | 0.0% | COMMON STOCK | 198516106 |
| — | DOMTAR CORP | 2,617 | $55,000 | 0.0% | $35.09 | — | COMMON STOCK USD.01 | 257559203 |
| TRMK | TRUSTMARK CORP | 2,205 | $54,000 | 0.0% | $25.15 | -19.7% | COMMON STOCK | 898402102 |
| TRN | TRINITY INDUSTRIES INC | 2,485 | $53,000 | 0.0% | $15.91 | -2.7% | COMMON STOCK USD.01 | 896522109 |
| HCSG | HEALTHCARE SERVICES GROUP | 2,145 | $52,000 | 0.0% | $23.67 | 0.0% | COMMON STOCK USD.01 | 421906108 |
| GHC | GRAHAM HOLDINGS CO CLASS B | 148 | $51,000 | 0.0% | $634.83 | -47.8% | COMMON STOCK USD1.0 | 384637104 |
| MDB | MONGODB INC | 224 | $51,000 | 0.0% | $185.21 | 0.0% | COMMON STOCK USD.001 | 60937P106 |
| IONS | IONIS PHARMACEUTICALS INC | 818 | $48,000 | 0.0% | $55.63 | 0.0% | COMMON STOCK USD.001 | 462222100 |
| DAN | DANA INC | 3,844 | $47,000 | 0.0% | $14.24 | -32.8% | COMMON STOCK USD.01 | 235825205 |
| — | LGL SYSTEMS ACQUISITION A | 50,000 | $46,000 | 0.0% | $1.20 | — | LGL SYSTEMS ACQUISITI CW26 | 50201G114 |
| SVC | SERVICE PROPERTIES TRUST | 6,508 | $46,000 | 0.0% | $20.82 | — | REIT USD.01 | 81761L102 |
| URBN | URBAN OUTFITTERS INC | 2,969 | $45,000 | 0.0% | $23.23 | -26.2% | COMMON STOCK USD.0001 | 917047102 |
| — | GORES HOLDINGS IV INC CL A | 24,999 | $45,000 | 0.0% | $0.56 | — | GORES HOLDINGS IV INC CW25 | 382865111 |
| — | CRAFT BREW ALLIANCE INC | 2,820 | $43,000 | 0.0% | $16.50 | — | COMMON STOCK USD.005 | 224122101 |
| KODK | EASTMAN KODAK CO | 18,376 | $41,000 | 0.0% | $8.53 | -72.7% | COMMON STOCK USD.01 | 277461406 |
| USFD | US FOODS HOLDING CORP | 2,063 | $41,000 | 0.0% | $34.89 | -45.2% | COMMON STOCK USD.01 | 912008109 |
| — | UNITED STATES STEEL CORP | 5,454 | $39,000 | 0.0% | $7.15 | — | COMMON STOCK USD1.0 | 912909108 |
| — | CITIC CAPITAL ACQUISITION A | 50,000 | $37,000 | 0.0% | $0.74 | — | CITIC CAPITAL ACQUISIT CW27 | G21513117 |
| PACDEUR | PACIFIC DRILLING SA | 58,497 | $29,000 | 0.0% | $12.38 | — | COMMON STOCK | L7257P205 |
| DY | DYCOM INDUSTRIES INC | 715 | $29,000 | 0.0% | $34.55 | 0.0% | COMMON STOCK USD.333 | 267475101 |
| — | SCVX CORP CLASS A | 25,000 | $26,000 | 0.0% | $0.44 | — | CVX CORP CLASS A CW25 | G79448117 |
| — | ELDORADO RESORTS INC | 625 | $25,000 | 0.0% | $40.00 | — | COMMON STOCK | 28470R102 |
| — | GLOBALSTAR INC | 70,200 | $23,000 | 0.0% | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| DOX | AMDOCS LTD | 352 | $21,000 | 0.0% | $57.23 | -4.2% | COMMON STOCK GBP.0001 | G02602103 |
| — | DFP HEALTHCARE ACQUISIT CL A | 12,500 | $19,000 | 0.0% | $1.52 | — | DFP HEALTHCARE ACQUISIT CW22 | 23343Q118 |
| — | ION GEOPHYSICAL CORP | 6,683 | $16,000 | 0.0% | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| — | EVOFEM BIOSCIENCES INC | 5,556 | $16,000 | 0.0% | $2.88 | — | COMMON STOCK USD.0001 | 30048L104 |
| MLCO | MELCO RESORTS ENTERT ADR | 241 | $4,000 | 0.0% | $19.40 | — | ADR USD.01 | 585464100 |
| — | T MOBILE US INC | 10,092 | $2,000 | 0.0% | $0.20 | — | RIGHT | 872590112 |
| — | DMY TECHNOLOGY GROUP INC | 2 | $0 | 0.0% | $9.83 | — | UNIT | 233253202 |
| — | GORES HOLDINGS IV INC | 4 | $0 | 0.0% | — | — | UNIT | 382865202 |
| — | INTERPRIVATE ACQUISITION COR | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | 46064A202 |
| — | FORTRESS VALUE ACQUISITION | 1 | $0 | 0.0% | — | — | UNIT USD.0001 | 34962V205 |
| — | CC NEUBERGER PRINCIPAL HOLDI | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | G1992Y106 |
| — | EXPERIENCE INVESTMENT CORP | 1 | $0 | 0.0% | $10.01 | — | UNIT | 30217C208 |
| IPOB/U | SOCIAL CAPITAL HEDOSPHIA II | 1 | $0 | 0.0% | — | — | UNIT USD.0001 | G8250T117 |