Location: Wilmington, DE
CIK: 0001128251 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Oct 29, 2020
Total Value: $4.544B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR SP 500 ETF TRUST | 898,390 | $301M | 6.6% | $277.76 | — | SPDR S+P 500 ETF TRUST | 78462F103 |
| EFA | ISHARES MSCI EAFE ETF | 3,605,488 | $229M | 5.1% | $65.91 | — | ISHARES MSCI EAFE ETF | 464287465 |
| AAPL | APPLE INC | 1,575,252 | $182M | 4.0% | $85.65 | +23.7% | COMMON STOCK USD.00001 | 037833100 |
| MSFT | MICROSOFT CORP | 771,668 | $162M | 3.6% | $60.96 | +229.3% | COMMON STOCK USD.00000625 | 594918104 |
| AMZN | AMAZON.COM INC | 48,446 | $153M | 3.4% | $47.04 | +235.1% | COMMON STOCK USD.01 | 023135106 |
| EEM | ISHARES MSCI EMERGING MARKETS | 3,404,315 | $150M | 3.3% | $43.20 | — | ISHARES MSCI EMERGING MARKET | 464287234 |
| CTVA | CORTEVA INC | 4,260,223 | $123M | 2.7% | $25.02 | +5.9% | COMMON STOCK USD.01 | 22052L104 |
| GOOG | ALPHABET INC CL C | 53,452 | $78.55M | 1.7% | $42.49 | +78.2% | COMMON STOCK USD.001 | 02079K107 |
| META | FACEBOOK INC CLASS A | 286,717 | $75.09M | 1.7% | $134.25 | +90.8% | COMMON STOCK USD.000006 | 30303M102 |
| SPYV | SPDR PORTFOLIO SP 500 VALUE E | 2,197,125 | $66.35M | 1.5% | $29.33 | — | SPDR PORT S+P 500 VALUE | 78464A508 |
| BABA | ALIBABA GROUP HOLDING SP ADR | 213,927 | $62.89M | 1.4% | $163.27 | — | ADR USD.000025 | 01609W102 |
| V | VISA INC CLASS A SHARES | 262,436 | $52.48M | 1.2% | $93.00 | +106.7% | COMMON STOCK USD.0001 | 92826C839 |
| MA | MASTERCARD INC A | 121,406 | $41.06M | 0.9% | $189.16 | +66.9% | COMMON STOCK USD.0001 | 57636Q104 |
| HD | HOME DEPOT INC | 147,160 | $40.87M | 0.9% | $125.79 | +88.9% | COMMON STOCK USD.05 | 437076102 |
| BRK/B | BERKSHIRE HATHAWAY INC CL B | 183,290 | $39.03M | 0.9% | $180.39 | +13.4% | COMMON STOCK USD.0033 | 084670702 |
| JNJ | JOHNSON JOHNSON | 235,964 | $35.13M | 0.8% | $100.51 | +26.4% | COMMON STOCK USD1.0 | 478160104 |
| DHR | DANAHER CORP | 156,792 | $33.76M | 0.7% | $97.86 | +77.5% | COMMON STOCK USD.01 | 235851102 |
| JPM | JPMORGAN CHASE CO | 350,172 | $33.71M | 0.7% | $53.80 | +58.8% | COMMON STOCK USD1.0 | 46625H100 |
| AOS | SMITH (A.O.) CORP | 554,447 | $29.27M | 0.6% | $42.44 | +6.8% | COMMON STOCK USD1.0 | 831865209 |
| PG | PROCTER GAMBLE CO/THE | 209,310 | $29.09M | 0.6% | $77.75 | +49.6% | COMMON STOCK | 742718109 |
| UNP | UNION PACIFIC CORP | 140,682 | $27.7M | 0.6% | $139.59 | +18.1% | COMMON STOCK USD2.5 | 907818108 |
| PLD | PROLOGIS INC | 273,809 | $27.55M | 0.6% | $58.53 | +47.2% | REIT USD.01 | 74340W103 |
| BAC | BANK OF AMERICA CORP | 1,128,568 | $27.19M | 0.6% | $19.38 | +12.6% | COMMON STOCK USD.01 | 060505104 |
| UNH | UNITEDHEALTH GROUP INC | 87,196 | $27.18M | 0.6% | $147.45 | +90.7% | COMMON STOCK USD.01 | 91324P102 |
| AME | AMETEK INC | 267,196 | $26.56M | 0.6% | $68.88 | +35.5% | COMMON STOCK USD.01 | 031100100 |
| DIS | WALT DISNEY CO/THE | 209,082 | $25.94M | 0.6% | $105.40 | +15.9% | COMMON STOCK USD.01 | 254687106 |
| DG | DOLLAR GENERAL CORP | 122,016 | $25.58M | 0.6% | $134.02 | +35.8% | COMMON STOCK USD.875 | 256677105 |
| COST | COSTCO WHOLESALE CORP | 68,613 | $24.36M | 0.5% | $172.90 | +78.7% | COMMON STOCK USD.005 | 22160K105 |
| IEX | IDEX CORP | 132,071 | $24.09M | 0.5% | $131.76 | +23.2% | COMMON STOCK USD.01 | 45167R104 |
| ELV | ANTHEM INC | 89,086 | $23.93M | 0.5% | $217.80 | +14.8% | COMMON STOCK USD.01 | 036752103 |
| NVDA | NVIDIA CORP | 43,951 | $23.79M | 0.5% | $5.18 | +124.0% | COMMON STOCK USD.001 | 67066G104 |
| EQIX | EQUINIX INC | 30,690 | $23.33M | 0.5% | $389.94 | +75.3% | REIT USD.001 | 29444U700 |
| LMT | LOCKHEED MARTIN CORP | 59,875 | $22.95M | 0.5% | $327.14 | +0.6% | COMMON STOCK USD1.0 | 539830109 |
| MRK | MERCK CO. INC. | 274,825 | $22.8M | 0.5% | $43.76 | +50.7% | COMMON STOCK USD.5 | 58933Y105 |
| ABT | ABBOTT LABORATORIES | 187,671 | $20.42M | 0.4% | $66.82 | +38.2% | COMMON STOCK | 002824100 |
| CRM | SALESFORCE.COM INC | 79,550 | $19.99M | 0.4% | $136.22 | +58.8% | COMMON STOCK USD.001 | 79466L302 |
| CMCSA | COMCAST CORP CLASS A | 421,963 | $19.52M | 0.4% | $29.07 | +29.4% | COMMON STOCK USD.01 | 20030N101 |
| ADI | ANALOG DEVICES INC | 166,267 | $19.41M | 0.4% | $80.21 | +32.7% | COMMON STOCK USD.167 | 032654105 |
| GOOGL | ALPHABET INC CL A | 12,633 | $18.52M | 0.4% | $51.20 | +47.7% | COMMON STOCK USD.001 | 02079K305 |
| DE | DEERE CO | 82,384 | $18.26M | 0.4% | $144.28 | +24.6% | COMMON STOCK USD1.0 | 244199105 |
| CSX | CSX CORP | 231,699 | $18M | 0.4% | $19.07 | +20.4% | COMMON STOCK USD1.0 | 126408103 |
| SPGI | SP GLOBAL INC | 49,816 | $17.96M | 0.4% | $198.18 | +70.3% | COMMON STOCK USD1.0 | 78409V104 |
| PYPL | PAYPAL HOLDINGS INC | 91,148 | $17.96M | 0.4% | $118.10 | +59.1% | COMMON STOCK USD.0001 | 70450Y103 |
| WMT | WALMART INC | 127,030 | $17.77M | 0.4% | $33.36 | +23.8% | COMMON STOCK USD.1 | 931142103 |
| ADBE | ADOBE INC | 36,089 | $17.7M | 0.4% | $252.25 | +84.4% | COMMON STOCK USD.0001 | 00724F101 |
| TT | TRANE TECHNOLOGIES PLC | 139,911 | $16.96M | 0.4% | $92.86 | +12.7% | COMMON STOCK USD1.0 | G8994E103 |
| TXN | TEXAS INSTRUMENTS INC | 117,045 | $16.71M | 0.4% | $59.94 | +94.9% | COMMON STOCK USD1.0 | 882508104 |
| MTD | METTLER TOLEDO INTERNATIONAL | 17,155 | $16.57M | 0.4% | $644.63 | +43.9% | COMMON STOCK USD.01 | 592688105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 164,948 | $16.5M | 0.4% | $77.44 | +18.8% | COMMON STOCK USD.01 | 45866F104 |
| NKE | NIKE INC CL B | 126,841 | $15.92M | 0.4% | $75.69 | +31.6% | COMMON STOCK | 654106103 |
| TGT | TARGET CORP | 99,086 | $15.6M | 0.3% | $89.39 | +32.7% | COMMON STOCK USD.0833 | 87612E106 |
| SHW | SHERWIN WILLIAMS CO/THE | 22,117 | $15.41M | 0.3% | $136.04 | +53.1% | COMMON STOCK USD1.0 | 824348106 |
| MSCI | MSCI INC | 43,071 | $15.37M | 0.3% | $159.45 | +115.6% | COMMON STOCK USD.01 | 55354G100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 34,784 | $15.36M | 0.3% | $282.71 | +44.1% | COMMON STOCK USD1.0 | 883556102 |
| IWM | ISHARES RUSSELL 2000 ETF | 101,838 | $15.25M | 0.3% | $149.62 | — | ISHARES RUSSELL 2000 ETF | 464287655 |
| PGR | PROGRESSIVE CORP | 160,991 | $15.24M | 0.3% | $64.81 | +18.0% | COMMON STOCK USD1.0 | 743315103 |
| IJH | ISHARES CORE SP MID CAP ETF | 81,246 | $15.06M | 0.3% | $177.73 | — | ISHARES CORE S+P MIDCAP ETF | 464287507 |
| TJX | TJX COMPANIES INC | 266,625 | $14.84M | 0.3% | $40.57 | +23.3% | COMMON STOCK USD1.0 | 872540109 |
| MS | MORGAN STANLEY | 297,610 | $14.39M | 0.3% | $42.08 | +1.1% | COMMON STOCK USD.01 | 617446448 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 141,322 | $14.04M | 0.3% | $97.46 | — | ISHARES RUSSELL 2000 VALUE E | 464287630 |
| FNF | FIDELITY NATIONAL FINANCIAL | 447,132 | $14M | 0.3% | $25.90 | -5.7% | COMMON STOCK USD.0001 | 31620R303 |
| NFLX | NETFLIX INC | 27,931 | $13.97M | 0.3% | $32.55 | +52.9% | COMMON STOCK USD.001 | 64110L106 |
| BDX | BECTON DICKINSON AND CO | 59,784 | $13.91M | 0.3% | $178.34 | +26.4% | COMMON STOCK USD1.0 | 075887109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 50,801 | $13.82M | 0.3% | $169.52 | +62.7% | COMMON STOCK USD.01 | 92532F100 |
| EL | ESTEE LAUDER COMPANIES CL A | 63,179 | $13.79M | 0.3% | $101.16 | +88.7% | COMMON STOCK USD.01 | 518439104 |
| IJJ | ISHARES SP MID CAP 400 VALUE | 101,561 | $13.7M | 0.3% | $132.94 | — | ISHARES S+P MID CAP 400 VALU | 464287705 |
| AMT | AMERICAN TOWER CORP | 55,596 | $13.44M | 0.3% | $114.49 | +89.3% | REIT USD.01 | 03027X100 |
| TMUS | T MOBILE US INC | 114,001 | $13.04M | 0.3% | $94.10 | +13.8% | COMMON STOCK USD.0001 | 872590104 |
| CVX | CHEVRON CORP | 178,734 | $12.87M | 0.3% | $76.58 | -13.2% | COMMON STOCK USD.75 | 166764100 |
| MDLZ | MONDELEZ INTERNATIONAL INC A | 217,528 | $12.5M | 0.3% | $37.60 | +29.2% | COMMON STOCK | 609207105 |
| — | TIFFANY CO | 107,427 | $12.45M | 0.3% | $130.71 | — | COMMON STOCK USD.01 | 886547108 |
| APH | AMPHENOL CORP CL A | 112,492 | $12.18M | 0.3% | $20.85 | +20.2% | COMMON STOCK USD.001 | 032095101 |
| VZ | VERIZON COMMUNICATIONS INC | 196,963 | $11.72M | 0.3% | $33.83 | +25.8% | COMMON STOCK USD.1 | 92343V104 |
| VRSK | VERISK ANALYTICS INC | 61,816 | $11.46M | 0.3% | $121.82 | +45.2% | COMMON STOCK USD.001 | 92345Y106 |
| BX | BLACKSTONE GROUP INC/THE A | 213,391 | $11.14M | 0.2% | $41.86 | +6.3% | COMMON STOCK USD.00001 | 09260D107 |
| ROP | ROPER TECHNOLOGIES INC | 28,176 | $11.13M | 0.2% | $315.79 | +27.5% | COMMON STOCK USD.01 | 776696106 |
| ORLY | O REILLY AUTOMOTIVE INC | 23,929 | $11.03M | 0.2% | $21.36 | +42.2% | COMMON STOCK USD.01 | 67103H107 |
| A | AGILENT TECHNOLOGIES INC | 108,038 | $10.9M | 0.2% | $78.89 | +18.2% | COMMON STOCK USD.01 | 00846U101 |
| FMC | FMC CORP | 99,899 | $10.58M | 0.2% | $78.33 | +15.8% | COMMON STOCK USD.1 | 302491303 |
| LHX | L3HARRIS TECHNOLOGIES INC | 61,859 | $10.51M | 0.2% | $163.29 | -3.7% | COMMON STOCK USD1.0 | 502431109 |
| TSCO | TRACTOR SUPPLY COMPANY | 73,087 | $10.48M | 0.2% | $25.86 | +1.9% | COMMON STOCK USD.008 | 892356106 |
| RSG | REPUBLIC SERVICES INC | 111,568 | $10.41M | 0.2% | $74.57 | +11.4% | COMMON STOCK USD.01 | 760759100 |
| ODFL | OLD DOMINION FREIGHT LINE | 57,518 | $10.41M | 0.2% | $68.80 | +33.0% | COMMON STOCK USD.1 | 679580100 |
| AXP | AMERICAN EXPRESS CO | 103,789 | $10.4M | 0.2% | $94.86 | -3.1% | COMMON STOCK USD.2 | 025816109 |
| UPS | UNITED PARCEL SERVICE CL B | 61,340 | $10.22M | 0.2% | $101.40 | +15.7% | COMMON STOCK USD.01 | 911312106 |
| — | BLACKROCK INC | 18,116 | $10.21M | 0.2% | $432.49 | — | COMMON STOCK USD.01 | 09247X101 |
| AMAT | APPLIED MATERIALS INC | 167,301 | $9.946M | 0.2% | $44.24 | +33.1% | COMMON STOCK USD.01 | 038222105 |
| — | WRIGHT MEDICAL GROUP NV | 310,900 | $9.495M | 0.2% | $28.65 | — | COMMON STOCK USD.03 | N96617118 |
| — | US CONCRETE INC | 315,168 | $9.152M | 0.2% | $23.15 | — | COMMON STOCK USD.001 | 90333L201 |
| NEE | NEXTERA ENERGY INC | 32,903 | $9.133M | 0.2% | $38.33 | +57.2% | COMMON STOCK USD.01 | 65339F101 |
| INTC | INTEL CORP | 174,121 | $9.016M | 0.2% | $40.61 | +14.6% | COMMON STOCK USD.001 | 458140100 |
| MCO | MOODY S CORP | 31,065 | $9.004M | 0.2% | $137.27 | +98.8% | COMMON STOCK USD.01 | 615369105 |
| DPZ | DOMINO S PIZZA INC | 21,063 | $8.958M | 0.2% | $246.39 | +51.1% | COMMON STOCK USD.01 | 25754A201 |
| MCD | MCDONALD S CORP | 40,648 | $8.922M | 0.2% | $141.87 | +27.9% | COMMON STOCK USD.01 | 580135101 |
| CTAS | CINTAS CORP | 26,582 | $8.847M | 0.2% | $36.37 | +100.4% | COMMON STOCK | 172908105 |
| KO | COCA COLA CO/THE | 176,948 | $8.736M | 0.2% | $40.55 | +0.6% | COMMON STOCK USD.25 | 191216100 |
| MRSH | MARSH MCLENNAN COS | 76,021 | $8.72M | 0.2% | $72.57 | +45.6% | COMMON STOCK USD1.0 | 571748102 |
| EXC | EXELON CORP | 243,790 | $8.718M | 0.2% | $19.03 | +15.1% | COMMON STOCK | 30161N101 |
| COP | CONOCOPHILLIPS | 263,891 | $8.666M | 0.2% | $38.58 | -19.1% | COMMON STOCK USD.01 | 20825C104 |
| BSX | BOSTON SCIENTIFIC CORP | 226,148 | $8.641M | 0.2% | $34.02 | +13.3% | COMMON STOCK USD.01 | 101137107 |
| — | ADVANCED DISPOSAL SERVICES I | 276,600 | $8.362M | 0.2% | $31.54 | — | COMMON STOCK USD.01 | 00790X101 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 59,063 | $8.313M | 0.2% | $192.68 | -26.2% | COMMON STOCK USD.01 | 446413106 |
| BMY | BRISTOL MYERS SQUIBB CO | 137,089 | $8.265M | 0.2% | $46.30 | +5.0% | COMMON STOCK USD.1 | 110122108 |
| CCK | CROWN HOLDINGS INC | 106,488 | $8.185M | 0.2% | $53.80 | +29.2% | COMMON STOCK USD5.0 | 228368106 |
| APD | AIR PRODUCTS CHEMICALS INC | 27,257 | $8.119M | 0.2% | $143.83 | +75.0% | COMMON STOCK USD1.0 | 009158106 |
| GS | GOLDMAN SACHS GROUP INC | 39,678 | $7.974M | 0.2% | $176.35 | +1.5% | COMMON STOCK USD.01 | 38141G104 |
| WAT | WATERS CORP | 40,680 | $7.96M | 0.2% | $196.88 | +5.6% | COMMON STOCK USD.01 | 941848103 |
| IQV | IQVIA HOLDINGS INC | 49,615 | $7.821M | 0.2% | $136.55 | +14.8% | COMMON STOCK USD.01 | 46266C105 |
| ALL | ALLSTATE CORP | 81,111 | $7.636M | 0.2% | $82.00 | -0.3% | COMMON STOCK USD.01 | 020002101 |
| PEP | PEPSICO INC | 54,426 | $7.543M | 0.2% | $82.83 | +39.0% | COMMON STOCK USD.017 | 713448108 |
| CL | COLGATE PALMOLIVE CO | 97,531 | $7.525M | 0.2% | $59.63 | +12.9% | COMMON STOCK USD1.0 | 194162103 |
| SSNC | SSC TECHNOLOGIES HOLDINGS | 123,553 | $7.477M | 0.2% | $56.07 | +6.7% | COMMON STOCK USD.01 | 78467J100 |
| FICO | FAIR ISAAC CORP | 17,293 | $7.356M | 0.2% | $170.23 | +149.5% | COMMON STOCK USD.01 | 303250104 |
| LII | LENNOX INTERNATIONAL INC | 26,658 | $7.267M | 0.2% | $205.80 | +21.5% | COMMON STOCK USD.01 | 526107107 |
| ACWI | ISHARES MSCI ACWI ETF | 89,923 | $7.187M | 0.2% | $78.68 | — | ISHARES MSCI ACWI ETF | 464288257 |
| BKNG | BOOKING HOLDINGS INC | 4,175 | $7.142M | 0.2% | $1785.45 | -3.2% | COMMON STOCK USD.008 | 09857L108 |
| MDT | MEDTRONIC PLC | 68,192 | $7.087M | 0.2% | $79.17 | +8.9% | COMMON STOCK USD.1 | G5960L103 |
| ZTS | ZOETIS INC | 41,736 | $6.902M | 0.2% | $111.26 | +31.9% | COMMON STOCK USD.01 | 98978V103 |
| PM | PHILIP MORRIS INTERNATIONAL | 89,348 | $6.7M | 0.1% | $58.20 | +1.1% | COMMON STOCK | 718172109 |
| BF/B | BROWN FORMAN CORP CLASS B | 88,353 | $6.655M | 0.1% | $45.30 | +42.9% | COMMON STOCK USD.15 | 115637209 |
| AZO | AUTOZONE INC | 5,585 | $6.577M | 0.1% | $754.78 | +56.5% | COMMON STOCK USD.01 | 053332102 |
| VRSN | VERISIGN INC | 31,860 | $6.527M | 0.1% | $124.63 | +64.3% | COMMON STOCK USD.001 | 92343E102 |
| DLR | DIGITAL REALTY TRUST INC | 44,401 | $6.516M | 0.1% | $92.97 | +33.6% | REIT USD.01 | 253868103 |
| ACN | ACCENTURE PLC CL A | 28,835 | $6.516M | 0.1% | $153.48 | +38.3% | COMMON STOCK USD.0000225 | G1151C101 |
| ORCL | ORACLE CORP | 106,934 | $6.384M | 0.1% | $40.02 | +31.8% | COMMON STOCK USD.01 | 68389X105 |
| AMGN | AMGEN INC | 24,970 | $6.346M | 0.1% | $121.58 | +72.4% | COMMON STOCK USD.0001 | 031162100 |
| ALSN | ALLISON TRANSMISSION HOLDING | 179,625 | $6.312M | 0.1% | $33.19 | -0.1% | COMMON STOCK USD.01 | 01973R101 |
| — | TAUBMAN CENTERS INC | 185,800 | $6.185M | 0.1% | $41.96 | — | REIT USD.01 | 876664103 |
| T | AT T INC | 214,051 | $6.103M | 0.1% | $14.89 | +4.5% | COMMON STOCK USD1.0 | 00206R102 |
| PSA | PUBLIC STORAGE | 27,352 | $6.092M | 0.1% | $143.97 | +12.7% | REIT USD.1 | 74460D109 |
| LEN | LENNAR CORP A | 74,127 | $6.055M | 0.1% | $55.33 | +19.0% | COMMON STOCK USD.1 | 526057104 |
| IP | INTERNATIONAL PAPER CO | 149,143 | $6.046M | 0.1% | $27.59 | +1.3% | COMMON STOCK USD1.0 | 460146103 |
| — | DELPHI TECHNOLOGIES PLC | 359,900 | $6.014M | 0.1% | $8.16 | — | COMMON STOCK USD.01 | G2709G107 |
| DAL | DELTA AIR LINES INC | 194,297 | $5.942M | 0.1% | $35.58 | -21.1% | COMMON STOCK USD.0001 | 247361702 |
| ABBV | ABBVIE INC | 66,906 | $5.86M | 0.1% | $58.75 | +29.9% | COMMON STOCK USD.01 | 00287Y109 |
| VOO | VANGUARD SP 500 ETF | 18,640 | $5.735M | 0.1% | $253.69 | — | VANGUARD S+P 500 ETF | 922908363 |
| MO | ALTRIA GROUP INC | 147,821 | $5.712M | 0.1% | $30.25 | -10.1% | COMMON STOCK USD.333 | 02209S103 |
| CTSH | COGNIZANT TECH SOLUTIONS A | 80,207 | $5.568M | 0.1% | $52.69 | +13.8% | COMMON STOCK USD.01 | 192446102 |
| — | AIMMUNE THERAPEUTICS INC | 158,783 | $5.47M | 0.1% | $34.45 | — | COMMON STOCK USD.0001 | 00900T107 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 65,570 | $5.441M | 0.1% | $40.87 | +80.9% | COMMON STOCK USD.01 | 099502106 |
| SBUX | STARBUCKS CORP | 62,202 | $5.344M | 0.1% | $61.04 | +16.0% | COMMON STOCK USD.001 | 855244109 |
| EEFT | EURONET WORLDWIDE INC | 57,851 | $5.27M | 0.1% | $145.64 | -33.0% | COMMON STOCK USD.02 | 298736109 |
| PRI | PRIMERICA INC | 45,519 | $5.15M | 0.1% | $108.25 | +12.2% | COMMON STOCK | 74164M108 |
| BA | BOEING CO/THE | 30,714 | $5.076M | 0.1% | $274.78 | -38.0% | COMMON STOCK USD5.0 | 097023105 |
| IBM | INTL BUSINESS MACHINES CORP | 40,942 | $4.981M | 0.1% | $100.30 | -6.4% | COMMON STOCK USD.2 | 459200101 |
| — | JUNIPER INDUSTRIAL HLDGS A | 475,000 | $4.969M | 0.1% | $9.62 | — | COMMON STOCK | 48205G106 |
| — | D8 HOLDINGS CORP A | 500,000 | $4.885M | 0.1% | $9.77 | — | COMMON STOCK USD.0001 | G2614K110 |
| QCOM | QUALCOMM INC | 41,355 | $4.867M | 0.1% | $63.32 | +50.3% | COMMON STOCK USD.0001 | 747525103 |
| REXR | REXFORD INDUSTRIAL REALTY IN | 106,210 | $4.86M | 0.1% | $40.63 | — | REIT USD.01 | 76169C100 |
| PFE | PFIZER INC | 131,925 | $4.842M | 0.1% | $22.40 | +21.1% | COMMON STOCK USD.05 | 717081103 |
| URI | UNITED RENTALS INC | 27,198 | $4.746M | 0.1% | $157.76 | +3.2% | COMMON STOCK USD.01 | 911363109 |
| WELL | WELLTOWER INC | 85,003 | $4.683M | 0.1% | $55.98 | -15.5% | REIT USD1.0 | 95040Q104 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 375,000 | $4.673M | 0.1% | $11.18 | — | COMMON STOCK | G8251K107 |
| — | BARRICK GOLD CORP | 162,944 | $4.58M | 0.1% | $26.94 | — | COMMON STOCK | 067901108 |
| MPC | MARATHON PETROLEUM CORP | 155,587 | $4.565M | 0.1% | $52.20 | -42.3% | COMMON STOCK USD.01 | 56585A102 |
| FBIN | FORTUNE BRANDS HOME SECURI | 52,663 | $4.556M | 0.1% | $42.58 | +44.8% | COMMON STOCK USD.01 | 34964C106 |
| HCA | HCA HEALTHCARE INC | 36,235 | $4.518M | 0.1% | $113.78 | +4.0% | COMMON STOCK USD.01 | 40412C101 |
| — | E TRADE FINANCIAL CORP | 89,786 | $4.494M | 0.1% | $36.11 | — | COMMON STOCK USD.01 | 269246401 |
| — | IAA INC | 86,175 | $4.487M | 0.1% | $52.07 | — | COMMON STOCK USD.01 | 449253103 |
| HOLX | HOLOGIC INC | 67,182 | $4.466M | 0.1% | $56.60 | +11.8% | COMMON STOCK USD.01 | 436440101 |
| — | CENTURYLINK INC | 438,492 | $4.424M | 0.1% | $11.66 | — | COMMON STOCK USD1.0 | 156700106 |
| — | CHURCHILL CAPITAL CORP IV A | 449,995 | $4.401M | 0.1% | $9.78 | — | COMMON STOCK USD.0001 | 171439102 |
| — | TD AMERITRADE HOLDING CORP | 111,200 | $4.353M | 0.1% | $41.21 | — | COMMON STOCK USD.01 | 87236Y108 |
| TX | TERNIUM SA SPONSORED ADR | 229,832 | $4.328M | 0.1% | $25.26 | — | ADR USD1.0 | 880890108 |
| — | PERSHING SQUARE TONTINE A | 190,000 | $4.311M | 0.1% | $22.69 | — | COMMON STOCK USD.0001 | 71531R109 |
| BRO | BROWN BROWN INC | 94,376 | $4.272M | 0.1% | $28.50 | +50.9% | COMMON STOCK USD.1 | 115236101 |
| TSM | TAIWAN SEMICONDUCTOR SP ADR | 52,495 | $4.256M | 0.1% | $27.35 | — | ADR | 874039100 |
| LOW | LOWE S COS INC | 25,104 | $4.164M | 0.1% | $91.27 | +53.3% | COMMON STOCK USD.5 | 548661107 |
| CSCO | CISCO SYSTEMS INC | 105,185 | $4.143M | 0.1% | $26.35 | +40.6% | COMMON STOCK USD.001 | 17275R102 |
| — | HOLICITY INC | 400,000 | $4.14M | 0.1% | $10.35 | — | UNIT USD.0001 | 435063201 |
| VST | VISTRA CORP | 213,538 | $4.027M | 0.1% | $20.04 | -16.5% | COMMON STOCK USD.01 | 92840M102 |
| — | AARON S INC | 70,703 | $4.005M | 0.1% | $51.28 | — | COMMON STOCK USD.5 | 002535300 |
| — | REDBALL ACQUISITION CORP | 376,000 | $3.974M | 0.1% | $10.57 | — | UNIT USD.0001 | G7417R121 |
| STE | STERIS PLC | 22,346 | $3.937M | 0.1% | $127.73 | +19.4% | COMMON STOCK USD75.0 | G8473T100 |
| ARW | ARROW ELECTRONICS INC | 49,964 | $3.93M | 0.1% | $65.89 | +12.1% | COMMON STOCK USD1.0 | 042735100 |
| JOYY | JOYY INC | 48,642 | $3.924M | 0.1% | $58.75 | — | ADR USD.00001 | 46591M109 |
| O | REALTY INCOME CORP | 64,219 | $3.901M | 0.1% | $39.61 | +13.8% | REIT USD1.0 | 756109104 |
| CHE | CHEMED CORP | 8,043 | $3.863M | 0.1% | $261.60 | +84.2% | COMMON STOCK USD1.0 | 16359R103 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 11,466 | $3.84M | 0.1% | $202.95 | +61.8% | COMMON STOCK USD.01 | 303075105 |
| AVB | AVALONBAY COMMUNITIES INC | 25,713 | $3.84M | 0.1% | $134.40 | -5.7% | REIT USD.01 | 053484101 |
| — | SUSTAINABLE OPPORTUNITIES A | 375,000 | $3.825M | 0.1% | $10.20 | — | COMMON STOCK | G8598Y109 |
| GM | GENERAL MOTORS CO | 128,507 | $3.803M | 0.1% | $28.82 | -5.9% | COMMON STOCK USD.01 | 37045V100 |
| — | FOLEY TRASIMENE ACQ CLASS A | 364,998 | $3.781M | 0.1% | $10.36 | — | COMMON STOCK USD.0001 | 34431F104 |
| SPG | SIMON PROPERTY GROUP INC | 58,158 | $3.762M | 0.1% | $94.29 | -48.6% | REIT USD.0001 | 828806109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 12,123 | $3.761M | 0.1% | $225.30 | +40.0% | COMMON STOCK USD.01 | 879360105 |
| — | INTERPRIVATE ACQUISITION COR | 374,998 | $3.75M | 0.1% | $9.59 | — | COMMON STOCK USD.0001 | 46064A103 |
| MAS | MASCO CORP | 67,234 | $3.707M | 0.1% | $38.20 | +33.5% | COMMON STOCK USD1.0 | 574599106 |
| CRL | CHARLES RIVER LABORATORIES | 16,364 | $3.706M | 0.1% | $186.71 | +11.2% | COMMON STOCK USD.01 | 159864107 |
| PPG | PPG INDUSTRIES INC | 30,331 | $3.703M | 0.1% | $88.39 | +19.1% | COMMON STOCK USD1.67 | 693506107 |
| HON | HONEYWELL INTERNATIONAL INC | 22,412 | $3.689M | 0.1% | $97.67 | +36.4% | COMMON STOCK USD1.0 | 438516106 |
| JKHY | JACK HENRY ASSOCIATES INC | 22,653 | $3.683M | 0.1% | $100.48 | +61.7% | COMMON STOCK USD.01 | 426281101 |
| — | DUKE REALTY CORP | 98,695 | $3.642M | 0.1% | $33.27 | — | REIT USD.01 | 264411505 |
| — | EZCORP INC | 4,635,000 | $3.613M | 0.1% | $0.90 | — | COMPANY GUAR 05/25 2.375 | 302301AE6 |
| AMD | ADVANCED MICRO DEVICES | 43,884 | $3.598M | 0.1% | $47.52 | +56.3% | COMMON STOCK USD.01 | 007903107 |
| FTNT | FORTINET INC | 30,483 | $3.591M | 0.1% | $16.75 | +54.2% | COMMON STOCK USD.001 | 34959E109 |
| AVGO | BROADCOM INC | 9,844 | $3.586M | 0.1% | $22.02 | +34.6% | COMMON STOCK | 11135F101 |
| — | KANSAS CITY SOUTHERN | 19,596 | $3.544M | 0.1% | $145.86 | — | COMMON STOCK USD.01 | 485170302 |
| YUM | YUM BRANDS INC | 38,597 | $3.524M | 0.1% | $82.61 | +0.9% | COMMON STOCK | 988498101 |
| — | NORTHERN GENESIS ACQUISITION | 350,000 | $3.497M | 0.1% | $9.99 | — | UNIT USD.0001 | 66516T203 |
| — | FAST ACQUISITION CORP | 350,000 | $3.49M | 0.1% | $9.97 | — | UNIT USD.0001 | 311875207 |
| INVH | INVITATION HOMES INC | 124,076 | $3.473M | 0.1% | $21.20 | +14.5% | REIT USD.01 | 46187W107 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 21,443 | $3.431M | 0.1% | $97.04 | +38.3% | REIT USD.01 | 015271109 |
| MKL | MARKEL CORP | 3,500 | $3.408M | 0.1% | $1135.59 | -10.6% | COMMON STOCK | 570535104 |
| NRG | NRG ENERGY INC | 110,022 | $3.382M | 0.1% | $28.66 | -1.6% | COMMON STOCK USD.01 | 629377508 |
| XOM | EXXON MOBIL CORP | 97,447 | $3.345M | 0.1% | $36.92 | -12.5% | COMMON STOCK | 30231G102 |
| EQR | EQUITY RESIDENTIAL | 64,913 | $3.332M | 0.1% | $52.01 | -13.9% | REIT USD.01 | 29476L107 |
| — | ANSYS INC | 10,117 | $3.311M | 0.1% | $237.31 | — | COMMON STOCK USD.01 | 03662Q105 |
| — | LINDE PLC | 13,825 | $3.292M | 0.1% | $193.26 | — | COMMON STOCK EUR.001 | G5494J103 |
| — | ASPEN TECHNOLOGY INC | 25,956 | $3.286M | 0.1% | $51.94 | — | COMMON STOCK USD.1 | 045327103 |
| VTR | VENTAS INC | 78,009 | $3.273M | 0.1% | $42.59 | -22.4% | REIT USD.25 | 92276F100 |
| NUE | NUCOR CORP | 72,858 | $3.268M | 0.1% | $40.37 | -0.1% | COMMON STOCK USD.4 | 670346105 |
| FIX | COMFORT SYSTEMS USA INC | 63,032 | $3.247M | 0.1% | $34.40 | +37.4% | COMMON STOCK USD.01 | 199908104 |
| HEI | HEICO CORP | 30,863 | $3.23M | 0.1% | $85.44 | +20.9% | COMMON STOCK USD.01 | 422806109 |
| ALUS | ALUSSA ENERGY ACQUISITION A | 325,000 | $3.227M | 0.1% | $9.60 | — | COMMON STOCK | G0232J101 |
| HUM | HUMANA INC | 7,766 | $3.214M | 0.1% | $305.23 | +25.5% | COMMON STOCK USD.166 | 444859102 |
| — | TE CONNECTIVITY LTD | 32,398 | $3.167M | 0.1% | $76.76 | — | COMMON STOCK CHF.57 | H84989104 |
| ROST | ROSS STORES INC | 33,928 | $3.166M | 0.1% | $82.55 | +2.8% | COMMON STOCK USD.01 | 778296103 |
| CPRT | COPART INC | 29,889 | $3.143M | 0.1% | $11.31 | +114.2% | COMMON STOCK | 217204106 |
| ELS | EQUITY LIFESTYLE PROPERTIES | 51,076 | $3.131M | 0.1% | $76.21 | — | REIT USD.01 | 29472R108 |
| GPN | GLOBAL PAYMENTS INC | 17,537 | $3.114M | 0.1% | $147.38 | +12.2% | COMMON STOCK | 37940X102 |
| EXR | EXTRA SPACE STORAGE INC | 29,054 | $3.108M | 0.1% | $56.67 | +48.4% | REIT USD.01 | 30225T102 |
| — | SL GREEN REALTY CORP | 66,933 | $3.104M | 0.1% | $48.49 | — | REIT USD.01 | 78440X101 |
| PHM | PULTEGROUP INC | 66,991 | $3.101M | 0.1% | $26.09 | +55.3% | COMMON STOCK USD.01 | 745867101 |
| LLY | ELI LILLY CO | 20,805 | $3.08M | 0.1% | $109.03 | +33.7% | COMMON STOCK | 532457108 |
| ADP | AUTOMATIC DATA PROCESSING | 21,928 | $3.059M | 0.1% | $130.81 | -4.4% | COMMON STOCK USD.1 | 053015103 |
| ESS | ESSEX PROPERTY TRUST INC | 15,211 | $3.054M | 0.1% | $175.18 | +2.4% | REIT USD.0001 | 297178105 |
| — | MAXIM INTEGRATED PRODUCTS | 45,159 | $3.053M | 0.1% | $65.57 | — | COMMON STOCK USD.001 | 57772K101 |
| — | VECTOR ACQUISITION CORP | 300,000 | $3.042M | 0.1% | $10.14 | — | UNIT USD.0001 | G9442R100 |
| EGP | EASTGROUP PROPERTIES INC | 23,475 | $3.036M | 0.1% | $120.17 | — | REIT | 277276101 |
| C | CITIGROUP INC | 69,553 | $2.998M | 0.1% | $39.59 | +3.6% | COMMON STOCK USD.01 | 172967424 |
| MDU | MDU RESOURCES GROUP INC | 133,025 | $2.993M | 0.1% | $7.55 | -3.0% | COMMON STOCK USD1.0 | 552690109 |
| — | AMPLITUDE HEALTHCARE ACQ A | 300,000 | $2.979M | 0.1% | $9.60 | — | COMMON STOCK | 03212A105 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 51,710 | $2.975M | 0.1% | $54.61 | -1.7% | COMMON STOCK USD1.0 | 75513E101 |
| — | CERNER CORP | 40,844 | $2.953M | 0.1% | $66.86 | — | COMMON STOCK USD.01 | 156782104 |
| — | KIRKLAND LAKE GOLD LTD | 59,557 | $2.902M | 0.1% | $41.24 | — | COMMON STOCK | 49741E100 |
| WFC | WELLS FARGO CO | 122,911 | $2.89M | 0.1% | $37.21 | -41.3% | COMMON STOCK USD1.666 | 949746101 |
| PWR | QUANTA SERVICES INC | 54,156 | $2.863M | 0.1% | $35.38 | +30.1% | COMMON STOCK USD.00001 | 74762E102 |
| IHRT | IHEARTMEDIA INC CLASS A | 351,687 | $2.856M | 0.1% | $13.71 | -38.0% | COMMON STOCK | 45174J509 |
| REGN | REGENERON PHARMACEUTICALS | 5,098 | $2.854M | 0.1% | $413.85 | +45.7% | COMMON STOCK USD.001 | 75886F107 |
| BLDR | BUILDERS FIRSTSOURCE INC | 86,620 | $2.826M | 0.1% | $23.95 | +13.3% | COMMON STOCK USD.01 | 12008R107 |
| ZBRA | ZEBRA TECHNOLOGIES CORP CL A | 11,155 | $2.816M | 0.1% | $219.39 | +22.7% | COMMON STOCK USD.01 | 989207105 |
| — | IAC/INTERACTIVECORP | 23,258 | $2.786M | 0.1% | $119.79 | — | COMMON STOCK USD.001 | 44891N109 |
| MAA | MID AMERICA APARTMENT COMM | 24,021 | $2.785M | 0.1% | $76.48 | +25.5% | REIT USD.01 | 59522J103 |
| PII | POLARIS INC | 29,394 | $2.773M | 0.1% | $97.57 | +0.9% | COMMON STOCK USD.01 | 731068102 |
| EMN | EASTMAN CHEMICAL CO | 35,419 | $2.767M | 0.1% | $54.11 | +15.4% | COMMON STOCK USD.01 | 277432100 |
| BSN/U | BROADSTONE ACQUISITION CORP | 275,000 | $2.742M | 0.1% | $9.97 | — | UNIT USD.0001 | G1739V118 |
| BXP | BOSTON PROPERTIES INC | 33,791 | $2.713M | 0.1% | $85.79 | -22.8% | REIT USD.01 | 101121101 |
| NEM | NEWMONT CORP | 42,138 | $2.674M | 0.1% | $39.53 | +39.5% | COMMON STOCK USD1.6 | 651639106 |
| CVS | CVS HEALTH CORP | 45,413 | $2.652M | 0.1% | $53.76 | -2.6% | COMMON STOCK USD.01 | 126650100 |
| — | REXNORD CORP | 88,528 | $2.642M | 0.1% | $30.55 | — | COMMON STOCK USD.01 | 76169B102 |
| COLD | AMERICOLD REALTY TRUST | 73,406 | $2.624M | 0.1% | $33.09 | — | REIT USD.01 | 03064D108 |
| — | LAM RESEARCH CORP | 7,848 | $2.604M | 0.1% | $148.59 | — | COMMON STOCK USD.001 | 512807108 |
| — | GORES HOLDINGS V INC | 250,000 | $2.588M | 0.1% | $10.35 | — | UNIT USD.0001 | 382864205 |
| FCX | FREEPORT MCMORAN INC | 164,389 | $2.571M | 0.1% | $11.61 | +16.3% | COMMON STOCK USD.1 | 35671D857 |
| DIOD | DIODES INC | 45,479 | $2.567M | 0.1% | $38.67 | +31.0% | COMMON STOCK USD.667 | 254543101 |
| — | IHS MARKIT LTD | 32,701 | $2.567M | 0.1% | $63.52 | — | COMMON STOCK USD.01 | G47567105 |
| WPC | WP CAREY INC | 39,155 | $2.551M | 0.1% | $69.80 | — | REIT USD.001 | 92936U109 |
| — | PMV CONSUMER ACQUISITION COR | 250,000 | $2.498M | 0.1% | $9.99 | — | UNIT | 693486201 |
| — | EZCORP INC | 2,800,000 | $2.47M | 0.1% | $0.96 | — | COMPANY GUAR 07/24 2.875 | 302301AF3 |
| GLW | CORNING INC | 75,940 | $2.461M | 0.1% | $25.33 | +5.3% | COMMON STOCK USD.5 | 219350105 |
| MEDP | MEDPACE HOLDINGS INC | 22,016 | $2.46M | 0.1% | $102.68 | +12.6% | COMMON STOCK USD.01 | 58506Q109 |
| DXCM | DEXCOM INC | 5,944 | $2.45M | 0.1% | $61.00 | +71.3% | COMMON STOCK USD.001 | 252131107 |
| ALLE | ALLEGION PLC | 24,598 | $2.433M | 0.1% | $66.15 | +43.0% | COMMON STOCK USD.01 | G0176J109 |
| INTU | INTUIT INC | 7,431 | $2.424M | 0.1% | $227.77 | +32.9% | COMMON STOCK USD.01 | 461202103 |
| WRB | WR BERKLEY CORP | 39,505 | $2.416M | 0.1% | $22.84 | +6.2% | COMMON STOCK USD.2 | 084423102 |
| FDX | FEDEX CORP | 9,572 | $2.408M | 0.1% | $180.94 | 0.0% | COMMON STOCK USD.1 | 31428X106 |
| KMB | KIMBERLY CLARK CORP | 16,296 | $2.406M | 0.1% | $104.57 | +18.1% | COMMON STOCK USD1.25 | 494368103 |
| TER | TERADYNE INC | 30,051 | $2.388M | 0.1% | $50.26 | +65.1% | COMMON STOCK USD.125 | 880770102 |
| CZR | CAESARS ENTERTAINMENT INC | 42,403 | $2.377M | 0.1% | $43.94 | 0.0% | COMMON STOCK | 12769G100 |
| NXPI | NXP SEMICONDUCTORS NV | 18,908 | $2.36M | 0.1% | $108.54 | +2.5% | COMMON STOCK | N6596X109 |
| MNST | MONSTER BEVERAGE CORP | 29,267 | $2.347M | 0.1% | $30.23 | +30.7% | COMMON STOCK | 61174X109 |
| EVRG | EVERGY INC | 46,159 | $2.346M | 0.1% | $51.77 | -12.9% | COMMON STOCK | 30034W106 |
| ETN | EATON CORP PLC | 22,913 | $2.338M | 0.1% | $67.54 | +32.0% | COMMON STOCK USD.01 | G29183103 |
| — | CATALENT INC | 27,266 | $2.336M | 0.1% | $53.06 | — | COMMON STOCK USD.01 | 148806102 |
| UHS | UNIVERSAL HEALTH SERVICES B | 21,822 | $2.335M | 0.1% | $117.39 | -11.3% | COMMON STOCK USD.01 | 913903100 |
| RTP/U | REINVENT TECHNOLOGY PARTNERS | 200,000 | $2.298M | 0.1% | $11.49 | — | UNIT USD.0001 | G7483N111 |
| BRKR | BRUKER CORP | 57,739 | $2.295M | 0.1% | $40.97 | 0.0% | COMMON STOCK USD.01 | 116794108 |
| MMM | 3M CO | 14,324 | $2.294M | 0.1% | $106.04 | +4.1% | COMMON STOCK USD.01 | 88579Y101 |
| AMH | AMERICAN HOMES 4 RENT A | 80,264 | $2.286M | 0.1% | $23.38 | — | REIT USD.01 | 02665T306 |
| RS | RELIANCE STEEL ALUMINUM | 22,404 | $2.286M | 0.1% | $79.13 | +28.6% | COMMON STOCK | 759509102 |
| SUI | SUN COMMUNITIES INC | 16,251 | $2.285M | 0.1% | $105.14 | — | REIT USD.01 | 866674104 |
| CHTR | CHARTER COMMUNICATIONS INC A | 3,654 | $2.281M | 0.1% | $406.68 | +45.1% | COMMON STOCK USD.001 | 16119P108 |
| — | STABLE ROAD ACQUISITION CL A | 225,000 | $2.268M | 0.0% | $9.75 | — | COMMON STOCK | 85236Q109 |
| WTW | WILLIS TOWERS WATSON PLC | 10,857 | $2.267M | 0.0% | $173.90 | +9.2% | COMMON STOCK USD.000304635 | G96629103 |
| CCI | CROWN CASTLE INTL CORP | 13,553 | $2.257M | 0.0% | $94.45 | +36.6% | REIT USD.01 | 22822V101 |
| MPT | MEDICAL PROPERTIES TRUST INC | 127,085 | $2.241M | 0.0% | $17.47 | — | REIT USD.001 | 58463J304 |
| HIW | HIGHWOODS PROPERTIES INC | 66,460 | $2.231M | 0.0% | $39.68 | — | REIT USD.01 | 431284108 |
| ETSY | ETSY INC | 18,116 | $2.203M | 0.0% | $81.72 | +43.3% | COMMON STOCK USD.001 | 29786A106 |
| VICI | VICI PROPERTIES INC | 94,202 | $2.202M | 0.0% | $15.00 | +12.3% | REIT USD.01 | 925652109 |
| SXT | SENSIENT TECHNOLOGIES CORP | 38,029 | $2.196M | 0.0% | $51.19 | +7.7% | COMMON STOCK USD.1 | 81725T100 |
| MTCH | MATCH GROUP INC | 19,736 | $2.184M | 0.0% | $103.47 | 0.0% | COMMON STOCK | 57667L107 |
| WAL | WESTERN ALLIANCE BANCORP | 68,780 | $2.175M | 0.0% | $39.70 | -20.1% | COMMON STOCK USD.0001 | 957638109 |
| WEC | WEC ENERGY GROUP INC | 21,915 | $2.124M | 0.0% | $49.64 | +57.3% | COMMON STOCK USD.01 | 92939U106 |
| DVA | DAVITA INC | 24,669 | $2.113M | 0.0% | $69.95 | +22.1% | COMMON STOCK USD.001 | 23918K108 |
| CBRE | CBRE GROUP INC A | 44,593 | $2.095M | 0.0% | $47.74 | -4.4% | COMMON STOCK USD.01 | 12504L109 |
| URTH | ISHARES MSCI WORLD ETF | 20,955 | $2.085M | 0.0% | $95.87 | — | ISHARES MSCI WORLD ETF | 464286392 |
| — | HORIZON ACQUISITION CORP | 200,000 | $2.081M | 0.0% | $10.40 | — | UNIT | G46049121 |
| — | CC NEUBERGER PRINCIPAL HDS A | 199,998 | $2.08M | 0.0% | $10.07 | — | COMMON STOCK USD.0001 | G1992Y114 |
| — | GENERAL ELECTRIC CO | 332,157 | $2.069M | 0.0% | $9.40 | — | COMMON STOCK USD.06 | 369604103 |
| — | FORTRESS VALUE ACQUISITION C | 200,000 | $2.06M | 0.0% | $10.30 | — | UNIT USD.0001 | 349642207 |
| GILT | GILAT SATELLITE NETWORKS LTD | 378,052 | $2.06M | 0.0% | $7.44 | -36.1% | COMMON STOCK ILS.2 | M51474118 |
| ADSK | AUTODESK INC | 8,889 | $2.053M | 0.0% | $177.48 | +33.9% | COMMON STOCK USD.01 | 052769106 |
| DOC | HEALTHPEAK PROPERTIES INC | 75,534 | $2.051M | 0.0% | $24.73 | -16.4% | REIT USD1.0 | 42250P103 |
| SPSC | SPS COMMERCE INC | 26,223 | $2.042M | 0.0% | $49.12 | +54.8% | COMMON STOCK USD.001 | 78463M107 |
| — | YUCAIPA ACQUISITION CORP | 200,000 | $2.04M | 0.0% | $10.20 | — | UNIT USD.0001 | G9879L121 |
| — | ACTIVISION BLIZZARD INC | 25,074 | $2.03M | 0.0% | $62.13 | — | COMMON STOCK USD.000001 | 00507V109 |
| BIO | BIO RAD LABORATORIES A | 3,910 | $2.015M | 0.0% | $312.01 | +62.3% | COMMON STOCK USD.0001 | 090572207 |
| CAT | CATERPILLAR INC | 13,484 | $2.011M | 0.0% | $112.54 | +12.7% | COMMON STOCK USD1.0 | 149123101 |
| — | ARCLIGHT CLEAN TRANSITION CO | 200,000 | $2M | 0.0% | $10.00 | — | UNIT USD.0001 | G04561117 |
| ADM | ARCHER DANIELS MIDLAND CO | 43,008 | $1.999M | 0.0% | $34.71 | +8.4% | COMMON STOCK | 039483102 |
| — | SANDBRIDGE ACQUISITION CORP | 200,000 | $1.996M | 0.0% | $9.98 | — | UNIT USD.0001 | 799793203 |
| — | ARTIUS ACQUISITION INC CL A | 199,998 | $1.988M | 0.0% | $9.94 | — | COMMON STOCK USD.0001 | 04316G105 |
| LNWO | SCIENTIFIC GAMES CORP | 56,400 | $1.969M | 0.0% | $14.56 | +47.2% | COMMON STOCK USD.001 | 80874P109 |
| — | GO ACQUISITION CORP CLASS A | 199,998 | $1.966M | 0.0% | $9.83 | — | COMMON STOCK USD.0001 | 362019101 |
| — | CAPSTAR SPECIAL PURPOSE AC A | 200,000 | $1.966M | 0.0% | $9.83 | — | COMMON STOCK USD.0001 | 14070Y101 |
| — | LIVE OAK ACQUISITION CORP A | 195,000 | $1.966M | 0.0% | $9.80 | — | COMMON STOCK USD.0001 | 53804F103 |
| — | EAST RESOURCES ACQUISITION A | 200,000 | $1.964M | 0.0% | $9.82 | — | COMMON STOCK USD.0001 | 274681105 |
| CF | CF INDUSTRIES HOLDINGS INC | 63,869 | $1.961M | 0.0% | $27.12 | +3.9% | COMMON STOCK USD.01 | 125269100 |
| EW | EDWARDS LIFESCIENCES CORP | 24,513 | $1.957M | 0.0% | $69.97 | +11.5% | COMMON STOCK USD1.0 | 28176E108 |
| AGCO | AGCO CORP | 26,055 | $1.935M | 0.0% | $56.51 | +1.1% | COMMON STOCK USD.01 | 001084102 |
| UDR | UDR INC | 59,316 | $1.934M | 0.0% | $32.57 | -11.9% | REIT USD.01 | 902653104 |
| — | HANESBRANDS INC | 122,193 | $1.925M | 0.0% | $14.96 | — | COMMON STOCK USD.01 | 410345102 |
| MU | MICRON TECHNOLOGY INC | 40,920 | $1.922M | 0.0% | $40.19 | +17.5% | COMMON STOCK USD.1 | 595112103 |
| KR | KROGER CO | 55,795 | $1.892M | 0.0% | $27.69 | +11.2% | COMMON STOCK USD1.0 | 501044101 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 214,300 | $1.869M | 0.0% | $9.70 | -5.2% | COMMON STOCK USD.1 | 01741R102 |
| GILD | GILEAD SCIENCES INC | 29,559 | $1.868M | 0.0% | $54.31 | +3.3% | COMMON STOCK USD.001 | 375558103 |
| TRNO | TERRENO REALTY CORP | 33,988 | $1.861M | 0.0% | $34.50 | — | REIT USD.01 | 88146M101 |
| WTS | WATTS WATER TECHNOLOGIES A | 18,502 | $1.853M | 0.0% | $95.39 | -4.2% | COMMON STOCK USD.1 | 942749102 |
| NTRA | NATERA INC | 25,633 | $1.852M | 0.0% | $19.10 | +197.7% | COMMON STOCK USD.0001 | 632307104 |
| AAL | AMERICAN AIRLINES GROUP INC | 150,674 | $1.852M | 0.0% | $32.89 | -61.9% | COMMON STOCK | 02376R102 |
| CPT | CAMDEN PROPERTY TRUST | 20,422 | $1.817M | 0.0% | $75.12 | -0.5% | REIT USD.01 | 133131102 |
| AMN | AMN HEALTHCARE SERVICES INC | 31,000 | $1.812M | 0.0% | $44.46 | +18.4% | COMMON STOCK USD.01 | 001744101 |
| KMX | CARMAX INC | 19,702 | $1.811M | 0.0% | $85.68 | +16.6% | COMMON STOCK USD.5 | 143130102 |
| THO | THOR INDUSTRIES INC | 19,013 | $1.811M | 0.0% | $68.46 | +35.8% | COMMON STOCK USD.1 | 885160101 |
| SCI | SERVICE CORP INTERNATIONAL | 42,108 | $1.776M | 0.0% | $42.46 | +0.5% | COMMON STOCK USD1.0 | 817565104 |
| BIP | BROOKFIELD INFRASTRUCTURE PA | 37,054 | $1.765M | 0.0% | $37.77 | — | LTD PART | G16252101 |
| BIIB | BIOGEN INC | 6,099 | $1.73M | 0.0% | $317.69 | -12.2% | COMMON STOCK USD.0005 | 09062X103 |
| — | PROPERTY SOLUTIONS ACQUISITI | 175,000 | $1.717M | 0.0% | $9.81 | — | COMMON STOCK USD.0001 | 74348Q108 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 12,611 | $1.717M | 0.0% | $117.39 | +6.5% | COMMON STOCK USD.01 | 98956P102 |
| NXST | NEXSTAR MEDIA GROUP INC CL A | 19,062 | $1.714M | 0.0% | $65.18 | +16.7% | COMMON STOCK USD.01 | 65336K103 |
| NNN | NATIONAL RETAIL PROPERTIES | 49,618 | $1.712M | 0.0% | $41.16 | — | REIT USD.01 | 637417106 |
| TROW | T ROWE PRICE GROUP INC | 13,277 | $1.702M | 0.0% | $87.50 | +20.0% | COMMON STOCK USD.2 | 74144T108 |
| SYF | SYNCHRONY FINANCIAL | 64,513 | $1.688M | 0.0% | $22.06 | -2.9% | COMMON STOCK USD.001 | 87165B103 |
| EME | EMCOR GROUP INC | 24,717 | $1.674M | 0.0% | $69.21 | -1.7% | COMMON STOCK USD.01 | 29084Q100 |
| NSA | NATIONAL STORAGE AFFILIATES | 50,951 | $1.667M | 0.0% | $29.35 | — | REIT USD.01 | 637870106 |
| SBAC | SBA COMMUNICATIONS CORP | 5,204 | $1.657M | 0.0% | $217.90 | +30.4% | REIT USD.01 | 78410G104 |
| BBY | BEST BUY CO INC | 14,854 | $1.653M | 0.0% | $67.67 | +20.9% | COMMON STOCK USD.1 | 086516101 |
| SCHW | SCHWAB (CHARLES) CORP | 45,592 | $1.652M | 0.0% | $39.17 | -17.3% | COMMON STOCK USD.01 | 808513105 |
| CLX | CLOROX COMPANY | 7,823 | $1.644M | 0.0% | $125.83 | +50.1% | COMMON STOCK USD1.0 | 189054109 |
| CI | CIGNA CORP | 9,698 | $1.643M | 0.0% | $155.41 | +3.6% | COMMON STOCK USD.01 | 125523100 |
| — | VIACOMCBS INC CLASS B | 58,580 | $1.641M | 0.0% | $26.73 | — | COMMON STOCK USD.001 | 92556H206 |
| OMF | ONEMAIN HOLDINGS INC | 51,869 | $1.621M | 0.0% | $34.97 | -18.6% | COMMON STOCK USD.01 | 68268W103 |
| SLB | SCHLUMBERGER LTD | 103,549 | $1.611M | 0.0% | $41.22 | -59.9% | COMMON STOCK USD.01 | 806857108 |
| — | CRANE CO | 31,987 | $1.604M | 0.0% | $60.92 | — | COMMON STOCK USD1.0 | 224399105 |
| LITE | LUMENTUM HOLDINGS INC | 21,305 | $1.601M | 0.0% | $73.89 | +12.2% | COMMON STOCK USD.001 | 55024U109 |
| REG | REGENCY CENTERS CORP | 41,949 | $1.595M | 0.0% | $45.43 | -27.4% | REIT USD.01 | 758849103 |
| D | DOMINION ENERGY INC | 19,930 | $1.573M | 0.0% | $62.65 | -1.0% | COMMON STOCK | 25746U109 |
| OTIS | OTIS WORLDWIDE CORP | 25,085 | $1.566M | 0.0% | $50.61 | +11.6% | COMMON STOCK USD.01 | 68902V107 |
| AN | AUTONATION INC | 29,487 | $1.561M | 0.0% | $42.96 | +21.3% | COMMON STOCK USD.01 | 05329W102 |
| VSH | VISHAY INTERTECHNOLOGY INC | 100,163 | $1.56M | 0.0% | $17.42 | -18.4% | COMMON STOCK USD.1 | 928298108 |
| DAR | DARLING INGREDIENTS INC | 43,137 | $1.554M | 0.0% | $23.14 | +32.2% | COMMON STOCK USD.01 | 237266101 |
| STLD | STEEL DYNAMICS INC | 53,779 | $1.54M | 0.0% | $27.45 | -4.9% | COMMON STOCK USD.005 | 858119100 |
| — | BOWX ACQUISITION CORP | 150,000 | $1.539M | 0.0% | $10.26 | — | UNIT USD.0001 | 103085205 |
| — | FOLEY TRASIMENE ACQUISITION | 150,000 | $1.53M | 0.0% | $10.20 | — | UNIT USD.0001 | 344328208 |
| — | AMEDISYS INC | 6,470 | $1.53M | 0.0% | $120.28 | — | COMMON STOCK USD.001 | 023436108 |
| USB | US BANCORP | 42,459 | $1.522M | 0.0% | $31.72 | -8.8% | COMMON STOCK USD.01 | 902973304 |
| — | TWC TECH HOLDINGS II CORP | 150,000 | $1.52M | 0.0% | $10.13 | — | UNIT USD.0001 | 90117G204 |
| — | DUNKIN BRANDS GROUP INC | 18,531 | $1.518M | 0.0% | $65.82 | — | COMMON STOCK USD.001 | 265504100 |
| CNC | CENTENE CORP | 25,967 | $1.515M | 0.0% | $61.29 | +1.4% | COMMON STOCK USD.001 | 15135B101 |
| — | STARBOARD VALUE ACQUISITION | 150,000 | $1.514M | 0.0% | $10.09 | — | UNIT USD.0001 | 85521J208 |
| — | HEALTHCARE REALTY TRUST INC | 50,265 | $1.514M | 0.0% | $30.49 | — | REIT USD.01 | 421946104 |
| — | CC NEUBERGER PRINCIPAL CL A | 149,996 | $1.507M | 0.0% | $10.05 | — | COMMON STOCK USD.0001 | G3166T103 |
| XRAY | DENTSPLY SIRONA INC | 34,388 | $1.504M | 0.0% | $51.76 | -14.6% | COMMON STOCK USD.01 | 24906P109 |
| — | MANTECH INTERNATIONAL CORP A | 21,808 | $1.502M | 0.0% | $68.62 | — | COMMON STOCK USD.01 | 564563104 |
| SMG | SCOTTS MIRACLE GRO CO | 9,817 | $1.501M | 0.0% | $102.39 | +22.7% | COMMON STOCK USD.01 | 810186106 |
| HLT | HILTON WORLDWIDE HOLDINGS IN | 17,563 | $1.498M | 0.0% | $85.05 | -3.0% | COMMON STOCK USD.01 | 43300A203 |
| PDAC/U | PERIDOT ACQUISITION CORP | 150,000 | $1.497M | 0.0% | $9.98 | — | UNIT USD.0001 | G7008A123 |
| — | PIONEER NATURAL RESOURCES CO | 17,347 | $1.492M | 0.0% | $123.93 | — | COMMON STOCK USD.01 | 723787107 |
| — | ASCENDANT DIGITAL ACQUISIT A | 149,998 | $1.491M | 0.0% | $9.94 | — | COMMON STOCK USD.0001 | G05155109 |
| HBAN | HUNTINGTON BANCSHARES INC | 161,713 | $1.483M | 0.0% | $7.50 | -2.9% | COMMON STOCK USD.01 | 446150104 |
| OSK | OSHKOSH CORP | 20,150 | $1.481M | 0.0% | $61.87 | +13.7% | COMMON STOCK USD.01 | 688239201 |
| — | FORUM MERGER III CORP A | 149,997 | $1.479M | 0.0% | $9.86 | — | COMMON STOCK USD.0001 | 349885103 |
| MLM | MARTIN MARIETTA MATERIALS | 6,267 | $1.475M | 0.0% | $203.92 | +2.4% | COMMON STOCK USD.01 | 573284106 |
| PFSI | PENNYMAC FINANCIAL SERVICES | 25,312 | $1.471M | 0.0% | $46.28 | 0.0% | COMMON STOCK USD.0001 | 70932M107 |
| FR | FIRST INDUSTRIAL REALTY TR | 36,612 | $1.457M | 0.0% | $30.86 | — | REIT USD.01 | 32054K103 |
| NSC | NORFOLK SOUTHERN CORP | 6,810 | $1.457M | 0.0% | $149.38 | +20.4% | COMMON STOCK USD1.0 | 655844108 |
| EA | ELECTRONIC ARTS INC | 11,110 | $1.449M | 0.0% | $102.92 | +28.8% | COMMON STOCK USD.01 | 285512109 |
| ECL | ECOLAB INC | 7,242 | $1.447M | 0.0% | $188.44 | 0.0% | COMMON STOCK USD1.0 | 278865100 |
| — | QUIDEL CORP | 6,584 | $1.444M | 0.0% | $221.30 | — | COMMON STOCK USD.001 | 74838J101 |
| KLAC | KLA CORP | 7,447 | $1.443M | 0.0% | $97.68 | +90.5% | COMMON STOCK USD.001 | 482480100 |
| SEM | SELECT MEDICAL HOLDINGS CORP | 69,103 | $1.439M | 0.0% | $9.44 | -3.9% | COMMON STOCK USD.001 | 81619Q105 |
| GDS | GDS HOLDINGS LTD ADR | 17,507 | $1.433M | 0.0% | $45.71 | — | ADR USD.0004 | 36165L108 |
| DUK | DUKE ENERGY CORP | 16,125 | $1.428M | 0.0% | $53.28 | +25.2% | COMMON STOCK USD.001 | 26441C204 |
| TPH | TRI POINTE GROUP INC | 78,079 | $1.416M | 0.0% | $15.18 | +11.5% | COMMON STOCK USD.01 | 87265H109 |
| BAX | BAXTER INTERNATIONAL INC | 17,505 | $1.408M | 0.0% | $72.06 | +4.4% | COMMON STOCK USD1.0 | 071813109 |
| — | HILL ROM HOLDINGS INC | 16,837 | $1.406M | 0.0% | $102.32 | — | COMMON STOCK | 431475102 |
| CATY | CATHAY GENERAL BANCORP | 64,853 | $1.406M | 0.0% | $24.57 | -16.9% | COMMON STOCK USD.01 | 149150104 |
| PPL | PPL CORP | 51,364 | $1.398M | 0.0% | $24.24 | -10.6% | COMMON STOCK USD.01 | 69351T106 |
| SO | SOUTHERN CO/THE | 25,515 | $1.383M | 0.0% | $29.61 | +47.0% | COMMON STOCK USD5.0 | 842587107 |
| KIM | KIMCO REALTY CORP | 121,684 | $1.37M | 0.0% | $9.27 | +1.0% | REIT USD.01 | 49446R109 |
| — | MDC HOLDINGS INC | 28,944 | $1.363M | 0.0% | $44.52 | — | COMMON STOCK USD.01 | 552676108 |
| CB | CHUBB LTD | 11,677 | $1.356M | 0.0% | $122.41 | -5.4% | COMMON STOCK | H1467J104 |
| KHC | KRAFT HEINZ CO/THE | 45,095 | $1.351M | 0.0% | $22.71 | +14.0% | COMMON STOCK USD.01 | 500754106 |
| — | CYRUSONE INC | 19,243 | $1.348M | 0.0% | $74.67 | — | REIT USD.01 | 23283R100 |
| — | ALEXION PHARMACEUTICALS INC | 11,773 | $1.347M | 0.0% | $103.88 | — | COMMON STOCK USD.0001 | 015351109 |
| — | STORE CAPITAL CORP | 48,830 | $1.339M | 0.0% | $28.84 | — | REIT USD.01 | 862121100 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 36,125 | $1.332M | 0.0% | $36.36 | -2.4% | COMMON STOCK USD.01 | 416515104 |
| LX | LEXINFINTECH HOLDINGS L ADR | 194,249 | $1.331M | 0.0% | $9.29 | — | ADR | 528877103 |
| MNKD | MANNKIND CORP | 707,500 | $1.33M | 0.0% | $1.90 | -8.8% | COMMON STOCK USD.01 | 56400P706 |
| QLYS | QUALYS INC | 13,541 | $1.327M | 0.0% | $60.50 | +76.8% | COMMON STOCK USD.001 | 74758T303 |
| OXY | OCCIDENTAL PETROLEUM CORP | 131,855 | $1.32M | 0.0% | $14.03 | -5.5% | COMMON STOCK USD.2 | 674599105 |
| PNC | PNC FINANCIAL SERVICES GROUP | 11,930 | $1.311M | 0.0% | $103.37 | -14.2% | COMMON STOCK USD5.0 | 693475105 |
| SE | SEA LTD ADR | 8,492 | $1.308M | 0.0% | $30.51 | — | ADR | 81141R100 |
| TFC | TRUIST FINANCIAL CORP | 34,156 | $1.3M | 0.0% | $40.89 | -28.2% | COMMON STOCK USD5.0 | 89832Q109 |
| — | EATON VANCE CORP | 34,071 | $1.3M | 0.0% | $39.05 | — | COMMON STOCK USD.00390625 | 278265103 |
| MCHP | MICROCHIP TECHNOLOGY INC | 12,572 | $1.292M | 0.0% | $40.86 | +14.6% | COMMON STOCK USD.001 | 595017104 |
| INGR | INGREDION INC | 17,047 | $1.29M | 0.0% | $94.58 | -14.1% | COMMON STOCK USD.01 | 457187102 |
| — | INOVALON HOLDINGS INC A | 48,750 | $1.289M | 0.0% | $16.89 | — | COMMON STOCK USD.000005 | 45781D101 |
| ITW | ILLINOIS TOOL WORKS | 6,611 | $1.277M | 0.0% | $130.05 | +28.6% | COMMON STOCK USD.01 | 452308109 |
| CDW | CDW CORP/DE | 10,677 | $1.276M | 0.0% | $84.80 | +26.4% | COMMON STOCK USD.01 | 12514G108 |
| ALLY | ALLY FINANCIAL INC | 50,524 | $1.267M | 0.0% | $18.74 | 0.0% | COMMON STOCK USD.1 | 02005N100 |
| PK | PARK HOTELS RESORTS INC | 126,105 | $1.26M | 0.0% | $12.03 | — | REIT USD.01 | 700517105 |
| TTEK | TETRA TECH INC | 13,176 | $1.258M | 0.0% | $13.97 | +27.2% | COMMON STOCK USD.01 | 88162G103 |
| ALK | ALASKA AIR GROUP INC | 34,275 | $1.255M | 0.0% | $39.58 | -5.4% | COMMON STOCK USD.01 | 011659109 |
| ASPL/U | ASPIRATIONAL CONSUMER LIFEST | 125,000 | $1.25M | 0.0% | $10.00 | — | UNIT USD.0001 | G05436129 |
| NFG | NATIONAL FUEL GAS CO | 30,591 | $1.242M | 0.0% | $44.81 | -5.0% | COMMON STOCK USD1.0 | 636180101 |
| NOC | NORTHROP GRUMMAN CORP | 3,920 | $1.237M | 0.0% | $273.74 | +8.9% | COMMON STOCK USD1.0 | 666807102 |
| ATRC | ATRICURE INC | 30,999 | $1.237M | 0.0% | $35.01 | +21.1% | COMMON STOCK USD.001 | 04963C209 |
| PDM | PIEDMONT OFFICE REALTY TRU A | 91,119 | $1.236M | 0.0% | $17.04 | — | REIT USD.01 | 720190206 |
| — | QTS REALTY TRUST INC CL A | 19,605 | $1.236M | 0.0% | $57.30 | — | REIT USD.01 | 74736A103 |
| — | MASONITE INTERNATIONAL CORP | 12,529 | $1.233M | 0.0% | $53.23 | — | COMMON STOCK | 575385109 |
| SIGI | SELECTIVE INSURANCE GROUP | 23,923 | $1.232M | 0.0% | $68.88 | -26.5% | COMMON STOCK USD2.0 | 816300107 |
| ZD | J2 GLOBAL INC | 17,745 | $1.228M | 0.0% | $59.31 | -4.5% | COMMON STOCK USD.01 | 48123V102 |
| — | VERINT SYSTEMS INC | 25,439 | $1.226M | 0.0% | $45.98 | — | COMMON STOCK USD.001 | 92343X100 |
| DOV | DOVER CORP | 11,303 | $1.225M | 0.0% | $92.04 | +8.3% | COMMON STOCK USD1.0 | 260003108 |
| POR | PORTLAND GENERAL ELECTRIC CO | 34,358 | $1.22M | 0.0% | $40.56 | -21.4% | COMMON STOCK | 736508847 |
| COF | CAPITAL ONE FINANCIAL CORP | 16,967 | $1.219M | 0.0% | $66.93 | -8.9% | COMMON STOCK USD.01 | 14040H105 |
| SMTC | SEMTECH CORP | 22,953 | $1.216M | 0.0% | $46.89 | +19.9% | COMMON STOCK USD.01 | 816850101 |
| STZ | CONSTELLATION BRANDS INC A | 6,385 | $1.21M | 0.0% | $157.83 | +5.8% | COMMON STOCK USD.01 | 21036P108 |
| — | LIFE STORAGE INC | 11,433 | $1.204M | 0.0% | $102.83 | — | REIT USD.01 | 53223X107 |
| — | PRA HEALTH SCIENCES INC | 11,852 | $1.202M | 0.0% | $92.43 | — | COMMON STOCK USD.01 | 69354M108 |
| DELL | DELL TECHNOLOGIES C | 17,761 | $1.202M | 0.0% | $25.41 | +12.6% | COMMON STOCK | 24703L202 |
| — | FEDERAL REALTY INVS TRUST | 16,316 | $1.198M | 0.0% | $119.02 | — | REIT USD.01 | 313747206 |
| CIEN | CIENA CORP | 29,934 | $1.188M | 0.0% | $37.84 | +39.1% | COMMON STOCK USD.01 | 171779309 |
| SGRY | SURGERY PARTNERS INC | 54,133 | $1.186M | 0.0% | $10.96 | +62.2% | COMMON STOCK USD.01 | 86881A100 |
| JCI | JOHNSON CONTROLS INTERNATION | 28,956 | $1.183M | 0.0% | $29.91 | +17.6% | COMMON STOCK USD.01 | G51502105 |
| EOG | EOG RESOURCES INC | 32,881 | $1.182M | 0.0% | $52.62 | -33.8% | COMMON STOCK USD.01 | 26875P101 |
| LECO | LINCOLN ELECTRIC HOLDINGS | 12,827 | $1.181M | 0.0% | $90.76 | +1.6% | COMMON STOCK | 533900106 |
| ONC | BEIGENE LTD ADR | 4,123 | $1.181M | 0.0% | $136.51 | — | ADR USD.0001 | 07725L102 |
| AMKR | AMKOR TECHNOLOGY INC | 105,449 | $1.181M | 0.0% | $8.04 | +43.5% | COMMON STOCK USD.001 | 031652100 |
| OC | OWENS CORNING | 17,074 | $1.175M | 0.0% | $61.99 | +3.4% | COMMON STOCK USD.001 | 690742101 |
| GEO | GEO GROUP INC/THE | 103,383 | $1.172M | 0.0% | $12.36 | -15.5% | REIT USD.01 | 36162J106 |
| STRA | STRATEGIC EDUCATION INC | 12,814 | $1.172M | 0.0% | $116.77 | -11.6% | COMMON STOCK USD.01 | 86272C103 |
| KFRC | KFORCE INC | 36,170 | $1.164M | 0.0% | $33.69 | -5.0% | COMMON STOCK USD.01 | 493732101 |
| FAF | FIRST AMERICAN FINANCIAL | 22,869 | $1.164M | 0.0% | $39.31 | +9.2% | COMMON STOCK USD.00001 | 31847R102 |
| — | NEVRO CORP | 8,295 | $1.155M | 0.0% | $139.24 | — | COMMON STOCK USD.001 | 64157F103 |
| — | STAMPS.COM INC | 4,779 | $1.152M | 0.0% | $190.61 | — | COMMON STOCK USD.001 | 852857200 |
| — | LHC GROUP INC | 5,408 | $1.15M | 0.0% | $174.30 | — | COMMON STOCK USD.01 | 50187A107 |
| — | PS BUSINESS PARKS INC/CA | 9,383 | $1.148M | 0.0% | $124.21 | — | REIT USD.01 | 69360J107 |
| KRC | KILROY REALTY CORP | 22,065 | $1.146M | 0.0% | $68.92 | — | REIT USD.01 | 49427F108 |
| VAC | MARRIOTT VACATIONS WORLD | 12,600 | $1.144M | 0.0% | $105.76 | -14.2% | COMMON STOCK USD.01 | 57164Y107 |
| HAL | HALLIBURTON CO | 94,762 | $1.142M | 0.0% | $16.05 | -17.9% | COMMON STOCK USD2.5 | 406216101 |
| MGRC | MCGRATH RENTCORP | 19,007 | $1.133M | 0.0% | $70.26 | -14.2% | COMMON STOCK | 580589109 |
| EMR | EMERSON ELECTRIC CO | 17,139 | $1.124M | 0.0% | $55.16 | +6.6% | COMMON STOCK USD.5 | 291011104 |
| DD | DUPONT DE NEMOURS INC | 20,259 | $1.124M | 0.0% | $17.44 | +20.9% | COMMON STOCK USD.01 | 26614N102 |
| RMD | RESMED INC | 6,518 | $1.117M | 0.0% | $154.95 | +13.9% | COMMON STOCK USD.004 | 761152107 |
| FHI | FEDERATED HERMES INC | 51,821 | $1.115M | 0.0% | $23.13 | -20.6% | COMMON STOCK | 314211103 |
| — | SWITCH INC A | 70,996 | $1.108M | 0.0% | $14.43 | — | COMMON STOCK USD.001 | 87105L104 |
| MTX | MINERALS TECHNOLOGIES INC | 21,651 | $1.106M | 0.0% | $54.83 | -12.1% | COMMON STOCK USD.1 | 603158106 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 889 | $1.106M | 0.0% | $17.68 | +36.3% | COMMON STOCK USD.01 | 169656105 |
| RPD | RAPID7 INC | 18,046 | $1.105M | 0.0% | $47.09 | +26.2% | COMMON STOCK USD.01 | 753422104 |
| AVY | AVERY DENNISON CORP | 8,591 | $1.098M | 0.0% | $100.85 | +6.8% | COMMON STOCK USD1.0 | 053611109 |
| LSTR | LANDSTAR SYSTEM INC | 8,698 | $1.092M | 0.0% | $109.54 | — | COMMON STOCK USD.01 | 515098101 |
| AONE/U | ONE | 100,000 | $1.09M | 0.0% | $10.90 | — | UNIT USD.0001 | G7000X113 |
| — | JUNIPER NETWORKS INC | 50,660 | $1.089M | 0.0% | $22.51 | — | COMMON STOCK USD.00001 | 48203R104 |
| PFG | PRINCIPAL FINANCIAL GROUP | 27,040 | $1.089M | 0.0% | $31.00 | +12.5% | COMMON STOCK USD.01 | 74251V102 |
| CFG | CITIZENS FINANCIAL GROUP | 42,947 | $1.086M | 0.0% | $25.09 | -19.8% | COMMON STOCK USD.01 | 174610105 |
| DECK | DECKERS OUTDOOR CORP | 4,935 | $1.086M | 0.0% | $19.73 | +75.3% | COMMON STOCK USD.01 | 243537107 |
| GTY | GETTY REALTY CORP | 41,762 | $1.086M | 0.0% | $30.09 | — | REIT USD.01 | 374297109 |
| CUBE | CUBESMART | 33,415 | $1.08M | 0.0% | $26.99 | — | REIT USD.01 | 229663109 |
| TSN | TYSON FOODS INC CL A | 18,070 | $1.075M | 0.0% | $54.21 | -3.4% | COMMON STOCK USD.1 | 902494103 |
| — | WALGREENS BOOTS ALLIANCE INC | 29,936 | $1.075M | 0.0% | $59.19 | — | COMMON STOCK USD.01 | 931427108 |
| BALL | BALL CORP | 12,885 | $1.071M | 0.0% | $59.71 | +20.7% | COMMON STOCK | 058498106 |
| SNPS | SYNOPSYS INC | 4,956 | $1.06M | 0.0% | $87.08 | +133.8% | COMMON STOCK USD.01 | 871607107 |
| VICR | VICOR CORP | 13,629 | $1.059M | 0.0% | $61.28 | +29.8% | COMMON STOCK USD.01 | 925815102 |
| — | HEALTHCARE TRUST OF AME CL A | 40,727 | $1.059M | 0.0% | $30.28 | — | REIT USD.01 | 42225P501 |
| HRI | HERC HOLDINGS INC | 26,618 | $1.054M | 0.0% | $23.58 | +46.7% | COMMON STOCK USD.01 | 42704L104 |
| IBKR | INTERACTIVE BROKERS GRO CL A | 21,700 | $1.049M | 0.0% | $12.07 | +0.1% | COMMON STOCK USD.01 | 45841N107 |
| DOW | DOW INC | 22,140 | $1.042M | 0.0% | $33.47 | +0.0% | COMMON STOCK USD.01 | 260557103 |
| JBGS | JBG SMITH PROPERTIES | 38,805 | $1.038M | 0.0% | $37.93 | — | REIT USD.01 | 46590V100 |
| — | LUMINEX CORP | 39,520 | $1.037M | 0.0% | $25.57 | — | COMMON STOCK USD.001 | 55027E102 |
| WM | WASTE MANAGEMENT INC | 9,153 | $1.036M | 0.0% | $73.33 | +38.2% | COMMON STOCK USD.01 | 94106L109 |
| LEU | CENTRUS ENERGY CORP CLASS A | 123,299 | $1.032M | 0.0% | $51.25 | -77.0% | COMMON STOCK USD.1 | 15643U104 |
| — | VEREIT INC | 158,588 | $1.031M | 0.0% | $6.43 | — | REIT USD.01 | 92339V100 |
| — | GORES HOLDINGS IV INC CL A | 99,996 | $1.031M | 0.0% | $9.85 | — | COMMON STOCK USD.0001 | 382865103 |
| BL | BLACKLINE INC | 11,490 | $1.03M | 0.0% | $65.80 | +27.5% | COMMON STOCK USD.01 | 09239B109 |
| CHRW | C.H. ROBINSON WORLDWIDE INC | 10,058 | $1.028M | 0.0% | $65.36 | +26.4% | COMMON STOCK USD.1 | 12541W209 |
| PCH | POTLATCHDELTIC CORP | 24,412 | $1.028M | 0.0% | $40.13 | — | REIT USD1.0 | 737630103 |
| GWW | WW GRAINGER INC | 2,877 | $1.026M | 0.0% | $262.53 | +23.5% | COMMON STOCK USD.5 | 384802104 |
| — | STAR PEAK ENERGY TRANSITION | 100,000 | $1.025M | 0.0% | $10.25 | — | UNIT USD.0001 | 855185203 |
| — | DMY TECHNOLOGY GROUP INC II | 100,000 | $1.023M | 0.0% | $10.23 | — | UNIT USD.0001 | 233277201 |
| PAYX | PAYCHEX INC | 12,808 | $1.022M | 0.0% | $63.06 | +2.4% | COMMON STOCK USD.01 | 704326107 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 39,929 | $1.021M | 0.0% | $26.49 | +3.9% | COMMON STOCK USD.001 | 46269C102 |
| — | TREBIA ACQUISITION CORP A | 99,999 | $1.018M | 0.0% | $10.18 | — | COMMON STOCK | G9027T109 |
| AVTR | AVANTOR INC | 44,901 | $1.01M | 0.0% | $16.42 | +26.7% | COMMON STOCK USD.01 | 05352A100 |
| CTRE | CARETRUST REIT INC | 56,762 | $1.01M | 0.0% | $17.40 | — | REIT USD.01 | 14174T107 |
| — | EXPERIENCE INVESTMENT CORP A | 99,999 | $1.005M | 0.0% | $9.67 | — | COMMON STOCK USD.0001 | 30217C109 |
| — | LGL SYSTEMS ACQUISITION A | 100,000 | $1.002M | 0.0% | $10.38 | — | COMMON STOCK USD.0001 | 50201G106 |
| — | PRIME IMPACT ACQUISITION I | 100,000 | $1.002M | 0.0% | $10.02 | — | UNIT USD.0001 | G61074111 |
| — | CIIG MERGER CORP CL A | 100,000 | $1.002M | 0.0% | $9.70 | — | COMMON STOCK | 12559C103 |
| WST | WEST PHARMACEUTICAL SERVICES | 3,633 | $999K | 0.0% | $142.20 | +83.7% | COMMON STOCK USD.25 | 955306105 |
| — | PACWEST BANCORP | 58,448 | $998K | 0.0% | $22.01 | — | COMMON STOCK | 695263103 |
| FIS | FIDELITY NATIONAL INFO SERV | 6,770 | $997K | 0.0% | $101.75 | +26.6% | COMMON STOCK USD.01 | 31620M106 |
| LNT | ALLIANT ENERGY CORP | 19,287 | $996K | 0.0% | $45.48 | -3.2% | COMMON STOCK USD.01 | 018802108 |
| — | LIONHEART ACQUISITION CORP | 100,000 | $996K | 0.0% | $9.96 | — | UNIT USD.0001 | 53625R203 |
| WOR | WORTHINGTON INDUSTRIES | 24,365 | $994K | 0.0% | $23.00 | +5.9% | COMMON STOCK | 981811102 |
| JD | JD.COM INC ADR | 12,771 | $991K | 0.0% | $35.94 | — | ADR USD.00002 | 47215P106 |
| — | RETAIL OPPORTUNITY INVESTMEN | 95,007 | $989K | 0.0% | $11.33 | — | REIT USD.0001 | 76131N101 |
| YELP | YELP INC | 49,041 | $985K | 0.0% | $30.41 | -25.1% | COMMON STOCK USD.000001 | 985817105 |
| GD | GENERAL DYNAMICS CORP | 7,099 | $983K | 0.0% | $119.79 | +9.4% | COMMON STOCK USD1.0 | 369550108 |
| — | CITIC CAPITAL ACQUISITION A | 100,000 | $983K | 0.0% | $9.82 | — | COMMON STOCK USD.0001 | G21513109 |
| — | LONGVIEW ACQUISITION CORP A | 99,999 | $982K | 0.0% | $9.82 | — | COMMON STOCK | 543195101 |
| RUN | SUNRUN INC | 12,745 | $982K | 0.0% | $47.07 | 0.0% | COMMON STOCK USD.0001 | 86771W105 |
| AEP | AMERICAN ELECTRIC POWER | 11,927 | $975K | 0.0% | $63.55 | +6.7% | COMMON STOCK USD6.5 | 025537101 |
| — | ENCORE WIRE CORP | 20,992 | $974K | 0.0% | $51.29 | — | COMMON STOCK USD.01 | 292562105 |
| EBS | EMERGENT BIOSOLUTIONS INC | 9,428 | $974K | 0.0% | $61.87 | +74.2% | COMMON STOCK USD.001 | 29089Q105 |
| CDNS | CADENCE DESIGN SYS INC | 9,111 | $972K | 0.0% | $61.82 | +70.2% | COMMON STOCK USD.01 | 127387108 |
| PNW | PINNACLE WEST CAPITAL | 13,043 | $972K | 0.0% | $67.06 | -9.7% | COMMON STOCK | 723484101 |
| SYY | SYSCO CORP | 15,572 | $969K | 0.0% | $50.42 | 0.0% | COMMON STOCK USD1.0 | 871829107 |
| ONB | OLD NATIONAL BANCORP | 76,832 | $965K | 0.0% | $16.10 | -14.7% | COMMON STOCK | 680033107 |
| HPQ | HP INC | 50,681 | $962K | 0.0% | $15.25 | -0.5% | COMMON STOCK USD.01 | 40434L105 |
| AFG | AMERICAN FINANCIAL GROUP INC | 14,340 | $960K | 0.0% | $41.08 | -10.2% | COMMON STOCK | 025932104 |
| SSD | SIMPSON MANUFACTURING CO INC | 9,875 | $959K | 0.0% | $72.48 | +25.1% | COMMON STOCK USD.01 | 829073105 |
| — | NIC INC | 48,314 | $952K | 0.0% | $20.83 | — | COMMON STOCK | 62914B100 |
| PACB | PACIFIC BIOSCIENCES OF CALIF | 96,079 | $948K | 0.0% | $6.02 | -4.4% | COMMON STOCK USD.0001 | 69404D108 |
| CLA/U | COLONNADE ACQUISITION CORP | 95,000 | $946K | 0.0% | $9.96 | — | UNIT USD.0001 | G2283K128 |
| IRM | IRON MOUNTAIN INC | 35,272 | $945K | 0.0% | $22.44 | -1.0% | REIT USD.01 | 46284V101 |
| TRMB | TRIMBLE INC | 19,263 | $938K | 0.0% | $38.83 | +23.1% | COMMON STOCK | 896239100 |
| PKG | PACKAGING CORP OF AMERICA | 8,501 | $927K | 0.0% | $79.42 | +9.4% | COMMON STOCK USD.01 | 695156109 |
| EPAM | EPAM SYSTEMS INC | 2,863 | $926K | 0.0% | $199.24 | +49.9% | COMMON STOCK USD.001 | 29414B104 |
| FCF | FIRST COMMONWEALTH FINL CORP | 119,463 | $925K | 0.0% | $6.54 | 0.0% | COMMON STOCK USD1.0 | 319829107 |
| AHRT | ARMADA HOFFLER PROPERTIES IN | 99,753 | $924K | 0.0% | $17.94 | — | REIT USD.01 | 04208T108 |
| — | PLURALSIGHT INC A | 53,861 | $923K | 0.0% | $12.02 | — | COMMON STOCK USD.0001 | 72941B106 |
| CCOI | COGENT COMMUNICATIONS HOLDIN | 15,267 | $917K | 0.0% | $34.46 | +56.4% | COMMON STOCK USD.001 | 19239V302 |
| — | HEARTLAND FINANCIAL USA INC | 30,438 | $913K | 0.0% | $30.20 | — | COMMON STOCK USD1.0 | 42234Q102 |
| WWW | WOLVERINE WORLD WIDE INC | 35,138 | $908K | 0.0% | $27.95 | -23.2% | COMMON STOCK USD1.0 | 978097103 |
| PTCT | PTC THERAPEUTICS INC | 19,411 | $907K | 0.0% | $39.31 | +25.2% | COMMON STOCK USD.001 | 69366J200 |
| GIS | GENERAL MILLS INC | 14,650 | $904K | 0.0% | $39.32 | +32.6% | COMMON STOCK USD.1 | 370334104 |
| MCK | MCKESSON CORP | 6,043 | $900K | 0.0% | $134.88 | +8.8% | COMMON STOCK USD.01 | 58155Q103 |
| TDG | TRANSDIGM GROUP INC | 1,865 | $886K | 0.0% | $277.27 | +40.9% | COMMON STOCK USD.01 | 893641100 |
| MOG/A | MOOG INC CLASS A | 13,857 | $880K | 0.0% | $79.60 | -31.3% | COMMON STOCK USD1.0 | 615394202 |
| PH | PARKER HANNIFIN CORP | 4,345 | $879K | 0.0% | $118.18 | +54.7% | COMMON STOCK USD.5 | 701094104 |
| HNI | HNI CORP | 27,846 | $874K | 0.0% | $30.46 | +1.1% | COMMON STOCK USD1.0 | 404251100 |
| NG | NOVAGOLD RESOURCES INC | 73,434 | $873K | 0.0% | $9.88 | -1.3% | COMMON STOCK | 66987E206 |
| SBRA | SABRA HEALTH CARE REIT INC | 62,632 | $863K | 0.0% | $16.09 | — | REIT USD.01 | 78573L106 |
| KMI | KINDER MORGAN INC | 69,646 | $859K | 0.0% | $11.57 | -12.5% | COMMON STOCK USD.01 | 49456B101 |
| EBAY | EBAY INC | 16,471 | $858K | 0.0% | $35.18 | +42.8% | COMMON STOCK USD.001 | 278642103 |
| HELE | HELEN OF TROY LTD | 4,419 | $855K | 0.0% | $147.88 | +34.3% | COMMON STOCK USD.1 | G4388N106 |
| SRE | SEMPRA ENERGY | 7,209 | $853K | 0.0% | $49.70 | +3.9% | COMMON STOCK | 816851109 |
| XEL | XCEL ENERGY INC | 12,272 | $847K | 0.0% | $52.81 | +9.0% | COMMON STOCK USD2.5 | 98389B100 |
| BRSL | INTERNATIONAL GAME TECHNOLOG | 75,990 | $846K | 0.0% | $7.59 | 0.0% | COMMON STOCK USD.1 | G4863A108 |
| SWK | STANLEY BLACK DECKER INC | 5,209 | $845K | 0.0% | $119.88 | +9.4% | COMMON STOCK USD2.5 | 854502101 |
| — | WEINGARTEN REALTY INVESTORS | 49,822 | $845K | 0.0% | $24.10 | — | REIT USD.03 | 948741103 |
| SF | STIFEL FINANCIAL CORP | 16,618 | $840K | 0.0% | $34.89 | -12.4% | COMMON STOCK USD.15 | 860630102 |
| — | TCF FINANCIAL CORP | 35,891 | $838K | 0.0% | $30.96 | — | COMMON STOCK USD1.0 | 872307103 |
| RH | RH | 2,179 | $834K | 0.0% | $258.21 | +22.1% | COMMON STOCK USD.0001 | 74967X103 |
| HSY | HERSHEY CO/THE | 5,802 | $832K | 0.0% | $87.85 | +42.1% | COMMON STOCK USD1.0 | 427866108 |
| PENN | PENN NATIONAL GAMING INC | 11,406 | $829K | 0.0% | $23.65 | +107.5% | COMMON STOCK USD.01 | 707569109 |
| — | MGM GROWTH PROPERTIES LLC A | 29,393 | $822K | 0.0% | $27.66 | — | REIT | 55303A105 |
| TECH | BIO TECHNE CORP | 3,307 | $819K | 0.0% | $46.92 | +35.6% | COMMON STOCK USD.01 | 09073M104 |
| FOXA | FOX CORP CLASS A | 29,339 | $817K | 0.0% | $29.13 | -15.3% | COMMON STOCK USD.01 | 35137L105 |
| — | OSPREY TECHNOLOGY ACQUISIT A | 80,000 | $815K | 0.0% | $9.72 | — | COMMON STOCK | 68839R104 |
| — | ARISTA NETWORKS INC | 3,923 | $812K | 0.0% | $220.79 | — | COMMON STOCK USD.0001 | 040413106 |
| TRV | TRAVELERS COS INC/THE | 7,432 | $804K | 0.0% | $109.49 | -6.4% | COMMON STOCK NPV | 89417E109 |
| OKTA | OKTA INC | 3,754 | $803K | 0.0% | $131.99 | +57.9% | COMMON STOCK | 679295105 |
| GNRC | GENERAC HOLDINGS INC | 4,143 | $802K | 0.0% | $103.25 | +59.4% | COMMON STOCK USD.01 | 368736104 |
| ZS | ZSCALER INC | 5,686 | $800K | 0.0% | $55.04 | +135.8% | COMMON STOCK USD.001 | 98980G102 |
| CBOE | CBOE GLOBAL MARKETS INC | 9,095 | $798K | 0.0% | $98.84 | -15.3% | COMMON STOCK | 12503M108 |
| PVH | PVH CORP | 13,371 | $797K | 0.0% | $57.28 | -4.7% | COMMON STOCK USD1.0 | 693656100 |
| OPTU | ALTICE USA INC A | 30,602 | $796K | 0.0% | $25.90 | +0.3% | COMMON STOCK USD.01 | 02156K103 |
| AIZ | ASSURANT INC | 6,550 | $795K | 0.0% | $99.11 | +5.4% | COMMON STOCK USD.01 | 04621X108 |
| VNQ | VANGUARD REAL ESTATE ETF | 10,038 | $793K | 0.0% | $81.67 | — | VANGUARD REAL ESTATE ETF | 922908553 |
| BWA | BORGWARNER INC | 20,329 | $788K | 0.0% | $31.74 | 0.0% | COMMON STOCK USD.01 | 099724106 |
| HST | HOST HOTELS RESORTS INC | 72,890 | $786K | 0.0% | $14.60 | -37.5% | REIT USD.01 | 44107P104 |
| SVC | SERVICE PROPERTIES TRUST | 98,759 | $785K | 0.0% | $8.80 | — | REIT USD.01 | 81761L102 |
| BLD | TOPBUILD CORP | 4,581 | $782K | 0.0% | $102.09 | +40.7% | COMMON STOCK | 89055F103 |
| INVA | INNOVIVA INC | 74,712 | $781K | 0.0% | $14.98 | -15.2% | COMMON STOCK USD.01 | 45781M101 |
| — | JAWS ACQUISITION CORP CL A | 75,000 | $781K | 0.0% | $10.41 | — | COMMON STOCK USD.0001 | G50744104 |
| ESNT | ESSENT GROUP LTD | 21,008 | $778K | 0.0% | $40.00 | -18.8% | COMMON STOCK USD.015 | G3198U102 |
| MSI | MOTOROLA SOLUTIONS INC | 4,929 | $773K | 0.0% | $135.61 | +0.6% | COMMON STOCK USD.01 | 620076307 |
| — | OAKTREE ACQUISITION CORP II | 75,000 | $770K | 0.0% | $10.27 | — | UNIT USD.0001 | G6715X129 |
| ATKR | ATKORE INTERNATIONAL GROUP I | 33,730 | $767K | 0.0% | $21.89 | +19.3% | COMMON STOCK USD.01 | 047649108 |
| BJRI | BJ S RESTAURANTS INC | 26,051 | $767K | 0.0% | $32.83 | -21.6% | COMMON STOCK | 09180C106 |
| BNTX | BIONTECH SE ADR | 11,072 | $767K | 0.0% | $69.27 | — | ADR | 09075V102 |
| — | INVITAE CORP | 17,653 | $765K | 0.0% | $15.55 | — | COMMON STOCK USD.0001 | 46185L103 |
| RDN | RADIAN GROUP INC | 52,325 | $764K | 0.0% | $12.97 | -3.2% | COMMON STOCK USD.001 | 750236101 |
| VMC | VULCAN MATERIALS CO | 5,636 | $764K | 0.0% | $120.24 | 0.0% | COMMON STOCK USD1.0 | 929160109 |
| NOW | SERVICENOW INC | 1,574 | $763K | 0.0% | $51.05 | +74.9% | COMMON STOCK USD.001 | 81762P102 |
| AMP | AMERIPRISE FINANCIAL INC | 4,926 | $759K | 0.0% | $119.28 | +18.5% | COMMON STOCK USD.01 | 03076C106 |
| OHI | OMEGA HEALTHCARE INVESTORS | 25,282 | $757K | 0.0% | $32.70 | — | REIT USD.1 | 681936100 |
| CORT | CORCEPT THERAPEUTICS INC | 43,120 | $751K | 0.0% | $12.14 | +31.3% | COMMON STOCK USD.001 | 218352102 |
| PSMT | PRICESMART INC | 11,294 | $750K | 0.0% | $53.10 | +14.7% | COMMON STOCK USD.0001 | 741511109 |
| ADC | AGREE REALTY CORP | 11,781 | $750K | 0.0% | $66.34 | — | REIT USD.0001 | 008492100 |
| CWST | CASELLA WASTE SYSTEMS INC A | 13,338 | $745K | 0.0% | $54.72 | 0.0% | COMMON STOCK USD.01 | 147448104 |
| EVR | EVERCORE INC A | 11,351 | $743K | 0.0% | $62.62 | -12.9% | COMMON STOCK USD.01 | 29977A105 |
| — | FLEETCOR TECHNOLOGIES INC | 3,112 | $741K | 0.0% | $229.07 | — | COMMON STOCK USD.001 | 339041105 |
| ROK | ROCKWELL AUTOMATION INC | 3,355 | $740K | 0.0% | $163.14 | +24.9% | COMMON STOCK USD1.0 | 773903109 |
| RHP | RYMAN HOSPITALITY PROPERTIES | 20,036 | $737K | 0.0% | $48.93 | — | REIT USD.01 | 78377T107 |
| KEYS | KEYSIGHT TECHNOLOGIES IN | 7,461 | $737K | 0.0% | $92.87 | +5.8% | COMMON STOCK | 49338L103 |
| AFL | AFLAC INC | 20,183 | $734K | 0.0% | $35.61 | -9.9% | COMMON STOCK USD.1 | 001055102 |
| CHD | CHURCH DWIGHT CO INC | 7,830 | $734K | 0.0% | $65.57 | +30.0% | COMMON STOCK USD1.0 | 171340102 |
| NHI | NATL HEALTH INVESTORS INC | 12,135 | $731K | 0.0% | $60.73 | — | REIT USD.01 | 63633D104 |
| KKR | KKR CO INC | 21,259 | $730K | 0.0% | $27.24 | +22.2% | COMMON STOCK | 48251W104 |
| PTC | PTC INC | 8,770 | $725K | 0.0% | $72.04 | +18.3% | COMMON STOCK USD.01 | 69370C100 |
| FTV | FORTIVE CORP | 9,506 | $724K | 0.0% | $44.58 | 0.0% | COMMON STOCK USD.01 | 34959J108 |
| — | RITE AID CORP | 75,476 | $716K | 0.0% | $7.62 | — | COMMON STOCK USD1.0 | 767754872 |
| CMI | CUMMINS INC | 3,386 | $715K | 0.0% | $117.10 | +49.3% | COMMON STOCK USD2.5 | 231021106 |
| SAM | BOSTON BEER COMPANY INC A | 809 | $715K | 0.0% | $182.61 | +332.5% | COMMON STOCK USD.01 | 100557107 |
| BC | BRUNSWICK CORP | 11,989 | $706K | 0.0% | $55.15 | +4.1% | COMMON STOCK USD.75 | 117043109 |
| FISV | FISERV INC | 6,836 | $704K | 0.0% | $78.54 | +26.8% | COMMON STOCK USD.01 | 337738108 |
| — | VERITEX HOLDINGS INC | 41,058 | $699K | 0.0% | $13.97 | — | COMMON STOCK USD.01 | 923451108 |
| — | PHYSICIANS REALTY TRUST | 39,007 | $699K | 0.0% | $17.59 | — | REIT USD.01 | 71943U104 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 12,687 | $697K | 0.0% | $42.92 | +2.7% | COMMON STOCK | 744573106 |
| APLE | APPLE HOSPITALITY REIT INC | 72,303 | $695K | 0.0% | $9.47 | — | REIT NPV | 03784Y200 |
| — | CANTEL MEDICAL CORP | 15,723 | $691K | 0.0% | $44.00 | — | COMMON STOCK USD.1 | 138098108 |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | 16,050 | $691K | 0.0% | $31.98 | +34.9% | COMMON STOCK USD.001 | 04280A100 |
| VRNS | VARONIS SYSTEMS INC | 5,980 | $690K | 0.0% | $24.22 | +53.9% | COMMON STOCK USD.001 | 922280102 |
| — | AMAG PHARMACEUTICALS INC | 73,075 | $687K | 0.0% | $18.01 | — | COMMON STOCK USD.01 | 00163U106 |
| ES | EVERSOURCE ENERGY | 8,186 | $684K | 0.0% | $57.57 | +21.3% | COMMON STOCK USD5.0 | 30040W108 |
| VMI | VALMONT INDUSTRIES | 5,510 | $684K | 0.0% | $124.03 | -0.8% | COMMON STOCK USD1.0 | 920253101 |
| LYB | LYONDELLBASELL INDU CL A | 9,690 | $683K | 0.0% | $46.96 | +2.4% | COMMON STOCK EUR.04 | N53745100 |
| KEY | KEYCORP | 57,153 | $682K | 0.0% | $10.27 | -8.6% | COMMON STOCK USD1.0 | 493267108 |
| MET | METLIFE INC | 18,355 | $682K | 0.0% | $37.46 | -14.6% | COMMON STOCK USD.01 | 59156R108 |
| PFS | PROVIDENT FINANCIAL SERVICES | 55,768 | $680K | 0.0% | $10.18 | 0.0% | COMMON STOCK USD.01 | 74386T105 |
| AIN | ALBANY INTL CORP CL A | 13,589 | $673K | 0.0% | $48.54 | 0.0% | COMMON STOCK USD.001 | 012348108 |
| HALO | HALOZYME THERAPEUTICS INC | 25,518 | $671K | 0.0% | $17.32 | +60.8% | COMMON STOCK USD.001 | 40637H109 |
| — | REALOGY HOLDINGS CORP | 70,969 | $670K | 0.0% | $8.84 | — | COMMON STOCK USD.01 | 75605Y106 |
| OGS | ONE GAS INC | 9,648 | $666K | 0.0% | $81.97 | -10.1% | COMMON STOCK | 68235P108 |
| PRU | PRUDENTIAL FINANCIAL INC | 10,399 | $661K | 0.0% | $63.55 | -20.7% | COMMON STOCK USD.01 | 744320102 |
| NXRT | NEXPOINT RESIDENTIAL | 14,809 | $657K | 0.0% | $44.36 | — | REIT USD.01 | 65341D102 |
| FITB | FIFTH THIRD BANCORP | 30,762 | $656K | 0.0% | $17.98 | -9.1% | COMMON STOCK | 316773100 |
| — | CORNERSTONE ONDEMAND INC | 17,983 | $654K | 0.0% | $57.93 | — | COMMON STOCK USD.0001 | 21925Y103 |
| GLPI | GAMING AND LEISURE PROPERTIE | 17,633 | $651K | 0.0% | $27.92 | — | REIT | 36467J108 |
| — | GLOBAL MEDICAL REIT INC | 48,024 | $648K | 0.0% | $11.66 | — | REIT | 37954A204 |
| CVLT | COMMVAULT SYSTEMS INC | 15,861 | $647K | 0.0% | $63.78 | -35.5% | COMMON STOCK USD.01 | 204166102 |
| AWK | AMERICAN WATER WORKS CO INC | 4,447 | $644K | 0.0% | $115.44 | +10.7% | COMMON STOCK USD.01 | 030420103 |
| EXEL | EXELIXIS INC | 26,308 | $643K | 0.0% | $21.00 | +11.1% | COMMON STOCK USD.001 | 30161Q104 |
| TENB | TENABLE HOLDINGS INC | 17,030 | $643K | 0.0% | $27.08 | +26.6% | COMMON STOCK USD.01 | 88025T102 |
| XPO | XPO LOGISTICS INC | 7,588 | $642K | 0.0% | $24.82 | +15.9% | COMMON STOCK USD.001 | 983793100 |
| — | CDK GLOBAL INC | 14,739 | $642K | 0.0% | $46.86 | — | COMMON STOCK USD.01 | 12508E101 |
| CINF | CINCINNATI FINANCIAL CORP | 8,234 | $642K | 0.0% | $80.77 | -16.4% | COMMON STOCK USD2.0 | 172062101 |
| BK | BANK OF NEW YORK MELLON CORP | 18,624 | $640K | 0.0% | $36.59 | -14.8% | COMMON STOCK USD.01 | 064058100 |
| — | RETAIL PROPERTIES OF AME A | 108,968 | $633K | 0.0% | $8.76 | — | REIT USD.001 | 76131V202 |
| TAL | TAL EDUCATION GROUP ADR | 8,322 | $633K | 0.0% | $40.85 | — | ADR | 874080104 |
| SWKS | SKYWORKS SOLUTIONS INC | 4,327 | $630K | 0.0% | $79.82 | +52.3% | COMMON STOCK USD.25 | 83088M102 |
| DHI | DR HORTON INC | 8,329 | $630K | 0.0% | $45.55 | +42.1% | COMMON STOCK USD.01 | 23331A109 |
| ASGN | ASGN INC | 9,904 | $629K | 0.0% | $56.37 | +22.1% | COMMON STOCK USD.01 | 00191U102 |
| — | ALLEGHANY CORP | 1,199 | $624K | 0.0% | $714.67 | — | COMMON STOCK USD1.0 | 017175100 |
| — | FLAGSTAR BANCORP INC | 21,068 | $624K | 0.0% | $23.83 | — | COMMON STOCK USD.01 | 337930705 |
| FIVE | FIVE BELOW | 4,908 | $623K | 0.0% | $117.18 | -2.9% | COMMON STOCK USD.01 | 33829M101 |
| — | XILINX INC | 5,963 | $622K | 0.0% | $98.43 | — | COMMON STOCK USD.01 | 983919101 |
| AJG | ARTHUR J GALLAGHER CO | 5,860 | $619K | 0.0% | $82.63 | +18.2% | COMMON STOCK USD1.0 | 363576109 |
| CARR | CARRIER GLOBAL CORP | 20,274 | $619K | 0.0% | $17.13 | +53.9% | COMMON STOCK USD.01 | 14448C104 |
| RF | REGIONS FINANCIAL CORP | 53,696 | $619K | 0.0% | $9.45 | -5.2% | COMMON STOCK USD.01 | 7591EP100 |
| MELI | MERCADOLIBRE INC | 570 | $617K | 0.0% | $749.93 | +44.7% | COMMON STOCK USD.001 | 58733R102 |
| — | NAVISTAR INTERNATIONAL CORP | 14,147 | $616K | 0.0% | $43.54 | — | COMMON STOCK USD.1 | 63934E108 |
| — | CORESITE REALTY CORP | 5,180 | $616K | 0.0% | $103.07 | — | REIT USD.01 | 21870Q105 |
| FAST | FASTENAL CO | 13,588 | $613K | 0.0% | $15.06 | +33.3% | COMMON STOCK USD.01 | 311900104 |
| ROAD | CONSTRUCTION PARTNERS INC A | 33,318 | $606K | 0.0% | $17.91 | 0.0% | COMMON STOCK USD.001 | 21044C107 |
| RNG | RINGCENTRAL INC CLASS A | 2,208 | $606K | 0.0% | $252.94 | +9.8% | COMMON STOCK USD.0001 | 76680R206 |
| — | KRATON CORP | 33,977 | $605K | 0.0% | $17.27 | — | COMMON STOCK USD.01 | 50077C106 |
| CSL | CARLISLE COS INC | 4,937 | $604K | 0.0% | $106.73 | +8.0% | COMMON STOCK USD1.0 | 142339100 |
| — | SPX CORP | 12,982 | $602K | 0.0% | $32.67 | — | COMMON STOCK USD.01 | 784635104 |
| AWI | ARMSTRONG WORLD INDUSTRIES | 8,712 | $599K | 0.0% | $69.27 | 0.0% | COMMON STOCK USD.01 | 04247X102 |
| — | CARDIOVASCULAR SYSTEMS INC | 15,233 | $599K | 0.0% | $43.25 | — | COMMON STOCK | 141619106 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 5,780 | $598K | 0.0% | $72.70 | — | COMMON STOCK ILS.01 | M2682V108 |
| BJ | BJ S WHOLESALE CLUB HOLDINGS | 14,362 | $597K | 0.0% | $27.96 | +47.8% | COMMON STOCK USD.01 | 05550J101 |
| WING | WINGSTOP INC | 4,358 | $596K | 0.0% | $146.90 | 0.0% | COMMON STOCK USD.01 | 974155103 |
| DTE | DTE ENERGY COMPANY | 5,182 | $596K | 0.0% | $51.76 | +57.5% | COMMON STOCK | 233331107 |
| — | WADDELL REED FINANCIAL A | 40,082 | $595K | 0.0% | $14.84 | — | COMMON STOCK USD.01 | 930059100 |
| AIT | APPLIED INDUSTRIAL TECH INC | 10,770 | $593K | 0.0% | $53.73 | +7.1% | COMMON STOCK | 03820C105 |
| — | HPX CORP A | 60,000 | $589K | 0.0% | $9.82 | — | COMMON STOCK USD.0001 | G32219100 |
| NEOG | NEOGEN CORP | 7,481 | $585K | 0.0% | $35.18 | +8.8% | COMMON STOCK USD.16 | 640491106 |
| LAD | LITHIA MOTORS INC CL A | 2,554 | $582K | 0.0% | $139.82 | +60.8% | COMMON STOCK | 536797103 |
| MTB | M T BANK CORP | 6,321 | $582K | 0.0% | $99.26 | -13.5% | COMMON STOCK USD.5 | 55261F104 |
| AWR | AMERICAN STATES WATER CO | 7,717 | $578K | 0.0% | $76.41 | -9.7% | COMMON STOCK | 029899101 |
| RLI | RLI CORP | 6,896 | $577K | 0.0% | $35.41 | +1.5% | COMMON STOCK USD1.0 | 749607107 |
| WY | WEYERHAEUSER CO | 20,236 | $577K | 0.0% | $22.69 | -1.6% | REIT USD1.25 | 962166104 |
| — | VARIAN MEDICAL SYSTEMS INC | 3,349 | $576K | 0.0% | $115.33 | — | COMMON STOCK USD1.0 | 92220P105 |
| R | RYDER SYSTEM INC | 13,618 | $575K | 0.0% | $38.12 | +6.1% | COMMON STOCK USD.5 | 783549108 |
| PAHC | PHIBRO ANIMAL HEALTH CORP A | 32,906 | $573K | 0.0% | $30.96 | -31.1% | COMMON STOCK USD.001 | 71742Q106 |
| DLTR | DOLLAR TREE INC | 6,262 | $572K | 0.0% | $84.84 | +10.9% | COMMON STOCK USD.01 | 256746108 |
| ULTA | ULTA BEAUTY INC | 2,534 | $568K | 0.0% | $215.07 | +0.0% | COMMON STOCK USD.01 | 90384S303 |
| TRUP | TRUPANION INC | 7,169 | $566K | 0.0% | $31.28 | +91.9% | COMMON STOCK USD.00001 | 898202106 |
| DAN | DANA INC | 45,903 | $566K | 0.0% | $11.67 | -2.0% | COMMON STOCK USD.01 | 235825205 |
| IT | GARTNER INC | 4,526 | $566K | 0.0% | $127.15 | 0.0% | COMMON STOCK USD.0005 | 366651107 |
| KBH | KB HOME | 14,705 | $565K | 0.0% | $18.92 | +69.3% | COMMON STOCK USD1.0 | 48666K109 |
| STAG | STAG INDUSTRIAL INC | 18,495 | $564K | 0.0% | $30.49 | — | REIT USD.01 | 85254J102 |
| VCYT | VERACYTE INC | 17,364 | $564K | 0.0% | $13.18 | +141.1% | COMMON STOCK USD.001 | 92337F107 |
| — | KENSINGTON CAPITAL ACQUIS A | 125,000 | $563K | 0.0% | $4.50 | — | KENSINGTON CAPITAL ACQ CW27 | 490073111 |
| AAP | ADVANCE AUTO PARTS INC | 3,656 | $561K | 0.0% | $112.88 | +18.2% | COMMON STOCK USD.0001 | 00751Y106 |
| STT | STATE STREET CORP | 9,434 | $560K | 0.0% | $55.23 | -1.3% | COMMON STOCK USD1.0 | 857477103 |
| MRTN | MARTEN TRANSPORT LTD | 34,297 | $560K | 0.0% | $14.25 | +8.7% | COMMON STOCK USD.01 | 573075108 |
| KRG | KITE REALTY GROUP TRUST | 48,369 | $560K | 0.0% | $11.58 | — | REIT USD.01 | 49803T300 |
| NVAX | NOVAVAX INC | 5,149 | $558K | 0.0% | $121.82 | 0.0% | COMMON STOCK USD.01 | 670002401 |
| MTZ | MASTEC INC | 13,118 | $554K | 0.0% | $41.24 | +4.2% | COMMON STOCK USD.1 | 576323109 |
| ED | CONSOLIDATED EDISON INC | 7,116 | $554K | 0.0% | $64.50 | -5.8% | COMMON STOCK USD.1 | 209115104 |
| — | GRUBHUB INC | 7,638 | $552K | 0.0% | $62.19 | — | COMMON STOCK USD.0001 | 400110102 |
| RGEN | REPLIGEN CORP | 3,727 | $550K | 0.0% | $86.08 | +66.1% | COMMON STOCK USD.01 | 759916109 |
| DFIN | DONNELLEY FINANCIAL SOLUTION | 41,162 | $550K | 0.0% | $10.36 | 0.0% | COMMON STOCK USD.01 | 25787G100 |
| NTLA | INTELLIA THERAPEUTICS INC | 27,598 | $549K | 0.0% | $15.43 | +35.1% | COMMON STOCK USD.0001 | 45826J105 |
| — | ENVESTNET INC | 7,103 | $548K | 0.0% | $77.15 | — | COMMON STOCK | 29404K106 |
| OEC | ORION ENGINEERED CARBONS SA | 43,829 | $548K | 0.0% | $16.36 | -26.8% | COMMON STOCK | L72967109 |
| EPRT | ESSENTIAL PROPERTIES REALTY | 29,714 | $544K | 0.0% | $15.06 | — | REIT USD.01 | 29670E107 |
| VOYA | VOYA FINANCIAL INC | 11,256 | $540K | 0.0% | $44.82 | 0.0% | COMMON STOCK USD.01 | 929089100 |
| LSCC | LATTICE SEMICONDUCTOR CORP | 18,624 | $539K | 0.0% | $14.60 | — | COMMON STOCK USD.01 | 518415104 |
| GOOD | GLADSTONE COMMERCIAL CORP | 31,850 | $537K | 0.0% | $16.09 | — | REIT USD.001 | 376536108 |
| — | RETROPHIN INC | 29,010 | $536K | 0.0% | $15.86 | — | COMMON STOCK USD.0001 | 761299106 |
| WSFS | WSFS FINANCIAL CORP | 19,877 | $536K | 0.0% | $26.47 | +6.7% | COMMON STOCK USD.01 | 929328102 |
| — | LABORATORY CRP OF AMER HLDGS | 2,840 | $535K | 0.0% | $152.08 | — | COMMON STOCK USD.1 | 50540R409 |
| MTDR | MATADOR RESOURCES CO | 64,577 | $533K | 0.0% | $6.99 | +28.1% | COMMON STOCK USD.01 | 576485205 |
| — | STERLING BANCORP/DE | 50,603 | $532K | 0.0% | $12.31 | — | COMMON STOCK USD.01 | 85917A100 |
| — | SINCLAIR BROADCAST GROUP A | 27,656 | $532K | 0.0% | $19.24 | — | COMMON STOCK USD.01 | 829226109 |
| CE | CELANESE CORP | 4,953 | $532K | 0.0% | $89.37 | +1.6% | COMMON STOCK USD.0001 | 150870103 |
| AGYS | AGILYSYS INC | 21,981 | $531K | 0.0% | $25.44 | -12.5% | COMMON STOCK USD.3 | 00847J105 |
| PSX | PHILLIPS 66 | 10,237 | $531K | 0.0% | $71.40 | -31.3% | COMMON STOCK | 718546104 |
| PCAR | PACCAR INC | 6,210 | $530K | 0.0% | $35.32 | +30.1% | COMMON STOCK USD1.0 | 693718108 |
| OMCL | OMNICELL INC | 7,087 | $529K | 0.0% | $75.88 | -8.7% | COMMON STOCK USD.001 | 68213N109 |
| TNDM | TANDEM DIABETES CARE INC | 4,649 | $528K | 0.0% | $56.18 | +87.0% | COMMON STOCK | 875372203 |
| — | AMERICAN CAMPUS COMMUNITIES | 15,110 | $528K | 0.0% | $38.12 | — | REIT USD.01 | 024835100 |
| — | CITRIX SYSTEMS INC | 3,821 | $526K | 0.0% | $96.10 | — | COMMON STOCK USD.001 | 177376100 |
| FRME | FIRST MERCHANTS CORP | 22,710 | $526K | 0.0% | $25.19 | -18.0% | COMMON STOCK | 320817109 |
| SRCE | 1ST SOURCE CORP | 17,054 | $526K | 0.0% | $32.44 | — | COMMON STOCK | 336901103 |
| ETR | ENTERGY CORP | 5,342 | $526K | 0.0% | $46.66 | -12.9% | COMMON STOCK USD.01 | 29364G103 |
| AEE | AMEREN CORPORATION | 6,593 | $521K | 0.0% | $61.28 | +9.3% | COMMON STOCK USD.01 | 023608102 |
| — | PARAMOUNT GROUP INC | 73,566 | $521K | 0.0% | $7.08 | — | REIT USD.01 | 69924R108 |
| ENPH | ENPHASE ENERGY INC | 6,294 | $520K | 0.0% | $15.84 | +322.8% | COMMON STOCK USD.00001 | 29355A107 |
| ACIW | ACI WORLDWIDE INC | 19,824 | $518K | 0.0% | $30.50 | -9.2% | COMMON STOCK USD.005 | 004498101 |
| STAA | STAAR SURGICAL CO | 9,150 | $518K | 0.0% | $40.85 | +31.9% | COMMON STOCK USD.01 | 852312305 |
| — | DFP HEALTHCARE ACQUISIT CL A | 50,000 | $518K | 0.0% | $10.06 | — | COMMON STOCK USD.00001 | 23343Q100 |
| — | CONN S INC | 48,912 | $517K | 0.0% | $10.57 | — | COMMON STOCK USD.01 | 208242107 |
| — | ABIOMED INC | 1,865 | $517K | 0.0% | $241.67 | — | COMMON STOCK USD.01 | 003654100 |
| — | EQUITY DISTRIBUTION ACQUISIT | 50,000 | $515K | 0.0% | $10.30 | — | UNIT USD.0001 | 29465E205 |
| FCPT | FOUR CORNERS PROPERTY TRUST | 20,120 | $515K | 0.0% | $24.40 | — | REIT USD.0001 | 35086T109 |
| TTWO | TAKE TWO INTERACTIVE SOFTWRE | 3,114 | $514K | 0.0% | $121.16 | +34.0% | COMMON STOCK USD.01 | 874054109 |
| — | CUSHMAN WAKEFIELD PLC | 48,710 | $512K | 0.0% | $12.24 | — | COMMON STOCK USD.01 | G2717B108 |
| — | BOTTOMLINE TECHNOLOGIES (DE) | 12,156 | $512K | 0.0% | $39.28 | — | COMMON STOCK USD.001 | 101388106 |
| — | MIRATI THERAPEUTICS INC | 3,070 | $510K | 0.0% | $166.12 | — | COMMON STOCK | 60468T105 |
| IBOC | INTERNATIONAL BANCSHARES CRP | 19,436 | $507K | 0.0% | $26.62 | -1.7% | COMMON STOCK USD1.0 | 459044103 |
| — | COHN ROBBINS HOLDINGS CORP | 50,000 | $505K | 0.0% | $10.10 | — | UNIT USD.0001 | G23726121 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 10,597 | $505K | 0.0% | $38.33 | +21.1% | COMMON STOCK USD.0001 | 70959W103 |
| — | TAILWING ACQUISITION CORP | 50,000 | $503K | 0.0% | $10.06 | — | UNIT USD.0001 | 87403Q201 |
| — | CLIMATE CHANGE CRISIS REAL | 50,000 | $503K | 0.0% | $10.06 | — | UNIT USD.0001 | 18716C209 |
| — | FINSERV ACQUISITION CORP A | 50,000 | $502K | 0.0% | $9.60 | — | COMMON STOCK | 318085107 |
| VIAV | VIAVI SOLUTIONS INC | 42,795 | $502K | 0.0% | $12.56 | +3.4% | COMMON STOCK USD.001 | 925550105 |
| VLO | VALERO ENERGY CORP | 11,552 | $500K | 0.0% | $51.85 | -17.8% | COMMON STOCK USD.01 | 91913Y100 |
| APEI | AMERICAN PUBLIC EDUCATION | 17,739 | $500K | 0.0% | $27.98 | +8.6% | COMMON STOCK USD.01 | 02913V103 |
| — | SCVX CORP CLASS A | 50,000 | $500K | 0.0% | $9.76 | — | COMMON STOCK USD.0001 | G79448208 |
| — | STERICYCLE INC | 7,914 | $499K | 0.0% | $63.82 | — | COMMON STOCK USD.01 | 858912108 |
| DT | DYNATRACE INC | 12,174 | $499K | 0.0% | $32.91 | +24.4% | COMMON STOCK USD.001 | 268150109 |
| DRH | DIAMONDROCK HOSPITALITY CO | 98,106 | $497K | 0.0% | $5.07 | — | REIT USD.01 | 252784301 |
| — | UNION ACQUISITION CORP II | 50,000 | $497K | 0.0% | $9.78 | — | COMMON STOCK | G9402Q100 |
| FORM | FORMFACTOR INC | 19,913 | $496K | 0.0% | $24.66 | +13.1% | COMMON STOCK USD.001 | 346375108 |
| AMCX | AMC NETWORKS INC A | 20,046 | $495K | 0.0% | $27.23 | -11.8% | COMMON STOCK | 00164V103 |
| — | GALILEO ACQUISITION CORP | 50,000 | $495K | 0.0% | $9.68 | — | COMMON STOCK USD.0001 | G3770A102 |
| HSTM | HEALTHSTREAM INC | 24,499 | $492K | 0.0% | $21.24 | 0.0% | COMMON STOCK | 42222N103 |
| MKTX | MARKETAXESS HOLDINGS INC | 1,021 | $492K | 0.0% | $281.93 | +65.1% | COMMON STOCK USD.003 | 57060D108 |
| POOL | POOL CORP | 1,469 | $491K | 0.0% | $180.47 | +61.2% | COMMON STOCK USD.001 | 73278L105 |
| WMB | WILLIAMS COS INC | 24,979 | $491K | 0.0% | $16.13 | -4.5% | COMMON STOCK USD1.0 | 969457100 |
| AZZ | AZZ INC | 14,364 | $490K | 0.0% | $40.28 | -23.0% | COMMON STOCK USD1.0 | 002474104 |
| CAH | CARDINAL HEALTH INC | 10,412 | $489K | 0.0% | $42.08 | +6.0% | COMMON STOCK | 14149Y108 |
| TMPOQ | ACE CONVERGENCE ACQU CLASS A | 50,000 | $488K | 0.0% | $9.76 | — | COMMON STOCK USD.0001 | G0083D120 |
| NTES | NETEASE INC ADR | 1,069 | $486K | 0.0% | $299.03 | — | ADR USD.0001 | 64110W102 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 125,000 | $483K | 0.0% | $3.00 | — | SOCIAL CAPITAL HEDOSOP CW25 | G8251K115 |
| WAFD | WASHINGTON FEDERAL INC | 23,050 | $481K | 0.0% | $23.35 | -16.0% | COMMON STOCK USD1.0 | 938824109 |
| AKAM | AKAMAI TECHNOLOGIES INC | 4,345 | $480K | 0.0% | $111.00 | 0.0% | COMMON STOCK USD.01 | 00971T101 |
| PRGS | PROGRESS SOFTWARE CORP | 13,095 | $480K | 0.0% | $39.19 | -7.1% | COMMON STOCK USD.01 | 743312100 |
| MKSI | MKS INSTRUMENTS INC | 4,388 | $479K | 0.0% | $96.77 | +16.2% | COMMON STOCK | 55306N104 |
| SCHL | SCHOLASTIC CORP | 22,802 | $479K | 0.0% | $25.07 | -14.6% | COMMON STOCK USD.01 | 807066105 |
| — | BED BATH BEYOND INC | 31,826 | $477K | 0.0% | $10.87 | — | COMMON STOCK USD.01 | 075896100 |
| NTRS | NORTHERN TRUST CORP | 6,059 | $472K | 0.0% | $82.03 | -17.1% | COMMON STOCK USD1.667 | 665859104 |
| PLAB | PHOTRONICS INC | 47,193 | $470K | 0.0% | $13.08 | -17.4% | COMMON STOCK USD.01 | 719405102 |
| EIX | EDISON INTERNATIONAL | 9,252 | $470K | 0.0% | $44.57 | -6.4% | COMMON STOCK | 281020107 |
| SSTK | SHUTTERSTOCK INC | 9,004 | $469K | 0.0% | $42.49 | +11.8% | COMMON STOCK USD.01 | 825690100 |
| — | TRANSLATE BIO INC | 34,369 | $468K | 0.0% | $15.47 | — | COMMON STOCK USD.001 | 89374L104 |
| COKE | COCA COLA CONSOLIDATED INC | 1,935 | $466K | 0.0% | $29.72 | -19.6% | COMMON STOCK USD1.0 | 191098102 |
| TW | TRADEWEB MARKETS INC CLASS A | 8,017 | $465K | 0.0% | $46.38 | +18.5% | COMMON STOCK USD.01 | 892672106 |
| — | SEASPINE HOLDINGS CORP | 32,453 | $464K | 0.0% | $8.17 | — | COMMON STOCK USD.01 | 81255T108 |
| THC | TENET HEALTHCARE CORP | 18,915 | $464K | 0.0% | $26.27 | -2.7% | COMMON STOCK USD.05 | 88033G407 |
| — | REDFIN CORP | 9,291 | $464K | 0.0% | $49.94 | — | COMMON STOCK | 75737F108 |
| NTB | BANK OF N.T. BUTTERFIELD SON | 20,807 | $464K | 0.0% | $20.26 | -5.5% | COMMON STOCK BMD1.0 | G0772R208 |
| HRTX | HERON THERAPEUTICS INC | 31,267 | $463K | 0.0% | $22.12 | -29.5% | COMMON STOCK USD.01 | 427746102 |
| AAT | AMERICAN ASSETS TRUST INC | 19,215 | $463K | 0.0% | $33.28 | — | REIT USD.01 | 024013104 |
| TCBK | TRICO BANCSHARES | 18,885 | $462K | 0.0% | $27.89 | 0.0% | COMMON STOCK | 896095106 |
| CROX | CROCS INC | 10,798 | $461K | 0.0% | $34.93 | +10.7% | COMMON STOCK USD.001 | 227046109 |
| — | CHANNELADVISOR CORP | 31,569 | $457K | 0.0% | $11.35 | — | COMMON STOCK USD.001 | 159179100 |
| HURN | HURON CONSULTING GROUP INC | 11,586 | $456K | 0.0% | $60.39 | -27.8% | COMMON STOCK USD.01 | 447462102 |
| IIPR | INNOVATIVE INDUSTRIAL PROPER | 3,670 | $455K | 0.0% | $84.30 | — | REIT USD.001 | 45781V101 |
| INN | SUMMIT HOTEL PROPERTIES INC | 87,722 | $454K | 0.0% | $5.74 | — | REIT | 866082100 |
| — | KELLOGG CO | 7,033 | $454K | 0.0% | $49.22 | +6.2% | COMMON STOCK USD.25 | 487836108 |
| CCO | CLEAR CHANNEL OUTDOOR HOLDIN | 451,811 | $452K | 0.0% | $4.16 | -74.2% | COMMON STOCK | 18453H106 |
| TPR | TAPESTRY INC | 28,839 | $451K | 0.0% | $15.17 | -14.3% | COMMON STOCK USD.01 | 876030107 |
| APAM | ARTISAN PARTNERS ASSET MA A | 11,549 | $450K | 0.0% | $12.95 | +76.5% | COMMON STOCK USD.01 | 04316A108 |
| — | AMERICAN SOFTWARE INC CL A | 31,952 | $449K | 0.0% | $14.45 | — | COMMON STOCK USD.1 | 029683109 |
| ATEN | A10 NETWORKS INC | 70,166 | $447K | 0.0% | $6.61 | +8.5% | COMMON STOCK USD.00001 | 002121101 |
| AEO | AMERICAN EAGLE OUTFITTERS | 29,879 | $443K | 0.0% | $12.96 | -20.5% | COMMON STOCK USD.01 | 02553E106 |
| LNG | CHENIERE ENERGY INC | 9,526 | $441K | 0.0% | $47.38 | +7.0% | COMMON STOCK USD.003 | 16411R208 |
| MTG | MGIC INVESTMENT CORP | 49,793 | $441K | 0.0% | $11.40 | -25.2% | COMMON STOCK USD1.0 | 552848103 |
| LDOS | LEIDOS HOLDINGS INC | 4,951 | $441K | 0.0% | $71.24 | +18.1% | COMMON STOCK USD.0001 | 525327102 |
| LEG | LEGGETT PLATT INC | 10,715 | $441K | 0.0% | $40.66 | -2.4% | COMMON STOCK USD.01 | 524660107 |
| CAG | CONAGRA BRANDS INC | 12,311 | $440K | 0.0% | $23.54 | +23.0% | COMMON STOCK USD5.0 | 205887102 |
| — | SANTANDER CONSUMER USA HOLDI | 24,127 | $439K | 0.0% | $17.58 | — | COMMON STOCK USD.01 | 80283M101 |
| PLMR | PALOMAR HOLDINGS INC | 4,190 | $437K | 0.0% | $98.07 | 0.0% | COMMON STOCK USD.0001 | 69753M105 |
| — | AMCOR PLC | 39,402 | $435K | 0.0% | $7.79 | +11.8% | COMMON STOCK USD.01 | G0250X107 |
| BRC | BRADY CORPORATION CL A | 10,830 | $433K | 0.0% | $41.77 | +0.1% | COMMON STOCK USD.01 | 104674106 |
| FSLR | FIRST SOLAR INC | 6,531 | $432K | 0.0% | $46.24 | +43.6% | COMMON STOCK USD.001 | 336433107 |
| — | RADIUS HEALTH INC | 38,087 | $432K | 0.0% | $11.34 | — | COMMON STOCK USD.0001 | 750469207 |
| EXLS | EXLSERVICE HOLDINGS INC | 6,555 | $432K | 0.0% | $13.63 | -5.9% | COMMON STOCK USD.001 | 302081104 |
| QRVO | QORVO INC | 3,352 | $432K | 0.0% | $80.40 | +54.2% | COMMON STOCK USD.0001 | 74736K101 |
| — | INTERSECT ENT INC | 26,305 | $429K | 0.0% | $23.56 | — | COMMON STOCK USD.001 | 46071F103 |
| HSIC | HENRY SCHEIN INC | 7,301 | $429K | 0.0% | $64.53 | -0.6% | COMMON STOCK USD.01 | 806407102 |
| FLO | FLOWERS FOODS INC | 17,579 | $428K | 0.0% | $16.33 | +14.3% | COMMON STOCK USD.01 | 343498101 |
| NEO | NEOGENOMICS INC | 11,561 | $426K | 0.0% | $30.63 | +21.4% | COMMON STOCK USD.001 | 64049M209 |
| — | PINNACLE FINANCIAL PARTNERS | 11,933 | $425K | 0.0% | $58.68 | — | COMMON STOCK USD1.0 | 72346Q104 |
| ASML | ASML HOLDING NV NY REG SHS | 1,151 | $425K | 0.0% | $277.48 | — | NY REG SHRS EUR.09 | N07059210 |
| ZUMZ | ZUMIEZ INC | 15,261 | $425K | 0.0% | $27.59 | -5.2% | COMMON STOCK | 989817101 |
| FOLD | AMICUS THERAPEUTICS INC | 30,120 | $425K | 0.0% | $10.85 | +34.3% | COMMON STOCK USD.01 | 03152W109 |
| — | ATLASSIAN CORP PLC CLASS A | 2,332 | $424K | 0.0% | $180.30 | — | COMMON STOCK USD.1 | G06242104 |
| MGM | MGM RESORTS INTERNATIONAL | 19,493 | $424K | 0.0% | $24.60 | -19.5% | COMMON STOCK USD.01 | 552953101 |
| CBZ | CBIZ INC | 18,515 | $423K | 0.0% | $25.46 | -6.7% | COMMON STOCK USD.01 | 124805102 |
| TSEM | TOWER SEMICONDUCTOR LTD | 23,199 | $423K | 0.0% | $26.06 | -22.6% | COMMON STOCK ILS1.0 | M87915274 |
| NHC | NATIONAL HEALTHCARE CORP | 6,792 | $423K | 0.0% | $79.11 | -20.9% | COMMON STOCK USD.01 | 635906100 |
| RVTY | PERKINELMER INC | 3,352 | $421K | 0.0% | $90.26 | +25.8% | COMMON STOCK USD1.0 | 714046109 |
| — | RIGEL PHARMACEUTICALS INC | 174,470 | $419K | 0.0% | $2.00 | — | COMMON STOCK USD.001 | 766559603 |
| OGE | OGE ENERGY CORP | 13,963 | $419K | 0.0% | $36.99 | -14.9% | COMMON STOCK USD.01 | 670837103 |
| SNA | SNAP ON INC | 2,845 | $419K | 0.0% | $123.29 | +2.4% | COMMON STOCK USD1.0 | 833034101 |
| — | ARYA SCIENCES ACQUISITION A | 39,999 | $418K | 0.0% | $10.45 | — | COMMON STOCK USD.0001 | G31655122 |
| UAL | UNITED AIRLINES HOLDINGS INC | 12,034 | $418K | 0.0% | $38.60 | -10.4% | COMMON STOCK USD.01 | 910047109 |
| CYRX | CRYOPORT INC | 8,828 | $418K | 0.0% | $22.25 | +82.0% | COMMON STOCK USD.001 | 229050307 |
| ALRM | ALARM.COM HOLDINGS INC | 7,540 | $417K | 0.0% | $58.12 | +6.4% | COMMON STOCK | 011642105 |
| LEA | LEAR CORP | 3,786 | $413K | 0.0% | $97.71 | +4.2% | COMMON STOCK USD.01 | 521865204 |
| CHCT | COMMUNITY HEALTHCARE TRUST I | 8,788 | $411K | 0.0% | $40.85 | — | REIT USD.01 | 20369C106 |
| — | PPD INC | 11,112 | $411K | 0.0% | $36.99 | — | COMMON STOCK USD.01 | 69355F102 |
| — | MARATHON OIL CORP | 100,431 | $411K | 0.0% | $5.72 | — | COMMON STOCK USD1.0 | 565849106 |
| CNK | CINEMARK HOLDINGS INC | 41,097 | $411K | 0.0% | $16.61 | -25.8% | COMMON STOCK USD.001 | 17243V102 |
| — | SVB FINANCIAL GROUP | 1,706 | $410K | 0.0% | $199.28 | — | COMMON STOCK USD.001 | 78486Q101 |
| CMS | CMS ENERGY CORP | 6,667 | $409K | 0.0% | $52.72 | -1.3% | COMMON STOCK USD.01 | 125896100 |
| — | APACHE CORP | 43,152 | $409K | 0.0% | $18.52 | — | COMMON STOCK USD.625 | 037411105 |
| — | CHP MERGER CORP CLASS A | 40,000 | $408K | 0.0% | $9.70 | — | COMMON STOCK USD.0001 | 12558Y106 |
| CALX | CALIX INC | 22,967 | $408K | 0.0% | $8.42 | +124.2% | COMMON STOCK | 13100M509 |
| SGI | TEMPUR SEALY INTERNATIONAL I | 4,561 | $407K | 0.0% | $16.68 | +23.9% | COMMON STOCK USD.01 | 88023U101 |
| — | QAD INC A | 9,651 | $407K | 0.0% | $40.21 | — | COMMON STOCK | 74727D306 |
| BR | BROADRIDGE FINANCIAL SOLUTIO | 3,078 | $406K | 0.0% | $122.11 | 0.0% | COMMON STOCK USD.01 | 11133T103 |
| — | CHUY S HOLDINGS INC | 20,748 | $406K | 0.0% | $16.63 | — | COMMON STOCK USD.01 | 171604101 |
| HLF | HERBALIFE NUTRITION LTD | 8,678 | $405K | 0.0% | $49.09 | 0.0% | COMMON STOCK USD.002 | G4412G101 |
| SFM | SPROUTS FARMERS MARKET INC | 19,289 | $404K | 0.0% | $20.57 | +16.4% | COMMON STOCK USD.001 | 85208M102 |
| ECPG | ENCORE CAPITAL GROUP INC | 10,468 | $404K | 0.0% | $33.65 | +18.6% | COMMON STOCK USD.01 | 292554102 |
| CDP | CORPORATE OFFICE PROPERTIES | 17,015 | $404K | 0.0% | $22.06 | — | REIT USD.01 | 22002T108 |
| TXT | TEXTRON INC | 11,178 | $403K | 0.0% | $38.98 | -7.5% | COMMON STOCK USD.125 | 883203101 |
| CRI | CARTER S INC | 4,640 | $402K | 0.0% | $69.29 | -0.5% | COMMON STOCK USD.01 | 146229109 |
| — | CITY OFFICE REIT INC | 53,385 | $401K | 0.0% | $7.51 | — | REIT USD.01 | 178587101 |
| GPC | GENUINE PARTS CO | 4,214 | $401K | 0.0% | $72.64 | +10.2% | COMMON STOCK USD1.0 | 372460105 |
| — | QUOTIENT TECHNOLOGY INC | 54,152 | $400K | 0.0% | $6.50 | — | COMMON STOCK USD.00001 | 749119103 |
| SWX | SOUTHWEST GAS HOLDINGS INC | 6,346 | $400K | 0.0% | $72.85 | -8.2% | COMMON STOCK USD1.0 | 844895102 |
| — | ALLAKOS INC | 4,913 | $400K | 0.0% | $74.34 | — | COMMON STOCK USD.001 | 01671P100 |
| MKC | MCCORMICK CO NON VTG SHRS | 2,059 | $400K | 0.0% | $73.37 | +19.5% | COMMON STOCK | 579780206 |
| TNET | TRINET GROUP INC | 6,734 | $399K | 0.0% | $62.57 | 0.0% | COMMON STOCK USD.000025 | 896288107 |
| TMP | TOMPKINS FINANCIAL CORP | 7,001 | $398K | 0.0% | $52.49 | -0.9% | COMMON STOCK USD.1 | 890110109 |
| LW | LAMB WESTON HOLDINGS INC | 5,975 | $396K | 0.0% | $58.69 | 0.0% | COMMON STOCK USD1.0 | 513272104 |
| — | ANGLOGOLD ASHANTI SPON ADR | 15,000 | $396K | 0.0% | $14.71 | — | ADR | 035128206 |
| PODD | INSULET CORP | 1,664 | $394K | 0.0% | $210.61 | 0.0% | COMMON STOCK USD.001 | 45784P101 |
| KNX | KNIGHT SWIFT TRANSPORTATION | 9,671 | $394K | 0.0% | $37.58 | +10.3% | COMMON STOCK USD.001 | 499049104 |
| PETS | PETMED EXPRESS INC | 12,401 | $392K | 0.0% | $33.97 | -2.6% | COMMON STOCK USD.001 | 716382106 |
| KNSL | KINSALE CAPITAL GROUP INC | 2,062 | $392K | 0.0% | $182.15 | 0.0% | COMMON STOCK USD.01 | 49714P108 |
| WAB | WABTEC CORP | 6,337 | $392K | 0.0% | $62.20 | 0.0% | COMMON STOCK USD.01 | 929740108 |
| ARQT | ARCUTIS BIOTHERAPEUTICS INC | 13,268 | $389K | 0.0% | $26.72 | 0.0% | COMMON STOCK USD.0001 | 03969K108 |
| DEI | DOUGLAS EMMETT INC | 15,492 | $389K | 0.0% | $34.32 | — | REIT USD.01 | 25960P109 |
| — | MODEL N INC | 11,005 | $388K | 0.0% | $34.74 | — | COMMON STOCK USD.00015 | 607525102 |
| BBSI | BARRETT BUSINESS SVCS INC | 7,395 | $388K | 0.0% | $20.09 | -36.4% | COMMON STOCK USD.01 | 068463108 |
| ITRI | ITRON INC | 6,365 | $387K | 0.0% | $76.01 | -16.4% | COMMON STOCK | 465741106 |
| RRR | RED ROCK RESORTS INC CLASS A | 22,620 | $387K | 0.0% | $11.30 | +28.7% | COMMON STOCK USD.01 | 75700L108 |
| ST | SENSATA TECHNOLOGIES HOLDING | 8,892 | $384K | 0.0% | $40.66 | 0.0% | COMMON STOCK EUR.01 | G8060N102 |
| RGR | STURM RUGER CO INC | 6,271 | $384K | 0.0% | $49.13 | +50.1% | COMMON STOCK USD1.0 | 864159108 |
| — | CORELOGIC INC | 5,679 | $384K | 0.0% | $43.22 | — | COMMON STOCK USD1.0 | 21871D103 |
| FE | FIRSTENERGY CORP | 13,373 | $384K | 0.0% | $30.76 | -18.7% | COMMON STOCK USD.1 | 337932107 |
| OLP | ONE LIBERTY PROPERTIES INC | 23,418 | $383K | 0.0% | $17.62 | — | REIT USD1.0 | 682406103 |
| UCB | UNITED COMMUNITY BANKS/GA | 22,613 | $383K | 0.0% | $27.69 | -35.0% | COMMON STOCK USD1.0 | 90984P303 |
| MAR | MARRIOTT INTERNATIONAL CL A | 4,123 | $382K | 0.0% | $107.85 | -15.6% | COMMON STOCK USD.01 | 571903202 |
| LE | LANDS END INC | 29,243 | $381K | 0.0% | $11.23 | 0.0% | COMMON STOCK USD.01 | 51509F105 |
| — | ANTARES PHARMA INC | 140,317 | $379K | 0.0% | $2.75 | — | COMMON STOCK USD.01 | 036642106 |
| CNO | CNO FINANCIAL GROUP INC | 23,631 | $379K | 0.0% | $14.67 | -3.0% | COMMON STOCK USD.01 | 12621E103 |
| EXPD | EXPEDITORS INTL WASH INC | 4,173 | $378K | 0.0% | $66.31 | +20.6% | COMMON STOCK USD.01 | 302130109 |
| ACH | OWENS MINOR INC | 15,054 | $378K | 0.0% | $7.31 | +99.4% | COMMON STOCK USD2.0 | 690732102 |
| — | WW INTERNATIONAL INC | 19,960 | $377K | 0.0% | $21.03 | — | COMMON STOCK | 98262P101 |
| WHR | WHIRLPOOL CORP | 2,050 | $377K | 0.0% | $122.40 | +35.8% | COMMON STOCK USD1.0 | 963320106 |
| LNC | LINCOLN NATIONAL CORP | 12,020 | $377K | 0.0% | $34.48 | -20.8% | COMMON STOCK | 534187109 |
| CVCO | CAVCO INDUSTRIES INC | 2,077 | $375K | 0.0% | $157.75 | +21.0% | COMMON STOCK USD.01 | 149568107 |
| COLL | COLLEGIUM PHARMACEUTICAL INC | 17,896 | $373K | 0.0% | $19.78 | -8.8% | COMMON STOCK USD.001 | 19459J104 |
| DGX | QUEST DIAGNOSTICS INC | 3,260 | $373K | 0.0% | $87.00 | +22.5% | COMMON STOCK USD.01 | 74834L100 |
| — | NEXTGEN HEALTHCARE INC | 29,101 | $371K | 0.0% | $12.75 | — | COMMON STOCK USD.01 | 65343C102 |
| — | CYMABAY THERAPEUTICS INC | 51,074 | $370K | 0.0% | $7.24 | — | COMMON STOCK USD.0001 | 23257D103 |
| ENSG | ENSIGN GROUP INC/THE | 6,480 | $370K | 0.0% | $48.63 | +4.9% | COMMON STOCK USD.001 | 29358P101 |
| SPOT | SPOTIFY TECHNOLOGY SA | 1,520 | $369K | 0.0% | $258.29 | 0.0% | COMMON STOCK EUR.000625 | L8681T102 |
| HOG | HARLEY DAVIDSON INC | 14,998 | $368K | 0.0% | $31.90 | -15.6% | COMMON STOCK USD.01 | 412822108 |
| UTHR | UNITED THERAPEUTICS CORP | 3,645 | $368K | 0.0% | $102.16 | +7.4% | COMMON STOCK USD.01 | 91307C102 |
| GSHD | GOOSEHEAD INSURANCE INC A | 4,242 | $367K | 0.0% | $57.94 | +57.2% | COMMON STOCK USD.01 | 38267D109 |
| — | NUVASIVE INC | 7,556 | $367K | 0.0% | $55.53 | — | COMMON STOCK USD.001 | 670704105 |
| MOS | MOSAIC CO/THE | 20,101 | $367K | 0.0% | $15.11 | -3.4% | COMMON STOCK USD.01 | 61945C103 |
| — | MR COOPER GROUP INC | 16,347 | $365K | 0.0% | $11.68 | — | COMMON STOCK USD.01 | 62482R107 |
| NDAQ | NASDAQ INC | 2,974 | $365K | 0.0% | $32.00 | +23.7% | COMMON STOCK USD.01 | 631103108 |
| NRC | NATIONAL RESEARCH CORP | 7,337 | $361K | 0.0% | $60.07 | -7.9% | COMMON STOCK USD.001 | 637372202 |
| AR | ANTERO RESOURCES CORP | 131,198 | $361K | 0.0% | $3.17 | 0.0% | COMMON STOCK USD.01 | 03674X106 |
| UPBD | RENT A CENTER INC | 12,051 | $360K | 0.0% | $20.37 | +45.2% | COMMON STOCK USD.01 | 76009N100 |
| HCKT | HACKETT GROUP INC/THE | 31,921 | $357K | 0.0% | $16.40 | -21.1% | COMMON STOCK USD.001 | 404609109 |
| TXRH | TEXAS ROADHOUSE INC | 5,830 | $354K | 0.0% | $50.44 | +6.6% | COMMON STOCK USD.001 | 882681109 |
| — | EPIZYME INC | 29,472 | $352K | 0.0% | $15.87 | — | COMMON STOCK USD.0001 | 29428V104 |
| EDIT | EDITAS MEDICINE INC | 12,534 | $352K | 0.0% | $25.40 | +28.2% | COMMON STOCK USD.0001 | 28106W103 |
| — | SPRINGWORKS THERAPEUTICS INC | 7,364 | $351K | 0.0% | $47.66 | — | COMMON STOCK USD.0001 | 85205L107 |
| SCL | STEPAN CO | 3,189 | $348K | 0.0% | $97.15 | +12.6% | COMMON STOCK USD1.0 | 858586100 |
| NVR | NVR INC | 85 | $347K | 0.0% | $3320.78 | +16.2% | COMMON STOCK USD.01 | 62944T105 |
| — | APTIV PLC | 3,789 | $347K | 0.0% | $70.89 | — | COMMON STOCK USD.01 | G6095L109 |
| SITE | SITEONE LANDSCAPE SUPPLY INC | 2,842 | $347K | 0.0% | $119.76 | 0.0% | COMMON STOCK USD.01 | 82982L103 |
| WSC | WILLSCOT MOBILE MINI HOLDING | 20,748 | $346K | 0.0% | $15.98 | 0.0% | COMMON STOCK USD.0001 | 971378104 |
| FRCB | FIRST REPUBLIC BANK/CA | 3,164 | $345K | 0.0% | $101.48 | +7.7% | COMMON STOCK USD.01 | 33616C100 |
| LKQ | LKQ CORP | 12,441 | $345K | 0.0% | $30.06 | -11.9% | COMMON STOCK USD.01 | 501889208 |
| GTN | GRAY TELEVISION INC | 24,956 | $344K | 0.0% | $18.09 | -19.2% | COMMON STOCK | 389375106 |
| GL | GLOBE LIFE INC | 4,296 | $343K | 0.0% | $83.34 | -8.4% | COMMON STOCK USD1.0 | 37959E102 |
| — | INTERCEPT PHARMACEUTICALS IN | 8,257 | $342K | 0.0% | $52.33 | — | COMMON STOCK USD.001 | 45845P108 |
| EPR | EPR PROPERTIES | 12,394 | $341K | 0.0% | $37.14 | — | REIT USD.01 | 26884U109 |
| COR | AMERISOURCEBERGEN CORP | 3,522 | $341K | 0.0% | $68.85 | +26.8% | COMMON STOCK USD.01 | 03073E105 |
| — | ENDURANCE INTERNATIONAL GROU | 59,328 | $341K | 0.0% | $4.03 | — | COMMON STOCK USD.0001 | 29272B105 |
| — | PROGENITY INC | 37,429 | $338K | 0.0% | $9.03 | — | COMMON STOCK | 74319F107 |
| — | SUSTAINABLE OPPORTUNITIES A | 187,500 | $338K | 0.0% | $1.80 | — | SUSTAINABLE OPPORTUNIT CW25I | G8598Y117 |
| — | SKECHERS USA INC CL A | 11,164 | $337K | 0.0% | $31.97 | — | COMMON STOCK USD.001 | 830566105 |
| HL | HECLA MINING CO | 66,022 | $335K | 0.0% | $2.68 | +91.6% | COMMON STOCK USD.25 | 422704106 |
| — | L BRANDS INC | 10,457 | $333K | 0.0% | $25.78 | — | COMMON STOCK USD.5 | 501797104 |
| PFGC | PERFORMANCE FOOD GROUP CO | 9,609 | $333K | 0.0% | $39.50 | -18.6% | COMMON STOCK USD.01 | 71377A103 |
| CNX | CNX RESOURCES CORP | 35,142 | $332K | 0.0% | $8.94 | +14.0% | COMMON STOCK USD.01 | 12653C108 |
| OKE | ONEOK INC | 12,765 | $332K | 0.0% | $19.94 | 0.0% | COMMON STOCK USD.01 | 682680103 |
| — | EVOQUA WATER TECHNOLOGIES CO | 15,633 | $332K | 0.0% | $18.59 | — | COMMON STOCK USD.01 | 30057T105 |
| CUZ | COUSINS PROPERTIES INC | 11,544 | $330K | 0.0% | $30.53 | — | REIT USD1.0 | 222795502 |
| LPX | LOUISIANA PACIFIC CORP | 11,158 | $329K | 0.0% | $26.09 | +17.7% | COMMON STOCK USD1.0 | 546347105 |
| — | SPARTANNASH CO | 20,003 | $327K | 0.0% | $14.32 | — | COMMON STOCK | 847215100 |
| — | MAXAR TECHNOLOGIES INC | 13,068 | $326K | 0.0% | $17.93 | — | COMMON STOCK | 57778K105 |
| — | TRUECAR INC | 64,935 | $325K | 0.0% | $5.01 | — | COMMON STOCK USD.0001 | 89785L107 |
| WDC | WESTERN DIGITAL CORP | 8,899 | $325K | 0.0% | $41.44 | -28.5% | COMMON STOCK USD.01 | 958102105 |
| — | H E EQUIPMENT SERVICES INC | 16,524 | $325K | 0.0% | $28.87 | — | COMMON STOCK USD.01 | 404030108 |
| ALB | ALBEMARLE CORP | 3,634 | $324K | 0.0% | $63.41 | +30.9% | COMMON STOCK USD.01 | 012653101 |
| AES | AES CORP | 17,852 | $323K | 0.0% | $11.21 | +22.7% | COMMON STOCK USD.01 | 00130H105 |
| CYTK | CYTOKINETICS INC | 14,922 | $323K | 0.0% | $12.76 | +83.3% | COMMON STOCK USD.001 | 23282W605 |
| OSUR | ORASURE TECHNOLOGIES INC | 26,495 | $322K | 0.0% | $13.67 | 0.0% | COMMON STOCK USD.000001 | 68554V108 |
| GSBC | GREAT SOUTHERN BANCORP INC | 8,884 | $322K | 0.0% | $37.74 | 0.0% | COMMON STOCK USD.01 | 390905107 |
| MRNA | MODERNA INC | 4,458 | $315K | 0.0% | $69.72 | 0.0% | COMMON STOCK USD.0001 | 60770K107 |
| CPRX | CATALYST PHARMACEUTICALS INC | 105,219 | $313K | 0.0% | $3.91 | 0.0% | COMMON STOCK USD.001 | 14888U101 |
| FOSL | FOSSIL GROUP INC | 54,567 | $313K | 0.0% | $5.33 | 0.0% | COMMON STOCK USD.01 | 34988V106 |
| EXAS | EXACT SCIENCES CORP | 3,057 | $312K | 0.0% | $93.33 | -7.5% | COMMON STOCK USD.01 | 30063P105 |
| — | CBTX INC | 19,036 | $311K | 0.0% | $20.07 | — | COMMON STOCK USD.01 | 12481V104 |
| ACAD | ACADIA PHARMACEUTICALS INC | 7,516 | $310K | 0.0% | $37.25 | +15.9% | COMMON STOCK USD.0001 | 004225108 |
| — | BLUEBIRD BIO INC | 5,742 | $310K | 0.0% | $60.99 | — | COMMON STOCK USD.01 | 09609G100 |
| FIBK | FIRST INTERSTATE BANCSYS A | 9,698 | $309K | 0.0% | $25.51 | -10.7% | COMMON STOCK | 32055Y201 |
| CMCO | COLUMBUS MCKINNON CORP/NY | 9,316 | $308K | 0.0% | $31.51 | +4.8% | COMMON STOCK USD.01 | 199333105 |
| OPK | OPKO HEALTH INC | 83,594 | $308K | 0.0% | $1.57 | +169.4% | COMMON STOCK USD.01 | 68375N103 |
| BTU | PEABODY ENERGY CORP | 133,706 | $308K | 0.0% | $22.18 | -87.5% | COMMON STOCK | 704551100 |
| COLB | COLUMBIA BANKING SYSTEM INC | 12,883 | $307K | 0.0% | $26.37 | -19.5% | COMMON STOCK | 197236102 |
| — | JOUNCE THERAPEUTICS INC | 37,498 | $306K | 0.0% | $8.16 | — | COMMON STOCK USD.001 | 481116101 |
| — | FIRST OF LONG ISLAND CORP | 20,674 | $306K | 0.0% | $17.34 | — | COMMON STOCK USD.1 | 320734106 |
| SFIX | STITCH FIX INC CLASS A | 11,250 | $305K | 0.0% | $21.69 | +18.4% | COMMON STOCK USD.00002 | 860897107 |
| RJF | RAYMOND JAMES FINANCIAL INC | 4,190 | $305K | 0.0% | $47.24 | -5.4% | COMMON STOCK USD.01 | 754730109 |
| RNAM | AVIDITY BIOSCIENCES INC | 10,778 | $303K | 0.0% | $28.90 | 0.0% | COMMON STOCK | 05370A108 |
| SJM | JM SMUCKER CO/THE | 2,616 | $302K | 0.0% | $87.06 | +7.3% | COMMON STOCK | 832696405 |
| — | KIMBALL INTERNATIONAL B | 28,509 | $300K | 0.0% | $11.26 | — | COMMON STOCK USD.05 | 494274103 |
| FBNC | FIRST BANCORP/NC | 14,314 | $300K | 0.0% | $21.08 | -10.2% | COMMON STOCK | 318910106 |
| IFF | INTL FLAVORS FRAGRANCES | 2,444 | $299K | 0.0% | $107.46 | 0.0% | COMMON STOCK USD.125 | 459506101 |
| INSM | INSMED INC | 9,276 | $298K | 0.0% | $23.71 | +21.2% | COMMON STOCK USD.01 | 457669307 |
| LGND | LIGAND PHARMACEUTICALS | 3,122 | $298K | 0.0% | $62.29 | +9.5% | COMMON STOCK USD.001 | 53220K504 |
| ANF | ABERCROMBIE FITCH CO CL A | 21,322 | $297K | 0.0% | $11.68 | 0.0% | COMMON STOCK USD.01 | 002896207 |
| BURL | BURLINGTON STORES INC | 1,440 | $297K | 0.0% | $196.42 | -0.8% | COMMON STOCK USD.0001 | 122017106 |
| VIRT | VIRTU FINANCIAL INC CLASS A | 12,864 | $296K | 0.0% | $20.32 | +23.4% | COMMON STOCK USD.00001 | 928254101 |
| NWE | NORTHWESTERN CORP | 6,061 | $295K | 0.0% | $47.29 | -12.4% | COMMON STOCK USD.01 | 668074305 |
| CWT | CALIFORNIA WATER SERVICE GRP | 6,775 | $294K | 0.0% | $41.75 | -0.6% | COMMON STOCK USD.01 | 130788102 |
| MUSA | MURPHY USA INC | 2,294 | $294K | 0.0% | $96.78 | +32.8% | COMMON STOCK | 626755102 |
| FC | FRANKLIN COVEY CO | 16,584 | $294K | 0.0% | $30.58 | -37.2% | COMMON STOCK USD.05 | 353469109 |
| WIX | WIX.COM LTD | 1,154 | $294K | 0.0% | $177.34 | +55.5% | COMMON STOCK ILS.01 | M98068105 |
| BIGGQ | BIG LOTS INC | 6,565 | $293K | 0.0% | $40.36 | 0.0% | COMMON STOCK USD.01 | 089302103 |
| — | MICHAELS COS INC/THE | 30,348 | $293K | 0.0% | $9.65 | — | COMMON STOCK USD.06775 | 59408Q106 |
| MSTR | MICROSTRATEGY INC CL A | 1,941 | $292K | 0.0% | $14.89 | -9.2% | COMMON STOCK USD.001 | 594972408 |
| EYE | NATIONAL VISION HOLDINGS INC | 7,648 | $292K | 0.0% | $28.60 | +21.6% | COMMON STOCK USD.01 | 63845R107 |
| GRMN | GARMIN LTD | 3,078 | $292K | 0.0% | $74.32 | +19.5% | COMMON STOCK CHF.1 | H2906T109 |
| — | GLOBAL BLOOD THERAPEUTICS IN | 5,255 | $290K | 0.0% | $63.19 | — | COMMON STOCK USD.001 | 37890U108 |
| ATO | ATMOS ENERGY CORP | 3,025 | $289K | 0.0% | $87.57 | -0.5% | COMMON STOCK | 049560105 |
| WHD | CACTUS INC A | 14,864 | $285K | 0.0% | $25.11 | -13.7% | COMMON STOCK USD.01 | 127203107 |
| — | FLYING EAGLE ACQUISITION A | 87,500 | $285K | 0.0% | $3.01 | — | FLYING EAGLE ACQUISITIO CW27 | 34407Y111 |
| SGMO | SANGAMO THERAPEUTICS INC | 30,155 | $285K | 0.0% | $10.58 | +2.2% | COMMON STOCK USD.01 | 800677106 |
| NTAP | NETAPP INC | 6,500 | $285K | 0.0% | $55.78 | -31.8% | COMMON STOCK USD.001 | 64110D104 |
| CNP | CENTERPOINT ENERGY INC | 14,668 | $284K | 0.0% | $19.84 | -14.0% | COMMON STOCK USD.01 | 15189T107 |
| DDS | DILLARDS INC CL A | 7,756 | $283K | 0.0% | $21.64 | 0.0% | COMMON STOCK | 254067101 |
| AORT | CRYOLIFE INC | 15,309 | $283K | 0.0% | $29.30 | -34.8% | COMMON STOCK USD.01 | 228903100 |
| BGS | B G FOODS INC | 10,143 | $282K | 0.0% | $13.10 | +31.6% | COMMON STOCK USD.01 | 05508R106 |
| — | JACOBS ENGINEERING GROUP INC | 3,032 | $281K | 0.0% | $87.60 | — | COMMON STOCK USD1.0 | 469814107 |
| — | ALBIREO PHARMA INC | 8,403 | $280K | 0.0% | $26.54 | — | COMMON STOCK USD.01 | 01345P106 |
| ICFI | ICF INTERNATIONAL INC | 4,552 | $280K | 0.0% | $65.55 | +1.3% | COMMON STOCK USD.001 | 44925C103 |
| — | ISTAR INC | 23,574 | $278K | 0.0% | $12.30 | — | REIT USD.001 | 45031U101 |
| PLRX | PLIANT THERAPEUTICS INC | 12,266 | $278K | 0.0% | $24.99 | 0.0% | COMMON STOCK | 729139105 |
| GEN | NORTONLIFELOCK INC | 13,281 | $277K | 0.0% | $13.11 | +47.4% | COMMON STOCK USD.01 | 668771108 |
| CAR | AVIS BUDGET GROUP INC | 10,489 | $276K | 0.0% | $30.12 | -5.0% | COMMON STOCK USD.01 | 053774105 |
| VCEL | VERICEL CORP | 14,872 | $276K | 0.0% | $13.53 | +22.3% | COMMON STOCK | 92346J108 |
| — | CLOVIS ONCOLOGY INC | 47,167 | $275K | 0.0% | $8.75 | — | COMMON STOCK USD.001 | 189464100 |
| — | FOLEY TRASIMENE ACQ CLASS A | 121,666 | $275K | 0.0% | $2.26 | — | FOLEY TRASIMENE ACQUI CW25 | 34431F112 |
| — | FORTRESS VALUE ACQ CLASS A | 83,333 | $274K | 0.0% | $1.42 | — | FORTRESS VALUE ACQ CL CW27 | 34962V114 |
| — | CONCHO RESOURCES INC | 6,196 | $273K | 0.0% | $42.83 | — | COMMON STOCK USD.001 | 20605P101 |
| TNC | TENNANT CO | 4,521 | $273K | 0.0% | $61.47 | 0.0% | COMMON STOCK USD.375 | 880345103 |
| RVP | RETRACTABLE TECHNOLOGIES INC | 40,523 | $270K | 0.0% | $7.94 | 0.0% | COMMON STOCK | 76129W105 |
| RHI | ROBERT HALF INTL INC | 5,074 | $269K | 0.0% | $54.75 | -2.7% | COMMON STOCK USD.001 | 770323103 |
| — | II VI INC | 6,612 | $268K | 0.0% | $47.25 | — | COMMON STOCK | 902104108 |
| OFIX | ORTHOFIX MEDICAL INC | 8,562 | $267K | 0.0% | $52.40 | -40.8% | COMMON STOCK USD.1 | 68752M108 |
| DXC | DXC TECHNOLOGY CO | 14,955 | $267K | 0.0% | $33.36 | -45.3% | COMMON STOCK USD.01 | 23355L106 |
| CLDT | CHATHAM LODGING TRUST | 34,911 | $266K | 0.0% | $7.62 | — | REIT USD.01 | 16208T102 |
| DCO | DUCOMMUN INC | 8,047 | $265K | 0.0% | $38.48 | -6.6% | COMMON STOCK USD.01 | 264147109 |
| — | ORBCOMM INC | 77,931 | $265K | 0.0% | $3.78 | — | COMMON STOCK USD.001 | 68555P100 |
| HAIN | HAIN CELESTIAL GROUP INC | 7,720 | $265K | 0.0% | $27.73 | +19.4% | COMMON STOCK USD.01 | 405217100 |
| KRO | KRONOS WORLDWIDE INC | 20,556 | $264K | 0.0% | $8.97 | 0.0% | COMMON STOCK USD.01 | 50105F105 |
| NUS | NU SKIN ENTERPRISES INC A | 5,278 | $264K | 0.0% | $33.60 | +17.1% | COMMON STOCK USD.001 | 67018T105 |
| — | ARENA PHARMACEUTICALS INC | 3,518 | $263K | 0.0% | $68.22 | — | COMMON STOCK USD.0001 | 040047607 |
| — | RUTH S HOSPITALITY GROUP INC | 23,787 | $263K | 0.0% | $23.02 | — | COMMON STOCK USD.01 | 783332109 |
| USNA | USANA HEALTH SCIENCES INC | 3,569 | $263K | 0.0% | $117.18 | -31.5% | COMMON STOCK USD.001 | 90328M107 |
| — | UNITI GROUP INC | 24,934 | $263K | 0.0% | $9.36 | — | REIT USD.0001 | 91325V108 |
| — | AEROJET ROCKETDYNE HOLDINGS | 6,579 | $262K | 0.0% | $39.82 | — | COMMON STOCK USD.1 | 007800105 |
| PLXS | PLEXUS CORP | 3,691 | $261K | 0.0% | $62.07 | +18.1% | COMMON STOCK USD.01 | 729132100 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 3,143 | $258K | 0.0% | $82.89 | 0.0% | COMMON STOCK USD.001 | 90400D108 |
| IMAX | IMAX CORP | 21,471 | $257K | 0.0% | $20.41 | -36.7% | COMMON STOCK | 45245E109 |
| UCTT | ULTRA CLEAN HOLDINGS INC | 11,988 | $257K | 0.0% | $21.23 | +14.3% | COMMON STOCK USD.001 | 90385V107 |
| PLAY | DAVE BUSTER S ENTERTAINMEN | 16,932 | $257K | 0.0% | $52.45 | -71.9% | COMMON STOCK USD.01 | 238337109 |
| MTH | MERITAGE HOMES CORP | 2,325 | $257K | 0.0% | $47.88 | 0.0% | COMMON STOCK USD.01 | 59001A102 |
| GDOT | GREEN DOT CORP CLASS A | 5,051 | $256K | 0.0% | $28.78 | +78.2% | COMMON STOCK USD.001 | 39304D102 |
| — | TRINSEO SA | 9,952 | $255K | 0.0% | $69.76 | — | COMMON STOCK USD.01 | L9340P101 |
| — | WHITING PETROLEUM CORP | 14,757 | $255K | 0.0% | $17.28 | — | COMMON STOCK | 966387508 |
| — | EXTERRAN CORP | 61,389 | $255K | 0.0% | $4.15 | — | COMMON STOCK USD.01 | 30227H106 |
| — | HEALTHCARE MERGER CORP A | 25,000 | $254K | 0.0% | $9.84 | — | COMMON STOCK USD.0001 | 42227L102 |
| — | HIGHCAPE CAPITAL ACQUISITION | 25,000 | $253K | 0.0% | $10.12 | — | UNIT USD.0001 | 42984L204 |
| EGAN | EGAIN CORP | 17,821 | $253K | 0.0% | $11.66 | 0.0% | COMMON STOCK USD.001 | 28225C806 |
| BXMT | BLACKSTONE MORTGAGE TRU CL A | 11,537 | $253K | 0.0% | $18.86 | — | REIT USD.01 | 09257W100 |
| BOOM | DMC GLOBAL INC | 7,644 | $252K | 0.0% | $31.58 | 0.0% | COMMON STOCK USD.05 | 23291C103 |
| NWBI | NORTHWEST BANCSHARES INC | 27,373 | $252K | 0.0% | $9.87 | -29.7% | COMMON STOCK USD.01 | 667340103 |
| ITT | ITT INC | 4,267 | $252K | 0.0% | $58.58 | +3.5% | COMMON STOCK USD1.0 | 45073V108 |
| BBT | BERKSHIRE HILLS BANCORP INC | 24,734 | $250K | 0.0% | $8.40 | 0.0% | COMMON STOCK USD.01 | 084680107 |
| WU | WESTERN UNION CO | 11,664 | $250K | 0.0% | $21.48 | — | COMMON STOCK USD.01 | 959802109 |
| DVN | DEVON ENERGY CORP | 26,409 | $250K | 0.0% | $15.72 | -49.7% | COMMON STOCK USD.1 | 25179M103 |
| — | CORNERSTONE BUILDING BRANDS | 31,241 | $249K | 0.0% | $7.97 | — | COMMON STOCK USD.01 | 21925D109 |
| — | VISTA OUTDOOR INC | 12,295 | $248K | 0.0% | $20.17 | — | COMMON STOCK USD.01 | 928377100 |
| — | BLUEROCK RESIDENTIAL GROWTH | 32,686 | $248K | 0.0% | $5.58 | — | REIT USD.01 | 09627J102 |
| — | FUSION ACQUISITION CORP A | 25,000 | $246K | 0.0% | $9.84 | — | COMMON STOCK | 36118H105 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC | 1,947 | $246K | 0.0% | $101.01 | +25.5% | COMMON STOCK USD.01 | 445658107 |
| — | E.MERGE TECHNOLOGY ACQUISI A | 24,999 | $245K | 0.0% | $9.80 | — | COMMON STOCK USD.0001 | 26873Y104 |
| — | ZYNGA INC CL A | 26,829 | $245K | 0.0% | $9.29 | — | COMMON STOCK USD.00000625 | 98986T108 |
| — | SAILPOINT TECHNOLOGIES HOLDI | 6,195 | $245K | 0.0% | $39.55 | — | COMMON STOCK USD.0001 | 78781P105 |
| DK | DELEK US HOLDINGS INC | 22,024 | $245K | 0.0% | $23.22 | -43.9% | COMMON STOCK USD.01 | 24665A103 |
| — | SAPIENS INTERNATIONAL CORP | 7,941 | $243K | 0.0% | $30.60 | — | COMMON STOCK EUR.01 | G7T16G103 |
| EG | EVEREST RE GROUP LTD | 1,223 | $242K | 0.0% | $203.52 | -5.6% | COMMON STOCK USD.01 | G3223R108 |
| — | DISH NETWORK CORP A | 8,335 | $242K | 0.0% | $25.03 | — | COMMON STOCK USD.01 | 25470M109 |
| BBBY | OVERSTOCK.COM INC | 3,324 | $241K | 0.0% | $74.93 | 0.0% | COMMON STOCK USD.0001 | 690370101 |
| — | VONAGE HOLDINGS CORP | 23,564 | $241K | 0.0% | $10.06 | — | COMMON STOCK USD.001 | 92886T201 |
| — | CUREVAC NV | 5,135 | $239K | 0.0% | $46.54 | — | COMMON STOCK EUR.12 | N2451R105 |
| LGIH | LGI HOMES INC | 2,055 | $239K | 0.0% | $110.60 | 0.0% | COMMON STOCK USD.01 | 50187T106 |
| — | PATTERSON COS INC | 9,917 | $239K | 0.0% | $17.06 | — | COMMON STOCK USD.01 | 703395103 |
| AKBA | AKEBIA THERAPEUTICS INC | 93,849 | $236K | 0.0% | $8.41 | +4.3% | COMMON STOCK USD.0001 | 00972D105 |
| — | FLEXION THERAPEUTICS INC | 22,579 | $235K | 0.0% | $13.15 | — | COMMON STOCK USD.001 | 33938J106 |
| ARCT | ARCTURUS THERAPEUTICS HOLDIN | 5,478 | $235K | 0.0% | $49.64 | 0.0% | COMMON STOCK USD.001 | 03969T109 |
| HWKN | HAWKINS INC | 5,051 | $233K | 0.0% | $21.16 | +16.1% | COMMON STOCK USD.05 | 420261109 |
| PNR | PENTAIR PLC | 5,082 | $233K | 0.0% | $38.36 | +5.8% | COMMON STOCK USD.01 | G7S00T104 |
| OLN | OLIN CORP | 18,772 | $232K | 0.0% | $13.64 | -24.5% | COMMON STOCK USD1.0 | 680665205 |
| — | ECHO GLOBAL LOGISTICS INC | 9,000 | $232K | 0.0% | $25.78 | — | COMMON STOCK USD.0001 | 27875T101 |
| MZTI | LANCASTER COLONY CORP | 1,293 | $231K | 0.0% | $148.80 | +12.6% | COMMON STOCK | 513847103 |
| EFSC | ENTERPRISE FINANCIAL SERVICE | 8,486 | $231K | 0.0% | $25.76 | +2.4% | COMMON STOCK USD.01 | 293712105 |
| BMI | BADGER METER INC | 3,515 | $230K | 0.0% | $58.14 | +5.4% | COMMON STOCK USD1.0 | 056525108 |
| NI | NISOURCE INC | 10,413 | $229K | 0.0% | $19.95 | -3.0% | COMMON STOCK USD.01 | 65473P105 |
| — | INSEEGO CORP | 22,141 | $228K | 0.0% | $11.60 | — | COMMON STOCK | 45782B104 |
| MGPI | MGP INGREDIENTS INC | 5,733 | $228K | 0.0% | $37.30 | 0.0% | COMMON STOCK | 55303J106 |
| PBH | PRESTIGE CONSUMER HEALTHCARE | 6,241 | $227K | 0.0% | $42.22 | -11.9% | COMMON STOCK USD.01 | 74112D101 |
| ENS | ENERSYS | 3,373 | $226K | 0.0% | $61.06 | +7.1% | COMMON STOCK USD.01 | 29275Y102 |
| FN | FABRINET | 3,593 | $226K | 0.0% | $60.43 | +11.2% | COMMON STOCK USD.01 | G3323L100 |
| PRAA | PRA GROUP INC | 5,637 | $225K | 0.0% | $41.57 | 0.0% | COMMON STOCK USD.01 | 69354N106 |
| — | GENMARK DIAGNOSTICS INC | 15,747 | $224K | 0.0% | $4.12 | — | COMMON STOCK USD.0001 | 372309104 |
| TAP | MOLSON COORS BEVERAGE CO B | 6,653 | $223K | 0.0% | $51.31 | -38.8% | COMMON STOCK USD.01 | 60871R209 |
| — | CORE MARK HOLDING CO INC | 7,722 | $223K | 0.0% | $25.00 | — | COMMON STOCK USD.01 | 218681104 |
| IRWD | IRONWOOD PHARMACEUTICALS INC | 24,629 | $222K | 0.0% | $11.03 | -9.9% | COMMON STOCK USD.001 | 46333X108 |
| CPB | CAMPBELL SOUP CO | 4,595 | $222K | 0.0% | $33.46 | +23.3% | COMMON STOCK USD.0375 | 134429109 |
| MHK | MOHAWK INDUSTRIES INC | 2,279 | $222K | 0.0% | $117.11 | -23.2% | COMMON STOCK USD.01 | 608190104 |
| OMC | OMNICOM GROUP | 4,470 | $221K | 0.0% | $60.08 | -26.7% | COMMON STOCK USD.15 | 681919106 |
| — | MAGELLAN HEALTH INC | 2,913 | $221K | 0.0% | $62.13 | — | COMMON STOCK USD.01 | 559079207 |
| ARAY | ACCURAY INC | 91,638 | $220K | 0.0% | $2.89 | -19.3% | COMMON STOCK USD.001 | 004397105 |
| TPC | TUTOR PERINI CORP | 19,699 | $219K | 0.0% | $12.27 | 0.0% | COMMON STOCK USD1.0 | 901109108 |
| — | TORTOISE ACQUISITION CORP II | 20,000 | $218K | 0.0% | $10.90 | — | UNIT USD.0001 | G89554110 |
| FFIV | F5 NETWORKS INC | 1,766 | $217K | 0.0% | $124.21 | +8.3% | COMMON STOCK | 315616102 |
| SEE | SEALED AIR CORP | 5,555 | $216K | 0.0% | $29.22 | +17.8% | COMMON STOCK USD.1 | 81211K100 |
| — | GS ACQUISITION HOLDINGS A | 19,996 | $215K | 0.0% | $10.75 | — | COMMON STOCK USD.0001 | 36258Q105 |
| WK | WORKIVA INC | 3,850 | $215K | 0.0% | $55.64 | 0.0% | COMMON STOCK USD.001 | 98139A105 |
| VC | VISTEON CORP | 3,103 | $215K | 0.0% | $62.52 | +17.6% | COMMON STOCK | 92839U206 |
| ELMD | ELECTROMED INC | 20,685 | $215K | 0.0% | $14.39 | 0.0% | COMMON STOCK USD.01 | 285409108 |
| CMA | COMERICA INC | 5,603 | $214K | 0.0% | $52.70 | -43.5% | COMMON STOCK USD5.0 | 200340107 |
| — | BIODELIVERY SCIENCES INTL | 57,214 | $213K | 0.0% | $3.79 | — | COMMON STOCK USD.001 | 09060J106 |
| ITGR | INTEGER HOLDINGS CORP | 3,586 | $212K | 0.0% | $40.99 | +62.8% | COMMON STOCK USD.001 | 45826H109 |
| — | BITAUTO HOLDINGS LTD ADR | 13,406 | $211K | 0.0% | $21.37 | — | ADR USD.00004 | 091727107 |
| UHT | UNIVERSAL HEALTH RLTY INCOME | 3,679 | $210K | 0.0% | $57.08 | — | REIT USD.01 | 91359E105 |
| LAKE | LAKELAND INDUSTRIES INC | 10,577 | $209K | 0.0% | $21.89 | 0.0% | COMMON STOCK USD.01 | 511795106 |
| — | CM LIFE SCIENCES INC | 20,000 | $209K | 0.0% | $10.45 | — | UNIT USD.0001 | 18978W208 |
| — | SURMODICS INC | 5,343 | $208K | 0.0% | $43.33 | — | COMMON STOCK USD.05 | 868873100 |
| PGEN | PRECIGEN INC | 59,240 | $207K | 0.0% | $4.32 | +10.0% | COMMON STOCK | 74017N105 |
| — | FALCON CAPITAL ACQUISITION | 20,000 | $206K | 0.0% | $10.30 | — | UNIT USD.0001 | 30606L207 |
| — | ADURO BIOTECH INC | 84,612 | $206K | 0.0% | $2.61 | — | COMMON STOCK USD.0001 | 00739L101 |
| — | FIBROGEN INC | 5,020 | $206K | 0.0% | $41.04 | — | COMMON STOCK USD.01 | 31572Q808 |
| — | WESTROCK CO | 5,927 | $206K | 0.0% | $31.25 | — | COMMON STOCK | 96145D105 |
| SBH | SALLY BEAUTY HOLDINGS INC | 23,560 | $205K | 0.0% | $14.94 | -19.4% | COMMON STOCK USD.01 | 79546E104 |
| — | VESPER HEALTHCARE ACQUISITIO | 20,000 | $205K | 0.0% | $10.25 | — | UNIT USD.0001 | 92538T203 |
| ACGL | ARCH CAPITAL GROUP LTD | 6,998 | $205K | 0.0% | $28.99 | 0.0% | COMMON STOCK USD.01 | G0450A105 |
| — | DISCOVERY INC A | 9,376 | $204K | 0.0% | $29.41 | — | COMMON STOCK USD.01 | 25470F104 |
| — | QELL ACQUISITION CORP | 20,000 | $203K | 0.0% | $10.15 | — | UNIT USD.0001 | G7307X121 |
| — | NIELSEN HOLDINGS PLC | 14,316 | $203K | 0.0% | $19.62 | — | COMMON STOCK EUR.07 | G6518L108 |
| — | DYNAVAX TECHNOLOGIES CORP | 46,730 | $202K | 0.0% | $4.32 | — | COMMON STOCK USD.001 | 268158201 |
| — | URSTADT BIDDLE CLASS A | 21,850 | $201K | 0.0% | $20.89 | — | REIT USD.01 | 917286205 |
| SWBI | SMITH WESSON BRANDS INC | 12,705 | $197K | 0.0% | $9.29 | +90.3% | COMMON STOCK USD.001 | 831754106 |
| — | ADTRAN INC | 19,163 | $197K | 0.0% | $11.36 | — | COMMON STOCK USD.01 | 00738A106 |
| — | HMS HOLDINGS CORP | 8,126 | $195K | 0.0% | $29.19 | — | COMMON STOCK USD.01 | 40425J101 |
| CRMT | AMERICA S CAR MART INC | 2,296 | $195K | 0.0% | $94.63 | 0.0% | COMMON STOCK USD.01 | 03062T105 |
| KOD | KODIAK SCIENCES INC | 3,268 | $193K | 0.0% | $56.40 | -11.0% | COMMON STOCK USD.0001 | 50015M109 |
| CPS | COOPER STANDARD HOLDING | 14,579 | $193K | 0.0% | $13.91 | 0.0% | COMMON STOCK USD.001 | 21676P103 |
| CRS | CARPENTER TECHNOLOGY | 10,454 | $190K | 0.0% | $25.80 | -23.5% | COMMON STOCK USD5.0 | 144285103 |
| HPE | HEWLETT PACKARD ENTERPRISE | 20,261 | $190K | 0.0% | $11.92 | -32.2% | COMMON STOCK USD.01 | 42824C109 |
| — | GLYCOMIMETICS INC | 61,913 | $190K | 0.0% | $3.07 | — | COMMON STOCK USD.001 | 38000Q102 |
| NWSA | NEWS CORP CLASS A | 13,572 | $190K | 0.0% | $10.15 | +30.8% | COMMON STOCK USD.01 | 65249B109 |
| IBN | ICICI BANK LTD SPON ADR | 19,289 | $190K | 0.0% | $10.49 | — | ADR | 45104G104 |
| — | SECUREWORKS CORP A | 16,619 | $189K | 0.0% | $11.45 | — | COMMON STOCK USD.01 | 81374A105 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,469 | $188K | 0.0% | $89.24 | +13.4% | COMMON STOCK USD.001 | 09061G101 |
| — | NATUS MEDICAL INC | 10,582 | $181K | 0.0% | $21.79 | — | COMMON STOCK USD.001 | 639050103 |
| IPGP | IPG PHOTONICS CORP | 1,064 | $181K | 0.0% | $142.40 | +15.9% | COMMON STOCK USD.0001 | 44980X109 |
| KELYA | KELLY SERVICES INC A | 10,457 | $178K | 0.0% | $15.48 | 0.0% | COMMON STOCK USD1.0 | 488152208 |
| — | ENDO INTERNATIONAL PLC | 53,898 | $178K | 0.0% | $4.69 | — | COMMON STOCK USD.0001 | G30401106 |
| VIR | VIR BIOTECHNOLOGY INC | 5,137 | $176K | 0.0% | $43.05 | 0.0% | COMMON STOCK | 92764N102 |
| UNF | UNIFIRST CORP/MA | 919 | $174K | 0.0% | $161.38 | +11.9% | COMMON STOCK USD.1 | 904708104 |
| INCY | INCYTE CORP | 1,914 | $172K | 0.0% | $83.31 | +15.8% | COMMON STOCK USD.001 | 45337C102 |
| — | NATIONAL OILWELL VARCO INC | 18,768 | $170K | 0.0% | $11.54 | — | COMMON STOCK USD.01 | 637071101 |
| RBOTW | D8 HOLDINGS CORP A | 250,000 | $170K | 0.0% | $0.68 | — | D8 HOLDINGS CORP A CW27 | G2614K128 |
| — | FLIR SYSTEMS INC | 4,526 | $162K | 0.0% | $40.54 | — | COMMON STOCK USD.01 | 302445101 |
| OSBC | OLD SECOND BANCORP INC | 21,557 | $162K | 0.0% | $10.20 | -27.1% | COMMON STOCK USD1.0 | 680277100 |
| IOVA | IOVANCE BIOTHERAPEUTICS INC | 4,869 | $160K | 0.0% | $22.75 | +34.8% | COMMON STOCK USD.000041666 | 462260100 |
| NWL | NEWELL BRANDS INC | 9,316 | $160K | 0.0% | $11.59 | +13.3% | COMMON STOCK USD1.0 | 651229106 |
| — | INTERPUBLIC GROUP OF COS INC | 9,538 | $159K | 0.0% | $16.69 | -13.0% | COMMON STOCK USD.1 | 460690100 |
| INSW | INTERNATIONAL SEAWAYS INC | 10,732 | $157K | 0.0% | $13.61 | -23.0% | COMMON STOCK | Y41053102 |
| BKR | BAKER HUGHES CO | 11,818 | $157K | 0.0% | $19.72 | -32.8% | COMMON STOCK USD.0001 | 05722G100 |
| AQST | AQUESTIVE THERAPEUTICS INC | 32,093 | $156K | 0.0% | $6.54 | 0.0% | COMMON STOCK USD.001 | 03843E104 |
| OIS | OIL STATES INTERNATIONAL INC | 57,269 | $156K | 0.0% | $3.84 | +13.0% | COMMON STOCK USD.01 | 678026105 |
| — | VBI VACCINES INC | 54,614 | $156K | 0.0% | $3.10 | — | COMMON STOCK | 91822J103 |
| BEN | FRANKLIN RESOURCES INC | 7,604 | $155K | 0.0% | $16.08 | 0.0% | COMMON STOCK USD.1 | 354613101 |
| — | SEAGATE TECHNOLOGY | 3,103 | $153K | 0.0% | $52.42 | — | COMMON STOCK USD.00001 | G7945M107 |
| — | PERSHING SQUARE TONTINE A | 21,110 | $151K | 0.0% | $7.15 | — | PERSHING SQUARE TONTINE WS | 71531R117 |
| NBR | NABORS INDUSTRIES LTD | 6,137 | $150K | 0.0% | $36.65 | 0.0% | COMMON STOCK USD.001 | G6359F137 |
| — | DMY TECHNOLOGY GROUP INC A | 49,999 | $150K | 0.0% | $1.52 | — | DMY TECHNOLOGY GROUP CW27 | 233253111 |
| — | FIRSTCASH INC | 2,603 | $149K | 0.0% | $72.18 | — | COMMON STOCK USD.01 | 33767D105 |
| KOS | KOSMOS ENERGY LTD | 152,556 | $149K | 0.0% | $1.47 | 0.0% | COMMON STOCK USD.01 | 500688106 |
| NAT | NORDIC AMERICAN TANKERS LTD | 42,368 | $148K | 0.0% | $3.81 | +9.4% | COMMON STOCK USD.01 | G65773106 |
| AXSM | AXSOME THERAPEUTICS INC | 2,072 | $148K | 0.0% | $76.97 | +1.2% | COMMON STOCK USD.0001 | 05464T104 |
| — | VIELA BIO INC | 5,264 | $148K | 0.0% | $35.39 | — | COMMON STOCK | 926613100 |
| RDWR | RADWARE LTD | 6,000 | $145K | 0.0% | $24.58 | +2.9% | COMMON STOCK ILS.05 | M81873107 |
| — | DUN BRADSTREET HOLDINGS IN | 5,609 | $144K | 0.0% | $25.67 | — | COMMON STOCK | 26484T106 |
| QFIN | 360 DIGITECH INC | 12,000 | $143K | 0.0% | $11.92 | — | ADR USD.00001 | 88557W101 |
| VNO | VORNADO REALTY TRUST | 4,151 | $140K | 0.0% | $67.14 | — | REIT USD.04 | 929042109 |
| — | MYLAN NV | 9,373 | $139K | 0.0% | $25.00 | — | COMMON STOCK EUR.01 | N59465109 |
| PRGO | PERRIGO CO PLC | 3,019 | $139K | 0.0% | $52.68 | -0.6% | COMMON STOCK EUR.001 | G97822103 |
| — | CHURCHILL CAPITAL CORP III A | 68,750 | $138K | 0.0% | $3.00 | — | CHURCHILL CAPITAL CORP CW27 | 17144C112 |
| — | APARTMENT INVT MGMT CO A | 4,074 | $137K | 0.0% | $33.63 | — | REIT USD.01 | 03748R754 |
| NBTB | N B T BANCORP INC | 5,088 | $136K | 0.0% | $36.63 | -19.0% | COMMON STOCK USD.01 | 628778102 |
| — | CONCERT PHARMACEUTICALS INC | 13,766 | $135K | 0.0% | $9.96 | — | COMMON STOCK USD.001 | 206022105 |
| NPKI | NEWPARK RESOURCES INC | 128,762 | $135K | 0.0% | $2.79 | -34.2% | COMMON STOCK USD.01 | 651718504 |
| CTRA | CABOT OIL GAS CORP | 7,702 | $134K | 0.0% | $14.15 | +1.1% | COMMON STOCK USD.1 | 127097103 |
| — | CHURCHILL CAPITAL CORP IV A | 89,999 | $133K | 0.0% | $1.48 | — | CHURCHILL CAPITAL CORP CW25 | 171439110 |
| WTFC | WINTRUST FINANCIAL CORP | 3,316 | $133K | 0.0% | $53.62 | -20.2% | COMMON STOCK | 97650W108 |
| — | ADVERUM BIOTECHNOLOGIES INC | 12,826 | $132K | 0.0% | $20.90 | — | COMMON STOCK USD.0001 | 00773U108 |
| SD | SANDRIDGE ENERGY INC | 79,603 | $131K | 0.0% | $21.58 | -92.7% | COMMON STOCK USD.001 | 80007P869 |
| FANG | DIAMONDBACK ENERGY INC | 4,317 | $130K | 0.0% | $69.53 | -56.3% | COMMON STOCK USD.01 | 25278X109 |
| — | SOCIAL CAPITAL HEDOSOPHIA A | 23,333 | $129K | 0.0% | $3.60 | — | SOCIAL CAPITAL HEDOSOP CWXX | G8250T125 |
| — | MYOKARDIA INC | 931 | $127K | 0.0% | $136.41 | — | COMMON STOCK USD.0001 | 62857M105 |
| DGNR/U | DRAGONEER GROWTH OPPORTUNITI | 10,000 | $123K | 0.0% | $12.30 | — | UNIT USD.0001 | G28302126 |
| ETWOW | CC NEUBERGER PRINCIPAL HDS A | 66,666 | $120K | 0.0% | $1.46 | — | CC NEUBERGER PRINCIPAL CW25 | G1992Y122 |
| TOL | TOLL BROTHERS INC | 2,450 | $119K | 0.0% | $38.35 | +5.5% | COMMON STOCK USD.01 | 889478103 |
| — | HOLLYFRONTIER CORP | 5,819 | $115K | 0.0% | $31.22 | — | COMMON STOCK USD.01 | 436106108 |
| KODK | EASTMAN KODAK CO | 13,000 | $115K | 0.0% | $8.53 | -8.4% | COMMON STOCK USD.01 | 277461406 |
| — | PROPTECH ACQUISITION CORP A | 10,000 | $111K | 0.0% | $9.90 | — | COMMON STOCK | 74349F101 |
| — | ASCENDANT DIGITAL ACQUISIT A | 74,999 | $111K | 0.0% | $1.48 | — | ASCENDANT DIGITAL ACQU CW25 | G05155117 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 1,149 | $110K | 0.0% | $110.51 | +4.7% | COMMON STOCK USD.001 | 64125C109 |
| MPWR | MONOLITHIC POWER SYSTEMS INC | 388 | $108K | 0.0% | $163.85 | +52.7% | COMMON STOCK USD.001 | 609839105 |
| — | ARTIUS ACQUISITION INC CL A | 66,666 | $107K | 0.0% | $1.61 | — | ARTIUS ACQUISITION INC CW26 | 04316G113 |
| MOH | MOLINA HEALTHCARE INC | 571 | $105K | 0.0% | $155.12 | +17.3% | COMMON STOCK USD.001 | 60855R100 |
| MDB | MONGODB INC | 447 | $103K | 0.0% | $200.95 | +7.9% | COMMON STOCK USD.001 | 60937P106 |
| — | NOBLE ENERGY INC | 11,775 | $101K | 0.0% | $8.97 | — | COMMON STOCK USD.01 | 655044105 |
| MASI | MASIMO CORP | 425 | $100K | 0.0% | $148.23 | +51.2% | COMMON STOCK USD.001 | 574795100 |
| — | LIVE OAK ACQUISITION CORP A | 97,500 | $96,000 | 0.0% | $0.75 | — | LIVE OAK ACQUISITION CO CW27 | 53804F111 |
| BYD | BOYD GAMING CORP | 3,048 | $94,000 | 0.0% | $28.76 | -16.2% | COMMON STOCK USD.01 | 103304101 |
| — | FORUM MERGER III CORP A | 49,999 | $92,000 | 0.0% | $1.84 | — | FORUM MERGER III CORP CW27 | 349885111 |
| — | PERSPECTA INC | 4,628 | $90,000 | 0.0% | $22.11 | — | COMMON STOCK USD.01 | 715347100 |
| — | NEXTIER OILFIELD SOLUTIONS I | 46,832 | $87,000 | 0.0% | $6.70 | — | COMMON STOCK USD.01 | 65290C105 |
| IVZ | INVESCO LTD | 7,514 | $86,000 | 0.0% | $8.46 | 0.0% | COMMON STOCK USD.2 | G491BT108 |
| — | SYNEOS HEALTH INC | 1,574 | $84,000 | 0.0% | $47.10 | — | COMMON STOCK USD.01 | 87166B102 |
| EQT | EQT CORP | 6,359 | $82,000 | 0.0% | $12.00 | +14.8% | COMMON STOCK | 26884L109 |
| — | CAPSTAR SPECIAL PURPOSE AC A | 100,000 | $80,000 | 0.0% | $0.80 | — | CAPSTAR SPECIAL PURPOSE CW27 | 14070Y119 |
| — | BRISTOL MYERS SQUIBB CO | 34,400 | $77,000 | 0.0% | $3.01 | — | RIGHT | 110122157 |
| RPM | RPM INTERNATIONAL INC | 905 | $75,000 | 0.0% | $58.53 | +39.6% | COMMON STOCK USD.01 | 749685103 |
| — | GO ACQUISITION CORP CLASS A | 66,666 | $70,000 | 0.0% | $1.05 | — | GO ACQUISITION CORP CW27GO | 362019119 |
| — | EAST RESOURCES ACQUISITION A | 100,000 | $68,000 | 0.0% | $0.68 | — | EAST RESOURCES ACQUIS CW27 | 274681113 |
| CGNX | COGNEX CORP | 1,013 | $66,000 | 0.0% | $47.64 | +27.9% | COMMON STOCK USD.002 | 192422103 |
| — | PROPERTY SOLUTIONS ACQUISITI | 175,000 | $65,000 | 0.0% | $0.37 | — | PROPERTY SOLUTIONS ACQ CW27 | 74348Q116 |
| — | RIBBIT LEAP LTD | 5,000 | $65,000 | 0.0% | $13.00 | — | UNIT USD.0001 | G7552B121 |
| — | CITIC CAPITAL ACQUISITION A | 50,000 | $63,000 | 0.0% | $0.74 | — | CITIC CAPITAL ACQUISIT CW27 | G21513117 |
| — | CC NEUBERGER PRINCIPAL CL A | 37,499 | $61,000 | 0.0% | $1.63 | — | CC NEUBERGER PRINCIPAL CW25 | G3166T111 |
| WKC | WORLD FUEL SERVICES CORP | 2,574 | $55,000 | 0.0% | $37.14 | -34.1% | COMMON STOCK USD.01 | 981475106 |
| UNM | UNUM GROUP | 3,270 | $55,000 | 0.0% | $40.02 | -55.6% | COMMON STOCK USD.1 | 91529Y106 |
| — | LGL SYSTEMS ACQUISITION A | 50,000 | $54,000 | 0.0% | $1.20 | — | LGL SYSTEMS ACQUISITI CW26 | 50201G114 |
| — | JAWS ACQUISITION CORP CL A | 25,000 | $53,000 | 0.0% | $2.12 | — | JAWS ACQUISTION CW25 | G50744112 |
| — | DEERFIELD HEALTHCARE TECHN A | 4,995 | $52,000 | 0.0% | $10.41 | — | COMMON STOCK USD.0001 | 244413100 |
| SSTPW | TREBIA ACQUISITION CORP A | 33,333 | $50,000 | 0.0% | $1.50 | — | TREBIA ACQUISITION CW | G9027T117 |
| CHKP | CHECK POINT SOFTWARE TECH | 400 | $48,000 | 0.0% | $122.00 | 0.0% | COMMON STOCK USD.01 | M22465104 |
| — | CRAFT BREW ALLIANCE INC | 2,820 | $47,000 | 0.0% | $16.50 | — | COMMON STOCK USD.005 | 224122101 |
| TXG | 10X GEA3:L40NOMICS INC CLASS A | 365 | $46,000 | 0.0% | $104.97 | 0.0% | COMMON STOCK | 88025U109 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 194 | $46,000 | 0.0% | $85.75 | +124.1% | COMMON STOCK USD.0001 | 83417M104 |
| ENTG | ENTEGRIS INC | 611 | $45,000 | 0.0% | $65.62 | 0.0% | COMMON STOCK USD.01 | 29362U104 |
| BPOP | POPULAR INC | 1,152 | $42,000 | 0.0% | $40.68 | -22.3% | COMMON STOCK USD.01 | 733174700 |
| — | GORES HOLDINGS IV INC CL A | 24,999 | $41,000 | 0.0% | $0.56 | — | GORES HOLDINGS IV INC CW25 | 382865111 |
| NDSN | NORDSON CORP | 206 | $40,000 | 0.0% | $122.55 | +48.1% | COMMON STOCK | 655663102 |
| DOX | AMDOCS LTD | 703 | $40,000 | 0.0% | $55.29 | -3.5% | COMMON STOCK GBP.0001 | G02602103 |
| — | SCVX CORP CLASS A | 25,000 | $37,000 | 0.0% | $0.44 | — | CVX CORP CLASS A CW25 | G79448117 |
| — | LONGVIEW ACQUISITION CORP A | 33,333 | $32,000 | 0.0% | $0.96 | — | LONGVIEW ACQUISITION CO CW25 | 543195119 |
| HAE | HAEMONETICS CORP/MASS | 331 | $29,000 | 0.0% | $93.71 | -6.7% | COMMON STOCK USD.01 | 405024100 |
| WTRG | ESSENTIAL UTILITIES INC | 700 | $28,000 | 0.0% | $47.18 | -9.0% | COMMON STOCK USD.5 | 29670G102 |
| — | DFP HEALTHCARE ACQUISIT CL A | 12,500 | $27,000 | 0.0% | $1.52 | — | DFP HEALTHCARE ACQUISIT CW22 | 23343Q118 |
| — | HPX CORP A | 30,000 | $26,000 | 0.0% | $0.87 | — | HPX CORP A CW25 | G32219126 |
| CCEP | COCA COLA EUROPEAN PARTNERS | 650 | $25,000 | 0.0% | $34.37 | 0.0% | COMMON STOCK EUR.01 | G25839104 |
| — | ARYA SCIENCES ACQUISITION A | 13,333 | $25,000 | 0.0% | $1.88 | — | ARYA SCIENCES ACQUITIO CW27 | G31655106 |
| — | GLOBALSTAR INC | 70,200 | $22,000 | 0.0% | $1.45 | — | COMMON STOCK USD.0001 | 378973408 |
| — | ACE CONVERGENCE ACQU CLASS A | 25,000 | $19,000 | 0.0% | $0.76 | — | ACE CONVERGENCE ACQU C CW27 | G0083D104 |
| OXY/WS | OCCIDENTAL PETROLEUM CORP | 5,435 | $16,000 | 0.0% | $2.94 | — | OCCIDENTAL PETROLEUM CW27 | 674599162 |
| PACDEUR | PACIFIC DRILLING SA | 58,497 | $14,000 | 0.0% | $12.38 | — | COMMON STOCK USD.01 | L7257P205 |
| — | FUSION ACQUISITION CORP A | 12,500 | $14,000 | 0.0% | $1.12 | — | FUSION ACQUISITION CW27 | 36118H113 |
| — | GS ACQUISITION HOLDINGS A | 4,999 | $11,000 | 0.0% | $2.20 | — | GS ACQUISITION HOLDINGS CW25 | 36258Q113 |
| — | ION GEOPHYSICAL CORP | 6,683 | $10,000 | 0.0% | $6.22 | — | COMMON STOCK USD.01 | 462044207 |
| — | E.MERGE TECHNOLOGY ACQUISI A | 8,333 | $8,000 | 0.0% | $0.96 | — | E.MERGE TECHNOLOGY ACQ CW25 | 26873Y112 |
| MLCO | MELCO RESORTS ENTERT ADR | 241 | $4,000 | 0.0% | $19.40 | — | ADR USD.01 | 585464100 |
| — | DEERFIELD HEALTHCARE TECHN A | 999 | $2,000 | 0.0% | $2.00 | — | DEERFIELD HEALTHCARE CW25 | 244413118 |
| NGVT | INGEVITY CORP | 34 | $2,000 | 0.0% | $94.68 | -40.4% | COMMON STOCK USD.01 | 45688C107 |
| — | GORES HOLDINGS IV INC | 4 | $0 | 0.0% | — | — | UNIT | 382865202 |
| TREB/U | TREBIA ACQUISITION CORP | 1 | $0 | 0.0% | $10.45 | — | UNIT USD.0001 | G9027T125 |
| — | GS ACQUISITION HDS CORP II | 4 | $0 | 0.0% | $10.00 | — | UNIT USD.0001 | 36258Q204 |
| — | EXPERIENCE INVESTMENT CORP | 1 | $0 | 0.0% | $10.01 | — | UNIT | 30217C208 |
| — | CC NEUBERGER PRINCIPAL HOLDI | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | G1992Y106 |
| ACND/U | ASCENDANT DIGITAL ACQUISITIO | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | G05155125 |
| — | E.MERGE TECHNOLOGY ACQUISITI | 1 | $0 | 0.0% | — | — | UNIT USD.0001 | 26873Y203 |
| — | LONGVIEW ACQUISITION CORP | 1 | $0 | 0.0% | $10.10 | — | UNIT USD.0001 | 543195200 |
| — | ARYA SCIENCES ACQUISITION CO | 1 | $0 | 0.0% | $11.60 | — | UNIT USD.0001 | G31655114 |
| IPOB/U | SOCIAL CAPITAL HEDOSPHIA II | 1 | $0 | 0.0% | — | — | UNIT USD.0001 | G8250T117 |
| — | FOLEY TRASIMENE ACQUISITION | 2 | $0 | 0.0% | $10.67 | — | UNIT USD.0001 | 34431F203 |
| — | ARTIUS ACQUISITION INC | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | 04316G204 |
| — | CC NEUBERGER PRINCIPAL HOLDI | 4 | $0 | 0.0% | — | — | UNIT USD.0001 | G3166T129 |
| — | DMY TECHNOLOGY GROUP INC | 2 | $0 | 0.0% | $9.83 | — | UNIT USD.0001 | 233253202 |
| — | DEERFIELD HEALTHCARE TECHNOL | 5 | $0 | 0.0% | — | — | UNIT USD.0001 | 244413209 |
| — | FORTRESS VALUE ACQUISITION | 1 | $0 | 0.0% | — | — | UNIT USD.0001 | 34962V205 |
| — | FORUM MERGER III CORP | 3 | $0 | 0.0% | — | — | UNIT USD.0001 | 349885202 |
| — | CHURCHILL CAPITAL CORP IV | 5 | $0 | 0.0% | — | — | UNIT USD.0001 | 171439201 |
| — | INTERPRIVATE ACQUISITION COR | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | 46064A202 |
| — | GO ACQUISITION CORP | 2 | $0 | 0.0% | — | — | UNIT USD.0001 | 362019200 |