Schwab Hedged Equity Fund
Type:
Mutual Funds
Symbol: SWHEX
Net Expense Ratio: 1.920%
Summary
Objective
The fund seeks long-term capital appreciation over market cycles with lower volatility than the broad equity market.
Highlights
- An actively managed fund that seeks to provide long-term capital appreciation over market cycles with lower volatility than the broad equity market
- Offers a risk-managed approach to investing in the U.S. stock market
- Invests by taking long and short positions in U.S. equity securities through a disciplined investment process that uses Schwab Equity Ratings® as one of several inputs
- An experienced investment team evaluates securities based on three components: fundamentals, valuation, and momentum
Fund Details
Fund Profile
| Fund Inception | 09/03/2002 | |
|---|---|---|
| Total Net Assets As of 05/26/2020 |
05/26/2020 | $96,522,339.37 |
| Index Name | S&P 500® Index | |
| Shares Outstanding As of 05/26/2020 |
05/26/2020 | 6,859,256 |
| NAV As of 05/26/2020 |
05/26/2020 | $14.07 |
| Total Holdings As of 03/31/2020 |
03/31/2020 | 277 |
| Portfolio Turnover Rate As of 04/30/2020 |
04/30/2020 | 85.01% |
| Morningstar Category | Long-Short Equity | |
| Management Style | Active |
Yields
| SEC Yield (30 Day) As of 05/22/2020 |
05/22/2020 | 0.00% |
|---|---|---|
| Distribution Yield (TTM) As of 04/30/2020 |
04/30/2020 | 0.67% |
Fees & Minimum
| Gross Expense Ratio † | 1.940% | |
|---|---|---|
| Net Expense Ratio † | 1.920% |
Fund Characteristics
| Weighted Average Market Capitalization As of 03/31/2020 |
03/31/2020 | $240.74B |
|---|---|---|
| Price to Earnings Ratio As of 03/31/2020 |
03/31/2020 | 13.28 |
| Price to Book Ratio As of 03/31/2020 |
03/31/2020 | 2.26 |
| Price to Cash Flow As of 03/31/2020 |
03/31/2020 | 7.65 |
| Return on Equity As of 03/31/2020 |
03/31/2020 | 22.50% |
| Alpha (3 Yr) As of 04/30/2020 |
04/30/2020 | -6.76 |
| Beta vs. Benchmark (3 Yr) As of 04/30/2020 |
04/30/2020 | 0.65 |
| R Squared (3 Yr) As of 04/30/2020 |
04/30/2020 | 90.12 |
| Sharpe Ratio (3 Yr) As of 04/30/2020 |
04/30/2020 | -0.24 |
| Standard Deviation (3 Yr) As of 04/30/2020 |
04/30/2020 | 11.55% |
Performance
Total Return
Monthly
04/30/2020
-
SWHEX
Cumulative Returns (%)
- 1 Month
- +7.46
- 3 Month
- -9.32
- YTD
- -10.06
Annualized Returns (%)
- 1 Year
- -7.84
- 3 Year
- -1.05
- 5 Year
- +2.10
- 10 Year
- +4.60
- Inception
- +5.47
-
S&P 500® Index (Index)
Cumulative Returns (%)
- 1 Month
- +12.82
- 3 Month
- -9.26
- YTD
- -9.29
Annualized Returns (%)
- 1 Year
- +0.86
- 3 Year
- +9.04
- 5 Year
- +9.12
- 10 Year
- +11.69
-
Long-Short Equity (Morningstar Category)
Cumulative Returns (%)
- 1 Month
- +5.21
- 3 Month
- -7.57
- YTD
- -8.23
Annualized Returns (%)
- 1 Year
- -5.17
- 3 Year
- +0.85
- 5 Year
- +1.33
- 10 Year
- +3.58
| Description | Cumulative Returns (%) | Annualized Returns (%) | |||||||
|---|---|---|---|---|---|---|---|---|---|
| 1 Month | 3 Month | YTD | 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||
| SWHEX | +7.46 | -9.32 | -10.06 | -7.84 | -1.05 | +2.10 | +4.60 | +5.47 | |
| S&P 500® Index (Index) | +12.82 | -9.26 | -9.29 | +0.86 | +9.04 | +9.12 | +11.69 | ||
| Long-Short Equity (Morningstar Category) | +5.21 | -7.57 | -8.23 | -5.17 | +0.85 | +1.33 | +3.58 | ||
Annualized returns for periods 1 yr+/cumulative returns for periods less than 1 yr.
The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted.
Fund inception date is 09/03/2002.
Quarterly
03/31/2020
-
SWHEX
Average Annual Returns (%)
- 1 Year
- -13.08
- 3 Year
- -3.36
- 5 Year
- +0.44
- 10 Year
- +3.97
- Inception
- +5.07
-
S&P 500® Index (Index)
Average Annual Returns (%)
- 1 Year
- -6.98
- 3 Year
- +5.10
- 5 Year
- +6.73
- 10 Year
- +10.53
-
Long-Short Equity (Morningstar Category)
Average Annual Returns (%)
- 1 Year
- -7.56
- 3 Year
- -0.50
- 5 Year
- +0.23
- 10 Year
- +3.05
| Description | Average Annual Returns (%) | |||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||
| SWHEX | -13.08 | -3.36 | +0.44 | +3.97 | +5.07 | |
| S&P 500® Index (Index) | -6.98 | +5.10 | +6.73 | +10.53 | ||
| Long-Short Equity (Morningstar Category) | -7.56 | -0.50 | +0.23 | +3.05 | ||
Annualized returns for periods 1 yr+/cumulative returns for periods less than 1 yr.
The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted.
Fund inception date is 09/03/2002.
After Tax Returns
As of 03/31/2020
Pre-Liquidation
SWHEX NAV Return
-
SEC Pre-Liquidation
Average Annual Returns (%)
- 1 Year
- -13.20
- 3 Year
- -4.40
- 5 Year
- -0.88
- 10 Year
- +2.78
- Inception
- +4.31
-
SEC Post-Liquidation
Average Annual Returns (%)
- 1 Year
- -7.62
- 3 Year
- -2.42
- 5 Year
- +0.36
- 10 Year
- +3.13
- Inception
- +4.18
-
Tax Cost Ratio
Average Annual Returns (%)
- 1 Year
- +0.25
- 3 Year
- +1.13
- 5 Year
- +1.45
- 10 Year
- +1.22
- Inception
- +0.79
| Description | Average Annual Returns (%) | |||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||
| SEC Pre-Liquidation | -13.20 | -4.40 | -0.88 | +2.78 | +4.31 | |
| SEC Post-Liquidation | -7.62 | -2.42 | +0.36 | +3.13 | +4.18 | |
| Tax Cost Ratio | +0.25 | +1.13 | +1.45 | +1.22 | +0.79 | |
After tax returns are based on highest Federal income tax bracket. State taxes are not included. Pre-liquidation figures include taxes on fund's distributions of dividends and capital gains. Tax Cost Ratio represents the percentage-point reduction in returns that results from Federal income taxes (before shares in the fund are sold, and assuming the highest Federal tax bracket).
Long-Short Equity NAV Returns (Morningstar Category)
-
SEC Pre-Liquidation
Average Annual Returns (%)
- 1 Year
- -9.09
- 3 Year
- -1.89
- 5 Year
- -0.90
- 10 Year
- +2.11
-
SEC Post-Liquidation
Average Annual Returns (%)
- 1 Year
- -4.57
- 3 Year
- -0.72
- 5 Year
- -0.13
- 10 Year
- +2.23
-
Tax Cost Ratio
Average Annual Returns (%)
- 1 Year
- --
- 3 Year
- --
- 5 Year
- --
- 10 Year
- --
| Description | Average Annual Returns (%) | |||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||
| SEC Pre-Liquidation | -9.09 | -1.89 | -0.90 | +2.11 | ||
| SEC Post-Liquidation | -4.57 | -0.72 | -0.13 | +2.23 | ||
| Tax Cost Ratio | -- | -- | -- | -- | ||
Post-Liquidation
SWHEX NAV Return
-
SEC Pre-Liquidation
Average Annual Returns (%)
- 1 Year
- -13.20
- 3 Year
- -4.40
- 5 Year
- -0.88
- 10 Year
- +2.78
- Inception
- +4.31
-
SEC Post-Liquidation
Average Annual Returns (%)
- 1 Year
- -7.62
- 3 Year
- -2.42
- 5 Year
- +0.36
- 10 Year
- +3.13
- Inception
- +4.18
-
Tax Cost Ratio
Average Annual Returns (%)
- 1 Year
- +0.25
- 3 Year
- +1.13
- 5 Year
- +1.45
- 10 Year
- +1.22
- Inception
- +0.79
| Description | Average Annual Returns (%) | |||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||
| SEC Pre-Liquidation | -13.20 | -4.40 | -0.88 | +2.78 | +4.31 | |
| SEC Post-Liquidation | -7.62 | -2.42 | +0.36 | +3.13 | +4.18 | |
| Tax Cost Ratio | +0.25 | +1.13 | +1.45 | +1.22 | +0.79 | |
After tax returns are based on highest Federal income tax bracket. State taxes are not included. Pre-liquidation figures include taxes on fund's distributions of dividends and capital gains. Tax Cost Ratio represents the percentage-point reduction in returns that results from Federal income taxes (before shares in the fund are sold, and assuming the highest Federal tax bracket).
Long-Short Equity NAV Returns (Morningstar Category)
-
SEC Pre-Liquidation
Average Annual Returns (%)
- 1 Year
- -9.09
- 3 Year
- -1.89
- 5 Year
- -0.90
- 10 Year
- +2.11
-
SEC Post-Liquidation
Average Annual Returns (%)
- 1 Year
- -4.57
- 3 Year
- -0.72
- 5 Year
- -0.13
- 10 Year
- +2.23
-
Tax Cost Ratio
Average Annual Returns (%)
- 1 Year
- --
- 3 Year
- --
- 5 Year
- --
- 10 Year
- --
| Description | Average Annual Returns (%) | |||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | 10 Year | Inception | ||
| SEC Pre-Liquidation | -9.09 | -1.89 | -0.90 | +2.11 | ||
| SEC Post-Liquidation | -4.57 | -0.72 | -0.13 | +2.23 | ||
| Tax Cost Ratio | -- | -- | -- | -- | ||
Rank within Category
Total Return % as of 04/30/2020
Morningstar Category - Long-Short Equity
-
TOP 25%
- 2020 YTD
Yearly Performance
- 2019
- 2018
- 2017
- 2016
- +13.61
- 2015
- 2014
- +10.46
- 2013
- 2012
- 2011
- +1.90
-
- 2020 YTD
Yearly Performance
- 2019
- 2018
- 2017
- 2016
- 2015
- -0.39
- 2014
- 2013
- +14.98
- 2012
- +7.60
- 2011
-
- 2020 YTD
- -10.06
Yearly Performance
- 2019
- +8.91
- 2018
- -7.09
- 2017
- +7.77
- 2016
- 2015
- 2014
- 2013
- 2012
- 2011
-
BOTTOM 25%
- 2020 YTD
Yearly Performance
- 2019
- 2018
- 2017
- 2016
- 2015
- 2014
- 2013
- 2012
- 2011
| Rank | 2020 YTD | Yearly Performance | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |||
| TOP 25% | +13.61 | +10.46 | +1.90 | ||||||||
| -0.39 | +14.98 | +7.60 | |||||||||
| -10.06 | +8.91 | -7.09 | +7.77 | ||||||||
| BOTTOM 25% | |||||||||||
Rank within Category compares this fund's total annual return to that of other funds in the same category and its figures are not adjusted for any fees and expenses, loads, sales charges, or taxes. See the Monthly Returns table for load-adjusted performance.
© 2020 Morningstar. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.
Cumulative Growth of a $10,000 Investment
As of 04/30/2020
| SWHEX (Fund) | $16,461 | |
|---|---|---|
| S&P 500® Index (Index) | $32,844 | |
| Long-Short Equity (Morningstar Category) | $13,343 | |
| Worst Three Months Return (12/31/2019 - 3/31/2020) | -16.30 | |
| Best Three Months Return (9/30/2011 - 12/31/2011) | +10.38 |
This graph represents the growth of a hypothetical investment of $10,000. It assumes reinvestment of dividends and capital gains, and does not reflect sales loads, redemption fees or the effects of taxes on any capital gains and/or distributions. If the inception date of the Index is less than the time period shown above, the Since Inception period is shown. Best and Worst Return cover the timeframe of the chart.
Price Performance
Portfolio
Top Holdings
As of 03/31/2020
-
--
- Name
- US DOLLAR
- Percent of Assets (%)
- 39.13%
- Market Value
- $38.5M
-
MSFT
- Name
- MICROSOFT CORP COMMON STOCK USD.00000625
- Percent of Assets (%)
- 5.18%
- Market Value
- $5.1M
-
AMZN
- Name
- AMAZON.COM INC COMMON STOCK USD.01
- Percent of Assets (%)
- 5.09%
- Market Value
- $5.0M
-
AAPL
- Name
- APPLE INC COMMON STOCK USD.00001
- Percent of Assets (%)
- 4.47%
- Market Value
- $4.4M
-
GOOGL
- Name
- ALPHABET INC CL A COMMON STOCK USD.001
- Percent of Assets (%)
- 2.93%
- Market Value
- $2.9M
-
FB
- Name
- FACEBOOK INC CLASS A COMMON STOCK USD.000006
- Percent of Assets (%)
- 2.52%
- Market Value
- $2.5M
-
CSCO
- Name
- CISCO SYSTEMS INC COMMON STOCK USD.001
- Percent of Assets (%)
- 2.25%
- Market Value
- $2.2M
-
JNJ
- Name
- JOHNSON + JOHNSON COMMON STOCK USD1.0
- Percent of Assets (%)
- 1.88%
- Market Value
- $1.8M
-
BXP
- Name
- BOSTON PROPERTIES INC REIT USD.01
- Percent of Assets (%)
- 1.71%
- Market Value
- $1.7M
-
ALSN
- Name
- ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01
- Percent of Assets (%)
- 1.62%
- Market Value
- $1.6M
| Symbol | Name | Percent of Assets (%) | Market Value | ||
|---|---|---|---|---|---|
| -- | US DOLLAR | 39.13%
|
$38.5M | ||
| MSFT | MICROSOFT CORP COMMON STOCK USD.00000625 | 5.18%
|
$5.1M | ||
| AMZN | AMAZON.COM INC COMMON STOCK USD.01 | 5.09%
|
$5.0M | ||
| AAPL | APPLE INC COMMON STOCK USD.00001 | 4.47%
|
$4.4M | ||
| GOOGL | ALPHABET INC CL A COMMON STOCK USD.001 | 2.93%
|
$2.9M | ||
| FB | FACEBOOK INC CLASS A COMMON STOCK USD.000006 | 2.52%
|
$2.5M | ||
| CSCO | CISCO SYSTEMS INC COMMON STOCK USD.001 | 2.25%
|
$2.2M | ||
| JNJ | JOHNSON + JOHNSON COMMON STOCK USD1.0 | 1.88%
|
$1.8M | ||
| BXP | BOSTON PROPERTIES INC REIT USD.01 | 1.71%
|
$1.7M | ||
| ALSN | ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 | 1.62%
|
$1.6M |
All Holdings
As of 03/31/2020
Export Data
-
--
- Name
- US DOLLAR
- % of Assets
- 39.13
- Market Value
- $38.5M
-
MSFT
- Name
- MICROSOFT CORP COMMON STOCK USD.00000625
- % of Assets
- 5.18
- Market Value
- $5.1M
-
AMZN
- Name
- AMAZON.COM INC COMMON STOCK USD.01
- % of Assets
- 5.09
- Market Value
- $5.0M
-
AAPL
- Name
- APPLE INC COMMON STOCK USD.00001
- % of Assets
- 4.47
- Market Value
- $4.4M
-
GOOGL
- Name
- ALPHABET INC CL A COMMON STOCK USD.001
- % of Assets
- 2.93
- Market Value
- $2.9M
-
FB
- Name
- FACEBOOK INC CLASS A COMMON STOCK USD.000006
- % of Assets
- 2.52
- Market Value
- $2.5M
-
CSCO
- Name
- CISCO SYSTEMS INC COMMON STOCK USD.001
- % of Assets
- 2.25
- Market Value
- $2.2M
-
JNJ
- Name
- JOHNSON + JOHNSON COMMON STOCK USD1.0
- % of Assets
- 1.88
- Market Value
- $1.8M
-
BXP
- Name
- BOSTON PROPERTIES INC REIT USD.01
- % of Assets
- 1.71
- Market Value
- $1.7M
-
ALSN
- Name
- ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01
- % of Assets
- 1.62
- Market Value
- $1.6M
-
DOV
- Name
- DOVER CORP COMMON STOCK USD1.0
- % of Assets
- 1.58
- Market Value
- $1.6M
-
INTC
- Name
- INTEL CORP COMMON STOCK USD.001
- % of Assets
- 1.56
- Market Value
- $1.5M
-
C
- Name
- CITIGROUP INC COMMON STOCK USD.01
- % of Assets
- 1.47
- Market Value
- $1.4M
-
PG
- Name
- PROCTER + GAMBLE CO/THE COMMON STOCK
- % of Assets
- 1.38
- Market Value
- $1.4M
-
SNPS
- Name
- SYNOPSYS INC COMMON STOCK USD.01
- % of Assets
- 1.31
- Market Value
- $1.3M
-
PLD
- Name
- PROLOGIS INC REIT USD.01
- % of Assets
- 1.24
- Market Value
- $1.2M
-
ORCL
- Name
- ORACLE CORP COMMON STOCK USD.01
- % of Assets
- 1.24
- Market Value
- $1.2M
-
LMT
- Name
- LOCKHEED MARTIN CORP COMMON STOCK USD1.0
- % of Assets
- 1.21
- Market Value
- $1.2M
-
CSL
- Name
- CARLISLE COS INC COMMON STOCK USD1.0
- % of Assets
- 1.20
- Market Value
- $1.2M
-
NVS
- Name
- NOVARTIS AG SPONSORED ADR ADR
- % of Assets
- 1.08
- Market Value
- $1.1M
-
CMCSA
- Name
- COMCAST CORP CLASS A COMMON STOCK USD.01
- % of Assets
- 1.07
- Market Value
- $1.1M
-
FBP
- Name
- FIRST BANCORP PUERTO RICO COMMON STOCK USD.1
- % of Assets
- 1.07
- Market Value
- $1.0M
-
INCY
- Name
- INCYTE CORP COMMON STOCK USD.001
- % of Assets
- 1.06
- Market Value
- $1.0M
-
NRG
- Name
- NRG ENERGY INC COMMON STOCK USD.01
- % of Assets
- 1.06
- Market Value
- $1.0M
-
JAZZ
- Name
- JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001
- % of Assets
- 1.02
- Market Value
- $1.0M
-
EGP
- Name
- EASTGROUP PROPERTIES INC REIT
- % of Assets
- 1.02
- Market Value
- $1.0M
-
MTZ
- Name
- MASTEC INC COMMON STOCK USD.1
- % of Assets
- 0.97
- Market Value
- $957.1K
-
GILD
- Name
- GILEAD SCIENCES INC COMMON STOCK USD.001
- % of Assets
- 0.97
- Market Value
- $954.1K
-
HOLX
- Name
- HOLOGIC INC COMMON STOCK USD.01
- % of Assets
- 0.91
- Market Value
- $891.6K
-
JPM
- Name
- JPMORGAN CHASE + CO COMMON STOCK USD1.0
- % of Assets
- 0.87
- Market Value
- $855.3K
-
LYV
- Name
- LIVE NATION ENTERTAINMENT IN COMMON STOCK USD.01
- % of Assets
- 0.81
- Market Value
- $794.1K
-
HCA
- Name
- HCA HEALTHCARE INC COMMON STOCK USD.01
- % of Assets
- 0.80
- Market Value
- $788.5K
-
BPOP
- Name
- POPULAR INC COMMON STOCK USD.01
- % of Assets
- 0.79
- Market Value
- $780.3K
-
AXTA
- Name
- AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0
- % of Assets
- 0.77
- Market Value
- $761.6K
-
BBY
- Name
- BEST BUY CO INC COMMON STOCK USD.1
- % of Assets
- 0.77
- Market Value
- $758.2K
-
SAFM
- Name
- SANDERSON FARMS INC COMMON STOCK USD1.0
- % of Assets
- 0.77
- Market Value
- $756.6K
-
NOC
- Name
- NORTHROP GRUMMAN CORP COMMON STOCK USD1.0
- % of Assets
- 0.76
- Market Value
- $747.3K
-
MA
- Name
- MASTERCARD INC A COMMON STOCK USD.0001
- % of Assets
- 0.75
- Market Value
- $742.6K
-
AMT
- Name
- AMERICAN TOWER CORP REIT USD.01
- % of Assets
- 0.70
- Market Value
- $684.4K
-
AVGO
- Name
- BROADCOM INC COMMON STOCK
- % of Assets
- 0.69
- Market Value
- $679.5K
-
COF
- Name
- CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01
- % of Assets
- 0.68
- Market Value
- $664.8K
-
JBL
- Name
- JABIL INC COMMON STOCK USD.001
- % of Assets
- 0.66
- Market Value
- $649.1K
-
DAN
- Name
- DANA INC COMMON STOCK USD.01
- % of Assets
- 0.66
- Market Value
- $646.6K
-
CIEN
- Name
- CIENA CORP COMMON STOCK USD.01
- % of Assets
- 0.64
- Market Value
- $634.7K
-
MED
- Name
- MEDIFAST INC COMMON STOCK USD.001
- % of Assets
- 0.64
- Market Value
- $630.6K
-
RHHBY
- Name
- ROCHE HOLDINGS LTD SPONS ADR ADR CNY1.0
- % of Assets
- 0.64
- Market Value
- $625.8K
-
PGRE
- Name
- PARAMOUNT GROUP INC REIT USD.01
- % of Assets
- 0.63
- Market Value
- $617.9K
-
MDT
- Name
- MEDTRONIC PLC COMMON STOCK USD.1
- % of Assets
- 0.62
- Market Value
- $610.2K
-
BLDR
- Name
- BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01
- % of Assets
- 0.61
- Market Value
- $599.6K
-
QRVO
- Name
- QORVO INC COMMON STOCK USD.0001
- % of Assets
- 0.59
- Market Value
- $581.4K
-
XPER
- Name
- XPERI CORP COMMON STOCK USD.001
- % of Assets
- 0.59
- Market Value
- $577.4K
-
RS
- Name
- RELIANCE STEEL + ALUMINUM COMMON STOCK
- % of Assets
- 0.58
- Market Value
- $573.5K
-
CAH
- Name
- CARDINAL HEALTH INC COMMON STOCK
- % of Assets
- 0.58
- Market Value
- $572.5K
-
CDNS
- Name
- CADENCE DESIGN SYS INC COMMON STOCK USD.01
- % of Assets
- 0.57
- Market Value
- $565.8K
-
NEU
- Name
- NEWMARKET CORP COMMON STOCK
- % of Assets
- 0.57
- Market Value
- $560.1K
-
QCOM
- Name
- QUALCOMM INC COMMON STOCK USD.0001
- % of Assets
- 0.57
- Market Value
- $559.5K
-
PSX
- Name
- PHILLIPS 66 COMMON STOCK
- % of Assets
- 0.56
- Market Value
- $555.0K
-
BIIB
- Name
- BIOGEN INC COMMON STOCK USD.0005
- % of Assets
- 0.56
- Market Value
- $552.4K
-
DVA
- Name
- DAVITA INC COMMON STOCK USD.001
- % of Assets
- 0.56
- Market Value
- $548.3K
-
ETR
- Name
- ENTERGY CORP COMMON STOCK USD.01
- % of Assets
- 0.56
- Market Value
- $546.3K
-
BRK.B
- Name
- BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033
- % of Assets
- 0.55
- Market Value
- $541.0K
-
CW
- Name
- CURTISS WRIGHT CORP COMMON STOCK USD1.0
- % of Assets
- 0.54
- Market Value
- $532.3K
-
ALXN
- Name
- ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001
- % of Assets
- 0.53
- Market Value
- $518.6K
-
PYPL
- Name
- PAYPAL HOLDINGS INC COMMON STOCK USD.0001
- % of Assets
- 0.53
- Market Value
- $517.0K
-
COP
- Name
- CONOCOPHILLIPS COMMON STOCK USD.01
- % of Assets
- 0.52
- Market Value
- $512.5K
-
DOX
- Name
- AMDOCS LTD COMMON STOCK GBP.0001
- % of Assets
- 0.51
- Market Value
- $502.8K
-
EEFT
- Name
- EURONET WORLDWIDE INC COMMON STOCK USD.02
- % of Assets
- 0.50
- Market Value
- $491.9K
-
ADRNY
- Name
- KONINKLIJKE AHOLD SP ADR ADR EUR.01
- % of Assets
- 0.50
- Market Value
- $490.7K
-
FITB
- Name
- FIFTH THIRD BANCORP COMMON STOCK
- % of Assets
- 0.49
- Market Value
- $484.3K
-
FTNT
- Name
- FORTINET INC COMMON STOCK USD.001
- % of Assets
- 0.49
- Market Value
- $484.3K
-
PM
- Name
- PHILIP MORRIS INTERNATIONAL COMMON STOCK
- % of Assets
- 0.48
- Market Value
- $477.0K
-
ADBE
- Name
- ADOBE INC COMMON STOCK USD.0001
- % of Assets
- 0.47
- Market Value
- $465.3K
-
SSNC
- Name
- SS+C TECHNOLOGIES HOLDINGS COMMON STOCK USD.01
- % of Assets
- 0.47
- Market Value
- $463.0K
-
CVI
- Name
- CVR ENERGY INC COMMON STOCK USD.01
- % of Assets
- 0.46
- Market Value
- $454.2K
-
TGT
- Name
- TARGET CORP COMMON STOCK USD.0833
- % of Assets
- 0.46
- Market Value
- $450.4K
-
MO
- Name
- ALTRIA GROUP INC COMMON STOCK USD.333
- % of Assets
- 0.45
- Market Value
- $440.2K
-
COKE
- Name
- COCA COLA CONSOLIDATED INC COMMON STOCK USD1.0
- % of Assets
- 0.44
- Market Value
- $432.3K
-
ABBV
- Name
- ABBVIE INC COMMON STOCK USD.01
- % of Assets
- 0.44
- Market Value
- $428.6K
-
SYNA
- Name
- SYNAPTICS INC COMMON STOCK USD.001
- % of Assets
- 0.44
- Market Value
- $428.2K
-
PRGS
- Name
- PROGRESS SOFTWARE CORP COMMON STOCK USD.01
- % of Assets
- 0.43
- Market Value
- $425.6K
-
HSY
- Name
- HERSHEY CO/THE COMMON STOCK USD1.0
- % of Assets
- 0.43
- Market Value
- $424.7K
-
CMI
- Name
- CUMMINS INC COMMON STOCK USD2.5
- % of Assets
- 0.41
- Market Value
- $407.3K
-
TLK
- Name
- TELEKOMUNIK INDONESIA SP ADR ADR IDR50.0
- % of Assets
- 0.41
- Market Value
- $403.1K
-
RHI
- Name
- ROBERT HALF INTL INC COMMON STOCK USD.001
- % of Assets
- 0.41
- Market Value
- $402.5K
-
RDN
- Name
- RADIAN GROUP INC COMMON STOCK USD.001
- % of Assets
- 0.41
- Market Value
- $399.7K
-
WFC
- Name
- WELLS FARGO + CO COMMON STOCK USD1.666
- % of Assets
- 0.40
- Market Value
- $391.6K
-
SANM
- Name
- SANMINA CORP COMMON STOCK USD.01
- % of Assets
- 0.39
- Market Value
- $387.3K
-
XRAY
- Name
- DENTSPLY SIRONA INC COMMON STOCK USD.01
- % of Assets
- 0.38
- Market Value
- $373.5K
-
HD
- Name
- HOME DEPOT INC COMMON STOCK USD.05
- % of Assets
- 0.38
- Market Value
- $370.1K
-
ANSS
- Name
- ANSYS INC COMMON STOCK USD.01
- % of Assets
- 0.37
- Market Value
- $368.9K
-
ALL
- Name
- ALLSTATE CORP COMMON STOCK USD.01
- % of Assets
- 0.37
- Market Value
- $368.8K
-
FR
- Name
- FIRST INDUSTRIAL REALTY TR REIT USD.01
- % of Assets
- 0.36
- Market Value
- $359.0K
-
HRI
- Name
- HERC HOLDINGS INC COMMON STOCK USD.01
- % of Assets
- 0.36
- Market Value
- $357.7K
-
CTL
- Name
- CENTURYLINK INC COMMON STOCK USD1.0
- % of Assets
- 0.36
- Market Value
- $354.8K
-
TPX
- Name
- TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01
- % of Assets
- 0.36
- Market Value
- $352.0K
-
POR
- Name
- PORTLAND GENERAL ELECTRIC CO COMMON STOCK
- % of Assets
- 0.35
- Market Value
- $348.8K
-
EBS
- Name
- EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001
- % of Assets
- 0.35
- Market Value
- $347.0K
-
RELX
- Name
- RELX PLC SPON ADR ADR
- % of Assets
- 0.35
- Market Value
- $343.2K
-
NOW
- Name
- SERVICENOW INC COMMON STOCK USD.001
- % of Assets
- 0.35
- Market Value
- $340.7K
-
CVS
- Name
- CVS HEALTH CORP COMMON STOCK USD.01
- % of Assets
- 0.34
- Market Value
- $331.2K
-
G
- Name
- GENPACT LTD COMMON STOCK USD.01
- % of Assets
- 0.33
- Market Value
- $321.0K
-
PRDO
- Name
- PERDOCEO EDUCATION CORP COMMON STOCK USD.01
- % of Assets
- 0.32
- Market Value
- $319.5K
-
CTAS
- Name
- CINTAS CORP COMMON STOCK
- % of Assets
- 0.32
- Market Value
- $310.6K
-
IOSP
- Name
- INNOSPEC INC COMMON STOCK USD.01
- % of Assets
- 0.31
- Market Value
- $305.7K
-
LPLA
- Name
- LPL FINANCIAL HOLDINGS INC COMMON STOCK
- % of Assets
- 0.31
- Market Value
- $303.0K
-
FLO
- Name
- FLOWERS FOODS INC COMMON STOCK USD.01
- % of Assets
- 0.31
- Market Value
- $301.8K
-
FOLD
- Name
- AMICUS THERAPEUTICS INC COMMON STOCK USD.01
- % of Assets
- 0.30
- Market Value
- $293.7K
-
ACAD
- Name
- ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001
- % of Assets
- 0.28
- Market Value
- $280.2K
-
SNE
- Name
- SONY CORP SPONSORED ADR ADR
- % of Assets
- 0.28
- Market Value
- $274.1K
-
TTWO
- Name
- TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.01
- % of Assets
- 0.28
- Market Value
- $273.6K
-
SVMK
- Name
- SVMK INC COMMON STOCK USD.00001
- % of Assets
- 0.28
- Market Value
- $270.7K
-
CSOD
- Name
- CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001
- % of Assets
- 0.27
- Market Value
- $268.6K
-
CACI
- Name
- CACI INTERNATIONAL INC CL A COMMON STOCK USD.1
- % of Assets
- 0.27
- Market Value
- $265.6K
-
CROX
- Name
- CROCS INC COMMON STOCK USD.001
- % of Assets
- 0.26
- Market Value
- $257.0K
-
ACA
- Name
- ARCOSA INC COMMON STOCK USD.01
- % of Assets
- 0.26
- Market Value
- $256.0K
-
HFC
- Name
- HOLLYFRONTIER CORP COMMON STOCK USD.01
- % of Assets
- 0.25
- Market Value
- $248.4K
-
NTUS
- Name
- NATUS MEDICAL INC COMMON STOCK USD.001
- % of Assets
- 0.25
- Market Value
- $242.8K
-
PPG
- Name
- PPG INDUSTRIES INC COMMON STOCK USD1.67
- % of Assets
- 0.24
- Market Value
- $234.8K
-
ZBRA
- Name
- ZEBRA TECHNOLOGIES CORP CL A COMMON STOCK USD.01
- % of Assets
- 0.24
- Market Value
- $233.9K
-
CASY
- Name
- CASEY S GENERAL STORES INC COMMON STOCK NPV
- % of Assets
- 0.24
- Market Value
- $232.5K
-
TNET
- Name
- TRINET GROUP INC COMMON STOCK USD.000025
- % of Assets
- 0.23
- Market Value
- $229.6K
-
CWT
- Name
- CALIFORNIA WATER SERVICE GRP COMMON STOCK USD.01
- % of Assets
- 0.23
- Market Value
- $228.5K
-
PPC
- Name
- PILGRIM S PRIDE CORP COMMON STOCK USD.01
- % of Assets
- 0.23
- Market Value
- $226.1K
-
OTTR
- Name
- OTTER TAIL CORP COMMON STOCK USD5.0
- % of Assets
- 0.23
- Market Value
- $223.1K
-
ASGN
- Name
- ASGN INC COMMON STOCK USD.01
- % of Assets
- 0.23
- Market Value
- $222.1K
-
ALKS
- Name
- ALKERMES PLC COMMON STOCK USD.01
- % of Assets
- 0.22
- Market Value
- $220.6K
-
CERN
- Name
- CERNER CORP COMMON STOCK USD.01
- % of Assets
- 0.21
- Market Value
- $209.9K
-
COG
- Name
- CABOT OIL + GAS CORP COMMON STOCK USD.1
- % of Assets
- 0.21
- Market Value
- $208.5K
-
UN
- Name
- UNILEVER N V NY SHARES NY REG SHRS
- % of Assets
- 0.20
- Market Value
- $197.5K
-
AVVIY
- Name
- AVIVA PLC SPON ADR ADR
- % of Assets
- 0.20
- Market Value
- $196.2K
-
TSN
- Name
- TYSON FOODS INC CL A COMMON STOCK USD.1
- % of Assets
- 0.20
- Market Value
- $194.3K
-
TEF
- Name
- TELEFONICA SA SPON ADR ADR
- % of Assets
- 0.19
- Market Value
- $189.2K
-
MS
- Name
- MORGAN STANLEY COMMON STOCK USD.01
- % of Assets
- 0.19
- Market Value
- $189.0K
-
VEEV
- Name
- VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001
- % of Assets
- 0.19
- Market Value
- $188.0K
-
HEI
- Name
- HEICO CORP COMMON STOCK USD.01
- % of Assets
- 0.19
- Market Value
- $184.6K
-
LW
- Name
- LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0
- % of Assets
- 0.18
- Market Value
- $181.6K
-
FBC
- Name
- FLAGSTAR BANCORP INC COMMON STOCK USD.01
- % of Assets
- 0.18
- Market Value
- $179.8K
-
VST
- Name
- VISTRA ENERGY CORP COMMON STOCK USD.01
- % of Assets
- 0.18
- Market Value
- $177.1K
-
ENPH
- Name
- ENPHASE ENERGY INC COMMON STOCK USD.00001
- % of Assets
- 0.18
- Market Value
- $174.1K
-
AME
- Name
- AMETEK INC COMMON STOCK USD.01
- % of Assets
- 0.18
- Market Value
- $173.8K
-
BMCH
- Name
- BMC STOCK HOLDINGS INC COMMON STOCK USD.01
- % of Assets
- 0.18
- Market Value
- $173.0K
-
ALEX
- Name
- ALEXANDER + BALDWIN INC REIT
- % of Assets
- 0.17
- Market Value
- $167.9K
-
LOW
- Name
- LOWE S COS INC COMMON STOCK USD.5
- % of Assets
- 0.17
- Market Value
- $167.8K
-
FE
- Name
- FIRSTENERGY CORP COMMON STOCK USD.1
- % of Assets
- 0.17
- Market Value
- $163.1K
-
ROCK
- Name
- GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01
- % of Assets
- 0.16
- Market Value
- $162.4K
-
KEYS
- Name
- KEYSIGHT TECHNOLOGIES IN COMMON STOCK
- % of Assets
- 0.16
- Market Value
- $160.3K
-
ALPMY
- Name
- ASTELLAS PHARMA INC UNSP ADR ADR
- % of Assets
- 0.16
- Market Value
- $160.1K
-
ATKR
- Name
- ATKORE INTERNATIONAL GROUP I COMMON STOCK USD.01
- % of Assets
- 0.16
- Market Value
- $157.7K
-
RXN
- Name
- REXNORD CORP COMMON STOCK USD.01
- % of Assets
- 0.16
- Market Value
- $157.3K
-
SYF
- Name
- SYNCHRONY FINANCIAL COMMON STOCK USD.001
- % of Assets
- 0.16
- Market Value
- $156.0K
-
MGRC
- Name
- MCGRATH RENTCORP COMMON STOCK
- % of Assets
- 0.15
- Market Value
- $152.1K
-
SBGI
- Name
- SINCLAIR BROADCAST GROUP A COMMON STOCK USD.01
- % of Assets
- 0.14
- Market Value
- $141.0K
-
HP
- Name
- HELMERICH + PAYNE COMMON STOCK USD.1
- % of Assets
- 0.14
- Market Value
- $137.1K
-
AA
- Name
- ALCOA CORP COMMON STOCK USD.01
- % of Assets
- 0.14
- Market Value
- $135.5K
-
CXW
- Name
- CORECIVIC INC REIT USD.01
- % of Assets
- 0.13
- Market Value
- $131.9K
-
TROW
- Name
- T ROWE PRICE GROUP INC COMMON STOCK USD.2
- % of Assets
- 0.13
- Market Value
- $129.8K
-
ETN
- Name
- EATON CORP PLC COMMON STOCK USD.01
- % of Assets
- 0.13
- Market Value
- $125.4K
-
UFPI
- Name
- UNIVERSAL FOREST PRODUCTS COMMON STOCK
- % of Assets
- 0.13
- Market Value
- $125.3K
-
CMC
- Name
- COMMERCIAL METALS CO COMMON STOCK USD.01
- % of Assets
- 0.12
- Market Value
- $117.3K
-
DAR
- Name
- DARLING INGREDIENTS INC COMMON STOCK USD.01
- % of Assets
- 0.12
- Market Value
- $114.3K
-
LKQ
- Name
- LKQ CORP COMMON STOCK USD.01
- % of Assets
- 0.11
- Market Value
- $110.3K
-
RHP
- Name
- RYMAN HOSPITALITY PROPERTIES REIT USD.01
- % of Assets
- 0.11
- Market Value
- $108.4K
-
OMF
- Name
- ONEMAIN HOLDINGS INC COMMON STOCK USD.01
- % of Assets
- 0.11
- Market Value
- $107.8K
-
MTG
- Name
- MGIC INVESTMENT CORP COMMON STOCK USD1.0
- % of Assets
- 0.11
- Market Value
- $104.8K
-
PEG
- Name
- PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
- % of Assets
- 0.10
- Market Value
- $100.9K
-
JBLU
- Name
- JETBLUE AIRWAYS CORP COMMON STOCK USD.01
- % of Assets
- 0.09
- Market Value
- $91.8K
-
BYD
- Name
- BOYD GAMING CORP COMMON STOCK USD.01
- % of Assets
- 0.09
- Market Value
- $88.6K
-
CLH
- Name
- CLEAN HARBORS INC COMMON STOCK USD.01
- % of Assets
- 0.09
- Market Value
- $86.7K
-
ATUS
- Name
- ALTICE USA INC A COMMON STOCK USD.01
- % of Assets
- 0.09
- Market Value
- $85.7K
-
PTEN
- Name
- PATTERSON UTI ENERGY INC COMMON STOCK USD.01
- % of Assets
- 0.08
- Market Value
- $80.7K
-
WCAGY
- Name
- WIRECARD AG UNSPON ADR ADR
- % of Assets
- 0.08
- Market Value
- $73.9K
-
KHC
- Name
- KRAFT HEINZ CO/THE COMMON STOCK USD.01
- % of Assets
- 0.07
- Market Value
- $72.1K
-
IGT
- Name
- INTERNATIONAL GAME TECHNOLOG COMMON STOCK USD.1
- % of Assets
- 0.07
- Market Value
- $64.3K
-
OSK
- Name
- OSHKOSH CORP COMMON STOCK USD.01
- % of Assets
- 0.06
- Market Value
- $59.4K
-
FSUGY
- Name
- FORTESCUE METALS SPON ADR ADR
- % of Assets
- 0.06
- Market Value
- $57.0K
-
KCDMY
- Name
- KIMBERLY CLARK DE MEXICO ADR ADR
- % of Assets
- 0.05
- Market Value
- $44.4K
-
ESPR
- Name
- ESPERION THERAPEUTICS INC COMMON STOCK USD.001
- % of Assets
- 0.04
- Market Value
- $42.5K
-
EXC
- Name
- EXELON CORP COMMON STOCK
- % of Assets
- 0.04
- Market Value
- $42.0K
-
NEX
- Name
- NEXTIER OILFIELD SOLUTIONS I COMMON STOCK USD.01
- % of Assets
- 0.03
- Market Value
- $34.4K
-
NUAN
- Name
- NUANCE COMMUNICATIONS INC COMMON STOCK USD.001
- % of Assets
- 0.03
- Market Value
- $31.8K
-
AMP
- Name
- AMERIPRISE FINANCIAL INC COMMON STOCK USD.01
- % of Assets
- 0.02
- Market Value
- $24.3K
-
CLNY
- Name
- COLONY CAPITAL INC REIT USD.01
- % of Assets
- 0.02
- Market Value
- $19.1K
-
VLO
- Name
- VALERO ENERGY CORP COMMON STOCK USD.01
- % of Assets
- 0.02
- Market Value
- $17.0K
-
TRGP
- Name
- TARGA RESOURCES CORP COMMON STOCK USD.001
- % of Assets
- -0.04
- Market Value
- $-42,088.8
-
SRG
- Name
- SERITAGE GROWTH PROP A REIT REIT USD.01
- % of Assets
- -0.04
- Market Value
- $-42,625.7
-
HQY
- Name
- HEALTHEQUITY INC COMMON STOCK USD.0001
- % of Assets
- -0.04
- Market Value
- $-43,456.8
-
BA
- Name
- BOEING CO/THE COMMON STOCK USD5.0
- % of Assets
- -0.05
- Market Value
- $-53,988.7
-
WBT
- Name
- WELBILT INC COMMON STOCK USD.01
- % of Assets
- -0.07
- Market Value
- $-66,407.9
-
WETF
- Name
- WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01
- % of Assets
- -0.07
- Market Value
- $-67,996.4
-
WWE
- Name
- WORLD WRESTLING ENTERTAIN A COMMON STOCK USD.01
- % of Assets
- -0.08
- Market Value
- $-81,737.4
-
SAGE
- Name
- SAGE THERAPEUTICS INC COMMON STOCK USD.0001
- % of Assets
- -0.09
- Market Value
- $-84,264.5
-
CFR
- Name
- CULLEN/FROST BANKERS INC COMMON STOCK USD.01
- % of Assets
- -0.09
- Market Value
- $-93,113.5
-
APPN
- Name
- APPIAN CORP COMMON STOCK USD.0001
- % of Assets
- -0.10
- Market Value
- $-94,098.0
-
GDOT
- Name
- GREEN DOT CORP CLASS A COMMON STOCK USD.001
- % of Assets
- -0.11
- Market Value
- $-106,181.0
-
CXO
- Name
- CONCHO RESOURCES INC COMMON STOCK USD.001
- % of Assets
- -0.12
- Market Value
- $-121,522.6
-
LGIH
- Name
- LGI HOMES INC COMMON STOCK USD.01
- % of Assets
- -0.13
- Market Value
- $-132,605.6
-
BLUE
- Name
- BLUEBIRD BIO INC COMMON STOCK USD.01
- % of Assets
- -0.14
- Market Value
- $-134,570.9
-
ADUS
- Name
- ADDUS HOMECARE CORP COMMON STOCK USD.001
- % of Assets
- -0.15
- Market Value
- $-145,204.8
-
QTWO
- Name
- Q2 HOLDINGS INC COMMON STOCK USD.0001
- % of Assets
- -0.15
- Market Value
- $-146,173.5
-
NTNX
- Name
- NUTANIX INC A COMMON STOCK USD.000025
- % of Assets
- -0.15
- Market Value
- $-146,797.8
-
RPD
- Name
- RAPID7 INC COMMON STOCK USD.01
- % of Assets
- -0.16
- Market Value
- $-153,778.2
-
TOL
- Name
- TOLL BROTHERS INC COMMON STOCK USD.01
- % of Assets
- -0.16
- Market Value
- $-154,288.8
-
MASI
- Name
- MASIMO CORP COMMON STOCK USD.001
- % of Assets
- -0.16
- Market Value
- $-158,699.5
-
FSLR
- Name
- FIRST SOLAR INC COMMON STOCK USD.001
- % of Assets
- -0.16
- Market Value
- $-160,503.1
-
TWOU
- Name
- 2U INC COMMON STOCK USD.001
- % of Assets
- -0.18
- Market Value
- $-173,579.6
-
VG
- Name
- VONAGE HOLDINGS CORP COMMON STOCK USD.001
- % of Assets
- -0.18
- Market Value
- $-176,404.8
-
LFUS