2007 FTSE All-Share

FTSE All-Share Index Series
UK Monthly Review
July 2020
%%31,158,196,146,195,220
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FTSE Russell
FTSE All-Share Review - Table of Contents
FTSE UK Indices FTSE 250 Index

Section – Page No. Section – Page No.
1-3 FTSE UK Indices Performance 4-3 Industry/Sector Performance
1-3 FTSE UK indices relative to FTSE All-Share 4-4 FTSE 250 Industry/Sector relative to FTSE 250
1-4 Market Capitalisation (GBP mn) 4-6 Overview
1-5 Number of Stocks 4-7 Constituent Report
1-6 Industry/Sector Weights (bp) 4-13 Index Changes / Multiple Lines / Reserve List
1-7 Industry/Sector Weights by Index (%)
1-8 Index Weights by Industry/Sector (%)
1-9 Dividend Yield (%) FTSE 350 Index
Section – Page No.
1-10 Price to Book
1-11 Price to Earnings 5-3 Industry/Sector Performance
1-12 Price to Cash Earnings 5-4 FTSE 350 Industry/Sector relative to FTSE 350
1-13 Price to Sales 5-6 Overview
1-14 Return on Equity 5-7 Constituent Report
5-14 Index Changes / Multiple Lines
FTSE All-Share Indices

FTSE Small Cap Index
2-3 Industry/Sector Performance
2-4 FTSE All-Share Industry/Sector relative to FTSE All-Share
6-4 FTSE Small Cap Industry/Sector relative to FTSE Small Cap
2-6 Overview
6-6 Overview
2-7 Constituent Report
FTSE 100 Index

Section – Page No. Appendices
3-4 FTSE 100 Industry/Sector relative to FTSE 100 A-3 About the FTSE All-Share Index
3-6 Overview A-5 Ground rules governing free float
3-7 Constituent Report A-6 Industry Classification Benchmark (ICB)
3-10 Index Changes / Multiple Lines / Reserve List A-8 User guide to the FTSE All-Share Review
A-13 Guide to terminology
ftserussell.com
July 2020 FTSE Russell
FTSE UK Indices
1–1
FTSE All-Share Review July 2020
FTSE UK Indices – Table of Contents
FTSE UK Indices
1-3 FTSE UK Indices Performance
1-3 FTSE UK indices relative to FTSE All-Share
1-4 Market Capitalisation (GBP mn)
1-5 Number of Stocks
1-6 Industry/Sector Weights (bp)
1-7 Industry/Sector Weights by Index (%)
1-8 Index Weights by Industry/Sector (%)
1-9 Dividend Yield (%)
1-10 Price to Book
1-11 Price to Earnings
1-12 Price to Cash Earnings
1-13 Price to Sales
1-14 Return on Equity
1–2
FTSE UK Indices Performance - GBP

.
Capital Return Total Return MCap Index No of

Yld% P/E P/B P/CE P/S ROE Index Index 1M% YTD% 12M% Index 1M% YTD% 12M% GBP (mn) Wgt % Stocks
.
4.82 14.5 1.4 5.9 0.9 9.4 FTSE All-Share Index 3,282.02 -3.78 -21.79 -20.61 6,233.53 -3.58 -20.47 -17.76 1,868,634 100.00 613
5.03 14.1 1.4 5.4 0.8 9.9 FTSE 100 Index 5,897.76 -4.41 -21.81 -22.26 5,559.66 -4.20 -20.36 -19.23 1,499,285 80.23 101
3.83 14.4 1.3 9.6 1.0 9.2 FTSE 250 Index 16,932.65 -1.09 -22.62 -13.90 13,312.24 -0.99 -21.87 -11.99 308,194 16.49 251
4.82 14.2 1.4 5.8 0.9 9.8 FTSE 350 Index 3,316.88 -3.86 -21.95 -20.93 6,235.79 -3.67 -20.62 -18.07 1,807,479 96.73 352
4.82 75.7 0.9 9.2 0.9 1.1 FTSE Small Cap Index 4,942.72 -1.38 -16.94 -10.83 7,774.98 -1.12 -15.71 -8.26 61,155 3.27 261
7.57 N/A N/A N/A N/A N/A FTSE 350 Higher Yield Index 2,530.84 -7.16 -30.72 -31.37 5,200.98 -6.85 -29.14 -27.81 895,277 47.91 154
2.13 N/A N/A N/A N/A N/A FTSE 350 Lower Yield Index 3,947.59 -0.39 -12.52 -9.31 4,637.81 -0.31 -11.52 -7.42 912,202 48.82 198
4.98 N/A N/A N/A N/A N/A FTSE All-Share ex Invt Trust 3,176.19 -4.05 -22.78 -21.70 3,129.27 -3.85 -21.47 -18.85 1,744,065 93.33 424
5.07 N/A N/A N/A N/A N/A FTSE 100 Index ex Invt Trust 1,929.25 -4.49 -22.13 -22.59 15,168.78 -4.27 -20.68 -19.56 1,486,673 79.56 100
4.22 N/A N/A N/A N/A N/A FTSE 250 Index ex Invt Trust 17,127.89 -1.27 -26.49 -16.80 13,738.58 -1.20 -25.94 -15.10 227,368 12.17 184
4.96 N/A N/A N/A N/A N/A FTSE 350 Index ex Invt Trust 3,240.35 -4.07 -22.76 -21.83 3,143.07 -3.88 -21.44 -18.97 1,714,041 91.73 284
7.63 N/A N/A N/A N/A N/A FTSE 350 Higher Yield ex Invt Trust 3,708.72 -7.34 -31.14 -31.85 19,436.16 -7.04 -29.58 -28.32 870,513 46.59 132
2.20 N/A N/A N/A N/A N/A FTSE 350 Lower Yield ex Invt Trust 5,455.19 -0.45 -13.33 -10.16 12,776.91 -0.38 -12.33 -8.26 843,527 45.14 152
6.30 N/A N/A N/A N/A N/A FTSE Small Cap ex Invt Trust 3,737.94 -2.52 -23.56 -14.88 6,157.99 -2.41 -22.81 -12.81 30,025 1.61 140
FTSE UK Indices - GBP
130
FTSE UK Indices
120
110
100
90
80
Dec-15 Dec-16 Dec-17 Dec-18 Dec-19
FTSE All-Share FTSE 100 FTSE 250 FTSE 350 FTSE Small Cap
1–3
FTSE UK Indices Performance Relative to FTSE All-Share Index - GBP
1 Month 12 Months
FTSE 100 Index -0.7 FTSE 100 Index -2.1
FTSE 250 Index 2.8 FTSE 250 Index 8.4
FTSE 350 Index -0.1 FTSE 350 Index -0.4
FTSE Small Cap Index 2.5 FTSE Small Cap Index 12.3
-1 -0.5 0 0.5 1 1.5 2 2.5 3 -5 0 5 10 15
1–3
FTSE UK Indices - Market Capitalisation (GBP mn)

FTSE 100 FTSE 250 FTSE 350 FTSE Small Cap FTSE All-Share
Oil & Gas 140,580 2,886 143,465 1,132 144,598 Oil & Gas
Oil & Gas Producers 140,580 1,252 141,832 883 142,715 Oil & Gas Producers
Oil Equipment Services & Distrib. - 1,633 1,633 249 1,882 Oil Equipment Services & Distrib.
Basic Materials 158,135 8,001 166,137 964 167,101 Basic Materials
Chemicals 11,371 2,498 13,869 818 14,687 Chemicals
Forestry & Paper 6,598 - 6,598 - 6,598 Forestry & Paper
Industrial Metals & Mining 1,662 518 2,179 - 2,179 Industrial Metals & Mining
Mining 138,505 4,985 143,490 146 143,636 Mining
Industrials 159,136 61,522 220,658 7,541 228,200 Industrials
Construction & Materials 21,690 4,620 26,310 1,980 28,289 Construction & Materials
Aerospace & Defense 19,728 8,499 28,227 218 28,446 Aerospace & Defense
General Industrials 26,244 812 27,055 136 27,191 General Industrials
Electronic & Electrical Equipment 8,244 6,521 14,765 1,000 15,765 Electronic & Electrical Equipment
Industrial Engineering 7,573 11,913 19,486 914 20,400 Industrial Engineering
Industrial Transportation - 4,378 4,378 298 4,676 Industrial Transportation
Support Services 75,658 24,779 100,437 2,996 103,433 Support Services
Consumer Goods 269,487 21,026 290,513 2,771 293,285 Consumer Goods
Automobiles & Parts - 743 743 - 743 Automobiles & Parts
Beverages 68,107 3,190 71,297 423 71,720 Beverages
Food Producers 6,130 6,175 12,306 1,163 13,468 Food Producers
Household Goods & Home Constr. 70,816 7,386 78,202 964 79,167 Household Goods & Home Constr.
Leisure Goods - 2,859 2,859 111 2,971 Leisure Goods
Personal Goods 54,837 672 55,509 110 55,619 Personal Goods
Tobacco 69,598 - 69,598 - 69,598 Tobacco
Health Care 204,142 11,998 216,140 1,931 218,070 Health Care
Health Care Equipment & Services 13,264 6,053 19,317 332 19,650 Health Care Equipment & Services
Pharmaceuticals & Biotechnology 190,878 5,945 196,822 1,598 198,421 Pharmaceuticals & Biotechnology
Consumer Services 173,226 37,601 210,828 4,393 215,221 Consumer Services
Food & Drug Retailers 37,538 1,187 38,725 - 38,725 Food & Drug Retailers
General Retailers 28,007 14,406 42,413 1,633 44,046 General Retailers
Media 58,190 5,432 63,621 896 64,518 Media
Travel & Leisure 49,491 16,577 66,068 1,864 67,932 Travel & Leisure
Telecommunications 39,502 2,580 42,082 - 42,082 Telecommunications
Fixed Line Telecommunications 8,568 1,234 9,801 - 9,801 Fixed Line Telecommunications
Mobile Telecommunications 30,935 1,346 32,281 - 32,281 Mobile Telecommunications
Utilities 61,509 4,318 65,827 - 65,827 Utilities
Electricity 13,515 1,475 14,990 - 14,990 Electricity
Gas Water & Multiutilities 47,994 2,844 50,837 - 50,837 Gas Water & Multiutilities
Financials 279,828 151,290 431,118 40,512 471,630 Financials
Banks 120,288 4,303 124,591 165 124,755 Banks
Nonlife Insurance 9,412 12,371 21,783 - 21,783 Nonlife Insurance
Life Insurance 60,242 460 60,702 426 61,128 Life Insurance
Real Estate Investment & Services - 4,456 4,456 2,467 6,923 Real Estate Investment & Services
Real Estate Investment Trusts 19,003 25,142 44,146 4,047 48,193 Real Estate Investment Trusts
Financial Services 58,271 23,730 82,001 2,277 84,279 Financial Services
Equity Investment Instruments 12,612 80,827 93,438 31,130 124,568 Equity Investment Instruments
Technology 13,739 6,972 20,711 1,910 22,620 Technology
Software & Computer Services 13,739 5,285 19,023 1,491 20,514 Software & Computer Services
Technology Hardware & Equip. - 1,687 1,687 419 2,106 Technology Hardware & Equip.
TOTAL 1,499,285 308,194 1,807,479 61,155 1,868,634 TOTAL
1–4
FTSE UK Indices - Number of Stocks

Oil & Gas 3 4 7 5 12 Oil & Gas
Oil & Gas Producers 3 2 5 4 9 Oil & Gas Producers
Oil Equipment Services & Distrib. - 2 2 1 3 Oil Equipment Services & Distrib.
Basic Materials 11 7 18 4 22 Basic Materials
Chemicals 2 2 4 3 7 Chemicals
Forestry & Paper 1 - 1 - 1 Forestry & Paper
Industrial Metals & Mining 1 1 2 - 2 Industrial Metals & Mining
Mining 7 4 11 1 12 Mining
Industrials 16 47 63 37 100 Industrials
Construction & Materials 1 5 6 9 15 Construction & Materials
Aerospace & Defense 2 6 8 1 9 Aerospace & Defense
General Industrials 5 1 6 1 7 General Industrials
Electronic & Electrical Equipment 1 5 6 4 10 Electronic & Electrical Equipment
Industrial Engineering 1 7 8 5 13 Industrial Engineering
Industrial Transportation - 4 4 2 6 Industrial Transportation
Support Services 6 19 25 15 40 Support Services
Consumer Goods 12 17 29 13 42 Consumer Goods
FTSE UK Indices
Automobiles & Parts - 2 2 - 2 Automobiles & Parts
Beverages 2 3 5 1 6 Beverages
Food Producers 1 4 5 5 10 Food Producers
Household Goods & Home Constr. 5 5 10 4 14 Household Goods & Home Constr.
Leisure Goods - 1 1 1 2 Leisure Goods
Personal Goods 2 2 4 2 6 Personal Goods
Tobacco 2 - 2 - 2 Tobacco
Health Care 4 7 11 4 15 Health Care
Health Care Equipment & Services 1 3 4 2 6 Health Care Equipment & Services
Pharmaceuticals & Biotechnology 3 4 7 2 9 Pharmaceuticals & Biotechnology
Consumer Services 22 35 57 25 82 Consumer Services
Food & Drug Retailers 4 1 5 - 5 Food & Drug Retailers
General Retailers 5 10 15 10 25 General Retailers
Media 7 5 12 5 17 Media
Travel & Leisure 6 19 25 10 35 Travel & Leisure
Telecommunications 2 4 6 - 6 Telecommunications
Fixed Line Telecommunications 1 2 3 - 3 Fixed Line Telecommunications
Mobile Telecommunications 1 2 3 - 3 Mobile Telecommunications
Utilities 5 3 8 - 8 Utilities
1–5
Electricity 1 2 3 - 3 Electricity
Gas Water & Multiutilities 4 1 5 - 5 Gas Water & Multiutilities
Financials 23 121 144 166 310 Financials
Banks 5 5 10 1 11 Banks
Nonlife Insurance 2 6 8 - 8 Nonlife Insurance
Life Insurance 5 1 6 1 7 Life Insurance
Real Estate Investment & Services - 5 5 12 17 Real Estate Investment & Services
Real Estate Investment Trusts 3 18 21 18 39 Real Estate Investment Trusts
Financial Services 7 19 26 13 39 Financial Services
Equity Investment Instruments 1 67 68 121 189 Equity Investment Instruments
Technology 3 6 9 7 16 Technology
Software & Computer Services 3 5 8 6 14 Software & Computer Services
Technology Hardware & Equip. - 1 1 1 2 Technology Hardware & Equip.
TOTAL 101 251 352 261 613 TOTAL
1–5
FTSE UK Indices - Industry/Sector Weights (bp)

Oil & Gas 752.31 15.44 767.76 6.06 773.81 Oil & Gas
Oil & Gas Producers 752.31 6.70 759.02 4.73 763.74 Oil & Gas Producers
Oil Equipment Services & Distrib. - 8.74 8.74 1.33 10.07 Oil Equipment Services & Distrib.
Basic Materials 846.26 42.82 889.08 5.16 894.24 Basic Materials
Chemicals 60.85 13.37 74.22 4.38 78.60 Chemicals
Forestry & Paper 35.31 - 35.31 - 35.31 Forestry & Paper
Industrial Metals & Mining 8.89 2.77 11.66 - 11.66 Industrial Metals & Mining
Mining 741.21 26.68 767.89 0.78 768.67 Mining
Industrials 851.62 329.24 1,180.85 40.36 1,221.21 Industrials
Construction & Materials 116.07 24.72 140.80 10.59 151.39 Construction & Materials
Aerospace & Defense 105.57 45.48 151.06 1.17 152.23 Aerospace & Defense
General Industrials 140.44 4.34 144.79 0.73 145.51 General Industrials
Electronic & Electrical Equipment 44.12 34.90 79.01 5.35 84.36 Electronic & Electrical Equipment
Industrial Engineering 40.53 63.75 104.28 4.89 109.17 Industrial Engineering
Industrial Transportation - 23.43 23.43 1.59 25.03 Industrial Transportation
Support Services 404.88 132.60 537.49 16.03 553.52 Support Services
Consumer Goods 1,442.16 112.52 1,554.68 14.83 1,569.51 Consumer Goods
Automobiles & Parts - 3.97 3.97 - 3.97 Automobiles & Parts
Beverages 364.47 17.07 381.54 2.26 383.81 Beverages
Food Producers 32.81 33.05 65.85 6.22 72.08 Food Producers
Household Goods & Home Constr. 378.97 39.53 418.50 5.16 423.66 Household Goods & Home Constr.
Leisure Goods - 15.30 15.30 0.60 15.90 Leisure Goods
Personal Goods 293.46 3.60 297.06 0.59 297.64 Personal Goods
Tobacco 372.45 - 372.45 - 372.45 Tobacco
Health Care 1,092.47 64.21 1,156.67 10.33 1,167.00 Health Care
Health Care Equipment & Services 70.98 32.39 103.38 1.78 105.16 Health Care Equipment & Services
Pharmaceuticals & Biotechnology 1,021.48 31.81 1,053.30 8.55 1,061.85 Pharmaceuticals & Biotechnology
Consumer Services 927.02 201.22 1,128.24 23.51 1,151.75 Consumer Services
Food & Drug Retailers 200.89 6.35 207.24 - 207.24 Food & Drug Retailers
General Retailers 149.88 77.09 226.97 8.74 235.71 General Retailers
Media 311.40 29.07 340.47 4.80 345.27 Media
Travel & Leisure 264.85 88.71 353.56 9.97 363.54 Travel & Leisure
Telecommunications 211.40 13.80 225.20 - 225.20 Telecommunications
Fixed Line Telecommunications 45.85 6.60 52.45 - 52.45 Fixed Line Telecommunications
Mobile Telecommunications 165.55 7.20 172.75 - 172.75 Mobile Telecommunications
Utilities 329.17 23.11 352.28 - 352.28 Utilities
Electricity 72.33 7.89 80.22 - 80.22 Electricity
Gas Water & Multiutilities 256.84 15.22 272.06 - 272.06 Gas Water & Multiutilities
Financials 1,497.50 809.63 2,307.13 216.80 2,523.93 Financials
Banks 643.72 23.03 666.75 0.88 667.63 Banks
Nonlife Insurance 50.37 66.21 116.57 - 116.57 Nonlife Insurance
Life Insurance 322.38 2.46 324.85 2.28 327.13 Life Insurance
Real Estate Investment & Services - 23.85 23.85 13.20 37.05 Real Estate Investment & Services
Real Estate Investment Trusts 101.70 134.55 236.25 21.66 257.90 Real Estate Investment Trusts
Financial Services 311.84 126.99 438.83 12.19 451.02 Financial Services
Equity Investment Instruments 67.49 432.54 500.04 166.59 666.63 Equity Investment Instruments
Technology 73.52 37.31 110.83 10.22 121.05 Technology
Software & Computer Services 73.52 28.28 101.80 7.98 109.78 Software & Computer Services
Technology Hardware & Equip. - 9.03 9.03 2.24 11.27 Technology Hardware & Equip.
TOTAL 8,023.43 1,649.30 9,672.73 327.27 10,000.00 TOTAL
1–6
FTSE UK Indices - Industry/Sector Weights by Index (%)

Oil & Gas 9.38 0.94 7.94 1.85 7.74 Oil & Gas
Mining 9.24 1.62 7.94 0.24 7.69 Mining
Industrials 10.61 19.96 12.21 12.33 12.21 Industrials
Consumer Goods 17.97 6.82 16.07 4.53 15.70 Consumer Goods
FTSE UK Indices
Tobacco 4.64 - 3.85 - 3.72 Tobacco
Health Care 13.62 3.89 11.96 3.16 11.67 Health Care
Pharmaceuticals & Biotechnology 12.73 1.93 10.89 2.61 10.62 Pharmaceuticals & Biotechnology
Consumer Services 11.55 12.20 11.66 7.18 11.52 Consumer Services
Media 3.88 1.76 3.52 1.47 3.45 Media
Financials 18.66 49.09 23.85 66.25 25.24 Financials
Banks 8.02 1.40 6.89 0.27 6.68 Banks
1–7
TOTAL 100.00 100.00 100.00 100.00 100.00 TOTAL
1–7
FTSE UK Indices - Index Weights by Industry/Sector (%)

Oil & Gas 97.22 2.00 99.22 0.78 100.00 Oil & Gas
Mining 96.43 3.47 99.90 0.10 100.00 Mining
Tobacco 100.00 - 100.00 - 100.00 Tobacco
Media 90.19 8.42 98.61 1.39 100.00 Media
Banks 96.42 3.45 99.87 0.13 100.00 Banks
TOTAL 80.23 16.49 96.73 3.27 100.00 TOTAL
1–8
FTSE UK Indices - Dividend Yield (%)

Oil & Gas 11.04 9.03 11.00 9.24 10.98 Oil & Gas
Mining 6.27 2.35 6.13 3.50 6.13 Mining
FTSE UK Indices
Media 4.23 2.49 4.09 5.78 4.11 Media
Banks 6.63 6.55 6.62 0.00 6.62 Banks
1–9
1–9
FTSE UK Indices - Price to Book

Oil & Gas 0.6 0.6 0.6 0.4 0.6 Oil & Gas
Mining 1.4 2.2 1.4 0.3 1.4 Mining
General Retailers 3.5 1.6 2.5 -4.7 2.7 General Retailers
Media 2.8 3.7 2.9 0.9 2.8 Media
Banks 0.4 0.5 0.4 0.1 0.4 Banks
INDEX 1.4 1.3 1.4 0.9 1.4 INDEX
1–10
FTSE UK Indices - Price to Earnings

Oil & Gas 8.0 9.0 8.0 -0.8 8.8 Oil & Gas
Oil & Gas Producers 8.0 33.1 8.1 -0.6 8.9 Oil & Gas Producers
Mining 10.4 16.5 10.5 5.8 10.5 Mining
Construction & Materials 12.1 11.8 12.1 -87.4 13.1 Construction & Materials
Industrial Transportation - 13.3 13.3 -3.9 18.5 Industrial Transportation
Household Goods & Home Constr. -ve 6.5 +ve 10.1 +ve Household Goods & Home Constr.
FTSE UK Indices
Personal Goods 20.2 42.9 20.2 -1.1 20.7 Personal Goods
Health Care Equipment & Services 21.1 +ve 29.6 26.6 29.5 Health Care Equipment & Services
Media 12.7 17.8 13.0 5.8 12.8 Media
Travel & Leisure 12.8 8.9 11.6 -7.8 12.4 Travel & Leisure
Utilities 28.3 -6.1 44.9 - 44.9 Utilities
Gas Water & Multiutilities 24.3 -3.8 41.6 - 41.6 Gas Water & Multiutilities
Banks 8.2 4.3 8.0 -1.2 8.1 Banks
1–11
Real Estate Investment Trusts -19.8 -ve -40.0 -ve -43.2 Real Estate Investment Trusts
Technology Hardware & Equip. - 27.4 27.4 +ve 32.6 Technology Hardware & Equip.
INDEX 14.1 14.4 14.2 75.7 14.5 INDEX
1–11
FTSE UK Indices - Price to Cash Earnings

Oil & Gas 2.8 3.3 2.8 0.5 2.7 Oil & Gas
Mining 4.1 9.1 4.2 3.4 4.2 Mining
Media 10.0 17.2 10.4 6.5 10.3 Media
Banks 7.3 1.6 6.5 -6.9 6.6 Banks
Life Insurance 0.8 2.2 0.8 -8.6 0.8 Life Insurance
Equity Investment Instruments -ve 60.1 71.5 74.6 72.2 Equity Investment Instruments
INDEX 5.4 9.6 5.8 9.2 5.9 INDEX
1–12
FTSE UK Indices - Price to Sales

Oil & Gas 0.3 0.3 0.3 0.3 0.3 Oil & Gas
Mining 0.6 2.5 0.7 1.0 0.7 Mining
FTSE UK Indices
Media 1.9 2.8 1.9 0.7 1.9 Media
Banks 0.7 0.7 0.7 0.3 0.7 Banks
1–13
INDEX 0.8 1.0 0.9 0.9 0.9 INDEX
1–13
FTSE UK Indices - Return on Equity

Oil & Gas 8.2 6.1 8.2 -38.0 7.7 Oil & Gas
Oil & Gas Producers 8.2 2.6 8.2 -49.0 7.8 Oil & Gas Producers
Mining 12.8 14.1 12.9 5.2 12.8 Mining
Construction & Materials 12.1 14.8 12.5 -0.7 10.5 Construction & Materials
Industrial Transportation - 5.0 5.0 -51.3 3.7 Industrial Transportation
Household Goods & Home Constr. -2.3 17.5 1.8 7.9 2.1 Household Goods & Home Constr.
Personal Goods 45.6 6.7 44.9 -25.9 42.5 Personal Goods
General Retailers 10.7 8.5 9.6 -ve 11.2 General Retailers
Media 21.3 21.1 21.2 17.0 21.1 Media
Travel & Leisure 21.5 11.3 15.1 -7.8 13.8 Travel & Leisure
Utilities 7.4 -17.6 4.4 - 4.4 Utilities
Gas Water & Multiutilities 7.9 -34.7 4.5 - 4.5 Gas Water & Multiutilities
Banks 5.1 13.8 5.4 -9.8 5.3 Banks
Real Estate Investment Trusts -4.0 -0.5 -2.1 -0.2 -1.9 Real Estate Investment Trusts
INDEX 9.9 9.2 9.8 1.1 9.4 INDEX
1–14
FTSE All-Share Index
2–1
FTSE All-Share Index – Table of Contents

2-4 FTSE All-Share Industry/Sector relative to FTSE All-Share
2-6 Overview
2–2
FTSE All-Share Industry/Sector Performance - GBP

.
ALL CAP
Capital Return Total Return M Cap Index No of Wgtd
Yld% P/E P/B P/CE P/S ROE Industry/Sector Index 1M% YTD% 12M% Index 1M % YTD % 12M % (GBP mn) Wgt % StocksCont1M%
10.98 8.8 0.6 2.7 0.3 7.7 Oil & Gas 4,364.91 -11.6 -47.7 -55.2 4,797.46 -11.6 -46.0 -52.2 144,598 7.74 12 -0.97
10.94 8.9 0.6 2.7 0.3 7.8 Oil & Gas Producers 4,239.87 -11.6 -47.6 -55.0 4,830.45 -11.6 -45.9 -52.0 142,715 7.64 9 -0.96
14.32 5.7 0.4 3.0 0.2 7.3 Oil Equipment Services & Distrib. 3,865.29 -8.0 -55.4 -64.8 3,328.31 -8.0 -55.4 -63.9 1,882 0.10 3 -0.01
5.77 11.0 1.5 4.5 0.7 13.2 Basic Materials 5,969.72 2.5 -6.0 -10.3 7,049.27 2.5 -3.4 -5.2 167,101 8.94 22 0.21
2.36 20.1 2.7 13.2 0.8 13.8 Chemicals 12,645.80 6.1 -10.9 -9.8 12,082.82 6.1 -9.8 -8.1 14,687 0.79 7 0.04
1.85 11.9 2.6 7.7 1.4 22.5 Forestry & Paper 16,743.09 -9.8 -23.1 -24.4 19,810.73 -9.8 -23.0 -23.1 6,598 0.35 1 -0.04
17.14 8.2 2.2 2.3 0.5 28.7 Industrial Metals & Mining 3,222.17 0.6 -20.8 -50.9 4,164.27 0.6 -13.1 -43.3 2,179 0.12 2 0.00
6.13 10.5 1.4 4.2 0.7 12.8 Mining 17,414.80 2.8 -4.2 -8.5 10,857.58 2.8 -1.3 -2.8 143,636 7.69 12 0.20
2.66 17.4 2.5 9.3 0.9 14.2 Industrials 5,003.82 -2.7 -16.5 -10.6 5,508.45 -2.7 -16.1 -9.3 228,200 12.21 100 -0.33
3.15 13.1 1.4 7.1 0.6 10.5 Construction & Materials 6,248.77 -2.0 -15.4 0.0 7,182.89 -1.9 -13.9 2.5 28,289 1.51 15 -0.03
3.66 22.4 3.0 6.2 0.7 11.8 Aerospace & Defense 3,388.18 -2.6 -35.0 -35.7 3,843.99 -2.6 -35.0 -35.0 28,446 1.52 9 -0.04
3.74 11.0 1.5 7.8 0.7 13.9 General Industrials 3,948.55 -8.9 -23.6 -18.8 4,863.27 -8.9 -23.6 -17.3 27,191 1.46 7 -0.14
1.36 19.9 4.1 19.5 2.7 21.5 Electronic & Electrical Equipment 10,139.47 -0.7 -0.9 9.2 9,652.41 -0.7 -0.9 9.9 15,765 0.84 10 -0.01
2.60 33.6 3.2 13.0 1.7 9.1 Industrial Engineering 13,160.92 3.9 -10.7 -6.1 17,039.31 3.9 -10.4 -4.9 20,400 1.09 13 0.04
9.19 18.5 0.7 3.9 0.3 3.7 Industrial Transportation 2,641.95 -6.8 -32.8 -30.4 2,672.68 -6.8 -32.8 -29.2 4,676 0.25 6 -0.02
1.89 18.6 3.9 11.6 1.0 21.3 Support Services 8,156.70 -2.6 -10.6 -4.1 9,008.86 -2.6 -10.1 -2.7 103,433 5.54 40 -0.14
4.56 18.9 2.6 12.7 2.1 13.5 Consumer Goods 17,667.52 -3.7 -12.3 -12.2 14,725.53 -3.3 -10.6 -8.7 293,285 15.70 42 -0.58
0.85 9.6 1.3 6.4 0.4 13.5 Automobiles & Parts 2,889.70 3.6 -47.4 -35.2 2,956.79 3.6 -47.4 -34.5 743 0.04 2 0.00
2.59 20.2 6.7 18.1 3.7 30.3 Beverages 21,971.69 4.0 -13.5 -19.6 16,631.55 4.1 -12.6 -17.8 71,720 3.84 6 0.14

2.89 13.9 1.6 8.8 0.8 11.6 Food Producers 6,246.62 -4.1 -22.6 -16.6 5,780.86 -3.9 -21.9 -14.8 13,468 0.72 10 -0.03
3.43 +ve 2.6 18.3 2.2 2.1 Household Goods & Home Constr. 14,610.48 1.5 -3.0 6.7 11,627.63 1.5 -2.0 9.5 79,167 4.24 14 0.06
2.29 37.1 14.3 21.6 7.3 39.4 Leisure Goods 22,169.00 8.2 33.3 72.2 22,986.19 8.2 34.1 77.5 2,971 0.16 2 0.01
3.18 20.7 8.7 15.3 2.3 42.5 Personal Goods 32,015.22 1.7 -3.4 -13.7 23,635.32 1.7 -2.0 -11.2 55,619 2.98 6 0.05
9.43 9.0 1.0 6.9 1.7 11.1 Tobacco 26,278.78 -18.4 -23.8 -20.1 20,734.75 -17.2 -20.6 -13.5 69,598 3.72 2 -0.81
3.39 22.7 6.8 18.9 3.4 34.0 Health Care 12,601.67 -1.5 -2.1 3.4 10,822.68 -1.5 -0.1 6.9 218,070 11.67 15 -0.17
2.10 29.5 2.6 12.3 2.3 8.5 Health Care Equipment & Services 6,556.62 1.1 -22.4 -21.6 6,002.34 1.1 -21.4 -20.2 19,650 1.05 6 0.01
3.52 22.2 8.2 19.9 3.6 43.8 Pharmaceuticals & Biotechnology 17,784.34 -1.8 0.5 6.7 13,713.98 -1.8 2.6 10.6 198,421 10.62 9 -0.18
3.82 15.1 2.2 8.2 0.7 13.7 Consumer Services 4,029.08 -5.8 -29.1 -24.1 4,107.87 -5.6 -28.2 -22.4 215,221 11.52 82 -0.68
3.24 20.5 1.6 17.3 0.4 7.7 Food & Drug Retailers 4,119.84 -4.5 -5.5 4.7 5,177.76 -4.5 -3.8 7.7 38,725 2.07 5 -0.09
2.78 24.0 2.7 8.8 0.7 11.2 General Retailers 1,981.84 2.2 -17.7 -6.7 2,473.92 2.3 -17.5 -5.3 44,046 2.36 25 0.05
4.11 12.8 2.8 10.3 1.9 21.1 Media 6,628.99 -11.1 -28.6 -26.9 4,455.90 -10.8 -27.5 -25.0 64,518 3.45 17 -0.41
4.54 12.4 1.9 5.4 0.6 13.8 Travel & Leisure 5,684.61 -5.9 -43.8 -39.7 5,830.93 -5.9 -43.4 -38.7 67,932 3.64 35 -0.22
8.41 7.2 0.6 2.2 0.7 8.9 Telecommunications 1,609.97 -10.8 -29.2 -29.9 2,177.14 -10.7 -27.5 -25.4 42,082 2.25 6 -0.26
14.16 3.6 0.7 2.0 0.5 24.1 Fixed Line Telecommunications 1,261.42 -13.3 -46.6 -46.3 1,382.25 -13.1 -46.5 -41.9 9,801 0.52 3 -0.08
6.66 10.3 0.6 2.3 0.8 5.7 Mobile Telecommunications 2,626.33 -10.1 -21.2 -22.6 3,202.15 -10.0 -18.9 -18.4 32,281 1.73 3 -0.19
5.94 44.9 2.1 7.7 1.1 4.4 Utilities 7,100.71 -4.9 -8.0 9.5 9,800.97 -2.3 -4.6 15.1 65,827 3.52 8 -0.18
6.11 61.1 2.7 8.4 1.3 4.1 Electricity 7,593.70 -3.5 -9.5 15.9 13,894.91 0.1 -4.4 22.7 14,990 0.80 3 -0.03
5.89 41.6 1.9 7.6 1.1 4.5 Gas Water & Multiutilities 6,590.11 -5.4 -7.6 7.7 8,971.30 -3.1 -4.7 12.9 50,837 2.72 5 -0.15
4.53 12.9 0.8 4.0 0.9 6.3 Financials 3,757.69 -3.5 -27.0 -23.5 3,884.44 -3.5 -26.3 -21.4 471,630 25.24 310 -0.89
6.62 8.1 0.4 6.6 0.7 5.3 Banks 2,001.66 -11.1 -46.4 -46.2 1,648.59 -11.1 -47.0 -45.6 124,755 6.68 11 -0.81
4.53 13.7 1.9 12.9 1.3 14.3 Nonlife Insurance 3,119.49 4.0 -15.9 -17.3 6,049.58 4.0 -15.1 -15.3 21,783 1.17 8 0.04
2–3
6.07 10.1 1.3 0.8 0.2 12.7 Life Insurance 6,015.05 -5.9 -26.8 -23.7 6,736.79 -5.9 -24.6 -20.1 61,128 3.27 7 -0.20
2.60 13.9 1.0 13.6 1.9 7.8 Real Estate Investment & Services 2,199.14 -3.2 -25.1 -7.1 6,288.01 -3.0 -24.5 -5.5 6,923 0.37 17 -0.01
4.34 -43.2 0.8 21.6 11.6 -1.9 Real Estate Investment Trusts 2,290.12 2.3 -24.1 -8.5 3,224.81 2.4 -22.8 -5.5 48,193 2.58 39 0.06
3.39 16.8 2.0 4.7 1.5 11.6 Financial Services 9,175.80 0.4 -15.8 -7.8 11,711.92 0.4 -13.9 -4.4 84,279 4.51 39 0.02
2.65 13.7 1.0 72.2 15.3 7.3 Equity Investment Instruments 10,712.96 0.1 -4.7 -1.2 6,351.04 0.4 -3.2 1.5 124,568 6.67 189 0.01
3.25 16.8 2.5 16.1 2.1 14.4 Technology 2,093.17 6.7 -7.5 -4.3 2,909.90 6.8 -6.4 -2.1 22,620 1.21 16 0.07
3.46 16.0 2.4 15.7 2.0 14.3 Software & Computer Services 2,227.49 5.7 -10.1 -8.9 3,276.56 5.8 -9.0 -6.8 20,514 1.10 14 0.06
1.23 32.6 5.8 21.7 4.5 18.6 Technology Hardware & Equip. 5,572.47 17.6 28.1 89.9 6,885.19 17.6 29.5 93.5 2,106 0.11 2 0.02
4.82 14.5 1.4 5.9 0.9 9.4 FTSE All-Share Index 3,282.02 -3.8 -21.8 -20.6 6,233.53 -3.6 -20.5 -17.8 1,868,634 100.00 613 -
2–3
FTSE All-Share Index Industry/Sector Relative to FTSE All-Share Index - GBP

1-Month
OIL & GAS -8.1

Oil & Gas Producers -8.1
Oil Equipment Services & Distrib. -4.4
BASIC MATERIALS 6.5
Chemicals 10.2
Forestry & Paper -6.2
Industrial Metals & Mining 4.5
Mining 6.8
INDUSTRIALS 1.1
Construction & Materials 1.9
Aerospace & Defense 1.3
General Industrials -5.3
Electronic & Electrical Equipment 3.2
Industrial Engineering 8.0
Industrial Transportation -3.2
Support Services 1.2
CONSUMER GOODS 0.1
Automobiles & Parts 7.6
Beverages 8.0
Food Producers -0.3
Household Goods & Home Constr. 5.5
Leisure Goods 12.5
Personal Goods 5.7
Tobacco -15.2
HEALTH CARE 2.4
Health Care Equipment & Services 5.0
Pharmaceuticals & Biotechnology 2.1
CONSUMER SERVICES -2.0
Food & Drug Retailers -0.7
General Retailers 6.2
Media -7.6
Travel & Leisure -2.2
TELECOMMUNICATIONS -7.3
Fixed Line Telecommunications -9.9
Mobile Telecommunications -6.5
UTILITIES -1.2
Electricity 0.3
Gas Water & Multiutilities -1.6
FINANCIALS 0.2
Banks -7.7
Nonlife Insurance 8.1
Life Insurance -2.2
Real Estate Investment & Services 0.6
Real Estate Investment Trusts 6.3
Financial Services 4.3
Equity Investment Instruments 4.1
TECHNOLOGY 10.8
Software & Computer Services 9.8
Technology Hardware & Equip. 22.2
-20 -15 -10 -5 0 5 10 15 20 25
2–4
FTSE All-Share Index Industry/Sector Relative to FTSE All-Share Index - GBP

12-Month
OIL & GAS -43.5

BASIC MATERIALS 13.0
Chemicals 13.6
Industrial Metals & Mining -38.2
Mining 15.3
INDUSTRIALS 12.6
Aerospace & Defense -19.0
General Industrials 2.2

CONSUMER GOODS 10.6
Automobiles & Parts -18.4
Beverages 1.2
Food Producers 5.0
Leisure Goods 116.9
Personal Goods 8.8
Tobacco 0.6
HEALTH CARE 30.2
Health Care Equipment & Services -1.3
Food & Drug Retailers 31.9
Media -7.9
2–5
UTILITIES 37.9
Electricity 45.9
Gas Water & Multiutilities 35.7
FINANCIALS -3.7
Banks -32.3
Life Insurance -3.9
TECHNOLOGY 20.5
-100 -50 0 50 100 150
2–5
FTSE All-Share Index - Overview

.
ALL CAP
ABSOLUTE PERFORMANCE Top and Bottom Performers (GBP)
1 Month 12 Months
Name Sector Price Chg% Name Sector Price Chg%
Indivior Pharmaceuticals & Biotechnology 1.37 65.54 Petropavlovsk Mining 0.36 265.29
Amigo Holdings Financial Services 0.09 58.69 CMC Markets Financial Services 3.21 227.55
Luceco Electronic & Electrical Equipment 1.41 49.63 BATM Advanced Commun Technology Hardware & Equipment 1.23 184.72
Kainos Group Software & Computer Services 11.00 46.86 Premier Foods Food Producers 0.87 157.10
Fresnillo Mining 12.33 46.48 Indivior Pharmaceuticals & Biotechnology 1.37 150.73
Premier Oil Oil & Gas Producers 0.35 -31.49 Cineworld Group Travel & Leisure 0.38 -85.03
Kier Group Construction & Materials 0.64 -34.50 Tullow Oil Oil & Gas Producers 0.25 -87.03
Micro Focus Internat Software & Computer Services 2.77 -35.86 Ted Baker Personal Goods 0.74 -90.08
Riverstone Energy Equity Investment Instruments 2.40 -36.13 Finablr Support Services 0.11 -93.28
Cineworld Group Travel & Leisure 0.38 -36.90 Amigo Holdings Financial Services 0.09 -94.41
WEIGHTED CONTRIBUTION Top and Bottom Contributors (GBP)
1 Month 12 Months
Name Sector Price Wgt % Cont% Name Sector Price Wgt % Cont%
Diageo Beverages 28.01 3.44 0.14 AstraZeneca Pharmaceuticals & Biotechnology 85.30 5.99 0.82
Unilever Personal Goods 45.73 2.67 0.12 Reckitt Benckiser Gr Household Goods & Home Constr. 77.06 2.60 0.36
Reckitt Benckiser Gr Household Goods & Home Constr. 77.06 2.60 0.09 LSE Group PLC Financial Services 84.84 1.43 0.25
AstraZeneca Pharmaceuticals & Biotechnology 85.30 5.99 0.07 Flutter Entertainmen Travel & Leisure 114.70 0.73 0.20
Flutter Entertainmen Travel & Leisure 114.70 0.73 0.05 Scottish Mortgage In Equity Investment Instruments 8.69 0.67 0.19
Royal Dutch Shell B Oil & Gas Producers 10.81 2.14 -0.27 Lloyds Banking Group Banks 0.26 0.99 -0.81
BP Oil & Gas Producers 2.75 2.92 -0.33 BP Oil & Gas Producers 2.75 2.92 -2.30
Royal Dutch Shell A Oil & Gas Producers 11.22 2.46 -0.35 Royal Dutch Shell B Oil & Gas Producers 10.81 2.14 -2.43
HSBC Hldgs Banks 3.42 3.73 -0.38 Royal Dutch Shell A Oil & Gas Producers 11.22 2.46 -2.67
British Amer Tobacco Tobacco 25.25 3.08 -0.68 HSBC Hldgs Banks 3.42 3.73 -2.72
HOLDINGS Top stocks by market cap (GBP)
Rank (1-5) Rank (6-10)

Name Sector Price Wgt% Name Sector Price Wgt%
AstraZeneca Pharmaceuticals & Biotechnology 85.30 5.99 BP Oil & Gas Producers 2.75 2.92
GlaxoSmithKline Pharmaceuticals & Biotechnology 15.30 4.03 Rio Tinto Mining 46.15 2.68
HSBC Hldgs Banks 3.42 3.73 Unilever Personal Goods 45.73 2.67
Diageo Beverages 28.01 3.44 Reckitt Benckiser Gr Household Goods & Home Construction 77.06 2.60
British Amer Tobacco Tobacco 25.25 3.08 Royal Dutch Shell A Oil & Gas Producers 11.22 2.46
FTSE All-Share Index Performance FTSE All-Share Index Volatility %

8000 80
70
7000
60
50
6000
40
5000 30
20
4000
10
3000 0
Dec-15 Dec-16 Dec-17 Dec-18 Dec-19 Dec-15 Dec-16 Dec-17 Dec-18 Dec-19
Capital Return Total Return vol 1m vol 3m
2–6
FTSE All-Share Index - Constituent Report ALL CAP
Fiscal Weight % Shares MCap Performance Vol Avg (1M)

Yld% P/E P/B P/CE P/S ROE Year Sedol Sctr Idx Name Price CCY (mn) FF% GBP mn Sz 1M% YTD% 12M% Sh(th) Val(mn)
Oil & Gas Producers
11.99 14.3 0.8 2.8 0.3 5.1 Dec 19 0798059 38.21 2.92 BP 2.75 GBP 20,260 97.8 54,533 L -10.4 -41.7 -49.6 28,306 85.1
0.00 9.4 0.6 2.1 1.7 6.9 Dec 19 B74CDH8 0.49 0.04 Cairn Energy 1.20 GBP 590 98.2 693 M 1.5 -41.7 -24.5 872 1.1
0.00 -15.5 1.3 -ve 17.0 -9.3 Dec 19 BG12Y04 0.39 0.03 Energean 5.70 GBP 177 55.4 559 M -7.3 -38.7 -46.5 242 1.4
0.00 -0.6 0.5 0.3 0.2 -58.9 Dec 19 B635TG2 0.14 0.01 EnQuest 0.13 GBP 1,696 89.6 199 S -9.1 -39.4 -43.9 1,640 0.23
N/A -2.9 0.1 1.1 0.4 -4.9 Dec 19 B572ZV9 0.03 0.002 Pharos Energy 0.14 GBP 398 77.2 43 S -20.6 -73.0 -77.1 582 0.09
0.00 2.4 0.3 0.4 0.2 15.2 Dec 19 B43G057 0.20 0.02 Premier Oil 0.35 GBP 840 97.9 290 S -31.5 -64.0 -58.0 12,008 5.2
9.46 6.1 0.6 2.7 0.3 9.0 Dec 19 B03MLX2 32.23 2.46 Royal Dutch Shell A 11.22 GBP 4,101 99.9 45,994 L -12.9 -49.8 -56.8 3,988 50.3
11.55 6.5 0.6 2.9 0.3 9.0 Dec 19 B03MM40 28.06 2.14 Royal Dutch Shell B 10.81 GBP 3,706 99.9 40,053 L -11.7 -51.7 -58.5 5,376 65.0
N/A -0.3 0.5 0.4 0.3 -90.2 Dec 19 0150080 0.25 0.02 Tullow Oil 0.25 GBP 1,409 99 351 S -20.8 -60.8 -87.0 11,704 3.4
10.94 8.9 0.6 2.7 0.3 7.8 142,715 -11.6 -47.6 -55.0 - -
Oil Equipment Services & Distrib.
3.61 5.3 0.3 2.8 0.4 6.1 Dec 19 0447889 13.24 0.01 Hunting 1.79 GBP 165 84.2 249 S -15.7 -57.0 -64.8 284 0.6
N/A 8.4 1.0 3.1 0.1 11.2 Dec 19 B0H2K53 19.21 0.02 Petrofac 1.40 GBP 346 74.6 362 M -21.5 -63.4 -66.6 940 1.6
N/A 5.3 0.4 3.1 0.2 7.1 Dec 19 B5N0P84 67.55 0.07 Wood Group (John) 1.91 GBP 685 97.1 1,272 M -1.4 -52.1 -64.0 2,043 4.2
14.32 5.7 0.4 3.0 0.2 7.3 1,882 -8.0 -55.4 -64.8 - -
Chemicals
1.57 31.5 8.6 24.2 5.4 25.4 Dec 19 BJFFLV0 48.49 0.38 Croda International 57.30 GBP 129 96.4 7,122 L 9.0 11.9 22.2 283 15.8
10.18 7.2 0.5 3.3 0.5 7.3 Dec 19 0241854 2.49 0.02 Elementis 0.64 GBP 581 98.6 366 S -0.9 -64.4 -57.7 1,388 1.0

2.48 15.5 1.5 8.7 0.3 10.3 Mar 20 BZ4BQC7 28.93 0.23 Johnson Matthey 22.39 GBP 194 98 4,249 L 6.7 -25.3 -30.4 530 11.8
3.89 13.0 1.9 8.0 0.8 17.0 Dec 19 0988742 6.56 0.05 Synthomer 2.90 GBP 425 78.1 963 M 4.2 -18.0 -4.2 374 1.1
1.08 34.9 3.6 17.1 2.8 10.5 Sep 19 BKS7YK0 2.06 0.02 Treatt 5.22 GBP 59 97.5 303 S 4.7 13.5 13.7 32 0.16
3.18 17.1 3.5 20.3 5.5 19.9 Sep 19 0929224 10.45 0.08 Victrex 18.74 GBP 87 94.6 1,535 M -4.1 -24.9 -8.1 226 4.3
1.75 19.2 1.9 20.1 2.1 10.2 Dec 19 0989660 1.02 0.008 Zotefoams 3.53 GBP 48 87.8 150 S 0.9 -20.7 -38.5 20 0.07
2.36 20.1 2.7 13.2 0.8 13.8 14,687 6.1 -10.9 -9.8 - -
Forestry & Paper
1.85 11.9 2.6 7.7 1.4 22.5 Dec 19 B1CRLC4 100.00 0.35 Mondi 13.63 GBP 486 99.6 6,598 L -9.8 -23.1 -24.4 1,119 16.4
1.85 11.9 2.6 7.7 1.4 22.5 6,598 -9.8 -23.1 -24.4 - -
Industrial Metals & Mining
20.87 14.9 3.3 2.2 0.5 21.8 Dec 19 B71N6K8 76.25 0.09 Evraz 2.89 GBP 1,457 39.5 1,662 L 0.0 -28.6 -55.7 2,051 6.1
5.19 3.3 1.0 2.8 0.9 37.1 Dec 19 B1XH2C0 23.75 0.03 Ferrexpo 1.78 GBP 589 49.5 518 M 2.4 17.6 -27.5 991 1.8
17.14 8.2 2.2 2.3 0.5 28.7 2,179 0.6 -20.8 -50.9 - -
Mining
4.70 9.0 1.4 4.4 1.1 15.2 Dec 19 B1XZS82 16.00 1.23 Anglo American 18.70 GBP 1,363 90.1 22,983 L 0.0 -13.9 -8.3 2,944 56.4
1.41 25.8 1.8 5.9 2.6 6.9 Dec 19 0045614 2.47 0.19 Antofagasta 10.28 GBP 986 35 3,553 L 9.6 12.1 9.4 1,383 14.0
6.93 5.4 0.9 2.5 1.0 16.2 Jun 19 BH0P3Z9 23.94 1.84 BHP Group Plc 16.55 GBP 2,112 98.3 34,384 L 0.0 -6.9 -16.6 4,017 68.8
3.98 34.2 2.3 11.8 4.6 6.9 Dec 19 B5TT187 1.53 0.12 Centamin 2.04 GBP 1,156 93.4 2,199 M 11.0 60.2 56.7 5,519 10.7
0.96 67.0 4.4 33.9 6.4 6.6 Dec 19 B2QPKJ1 1.58 0.12 Fresnillo 12.33 GBP 737 25 2,271 L 46.5 92.5 105.1 1,655 18.2
9.12 -ve 0.8 3.1 0.1 -0.6 Dec 19 B4T3BW6 13.10 1.01 Glencore 1.75 GBP 13,324 80.8 18,820 L 2.0 -25.8 -34.5 25,277 45.1
1.18 56.9 2.5 6.2 2.4 4.3 Dec 19 B1FW502 0.47 0.04 Hochschild Mining 2.69 GBP 514 48.8 674 M 38.3 46.8 29.1 2,230 5.1
2–7
1.80 5.7 1.6 6.1 1.4 36.9 Dec 19 B0HZPV3 0.83 0.06 Kaz Minerals 5.41 GBP 472 46.8 1,197 M 8.1 1.7 -6.5 972 5.2
3.50 5.8 0.3 3.4 1.0 5.2 Dec 19 BDC5DH1 0.10 0.008 Kenmare Resources 1.90 GBP 110 70.1 146 S -5.0 -19.5 -12.0 110 0.21
0.00 57.0 2.5 15.5 2.1 4.5 Dec 19 3154454 0.64 0.05 Petropavlovsk 0.36 GBP 3,310 76.4 916 M 44.2 184.1 265.3 34,625 11.3
2.66 28.1 7.3 19.4 6.0 28.8 Dec 19 B6T5S47 4.47 0.34 Polymetal Internatio 18.95 GBP 472 71.8 6,425 L 17.3 60.5 92.7 1,946 32.9
6.52 11.8 2.5 6.5 2.2 19.6 Dec 19 0718875 34.86 2.68 Rio Tinto 46.15 GBP 1,247 87 50,068 L 1.5 2.5 -0.6 1,992 94.3
6.13 10.5 1.4 4.2 0.7 12.8 143,636 2.8 -4.2 -8.5 - -
Construction & Materials
2.20 11.3 1.2 6.0 0.2 11.3 Dec 19 0096162 5.82 0.09 Balfour Beatty 2.41 GBP 690 99.2 1,648 M -7.7 -8.0 16.8 775 2.0
N/A -ve 0.5 -2.7 0.1 -0.2 Dec 19 B64NSP7 0.29 0.004 Costain Group 0.60 GBP 142 96.8 83 S -15.1 -59.8 -59.1 707 0.43
2.65 12.1 1.4 6.8 1.0 12.1 Dec 19 0182704 76.67 1.16 CRH 27.66 GBP 785 99.9 21,690 L 0.6 -9.1 1.1 865 25.3
7.22 6.5 2.0 5.9 0.8 32.8 Dec 19 BYYW3C2 1.10 0.02 Forterra 1.55 GBP 200 99.9 311 S -22.8 -55.2 -44.5 1,321 2.3
0.00 1.2 0.1 -1.9 0.0 11.8 Jun 19 BKY40Q3 0.36 0.006 Galliford Try Holdin 0.96 GBP 111 97.1 103 S -19.2 -19.5 16.9 526 0.6
6.10 9.0 1.4 8.5 1.6 15.9 Dec 19 BYXJC27 2.17 0.03 Ibstock 1.59 GBP 409 94.5 615 M -11.6 -49.6 -29.5 1,664 2.9
6.38 15.4 1.0 2.5 0.2 6.3 Dec 19 0486622 1.42 0.02 Keller 5.63 GBP 72 98.7 401 S -11.2 -24.9 -14.4 81 0.50
N/A -0.6 0.2 -1.0 0.0 -30.1 Jun 19 0491563 0.35 0.005 Kier Group 0.64 GBP 162 95.9 99 S -34.5 -33.5 3.6 1,138 0.9
2.14 19.6 4.0 13.5 2.2 21.6 Dec 19 B012BV2 4.16 0.06 Marshalls 5.95 GBP 200 99 1,178 M -3.5 -30.9 -6.5 188 1.2
5.27 6.5 1.2 9.1 0.2 19.6 Dec 19 0808561 1.46 0.02 Morgan Sindall Group 10.44 GBP 45 87 414 M -15.3 -35.6 -7.1 48 0.6
5.56 8.5 1.2 4.8 0.4 12.9 Mar 20 BYYJL41 0.42 0.006 Norcros 1.57 GBP 81 93.6 118 S 2.3 -44.1 -24.9 108 0.17
2.94 14.3 2.3 11.7 1.8 16.5 Dec 19 BKRC5K3 2.71 0.04 Polypipe Group 4.05 GBP 201 94 765 M -6.4 -25.0 -0.8 342 1.5
10.71 -1.9 0.7 1.6 0.1 -29.6 Dec 19 0802541 0.73 0.01 SIG 0.28 GBP 739 100 207 S -8.2 -76.4 -77.9 4,380 1.4
6.86 8.1 0.8 4.2 0.6 10.1 Dec 19 B29H425 1.22 0.02 Tyman 1.76 GBP 196 99.8 346 S -7.1 -35.0 -18.7 151 0.27
2.94 9.5 1.9 11.0 1.4 20.4 Jul 19 BN3ZZ52 1.10 0.02 Volution Group 1.67 GBP 198 94.6 312 S -10.5 -35.2 -8.5 176 0.31
3.15 13.1 1.4 7.1 0.6 10.5 28,289 -2.0 -15.4 0.0 - -
2–7

Aerospace & Defense
0.63 47.5 11.9 65.2 5.7 25.4 Sep 19 0066701 3.30 0.05 Avon Rubber 33.20 GBP 31 91 938 M 3.8 58.9 147.8 54 1.9
N/A -14.8 0.6 3.8 0.3 -3.7 Mar 20 0969703 5.09 0.08 Babcock Internationa 2.88 GBP 506 99.3 1,449 M -7.0 -54.2 -39.5 1,583 4.7
4.61 10.0 2.9 10.3 0.9 28.9 Dec 19 0263494 55.34 0.84 BAE Systems 4.90 GBP 3,215 99.8 15,741 L 1.4 -13.2 -10.6 6,394 31.1
1.51 19.0 2.2 11.8 2.0 11.8 Oct 19 B45C9X4 2.35 0.04 Chemring Group 2.39 GBP 282 99.4 670 M -1.2 -0.6 31.6 203 0.50
2.06 5.8 0.9 5.7 0.9 14.7 Dec 19 0575809 7.35 0.11 Meggitt 2.69 GBP 781 99.6 2,091 M -8.7 -59.1 -54.9 3,052 9.3
2.19 14.7 2.0 11.1 1.6 14.2 Mar 20 B0WMWD0 5.96 0.09 Qinetiq Group 3.06 GBP 568 97.6 1,696 M 2.8 -14.5 5.7 1,024 3.1
0.00 -4.5 -1.3 2.1 0.3 N/A Dec 19 B63H849 14.02 0.21 Rolls-Royce Holdings 2.32 GBP 1,931 89.1 3,987 L -18.9 -66.1 -73.0 11,555 31.1
N/A 4.9 0.4 1.9 0.2 7.9 Dec 19 0795823 0.77 0.01 Senior 0.52 GBP 419 99.7 218 S -25.3 -69.8 -74.0 1,241 0.7
2.18 16.4 3.9 17.7 2.0 24.2 Dec 19 0912332 5.82 0.09 Ultra Electronics Ho 23.82 GBP 71 97.8 1,655 M 19.2 12.7 21.3 214 4.5
3.66 22.4 3.0 6.2 0.7 11.8 28,446 -2.6 -35.0 -35.7 - -
General Industrials
2.30 16.0 4.2 12.4 0.8 27.0 Dec 19 B0744B3 27.18 0.40 Bunzl 21.98 GBP 337 99.8 7,392 L 1.5 6.4 2.2 613 13.6
2.32 10.1 3.4 7.3 0.8 35.7 Dec 19 B4YZN32 2.99 0.04 Coats Group 0.57 GBP 1,446 99 812 M 1.3 -24.0 -28.9 1,203 0.6
2.63 11.6 2.0 7.2 0.6 18.4 Dec 19 0551887 0.50 0.007 Macfarlane Group 0.89 GBP 158 96.6 136 S 24.5 -17.4 -7.0 288 0.22
5.57 8.1 0.6 5.0 0.4 6.5 Dec 19 BZ1G432 15.07 0.22 Melrose Industries 0.85 GBP 4,858 98.9 4,098 L -25.2 -64.5 -54.4 14,234 15.3
6.20 5.3 1.1 5.6 0.6 20.9 Apr 20 0822011 12.24 0.18 Smith (DS) 2.61 GBP 1,372 92.8 3,328 L -20.4 -32.0 -26.8 8,239 23.2
3.39 17.3 2.3 16.8 2.1 13.4 Jul 19 B1WY233 19.73 0.29 Smiths Group 13.55 GBP 396 99.9 5,366 L -4.0 -19.7 -17.5 664 9.5
3.42 12.9 2.3 5.8 0.7 18.2 Dec 19 B1RR840 22.29 0.32 Smurfit Kappa Group 25.40 GBP 239 100 6,060 L -5.2 -13.0 -2.6 265 6.7
3.74 11.0 1.5 7.8 0.7 13.9 27,191 -8.9 -23.6 -18.8 - -
Electronic & Electrical Equipment
0.00 -7.4 1.5 57.9 0.7 -18.5 Dec 19 3305779 0.60 0.005 Dialight 3.20 GBP 33 90 94 S -4.5 35.6 -11.6 12 0.04
1.64 22.2 2.7 14.2 1.1 14.3 Mar 20 0005588 3.36 0.03 Discoverie Group 5.94 GBP 89 99.7 530 S 16.0 4.2 34.4 129 0.8
0.74 35.4 7.3 33.8 6.2 22.0 Mar 20 0405207 52.29 0.44 Halma 21.78 GBP 380 99.6 8,244 L -5.4 2.9 9.4 667 15.0
0.85 14.7 4.8 13.6 1.3 34.9 Dec 19 BZC0LP4 0.63 0.005 Luceco 1.41 GBP 161 44 100 S 49.6 11.4 44.3 429 0.5
5.07 7.6 2.3 5.0 0.6 32.3 Dec 19 0602729 3.89 0.03 Morgan Advanced Mate 2.17 GBP 285 98.9 613 M -10.0 -31.5 -13.7 270 0.6
0.79 18.2 3.1 14.0 2.4 18.7 Mar 20 0665045 4.53 0.04 Oxford Instruments 13.46 GBP 57 92.3 714 M -5.9 -12.6 3.2 33 0.44
0.95 32.3 6.0 32.5 6.1 19.2 Jun 19 0732358 10.48 0.09 Renishaw 48.36 GBP 73 46.9 1,651 M 20.2 28.3 25.5 75 3.4
2.43 9.1 2.3 12.9 1.8 25.8 Dec 19 0330860 18.87 0.16 Spectris 25.69 GBP 116 99.7 2,974 M 1.7 -11.6 0.9 211 5.4
3.91 12.4 1.0 8.7 0.6 8.3 Dec 19 0871176 1.75 0.01 TT Electronics 1.70 GBP 164 99.1 277 S 3.3 -32.0 -22.4 112 0.19
1.44 27.4 5.4 17.6 3.8 20.1 Dec 19 B1RMWL0 3.61 0.03 XP Power 38.10 GBP 19 76.8 569 M 7.3 22.9 86.8 10 0.36
1.36 19.9 4.1 19.5 2.7 21.5 15,765 -0.7 -0.9 9.2 - -
Industrial Engineering
1.07 10.8 1.5 6.2 1.5 14.0 Dec 19 B3FLWH9 5.17 0.06 Bodycote 5.63 GBP 191 97.8 1,054 M -10.3 -40.9 -23.6 233 1.4
3.06 18.0 2.2 18.6 1.8 12.5 Apr 19 0378105 0.53 0.006 Goodwin 31.40 GBP 7 46.7 108 S 1.3 5.4 -8.5 1 0.05
2.68 17.2 3.1 15.7 1.4 18.6 Dec 19 0427030 4.70 0.05 Hill & Smith Hldgs 12.10 GBP 79 99.7 959 M -2.7 -17.9 7.2 40 0.5
3.92 14.9 4.0 9.5 1.5 27.7 Dec 19 BGLP8L2 13.72 0.15 IMI 10.44 GBP 272 98.4 2,798 M 13.2 -11.5 -0.1 574 5.8
0.94 20.8 2.5 18.3 1.7 12.5 Nov 19 0696368 0.97 0.01 Porvair 5.24 GBP 46 82.1 198 S -6.1 -21.6 -10.6 39 0.22
7.26 8.0 1.6 3.5 0.5 20.4 Dec 19 BYZ2JR8 3.47 0.04 RHI Magnesita 24.24 GBP 49 59.5 708 M -1.4 -37.0 -45.9 57 1.4
2.15 21.1 4.5 15.9 3.6 22.0 Dec 19 BVFNZH2 11.91 0.13 Rotork 2.80 GBP 873 99.5 2,430 M -0.1 -16.5 -9.4 1,440 4.1
4.88 8.3 1.0 8.5 0.6 12.2 Mar 20p B27YGJ9 0.88 0.01 Severfield 0.59 GBP 306 98.9 180 S -2.6 -29.3 -11.3 249 0.15
1.07 37.9 9.2 34.3 6.1 25.2 Dec 19 BWFGQN1 37.12 0.41 Spirax-Sarco Eng 103.10 GBP 74 99.6 7,573 L 3.3 16.0 14.6 90 9.2
3.94 -ve 1.1 8.9 0.7 -0.2 Mar 20p 0888392 0.63 0.007 Trifast 1.08 GBP 123 97.7 130 S -4.8 -40.0 -44.3 56 0.06
4.90 12.3 1.0 6.0 0.6 8.3 Dec 19 B82YXW8 4.25 0.05 Vesuvius 4.08 GBP 271 78.3 867 M 5.3 -18.4 -18.6 286 1.1
5.78 8.7 1.9 6.1 0.8 21.4 Dec 19 0929666 1.46 0.02 Vitec Group 6.54 GBP 46 99.8 298 S -3.3 -40.5 -41.9 22 0.14
3.92 -11.1 2.1 14.0 1.2 -15.3 Dec 19 0946580 15.18 0.17 Weir Group 11.97 GBP 260 99.6 3,097 M 12.5 -20.7 -20.1 823 9.4
2.60 33.6 3.2 13.0 1.7 9.1 20,400 3.9 -10.7 -6.1 - -
Industrial Transportation
3.70 -54.8 1.7 9.4 1.7 -2.8 Dec 19 0201836 10.89 0.03 Clarkson 20.55 GBP 30 81.5 509 M -8.5 -32.1 -20.2 26 0.5
2.85 13.2 1.8 10.5 0.9 14.2 Dec 19 0339500 10.02 0.03 Fisher (James) & Son 11.44 GBP 50 81.3 468 M -16.1 -43.5 -47.3 22 0.29
N/A 5.7 0.3 1.8 0.1 5.5 Mar 20 BDVZYZ7 31.50 0.08 Royal Mail 1.61 GBP 1,000 91.5 1,473 M -11.7 -28.9 -23.3 3,952 6.8
5.90 44.8 1.6 7.6 1.1 3.2 Dec 19 BKDM7X4 41.22 0.10 Signature Aviation 2.35 GBP 829 98.9 1,928 M 1.3 -25.9 -26.6 1,355 3.2
N/A -0.8 1.1 -3.7 0.6 -65.2 Feb 20 B03HDJ7 2.02 0.005 Stobart Group 0.26 GBP 425 86.4 95 S -25.6 -74.9 -76.4 2,500 0.8
6.08 5.7 15.6 3.7 0.2 N/A Mar 20 3032936 4.35 0.01 Wincanton 1.84 GBP 125 88.7 203 S -1.1 -39.9 -22.0 222 0.41
9.19 18.5 0.7 3.9 0.3 3.7 4,676 -6.8 -32.8 -30.4 - -
Support Services
7.05 7.2 0.7 1.9 0.6 10.1 Dec 19 BK1PTB7 0.89 0.05 Aggreko 3.85 GBP 256 93.8 925 M -13.1 -53.8 -53.8 487 2.1
1.67 13.7 3.7 11.1 2.2 27.8 Apr 20 0053673 10.52 0.58 Ashtead Group 24.35 GBP 449 99.4 10,879 L -10.4 0.9 7.1 890 23.4
3.61 8.0 1.2 3.1 0.4 16.5 Mar 20 BD8DR11 0.36 0.02 Biffa 2.04 GBP 250 72.4 370 M 1.5 -25.5 -7.1 447 0.9
0.00 N/A N/A N/A N/A N/A BKX9C18 0.22 0.01 Calisen 1.68 GBP 548 25 230 M -7.1 - - 154 0.28
0.00 33.2 -4.5 -21.7 0.2 N/A Dec 19 B23K0M2 0.55 0.03 Capita 0.34 GBP 1,669 99 566 M -22.4 -79.1 -70.6 5,920 2.3
2.99 22.1 7.9 15.4 0.7 37.3 Apr 19 BMMV6B7 0.23 0.01 Clipper Logistics 3.35 GBP 102 68.4 233 S 13.4 16.2 24.8 83 0.27
2.13 21.2 2.7 11.5 0.4 12.6 Mar 20 0242493 6.50 0.36 DCC 68.32 GBP 98 100 6,723 L 1.5 4.4 -1.9 173 12.1
N/A 5.1 2.5 -ve 0.4 +ve Mar 20 B3DGH82 0.19 0.01 De La Rue 1.30 GBP 149 99.9 194 S 0.0 -0.2 -39.1 845 1.1
1.60 27.8 6.4 29.2 3.8 24.2 Sep 19 0182663 1.93 0.11 Diploma 18.14 GBP 113 97.4 2,001 M 1.1 -10.4 19.6 127 2.3
2–8

Support Services
3.91 15.7 5.0 -6.5 0.8 56.1 Apr 19 BJMD6M3 0.05 0.003 DWF Group 0.64 GBP 325 26 54 S 29.3 -48.0 -46.6 218 0.13
2.35 16.4 4.1 19.9 1.5 27.2 Mar 20 0309644 2.83 0.16 Electrocomponents 6.56 GBP 446 99.9 2,925 M -2.2 -3.2 7.8 461 3.1
4.26 5.0 0.9 4.8 0.8 18.3 Dec 19 BYWWHR7 0.40 0.02 Equiniti Group 1.28 GBP 365 88.8 414 M -12.1 -38.1 -39.3 491 0.7
6.87 12.8 1.5 12.6 0.8 11.1 Dec 19 B074435 0.76 0.04 Essentra 3.01 GBP 263 99.3 788 M 3.6 -30.8 -29.3 245 0.8
1.38 28.4 13.3 24.6 6.0 45.9 Mar 20 B19NLV4 23.42 1.30 Experian 26.77 GBP 908 99.6 24,226 L -5.0 4.9 7.1 1,170 32.9
0.00 15.7 4.3 15.2 0.9 29.2 Jul 19 BJVNSS4 14.75 0.82 Ferguson 67.92 GBP 225 99.9 15,256 L 2.7 -0.8 10.2 300 20.4
0.00 5.3 0.2 0.8 0.1 3.8 Dec 18 BJ7HMW2 0.02 0.001 Finablr 0.11 GBP 700 25 19 M 0.0 -93.5 -93.3 - -
6.83 -35.0 8.1 7.5 0.3 -12.2 Dec 19 B01FLG6 2.12 0.12 G4S 1.42 GBP 1,552 99.6 2,197 M 24.7 -34.8 -25.8 7,105 9.4
1.01 10.7 1.1 6.3 0.6 10.4 Dec 19 B00MZ44 1.35 0.07 Grafton Group 6.44 GBP 238 91.3 1,398 M -2.5 -25.8 -11.5 594 4.0
3.64 11.0 2.6 11.0 0.3 23.8 Jun 19 0416102 1.63 0.09 Hays 1.09 GBP 1,678 92.3 1,689 M -8.4 -40.0 -26.5 2,223 2.7
6.24 5.0 1.3 5.2 0.2 25.4 Dec 19 B61TVQ0 1.62 0.09 Inchcape 4.29 GBP 393 99.4 1,678 M -12.4 -39.2 -31.3 837 3.9
1.97 24.3 9.1 15.4 2.9 39.1 Dec 19 3163836 8.38 0.46 Intertek Group 53.78 GBP 161 99.8 8,670 L -1.1 -8.1 -5.8 200 11.0
2.82 21.3 2.6 1.8 0.9 13.3 Dec 19 BYVQYS0 1.60 0.09 IWG 2.31 GBP 1,006 71.3 1,657 M -12.9 -47.0 -39.1 1,691 4.4
3.75 11.0 1.0 13.8 0.6 9.4 Jul 19 0768900 0.08 0.005 Kin and Carta 0.52 GBP 169 99.7 88 S -15.2 -47.8 -50.0 777 0.40
9.12 -2.8 1.3 1.8 0.2 -32.6 Dec 19 0563042 0.15 0.008 Mears Group 1.37 GBP 110 99 150 S -13.3 -53.4 -49.8 112 0.17
N/A 4.8 1.1 1.2 0.1 19.7 Dec 19 0579005 0.07 0.004 Menzies (John) 1.09 GBP 84 81 75 S -12.5 -76.9 -73.8 520 0.6
3.82 7.2 4.8 7.6 0.2 +ve Mar 20 0465740 0.37 0.02 MITIE Group 0.33 GBP 1,171 99.1 380 S -23.8 -56.2 -61.5 2,276 0.9
0.00 30.1 11.1 19.1 7.7 40.4 Dec 19 BH3VJ78 1.64 0.09 Network Internationa 4.04 GBP 500 84.1 1,700 M -8.4 -37.0 -34.1 1,445 6.2

3.80 10.1 3.5 7.3 0.7 35.5 Dec 19 3023231 1.05 0.06 Pagegroup 3.50 GBP 329 94.8 1,091 M -7.5 -33.1 -19.6 275 1.0
8.72 8.3 10.7 8.0 1.9 +ve Mar 20 B02QND9 0.38 0.02 PayPoint 6.01 GBP 68 95.7 393 M 0.3 -40.1 -35.4 347 2.1
11.12 7.7 0.7 10.6 0.5 9.6 Apr 19 B41H739 0.39 0.02 Redde Northgate 1.65 GBP 246 99.6 406 S -0.4 -46.8 -49.7 1,335 2.3
3.80 -3.5 1.0 1.4 0.1 -23.6 Mar 20 0799524 0.15 0.008 Renewi 0.25 GBP 800 76.1 152 S -4.6 -30.9 -14.4 574 0.15
0.87 26.2 9.9 20.1 3.6 41.2 Dec 19 B082RF1 9.58 0.53 Rentokil Initial 5.34 GBP 1,854 99.9 9,904 L 4.8 17.9 22.8 2,742 14.7
6.31 6.2 1.1 7.2 0.5 17.0 Jun 19 0737007 0.18 0.01 Ricardo 3.41 GBP 53 99.5 181 S -18.6 -55.2 -51.7 32 0.12
3.66 8.9 2.0 4.8 0.3 22.6 Dec 19 0847508 0.27 0.02 Robert Walters 4.15 GBP 76 89.5 283 S 3.8 -25.4 -22.0 13 0.05
N/A 13.4 0.3 2.7 0.2 2.1 Dec 19 0759476 0.10 0.005 RPS Group 0.44 GBP 228 99.6 100 S -9.7 -74.2 -64.9 503 0.24
0.00 25.9 3.6 18.3 0.6 16.4 Dec 19 0797379 1.88 0.10 Serco Group 1.59 GBP 1,233 98.8 1,943 M 4.5 -1.5 8.1 1,458 2.3
4.20 14.6 1.3 5.4 0.6 8.6 Mar 20 0016308 0.25 0.01 Speedy Hire 0.50 GBP 527 97 256 S -11.7 -35.1 -3.8 324 0.17
5.87 7.6 2.9 8.6 0.3 40.6 Nov 19 B0KM9T7 0.32 0.02 SThree 2.54 GBP 133 96.9 327 S -5.9 -33.0 -9.6 276 0.7
4.24 18.7 1.1 7.6 0.4 5.7 Dec 19 0773960 2.70 0.15 Travis Perkins 11.09 GBP 252 100 2,795 M -1.5 -30.8 -18.9 672 7.7
4.17 8.3 1.7 3.5 0.8 20.9 Mar 20 0928696 0.11 0.006 Vp 7.30 GBP 40 40.3 118 S -3.7 -22.3 -7.1 28 0.21
1.89 18.6 3.9 11.6 1.0 21.3 103,433 -2.6 -10.6 -4.1 - -
Automobiles & Parts
0.00 -36.4 2.6 -31.9 0.9 -6.2 Dec 19 BFXZC44 47.03 0.02 Aston Martin Lagonda 0.58 GBP 1,520 39.6 349 M 17.2 -65.3 -63.8 18,300 9.4
1.60 4.5 0.9 3.1 0.3 20.7 Dec 19 BYQB9V8 52.97 0.02 TI Fluid Systems 1.74 GBP 520 43.4 393 M -6.1 -34.6 -11.4 202 0.37
0.85 9.6 1.3 6.4 0.4 13.5 743 3.6 -47.4 -35.2 - -
Beverages
3.89 15.5 2.3 12.1 1.9 14.9 Jan 20 B6XZKY7 0.49 0.02 Barr (A.G.) 4.30 GBP 112 72.5 349 M -4.8 -25.9 -37.3 219 1.0
3.76 21.4 5.2 12.9 1.4 25.2 Sep 19 B0N8QD5 2.96 0.11 Britvic 7.99 GBP 267 99.6 2,122 M 3.7 -11.7 -12.9 469 3.7
2–9
5.86 68.7 1.4 4.8 0.5 2.0 Feb 20 B010DT8 1.00 0.04 C&C Group 2.32 GBP 310 100 718 M 0.7 -43.1 -34.4 773 1.8
2.80 17.1 3.2 9.7 1.2 16.8 Dec 19 B9895B7 5.44 0.21 Coca-Cola HBC AG 20.03 GBP 364 53.4 3,901 L -1.2 -21.9 -29.4 540 11.0
2.49 20.3 7.8 20.2 5.1 35.2 Jun 19 0237400 89.52 3.44 Diageo 28.01 GBP 2,337 98 64,206 L 4.5 -12.5 -18.7 2,393 66.7
3.48 16.7 1.4 10.6 1.6 8.4 Sep 19 BF5SDZ9 0.59 0.02 Stock Spirits Group 2.24 GBP 200 94.3 423 S -4.3 8.5 -2.2 235 0.5
2.59 20.2 6.7 18.1 3.7 30.3 71,720 4.0 -13.5 -19.6 - -
Food Producers
0.08 14.9 0.6 12.8 1.1 4.2 Dec 19 0036577 0.68 0.005 Anglo-Eastern Planta 4.73 GBP 40 48.6 91 S -4.9 -17.7 4.0 4 0.02
2.63 14.8 1.5 9.1 0.9 10.1 Sep 19 0673123 45.52 0.33 Assoc British Foods 17.65 GBP 792 43.8 6,130 L -7.8 -32.1 -27.1 803 15.5
9.37 9.9 0.6 3.2 0.2 6.5 Dec 19 BF8J3Z9 0.69 0.005 Bakkavor Group 0.64 GBP 579 25 93 S -9.5 -54.2 -39.4 - -
3.69 9.2 1.0 8.9 0.3 11.8 Aug 19 BRK0105 0.73 0.005 Carrs Group 1.29 GBP 92 82.6 98 S 17.3 -16.7 -13.9 179 0.22
1.69 21.7 3.0 16.4 1.1 15.0 Mar 20 0231888 13.78 0.10 Cranswick 35.80 GBP 52 99.1 1,856 M -1.1 5.6 34.5 81 3.0
1.66 -6.7 3.6 6.0 1.1 -36.4 Dec 19 0267043 1.99 0.01 Devro 1.62 GBP 167 98.7 268 S 7.4 -9.0 -20.8 239 0.36
4.85 5.1 1.9 6.4 0.4 21.5 Sep 19 0386410 4.22 0.03 Greencore Group 1.28 GBP 446 99.6 569 M 1.7 -52.3 -40.2 1,562 1.9
1.94 25.2 4.8 12.0 0.5 19.7 Dec 19 B1V9NW5 5.24 0.04 Hilton Food Group 11.02 GBP 82 78.3 706 M -12.8 -0.5 17.7 129 1.5
0.00 9.7 0.4 8.6 0.9 5.7 Mar 20 B7N0K05 4.55 0.03 Premier Foods 0.87 GBP 848 83.1 613 S 24.1 129.6 157.1 3,609 3.1
4.55 10.9 2.2 7.2 1.1 19.4 Mar 20 0875413 22.61 0.16 Tate & Lyle 6.51 GBP 468 99.8 3,045 M -2.5 -14.3 -13.8 1,163 7.6
2.89 13.9 1.6 8.8 0.8 11.6 13,468 -4.1 -22.6 -16.6 - -
Household Goods & Home Constr.
5.70 7.0 1.1 12.2 1.1 15.7 Jun 19 0081180 6.52 0.28 Barratt Developments 5.11 GBP 1,018 99.3 5,163 L 3.0 -31.6 -18.5 2,723 14.3
5.91 5.8 1.1 10.7 1.0 19.7 Jul 19 0090498 3.97 0.17 Bellway 25.46 GBP 123 100 3,140 M 0.0 -33.1 -14.3 345 9.1
2.68 13.7 1.8 11.5 2.9 13.5 Apr 20p B02L3W3 6.56 0.28 Berkeley Group Holdi 44.54 GBP 126 92.7 5,192 L 6.9 -8.3 14.9 347 15.4
5.75 8.3 1.7 15.1 1.2 21.2 Sep 19 BYPHNG0 1.85 0.08 Countryside Properti 2.83 GBP 525 98.3 1,462 M -14.4 -37.7 -3.6 2,192 7.2
5.99 5.8 0.6 3.8 0.4 9.5 Oct 19 B8VZXT9 0.58 0.02 Crest Nicholson Hold 1.87 GBP 257 96.2 462 M -5.4 -56.7 -49.0 918 1.9
9.09 7.8 1.0 5.2 0.3 12.5 Dec 19 0417008 0.29 0.01 Headlam Group 2.75 GBP 85 97.3 227 S -3.2 -48.6 -37.6 57 0.15
3.73 10.8 1.8 41.3 1.4 17.0 Jun 19 BRKD9Z5 0.35 0.01 M J Gleeson 6.16 GBP 58 77.5 278 S -6.4 -35.5 -27.2 39 0.26
0.00 11.0 1.7 15.0 0.2 15.2 Jun 19 0574635 0.14 0.006 McBride 0.60 GBP 183 99.7 109 S -3.8 -32.2 -5.7 225 0.14
2–9

2.89 11.3 0.5 4.3 0.6 4.1 Oct 19 BYNVD08 0.44 0.02 Mccarthy & Stone 0.66 GBP 538 98.9 350 S -7.3 -55.8 -52.6 1,664 1.2
0.00 9.0 2.4 12.4 2.1 26.3 Dec 19 0682538 9.62 0.41 Persimmon 24.02 GBP 319 99.4 7,616 L 5.1 -10.9 19.6 875 21.9
2.27 -15.2 5.8 38.8 4.3 -29.9 Dec 19 B24CGK7 61.35 2.60 Reckitt Benckiser Gr 77.06 GBP 710 88.7 48,568 L 3.7 25.7 20.9 850 65.3
4.79 4.6 1.0 5.1 0.7 21.4 Jun 19 BG11K36 1.23 0.05 Redrow 4.28 GBP 352 64.5 972 M -0.7 -42.6 -23.8 1,178 5.3
N/A 6.4 1.3 8.3 1.0 20.7 Dec 19 0878230 5.40 0.23 Taylor Wimpey 1.18 GBP 3,644 99.1 4,277 L -17.0 -38.8 -26.9 16,032 21.6
9.64 9.8 1.1 6.2 1.2 11.9 Dec 19 0185929 1.70 0.07 Vistry Group 6.15 GBP 222 98.8 1,350 M -13.5 -53.0 -39.4 605 4.2
3.43 +ve 2.6 18.3 2.2 2.1 79,167 1.5 -3.0 6.7 - -
Leisure Goods
1.65 37.1 21.5 27.4 10.6 64.5 May 20 0371847 96.25 0.15 Games Workshop Group 87.80 GBP 33 99.6 2,859 M 9.5 43.8 93.6 86 7.4
N/A 37.9 1.5 3.3 0.8 3.5 Apr 20p 0848125 3.75 0.006 Photo-Me Internation 0.45 GBP 378 65.3 111 S -17.7 -53.5 -54.9 365 0.19
2.29 37.1 14.3 21.6 7.3 39.4 2,971 8.2 33.3 72.2 - -
Personal Goods
3.42 34.2 4.2 11.1 1.9 11.1 Mar 20 3174300 9.03 0.27 Burberry Group 12.53 GBP 405 99 5,022 L -21.7 -43.2 -44.6 1,589 23.2
4.35 25.3 1.9 12.4 1.2 7.3 May 19 B19Z143 0.64 0.02 PZ Cussons 1.90 GBP 429 43.8 358 M 3.0 -8.7 -13.3 255 0.48
3.65 -1.2 0.4 2.5 0.1 -23.1 Apr 19 B60BD27 0.14 0.004 Superdry 1.15 GBP 82 81.3 77 S -18.5 -77.1 -73.4 509 0.6
N/A -0.8 0.3 0.5 0.1 -31.9 Jan 20 0104861 0.06 0.002 Ted Baker 0.74 GBP 70 64.1 33 S -12.8 -77.9 -90.1 1,459 1.1
3.14 19.8 9.6 15.8 2.4 50.2 Dec 19 B10RZP7 89.56 2.67 Unilever 45.73 GBP 1,169 93.2 49,815 L 5.0 5.1 -7.7 1,851 82.4
0.00 +ve 8.1 13.2 0.8 3.6 Apr 19 BJDQQ87 0.57 0.02 Watches of Switzerla 2.60 GBP 239 50.5 314 M -7.5 -31.0 -8.8 47 0.13
3.18 20.7 8.7 15.3 2.3 42.5 55,619 1.7 -3.4 -13.7 - -
Tobacco
8.19 9.5 0.9 7.8 2.2 9.5 Dec 19 0287580 82.74 3.08 British Amer Tobacco 25.25 GBP 2,294 99.4 57,584 L -18.7 -21.9 -14.5 3,300 92.9
15.37 7.3 2.4 4.4 0.7 30.7 Sep 19 0454492 17.26 0.64 Imperial Brands 12.76 GBP 946 99.4 12,013 L -17.1 -31.7 -39.1 1,553 21.9
9.43 9.0 1.0 6.9 1.7 11.1 69,598 -18.4 -23.8 -20.1 - -
Health Care Equipment & Services
2.21 31.9 3.4 12.8 2.8 10.3 Dec 19 BD3VFW7 16.38 0.17 ConvaTec Group 2.03 GBP 1,984 79.7 3,218 M 4.0 2.5 30.3 3,941 7.8
1.73 16.3 4.2 15.9 3.2 28.0 Dec 19 BYV2499 0.62 0.007 Medica Group 1.36 GBP 111 80.8 122 S 6.1 -16.6 2.7 73 0.09
2.94 -6.8 0.7 4.4 0.7 -9.9 Mar 20 B8HX8Z8 5.34 0.06 Mediclinic Internati 2.69 GBP 737 53 1,050 M 1.5 -34.7 -21.8 697 1.9
2.00 21.1 3.4 14.5 3.3 16.3 Dec 19 0922320 67.50 0.71 Smith & Nephew 15.18 GBP 875 99.9 13,264 L 0.8 -17.2 -18.4 1,710 27.2
5.05 41.9 0.3 2.4 0.3 0.7 Dec 19 BNLPYF7 1.07 0.01 Spire Healthcare Gro 0.75 GBP 401 69.8 211 S -11.6 -47.0 -33.7 395 0.33
1.82 22.8 2.4 16.9 1.7 11.0 Sep 19 3302480 9.09 0.10 UDG Healthcare 7.12 GBP 251 100 1,786 M -0.8 -11.7 -11.0 290 2.1
2.10 29.5 2.6 12.3 2.3 8.5 19,650 1.1 -22.4 -21.6 - -
Pharmaceuticals & Biotechnology
2.56 43.9 11.3 46.3 5.9 25.9 Dec 19 0989529 56.40 5.99 AstraZeneca 85.30 GBP 1,312 99.9 111,911 L 1.3 12.1 20.8 1,809 159.2
1.13 28.9 5.8 35.9 6.1 20.1 Jun 19 0963318 1.43 0.15 Dechra Pharmaceutica 28.56 GBP 103 96.8 2,846 M 0.4 -1.5 -3.1 214 6.3
0.83 +ve 4.4 61.3 4.5 4.7 Jun 19 0207458 1.11 0.12 Genus 34.00 GBP 65 99.8 2,210 M -3.7 7.1 28.8 72 2.5
5.23 13.4 6.7 10.6 2.3 72.9 Dec 19 0925288 37.98 4.03 GlaxoSmithKline 15.30 GBP 5,017 98.1 75,357 L -6.5 -14.0 -10.1 6,088 97.6
1.72 11.9 3.1 14.6 2.9 28.4 Dec 19 B0LCW08 1.82 0.19 Hikma Pharmaceutical 21.50 GBP 230 73 3,609 L -3.2 8.0 16.8 816 17.8
N/A 8.8 6.4 8.5 1.6 +ve Dec 19 BRS65X6 0.50 0.05 Indivior 1.37 GBP 732 99.2 999 S 65.5 252.3 150.7 3,410 3.7
0.00 -39.2 8.3 -ve 9.8 -29.1 Dec 19 BDFBVT4 0.24 0.03 Oxford Biomedica 8.17 GBP 77 74.4 468 M 16.5 26.7 18.4 153 1.2
0.00 2.4 1.5 -10.1 +ve 91.5 Dec 19 BY2Z0H7 0.21 0.02 PureTech Health 2.72 GBP 285 54.1 420 M 2.4 -15.0 0.4 259 0.7
0.00 25.9 1.4 29.0 3.4 5.1 Dec 19 BKM2MW9 0.30 0.03 Vectura Group 1.00 GBP 604 99.2 599 S 2.9 7.8 23.7 906 0.9
3.52 22.2 8.2 19.9 3.6 43.8 198,421 -1.8 0.5 6.7 - -
Food & Drug Retailers
3.09 13.3 3.5 5.5 1.0 26.9 Dec 19 B63QSB3 3.06 0.06 Greggs 11.95 GBP 101 98.1 1,187 M -26.2 -48.0 -45.6 479 6.9
3.62 10.2 1.0 5.4 0.3 9.6 Feb 20 0604316 10.69 0.22 Morrison (Wm) 1.87 GBP 2,405 92.1 4,141 L -1.9 -6.5 -3.0 6,090 11.3
0.00 -82.7 13.8 +ve 8.2 -21.7 Dec 19 B3MBS74 24.17 0.50 Ocado Group 20.53 GBP 703 64.8 9,361 L 1.2 60.5 64.8 1,095 22.6
5.98 16.1 0.6 2.7 0.1 3.4 Mar 20 B019KW7 7.88 0.16 Sainsbury (J) 1.87 GBP 2,219 73.5 3,053 L -10.3 -18.6 -4.8 9,577 18.5
4.21 15.9 1.6 +ve 0.3 9.5 Feb 20 0884709 54.19 1.12 Tesco 2.17 GBP 9,793 98.6 20,983 L -4.8 -14.9 -2.8 23,832 51.8
3.24 20.5 1.6 17.3 0.4 7.7 38,725 -4.5 -5.5 4.7 - -
General Retailers
8.37 1.1 -0.1 0.8 0.1 N/A Jan 20 BMSKPJ9 0.33 0.008 AA 0.24 GBP 618 99.4 147 S 4.6 -58.9 -52.2 2,523 0.6
0.00 +ve 9.9 88.9 0.8 4.6 Mar 20 BJTNFH4 1.08 0.03 AO World 1.67 GBP 478 59.7 478 M 16.3 85.4 129.0 818 1.3
1.64 40.1 5.3 10.1 1.2 12.0 Mar 20 BMTRW10 8.94 0.21 B&M European Value R 4.63 GBP 1,001 85 3,938 M 16.5 19.7 32.5 3,741 16.5
N/A 2.8 0.7 1.4 0.3 23.6 Jan 20 BLY2F70 0.31 0.007 Card Factory 0.43 GBP 342 92.9 136 S -14.3 -71.0 -73.5 1,464 0.7
7.45 16.7 1.5 10.9 0.4 9.1 Jun 19 BTC0LB8 0.84 0.02 DFS Furniture 1.50 GBP 255 96.2 370 S -8.7 -48.0 -36.5 139 0.22
7.43 4.1 -1.2 5.1 0.5 N/A Dec 19 BRB37M7 0.37 0.009 Dignity 3.28 GBP 50 98.6 162 S 31.5 -44.0 -39.3 126 0.37
9.17 -9.1 0.4 1.8 0.1 -3.8 May 20 B4Y7R14 1.68 0.04 Dixons Carphone 0.74 GBP 1,162 86.3 739 M -18.1 -49.0 -38.4 2,272 1.9
1.67 23.0 13.4 14.4 2.3 67.4 Jun 19 B1CKQ73 2.73 0.06 Dunelm Group 12.30 GBP 202 48.3 1,203 M 3.4 6.4 38.1 249 3.0
0.00 11.6 1.0 5.0 0.4 9.2 Apr 19 B1QH8P2 1.07 0.03 Frasers Group 2.52 GBP 519 35.8 469 M -17.6 -45.1 11.0 197 0.6
N/A 10.1 0.8 1.6 0.3 7.3 Apr 20p B012TP2 0.66 0.02 Halfords Group 1.46 GBP 199 99.3 289 S -3.9 -13.8 -24.0 1,525 2.3
1.78 24.7 7.0 23.1 3.9 28.8 Mar 20 BYYTFB6 8.28 0.20 Homeserve 13.28 GBP 335 82 3,648 L 1.8 5.1 16.4 540 7.1
2.41 13.6 4.8 13.2 1.8 36.5 Dec 19 0557681 6.34 0.15 Howden Joinery Group 4.90 GBP 597 95.3 2,792 M -11.3 -27.1 -11.7 1,879 10.0
0.28 20.5 4.8 6.9 1.0 25.8 Feb 20 BYX91H5 5.91 0.14 JD Sports Fashion 6.06 GBP 973 44.1 2,601 L -2.7 -27.7 -6.8 1,527 9.7
0.00 -ve 12.0 -ve 32.7 -14.0 Dec 19 BKM1QM4 22.08 0.52 Just Eat Takeaway.co 82.50 GBP 149 79.2 9,726 L -2.3 - - 81 6.8
2–10

General Retailers
4.47 63.8 0.9 7.2 0.4 1.3 Jan 20 3319521 11.58 0.27 Kingfisher 2.42 GBP 2,110 99.9 5,102 L 9.6 11.5 8.8 6,718 15.9
19.43 1.7 0.2 1.5 0.0 12.5 Dec 18 B17MMZ4 0.15 0.004 Lookers 0.21 GBP 390 80.7 66 S 0.0 -61.8 -49.6 11 0.002
N/A 9.8 0.5 2.4 0.2 5.9 Mar 20 3127489 4.20 0.10 Marks & Spencer Grp 0.95 GBP 1,950 99.9 1,851 M -4.1 -55.5 -54.3 10,870 10.6
3.06 14.7 11.1 9.6 0.2 61.8 Mar 20p BD0SFR6 0.39 0.01 Motorpoint Group 2.48 GBP 90 77.6 174 S -3.5 -15.6 15.9 43 0.10
3.07 11.9 16.4 8.8 1.7 +ve Jan 20 3208986 15.73 0.37 Next 54.50 GBP 133 95.6 6,930 L 11.4 -22.3 -10.1 351 17.8
N/A -1.0 0.7 3.4 0.0 -44.3 Dec 19 B1JQBT1 0.25 0.006 Pendragon 0.08 GBP 1,397 95.3 111 S -7.6 -36.0 -35.5 680 0.06
2.41 20.1 1.7 7.9 1.5 8.4 Mar 20 BJ62K68 3.35 0.08 Pets At Home Group 3.11 GBP 500 94.7 1,476 M 30.3 11.4 49.7 1,002 2.6
0.00 7.3 4.3 17.8 0.4 61.2 Mar 19 B8B4R05 0.26 0.006 Studio Retail Group 2.14 GBP 86 62.7 116 S -3.6 -9.7 -8.2 12 0.03
8.02 8.0 2.7 3.8 0.4 36.4 Sep 19 B18P5K8 0.14 0.003 Topps Tiles 0.42 GBP 195 76.2 63 S -4.5 -41.1 -38.7 205 0.09
2.57 8.0 1.6 3.0 0.1 23.7 Dec 19 BDGT2M7 0.64 0.02 Vivo Energy 0.74 GBP 1,267 30.4 284 M -8.8 -40.5 -38.7 267 0.20
6.19 10.7 5.2 8.3 0.9 51.5 Aug 19 B2PDGW1 2.67 0.06 WH Smith 9.40 GBP 131 95.6 1,176 M -14.3 -63.8 -55.6 326 3.3
2.78 24.0 2.7 8.8 0.7 11.2 44,046 2.2 -17.7 -6.7 - -
Media
2.43 19.8 14.1 18.3 1.0 82.9 Dec 19 0664097 1.02 0.04 4imprint Group 23.80 GBP 28 98.7 660 M -3.4 -31.6 -14.7 26 0.6
2.11 19.6 2.0 15.1 2.6 10.3 Dec 19 BYM8GJ0 1.65 0.06 Ascential 2.70 GBP 403 97.8 1,064 M -6.8 -31.1 -32.2 737 2.1
1.30 24.9 36.6 27.4 14.0 +ve Mar 20 BVYVFW2 7.84 0.27 Auto Trader Group 5.37 GBP 965 97.6 5,058 L 1.9 -9.8 -1.0 1,934 10.2
3.92 11.0 1.1 9.9 1.0 10.1 Feb 20 3314775 0.24 0.008 Bloomsbury Publishin 2.05 GBP 79 95.6 155 S 2.5 -29.3 -11.6 110 0.24
4.17 9.7 1.7 16.2 3.4 17.6 Sep 19 0688666 1.31 0.05 Euromoney Institutio 7.94 GBP 109 97.1 843 M 1.1 -39.0 -42.5 87 0.7

0.07 59.8 6.3 27.5 6.1 11.7 Sep 19 BYZN904 2.08 0.07 FUTURE 13.80 GBP 98 99 1,340 M 8.2 -4.8 22.1 300 3.9
0.88 21.0 -67.0 22.0 2.8 N/A Dec 19 BZ02Q91 0.46 0.02 Goco Group 1.02 GBP 420 69.7 299 S 5.8 -1.9 18.9 399 0.39
9.64 7.4 0.7 9.0 1.0 9.5 Sep 19 BKP36R2 0.31 0.01 Hyve Group 0.80 GBP 265 95.4 202 S -19.4 -86.2 -80.8 1,481 1.3
6.06 9.9 1.0 7.7 1.9 9.8 Dec 19 BMJ6DW5 8.57 0.30 Informa 3.70 GBP 1,502 99.4 5,527 L -21.4 -56.8 -57.7 3,184 13.5
N/A 4.2 2.7 4.8 0.7 65.8 Dec 19 3398649 3.27 0.11 ITV 0.57 GBP 4,025 92.4 2,110 L -24.1 -62.5 -48.9 17,263 11.2
3.98 14.2 7.9 14.0 4.1 55.7 Dec 19 B1ZBKY8 2.36 0.08 Moneysupermarket.com 2.94 GBP 537 96.5 1,524 M -9.1 -11.1 -20.3 1,569 4.7
3.67 8.6 0.9 8.8 1.0 10.5 Dec 19 0677608 6.17 0.21 Pearson 5.31 GBP 752 99.6 3,982 L -7.8 -16.6 -39.0 2,311 12.8
10.31 1.9 0.3 2.2 0.3 15.8 Dec 19 0903994 0.25 0.009 Reach 0.61 GBP 299 89.2 162 S -21.0 -55.4 -28.5 248 0.18
2.83 15.2 14.4 14.7 4.0 91.4 Dec 19 B2B0DG9 46.48 1.60 RELX 16.15 GBP 1,931 96.1 29,987 L -13.6 -15.2 -17.3 2,931 51.7
1.23 27.8 +ve 26.2 16.7 +ve Dec 19 BGDT3G2 7.42 0.26 Rightmove 5.53 GBP 873 99.1 4,789 L 1.3 -12.7 4.7 1,608 9.1
8.83 5.3 -1.9 6.8 0.7 N/A Dec 19 B3CX364 0.12 0.004 STV Group 2.30 GBP 39 86 78 S -1.5 -44.8 -37.8 12 0.03
10.56 9.4 0.9 3.8 0.5 8.5 Dec 19 B8KF9B4 10.44 0.36 WPP 5.68 GBP 1,225 96.7 6,737 L -10.0 -46.7 -41.5 3,008 18.1
4.11 12.8 2.8 10.3 1.9 21.1 64,518 -11.1 -28.6 -26.9 - -
Travel & Leisure
2.63 14.2 5.5 10.7 1.5 38.3 Dec 19 B0L4LM9 0.72 0.03 888 Holdings 1.84 GBP 369 72.1 489 M 5.2 11.3 20.5 851 1.6
19.12 2.3 0.3 1.2 0.3 12.1 Nov 19 3121522 1.60 0.06 Carnival 8.27 GBP 157 84 1,090 M -16.1 -77.3 -77.7 1,908 18.5
N/A 3.1 0.2 0.6 0.2 6.8 Dec 19 B15FWH7 0.57 0.02 Cineworld Group 0.38 GBP 1,372 73.4 385 M -36.9 -82.6 -85.0 18,492 9.5
3.81 13.0 5.6 9.3 0.7 48.5 Sep 19 BD6K457 27.53 1.00 Compass Group 10.51 GBP 1,784 99.8 18,703 L -5.5 -44.4 -49.6 3,332 37.5
1.32 71.5 -49.8 27.0 2.9 N/A Dec 19 BYN5913 2.17 0.08 Dominos Pizza Group 3.19 GBP 462 100 1,473 M 2.7 -0.5 28.8 819 2.5
8.90 5.4 0.7 2.6 0.3 11.7 Sep 19 B7KR2P8 1.79 0.07 Easyjet 4.93 GBP 397 62.1 1,218 M -27.5 -65.4 -48.8 3,682 23.1
2–11
0.00 -1.4 0.4 0.4 0.1 -22.2 Mar 20 0345217 0.63 0.02 FirstGroup 0.35 GBP 1,218 99.7 429 M -29.9 -71.9 -69.3 3,260 1.2
1.71 52.4 4.1 40.9 7.9 8.1 Dec 19 BWXC0Z1 20.14 0.73 Flutter Entertainmen 114.70 GBP 152 78.4 13,683 L 8.3 26.4 78.3 406 45.7
3.42 39.6 2.4 29.6 2.5 6.0 Mar 19 B1YPC34 0.27 0.01 Fuller Smith & Turne 5.90 GBP 32 95.8 183 S -23.4 -38.7 -38.7 27 0.16
0.00 15.0 2.2 18.7 2.4 19.7 Dec 19 BZ14BX5 1.07 0.04 Gamesys Group 9.31 GBP 109 71.7 726 M 8.4 31.7 35.1 218 2.0
16.46 4.2 0.9 1.2 0.1 21.3 Jun 19 0375377 0.39 0.01 Go-Ahead Group 6.20 GBP 43 99.9 268 M -25.5 -71.9 -70.9 142 1.0
5.06 11.5 1.3 8.6 1.0 10.5 Dec 19 B5VQMV6 5.67 0.21 GVC Holdings 6.65 GBP 583 99.4 3,850 L -10.3 -24.8 12.3 2,994 24.1
5.50 9.3 2.1 6.4 1.6 23.2 Sep 19 BD0NVK6 0.29 0.01 Hollywood Bowl Group 1.35 GBP 158 93.5 199 S -12.9 -51.9 -36.3 213 0.32
N/A 3.3 0.5 5.8 0.8 14.9 Dec 19 BYYN422 0.08 0.003 Hostelworld Group 0.60 GBP 96 100 57 S -6.0 -52.0 -64.7 110 0.07
2.61 19.3 -5.8 12.7 2.4 N/A Dec 19 BHJYC05 9.44 0.34 InterContinental Hot 35.16 GBP 183 99.8 6,412 L -1.4 -32.5 -38.5 549 20.7
N/A 2.0 0.5 0.9 0.1 27.8 Dec 19 B5M6XQ7 3.61 0.13 International Consol 1.65 GBP 1,986 74.9 2,451 L -25.9 -73.6 -61.2 15,602 32.5
18.66 -15.4 0.3 2.1 0.2 -1.9 Sep 19 B1JQDM8 0.37 0.01 Marstons 0.40 GBP 634 98.9 252 S -24.4 -68.4 -62.4 4,374 2.1
0.00 4.5 0.3 2.5 0.3 7.9 Sep 19p B1FP6H5 0.49 0.02 Mitchells & Butlers 1.53 GBP 429 50.8 334 M -18.6 -66.7 -49.7 1,322 2.2
10.12 3.9 0.7 2.2 0.3 17.9 Dec 19 0621520 0.94 0.03 National Express Gro 1.52 GBP 512 82.5 640 M -18.9 -67.7 -63.9 1,529 2.5
1.18 15.0 2.8 16.0 2.5 19.7 Sep 19 BYM1K75 0.44 0.02 On The Beach Group 2.80 GBP 131 81.9 301 S -5.1 -42.7 -40.8 386 1.1
5.27 7.2 0.9 3.6 0.7 11.3 Dec 19 B7S9G98 1.30 0.05 Playtech 2.98 GBP 299 99.1 885 M 5.9 -24.9 -32.8 832 2.5
3.36 12.5 1.2 5.7 1.3 9.7 Dec 19 B1Z5FH8 0.34 0.01 PPHE Hotel Group 10.70 GBP 42 50.4 229 M -1.8 -42.2 -41.8 13 0.14
6.08 12.5 1.3 5.3 0.8 10.7 Jun 19 B1L5QH9 0.34 0.01 Rank Group 1.37 GBP 391 43.6 233 M -6.7 -50.7 -9.9 260 0.37
8.08 -6.9 0.6 3.5 0.2 -8.8 Dec 19 B0YG1K0 0.37 0.01 Restaurant Group 0.44 GBP 590 96.2 251 S -21.6 -72.9 -71.0 1,202 0.6
N/A -0.6 0.3 1.8 0.2 -38.1 Jan 20 BLT1Y08 0.25 0.009 Saga 0.15 GBP 1,122 99 168 S -2.1 -71.5 -66.1 2,507 0.40
5.74 8.1 3.3 3.8 0.4 38.6 Sep 19 BGBN7C0 1.59 0.06 SSP Group 2.06 GBP 534 98.6 1,083 M -20.1 -68.4 -70.9 1,443 3.5
N/A 6.3 -2.0 1.6 0.2 N/A May 20p B6YTLS9 0.28 0.01 Stagecoach Group 0.47 GBP 550 73.4 192 S -20.3 -70.4 -63.5 1,687 0.9
8.57 9.3 1.6 4.4 1.1 17.4 Dec 19 BF020D3 0.08 0.003 Ten Entertainment Gr 1.33 GBP 68 60.7 55 S -21.8 -56.0 -45.0 82 0.12
1.05 33.2 1.5 3.9 1.4 4.4 Dec 19 BZBX0P7 0.30 0.01 The Gym Group 1.33 GBP 166 93.2 206 S -12.2 -53.8 -47.6 547 0.8
0.00 -57.2 5.3 39.6 7.5 -23.0 Feb 20 BKDTK92 2.77 0.10 Trainline 4.09 GBP 481 95.8 1,884 M -5.8 -19.3 -4.4 1,038 4.4
15.81 3.4 0.5 1.9 0.1 15.3 Sep 19 B11LJN4 1.85 0.07 TUI AG 2.88 GBP 589 74 1,256 M -24.4 -69.8 -64.8 2,580 9.1
1.42 12.7 3.2 5.9 0.6 26.7 Jul 19 0163895 0.99 0.04 Wetherspoon(J D) 8.45 GBP 120 66 672 M -16.0 -49.2 -44.8 237 2.2
3.05 18.5 1.2 18.8 2.1 4.8 Feb 20 B1KJJ40 6.46 0.24 Whitbread 21.80 GBP 202 99.8 4,391 L -1.9 -47.6 -43.9 706 16.2
9.97 22.5 3.5 5.9 0.7 15.9 Dec 19 3169889 1.61 0.06 William Hill 1.04 GBP 1,049 99.6 1,091 M -8.3 -44.6 -31.6 5,178 5.9
2–11

Travel & Leisure
0.00 10.9 2.5 4.3 1.1 21.0 Mar 20 BN574F9 3.23 0.12 Wizz Air Holdings 32.16 GBP 85 79.8 2,194 M -3.6 -17.4 -9.0 233 7.8
4.54 12.4 1.9 5.4 0.6 13.8 67,932 -5.9 -43.8 -39.7 - -
Fixed Line Telecommunications
N/A 3.4 0.7 1.8 0.4 23.3 Mar 20 3091357 87.41 0.46 BT Group 0.99 GBP 9,882 87.9 8,568 L -13.6 -48.8 -49.0 22,858 25.3
3.60 3.4 2.0 79.7 0.5 66.9 Mar 20 B4YCDF5 4.74 0.02 TalkTalk Telecom Gro 0.70 GBP 1,146 58.3 465 M -18.9 -40.1 -34.0 2,805 2.2
4.25 21.4 4.7 28.7 1.2 22.0 Mar 20 0879471 7.84 0.04 Telecom Plus 13.40 GBP 79 72.9 769 M -5.9 -10.8 0.6 95 1.3
14.16 3.6 0.7 2.0 0.5 24.1 9,801 -13.3 -46.6 -46.3 - -
Mobile Telecommunications
8.82 5.7 0.7 2.3 0.7 15.0 Mar 20 BKDRYJ4 1.71 0.03 Airtel Africa 0.54 GBP 3,758 27.2 551 M -13.9 -32.7 -21.9 808 0.49
0.00 -15.7 11.8 52.1 5.1 -86.9 Dec 19 BJVQC70 2.46 0.04 Helios Towers 1.56 GBP 1,000 50.9 795 M 5.0 -1.3 - 404 0.6
6.79 10.0 0.6 2.2 0.8 5.7 Mar 20 BH4HKS3 95.83 1.66 Vodafone Group 1.16 GBP 26,773 99.9 30,935 L -10.3 -21.3 -23.0 53,900 67.6
6.66 10.3 0.6 2.3 0.8 5.7 32,281 -10.1 -21.2 -22.6 - -
Electricity
5.90 45.9 4.8 4.1 1.3 8.9 Dec 19 BF448H5 2.43 0.02 ContourGlobal 2.07 GBP 668 26.3 364 M 8.9 -1.4 18.3 115 0.23
5.68 26.1 0.6 2.8 0.2 2.4 Dec 19 B1VNSX3 7.41 0.06 Drax Group 2.80 GBP 397 99.9 1,110 M 8.9 -10.8 -7.4 840 2.2
6.15 69.4 3.6 10.4 2.0 4.6 Mar 20 0790873 90.16 0.72 SSE 13.01 GBP 1,039 99.9 13,515 L -4.7 -9.6 18.2 2,442 33.0
6.11 61.1 2.7 8.4 1.3 4.1 14,990 -3.5 -9.5 15.9 - -
Gas Water & Multiutilities
N/A -3.8 2.3 2.8 0.1 -34.7 Dec 19 B033F22 5.59 0.15 Centrica 0.49 GBP 5,838 99.8 2,844 M 26.5 -45.4 -35.9 31,709 14.1
5.39 21.9 1.6 8.3 2.2 7.4 Mar 20 BDR05C0 62.08 1.69 National Grid 9.00 GBP 3,510 99.8 31,558 L -9.0 -4.6 6.6 7,891 70.8
4.11 22.3 3.2 12.0 7.0 14.4 Mar 20 B18V863 8.80 0.24 Pennon Group 10.66 GBP 421 99.6 4,472 L -4.8 4.0 48.6 883 9.6
4.08 30.4 4.7 8.2 3.2 15.9 Mar 20 B1FH8J7 11.47 0.31 Severn Trent 24.50 GBP 238 99.9 5,829 L -1.2 -2.6 21.6 467 11.3
4.73 41.5 2.1 7.5 3.3 4.9 Mar 20 B39J2M4 12.07 0.33 United Utilities Gro 9.00 GBP 682 99.9 6,135 L -1.1 -4.6 14.1 1,264 11.2
5.89 41.6 1.9 7.6 1.1 4.5 50,837 -5.4 -7.6 7.7 - -
Banks
0.00 2.8 0.7 1.3 0.7 25.3 Dec 19 BF4HYT8 0.24 0.02 Bank of Georgia Grou 7.77 GBP 49 76.7 293 M -27.4 -52.2 -44.7 85 0.8
2.98 5.3 0.3 5.5 0.6 5.2 Dec 19 3134865 13.92 0.93 Barclays 1.01 GBP 17,338 99.6 17,366 L -12.1 -44.0 -34.7 38,776 43.9
6.02 7.3 1.2 9.3 1.6 16.5 Jul 19 0766807 1.32 0.09 Close Brothers Group 10.96 GBP 151 99.4 1,649 M -0.8 -31.4 -17.7 215 2.4
7.08 12.7 0.6 22.4 0.9 4.4 Dec 19 0540528 55.85 3.73 HSBC Hldgs 3.42 GBP 20,365 99.9 69,676 L -9.6 -42.2 -47.9 23,672 88.6
N/A 1.4 0.4 0.6 0.4 26.7 Mar 20 B17BBQ5 0.80 0.05 Investec 1.51 GBP 696 95.2 998 M -6.8 -47.8 -50.8 1,767 2.9
N/A 6.1 0.4 1.3 0.4 6.3 Dec 19 0870612 14.81 0.99 Lloyds Banking Group 0.26 GBP 70,454 99.7 18,472 L -15.7 -57.9 -50.7 197,570 58.1
0.00 -1.2 0.1 -6.9 0.3 -9.8 Dec 19 BZ6STL6 0.13 0.009 Metro Bank 1.03 GBP 172 92.4 165 S -1.6 -49.9 -71.2 999 1.1
1.89 3.7 0.3 2.1 0.8 7.7 Dec 19 B7T7721 3.86 0.26 Natwest Group 1.06 GBP 12,094 37.5 4,812 L -12.8 -56.3 -48.4 13,970 16.5
1.36 6.8 0.3 -1.4 0.6 4.7 Dec 19 0408284 7.99 0.53 Standard Chartered 3.86 GBP 3,156 81.8 9,962 L -12.3 -45.8 -43.0 4,484 19.3
7.17 2.9 0.6 1.8 0.8 22.8 Dec 19 BYT1830 0.22 0.01 TBC Bank Group 7.92 GBP 55 63.9 280 M -11.4 -39.1 -43.9 74 0.6
0.00 -7.4 0.3 1.9 0.5 -4.1 Sep 19 BD6GN03 0.87 0.06 Virgin Money UK 0.87 GBP 1,438 86.1 1,083 M -5.1 -53.6 -49.2 2,544 2.4
6.62 8.1 0.4 6.6 0.7 5.3 124,755 -11.1 -46.4 -46.2 - -
Nonlife Insurance
4.09 15.6 7.8 16.7 5.2 54.1 Dec 19 B02J639 22.88 0.27 Admiral Group 24.00 GBP 294 70.6 4,984 L 4.4 3.9 11.9 339 7.9
2.95 13.1 2.1 7.5 1.2 16.3 Dec 19 BYQ0JC6 11.47 0.13 Beazley 4.17 GBP 608 98.3 2,499 M 1.8 -24.9 -27.6 1,290 5.5
7.15 9.2 1.6 9.3 1.2 17.0 Dec 19 BY9D0Y1 18.57 0.22 Direct Line Insuranc 2.96 GBP 1,365 100 4,045 M 9.4 -5.2 -8.1 2,783 8.0
4.80 16.9 2.1 8.9 1.9 12.6 Dec 19 BYRJH51 2.95 0.03 Hastings Group Holdi 2.08 GBP 661 46.5 642 M 8.1 16.3 7.9 818 1.5
4.26 48.5 1.6 87.6 1.2 3.2 Dec 19 BVZHXQ9 12.01 0.14 Hiscox 7.82 GBP 346 96.6 2,616 M -0.9 -45.1 -54.0 678 5.4
1.58 20.9 2.1 43.2 5.1 10.4 Dec 19 B0PYHC7 8.58 0.10 Lancashire Holdings 7.75 GBP 243 99.5 1,870 M -4.3 1.0 11.7 535 4.4
4.94 10.6 1.2 10.0 0.6 11.3 Dec 19 BKKMKR2 20.33 0.24 RSA Insurance Group 4.29 GBP 1,035 99.7 4,428 L 4.7 -24.1 -23.5 2,158 9.2
4.22 16.6 2.8 20.9 4.0 17.2 Dec 19 BYWVDP4 3.21 0.04 Sabre Insurance Grou 3.04 GBP 250 92.2 700 M 15.0 -1.5 14.7 192 0.5
4.53 13.7 1.9 12.9 1.3 14.3 21,783 4.0 -15.9 -17.3 - -
Life Insurance
N/A 3.8 0.6 0.6 0.1 16.2 Dec 19 0216238 16.88 0.55 Aviva 2.64 GBP 3,928 99.6 10,320 L -3.6 -37.0 -35.1 7,968 22.5
7.49 4.7 0.9 -8.6 1.1 19.8 Dec 19 B00FPT8 0.70 0.02 Chesnara 2.85 GBP 150 99.7 426 S -1.6 -10.0 -14.0 211 0.6
0.00 1.5 0.2 2.2 0.1 16.6 Dec 19 BCRX1J1 0.75 0.02 Just Group 0.45 GBP 1,035 99.2 460 M -14.7 -43.3 -5.0 2,177 1.0
8.21 6.9 1.4 0.9 0.2 20.8 Dec 19 0560399 20.72 0.68 Legal & General Grp 2.14 GBP 5,966 99.2 12,668 L -3.1 -29.4 -18.3 9,371 20.7
7.11 9.9 0.9 -ve 0.2 9.3 Dec 19 BGXQNP2 5.66 0.19 Phoenix Group Holdin 6.59 GBP 722 72.8 3,463 L 2.3 -12.1 -5.3 864 5.7
3.49 47.1 2.2 0.7 0.4 4.0 Dec 19 0709954 47.13 1.54 Prudential 11.06 GBP 2,609 99.8 28,811 L -9.3 -23.7 -20.3 3,891 47.3
4.09 33.4 5.3 13.8 0.3 15.4 Dec 19 0766937 8.15 0.27 St. James's Place 9.42 GBP 537 98.5 4,981 L -1.1 -19.1 -4.2 1,148 11.0
6.07 10.1 1.3 0.8 0.2 12.7 61,128 -5.9 -26.8 -23.7 - -
Real Estate Investment & Services
4.74 14.3 1.1 26.0 8.8 8.7 Dec 19p BD9PXH4 3.42 0.01 Aberdeen Standard Eu 1.07 GBP 235 94.8 237 S 1.4 18.1 8.0 436 0.46
2.00 8.7 1.1 27.2 0.9 12.4 Dec 19 0111009 3.53 0.01 Boot (Henry) 2.50 GBP 133 73.3 244 S -1.2 -21.6 1.2 257 0.6
3.79 5.9 0.7 17.9 5.4 11.7 Dec 19 BF04459 4.40 0.02 CLS Holdings 1.95 GBP 407 38.2 304 M 5.5 -35.3 -14.2 132 0.26
N/A -16.3 1.0 12.0 1.1 -6.0 Dec 19 BCKFY51 1.56 0.006 Foxtons Group 0.36 GBP 330 91.6 108 S -7.3 -59.4 -36.4 905 0.34
1.82 16.8 1.6 10.6 8.5 11.4 Sep 19 B04V127 27.71 0.10 Grainger 2.90 GBP 674 98.1 1,919 M 1.5 -7.3 27.6 977 2.9
0.91 13.0 0.7 10.5 3.9 5.6 Dec 19 BYZJ7G4 2.25 0.008 Harworth Group 1.03 GBP 322 47 155 S -0.5 -27.3 -22.6 1,662 1.7
2.86 9.4 0.6 19.2 10.7 6.6 Mar 20 B0FYMT9 4.38 0.02 Helical 3.05 GBP 120 83 303 S -1.5 -35.8 -14.5 78 0.24
2–12

5.71 10.6 1.4 6.8 0.6 13.2 Dec 19 B1G5HX7 2.31 0.009 LSL Property Service 1.91 GBP 104 80.4 160 S -4.5 -30.3 -6.4 25 0.05
6.32 -16.1 0.5 8.7 4.1 -3.1 Mar 20 BF5SGF0 1.21 0.004 Palace Capital 1.90 GBP 46 95.4 84 S 10.6 -41.6 -34.3 80 0.15
2.24 14.5 0.8 -69.4 13.8 5.4 Dec 19 BVG2VP8 3.47 0.01 Phoenix Spree Deutsc 2.90 GBP 97 85.1 240 S -1.9 -9.4 -3.5 241 0.7
0.00 3.5 0.5 4.0 0.9 14.4 Dec 19 B0D5V53 2.07 0.008 Raven Property Group 0.33 GBP 490 88.8 143 S -1.5 -32.2 -16.7 138 0.05
2.11 11.5 2.1 10.1 0.6 18.5 Dec 19 B135BJ4 14.28 0.05 Savills 7.48 GBP 143 92.3 988 M -9.3 -34.1 -21.4 241 1.9
4.25 8.8 1.1 14.3 5.8 13.0 Mar 20 B1W3VF5 10.12 0.04 Sirius Real Estate 0.74 GBP 1,038 91.8 701 M -3.5 -16.9 10.4 1,042 0.8
1.17 13.3 0.6 10.7 1.6 4.9 Nov 19 0729101 7.86 0.03 St.Modwen Properties 3.08 GBP 222 79.4 544 M -10.9 -38.0 -26.0 214 0.7
4.13 21.9 0.9 -58.0 19.1 8.2 Sep 19 BG382L7 5.49 0.02 Tritax EuroBox GBP 0.90 GBP 423 99.9 380 S -11.8 -5.3 -3.2 599 0.6
8.74 -1.5 0.3 26.3 1.2 -17.1 Mar 20p 0266846 1.21 0.004 u and i group 0.68 GBP 125 99.1 84 S -14.0 -61.8 -53.1 84 0.06
1.66 27.0 0.8 -55.3 3.3 3.2 Sep 19 BKT04W0 4.74 0.02 Urban&Civic 2.35 GBP 145 96.1 328 S 0.9 -31.9 -23.2 242 0.6
2.60 13.9 1.0 13.6 1.9 7.8 6,923 -3.2 -25.1 -7.1 - -
Real Estate Investment Trusts
10.10 34.4 0.9 9.7 7.1 2.5 Mar 20 BWD2415 0.26 0.007 AEW UK REIT 0.79 GBP 159 99.8 126 S 18.9 -20.3 -16.5 502 0.37
3.53 26.6 1.6 31.7 18.6 6.1 Mar 20 BVGBWW9 4.28 0.11 Assura 0.79 GBP 2,660 98.1 2,063 M 0.6 1.5 22.3 4,116 3.2
3.32 19.3 1.5 24.1 13.8 8.1 Mar 20 0286941 3.41 0.09 Big Yellow Group 10.19 GBP 176 91.7 1,642 M 1.5 -15.1 3.0 277 2.8
10.26 -20.8 0.4 12.6 7.1 -2.1 Dec 19 B4ZPCJ0 0.64 0.02 BMO Commercial Prope 0.59 GBP 799 65.8 308 M -7.1 -49.4 -48.6 2,052 1.2
7.98 41.1 0.5 12.6 11.9 1.2 Jun 19 B012T52 0.27 0.007 BMO Real Estate Inve 0.55 GBP 241 99.5 131 S -2.1 -34.8 -32.5 264 0.15
6.48 -3.3 0.5 9.0 5.5 -13.2 Mar 20 0136701 7.02 0.18 British Land Co 3.66 GBP 927 99.6 3,382 L -5.3 -42.7 -27.9 2,572 9.7

1.07 -4.7 0.5 -54.9 15.7 -9.7 Dec 19 B62G9D3 2.13 0.05 Capital & Counties P 1.40 GBP 848 86.2 1,024 M -4.2 -46.5 -29.4 1,510 2.2
N/A -0.7 0.2 3.4 1.0 -29.9 Dec 19 BL6XZ71 0.07 0.002 Capital & Regional 0.81 GBP 104 39.7 34 S -4.2 -68.0 -47.1 61 0.05
4.69 18.6 1.0 25.9 15.2 5.6 Mar 20 BD8HBD3 1.46 0.04 Civitas Social Housi 1.13 GBP 622 99.9 702 M 3.1 23.8 36.0 921 1.0
7.47 15.8 0.9 11.7 8.5 5.6 Mar 19 BJFLFT4 0.72 0.02 Custodian REIT 0.89 GBP 420 92.2 345 S -2.1 -21.9 -22.9 259 0.23
2.52 11.4 0.7 25.7 13.2 6.6 Dec 19 0265274 6.00 0.15 Derwent London 28.76 GBP 112 89.7 2,890 M 3.6 -28.3 -1.5 324 9.3
10.48 -61.0 0.5 8.3 5.2 -0.7 Sep 19 BNGMZB6 0.22 0.006 Ediston Property Inv 0.51 GBP 211 99.9 107 S -6.1 -43.2 -47.6 99 0.05
7.75 7.1 0.6 13.2 5.5 8.4 Dec 19 BLWDVR7 0.78 0.02 Empiric Student Prop 0.65 GBP 603 97.1 378 S 11.4 -33.8 -28.6 1,121 0.7
5.03 6.1 0.8 29.9 12.8 14.7 Jun 19 B8460Z4 1.18 0.03 GCP Student Living 1.25 GBP 455 99.9 569 M 0.8 -36.9 -23.7 845 1.0
2.14 28.9 0.7 34.6 13.8 2.3 Mar 20 BF5H9P8 3.10 0.08 Great Portland Est 5.90 GBP 254 99.7 1,492 M -6.7 -31.4 -10.9 551 3.3
17.30 -0.6 0.1 2.5 8.0 -15.9 Dec 19 0406501 1.02 0.03 Hammerson 0.64 GBP 766 99.9 491 M -20.0 -79.2 -70.1 2,558 2.0
6.14 12.2 0.9 23.0 13.3 9.8 Dec 19 BYXVMJ0 0.49 0.01 Impact Healthcare RE 1.01 GBP 319 73.7 238 S 5.4 -6.5 -9.0 263 0.26
8.00 -5.2 0.5 10.7 5.8 -8.9 Mar 20 BYW0PQ6 8.52 0.22 Land Securities Grp 5.77 GBP 741 96 4,105 L 4.3 -41.8 -27.6 1,841 10.3
3.59 -ve 1.5 46.9 19.3 -0.4 Mar 20 B4WFW71 4.21 0.11 LondonMetric Propert 2.31 GBP 908 96.6 2,029 M 9.7 -2.4 13.8 1,084 2.4
5.46 7.5 0.8 25.8 13.8 14.0 Mar 20 BYQ46T4 1.14 0.03 LXI REIT 1.05 GBP 521 99.8 549 M -6.6 -24.7 -19.2 770 0.8
3.89 21.5 0.6 25.6 5.6 2.6 Mar 20 0552200 0.33 0.009 McKay Securities 1.85 GBP 94 91.9 160 S 2.8 -32.7 -14.4 44 0.08
N/A -1.5 0.3 4.1 1.3 -17.2 Mar 20 BD7XPJ6 0.38 0.01 NewRiver REIT 0.61 GBP 306 98.6 184 S -2.7 -69.5 -62.7 870 0.5
4.78 16.5 0.7 27.4 7.5 4.5 Mar 20 B0LCW20 0.77 0.02 Picton Property Inco 0.68 GBP 546 99.8 370 S 0.1 -29.9 -26.2 782 0.5
3.79 -26.3 1.5 32.5 15.4 -7.1 Dec 19 BYRJ5J1 3.83 0.10 Primary Health Prop. 1.54 GBP 1,217 98.6 1,847 M -1.8 -3.9 16.9 3,235 4.9
11.17 -4.4 0.5 6.0 3.7 -10.4 Aug 19 BH3JLY3 0.47 0.01 RDI REIT 0.90 GBP 380 66.5 227 S 8.5 -31.7 -14.8 360 0.31
12.44 10.8 0.6 22.7 5.2 5.8 Dec 19 BYV2ZQ3 0.51 0.01 Regional REIT 0.66 GBP 432 85.1 244 S -6.6 -41.4 -36.9 507 0.36
0.91 171 155 2.0 -7.7 -1.5
2–13
5.52 11.7 0.8 59.3 7.1 7.2 Sep 19 BYSX150 0.32 0.008 Residential Secure I GBP 99.9 S 101 0.09
2.34 12.2 1.8 24.2 10.6 15.8 Oct 19 B1N7Z09 3.24 0.08 Safestore Holdings 7.65 GBP 210 97.1 1,563 M 5.3 -5.1 22.3 296 2.2
7.78 15.0 0.6 6.2 5.6 4.1 Sep 19 BY7R8K7 0.18 0.005 Schroder European Re 0.74 GBP 134 89.9 89 S 3.8 -33.0 -27.5 115 0.08
7.09 -5.5 0.6 22.7 7.1 -9.7 Mar 20 B01HM14 0.37 0.01 Schroder Real Estate 0.35 GBP 519 99.9 180 S 14.5 -37.3 -37.8 714 0.24
2.14 13.5 1.5 54.9 26.2 12.0 Dec 19 B5ZN1N8 23.90 0.62 Segro 9.69 GBP 1,191 99.7 11,516 L 8.3 8.0 26.8 2,114 19.7
3.45 60.7 0.5 28.2 12.2 0.9 Sep 19 0799096 2.37 0.06 Shaftesbury 5.14 GBP 307 72.3 1,142 M -2.7 -45.7 -34.7 258 1.3
8.37 14.3 0.6 14.8 7.5 4.4 Dec 19 3387528 0.48 0.01 Standard Life Inv Pr 0.57 GBP 407 99.9 231 S -6.1 -37.5 -35.1 760 0.43
5.97 17.1 1.2 28.1 14.9 7.7 Jun 19p BJGTLF5 1.06 0.03 Target Healthcare RE 1.11 GBP 457 99.8 509 S 1.3 -4.0 0.0 378 0.40
4.79 15.8 1.0 27.7 17.8 6.5 Dec 19 BF0P7H5 0.70 0.02 Triple Point Social 1.07 GBP 351 90.4 340 S 9.2 18.9 35.8 433 0.45
4.43 18.3 1.0 39.4 17.9 5.9 Dec 19 BG49KP9 5.36 0.14 Tritax Big Box REIT 1.51 GBP 1,707 99.8 2,581 M 4.4 1.7 -1.0 3,004 4.5
4.69 +ve 0.8 36.1 25.4 0.1 Dec 19 B19Z2J5 0.93 0.02 UK Comm Prp REIT 0.69 GBP 1,299 50.1 448 M 14.9 -22.6 -17.3 4,056 2.6
3.17 -44.7 1.2 46.6 25.1 -3.3 Dec 19 0692861 6.19 0.16 Unite Group 9.39 GBP 398 79.8 2,985 M -0.1 -25.5 -9.0 1,142 10.6
5.88 15.3 0.6 13.1 6.9 3.6 Mar 20 B67G5X0 1.70 0.04 Workspace Group 6.15 GBP 181 73.6 818 M -5.9 -48.2 -27.2 224 1.4
4.34 -43.2 0.8 21.6 11.6 -1.9 48,193 2.3 -24.1 -8.5 - -
Financial Services
3.93 40.3 1.1 67.1 33.4 2.7 Mar 20 B1YW440 10.04 0.45 3i Group 8.90 GBP 973 97.7 8,465 L 6.8 -19.0 -20.0 1,836 15.7
1.12 57.1 20.6 54.8 16.9 41.3 Sep 19 BFZNLB6 1.48 0.07 AJ Bell 4.32 GBP 410 70.2 1,245 M 11.8 0.7 3.7 851 3.4
0.00 2.4 0.9 -2.8 46.8 37.7 Dec 19 BLRLH12 0.11 0.005 Allied Minds 0.41 GBP 242 98 97 S 23.3 3.6 -20.5 317 0.12
N/A -1.6 0.3 0.4 0.1 -13.2 Mar 20 BFFK8T4 0.02 0.001 Amigo Holdings 0.09 GBP 475 36.4 16 S 58.7 -86.1 -94.4 39,382 3.8
N/A 2.9 0.7 6.5 0.5 24.1 Dec 19 BDGTXM4 0.13 0.006 Arrow Global Group 0.76 GBP 177 82 110 S -15.0 -70.5 -71.9 340 0.28
4.33 15.2 3.3 13.6 8.6 22.8 Jun 19 B132NW2 2.11 0.10 Ashmore Group 3.90 GBP 713 63.9 1,778 M -6.4 -24.6 -27.2 1,009 4.2
6.25 14.2 2.4 11.9 2.3 18.3 Sep 19 0176581 0.90 0.04 Brewin Dolphin Holdi 2.63 GBP 303 95.5 760 M 0.8 -29.5 -17.6 410 1.1
7.00 11.9 5.6 10.1 3.3 44.1 Jun 19 B104RS5 0.10 0.005 City Of London Inves 4.00 GBP 27 81.2 86 S 4.4 -9.1 -6.8 15 0.06
1.10 10.5 3.3 14.9 3.7 36.2 Mar 20 B14SKR3 0.42 0.02 CMC Markets 3.21 GBP 289 37.8 351 S 20.2 119.0 227.6 780 2.6
0.00 1.1 0.4 5.0 0.4 39.2 Dec 19 BF4HYV0 0.19 0.009 Georgia Capital 3.66 GBP 48 93.1 163 S -21.3 -60.3 -62.7 54 0.23
1.98 32.9 18.1 31.7 17.3 58.5 Jun 19 B1VZ0M2 7.44 0.34 Hargreaves Lansdown 17.49 GBP 474 75.5 6,266 L 7.4 -9.6 -16.4 898 14.8
5.87 11.3 2.9 9.3 4.1 27.0 May 20p B06QFB7 3.17 0.14 IG Group Holdings 7.36 GBP 369 98.2 2,672 M -10.0 5.9 28.7 895 7.1
2–13

Financial Services
1.46 44.7 15.5 37.8 18.1 36.4 Sep 19 BD45SH4 1.68 0.08 Integrafin Holdings 5.42 GBP 331 78.7 1,413 M 18.3 21.8 40.8 528 2.8
3.77 34.0 3.0 +ve 9.5 8.5 Mar 20 BYT1DJ1 4.44 0.20 Intermediate Capital 13.47 GBP 290 95.6 3,741 L 4.5 -16.3 -3.1 932 12.7
N/A 1.4 0.3 1.9 0.1 19.9 Dec 19 B1YKG04 0.14 0.006 International Person 0.55 GBP 224 98.3 120 S 4.4 -66.1 -46.2 583 0.35
0.00 -9.4 0.6 -46.2 -15.2 -6.4 Dec 19 B128J45 0.79 0.04 IP Group 0.67 GBP 1,062 94.6 669 M 4.1 -6.3 -3.1 1,066 0.7
1.87 14.6 0.9 -23.9 8.1 6.2 Dec 19 BVC3CB8 1.73 0.08 John Laing Group 2.95 GBP 493 100 1,456 M -15.3 -21.3 -22.5 519 1.6
1.08 26.4 4.7 32.2 6.0 19.2 Dec 19 BF4X3P5 0.61 0.03 JTC 4.90 GBP 123 85.1 511 S 5.6 18.6 38.6 189 0.9
7.54 8.3 1.7 6.9 2.5 20.2 Dec 19 B53P200 1.11 0.05 Jupiter Fund Managem 2.27 GBP 458 90.4 939 M -11.5 -44.6 -39.3 1,487 3.6
2.67 43.6 7.7 36.2 5.5 21.8 Mar 20 0738840 0.78 0.04 Liontrust Asset Mana 12.35 GBP 56 95.8 657 M -5.4 12.3 54.0 106 1.4
0.83 41.4 8.6 35.6 12.9 21.2 Dec 19 B0SWJX3 31.67 1.43 LSE Group PLC 84.84 GBP 351 89.5 26,693 L 1.5 9.5 28.0 406 34.1
7.42 3.7 0.8 0.3 0.1 16.2 Dec 19 BKFB1C6 4.95 0.22 M&G 1.61 GBP 2,600 99.8 4,171 L -4.1 -30.5 - 5,827 9.9
6.43 6.3 1.5 5.3 2.1 23.7 Dec 19 BJ1DLW9 2.13 0.10 Man Group 1.24 GBP 1,484 97.4 1,794 M -5.1 -21.5 -27.5 2,654 3.4
0.00 12.9 13.3 2.5 2.7 89.9 Mar 20 BJHPLV8 0.84 0.04 Ninety One Plc 2.18 GBP 623 52.4 711 M 5.8 - - 340 0.7
2.08 6.7 0.7 1.6 1.9 14.6 Dec 19 BM7S7K9 1.05 0.05 Onesavings Bank 2.36 GBP 446 84.1 886 M -11.1 -45.5 -35.1 511 1.3
6.75 6.2 0.7 2.0 1.5 11.8 Sep 19 B2NGPM5 0.94 0.04 Paragon Banking Grou 3.14 GBP 256 98.6 795 M -10.2 -41.7 -24.7 273 0.9
4.31 10.7 6.0 12.8 4.6 54.6 Dec 19 BBT3PS9 1.46 0.07 Plus500 11.97 GBP 107 96.8 1,234 M -9.0 35.0 99.6 421 5.4
N/A 4.1 0.6 4.1 0.4 14.0 Dec 19 B1Z4ST8 0.49 0.02 Provident Financial 1.64 GBP 254 100 416 M -6.9 -64.1 -62.4 709 1.2
3.55 +ve 1.3 -1.3 0.4 1.3 Dec 19 BDCXV26 3.18 0.14 Quilter 1.46 GBP 1,873 97.7 2,678 M 5.1 -9.2 1.1 3,004 4.4
4.32 19.0 1.9 1.8 2.4 10.1 Dec 19 0214834 1.07 0.05 Rathbone Brothers 16.20 GBP 56 98.3 899 M 14.1 -23.9 -26.5 65 1.0
9.84 -16.1 0.8 -2.6 10.6 -5.9 Mar 20 B0HW536 0.33 0.01 Real Estate Credit I 1.22 GBP 229 99.8 279 S -2.4 -27.4 -27.8 237 0.29
3.51 9.1 2.4 10.6 2.0 26.5 Jun 19 BLZH7X4 0.09 0.004 River and Mercantile 1.85 GBP 85 48.2 76 S -1.5 -26.4 -31.6 40 0.07
7.52 6.7 1.1 39.1 2.1 16.8 Jan 20 0765503 0.07 0.003 S & U 15.95 GBP 12 31.7 61 S -0.6 -24.4 -31.0 2 0.03
2.24 36.4 5.4 21.3 5.8 13.9 Dec 19 BVRZ8S8 1.02 0.05 Sanne Group 6.30 GBP 147 92.9 858 M 0.0 -6.9 14.5 53 0.34
3.84 14.2 2.1 7.8 3.1 15.2 Dec 19 0240549 3.93 0.18 Schroders 29.65 GBP 226 49.3 3,308 L 0.5 -11.1 -0.3 207 6.2
8.63 12.7 0.9 35.3 2.8 6.4 Dec 19 BF8Q6K6 6.68 0.30 Standard Life Aberde 2.50 GBP 2,282 98.4 5,626 L -6.4 -23.7 -16.2 5,236 13.8
5.08 13.7 1.1 11.5 1.0 7.7 Dec 19 B1H0DZ5 2.22 0.10 TP ICAP 3.32 GBP 563 100 1,868 M -5.5 -18.9 5.7 724 2.5
12.12 7.9 0.7 -7.2 4.6 8.2 Dec 19 BVG6X43 0.24 0.01 VPC Specialty Lendin 0.66 GBP 306 99.9 202 S 0.0 -15.6 -15.4 527 0.34
5.59 15.7 1.6 11.1 2.0 9.9 Mar 20 BDDN1T2 0.24 0.01 XPS Pensions Group 1.18 GBP 204 85.1 205 S 2.6 -13.9 2.2 450 0.5
3.39 16.8 2.0 4.7 1.5 11.6 84,279 0.4 -15.8 -7.8 - -
Equity Investment Instruments
3.17 11.5 1.1 +ve 20.4 10.7 Mar 20 BF5FX16 1.39 0.09 3i Infrastructure 2.90 GBP 891 66.8 1,729 M -0.9 -1.5 1.8 579 1.7
5.08 8.1 0.8 25.2 9.0 10.1 Dec 19 B0P6J83 0.26 0.02 Aberdeen Asia Income 1.82 GBP 177 99.8 322 S 0.0 -15.0 -17.6 276 0.5
6.24 31.8 0.7 +ve 28.6 2.1 Sep 19 0129756 0.22 0.01 Aberdeen Diversified 0.87 GBP 320 99.9 277 S -6.5 -22.3 -21.5 370 0.34
1.69 -16.3 1.0 87.3 -21.3 -5.7 Apr 20 BBM56V2 0.22 0.01 Aberdeen New Dawn In 2.54 GBP 111 99.3 279 S 3.7 -1.6 -4.0 218 0.6
0.00 9.7 0.8 -ve 23.1 8.2 Mar 19 0604877 0.19 0.01 Aberdeen New India I 4.10 GBP 59 99 238 S 1.4 -12.9 -18.6 49 0.20
1.43 11.9 0.7 45.1 9.3 6.2 Jul 19 0010076 0.26 0.02 Aberdeen Standard AF 9.80 GBP 33 99.2 318 S 1.0 -8.8 -14.4 25 0.25
7.93 -5.0 0.6 -5.0 -5.5 -11.9 Sep 19 0603959 0.10 0.007 Aberdeen Standard Eq 2.66 GBP 49 99.6 130 S -1.5 -35.6 -33.3 102 0.28
3.92 2.4 0.5 22.4 2.3 23.4 Dec 19 0006655 0.59 0.04 Aberforth Smaller Co 8.16 GBP 90 99.8 730 M -11.7 -46.9 -31.2 199 1.7
8.91 -3.5 0.5 10.1 8.1 -14.0 Jun 19 BYPBD39 0.07 0.005 Aberforth Split Leve 0.47 GBP 190 99.8 90 S 0.1 -49.4 -38.8 263 0.13
11.10 -2.2 0.5 1.3 -2.5 -17.5 Mar 20p BN4CFL8 0.03 0.002 Alcentra European Fl 0.89 GBP 46 80.8 34 S 3.3 -8.9 -9.0 139 0.12
1.81 N/A N/A N/A N/A N/A Dec 19 B11V7W9 2.05 0.14 Alliance Trust 7.77 GBP 329 99.8 2,554 M -0.8 -7.5 -6.7 334 2.7
0.00 7.0 1.5 7.0 6.7 24.4 Dec 19 0339072 0.70 0.05 Allianz Technology T 23.30 GBP 37 99.8 869 M 3.3 41.5 29.3 146 3.4
6.00 4.2 0.8 25.2 3.9 20.9 Dec 19 BWWYMV8 0.33 0.02 Apax Global Alpha 1.59 GBP 491 52.6 411 M 13.1 -7.8 1.6 123 0.18
1.94 -7.6 0.7 73.6 -8.9 -8.9 Apr 19 0435594 0.07 0.005 Artemis Alpha Trust 2.64 GBP 40 85.8 90 S -4.2 -23.8 -7.5 24 0.06
1.18 14.1 0.9 +ve 11.7 5.3 Aug 19 0294502 0.41 0.03 Asia Dragon Trust 4.01 GBP 128 99.9 512 S 0.8 -2.9 -6.1 92 0.37
0.00 16.9 1.0 -3.7 10.3 5.7 Mar 20p BG12XV8 0.10 0.007 Augmentum Fintech 1.13 GBP 117 97.2 128 S 6.6 9.7 0.9 365 0.39
3.04 3.2 0.7 32.3 3.1 26.3 Dec 19 0063326 0.08 0.005 Aurora Investment Tr 1.48 GBP 73 92.2 100 S -11.9 -37.6 -22.5 164 0.25
2.96 30.8 0.8 47.5 18.5 2.6 Sep 19 0133508 0.60 0.04 Avi Global Trust 6.92 GBP 108 99.9 749 M 1.0 -11.1 -10.8 169 1.2
0.87 8.3 0.9 -ve 7.3 11.3 Dec 19 BD6H5D3 0.10 0.006 Avi Japan Opportunit 1.04 GBP 115 99.9 119 S 1.0 -9.0 -3.5 82 0.09
2.81 -19.0 1.1 -19.0 22.4 -5.3 Sep 19 0329501 0.32 0.02 Baillie Gifford Euro 11.05 GBP 36 99.9 400 S 6.3 24.4 34.9 167 1.9
0.44 -18.6 1.0 +ve 12.3 -5.2 Aug 19 0048583 0.58 0.04 Baillie Gifford Japa 7.92 GBP 92 99.9 727 M 1.1 -3.4 -4.7 108 0.9
0.00 13.4 1.1 +ve 11.8 8.4 Jan 20 BFXYH24 0.41 0.03 Baillie Gifford Shin 1.84 GBP 280 99.7 512 S -4.8 2.1 -0.8 537 1.0
1.82 +ve 0.8 34.9 10.2 0.1 Apr 19 0791348 0.21 0.01 Baillie Gifford UKG 1.71 GBP 151 99.8 256 S -6.1 -16.4 -9.1 271 0.48
0.00 10.9 1.9 -ve +ve 17.2 May 19 BDFGHW4 0.44 0.03 Baillie Gifford US G 2.12 GBP 257 99.9 544 S 0.0 50.9 42.3 1,221 2.7
2.19 9.9 1.1 20.8 35.6 11.4 Oct 19 0076700 1.00 0.07 Bankers Investment T 9.78 GBP 128 99.8 1,249 M -1.4 -1.6 1.6 106 1.1
3.14 16.3 1.1 -83.6 13.6 8.0 Nov 19 BZCNLL9 0.56 0.04 BB Healthcare Trust 1.57 GBP 445 99.9 698 M -3.1 10.6 15.9 992 1.7
4.17 20.8 1.2 -97.1 15.4 6.2 Dec 19 B6QWXM4 0.85 0.06 BBGI SICAV 1.68 GBP 630 99.8 1,058 M 3.1 0.9 7.7 783 1.3
0.00 12.3 1.0 -62.3 14.3 8.5 Dec 19 B2QQPT9 0.29 0.02 BH Global (GBp) 18.15 GBP 20 99.5 359 S -1.6 19.6 14.7 43 0.8
0.00 10.5 1.2 -ve 12.7 11.4 Dec 19 B1NP514 0.39 0.03 BH Macro (GBP) 33.50 GBP 15 99.9 488 S -4.6 28.4 25.0 23 0.8
0.00 7.8 1.3 -ve 7.4 15.7 Mar 20 0038551 0.38 0.03 Biotech Growth Trust 12.18 GBP 39 99.3 474 S -2.1 29.6 51.5 95 1.2
6.38 -41.6 0.7 -39.3 +ve -1.8 Sep 19 B3SXM83 0.18 0.01 Blackrock Frontiers 0.90 GBP 242 99.8 218 S -6.1 -33.0 -37.2 1,079 1.0
1.34 19.4 1.1 21.7 16.1 5.7 Aug 19 B01RDH7 0.30 0.02 BlackRock Greater Eu 4.37 GBP 84 99.9 368 S 3.6 7.4 12.3 64 0.28
6.65 3.6 0.6 8.0 3.3 17.1 Dec 19 0505840 0.10 0.007 BlackRock Latin Amer 3.26 GBP 39 99.8 128 S -3.8 -32.9 -39.2 20 0.07
5.13 12.2 0.9 -27.4 10.3 7.9 Oct 19 B7W0XJ6 0.10 0.007 Blackrock North Amer 1.56 GBP 81 99.9 127 S 3.3 -18.3 -21.8 152 0.24
2.66 6.4 0.8 -56.8 5.9 12.9 Feb 20 0643610 0.48 0.03 BlackRock Smaller Co 12.20 GBP 49 99.5 593 M -4.4 -28.7 -12.7 57 0.7
1.79 5.2 1.0 -ve 4.8 21.5 Nov 19 0891055 0.38 0.03 Blackrock Throgmorto 5.70 GBP 84 99.8 476 S 1.8 -17.2 1.4 119 0.7
5.45 6.1 0.9 25.2 5.5 15.8 Dec 19 0577485 0.56 0.04 BlackRock World Mini 4.04 GBP 174 99.9 701 M 7.4 5.5 4.5 603 2.4
2–14

6.28 11.1 1.1 -ve +ve 10.5 Jun 19 BB0RDB9 0.40 0.03 Bluefield Solar Inco 1.34 GBP 370 100 496 S -0.4 -5.3 1.3 399 0.5
4.64 15.5 0.8 19.5 13.7 5.1 Sep 19 0346328 0.21 0.01 BMO Capital & InInvT 2.48 GBP 106 99.9 262 S -4.6 -30.0 -25.4 74 0.19
1.43 -6.3 1.0 +ve 17.7 -14.4 Apr 20 BKLXD97 0.57 0.04 BMO Global Smaller C 1.19 GBP 603 99.8 716 M 1.9 -18.1 -14.4 585 0.7
4.85 8.0 0.8 -54.7 -15.3 10.0 Dec 19 3073827 0.19 0.01 BMO Private Equity T 3.22 GBP 74 99.9 238 S 1.1 -14.4 -11.7 66 0.22
2.61 6.3 0.8 42.3 5.8 13.6 Nov 19 0149000 0.18 0.01 Brunner Investment T 7.66 GBP 43 69.8 228 S 0.5 -15.9 -13.0 33 0.26
2.33 -8.4 0.8 49.8 -9.5 -9.1 Mar 20 0163992 0.68 0.05 Caledonia Investment 26.25 GBP 55 58.6 852 M 0.2 -16.1 -13.9 28 0.7
0.56 -94.4 1.1 86.1 23.6 -1.4 Apr 20 0173861 0.38 0.03 Capital Gearing Trus 44.50 GBP 12 92.5 479 S 0.7 1.9 2.9 18 0.8
3.81 8.1 0.7 27.2 7.5 9.7 Oct 19 BYSRMH1 0.13 0.009 CC Japan Income & Gr 1.18 GBP 135 99.9 159 S 0.0 -24.7 -21.5 502 0.6
5.56 8.0 1.0 21.5 7.4 12.5 Dec 19 B6RMDP6 0.15 0.01 City Merchants High 1.80 GBP 102 99.7 183 S 1.8 -8.6 -6.6 95 0.17
6.03 30.8 0.8 30.8 23.1 2.7 Jun 19 0199049 1.05 0.07 City of London Inves 3.15 GBP 415 99.9 1,308 M -7.4 -29.0 -26.0 741 2.5
9.27 27.5 0.9 12.0 14.7 3.3 Jun 19 B1LZS51 0.16 0.01 CQS New City High Yi 0.48 GBP 432 98.2 204 S 0.0 -20.1 -18.2 699 0.34
6.25 -62.9 1.8 30.5 +ve -2.7 Dec 19 B9MRHZ5 0.18 0.01 CVC Credit Partners 0.88 GBP 248 100 218 S -1.1 -11.4 -15.4 152 0.13
4.57 -13.0 0.8 47.8 10.7 -6.2 May 19 B65TLW2 0.22 0.01 Diverse Income Trust 0.82 GBP 378 89.7 279 S 0.0 -14.0 -6.4 882 0.7
5.02 4.3 0.8 25.1 4.1 19.9 Jan 20 0340609 0.30 0.02 Dunedin Income Growt 2.53 GBP 148 99.9 375 S -1.2 -13.9 -8.7 106 0.27
3.85 4.5 1.0 49.3 4.1 23.9 Sep 19 BD3V464 0.13 0.008 Ecofin Global Utilit 1.70 GBP 93 100 157 S 3.7 5.3 16.2 135 0.23
6.40 -2.3 0.9 -2.3 -2.5 -29.7 Mar 20 0305233 0.63 0.04 Edinburgh Invest Tr 4.48 GBP 175 99.6 780 M -3.4 -28.4 -24.6 450 2.1
0.00 24.8 1.5 -ve 21.3 6.6 Oct 19 BHSRZC8 0.66 0.04 Edinburgh Worldwide 2.65 GBP 312 98.9 819 M 1.5 34.4 29.6 1,151 3.2
N/A 2.4 0.4 0.5 2.2 11.6 Sep 19 0308544 0.04 0.003 Electra Private Equi 1.98 GBP 38 69.3 52 S 3.3 -49.6 -43.2 21 0.04

2.30 13.8 0.8 13.8 11.3 5.8 Dec 19 3386257 0.08 0.005 EP Global Opportunit 2.61 GBP 40 90.4 95 S -2.6 -15.3 -15.3 33 0.09
7.00 3.6 0.8 9.1 33.7 23.8 Dec 19 BHJVQ59 0.28 0.02 European Assets Trst 0.97 GBP 360 100 350 S 0.2 -11.6 -12.0 488 0.48
0.81 13.8 0.8 -98.7 10.5 6.2 May 19p 0019772 0.58 0.04 European Opportuni T 6.80 GBP 113 94.6 727 M -2.3 -15.7 -20.7 227 1.6
1.74 5.3 0.9 69.9 5.0 17.8 Dec 19 0346607 2.90 0.19 F&C Investment Trust 6.66 GBP 542 99.9 3,610 M -2.5 -12.9 -8.5 333 2.3
2.63 10.5 0.8 10.5 8.9 7.9 Jul 19 0332231 0.20 0.01 Fidelity Asian Value 3.35 GBP 76 99.9 253 S 4.4 -18.1 -26.5 151 0.5
1.40 -19.5 1.3 48.9 -28.1 -6.2 Mar 20 B62Z3C7 0.87 0.06 Fidelity China Speci 3.03 GBP 534 67 1,085 M 9.6 31.7 32.9 1,373 4.2
2.54 4.7 0.9 4.7 4.4 21.3 Dec 19 BK1PKQ9 0.84 0.06 Fidelity European Va 2.55 GBP 411 99.9 1,049 M -1.9 -1.9 0.8 497 1.3
0.00 3.3 0.9 3.3 3.2 30.9 Dec 19 0332855 0.18 0.01 Fidelity Japan Trust 1.68 GBP 132 99.8 222 S -5.1 -5.1 9.8 122 0.22
3.29 -14.0 0.7 28.1 -17.8 -5.1 Aug 19 BWXC7Y9 0.28 0.02 Fidelity Special Val 1.75 GBP 290 68.5 348 M -7.2 -36.9 -33.0 359 0.7
2.01 6.6 0.9 66.9 6.3 16.4 Sep 19 0781606 1.42 0.09 Finsbury Growth & In 8.27 GBP 215 99.6 1,774 M -0.2 -8.1 -12.1 345 2.9
6.32 -60.6 1.0 19.7 16.6 -1.7 Dec 19 BD3QJR5 0.52 0.03 Foresight Solar Fund 1.08 GBP 606 100 651 M -1.4 -14.7 -7.7 527 0.6
0.29 -ve 0.9 +ve 42.3 -0.6 Dec 19 BLSNND1 0.23 0.02 Fundsmith Emerging E 10.85 GBP 27 99.4 287 S -1.4 -1.4 -8.8 29 0.32
0.88 -3.3 1.1 -3.3 15.6 -28.2 Mar 20 BTLJYS4 0.09 0.006 Gabelli Value Plus+ 1.14 GBP 98 99.9 112 S 3.6 -13.3 -13.3 75 0.08
6.74 14.5 0.9 -8.7 12.0 6.7 Dec 19 BYXX8B0 0.33 0.02 GCP Asset Backed Inc 0.92 GBP 442 99.9 406 S 4.2 -15.2 -15.0 271 0.24
6.57 17.2 1.0 22.2 11.7 6.0 Sep 19 B6173J1 0.80 0.05 GCP Infrastructure I 1.16 GBP 878 98.5 1,001 M 3.0 -12.3 -8.1 941 1.1
2.03 23.9 0.9 7.9 14.3 3.5 Jun 19 B4L0PD4 0.71 0.05 Genesis Emerging Mar 7.28 GBP 121 99.9 884 M 1.4 -8.1 -6.2 40 0.30
4.77 51.3 1.2 19.7 14.7 2.7 Dec 19 B8SC6K5 1.78 0.12 Greencoat UK Wind 1.46 GBP 1,518 99.9 2,221 M 2.1 -2.7 5.5 1,278 1.9
0.00 5.6 0.7 -60.2 12.1 13.9 Jan 20 BR30MJ8 0.98 0.07 HarbourVest Global P 15.28 GBP 80 100 1,220 M -2.9 -15.0 -11.2 93 1.5
2.61 44.0 0.9 +ve 29.6 1.9 Mar 19 0121600 0.09 0.006 Henderson Alternativ 2.87 GBP 39 98.4 109 S 3.2 8.9 3.8 28 0.08
4.92 23.9 1.0 9.9 19.0 4.3 Apr 19 BF03YC3 0.14 0.01 Henderson Diversifie 0.89 GBP 191 99.7 171 S 6.3 -5.0 -2.7 354 0.30
2.53 22.3 0.9 64.6 -26.6 4.0 Sep 19 0526885 0.21 0.01 Henderson European F 12.35 GBP 21 99.9 265 S 2.1 -9.9 -3.5 16 0.20
2–15
2.51 15.9 1.0 15.9 33.4 6.1 Jul 19 0419929 0.21 0.01 Henderson Eurotrust 12.35 GBP 21 99.8 261 S 0.4 4.2 6.0 33 0.42
7.29 N/A N/A N/A N/A N/A B1GXH75 0.35 0.02 Henderson Far East I 3.14 GBP 140 99.9 440 S -1.6 -14.1 -17.7 221 0.7
7.33 3.3 0.7 15.8 9.0 22.9 Dec 19 0958057 0.14 0.01 Henderson High Incom 1.35 GBP 129 99.8 173 S -6.3 -29.6 -22.6 124 0.17
4.23 46.0 0.9 27.6 27.3 2.0 Aug 19 B3PHCS8 0.22 0.01 Henderson Internatio 1.42 GBP 193 98.6 270 S -2.7 -17.7 -15.7 212 0.31
3.21 -11.0 0.8 28.7 -45.3 -6.7 May 19 0906506 0.44 0.03 Henderson Smaller co 7.32 GBP 75 99.9 546 M -5.4 -33.0 -13.3 93 0.7
0.00 4.6 1.0 25.7 16.4 23.9 Dec 19 0422864 0.89 0.06 Herald Investment Tr 16.70 GBP 67 99.4 1,112 M 8.7 12.8 25.4 88 1.4
1.95 5.7 1.0 -ve 24.3 19.2 Dec 19 BJ0LT19 0.74 0.05 HG Capital Trust 2.47 GBP 407 92.2 927 M 4.7 -4.3 14.9 615 1.5
4.92 63.2 1.1 21.3 60.6 1.7 Mar 20 BJLP1Y7 2.51 0.17 HICL Infrastructure 1.68 GBP 1,864 99.9 3,125 M -2.9 -1.6 1.8 2,508 4.3
4.27 16.3 1.2 -1.3 11.0 10.8 Mar 20 BFYT9H7 0.58 0.04 Hipgnosis Songs Fund 1.17 GBP 616 99.9 720 M 0.9 6.4 - 1,316 1.6
2.91 6.7 0.7 -20.9 5.8 10.6 Jan 20 0329200 0.43 0.03 ICG Enterprise Trust 7.90 GBP 69 99.6 541 M 5.3 -20.0 -9.8 49 0.39
8.28 14.4 0.7 -12.7 10.3 5.1 Jan 20 B8C23S8 0.06 0.004 ICG-Longbow Snr Secu 0.73 GBP 121 90.3 79 S 1.4 -24.1 -26.4 124 0.09
1.80 5.6 1.2 +ve 15.3 25.2 Dec 19 3123249 0.62 0.04 Impax Environmental 3.34 GBP 232 99.9 776 M 5.7 0.3 5.4 302 1.0
1.84 9.6 0.8 9.6 9.3 8.1 Nov 19 0081168 0.11 0.007 Independent Inv Tst 4.34 GBP 55 55.9 133 S 9.6 -23.5 -17.0 38 0.16
3.39 -16.0 1.2 43.4 -13.9 -7.0 Aug 19 0455934 0.23 0.02 International Biotec 7.32 GBP 38 99.9 281 S -4.7 17.7 12.4 84 0.7
4.40 19.0 1.1 30.7 15.2 6.0 Dec 19 B188SR5 2.11 0.14 International Public 1.63 GBP 1,611 99.8 2,624 M -2.9 -2.2 1.7 1,680 2.8
2.53 -7.9 1.0 -7.9 -9.1 -11.3 Apr 20 0453530 0.15 0.01 INVESCO Asia Trust 2.77 GBP 67 99.9 185 S 1.3 -5.6 -5.6 32 0.09
5.15 -4.4 0.9 -4.4 -4.7 -18.3 Mar 20p 0358572 0.11 0.007 Invesco Income Grow 2.28 GBP 59 99.9 133 S -1.7 -22.4 -17.2 66 0.15
4.77 2.8 0.6 -28.7 2.7 26.0 Jan 20p B1FL3C7 0.11 0.007 Invesco Perpetual UK 3.90 GBP 34 99.7 132 S 1.6 -38.2 -23.7 46 0.18
5.57 -61.2 1.2 19.8 -ve -2.0 Mar 20 BJL5FH8 0.51 0.03 JLEN Environmental A 1.20 GBP 547 98 641 M 1.3 -2.0 1.7 521 0.6
1.34 5.2 0.9 65.6 5.0 19.6 Dec 19 BKZGVH6 0.80 0.05 JPMorgan American IT 4.84 GBP 207 99.8 999 M 0.8 0.2 -1.8 517 2.6
3.93 13.5 1.0 83.7 30.8 7.5 Sep 19 0132077 0.30 0.02 JPMorgan Asia Growth 3.97 GBP 94 99.9 373 S -0.5 0.8 2.6 200 0.8
2.06 10.1 1.4 -ve +ve 14.6 Sep 19 0343501 0.28 0.02 JPMorgan China Growt 4.80 GBP 73 99.9 349 S 6.7 33.3 62.4 292 1.5
5.28 3.5 0.7 22.8 16.7 22.4 Dec 19 0342218 0.26 0.02 Jpmorgan Claverhouse 5.54 GBP 58 99.9 322 S -2.5 -28.6 -22.6 44 0.25
1.37 8.2 0.9 +ve 62.7 12.1 Jun 19 0341895 1.00 0.07 JPMorgan Emerging Mk 10.40 GBP 120 99.9 1,247 M 4.6 -2.3 -2.1 175 1.8
1.86 -5.2 1.1 82.9 -12.4 -19.0 Mar 20 BMTS0Z3 0.46 0.03 JPMorgan Euro Small 3.60 GBP 159 99.8 573 S 6.8 -5.8 -3.7 130 0.47
5.73 -3.5 0.7 21.6 38.1 -18.3 Mar 20 B17XWW4 0.08 0.006 JPMorgan European In 1.17 GBP 89 99.9 104 S 0.0 -23.5 -25.2 147 0.17
3.37 -6.5 1.4 40.4 71.2 -18.3 Mar 20 B18JK16 0.16 0.01 JPMorgan European In 2.63 GBP 74 99.9 195 S -1.1 -10.1 -13.5 75 0.21
2–15

1.36 N/A N/A N/A N/A N/A BJVKW83 0.18 0.01 JPMorgan Global Core 1.10 GBP 201 99.8 221 S 0.9 6.3 - 214 0.24
4.42 7.5 0.8 22.2 6.4 11.0 Jul 19 B5ZZY91 0.28 0.02 JPMorgan Global Emer 1.16 GBP 297 99.9 343 S 3.8 -15.2 -19.5 489 0.6
3.89 13.5 1.1 91.1 12.4 8.2 Jun 19 BYMKY69 0.38 0.03 JPMorgan Global Grow 3.35 GBP 140 99.9 470 S -0.3 -3.3 -4.0 169 0.6
0.00 4.9 0.5 -ve 4.8 10.7 Sep 19 0345035 0.34 0.02 JPMorgan Indian Inv 5.48 GBP 78 99.9 430 S 0.0 -25.4 -26.1 90 0.5
0.98 -30.6 1.0 +ve -42.6 -3.2 Sep 19 0174002 0.66 0.04 JPMorgan Japanese In 5.08 GBP 161 99.9 819 M -6.1 11.0 12.1 273 1.5
4.20 -37.7 1.1 +ve -82.6 -2.8 Mar 20 0316581 0.19 0.01 JPMorgan Japanese Sm 4.36 GBP 55 99.6 237 S -2.2 -0.1 4.2 59 0.26
3.32 -9.6 0.7 33.6 -11.3 -7.3 Jun 19 0235761 0.17 0.01 JPMorgan Mid Cap Inv 8.88 GBP 24 99.8 210 S 0.2 -34.8 -17.8 23 0.21
5.68 3.1 0.8 16.6 11.5 27.0 Oct 19 3216473 0.22 0.01 JPMorgan Russian Sec 6.16 GBP 46 99.9 280 S 0.0 -16.4 -12.5 42 0.26
2.37 -14.5 0.9 50.6 -19.1 -5.8 Jul 19 BF7L8P1 0.14 0.01 JPMorgan Smaller Cos 2.32 GBP 78 99.7 181 S 3.8 -27.5 1.3 77 0.17
0.89 4.1 0.8 -ve 9.2 22.8 Dec 19 BJL5F34 0.13 0.009 JPMorgan US Smaller 2.82 GBP 59 99.5 165 S -5.7 -19.9 -17.1 119 0.34
0.00 19.6 0.8 19.6 6.7 3.9 Jun 19 0346340 0.10 0.007 Jupiter US Smaller C 9.32 GBP 13 99.8 123 S -1.1 -17.7 -17.5 18 0.16
4.44 94.9 0.6 5.1 30.5 0.6 Sep 19 BK96BB6 0.13 0.009 Keystone Inv Trust 2.52 GBP 64 99.9 161 S 0.8 -28.7 -22.3 81 0.20
13.21 11.4 0.6 -12.8 7.0 5.0 Jun 19 BFXYHJ1 0.06 0.004 KKV Secured Loan Fun 0.55 GBP 139 99.9 76 S -3.7 -36.5 -39.2 51 0.03
27.89 5.4 0.3 -6.1 3.3 5.0 Jun 19 BN56JF1 0.07 0.005 KKV Secured Loan Fun 0.26 GBP 356 99.9 92 S -18.5 -68.6 -69.7 527 0.14
4.91 4.8 0.8 19.5 7.5 18.0 Dec 19 3142921 0.50 0.03 Law Debenture Corp 5.28 GBP 118 98.7 618 M 2.1 -18.8 -11.7 127 0.7
2.38 13.0 1.2 29.1 18.8 9.7 Mar 20 3197794 0.16 0.01 Lindsell Train Inves 1,170.00 GBP 0.2 85.9 201 S -2.5 -3.1 -12.6 0.2 0.30
6.47 -6.7 0.6 13.8 -7.5 -9.1 Sep 19 0536806 0.20 0.01 Lowland Investment C 9.28 GBP 27 97.9 246 S -5.3 -35.8 -31.5 32 0.31
4.78 19.4 0.9 -1.0 16.0 4.9 Dec 19 BFYYL32 0.10 0.007 M&G Credit Income In 0.96 GBP 130 99.9 125 S -5.9 -9.4 -9.0 90 0.09
6.16 -5.9 0.6 14.1 11.4 -9.9 Sep 19 0555522 0.04 0.003 Majedie Investments 1.85 GBP 53 53.5 53 S -2.6 -29.1 -23.6 30 0.06
2.38 13.4 1.3 -66.4 11.5 10.7 Jul 19 0225847 0.07 0.005 Manchester & London 6.30 GBP 34 43.4 93 S -1.6 13.3 17.1 63 0.41
1.30 5.4 1.1 72.2 5.0 22.0 Jan 20 0537241 0.22 0.01 Martin Currie Global 3.24 GBP 84 99.8 271 S 1.6 7.1 5.0 119 0.38
3.61 3.0 0.7 31.5 8.6 24.6 Jan 20 BF4JDH5 1.16 0.08 Mercantile Investmen 1.83 GBP 792 99.9 1,446 M -3.5 -30.2 -10.2 940 1.8
8.10 4.1 0.6 14.7 3.4 16.7 Jan 20 0580007 0.32 0.02 Merchants Trust 3.36 GBP 119 99.9 399 S -13.1 -39.8 -30.3 241 0.9
0.00 38.9 1.1 -2.8 34.0 3.0 Sep 19 BGJYPP4 0.35 0.02 Merian Chrysalis Inv 1.30 GBP 337 99.9 437 S 13.5 5.7 -1.9 361 0.44
1.08 11.7 1.3 +ve 10.9 12.7 Jun 19 B6VTTK0 0.24 0.02 Mid Wynd Inter Inv T 6.34 GBP 48 96.8 294 S 3.6 5.3 6.4 97 0.6
5.85 3.4 1.2 -82.0 12.2 43.5 Dec 19 B15PV03 0.07 0.005 Middlefield Canadian 0.87 GBP 106 99.4 92 S 7.0 -12.8 -13.2 125 0.10
0.40 41.9 1.2 +ve 28.6 3.0 Apr 20 3051726 1.95 0.13 Monks Investment Tru 10.92 GBP 224 99.2 2,424 M 3.4 13.9 13.4 305 3.4
0.72 -28.8 1.3 -33.6 -44.4 -4.5 Mar 20 0454351 0.17 0.01 Montanaro European S 12.85 GBP 17 99.1 213 S 7.5 14.7 16.8 40 0.5
4.77 -11.0 1.0 -11.0 -13.0 -8.2 Mar 20 BZ1H9L8 0.14 0.01 Montanaro UK Smaller 1.10 GBP 167 94.2 174 S 3.8 -24.7 -1.5 325 0.35
4.71 11.5 0.8 24.0 10.2 7.4 Jun 19 0611112 0.39 0.03 Murray Income Trust 7.38 GBP 66 99.8 487 S -3.9 -17.6 -12.8 66 0.5
5.69 7.5 0.8 21.2 6.8 11.7 Dec 19 0611190 0.94 0.06 Murray International 9.40 GBP 129 96.6 1,176 M -5.4 -25.4 -20.9 156 1.5
5.26 5.6 0.7 1.0 -16.5 9.9 Dec 19 B3KX4Q3 0.26 0.02 NB Global Floating R 0.81 GBP 396 100 321 S -1.5 -12.5 -9.3 1,442 1.2
5.05 6.2 0.5 -51.1 10.4 8.9 Dec 19 B28ZZX8 0.31 0.02 NB Private Equity Pa 8.92 GBP 44 100 389 S -3.9 -26.3 -22.1 32 0.30
6.41 -21.2 1.1 -11.2 -43.1 -4.8 Mar 20 BJ0JVY0 0.50 0.03 NextEnergy Solar Fun 1.07 GBP 584 100 626 M 0.2 -13.5 -8.4 456 0.49
4.30 13.2 0.8 22.2 10.2 6.0 Jan 20 BJ00Z30 0.26 0.02 North American Incom 2.23 GBP 143 99.9 319 S -5.9 -26.5 -28.6 299 0.7
1.04 4.1 0.7 +ve 36.7 17.2 Jan 20 0643900 0.23 0.02 North Atlantic Small 28.80 GBP 14 70.2 287 S 2.9 -17.1 -7.1 8 0.24
0.00 N/A N/A N/A N/A N/A BJM0293 0.32 0.02 Octopus Renewables I 1.15 GBP 350 100 403 S 2.5 7.0 - 309 0.35
1.17 23.1 0.9 23.1 15.7 4.0 Jan 20 0667438 0.25 0.02 Pacific Assets Trust 2.57 GBP 121 99.8 310 S -2.7 -7.4 -15.3 320 0.8
N/A -76.4 1.5 -ve -ve -1.9 Jul 19 0666747 0.23 0.02 Pacific Horizon Inve 5.04 GBP 59 98.1 292 S 5.2 52.7 57.5 321 1.7
0.00 11.0 1.4 -ve 9.8 13.7 May 19 0414850 0.88 0.06 Pantheon Internation 20.35 GBP 54 99.4 1,094 M 4.7 -21.0 -11.5 43 0.9
6.67 -2.1 0.9 3.0 -2.2 -31.6 Mar 20 0679842 0.39 0.03 Perpetual Income&Gro 2.25 GBP 215 99.9 483 M -0.2 -32.8 -28.2 414 0.9
1.70 2.4 0.9 5.7 58.9 45.0 Dec 19 BS7JCJ8 3.08 0.21 Pershing Square Hold 18.74 GBP 205 99.8 3,831 M -0.8 28.9 27.0 115 2.2
1.25 18.7 1.1 +ve 16.1 6.1 Apr 20p 0682754 0.92 0.06 Personal Assets Trus 447.00 GBP 3 93.4 1,141 M 0.9 5.1 4.7 5 2.2
0.86 -76.3 1.0 -ve -43.4 -1.3 Sep 19 B6832P1 0.24 0.02 Polar Capital Global 2.43 GBP 121 99.9 294 S 2.5 2.1 5.9 160 0.40
4.17 4.5 0.4 27.9 4.0 9.9 Nov 19 B9XQT11 0.10 0.007 Polar Capital Global 1.06 GBP 123 99.9 130 S -3.2 -27.7 -27.4 315 0.34
0.00 7.3 1.1 -40.2 6.6 17.0 Apr 20 0422002 2.11 0.14 Polar Capital Techno 19.50 GBP 135 99.7 2,623 M -4.2 23.0 30.7 279 5.8
6.40 16.0 0.8 10.0 5.9 4.8 Dec 19 BLP57Y9 0.45 0.03 Pollen Street Secure 7.50 GBP 74 99.9 555 M 2.7 -9.6 -11.6 26 0.20
5.02 13.4 1.2 25.0 14.5 10.2 Dec 19 BBHX2H9 1.75 0.12 Renewables Infrastru 1.33 GBP 1,637 100 2,178 M 5.2 -3.9 4.7 2,473 3.2
2.00 7.9 0.9 20.0 6.9 11.5 Dec 19 0736639 1.77 0.12 RIT Capital Partners 17.24 GBP 157 81.4 2,203 M -3.5 -18.5 -19.4 182 3.3
0.00 -0.4 0.3 -61.0 N/A -60.5 Dec 19 BBHXCL3 0.08 0.005 Riverstone Energy 2.40 GBP 80 51.1 98 S -36.1 -42.1 -71.5 72 0.21
0.77 -87.9 1.1 -12.9 -26.8 -1.2 Jun 19 B018CS4 0.35 0.02 Ruffer Investment Co 2.41 GBP 181 99 431 S -0.4 7.1 8.3 385 0.9
2.11 57.1 0.9 57.1 33.4 1.6 Sep 19 0791887 0.62 0.04 Schroder Asia Pacifi 4.59 GBP 167 99.8 768 M -1.9 -2.7 -1.5 198 1.0
3.40 7.9 1.0 58.5 29.3 14.3 Dec 19 0871079 0.29 0.02 Schroder Asian Total 3.73 GBP 98 99.8 365 S 1.6 1.4 -2.5 141 0.5
5.40 -38.7 0.8 -38.7 25.9 -2.0 Aug 19 0791586 0.13 0.009 Schroder Income Grow 2.35 GBP 69 99.6 161 S -4.9 -24.9 -19.0 56 0.13
2.91 -15.0 0.7 -15.0 -21.1 -4.8 Jul 19 0802284 0.16 0.01 Schroder Japan Growt 1.62 GBP 125 99.9 202 S -6.6 -17.8 -15.2 104 0.18
4.67 25.3 0.9 +ve 18.4 3.6 Aug 19 B0CRWN5 0.48 0.03 Schroder Oriental In 2.21 GBP 271 99.9 597 M -1.8 -14.5 -19.1 369 0.8
4.27 47.8 0.7 47.8 16.0 1.4 Sep 19 0610841 0.12 0.008 Schroder UK Mid Cap 4.33 GBP 35 99.9 153 S -1.7 -37.2 -15.4 101 0.44
0.00 -0.5 0.5 -42.8 -0.5 -69.5 Dec 19 BVG1CF2 0.19 0.01 Schroder UK Public 0.26 GBP 909 99.9 232 S 0.0 -33.5 -46.1 912 0.23
2.90 5.7 1.0 54.7 17.9 19.8 Dec 19 0787369 0.49 0.03 Scottish American In 4.12 GBP 150 99.8 616 M 0.0 -3.3 -3.1 238 1.0
3.24 67.1 0.8 30.2 8.5 1.2 Oct 19 0782609 0.43 0.03 Scottish Invest Tr 7.29 GBP 74 99.8 537 M -2.8 -11.6 -12.6 61 0.45
0.37 13.0 1.5 -ve 12.2 12.4 Mar 20 BLDYK61 10.12 0.67 Scottish Mortgage In 8.69 GBP 1,452 99.9 12,612 L 6.0 50.1 54.4 4,330 38.7
1.38 60.8 0.7 69.2 9.2 1.2 Aug 19 0783613 0.20 0.01 Scottish Oriental Sm 8.34 GBP 30 98.9 246 S 2.0 -16.1 -21.1 49 0.41
4.50 30.6 1.1 -ve 24.5 5.5 Mar 20 BGHVZM4 0.29 0.02 SDCL Energy Efficien 1.11 GBP 320 99.9 355 S 4.2 3.3 3.3 573 0.6
3.45 -12.9 1.1 16.9 -16.4 -8.3 Mar 20 B09G3N2 0.16 0.01 Securities Trust of 1.86 GBP 105 99.7 194 S -3.4 -10.1 -4.9 101 0.19
5.60 -26.6 1.1 -3.6 15.0 -4.8 Mar 20 BV54HY6 1.39 0.09 Sequoia Economic Inf 1.05 GBP 1,655 99.9 1,737 M 1.0 -9.7 -7.1 1,400 1.5
10.61 -ve 0.4 -4.7 3.3 -0.2 Mar 19 BMT81R2 0.10 0.007 SME Credit Realisati 0.57 GBP 214 100 122 S 10.6 -24.6 -23.7 102 0.06
2–16

0.00 7.5 1.2 -ve +ve 21.4 Dec 19 BGJWTR8 1.38 0.09 Smithson Investment 14.82 GBP 121 96.2 1,722 M 0.8 14.2 16.5 286 4.3
4.29 6.8 0.7 -ve 6.1 9.9 Sep 19 3047468 0.18 0.01 Standard Life Privat 3.03 GBP 154 49 228 S 6.3 -13.1 -15.8 110 0.35
1.76 -ve 0.9 +ve +ve -0.4 Jun 19 0295958 0.40 0.03 Standard Life UK Sma 4.99 GBP 100 99.7 498 S 3.5 -21.8 2.9 100 0.49
7.51 12.8 0.8 10.4 13.3 6.9 Dec 19 B79WC10 0.29 0.02 Starwood European Re 0.87 GBP 413 99.9 358 S 0.2 -17.1 -17.1 236 0.20
0.83 48.8 0.7 11.8 7.5 1.4 Jun 19 B0BDCB2 0.09 0.006 Strategic Equity Cap 1.81 GBP 63 95.6 109 S -7.8 -26.3 -20.3 34 0.06
0.97 -8.1 1.3 +ve -9.4 -14.5 Mar 20 B8P59C0 0.89 0.06 Syncona 2.38 GBP 664 70.4 1,112 M -3.4 8.7 -6.3 495 1.3
7.32 2.1 0.5 12.4 11.8 24.5 Dec 19 0882532 0.38 0.03 Temple Bar Inv Tst 7.02 GBP 67 99.8 469 M -8.7 -52.4 -43.8 162 1.2
2.38 -8.5 1.1 46.1 8.6 -11.6 Mar 20 0882929 1.55 0.10 Templeton Emerging M 7.97 GBP 242 99.9 1,927 M 2.7 -5.1 -2.6 317 2.6
2.49 -10.5 0.9 +ve -25.9 -7.8 Jun 19 0906692 0.36 0.02 TR European Growth T 8.94 GBP 50 99.9 448 S 5.9 -7.5 0.3 83 0.7
4.09 -7.3 1.0 -ve -8.4 -12.0 Mar 20 0906409 0.87 0.06 TR Property Investme 3.42 GBP 317 99.9 1,085 M 2.5 -29.8 -18.6 544 1.8
3.85 11.8 1.0 37.6 10.7 8.9 Sep 19 0370866 0.20 0.01 Troy Income & Growth 0.72 GBP 341 99.4 245 S -2.2 -15.9 -13.3 479 0.35
6.50 -7.7 1.1 -4.9 23.2 -13.3 Mar 20 B90J5Z9 0.40 0.03 Twentyfour Income Fu 0.98 GBP 509 99.6 499 S -2.6 -11.7 -13.3 1,299 1.3
7.21 26.5 1.2 20.2 19.4 4.4 Sep 19 BJVDZ94 0.16 0.01 TwentyFour Select Mo 0.88 GBP 222 99.9 195 S 2.3 -6.9 -6.3 200 0.17
4.38 -2.9 1.0 35.6 -3.2 -27.8 Mar 20 BD45S96 0.25 0.02 Utilico EM Trust PLC 1.73 GBP 228 78.3 309 S -2.8 -27.0 -31.9 308 0.6
7.12 12.5 0.5 18.6 4.9 4.1 Mar 19 0848471 0.05 0.003 Value And Income Tru 1.70 GBP 46 74.7 58 S 1.5 -39.9 -36.0 54 0.09
0.00 25.5 0.8 24.3 14.1 3.0 Dec 19 BD9X204 0.61 0.04 Vietnam Enterprise I 3.95 GBP 218 88.6 763 M -4.9 -16.8 -15.4 248 1.0
2.85 -ve 0.7 +ve 20.9 -0.4 Jun 19 BYXVT88 0.44 0.03 Vinacapital Vietnam 3.06 GBP 178 99.4 542 M -7.0 -8.9 -12.1 425 1.4
3.09 4.1 0.8 40.5 3.8 19.7 Dec 19 BJTRSD3 1.23 0.08 Witan Inv Tst 1.79 GBP 863 99.3 1,530 M -2.9 -22.9 -19.9 1,431 2.6

2.04 19.8 1.0 19.8 15.4 4.9 Jan 20 0365602 0.17 0.01 Witan Pacific Invest 3.50 GBP 61 99.8 213 S 1.7 1.4 2.9 116 0.42
0.74 20.4 1.2 20.4 +ve 6.1 Mar 20p 0338530 1.47 0.10 Worldwide Healthcare 33.80 GBP 55 99 1,834 M -6.4 8.0 19.2 117 4.2
2.65 13.7 1.0 72.2 15.3 7.3 124,568 0.1 -4.7 -1.2 - -
Software & Computer Services
0.00 22.6 2.9 13.5 3.7 13.7 Dec 19 BDHXPG3 0.37 0.004 Alfa Financial Softw 0.80 GBP 300 31.6 76 S 10.5 -33.3 -16.0 171 0.12
1.36 22.8 5.0 14.5 3.9 18.4 Dec 19 BJV2F80 1.12 0.01 Aptitude Software Gp 4.15 GBP 56 98.5 231 S 18.6 -33.3 -25.1 56 0.23
2.08 22.1 7.0 21.3 8.6 34.3 Dec 19 BDD85M8 15.37 0.17 Avast 5.75 GBP 1,022 53.6 3,154 L 8.7 26.9 70.8 1,812 10.2
1.07 41.5 3.4 56.2 8.0 8.4 Mar 20 BBG9VN7 12.84 0.14 Aveva Group 41.46 GBP 162 39.3 2,634 L 1.3 -11.0 3.9 139 5.7
1.60 20.0 4.6 11.6 0.4 24.1 Dec 19 BV9FP30 6.87 0.08 Computacenter 19.83 GBP 114 62.2 1,410 M 20.8 11.8 30.0 168 3.0
3.39 25.0 13.5 22.1 3.7 56.0 Dec 19 BLWDVP5 3.87 0.04 FDM Group Holdings 9.30 GBP 109 78.2 794 M 2.9 -10.1 13.4 57 0.5
0.00 -4.1 1.0 -12.7 2.0 -21.5 Dec 19 BG0TPX6 0.65 0.007 Funding Circle Holdg 0.91 GBP 349 42 134 S 33.3 4.3 -19.3 187 0.15
0.91 72.1 22.7 54.7 7.5 34.7 Mar 20p BZ0D672 2.98 0.03 Kainos Group 11.00 GBP 122 45.4 610 M 46.9 48.2 95.7 186 1.7
N/A 1.6 0.2 2.8 0.4 10.7 Oct 19 BJ1F4N7 4.44 0.05 Micro Focus Internat 2.77 GBP 335 98.2 911 M -35.9 -74.0 -84.1 2,441 8.0
2.75 15.7 2.2 11.8 1.9 14.3 May 19 B01QGK8 2.17 0.02 NCC Group 1.69 GBP 278 94.4 445 S -4.7 -25.1 -8.5 198 0.34
0.84 9.2 3.4 17.7 0.9 38.0 Nov 19 BJT0FF3 0.93 0.01 RM 2.38 GBP 84 95.9 191 S 0.0 -16.8 -0.8 75 0.19
2.34 26.0 5.3 16.6 4.1 21.6 Sep 19 B8C3BL0 38.76 0.43 Sage Group 7.29 GBP 1,091 99.9 7,951 L 8.6 -2.6 1.3 2,534 17.7
1.52 14.5 1.7 10.5 1.1 11.7 Dec 19 0937636 2.02 0.02 SDL 4.62 GBP 91 98.5 415 S -7.6 -22.5 -3.1 123 0.6
1.18 36.5 21.7 38.5 2.5 63.6 Jul 19 BYZDVK8 7.60 0.08 Softcat 12.61 GBP 199 62.2 1,559 M 15.7 9.5 34.2 212 2.5
3.46 16.0 2.4 15.7 2.0 14.3 20,514 5.7 -10.1 -8.9 - -
Technology Hardware & Equip.
2–17
0.00 +ve 6.4 92.3 5.5 4.8 Dec 19 0911146 19.88 0.02 BATM Advanced Commun 1.23 GBP 440 77.2 419 S 23.5 230.6 184.7 1,499 1.9
1.53 27.4 5.6 18.2 4.4 21.5 Dec 19 0472609 80.12 0.09 Spirent Communicatio 2.80 GBP 612 98.5 1,687 M 16.2 11.3 77.2 913 2.4
1.23 32.6 5.8 21.7 4.5 18.6 2,106 17.6 28.1 89.9 - -
4.82 14.5 1.4 5.9 0.9 9.4 1,868,634 -3.8 -21.8 -20.6 - -
2–17
FTSE All-Share Index - Index Changes

.
Effective Date Sedol Name Details

Deletion
06/07/2020 0683434 Intu Properties
10/07/2020 BYSS4K1 Georgia Healthcare Group
Investability Weight Changes
13/07/2020 BF4HYV0 Georgia Capital Old Weight : 91.932% New Weight : 93.1974%
Name Changes
20/07/2020 BN56JF1 KKV Secured Loan Fund Was : SQN Asset Finance Income Fund
20/07/2020 BFXYHJ1 KKV Secured Loan Fund Was : SQN Asset Finance Income Fund C shares
23/07/2020 B7T7721 Natwest Group Was : Royal Bank Of Scotland Group
FTSE All-Share Index - Multiple Lines

.
Sedol Name Sector Free Float (%)

B17XWW4 JPMorgan European In Equity Investment Instruments 99.979639724
BFXYHJ1 KKV Secured Loan Fun Equity Investment Instruments 99.969
B03MLX2 Royal Dutch Shell A Oil & Gas Producers 99.988364832
2–18
FTSE 100 Index
3–1
FTSE 100 Index – Table of Contents
FTSE 100 Index

3-4 FTSE 100 Industry/Sector relative to FTSE 100
3-6 Overview
3-10 Index Changes / Multiple Lines / Reserve List
3–2
FTSE 100 Industry/Sector Performance - GBP

.
LARGE CAP
11.04 8.0 0.6 2.8 0.3 8.2 Oil & Gas 4,381.51 -11.6 -47.6 -54.8 19,632.00 -11.6 -45.8 -51.8 140,580 9.38 3 -1.18
5.93 10.9 1.5 4.4 0.7 13.2 Basic Materials 2,729.36 2.1 -6.9 -11.7 9,879.86 2.1 -4.3 -6.5 158,135 10.55 11 0.21
1.91 22.7 3.2 14.5 0.7 14.1 Chemicals 7,081.19 8.2 -5.6 -4.7 24,069.58 8.2 -4.5 -2.7 11,371 0.76 2 0.05
1.85 11.9 2.6 7.7 1.4 22.5 Forestry & Paper 3,754.66 -9.8 -23.1 -24.4 10,760.54 -9.8 -23.0 -23.1 6,598 0.44 1 -0.05
20.87 14.9 3.3 2.2 0.5 21.8 Industrial Metals & Mining 639.43 0.0 -28.6 -55.7 2,612.15 0.0 -21.1 -48.2 1,662 0.11 1 0.00
6.27 10.4 1.4 4.1 0.6 12.8 Mining 18,424.93 2.3 -5.8 -10.6 61,169.46 2.3 -2.9 -4.9 138,505 9.24 7 0.20
2.11 17.8 3.2 10.6 1.1 17.9 Industrials 3,581.10 -3.2 -9.9 -6.6 11,493.99 -3.2 -9.3 -5.1 159,136 10.61 16 -0.33
2.65 12.1 1.4 6.8 1.0 12.1 Construction & Materials 4,511.36 0.6 -9.1 4.5 15,389.73 0.6 -6.9 7.8 21,690 1.45 1 0.01
0.74 35.4 7.3 33.8 6.2 22.0 Electronic & Electrical Equipment 674.10 -5.4 2.9 9.5 357.51 -5.4 2.9 9.8 8,244 0.55 1 -0.03
1.07 37.9 9.2 34.3 6.1 25.2 Industrial Engineering 2,923.92 3.4 16.0 14.6 8,596.95 3.4 17.0 16.1 7,573 0.51 1 0.02
1.21 20.6 5.9 16.4 1.6 29.6 Support Services 2,567.91 -2.2 2.6 5.9 5,032.32 -2.2 3.3 7.5 75,658 5.05 6 -0.11
4.59 19.8 2.7 13.1 2.4 13.4 Consumer Goods 14,142.47 -3.9 -10.9 -12.1 12,684.11 -3.4 -9.1 -8.4 269,487 17.97 12 -0.69
2.51 20.1 7.2 19.0 4.3 32.8 Beverages 21,407.20 4.1 -13.1 -19.4 66,449.73 4.3 -12.2 -17.5 68,107 4.54 2 0.17
2.63 14.8 1.5 9.1 0.9 10.1 Food Producers 6,643.28 -7.8 -32.1 -27.1 18,069.86 -7.8 -32.1 -26.0 6,130 0.41 1 -0.03
3.10 -ve 3.1 21.7 2.7 -2.3 Household Goods & Home Constr. 21,179.14 2.5 5.4 12.1 59,475.39 2.5 6.6 15.0 70,816 4.72 5 0.11
FTSE 100 Index

3.16 20.2 9.0 15.5 2.3 45.6 Personal Goods 32,975.54 1.8 -2.6 -13.1 26,665.49 1.8 -1.2 -10.6 54,837 3.66 2 0.06
9.43 9.0 1.0 6.9 1.7 11.1 Tobacco 26,256.69 -18.4 -23.8 -20.1 140,181.37 -17.2 -20.6 -13.5 69,598 4.64 2 -1.00
3.49 22.4 7.8 19.1 3.6 40.6 Health Care 13,232.84 -1.9 -2.2 2.7 45,594.99 -1.9 -0.2 6.5 204,142 13.62 4 -0.25
1.83 32.0 3.5 14.1 1.4 10.7 General Retailers 2,085.21 3.4 -8.1 1.0 6,879.60 3.6 -8.0 2.1 28,007 1.87 5 0.06
4.23 12.7 2.8 10.0 1.9 21.3 Media 5,083.07 -11.9 -28.7 -27.7 13,335.85 -11.5 -27.6 -25.7 58,190 3.88 7 -0.50
3.73 12.8 2.9 7.9 0.9 21.5 Travel & Leisure 6,076.41 -3.0 -42.5 -40.7 18,368.43 -3.0 -41.9 -39.7 49,491 3.30 6 -0.10
5.28 28.3 2.1 8.8 2.4 7.4 Utilities 5,546.82 -6.3 -9.8 6.5 29,564.22 -3.6 -6.3 12.1 61,509 4.10 5 -0.26
6.15 69.4 3.6 10.4 2.0 4.6 Electricity 5,756.67 -4.7 -9.6 18.2 26,931.43 -0.8 -4.3 25.1 13,515 0.90 1 -0.04
5.24 11.7 0.7 2.6 0.6 6.1 Financials 2,590.54 -5.4 -32.8 -30.7 11,159.97 -5.4 -32.4 -28.9 279,828 18.66 23 -1.03
6.63 8.2 0.4 7.3 0.7 5.1 Banks 2,080.26 -11.3 -46.5 -46.4 9,160.20 -11.3 -47.1 -45.8 120,288 8.02 5 -0.98
6.10 10.7 1.4 0.8 0.2 12.4 Life Insurance 5,148.74 -5.8 -26.7 -23.9 23,756.66 -5.8 -24.6 -20.3 60,242 4.02 5 -0.24
3–3
2.99 19.7 2.3 3.5 1.5 10.7 Financial Services 7,214.66 1.7 -11.8 -3.0 24,638.24 1.7 -9.6 0.4 58,271 3.89 7 0.06
0.37 13.0 1.5 -ve 12.2 12.4 Equity Investment Instruments 11,994.33 6.0 50.1 54.4 34,869.22 6.0 50.5 55.2 12,612 0.84 1 0.05
2.04 26.8 5.1 20.4 5.2 19.8 Technology 2,431.42 7.1 -3.0 -6.9 4,229.38 7.3 -1.1 -4.0 13,739 0.92 3 0.06
5.03 14.1 1.4 5.4 0.8 9.9 FTSE 100 Index 5,897.76 -4.4 -21.8 -22.3 5,559.66 -4.2 -20.4 -19.2 1,499,285 100.00 101 -
3–3
FTSE 100 Index Industry/Sector Relative to FTSE 100 Index - GBP

1-Month
OIL & GAS -7.5

BASIC MATERIALS 6.8
Chemicals 13.1
Mining 7.0
INDUSTRIALS 1.3
Electronic & Electrical Equipment -1.1
CONSUMER GOODS 0.6
Beverages 8.9
Food Producers -3.6
Personal Goods 6.5
Tobacco -14.6
HEALTH CARE 2.7
Media -7.8
Travel & Leisure 1.5
UTILITIES -2.0
Electricity -0.3
FINANCIALS -1.1
Banks -7.2
Life Insurance -1.5
TECHNOLOGY 12.1
-15 -10 -5 0 5 10 15
3–4

12-Month
OIL & GAS -41.9

Chemicals 22.6
Mining 15.1
INDUSTRIALS 20.1
FTSE 100 Index

CONSUMER GOODS 13.1
Beverages 3.7
Food Producers -6.2
Personal Goods 11.8
Tobacco 2.8
HEALTH CARE 32.1
Media -7.0
3–5
UTILITIES 37.0
Electricity 52.1
FINANCIALS -10.8
Banks -31.1
Life Insurance -2.1
TECHNOLOGY 19.7
-50 0 50 100
3–5
FTSE 100 Index - Overview

.
LARGE CAP
1 Month 12 Months
Fresnillo Mining 12.33 46.48 Fresnillo Mining 12.33 105.07
Polymetal Internatio Mining 18.95 17.30 Polymetal Internatio Mining 18.95 92.67
Next General Retailers 54.50 11.36 Flutter Entertainmen Travel & Leisure 114.70 78.32
Antofagasta Mining 10.28 9.59 Avast Software & Computer Services 5.75 70.78
Kingfisher General Retailers 2.42 9.56 Ocado Group Food & Drug Retailers 20.53 64.83
Informa Media 3.70 -21.36 Royal Dutch Shell A Oil & Gas Producers 11.22 -56.76
Burberry Group Personal Goods 12.53 -21.69 Informa Media 3.70 -57.68
ITV Media 0.57 -24.10 Royal Dutch Shell B Oil & Gas Producers 10.81 -58.47
Melrose Industries General Industrials 0.85 -25.21 International Consol Travel & Leisure 1.65 -61.18
International Consol Travel & Leisure 1.65 -25.86 Rolls-Royce Holdings Aerospace & Defense 2.32 -72.96
1 Month 12 Months
Rank (1-5) Rank (6-10)

FTSE 100 Index Performance FTSE 100 Index Volatility %

8000 80
70
7500
60
7000
50
6500
40
6000
30
5500
20
5000 10
4500 0
3–6
FTSE 100 Index - Constituent Report LARGE CAP

Oil & Gas Producers
11.99 14.3 0.8 2.8 0.3 5.1 Dec 19 0798059 38.79 3.64 BP 2.75 GBP 20,260 97.8 54,533 L -10.4 -41.7 -49.6 28,306 85.1
11.04 8.0 0.6 2.8 0.3 8.2 140,580 -11.6 -47.6 -54.8 - -
Chemicals
1.91 22.7 3.2 14.5 0.7 14.1 11,371 8.2 -5.6 -4.7 - -
Forestry & Paper
1.85 11.9 2.6 7.7 1.4 22.5 6,598 -9.8 -23.1 -24.4 - -
20.87 14.9 3.3 2.2 0.5 21.8 1,662 0.0 -28.6 -55.7 - -
Mining
FTSE 100 Index

6.27 10.4 1.4 4.1 0.6 12.8 138,505 2.3 -5.8 -10.6 - -
2.65 12.1 1.4 6.8 1.0 12.1 Dec 19 0182704 100.00 1.45 CRH 27.66 GBP 785 99.9 21,690 L 0.6 -9.1 1.1 865 25.3
2.65 12.1 1.4 6.8 1.0 12.1 21,690 0.6 -9.1 4.5 - -
Aerospace & Defense
3.68 28.5 8.3 5.8 0.6 19.9 19,728 -3.5 -37.4 -41.3 - -
General Industrials
2.30 16.0 4.2 12.4 0.8 27.0 Dec 19 B0744B3 28.17 0.49 Bunzl 21.98 GBP 337 99.8 7,392 L 1.5 6.4 2.2 613 13.6
6.20 5.3 1.1 5.6 0.6 20.9 Apr 20 0822011 12.68 0.22 Smith (DS) 2.61 GBP 1,372 92.8 3,328 L -20.4 -32.0 -26.8 8,239 23.2
3.78 11.0 1.5 7.8 0.7 13.7 26,244 -9.3 -23.4 -17.8 - -
3–7
0.74 35.4 7.3 33.8 6.2 22.0 Mar 20 0405207 100.00 0.55 Halma 21.78 GBP 380 99.6 8,244 L -5.4 2.9 9.4 667 15.0
0.74 35.4 7.3 33.8 6.2 22.0 8,244 -5.4 2.9 9.5 - -
1.07 37.9 9.2 34.3 6.1 25.2 7,573 3.4 16.0 14.6 - -
Support Services
2.13 21.2 2.7 11.5 0.4 12.6 Mar 20 0242493 8.89 0.45 DCC 68.32 GBP 98 100 6,723 L 1.5 4.4 -1.9 173 12.1
1.21 20.6 5.9 16.4 1.6 29.6 75,658 -2.2 2.6 5.9 - -
Beverages
2.49 20.3 7.8 20.2 5.1 35.2 Jun 19 0237400 94.27 4.28 Diageo 28.01 GBP 2,337 98 64,206 L 4.5 -12.5 -18.7 2,393 66.7
2.51 20.1 7.2 19.0 4.3 32.8 68,107 4.1 -13.1 -19.4 - -
Food Producers
2.63 14.8 1.5 9.1 0.9 10.1 6,130 -7.8 -32.1 -27.1 - -
3–7

3.10 -ve 3.1 21.7 2.7 -2.3 70,816 2.5 5.4 12.1 - -
Personal Goods
3.16 20.2 9.0 15.5 2.3 45.6 54,837 1.8 -2.6 -13.1 - -
Tobacco
9.43 9.0 1.0 6.9 1.7 11.1 69,598 -18.4 -23.8 -20.1 - -
2.00 21.1 3.4 14.5 3.3 16.3 13,264 0.8 -26.2 -29.5 - -
3.60 22.5 8.6 19.6 3.6 45.6 190,878 -2.0 0.1 6.1 - -
4.21 15.9 1.6 +ve 0.3 9.5 Feb 20 0884709 55.90 1.40 Tesco 2.17 GBP 9,793 98.6 20,983 L -4.8 -14.9 -2.8 23,832 51.8
3.24 20.8 1.6 18.5 0.4 7.4 37,538 -3.6 -3.0 8.0 - -
General Retailers
3.07 11.9 16.4 8.8 1.7 +ve Jan 20 3208986 24.74 0.46 Next 54.50 GBP 133 95.6 6,930 L 11.4 -22.3 -10.1 351 17.8
1.83 32.0 3.5 14.1 1.4 10.7 28,007 3.4 -8.1 1.0 - -
Media
N/A 4.2 2.7 4.8 0.7 65.8 Dec 19 3398649 3.63 0.14 ITV 0.57 GBP 4,025 92.4 2,110 L -24.1 -62.5 -48.9 17,263 11.2
3.67 8.6 0.9 8.8 1.0 10.5 Dec 19 0677608 6.84 0.27 Pearson 5.31 GBP 752 99.6 3,982 L -7.8 -16.6 -39.0 2,311 12.8
10.56 9.4 0.9 3.8 0.5 8.5 Dec 19 B8KF9B4 11.58 0.45 WPP 5.68 GBP 1,225 96.7 6,737 L -10.0 -46.7 -41.5 3,008 18.1
4.23 12.7 2.8 10.0 1.9 21.3 58,190 -11.9 -28.7 -27.7 - -
Travel & Leisure
3.73 12.8 2.9 7.9 0.9 21.5 49,491 -3.0 -42.5 -40.7 - -
15.62 3.4 0.7 1.8 0.4 23.3 8,568 -13.6 -48.8 -49.0 - -
6.79 10.0 0.6 2.2 0.8 5.7 30,935 -10.3 -21.3 -23.0 - -
Electricity
6.15 69.4 3.6 10.4 2.0 4.6 Mar 20 0790873 100.00 0.90 SSE 13.01 GBP 1,039 99.9 13,515 L -4.7 -9.6 18.2 2,442 33.0
6.15 69.4 3.6 10.4 2.0 4.6 13,515 -4.7 -9.6 18.2 - -
3–8

5.03 24.3 1.9 8.4 2.5 7.9 47,994 -6.8 -9.7 3.6 - -
Banks
6.63 8.2 0.4 7.3 0.7 5.1 120,288 -11.3 -46.5 -46.4 - -
Nonlife Insurance
4.49 12.8 2.1 12.7 1.2 17.2 9,412 4.5 -11.5 -14.2 - -
FTSE 100 Index

Life Insurance
N/A 3.8 0.6 0.6 0.1 16.2 Dec 19 0216238 17.13 0.69 Aviva 2.64 GBP 3,928 99.6 10,320 L -3.6 -37.0 -35.1 7,968 22.5
6.10 10.7 1.4 0.8 0.2 12.4 60,242 -5.8 -26.7 -23.9 - -
4.18 -19.8 0.8 19.6 10.8 -4.0 19,003 4.8 -20.3 -3.0 - -
Financial Services
7.42 3.7 0.8 0.3 0.1 16.2 Dec 19 BKFB1C6 7.16 0.28 M&G 1.61 GBP 2,600 99.8 4,171 L -4.1 -30.5 - 5,827 9.9
2.99 19.7 2.3 3.5 1.5 10.7 58,271 1.7 -11.8 -3.0 - -
3–9
0.37 13.0 1.5 -ve 12.2 12.4 12,612 6.0 50.1 54.4 - -
2.04 26.8 5.1 20.4 5.2 19.8 13,739 7.1 -3.0 -6.9 - -
FTSE 100 Index
5.03 14.1 1.4 5.4 0.8 9.9 1,499,285 -4.4 -21.8 -22.3 - -
3–9
FTSE 100 Index - Index Changes

.

Name Changes
FTSE 100 Index - Multiple Lines

.

FTSE 100 Index - Reserve List

.

BMTRW10 B&M European Value Retail General Retailers 85.0080528
BD3VFW7 ConvaTec Group Health Care Equipment & Services 74.56510621629
0265274 Derwent London Real Estate Investment Trusts 89.7502
BY9D0Y1 Direct Line Insurance Group Nonlife Insurance 100
0346607 F&C Investment Trust Equity Investment Instruments 99.953111613
BS7JCJ8 Pershing Square Holdings Equity Investment Instruments 99.882691080193
3–10
FTSE 250 Index
4–1
FTSE 250 Index

4-6 Overview
4-13 Index Changes / Multiple Lines / Reserve List
4–2

.
MID CAP
9.03 9.0 0.6 3.3 0.3 6.1 Oil & Gas 7,786.21 -5.0 -55.7 -66.7 16,282.79 -5.0 -55.7 -66.2 2,886 0.94 4 -0.05
2.88 12.9 2.1 8.6 2.0 18.1 Basic Materials 24,985.85 10.5 6.0 10.4 75,251.10 10.5 7.8 13.8 8,001 2.60 7 0.24
3.45 15.3 2.6 12.8 1.8 18.5 Chemicals 19,043.49 -1.1 -32.4 -30.4 57,384.02 -1.1 -31.8 -29.2 2,498 0.81 2 -0.01
5.19 3.3 1.0 2.8 0.9 37.1 Industrial Metals & Mining 7,727.68 2.4 17.6 -27.5 22,580.77 2.4 23.4 -22.1 518 0.17 1 0.00
2.35 16.5 2.2 9.1 2.5 14.1 Mining 12,378.24 18.4 48.1 59.7 27,902.34 18.4 50.8 65.1 4,985 1.62 4 0.25
3.55 15.9 1.7 7.4 0.6 11.0 Industrials 7,432.06 -1.1 -27.9 -18.5 24,712.78 -1.1 -27.9 -17.6 61,522 19.96 47 -0.22
3.10 11.8 1.7 8.5 0.4 14.8 Construction & Materials 5,730.62 -7.8 -30.6 -7.8 21,390.73 -7.8 -30.6 -6.9 4,620 1.50 5 -0.12
3.34 15.9 1.3 8.0 0.9 7.9 Aerospace & Defense 7,061.81 0.4 -28.4 -19.9 21,291.09 0.4 -28.3 -18.9 8,499 2.76 6 0.01
2.32 10.1 3.4 7.3 0.8 35.7 General Industrials 7,666.91 1.3 -26.2 -28.7 26,800.91 1.3 -26.2 -28.0 812 0.26 1 0.00
2.04 12.5 3.0 13.4 1.9 24.7 Electronic & Electrical Equipment 4,881.04 4.1 -5.4 6.2 12,264.44 4.1 -5.4 7.4 6,521 2.12 5 0.08
4.23 10.8 1.9 9.5 1.0 17.4 Consumer Goods 35,112.23 -1.6 -26.1 -11.3 30,167.10 -1.5 -25.7 -8.8 21,026 6.82 17 -0.11
4.24 24.2 3.0 9.3 1.0 12.4 Beverages 51,527.24 2.0 -22.9 -26.2 47,099.34 2.0 -22.9 -24.7 3,190 1.04 3 0.02
3.42 12.2 2.5 9.0 0.8 18.9 Food Producers 2,449.63 -3.0 -15.4 -5.2 12,413.71 -2.6 -13.6 -2.3 6,175 2.00 4 -0.06
FTSE 250 Index

6.42 6.5 1.1 8.0 0.9 17.5 Household Goods & Home Constr. 7,665.76 -6.1 -42.7 -24.9 24,129.67 -6.1 -42.9 -22.8 7,386 2.40 5 -0.15
1.65 37.1 21.5 27.4 10.6 64.5 Leisure Goods 53,825.90 9.5 43.8 93.6 33,260.93 9.5 44.8 98.8 2,859 0.93 1 0.08
2.32 42.9 3.0 12.8 1.0 6.7 Personal Goods 5,687.26 -2.2 -17.1 -9.0 15,955.08 -2.2 -16.5 -6.8 672 0.22 2 0.00
1.54 38.5 2.7 18.1 2.5 7.0 Health Care 18,833.14 1.1 -6.0 6.8 46,190.84 1.1 -5.2 8.3 11,998 3.89 7 0.04
2.22 +ve 1.9 10.2 1.6 0.8 Health Care Equipment & Services 6,829.92 2.1 -11.1 3.2 17,646.32 2.1 -10.0 5.1 6,053 1.96 3 0.04
0.85 20.8 4.5 85.7 5.9 24.1 Pharmaceuticals & Biotechnology 8,220.96 0.0 0.1 11.0 10,689.37 0.0 0.3 12.4 5,945 1.93 4 0.00
3.09 13.3 3.5 5.5 1.0 26.9 Food & Drug Retailers 53,421.04 -26.2 -48.0 -45.6 123,281.56 -26.2 -48.0 -45.3 1,187 0.39 1 -0.14
2.49 17.8 3.7 17.2 2.8 21.1 Media 13,272.00 -2.6 -28.1 -22.9 33,629.14 -2.6 -27.4 -21.6 5,432 1.76 5 -0.05
6.48 8.9 1.0 2.8 0.3 11.3 Travel & Leisure 3,904.37 -12.4 -50.0 -41.7 10,673.93 -12.4 -49.9 -40.8 16,577 5.38 19 -0.75
4.01 7.2 3.1 37.8 0.8 46.8 Fixed Line Telecommunications 257.71 -11.2 -24.7 -16.0 686.54 -9.4 -23.2 -13.0 1,234 0.40 2 -0.05
15.33 -6.1 1.4 2.9 0.1 -17.6 Utilities 32,520.77 19.9 53.4 101.0 137,382.33 19.9 61.7 113.5 4,318 1.40 3 0.23
5.73 29.2 0.8 3.0 0.3 2.8 Electricity 7,498.76 8.9 -8.6 -2.1 30,391.59 8.9 -4.6 4.8 1,475 0.48 2 0.04
20.30 -3.8 2.3 2.8 0.1 -34.7 Gas Water & Multiutilities 27,489.35 26.5 - - 114,962.14 26.5 16.0 65.8 2,844 0.92 1 0.19
3.35 13.6 1.0 19.6 3.4 8.0 Financials 12,414.86 -0.8 -17.2 -9.7 39,539.67 -0.6 -15.9 -7.2 151,290 49.09 121 -0.38
6.55 4.3 0.5 1.6 0.7 13.8 Banks 475.59 -6.3 -43.5 -37.0 1,318.95 -6.3 -43.5 -36.1 4,303 1.40 5 -0.09
0.00 1.5 0.2 2.2 0.1 16.6 Life Insurance 3,277.78 -14.7 - - 12,871.16 -14.7 - - 460 0.15 1 -0.03
4–3
3.77 -ve 0.8 26.0 14.6 -0.5 Real Estate Investment Trusts 4,496.51 0.5 -26.2 -9.2 13,963.62 0.8 -24.9 -6.4 25,142 8.16 18 0.04
4.08 14.2 1.7 22.4 1.5 12.3 Financial Services 23,966.92 -3.0 -24.2 -17.5 93,274.25 -3.0 -22.6 -14.4 23,730 7.70 19 -0.24
2.72 11.4 1.0 60.1 14.2 9.0 Equity Investment Instruments 9,616.21 -0.6 -8.1 -4.2 22,356.22 -0.4 -6.6 -1.6 80,827 26.23 67 -0.15
6.19 9.0 1.3 11.1 1.0 13.0 Technology 7,354.00 6.1 -11.7 3.3 11,646.19 6.1 -11.1 5.0 6,972 2.26 6 0.13
3.83 14.4 1.3 9.6 1.0 9.2 FTSE 250 Index 16,932.65 -1.1 -22.6 -13.9 13,312.24 -1.0 -21.9 -12.0 308,194 100.00 251 -
4–3

1-Month
OIL & GAS -3.9

Chemicals 0.0
Mining 19.7
INDUSTRIALS 0.0
Construction & Materials -6.7
Support Services -2.2
CONSUMER GOODS -0.5
Beverages 3.1
Food Producers -1.9
Household Goods & Home Constr. -5.1
Leisure Goods 10.8
Personal Goods -1.1
HEALTH CARE 2.2
Media -1.5
UTILITIES 21.2
Electricity 10.1
FINANCIALS 0.3
Banks -5.3
Life Insurance -13.7
Real Estate Investment & Services -2.2
Financial Services -1.9
TECHNOLOGY 7.2
-30 -20 -10 0 10 20 30
4–4

12-Month
OIL & GAS -61.3

Chemicals -19.1
Mining 85.5
INDUSTRIALS -5.4
Industrial Engineering -0.8
FTSE 250 Index

CONSUMER GOODS 3.0
Beverages -14.3
Food Producers 10.1
Leisure Goods 124.8
Personal Goods 5.7
HEALTH CARE 24.0
Media -10.4
4–5
TELECOMMUNICATIONS 0.0
Mobile Telecommunications 0.0
UTILITIES 133.4
Electricity 13.7
FINANCIALS 4.8
Banks -26.9
Nonlife Insurance -1.5
Life Insurance 0.0
Financial Services -4.2
TECHNOLOGY 20.0
-100 -50 0 50 100 150
4–5

.
MID CAP
1 Month 12 Months
Kainos Group Software & Computer Services 11.00 46.86 Petropavlovsk Mining 0.36 265.29
Petropavlovsk Mining 0.36 44.22 Avon Rubber Aerospace & Defense 33.20 147.76
Hochschild Mining Mining 2.69 38.31 AO World General Retailers 1.67 129.00
Pets At Home Group General Retailers 3.11 30.29 Plus500 Financial Services 11.97 99.62
Centrica Gas Water & Multiutilities 0.49 26.54 Kainos Group Software & Computer Services 11.00 95.73
Bank of Georgia Grou Banks 7.77 -27.38 Go-Ahead Group Travel & Leisure 6.20 -70.95
Easyjet Travel & Leisure 4.93 -27.47 Carnival Travel & Leisure 8.27 -77.68
FirstGroup Travel & Leisure 0.35 -29.89 Micro Focus Internat Software & Computer Services 2.77 -84.06
Micro Focus Internat Software & Computer Services 2.77 -35.86 Cineworld Group Travel & Leisure 0.38 -85.03
Cineworld Group Travel & Leisure 0.38 -36.90 Finablr Support Services 0.11 -93.28
1 Month 12 Months
Centrica Gas Water & Multiutilities 0.49 0.92 0.19 Kingfisher General Retailers Del Del 0.49
B&M European Value R General Retailers 4.63 1.28 0.18 Games Workshop Group Leisure Goods 87.80 0.93 0.38
G4S Support Services 1.42 0.71 0.14 Pennon Group Gas Water & Multiutilities Del Del 0.37
Direct Line Insuranc Nonlife Insurance 2.96 1.31 0.11 GVC Holdings Travel & Leisure Del Del 0.27
Weir Group Industrial Engineering 11.97 1.00 0.11 B&M European Value R General Retailers 4.63 1.28 0.26
Howden Joinery Group General Retailers 4.90 0.91 -0.11 Cineworld Group Travel & Leisure 0.38 0.12 -0.61
TUI AG Travel & Leisure 2.88 0.41 -0.13 Wood Group (John) Oil Equipment Services & Distrib. 1.91 0.41 -0.63
Greggs Food & Drug Retailers 11.95 0.39 -0.14 SSP Group Travel & Leisure 2.06 0.35 -0.64
Easyjet Travel & Leisure 4.93 0.40 -0.15 Tullow Oil Oil & Gas Producers Del Del -0.71
Micro Focus Internat Software & Computer Services 2.77 0.30 -0.16 Micro Focus Internat Software & Computer Services 2.77 0.30 -0.82
Rank (1-5) Rank (6-10)

Direct Line Insuranc Nonlife Insurance 2.96 1.31 Bellway Household Goods & Home Construction 25.46 1.02
B&M European Value R General Retailers 4.63 1.28 HICL Infrastructure Equity Investment Instruments 1.68 1.01
Pershing Square Hold Equity Investment Instruments 18.74 1.24 Weir Group Industrial Engineering 11.97 1.00
F&C Investment Trust Equity Investment Instruments 6.66 1.17 Tate & Lyle Food Producers 6.51 0.99
ConvaTec Group Health Care Equipment & Services 2.03 1.04 Unite Group Real Estate Investment Trusts 9.39 0.97

22000 80
70
20000
60
18000
50
16000 40
30
14000
20
12000
10
10000 0
4–6
FTSE 250 Index - Constituent Report MID CAP

Oil & Gas Producers
0.00 33.1 0.8 3.7 2.8 2.6 1,252 -2.6 -55.1 -67.8 - -
15.95 5.8 0.5 3.1 0.2 7.5 1,633 -6.7 -55.0 -64.3 - -
Chemicals
3.18 17.1 3.5 20.3 5.5 19.9 Sep 19 0929224 61.44 0.50 Victrex 18.74 GBP 87 94.6 1,535 M -4.1 -24.9 -8.1 226 4.3
3.45 15.3 2.6 12.8 1.8 18.5 2,498 -1.1 -32.4 -30.4 - -
5.19 3.3 1.0 2.8 0.9 37.1 518 2.4 17.6 -27.5 - -
Mining
FTSE 250 Index

2.35 16.5 2.2 9.1 2.5 14.1 4,985 18.4 48.1 59.7 - -
3.10 11.8 1.7 8.5 0.4 14.8 4,620 -7.8 -30.6 -7.8 - -
Aerospace & Defense
2.06 5.8 0.9 5.7 0.9 14.7 Dec 19 0575809 24.61 0.68 Meggitt 2.69 GBP 781 99.6 2,091 M -8.7 -59.1 -54.9 3,052 9.3
3.34 15.9 1.3 8.0 0.9 7.9 8,499 0.4 -28.4 -19.9 - -
General Industrials
2.32 10.1 3.4 7.3 0.8 35.7 812 1.3 -26.2 -28.7 - -
4–7
2.04 12.5 3.0 13.4 1.9 24.7 6,521 4.1 -5.4 6.2 - -
3.48 35.3 2.4 9.6 1.3 6.3 11,913 4.9 -21.4 -14.6 - -
4–7

8.46 13.3 0.6 3.7 0.4 5.0 4,378 -6.6 -30.0 -27.8 - -
Support Services
1.60 27.8 6.4 29.2 3.8 24.2 Sep 19 0182663 8.08 0.65 Diploma 18.14 GBP 113 97.4 2,001 M 1.1 -10.4 19.6 127 2.3
6.83 -35.0 8.1 7.5 0.3 -12.2 Dec 19 B01FLG6 8.87 0.71 G4S 1.42 GBP 1,552 99.6 2,197 M 24.7 -34.8 -25.8 7,105 9.4
3.64 11.0 2.6 11.0 0.3 23.8 Jun 19 0416102 6.82 0.55 Hays 1.09 GBP 1,678 92.3 1,689 M -8.4 -40.0 -26.5 2,223 2.7
3.32 14.8 2.2 6.7 0.5 14.5 24,779 -3.2 -32.3 -22.1 - -
Automobiles & Parts
0.85 9.6 1.3 6.4 0.4 13.5 743 3.6 -47.4 -35.2 - -
Beverages
4.24 24.2 3.0 9.3 1.0 12.4 3,190 2.0 -22.9 -26.2 - -
Food Producers
3.42 12.2 2.5 9.0 0.8 18.9 6,175 -3.0 -15.4 -5.2 - -
5.91 5.8 1.1 10.7 1.0 19.7 Jul 19 0090498 42.51 1.02 Bellway 25.46 GBP 123 100 3,140 M 0.0 -33.1 -14.3 345 9.1
6.42 6.5 1.1 8.0 0.9 17.5 7,386 -6.1 -42.7 -24.9 - -
Leisure Goods
1.65 37.1 21.5 27.4 10.6 64.5 2,859 9.5 43.8 93.6 - -
Personal Goods
2.32 42.9 3.0 12.8 1.0 6.7 672 -2.2 -17.1 -9.0 - -
2.22 +ve 1.9 10.2 1.6 0.8 6,053 2.1 -11.1 3.2 - -
0.83 +ve 4.4 61.3 4.5 4.7 Jun 19 0207458 37.17 0.72 Genus 34.00 GBP 65 99.8 2,210 M -3.7 7.1 28.8 72 2.5
0.85 20.8 4.5 85.7 5.9 24.1 5,945 0.0 0.1 11.0 - -
4–8

3.09 13.3 3.5 5.5 1.0 26.9 1,187 -26.2 -48.0 -45.6 - -
General Retailers
3.82 19.9 1.6 6.1 0.5 8.5 14,406 0.6 -25.4 -12.6 - -
Media
FTSE 250 Index

2.49 17.8 3.7 17.2 2.8 21.1 5,432 -2.6 -28.1 -22.9 - -
Travel & Leisure
4–9
6.48 8.9 1.0 2.8 0.3 11.3 16,577 -12.4 -50.0 -41.7 - -
4.01 7.2 3.1 37.8 0.8 46.8 1,234 -11.2 -24.7 -16.0 - -
3.61 28.8 1.7 5.4 1.5 6.6 1,346 -3.7 -19.1 -13.9 - -
Electricity
5.73 29.2 0.8 3.0 0.3 2.8 1,475 8.9 -8.6 -2.1 - -
20.30 -3.8 2.3 2.8 0.1 -34.7 2,844 26.5 - - - -
Banks
4–9

Banks
6.55 4.3 0.5 1.6 0.7 13.8 4,303 -6.3 -43.5 -37.0 - -
Nonlife Insurance
4.56 14.4 1.8 13.0 1.5 12.5 12,371 3.5 -19.2 -15.2 - -
Life Insurance
0.00 1.5 0.2 2.2 0.1 16.6 460 -14.7 - - - -
2.32 12.0 1.2 11.3 1.8 11.1 4,456 -3.3 -23.9 -5.1 - -
3.77 -ve 0.8 26.0 14.6 -0.5 25,142 0.5 -26.2 -9.2 - -
Financial Services
4.08 14.2 1.7 22.4 1.5 12.3 23,730 -3.0 -24.2 -17.5 - -
4–10

FTSE 250 Index

4–11
4–11

2.72 11.4 1.0 60.1 14.2 9.0 80,827 -0.6 -8.1 -4.2 - -
7.68 7.4 1.0 9.8 0.8 12.6 5,285 3.2 -16.3 -6.7 - -
1.53 27.4 5.6 18.2 4.4 21.5 1,687 16.2 11.3 77.2 - -
FTSE 250 Index
3.83 14.4 1.3 9.6 1.0 9.2 308,194 -1.1 -22.6 -13.9 - -
4–12

.

.
FTSE 250 Index - Reserve List

.

0294502 Asia Dragon Trust Equity Investment Instruments 99.9809
BFXYH24 Baillie Gifford Shin Nippon Equity Investment Instruments 99.757434745
B1NP514 BH Macro (GBP) Equity Investment Instruments 99.944180316
FTSE 250 Index

BB0RDB9 Bluefield Solar Income Fund Equity Investment Instruments 100
0173861 Capital Gearing Trust Equity Investment Instruments 92.578959735506
B14SKR3 CMC Markets Financial Services 37.821
BMTS0Z3 JPMorgan Euro Small Co. Trust Equity Investment Instruments 99.895603718
BF4X3P5 JTC Financial Services 85.179070023476
0611112 Murray Income Trust (Ord) Equity Investment Instruments 99.856015179
0295958 Standard Life UK Small CosTst Equity Investment Instruments 99.733606355515
BF5SDZ9 Stock Spirits Group Beverages 94.383
BKM2MW9 Vectura Group Pharmaceuticals & Biotechnology 99.299144038
4–13
4–13
ftserussell.com
4–14
FTSE 350 Index
5–1
FTSE 350 Index

5-6 Overview
5–2

.
LARGE/MID CAP
11.00 8.0 0.6 2.8 0.3 8.2 Oil & Gas 4,435.63 -11.5 -47.9 -55.2 19,335.97 -11.5 -46.1 -52.3 143,465 7.94 7 -0.99
5.78 11.0 1.5 4.5 0.7 13.3 Basic Materials 5,507.17 2.5 -6.3 -10.7 19,492.64 2.5 -3.7 -5.5 166,137 9.19 18 0.21
2.19 20.9 3.1 14.2 0.8 14.9 Chemicals 11,672.84 6.4 -12.4 -11.1 9,465.63 6.4 -11.3 -9.3 13,869 0.77 4 0.04
1.85 11.9 2.6 7.7 1.4 22.5 Forestry & Paper 15,343.97 -9.8 -23.1 -24.4 54,302.61 -9.8 -23.0 -23.1 6,598 0.37 1 -0.04
17.14 8.2 2.2 2.3 0.5 28.7 Industrial Metals & Mining 2,991.36 0.6 -20.8 -50.9 11,539.88 0.6 -13.1 -43.3 2,179 0.12 2 0.00
6.13 10.5 1.4 4.2 0.7 12.9 Mining 18,200.66 2.8 -4.5 -8.8 12,544.62 2.8 -1.6 -3.1 143,490 7.94 11 0.21
2.51 17.2 2.6 9.5 0.9 15.1 Industrials 4,807.66 -2.6 -15.8 -10.3 15,696.31 -2.6 -15.4 -8.9 220,658 12.21 63 -0.31
2.73 12.1 1.5 7.1 0.8 12.5 Construction & Materials 6,061.20 -1.0 -14.2 0.5 7,597.08 -1.0 -12.6 3.2 26,310 1.46 6 -0.01
1.31 19.6 4.4 20.2 3.1 23.8 Electronic & Electrical Equipment 8,601.00 -1.5 -0.6 8.3 6,522.12 -1.5 -0.6 9.0 14,765 0.82 6 -0.01
4.56 18.8 2.7 12.8 2.2 13.8 Consumer Goods 16,164.65 -3.7 -12.2 -12.1 52,887.00 -3.3 -10.5 -8.5 290,513 16.07 29 -0.60
2.59 20.2 6.8 18.1 3.7 30.9 Beverages 21,924.34 4.0 -13.6 -19.7 13,637.47 4.2 -12.7 -17.9 71,297 3.94 5 0.15
FTSE 350 Index

3.02 13.4 1.9 9.0 0.9 13.6 Food Producers 6,152.48 -5.5 -24.6 -17.5 3,696.34 -5.3 -23.8 -15.7 12,306 0.68 5 -0.04
3.42 +ve 2.7 18.7 2.3 1.8 Household Goods & Home Constr. 17,525.90 1.6 -2.4 7.1 10,724.55 1.6 -1.5 10.0 78,202 4.33 10 0.07
1.65 37.1 21.5 27.4 10.6 64.5 Leisure Goods 21,898.85 9.5 43.8 93.6 48,349.80 9.5 44.8 98.8 2,859 0.16 1 0.01
3.15 20.2 8.9 15.5 2.3 44.9 Personal Goods 37,065.72 1.8 -2.8 -13.0 21,025.60 1.8 -1.4 -10.6 55,509 3.07 4 0.05
9.43 9.0 1.0 6.9 1.7 11.1 Tobacco 26,278.73 -18.4 -23.8 -20.1 16,997.09 -17.2 -20.6 -13.5 69,598 3.85 2 -0.84
3.39 22.9 7.1 19.1 3.5 35.1 Health Care 12,767.48 -1.7 -2.4 3.0 43,692.23 -1.7 -0.4 6.6 216,140 11.96 11 -0.20
4.09 13.0 2.9 10.4 1.9 21.2 Media 6,512.39 -11.1 -28.7 -27.3 2,923.49 -10.8 -27.6 -25.4 63,621 3.52 12 -0.42
4.42 11.6 1.9 5.4 0.7 15.1 Travel & Leisure 5,800.83 -5.5 -44.0 -39.9 3,217.74 -5.5 -43.6 -38.9 66,068 3.66 25 -0.21
5.94 44.9 2.1 7.7 1.1 4.4 Utilities 6,895.43 -4.9 -8.0 9.5 36,233.79 -2.3 -4.6 15.1 65,827 3.64 8 -0.18
6.11 61.1 2.7 8.4 1.3 4.1 Electricity 7,610.99 -3.5 -9.5 15.9 6,635.68 0.1 -4.4 22.7 14,990 0.83 3 -0.03
4.57 12.3 0.8 3.7 0.8 6.6 Financials 3,665.37 -3.9 -28.1 -24.7 14,876.50 -3.8 -27.5 -22.7 431,118 23.85 144 -0.92
6.62 8.0 0.4 6.5 0.7 5.4 Banks 2,028.32 -11.2 -46.4 -46.2 741.16 -11.2 -47.0 -45.5 124,591 6.89 10 -0.83
5–3
6.06 10.2 1.3 0.8 0.2 12.6 Life Insurance 5,906.23 -5.9 -26.9 -24.1 2,839.14 -5.9 -24.8 -20.5 60,702 3.36 6 -0.20
2.41 11.6 1.0 71.5 13.9 9.3 Equity Investment Instruments 10,657.12 0.3 -2.8 1.1 5,242.33 0.4 -1.3 3.7 93,438 5.17 68 0.01
3.44 16.1 2.5 15.9 2.1 15.1 Technology 1,767.44 6.8 -7.5 -5.0 2,495.30 6.9 -6.3 -2.7 20,711 1.15 9 0.07
4.82 14.2 1.4 5.8 0.9 9.8 FTSE 350 Index 3,316.88 -3.9 -22.0 -20.9 6,235.79 -3.7 -20.6 -18.1 1,807,479 100.00 352 -
5–3

1-Month
OIL & GAS -7.9

BASIC MATERIALS 6.6
Chemicals 10.6
Mining 6.9
INDUSTRIALS 1.3
CONSUMER GOODS 0.2
Beverages 8.2
Food Producers -1.7
Leisure Goods 13.9
Personal Goods 5.9
Tobacco -15.1
HEALTH CARE 2.3
Media -7.6
UTILITIES -1.1
Electricity 0.4
FINANCIALS 0.0
Banks -7.6
Life Insurance -2.1
TECHNOLOGY 11.0
-20 -15 -10 -5 0 5 10 15 20 25
5–4

12-Month
OIL & GAS -43.4

Chemicals 12.4
Mining 15.4
INDUSTRIALS 13.5
FTSE 350 Index

CONSUMER GOODS 11.2
Beverages 1.5
Food Producers 4.3
Leisure Goods 144.8
Personal Goods 10.0
Tobacco 1.0
HEALTH CARE 30.3
Media -8.0
5–5
UTILITIES 38.5
Electricity 46.5
FINANCIALS -4.8
Banks -32.0
Life Insurance -4.1
TECHNOLOGY 20.1
-100 -50 0 50 100 150
5–5

.
LARGE/MID CAP
1 Month 12 Months
Kainos Group Software & Computer Services 11.00 46.86 Petropavlovsk Mining 0.36 265.29
Fresnillo Mining 12.33 46.48 Avon Rubber Aerospace & Defense 33.20 147.76
Petropavlovsk Mining 0.36 44.22 AO World General Retailers 1.67 129.00
Hochschild Mining Mining 2.69 38.31 Fresnillo Mining 12.33 105.07
Pets At Home Group General Retailers 3.11 30.29 Plus500 Financial Services 11.97 99.62
Bank of Georgia Grou Banks 7.77 -27.38 Rolls-Royce Holdings Aerospace & Defense 2.32 -72.96
Easyjet Travel & Leisure 4.93 -27.47 Carnival Travel & Leisure 8.27 -77.68
FirstGroup Travel & Leisure 0.35 -29.89 Micro Focus Internat Software & Computer Services 2.77 -84.06
Micro Focus Internat Software & Computer Services 2.77 -35.86 Cineworld Group Travel & Leisure 0.38 -85.03
Cineworld Group Travel & Leisure 0.38 -36.90 Finablr Support Services 0.11 -93.28
1 Month 12 Months
Rank (1-5) Rank (6-10)


8000 80
70
7000
60
50
6000
40
5000 30
20
4000
10
3000 0
5–6
FTSE 350 Index - Constituent Report LARGE/MID CAP

Oil & Gas Producers
11.99 14.3 0.8 2.8 0.3 5.1 Dec 19 0798059 38.45 3.02 BP 2.75 GBP 20,260 97.8 54,533 L -10.4 -41.7 -49.6 28,306 85.1
10.94 8.1 0.6 2.8 0.3 8.2 141,832 -11.5 -47.7 -55.1 - -
15.95 5.8 0.5 3.1 0.2 7.5 1,633 -6.7 -55.0 -64.3 - -
Chemicals
3.18 17.1 3.5 20.3 5.5 19.9 Sep 19 0929224 11.07 0.08 Victrex 18.74 GBP 87 94.6 1,535 M -4.1 -24.9 -8.1 226 4.3
2.19 20.9 3.1 14.2 0.8 14.9 13,869 6.4 -12.4 -11.1 - -
Forestry & Paper
FTSE 350 Index

1.85 11.9 2.6 7.7 1.4 22.5 6,598 -9.8 -23.1 -24.4 - -
17.14 8.2 2.2 2.3 0.5 28.7 2,179 0.6 -20.8 -50.9 - -
Mining
6.13 10.5 1.4 4.2 0.7 12.9 143,490 2.8 -4.5 -8.8 - -
2.65 12.1 1.4 6.8 1.0 12.1 Dec 19 0182704 82.44 1.20 CRH 27.66 GBP 785 99.9 21,690 L 0.6 -9.1 1.1 865 25.3
5–7
2.73 12.1 1.5 7.1 0.8 12.5 26,310 -1.0 -14.2 0.5 - -
Aerospace & Defense
2.06 5.8 0.9 5.7 0.9 14.7 Dec 19 0575809 7.41 0.12 Meggitt 2.69 GBP 781 99.6 2,091 M -8.7 -59.1 -54.9 3,052 9.3
3.58 23.0 3.1 6.3 0.7 12.0 28,227 -2.3 -35.3 -36.5 - -
General Industrials
2.30 16.0 4.2 12.4 0.8 27.0 Dec 19 B0744B3 27.32 0.41 Bunzl 21.98 GBP 337 99.8 7,392 L 1.5 6.4 2.2 613 13.6
6.20 5.3 1.1 5.6 0.6 20.9 Apr 20 0822011 12.30 0.18 Smith (DS) 2.61 GBP 1,372 92.8 3,328 L -20.4 -32.0 -26.8 8,239 23.2
5–7

General Industrials
3.74 11.0 1.5 7.8 0.7 13.9 27,055 -9.0 -23.6 -18.9 - -
0.74 35.4 7.3 33.8 6.2 22.0 Mar 20 0405207 55.83 0.46 Halma 21.78 GBP 380 99.6 8,244 L -5.4 2.9 9.4 667 15.0
1.31 19.6 4.4 20.2 3.1 23.8 14,765 -1.5 -0.6 8.3 - -
2.54 36.3 3.3 13.3 1.8 8.8 19,486 4.3 -9.5 -4.6 - -
8.46 13.3 0.6 3.7 0.4 5.0 4,378 -6.6 -30.0 -27.8 - -
Support Services
2.13 21.2 2.7 11.5 0.4 12.6 Mar 20 0242493 6.69 0.37 DCC 68.32 GBP 98 100 6,723 L 1.5 4.4 -1.9 173 12.1
1.60 27.8 6.4 29.2 3.8 24.2 Sep 19 0182663 1.99 0.11 Diploma 18.14 GBP 113 97.4 2,001 M 1.1 -10.4 19.6 127 2.3
6.83 -35.0 8.1 7.5 0.3 -12.2 Dec 19 B01FLG6 2.19 0.12 G4S 1.42 GBP 1,552 99.6 2,197 M 24.7 -34.8 -25.8 7,105 9.4
3.64 11.0 2.6 11.0 0.3 23.8 Jun 19 0416102 1.68 0.09 Hays 1.09 GBP 1,678 92.3 1,689 M -8.4 -40.0 -26.5 2,223 2.7
1.73 18.8 4.1 12.1 1.0 22.3 100,437 -2.5 -9.2 -2.8 - -
Automobiles & Parts
0.85 9.6 1.3 6.4 0.4 13.5 743 3.6 -47.4 -35.2 - -
Beverages
5–8

Beverages
2.49 20.3 7.8 20.2 5.1 35.2 Jun 19 0237400 90.05 3.55 Diageo 28.01 GBP 2,337 98 64,206 L 4.5 -12.5 -18.7 2,393 66.7
2.59 20.2 6.8 18.1 3.7 30.9 71,297 4.0 -13.6 -19.7 - -
Food Producers
3.02 13.4 1.9 9.0 0.9 13.6 12,306 -5.5 -24.6 -17.5 - -
5.91 5.8 1.1 10.7 1.0 19.7 Jul 19 0090498 4.02 0.17 Bellway 25.46 GBP 123 100 3,140 M 0.0 -33.1 -14.3 345 9.1
FTSE 350 Index

3.42 +ve 2.7 18.7 2.3 1.8 78,202 1.6 -2.4 7.1 - -
Leisure Goods
1.65 37.1 21.5 27.4 10.6 64.5 2,859 9.5 43.8 93.6 - -
Personal Goods
3.15 20.2 8.9 15.5 2.3 44.9 55,509 1.8 -2.8 -13.0 - -
Tobacco
9.43 9.0 1.0 6.9 1.7 11.1 69,598 -18.4 -23.8 -20.1 - -
5–9
2.07 29.6 2.8 12.8 2.5 9.2 19,317 1.2 -22.1 -21.9 - -
0.83 +ve 4.4 61.3 4.5 4.7 Jun 19 0207458 1.12 0.12 Genus 34.00 GBP 65 99.8 2,210 M -3.7 7.1 28.8 72 2.5
3.51 22.4 8.3 20.0 3.6 44.3 196,822 -2.0 0.1 6.3 - -
4.21 15.9 1.6 +ve 0.3 9.5 Feb 20 0884709 54.19 1.16 Tesco 2.17 GBP 9,793 98.6 20,983 L -4.8 -14.9 -2.8 23,832 51.8
3.24 20.5 1.6 17.3 0.4 7.7 38,725 -4.5 -5.5 4.8 - -
General Retailers
5–9

General Retailers
3.07 11.9 16.4 8.8 1.7 +ve Jan 20 3208986 16.34 0.38 Next 54.50 GBP 133 95.6 6,930 L 11.4 -22.3 -10.1 351 17.8
2.51 26.5 2.5 9.7 0.8 9.6 42,413 2.4 -15.7 -4.3 - -
Media
N/A 4.2 2.7 4.8 0.7 65.8 Dec 19 3398649 3.32 0.12 ITV 0.57 GBP 4,025 92.4 2,110 L -24.1 -62.5 -48.9 17,263 11.2
3.67 8.6 0.9 8.8 1.0 10.5 Dec 19 0677608 6.26 0.22 Pearson 5.31 GBP 752 99.6 3,982 L -7.8 -16.6 -39.0 2,311 12.8
10.56 9.4 0.9 3.8 0.5 8.5 Dec 19 B8KF9B4 10.59 0.37 WPP 5.68 GBP 1,225 96.7 6,737 L -10.0 -46.7 -41.5 3,008 18.1
4.09 13.0 2.9 10.4 1.9 21.2 63,621 -11.1 -28.7 -27.3 - -
Travel & Leisure
4.42 11.6 1.9 5.4 0.7 15.1 66,068 -5.5 -44.0 -39.9 - -
14.16 3.6 0.7 2.0 0.5 24.1 9,801 -13.3 -46.6 -46.3 - -
6.66 10.3 0.6 2.3 0.8 5.7 32,281 -10.1 -21.2 -22.6 - -
Electricity
5–10

Electricity
6.15 69.4 3.6 10.4 2.0 4.6 Mar 20 0790873 90.16 0.75 SSE 13.01 GBP 1,039 99.9 13,515 L -4.7 -9.6 18.2 2,442 33.0
6.11 61.1 2.7 8.4 1.3 4.1 14,990 -3.5 -9.5 15.9 - -
5.89 41.6 1.9 7.6 1.1 4.5 50,837 -5.4 -7.6 7.7 - -
Banks
FTSE 350 Index

6.62 8.0 0.4 6.5 0.7 5.4 124,591 -11.2 -46.4 -46.2 - -
Nonlife Insurance
4.53 13.7 1.9 12.9 1.3 14.3 21,783 4.0 -15.9 -17.3 - -
Life Insurance
N/A 3.8 0.6 0.6 0.1 16.2 Dec 19 0216238 17.00 0.57 Aviva 2.64 GBP 3,928 99.6 10,320 L -3.6 -37.0 -35.1 7,968 22.5
5–11
6.06 10.2 1.3 0.8 0.2 12.6 60,702 -5.9 -26.9 -24.1 - -
2.32 12.0 1.2 11.3 1.8 11.1 4,456 -3.3 -23.9 -5.1 - -
5–11

3.94 -40.0 0.8 22.8 12.7 -2.1 44,146 2.3 -23.8 -6.7 - -
Financial Services
7.42 3.7 0.8 0.3 0.1 16.2 Dec 19 BKFB1C6 5.09 0.23 M&G 1.61 GBP 2,600 99.8 4,171 L -4.1 -30.5 - 5,827 9.9
3.30 17.7 2.1 4.6 1.5 11.2 82,001 0.3 -15.8 -7.8 - -
5–12

FTSE 350 Index

5–13
2.41 11.6 1.0 71.5 13.9 9.3 93,438 0.3 -2.8 1.1 - -
3.60 15.5 2.4 15.7 2.1 14.8 19,023 6.0 -8.9 -8.6 - -
1.53 27.4 5.6 18.2 4.4 21.5 1,687 16.2 11.3 77.2 - -
FTSE 350 Index
4.82 14.2 1.4 5.8 0.9 9.8 1,807,479 -3.9 -22.0 -20.9 - -
5–13

.

Name Changes

.

5–14
6–1
FTSE Small Cap Index – Table of Contents

6-4 FTSE Small Cap Industry/Sector relative to FTSE Small Cap
6-6 Overview
6–2
FTSE Small Cap Industry/Sector Performance - GBP

.
SMALL CAP
9.24 -0.8 0.4 0.5 0.3 -38.0 Oil & Gas 2,693.67 -21.1 -45.1 -54.3 3,100.49 -21.1 -44.9 -54.2 1,132 1.85 5 -0.49
10.84 -0.6 0.4 0.4 0.2 -49.0 Oil & Gas Producers 2,508.32 -22.5 -33.2 -42.6 2,540.22 -22.5 -33.2 -42.6 883 1.44 4 -0.41
3.61 5.3 0.3 2.8 0.4 6.1 Oil Equipment Services & Distrib. 2,539.92 -15.7 -62.5 -73.6 2,977.22 -15.7 -62.0 -73.2 249 0.41 1 -0.07
5.00 10.4 0.7 5.4 1.0 6.9 Basic Materials 1,115.51 0.4 32.7 32.3 1,543.94 0.5 33.9 33.7 964 1.58 4 0.01
5.27 12.2 1.0 6.0 1.0 7.9 Chemicals 3,957.12 1.4 25.0 9.1 5,815.75 1.6 25.5 9.7 818 1.34 3 0.02
3.50 5.8 0.3 3.4 1.0 5.2 Mining 285.48 -5.0 11.7 22.2 438.44 -5.0 13.8 24.8 146 0.24 1 -0.01
7.15 25.5 1.1 6.1 0.3 4.1 Industrials 4,316.11 -6.9 -32.6 -20.6 7,943.82 -6.7 -32.4 -19.2 7,541 12.33 37 -0.90
8.83 -87.4 0.7 6.8 0.1 -0.7 Construction & Materials 7,494.27 -13.6 -31.9 -12.6 14,244.68 -12.9 -31.4 -10.5 1,980 3.24 9 -0.50
14.39 4.9 0.4 1.9 0.2 7.9 Aerospace & Defense 18,029.90 -25.3 - - 26,051.94 -25.3 -42.9 -18.2 218 0.36 1 -0.12
2.63 11.6 2.0 7.2 0.6 18.4 General Industrials 2,812.22 24.5 -17.4 -7.0 5,233.74 24.5 -17.4 -6.3 136 0.22 1 0.04
2.03 24.9 1.8 12.9 0.9 7.7 Electronic & Electrical Equipment 8,813.33 12.5 -1.7 22.6 14,470.10 12.5 -1.7 23.7 1,000 1.64 4 0.18
3.97 12.9 1.6 9.1 0.9 12.3 Industrial Engineering 9,639.87 -3.5 -31.1 -29.0 17,905.75 -3.4 -30.9 -27.6 914 1.49 5 -0.05
19.96 -3.9 2.9 9.9 0.2 -51.3 Industrial Transportation 7,903.01 -10.4 -58.4 -54.8 16,631.88 -10.4 -58.4 -54.5 298 0.49 2 -0.06
4.12 39.3 0.7 6.0 0.5 2.0 Consumer Goods 8,676.49 0.5 -26.0 -30.0 15,391.16 0.5 -25.6 -28.6 2,771 4.53 13 0.02
3.48 16.7 1.4 10.6 1.6 8.4 Beverages 6,077.91 -4.3 8.5 -2.2 8,937.38 -4.3 12.5 1.4 423 0.69 1 -0.03
1.45 23.5 0.6 7.2 0.6 3.1 Food Producers 7,712.52 13.4 7.8 -7.8 12,187.79 13.4 8.4 -6.7 1,163 1.90 5 0.22
4.27 10.1 0.8 7.0 0.4 7.9 Household Goods & Home Constr. 3,645.36 -5.7 -40.0 -27.9 6,387.99 -5.7 -40.2 -26.7 964 1.58 4 -0.09
18.71 37.9 1.5 3.3 0.8 3.5 Leisure Goods 5,629.58 -17.7 -53.5 -54.9 11,684.56 -17.7 -53.5 -52.6 111 0.18 1 -0.04

18.71 -1.1 0.4 1.2 0.1 -25.9 Personal Goods 3,430.74 -16.9 -77.8 -82.4 4,283.95 -16.9 -77.8 -82.2 110 0.18 2 -0.04
3.92 12.9 1.5 8.3 1.3 11.8 Health Care 5,425.89 25.4 43.0 53.6 6,251.46 25.4 43.0 54.4 1,931 3.16 4 0.63
3.84 26.6 0.5 3.5 0.5 1.8 Health Care Equipment & Services 1,639.68 -5.7 -35.5 -22.2 2,035.66 -5.7 -35.5 -21.2 332 0.54 2 -0.03
3.94 11.6 2.8 11.6 2.0 24.6 Pharmaceuticals & Biotechnology 4,014.57 34.8 85.1 79.3 3,785.38 34.8 85.1 79.3 1,598 2.61 2 0.66
9.88 6.8 -4.7 2.5 0.1 -ve General Retailers 587.11 -2.8 -41.8 -34.2 1,011.99 -2.8 -41.7 -32.8 1,633 2.67 10 -0.08
5.78 5.8 0.9 6.5 0.7 17.0 Media 1,025.35 -7.5 -22.7 -4.1 1,546.41 -7.5 -22.1 -2.6 896 1.47 5 -0.12
8.73 -7.8 0.8 3.5 0.4 -7.8 Travel & Leisure 4,446.82 -15.9 -33.4 -29.8 6,465.51 -15.9 -32.9 -28.8 1,864 3.05 10 -0.57
4.11 27.4 0.8 49.1 6.4 2.8 Financials 5,905.88 -0.1 -13.5 -9.1 9,235.37 0.3 -11.7 -5.9 40,512 66.24 166 -0.05
0.00 -1.2 0.1 -6.9 0.3 -9.8 Banks 947.65 -1.6 -49.9 - 882.93 -1.6 -49.9 - 165 0.27 1 0.00
7.49 4.7 0.9 -8.6 1.1 19.8 Life Insurance 6,002.18 -1.6 -4.2 25.6 19,045.18 -1.6 0.1 32.9 426 0.70 1 -0.01
8.69 -ve 0.7 13.6 5.9 -0.2 Real Estate Investment Trusts 2,614.55 2.1 -26.5 -20.9 5,827.08 2.3 -24.3 -16.7 4,047 6.62 18 0.14
3.38 30.9 0.9 74.6 22.5 2.6 Equity Investment Instruments 7,374.37 -0.3 -9.6 -6.9 10,719.93 0.2 -7.8 -3.8 31,130 50.90 121 -0.13
1.22 31.0 2.5 18.5 1.8 7.8 Technology 3,134.73 5.5 -7.6 6.0 3,622.86 5.5 -7.3 7.0 1,910 3.12 7 0.16
0.00 +ve 6.4 92.3 5.5 4.8 Technology Hardware & Equip. 9,339.91 23.5 230.7 175.9 10,021.09 23.5 230.7 175.9 419 0.69 1 0.13
4.82 75.7 0.9 9.2 0.9 1.1 FTSE Small Cap Index 4,942.72 -1.4 -16.9 -10.8 7,774.98 -1.1 -15.7 -8.3 61,155 100.00 261 -
6–3
6–3
FTSE Small Cap Index Industry/Sector Relative to FTSE Small Cap Index - GBP
1-Month
OIL & GAS -20.0
BASIC MATERIALS 1.8
Chemicals 2.8
Mining -3.7
INDUSTRIALS -5.6
CONSUMER GOODS 1.9
Beverages -2.9
Food Producers 15.0
Leisure Goods -16.6
Personal Goods -15.7
HEALTH CARE 27.2
General Retailers -1.5
Media -6.2
FINANCIALS 1.3
Banks -0.2
Life Insurance -0.2
TECHNOLOGY 7.0
-30 -20 -10 0 10 20 30 40
6–4
FTSE Small Cap Index Industry/Sector Relative to FTSE Small Cap Index - GBP
12-Month
OIL & GAS -48.8
Chemicals 22.3
Mining 37.1
INDUSTRIALS -10.9

CONSUMER GOODS -21.5
Beverages 9.7
Food Producers 3.4
Leisure Goods -49.4
Personal Goods -80.2
HEALTH CARE 72.3
6–5
General Retailers -26.2
Media 7.5
FINANCIALS 1.9
Banks 0.0
Life Insurance 40.9
Real Estate Investment Trusts -11.3
TECHNOLOGY 18.9
-100 -50 0 50 100 150 200 250
6–5
FTSE Small Cap Index - Overview

.
SMALL CAP
1 Month 12 Months
Indivior Pharmaceuticals & Biotechnology 1.37 65.54 CMC Markets Financial Services 3.21 227.55
Amigo Holdings Financial Services 0.09 58.69 BATM Advanced Commun Technology Hardware & Equipment 1.23 184.72
Luceco Electronic & Electrical Equipment 1.41 49.63 Premier Foods Food Producers 0.87 157.10
Funding Circle Holdg Software & Computer Services 0.91 33.33 Indivior Pharmaceuticals & Biotechnology 1.37 150.73
Dignity General Retailers 3.28 31.46 JPMorgan China Growt Equity Investment Instruments 4.80 62.44
Senior Aerospace & Defense 0.52 -25.27 SIG Construction & Materials 0.28 -77.92
Stobart Group Industrial Transportation 0.26 -25.58 Hyve Group Media 0.80 -80.76
Premier Oil Oil & Gas Producers 0.35 -31.49 Tullow Oil Oil & Gas Producers 0.25 -87.03
Kier Group Construction & Materials 0.64 -34.50 Ted Baker Personal Goods 0.74 -90.08
Riverstone Energy Equity Investment Instruments 2.40 -36.13 Amigo Holdings Financial Services 0.09 -94.41
1 Month 12 Months
Indivior Pharmaceuticals & Biotechnology 1.37 1.63 0.64 Indivior Pharmaceuticals & Biotechnology 1.37 1.63 0.89
Premier Foods Food Producers 0.87 1.00 0.19 Premier Foods Food Producers 0.87 1.00 0.55
BATM Advanced Commun Technology Hardware & Equip. 1.23 0.68 0.13 Just Group Life Insurance Del Del 0.52
Discoverie Group Electronic & Electrical Equipment 5.94 0.87 0.12 Avon Rubber Aerospace & Defense Del Del 0.50
CMC Markets Financial Services 3.21 0.57 0.10 Liontrust Asset Mana Financial Services Del Del 0.46
Marstons Travel & Leisure 0.40 0.41 -0.13 Purecircle Food Producers Del Del -0.45
Forterra Construction & Materials 1.55 0.51 -0.15 Intu Properties Real Estate Investment Trusts Del Del -0.46
Tullow Oil Oil & Gas Producers 0.25 0.57 -0.15 Redde Northgate Support Services 1.65 0.66 -0.46
MITIE Group Support Services 0.33 0.62 -0.20 Card Factory General Retailers 0.43 0.22 -0.49
Premier Oil Oil & Gas Producers 0.35 0.47 -0.22 MITIE Group Support Services 0.33 0.62 -0.57
Rank (1-5) Rank (6-10)

Indivior Pharmaceuticals & Biotechnology 1.37 1.63 Discoverie Group Electronic & Electrical Equipment 5.94 0.87
Premier Foods Food Producers 0.87 1.00 Baillie Gifford Shin Equity Investment Instruments 1.84 0.84
Vectura Group Pharmaceuticals & Biotechnology 1.00 0.98 Asia Dragon Trust Equity Investment Instruments 4.01 0.84
JPMorgan Euro Small Equity Investment Instruments 3.60 0.94 JTC Financial Services 4.90 0.84
Baillie Gifford US G Equity Investment Instruments 2.12 0.89 Target Healthcare RE Real Estate Investment Trusts 1.11 0.83
FTSE SmallCap Index Performance FTSE SmallCap Index Volatility %

10000 80
70
9000
60
8000
50
7000 40
30
6000
20
5000
10
4000 0
6–6
FTSE Small Cap Index - Constituent Report SMALL CAP

Oil & Gas Producers
0.00 -0.6 0.5 0.3 0.2 -58.9 Dec 19 B635TG2 22.49 0.32 EnQuest 0.13 GBP 1,696 89.6 199 S -9.1 -39.4 -43.9 1,640 0.23
N/A -2.9 0.1 1.1 0.4 -4.9 Dec 19 B572ZV9 4.91 0.07 Pharos Energy 0.14 GBP 398 77.2 43 S -20.6 -73.0 -77.1 582 0.09
0.00 2.4 0.3 0.4 0.2 15.2 Dec 19 B43G057 32.90 0.47 Premier Oil 0.35 GBP 840 97.9 290 S -31.5 -64.0 -58.0 12,008 5.2
N/A -0.3 0.5 0.4 0.3 -90.2 Dec 19 0150080 39.71 0.57 Tullow Oil 0.25 GBP 1,409 99 351 S -20.8 -60.8 -87.0 11,704 3.4
10.84 -0.6 0.4 0.4 0.2 -49.0 883 -22.5 -33.2 -42.6 - -
3.61 5.3 0.3 2.8 0.4 6.1 Dec 19 0447889 100.00 0.41 Hunting 1.79 GBP 165 84.2 249 S -15.7 -57.0 -64.8 284 0.6
3.61 5.3 0.3 2.8 0.4 6.1 249 -15.7 -62.5 -73.6 - -
Chemicals
10.18 7.2 0.5 3.3 0.5 7.3 Dec 19 0241854 44.69 0.60 Elementis 0.64 GBP 581 98.6 366 S -0.9 -64.4 -57.7 1,388 1.0
1.08 34.9 3.6 17.1 2.8 10.5 Sep 19 BKS7YK0 37.00 0.49 Treatt 5.22 GBP 59 97.5 303 S 4.7 13.5 13.7 32 0.16
1.75 19.2 1.9 20.1 2.1 10.2 Dec 19 0989660 18.31 0.24 Zotefoams 3.53 GBP 48 87.8 150 S 0.9 -20.7 -38.5 20 0.07
5.27 12.2 1.0 6.0 1.0 7.9 818 1.4 25.0 9.1 - -
Mining
3.50 5.8 0.3 3.4 1.0 5.2 Dec 19 BDC5DH1 100.00 0.24 Kenmare Resources 1.90 GBP 110 70.1 146 S -5.0 -19.5 -12.0 110 0.21
3.50 5.8 0.3 3.4 1.0 5.2 146 -5.0 11.7 22.2 - -
N/A -ve 0.5 -2.7 0.1 -0.2 Dec 19 B64NSP7 4.18 0.14 Costain Group 0.60 GBP 142 96.8 83 S -15.1 -59.8 -59.1 707 0.43

7.22 6.5 2.0 5.9 0.8 32.8 Dec 19 BYYW3C2 15.70 0.51 Forterra 1.55 GBP 200 99.9 311 S -22.8 -55.2 -44.5 1,321 2.3
0.00 1.2 0.1 -1.9 0.0 11.8 Jun 19 BKY40Q3 5.21 0.17 Galliford Try Holdin 0.96 GBP 111 97.1 103 S -19.2 -19.5 16.9 526 0.6
6.38 15.4 1.0 2.5 0.2 6.3 Dec 19 0486622 20.24 0.66 Keller 5.63 GBP 72 98.7 401 S -11.2 -24.9 -14.4 81 0.50
N/A -0.6 0.2 -1.0 0.0 -30.1 Jun 19 0491563 5.02 0.16 Kier Group 0.64 GBP 162 95.9 99 S -34.5 -33.5 3.6 1,138 0.9
5.56 8.5 1.2 4.8 0.4 12.9 Mar 20 BYYJL41 5.96 0.19 Norcros 1.57 GBP 81 93.6 118 S 2.3 -44.1 -24.9 108 0.17
10.71 -1.9 0.7 1.6 0.1 -29.6 Dec 19 0802541 10.46 0.34 SIG 0.28 GBP 739 100 207 S -8.2 -76.4 -77.9 4,380 1.4
6.86 8.1 0.8 4.2 0.6 10.1 Dec 19 B29H425 17.46 0.57 Tyman 1.76 GBP 196 99.8 346 S -7.1 -35.0 -18.7 151 0.27
2.94 9.5 1.9 11.0 1.4 20.4 Jul 19 BN3ZZ52 15.77 0.51 Volution Group 1.67 GBP 198 94.6 312 S -10.5 -35.2 -8.5 176 0.31
8.83 -87.4 0.7 6.8 0.1 -0.7 1,980 -13.6 -31.9 -12.6 - -
Aerospace & Defense
N/A 4.9 0.4 1.9 0.2 7.9 Dec 19 0795823 100.00 0.36 Senior 0.52 GBP 419 99.7 218 S -25.3 -69.8 -74.0 1,241 0.7
14.39 4.9 0.4 1.9 0.2 7.9 218 -25.3 - - - -
General Industrials
2.63 11.6 2.0 7.2 0.6 18.4 Dec 19 0551887 100.00 0.22 Macfarlane Group 0.89 GBP 158 96.6 136 S 24.5 -17.4 -7.0 288 0.22
2.63 11.6 2.0 7.2 0.6 18.4 136 24.5 -17.4 -7.0 - -
0.00 -7.4 1.5 57.9 0.7 -18.5 Dec 19 3305779 9.38 0.15 Dialight 3.20 GBP 33 90 94 S -4.5 35.6 -11.6 12 0.04
1.64 22.2 2.7 14.2 1.1 14.3 Mar 20 0005588 52.99 0.87 Discoverie Group 5.94 GBP 89 99.7 530 S 16.0 4.2 34.4 129 0.8
0.85 14.7 4.8 13.6 1.3 34.9 Dec 19 BZC0LP4 9.97 0.16 Luceco 1.41 GBP 161 44 100 S 49.6 11.4 44.3 429 0.5
3.91 12.4 1.0 8.7 0.6 8.3 Dec 19 0871176 27.66 0.45 TT Electronics 1.70 GBP 164 99.1 277 S 3.3 -32.0 -22.4 112 0.19
2.03 24.9 1.8 12.9 0.9 7.7 1,000 12.5 -1.7 22.6 - -
6–7
3.06 18.0 2.2 18.6 1.8 12.5 Apr 19 0378105 11.84 0.18 Goodwin 31.40 GBP 7 46.7 108 S 1.3 5.4 -8.5 1 0.05
0.94 20.8 2.5 18.3 1.7 12.5 Nov 19 0696368 21.71 0.32 Porvair 5.24 GBP 46 82.1 198 S -6.1 -21.6 -10.6 39 0.22
4.88 8.3 1.0 8.5 0.6 12.2 Mar 20p B27YGJ9 19.68 0.29 Severfield 0.59 GBP 306 98.9 180 S -2.6 -29.3 -11.3 249 0.15
3.94 -ve 1.1 8.9 0.7 -0.2 Mar 20p 0888392 14.18 0.21 Trifast 1.08 GBP 123 97.7 130 S -4.8 -40.0 -44.3 56 0.06
5.78 8.7 1.9 6.1 0.8 21.4 Dec 19 0929666 32.59 0.49 Vitec Group 6.54 GBP 46 99.8 298 S -3.3 -40.5 -41.9 22 0.14
3.97 12.9 1.6 9.1 0.9 12.3 914 -3.5 -31.1 -29.0 - -
N/A -0.8 1.1 -3.7 0.6 -65.2 Feb 20 B03HDJ7 31.73 0.15 Stobart Group 0.26 GBP 425 86.4 95 S -25.6 -74.9 -76.4 2,500 0.8
6.08 5.7 15.6 3.7 0.2 N/A Mar 20 3032936 68.27 0.33 Wincanton 1.84 GBP 125 88.7 203 S -1.1 -39.9 -22.0 222 0.41
19.96 -3.9 2.9 9.9 0.2 -51.3 298 -10.4 -58.4 -54.8 - -
Support Services
2.99 22.1 7.9 15.4 0.7 37.3 Apr 19 BMMV6B7 7.77 0.38 Clipper Logistics 3.35 GBP 102 68.4 233 S 13.4 16.2 24.8 83 0.27
N/A 5.1 2.5 -ve 0.4 +ve Mar 20 B3DGH82 6.48 0.32 De La Rue 1.30 GBP 149 99.9 194 S 0.0 -0.2 -39.1 845 1.1
3.91 15.7 5.0 -6.5 0.8 56.1 Apr 19 BJMD6M3 1.80 0.09 DWF Group 0.64 GBP 325 26 54 S 29.3 -48.0 -46.6 218 0.13
3.75 11.0 1.0 13.8 0.6 9.4 Jul 19 0768900 2.92 0.14 Kin and Carta 0.52 GBP 169 99.7 88 S -15.2 -47.8 -50.0 777 0.40
9.12 -2.8 1.3 1.8 0.2 -32.6 Dec 19 0563042 5.01 0.25 Mears Group 1.37 GBP 110 99 150 S -13.3 -53.4 -49.8 112 0.17
N/A 4.8 1.1 1.2 0.1 19.7 Dec 19 0579005 2.49 0.12 Menzies (John) 1.09 GBP 84 81 75 S -12.5 -76.9 -73.8 520 0.6
3.82 7.2 4.8 7.6 0.2 +ve Mar 20 0465740 12.68 0.62 MITIE Group 0.33 GBP 1,171 99.1 380 S -23.8 -56.2 -61.5 2,276 0.9
11.12 7.7 0.7 10.6 0.5 9.6 Apr 19 B41H739 13.54 0.66 Redde Northgate 1.65 GBP 246 99.6 406 S -0.4 -46.8 -49.7 1,335 2.3
6–7

Support Services
3.80 -3.5 1.0 1.4 0.1 -23.6 Mar 20 0799524 5.09 0.25 Renewi 0.25 GBP 800 76.1 152 S -4.6 -30.9 -14.4 574 0.15
6.31 6.2 1.1 7.2 0.5 17.0 Jun 19 0737007 6.05 0.30 Ricardo 3.41 GBP 53 99.5 181 S -18.6 -55.2 -51.7 32 0.12
3.66 8.9 2.0 4.8 0.3 22.6 Dec 19 0847508 9.44 0.46 Robert Walters 4.15 GBP 76 89.5 283 S 3.8 -25.4 -22.0 13 0.05
N/A 13.4 0.3 2.7 0.2 2.1 Dec 19 0759476 3.33 0.16 RPS Group 0.44 GBP 228 99.6 100 S -9.7 -74.2 -64.9 503 0.24
4.20 14.6 1.3 5.4 0.6 8.6 Mar 20 0016308 8.53 0.42 Speedy Hire 0.50 GBP 527 97 256 S -11.7 -35.1 -3.8 324 0.17
5.87 7.6 2.9 8.6 0.3 40.6 Nov 19 B0KM9T7 10.91 0.53 SThree 2.54 GBP 133 96.9 327 S -5.9 -33.0 -9.6 276 0.7
4.17 8.3 1.7 3.5 0.8 20.9 Mar 20 0928696 3.95 0.19 Vp 7.30 GBP 40 40.3 118 S -3.7 -22.3 -7.1 28 0.21
7.12 13.2 1.3 5.0 0.3 10.3 2,996 -7.5 -40.6 -34.0 - -
Beverages
3.48 16.7 1.4 10.6 1.6 8.4 Sep 19 BF5SDZ9 100.00 0.69 Stock Spirits Group 2.24 GBP 200 94.3 423 S -4.3 8.5 -2.2 235 0.5
3.48 16.7 1.4 10.6 1.6 8.4 423 -4.3 8.5 -2.2 - -
Food Producers
0.08 14.9 0.6 12.8 1.1 4.2 Dec 19 0036577 7.84 0.15 Anglo-Eastern Planta 4.73 GBP 40 48.6 91 S -4.9 -17.7 4.0 4 0.02
9.37 9.9 0.6 3.2 0.2 6.5 Dec 19 BF8J3Z9 7.97 0.15 Bakkavor Group 0.64 GBP 579 25 93 S -9.5 -54.2 -39.4 - -
3.69 9.2 1.0 8.9 0.3 11.8 Aug 19 BRK0105 8.46 0.16 Carrs Group 1.29 GBP 92 82.6 98 S 17.3 -16.7 -13.9 179 0.22
1.66 -6.7 3.6 6.0 1.1 -36.4 Dec 19 0267043 23.03 0.44 Devro 1.62 GBP 167 98.7 268 S 7.4 -9.0 -20.8 239 0.36
0.00 9.7 0.4 8.6 0.9 5.7 Mar 20 B7N0K05 52.71 1.00 Premier Foods 0.87 GBP 848 83.1 613 S 24.1 129.6 157.1 3,609 3.1
1.45 23.5 0.6 7.2 0.6 3.1 1,163 13.4 7.8 -7.8 - -
9.09 7.8 1.0 5.2 0.3 12.5 Dec 19 0417008 23.58 0.37 Headlam Group 2.75 GBP 85 97.3 227 S -3.2 -48.6 -37.6 57 0.15
3.73 10.8 1.8 41.3 1.4 17.0 Jun 19 BRKD9Z5 28.78 0.45 M J Gleeson 6.16 GBP 58 77.5 278 S -6.4 -35.5 -27.2 39 0.26
0.00 11.0 1.7 15.0 0.2 15.2 Jun 19 0574635 11.34 0.18 McBride 0.60 GBP 183 99.7 109 S -3.8 -32.2 -5.7 225 0.14
2.89 11.3 0.5 4.3 0.6 4.1 Oct 19 BYNVD08 36.30 0.57 Mccarthy & Stone 0.66 GBP 538 98.9 350 S -7.3 -55.8 -52.6 1,664 1.2
4.27 10.1 0.8 7.0 0.4 7.9 964 -5.7 -40.0 -27.9 - -
Leisure Goods
N/A 37.9 1.5 3.3 0.8 3.5 Apr 20p 0848125 100.00 0.18 Photo-Me Internation 0.45 GBP 378 65.3 111 S -17.7 -53.5 -54.9 365 0.19
18.71 37.9 1.5 3.3 0.8 3.5 111 -17.7 -53.5 -54.9 - -
Personal Goods
3.65 -1.2 0.4 2.5 0.1 -23.1 Apr 19 B60BD27 69.92 0.13 Superdry 1.15 GBP 82 81.3 77 S -18.5 -77.1 -73.4 509 0.6
N/A -0.8 0.3 0.5 0.1 -31.9 Jan 20 0104861 30.08 0.05 Ted Baker 0.74 GBP 70 64.1 33 S -12.8 -77.9 -90.1 1,459 1.1
18.71 -1.1 0.4 1.2 0.1 -25.9 110 -16.9 -77.8 -82.4 - -
1.73 16.3 4.2 15.9 3.2 28.0 Dec 19 BYV2499 36.63 0.20 Medica Group 1.36 GBP 111 80.8 122 S 6.1 -16.6 2.7 73 0.09
5.05 41.9 0.3 2.4 0.3 0.7 Dec 19 BNLPYF7 63.37 0.34 Spire Healthcare Gro 0.75 GBP 401 69.8 211 S -11.6 -47.0 -33.7 395 0.33
3.84 26.6 0.5 3.5 0.5 1.8 332 -5.7 -35.5 -22.2 - -
N/A 8.8 6.4 8.5 1.6 +ve Dec 19 BRS65X6 62.50 1.63 Indivior 1.37 GBP 732 99.2 999 S 65.5 252.3 150.7 3,410 3.7
0.00 25.9 1.4 29.0 3.4 5.1 Dec 19 BKM2MW9 37.50 0.98 Vectura Group 1.00 GBP 604 99.2 599 S 2.9 7.8 23.7 906 0.9
3.94 11.6 2.8 11.6 2.0 24.6 1,598 34.8 85.1 79.3 - -
General Retailers
8.37 1.1 -0.1 0.8 0.1 N/A Jan 20 BMSKPJ9 9.00 0.24 AA 0.24 GBP 618 99.4 147 S 4.6 -58.9 -52.2 2,523 0.6
N/A 2.8 0.7 1.4 0.3 23.6 Jan 20 BLY2F70 8.33 0.22 Card Factory 0.43 GBP 342 92.9 136 S -14.3 -71.0 -73.5 1,464 0.7
7.45 16.7 1.5 10.9 0.4 9.1 Jun 19 BTC0LB8 22.64 0.60 DFS Furniture 1.50 GBP 255 96.2 370 S -8.7 -48.0 -36.5 139 0.22
7.43 4.1 -1.2 5.1 0.5 N/A Dec 19 BRB37M7 9.91 0.26 Dignity 3.28 GBP 50 98.6 162 S 31.5 -44.0 -39.3 126 0.37
N/A 10.1 0.8 1.6 0.3 7.3 Apr 20p B012TP2 17.68 0.47 Halfords Group 1.46 GBP 199 99.3 289 S -3.9 -13.8 -24.0 1,525 2.3
19.43 1.7 0.2 1.5 0.0 12.5 Dec 18 B17MMZ4 4.05 0.11 Lookers 0.21 GBP 390 80.7 66 S 0.0 -61.8 -49.6 11 0.002
3.06 14.7 11.1 9.6 0.2 61.8 Mar 20p BD0SFR6 10.64 0.28 Motorpoint Group 2.48 GBP 90 77.6 174 S -3.5 -15.6 15.9 43 0.10
N/A -1.0 0.7 3.4 0.0 -44.3 Dec 19 B1JQBT1 6.78 0.18 Pendragon 0.08 GBP 1,397 95.3 111 S -7.6 -36.0 -35.5 680 0.06
0.00 7.3 4.3 17.8 0.4 61.2 Mar 19 B8B4R05 7.11 0.19 Studio Retail Group 2.14 GBP 86 62.7 116 S -3.6 -9.7 -8.2 12 0.03
8.02 8.0 2.7 3.8 0.4 36.4 Sep 19 B18P5K8 3.86 0.10 Topps Tiles 0.42 GBP 195 76.2 63 S -4.5 -41.1 -38.7 205 0.09
9.88 6.8 -4.7 2.5 0.1 -ve 1,633 -2.8 -41.8 -34.2 - -
Media
3.92 11.0 1.1 9.9 1.0 10.1 Feb 20 3314775 17.31 0.25 Bloomsbury Publishin 2.05 GBP 79 95.6 155 S 2.5 -29.3 -11.6 110 0.24
0.88 21.0 -67.0 22.0 2.8 N/A Dec 19 BZ02Q91 33.35 0.49 Goco Group 1.02 GBP 420 69.7 299 S 5.8 -1.9 18.9 399 0.39
9.64 7.4 0.7 9.0 1.0 9.5 Sep 19 BKP36R2 22.54 0.33 Hyve Group 0.80 GBP 265 95.4 202 S -19.4 -86.2 -80.8 1,481 1.3
10.31 1.9 0.3 2.2 0.3 15.8 Dec 19 0903994 18.13 0.27 Reach 0.61 GBP 299 89.2 162 S -21.0 -55.4 -28.5 248 0.18
8.83 5.3 -1.9 6.8 0.7 N/A Dec 19 B3CX364 8.66 0.13 STV Group 2.30 GBP 39 86 78 S -1.5 -44.8 -37.8 12 0.03
5.78 5.8 0.9 6.5 0.7 17.0 896 -7.5 -22.7 -4.1 - -
Travel & Leisure
3.42 39.6 2.4 29.6 2.5 6.0 Mar 19 B1YPC34 9.82 0.30 Fuller Smith & Turne 5.90 GBP 32 95.8 183 S -23.4 -38.7 -38.7 27 0.16
5.50 9.3 2.1 6.4 1.6 23.2 Sep 19 BD0NVK6 10.67 0.33 Hollywood Bowl Group 1.35 GBP 158 93.5 199 S -12.9 -51.9 -36.3 213 0.32
N/A 3.3 0.5 5.8 0.8 14.9 Dec 19 BYYN422 3.08 0.09 Hostelworld Group 0.60 GBP 96 100 57 S -6.0 -52.0 -64.7 110 0.07
6–8

Travel & Leisure
18.66 -15.4 0.3 2.1 0.2 -1.9 Sep 19 B1JQDM8 13.53 0.41 Marstons 0.40 GBP 634 98.9 252 S -24.4 -68.4 -62.4 4,374 2.1
1.18 15.0 2.8 16.0 2.5 19.7 Sep 19 BYM1K75 16.13 0.49 On The Beach Group 2.80 GBP 131 81.9 301 S -5.1 -42.7 -40.8 386 1.1
8.08 -6.9 0.6 3.5 0.2 -8.8 Dec 19 B0YG1K0 13.46 0.41 Restaurant Group 0.44 GBP 590 96.2 251 S -21.6 -72.9 -71.0 1,202 0.6
N/A -0.6 0.3 1.8 0.2 -38.1 Jan 20 BLT1Y08 9.01 0.27 Saga 0.15 GBP 1,122 99 168 S -2.1 -71.5 -66.1 2,507 0.40
N/A 6.3 -2.0 1.6 0.2 N/A May 20p B6YTLS9 10.28 0.31 Stagecoach Group 0.47 GBP 550 73.4 192 S -20.3 -70.4 -63.5 1,687 0.9
8.57 9.3 1.6 4.4 1.1 17.4 Dec 19 BF020D3 2.96 0.09 Ten Entertainment Gr 1.33 GBP 68 60.7 55 S -21.8 -56.0 -45.0 82 0.12
1.05 33.2 1.5 3.9 1.4 4.4 Dec 19 BZBX0P7 11.07 0.34 The Gym Group 1.33 GBP 166 93.2 206 S -12.2 -53.8 -47.6 547 0.8
8.73 -7.8 0.8 3.5 0.4 -7.8 1,864 -15.9 -33.4 -29.8 - -
Banks
0.00 -1.2 0.1 -6.9 0.3 -9.8 Dec 19 BZ6STL6 100.00 0.27 Metro Bank 1.03 GBP 172 92.4 165 S -1.6 -49.9 -71.2 999 1.1
0.00 -1.2 0.1 -6.9 0.3 -9.8 165 -1.6 -49.9 - - -
Life Insurance
7.49 4.7 0.9 -8.6 1.1 19.8 Dec 19 B00FPT8 100.00 0.70 Chesnara 2.85 GBP 150 99.7 426 S -1.6 -10.0 -14.0 211 0.6
7.49 4.7 0.9 -8.6 1.1 19.8 426 -1.6 -4.2 25.6 - -
4.74 14.3 1.1 26.0 8.8 8.7 Dec 19p BD9PXH4 9.61 0.39 Aberdeen Standard Eu 1.07 GBP 235 94.8 237 S 1.4 18.1 8.0 436 0.46
2.00 8.7 1.1 27.2 0.9 12.4 Dec 19 0111009 9.90 0.40 Boot (Henry) 2.50 GBP 133 73.3 244 S -1.2 -21.6 1.2 257 0.6
N/A -16.3 1.0 12.0 1.1 -6.0 Dec 19 BCKFY51 4.38 0.18 Foxtons Group 0.36 GBP 330 91.6 108 S -7.3 -59.4 -36.4 905 0.34

0.91 13.0 0.7 10.5 3.9 5.6 Dec 19 BYZJ7G4 6.30 0.25 Harworth Group 1.03 GBP 322 47 155 S -0.5 -27.3 -22.6 1,662 1.7
2.86 9.4 0.6 19.2 10.7 6.6 Mar 20 B0FYMT9 12.30 0.50 Helical 3.05 GBP 120 83 303 S -1.5 -35.8 -14.5 78 0.24
5.71 10.6 1.4 6.8 0.6 13.2 Dec 19 B1G5HX7 6.49 0.26 LSL Property Service 1.91 GBP 104 80.4 160 S -4.5 -30.3 -6.4 25 0.05
6.32 -16.1 0.5 8.7 4.1 -3.1 Mar 20 BF5SGF0 3.39 0.14 Palace Capital 1.90 GBP 46 95.4 84 S 10.6 -41.6 -34.3 80 0.15
2.24 14.5 0.8 -69.4 13.8 5.4 Dec 19 BVG2VP8 9.73 0.39 Phoenix Spree Deutsc 2.90 GBP 97 85.1 240 S -1.9 -9.4 -3.5 241 0.7
0.00 3.5 0.5 4.0 0.9 14.4 Dec 19 B0D5V53 5.80 0.23 Raven Property Group 0.33 GBP 490 88.8 143 S -1.5 -32.2 -16.7 138 0.05
4.13 21.9 0.9 -58.0 19.1 8.2 Sep 19 BG382L7 15.41 0.62 Tritax EuroBox GBP 0.90 GBP 423 99.9 380 S -11.8 -5.3 -3.2 599 0.6
8.74 -1.5 0.3 26.3 1.2 -17.1 Mar 20p 0266846 3.40 0.14 u and i group 0.68 GBP 125 99.1 84 S -14.0 -61.8 -53.1 84 0.06
1.66 27.0 0.8 -55.3 3.3 3.2 Sep 19 BKT04W0 13.29 0.54 Urban&Civic 2.35 GBP 145 96.1 328 S 0.9 -31.9 -23.2 242 0.6
3.11 19.9 0.8 21.7 2.2 4.1 2,467 -3.2 -27.9 -12.0 - -
10.10 34.4 0.9 9.7 7.1 2.5 Mar 20 BWD2415 3.10 0.21 AEW UK REIT 0.79 GBP 159 99.8 126 S 18.9 -20.3 -16.5 502 0.37
7.98 41.1 0.5 12.6 11.9 1.2 Jun 19 B012T52 3.25 0.21 BMO Real Estate Inve 0.55 GBP 241 99.5 131 S -2.1 -34.8 -32.5 264 0.15
N/A -0.7 0.2 3.4 1.0 -29.9 Dec 19 BL6XZ71 0.83 0.05 Capital & Regional 0.81 GBP 104 39.7 34 S -4.2 -68.0 -47.1 61 0.05
7.47 15.8 0.9 11.7 8.5 5.6 Mar 19 BJFLFT4 8.52 0.56 Custodian REIT 0.89 GBP 420 92.2 345 S -2.1 -21.9 -22.9 259 0.23
10.48 -61.0 0.5 8.3 5.2 -0.7 Sep 19 BNGMZB6 2.65 0.18 Ediston Property Inv 0.51 GBP 211 99.9 107 S -6.1 -43.2 -47.6 99 0.05
7.75 7.1 0.6 13.2 5.5 8.4 Dec 19 BLWDVR7 9.34 0.62 Empiric Student Prop 0.65 GBP 603 97.1 378 S 11.4 -33.8 -28.6 1,121 0.7
6.14 12.2 0.9 23.0 13.3 9.8 Dec 19 BYXVMJ0 5.87 0.39 Impact Healthcare RE 1.01 GBP 319 73.7 238 S 5.4 -6.5 -9.0 263 0.26
3.89 21.5 0.6 25.6 5.6 2.6 Mar 20 0552200 3.96 0.26 McKay Securities 1.85 GBP 94 91.9 160 S 2.8 -32.7 -14.4 44 0.08
N/A -1.5 0.3 4.1 1.3 -17.2 Mar 20 BD7XPJ6 4.56 0.30 NewRiver REIT 0.61 GBP 306 98.6 184 S -2.7 -69.5 -62.7 870 0.5
4.78 16.5 0.7 27.4 7.5 4.5 Mar 20 B0LCW20 9.15 0.61 Picton Property Inco 0.68 GBP 546 99.8 370 S 0.1 -29.9 -26.2 782 0.5
6–9
11.17 -4.4 0.5 6.0 3.7 -10.4 Aug 19 BH3JLY3 5.60 0.37 RDI REIT 0.90 GBP 380 66.5 227 S 8.5 -31.7 -14.8 360 0.31
12.44 10.8 0.6 22.7 5.2 5.8 Dec 19 BYV2ZQ3 6.02 0.40 Regional REIT 0.66 GBP 432 85.1 244 S -6.6 -41.4 -36.9 507 0.36
5.52 11.7 0.8 59.3 7.1 7.2 Sep 19 BYSX150 3.83 0.25 Residential Secure I 0.91 GBP 171 99.9 155 S 2.0 -7.7 -1.5 101 0.09
7.78 15.0 0.6 6.2 5.6 4.1 Sep 19 BY7R8K7 2.20 0.15 Schroder European Re 0.74 GBP 134 89.9 89 S 3.8 -33.0 -27.5 115 0.08
7.09 -5.5 0.6 22.7 7.1 -9.7 Mar 20 B01HM14 4.44 0.29 Schroder Real Estate 0.35 GBP 519 99.9 180 S 14.5 -37.3 -37.8 714 0.24
8.37 14.3 0.6 14.8 7.5 4.4 Dec 19 3387528 5.72 0.38 Standard Life Inv Pr 0.57 GBP 407 99.9 231 S -6.1 -37.5 -35.1 760 0.43
5.97 17.1 1.2 28.1 14.9 7.7 Jun 19p BJGTLF5 12.58 0.83 Target Healthcare RE 1.11 GBP 457 99.8 509 S 1.3 -4.0 0.0 378 0.40
4.79 15.8 1.0 27.7 17.8 6.5 Dec 19 BF0P7H5 8.39 0.56 Triple Point Social 1.07 GBP 351 90.4 340 S 9.2 18.9 35.8 433 0.45
8.69 -ve 0.7 13.6 5.9 -0.2 4,047 2.1 -26.5 -20.9 - -
Financial Services
0.00 2.4 0.9 -2.8 46.8 37.7 Dec 19 BLRLH12 4.24 0.16 Allied Minds 0.41 GBP 242 98 97 S 23.3 3.6 -20.5 317 0.12
N/A -1.6 0.3 0.4 0.1 -13.2 Mar 20 BFFK8T4 0.70 0.03 Amigo Holdings 0.09 GBP 475 36.4 16 S 58.7 -86.1 -94.4 39,382 3.8
N/A 2.9 0.7 6.5 0.5 24.1 Dec 19 BDGTXM4 4.83 0.18 Arrow Global Group 0.76 GBP 177 82 110 S -15.0 -70.5 -71.9 340 0.28
7.00 11.9 5.6 10.1 3.3 44.1 Jun 19 B104RS5 3.79 0.14 City Of London Inves 4.00 GBP 27 81.2 86 S 4.4 -9.1 -6.8 15 0.06
1.10 10.5 3.3 14.9 3.7 36.2 Mar 20 B14SKR3 15.41 0.57 CMC Markets 3.21 GBP 289 37.8 351 S 20.2 119.0 227.6 780 2.6
0.00 1.1 0.4 5.0 0.4 39.2 Dec 19 BF4HYV0 7.14 0.27 Georgia Capital 3.66 GBP 48 93.1 163 S -21.3 -60.3 -62.7 54 0.23
N/A 1.4 0.3 1.9 0.1 19.9 Dec 19 B1YKG04 5.27 0.20 International Person 0.55 GBP 224 98.3 120 S 4.4 -66.1 -46.2 583 0.35
1.08 26.4 4.7 32.2 6.0 19.2 Dec 19 BF4X3P5 22.45 0.84 JTC 4.90 GBP 123 85.1 511 S 5.6 18.6 38.6 189 0.9
9.84 -16.1 0.8 -2.6 10.6 -5.9 Mar 20 B0HW536 12.26 0.46 Real Estate Credit I 1.22 GBP 229 99.8 279 S -2.4 -27.4 -27.8 237 0.29
3.51 9.1 2.4 10.6 2.0 26.5 Jun 19 BLZH7X4 3.35 0.12 River and Mercantile 1.85 GBP 85 48.2 76 S -1.5 -26.4 -31.6 40 0.07
7.52 6.7 1.1 39.1 2.1 16.8 Jan 20 0765503 2.70 0.10 S & U 15.95 GBP 12 31.7 61 S -0.6 -24.4 -31.0 2 0.03
12.12 7.9 0.7 -7.2 4.6 8.2 Dec 19 BVG6X43 8.86 0.33 VPC Specialty Lendin 0.66 GBP 306 99.9 202 S 0.0 -15.6 -15.4 527 0.34
5.59 15.7 1.6 11.1 2.0 9.9 Mar 20 BDDN1T2 9.00 0.34 XPS Pensions Group 1.18 GBP 204 85.1 205 S 2.6 -13.9 2.2 450 0.5
6.62 5.7 1.0 37.1 1.1 18.4 2,277 2.5 -17.1 -9.2 - -
6–9

5.08 8.1 0.8 25.2 9.0 10.1 Dec 19 B0P6J83 1.03 0.53 Aberdeen Asia Income 1.82 GBP 177 99.8 322 S 0.0 -15.0 -17.6 276 0.5
6.24 31.8 0.7 +ve 28.6 2.1 Sep 19 0129756 0.89 0.45 Aberdeen Diversified 0.87 GBP 320 99.9 277 S -6.5 -22.3 -21.5 370 0.34
1.69 -16.3 1.0 87.3 -21.3 -5.7 Apr 20 BBM56V2 0.90 0.46 Aberdeen New Dawn In 2.54 GBP 111 99.3 279 S 3.7 -1.6 -4.0 218 0.6
0.00 9.7 0.8 -ve 23.1 8.2 Mar 19 0604877 0.76 0.39 Aberdeen New India I 4.10 GBP 59 99 238 S 1.4 -12.9 -18.6 49 0.20
1.43 11.9 0.7 45.1 9.3 6.2 Jul 19 0010076 1.02 0.52 Aberdeen Standard AF 9.80 GBP 33 99.2 318 S 1.0 -8.8 -14.4 25 0.25
7.93 -5.0 0.6 -5.0 -5.5 -11.9 Sep 19 0603959 0.42 0.21 Aberdeen Standard Eq 2.66 GBP 49 99.6 130 S -1.5 -35.6 -33.3 102 0.28
8.91 -3.5 0.5 10.1 8.1 -14.0 Jun 19 BYPBD39 0.29 0.15 Aberforth Split Leve 0.47 GBP 190 99.8 90 S 0.1 -49.4 -38.8 263 0.13
11.10 -2.2 0.5 1.3 -2.5 -17.5 Mar 20p BN4CFL8 0.11 0.05 Alcentra European Fl 0.89 GBP 46 80.8 34 S 3.3 -8.9 -9.0 139 0.12
1.94 -7.6 0.7 73.6 -8.9 -8.9 Apr 19 0435594 0.29 0.15 Artemis Alpha Trust 2.64 GBP 40 85.8 90 S -4.2 -23.8 -7.5 24 0.06
1.18 14.1 0.9 +ve 11.7 5.3 Aug 19 0294502 1.64 0.84 Asia Dragon Trust 4.01 GBP 128 99.9 512 S 0.8 -2.9 -6.1 92 0.37
0.00 16.9 1.0 -3.7 10.3 5.7 Mar 20p BG12XV8 0.41 0.21 Augmentum Fintech 1.13 GBP 117 97.2 128 S 6.6 9.7 0.9 365 0.39
3.04 3.2 0.7 32.3 3.1 26.3 Dec 19 0063326 0.32 0.16 Aurora Investment Tr 1.48 GBP 73 92.2 100 S -11.9 -37.6 -22.5 164 0.25
0.87 8.3 0.9 -ve 7.3 11.3 Dec 19 BD6H5D3 0.38 0.20 Avi Japan Opportunit 1.04 GBP 115 99.9 119 S 1.0 -9.0 -3.5 82 0.09
2.81 -19.0 1.1 -19.0 22.4 -5.3 Sep 19 0329501 1.28 0.65 Baillie Gifford Euro 11.05 GBP 36 99.9 400 S 6.3 24.4 34.9 167 1.9
0.00 13.4 1.1 +ve 11.8 8.4 Jan 20 BFXYH24 1.64 0.84 Baillie Gifford Shin 1.84 GBP 280 99.7 512 S -4.8 2.1 -0.8 537 1.0
1.82 +ve 0.8 34.9 10.2 0.1 Apr 19 0791348 0.82 0.42 Baillie Gifford UKG 1.71 GBP 151 99.8 256 S -6.1 -16.4 -9.1 271 0.48
0.00 10.9 1.9 -ve +ve 17.2 May 19 BDFGHW4 1.75 0.89 Baillie Gifford US G 2.12 GBP 257 99.9 544 S 0.0 50.9 42.3 1,221 2.7
0.00 12.3 1.0 -62.3 14.3 8.5 Dec 19 B2QQPT9 1.15 0.59 BH Global (GBp) 18.15 GBP 20 99.5 359 S -1.6 19.6 14.7 43 0.8
0.00 10.5 1.2 -ve 12.7 11.4 Dec 19 B1NP514 1.57 0.80 BH Macro (GBP) 33.50 GBP 15 99.9 488 S -4.6 28.4 25.0 23 0.8
0.00 7.8 1.3 -ve 7.4 15.7 Mar 20 0038551 1.52 0.78 Biotech Growth Trust 12.18 GBP 39 99.3 474 S -2.1 29.6 51.5 95 1.2
6.38 -41.6 0.7 -39.3 +ve -1.8 Sep 19 B3SXM83 0.70 0.36 Blackrock Frontiers 0.90 GBP 242 99.8 218 S -6.1 -33.0 -37.2 1,079 1.0
1.34 19.4 1.1 21.7 16.1 5.7 Aug 19 B01RDH7 1.18 0.60 BlackRock Greater Eu 4.37 GBP 84 99.9 368 S 3.6 7.4 12.3 64 0.28
6.65 3.6 0.6 8.0 3.3 17.1 Dec 19 0505840 0.41 0.21 BlackRock Latin Amer 3.26 GBP 39 99.8 128 S -3.8 -32.9 -39.2 20 0.07
5.13 12.2 0.9 -27.4 10.3 7.9 Oct 19 B7W0XJ6 0.41 0.21 Blackrock North Amer 1.56 GBP 81 99.9 127 S 3.3 -18.3 -21.8 152 0.24
1.79 5.2 1.0 -ve 4.8 21.5 Nov 19 0891055 1.53 0.78 Blackrock Throgmorto 5.70 GBP 84 99.8 476 S 1.8 -17.2 1.4 119 0.7
6.28 11.1 1.1 -ve +ve 10.5 Jun 19 BB0RDB9 1.59 0.81 Bluefield Solar Inco 1.34 GBP 370 100 496 S -0.4 -5.3 1.3 399 0.5
4.64 15.5 0.8 19.5 13.7 5.1 Sep 19 0346328 0.84 0.43 BMO Capital & InInvT 2.48 GBP 106 99.9 262 S -4.6 -30.0 -25.4 74 0.19
4.85 8.0 0.8 -54.7 -15.3 10.0 Dec 19 3073827 0.76 0.39 BMO Private Equity T 3.22 GBP 74 99.9 238 S 1.1 -14.4 -11.7 66 0.22
2.61 6.3 0.8 42.3 5.8 13.6 Nov 19 0149000 0.73 0.37 Brunner Investment T 7.66 GBP 43 69.8 228 S 0.5 -15.9 -13.0 33 0.26
0.56 -94.4 1.1 86.1 23.6 -1.4 Apr 20 0173861 1.54 0.78 Capital Gearing Trus 44.50 GBP 12 92.5 479 S 0.7 1.9 2.9 18 0.8
3.81 8.1 0.7 27.2 7.5 9.7 Oct 19 BYSRMH1 0.51 0.26 CC Japan Income & Gr 1.18 GBP 135 99.9 159 S 0.0 -24.7 -21.5 502 0.6
5.56 8.0 1.0 21.5 7.4 12.5 Dec 19 B6RMDP6 0.59 0.30 City Merchants High 1.80 GBP 102 99.7 183 S 1.8 -8.6 -6.6 95 0.17
9.27 27.5 0.9 12.0 14.7 3.3 Jun 19 B1LZS51 0.66 0.33 CQS New City High Yi 0.48 GBP 432 98.2 204 S 0.0 -20.1 -18.2 699 0.34
6.25 -62.9 1.8 30.5 +ve -2.7 Dec 19 B9MRHZ5 0.70 0.36 CVC Credit Partners 0.88 GBP 248 100 218 S -1.1 -11.4 -15.4 152 0.13
4.57 -13.0 0.8 47.8 10.7 -6.2 May 19 B65TLW2 0.89 0.46 Diverse Income Trust 0.82 GBP 378 89.7 279 S 0.0 -14.0 -6.4 882 0.7
5.02 4.3 0.8 25.1 4.1 19.9 Jan 20 0340609 1.20 0.61 Dunedin Income Growt 2.53 GBP 148 99.9 375 S -1.2 -13.9 -8.7 106 0.27
3.85 4.5 1.0 49.3 4.1 23.9 Sep 19 BD3V464 0.51 0.26 Ecofin Global Utilit 1.70 GBP 93 100 157 S 3.7 5.3 16.2 135 0.23
N/A 2.4 0.4 0.5 2.2 11.6 Sep 19 0308544 0.17 0.09 Electra Private Equi 1.98 GBP 38 69.3 52 S 3.3 -49.6 -43.2 21 0.04
2.30 13.8 0.8 13.8 11.3 5.8 Dec 19 3386257 0.31 0.16 EP Global Opportunit 2.61 GBP 40 90.4 95 S -2.6 -15.3 -15.3 33 0.09
7.00 3.6 0.8 9.1 33.7 23.8 Dec 19 BHJVQ59 1.12 0.57 European Assets Trst 0.97 GBP 360 100 350 S 0.2 -11.6 -12.0 488 0.48
2.63 10.5 0.8 10.5 8.9 7.9 Jul 19 0332231 0.81 0.41 Fidelity Asian Value 3.35 GBP 76 99.9 253 S 4.4 -18.1 -26.5 151 0.5
0.00 3.3 0.9 3.3 3.2 30.9 Dec 19 0332855 0.71 0.36 Fidelity Japan Trust 1.68 GBP 132 99.8 222 S -5.1 -5.1 9.8 122 0.22
0.29 -ve 0.9 +ve 42.3 -0.6 Dec 19 BLSNND1 0.92 0.47 Fundsmith Emerging E 10.85 GBP 27 99.4 287 S -1.4 -1.4 -8.8 29 0.32
0.88 -3.3 1.1 -3.3 15.6 -28.2 Mar 20 BTLJYS4 0.36 0.18 Gabelli Value Plus+ 1.14 GBP 98 99.9 112 S 3.6 -13.3 -13.3 75 0.08
6.74 14.5 0.9 -8.7 12.0 6.7 Dec 19 BYXX8B0 1.30 0.66 GCP Asset Backed Inc 0.92 GBP 442 99.9 406 S 4.2 -15.2 -15.0 271 0.24
2.61 44.0 0.9 +ve 29.6 1.9 Mar 19 0121600 0.35 0.18 Henderson Alternativ 2.87 GBP 39 98.4 109 S 3.2 8.9 3.8 28 0.08
4.92 23.9 1.0 9.9 19.0 4.3 Apr 19 BF03YC3 0.55 0.28 Henderson Diversifie 0.89 GBP 191 99.7 171 S 6.3 -5.0 -2.7 354 0.30
2.53 22.3 0.9 64.6 -26.6 4.0 Sep 19 0526885 0.85 0.43 Henderson European F 12.35 GBP 21 99.9 265 S 2.1 -9.9 -3.5 16 0.20
2.51 15.9 1.0 15.9 33.4 6.1 Jul 19 0419929 0.84 0.43 Henderson Eurotrust 12.35 GBP 21 99.8 261 S 0.4 4.2 6.0 33 0.42
7.29 N/A N/A N/A N/A N/A B1GXH75 1.41 0.72 Henderson Far East I 3.14 GBP 140 99.9 440 S -1.6 -14.1 -17.7 221 0.7
7.33 3.3 0.7 15.8 9.0 22.9 Dec 19 0958057 0.56 0.28 Henderson High Incom 1.35 GBP 129 99.8 173 S -6.3 -29.6 -22.6 124 0.17
4.23 46.0 0.9 27.6 27.3 2.0 Aug 19 B3PHCS8 0.87 0.44 Henderson Internatio 1.42 GBP 193 98.6 270 S -2.7 -17.7 -15.7 212 0.31
8.28 14.4 0.7 -12.7 10.3 5.1 Jan 20 B8C23S8 0.26 0.13 ICG-Longbow Snr Secu 0.73 GBP 121 90.3 79 S 1.4 -24.1 -26.4 124 0.09
1.84 9.6 0.8 9.6 9.3 8.1 Nov 19 0081168 0.43 0.22 Independent Inv Tst 4.34 GBP 55 55.9 133 S 9.6 -23.5 -17.0 38 0.16
3.39 -16.0 1.2 43.4 -13.9 -7.0 Aug 19 0455934 0.90 0.46 International Biotec 7.32 GBP 38 99.9 281 S -4.7 17.7 12.4 84 0.7
2.53 -7.9 1.0 -7.9 -9.1 -11.3 Apr 20 0453530 0.59 0.30 INVESCO Asia Trust 2.77 GBP 67 99.9 185 S 1.3 -5.6 -5.6 32 0.09
5.15 -4.4 0.9 -4.4 -4.7 -18.3 Mar 20p 0358572 0.43 0.22 Invesco Income Grow 2.28 GBP 59 99.9 133 S -1.7 -22.4 -17.2 66 0.15
4.77 2.8 0.6 -28.7 2.7 26.0 Jan 20p B1FL3C7 0.42 0.22 Invesco Perpetual UK 3.90 GBP 34 99.7 132 S 1.6 -38.2 -23.7 46 0.18
3.93 13.5 1.0 83.7 30.8 7.5 Sep 19 0132077 1.20 0.61 JPMorgan Asia Growth 3.97 GBP 94 99.9 373 S -0.5 0.8 2.6 200 0.8
2.06 10.1 1.4 -ve +ve 14.6 Sep 19 0343501 1.12 0.57 JPMorgan China Growt 4.80 GBP 73 99.9 349 S 6.7 33.3 62.4 292 1.5
5.28 3.5 0.7 22.8 16.7 22.4 Dec 19 0342218 1.03 0.53 Jpmorgan Claverhouse 5.54 GBP 58 99.9 322 S -2.5 -28.6 -22.6 44 0.25
1.86 -5.2 1.1 82.9 -12.4 -19.0 Mar 20 BMTS0Z3 1.84 0.94 JPMorgan Euro Small 3.60 GBP 159 99.8 573 S 6.8 -5.8 -3.7 130 0.47
6–10

5.73 -3.5 0.7 21.6 38.1 -18.3 Mar 20 B17XWW4 0.34 0.17 JPMorgan European In 1.17 GBP 89 99.9 104 S 0.0 -23.5 -25.2 147 0.17
3.37 -6.5 1.4 40.4 71.2 -18.3 Mar 20 B18JK16 0.63 0.32 JPMorgan European In 2.63 GBP 74 99.9 195 S -1.1 -10.1 -13.5 75 0.21
1.36 N/A N/A N/A N/A N/A BJVKW83 0.71 0.36 JPMorgan Global Core 1.10 GBP 201 99.8 221 S 0.9 6.3 - 214 0.24
4.42 7.5 0.8 22.2 6.4 11.0 Jul 19 B5ZZY91 1.10 0.56 JPMorgan Global Emer 1.16 GBP 297 99.9 343 S 3.8 -15.2 -19.5 489 0.6
3.89 13.5 1.1 91.1 12.4 8.2 Jun 19 BYMKY69 1.51 0.77 JPMorgan Global Grow 3.35 GBP 140 99.9 470 S -0.3 -3.3 -4.0 169 0.6
0.00 4.9 0.5 -ve 4.8 10.7 Sep 19 0345035 1.38 0.70 JPMorgan Indian Inv 5.48 GBP 78 99.9 430 S 0.0 -25.4 -26.1 90 0.5
4.20 -37.7 1.1 +ve -82.6 -2.8 Mar 20 0316581 0.76 0.39 JPMorgan Japanese Sm 4.36 GBP 55 99.6 237 S -2.2 -0.1 4.2 59 0.26
3.32 -9.6 0.7 33.6 -11.3 -7.3 Jun 19 0235761 0.68 0.34 JPMorgan Mid Cap Inv 8.88 GBP 24 99.8 210 S 0.2 -34.8 -17.8 23 0.21
5.68 3.1 0.8 16.6 11.5 27.0 Oct 19 3216473 0.90 0.46 JPMorgan Russian Sec 6.16 GBP 46 99.9 280 S 0.0 -16.4 -12.5 42 0.26
2.37 -14.5 0.9 50.6 -19.1 -5.8 Jul 19 BF7L8P1 0.58 0.30 JPMorgan Smaller Cos 2.32 GBP 78 99.7 181 S 3.8 -27.5 1.3 77 0.17
0.89 4.1 0.8 -ve 9.2 22.8 Dec 19 BJL5F34 0.53 0.27 JPMorgan US Smaller 2.82 GBP 59 99.5 165 S -5.7 -19.9 -17.1 119 0.34
0.00 19.6 0.8 19.6 6.7 3.9 Jun 19 0346340 0.40 0.20 Jupiter US Smaller C 9.32 GBP 13 99.8 123 S -1.1 -17.7 -17.5 18 0.16
4.44 94.9 0.6 5.1 30.5 0.6 Sep 19 BK96BB6 0.52 0.26 Keystone Inv Trust 2.52 GBP 64 99.9 161 S 0.8 -28.7 -22.3 81 0.20
13.21 11.4 0.6 -12.8 7.0 5.0 Jun 19 BFXYHJ1 0.24 0.12 KKV Secured Loan Fun 0.55 GBP 139 99.9 76 S -3.7 -36.5 -39.2 51 0.03
27.89 5.4 0.3 -6.1 3.3 5.0 Jun 19 BN56JF1 0.30 0.15 KKV Secured Loan Fun 0.26 GBP 356 99.9 92 S -18.5 -68.6 -69.7 527 0.14
2.38 13.0 1.2 29.1 18.8 9.7 Mar 20 3197794 0.65 0.33 Lindsell Train Inves 1,170.00 GBP 0.2 85.9 201 S -2.5 -3.1 -12.6 0.2 0.30
6.47 -6.7 0.6 13.8 -7.5 -9.1 Sep 19 0536806 0.79 0.40 Lowland Investment C 9.28 GBP 27 97.9 246 S -5.3 -35.8 -31.5 32 0.31
4.78 19.4 0.9 -1.0 16.0 4.9 Dec 19 BFYYL32 0.40 0.20 M&G Credit Income In 0.96 GBP 130 99.9 125 S -5.9 -9.4 -9.0 90 0.09

6.16 -5.9 0.6 14.1 11.4 -9.9 Sep 19 0555522 0.17 0.09 Majedie Investments 1.85 GBP 53 53.5 53 S -2.6 -29.1 -23.6 30 0.06
2.38 13.4 1.3 -66.4 11.5 10.7 Jul 19 0225847 0.30 0.15 Manchester & London 6.30 GBP 34 43.4 93 S -1.6 13.3 17.1 63 0.41
1.30 5.4 1.1 72.2 5.0 22.0 Jan 20 0537241 0.87 0.44 Martin Currie Global 3.24 GBP 84 99.8 271 S 1.6 7.1 5.0 119 0.38
8.10 4.1 0.6 14.7 3.4 16.7 Jan 20 0580007 1.28 0.65 Merchants Trust 3.36 GBP 119 99.9 399 S -13.1 -39.8 -30.3 241 0.9
0.00 38.9 1.1 -2.8 34.0 3.0 Sep 19 BGJYPP4 1.41 0.72 Merian Chrysalis Inv 1.30 GBP 337 99.9 437 S 13.5 5.7 -1.9 361 0.44
1.08 11.7 1.3 +ve 10.9 12.7 Jun 19 B6VTTK0 0.95 0.48 Mid Wynd Inter Inv T 6.34 GBP 48 96.8 294 S 3.6 5.3 6.4 97 0.6
5.85 3.4 1.2 -82.0 12.2 43.5 Dec 19 B15PV03 0.30 0.15 Middlefield Canadian 0.87 GBP 106 99.4 92 S 7.0 -12.8 -13.2 125 0.10
0.72 -28.8 1.3 -33.6 -44.4 -4.5 Mar 20 0454351 0.69 0.35 Montanaro European S 12.85 GBP 17 99.1 213 S 7.5 14.7 16.8 40 0.5
4.77 -11.0 1.0 -11.0 -13.0 -8.2 Mar 20 BZ1H9L8 0.56 0.28 Montanaro UK Smaller 1.10 GBP 167 94.2 174 S 3.8 -24.7 -1.5 325 0.35
4.71 11.5 0.8 24.0 10.2 7.4 Jun 19 0611112 1.57 0.80 Murray Income Trust 7.38 GBP 66 99.8 487 S -3.9 -17.6 -12.8 66 0.5
5.26 5.6 0.7 1.0 -16.5 9.9 Dec 19 B3KX4Q3 1.03 0.53 NB Global Floating R 0.81 GBP 396 100 321 S -1.5 -12.5 -9.3 1,442 1.2
5.05 6.2 0.5 -51.1 10.4 8.9 Dec 19 B28ZZX8 1.25 0.64 NB Private Equity Pa 8.92 GBP 44 100 389 S -3.9 -26.3 -22.1 32 0.30
4.30 13.2 0.8 22.2 10.2 6.0 Jan 20 BJ00Z30 1.03 0.52 North American Incom 2.23 GBP 143 99.9 319 S -5.9 -26.5 -28.6 299 0.7
1.04 4.1 0.7 +ve 36.7 17.2 Jan 20 0643900 0.92 0.47 North Atlantic Small 28.80 GBP 14 70.2 287 S 2.9 -17.1 -7.1 8 0.24
0.00 N/A N/A N/A N/A N/A BJM0293 1.29 0.66 Octopus Renewables I 1.15 GBP 350 100 403 S 2.5 7.0 - 309 0.35
1.17 23.1 0.9 23.1 15.7 4.0 Jan 20 0667438 1.00 0.51 Pacific Assets Trust 2.57 GBP 121 99.8 310 S -2.7 -7.4 -15.3 320 0.8
N/A -76.4 1.5 -ve -ve -1.9 Jul 19 0666747 0.94 0.48 Pacific Horizon Inve 5.04 GBP 59 98.1 292 S 5.2 52.7 57.5 321 1.7
0.86 -76.3 1.0 -ve -43.4 -1.3 Sep 19 B6832P1 0.95 0.48 Polar Capital Global 2.43 GBP 121 99.9 294 S 2.5 2.1 5.9 160 0.40
4.17 4.5 0.4 27.9 4.0 9.9 Nov 19 B9XQT11 0.42 0.21 Polar Capital Global 1.06 GBP 123 99.9 130 S -3.2 -27.7 -27.4 315 0.34
0.00 -0.4 0.3 -61.0 N/A -60.5 Dec 19 BBHXCL3 0.31 0.16 Riverstone Energy 2.40 GBP 80 51.1 98 S -36.1 -42.1 -71.5 72 0.21
0.77 -87.9 1.1 -12.9 -26.8 -1.2 Jun 19 B018CS4 1.39 0.71 Ruffer Investment Co 2.41 GBP 181 99 431 S -0.4 7.1 8.3 385 0.9
6–11
3.40 7.9 1.0 58.5 29.3 14.3 Dec 19 0871079 1.17 0.60 Schroder Asian Total 3.73 GBP 98 99.8 365 S 1.6 1.4 -2.5 141 0.5
5.40 -38.7 0.8 -38.7 25.9 -2.0 Aug 19 0791586 0.52 0.26 Schroder Income Grow 2.35 GBP 69 99.6 161 S -4.9 -24.9 -19.0 56 0.13
2.91 -15.0 0.7 -15.0 -21.1 -4.8 Jul 19 0802284 0.65 0.33 Schroder Japan Growt 1.62 GBP 125 99.9 202 S -6.6 -17.8 -15.2 104 0.18
4.27 47.8 0.7 47.8 16.0 1.4 Sep 19 0610841 0.49 0.25 Schroder UK Mid Cap 4.33 GBP 35 99.9 153 S -1.7 -37.2 -15.4 101 0.44
0.00 -0.5 0.5 -42.8 -0.5 -69.5 Dec 19 BVG1CF2 0.74 0.38 Schroder UK Public 0.26 GBP 909 99.9 232 S 0.0 -33.5 -46.1 912 0.23
1.38 60.8 0.7 69.2 9.2 1.2 Aug 19 0783613 0.79 0.40 Scottish Oriental Sm 8.34 GBP 30 98.9 246 S 2.0 -16.1 -21.1 49 0.41
4.50 30.6 1.1 -ve 24.5 5.5 Mar 20 BGHVZM4 1.14 0.58 SDCL Energy Efficien 1.11 GBP 320 99.9 355 S 4.2 3.3 3.3 573 0.6
3.45 -12.9 1.1 16.9 -16.4 -8.3 Mar 20 B09G3N2 0.62 0.32 Securities Trust of 1.86 GBP 105 99.7 194 S -3.4 -10.1 -4.9 101 0.19
10.61 -ve 0.4 -4.7 3.3 -0.2 Mar 19 BMT81R2 0.39 0.20 SME Credit Realisati 0.57 GBP 214 100 122 S 10.6 -24.6 -23.7 102 0.06
4.29 6.8 0.7 -ve 6.1 9.9 Sep 19 3047468 0.73 0.37 Standard Life Privat 3.03 GBP 154 49 228 S 6.3 -13.1 -15.8 110 0.35
1.76 -ve 0.9 +ve +ve -0.4 Jun 19 0295958 1.60 0.81 Standard Life UK Sma 4.99 GBP 100 99.7 498 S 3.5 -21.8 2.9 100 0.49
7.51 12.8 0.8 10.4 13.3 6.9 Dec 19 B79WC10 1.15 0.59 Starwood European Re 0.87 GBP 413 99.9 358 S 0.2 -17.1 -17.1 236 0.20
0.83 48.8 0.7 11.8 7.5 1.4 Jun 19 B0BDCB2 0.35 0.18 Strategic Equity Cap 1.81 GBP 63 95.6 109 S -7.8 -26.3 -20.3 34 0.06
2.49 -10.5 0.9 +ve -25.9 -7.8 Jun 19 0906692 1.44 0.73 TR European Growth T 8.94 GBP 50 99.9 448 S 5.9 -7.5 0.3 83 0.7
3.85 11.8 1.0 37.6 10.7 8.9 Sep 19 0370866 0.79 0.40 Troy Income & Growth 0.72 GBP 341 99.4 245 S -2.2 -15.9 -13.3 479 0.35
6.50 -7.7 1.1 -4.9 23.2 -13.3 Mar 20 B90J5Z9 1.60 0.82 Twentyfour Income Fu 0.98 GBP 509 99.6 499 S -2.6 -11.7 -13.3 1,299 1.3
7.21 26.5 1.2 20.2 19.4 4.4 Sep 19 BJVDZ94 0.63 0.32 TwentyFour Select Mo 0.88 GBP 222 99.9 195 S 2.3 -6.9 -6.3 200 0.17
4.38 -2.9 1.0 35.6 -3.2 -27.8 Mar 20 BD45S96 0.99 0.51 Utilico EM Trust PLC 1.73 GBP 228 78.3 309 S -2.8 -27.0 -31.9 308 0.6
7.12 12.5 0.5 18.6 4.9 4.1 Mar 19 0848471 0.19 0.09 Value And Income Tru 1.70 GBP 46 74.7 58 S 1.5 -39.9 -36.0 54 0.09
2.04 19.8 1.0 19.8 15.4 4.9 Jan 20 0365602 0.68 0.35 Witan Pacific Invest 3.50 GBP 61 99.8 213 S 1.7 1.4 2.9 116 0.42
3.38 30.9 0.9 74.6 22.5 2.6 31,130 -0.3 -9.6 -6.9 - -
0.00 22.6 2.9 13.5 3.7 13.7 Dec 19 BDHXPG3 5.09 0.12 Alfa Financial Softw 0.80 GBP 300 31.6 76 S 10.5 -33.3 -16.0 171 0.12
1.36 22.8 5.0 14.5 3.9 18.4 Dec 19 BJV2F80 15.46 0.38 Aptitude Software Gp 4.15 GBP 56 98.5 231 S 18.6 -33.3 -25.1 56 0.23
0.00 -4.1 1.0 -12.7 2.0 -21.5 Dec 19 BG0TPX6 8.99 0.22 Funding Circle Holdg 0.91 GBP 349 42 134 S 33.3 4.3 -19.3 187 0.15
6–11

2.75 15.7 2.2 11.8 1.9 14.3 May 19 B01QGK8 29.81 0.73 NCC Group 1.69 GBP 278 94.4 445 S -4.7 -25.1 -8.5 198 0.34
0.84 9.2 3.4 17.7 0.9 38.0 Nov 19 BJT0FF3 12.84 0.31 RM 2.38 GBP 84 95.9 191 S 0.0 -16.8 -0.8 75 0.19
1.52 14.5 1.7 10.5 1.1 11.7 Dec 19 0937636 27.81 0.68 SDL 4.62 GBP 91 98.5 415 S -7.6 -22.5 -3.1 123 0.6
1.56 25.4 2.1 15.1 1.5 8.0 1,491 1.4 -24.5 -10.8 - -
0.00 +ve 6.4 92.3 5.5 4.8 Dec 19 0911146 100.00 0.68 BATM Advanced 1.23 GBP 440 77.2 419 S 23.5 230.6 184.7 1,499 1.9
0.00 +ve 6.4 92.3 5.5 4.8 Commun 419 23.5 230.7 175.9 - -
4.82 75.7 0.9 9.2 0.9 1.1 61,155 -1.4 -16.9 -10.8 - -
6–12
FTSE Small Cap Index - Index Changes

.

Deletion
06/07/2020 0683434 Intu Properties
10/07/2020 BYSS4K1 Georgia Healthcare Group
Investability Weight Changes
13/07/2020 BF4HYV0 Georgia Capital Old Weight : 91.932% New Weight : 93.1974%
Name Changes
20/07/2020 BN56JF1 KKV Secured Loan Fund Was : SQN Asset Finance Income Fund
20/07/2020 BFXYHJ1 KKV Secured Loan Fund Was : SQN Asset Finance Income Fund C shares
FTSE Small Cap Index - Multiple Lines

.

B17XWW4 JPMorgan European In Equity Investment Instruments 99.979639724
BFXYHJ1 KKV Secured Loan Fun Equity Investment Instruments 99.969

6–13
6–13
ftserussell.com
6–14
January 2018 FTSE Russell
Appendices
A–1
FTSE All-Share Review January
2018
Appendices – Table of Contents
Appendices
A-3 About the FTSE All-Share Index
A-5 Ground rules governing free float
A-6 Industry Classification Benchmark (ICB)
A-8 User guide to the FTSE All-Share Review
A-13 Guide to terminology
A–2
About the FTSE All-Share Index

The FTSE All-Share Index is a market-capitalisation weighted index representing the performance of all eligible companies listed on the London Stock
Exchange’s main market, which pass screening for size and liquidity. The FTSE All-Share Index is considered to be the best performance measure of the
overall London equity market, with the vast majority of UK-focused money invested in funds tracking it. The Index is the aggregation of the FTSE 100, FTSE
250, FTSE 350 and FTSE Small Cap Indices (approximately 98% of the UK's market capitalisation).
The FTSE All-Share Index was originally called the FT Actuaries UK Share at its inception in 1962. The index was enhanced with the addition of two new
sub-indices, namely the FTSE 100 and FTSE 250 in January 1982 and October 1992, respectively.
The table below illustrates how the index family is structured under the FTSE All-Share Index Series umbrella, where the shaded blocks indicate the indices
which have detailed sections within the FTSE All-Share Review publication. The index family is underpinned by the Industry Classification Benchmark (ICB)
classification system which is explained later in this Appendix.

FTSE 100 (Large cap) FTSE 250 (Mid cap) FTSE Small Cap
FTSE 350 (Large + Mid cap) FTSE Small Cap
FTSE 350 (HigherYield) FTSE 350 (Lower Yield) FTSE Small Cap
Industry Classification Benchmark (ICB)
10 Industries 19 Supersectors 41 Sectors 114 Subsectors
Appendices
The FTSE All-Share Index comprises approximately 624 stocks. FTSE aims to capture up to 98% of the investable market capitalisation of the UK domiciled
market, incorporating large, medium and small cap stocks.
Guiding principles for the FTSE All-Share Index
• Transparency on all issues concerning the management of and changes to the FTSE All-Share Index.
• Strict, widely published, rules-based methodology.
• Rules-driven, independent committee of market practitioners who oversee the indices.
• Committee decisions are made public in a timely manner to aid users of the index.
Eligible securities
Only premium listed equity shares, as defined by the UK Financial Services Authority in its Listing Rules Sourcebook, which have been admitted to trading to
the London Stock Exchange, are eligible for inclusion in the FTSE UK index series.
To be included in the FTSE All-Share Index, a security must meet the following criteria:
• Premium listed equity shares, as defined by the Financial Services Authority in its Listing Rules Sourcebook
• Traded on the London Stock Exchange SETS and SETSmm trading systems.
• If a company is legally incorporated in the UK, has its sole listing in the UK and a minimum free float of 25%.
• If a company is not incorporated in the UK, the company must publicly acknowledge adherence to the principles of the UK Corporate Governance Code,
pre-emption rights and the UK Takeover Code as far as practicable. Also, the company must have a free float greater than 50%.
A–3
• Accurate and timely data and pricing information must be available.
• Adequate liquidity must exist.
A secondary line will be eligible for index inclusion if its full market capitalisation is greater than 25% of the full market capitalisation of the company’s
principal line and the second line is eligible, in its own right, under the Ground Rules. Should the full market capitalisation of a secondary line, which is
already a constituent of the FTSE All-Share Index or the FTSE Fledgling Index, fall below 20% of the full market capitalisation of the company’s principal
line at an annual review, the secondary line will be deleted from the relevant index unless its full market capitalisation remains above the qualification level
for continued inclusion as a constituent of the FTSE All-Share Index at that review.
Ineligible securities
• Convertible preference shares and loan stocks will be excluded until converted into eligible equity shares.
• Venture capital Trusts (VCTs)
• ETFs
• Split Capital Investment Trusts.
Constituent classification
Sector classifications for all FTSE index constituents, including the FTSE All-Share Index, are defined by the ICB classification system. The ICB sector
designations are listed below, with further guidance provided on the website at www.ftserussell.com.
Index review
The index is reviewed quarterly, with advance notification given of any changes to constituents via financial newswires and www.ftserussell.com to ensure
that indices continue to reflect market reality. Details of the committees governing the FTSE All-Share Index are given later in this document. A schedule
of quarterly reviews is provided on www.ftserussell.com.
Rules-based methodology
As with all FTSE indices, the FTSE All-Share Index is strictly rules-based to ensure consistency and transparency. Therefore, the Ground Rules for the FTSE
All-Share Index are published as widely as possible to allow anyone tracking the index to anticipate changes and accurately replicate the index. A full set of
the Ground Rules for the Management of the UK series of the FTSE Actuaries Share Indices is available on www.ftserussell.com.
A–3
2018
Strict governance by committees of market practitioners

The FTSE All-Share Index is managed and maintained by independent committees of market practitioners. Committee members are responsible for
deciding the treatment of complex corporate actions, as well as any necessary changes to the Ground Rules. Practitioner committees are essential in
ensuring that FTSE indices reflect and deal with current issues affecting international investors.
A description of the responsibilities of each committee involved in the management of the FTSE All-Share Index is provided later in this section.
Constituent selection
Inclusion screens. To ensure the FTSE All-Share Index is investable, eligible securities are subject to two screens:
• Price – securities must have an accurate and reliable price for the purposes of determining the market value of a company. A Sterling denominated
price on SETS must exist for a company to be included in the FTSE UK index series.
• Liquidity screens stipulate that existing constituents must trade at least 0.035% of their shares in issue per month in ten out of the twelve months
prior to quarterly review. New issues which do not have a twelve month trading record must have a minimum 20 day trading record when reviewed.
Free float. FTSE All-Share Index constituents are adjusted for free float and weighted according to how much share capital is available for public
investment. This achieves the most accurate and neutral market representation possible: meaning that only shares you can own are included in the index.
On 14 December 2011, a change to the ground rules required UK incorporated companies to have a minimum float of 25% for index eligibility. Existing
constituents were given a two year grandfather period to comply, which expires in January 2014. If a company fails to meet the 25% requirement at the
time of the quarterly reiew on 11 March 2014, it will be removed from the FTSE UK Index Series at that review.
In June 2012, FTSE applied the actual free float (rounded up to the next 1%) to all constituents within the FTSE UK Index Series, including all float-
weighted sub-indices.
Please refer to the more detailed notes on free float rules later in this section.
Indices within the FTSE All-Share Index Series
This document also contains information on the FTSE 100 Index, FTSE 250 Index, FTSE 350 Index and the FTSE Small Cap Index. Each of these indices is
managed and maintained under the Europe/Middle East/Africa Regional Committee structure.
The FTSE 100 Index
The FTSE 100 comprises the largest 100 companies (large cap) in the FTSE All-Share Index. The index is a market-capitalisation weighted index
representing the performance of the 100 largest UK-domiciled blue chip companies, which pass screening for size and liquidity. The index represents
approximately 85% of the UK's market capitalisation and is suitable as the basis for investment products, such as funds, derivatives and ETFs. FTSE 100
constituents are all traded on the London Stock Exchange's SETS trading system.
The FTSE 250 Index

The FTSE 250 comprises the next largest 250 (mid cap) companies ranked by full market capitalisation, in the FTSE All-Share Index. The index is
capitalisation-weighted index of the mid-capitalised companies traded on the London Stock Exchange. The index is designed to measure the performance of
the mid-cap capital and industry segments of the UK market not covered by the large cap FTSE 100 index, which pass screening for size and liquidity. The
FTSE 250 Index represents approximately 12.9% of the UK market capitalisation. FTSE 250 Index constituents are traded on the London Stock Exchange's
SETS and SETSmm trading systems.
The FTSE 350 Index

The FTSE 350 Index comprises the companies in the FTSE 100 Index and the FTSE 250 Index.
The FTSE 350 Yield Indices
Companies within the FTSE 350 Index that have an annualised dividend yield above the average yield of the FTSE 350 Index are placed in the FTSE 350
Higher Yield Index. Securities with an annualised dividend yield below the average yield of the FTSE 350 Index are placed in the FTSE 350 Lower Yield
Index. The total capitalisation of each yield index should be the same, each representing 50% of the total capitalisation of the FTSE 350 Index.
The FTSE Small Cap Index

The FTSE Small Cap Index comprises the companies within the FTSE All-Share Index which are not large enough to be constituents of the FTSE 350 Index.
Data on FTSE indices
FTSE can supply daily updated data products giving constituent lists, index values and corporate actions for the FTSE All-Share Index and its sub-indices.
These products are available either direct from FTSE, or via all major data vendors. More details on how to access these products are available from FTSE.
Daily updated constituent lists and closing end of day values for the FTSE All-Share index are available on www.ftserussell.com.
Free float – transition to actual free float
Prior to 18 June 2012, FTSE used a banded structure to adjust stock weightings for free float in the index.
Free Float Bandings

FF less than 5% Ineligible FF greater than 20% but less than or equal to 30% 30% FF greater than 50% but less than or equal to 75% 75%
FF greater than 5% but less than or equal to 15% Next whole percentage FF greater than 30% but less than or equal to 40% 40% FF greater than 75% 100%
FF greater than 15% but less than or equal to 20% 20% FF greater than 40% but less than or equal to 50% 50%
From 18 June 2012 (initial implementation), the free float of index constituents moved to actual float (rounded up to the nearest 1%) unless the actual float
is within a 3% buffer of the constituent’s current banded float. Following initial implementation, changes to floats between reviews will be made in response
to corporate events, secondary offerings or significant changes to shares in issue. All other changes to free float will be made at the quarterly reviews if the
revised float is more than 3% from the current figure. These reviews will coincide with the quarterly reviews undertaken by the FTSE Regional Index
Advisory Committees. A schedule of committee meetings is available on www.ftserussell.com.
A–4
Ground rules governing free float

Constituent weightings used to calculate the FTSE All-Share Index are adjusted to reflect available free float including cross-holdings and foreign ownership
limits. Factors used to adjust each constituent weighting are given in the stock level reports in this document. Free float adjusted constituent weightings
are known as investability weights.
I. Free float restrictions include:

a) Shares directly owned by State, Regional, Municipal or Local governments (excluding shares held by independently managed pension schemes for
governments)
b) Shares held by Sovereign Wealth Funds where each holding is 10% or greater. If the holding subsequently decreases below 10%, the shares will
remain restricted until the holding falls below 7%.
c) Shares held by directors, senior executives and managers of the company and their family and direct relations, and by companies which they are
affiliated
d) Shares held by employee share plans
e) Shares held by public companies or by non-listed subsidiaries of public companies.
f) Shares held by founders, promoters, former directors, founding venture capital and private equity firms, private companies and individuals
(including employees) where the holding is 10% or greater. If the holding subsequently decreases below 10%, the shares will remain restricted
until the holding falls below 7%.
g) All shares where the holder is subject to a lock-in clauses (for the duration of that clause)
h) Shares held for publicly announced strategic reasons, including shares held by several holders acting in concert.
i) Shares that are subject to on-going contractual agreements (such as swaps) where they would ordinarily be treated as restricted.
II. The following are not considered as restricted free float:
Appendices
a) portfolio investments (such as pension and insurance funds)
b) nominee holdings (unless they represent restricted free float as defined by rule I above)
c) holdings by investment companies (*where any single portfolio holding is 30% or greater it will be regarded as strategic and therefore, restricted.
The shares remain restricted until the holding falls below 27%.
d) ETFs
III. Free float restrictions will be calculated using available published information. Equity shares of companies must have a free float greater than 5%, the
actual free float will be rounded up to the next highest whole percentage number. Companies with a free float of 5% or below are not eligible for
inclusion in the FTSE UK Index Series.
IV. A constituent’s free float will only be changed if its rounded free float moves to more than 3 percentage points above or below the existing rounded
free float. Where a company’s actual free float moevs to above 99%, it will not be subject to the 3 percentage points threshold and will be rounded to
100%.
V. A constituent with a free float of 15% or below will not be subject to the 3 percentage points threshold.
VI. Companies with two (or more) lines of equity shares are subject to FTSE’s secondary line rule at the UK index review. A company’s full market
capitalisation (based on all lines of equity) is used for the purpose of the index review ranking position, but only the eligible free float adjusted lines
will be included within the index weighting.
VII. The FTSE UK Indices will be periodically reviewed for changes in free float. These reviews will coincide with the quarterly reviews undertaken by the
FTSE Regional Committee.
VIII. A constituent’s free float will also be reviewed on publication of further information on restricted shareholdings and changed where appropriate. If the
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changes result from a corporate event, any change in free float will be implemented at the same time as the corporate event. If there is not a
corporate event, the change in free float will be applied at the next quarterly review.
IX. A constituent’s free float will only be changed if its rounded free float moves to more than 3 percentage points above or below the existing rounded
free float. Where a company’s actual free float moves to above 99%, it will not be subject to the 3 percentage points threshold and will be rounded to
100%. A constituent with a free float of 15% or below will not be subject to the 3 percentage points threshold.
A full copy of the Ground Rules for the FTSE All-Share Index is available on www.ftserussell.com.
Committee structure for the management of changes affecting the FTSE All-Share Index
FTSE Policy Group The FTSE Policy Group has been established to provide advice and information to FTSE on the construction and
maintenance of agreed FTSE indices, on its strategy in meeting current and future market requirements for indices
covering all investment sectors and to oversee the FTSE Regional Equity Committees, the Nationality Committee,
the Country Classification Committee, the ICB Advisory Committee and the Bond Indices Committee.
Regional Committees The FTSE Equity Indices Committee has established three Regional Committees:
• FTSE Europe/Middle East/Africa Regional Committee
• FTSE Asia/Pacific Regional Committee
• FTSE Americas Regional Committee.
The FTSE Europe/Middle East/Africa Regional Committee undertake the quarterly reviews of the FTSE All-Share
Index and ensure that constituent changes and index calculations are made in accordance with the Ground Rules.
ICB Advisory Committee The FTSE Industry Classification Benchmark (ICB) Advisory Committee supports FTSE in its classification of
companies, as defined in the ICB Classification Rules.
The FTSE Nationality Committee The purpose of the FTSE Nationality Committee is to ensure that companies are allocated to a country in
accordance with the nationality rules contained in the FTSE Ground Rules and to regularly review the adequacy and
appropriateness of the nationality rules.
A schedule of committee meetings and lists of the countries to be reviewed at each meeting is available on www.ftserussell.com.
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2018
The Industry Classification Benchmark (ICB)

The primary purpose of the Industry Classification Benchmark (ICB) is to classes of business that differ substantially from each other, the ICB
provide a service to investors in quoted equity securities by grouping Advisory Committee bases its determinations on the accounting
companies within homogenous subsectors. Subsectors are grouped into segmentation published in the audited accounts and directors’ report. A
Sectors and Sectors are aggregated into Supersectors, which are further company will be allocated to the subsector whose definition most closely fits
aggregated into Industries. The ICB Advisory Commitee provides advice in the source of revenue or where it constitutes a majority of the revenue.
the allocation of companies to their subsectors, as well as changes to the
A full copy of the Ground Rules for the Industry Classification Benchmark
rules for classifying companies and changes in a company’s classification.
classification system and detailed definitions of each classification
The basic information used for the classification of a company is the audited designation are available from www.icbenchmark.com.
accounts and directors' report. Where a company carries on two or more
Industry Supersector Sector Subsector
0001 Oil & Gas 0500 Oil & Gas 0530 Oil & Gas Producers 0533 Exploration & Production
0537 Integrated Oil & Gas
0570 Oil Equipment, Services & Distribution 0573 Oil Equipment & Services
0577 Pipelines
0580 Alternative Energy 0583 Renewable Energy Equipment
0587 Alternative Fuels
1000 Basic Materials 1300 Chemicals 1350 Chemicals 1353 Commodity Chemicals
1357 Specialty Chemicals
1700 Basic Resources 1730 Forestry & Paper 1733 Forestry
1737 Paper
1750 Industrial Metals & Mining 1753 Aluminum
1755 Nonferrous Metals
1757 Iron & Steel
1770 Mining 1771 Coal
1773 Diamonds & Gemstones
1775 General Mining
1777 Gold Mining
1779 Platinum & Precious Metals
2000 Industrials 2300 Construction & Materials 2350 Construction & Materials 2353 Building Materials & Fixtures
2357 Heavy Construction
2700 Industrial Goods & Services 2710 Aerospace & Defense 2713 Aerospace
2717 Defense
2720 General Industrials 2723 Containers & Packaging
2727 Diversified Industrials
2730 Electronic & Electrical Equipment 2733 Electrical Components & Equipment
2737 Electronic Equipment
2750 Industrial Engineering 2753 Commercial Vehicles & Trucks
2757 Industrial Machinery
2770 Industrial Transportation 2771 Delivery Services
2773 Marine Transportation
2775 Railroads
2777 Transportation Services
2779 Trucking
2790 Support Services 2791 Business Support Services
2793 Business Training & Employment Agencies
2795 Financial Administration
2797 Industrial Suppliers
2799 Waste & Disposal Services
3000 Consumer Goods 3300 Automobiles & Parts 3350 Automobiles & Parts 3353 Automobiles
3355 Auto Parts
3357 Tires
3500 Food & Beverage 3530 Beverages 3533 Brewers
3535 Distillers & Vintners
3537 Soft Drinks
3570 Food Producers 3573 Farming, Fishing & Plantations
3577 Food Products
3700 Personal & Household 3720 Household Goods & Home 3722 Durable Household Products
Goods Construction 3724 Nondurable Household Products
3726 Furnishings
3728 Home Construction
3740 Leisure Goods 3743 Consumer Electronics
3745 Recreational Products
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3747 Toys
3760 Personal Goods 3763 Clothing & Accessories
3765 Footwear
3767 Personal Products
3780 Tobacco 3785 Tobacco
4000 Health Care 4500 Healthcare 4530 Health Care Equipment & Services 4533 Health Care Providers
4535 Medical Equipment
4537 Medical Supplies
4570 Pharmaceuticals & Biotechnology 4573 Biotechnology
4577 Pharmaceuticals
5000 Consumer Services 5300 Retail 5330 Food & Drug Retailers 5333 Drug Retailers
5337 Food Retailers & Wholesalers
5370 General Retailers 5371 Apparel Retailers
5373 Broadline Retailers
5375 Home Improvement Retailers
5377 Specialized Consumer Services
5379 Specialty Retailers
5500 Media 5550 Media 5553 Broadcasting & Entertainment
5555 Media Agencies
5557 Publishing
5700 Travel & Leisure 5750 Travel & Leisure 5751 Airlines
Appendices
5752 Gambling
5753 Hotels
5755 Recreational Services
5757 Restaurants & Bars
5759 Travel & Tourism
6000 Telecommunications 6500 Telecommunications 6530 Fixed Line Telecommunications 6535 Fixed Line Telecommunications
6570 Mobile Telecommunications 6575 Mobile Telecommunications
7000 Utilities 7500 Utilities 7530 Electricity 7535 Conventional Electricity
7537 Alternative Electricity
7570 Gas, Water & Multiutilities 7573 Gas Distribution
7575 Multiutilities
7577 Water
8000 Financials 8300 Banks 8350 Banks 8355 Banks
8500 Insurance 8530 Nonlife Insurance 8532 Full Line Insurance
8534 Insurance Brokers
8536 Property & Casualty Insurance
8538 Reinsurance
8570 Life Insurance 8575 Life Insurance
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8600 Real Estate 8630 Real Estate Investment & Services 8633 Real Estate Holding & Development
8637 Real Estate Services
8670 Real Estate Investment Trusts 8671 Industrial & Office REIT
8672 Retail REIT
8673 Residential REIT
8674 Diversified REIT
8675 Specialty REIT
8676 Mortgage REIT
8677 Hotel & Lodging REIT
8700 Financial Services 8770 Financial Services 8771 Asset Managers
8773 Consumer Finance
8775 Specialty Finance
8777 Investment Services
8779 Mortgage Finance
8980 Equity Investment Instruments 8985 Equity Investment Instruments
8990 Nonequity Investment Instruments 8995 Nonequity Investment Instruments
9000 Technology 9500 Technology 9530 Software & Computer Services 9533 Computer Services
9535 Internet
9537 Software
9570 Technology Hardware & Equipment 9572 Computer Hardware
9574 Electronic Office Equipment
9576 Semiconductors
9578 Telecommunications Equipment
The Industry Classification Benchmark (ICB) is owned by FTSE International Limited (FTSE).
© 2020 FTSE International Limited. All rights reserved.
A–7
2018
User guide to the FTSE All-Share Index Series UK Monthly Review

Introduction
The FTSE All-Share Index Series UK Monthly Review provides month-end data for the FTSE All-Share Index and component indices, including the FTSE 100
Index, FTSE 250 Index, FTSE 350 Index and the FTSE Small Cap Index.
UK Index - Performance Report

These reports give details of capital return and total return at country level, for the FTSE 100 Index, FTSE 250 Index, FTSE 350 Index and the FTSE Small
Cap Index. Data is presented in Pounds Sterling.
Valuation Data Capital Return Total Return

Yld % P/E P/B P/CE P/S ROE MCap Index No of
UK Index Index 1M % YTD % 12M % Index 1M % YTD % 12M % GBP (mn) Wgt % Stocks
Yield % The dividend yield for the index. Capital Return The value on the report date of the capitalisation
Price/ Earnings Aggregate fundamental data ratios, except (Index Value) weighted index.
Price/Book Value aggregate ROE, are calculated based on the sum of Capital Return The performance of the capitalisation weighted
each individual constituent’s market capitalisation (Performance) index (adjusted for special dividends) in the last
Price/Cash (adjusted for free float) divided by: the sum of the month (1M), in the last calendar year (12M) and
Earnings product of market capitalisation (adjusted for free since the start of the calendar year (YTD).
Price/Sales float) multiplied by the reciprocal of the valuation Total Return The value on the report date of the total return
Return on Equity ratio for each constituent. Aggregate ROE is the (Index Value) index.
(ROE sum of weighted ROE values. Weighting is based
on average equity allocated to that security based Total Return The performance of the total return index (adjusted
Aggregates (Performance) for special dividends) in the last month (1M), in the
on its index market capitalisation, proportionate to
total company market capitalisation. Where last year (12M) and since the start of the year
valuation ratios for individual constituents are not (YTD).
available, data values for these constituents are MCap GBP (mn) The total market capitalisation of stocks in the index
excluded from the corresponding aggregate in million denominations of Pound Sterling currency.
calculation(s). See the glossary section for Index Weight % The % weight of the stock within the given index
individual constituents level fundamental data item i.e. FTSE All-Share Index, FTSE 100 Index, FTSE
definitions for P/E, P/B, P/CE, P/S and ROE. 250, FTSE 350 or FTSE Small Cap Index.
Index The name of the UK index to which the data relates No of Stocks The number of stocks in the index.
Performance Graph
Chart showing the long term performance of the capital return index in Pound Sterling. The monthly capital return index values are rebased at 100.
Relative Performance Charts
UK indices and industry/sector performance relative to the given (capital return) index for 1-month and 12-month time periods.
Reports in the UK Index section

The following summary reports are provided in the UK Index section of the FTSE All-Share Review for the FTSE All-Share Index, FTSE 100 Index, FTSE 250,
FTSE 350 and FTSE Small Cap Index, unless otherwise stated
Market Capitalisation Reports

This report gives the market capitalisation for each market broken down by industry level and sector level and totals by index, industry and sector.
Market Count Reports – Number of Stocks

This report gives the number of stocks in each market broken down by industry level and sector level and totals by index, industry and sector.
Industry/Sector Weights (bp) Reports

This report gives the weight of each industry level and sector level, in basis points and totals by index, industry and sector.
Industry/Sector Weights (by index) Reports

This report gives the weight of each industry level and sector level within each index and shows the breakdown of sector weights in the total index.
Index Weights (by Industry/Sector) Reports

This report gives the weight of each market broken down by industry level and sector level and shows the breakdown of index weights in the total index.
Index Dividend Yield % (by Industry/Sector) Reports

This report gives the percentage dividend yield of each market broken down by industry level and sector level and shows the breakdown of index yields in the
total index.
Index Price to Book (by Industry/Sector) Reports

This report gives the price to book ratio of each market broken down by industry level and sector level and shows the breakdown of index price to book ratios
in the total index.
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Index Price to Earnings (by Industry/Sector) Reports

This report gives the Price to Earnings ratio of each market broken down by industry level and sector level and shows the breakdown of index price to
earnings ratios in the total index.
Index Price to Cash Earnings (by Industry/Sector) Reports

This report gives the price to cash earnings ratio of each market broken down by industry level and sector level and shows the breakdown of index price to
cash earnings ratios in the total index.
Index Price to Sales (by Industry/Sector) Reports

This report gives the price to sales ratio of each market broken down by industry level and sector level and shows the breakdown of index price to sales ratios
in the total index.
Index Return on Equity (by Industry/Sector) Reports

This report gives the return on equity ratio of each market broken down by industry level and sector level and shows the breakdown of index return on equity
ratios in the total index.
Reports in all other sections

Industry/Sector Performance Reports
These reports give details of capital return and total return at the sector level, for the FTSE All-Share, FTSE 100 Index, FTSE 250 Index, FTSE 350 Index and
the FTSE Small Cap Index. Data is presented in Pounds Sterling.
Valuation Data Capital Return Total Return
Appendices
Yld % P/E P/B P/CE P/S ROE Industry/ Index 1M YTD 12M Index 1M YTD 12M Market Index No of Wgtd Cont
Sector % % % % % % Cap(mn) Wgt % Stocks 1M (%)
Yield % The dividend yield for the index. Capital Return The performance of the industry (or sector)
Price/ Earnings Aggregate fundamental data ratios, except (Performance) capitalisation weighted index in the last month
aggregate ROE, are calculated based on the sum (1M), in the last rolling 12-month period (12M)
Price/Book Value and since the start of the calendar year (YTD).
of each individual constituent’s market
Price/Cash capitalisation (adjusted for free float) divided by: Total Return The value on the report date of the total return
Earnings the sum of the product of market capitalisation (Index Value) index.
Price/Sales (adjusted for free float) multiplied by the Total Return The performance of the total return index
Return on Equity reciprocal of the valuation ratio for each (Performance) (adjusted for special dividends) in the last month
(ROE constituent. Aggregate ROE is the sum of (1M), in the last year (12M) and since the start of
weighted ROE values. Weighting is based on the year (YTD).
Aggregates
average equity allocated to that security based on
its index market capitalisation, proportionate to M Cap GBP (mn) The total market capitalisation of stocks in the
total company market capitalisation. Where index in million denominations of Pound Sterling
valuation ratios for individual constituents are not currency.
available, data values for these constituents are Weight % The % weight of the sector within the given index
excluded from the corresponding aggregate i.e. FTSE All-Share Index, FTSE 100 Index, FTSE
calculation(s). See the glossary section for 250 Index, FTSE 350 Index or FTSE Small Cap
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individual constituents level fundamental data Index.
item definitions for P/E, P/B, P/CE, P/S and ROE. No of Stocks The number of stocks in the industry level (or
Industry/Sector The name of the industry or sector index to which sector level).
the data relates (as defined by the ICB Weighted Cont The weighted contribution of the sector to the
classification system). % (1M) country index over the last month.
Capital Return The value of the capitalisation weighted index on

(Index Value) the report date.
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2018
Overview – Absolute Performance

This report shows the top ten and bottom ten companies ranked by performance for the previous month and the previous calendar year.
Top and Bottom Performers

Name Sector Price Chg %
Name The name of a stock in the index. Price Stock price on the report date in local currency.
Sector The sector level to which the stock belongs. Chg% The stock performance (adjusted for special dividends) over
the given period.
Overview – Weighted Contribution

This report shows the top ten and bottom ten companies ranked by weighted contribution for the previous month and the previous year.
Top and Bottom Contributors

Name Sector Price Wgt % Cont %
Sector The sector level to which the stock belongs. Wgt % Stock weight within the country index on the report date.
Cont % The weighted contribution of the stock over the period.
Overview – Holdings
This report shows the top ten companies ranked by market capitalisation as at the end of the month.
Top 10 Holdings
Name Sector Price Wgt %
Sector The sector level to which the stock belongs. Wgt% The index weight as at the end of the month.
Overview – Index Performance

A chart showing the performance of the capital return index in Pound Sterling, based on month end close data.
Overview – Index Volatility

A chart showing one month and three month rolling volatility of the capital return index based on month end close data.
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Constituent Report
This report gives details of each stock which is a member of the index on the report date.
Valuation Data Weight % Performance Vol Avg. (1M)

Yld P/E P/B P/CE P/S ROE Fiscal Shares MCap 1M YTD 12M Sh. Val
% Year Sedol Sctr Idx Name Price CCY (mn) FF% GBP mn SZ % % % (th) (mn)
Yield % Stock yield on the report date. Fiscal Year The company year-end report date. This date stamps
Price/ Price to Earnings is price divided by earnings per share. End the historic fundamental components of P/E, P/B, P/S,
Earnings Earnings are based on net income from continuing P/CE and ROE.
operations, before amortization of goodwill and Sedol The SEDOL (Stock Exchange Daily Official List code) of
extraordinary items and after tax, minority interests, a stock in the index.
preferred dividend, at fiscal year end. Earnings is Weight % The weight of the stock within the sector of the index to
attributed across the different share classes, where Sector which the stock belongs.
common stock is comprised of more than one share
type. Weight % The weight of the stock within the index.
Index
Price/Book Price to Book (P/B) is price divided by book value per
Value share. Book value is based on common equity, Name Stock name.
excluding minority interest and preferred stock at the Price Stock price on the report date in Pound Sterling.
most recent fiscal year end. Goodwill written off may CCY Currency of stock price quoted on the local exchange.
also be added back. The divisor is company market
Shares (mn) The total number of shares in issue (in millions) on the
capitalisation (issued shares x price) at the review date.
report date.
Appendices
Common equity is attributed across different share
classes, where common stock is comprised of more than Free Float The proportion of company’s capital included within the
one share type. FTSE Share indices.
Price/Cash Price to Cash Earnings is Price divided by Cash Earnings M Cap The investable or net market capitalisation of the stock
Earnings per share. Cash Earnings is earnings plus depreciation, GBP (mn) (price * shares * free float) within the index. In the
amortisation, deferred taxes, other non-cash items, currency of the local country index.
extraordinary items and changes in working capital for Sz The size of the stock ranked by its market capitalisation
the most recent year. If Cash Flow is not reported it is in relation to the total UK market. Constituents can be
estimated based on net income plus depreciation at either large cap, mid cap or small cap.
year end. Cash earnings are attributed across the
Performance The performance of the stock (adjusted for special
different share classes, where common stock is
dividends) in the last month (1M), three months (3M),
comprised of more than one share type.
in the last rolling 12-month period (12M) and since the
Price/ Sales Price to Sales is price divided by sales per share. start of the calendar year (YTD). Performance figures
It is based on Sales from continuing operations for the which form part of a total (see below) include
fiscal year. It is generally as reported but occasional contributions from stocks which may no longer be
adjustments may be made. Sales values are also members of the index. Performance is measured in
computed for banks, insurance and other financial local currency. This includes splits, consolidations, rights
companies based on appropriate definitions. Sales is issues and share buybacks.
attributed across different share classes, where Volume Avg The average (mean) number of shares (in millions)
Common equity is comprised of more than one share
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Sh (mn) traded each day in the previous month.
type.
Volume Avg The average (mean) value of shares (in millions) traded
Return on Return on Equity ratio is net income (as defined in Val (mn) each day in the previous month. In the currency of the
Equity (ROE) Price/Earnings above) divided by average common local country index.
equity. Common Equity is averaged over the
accounting year. It may be adjusted to include goodwill
written-off and is attributed across different share
classes, where common stock is comprised of more than
one share type. ROE is expressed as a percentage and
is not calculated when average common equity is
negative.
Fiscal Year End is followed by 'p' where valuation ratios are based on data derived from preliminary company financial statements or related sources. Note
that the values in P/E, P/B, P/CE, P/S and ROE all relate to the Fiscal Year End shown.
Totals: Totals are shown for each industry sector (derived from the sector index for the index) and each index.
Valuation Data: Valuation ratios are calculated by FTSE. P/E, P/B, P/S, P/CE and ROE valuations are based on FTSE data components combined with
additional components sourced from a third party vendor.
Dividend Yield values are shown to two places of decimal. One decimal place is shown for other valuation ratios. Values outside the range –99 to 99 are
indicated by ‘+ve’ or ‘-ve’. N/A indicates that data is not available.
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FTSE All-Share Review January 2018
Index Changes
Five reports giving details of index changes for the FTSE All-Share, FTSE 100, FTSE 250, FTSE 350 or FTSE Small Cap Index Changes are listed by sector,
type of change and ordered by effective date. Changes listed are index additions and deletions, stock reclassifications, name changes and changes in
investability weight. Index deletions are dated as of the end of the closing business day in which it is a member of the index and index additions are dated as
at the beginning of the business day in which it has become a member of the index.
Effective Date The date on which the change became effective and Name The current name of the stock affected by the change (or
was reflected in the index. new name in the case of a name change).
Sedol The SEDOL (Stock Exchange Daily Official List code) of Details Details of the change:
a stock in the index. • New/old investability weight (free float factor)
• Old name
• New/old subsector
Multiple Lines
A Multiple line (or secondary line) will be eligible for index inclusion if its full market capitalisation is greater than 25% of the full market capitalisation of the
company’s principal line and the second line is eligible, in its own right, under the Ground Rules. Should the full market capitalisation of a secondary line,
which is already a constituent of the FTSE All-Share Index, fall below 20% of the full market capitalisation of the company’s principal line at an annual review,
the secondary line will be deleted from the relevant index unless its full market capitalisation remains above the qualification level for continued inclusion as a
constituent of the FTSE All-Share Index at that review.
Sedol The SEDOL (Stock Exchange Daily Official List code) of Sector ICB sector classification for the stock.
a stock in the index.
Name The current name of the stock affected by the change Free Float (%) Investability weight (free float factor) for the stock.
(or new name in the case of a name change).
Reserve List
Reserve lists are compiled for the FTSE 100 index and FTSE 250 index following the quarterly review. They will be used in the event that one or more
constituents of the FTSE 100 or FTSE 250 index are deleted during the period up to the next quarterly review. The constituent in the reserve list with the
highest market capitalisation at the time is promoted.
Sedol The SEDOL (Stock Exchange Daily Official List code) of Sector ICB sector classification for the stock.
a stock in the index.
Name The current name of the stock affected by the change Free Float (%) Investability weight (free float factor) for the stock.
(or new name in the case of a name change).
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Guide to terminology
Abbreviations and Nomenclature
1M 1 month P/CE Price to Cash Earnings
3M 3 months P/E Price to Earnings
12M 12 months P/S Price to Sales
100 FTSE 100 Index mn Millions
250 FTSE 250 Index ROE Return on Equity
350 FTSE 350 Index S Small cap
All-Sh FTSE All–Share Index Sctr Sector
Avg Average Sh(th) Shares (thousands)
Cap Market capitalisation Sz Size of constituent (large, mid or small cap)
CCY Currency of stock price quoted on the local exchange SQRT Square root
Chg Change STDDEV Standard deviation
Cont Weighted contribution th Thousands
Del Stock was deleted from index prior to publication date Val(mn) Valuation (millions)
Ex Excluding Vol Volatility
Ex Invt Tr Excluding Investment Trusts Vol Ave Average Volume
Appendices
Idx Index Wgt Weight
FF (%) Free Float (%) Yield Dividend Yield
L Large cap YTD Year to date
MCap GBP(mn) Market Capitalisation in GBP (millions) N/A No data available
M Mid cap 0 Value is too small to show
N/A Not applicable - Not applicable
P/B Price to Book -ve/+ve Values outside the range –99 to 99.
Glossary
Aggregate Fundamental Aggregate fundamental data ratios, except aggregate ROE, are calculated based on the sum of each individual constituent’s
Data Valuation ratios market capitalisation (adjusted for free float) divided by: the sum of the product of market capitalisation (adjusted for free
float) multiplied by the reciprocal of the valuation ratio for each constituent. Aggregate ROE is the sum of weighted ROE
values. Weighting is based on average equity allocated to that security based on its index market capitalisation,
proportionate to total company market capitalisation. Where valuation ratios for individual constituents are not available,
data values for these constituents are excluded from the corresponding aggregate calculation(s).
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Capitalisation Weighted An index where the constituents’ effect on the index is weighted according to their market capitalisation.
Index
Fiscal Year Indicates the company’s financial year-end date and is the date of the company’s annual audited financial statements.
Free Float Factor The proportion of a stock’s total market capitalisation to be included in the FTSE All-Share Index. This is also known as the
investability weight.
Prior to 18 June 2012, FTSE used a banded structure to adjust stock weightings for free float in the index. From 18
June 2012 onwards, FTSE uses actual free float figures for stock weightings in the index.
Size Constituent’s market capitalisation ranked by size: large cap, mid cap and small cap.
Market Capitalisation Of a stock A at time T:

Cap(A, T) = Price(A, T) * Shares(A, T)
Of an index I at time T:
Cap(I, T) = SUM( Cap(A,T) * Free Float(A, T)) for all stocks in the index (also known as market capitalisation).
Performance The performance of an asset A between two dates T1 and T2 (T1 < T2) is defined as:
Performance(A, T1, T2) = 100 * (Price(A, T2) / (Price(A, T1) * AF(A, T1)) – 1)
Where AF(A, T1) is an adjustment which may need to be applied to the price on date T1 as a result of a corporate action
effective on date T2 so that it is directly comparable to the price on date T2.
This includes splits, consolidations, rights issues and share buybacks.
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FTSE All-Share Review January 2018
Relative Performance The relative performance of an index A relative to a second index B between two dates T1 and T2 is defined as:
Relative Performance(A, B, T1, T2) = 100 * (( Price(A, T2) / Price(A, T1) ) / ( Price(B, T2) / Price(B, T1) ) –1)
This includes splits, consolidations, rights issues and share buybacks.
Price to Book Price to Book (P/B) is price at the review date divided by common equity per share. Common/ordinary equity is generally as
reported at the most recent fiscal year-end but is adjusted to exclude minority interest, preferred stock and selected items as
appropriate. Goodwill written-off may be added back. Common stock is attributed across different share classes, where
common equity is comprised of more than one share type.
Price to Cash Earnings Price to Cash Earnings (P/CE) is price at the review date divided by cash earnings per share. Cash earnings are earnings
plus depreciation, amortisation, deferred taxes, other non-cash items, extraordinary items and changes in working capital for
the most recent fiscal year. If Cash Flow is not reported, it is estimated based on net income plus depreciation at year end.
Cash earnings is attributed across the different share classes, where common equity is comprised of more than one share
type.
Price to Earnings Price to Earnings (P/E) is price over earnings per share. Earnings are based on the latest available fiscal year earnings from
continuing operations after tax, minority interests, preferred dividends and before extraordinary items and amortisation of
goodwill and may be adjusted for dilution. Earnings is attributed across the different share classes, where Common Stock is
comprised of more than one share type.
Price to Sales Price to Sales (P/S) is price divided by sales per share. It is based on sales from continuing operations for the fiscal year and
is generally as reported, although occasional adjustments may be made. Sales values are also computed for banks,
insurance and other financial companies based on appropriate definitions. Sales is attributed across the different share
classes, where common stock is comprised of more than one share type.
Return on Equity (ROE) Return on Equity is net income over average common equity. Net income is the latest available fiscal year earnings from
continuing operations after tax, minority interests, preferred dividends and before extraordinary items and amortisation of
goodwill and may be adjusted for dilution. Average Common Equity generally excludes minority interest, preferred stock and
selected items as appropriate. Goodwill written-off may be added back. Common equity is averaged over the last accounting
year. It is attributed across the different share classes, where common stock is comprised of more than one share type.
ROE is expressed as a percentage and is not calculated when average common equity is negative.
Total Return Index An index where the constituents’ effect on the index is weighted according to their market capitalisation and which includes
dividend income reinvested into the index.
Volatility The variability of movement in an asset’s price. This is calculated as:

Volatility(A, T, P) = 100 * SQRT(260) * STDDEV(loge(Return(A, T-1, T))).
Where daily return is Price(T)/Price*(T-1) and the Price*(T-1) is the previous day’s price adjusted for any corporate action
going ex on the current day’s date. Note: Price(T)/Price*(T-1) is always positive.
Weight The weight of a stock A within an Index I at time T is defined as:

Weight%(A, I, T) = 100 * Cap(A, T) / Cap(I, T)
Weighted Contribution The weighted contribution measures the impact of an asset on an index. Index performance is equivalent to the sum of all
weighted contributions. The weighted contribution of a stock A within an index I on date T is defined as:
Weighted Contribution(A, I, T) = Weight%(A, I, T’) * Performance(A, T-1, T)
Where T’ is market open on date T. That is, the weights are those in force at market open, which may differ from the
weights at the close of the previous business day because of corporate actions effective on date T.
Dividend Yield Stock level dividend yield is gross annual stock dividend divided by the stock price. Index level dividend yield is gross total
dividends times shares in issue adjusted for free float divided by the index market capitalization. Dividend Yield is reported
as a percentage on a 12 month rolling basis.
A–14
Further information
ftserussell.com
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To learn more, visit www.ftserussell.com;

email info@ftserussell.com;
or call your regional Client Services Team office:
EMEA
+44 (0) 20 7866 1810
North America
+1 877 503 6437
Asia-Pacific
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FTSE All-Share Index Series

FTSE All-Share Review - Table of Contents

FTSE UK Indices FTSE 250 Index

FTSE All-Share Indices

FTSE 100 Index

FTSE UK Indices – Table of Contents

FTSE UK Indices Performance - GBP

Capital Return Total Return MCap Index No of

FTSE UK Indices - GBP

FTSE 100 Index -0.7 FTSE 100 Index -2.1

FTSE 250 Index 2.8 FTSE 250 Index 8.4

FTSE 350 Index -0.1 FTSE 350 Index -0.4

-1 -0.5 0 0.5 1 1.5 2 2.5 3 -5 0 5 10 15

FTSE UK Indices - Market Capitalisation (GBP mn)

FTSE UK Indices - Number of Stocks

FTSE UK Indices - Industry/Sector Weights (bp)

FTSE UK Indices - Industry/Sector Weights by Index (%)

FTSE UK Indices - Index Weights by Industry/Sector (%)

FTSE UK Indices - Dividend Yield (%)

FTSE UK Indices - Price to Book

FTSE UK Indices - Price to Earnings

FTSE UK Indices - Price to Cash Earnings

FTSE UK Indices - Price to Sales

FTSE UK Indices - Return on Equity

FTSE All-Share Index

FTSE All-Share Index – Table of Contents

FTSE All-Share Index

FTSE All-Share Industry/Sector Performance - GBP

FTSE All-Share Index

FTSE All-Share Index Industry/Sector Relative to FTSE All-Share Index - GBP

OIL & GAS -8.1

FTSE All-Share Index Industry/Sector Relative to FTSE All-Share Index - GBP

OIL & GAS -43.5

FTSE All-Share Index

FTSE All-Share Index - Overview

ABSOLUTE PERFORMANCE Top and Bottom Performers (GBP)

WEIGHTED CONTRIBUTION Top and Bottom Contributors (GBP)

HOLDINGS Top stocks by market cap (GBP)

Rank (1-5) Rank (6-10)

FTSE All-Share Index Performance FTSE All-Share Index Volatility %

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index - Constituent Report ALL CAP

Fiscal Weight % Shares MCap Performance Vol Avg (1M)

FTSE All-Share Index

FTSE All-Share Index - Constituent Report ALL CAP