Location: Columbus, OH
CIK: 0001097218 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Oct 26, 2015
Total Value: $22.3B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC COMMON STOCK USD 0.00001 | 4,737,336 | $523M | 2.3% | $110.30 * | $19.35 | +28.0% | COMMON STOCK | 037833100 |
| JPM | JPMORGAN CHASE & CO COMMON STOCK USD 1 | 3,468,141 | $211M | 0.9% | $60.97 * | $37.42 | +23.4% | COMMON STOCK | 46625H100 |
| WFC | WELLS FARGO & CO COMMON STOCK USD 1.666 | 3,856,013 | $198M | 0.9% | $51.35 * | $29.41 | +30.8% | COMMON STOCK | 949746101 |
| — | GOOGLE INC CLA | 308,829 | $197M | 0.9% | $638.37 | $817.39 | — | COMMON STOCK | 38259P508 |
| CSCO | CISCO SYSTEMS INC COMMON STOCK USD 0.001 | 6,832,661 | $179M | 0.8% | $26.25 * | $17.00 | +12.0% | COMMON STOCK | 17275R102 |
| MSFT | MICROSOFT CORP COMMON STOCK USD 0.00000625 | 4,039,574 | $179M | 0.8% | $44.26 * | $27.70 | +39.0% | COMMON STOCK | 594918104 |
| AMZN | AMAZON.COM INC COMMON STOCK USD 0.01 | 340,216 | $174M | 0.8% | $511.89 * | $19.04 | +34.4% | COMMON STOCK | 023135106 |
| PFE | PFIZER INC COMMON STOCK USD 0.05 | 5,426,269 | $170M | 0.8% | $31.41 * | $16.74 | +14.7% | COMMON STOCK | 717081103 |
| META | FACEBOOK INC COMMON STOCK USD 0.000006 | 1,865,353 | $168M | 0.8% | $89.90 | $44.50 | +100.6% | COMMON STOCK | 30303M102 |
| — | GENERAL ELECTRIC CO COMMON STOCK USD 0.06 | 6,331,882 | $160M | 0.7% | $25.22 | $23.52 | — | COMMON STOCK | 369604103 |
| — | GOOGLE INC-CL C | 255,506 | $155M | 0.7% | $608.42 | $573.21 | — | COMMON STOCK | 38259P706 |
| HD | HOME DEPOT INC/THE COMMON STOCK USD 0.05 | 1,274,296 | $147M | 0.7% | $115.49 * | $60.46 | +49.9% | COMMON STOCK | 437076102 |
| XOM | EXXON MOBIL CORP COMMON STOCK USD 0 | 1,844,914 | $137M | 0.6% | $74.35 * | $54.16 | -12.2% | COMMON STOCK | 30231G102 |
| V | VISA INC COMMON STOCK USD 0.0001 | 1,944,994 | $135M | 0.6% | $69.66 * | $56.77 | +14.2% | COMMON STOCK | 92826C839 |
| JNJ | JOHNSON & JOHNSON COMMON STOCK USD 1 | 1,442,580 | $135M | 0.6% | $93.35 * | $61.68 | +13.9% | COMMON STOCK | 478160104 |
| GILD | GILEAD SCIENCES INC COMMON STOCK USD 0.001 | 1,353,673 | $133M | 0.6% | $98.19 * | $44.89 | +53.1% | COMMON STOCK | 375558103 |
| MRK | MERCK & CO INC COMMON STOCK USD 0.5 | 2,682,857 | $133M | 0.6% | $49.39 * | $31.81 | +7.8% | COMMON STOCK | 58933Y105 |
| CVS | CVS HEALTH CORP | 1,326,502 | $128M | 0.6% | $96.48 * | $46.47 | +53.5% | COMMON STOCK | 126650100 |
| PEP | PEPSICO INC COMMON STOCK USD 0.017 | 1,338,381 | $126M | 0.6% | $94.30 * | $56.99 | +21.6% | COMMON STOCK | 713448108 |
| VZ | VERIZON COMMUNICATIONS INC COMMON STOCK USD 0.1 | 2,810,458 | $122M | 0.5% | $43.51 * | $26.93 | -5.3% | COMMON STOCK | 92343V104 |
| UNH | UNITEDHEALTH GROUP INC COMMON STOCK USD 0.01 | 1,029,904 | $119M | 0.5% | $116.01 * | $70.36 | +39.9% | COMMON STOCK | 91324P102 |
| ORCL | ORACLE CORP COMMON STOCK USD 0.01 | 2,988,503 | $108M | 0.5% | $36.12 * | $29.83 | +3.7% | COMMON STOCK | 68389X105 |
| BRK/B | BERKSHIRE HATHAWAY INC COMMON STOCK USD 0.0033 | 823,638 | $107M | 0.5% | $130.40 | $128.05 | +1.8% | COMMON STOCK | 084670702 |
| CVX | CHEVRON CORP COMMON STOCK USD 0.75 | 1,352,857 | $107M | 0.5% | $78.88 * | $70.56 | -28.0% | COMMON STOCK | 166764100 |
| PG | PROCTER & GAMBLE CO/THE COMMON STOCK USD 0 | 1,451,885 | $104M | 0.5% | $71.94 * | $55.06 | -1.6% | COMMON STOCK | 742718109 |
| C | CITIGROUP INC COMMON STOCK USD 0.01 | 2,098,795 | $104M | 0.5% | $49.61 * | $35.93 | +3.0% | COMMON STOCK | 172967424 |
| BMY | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD 0.1 | 1,705,766 | $101M | 0.5% | $59.20 * | $31.68 | +32.0% | COMMON STOCK | 110122108 |
| PM | PHILIP MORRIS INTERNATIONAL INC COMMON STOCK USD 0 | 1,261,273 | $100M | 0.4% | $79.33 * | $49.45 | -3.5% | COMMON STOCK | 718172109 |
| T | AT&T INC COMMON STOCK USD 1 | 2,967,129 | $96.67M | 0.4% | $32.58 * | $11.67 | +1.5% | COMMON STOCK | 00206R102 |
| BIIB | BIOGEN INC COMMON STOCK USD 0.0005 | 322,581 | $94.13M | 0.4% | $291.81 | $251.29 | +16.1% | COMMON STOCK | 09062X103 |
| CMCSA | COMCAST CORP COMMON STOCK USD 0.01 | 1,620,556 | $92.18M | 0.4% | $56.88 * | $16.08 | +39.0% | COMMON STOCK | 20030N101 |
| NKE | NIKE INC COMMON STOCK USD 1 | 733,542 | $90.2M | 0.4% | $122.97 * | $28.86 | +87.1% | COMMON STOCK | 654106103 |
| MDLZ | MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0 | 2,144,309 | $89.78M | 0.4% | $41.87 * | $25.66 | +29.4% | COMMON STOCK | 609207105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CORP COMMON STOCK | 1,380,547 | $86.44M | 0.4% | $62.61 * | $39.09 | +42.0% | COMMON STOCK | 192446102 |
| KO | COCA-COLA CO/THE COMMON STOCK USD 0.25 | 2,019,627 | $81.03M | 0.4% | $40.12 * | $28.14 | +3.3% | COMMON STOCK | 191216100 |
| HON | HONEYWELL INTERNATIONAL INC COMMON STOCK USD 1 | 823,452 | $77.97M | 0.3% | $94.69 * | $57.80 | +18.9% | COMMON STOCK | 438516106 |
| TYL | TYLER TECHNOLOGIES INC COMMON STOCK USD 0.01 | 510,754 | $76.26M | 0.3% | $149.31 | $92.63 | +61.2% | COMMON STOCK | 902252105 |
| OXY | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD 0.2 | 1,144,251 | $75.69M | 0.3% | $66.15 * | $57.96 | -15.6% | COMMON STOCK | 674599105 |
| UNP | UNION PACIFIC CORP COMMON STOCK USD 2.5 | 851,032 | $75.24M | 0.3% | $88.41 * | $68.55 | +2.4% | COMMON STOCK | 907818108 |
| — | UNITED TECHNOLOGIES CORP COMMON STOCK USD 1 | 830,972 | $73.95M | 0.3% | $88.99 | $101.17 | — | COMMON STOCK | 913017109 |
| INTU | INTUIT INC COMMON STOCK USD 0.01 | 829,957 | $73.66M | 0.3% | $88.75 * | $60.33 | +35.6% | COMMON STOCK | 461202103 |
| SLB | SCHLUMBERGER LTD COMMON STOCK USD 0.01 | 1,065,460 | $73.48M | 0.3% | $68.97 * | $55.15 | -6.5% | COMMON STOCK | 806857108 |
| ADBE | ADOBE SYSTEMS INC COMMON STOCK USD 0.0001 | 892,327 | $73.37M | 0.3% | $82.22 | $53.60 | +53.4% | COMMON STOCK | 00724F101 |
| DIS | WALT DISNEY CO/THE COMMON STOCK USD 0.01 | 710,322 | $72.59M | 0.3% | $102.20 * | $58.47 | +60.1% | COMMON STOCK | 254687106 |
| — | PRICELINE GROUP INC/THE COM USD | 56,003 | $69.27M | 0.3% | $1236.86 | $870.03 | — | COMMON STOCK | 741503403 |
| — | CELGENE CORP COMMON STOCK USD 0.01 | 639,495 | $69.17M | 0.3% | $108.17 | $100.92 | — | COMMON STOCK | 151020104 |
| MO | ALTRIA GROUP INC COMMON STOCK USD 0.333 | 1,256,656 | $68.36M | 0.3% | $54.40 * | $20.21 | +36.7% | COMMON STOCK | 02209S103 |
| PNC | PNC FINANCIAL SERVICES GROUP INC/THE COMMON STOCK | 759,700 | $67.77M | 0.3% | $89.20 * | $51.31 | +25.2% | COMMON STOCK | 693475105 |
| BAC | BANK OF AMERICA CORP COMMON STOCK USD 0.01 | 4,336,350 | $67.56M | 0.3% | $15.58 * | $12.33 | +1.2% | COMMON STOCK | 060505104 |
| — | AVAGO TECHNOLOGIES LTD COMMON STOCK USD | 540,275 | $67.54M | 0.3% | $125.01 | $50.93 | — | COMMON STOCK | Y0486S104 |
| — | ALLERGAN PLC COMMON STOCK USD 0.0033 | 248,002 | $67.41M | 0.3% | $271.81 | $301.49 | — | COMMON STOCK | G0177J108 |
| GD | GENERAL DYNAMICS CORP COMMON STOCK USD 1 | 485,880 | $67.03M | 0.3% | $137.95 * | $98.08 | +12.3% | COMMON STOCK | 369550108 |
| GS | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01 | 375,864 | $65.31M | 0.3% | $173.76 * | $122.83 | +14.9% | COMMON STOCK | 38141G104 |
| MCK | MCKESSON CORP COMMON STOCK USD 0.01 | 345,347 | $63.9M | 0.3% | $185.03 * | $120.80 | +41.5% | COMMON STOCK | 58155Q103 |
| MET | METLIFE INC COMMON STOCK USD 0.01 | 1,355,083 | $63.89M | 0.3% | $47.15 * | $25.28 | +17.4% | COMMON STOCK | 59156R108 |
| ABT | ABBOTT LABORATORIES COMMON STOCK USD 0 | 1,580,930 | $63.59M | 0.3% | $40.22 * | $33.03 | +0.3% | COMMON STOCK | 002824100 |
| ORLY | O'REILLY AUTOMOTIVE INC COMMON STOCK USD 0.01 | 250,341 | $62.59M | 0.3% | $250.00 * | $7.88 | +111.4% | COMMON STOCK | 67103H107 |
| MCD | MCDONALD'S CORP COMMON STOCK USD 0.01 | 633,091 | $62.38M | 0.3% | $98.53 * | $72.25 | +6.1% | COMMON STOCK | 580135101 |
| INTC | INTEL CORP COMMON STOCK USD 0.001 | 2,049,194 | $61.76M | 0.3% | $30.14 * | $17.49 | +35.3% | COMMON STOCK | 458140100 |
| ICE | INTERCONTINENTALEXCHANGE INC | 261,412 | $61.43M | 0.3% | $234.99 * | $35.10 | +17.5% | COMMON STOCK | 45866F104 |
| TMO | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD 1 | 502,229 | $61.41M | 0.3% | $122.28 * | $99.87 | +18.9% | COMMON STOCK | 883556102 |
| SPG | SIMON PROPERTY GROUP INC REIT USD 0.0001 | 332,870 | $61.16M | 0.3% | $183.72 * | $91.86 | +19.1% | EQUITIES - REIT | 828806109 |
| MDT | MEDTRONIC PLC COMMON STOCK USD 0.10 | 912,121 | $61.06M | 0.3% | $66.94 * | $58.18 | -10.5% | COMMON STOCK | G5960L103 |
| UAA | UNDER ARMOUR INC COMMON STOCK USD 0.000333 | 622,968 | $60.29M | 0.3% | $96.78 * | $19.97 | +142.3% | COMMON STOCK | 904311107 |
| LLY | ELI LILLY & CO COMMON STOCK USD 0 | 707,714 | $59.23M | 0.3% | $83.69 * | $49.51 | +41.5% | COMMON STOCK | 532457108 |
| AIG | AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD | 1,025,612 | $58.27M | 0.3% | $56.82 * | $40.42 | +8.9% | COMMON STOCK | 026874784 |
| — | RAYTHEON CO COMMON STOCK USD 0.01 | 532,440 | $58.17M | 0.3% | $109.26 | $90.18 | — | COMMON STOCK | 755111507 |
| ABBV | ABBVIE INC COMMON STOCK USD 0.01 | 1,055,677 | $57.44M | 0.3% | $54.41 * | $33.10 | +7.5% | COMMON STOCK | 00287Y109 |
| MA | MASTERCARD INC COMMON STOCK USD 0.0001 | 622,093 | $56.06M | 0.3% | $90.12 * | $71.95 | +17.8% | COMMON STOCK | 57636Q104 |
| CCL | CARNIVAL CORP COMMON STOCK USD 0.01 | 1,098,332 | $54.59M | 0.2% | $49.70 * | $33.71 | +27.9% | COMMON STOCK | 143658300 |
| WAB | WABTEC CORP/DE COMMON STOCK USD 0.01 | 614,379 | $54.1M | 0.2% | $88.05 * | $52.17 | +59.1% | COMMON STOCK | 929740108 |
| MANH | MANHATTAN ASSOCIATES INC COMMON STOCK USD 0.01 | 843,889 | $52.57M | 0.2% | $62.30 | $37.57 | +65.8% | COMMON STOCK | 562750109 |
| DHR | DANAHER CORP COMMON STOCK USD 0.01 | 606,391 | $51.67M | 0.2% | $85.21 * | $25.89 | +35.0% | COMMON STOCK | 235851102 |
| LMT | LOCKHEED MARTIN CORP COMMON STOCK USD 1 | 247,076 | $51.22M | 0.2% | $207.31 * | $79.13 | +99.1% | COMMON STOCK | 539830109 |
| FDX | FEDEX CORP COMMON STOCK USD 0.1 | 354,651 | $51.06M | 0.2% | $143.98 * | $106.98 | +15.1% | COMMON STOCK | 31428X106 |
| LOW | LOWE'S COS INC COMMON STOCK USD 0.5 | 739,412 | $50.96M | 0.2% | $68.92 * | $37.12 | +53.9% | COMMON STOCK | 548661107 |
| AMT | AMERICAN TOWER CORP REIT USD 0.01 | 574,065 | $50.51M | 0.2% | $87.98 * | $68.87 | -0.5% | EQUITIES - REIT | 03027X100 |
| CRM | SALESFORCE.COM INC COMMON STOCK USD 0.001 | 720,969 | $50.06M | 0.2% | $69.43 | $43.22 | +58.7% | COMMON STOCK | 79466L302 |
| RJF | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD 0.01 | 971,589 | $48.22M | 0.2% | $49.63 * | $27.77 | +2.4% | COMMON STOCK | 754730109 |
| QCOM | QUALCOMM INC COMMON STOCK USD 0.0001 | 892,430 | $47.95M | 0.2% | $53.73 * | $45.43 | -11.6% | COMMON STOCK | 747525103 |
| IBM | INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK | 330,552 | $47.92M | 0.2% | $144.97 * | $118.78 | -24.4% | COMMON STOCK | 459200101 |
| — | ALEXION PHARMACEUTICALS INC COMMON STOCK USD | 297,098 | $46.46M | 0.2% | $156.39 | $160.23 | — | COMMON STOCK | 015351109 |
| UPS | UNITED PARCEL SERVICE INC COMMON STOCK USD 0.01 | 467,976 | $46.19M | 0.2% | $98.69 * | $55.52 | +22.5% | COMMON STOCK | 911312106 |
| FISV | FISERV INC COMMON STOCK USD 0.01 | 531,053 | $45.99M | 0.2% | $86.61 * | $25.60 | +69.1% | COMMON STOCK | 337738108 |
| PRU | PRUDENTIAL FINANCIAL INC COMMON STOCK USD 0.01 | 601,444 | $45.84M | 0.2% | $76.21 * | $46.38 | +4.2% | COMMON STOCK | 744320102 |
| — | EMC CORP/MA COMMON STOCK USD 0.01 | 1,886,338 | $45.57M | 0.2% | $24.16 | $23.83 | — | COMMON STOCK | 268648102 |
| PPG | PPG INDUSTRIES INC COMMON STOCK USD 1.67 | 517,222 | $45.35M | 0.2% | $87.69 * | $82.92 | -12.2% | COMMON STOCK | 693506107 |
| AMGN | AMGEN INC COMMON STOCK USD 0.0001 | 327,048 | $45.24M | 0.2% | $138.32 * | $83.37 | +22.6% | COMMON STOCK | 031162100 |
| PLD | PROLOGIS INC REIT USD 0.01 | 1,158,235 | $45.05M | 0.2% | $38.90 * | $31.72 | -8.8% | EQUITIES - REIT | 74340W103 |
| PCG | PG&E CORP COMMON STOCK USD 0 | 842,606 | $44.49M | 0.2% | $52.80 * | $39.66 | +23.6% | COMMON STOCK | 69331C108 |
| LKQ | LKQ CORP COMMON STOCK USD 0.01 | 1,558,769 | $44.21M | 0.2% | $28.36 * | $24.51 | +3.9% | COMMON STOCK | 501889208 |
| CAH | CARDINAL HEALTH INC COMMON STOCK USD 0 | 572,499 | $43.98M | 0.2% | $76.82 * | $41.82 | +37.6% | COMMON STOCK | 14149Y108 |
| CHD | CHURCH & DWIGHT CO INC COMMON STOCK USD 1 | 523,043 | $43.88M | 0.2% | $83.90 * | $26.37 | +39.0% | COMMON STOCK | 171340102 |
| BA | BOEING CO/THE COMMON STOCK USD 5 | 329,297 | $43.12M | 0.2% | $130.95 * | $112.77 | +3.5% | COMMON STOCK | 097023105 |
| PYPL | PAYPAL HOLDINGS INC COMMON STOCK USD 0.0001 | 1,376,840 | $42.74M | 0.2% | $31.04 | $35.85 | -13.6% | COMMON STOCK | 70450Y103 |
| CAG | CONAGRA FOODS INC COMMON STOCK USD 5 | 1,050,692 | $42.56M | 0.2% | $40.51 * | $18.33 | +20.3% | COMMON STOCK | 205887102 |
| AVB | AVALONBAY COMMUNITIES INC REIT USD 0.01 | 241,258 | $42.18M | 0.2% | $174.82 * | $94.74 | +31.1% | EQUITIES - REIT | 053484101 |
| TJX | TJX COS INC/THE COMMON STOCK USD 1 | 590,338 | $42.16M | 0.2% | $71.42 * | $21.92 | +41.2% | COMMON STOCK | 872540109 |
| WEC | WEC ENERGY GROUP INC COMMON STOCK USD 0.01 | 783,395 | $40.91M | 0.2% | $52.22 * | $34.47 | +8.6% | COMMON STOCK | 92939U106 |
| — | CERNER CORP COMMON STOCK USD 0.01 | 681,382 | $40.86M | 0.2% | $59.96 | $60.51 | — | COMMON STOCK | 156782104 |
| CMG | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD 0.01 | 56,595 | $40.76M | 0.2% | $720.26 * | $8.23 | +75.0% | COMMON STOCK | 169656105 |
| — | ANSYS INC COMMON STOCK USD 0.01 | 460,518 | $40.59M | 0.2% | $88.14 | $82.50 | — | COMMON STOCK | 03662Q105 |
| COF | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01 | 558,949 | $40.53M | 0.2% | $72.52 * | $53.20 | +13.2% | COMMON STOCK | 14040H105 |
| TXN | TEXAS INSTRUMENTS INC COMMON STOCK USD 1 | 812,828 | $40.25M | 0.2% | $49.52 * | $27.01 | +38.3% | COMMON STOCK | 882508104 |
| TSCO | TRACTOR SUPPLY CO COMMON STOCK USD 0.008 | 473,433 | $39.92M | 0.2% | $84.32 * | $10.19 | +41.9% | COMMON STOCK | 892356106 |
| AYI | ACUITY BRANDS INC COMMON STOCK USD 0.01 | 226,006 | $39.68M | 0.2% | $175.58 * | $111.19 | +52.7% | COMMON STOCK | 00508Y102 |
| HAL | HALLIBURTON CO COMMON STOCK USD 2.5 | 1,120,827 | $39.62M | 0.2% | $35.35 * | $38.24 | -24.2% | COMMON STOCK | 406216101 |
| — | EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD 0.01 | 482,470 | $39.06M | 0.2% | $80.96 | $67.18 | — | COMMON STOCK | 30219G108 |
| USB | US BANCORP COMMON STOCK USD 0.01 | 946,697 | $38.82M | 0.2% | $41.01 * | $23.15 | +22.6% | COMMON STOCK | 902973304 |
| SBUX | STARBUCKS CORP COMMON STOCK USD 0.001 | 677,875 | $38.53M | 0.2% | $56.84 * | $32.47 | +41.8% | COMMON STOCK | 855244109 |
| TGT | TARGET CORP COMMON STOCK USD 0.0833 | 486,848 | $38.3M | 0.2% | $78.66 * | $49.78 | +16.5% | COMMON STOCK | 87612E106 |
| MMM | 3M CO COMMON STOCK USD 0.01 | 266,812 | $37.83M | 0.2% | $141.77 * | $61.72 | +37.2% | COMMON STOCK | 88579Y101 |
| WMT | WAL-MART STORES INC COMMON STOCK USD 0.1 | 582,485 | $37.77M | 0.2% | $64.84 * | $20.04 | -10.9% | COMMON STOCK | 931142103 |
| — | ASHLAND INC COMMON STOCK USD 0.01 | 374,909 | $37.72M | 0.2% | $100.62 | $107.35 | — | COMMON STOCK | 044209104 |
| EIX | EDISON INTERNATIONAL COMMON STOCK USD 0 | 596,305 | $37.61M | 0.2% | $63.07 * | $33.14 | +26.8% | COMMON STOCK | 281020107 |
| DAL | DELTA AIR LINES INC COMMON STOCK USD 0.0001 | 837,575 | $37.58M | 0.2% | $44.87 * | $22.21 | +78.1% | COMMON STOCK | 247361702 |
| MIDD | MIDDLEBY CORP/THE COMMON STOCK USD 0.01 | 356,566 | $37.51M | 0.2% | $105.19 | $77.47 | +35.8% | COMMON STOCK | 596278101 |
| CSGP | COSTAR GROUP INC COMMON STOCK USD 0.01 | 216,058 | $37.39M | 0.2% | $173.06 * | $13.84 | +25.1% | COMMON STOCK | 22160N109 |
| CRI | CARTER'S INC COMMON STOCK USD 0.01 | 410,767 | $37.23M | 0.2% | $90.64 * | $59.14 | +17.4% | COMMON STOCK | 146229109 |
| APH | AMPHENOL CORP COMMON STOCK USD 0.001 | 728,809 | $37.14M | 0.2% | $50.96 * | $11.04 | +4.7% | COMMON STOCK | 032095101 |
| BSX | BOSTON SCIENTIFIC CORP COMMON STOCK USD 0.01 | 2,241,953 | $36.79M | 0.2% | $16.41 | $13.97 | +17.5% | COMMON STOCK | 101137107 |
| AZO | AUTOZONE INC COMMON STOCK USD 0.01 | 50,452 | $36.52M | 0.2% | $723.84 | $563.21 | +28.5% | COMMON STOCK | 053332102 |
| VLO | VALERO ENERGY CORP COMMON STOCK USD 0.01 | 604,037 | $36.3M | 0.2% | $60.10 * | $30.44 | +31.4% | COMMON STOCK | 91913Y100 |
| — | ULTIMATE SOFTWARE GROUP INC/THE COMMON STOCK USD | 202,549 | $36.26M | 0.2% | $179.01 | $133.60 | — | COMMON STOCK | 90385D107 |
| AMG | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD | 211,626 | $36.19M | 0.2% | $170.99 * | $188.25 | -12.1% | COMMON STOCK | 008252108 |
| — | DISCOVER FINANCIAL SERVICES COMMON STOCK USD 0.01 | 695,671 | $36.17M | 0.2% | $51.99 | $47.64 | — | COMMON STOCK | 254709108 |
| AMAT | APPLIED MATERIALS INC COMMON STOCK USD 0.01 | 2,461,010 | $36.15M | 0.2% | $14.69 * | $16.30 | -20.2% | COMMON STOCK | 038222105 |
| MS | MORGAN STANLEY COMMON STOCK USD 0.01 | 1,111,589 | $35.02M | 0.2% | $31.50 * | $18.18 | +29.9% | COMMON STOCK | 617446448 |
| SBNY | SIGNATURE BANK/NEW YORK NY COMMON STOCK USD 0.01 | 252,657 | $34.76M | 0.2% | $137.56 | $89.34 | — | COMMON STOCK | 82669G104 |
| WDC | WESTERN DIGITAL CORP COMMON STOCK USD 0.01 | 437,253 | $34.73M | 0.2% | $79.44 * | $45.03 | +13.7% | COMMON STOCK | 958102105 |
| NOC | NORTHROP GRUMMAN CORP COMMON STOCK USD 1 | 208,418 | $34.59M | 0.2% | $165.95 * | $91.61 | +53.5% | COMMON STOCK | 666807102 |
| FITB | FIFTH THIRD BANCORP COMMON STOCK USD 0 | 1,827,224 | $34.55M | 0.2% | $18.91 * | $13.00 | +2.0% | COMMON STOCK | 316773100 |
| — | COOPER COS INC/THE COMMON STOCK USD 0.1 | 231,272 | $34.43M | 0.2% | $148.86 | $135.66 | — | COMMON STOCK | 216648402 |
| — | KELLOGG CO COMMON STOCK USD 0.25 | 512,850 | $34.13M | 0.2% | $66.55 * | $40.48 | +7.7% | COMMON STOCK | 487836108 |
| PII | POLARIS INDUSTRIES INC COMMON STOCK USD 0.01 | 282,177 | $33.83M | 0.2% | $119.87 | $109.16 | +9.8% | COMMON STOCK | 731068102 |
| COST | COSTCO WHOLESALE CORP COMMON STOCK USD 0.005 | 233,012 | $33.69M | 0.2% | $144.57 * | $88.65 | +36.9% | COMMON STOCK | 22160K105 |
| BR | BROADRIDGE FINANCIAL SOLUTIONS INC COMMON STOCK | 599,512 | $33.18M | 0.1% | $55.35 * | $35.40 | +31.0% | COMMON STOCK | 11133T103 |
| ROP | ROPER TECHNOLOGIES INC COMMON STOCK USD 0.01 | 211,592 | $33.16M | 0.1% | $156.70 * | $121.85 | +20.8% | COMMON STOCK | 776696106 |
| — | MONSANTO CO COMMON STOCK USD 0.01 | 386,743 | $33.01M | 0.1% | $85.34 | $101.16 | — | COMMON STOCK | 61166W101 |
| EOG | EOG RESOURCES INC COMMON STOCK USD 0.01 | 447,239 | $32.56M | 0.1% | $72.80 * | $64.11 | -16.5% | COMMON STOCK | 26875P101 |
| TEVA | TEVA PHARMACEUTICAL INDUSTRIES LTD ADR USD | 572,712 | $32.34M | 0.1% | $56.46 | $44.76 | +26.1% | ADR | 881624209 |
| — | XEROX CORP COMMON STOCK USD 1 | 3,316,143 | $32.27M | 0.1% | $9.73 | $10.84 | — | COMMON STOCK | 984121103 |
| VRSK | VERISK ANALYTICS INC COMMON STOCK USD 0.001 | 435,547 | $32.19M | 0.1% | $73.91 * | $62.61 | +12.8% | COMMON STOCK | 92345Y106 |
| — | PAREXEL INTERNATIONAL CORP COMMON STOCK USD 0.01 | 516,843 | $32M | 0.1% | $61.92 | $51.84 | — | COMMON STOCK | 699462107 |
| AXP | AMERICAN EXPRESS CO COMMON STOCK USD 0.2 | 429,802 | $31.86M | 0.1% | $74.13 * | $76.09 | -16.1% | COMMON STOCK | 025816109 |
| DRI | DARDEN RESTAURANTS INC COMMON STOCK USD 0 | 463,359 | $31.76M | 0.1% | $68.54 * | $35.94 | +26.8% | COMMON STOCK | 237194105 |
| LYB | LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD | 377,758 | $31.49M | 0.1% | $83.36 * | $38.67 | +21.4% | COMMON STOCK | N53745100 |
| — | DOW CHEMICAL CO/THE COMMON STOCK USD 2.5 | 742,308 | $31.47M | 0.1% | $42.40 | $42.53 | — | COMMON STOCK | 260543103 |
| COP | CONOCOPHILLIPS COMMON STOCK USD 0.01 | 650,638 | $31.2M | 0.1% | $47.96 * | $44.74 | -22.2% | COMMON STOCK | 20825C104 |
| — | ACE LTD COMMON STOCK USD 24.77 | 301,199 | $31.14M | 0.1% | $103.40 | $95.79 | — | COMMON STOCK | H0023R105 |
| LNC | LINCOLN NATIONAL CORP COMMON STOCK USD 0 | 655,774 | $31.12M | 0.1% | $47.46 * | $30.41 | +6.0% | COMMON STOCK | 534187109 |
| — | HARRIS CORP COMMON STOCK USD 1 | 424,512 | $31.05M | 0.1% | $73.15 | $68.60 | — | COMMON STOCK | 413875105 |
| — | DISH NETWORK CORP COMMON STOCK USD 0.01 | 532,265 | $31.05M | 0.1% | $58.34 | $69.48 | — | COMMON STOCK | 25470M109 |
| AEP | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD | 542,623 | $30.85M | 0.1% | $56.86 * | $36.96 | +7.0% | COMMON STOCK | 025537101 |
| ULTA | ULTA SALON COSMETICS & FRAGRANCE INC COMMON STOCK | 188,331 | $30.76M | 0.1% | $163.35 | $109.36 | +49.4% | COMMON STOCK | 90384S303 |
| EA | ELECTRONIC ARTS INC COMMON STOCK USD 0.01 | 451,283 | $30.57M | 0.1% | $67.75 * | $29.62 | +122.4% | COMMON STOCK | 285512109 |
| ALL | ALLSTATE CORP/THE COMMON STOCK USD 0.01 | 521,318 | $30.36M | 0.1% | $58.24 * | $45.03 | +3.3% | COMMON STOCK | 020002101 |
| REGN | REGENERON PHARMACEUTICALS INC COMMON STOCK USD | 65,273 | $30.36M | 0.1% | $465.14 | $282.27 | +63.9% | COMMON STOCK | 75886F107 |
| ALGN | ALIGN TECHNOLOGY INC COMMON STOCK USD 0.0001 | 532,038 | $30.2M | 0.1% | $56.76 | $52.87 | +7.4% | COMMON STOCK | 016255101 |
| EWBC | EAST WEST BANCORP INC COMMON STOCK USD 0.001 | 779,966 | $29.97M | 0.1% | $38.42 * | $22.10 | +37.2% | COMMON STOCK | 27579R104 |
| EBAY | EBAY INC COMMON STOCK USD 0.001 | 1,217,966 | $29.77M | 0.1% | $24.44 * | $20.30 | +7.2% | COMMON STOCK | 278642103 |
| EQR | EQUITY RESIDENTIAL REIT USD 0.01 | 395,008 | $29.67M | 0.1% | $75.12 * | $44.08 | +1.0% | EQUITIES - REIT | 29476L107 |
| — | SIRONA DENTAL SYSTEMS INC COMMON STOCK USD 0.01 | 316,859 | $29.58M | 0.1% | $93.34 | $72.79 | — | COMMON STOCK | 82966C103 |
| — | STERICYCLE INC COMMON STOCK USD 0.01 | 211,191 | $29.42M | 0.1% | $139.31 | $113.93 | — | COMMON STOCK | 858912108 |
| PRGO | PERRIGO CO PLC COMMON STOCK USD 0 | 187,015 | $29.41M | 0.1% | $157.27 | $159.69 | -1.5% | COMMON STOCK | G97822103 |
| — | RED HAT INC COMMON STOCK USD 0.0001 | 408,301 | $29.35M | 0.1% | $71.88 | $49.42 | — | COMMON STOCK | 756577102 |
| VRTX | VERTEX PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 278,390 | $28.99M | 0.1% | $104.14 | $75.47 | +38.0% | COMMON STOCK | 92532F100 |
| AKAM | AKAMAI TECHNOLOGIES INC COMMON STOCK USD 0.01 | 416,477 | $28.76M | 0.1% | $69.06 | $57.40 | +20.3% | COMMON STOCK | 00971T101 |
| DLTR | DOLLAR TREE INC COMMON STOCK USD 0.01 | 430,446 | $28.69M | 0.1% | $66.66 | $66.18 | +0.7% | COMMON STOCK | 256746108 |
| BC | BRUNSWICK CORP/DE COMMON STOCK USD 0.75 | 595,907 | $28.54M | 0.1% | $47.89 * | $37.08 | +8.4% | COMMON STOCK | 117043109 |
| — | JARDEN CORP COMMON STOCK USD 0.01 | 582,141 | $28.45M | 0.1% | $48.88 | $47.99 | — | COMMON STOCK | 471109108 |
| — | ACTIVISION BLIZZARD INC COMMON STOCK USD 0.000001 | 920,145 | $28.42M | 0.1% | $30.89 | $14.34 | — | COMMON STOCK | 00507V109 |
| ACN | ACCENTURE PLC COMMON STOCK USD 0.0000225 | 289,204 | $28.42M | 0.1% | $98.26 * | $62.54 | +32.7% | COMMON STOCK | G1151C101 |
| MOS | MOSAIC CO/THE COMMON STOCK USD 0.01 | 908,609 | $28.27M | 0.1% | $31.11 * | $37.76 | -32.7% | COMMON STOCK | 61945C103 |
| — | HOLLYFRONTIER CORP COMMON STOCK USD 0.01 | 576,391 | $28.15M | 0.1% | $48.84 | $43.10 | — | COMMON STOCK | 436106108 |
| BFH | ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD 0.01 | 108,659 | $28.14M | 0.1% | $258.98 * | $186.01 | -4.0% | COMMON STOCK | 018581108 |
| PPL | PPL CORP COMMON STOCK USD 0.01 | 853,581 | $28.07M | 0.1% | $32.89 * | $17.28 | +20.8% | COMMON STOCK | 69351T106 |
| WSM | WILLIAMS-SONOMA INC COMMON STOCK USD 0.01 | 366,639 | $27.99M | 0.1% | $76.35 * | $25.44 | +17.3% | COMMON STOCK | 969904101 |
| MTB | M&T BANK CORP COMMON STOCK USD 0.5 | 227,585 | $27.75M | 0.1% | $121.95 * | $80.76 | +13.1% | COMMON STOCK | 55261F104 |
| ALK | ALASKA AIR GROUP INC COMMON STOCK USD 0.01 | 347,792 | $27.63M | 0.1% | $79.45 * | $44.59 | +64.3% | COMMON STOCK | 011659109 |
| HAIN | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD 0.01 | 533,465 | $27.53M | 0.1% | $51.60 | $47.79 | +8.0% | COMMON STOCK | 405217100 |
| PKG | PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01 | 457,431 | $27.52M | 0.1% | $60.16 * | $39.83 | +11.3% | COMMON STOCK | 695156109 |
| — | BROADCOM CORP COMMON STOCK USD 0.0001 | 533,387 | $27.43M | 0.1% | $51.43 | $38.30 | — | COMMON STOCK | 111320107 |
| — | ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1 | 452,759 | $27.34M | 0.1% | $60.39 | $106.93 | — | COMMON STOCK | 032511107 |
| — | AETNA INC COMMON STOCK USD 0.01 | 248,024 | $27.14M | 0.1% | $109.41 | $64.56 | — | COMMON STOCK | 00817Y108 |
| — | CR BARD INC COMMON STOCK USD 0.25 | 144,453 | $26.91M | 0.1% | $186.31 | $143.30 | — | COMMON STOCK | 067383109 |
| OHI | OMEGA HEALTHCARE INVESTORS INC REIT USD 0.1 | 759,486 | $26.7M | 0.1% | $35.15 | $34.42 | — | EQUITIES - REIT | 681936100 |
| IT | GARTNER INC COMMON STOCK USD 0.0005 | 315,962 | $26.52M | 0.1% | $83.93 | $67.80 | +23.8% | COMMON STOCK | 366651107 |
| INGR | INGREDION INC COMMON STOCK USD 0.01 | 301,517 | $26.32M | 0.1% | $87.31 | $72.24 | +20.9% | COMMON STOCK | 457187102 |
| VTR | VENTAS INC REIT USD 0.25 | 469,307 | $26.31M | 0.1% | $56.06 * | $49.84 | -28.0% | EQUITIES - REIT | 92276F100 |
| EL | ESTEE LAUDER COS INC/THE COMMON STOCK USD 0.01 | 323,474 | $26.1M | 0.1% | $80.68 * | $62.81 | +12.6% | COMMON STOCK | 518439104 |
| — | COMPUTER SCIENCES CORP COMMON STOCK USD 1 | 421,113 | $25.85M | 0.1% | $61.38 | $50.15 | — | COMMON STOCK | 205363104 |
| — | LINKEDIN CORP COMMON STOCK USD 0.0001 | 135,526 | $25.77M | 0.1% | $190.13 | $212.45 | — | COMMON STOCK | 53578A108 |
| CL | COLGATE-PALMOLIVE CO COMMON STOCK USD 1 | 404,202 | $25.65M | 0.1% | $63.46 * | $47.75 | +4.5% | COMMON STOCK | 194162103 |
| — | SBA COMMUNICATIONS CORP COMMON STOCK USD 0.01 | 244,121 | $25.57M | 0.1% | $104.74 | $81.32 | — | COMMON STOCK | 78388J106 |
| — | GENESEE & WYOMING INC COMMON STOCK USD 0.01 | 431,055 | $25.47M | 0.1% | $59.08 | $83.84 | — | COMMON STOCK | 371559105 |
| IEX | IDEX CORP COMMON STOCK USD 0.01 | 353,550 | $25.21M | 0.1% | $71.30 * | $50.84 | +22.9% | COMMON STOCK | 45167R104 |
| TAP | MOLSON COORS BREWING CO COMMON STOCK USD 0.01 | 303,583 | $25.2M | 0.1% | $83.02 * | $53.46 | +20.8% | COMMON STOCK | 60871R209 |
| HCA | HCA HOLDINGS INC COMMON STOCK USD 0.01 | 325,384 | $25.17M | 0.1% | $77.36 * | $45.94 | +56.5% | COMMON STOCK | 40412C101 |
| — | GREAT PLAINS ENERGY INC COMMON STOCK USD 0 | 931,181 | $25.16M | 0.1% | $27.02 | $22.54 | — | COMMON STOCK | 391164100 |
| — | PANERA BREAD CO COMMON STOCK USD 0.0001 | 130,050 | $25.15M | 0.1% | $193.41 | $172.73 | — | COMMON STOCK | 69840W108 |
| RSG | REPUBLIC SERVICES INC COMMON STOCK USD 0.01 | 608,119 | $25.05M | 0.1% | $41.20 * | $26.46 | +30.7% | COMMON STOCK | 760759100 |
| — | DELPHI AUTOMOTIVE PLC COMMON STOCK USD 0.01 | 327,164 | $24.88M | 0.1% | $76.04 | $57.41 | — | COMMON STOCK | G27823106 |
| — | CITRIX SYSTEMS INC COMMON STOCK USD 0.001 | 358,101 | $24.81M | 0.1% | $69.28 | $66.73 | — | COMMON STOCK | 177376100 |
| — | HEWLETT-PACKARD CO COMMON STOCK USD 0.01 | 964,255 | $24.7M | 0.1% | $25.61 | $25.32 | — | COMMON STOCK | 428236103 |
| WY | WEYERHAEUSER CO REIT USD 1.25 | 902,940 | $24.69M | 0.1% | $27.34 * | $19.31 | -5.2% | EQUITIES - REIT | 962166104 |
| NFLX | NETFLIX INC COMMON STOCK USD 0.001 | 238,839 | $24.66M | 0.1% | $103.26 * | $10.13 | +1.9% | COMMON STOCK | 64110L106 |
| ZBH | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD 0.01 | 261,804 | $24.59M | 0.1% | $93.93 * | $85.46 | -1.8% | COMMON STOCK | 98956P102 |
| GM | GENERAL MOTORS CO COMMON STOCK USD 0.01 | 817,267 | $24.53M | 0.1% | $30.02 * | $24.64 | -3.0% | COMMON STOCK | 37045V100 |
| — | HANESBRANDS INC COMMON STOCK USD 0.01 | 843,672 | $24.42M | 0.1% | $28.94 | $46.85 | — | COMMON STOCK | 410345102 |
| — | BLACKROCK INC COMMON STOCK USD 0.01 | 82,001 | $24.39M | 0.1% | $297.47 | $283.00 | — | COMMON STOCK | 09247X101 |
| SYY | SYSCO CORP COMMON STOCK USD 1 | 625,815 | $24.39M | 0.1% | $38.97 * | $25.69 | +16.5% | COMMON STOCK | 871829107 |
| ADM | ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0 | 586,978 | $24.33M | 0.1% | $41.45 * | $34.34 | -11.1% | COMMON STOCK | 039483102 |
| PSX | PHILLIPS 66 COMMON STOCK USD | 314,094 | $24.14M | 0.1% | $76.84 * | $41.78 | +25.5% | COMMON STOCK | 718546104 |
| — | INTERPUBLIC GROUP OF COS INC/THE COMMON STOCK USD | 1,261,559 | $24.13M | 0.1% | $19.13 * | $12.93 | +1.1% | COMMON STOCK | 460690100 |
| — | SL GREEN REALTY CORP REIT USD 0.01 | 222,526 | $24.07M | 0.1% | $108.16 | $124.83 | — | EQUITIES - REIT | 78440X101 |
| — | ARRIS GROUP INC COMMON STOCK USD 0.01 | 925,435 | $24.03M | 0.1% | $25.97 | $27.64 | — | COMMON STOCK | 04270V106 |
| MRSH | MARSH & MCLENNAN COS INC COMMON STOCK USD 1 | 457,366 | $23.88M | 0.1% | $52.22 * | $40.54 | +8.1% | COMMON STOCK | 571748102 |
| EXR | EXTRA SPACE STORAGE INC REIT USD 0.01 | 307,529 | $23.73M | 0.1% | $77.16 * | $45.59 | +15.8% | EQUITIES - REIT | 30225T102 |
| MAN | MANPOWERGROUP INC COMMON STOCK USD 0.01 | 288,110 | $23.59M | 0.1% | $81.89 | $73.25 | +11.8% | COMMON STOCK | 56418H100 |
| HOLX | HOLOGIC INC COMMON STOCK USD 0.01 | 602,024 | $23.56M | 0.1% | $39.13 | $26.72 | +46.5% | COMMON STOCK | 436440101 |
| KEYS | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD | 763,494 | $23.55M | 0.1% | $30.84 | $32.59 | -5.4% | COMMON STOCK | 49338L103 |
| EXC | EXELON CORP COMMON STOCK USD 0 | 788,857 | $23.43M | 0.1% | $29.70 * | $16.20 | -9.1% | COMMON STOCK | 30161N101 |
| ILMN | ILLUMINA INC COMMON STOCK USD 0.01 | 133,228 | $23.42M | 0.1% | $175.82 * | $106.41 | +60.7% | COMMON STOCK | 452327109 |
| IDXX | IDEXX LABORATORIES INC COMMON STOCK USD 0.1 | 315,093 | $23.4M | 0.1% | $74.25 | $61.08 | +21.6% | COMMON STOCK | 45168D104 |
| MSCI | MSCI INC COMMON STOCK USD 0.01 | 387,744 | $23.05M | 0.1% | $59.46 * | $43.99 | +20.8% | COMMON STOCK | 55354G100 |
| SJM | SMUCKER(J.M.)CO COM STK NPV | 199,746 | $22.79M | 0.1% | $114.09 * | $73.86 | +13.5% | COMMON STOCK | 832696405 |
| CYH | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD 0.01 | 531,507 | $22.73M | 0.1% | $42.77 * | $40.46 | -12.6% | COMMON STOCK | 203668108 |
| — | VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON | 127,420 | $22.73M | 0.1% | $178.38 | $160.16 | — | COMMON STOCK | 91911K102 |
| — | TIME WARNER CABLE INC COMMON STOCK USD 0.01 | 126,183 | $22.63M | 0.1% | $179.37 | $115.15 | — | COMMON STOCK | 88732J207 |
| — | TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 | 838,663 | $22.63M | 0.1% | $26.98 | $33.78 | — | COMMON STOCK | 90130A101 |
| FIS | FIDELITY NATIONAL INFORMATION SERVICES INC COMMON | 332,365 | $22.3M | 0.1% | $67.08 * | $39.81 | +41.3% | COMMON STOCK | 31620M106 |
| CPRT | COPART INC COMMON STOCK USD 0 | 674,928 | $22.2M | 0.1% | $32.90 * | $4.18 | -1.6% | COMMON STOCK | 217204106 |
| — | DUKE REALTY CORP REIT USD 0.01 | 1,163,527 | $22.16M | 0.1% | $19.05 | $15.63 | — | EQUITIES - REIT | 264411505 |
| — | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD 0.01 | 265,920 | $22.1M | 0.1% | $83.10 | $76.20 | — | COMMON STOCK | 931427108 |
| — | CBL & ASSOCIATES PROPERTIES INC REIT USD 0.01 | 1,596,175 | $21.95M | 0.1% | $13.75 | $18.21 | — | EQUITIES - REIT | 124830100 |
| UHS | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD | 174,937 | $21.83M | 0.1% | $124.81 * | $88.10 | +35.7% | COMMON STOCK | 913903100 |
| ADI | ANALOG DEVICES INC COMMON STOCK USD 0.167 | 387,060 | $21.83M | 0.1% | $56.41 * | $46.61 | -1.3% | COMMON STOCK | 032654105 |
| — | SPLUNK INC COMMON STOCK USD 0.001 | 392,535 | $21.73M | 0.1% | $55.35 | $60.95 | — | COMMON STOCK | 848637104 |
| AMCX | AMC NETWORKS INC COMMON STOCK USD | 296,414 | $21.69M | 0.1% | $73.17 | $64.58 | +13.3% | COMMON STOCK | 00164V103 |
| — | HCP INC REIT USD 1 | 582,179 | $21.69M | 0.1% | $37.25 | $39.30 | — | EQUITIES - REIT | 40414L109 |
| GIS | GENERAL MILLS INC COMMON STOCK USD 0.1 | 384,520 | $21.58M | 0.1% | $56.13 * | $32.83 | +19.4% | COMMON STOCK | 370334104 |
| DXCM | DEXCOM INC COMMON STOCK USD 0.001 | 251,334 | $21.58M | 0.1% | $85.86 * | $8.19 | +162.2% | COMMON STOCK | 252131107 |
| — | WESTAR ENERGY INC COMMON STOCK USD 5 | 558,707 | $21.48M | 0.1% | $38.44 | $32.41 | — | COMMON STOCK | 95709T100 |
| AFG | AMERICAN FINANCIAL GROUP INC/OH COMMON STOCK USD 0 | 311,428 | $21.46M | 0.1% | $68.91 * | $27.26 | +18.5% | COMMON STOCK | 025932104 |
| FTNT | FORTINET INC COMMON STOCK USD 0.001 | 504,865 | $21.45M | 0.1% | $42.48 * | $5.20 | +63.2% | COMMON STOCK | 34959E109 |
| — | ENVISION HEALTHCARE HOLDINGS INC COMMON STOCK USD | 581,120 | $21.38M | 0.1% | $36.79 | $32.82 | — | COMMON STOCK | 29413U103 |
| CGNX | COGNEX CORP COMMON STOCK USD 0.002 | 614,143 | $21.11M | 0.1% | $34.37 * | $16.08 | -1.4% | COMMON STOCK | 192422103 |
| LULU | LULULEMON ATHLETICA INC COMMON STOCK USD 0.005 | 412,504 | $20.89M | 0.1% | $50.65 | $64.41 | -21.4% | COMMON STOCK | 550021109 |
| AJG | ARTHUR J GALLAGHER & CO COMMON STOCK USD 1 | 501,571 | $20.7M | 0.1% | $41.28 * | $35.76 | -3.6% | COMMON STOCK | 363576109 |
| CPT | CAMDEN PROPERTY TRUST REIT USD 0.01 | 279,880 | $20.68M | 0.1% | $73.90 * | $42.69 | +16.2% | EQUITIES - REIT | 133131102 |
| RS | RELIANCE STEEL & ALUMINUM CO COMMON STOCK USD 0 | 381,278 | $20.59M | 0.1% | $54.01 | $66.04 | -18.2% | COMMON STOCK | 759509102 |
| MPC | MARATHON PETROLEUM CORP COMMON STOCK USD | 442,910 | $20.52M | 0.1% | $46.33 * | $33.42 | +0.5% | COMMON STOCK | 56585A102 |
| SHW | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD 1 | 91,514 | $20.39M | 0.1% | $222.77 * | $73.43 | -8.1% | COMMON STOCK | 824348106 |
| HST | HOST HOTELS & RESORTS INC REIT USD 0.01 | 1,286,368 | $20.34M | 0.1% | $15.81 * | $13.81 | -24.0% | EQUITIES - REIT | 44107P104 |
| NTCT | NETSCOUT SYSTEMS INC COMMON STOCK USD 0.001 | 574,316 | $20.31M | 0.1% | $35.37 | $35.44 | -0.2% | COMMON STOCK | 64115T104 |
| MLM | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD | 133,653 | $20.31M | 0.1% | $151.95 * | $93.65 | +50.0% | COMMON STOCK | 573284106 |
| VMC | VULCAN MATERIALS CO COMMON STOCK USD 1 | 226,774 | $20.23M | 0.1% | $89.20 * | $60.84 | +34.4% | COMMON STOCK | 929160109 |
| DOX | AMDOCS LTD COMMON STOCK USD 0.01 | 353,705 | $20.12M | 0.1% | $56.88 * | $31.36 | +50.0% | COMMON STOCK | G02602103 |
| — | CANTEL MEDICAL CORP COMMON STOCK USD 0.1 | 353,987 | $20.07M | 0.1% | $56.70 | $45.15 | — | COMMON STOCK | 138098108 |
| BP | BP PLC ADR USD | 655,351 | $20.03M | 0.1% | $30.56 | $49.66 | -38.5% | ADR | 055622104 |
| — | CBS CORP COMMON STOCK USD 0.001 | 501,822 | $20.02M | 0.1% | $39.90 | $57.52 | — | COMMON STOCK | 124857202 |
| SEIC | SEI INVESTMENTS CO COMMON STOCK USD 0.01 | 414,742 | $20M | 0.1% | $48.23 * | $27.28 | +55.5% | COMMON STOCK | 784117103 |
| — | VIACOM INC COMMON STOCK USD 0.001 | 461,097 | $19.9M | 0.1% | $43.15 | $67.43 | — | COMMON STOCK | 92553P201 |
| JLL | JONES LANG LASALLE INC COMMON STOCK USD 0.01 | 138,029 | $19.84M | 0.1% | $143.77 * | $105.59 | +32.8% | COMMON STOCK | 48020Q107 |
| — | ALLEGHANY CORP COMMON STOCK USD 1 | 42,288 | $19.8M | 0.1% | $468.10 | $438.45 | — | COMMON STOCK | 017175100 |
| JBHT | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD | 276,466 | $19.74M | 0.1% | $71.40 * | $65.93 | -1.7% | COMMON STOCK | 445658107 |
| XEL | XCEL ENERGY INC COMMON STOCK USD 2.5 | 555,151 | $19.66M | 0.1% | $35.41 * | $20.05 | +28.6% | COMMON STOCK | 98389B100 |
| SCHW | CHARLES SCHWAB CORP/THE COMMON STOCK USD 0.01 | 685,422 | $19.58M | 0.1% | $28.56 * | $21.12 | +19.0% | COMMON STOCK | 808513105 |
| BXP | BOSTON PROPERTIES INC REIT USD 0.01 | 163,746 | $19.39M | 0.1% | $118.40 * | $66.05 | +18.2% | EQUITIES - REIT | 101121101 |
| LNT | ALLIANT ENERGY CORP COMMON STOCK USD 0.01 | 330,855 | $19.35M | 0.1% | $58.49 * | $20.61 | +2.5% | COMMON STOCK | 018802108 |
| — | CIT GROUP INC COMMON STOCK USD 0.01 | 482,466 | $19.31M | 0.1% | $40.03 | $46.31 | — | COMMON STOCK | 125581801 |
| — | TIME WARNER INC COMMON STOCK USD 0.01 | 279,842 | $19.24M | 0.1% | $68.75 | $60.90 | — | COMMON STOCK | 887317303 |
| — | SOLARWINDS INC COMMON STOCK USD 0.001 | 489,778 | $19.22M | 0.1% | $39.24 | $39.10 | — | COMMON STOCK | 83416B109 |
| PSA | PUBLIC STORAGE REIT USD 0.1 | 90,651 | $19.18M | 0.1% | $211.62 * | $129.27 | +9.4% | EQUITIES - REIT | 74460D109 |
| HIW | HIGHWOODS PROPERTIES INC REIT USD 0.01 | 494,840 | $19.18M | 0.1% | $38.75 | $35.84 | — | EQUITIES - REIT | 431284108 |
| YUM | YUM BRANDS INC COMMON STOCK USD 0 | 239,491 | $19.15M | 0.1% | $79.95 * | $41.48 | +14.2% | COMMON STOCK | 988498101 |
| ECL | ECOLAB INC COMMON STOCK USD 1 | 174,484 | $19.14M | 0.1% | $109.72 * | $78.18 | +25.5% | COMMON STOCK | 278865100 |
| PGR | PROGRESSIVE CORP/THE COMMON STOCK USD 1 | 623,618 | $19.11M | 0.1% | $30.64 * | $17.09 | +32.1% | COMMON STOCK | 743315103 |
| EG | EVEREST RE GROUP LTD COMMON STOCK USD 0.01 | 108,062 | $18.73M | 0.1% | $173.34 * | $99.72 | +40.0% | COMMON STOCK | G3223R108 |
| NTRS | NORTHERN TRUST CORP COMMON STOCK USD 1.667 | 274,529 | $18.71M | 0.1% | $68.16 * | $41.08 | +25.9% | COMMON STOCK | 665859104 |
| — | HD SUPPLY HOLDINGS INC COMMON STOCK USD 0.01 | 651,116 | $18.64M | 0.1% | $28.62 | $28.88 | — | COMMON STOCK | 40416M105 |
| VNO | VORNADO REALTY TRUST REIT USD 0.04 | 205,491 | $18.58M | 0.1% | $90.42 | $93.33 | — | EQUITIES - REIT | 929042109 |
| TECH | BIO-TECHNE CORP COMMON STOCK USD 0.01 | 200,886 | $18.57M | 0.1% | $92.46 * | $22.15 | -2.5% | COMMON STOCK | 09073M104 |
| BFAM | BRIGHT HORIZONS FAMILY SOLUTIONS INC COMMON STOCK | 289,042 | $18.57M | 0.1% | $64.24 | $42.74 | +50.3% | COMMON STOCK | 109194100 |
| EMR | EMERSON ELECTRIC CO COMMON STOCK USD 0.5 | 420,321 | $18.57M | 0.1% | $44.17 * | $41.30 | -18.4% | COMMON STOCK | 291011104 |
| DAN | DANA HOLDING CORP COMMON STOCK USD 0.01 | 1,161,767 | $18.45M | 0.1% | $15.88 * | $16.58 | -22.4% | COMMON STOCK | 235825205 |
| ETN | EATON CORP PLC COMMON STOCK USD 0.01 | 357,616 | $18.35M | 0.1% | $51.30 * | $46.82 | -13.4% | COMMON STOCK | G29183103 |
| BK | BANK OF NEW YORK MELLON CORP/THE COMMON STOCK USD | 466,721 | $18.27M | 0.1% | $39.15 * | $26.51 | +13.8% | COMMON STOCK | 064058100 |
| — | ANNALY CAPITAL MANAGEMENT INC REIT USD 0.01 | 1,838,582 | $18.15M | 0.1% | $9.87 | $11.18 | — | EQUITIES - REIT | 035710409 |
| — | JOHNSON CONTROLS INC COMMON STOCK USD 0.01388 | 437,973 | $18.11M | 0.1% | $41.36 | $42.56 | — | COMMON STOCK | 478366107 |
| CSL | CARLISLE COS INC COMMON STOCK USD 1 | 206,381 | $18.03M | 0.1% | $87.38 * | $64.10 | +19.7% | COMMON STOCK | 142339100 |
| TSN | TYSON FOODS INC COMMON STOCK USD 0.1 | 416,093 | $17.93M | 0.1% | $43.10 * | $22.46 | +50.2% | COMMON STOCK | 902494103 |
| HP | HELMERICH & PAYNE INC COMMON STOCK USD 0.1 | 377,675 | $17.85M | 0.1% | $47.26 | $68.22 | -30.7% | COMMON STOCK | 423452101 |
| DPZ | DOMINO'S PIZZA INC COMMON STOCK USD 0.01 | 164,787 | $17.78M | 0.1% | $107.91 * | $61.38 | +57.0% | COMMON STOCK | 25754A201 |
| SNPS | SYNOPSYS INC COMMON STOCK USD 0.01 | 383,347 | $17.7M | 0.1% | $46.18 | $37.80 | +22.2% | COMMON STOCK | 871607107 |
| AOS | AO SMITH CORP COMMON STOCK USD 1 | 270,642 | $17.64M | 0.1% | $65.19 * | $21.83 | +26.3% | COMMON STOCK | 831865209 |
| — | TE CONNECTIVITY LTD COMMON STOCK USD 0.57 | 294,197 | $17.62M | 0.1% | $59.89 | $52.94 | — | COMMON STOCK | H84989104 |
| CNC | CENTENE CORP COMMON STOCK USD 0.001 | 323,022 | $17.52M | 0.1% | $54.23 * | $24.25 | +11.8% | COMMON STOCK | 15135B101 |
| TSLA | TESLA MOTORS INC COMMON STOCK USD 0.001 | 70,352 | $17.48M | 0.1% | $248.39 * | $15.08 | +9.8% | COMMON STOCK | 88160R101 |
| LAD | LITHIA MOTORS INC COMMON STOCK USD 0 | 160,769 | $17.38M | 0.1% | $108.11 | $68.79 | +57.1% | COMMON STOCK | 536797103 |
| VOYA | VOYA FINANCIAL INC COMMON STOCK USD 0.01 | 447,526 | $17.35M | 0.1% | $38.77 * | $33.75 | +2.9% | COMMON STOCK | 929089100 |
| CNK | CINEMARK HOLDINGS INC COMMON STOCK USD 0.001 | 533,817 | $17.34M | 0.1% | $32.49 * | $26.88 | +2.5% | COMMON STOCK | 17243V102 |
| ADP | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD 0.1 | 215,279 | $17.3M | 0.1% | $80.36 * | $53.17 | +21.1% | COMMON STOCK | 053015103 |
| KMB | KIMBERLY-CLARK CORP COMMON STOCK USD 1.25 | 158,634 | $17.3M | 0.1% | $109.04 * | $64.71 | +19.0% | COMMON STOCK | 494368103 |
| ROST | ROSS STORES INC COMMON STOCK USD 0.01 | 356,804 | $17.29M | 0.1% | $48.47 * | $35.95 | +21.9% | COMMON STOCK | 778296103 |
| — | LIBERTY INTERACTIVE CORP QVC GROUP TRACKING STK | 656,203 | $17.21M | 0.1% | $26.23 | $27.35 | — | COMMON STOCK | 53071M104 |
| KRC | KILROY REALTY CORP REIT USD 0.01 | 263,516 | $17.17M | 0.1% | $65.16 | $75.91 | — | EQUITIES - REIT | 49427F108 |
| ELV | ANTHEM INC COMMON STOCK USD 0.01 | 122,093 | $17.09M | 0.1% | $140.00 * | $105.54 | +15.0% | COMMON STOCK | 036752103 |
| RGA | REINSURANCE GROUP OF AMERICA INC COMMON STOCK USD | 188,122 | $17.04M | 0.1% | $90.59 | $63.46 | +42.7% | COMMON STOCK | 759351604 |
| — | BANK OF THE OZARKS INC COMMON STOCK USD 0.01 | 388,699 | $17.01M | 0.1% | $43.76 | $37.51 | — | COMMON STOCK | 063904106 |
| — | WEINGARTEN REALTY INVESTORS REIT USD 0.03 | 512,615 | $16.97M | 0.1% | $33.11 | $31.73 | — | EQUITIES - REIT | 948741103 |
| PNW | PINNACLE WEST CAPITAL CORP COMMON STOCK USD 0 | 264,113 | $16.94M | 0.1% | $64.14 * | $35.05 | +22.2% | COMMON STOCK | 723484101 |
| CAT | CATERPILLAR INC COMMON STOCK USD 1 | 258,865 | $16.92M | 0.1% | $65.36 * | $63.62 | -20.5% | COMMON STOCK | 149123101 |
| ODFL | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD 0.1 | 276,273 | $16.85M | 0.1% | $61.00 * | $16.56 | +18.0% | COMMON STOCK | 679580100 |
| — | WP GLIMCHER INC REIT USD 0.0001 | 1,441,756 | $16.81M | 0.1% | $11.66 | $16.42 | — | EQUITIES - REIT | 92939N102 |
| AEO | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD | 1,071,076 | $16.74M | 0.1% | $15.63 * | $12.19 | -3.8% | COMMON STOCK | 02553E106 |
| — | BEMIS CO INC COMMON STOCK USD 0.1 | 421,302 | $16.67M | 0.1% | $39.57 | $41.75 | — | COMMON STOCK | 081437105 |
| AMP | AMERIPRISE FINANCIAL INC COMMON STOCK USD 0.01 | 152,711 | $16.66M | 0.1% | $109.13 * | $61.58 | +42.5% | COMMON STOCK | 03076C106 |
| — | SKECHERS U.S.A. INC COMMON STOCK USD 0.001 | 124,115 | $16.64M | 0.1% | $134.08 | $79.76 | — | COMMON STOCK | 830566105 |
| — | VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD 1 | 225,263 | $16.62M | 0.1% | $73.78 | $73.67 | — | COMMON STOCK | 92220P105 |
| EAT | BRINKER INTERNATIONAL INC COMMON STOCK USD 0.1 | 315,409 | $16.61M | 0.1% | $52.67 * | $36.99 | +21.9% | COMMON STOCK | 109641100 |
| FFIV | F5 NETWORKS INC COMMON STOCK USD 0 | 143,454 | $16.61M | 0.1% | $115.80 | $94.04 | +23.1% | COMMON STOCK | 315616102 |
| RCL | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD 0.01 | 186,160 | $16.59M | 0.1% | $89.09 * | $51.47 | +53.5% | COMMON STOCK | V7780T103 |
| UNM | UNUM GROUP COMMON STOCK USD 0.1 | 515,388 | $16.53M | 0.1% | $32.08 | $31.76 | +1.0% | COMMON STOCK | 91529Y106 |
| OMC | OMNICOM GROUP INC COMMON STOCK USD 0.15 | 250,749 | $16.52M | 0.1% | $65.90 * | $41.72 | +11.7% | COMMON STOCK | 681919106 |
| — | VCA INC COMMON STOCK USD 0.001 | 313,399 | $16.5M | 0.1% | $52.65 | $33.77 | — | COMMON STOCK | 918194101 |
| — | ENDURANCE SPECIALTY HOLDINGS LTD COMMON STOCK USD | 270,278 | $16.5M | 0.1% | $61.03 | $58.94 | — | COMMON STOCK | G30397106 |
| — | CENTURYLINK INC COMMON STOCK USD 1 | 656,477 | $16.49M | 0.1% | $25.12 | $35.41 | — | COMMON STOCK | 156700106 |
| — | WYNDHAM WORLDWIDE CORP COMMON STOCK USD 0.01 | 228,391 | $16.42M | 0.1% | $71.90 | $66.03 | — | COMMON STOCK | 98310W108 |
| — | STERIS CORP COMMON STOCK USD 0 | 251,913 | $16.37M | 0.1% | $64.97 | $52.73 | — | COMMON STOCK | 859152100 |
| OGE | OGE ENERGY CORP COMMON STOCK USD 0.01 | 596,361 | $16.32M | 0.1% | $27.36 | $33.01 | -17.1% | COMMON STOCK | 670837103 |
| PFG | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD | 343,670 | $16.27M | 0.1% | $47.34 * | $27.26 | +18.8% | COMMON STOCK | 74251V102 |
| SXT | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD 0.1 | 263,028 | $16.12M | 0.1% | $61.30 | $47.26 | +29.7% | COMMON STOCK | 81725T100 |
| — | FEDERAL REALTY INVESTMENT TRUST REIT USD 0.01 | 117,383 | $16.02M | 0.1% | $136.45 | $103.69 | — | EQUITIES - REIT | 313747206 |
| — | FOOT LOCKER INC COMMON STOCK USD 0.01 | 222,219 | $15.99M | 0.1% | $71.97 | $45.95 | — | COMMON STOCK | 344849104 |
| — | WHITEWAVE FOODS CO/THE COMMON STOCK USD 0.01 | 396,566 | $15.92M | 0.1% | $40.15 | $18.39 | — | COMMON STOCK | 966244105 |
| — | FEI CO COMMON STOCK USD 0 | 217,407 | $15.88M | 0.1% | $73.04 | $77.92 | — | COMMON STOCK | 30241L109 |
| — | TIFFANY & CO COMMON STOCK USD 0.01 | 204,942 | $15.83M | 0.1% | $77.22 | $98.45 | — | COMMON STOCK | 886547108 |
| — | CAMERON INTERNATIONAL CORP COMMON STOCK USD 0.01 | 257,229 | $15.77M | 0.1% | $61.32 | $57.11 | — | COMMON STOCK | 13342B105 |
| — | LAM RESEARCH CORP COMMON STOCK USD 0.001 | 241,384 | $15.77M | 0.1% | $65.33 | $55.62 | — | COMMON STOCK | 512807108 |
| BDX | BECTON DICKINSON AND CO COMMON STOCK USD 1 | 118,714 | $15.75M | 0.1% | $132.66 * | $100.25 | +10.6% | COMMON STOCK | 075887109 |
| VYX | NCR CORP COMMON STOCK USD 0.01 | 691,340 | $15.73M | 0.1% | $22.75 * | $18.58 | -24.9% | COMMON STOCK | 62886E108 |
| STT | STATE STREET CORP COMMON STOCK USD 1 | 233,641 | $15.7M | 0.1% | $67.21 * | $45.12 | +11.3% | COMMON STOCK | 857477103 |
| EW | EDWARDS LIFESCIENCES CORP COMMON STOCK USD 1 | 109,881 | $15.62M | 0.1% | $142.17 * | $19.96 | +18.7% | COMMON STOCK | 28176E108 |
| F | FORD MOTOR CO COMMON STOCK USD 0.01 | 1,151,145 | $15.62M | 0.1% | $13.57 * | $7.70 | +0.8% | COMMON STOCK | 345370860 |
| UGI | UGI CORP COMMON STOCK USD 0 | 447,091 | $15.57M | 0.1% | $34.82 | $29.15 | +19.5% | COMMON STOCK | 902681105 |
| FNF | FNF GROUP TRACKING STK USD 0.0001 | 437,977 | $15.54M | 0.1% | $35.47 * | $15.45 | +7.8% | COMMON STOCK | 31620R303 |
| SYNA | SYNAPTICS INC COMMON STOCK USD 0.001 | 188,205 | $15.52M | 0.1% | $82.46 | $69.71 | +18.3% | COMMON STOCK | 87157D109 |
| WM | WASTE MANAGEMENT INC COMMON STOCK USD 0.01 | 311,186 | $15.5M | 0.1% | $49.81 * | $34.37 | +19.5% | COMMON STOCK | 94106L109 |
| — | BUFFALO WILD WINGS INC COMMON STOCK USD 0 | 79,798 | $15.44M | 0.1% | $193.43 | $124.09 | — | COMMON STOCK | 119848109 |
| CBOE | CBOE HOLDINGS INC COMMON STOCK USD | 229,621 | $15.4M | 0.1% | $67.08 * | $36.86 | +59.5% | COMMON STOCK | 12503M108 |
| JBLU | JETBLUE AIRWAYS CORP COMMON STOCK USD 0.01 | 596,391 | $15.37M | 0.1% | $25.77 | $8.94 | +188.3% | COMMON STOCK | 477143101 |
| UDR | UDR INC REIT USD 0.01 | 445,701 | $15.37M | 0.1% | $34.48 * | $15.92 | +50.4% | EQUITIES - REIT | 902653104 |
| TXT | TEXTRON INC COMMON STOCK USD 0.125 | 406,046 | $15.28M | 0.1% | $37.64 | $33.64 | +10.3% | COMMON STOCK | 883203101 |
| FAST | FASTENAL CO COMMON STOCK USD 0.01 | 414,335 | $15.17M | 0.1% | $36.61 * | $8.59 | -18.9% | COMMON STOCK | 311900104 |
| FANG | DIAMONDBACK ENERGY INC COMMON STOCK USD 0.01 | 234,439 | $15.14M | 0.1% | $64.60 * | $46.11 | +8.3% | COMMON STOCK | 25278X109 |
| KR | KROGER CO/THE COMMON STOCK USD 1 | 418,313 | $15.09M | 0.1% | $36.07 * | $18.38 | +60.0% | COMMON STOCK | 501044101 |
| TRV | TRAVELERS COS INC/THE COMMON STOCK USD 0 | 150,888 | $15.02M | 0.1% | $99.53 * | $63.47 | +25.3% | COMMON STOCK | 89417E109 |
| WST | WEST PHARMACEUTICAL SERVICES INC COMMON STOCK USD | 276,439 | $14.96M | 0.1% | $54.12 * | $44.19 | +17.5% | COMMON STOCK | 955306105 |
| FDS | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD 0.01 | 93,501 | $14.94M | 0.1% | $159.81 * | $98.18 | +46.3% | COMMON STOCK | 303075105 |
| SCI | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD 1 | 551,308 | $14.94M | 0.1% | $27.10 | $19.15 | +41.5% | COMMON STOCK | 817565104 |
| — | BAKER HUGHES INC COMMON STOCK USD 1 | 286,380 | $14.9M | 0.1% | $52.04 | $74.25 | — | COMMON STOCK | 057224107 |
| BLKB | BLACKBAUD INC COMMON STOCK USD 0.001 | 265,053 | $14.88M | 0.1% | $56.12 * | $47.96 | +13.8% | COMMON STOCK | 09227Q100 |
| KSS | KOHL'S CORP COMMON STOCK USD 0.01 | 321,172 | $14.87M | 0.1% | $46.31 | $56.32 | -17.8% | COMMON STOCK | 500255104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD 0.001 | 140,990 | $14.85M | 0.1% | $105.32 | $70.03 | +50.4% | COMMON STOCK | 09061G101 |
| — | LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD 0.01 | 339,729 | $14.84M | 0.1% | $43.69 | $47.12 | — | COMMON STOCK | 52729N308 |
| EEFT | EURONET WORLDWIDE INC COMMON STOCK USD 0.02 | 199,974 | $14.82M | 0.1% | $74.09 | $42.88 | +72.8% | COMMON STOCK | 298736109 |
| KMI | KINDER MORGAN INC/DE COMMON STOCK USD 0.01 | 531,962 | $14.72M | 0.1% | $27.68 * | $21.99 | -25.4% | COMMON STOCK | 49456B101 |
| UAL | UNITED CONTINENTAL HOLDINGS INC COMMON STOCK USD | 277,263 | $14.71M | 0.1% | $53.05 | $58.34 | -9.1% | COMMON STOCK | 910047109 |
| DUK | DUKE ENERGY CORP COMMON STOCK USD 0.001 | 204,324 | $14.7M | 0.1% | $71.94 * | $42.04 | +12.1% | COMMON STOCK | 26441C204 |
| — | CONCHO RESOURCES INC COMMON STOCK USD 0.001 | 149,438 | $14.69M | 0.1% | $98.30 | $105.30 | — | COMMON STOCK | 20605P101 |
| GWRE | GUIDEWIRE SOFTWARE INC COMMON STOCK USD 0.0001 | 279,269 | $14.68M | 0.1% | $52.58 | $43.67 | +20.4% | COMMON STOCK | 40171V100 |
| — | TABLEAU SOFTWARE INC COMMON STOCK USD 0.0001 | 181,785 | $14.5M | 0.1% | $79.78 | $76.22 | — | COMMON STOCK | 87336U105 |
| AFL | AFLAC INC COMMON STOCK USD 0.1 | 248,370 | $14.44M | 0.1% | $58.13 * | $23.64 | -3.4% | COMMON STOCK | 001055102 |
| — | HCC INSURANCE HOLDINGS INC COMMON STOCK USD 1 | 186,216 | $14.43M | 0.1% | $77.47 | $44.11 | — | COMMON STOCK | 404132102 |
| — | LIFEPOINT HEALTH INC COMMON STOCK USD 0.01 | 203,434 | $14.42M | 0.1% | $70.90 | $52.93 | — | COMMON STOCK | 53219L109 |
| — | DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD 0.01 | 180,735 | $14.29M | 0.1% | $79.05 | $58.87 | — | COMMON STOCK | 26138E109 |
| — | CIGNA CORP COMMON STOCK USD 0.25 | 105,526 | $14.25M | 0.1% | $135.02 | $84.56 | — | COMMON STOCK | 125509109 |
| HII | HUNTINGTON INGALLS INDUSTRIES INC COMMON STOCK USD | 132,767 | $14.23M | 0.1% | $107.15 * | $62.74 | +40.7% | COMMON STOCK | 446413106 |
| — | DST SYSTEMS INC COMMON STOCK USD 0.01 | 135,023 | $14.2M | 0.1% | $105.14 | $87.51 | — | COMMON STOCK | 233326107 |
| DVN | DEVON ENERGY CORP COMMON STOCK USD 0.1 | 381,863 | $14.16M | 0.1% | $37.09 * | $38.54 | -33.6% | COMMON STOCK | 25179M103 |
| TMUS | T-MOBILE US INC COMMON STOCK USD 0.0001 | 354,342 | $14.11M | 0.1% | $39.81 * | $32.61 | +17.9% | COMMON STOCK | 872590104 |
| MD | MEDNAX INC COMMON STOCK USD 0.01 | 183,326 | $14.08M | 0.1% | $76.79 | $52.39 | +46.6% | COMMON STOCK | 58502B106 |
| — | SVB FINANCIAL GROUP COMMON STOCK USD 0.001 | 121,200 | $14M | 0.1% | $115.54 | $89.82 | — | COMMON STOCK | 78486Q101 |
| LAMR | LAMAR ADVERTISING CO REIT USD 0.001 | 267,173 | $13.94M | 0.1% | $52.18 | $52.89 | — | EQUITIES - REIT | 512816109 |
| BCPC | BALCHEM CORP COMMON STOCK USD 0.0667 | 229,185 | $13.93M | 0.1% | $60.77 * | $54.28 | +5.6% | COMMON STOCK | 057665200 |
| — | ADT CORP/THE COMMON STOCK USD 0.01 | 464,076 | $13.88M | 0.1% | $29.90 | $34.39 | — | COMMON STOCK | 00101J106 |
| MOH | MOLINA HEALTHCARE INC COMMON STOCK USD 0.001 | 200,301 | $13.79M | 0.1% | $68.85 | $59.00 | +16.7% | COMMON STOCK | 60855R100 |
| — | NOBLE ENERGY INC COMMON STOCK USD 0.01 | 454,369 | $13.71M | 0.1% | $30.18 | $49.05 | — | COMMON STOCK | 655044105 |
| NEOG | NEOGEN CORP COMMON STOCK USD 0.16 | 304,462 | $13.7M | 0.1% | $44.99 * | $18.02 | -6.3% | COMMON STOCK | 640491106 |
| WERN | WERNER ENTERPRISES INC COMMON STOCK USD 0.01 | 544,764 | $13.67M | 0.1% | $25.10 | $24.06 | +4.3% | COMMON STOCK | 950755108 |
| SYK | STRYKER CORP COMMON STOCK USD 0.1 | 145,192 | $13.66M | 0.1% | $94.10 * | $59.98 | +39.7% | COMMON STOCK | 863667101 |
| INCY | INCYTE CORP COMMON STOCK USD 0.001 | 123,617 | $13.64M | 0.1% | $110.33 | $84.45 | +30.7% | COMMON STOCK | 45337C102 |
| — | MYLAN NV COMMON STOCK USD 0.0100 | 336,527 | $13.55M | 0.1% | $40.26 | $60.47 | — | COMMON STOCK | N59465109 |
| — | TORCHMARK CORP COMMON STOCK USD 1 | 240,194 | $13.55M | 0.1% | $56.40 | $56.96 | — | COMMON STOCK | 891027104 |
| NTAP | NETAPP INC COMMON STOCK USD 0.001 | 456,770 | $13.52M | 0.1% | $29.60 * | $28.87 | -21.4% | COMMON STOCK | 64110D104 |
| MAA | MID-AMERICA APARTMENT COMMUNITIES INC REIT USD | 165,079 | $13.52M | 0.1% | $81.87 * | $52.52 | +9.0% | EQUITIES - REIT | 59522J103 |
| MSI | MOTOROLA SOLUTIONS INC COMMON STOCK USD 0.01 | 195,798 | $13.39M | 0.1% | $68.38 * | $48.73 | +19.4% | COMMON STOCK | 620076307 |
| — | ROYAL DUTCH SHELL PLC ADR USD | 282,493 | $13.39M | 0.1% | $47.39 | $67.85 | — | ADR | 780259206 |
| HSBC | HSBC HOLDINGS PLC ADR USD | 350,778 | $13.29M | 0.1% | $37.88 | $52.43 | -27.8% | ADR | 404280406 |
| NEE | NEXTERA ENERGY INC COMMON STOCK USD 0.01 | 136,206 | $13.29M | 0.1% | $97.55 * | $14.39 | +30.2% | COMMON STOCK | 65339F101 |
| MKTX | MARKETAXESS HOLDINGS INC COMMON STOCK USD 0.003 | 142,963 | $13.28M | 0.1% | $92.88 * | $57.82 | +45.9% | COMMON STOCK | 57060D108 |
| — | NATIONAL OILWELL VARCO INC COMMON STOCK USD 0.01 | 352,432 | $13.27M | 0.1% | $37.65 | $60.66 | — | COMMON STOCK | 637071101 |
| — | NORDSTROM INC COMMON STOCK USD 0 | 184,980 | $13.27M | 0.1% | $71.71 | $61.58 | — | COMMON STOCK | 655664100 |
| LYV | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD | 551,215 | $13.25M | 0.1% | $24.04 | $21.40 | +12.3% | COMMON STOCK | 538034109 |
| ACIW | ACI WORLDWIDE INC COMMON STOCK USD 0.005 | 627,322 | $13.25M | 0.1% | $21.12 | $20.66 | +2.2% | COMMON STOCK | 004498101 |
| TFX | TELEFLEX INC COMMON STOCK USD 1 | 106,307 | $13.2M | 0.1% | $124.21 * | $81.99 | +42.2% | COMMON STOCK | 879369106 |
| HIG | HARTFORD FINANCIAL SERVICES GROUP INC/THE COMMON | 287,870 | $13.18M | 0.1% | $45.78 * | $23.76 | +54.8% | COMMON STOCK | 416515104 |
| BBY | BEST BUY CO INC COMMON STOCK USD 0.1 | 353,875 | $13.14M | 0.1% | $37.12 * | $19.98 | +28.2% | COMMON STOCK | 086516101 |
| GPRO | GOPRO INC COMMON STOCK USD 0.0001 | 419,635 | $13.1M | 0.1% | $31.22 | $48.40 | -35.5% | COMMON STOCK | 38268T103 |
| MTD | METTLER-TOLEDO INTERNATIONAL INC COMMON STOCK USD | 45,748 | $13.03M | 0.1% | $284.73 | $215.70 | +32.0% | COMMON STOCK | 592688105 |
| MCHP | MICROCHIP TECHNOLOGY INC COMMON STOCK USD 0.001 | 301,633 | $13M | 0.1% | $43.09 * | $16.25 | +8.4% | COMMON STOCK | 595017104 |
| — | TOWERS WATSON & CO COMMON STOCK USD 0.01 | 110,526 | $12.97M | 0.1% | $117.38 | $99.58 | — | COMMON STOCK | 891894107 |
| DG | DOLLAR GENERAL CORP COMMON STOCK USD 0.875 | 178,614 | $12.94M | 0.1% | $72.44 * | $49.60 | +28.1% | COMMON STOCK | 256677105 |
| TDG | TRANSDIGM GROUP INC COMMON STOCK USD 0.01 | 60,900 | $12.94M | 0.1% | $212.41 * | $81.23 | +63.4% | COMMON STOCK | 893641100 |
| EXPE | EXPEDIA INC COMMON STOCK USD 0.001 | 109,766 | $12.92M | 0.1% | $117.68 * | $66.03 | +69.0% | COMMON STOCK | 30212P303 |
| — | EI DU PONT DE NEMOURS & CO COMMON STOCK USD 0.3 | 267,052 | $12.87M | 0.1% | $48.20 | $52.72 | — | COMMON STOCK | 263534109 |
| NOW | SERVICENOW INC COMMON STOCK USD 0.001 | 184,690 | $12.83M | 0.1% | $69.45 * | $9.24 | +50.3% | COMMON STOCK | 81762P102 |
| — | L BRANDS INC COMMON STOCK USD 0.5 | 142,205 | $12.82M | 0.1% | $90.13 | $69.37 | — | COMMON STOCK | 501797104 |
| — | RYANAIR HOLDINGS PLC ADR USD | 163,630 | $12.81M | 0.1% | $78.30 | $62.46 | — | ADR | 783513104 |
| — | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD | 709,142 | $12.81M | 0.1% | $18.06 | $14.03 | — | COMMON STOCK | 649445103 |
| — | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD 0.001 | 92,262 | $12.7M | 0.1% | $137.62 | $120.01 | — | COMMON STOCK | 339041105 |
| — | MEDIDATA SOLUTIONS INC COMMON STOCK USD 0.01 | 300,909 | $12.67M | 0.1% | $42.11 | $55.71 | — | COMMON STOCK | 58471A105 |
| — | CONVERGYS CORP COMMON STOCK USD 0 | 548,299 | $12.67M | 0.1% | $23.11 | $19.29 | — | COMMON STOCK | 212485106 |
| — | APACHE CORP COMMON STOCK USD 0.625 | 321,912 | $12.61M | 0.1% | $39.16 | $97.34 | — | COMMON STOCK | 037411105 |
| EPAM | EPAM SYSTEMS INC COMMON STOCK USD 0.001 | 168,774 | $12.58M | 0.1% | $74.52 | $56.10 | +32.8% | COMMON STOCK | 29414B104 |
| DE | DEERE & CO COMMON STOCK USD 1 | 169,135 | $12.52M | 0.1% | $74.00 * | $69.50 | -10.5% | COMMON STOCK | 244199105 |
| — | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD | 1,466,223 | $12.43M | 0.1% | $8.48 | $11.52 | — | COMMON STOCK | G48833100 |
| BIO | BIO-RAD LABORATORIES INC COMMON STOCK USD 0.0001 | 92,541 | $12.43M | 0.1% | $134.31 | $122.79 | +9.4% | COMMON STOCK | 090572207 |
| — | E*TRADE FINANCIAL CORP COMMON STOCK USD 0.01 | 471,967 | $12.43M | 0.1% | $26.33 | $25.46 | — | COMMON STOCK | 269246401 |
| PRLB | PROTO LABS INC COMMON STOCK USD 0.001 | 185,467 | $12.43M | 0.1% | $67.00 | $69.48 | -3.6% | COMMON STOCK | 743713109 |
| KHC | KRAFT HEINZ CO, CDI COMMON STOCK USD 0.01 | 175,831 | $12.41M | 0.1% | $70.58 * | $47.82 | -6.4% | COMMON STOCK | 500754106 |
| MUR | MURPHY OIL CORP COMMON STOCK USD 1 | 512,170 | $12.39M | 0.1% | $24.20 * | $30.05 | -45.5% | COMMON STOCK | 626717102 |
| D | DOMINION RESOURCES INC/VA COMMON STOCK USD 0 | 175,303 | $12.34M | 0.1% | $70.38 * | $34.77 | +30.2% | COMMON STOCK | 25746U109 |
| — | RITE AID CORP COMMON STOCK USD 1 | 2,024,524 | $12.29M | 0.1% | $6.07 | $6.58 | — | COMMON STOCK | 767754104 |
| — | CHUBB CORP/THE COMMON STOCK USD 1 | 100,031 | $12.27M | 0.1% | $122.65 | $85.45 | — | COMMON STOCK | 171232101 |
| CNO | CNO FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 652,018 | $12.26M | 0.1% | $18.81 * | $11.80 | +28.1% | COMMON STOCK | 12621E103 |
| — | IHS INC COMMON STOCK USD 0.01 | 105,692 | $12.26M | 0.1% | $116.00 | $116.70 | — | COMMON STOCK | 451734107 |
| ATO | ATMOS ENERGY CORP COMMON STOCK USD 0 | 210,635 | $12.26M | 0.1% | $58.18 * | $38.18 | +19.4% | COMMON STOCK | 049560105 |
| — | CDK GLOBAL INC COMMON STOCK USD 0.01 | 255,348 | $12.2M | 0.1% | $47.78 | $35.43 | — | COMMON STOCK | 12508E101 |
| — | CA INC COMMON STOCK USD 0.1 | 444,820 | $12.14M | 0.1% | $27.30 | $28.59 | — | COMMON STOCK | 12673P105 |
| FBIN | FORTUNE BRANDS HOME & SECURITY INC COMMON STOCK | 254,942 | $12.1M | 0.1% | $47.47 * | $28.06 | +24.8% | COMMON STOCK | 34964C106 |
| ELS | EQUITY LIFESTYLE PROPERTIES INC REIT USD 0.01 | 205,794 | $12.05M | 0.1% | $58.57 | $54.95 | — | EQUITIES - REIT | 29472R108 |
| — | NIELSEN HOLDINGS PLC COMMON STOCK USD 0.07 | 270,871 | $12.05M | 0.1% | $44.47 | $44.47 | — | COMMON STOCK | G6518L108 |
| STZ | CONSTELLATION BRANDS INC COMMON STOCK USD 0.01 | 95,907 | $12.01M | 0.1% | $125.22 * | $43.15 | +149.7% | COMMON STOCK | 21036P108 |
| — | BB&T CORP COMMON STOCK USD 5 | 336,728 | $11.99M | 0.1% | $35.60 | $38.85 | — | COMMON STOCK | 054937107 |
| SO | SOUTHERN CO/THE COMMON STOCK USD 5 | 268,055 | $11.98M | 0.1% | $44.70 * | $26.57 | +9.2% | COMMON STOCK | 842587107 |
| DEI | DOUGLAS EMMETT INC REIT USD 0.01 | 416,696 | $11.97M | 0.1% | $28.72 | $29.42 | — | EQUITIES - REIT | 25960P109 |
| ALGT | ALLEGIANT TRAVEL CO COMMON STOCK USD 0.001 | 55,307 | $11.96M | 0.1% | $216.25 * | $107.33 | +77.8% | COMMON STOCK | 01748X102 |
| DHI | DR HORTON INC COMMON STOCK USD 0.01 | 407,237 | $11.96M | 0.1% | $29.36 * | $20.37 | +28.6% | COMMON STOCK | 23331A109 |
| GPN | GLOBAL PAYMENTS INC COMMON STOCK USD 0 | 104,007 | $11.93M | 0.1% | $114.73 * | $22.14 | +146.3% | COMMON STOCK | 37940X102 |
| ZBRA | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD 0.01 | 155,802 | $11.93M | 0.1% | $76.55 | $56.83 | +34.7% | COMMON STOCK | 989207105 |
| — | PIONEER NATURAL RESOURCES CO COMMON STOCK USD 0.01 | 97,902 | $11.91M | 0.1% | $121.64 | $154.13 | — | COMMON STOCK | 723787107 |
| FAF | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD | 304,501 | $11.9M | 0.1% | $39.07 * | $17.49 | +59.8% | COMMON STOCK | 31847R102 |
| IDA | IDACORP INC COMMON STOCK USD 0 | 183,442 | $11.87M | 0.1% | $64.71 | $48.73 | +32.8% | COMMON STOCK | 451107106 |
| WEX | WEX INC COMMON STOCK USD 0.01 | 136,676 | $11.87M | 0.1% | $86.84 | $84.57 | +2.7% | COMMON STOCK | 96208T104 |
| — | CEPHEID COMMON STOCK USD 0 | 262,413 | $11.86M | 0.1% | $45.20 | $38.03 | — | COMMON STOCK | 15670R107 |
| SWK | STANLEY BLACK & DECKER INC COMMON STOCK USD 2.5 | 121,914 | $11.82M | 0.1% | $96.98 * | $58.32 | +27.8% | COMMON STOCK | 854502101 |
| MAC | MACERICH CO/THE REIT USD 0.01 | 153,558 | $11.8M | 0.1% | $76.82 | $64.49 | — | EQUITIES - REIT | 554382101 |
| A | AGILENT TECHNOLOGIES INC COMMON STOCK USD 0.01 | 342,719 | $11.77M | 0.1% | $34.33 * | $30.22 | +4.8% | COMMON STOCK | 00846U101 |
| — | OWENS-ILLINOIS INC COMMON STOCK USD 0.01 | 565,020 | $11.71M | 0.1% | $20.72 | $26.32 | — | COMMON STOCK | 690768403 |
| — | MAXIM INTEGRATED PRODUCTS INC COMMON STOCK USD | 350,175 | $11.7M | 0.1% | $33.40 | $30.58 | — | COMMON STOCK | 57772K101 |
| — | BEACON ROOFING SUPPLY INC COMMON STOCK USD 0.01 | 359,950 | $11.7M | 0.1% | $32.49 | $31.57 | — | COMMON STOCK | 073685109 |
| CNQ | CANADIAN NATURAL RESOURCES LTD COMMON STOCK CAD 0 | 599,467 | $11.66M | 0.1% | $19.45 * | $8.62 | -29.5% | COMMON STOCK | 136385101 |
| CMS | CMS ENERGY CORP COMMON STOCK USD 0.01 | 330,045 | $11.66M | 0.1% | $35.32 * | $22.87 | +13.8% | COMMON STOCK | 125896100 |
| CBSH | COMMERCE BANCSHARES INC/MO COMMON STOCK USD 5 | 255,066 | $11.62M | 0.1% | $45.56 * | $22.04 | +23.5% | COMMON STOCK | 200525103 |
| RL | RALPH LAUREN CORP COMMON STOCK USD 0.01 | 97,974 | $11.58M | 0.1% | $118.16 * | $111.76 | -13.9% | COMMON STOCK | 751212101 |
| MU | MICRON TECHNOLOGY INC COMMON STOCK USD 0.1 | 769,961 | $11.53M | 0.1% | $14.98 * | $16.50 | -11.4% | COMMON STOCK | 595112103 |
| NVDA | NVIDIA CORP COMMON STOCK USD 0.001 | 467,160 | $11.52M | 0.1% | $24.65 * | $0.36 | +65.8% | COMMON STOCK | 67066G104 |
| CASY | CASEY'S GENERAL STORES INC COMMON STOCK USD 0 | 111,692 | $11.49M | 0.1% | $102.92 * | $70.84 | +34.6% | COMMON STOCK | 147528103 |
| RMD | RESMED INC COMMON STOCK USD 0.004 | 224,201 | $11.43M | 0.1% | $50.96 * | $40.36 | +11.7% | COMMON STOCK | 761152107 |
| — | WELLCARE HEALTH PLANS INC COMMON STOCK USD 0.01 | 132,361 | $11.41M | 0.1% | $86.18 | $57.78 | — | COMMON STOCK | 94946T106 |
| CDP | CORPORATE OFFICE PROPERTIES TRUST REIT USD 0.01 | 539,933 | $11.36M | 0.1% | $21.03 | $28.46 | — | EQUITIES - REIT | 22002T108 |
| — | SANDISK CORP COMMON STOCK USD 0.001 | 208,465 | $11.33M | 0.1% | $54.33 | $76.10 | — | COMMON STOCK | 80004C101 |
| GHC | GRAHAM HOLDINGS CO COMMON STOCK USD 1 | 19,558 | $11.29M | 0.1% | $577.00 * | $503.49 | +3.4% | COMMON STOCK | 384637104 |
| DTE | DTE ENERGY CO COMMON STOCK USD 0 | 140,093 | $11.26M | 0.1% | $80.37 * | $45.43 | +7.2% | COMMON STOCK | 233331107 |
| — | QUINTILES TRANSNATIONAL HOLDINGS INC COMMON STOCK | 161,733 | $11.25M | 0.1% | $69.57 | $71.47 | — | COMMON STOCK | 74876Y101 |
| GIII | G-III APPAREL GROUP LTD COMMON STOCK USD 0.01 | 182,286 | $11.24M | 0.1% | $61.66 | $52.32 | +17.5% | COMMON STOCK | 36237H101 |
| FICO | FAIR ISAAC CORP COMMON STOCK USD 0.01 | 132,804 | $11.22M | 0.1% | $84.50 | $57.11 | +47.8% | COMMON STOCK | 303250104 |
| MTN | VAIL RESORTS INC COMMON STOCK USD 0.01 | 107,029 | $11.2M | 0.1% | $104.68 | $94.41 | +10.9% | COMMON STOCK | 91879Q109 |
| — | LIBERTY MEDIA CORP COMMON STOCK USD 0.01 | 324,900 | $11.2M | 0.1% | $34.46 | $38.44 | — | COMMON STOCK | 531229300 |
| NWL | NEWELL RUBBERMAID INC COMMON STOCK USD 1 | 281,878 | $11.19M | 0.1% | $39.71 * | $18.14 | +45.3% | COMMON STOCK | 651229106 |
| SHO | SUNSTONE HOTEL INVESTORS INC REIT USD 0.01 | 840,652 | $11.12M | 0.0% | $13.23 | $13.34 | — | EQUITIES - REIT | 867892101 |
| — | CORRECTIONS CORP OF AMERICA REIT USD 0.01 | 374,945 | $11.08M | 0.0% | $29.54 | $40.26 | — | EQUITIES - REIT | 22025Y407 |
| AZN | ASTRAZENECA PLC ADR USD | 347,070 | $11.04M | 0.0% | $31.82 | $55.49 | — | ADR | 046353108 |
| TDS | TELEPHONE & DATA SYSTEMS INC COMMON STOCK USD 0.01 | 442,315 | $11.04M | 0.0% | $24.96 | $25.85 | -3.5% | COMMON STOCK | 879433829 |
| — | ABIOMED INC COMMON STOCK USD 0.01 | 118,902 | $11.03M | 0.0% | $92.76 | $41.13 | — | COMMON STOCK | 003654100 |
| CSX | CSX CORP COMMON STOCK USD 1 | 409,038 | $11M | 0.0% | $26.90 * | $6.69 | +14.7% | COMMON STOCK | 126408103 |
| — | ASPEN TECHNOLOGY INC COMMON STOCK USD 0.1 | 289,717 | $10.98M | 0.0% | $37.91 | $46.35 | — | COMMON STOCK | 045327103 |
| — | TYCO INTERNATIONAL PLC COMMON STOCK USD 0.5 | 327,781 | $10.97M | 0.0% | $33.46 | $43.78 | — | COMMON STOCK | G91442106 |
| — | MOBILEYE NV COMMON STOCK | 240,900 | $10.96M | 0.0% | $45.48 | $43.85 | — | COMMON STOCK | N51488117 |
| — | ENERGEN CORP COMMON STOCK USD 0.01 | 219,193 | $10.93M | 0.0% | $49.86 | $56.73 | — | COMMON STOCK | 29265N108 |
| — | ALERE INC COMMON STOCK USD 0.001 | 226,322 | $10.9M | 0.0% | $48.15 | $45.75 | — | COMMON STOCK | 01449J105 |
| CDNS | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD 0.01 | 526,709 | $10.89M | 0.0% | $20.68 | $14.79 | +39.8% | COMMON STOCK | 127387108 |
| BOH | BANK OF HAWAII CORP COMMON STOCK USD 0.01 | 171,490 | $10.89M | 0.0% | $63.49 * | $38.11 | +15.1% | COMMON STOCK | 062540109 |
| BDN | BRANDYWINE REALTY TRUST REIT USD 0.01 | 883,344 | $10.88M | 0.0% | $12.32 | $15.15 | — | EQUITIES - REIT | 105368203 |
| — | REYNOLDS AMERICAN INC COMMON STOCK USD 0.0001 | 245,548 | $10.87M | 0.0% | $44.27 | $53.21 | — | COMMON STOCK | 761713106 |
| — | MARKIT LTD COMMON STOCK USD 0.01 | 373,630 | $10.84M | 0.0% | $29.00 | $24.86 | — | COMMON STOCK | G58249106 |
| — | SUNTRUST BANKS INC COMMON STOCK USD 1 | 282,919 | $10.82M | 0.0% | $38.24 | $33.39 | — | COMMON STOCK | 867914103 |
| — | OUTFRONT MEDIA INC REIT USD 0.01 | 518,228 | $10.78M | 0.0% | $20.80 | $29.92 | — | EQUITIES - REIT | 69007J106 |
| — | SOUTHWESTERN ENERGY CO COMMON STOCK USD 0.01 | 846,420 | $10.74M | 0.0% | $12.69 | $31.00 | — | COMMON STOCK | 845467109 |
| ACHC | ACADIA HEALTHCARE CO INC COMMON STOCK USD 0.01 | 162,080 | $10.74M | 0.0% | $66.27 | $41.68 | +59.0% | COMMON STOCK | 00404A109 |
| BURL | BURLINGTON STORES INC COMMON STOCK USD 0.0001 | 210,406 | $10.74M | 0.0% | $51.04 | $47.44 | +7.6% | COMMON STOCK | 122017106 |
| ES | EVERSOURCE ENERGY COMMON STOCK USD 5 | 211,745 | $10.72M | 0.0% | $50.62 * | $36.00 | -1.0% | COMMON STOCK | 30040W108 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWARE INC COMMON STOCK USD | 372,588 | $10.7M | 0.0% | $28.73 | $26.72 | +7.5% | COMMON STOCK | 874054109 |
| BIDU | BAIDU INC ADR USD 0.00005 | 77,900 | $10.7M | 0.0% | $137.41 | $171.17 | -19.7% | ADR | 056752108 |
| — | MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD | 1,180,800 | $10.69M | 0.0% | $9.05 | $12.16 | — | COMMON STOCK | G5876H105 |
| ZTS | ZOETIS INC COMMON STOCK USD 0.01 | 258,159 | $10.63M | 0.0% | $41.18 * | $30.02 | +26.6% | COMMON STOCK | 98978V103 |
| — | QUESTAR CORP COMMON STOCK USD 0 | 544,344 | $10.57M | 0.0% | $19.41 | $24.21 | — | COMMON STOCK | 748356102 |
| TER | TERADYNE INC COMMON STOCK USD 0.125 | 583,568 | $10.51M | 0.0% | $18.01 * | $15.53 | +8.7% | COMMON STOCK | 880770102 |
| — | APARTMENT INVESTMENT & MANAGEMENT CO REIT USD 0.01 | 283,809 | $10.51M | 0.0% | $37.02 | $33.09 | — | EQUITIES - REIT | 03748R101 |
| LII | LENNOX INTERNATIONAL INC COMMON STOCK USD 0.01 | 92,548 | $10.49M | 0.0% | $113.32 * | $59.24 | +69.5% | COMMON STOCK | 526107107 |
| WMB | WILLIAMS COS INC/THE COMMON STOCK USD 1 | 284,621 | $10.49M | 0.0% | $36.85 * | $19.68 | +4.4% | COMMON STOCK | 969457100 |
| — | DSW INC COMMON STOCK USD 0 | 414,195 | $10.48M | 0.0% | $25.31 | $58.46 | — | COMMON STOCK | 23334L102 |
| MMS | MAXIMUS INC COMMON STOCK USD 0 | 175,748 | $10.47M | 0.0% | $59.56 | $52.49 | +13.5% | COMMON STOCK | 577933104 |
| L | LOEWS CORP COMMON STOCK USD 0.01 | 289,378 | $10.46M | 0.0% | $36.14 * | $41.90 | -17.8% | COMMON STOCK | 540424108 |
| EMN | EASTMAN CHEMICAL CO COMMON STOCK USD 0.01 | 161,332 | $10.44M | 0.0% | $64.72 * | $52.69 | -11.8% | COMMON STOCK | 277432100 |
| — | CAVIUM INC COMMON STOCK USD 0.001 | 169,362 | $10.39M | 0.0% | $61.37 | $44.72 | — | COMMON STOCK | 14964U108 |
| — | WASTE CONNECTIONS INC COMMON STOCK USD 0.01 | 213,963 | $10.39M | 0.0% | $48.58 | $43.53 | — | COMMON STOCK | 941053100 |
| ARE | ALEXANDRIA REAL ESTATE EQUITIES INC REIT USD 0.01 | 122,447 | $10.37M | 0.0% | $84.67 * | $49.70 | +18.9% | EQUITIES - REIT | 015271109 |
| SRE | SEMPRA ENERGY COMMON STOCK USD 0 | 107,101 | $10.36M | 0.0% | $96.72 * | $28.85 | +21.5% | COMMON STOCK | 816851109 |
| — | VANTIV INC COMMON STOCK USD 0.00001 | 230,191 | $10.34M | 0.0% | $44.92 | $28.60 | — | COMMON STOCK | 92210H105 |
| — | YAHOO INC COMMON STOCK USD 0.001 | 356,887 | $10.32M | 0.0% | $28.91 | $29.28 | — | COMMON STOCK | 984332106 |
| — | NEWFIELD EXPLORATION CO COMMON STOCK USD 0.01 | 312,970 | $10.3M | 0.0% | $32.90 | $31.31 | — | COMMON STOCK | 651290108 |
| — | SERVICEMASTER GLOBAL HOLDINGS INC COMMON STOCK USD | 304,858 | $10.23M | 0.0% | $33.55 | $34.03 | — | COMMON STOCK | 81761R109 |
| CMI | CUMMINS INC COMMON STOCK USD 2.5 | 94,064 | $10.21M | 0.0% | $108.58 * | $82.12 | -0.1% | COMMON STOCK | 231021106 |
| TOL | TOLL BROTHERS INC COMMON STOCK USD 0.01 | 296,108 | $10.14M | 0.0% | $34.24 | $34.40 | -0.5% | COMMON STOCK | 889478103 |
| — | FIRSTMERIT CORP COMMON STOCK USD 0 | 572,003 | $10.11M | 0.0% | $17.67 | $20.36 | — | COMMON STOCK | 337915102 |
| DKS | DICK'S SPORTING GOODS INC COMMON STOCK USD 0.01 | 203,590 | $10.1M | 0.0% | $49.61 * | $37.73 | -0.4% | COMMON STOCK | 253393102 |
| EFX | EQUIFAX INC COMMON STOCK USD 1.25 | 103,505 | $10.06M | 0.0% | $97.18 * | $74.68 | +18.1% | COMMON STOCK | 294429105 |
| JKHY | JACK HENRY & ASSOCIATES INC COMMON STOCK USD 0.01 | 144,337 | $10.05M | 0.0% | $69.61 * | $39.78 | +54.7% | COMMON STOCK | 426281101 |
| REG | REGENCY CENTERS CORP REIT USD 0.01 | 161,622 | $10.04M | 0.0% | $62.15 * | $33.31 | +26.1% | EQUITIES - REIT | 758849103 |
| — | PRECISION CASTPARTS CORP COMMON STOCK USD 0 | 43,488 | $9.99M | 0.0% | $229.72 | $229.80 | — | COMMON STOCK | 740189105 |
| — | LEXMARK INTERNATIONAL INC COMMON STOCK USD 0.01 | 342,465 | $9.925M | 0.0% | $28.98 | $37.35 | — | COMMON STOCK | 529771107 |
| — | STARWOOD HOTELS & RESORTS WORLDWIDE INC COMMON | 149,179 | $9.917M | 0.0% | $66.48 | $68.76 | — | COMMON STOCK | 85590A401 |
| NXPI | NXP SEMICONDUCTORS NV COMMON STOCK USD | 113,887 | $9.916M | 0.0% | $87.07 * | $36.84 | +110.0% | COMMON STOCK | N6596X109 |
| SON | SONOCO PRODUCTS CO COMMON STOCK USD 0 | 261,986 | $9.887M | 0.0% | $37.74 * | $25.01 | +7.0% | COMMON STOCK | 835495102 |
| — | VALIDUS HOLDINGS LTD COMMON STOCK USD 0.175 | 218,925 | $9.867M | 0.0% | $45.07 | $36.12 | — | COMMON STOCK | G9319H102 |
| DOV | DOVER CORP COMMON STOCK USD 1 | 171,931 | $9.831M | 0.0% | $57.18 * | $48.47 | -20.2% | COMMON STOCK | 260003108 |
| AME | AMETEK INC COMMON STOCK USD 0.01 | 187,667 | $9.819M | 0.0% | $52.32 * | $48.56 | +0.6% | COMMON STOCK | 031100100 |
| — | ORBITAL ATK INC COMMON STOCK USD 0.01 | 136,470 | $9.808M | 0.0% | $71.87 | $76.63 | — | COMMON STOCK | 68557N103 |
| — | UMPQUA HOLDINGS CORP COMMON STOCK USD 0 | 601,645 | $9.807M | 0.0% | $16.30 | $17.15 | — | COMMON STOCK | 904214103 |
| AVT | AVNET INC COMMON STOCK USD 1 | 229,719 | $9.804M | 0.0% | $42.68 * | $34.24 | -1.0% | COMMON STOCK | 053807103 |
| MPWR | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD | 191,362 | $9.798M | 0.0% | $51.20 * | $26.34 | +78.1% | COMMON STOCK | 609839105 |
| CAL | CALERES INC COMMON STOCK USD 0.01 | 320,853 | $9.796M | 0.0% | $30.53 * | $26.98 | -1.9% | COMMON STOCK | 129500104 |
| — | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD | 425,700 | $9.766M | 0.0% | $22.94 | $24.35 | — | COMMON STOCK | 43300A104 |
| — | CIMAREX ENERGY CO COMMON STOCK USD 0.01 | 94,426 | $9.677M | 0.0% | $102.48 | $90.20 | — | COMMON STOCK | 171798101 |
| LVS | LAS VEGAS SANDS CORP COMMON STOCK USD 0.001 | 254,027 | $9.645M | 0.0% | $37.97 * | $41.14 | -30.1% | COMMON STOCK | 517834107 |
| UTHR | UNITED THERAPEUTICS CORP COMMON STOCK USD 0.01 | 72,645 | $9.534M | 0.0% | $131.24 | $83.46 | +57.3% | COMMON STOCK | 91307C102 |
| — | HESS CORP COMMON STOCK USD 1 | 190,309 | $9.527M | 0.0% | $50.06 | $76.91 | — | COMMON STOCK | 42809H107 |
| OC | OWENS CORNING COMMON STOCK USD 0.001 | 226,985 | $9.513M | 0.0% | $41.91 | $42.03 | -0.3% | COMMON STOCK | 690742101 |
| — | BED BATH & BEYOND INC COMMON STOCK USD 0.01 | 166,699 | $9.505M | 0.0% | $57.02 | $58.47 | — | COMMON STOCK | 075896100 |
| LEA | LEAR CORP COMMON STOCK USD 0.01 | 87,252 | $9.491M | 0.0% | $108.78 * | $80.79 | +11.8% | COMMON STOCK | 521865204 |
| WELL | WELLTOWER INC | 139,804 | $9.468M | 0.0% | $67.72 * | $44.80 | +1.9% | EQUITIES - REIT | 95040Q104 |
| NFG | NATIONAL FUEL GAS CO COMMON STOCK USD 1 | 188,827 | $9.438M | 0.0% | $49.98 | $60.82 | -17.8% | COMMON STOCK | 636180101 |
| BRX | BRIXMOR PROPERTY GROUP INC REIT USD 0.01 | 401,797 | $9.434M | 0.0% | $23.48 | $22.59 | — | EQUITIES - REIT | 11120U105 |
| ZD | J2 GLOBAL INC COMMON STOCK USD 0.01 | 132,897 | $9.416M | 0.0% | $70.85 * | $39.24 | +57.0% | COMMON STOCK | 48123V102 |
| CFR | CULLEN/FROST BANKERS INC COMMON STOCK USD 0.01 | 148,084 | $9.415M | 0.0% | $63.58 * | $44.62 | +5.5% | COMMON STOCK | 229899109 |
| DGX | QUEST DIAGNOSTICS INC COMMON STOCK USD 0.01 | 153,141 | $9.414M | 0.0% | $61.47 * | $48.95 | +2.1% | COMMON STOCK | 74834L100 |
| AES | AES CORP/VA COMMON STOCK USD 0.01 | 960,488 | $9.403M | 0.0% | $9.79 * | $8.32 | -19.8% | COMMON STOCK | 00130H105 |
| TV | GRUPO TELEVISA SAB ADR USD 0 | 360,078 | $9.369M | 0.0% | $26.02 | $26.62 | -2.3% | ADR | 40049J206 |
| — | LABORATORY CORP OF AMERICA HOLDINGS COMMON STOCK | 86,132 | $9.343M | 0.0% | $108.47 | $99.09 | — | COMMON STOCK | 50540R409 |
| NVR | NVR INC COMMON STOCK USD 0.01 | 6,087 | $9.284M | 0.0% | $1525.22 | $993.91 | +53.5% | COMMON STOCK | 62944T105 |
| CME | CME GROUP INC/IL COMMON STOCK USD 0.01 | 99,795 | $9.255M | 0.0% | $92.74 * | $40.66 | +52.0% | COMMON STOCK | 12572Q105 |
| — | ST JUDE MEDICAL INC COMMON STOCK USD 0.1 | 146,612 | $9.25M | 0.0% | $63.09 | $48.83 | — | COMMON STOCK | 790849103 |
| — | CLOVIS ONCOLOGY INC COMMON STOCK USD 0.001 | 100,189 | $9.213M | 0.0% | $91.96 | $87.64 | — | COMMON STOCK | 189464100 |
| POST | POST HOLDINGS INC COMMON STOCK USD 0.01 | 155,624 | $9.197M | 0.0% | $59.10 * | $30.86 | +25.3% | COMMON STOCK | 737446104 |
| AEE | AMEREN CORP COMMON STOCK USD 0.01 | 217,558 | $9.196M | 0.0% | $42.27 * | $28.74 | +8.6% | COMMON STOCK | 023608102 |
| GWW | WW GRAINGER INC COMMON STOCK USD 0.5 | 42,536 | $9.146M | 0.0% | $215.02 * | $203.61 | -10.4% | COMMON STOCK | 384802104 |
| JACK | JACK IN THE BOX INC COMMON STOCK USD 0.01 | 118,296 | $9.114M | 0.0% | $77.04 | $68.05 | +13.2% | COMMON STOCK | 466367109 |
| — | STANCORP FINANCIAL GROUP INC COMMON STOCK USD 0 | 79,775 | $9.11M | 0.0% | $114.20 | $49.41 | — | COMMON STOCK | 852891100 |
| CF | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD 0.01 | 202,656 | $9.099M | 0.0% | $44.90 * | $42.60 | -21.2% | COMMON STOCK | 125269100 |
| — | SYMANTEC CORP COMMON STOCK USD 0.01 | 466,702 | $9.087M | 0.0% | $19.47 | $23.51 | — | COMMON STOCK | 871503108 |
| ARW | ARROW ELECTRONICS INC COMMON STOCK USD 1 | 162,922 | $9.006M | 0.0% | $55.28 | $58.26 | -5.1% | COMMON STOCK | 042735100 |
| — | CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD 0.01 | 1,050,849 | $8.953M | 0.0% | $8.52 | $12.51 | — | COMMON STOCK | 232806109 |
| SEE | SEALED AIR CORP COMMON STOCK USD 0.1 | 190,870 | $8.948M | 0.0% | $46.88 * | $18.92 | +108.3% | COMMON STOCK | 81211K100 |
| RPM | RPM INTERNATIONAL INC COMMON STOCK USD 0.01 | 213,040 | $8.924M | 0.0% | $41.89 | $32.11 | +30.5% | COMMON STOCK | 749685103 |
| WBS | WEBSTER FINANCIAL CORP COMMON STOCK USD 0.01 | 249,482 | $8.889M | 0.0% | $35.63 | $24.19 | +47.3% | COMMON STOCK | 947890109 |
| PTC | PTC INC COMMON STOCK USD 0.01 | 278,297 | $8.833M | 0.0% | $31.74 | $28.02 | +13.3% | COMMON STOCK | 69370C100 |
| DCI | DONALDSON CO INC COMMON STOCK USD 5 | 314,534 | $8.832M | 0.0% | $28.08 * | $29.63 | -20.0% | COMMON STOCK | 257651109 |
| — | CYTEC INDUSTRIES INC COMMON STOCK USD 0.01 | 119,163 | $8.8M | 0.0% | $73.85 | $59.73 | — | COMMON STOCK | 232820100 |
| — | ENDO INTERNATIONAL PLC COMMON STOCK | 126,528 | $8.766M | 0.0% | $69.28 | $68.75 | — | COMMON STOCK | G30401106 |
| LPX | LOUISIANA-PACIFIC CORP COMMON STOCK USD 1 | 610,374 | $8.692M | 0.0% | $14.24 | $17.53 | -18.8% | COMMON STOCK | 546347105 |
| — | TOTAL SYSTEM SERVICES INC COMMON STOCK USD 0.1 | 191,079 | $8.681M | 0.0% | $45.43 | $27.62 | — | COMMON STOCK | 891906109 |
| ALLE | ALLEGION PLC COMMON STOCK USD 0.01 | 150,299 | $8.666M | 0.0% | $57.66 * | $43.99 | +16.9% | COMMON STOCK | G0176J109 |
| GLW | CORNING INC COMMON STOCK USD 0.5 | 505,948 | $8.662M | 0.0% | $17.12 * | $10.49 | +24.3% | COMMON STOCK | 219350105 |
| RNR | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD 1 | 81,284 | $8.642M | 0.0% | $106.32 | $94.96 | +12.0% | COMMON STOCK | G7496G103 |
| — | HERSHA HOSPITALITY TRUST REIT USD 0.01 | 381,328 | $8.641M | 0.0% | $22.66 | $23.88 | — | EQUITIES - REIT | 427825500 |
| TXNM | PNM RESOURCES INC COMMON STOCK USD 0 | 307,862 | $8.636M | 0.0% | $28.05 | $23.33 | +20.2% | COMMON STOCK | 69349H107 |
| — | PACWEST BANCORP COMMON STOCK USD 0 | 201,736 | $8.636M | 0.0% | $42.81 | $40.46 | — | COMMON STOCK | 695263103 |
| — | XILINX INC COMMON STOCK USD 0.01 | 203,631 | $8.634M | 0.0% | $42.40 | $40.69 | — | COMMON STOCK | 983919101 |
| — | PRAXAIR INC COMMON STOCK USD 0.01 | 84,614 | $8.619M | 0.0% | $101.86 | $117.09 | — | COMMON STOCK | 74005P104 |
| BRO | BROWN & BROWN INC COMMON STOCK USD 0.1 | 277,753 | $8.602M | 0.0% | $30.97 * | $14.10 | +0.0% | COMMON STOCK | 115236101 |
| OPLN | KAR AUCTION SERVICES INC COMMON STOCK USD 0.01 | 241,687 | $8.58M | 0.0% | $35.50 * | $13.84 | -2.9% | COMMON STOCK | 48238T109 |
| — | DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01 | 352,643 | $8.566M | 0.0% | $24.29 | $29.44 | — | COMMON STOCK | 25470F302 |
| WRB | WR BERKLEY CORP COMMON STOCK USD 0.2 | 157,522 | $8.564M | 0.0% | $54.37 * | $9.99 | +28.0% | COMMON STOCK | 084423102 |
| GT | GOODYEAR TIRE & RUBBER CO/THE COMMON STOCK USD 0 | 291,532 | $8.551M | 0.0% | $29.33 | $24.58 | +19.3% | COMMON STOCK | 382550101 |
| — | CARE CAPITAL PROPERTIES INC REIT USD 0.01 | 259,102 | $8.532M | 0.0% | $32.93 | $32.93 | — | EQUITIES - REIT | 141624106 |
| BEN | FRANKLIN RESOURCES INC COMMON STOCK USD 0.1 | 227,603 | $8.48M | 0.0% | $37.26 * | $30.32 | -24.5% | COMMON STOCK | 354613101 |
| — | VALSPAR CORP/THE COMMON STOCK USD 0.5 | 117,924 | $8.476M | 0.0% | $71.88 | $64.67 | — | COMMON STOCK | 920355104 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 | 161,561 | $8.469M | 0.0% | $52.42 | $46.08 | +13.7% | COMMON STOCK | 88224Q107 |
| — | SOVRAN SELF STORAGE INC REIT USD 0.01 | 89,730 | $8.462M | 0.0% | $94.31 | $94.17 | — | EQUITIES - REIT | 84610H108 |
| PLAY | DAVE & BUSTER'S ENTERTAINMENT INC COMMON STOCK USD | 222,830 | $8.43M | 0.0% | $37.83 | $30.02 | +26.0% | COMMON STOCK | 238337109 |
| MNRO | MONRO MUFFLER BRAKE INC COMMON STOCK USD 0.01 | 124,749 | $8.427M | 0.0% | $67.55 | $52.89 | +27.7% | COMMON STOCK | 610236101 |
| — | COLUMBIA PROPERTY TRUST INC REIT USD 0.01 | 363,004 | $8.422M | 0.0% | $23.20 | $25.60 | — | EQUITIES - REIT | 198287203 |
| HELE | HELEN OF TROY LTD COMMON STOCK USD 0.1 | 94,010 | $8.395M | 0.0% | $89.30 | $47.39 | +88.5% | COMMON STOCK | G4388N106 |
| CBRL | CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK | 56,868 | $8.376M | 0.0% | $147.29 * | $81.31 | +16.0% | COMMON STOCK | 22410J106 |
| EQT | EQT CORP COMMON STOCK USD 0 | 129,130 | $8.364M | 0.0% | $64.77 * | $38.37 | -15.5% | COMMON STOCK | 26884L109 |
| — | TREEHOUSE FOODS INC COMMON STOCK USD 0.01 | 107,493 | $8.362M | 0.0% | $77.79 | $76.87 | — | COMMON STOCK | 89469A104 |
| — | LAZARD LTD MLP | 192,976 | $8.356M | 0.0% | $43.30 | $42.82 | — | MISCELLANEOUS - LIMITED PARTNERSHIP | G54050102 |
| — | NORTHSTAR REALTY FINANCE CORP REIT USD 0.01 | 676,025 | $8.349M | 0.0% | $12.35 | $17.32 | — | EQUITIES - REIT | 66704R704 |
| — | MEAD JOHNSON NUTRITION CO COMMON STOCK USD 0.01 | 118,471 | $8.34M | 0.0% | $70.40 | $78.82 | — | COMMON STOCK | 582839106 |
| ATR | APTARGROUP INC COMMON STOCK USD 0.01 | 126,437 | $8.34M | 0.0% | $65.96 * | $56.39 | +1.6% | COMMON STOCK | 038336103 |
| — | TCF FINANCIAL CORP COMMON STOCK USD 0.01 | 549,098 | $8.324M | 0.0% | $15.16 | $14.21 | — | COMMON STOCK | 872275102 |
| — | CLECO CORP COMMON STOCK USD 1 | 155,841 | $8.297M | 0.0% | $53.24 | $46.40 | — | COMMON STOCK | 12561W105 |
| BBD | BANCO BRADESCO SA ADR USD 0 | 1,541,402 | $8.262M | 0.0% | $5.36 | $11.78 | -54.5% | ADR | 059460303 |
| DLX | DELUXE CORP COMMON STOCK USD 1 | 147,744 | $8.235M | 0.0% | $55.74 * | $26.16 | +41.5% | COMMON STOCK | 248019101 |
| — | GULFPORT ENERGY CORP COMMON STOCK USD 0.01 | 277,190 | $8.227M | 0.0% | $29.68 | $48.43 | — | COMMON STOCK | 402635304 |
| COLM | COLUMBIA SPORTSWEAR CO COMMON STOCK USD 0 | 139,678 | $8.212M | 0.0% | $58.79 * | $42.62 | +21.6% | COMMON STOCK | 198516106 |
| CBT | CABOT CORP COMMON STOCK USD 1 | 257,222 | $8.118M | 0.0% | $31.56 * | $30.58 | -19.5% | COMMON STOCK | 127055101 |
| — | WESTERN REFINING INC COMMON STOCK USD 0.01 | 183,856 | $8.112M | 0.0% | $44.12 | $36.00 | — | COMMON STOCK | 959319104 |
| EPC | EDGEWELL PERSONAL CARE CO COMMON STOCK USD 0.01 | 99,398 | $8.111M | 0.0% | $81.60 * | $82.42 | -9.7% | COMMON STOCK | 28035Q102 |
| BAX | BAXTER INTERNATIONAL INC COMMON STOCK USD 1 | 246,728 | $8.105M | 0.0% | $32.85 * | $32.64 | -14.6% | COMMON STOCK | 071813109 |
| EQIX | EQUINIX INC REIT USD 0.001 | 29,591 | $8.09M | 0.0% | $273.39 * | $175.23 | +22.9% | EQUITIES - REIT | 29444U700 |
| — | NABORS INDUSTRIES LTD COMMON STOCK USD 0.001 | 855,669 | $8.086M | 0.0% | $9.45 | $18.55 | — | COMMON STOCK | G6359F103 |
| — | HILL-ROM HOLDINGS INC COMMON STOCK USD 0 | 155,352 | $8.077M | 0.0% | $51.99 | $33.68 | — | COMMON STOCK | 431475102 |
| M | MACY'S INC COMMON STOCK USD 0.01 | 157,335 | $8.074M | 0.0% | $51.32 | $51.48 | -0.3% | COMMON STOCK | 55616P104 |
| JJSF | J&J SNACK FOODS CORP COMMON STOCK USD 0 | 70,857 | $8.054M | 0.0% | $113.67 * | $70.30 | +36.2% | COMMON STOCK | 466032109 |
| ALB | ALBEMARLE CORP COMMON STOCK USD 0.01 | 182,583 | $8.052M | 0.0% | $44.10 * | $54.13 | -29.4% | COMMON STOCK | 012653101 |
| — | WGL HOLDINGS INC COMMON STOCK USD 0 | 139,588 | $8.05M | 0.0% | $57.67 | $42.61 | — | COMMON STOCK | 92924F106 |
| COR | AMERISOURCEBERGEN CORP COMMON STOCK USD 0.01 | 84,742 | $8.05M | 0.0% | $94.99 * | $47.79 | +47.0% | COMMON STOCK | 03073E105 |
| RARE | ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD | 83,410 | $8.033M | 0.0% | $96.31 | $62.06 | +55.2% | COMMON STOCK | 90400D108 |
| — | REGAL ENTERTAINMENT GROUP COMMON STOCK USD 0.001 | 429,740 | $8.032M | 0.0% | $18.69 | $21.18 | — | COMMON STOCK | 758766109 |
| — | LIBERTY PROPERTY TRUST REIT USD 0.001 | 254,864 | $8.031M | 0.0% | $31.51 | $36.77 | — | EQUITIES - REIT | 531172104 |
| ITW | ILLINOIS TOOL WORKS INC COMMON STOCK USD 0.01 | 97,425 | $8.019M | 0.0% | $82.31 * | $50.49 | +28.2% | COMMON STOCK | 452308109 |
| — | INTEGRATED DEVICE TECHNOLOGY INC COMMON STOCK USD | 394,680 | $8.012M | 0.0% | $20.30 | $9.79 | — | COMMON STOCK | 458118106 |
| FULT | FULTON FINANCIAL CORP COMMON STOCK USD 2.5 | 661,416 | $8.003M | 0.0% | $12.10 * | $7.70 | +7.1% | COMMON STOCK | 360271100 |
| — | CST BRANDS INC COMMON STOCK USD 0.01 | 237,662 | $8M | 0.0% | $33.66 | $38.12 | — | COMMON STOCK | 12646R105 |
| TTC | TORO CO/THE COMMON STOCK USD 1 | 113,274 | $7.99M | 0.0% | $70.54 * | $32.92 | +7.1% | COMMON STOCK | 891092108 |
| FSLR | FIRST SOLAR INC COMMON STOCK USD 0.001 | 186,651 | $7.979M | 0.0% | $42.75 | $45.48 | -6.0% | COMMON STOCK | 336433107 |
| CTRA | CABOT OIL & GAS CORP COMMON STOCK USD 0.1 | 364,714 | $7.973M | 0.0% | $21.86 * | $25.53 | -37.8% | COMMON STOCK | 127097103 |
| FLO | FLOWERS FOODS INC COMMON STOCK USD 0.01 | 321,051 | $7.943M | 0.0% | $24.74 * | $13.86 | +20.0% | COMMON STOCK | 343498101 |
| AGO | ASSURED GUARANTY LTD COMMON STOCK USD 0.01 | 316,467 | $7.912M | 0.0% | $25.00 * | $18.96 | +10.6% | COMMON STOCK | G0585R106 |
| WWD | WOODWARD INC COMMON STOCK USD 0.00292 | 194,061 | $7.898M | 0.0% | $40.70 * | $35.32 | +7.6% | COMMON STOCK | 980745103 |
| — | AMERICAN CAMPUS COMMUNITIES INC REIT USD 0.01 | 217,884 | $7.896M | 0.0% | $36.24 | $38.44 | — | EQUITIES - REIT | 024835100 |
| VRSN | VERISIGN INC COMMON STOCK USD 0.001 | 111,839 | $7.891M | 0.0% | $70.56 | $48.77 | +43.4% | COMMON STOCK | 92343E102 |
| HCSG | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD | 234,056 | $7.888M | 0.0% | $33.70 | $25.83 | +30.5% | COMMON STOCK | 421906108 |
| HRB | H&R BLOCK INC COMMON STOCK USD 0 | 217,413 | $7.87M | 0.0% | $36.20 * | $19.65 | +25.0% | COMMON STOCK | 093671105 |
| SMG | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD 0.01 | 129,387 | $7.869M | 0.0% | $60.82 * | $30.13 | +44.5% | COMMON STOCK | 810186106 |
| — | HUDSON PACIFIC PROPERTIES INC REIT USD 0.01 | 273,148 | $7.864M | 0.0% | $28.79 | $27.78 | — | EQUITIES - REIT | 444097109 |
| — | SEAGATE TECHNOLOGY PLC COMMON STOCK USD 0.00001 | 175,312 | $7.854M | 0.0% | $44.80 | $45.40 | — | COMMON STOCK | G7945M107 |
| HUM | HUMANA INC COMMON STOCK USD 0.166 | 43,736 | $7.829M | 0.0% | $179.01 * | $91.51 | +80.2% | COMMON STOCK | 444859102 |
| — | AMAG PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 196,518 | $7.808M | 0.0% | $39.73 | $42.60 | — | COMMON STOCK | 00163U106 |
| ED | CONSOLIDATED EDISON INC COMMON STOCK USD 0.1 | 116,387 | $7.78M | 0.0% | $66.85 * | $37.37 | +23.5% | COMMON STOCK | 209115104 |
| AAP | ADVANCE AUTO PARTS INC COMMON STOCK USD 0.0001 | 41,044 | $7.779M | 0.0% | $189.53 * | $82.37 | +101.4% | COMMON STOCK | 00751Y106 |
| THG | HANOVER INSURANCE GROUP INC/THE COMMON STOCK USD | 100,069 | $7.775M | 0.0% | $77.70 * | $37.47 | +55.0% | COMMON STOCK | 410867105 |
| NNN | NATIONAL RETAIL PROPERTIES INC REIT USD 0.01 | 214,320 | $7.773M | 0.0% | $36.27 | $34.50 | — | EQUITIES - REIT | 637417106 |
| CCI | CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01 | 98,549 | $7.773M | 0.0% | $78.87 * | $54.11 | -4.7% | EQUITIES - REIT | 22822V101 |
| — | MARATHON OIL CORP COMMON STOCK USD 1 | 504,606 | $7.771M | 0.0% | $15.40 | $23.64 | — | COMMON STOCK | 565849106 |
| EPR | EPR PROPERTIES REIT USD 0.01 | 150,587 | $7.766M | 0.0% | $51.57 | $60.03 | — | EQUITIES - REIT | 26884U109 |
| — | VECTREN CORP COMMON STOCK USD 0 | 184,408 | $7.747M | 0.0% | $42.01 | $33.82 | — | COMMON STOCK | 92240G101 |
| — | LASALLE HOTEL PROPERTIES REIT USD 0.01 | 272,458 | $7.735M | 0.0% | $28.39 | $31.79 | — | EQUITIES - REIT | 517942108 |
| — | THORATEC CORP COMMON STOCK USD 0 | 122,266 | $7.735M | 0.0% | $63.26 | $31.62 | — | COMMON STOCK | 885175307 |
| TDY | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD 0.01 | 85,548 | $7.725M | 0.0% | $90.30 | $90.23 | +0.1% | COMMON STOCK | 879360105 |
| AAL | AMERICAN AIRLINES GROUP INC COMMON STOCK USD 0.01 | 198,331 | $7.701M | 0.0% | $38.83 * | $48.17 | -23.1% | COMMON STOCK | 02376R102 |
| — | ALTERA CORP COMMON STOCK USD 0.001 | 153,189 | $7.672M | 0.0% | $50.08 | $35.33 | — | COMMON STOCK | 021441100 |
| — | REALOGY HOLDINGS CORP COMMON STOCK USD 0.01 | 202,947 | $7.637M | 0.0% | $37.63 | $43.70 | — | COMMON STOCK | 75605Y106 |
| — | WPX ENERGY INC COMMON STOCK USD | 1,152,357 | $7.629M | 0.0% | $6.62 | $14.40 | — | COMMON STOCK | 98212B103 |
| — | PRIVATEBANCORP INC COMMON STOCK USD 0 | 199,007 | $7.628M | 0.0% | $38.33 | $23.88 | — | COMMON STOCK | 742962103 |
| — | COMCAST CORP SPECIAL COMMON A | 132,735 | $7.598M | 0.0% | $57.24 | $54.31 | — | COMMON STOCK | 20030N200 |
| CHKP | CHECK POINT SOFTWARE TECHNOLOGIES LTD COMMON STOCK | 95,775 | $7.598M | 0.0% | $79.33 | $59.52 | +33.3% | COMMON STOCK | M22465104 |
| — | ROYAL DUTCH SHELL PLC ADR USD | 159,874 | $7.591M | 0.0% | $47.48 | $67.20 | — | ADR | 780259107 |
| GNTX | GENTEX CORP COMMON STOCK USD 0.06 | 489,080 | $7.581M | 0.0% | $15.50 | $14.49 | +6.9% | COMMON STOCK | 371901109 |
| — | QEP RESOURCES INC COMMON STOCK USD 0.01 | 604,503 | $7.574M | 0.0% | $12.53 | $27.75 | — | COMMON STOCK | 74733V100 |
| — | BARNES GROUP INC COMMON STOCK USD 0.01 | 209,977 | $7.57M | 0.0% | $36.05 | $38.29 | — | COMMON STOCK | 067806109 |
| FR | FIRST INDUSTRIAL REALTY TRUST INC REIT USD 0.01 | 360,245 | $7.547M | 0.0% | $20.95 | $20.99 | — | EQUITIES - REIT | 32054K103 |
| NUE | NUCOR CORP COMMON STOCK USD 0.4 | 200,972 | $7.546M | 0.0% | $37.55 * | $33.43 | -11.4% | COMMON STOCK | 670346105 |
| CIEN | CIENA CORP COMMON STOCK USD 0.01 | 363,797 | $7.538M | 0.0% | $20.72 | $18.88 | +9.8% | COMMON STOCK | 171779309 |
| — | STEELCASE INC COMMON STOCK USD 0 | 408,656 | $7.523M | 0.0% | $18.41 | $15.61 | — | COMMON STOCK | 858155203 |
| — | STAPLES INC COMMON STOCK USD 0.0006 | 640,707 | $7.515M | 0.0% | $11.73 | $13.59 | — | COMMON STOCK | 855030102 |
| — | HOME PROPERTIES INC REIT USD 0.01 | 100,505 | $7.513M | 0.0% | $74.75 | $66.50 | — | EQUITIES - REIT | 437306103 |
| SNA | SNAP-ON INC COMMON STOCK USD 1 | 49,767 | $7.512M | 0.0% | $150.94 * | $95.09 | +24.6% | COMMON STOCK | 833034101 |
| — | SHAW COMMUNICATIONS INC COMMON STOCK CAD 0 | 387,000 | $7.508M | 0.0% | $19.40 | $23.78 | — | COMMON STOCK | 82028K200 |
| PB | PROSPERITY BANCSHARES INC COMMON STOCK USD 1 | 152,588 | $7.494M | 0.0% | $49.11 * | $36.65 | +0.3% | COMMON STOCK | 743606105 |
| — | AQUA AMERICA INC COMMON STOCK USD 0.5 | 282,908 | $7.489M | 0.0% | $26.47 | $29.84 | — | COMMON STOCK | 03836W103 |
| PAYC | PAYCOM SOFTWARE INC COMMON STOCK USD 0.01 | 208,384 | $7.483M | 0.0% | $35.91 | $34.96 | +0.7% | COMMON STOCK | 70432V102 |
| JBL | JABIL CIRCUIT INC COMMON STOCK USD 0.001 | 333,496 | $7.46M | 0.0% | $22.37 * | $18.39 | +12.0% | COMMON STOCK | 466313103 |
| — | CORELOGIC INC/UNITED STATES COMMON STOCK USD 1 | 200,289 | $7.457M | 0.0% | $37.23 | $26.39 | — | COMMON STOCK | 21871D103 |
| — | DUNKIN' BRANDS GROUP INC COMMON STOCK USD 0.001 | 152,043 | $7.45M | 0.0% | $49.00 | $55.00 | — | COMMON STOCK | 265504100 |
| — | B/E AEROSPACE INC COMMON STOCK USD 0.01 | 169,537 | $7.443M | 0.0% | $43.90 | $92.49 | — | COMMON STOCK | 073302101 |
| — | HEALTH NET INC/CA COMMON STOCK USD 0.001 | 123,418 | $7.432M | 0.0% | $60.22 | $36.66 | — | COMMON STOCK | 42222G108 |
| PVH | PVH CORP COMMON STOCK USD 1 | 72,821 | $7.423M | 0.0% | $101.93 | $112.68 | -10.9% | COMMON STOCK | 693656100 |
| LUV | SOUTHWEST AIRLINES CO COMMON STOCK USD 1 | 194,859 | $7.412M | 0.0% | $38.04 * | $12.10 | +179.1% | COMMON STOCK | 844741108 |
| — | OFFICE DEPOT INC COMMON STOCK USD 0.01 | 1,151,006 | $7.389M | 0.0% | $6.42 | $5.87 | — | COMMON STOCK | 676220106 |
| CW | CURTISS-WRIGHT CORP COMMON STOCK USD 1 | 118,228 | $7.38M | 0.0% | $62.42 * | $41.76 | +42.1% | COMMON STOCK | 231561101 |
| AWK | AMERICAN WATER WORKS CO INC COMMON STOCK USD 0.01 | 133,900 | $7.375M | 0.0% | $55.08 * | $38.03 | +18.7% | COMMON STOCK | 030420103 |
| — | AON PLC COMMON STOCK USD 0.01 | 83,216 | $7.374M | 0.0% | $88.61 | $66.50 | — | COMMON STOCK | G0408V102 |
| WU | WESTERN UNION CO/THE COMMON STOCK USD 0.01 | 400,843 | $7.359M | 0.0% | $18.36 | $17.13 | — | COMMON STOCK | 959802109 |
| — | ABAXIS INC COMMON STOCK USD 0 | 167,196 | $7.355M | 0.0% | $43.99 | $44.12 | — | COMMON STOCK | 002567105 |
| — | INGRAM MICRO INC COMMON STOCK USD 0.01 | 269,703 | $7.347M | 0.0% | $27.24 | $19.09 | — | COMMON STOCK | 457153104 |
| VFC | VF CORP COMMON STOCK USD 0 | 107,572 | $7.337M | 0.0% | $68.21 * | $53.96 | +19.0% | COMMON STOCK | 918204108 |
| IDCC | INTERDIGITAL INC/PA COMMON STOCK USD 0.01 | 144,739 | $7.324M | 0.0% | $50.60 | $42.57 | +18.9% | COMMON STOCK | 45867G101 |
| — | BOFI HOLDING INC COMMON STOCK USD 0.01 | 56,692 | $7.304M | 0.0% | $128.84 | $79.21 | — | COMMON STOCK | 05566U108 |
| — | FOREST CITY ENTERPRISES INC COMMON STOCK USD 0.333 | 362,030 | $7.288M | 0.0% | $20.13 | $20.08 | — | COMMON STOCK | 345550107 |
| — | LINEAR TECHNOLOGY CORP COMMON STOCK USD 0.001 | 180,588 | $7.287M | 0.0% | $40.35 | $39.16 | — | COMMON STOCK | 535678106 |
| CDW | CDW CORP/DE COMMON STOCK USD 0.01 | 178,308 | $7.286M | 0.0% | $40.86 * | $22.61 | +60.3% | COMMON STOCK | 12514G108 |
| CE | CELANESE CORP COMMON STOCK USD 0.0001 | 122,864 | $7.27M | 0.0% | $59.17 * | $42.39 | +14.5% | COMMON STOCK | 150870103 |
| APD | AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD 1 | 56,942 | $7.265M | 0.0% | $127.59 * | $84.18 | +9.1% | COMMON STOCK | 009158106 |
| SF | STIFEL FINANCIAL CORP COMMON STOCK USD 0.15 | 171,810 | $7.233M | 0.0% | $42.10 * | $27.86 | -10.8% | COMMON STOCK | 860630102 |
| — | MCGRAW HILL FINANCIAL INC COMMON STOCK USD 1 | 83,484 | $7.221M | 0.0% | $86.50 | $57.78 | — | COMMON STOCK | 580645109 |
| — | MFA FINANCIAL INC REIT USD 0.01 | 1,056,817 | $7.197M | 0.0% | $6.81 | $7.83 | — | EQUITIES - REIT | 55272X102 |
| NWS | NEWS CORP COMMON STOCK USD | 561,255 | $7.195M | 0.0% | $12.82 * | $13.29 | -14.3% | COMMON STOCK | 65249B208 |
| STLD | STEEL DYNAMICS INC COMMON STOCK USD 0.005 | 418,538 | $7.19M | 0.0% | $17.18 * | $11.56 | +20.1% | COMMON STOCK | 858119100 |
| — | SEACOR HOLDINGS INC COMMON STOCK USD 0.01 | 119,867 | $7.169M | 0.0% | $59.81 | $88.11 | — | COMMON STOCK | 811904101 |
| PRAA | PRA GROUP INC COMMON STOCK USD 0.01 | 135,423 | $7.167M | 0.0% | $52.92 | $58.65 | -9.8% | COMMON STOCK | 69354N106 |
| WLY | JOHN WILEY & SONS INC COMMON STOCK USD 1 | 143,244 | $7.166M | 0.0% | $50.03 * | $33.90 | +7.8% | COMMON STOCK | 968223206 |
| ACM | AECOM COMMON STOCK USD 0.01 | 260,293 | $7.161M | 0.0% | $27.51 * | $29.38 | -9.9% | COMMON STOCK | 00766T100 |
| — | TAUBMAN CENTERS INC REIT USD 0.01 | 103,128 | $7.124M | 0.0% | $69.08 | $74.53 | — | EQUITIES - REIT | 876664103 |
| SHOO | STEVEN MADDEN LTD COMMON STOCK USD 0.0001 | 193,943 | $7.102M | 0.0% | $36.62 * | $19.71 | +6.9% | COMMON STOCK | 556269108 |
| TROW | T ROWE PRICE GROUP INC COMMON STOCK USD 0.2 | 102,083 | $7.095M | 0.0% | $69.50 * | $48.64 | -1.1% | COMMON STOCK | 74144T108 |
| — | COACH INC COMMON STOCK USD 0.01 | 244,835 | $7.083M | 0.0% | $28.93 | $44.34 | — | COMMON STOCK | 189754104 |
| SLGN | SILGAN HOLDINGS INC COMMON STOCK USD 0.01 | 136,000 | $7.077M | 0.0% | $52.04 * | $24.03 | +8.3% | COMMON STOCK | 827048109 |
| SGI | TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD | 98,799 | $7.057M | 0.0% | $71.43 * | $11.43 | +56.2% | COMMON STOCK | 88023U101 |
| — | WHOLE FOODS MARKET INC COMMON STOCK USD 0 | 222,156 | $7.031M | 0.0% | $31.65 | $44.05 | — | COMMON STOCK | 966837106 |
| OSK | OSHKOSH CORP COMMON STOCK USD 0.01 | 193,322 | $7.023M | 0.0% | $36.33 * | $35.49 | -13.0% | COMMON STOCK | 688239201 |
| IP | INTERNATIONAL PAPER CO COMMON STOCK USD 1 | 185,655 | $7.016M | 0.0% | $37.79 * | $26.55 | -13.3% | COMMON STOCK | 460146103 |
| — | NUVASIVE INC COMMON STOCK USD 0.001 | 145,284 | $7.006M | 0.0% | $48.22 | $34.76 | — | COMMON STOCK | 670704105 |
| MAT | MATTEL INC COMMON STOCK USD 1 | 331,944 | $6.991M | 0.0% | $21.06 | $35.30 | -40.3% | COMMON STOCK | 577081102 |
| — | ZAYO GROUP HOLDINGS INC COMMON STOCK USD 0.001 | 275,500 | $6.987M | 0.0% | $25.36 | $25.36 | — | COMMON STOCK | 98919V105 |
| SANM | SANMINA CORP COMMON STOCK USD 0.01 | 326,212 | $6.971M | 0.0% | $21.37 | $15.33 | +39.4% | COMMON STOCK | 801056102 |
| — | COMMUNICATIONS SALES & LEASING INC REIT USD 0.0001 | 389,348 | $6.969M | 0.0% | $17.90 | $24.46 | — | EQUITIES - REIT | 20341J104 |
| DIN | DINEEQUITY INC COMMON STOCK USD 0.01 | 76,023 | $6.968M | 0.0% | $91.66 * | $49.23 | +19.3% | COMMON STOCK | 254423106 |
| — | FRONTIER COMMUNICATIONS CORP COMMON STOCK USD 0.25 | 1,457,222 | $6.922M | 0.0% | $4.75 | $4.38 | — | COMMON STOCK | 35906A108 |
| ETR | ENTERGY CORP COMMON STOCK USD 0.01 | 105,840 | $6.89M | 0.0% | $65.10 * | $22.57 | -3.8% | COMMON STOCK | 29364G103 |
| — | FLEETMATICS GROUP PLC COMMON STOCK USD 0.015 | 140,327 | $6.889M | 0.0% | $49.09 | $36.04 | — | COMMON STOCK | G35569105 |
| — | BIOMED REALTY TRUST INC REIT USD 0.01 | 344,783 | $6.889M | 0.0% | $19.98 | $19.70 | — | EQUITIES - REIT | 09063H107 |
| ISRG | INTUITIVE SURGICAL INC COMMON STOCK USD 0.001 | 14,980 | $6.885M | 0.0% | $459.61 * | $55.25 | -7.6% | COMMON STOCK | 46120E602 |
| — | HUBBELL INC COMMON STOCK USD 0.01 | 80,903 | $6.873M | 0.0% | $84.95 | $99.55 | — | COMMON STOCK | 443510201 |
| — | CHARTER COMMUNICATIONS INC COMMON STOCK USD | 38,985 | $6.856M | 0.0% | $175.86 | $176.39 | — | COMMON STOCK | 16117M305 |
| — | ALLIED WORLD ASSURANCE CO HOLDINGS AG COMMON STOCK | 178,998 | $6.832M | 0.0% | $38.17 | $48.30 | — | COMMON STOCK | H01531104 |
| — | FAIRCHILD SEMICONDUCTOR INTERNATIONAL INC COMMON | 486,035 | $6.824M | 0.0% | $14.04 | $14.67 | — | COMMON STOCK | 303726103 |
| NSC | NORFOLK SOUTHERN CORP COMMON STOCK USD 1 | 89,197 | $6.815M | 0.0% | $76.40 * | $57.50 | +6.8% | COMMON STOCK | 655844108 |
| — | CITY NATIONAL CORP/CA COMMON STOCK USD 1 | 77,370 | $6.813M | 0.0% | $88.06 | $72.34 | — | COMMON STOCK | 178566105 |
| — | DRIL-QUIP INC COMMON STOCK USD 0.01 | 116,582 | $6.787M | 0.0% | $58.22 | $97.12 | — | COMMON STOCK | 262037104 |
| PBI | PITNEY BOWES INC COMMON STOCK USD 1 | 340,956 | $6.768M | 0.0% | $19.85 | $21.06 | -5.7% | COMMON STOCK | 724479100 |
| — | DYNEGY INC COMMON STOCK USD 0.01 | 327,261 | $6.764M | 0.0% | $20.67 | $29.15 | — | COMMON STOCK | 26817R108 |
| VOD | VODAFONE GROUP PLC ADR USD | 213,058 | $6.762M | 0.0% | $31.74 | $38.55 | -17.7% | ADR | 92857W308 |
| — | IMPERVA INC COMMON STOCK USD 0.0001 | 103,234 | $6.76M | 0.0% | $65.48 | $58.07 | — | COMMON STOCK | 45321L100 |
| SIG | SIGNET JEWELERS LTD COMMON STOCK USD 0.18 | 49,656 | $6.76M | 0.0% | $136.14 * | $56.27 | +97.9% | COMMON STOCK | G81276100 |
| LDOS | LEIDOS HOLDINGS INC COMMON STOCK USD 0.0001 | 163,558 | $6.757M | 0.0% | $41.31 * | $26.26 | -3.2% | COMMON STOCK | 525327102 |
| THRM | GENTHERM INC COMMON STOCK USD 0 | 150,116 | $6.743M | 0.0% | $44.92 | $39.10 | +14.9% | COMMON STOCK | 37253A103 |
| TRMB | TRIMBLE NAVIGATION LTD COMMON STOCK USD 0 | 410,478 | $6.74M | 0.0% | $16.42 | $27.47 | -40.2% | COMMON STOCK | 896239100 |
| — | SUPERVALU INC COMMON STOCK USD 0.01 | 938,511 | $6.739M | 0.0% | $7.18 | $7.38 | — | COMMON STOCK | 868536103 |
| WAFD | WASHINGTON FEDERAL INC COMMON STOCK USD 1 | 295,962 | $6.733M | 0.0% | $22.75 * | $13.57 | +23.7% | COMMON STOCK | 938824109 |
| AXTA | AXALTA COATING SYSTEMS LTD COMMON STOCK USD 1 | 265,288 | $6.722M | 0.0% | $25.34 | $25.17 | +0.7% | COMMON STOCK | G0750C108 |
| — | SYNOVUS FINANCIAL CORP COMMON STOCK USD 1 | 226,911 | $6.717M | 0.0% | $29.60 | $24.38 | — | COMMON STOCK | 87161C501 |
| — | CTRIP.COM INTERNATIONAL LTD ADR USD 0.01 | 106,300 | $6.716M | 0.0% | $63.18 | $66.06 | — | ADR | 22943F100 |
| — | MEN'S WEARHOUSE INC/THE COMMON STOCK USD 0.01 | 157,713 | $6.706M | 0.0% | $42.52 | $55.35 | — | COMMON STOCK | 587118100 |
| — | CHIMERA INVESTMENT CORP REIT USD 0.01 | 501,381 | $6.703M | 0.0% | $13.37 | $13.71 | — | EQUITIES - REIT | 16934Q208 |
| OII | OCEANEERING INTERNATIONAL INC COMMON STOCK USD | 170,556 | $6.699M | 0.0% | $39.28 | $73.49 | -46.6% | COMMON STOCK | 675232102 |
| GGG | GRACO INC COMMON STOCK USD 1 | 99,537 | $6.672M | 0.0% | $67.03 * | $18.39 | +5.8% | COMMON STOCK | 384109104 |
| SU | SUNCOR ENERGY INC COMMON STOCK CAD 0 | 249,487 | $6.666M | 0.0% | $26.72 * | $21.59 | -13.9% | COMMON STOCK | 867224107 |
| CAKE | CHEESECAKE FACTORY INC/THE COMMON STOCK USD 0.01 | 123,212 | $6.649M | 0.0% | $53.96 * | $31.68 | +37.4% | COMMON STOCK | 163072101 |
| KFY | KORN/FERRY INTERNATIONAL COMMON STOCK USD 0.01 | 200,849 | $6.642M | 0.0% | $33.07 * | $21.91 | +30.5% | COMMON STOCK | 500643200 |
| IPGP | IPG PHOTONICS CORP COMMON STOCK USD 0.0001 | 87,164 | $6.622M | 0.0% | $75.97 | $76.02 | -0.1% | COMMON STOCK | 44980X109 |
| ADSK | AUTODESK INC COMMON STOCK USD 0.01 | 149,706 | $6.608M | 0.0% | $44.14 | $50.70 | -12.9% | COMMON STOCK | 052769106 |
| — | HOSPITALITY PROPERTIES TRUST REIT USD 0.01 | 258,323 | $6.608M | 0.0% | $25.58 | $32.99 | — | EQUITIES - REIT | 44106M102 |
| ANF | ABERCROMBIE & FITCH CO COMMON STOCK USD 0.01 | 310,322 | $6.576M | 0.0% | $21.19 * | $27.82 | -37.9% | COMMON STOCK | 002896207 |
| MTX | MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1 | 136,521 | $6.575M | 0.0% | $48.16 * | $42.79 | +7.9% | COMMON STOCK | 603158106 |
| NDSN | NORDSON CORP COMMON STOCK USD 0 | 104,450 | $6.574M | 0.0% | $62.94 * | $60.57 | -6.9% | COMMON STOCK | 655663102 |
| GNRC | GENERAC HOLDINGS INC COMMON STOCK USD 0.01 | 217,923 | $6.557M | 0.0% | $30.09 | $41.40 | -27.3% | COMMON STOCK | 368736104 |
| ORI | OLD REPUBLIC INTERNATIONAL CORP COMMON STOCK USD 1 | 419,176 | $6.556M | 0.0% | $15.64 * | $5.61 | +32.4% | COMMON STOCK | 680223104 |
| MASI | MASIMO CORP COMMON STOCK USD 0.001 | 169,129 | $6.522M | 0.0% | $38.56 | $30.24 | +27.5% | COMMON STOCK | 574795100 |
| — | SENIOR HOUSING PROPERTIES TRUST REIT USD 0.01 | 401,497 | $6.504M | 0.0% | $16.20 | $22.19 | — | EQUITIES - REIT | 81721M109 |
| — | LIBERTY GLOBAL PLC COMMON STOCK USD 0.01 | 158,350 | $6.496M | 0.0% | $41.02 | $40.88 | — | COMMON STOCK | G5480U120 |
| — | CYBERARK SOFTWARE LTD COMMON STOCK USD 0.01 | 129,523 | $6.494M | 0.0% | $50.14 | $53.76 | — | COMMON STOCK | M2682V108 |
| PANW | PALO ALTO NETWORKS INC COMMON STOCK USD 0.0001 | 37,670 | $6.479M | 0.0% | $171.99 * | $15.42 | +85.9% | COMMON STOCK | 697435105 |
| — | EATON VANCE CORP COMMON STOCK USD 0.00390625 | 193,842 | $6.478M | 0.0% | $33.42 | $37.62 | — | COMMON STOCK | 278265103 |
| — | CON-WAY INC COMMON STOCK USD 0.625 | 136,290 | $6.467M | 0.0% | $47.45 | $40.38 | — | COMMON STOCK | 205944101 |
| SWKS | SKYWORKS SOLUTIONS INC COMMON STOCK USD 0.25 | 76,789 | $6.466M | 0.0% | $84.20 * | $30.37 | +124.3% | COMMON STOCK | 83088M102 |
| — | CLARCOR INC COMMON STOCK USD 1 | 135,539 | $6.462M | 0.0% | $47.68 | $52.21 | — | COMMON STOCK | 179895107 |
| NEU | NEWMARKET CORP COMMON STOCK USD 0 | 18,049 | $6.443M | 0.0% | $356.97 * | $215.59 | +36.0% | COMMON STOCK | 651587107 |
| — | POLYONE CORP COMMON STOCK USD 0.01 | 218,922 | $6.423M | 0.0% | $29.34 | $34.91 | — | COMMON STOCK | 73179P106 |
| CPA | COPA HOLDINGS SA COMMON STOCK USD 0 | 152,622 | $6.399M | 0.0% | $41.93 * | $79.16 | -60.8% | COMMON STOCK | P31076105 |
| — | HSN INC COMMON STOCK USD 0.01 | 111,662 | $6.392M | 0.0% | $57.24 | $59.54 | — | COMMON STOCK | 404303109 |
| — | MICHAELS COS INC/THE COMMON STOCK USD 0.06775 | 276,457 | $6.386M | 0.0% | $23.10 | $26.62 | — | COMMON STOCK | 59408Q106 |
| BCS | BARCLAYS PLC ADR USD | 431,731 | $6.381M | 0.0% | $14.78 | $17.08 | -13.5% | ADR | 06738E204 |
| — | ASCENA RETAIL GROUP INC COMMON STOCK USD 0.01 | 456,618 | $6.352M | 0.0% | $13.91 | $16.82 | — | COMMON STOCK | 04351G101 |
| EVR | EVERCORE PARTNERS INC COMMON STOCK USD 0.01 | 126,182 | $6.339M | 0.0% | $50.24 * | $40.67 | -1.2% | COMMON STOCK | 29977A105 |
| NEM | NEWMONT MINING CORP COMMON STOCK USD 1.6 | 393,859 | $6.329M | 0.0% | $16.07 * | $22.30 | -43.5% | COMMON STOCK | 651639106 |
| NVS | NOVARTIS AG ADR USD | 68,548 | $6.301M | 0.0% | $91.92 | $77.79 | +18.2% | ADR | 66987V109 |
| — | BAXALTA INC COMMON STOCK USD 0.01 | 199,735 | $6.294M | 0.0% | $31.51 | $31.51 | — | COMMON STOCK | 07177M103 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP INC COMMON STOCK | 149,189 | $6.29M | 0.0% | $42.16 * | $21.84 | +35.3% | COMMON STOCK | 744573106 |
| — | NIC INC COMMON STOCK USD 0 | 354,557 | $6.279M | 0.0% | $17.71 | $18.36 | — | COMMON STOCK | 62914B100 |
| AIZ | ASSURANT INC COMMON STOCK USD 0.01 | 79,230 | $6.26M | 0.0% | $79.01 * | $49.34 | +30.4% | COMMON STOCK | 04621X108 |
| WTFC | WINTRUST FINANCIAL CORP COMMON STOCK USD 0 | 116,366 | $6.217M | 0.0% | $53.43 | $42.29 | +26.3% | COMMON STOCK | 97650W108 |
| HSIC | HENRY SCHEIN INC COMMON STOCK USD 0.01 | 46,724 | $6.201M | 0.0% | $132.72 * | $37.15 | +40.1% | COMMON STOCK | 806407102 |
| FOSL | FOSSIL GROUP INC COMMON STOCK USD 0.01 | 110,756 | $6.189M | 0.0% | $55.88 | $85.96 | -35.0% | COMMON STOCK | 34988V106 |
| — | FIRST NIAGARA FINANCIAL GROUP INC COMMON STOCK USD | 602,121 | $6.148M | 0.0% | $10.21 | $10.08 | — | COMMON STOCK | 33582V108 |
| KLAC | KLA-TENCOR CORP COMMON STOCK USD 0.001 | 122,931 | $6.147M | 0.0% | $50.00 * | $35.34 | +17.5% | COMMON STOCK | 482480100 |
| — | GENERAL GROWTH PROPERTIES INC REIT USD 0.01 | 236,316 | $6.137M | 0.0% | $25.97 | $20.48 | — | EQUITIES - REIT | 370023103 |
| CATY | CATHAY GENERAL BANCORP COMMON STOCK USD 0.01 | 204,636 | $6.131M | 0.0% | $29.96 * | $14.24 | +53.3% | COMMON STOCK | 149150104 |
| — | TECH DATA CORP COMMON STOCK USD 0.0015 | 89,110 | $6.104M | 0.0% | $68.50 | $49.43 | — | COMMON STOCK | 878237106 |
| AGCO | AGCO CORP COMMON STOCK USD 0.01 | 130,828 | $6.101M | 0.0% | $46.63 * | $43.57 | -14.5% | COMMON STOCK | 001084102 |
| PH | PARKER-HANNIFIN CORP COMMON STOCK USD 0.5 | 62,670 | $6.098M | 0.0% | $97.30 * | $83.51 | -1.3% | COMMON STOCK | 701094104 |
| — | MADISON SQUARE GARDEN CO/THE COMMON STOCK USD 0.01 | 84,421 | $6.09M | 0.0% | $72.14 | $75.23 | — | COMMON STOCK | 55826P100 |
| MNST | MONSTER BEVERAGE CORP COMMON STOCK USD | 44,992 | $6.08M | 0.0% | $135.14 * | $22.33 | +0.9% | COMMON STOCK | 61174X109 |
| — | COOPER TIRE & RUBBER CO COMMON STOCK USD 1 | 153,874 | $6.08M | 0.0% | $39.51 | $34.13 | — | COMMON STOCK | 216831107 |
| LEN | LENNAR CORP COMMON STOCK USD 0.1 | 126,318 | $6.08M | 0.0% | $48.13 * | $32.85 | +26.8% | COMMON STOCK | 526057104 |
| — | SPARTANNASH CO COMMON STOCK USD 0 | 235,069 | $6.077M | 0.0% | $25.85 | $21.75 | — | COMMON STOCK | 847215100 |
| CLH | CLEAN HARBORS INC COMMON STOCK USD 0.01 | 138,212 | $6.077M | 0.0% | $43.97 | $52.98 | -17.0% | COMMON STOCK | 184496107 |
| SATS | ECHOSTAR CORP COMMON STOCK USD 0.001 | 139,865 | $6.018M | 0.0% | $43.03 * | $36.05 | -3.3% | COMMON STOCK | 278768106 |
| BWA | BORGWARNER INC COMMON STOCK USD 0.01 | 144,381 | $6.005M | 0.0% | $41.59 * | $45.47 | -31.2% | COMMON STOCK | 099724106 |
| ARMK | ARAMARK COMMON STOCK USD 0.01 | 202,500 | $6.002M | 0.0% | $29.64 * | $20.12 | -6.2% | COMMON STOCK | 03852U106 |
| — | SCANA CORP COMMON STOCK USD 0 | 106,349 | $5.983M | 0.0% | $56.26 | $53.49 | — | COMMON STOCK | 80589M102 |
| — | TASER INTERNATIONAL INC COMMON STOCK USD 0.00001 | 271,279 | $5.975M | 0.0% | $22.03 | $22.89 | — | COMMON STOCK | 87651B104 |
| BGS | B&G FOODS INC COMMON STOCK USD 0.01 | 163,631 | $5.964M | 0.0% | $36.45 * | $13.00 | +26.9% | COMMON STOCK | 05508R106 |
| — | HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCK | 61,962 | $5.948M | 0.0% | $95.99 | $115.03 | — | COMMON STOCK | 413086109 |
| — | ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD | 127,900 | $5.944M | 0.0% | $46.47 | $39.61 | — | COMMON STOCK | G05384105 |
| PAYX | PAYCHEX INC COMMON STOCK USD 0.01 | 124,761 | $5.942M | 0.0% | $47.63 * | $27.17 | +28.6% | COMMON STOCK | 704326107 |
| — | NATIONAL INSTRUMENTS CORP COMMON STOCK USD 0.01 | 213,833 | $5.942M | 0.0% | $27.79 | $27.99 | — | COMMON STOCK | 636518102 |
| EXP | EAGLE MATERIALS INC COMMON STOCK USD 0.01 | 86,840 | $5.942M | 0.0% | $68.42 * | $69.12 | -5.9% | COMMON STOCK | 26969P108 |
| — | WADDELL & REED FINANCIAL INC COMMON STOCK USD 0.01 | 170,368 | $5.924M | 0.0% | $34.77 | $43.74 | — | COMMON STOCK | 930059100 |
| TRN | TRINITY INDUSTRIES INC COMMON STOCK USD 0.01 | 260,862 | $5.914M | 0.0% | $22.67 * | $14.97 | -21.3% | COMMON STOCK | 896522109 |
| — | TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 | 218,428 | $5.913M | 0.0% | $27.07 | $29.78 | — | COMMON STOCK | 90130A200 |
| FMX | FOMENTO ECONOMICO MEXICANO SAB DE CV ADR USD | 66,233 | $5.911M | 0.0% | $89.25 | $102.37 | -12.8% | ADR | 344419106 |
| HRL | HORMEL FOODS CORP COMMON STOCK USD 0.0586 | 93,078 | $5.893M | 0.0% | $63.31 * | $17.00 | +45.4% | COMMON STOCK | 440452100 |
| RYN | RAYONIER INC REIT USD 0 | 265,990 | $5.87M | 0.0% | $22.07 | $48.90 | — | EQUITIES - REIT | 754907103 |
| VTV | VANGUARD VALUE ETF ETP USD | 76,335 | $5.859M | 0.0% | $76.75 | $84.10 | -8.7% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 922908744 |
| — | PROOFPOINT INC COMMON STOCK USD 0.0001 | 96,855 | $5.842M | 0.0% | $60.32 | $37.01 | — | COMMON STOCK | 743424103 |
| — | XL GROUP PLC COMMON STOCK USD 0.01 | 160,164 | $5.817M | 0.0% | $36.32 | $33.55 | — | COMMON STOCK | G98290102 |
| ESS | ESSEX PROPERTY TRUST INC REIT USD 0.0001 | 26,032 | $5.816M | 0.0% | $223.42 * | $105.70 | +51.5% | EQUITIES - REIT | 297178105 |
| — | INVESTORS BANCORP INC COMMON STOCK USD 0.01 | 470,544 | $5.807M | 0.0% | $12.34 | $11.06 | — | COMMON STOCK | 46146L101 |
| — | INGERSOLL-RAND PLC COMMON STOCK USD 1 | 114,014 | $5.788M | 0.0% | $50.77 | $55.87 | — | COMMON STOCK | G47791101 |
| — | SOLERA HOLDINGS INC COMMON STOCK USD 0.01 | 107,032 | $5.78M | 0.0% | $54.00 | $53.77 | — | COMMON STOCK | 83421A104 |
| ROK | ROCKWELL AUTOMATION INC COMMON STOCK USD 1 | 56,883 | $5.772M | 0.0% | $101.47 * | $67.20 | +23.6% | COMMON STOCK | 773903109 |
| — | LACLEDE GROUP INC/THE COMMON STOCK USD 1 | 105,752 | $5.767M | 0.0% | $54.53 | $46.33 | — | COMMON STOCK | 505597104 |
| — | PINNACLE FOODS INC COMMON STOCK USD 0.01 | 137,375 | $5.753M | 0.0% | $41.88 | $31.99 | — | COMMON STOCK | 72348P104 |
| MDU | MDU RESOURCES GROUP INC COMMON STOCK USD 1 | 334,067 | $5.746M | 0.0% | $17.20 * | $6.62 | -27.4% | COMMON STOCK | 552690109 |
| KEX | KIRBY CORP COMMON STOCK USD 0.1 | 92,520 | $5.732M | 0.0% | $61.95 | $79.68 | -22.3% | COMMON STOCK | 497266106 |
| RBC | RBC BEARINGS INC COMMON STOCK USD 0.01 | 95,533 | $5.706M | 0.0% | $59.73 | $59.84 | -0.2% | COMMON STOCK | 75524B104 |
| EEM | ISHARES MSCI EMERGING MARKETS ETF ETP USD | 174,007 | $5.704M | 0.0% | $32.78 | $36.70 | -10.7% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287234 |
| OMCL | OMNICELL INC COMMON STOCK USD 0.001 | 183,119 | $5.695M | 0.0% | $31.10 | $28.68 | +8.4% | COMMON STOCK | 68213N109 |
| LECO | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK USD 0 | 108,596 | $5.694M | 0.0% | $52.43 | $55.81 | -6.1% | COMMON STOCK | 533900106 |
| — | UNILEVER NV NY REG SHRS USD | 141,556 | $5.691M | 0.0% | $40.20 | $39.27 | — | ADR | 904784709 |
| RITM | NEW RESIDENTIAL INVESTMENT CORP REIT USD 0.01 | 433,514 | $5.679M | 0.0% | $13.10 | $13.69 | — | EQUITIES - REIT | 64828T201 |
| WSO | WATSCO INC COMMON STOCK USD 0.5 | 47,902 | $5.675M | 0.0% | $118.47 | $84.64 | +40.0% | COMMON STOCK | 942622200 |
| — | DENTSPLY INTERNATIONAL INC COMMON STOCK USD 0.01 | 112,229 | $5.675M | 0.0% | $50.57 | $45.43 | — | COMMON STOCK | 249030107 |
| — | WESTROCK CO COMMON STOCK USD | 109,856 | $5.651M | 0.0% | $51.44 | $51.44 | — | COMMON STOCK | 96145D105 |
| BABA | ALIBABA GROUP HOLDING LTD ADR USD 0.000025 | 95,750 | $5.646M | 0.0% | $58.97 | $90.99 | -35.2% | ADR | 01609W102 |
| ROL | ROLLINS INC COMMON STOCK USD 1 | 209,808 | $5.638M | 0.0% | $26.87 * | $6.93 | +50.6% | COMMON STOCK | 775711104 |
| — | BUNGE LTD COMMON STOCK USD 0.01 | 76,800 | $5.629M | 0.0% | $73.29 | $75.66 | — | COMMON STOCK | G16962105 |
| PDM | PIEDMONT OFFICE REALTY TRUST INC REIT USD 0.01 | 313,717 | $5.612M | 0.0% | $17.89 | $17.87 | — | EQUITIES - REIT | 720190206 |
| CMP | COMPASS MINERALS INTERNATIONAL INC COMMON STOCK | 71,581 | $5.61M | 0.0% | $78.37 * | $57.41 | -0.5% | COMMON STOCK | 20451N101 |
| PNR | PENTAIR PLC COMMON STOCK USD 0.01 | 109,608 | $5.594M | 0.0% | $51.04 * | $40.07 | -28.0% | COMMON STOCK | G7S00T104 |
| RHI | ROBERT HALF INTERNATIONAL INC COMMON STOCK USD | 109,267 | $5.59M | 0.0% | $51.16 | $39.80 | +28.5% | COMMON STOCK | 770323103 |
| BIGGQ | BIG LOTS INC COMMON STOCK USD 0.01 | 116,557 | $5.585M | 0.0% | $47.92 * | $31.98 | +15.4% | COMMON STOCK | 089302103 |
| — | INFINERA CORP COMMON STOCK USD 0.001 | 283,840 | $5.552M | 0.0% | $19.56 | $16.89 | — | COMMON STOCK | 45667G103 |
| — | VMWARE INC COMMON STOCK USD 0.01 | 70,400 | $5.547M | 0.0% | $78.79 | $83.92 | — | COMMON STOCK | 928563402 |
| HSY | HERSHEY CO/THE COMMON STOCK USD 1 | 60,172 | $5.529M | 0.0% | $91.89 * | $67.67 | +6.2% | COMMON STOCK | 427866108 |
| CRS | CARPENTER TECHNOLOGY CORP COMMON STOCK USD 5 | 184,879 | $5.504M | 0.0% | $29.77 * | $40.18 | -38.3% | COMMON STOCK | 144285103 |
| — | NOBLE CORP PLC COMMON STOCK USD 0.01 | 503,733 | $5.496M | 0.0% | $10.91 | $17.64 | — | COMMON STOCK | G65431101 |
| — | MENTOR GRAPHICS CORP COMMON STOCK USD 0 | 222,549 | $5.481M | 0.0% | $24.63 | $19.58 | — | COMMON STOCK | 587200106 |
| EME | EMCOR GROUP INC COMMON STOCK USD 0.01 | 123,774 | $5.477M | 0.0% | $44.25 * | $37.06 | +14.3% | COMMON STOCK | 29084Q100 |
| — | CYBERONICS INC COMMON STOCK USD 0.01 | 89,993 | $5.47M | 0.0% | $60.78 | $58.92 | — | COMMON STOCK | 23251P102 |
| PCAR | PACCAR INC COMMON STOCK USD 1 | 104,548 | $5.454M | 0.0% | $52.17 * | $24.76 | -6.0% | COMMON STOCK | 693718108 |
| WCC | WESCO INTERNATIONAL INC COMMON STOCK USD 0.01 | 117,220 | $5.447M | 0.0% | $46.47 * | $72.06 | -37.3% | COMMON STOCK | 95082P105 |
| UNFI | UNITED NATURAL FOODS INC COMMON STOCK USD 0.01 | 112,285 | $5.447M | 0.0% | $48.51 | $59.96 | -19.1% | COMMON STOCK | 911163103 |
| THO | THOR INDUSTRIES INC COMMON STOCK USD 0.1 | 105,144 | $5.446M | 0.0% | $51.80 * | $37.41 | +12.7% | COMMON STOCK | 885160101 |
| — | PINNACLE FINANCIAL PARTNERS INC COMMON STOCK USD 1 | 110,024 | $5.436M | 0.0% | $49.41 | $28.21 | — | COMMON STOCK | 72346Q104 |
| POOL | POOL CORP COMMON STOCK USD 0.001 | 74,678 | $5.399M | 0.0% | $72.30 * | $47.47 | +35.3% | COMMON STOCK | 73278L105 |
| HAFC | HANMI FINANCIAL CORP COMMON STOCK USD 0.001 | 213,654 | $5.384M | 0.0% | $25.20 | $17.51 | +44.0% | COMMON STOCK | 410495204 |
| RRX | REGAL BELOIT CORP COMMON STOCK USD 0.01 | 95,254 | $5.377M | 0.0% | $56.45 | $69.17 | -18.4% | COMMON STOCK | 758750103 |
| — | ATMEL CORP COMMON STOCK USD 0.001 | 665,944 | $5.374M | 0.0% | $8.07 | $9.37 | — | COMMON STOCK | 049513104 |
| WT | WISDOMTREE INVESTMENTS INC COMMON STOCK USD 0.01 | 332,670 | $5.366M | 0.0% | $16.13 | $18.88 | -14.6% | COMMON STOCK | 97717P104 |
| — | MEDIVATION INC COMMON STOCK USD 0.01 | 126,116 | $5.36M | 0.0% | $42.50 | $75.37 | — | COMMON STOCK | 58501N101 |
| DRH | DIAMONDROCK HOSPITALITY CO REIT USD 0.01 | 483,371 | $5.341M | 0.0% | $11.05 | $10.34 | — | EQUITIES - REIT | 252784301 |
| — | JC PENNEY CO INC COMMON STOCK USD 0.5 | 574,438 | $5.337M | 0.0% | $9.29 | $9.59 | — | COMMON STOCK | 708160106 |
| — | TEAM HEALTH HOLDINGS INC COMMON STOCK USD 0.01 | 98,636 | $5.329M | 0.0% | $54.03 | $43.46 | — | COMMON STOCK | 87817A107 |
| FHN | FIRST HORIZON NATIONAL CORP COMMON STOCK USD 0.625 | 374,732 | $5.314M | 0.0% | $14.18 * | $7.44 | +35.9% | COMMON STOCK | 320517105 |
| OGS | ONE GAS INC COMMON STOCK USD | 116,950 | $5.301M | 0.0% | $45.33 | $34.95 | +29.7% | COMMON STOCK | 68235P108 |
| SKT | TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 | 160,708 | $5.299M | 0.0% | $32.97 | $36.75 | — | EQUITIES - REIT | 875465106 |
| — | ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD 0.2 | 73,527 | $5.286M | 0.0% | $71.89 | $73.38 | — | COMMON STOCK | 297425100 |
| MCO | MOODY'S CORP COMMON STOCK USD 0.01 | 53,799 | $5.283M | 0.0% | $98.20 * | $53.10 | +66.9% | COMMON STOCK | 615369105 |
| HTLD | HEARTLAND EXPRESS INC COMMON STOCK USD 0.01 | 264,809 | $5.28M | 0.0% | $19.94 | $19.28 | +3.4% | COMMON STOCK | 422347104 |
| VLY | VALLEY NATIONAL BANCORP COMMON STOCK USD 0 | 536,063 | $5.275M | 0.0% | $9.84 | $9.59 | +2.6% | COMMON STOCK | 919794107 |
| EXPO | EXPONENT INC COMMON STOCK USD 0.001 | 118,259 | $5.27M | 0.0% | $44.56 * | $16.22 | +22.2% | COMMON STOCK | 30214U102 |
| — | WABCO HOLDINGS INC COMMON STOCK USD 0.01 | 50,266 | $5.269M | 0.0% | $104.82 | $117.14 | — | COMMON STOCK | 92927K102 |
| NSIT | INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01 | 203,338 | $5.256M | 0.0% | $25.85 | $22.91 | +12.8% | COMMON STOCK | 45765U103 |
| SAM | BOSTON BEER CO INC/THE COMMON STOCK USD 0.01 | 24,933 | $5.251M | 0.0% | $210.60 | $234.77 | -10.3% | COMMON STOCK | 100557107 |
| — | HIBBETT SPORTS INC COMMON STOCK USD 0.01 | 149,993 | $5.251M | 0.0% | $35.01 | $48.52 | — | COMMON STOCK | 428567101 |
| WAL | WESTERN ALLIANCE BANCORP COMMON STOCK USD 0.0001 | 170,988 | $5.251M | 0.0% | $30.71 * | $14.36 | +85.6% | COMMON STOCK | 957638109 |
| — | ALCOA INC COMMON STOCK USD 1 | 541,362 | $5.23M | 0.0% | $9.66 | $13.78 | — | COMMON STOCK | 013817101 |
| CMC | COMMERCIAL METALS CO COMMON STOCK USD 0.01 | 384,323 | $5.208M | 0.0% | $13.55 * | $12.21 | -10.3% | COMMON STOCK | 201723103 |
| CUBE | CUBESMART REIT USD 0.01 | 191,159 | $5.201M | 0.0% | $27.21 | $17.91 | — | EQUITIES - REIT | 229663109 |
| — | SPECTRA ENERGY CORP COMMON STOCK USD 0.001 | 197,897 | $5.199M | 0.0% | $26.27 | $34.50 | — | COMMON STOCK | 847560109 |
| INFY | INFOSYS LTD ADR USD | 272,220 | $5.197M | 0.0% | $19.09 | $15.98 | +19.5% | ADR | 456788108 |
| — | TD AMERITRADE HOLDING CORP COMMON STOCK USD 0.01 | 162,926 | $5.188M | 0.0% | $31.84 | $28.54 | — | COMMON STOCK | 87236Y108 |
| — | DEMANDWARE INC COMMON STOCK USD 0.01 | 100,091 | $5.173M | 0.0% | $51.68 | $63.16 | — | COMMON STOCK | 24802Y105 |
| GPK | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD 0.01 | 404,256 | $5.17M | 0.0% | $12.79 | $10.18 | +25.7% | COMMON STOCK | 388689101 |
| VEEV | VEEVA SYSTEMS INC COMMON STOCK USD 0.00001 | 220,411 | $5.16M | 0.0% | $23.41 | $27.15 | -13.8% | COMMON STOCK | 922475108 |
| — | CATALENT INC COMMON STOCK USD 0.01 | 211,376 | $5.136M | 0.0% | $24.30 | $29.61 | — | COMMON STOCK | 148806102 |
| — | CEB INC | 75,102 | $5.132M | 0.0% | $68.33 | $87.06 | — | COMMON STOCK | 125134106 |
| — | VISTA OUTDOOR INC COMMON STOCK USD 0.01 | 115,143 | $5.116M | 0.0% | $44.43 | $42.99 | — | COMMON STOCK | 928377100 |
| — | RR DONNELLEY & SONS CO COMMON STOCK USD 1.25 | 350,274 | $5.1M | 0.0% | $14.56 | $14.52 | — | COMMON STOCK | 257867101 |
| — | KEURIG GREEN MOUNTAIN INC COMMON STOCK USD 0.1 | 97,353 | $5.076M | 0.0% | $52.14 | $101.02 | — | COMMON STOCK | 49271M100 |
| CVLT | COMMVAULT SYSTEMS INC COMMON STOCK USD 0.01 | 149,434 | $5.075M | 0.0% | $33.96 | $75.66 | -55.1% | COMMON STOCK | 204166102 |
| — | VERIFONE SYSTEMS INC COMMON STOCK USD 0.01 | 182,889 | $5.072M | 0.0% | $27.73 | $23.06 | — | COMMON STOCK | 92342Y109 |
| FCX | FREEPORT-MCMORAN INC COMMON STOCK USD 0.1 | 523,165 | $5.069M | 0.0% | $9.69 * | $24.59 | -64.4% | COMMON STOCK | 35671D857 |
| PRI | PRIMERICA INC COMMON STOCK USD | 112,461 | $5.069M | 0.0% | $45.07 | $36.53 | +23.4% | COMMON STOCK | 74164M108 |
| — | BANCORPSOUTH INC COMMON STOCK USD 2.5 | 213,028 | $5.064M | 0.0% | $23.77 | $24.51 | — | COMMON STOCK | 059692103 |
| SLM | SLM CORP COMMON STOCK USD 0.2 | 681,146 | $5.04M | 0.0% | $7.40 | $8.66 | -14.6% | COMMON STOCK | 78442P106 |
| MLI | MUELLER INDUSTRIES INC COMMON STOCK USD 0.01 | 168,584 | $4.987M | 0.0% | $29.58 * | $11.35 | +4.9% | COMMON STOCK | 624756102 |
| — | DCT INDUSTRIAL TRUST INC REIT USD 0.01 | 147,969 | $4.981M | 0.0% | $33.66 | $35.64 | — | EQUITIES - REIT | 233153204 |
| — | LEGACYTEXAS FINANCIAL GROUP INC COMMON STOCK USD | 162,912 | $4.966M | 0.0% | $30.48 | $22.73 | — | COMMON STOCK | 52471Y106 |
| — | CHICO'S FAS INC COMMON STOCK USD 0.01 | 315,056 | $4.956M | 0.0% | $15.73 | $16.95 | — | COMMON STOCK | 168615102 |
| CFFN | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD | 408,917 | $4.956M | 0.0% | $12.12 * | $5.41 | +12.3% | COMMON STOCK | 14057J101 |
| BWXT | BWX TECHNOLOGIES INC COMMON STOCK USD 0.01 | 187,500 | $4.943M | 0.0% | $26.36 * | $22.66 | +3.3% | COMMON STOCK | 05605H100 |
| — | ELLIE MAE INC COMMON STOCK USD 0.0001 | 74,189 | $4.939M | 0.0% | $66.57 | $43.93 | — | COMMON STOCK | 28849P100 |
| AL | AIR LEASE CORP COMMON STOCK USD 0.01 | 159,372 | $4.928M | 0.0% | $30.92 * | $28.77 | -8.0% | COMMON STOCK | 00912X302 |
| HE | HAWAIIAN ELECTRIC INDUSTRIES INC COMMON STOCK USD | 171,723 | $4.927M | 0.0% | $28.69 | $26.65 | +7.7% | COMMON STOCK | 419870100 |
| CBRE | CBRE GROUP INC COMMON STOCK USD 0.01 | 153,878 | $4.924M | 0.0% | $32.00 | $24.18 | +32.3% | COMMON STOCK | 12504L109 |
| CMA | COMERICA INC COMMON STOCK USD 5 | 119,739 | $4.921M | 0.0% | $41.10 * | $26.08 | +6.3% | COMMON STOCK | 200340107 |
| PCH | POTLATCH CORP REIT USD 1 | 170,498 | $4.909M | 0.0% | $28.79 | $40.34 | — | EQUITIES - REIT | 737630103 |
| NWE | NORTHWESTERN CORP COMMON STOCK USD 0.01 | 91,139 | $4.906M | 0.0% | $53.83 * | $25.70 | +37.7% | COMMON STOCK | 668074305 |
| — | TESORO CORP COMMON STOCK USD 0.167 | 50,437 | $4.904M | 0.0% | $97.23 | $55.87 | — | COMMON STOCK | 881609101 |
| RGLD | ROYAL GOLD INC COMMON STOCK USD 0.01 | 104,337 | $4.902M | 0.0% | $46.98 | $54.07 | -13.1% | COMMON STOCK | 780287108 |
| NJR | NEW JERSEY RESOURCES CORP COMMON STOCK USD 2.5 | 162,954 | $4.894M | 0.0% | $30.03 * | $20.07 | +6.9% | COMMON STOCK | 646025106 |
| — | AMSURG CORP COMMON STOCK USD 0 | 62,943 | $4.891M | 0.0% | $77.71 | $44.00 | — | COMMON STOCK | 03232P405 |
| FE | FIRSTENERGY CORP COMMON STOCK USD 0.1 | 156,095 | $4.887M | 0.0% | $31.31 * | $24.55 | -17.0% | COMMON STOCK | 337932107 |
| MHK | MOHAWK INDUSTRIES INC COMMON STOCK USD 0.01 | 26,882 | $4.887M | 0.0% | $181.79 | $151.80 | +19.8% | COMMON STOCK | 608190104 |
| — | SIGMA-ALDRICH CORP COMMON STOCK USD 1 | 35,162 | $4.885M | 0.0% | $138.93 | $84.40 | — | COMMON STOCK | 826552101 |
| MZTI | LANCASTER COLONY CORP COMMON STOCK USD 0 | 50,112 | $4.885M | 0.0% | $97.48 | $79.95 | +21.9% | COMMON STOCK | 513847103 |
| — | TIME INC COMMON STOCK USD 0.01 | 255,678 | $4.871M | 0.0% | $19.05 | $24.16 | — | COMMON STOCK | 887228104 |
| — | ITT CORP COMMON STOCK USD 1 | 144,105 | $4.817M | 0.0% | $33.43 | $34.63 | — | COMMON STOCK | 450911201 |
| HWC | HANCOCK HOLDING CO COMMON STOCK USD 3.33 | 176,998 | $4.788M | 0.0% | $27.05 | $28.68 | -5.7% | COMMON STOCK | 410120109 |
| ACH | OWENS & MINOR INC COMMON STOCK USD 2 | 149,197 | $4.765M | 0.0% | $31.94 * | $27.20 | +2.7% | COMMON STOCK | 690732102 |
| — | RACKSPACE HOSTING INC COMMON STOCK USD 0.001 | 192,857 | $4.76M | 0.0% | $24.68 | $39.66 | — | COMMON STOCK | 750086100 |
| DNOW | NOW INC COMMON STOCK USD 0.01 | 320,897 | $4.749M | 0.0% | $14.80 | $31.83 | -53.5% | COMMON STOCK | 67011P100 |
| CRL | CHARLES RIVER LABORATORIES INTERNATIONAL INC | 74,688 | $4.744M | 0.0% | $63.52 | $43.30 | +46.7% | COMMON STOCK | 159864107 |
| INN | SUMMIT HOTEL PROPERTIES INC REIT USD | 405,341 | $4.73M | 0.0% | $11.67 | $10.92 | — | EQUITIES - REIT | 866082100 |
| MSM | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD | 77,303 | $4.718M | 0.0% | $61.03 | $81.23 | -24.9% | COMMON STOCK | 553530106 |
| — | INTERNATIONAL SPEEDWAY CORP COMMON STOCK USD 0.01 | 148,496 | $4.71M | 0.0% | $31.72 | $31.52 | — | COMMON STOCK | 460335201 |
| FCN | FTI CONSULTING INC COMMON STOCK USD 0.01 | 113,280 | $4.702M | 0.0% | $41.51 | $35.15 | +18.1% | COMMON STOCK | 302941109 |
| ASB | ASSOCIATED BANC-CORP COMMON STOCK USD 0.01 | 261,614 | $4.701M | 0.0% | $17.97 * | $12.06 | +5.2% | COMMON STOCK | 045487105 |
| BRK/A | BERKSHIRE HATHAWAY INC COMMON STOCK USD 5 | 24 | $4.686M | 0.0% | $195250.00 | $189817.56 | +2.9% | COMMON STOCK | 084670108 |
| BOKF | BOK FINANCIAL CORP COMMON STOCK USD 0.00006 | 71,916 | $4.654M | 0.0% | $64.71 * | $47.91 | +4.0% | COMMON STOCK | 05561Q201 |
| SWX | SOUTHWEST GAS CORP COMMON STOCK USD 1 | 79,795 | $4.654M | 0.0% | $58.32 | $50.08 | +16.5% | COMMON STOCK | 844895102 |
| ALEX | ALEXANDER & BALDWIN INC COMMON STOCK USD | 135,446 | $4.65M | 0.0% | $34.33 | $41.27 | — | COMMON STOCK | 014491104 |
| NRG | NRG ENERGY INC COMMON STOCK USD 0.01 | 312,419 | $4.639M | 0.0% | $14.85 * | $22.24 | -46.8% | COMMON STOCK | 629377508 |
| — | TRIUMPH GROUP INC COMMON STOCK USD 0.001 | 110,004 | $4.629M | 0.0% | $42.08 | $79.15 | — | COMMON STOCK | 896818101 |
| CC | CHEMOURS CO/THE COMMON STOCK USD | 714,304 | $4.622M | 0.0% | $6.47 * | $8.63 | -46.1% | COMMON STOCK | 163851108 |
| POR | PORTLAND GENERAL ELECTRIC CO COMMON STOCK USD 0 | 124,721 | $4.611M | 0.0% | $36.97 * | $20.11 | +26.5% | COMMON STOCK | 736508847 |
| WDAY | WORKDAY INC COMMON STOCK USD 0.001 | 66,800 | $4.6M | 0.0% | $68.86 | $79.56 | -13.5% | COMMON STOCK | 98138H101 |
| — | LEUCADIA NATIONAL CORP COMMON STOCK USD 1 | 226,609 | $4.591M | 0.0% | $20.26 | $23.87 | — | COMMON STOCK | 527288104 |
| — | MICHAEL KORS HOLDINGS LTD COMMON STOCK USD 0 | 108,548 | $4.585M | 0.0% | $42.24 | $53.98 | — | COMMON STOCK | G60754101 |
| — | KATE SPADE & CO COMMON STOCK USD 1 | 239,870 | $4.584M | 0.0% | $19.11 | $33.94 | — | COMMON STOCK | 485865109 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS LTD COMMON STOCK | 80,000 | $4.584M | 0.0% | $57.30 | $36.03 | +59.0% | COMMON STOCK | G66721104 |
| LSTR | LANDSTAR SYSTEM INC COMMON STOCK USD 0.01 | 71,719 | $4.552M | 0.0% | $63.47 | $51.91 | — | COMMON STOCK | 515098101 |
| BKH | BLACK HILLS CORP COMMON STOCK USD 1 | 109,990 | $4.547M | 0.0% | $41.34 * | $37.44 | -23.9% | COMMON STOCK | 092113109 |
| UE | URBAN EDGE PROPERTIES REIT USD 0.01 | 210,387 | $4.542M | 0.0% | $21.59 | $22.95 | — | EQUITIES - REIT | 91704F104 |
| MKC | MCCORMICK & CO INC/MD COMMON STOCK USD 0 | 55,259 | $4.541M | 0.0% | $82.18 * | $28.98 | +16.5% | COMMON STOCK | 579780206 |
| FHI | FEDERATED INVESTORS INC COMMON STOCK USD 0 | 156,705 | $4.529M | 0.0% | $28.90 * | $14.72 | +21.8% | COMMON STOCK | 314211103 |
| CVBF | CVB FINANCIAL CORP COMMON STOCK USD 0 | 271,087 | $4.527M | 0.0% | $16.70 * | $7.41 | +57.0% | COMMON STOCK | 126600105 |
| DIOD | DIODES INC COMMON STOCK USD 0.667 | 211,407 | $4.518M | 0.0% | $21.37 | $22.07 | -3.2% | COMMON STOCK | 254543101 |
| — | JANUS CAPITAL GROUP INC COMMON STOCK USD 0.01 | 330,999 | $4.502M | 0.0% | $13.60 | $8.51 | — | COMMON STOCK | 47102X105 |
| MAR | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD | 65,946 | $4.498M | 0.0% | $68.21 * | $39.27 | +57.3% | COMMON STOCK | 571903202 |
| NHI | NATIONAL HEALTH INVESTORS INC REIT USD 0.01 | 78,119 | $4.491M | 0.0% | $57.49 | $71.01 | — | EQUITIES - REIT | 63633D104 |
| NAVI | NAVIENT CORP COMMON STOCK USD 0.01 | 399,315 | $4.488M | 0.0% | $11.24 | $15.94 | -29.5% | COMMON STOCK | 63938C108 |
| SAIC | SCIENCE APPLICATIONS INTERNATIONAL CORP COMMON | 111,588 | $4.487M | 0.0% | $40.21 | $40.41 | -0.5% | COMMON STOCK | 808625107 |
| BLMN | BLOOMIN' BRANDS INC COMMON STOCK USD 0.01 | 246,626 | $4.484M | 0.0% | $18.18 * | $16.69 | -15.5% | COMMON STOCK | 094235108 |
| — | DOMTAR CORP COMMON STOCK USD 0.01 | 124,923 | $4.466M | 0.0% | $35.75 | $54.86 | — | COMMON STOCK | 257559203 |
| TPH | TRI POINTE GROUP INC COMMON STOCK USD 0.01 | 341,030 | $4.464M | 0.0% | $13.09 | $14.53 | -9.9% | COMMON STOCK | 87265H109 |
| — | TUPPERWARE BRANDS CORP COMMON STOCK USD 0.01 | 90,159 | $4.462M | 0.0% | $49.49 | $74.40 | — | COMMON STOCK | 899896104 |
| DECK | DECKERS OUTDOOR CORP COMMON STOCK USD 0.01 | 76,693 | $4.453M | 0.0% | $58.06 * | $11.75 | -17.6% | COMMON STOCK | 243537107 |
| — | SOTHEBY'S COMMON STOCK USD 0.01 | 139,093 | $4.448M | 0.0% | $31.98 | $38.39 | — | COMMON STOCK | 835898107 |
| BDC | BELDEN INC COMMON STOCK USD 0.01 | 95,115 | $4.441M | 0.0% | $46.69 * | $70.48 | -35.9% | COMMON STOCK | 077454106 |
| VMI | VALMONT INDUSTRIES INC COMMON STOCK USD 1 | 46,572 | $4.419M | 0.0% | $94.89 | $146.22 | -35.1% | COMMON STOCK | 920253101 |
| ICLR | ICON PLC COMMON STOCK USD 0.06 | 62,151 | $4.411M | 0.0% | $70.97 | $41.19 | +72.3% | COMMON STOCK | G4705A100 |
| CLX | CLOROX CO/THE COMMON STOCK USD 1 | 38,045 | $4.395M | 0.0% | $115.52 * | $60.32 | +43.3% | COMMON STOCK | 189054109 |
| — | ATWOOD OCEANICS INC COMMON STOCK USD 1 | 296,445 | $4.39M | 0.0% | $14.81 | $34.26 | — | COMMON STOCK | 050095108 |
| — | TALEN ENERGY CORP COMMON STOCK USD 0.001 | 434,305 | $4.386M | 0.0% | $10.10 | $13.92 | — | COMMON STOCK | 87422J105 |
| — | TESSERA TECHNOLOGIES INC COMMON STOCK USD 0.001 | 134,975 | $4.375M | 0.0% | $32.41 | $26.78 | — | COMMON STOCK | 88164L100 |
| SM | SM ENERGY CO COMMON STOCK USD 0.01 | 136,294 | $4.367M | 0.0% | $32.04 * | $62.95 | -54.7% | COMMON STOCK | 78454L100 |
| WKC | WORLD FUEL SERVICES CORP COMMON STOCK USD 0.01 | 121,424 | $4.347M | 0.0% | $35.80 | $47.00 | -23.8% | COMMON STOCK | 981475106 |
| — | AIR METHODS CORP COMMON STOCK USD 0.06 | 127,484 | $4.346M | 0.0% | $34.09 | $40.76 | — | COMMON STOCK | 009128307 |
| — | DIEBOLD INC COMMON STOCK USD 1.25 | 145,393 | $4.328M | 0.0% | $29.77 | $34.05 | — | COMMON STOCK | 253651103 |
| — | ALLETE INC COMMON STOCK USD 0 | 85,664 | $4.325M | 0.0% | $50.49 | $50.57 | — | COMMON STOCK | 018522300 |
| — | KLX INC COMMON STOCK USD 0.01 | 120,628 | $4.311M | 0.0% | $35.74 | $42.07 | — | COMMON STOCK | 482539103 |
| — | CONTINENTAL BUILDING PRODUCTS INC COMMON STOCK USD | 209,748 | $4.308M | 0.0% | $20.54 | $20.80 | — | COMMON STOCK | 211171103 |
| — | JUNIPER NETWORKS INC COMMON STOCK USD 0.00001 | 167,498 | $4.306M | 0.0% | $25.71 | $19.51 | — | COMMON STOCK | 48203R104 |
| — | SUN HYDRAULICS CORP COMMON STOCK USD 0.001 | 156,612 | $4.302M | 0.0% | $27.47 | $29.01 | — | COMMON STOCK | 866942105 |
| AMSF | AMERISAFE INC COMMON STOCK USD 0.01 | 86,422 | $4.298M | 0.0% | $49.73 * | $14.98 | +45.6% | COMMON STOCK | 03071H100 |
| SIGI | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD 2 | 138,203 | $4.293M | 0.0% | $31.06 * | $20.20 | +31.8% | COMMON STOCK | 816300107 |
| — | POWERSHARES QQQ TRUST SERIES 1 ETP USD | 42,175 | $4.292M | 0.0% | $101.77 | $105.61 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 73935A104 |
| PZZA | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD | 62,667 | $4.291M | 0.0% | $68.47 * | $36.32 | +52.0% | COMMON STOCK | 698813102 |
| PRGS | PROGRESS SOFTWARE CORP COMMON STOCK USD 0.01 | 165,660 | $4.279M | 0.0% | $25.83 | $25.10 | +2.9% | COMMON STOCK | 743312100 |
| HNI | HNI CORP COMMON STOCK USD 1 | 99,371 | $4.263M | 0.0% | $42.90 | $35.08 | +22.3% | COMMON STOCK | 404251100 |
| — | ADVISORY BOARD CO/THE COMMON STOCK USD 0.01 | 93,211 | $4.245M | 0.0% | $45.54 | $52.96 | — | COMMON STOCK | 00762W107 |
| KMPR | KEMPER CORP COMMON STOCK USD 0.1 | 119,395 | $4.223M | 0.0% | $35.37 | $33.87 | +4.4% | COMMON STOCK | 488401100 |
| DORM | DORMAN PRODUCTS INC COMMON STOCK USD 0.01 | 82,928 | $4.22M | 0.0% | $50.89 | $48.43 | +5.1% | COMMON STOCK | 258278100 |
| — | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO COMMON | 180,626 | $4.21M | 0.0% | $23.31 | $24.65 | — | COMMON STOCK | 025676206 |
| — | EQUITY ONE INC REIT USD 0.01 | 172,630 | $4.202M | 0.0% | $24.34 | $22.45 | — | EQUITIES - REIT | 294752100 |
| — | L-3 COMMUNICATIONS HOLDINGS INC COMMON STOCK USD | 39,943 | $4.175M | 0.0% | $104.52 | $120.09 | — | COMMON STOCK | 502424104 |
| — | AARON'S INC COMMON STOCK USD 0.5 | 115,583 | $4.174M | 0.0% | $36.11 | $35.64 | — | COMMON STOCK | 002535300 |
| — | COBALT INTERNATIONAL ENERGY INC COMMON STOCK USD | 589,246 | $4.172M | 0.0% | $7.08 | $25.04 | — | COMMON STOCK | 19075F106 |
| VSH | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD 0.1 | 429,990 | $4.167M | 0.0% | $9.69 * | $10.45 | -23.8% | COMMON STOCK | 928298108 |
| MATX | MATSON INC COMMON STOCK USD 0 | 107,920 | $4.154M | 0.0% | $38.49 * | $22.35 | +42.5% | COMMON STOCK | 57686G105 |
| — | INTERSIL CORP COMMON STOCK USD 0.01 | 354,999 | $4.153M | 0.0% | $11.70 | $8.36 | — | COMMON STOCK | 46069S109 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC COMMON STOCK USD | 119,633 | $4.135M | 0.0% | $34.56 | $48.55 | — | COMMON STOCK | 049164205 |
| SAP | SAP SE ADR USD | 63,800 | $4.134M | 0.0% | $64.80 | $73.30 | -11.6% | ADR | 803054204 |
| — | VIRTUSA CORP COMMON STOCK USD 0.01 | 79,882 | $4.099M | 0.0% | $51.31 | $44.86 | — | COMMON STOCK | 92827P102 |
| PTEN | PATTERSON-UTI ENERGY INC COMMON STOCK USD 0.01 | 311,926 | $4.099M | 0.0% | $13.14 | $22.34 | -41.2% | COMMON STOCK | 703481101 |
| WABC | WESTAMERICA BANCORPORATION COMMON STOCK USD 0 | 91,982 | $4.088M | 0.0% | $44.44 * | $31.00 | +3.4% | COMMON STOCK | 957090103 |
| MKSI | MKS INSTRUMENTS INC COMMON STOCK USD 0 | 121,550 | $4.076M | 0.0% | $33.53 * | $26.62 | +14.8% | COMMON STOCK | 55306N104 |
| — | SUNEDISON INC COMMON STOCK USD 0.01 | 566,230 | $4.066M | 0.0% | $7.18 | $10.96 | — | COMMON STOCK | 86732Y109 |
| LPLA | LPL FINANCIAL HOLDINGS INC COMMON STOCK USD | 102,203 | $4.065M | 0.0% | $39.77 | $38.88 | +2.3% | COMMON STOCK | 50212V100 |
| GEO | GEO GROUP INC NEW | 136,577 | $4.062M | 0.0% | $29.74 * | $14.32 | -17.8% | COMMON STOCK | 36162J106 |
| CACI | CACI INTERNATIONAL INC COMMON STOCK USD 0.1 | 54,897 | $4.061M | 0.0% | $73.97 | $77.74 | -4.9% | COMMON STOCK | 127190304 |
| GME | GAMESTOP CORP COMMON STOCK USD 0.001 | 98,396 | $4.055M | 0.0% | $41.21 * | $7.79 | +1.0% | COMMON STOCK | 36467W109 |
| CNMD | CONMED CORP COMMON STOCK USD 0.01 | 84,885 | $4.052M | 0.0% | $47.74 * | $30.80 | +38.4% | COMMON STOCK | 207410101 |
| — | PROS HOLDINGS INC COMMON STOCK USD 0.001 | 182,958 | $4.051M | 0.0% | $22.14 | $24.32 | — | COMMON STOCK | 74346Y103 |
| KIM | KIMCO REALTY CORP REIT USD 0.01 | 165,543 | $4.044M | 0.0% | $24.43 * | $15.89 | -7.2% | EQUITIES - REIT | 49446R109 |
| — | MAIDEN HOLDINGS LTD COMMON STOCK USD 0.01 | 290,281 | $4.029M | 0.0% | $13.88 | $11.43 | — | COMMON STOCK | G5753U112 |
| CPB | CAMPBELL SOUP CO COMMON STOCK USD 0.0375 | 79,387 | $4.023M | 0.0% | $50.68 * | $30.12 | +21.8% | COMMON STOCK | 134429109 |
| — | ANACOR PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 34,159 | $4.021M | 0.0% | $117.71 | $20.22 | — | COMMON STOCK | 032420101 |
| — | PLANTRONICS INC COMMON STOCK USD 0.01 | 79,059 | $4.02M | 0.0% | $50.85 | $44.12 | — | COMMON STOCK | 727493108 |
| — | CREE INC COMMON STOCK USD 0.00125 | 165,129 | $4.001M | 0.0% | $24.23 | $63.31 | — | COMMON STOCK | 225447101 |
| — | FMC TECHNOLOGIES INC COMMON STOCK USD 0.01 | 128,962 | $3.998M | 0.0% | $31.00 | $44.16 | — | COMMON STOCK | 30249U101 |
| — | POLYCOM INC COMMON STOCK USD 0.0005 | 380,089 | $3.983M | 0.0% | $10.48 | $11.15 | — | COMMON STOCK | 73172K104 |
| — | ENVESTNET INC COMMON STOCK USD | 132,545 | $3.972M | 0.0% | $29.97 | $34.76 | — | COMMON STOCK | 29404K106 |
| — | QUIDEL CORP COMMON STOCK USD 0.001 | 210,134 | $3.967M | 0.0% | $18.88 | $20.69 | — | COMMON STOCK | 74838J101 |
| IVZ | INVESCO LTD COMMON STOCK USD 0.2 | 126,966 | $3.965M | 0.0% | $31.23 * | $19.37 | +1.4% | COMMON STOCK | G491BT108 |
| AAON | AAON INC COMMON STOCK USD 0.004 | 203,325 | $3.94M | 0.0% | $19.38 * | $13.13 | -7.9% | COMMON STOCK | 000360206 |
| TRMK | TRUSTMARK CORP COMMON STOCK USD 0 | 169,646 | $3.931M | 0.0% | $23.17 * | $16.46 | +2.8% | COMMON STOCK | 898402102 |
| FMC | FMC CORP COMMON STOCK USD 0.1 | 115,580 | $3.919M | 0.0% | $33.91 * | $42.13 | -44.7% | COMMON STOCK | 302491303 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTIONS INC COMMON STOCK | 315,769 | $3.916M | 0.0% | $12.40 | $13.58 | -8.7% | COMMON STOCK | 01988P108 |
| VRE | MACK-CALI REALTY CORP REIT USD 0.01 | 206,949 | $3.907M | 0.0% | $18.88 | $22.29 | — | EQUITIES - REIT | 554489104 |
| — | SPIRIT AIRLINES INC COMMON STOCK USD 0.0001 | 82,400 | $3.898M | 0.0% | $47.31 | $50.67 | — | COMMON STOCK | 848577102 |
| GMED | GLOBUS MEDICAL INC COMMON STOCK USD 0.001 | 188,301 | $3.89M | 0.0% | $20.66 | $22.85 | -9.6% | COMMON STOCK | 379577208 |
| — | MERIDIAN BIOSCIENCE INC COMMON STOCK USD 0 | 227,307 | $3.887M | 0.0% | $17.10 | $18.81 | — | COMMON STOCK | 589584101 |
| — | MICROSEMI CORP COMMON STOCK USD 0.2 | 118,353 | $3.884M | 0.0% | $32.82 | $26.99 | — | COMMON STOCK | 595137100 |
| — | DEAN FOODS CO COMMON STOCK USD | 234,998 | $3.882M | 0.0% | $16.52 | $18.80 | — | COMMON STOCK | 242370203 |
| — | BERRY PLASTICS GROUP INC COMMON STOCK USD 0.01 | 128,917 | $3.877M | 0.0% | $30.07 | $26.34 | — | COMMON STOCK | 08579W103 |
| OLN | OLIN CORP COMMON STOCK USD 1 | 230,433 | $3.874M | 0.0% | $16.81 * | $17.24 | -28.0% | COMMON STOCK | 680665205 |
| IBOC | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD 1 | 154,511 | $3.867M | 0.0% | $25.03 * | $15.58 | +23.5% | COMMON STOCK | 459044103 |
| — | NATUS MEDICAL INC COMMON STOCK USD 0.001 | 97,985 | $3.866M | 0.0% | $39.46 | $32.99 | — | COMMON STOCK | 639050103 |
| KBR | KBR INC COMMON STOCK USD 0.001 | 231,688 | $3.86M | 0.0% | $16.66 * | $26.54 | -45.8% | COMMON STOCK | 48242W106 |
| MLKN | HERMAN MILLER INC COMMON STOCK USD 0.2 | 133,586 | $3.853M | 0.0% | $28.84 * | $19.62 | +14.4% | COMMON STOCK | 600544100 |
| — | SYMETRA FINANCIAL CORP COMMON STOCK USD 0.01 | 121,700 | $3.851M | 0.0% | $31.64 | $16.39 | — | COMMON STOCK | 87151Q106 |
| ENR | ENERGIZER HOLDINGS INC COMMON STOCK 0 | 99,398 | $3.848M | 0.0% | $38.71 * | $28.77 | -3.3% | COMMON STOCK | 29272W109 |
| — | FLAGSTAR BANCORP INC COMMON STOCK USD 0.01 | 186,919 | $3.843M | 0.0% | $20.56 | $16.81 | — | COMMON STOCK | 337930705 |
| ALNY | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 47,766 | $3.838M | 0.0% | $80.35 | $27.58 | +191.4% | COMMON STOCK | 02043Q107 |
| BKU | BANKUNITED INC COMMON STOCK USD 0.01 | 106,650 | $3.813M | 0.0% | $35.75 * | $18.69 | +40.9% | COMMON STOCK | 06652K103 |
| BANC | BANC OF CALIFORNIA INC COMMON STOCK USD 0.01 | 310,745 | $3.813M | 0.0% | $12.27 * | $9.52 | +1.1% | COMMON STOCK | 05990K106 |
| IMAX | IMAX CORP COMMON STOCK USD 0 | 112,538 | $3.803M | 0.0% | $33.79 | $36.09 | -6.4% | COMMON STOCK | 45245E109 |
| — | CAPSTEAD MORTGAGE CORP REIT USD 0.01 | 383,353 | $3.791M | 0.0% | $9.89 | $12.10 | — | EQUITIES - REIT | 14067E506 |
| — | MEREDITH CORP COMMON STOCK USD 1 | 88,861 | $3.784M | 0.0% | $42.58 | $47.52 | — | COMMON STOCK | 589433101 |
| GBCI | GLACIER BANCORP INC COMMON STOCK USD 0.01 | 143,355 | $3.783M | 0.0% | $26.39 * | $16.99 | +10.0% | COMMON STOCK | 37637Q105 |
| HQY | HEALTHEQUITY INC COMMON STOCK USD 0.0001 | 127,723 | $3.774M | 0.0% | $29.55 | $26.70 | +10.7% | COMMON STOCK | 42226A107 |
| SLAB | SILICON LABORATORIES INC COMMON STOCK USD 0.0001 | 90,770 | $3.771M | 0.0% | $41.54 | $43.46 | -4.4% | COMMON STOCK | 826919102 |
| H | HYATT HOTELS CORP COMMON STOCK USD 0.01 | 80,000 | $3.768M | 0.0% | $47.10 * | $43.18 | +5.6% | COMMON STOCK | 448579102 |
| — | DEVRY EDUCATION GROUP INC | 138,475 | $3.768M | 0.0% | $27.21 | $30.73 | — | COMMON STOCK | 251893103 |
| BMO | BANK OF MONTREAL COMMON STOCK CAD 0 | 68,716 | $3.748M | 0.0% | $54.54 * | $39.22 | -8.3% | COMMON STOCK | 063671101 |
| PHM | PULTEGROUP INC COMMON STOCK USD 0.01 | 198,175 | $3.74M | 0.0% | $18.87 * | $16.98 | -2.1% | COMMON STOCK | 745867101 |
| RF | REGIONS FINANCIAL CORP COMMON STOCK USD 0.01 | 414,399 | $3.734M | 0.0% | $9.01 * | $5.97 | +4.8% | COMMON STOCK | 7591EP100 |
| GPC | GENUINE PARTS CO COMMON STOCK USD 1 | 45,044 | $3.734M | 0.0% | $82.90 * | $54.47 | +13.3% | COMMON STOCK | 372460105 |
| ROG | ROGERS CORP COMMON STOCK USD 1 | 70,111 | $3.729M | 0.0% | $53.19 | $67.08 | -20.7% | COMMON STOCK | 775133101 |
| AEIS | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD | 141,412 | $3.719M | 0.0% | $26.30 | $22.51 | +14.6% | COMMON STOCK | 007973100 |
| WSBC | WESBANCO INC COMMON STOCK USD 2.0833 | 118,155 | $3.716M | 0.0% | $31.45 | $29.61 | +6.2% | COMMON STOCK | 950810101 |
| — | WAGEWORKS INC COMMON STOCK USD 0.001 | 81,833 | $3.689M | 0.0% | $45.08 | $50.92 | — | COMMON STOCK | 930427109 |
| IART | INTEGRA LIFESCIENCES HOLDINGS CORP COMMON STOCK | 61,874 | $3.685M | 0.0% | $59.56 * | $16.66 | +78.7% | COMMON STOCK | 457985208 |
| TDC | TERADATA CORP COMMON STOCK USD 0.01 | 127,069 | $3.68M | 0.0% | $28.96 | $46.72 | -38.0% | COMMON STOCK | 88076W103 |
| FRME | FIRST MERCHANTS CORP COMMON STOCK USD 0 | 140,241 | $3.677M | 0.0% | $26.22 * | $13.52 | +44.3% | COMMON STOCK | 320817109 |
| WEN | WENDY'S CO/THE COMMON STOCK USD 0.1 | 424,838 | $3.675M | 0.0% | $8.65 | $7.10 | +21.8% | COMMON STOCK | 95058W100 |
| — | CRANE CO COMMON STOCK USD 1 | 78,755 | $3.671M | 0.0% | $46.61 | $60.04 | — | COMMON STOCK | 224399105 |
| DVA | DAVITA HEALTHCARE PARTNERS INC COMMON STOCK USD | 50,748 | $3.671M | 0.0% | $72.34 | $65.67 | +10.1% | COMMON STOCK | 23918K108 |
| HUBS | HUBSPOT INC COMMON STOCK USD 0.001 | 79,120 | $3.669M | 0.0% | $46.37 | $40.57 | +14.3% | COMMON STOCK | 443573100 |
| KMX | CARMAX INC COMMON STOCK USD 0.5 | 61,840 | $3.668M | 0.0% | $59.31 | $45.40 | +30.6% | COMMON STOCK | 143130102 |
| — | FLIR SYSTEMS INC COMMON STOCK USD 0.01 | 130,838 | $3.662M | 0.0% | $27.99 | $30.20 | — | COMMON STOCK | 302445101 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD 0.01 | 95,666 | $3.659M | 0.0% | $38.25 * | $21.97 | +66.9% | COMMON STOCK | 477839104 |
| — | DTS INC/CA COMMON STOCK USD 0.0001 | 136,696 | $3.65M | 0.0% | $26.70 | $27.83 | — | COMMON STOCK | 23335C101 |
| WAT | WATERS CORP COMMON STOCK USD 0.01 | 30,852 | $3.647M | 0.0% | $118.21 | $99.89 | +18.3% | COMMON STOCK | 941848103 |
| — | AKORN INC COMMON STOCK USD 0 | 127,803 | $3.643M | 0.0% | $28.50 | $36.91 | — | COMMON STOCK | 009728106 |
| — | CABELA'S INC COMMON STOCK USD 0.01 | 79,579 | $3.629M | 0.0% | $45.60 | $63.89 | — | COMMON STOCK | 126804301 |
| KN | KNOWLES CORP COMMON STOCK USD 0.01 | 196,753 | $3.626M | 0.0% | $18.43 | $27.20 | -32.2% | COMMON STOCK | 49926D109 |
| AVA | AVISTA CORP COMMON STOCK USD 0 | 109,027 | $3.625M | 0.0% | $33.25 * | $17.88 | +22.9% | COMMON STOCK | 05379B107 |
| RIO | RIO TINTO PLC ADR USD | 107,065 | $3.621M | 0.0% | $33.82 | $54.81 | -38.3% | ADR | 767204100 |
| — | HAWAIIAN HOLDINGS INC COMMON STOCK USD 0.01 | 146,359 | $3.612M | 0.0% | $24.68 | $12.33 | — | COMMON STOCK | 419879101 |
| — | MEDASSETS INC COMMON STOCK USD 0.01 | 179,977 | $3.61M | 0.0% | $20.06 | $20.36 | — | COMMON STOCK | 584045108 |
| FFIN | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD | 113,075 | $3.594M | 0.0% | $31.78 * | $11.28 | +17.1% | COMMON STOCK | 32020R109 |
| — | ACXIOM CORP COMMON STOCK USD 0.1 | 181,317 | $3.583M | 0.0% | $19.76 | $21.54 | — | COMMON STOCK | 005125109 |
| HAS | HASBRO INC COMMON STOCK USD 0.5 | 49,636 | $3.581M | 0.0% | $72.15 * | $38.30 | +34.1% | COMMON STOCK | 418056107 |
| PRK | PARK NATIONAL CORP COMMON STOCK USD 0 | 39,387 | $3.553M | 0.0% | $90.21 | $81.45 | +10.8% | COMMON STOCK | 700658107 |
| ALKS | ALKERMES PLC COMMON STOCK USD 0.01 | 60,392 | $3.543M | 0.0% | $58.67 | $35.06 | +67.3% | COMMON STOCK | G01767105 |
| ICUI | ICU MEDICAL INC COMMON STOCK USD 0.1 | 32,333 | $3.54M | 0.0% | $109.49 | $75.77 | +44.5% | COMMON STOCK | 44930G107 |
| MUSA | MURPHY USA INC COMMON STOCK USD | 64,301 | $3.533M | 0.0% | $54.94 * | $38.02 | +40.5% | COMMON STOCK | 626755102 |
| NYT | NEW YORK TIMES CO/THE COMMON STOCK USD 0.1 | 297,028 | $3.508M | 0.0% | $11.81 * | $8.92 | +20.1% | COMMON STOCK | 650111107 |
| — | MONSTER WORLDWIDE INC COMMON STOCK USD 0.001 | 544,361 | $3.495M | 0.0% | $6.42 | $5.90 | — | COMMON STOCK | 611742107 |
| — | SUPERIOR ENERGY SERVICES INC COMMON STOCK USD | 276,527 | $3.493M | 0.0% | $12.63 | $25.89 | — | COMMON STOCK | 868157108 |
| — | POPEYES LOUISIANA KITCHEN INC COMMON STOCK USD | 61,830 | $3.485M | 0.0% | $56.36 | $53.14 | — | COMMON STOCK | 732872106 |
| EXPD | EXPEDITORS INTERNATIONAL OF WASHINGTON INC COMMON | 73,360 | $3.452M | 0.0% | $47.06 * | $33.87 | +21.6% | COMMON STOCK | 302130109 |
| — | BLACK KNIGHT FINANCIAL SERVICES INC COMMON STOCK | 105,989 | $3.45M | 0.0% | $32.55 | $30.87 | — | COMMON STOCK | 09214X100 |
| — | CORESITE REALTY CORP REIT USD 0.01 | 67,065 | $3.45M | 0.0% | $51.44 | $48.67 | — | EQUITIES - REIT | 21870Q105 |
| — | SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD | 105,100 | $3.447M | 0.0% | $32.80 | $37.70 | — | COMMON STOCK | 87157B103 |
| — | BOTTOMLINE TECHNOLOGIES DE INC COMMON STOCK USD | 137,675 | $3.443M | 0.0% | $25.01 | $27.49 | — | COMMON STOCK | 101388106 |
| — | ROWAN COS PLC COMMON STOCK USD 0.125 | 212,978 | $3.44M | 0.0% | $16.15 | $27.44 | — | COMMON STOCK | G7665A101 |
| — | STERLING BANCORP/DE COMMON STOCK USD 0.01 | 230,685 | $3.43M | 0.0% | $14.87 | $13.66 | — | COMMON STOCK | 85917A100 |
| — | ON ASSIGNMENT INC COMMON STOCK USD 0.01 | 92,339 | $3.407M | 0.0% | $36.90 | $30.60 | — | COMMON STOCK | 682159108 |
| AMBA | AMBARELLA INC COMMON STOCK USD 0.00045 | 58,891 | $3.403M | 0.0% | $57.78 | $48.53 | +19.1% | COMMON STOCK | G037AX101 |
| WHR | WHIRLPOOL CORP COMMON STOCK USD 1 | 23,099 | $3.402M | 0.0% | $147.28 | $123.32 | +19.4% | COMMON STOCK | 963320106 |
| — | ROCKWELL COLLINS INC COMMON STOCK USD 0.01 | 41,557 | $3.401M | 0.0% | $81.84 | $70.02 | — | COMMON STOCK | 774341101 |
| WOR | WORTHINGTON INDUSTRIES INC COMMON STOCK USD 0 | 128,087 | $3.392M | 0.0% | $26.48 * | $20.25 | -19.4% | COMMON STOCK | 981811102 |
| HOG | HARLEY-DAVIDSON INC COMMON STOCK USD 0.01 | 61,749 | $3.39M | 0.0% | $54.90 | $54.70 | +0.4% | COMMON STOCK | 412822108 |
| — | MEDICINES CO/THE COMMON STOCK USD 0.001 | 89,144 | $3.384M | 0.0% | $37.96 | $32.05 | — | COMMON STOCK | 584688105 |
| — | UBIQUITI NETWORKS INC COMMON STOCK USD 0.001 | 99,558 | $3.374M | 0.0% | $33.89 | $32.79 | — | COMMON STOCK | 90347A100 |
| — | CALLON PETROLEUM CO COMMON STOCK USD 0.01 | 459,819 | $3.352M | 0.0% | $7.29 | $7.78 | — | COMMON STOCK | 13123X102 |
| RRGB | RED ROBIN GOURMET BURGERS INC COMMON STOCK USD | 44,001 | $3.333M | 0.0% | $75.75 | $72.64 | +4.3% | COMMON STOCK | 75689M101 |
| USPH | US PHYSICAL THERAPY INC COMMON STOCK USD 0.01 | 74,225 | $3.332M | 0.0% | $44.89 | $27.29 | +64.5% | COMMON STOCK | 90337L108 |
| — | CHESAPEAKE ENERGY CORP COMMON STOCK USD 0.01 | 454,472 | $3.331M | 0.0% | $7.33 | $14.75 | — | COMMON STOCK | 165167107 |
| ABM | ABM INDUSTRIES INC COMMON STOCK USD 0.01 | 121,689 | $3.323M | 0.0% | $27.31 * | $21.42 | +4.1% | COMMON STOCK | 000957100 |
| — | COUSINS PROPERTIES INC REIT USD 1 | 359,705 | $3.316M | 0.0% | $9.22 | $10.62 | — | EQUITIES - REIT | 222795106 |
| — | CHUY'S HOLDINGS INC COMMON STOCK USD 0.01 | 116,604 | $3.312M | 0.0% | $28.40 | $34.60 | — | COMMON STOCK | 171604101 |
| — | QLOGIC CORP COMMON STOCK USD 0.001 | 322,823 | $3.309M | 0.0% | $10.25 | $10.25 | — | COMMON STOCK | 747277101 |
| GATX | GATX CORP COMMON STOCK USD 0.625 | 74,899 | $3.307M | 0.0% | $44.15 * | $37.44 | -7.0% | COMMON STOCK | 361448103 |
| — | NOVAVAX INC COMMON STOCK USD 0.01 | 464,839 | $3.286M | 0.0% | $7.07 | $4.14 | — | COMMON STOCK | 670002104 |
| ITUB | ITAU UNIBANCO HOLDING SA ADR USD 0 | 494,774 | $3.275M | 0.0% | $6.62 | $10.64 | -37.8% | ADR | 465562106 |
| SNX | SYNNEX CORP COMMON STOCK USD 0.001 | 38,422 | $3.268M | 0.0% | $85.06 * | $24.85 | +52.2% | COMMON STOCK | 87162W100 |
| KEY | KEYCORP COMMON STOCK USD 1 | 250,579 | $3.26M | 0.0% | $13.01 * | $6.48 | +32.5% | COMMON STOCK | 493267108 |
| O | REALTY INCOME CORP REIT USD 1 | 68,690 | $3.255M | 0.0% | $47.39 * | $25.15 | +13.2% | EQUITIES - REIT | 756109104 |
| JAZZ | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD 0.0001 | 24,458 | $3.248M | 0.0% | $132.80 | $135.72 | -2.1% | COMMON STOCK | G50871105 |
| — | HFF INC COMMON STOCK USD 0.01 | 96,093 | $3.244M | 0.0% | $33.76 | $28.08 | — | COMMON STOCK | 40418F108 |
| — | QUALITY SYSTEMS INC COMMON STOCK USD 0.01 | 259,958 | $3.244M | 0.0% | $12.48 | $13.85 | — | COMMON STOCK | 747582104 |
| — | GUESS? INC COMMON STOCK USD 0.01 | 151,844 | $3.243M | 0.0% | $21.36 | $28.53 | — | COMMON STOCK | 401617105 |
| TKR | TIMKEN CO/THE COMMON STOCK USD 0 | 117,441 | $3.228M | 0.0% | $27.49 | $40.70 | -32.5% | COMMON STOCK | 887389104 |
| OSIS | OSI SYSTEMS INC COMMON STOCK USD 0 | 41,950 | $3.228M | 0.0% | $76.95 | $60.02 | +28.2% | COMMON STOCK | 671044105 |
| — | GREATBATCH INC COMMON STOCK USD 0.001 | 57,063 | $3.219M | 0.0% | $56.41 | $35.52 | — | COMMON STOCK | 39153L106 |
| WD | WALKER & DUNLOP INC COMMON STOCK USD | 122,714 | $3.2M | 0.0% | $26.08 * | $16.79 | +27.2% | COMMON STOCK | 93148P102 |
| CABO | CABLE ONE INC COMMON STOCK USD 0.01 | 7,624 | $3.198M | 0.0% | $419.46 * | $366.69 | +1.3% | COMMON STOCK | 12685J105 |
| UPBD | RENT-A-CENTER INC/TX COMMON STOCK USD 0.01 | 131,663 | $3.193M | 0.0% | $24.25 | $36.22 | -33.1% | COMMON STOCK | 76009N100 |
| — | GENERAL CABLE CORP COMMON STOCK USD 0.01 | 268,215 | $3.192M | 0.0% | $11.90 | $19.51 | — | COMMON STOCK | 369300108 |
| CHE | CHEMED CORP COMMON STOCK USD 1 | 23,778 | $3.174M | 0.0% | $133.48 * | $85.11 | +50.5% | COMMON STOCK | 16359R103 |
| — | STARZ COMMON STOCK USD 0.01 | 85,000 | $3.174M | 0.0% | $37.34 | $42.45 | — | COMMON STOCK | 85571Q102 |
| PFS | PROVIDENT FINANCIAL SERVICES INC COMMON STOCK USD | 162,505 | $3.169M | 0.0% | $19.50 * | $9.85 | +23.4% | COMMON STOCK | 74386T105 |
| OLED | UNIVERSAL DISPLAY CORP COMMON STOCK USD 0.01 | 93,365 | $3.165M | 0.0% | $33.90 * | $33.15 | -3.1% | COMMON STOCK | 91347P105 |
| TEX | TEREX CORP COMMON STOCK USD 0.01 | 176,294 | $3.163M | 0.0% | $17.94 | $30.60 | -41.4% | COMMON STOCK | 880779103 |
| KMT | KENNAMETAL INC COMMON STOCK USD 1.25 | 126,648 | $3.152M | 0.0% | $24.89 * | $28.90 | -35.3% | COMMON STOCK | 489170100 |
| ZION | ZIONS BANCORPORATION COMMON STOCK USD 0 | 114,330 | $3.149M | 0.0% | $27.54 | $28.41 | -3.1% | COMMON STOCK | 989701107 |
| — | HEALTHSOUTH CORP COMMON STOCK USD 0.01 | 81,973 | $3.145M | 0.0% | $38.37 | $33.80 | — | COMMON STOCK | 421924309 |
| OIS | OIL STATES INTERNATIONAL INC COMMON STOCK USD 0.01 | 120,218 | $3.141M | 0.0% | $26.13 | $49.08 | -46.8% | COMMON STOCK | 678026105 |
| — | UIL HOLDINGS CORP COMMON STOCK USD 0 | 62,417 | $3.138M | 0.0% | $50.27 | $38.95 | — | COMMON STOCK | 902748102 |
| — | MAINSOURCE FINANCIAL GROUP INC COMMON STOCK USD 0 | 153,800 | $3.131M | 0.0% | $20.36 | $16.42 | — | COMMON STOCK | 56062Y102 |
| SNY | SANOFI ADR USD | 65,524 | $3.11M | 0.0% | $47.46 | $53.12 | -10.6% | ADR | 80105N105 |
| — | SYKES ENTERPRISES INC COMMON STOCK USD 0.01 | 121,761 | $3.105M | 0.0% | $25.50 | $22.01 | — | COMMON STOCK | 871237103 |
| — | TEAM INC COMMON STOCK USD 0.3 | 96,164 | $3.089M | 0.0% | $32.12 | $38.33 | — | COMMON STOCK | 878155100 |
| CCK | CROWN HOLDINGS INC COMMON STOCK USD 5 | 67,398 | $3.083M | 0.0% | $45.74 * | $40.56 | +7.2% | COMMON STOCK | 228368106 |
| PLCE | CHILDREN'S PLACE INC/THE | 53,431 | $3.081M | 0.0% | $57.66 | $60.44 | -4.6% | COMMON STOCK | 168905107 |
| — | ELECTRONICS FOR IMAGING INC COMMON STOCK USD 0.01 | 71,087 | $3.077M | 0.0% | $43.28 | $30.78 | — | COMMON STOCK | 286082102 |
| — | RETAIL OPPORTUNITY INVESTMENTS CORP REIT USD | 184,118 | $3.045M | 0.0% | $16.54 | $18.30 | — | EQUITIES - REIT | 76131N101 |
| BF/B | BROWN-FORMAN CORP COMMON STOCK USD 0.15 | 31,385 | $3.041M | 0.0% | $96.89 * | $24.30 | +33.1% | COMMON STOCK | 115637209 |
| ONB | OLD NATIONAL BANCORP/IN COMMON STOCK USD 0 | 217,841 | $3.035M | 0.0% | $13.93 | $13.38 | +4.1% | COMMON STOCK | 680033107 |
| AAT | AMERICAN ASSETS TRUST INC REIT USD 0.01 | 74,257 | $3.034M | 0.0% | $40.86 | $35.60 | — | EQUITIES - REIT | 024013104 |
| — | COCA-COLA ENTERPRISES INC COMMON STOCK USD 0.01 | 62,723 | $3.033M | 0.0% | $48.36 | $35.84 | — | COMMON STOCK | 19122T109 |
| CTRN | CITI TRENDS INC COMMON STOCK USD 0.01 | 129,635 | $3.031M | 0.0% | $23.38 * | $20.33 | +7.6% | COMMON STOCK | 17306X102 |
| — | HALYARD HEALTH INC COMMON STOCK USD 0.01 | 106,394 | $3.026M | 0.0% | $28.44 | $43.63 | — | COMMON STOCK | 40650V100 |
| SUI | SUN COMMUNITIES INC REIT USD 0.01 | 44,477 | $3.014M | 0.0% | $67.77 | $49.39 | — | EQUITIES - REIT | 866674104 |
| IFF | INTERNATIONAL FLAVORS & FRAGRANCES INC COMMON | 29,023 | $2.997M | 0.0% | $103.26 * | $63.14 | +27.6% | COMMON STOCK | 459506101 |
| ACCO | ACCO BRANDS CORP COMMON STOCK USD 0.01 | 422,764 | $2.989M | 0.0% | $7.07 * | $5.00 | -1.4% | COMMON STOCK | 00081T108 |
| VVX | VECTRUS INC COMMON STOCK USD 0.01 | 135,346 | $2.983M | 0.0% | $22.04 | $25.40 | -13.2% | COMMON STOCK | 92242T101 |
| — | ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK | 52,640 | $2.979M | 0.0% | $56.59 | $51.75 | — | COMMON STOCK | G0464B107 |
| — | CHEMTURA CORP COMMON STOCK USD 0.01 | 103,618 | $2.966M | 0.0% | $28.62 | $21.66 | — | COMMON STOCK | 163893209 |
| UFCS | UNITED FIRE GROUP INC COMMON STOCK USD 0.001 | 84,536 | $2.963M | 0.0% | $35.05 | $31.63 | +10.8% | COMMON STOCK | 910340108 |
| — | KANSAS CITY SOUTHERN COMMON STOCK USD 0.01 | 32,608 | $2.963M | 0.0% | $90.87 | $106.54 | — | COMMON STOCK | 485170302 |
| — | INTELIQUENT INC COMMON STOCK USD 0.001 | 132,134 | $2.951M | 0.0% | $22.33 | $9.66 | — | COMMON STOCK | 45825N107 |
| UHAL | AMERCO COMMON STOCK USD 0.25 | 7,500 | $2.951M | 0.0% | $393.47 * | $26.42 | +48.9% | COMMON STOCK | 023586100 |
| HLIT | HARMONIC INC COMMON STOCK USD 0.001 | 507,253 | $2.942M | 0.0% | $5.80 | $6.05 | -4.1% | COMMON STOCK | 413160102 |
| WSFS | WSFS FINANCIAL CORP COMMON STOCK USD 0.01 | 101,826 | $2.934M | 0.0% | $28.81 | $24.73 | +16.5% | COMMON STOCK | 929328102 |
| APOG | APOGEE ENTERPRISES INC COMMON STOCK USD 0.333 | 65,600 | $2.929M | 0.0% | $44.65 * | $36.04 | +1.4% | COMMON STOCK | 037598109 |
| NBIX | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD 0.001 | 73,580 | $2.928M | 0.0% | $39.79 | $19.65 | +102.5% | COMMON STOCK | 64125C109 |
| — | COMSCORE INC COMMON STOCK USD 0.001 | 63,439 | $2.928M | 0.0% | $46.15 | $39.76 | — | COMMON STOCK | 20564W105 |
| — | HEADWATERS INC COMMON STOCK USD 0.001 | 155,362 | $2.921M | 0.0% | $18.80 | $11.00 | — | COMMON STOCK | 42210P102 |
| — | DELEK US HOLDINGS INC COMMON STOCK USD 0.01 | 105,278 | $2.916M | 0.0% | $27.70 | $31.61 | — | COMMON STOCK | 246647101 |
| MCY | MERCURY GENERAL CORP COMMON STOCK USD 0 | 57,635 | $2.911M | 0.0% | $50.51 | $43.26 | +16.8% | COMMON STOCK | 589400100 |
| ENS | ENERSYS COMMON STOCK USD 0.01 | 54,297 | $2.909M | 0.0% | $53.58 * | $45.70 | +6.2% | COMMON STOCK | 29275Y102 |
| BBT | BERKSHIRE HILLS BANCORP INC COMMON STOCK USD 0.01 | 105,011 | $2.892M | 0.0% | $27.54 * | $19.00 | +7.0% | COMMON STOCK | 084680107 |
| FFBC | FIRST FINANCIAL BANCORP COMMON STOCK USD 0 | 149,899 | $2.86M | 0.0% | $19.08 * | $9.98 | +30.3% | COMMON STOCK | 320209109 |
| OTEX | OPEN TEXT CORP COMMON STOCK CAD 0 | 63,800 | $2.855M | 0.0% | $44.75 * | $15.10 | +18.1% | COMMON STOCK | 683715106 |
| — | SCORPIO TANKERS INC COMMON STOCK USD 0.01 | 311,140 | $2.853M | 0.0% | $9.17 | $9.22 | — | COMMON STOCK | Y7542C106 |
| HUN | HUNTSMAN CORP COMMON STOCK USD 0.01 | 294,224 | $2.851M | 0.0% | $9.69 | $24.90 | -61.1% | COMMON STOCK | 447011107 |
| MCHB | HOMESTREET INC COMMON STOCK USD 0 | 123,371 | $2.85M | 0.0% | $23.10 | $21.63 | +6.8% | COMMON STOCK | 43785V102 |
| — | STRATEGIC HOTELS & RESORTS INC REIT USD 0.01 | 206,592 | $2.849M | 0.0% | $13.79 | $12.43 | — | EQUITIES - REIT | 86272T106 |
| BHE | BENCHMARK ELECTRONICS INC COMMON STOCK USD 0.1 | 130,622 | $2.842M | 0.0% | $21.76 * | $17.48 | +3.4% | COMMON STOCK | 08160H101 |
| SSD | SIMPSON MANUFACTURING CO INC COMMON STOCK USD 0.01 | 84,779 | $2.839M | 0.0% | $33.49 * | $25.96 | +14.6% | COMMON STOCK | 829073105 |
| CHRW | CH ROBINSON WORLDWIDE INC COMMON STOCK USD 0.1 | 41,863 | $2.837M | 0.0% | $67.77 * | $42.91 | +23.9% | COMMON STOCK | 12541W209 |
| — | DREAMWORKS ANIMATION SKG INC COMMON STOCK USD 0.01 | 162,388 | $2.834M | 0.0% | $17.45 | $26.17 | — | COMMON STOCK | 26153C103 |
| — | CHEMICAL FINANCIAL CORP COMMON STOCK USD 1 | 87,559 | $2.833M | 0.0% | $32.36 | $28.48 | — | COMMON STOCK | 163731102 |
| MEOH | METHANEX CORP COMMON STOCK CAD 0 | 85,123 | $2.823M | 0.0% | $33.16 | $42.66 | -22.3% | COMMON STOCK | 59151K108 |
| — | NEUSTAR INC COMMON STOCK USD 0.001 | 103,617 | $2.819M | 0.0% | $27.21 | $45.97 | — | COMMON STOCK | 64126X201 |
| RDY | DR REDDY'S LABORATORIES LTD ADR USD | 44,100 | $2.818M | 0.0% | $63.90 | $58.65 | +9.0% | ADR | 256135203 |
| MMSI | MERIT MEDICAL SYSTEMS INC COMMON STOCK USD 0 | 117,642 | $2.813M | 0.0% | $23.91 | $17.75 | +34.7% | COMMON STOCK | 589889104 |
| QUAD | QUAD/GRAPHICS INC COMMON STOCK USD 0.025 | 231,404 | $2.8M | 0.0% | $12.10 | $20.62 | -41.3% | COMMON STOCK | 747301109 |
| — | CASH AMERICA INTERNATIONAL INC COMMON STOCK USD | 99,675 | $2.788M | 0.0% | $27.97 | $41.81 | — | COMMON STOCK | 14754D100 |
| — | OM ASSET MANAGEMENT PLC COMMON STOCK USD 0.001 | 180,451 | $2.783M | 0.0% | $15.42 | $16.84 | — | COMMON STOCK | G67506108 |
| COLB | COLUMBIA BANKING SYSTEM INC COMMON STOCK USD 0 | 88,942 | $2.776M | 0.0% | $31.21 * | $15.02 | +33.3% | COMMON STOCK | 197236102 |
| MSA | MSA SAFETY INC COMMON STOCK USD 0 | 69,365 | $2.773M | 0.0% | $39.98 | $52.42 | -23.7% | COMMON STOCK | 553498106 |
| — | FIRST DEFIANCE FINANCIAL CORP COMMON STOCK USD | 75,699 | $2.768M | 0.0% | $36.57 | $26.54 | — | COMMON STOCK | 32006W106 |
| — | ARM HOLDINGS PLC ADR USD 0 | 63,800 | $2.759M | 0.0% | $43.24 | $47.05 | — | ADR | 042068106 |
| SSP | EW SCRIPPS CO/THE COMMON STOCK USD 0.01 | 155,916 | $2.755M | 0.0% | $17.67 * | $13.19 | +0.8% | COMMON STOCK | 811054402 |
| RWT | REDWOOD TRUST INC REIT USD 0.01 | 198,450 | $2.747M | 0.0% | $13.84 | $17.14 | — | EQUITIES - REIT | 758075402 |
| FSS | FEDERAL SIGNAL CORP COMMON STOCK USD 1 | 199,116 | $2.73M | 0.0% | $13.71 * | $12.40 | -1.3% | COMMON STOCK | 313855108 |
| FFIC | FLUSHING FINANCIAL CORP COMMON STOCK USD 0.01 | 136,089 | $2.725M | 0.0% | $20.02 * | $9.28 | +38.1% | COMMON STOCK | 343873105 |
| DHIL | DIAMOND HILL INVESTMENT GROUP INC COMMON STOCK USD | 14,626 | $2.721M | 0.0% | $186.04 * | $55.47 | +94.2% | COMMON STOCK | 25264R207 |
| KBH | KB HOME COMMON STOCK USD 1 | 200,661 | $2.719M | 0.0% | $13.55 * | $18.90 | -36.5% | COMMON STOCK | 48666K109 |
| MRTN | MARTEN TRANSPORT LTD COMMON STOCK USD 0.01 | 167,274 | $2.705M | 0.0% | $16.17 * | $5.66 | -5.6% | COMMON STOCK | 573075108 |
| ABCB | AMERIS BANCORP COMMON STOCK USD 1 | 93,295 | $2.682M | 0.0% | $28.75 * | $16.03 | +57.6% | COMMON STOCK | 03076K108 |
| GVA | GRANITE CONSTRUCTION INC COMMON STOCK USD 0.01 | 90,247 | $2.678M | 0.0% | $29.67 | $29.85 | -0.6% | COMMON STOCK | 387328107 |
| — | EL PASO ELECTRIC CO COMMON STOCK USD 0 | 72,644 | $2.675M | 0.0% | $36.82 | $35.73 | — | COMMON STOCK | 283677854 |
| R | RYDER SYSTEM INC COMMON STOCK USD 0.5 | 36,116 | $2.674M | 0.0% | $74.04 | $60.51 | +22.4% | COMMON STOCK | 783549108 |
| — | CAMBREX CORP COMMON STOCK USD 0.1 | 67,187 | $2.666M | 0.0% | $39.68 | $30.97 | — | COMMON STOCK | 132011107 |
| RLI | RLI CORP COMMON STOCK USD 1 | 49,612 | $2.656M | 0.0% | $53.54 * | $12.51 | +47.0% | COMMON STOCK | 749607107 |
| — | KAPSTONE PAPER AND PACKAGING CORP COMMON STOCK USD | 160,780 | $2.654M | 0.0% | $16.51 | $33.49 | — | COMMON STOCK | 48562P103 |
| — | ROVI CORP COMMON STOCK USD 0.001 | 252,563 | $2.649M | 0.0% | $10.49 | $20.12 | — | COMMON STOCK | 779376102 |
| FRCB | FIRST REPUBLIC BANK/CA COMMON STOCK | 42,200 | $2.649M | 0.0% | $62.77 * | $46.91 | +26.8% | COMMON STOCK | 33616C100 |
| — | GLOBAL BRASS & COPPER HOLDINGS INC COMMON STOCK | 128,991 | $2.646M | 0.0% | $20.51 | $16.27 | — | COMMON STOCK | 37953G103 |
| — | INNOPHOS HOLDINGS INC COMMON STOCK USD 0.001 | 66,695 | $2.644M | 0.0% | $39.64 | $50.97 | — | COMMON STOCK | 45774N108 |
| LFUS | LITTELFUSE INC COMMON STOCK USD 0.01 | 28,947 | $2.639M | 0.0% | $91.17 | $72.80 | +25.2% | COMMON STOCK | 537008104 |
| OXM | OXFORD INDUSTRIES INC COMMON STOCK USD 1 | 35,694 | $2.637M | 0.0% | $73.88 | $64.27 | +14.9% | COMMON STOCK | 691497309 |
| HUBG | HUB GROUP INC COMMON STOCK USD 0.01 | 72,299 | $2.632M | 0.0% | $36.40 * | $20.71 | -12.1% | COMMON STOCK | 443320106 |
| ATI | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD 0.1 | 185,294 | $2.627M | 0.0% | $14.18 * | $22.44 | -38.3% | COMMON STOCK | 01741R102 |
| KRG | KITE REALTY GROUP TRUST REIT USD 0.01 | 110,066 | $2.621M | 0.0% | $23.81 | $26.88 | — | EQUITIES - REIT | 49803T300 |
| TSEM | TOWER SEMICONDUCTOR LTD COMMON STOCK ILS 1 | 203,577 | $2.62M | 0.0% | $12.87 | $15.34 | -16.1% | COMMON STOCK | M87915274 |
| MOV | MOVADO GROUP INC COMMON STOCK USD 0.01 | 101,348 | $2.618M | 0.0% | $25.83 | $29.38 | -12.1% | COMMON STOCK | 624580106 |
| — | WILSHIRE BANCORP INC COMMON STOCK USD 0 | 248,564 | $2.612M | 0.0% | $10.51 | $7.28 | — | COMMON STOCK | 97186T108 |
| EVTC | EVERTEC INC COMMON STOCK USD 0.01 | 144,207 | $2.606M | 0.0% | $18.07 * | $20.58 | -20.1% | COMMON STOCK | 30040P103 |
| VAC | MARRIOTT VACATIONS WORLDWIDE CORP COMMON STOCK USD | 38,191 | $2.602M | 0.0% | $68.13 | $45.57 | +49.5% | COMMON STOCK | 57164Y107 |
| — | EDUCATION REALTY TRUST INC REIT USD 0.01 | 78,532 | $2.588M | 0.0% | $32.95 | $35.38 | — | EQUITIES - REIT | 28140H203 |
| — | PARTNERRE LTD COMMON STOCK USD 1 | 18,593 | $2.582M | 0.0% | $138.87 | $105.32 | — | COMMON STOCK | G6852T105 |
| DAR | DARLING INGREDIENTS INC | 229,480 | $2.579M | 0.0% | $11.24 | $16.13 | -30.3% | COMMON STOCK | 237266101 |
| — | GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01 | 101,641 | $2.579M | 0.0% | $25.37 | $23.73 | — | COMMON STOCK | 391416104 |
| MAS | MASCO CORP COMMON STOCK USD 1 | 101,925 | $2.566M | 0.0% | $25.18 * | $16.52 | +30.8% | COMMON STOCK | 574599106 |
| — | UNITED STATES STEEL CORP COMMON STOCK USD 1 | 244,613 | $2.549M | 0.0% | $10.42 | $35.61 | — | COMMON STOCK | 912909108 |
| TCBK | TRICO BANCSHARES COMMON STOCK USD 0 | 103,742 | $2.549M | 0.0% | $24.57 | $23.65 | +3.9% | COMMON STOCK | 896095106 |
| — | COLONY CAPITAL INC REIT USD 0.01 | 129,751 | $2.538M | 0.0% | $19.56 | $25.92 | — | EQUITIES - REIT | 19624R106 |
| AWI | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD | 53,040 | $2.532M | 0.0% | $47.74 * | $49.32 | -9.9% | COMMON STOCK | 04247X102 |
| — | WCI COMMUNITIES INC COMMON STOCK USD 0.01 | 111,836 | $2.531M | 0.0% | $22.63 | $23.16 | — | COMMON STOCK | 92923C807 |
| HBAN | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD 0.01 | 238,680 | $2.53M | 0.0% | $10.60 * | $4.76 | +46.9% | COMMON STOCK | 446150104 |
| MWA | MUELLER WATER PRODUCTS INC COMMON STOCK USD 0.01 | 329,849 | $2.527M | 0.0% | $7.66 * | $6.04 | +7.6% | COMMON STOCK | 624758108 |
| BALL | BALL CORP COMMON STOCK USD 0 | 40,616 | $2.526M | 0.0% | $62.19 * | $26.03 | +7.4% | COMMON STOCK | 058498106 |
| HXL | HEXCEL CORP COMMON STOCK USD 0.01 | 56,200 | $2.521M | 0.0% | $44.86 | $33.42 | +34.2% | COMMON STOCK | 428291108 |
| PCTY | PAYLOCITY HOLDING CORP COMMON STOCK USD 0.001 | 83,970 | $2.518M | 0.0% | $29.99 | $24.94 | +20.3% | COMMON STOCK | 70438V106 |
| IBN | ICICI BANK LTD ADR USD | 300,000 | $2.514M | 0.0% | $8.38 | $8.57 | -2.3% | ADR | 45104G104 |
| SFNC | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD 0.01 | 52,427 | $2.513M | 0.0% | $47.93 * | $18.05 | +32.8% | COMMON STOCK | 828730200 |
| — | HEARTLAND PAYMENT SYSTEMS INC COMMON STOCK USD | 39,866 | $2.512M | 0.0% | $63.01 | $37.71 | — | COMMON STOCK | 42235N108 |
| PCRX | PACIRA PHARMACEUTICALS INC/DE COMMON STOCK USD | 61,110 | $2.512M | 0.0% | $41.11 | $58.61 | -29.9% | COMMON STOCK | 695127100 |
| MHO | M/I HOMES INC COMMON STOCK USD 0.01 | 106,406 | $2.509M | 0.0% | $23.58 | $22.62 | +4.3% | COMMON STOCK | 55305B101 |
| SRI | STONERIDGE INC COMMON STOCK USD 0 | 202,789 | $2.502M | 0.0% | $12.34 | $10.72 | +15.1% | COMMON STOCK | 86183P102 |
| KAI | KADANT INC COMMON STOCK USD 0.01 | 64,108 | $2.501M | 0.0% | $39.01 * | $34.04 | +5.0% | COMMON STOCK | 48282T104 |
| — | MDC HOLDINGS INC COMMON STOCK USD 0.01 | 95,405 | $2.498M | 0.0% | $26.18 | $31.92 | — | COMMON STOCK | 552676108 |
| XHR | XENIA HOTELS & RESORTS INC REIT USD 0.01 | 142,131 | $2.482M | 0.0% | $17.46 | $19.93 | — | EQUITIES - REIT | 984017103 |
| — | BLUEBIRD BIO INC COMMON STOCK USD 0.01 | 28,970 | $2.478M | 0.0% | $85.54 | $77.99 | — | COMMON STOCK | 09609G100 |
| — | CYRUSONE INC REIT USD 0.01 | 75,722 | $2.473M | 0.0% | $32.66 | $30.81 | — | EQUITIES - REIT | 23283R100 |
| MTG | MGIC INVESTMENT CORP COMMON STOCK USD 1 | 266,767 | $2.47M | 0.0% | $9.26 | $6.33 | +46.2% | COMMON STOCK | 552848103 |
| — | APOLLO EDUCATION GROUP INC | 222,714 | $2.463M | 0.0% | $11.06 | $25.99 | — | COMMON STOCK | 037604105 |
| — | MASONITE INTERNATIONAL CORP COMMON STOCK USD 0 | 40,644 | $2.462M | 0.0% | $60.57 | $62.35 | — | COMMON STOCK | 575385109 |
| STC | STEWART INFORMATION SERVICES CORP COMMON STOCK USD | 60,132 | $2.46M | 0.0% | $40.91 | $32.74 | +24.9% | COMMON STOCK | 860372101 |
| TXRH | TEXAS ROADHOUSE INC COMMON STOCK USD 0.001 | 66,017 | $2.456M | 0.0% | $37.20 * | $19.06 | +64.7% | COMMON STOCK | 882681109 |
| RLJ | RLJ LODGING TRUST REIT USD | 97,101 | $2.454M | 0.0% | $25.27 | $30.61 | — | EQUITIES - REIT | 74965L101 |
| — | TENNECO INC COMMON STOCK USD 0.01 | 54,537 | $2.442M | 0.0% | $44.78 | $50.43 | — | COMMON STOCK | 880349105 |
| AMD | ADVANCED MICRO DEVICES INC COMMON STOCK USD 0.01 | 1,418,286 | $2.439M | 0.0% | $1.72 | $3.61 | -52.3% | COMMON STOCK | 007903107 |
| — | INC RESEARCH HOLDINGS INC COMMON STOCK USD 0.01 | 60,725 | $2.429M | 0.0% | $40.00 | $36.65 | — | COMMON STOCK | 45329R109 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD ADR USD 0.01 | 175,300 | $2.412M | 0.0% | $13.76 | $24.17 | -43.1% | ADR | 585464100 |
| FNB | FNB CORP/PA COMMON STOCK USD 0.01 | 184,411 | $2.388M | 0.0% | $12.95 * | $7.20 | +21.2% | COMMON STOCK | 302520101 |
| — | INTERSECT ENT INC COMMON STOCK USD 0.001 | 101,693 | $2.38M | 0.0% | $23.40 | $23.31 | — | COMMON STOCK | 46071F103 |
| — | MERITOR INC COMMON STOCK USD 1 | 223,212 | $2.373M | 0.0% | $10.63 | $10.95 | — | COMMON STOCK | 59001K100 |
| CMTL | COMTECH TELECOMMUNICATIONS CORP COMMON STOCK USD | 115,156 | $2.373M | 0.0% | $20.61 * | $21.76 | -24.4% | COMMON STOCK | 205826209 |
| MTRX | MATRIX SERVICE CO COMMON STOCK USD 0.01 | 105,528 | $2.371M | 0.0% | $22.47 | $20.32 | +10.6% | COMMON STOCK | 576853105 |
| — | RYLAND GROUP INC/THE COMMON STOCK EUR 1 | 57,655 | $2.354M | 0.0% | $40.83 | $42.10 | — | COMMON STOCK | 783764103 |
| — | DYAX CORP COMMON STOCK USD 0.01 | 123,169 | $2.351M | 0.0% | $19.09 | $8.18 | — | COMMON STOCK | 26746E103 |
| — | EXPRESS INC COMMON STOCK USD | 130,697 | $2.336M | 0.0% | $17.87 | $20.78 | — | COMMON STOCK | 30219E103 |
| CINF | CINCINNATI FINANCIAL CORP COMMON STOCK USD 2 | 43,396 | $2.335M | 0.0% | $53.81 * | $32.98 | +22.9% | COMMON STOCK | 172062101 |
| MORN | MORNINGSTAR INC COMMON STOCK USD 0 | 28,955 | $2.324M | 0.0% | $80.26 | $72.29 | +11.0% | COMMON STOCK | 617700109 |
| — | BRIGGS & STRATTON CORP COMMON STOCK USD 0.01 | 119,413 | $2.306M | 0.0% | $19.31 | $19.81 | — | COMMON STOCK | 109043109 |
| — | COWEN GROUP INC COMMON STOCK USD 0.01 | 505,515 | $2.305M | 0.0% | $4.56 | $2.94 | — | COMMON STOCK | 223622101 |
| — | FLOTEK INDUSTRIES INC COMMON STOCK USD 0.0001 | 137,759 | $2.301M | 0.0% | $16.70 | $17.65 | — | COMMON STOCK | 343389102 |
| — | ISTAR INC | 182,655 | $2.298M | 0.0% | $12.58 | $13.00 | — | EQUITIES - REIT | 45031U101 |
| VIPS | VIPSHOP HOLDINGS LTD ADR USD 0.0001 | 136,500 | $2.293M | 0.0% | $16.80 | $15.73 | +6.8% | ADR | 92763W103 |
| CNP | CENTERPOINT ENERGY INC COMMON STOCK USD 0.01 | 126,440 | $2.281M | 0.0% | $18.04 * | $15.28 | -16.4% | COMMON STOCK | 15189T107 |
| CCRN | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD | 167,418 | $2.279M | 0.0% | $13.61 | $6.95 | +95.8% | COMMON STOCK | 227483104 |
| — | GLOBE SPECIALTY METALS INC COMMON STOCK USD 0.0001 | 186,965 | $2.268M | 0.0% | $12.13 | $14.33 | — | COMMON STOCK | 37954N206 |
| HTH | HILLTOP HOLDINGS INC COMMON STOCK USD 0.01 | 114,408 | $2.266M | 0.0% | $19.81 | $20.54 | -3.6% | COMMON STOCK | 432748101 |
| URI | UNITED RENTALS INC COMMON STOCK USD 0.01 | 37,689 | $2.263M | 0.0% | $60.04 * | $51.55 | +12.8% | COMMON STOCK | 911363109 |
| HAE | HAEMONETICS CORP COMMON STOCK USD 0.01 | 70,034 | $2.263M | 0.0% | $32.31 | $40.82 | -20.8% | COMMON STOCK | 405024100 |
| PLXS | PLEXUS CORP COMMON STOCK USD 0.01 | 58,609 | $2.261M | 0.0% | $38.58 | $33.99 | +13.5% | COMMON STOCK | 729132100 |
| — | AVON PRODUCTS INC COMMON STOCK USD 0.25 | 695,580 | $2.261M | 0.0% | $3.25 | $9.09 | — | COMMON STOCK | 054303102 |
| CTAS | CINTAS CORP COMMON STOCK USD 0 | 26,369 | $2.261M | 0.0% | $85.74 * | $9.86 | +94.2% | COMMON STOCK | 172908105 |
| — | SINCLAIR BROADCAST GROUP INC COMMON STOCK USD 0.01 | 89,267 | $2.26M | 0.0% | $25.32 | $30.00 | — | COMMON STOCK | 829226109 |
| — | ECHO GLOBAL LOGISTICS INC COMMON STOCK USD 0.0001 | 114,979 | $2.254M | 0.0% | $19.60 | $21.00 | — | COMMON STOCK | 27875T101 |
| — | LANNETT CO INC COMMON STOCK USD 0.001 | 54,182 | $2.25M | 0.0% | $41.53 | $30.12 | — | COMMON STOCK | 516012101 |
| — | WRIGHT MEDICAL GROUP INC COMMON STOCK EUR 0.01 | 106,956 | $2.248M | 0.0% | $21.02 | $27.93 | — | COMMON STOCK | 98235T107 |
| — | GRUBHUB INC COMMON STOCK USD 0.0001 | 91,953 | $2.238M | 0.0% | $24.34 | $35.99 | — | COMMON STOCK | 400110102 |
| — | EXTERRAN HOLDINGS INC COMMON STOCK USD 0.01 | 124,248 | $2.236M | 0.0% | $18.00 | $31.01 | — | COMMON STOCK | 30225X103 |
| — | ZOE'S KITCHEN INC COMMON STOCK USD 0.01 | 56,341 | $2.225M | 0.0% | $39.49 | $31.82 | — | COMMON STOCK | 98979J109 |
| — | HEALTHCARE REALTY TRUST INC REIT USD 0.01 | 89,471 | $2.223M | 0.0% | $24.85 | $24.67 | — | EQUITIES - REIT | 421946104 |
| — | VERINT SYSTEMS INC COMMON STOCK USD 0.001 | 51,519 | $2.223M | 0.0% | $43.15 | $48.89 | — | COMMON STOCK | 92343X100 |
| — | DEALERTRACK TECHNOLOGIES INC COMMON STOCK USD 0.01 | 35,177 | $2.222M | 0.0% | $63.17 | $37.98 | — | COMMON STOCK | 242309102 |
| — | LA QUINTA HOLDINGS INC COMMON STOCK USD 0.01 | 140,433 | $2.216M | 0.0% | $15.78 | $20.62 | — | COMMON STOCK | 50420D108 |
| — | INSYS THERAPEUTICS INC COMMON STOCK USD 0.0002145 | 77,777 | $2.214M | 0.0% | $28.47 | $28.90 | — | COMMON STOCK | 45824V209 |
| EBS | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD 0.001 | 77,621 | $2.211M | 0.0% | $28.48 | $21.53 | +32.3% | COMMON STOCK | 29089Q105 |
| — | IBERIABANK CORP COMMON STOCK USD 1 | 37,955 | $2.209M | 0.0% | $58.20 | $54.51 | — | COMMON STOCK | 450828108 |
| — | MALLINCKRODT PLC COMMON STOCK USD 0.2 | 34,379 | $2.198M | 0.0% | $63.93 | $89.41 | — | COMMON STOCK | G5785G107 |
| EBF | ENNIS INC COMMON STOCK USD 2.5 | 126,535 | $2.197M | 0.0% | $17.36 * | $7.70 | +14.8% | COMMON STOCK | 293389102 |
| — | AVG TECHNOLOGIES NV COMMON STOCK USD 0.01 | 100,907 | $2.195M | 0.0% | $21.75 | $23.16 | — | COMMON STOCK | N07831105 |
| EIG | EMPLOYERS HOLDINGS INC COMMON STOCK USD 0.01 | 97,077 | $2.164M | 0.0% | $22.29 * | $16.86 | -0.3% | COMMON STOCK | 292218104 |
| CFG | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 90,504 | $2.159M | 0.0% | $23.86 * | $16.78 | -2.2% | COMMON STOCK | 174610105 |
| CRUS | CIRRUS LOGIC INC COMMON STOCK USD 0.001 | 68,271 | $2.151M | 0.0% | $31.51 | $24.27 | +29.8% | COMMON STOCK | 172755100 |
| — | AGL RESOURCES INC COMMON STOCK USD 5 | 35,187 | $2.148M | 0.0% | $61.05 | $55.02 | — | COMMON STOCK | 001204106 |
| INGN | INOGEN INC COMMON STOCK USD 0.001 | 44,147 | $2.143M | 0.0% | $48.54 | $34.55 | +40.5% | COMMON STOCK | 45780L104 |
| — | LOGMEIN INC COMMON STOCK USD 0.01 | 31,426 | $2.142M | 0.0% | $68.16 | $34.59 | — | COMMON STOCK | 54142L109 |
| — | MOBILE MINI INC COMMON STOCK USD 0.01 | 69,522 | $2.141M | 0.0% | $30.80 | $34.26 | — | COMMON STOCK | 60740F105 |
| RHP | RYMAN HOSPITALITY PROPERTIES INC REIT USD 0.01 | 43,489 | $2.141M | 0.0% | $49.23 | $58.72 | — | EQUITIES - REIT | 78377T107 |
| — | QLIK TECHNOLOGIES INC COMMON STOCK USD 0.0001 | 58,666 | $2.138M | 0.0% | $36.44 | $28.33 | — | COMMON STOCK | 74733T105 |
| CPF | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK USD 0 | 101,882 | $2.136M | 0.0% | $20.97 * | $14.59 | -3.5% | COMMON STOCK | 154760409 |
| CATO | CATO CORP/THE COMMON STOCK USD 0.033 | 62,584 | $2.13M | 0.0% | $34.03 * | $16.52 | +14.8% | COMMON STOCK | 149205106 |
| LSAK | NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD 0.001 | 127,200 | $2.129M | 0.0% | $16.74 | $11.87 | +41.0% | COMMON STOCK | 64107N206 |
| — | OCWEN FINANCIAL CORP COMMON STOCK USD 0.01 | 316,886 | $2.126M | 0.0% | $6.71 | $33.95 | — | COMMON STOCK | 675746309 |
| TGNA | TEGNA INC COMMON STOCK USD 1 | 94,673 | $2.12M | 0.0% | $22.39 * | $18.83 | -23.9% | COMMON STOCK | 87901J105 |
| ECPG | ENCORE CAPITAL GROUP INC COMMON STOCK USD 0.01 | 57,172 | $2.115M | 0.0% | $36.99 | $33.67 | +9.9% | COMMON STOCK | 292554102 |
| — | EVERI HOLDINGS INC COMMON STOCK USD 0.001 | 411,325 | $2.11M | 0.0% | $5.13 | $5.13 | — | COMMON STOCK | 30034T103 |
| — | CABLEVISION SYSTEMS CORP COMMON STOCK USD 0.01 | 64,833 | $2.105M | 0.0% | $32.47 | $17.38 | — | COMMON STOCK | 12686C109 |
| MOG/A | MOOG INC COMMON STOCK USD 1 | 38,794 | $2.098M | 0.0% | $54.08 * | $48.93 | +2.1% | COMMON STOCK | 615394202 |
| TRIP | TRIPADVISOR INC COMMON STOCK USD 0.001 | 33,237 | $2.095M | 0.0% | $63.03 * | $73.66 | -23.9% | COMMON STOCK | 896945201 |
| PLOW | DOUGLAS DYNAMICS INC COMMON STOCK USD 0.01 | 105,475 | $2.095M | 0.0% | $19.86 | $17.87 | +11.2% | COMMON STOCK | 25960R105 |
| — | PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD | 133,033 | $2.093M | 0.0% | $15.73 | $14.93 | — | COMMON STOCK | 712704105 |
| — | TRUSTCO BANK CORP NY COMMON STOCK USD 1 | 358,239 | $2.092M | 0.0% | $5.84 | $6.40 | — | COMMON STOCK | 898349105 |
| — | HEARTLAND FINANCIAL USA INC COMMON STOCK USD 1 | 57,295 | $2.079M | 0.0% | $36.29 | $30.29 | — | COMMON STOCK | 42234Q102 |
| — | EVERBANK FINANCIAL CORP COMMON STOCK USD 0.01 | 107,193 | $2.069M | 0.0% | $19.30 | $16.23 | — | COMMON STOCK | 29977G102 |
| GPRE | GREEN PLAINS INC COMMON STOCK USD 0.001 | 106,340 | $2.069M | 0.0% | $19.46 | $16.11 | +20.8% | COMMON STOCK | 393222104 |
| — | CORE-MARK HOLDING CO INC COMMON STOCK USD 0.01 | 31,587 | $2.067M | 0.0% | $65.44 | $55.59 | — | COMMON STOCK | 218681104 |
| ESNT | ESSENT GROUP LTD COMMON STOCK USD 0.015 | 82,818 | $2.058M | 0.0% | $24.85 * | $20.78 | +7.0% | COMMON STOCK | G3198U102 |
| CENTA | CENTRAL GARDEN & PET CO COMMON STOCK USD 0.01 | 127,732 | $2.058M | 0.0% | $16.11 * | $7.10 | +81.6% | COMMON STOCK | 153527205 |
| — | MB FINANCIAL INC COMMON STOCK USD 0.01 | 63,029 | $2.057M | 0.0% | $32.64 | $27.06 | — | COMMON STOCK | 55264U108 |
| — | PLUM CREEK TIMBER CO INC REIT USD 0.01 | 51,883 | $2.05M | 0.0% | $39.51 | $46.56 | — | EQUITIES - REIT | 729251108 |
| DY | DYCOM INDUSTRIES INC COMMON STOCK USD 0.333 | 28,336 | $2.05M | 0.0% | $72.35 | $22.25 | +225.2% | COMMON STOCK | 267475101 |
| — | CHAMBERS STREET PROPERTIES REIT USD 0.01 | 315,124 | $2.045M | 0.0% | $6.49 | $8.63 | — | EQUITIES - REIT | 157842105 |
| AGX | ARGAN INC COMMON STOCK USD 0.15 | 58,950 | $2.044M | 0.0% | $34.67 * | $23.42 | +13.6% | COMMON STOCK | 04010E109 |
| — | BABCOCK & WILCOX ENTERPRISES INC COMMON STOCK USD | 121,400 | $2.04M | 0.0% | $16.80 | $16.80 | — | COMMON STOCK | 05614L100 |
| CASH | META FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 48,762 | $2.037M | 0.0% | $41.77 * | $11.10 | +18.2% | COMMON STOCK | 59100U108 |
| NXST | NEXSTAR BROADCASTING GROUP INC COMMON STOCK USD | 42,973 | $2.035M | 0.0% | $47.36 * | $21.71 | +66.3% | COMMON STOCK | 65336K103 |
| — | PIEDMONT NATURAL GAS CO INC COMMON STOCK USD 0 | 50,452 | $2.022M | 0.0% | $40.08 | $34.26 | — | COMMON STOCK | 720186105 |
| JBSS | JOHN B SANFILIPPO & SON INC COMMON STOCK USD 0.01 | 39,427 | $2.021M | 0.0% | $51.26 | $36.94 | +38.8% | COMMON STOCK | 800422107 |
| — | KNOLL INC COMMON STOCK USD 0.01 | 91,755 | $2.017M | 0.0% | $21.98 | $16.41 | — | COMMON STOCK | 498904200 |
| LKFN | LAKELAND FINANCIAL CORP COMMON STOCK USD 0 | 44,589 | $2.013M | 0.0% | $45.15 * | $13.19 | +74.8% | COMMON STOCK | 511656100 |
| — | GW PHARMACEUTICALS PLC ADR USD | 22,000 | $2.01M | 0.0% | $91.36 | $59.37 | — | ADR | 36197T103 |
| BYD | BOYD GAMING CORP COMMON STOCK USD 0.01 | 123,167 | $2.008M | 0.0% | $16.30 * | $12.14 | +25.9% | COMMON STOCK | 103304101 |
| ALLY | ALLY FINANCIAL INC COMMON STOCK USD 0.1 | 98,540 | $2.008M | 0.0% | $20.38 * | $16.72 | -6.9% | COMMON STOCK | 02005N100 |
| — | RESTORATION HARDWARE HOLDINGS INC COMMON STOCK USD | 21,505 | $2.007M | 0.0% | $93.33 | $75.92 | — | COMMON STOCK | 761283100 |
| IOSP | INNOSPEC INC COMMON STOCK USD 0.01 | 43,148 | $2.007M | 0.0% | $46.51 * | $36.00 | +12.4% | COMMON STOCK | 45768S105 |
| RGR | STURM RUGER & CO INC COMMON STOCK USD 1 | 34,178 | $2.006M | 0.0% | $58.69 | $56.23 | +4.4% | COMMON STOCK | 864159108 |
| — | IMPAX LABORATORIES INC COMMON STOCK USD 0.01 | 56,881 | $2.003M | 0.0% | $35.21 | $23.38 | — | COMMON STOCK | 45256B101 |
| GAP | GAP INC/THE COMMON STOCK USD 0.05 | 70,290 | $2.003M | 0.0% | $28.50 * | $26.28 | -25.0% | COMMON STOCK | 364760108 |
| — | SMITH & WESSON HOLDING CORP COMMON STOCK USD 0.001 | 118,672 | $2.002M | 0.0% | $16.87 | $9.60 | — | COMMON STOCK | 831756101 |
| — | CLUBCORP HOLDINGS INC COMMON STOCK USD 0.01 | 93,230 | $2.001M | 0.0% | $21.46 | $20.00 | — | COMMON STOCK | 18948M108 |
| QRVO | QORVO INC COMMON STOCK USD 0.0001 | 44,343 | $1.998M | 0.0% | $45.06 | $71.21 | -36.7% | COMMON STOCK | 74736K101 |
| — | MILACRON HOLDINGS CORP COMMON STOCK USD 0.01 | 113,850 | $1.998M | 0.0% | $17.55 | $18.95 | — | COMMON STOCK | 59870L106 |
| — | SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD 1 | 147,541 | $1.998M | 0.0% | $13.54 | $15.56 | — | COMMON STOCK | 806882106 |
| RGEN | REPLIGEN CORP COMMON STOCK USD 0.01 | 71,675 | $1.996M | 0.0% | $27.85 | $27.37 | +1.7% | COMMON STOCK | 759916109 |
| GEF | GREIF INC COMMON STOCK USD 0 | 62,499 | $1.994M | 0.0% | $31.90 * | $30.49 | -28.1% | COMMON STOCK | 397624107 |
| UBSI | UNITED BANKSHARES INC/WV COMMON STOCK USD 2.5 | 52,498 | $1.994M | 0.0% | $37.98 | $28.17 | +34.9% | COMMON STOCK | 909907107 |
| GLOB | GLOBANT SA COMMON STOCK USD 1.2 | 64,920 | $1.986M | 0.0% | $30.59 | $25.63 | +19.3% | COMMON STOCK | L44385109 |
| OKE | ONEOK INC COMMON STOCK USD 0.01 | 61,606 | $1.984M | 0.0% | $32.20 * | $19.93 | -15.0% | COMMON STOCK | 682680103 |
| — | PARKWAY PROPERTIES INC/MD REIT USD 0.001 | 126,712 | $1.972M | 0.0% | $15.56 | $17.35 | — | EQUITIES - REIT | 70159Q104 |
| — | WEB.COM GROUP INC COMMON STOCK USD 0.001 | 93,416 | $1.969M | 0.0% | $21.08 | $22.54 | — | COMMON STOCK | 94733A104 |
| — | MAGELLAN HEALTH INC COMMON STOCK USD 0.01 | 35,518 | $1.969M | 0.0% | $55.44 | $60.60 | — | COMMON STOCK | 559079207 |
| DDD | 3D SYSTEMS CORP COMMON STOCK USD 0.001 | 169,812 | $1.961M | 0.0% | $11.55 | $41.55 | -72.2% | COMMON STOCK | 88554D205 |
| RDN | RADIAN GROUP INC COMMON STOCK USD 0.001 | 123,167 | $1.96M | 0.0% | $15.91 * | $10.19 | +29.1% | COMMON STOCK | 750236101 |
| CEVA | CEVA INC COMMON STOCK USD 0.001 | 105,527 | $1.96M | 0.0% | $18.57 | $18.54 | +0.2% | COMMON STOCK | 157210105 |
| — | FERRO CORP COMMON STOCK USD 1 | 178,789 | $1.958M | 0.0% | $10.95 | $12.77 | — | COMMON STOCK | 315405100 |
| — | CONSTELLIUM NV COMMON STOCK USD 0.02 | 322,337 | $1.953M | 0.0% | $6.06 | $19.85 | — | COMMON STOCK | N22035104 |
| CUBI | CUSTOMERS BANCORP INC COMMON STOCK USD 1 | 75,805 | $1.948M | 0.0% | $25.70 | $18.00 | +42.8% | COMMON STOCK | 23204G100 |
| — | BNC BANCORP COMMON STOCK USD 0 | 87,106 | $1.936M | 0.0% | $22.23 | $16.85 | — | COMMON STOCK | 05566T101 |
| — | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD 0.01 | 21,130 | $1.934M | 0.0% | $91.53 | $70.01 | — | COMMON STOCK | 84763R101 |
| MERC | MERCER INTERNATIONAL INC COMMON STOCK USD 1 | 192,100 | $1.927M | 0.0% | $10.03 * | $8.04 | -14.5% | COMMON STOCK | 588056101 |
| PEB | PEBBLEBROOK HOTEL TRUST REIT USD 0.01 | 54,369 | $1.927M | 0.0% | $35.44 | $46.57 | — | EQUITIES - REIT | 70509V100 |
| SFBS | SERVISFIRST BANCSHARES INC COMMON STOCK USD 0.001 | 46,311 | $1.923M | 0.0% | $41.52 * | $12.39 | +44.8% | COMMON STOCK | 81768T108 |
| PLUS | EPLUS INC COMMON STOCK USD 0.01 | 24,294 | $1.921M | 0.0% | $79.07 * | $16.45 | +20.1% | COMMON STOCK | 294268107 |
| — | TRISTATE CAPITAL HOLDINGS INC COMMON STOCK USD 0 | 153,409 | $1.913M | 0.0% | $12.47 | $13.15 | — | COMMON STOCK | 89678F100 |
| — | YADKIN FINANCIAL CORP COMMON STOCK USD 1 | 88,983 | $1.912M | 0.0% | $21.49 | $20.14 | — | COMMON STOCK | 984305102 |
| — | WHITING PETROLEUM CORP COMMON STOCK USD 0.001 | 125,119 | $1.911M | 0.0% | $15.27 | $34.04 | — | COMMON STOCK | 966387102 |
| PRA | PROASSURANCE CORP COMMON STOCK USD 0.01 | 38,856 | $1.907M | 0.0% | $49.08 | $45.93 | +6.8% | COMMON STOCK | 74267C106 |
| FIVE | FIVE BELOW INC COMMON STOCK USD 0.01 | 56,719 | $1.905M | 0.0% | $33.59 | $38.43 | -12.6% | COMMON STOCK | 33829M101 |
| PBH | PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD 0.01 | 42,168 | $1.904M | 0.0% | $45.15 | $28.21 | +60.1% | COMMON STOCK | 74112D101 |
| MTDR | MATADOR RESOURCES CO COMMON STOCK USD 0.01 | 91,610 | $1.9M | 0.0% | $20.74 | $20.76 | -0.1% | COMMON STOCK | 576485205 |
| ABG | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD 0.01 | 23,408 | $1.9M | 0.0% | $81.17 | $62.78 | +29.3% | COMMON STOCK | 043436104 |
| PBF | PBF ENERGY INC COMMON STOCK USD 0.001 | 67,280 | $1.899M | 0.0% | $28.23 | $28.38 | -0.5% | COMMON STOCK | 69318G106 |
| TBI | TRUEBLUE INC COMMON STOCK USD 0 | 84,424 | $1.897M | 0.0% | $22.47 | $23.18 | -3.1% | COMMON STOCK | 89785X101 |
| OLP | ONE LIBERTY PROPERTIES INC REIT USD 1 | 88,642 | $1.891M | 0.0% | $21.33 | $21.20 | — | EQUITIES - REIT | 682406103 |
| — | PORTOLA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 44,300 | $1.888M | 0.0% | $42.62 | $28.12 | — | COMMON STOCK | 737010108 |
| HLX | HELIX ENERGY SOLUTIONS GROUP INC COMMON STOCK USD | 392,678 | $1.881M | 0.0% | $4.79 | $21.63 | -77.9% | COMMON STOCK | 42330P107 |
| POWI | POWER INTEGRATIONS INC COMMON STOCK USD 0.001 | 44,531 | $1.878M | 0.0% | $42.17 * | $19.56 | -2.4% | COMMON STOCK | 739276103 |
| EGBN | EAGLE BANCORP INC COMMON STOCK USD 0.01 | 41,225 | $1.876M | 0.0% | $45.51 * | $16.94 | +109.7% | COMMON STOCK | 268948106 |
| ENSG | ENSIGN GROUP INC/THE COMMON STOCK USD 0.001 | 43,952 | $1.874M | 0.0% | $42.64 * | $10.03 | +90.5% | COMMON STOCK | 29358P101 |
| MMI | MARCUS & MILLICHAP INC COMMON STOCK USD 0.0001 | 40,692 | $1.871M | 0.0% | $45.98 * | $33.14 | +28.5% | COMMON STOCK | 566324109 |
| — | DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01 | 71,736 | $1.867M | 0.0% | $26.03 | $61.60 | — | COMMON STOCK | 25470F104 |
| RUSHA | RUSH ENTERPRISES INC COMMON STOCK USD 0.01 | 77,107 | $1.866M | 0.0% | $24.20 * | $11.07 | -2.9% | COMMON STOCK | 781846209 |
| — | PACIFIC PREMIER BANCORP INC COMMON STOCK USD 0.01 | 91,586 | $1.861M | 0.0% | $20.32 | $12.26 | — | COMMON STOCK | 69478X105 |
| KE | KIMBALL ELECTRONICS INC COMMON STOCK USD 0 | 155,937 | $1.86M | 0.0% | $11.93 | $10.81 | +10.4% | COMMON STOCK | 49428J109 |
| VSAT | VIASAT INC COMMON STOCK USD 0.0001 | 28,909 | $1.859M | 0.0% | $64.31 | $60.01 | +7.1% | COMMON STOCK | 92552V100 |
| NDAQ | NASDAQ INC COMMON STOCK USD 0.01 | 34,776 | $1.855M | 0.0% | $53.34 * | $8.37 | +80.0% | COMMON STOCK | 631103108 |
| — | DIPLOMAT PHARMACY INC COMMON STOCK USD 0 | 64,366 | $1.849M | 0.0% | $28.73 | $32.62 | — | COMMON STOCK | 25456K101 |
| FLR | FLUOR CORP COMMON STOCK USD 0.01 | 43,543 | $1.844M | 0.0% | $42.35 * | $55.25 | -30.4% | COMMON STOCK | 343412102 |
| — | SOUTH STATE CORP COMMON STOCK USD 2.5 | 23,775 | $1.828M | 0.0% | $76.89 | $55.92 | — | COMMON STOCK | 840441109 |
| RNG | RINGCENTRAL INC COMMON STOCK USD 0.0001 | 100,619 | $1.826M | 0.0% | $18.15 | $14.79 | +22.7% | COMMON STOCK | 76680R206 |
| — | EVERYDAY HEALTH INC COMMON STOCK USD 0.01 | 199,285 | $1.821M | 0.0% | $9.14 | $13.61 | — | COMMON STOCK | 300415106 |
| — | FIESTA RESTAURANT GROUP INC COMMON STOCK USD 0.01 | 40,125 | $1.82M | 0.0% | $45.36 | $39.94 | — | COMMON STOCK | 31660B101 |
| — | TECO ENERGY INC COMMON STOCK USD 1 | 69,259 | $1.819M | 0.0% | $26.26 | $17.32 | — | COMMON STOCK | 872375100 |
| — | COVANTA HOLDING CORP COMMON STOCK USD 0.1 | 104,068 | $1.816M | 0.0% | $17.45 | $20.20 | — | COMMON STOCK | 22282E102 |
| — | HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON | 93,227 | $1.813M | 0.0% | $19.45 | $21.36 | — | COMMON STOCK | 422819102 |
| PWR | QUANTA SERVICES INC COMMON STOCK USD 0.00001 | 74,822 | $1.811M | 0.0% | $24.20 | $27.06 | -12.3% | COMMON STOCK | 74762E102 |
| — | PEPCO HOLDINGS INC COMMON STOCK USD 0.01 | 74,618 | $1.807M | 0.0% | $24.22 | $20.34 | — | COMMON STOCK | 713291102 |
| BXMT | BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01 | 65,800 | $1.806M | 0.0% | $27.45 | $27.18 | — | EQUITIES - REIT | 09257W100 |
| — | CHICAGO BRIDGE & IRON CO NV COMMON STOCK USD 0.01 | 45,430 | $1.802M | 0.0% | $39.67 | $57.67 | — | COMMON STOCK | 167250109 |
| KB | KB FINANCIAL GROUP INC ADR USD | 61,326 | $1.802M | 0.0% | $29.38 | $32.05 | -8.3% | ADR | 48241A105 |
| FORM | FORMFACTOR INC COMMON STOCK USD 0.001 | 265,372 | $1.799M | 0.0% | $6.78 | $6.67 | +1.6% | COMMON STOCK | 346375108 |
| — | HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD 0.01 | 88,516 | $1.798M | 0.0% | $20.31 | $19.37 | — | COMMON STOCK | 44157R109 |
| NAT | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD 0.01 | 118,014 | $1.794M | 0.0% | $15.20 | $9.48 | +59.1% | COMMON STOCK | G65773106 |
| — | PGT INC COMMON STOCK USD 0.01 | 145,905 | $1.792M | 0.0% | $12.28 | $9.50 | — | COMMON STOCK | 69336V101 |
| BAP | CREDICORP LTD COMMON STOCK USD 5 | 16,843 | $1.791M | 0.0% | $106.33 * | $111.23 | -26.2% | COMMON STOCK | G2519Y108 |
| — | AIRGAS INC COMMON STOCK USD 0.01 | 19,982 | $1.785M | 0.0% | $89.33 | $109.08 | — | COMMON STOCK | 009363102 |
| AKR | ACADIA REALTY TRUST REIT USD 0.001 | 59,227 | $1.781M | 0.0% | $30.07 | $28.58 | — | EQUITIES - REIT | 004239109 |
| SHOP | SHOPIFY INC COMMON STOCK CAD | 50,500 | $1.778M | 0.0% | $35.21 * | $3.17 | +11.1% | COMMON STOCK | 82509L107 |
| RMAX | RE/MAX HOLDINGS INC COMMON STOCK USD 0.0001 | 49,246 | $1.772M | 0.0% | $35.98 * | $23.97 | +22.4% | COMMON STOCK | 75524W108 |
| — | CHESAPEAKE LODGING TRUST REIT USD 0.01 | 67,924 | $1.77M | 0.0% | $26.06 | $23.86 | — | EQUITIES - REIT | 165240102 |
| AWR | AMERICAN STATES WATER CO COMMON STOCK USD 0 | 42,753 | $1.77M | 0.0% | $41.40 * | $25.19 | +34.8% | COMMON STOCK | 029899101 |
| XYL | XYLEM INC/NY COMMON STOCK USD | 53,816 | $1.768M | 0.0% | $32.85 * | $23.19 | +24.8% | COMMON STOCK | 98419M100 |
| — | K2M GROUP HOLDINGS INC COMMON STOCK USD 0.001 | 94,721 | $1.762M | 0.0% | $18.60 | $20.38 | — | COMMON STOCK | 48273J107 |
| FCF | FIRST COMMONWEALTH FINANCIAL CORP COMMON STOCK USD | 193,593 | $1.76M | 0.0% | $9.09 * | $4.75 | +36.3% | COMMON STOCK | 319829107 |
| — | MEDIA GENERAL INC COMMON STOCK USD 0 | 125,676 | $1.758M | 0.0% | $13.99 | $16.63 | — | COMMON STOCK | 58441K100 |
| — | PREMIER INC COMMON STOCK USD 0.01 | 51,150 | $1.758M | 0.0% | $34.37 | $33.78 | — | COMMON STOCK | 74051N102 |
| — | FRANKLIN FINANCIAL NETWORK INC COMMON STOCK USD | 78,543 | $1.755M | 0.0% | $22.34 | $21.50 | — | COMMON STOCK | 35352P104 |
| — | JACOBS ENGINEERING GROUP INC COMMON STOCK USD 1 | 46,883 | $1.755M | 0.0% | $37.43 | $53.25 | — | COMMON STOCK | 469814107 |
| HEI/A | HEICO CORP COMMON STOCK USD 0.01 | 38,541 | $1.75M | 0.0% | $45.41 * | $24.00 | -5.0% | COMMON STOCK | 422806208 |
| — | LEGG MASON INC COMMON STOCK USD 0.1 | 42,012 | $1.748M | 0.0% | $41.61 | $32.53 | — | COMMON STOCK | 524901105 |
| — | EARTHLINK HOLDINGS CORP COMMON STOCK USD 0.01 | 224,656 | $1.748M | 0.0% | $7.78 | $6.03 | — | COMMON STOCK | 27033X101 |
| — | ANWORTH MORTGAGE ASSET CORP REIT USD 0.01 | 353,038 | $1.744M | 0.0% | $4.94 | $5.16 | — | EQUITIES - REIT | 037347101 |
| — | NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD | 90,415 | $1.744M | 0.0% | $19.29 | $17.23 | — | COMMON STOCK | 636220303 |
| IRM | IRON MOUNTAIN INC REIT USD 0.01 | 56,104 | $1.74M | 0.0% | $31.01 * | $20.67 | -15.8% | EQUITIES - REIT | 46284V101 |
| — | MULTI-FINELINE ELECTRONIX INC COMMON STOCK USD | 103,926 | $1.736M | 0.0% | $16.70 | $21.21 | — | COMMON STOCK | 62541B101 |
| — | LUMOS NETWORKS CORP COMMON STOCK USD 0.01 | 142,252 | $1.73M | 0.0% | $12.16 | $16.52 | — | COMMON STOCK | 550283105 |
| HMC | HONDA MOTOR CO LTD ADR USD | 57,819 | $1.729M | 0.0% | $29.90 | $32.41 | -7.8% | ADR | 438128308 |
| NI | NISOURCE INC COMMON STOCK USD 0.01 | 93,217 | $1.729M | 0.0% | $18.55 * | $7.89 | +69.6% | COMMON STOCK | 65473P105 |
| CBU | COMMUNITY BANK SYSTEM INC COMMON STOCK USD 1 | 46,311 | $1.721M | 0.0% | $37.16 * | $19.99 | +37.7% | COMMON STOCK | 203607106 |
| — | MDC PARTNERS INC COMMON STOCK CAD 0 | 93,218 | $1.718M | 0.0% | $18.43 | $20.78 | — | COMMON STOCK | 552697104 |
| — | COLUMBIA PIPELINE GROUP INC COMMON STOCK USD 0.01 | 93,382 | $1.708M | 0.0% | $18.29 | $18.29 | — | COMMON STOCK | 198280109 |
| — | RAIT FINANCIAL TRUST REIT USD 0.01 | 344,118 | $1.707M | 0.0% | $4.96 | $7.50 | — | EQUITIES - REIT | 749227609 |
| ACAD | ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 51,361 | $1.699M | 0.0% | $33.08 | $27.78 | +19.1% | COMMON STOCK | 004225108 |
| — | GLAXOSMITHKLINE PLC ADR USD | 44,158 | $1.698M | 0.0% | $38.45 | $44.58 | — | ADR | 37733W105 |
| — | ENGILITY HOLDINGS INC COMMON STOCK USD 0.01 | 65,746 | $1.695M | 0.0% | $25.78 | $30.04 | — | COMMON STOCK | 29286C107 |
| CSV | CARRIAGE SERVICES INC COMMON STOCK USD 0.01 | 78,467 | $1.694M | 0.0% | $21.59 * | $16.28 | +16.7% | COMMON STOCK | 143905107 |
| UNF | UNIFIRST CORP/MA COMMON STOCK USD 0.1 | 15,847 | $1.693M | 0.0% | $106.83 * | $92.23 | +10.5% | COMMON STOCK | 904708104 |
| — | PERFICIENT INC COMMON STOCK USD 0.001 | 109,303 | $1.687M | 0.0% | $15.43 | $14.68 | — | COMMON STOCK | 71375U101 |
| AIT | APPLIED INDUSTRIAL TECHNOLOGIES INC COMMON STOCK | 44,199 | $1.686M | 0.0% | $38.15 * | $36.79 | -11.8% | COMMON STOCK | 03820C105 |
| — | ASHFORD HOSPITALITY TRUST INC REIT USD 0.01 | 276,431 | $1.686M | 0.0% | $6.10 | $11.32 | — | EQUITIES - REIT | 044103109 |
| VBR | VANGUARD SMALL-CAP VALUE ETF ETP USD | 17,400 | $1.685M | 0.0% | $96.84 | $106.18 | -8.8% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 922908611 |
| — | CYNOSURE INC COMMON STOCK USD 0.001 | 56,105 | $1.685M | 0.0% | $30.03 | $24.44 | — | COMMON STOCK | 232577205 |
| — | SEMGROUP CORP COMMON STOCK USD | 38,831 | $1.679M | 0.0% | $43.24 | $51.29 | — | COMMON STOCK | 81663A105 |
| LEG | LEGGETT & PLATT INC COMMON STOCK USD 0.01 | 40,710 | $1.679M | 0.0% | $41.24 | $32.76 | +25.9% | COMMON STOCK | 524660107 |
| LTC | LTC PROPERTIES INC REIT USD 0.01 | 39,248 | $1.675M | 0.0% | $42.68 | $38.94 | — | EQUITIES - REIT | 502175102 |
| MYGN | MYRIAD GENETICS INC COMMON STOCK USD 0.01 | 44,676 | $1.674M | 0.0% | $37.47 | $34.00 | +10.2% | COMMON STOCK | 62855J104 |
| NBTB | NBT BANCORP INC COMMON STOCK USD 0.01 | 61,929 | $1.668M | 0.0% | $26.93 | $22.05 | +22.2% | COMMON STOCK | 628778102 |
| MGEE | MGE ENERGY INC COMMON STOCK USD 1 | 40,490 | $1.668M | 0.0% | $41.20 * | $28.55 | +16.0% | COMMON STOCK | 55277P104 |
| MPT | MEDICAL PROPERTIES TRUST INC REIT USD 0.001 | 150,851 | $1.668M | 0.0% | $11.06 | $14.37 | — | EQUITIES - REIT | 58463J304 |
| — | NORTHWEST NATURAL GAS CO COMMON STOCK USD 3.167 | 36,211 | $1.66M | 0.0% | $45.84 | $42.47 | — | COMMON STOCK | 667655104 |
| — | ESSENDANT INC COMMON STOCK USD 0.1 | 51,174 | $1.66M | 0.0% | $32.44 | $39.25 | — | COMMON STOCK | 296689102 |
| — | RADIUS HEALTH INC COMMON STOCK USD 0.0001 | 23,801 | $1.65M | 0.0% | $69.32 | $58.53 | — | COMMON STOCK | 750469207 |
| — | VOCERA COMMUNICATIONS INC COMMON STOCK USD 0.0003 | 144,518 | $1.649M | 0.0% | $11.41 | $13.23 | — | COMMON STOCK | 92857F107 |
| — | TANGOE INC COMMON STOCK USD 0.0001 | 228,610 | $1.646M | 0.0% | $7.20 | $8.15 | — | COMMON STOCK | 87582Y108 |
| FLS | FLOWSERVE CORP COMMON STOCK USD 1.25 | 39,943 | $1.643M | 0.0% | $41.13 * | $43.15 | -22.2% | COMMON STOCK | 34354P105 |
| FIBK | FIRST INTERSTATE BANCSYSTEM INC COMMON STOCK USD 0 | 58,891 | $1.64M | 0.0% | $27.85 * | $13.59 | +27.9% | COMMON STOCK | 32055Y201 |
| — | CARDTRONICS INC COMMON STOCK USD 0.0001 | 50,031 | $1.636M | 0.0% | $32.70 | $30.50 | — | COMMON STOCK | 14161H108 |
| FN | FABRINET COMMON STOCK USD 0.01 | 89,129 | $1.634M | 0.0% | $18.33 | $16.77 | +9.3% | COMMON STOCK | G3323L100 |
| TTMI | TTM TECHNOLOGIES INC COMMON STOCK USD 0.001 | 262,175 | $1.633M | 0.0% | $6.23 | $8.08 | -22.9% | COMMON STOCK | 87305R109 |
| BUSE | FIRST BUSEY CORP COMMON STOCK USD 0.001 | 82,174 | $1.633M | 0.0% | $19.87 * | $13.06 | +3.7% | COMMON STOCK | 319383204 |
| PSMT | PRICESMART INC COMMON STOCK USD 0.0001 | 21,006 | $1.625M | 0.0% | $77.36 * | $75.35 | -9.5% | COMMON STOCK | 741511109 |
| — | NATIONAL PENN BANCSHARES INC COMMON STOCK USD 0 | 138,083 | $1.622M | 0.0% | $11.75 | $10.44 | — | COMMON STOCK | 637138108 |
| WWW | WOLVERINE WORLD WIDE INC COMMON STOCK USD 1 | 74,846 | $1.62M | 0.0% | $21.64 * | $22.54 | -20.4% | COMMON STOCK | 978097103 |
| KFRC | KFORCE INC COMMON STOCK USD 0.01 | 61,618 | $1.619M | 0.0% | $26.27 | $14.87 | +76.8% | COMMON STOCK | 493732101 |
| RGP | RESOURCES CONNECTION INC COMMON STOCK USD 0.01 | 107,235 | $1.616M | 0.0% | $15.07 | $12.20 | +23.5% | COMMON STOCK | 76122Q105 |
| — | A SCHULMAN INC COMMON STOCK USD 1 | 49,697 | $1.614M | 0.0% | $32.48 | $33.95 | — | COMMON STOCK | 808194104 |
| — | GUGGENHEIM S&P SMALLCAP 600 PURE VALUE ETF ETP USD | 30,100 | $1.612M | 0.0% | $53.55 | $63.82 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 78355W700 |
| — | BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCK | 155,290 | $1.612M | 0.0% | $10.38 | $9.96 | — | COMMON STOCK | 111621306 |
| GIL | GILDAN ACTIVEWEAR INC COMMON STOCK CAD 0 | 53,412 | $1.611M | 0.0% | $30.16 * | $24.86 | +3.7% | COMMON STOCK | 375916103 |
| — | BGC PARTNERS INC COMMON STOCK USD 0.01 | 196,037 | $1.611M | 0.0% | $8.22 | $6.12 | — | COMMON STOCK | 05541T101 |
| NMIH | NMI HOLDINGS INC COMMON STOCK USD 0.01 | 211,872 | $1.61M | 0.0% | $7.60 | $9.49 | -19.9% | COMMON STOCK | 629209305 |
| — | CIMPRESS NV COMMON STOCK USD 0.001 | 21,039 | $1.601M | 0.0% | $76.10 | $74.84 | — | COMMON STOCK | N20146101 |
| — | PDC ENERGY INC COMMON STOCK USD 0.01 | 30,080 | $1.595M | 0.0% | $53.03 | $52.14 | — | COMMON STOCK | 69327R101 |
| SBSI | SOUTHSIDE BANCSHARES INC COMMON STOCK USD 1.25 | 57,832 | $1.593M | 0.0% | $27.55 * | $24.68 | +9.0% | COMMON STOCK | 84470P109 |
| RRC | RANGE RESOURCES CORP COMMON STOCK USD 0.01 | 49,571 | $1.592M | 0.0% | $32.12 | $77.33 | -58.5% | COMMON STOCK | 75281A109 |
| — | HUDSON CITY BANCORP INC COMMON STOCK USD 0.01 | 154,835 | $1.575M | 0.0% | $10.17 | $9.17 | — | COMMON STOCK | 443683107 |
| — | NEWPORT CORP COMMON STOCK USD 0.1167 | 114,466 | $1.574M | 0.0% | $13.75 | $17.02 | — | COMMON STOCK | 651824104 |
| FIX | COMFORT SYSTEMS USA INC COMMON STOCK USD 0.01 | 57,697 | $1.573M | 0.0% | $27.26 * | $14.97 | +70.2% | COMMON STOCK | 199908104 |
| MSTR | MICROSTRATEGY INC COMMON STOCK USD 0.001 | 7,956 | $1.563M | 0.0% | $196.46 * | $10.83 | +81.4% | COMMON STOCK | 594972408 |
| GPI | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD 0.01 | 18,344 | $1.562M | 0.0% | $85.15 | $62.41 | +36.4% | COMMON STOCK | 398905109 |
| — | FORWARD AIR CORP COMMON STOCK USD 0.01 | 37,628 | $1.561M | 0.0% | $41.49 | $38.49 | — | COMMON STOCK | 349853101 |
| — | AMERICAN SOFTWARE INC/GA COMMON STOCK USD 0.1 | 164,924 | $1.554M | 0.0% | $9.42 | $9.57 | — | COMMON STOCK | 029683109 |
| — | XCERRA CORP COMMON STOCK USD 0.05 | 247,065 | $1.552M | 0.0% | $6.28 | $8.93 | — | COMMON STOCK | 98400J108 |
| IWD | ISHARES RUSSELL 1000 VALUE ETF ETP USD | 16,609 | $1.549M | 0.0% | $93.26 | $103.63 | -10.0% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287598 |
| HOMB | HOME BANCSHARES INC/AR COMMON STOCK USD 0.01 | 38,198 | $1.547M | 0.0% | $40.50 * | $12.92 | +56.7% | COMMON STOCK | 436893200 |
| AIR | AAR CORP COMMON STOCK USD 1 | 81,515 | $1.546M | 0.0% | $18.97 * | $24.44 | -25.7% | COMMON STOCK | 000361105 |
| FCNCA | FIRST CITIZENS BANCSHARES INC/NC COMMON STOCK USD | 6,824 | $1.542M | 0.0% | $225.97 * | $224.00 | -2.7% | COMMON STOCK | 31946M103 |
| PLAB | PHOTRONICS INC COMMON STOCK USD 0.01 | 169,992 | $1.54M | 0.0% | $9.06 | $8.36 | +8.4% | COMMON STOCK | 719405102 |
| — | ENSTAR GROUP LTD COMMON STOCK USD 1 | 10,255 | $1.538M | 0.0% | $149.98 | $140.21 | — | COMMON STOCK | G3075P101 |
| — | CUBIC CORP COMMON STOCK USD 0 | 36,566 | $1.534M | 0.0% | $41.95 | $50.74 | — | COMMON STOCK | 229669106 |
| TNC | TENNANT CO COMMON STOCK USD 0.375 | 27,259 | $1.531M | 0.0% | $56.16 * | $44.90 | +9.3% | COMMON STOCK | 880345103 |
| RVTY | PERKINELMER INC COMMON STOCK USD 1 | 33,242 | $1.528M | 0.0% | $45.97 * | $31.21 | +42.6% | COMMON STOCK | 714046109 |
| — | FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD 0.01 | 86,999 | $1.526M | 0.0% | $17.54 | $13.74 | — | COMMON STOCK | 320867104 |
| CCS | CENTURY COMMUNITIES INC COMMON STOCK USD 0.01 | 76,611 | $1.521M | 0.0% | $19.85 * | $18.81 | -1.1% | COMMON STOCK | 156504300 |
| AVY | AVERY DENNISON CORP COMMON STOCK USD 1 | 26,798 | $1.516M | 0.0% | $56.57 * | $39.53 | +18.5% | COMMON STOCK | 053611109 |
| — | MARTHA STEWART LIVING OMNIMEDIA INC COMMON STOCK | 254,415 | $1.516M | 0.0% | $5.96 | $5.95 | — | COMMON STOCK | 573083102 |
| — | KINDRED HEALTHCARE INC COMMON STOCK USD 0.25 | 96,197 | $1.515M | 0.0% | $15.75 | $17.76 | — | COMMON STOCK | 494580103 |
| FORR | FORRESTER RESEARCH INC COMMON STOCK USD 0.01 | 48,082 | $1.512M | 0.0% | $31.45 * | $32.29 | -8.5% | COMMON STOCK | 346563109 |
| EXLS | EXLSERVICE HOLDINGS INC COMMON STOCK USD 0.001 | 40,886 | $1.51M | 0.0% | $36.93 * | $5.77 | +28.1% | COMMON STOCK | 302081104 |
| — | RUTH'S HOSPITALITY GROUP INC COMMON STOCK USD 0.01 | 92,759 | $1.506M | 0.0% | $16.24 | $12.07 | — | COMMON STOCK | 783332109 |
| CPK | CHESAPEAKE UTILITIES CORP COMMON STOCK USD 0.4867 | 28,355 | $1.505M | 0.0% | $53.08 * | $33.26 | +31.8% | COMMON STOCK | 165303108 |
| EGP | EASTGROUP PROPERTIES INC REIT USD 0 | 27,607 | $1.496M | 0.0% | $54.19 | $56.81 | — | EQUITIES - REIT | 277276101 |
| — | PS BUSINESS PARKS INC REIT USD 0.01 | 18,791 | $1.492M | 0.0% | $79.40 | $83.05 | — | EQUITIES - REIT | 69360J107 |
| BCRX | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 130,253 | $1.485M | 0.0% | $11.40 | $11.36 | +0.3% | COMMON STOCK | 09058V103 |
| — | BLACKHAWK NETWORK HOLDINGS INC COMMON STOCK USD | 34,976 | $1.483M | 0.0% | $42.40 | $27.19 | — | COMMON STOCK | 09238E104 |
| — | WEBMD HEALTH CORP COMMON STOCK USD 0.01 | 37,178 | $1.481M | 0.0% | $39.84 | $33.57 | — | COMMON STOCK | 94770V102 |
| INDB | INDEPENDENT BANK CORP/ROCKLAND MA COMMON STOCK USD | 32,077 | $1.479M | 0.0% | $46.11 * | $22.85 | +51.1% | COMMON STOCK | 453836108 |
| ADC | AGREE REALTY CORP REIT USD 0.0001 | 49,513 | $1.478M | 0.0% | $29.85 | $28.84 | — | EQUITIES - REIT | 008492100 |
| AZZ | AZZ INC COMMON STOCK USD 1 | 30,354 | $1.478M | 0.0% | $48.69 * | $37.66 | +12.2% | COMMON STOCK | 002474104 |
| — | DEPOMED INC COMMON STOCK USD 0 | 78,123 | $1.473M | 0.0% | $18.85 | $12.83 | — | COMMON STOCK | 249908104 |
| GTN | GRAY TELEVISION INC COMMON STOCK USD 0 | 114,539 | $1.462M | 0.0% | $12.76 | $10.27 | +24.2% | COMMON STOCK | 389375106 |
| — | PENNYMAC FINANCIAL SERVICES INC COMMON STOCK USD | 91,388 | $1.462M | 0.0% | $16.00 | $16.97 | — | COMMON STOCK | 70932B101 |
| UMBF | UMB FINANCIAL CORP COMMON STOCK USD 1 | 28,769 | $1.462M | 0.0% | $50.82 | $54.75 | -7.2% | COMMON STOCK | 902788108 |
| MEI | METHODE ELECTRONICS INC COMMON STOCK USD 0.5 | 45,707 | $1.458M | 0.0% | $31.90 * | $17.50 | +48.0% | COMMON STOCK | 591520200 |
| — | OPHTHOTECH CORP COMMON STOCK USD 0.001 | 35,949 | $1.457M | 0.0% | $40.53 | $44.67 | — | COMMON STOCK | 683745103 |
| FOLD | AMICUS THERAPEUTICS INC COMMON STOCK USD 0.01 | 103,843 | $1.453M | 0.0% | $13.99 | $12.45 | +12.3% | COMMON STOCK | 03152W109 |
| MLR | MILLER INDUSTRIES INC/TN COMMON STOCK USD 0.01 | 74,260 | $1.451M | 0.0% | $19.54 * | $15.99 | -3.6% | COMMON STOCK | 600551204 |
| — | DENBURY RESOURCES INC COMMON STOCK USD 0.001 | 592,209 | $1.445M | 0.0% | $2.44 | $9.46 | — | COMMON STOCK | 247916208 |
| — | NAVIGATORS GROUP INC/THE COMMON STOCK USD 0.1 | 18,435 | $1.438M | 0.0% | $78.00 | $61.62 | — | COMMON STOCK | 638904102 |
| FDP | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD 0.01 | 36,343 | $1.436M | 0.0% | $39.51 * | $21.53 | +50.9% | COMMON STOCK | G36738105 |
| UBS | UBS GROUP AG COMMON STOCK CHF 0.1 | 77,249 | $1.431M | 0.0% | $18.52 | $17.24 | +7.4% | COMMON STOCK | H42097107 |
| — | PDL BIOPHARMA INC COMMON STOCK USD 0.01 | 283,833 | $1.428M | 0.0% | $5.03 | $7.71 | — | COMMON STOCK | 69329Y104 |
| NWSA | NEWS CORP COMMON STOCK USD 0.01 | 112,644 | $1.422M | 0.0% | $12.62 * | $14.03 | -20.4% | COMMON STOCK | 65249B109 |
| — | KITE PHARMA INC COMMON STOCK USD 0.001 | 25,503 | $1.42M | 0.0% | $55.68 | $52.53 | — | COMMON STOCK | 49803L109 |
| CALM | CAL-MAINE FOODS INC COMMON STOCK USD 0.01 | 25,987 | $1.419M | 0.0% | $54.60 * | $24.56 | +62.5% | COMMON STOCK | 128030202 |
| ARCB | ARCBEST CORP COMMON STOCK USD 0.01 | 55,059 | $1.419M | 0.0% | $25.77 * | $34.08 | -30.8% | COMMON STOCK | 03937C105 |
| — | RSP PERMIAN INC COMMON STOCK USD 0.01 | 69,871 | $1.415M | 0.0% | $20.25 | $27.67 | — | COMMON STOCK | 74978Q105 |
| — | MANITOWOC CO INC/THE COMMON STOCK USD 0.01 | 93,665 | $1.405M | 0.0% | $15.00 | $19.59 | — | COMMON STOCK | 563571108 |
| MFC | MANULIFE FINANCIAL CORP COMMON STOCK CAD 0 | 90,724 | $1.404M | 0.0% | $15.48 | $19.00 | -18.5% | COMMON STOCK | 56501R106 |
| PFBC | PREFERRED BANK/LOS ANGELES CA COMMON STOCK USD 0 | 44,404 | $1.403M | 0.0% | $31.60 | $19.45 | +62.5% | COMMON STOCK | 740367404 |
| — | LEXINGTON REALTY TRUST REIT USD 0.0001 | 172,688 | $1.399M | 0.0% | $8.10 | $10.96 | — | EQUITIES - REIT | 529043101 |
| — | SCRIPPS NETWORKS INTERACTIVE INC COMMON STOCK USD | 28,330 | $1.394M | 0.0% | $49.21 | $66.76 | — | COMMON STOCK | 811065101 |
| ENTG | ENTEGRIS INC COMMON STOCK USD 0.01 | 105,584 | $1.393M | 0.0% | $13.19 * | $9.54 | +32.3% | COMMON STOCK | 29362U104 |
| PIPR | PIPER JAFFRAY COS COMMON STOCK USD 0.01 | 38,516 | $1.393M | 0.0% | $36.17 | $43.36 | -16.6% | COMMON STOCK | 724078100 |
| SUPN | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD | 98,807 | $1.386M | 0.0% | $14.03 | $8.35 | +68.1% | COMMON STOCK | 868459108 |
| SLRC | SOLAR CAPITAL LTD COMMON STOCK USD 0.01 | 87,448 | $1.383M | 0.0% | $15.82 * | $7.19 | -15.1% | COMMON STOCK | 83413U100 |
| PRSU | VIAD CORP COMMON STOCK USD 1.5 | 47,331 | $1.372M | 0.0% | $28.99 * | $17.78 | +56.7% | COMMON STOCK | 92552R406 |
| — | DREW INDUSTRIES INC COMMON STOCK USD 0.01 | 25,124 | $1.372M | 0.0% | $54.61 | $45.76 | — | COMMON STOCK | 26168L205 |
| FISI | FINANCIAL INSTITUTIONS INC COMMON STOCK USD 0.01 | 55,201 | $1.368M | 0.0% | $24.78 * | $14.66 | +10.4% | COMMON STOCK | 317585404 |
| HTGC | HERCULES TECHNOLOGY GROWTH CAPITAL INC COMMON | 135,319 | $1.368M | 0.0% | $10.11 | $13.34 | -24.2% | COMMON STOCK | 427096508 |
| MELI | MERCADOLIBRE INC COMMON STOCK USD 0.001 | 15,000 | $1.366M | 0.0% | $91.07 | $120.71 | -25.1% | COMMON STOCK | 58733R102 |
| — | PATRIOT NATIONAL INC COMMON STOCK USD 0.001 | 86,202 | $1.365M | 0.0% | $15.83 | $12.70 | — | COMMON STOCK | 70338T102 |
| — | CEDAR REALTY TRUST INC REIT USD 0.06 | 218,046 | $1.354M | 0.0% | $6.21 | $5.33 | — | EQUITIES - REIT | 150602209 |
| SEM | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD | 125,335 | $1.352M | 0.0% | $10.79 * | $6.33 | -15.4% | COMMON STOCK | 81619Q105 |
| — | NCI INC COMMON STOCK USD 0.019 | 101,847 | $1.352M | 0.0% | $13.27 | $9.24 | — | COMMON STOCK | 62886K104 |
| — | ICONIX BRAND GROUP INC COMMON STOCK USD 0.001 | 99,881 | $1.35M | 0.0% | $13.52 | $26.26 | — | COMMON STOCK | 451055107 |
| — | PH GLATFELTER CO COMMON STOCK USD 0.01 | 78,360 | $1.349M | 0.0% | $17.22 | $21.80 | — | COMMON STOCK | 377316104 |
| — | TCP CAPITAL CORP COMMON STOCK USD 0.001 | 99,088 | $1.344M | 0.0% | $13.56 | $16.49 | — | COMMON STOCK | 87238Q103 |
| — | STAMPS.COM INC COMMON STOCK USD 0.001 | 18,082 | $1.338M | 0.0% | $74.00 | $53.07 | — | COMMON STOCK | 852857200 |
| AN | AUTONATION INC COMMON STOCK USD 0.01 | 22,975 | $1.337M | 0.0% | $58.19 | $47.37 | +22.8% | COMMON STOCK | 05329W102 |
| — | FIRST NBC BANK HOLDING CO COMMON STOCK USD | 38,105 | $1.335M | 0.0% | $35.03 | $26.70 | — | COMMON STOCK | 32115D106 |
| KW | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD | 60,038 | $1.331M | 0.0% | $22.17 | $19.13 | +15.9% | COMMON STOCK | 489398107 |
| — | FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001 | 40,763 | $1.33M | 0.0% | $32.63 | $28.70 | — | COMMON STOCK | 30255G103 |
| KELYA | KELLY SERVICES INC COMMON STOCK USD 1 | 94,023 | $1.329M | 0.0% | $14.13 * | $15.67 | -21.2% | COMMON STOCK | 488152208 |
| FUL | HB FULLER CO COMMON STOCK USD 1 | 39,164 | $1.329M | 0.0% | $33.93 * | $33.78 | -11.9% | COMMON STOCK | 359694106 |
| — | PACIFIC ETHANOL INC COMMON STOCK USD 0.001 | 204,565 | $1.328M | 0.0% | $6.49 | $10.43 | — | COMMON STOCK | 69423U305 |
| — | PINNACLE ENTERTAINMENT INC COMMON STOCK USD 0.1 | 39,128 | $1.324M | 0.0% | $33.84 | $19.67 | — | COMMON STOCK | 723456109 |
| — | TRINSEO SA COMMON STOCK USD 0.01 | 52,444 | $1.324M | 0.0% | $25.25 | $25.23 | — | COMMON STOCK | L9340P101 |
| — | FIDELITY SOUTHERN CORP COMMON STOCK USD 0 | 62,518 | $1.322M | 0.0% | $21.15 | $15.39 | — | COMMON STOCK | 316394105 |
| ANDE | ANDERSONS INC/THE COMMON STOCK USD 0 | 38,804 | $1.322M | 0.0% | $34.07 * | $43.88 | -37.6% | COMMON STOCK | 034164103 |
| — | STOCK BUILDING SUPPLY HOLDINGS INC COMMON STOCK | 74,821 | $1.318M | 0.0% | $17.62 | $13.50 | — | COMMON STOCK | 86101X104 |
| — | MONOTYPE IMAGING HOLDINGS INC COMMON STOCK USD | 60,420 | $1.318M | 0.0% | $21.81 | $26.15 | — | COMMON STOCK | 61022P100 |
| — | WEST CORP COMMON STOCK USD 0.001 | 58,457 | $1.309M | 0.0% | $22.39 | $23.98 | — | COMMON STOCK | 952355204 |
| ORA | ORMAT TECHNOLOGIES INC COMMON STOCK USD 0.001 | 38,448 | $1.308M | 0.0% | $34.02 * | $25.23 | +25.1% | COMMON STOCK | 686688102 |
| — | ARLINGTON ASSET INVESTMENT CORP COMMON STOCK USD | 92,997 | $1.307M | 0.0% | $14.05 | $24.29 | — | COMMON STOCK | 041356205 |
| FELE | FRANKLIN ELECTRIC CO INC COMMON STOCK USD 0.1 | 48,002 | $1.307M | 0.0% | $27.23 * | $29.23 | -16.5% | COMMON STOCK | 353514102 |
| — | SWIFT TRANSPORTATION CO COMMON STOCK USD 0.001 | 86,820 | $1.304M | 0.0% | $15.02 | $21.55 | — | COMMON STOCK | 87074U101 |
| — | ASTORIA FINANCIAL CORP COMMON STOCK USD 0.01 | 80,930 | $1.303M | 0.0% | $16.10 | $13.42 | — | COMMON STOCK | 046265104 |
| — | CSS INDUSTRIES INC COMMON STOCK USD 0.1 | 49,322 | $1.299M | 0.0% | $26.34 | $27.33 | — | COMMON STOCK | 125906107 |
| RIG | TRANSOCEAN LTD COMMON STOCK USD 15 | 99,924 | $1.291M | 0.0% | $12.92 | $48.57 | -73.4% | COMMON STOCK | H8817H100 |
| — | TPG SPECIALTY LENDING INC COMMON STOCK USD 0.01 | 78,226 | $1.285M | 0.0% | $16.43 | $16.82 | — | COMMON STOCK | 87265K102 |
| — | CALIFORNIA RESOURCES CORP COMMON STOCK USD 0.01 | 493,776 | $1.284M | 0.0% | $2.60 | $5.51 | — | COMMON STOCK | 13057Q107 |
| — | STRAYER EDUCATION INC COMMON STOCK USD 0.01 | 23,344 | $1.283M | 0.0% | $54.96 | $51.89 | — | COMMON STOCK | 863236105 |
| — | AG MORTGAGE INVESTMENT TRUST INC REIT USD 0.01 | 83,926 | $1.277M | 0.0% | $15.22 | $18.08 | — | EQUITIES - REIT | 001228105 |
| GRMN | GARMIN LTD COMMON STOCK USD 10 | 35,583 | $1.277M | 0.0% | $35.89 * | $35.41 | -24.2% | COMMON STOCK | H2906T109 |
| — | AMERICAN CAPITAL LTD COMMON STOCK USD 0.01 | 104,900 | $1.276M | 0.0% | $12.16 | $12.67 | — | COMMON STOCK | 02503Y103 |
| ELME | WASHINGTON REAL ESTATE INVESTMENT TRUST REIT USD | 51,103 | $1.274M | 0.0% | $24.93 | $26.69 | — | EQUITIES - REIT | 939653101 |
| CHDN | CHURCHILL DOWNS INC COMMON STOCK USD 0 | 9,493 | $1.27M | 0.0% | $133.78 * | $12.05 | +75.4% | COMMON STOCK | 171484108 |
| WYNN | WYNN RESORTS LTD COMMON STOCK USD 0.01 | 23,903 | $1.27M | 0.0% | $53.13 * | $111.65 | -58.4% | COMMON STOCK | 983134107 |
| TR | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD 0.694 | 40,593 | $1.27M | 0.0% | $31.29 * | $23.27 | +6.2% | COMMON STOCK | 890516107 |
| — | G&K SERVICES INC COMMON STOCK USD 0.5 | 19,044 | $1.269M | 0.0% | $66.64 | $53.00 | — | COMMON STOCK | 361268105 |
| — | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD | 103,955 | $1.269M | 0.0% | $12.21 | $31.71 | — | COMMON STOCK | 34984V100 |
| IRDM | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD 0.001 | 205,942 | $1.267M | 0.0% | $6.15 | $7.56 | -18.6% | COMMON STOCK | 46269C102 |
| — | RENEWABLE ENERGY GROUP INC COMMON STOCK USD 0.0001 | 152,679 | $1.264M | 0.0% | $8.28 | $14.24 | — | COMMON STOCK | 75972A301 |
| MATV | SCHWEITZER-MAUDUIT INTERNATIONAL INC COMMON STOCK | 36,630 | $1.259M | 0.0% | $34.37 * | $27.86 | -24.7% | COMMON STOCK | 808541106 |
| TTEK | TETRA TECH INC COMMON STOCK USD 0.01 | 51,577 | $1.254M | 0.0% | $24.31 * | $5.30 | -8.2% | COMMON STOCK | 88162G103 |
| — | ROYAL BANK OF SCOTLAND GROUP PLC ADR USD | 131,305 | $1.253M | 0.0% | $9.54 | $8.99 | — | ADR | 780097689 |
| — | SNYDER'S-LANCE INC COMMON STOCK USD 0.833 | 37,143 | $1.253M | 0.0% | $33.73 | $28.45 | — | COMMON STOCK | 833551104 |
| — | KYTHERA BIOPHARMACEUTICALS INC COMMON STOCK USD | 16,700 | $1.252M | 0.0% | $74.97 | $43.36 | — | COMMON STOCK | 501570105 |
| PAHC | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD 0.001 | 39,523 | $1.25M | 0.0% | $31.63 | $28.92 | +9.4% | COMMON STOCK | 71742Q106 |
| — | VECTOR GROUP LTD COMMON STOCK USD 0.1 | 55,249 | $1.249M | 0.0% | $22.61 | $17.25 | — | COMMON STOCK | 92240M108 |
| — | DUPONT FABROS TECHNOLOGY INC REIT USD 0.001 | 48,095 | $1.245M | 0.0% | $25.89 | $32.68 | — | EQUITIES - REIT | 26613Q106 |
| — | QTS REALTY TRUST INC REIT USD | 28,453 | $1.243M | 0.0% | $43.69 | $37.06 | — | EQUITIES - REIT | 74736A103 |
| — | AIRCASTLE LTD COMMON STOCK USD 0.01 | 60,226 | $1.241M | 0.0% | $20.61 | $18.17 | — | COMMON STOCK | G0129K104 |
| — | NEENAH PAPER INC COMMON STOCK USD 0.01 | 21,209 | $1.236M | 0.0% | $58.28 | $40.09 | — | COMMON STOCK | 640079109 |
| — | HORNBECK OFFSHORE SERVICES INC COMMON STOCK USD | 91,239 | $1.234M | 0.0% | $13.52 | $39.27 | — | COMMON STOCK | 440543106 |
| BCC | BOISE CASCADE CO COMMON STOCK USD 0.01 | 48,851 | $1.232M | 0.0% | $25.22 * | $18.54 | -8.7% | COMMON STOCK | 09739D100 |
| ATRO | ASTRONICS CORP COMMON STOCK USD 0.01 | 30,484 | $1.232M | 0.0% | $40.41 * | $31.83 | -18.7% | COMMON STOCK | 046433108 |
| HCI | HCI GROUP INC COMMON STOCK USD 0 | 31,719 | $1.23M | 0.0% | $38.78 | $41.87 | -7.4% | COMMON STOCK | 40416E103 |
| BMI | BADGER METER INC COMMON STOCK USD 1 | 21,046 | $1.222M | 0.0% | $58.06 * | $22.79 | +15.6% | COMMON STOCK | 056525108 |
| — | OMNIVISION TECHNOLOGIES INC COMMON STOCK USD 0.001 | 46,517 | $1.222M | 0.0% | $26.27 | $21.17 | — | COMMON STOCK | 682128103 |
| — | POST PROPERTIES INC REIT USD 0.01 | 20,899 | $1.218M | 0.0% | $58.28 | $46.60 | — | EQUITIES - REIT | 737464107 |
| BANR | BANNER CORP COMMON STOCK USD 0.01 | 25,457 | $1.216M | 0.0% | $47.77 * | $23.58 | +42.3% | COMMON STOCK | 06652V208 |
| — | INVESTMENT TECHNOLOGY GROUP INC COMMON STOCK USD | 90,917 | $1.213M | 0.0% | $13.34 | $18.56 | — | COMMON STOCK | 46145F105 |
| — | ARC DOCUMENT SOLUTIONS INC COMMON STOCK USD 0.001 | 203,830 | $1.213M | 0.0% | $5.95 | $6.85 | — | COMMON STOCK | 00191G103 |
| EGRX | EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD | 16,386 | $1.213M | 0.0% | $74.03 | $65.38 | +13.2% | COMMON STOCK | 269796108 |
| — | TATA MOTORS LTD ADR USD 0.1 | 53,872 | $1.212M | 0.0% | $22.50 | $30.44 | — | ADR | 876568502 |
| — | NEW YORK REIT INC REIT USD 0.01 | 120,343 | $1.211M | 0.0% | $10.06 | $10.48 | — | EQUITIES - REIT | 64976L109 |
| — | AMTRUST FINANCIAL SERVICES INC COMMON STOCK USD | 19,192 | $1.209M | 0.0% | $62.99 | $41.81 | — | COMMON STOCK | 032359309 |
| — | PIER 1 IMPORTS INC COMMON STOCK USD 0.001 | 175,024 | $1.208M | 0.0% | $6.90 | $19.74 | — | COMMON STOCK | 720279108 |
| MATW | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD 1 | 24,614 | $1.205M | 0.0% | $48.96 * | $33.29 | +13.8% | COMMON STOCK | 577128101 |
| UCTT | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD 0.001 | 209,314 | $1.201M | 0.0% | $5.74 | $8.74 | -34.3% | COMMON STOCK | 90385V107 |
| UCB | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD 1 | 58,419 | $1.194M | 0.0% | $20.44 | $16.34 | +25.1% | COMMON STOCK | 90984P303 |
| — | SANDERSON FARMS INC COMMON STOCK USD 1 | 17,343 | $1.189M | 0.0% | $68.56 | $75.16 | — | COMMON STOCK | 800013104 |
| — | TALMER BANCORP INC COMMON STOCK USD 1 | 71,266 | $1.187M | 0.0% | $16.66 | $14.62 | — | COMMON STOCK | 87482X101 |
| PEGA | PEGASYSTEMS INC COMMON STOCK USD 0.01 | 48,135 | $1.185M | 0.0% | $24.62 * | $9.36 | +31.5% | COMMON STOCK | 705573103 |
| — | FELCOR LODGING TRUST INC REIT USD 0.01 | 167,657 | $1.185M | 0.0% | $7.07 | $11.49 | — | EQUITIES - REIT | 31430F101 |
| — | RAMCO-GERSHENSON PROPERTIES TRUST REIT USD 0.01 | 78,778 | $1.182M | 0.0% | $15.00 | $15.55 | — | EQUITIES - REIT | 751452202 |
| — | BLUCORA INC COMMON STOCK USD 0.0001 | 85,670 | $1.18M | 0.0% | $13.77 | $16.99 | — | COMMON STOCK | 095229100 |
| — | SOUTHWEST BANCORP INC COMMON STOCK USD 1 | 71,789 | $1.178M | 0.0% | $16.41 | $13.20 | — | COMMON STOCK | 844767103 |
| — | MARKET VECTORS RUSSIA ETF ETP USD | 75,000 | $1.178M | 0.0% | $15.71 | $17.13 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 57060U506 |
| — | ROFIN-SINAR TECHNOLOGIES INC COMMON STOCK USD 0.01 | 45,350 | $1.176M | 0.0% | $25.93 | $25.25 | — | COMMON STOCK | 775043102 |
| — | PANDORA MEDIA INC COMMON STOCK USD 0.0001 | 55,105 | $1.176M | 0.0% | $21.34 | $25.20 | — | COMMON STOCK | 698354107 |
| — | PRA HEALTH SCIENCES INC COMMON STOCK USD 0.01 | 30,295 | $1.176M | 0.0% | $38.82 | $25.48 | — | COMMON STOCK | 69354M108 |
| — | MANTECH INTERNATIONAL CORP/VA COMMON STOCK USD | 45,707 | $1.175M | 0.0% | $25.71 | $30.92 | — | COMMON STOCK | 564563104 |
| AIN | ALBANY INTERNATIONAL CORP COMMON STOCK USD 0.001 | 41,039 | $1.174M | 0.0% | $28.61 * | $30.47 | -17.5% | COMMON STOCK | 012348108 |
| — | DIGITALGLOBE INC COMMON STOCK USD 0.001 | 61,510 | $1.17M | 0.0% | $19.02 | $32.68 | — | COMMON STOCK | 25389M877 |
| WTS | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD 0.1 | 22,108 | $1.168M | 0.0% | $52.83 | $46.60 | +13.4% | COMMON STOCK | 942749102 |
| — | ARMOUR RESIDENTIAL REIT INC REIT USD 0.0001 | 58,206 | $1.166M | 0.0% | $20.03 | $20.03 | — | EQUITIES - REIT | 042315507 |
| — | BBCN BANCORP INC COMMON STOCK USD 0.001 | 77,608 | $1.166M | 0.0% | $15.02 | $15.95 | — | COMMON STOCK | 073295107 |
| AVD | AMERICAN VANGUARD CORP COMMON STOCK USD 0.1 | 100,897 | $1.166M | 0.0% | $11.56 * | $13.22 | -16.1% | COMMON STOCK | 030371108 |
| — | ANIXTER INTERNATIONAL INC COMMON STOCK USD 1 | 20,100 | $1.161M | 0.0% | $57.76 | $95.45 | — | COMMON STOCK | 035290105 |
| MTH | MERITAGE HOMES CORP COMMON STOCK USD 0.01 | 31,614 | $1.155M | 0.0% | $36.53 * | $23.11 | -21.0% | COMMON STOCK | 59001A102 |
| TPVG | TRIPLEPOINT VENTURE GROWTH BDC CORP COMMON STOCK | 113,878 | $1.155M | 0.0% | $10.14 | $15.84 | -36.0% | COMMON STOCK | 89677Y100 |
| LOPE | GRAND CANYON EDUCATION INC COMMON STOCK USD 0.01 | 30,396 | $1.155M | 0.0% | $38.00 | $38.08 | -0.2% | COMMON STOCK | 38526M106 |
| — | CORNERSTONE ONDEMAND INC COMMON STOCK USD 0.0001 | 34,918 | $1.152M | 0.0% | $32.99 | $44.21 | — | COMMON STOCK | 21925Y103 |
| IRWD | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD | 110,464 | $1.151M | 0.0% | $10.42 * | $11.79 | -26.0% | COMMON STOCK | 46333X108 |
| — | LIBERTY TRIPADVISOR HOLDINGS INC COMMON STOCK USD | 51,777 | $1.148M | 0.0% | $22.17 | $32.11 | — | COMMON STOCK | 531465102 |
| — | CARRIZO OIL & GAS INC COMMON STOCK USD 0.01 | 37,345 | $1.141M | 0.0% | $30.55 | $31.51 | — | COMMON STOCK | 144577103 |
| — | TEEKAY TANKERS LTD COMMON STOCK USD 0.01 | 165,269 | $1.14M | 0.0% | $6.90 | $5.31 | — | COMMON STOCK | Y8565N102 |
| — | VONAGE HOLDINGS CORP COMMON STOCK USD 0.001 | 193,751 | $1.139M | 0.0% | $5.88 | $3.30 | — | COMMON STOCK | 92886T201 |
| HURN | HURON CONSULTING GROUP INC COMMON STOCK USD 0.01 | 18,155 | $1.135M | 0.0% | $62.52 | $55.36 | +13.0% | COMMON STOCK | 447462102 |
| — | HILLENBRAND INC COMMON STOCK USD 0 | 43,564 | $1.133M | 0.0% | $26.01 | $26.85 | — | COMMON STOCK | 431571108 |
| ESRT | EMPIRE STATE REALTY TRUST INC REIT USD 0.01 | 66,532 | $1.133M | 0.0% | $17.03 | $15.30 | — | EQUITIES - REIT | 292104106 |
| — | DUN & BRADSTREET CORP/THE COMMON STOCK USD 0.01 | 10,763 | $1.13M | 0.0% | $104.99 | $97.81 | — | COMMON STOCK | 26483E100 |
| — | MEMORIAL RESOURCE DEVELOPMENT CORP COMMON STOCK | 64,000 | $1.125M | 0.0% | $17.58 | $18.97 | — | COMMON STOCK | 58605Q109 |
| — | EMCORE CORP COMMON STOCK USD 0 | 165,271 | $1.124M | 0.0% | $6.80 | $6.65 | — | COMMON STOCK | 290846203 |
| — | CHIMERIX INC COMMON STOCK USD 0.001 | 29,406 | $1.123M | 0.0% | $38.19 | $28.71 | — | COMMON STOCK | 16934W106 |
| — | FIBROGEN INC COMMON STOCK USD 0.01 | 51,204 | $1.122M | 0.0% | $21.91 | $23.38 | — | COMMON STOCK | 31572Q808 |
| ROCK | GIBRALTAR INDUSTRIES INC COMMON STOCK USD 0.01 | 61,038 | $1.12M | 0.0% | $18.35 | $17.69 | +3.7% | COMMON STOCK | 374689107 |
| — | AXIALL CORP COMMON STOCK USD 0.01 | 71,345 | $1.119M | 0.0% | $15.68 | $43.02 | — | COMMON STOCK | 05463D100 |
| — | SOUTH JERSEY INDUSTRIES INC COMMON STOCK USD 1.25 | 44,277 | $1.118M | 0.0% | $25.25 | $42.53 | — | COMMON STOCK | 838518108 |
| — | REXNORD CORP COMMON STOCK USD 0.01 | 65,793 | $1.117M | 0.0% | $16.98 | $22.97 | — | COMMON STOCK | 76169B102 |
| TPC | TUTOR PERINI CORP COMMON STOCK USD 1 | 67,398 | $1.109M | 0.0% | $16.45 | $17.76 | -7.3% | COMMON STOCK | 901109108 |
| EXAS | EXACT SCIENCES CORP COMMON STOCK USD 0.01 | 61,565 | $1.108M | 0.0% | $18.00 | $14.72 | +22.2% | COMMON STOCK | 30063P105 |
| ESE | ESCO TECHNOLOGIES INC COMMON STOCK USD 0.01 | 30,811 | $1.106M | 0.0% | $35.90 * | $33.95 | +1.3% | COMMON STOCK | 296315104 |
| — | PATTERSON COS INC COMMON STOCK USD 0.01 | 25,576 | $1.106M | 0.0% | $43.24 | $37.95 | — | COMMON STOCK | 703395103 |
| — | RPX CORP COMMON STOCK USD 0.0001 | 80,565 | $1.105M | 0.0% | $13.72 | $17.17 | — | COMMON STOCK | 74972G103 |
| HMN | HORACE MANN EDUCATORS CORP COMMON STOCK USD 0.001 | 33,238 | $1.104M | 0.0% | $33.21 | $23.54 | +41.1% | COMMON STOCK | 440327104 |
| — | COTT CORP COMMON STOCK CAD 0 | 101,827 | $1.103M | 0.0% | $10.83 | $9.78 | — | COMMON STOCK | 22163N106 |
| FONR | FONAR CORP COMMON STOCK USD 0.0001 | 82,083 | $1.101M | 0.0% | $13.41 * | $10.98 | -5.2% | COMMON STOCK | 344437405 |
| XPO | XPO LOGISTICS INC COMMON STOCK USD 0.001 | 46,145 | $1.1M | 0.0% | $23.84 * | $12.55 | -34.3% | COMMON STOCK | 983793100 |
| — | REX ENERGY CORP COMMON STOCK USD 0.001 | 528,659 | $1.094M | 0.0% | $2.07 | $5.26 | — | COMMON STOCK | 761565100 |
| LZB | LA-Z-BOY INC COMMON STOCK USD 1 | 41,145 | $1.093M | 0.0% | $26.56 | $18.51 | +43.5% | COMMON STOCK | 505336107 |
| CVE | CENOVUS ENERGY INC COMMON STOCK CAD 0 | 71,960 | $1.091M | 0.0% | $15.16 * | $14.64 | -13.7% | COMMON STOCK | 15135U109 |
| — | KNIGHT TRANSPORTATION INC COMMON STOCK USD 0.01 | 45,253 | $1.086M | 0.0% | $24.00 | $26.97 | — | COMMON STOCK | 499064103 |
| — | TWO HARBORS INVESTMENT CORP REIT USD | 122,200 | $1.078M | 0.0% | $8.82 | $10.62 | — | EQUITIES - REIT | 90187B101 |
| — | LHC GROUP INC COMMON STOCK USD 0.01 | 23,964 | $1.073M | 0.0% | $44.78 | $26.54 | — | COMMON STOCK | 50187A107 |
| — | BENEFITFOCUS INC COMMON STOCK USD 0.001 | 34,202 | $1.069M | 0.0% | $31.26 | $34.30 | — | COMMON STOCK | 08180D106 |
| — | KRATON PERFORMANCE POLYMERS INC COMMON STOCK USD | 59,612 | $1.067M | 0.0% | $17.90 | $22.08 | — | COMMON STOCK | 50077C106 |
| — | UNION BANKSHARES CORP COMMON STOCK USD 1.33 | 44,452 | $1.067M | 0.0% | $24.00 | $25.66 | — | COMMON STOCK | 90539J109 |
| THC | TENET HEALTHCARE CORP COMMON STOCK USD 0.05 | 28,883 | $1.066M | 0.0% | $36.91 | $44.93 | -17.8% | COMMON STOCK | 88033G407 |
| — | 2U INC COMMON STOCK USD 0.001 | 29,512 | $1.059M | 0.0% | $35.88 | $30.02 | — | COMMON STOCK | 90214J101 |
| MCRI | MONARCH CASINO & RESORT INC COMMON STOCK USD 0.01 | 58,901 | $1.058M | 0.0% | $17.96 | $14.71 | +22.2% | COMMON STOCK | 609027107 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD COMMON STOCK USD 0 | 100,280 | $1.057M | 0.0% | $10.54 * | $8.01 | -0.8% | COMMON STOCK | Y2573F102 |
| — | TESARO INC COMMON STOCK USD 0.0001 | 26,317 | $1.055M | 0.0% | $40.09 | $33.00 | — | COMMON STOCK | 881569107 |
| KOP | KOPPERS HOLDINGS INC COMMON STOCK USD 0.01 | 52,080 | $1.05M | 0.0% | $20.16 * | $25.18 | -22.4% | COMMON STOCK | 50060P106 |
| EFSC | ENTERPRISE FINANCIAL SERVICES CORP COMMON STOCK | 41,302 | $1.04M | 0.0% | $25.18 * | $12.49 | +68.6% | COMMON STOCK | 293712105 |
| GCO | GENESCO INC COMMON STOCK USD 1 | 18,222 | $1.04M | 0.0% | $57.07 | $64.54 | -11.6% | COMMON STOCK | 371532102 |
| — | IPC HEALTHCARE INC COMMON STOCK USD 0.001 | 13,389 | $1.04M | 0.0% | $77.68 | $49.35 | — | COMMON STOCK | 44984A105 |
| — | CINCINNATI BELL INC COMMON STOCK USD 0.01 | 333,308 | $1.04M | 0.0% | $3.12 | $3.47 | — | COMMON STOCK | 171871106 |
| IBP | INSTALLED BUILDING PRODUCTS INC COMMON STOCK USD | 41,103 | $1.039M | 0.0% | $25.28 * | $12.56 | +85.5% | COMMON STOCK | 45780R101 |
| LOGI | LOGITECH INTERNATIONAL SA COMMON STOCK CHF 0.25 | 79,100 | $1.037M | 0.0% | $13.11 * | $8.53 | +30.1% | COMMON STOCK | H50430232 |
| — | GLU MOBILE INC COMMON STOCK USD 0.0001 | 236,915 | $1.035M | 0.0% | $4.37 | $4.39 | — | COMMON STOCK | 379890106 |
| AEM | AGNICO EAGLE MINES LTD COMMON STOCK CAD 0 | 40,833 | $1.034M | 0.0% | $25.32 * | $21.23 | -0.9% | COMMON STOCK | 008474108 |
| — | SIRIUS XM HOLDINGS INC COMMON STOCK USD 0.001 | 276,454 | $1.034M | 0.0% | $3.74 | $3.74 | — | COMMON STOCK | 82968B103 |
| EPHE | ISHARES MSCI PHILIPPINES ETF ETP USD | 30,000 | $1.032M | 0.0% | $34.40 | $40.02 | -14.1% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 46429B408 |
| — | PENNSYLVANIA REAL ESTATE INVESTMENT TRUST REIT USD | 51,985 | $1.031M | 0.0% | $19.83 | $19.85 | — | EQUITIES - REIT | 709102107 |
| HY | HYSTER-YALE MATERIALS HANDLING INC COMMON STOCK | 17,831 | $1.031M | 0.0% | $57.82 * | $45.94 | -3.1% | COMMON STOCK | 449172105 |
| — | CORE LABORATORIES NV COMMON STOCK USD 0.02 | 10,300 | $1.028M | 0.0% | $99.81 | $114.08 | — | COMMON STOCK | N22717107 |
| LYG | LLOYDS BANKING GROUP PLC ADR USD | 223,137 | $1.026M | 0.0% | $4.60 | $4.98 | -7.7% | ADR | 539439109 |
| — | VASCULAR SOLUTIONS INC COMMON STOCK USD 0.01 | 31,496 | $1.021M | 0.0% | $32.42 | $15.58 | — | COMMON STOCK | 92231M109 |
| — | ACORDA THERAPEUTICS INC COMMON STOCK USD 0.001 | 38,453 | $1.019M | 0.0% | $26.50 | $34.20 | — | COMMON STOCK | 00484M106 |
| RNST | RENASANT CORP COMMON STOCK USD 5 | 30,932 | $1.016M | 0.0% | $32.85 | $24.80 | +32.4% | COMMON STOCK | 75970E107 |
| LNN | LINDSAY CORP COMMON STOCK USD 1 | 14,948 | $1.013M | 0.0% | $67.77 * | $67.62 | -11.8% | COMMON STOCK | 535555106 |
| — | K12 INC COMMON STOCK USD 0.0001 | 81,247 | $1.011M | 0.0% | $12.44 | $16.41 | — | COMMON STOCK | 48273U102 |
| CLW | CLEARWATER PAPER CORP COMMON STOCK USD 0.0001 | 21,362 | $1.009M | 0.0% | $47.23 | $50.87 | -7.1% | COMMON STOCK | 18538R103 |
| CMRE | COSTAMARE INC COMMON STOCK USD 0.0001 | 82,250 | $1.009M | 0.0% | $12.27 * | $10.77 | -28.4% | COMMON STOCK | Y1771G102 |
| CWT | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD | 45,486 | $1.006M | 0.0% | $22.12 * | $15.78 | +13.5% | COMMON STOCK | 130788102 |
| — | MONOGRAM RESIDENTIAL TRUST INC REIT USD | 107,242 | $998K | 0.0% | $9.31 | $9.02 | — | EQUITIES - REIT | 60979P105 |
| — | OASIS PETROLEUM INC COMMON STOCK USD 0.01 | 114,955 | $998K | 0.0% | $8.68 | $15.85 | — | COMMON STOCK | 674215108 |
| — | ENSCO PLC COMMON STOCK USD 0.1 | 70,874 | $998K | 0.0% | $14.08 | $57.23 | — | COMMON STOCK | G3157S106 |
| — | ALON USA ENERGY INC COMMON STOCK USD 0.01 | 54,989 | $994K | 0.0% | $18.08 | $14.40 | — | COMMON STOCK | 020520102 |
| — | CELLDEX THERAPEUTICS INC COMMON STOCK USD 0.001 | 94,048 | $991K | 0.0% | $10.54 | $18.80 | — | COMMON STOCK | 15117B103 |
| KALU | KAISER ALUMINUM CORP COMMON STOCK USD 0.01 | 12,301 | $987K | 0.0% | $80.24 * | $43.27 | +33.5% | COMMON STOCK | 483007704 |
| CHMI | CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 | 64,824 | $987K | 0.0% | $15.23 | $17.86 | — | EQUITIES - REIT | 164651101 |
| — | FINANCIAL ENGINES INC COMMON STOCK USD 0.0001 | 33,461 | $986K | 0.0% | $29.47 | $47.70 | — | COMMON STOCK | 317485100 |
| GEOS | GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD 0.01 | 71,426 | $986K | 0.0% | $13.80 | $34.47 | -59.9% | COMMON STOCK | 37364X109 |
| — | INVESCO MORTGAGE CAPITAL INC REIT USD 0.01 | 80,216 | $982K | 0.0% | $12.24 | $15.53 | — | EQUITIES - REIT | 46131B100 |
| DCH | AMERICAN AXLE & MANUFACTURING HOLDINGS INC COMMON | 49,226 | $982K | 0.0% | $19.95 | $18.41 | +8.3% | COMMON STOCK | 024061103 |
| — | COHERENT INC COMMON STOCK USD 0.01 | 17,943 | $981K | 0.0% | $54.67 | $56.49 | — | COMMON STOCK | 192479103 |
| NICE | NICE-SYSTEMS LTD ADR USD | 17,400 | $980K | 0.0% | $56.32 | $57.42 | -1.9% | ADR | 653656108 |
| — | SYNERGY RESOURCES CORP COMMON STOCK USD 0.001 | 99,855 | $979K | 0.0% | $9.80 | $10.43 | — | COMMON STOCK | 87164P103 |
| BPOP | POPULAR INC COMMON STOCK USD 0.01 | 32,390 | $979K | 0.0% | $30.23 * | $21.82 | +5.0% | COMMON STOCK | 733174700 |
| — | ENERNOC INC COMMON STOCK USD 0.001 | 123,822 | $978K | 0.0% | $7.90 | $9.85 | — | COMMON STOCK | 292764107 |
| — | LIBBEY INC COMMON STOCK USD 0.01 | 29,974 | $977K | 0.0% | $32.59 | $24.23 | — | COMMON STOCK | 529898108 |
| — | SHUTTERFLY INC COMMON STOCK USD 0.0001 | 27,277 | $975K | 0.0% | $35.74 | $55.37 | — | COMMON STOCK | 82568P304 |
| LGND | LIGAND PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 11,384 | $975K | 0.0% | $85.65 * | $21.54 | +148.0% | COMMON STOCK | 53220K504 |
| — | BLACKSTONE GROUP LP/THE MLP USD 0 | 30,736 | $973K | 0.0% | $31.66 | $38.90 | — | MISCELLANEOUS - LIMITED PARTNERSHIP | 09253U108 |
| — | ASHFORD HOSPITALITY PRIME INC COMMON STOCK | 68,850 | $966K | 0.0% | $14.03 | $16.14 | — | EQUITIES - REIT | 044102101 |
| BRKR | BRUKER CORP COMMON STOCK USD 0.01 | 58,667 | $964K | 0.0% | $16.43 * | $18.24 | -13.5% | COMMON STOCK | 116794108 |
| NWBI | NORTHWEST BANCSHARES INC COMMON STOCK USD 0.01 | 74,103 | $963K | 0.0% | $13.00 * | $6.50 | +13.1% | COMMON STOCK | 667340103 |
| — | II-VI INC COMMON STOCK USD 0 | 59,906 | $963K | 0.0% | $16.08 | $16.81 | — | COMMON STOCK | 902104108 |
| SBRA | SABRA HEALTH CARE REIT INC REIT USD 0.01 | 41,537 | $963K | 0.0% | $23.18 | $32.38 | — | EQUITIES - REIT | 78573L106 |
| — | EMPIRE DISTRICT ELECTRIC CO/THE COMMON STOCK USD 1 | 43,562 | $960K | 0.0% | $22.04 | $22.98 | — | COMMON STOCK | 291641108 |
| — | BARRICK GOLD CORP COMMON STOCK CAD 0 | 150,271 | $956K | 0.0% | $6.36 | $18.18 | — | COMMON STOCK | 067901108 |
| TILE | INTERFACE INC COMMON STOCK USD 0.1 | 42,595 | $956K | 0.0% | $22.44 | $17.60 | +27.5% | COMMON STOCK | 458665304 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF ETP USD | 10,600 | $955K | 0.0% | $90.09 | $95.98 | -6.1% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287630 |
| PODD | INSULET CORP COMMON STOCK USD 0.001 | 36,837 | $954K | 0.0% | $25.90 | $30.14 | -14.0% | COMMON STOCK | 45784P101 |
| SAFT | SAFETY INSURANCE GROUP INC COMMON STOCK USD 0.01 | 17,555 | $951K | 0.0% | $54.17 | $50.82 | +6.6% | COMMON STOCK | 78648T100 |
| — | SUFFOLK BANCORP COMMON STOCK USD 2.5 | 34,749 | $949K | 0.0% | $27.31 | $20.30 | — | COMMON STOCK | 864739107 |
| — | RUBICON PROJECT INC/THE COMMON STOCK USD 0.00001 | 65,257 | $948K | 0.0% | $14.53 | $17.72 | — | COMMON STOCK | 78112V102 |
| — | SUPERCOM LTD COMMON STOCK USD 0.05882 | 118,210 | $946K | 0.0% | $8.00 | $11.96 | — | COMMON STOCK | M87095119 |
| AMN | AMN HEALTHCARE SERVICES INC COMMON STOCK USD 0.01 | 31,509 | $946K | 0.0% | $30.02 | $11.96 | +150.9% | COMMON STOCK | 001744101 |
| AMWD | AMERICAN WOODMARK CORP COMMON STOCK USD 0 | 14,578 | $946K | 0.0% | $64.89 * | $38.53 | +64.1% | COMMON STOCK | 030506109 |
| — | HATTERAS FINANCIAL CORP REIT USD 0.001 | 62,401 | $945K | 0.0% | $15.14 | $18.16 | — | EQUITIES - REIT | 41902R103 |
| — | ATRION CORP COMMON STOCK USD 0.1 | 2,510 | $941K | 0.0% | $374.90 | $327.75 | — | COMMON STOCK | 049904105 |
| — | STANDARD PACIFIC CORP COMMON STOCK USD 0.01 | 117,432 | $939K | 0.0% | $8.00 | $8.19 | — | COMMON STOCK | 85375C101 |
| — | ZAFGEN INC COMMON STOCK USD 0.001 | 29,374 | $938K | 0.0% | $31.93 | $29.99 | — | COMMON STOCK | 98885E103 |
| — | LYDALL INC COMMON STOCK USD 0.1 | 32,871 | $936K | 0.0% | $28.47 | $23.09 | — | COMMON STOCK | 550819106 |
| KWR | QUAKER CHEMICAL CORP COMMON STOCK USD 1 | 12,122 | $934K | 0.0% | $77.05 | $66.96 | +15.1% | COMMON STOCK | 747316107 |
| — | SUPER MICRO COMPUTER INC COMMON STOCK USD 0.001 | 34,064 | $929K | 0.0% | $27.27 | $15.14 | — | COMMON STOCK | 86800U104 |
| — | NEKTAR THERAPEUTICS COMMON STOCK USD 0.0001 | 84,777 | $929K | 0.0% | $10.96 | $11.44 | — | COMMON STOCK | 640268108 |
| CASS | CASS INFORMATION SYSTEMS INC COMMON STOCK USD 0.5 | 18,903 | $929K | 0.0% | $49.15 * | $25.10 | +17.1% | COMMON STOCK | 14808P109 |
| DLR | DIGITAL REALTY TRUST INC REIT USD 0.01 | 14,211 | $928K | 0.0% | $65.30 * | $38.45 | +18.5% | EQUITIES - REIT | 253868103 |
| — | SYNTEL INC COMMON STOCK USD 0 | 20,389 | $924K | 0.0% | $45.32 | $54.04 | — | COMMON STOCK | 87162H103 |
| — | STONE ENERGY CORP COMMON STOCK USD 0.01 | 185,980 | $922K | 0.0% | $4.96 | $26.07 | — | COMMON STOCK | 861642106 |
| CLDT | CHATHAM LODGING TRUST REIT USD | 42,819 | $920K | 0.0% | $21.49 | $29.40 | — | EQUITIES - REIT | 16208T102 |
| WMS | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD | 31,773 | $919K | 0.0% | $28.92 * | $22.59 | +14.6% | COMMON STOCK | 00790R104 |
| — | MARKETO INC COMMON STOCK USD 0.0001 | 32,284 | $918K | 0.0% | $28.44 | $29.96 | — | COMMON STOCK | 57063L107 |
| — | PARSLEY ENERGY INC COMMON STOCK USD 0.01 | 60,945 | $918K | 0.0% | $15.06 | $21.40 | — | COMMON STOCK | 701877102 |
| HALO | HALOZYME THERAPEUTICS INC COMMON STOCK USD 0.001 | 68,254 | $917K | 0.0% | $13.44 | $7.17 | +87.3% | COMMON STOCK | 40637H109 |
| PRTA | PROTHENA CORP PLC COMMON STOCK USD 0.01 | 20,152 | $914K | 0.0% | $45.36 | $20.14 | +125.1% | COMMON STOCK | G72800108 |
| — | BRISTOW GROUP INC COMMON STOCK USD 0.01 | 34,764 | $909K | 0.0% | $26.15 | $66.30 | — | COMMON STOCK | 110394103 |
| REI | RING ENERGY INC COMMON STOCK USD 0.001 | 92,078 | $909K | 0.0% | $9.87 | $12.68 | -22.1% | COMMON STOCK | 76680V108 |
| IWO | ISHARES RUSSELL 2000 GROWTH ETF ETP USD | 6,780 | $908K | 0.0% | $133.92 | $148.14 | -9.6% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287648 |
| CTBI | COMMUNITY TRUST BANCORP INC COMMON STOCK USD 5 | 25,544 | $907K | 0.0% | $35.51 * | $20.14 | +20.4% | COMMON STOCK | 204149108 |
| — | BOSTON PRIVATE FINANCIAL HOLDINGS INC COMMON STOCK | 77,522 | $907K | 0.0% | $11.70 | $10.64 | — | COMMON STOCK | 101119105 |
| — | WRIGHT MEDICAL GROUP NV | 44,386 | $905K | 0.0% | $20.39 | $18.66 | — | COMMON STOCK | N87237108 |
| — | UNIVERSAL FOREST PRODUCTS INC COMMON STOCK USD 0 | 15,693 | $905K | 0.0% | $57.67 | $44.08 | — | COMMON STOCK | 913543104 |
| — | STILLWATER MINING CO COMMON STOCK USD 0.01 | 87,363 | $902K | 0.0% | $10.32 | $11.62 | — | COMMON STOCK | 86074Q102 |
| — | TRAVELPORT WORLDWIDE LTD COMMON STOCK USD 0.0025 | 68,114 | $900K | 0.0% | $13.21 | $15.14 | — | COMMON STOCK | G9019D104 |
| — | NCI BUILDING SYSTEMS INC COMMON STOCK USD 0.01 | 84,974 | $898K | 0.0% | $10.57 | $17.02 | — | COMMON STOCK | 628852204 |
| — | CHASE CORP COMMON STOCK USD 0.1 | 22,759 | $896K | 0.0% | $39.37 | $39.47 | — | COMMON STOCK | 16150R104 |
| — | ZS PHARMA INC COMMON STOCK USD 0.001 | 13,649 | $896K | 0.0% | $65.65 | $44.60 | — | COMMON STOCK | 98979G105 |
| VECO | VEECO INSTRUMENTS INC COMMON STOCK USD 0.01 | 43,657 | $895K | 0.0% | $20.50 | $35.71 | -42.6% | COMMON STOCK | 922417100 |
| — | SILVER BAY REALTY TRUST CORP REIT USD 0.01 | 55,879 | $895K | 0.0% | $16.02 | $16.17 | — | EQUITIES - REIT | 82735Q102 |
| ITRI | ITRON INC COMMON STOCK USD 0 | 27,977 | $893K | 0.0% | $31.92 | $42.32 | -24.6% | COMMON STOCK | 465741106 |
| — | PHARMERICA CORP COMMON STOCK USD 0.01 | 31,375 | $893K | 0.0% | $28.46 | $21.79 | — | COMMON STOCK | 71714F104 |
| OEC | ORION ENGINEERED CARBONS SA COMMON STOCK USD | 61,100 | $883K | 0.0% | $14.45 | $16.39 | -11.8% | COMMON STOCK | L72967109 |
| RMBS | RAMBUS INC COMMON STOCK USD 0.001 | 74,867 | $883K | 0.0% | $11.79 | $7.62 | +54.9% | COMMON STOCK | 750917106 |
| CLMB | WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD 0.01 | 50,783 | $883K | 0.0% | $17.39 * | $12.34 | +1.6% | COMMON STOCK | 946760105 |
| UVV | UNIVERSAL CORP/VA COMMON STOCK USD 0 | 17,802 | $882K | 0.0% | $49.54 | $58.06 | -14.6% | COMMON STOCK | 913456109 |
| — | ALTRA INDUSTRIAL MOTION CORP | 38,060 | $880K | 0.0% | $23.12 | $27.43 | — | COMMON STOCK | 02208R106 |
| — | MTS SYSTEMS CORP COMMON STOCK USD 0.25 | 14,621 | $879K | 0.0% | $60.12 | $60.95 | — | COMMON STOCK | 553777103 |
| — | FINISAR CORP COMMON STOCK USD 0.001 | 78,770 | $877K | 0.0% | $11.13 | $17.42 | — | COMMON STOCK | 31787A507 |
| — | PMC-SIERRA INC COMMON STOCK USD 0.001 | 129,044 | $874K | 0.0% | $6.77 | $6.44 | — | COMMON STOCK | 69344F106 |
| SSYS | STRATASYS LTD COMMON STOCK USD 0.01 | 32,947 | $873K | 0.0% | $26.50 | $41.95 | -36.9% | COMMON STOCK | M85548101 |
| MRCY | MERCURY SYSTEMS INC COMMON STOCK USD 0.01 | 54,786 | $872K | 0.0% | $15.92 | $10.68 | +49.0% | COMMON STOCK | 589378108 |
| PENN | PENN NATIONAL GAMING INC COMMON STOCK USD 0.01 | 51,778 | $869K | 0.0% | $16.78 | $11.64 | +44.2% | COMMON STOCK | 707569109 |
| BCO | BRINK'S CO/THE COMMON STOCK USD 1 | 32,169 | $869K | 0.0% | $27.01 * | $22.96 | +5.2% | COMMON STOCK | 109696104 |
| — | BANCOLOMBIA SA ADR USD | 26,912 | $867K | 0.0% | $32.22 | $52.47 | — | ADR | 05968L102 |
| ICFI | ICF INTERNATIONAL INC COMMON STOCK USD 0.001 | 28,500 | $866K | 0.0% | $30.39 | $32.86 | -7.5% | COMMON STOCK | 44925C103 |
| SCSC | SCANSOURCE INC COMMON STOCK USD 0 | 24,399 | $865K | 0.0% | $35.45 | $31.41 | +12.9% | COMMON STOCK | 806037107 |
| — | CARBO CERAMICS INC COMMON STOCK USD 0.01 | 45,343 | $861K | 0.0% | $18.99 | $46.02 | — | COMMON STOCK | 140781105 |
| SRPT | SAREPTA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 26,752 | $859K | 0.0% | $32.11 | $36.46 | -11.9% | COMMON STOCK | 803607100 |
| BSRR | SIERRA BANCORP COMMON STOCK USD 0 | 53,829 | $859K | 0.0% | $15.96 * | $10.41 | +8.4% | COMMON STOCK | 82620P102 |
| SHEN | SHENANDOAH TELECOMMUNICATIONS CO COMMON STOCK USD | 20,034 | $858K | 0.0% | $42.83 * | $8.49 | +152.2% | COMMON STOCK | 82312B106 |
| MRCC | MONROE CAPITAL CORP COMMON STOCK USD 0.001 | 61,309 | $852K | 0.0% | $13.90 * | $4.00 | +12.0% | COMMON STOCK | 610335101 |
| WING | WINGSTOP INC COMMON STOCK USD 0.01 | 35,475 | $851K | 0.0% | $23.99 | $28.95 | -17.2% | COMMON STOCK | 974155103 |
| — | MRC GLOBAL INC COMMON STOCK USD 0.01 | 75,921 | $847K | 0.0% | $11.16 | $16.13 | — | COMMON STOCK | 55345K103 |
| SPOK | SPOK HOLDINGS INC COMMON STOCK USD 0.0001 | 51,304 | $844K | 0.0% | $16.45 | $16.93 | -2.8% | COMMON STOCK | 84863T106 |
| URBN | URBAN OUTFITTERS INC COMMON STOCK USD 0.0001 | 28,680 | $843K | 0.0% | $29.39 | $41.20 | -28.7% | COMMON STOCK | 917047102 |
| UFI | UNIFI INC COMMON STOCK USD 0.1 | 28,254 | $842K | 0.0% | $29.80 | $27.96 | +6.6% | COMMON STOCK | 904677200 |
| — | BIG 5 SPORTING GOODS CORP COMMON STOCK USD 0.01 | 81,022 | $841K | 0.0% | $10.38 | $16.36 | — | COMMON STOCK | 08915P101 |
| — | CAPELLA EDUCATION CO COMMON STOCK USD 0.01 | 16,956 | $840K | 0.0% | $49.54 | $49.54 | — | COMMON STOCK | 139594105 |
| QLYS | QUALYS INC COMMON STOCK USD 0.001 | 29,468 | $839K | 0.0% | $28.47 | $20.28 | +40.3% | COMMON STOCK | 74758T303 |
| — | GOVERNMENT PROPERTIES INCOME TRUST REIT USD 0.01 | 52,347 | $838K | 0.0% | $16.01 | $22.85 | — | EQUITIES - REIT | 38376A103 |
| STBA | S&T BANCORP INC COMMON STOCK USD 2.5 | 25,685 | $838K | 0.0% | $32.63 | $19.21 | +69.8% | COMMON STOCK | 783859101 |
| WDFC | WD-40 CO COMMON STOCK USD 0.001 | 9,400 | $837K | 0.0% | $89.04 * | $44.85 | +68.8% | COMMON STOCK | 929236107 |
| AZTA | BROOKS AUTOMATION INC COMMON STOCK USD 0.01 | 71,304 | $835K | 0.0% | $11.71 * | $8.26 | +28.9% | COMMON STOCK | 114340102 |
| — | IAC/INTERACTIVECORP COMMON STOCK USD 0.001 | 12,700 | $829K | 0.0% | $65.28 | $53.97 | — | COMMON STOCK | 44919P508 |
| VSEC | VSE CORP COMMON STOCK USD 0.05 | 20,673 | $828K | 0.0% | $40.05 * | $17.90 | +3.3% | COMMON STOCK | 918284100 |
| — | OM GROUP INC COMMON STOCK USD 0.01 | 25,141 | $827K | 0.0% | $32.89 | $31.68 | — | COMMON STOCK | 670872100 |
| LNTH | LANTHEUS HOLDINGS INC COMMON STOCK USD 0.01 | 191,701 | $824K | 0.0% | $4.30 | $6.41 | -33.0% | COMMON STOCK | 516544103 |
| TMP | TOMPKINS FINANCIAL CORP COMMON STOCK USD 0.1 | 15,341 | $819K | 0.0% | $53.39 * | $28.43 | +35.5% | COMMON STOCK | 890110109 |
| — | SAGE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 19,327 | $818K | 0.0% | $42.32 | $36.04 | — | COMMON STOCK | 78667J108 |
| — | ACTUANT CORP COMMON STOCK USD 0.2 | 44,399 | $816K | 0.0% | $18.38 | $32.54 | — | COMMON STOCK | 00508X203 |
| EXEL | EXELIXIS INC COMMON STOCK USD 0.001 | 145,365 | $815K | 0.0% | $5.61 | $5.07 | +10.7% | COMMON STOCK | 30161Q104 |
| EMBJ | EMBRAER SA ADR USD | 31,860 | $815K | 0.0% | $25.58 | $36.22 | -29.4% | ADR | 29082A107 |
| — | HEALTHWAYS INC COMMON STOCK USD 0.001 | 73,155 | $813K | 0.0% | $11.11 | $14.15 | — | COMMON STOCK | 422245100 |
| PTCT | PTC THERAPEUTICS INC COMMON STOCK USD 0.001 | 30,354 | $810K | 0.0% | $26.69 | $34.27 | -22.1% | COMMON STOCK | 69366J200 |
| — | BARNES & NOBLE INC COMMON STOCK USD 0.001 | 66,895 | $810K | 0.0% | $12.11 | $22.79 | — | COMMON STOCK | 067774109 |
| IDT | IDT CORP COMMON STOCK USD 0.01 | 56,585 | $809K | 0.0% | $14.30 * | $10.93 | -7.6% | COMMON STOCK | 448947507 |
| — | ACHILLION PHARMACEUTICALS INC COMMON STOCK USD | 116,957 | $808K | 0.0% | $6.91 | $9.36 | — | COMMON STOCK | 00448Q201 |
| — | GOLDCORP INC COMMON STOCK CAD 0 | 64,555 | $808K | 0.0% | $12.52 | $24.44 | — | COMMON STOCK | 380956409 |
| CCOI | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD | 29,765 | $808K | 0.0% | $27.15 * | $15.51 | +5.8% | COMMON STOCK | 19239V302 |
| — | TIDEWATER INC COMMON STOCK USD 0.1 | 61,433 | $807K | 0.0% | $13.14 | $47.24 | — | COMMON STOCK | 886423102 |
| BSET | BASSETT FURNITURE INDUSTRIES INC COMMON STOCK USD | 28,915 | $805K | 0.0% | $27.84 * | $13.56 | +30.5% | COMMON STOCK | 070203104 |
| — | MOMENTA PHARMACEUTICALS INC COMMON STOCK USD | 49,056 | $805K | 0.0% | $16.41 | $14.66 | — | COMMON STOCK | 60877T100 |
| — | BELMOND LTD COMMON STOCK USD 0.01 | 79,445 | $803K | 0.0% | $10.11 | $11.66 | — | COMMON STOCK | G1154H107 |
| AMKR | AMKOR TECHNOLOGY INC COMMON STOCK USD 0.001 | 178,350 | $801K | 0.0% | $4.49 * | $8.78 | -52.4% | COMMON STOCK | 031652100 |
| — | PRESS GANEY HOLDINGS INC COMMON STOCK USD 0.01 | 27,085 | $801K | 0.0% | $29.57 | $28.85 | — | COMMON STOCK | 74113L102 |
| — | FIRST CONNECTICUT BANCORP INC/FARMINGTON CT COMMON | 49,383 | $796K | 0.0% | $16.12 | $14.07 | — | COMMON STOCK | 319850103 |
| — | HEARTWARE INTERNATIONAL INC COMMON STOCK USD 0.001 | 15,136 | $792K | 0.0% | $52.33 | $94.96 | — | COMMON STOCK | 422368100 |
| — | NIMBLE STORAGE INC COMMON STOCK USD 0.001 | 32,773 | $790K | 0.0% | $24.11 | $28.22 | — | COMMON STOCK | 65440R101 |
| FSP | FRANKLIN STREET PROPERTIES CORP REIT USD 0.0001 | 73,141 | $786K | 0.0% | $10.75 | $12.82 | — | EQUITIES - REIT | 35471R106 |
| PRKS | SEAWORLD ENTERTAINMENT INC COMMON STOCK USD 0.01 | 44,107 | $786K | 0.0% | $17.82 | $20.51 | -13.2% | COMMON STOCK | 81282V100 |
| — | EXAMWORKS GROUP INC COMMON STOCK USD | 26,776 | $783K | 0.0% | $29.24 | $25.98 | — | COMMON STOCK | 30066A105 |
| HSTM | HEALTHSTREAM INC COMMON STOCK USD 0 | 35,903 | $783K | 0.0% | $21.81 | $28.32 | -23.0% | COMMON STOCK | 42222N103 |
| — | ANALOGIC CORP COMMON STOCK USD 0.05 | 9,529 | $782K | 0.0% | $82.07 | $78.27 | — | COMMON STOCK | 032657207 |
| — | SANDY SPRING BANCORP INC COMMON STOCK USD 1 | 29,860 | $782K | 0.0% | $26.19 | $24.13 | — | COMMON STOCK | 800363103 |
| — | PZENA INVESTMENT MANAGEMENT INC COMMON STOCK USD | 87,738 | $781K | 0.0% | $8.90 | $9.60 | — | COMMON STOCK | 74731Q103 |
| — | RELYPSA INC COMMON STOCK USD 0.001 | 42,015 | $778K | 0.0% | $18.52 | $27.15 | — | COMMON STOCK | 759531106 |
| — | SONIC CORP COMMON STOCK USD 0.01 | 33,755 | $775K | 0.0% | $22.96 | $14.67 | — | COMMON STOCK | 835451105 |
| — | DYNAMIC MATERIALS CORP COMMON STOCK USD 0.05 | 81,009 | $773K | 0.0% | $9.54 | $12.00 | — | COMMON STOCK | 267888105 |
| — | GRAMERCY PROPERTY TRUST INC REIT USD 0.001 | 37,142 | $771K | 0.0% | $20.76 | $27.71 | — | EQUITIES - REIT | 38489R605 |
| ATEN | A10 NETWORKS INC COMMON STOCK USD 0.00001 | 128,430 | $769K | 0.0% | $5.99 * | $5.73 | -2.2% | COMMON STOCK | 002121101 |
| NHC | NATIONAL HEALTHCARE CORP COMMON STOCK USD 0.01 | 12,586 | $766K | 0.0% | $60.86 | $55.88 | +9.0% | COMMON STOCK | 635906100 |
| TRU | TRANSUNION COMMON STOCK USD 0.01 | 30,470 | $765K | 0.0% | $25.11 * | $24.23 | +0.0% | COMMON STOCK | 89400J107 |
| SEB | SEABOARD CORP COMMON STOCK USD 1 | 248 | $764K | 0.0% | $3080.65 * | $2683.04 | +12.4% | COMMON STOCK | 811543107 |
| — | ULTRA PETROLEUM CORP COMMON STOCK USD 0 | 119,531 | $764K | 0.0% | $6.39 | $15.95 | — | COMMON STOCK | 903914109 |
| STAG | STAG INDUSTRIAL INC REIT USD 0.01 | 41,907 | $763K | 0.0% | $18.21 | $23.53 | — | EQUITIES - REIT | 85254J102 |
| SCHL | SCHOLASTIC CORP COMMON STOCK USD 0.01 | 19,568 | $762K | 0.0% | $38.94 * | $22.89 | +37.8% | COMMON STOCK | 807066105 |
| YPF | YPF SA ADR USD | 50,000 | $762K | 0.0% | $15.24 | $28.95 | -47.4% | ADR | 984245100 |
| — | SELECT INCOME REIT REIT USD 0.01 | 40,004 | $760K | 0.0% | $19.00 | $23.58 | — | EQUITIES - REIT | 81618T100 |
| — | ISLE OF CAPRI CASINOS INC COMMON STOCK USD 0.01 | 43,482 | $758K | 0.0% | $17.43 | $15.02 | — | COMMON STOCK | 464592104 |
| — | VITAMIN SHOPPE INC COMMON STOCK USD 0.01 | 23,218 | $758K | 0.0% | $32.65 | $45.55 | — | COMMON STOCK | 92849E101 |
| — | ROUSE PROPERTIES INC REIT USD | 48,663 | $758K | 0.0% | $15.58 | $17.92 | — | EQUITIES - REIT | 779287101 |
| SBH | SALLY BEAUTY HOLDINGS INC COMMON STOCK USD 0.01 | 31,700 | $753K | 0.0% | $23.75 | $29.18 | -18.6% | COMMON STOCK | 79546E104 |
| VLGEA | VILLAGE SUPER MARKET INC COMMON STOCK USD 0 | 31,873 | $753K | 0.0% | $23.63 | $30.14 | -21.7% | COMMON STOCK | 927107409 |
| — | SHIP FINANCE INTERNATIONAL LTD COMMON STOCK USD 1 | 46,327 | $753K | 0.0% | $16.25 | $15.04 | — | COMMON STOCK | G81075106 |
| — | LUXOFT HOLDING INC COMMON STOCK USD | 11,876 | $752K | 0.0% | $63.32 | $45.92 | — | COMMON STOCK | G57279104 |
| PMT | PENNYMAC MORTGAGE INVESTMENT TRUST REIT USD 0.01 | 48,424 | $749K | 0.0% | $15.47 | $21.29 | — | EQUITIES - REIT | 70931T103 |
| — | CYS INVESTMENTS INC REIT USD 0.01 | 103,013 | $748K | 0.0% | $7.26 | $9.19 | — | EQUITIES - REIT | 12673A108 |
| COKE | COCA-COLA BOTTLING CO CONSOLIDATED COMMON STOCK | 3,853 | $745K | 0.0% | $193.36 * | $5.52 | +225.9% | COMMON STOCK | 191098102 |
| — | MCDERMOTT INTERNATIONAL INC COMMON STOCK USD 1 | 173,019 | $744K | 0.0% | $4.30 | $8.07 | — | COMMON STOCK | 580037109 |
| — | SELECT COMFORT CORP COMMON STOCK USD 0.01 | 33,765 | $739K | 0.0% | $21.89 | $24.68 | — | COMMON STOCK | 81616X103 |
| INSM | INSMED INC COMMON STOCK USD 0.01 | 39,820 | $739K | 0.0% | $18.56 | $15.65 | +18.6% | COMMON STOCK | 457669307 |
| — | PARTY CITY HOLDCO INC COMMON STOCK USD 0.01 | 46,301 | $739K | 0.0% | $15.96 | $20.13 | — | COMMON STOCK | 702149105 |
| — | ZULILY INC COMMON STOCK EUR 0.0001 | 42,387 | $738K | 0.0% | $17.41 | $16.19 | — | COMMON STOCK | 989774104 |
| AXS | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD 0.0125 | 13,729 | $738K | 0.0% | $53.75 * | $33.61 | +20.6% | COMMON STOCK | G0692U109 |
| — | SKULLCANDY INC COMMON STOCK USD 0.0001 | 133,111 | $736K | 0.0% | $5.53 | $6.77 | — | COMMON STOCK | 83083J104 |
| — | KAMAN CORP COMMON STOCK USD 1 | 20,493 | $735K | 0.0% | $35.87 | $35.04 | — | COMMON STOCK | 483548103 |
| MBI | MBIA INC COMMON STOCK USD 1 | 120,712 | $734K | 0.0% | $6.08 * | $4.54 | -41.6% | COMMON STOCK | 55262C100 |
| ANIK | ANIKA THERAPEUTICS INC COMMON STOCK USD 0.01 | 23,020 | $733K | 0.0% | $31.84 | $38.83 | -18.0% | COMMON STOCK | 035255108 |
| — | FIRST CASH FINANCIAL SERVICES INC COMMON STOCK USD | 18,274 | $732K | 0.0% | $40.06 | $49.71 | — | COMMON STOCK | 31942D107 |
| MTZ | MASTEC INC COMMON STOCK USD 0.1 | 46,234 | $732K | 0.0% | $15.83 | $29.79 | -46.9% | COMMON STOCK | 576323109 |
| — | MATTSON TECHNOLOGY INC COMMON STOCK USD 0.001 | 313,942 | $731K | 0.0% | $2.33 | $2.51 | — | COMMON STOCK | 577223100 |
| NGVC | NATURAL GROCERS BY VITAMIN COTTAGE INC COMMON | 32,237 | $731K | 0.0% | $22.68 * | $18.54 | -12.5% | COMMON STOCK | 63888U108 |
| SPSC | SPS COMMERCE INC COMMON STOCK USD 0.001 | 10,772 | $731K | 0.0% | $67.86 * | $30.86 | +10.0% | COMMON STOCK | 78463M107 |
| — | THIRD POINT REINSURANCE LTD COMMON STOCK USD 0.1 | 54,297 | $730K | 0.0% | $13.44 | $15.72 | — | COMMON STOCK | G8827U100 |
| — | HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD 0.01 | 43,446 | $727K | 0.0% | $16.73 | $23.87 | — | COMMON STOCK | 42805T105 |
| — | FIVE PRIME THERAPEUTICS INC COMMON STOCK USD 0.001 | 47,259 | $727K | 0.0% | $15.38 | $19.36 | — | COMMON STOCK | 33830X104 |
| — | DIGIRAD CORP COMMON STOCK USD 0.0001 | 193,916 | $725K | 0.0% | $3.74 | $4.16 | — | COMMON STOCK | 253827109 |
| TMHC | TAYLOR MORRISON HOME CORP COMMON STOCK USD 0.00001 | 38,828 | $725K | 0.0% | $18.67 | $21.64 | -13.8% | COMMON STOCK | 87724P106 |
| ORN | ORION MARINE GROUP INC COMMON STOCK USD 0.01 | 121,302 | $725K | 0.0% | $5.98 | $10.70 | -44.1% | COMMON STOCK | 68628V308 |
| CSGS | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD | 23,437 | $722K | 0.0% | $30.81 * | $19.08 | +30.9% | COMMON STOCK | 126349109 |
| GBX | GREENBRIER COS INC/THE COMMON STOCK USD 0 | 22,434 | $720K | 0.0% | $32.09 * | $30.90 | -22.6% | COMMON STOCK | 393657101 |
| GSBC | GREAT SOUTHERN BANCORP INC COMMON STOCK USD 0.01 | 16,636 | $720K | 0.0% | $43.28 | $26.64 | +62.6% | COMMON STOCK | 390905107 |
| — | BENEFICIAL BANCORP INC COMMON STOCK USD 0.01 | 54,062 | $717K | 0.0% | $13.26 | $11.98 | — | COMMON STOCK | 08171T102 |
| — | JOY GLOBAL INC COMMON STOCK USD 1 | 47,996 | $717K | 0.0% | $14.94 | $49.46 | — | COMMON STOCK | 481165108 |
| — | RAVEN INDUSTRIES INC COMMON STOCK USD 1 | 41,759 | $708K | 0.0% | $16.95 | $29.99 | — | COMMON STOCK | 754212108 |
| NPO | ENPRO INDUSTRIES INC COMMON STOCK USD 0.01 | 17,996 | $705K | 0.0% | $39.18 | $50.98 | -23.2% | COMMON STOCK | 29355X107 |
| NTGR | NETGEAR INC COMMON STOCK USD 0.001 | 24,136 | $704K | 0.0% | $29.17 * | $19.60 | -7.7% | COMMON STOCK | 64111Q104 |
| — | CABOT MICROELECTRONICS CORP COMMON STOCK USD 0.001 | 18,137 | $703K | 0.0% | $38.76 | $34.14 | — | COMMON STOCK | 12709P103 |
| — | ENCANA CORP COMMON STOCK CAD 0 | 109,018 | $702K | 0.0% | $6.44 | $13.12 | — | COMMON STOCK | 292505104 |
| EXTR | EXTREME NETWORKS INC COMMON STOCK USD 0.001 | 208,976 | $702K | 0.0% | $3.36 | $3.44 | -2.2% | COMMON STOCK | 30226D106 |
| — | BLUE NILE INC COMMON STOCK USD 0.001 | 20,805 | $698K | 0.0% | $33.55 | $33.56 | — | COMMON STOCK | 09578R103 |
| TREX | TREX CO INC COMMON STOCK USD 0.01 | 20,878 | $696K | 0.0% | $33.34 * | $7.39 | +12.8% | COMMON STOCK | 89531P105 |
| — | AMEDISYS INC COMMON STOCK USD 0.001 | 18,296 | $695K | 0.0% | $37.99 | $16.74 | — | COMMON STOCK | 023436108 |
| NFBK | NORTHFIELD BANCORP INC COMMON STOCK USD 0.01 | 45,568 | $693K | 0.0% | $15.21 * | $7.91 | +34.7% | COMMON STOCK | 66611T108 |
| SKYW | SKYWEST INC COMMON STOCK USD 0 | 41,407 | $691K | 0.0% | $16.69 | $14.34 | +16.3% | COMMON STOCK | 830879102 |
| — | PHYSICIANS REALTY TRUST REIT USD 0.01 | 45,643 | $689K | 0.0% | $15.10 | $17.60 | — | EQUITIES - REIT | 71943U104 |
| KRNY | KEARNY FINANCIAL CORP/MD COMMON STOCK USD 0.01 | 60,093 | $689K | 0.0% | $11.47 | $10.55 | +8.7% | COMMON STOCK | 48716P108 |
| — | METALDYNE PERFORMANCE GROUP INC COMMON STOCK USD | 32,722 | $687K | 0.0% | $21.00 | $18.14 | — | COMMON STOCK | 59116R107 |
| — | FIDELITY & GUARANTY LIFE COMMON STOCK USD 0.01 | 27,936 | $686K | 0.0% | $24.56 | $22.79 | — | COMMON STOCK | 315785105 |
| — | ZENDESK INC COMMON STOCK USD 0.01 | 34,765 | $685K | 0.0% | $19.70 | $22.94 | — | COMMON STOCK | 98936J101 |
| — | MULTI-COLOR CORP COMMON STOCK USD 0 | 8,955 | $685K | 0.0% | $76.49 | $30.72 | — | COMMON STOCK | 625383104 |
| GNW | GENWORTH FINANCIAL INC COMMON STOCK USD 0.001 | 147,785 | $683K | 0.0% | $4.62 | $14.17 | -67.4% | COMMON STOCK | 37247D106 |
| — | OUTERWALL INC COMMON STOCK USD 0.001 | 11,980 | $682K | 0.0% | $56.93 | $50.01 | — | COMMON STOCK | 690070107 |
| ENTA | ENANTA PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 18,859 | $682K | 0.0% | $36.16 | $29.54 | +22.3% | COMMON STOCK | 29251M106 |
| — | BOB EVANS FARMS INC/DE COMMON STOCK USD 0.01 | 15,727 | $682K | 0.0% | $43.36 | $50.05 | — | COMMON STOCK | 096761101 |
| — | CONSOLIDATED COMMUNICATIONS HOLDINGS INC COMMON | 35,235 | $679K | 0.0% | $19.27 | $19.70 | — | COMMON STOCK | 209034107 |
| MDXG | MIMEDX GROUP INC COMMON STOCK USD 0.001 | 70,336 | $679K | 0.0% | $9.65 | $6.04 | +59.8% | COMMON STOCK | 602496101 |
| THR | THERMON GROUP HOLDINGS INC COMMON STOCK USD 0.001 | 33,047 | $679K | 0.0% | $20.55 | $20.43 | +0.6% | COMMON STOCK | 88362T103 |
| NNI | NELNET INC COMMON STOCK USD 0.01 | 19,598 | $678K | 0.0% | $34.60 | $37.79 | -8.4% | COMMON STOCK | 64031N108 |
| — | PATTERN ENERGY GROUP INC COMMON STOCK USD 0.01 | 35,415 | $676K | 0.0% | $19.09 | $30.70 | — | COMMON STOCK | 70338P100 |
| — | AEGEAN MARINE PETROLEUM NETWORK INC COMMON STOCK | 100,153 | $675K | 0.0% | $6.74 | $9.22 | — | COMMON STOCK | Y0017S102 |
| — | NAVIGANT CONSULTING INC COMMON STOCK USD 0.001 | 42,390 | $674K | 0.0% | $15.90 | $12.22 | — | COMMON STOCK | 63935N107 |
| BKE | BUCKLE INC/THE COMMON STOCK USD 0.01 | 18,203 | $673K | 0.0% | $36.97 * | $15.23 | -16.8% | COMMON STOCK | 118440106 |
| UVE | UNIVERSAL INSURANCE HOLDINGS INC COMMON STOCK USD | 22,709 | $671K | 0.0% | $29.55 | $7.71 | +283.3% | COMMON STOCK | 91359V107 |
| LXRX | LEXICON PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 62,430 | $670K | 0.0% | $10.73 | $9.40 | +14.2% | COMMON STOCK | 528872302 |
| — | ZELTIQ AESTHETICS INC COMMON STOCK USD 0.001 | 20,904 | $670K | 0.0% | $32.05 | $17.29 | — | COMMON STOCK | 98933Q108 |
| — | ZIOPHARM ONCOLOGY INC COMMON STOCK USD 0.001 | 74,297 | $669K | 0.0% | $9.00 | $4.02 | — | COMMON STOCK | 98973P101 |
| — | FINISH LINE INC/THE COMMON STOCK USD 0.01 | 34,637 | $668K | 0.0% | $19.29 | $22.57 | — | COMMON STOCK | 317923100 |
| — | TUMI HOLDINGS INC COMMON STOCK USD 0.01 | 37,744 | $665K | 0.0% | $17.62 | $22.35 | — | COMMON STOCK | 89969Q104 |
| CVGW | CALAVO GROWERS INC COMMON STOCK USD 0.001 | 14,849 | $663K | 0.0% | $44.65 * | $30.93 | +19.5% | COMMON STOCK | 128246105 |
| XNCR | XENCOR INC COMMON STOCK USD 0.01 | 54,070 | $661K | 0.0% | $12.22 | $15.35 | -20.3% | COMMON STOCK | 98401F105 |
| — | BROOKLINE BANCORP INC COMMON STOCK USD 0.01 | 65,042 | $660K | 0.0% | $10.15 | $8.88 | — | COMMON STOCK | 11373M107 |
| — | CONSOL ENERGY INC COMMON STOCK USD 0.01 | 67,348 | $660K | 0.0% | $9.80 | $27.23 | — | COMMON STOCK | 20854P109 |
| — | FARO TECHNOLOGIES INC COMMON STOCK USD 0.001 | 18,761 | $657K | 0.0% | $35.02 | $40.42 | — | COMMON STOCK | 311642102 |
| FBP | FIRST BANCORP/PUERTO RICO COMMON STOCK USD 1 | 184,101 | $655K | 0.0% | $3.56 * | $4.73 | -38.6% | COMMON STOCK | 318672706 |
| HURC | HURCO COS INC COMMON STOCK USD 0 | 24,866 | $652K | 0.0% | $26.22 | $31.97 | -17.9% | COMMON STOCK | 447324104 |
| CGIP | CELADON GROUP INC COMMON STOCK USD 0.033 | 40,572 | $650K | 0.0% | $16.02 * | $18.43 | +5.6% | COMMON STOCK | 150838100 |
| SMTC | SEMTECH CORP COMMON STOCK USD 0.01 | 43,040 | $650K | 0.0% | $15.10 | $34.16 | -55.8% | COMMON STOCK | 816850101 |
| — | URSTADT BIDDLE PROPERTIES INC REIT USD 0.01 | 34,635 | $649K | 0.0% | $18.74 | $20.88 | — | EQUITIES - REIT | 917286205 |
| — | AEROJET ROCKETDYNE HOLDINGS INC COMMON STOCK USD | 40,057 | $648K | 0.0% | $16.18 | $20.62 | — | COMMON STOCK | 007800105 |
| INFIQ | INFINITY PHARMACEUTICALS INC COMMON STOCK USD | 76,742 | $648K | 0.0% | $8.44 * | $18.65 | -50.5% | COMMON STOCK | 45665G303 |
| FCBC | FIRST COMMUNITY BANCSHARES INC/VA COMMON STOCK USD | 36,163 | $647K | 0.0% | $17.89 * | $9.20 | +25.7% | COMMON STOCK | 31983A103 |
| CROX | CROCS INC COMMON STOCK USD 0.001 | 49,901 | $645K | 0.0% | $12.93 | $16.11 | -19.8% | COMMON STOCK | 227046109 |
| — | THRESHOLD PHARMACEUTICALS INC COMMON STOCK USD | 158,197 | $644K | 0.0% | $4.07 | $4.33 | — | COMMON STOCK | 885807206 |
| HEI | HEICO CORP COMMON STOCK USD 0.01 | 13,143 | $642K | 0.0% | $48.85 * | $23.19 | +7.9% | COMMON STOCK | 422806109 |
| — | CALGON CARBON CORP COMMON STOCK USD 0.01 | 41,197 | $642K | 0.0% | $15.58 | $17.19 | — | COMMON STOCK | 129603106 |
| — | HRG GROUP INC COMMON STOCK USD 0.01 | 54,646 | $641K | 0.0% | $11.73 | $12.48 | — | COMMON STOCK | 40434J100 |
| SXI | STANDEX INTERNATIONAL CORP COMMON STOCK USD 1.5 | 8,483 | $639K | 0.0% | $75.33 | $61.90 | +21.7% | COMMON STOCK | 854231107 |
| — | QUANTUM CORP COMMON STOCK USD 0.01 | 915,106 | $638K | 0.0% | $0.70 | $1.52 | — | COMMON STOCK | 747906204 |
| — | DEL FRISCO'S RESTAURANT GROUP INC COMMON STOCK USD | 45,938 | $638K | 0.0% | $13.89 | $21.88 | — | COMMON STOCK | 245077102 |
| — | NXSTAGE MEDICAL INC COMMON STOCK USD 0.001 | 40,399 | $637K | 0.0% | $15.77 | $16.04 | — | COMMON STOCK | 67072V103 |
| SMP | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD 2 | 18,200 | $635K | 0.0% | $34.89 | $34.89 | -0.0% | COMMON STOCK | 853666105 |
| — | AERIE PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 35,813 | $635K | 0.0% | $17.73 | $20.29 | — | COMMON STOCK | 00771V108 |
| REX | REX AMERICAN RESOURCES CORP COMMON STOCK USD 0.01 | 12,547 | $635K | 0.0% | $50.61 * | $10.49 | -19.6% | COMMON STOCK | 761624105 |
| — | ARIAD PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 108,606 | $634K | 0.0% | $5.84 | $6.37 | — | COMMON STOCK | 04033A100 |
| — | FRESH MARKET INC/THE COMMON STOCK USD 0.01 | 27,988 | $632K | 0.0% | $22.58 | $33.48 | — | COMMON STOCK | 35804H106 |
| TOWN | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD 1.667 | 33,506 | $632K | 0.0% | $18.86 | $14.90 | +26.5% | COMMON STOCK | 89214P109 |
| — | POWERSHARES FUNDAMENTAL HIGH YIELD CORPORATE BOND | 35,460 | $632K | 0.0% | $17.82 | $18.75 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 73936T557 |
| — | DIAMOND RESORTS INTERNATIONAL INC COMMON STOCK USD | 26,987 | $631K | 0.0% | $23.38 | $21.30 | — | COMMON STOCK | 25272T104 |
| UTL | UNITIL CORP COMMON STOCK USD 0 | 17,070 | $630K | 0.0% | $36.91 | $29.30 | +25.9% | COMMON STOCK | 913259107 |
| OTTR | OTTER TAIL CORP COMMON STOCK USD 5 | 24,152 | $629K | 0.0% | $26.04 * | $19.61 | -2.4% | COMMON STOCK | 689648103 |
| — | IXYS CORP COMMON STOCK USD 0.01 | 56,305 | $628K | 0.0% | $11.15 | $12.00 | — | COMMON STOCK | 46600W106 |
| — | TREVENA INC COMMON STOCK USD 0.001 | 60,553 | $627K | 0.0% | $10.35 | $9.30 | — | COMMON STOCK | 89532E109 |
| — | AFFYMETRIX INC COMMON STOCK USD 0.01 | 73,306 | $626K | 0.0% | $8.54 | $4.66 | — | COMMON STOCK | 00826T108 |
| TG | TREDEGAR CORP COMMON STOCK USD 0 | 47,745 | $625K | 0.0% | $13.09 * | $12.16 | -40.6% | COMMON STOCK | 894650100 |
| CALY | CALLAWAY GOLF CO COMMON STOCK USD 0.01 | 74,435 | $622K | 0.0% | $8.36 | $6.66 | +23.6% | COMMON STOCK | 131193104 |
| — | PHH CORP COMMON STOCK USD 0.01 | 43,885 | $620K | 0.0% | $14.13 | $22.33 | — | COMMON STOCK | 693320202 |
| — | VITAE PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 56,058 | $617K | 0.0% | $11.01 | $11.65 | — | COMMON STOCK | 92847N103 |
| JRVR | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD | 22,957 | $617K | 0.0% | $26.88 | $22.07 | +22.7% | COMMON STOCK | G5005R107 |
| NGS | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD | 31,898 | $616K | 0.0% | $19.31 | $21.33 | -10.5% | COMMON STOCK | 63886Q109 |
| — | KRISPY KREME DOUGHNUTS INC COMMON STOCK USD 0 | 42,086 | $616K | 0.0% | $14.64 | $18.51 | — | COMMON STOCK | 501014104 |
| — | US ECOLOGY INC COMMON STOCK USD 0.01 | 13,997 | $611K | 0.0% | $43.65 | $28.67 | — | COMMON STOCK | 91732J102 |
| RICK | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD 0.01 | 58,522 | $610K | 0.0% | $10.42 | $11.45 | -9.0% | COMMON STOCK | 74934Q108 |
| — | CALLIDUS SOFTWARE INC COMMON STOCK USD 0.001 | 35,866 | $609K | 0.0% | $16.98 | $7.85 | — | COMMON STOCK | 13123E500 |
| IBCP | INDEPENDENT BANK CORP/MI COMMON STOCK USD 1 | 41,244 | $609K | 0.0% | $14.77 * | $9.08 | +13.9% | COMMON STOCK | 453838609 |
| — | STONEGATE BANK COMMON STOCK USD 0.01 | 19,101 | $608K | 0.0% | $31.83 | $28.10 | — | COMMON STOCK | 861811107 |
| BRC | BRADY CORP COMMON STOCK USD 0.01 | 30,934 | $608K | 0.0% | $19.65 * | $24.57 | -34.8% | COMMON STOCK | 104674106 |
| BHP | BHP BILLITON LTD ADR USD | 19,238 | $608K | 0.0% | $31.60 | $45.51 | -30.5% | ADR | 088606108 |
| LPL | LG DISPLAY CO LTD ADR USD | 63,800 | $606K | 0.0% | $9.50 | $13.45 | -29.4% | ADR | 50186V102 |
| — | DENNY'S CORP COMMON STOCK USD 0.01 | 54,901 | $606K | 0.0% | $11.04 | $5.62 | — | COMMON STOCK | 24869P104 |
| — | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD | 71,233 | $606K | 0.0% | $8.51 | $5.21 | — | COMMON STOCK | 590328100 |
| — | IXIA COMMON STOCK USD 0 | 41,854 | $606K | 0.0% | $14.48 | $16.66 | — | COMMON STOCK | 45071R109 |
| SAIA | SAIA INC COMMON STOCK USD 0.001 | 19,561 | $605K | 0.0% | $30.93 | $37.60 | -17.7% | COMMON STOCK | 78709Y105 |
| — | FNFV GROUP TRACKING STK USD 0.0001 | 51,602 | $605K | 0.0% | $11.72 | $15.39 | — | COMMON STOCK | 31620R402 |
| — | PARKER DRILLING CO COMMON STOCK USD 0.167 | 229,831 | $604K | 0.0% | $2.63 | $5.30 | — | COMMON STOCK | 701081101 |
| CSTE | CAESARSTONE SDOT-YAM LTD COMMON STOCK | 19,837 | $603K | 0.0% | $30.40 * | $37.40 | -24.9% | COMMON STOCK | M20598104 |
| — | ACETO CORP COMMON STOCK USD 0.01 | 21,929 | $602K | 0.0% | $27.45 | $18.14 | — | COMMON STOCK | 004446100 |
| IMKTA | INGLES MARKETS INC COMMON STOCK USD 0.05 | 12,592 | $602K | 0.0% | $47.81 * | $24.08 | +71.8% | COMMON STOCK | 457030104 |
| — | CANADIAN PACIFIC RAILWAY LTD COMMON STOCK CAD 0 | 4,193 | $602K | 0.0% | $143.57 | $143.57 | — | COMMON STOCK | 13645T100 |
| — | ATLANTIC TELE-NETWORK INC COMMON STOCK USD 0.01 | 8,140 | $602K | 0.0% | $73.96 | $58.76 | — | COMMON STOCK | 049079205 |
| BJRI | BJ'S RESTAURANTS INC COMMON STOCK USD 0 | 13,910 | $599K | 0.0% | $43.06 * | $33.22 | +26.0% | COMMON STOCK | 09180C106 |
| — | INTEGRATED SILICON SOLUTION INC COMMON STOCK USD | 27,851 | $599K | 0.0% | $21.51 | $10.96 | — | COMMON STOCK | 45812P107 |
| — | HEALTHCARE TRUST OF AMERICA INC REIT USD 0.01 | 24,400 | $598K | 0.0% | $24.51 | $27.87 | — | EQUITIES - REIT | 42225P501 |
| — | AVX CORP COMMON STOCK USD 0.01 | 45,717 | $598K | 0.0% | $13.08 | $13.45 | — | COMMON STOCK | 002444107 |
| — | INFINITY PROPERTY & CASUALTY CORP COMMON STOCK USD | 7,398 | $596K | 0.0% | $80.56 | $59.78 | — | COMMON STOCK | 45665Q103 |
| — | INPHI CORP COMMON STOCK USD | 24,798 | $596K | 0.0% | $24.03 | $12.71 | — | COMMON STOCK | 45772F107 |
| ARI | APOLLO COMMERCIAL REAL ESTATE FINANCE INC REIT USD | 37,887 | $595K | 0.0% | $15.70 | $15.97 | — | EQUITIES - REIT | 03762U105 |
| — | KIMBALL INTERNATIONAL INC COMMON STOCK USD 0.05 | 62,771 | $594K | 0.0% | $9.46 | $11.17 | — | COMMON STOCK | 494274103 |
| — | GENERAL COMMUNICATION INC COMMON STOCK USD 0 | 34,380 | $593K | 0.0% | $17.25 | $8.10 | — | COMMON STOCK | 369385109 |
| — | DIAMOND FOODS INC COMMON STOCK USD 0.001 | 19,230 | $593K | 0.0% | $30.84 | $22.97 | — | COMMON STOCK | 252603105 |
| HFWA | HERITAGE FINANCIAL CORP/WA COMMON STOCK USD 0 | 31,431 | $592K | 0.0% | $18.83 | $15.84 | +18.8% | COMMON STOCK | 42722X106 |
| MTRN | MATERION CORP COMMON STOCK USD 0 | 19,671 | $591K | 0.0% | $30.04 | $28.11 | +6.8% | COMMON STOCK | 576690101 |
| — | INVESTORS REAL ESTATE TRUST REIT USD 0 | 76,353 | $591K | 0.0% | $7.74 | $8.59 | — | EQUITIES - REIT | 461730103 |
| — | BREEZE-EASTERN CORP COMMON STOCK USD 0.01 | 42,200 | $590K | 0.0% | $13.98 | $13.98 | — | COMMON STOCK | 106764103 |
| — | STARWOOD WAYPOINT RESIDENTIAL TRUST REIT USD 0.01 | 24,709 | $589K | 0.0% | $23.84 | $25.86 | — | EQUITIES - REIT | 85571W109 |
| — | INFOBLOX INC COMMON STOCK USD 0.0001 | 36,845 | $589K | 0.0% | $15.99 | $32.21 | — | COMMON STOCK | 45672H104 |
| PFIS | PEOPLES FINANCIAL SERVICES CORP COMMON STOCK USD 2 | 16,865 | $589K | 0.0% | $34.92 * | $32.89 | -25.9% | COMMON STOCK | 711040105 |
| — | GP STRATEGIES CORP COMMON STOCK USD 0.01 | 25,519 | $582K | 0.0% | $22.81 | $23.83 | — | COMMON STOCK | 36225V104 |
| CHCO | CITY HOLDING CO COMMON STOCK USD 2.5 | 11,735 | $579K | 0.0% | $49.34 * | $26.24 | +37.5% | COMMON STOCK | 177835105 |
| — | RUCKUS WIRELESS INC COMMON STOCK USD 0.001 | 48,708 | $579K | 0.0% | $11.89 | $13.87 | — | COMMON STOCK | 781220108 |
| — | PEP BOYS-MANNY MOE & JACK/THE COMMON STOCK USD 1 | 47,393 | $578K | 0.0% | $12.20 | $11.58 | — | COMMON STOCK | 713278109 |
| NX | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD | 31,838 | $578K | 0.0% | $18.15 * | $14.78 | +6.7% | COMMON STOCK | 747619104 |
| BMA | BANCO MACRO SA ADR USD | 15,000 | $576K | 0.0% | $38.40 | $48.41 | -20.7% | ADR | 05961W105 |
| — | NEONODE INC COMMON STOCK USD 0.001 | 235,900 | $576K | 0.0% | $2.44 | $2.86 | — | COMMON STOCK | 64051M402 |
| — | ONCOMED PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 34,678 | $575K | 0.0% | $16.58 | $17.85 | — | COMMON STOCK | 68234X102 |
| — | CEMPRA INC COMMON STOCK USD 0.001 | 20,670 | $575K | 0.0% | $27.82 | $14.44 | — | COMMON STOCK | 15130J109 |
| SCL | STEPAN CO COMMON STOCK USD 1 | 13,810 | $575K | 0.0% | $41.64 | $56.01 | -25.7% | COMMON STOCK | 858586100 |
| SRCE | 1ST SOURCE CORP COMMON STOCK USD 0 | 18,584 | $572K | 0.0% | $30.78 | $27.04 | — | COMMON STOCK | 336901103 |
| GFF | GRIFFON CORP COMMON STOCK USD 0.25 | 36,239 | $571K | 0.0% | $15.76 * | $7.83 | +45.6% | COMMON STOCK | 398433102 |
| — | REALPAGE INC COMMON STOCK USD 0.001 | 34,158 | $568K | 0.0% | $16.63 | $19.48 | — | COMMON STOCK | 75606N109 |
| — | NEW SENIOR INVESTMENT GROUP INC REIT USD | 54,184 | $567K | 0.0% | $10.46 | $12.74 | — | EQUITIES - REIT | 648691103 |
| — | ENCORE WIRE CORP COMMON STOCK USD 0.01 | 17,344 | $567K | 0.0% | $32.69 | $36.85 | — | COMMON STOCK | 292562105 |
| — | BROADSOFT INC COMMON STOCK USD | 18,890 | $566K | 0.0% | $29.96 | $27.58 | — | COMMON STOCK | 11133B409 |
| — | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD | 14,051 | $563K | 0.0% | $40.07 | $17.89 | — | COMMON STOCK | 46116X101 |
| NBHC | NATIONAL BANK HOLDINGS CORP COMMON STOCK USD | 27,441 | $563K | 0.0% | $20.52 * | $15.02 | +9.9% | COMMON STOCK | 633707104 |
| IRBTQ | IROBOT CORP COMMON STOCK USD 0.01 | 19,318 | $563K | 0.0% | $29.14 * | $31.69 | -4.0% | COMMON STOCK | 462726100 |
| — | ATLANTIC POWER CORP COMMON STOCK CAD 0 | 302,034 | $562K | 0.0% | $1.86 | $3.33 | — | COMMON STOCK | 04878Q863 |
| — | CARDINAL FINANCIAL CORP COMMON STOCK USD 1 | 24,435 | $562K | 0.0% | $23.00 | $14.90 | — | COMMON STOCK | 14149F109 |
| ASTE | ASTEC INDUSTRIES INC COMMON STOCK USD 0.2 | 16,732 | $561K | 0.0% | $33.53 * | $36.44 | -17.6% | COMMON STOCK | 046224101 |
| SYBT | STOCK YARDS BANCORP INC COMMON STOCK USD 0 | 15,416 | $560K | 0.0% | $36.33 * | $19.49 | +24.3% | COMMON STOCK | 861025104 |
| — | REMY INTERNATIONAL INC COMMON STOCK USD 0.0001 | 19,140 | $560K | 0.0% | $29.26 | $22.21 | — | COMMON STOCK | 75971M108 |
| — | VIRGIN AMERICA INC COMMON STOCK USD 0.01 | 16,330 | $559K | 0.0% | $34.23 | $38.35 | — | COMMON STOCK | 92765X208 |
| WNC | WABASH NATIONAL CORP COMMON STOCK USD 0.01 | 52,677 | $558K | 0.0% | $10.59 * | $8.41 | +4.6% | COMMON STOCK | 929566107 |
| MGRC | MCGRATH RENTCORP COMMON STOCK USD 0 | 20,913 | $558K | 0.0% | $26.68 | $31.96 | -16.5% | COMMON STOCK | 580589109 |
| — | SPRINGLEAF HOLDINGS INC COMMON STOCK USD 0.01 | 12,720 | $556K | 0.0% | $43.71 | $29.61 | — | COMMON STOCK | 85172J101 |
| GOGO | GOGO INC COMMON STOCK USD 0.0001 | 36,387 | $556K | 0.0% | $15.28 | $17.63 | -13.3% | COMMON STOCK | 38046C109 |
| REXR | REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 | 40,277 | $555K | 0.0% | $13.78 | $14.25 | — | EQUITIES - REIT | 76169C100 |
| — | MATTRESS FIRM HOLDING CORP COMMON STOCK USD 0.01 | 13,267 | $554K | 0.0% | $41.76 | $44.47 | — | COMMON STOCK | 57722W106 |
| TRS | TRIMAS CORP COMMON STOCK USD 0.01 | 33,800 | $553K | 0.0% | $16.36 | $25.48 | -35.8% | COMMON STOCK | 896215209 |
| — | BIODELIVERY SCIENCES INTERNATIONAL INC COMMON | 99,130 | $551K | 0.0% | $5.56 | $7.98 | — | COMMON STOCK | 09060J106 |
| NSP | INSPERITY INC COMMON STOCK USD 0.01 | 12,481 | $548K | 0.0% | $43.91 * | $10.70 | +61.6% | COMMON STOCK | 45778Q107 |
| — | PERICOM SEMICONDUCTOR CORP COMMON STOCK USD 0 | 30,032 | $548K | 0.0% | $18.25 | $7.75 | — | COMMON STOCK | 713831105 |
| IGM | ISHARES NORTH AMERICAN TECH ETF ETP USD | 5,455 | $547K | 0.0% | $100.27 * | $17.39 | -3.8% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287549 |
| — | GSI GROUP INC COMMON STOCK USD 0 | 42,967 | $547K | 0.0% | $12.73 | $8.12 | — | COMMON STOCK | 36191C205 |
| TRNO | TERRENO REALTY CORP REIT USD 0.01 | 27,871 | $547K | 0.0% | $19.63 | $22.81 | — | EQUITIES - REIT | 88146M101 |
| DDS | DILLARD'S INC COMMON STOCK USD 0 | 6,260 | $547K | 0.0% | $87.38 * | $68.62 | -5.2% | COMMON STOCK | 254067101 |
| CNOB | CONNECTONE BANCORP INC COMMON STOCK USD 0 | 28,299 | $546K | 0.0% | $19.29 * | $15.22 | +1.2% | COMMON STOCK | 20786W107 |
| — | TIVO INC COMMON STOCK USD 0.001 | 63,101 | $546K | 0.0% | $8.65 | $12.56 | — | COMMON STOCK | 888706108 |
| DLB | DOLBY LABORATORIES INC COMMON STOCK USD 0.001 | 16,735 | $546K | 0.0% | $32.63 * | $29.60 | -4.0% | COMMON STOCK | 25659T107 |
| GDOT | GREEN DOT CORP COMMON STOCK USD 0.001 | 30,963 | $545K | 0.0% | $17.60 | $19.89 | -11.5% | COMMON STOCK | 39304D102 |
| — | WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD 0.001 | 44,690 | $545K | 0.0% | $12.20 | $18.85 | — | COMMON STOCK | 950814103 |
| CPS | COOPER-STANDARD HOLDING INC COMMON STOCK USD 0.001 | 9,397 | $545K | 0.0% | $58.00 | $66.11 | -12.3% | COMMON STOCK | 21676P103 |
| CUK | CARNIVAL PLC ADR USD | 10,518 | $544K | 0.0% | $51.72 | $40.45 | — | ADR | 14365C103 |
| — | JIVE SOFTWARE INC COMMON STOCK USD | 116,025 | $542K | 0.0% | $4.67 | $7.40 | — | COMMON STOCK | 47760A108 |
| — | ACCESS NATIONAL CORP COMMON STOCK USD 0.835 | 26,608 | $542K | 0.0% | $20.37 | $20.10 | — | COMMON STOCK | 004337101 |
| SSNC | SS&C TECHNOLOGIES HOLDINGS INC COMMON STOCK USD | 7,720 | $541K | 0.0% | $70.08 * | $17.19 | +103.7% | COMMON STOCK | 78467J100 |
| — | GREENHILL & CO INC COMMON STOCK USD 0.01 | 18,998 | $541K | 0.0% | $28.48 | $45.83 | — | COMMON STOCK | 395259104 |
| — | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD 0.001 | 21,988 | $540K | 0.0% | $24.56 | $17.83 | — | COMMON STOCK | 268158201 |
| — | NATIONAL CINEMEDIA INC COMMON STOCK USD 0.01 | 40,137 | $539K | 0.0% | $13.43 | $16.95 | — | COMMON STOCK | 635309107 |
| — | ADTRAN INC COMMON STOCK USD 0.01 | 36,835 | $538K | 0.0% | $14.61 | $24.65 | — | COMMON STOCK | 00738A106 |
| HL | HECLA MINING CO COMMON STOCK USD 0.25 | 272,846 | $538K | 0.0% | $1.97 * | $3.14 | -40.2% | COMMON STOCK | 422704106 |
| — | STEINER LEISURE LTD COMMON STOCK USD 0.01 | 8,506 | $537K | 0.0% | $63.13 | $52.19 | — | COMMON STOCK | P8744Y102 |
| — | BARNES & NOBLE EDUCATION INC COMMON STOCK USD 0.01 | 42,276 | $537K | 0.0% | $12.70 | $12.70 | — | COMMON STOCK | 06777U101 |
| — | IMMUNOGEN INC COMMON STOCK USD 0.01 | 55,862 | $536K | 0.0% | $9.60 | $16.61 | — | COMMON STOCK | 45253H101 |
| — | ENDOLOGIX INC COMMON STOCK USD 0.001 | 43,685 | $536K | 0.0% | $12.27 | $13.62 | — | COMMON STOCK | 29266S106 |
| GGAL | GRUPO FINANCIERO GALICIA SA ADR USD | 30,000 | $535K | 0.0% | $17.83 | $15.81 | — | ADR | 399909100 |
| PAG | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD | 11,052 | $535K | 0.0% | $48.41 | $48.87 | -0.9% | COMMON STOCK | 70959W103 |
| — | LIFELOCK INC COMMON STOCK USD 0.001 | 61,068 | $535K | 0.0% | $8.76 | $15.34 | — | COMMON STOCK | 53224V100 |
| — | ORITANI FINANCIAL CORP COMMON STOCK USD 0.01 | 34,024 | $531K | 0.0% | $15.61 | $15.79 | — | COMMON STOCK | 68633D103 |
| — | LDR HOLDING CORP COMMON STOCK USD 0.001 | 15,388 | $531K | 0.0% | $34.51 | $28.38 | — | COMMON STOCK | 50185U105 |
| QTWO | Q2 HOLDINGS INC COMMON STOCK USD 0.0001 | 21,406 | $529K | 0.0% | $24.71 | $16.94 | +45.9% | COMMON STOCK | 74736L109 |
| SBCF | SEACOAST BANKING CORP OF FLORIDA COMMON STOCK USD | 35,970 | $528K | 0.0% | $14.68 | $12.96 | +13.3% | COMMON STOCK | 811707801 |
| FBIZ | FIRST BUSINESS FINANCIAL SERVICES INC COMMON STOCK | 22,396 | $527K | 0.0% | $23.53 * | $16.98 | +5.8% | COMMON STOCK | 319390100 |
| ETD | ETHAN ALLEN INTERIORS INC COMMON STOCK USD 0.01 | 19,961 | $527K | 0.0% | $26.40 * | $15.65 | -8.8% | COMMON STOCK | 297602104 |
| — | MERIDIAN BANCORP INC COMMON STOCK USD 0 | 38,489 | $526K | 0.0% | $13.67 | $12.33 | — | COMMON STOCK | 58958U103 |
| — | CRAY INC COMMON STOCK USD 0.01 | 26,519 | $525K | 0.0% | $19.80 | $19.96 | — | COMMON STOCK | 225223304 |
| SAH | SONIC AUTOMOTIVE INC COMMON STOCK USD 0.01 | 25,704 | $525K | 0.0% | $20.42 | $22.27 | -8.3% | COMMON STOCK | 83545G102 |
| — | AEGION CORP COMMON STOCK USD 0.01 | 31,857 | $525K | 0.0% | $16.48 | $22.62 | — | COMMON STOCK | 00770F104 |
| — | FBL FINANCIAL GROUP INC COMMON STOCK USD 0 | 8,513 | $524K | 0.0% | $61.55 | $44.58 | — | COMMON STOCK | 30239F106 |
| — | BANKRATE INC COMMON STOCK USD 0.01 | 50,510 | $523K | 0.0% | $10.35 | $16.00 | — | COMMON STOCK | 06647F102 |
| — | ABENGOA YIELD PLC COMMON STOCK USD | 31,581 | $523K | 0.0% | $16.56 | $30.88 | — | COMMON STOCK | G00349103 |
| — | CELESTICA INC COMMON STOCK CAD 0 | 40,600 | $523K | 0.0% | $12.88 | $12.88 | — | COMMON STOCK | 15101Q108 |
| — | STATE BANK FINANCIAL CORP COMMON STOCK USD 0.01 | 25,214 | $521K | 0.0% | $20.66 | $16.59 | — | COMMON STOCK | 856190103 |
| — | PREMIERE GLOBAL SERVICES INC COMMON STOCK USD 0.01 | 37,883 | $521K | 0.0% | $13.75 | $12.07 | — | COMMON STOCK | 740585104 |
| — | FTD COS INC COMMON STOCK USD 0.0001 | 17,444 | $520K | 0.0% | $29.81 | $32.57 | — | COMMON STOCK | 30281V108 |
| — | ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 | 37,144 | $517K | 0.0% | $13.92 | $22.44 | — | EQUITIES - REIT | 02153W100 |
| — | ARCTIC CAT INC COMMON STOCK USD 0.01 | 23,185 | $514K | 0.0% | $22.17 | $39.31 | — | COMMON STOCK | 039670104 |
| — | NOVATEL WIRELESS INC COMMON STOCK USD 0.001 | 232,698 | $514K | 0.0% | $2.21 | $2.33 | — | COMMON STOCK | 66987M604 |
| CTS | CTS CORP COMMON STOCK USD 0 | 27,750 | $514K | 0.0% | $18.52 * | $10.56 | +65.9% | COMMON STOCK | 126501105 |
| — | MANNKIND CORP COMMON STOCK USD 0.01 | 159,745 | $513K | 0.0% | $3.21 | $8.00 | — | COMMON STOCK | 56400P201 |
| ALX | ALEXANDER'S INC REIT USD 1 | 1,369 | $512K | 0.0% | $374.00 | $369.32 | — | EQUITIES - REIT | 014752109 |
| NSA | NATIONAL STORAGE AFFILIATES TRUST REIT USD 0.01 | 37,814 | $512K | 0.0% | $13.54 | $13.08 | — | EQUITIES - REIT | 637870106 |
| — | BLUE BUFFALO PET PRODUCTS INC COMMON STOCK USD | 28,590 | $512K | 0.0% | $17.91 | $17.91 | — | COMMON STOCK | 09531U102 |
| UTMD | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD 0.01 | 9,513 | $512K | 0.0% | $53.82 | $52.76 | +2.1% | COMMON STOCK | 917488108 |
| UEIC | UNIVERSAL ELECTRONICS INC COMMON STOCK USD 0.01 | 12,191 | $512K | 0.0% | $42.00 | $32.42 | +29.6% | COMMON STOCK | 913483103 |
| — | XOOM CORP COMMON STOCK USD 0.0001 | 20,552 | $511K | 0.0% | $24.86 | $26.80 | — | COMMON STOCK | 98419Q101 |
| — | CAPITAL BANK FINANCIAL CORP COMMON STOCK USD | 16,875 | $510K | 0.0% | $30.22 | $20.62 | — | COMMON STOCK | 139794101 |
| UHT | UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD 0.01 | 10,842 | $509K | 0.0% | $46.95 | $42.82 | — | EQUITIES - REIT | 91359E105 |
| GRC | GORMAN-RUPP CO/THE COMMON STOCK USD 0 | 21,218 | $509K | 0.0% | $23.99 | $23.45 | +2.2% | COMMON STOCK | 383082104 |
| — | CVENT INC COMMON STOCK USD 0.001 | 15,080 | $508K | 0.0% | $33.69 | $33.97 | — | COMMON STOCK | 23247G109 |
| MYRG | MYR GROUP INC COMMON STOCK USD 0.01 | 19,352 | $507K | 0.0% | $26.20 | $23.79 | +10.1% | COMMON STOCK | 55405W104 |
| TDOC | TELADOC INC COMMON STOCK USD 0.001 | 22,739 | $507K | 0.0% | $22.30 | $27.00 | -17.5% | COMMON STOCK | 87918A105 |
| — | ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COMMON | 37,901 | $506K | 0.0% | $13.35 | $18.53 | — | COMMON STOCK | 29272B105 |
| — | HMS HOLDINGS CORP COMMON STOCK USD 0.01 | 57,622 | $505K | 0.0% | $8.76 | $23.24 | — | COMMON STOCK | 40425J101 |
| — | CONSTANT CONTACT INC COMMON STOCK USD 0.01 | 20,782 | $504K | 0.0% | $24.25 | $23.55 | — | COMMON STOCK | 210313102 |
| — | UNITED COMMUNITY FINANCIAL CORP/OH COMMON STOCK | 100,245 | $501K | 0.0% | $5.00 | $5.18 | — | COMMON STOCK | 909839102 |
| WTBA | WEST BANCORPORATION INC COMMON STOCK USD 0 | 26,730 | $501K | 0.0% | $18.74 | $11.27 | +66.3% | COMMON STOCK | 95123P106 |
| DHT | DHT HOLDINGS INC COMMON STOCK USD 0.01 | 67,543 | $501K | 0.0% | $7.42 * | $3.20 | +5.8% | COMMON STOCK | Y2065G121 |
| OSG | AMBAC FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 34,537 | $500K | 0.0% | $14.48 | $28.65 | -49.5% | COMMON STOCK | 023139884 |
| — | UNITED FINANCIAL BANCORP INC/NEW | 38,226 | $499K | 0.0% | $13.05 | $13.55 | — | COMMON STOCK | 910304104 |
| — | GUARANTY BANCORP COMMON STOCK USD 0.001 | 30,262 | $498K | 0.0% | $16.46 | $15.30 | — | COMMON STOCK | 40075T607 |
| — | NUTRISYSTEM INC COMMON STOCK USD 0.001 | 18,738 | $497K | 0.0% | $26.52 | $11.89 | — | COMMON STOCK | 67069D108 |
| LCUT | LIFETIME BRANDS INC COMMON STOCK USD 0.01 | 35,573 | $497K | 0.0% | $13.97 * | $11.03 | +2.7% | COMMON STOCK | 53222Q103 |
| — | LUMINEX CORP COMMON STOCK USD 0.001 | 29,355 | $496K | 0.0% | $16.90 | $20.31 | — | COMMON STOCK | 55027E102 |
| — | CIRCOR INTERNATIONAL INC COMMON STOCK USD 0.01 | 12,333 | $495K | 0.0% | $40.14 | $54.80 | — | COMMON STOCK | 17273K109 |
| — | EROS INTERNATIONAL PLC COMMON STOCK USD 30 | 18,223 | $495K | 0.0% | $27.16 | $16.22 | — | COMMON STOCK | G3788M114 |
| — | INTERVAL LEISURE GROUP INC COMMON STOCK USD 0.01 | 26,984 | $495K | 0.0% | $18.34 | $20.40 | — | COMMON STOCK | 46113M108 |
| USNA | USANA HEALTH SCIENCES INC COMMON STOCK USD 0.001 | 3,684 | $494K | 0.0% | $134.09 * | $31.72 | +111.3% | COMMON STOCK | 90328M107 |
| — | INLAND REAL ESTATE CORP REIT USD 0.01 | 61,030 | $494K | 0.0% | $8.09 | $10.23 | — | EQUITIES - REIT | 457461200 |
| — | REGIS CORP COMMON STOCK USD 0.05 | 37,455 | $491K | 0.0% | $13.11 | $16.42 | — | COMMON STOCK | 758932107 |
| VCSH | VANGUARD SHORT-TERM CORPORATE BOND ETF ETP USD | 6,150 | $490K | 0.0% | $79.67 | $79.78 | -0.1% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 92206C409 |
| GLRE | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD 0.01 | 21,936 | $489K | 0.0% | $22.29 | $25.05 | -11.1% | COMMON STOCK | G4095J109 |
| — | ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD | 14,923 | $489K | 0.0% | $32.77 | $35.14 | — | COMMON STOCK | 014339105 |
| — | NEVRO CORP COMMON STOCK USD 0.001 | 10,493 | $487K | 0.0% | $46.41 | $44.75 | — | COMMON STOCK | 64157F103 |
| — | OMNOVA SOLUTIONS INC COMMON STOCK USD 0.1 | 87,867 | $487K | 0.0% | $5.54 | $8.31 | — | COMMON STOCK | 682129101 |
| — | US SILICA HOLDINGS INC COMMON STOCK USD 0.01 | 34,597 | $487K | 0.0% | $14.08 | $46.50 | — | COMMON STOCK | 90346E103 |
| — | AMERICAN CAPITAL MORTGAGE INVESTMENT CORP REIT USD | 32,999 | $486K | 0.0% | $14.73 | $18.06 | — | EQUITIES - REIT | 02504A104 |
| — | CENTERSTATE BANKS INC COMMON STOCK USD 0.01 | 32,954 | $484K | 0.0% | $14.69 | $9.44 | — | COMMON STOCK | 15201P109 |
| — | GLOBALSTAR INC COMMON STOCK USD 0.0001 | 307,344 | $483K | 0.0% | $1.57 | $3.51 | — | COMMON STOCK | 378973408 |
| — | THERAPEUTICSMD INC COMMON STOCK USD 0.001 | 82,338 | $483K | 0.0% | $5.87 | $3.45 | — | COMMON STOCK | 88338N107 |
| — | CARA THERAPEUTICS INC COMMON STOCK USD 0.001 | 33,628 | $481K | 0.0% | $14.30 | $16.70 | — | COMMON STOCK | 140755109 |
| — | UNIT CORP COMMON STOCK USD 0.2 | 42,638 | $480K | 0.0% | $11.26 | $43.03 | — | COMMON STOCK | 909218109 |
| — | STORE CAPITAL CORP REIT USD 0.01 | 23,234 | $480K | 0.0% | $20.66 | $21.54 | — | EQUITIES - REIT | 862121100 |
| — | NEWLINK GENETICS CORP COMMON STOCK USD 0.01 | 13,403 | $480K | 0.0% | $35.81 | $20.19 | — | COMMON STOCK | 651511107 |
| — | WILLIS GROUP HOLDINGS PLC COMMON STOCK USD | 11,676 | $478K | 0.0% | $40.94 | $46.88 | — | COMMON STOCK | G96666105 |
| — | WINDSTREAM HOLDINGS INC COMMON STOCK USD 0.0001 | 77,901 | $478K | 0.0% | $6.14 | $6.38 | — | COMMON STOCK | 97382A200 |
| — | BLOUNT INTERNATIONAL INC COMMON STOCK USD 0.01 | 85,477 | $476K | 0.0% | $5.57 | $16.09 | — | COMMON STOCK | 095180105 |
| — | FIRST POTOMAC REALTY TRUST REIT USD 0.001 | 43,011 | $473K | 0.0% | $11.00 | $11.89 | — | EQUITIES - REIT | 33610F109 |
| — | DDR CORP REIT USD 0.1 | 30,768 | $473K | 0.0% | $15.37 | $18.62 | — | EQUITIES - REIT | 23317H102 |
| EGHT | 8X8 INC COMMON STOCK USD 0.001 | 57,176 | $473K | 0.0% | $8.27 | $8.03 | +2.9% | COMMON STOCK | 282914100 |
| NVRI | HARSCO CORP COMMON STOCK USD 1.25 | 51,851 | $470K | 0.0% | $9.06 | $23.49 | -61.4% | COMMON STOCK | 415864107 |
| CVCO | CAVCO INDUSTRIES INC COMMON STOCK USD 0.01 | 6,842 | $466K | 0.0% | $68.11 | $52.81 | +28.9% | COMMON STOCK | 149568107 |
| — | INVENSENSE INC COMMON STOCK USD 0.001 | 50,174 | $466K | 0.0% | $9.29 | $17.24 | — | COMMON STOCK | 46123D205 |
| — | DOMINION DIAMOND CORP COMMON STOCK CAD 0 | 43,600 | $466K | 0.0% | $10.69 | $15.66 | — | COMMON STOCK | 257287102 |
| PRIM | PRIMORIS SERVICES CORP COMMON STOCK USD 0.0001 | 25,963 | $465K | 0.0% | $17.91 | $21.38 | -16.2% | COMMON STOCK | 74164F103 |
| PHG | KONINKLIJKE PHILIPS NV NY REG SHRS USD | 19,720 | $463K | 0.0% | $23.48 | $31.90 | -26.5% | ADR | 500472303 |
| CJESEUR | C&J ENERGY SERVICES LTD COMMON STOCK USD | 131,581 | $463K | 0.0% | $3.52 | $11.21 | — | COMMON STOCK | G3164Q101 |
| — | INVACARE CORP COMMON STOCK USD 0.25 | 31,895 | $462K | 0.0% | $14.49 | $15.09 | — | COMMON STOCK | 461203101 |
| — | OTONOMY INC COMMON STOCK USD 0.001 | 25,899 | $461K | 0.0% | $17.80 | $30.33 | — | COMMON STOCK | 68906L105 |
| PARR | PAR PETROLEUM CORP COMMON STOCK USD 0.01 | 22,151 | $461K | 0.0% | $20.81 | $20.86 | -0.1% | COMMON STOCK | 69888T207 |
| — | SPECTRANETICS CORP/THE COMMON STOCK USD 0.001 | 39,068 | $461K | 0.0% | $11.80 | $21.88 | — | COMMON STOCK | 84760C107 |
| — | NRG YIELD INC COMMON STOCK USD | 39,600 | $460K | 0.0% | $11.62 | $17.36 | — | COMMON STOCK | 62942X405 |
| TLYS | TILLY'S INC COMMON STOCK USD 0.001 | 62,457 | $460K | 0.0% | $7.37 * | $8.36 | -44.0% | COMMON STOCK | 886885102 |
| — | RETROPHIN INC COMMON STOCK USD 0.0001 | 22,652 | $459K | 0.0% | $20.26 | $19.93 | — | COMMON STOCK | 761299106 |
| — | REVANCE THERAPEUTICS INC COMMON STOCK USD 0.001 | 15,381 | $458K | 0.0% | $29.78 | $31.16 | — | COMMON STOCK | 761330109 |
| — | REVLON INC COMMON STOCK USD 0.01 | 15,512 | $457K | 0.0% | $29.46 | $29.39 | — | COMMON STOCK | 761525609 |
| CRAI | CRA INTERNATIONAL INC COMMON STOCK USD 0 | 21,196 | $457K | 0.0% | $21.56 * | $22.97 | -18.0% | COMMON STOCK | 12618T105 |
| FF | FUTUREFUEL CORP COMMON STOCK USD 0.0001 | 46,129 | $456K | 0.0% | $9.89 * | $3.78 | -25.7% | COMMON STOCK | 36116M106 |
| HRTX | HERON THERAPEUTICS INC COMMON STOCK USD 0.01 | 18,707 | $456K | 0.0% | $24.38 | $14.63 | +66.7% | COMMON STOCK | 427746102 |
| W | WAYFAIR INC COMMON STOCK USD 0.001 | 12,963 | $454K | 0.0% | $35.02 | $24.01 | +46.0% | COMMON STOCK | 94419L101 |
| — | SURGICAL CARE AFFILIATES INC COMMON STOCK USD 0.01 | 13,875 | $454K | 0.0% | $32.72 | $35.57 | — | COMMON STOCK | 86881L106 |
| BUD | ANHEUSER-BUSCH INBEV SA/NV ADR USD | 4,265 | $453K | 0.0% | $106.21 | $95.24 | +11.6% | ADR | 03524A108 |
| OM2 | ORTHOFIX INTERNATIONAL NV COMMON STOCK USD 0.1 | 13,414 | $453K | 0.0% | $33.77 | $27.46 | — | COMMON STOCK | N6748L102 |
| AMPH | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD | 38,661 | $452K | 0.0% | $11.69 | $10.43 | +12.0% | COMMON STOCK | 03209R103 |
| PKOH | PARK-OHIO HOLDINGS CORP COMMON STOCK USD 1 | 15,610 | $451K | 0.0% | $28.89 * | $28.99 | -18.4% | COMMON STOCK | 700666100 |
| — | DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD | 26,090 | $451K | 0.0% | $17.29 | $60.16 | — | COMMON STOCK | 25271C102 |
| JOE | ST JOE CO/THE COMMON STOCK USD 0 | 23,535 | $450K | 0.0% | $19.12 | $21.47 | -10.9% | COMMON STOCK | 790148100 |
| — | NEW MEDIA INVESTMENT GROUP INC COMMON STOCK USD | 29,074 | $449K | 0.0% | $15.44 | $19.07 | — | COMMON STOCK | 64704V106 |
| TNET | TRINET GROUP INC COMMON STOCK USD 0.000025 | 26,661 | $448K | 0.0% | $16.80 * | $27.16 | -39.7% | COMMON STOCK | 896288107 |
| — | CHARTER FINANCIAL CORP/MD COMMON STOCK USD 0.01 | 35,347 | $448K | 0.0% | $12.67 | $10.60 | — | COMMON STOCK | 16122W108 |
| — | MOBILE TELESYSTEMS PJSC ADR USD | 62,010 | $448K | 0.0% | $7.22 | $12.56 | — | ADR | 607409109 |
| WASH | WASHINGTON TRUST BANCORP INC COMMON STOCK USD | 11,616 | $447K | 0.0% | $38.48 * | $15.21 | +51.2% | COMMON STOCK | 940610108 |
| — | PROVIDENCE SERVICE CORP/THE COMMON STOCK USD 0.001 | 10,230 | $446K | 0.0% | $43.60 | $30.96 | — | COMMON STOCK | 743815102 |
| VRTS | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD | 4,438 | $446K | 0.0% | $100.50 * | $149.57 | -49.5% | COMMON STOCK | 92828Q109 |
| SXC | SUNCOKE ENERGY INC COMMON STOCK USD 0.01 | 57,220 | $445K | 0.0% | $7.78 | $15.89 | -51.0% | COMMON STOCK | 86722A103 |
| ALG | ALAMO GROUP INC COMMON STOCK USD 0.1 | 9,509 | $445K | 0.0% | $46.80 * | $50.89 | -13.0% | COMMON STOCK | 011311107 |
| — | RENTRAK CORP COMMON STOCK USD 0.001 | 8,220 | $444K | 0.0% | $54.01 | $54.65 | — | COMMON STOCK | 760174102 |
| THFF | FIRST FINANCIAL CORP/IN COMMON STOCK USD 0 | 13,724 | $444K | 0.0% | $32.35 * | $22.41 | +3.6% | COMMON STOCK | 320218100 |
| — | US CONCRETE INC COMMON STOCK USD 0.001 | 9,215 | $440K | 0.0% | $47.75 | $18.63 | — | COMMON STOCK | 90333L201 |
| MTSI | M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS INC COMMON | 15,185 | $440K | 0.0% | $28.98 | $27.82 | +4.2% | COMMON STOCK | 55405Y100 |
| — | TEXTURA CORP COMMON STOCK USD 0.001 | 16,992 | $439K | 0.0% | $25.84 | $25.26 | — | COMMON STOCK | 883211104 |
| — | BILL BARRETT CORP COMMON STOCK USD 0.001 | 132,859 | $438K | 0.0% | $3.30 | $15.81 | — | COMMON STOCK | 06846N104 |
| TTI | TETRA TECHNOLOGIES INC COMMON STOCK USD 0.01 | 73,890 | $437K | 0.0% | $5.91 | $10.04 | -41.1% | COMMON STOCK | 88162F105 |
| — | EBIX INC COMMON STOCK USD 0.1 | 17,417 | $435K | 0.0% | $24.98 | $9.34 | — | COMMON STOCK | 278715206 |
| MXL | MAXLINEAR INC COMMON STOCK USD | 35,006 | $435K | 0.0% | $12.43 | $8.27 | +50.4% | COMMON STOCK | 57776J100 |
| — | CONN'S INC COMMON STOCK USD 0.01 | 18,045 | $434K | 0.0% | $24.05 | $51.27 | — | COMMON STOCK | 208242107 |
| NOK | NOKIA OYJ ADR USD | 63,800 | $433K | 0.0% | $6.79 | $5.34 | +26.9% | ADR | 654902204 |
| LSCC | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD 0.01 | 112,400 | $433K | 0.0% | $3.85 | $5.27 | — | COMMON STOCK | 518415104 |
| — | XENOPORT INC COMMON STOCK USD 0.001 | 124,387 | $432K | 0.0% | $3.47 | $5.34 | — | COMMON STOCK | 98411C100 |
| — | ZAIS FINANCIAL CORP REIT USD 0.0001 | 32,200 | $431K | 0.0% | $13.39 | $17.26 | — | EQUITIES - REIT | 98886K108 |
| — | ARATANA THERAPEUTICS INC COMMON STOCK USD 0.001 | 50,944 | $431K | 0.0% | $8.46 | $11.42 | — | COMMON STOCK | 03874P101 |
| MGNX | MACROGENICS INC COMMON STOCK USD 0.01 | 20,064 | $430K | 0.0% | $21.43 | $30.73 | -30.3% | COMMON STOCK | 556099109 |
| — | IMMUNE DESIGN CORP COMMON STOCK USD 0.001 | 35,208 | $430K | 0.0% | $12.21 | $20.38 | — | COMMON STOCK | 45252L103 |
| — | DELTIC TIMBER CORP COMMON STOCK USD 0.01 | 7,178 | $429K | 0.0% | $59.77 | $60.61 | — | COMMON STOCK | 247850100 |
| — | LIBERTY VENTURES TRACKING STK USD 0.01 | 10,611 | $428K | 0.0% | $40.34 | $40.69 | — | COMMON STOCK | 53071M880 |
| AIRT | AIR T INC COMMON STOCK USD 0.25 | 23,937 | $426K | 0.0% | $17.80 * | $14.03 | +8.0% | COMMON STOCK | 009207101 |
| — | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD | 25,118 | $424K | 0.0% | $16.88 | $15.33 | — | COMMON STOCK | 253922108 |
| — | JOURNAL MEDIA GROUP INC COMMON STOCK USD 0.01 | 56,522 | $424K | 0.0% | $7.50 | $8.30 | — | COMMON STOCK | 48114A109 |
| WMK | WEIS MARKETS INC COMMON STOCK USD 0 | 10,162 | $424K | 0.0% | $41.72 * | $31.68 | +4.1% | COMMON STOCK | 948849104 |
| WTM | WHITE MOUNTAINS INSURANCE GROUP LTD COMMON STOCK | 567 | $424K | 0.0% | $747.80 | $595.51 | +25.5% | COMMON STOCK | G9618E107 |
| — | BSQUARE CORP COMMON STOCK USD 0 | 63,900 | $422K | 0.0% | $6.60 | $6.56 | — | COMMON STOCK | 11776U300 |
| HVT | HAVERTY FURNITURE COS INC COMMON STOCK USD 1 | 17,970 | $422K | 0.0% | $23.48 | $25.31 | -7.2% | COMMON STOCK | 419596101 |
| GTLS | CHART INDUSTRIES INC COMMON STOCK USD 0.01 | 21,894 | $421K | 0.0% | $19.23 | $96.40 | -80.1% | COMMON STOCK | 16115Q308 |
| — | SPARK ENERGY INC COMMON STOCK USD 0.01 | 25,366 | $420K | 0.0% | $16.56 | $15.59 | — | COMMON STOCK | 846511103 |
| — | NAVISTAR INTERNATIONAL CORP COMMON STOCK USD 0.1 | 32,992 | $420K | 0.0% | $12.73 | $27.06 | — | COMMON STOCK | 63934E108 |
| CBZ | CBIZ INC COMMON STOCK USD 0.01 | 42,770 | $420K | 0.0% | $9.82 | $6.93 | +41.8% | COMMON STOCK | 124805102 |
| — | TAL INTERNATIONAL GROUP INC COMMON STOCK USD 0.001 | 30,624 | $419K | 0.0% | $13.68 | $44.05 | — | COMMON STOCK | 874083108 |
| — | CASCADE MICROTECH INC COMMON STOCK USD 0.01 | 29,621 | $419K | 0.0% | $14.15 | $13.74 | — | COMMON STOCK | 147322101 |
| — | ARRAY BIOPHARMA INC COMMON STOCK USD 0.001 | 91,543 | $417K | 0.0% | $4.56 | $4.90 | — | COMMON STOCK | 04269X105 |
| TFIN | TRIUMPH BANCORP INC COMMON STOCK USD 0.01 | 24,848 | $417K | 0.0% | $16.78 | $13.15 | +27.8% | COMMON STOCK | 89679E300 |
| EML | EASTERN CO/THE COMMON STOCK USD 0 | 25,599 | $415K | 0.0% | $16.21 * | $15.71 | -16.9% | COMMON STOCK | 276317104 |
| CMT | CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD | 22,492 | $415K | 0.0% | $18.45 | $18.93 | -3.6% | COMMON STOCK | 218683100 |
| RBCAA | REPUBLIC BANCORP INC/KY COMMON STOCK USD 0 | 16,794 | $412K | 0.0% | $24.53 | $22.53 | +9.0% | COMMON STOCK | 760281204 |
| — | MODEL N INC COMMON STOCK USD 0.00015 | 40,999 | $410K | 0.0% | $10.00 | $14.93 | — | COMMON STOCK | 607525102 |
| — | EP ENERGY CORP COMMON STOCK USD 0.01 | 79,379 | $409K | 0.0% | $5.15 | $19.09 | — | COMMON STOCK | 268785102 |
| — | ROADRUNNER TRANSPORTATION SYSTEMS INC COMMON STOCK | 22,131 | $407K | 0.0% | $18.39 | $27.15 | — | COMMON STOCK | 76973Q105 |
| GLPI | GAMING AND LEISURE PROPERTIES INC REIT USD | 13,700 | $407K | 0.0% | $29.71 | $29.71 | — | EQUITIES - REIT | 36467J108 |
| HBNC | HORIZON BANCORP/IN COMMON STOCK USD 0 | 17,059 | $405K | 0.0% | $23.74 * | $9.46 | +11.5% | COMMON STOCK | 440407104 |
| — | SUPERIOR INDUSTRIES INTERNATIONAL INC COMMON STOCK | 21,624 | $404K | 0.0% | $18.68 | $17.80 | — | COMMON STOCK | 868168105 |
| — | TRIPLE-S MANAGEMENT CORP COMMON STOCK USD 1 | 22,589 | $402K | 0.0% | $17.80 | $20.75 | — | COMMON STOCK | 896749108 |
| IWF | ISHARES RUSSELL 1000 GROWTH ETF ETP USD | 4,307 | $401K | 0.0% | $93.10 * | $24.43 | -4.8% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287614 |
| — | AIR TRANSPORT SERVICES GROUP INC COMMON STOCK USD | 46,959 | $401K | 0.0% | $8.54 | $6.73 | — | COMMON STOCK | 00922R105 |
| — | INTL. FCSTONE INC COMMON STOCK USD 0.01 | 16,248 | $401K | 0.0% | $24.68 | $20.93 | — | COMMON STOCK | 46116V105 |
| — | XO GROUP INC COMMON STOCK USD 0.01 | 28,333 | $400K | 0.0% | $14.12 | $13.10 | — | COMMON STOCK | 983772104 |
| — | WALTER INVESTMENT MANAGEMENT CORP COMMON STOCK USD | 24,564 | $399K | 0.0% | $16.24 | $35.40 | — | COMMON STOCK | 93317W102 |
| ATRC | ATRICURE INC COMMON STOCK USD 0.001 | 18,162 | $398K | 0.0% | $21.91 | $11.02 | +98.8% | COMMON STOCK | 04963C209 |
| MPAA | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD | 12,652 | $397K | 0.0% | $31.38 | $22.89 | +36.9% | COMMON STOCK | 620071100 |
| — | LORAL SPACE & COMMUNICATIONS INC COMMON STOCK USD | 8,434 | $397K | 0.0% | $47.07 | $60.99 | — | COMMON STOCK | 543881106 |
| — | THERAVANCE INC COMMON STOCK USD 0.01 | 55,096 | $396K | 0.0% | $7.19 | $29.77 | — | COMMON STOCK | 88338T104 |
| GTY | GETTY REALTY CORP REIT USD 0.01 | 25,001 | $395K | 0.0% | $15.80 | $20.62 | — | EQUITIES - REIT | 374297109 |
| — | INDEPENDENCE CONTRACT DRILLING INC COMMON STOCK | 79,151 | $394K | 0.0% | $4.98 | $8.76 | — | COMMON STOCK | 453415309 |
| — | NORTEK INC COMMON STOCK USD 0.01 | 6,226 | $394K | 0.0% | $63.28 | $65.25 | — | COMMON STOCK | 656559309 |
| — | NEW YORK MORTGAGE TRUST INC REIT USD 0.02 | 71,786 | $394K | 0.0% | $5.49 | $7.12 | — | EQUITIES - REIT | 649604501 |
| — | HORSEHEAD HOLDING CORP COMMON STOCK USD 0.01 | 129,621 | $394K | 0.0% | $3.04 | $12.06 | — | COMMON STOCK | 440694305 |
| — | HANGER INC COMMON STOCK USD 0.01 | 28,573 | $390K | 0.0% | $13.65 | $31.73 | — | COMMON STOCK | 41043F208 |
| — | PERFORMANCE SPORTS GROUP LTD COMMON STOCK CAD | 29,010 | $389K | 0.0% | $13.41 | $17.99 | — | COMMON STOCK | 71377G100 |
| BLDR | BUILDERS FIRSTSOURCE INC COMMON STOCK USD 0.01 | 30,659 | $389K | 0.0% | $12.69 | $6.42 | +97.5% | COMMON STOCK | 12008R107 |
| UIS | UNISYS CORP COMMON STOCK USD 0.01 | 32,590 | $388K | 0.0% | $11.91 | $20.20 | -41.1% | COMMON STOCK | 909214306 |
| — | BRYN MAWR BANK CORP COMMON STOCK USD 1 | 12,493 | $388K | 0.0% | $31.06 | $24.95 | — | COMMON STOCK | 117665109 |
| — | CAPITAL SENIOR LIVING CORP COMMON STOCK USD 0.01 | 19,162 | $384K | 0.0% | $20.04 | $23.90 | — | COMMON STOCK | 140475104 |
| SSTK | SHUTTERSTOCK INC COMMON STOCK USD 0.01 | 12,704 | $384K | 0.0% | $30.23 | $66.79 | -54.7% | COMMON STOCK | 825690100 |
| — | TRC COS INC COMMON STOCK USD 0.1 | 32,273 | $382K | 0.0% | $11.84 | $10.96 | — | COMMON STOCK | 872625108 |
| — | DOT HILL SYSTEMS CORP COMMON STOCK 0.001 | 39,117 | $381K | 0.0% | $9.74 | $4.69 | — | COMMON STOCK | 25848T109 |
| — | BLUEROCK RESIDENTIAL GROWTH REIT INC REIT USD | 31,807 | $381K | 0.0% | $11.98 | $12.67 | — | EQUITIES - REIT | 09627J102 |
| NPKI | NEWPARK RESOURCES INC COMMON STOCK USD 0.01 | 74,127 | $380K | 0.0% | $5.13 | $10.44 | -51.0% | COMMON STOCK | 651718504 |
| BANF | BANCFIRST CORP COMMON STOCK USD 1 | 6,017 | $380K | 0.0% | $63.15 * | $17.24 | +48.6% | COMMON STOCK | 05945F103 |
| — | CALAMP CORP COMMON STOCK USD 0.01 | 23,545 | $379K | 0.0% | $16.10 | $14.92 | — | COMMON STOCK | 128126109 |
| WGO | WINNEBAGO INDUSTRIES INC COMMON STOCK USD 0.5 | 19,777 | $379K | 0.0% | $19.16 | $21.85 | -12.3% | COMMON STOCK | 974637100 |
| — | COBIZ FINANCIAL INC COMMON STOCK USD 0.01 | 29,023 | $378K | 0.0% | $13.02 | $9.09 | — | COMMON STOCK | 190897108 |
| — | FORESTAR GROUP INC COMMON STOCK USD 1 | 28,671 | $377K | 0.0% | $13.15 | $19.37 | — | COMMON STOCK | 346233109 |
| — | RAPTOR PHARMACEUTICAL CORP COMMON STOCK USD 0.001 | 62,238 | $377K | 0.0% | $6.06 | $11.48 | — | COMMON STOCK | 75382F106 |
| — | PARK STERLING CORP COMMON STOCK USD 0.01 | 55,351 | $376K | 0.0% | $6.79 | $5.91 | — | COMMON STOCK | 70086Y105 |
| — | POZEN INC COMMON STOCK USD 0.001 | 64,292 | $375K | 0.0% | $5.83 | $7.23 | — | COMMON STOCK | 73941U102 |
| NNBR | NN INC COMMON STOCK USD 0.01 | 20,267 | $375K | 0.0% | $18.50 * | $11.95 | +43.2% | COMMON STOCK | 629337106 |
| — | XOMA CORP COMMON STOCK USD 0.0005 | 499,258 | $375K | 0.0% | $0.75 | $1.65 | — | COMMON STOCK | 98419J107 |
| GABC | GERMAN AMERICAN BANCORP INC COMMON STOCK USD 0 | 12,815 | $375K | 0.0% | $29.26 * | $12.70 | +19.5% | COMMON STOCK | 373865104 |
| — | MONMOUTH REAL ESTATE INVESTMENT CORP REIT USD 0.01 | 38,120 | $372K | 0.0% | $9.76 | $9.91 | — | EQUITIES - REIT | 609720107 |
| — | NATIONAL WESTERN LIFE INSURANCE CO COMMON STOCK | 1,669 | $372K | 0.0% | $222.89 | $194.08 | — | COMMON STOCK | 638522102 |
| — | FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001 | 24,928 | $370K | 0.0% | $14.84 | $17.77 | — | COMMON STOCK | 33938J106 |
| — | CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD | 4,115 | $370K | 0.0% | $89.91 | $115.06 | — | COMMON STOCK | 16938C106 |
| — | FRED'S INC COMMON STOCK USD 0 | 31,188 | $370K | 0.0% | $11.86 | $15.49 | — | COMMON STOCK | 356108100 |
| BMRC | BANK OF MARIN BANCORP COMMON STOCK USD 0 | 7,692 | $369K | 0.0% | $47.97 * | $15.87 | +10.4% | COMMON STOCK | 063425102 |
| — | RUDOLPH TECHNOLOGIES INC COMMON STOCK USD 0.001 | 29,642 | $369K | 0.0% | $12.45 | $11.18 | — | COMMON STOCK | 781270103 |
| PGC | PEAPACK GLADSTONE FINANCIAL CORP COMMON STOCK USD | 17,445 | $369K | 0.0% | $21.15 * | $17.79 | +10.2% | COMMON STOCK | 704699107 |
| — | GTT COMMUNICATIONS INC COMMON STOCK USD 0.0001 | 15,848 | $369K | 0.0% | $23.28 | $13.93 | — | COMMON STOCK | 362393100 |
| — | UNIVERSAL AMERICAN CORP/NY COMMON STOCK USD 0.01 | 53,611 | $367K | 0.0% | $6.85 | $8.62 | — | COMMON STOCK | 91338E101 |
| — | NUANCE COMMUNICATIONS INC COMMON STOCK USD 0.001 | 22,359 | $366K | 0.0% | $16.37 | $17.11 | — | COMMON STOCK | 67020Y100 |
| SCVL | SHOE CARNIVAL INC COMMON STOCK USD 0.01 | 15,269 | $363K | 0.0% | $23.77 * | $11.44 | +4.0% | COMMON STOCK | 824889109 |
| — | BIGLARI HOLDINGS INC COMMON STOCK USD 0.5 | 990 | $362K | 0.0% | $365.66 | $399.21 | — | COMMON STOCK | 08986R101 |
| HASI | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE | 20,972 | $361K | 0.0% | $17.21 * | $9.11 | +10.6% | EQUITIES - REIT | 41068X100 |
| — | SUNPOWER CORP COMMON STOCK USD 0.001 | 18,032 | $361K | 0.0% | $20.02 | $24.04 | — | COMMON STOCK | 867652406 |
| LADR | LADDER CAPITAL CORP REIT USD 0.001 | 25,241 | $361K | 0.0% | $14.30 | $18.45 | — | EQUITIES - REIT | 505743104 |
| — | AMERICAN RESIDENTIAL PROPERTIES INC REIT USD 0.01 | 20,865 | $360K | 0.0% | $17.25 | $18.20 | — | EQUITIES - REIT | 02927E303 |
| — | CIVEO CORP COMMON STOCK USD 0.01 | 242,756 | $359K | 0.0% | $1.48 | $1.48 | — | COMMON STOCK | 17878Y108 |
| — | ENTERCOM COMMUNICATIONS CORP COMMON STOCK USD 0.01 | 35,305 | $359K | 0.0% | $10.17 | $9.44 | — | COMMON STOCK | 293639100 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR LTD COMMON STOCK USD | 46,075 | $359K | 0.0% | $7.79 | $7.90 | -1.4% | COMMON STOCK | G6331P104 |
| CNS | COHEN & STEERS INC COMMON STOCK USD 0.01 | 13,043 | $358K | 0.0% | $27.45 * | $21.01 | -19.6% | COMMON STOCK | 19247A100 |
| — | SHORETEL INC COMMON STOCK USD 0.001 | 47,810 | $357K | 0.0% | $7.47 | $6.13 | — | COMMON STOCK | 825211105 |
| DSGX | DESCARTES SYSTEMS GROUP INC/THE COMMON STOCK CAD 0 | 20,200 | $357K | 0.0% | $17.67 | $13.61 | +30.0% | COMMON STOCK | 249906108 |
| — | GIGAMON INC COMMON STOCK USD 0.0001 | 17,736 | $355K | 0.0% | $20.02 | $21.93 | — | COMMON STOCK | 37518B102 |
| — | EPIQ SYSTEMS INC COMMON STOCK USD 0.01 | 27,446 | $355K | 0.0% | $12.93 | $13.45 | — | COMMON STOCK | 26882D109 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK USD | 25,493 | $354K | 0.0% | $13.89 | $21.02 | — | COMMON STOCK | 63861C109 |
| — | H&E EQUIPMENT SERVICES INC COMMON STOCK USD 0.01 | 21,152 | $354K | 0.0% | $16.74 | $21.61 | — | COMMON STOCK | 404030108 |
| OFG | OFG BANCORP COMMON STOCK USD 1 | 40,569 | $354K | 0.0% | $8.73 | $16.48 | -47.0% | COMMON STOCK | 67103X102 |
| — | COUPONS.COM INC COMMON STOCK USD 0.00001 | 39,343 | $354K | 0.0% | $9.00 | $14.02 | — | COMMON STOCK | 22265J102 |
| TREE | LENDINGTREE INC COMMON STOCK USD 0.01 | 3,793 | $353K | 0.0% | $93.07 | $55.99 | — | COMMON STOCK | 52603B107 |
| CTRE | CARETRUST REIT INC REIT USD 0.01 | 31,039 | $352K | 0.0% | $11.34 | $15.91 | — | EQUITIES - REIT | 14174T107 |
| ARKR | ARK RESTAURANTS CORP COMMON STOCK USD 0.01 | 15,342 | $352K | 0.0% | $22.94 * | $15.65 | +16.4% | COMMON STOCK | 040712101 |
| — | AMERICAN RAILCAR INDUSTRIES INC COMMON STOCK USD | 9,677 | $350K | 0.0% | $36.17 | $33.71 | — | COMMON STOCK | 02916P103 |
| — | ACCELERON PHARMA INC COMMON STOCK USD 0.001 | 14,045 | $350K | 0.0% | $24.92 | $34.79 | — | COMMON STOCK | 00434H108 |
| — | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD | 13,879 | $350K | 0.0% | $25.22 | $24.48 | — | COMMON STOCK | 00165C104 |
| — | ACTUA CORP COMMON STOCK USD 0.001 | 29,676 | $349K | 0.0% | $11.76 | $16.01 | — | COMMON STOCK | 005094107 |
| — | RUBY TUESDAY INC COMMON STOCK USD 0.01 | 56,050 | $348K | 0.0% | $6.21 | $9.20 | — | COMMON STOCK | 781182100 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP REIT USD 0.01 | 27,551 | $347K | 0.0% | $12.59 | $15.09 | — | EQUITIES - REIT | 95790D105 |
| — | EQUITY COMMONWEALTH REIT USD 0.01 | 12,718 | $346K | 0.0% | $27.21 | $25.73 | — | EQUITIES - REIT | 294628102 |
| — | HAYNES INTERNATIONAL INC COMMON STOCK USD 0.001 | 9,122 | $345K | 0.0% | $37.82 | $48.35 | — | COMMON STOCK | 420877201 |
| — | TELETECH HOLDINGS INC COMMON STOCK USD 0.01 | 12,860 | $345K | 0.0% | $26.83 | $24.29 | — | COMMON STOCK | 879939106 |
| CHGG | CHEGG INC COMMON STOCK USD 0.001 | 47,741 | $344K | 0.0% | $7.21 | $8.15 | -11.5% | COMMON STOCK | 163092109 |
| — | SYNERGY PHARMACEUTICALS INC COMMON STOCK USD | 64,805 | $343K | 0.0% | $5.29 | $4.34 | — | COMMON STOCK | 871639308 |
| — | GLOBAL EAGLE ENTERTAINMENT INC COMMON STOCK USD | 29,909 | $343K | 0.0% | $11.47 | $11.45 | — | COMMON STOCK | 37951D102 |
| VIAV | VIAVI SOLUTIONS INC COMMON STOCK USD 0.001 | 63,800 | $343K | 0.0% | $5.38 | $5.86 | -8.4% | COMMON STOCK | 925550105 |
| — | CARMIKE CINEMAS INC COMMON STOCK USD 0.03 | 17,020 | $342K | 0.0% | $20.09 | $19.80 | — | COMMON STOCK | 143436400 |
| LNWO | SCIENTIFIC GAMES CORP COMMON STOCK USD 0.01 | 32,581 | $340K | 0.0% | $10.44 | $9.54 | +9.5% | COMMON STOCK | 80874P109 |
| — | UNITED DEVELOPMENT FUNDING IV REIT USD 0.01 | 19,303 | $340K | 0.0% | $17.61 | $17.46 | — | EQUITIES - REIT | 910187103 |
| FBNC | FIRST BANCORP/SOUTHERN PINES NC COMMON STOCK USD 0 | 19,922 | $339K | 0.0% | $17.02 * | $10.73 | +30.1% | COMMON STOCK | 318910106 |
| CWCO | CONSOLIDATED WATER CO LTD COMMON STOCK USD 0.6 | 29,129 | $338K | 0.0% | $11.60 * | $9.38 | -1.4% | COMMON STOCK | G23773107 |
| — | ATARA BIOTHERAPEUTICS INC COMMON STOCK USD 0.0001 | 10,750 | $338K | 0.0% | $31.44 | $39.47 | — | COMMON STOCK | 046513107 |
| — | INFRAREIT INC REIT USD 0.01 | 14,229 | $337K | 0.0% | $23.68 | $28.49 | — | EQUITIES - REIT | 45685L100 |
| — | SPEEDWAY MOTORSPORTS INC COMMON STOCK USD 0.01 | 18,654 | $337K | 0.0% | $18.07 | $20.14 | — | COMMON STOCK | 847788106 |
| — | ULTRATECH INC COMMON STOCK USD 0.001 | 21,040 | $337K | 0.0% | $16.02 | $34.97 | — | COMMON STOCK | 904034105 |
| — | FRANCESCA'S HOLDINGS CORP COMMON STOCK USD 0.01 | 27,491 | $336K | 0.0% | $12.22 | $26.33 | — | COMMON STOCK | 351793104 |
| TACT | TRANSACT TECHNOLOGIES INC COMMON STOCK USD 0.01 | 36,896 | $336K | 0.0% | $9.11 | $7.83 | +15.8% | COMMON STOCK | 892918103 |
| HZO | MARINEMAX INC COMMON STOCK USD 0.001 | 23,632 | $334K | 0.0% | $14.13 | $12.24 | +15.4% | COMMON STOCK | 567908108 |
| — | INTERACTIVE INTELLIGENCE GROUP INC COMMON STOCK | 11,171 | $332K | 0.0% | $29.72 | $56.77 | — | COMMON STOCK | 45841V109 |
| — | WORLD WRESTLING ENTERTAINMENT INC COMMON STOCK USD | 19,588 | $331K | 0.0% | $16.90 | $21.73 | — | COMMON STOCK | 98156Q108 |
| — | FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD 0.1 | 12,248 | $331K | 0.0% | $27.02 | $32.09 | — | COMMON STOCK | 320734106 |
| — | HOLLYSYS AUTOMATION TECHNOLOGIES LTD COMMON STOCK | 18,924 | $331K | 0.0% | $17.49 | $14.76 | — | COMMON STOCK | G45667105 |
| ANGO | ANGIODYNAMICS INC COMMON STOCK USD 0.01 | 25,042 | $330K | 0.0% | $13.18 | $12.39 | +6.4% | COMMON STOCK | 03475V101 |
| PATK | PATRICK INDUSTRIES INC COMMON STOCK USD 0 | 8,348 | $330K | 0.0% | $39.53 * | $10.24 | +52.0% | COMMON STOCK | 703343103 |
| — | XURA INC COMMON STOCK 0.01 | 14,695 | $329K | 0.0% | $22.39 | $22.39 | — | COMMON STOCK | 98420V107 |
| — | ORBCOMM INC COMMON STOCK USD 0.001 | 58,803 | $328K | 0.0% | $5.58 | $5.41 | — | COMMON STOCK | 68555P100 |
| — | INTRALINKS HOLDINGS INC COMMON STOCK USD 0.001 | 39,622 | $328K | 0.0% | $8.28 | $9.03 | — | COMMON STOCK | 46118H104 |
| CAR | AVIS BUDGET GROUP INC COMMON STOCK USD 0.01 | 7,499 | $328K | 0.0% | $43.74 * | $50.67 | -18.1% | COMMON STOCK | 053774105 |
| HCKT | HACKETT GROUP INC/THE COMMON STOCK USD 0.001 | 23,875 | $328K | 0.0% | $13.74 | $7.21 | +90.8% | COMMON STOCK | 404609109 |
| — | LAKELAND BANCORP INC COMMON STOCK USD 0 | 29,552 | $328K | 0.0% | $11.10 | $10.52 | — | COMMON STOCK | 511637100 |
| SGA | SAGA COMMUNICATIONS INC COMMON STOCK USD 0.01 | 9,724 | $327K | 0.0% | $33.63 | $39.53 | -15.0% | COMMON STOCK | 786598300 |
| — | OMEGA PROTEIN CORP COMMON STOCK USD 0.01 | 19,275 | $327K | 0.0% | $16.96 | $11.33 | — | COMMON STOCK | 68210P107 |
| — | VASCO DATA SECURITY INTERNATIONAL INC COMMON STOCK | 19,057 | $325K | 0.0% | $17.05 | $8.38 | — | COMMON STOCK | 92230Y104 |
| — | ADEPTUS HEALTH INC COMMON STOCK USD 0.01 | 4,021 | $325K | 0.0% | $80.83 | $32.48 | — | COMMON STOCK | 006855100 |
| AGIO | AGIOS PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 4,604 | $325K | 0.0% | $70.59 | $28.33 | +149.1% | COMMON STOCK | 00847X104 |
| — | TOWER INTERNATIONAL INC COMMON STOCK USD 0.01 | 13,617 | $324K | 0.0% | $23.79 | $20.90 | — | COMMON STOCK | 891826109 |
| — | CARDIOVASCULAR SYSTEMS INC COMMON STOCK USD 0 | 20,476 | $324K | 0.0% | $15.82 | $28.72 | — | COMMON STOCK | 141619106 |
| BFS | SAUL CENTERS INC REIT USD 0.01 | 6,241 | $323K | 0.0% | $51.75 | $45.40 | — | EQUITIES - REIT | 804395101 |
| DB | DEUTSCHE BANK AG COMMON STOCK EUR 0 | 11,960 | $322K | 0.0% | $26.92 * | $23.94 | -13.3% | COMMON STOCK | D18190898 |
| — | MERGE HEALTHCARE INC COMMON STOCK USD 0.01 | 45,227 | $321K | 0.0% | $7.10 | $3.51 | — | COMMON STOCK | 589499102 |
| — | SILVER WHEATON CORP COMMON STOCK CAD 0 | 26,609 | $320K | 0.0% | $12.03 | $17.32 | — | COMMON STOCK | 828336107 |
| — | SUCAMPO PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 16,124 | $320K | 0.0% | $19.85 | $9.23 | — | COMMON STOCK | 864909106 |
| HWKN | HAWKINS INC COMMON STOCK USD 0.05 | 8,278 | $319K | 0.0% | $38.54 * | $19.46 | -1.1% | COMMON STOCK | 420261109 |
| LFCR | LANDEC CORP COMMON STOCK USD 0.001 | 27,242 | $318K | 0.0% | $11.67 | $13.42 | -13.1% | COMMON STOCK | 514766104 |
| HTO | SJW CORP COMMON STOCK USD 1.042 | 10,284 | $316K | 0.0% | $30.73 | $26.37 | +16.6% | COMMON STOCK | 784305104 |
| MOD | MODINE MANUFACTURING CO COMMON STOCK USD 0.625 | 40,076 | $315K | 0.0% | $7.86 | $13.93 | -43.5% | COMMON STOCK | 607828100 |
| LE | LANDS' END INC COMMON STOCK USD 0.01 | 11,680 | $315K | 0.0% | $26.97 | $43.71 | -38.2% | COMMON STOCK | 51509F105 |
| HRTG | HERITAGE INSURANCE HOLDINGS INC COMMON STOCK USD | 15,938 | $314K | 0.0% | $19.70 | $19.03 | +3.7% | COMMON STOCK | 42727J102 |
| — | SUMMIT MATERIALS INC COMMON STOCK USD 0.01 | 16,541 | $310K | 0.0% | $18.74 | $25.51 | — | COMMON STOCK | 86614U100 |
| — | TESCO CORP COMMON STOCK USD 0 | 43,448 | $310K | 0.0% | $7.13 | $18.41 | — | COMMON STOCK | 88157K101 |
| CDE | COEUR MINING INC COMMON STOCK USD 0.01 | 109,241 | $308K | 0.0% | $2.82 | $13.50 | -79.1% | COMMON STOCK | 192108504 |
| — | SILVER SPRING NETWORKS INC COMMON STOCK USD 0.001 | 23,905 | $308K | 0.0% | $12.88 | $14.10 | — | COMMON STOCK | 82817Q103 |
| TBRG | COMPUTER PROGRAMS & SYSTEMS INC COMMON STOCK USD | 7,295 | $307K | 0.0% | $42.08 * | $41.16 | -10.3% | COMMON STOCK | 205306103 |
| — | NAUTILUS INC COMMON STOCK USD 0 | 20,460 | $307K | 0.0% | $15.00 | $7.90 | — | COMMON STOCK | 63910B102 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 24,145 | $306K | 0.0% | $12.67 | $12.67 | — | INVESTMENT COMPANIES - MUTUAL FUNDS | 27828H105 |
| — | STATE AUTO FINANCIAL CORP COMMON STOCK USD 0 | 13,428 | $306K | 0.0% | $22.79 | $18.46 | — | COMMON STOCK | 855707105 |
| — | POWERSHARES AEROSPACE & DEFENSE PORTFOLIO ETP USD | 9,315 | $306K | 0.0% | $32.85 | $32.85 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 73935X690 |
| CHRS | COHERUS BIOSCIENCES INC COMMON STOCK USD 0.0001 | 15,232 | $305K | 0.0% | $20.02 | $21.79 | -8.0% | COMMON STOCK | 19249H103 |
| VNDA | VANDA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 27,018 | $305K | 0.0% | $11.29 | $10.41 | +8.4% | COMMON STOCK | 921659108 |
| — | EARTHSTONE ENERGY INC COMMON STOCK USD 0.001 | 20,068 | $305K | 0.0% | $15.20 | $23.43 | — | COMMON STOCK | 27032D205 |
| — | WILLIAM LYON HOMES COMMON STOCK USD 0.01 | 14,829 | $305K | 0.0% | $20.57 | $26.41 | — | COMMON STOCK | 552074700 |
| — | GAIN CAPITAL HOLDINGS INC COMMON STOCK USD 0.00001 | 41,499 | $302K | 0.0% | $7.28 | $8.74 | — | COMMON STOCK | 36268W100 |
| — | INCONTACT INC COMMON STOCK USD 0.0001 | 40,019 | $301K | 0.0% | $7.52 | $8.24 | — | COMMON STOCK | 45336E109 |
| — | KCG HOLDINGS INC COMMON STOCK USD 0.01 | 27,378 | $300K | 0.0% | $10.96 | $8.67 | — | COMMON STOCK | 48244B100 |
| — | ARENA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 156,944 | $300K | 0.0% | $1.91 | $5.78 | — | COMMON STOCK | 040047102 |
| IPAR | INTER PARFUMS INC COMMON STOCK USD 0.001 | 12,092 | $300K | 0.0% | $24.81 | $29.12 | -14.8% | COMMON STOCK | 458334109 |
| PEN | PENUMBRA INC COMMON STOCK USD 0.001 | 7,470 | $300K | 0.0% | $40.16 | $40.45 | -0.9% | COMMON STOCK | 70975L107 |
| ACTG | ACACIA RESEARCH CORP COMMON STOCK USD 0.001 | 32,957 | $299K | 0.0% | $9.07 | $15.12 | -41.0% | COMMON STOCK | 003881307 |
| WSBF | WATERSTONE FINANCIAL INC COMMON STOCK USD 0.01 | 22,216 | $299K | 0.0% | $13.46 | $10.65 | +26.6% | COMMON STOCK | 94188P101 |
| AHRT | ARMADA HOFFLER PROPERTIES INC REIT USD 0.01 | 30,451 | $298K | 0.0% | $9.79 | $9.97 | — | EQUITIES - REIT | 04208T108 |
| PEBO | PEOPLES BANCORP INC/OH COMMON STOCK USD 0 | 14,203 | $295K | 0.0% | $20.77 | $18.97 | +9.6% | COMMON STOCK | 709789101 |
| MC | MOELIS & CO COMMON STOCK USD 0.01 | 11,222 | $295K | 0.0% | $26.29 * | $13.13 | -8.3% | COMMON STOCK | 60786M105 |
| — | CONTROL4 CORP COMMON STOCK USD 0.0001 | 36,113 | $295K | 0.0% | $8.17 | $18.57 | — | COMMON STOCK | 21240D107 |
| — | BANK MUTUAL CORP COMMON STOCK USD 0.01 | 38,365 | $295K | 0.0% | $7.69 | $5.80 | — | COMMON STOCK | 063750103 |
| MCS | MARCUS CORP/THE COMMON STOCK USD 1 | 15,156 | $293K | 0.0% | $19.33 | $12.81 | +50.9% | COMMON STOCK | 566330106 |
| TBHC | KIRKLAND'S INC COMMON STOCK USD 0 | 13,586 | $293K | 0.0% | $21.57 * | $16.77 | +49.7% | COMMON STOCK | 497498105 |
| — | SCICLONE PHARMACEUTICALS INC COMMON STOCK USD | 42,077 | $292K | 0.0% | $6.94 | $4.95 | — | COMMON STOCK | 80862K104 |
| — | CASCADE BANCORP COMMON STOCK USD 0 | 54,055 | $292K | 0.0% | $5.40 | $5.29 | — | COMMON STOCK | 147154207 |
| — | BOULDER BRANDS INC COMMON STOCK USD 0.0001 | 35,483 | $291K | 0.0% | $8.20 | $12.07 | — | COMMON STOCK | 101405108 |
| — | BONANZA CREEK ENERGY INC COMMON STOCK USD 0.001 | 71,367 | $290K | 0.0% | $4.06 | $55.88 | — | COMMON STOCK | 097793103 |
| — | SP PLUS CORP COMMON STOCK USD 0.001 | 12,526 | $290K | 0.0% | $23.15 | $26.07 | — | COMMON STOCK | 78469C103 |
| MTUS | TIMKENSTEEL CORP COMMON STOCK USD | 28,508 | $289K | 0.0% | $10.14 | $40.58 | -75.1% | COMMON STOCK | 887399103 |
| GLDD | GREAT LAKES DREDGE & DOCK CORP COMMON STOCK USD | 57,121 | $288K | 0.0% | $5.04 * | $7.61 | -28.0% | COMMON STOCK | 390607109 |
| — | METRO BANCORP INC COMMON STOCK USD 1 | 9,787 | $288K | 0.0% | $29.43 | $22.80 | — | COMMON STOCK | 59161R101 |
| — | SCORPIO BULKERS INC COMMON STOCK USD 0.01 | 196,879 | $287K | 0.0% | $1.46 | $5.47 | — | COMMON STOCK | Y7546A106 |
| CZNC | CITIZENS & NORTHERN CORP COMMON STOCK USD 1 | 14,648 | $286K | 0.0% | $19.52 * | $10.24 | +12.9% | COMMON STOCK | 172922106 |
| — | PEABODY ENERGY CORP COMMON STOCK 0.01 | 207,407 | $286K | 0.0% | $1.38 | $12.43 | — | COMMON STOCK | 704549104 |
| — | ERA GROUP INC COMMON STOCK USD 0.01 | 19,008 | $285K | 0.0% | $14.99 | $26.67 | — | COMMON STOCK | 26885G109 |
| GERN | GERON CORP COMMON STOCK USD 0.001 | 102,730 | $284K | 0.0% | $2.76 | $1.55 | +77.9% | COMMON STOCK | 374163103 |
| — | YRC WORLDWIDE INC COMMON STOCK USD 1 | 21,336 | $283K | 0.0% | $13.26 | $22.27 | — | COMMON STOCK | 984249607 |
| WEYS | WEYCO GROUP INC COMMON STOCK USD 1 | 10,426 | $282K | 0.0% | $27.05 | $28.57 | -5.4% | COMMON STOCK | 962149100 |
| — | CLIFTON BANCORP INC COMMON STOCK USD 0.01 | 20,346 | $282K | 0.0% | $13.86 | $12.68 | — | COMMON STOCK | 186873105 |
| DHX | DHI GROUP INC COMMON STOCK USD 0.01 | 38,624 | $282K | 0.0% | $7.30 | $8.68 | -15.8% | COMMON STOCK | 23331S100 |
| — | ALBANY MOLECULAR RESEARCH INC COMMON STOCK USD | 16,105 | $281K | 0.0% | $17.45 | $20.30 | — | COMMON STOCK | 012423109 |
| — | LIVEPERSON INC COMMON STOCK USD 0.001 | 37,011 | $280K | 0.0% | $7.57 | $11.49 | — | COMMON STOCK | 538146101 |
| CMCO | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD 0.01 | 15,423 | $280K | 0.0% | $18.15 * | $18.27 | -8.5% | COMMON STOCK | 199333105 |
| — | SQUARE 1 FINANCIAL INC COMMON STOCK USD 0.01 | 10,856 | $279K | 0.0% | $25.70 | $25.41 | — | COMMON STOCK | 85223W101 |
| CERS | CERUS CORP COMMON STOCK USD 0.001 | 61,498 | $279K | 0.0% | $4.54 | $4.86 | -6.7% | COMMON STOCK | 157085101 |
| NPK | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD 1 | 3,299 | $278K | 0.0% | $84.27 | $75.63 | +11.4% | COMMON STOCK | 637215104 |
| — | AK STEEL HOLDING CORP COMMON STOCK USD 0.01 | 115,400 | $278K | 0.0% | $2.41 | $7.97 | — | COMMON STOCK | 001547108 |
| VIRT | VIRTU FINANCIAL INC COMMON STOCK USD 0.00001 | 12,087 | $277K | 0.0% | $22.92 | $22.53 | +1.7% | COMMON STOCK | 928254101 |
| — | APPLIED MICRO CIRCUITS CORP COMMON STOCK USD 0.01 | 52,234 | $277K | 0.0% | $5.30 | $9.13 | — | COMMON STOCK | 03822W406 |
| DGII | DIGI INTERNATIONAL INC COMMON STOCK USD 0.01 | 23,486 | $277K | 0.0% | $11.79 | $9.35 | +26.1% | COMMON STOCK | 253798102 |
| — | ASCENT CAPITAL GROUP INC COMMON STOCK USD 0.01 | 10,061 | $275K | 0.0% | $27.33 | $65.98 | — | COMMON STOCK | 043632108 |
| — | GASLOG LTD COMMON STOCK USD 0.01 | 28,571 | $275K | 0.0% | $9.63 | $19.53 | — | COMMON STOCK | G37585109 |
| — | UTI WORLDWIDE INC COMMON STOCK USD 0 | 59,775 | $274K | 0.0% | $4.58 | $16.33 | — | COMMON STOCK | G87210103 |
| EVC | ENTRAVISION COMMUNICATIONS CORP COMMON STOCK USD | 41,090 | $273K | 0.0% | $6.64 * | $3.07 | +31.7% | COMMON STOCK | 29382R107 |
| — | REPUBLIC AIRWAYS HOLDINGS INC COMMON STOCK USD | 46,997 | $272K | 0.0% | $5.79 | $11.56 | — | COMMON STOCK | 760276105 |
| — | FEDERAL- MOGUL HOLDINGS CORP | 39,798 | $272K | 0.0% | $6.83 | $13.31 | — | COMMON STOCK | 313549404 |
| WHG | WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD 0.01 | 5,001 | $272K | 0.0% | $54.39 | $44.25 | +22.8% | COMMON STOCK | 961765104 |
| ESPR | ESPERION THERAPEUTICS INC COMMON STOCK USD 0.001 | 11,513 | $272K | 0.0% | $23.63 | $57.24 | -58.8% | COMMON STOCK | 29664W105 |
| — | CARROLS RESTAURANT GROUP INC COMMON STOCK USD 0.01 | 22,779 | $271K | 0.0% | $11.90 | $6.54 | — | COMMON STOCK | 14574X104 |
| APEI | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD | 11,568 | $271K | 0.0% | $23.43 | $36.17 | -35.2% | COMMON STOCK | 02913V103 |
| CULP | CULP INC COMMON STOCK USD 0.05 | 8,424 | $270K | 0.0% | $32.05 * | $17.07 | +59.0% | COMMON STOCK | 230215105 |
| OMER | OMEROS CORP COMMON STOCK USD 0.01 | 24,555 | $269K | 0.0% | $10.95 | $5.64 | +94.3% | COMMON STOCK | 682143102 |
| — | INOVIO PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 46,517 | $269K | 0.0% | $5.78 | $10.65 | — | COMMON STOCK | 45773H201 |
| — | FEDERATED NATIONAL HOLDING CO COMMON STOCK USD | 11,148 | $268K | 0.0% | $24.04 | $23.16 | — | COMMON STOCK | 31422T101 |
| — | SONUS NETWORKS INC COMMON STOCK USD 0.001 | 46,536 | $266K | 0.0% | $5.72 | $7.88 | — | COMMON STOCK | 835916503 |
| CVI | CVR ENERGY INC COMMON STOCK USD 0.01 | 6,487 | $266K | 0.0% | $41.01 * | $17.52 | +0.4% | COMMON STOCK | 12662P108 |
| — | PANHANDLE OIL AND GAS INC COMMON STOCK USD 0.01666 | 16,444 | $266K | 0.0% | $16.18 | $28.86 | — | COMMON STOCK | 698477106 |
| — | PERRY ELLIS INTERNATIONAL INC COMMON STOCK USD | 12,065 | $265K | 0.0% | $21.96 | $20.16 | — | COMMON STOCK | 288853104 |
| — | APOLLO RESIDENTIAL MORTGAGE INC REIT USD 0.01 | 20,916 | $265K | 0.0% | $12.67 | $16.34 | — | EQUITIES - REIT | 03763V102 |
| — | AXCELIS TECHNOLOGIES INC COMMON STOCK USD 0.001 | 98,407 | $263K | 0.0% | $2.67 | $2.00 | — | COMMON STOCK | 054540109 |
| — | PARK ELECTROCHEMICAL CORP COMMON STOCK USD 0.1 | 14,957 | $263K | 0.0% | $17.58 | $23.95 | — | COMMON STOCK | 700416209 |
| — | CONNECTICUT WATER SERVICE INC COMMON STOCK USD 0 | 7,192 | $263K | 0.0% | $36.57 | $28.94 | — | COMMON STOCK | 207797101 |
| HTB | HOMETRUST BANCSHARES INC COMMON STOCK USD | 14,134 | $262K | 0.0% | $18.54 | $16.04 | +15.6% | COMMON STOCK | 437872104 |
| MYE | MYERS INDUSTRIES INC COMMON STOCK USD 0 | 19,476 | $261K | 0.0% | $13.40 * | $12.17 | -20.7% | COMMON STOCK | 628464109 |
| — | LOXO ONCOLOGY INC COMMON STOCK USD 0.0001 | 14,958 | $261K | 0.0% | $17.45 | $13.44 | — | COMMON STOCK | 548862101 |
| — | RTI SURGICAL INC COMMON STOCK USD 0.001 | 45,890 | $261K | 0.0% | $5.69 | $3.77 | — | COMMON STOCK | 74975N105 |
| — | AMERICAN NATIONAL INSURANCE CO COMMON STOCK USD 1 | 2,668 | $261K | 0.0% | $97.83 | $114.32 | — | COMMON STOCK | 028591105 |
| UVSP | UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD 5 | 13,518 | $260K | 0.0% | $19.23 | $17.84 | +7.8% | COMMON STOCK | 915271100 |
| ZUMZ | ZUMIEZ INC COMMON STOCK USD 0 | 16,613 | $260K | 0.0% | $15.65 | $27.26 | -42.7% | COMMON STOCK | 989817101 |
| BBW | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD 0.01 | 13,723 | $259K | 0.0% | $18.87 * | $9.68 | +65.0% | COMMON STOCK | 120076104 |
| — | PROGENICS PHARMACEUTICALS INC COMMON STOCK USD | 45,320 | $259K | 0.0% | $5.71 | $4.49 | — | COMMON STOCK | 743187106 |
| — | ENDOCYTE INC COMMON STOCK USD | 56,428 | $258K | 0.0% | $4.57 | $10.21 | — | COMMON STOCK | 29269A102 |
| — | ALMOST FAMILY INC COMMON STOCK USD 0.1 | 6,448 | $258K | 0.0% | $40.01 | $25.20 | — | COMMON STOCK | 020409108 |
| MBWM | MERCANTILE BANK CORP COMMON STOCK USD 0 | 12,415 | $258K | 0.0% | $20.78 * | $11.32 | +25.3% | COMMON STOCK | 587376104 |
| — | CHECKPOINT SYSTEMS INC COMMON STOCK USD 0.1 | 35,634 | $258K | 0.0% | $7.24 | $14.18 | — | COMMON STOCK | 162825103 |
| — | SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD | 43,123 | $258K | 0.0% | $5.98 | $7.86 | — | COMMON STOCK | 84763A108 |
| — | CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD 0.1 | 6,631 | $257K | 0.0% | $38.76 | $58.41 | — | COMMON STOCK | 969490101 |
| — | BANKFINANCIAL CORP COMMON STOCK USD 0.01 | 20,620 | $256K | 0.0% | $12.42 | $8.54 | — | COMMON STOCK | 06643P104 |
| ARAY | ACCURAY INC COMMON STOCK USD 0.001 | 51,309 | $256K | 0.0% | $4.99 | $8.66 | -42.3% | COMMON STOCK | 004397105 |
| FIVN | FIVE9 INC COMMON STOCK USD 0.001 | 68,819 | $255K | 0.0% | $3.71 | $6.91 | -46.4% | COMMON STOCK | 338307101 |
| — | BLUE HILLS BANCORP INC COMMON STOCK USD 0.01 | 18,426 | $255K | 0.0% | $13.84 | $13.39 | — | COMMON STOCK | 095573101 |
| AVAV | AEROVIRONMENT INC COMMON STOCK USD 0.0001 | 12,654 | $254K | 0.0% | $20.07 | $33.88 | -40.8% | COMMON STOCK | 008073108 |
| SGMO | SANGAMO BIOSCIENCES INC COMMON STOCK USD 0.01 | 45,118 | $254K | 0.0% | $5.63 * | $9.58 | -14.0% | COMMON STOCK | 800677106 |
| — | CATCHMARK TIMBER TRUST INC REIT USD 0.01 | 24,700 | $254K | 0.0% | $10.28 | $11.67 | — | EQUITIES - REIT | 14912Y202 |
| CIA | CITIZENS INC/TX COMMON STOCK USD 0 | 34,058 | $253K | 0.0% | $7.43 | $6.84 | +8.5% | COMMON STOCK | 174740100 |
| — | REALD INC COMMON STOCK USD 0.0001 | 26,338 | $253K | 0.0% | $9.61 | $13.21 | — | COMMON STOCK | 75604L105 |
| IYC | ISHARES U.S. CONSUMER SERVICES ETF ETP USD | 1,835 | $252K | 0.0% | $137.33 * | $35.30 | -2.5% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287580 |
| BZH | BEAZER HOMES USA INC COMMON STOCK USD 0.001 | 18,930 | $252K | 0.0% | $13.31 | $18.22 | -26.8% | COMMON STOCK | 07556Q881 |
| IIIN | INSTEEL INDUSTRIES INC COMMON STOCK USD 0 | 15,687 | $252K | 0.0% | $16.06 * | $13.13 | -23.6% | COMMON STOCK | 45774W108 |
| — | OPUS BANK COMMON STOCK USD | 6,572 | $251K | 0.0% | $38.19 | $32.10 | — | COMMON STOCK | 684000102 |
| — | ROCKWELL MEDICAL INC COMMON STOCK USD 0 | 32,386 | $250K | 0.0% | $7.72 | $5.25 | — | COMMON STOCK | 774374102 |
| — | NRG YIELD INC COMMON STOCK USD 0.01 | 22,386 | $250K | 0.0% | $11.17 | $21.98 | — | COMMON STOCK | 62942X306 |
| — | PACIFIC DATAVISION INC COMMON STOCK USD 0.0001 | 8,364 | $250K | 0.0% | $29.89 | $42.09 | — | COMMON STOCK | 694171307 |
| GNE | GENIE ENERGY LTD COMMON STOCK USD | 30,425 | $250K | 0.0% | $8.22 | $11.15 | -26.2% | COMMON STOCK | 372284208 |
| USMV | ISHARES MSCI USA MINIMUM VOLATILITY ETF ETP USD | 6,300 | $249K | 0.0% | $39.52 | $41.15 | -3.8% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 46429B697 |
| LGIH | LGI HOMES INC COMMON STOCK USD 0.01 | 9,162 | $249K | 0.0% | $27.18 | $16.17 | +68.1% | COMMON STOCK | 50187T106 |
| MSEX | MIDDLESEX WATER CO COMMON STOCK USD 0 | 10,354 | $247K | 0.0% | $23.86 | $19.50 | +22.3% | COMMON STOCK | 596680108 |
| — | SMART & FINAL STORES INC COMMON STOCK USD 0.001 | 15,686 | $246K | 0.0% | $15.68 | $14.61 | — | COMMON STOCK | 83190B101 |
| — | RESOURCE CAPITAL CORP REIT USD 0.001 | 22,022 | $246K | 0.0% | $11.17 | $11.17 | — | EQUITIES - REIT | 76120W708 |
| — | STRAIGHT PATH COMMUNICATIONS INC COMMON STOCK USD | 6,061 | $245K | 0.0% | $40.42 | $32.83 | — | COMMON STOCK | 862578101 |
| EZPW | EZCORP INC COMMON STOCK USD 0.01 | 39,515 | $244K | 0.0% | $6.17 | $18.00 | -65.7% | COMMON STOCK | 302301106 |
| PAMT | PAM TRANSPORTATION SERVICES INC COMMON STOCK USD | 7,314 | $242K | 0.0% | $33.09 * | $10.60 | -22.1% | COMMON STOCK | 693149106 |
| — | CLIFFS NATURAL RESOURCES INC COMMON STOCK USD | 99,041 | $242K | 0.0% | $2.44 | $15.65 | — | COMMON STOCK | 18683K101 |
| — | STAGE STORES INC COMMON STOCK USD 0.01 | 24,585 | $242K | 0.0% | $9.84 | $22.99 | — | COMMON STOCK | 85254C305 |
| — | EPIZYME INC COMMON STOCK USD 0.0001 | 18,760 | $241K | 0.0% | $12.85 | $28.35 | — | COMMON STOCK | 29428V104 |
| — | GENOMIC HEALTH INC COMMON STOCK USD 0.0001 | 11,402 | $241K | 0.0% | $21.14 | $31.64 | — | COMMON STOCK | 37244C101 |
| — | ISHARES MSCI JAPAN ETF ETP USD | 20,960 | $240K | 0.0% | $11.45 | $12.62 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464286848 |
| — | INDEPENDENT BANK GROUP INC COMMON STOCK USD 0.01 | 6,251 | $240K | 0.0% | $38.39 | $44.94 | — | COMMON STOCK | 45384B106 |
| TWI | TITAN INTERNATIONAL INC COMMON STOCK USD 0 | 35,832 | $237K | 0.0% | $6.61 | $19.95 | -67.4% | COMMON STOCK | 88830M102 |
| — | SAFEGUARD SCIENTIFICS INC COMMON STOCK USD 0.1 | 15,179 | $236K | 0.0% | $15.55 | $16.05 | — | COMMON STOCK | 786449207 |
| — | CAREER EDUCATION CORP COMMON STOCK USD 0.01 | 62,647 | $236K | 0.0% | $3.77 | $3.48 | — | COMMON STOCK | 141665109 |
| — | KERYX BIOPHARMACEUTICALS INC COMMON STOCK USD | 66,976 | $236K | 0.0% | $3.52 | $12.94 | — | COMMON STOCK | 492515101 |
| — | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD 0.01 | 14,257 | $235K | 0.0% | $16.48 | $38.32 | — | COMMON STOCK | G8766E109 |
| — | SEQUENTIAL BRANDS GROUP INC COMMON STOCK USD 0.004 | 16,209 | $235K | 0.0% | $14.50 | $14.14 | — | COMMON STOCK | 817340201 |
| DAKT | DAKTRONICS INC COMMON STOCK USD 0 | 27,100 | $235K | 0.0% | $8.67 * | $8.16 | -9.3% | COMMON STOCK | 234264109 |
| — | CU BANCORP COMMON STOCK USD 0 | 10,428 | $234K | 0.0% | $22.44 | $18.79 | — | COMMON STOCK | 126534106 |
| — | LS STARRETT CO/THE COMMON STOCK USD 1 | 19,358 | $234K | 0.0% | $12.09 | $15.41 | — | COMMON STOCK | 855668109 |
| CAC | CAMDEN NATIONAL CORP COMMON STOCK USD 0 | 5,768 | $233K | 0.0% | $40.40 * | $15.29 | +22.3% | COMMON STOCK | 133034108 |
| — | SAGENT PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 15,220 | $233K | 0.0% | $15.31 | $21.28 | — | COMMON STOCK | 786692103 |
| — | DYNEX CAPITAL INC REIT USD 0.01 | 35,569 | $233K | 0.0% | $6.55 | $8.48 | — | EQUITIES - REIT | 26817Q506 |
| TGTX | TG THERAPEUTICS INC COMMON STOCK USD 0.001 | 22,888 | $231K | 0.0% | $10.09 | $8.03 | +25.6% | COMMON STOCK | 88322Q108 |
| — | MCBC HOLDINGS INC COMMON STOCK USD 0.01 | 17,859 | $231K | 0.0% | $12.93 | $12.93 | — | COMMON STOCK | 55276F107 |
| — | LUMBER LIQUIDATORS HOLDINGS INC COMMON STOCK USD | 17,575 | $231K | 0.0% | $13.14 | $77.87 | — | COMMON STOCK | 55003T107 |
| AGM | FEDERAL AGRICULTURAL MORTGAGE CORP COMMON STOCK | 8,856 | $230K | 0.0% | $25.97 * | $21.22 | -11.8% | COMMON STOCK | 313148306 |
| — | MIRATI THERAPEUTICS INC COMMON STOCK USD 0 | 6,643 | $229K | 0.0% | $34.47 | $22.16 | — | COMMON STOCK | 60468T105 |
| — | ONEBEACON INSURANCE GROUP LTD COMMON STOCK USD | 16,341 | $229K | 0.0% | $14.01 | $14.67 | — | COMMON STOCK | G67742109 |
| — | LANDAUER INC COMMON STOCK USD 0.1 | 6,160 | $228K | 0.0% | $37.01 | $48.32 | — | COMMON STOCK | 51476K103 |
| — | OSIRIS THERAPEUTICS INC COMMON STOCK USD 0.001 | 12,331 | $228K | 0.0% | $18.49 | $10.99 | — | COMMON STOCK | 68827R108 |
| — | GREEN BANCORP INC COMMON STOCK USD 0.01 | 19,850 | $227K | 0.0% | $11.44 | $15.03 | — | COMMON STOCK | 39260X100 |
| — | ACCELERATE DIAGNOSTICS INC COMMON STOCK USD 0 | 14,013 | $227K | 0.0% | $16.20 | $18.87 | — | COMMON STOCK | 00430H102 |
| — | AGENUS INC COMMON STOCK USD 0.01 | 49,446 | $227K | 0.0% | $4.59 | $3.65 | — | COMMON STOCK | 00847G705 |
| — | VELOCITYSHARES DAILY INVERSE VIX SHORT TERM ETN | 9,250 | $225K | 0.0% | $24.32 | $27.27 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 22542D795 |
| PBYI | PUMA BIOTECHNOLOGY INC COMMON STOCK USD 0.0001 | 2,985 | $225K | 0.0% | $75.38 | $59.68 | +26.3% | COMMON STOCK | 74587V107 |
| — | SEACHANGE INTERNATIONAL INC COMMON STOCK USD 0.01 | 35,744 | $225K | 0.0% | $6.29 | $11.03 | — | COMMON STOCK | 811699107 |
| — | ARROWHEAD RESEARCH CORP COMMON STOCK USD 0.001 | 39,088 | $225K | 0.0% | $5.76 | $14.03 | — | COMMON STOCK | 042797209 |
| — | BOINGO WIRELESS INC COMMON STOCK USD | 27,175 | $225K | 0.0% | $8.28 | $6.91 | — | COMMON STOCK | 09739C102 |
| GAMI | GAMCO INVESTORS INC COMMON STOCK USD 0.001 | 4,088 | $224K | 0.0% | $54.79 * | $21.42 | +4.3% | COMMON STOCK | 361438104 |
| — | BIOTELEMETRY INC COMMON STOCK USD 0.001 | 18,288 | $224K | 0.0% | $12.25 | $7.17 | — | COMMON STOCK | 090672106 |
| DXPE | DXP ENTERPRISES INC COMMON STOCK USD 0.01 | 8,176 | $223K | 0.0% | $27.27 | $70.55 | -61.3% | COMMON STOCK | 233377407 |
| FIZZ | NATIONAL BEVERAGE CORP COMMON STOCK USD 0.01 | 7,238 | $222K | 0.0% | $30.67 * | $6.02 | +95.2% | COMMON STOCK | 635017106 |
| — | CAMPUS CREST COMMUNITIES INC REIT USD 0.01 | 41,795 | $222K | 0.0% | $5.31 | $11.54 | — | EQUITIES - REIT | 13466Y105 |
| — | AEGERION PHARMACEUTICALS INC COMMON STOCK USD | 16,333 | $222K | 0.0% | $13.59 | $52.55 | — | COMMON STOCK | 00767E102 |
| — | NORTHERN OIL AND GAS INC COMMON STOCK USD 0.001 | 50,041 | $221K | 0.0% | $4.42 | $13.62 | — | COMMON STOCK | 665531109 |
| CALX | CALIX INC COMMON STOCK USD | 28,322 | $221K | 0.0% | $7.80 | $9.42 | -17.3% | COMMON STOCK | 13100M509 |
| LXU | LSB INDUSTRIES INC COMMON STOCK USD 0.1 | 14,394 | $221K | 0.0% | $15.35 * | $25.19 | -53.2% | COMMON STOCK | 502160104 |
| — | SEADRILL LTD COMMON STOCK NOK 2 | 37,423 | $221K | 0.0% | $5.91 | $10.57 | — | COMMON STOCK | G7945E105 |
| — | INTERNAP CORP COMMON STOCK USD 0.001 | 35,854 | $220K | 0.0% | $6.14 | $8.19 | — | COMMON STOCK | 45885A300 |
| — | CIBER INC COMMON STOCK USD 0.01 | 69,156 | $220K | 0.0% | $3.18 | $3.37 | — | COMMON STOCK | 17163B102 |
| DFE | WISDOMTREE EUROPE SMALLCAP DIVIDEND FUND ETP USD | 4,060 | $219K | 0.0% | $53.94 | $56.85 | -5.3% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 97717W869 |
| — | SIGMA DESIGNS INC COMMON STOCK USD 0 | 31,667 | $218K | 0.0% | $6.88 | $9.09 | — | COMMON STOCK | 826565103 |
| — | CRESCENT POINT ENERGY CORP COMMON STOCK CAD 0 | 19,087 | $218K | 0.0% | $11.42 | $20.27 | — | COMMON STOCK | 22576C101 |
| — | CIDARA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 17,070 | $217K | 0.0% | $12.71 | $13.47 | — | COMMON STOCK | 171757107 |
| — | NEWBRIDGE BANCORP COMMON STOCK USD 0 | 25,425 | $217K | 0.0% | $8.53 | $7.38 | — | COMMON STOCK | 65080T102 |
| HTBK | HERITAGE COMMERCE CORP COMMON STOCK USD 0 | 19,131 | $217K | 0.0% | $11.34 * | $7.94 | +35.3% | COMMON STOCK | 426927109 |
| — | LA JOLLA PHARMACEUTICAL CO COMMON STOCK USD 0.01 | 7,819 | $217K | 0.0% | $27.75 | $24.66 | — | COMMON STOCK | 503459604 |
| HOFT | HOOKER FURNITURE CORP COMMON STOCK USD 0 | 9,209 | $217K | 0.0% | $23.56 | $22.64 | +4.0% | COMMON STOCK | 439038100 |
| — | SPARK THERAPEUTICS INC COMMON STOCK USD 0.001 | 5,210 | $217K | 0.0% | $41.65 | $68.30 | — | COMMON STOCK | 84652J103 |
| — | NAVIDEA BIOPHARMACEUTICALS INC COMMON STOCK USD | 95,316 | $217K | 0.0% | $2.28 | $2.43 | — | COMMON STOCK | 63937X103 |
| COHU | COHU INC COMMON STOCK USD 1 | 21,902 | $216K | 0.0% | $9.86 * | $10.61 | -13.1% | COMMON STOCK | 192576106 |
| — | BRIDGE BANCORP INC COMMON STOCK USD 0.01 | 8,094 | $216K | 0.0% | $26.69 | $23.08 | — | COMMON STOCK | 108035106 |
| — | ELECTRO RENT CORP COMMON STOCK USD 0 | 20,587 | $214K | 0.0% | $10.39 | $16.13 | — | COMMON STOCK | 285218103 |
| — | GENMARK DIAGNOSTICS INC COMMON STOCK USD 0.0001 | 27,069 | $213K | 0.0% | $7.87 | $11.80 | — | COMMON STOCK | 372309104 |
| ARTNA | ARTESIAN RESOURCES CORP COMMON STOCK USD 1 | 8,834 | $213K | 0.0% | $24.11 * | $15.57 | +15.2% | COMMON STOCK | 043113208 |
| MLAB | MESA LABORATORIES INC COMMON STOCK USD 0 | 1,906 | $212K | 0.0% | $111.23 * | $50.48 | +111.1% | COMMON STOCK | 59064R109 |
| IMO | IMPERIAL OIL LTD COMMON STOCK CAD 0 | 6,707 | $212K | 0.0% | $31.61 * | $38.30 | -34.8% | COMMON STOCK | 453038408 |
| — | HANDY & HARMAN LTD COMMON STOCK USD 0.01 | 8,849 | $212K | 0.0% | $23.96 | $22.80 | — | COMMON STOCK | 410315105 |
| ON | ON SEMICONDUCTOR CORP COMMON STOCK USD 0.01 | 22,528 | $212K | 0.0% | $9.41 | $9.58 | -1.9% | COMMON STOCK | 682189105 |
| ACRE | ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01 | 17,722 | $212K | 0.0% | $11.96 | $12.50 | — | EQUITIES - REIT | 04013V108 |
| — | TILE SHOP HOLDINGS INC COMMON STOCK USD 0.0001 | 17,673 | $212K | 0.0% | $12.00 | $24.00 | — | COMMON STOCK | 88677Q109 |
| — | FURMANITE CORP COMMON STOCK USD 0 | 34,775 | $211K | 0.0% | $6.07 | $8.87 | — | COMMON STOCK | 361086101 |
| — | RETAILMENOT INC COMMON STOCK USD 0.001 | 25,646 | $211K | 0.0% | $8.23 | $29.10 | — | COMMON STOCK | 76132B106 |
| PETS | PETMED EXPRESS INC COMMON STOCK USD 0.001 | 13,078 | $211K | 0.0% | $16.13 | $13.15 | +22.4% | COMMON STOCK | 716382106 |
| — | CAESARS ACQUISITION CO COMMON STOCK USD | 29,586 | $210K | 0.0% | $7.10 | $12.33 | — | COMMON STOCK | 12768T103 |
| POWL | POWELL INDUSTRIES INC COMMON STOCK USD 0.01 | 6,975 | $210K | 0.0% | $30.11 * | $37.31 | -38.6% | COMMON STOCK | 739128106 |
| WIX | WIX.COM LTD COMMON STOCK USD 0.01 | 12,066 | $210K | 0.0% | $17.40 | $21.17 | -17.7% | COMMON STOCK | M98068105 |
| — | SANCHEZ ENERGY CORP COMMON STOCK USD 0.01 | 34,069 | $210K | 0.0% | $6.16 | $29.39 | — | COMMON STOCK | 79970Y105 |
| — | VERITIV CORP COMMON STOCK USD 0.01 | 5,652 | $210K | 0.0% | $37.15 | $37.05 | — | COMMON STOCK | 923454102 |
| PLUG | PLUG POWER INC COMMON STOCK USD 0.01 | 114,102 | $209K | 0.0% | $1.83 | $5.09 | -64.0% | COMMON STOCK | 72919P202 |
| — | LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD 0.01 | 42,369 | $209K | 0.0% | $4.93 | $4.61 | — | COMMON STOCK | 536252109 |
| — | FAIRPOINT COMMUNICATIONS INC COMMON STOCK USD 0.01 | 13,495 | $208K | 0.0% | $15.41 | $8.42 | — | COMMON STOCK | 305560302 |
| — | ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD 0.01 | 4,874 | $208K | 0.0% | $42.68 | $34.52 | — | COMMON STOCK | 03283P106 |
| — | PHI INC COMMON STOCK USD 0.1 | 11,025 | $208K | 0.0% | $18.87 | $34.39 | — | COMMON STOCK | 69336T205 |
| — | STEIN MART INC COMMON STOCK USD 0.01 | 21,420 | $207K | 0.0% | $9.66 | $13.72 | — | COMMON STOCK | 858375108 |
| TBBK | BANCORP INC/THE COMMON STOCK USD 1 | 27,196 | $207K | 0.0% | $7.61 | $13.78 | -44.7% | COMMON STOCK | 05969A105 |
| CENX | CENTURY ALUMINUM CO COMMON STOCK USD 0.01 | 44,893 | $207K | 0.0% | $4.61 | $11.17 | -58.8% | COMMON STOCK | 156431108 |
| CLNE | CLEAN ENERGY FUELS CORP COMMON STOCK USD 0.0001 | 46,020 | $207K | 0.0% | $4.50 | $12.94 | -65.2% | COMMON STOCK | 184499101 |
| IEUS | ISHARES MSCI EUROPE SMALL-CAP ETF ETP USD | 4,710 | $206K | 0.0% | $43.74 | $47.02 | -6.6% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464288497 |
| — | TELENAV INC COMMON STOCK USD 0.001 | 26,385 | $206K | 0.0% | $7.81 | $5.79 | — | COMMON STOCK | 879455103 |
| FLWS | 1-800-FLOWERS.COM INC COMMON STOCK USD 0.01 | 22,631 | $206K | 0.0% | $9.10 | $5.85 | +55.5% | COMMON STOCK | 68243Q106 |
| IMMR | IMMERSION CORP COMMON STOCK USD 0.001 | 18,265 | $205K | 0.0% | $11.22 | $12.77 | -12.0% | COMMON STOCK | 452521107 |
| KTOS | KRATOS DEFENSE & SECURITY SOLUTIONS INC COMMON | 48,548 | $205K | 0.0% | $4.22 | $6.12 | -31.1% | COMMON STOCK | 50077B207 |
| — | CAESARS ENTERTAINMENT CORP COMMON STOCK USD 0.01 | 34,874 | $205K | 0.0% | $5.88 | $16.17 | — | COMMON STOCK | 127686103 |
| — | TRONOX LTD COMMON STOCK USD 0.01 | 46,753 | $204K | 0.0% | $4.36 | $26.56 | — | COMMON STOCK | Q9235V101 |
| AROW | ARROW FINANCIAL CORP COMMON STOCK USD 1 | 7,570 | $202K | 0.0% | $26.68 * | $14.48 | +13.4% | COMMON STOCK | 042744102 |
| ANIP | ANI PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 5,109 | $202K | 0.0% | $39.54 | $31.78 | +24.3% | COMMON STOCK | 00182C103 |
| — | PICO HOLDINGS INC COMMON STOCK USD 0.001 | 20,835 | $202K | 0.0% | $9.70 | $21.48 | — | COMMON STOCK | 693366205 |
| — | INTREPID POTASH INC COMMON STOCK USD 0.001 | 36,415 | $202K | 0.0% | $5.55 | $18.48 | — | COMMON STOCK | 46121Y102 |
| — | ADVAXIS INC COMMON STOCK USD 0.001 | 19,631 | $201K | 0.0% | $10.24 | $20.32 | — | COMMON STOCK | 007624208 |
| — | DERMIRA INC COMMON STOCK USD 0.001 | 8,627 | $201K | 0.0% | $23.30 | $18.30 | — | COMMON STOCK | 24983L104 |
| — | GLOBAL INDEMNITY PLC COMMON STOCK USD 0.0001 | 7,680 | $201K | 0.0% | $26.17 | $23.59 | — | COMMON STOCK | G39319101 |
| DCO | DUCOMMUN INC COMMON STOCK USD 0.01 | 9,846 | $198K | 0.0% | $20.11 | $26.70 | -24.8% | COMMON STOCK | 264147109 |
| AORT | CRYOLIFE INC COMMON STOCK USD 0.01 | 20,395 | $198K | 0.0% | $9.71 | $5.95 | +63.1% | COMMON STOCK | 228903100 |
| BBSI | BARRETT BUSINESS SERVICES INC COMMON STOCK USD | 4,580 | $197K | 0.0% | $43.01 * | $10.49 | -12.4% | COMMON STOCK | 068463108 |
| — | RIGNET INC COMMON STOCK USD 0.001 | 7,743 | $197K | 0.0% | $25.44 | $26.12 | — | COMMON STOCK | 766582100 |
| OCUL | OCULAR THERAPEUTIX INC COMMON STOCK USD 0.0001 | 13,975 | $196K | 0.0% | $14.03 | $24.23 | -42.0% | COMMON STOCK | 67576A100 |
| — | ELIZABETH ARDEN INC COMMON STOCK USD 0.01 | 16,740 | $196K | 0.0% | $11.71 | $44.88 | — | COMMON STOCK | 28660G106 |
| — | TRECORA RESOURCES COMMON STOCK USD 0.1 | 15,816 | $196K | 0.0% | $12.39 | $12.36 | — | COMMON STOCK | 894648104 |
| — | ALTISOURCE PORTFOLIO SOLUTIONS SA COMMON STOCK USD | 8,220 | $196K | 0.0% | $23.84 | $105.53 | — | COMMON STOCK | L0175J104 |
| — | ZYNGA INC COMMON STOCK USD 0.00000625 | 85,435 | $195K | 0.0% | $2.28 | $3.60 | — | COMMON STOCK | 98986T108 |
| NEO | NEOGENOMICS INC COMMON STOCK USD 0.001 | 33,943 | $194K | 0.0% | $5.72 | $5.16 | +11.1% | COMMON STOCK | 64049M209 |
| MED | MEDIFAST INC COMMON STOCK USD 0.001 | 7,239 | $194K | 0.0% | $26.80 * | $19.92 | +2.1% | COMMON STOCK | 58470H101 |
| STAA | STAAR SURGICAL CO COMMON STOCK USD 0.01 | 25,064 | $194K | 0.0% | $7.74 | $8.61 | -9.8% | COMMON STOCK | 852312305 |
| — | SEATTLE GENETICS INC COMMON STOCK USD 0.001 | 5,000 | $193K | 0.0% | $38.60 | $33.43 | — | COMMON STOCK | 812578102 |
| TRC | TEJON RANCH CO COMMON STOCK USD 0.5 | 8,796 | $192K | 0.0% | $21.83 * | $27.68 | -23.5% | COMMON STOCK | 879080109 |
| — | SURMODICS INC COMMON STOCK USD 0.05 | 8,796 | $192K | 0.0% | $21.83 | $22.97 | — | COMMON STOCK | 868873100 |
| TITN | TITAN MACHINERY INC COMMON STOCK USD 0.00001 | 16,763 | $192K | 0.0% | $11.45 | $15.50 | -25.9% | COMMON STOCK | 88830R101 |
| — | PACIFIC CONTINENTAL CORP COMMON STOCK USD 0 | 14,375 | $191K | 0.0% | $13.29 | $11.98 | — | COMMON STOCK | 69412V108 |
| — | ING GROEP NV CALLABLE NOTES VARIABLE USD 1000 | 200,000 | $190K | 0.0% | $0.95 | $0.96 | — | FIXED INCOME - CORPORATE BONDS | 456837AF0 |
| — | HAWAIIAN TELCOM HOLDCO INC COMMON STOCK USD 0.01 | 9,119 | $189K | 0.0% | $20.73 | $25.54 | — | COMMON STOCK | 420031106 |
| — | IDERA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 56,145 | $188K | 0.0% | $3.35 | $3.03 | — | COMMON STOCK | 45168K306 |
| — | YODLEE INC COMMON STOCK USD 0.001 | 11,640 | $188K | 0.0% | $16.15 | $13.43 | — | COMMON STOCK | 98600P201 |
| — | NANOMETRICS INC COMMON STOCK USD 0 | 15,489 | $188K | 0.0% | $12.14 | $14.70 | — | COMMON STOCK | 630077105 |
| FC | FRANKLIN COVEY CO COMMON STOCK USD 0.05 | 11,716 | $188K | 0.0% | $16.05 | $14.26 | +12.6% | COMMON STOCK | 353469109 |
| NWBO | NORTHWEST BIOTHERAPEUTICS INC COMMON STOCK USD | 29,962 | $187K | 0.0% | $6.24 * | $6.43 | +45.4% | COMMON STOCK | 66737P600 |
| — | FRONTLINE LTD/BERMUDA COMMON STOCK USD 1 | 69,673 | $187K | 0.0% | $2.68 | $2.18 | — | COMMON STOCK | G3682E127 |
| WSR | WHITESTONE REIT REIT USD 0.001 | 16,136 | $186K | 0.0% | $11.53 | $15.01 | — | EQUITIES - REIT | 966084204 |
| — | CONCERT PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 9,885 | $186K | 0.0% | $18.82 | $14.87 | — | COMMON STOCK | 206022105 |
| SCJ | ISHARES MSCI JAPAN SMALL-CAP ETF ETP USD | 3,370 | $186K | 0.0% | $55.19 | $58.78 | -6.0% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464286582 |
| — | KEY ENERGY SERVICES INC COMMON STOCK USD 0.1 | 395,082 | $186K | 0.0% | $0.47 | $3.09 | — | COMMON STOCK | 492914106 |
| RES | RPC INC COMMON STOCK USD 0.1 | 21,046 | $186K | 0.0% | $8.84 * | $13.83 | -44.5% | COMMON STOCK | 749660106 |
| CNXN | PC CONNECTION INC COMMON STOCK USD 0.01 | 8,984 | $186K | 0.0% | $20.70 * | $17.33 | +6.4% | COMMON STOCK | 69318J100 |
| — | NAVIOS MARITIME ACQUISITION CORP COMMON STOCK USD | 52,527 | $185K | 0.0% | $3.52 | $3.69 | — | COMMON STOCK | Y62159101 |
| GOOD | GLADSTONE COMMERCIAL CORP REIT USD 0.001 | 13,119 | $185K | 0.0% | $14.10 | $18.37 | — | EQUITIES - REIT | 376536108 |
| DXLG | DESTINATION XL GROUP INC COMMON STOCK USD 0.01 | 31,776 | $185K | 0.0% | $5.82 | $5.28 | +10.1% | COMMON STOCK | 25065K104 |
| — | OCLARO INC COMMON STOCK USD 0.01 | 80,472 | $185K | 0.0% | $2.30 | $1.99 | — | COMMON STOCK | 67555N206 |
| OCFC | OCEANFIRST FINANCIAL CORP COMMON STOCK USD 0.01 | 10,766 | $185K | 0.0% | $17.18 * | $9.16 | +29.8% | COMMON STOCK | 675234108 |
| CRMT | AMERICA'S CAR-MART INC/TX COMMON STOCK USD 0.01 | 5,554 | $184K | 0.0% | $33.13 | $45.26 | -26.9% | COMMON STOCK | 03062T105 |
| AAOI | APPLIED OPTOELECTRONICS INC COMMON STOCK USD 0.001 | 9,743 | $183K | 0.0% | $18.78 | $19.04 | -1.4% | COMMON STOCK | 03823U102 |
| — | BLACK BOX CORP COMMON STOCK USD 0.001 | 12,440 | $183K | 0.0% | $14.71 | $23.41 | — | COMMON STOCK | 091826107 |
| — | KMG CHEMICALS INC COMMON STOCK USD 0.01 | 9,494 | $183K | 0.0% | $19.28 | $20.49 | — | COMMON STOCK | 482564101 |
| — | ISHARES MSCI ITALY CAPPED ETF ETP USD | 12,800 | $183K | 0.0% | $14.30 | $14.30 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464286855 |
| — | STATE NATIONAL COS INC COMMON STOCK USD 0.001 | 19,574 | $183K | 0.0% | $9.35 | $11.95 | — | COMMON STOCK | 85711T305 |
| CRVL | CORVEL CORP COMMON STOCK USD 0.0001 | 5,643 | $182K | 0.0% | $32.25 * | $9.83 | +9.6% | COMMON STOCK | 221006109 |
| LPG | DORIAN LPG LTD COMMON STOCK USD 0.01 | 17,519 | $181K | 0.0% | $10.33 | $13.52 | -23.7% | COMMON STOCK | Y2106R110 |
| — | ZOGENIX INC COMMON STOCK USD 0.001 | 13,425 | $181K | 0.0% | $13.48 | $13.48 | — | COMMON STOCK | 98978L204 |
| TBPH | THERAVANCE BIOPHARMA INC COMMON STOCK USD | 16,369 | $180K | 0.0% | $11.00 | $27.05 | -59.4% | COMMON STOCK | G8807B106 |
| — | NEWSTAR FINANCIAL INC COMMON STOCK USD 0.01 | 21,927 | $180K | 0.0% | $8.21 | $13.47 | — | COMMON STOCK | 65251F105 |
| SENEA | SENECA FOODS CORP COMMON STOCK USD 0.25 | 6,846 | $180K | 0.0% | $26.29 | $32.95 | -20.0% | COMMON STOCK | 817070501 |
| — | SCIQUEST INC COMMON STOCK USD 0.001 | 17,938 | $179K | 0.0% | $9.98 | $23.42 | — | COMMON STOCK | 80908T101 |
| — | SAPIENS INTERNATIONAL CORP NV COMMON STOCK USD | 15,528 | $179K | 0.0% | $11.53 | $6.38 | — | COMMON STOCK | N7716A151 |
| — | NUTRACEUTICAL INTERNATIONAL CORP COMMON STOCK USD | 7,567 | $179K | 0.0% | $23.66 | $20.65 | — | COMMON STOCK | 67060Y101 |
| FOXF | FOX FACTORY HOLDING CORP COMMON STOCK USD 0.001 | 10,538 | $178K | 0.0% | $16.89 | $17.39 | -3.1% | COMMON STOCK | 35138V102 |
| — | ORCHIDS PAPER PRODUCTS CO COMMON STOCK USD 0.001 | 6,828 | $178K | 0.0% | $26.07 | $27.27 | — | COMMON STOCK | 68572N104 |
| MG | MISTRAS GROUP INC COMMON STOCK USD 0.01 | 13,840 | $178K | 0.0% | $12.86 | $22.36 | -42.5% | COMMON STOCK | 60649T107 |
| MGPI | MGP INGREDIENTS INC COMMON STOCK USD 0 | 11,043 | $177K | 0.0% | $16.03 | $11.47 | +39.6% | COMMON STOCK | 55303J106 |
| ARDX | ARDELYX INC COMMON STOCK USD 0.000001 | 10,265 | $177K | 0.0% | $17.24 | $16.13 | +7.2% | COMMON STOCK | 039697107 |
| STRT | STRATTEC SECURITY CORP COMMON STOCK USD 0.01 | 2,801 | $177K | 0.0% | $63.19 * | $74.26 | -21.4% | COMMON STOCK | 863111100 |
| — | BAZAARVOICE INC COMMON STOCK USD 0.0001 | 39,222 | $177K | 0.0% | $4.51 | $7.77 | — | COMMON STOCK | 073271108 |
| ETSY | ETSY INC COMMON STOCK USD 0.001 | 12,931 | $177K | 0.0% | $13.69 | $19.22 | -28.8% | COMMON STOCK | 29786A106 |
| KODK | EASTMAN KODAK CO COMMON STOCK USD 0.01 | 11,353 | $177K | 0.0% | $15.59 | $28.63 | -45.5% | COMMON STOCK | 277461406 |
| — | INNERWORKINGS INC COMMON STOCK USD 0.0001 | 28,145 | $176K | 0.0% | $6.25 | $10.34 | — | COMMON STOCK | 45773Y105 |
| PDFS | PDF SOLUTIONS INC COMMON STOCK USD 0.00015 | 17,599 | $176K | 0.0% | $10.00 | $17.87 | -44.0% | COMMON STOCK | 693282105 |
| SHAK | SHAKE SHACK INC COMMON STOCK USD 0.01 | 3,710 | $176K | 0.0% | $47.44 | $57.89 | -18.1% | COMMON STOCK | 819047101 |
| — | IGI LABORATORIES INC COMMON STOCK USD 0.01 | 26,819 | $175K | 0.0% | $6.53 | $5.77 | — | COMMON STOCK | 449575109 |
| — | TETRAPHASE PHARMACEUTICALS INC COMMON STOCK USD | 23,408 | $175K | 0.0% | $7.48 | $32.06 | — | COMMON STOCK | 88165N105 |
| — | OXFORD IMMUNOTEC GLOBAL PLC COMMON STOCK USD | 12,876 | $174K | 0.0% | $13.51 | $17.01 | — | COMMON STOCK | G6855A103 |
| — | ONCOTHYREON INC COMMON STOCK USD 0 | 63,545 | $174K | 0.0% | $2.74 | $3.02 | — | COMMON STOCK | 682324108 |
| YORW | YORK WATER CO/THE COMMON STOCK USD 0 | 8,257 | $174K | 0.0% | $21.07 * | $14.31 | +19.4% | COMMON STOCK | 987184108 |
| NC | NACCO INDUSTRIES INC COMMON STOCK USD 1 | 3,650 | $174K | 0.0% | $47.67 * | $9.83 | -12.1% | COMMON STOCK | 629579103 |
| CHEF | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD 0.01 | 12,284 | $174K | 0.0% | $14.16 | $19.60 | -27.8% | COMMON STOCK | 163086101 |
| — | BASIC ENERGY SERVICES INC COMMON STOCK USD 0.01 | 52,771 | $174K | 0.0% | $3.30 | $12.46 | — | COMMON STOCK | 06985P100 |
| — | ELDORADO RESORTS INC COMMON STOCK USD | 19,279 | $174K | 0.0% | $9.03 | $7.53 | — | COMMON STOCK | 28470R102 |
| VRA | VERA BRADLEY INC COMMON STOCK USD | 13,783 | $174K | 0.0% | $12.62 | $22.17 | -43.1% | COMMON STOCK | 92335C106 |
| ENVA | ENOVA INTERNATIONAL INC COMMON STOCK USD 0.00001 | 16,978 | $174K | 0.0% | $10.25 | $22.72 | -55.0% | COMMON STOCK | 29357K103 |
| — | CONSOLIDATED-TOMOKA LAND CO COMMON STOCK USD 1 | 3,467 | $173K | 0.0% | $49.90 | $38.81 | — | COMMON STOCK | 210226106 |
| — | WAUSAU PAPER CORP COMMON STOCK USD 0 | 26,979 | $173K | 0.0% | $6.41 | $11.52 | — | COMMON STOCK | 943315101 |
| — | EMC INSURANCE GROUP INC COMMON STOCK USD 1 | 7,410 | $172K | 0.0% | $23.21 | $27.61 | — | COMMON STOCK | 268664109 |
| BELFB | BEL FUSE INC COMMON STOCK USD 0.1 | 8,863 | $172K | 0.0% | $19.41 * | $20.60 | -17.3% | COMMON STOCK | 077347300 |
| — | PLY GEM HOLDINGS INC COMMON STOCK USD 0.01 | 14,624 | $171K | 0.0% | $11.69 | $17.45 | — | COMMON STOCK | 72941W100 |
| — | NEOPHOTONICS CORP COMMON STOCK USD 0.0025 | 25,057 | $171K | 0.0% | $6.82 | $8.89 | — | COMMON STOCK | 64051T100 |
| — | TERRITORIAL BANCORP INC COMMON STOCK USD 0.01 | 6,536 | $170K | 0.0% | $26.01 | $22.53 | — | COMMON STOCK | 88145X108 |
| — | UNIVAR INC COMMON STOCK USD 0.01 | 9,355 | $170K | 0.0% | $18.17 | $26.03 | — | COMMON STOCK | 91336L107 |
| — | ANTARES PHARMA INC COMMON STOCK USD 0.01 | 100,182 | $170K | 0.0% | $1.70 | $2.57 | — | COMMON STOCK | 036642106 |
| — | AMERICAN SCIENCE & ENGINEERING INC COMMON STOCK | 4,792 | $170K | 0.0% | $35.48 | $69.59 | — | COMMON STOCK | 029429107 |
| — | AMERICAN NATIONAL BANKSHARES INC COMMON STOCK USD | 7,251 | $170K | 0.0% | $23.45 | $21.81 | — | COMMON STOCK | 027745108 |
| — | CIVITAS SOLUTIONS INC COMMON STOCK USD 0.01 | 7,423 | $170K | 0.0% | $22.90 | $17.07 | — | COMMON STOCK | 17887R102 |
| CVLG | COVENANT TRANSPORTATION GROUP INC COMMON STOCK USD | 9,397 | $169K | 0.0% | $17.98 * | $12.39 | -30.4% | COMMON STOCK | 22284P105 |
| — | ROCKET FUEL INC COMMON STOCK USD 0.001 | 35,945 | $168K | 0.0% | $4.67 | $36.38 | — | COMMON STOCK | 773111109 |
| CCNE | CNB FINANCIAL CORP/PA COMMON STOCK USD 0 | 9,226 | $168K | 0.0% | $18.21 * | $11.31 | +18.7% | COMMON STOCK | 126128107 |
| — | LION BIOTECHNOLOGIES INC COMMON STOCK USD 0.001 | 29,022 | $167K | 0.0% | $5.75 | $9.17 | — | COMMON STOCK | 53619R102 |
| — | POWERSECURE INTERNATIONAL INC COMMON STOCK USD | 14,491 | $167K | 0.0% | $11.52 | $15.46 | — | COMMON STOCK | 73936N105 |
| — | QAD INC COMMON STOCK USD | 6,507 | $167K | 0.0% | $25.66 | $15.77 | — | COMMON STOCK | 74727D306 |
| — | VERSARTIS INC COMMON STOCK USD 0.0001 | 14,469 | $167K | 0.0% | $11.54 | $20.08 | — | COMMON STOCK | 92529L102 |
| — | HARTE-HANKS INC COMMON STOCK USD 1 | 47,351 | $167K | 0.0% | $3.53 | $8.46 | — | COMMON STOCK | 416196103 |
| NHTC | NATURAL HEALTH TRENDS CORP COMMON STOCK USD 0.001 | 5,122 | $167K | 0.0% | $32.60 | $29.62 | +10.3% | COMMON STOCK | 63888P406 |
| FLXS | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD 1 | 5,314 | $166K | 0.0% | $31.24 * | $17.23 | +40.1% | COMMON STOCK | 339382103 |
| ADUS | ADDUS HOMECARE CORP COMMON STOCK USD 0.001 | 5,322 | $166K | 0.0% | $31.19 | $22.44 | +38.8% | COMMON STOCK | 006739106 |
| — | TRUECAR INC COMMON STOCK USD 0.0001 | 31,628 | $165K | 0.0% | $5.22 | $12.53 | — | COMMON STOCK | 89785L107 |
| — | GALENA BIOPHARMA INC COMMON STOCK USD 0.0001 | 104,175 | $165K | 0.0% | $1.58 | $2.43 | — | COMMON STOCK | 363256108 |
| — | AVID TECHNOLOGY INC COMMON STOCK USD 0.01 | 20,791 | $165K | 0.0% | $7.94 | $14.21 | — | COMMON STOCK | 05367P100 |
| — | REALNETWORKS INC COMMON STOCK USD 0.001 | 40,133 | $164K | 0.0% | $4.09 | $7.38 | — | COMMON STOCK | 75605L708 |
| OLLI | OLLIE'S BARGAIN OUTLET HOLDINGS INC COMMON STOCK | 10,126 | $164K | 0.0% | $16.20 | $18.53 | -12.8% | COMMON STOCK | 681116109 |
| OPY | OPPENHEIMER HOLDINGS INC COMMON STOCK USD 0.001 | 8,158 | $163K | 0.0% | $19.98 | $19.62 | +2.0% | COMMON STOCK | 683797104 |
| ULH | UNIVERSAL TRUCKLOAD SERVICES INC COMMON STOCK USD | 10,403 | $162K | 0.0% | $15.57 | $24.28 | -35.9% | COMMON STOCK | 91388P105 |
| CRWS | CROWN CRAFTS INC COMMON STOCK USD 0.01 | 19,792 | $162K | 0.0% | $8.19 * | $3.56 | +7.7% | COMMON STOCK | 228309100 |
| — | WESTMORELAND COAL CO COMMON STOCK USD 2.5 | 11,486 | $162K | 0.0% | $14.10 | $26.09 | — | COMMON STOCK | 960878106 |
| — | TELECOMMUNICATION SYSTEMS INC COMMON STOCK USD | 47,197 | $162K | 0.0% | $3.43 | $2.70 | — | COMMON STOCK | 87929J103 |
| NXRT | NEXPOINT RESIDENTIAL TRUST INC REIT USD 0.01 | 12,047 | $161K | 0.0% | $13.36 | $13.45 | — | EQUITIES - REIT | 65341D102 |
| — | SPARTON CORP COMMON STOCK USD 1.25 | 7,480 | $160K | 0.0% | $21.39 | $21.63 | — | COMMON STOCK | 847235108 |
| OSUR | ORASURE TECHNOLOGIES INC COMMON STOCK USD 0.000001 | 36,032 | $160K | 0.0% | $4.44 | $6.61 | -32.8% | COMMON STOCK | 68554V108 |
| — | ALLIANCE FIBER OPTIC PRODUCTS INC COMMON STOCK USD | 9,356 | $160K | 0.0% | $17.10 | $13.10 | — | COMMON STOCK | 018680306 |
| QCRH | QCR HOLDINGS INC COMMON STOCK USD 1 | 7,303 | $160K | 0.0% | $21.91 * | $19.10 | +8.6% | COMMON STOCK | 74727A104 |
| RYAM | RAYONIER ADVANCED MATERIALS INC COMMON STOCK USD | 26,197 | $160K | 0.0% | $6.11 | $16.47 | -62.8% | COMMON STOCK | 75508B104 |
| LYTS | LSI INDUSTRIES INC COMMON STOCK USD 0 | 18,820 | $159K | 0.0% | $8.45 | $7.56 | +11.6% | COMMON STOCK | 50216C108 |
| RAIL | FREIGHTCAR AMERICA INC COMMON STOCK USD 0.01 | 9,288 | $159K | 0.0% | $17.12 | $23.11 | -25.7% | COMMON STOCK | 357023100 |
| MBUU | MALIBU BOATS INC COMMON STOCK USD 0.01 | 11,396 | $159K | 0.0% | $13.95 | $20.02 | -30.2% | COMMON STOCK | 56117J100 |
| AMH | AMERICAN HOMES 4 RENT REIT USD 0.01 | 9,896 | $159K | 0.0% | $16.07 | $16.83 | — | EQUITIES - REIT | 02665T306 |
| — | CTI BIOPHARMA CORP COMMON STOCK USD 0 | 108,106 | $158K | 0.0% | $1.46 | $2.78 | — | COMMON STOCK | 12648L106 |
| — | ZIX CORP COMMON STOCK USD 0.01 | 37,640 | $158K | 0.0% | $4.20 | $4.27 | — | COMMON STOCK | 98974P100 |
| — | HABIT RESTAURANTS INC/THE COMMON STOCK USD 0.01 | 7,377 | $158K | 0.0% | $21.42 | $31.90 | — | COMMON STOCK | 40449J103 |
| — | PFENEX INC COMMON STOCK USD 0.001 | 10,509 | $158K | 0.0% | $15.03 | $19.41 | — | COMMON STOCK | 717071104 |
| — | LADENBURG THALMANN FINANCIAL SERVICES INC COMMON | 74,576 | $157K | 0.0% | $2.11 | $1.69 | — | COMMON STOCK | 50575Q102 |
| — | EXACTECH INC COMMON STOCK USD 0.01 | 9,035 | $157K | 0.0% | $17.38 | $19.93 | — | COMMON STOCK | 30064E109 |
| — | KARYOPHARM THERAPEUTICS INC COMMON STOCK USD | 14,905 | $157K | 0.0% | $10.53 | $25.04 | — | COMMON STOCK | 48576U106 |
| HLF | HERBALIFE LTD COMMON STOCK USD 0.002 | 2,883 | $157K | 0.0% | $54.46 * | $22.96 | +18.7% | COMMON STOCK | G4412G101 |
| — | EPIRUS BIOPHARMACEUTICALS INC | 35,000 | $155K | 0.0% | $4.43 | $5.33 | — | COMMON STOCK | 29428P107 |
| — | AV HOMES INC COMMON STOCK USD 1 | 11,499 | $155K | 0.0% | $13.48 | $17.26 | — | COMMON STOCK | 00234P102 |
| — | TUESDAY MORNING CORP COMMON STOCK USD 0.01 | 28,559 | $155K | 0.0% | $5.43 | $14.40 | — | COMMON STOCK | 899035505 |
| — | COMMUNITYONE BANCORP COMMON STOCK USD 2.5 | 14,289 | $155K | 0.0% | $10.85 | $9.86 | — | COMMON STOCK | 20416Q108 |
| ACGL | ARCH CAPITAL GROUP LTD COMMON STOCK USD 0.01 | 2,113 | $155K | 0.0% | $73.36 * | $16.55 | +40.7% | COMMON STOCK | G0450A105 |
| CWST | CASELLA WASTE SYSTEMS INC COMMON STOCK USD 0.01 | 26,691 | $155K | 0.0% | $5.81 | $4.17 | +39.1% | COMMON STOCK | 147448104 |
| CWB | SPDR BARCLAYS CONVERTIBLE SECURITIES ETF ETP USD | 3,470 | $155K | 0.0% | $44.67 | $47.15 | -5.2% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 78464A359 |
| — | BRIDGEPOINT EDUCATION INC COMMON STOCK USD 0.01 | 20,197 | $154K | 0.0% | $7.62 | $13.31 | — | COMMON STOCK | 10807M105 |
| — | SERVICESOURCE INTERNATIONAL INC COMMON STOCK USD | 38,593 | $154K | 0.0% | $3.99 | $9.15 | — | COMMON STOCK | 81763U100 |
| — | FOX CHASE BANCORP INC COMMON STOCK USD 0.01 | 8,863 | $154K | 0.0% | $17.38 | $16.99 | — | COMMON STOCK | 35137T108 |
| SRNE | SORRENTO THERAPEUTICS INC COMMON STOCK USD 0.0001 | 18,347 | $154K | 0.0% | $8.39 | $12.85 | -34.7% | COMMON STOCK | 83587F202 |
| FNLC | FIRST BANCORP INC/ME COMMON STOCK USD 0.01 | 8,022 | $153K | 0.0% | $19.07 * | $9.19 | +27.2% | COMMON STOCK | 31866P102 |
| — | POTBELLY CORP COMMON STOCK USD 0.01 | 13,933 | $153K | 0.0% | $10.98 | $18.86 | — | COMMON STOCK | 73754Y100 |
| NVEC | NVE CORP COMMON STOCK USD 0.01 | 3,123 | $152K | 0.0% | $48.67 | $51.44 | -5.6% | COMMON STOCK | 629445206 |
| FRPH | FRP HOLDINGS INC COMMON STOCK USD 0.1 | 5,029 | $152K | 0.0% | $30.22 * | $15.80 | -4.6% | COMMON STOCK | 30292L107 |
| LAB | FLUIDIGM CORP COMMON STOCK USD 0.001 | 18,783 | $152K | 0.0% | $8.09 | $30.00 | -73.0% | COMMON STOCK | 34385P108 |
| — | ANTHERA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 24,999 | $152K | 0.0% | $6.08 | $8.45 | — | COMMON STOCK | 03674U201 |
| — | EXAR CORP COMMON STOCK USD 0.0001 | 25,572 | $152K | 0.0% | $5.94 | $10.92 | — | COMMON STOCK | 300645108 |
| KLIC | KULICKE & SOFFA INDUSTRIES INC COMMON STOCK USD 0 | 16,503 | $151K | 0.0% | $9.15 * | $10.93 | -26.8% | COMMON STOCK | 501242101 |
| — | MONEYGRAM INTERNATIONAL INC COMMON STOCK USD 0.01 | 18,750 | $150K | 0.0% | $8.00 | $20.43 | — | COMMON STOCK | 60935Y208 |
| CORT | CORCEPT THERAPEUTICS INC COMMON STOCK USD 0.001 | 39,966 | $150K | 0.0% | $3.75 | $1.90 | +98.4% | COMMON STOCK | 218352102 |
| — | GUGGENHEIM S&P 500 EQUAL WEIGHT ETF ETP USD | 2,035 | $150K | 0.0% | $73.71 | $80.26 | — | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 78355W106 |
| — | ORGANOVO HOLDINGS INC COMMON STOCK USD 0.0001 | 56,137 | $150K | 0.0% | $2.67 | $7.45 | — | COMMON STOCK | 68620A104 |
| — | OPOWER INC COMMON STOCK USD 0.000005 | 16,808 | $150K | 0.0% | $8.92 | $14.19 | — | COMMON STOCK | 68375Y109 |
| DMRC | DIGIMARC CORP COMMON STOCK USD 0.001 | 4,885 | $149K | 0.0% | $30.50 * | $22.53 | +65.7% | COMMON STOCK | 25381B101 |
| — | HALLMARK FINANCIAL SERVICES INC COMMON STOCK USD | 12,971 | $149K | 0.0% | $11.49 | $9.13 | — | COMMON STOCK | 40624Q203 |
| AKBA | AKEBIA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 15,450 | $149K | 0.0% | $9.64 | $11.24 | -14.1% | COMMON STOCK | 00972D105 |
| ACIC | UNITED INSURANCE HOLDINGS CORP COMMON STOCK USD | 11,353 | $149K | 0.0% | $13.12 * | $8.95 | +13.3% | COMMON STOCK | 910710102 |
| — | CALAMOS ASSET MANAGEMENT INC COMMON STOCK USD 0.01 | 15,728 | $149K | 0.0% | $9.47 | $10.40 | — | COMMON STOCK | 12811R104 |
| WINA | WINMARK CORP COMMON STOCK USD 0 | 1,439 | $148K | 0.0% | $102.85 | $62.45 | +64.8% | COMMON STOCK | 974250102 |
| — | PARATEK PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 7,802 | $148K | 0.0% | $18.97 | $25.98 | — | COMMON STOCK | 699374302 |
| — | PREFERRED APARTMENT COMMUNITIES INC REIT USD 0.01 | 13,570 | $148K | 0.0% | $10.91 | $9.95 | — | EQUITIES - REIT | 74039L103 |
| — | INVIVO THERAPEUTICS HOLDINGS CORP COMMON STOCK USD | 17,107 | $147K | 0.0% | $8.59 | $16.13 | — | COMMON STOCK | 46186M209 |
| CYTK | CYTOKINETICS INC COMMON STOCK USD 0.001 | 21,778 | $146K | 0.0% | $6.70 | $7.98 | -16.2% | COMMON STOCK | 23282W605 |
| — | VINCE HOLDING CORP COMMON STOCK USD 0.001 | 42,535 | $146K | 0.0% | $3.43 | $20.43 | — | COMMON STOCK | 92719W108 |
| CPRX | CATALYST PHARMACEUTICALS INC COMMON STOCK USD | 48,423 | $145K | 0.0% | $2.99 | $3.99 | -24.7% | COMMON STOCK | 14888U101 |
| — | CONTAINER STORE GROUP INC/THE COMMON STOCK USD | 10,326 | $145K | 0.0% | $14.04 | $43.70 | — | COMMON STOCK | 210751103 |
| — | CURIS INC COMMON STOCK USD 0.01 | 71,527 | $144K | 0.0% | $2.01 | $3.31 | — | COMMON STOCK | 231269101 |
| EHTH | EHEALTH INC COMMON STOCK USD 0.001 | 11,210 | $144K | 0.0% | $12.85 | $35.36 | -63.8% | COMMON STOCK | 28238P109 |
| — | BOJANGLES' INC COMMON STOCK USD 0.01 | 8,547 | $144K | 0.0% | $16.85 | $23.85 | — | COMMON STOCK | 097488100 |
| — | CAI INTERNATIONAL INC COMMON STOCK USD 0.0001 | 14,304 | $144K | 0.0% | $10.07 | $23.51 | — | COMMON STOCK | 12477X106 |
| — | AEP INDUSTRIES INC COMMON STOCK USD 0.01 | 2,519 | $144K | 0.0% | $57.17 | $36.18 | — | COMMON STOCK | 001031103 |
| — | FOUNDATION MEDICINE INC COMMON STOCK USD 0.0001 | 7,767 | $143K | 0.0% | $18.41 | $24.11 | — | COMMON STOCK | 350465100 |
| GENNQ | GENESIS HEALTHCARE INC COMMON STOCK USD 0.001 | 23,376 | $143K | 0.0% | $6.12 * | $7.60 | -10.8% | COMMON STOCK | 37185X106 |
| — | RIGEL PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 57,996 | $143K | 0.0% | $2.47 | $3.48 | — | COMMON STOCK | 766559603 |
| — | NEW RELIC INC COMMON STOCK USD 0.001 | 3,762 | $143K | 0.0% | $38.01 | $34.99 | — | COMMON STOCK | 64829B100 |
| — | VOXX INTERNATIONAL CORP COMMON STOCK USD 0.01 | 19,224 | $143K | 0.0% | $7.44 | $12.35 | — | COMMON STOCK | 91829F104 |
| QNST | QUINSTREET INC COMMON STOCK USD 0.001 | 25,547 | $142K | 0.0% | $5.56 | $7.66 | -27.6% | COMMON STOCK | 74874Q100 |
| BOOT | BOOT BARN HOLDINGS INC COMMON STOCK USD 0.0001 | 7,690 | $142K | 0.0% | $18.47 | $22.46 | -17.9% | COMMON STOCK | 099406100 |
| SPWH | SPORTSMAN'S WAREHOUSE HOLDINGS INC COMMON STOCK | 11,502 | $142K | 0.0% | $12.35 | $9.35 | +31.8% | COMMON STOCK | 84920Y106 |
| — | PENDRELL CORP COMMON STOCK USD 0.01 | 197,173 | $142K | 0.0% | $0.72 | $2.22 | — | COMMON STOCK | 70686R104 |
| — | REIS INC COMMON STOCK USD 0.01 | 6,261 | $142K | 0.0% | $22.68 | $17.67 | — | COMMON STOCK | 75936P105 |
| — | HOVNANIAN ENTERPRISES INC COMMON STOCK USD 0.01 | 80,037 | $142K | 0.0% | $1.77 | $5.51 | — | COMMON STOCK | 442487203 |
| — | CHANNELADVISOR CORP COMMON STOCK USD 0.001 | 14,191 | $141K | 0.0% | $9.94 | $38.31 | — | COMMON STOCK | 159179100 |
| MOFG | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD | 4,828 | $141K | 0.0% | $29.20 * | $25.32 | +22.2% | COMMON STOCK | 598511103 |
| — | SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD | 13,400 | $141K | 0.0% | $10.52 | $19.20 | — | COMMON STOCK | Y8213L102 |
| — | VIVINT SOLAR INC COMMON STOCK USD 0.01 | 13,417 | $141K | 0.0% | $10.51 | $9.23 | — | COMMON STOCK | 92854Q106 |
| — | DURECT CORP COMMON STOCK USD 0.0001 | 72,210 | $141K | 0.0% | $1.95 | $2.40 | — | COMMON STOCK | 266605104 |
| — | CORENERGY INFRASTRUCTURE TRUST INC REIT USD 0.001 | 31,770 | $140K | 0.0% | $4.41 | $6.78 | — | EQUITIES - REIT | 21870U205 |
| — | OREXIGEN THERAPEUTICS INC COMMON STOCK USD 0.001 | 66,553 | $140K | 0.0% | $2.10 | $5.86 | — | COMMON STOCK | 686164104 |
| — | EASTERLY GOVERNMENT PROPERTIES INC REIT USD 0.01 | 8,765 | $140K | 0.0% | $15.97 | $16.06 | — | EQUITIES - REIT | 27616P103 |
| FRPT | FRESHPET INC COMMON STOCK USD 0.001 | 13,306 | $140K | 0.0% | $10.52 | $20.17 | -47.9% | COMMON STOCK | 358039105 |
| — | BALDWIN & LYONS INC COMMON STOCK USD 0 | 6,465 | $140K | 0.0% | $21.66 | $25.98 | — | COMMON STOCK | 057755209 |
| — | ANGIE'S LIST INC COMMON STOCK USD 0.001 | 27,848 | $140K | 0.0% | $5.03 | $11.86 | — | COMMON STOCK | 034754101 |
| FARM | FARMER BROS CO COMMON STOCK USD 1 | 5,102 | $139K | 0.0% | $27.24 * | $15.77 | +50.1% | COMMON STOCK | 307675108 |
| CCBG | CAPITAL CITY BANK GROUP INC COMMON STOCK USD 0.01 | 9,337 | $139K | 0.0% | $14.89 * | $9.48 | +28.1% | COMMON STOCK | 139674105 |
| — | REAL INDUSTRY INC COMMON STOCK | 15,789 | $139K | 0.0% | $8.80 | $11.34 | — | COMMON STOCK | 75601W104 |
| PACB | PACIFIC BIOSCIENCES OF CALIFORNIA INC COMMON STOCK | 37,893 | $139K | 0.0% | $3.67 | $3.53 | +3.7% | COMMON STOCK | 69404D108 |
| — | RENTECH INC COMMON STOCK USD 0.01 | 24,727 | $138K | 0.0% | $5.58 | $5.58 | — | COMMON STOCK | 760112201 |
| — | BIOSPECIFICS TECHNOLOGIES CORP COMMON STOCK USD | 3,175 | $138K | 0.0% | $43.46 | $30.84 | — | COMMON STOCK | 090931106 |
| — | CRH PLC ADR USD | 5,211 | $138K | 0.0% | $26.48 | $27.94 | — | ADR | 12626K203 |
| — | WEST MARINE INC COMMON STOCK USD 0.001 | 15,624 | $137K | 0.0% | $8.77 | $11.06 | — | COMMON STOCK | 954235107 |
| — | PENNS WOODS BANCORP INC COMMON STOCK USD 8.33 | 3,357 | $137K | 0.0% | $40.81 | $44.06 | — | COMMON STOCK | 708430103 |
| ASC | ARDMORE SHIPPING CORP COMMON STOCK USD 0.01 | 11,362 | $137K | 0.0% | $12.06 * | $9.85 | -3.9% | COMMON STOCK | Y0207T100 |
| — | DSP GROUP INC COMMON STOCK USD 0.001 | 15,017 | $137K | 0.0% | $9.12 | $8.60 | — | COMMON STOCK | 23332B106 |
| RDI | READING INTERNATIONAL INC COMMON STOCK USD 0.01 | 10,797 | $137K | 0.0% | $12.69 | $6.02 | +110.4% | COMMON STOCK | 755408101 |
| BBBY | OVERSTOCK.COM INC COMMON STOCK USD 0.0001 | 7,925 | $136K | 0.0% | $17.16 | $22.14 | -22.5% | COMMON STOCK | 690370101 |
| NKSH | NATIONAL BANKSHARES INC COMMON STOCK USD 1.25 | 4,334 | $135K | 0.0% | $31.15 * | $19.94 | +0.0% | COMMON STOCK | 634865109 |
| IBKR | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD | 3,410 | $135K | 0.0% | $39.59 * | $3.45 | +166.0% | COMMON STOCK | 45841N107 |
| — | CARBONITE INC COMMON STOCK USD 0.01 | 12,093 | $135K | 0.0% | $11.16 | $12.81 | — | COMMON STOCK | 141337105 |
| — | SOLAZYME INC COMMON STOCK USD 0.001 | 51,880 | $135K | 0.0% | $2.60 | $11.60 | — | COMMON STOCK | 83415T101 |
| IRT | INDEPENDENCE REALTY TRUST INC REIT USD 0.01 | 18,520 | $134K | 0.0% | $7.24 | $7.43 | — | EQUITIES - REIT | 45378A106 |
| BHB | BAR HARBOR BANKSHARES COMMON STOCK USD 2 | 4,195 | $134K | 0.0% | $31.94 * | $15.58 | -5.7% | COMMON STOCK | 066849100 |
| KOPN | KOPIN CORP COMMON STOCK USD 0.01 | 42,834 | $134K | 0.0% | $3.13 | $3.46 | -9.3% | COMMON STOCK | 500600101 |
| — | GULFMARK OFFSHORE INC COMMON STOCK USD 0.01 | 21,872 | $134K | 0.0% | $6.13 | $45.30 | — | COMMON STOCK | 402629208 |
| GRBK | GREEN BRICK PARTNERS INC COMMON STOCK USD 0.01 | 12,263 | $133K | 0.0% | $10.85 | $9.98 | +8.5% | COMMON STOCK | 392709101 |
| ALCO | ALICO INC COMMON STOCK USD 1 | 3,280 | $133K | 0.0% | $40.55 * | $32.35 | +6.4% | COMMON STOCK | 016230104 |
| UMH | UMH PROPERTIES INC REIT USD 0.1 | 14,267 | $133K | 0.0% | $9.32 | $10.18 | — | EQUITIES - REIT | 903002103 |
| — | KEYW HOLDING CORP/THE COMMON STOCK USD | 21,584 | $133K | 0.0% | $6.16 | $13.26 | — | COMMON STOCK | 493723100 |
| — | MILLENNIAL MEDIA INC COMMON STOCK USD 0.001 | 75,735 | $133K | 0.0% | $1.76 | $5.10 | — | COMMON STOCK | 60040N105 |
| — | USA TRUCK INC COMMON STOCK USD 0.01 | 7,720 | $133K | 0.0% | $17.23 | $17.07 | — | COMMON STOCK | 902925106 |
| LQD | ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND | 1,140 | $132K | 0.0% | $115.79 | $118.15 | -1.7% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287242 |
| LMNR | LIMONEIRA CO COMMON STOCK USD 0.01 | 7,892 | $132K | 0.0% | $16.73 * | $16.72 | -15.4% | COMMON STOCK | 532746104 |
| — | SEQUENOM INC COMMON STOCK USD 0.001 | 75,546 | $132K | 0.0% | $1.75 | $4.13 | — | COMMON STOCK | 817337405 |
| — | NII HOLDINGS INC COMMON STOCK | 20,137 | $131K | 0.0% | $6.51 | $6.51 | — | COMMON STOCK | 62913F508 |
| — | NANOSTRING TECHNOLOGIES INC COMMON STOCK USD | 8,182 | $131K | 0.0% | $16.01 | $13.66 | — | COMMON STOCK | 63009R109 |
| — | CLOUD PEAK ENERGY INC COMMON STOCK USD 0.01 | 49,884 | $131K | 0.0% | $2.63 | $16.41 | — | COMMON STOCK | 18911Q102 |
| — | PEREGRINE PHARMACEUTICALS INC COMMON STOCK USD | 127,269 | $130K | 0.0% | $1.02 | $1.41 | — | COMMON STOCK | 713661304 |
| — | CONTANGO OIL & GAS CO COMMON STOCK USD 0.04 | 17,081 | $130K | 0.0% | $7.61 | $36.83 | — | COMMON STOCK | 21075N204 |
| — | SENOMYX INC COMMON STOCK USD 0.001 | 29,119 | $130K | 0.0% | $4.46 | $8.66 | — | COMMON STOCK | 81724Q107 |
| — | NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD | 52,037 | $130K | 0.0% | $2.50 | $10.08 | — | COMMON STOCK | Y62196103 |
| CECO | CECO ENVIRONMENTAL CORP COMMON STOCK USD 0.01 | 15,886 | $130K | 0.0% | $8.18 * | $11.08 | -30.7% | COMMON STOCK | 125141101 |
| — | JAMBA INC COMMON STOCK USD 0.001 | 9,082 | $129K | 0.0% | $14.20 | $14.79 | — | COMMON STOCK | 47023A309 |
| — | BLUEPRINT MEDICINES CORP COMMON STOCK USD 0.001 | 6,060 | $129K | 0.0% | $21.29 | $26.57 | — | COMMON STOCK | 09627Y109 |
| ESCA | ESCALADE INC COMMON STOCK USD 0 | 8,161 | $129K | 0.0% | $15.81 * | $9.89 | +5.7% | COMMON STOCK | 296056104 |
| DGICA | DONEGAL GROUP INC COMMON STOCK USD 0.01 | 9,173 | $129K | 0.0% | $14.06 * | $8.83 | +3.0% | COMMON STOCK | 257701201 |
| — | UNITED ONLINE INC COMMON STOCK USD 0.0001 | 12,858 | $129K | 0.0% | $10.03 | $15.06 | — | COMMON STOCK | 911268209 |
| — | ZAGG INC COMMON STOCK USD 0.001 | 18,951 | $129K | 0.0% | $6.81 | $7.92 | — | COMMON STOCK | 98884U108 |
| — | OVASCIENCE INC COMMON STOCK USD | 15,222 | $129K | 0.0% | $8.47 | $15.64 | — | COMMON STOCK | 69014Q101 |
| ATLO | AMES NATIONAL CORP COMMON STOCK USD 2 | 5,605 | $129K | 0.0% | $23.02 * | $13.93 | +7.6% | COMMON STOCK | 031001100 |
| — | DICERNA PHARMACEUTICALS INC COMMON STOCK USD | 15,720 | $129K | 0.0% | $8.21 | $18.91 | — | COMMON STOCK | 253031108 |
| — | ATLAS FINANCIAL HOLDINGS INC COMMON STOCK USD 0 | 6,901 | $128K | 0.0% | $18.55 | $15.17 | — | COMMON STOCK | G06207115 |
| KRE | SPDR S&P REGIONAL BANKING ETF ETP USD | 3,120 | $128K | 0.0% | $41.03 | $42.48 | -3.1% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 78464A698 |
| — | GASTAR EXPLORATION INC COMMON STOCK USD 0.001 | 111,464 | $128K | 0.0% | $1.15 | $4.13 | — | COMMON STOCK | 36729W202 |
| DJCO | DAILY JOURNAL CORP COMMON STOCK USD 0.01 | 681 | $127K | 0.0% | $186.49 | $119.04 | +56.4% | COMMON STOCK | 233912104 |
| — | TECHTARGET INC COMMON STOCK USD 0.001 | 14,796 | $126K | 0.0% | $8.52 | $6.26 | — | COMMON STOCK | 87874R100 |
| — | HALCON RESOURCES CORP COMMON STOCK USD 0.0001 | 237,025 | $126K | 0.0% | $0.53 | $4.60 | — | COMMON STOCK | 40537Q209 |
| ENZN | ENZON PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 130,278 | $126K | 0.0% | $0.97 * | $0.10 | +33.0% | COMMON STOCK | 293904108 |
| — | GOLDEN OCEAN GROUP LTD | 50,884 | $125K | 0.0% | $2.46 | $3.85 | — | COMMON STOCK | G39637106 |
| — | CUTERA INC COMMON STOCK USD 0.001 | 9,459 | $124K | 0.0% | $13.11 | $12.75 | — | COMMON STOCK | 232109108 |
| — | FIVE STAR QUALITY CARE INC COMMON STOCK USD 0.01 | 40,211 | $124K | 0.0% | $3.08 | $5.07 | — | COMMON STOCK | 33832D106 |
| RDNT | RADNET INC COMMON STOCK USD 0.0001 | 22,315 | $124K | 0.0% | $5.56 | $5.75 | -3.5% | COMMON STOCK | 750491102 |
| GHM | GRAHAM CORP COMMON STOCK USD 0.1 | 6,908 | $122K | 0.0% | $17.66 * | $21.75 | -29.5% | COMMON STOCK | 384556106 |
| VPG | VISHAY PRECISION GROUP INC COMMON STOCK USD | 10,566 | $122K | 0.0% | $11.55 | $14.70 | -21.1% | COMMON STOCK | 92835K103 |
| — | HERITAGE OAKS BANCORP COMMON STOCK USD 0 | 15,374 | $122K | 0.0% | $7.94 | $6.32 | — | COMMON STOCK | 42724R107 |
| — | TRIBUNE PUBLISHING CO COMMON STOCK USD 0.01 | 15,428 | $121K | 0.0% | $7.84 | $14.18 | — | COMMON STOCK | 896082104 |
| — | WEIGHT WATCHERS INTERNATIONAL INC COMMON STOCK USD | 19,038 | $121K | 0.0% | $6.36 | $23.12 | — | COMMON STOCK | 948626106 |
| — | NATIONAL INTERSTATE CORP COMMON STOCK USD 0.01 | 4,548 | $121K | 0.0% | $26.61 | $28.74 | — | COMMON STOCK | 63654U100 |
| — | ORCHID ISLAND CAPITAL INC REIT USD 0.01 | 13,104 | $121K | 0.0% | $9.23 | $11.01 | — | EQUITIES - REIT | 68571X103 |
| — | CONTINENTAL RESOURCES INC/OK COMMON STOCK USD 0.01 | 4,185 | $121K | 0.0% | $28.91 | $54.02 | — | COMMON STOCK | 212015101 |
| — | REGULUS THERAPEUTICS INC COMMON STOCK USD 0.001 | 18,295 | $120K | 0.0% | $6.56 | $10.34 | — | COMMON STOCK | 75915K101 |
| — | CROWN MEDIA HOLDINGS INC COMMON STOCK USD 0.01 | 22,393 | $120K | 0.0% | $5.36 | $2.48 | — | COMMON STOCK | 228411104 |
| — | KOSMOS ENERGY LTD COMMON STOCK USD 0.01 | 21,356 | $119K | 0.0% | $5.57 | $7.91 | — | COMMON STOCK | G5315B107 |
| — | HORIZON GLOBAL CORP COMMON STOCK USD 0.01 | 13,519 | $119K | 0.0% | $8.80 | $8.80 | — | COMMON STOCK | 44052W104 |
| — | SANDRIDGE ENERGY INC COMMON STOCK USD 0.001 | 441,742 | $119K | 0.0% | $0.27 | $1.34 | — | COMMON STOCK | 80007P307 |
| — | INTELSAT SA COMMON STOCK USD 0.01 | 18,369 | $118K | 0.0% | $6.42 | $18.85 | — | COMMON STOCK | L5140P101 |
| XLF | FINANCIAL SELECT SECTOR SPDR FUND ETP USD | 5,200 | $118K | 0.0% | $22.69 * | $19.61 | -6.1% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 81369Y605 |
| — | AVALANCHE BIOTECHNOLOGIES INC COMMON STOCK USD | 14,350 | $118K | 0.0% | $8.22 | $40.23 | — | COMMON STOCK | 05337G107 |
| — | FUELCELL ENERGY INC COMMON STOCK USD 0.0001 | 159,910 | $118K | 0.0% | $0.74 | $1.60 | — | COMMON STOCK | 35952H106 |
| — | IGNYTA INC COMMON STOCK USD | 13,266 | $116K | 0.0% | $8.74 | $12.30 | — | COMMON STOCK | 451731103 |
| — | AAC HOLDINGS INC COMMON STOCK USD 0.001 | 5,151 | $115K | 0.0% | $22.33 | $33.41 | — | COMMON STOCK | 000307108 |
| WRLD | WORLD ACCEPTANCE CORP COMMON STOCK USD 0 | 4,295 | $115K | 0.0% | $26.78 | $89.71 | -70.1% | COMMON STOCK | 981419104 |
| LQDT | LIQUIDITY SERVICES INC COMMON STOCK USD 0.001 | 15,627 | $115K | 0.0% | $7.36 | $32.88 | -77.5% | COMMON STOCK | 53635B107 |
| — | FARMERS CAPITAL BANK CORP COMMON STOCK USD 0.125 | 4,628 | $115K | 0.0% | $24.85 | $28.52 | — | COMMON STOCK | 309562106 |
| RM | REGIONAL MANAGEMENT CORP COMMON STOCK USD 0.1 | 7,345 | $114K | 0.0% | $15.52 * | $24.44 | -47.6% | COMMON STOCK | 75902K106 |
| HEZU | ISHARES CURRENCY HEDGED MSCI EUROZONE ETF ETP USD | 4,605 | $114K | 0.0% | $24.76 | $26.88 | -7.7% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 46434V639 |
| — | SIZMEK INC COMMON STOCK USD | 19,091 | $114K | 0.0% | $5.97 | $10.62 | — | COMMON STOCK | 83013P105 |
| — | CENTURY BANCORP INC/MA COMMON STOCK USD 1 | 2,808 | $114K | 0.0% | $40.60 | $34.08 | — | COMMON STOCK | 156432106 |
| — | ENTERPRISE BANCORP INC/MA COMMON STOCK USD 0.01 | 5,456 | $114K | 0.0% | $20.89 | $18.62 | — | COMMON STOCK | 293668109 |
| — | CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON | 52,941 | $114K | 0.0% | $2.15 | $4.01 | — | COMMON STOCK | G20045202 |
| VICR | VICOR CORP COMMON STOCK USD 0.01 | 11,198 | $114K | 0.0% | $10.18 | $5.37 | +90.1% | COMMON STOCK | 925815102 |
| — | MARLIN BUSINESS SERVICES CORP COMMON STOCK USD | 7,318 | $113K | 0.0% | $15.44 | $22.82 | — | COMMON STOCK | 571157106 |
| — | CHEMOCENTRYX INC COMMON STOCK USD 0.001 | 18,691 | $113K | 0.0% | $6.05 | $9.75 | — | COMMON STOCK | 16383L106 |
| TIPT | TIPTREE FINANCIAL INC COMMON STOCK USD 0.001 | 17,438 | $112K | 0.0% | $6.42 | $7.45 | -14.1% | COMMON STOCK | 88822Q103 |
| NWPX | NORTHWEST PIPE CO COMMON STOCK USD 0.01 | 8,549 | $112K | 0.0% | $13.10 | $27.40 | -52.3% | COMMON STOCK | 667746101 |
| — | MERCHANTS BANCSHARES INC/VT COMMON STOCK USD 0.01 | 3,802 | $112K | 0.0% | $29.46 | $29.11 | — | COMMON STOCK | 588448100 |
| SGC | SUPERIOR UNIFORM GROUP INC COMMON STOCK USD 0 | 6,258 | $112K | 0.0% | $17.90 | $17.17 | +4.4% | COMMON STOCK | 868358102 |
| — | SUN BANCORP INC/NJ COMMON STOCK USD 5 | 5,854 | $112K | 0.0% | $19.13 | $18.12 | — | COMMON STOCK | 86663B201 |
| — | JAKKS PACIFIC INC COMMON STOCK USD 0.001 | 13,107 | $112K | 0.0% | $8.55 | $11.25 | — | COMMON STOCK | 47012E106 |
| — | FAIRMOUNT SANTROL HOLDINGS INC COMMON STOCK USD | 41,300 | $112K | 0.0% | $2.71 | $2.71 | — | COMMON STOCK | 30555Q108 |
| — | INVENTURE FOODS INC COMMON STOCK USD 0.01 | 12,453 | $111K | 0.0% | $8.91 | $8.84 | — | COMMON STOCK | 461212102 |
| — | HESKA CORP COMMON STOCK USD 0.001 | 3,626 | $111K | 0.0% | $30.61 | $29.78 | — | COMMON STOCK | 42805E306 |
| — | ADAMAS PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 6,623 | $111K | 0.0% | $16.76 | $23.68 | — | COMMON STOCK | 00548A106 |
| — | HORTONWORKS INC COMMON STOCK USD 0.0001 | 5,059 | $111K | 0.0% | $21.94 | $24.67 | — | COMMON STOCK | 440894103 |
| AGYS | AGILYSYS INC COMMON STOCK USD 0.3 | 10,009 | $111K | 0.0% | $11.09 | $11.68 | -4.8% | COMMON STOCK | 00847J105 |
| MCHX | MARCHEX INC COMMON STOCK USD 0.01 | 27,511 | $111K | 0.0% | $4.03 | $6.26 | -35.6% | COMMON STOCK | 56624R108 |
| — | SEASPINE HOLDINGS CORP COMMON STOCK USD 0.01 | 6,781 | $110K | 0.0% | $16.22 | $16.22 | — | COMMON STOCK | 81255T108 |
| — | NOODLES & CO COMMON STOCK USD 0.01 | 7,771 | $110K | 0.0% | $14.16 | $37.68 | — | COMMON STOCK | 65540B105 |
| — | VIVUS INC COMMON STOCK USD 0.001 | 66,941 | $110K | 0.0% | $1.64 | $12.19 | — | COMMON STOCK | 928551100 |
| — | BRAVO BRIO RESTAURANT GROUP INC COMMON STOCK USD 0 | 9,695 | $109K | 0.0% | $11.24 | $15.46 | — | COMMON STOCK | 10567B109 |
| — | PFSWEB INC COMMON STOCK USD 0.001 | 7,651 | $109K | 0.0% | $14.25 | $13.85 | — | COMMON STOCK | 717098206 |
| AMRC | AMERESCO INC COMMON STOCK USD 0.0001 | 18,605 | $109K | 0.0% | $5.86 | $8.23 | -28.5% | COMMON STOCK | 02361E108 |
| — | PIONEER ENERGY SERVICES CORP COMMON STOCK USD 0.1 | 51,948 | $109K | 0.0% | $2.10 | $9.16 | — | COMMON STOCK | 723664108 |
| HBIO | HARVARD BIOSCIENCE INC COMMON STOCK USD 0.01 | 28,887 | $109K | 0.0% | $3.77 * | $5.14 | -9.4% | COMMON STOCK | 416906105 |
| — | ENERGY XXI LTD COMMON STOCK USD 0.005 | 102,885 | $108K | 0.0% | $1.05 | $19.55 | — | COMMON STOCK | G10082140 |
| — | CELLULAR BIOMEDICINE GROUP INC COMMON STOCK USD | 6,351 | $108K | 0.0% | $17.01 | $37.47 | — | COMMON STOCK | 15117P102 |
| — | BRIGHTCOVE INC COMMON STOCK USD 0.001 | 21,963 | $108K | 0.0% | $4.92 | $9.97 | — | COMMON STOCK | 10921T101 |
| KVHI | KVH INDUSTRIES INC COMMON STOCK USD 0.01 | 10,836 | $108K | 0.0% | $9.97 | $13.19 | -24.2% | COMMON STOCK | 482738101 |
| — | CDI CORP COMMON STOCK USD 0.1 | 12,652 | $108K | 0.0% | $8.54 | $14.61 | — | COMMON STOCK | 125071100 |
| — | AGRIUM INC COMMON STOCK CAD 0 | 1,191 | $107K | 0.0% | $89.84 | $92.28 | — | COMMON STOCK | 008916108 |
| CRD/B | CRAWFORD & CO COMMON STOCK USD 1 | 19,091 | $107K | 0.0% | $5.60 * | $5.21 | -18.1% | COMMON STOCK | 224633107 |
| DSGR | LAWSON PRODUCTS INC/DE COMMON STOCK USD 1 | 4,960 | $107K | 0.0% | $21.57 * | $9.95 | +8.8% | COMMON STOCK | 520776105 |
| — | IMMUNOMEDICS INC COMMON STOCK USD 0.01 | 62,221 | $107K | 0.0% | $1.72 | $5.33 | — | COMMON STOCK | 452907108 |
| — | FOAMIX PHARMACEUTICALS LTD COMMON STOCK USD | 14,509 | $106K | 0.0% | $7.31 | $10.27 | — | COMMON STOCK | M46135105 |
| BOX | BOX INC COMMON STOCK USD 0.0001 | 8,415 | $106K | 0.0% | $12.60 | $18.06 | -30.4% | COMMON STOCK | 10316T104 |
| — | TROVAGENE INC COMMON STOCK USD 0.001 | 18,457 | $105K | 0.0% | $5.69 | $9.49 | — | COMMON STOCK | 897238309 |
| — | ADURO BIOTECH INC COMMON STOCK USD 0.0001 | 5,415 | $105K | 0.0% | $19.39 | $30.29 | — | COMMON STOCK | 00739L101 |
| — | KANSAS CITY LIFE INSURANCE CO COMMON STOCK USD | 2,241 | $105K | 0.0% | $46.85 | $38.56 | — | COMMON STOCK | 484836101 |
| WTI | W&T OFFSHORE INC COMMON STOCK USD 0.00001 | 35,097 | $105K | 0.0% | $2.99 | $13.82 | -78.3% | COMMON STOCK | 92922P106 |
| — | OCATA THERAPEUTICS INC COMMON STOCK USD 0.001 | 25,238 | $105K | 0.0% | $4.16 | $5.16 | — | COMMON STOCK | 67457L100 |
| NRTSF | NOBILIS HEALTH CORP COMMON STOCK CAD 0 | 20,006 | $104K | 0.0% | $5.20 * | $6.95 | -17.4% | COMMON STOCK | 65500B103 |
| — | VIRNETX HOLDING CORP COMMON STOCK USD 0.0001 | 29,206 | $104K | 0.0% | $3.56 | $19.87 | — | COMMON STOCK | 92823T108 |
| FSTR | LB FOSTER CO COMMON STOCK USD 0.01 | 8,436 | $104K | 0.0% | $12.33 | $42.68 | -71.6% | COMMON STOCK | 350060109 |
| — | IMPRIVATA INC COMMON STOCK USD 0.001 | 5,817 | $103K | 0.0% | $17.71 | $15.70 | — | COMMON STOCK | 45323J103 |
| — | TUBEMOGUL INC COMMON STOCK USD 0.001 | 9,817 | $103K | 0.0% | $10.49 | $13.30 | — | COMMON STOCK | 898570106 |
| — | DATALINK CORP COMMON STOCK USD 0.001 | 17,325 | $103K | 0.0% | $5.95 | $10.70 | — | COMMON STOCK | 237934104 |
| — | BSB BANCORP INC/MA COMMON STOCK USD 0.01 | 4,837 | $102K | 0.0% | $21.09 | $22.12 | — | COMMON STOCK | 05573H108 |
| — | SYNTA PHARMACEUTICALS CORP COMMON STOCK USD 0.0001 | 58,386 | $102K | 0.0% | $1.75 | $4.26 | — | COMMON STOCK | 87162T206 |
| — | RESOLUTE FOREST PRODUCTS INC COMMON STOCK USD | 12,249 | $102K | 0.0% | $8.33 | $15.47 | — | COMMON STOCK | 76117W109 |
| LMAT | LEMAITRE VASCULAR INC COMMON STOCK USD 0.01 | 8,309 | $101K | 0.0% | $12.16 * | $8.44 | +30.7% | COMMON STOCK | 525558201 |
| — | BIOTIME INC COMMON STOCK USD 0 | 33,706 | $101K | 0.0% | $3.00 | $3.71 | — | COMMON STOCK | 09066L105 |
| — | BIOSCRIP INC COMMON STOCK USD 0.0001 | 53,956 | $101K | 0.0% | $1.87 | $14.81 | — | COMMON STOCK | 09069N108 |
| — | NTELOS HOLDINGS CORP COMMON STOCK USD 0.01 | 11,040 | $100K | 0.0% | $9.06 | $16.18 | — | COMMON STOCK | 67020Q305 |
| — | TANDEM DIABETES CARE INC COMMON STOCK USD | 11,329 | $100K | 0.0% | $8.83 | $19.18 | — | COMMON STOCK | 875372104 |
| — | LIMELIGHT NETWORKS INC COMMON STOCK USD 0.001 | 52,433 | $100K | 0.0% | $1.91 | $2.26 | — | COMMON STOCK | 53261M104 |
| — | INTRAWEST RESORTS HOLDINGS INC COMMON STOCK USD | 11,462 | $99,000 | 0.0% | $8.64 | $12.78 | — | COMMON STOCK | 46090K109 |
| — | RESOURCE AMERICA INC COMMON STOCK USD 0.01 | 14,824 | $99,000 | 0.0% | $6.68 | $8.66 | — | COMMON STOCK | 761195205 |
| — | FOGO DE CHAO INC COMMON STOCK USD | 6,361 | $99,000 | 0.0% | $15.56 | $22.07 | — | COMMON STOCK | 344177100 |
| — | APPLIED GENETIC TECHNOLOGIES CORP/DE COMMON STOCK | 7,463 | $98,000 | 0.0% | $13.13 | $20.59 | — | COMMON STOCK | 03820J100 |
| HIFS | HINGHAM INSTITUTION FOR SAVINGS COMMON STOCK USD 1 | 847 | $98,000 | 0.0% | $115.70 * | $92.42 | +11.7% | COMMON STOCK | 433323102 |
| — | ADAMS RESOURCES & ENERGY INC COMMON STOCK USD 0.1 | 2,355 | $97,000 | 0.0% | $41.19 | $78.11 | — | COMMON STOCK | 006351308 |
| OSBC | OLD SECOND BANCORP INC COMMON STOCK USD 1 | 15,478 | $96,000 | 0.0% | $6.20 * | $5.42 | +5.1% | COMMON STOCK | 680277100 |
| — | JONES ENERGY INC COMMON STOCK USD 0.001 | 19,799 | $95,000 | 0.0% | $4.80 | $15.86 | — | COMMON STOCK | 48019R108 |
| — | IMATION CORP COMMON STOCK USD 0.01 | 44,728 | $95,000 | 0.0% | $2.12 | $4.01 | — | COMMON STOCK | 45245A107 |
| — | XERIUM TECHNOLOGIES INC COMMON STOCK USD 0.001 | 7,344 | $95,000 | 0.0% | $12.94 | $11.92 | — | COMMON STOCK | 98416J118 |
| — | HILL INTERNATIONAL INC COMMON STOCK USD 0.0001 | 29,068 | $95,000 | 0.0% | $3.27 | $5.15 | — | COMMON STOCK | 431466101 |
| — | INDEPENDENCE HOLDING CO COMMON STOCK USD 1 | 7,216 | $94,000 | 0.0% | $13.03 | $11.81 | — | COMMON STOCK | 453440307 |
| COLL | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD | 4,269 | $94,000 | 0.0% | $22.02 | $17.29 | +27.9% | COMMON STOCK | 19459J104 |
| CLFD | CLEARFIELD INC COMMON STOCK USD 0.01 | 7,009 | $94,000 | 0.0% | $13.41 | $18.14 | -25.9% | COMMON STOCK | 18482P103 |
| LOCO | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD 0.01 | 8,699 | $94,000 | 0.0% | $10.81 | $29.60 | -63.6% | COMMON STOCK | 268603107 |
| — | BLACK DIAMOND INC COMMON STOCK USD 0.0001 | 14,732 | $93,000 | 0.0% | $6.31 | $9.65 | — | COMMON STOCK | 09202G101 |
| USLM | UNITED STATES LIME & MINERALS INC COMMON STOCK USD | 2,047 | $93,000 | 0.0% | $45.43 * | $11.35 | -19.6% | COMMON STOCK | 911922102 |
| — | HEMISPHERE MEDIA GROUP INC COMMON STOCK USD 0.0001 | 6,805 | $93,000 | 0.0% | $13.67 | $12.42 | — | COMMON STOCK | 42365Q103 |
| — | SIENTRA INC COMMON STOCK USD 0.01 | 9,122 | $93,000 | 0.0% | $10.20 | $21.39 | — | COMMON STOCK | 82621J105 |
| — | CYTRX CORP COMMON STOCK USD 0.001 | 39,173 | $93,000 | 0.0% | $2.37 | $3.97 | — | COMMON STOCK | 232828509 |
| IMPM | IMPAC MORTGAGE HOLDINGS INC COMMON STOCK USD 0.01 | 5,601 | $92,000 | 0.0% | $16.43 * | $18.63 | -1.7% | COMMON STOCK | 45254P508 |
| — | CASTLIGHT HEALTH INC COMMON STOCK USD 0.0001 | 21,671 | $91,000 | 0.0% | $4.20 | $11.17 | — | COMMON STOCK | 14862Q100 |
| AD | UNITED STATES CELLULAR CORP COMMON STOCK USD 1 | 2,575 | $91,000 | 0.0% | $35.34 * | $20.03 | +2.4% | COMMON STOCK | 911684108 |
| — | HC2 HOLDINGS INC COMMON STOCK USD 0.001 | 13,048 | $91,000 | 0.0% | $6.97 | $8.83 | — | COMMON STOCK | 404139107 |
| VRNS | VARONIS SYSTEMS INC COMMON STOCK USD 0.001 | 5,775 | $90,000 | 0.0% | $15.58 * | $9.47 | -45.1% | COMMON STOCK | 922280102 |
| — | STEMLINE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 10,185 | $90,000 | 0.0% | $8.84 | $19.57 | — | COMMON STOCK | 85858C107 |
| JOUT | JOHNSON OUTDOORS INC COMMON STOCK USD 0.05 | 4,282 | $90,000 | 0.0% | $21.02 | $24.06 | -12.3% | COMMON STOCK | 479167108 |
| — | J ALEXANDER'S HOLDINGS INC COMMON STOCK USD 0.001 | 8,912 | $89,000 | 0.0% | $9.99 | $9.99 | — | COMMON STOCK | 46609J106 |
| ZEUS | OLYMPIC STEEL INC COMMON STOCK USD 0 | 8,949 | $89,000 | 0.0% | $9.95 | $23.51 | -57.7% | COMMON STOCK | 68162K106 |
| — | CUMULUS MEDIA INC COMMON STOCK USD 0.01 | 125,875 | $89,000 | 0.0% | $0.71 | $5.40 | — | COMMON STOCK | 231082108 |
| — | PERNIX THERAPEUTICS HOLDINGS INC COMMON STOCK USD | 28,262 | $89,000 | 0.0% | $3.15 | $8.21 | — | COMMON STOCK | 71426V108 |
| — | NATIONAL COMMERCE CORP COMMON STOCK USD | 3,698 | $89,000 | 0.0% | $24.07 | $25.69 | — | COMMON STOCK | 63546L102 |
| KRO | KRONOS WORLDWIDE INC COMMON STOCK USD 0.01 | 14,391 | $89,000 | 0.0% | $6.18 * | $8.24 | -56.8% | COMMON STOCK | 50105F105 |
| — | SILICON GRAPHICS INTERNATIONAL CORP COMMON STOCK | 22,420 | $88,000 | 0.0% | $3.93 | $13.29 | — | COMMON STOCK | 82706L108 |
| — | AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 | 14,796 | $88,000 | 0.0% | $5.95 | $7.57 | — | COMMON STOCK | 007786106 |
| — | GLYCOMIMETICS INC COMMON STOCK USD 0.001 | 15,765 | $88,000 | 0.0% | $5.58 | $15.15 | — | COMMON STOCK | 38000Q102 |
| ODC | OIL-DRI CORP OF AMERICA COMMON STOCK USD 0.1 | 3,815 | $87,000 | 0.0% | $22.80 * | $16.39 | -30.1% | COMMON STOCK | 677864100 |
| — | EVINE LIVE INC COMMON STOCK USD 0.01 | 33,236 | $87,000 | 0.0% | $2.62 | $6.58 | — | COMMON STOCK | 300487105 |
| — | ASSEMBLY BIOSCIENCES INC COMMON STOCK USD 0.001 | 9,112 | $87,000 | 0.0% | $9.55 | $19.21 | — | COMMON STOCK | 045396108 |
| — | PAPA MURPHY'S HOLDINGS INC COMMON STOCK USD 0.01 | 5,859 | $86,000 | 0.0% | $14.68 | $12.01 | — | COMMON STOCK | 698814100 |
| — | LIBERTY TAX, INC. CLASS A COMMON SOTCK | 3,688 | $86,000 | 0.0% | $23.32 | $30.22 | — | COMMON STOCK | 53128T102 |
| EPM | EVOLUTION PETROLEUM CORP COMMON STOCK USD 0.001 | 15,310 | $85,000 | 0.0% | $5.55 * | $5.56 | -46.2% | COMMON STOCK | 30049A107 |
| — | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK USD 0.01 | 8,279 | $85,000 | 0.0% | $10.27 | $14.69 | — | COMMON STOCK | 42726M106 |
| — | GENOCEA BIOSCIENCES INC COMMON STOCK USD 0.001 | 12,338 | $85,000 | 0.0% | $6.89 | $14.70 | — | COMMON STOCK | 372427104 |
| — | KONA GRILL INC COMMON STOCK USD 0.01 | 5,313 | $84,000 | 0.0% | $15.81 | $19.39 | — | COMMON STOCK | 50047H201 |
| — | MODUSLINK GLOBAL SOLUTIONS INC COMMON STOCK USD | 29,358 | $84,000 | 0.0% | $2.86 | $3.84 | — | COMMON STOCK | 60786L206 |
| — | BARRACUDA NETWORKS INC COMMON STOCK USD 0.001 | 5,405 | $84,000 | 0.0% | $15.54 | $31.03 | — | COMMON STOCK | 068323104 |
| — | CHEROKEE INC COMMON STOCK USD 0.02 | 5,364 | $83,000 | 0.0% | $15.47 | $28.15 | — | COMMON STOCK | 16444H102 |
| — | SYSTEMAX INC COMMON STOCK USD 0.01 | 11,145 | $83,000 | 0.0% | $7.45 | $12.39 | — | COMMON STOCK | 871851101 |
| RLGT | RADIANT LOGISTICS INC COMMON STOCK USD 0.001 | 18,499 | $83,000 | 0.0% | $4.49 | $6.03 | -26.1% | COMMON STOCK | 75025X100 |
| — | MEDGENICS INC COMMON STOCK USD 0.0001 | 10,521 | $82,000 | 0.0% | $7.79 | $6.08 | — | COMMON STOCK | 58436Q203 |
| NATR | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK USD 0 | 6,854 | $82,000 | 0.0% | $11.96 * | $10.75 | -0.1% | COMMON STOCK | 639027101 |
| — | VIOLIN MEMORY INC COMMON STOCK USD 0.0001 | 59,349 | $82,000 | 0.0% | $1.38 | $4.29 | — | COMMON STOCK | 92763A101 |
| — | EAGLE BULK SHIPPING INC COMMON STOCK USD 0.01 | 13,627 | $81,000 | 0.0% | $5.94 | $6.97 | — | COMMON STOCK | Y2187A127 |
| — | ABRAXAS PETROLEUM CORP COMMON STOCK USD 0.01 | 63,121 | $81,000 | 0.0% | $1.28 | $6.16 | — | COMMON STOCK | 003830106 |
| TWIN | TWIN DISC INC COMMON STOCK USD 0 | 6,454 | $80,000 | 0.0% | $12.40 * | $22.38 | -46.8% | COMMON STOCK | 901476101 |
| CVGI | COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD 0.01 | 19,816 | $80,000 | 0.0% | $4.04 | $7.69 | -47.6% | COMMON STOCK | 202608105 |
| NRC | NATIONAL RESEARCH CORP COMMON STOCK USD 0.001 | 6,610 | $79,000 | 0.0% | $11.95 | $15.94 | -25.1% | COMMON STOCK | 637372202 |
| — | TRIANGLE PETROLEUM CORP COMMON STOCK USD 0.00001 | 55,918 | $79,000 | 0.0% | $1.41 | $7.97 | — | COMMON STOCK | 89600B201 |
| — | EXCO RESOURCES INC COMMON STOCK USD 0.001 | 103,610 | $78,000 | 0.0% | $0.75 | $6.54 | — | COMMON STOCK | 269279402 |
| PLPC | PREFORMED LINE PRODUCTS CO COMMON STOCK USD 2 | 2,095 | $78,000 | 0.0% | $37.23 | $71.93 | -48.4% | COMMON STOCK | 740444104 |
| UUUU | ENERGY FUELS INC/CANADA COMMON STOCK CAD 0 | 26,890 | $78,000 | 0.0% | $2.90 | $4.67 | -37.7% | COMMON STOCK | 292671708 |
| — | MOBILEIRON INC COMMON STOCK USD 0.0001 | 24,811 | $77,000 | 0.0% | $3.10 | $7.60 | — | COMMON STOCK | 60739U204 |
| — | ON DECK CAPITAL INC COMMON STOCK USD 0.005 | 7,698 | $76,000 | 0.0% | $9.87 | $15.85 | — | COMMON STOCK | 682163100 |
| — | TENAX THERAPEUTICS INC COMMON STOCK USD 0.01 | 25,000 | $76,000 | 0.0% | $3.04 | $3.04 | — | COMMON STOCK | 88032L100 |
| TRUP | TRUPANION INC COMMON STOCK USD 0.00001 | 10,107 | $76,000 | 0.0% | $7.52 | $8.80 | -14.2% | COMMON STOCK | 898202106 |
| — | BELLICUM PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 5,213 | $76,000 | 0.0% | $14.58 | $21.98 | — | COMMON STOCK | 079481107 |
| — | NEW HOME CO INC/THE COMMON STOCK USD 0.01 | 5,801 | $75,000 | 0.0% | $12.93 | $14.09 | — | COMMON STOCK | 645370107 |
| — | CRAFT BREW ALLIANCE INC COMMON STOCK USD 0.005 | 9,448 | $75,000 | 0.0% | $7.94 | $9.01 | — | COMMON STOCK | 224122101 |
| — | UNILIFE CORP COMMON STOCK USD 0.01 | 75,819 | $74,000 | 0.0% | $0.98 | $3.24 | — | COMMON STOCK | 90478E103 |
| — | NORDIC AMERICAN OFFSHORE LTD COMMON STOCK USD 0.01 | 12,399 | $74,000 | 0.0% | $5.97 | $14.34 | — | COMMON STOCK | Y6366T112 |
| TRAK | PARK CITY GROUP INC COMMON STOCK USD 0.01 | 6,930 | $73,000 | 0.0% | $10.53 | $11.11 | -4.9% | COMMON STOCK | 700215304 |
| — | ACCURIDE CORP COMMON STOCK USD | 26,217 | $73,000 | 0.0% | $2.78 | $5.05 | — | COMMON STOCK | 00439T206 |
| — | GUIDANCE SOFTWARE INC COMMON STOCK USD 0.001 | 11,948 | $72,000 | 0.0% | $6.03 | $8.77 | — | COMMON STOCK | 401692108 |
| GIFI | GULF ISLAND FABRICATION INC COMMON STOCK USD 0 | 6,873 | $72,000 | 0.0% | $10.48 * | $19.16 | -41.2% | COMMON STOCK | 402307102 |
| — | COLLECTORS UNIVERSE INC COMMON STOCK USD 0.001 | 4,804 | $72,000 | 0.0% | $14.99 | $19.82 | — | COMMON STOCK | 19421R200 |
| — | GLOBAL BLOOD THERAPEUTICS INC COMMON STOCK USD | 1,699 | $72,000 | 0.0% | $42.38 | $42.38 | — | COMMON STOCK | 37890U108 |
| CNTY | CENTURY CASINOS INC COMMON STOCK USD 0.01 | 11,700 | $72,000 | 0.0% | $6.15 | $6.02 | +2.1% | COMMON STOCK | 156492100 |
| ALNT | ALLIED MOTION TECHNOLOGIES INC COMMON STOCK USD 0 | 4,001 | $71,000 | 0.0% | $17.75 * | $17.62 | -35.2% | COMMON STOCK | 019330109 |
| — | SPARTAN MOTORS INC COMMON STOCK USD 0.01 | 17,033 | $70,000 | 0.0% | $4.11 | $5.77 | — | COMMON STOCK | 846819100 |
| PSIX | POWER SOLUTIONS INTERNATIONAL INC COMMON STOCK USD | 3,062 | $70,000 | 0.0% | $22.86 | $60.94 | -62.7% | COMMON STOCK | 73933G202 |
| — | STONEGATE MORTGAGE CORP COMMON STOCK USD 0.01 | 9,713 | $69,000 | 0.0% | $7.10 | $15.32 | — | COMMON STOCK | 86181Q300 |
| — | AIMMUNE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 2,730 | $69,000 | 0.0% | $25.27 | $25.27 | — | COMMON STOCK | 00900T107 |
| — | BEAR STATE FINANCIAL INC COMMON STOCK USD 0.01 | 7,764 | $69,000 | 0.0% | $8.89 | $9.40 | — | COMMON STOCK | 073844102 |
| — | C1 FINANCIAL INC COMMON STOCK USD 1 | 3,627 | $69,000 | 0.0% | $19.02 | $18.52 | — | COMMON STOCK | 12591N109 |
| — | HAMPTON ROADS BANKSHARES INC COMMON STOCK USD | 35,534 | $68,000 | 0.0% | $1.91 | $1.32 | — | COMMON STOCK | 409321502 |
| SB | SAFE BULKERS INC COMMON STOCK USD 0.001 | 24,457 | $68,000 | 0.0% | $2.78 | $8.64 | -68.1% | COMMON STOCK | Y7388L103 |
| — | PROTEON THERAPEUTICS INC COMMON STOCK USD 0.001 | 4,815 | $67,000 | 0.0% | $13.91 | $17.86 | — | COMMON STOCK | 74371L109 |
| — | FIBROCELL SCIENCE INC COMMON STOCK USD 0.001 | 17,401 | $67,000 | 0.0% | $3.85 | $5.11 | — | COMMON STOCK | 315721209 |
| ENPH | ENPHASE ENERGY INC COMMON STOCK USD 0.00001 | 17,801 | $66,000 | 0.0% | $3.71 | $11.12 | -66.7% | COMMON STOCK | 29355A107 |
| WK | WORKIVA INC COMMON STOCK USD 0.001 | 4,354 | $66,000 | 0.0% | $15.16 | $13.97 | +8.8% | COMMON STOCK | 98139A105 |
| CSWC | CAPITAL SOUTHWEST CORP COMMON STOCK USD 0.25 | 1,400 | $66,000 | 0.0% | $47.14 * | $4.43 | +38.4% | COMMON STOCK | 140501107 |
| — | SYNUTRA INTERNATIONAL INC COMMON STOCK USD 0.0001 | 13,622 | $65,000 | 0.0% | $4.77 | $5.24 | — | COMMON STOCK | 87164C102 |
| NUS | NU SKIN ENTERPRISES INC COMMON STOCK USD 0.001 | 1,551 | $64,000 | 0.0% | $41.26 * | $32.39 | -9.1% | COMMON STOCK | 67018T105 |
| — | ENTELLUS MEDICAL INC COMMON STOCK USD 0.001 | 3,538 | $64,000 | 0.0% | $18.09 | $24.31 | — | COMMON STOCK | 29363K105 |
| — | TOKAI PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 6,088 | $63,000 | 0.0% | $10.35 | $14.09 | — | COMMON STOCK | 88907J107 |
| PLNT | PLANET FITNESS INC COMMON STOCK USD 0.0001 | 3,692 | $63,000 | 0.0% | $17.06 | $17.59 | -2.6% | COMMON STOCK | 72703H101 |
| OFLX | OMEGA FLEX INC COMMON STOCK USD 0.01 | 1,885 | $63,000 | 0.0% | $33.42 | $14.54 | +129.8% | COMMON STOCK | 682095104 |
| — | MARIN SOFTWARE INC COMMON STOCK USD 0.001 | 19,803 | $62,000 | 0.0% | $3.13 | $11.59 | — | COMMON STOCK | 56804T106 |
| — | TERRAFORM GLOBAL INC COMMON STOCK USD 0.01 | 9,316 | $62,000 | 0.0% | $6.66 | $6.66 | — | COMMON STOCK | 88104M101 |
| — | ALLIANCE HEALTHCARE SERVICES INC COMMON STOCK USD | 6,336 | $62,000 | 0.0% | $9.79 | $24.80 | — | COMMON STOCK | 018606301 |
| — | CARE.COM INC COMMON STOCK USD 0.001 | 11,911 | $61,000 | 0.0% | $5.12 | $10.48 | — | COMMON STOCK | 141633107 |
| — | AFFIMED NV COMMON STOCK USD | 9,835 | $61,000 | 0.0% | $6.20 | $13.42 | — | COMMON STOCK | N01045108 |
| HLI | HOULIHAN LOKEY INC COMMON STOCK USD 0.001 | 2,802 | $61,000 | 0.0% | $21.77 * | $17.63 | -0.5% | COMMON STOCK | 441593100 |
| — | NV5 HOLDINGS INC COMMON STOCK USD 0.01 | 3,279 | $61,000 | 0.0% | $18.60 | $24.40 | — | COMMON STOCK | 62945V109 |
| — | TRANSENTERIX INC COMMON STOCK USD 0.001 | 26,380 | $60,000 | 0.0% | $2.27 | $4.43 | — | COMMON STOCK | 89366M201 |
| — | ISRAMCO INC COMMON STOCK USD 0.01 | 601 | $60,000 | 0.0% | $99.83 | $95.60 | — | COMMON STOCK | 465141406 |
| — | PC-TEL INC COMMON STOCK USD 0.001 | 9,950 | $60,000 | 0.0% | $6.03 | $8.59 | — | COMMON STOCK | 69325Q105 |
| — | ECLIPSE RESOURCES CORP COMMON STOCK USD 0.01 | 30,681 | $60,000 | 0.0% | $1.96 | $9.34 | — | COMMON STOCK | 27890G100 |
| — | MORGANS HOTEL GROUP CO COMMON STOCK USD 0.01 | 17,690 | $59,000 | 0.0% | $3.34 | $8.02 | — | COMMON STOCK | 61748W108 |
| UEC | URANIUM ENERGY CORP COMMON STOCK USD 0.001 | 59,193 | $59,000 | 0.0% | $1.00 | $2.28 | -56.2% | COMMON STOCK | 916896103 |
| BB | BLACKBERRY LTD COMMON STOCK CAD 0 | 9,511 | $58,000 | 0.0% | $6.10 | $8.75 | -29.9% | COMMON STOCK | 09228F103 |
| — | FENIX PARTS INC COMMON STOCK USD | 8,712 | $58,000 | 0.0% | $6.66 | $9.99 | — | COMMON STOCK | 31446L100 |
| — | SERES THERAPEUTICS INC COMMON STOCK USD 0.001 | 1,959 | $58,000 | 0.0% | $29.61 | $29.61 | — | COMMON STOCK | 81750R102 |
| — | ASTA FUNDING INC COMMON STOCK USD 0.01 | 6,776 | $58,000 | 0.0% | $8.56 | $8.70 | — | COMMON STOCK | 046220109 |
| — | ROSETTA STONE INC COMMON STOCK USD 0.00005 | 8,600 | $58,000 | 0.0% | $6.74 | $12.67 | — | COMMON STOCK | 777780107 |
| — | RICE ENERGY INC COMMON STOCK USD 0.01 | 3,564 | $58,000 | 0.0% | $16.27 | $16.27 | — | COMMON STOCK | 762760106 |
| — | FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD | 4,800 | $58,000 | 0.0% | $12.08 | $10.36 | — | COMMON STOCK | 32022K102 |
| APPS | DIGITAL TURBINE INC COMMON STOCK USD 0.0001 | 30,361 | $55,000 | 0.0% | $1.81 | $3.72 | -51.3% | COMMON STOCK | 25400W102 |
| — | VOLT INFORMATION SCIENCES INC COMMON STOCK USD 0.1 | 5,776 | $53,000 | 0.0% | $9.18 | $9.57 | — | COMMON STOCK | 928703107 |
| TRGP | TARGA RESOURCES CORP COMMON STOCK USD 0.001 | 1,020 | $53,000 | 0.0% | $51.96 * | $58.93 | -47.2% | COMMON STOCK | 87612G101 |
| — | CASTLE BRANDS INC COMMON STOCK USD 0.01 | 40,196 | $53,000 | 0.0% | $1.32 | $1.39 | — | COMMON STOCK | 148435100 |
| — | ALLIANCE ONE INTERNATIONAL INC COMMON STOCK USD 0 | 2,540 | $52,000 | 0.0% | $20.47 | $24.03 | — | COMMON STOCK | 018772301 |
| MPX | MARINE PRODUCTS CORP COMMON STOCK USD 0.1 | 7,449 | $52,000 | 0.0% | $6.98 * | $4.36 | -5.9% | COMMON STOCK | 568427108 |
| — | T2 BIOSYSTEMS INC COMMON STOCK USD 0.001 | 5,810 | $51,000 | 0.0% | $8.78 | $18.07 | — | COMMON STOCK | 89853L104 |
| — | SEVENTY SEVEN ENERGY INC COMMON STOCK USD 0.01 | 36,625 | $51,000 | 0.0% | $1.39 | $4.31 | — | COMMON STOCK | 818097107 |
| — | CORIUM INTERNATIONAL INC COMMON STOCK USD 0.001 | 5,433 | $51,000 | 0.0% | $9.39 | $13.62 | — | COMMON STOCK | 21887L107 |
| — | APPROACH RESOURCES INC COMMON STOCK USD 0.01 | 26,980 | $50,000 | 0.0% | $1.85 | $24.41 | — | COMMON STOCK | 03834A103 |
| — | JG WENTWORTH CO/THE COMMON STOCK USD 0.00001 | 9,459 | $47,000 | 0.0% | $4.97 | $12.08 | — | COMMON STOCK | 46618D108 |
| — | AMBER ROAD INC COMMON STOCK USD 0.001 | 11,067 | $47,000 | 0.0% | $4.25 | $12.70 | — | COMMON STOCK | 02318Y108 |
| HNRG | HALLADOR ENERGY CO COMMON STOCK USD 0.01 | 6,725 | $47,000 | 0.0% | $6.99 | $10.43 | -33.4% | COMMON STOCK | 40609P105 |
| UTI | UNIVERSAL TECHNICAL INSTITUTE INC COMMON STOCK USD | 13,380 | $47,000 | 0.0% | $3.51 | $11.54 | -69.6% | COMMON STOCK | 913915104 |
| — | EXONE CO/THE COMMON STOCK USD 0.01 | 6,816 | $46,000 | 0.0% | $6.75 | $52.55 | — | COMMON STOCK | 302104104 |
| EVH | EVOLENT HEALTH INC COMMON STOCK USD 0.01 | 2,904 | $46,000 | 0.0% | $15.84 | $19.51 | -18.2% | COMMON STOCK | 30050B101 |
| — | MAGNUM HUNTER RESOURCES CORP COMMON STOCK USD 0.01 | 135,651 | $46,000 | 0.0% | $0.34 | $4.50 | — | COMMON STOCK | 55973B102 |
| — | ALIMERA SCIENCES INC COMMON STOCK USD 0.01 | 20,189 | $45,000 | 0.0% | $2.23 | $5.85 | — | COMMON STOCK | 016259103 |
| TSQ | TOWNSQUARE MEDIA INC COMMON STOCK USD 0.01 | 4,577 | $45,000 | 0.0% | $9.83 | $11.25 | -13.1% | COMMON STOCK | 892231101 |
| CACC | CREDIT ACCEPTANCE CORP COMMON STOCK USD 0.01 | 230 | $45,000 | 0.0% | $195.65 | $218.94 | -10.1% | COMMON STOCK | 225310101 |
| — | SECOND SIGHT MEDICAL PRODUCTS INC COMMON STOCK USD | 7,662 | $45,000 | 0.0% | $5.87 | $12.95 | — | COMMON STOCK | 81362J100 |
| — | EMPIRE RESORTS INC COMMON STOCK USD 0.01 | 10,461 | $44,000 | 0.0% | $4.21 | $7.20 | — | COMMON STOCK | 292052206 |
| — | VITAL THERAPIES INC COMMON STOCK USD 0.0001 | 10,778 | $44,000 | 0.0% | $4.08 | $24.21 | — | COMMON STOCK | 92847R104 |
| — | AGILE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 6,560 | $44,000 | 0.0% | $6.71 | $8.54 | — | COMMON STOCK | 00847L100 |
| — | ELECTRO SCIENTIFIC INDUSTRIES INC COMMON STOCK USD | 9,246 | $43,000 | 0.0% | $4.65 | $8.09 | — | COMMON STOCK | 285229100 |
| — | CORINDUS VASCULAR ROBOTICS INC COMMON STOCK USD | 13,992 | $43,000 | 0.0% | $3.07 | $3.50 | — | COMMON STOCK | 218730109 |
| — | ASHFORD INC COMMON STOCK USD 0.01 | 674 | $43,000 | 0.0% | $63.80 | $92.50 | — | COMMON STOCK | 044104107 |
| — | FLEX PHARMA INC COMMON STOCK USD 0.0001 | 3,609 | $43,000 | 0.0% | $11.91 | $17.97 | — | COMMON STOCK | 33938A105 |
| IRMD | IRADIMED CORP COMMON STOCK USD 0.0001 | 1,756 | $43,000 | 0.0% | $24.49 * | $16.70 | +33.4% | COMMON STOCK | 46266A109 |
| — | AXOVANT SCIENCES LTD COMMON STOCK USD 0.00001 | 3,224 | $42,000 | 0.0% | $13.03 | $13.03 | — | COMMON STOCK | G0750W104 |
| RUN | SUNRUN INC COMMON STOCK USD 0.0001 | 4,079 | $42,000 | 0.0% | $10.30 | $10.80 | -4.0% | COMMON STOCK | 86771W105 |
| — | ALTISOURCE ASSET MANAGEMENT CORP COMMON STOCK USD | 1,750 | $42,000 | 0.0% | $24.00 | $617.76 | — | COMMON STOCK | 02153X108 |
| — | BEBE STORES INC COMMON STOCK USD 0.001 | 43,224 | $41,000 | 0.0% | $0.95 | $3.05 | — | COMMON STOCK | 075571109 |
| — | NEFF CORP COMMON STOCK USD 0.01 | 7,246 | $41,000 | 0.0% | $5.66 | $11.29 | — | COMMON STOCK | 640094207 |
| — | AMERICAN CAPITAL AGENCY CORP REIT USD 0.01 | 2,183 | $41,000 | 0.0% | $18.78 | $21.29 | — | EQUITIES - REIT | 02503X105 |
| TZOO | TRAVELZOO INC COMMON STOCK USD 0.01 | 4,974 | $41,000 | 0.0% | $8.24 | $22.66 | -63.5% | COMMON STOCK | 89421Q205 |
| — | TRANSATLANTIC PETROLEUM LTD COMMON STOCK CAD 0.01 | 15,969 | $41,000 | 0.0% | $2.57 | $11.40 | — | COMMON STOCK | G89982113 |
| — | ATYR PHARMA INC COMMON STOCK USD 0.001 | 3,900 | $40,000 | 0.0% | $10.26 | $18.46 | — | COMMON STOCK | 002120103 |
| — | CONFORMIS INC COMMON STOCK USD 0.00001 | 2,196 | $40,000 | 0.0% | $18.21 | $18.21 | — | COMMON STOCK | 20717E101 |
| — | TESSCO TECHNOLOGIES INC COMMON STOCK USD 0.01 | 1,910 | $40,000 | 0.0% | $20.94 | $26.83 | — | COMMON STOCK | 872386107 |
| — | CORMEDIX INC COMMON STOCK USD 0.001 | 20,147 | $40,000 | 0.0% | $1.99 | $3.87 | — | COMMON STOCK | 21900C100 |
| VCYT | VERACYTE INC COMMON STOCK USD 0.001 | 8,588 | $40,000 | 0.0% | $4.66 | $11.87 | -60.5% | COMMON STOCK | 92337F107 |
| RYZ | RYERSON HOLDING CORP COMMON STOCK USD 0.01 | 7,618 | $40,000 | 0.0% | $5.25 | $11.44 | -54.1% | COMMON STOCK | 783754104 |
| — | CALITHERA BIOSCIENCES INC COMMON STOCK USD 0.001 | 7,169 | $39,000 | 0.0% | $5.44 | $17.96 | — | COMMON STOCK | 13089P101 |
| RPD | RAPID7 INC COMMON STOCK USD 0.01 | 1,732 | $39,000 | 0.0% | $22.52 | $22.27 | +2.2% | COMMON STOCK | 753422104 |
| XBIT | XBIOTECH INC COMMON STOCK USD | 2,594 | $39,000 | 0.0% | $15.03 * | $17.87 | -28.0% | COMMON STOCK | 98400H102 |
| — | GENER8 MARITIME INC COMMON STOCK USD 0.01 | 3,493 | $38,000 | 0.0% | $10.88 | $10.88 | — | COMMON STOCK | Y26889108 |
| — | BBX CAPITAL CORP COMMON STOCK USD 0.01 | 2,384 | $38,000 | 0.0% | $15.94 | $15.98 | — | COMMON STOCK | 05540P100 |
| — | CAMBIUM LEARNING GROUP INC COMMON STOCK USD 0.001 | 7,885 | $38,000 | 0.0% | $4.82 | $4.31 | — | COMMON STOCK | 13201A107 |
| — | VERASTEM INC COMMON STOCK USD 0.0001 | 20,806 | $37,000 | 0.0% | $1.78 | $11.90 | — | COMMON STOCK | 92337C104 |
| — | NORTH ATLANTIC DRILLING LTD COMMON STOCK USD 5 | 48,605 | $37,000 | 0.0% | $0.76 | $9.92 | — | COMMON STOCK | G6613P202 |
| — | PENN VIRGINIA CORP COMMON STOCK USD 0.01 | 67,072 | $36,000 | 0.0% | $0.54 | $6.26 | — | COMMON STOCK | 707882106 |
| GKOS | GLAUKOS CORP COMMON STOCK USD 0.001 | 1,492 | $36,000 | 0.0% | $24.13 | $30.09 | -19.6% | COMMON STOCK | 377322102 |
| — | AMPLIFY SNACK BRANDS INC COMMON STOCK USD 0.0001 | 3,315 | $36,000 | 0.0% | $10.86 | $10.86 | — | COMMON STOCK | 03211L102 |
| — | 6D GLOBAL TECHNOLOGIES INC COMMON STOCK USD | 12,260 | $36,000 | 0.0% | $2.94 | $6.53 | — | COMMON STOCK | 83002F100 |
| — | ENLINK MIDSTREAM LLC | 1,910 | $35,000 | 0.0% | $18.32 | $24.54 | — | COMMON STOCK | 29336T100 |
| — | WESTFIELD FINANCIAL INC COMMON STOCK USD 0.01 | 4,598 | $35,000 | 0.0% | $7.61 | $6.98 | — | COMMON STOCK | 96008P104 |
| — | INVITAE CORP COMMON STOCK USD 0.0001 | 4,832 | $35,000 | 0.0% | $7.24 | $15.59 | — | COMMON STOCK | 46185L103 |
| — | CONCURRENT COMPUTER CORP COMMON STOCK USD 0.01 | 7,226 | $34,000 | 0.0% | $4.71 | $6.47 | — | COMMON STOCK | 206710402 |
| CBKCQ | CHRISTOPHER & BANKS CORP COMMON STOCK USD 0.01 | 31,076 | $34,000 | 0.0% | $1.09 * | $6.69 | -62.7% | COMMON STOCK | 171046105 |
| — | ION GEOPHYSICAL CORP COMMON STOCK USD 0.01 | 88,189 | $34,000 | 0.0% | $0.39 | $4.47 | — | COMMON STOCK | 462044108 |
| ERINQ | ERIN ENERGY CORP COMMON STOCK USD 0.001 | 8,771 | $34,000 | 0.0% | $3.88 | $5.57 | -29.9% | COMMON STOCK | 295625107 |
| — | APIGEE CORP COMMON STOCK USD 0.001 | 3,085 | $33,000 | 0.0% | $10.70 | $10.05 | — | COMMON STOCK | 03765N108 |
| — | HOUSTON WIRE & CABLE CO COMMON STOCK USD 0.001 | 5,159 | $33,000 | 0.0% | $6.40 | $13.71 | — | COMMON STOCK | 44244K109 |
| — | HARDINGE INC COMMON STOCK USD 0.01 | 3,600 | $33,000 | 0.0% | $9.17 | $14.79 | — | COMMON STOCK | 412324303 |
| — | GREAT AJAX CORP REIT USD 0.01 | 2,699 | $33,000 | 0.0% | $12.23 | $14.14 | — | EQUITIES - REIT | 38983D300 |
| LWAY | LIFEWAY FOODS INC COMMON STOCK USD 0 | 3,170 | $33,000 | 0.0% | $10.41 | $14.57 | -28.1% | COMMON STOCK | 531914109 |
| CENT | CENTRAL GARDEN & PET CO COMMON STOCK USD 0.01 | 2,100 | $32,000 | 0.0% | $15.24 * | $6.45 | +87.9% | COMMON STOCK | 153527106 |
| — | CIFC CORP COMMON STOCK USD 0.001 | 4,272 | $31,000 | 0.0% | $7.26 | $7.50 | — | COMMON STOCK | 12547R105 |
| — | CHIASMA INC COMMON STOCK USD 0.01 | 1,546 | $31,000 | 0.0% | $20.05 | $20.05 | — | COMMON STOCK | 16706W102 |
| — | MITCHAM INDUSTRIES INC COMMON STOCK USD 0.01 | 8,142 | $31,000 | 0.0% | $3.81 | $9.22 | — | COMMON STOCK | 606501104 |
| — | PHOENIX COS INC/THE COMMON STOCK USD 0.01 | 919 | $30,000 | 0.0% | $32.64 | $42.81 | — | COMMON STOCK | 71902E604 |
| — | FIFTH STREET ASSET MANAGEMENT INC COMMON STOCK USD | 3,989 | $30,000 | 0.0% | $7.52 | $13.78 | — | COMMON STOCK | 31679P109 |
| — | PCM INC COMMON STOCK USD 0.001 | 3,273 | $30,000 | 0.0% | $9.17 | $9.85 | — | COMMON STOCK | 69323K100 |
| BLBD | BLUE BIRD CORP COMMON STOCK USD 0.0001 | 3,021 | $30,000 | 0.0% | $9.93 | $12.18 | -18.2% | COMMON STOCK | 095306106 |
| HGGG | HHGREGG INC COMMON STOCK USD 0.0001 | 6,217 | $30,000 | 0.0% | $4.83 * | $14.45 | -69.8% | COMMON STOCK | 42833L108 |
| — | MEDLEY MANAGEMENT INC COMMON STOCK USD 0.01 | 4,424 | $29,000 | 0.0% | $6.56 | $14.69 | — | COMMON STOCK | 58503T106 |
| — | CARBYLAN THERAPEUTICS INC COMMON STOCK USD 0.001 | 7,843 | $28,000 | 0.0% | $3.57 | $7.14 | — | COMMON STOCK | 141384107 |
| EGY | VAALCO ENERGY INC COMMON STOCK USD 0.1 | 16,300 | $28,000 | 0.0% | $1.72 * | $3.74 | -62.7% | COMMON STOCK | 91851C201 |
| RVSB | RIVERVIEW BANCORP INC COMMON STOCK USD 0.01 | 5,811 | $28,000 | 0.0% | $4.82 * | $2.07 | +76.9% | COMMON STOCK | 769397100 |
| RCKY | ROCKY BRANDS INC COMMON STOCK USD 0 | 1,932 | $27,000 | 0.0% | $13.98 | $14.57 | -2.6% | COMMON STOCK | 774515100 |
| KTCC | KEY TRONIC CORP COMMON STOCK USD 0 | 2,680 | $27,000 | 0.0% | $10.07 | $11.04 | -9.3% | COMMON STOCK | 493144109 |
| — | ORION ENERGY SYSTEMS INC COMMON STOCK USD 0 | 15,056 | $27,000 | 0.0% | $1.79 | $4.70 | — | COMMON STOCK | 686275108 |
| — | LAYNE CHRISTENSEN CO COMMON STOCK USD 0.01 | 4,132 | $27,000 | 0.0% | $6.53 | $19.31 | — | COMMON STOCK | 521050104 |
| — | ABEONA THERAPEUTICS INC COMMON STOCK USD 0.01 | 6,593 | $27,000 | 0.0% | $4.10 | $5.01 | — | COMMON STOCK | 00289Y107 |
| — | A H BELO CORP COMMON STOCK USD 0.01 | 5,287 | $26,000 | 0.0% | $4.92 | $11.83 | — | COMMON STOCK | 001282102 |
| — | UNIVERSAL STAINLESS & ALLOY PRODUCTS INC COMMON | 2,462 | $26,000 | 0.0% | $10.56 | $30.24 | — | COMMON STOCK | 913837100 |
| — | RCS CAPITAL CORP COMMON STOCK USD 0.001 | 31,486 | $26,000 | 0.0% | $0.83 | $10.73 | — | COMMON STOCK | 74937W102 |
| — | ASTERIAS BIOTHERAPEUTICS INC COMMON STOCK USD | 6,657 | $26,000 | 0.0% | $3.91 | $4.66 | — | COMMON STOCK | 04624N107 |
| — | COMSTOCK RESOURCES INC COMMON STOCK USD 0.5 | 13,801 | $26,000 | 0.0% | $1.88 | $15.75 | — | COMMON STOCK | 205768203 |
| — | KINDRED BIOSCIENCES INC COMMON STOCK USD 0.0001 | 4,900 | $25,000 | 0.0% | $5.10 | $13.84 | — | COMMON STOCK | 494577109 |
| HBCP | HOME BANCORP INC COMMON STOCK USD 0.01 | 983 | $25,000 | 0.0% | $25.43 * | $14.14 | +44.2% | COMMON STOCK | 43689E107 |
| — | MINDBODY INC COMMON STOCK USD 0.000004 | 1,539 | $24,000 | 0.0% | $15.59 | $15.59 | — | COMMON STOCK | 60255W105 |
| NL | NL INDUSTRIES INC COMMON STOCK USD 0.125 | 7,989 | $24,000 | 0.0% | $3.00 * | $7.29 | -72.4% | COMMON STOCK | 629156407 |
| SALM | SALEM MEDIA GROUP INC COMMON STOCK USD 0.01 | 4,000 | $24,000 | 0.0% | $6.00 | $8.11 | -24.8% | COMMON STOCK | 794093104 |
| ITIC | INVESTORS TITLE CO COMMON STOCK USD 0 | 330 | $24,000 | 0.0% | $72.73 | $71.77 | +0.0% | COMMON STOCK | 461804106 |
| — | NEOS THERAPEUTICS INC COMMON STOCK USD 0.001 | 1,116 | $23,000 | 0.0% | $20.61 | $20.61 | — | COMMON STOCK | 64052L106 |
| — | SYMMETRY SURGICAL INC COMMON STOCK USD 0.0001 | 2,628 | $23,000 | 0.0% | $8.75 | $7.79 | — | COMMON STOCK | 87159G100 |
| — | KEMET CORP COMMON STOCK USD 0.01 | 11,864 | $22,000 | 0.0% | $1.85 | $4.23 | — | COMMON STOCK | 488360207 |
| — | GAIAM INC COMMON STOCK USD 0.0001 | 3,600 | $22,000 | 0.0% | $6.11 | $6.11 | — | COMMON STOCK | 36268Q103 |
| NTRA | NATERA INC COMMON STOCK USD 0.0001 | 1,987 | $22,000 | 0.0% | $11.07 * | $16.90 | -35.8% | COMMON STOCK | 632307104 |
| CPIX | CUMBERLAND PHARMACEUTICALS INC COMMON STOCK USD 0 | 3,851 | $22,000 | 0.0% | $5.71 | $4.98 | +16.0% | COMMON STOCK | 230770109 |
| AP | AMPCO-PITTSBURGH CORP COMMON STOCK USD 1 | 2,015 | $22,000 | 0.0% | $10.92 * | $18.72 | -45.5% | COMMON STOCK | 032037103 |
| — | FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD 0.001 | 4,655 | $22,000 | 0.0% | $4.73 | $18.10 | — | COMMON STOCK | 35952W103 |
| DWSN | DAWSON GEOPHYSICAL CO COMMON STOCK USD 0.01 | 5,561 | $21,000 | 0.0% | $3.78 * | $4.61 | -32.8% | COMMON STOCK | 239360100 |
| — | COMMUNICATIONS SYSTEMS INC COMMON STOCK USD 0.05 | 2,369 | $20,000 | 0.0% | $8.44 | $11.11 | — | COMMON STOCK | 203900105 |
| — | SL INDUSTRIES INC COMMON STOCK USD 0.2 | 580 | $20,000 | 0.0% | $34.48 | $39.28 | — | COMMON STOCK | 784413106 |
| — | VALHI INC COMMON STOCK USD 0.01 | 10,804 | $20,000 | 0.0% | $1.85 | $5.65 | — | COMMON STOCK | 918905100 |
| — | RUBICON TECHNOLOGY INC COMMON STOCK USD 0.001 | 19,091 | $20,000 | 0.0% | $1.05 | $7.37 | — | COMMON STOCK | 78112T107 |
| — | ERICKSON INC | 6,300 | $20,000 | 0.0% | $3.17 | $15.69 | — | COMMON STOCK | 29482P100 |
| — | ZAIS GROUP HOLDINGS INC COMMON STOCK USD | 2,081 | $20,000 | 0.0% | $9.61 | $11.05 | — | COMMON STOCK | 98887G106 |
| PROV | PROVIDENT FINANCIAL HOLDINGS INC COMMON STOCK USD | 1,200 | $20,000 | 0.0% | $16.67 | $16.49 | +1.7% | COMMON STOCK | 743868101 |
| ULBI | ULTRALIFE CORP COMMON STOCK USD 0.1 | 3,374 | $20,000 | 0.0% | $5.93 | $3.90 | +51.0% | COMMON STOCK | 903899102 |
| — | LEAPFROG ENTERPRISES INC COMMON STOCK USD 0.0001 | 26,623 | $19,000 | 0.0% | $0.71 | $9.38 | — | COMMON STOCK | 52186N106 |
| — | LMI AEROSPACE INC COMMON STOCK USD 0.02 | 1,878 | $19,000 | 0.0% | $10.12 | $18.52 | — | COMMON STOCK | 502079106 |
| APPF | APPFOLIO INC COMMON STOCK USD 0.0001 | 1,106 | $19,000 | 0.0% | $17.18 | $16.19 | +4.1% | COMMON STOCK | 03783C100 |
| ALRM | ALARM.COM HOLDINGS INC COMMON STOCK USD | 1,548 | $18,000 | 0.0% | $11.63 | $16.23 | -28.1% | COMMON STOCK | 011642105 |
| — | MAXPOINT INTERACTIVE INC COMMON STOCK USD 0.00005 | 4,294 | $18,000 | 0.0% | $4.19 | $8.15 | — | COMMON STOCK | 57777M102 |
| — | NEW YORK & CO INC COMMON STOCK USD 0.001 | 7,295 | $18,000 | 0.0% | $2.47 | $5.50 | — | COMMON STOCK | 649295102 |
| — | BALLANTYNE STRONG INC COMMON STOCK USD 0.01 | 3,804 | $18,000 | 0.0% | $4.73 | $4.21 | — | COMMON STOCK | 058516105 |
| — | LUBY'S INC COMMON STOCK USD 0.32 | 3,390 | $17,000 | 0.0% | $5.01 | $8.44 | — | COMMON STOCK | 549282101 |
| — | ONEIDA FINANCIAL CORP COMMON STOCK USD 0.01 | 845 | $17,000 | 0.0% | $20.12 | $13.02 | — | COMMON STOCK | 682479100 |
| — | CONNECTURE INC COMMON STOCK USD 0.001 | 3,725 | $17,000 | 0.0% | $4.56 | $10.50 | — | COMMON STOCK | 20786J106 |
| — | MACATAWA BANK CORP COMMON STOCK USD 0 | 3,062 | $16,000 | 0.0% | $5.23 | $5.19 | — | COMMON STOCK | 554225102 |
| — | WESTELL TECHNOLOGIES INC COMMON STOCK USD 0.01 | 14,436 | $16,000 | 0.0% | $1.11 | $2.56 | — | COMMON STOCK | 957541105 |
| RELL | RICHARDSON ELECTRONICS LTD/UNITED STATES COMMON | 2,700 | $16,000 | 0.0% | $5.93 * | $7.97 | -46.7% | COMMON STOCK | 763165107 |
| — | RADIO ONE INC COMMON STOCK USD 0.001 | 7,300 | $16,000 | 0.0% | $2.19 | $4.16 | — | COMMON STOCK | 75040P405 |
| — | EMERGENT CAPITAL INC COMMON STOCK USD 0.01 | 2,976 | $16,000 | 0.0% | $5.38 | $5.38 | — | COMMON STOCK | 29102N105 |
| — | SFX ENTERTAINMENT INC COMMON STOCK USD 0.001 | 30,131 | $15,000 | 0.0% | $0.50 | $9.82 | — | COMMON STOCK | 784178303 |
| — | ARCADIA BIOSCIENCES INC COMMON STOCK USD 0.001 | 4,773 | $15,000 | 0.0% | $3.14 | $6.29 | — | COMMON STOCK | 039014105 |
| — | RADISYS CORP COMMON STOCK USD 0 | 5,568 | $15,000 | 0.0% | $2.69 | $4.53 | — | COMMON STOCK | 750459109 |
| — | MBT FINANCIAL CORP COMMON STOCK USD 0 | 2,346 | $15,000 | 0.0% | $6.39 | $3.75 | — | COMMON STOCK | 578877102 |
| — | THESTREET INC COMMON STOCK USD 0.01 | 8,732 | $15,000 | 0.0% | $1.72 | $2.15 | — | COMMON STOCK | 88368Q103 |
| — | ESSA BANCORP INC COMMON STOCK USD 0.01 | 1,116 | $15,000 | 0.0% | $13.44 | $10.99 | — | COMMON STOCK | 29667D104 |
| — | SHILOH INDUSTRIES INC COMMON STOCK USD 0.01 | 1,847 | $15,000 | 0.0% | $8.12 | $12.02 | — | COMMON STOCK | 824543102 |
| — | TARO PHARMACEUTICAL INDUSTRIES LTD COMMON STOCK | 100 | $14,000 | 0.0% | $140.00 | $150.00 | — | COMMON STOCK | M8737E108 |
| NTES | NETEASE INC ADR USD 0.0001 | 120 | $14,000 | 0.0% | $116.67 * | $131.64 | -8.8% | ADR | 64110W102 |
| EFA | ISHARES MSCI EAFE ETF ETP USD | 250 | $14,000 | 0.0% | $56.00 * | $66.59 | -13.9% | INVESTMENT COMPANIES - EXCHANGE TRADED FUND | 464287465 |
| — | NANTKWEST INC COMMON STOCK USD 0.0001 | 1,194 | $14,000 | 0.0% | $11.73 | $11.73 | — | COMMON STOCK | 63016Q102 |
| — | SUPREME INDUSTRIES INC COMMON STOCK USD 0.1 | 1,565 | $13,000 | 0.0% | $8.31 | $7.82 | — | COMMON STOCK | 868607102 |
| LOB | LIVE OAK BANCSHARES INC COMMON STOCK USD | 637 | $13,000 | 0.0% | $20.41 * | $19.67 | -0.1% | COMMON STOCK | 53803X105 |
| — | INTEVAC INC COMMON STOCK USD 0 | 2,819 | $13,000 | 0.0% | $4.61 | $7.53 | — | COMMON STOCK | 461148108 |
| — | RELM WIRELESS CORP COMMON STOCK USD 0.6 | 2,881 | $13,000 | 0.0% | $4.51 | $2.78 | — | COMMON STOCK | 759525108 |
| — | FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD 0.001 | 12,301 | $13,000 | 0.0% | $1.06 | $21.72 | — | COMMON STOCK | 30603D109 |
| NRIM | NORTHRIM BANCORP INC COMMON STOCK USD 1 | 444 | $13,000 | 0.0% | $29.28 * | $4.04 | +24.1% | COMMON STOCK | 666762109 |
| — | SI FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 1,087 | $13,000 | 0.0% | $11.96 | $11.05 | — | COMMON STOCK | 78425V104 |
| — | GRIFFIN INDUSTRIAL REALTY INC COMMON STOCK USD | 535 | $13,000 | 0.0% | $24.30 | $28.16 | — | COMMON STOCK | 398231100 |
| — | TOBIRA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 1,268 | $12,000 | 0.0% | $9.46 | $17.35 | — | COMMON STOCK | 88883P101 |
| — | PACIFIC DRILLING SA COMMON STOCK USD | 9,233 | $12,000 | 0.0% | $1.30 | $10.63 | — | COMMON STOCK | L7257P106 |
| — | ZYNERBA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 838 | $12,000 | 0.0% | $14.32 | $14.32 | — | COMMON STOCK | 98986X109 |
| OVBC | OHIO VALLEY BANC CORP COMMON STOCK USD 1 | 475 | $12,000 | 0.0% | $25.26 * | $22.15 | +9.5% | COMMON STOCK | 677719106 |
| GSIT | GSI TECHNOLOGY INC COMMON STOCK USD 0.001 | 2,857 | $12,000 | 0.0% | $4.20 * | $6.21 | -34.7% | COMMON STOCK | 36241U106 |
| SMBC | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD | 598 | $12,000 | 0.0% | $20.07 * | $15.02 | +15.7% | COMMON STOCK | 843380106 |
| — | AM CASTLE & CO COMMON STOCK USD 0.01 | 5,579 | $12,000 | 0.0% | $2.15 | $15.35 | — | COMMON STOCK | 148411101 |
| — | LAREDO PETROLEUM INC COMMON STOCK USD 0.01 | 1,291 | $12,000 | 0.0% | $9.30 | $13.54 | — | COMMON STOCK | 516806106 |
| STRL | STERLING CONSTRUCTION CO INC COMMON STOCK USD 0.01 | 3,017 | $12,000 | 0.0% | $3.98 * | $10.07 | -59.2% | COMMON STOCK | 859241101 |
| — | OVERSEAS SHIPHOLDING GROUP INC CLASS B | 3,400 | $12,000 | 0.0% | $3.53 | $5.59 | — | COMMON STOCK | 69036R400 |
| — | ENDOCHOICE HOLDINGS INC COMMON STOCK USD 0.001 | 1,039 | $12,000 | 0.0% | $11.55 | $11.55 | — | COMMON STOCK | 29272U103 |
| — | INVUITY INC COMMON STOCK USD 0.001 | 858 | $12,000 | 0.0% | $13.99 | $13.99 | — | COMMON STOCK | 46187J205 |
| ALOT | ASTRO-MED INC COMMON STOCK USD 0.05 | 765 | $11,000 | 0.0% | $14.38 * | $9.12 | +39.3% | COMMON STOCK | 04638F108 |
| — | FIRST SOUTH BANCORP INC/WASHINGTON NC COMMON STOCK | 1,350 | $11,000 | 0.0% | $8.15 | $6.67 | — | COMMON STOCK | 33646W100 |
| ULTRF | ULTRAPETROL BAHAMAS LTD COMMON STOCK USD 0.01 | 25,662 | $11,000 | 0.0% | $0.43 * | $2.97 | -76.0% | COMMON STOCK | P94398107 |
| PEBK | PEOPLES BANCORP OF NORTH CAROLINA INC COMMON STOCK | 645 | $11,000 | 0.0% | $17.05 * | $15.00 | +6.0% | COMMON STOCK | 710577107 |
| — | INTEGRATED ELECTRICAL SERVICES INC COMMON STOCK | 1,457 | $11,000 | 0.0% | $7.55 | $4.88 | — | COMMON STOCK | 45811E301 |
| NSSC | NAPCO SECURITY TECHNOLOGIES INC COMMON STOCK USD | 1,850 | $11,000 | 0.0% | $5.95 * | $2.09 | +40.0% | COMMON STOCK | 630402105 |
| — | PLANAR SYSTEMS INC COMMON STOCK USD 0 | 1,900 | $11,000 | 0.0% | $5.79 | $1.58 | — | COMMON STOCK | 726900103 |
| — | WILLBROS GROUP INC COMMON STOCK USD 0.05 | 8,018 | $10,000 | 0.0% | $1.25 | $11.21 | — | COMMON STOCK | 969203108 |
| CVU | CPI AEROSTRUCTURES INC COMMON STOCK USD 0.001 | 1,172 | $10,000 | 0.0% | $8.53 * | $9.36 | -5.9% | COMMON STOCK | 125919308 |
| FRD | FRIEDMAN INDUSTRIES INC COMMON STOCK USD 1 | 1,708 | $10,000 | 0.0% | $5.85 * | $8.37 | -36.0% | COMMON STOCK | 358435105 |
| WLFC | WILLIS LEASE FINANCE CORP COMMON STOCK USD 0.01 | 606 | $10,000 | 0.0% | $16.50 | $13.54 | +20.1% | COMMON STOCK | 970646105 |
| — | NIVALIS THERAPEUTICS INC COMMON STOCK USD 0.001 | 795 | $10,000 | 0.0% | $12.58 | $12.58 | — | COMMON STOCK | 65481J109 |
| — | NATIONAL RESEARCH CORP COMMON STOCK USD 0.001 | 311 | $10,000 | 0.0% | $32.15 | $34.91 | — | COMMON STOCK | 637372301 |
| TLF | TANDY LEATHER FACTORY INC COMMON STOCK USD 0.0024 | 1,309 | $10,000 | 0.0% | $7.64 * | $9.30 | -22.2% | COMMON STOCK | 87538X105 |
| — | XACTLY CORP COMMON STOCK USD 0.001 | 1,307 | $10,000 | 0.0% | $7.65 | $7.65 | — | COMMON STOCK | 98386L101 |
| — | STARTEK INC COMMON STOCK USD 0.01 | 2,764 | $9,000 | 0.0% | $3.26 | $4.70 | — | COMMON STOCK | 85569C107 |
| — | GORDMANS STORES INC COMMON STOCK USD | 2,434 | $9,000 | 0.0% | $3.70 | $11.99 | — | COMMON STOCK | 38269P100 |
| AXTI | AXT INC COMMON STOCK USD 0.001 | 4,715 | $9,000 | 0.0% | $1.91 | $2.79 | -31.1% | COMMON STOCK | 00246W103 |
| BWEN | BROADWIND ENERGY INC COMMON STOCK USD 0.001 | 4,200 | $9,000 | 0.0% | $2.14 * | $3.34 | -38.1% | COMMON STOCK | 11161T207 |
| FACO | FIRST ACCEPTANCE CORP COMMON STOCK USD 0.01 | 3,404 | $9,000 | 0.0% | $2.64 * | $2.10 | +16.8% | COMMON STOCK | 318457108 |
| — | VICAL INC COMMON STOCK USD 0.01 | 19,900 | $9,000 | 0.0% | $0.45 | $2.56 | — | COMMON STOCK | 925602104 |
| — | VERSAR INC COMMON STOCK USD 0.01 | 2,487 | $9,000 | 0.0% | $3.62 | $4.16 | — | COMMON STOCK | 925297103 |
| PAR | PAR TECHNOLOGY CORP COMMON STOCK USD 0.02 | 1,700 | $9,000 | 0.0% | $5.29 | $4.12 | +28.3% | COMMON STOCK | 698884103 |
| — | MIDSOUTH BANCORP INC COMMON STOCK USD 0.1 | 770 | $9,000 | 0.0% | $11.69 | $17.48 | — | COMMON STOCK | 598039105 |
| FEIM | FREQUENCY ELECTRONICS INC COMMON STOCK USD 1 | 900 | $9,000 | 0.0% | $10.00 * | $7.91 | +3.9% | COMMON STOCK | 358010106 |
| — | PREMIER FINANCIAL BANCORP INC COMMON STOCK USD 0 | 658 | $9,000 | 0.0% | $13.68 | $16.72 | — | COMMON STOCK | 74050M105 |
| — | BANK OF COMMERCE HOLDINGS COMMON STOCK USD 0 | 1,636 | $9,000 | 0.0% | $5.50 | $6.72 | — | COMMON STOCK | 06424J103 |
| — | RED LION HOTELS CORP COMMON STOCK USD 0.01 | 1,000 | $9,000 | 0.0% | $9.00 | $6.08 | — | COMMON STOCK | 756764106 |
| — | AVIAT NETWORKS INC COMMON STOCK USD 0.01 | 7,678 | $8,000 | 0.0% | $1.04 | $2.62 | — | COMMON STOCK | 05366Y102 |
| — | TRANS WORLD ENTERTAINMENT CORP COMMON STOCK USD | 2,150 | $8,000 | 0.0% | $3.72 | $4.56 | — | COMMON STOCK | 89336Q100 |
| CPSS | CONSUMER PORTFOLIO SERVICES INC COMMON STOCK USD 0 | 1,523 | $8,000 | 0.0% | $5.25 * | $7.19 | -30.7% | COMMON STOCK | 210502100 |
| — | WIRELESS TELECOM GROUP INC COMMON STOCK USD 0.01 | 5,122 | $8,000 | 0.0% | $1.56 | $2.73 | — | COMMON STOCK | 976524108 |
| — | PULASKI FINANCIAL CORP COMMON STOCK USD 0.01 | 573 | $8,000 | 0.0% | $13.96 | $8.73 | — | COMMON STOCK | 745548107 |
| — | HUDSON GLOBAL INC COMMON STOCK USD 0.001 | 3,050 | $8,000 | 0.0% | $2.62 | $3.14 | — | COMMON STOCK | 443787106 |
| — | PACIFIC MERCANTILE BANCORP COMMON STOCK USD 0 | 1,000 | $7,000 | 0.0% | $7.00 | $5.73 | — | COMMON STOCK | 694552100 |
| — | CAPE BANCORP INC COMMON STOCK USD 0.01 | 600 | $7,000 | 0.0% | $11.67 | $9.51 | — | COMMON STOCK | 139209100 |
| — | MISONIX INC COMMON STOCK USD 0.01 | 600 | $7,000 | 0.0% | $11.67 | $5.00 | — | COMMON STOCK | 604871103 |
| ATLC | ATLANTICUS HOLDINGS CORP COMMON STOCK USD 0 | 1,995 | $7,000 | 0.0% | $3.51 * | $3.76 | -1.2% | COMMON STOCK | 04914Y102 |
| — | HUTCHINSON TECHNOLOGY INC COMMON STOCK USD 0.01 | 4,426 | $7,000 | 0.0% | $1.58 | $4.10 | — | COMMON STOCK | 448407106 |
| AWRE | AWARE INC COMMON STOCK USD 0.01 | 1,965 | $7,000 | 0.0% | $3.56 * | $4.59 | -27.1% | COMMON STOCK | 05453N100 |
| — | GOLDFIELD CORP/THE COMMON STOCK USD 0.1 | 3,969 | $7,000 | 0.0% | $1.76 | $2.27 | — | COMMON STOCK | 381370105 |
| ASRV | AMERISERV FINANCIAL INC COMMON STOCK USD 0.01 | 1,800 | $6,000 | 0.0% | $3.33 * | $2.19 | +9.9% | COMMON STOCK | 03074A102 |
| — | CATALYST BIOSCIENCES INC COMMON STOCK USD 0.001 | 1,328 | $6,000 | 0.0% | $4.52 | $4.52 | — | COMMON STOCK | 14888D109 |
| — | VTV THERAPEUTICS INC COMMON STOCK USD 0.01 | 928 | $6,000 | 0.0% | $6.47 | $6.47 | — | COMMON STOCK | 918385105 |
| CFFI | C&F FINANCIAL CORP COMMON STOCK USD 1 | 177 | $6,000 | 0.0% | $33.90 * | $31.91 | -16.6% | COMMON STOCK | 12466Q104 |
| — | GLOBAL POWER EQUIPMENT GROUP INC COMMON STOCK USD | 1,629 | $6,000 | 0.0% | $3.68 | $16.54 | — | COMMON STOCK | 37941P306 |
| — | STANLEY FURNITURE CO INC COMMON STOCK USD 0.02 | 2,120 | $6,000 | 0.0% | $2.83 | $3.77 | — | COMMON STOCK | 854305208 |
| — | INTERNATIONAL SHIPHOLDING CORP COMMON STOCK USD 1 | 1,527 | $6,000 | 0.0% | $3.93 | $23.93 | — | COMMON STOCK | 460321201 |
| FRBKQ | REPUBLIC FIRST BANCORP INC COMMON STOCK USD 0.01 | 1,723 | $6,000 | 0.0% | $3.48 * | $4.47 | -16.7% | COMMON STOCK | 760416107 |
| — | BOOKS-A-MILLION INC COMMON STOCK USD 0.01 | 1,900 | $6,000 | 0.0% | $3.16 | $2.11 | — | COMMON STOCK | 098570104 |
| — | INTERSECTIONS INC COMMON STOCK USD 0.01 | 2,600 | $5,000 | 0.0% | $1.92 | $8.79 | — | COMMON STOCK | 460981301 |
| CDRBQ | CODE REBEL CORP COMMON STOCK USD | 665 | $5,000 | 0.0% | $7.52 * | $33.09 | -60.6% | COMMON STOCK | 19200J106 |
| VIRC | VIRCO MANUFACTURING CORP COMMON STOCK USD 0.01 | 1,500 | $5,000 | 0.0% | $3.33 * | $2.13 | +40.6% | COMMON STOCK | 927651109 |
| GENC | GENCOR INDUSTRIES INC COMMON STOCK USD 0.1 | 499 | $5,000 | 0.0% | $10.02 * | $4.71 | +28.0% | COMMON STOCK | 368678108 |
| SIF | SIFCO INDUSTRIES INC COMMON STOCK USD 1 | 425 | $5,000 | 0.0% | $11.76 * | $29.22 | -61.4% | COMMON STOCK | 826546103 |
| FTEK | FUEL TECH INC COMMON STOCK USD 0.01 | 2,542 | $5,000 | 0.0% | $1.97 * | $3.91 | -51.1% | COMMON STOCK | 359523107 |
| — | QUMU CORP COMMON STOCK USD 0.01 | 1,201 | $5,000 | 0.0% | $4.16 | $12.77 | — | COMMON STOCK | 749063103 |
| — | KEY TECHNOLOGY INC COMMON STOCK USD 0 | 300 | $4,000 | 0.0% | $13.33 | $13.33 | — | COMMON STOCK | 493143101 |
| — | LINNCO LLC COMMON STOCK USD | 1,400 | $4,000 | 0.0% | $2.86 | $31.29 | — | COMMON STOCK | 535782106 |
| ACNT | SYNALLOY CORP COMMON STOCK USD 1 | 400 | $4,000 | 0.0% | $10.00 * | $15.33 | -44.6% | COMMON STOCK | 871565107 |
| — | GSE SYSTEMS INC COMMON STOCK USD 0.01 | 2,512 | $4,000 | 0.0% | $1.59 | $1.59 | — | COMMON STOCK | 36227K106 |
| — | PATRIOT TRANSPORTATION HOLDING | 156 | $4,000 | 0.0% | $25.64 | $24.88 | — | COMMON STOCK | 70338W105 |
| — | SUPPORT.COM INC COMMON STOCK USD 0.0001 | 3,456 | $4,000 | 0.0% | $1.16 | $4.60 | — | COMMON STOCK | 86858W101 |
| — | CHARLES & COLVARD LTD COMMON STOCK USD 0 | 3,368 | $4,000 | 0.0% | $1.19 | $4.42 | — | COMMON STOCK | 159765106 |
| MSN | EMERSON RADIO CORP COMMON STOCK USD 0.01 | 3,000 | $4,000 | 0.0% | $1.33 * | $1.62 | -24.6% | COMMON STOCK | 291087203 |
| — | BIOTA PHARMACEUTICALS INC COMMON STOCK USD 0.1 | 2,100 | $4,000 | 0.0% | $1.90 | $2.86 | — | COMMON STOCK | 090694100 |
| CDXS | CODEXIS INC COMMON STOCK USD 0.0001 | 1,324 | $4,000 | 0.0% | $3.02 * | $2.26 | +50.2% | COMMON STOCK | 192005106 |
| — | ITERIS INC COMMON STOCK USD 0.1 | 1,700 | $4,000 | 0.0% | $2.35 | $1.76 | — | COMMON STOCK | 46564T107 |
| — | FIRST MARBLEHEAD CORP/THE COMMON STOCK USD 0.01 | 1,274 | $4,000 | 0.0% | $3.14 | $7.39 | — | COMMON STOCK | 320771207 |
| — | CATABASIS PHARMACEUTICALS INC COMMON STOCK USD | 528 | $4,000 | 0.0% | $7.58 | $7.58 | — | COMMON STOCK | 14875P107 |
| — | MFRI INC COMMON STOCK USD 0.01 | 700 | $4,000 | 0.0% | $5.71 | $11.13 | — | COMMON STOCK | 552721102 |
| ACU | ACME UNITED CORP COMMON STOCK USD 2.5 | 200 | $3,000 | 0.0% | $15.00 * | $13.37 | +5.9% | COMMON STOCK | 004816104 |
| SKY | SKYLINE CORP COMMON STOCK USD 0.028 | 1,050 | $3,000 | 0.0% | $2.86 | $4.53 | -36.4% | COMMON STOCK | 830830105 |
| — | SMTC CORP COMMON STOCK USD 0.01 | 2,189 | $3,000 | 0.0% | $1.37 | $1.83 | — | COMMON STOCK | 832682207 |
| — | HF FINANCIAL CORP COMMON STOCK USD 0.01 | 155 | $3,000 | 0.0% | $19.35 | $12.90 | — | COMMON STOCK | 404172108 |
| DLAPQ | DELTA APPAREL INC COMMON STOCK USD 0.01 | 158 | $3,000 | 0.0% | $18.99 * | $14.65 | +20.4% | COMMON STOCK | 247368103 |
| MTEX | MANNATECH INC COMMON STOCK USD 0.0001 | 180 | $3,000 | 0.0% | $16.67 * | $9.15 | +107.2% | COMMON STOCK | 563771203 |
| — | GAMING PARTNERS INTERNATIONAL CORP COMMON STOCK | 341 | $3,000 | 0.0% | $8.80 | $8.80 | — | COMMON STOCK | 36467A107 |
| — | BROADVISION INC COMMON STOCK USD 0.0001 | 530 | $3,000 | 0.0% | $5.66 | $9.43 | — | COMMON STOCK | 111412706 |
| — | EDGEWATER TECHNOLOGY INC COMMON STOCK USD 0.01 | 400 | $3,000 | 0.0% | $7.50 | $5.00 | — | COMMON STOCK | 280358102 |
| LAKE | LAKELAND INDUSTRIES INC COMMON STOCK USD 0.01 | 200 | $3,000 | 0.0% | $15.00 * | $4.12 | +237.3% | COMMON STOCK | 511795106 |
| — | PDI INC COMMON STOCK USD 0.01 | 1,600 | $3,000 | 0.0% | $1.88 | $4.64 | — | COMMON STOCK | 69329V100 |
| — | COMMUNITY BANKERS TRUST CORP COMMON STOCK USD 0.01 | 300 | $2,000 | 0.0% | $6.67 | $3.33 | — | COMMON STOCK | 203612106 |
| — | NORTHEAST COMMUNITY BANCORP INC COMMON STOCK USD | 300 | $2,000 | 0.0% | $6.67 | $6.67 | — | COMMON STOCK | 664112109 |
| — | ENGLOBAL CORP COMMON STOCK USD 0.001 | 1,900 | $2,000 | 0.0% | $1.05 | $1.72 | — | COMMON STOCK | 293306106 |
| — | DOVER MOTORSPORTS INC COMMON STOCK USD 0.1 | 1,000 | $2,000 | 0.0% | $2.00 | $2.00 | — | COMMON STOCK | 260174107 |
| UBFO | UNITED SECURITY BANCSHARES/FRESNO CA COMMON STOCK | 288 | $2,000 | 0.0% | $6.94 * | $2.42 | +31.2% | COMMON STOCK | 911460103 |
| KEQU | KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD 2.5 | 92 | $2,000 | 0.0% | $21.74 * | $14.13 | +3.3% | COMMON STOCK | 492854104 |
| BCBP | BCB BANCORP INC COMMON STOCK USD 0 | 221 | $2,000 | 0.0% | $9.05 * | $7.49 | -20.2% | COMMON STOCK | 055298103 |
| — | ALPHATEC HOLDINGS INC COMMON STOCK USD 0.0001 | 4,920 | $2,000 | 0.0% | $0.41 | $2.03 | — | COMMON STOCK | 02081G102 |
| RCMT | RCM TECHNOLOGIES INC COMMON STOCK USD 0.05 | 400 | $2,000 | 0.0% | $5.00 | $5.66 | -13.1% | COMMON STOCK | 749360400 |
| RFIL | RF INDUSTRIES LTD COMMON STOCK USD 0.01 | 443 | $2,000 | 0.0% | $4.51 * | $5.30 | -24.5% | COMMON STOCK | 749552105 |
| — | SUNLINK HEALTH SYSTEMS INC COMMON STOCK USD 0 | 700 | $1,000 | 0.0% | $1.43 | $1.43 | — | COMMON STOCK | 86737U102 |
| SYPR | SYPRIS SOLUTIONS INC COMMON STOCK USD 0.01 | 836 | $1,000 | 0.0% | $1.20 | $4.22 | -71.3% | COMMON STOCK | 871655106 |
| — | GIGOPTIX INC COMMON STOCK USD 0.001 | 427 | $1,000 | 0.0% | $2.34 | $2.34 | — | COMMON STOCK | 37517Y103 |
| — | EMERALD OIL INC COMMON STOCK USD 0.001 | 665 | $1,000 | 0.0% | $1.50 | $4.51 | — | COMMON STOCK | 29101U407 |
| AXR | AMREP CORP COMMON STOCK USD 0.1 | 216 | $1,000 | 0.0% | $4.63 * | $5.55 | -11.8% | COMMON STOCK | 032159105 |
| — | ATLANTIC COAST FINANCIAL CORP COMMON STOCK USD | 235 | $1,000 | 0.0% | $4.26 | $4.26 | — | COMMON STOCK | 048426100 |
| OCC | OPTICAL CABLE CORP COMMON STOCK USD 0 | 300 | $1,000 | 0.0% | $3.33 | $4.27 | -23.4% | COMMON STOCK | 683827208 |
| — | SOUTHERN NATIONAL BANCORP OF VIRGINIA INC COMMON | 49 | $1,000 | 0.0% | $20.41 | $20.41 | — | COMMON STOCK | 843395104 |
| — | ARRHYTHMIA RESEARCH TECHNOLOGY INC COMMON STOCK | 200 | $1,000 | 0.0% | $5.00 | $5.00 | — | COMMON STOCK | 042698308 |
| — | VICON INDUSTRIES INC COMMON STOCK USD 0.01 | 371 | $1,000 | 0.0% | $2.70 | $2.70 | — | COMMON STOCK | 925811101 |
| — | PERFUMANIA HOLDINGS INC COMMON STOCK USD 0.01 | 220 | $1,000 | 0.0% | $4.55 | $5.27 | — | COMMON STOCK | 71376C100 |
| — | NUVERRA ENVIRONMENTAL SOLUTIONS INC COMMON STOCK | 150 | $0 | 0.0% | $0.00 | $15.12 | — | COMMON STOCK | 67091K203 |
| — | HOPFED BANCORP INC COMMON STOCK USD 0.01 | 12 | $0 | 0.0% | $0.00 | — | — | COMMON STOCK | 439734104 |
| — | QC HOLDINGS INC COMMON STOCK USD 0.01 | 37 | $0 | 0.0% | $0.00 | — | — | COMMON STOCK | 74729T101 |