Location: Columbus, OH
CIK: 0001097218 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 29, 2016
Total Value: $23.31B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC COMMON STOCK USD 0.00001 | 4,650,961 | $490M | 2.1% | $19.35 | +33.0% | COMMON STOCK | 037833100 |
| MSFT | MICROSOFT CORP COMMON STOCK USD 0.00000625 | 5,664,674 | $314M | 1.3% | $32.93 | +39.5% | COMMON STOCK | 594918104 |
| GOOGL | ALPHABET INC COMMON STOCK USD | 324,744 | $253M | 1.1% | $36.73 | 0.0% | COMMON STOCK | 02079K305 |
| AMZN | AMAZON.COM INC COMMON STOCK USD 0.01 | 344,158 | $233M | 1.0% | $19.18 | +64.3% | COMMON STOCK | 023135106 |
| JPM | JPMORGAN CHASE & CO COMMON STOCK USD 1 | 3,205,683 | $212M | 0.9% | $37.42 | +32.8% | COMMON STOCK | 46625H100 |
| WFC | WELLS FARGO & CO COMMON STOCK USD 1.666 | 3,806,473 | $207M | 0.9% | $29.41 | +38.9% | COMMON STOCK | 949746101 |
| META | FACEBOOK INC COMMON STOCK USD 0.000006 | 1,905,662 | $199M | 0.9% | $45.72 | +123.1% | COMMON STOCK | 30303M102 |
| HD | HOME DEPOT INC/THE COMMON STOCK USD 0.05 | 1,336,686 | $177M | 0.8% | $62.31 | +60.5% | COMMON STOCK | 437076102 |
| CSCO | CISCO SYSTEMS INC COMMON STOCK USD 0.001 | 6,220,881 | $169M | 0.7% | $17.00 | +18.6% | COMMON STOCK | 17275R102 |
| GILD | GILEAD SCIENCES INC COMMON STOCK USD 0.001 | 1,609,518 | $163M | 0.7% | $49.34 | +47.7% | COMMON STOCK | 375558103 |
| — | GENERAL ELECTRIC CO COMMON STOCK USD 0.06 | 5,024,924 | $157M | 0.7% | $23.52 | — | COMMON STOCK | 369604103 |
| T | AT&T INC COMMON STOCK USD 1 | 4,390,840 | $151M | 0.6% | $11.92 | +4.3% | COMMON STOCK | 00206R102 |
| JNJ | JOHNSON & JOHNSON COMMON STOCK USD 1 | 1,424,403 | $146M | 0.6% | $61.68 | +23.1% | COMMON STOCK | 478160104 |
| XOM | EXXON MOBIL CORP COMMON STOCK USD 0 | 1,814,653 | $141M | 0.6% | $54.16 | -5.1% | COMMON STOCK | 30231G102 |
| PFE | PFIZER INC COMMON STOCK USD 0.05 | 4,261,981 | $138M | 0.6% | $16.74 | +21.7% | COMMON STOCK | 717081103 |
| GOOG | ALPHABET INC COMMON STOCK USD 0.001 | 175,553 | $133M | 0.6% | $35.61 | 0.0% | COMMON STOCK | 02079K107 |
| MRK | MERCK & CO INC COMMON STOCK USD 0.5 | 2,480,075 | $131M | 0.6% | $31.81 | +15.6% | COMMON STOCK | 58933Y105 |
| VZ | VERIZON COMMUNICATIONS INC COMMON STOCK USD 0.1 | 2,616,972 | $121M | 0.5% | $26.93 | -0.0% | COMMON STOCK | 92343V104 |
| UNH | UNITEDHEALTH GROUP INC COMMON STOCK USD 0.01 | 983,728 | $116M | 0.5% | $70.36 | +41.1% | COMMON STOCK | 91324P102 |
| PG | PROCTER & GAMBLE CO/THE COMMON STOCK USD 0 | 1,430,509 | $114M | 0.5% | $55.06 | +5.2% | COMMON STOCK | 742718109 |
| CVS | CVS HEALTH CORP | 1,142,629 | $112M | 0.5% | $46.47 | +56.2% | COMMON STOCK | 126650100 |
| CVX | CHEVRON CORP COMMON STOCK USD 0.75 | 1,220,229 | $110M | 0.5% | $70.56 | -17.2% | COMMON STOCK | 166764100 |
| CMCSA | COMCAST CORP COMMON STOCK USD 0.01 | 1,919,182 | $108M | 0.5% | $17.27 | +37.6% | COMMON STOCK | 20030N101 |
| — | CELGENE CORP COMMON STOCK USD 0.01 | 885,689 | $106M | 0.5% | $106.16 | — | COMMON STOCK | 151020104 |
| DIS | WALT DISNEY CO/THE COMMON STOCK USD 0.01 | 1,004,149 | $106M | 0.5% | $71.27 | +43.4% | COMMON STOCK | 254687106 |
| V | VISA INC COMMON STOCK USD 0.0001 | 1,349,382 | $105M | 0.4% | $56.77 | +27.1% | COMMON STOCK | 92826C839 |
| C | CITIGROUP INC COMMON STOCK USD 0.01 | 2,021,824 | $105M | 0.4% | $35.93 | +10.3% | COMMON STOCK | 172967424 |
| LLY | ELI LILLY & CO COMMON STOCK USD 0 | 1,192,591 | $100M | 0.4% | $57.72 | +20.8% | COMMON STOCK | 532457108 |
| BRK/B | BERKSHIRE HATHAWAY INC COMMON STOCK USD 0.0033 | 747,945 | $98.76M | 0.4% | $128.05 | +4.8% | COMMON STOCK | 084670702 |
| MA | MASTERCARD INC COMMON STOCK USD 0.0001 | 1,003,336 | $97.69M | 0.4% | $79.64 | +15.8% | COMMON STOCK | 57636Q104 |
| BMY | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD 0.1 | 1,411,046 | $97.07M | 0.4% | $31.68 | +47.4% | COMMON STOCK | 110122108 |
| KO | COCA-COLA CO/THE COMMON STOCK USD 0.25 | 2,252,395 | $96.76M | 0.4% | $28.42 | +8.6% | COMMON STOCK | 191216100 |
| AMGN | AMGEN INC COMMON STOCK USD 0.0001 | 589,174 | $95.64M | 0.4% | $98.11 | +18.7% | COMMON STOCK | 031162100 |
| — | ALLERGAN PLC COMMON STOCK USD 0.0033 | 283,858 | $88.71M | 0.4% | $302.88 | — | COMMON STOCK | G0177J108 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CORP COMMON STOCK | 1,463,108 | $87.82M | 0.4% | $40.10 | +42.5% | COMMON STOCK | 192446102 |
| GD | GENERAL DYNAMICS CORP COMMON STOCK USD 1 | 616,255 | $84.65M | 0.4% | $101.59 | +12.8% | COMMON STOCK | 369550108 |
| PM | PHILIP MORRIS INTERNATIONAL INC COMMON STOCK USD 0 | 943,533 | $82.95M | 0.4% | $49.45 | +5.7% | COMMON STOCK | 718172109 |
| ORLY | O'REILLY AUTOMOTIVE INC COMMON STOCK USD 0.01 | 322,719 | $81.78M | 0.4% | $10.01 | +73.3% | COMMON STOCK | 67103H107 |
| TYL | TYLER TECHNOLOGIES INC COMMON STOCK USD 0.01 | 453,498 | $79.05M | 0.3% | $92.63 | +86.6% | COMMON STOCK | 902252105 |
| MO | ALTRIA GROUP INC COMMON STOCK USD 0.333 | 1,331,205 | $77.49M | 0.3% | $20.73 | +42.1% | COMMON STOCK | 02209S103 |
| PNC | PNC FINANCIAL SERVICES GROUP INC/THE COMMON STOCK | 809,253 | $77.13M | 0.3% | $52.28 | +28.5% | COMMON STOCK | 693475105 |
| ABT | ABBOTT LABORATORIES COMMON STOCK USD 0 | 1,651,661 | $74.18M | 0.3% | $33.18 | +10.2% | COMMON STOCK | 002824100 |
| LOW | LOWE'S COS INC COMMON STOCK USD 0.5 | 970,051 | $73.76M | 0.3% | $42.97 | +43.6% | COMMON STOCK | 548661107 |
| INTC | INTEL CORP COMMON STOCK USD 0.001 | 2,066,161 | $71.18M | 0.3% | $17.49 | +52.4% | COMMON STOCK | 458140100 |
| OXY | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD 0.2 | 1,043,772 | $70.57M | 0.3% | $57.96 | -7.8% | COMMON STOCK | 674599105 |
| BAC | BANK OF AMERICA CORP COMMON STOCK USD 0.01 | 4,109,128 | $69.16M | 0.3% | $12.33 | +10.0% | COMMON STOCK | 060505104 |
| SLB | SCHLUMBERGER LTD COMMON STOCK USD 0.01 | 968,474 | $67.55M | 0.3% | $55.15 | +1.7% | COMMON STOCK | 806857108 |
| MET | METLIFE INC COMMON STOCK USD 0.01 | 1,373,248 | $66.2M | 0.3% | $25.36 | +23.0% | COMMON STOCK | 59156R108 |
| MCK | MCKESSON CORP COMMON STOCK USD 0.01 | 335,654 | $66.2M | 0.3% | $120.80 | +44.5% | COMMON STOCK | 58155Q103 |
| EA | ELECTRONIC ARTS INC COMMON STOCK USD 0.01 | 932,671 | $64.09M | 0.3% | $49.54 | +37.7% | COMMON STOCK | 285512109 |
| ORCL | ORACLE CORP COMMON STOCK USD 0.01 | 1,750,353 | $63.94M | 0.3% | $29.83 | +10.0% | COMMON STOCK | 68389X105 |
| NKE | NIKE INC COMMON STOCK USD 1 | 1,020,604 | $63.79M | 0.3% | $36.68 | +54.5% | COMMON STOCK | 654106103 |
| GS | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD 0.01 | 352,297 | $63.49M | 0.3% | $122.83 | +23.1% | COMMON STOCK | 38141G104 |
| TMO | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD 1 | 445,565 | $63.2M | 0.3% | $99.87 | +29.7% | COMMON STOCK | 883556102 |
| BIIB | BIOGEN INC COMMON STOCK USD 0.0005 | 205,855 | $63.06M | 0.3% | $251.29 | +14.3% | COMMON STOCK | 09062X103 |
| TGT | TARGET CORP COMMON STOCK USD 0.0833 | 854,734 | $62.06M | 0.3% | $52.14 | +6.0% | COMMON STOCK | 87612E106 |
| INTU | INTUIT INC COMMON STOCK USD 0.01 | 641,439 | $61.9M | 0.3% | $60.33 | +48.1% | COMMON STOCK | 461202103 |
| RJF | RAYMOND JAMES FINANCIAL INC COMMON STOCK USD 0.01 | 1,062,118 | $61.57M | 0.3% | $28.13 | +13.9% | COMMON STOCK | 754730109 |
| ADBE | ADOBE SYSTEMS INC COMMON STOCK USD 0.0001 | 647,476 | $60.82M | 0.3% | $53.60 | +67.6% | COMMON STOCK | 00724F101 |
| NOC | NORTHROP GRUMMAN CORP COMMON STOCK USD 1 | 320,799 | $60.57M | 0.3% | $114.03 | +36.5% | COMMON STOCK | 666807102 |
| MDLZ | MONDELEZ INTERNATIONAL INC COMMON STOCK USD 0 | 1,346,334 | $60.37M | 0.3% | $25.66 | +38.3% | COMMON STOCK | 609207105 |
| KR | KROGER CO/THE COMMON STOCK USD 1 | 1,440,200 | $60.24M | 0.3% | $27.79 | +13.9% | COMMON STOCK | 501044101 |
| CCL | CARNIVAL CORP COMMON STOCK USD 0.01 | 1,091,691 | $59.48M | 0.3% | $33.71 | +33.6% | COMMON STOCK | 143658300 |
| PEP | PEPSICO INC COMMON STOCK USD 0.017 | 593,594 | $59.31M | 0.3% | $56.99 | +28.9% | COMMON STOCK | 713448108 |
| FISV | FISERV INC COMMON STOCK USD 0.01 | 646,017 | $59.09M | 0.3% | $29.40 | +59.7% | COMMON STOCK | 337738108 |
| — | AVAGO TECHNOLOGIES LTD COMMON STOCK USD | 394,306 | $57.23M | 0.2% | $50.93 | — | COMMON STOCK | Y0486S104 |
| AIG | AMERICAN INTERNATIONAL GROUP INC COMMON STOCK USD | 897,491 | $55.62M | 0.2% | $40.42 | +17.1% | COMMON STOCK | 026874784 |
| PPG | PPG INDUSTRIES INC COMMON STOCK USD 1.67 | 559,086 | $55.25M | 0.2% | $83.01 | +1.3% | COMMON STOCK | 693506107 |
| — | DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD 0.01 | 588,445 | $54.84M | 0.2% | $82.66 | — | COMMON STOCK | 26138E109 |
| LYB | LYONDELLBASELL INDUSTRIES NV COMMON STOCK USD 0.04 | 626,506 | $54.44M | 0.2% | $43.97 | +18.3% | COMMON STOCK | N53745100 |
| ABBV | ABBVIE INC COMMON STOCK USD 0.01 | 910,709 | $53.95M | 0.2% | $33.10 | +14.7% | COMMON STOCK | 00287Y109 |
| LKQ | LKQ CORP COMMON STOCK USD 0.01 | 1,811,382 | $53.67M | 0.2% | $24.73 | +5.4% | COMMON STOCK | 501889208 |
| SPG | SIMON PROPERTY GROUP INC REIT USD 0.0001 | 275,240 | $53.52M | 0.2% | $91.86 | +26.1% | EQUITIES - REIT | 828806109 |
| PRU | PRUDENTIAL FINANCIAL INC COMMON STOCK USD 0.01 | 651,701 | $53.05M | 0.2% | $46.86 | +12.3% | COMMON STOCK | 744320102 |
| DRI | DARDEN RESTAURANTS INC COMMON STOCK USD 0 | 828,578 | $52.73M | 0.2% | $39.30 | +10.8% | COMMON STOCK | 237194105 |
| BR | BROADRIDGE FINANCIAL SOLUTIONS INC COMMON STOCK | 971,514 | $52.2M | 0.2% | $39.86 | +18.0% | COMMON STOCK | 11133T103 |
| MDT | MEDTRONIC PLC COMMON STOCK USD 0.10 | 677,740 | $52.13M | 0.2% | $58.18 | +0.7% | COMMON STOCK | G5960L103 |
| — | EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD 0.01 | 594,218 | $51.94M | 0.2% | $70.99 | — | COMMON STOCK | 30219G108 |
| AMT | AMERICAN TOWER CORP REIT USD 0.01 | 529,193 | $51.3M | 0.2% | $68.87 | +10.3% | EQUITIES - REIT | 03027X100 |
| AYI | ACUITY BRANDS INC COMMON STOCK USD 0.01 | 217,394 | $50.83M | 0.2% | $111.19 | +88.9% | COMMON STOCK | 00508Y102 |
| CL | COLGATE-PALMOLIVE CO COMMON STOCK USD 1 | 748,863 | $49.89M | 0.2% | $49.95 | +5.2% | COMMON STOCK | 194162103 |
| PLD | PROLOGIS INC REIT USD 0.01 | 1,149,727 | $49.35M | 0.2% | $31.72 | -0.9% | EQUITIES - REIT | 74340W103 |
| AMAT | APPLIED MATERIALS INC COMMON STOCK USD 0.01 | 2,579,734 | $48.16M | 0.2% | $16.26 | -5.2% | COMMON STOCK | 038222105 |
| LMT | LOCKHEED MARTIN CORP COMMON STOCK USD 1 | 219,902 | $47.75M | 0.2% | $79.13 | +109.0% | COMMON STOCK | 539830109 |
| MANH | MANHATTAN ASSOCIATES INC COMMON STOCK USD 0.01 | 720,501 | $47.68M | 0.2% | $37.57 | +89.2% | COMMON STOCK | 562750109 |
| SBNY | SIGNATURE BANK/NEW YORK NY COMMON STOCK USD 0.01 | 304,894 | $46.76M | 0.2% | $100.31 | — | COMMON STOCK | 82669G104 |
| PCG | PG&E CORP COMMON STOCK USD 0 | 871,311 | $46.34M | 0.2% | $39.98 | +23.4% | COMMON STOCK | 69331C108 |
| — | UNITED TECHNOLOGIES CORP COMMON STOCK USD 1 | 482,050 | $46.31M | 0.2% | $101.17 | — | COMMON STOCK | 913017109 |
| IBM | INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK | 332,026 | $45.69M | 0.2% | $118.78 | -26.3% | COMMON STOCK | 459200101 |
| MCD | MCDONALD'S CORP COMMON STOCK USD 0.01 | 386,561 | $45.67M | 0.2% | $72.25 | +20.7% | COMMON STOCK | 580135101 |
| NFLX | NETFLIX INC COMMON STOCK USD 0.001 | 394,044 | $45.07M | 0.2% | $10.64 | +7.4% | COMMON STOCK | 64110L106 |
| UNP | UNION PACIFIC CORP COMMON STOCK USD 2.5 | 573,820 | $44.87M | 0.2% | $68.55 | -0.4% | COMMON STOCK | 907818108 |
| CSX | CSX CORP COMMON STOCK USD 1 | 1,692,035 | $43.91M | 0.2% | $7.53 | +3.5% | COMMON STOCK | 126408103 |
| TEVA | TEVA PHARMACEUTICAL INDUSTRIES LTD ADR USD | 663,912 | $43.58M | 0.2% | $48.00 | — | ADR | 881624209 |
| ICE | INTERCONTINENTALEXCHANGE INC | 169,453 | $43.42M | 0.2% | $35.10 | +25.8% | COMMON STOCK | 45866F104 |
| CSGP | COSTAR GROUP INC COMMON STOCK USD 0.01 | 209,656 | $43.33M | 0.2% | $13.84 | +43.8% | COMMON STOCK | 22160N109 |
| TXN | TEXAS INSTRUMENTS INC COMMON STOCK USD 1 | 790,555 | $43.33M | 0.2% | $27.01 | +56.6% | COMMON STOCK | 882508104 |
| — | PRICELINE GROUP INC/THE COM USD | 33,984 | $43.33M | 0.2% | $870.03 | — | COMMON STOCK | 741503403 |
| BA | BOEING CO/THE COMMON STOCK USD 5 | 299,490 | $43.3M | 0.2% | $112.77 | +14.3% | COMMON STOCK | 097023105 |
| MS | MORGAN STANLEY COMMON STOCK USD 0.01 | 1,360,272 | $43.27M | 0.2% | $19.43 | +28.7% | COMMON STOCK | 617446448 |
| CAH | CARDINAL HEALTH INC COMMON STOCK USD 0 | 472,280 | $42.16M | 0.2% | $41.82 | +52.1% | COMMON STOCK | 14149Y108 |
| AVB | AVALONBAY COMMUNITIES INC REIT USD 0.01 | 225,913 | $41.6M | 0.2% | $94.74 | +34.3% | EQUITIES - REIT | 053484101 |
| USB | US BANCORP COMMON STOCK USD 0.01 | 973,957 | $41.56M | 0.2% | $23.33 | +26.8% | COMMON STOCK | 902973304 |
| WEC | WEC ENERGY GROUP INC COMMON STOCK USD 0.01 | 807,595 | $41.44M | 0.2% | $34.54 | +6.5% | COMMON STOCK | 92939U106 |
| ROP | ROPER TECHNOLOGIES INC COMMON STOCK USD 0.01 | 217,612 | $41.3M | 0.2% | $123.25 | +39.9% | COMMON STOCK | 776696106 |
| — | ULTIMATE SOFTWARE GROUP INC/THE COMMON STOCK USD | 210,225 | $41.1M | 0.2% | $135.87 | — | COMMON STOCK | 90385D107 |
| — | HOLLYFRONTIER CORP COMMON STOCK USD 0.01 | 1,025,954 | $40.92M | 0.2% | $41.69 | — | COMMON STOCK | 436106108 |
| QCOM | QUALCOMM INC COMMON STOCK USD 0.0001 | 816,712 | $40.82M | 0.2% | $45.43 | -12.0% | COMMON STOCK | 747525103 |
| MPC | MARATHON PETROLEUM CORP COMMON STOCK USD | 782,969 | $40.59M | 0.2% | $35.44 | +7.4% | COMMON STOCK | 56585A102 |
| — | ANSYS INC COMMON STOCK USD 0.01 | 436,722 | $40.4M | 0.2% | $82.50 | — | COMMON STOCK | 03662Q105 |
| — | DISCOVER FINANCIAL SERVICES COMMON STOCK USD 0.01 | 746,188 | $40.01M | 0.2% | $48.04 | — | COMMON STOCK | 254709108 |
| UAA | UNDER ARMOUR INC COMMON STOCK USD 0.000333 | 484,526 | $39.06M | 0.2% | $19.97 | +128.4% | COMMON STOCK | 904311107 |
| DAL | DELTA AIR LINES INC COMMON STOCK USD 0.0001 | 768,631 | $38.96M | 0.2% | $22.21 | +96.6% | COMMON STOCK | 247361702 |
| HOLX | HOLOGIC INC COMMON STOCK USD 0.01 | 1,006,965 | $38.96M | 0.2% | $31.62 | +23.0% | COMMON STOCK | 436440101 |
| GIS | GENERAL MILLS INC COMMON STOCK USD 0.1 | 672,643 | $38.78M | 0.2% | $36.10 | +12.1% | COMMON STOCK | 370334104 |
| EBAY | EBAY INC COMMON STOCK USD 0.001 | 1,405,878 | $38.63M | 0.2% | $20.87 | +17.8% | COMMON STOCK | 278642103 |
| AXP | AMERICAN EXPRESS CO COMMON STOCK USD 0.2 | 551,413 | $38.35M | 0.2% | $73.17 | -14.1% | COMMON STOCK | 025816109 |
| TSCO | TRACTOR SUPPLY CO COMMON STOCK USD 0.008 | 447,194 | $38.23M | 0.2% | $10.19 | +49.2% | COMMON STOCK | 892356106 |
| — | RAYTHEON CO COMMON STOCK USD 0.01 | 305,736 | $38.07M | 0.2% | $90.18 | — | COMMON STOCK | 755111507 |
| SBUX | STARBUCKS CORP COMMON STOCK USD 0.001 | 631,199 | $37.89M | 0.2% | $32.47 | +52.2% | COMMON STOCK | 855244109 |
| — | XEROX CORP COMMON STOCK USD 1 | 3,520,783 | $37.43M | 0.2% | $10.82 | — | COMMON STOCK | 984121103 |
| DHR | DANAHER CORP COMMON STOCK USD 0.01 | 398,908 | $37.05M | 0.2% | $25.89 | +47.6% | COMMON STOCK | 235851102 |
| WAB | WABTEC CORP/DE COMMON STOCK USD 0.01 | 520,629 | $37.03M | 0.2% | $52.17 | +44.4% | COMMON STOCK | 929740108 |
| — | CHUBB LIMITED COMMON STOCK USD 24.77 | 316,753 | $37.01M | 0.2% | $96.82 | — | COMMON STOCK | H0023R105 |
| APH | AMPHENOL CORP COMMON STOCK USD 0.001 | 708,175 | $36.99M | 0.2% | $11.04 | +9.9% | COMMON STOCK | 032095101 |
| MMM | 3M CO COMMON STOCK USD 0.01 | 244,503 | $36.83M | 0.2% | $61.72 | +49.2% | COMMON STOCK | 88579Y101 |
| COST | COSTCO WHOLESALE CORP COMMON STOCK USD 0.005 | 227,818 | $36.79M | 0.2% | $88.65 | +49.8% | COMMON STOCK | 22160K105 |
| MIDD | MIDDLEBY CORP/THE COMMON STOCK USD 0.01 | 340,667 | $36.75M | 0.2% | $77.47 | +43.8% | COMMON STOCK | 596278101 |
| WMT | WAL-MART STORES INC COMMON STOCK USD 0.1 | 596,949 | $36.59M | 0.2% | $19.96 | -16.7% | COMMON STOCK | 931142103 |
| EOG | EOG RESOURCES INC COMMON STOCK USD 0.01 | 511,059 | $36.18M | 0.2% | $63.57 | -5.9% | COMMON STOCK | 26875P101 |
| CRM | SALESFORCE.COM INC COMMON STOCK USD 0.001 | 461,358 | $36.17M | 0.2% | $43.22 | +78.5% | COMMON STOCK | 79466L302 |
| ZD | J2 GLOBAL INC COMMON STOCK USD 0.01 | 437,979 | $36.05M | 0.2% | $59.23 | +14.7% | COMMON STOCK | 48123V102 |
| PPL | PPL CORP COMMON STOCK USD 0.01 | 1,034,335 | $35.3M | 0.2% | $18.01 | +19.2% | COMMON STOCK | 69351T106 |
| — | ACTIVISION BLIZZARD INC COMMON STOCK USD 0.000001 | 910,674 | $35.25M | 0.2% | $14.34 | — | COMMON STOCK | 00507V109 |
| — | PAREXEL INTERNATIONAL CORP COMMON STOCK USD 0.01 | 514,535 | $35.05M | 0.2% | $51.84 | — | COMMON STOCK | 699462107 |
| — | VANTIV INC COMMON STOCK USD 0.00001 | 736,916 | $34.95M | 0.1% | $41.54 | — | COMMON STOCK | 92210H105 |
| — | CIGNA CORP COMMON STOCK USD 0.25 | 238,237 | $34.86M | 0.1% | $118.97 | — | COMMON STOCK | 125509109 |
| ACN | ACCENTURE PLC COMMON STOCK USD 0.0000225 | 333,103 | $34.81M | 0.1% | $66.15 | +36.0% | COMMON STOCK | G1151C101 |
| — | ALEXION PHARMACEUTICALS INC COMMON STOCK USD | 181,883 | $34.69M | 0.1% | $160.23 | — | COMMON STOCK | 015351109 |
| — | BROADCOM CORP COMMON STOCK USD 0.0001 | 597,658 | $34.56M | 0.1% | $40.40 | — | COMMON STOCK | 111320107 |
| UAL | UNITED CONTINENTAL HOLDINGS INC COMMON STOCK USD | 600,969 | $34.44M | 0.1% | $58.02 | -0.5% | COMMON STOCK | 910047109 |
| CNC | CENTENE CORP COMMON STOCK USD 0.001 | 519,298 | $34.17M | 0.1% | $26.28 | +12.7% | COMMON STOCK | 15135B101 |
| FITB | FIFTH THIRD BANCORP COMMON STOCK USD 0 | 1,695,272 | $34.08M | 0.1% | $13.00 | +6.8% | COMMON STOCK | 316773100 |
| — | EMC CORP/MA COMMON STOCK USD 0.01 | 1,324,512 | $34.01M | 0.1% | $23.83 | — | COMMON STOCK | 268648102 |
| ALGN | ALIGN TECHNOLOGY INC COMMON STOCK USD 0.0001 | 514,041 | $33.85M | 0.1% | $52.87 | +21.3% | COMMON STOCK | 016255101 |
| INGR | INGREDION INC COMMON STOCK USD 0.01 | 351,503 | $33.69M | 0.1% | $75.44 | +25.6% | COMMON STOCK | 457187102 |
| MTB | M&T BANK CORP COMMON STOCK USD 0.5 | 276,557 | $33.51M | 0.1% | $82.68 | +10.8% | COMMON STOCK | 55261F104 |
| — | SIRONA DENTAL SYSTEMS INC COMMON STOCK USD 0.01 | 305,816 | $33.51M | 0.1% | $72.79 | — | COMMON STOCK | 82966C103 |
| ETN | EATON CORP PLC COMMON STOCK USD 0.01 | 640,726 | $33.34M | 0.1% | $45.15 | -4.7% | COMMON STOCK | G29183103 |
| HAL | HALLIBURTON CO COMMON STOCK USD 2.5 | 978,506 | $33.31M | 0.1% | $38.24 | -19.0% | COMMON STOCK | 406216101 |
| IT | GARTNER INC COMMON STOCK USD 0.0005 | 366,160 | $33.21M | 0.1% | $70.65 | +25.3% | COMMON STOCK | 366651107 |
| 1741046D | STERIS PLC COMMON STOCK USD | 440,357 | $33.18M | 0.1% | $75.34 | — | COMMON STOCK | G84720104 |
| AMG | AFFILIATED MANAGERS GROUP INC COMMON STOCK USD | 207,395 | $33.13M | 0.1% | $188.25 | -11.6% | COMMON STOCK | 008252108 |
| CAG | CONAGRA FOODS INC COMMON STOCK USD 5 | 784,636 | $33.08M | 0.1% | $18.33 | +22.4% | COMMON STOCK | 205887102 |
| — | ANADARKO PETROLEUM CORP COMMON STOCK USD 0.1 | 680,913 | $33.08M | 0.1% | $87.38 | — | COMMON STOCK | 032511107 |
| LNC | LINCOLN NATIONAL CORP COMMON STOCK USD 0 | 654,060 | $32.87M | 0.1% | $30.41 | +17.4% | COMMON STOCK | 534187109 |
| FDX | FEDEX CORP COMMON STOCK USD 0.1 | 219,877 | $32.76M | 0.1% | $106.98 | +23.7% | COMMON STOCK | 31428X106 |
| — | RED HAT INC COMMON STOCK USD 0.0001 | 394,868 | $32.7M | 0.1% | $49.42 | — | COMMON STOCK | 756577102 |
| ALL | ALLSTATE CORP/THE COMMON STOCK USD 0.01 | 524,731 | $32.58M | 0.1% | $45.03 | +10.5% | COMMON STOCK | 020002101 |
| PRGO | PERRIGO CO PLC COMMON STOCK USD 0 | 223,687 | $32.37M | 0.1% | $158.73 | -3.1% | COMMON STOCK | G97822103 |
| EQR | EQUITY RESIDENTIAL REIT USD 0.01 | 393,241 | $32.09M | 0.1% | $44.08 | +6.1% | EQUITIES - REIT | 29476L107 |
| EWBC | EAST WEST BANCORP INC COMMON STOCK USD 0.001 | 763,275 | $31.72M | 0.1% | $22.10 | +47.3% | COMMON STOCK | 27579R104 |
| AEP | AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD | 537,643 | $31.33M | 0.1% | $36.96 | +7.3% | COMMON STOCK | 025537101 |
| EXC | EXELON CORP COMMON STOCK USD 0 | 1,127,090 | $31.3M | 0.1% | $15.60 | -9.1% | COMMON STOCK | 30161N101 |
| — | SERVICEMASTER GLOBAL HOLDINGS INC COMMON STOCK USD | 790,833 | $31.03M | 0.1% | $37.23 | — | COMMON STOCK | 81761R109 |
| — | HARRIS CORP COMMON STOCK USD 1 | 354,207 | $30.78M | 0.1% | $68.60 | — | COMMON STOCK | 413875105 |
| VLO | VALERO ENERGY CORP COMMON STOCK USD 0.01 | 433,119 | $30.63M | 0.1% | $30.44 | +49.5% | COMMON STOCK | 91913Y100 |
| SCHW | CHARLES SCHWAB CORP/THE COMMON STOCK USD 0.01 | 906,190 | $29.84M | 0.1% | $22.77 | +22.5% | COMMON STOCK | 808513105 |
| OPLN | KAR AUCTION SERVICES INC COMMON STOCK USD 0.01 | 801,645 | $29.68M | 0.1% | $14.06 | +0.7% | COMMON STOCK | 48238T109 |
| — | KELLOGG CO COMMON STOCK USD 0.25 | 410,656 | $29.68M | 0.1% | $40.48 | +12.9% | COMMON STOCK | 487836108 |
| COP | CONOCOPHILLIPS COMMON STOCK USD 0.01 | 630,255 | $29.43M | 0.1% | $44.74 | -14.2% | COMMON STOCK | 20825C104 |
| SWK | STANLEY BLACK & DECKER INC COMMON STOCK USD 2.5 | 274,750 | $29.32M | 0.1% | $71.01 | +14.3% | COMMON STOCK | 854502101 |
| — | CR BARD INC COMMON STOCK USD 0.25 | 154,684 | $29.3M | 0.1% | $146.35 | — | COMMON STOCK | 067383109 |
| HCA | HCA HOLDINGS INC COMMON STOCK USD 0.01 | 432,575 | $29.25M | 0.1% | $50.62 | +28.1% | COMMON STOCK | 40412C101 |
| COR | AMERISOURCEBERGEN CORP COMMON STOCK USD 0.01 | 279,785 | $29.02M | 0.1% | $65.20 | +11.6% | COMMON STOCK | 03073E105 |
| CBRE | CBRE GROUP INC COMMON STOCK USD 0.01 | 826,239 | $28.57M | 0.1% | $33.18 | +6.2% | COMMON STOCK | 12504L109 |
| HON | HONEYWELL INTERNATIONAL INC COMMON STOCK USD 1 | 275,519 | $28.54M | 0.1% | $57.80 | +28.5% | COMMON STOCK | 438516106 |
| IEX | IDEX CORP COMMON STOCK USD 0.01 | 372,369 | $28.53M | 0.1% | $51.67 | +30.4% | COMMON STOCK | 45167R104 |
| EXR | EXTRA SPACE STORAGE INC REIT USD 0.01 | 322,477 | $28.45M | 0.1% | $46.08 | +22.1% | EQUITIES - REIT | 30225T102 |
| BC | BRUNSWICK CORP/DE COMMON STOCK USD 0.75 | 558,254 | $28.2M | 0.1% | $37.08 | +16.9% | COMMON STOCK | 117043109 |
| MSCI | MSCI INC COMMON STOCK USD 0.01 | 390,858 | $28.19M | 0.1% | $43.99 | +36.1% | COMMON STOCK | 55354G100 |
| — | DOW CHEMICAL CO/THE COMMON STOCK USD 2.5 | 547,182 | $28.17M | 0.1% | $42.53 | — | COMMON STOCK | 260543103 |
| PKG | PACKAGING CORP OF AMERICA COMMON STOCK USD 0.01 | 443,980 | $27.99M | 0.1% | $39.83 | +22.1% | COMMON STOCK | 695156109 |
| PYPL | PAYPAL HOLDINGS INC COMMON STOCK USD 0.0001 | 771,502 | $27.93M | 0.1% | $35.85 | -1.8% | COMMON STOCK | 70450Y103 |
| — | CITRIX SYSTEMS INC COMMON STOCK USD 0.001 | 366,875 | $27.75M | 0.1% | $66.95 | — | COMMON STOCK | 177376100 |
| WDC | WESTERN DIGITAL CORP COMMON STOCK USD 0.01 | 461,039 | $27.68M | 0.1% | $44.96 | -3.1% | COMMON STOCK | 958102105 |
| MOH | MOLINA HEALTHCARE INC COMMON STOCK USD 0.001 | 458,891 | $27.59M | 0.1% | $61.26 | +2.9% | COMMON STOCK | 60855R100 |
| BFAM | BRIGHT HORIZONS FAMILY SOLUTIONS INC COMMON STOCK | 412,983 | $27.59M | 0.1% | $49.32 | +31.1% | COMMON STOCK | 109194100 |
| UPS | UNITED PARCEL SERVICE INC COMMON STOCK USD 0.01 | 286,103 | $27.53M | 0.1% | $55.52 | +27.2% | COMMON STOCK | 911312106 |
| VRSK | VERISK ANALYTICS INC COMMON STOCK USD 0.001 | 356,619 | $27.42M | 0.1% | $62.61 | +15.9% | COMMON STOCK | 92345Y106 |
| CRI | CARTER'S INC COMMON STOCK USD 0.01 | 305,631 | $27.21M | 0.1% | $59.14 | +15.7% | COMMON STOCK | 146229109 |
| AZO | AUTOZONE INC COMMON STOCK USD 0.01 | 36,627 | $27.17M | 0.1% | $563.21 | +35.5% | COMMON STOCK | 053332102 |
| — | CORELOGIC INC/UNITED STATES COMMON STOCK USD 1 | 797,761 | $27.01M | 0.1% | $31.99 | — | COMMON STOCK | 21871D103 |
| — | MYLAN NV COMMON STOCK USD 0.0100 | 498,652 | $26.96M | 0.1% | $58.39 | — | COMMON STOCK | N59465109 |
| BSX | BOSTON SCIENTIFIC CORP COMMON STOCK USD 0.01 | 1,457,837 | $26.88M | 0.1% | $13.97 | +28.3% | COMMON STOCK | 101137107 |
| EEFT | EURONET WORLDWIDE INC COMMON STOCK USD 0.02 | 369,944 | $26.8M | 0.1% | $58.33 | +31.2% | COMMON STOCK | 298736109 |
| ALK | ALASKA AIR GROUP INC COMMON STOCK USD 0.01 | 331,949 | $26.73M | 0.1% | $44.59 | +64.0% | COMMON STOCK | 011659109 |
| — | PANERA BREAD CO COMMON STOCK USD 0.0001 | 136,473 | $26.58M | 0.1% | $173.77 | — | COMMON STOCK | 69840W108 |
| EIX | EDISON INTERNATIONAL COMMON STOCK USD 0 | 447,940 | $26.52M | 0.1% | $33.14 | +22.9% | COMMON STOCK | 281020107 |
| CHD | CHURCH & DWIGHT CO INC COMMON STOCK USD 1 | 312,109 | $26.49M | 0.1% | $26.37 | +42.3% | COMMON STOCK | 171340102 |
| ZBH | ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD 0.01 | 258,212 | $26.49M | 0.1% | $85.46 | +5.3% | COMMON STOCK | 98956P102 |
| — | GENESEE & WYOMING INC COMMON STOCK USD 0.01 | 492,049 | $26.42M | 0.1% | $80.10 | — | COMMON STOCK | 371559105 |
| SYY | SYSCO CORP COMMON STOCK USD 1 | 643,713 | $26.39M | 0.1% | $25.85 | +21.8% | COMMON STOCK | 871829107 |
| VTR | VENTAS INC REIT USD 0.25 | 465,472 | $26.27M | 0.1% | $49.84 | -29.9% | EQUITIES - REIT | 92276F100 |
| — | L BRANDS INC COMMON STOCK USD 0.5 | 273,791 | $26.23M | 0.1% | $82.08 | — | COMMON STOCK | 501797104 |
| — | HD SUPPLY HOLDINGS INC COMMON STOCK USD 0.01 | 871,381 | $26.17M | 0.1% | $29.17 | — | COMMON STOCK | 40416M105 |
| — | CERNER CORP COMMON STOCK USD 0.01 | 433,476 | $26.08M | 0.1% | $60.51 | — | COMMON STOCK | 156782104 |
| — | MONSANTO CO COMMON STOCK USD 0.01 | 263,935 | $26M | 0.1% | $101.16 | — | COMMON STOCK | 61166W101 |
| — | FOOT LOCKER INC COMMON STOCK USD 0.01 | 396,161 | $25.79M | 0.1% | $54.35 | — | COMMON STOCK | 344849104 |
| — | ARRIS GROUP INC COMMON STOCK EUR 0.01 | 828,530 | $25.33M | 0.1% | $27.64 | — | COMMON STOCK | 04270V106 |
| TXT | TEXTRON INC COMMON STOCK USD 0.125 | 600,932 | $25.25M | 0.1% | $35.94 | +13.3% | COMMON STOCK | 883203101 |
| WELL | WELLTOWER INC | 370,149 | $25.18M | 0.1% | $44.51 | -0.4% | EQUITIES - REIT | 95040Q104 |
| — | SL GREEN REALTY CORP REIT USD 0.01 | 220,284 | $24.89M | 0.1% | $124.83 | — | EQUITIES - REIT | 78440X101 |
| — | GREAT PLAINS ENERGY INC COMMON STOCK USD 0 | 910,075 | $24.85M | 0.1% | $22.54 | — | COMMON STOCK | 391164100 |
| HRL | HORMEL FOODS CORP COMMON STOCK USD 0.0586 | 313,675 | $24.8M | 0.1% | $24.63 | +13.1% | COMMON STOCK | 440452100 |
| WY | WEYERHAEUSER CO REIT USD 1.25 | 826,198 | $24.77M | 0.1% | $19.31 | +5.4% | EQUITIES - REIT | 962166104 |
| MKTX | MARKETAXESS HOLDINGS INC COMMON STOCK USD 0.003 | 221,856 | $24.76M | 0.1% | $70.33 | +32.2% | COMMON STOCK | 57060D108 |
| AOS | AO SMITH CORP COMMON STOCK USD 1 | 322,778 | $24.73M | 0.1% | $23.46 | +36.2% | COMMON STOCK | 831865209 |
| — | COOPER COS INC/THE COMMON STOCK USD 0.1 | 184,149 | $24.71M | 0.1% | $135.66 | — | COMMON STOCK | 216648402 |
| BK | BANK OF NEW YORK MELLON CORP/THE COMMON STOCK USD | 599,430 | $24.71M | 0.1% | $27.83 | +16.7% | COMMON STOCK | 064058100 |
| — | BAXALTA INC COMMON STOCK USD 0.01 | 632,839 | $24.7M | 0.1% | $36.66 | — | COMMON STOCK | 07177M103 |
| HII | HUNTINGTON INGALLS INDUSTRIES INC COMMON STOCK USD | 194,465 | $24.67M | 0.1% | $74.85 | +34.8% | COMMON STOCK | 446413106 |
| — | CONVERGYS CORP COMMON STOCK USD 0 | 989,722 | $24.63M | 0.1% | $21.79 | — | COMMON STOCK | 212485106 |
| EW | EDWARDS LIFESCIENCES CORP COMMON STOCK USD 1 | 311,422 | $24.6M | 0.1% | $23.85 | +8.9% | COMMON STOCK | 28176E108 |
| JBLU | JETBLUE AIRWAYS CORP COMMON STOCK USD 0.01 | 1,069,378 | $24.22M | 0.1% | $16.00 | +55.7% | COMMON STOCK | 477143101 |
| — | STERICYCLE INC COMMON STOCK USD 0.01 | 199,829 | $24.1M | 0.1% | $113.93 | — | COMMON STOCK | 858912108 |
| — | WESTAR ENERGY INC COMMON STOCK USD 5 | 565,161 | $23.97M | 0.1% | $32.53 | — | COMMON STOCK | 95709T100 |
| — | JARDEN CORP COMMON STOCK USD 0.01 | 416,679 | $23.8M | 0.1% | $47.99 | — | COMMON STOCK | 471109108 |
| SJM | JM SMUCKER CO/THE COMMON STOCK USD 0 | 192,708 | $23.77M | 0.1% | $73.86 | +19.0% | COMMON STOCK | 832696405 |
| HAIN | HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD 0.01 | 588,266 | $23.76M | 0.1% | $47.56 | -4.7% | COMMON STOCK | 405217100 |
| — | E*TRADE FINANCIAL CORP COMMON STOCK USD 0.01 | 792,501 | $23.49M | 0.1% | $27.15 | — | COMMON STOCK | 269246401 |
| — | DUKE REALTY CORP REIT USD 0.01 | 1,115,367 | $23.45M | 0.1% | $15.63 | — | EQUITIES - REIT | 264411505 |
| RSG | REPUBLIC SERVICES INC COMMON STOCK USD 0.01 | 531,965 | $23.4M | 0.1% | $26.46 | +38.5% | COMMON STOCK | 760759100 |
| PSX | PHILLIPS 66 COMMON STOCK USD | 285,188 | $23.33M | 0.1% | $41.78 | +41.4% | COMMON STOCK | 718546104 |
| UTHR | UNITED THERAPEUTICS CORP COMMON STOCK USD 0.01 | 148,924 | $23.32M | 0.1% | $115.27 | +26.3% | COMMON STOCK | 91307C102 |
| TRV | TRAVELERS COS INC/THE COMMON STOCK USD 0 | 202,871 | $22.9M | 0.1% | $69.98 | +27.0% | COMMON STOCK | 89417E109 |
| CMG | CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD 0.01 | 47,548 | $22.82M | 0.1% | $8.23 | +48.6% | COMMON STOCK | 169656105 |
| PSA | PUBLIC STORAGE REIT USD 0.1 | 91,585 | $22.69M | 0.1% | $129.55 | +21.0% | EQUITIES - REIT | 74460D109 |
| SHW | SHERWIN-WILLIAMS CO/THE COMMON STOCK USD 1 | 87,318 | $22.67M | 0.1% | $73.43 | +7.2% | COMMON STOCK | 824348106 |
| — | ASHLAND INC COMMON STOCK USD 0.01 | 220,601 | $22.66M | 0.1% | $107.35 | — | COMMON STOCK | 044209104 |
| ICLR | ICON PLC COMMON STOCK USD 0.06 | 291,552 | $22.65M | 0.1% | $64.97 | +9.9% | COMMON STOCK | G4705A100 |
| FDS | FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD 0.01 | 139,088 | $22.61M | 0.1% | $115.53 | +30.8% | COMMON STOCK | 303075105 |
| — | SBA COMMUNICATIONS CORP COMMON STOCK USD 0.01 | 214,770 | $22.57M | 0.1% | $81.32 | — | COMMON STOCK | 78388J106 |
| TSN | TYSON FOODS INC COMMON STOCK USD 0.1 | 421,888 | $22.5M | 0.1% | $22.66 | +66.2% | COMMON STOCK | 902494103 |
| KRC | KILROY REALTY CORP REIT USD 0.01 | 355,155 | $22.47M | 0.1% | $72.65 | — | EQUITIES - REIT | 49427F108 |
| JLL | JONES LANG LASALLE INC COMMON STOCK USD 0.01 | 140,467 | $22.45M | 0.1% | $106.44 | +45.2% | COMMON STOCK | 48020Q107 |
| — | WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD 0.01 | 262,868 | $22.39M | 0.1% | $76.20 | — | COMMON STOCK | 931427108 |
| RS | RELIANCE STEEL & ALUMINUM CO COMMON STOCK USD 0 | 385,523 | $22.33M | 0.1% | $65.95 | -11.9% | COMMON STOCK | 759509102 |
| GPN | GLOBAL PAYMENTS INC COMMON STOCK USD 0 | 345,147 | $22.27M | 0.1% | $51.46 | +24.6% | COMMON STOCK | 37940X102 |
| — | TIME WARNER CABLE INC COMMON STOCK USD 0.01 | 119,685 | $22.21M | 0.1% | $115.15 | — | COMMON STOCK | 88732J207 |
| DXCM | DEXCOM INC COMMON STOCK USD 0.001 | 270,366 | $22.14M | 0.1% | $9.07 | +129.3% | COMMON STOCK | 252131107 |
| — | CANTEL MEDICAL CORP COMMON STOCK USD 0.1 | 354,010 | $22M | 0.1% | $45.15 | — | COMMON STOCK | 138098108 |
| IDXX | IDEXX LABORATORIES INC COMMON STOCK USD 0.1 | 301,160 | $21.96M | 0.1% | $61.08 | +16.8% | COMMON STOCK | 45168D104 |
| — | DELPHI AUTOMOTIVE PLC COMMON STOCK USD 0.01 | 255,968 | $21.94M | 0.1% | $57.41 | — | COMMON STOCK | G27823106 |
| UHS | UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD | 183,115 | $21.88M | 0.1% | $89.40 | +31.0% | COMMON STOCK | 913903100 |
| — | AETNA INC COMMON STOCK USD 0.01 | 202,278 | $21.87M | 0.1% | $64.56 | — | COMMON STOCK | 00817Y108 |
| ARMK | ARAMARK COMMON STOCK USD 0.01 | 677,918 | $21.86M | 0.1% | $20.16 | +0.1% | COMMON STOCK | 03852U106 |
| AJG | ARTHUR J GALLAGHER & CO COMMON STOCK USD 1 | 524,539 | $21.48M | 0.1% | $35.77 | +0.6% | COMMON STOCK | 363576109 |
| GM | GENERAL MOTORS CO COMMON STOCK USD 0.01 | 627,109 | $21.33M | 0.1% | $24.64 | +12.4% | COMMON STOCK | 37045V100 |
| JBHT | JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD | 290,237 | $21.29M | 0.1% | $66.04 | +3.5% | COMMON STOCK | 445658107 |
| BXP | BOSTON PROPERTIES INC REIT USD 0.01 | 166,898 | $21.29M | 0.1% | $66.36 | +23.7% | EQUITIES - REIT | 101121101 |
| MAA | MID-AMERICA APARTMENT COMMUNITIES INC REIT USD | 234,345 | $21.28M | 0.1% | $55.10 | +11.2% | EQUITIES - REIT | 59522J103 |
| BP | BP PLC ADR USD | 680,733 | $21.28M | 0.1% | $50.79 | — | ADR | 055622104 |
| CHKP | CHECK POINT SOFTWARE TECHNOLOGIES LTD COMMON STOCK | 261,361 | $21.27M | 0.1% | $74.34 | +11.5% | COMMON STOCK | M22465104 |
| — | ALLEGHANY CORP COMMON STOCK USD 1 | 44,059 | $21.06M | 0.1% | $440.04 | — | COMMON STOCK | 017175100 |
| CPT | CAMDEN PROPERTY TRUST REIT USD 0.01 | 273,454 | $20.99M | 0.1% | $42.69 | +20.0% | EQUITIES - REIT | 133131102 |
| — | EI DU PONT DE NEMOURS & CO COMMON STOCK USD 0.3 | 314,867 | $20.97M | 0.1% | $54.83 | — | COMMON STOCK | 263534109 |
| AFG | AMERICAN FINANCIAL GROUP INC/OH COMMON STOCK USD 0 | 290,064 | $20.91M | 0.1% | $27.26 | +24.6% | COMMON STOCK | 025932104 |
| — | BB&T CORP COMMON STOCK USD 5 | 551,732 | $20.86M | 0.1% | $38.45 | — | COMMON STOCK | 054937107 |
| KEYS | KEYSIGHT TECHNOLOGIES INC COMMON STOCK USD | 734,051 | $20.8M | 0.1% | $32.59 | -5.7% | COMMON STOCK | 49338L103 |
| COF | CAPITAL ONE FINANCIAL CORP COMMON STOCK USD 0.01 | 287,841 | $20.78M | 0.1% | $53.20 | +19.9% | COMMON STOCK | 14040H105 |
| HST | HOST HOTELS & RESORTS INC REIT USD 0.01 | 1,352,763 | $20.75M | 0.1% | $13.67 | -19.3% | EQUITIES - REIT | 44107P104 |
| CBOE | CBOE HOLDINGS INC COMMON STOCK USD | 316,454 | $20.54M | 0.1% | $43.02 | +37.9% | COMMON STOCK | 12503M108 |
| — | BANK OF THE OZARKS INC COMMON STOCK USD 0.01 | 414,616 | $20.51M | 0.1% | $38.26 | — | COMMON STOCK | 063904106 |
| VMC | VULCAN MATERIALS CO COMMON STOCK USD 1 | 215,795 | $20.49M | 0.1% | $60.84 | +46.1% | COMMON STOCK | 929160109 |
| CDNS | CADENCE DESIGN SYSTEMS INC COMMON STOCK USD 0.01 | 975,520 | $20.3M | 0.1% | $17.97 | +20.8% | COMMON STOCK | 127387108 |
| LNT | ALLIANT ENERGY CORP COMMON STOCK USD 0.01 | 324,936 | $20.29M | 0.1% | $20.61 | +6.0% | COMMON STOCK | 018802108 |
| EMR | EMERSON ELECTRIC CO COMMON STOCK USD 0.5 | 424,007 | $20.28M | 0.1% | $41.30 | -11.6% | COMMON STOCK | 291011104 |
| HP | HELMERICH & PAYNE INC COMMON STOCK USD 0.1 | 378,495 | $20.27M | 0.1% | $68.22 | -18.9% | COMMON STOCK | 423452101 |
| PII | POLARIS INDUSTRIES INC COMMON STOCK USD 0.01 | 235,786 | $20.27M | 0.1% | $109.16 | -2.9% | COMMON STOCK | 731068102 |
| — | WYNDHAM WORLDWIDE CORP COMMON STOCK USD 0.01 | 277,758 | $20.18M | 0.1% | $67.21 | — | COMMON STOCK | 98310W108 |
| — | DISH NETWORK CORP COMMON STOCK USD 0.01 | 351,835 | $20.12M | 0.1% | $69.48 | — | COMMON STOCK | 25470M109 |
| DOX | AMDOCS LTD COMMON STOCK USD 0.01 | 367,680 | $20.06M | 0.1% | $31.97 | +48.3% | COMMON STOCK | G02602103 |
| — | SKECHERS U.S.A. INC COMMON STOCK USD 0.001 | 663,051 | $20.03M | 0.1% | $39.49 | — | COMMON STOCK | 830566105 |
| HELE | HELEN OF TROY LTD COMMON STOCK USD 0.1 | 212,049 | $19.99M | 0.1% | $76.67 | +30.4% | COMMON STOCK | G4388N106 |
| CF | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD 0.01 | 489,645 | $19.98M | 0.1% | $38.35 | -7.8% | COMMON STOCK | 125269100 |
| HIW | HIGHWOODS PROPERTIES INC REIT USD 0.01 | 457,785 | $19.96M | 0.1% | $35.84 | — | EQUITIES - REIT | 431284108 |
| PGR | PROGRESSIVE CORP/THE COMMON STOCK USD 1 | 626,228 | $19.91M | 0.1% | $17.09 | +37.0% | COMMON STOCK | 743315103 |
| KMB | KIMBERLY-CLARK CORP COMMON STOCK USD 1.25 | 156,402 | $19.91M | 0.1% | $64.71 | +31.3% | COMMON STOCK | 494368103 |
| — | TIME WARNER INC COMMON STOCK USD 0.01 | 307,114 | $19.86M | 0.1% | $61.23 | — | COMMON STOCK | 887317303 |
| SEIC | SEI INVESTMENTS CO COMMON STOCK USD 0.01 | 377,705 | $19.79M | 0.1% | $27.28 | +68.0% | COMMON STOCK | 784117103 |
| CGNX | COGNEX CORP COMMON STOCK USD 0.002 | 585,687 | $19.78M | 0.1% | $16.08 | +2.4% | COMMON STOCK | 192422103 |
| — | CBL & ASSOCIATES PROPERTIES INC REIT USD 0.01 | 1,598,110 | $19.77M | 0.1% | $18.21 | — | EQUITIES - REIT | 124830100 |
| NTRS | NORTHERN TRUST CORP COMMON STOCK USD 1.667 | 273,842 | $19.74M | 0.1% | $41.08 | +33.0% | COMMON STOCK | 665859104 |
| CPRT | COPART INC COMMON STOCK USD 0 | 516,380 | $19.63M | 0.1% | $4.18 | +10.5% | COMMON STOCK | 217204106 |
| YUM | YUM BRANDS INC COMMON STOCK USD 0 | 265,974 | $19.43M | 0.1% | $41.66 | +3.9% | COMMON STOCK | 988498101 |
| VRSN | VERISIGN INC COMMON STOCK USD 0.001 | 220,493 | $19.26M | 0.1% | $65.47 | +26.3% | COMMON STOCK | 92343E102 |
| WSM | WILLIAMS-SONOMA INC COMMON STOCK USD 0.01 | 328,733 | $19.2M | 0.1% | $25.44 | +5.6% | COMMON STOCK | 969904101 |
| — | NOBLE ENERGY INC COMMON STOCK USD 0.01 | 581,817 | $19.16M | 0.1% | $45.52 | — | COMMON STOCK | 655044105 |
| DE | DEERE & CO COMMON STOCK USD 1 | 249,959 | $19.06M | 0.1% | $68.06 | -4.4% | COMMON STOCK | 244199105 |
| ITW | ILLINOIS TOOL WORKS INC COMMON STOCK USD 0.01 | 205,625 | $19.06M | 0.1% | $61.50 | +16.1% | COMMON STOCK | 452308109 |
| ECL | ECOLAB INC COMMON STOCK USD 1 | 166,285 | $19.02M | 0.1% | $78.18 | +34.6% | COMMON STOCK | 278865100 |
| SNPS | SYNOPSYS INC COMMON STOCK USD 0.01 | 416,784 | $19.01M | 0.1% | $38.64 | +25.1% | COMMON STOCK | 871607107 |
| — | DYAX CORP COMMON STOCK USD 0.01 | 505,273 | $19.01M | 0.1% | $30.44 | — | COMMON STOCK | 26746E103 |
| VNO | VORNADO REALTY TRUST REIT USD 0.04 | 189,354 | $18.93M | 0.1% | $93.33 | — | EQUITIES - REIT | 929042109 |
| TECH | BIO-TECHNE CORP COMMON STOCK USD 0.01 | 207,579 | $18.68M | 0.1% | $22.12 | -3.6% | COMMON STOCK | 09073M104 |
| AEO | AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD | 1,202,741 | $18.64M | 0.1% | $12.15 | -2.5% | COMMON STOCK | 02553E106 |
| TJX | TJX COS INC/THE COMMON STOCK USD 1 | 261,994 | $18.58M | 0.1% | $21.92 | +40.9% | COMMON STOCK | 872540109 |
| CLX | CLOROX CO/THE COMMON STOCK USD 1 | 146,429 | $18.57M | 0.1% | $84.71 | +10.1% | COMMON STOCK | 189054109 |
| — | ANNALY CAPITAL MANAGEMENT INC REIT USD 0.01 | 1,979,448 | $18.57M | 0.1% | $11.05 | — | EQUITIES - REIT | 035710409 |
| INCY | INCYTE CORP COMMON STOCK USD 0.001 | 170,616 | $18.5M | 0.1% | $91.91 | +21.4% | COMMON STOCK | 45337C102 |
| BLKB | BLACKBAUD INC COMMON STOCK USD 0.001 | 279,900 | $18.43M | 0.1% | $48.64 | +25.1% | COMMON STOCK | 09227Q100 |
| — | WEINGARTEN REALTY INVESTORS REIT USD 0.03 | 529,487 | $18.31M | 0.1% | $31.82 | — | EQUITIES - REIT | 948741103 |
| CNK | CINEMARK HOLDINGS INC COMMON STOCK USD 0.001 | 547,279 | $18.3M | 0.1% | $26.94 | +8.9% | COMMON STOCK | 17243V102 |
| ADP | AUTOMATIC DATA PROCESSING INC COMMON STOCK USD 0.1 | 215,562 | $18.26M | 0.1% | $53.17 | +30.0% | COMMON STOCK | 053015103 |
| — | VCA INC COMMON STOCK USD 0.001 | 331,756 | $18.25M | 0.1% | $34.94 | — | COMMON STOCK | 918194101 |
| GT | GOODYEAR TIRE & RUBBER CO/THE COMMON STOCK USD 0 | 557,930 | $18.23M | 0.1% | $28.50 | +15.1% | COMMON STOCK | 382550101 |
| MMS | MAXIMUS INC COMMON STOCK USD 0 | 321,495 | $18.08M | 0.1% | $56.02 | +7.6% | COMMON STOCK | 577933104 |
| BDX | BECTON DICKINSON AND CO COMMON STOCK USD 1 | 117,202 | $18.06M | 0.1% | $100.25 | +23.1% | COMMON STOCK | 075887109 |
| TDG | TRANSDIGM GROUP INC COMMON STOCK USD 0.01 | 78,976 | $18.04M | 0.1% | $94.83 | +48.3% | COMMON STOCK | 893641100 |
| FNF | FNF GROUP TRACKING STK USD 0.0001 | 520,218 | $18.04M | 0.1% | $15.62 | +5.8% | COMMON STOCK | 31620R303 |
| GIII | G-III APPAREL GROUP LTD COMMON STOCK USD 0.01 | 406,689 | $18M | 0.1% | $52.14 | -0.3% | COMMON STOCK | 36237H101 |
| POOL | POOL CORP COMMON STOCK USD 0.001 | 222,147 | $17.95M | 0.1% | $63.25 | +12.6% | COMMON STOCK | 73278L105 |
| — | CIT GROUP INC COMMON STOCK USD 0.01 | 451,700 | $17.93M | 0.1% | $46.31 | — | COMMON STOCK | 125581801 |
| GWRE | GUIDEWIRE SOFTWARE INC COMMON STOCK USD 0.0001 | 297,827 | $17.92M | 0.1% | $44.56 | +30.0% | COMMON STOCK | 40171V100 |
| RCL | ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD 0.01 | 175,513 | $17.76M | 0.1% | $51.47 | +64.2% | COMMON STOCK | V7780T103 |
| NEOG | NEOGEN CORP COMMON STOCK USD 0.16 | 313,050 | $17.69M | 0.1% | $18.08 | +12.8% | COMMON STOCK | 640491106 |
| BFH | ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD 0.01 | 63,908 | $17.68M | 0.1% | $186.01 | +5.0% | COMMON STOCK | 018581108 |
| — | BEMIS CO INC COMMON STOCK USD 0.1 | 393,620 | $17.59M | 0.1% | $41.75 | — | COMMON STOCK | 081437105 |
| ROST | ROSS STORES INC COMMON STOCK USD 0.01 | 325,923 | $17.54M | 0.1% | $35.95 | +28.7% | COMMON STOCK | 778296103 |
| — | VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD 1 | 216,952 | $17.53M | 0.1% | $73.67 | — | COMMON STOCK | 92220P105 |
| UNM | UNUM GROUP COMMON STOCK USD 0.1 | 526,427 | $17.52M | 0.1% | $31.82 | +8.4% | COMMON STOCK | 91529Y106 |
| FSLR | FIRST SOLAR INC COMMON STOCK USD 0.001 | 262,654 | $17.33M | 0.1% | $48.54 | +15.5% | COMMON STOCK | 336433107 |
| — | COMPUTER SCIENCES CORP COMMON STOCK USD 1 | 529,942 | $17.32M | 0.1% | $46.56 | — | COMMON STOCK | 205363104 |
| — | FEDERAL REALTY INVESTMENT TRUST REIT USD 0.01 | 118,219 | $17.27M | 0.1% | $103.69 | — | EQUITIES - REIT | 313747206 |
| ZTS | ZOETIS INC COMMON STOCK USD 0.01 | 360,364 | $17.27M | 0.1% | $33.35 | +25.2% | COMMON STOCK | 98978V103 |
| AFL | AFLAC INC COMMON STOCK USD 0.1 | 288,158 | $17.26M | 0.1% | $23.76 | +3.3% | COMMON STOCK | 001055102 |
| — | LAM RESEARCH CORP COMMON STOCK USD 0.001 | 217,176 | $17.25M | 0.1% | $55.62 | — | COMMON STOCK | 512807108 |
| F | FORD MOTOR CO COMMON STOCK USD 0.01 | 1,224,079 | $17.25M | 0.1% | $7.74 | +7.8% | COMMON STOCK | 345370860 |
| SYNA | SYNAPTICS INC COMMON STOCK USD 0.001 | 214,651 | $17.25M | 0.1% | $71.59 | +18.6% | COMMON STOCK | 87157D109 |
| NTCT | NETSCOUT SYSTEMS INC COMMON STOCK USD 0.001 | 557,812 | $17.13M | 0.1% | $35.44 | -3.0% | COMMON STOCK | 64115T104 |
| RGA | REINSURANCE GROUP OF AMERICA INC COMMON STOCK USD | 199,874 | $17.1M | 0.1% | $65.06 | +39.2% | COMMON STOCK | 759351604 |
| — | MAXIM INTEGRATED PRODUCTS INC COMMON STOCK USD | 449,813 | $17.09M | 0.1% | $32.22 | — | COMMON STOCK | 57772K101 |
| OHI | OMEGA HEALTHCARE INVESTORS INC REIT USD 0.1 | 488,036 | $17.07M | 0.1% | $34.42 | — | EQUITIES - REIT | 681936100 |
| PNW | PINNACLE WEST CAPITAL CORP COMMON STOCK USD 0 | 264,647 | $17.06M | 0.1% | $35.05 | +22.1% | COMMON STOCK | 723484101 |
| VOYA | VOYA FINANCIAL INC COMMON STOCK USD 0.01 | 458,427 | $16.92M | 0.1% | $33.79 | +5.0% | COMMON STOCK | 929089100 |
| EAT | BRINKER INTERNATIONAL INC COMMON STOCK USD 0.1 | 352,831 | $16.92M | 0.1% | $37.35 | +8.0% | COMMON STOCK | 109641100 |
| LAMR | LAMAR ADVERTISING CO REIT USD 0.001 | 281,466 | $16.88M | 0.1% | $53.25 | — | EQUITIES - REIT | 512816109 |
| — | ENDURANCE SPECIALTY HOLDINGS LTD COMMON STOCK USD | 263,735 | $16.88M | 0.1% | $58.94 | — | COMMON STOCK | G30397106 |
| REGN | REGENERON PHARMACEUTICALS INC COMMON STOCK USD | 30,988 | $16.82M | 0.1% | $282.27 | +90.9% | COMMON STOCK | 75886F107 |
| UDR | UDR INC REIT USD 0.01 | 447,512 | $16.81M | 0.1% | $15.92 | +57.7% | EQUITIES - REIT | 902653104 |
| NWL | NEWELL RUBBERMAID INC COMMON STOCK USD 1 | 380,162 | $16.76M | 0.1% | $20.97 | +38.7% | COMMON STOCK | 651229106 |
| VRTX | VERTEX PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 132,845 | $16.72M | 0.1% | $75.47 | +60.0% | COMMON STOCK | 92532F100 |
| MAN | MANPOWERGROUP INC COMMON STOCK USD 0.01 | 196,311 | $16.55M | 0.1% | $73.25 | +19.3% | COMMON STOCK | 56418H100 |
| FANG | DIAMONDBACK ENERGY INC COMMON STOCK USD 0.01 | 246,594 | $16.5M | 0.1% | $46.67 | +23.2% | COMMON STOCK | 25278X109 |
| HSY | HERSHEY CO/THE COMMON STOCK USD 1 | 184,560 | $16.48M | 0.1% | $69.50 | +1.3% | COMMON STOCK | 427866108 |
| CSL | CARLISLE COS INC COMMON STOCK USD 1 | 185,288 | $16.43M | 0.1% | $64.10 | +21.4% | COMMON STOCK | 142339100 |
| — | HCP INC REIT USD 1 | 428,941 | $16.4M | 0.1% | $39.30 | — | EQUITIES - REIT | 40414L109 |
| FAST | FASTENAL CO COMMON STOCK USD 0.01 | 401,090 | $16.37M | 0.1% | $8.59 | -12.3% | COMMON STOCK | 311900104 |
| — | BEACON ROOFING SUPPLY INC COMMON STOCK USD 0.01 | 397,498 | $16.37M | 0.1% | $32.48 | — | COMMON STOCK | 073685109 |
| STT | STATE STREET CORP COMMON STOCK USD 1 | 245,095 | $16.27M | 0.1% | $45.44 | +14.2% | COMMON STOCK | 857477103 |
| — | B/E AEROSPACE INC COMMON STOCK USD 0.01 | 380,673 | $16.13M | 0.1% | $64.69 | — | COMMON STOCK | 073302101 |
| TAP | MOLSON COORS BREWING CO COMMON STOCK USD 0.01 | 171,052 | $16.07M | 0.1% | $53.46 | +31.4% | COMMON STOCK | 60871R209 |
| — | MEDIDATA SOLUTIONS INC COMMON STOCK USD 0.01 | 323,974 | $15.97M | 0.1% | $55.26 | — | COMMON STOCK | 58471A105 |
| — | JUNIPER NETWORKS INC COMMON STOCK USD 0.00001 | 577,787 | $15.95M | 0.1% | $25.26 | — | COMMON STOCK | 48203R104 |
| LAD | LITHIA MOTORS INC COMMON STOCK USD 0 | 148,963 | $15.89M | 0.1% | $68.79 | +67.0% | COMMON STOCK | 536797103 |
| OGE | OGE ENERGY CORP COMMON STOCK USD 0.01 | 604,307 | $15.89M | 0.1% | $32.93 | -18.5% | COMMON STOCK | 670837103 |
| MHK | MOHAWK INDUSTRIES INC COMMON STOCK USD 0.01 | 83,692 | $15.85M | 0.1% | $179.05 | +7.2% | COMMON STOCK | 608190104 |
| NTAP | NETAPP INC COMMON STOCK USD 0.001 | 596,831 | $15.83M | 0.1% | $27.75 | -13.1% | COMMON STOCK | 64110D104 |
| PFG | PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD | 348,678 | $15.68M | 0.1% | $27.34 | +22.3% | COMMON STOCK | 74251V102 |
| — | MEDIVATION INC COMMON STOCK USD 0.01 | 324,441 | $15.68M | 0.1% | $58.85 | — | COMMON STOCK | 58501N101 |
| ODFL | OLD DOMINION FREIGHT LINE INC COMMON STOCK USD 0.1 | 265,052 | $15.66M | 0.1% | $16.56 | +20.4% | COMMON STOCK | 679580100 |
| CPB | CAMPBELL SOUP CO COMMON STOCK USD 0.0375 | 297,919 | $15.66M | 0.1% | $35.36 | +5.4% | COMMON STOCK | 134429109 |
| DPZ | DOMINO'S PIZZA INC COMMON STOCK USD 0.01 | 140,583 | $15.64M | 0.1% | $61.38 | +55.8% | COMMON STOCK | 25754A201 |
| SXT | SENSIENT TECHNOLOGIES CORP COMMON STOCK USD 0.1 | 248,103 | $15.59M | 0.1% | $47.26 | +36.5% | COMMON STOCK | 81725T100 |
| — | WESTROCK CO COMMON STOCK USD | 341,429 | $15.58M | 0.1% | $47.49 | — | COMMON STOCK | 96145D105 |
| MAS | MASCO CORP COMMON STOCK USD 1 | 549,938 | $15.56M | 0.1% | $23.02 | +6.4% | COMMON STOCK | 574599106 |
| NOW | SERVICENOW INC COMMON STOCK USD 0.001 | 179,477 | $15.54M | 0.1% | $9.24 | +78.8% | COMMON STOCK | 81762P102 |
| — | WHITEWAVE FOODS CO/THE COMMON STOCK USD 0.01 | 398,806 | $15.52M | 0.1% | $18.39 | — | COMMON STOCK | 966244105 |
| — | FEI CO COMMON STOCK USD 0 | 194,479 | $15.52M | 0.1% | $77.92 | — | COMMON STOCK | 30241L109 |
| — | WP GLIMCHER INC REIT USD 0.0001 | 1,441,894 | $15.3M | 0.1% | $16.42 | — | EQUITIES - REIT | 92939N102 |
| — | TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 | 562,675 | $15.28M | 0.1% | $33.78 | — | COMMON STOCK | 90130A101 |
| HSBC | HSBC HOLDINGS PLC ADR USD | 386,648 | $15.26M | 0.1% | $48.89 | — | ADR | 404280406 |
| CAT | CATERPILLAR INC COMMON STOCK USD 1 | 222,795 | $15.14M | 0.1% | $63.62 | -14.2% | COMMON STOCK | 149123101 |
| DLTR | DOLLAR TREE INC COMMON STOCK USD 0.01 | 195,791 | $15.12M | 0.1% | $66.18 | +5.7% | COMMON STOCK | 256746108 |
| MTN | VAIL RESORTS INC COMMON STOCK USD 0.01 | 118,070 | $15.11M | 0.1% | $96.58 | +21.8% | COMMON STOCK | 91879Q109 |
| — | FLEETCOR TECHNOLOGIES INC COMMON STOCK USD 0.001 | 105,672 | $15.1M | 0.1% | $122.92 | — | COMMON STOCK | 339041105 |
| — | TIFFANY & CO COMMON STOCK USD 0.01 | 197,809 | $15.09M | 0.1% | $98.45 | — | COMMON STOCK | 886547108 |
| — | ORBITAL ATK INC COMMON STOCK USD 0.01 | 168,759 | $15.08M | 0.1% | $79.06 | — | COMMON STOCK | 68557N103 |
| ADM | ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0 | 410,076 | $15.04M | 0.1% | $34.34 | -13.8% | COMMON STOCK | 039483102 |
| — | LIBERTY MEDIA CORP COMMON STOCK USD 0.01 | 393,545 | $14.99M | 0.1% | $38.38 | — | COMMON STOCK | 531229300 |
| — | SANDISK CORP COMMON STOCK USD 0.001 | 196,882 | $14.96M | 0.1% | $76.10 | — | COMMON STOCK | 80004C101 |
| MTD | METTLER-TOLEDO INTERNATIONAL INC COMMON STOCK USD | 43,837 | $14.87M | 0.1% | $215.70 | +48.7% | COMMON STOCK | 592688105 |
| — | LABORATORY CORP OF AMERICA HOLDINGS COMMON STOCK | 120,007 | $14.84M | 0.1% | $106.02 | — | COMMON STOCK | 50540R409 |
| MCHP | MICROCHIP TECHNOLOGY INC COMMON STOCK USD 0.001 | 318,753 | $14.84M | 0.1% | $16.41 | +17.2% | COMMON STOCK | 595017104 |
| DAN | DANA HOLDING CORP COMMON STOCK USD 0.01 | 1,074,852 | $14.83M | 0.1% | $16.58 | -22.8% | COMMON STOCK | 235825205 |
| DUK | DUKE ENERGY CORP COMMON STOCK USD 0.001 | 207,747 | $14.83M | 0.1% | $42.11 | +10.1% | COMMON STOCK | 26441C204 |
| — | MOBILEYE NV COMMON STOCK | 350,436 | $14.82M | 0.1% | $43.36 | — | COMMON STOCK | N51488117 |
| MSI | MOTOROLA SOLUTIONS INC COMMON STOCK USD 0.01 | 216,380 | $14.81M | 0.1% | $49.74 | +19.4% | COMMON STOCK | 620076307 |
| SYF | SYNCHRONY FINANCIAL COMMON STOCK USD 0.001 | 486,698 | $14.8M | 0.1% | $25.00 | 0.0% | COMMON STOCK | 87165B103 |
| TTC | TORO CO/THE COMMON STOCK USD 1 | 201,606 | $14.73M | 0.1% | $34.90 | +7.2% | COMMON STOCK | 891092108 |
| UGI | UGI CORP COMMON STOCK USD 0 | 435,880 | $14.71M | 0.1% | $29.15 | +19.1% | COMMON STOCK | 902681105 |
| — | NATIONAL OILWELL VARCO INC COMMON STOCK USD 0.01 | 438,057 | $14.67M | 0.1% | $55.35 | — | COMMON STOCK | 637071101 |
| — | CAVIUM INC COMMON STOCK USD 0.001 | 223,256 | $14.67M | 0.1% | $49.79 | — | COMMON STOCK | 14964U108 |
| XEL | XCEL ENERGY INC COMMON STOCK USD 2.5 | 408,501 | $14.67M | 0.1% | $20.05 | +29.8% | COMMON STOCK | 98389B100 |
| — | WASTE CONNECTIONS INC COMMON STOCK USD 0.01 | 258,094 | $14.54M | 0.1% | $45.71 | — | COMMON STOCK | 941053100 |
| — | PIONEER NATURAL RESOURCES CO COMMON STOCK USD 0.01 | 115,760 | $14.51M | 0.1% | $149.69 | — | COMMON STOCK | 723787107 |
| — | TABLEAU SOFTWARE INC COMMON STOCK USD 0.0001 | 153,477 | $14.46M | 0.1% | $76.22 | — | COMMON STOCK | 87336U105 |
| NEE | NEXTERA ENERGY INC COMMON STOCK USD 0.01 | 139,134 | $14.46M | 0.1% | $14.50 | +34.4% | COMMON STOCK | 65339F101 |
| RL | RALPH LAUREN CORP COMMON STOCK USD 0.01 | 129,626 | $14.45M | 0.1% | $108.06 | -10.6% | COMMON STOCK | 751212101 |
| — | SVB FINANCIAL GROUP COMMON STOCK USD 0.001 | 121,525 | $14.45M | 0.1% | $89.82 | — | COMMON STOCK | 78486Q101 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWARE INC COMMON STOCK USD | 414,560 | $14.44M | 0.1% | $27.42 | +22.9% | COMMON STOCK | 874054109 |
| — | TESORO CORP COMMON STOCK USD 0.167 | 136,788 | $14.41M | 0.1% | $87.12 | — | COMMON STOCK | 881609101 |
| CNO | CNO FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 754,519 | $14.4M | 0.1% | $12.32 | +26.9% | COMMON STOCK | 12621E103 |
| — | ADT CORP/THE COMMON STOCK USD 0.01 | 436,510 | $14.4M | 0.1% | $34.39 | — | COMMON STOCK | 00101J106 |
| MD | MEDNAX INC COMMON STOCK USD 0.01 | 199,991 | $14.33M | 0.1% | $54.19 | +36.5% | COMMON STOCK | 58502B106 |
| BAX | BAXTER INTERNATIONAL INC COMMON STOCK USD 1 | 375,174 | $14.31M | 0.1% | $32.10 | -3.3% | COMMON STOCK | 071813109 |
| ELS | EQUITY LIFESTYLE PROPERTIES INC REIT USD 0.01 | 214,434 | $14.3M | 0.1% | $55.42 | — | EQUITIES - REIT | 29472R108 |
| — | TOWERS WATSON & CO COMMON STOCK 0.01 | 111,276 | $14.29M | 0.1% | $99.58 | — | COMMON STOCK | 891894107 |
| FBIN | FORTUNE BRANDS HOME & SECURITY INC COMMON STOCK | 255,854 | $14.2M | 0.1% | $28.06 | +39.4% | COMMON STOCK | 34964C106 |
| BCPC | BALCHEM CORP COMMON STOCK USD 0.0667 | 230,745 | $14.03M | 0.1% | $54.28 | +13.0% | COMMON STOCK | 057665200 |
| — | ENVISION HEALTHCARE HOLDINGS INC COMMON STOCK USD | 539,707 | $14.02M | 0.1% | $32.82 | — | COMMON STOCK | 29413U103 |
| BIO | BIO-RAD LABORATORIES INC COMMON STOCK USD 0.0001 | 101,048 | $14.01M | 0.1% | $124.12 | +11.7% | COMMON STOCK | 090572207 |
| OMC | OMNICOM GROUP INC COMMON STOCK USD 0.15 | 184,830 | $13.98M | 0.1% | $41.72 | +24.7% | COMMON STOCK | 681919106 |
| — | CONCHO RESOURCES INC COMMON STOCK USD 0.001 | 149,645 | $13.9M | 0.1% | $105.30 | — | COMMON STOCK | 20605P101 |
| WST | WEST PHARMACEUTICAL SERVICES INC COMMON STOCK USD | 230,688 | $13.89M | 0.1% | $44.19 | +30.8% | COMMON STOCK | 955306105 |
| KMI | KINDER MORGAN INC/DE COMMON STOCK USD 0.01 | 930,667 | $13.89M | 0.1% | $18.69 | -23.6% | COMMON STOCK | 49456B101 |
| BABA | ALIBABA GROUP HOLDING LTD ADR USD 0.000025 | 170,337 | $13.84M | 0.1% | $85.93 | — | ADR | 01609W102 |
| ULTA | ULTA SALON COSMETICS & FRAGRANCE INC COMMON STOCK | 74,565 | $13.79M | 0.1% | $109.36 | +58.0% | COMMON STOCK | 90384S303 |
| CYH | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD 0.01 | 517,488 | $13.73M | 0.1% | $40.46 | -36.2% | COMMON STOCK | 203668108 |
| — | LINKEDIN CORP COMMON STOCK USD 0.0001 | 60,927 | $13.71M | 0.1% | $212.45 | — | COMMON STOCK | 53578A108 |
| WEX | WEX INC COMMON STOCK USD 0.01 | 154,568 | $13.66M | 0.1% | $85.28 | +6.4% | COMMON STOCK | 96208T104 |
| SYK | STRYKER CORP COMMON STOCK USD 0.1 | 146,595 | $13.63M | 0.1% | $59.98 | +42.1% | COMMON STOCK | 863667101 |
| SCI | SERVICE CORP INTERNATIONAL/US COMMON STOCK USD 1 | 523,323 | $13.62M | 0.1% | $19.15 | +42.7% | COMMON STOCK | 817565104 |
| — | TORCHMARK CORP COMMON STOCK USD 1 | 238,148 | $13.61M | 0.1% | $56.96 | — | COMMON STOCK | 891027104 |
| LYV | LIVE NATION ENTERTAINMENT INC COMMON STOCK USD | 552,588 | $13.58M | 0.1% | $21.40 | +19.7% | COMMON STOCK | 538034109 |
| CASY | CASEY'S GENERAL STORES INC COMMON STOCK USD 0 | 112,072 | $13.5M | 0.1% | $70.84 | +49.6% | COMMON STOCK | 147528103 |
| ACIW | ACI WORLDWIDE INC COMMON STOCK USD 0.005 | 630,405 | $13.49M | 0.1% | $20.66 | +11.4% | COMMON STOCK | 004498101 |
| — | CARE CAPITAL PROPERTIES INC REIT USD 0.01 | 440,802 | $13.47M | 0.1% | $31.96 | — | EQUITIES - REIT | 141624106 |
| PRLB | PROTO LABS INC COMMON STOCK USD 0.001 | 211,474 | $13.47M | 0.1% | $68.87 | -6.3% | COMMON STOCK | 743713109 |
| — | TE CONNECTIVITY LTD COMMON STOCK USD 0.57 | 208,438 | $13.47M | 0.1% | $52.94 | — | COMMON STOCK | H84989104 |
| MAC | MACERICH CO/THE REIT USD 0.01 | 166,844 | $13.46M | 0.1% | $65.78 | — | EQUITIES - REIT | 554382101 |
| — | ROYAL DUTCH SHELL PLC ADR USD | 292,655 | $13.4M | 0.1% | $67.08 | — | ADR | 780259206 |
| — | CAMERON INTERNATIONAL CORP COMMON STOCK USD 0.01 | 211,494 | $13.37M | 0.1% | $57.11 | — | COMMON STOCK | 13342B105 |
| — | PRAXAIR INC COMMON STOCK USD 0.01 | 129,543 | $13.27M | 0.1% | $112.00 | — | COMMON STOCK | 74005P104 |
| VC | VISTEON CORP COMMON STOCK USD | 115,600 | $13.24M | 0.1% | $65.24 | 0.0% | COMMON STOCK | 92839U206 |
| WKC | WORLD FUEL SERVICES CORP COMMON STOCK USD 0.01 | 343,700 | $13.22M | 0.1% | $43.07 | -5.0% | COMMON STOCK | 981475106 |
| — | DST SYSTEMS INC COMMON STOCK USD 0.01 | 115,821 | $13.21M | 0.1% | $87.51 | — | COMMON STOCK | 233326107 |
| CNQ | CANADIAN NATURAL RESOURCES LTD COMMON STOCK CAD 0 | 604,967 | $13.21M | 0.1% | $8.62 | -16.1% | COMMON STOCK | 136385101 |
| M | MACY'S INC COMMON STOCK USD 0.01 | 377,344 | $13.2M | 0.1% | $46.73 | -7.3% | COMMON STOCK | 55616P104 |
| — | BUFFALO WILD WINGS INC COMMON STOCK USD 0 | 82,360 | $13.15M | 0.1% | $125.20 | — | COMMON STOCK | 119848109 |
| — | ABIOMED INC COMMON STOCK USD 0.01 | 145,099 | $13.1M | 0.1% | $50.00 | — | COMMON STOCK | 003654100 |
| STZ | CONSTELLATION BRANDS INC COMMON STOCK USD 0.01 | 91,802 | $13.08M | 0.1% | $43.15 | +175.0% | COMMON STOCK | 21036P108 |
| ELV | ANTHEM INC COMMON STOCK USD 0.01 | 93,731 | $13.07M | 0.1% | $105.54 | +13.3% | COMMON STOCK | 036752103 |
| KHC | KRAFT HEINZ CO, CDI COMMON STOCK USD 0.01 | 179,622 | $13.07M | 0.1% | $47.80 | -1.6% | COMMON STOCK | 500754106 |
| MOS | MOSAIC CO/THE COMMON STOCK USD 0.01 | 473,239 | $13.06M | 0.1% | $37.76 | -30.7% | COMMON STOCK | 61945C103 |
| — | BLACKROCK INC COMMON STOCK USD 0.01 | 38,148 | $12.99M | 0.1% | $283.00 | — | COMMON STOCK | 09247X101 |
| CFR | CULLEN/FROST BANKERS INC COMMON STOCK USD 0.01 | 215,134 | $12.91M | 0.1% | $46.06 | +6.9% | COMMON STOCK | 229899109 |
| — | CA INC COMMON STOCK USD 0.1 | 449,912 | $12.85M | 0.1% | $28.59 | — | COMMON STOCK | 12673P105 |
| SO | SOUTHERN CO/THE COMMON STOCK USD 5 | 274,355 | $12.84M | 0.1% | $26.64 | +11.2% | COMMON STOCK | 842587107 |
| DVN | DEVON ENERGY CORP COMMON STOCK USD 0.1 | 399,886 | $12.8M | 0.1% | $38.08 | -25.5% | COMMON STOCK | 25179M103 |
| — | FIRSTMERIT CORP COMMON STOCK USD 0 | 684,014 | $12.76M | 0.1% | $20.08 | — | COMMON STOCK | 337915102 |
| BIDU | BAIDU INC ADR USD 0.00005 | 67,170 | $12.7M | 0.1% | $189.21 | — | ADR | 056752108 |
| ATO | ATMOS ENERGY CORP COMMON STOCK USD 0 | 201,172 | $12.68M | 0.1% | $38.18 | +26.5% | COMMON STOCK | 049560105 |
| — | NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD | 776,947 | $12.68M | 0.1% | $14.23 | — | COMMON STOCK | 649445103 |
| EG | EVEREST RE GROUP LTD COMMON STOCK USD 0.01 | 69,010 | $12.63M | 0.1% | $99.72 | +47.1% | COMMON STOCK | G3223R108 |
| GPK | GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD 0.01 | 979,546 | $12.57M | 0.1% | $12.09 | +11.1% | COMMON STOCK | 388689101 |
| IART | INTEGRA LIFESCIENCES HOLDINGS CORP COMMON STOCK | 184,683 | $12.52M | 0.1% | $26.36 | +18.5% | COMMON STOCK | 457985208 |
| CDP | CORPORATE OFFICE PROPERTIES TRUST REIT USD 0.01 | 571,432 | $12.47M | 0.1% | $28.10 | — | EQUITIES - REIT | 22002T108 |
| FICO | FAIR ISAAC CORP COMMON STOCK USD 0.01 | 132,348 | $12.46M | 0.1% | $57.11 | +59.0% | COMMON STOCK | 303250104 |
| PTC | PTC INC COMMON STOCK USD 0.01 | 357,991 | $12.4M | 0.1% | $29.58 | +18.4% | COMMON STOCK | 69370C100 |
| TFX | TELEFLEX INC COMMON STOCK USD 1 | 94,153 | $12.38M | 0.1% | $81.99 | +49.0% | COMMON STOCK | 879369106 |
| — | LIFEPOINT HEALTH INC COMMON STOCK USD 0.01 | 168,587 | $12.37M | 0.1% | $52.93 | — | COMMON STOCK | 53219L109 |
| DHI | DR HORTON INC COMMON STOCK USD 0.01 | 385,872 | $12.36M | 0.1% | $20.37 | +36.8% | COMMON STOCK | 23331A109 |
| NSC | NORFOLK SOUTHERN CORP COMMON STOCK USD 1 | 146,039 | $12.35M | 0.1% | $62.02 | +11.4% | COMMON STOCK | 655844108 |
| HPQ | HP INC COMMON STOCK USD 0.01 | 1,034,660 | $12.25M | 0.1% | $9.12 | 0.0% | COMMON STOCK | 40434L105 |
| LEA | LEAR CORP COMMON STOCK USD 0.01 | 99,673 | $12.24M | 0.1% | $83.32 | +21.4% | COMMON STOCK | 521865204 |
| MU | MICRON TECHNOLOGY INC COMMON STOCK USD 0.1 | 861,386 | $12.2M | 0.1% | $16.41 | -5.0% | COMMON STOCK | 595112103 |
| TV | GRUPO TELEVISA SAB ADR USD 0 | 446,863 | $12.16M | 0.1% | $26.28 | — | ADR | 40049J206 |
| D | DOMINION RESOURCES INC/VA COMMON STOCK USD 0 | 179,687 | $12.15M | 0.1% | $35.01 | +27.4% | COMMON STOCK | 25746U109 |
| NUE | NUCOR CORP COMMON STOCK USD 0.4 | 301,309 | $12.14M | 0.1% | $33.10 | -2.0% | COMMON STOCK | 670346105 |
| BBY | BEST BUY CO INC COMMON STOCK USD 0.1 | 398,560 | $12.14M | 0.1% | $20.30 | +12.7% | COMMON STOCK | 086516101 |
| — | CDK GLOBAL INC COMMON STOCK USD 0.01 | 255,414 | $12.13M | 0.1% | $35.43 | — | COMMON STOCK | 12508E101 |
| LII | LENNOX INTERNATIONAL INC COMMON STOCK USD 0.01 | 96,907 | $12.1M | 0.1% | $61.71 | +85.1% | COMMON STOCK | 526107107 |
| TDS | TELEPHONE & DATA SYSTEMS INC COMMON STOCK USD 0.01 | 464,430 | $12.02M | 0.1% | $25.92 | +5.3% | COMMON STOCK | 879433829 |
| RMD | RESMED INC COMMON STOCK USD 0.004 | 223,956 | $12.02M | 0.1% | $40.36 | +23.8% | COMMON STOCK | 761152107 |
| — | YAHOO INC COMMON STOCK USD 0.001 | 361,466 | $12.02M | 0.1% | $29.33 | — | COMMON STOCK | 984332106 |
| — | TYCO INTERNATIONAL PLC COMMON STOCK USD 0.5 | 376,757 | $12.02M | 0.1% | $42.23 | — | COMMON STOCK | G91442106 |
| OC | OWENS CORNING COMMON STOCK USD 0.001 | 254,935 | $11.99M | 0.1% | $42.45 | +8.1% | COMMON STOCK | 690742101 |
| — | IHS INC COMMON STOCK USD 0.01 | 100,989 | $11.96M | 0.1% | $116.70 | — | COMMON STOCK | 451734107 |
| BDN | BRANDYWINE REALTY TRUST REIT USD 0.01 | 874,533 | $11.95M | 0.1% | $15.15 | — | EQUITIES - REIT | 105368203 |
| — | SPIRIT AEROSYSTEMS HOLDINGS INC COMMON STOCK USD | 237,800 | $11.91M | 0.1% | $50.07 | — | COMMON STOCK | 848574109 |
| RYAAY | RYANAIR HOLDINGS PLC ADR USD | 137,499 | $11.89M | 0.1% | $86.46 | — | ADR | 783513203 |
| AZN | ASTRAZENECA PLC ADR USD | 349,670 | $11.87M | 0.1% | $55.49 | — | ADR | 046353108 |
| POR | PORTLAND GENERAL ELECTRIC CO COMMON STOCK USD 0 | 326,286 | $11.87M | 0.1% | $23.37 | +8.6% | COMMON STOCK | 736508847 |
| — | OUTFRONT MEDIA INC REIT USD 0.01 | 540,128 | $11.79M | 0.1% | $29.59 | — | EQUITIES - REIT | 69007J106 |
| NCLH | NORWEGIAN CRUISE LINE HOLDINGS LTD COMMON STOCK | 200,558 | $11.75M | 0.1% | $49.74 | +18.3% | COMMON STOCK | G66721104 |
| DTE | DTE ENERGY CO COMMON STOCK USD 0 | 146,454 | $11.74M | 0.1% | $45.59 | +7.7% | COMMON STOCK | 233331107 |
| WERN | WERNER ENTERPRISES INC COMMON STOCK USD 0.01 | 500,686 | $11.71M | 0.1% | $24.06 | +7.8% | COMMON STOCK | 950755108 |
| CTRA | CABOT OIL & GAS CORP COMMON STOCK USD 0.1 | 661,735 | $11.71M | 0.1% | $20.61 | -29.3% | COMMON STOCK | 127097103 |
| RPM | RPM INTERNATIONAL INC COMMON STOCK USD 0.01 | 265,417 | $11.69M | 0.1% | $34.66 | +29.9% | COMMON STOCK | 749685103 |
| — | CHUBB CORP/THE COMMON STOCK EUR 1 | 88,023 | $11.68M | 0.1% | $85.45 | — | COMMON STOCK | 171232101 |
| — | ZAYO GROUP HOLDINGS INC COMMON STOCK USD 0.001 | 437,100 | $11.62M | 0.0% | $25.82 | — | COMMON STOCK | 98919V105 |
| HPE | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD | 761,375 | $11.57M | 0.0% | $6.50 | 0.0% | COMMON STOCK | 42824C109 |
| TER | TERADYNE INC COMMON STOCK USD 0.125 | 559,351 | $11.56M | 0.0% | $15.53 | +20.3% | COMMON STOCK | 880770102 |
| — | ASPEN TECHNOLOGY INC COMMON STOCK USD 0.1 | 305,607 | $11.54M | 0.0% | $45.90 | — | COMMON STOCK | 045327103 |
| — | REYNOLDS AMERICAN INC COMMON STOCK USD 0.0001 | 249,798 | $11.53M | 0.0% | $53.09 | — | COMMON STOCK | 761713106 |
| FIS | FIDELITY NATIONAL INFORMATION SERVICES INC COMMON | 189,834 | $11.5M | 0.0% | $39.81 | +39.4% | COMMON STOCK | 31620M106 |
| — | SUNTRUST BANKS INC COMMON STOCK USD 1 | 267,726 | $11.47M | 0.0% | $33.39 | — | COMMON STOCK | 867914103 |
| — | JOHNSON CONTROLS INC COMMON STOCK USD 0.01388 | 289,500 | $11.43M | 0.0% | $42.56 | — | COMMON STOCK | 478366107 |
| WBS | WEBSTER FINANCIAL CORP COMMON STOCK USD 0.01 | 305,902 | $11.38M | 0.0% | $26.72 | +41.8% | COMMON STOCK | 947890109 |
| IDA | IDACORP INC COMMON STOCK USD 0 | 167,275 | $11.38M | 0.0% | $48.73 | +38.2% | COMMON STOCK | 451107106 |
| NXPI | NXP SEMICONDUCTORS NV COMMON STOCK USD | 134,395 | $11.32M | 0.0% | $42.82 | +77.6% | COMMON STOCK | N6596X109 |
| — | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD 0.01 | 111,175 | $11.32M | 0.0% | $95.76 | — | COMMON STOCK | 84763R101 |
| EPAM | EPAM SYSTEMS INC COMMON STOCK USD 0.001 | 143,784 | $11.3M | 0.0% | $56.10 | +39.1% | COMMON STOCK | 29414B104 |
| L | LOEWS CORP COMMON STOCK USD 0.01 | 293,556 | $11.27M | 0.0% | $41.81 | -15.1% | COMMON STOCK | 540424108 |
| MPWR | MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD | 175,688 | $11.19M | 0.0% | $26.34 | +116.0% | COMMON STOCK | 609839105 |
| ARE | ALEXANDRIA REAL ESTATE EQUITIES INC REIT USD 0.01 | 123,373 | $11.15M | 0.0% | $49.70 | +27.0% | EQUITIES - REIT | 015271109 |
| — | WELLCARE HEALTH PLANS INC COMMON STOCK USD 0.01 | 142,391 | $11.14M | 0.0% | $59.22 | — | COMMON STOCK | 94946T106 |
| MKL | MARKEL CORP COMMON STOCK USD 0 | 12,600 | $11.13M | 0.0% | $870.15 | 0.0% | COMMON STOCK | 570535104 |
| — | AMSURG CORP COMMON STOCK USD 0 | 146,322 | $11.12M | 0.0% | $62.23 | — | COMMON STOCK | 03232P405 |
| LPX | LOUISIANA-PACIFIC CORP COMMON STOCK USD 1 | 613,823 | $11.05M | 0.0% | $17.53 | -1.2% | COMMON STOCK | 546347105 |
| REG | REGENCY CENTERS CORP REIT USD 0.01 | 161,871 | $11.03M | 0.0% | $33.31 | +35.5% | EQUITIES - REIT | 758849103 |
| EFX | EQUIFAX INC COMMON STOCK USD 1.25 | 98,983 | $11.02M | 0.0% | $74.68 | +31.4% | COMMON STOCK | 294429105 |
| ALB | ALBEMARLE CORP COMMON STOCK USD 0.01 | 195,880 | $10.97M | 0.0% | $53.49 | -16.5% | COMMON STOCK | 012653101 |
| FAF | FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD | 305,351 | $10.96M | 0.0% | $17.49 | +56.5% | COMMON STOCK | 31847R102 |
| EMN | EASTMAN CHEMICAL CO COMMON STOCK USD 0.01 | 161,995 | $10.94M | 0.0% | $52.69 | -4.5% | COMMON STOCK | 277432100 |
| — | QUESTAR CORP COMMON STOCK USD 0 | 560,544 | $10.92M | 0.0% | $24.07 | — | COMMON STOCK | 748356102 |
| — | CIMAREX ENERGY CO COMMON STOCK USD 0.01 | 122,041 | $10.91M | 0.0% | $90.02 | — | COMMON STOCK | 171798101 |
| ES | EVERSOURCE ENERGY COMMON STOCK USD 5 | 213,185 | $10.89M | 0.0% | $36.00 | -0.3% | COMMON STOCK | 30040W108 |
| SON | SONOCO PRODUCTS CO COMMON STOCK USD 0 | 264,283 | $10.8M | 0.0% | $25.01 | +18.6% | COMMON STOCK | 835495102 |
| EQT | EQT CORP COMMON STOCK USD 0 | 206,476 | $10.76M | 0.0% | $35.56 | -13.2% | COMMON STOCK | 26884L109 |
| MNRO | MONRO MUFFLER BRAKE INC COMMON STOCK USD 0.01 | 162,098 | $10.73M | 0.0% | $57.10 | +24.6% | COMMON STOCK | 610236101 |
| — | HESS CORP COMMON STOCK USD 1 | 220,596 | $10.69M | 0.0% | $73.01 | — | COMMON STOCK | 42809H107 |
| CBSH | COMMERCE BANCSHARES INC/MO COMMON STOCK USD 5 | 251,346 | $10.69M | 0.0% | $22.04 | +25.2% | COMMON STOCK | 200525103 |
| — | MARKIT LTD COMMON STOCK USD 0.01 | 353,472 | $10.66M | 0.0% | $24.86 | — | COMMON STOCK | G58249106 |
| — | INTEGRATED DEVICE TECHNOLOGY INC COMMON STOCK USD | 402,839 | $10.62M | 0.0% | $10.12 | — | COMMON STOCK | 458118106 |
| HIG | HARTFORD FINANCIAL SERVICES GROUP INC/THE COMMON | 244,014 | $10.61M | 0.0% | $23.76 | +55.3% | COMMON STOCK | 416515104 |
| JBL | JABIL CIRCUIT INC COMMON STOCK USD 0.001 | 454,888 | $10.59M | 0.0% | $19.34 | +13.5% | COMMON STOCK | 466313103 |
| DOV | DOVER CORP COMMON STOCK USD 1 | 172,665 | $10.59M | 0.0% | $48.47 | -12.2% | COMMON STOCK | 260003108 |
| PAYC | PAYCOM SOFTWARE INC COMMON STOCK USD 0.01 | 280,763 | $10.56M | 0.0% | $36.07 | +8.9% | COMMON STOCK | 70432V102 |
| TXNM | PNM RESOURCES INC COMMON STOCK USD 0 | 345,568 | $10.56M | 0.0% | $23.92 | +19.8% | COMMON STOCK | 69349H107 |
| ACHC | ACADIA HEALTHCARE CO INC COMMON STOCK USD 0.01 | 169,074 | $10.56M | 0.0% | $42.65 | +52.8% | COMMON STOCK | 00404A109 |
| — | CORRECTIONS CORP OF AMERICA REIT USD 0.01 | 397,543 | $10.53M | 0.0% | $39.48 | — | EQUITIES - REIT | 22025Y407 |
| BKD | BROOKDALE SENIOR LIVING INC COMMON STOCK USD 0.01 | 569,050 | $10.51M | 0.0% | $21.54 | 0.0% | COMMON STOCK | 112463104 |
| — | NUVASIVE INC COMMON STOCK USD 0.001 | 194,006 | $10.5M | 0.0% | $39.62 | — | COMMON STOCK | 670704105 |
| MUR | MURPHY OIL CORP COMMON STOCK USD 1 | 467,365 | $10.49M | 0.0% | $30.05 | -38.8% | COMMON STOCK | 626717102 |
| ALGT | ALLEGIANT TRAVEL CO COMMON STOCK USD 0.001 | 62,497 | $10.49M | 0.0% | $114.57 | +48.6% | COMMON STOCK | 01748X102 |
| WWD | WOODWARD INC COMMON STOCK USD 0.00292 | 210,977 | $10.48M | 0.0% | $36.02 | +22.4% | COMMON STOCK | 980745103 |
| — | NIELSEN HOLDINGS PLC COMMON STOCK USD 0.07 | 224,007 | $10.44M | 0.0% | $44.47 | — | COMMON STOCK | G6518L108 |
| AVT | AVNET INC COMMON STOCK USD 1 | 243,341 | $10.43M | 0.0% | $34.32 | +4.2% | COMMON STOCK | 053807103 |
| TMUS | T-MOBILE US INC COMMON STOCK USD 0.0001 | 265,800 | $10.4M | 0.0% | $32.61 | +14.5% | COMMON STOCK | 872590104 |
| — | WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD | 1,236,023 | $10.37M | 0.0% | $11.52 | — | COMMON STOCK | G48833100 |
| EL | ESTEE LAUDER COS INC/THE COMMON STOCK USD 0.01 | 117,570 | $10.35M | 0.0% | $62.81 | +19.1% | COMMON STOCK | 518439104 |
| PLAY | DAVE & BUSTER'S ENTERTAINMENT INC COMMON STOCK USD | 247,875 | $10.35M | 0.0% | $30.94 | +26.4% | COMMON STOCK | 238337109 |
| — | TOTAL SYSTEM SERVICES INC COMMON STOCK USD 0.1 | 206,161 | $10.27M | 0.0% | $29.24 | — | COMMON STOCK | 891906109 |
| — | ENERGEN CORP COMMON STOCK USD 0.01 | 250,043 | $10.25M | 0.0% | $54.79 | — | COMMON STOCK | 29265N108 |
| LDOS | LEIDOS HOLDINGS INC COMMON STOCK USD 0.0001 | 181,642 | $10.22M | 0.0% | $26.90 | +21.6% | COMMON STOCK | 525327102 |
| LVS | LAS VEGAS SANDS CORP COMMON STOCK USD 0.001 | 232,538 | $10.19M | 0.0% | $41.14 | -16.0% | COMMON STOCK | 517834107 |
| SRE | SEMPRA ENERGY COMMON STOCK USD 0 | 108,175 | $10.17M | 0.0% | $28.92 | +23.9% | COMMON STOCK | 816851109 |
| SHO | SUNSTONE HOTEL INVESTORS INC REIT USD 0.01 | 814,180 | $10.17M | 0.0% | $13.34 | — | EQUITIES - REIT | 867892101 |
| AME | AMETEK INC COMMON STOCK USD 0.01 | 188,902 | $10.12M | 0.0% | $48.56 | +5.5% | COMMON STOCK | 031100100 |
| EPR | EPR PROPERTIES REIT USD 0.01 | 171,653 | $10.03M | 0.0% | $59.84 | — | EQUITIES - REIT | 26884U109 |
| — | SPLUNK INC COMMON STOCK USD 0.001 | 170,100 | $10M | 0.0% | $60.95 | — | COMMON STOCK | 848637104 |
| JKHY | JACK HENRY & ASSOCIATES INC COMMON STOCK USD 0.01 | 128,109 | $10M | 0.0% | $39.78 | +70.9% | COMMON STOCK | 426281101 |
| CMS | CMS ENERGY CORP COMMON STOCK USD 0.01 | 277,048 | $9.996M | 0.0% | $22.87 | +15.5% | COMMON STOCK | 125896100 |
| — | CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD 0.01 | 1,018,211 | $9.989M | 0.0% | $12.51 | — | COMMON STOCK | 232806109 |
| — | CBS CORP COMMON STOCK USD 0.001 | 211,516 | $9.969M | 0.0% | $57.52 | — | COMMON STOCK | 124857202 |
| NVDA | NVIDIA CORP COMMON STOCK USD 0.001 | 302,316 | $9.964M | 0.0% | $0.36 | +103.1% | COMMON STOCK | 67066G104 |
| — | CENTURYLINK INC COMMON STOCK USD 1 | 395,422 | $9.949M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| ALLE | ALLEGION PLC COMMON STOCK USD 0.01 | 150,772 | $9.939M | 0.0% | $43.99 | +29.9% | COMMON STOCK | G0176J109 |
| — | VIACOM INC COMMON STOCK USD 0.001 | 240,732 | $9.909M | 0.0% | $67.43 | — | COMMON STOCK | 92553P201 |
| AES | AES TIETE ENERGIA SA COMMON STOCK USD 0.01 | 1,032,397 | $9.88M | 0.0% | $8.22 | -16.4% | COMMON STOCK | 00130H105 |
| GHC | GRAHAM HOLDINGS CO COMMON STOCK USD 1 | 20,268 | $9.829M | 0.0% | $503.07 | -2.3% | COMMON STOCK | 384637104 |
| TOL | TOLL BROTHERS INC COMMON STOCK USD 0.01 | 295,087 | $9.826M | 0.0% | $34.40 | +3.7% | COMMON STOCK | 889478103 |
| DGX | QUEST DIAGNOSTICS INC COMMON STOCK USD 0.01 | 137,974 | $9.815M | 0.0% | $48.95 | +12.3% | COMMON STOCK | 74834L100 |
| POST | POST HOLDINGS INC COMMON STOCK USD 0.01 | 159,039 | $9.813M | 0.0% | $31.09 | +33.1% | COMMON STOCK | 737446104 |
| — | QUINTILES TRANSNATIONAL HOLDINGS INC COMMON STOCK | 142,845 | $9.808M | 0.0% | $71.47 | — | COMMON STOCK | 74876Y101 |
| — | REALOGY HOLDINGS CORP COMMON STOCK USD 0.01 | 267,341 | $9.803M | 0.0% | $42.01 | — | COMMON STOCK | 75605Y106 |
| PAYX | PAYCHEX INC COMMON STOCK USD 0.01 | 184,781 | $9.773M | 0.0% | $30.86 | +24.9% | COMMON STOCK | 704326107 |
| — | FMC TECHNOLOGIES INC COMMON STOCK USD 0.01 | 335,910 | $9.745M | 0.0% | $34.83 | — | COMMON STOCK | 30249U101 |
| — | CST BRANDS INC COMMON STOCK USD 0.01 | 248,853 | $9.74M | 0.0% | $38.17 | — | COMMON STOCK | 12646R105 |
| — | SOVRAN SELF STORAGE INC REIT USD 0.01 | 90,756 | $9.739M | 0.0% | $94.32 | — | EQUITIES - REIT | 84610H108 |
| DCI | DONALDSON CO INC COMMON STOCK USD 5 | 339,599 | $9.733M | 0.0% | $29.28 | -15.0% | COMMON STOCK | 257651109 |
| — | VALSPAR CORP/THE COMMON STOCK USD 0.5 | 117,156 | $9.718M | 0.0% | $64.67 | — | COMMON STOCK | 920355104 |
| FTNT | FORTINET INC COMMON STOCK USD 0.001 | 311,603 | $9.713M | 0.0% | $5.20 | +38.0% | COMMON STOCK | 34959E109 |
| NVR | NVR INC COMMON STOCK USD 0.01 | 5,896 | $9.687M | 0.0% | $993.91 | +64.7% | COMMON STOCK | 62944T105 |
| CBT | CABOT CORP COMMON STOCK USD 1 | 236,746 | $9.678M | 0.0% | $30.58 | +1.1% | COMMON STOCK | 127055101 |
| — | NORDSTROM INC COMMON STOCK USD 0 | 193,723 | $9.649M | 0.0% | $61.05 | — | COMMON STOCK | 655664100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP COMMON STOCK USD 0.01 | 138,494 | $9.646M | 0.0% | $56.83 | +31.9% | COMMON STOCK | 989207105 |
| — | PRECISION CASTPARTS CORP COMMON STOCK USD 0 | 41,501 | $9.629M | 0.0% | $229.80 | — | COMMON STOCK | 740189105 |
| — | COACH INC COMMON STOCK USD 0.01 | 293,772 | $9.615M | 0.0% | $42.41 | — | COMMON STOCK | 189754104 |
| CMI | CUMMINS INC COMMON STOCK USD 2.5 | 109,215 | $9.612M | 0.0% | $81.24 | -6.7% | COMMON STOCK | 231021106 |
| TDY | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD 0.01 | 108,124 | $9.591M | 0.0% | $89.91 | -1.3% | COMMON STOCK | 879360105 |
| — | UMPQUA HOLDINGS CORP COMMON STOCK USD 0 | 601,972 | $9.571M | 0.0% | $17.15 | — | COMMON STOCK | 904214103 |
| AMCX | AMC NETWORKS INC COMMON STOCK USD | 127,909 | $9.552M | 0.0% | $64.58 | +18.9% | COMMON STOCK | 00164V103 |
| — | SYMANTEC CORP COMMON STOCK USD 0.01 | 454,326 | $9.541M | 0.0% | $23.51 | — | COMMON STOCK | 871503108 |
| EPC | EDGEWELL PERSONAL CARE CO COMMON STOCK USD 0.01 | 121,189 | $9.498M | 0.0% | $80.89 | -8.6% | COMMON STOCK | 28035Q102 |
| EQIX | EQUINIX INC REIT USD 0.001 | 31,396 | $9.494M | 0.0% | $178.91 | +33.7% | EQUITIES - REIT | 29444U700 |
| — | DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01 | 374,967 | $9.457M | 0.0% | $29.19 | — | COMMON STOCK | 25470F302 |
| ANF | ABERCROMBIE & FITCH CO COMMON STOCK USD 0.01 | 349,943 | $9.448M | 0.0% | $26.82 | -29.2% | COMMON STOCK | 002896207 |
| — | VALIDUS HOLDINGS LTD COMMON STOCK USD 0.175 | 204,090 | $9.447M | 0.0% | $36.12 | — | COMMON STOCK | G9319H102 |
| BOH | BANK OF HAWAII CORP COMMON STOCK USD 0.01 | 149,800 | $9.422M | 0.0% | $38.11 | +19.3% | COMMON STOCK | 062540109 |
| FFIV | F5 NETWORKS INC COMMON STOCK USD 0 | 97,108 | $9.416M | 0.0% | $94.04 | +15.0% | COMMON STOCK | 315616102 |
| HCSG | HEALTHCARE SERVICES GROUP INC COMMON STOCK USD | 267,933 | $9.343M | 0.0% | $27.16 | +33.9% | COMMON STOCK | 421906108 |
| — | HUDSON PACIFIC PROPERTIES INC REIT USD 0.01 | 331,397 | $9.326M | 0.0% | $27.84 | — | EQUITIES - REIT | 444097109 |
| TCBI | TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 | 188,449 | $9.313M | 0.0% | $47.29 | +15.3% | COMMON STOCK | 88224Q107 |
| CME | CME GROUP INC/IL COMMON STOCK USD 0.01 | 102,092 | $9.25M | 0.0% | $41.16 | +53.0% | COMMON STOCK | 12572Q105 |
| FULT | FULTON FINANCIAL CORP COMMON STOCK USD 2.5 | 706,771 | $9.195M | 0.0% | $7.79 | +17.4% | COMMON STOCK | 360271100 |
| — | FIRST DATA CORP COMMON STOCK USD 0.01 | 572,724 | $9.175M | 0.0% | $16.02 | — | COMMON STOCK | 32008D106 |
| — | INTERPUBLIC GROUP OF COS INC/THE COMMON STOCK USD | 394,063 | $9.174M | 0.0% | $12.93 | +19.0% | COMMON STOCK | 460690100 |
| — | ROYAL DUTCH SHELL PLC ADR USD | 199,175 | $9.17M | 0.0% | $63.03 | — | ADR | 780259107 |
| THRM | GENTHERM INC COMMON STOCK USD 0 | 192,423 | $9.121M | 0.0% | $41.04 | +16.8% | COMMON STOCK | 37253A103 |
| RARE | ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD | 81,305 | $9.121M | 0.0% | $62.06 | +61.1% | COMMON STOCK | 90400D108 |
| — | ST JUDE MEDICAL INC COMMON STOCK USD 0.1 | 147,370 | $9.103M | 0.0% | $48.83 | — | COMMON STOCK | 790849103 |
| GLW | CORNING INC COMMON STOCK USD 0.5 | 497,304 | $9.091M | 0.0% | $10.49 | +32.1% | COMMON STOCK | 219350105 |
| HUBB | HUBBELL INC COMMON STOCK USD 0.01 | 89,837 | $9.077M | 0.0% | $76.44 | 0.0% | COMMON STOCK | 443510607 |
| AEE | AMEREN CORP COMMON STOCK USD 0.01 | 209,825 | $9.071M | 0.0% | $28.74 | +11.7% | COMMON STOCK | 023608102 |
| SNA | SNAP-ON INC COMMON STOCK USD 1 | 52,783 | $9.049M | 0.0% | $97.14 | +34.8% | COMMON STOCK | 833034101 |
| — | INGRAM MICRO INC COMMON STOCK USD 0.01 | 297,096 | $9.026M | 0.0% | $20.13 | — | COMMON STOCK | 457153104 |
| — | AMERICAN CAMPUS COMMUNITIES INC REIT USD 0.01 | 217,885 | $9.007M | 0.0% | $38.44 | — | EQUITIES - REIT | 024835100 |
| WAL | WESTERN ALLIANCE BANCORP COMMON STOCK USD 0.0001 | 250,312 | $8.976M | 0.0% | $19.73 | +58.7% | COMMON STOCK | 957638109 |
| KLAC | KLA-TENCOR CORP COMMON STOCK USD 0.001 | 129,263 | $8.964M | 0.0% | $36.22 | +47.4% | COMMON STOCK | 482480100 |
| — | BAKER HUGHES INC COMMON STOCK USD 1 | 193,293 | $8.92M | 0.0% | $74.25 | — | COMMON STOCK | 057224107 |
| CW | CURTISS-WRIGHT CORP COMMON STOCK USD 1 | 129,784 | $8.89M | 0.0% | $43.82 | +47.9% | COMMON STOCK | 231561101 |
| AAP | ADVANCE AUTO PARTS INC COMMON STOCK USD 0.0001 | 58,962 | $8.874M | 0.0% | $103.55 | +46.8% | COMMON STOCK | 00751Y106 |
| ARW | ARROW ELECTRONICS INC COMMON STOCK USD 1 | 163,383 | $8.852M | 0.0% | $58.26 | -2.2% | COMMON STOCK | 042735100 |
| BRO | BROWN & BROWN INC COMMON STOCK USD 0.1 | 275,590 | $8.846M | 0.0% | $14.10 | +3.6% | COMMON STOCK | 115236101 |
| — | FOREST CITY ENTERPRISES INC COMMON STOCK EUR 0.333 | 402,991 | $8.838M | 0.0% | $20.26 | — | COMMON STOCK | 345550107 |
| — | WGL HOLDINGS INC COMMON STOCK USD 0 | 139,846 | $8.809M | 0.0% | $42.61 | — | COMMON STOCK | 92924F106 |
| RNR | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD 1 | 77,761 | $8.802M | 0.0% | $94.96 | +16.5% | COMMON STOCK | G7496G103 |
| LIVN | LIVANOVA PLC COMMON STOCK USD 1 | 147,832 | $8.777M | 0.0% | $60.69 | 0.0% | COMMON STOCK | G5509L101 |
| — | STANCORP FINANCIAL GROUP INC COMMON STOCK USD 0 | 77,014 | $8.77M | 0.0% | $49.41 | — | COMMON STOCK | 852891100 |
| — | OWENS-ILLINOIS INC COMMON STOCK USD 0.01 | 502,104 | $8.747M | 0.0% | $26.32 | — | COMMON STOCK | 690768403 |
| NNN | NATIONAL RETAIL PROPERTIES INC REIT USD 0.01 | 218,176 | $8.738M | 0.0% | $34.60 | — | EQUITIES - REIT | 637417106 |
| — | LEVEL 3 COMMUNICATIONS INC COMMON STOCK USD 0.01 | 160,733 | $8.737M | 0.0% | $47.12 | — | COMMON STOCK | 52729N308 |
| MRSH | MARSH & MCLENNAN COS INC COMMON STOCK USD 1 | 157,462 | $8.731M | 0.0% | $40.54 | +14.5% | COMMON STOCK | 571748102 |
| — | CHARTER COMMUNICATIONS INC COMMON STOCK USD | 47,609 | $8.717M | 0.0% | $177.61 | — | COMMON STOCK | 16117M305 |
| CCI | CROWN CASTLE INTERNATIONAL CORP REIT USD 0.01 | 100,488 | $8.687M | 0.0% | $54.13 | +2.7% | EQUITIES - REIT | 22822V101 |
| ILMN | ILLUMINA INC COMMON STOCK USD 0.01 | 45,196 | $8.675M | 0.0% | $106.41 | +51.7% | COMMON STOCK | 452327109 |
| A | AGILENT TECHNOLOGIES INC COMMON STOCK USD 0.01 | 207,148 | $8.661M | 0.0% | $30.22 | +18.1% | COMMON STOCK | 00846U101 |
| VYX | NCR CORP COMMON STOCK USD 0.01 | 354,028 | $8.66M | 0.0% | $18.58 | -14.3% | COMMON STOCK | 62886E108 |
| ADI | ANALOG DEVICES INC COMMON STOCK USD 0.167 | 156,529 | $8.659M | 0.0% | $46.61 | +3.2% | COMMON STOCK | 032654105 |
| — | COLUMBIA PROPERTY TRUST INC REIT USD 0.01 | 368,480 | $8.652M | 0.0% | $25.56 | — | EQUITIES - REIT | 198287203 |
| WRB | WR BERKLEY CORP COMMON STOCK USD 0.2 | 158,011 | $8.651M | 0.0% | $9.99 | +29.9% | COMMON STOCK | 084423102 |
| — | MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD | 980,000 | $8.644M | 0.0% | $12.16 | — | COMMON STOCK | G5876H105 |
| TRMB | TRIMBLE NAVIGATION LTD COMMON STOCK USD 0 | 401,441 | $8.611M | 0.0% | $27.47 | -24.4% | COMMON STOCK | 896239100 |
| PANW | PALO ALTO NETWORKS INC COMMON STOCK USD 0.0001 | 48,823 | $8.6M | 0.0% | $18.49 | +56.1% | COMMON STOCK | 697435105 |
| CAL | CALERES INC COMMON STOCK USD 0.01 | 320,399 | $8.593M | 0.0% | $26.98 | -6.4% | COMMON STOCK | 129500104 |
| EXPD | EXPEDITORS INTERNATIONAL OF WASHINGTON INC COMMON | 189,517 | $8.547M | 0.0% | $39.18 | +8.6% | COMMON STOCK | 302130109 |
| SEE | SEALED AIR CORP COMMON STOCK USD 0.1 | 191,588 | $8.545M | 0.0% | $18.92 | +106.1% | COMMON STOCK | 81211K100 |
| — | MARATHON OIL CORP COMMON STOCK USD 1 | 677,818 | $8.534M | 0.0% | $20.81 | — | COMMON STOCK | 565849106 |
| — | TREEHOUSE FOODS INC COMMON STOCK USD 0.01 | 108,517 | $8.514M | 0.0% | $76.87 | — | COMMON STOCK | 89469A104 |
| — | QEP RESOURCES INC COMMON STOCK USD 0.01 | 635,201 | $8.512M | 0.0% | $27.05 | — | COMMON STOCK | 74733V100 |
| WAT | WATERS CORP COMMON STOCK USD 0.01 | 63,053 | $8.486M | 0.0% | $114.50 | +12.2% | COMMON STOCK | 941848103 |
| — | HEALTH NET INC/CA COMMON STOCK USD 0.001 | 123,876 | $8.481M | 0.0% | $36.66 | — | COMMON STOCK | 42222G108 |
| JACK | JACK IN THE BOX INC COMMON STOCK USD 0.01 | 110,248 | $8.457M | 0.0% | $68.05 | +11.6% | COMMON STOCK | 466367109 |
| LUV | SOUTHWEST AIRLINES CO COMMON STOCK USD 1 | 196,313 | $8.453M | 0.0% | $12.10 | +225.0% | COMMON STOCK | 844741108 |
| MASI | MASIMO CORP COMMON STOCK USD 0.001 | 203,400 | $8.443M | 0.0% | $32.03 | +27.6% | COMMON STOCK | 574795100 |
| MCO | MOODY'S CORP COMMON STOCK USD 0.01 | 83,915 | $8.42M | 0.0% | $66.56 | +36.1% | COMMON STOCK | 615369105 |
| — | PRIVATEBANCORP INC COMMON STOCK USD 0 | 205,090 | $8.413M | 0.0% | $24.38 | — | COMMON STOCK | 742962103 |
| — | AQUA AMERICA INC COMMON STOCK USD 0.5 | 282,131 | $8.408M | 0.0% | $29.84 | — | COMMON STOCK | 03836W103 |
| BURL | BURLINGTON STORES INC COMMON STOCK USD 0.0001 | 195,560 | $8.39M | 0.0% | $47.44 | -2.4% | COMMON STOCK | 122017106 |
| CE | CELANESE CORP COMMON STOCK USD 0.0001 | 124,564 | $8.387M | 0.0% | $42.57 | +31.3% | COMMON STOCK | 150870103 |
| — | HERSHA HOSPITALITY TRUST REIT USD 0.01 | 384,885 | $8.375M | 0.0% | $23.88 | — | EQUITIES - REIT | 427825500 |
| BEN | FRANKLIN RESOURCES INC COMMON STOCK USD 0.1 | 227,442 | $8.374M | 0.0% | $30.32 | -20.8% | COMMON STOCK | 354613101 |
| — | PACWEST BANCORP COMMON STOCK USD 0 | 194,118 | $8.366M | 0.0% | $40.46 | — | COMMON STOCK | 695263103 |
| — | MCGRAW HILL FINANCIAL INC COMMON STOCK USD 1 | 84,614 | $8.341M | 0.0% | $58.32 | — | COMMON STOCK | 580645109 |
| — | ABAXIS INC COMMON STOCK USD 0 | 149,501 | $8.324M | 0.0% | $44.12 | — | COMMON STOCK | 002567105 |
| JJSF | J&J SNACK FOODS CORP COMMON STOCK USD 0 | 71,254 | $8.313M | 0.0% | $70.30 | +41.3% | COMMON STOCK | 466032109 |
| WAFD | WASHINGTON FEDERAL INC COMMON STOCK USD 1 | 348,055 | $8.294M | 0.0% | $14.26 | +27.8% | COMMON STOCK | 938824109 |
| — | TAUBMAN CENTERS INC REIT USD 0.01 | 107,490 | $8.247M | 0.0% | $74.62 | — | EQUITIES - REIT | 876664103 |
| ADSK | AUTODESK INC COMMON STOCK USD 0.01 | 135,318 | $8.245M | 0.0% | $50.70 | +14.6% | COMMON STOCK | 052769106 |
| GWW | WW GRAINGER INC COMMON STOCK USD 0.5 | 40,683 | $8.242M | 0.0% | $203.61 | -14.1% | COMMON STOCK | 384802104 |
| TROW | T ROWE PRICE GROUP INC COMMON STOCK USD 0.2 | 114,931 | $8.216M | 0.0% | $48.89 | +4.1% | COMMON STOCK | 74144T108 |
| ORI | OLD REPUBLIC INTERNATIONAL CORP COMMON STOCK USD 1 | 440,109 | $8.199M | 0.0% | $5.75 | +49.1% | COMMON STOCK | 680223104 |
| — | BIOMED REALTY TRUST INC REIT USD 0.01 | 345,880 | $8.194M | 0.0% | $19.70 | — | EQUITIES - REIT | 09063H107 |
| VEEV | VEEVA SYSTEMS INC COMMON STOCK USD 0.00001 | 282,781 | $8.158M | 0.0% | $27.05 | -1.4% | COMMON STOCK | 922475108 |
| — | CLECO CORP COMMON STOCK USD 1 | 156,083 | $8.149M | 0.0% | $46.40 | — | COMMON STOCK | 12561W105 |
| NWS | NEWS CORP COMMON STOCK USD | 583,031 | $8.139M | 0.0% | $13.26 | -4.0% | COMMON STOCK | 65249B208 |
| NFG | NATIONAL FUEL GAS CO COMMON STOCK USD 1 | 189,612 | $8.106M | 0.0% | $60.82 | -21.9% | COMMON STOCK | 636180101 |
| — | JC PENNEY CO INC COMMON STOCK USD 0.5 | 1,214,647 | $8.09M | 0.0% | $8.04 | — | COMMON STOCK | 708160106 |
| — | STAPLES INC COMMON STOCK USD 0.0006 | 853,930 | $8.087M | 0.0% | $12.56 | — | COMMON STOCK | 855030102 |
| — | TCF FINANCIAL CORP COMMON STOCK USD 0.01 | 572,257 | $8.08M | 0.0% | $14.20 | — | COMMON STOCK | 872275102 |
| — | APACHE CORP COMMON STOCK USD 0.625 | 181,062 | $8.052M | 0.0% | $97.34 | — | COMMON STOCK | 037411105 |
| AAL | AMERICAN AIRLINES GROUP INC COMMON STOCK USD 0.01 | 189,737 | $8.035M | 0.0% | $48.17 | -14.1% | COMMON STOCK | 02376R102 |
| — | REGAL ENTERTAINMENT GROUP COMMON STOCK USD 0.001 | 424,131 | $8.003M | 0.0% | $21.18 | — | COMMON STOCK | 758766109 |
| HUM | HUMANA INC COMMON STOCK USD 0.166 | 44,613 | $7.964M | 0.0% | $92.89 | +74.1% | COMMON STOCK | 444859102 |
| — | XILINX INC COMMON STOCK USD 0.01 | 169,514 | $7.962M | 0.0% | $40.69 | — | COMMON STOCK | 983919101 |
| ACM | AECOM COMMON STOCK USD 0.01 | 264,150 | $7.932M | 0.0% | $29.37 | -1.6% | COMMON STOCK | 00766T100 |
| — | BARNES GROUP INC COMMON STOCK USD 0.01 | 222,929 | $7.889M | 0.0% | $38.12 | — | COMMON STOCK | 067806109 |
| — | SOLARWINDS INC COMMON STOCK USD 0.001 | 133,419 | $7.858M | 0.0% | $39.10 | — | COMMON STOCK | 83416B109 |
| URI | UNITED RENTALS INC COMMON STOCK USD 0.01 | 108,195 | $7.848M | 0.0% | $63.56 | +10.1% | COMMON STOCK | 911363109 |
| — | LIBERTY PROPERTY TRUST REIT USD 0.001 | 252,401 | $7.837M | 0.0% | $36.77 | — | EQUITIES - REIT | 531172104 |
| — | LAZARD LTD MLP | 173,966 | $7.83M | 0.0% | $42.82 | — | MISCELLANEOUS - LIMITED PARTNERSHIP | G54050102 |
| — | VECTREN CORP COMMON STOCK USD 0 | 184,485 | $7.826M | 0.0% | $33.82 | — | COMMON STOCK | 92240G101 |
| IPGP | IPG PHOTONICS CORP COMMON STOCK USD 0.0001 | 87,427 | $7.795M | 0.0% | $76.02 | +12.7% | COMMON STOCK | 44980X109 |
| — | CALATLANTIC GROUP INC | 204,206 | $7.743M | 0.0% | $37.92 | — | COMMON STOCK | 128195104 |
| ATR | APTARGROUP INC COMMON STOCK USD 0.01 | 106,350 | $7.726M | 0.0% | $56.39 | +11.5% | COMMON STOCK | 038336103 |
| SWKS | SKYWORKS SOLUTIONS INC COMMON STOCK USD 0.25 | 100,359 | $7.711M | 0.0% | $38.48 | +68.7% | COMMON STOCK | 83088M102 |
| EME | EMCOR GROUP INC COMMON STOCK USD 0.01 | 160,431 | $7.707M | 0.0% | $39.10 | +17.6% | COMMON STOCK | 29084Q100 |
| — | NABORS INDUSTRIES LTD COMMON STOCK USD 0.001 | 904,744 | $7.699M | 0.0% | $18.01 | — | COMMON STOCK | G6359F103 |
| DEI | DOUGLAS EMMETT INC REIT USD 0.01 | 246,720 | $7.693M | 0.0% | $29.42 | — | EQUITIES - REIT | 25960P109 |
| AGO | ASSURED GUARANTY LTD COMMON STOCK USD 0.01 | 290,767 | $7.685M | 0.0% | $18.96 | +18.9% | COMMON STOCK | G0585R106 |
| — | ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD 0.2 | 94,668 | $7.668M | 0.0% | $75.08 | — | COMMON STOCK | 297425100 |
| — | AON PLC COMMON STOCK USD 0.01 | 82,682 | $7.624M | 0.0% | $66.50 | — | COMMON STOCK | G0408V102 |
| — | ALERE INC COMMON STOCK USD 0.001 | 194,997 | $7.622M | 0.0% | $45.75 | — | COMMON STOCK | 01449J105 |
| APD | AIR PRODUCTS & CHEMICALS INC COMMON STOCK USD 1 | 58,525 | $7.615M | 0.0% | $84.55 | +15.9% | COMMON STOCK | 009158106 |
| — | INVESTORS BANCORP INC COMMON STOCK USD 0.01 | 608,567 | $7.571M | 0.0% | $11.37 | — | COMMON STOCK | 46146L101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD 0.001 | 72,177 | $7.561M | 0.0% | $70.03 | +49.0% | COMMON STOCK | 09061G101 |
| STLD | STEEL DYNAMICS INC COMMON STOCK USD 0.005 | 422,545 | $7.551M | 0.0% | $11.56 | +25.0% | COMMON STOCK | 858119100 |
| — | COMMUNICATIONS SALES & LEASING INC REIT USD 0.0001 | 403,304 | $7.538M | 0.0% | $24.26 | — | EQUITIES - REIT | 20341J104 |
| CIEN | CIENA CORP COMMON STOCK USD 0.01 | 363,626 | $7.523M | 0.0% | $18.88 | +21.7% | COMMON STOCK | 171779309 |
| EVR | EVERCORE PARTNERS INC COMMON STOCK USD 0.01 | 138,743 | $7.502M | 0.0% | $40.90 | +5.8% | COMMON STOCK | 29977A105 |
| GMED | GLOBUS MEDICAL INC COMMON STOCK USD 0.001 | 269,242 | $7.49M | 0.0% | $23.53 | +6.7% | COMMON STOCK | 379577208 |
| — | HILL-ROM HOLDINGS INC COMMON STOCK USD 0 | 155,800 | $7.488M | 0.0% | $33.68 | — | COMMON STOCK | 431475102 |
| GNTX | GENTEX CORP COMMON STOCK USD 0.06 | 467,325 | $7.482M | 0.0% | $14.49 | +11.5% | COMMON STOCK | 371901109 |
| DLX | DELUXE CORP COMMON STOCK USD 1 | 136,965 | $7.47M | 0.0% | $26.16 | +46.9% | COMMON STOCK | 248019101 |
| — | WHOLE FOODS MARKET INC COMMON STOCK USD 0 | 222,396 | $7.45M | 0.0% | $44.05 | — | COMMON STOCK | 966837106 |
| HSIC | HENRY SCHEIN INC COMMON STOCK USD 0.01 | 47,090 | $7.449M | 0.0% | $37.15 | +60.0% | COMMON STOCK | 806407102 |
| — | DCT INDUSTRIAL TRUST INC REIT USD 0.01 | 198,522 | $7.419M | 0.0% | $36.08 | — | EQUITIES - REIT | 233153204 |
| GME | GAMESTOP CORP COMMON STOCK USD 0.001 | 264,358 | $7.413M | 0.0% | $7.54 | -2.0% | COMMON STOCK | 36467W109 |
| WMB | WILLIAMS COS INC/THE COMMON STOCK USD 1 | 288,318 | $7.41M | 0.0% | $19.68 | -0.5% | COMMON STOCK | 969457100 |
| ROK | ROCKWELL AUTOMATION INC COMMON STOCK USD 1 | 71,478 | $7.334M | 0.0% | $71.05 | +21.1% | COMMON STOCK | 773903109 |
| SF | STIFEL FINANCIAL CORP COMMON STOCK USD 0.15 | 173,045 | $7.33M | 0.0% | $27.86 | -7.3% | COMMON STOCK | 860630102 |
| PB | PROSPERITY BANCSHARES INC COMMON STOCK USD 1 | 152,882 | $7.317M | 0.0% | $36.65 | +5.1% | COMMON STOCK | 743606105 |
| — | SYNOVUS FINANCIAL CORP COMMON STOCK USD 1 | 225,585 | $7.304M | 0.0% | $24.38 | — | COMMON STOCK | 87161C501 |
| — | DRIL-QUIP INC COMMON STOCK USD 0.01 | 123,293 | $7.303M | 0.0% | $95.06 | — | COMMON STOCK | 262037104 |
| ACH | OWENS & MINOR INC COMMON STOCK USD 2 | 202,634 | $7.291M | 0.0% | $28.38 | +11.6% | COMMON STOCK | 690732102 |
| THG | HANOVER INSURANCE GROUP INC/THE COMMON STOCK USD | 89,172 | $7.253M | 0.0% | $37.47 | +65.2% | COMMON STOCK | 410867105 |
| ETR | ENTERGY CORP COMMON STOCK USD 0.01 | 106,003 | $7.246M | 0.0% | $22.57 | +0.1% | COMMON STOCK | 29364G103 |
| FR | FIRST INDUSTRIAL REALTY TRUST INC REIT USD 0.01 | 325,563 | $7.205M | 0.0% | $20.99 | — | EQUITIES - REIT | 32054K103 |
| — | MICHAELS COS INC/THE COMMON STOCK USD 0.06775 | 325,545 | $7.198M | 0.0% | $25.94 | — | COMMON STOCK | 59408Q106 |
| WU | WESTERN UNION CO/THE COMMON STOCK USD 0.01 | 400,744 | $7.177M | 0.0% | $17.13 | — | COMMON STOCK | 959802109 |
| OLN | OLIN CORP COMMON STOCK USD 1 | 414,888 | $7.161M | 0.0% | $15.93 | -10.3% | COMMON STOCK | 680665205 |
| ED | CONSOLIDATED EDISON INC COMMON STOCK USD 0.1 | 111,372 | $7.158M | 0.0% | $37.37 | +19.3% | COMMON STOCK | 209115104 |
| MSGS | MADISON SQUARE GARDEN CO/THE COMMON STOCK USD 0.01 | 44,042 | $7.126M | 0.0% | $120.38 | 0.0% | COMMON STOCK | 55825T103 |
| — | NORTHSTAR REALTY FINANCE CORP REIT USD 0.01 | 417,412 | $7.109M | 0.0% | $17.03 | — | EQUITIES - REIT | 66704R803 |
| CMC | COMMERCIAL METALS CO COMMON STOCK USD 0.01 | 515,739 | $7.06M | 0.0% | $12.18 | -0.8% | COMMON STOCK | 201723103 |
| SGI | TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD | 99,737 | $7.027M | 0.0% | $11.43 | +66.3% | COMMON STOCK | 88023U101 |
| OSK | OSHKOSH CORP COMMON STOCK USD 0.01 | 179,747 | $7.017M | 0.0% | $35.49 | -2.3% | COMMON STOCK | 688239201 |
| IDCC | INTERDIGITAL INC/PA COMMON STOCK USD 0.01 | 142,764 | $7.001M | 0.0% | $42.57 | +19.3% | COMMON STOCK | 45867G101 |
| SNX | SYNNEX CORP COMMON STOCK USD 0.001 | 77,829 | $6.999M | 0.0% | $33.11 | +24.3% | COMMON STOCK | 87162W100 |
| — | NIC INC COMMON STOCK USD 0 | 355,025 | $6.987M | 0.0% | $18.36 | — | COMMON STOCK | 62914B100 |
| UNFI | UNITED NATURAL FOODS INC COMMON STOCK USD 0.01 | 177,108 | $6.971M | 0.0% | $55.15 | -15.1% | COMMON STOCK | 911163103 |
| AKAM | AKAMAI TECHNOLOGIES INC COMMON STOCK USD 0.01 | 131,064 | $6.898M | 0.0% | $57.40 | +7.0% | COMMON STOCK | 00971T101 |
| — | POLYONE CORP COMMON STOCK USD 0.01 | 217,200 | $6.898M | 0.0% | $34.91 | — | COMMON STOCK | 73179P106 |
| — | LASALLE HOTEL PROPERTIES REIT USD 0.01 | 273,225 | $6.874M | 0.0% | $31.79 | — | EQUITIES - REIT | 517942108 |
| VOD | VODAFONE GROUP PLC ADR USD | 213,058 | $6.873M | 0.0% | $36.81 | — | ADR | 92857W308 |
| — | MEAD JOHNSON NUTRITION CO COMMON STOCK USD 0.01 | 87,016 | $6.87M | 0.0% | $78.82 | — | COMMON STOCK | 582839106 |
| — | IMPERVA INC COMMON STOCK USD 0.0001 | 108,112 | $6.845M | 0.0% | $58.31 | — | COMMON STOCK | 45321L100 |
| — | HANESBRANDS INC COMMON STOCK USD 0.01 | 231,045 | $6.8M | 0.0% | $46.85 | — | COMMON STOCK | 410345102 |
| AIZ | ASSURANT INC COMMON STOCK USD 0.01 | 84,308 | $6.79M | 0.0% | $50.42 | +33.5% | COMMON STOCK | 04621X108 |
| PBI | PITNEY BOWES INC COMMON STOCK USD 1 | 328,754 | $6.789M | 0.0% | $21.06 | -1.8% | COMMON STOCK | 724479100 |
| MNST | MONSTER BEVERAGE CORP COMMON STOCK USD | 45,476 | $6.774M | 0.0% | $22.35 | +8.0% | COMMON STOCK | 61174X109 |
| SMG | SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD 0.01 | 104,958 | $6.771M | 0.0% | $30.13 | +57.9% | COMMON STOCK | 810186106 |
| MAT | MATTEL INC COMMON STOCK USD 1 | 249,127 | $6.769M | 0.0% | $35.30 | -30.3% | COMMON STOCK | 577081102 |
| — | DUNKIN' BRANDS GROUP INC COMMON STOCK USD 0.001 | 158,646 | $6.757M | 0.0% | $54.49 | — | COMMON STOCK | 265504100 |
| — | HOSPITALITY PROPERTIES TRUST REIT USD 0.01 | 258,283 | $6.754M | 0.0% | $32.99 | — | EQUITIES - REIT | 44106M102 |
| IP | INTERNATIONAL PAPER CO COMMON STOCK USD 1 | 178,989 | $6.748M | 0.0% | $26.55 | -6.2% | COMMON STOCK | 460146103 |
| PVH | PVH CORP COMMON STOCK USD 1 | 91,515 | $6.74M | 0.0% | $107.46 | -18.9% | COMMON STOCK | 693656100 |
| WM | WASTE MANAGEMENT INC COMMON STOCK USD 0.01 | 126,259 | $6.738M | 0.0% | $34.37 | +27.7% | COMMON STOCK | 94106L109 |
| — | BED BATH & BEYOND INC COMMON STOCK USD 0.01 | 139,536 | $6.733M | 0.0% | $58.47 | — | COMMON STOCK | 075896100 |
| RBC | RBC BEARINGS INC COMMON STOCK USD 0.01 | 104,203 | $6.73M | 0.0% | $60.41 | +10.5% | COMMON STOCK | 75524B104 |
| — | HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCK | 70,796 | $6.67M | 0.0% | $112.43 | — | COMMON STOCK | 413086109 |
| — | SHAW COMMUNICATIONS INC COMMON STOCK CAD 0 | 387,500 | $6.661M | 0.0% | $23.78 | — | COMMON STOCK | 82028K200 |
| — | LINEAR TECHNOLOGY CORP COMMON STOCK USD 0.001 | 156,534 | $6.648M | 0.0% | $39.16 | — | COMMON STOCK | 535678106 |
| WLY | JOHN WILEY & SONS INC COMMON STOCK USD 1 | 147,602 | $6.647M | 0.0% | $33.97 | +7.1% | COMMON STOCK | 968223206 |
| — | EQUITY ONE INC REIT USD 0.01 | 243,569 | $6.613M | 0.0% | $23.82 | — | EQUITIES - REIT | 294752100 |
| — | CYBERARK SOFTWARE LTD COMMON STOCK USD 0.01 | 146,082 | $6.594M | 0.0% | $52.78 | — | COMMON STOCK | M2682V108 |
| GGG | GRACO INC COMMON STOCK USD 1 | 91,451 | $6.591M | 0.0% | $18.39 | +14.6% | COMMON STOCK | 384109104 |
| HRB | H&R BLOCK INC COMMON STOCK USD 0 | 196,934 | $6.56M | 0.0% | $19.65 | +23.0% | COMMON STOCK | 093671105 |
| SANM | SANMINA CORP COMMON STOCK USD 0.01 | 318,211 | $6.549M | 0.0% | $15.33 | +45.1% | COMMON STOCK | 801056102 |
| EXPE | EXPEDIA INC COMMON STOCK USD 0.001 | 52,653 | $6.545M | 0.0% | $66.03 | +82.0% | COMMON STOCK | 30212P303 |
| — | POLYCOM INC COMMON STOCK USD 0.0005 | 519,190 | $6.537M | 0.0% | $11.53 | — | COMMON STOCK | 73172K104 |
| — | FIRST NIAGARA FINANCIAL GROUP INC COMMON STOCK USD | 602,465 | $6.537M | 0.0% | $10.08 | — | COMMON STOCK | 33582V108 |
| GNRC | GENERAC HOLDINGS INC COMMON STOCK USD 0.01 | 219,463 | $6.533M | 0.0% | $41.40 | -27.6% | COMMON STOCK | 368736104 |
| — | GULFPORT ENERGY CORP COMMON STOCK USD 0.01 | 265,855 | $6.532M | 0.0% | $48.43 | — | COMMON STOCK | 402635304 |
| — | STERLING BANCORP/DE COMMON STOCK USD 0.01 | 401,759 | $6.517M | 0.0% | $14.75 | — | COMMON STOCK | 85917A100 |
| — | DENTSPLY INTERNATIONAL INC COMMON STOCK USD 0.01 | 107,088 | $6.516M | 0.0% | $45.43 | — | COMMON STOCK | 249030107 |
| BWA | BORGWARNER INC COMMON STOCK USD 0.01 | 150,586 | $6.51M | 0.0% | $44.92 | -28.5% | COMMON STOCK | 099724106 |
| — | SOUTHWESTERN ENERGY CO COMMON STOCK USD 0.01 | 914,487 | $6.502M | 0.0% | $29.22 | — | COMMON STOCK | 845467109 |
| — | GENERAL GROWTH PROPERTIES INC REIT USD 0.01 | 238,933 | $6.501M | 0.0% | $20.55 | — | EQUITIES - REIT | 370023103 |
| — | TALEN ENERGY CORP COMMON STOCK USD 0.001 | 1,038,909 | $6.472M | 0.0% | $9.44 | — | COMMON STOCK | 87422J105 |
| — | OFFICE DEPOT INC COMMON STOCK USD 0.01 | 1,145,430 | $6.46M | 0.0% | $5.87 | — | COMMON STOCK | 676220106 |
| CBRL | CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK | 50,728 | $6.434M | 0.0% | $81.31 | +6.9% | COMMON STOCK | 22410J106 |
| FLO | FLOWERS FOODS INC COMMON STOCK USD 0.01 | 299,086 | $6.427M | 0.0% | $13.86 | +18.3% | COMMON STOCK | 343498101 |
| NEM | NEWMONT MINING CORP COMMON STOCK USD 1.6 | 357,051 | $6.423M | 0.0% | $22.30 | -35.4% | COMMON STOCK | 651639106 |
| KFY | KORN/FERRY INTERNATIONAL COMMON STOCK USD 0.01 | 193,540 | $6.422M | 0.0% | $21.91 | +38.5% | COMMON STOCK | 500643200 |
| — | WESTERN REFINING INC COMMON STOCK USD 0.01 | 179,949 | $6.41M | 0.0% | $36.00 | — | COMMON STOCK | 959319104 |
| TRN | TRINITY INDUSTRIES INC COMMON STOCK USD 0.01 | 266,739 | $6.407M | 0.0% | $14.93 | -10.0% | COMMON STOCK | 896522109 |
| — | BUNGE LTD COMMON STOCK USD 0.01 | 93,673 | $6.396M | 0.0% | $74.33 | — | COMMON STOCK | G16962105 |
| — | WPX ENERGY INC COMMON STOCK USD | 1,113,638 | $6.392M | 0.0% | $14.40 | — | COMMON STOCK | 98212B103 |
| — | POST PROPERTIES INC REIT USD 0.01 | 107,770 | $6.376M | 0.0% | $56.73 | — | EQUITIES - REIT | 737464107 |
| DIN | DINEEQUITY INC COMMON STOCK USD 0.01 | 75,288 | $6.375M | 0.0% | $49.23 | +11.9% | COMMON STOCK | 254423106 |
| NEU | NEWMARKET CORP COMMON STOCK USD 0 | 16,737 | $6.372M | 0.0% | $215.59 | +48.0% | COMMON STOCK | 651587107 |
| VFC | VF CORP COMMON STOCK USD 0 | 102,349 | $6.371M | 0.0% | $53.96 | +15.7% | COMMON STOCK | 918204108 |
| — | SUPERVALU INC COMMON STOCK USD 0.01 | 936,622 | $6.35M | 0.0% | $7.38 | — | COMMON STOCK | 868536103 |
| — | ALLIED WORLD ASSURANCE CO HOLDINGS AG COMMON STOCK | 170,733 | $6.35M | 0.0% | $48.30 | — | COMMON STOCK | H01531104 |
| — | VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON | 62,400 | $6.343M | 0.0% | $160.16 | — | COMMON STOCK | 91911K102 |
| DG | DOLLAR GENERAL CORP COMMON STOCK USD 0.875 | 88,109 | $6.332M | 0.0% | $49.60 | +20.0% | COMMON STOCK | 256677105 |
| ESS | ESSEX PROPERTY TRUST INC REIT USD 0.0001 | 26,396 | $6.319M | 0.0% | $106.51 | +54.5% | EQUITIES - REIT | 297178105 |
| SLGN | SILGAN HOLDINGS INC COMMON STOCK USD 0.01 | 117,553 | $6.315M | 0.0% | $24.03 | +10.0% | COMMON STOCK | 827048109 |
| — | EATON VANCE CORP COMMON STOCK USD 0.00390625 | 194,509 | $6.308M | 0.0% | $37.62 | — | COMMON STOCK | 278265103 |
| FMX | FOMENTO ECONOMICO MEXICANO SAB DE CV ADR USD | 68,131 | $6.292M | 0.0% | $97.32 | — | ADR | 344419106 |
| SATS | ECHOSTAR CORP COMMON STOCK USD 0.001 | 160,665 | $6.284M | 0.0% | $35.72 | -6.1% | COMMON STOCK | 278768106 |
| — | MFA FINANCIAL INC REIT USD 0.01 | 950,644 | $6.274M | 0.0% | $7.83 | — | EQUITIES - REIT | 55272X102 |
| — | XL GROUP PLC COMMON STOCK USD 0.01 | 159,888 | $6.264M | 0.0% | $33.55 | — | COMMON STOCK | G98290102 |
| — | WADDELL & REED FINANCIAL INC COMMON STOCK USD 0.01 | 216,922 | $6.217M | 0.0% | $40.50 | — | COMMON STOCK | 930059100 |
| OII | OCEANEERING INTERNATIONAL INC COMMON STOCK USD | 165,294 | $6.202M | 0.0% | $73.49 | -41.8% | COMMON STOCK | 675232102 |
| SIG | SIGNET JEWELERS LTD COMMON STOCK USD 0.18 | 49,961 | $6.18M | 0.0% | $56.27 | +97.1% | COMMON STOCK | G81276100 |
| — | ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD | 127,815 | $6.173M | 0.0% | $39.61 | — | COMMON STOCK | G05384105 |
| ISRG | INTUITIVE SURGICAL INC COMMON STOCK USD 0.001 | 11,278 | $6.16M | 0.0% | $55.25 | +1.7% | COMMON STOCK | 46120E602 |
| AL | AIR LEASE CORP COMMON STOCK USD 0.01 | 183,872 | $6.156M | 0.0% | $28.72 | -1.2% | COMMON STOCK | 00912X302 |
| — | SCANA CORP COMMON STOCK USD 0 | 101,627 | $6.147M | 0.0% | $53.49 | — | COMMON STOCK | 80589M102 |
| — | CHIMERA INVESTMENT CORP REIT USD 0.01 | 450,351 | $6.143M | 0.0% | $13.71 | — | EQUITIES - REIT | 16934Q208 |
| HTLD | HEARTLAND EXPRESS INC COMMON STOCK USD 0.01 | 360,487 | $6.135M | 0.0% | $19.25 | -0.4% | COMMON STOCK | 422347104 |
| — | UNILEVER NV NY REG SHRS USD | 141,556 | $6.132M | 0.0% | $39.27 | — | ADR | 904784709 |
| CLH | CLEAN HARBORS INC COMMON STOCK USD 0.01 | 147,232 | $6.132M | 0.0% | $52.39 | -17.1% | COMMON STOCK | 184496107 |
| WSO | WATSCO INC COMMON STOCK USD 0.5 | 52,318 | $6.128M | 0.0% | $87.90 | +40.3% | COMMON STOCK | 942622200 |
| CPA | COPA HOLDINGS SA COMMON STOCK USD 0 | 126,972 | $6.128M | 0.0% | $79.16 | -51.0% | COMMON STOCK | P31076105 |
| CATY | CATHAY GENERAL BANCORP COMMON STOCK USD 0.01 | 195,357 | $6.121M | 0.0% | $14.24 | +64.3% | COMMON STOCK | 149150104 |
| — | TECH DATA CORP COMMON STOCK USD 0.0015 | 92,141 | $6.116M | 0.0% | $49.99 | — | COMMON STOCK | 878237106 |
| — | NATIONAL INSTRUMENTS CORP COMMON STOCK USD 0.01 | 213,042 | $6.112M | 0.0% | $27.99 | — | COMMON STOCK | 636518102 |
| — | STEELCASE INC COMMON STOCK USD 0 | 409,421 | $6.1M | 0.0% | $15.61 | — | COMMON STOCK | 858155203 |
| — | COOPER TIRE & RUBBER CO COMMON STOCK USD 1 | 160,823 | $6.087M | 0.0% | $34.29 | — | COMMON STOCK | 216831107 |
| THO | THOR INDUSTRIES INC COMMON STOCK USD 0.1 | 108,377 | $6.085M | 0.0% | $37.65 | +20.8% | COMMON STOCK | 885160101 |
| — | RETAIL OPPORTUNITY INVESTMENTS CORP REIT USD | 338,281 | $6.055M | 0.0% | $18.12 | — | EQUITIES - REIT | 76131N101 |
| OMCL | OMNICELL INC COMMON STOCK USD 0.001 | 193,961 | $6.028M | 0.0% | $28.73 | +2.7% | COMMON STOCK | 68213N109 |
| — | TWENTY-FIRST CENTURY FOX INC COMMON STOCK USD 0.01 | 220,412 | $6.002M | 0.0% | $29.78 | — | COMMON STOCK | 90130A200 |
| CRL | CHARLES RIVER LABORATORIES INTERNATIONAL INC | 74,643 | $6.001M | 0.0% | $43.30 | +66.6% | COMMON STOCK | 159864107 |
| NAVI | NAVIENT CORP COMMON STOCK USD 0.01 | 522,365 | $5.981M | 0.0% | $15.07 | -18.7% | COMMON STOCK | 63938C108 |
| — | FAIRCHILD SEMICONDUCTOR INTERNATIONAL INC COMMON | 288,456 | $5.974M | 0.0% | $14.67 | — | COMMON STOCK | 303726103 |
| — | SENIOR HOUSING PROPERTIES TRUST REIT USD 0.01 | 402,460 | $5.973M | 0.0% | $22.19 | — | EQUITIES - REIT | 81721M109 |
| — | BANCOLOMBIA SA ADR USD | 223,107 | $5.968M | 0.0% | $29.85 | — | ADR | 05968L102 |
| PH | PARKER-HANNIFIN CORP COMMON STOCK USD 0.5 | 61,301 | $5.945M | 0.0% | $83.51 | +3.1% | COMMON STOCK | 701094104 |
| — | PINNACLE FINANCIAL PARTNERS INC COMMON STOCK USD 1 | 115,359 | $5.925M | 0.0% | $29.28 | — | COMMON STOCK | 72346Q104 |
| OGS | ONE GAS INC COMMON STOCK USD | 117,857 | $5.913M | 0.0% | $34.95 | +38.1% | COMMON STOCK | 68235P108 |
| — | SOLERA HOLDINGS INC COMMON STOCK USD 0.01 | 107,752 | $5.908M | 0.0% | $53.77 | — | COMMON STOCK | 83421A104 |
| — | APARTMENT INVESTMENT & MANAGEMENT CO REIT USD 0.01 | 147,584 | $5.908M | 0.0% | $33.09 | — | EQUITIES - REIT | 03748R101 |
| CVLT | COMMVAULT SYSTEMS INC COMMON STOCK USD 0.01 | 150,020 | $5.903M | 0.0% | $75.66 | -48.3% | COMMON STOCK | 204166102 |
| CUBE | CUBESMART REIT USD 0.01 | 192,665 | $5.899M | 0.0% | $17.91 | — | EQUITIES - REIT | 229663109 |
| — | PINNACLE FOODS INC COMMON STOCK USD 0.01 | 138,735 | $5.891M | 0.0% | $31.99 | — | COMMON STOCK | 72348P104 |
| — | CYRUSONE INC REIT USD 0.01 | 157,230 | $5.888M | 0.0% | $34.25 | — | EQUITIES - REIT | 23283R100 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP INC COMMON STOCK | 151,587 | $5.865M | 0.0% | $21.94 | +28.5% | COMMON STOCK | 744573106 |
| AGCO | AGCO CORP COMMON STOCK USD 0.01 | 129,223 | $5.865M | 0.0% | $43.57 | -13.3% | COMMON STOCK | 001084102 |
| — | PROOFPOINT INC COMMON STOCK USD 0.0001 | 89,745 | $5.834M | 0.0% | $37.01 | — | COMMON STOCK | 743424103 |
| AXTA | AXALTA COATING SYSTEMS LTD COMMON STOCK USD 1 | 218,188 | $5.815M | 0.0% | $25.17 | +11.0% | COMMON STOCK | G0750C108 |
| — | TIME INC COMMON STOCK USD 0.01 | 370,337 | $5.803M | 0.0% | $21.53 | — | COMMON STOCK | 887228104 |
| — | ATMEL CORP COMMON STOCK USD 0.001 | 673,388 | $5.798M | 0.0% | $9.36 | — | COMMON STOCK | 049513104 |
| CDW | CDW CORP/DE COMMON STOCK USD 0.01 | 137,808 | $5.793M | 0.0% | $22.61 | +71.0% | COMMON STOCK | 12514G108 |
| — | CSRA INC COMMON STOCK USD 0.001 | 192,940 | $5.788M | 0.0% | $30.00 | — | COMMON STOCK | 12650T104 |
| — | ALCOA INC COMMON STOCK USD 1 | 583,200 | $5.756M | 0.0% | $13.50 | — | COMMON STOCK | 013817101 |
| MDU | MDU RESOURCES GROUP INC COMMON STOCK USD 1 | 312,927 | $5.733M | 0.0% | $6.62 | -23.0% | COMMON STOCK | 552690109 |
| — | BOFI HOLDING INC COMMON STOCK USD 0.01 | 271,656 | $5.718M | 0.0% | $33.19 | — | COMMON STOCK | 05566U108 |
| FOSL | FOSSIL GROUP INC COMMON STOCK USD 0.01 | 156,146 | $5.709M | 0.0% | $74.22 | -38.6% | COMMON STOCK | 34988V106 |
| MTX | MINERALS TECHNOLOGIES INC COMMON STOCK USD 0.1 | 124,335 | $5.702M | 0.0% | $42.79 | +25.8% | COMMON STOCK | 603158106 |
| NYT | NEW YORK TIMES CO/THE COMMON STOCK USD 0.1 | 424,592 | $5.698M | 0.0% | $9.90 | +22.8% | COMMON STOCK | 650111107 |
| — | INGERSOLL-RAND PLC COMMON STOCK USD 1 | 102,673 | $5.677M | 0.0% | $55.87 | — | COMMON STOCK | G47791101 |
| NDSN | NORDSON CORP COMMON STOCK USD 0 | 88,219 | $5.659M | 0.0% | $60.57 | +1.6% | COMMON STOCK | 655663102 |
| — | TD AMERITRADE HOLDING CORP COMMON STOCK USD 0.01 | 162,926 | $5.655M | 0.0% | $28.54 | — | COMMON STOCK | 87236Y108 |
| — | NOBLE CORP PLC COMMON STOCK USD 0.01 | 534,547 | $5.639M | 0.0% | $17.23 | — | COMMON STOCK | G65431101 |
| AMP | AMERIPRISE FINANCIAL INC COMMON STOCK USD 0.01 | 52,960 | $5.636M | 0.0% | $61.58 | +46.5% | COMMON STOCK | 03076C106 |
| COLM | COLUMBIA SPORTSWEAR CO COMMON STOCK USD 0 | 115,193 | $5.617M | 0.0% | $42.62 | +6.0% | COMMON STOCK | 198516106 |
| — | SEAGATE TECHNOLOGY PLC COMMON STOCK USD 0.00001 | 153,101 | $5.613M | 0.0% | $45.40 | — | COMMON STOCK | G7945M107 |
| — | CLARCOR INC COMMON STOCK USD 1 | 112,376 | $5.583M | 0.0% | $52.21 | — | COMMON STOCK | 179895107 |
| FHN | FIRST HORIZON NATIONAL CORP COMMON STOCK USD 0.625 | 383,534 | $5.569M | 0.0% | $7.51 | +37.9% | COMMON STOCK | 320517105 |
| — | ITT CORP COMMON STOCK USD 1 | 152,443 | $5.537M | 0.0% | $34.73 | — | COMMON STOCK | 450911201 |
| CTAS | CINTAS CORP COMMON STOCK USD 0 | 60,789 | $5.535M | 0.0% | $15.88 | +29.0% | COMMON STOCK | 172908105 |
| — | INFINERA CORP COMMON STOCK USD 0.001 | 304,314 | $5.514M | 0.0% | $16.97 | — | COMMON STOCK | 45667G103 |
| NSIT | INSIGHT ENTERPRISES INC COMMON STOCK USD 0.01 | 219,187 | $5.506M | 0.0% | $23.16 | +13.7% | COMMON STOCK | 45765U103 |
| LECO | LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK USD 0 | 105,671 | $5.483M | 0.0% | $55.81 | -0.3% | COMMON STOCK | 533900106 |
| — | CEPHEID COMMON STOCK USD 0 | 150,057 | $5.482M | 0.0% | $38.03 | — | COMMON STOCK | 15670R107 |
| KSS | KOHL'S CORP COMMON STOCK USD 0.01 | 114,976 | $5.476M | 0.0% | $56.32 | -17.9% | COMMON STOCK | 500255104 |
| CMA | COMERICA INC COMMON STOCK USD 5 | 130,712 | $5.468M | 0.0% | $26.37 | +11.9% | COMMON STOCK | 200340107 |
| — | AIR METHODS CORP COMMON STOCK USD 0.06 | 129,560 | $5.432M | 0.0% | $40.78 | — | COMMON STOCK | 009128307 |
| — | ADVISORY BOARD CO/THE COMMON STOCK USD 0.01 | 109,115 | $5.413M | 0.0% | $52.47 | — | COMMON STOCK | 00762W107 |
| — | FLEETMATICS GROUP PLC COMMON STOCK USD 0.015 | 105,829 | $5.375M | 0.0% | $36.04 | — | COMMON STOCK | G35569105 |
| NVS | NOVARTIS AG ADR USD | 62,400 | $5.369M | 0.0% | $80.06 | — | ADR | 66987V109 |
| — | NATUS MEDICAL INC COMMON STOCK USD 0.001 | 111,072 | $5.337M | 0.0% | $34.76 | — | COMMON STOCK | 639050103 |
| — | COUSINS PROPERTIES INC REIT USD 1 | 565,669 | $5.334M | 0.0% | $10.19 | — | EQUITIES - REIT | 222795106 |
| — | ROVI CORP COMMON STOCK USD 0.001 | 320,165 | $5.334M | 0.0% | $19.39 | — | COMMON STOCK | 779376102 |
| NJR | NEW JERSEY RESOURCES CORP COMMON STOCK USD 2.5 | 161,521 | $5.324M | 0.0% | $20.07 | +9.3% | COMMON STOCK | 646025106 |
| — | VISTA OUTDOOR INC COMMON STOCK USD 0.01 | 119,573 | $5.322M | 0.0% | $43.05 | — | COMMON STOCK | 928377100 |
| ALNY | ALNYLAM PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 56,508 | $5.32M | 0.0% | $37.66 | +146.2% | COMMON STOCK | 02043Q107 |
| — | CATALENT INC COMMON STOCK USD 0.01 | 212,253 | $5.313M | 0.0% | $29.61 | — | COMMON STOCK | 148806102 |
| RITM | NEW RESIDENTIAL INVESTMENT CORP REIT USD 0.01 | 436,450 | $5.307M | 0.0% | $13.69 | — | EQUITIES - REIT | 64828T201 |
| AMSF | AMERISAFE INC COMMON STOCK USD 0.01 | 104,143 | $5.301M | 0.0% | $16.40 | +42.2% | COMMON STOCK | 03071H100 |
| BKH | BLACK HILLS CORP COMMON STOCK USD 1 | 114,134 | $5.299M | 0.0% | $37.18 | -18.1% | COMMON STOCK | 092113109 |
| PRI | PRIMERICA INC COMMON STOCK USD | 111,347 | $5.259M | 0.0% | $36.53 | +33.8% | COMMON STOCK | 74164M108 |
| RYN | RAYONIER INC REIT USD 0 | 236,668 | $5.254M | 0.0% | $48.90 | — | EQUITIES - REIT | 754907103 |
| — | LACLEDE GROUP INC/THE COMMON STOCK USD 1 | 88,288 | $5.245M | 0.0% | $46.33 | — | COMMON STOCK | 505597104 |
| SKT | TANGER FACTORY OUTLET CENTERS INC REIT USD 0.01 | 159,210 | $5.206M | 0.0% | $36.75 | — | EQUITIES - REIT | 875465106 |
| DLR | DIGITAL REALTY TRUST INC REIT USD 0.01 | 68,757 | $5.199M | 0.0% | $47.94 | +5.2% | EQUITIES - REIT | 253868103 |
| NBIX | NEUROCRINE BIOSCIENCES INC COMMON STOCK USD 0.001 | 91,884 | $5.198M | 0.0% | $25.86 | +96.5% | COMMON STOCK | 64125C109 |
| SHOO | STEVEN MADDEN LTD COMMON STOCK USD 0.0001 | 171,615 | $5.186M | 0.0% | $19.71 | -2.7% | COMMON STOCK | 556269108 |
| VSH | VISHAY INTERTECHNOLOGY INC COMMON STOCK USD 0.1 | 428,922 | $5.169M | 0.0% | $10.45 | -11.0% | COMMON STOCK | 928298108 |
| VLY | VALLEY NATIONAL BANCORP COMMON STOCK USD 0 | 524,207 | $5.163M | 0.0% | $9.59 | +8.3% | COMMON STOCK | 919794107 |
| — | VERIFONE SYSTEMS INC COMMON STOCK USD 0.01 | 184,231 | $5.162M | 0.0% | $23.06 | — | COMMON STOCK | 92342Y109 |
| — | RR DONNELLEY & SONS CO COMMON STOCK USD 1.25 | 349,369 | $5.143M | 0.0% | $14.52 | — | COMMON STOCK | 257867101 |
| — | ENVESTNET INC COMMON STOCK USD | 171,369 | $5.115M | 0.0% | $33.65 | — | COMMON STOCK | 29404K106 |
| — | BERRY PLASTICS GROUP INC COMMON STOCK USD 0.01 | 141,343 | $5.114M | 0.0% | $27.21 | — | COMMON STOCK | 08579W103 |
| OLED | UNIVERSAL DISPLAY CORP COMMON STOCK USD 0.01 | 93,782 | $5.105M | 0.0% | $33.15 | +26.0% | COMMON STOCK | 91347P105 |
| DKS | DICK'S SPORTING GOODS INC COMMON STOCK USD 0.01 | 144,347 | $5.103M | 0.0% | $37.73 | -15.7% | COMMON STOCK | 253393102 |
| EXPO | EXPONENT INC COMMON STOCK USD 0.001 | 101,971 | $5.093M | 0.0% | $16.22 | +39.3% | COMMON STOCK | 30214U102 |
| HUBS | HUBSPOT INC COMMON STOCK USD 0.001 | 90,350 | $5.088M | 0.0% | $42.10 | +25.6% | COMMON STOCK | 443573100 |
| DNOW | NOW INC COMMON STOCK USD 0.01 | 320,976 | $5.078M | 0.0% | $31.83 | -46.4% | COMMON STOCK | 67011P100 |
| SU | SUNCOR ENERGY INC COMMON STOCK CAD 0 | 196,583 | $5.072M | 0.0% | $21.59 | -10.8% | COMMON STOCK | 867224107 |
| FE | FIRSTENERGY CORP COMMON STOCK USD 0.1 | 159,134 | $5.049M | 0.0% | $24.48 | -15.9% | COMMON STOCK | 337932107 |
| PCAR | PACCAR INC COMMON STOCK USD 1 | 106,254 | $5.036M | 0.0% | $24.74 | -7.1% | COMMON STOCK | 693718108 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTIONS INC COMMON STOCK | 325,766 | $5.01M | 0.0% | $13.60 | +5.4% | COMMON STOCK | 01988P108 |
| NWE | NORTHWESTERN CORP COMMON STOCK USD 0.01 | 92,340 | $5.009M | 0.0% | $25.84 | +38.7% | COMMON STOCK | 668074305 |
| AWK | AMERICAN WATER WORKS CO INC COMMON STOCK USD 0.01 | 83,600 | $4.995M | 0.0% | $38.03 | +24.7% | COMMON STOCK | 030420103 |
| UE | URBAN EDGE PROPERTIES REIT USD 0.01 | 212,701 | $4.988M | 0.0% | $22.95 | — | EQUITIES - REIT | 91704F104 |
| MZTI | LANCASTER COLONY CORP COMMON STOCK USD 0 | 43,167 | $4.984M | 0.0% | $79.95 | +37.0% | COMMON STOCK | 513847103 |
| — | SUN HYDRAULICS CORP COMMON STOCK USD 0.001 | 156,809 | $4.976M | 0.0% | $29.01 | — | COMMON STOCK | 866942105 |
| HE | HAWAIIAN ELECTRIC INDUSTRIES INC COMMON STOCK USD | 171,806 | $4.974M | 0.0% | $26.65 | +8.2% | COMMON STOCK | 419870100 |
| BOKF | BOK FINANCIAL CORP COMMON STOCK USD 0.00006 | 83,121 | $4.97M | 0.0% | $48.27 | +4.8% | COMMON STOCK | 05561Q201 |
| KEX | KIRBY CORP COMMON STOCK USD 0.1 | 94,351 | $4.965M | 0.0% | $79.34 | -22.0% | COMMON STOCK | 497266106 |
| PRAA | PRA GROUP INC COMMON STOCK USD 0.01 | 143,059 | $4.963M | 0.0% | $57.90 | -22.8% | COMMON STOCK | 69354N106 |
| — | CORESITE REALTY CORP REIT USD 0.01 | 87,038 | $4.937M | 0.0% | $50.52 | — | EQUITIES - REIT | 21870Q105 |
| SAP | SAP SE ADR USD | 62,400 | $4.936M | 0.0% | $73.46 | — | ADR | 803054204 |
| WOR | WORTHINGTON INDUSTRIES INC COMMON STOCK USD 0 | 163,559 | $4.93M | 0.0% | $19.86 | -6.9% | COMMON STOCK | 981811102 |
| — | AIRGAS INC COMMON STOCK USD 0.01 | 35,630 | $4.928M | 0.0% | $121.92 | — | COMMON STOCK | 009363102 |
| ASB | ASSOCIATED BANC-CORP COMMON STOCK USD 0.01 | 262,338 | $4.919M | 0.0% | $12.06 | +13.8% | COMMON STOCK | 045487105 |
| — | BOTTOMLINE TECHNOLOGIES DE INC COMMON STOCK USD | 165,056 | $4.907M | 0.0% | $27.86 | — | COMMON STOCK | 101388106 |
| VRE | MACK-CALI REALTY CORP REIT USD 0.01 | 209,657 | $4.895M | 0.0% | $22.31 | — | EQUITIES - REIT | 554489104 |
| — | ON ASSIGNMENT INC COMMON STOCK USD 0.01 | 108,744 | $4.888M | 0.0% | $32.77 | — | COMMON STOCK | 682159108 |
| DIOD | DIODES INC COMMON STOCK USD 0.667 | 211,704 | $4.865M | 0.0% | $22.07 | +1.6% | COMMON STOCK | 254543101 |
| EXP | EAGLE MATERIALS INC COMMON STOCK USD 0.01 | 80,391 | $4.858M | 0.0% | $69.12 | -8.2% | COMMON STOCK | 26969P108 |
| — | TUPPERWARE BRANDS CORP COMMON STOCK USD 0.01 | 87,247 | $4.855M | 0.0% | $74.40 | — | COMMON STOCK | 899896104 |
| RHI | ROBERT HALF INTERNATIONAL INC COMMON STOCK USD | 102,937 | $4.852M | 0.0% | $39.80 | +26.7% | COMMON STOCK | 770323103 |
| CFFN | CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD | 384,198 | $4.826M | 0.0% | $5.41 | +19.4% | COMMON STOCK | 14057J101 |
| — | MENTOR GRAPHICS CORP COMMON STOCK USD 0 | 261,919 | $4.825M | 0.0% | $19.41 | — | COMMON STOCK | 587200106 |
| — | SPECTRA ENERGY CORP COMMON STOCK USD 0.001 | 201,085 | $4.814M | 0.0% | $34.33 | — | COMMON STOCK | 847560109 |
| PHM | PULTEGROUP INC COMMON STOCK USD 0.01 | 270,053 | $4.812M | 0.0% | $16.84 | -2.3% | COMMON STOCK | 745867101 |
| — | BANCORPSOUTH INC COMMON STOCK USD 2.5 | 200,505 | $4.81M | 0.0% | $24.51 | — | COMMON STOCK | 059692103 |
| — | ELLIE MAE INC COMMON STOCK USD 0.0001 | 79,757 | $4.804M | 0.0% | $45.06 | — | COMMON STOCK | 28849P100 |
| ALEX | ALEXANDER & BALDWIN INC COMMON STOCK USD | 135,993 | $4.802M | 0.0% | $41.27 | — | COMMON STOCK | 014491104 |
| CAKE | CHEESECAKE FACTORY INC/THE COMMON STOCK USD 0.01 | 104,094 | $4.8M | 0.0% | $31.68 | +24.8% | COMMON STOCK | 163072101 |
| — | FLAGSTAR BANCORP INC COMMON STOCK USD 0.01 | 206,993 | $4.784M | 0.0% | $17.42 | — | COMMON STOCK | 337930705 |
| — | HIBBETT SPORTS INC COMMON STOCK USD 0.01 | 158,116 | $4.781M | 0.0% | $47.58 | — | COMMON STOCK | 428567101 |
| — | AKORN INC COMMON STOCK USD 0 | 128,078 | $4.779M | 0.0% | $36.91 | — | COMMON STOCK | 009728106 |
| HUN | HUNTSMAN CORP COMMON STOCK USD 0.01 | 420,238 | $4.778M | 0.0% | $20.98 | -43.5% | COMMON STOCK | 447011107 |
| SLM | SLM CORP COMMON STOCK USD 0.2 | 732,631 | $4.777M | 0.0% | $8.53 | -20.4% | COMMON STOCK | 78442P106 |
| CACI | CACI INTERNATIONAL INC COMMON STOCK USD 0.1 | 51,436 | $4.772M | 0.0% | $77.74 | +19.2% | COMMON STOCK | 127190304 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD 0.01 | 95,647 | $4.766M | 0.0% | $21.97 | +98.3% | COMMON STOCK | 477839104 |
| — | TRIUMPH GROUP INC COMMON STOCK USD 0.001 | 119,509 | $4.75M | 0.0% | $76.01 | — | COMMON STOCK | 896818101 |
| BRK/A | BERKSHIRE HATHAWAY INC COMMON STOCK USD 5 | 24 | $4.747M | 0.0% | $189817.56 | +6.0% | COMMON STOCK | 084670108 |
| HQY | HEALTHEQUITY INC COMMON STOCK USD 0.0001 | 189,110 | $4.741M | 0.0% | $28.01 | +9.7% | COMMON STOCK | 42226A107 |
| BCS | BARCLAYS PLC ADR USD | 363,932 | $4.717M | 0.0% | $17.32 | — | ADR | 06738E204 |
| MTRX | MATRIX SERVICE CO COMMON STOCK USD 0.01 | 229,486 | $4.714M | 0.0% | $21.46 | +4.5% | COMMON STOCK | 576853105 |
| WHR | WHIRLPOOL CORP COMMON STOCK USD 1 | 32,071 | $4.71M | 0.0% | $132.22 | +17.3% | COMMON STOCK | 963320106 |
| TSLA | TESLA MOTORS INC COMMON STOCK USD 0.001 | 19,574 | $4.698M | 0.0% | $15.08 | -0.8% | COMMON STOCK | 88160R101 |
| DORM | DORMAN PRODUCTS INC COMMON STOCK USD 0.01 | 98,892 | $4.694M | 0.0% | $48.48 | +0.6% | COMMON STOCK | 258278100 |
| — | WAGEWORKS INC COMMON STOCK USD 0.001 | 103,222 | $4.683M | 0.0% | $49.77 | — | COMMON STOCK | 930427109 |
| — | JANUS CAPITAL GROUP INC COMMON STOCK USD 0.01 | 331,372 | $4.669M | 0.0% | $8.51 | — | COMMON STOCK | 47102X105 |
| — | QUALITY SYSTEMS INC COMMON STOCK USD 0.01 | 288,108 | $4.644M | 0.0% | $14.07 | — | COMMON STOCK | 747582104 |
| DRH | DIAMONDROCK HOSPITALITY CO REIT USD 0.01 | 479,677 | $4.629M | 0.0% | $10.34 | — | EQUITIES - REIT | 252784301 |
| PDM | PIEDMONT OFFICE REALTY TRUST INC REIT USD 0.01 | 245,141 | $4.628M | 0.0% | $17.87 | — | EQUITIES - REIT | 720190206 |
| — | RACKSPACE HOSTING INC COMMON STOCK USD 0.001 | 182,671 | $4.625M | 0.0% | $39.66 | — | COMMON STOCK | 750086100 |
| — | DOMTAR CORP COMMON STOCK USD 0.01 | 125,154 | $4.624M | 0.0% | $54.86 | — | COMMON STOCK | 257559203 |
| — | CEB INC COMMON STOCK USD 0.01 | 75,246 | $4.619M | 0.0% | $87.06 | — | COMMON STOCK | 125134106 |
| TPH | TRI POINTE GROUP INC COMMON STOCK USD 0.01 | 364,222 | $4.615M | 0.0% | $14.45 | -7.4% | COMMON STOCK | 87265H109 |
| GVA | GRANITE CONSTRUCTION INC COMMON STOCK USD 0.01 | 107,346 | $4.606M | 0.0% | $31.07 | +20.8% | COMMON STOCK | 387328107 |
| — | HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD | 215,010 | $4.601M | 0.0% | $24.35 | — | COMMON STOCK | 43300A104 |
| LULU | LULULEMON ATHLETICA INC COMMON STOCK USD 0.005 | 87,228 | $4.577M | 0.0% | $64.41 | -21.8% | COMMON STOCK | 550021109 |
| WT | WISDOMTREE INVESTMENTS INC COMMON STOCK USD 0.01 | 290,245 | $4.551M | 0.0% | $18.88 | -2.8% | COMMON STOCK | 97717P104 |
| — | INTERSIL CORP COMMON STOCK USD 0.01 | 355,637 | $4.538M | 0.0% | $8.36 | — | COMMON STOCK | 46069S109 |
| BDC | BELDEN INC COMMON STOCK USD 0.01 | 95,103 | $4.535M | 0.0% | $70.48 | -24.5% | COMMON STOCK | 077454106 |
| — | PROS HOLDINGS INC COMMON STOCK USD 0.001 | 196,413 | $4.525M | 0.0% | $24.23 | — | COMMON STOCK | 74346Y103 |
| — | HEARTLAND PAYMENT SYSTEMS INC COMMON STOCK USD | 47,631 | $4.516M | 0.0% | $47.02 | — | COMMON STOCK | 42235N108 |
| WSBC | WESBANCO INC COMMON STOCK USD 2.0833 | 150,201 | $4.509M | 0.0% | $30.16 | +6.7% | COMMON STOCK | 950810101 |
| KRG | KITE REALTY GROUP TRUST REIT USD 0.01 | 172,895 | $4.483M | 0.0% | $26.53 | — | EQUITIES - REIT | 49803T300 |
| HWC | HANCOCK HOLDING CO COMMON STOCK USD 3.33 | 178,100 | $4.483M | 0.0% | $28.68 | -4.9% | COMMON STOCK | 410120109 |
| — | MICHAEL KORS HOLDINGS LTD COMMON STOCK USD 0 | 111,699 | $4.475M | 0.0% | $53.59 | — | COMMON STOCK | G60754101 |
| FHI | FEDERATED INVESTORS INC COMMON STOCK USD 0 | 155,982 | $4.469M | 0.0% | $14.72 | +27.8% | COMMON STOCK | 314211103 |
| — | INTERSECT ENT INC COMMON STOCK USD 0.001 | 198,487 | $4.466M | 0.0% | $22.91 | — | COMMON STOCK | 46071F103 |
| KIM | KIMCO REALTY CORP REIT USD 0.01 | 168,666 | $4.463M | 0.0% | $15.89 | -0.1% | EQUITIES - REIT | 49446R109 |
| — | QUIDEL CORP COMMON STOCK USD 0.001 | 210,407 | $4.461M | 0.0% | $20.69 | — | COMMON STOCK | 74838J101 |
| — | CHUY'S HOLDINGS INC COMMON STOCK USD 0.01 | 142,220 | $4.457M | 0.0% | $34.01 | — | COMMON STOCK | 171604101 |
| KMPR | KEMPER CORP COMMON STOCK USD 0.1 | 119,518 | $4.452M | 0.0% | $33.87 | +13.2% | COMMON STOCK | 488401100 |
| SAIC | SCIENCE APPLICATIONS INTERNATIONAL CORP COMMON | 96,719 | $4.428M | 0.0% | $40.41 | +12.9% | COMMON STOCK | 808625107 |
| WDAY | WORKDAY INC COMMON STOCK USD 0.001 | 55,524 | $4.424M | 0.0% | $79.56 | +0.5% | COMMON STOCK | 98138H101 |
| — | CREE INC COMMON STOCK USD 0.00125 | 165,613 | $4.417M | 0.0% | $63.31 | — | COMMON STOCK | 225447101 |
| PNR | PENTAIR PLC COMMON STOCK USD 0.01 | 89,024 | $4.409M | 0.0% | $40.07 | -22.9% | COMMON STOCK | G7S00T104 |
| TGNA | TEGNA INC COMMON STOCK USD 1 | 172,704 | $4.407M | 0.0% | $17.96 | -5.8% | COMMON STOCK | 87901J105 |
| — | DIEBOLD INC COMMON STOCK USD 1.25 | 146,344 | $4.403M | 0.0% | $34.05 | — | COMMON STOCK | 253651103 |
| MSM | MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD | 78,251 | $4.403M | 0.0% | $80.98 | -25.3% | COMMON STOCK | 553530106 |
| — | HSN INC COMMON STOCK USD 0.01 | 86,870 | $4.402M | 0.0% | $59.54 | — | COMMON STOCK | 404303109 |
| — | HEALTHSOUTH CORP COMMON STOCK USD 0.01 | 126,272 | $4.396M | 0.0% | $34.16 | — | COMMON STOCK | 421924309 |
| RRX | REGAL BELOIT CORP COMMON STOCK USD 0.01 | 75,112 | $4.396M | 0.0% | $69.17 | -11.4% | COMMON STOCK | 758750103 |
| HAFC | HANMI FINANCIAL CORP COMMON STOCK USD 0.001 | 184,809 | $4.384M | 0.0% | $17.51 | +46.2% | COMMON STOCK | 410495204 |
| WEN | WENDY'S CO/THE COMMON STOCK USD 0.1 | 405,584 | $4.368M | 0.0% | $7.10 | +38.7% | COMMON STOCK | 95058W100 |
| — | ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK | 72,915 | $4.363M | 0.0% | $54.00 | — | COMMON STOCK | G0464B107 |
| MATV | SCHWEITZER-MAUDUIT INTERNATIONAL INC COMMON STOCK | 103,738 | $4.356M | 0.0% | $25.68 | -4.6% | COMMON STOCK | 808541106 |
| SLAB | SILICON LABORATORIES INC COMMON STOCK USD 0.0001 | 89,650 | $4.352M | 0.0% | $43.46 | +13.8% | COMMON STOCK | 826919102 |
| PTEN | PATTERSON-UTI ENERGY INC COMMON STOCK USD 0.01 | 288,169 | $4.346M | 0.0% | $22.34 | -31.2% | COMMON STOCK | 703481101 |
| — | MERIDIAN BIOSCIENCE INC COMMON STOCK USD 0 | 211,462 | $4.339M | 0.0% | $18.81 | — | COMMON STOCK | 589584101 |
| — | SEACOR HOLDINGS INC COMMON STOCK USD 0.01 | 82,324 | $4.327M | 0.0% | $88.11 | — | COMMON STOCK | 811904101 |
| BIGGQ | BIG LOTS INC COMMON STOCK USD 0.01 | 111,899 | $4.313M | 0.0% | $31.98 | +7.1% | COMMON STOCK | 089302103 |
| IVZ | INVESCO LTD COMMON STOCK USD 0.2 | 128,731 | $4.31M | 0.0% | $19.39 | +6.7% | COMMON STOCK | G491BT108 |
| MLI | MUELLER INDUSTRIES INC COMMON STOCK USD 0.01 | 158,502 | $4.295M | 0.0% | $11.35 | +7.6% | COMMON STOCK | 624756102 |
| SAM | BOSTON BEER CO INC/THE COMMON STOCK USD 0.01 | 21,265 | $4.294M | 0.0% | $234.77 | -6.6% | COMMON STOCK | 100557107 |
| WTFC | WINTRUST FINANCIAL CORP COMMON STOCK USD 0 | 88,475 | $4.293M | 0.0% | $42.29 | +20.7% | COMMON STOCK | 97650W108 |
| — | CRANE CO COMMON STOCK USD 1 | 89,434 | $4.279M | 0.0% | $58.58 | — | COMMON STOCK | 224399105 |
| — | ATLAS AIR WORLDWIDE HOLDINGS INC COMMON STOCK USD | 103,092 | $4.262M | 0.0% | $48.55 | — | COMMON STOCK | 049164205 |
| — | KATE SPADE & CO COMMON STOCK USD 1 | 239,575 | $4.257M | 0.0% | $33.94 | — | COMMON STOCK | 485865109 |
| UFCS | UNITED FIRE GROUP INC COMMON STOCK USD 0.001 | 110,834 | $4.246M | 0.0% | $33.13 | +14.6% | COMMON STOCK | 910340108 |
| GBCI | GLACIER BANCORP INC COMMON STOCK USD 0.01 | 159,285 | $4.226M | 0.0% | $17.27 | +14.4% | COMMON STOCK | 37637Q105 |
| BGS | B&G FOODS INC COMMON STOCK USD 0.01 | 120,474 | $4.219M | 0.0% | $13.00 | +25.9% | COMMON STOCK | 05508R106 |
| LSTR | LANDSTAR SYSTEM INC COMMON STOCK USD 0.01 | 71,663 | $4.203M | 0.0% | $51.91 | — | COMMON STOCK | 515098101 |
| VMI | VALMONT INDUSTRIES INC COMMON STOCK USD 1 | 39,617 | $4.2M | 0.0% | $146.22 | -25.9% | COMMON STOCK | 920253101 |
| — | DREAMWORKS ANIMATION SKG INC COMMON STOCK USD 0.01 | 162,960 | $4.199M | 0.0% | $26.17 | — | COMMON STOCK | 26153C103 |
| PCH | POTLATCH CORP REIT USD 1 | 138,611 | $4.192M | 0.0% | $40.34 | — | EQUITIES - REIT | 737630103 |
| WABC | WESTAMERICA BANCORPORATION COMMON STOCK USD 0 | 88,782 | $4.151M | 0.0% | $31.00 | +8.6% | COMMON STOCK | 957090103 |
| CVBF | CVB FINANCIAL CORP COMMON STOCK USD 0 | 245,024 | $4.146M | 0.0% | $7.41 | +65.9% | COMMON STOCK | 126600105 |
| AMD | ADVANCED MICRO DEVICES INC COMMON STOCK USD 0.01 | 1,444,027 | $4.144M | 0.0% | $3.58 | -37.5% | COMMON STOCK | 007903107 |
| ICUI | ICU MEDICAL INC COMMON STOCK USD 0.1 | 36,714 | $4.141M | 0.0% | $79.92 | +38.3% | COMMON STOCK | 44930G107 |
| KBR | KBR INC COMMON STOCK USD 0.001 | 242,915 | $4.11M | 0.0% | $26.05 | -39.1% | COMMON STOCK | 48242W106 |
| — | MICROSEMI CORP COMMON STOCK USD 0.2 | 125,838 | $4.101M | 0.0% | $27.32 | — | COMMON STOCK | 595137100 |
| — | FRONTIER COMMUNICATIONS CORP COMMON STOCK USD 0.25 | 874,143 | $4.082M | 0.0% | $4.38 | — | COMMON STOCK | 35906A108 |
| — | WABCO HOLDINGS INC COMMON STOCK USD 0.01 | 39,829 | $4.073M | 0.0% | $117.14 | — | COMMON STOCK | 92927K102 |
| EIG | EMPLOYERS HOLDINGS INC COMMON STOCK USD 0.01 | 148,985 | $4.067M | 0.0% | $17.77 | +9.6% | COMMON STOCK | 292218104 |
| RF | REGIONS FINANCIAL CORP COMMON STOCK USD 0.01 | 423,092 | $4.062M | 0.0% | $5.99 | +11.5% | COMMON STOCK | 7591EP100 |
| — | GENERAL CABLE CORP COMMON STOCK USD 0.01 | 302,389 | $4.061M | 0.0% | $18.82 | — | COMMON STOCK | 369300108 |
| CMP | COMPASS MINERALS INTERNATIONAL INC COMMON STOCK | 53,882 | $4.056M | 0.0% | $57.41 | +3.8% | COMMON STOCK | 20451N101 |
| — | INTERNATIONAL SPEEDWAY CORP COMMON STOCK USD 0.01 | 119,504 | $4.03M | 0.0% | $31.52 | — | COMMON STOCK | 460335201 |
| IMAX | IMAX CORP COMMON STOCK USD 0 | 113,071 | $4.019M | 0.0% | $36.09 | +3.9% | COMMON STOCK | 45245E109 |
| — | TESSERA TECHNOLOGIES INC COMMON STOCK USD 0.001 | 133,837 | $4.016M | 0.0% | $26.78 | — | COMMON STOCK | 88164L100 |
| ITUB | ITAU UNIBANCO HOLDING SA ADR USD 0 | 614,774 | $4.002M | 0.0% | $9.05 | — | ADR | 465562106 |
| CCK | CROWN HOLDINGS INC COMMON STOCK USD 5 | 78,866 | $3.999M | 0.0% | $41.69 | +16.0% | COMMON STOCK | 228368106 |
| BHE | BENCHMARK ELECTRONICS INC COMMON STOCK USD 0.1 | 193,221 | $3.994M | 0.0% | $17.51 | +0.4% | COMMON STOCK | 08160H101 |
| BMO | BANK OF MONTREAL COMMON STOCK CAD 0 | 70,545 | $3.98M | 0.0% | $39.19 | -2.5% | COMMON STOCK | 063671101 |
| TCBK | TRICO BANCSHARES COMMON STOCK USD 0 | 145,041 | $3.98M | 0.0% | $24.66 | +10.3% | COMMON STOCK | 896095106 |
| IBOC | INTERNATIONAL BANCSHARES CORP COMMON STOCK USD 1 | 154,837 | $3.979M | 0.0% | $15.58 | +35.3% | COMMON STOCK | 459044103 |
| — | DEAN FOODS CO COMMON STOCK USD | 231,671 | $3.973M | 0.0% | $18.80 | — | COMMON STOCK | 242370203 |
| INN | SUMMIT HOTEL PROPERTIES INC REIT USD | 331,994 | $3.967M | 0.0% | $10.92 | — | EQUITIES - REIT | 866082100 |
| PCTY | PAYLOCITY HOLDING CORP COMMON STOCK USD 0.001 | 97,759 | $3.964M | 0.0% | $26.84 | +43.1% | COMMON STOCK | 70438V106 |
| — | ASCENA RETAIL GROUP INC COMMON STOCK USD 0.01 | 402,075 | $3.96M | 0.0% | $16.82 | — | COMMON STOCK | 04351G101 |
| AAON | AAON INC COMMON STOCK USD 0.004 | 170,157 | $3.951M | 0.0% | $13.13 | +8.2% | COMMON STOCK | 000360206 |
| — | IBERIABANK CORP COMMON STOCK USD 1 | 71,644 | $3.945M | 0.0% | $54.77 | — | COMMON STOCK | 450828108 |
| GEO | GEO GROUP INC/THE REIT USD 0.01 | 136,427 | $3.944M | 0.0% | $14.32 | -16.2% | COMMON STOCK | 36162J106 |
| FCN | FTI CONSULTING INC COMMON STOCK USD 0.01 | 113,664 | $3.94M | 0.0% | $35.15 | +9.3% | COMMON STOCK | 302941109 |
| — | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO COMMON | 163,925 | $3.939M | 0.0% | $24.65 | — | COMMON STOCK | 025676206 |
| BANC | BANC OF CALIFORNIA INC COMMON STOCK USD 0.01 | 268,542 | $3.926M | 0.0% | $9.52 | +14.0% | COMMON STOCK | 05990K106 |
| RGLD | ROYAL GOLD INC COMMON STOCK USD 0.01 | 107,631 | $3.925M | 0.0% | $53.69 | -22.2% | COMMON STOCK | 780287108 |
| GPC | GENUINE PARTS CO COMMON STOCK USD 1 | 45,682 | $3.924M | 0.0% | $54.62 | +19.4% | COMMON STOCK | 372460105 |
| TRMK | TRUSTMARK CORP COMMON STOCK USD 0 | 170,100 | $3.919M | 0.0% | $16.46 | +7.8% | COMMON STOCK | 898402102 |
| — | VIRTUSA CORP COMMON STOCK USD 0.01 | 94,700 | $3.915M | 0.0% | $44.31 | — | COMMON STOCK | 92827P102 |
| — | LEXMARK INTERNATIONAL INC COMMON STOCK USD 0.01 | 120,350 | $3.905M | 0.0% | $37.35 | — | COMMON STOCK | 529771107 |
| — | VMWARE INC COMMON STOCK USD 0.01 | 69,000 | $3.903M | 0.0% | $83.92 | — | COMMON STOCK | 928563402 |
| MAR | MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD | 58,201 | $3.902M | 0.0% | $39.27 | +67.1% | COMMON STOCK | 571903202 |
| ROL | ROLLINS INC COMMON STOCK USD 1 | 150,301 | $3.893M | 0.0% | $6.93 | +50.9% | COMMON STOCK | 775711104 |
| — | POPEYES LOUISIANA KITCHEN INC COMMON STOCK USD | 66,521 | $3.891M | 0.0% | $53.52 | — | COMMON STOCK | 732872106 |
| — | ROCKWELL COLLINS INC COMMON STOCK USD 0.01 | 42,115 | $3.887M | 0.0% | $70.31 | — | COMMON STOCK | 774341101 |
| O | REALTY INCOME CORP REIT USD 1 | 75,183 | $3.882M | 0.0% | $25.55 | +16.5% | EQUITIES - REIT | 756109104 |
| — | HAWAIIAN HOLDINGS INC COMMON STOCK USD 0.01 | 109,845 | $3.881M | 0.0% | $12.33 | — | COMMON STOCK | 419879101 |
| SWX | SOUTHWEST GAS CORP COMMON STOCK USD 1 | 70,268 | $3.876M | 0.0% | $50.08 | +13.9% | COMMON STOCK | 844895102 |
| SIGI | SELECTIVE INSURANCE GROUP INC COMMON STOCK USD 2 | 115,406 | $3.875M | 0.0% | $20.20 | +47.2% | COMMON STOCK | 816300107 |
| MATX | MATSON INC COMMON STOCK USD 0 | 90,723 | $3.868M | 0.0% | $22.35 | +73.1% | COMMON STOCK | 57686G105 |
| MLKN | HERMAN MILLER INC COMMON STOCK USD 0.2 | 134,724 | $3.867M | 0.0% | $19.62 | +22.2% | COMMON STOCK | 600544100 |
| — | MEREDITH CORP COMMON STOCK USD 1 | 89,360 | $3.865M | 0.0% | $47.52 | — | COMMON STOCK | 589433101 |
| — | ANACOR PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 34,211 | $3.865M | 0.0% | $20.22 | — | COMMON STOCK | 032420101 |
| — | SYMETRA FINANCIAL CORP COMMON STOCK USD 0.01 | 121,438 | $3.858M | 0.0% | $16.39 | — | COMMON STOCK | 87151Q106 |
| ONB | OLD NATIONAL BANCORP/IN COMMON STOCK USD 0 | 284,291 | $3.855M | 0.0% | $13.56 | +4.3% | COMMON STOCK | 680033107 |
| — | ACXIOM CORP COMMON STOCK USD 0.1 | 183,191 | $3.832M | 0.0% | $21.53 | — | COMMON STOCK | 005125109 |
| — | ENDO INTERNATIONAL PLC COMMON STOCK | 62,505 | $3.827M | 0.0% | $68.75 | — | COMMON STOCK | G30401106 |
| MOG/A | MOOG INC COMMON STOCK USD 1 | 63,029 | $3.82M | 0.0% | $52.15 | +9.9% | COMMON STOCK | 615394202 |
| — | SPIRIT AIRLINES INC COMMON STOCK USD 0.0001 | 95,800 | $3.818M | 0.0% | $49.16 | — | COMMON STOCK | 848577102 |
| WCC | WESCO INTERNATIONAL INC COMMON STOCK USD 0.01 | 87,320 | $3.814M | 0.0% | $72.06 | -37.1% | COMMON STOCK | 95082P105 |
| MUSA | MURPHY USA INC COMMON STOCK USD | 62,745 | $3.811M | 0.0% | $38.02 | +52.9% | COMMON STOCK | 626755102 |
| PFS | PROVIDENT FINANCIAL SERVICES INC COMMON STOCK USD | 186,766 | $3.763M | 0.0% | $10.23 | +24.8% | COMMON STOCK | 74386T105 |
| — | TEAM HEALTH HOLDINGS INC COMMON STOCK USD 0.01 | 85,639 | $3.759M | 0.0% | $43.46 | — | COMMON STOCK | 87817A107 |
| — | WRIGHT MEDICAL GROUP NV CVR | 155,026 | $3.749M | 0.0% | $24.18 | — | COMMON STOCK | N96617118 |
| — | ATWOOD OCEANICS INC COMMON STOCK USD 1 | 365,993 | $3.744M | 0.0% | $29.70 | — | COMMON STOCK | 050095108 |
| — | KLX INC COMMON STOCK USD 0.01 | 121,476 | $3.74M | 0.0% | $42.07 | — | COMMON STOCK | 482539103 |
| — | MAGELLAN HEALTH INC COMMON STOCK USD 0.01 | 60,503 | $3.731M | 0.0% | $61.04 | — | COMMON STOCK | 559079207 |
| STC | STEWART INFORMATION SERVICES CORP COMMON STOCK USD | 99,755 | $3.724M | 0.0% | $35.95 | +13.6% | COMMON STOCK | 860372101 |
| — | SUPERIOR ENERGY SERVICES INC COMMON STOCK USD | 275,941 | $3.717M | 0.0% | $25.89 | — | COMMON STOCK | 868157108 |
| — | SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD | 105,416 | $3.714M | 0.0% | $37.70 | — | COMMON STOCK | 87157B103 |
| — | SYKES ENTERPRISES INC COMMON STOCK USD 0.01 | 120,516 | $3.709M | 0.0% | $22.01 | — | COMMON STOCK | 871237103 |
| MEOH | METHANEX CORP COMMON STOCK CAD 0 | 112,123 | $3.701M | 0.0% | $41.59 | -8.1% | COMMON STOCK | 59151K108 |
| CNMD | CONMED CORP COMMON STOCK USD 0.01 | 83,858 | $3.694M | 0.0% | $30.80 | +26.0% | COMMON STOCK | 207410101 |
| — | ROWAN COS PLC COMMON STOCK USD 0.125 | 217,769 | $3.691M | 0.0% | $27.21 | — | COMMON STOCK | G7665A101 |
| — | CABELA'S INC COMMON STOCK USD 0.01 | 78,863 | $3.685M | 0.0% | $63.89 | — | COMMON STOCK | 126804301 |
| — | RITE AID CORP COMMON STOCK USD 1 | 468,700 | $3.675M | 0.0% | $6.58 | — | COMMON STOCK | 767754104 |
| GRMN | GARMIN LTD COMMON STOCK USD 10 | 98,677 | $3.668M | 0.0% | $30.21 | -9.7% | COMMON STOCK | H2906T109 |
| — | PLANTRONICS INC COMMON STOCK USD 0.01 | 77,155 | $3.659M | 0.0% | $44.12 | — | COMMON STOCK | 727493108 |
| NRG | NRG ENERGY INC COMMON STOCK USD 0.01 | 310,746 | $3.657M | 0.0% | $22.24 | -54.4% | COMMON STOCK | 629377508 |
| — | KAPSTONE PAPER AND PACKAGING CORP COMMON STOCK USD | 161,816 | $3.655M | 0.0% | $33.49 | — | COMMON STOCK | 48562P103 |
| — | GREAT WESTERN BANCORP INC COMMON STOCK USD 0.01 | 125,293 | $3.636M | 0.0% | $24.73 | — | COMMON STOCK | 391416104 |
| — | FLIR SYSTEMS INC COMMON STOCK USD 0.01 | 129,463 | $3.634M | 0.0% | $30.20 | — | COMMON STOCK | 302445101 |
| DECK | DECKERS OUTDOOR CORP COMMON STOCK USD 0.01 | 76,987 | $3.634M | 0.0% | $11.75 | -24.6% | COMMON STOCK | 243537107 |
| — | MAIDEN HOLDINGS LTD COMMON STOCK USD 0.01 | 242,224 | $3.612M | 0.0% | $11.43 | — | COMMON STOCK | G5753U112 |
| HNI | HNI CORP COMMON STOCK USD 1 | 100,069 | $3.608M | 0.0% | $35.08 | +20.7% | COMMON STOCK | 404251100 |
| — | GREATBATCH INC COMMON STOCK USD 0.001 | 68,711 | $3.607M | 0.0% | $38.40 | — | COMMON STOCK | 39153L106 |
| — | SOTHEBY'S COMMON STOCK USD 0.01 | 139,785 | $3.601M | 0.0% | $38.39 | — | COMMON STOCK | 835898107 |
| PLUS | EPLUS INC COMMON STOCK USD 0.01 | 38,549 | $3.595M | 0.0% | $18.68 | +20.3% | COMMON STOCK | 294268107 |
| — | HALYARD HEALTH INC COMMON STOCK USD 0.01 | 106,887 | $3.571M | 0.0% | $43.63 | — | COMMON STOCK | 40650V100 |
| — | STARWOOD HOTELS & RESORTS WORLDWIDE INC COMMON | 51,274 | $3.552M | 0.0% | $68.76 | — | COMMON STOCK | 85590A401 |
| PRK | PARK NATIONAL CORP COMMON STOCK USD 0 | 39,221 | $3.549M | 0.0% | $81.45 | +14.6% | COMMON STOCK | 700658107 |
| DVA | DAVITA HEALTHCARE PARTNERS INC COMMON STOCK USD | 50,707 | $3.535M | 0.0% | $65.67 | +11.6% | COMMON STOCK | 23918K108 |
| — | DEVRY EDUCATION GROUP INC | 139,630 | $3.534M | 0.0% | $30.73 | — | COMMON STOCK | 251893103 |
| TSM | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD ADR USD | 154,900 | $3.524M | 0.0% | $22.75 | — | ADR | 874039100 |
| — | CALLON PETROLEUM CO COMMON STOCK USD 0.01 | 422,249 | $3.522M | 0.0% | $7.78 | — | COMMON STOCK | 13123X102 |
| BBT | BERKSHIRE HILLS BANCORP INC COMMON STOCK USD 0.01 | 120,574 | $3.51M | 0.0% | $19.32 | +11.3% | COMMON STOCK | 084680107 |
| MRTN | MARTEN TRANSPORT LTD COMMON STOCK USD 0.01 | 198,262 | $3.509M | 0.0% | $5.66 | -0.1% | COMMON STOCK | 573075108 |
| CRS | CARPENTER TECHNOLOGY CORP COMMON STOCK USD 5 | 115,790 | $3.505M | 0.0% | $40.18 | -31.3% | COMMON STOCK | 144285103 |
| — | BLACK KNIGHT FINANCIAL SERVICES INC COMMON STOCK | 105,989 | $3.504M | 0.0% | $30.87 | — | COMMON STOCK | 09214X100 |
| LGND | LIGAND PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 32,279 | $3.5M | 0.0% | $47.56 | +29.8% | COMMON STOCK | 53220K504 |
| LPLA | LPL FINANCIAL HOLDINGS INC COMMON STOCK USD | 82,059 | $3.5M | 0.0% | $38.88 | +9.6% | COMMON STOCK | 50212V100 |
| — | MEDASSETS INC COMMON STOCK USD 0.01 | 112,996 | $3.496M | 0.0% | $20.36 | — | COMMON STOCK | 584045108 |
| USPH | US PHYSICAL THERAPY INC COMMON STOCK USD 0.01 | 65,048 | $3.492M | 0.0% | $27.29 | +83.6% | COMMON STOCK | 90337L108 |
| — | CAPSTEAD MORTGAGE CORP REIT USD 0.01 | 398,470 | $3.483M | 0.0% | $11.97 | — | EQUITIES - REIT | 14067E506 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD ADR USD 0.01 | 206,581 | $3.471M | 0.0% | $21.57 | — | ADR | 585464100 |
| ABM | ABM INDUSTRIES INC COMMON STOCK USD 0.01 | 121,040 | $3.446M | 0.0% | $21.42 | +9.7% | COMMON STOCK | 000957100 |
| EC | ECOPETROL SA ADR USD | 490,000 | $3.435M | 0.0% | $7.01 | — | ADR | 279158109 |
| PRGS | PROGRESS SOFTWARE CORP COMMON STOCK USD 0.01 | 142,965 | $3.431M | 0.0% | $25.10 | -4.9% | COMMON STOCK | 743312100 |
| — | INC RESEARCH HOLDINGS INC COMMON STOCK USD 0.01 | 70,532 | $3.422M | 0.0% | $38.30 | — | COMMON STOCK | 45329R109 |
| HBAN | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD 0.01 | 309,313 | $3.421M | 0.0% | $5.36 | +37.7% | COMMON STOCK | 446150104 |
| — | LIBERTY INTERACTIVE CORP QVC GROUP TRACKING STK | 125,000 | $3.415M | 0.0% | $27.35 | — | COMMON STOCK | 53071M104 |
| PZZA | PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD | 60,930 | $3.404M | 0.0% | $36.32 | +37.3% | COMMON STOCK | 698813102 |
| HUBG | HUB GROUP INC COMMON STOCK USD 0.01 | 103,273 | $3.403M | 0.0% | $20.09 | -7.2% | COMMON STOCK | 443320106 |
| — | TEAM INC COMMON STOCK USD 0.3 | 106,285 | $3.397M | 0.0% | $37.72 | — | COMMON STOCK | 878155100 |
| ENR | ENERGIZER HOLDINGS INC COMMON STOCK 0 | 99,440 | $3.387M | 0.0% | $28.77 | -4.3% | COMMON STOCK | 29272W109 |
| — | CHICO'S FAS INC COMMON STOCK USD 0.01 | 317,165 | $3.384M | 0.0% | $16.95 | — | COMMON STOCK | 168615102 |
| — | GRAMERCY PROPERTY TRUST | 436,486 | $3.37M | 0.0% | $7.72 | — | EQUITIES - REIT | 385002100 |
| NTES | NETEASE INC ADR USD 0.0001 | 18,580 | $3.367M | 0.0% | $180.97 | — | ADR | 64110W102 |
| — | LANNETT CO INC COMMON STOCK USD 0.001 | 83,580 | $3.353M | 0.0% | $33.64 | — | COMMON STOCK | 516012101 |
| — | FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD 0.01 | 181,838 | $3.351M | 0.0% | $16.18 | — | COMMON STOCK | 320867104 |
| — | CORE-MARK HOLDING CO INC COMMON STOCK USD 0.01 | 40,838 | $3.346M | 0.0% | $61.56 | — | COMMON STOCK | 218681104 |
| KEY | KEYCORP COMMON STOCK USD 1 | 253,564 | $3.345M | 0.0% | $6.51 | +33.3% | COMMON STOCK | 493267108 |
| H | HYATT HOTELS CORP COMMON STOCK USD 0.01 | 71,000 | $3.338M | 0.0% | $43.18 | +11.3% | COMMON STOCK | 448579102 |
| FRCB | FIRST REPUBLIC BANK/CA COMMON STOCK | 50,500 | $3.336M | 0.0% | $49.50 | +26.7% | COMMON STOCK | 33616C100 |
| — | MEDICINES CO/THE COMMON STOCK USD 0.001 | 88,614 | $3.309M | 0.0% | $32.05 | — | COMMON STOCK | 584688105 |
| TKR | TIMKEN CO/THE COMMON STOCK USD 0 | 115,712 | $3.308M | 0.0% | $40.70 | -26.0% | COMMON STOCK | 887389104 |
| KMX | CARMAX INC COMMON STOCK USD 0.5 | 61,173 | $3.302M | 0.0% | $45.40 | +25.7% | COMMON STOCK | 143130102 |
| MCHB | HOMESTREET INC COMMON STOCK USD 0 | 151,690 | $3.293M | 0.0% | $21.68 | +0.9% | COMMON STOCK | 43785V102 |
| OIS | OIL STATES INTERNATIONAL INC COMMON STOCK USD 0.01 | 120,418 | $3.281M | 0.0% | $49.08 | -39.4% | COMMON STOCK | 678026105 |
| FFIC | FLUSHING FINANCIAL CORP COMMON STOCK USD 0.01 | 151,483 | $3.278M | 0.0% | $9.72 | +39.7% | COMMON STOCK | 343873105 |
| CPF | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK USD 0 | 148,325 | $3.266M | 0.0% | $14.71 | +1.8% | COMMON STOCK | 154760409 |
| TEX | TEREX CORP COMMON STOCK USD 0.01 | 176,029 | $3.253M | 0.0% | $30.60 | -35.4% | COMMON STOCK | 880779103 |
| — | FCB FINANCIAL HOLDINGS INC COMMON STOCK USD 0.001 | 90,741 | $3.248M | 0.0% | $32.61 | — | COMMON STOCK | 30255G103 |
| RRGB | RED ROBIN GOURMET BURGERS INC COMMON STOCK USD | 52,568 | $3.246M | 0.0% | $72.23 | -2.9% | COMMON STOCK | 75689M101 |
| — | LEGACYTEXAS FINANCIAL GROUP INC COMMON STOCK USD | 128,430 | $3.213M | 0.0% | $22.73 | — | COMMON STOCK | 52471Y106 |
| MKSI | MKS INSTRUMENTS INC COMMON STOCK USD 0 | 89,174 | $3.21M | 0.0% | $26.62 | +22.2% | COMMON STOCK | 55306N104 |
| — | PHARMERICA CORP COMMON STOCK USD 0.01 | 91,264 | $3.194M | 0.0% | $30.46 | — | COMMON STOCK | 71714F104 |
| — | COBALT INTERNATIONAL ENERGY INC COMMON STOCK USD | 589,246 | $3.182M | 0.0% | $25.04 | — | COMMON STOCK | 19075F106 |
| CATO | CATO CORP/THE COMMON STOCK USD 0.033 | 86,149 | $3.172M | 0.0% | $17.76 | +18.7% | COMMON STOCK | 149205106 |
| SUI | SUN COMMUNITIES INC REIT USD 0.01 | 46,033 | $3.155M | 0.0% | $50.03 | — | EQUITIES - REIT | 866674104 |
| — | KEURIG GREEN MOUNTAIN INC COMMON STOCK USD 0.1 | 35,060 | $3.155M | 0.0% | $101.02 | — | COMMON STOCK | 49271M100 |
| GATX | GATX CORP COMMON STOCK USD 0.625 | 73,947 | $3.146M | 0.0% | $37.44 | -4.9% | COMMON STOCK | 361448103 |
| — | CAMBREX CORP COMMON STOCK USD 0.1 | 66,615 | $3.137M | 0.0% | $30.97 | — | COMMON STOCK | 132011107 |
| APOG | APOGEE ENTERPRISES INC COMMON STOCK USD 0.333 | 72,079 | $3.136M | 0.0% | $36.36 | +8.9% | COMMON STOCK | 037598109 |
| — | TEXTURA CORP COMMON STOCK USD 0.001 | 145,288 | $3.135M | 0.0% | $22.01 | — | COMMON STOCK | 883211104 |
| QUAD | QUAD/GRAPHICS INC COMMON STOCK USD 0.025 | 335,601 | $3.121M | 0.0% | $17.56 | -38.7% | COMMON STOCK | 747301109 |
| — | COCA-COLA ENTERPRISES INC COMMON STOCK USD 0.01 | 63,239 | $3.114M | 0.0% | $35.84 | — | COMMON STOCK | 19122T109 |
| CABO | CABLE ONE INC COMMON STOCK USD 0.01 | 7,153 | $3.102M | 0.0% | $366.69 | +6.9% | COMMON STOCK | 12685J105 |
| — | SPARTANNASH CO COMMON STOCK USD 0 | 143,072 | $3.096M | 0.0% | $21.75 | — | COMMON STOCK | 847215100 |
| ABEV | AMBEV SA ADR USD 0 | 686,871 | $3.063M | 0.0% | $4.46 | — | ADR | 02319V103 |
| BF/B | BROWN-FORMAN CORP COMMON STOCK USD 0.15 | 30,680 | $3.046M | 0.0% | $24.30 | +43.3% | COMMON STOCK | 115637209 |
| ENS | ENERSYS COMMON STOCK USD 0.01 | 54,443 | $3.045M | 0.0% | $45.70 | +20.0% | COMMON STOCK | 29275Y102 |
| MSA | MSA SAFETY INC COMMON STOCK USD 0 | 70,035 | $3.044M | 0.0% | $52.42 | -16.4% | COMMON STOCK | 553498106 |
| — | TRUSTCO BANK CORP NY COMMON STOCK USD 1 | 495,467 | $3.042M | 0.0% | $6.33 | — | COMMON STOCK | 898349105 |
| BLMN | BLOOMIN' BRANDS INC COMMON STOCK USD 0.01 | 180,097 | $3.042M | 0.0% | $16.69 | -19.2% | COMMON STOCK | 094235108 |
| FDP | FRESH DEL MONTE PRODUCE INC COMMON STOCK USD 0.01 | 77,942 | $3.03M | 0.0% | $28.68 | +21.8% | COMMON STOCK | G36738105 |
| FRME | FIRST MERCHANTS CORP COMMON STOCK USD 0 | 118,490 | $3.012M | 0.0% | $13.52 | +45.1% | COMMON STOCK | 320817109 |
| BALL | BALL CORP COMMON STOCK USD 0 | 41,313 | $3.005M | 0.0% | $26.11 | +17.7% | COMMON STOCK | 058498106 |
| — | MAINSOURCE FINANCIAL GROUP INC COMMON STOCK USD 0 | 131,135 | $3M | 0.0% | $16.42 | — | COMMON STOCK | 56062Y102 |
| OTEX | OPEN TEXT CORP COMMON STOCK CAD 0 | 62,400 | $2.991M | 0.0% | $15.10 | +24.6% | COMMON STOCK | 683715106 |
| ACCO | ACCO BRANDS CORP COMMON STOCK USD 0.01 | 419,387 | $2.99M | 0.0% | $5.00 | +8.4% | COMMON STOCK | 00081T108 |
| — | LENDINGCLUB CORP COMMON STOCK USD 0.01 | 270,459 | $2.989M | 0.0% | $11.05 | — | COMMON STOCK | 52603A109 |
| — | HFF INC COMMON STOCK USD 0.01 | 96,045 | $2.984M | 0.0% | $28.08 | — | COMMON STOCK | 40418F108 |
| MKC | MCCORMICK & CO INC/MD COMMON STOCK USD 0 | 34,802 | $2.978M | 0.0% | $28.98 | +20.1% | COMMON STOCK | 579780206 |
| GLOB | GLOBANT SA COMMON STOCK USD 1.2 | 79,355 | $2.977M | 0.0% | $27.28 | +27.1% | COMMON STOCK | L44385109 |
| — | TALMER BANCORP INC COMMON STOCK USD 1 | 164,130 | $2.972M | 0.0% | $16.59 | — | COMMON STOCK | 87482X101 |
| HAE | HAEMONETICS CORP COMMON STOCK USD 0.01 | 91,267 | $2.942M | 0.0% | $38.87 | -16.6% | COMMON STOCK | 405024100 |
| PLCE | CHILDREN'S PLACE INC/THE | 53,041 | $2.928M | 0.0% | $60.44 | -11.0% | COMMON STOCK | 168905107 |
| FSS | FEDERAL SIGNAL CORP COMMON STOCK USD 1 | 184,723 | $2.928M | 0.0% | $12.40 | +13.9% | COMMON STOCK | 313855108 |
| — | SOUTH JERSEY INDUSTRIES INC COMMON STOCK USD 1.25 | 124,393 | $2.926M | 0.0% | $30.29 | — | COMMON STOCK | 838518108 |
| — | PIEDMONT NATURAL GAS CO INC COMMON STOCK USD 0 | 51,275 | $2.924M | 0.0% | $34.62 | — | COMMON STOCK | 720186105 |
| GNW | GENWORTH FINANCIAL INC COMMON STOCK USD 0.001 | 781,540 | $2.915M | 0.0% | $6.43 | -28.1% | COMMON STOCK | 37247D106 |
| — | CASH AMERICA INTERNATIONAL INC COMMON STOCK USD | 97,034 | $2.906M | 0.0% | $41.81 | — | COMMON STOCK | 14754D100 |
| — | SINCLAIR BROADCAST GROUP INC COMMON STOCK USD 0.01 | 89,098 | $2.899M | 0.0% | $30.00 | — | COMMON STOCK | 829226109 |
| COLB | COLUMBIA BANKING SYSTEM INC COMMON STOCK USD 0 | 89,101 | $2.897M | 0.0% | $15.02 | +43.6% | COMMON STOCK | 197236102 |
| BWXT | BWX TECHNOLOGIES INC COMMON STOCK USD 0.01 | 91,146 | $2.896M | 0.0% | $22.66 | +15.6% | COMMON STOCK | 05605H100 |
| — | NAVIGATORS GROUP INC/THE COMMON STOCK USD 0.1 | 33,737 | $2.894M | 0.0% | $72.58 | — | COMMON STOCK | 638904102 |
| IFF | INTERNATIONAL FLAVORS & FRAGRANCES INC COMMON | 24,171 | $2.892M | 0.0% | $63.14 | +43.1% | COMMON STOCK | 459506101 |
| TRIP | TRIPADVISOR INC COMMON STOCK USD 0.001 | 33,904 | $2.89M | 0.0% | $73.63 | -2.5% | COMMON STOCK | 896945201 |
| AVA | AVISTA CORP COMMON STOCK USD 0 | 81,512 | $2.883M | 0.0% | $17.88 | +27.2% | COMMON STOCK | 05379B107 |
| — | DTS INC/CA COMMON STOCK USD 0.0001 | 127,189 | $2.872M | 0.0% | $27.83 | — | COMMON STOCK | 23335C101 |
| — | HEADWATERS INC COMMON STOCK USD 0.001 | 169,940 | $2.867M | 0.0% | $11.51 | — | COMMON STOCK | 42210P102 |
| — | SNYDER'S-LANCE INC COMMON STOCK USD 0.833 | 83,542 | $2.865M | 0.0% | $31.70 | — | COMMON STOCK | 833551104 |
| — | FIRST DEFIANCE FINANCIAL CORP COMMON STOCK USD | 75,670 | $2.859M | 0.0% | $26.54 | — | COMMON STOCK | 32006W106 |
| — | L-3 COMMUNICATIONS HOLDINGS INC COMMON STOCK USD | 23,885 | $2.854M | 0.0% | $120.09 | — | COMMON STOCK | 502424104 |
| — | STARZ COMMON STOCK USD 0.01 | 85,000 | $2.848M | 0.0% | $42.45 | — | COMMON STOCK | 85571Q102 |
| — | FINISAR CORP COMMON STOCK USD 0.001 | 195,564 | $2.844M | 0.0% | $15.70 | — | COMMON STOCK | 31787A507 |
| — | GUESS? INC COMMON STOCK USD 0.01 | 150,615 | $2.844M | 0.0% | $28.53 | — | COMMON STOCK | 401617105 |
| BKU | BANKUNITED INC COMMON STOCK USD 0.01 | 78,850 | $2.843M | 0.0% | $18.69 | +46.5% | COMMON STOCK | 06652K103 |
| AEIS | ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD | 100,724 | $2.843M | 0.0% | $22.51 | +24.1% | COMMON STOCK | 007973100 |
| MWA | MUELLER WATER PRODUCTS INC COMMON STOCK USD 0.01 | 330,185 | $2.84M | 0.0% | $6.04 | +22.9% | COMMON STOCK | 624758108 |
| FFBC | FIRST FINANCIAL BANCORP COMMON STOCK USD 0 | 156,762 | $2.833M | 0.0% | $10.12 | +29.6% | COMMON STOCK | 320209109 |
| — | MASONITE INTERNATIONAL CORP COMMON STOCK USD 0 | 46,248 | $2.832M | 0.0% | $62.21 | — | COMMON STOCK | 575385109 |
| — | OPHTHOTECH CORP COMMON STOCK USD 0.001 | 36,027 | $2.829M | 0.0% | $44.67 | — | COMMON STOCK | 683745103 |
| — | ARM HOLDINGS PLC ADR USD 0 | 62,400 | $2.823M | 0.0% | $47.05 | — | ADR | 042068106 |
| — | AVON PRODUCTS INC COMMON STOCK USD 0.25 | 695,961 | $2.819M | 0.0% | $9.09 | — | COMMON STOCK | 054303102 |
| WD | WALKER & DUNLOP INC COMMON STOCK USD | 97,540 | $2.81M | 0.0% | $16.79 | +40.6% | COMMON STOCK | 93148P102 |
| — | EDUCATION REALTY TRUST INC REIT USD 0.01 | 74,040 | $2.805M | 0.0% | $35.38 | — | EQUITIES - REIT | 28140H203 |
| VVX | VECTRUS INC COMMON STOCK USD 0.01 | 134,121 | $2.802M | 0.0% | $25.40 | -8.3% | COMMON STOCK | 92242T101 |
| RMAX | RE/MAX HOLDINGS INC COMMON STOCK USD 0.0001 | 75,042 | $2.799M | 0.0% | $26.23 | +16.5% | COMMON STOCK | 75524W108 |
| SNY | SANOFI ADR USD | 65,524 | $2.795M | 0.0% | $52.65 | — | ADR | 80105N105 |
| VAC | MARRIOTT VACATIONS WORLDWIDE CORP COMMON STOCK USD | 48,871 | $2.783M | 0.0% | $49.18 | +26.3% | COMMON STOCK | 57164Y107 |
| — | INTELIQUENT INC COMMON STOCK USD 0.001 | 156,363 | $2.779M | 0.0% | $10.92 | — | COMMON STOCK | 45825N107 |
| — | PDC ENERGY INC COMMON STOCK USD 0.01 | 52,066 | $2.779M | 0.0% | $52.66 | — | COMMON STOCK | 69327R101 |
| OSIS | OSI SYSTEMS INC COMMON STOCK USD 0 | 31,031 | $2.751M | 0.0% | $60.02 | +45.8% | COMMON STOCK | 671044105 |
| RWT | REDWOOD TRUST INC REIT USD 0.01 | 208,055 | $2.746M | 0.0% | $16.95 | — | EQUITIES - REIT | 758075402 |
| MLM | MARTIN MARIETTA MATERIALS INC COMMON STOCK USD | 20,099 | $2.745M | 0.0% | $93.65 | +49.9% | COMMON STOCK | 573284106 |
| — | YRC WORLDWIDE INC COMMON STOCK USD 1 | 191,341 | $2.713M | 0.0% | $15.08 | — | COMMON STOCK | 984249607 |
| — | GLOBAL BRASS & COPPER HOLDINGS INC COMMON STOCK | 127,216 | $2.71M | 0.0% | $16.27 | — | COMMON STOCK | 37953G103 |
| TDC | TERADATA CORP COMMON STOCK USD 0.01 | 102,554 | $2.709M | 0.0% | $46.72 | -39.6% | COMMON STOCK | 88076W103 |
| CCRN | CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD | 164,773 | $2.701M | 0.0% | $6.95 | +128.8% | COMMON STOCK | 227483104 |
| — | EL PASO ELECTRIC CO COMMON STOCK USD 0 | 69,561 | $2.678M | 0.0% | $35.73 | — | COMMON STOCK | 283677854 |
| MCY | MERCURY GENERAL CORP COMMON STOCK USD 0 | 57,408 | $2.673M | 0.0% | $43.26 | +17.1% | COMMON STOCK | 589400100 |
| KAI | KADANT INC COMMON STOCK USD 0.01 | 65,682 | $2.667M | 0.0% | $34.13 | +11.0% | COMMON STOCK | 48282T104 |
| — | WCI COMMUNITIES INC COMMON STOCK USD 0.01 | 119,620 | $2.665M | 0.0% | $23.10 | — | COMMON STOCK | 92923C807 |
| CC | CHEMOURS CO/THE COMMON STOCK USD | 496,861 | $2.663M | 0.0% | $8.63 | -46.6% | COMMON STOCK | 163851108 |
| — | MONSTER WORLDWIDE INC COMMON STOCK USD 0.001 | 464,663 | $2.663M | 0.0% | $5.90 | — | COMMON STOCK | 611742107 |
| — | MRC GLOBAL INC COMMON STOCK USD 0.01 | 206,174 | $2.66M | 0.0% | $14.09 | — | COMMON STOCK | 55345K103 |
| KN | KNOWLES CORP COMMON STOCK USD 0.01 | 198,600 | $2.647M | 0.0% | $27.20 | -37.3% | COMMON STOCK | 49926D109 |
| NTGR | NETGEAR INC COMMON STOCK USD 0.001 | 63,083 | $2.644M | 0.0% | $22.97 | +9.1% | COMMON STOCK | 64111Q104 |
| LEN | LENNAR CORP COMMON STOCK USD 0.1 | 54,043 | $2.643M | 0.0% | $32.85 | +32.0% | COMMON STOCK | 526057104 |
| CHRW | CH ROBINSON WORLDWIDE INC COMMON STOCK USD 0.1 | 42,539 | $2.638M | 0.0% | $43.06 | +22.8% | COMMON STOCK | 12541W209 |
| HOG | HARLEY-DAVIDSON INC COMMON STOCK USD 0.01 | 57,920 | $2.629M | 0.0% | $54.70 | -10.0% | COMMON STOCK | 412822108 |
| AIR | AAR CORP COMMON STOCK USD 1 | 99,737 | $2.622M | 0.0% | $24.07 | -6.9% | COMMON STOCK | 000361105 |
| — | BLUEBIRD BIO INC COMMON STOCK USD 0.01 | 40,800 | $2.62M | 0.0% | $74.00 | — | COMMON STOCK | 09609G100 |
| PCRX | PACIRA PHARMACEUTICALS INC/DE COMMON STOCK USD | 34,066 | $2.616M | 0.0% | $58.61 | -3.4% | COMMON STOCK | 695127100 |
| MOV | MOVADO GROUP INC COMMON STOCK USD 0.01 | 101,639 | $2.613M | 0.0% | $29.38 | -11.3% | COMMON STOCK | 624580106 |
| — | MALLINCKRODT PLC COMMON STOCK USD 0.2 | 34,985 | $2.611M | 0.0% | $89.15 | — | COMMON STOCK | G5785G107 |
| HXL | HEXCEL CORP COMMON STOCK USD 0.01 | 56,200 | $2.61M | 0.0% | $33.42 | +38.3% | COMMON STOCK | 428291108 |
| CINF | CINCINNATI FINANCIAL CORP COMMON STOCK USD 2 | 44,064 | $2.607M | 0.0% | $33.16 | +35.1% | COMMON STOCK | 172062101 |
| — | AARON'S INC COMMON STOCK USD 0.5 | 115,592 | $2.588M | 0.0% | $35.64 | — | COMMON STOCK | 002535300 |
| DY | DYCOM INDUSTRIES INC COMMON STOCK USD 0.333 | 36,969 | $2.586M | 0.0% | $35.62 | +123.2% | COMMON STOCK | 267475101 |
| — | UBIQUITI NETWORKS INC COMMON STOCK USD 0.001 | 81,426 | $2.58M | 0.0% | $32.79 | — | COMMON STOCK | 90347A100 |
| HLIT | HARMONIC INC COMMON STOCK USD 0.001 | 632,764 | $2.575M | 0.0% | $5.90 | -9.8% | COMMON STOCK | 413160102 |
| — | DIPLOMAT PHARMACY INC COMMON STOCK USD 0 | 75,201 | $2.573M | 0.0% | $32.85 | — | COMMON STOCK | 25456K101 |
| INFY | INFOSYS LTD ADR USD | 153,406 | $2.57M | 0.0% | $29.46 | — | ADR | 456788108 |
| — | SUNEDISON INC COMMON STOCK USD 0.01 | 503,733 | $2.564M | 0.0% | $10.96 | — | COMMON STOCK | 86732Y109 |
| FLR | FLUOR CORP COMMON STOCK USD 0.01 | 54,278 | $2.563M | 0.0% | $52.78 | -18.9% | COMMON STOCK | 343412102 |
| — | HEALTHCARE REALTY TRUST INC REIT USD 0.01 | 90,194 | $2.554M | 0.0% | $24.67 | — | EQUITIES - REIT | 421946104 |
| — | INNOPHOS HOLDINGS INC COMMON STOCK USD 0.001 | 87,940 | $2.549M | 0.0% | $45.66 | — | COMMON STOCK | 45774N108 |
| — | KRATON PERFORMANCE POLYMERS INC COMMON STOCK USD | 152,024 | $2.525M | 0.0% | $18.75 | — | COMMON STOCK | 50077C106 |
| SRI | STONERIDGE INC COMMON STOCK USD 0 | 169,994 | $2.516M | 0.0% | $10.72 | +25.4% | COMMON STOCK | 86183P102 |
| — | PLUM CREEK TIMBER CO INC REIT USD 0.01 | 52,591 | $2.51M | 0.0% | $46.58 | — | EQUITIES - REIT | 729251108 |
| — | DYNEGY INC COMMON STOCK USD 0.01 | 186,724 | $2.502M | 0.0% | $29.15 | — | COMMON STOCK | 26817R108 |
| — | TENNECO INC COMMON STOCK USD 0.01 | 54,454 | $2.5M | 0.0% | $50.43 | — | COMMON STOCK | 880349105 |
| SM | SM ENERGY CO COMMON STOCK USD 0.01 | 126,571 | $2.488M | 0.0% | $62.95 | -56.8% | COMMON STOCK | 78454L100 |
| — | OCWEN FINANCIAL CORP COMMON STOCK USD 0.01 | 356,363 | $2.484M | 0.0% | $30.96 | — | COMMON STOCK | 675746309 |
| — | CONSTELLIUM NV COMMON STOCK USD 0.02 | 322,337 | $2.482M | 0.0% | $19.85 | — | COMMON STOCK | N22035104 |
| KBH | KB HOME COMMON STOCK USD 1 | 200,845 | $2.476M | 0.0% | $18.90 | -36.8% | COMMON STOCK | 48666K109 |
| — | KANSAS CITY SOUTHERN COMMON STOCK USD 0.01 | 33,107 | $2.472M | 0.0% | $106.06 | — | COMMON STOCK | 485170302 |
| — | ANIXTER INTERNATIONAL INC COMMON STOCK USD 1 | 40,922 | $2.471M | 0.0% | $77.61 | — | COMMON STOCK | 035290105 |
| — | IMPAX LABORATORIES INC COMMON STOCK USD 0.01 | 57,674 | $2.466M | 0.0% | $23.64 | — | COMMON STOCK | 45256B101 |
| BYD | BOYD GAMING CORP COMMON STOCK USD 0.01 | 122,876 | $2.442M | 0.0% | $12.14 | +48.5% | COMMON STOCK | 103304101 |
| PRTA | PROTHENA CORP PLC COMMON STOCK USD 0.01 | 35,835 | $2.441M | 0.0% | $37.73 | +59.9% | COMMON STOCK | G72800108 |
| KMT | KENNAMETAL INC COMMON STOCK USD 1.25 | 127,139 | $2.441M | 0.0% | $28.90 | -32.6% | COMMON STOCK | 489170100 |
| — | NEUSTAR INC COMMON STOCK USD 0.001 | 101,853 | $2.441M | 0.0% | $45.97 | — | COMMON STOCK | 64126X201 |
| — | MDC HOLDINGS INC COMMON STOCK USD 0.01 | 95,371 | $2.435M | 0.0% | $31.92 | — | COMMON STOCK | 552676108 |
| ROG | ROGERS CORP COMMON STOCK USD 1 | 47,218 | $2.435M | 0.0% | $67.08 | -21.9% | COMMON STOCK | 775133101 |
| EVTC | EVERTEC INC COMMON STOCK USD 0.01 | 145,117 | $2.429M | 0.0% | $20.58 | -21.8% | COMMON STOCK | 30040P103 |
| AWI | ARMSTRONG WORLD INDUSTRIES INC COMMON STOCK USD | 53,040 | $2.426M | 0.0% | $49.32 | -8.3% | COMMON STOCK | 04247X102 |
| — | BBCN BANCORP INC COMMON STOCK USD 0.001 | 140,683 | $2.423M | 0.0% | $16.52 | — | COMMON STOCK | 073295107 |
| RDN | RADIAN GROUP INC COMMON STOCK USD 0.001 | 180,931 | $2.423M | 0.0% | $10.81 | +12.2% | COMMON STOCK | 750236101 |
| — | QLOGIC CORP COMMON STOCK USD 0.001 | 198,446 | $2.421M | 0.0% | $10.25 | — | COMMON STOCK | 747277101 |
| DAR | DARLING INGREDIENTS INC | 229,926 | $2.419M | 0.0% | $16.13 | -35.4% | COMMON STOCK | 237266101 |
| CPS | COOPER-STANDARD HOLDING INC COMMON STOCK USD 0.001 | 31,155 | $2.417M | 0.0% | $69.28 | +2.0% | COMMON STOCK | 21676P103 |
| — | ALLETE INC COMMON STOCK USD 0 | 47,498 | $2.414M | 0.0% | $50.57 | — | COMMON STOCK | 018522300 |
| — | PORTOLA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 46,890 | $2.412M | 0.0% | $29.41 | — | COMMON STOCK | 737010108 |
| GPRE | GREEN PLAINS INC COMMON STOCK USD 0.001 | 105,240 | $2.41M | 0.0% | $16.11 | +31.5% | COMMON STOCK | 393222104 |
| CEVA | CEVA INC COMMON STOCK USD 0.001 | 103,142 | $2.409M | 0.0% | $18.54 | +28.7% | COMMON STOCK | 157210105 |
| MTG | MGIC INVESTMENT CORP COMMON STOCK USD 1 | 271,591 | $2.398M | 0.0% | $6.39 | +46.9% | COMMON STOCK | 552848103 |
| — | CYNOSURE INC COMMON STOCK USD 0.001 | 53,473 | $2.389M | 0.0% | $24.44 | — | COMMON STOCK | 232577205 |
| AAT | AMERICAN ASSETS TRUST INC REIT USD 0.01 | 62,174 | $2.384M | 0.0% | $35.60 | — | EQUITIES - REIT | 024013104 |
| — | MOBILE MINI INC COMMON STOCK USD 0.01 | 76,542 | $2.383M | 0.0% | $33.98 | — | COMMON STOCK | 60740F105 |
| ACAD | ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 66,643 | $2.376M | 0.0% | $29.49 | +19.5% | COMMON STOCK | 004225108 |
| — | BROOKLINE BANCORP INC COMMON STOCK USD 0.01 | 206,156 | $2.371M | 0.0% | $10.68 | — | COMMON STOCK | 11373M107 |
| BUSE | FIRST BUSEY CORP COMMON STOCK USD 0.001 | 114,585 | $2.364M | 0.0% | $13.44 | +7.2% | COMMON STOCK | 319383204 |
| DHIL | DIAMOND HILL INVESTMENT GROUP INC COMMON STOCK USD | 12,502 | $2.363M | 0.0% | $55.47 | +103.3% | COMMON STOCK | 25264R207 |
| CNP | CENTERPOINT ENERGY INC COMMON STOCK USD 0.01 | 128,487 | $2.359M | 0.0% | $15.24 | -16.9% | COMMON STOCK | 15189T107 |
| SHOP | SHOPIFY INC COMMON STOCK CAD | 91,352 | $2.357M | 0.0% | $3.07 | -4.1% | COMMON STOCK | 82509L107 |
| — | COLUMBIA PIPELINE GROUP INC COMMON STOCK USD 0.01 | 117,453 | $2.349M | 0.0% | $18.64 | — | COMMON STOCK | 198280109 |
| — | DELEK US HOLDINGS INC COMMON STOCK USD 0.01 | 95,400 | $2.347M | 0.0% | $31.61 | — | COMMON STOCK | 246647101 |
| IOSP | INNOSPEC INC COMMON STOCK USD 0.01 | 43,214 | $2.347M | 0.0% | $36.00 | +33.6% | COMMON STOCK | 45768S105 |
| SCHL | SCHOLASTIC CORP COMMON STOCK USD 0.01 | 60,838 | $2.346M | 0.0% | $29.58 | +10.7% | COMMON STOCK | 807066105 |
| MHO | M/I HOMES INC COMMON STOCK USD 0.01 | 106,737 | $2.34M | 0.0% | $22.62 | +1.5% | COMMON STOCK | 55305B101 |
| — | WILSHIRE BANCORP INC COMMON STOCK USD 0 | 202,531 | $2.339M | 0.0% | $7.28 | — | COMMON STOCK | 97186T108 |
| FCX | FREEPORT-MCMORAN INC COMMON STOCK USD 0.1 | 345,389 | $2.338M | 0.0% | $24.59 | -64.9% | COMMON STOCK | 35671D857 |
| SMP | STANDARD MOTOR PRODUCTS INC COMMON STOCK USD 2 | 61,313 | $2.333M | 0.0% | $38.36 | +3.8% | COMMON STOCK | 853666105 |
| — | CHESAPEAKE ENERGY CORP COMMON STOCK USD 0.01 | 518,183 | $2.332M | 0.0% | $13.49 | — | COMMON STOCK | 165167107 |
| — | CHEMTURA CORP COMMON STOCK USD 0.01 | 85,350 | $2.327M | 0.0% | $21.66 | — | COMMON STOCK | 163893209 |
| RGEN | REPLIGEN CORP COMMON STOCK USD 0.01 | 82,025 | $2.32M | 0.0% | $27.56 | +4.7% | COMMON STOCK | 759916109 |
| EXTR | EXTREME NETWORKS INC COMMON STOCK USD 0.001 | 565,433 | $2.307M | 0.0% | $3.71 | +4.4% | COMMON STOCK | 30226D106 |
| — | ADTRAN INC COMMON STOCK USD 0.01 | 133,939 | $2.306M | 0.0% | $19.26 | — | COMMON STOCK | 00738A106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC COMMON STOCK USD 0.0001 | 16,332 | $2.296M | 0.0% | $135.72 | +2.1% | COMMON STOCK | G50871105 |
| OXM | OXFORD INDUSTRIES INC COMMON STOCK USD 1 | 35,959 | $2.295M | 0.0% | $64.27 | +7.2% | COMMON STOCK | 691497309 |
| — | AGL RESOURCES INC COMMON STOCK USD 5 | 35,785 | $2.283M | 0.0% | $55.17 | — | COMMON STOCK | 001204106 |
| LFUS | LITTELFUSE INC COMMON STOCK USD 0.01 | 21,281 | $2.277M | 0.0% | $72.80 | +41.4% | COMMON STOCK | 537008104 |
| CHE | CHEMED CORP COMMON STOCK USD 1 | 15,174 | $2.273M | 0.0% | $85.11 | +66.8% | COMMON STOCK | 16359R103 |
| HAS | HASBRO INC COMMON STOCK USD 0.5 | 33,695 | $2.27M | 0.0% | $38.30 | +36.7% | COMMON STOCK | 418056107 |
| ABCB | AMERIS BANCORP COMMON STOCK USD 1 | 66,492 | $2.26M | 0.0% | $16.03 | +76.0% | COMMON STOCK | 03076K108 |
| — | LUMINEX CORP COMMON STOCK USD 0.001 | 105,495 | $2.257M | 0.0% | $21.09 | — | COMMON STOCK | 55027E102 |
| AMKR | AMKOR TECHNOLOGY INC COMMON STOCK USD 0.001 | 371,227 | $2.257M | 0.0% | $7.15 | -21.1% | COMMON STOCK | 031652100 |
| RHP | RYMAN HOSPITALITY PROPERTIES INC REIT USD 0.01 | 43,663 | $2.255M | 0.0% | $58.72 | — | EQUITIES - REIT | 78377T107 |
| MMSI | MERIT MEDICAL SYSTEMS INC COMMON STOCK USD 0 | 120,786 | $2.245M | 0.0% | $17.81 | +13.0% | COMMON STOCK | 589889104 |
| KELYA | KELLY SERVICES INC COMMON STOCK USD 1 | 138,886 | $2.243M | 0.0% | $15.13 | -7.6% | COMMON STOCK | 488152208 |
| SABR | SABRE CORP COMMON STOCK USD 0.01 | 80,000 | $2.238M | 0.0% | $28.96 | 0.0% | COMMON STOCK | 78573M104 |
| CALY | CALLAWAY GOLF CO COMMON STOCK USD 0.01 | 237,455 | $2.237M | 0.0% | $8.60 | +10.3% | COMMON STOCK | 131193104 |
| — | ESSENDANT INC COMMON STOCK USD 0.1 | 68,742 | $2.235M | 0.0% | $37.52 | — | COMMON STOCK | 296689102 |
| PSMT | PRICESMART INC COMMON STOCK USD 0.0001 | 26,842 | $2.228M | 0.0% | $75.62 | +1.3% | COMMON STOCK | 741511109 |
| — | CHEMICAL FINANCIAL CORP COMMON STOCK USD 1 | 64,878 | $2.223M | 0.0% | $28.48 | — | COMMON STOCK | 163731102 |
| — | NEWFIELD EXPLORATION CO COMMON STOCK USD 0.01 | 67,983 | $2.214M | 0.0% | $31.31 | — | COMMON STOCK | 651290108 |
| PBH | PRESTIGE BRANDS HOLDINGS INC COMMON STOCK USD 0.01 | 42,726 | $2.2M | 0.0% | $28.49 | +74.4% | COMMON STOCK | 74112D101 |
| XYL | XYLEM INC/NY COMMON STOCK USD | 60,233 | $2.199M | 0.0% | $24.12 | +32.5% | COMMON STOCK | 98419M100 |
| XHR | XENIA HOTELS & RESORTS INC REIT USD 0.01 | 143,286 | $2.197M | 0.0% | $19.93 | — | EQUITIES - REIT | 984017103 |
| — | VERINT SYSTEMS INC COMMON STOCK USD 0.001 | 54,096 | $2.194M | 0.0% | $48.49 | — | COMMON STOCK | 92343X100 |
| — | LIBERTY VENTURES TRACKING STK USD 0.01 | 48,611 | $2.193M | 0.0% | $44.15 | — | COMMON STOCK | 53071M880 |
| HTH | HILLTOP HOLDINGS INC COMMON STOCK USD 0.01 | 114,064 | $2.192M | 0.0% | $20.54 | +1.5% | COMMON STOCK | 432748101 |
| AMWD | AMERICAN WOODMARK CORP COMMON STOCK USD 0 | 27,281 | $2.182M | 0.0% | $55.71 | +35.4% | COMMON STOCK | 030506109 |
| — | STORE CAPITAL CORP REIT USD 0.01 | 93,995 | $2.181M | 0.0% | $22.79 | — | EQUITIES - REIT | 862121100 |
| ALLY | ALLY FINANCIAL INC COMMON STOCK USD 0.1 | 116,910 | $2.179M | 0.0% | $16.47 | -8.1% | COMMON STOCK | 02005N100 |
| — | PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD | 134,603 | $2.174M | 0.0% | $14.95 | — | COMMON STOCK | 712704105 |
| QRVO | QORVO INC COMMON STOCK USD 0.0001 | 42,700 | $2.173M | 0.0% | $71.21 | -28.1% | COMMON STOCK | 74736K101 |
| PENN | PENN NATIONAL GAMING INC COMMON STOCK USD 0.01 | 135,577 | $2.172M | 0.0% | $14.85 | +13.3% | COMMON STOCK | 707569109 |
| TBI | TRUEBLUE INC COMMON STOCK USD 0 | 84,166 | $2.168M | 0.0% | $23.18 | +16.4% | COMMON STOCK | 89785X101 |
| — | CONTINENTAL BUILDING PRODUCTS INC COMMON STOCK USD | 123,716 | $2.16M | 0.0% | $20.80 | — | COMMON STOCK | 211171103 |
| — | JACOBS ENGINEERING GROUP INC COMMON STOCK USD 1 | 51,451 | $2.158M | 0.0% | $52.25 | — | COMMON STOCK | 469814107 |
| RNG | RINGCENTRAL INC COMMON STOCK USD 0.0001 | 91,111 | $2.148M | 0.0% | $14.79 | +45.6% | COMMON STOCK | 76680R206 |
| ZION | ZIONS BANCORPORATION COMMON STOCK USD 0 | 78,479 | $2.142M | 0.0% | $28.41 | +1.1% | COMMON STOCK | 989701107 |
| RLJ | RLJ LODGING TRUST REIT USD | 98,400 | $2.128M | 0.0% | $30.49 | — | EQUITIES - REIT | 74965L101 |
| — | LOGMEIN INC COMMON STOCK USD 0.01 | 31,676 | $2.125M | 0.0% | $34.59 | — | COMMON STOCK | 54142L109 |
| EBF | ENNIS INC COMMON STOCK USD 2.5 | 110,386 | $2.125M | 0.0% | $7.70 | +29.9% | COMMON STOCK | 293389102 |
| — | CABLEVISION SYSTEMS CORP COMMON STOCK USD 0.01 | 66,344 | $2.116M | 0.0% | $17.71 | — | COMMON STOCK | 12686C109 |
| FN | FABRINET COMMON STOCK USD 0.01 | 88,567 | $2.11M | 0.0% | $16.77 | +32.9% | COMMON STOCK | G3323L100 |
| NBHC | NATIONAL BANK HOLDINGS CORP COMMON STOCK USD | 98,269 | $2.1M | 0.0% | $16.74 | +4.0% | COMMON STOCK | 633707104 |
| — | SANDERSON FARMS INC COMMON STOCK USD 1 | 27,074 | $2.099M | 0.0% | $76.01 | — | COMMON STOCK | 800013104 |
| — | COLONY CAPITAL INC REIT USD 0.01 | 107,723 | $2.098M | 0.0% | $25.92 | — | EQUITIES - REIT | 19624R106 |
| ATI | ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD 0.1 | 185,539 | $2.087M | 0.0% | $22.44 | -40.1% | COMMON STOCK | 01741R102 |
| — | RETAILMENOT INC COMMON STOCK USD 0.001 | 208,230 | $2.066M | 0.0% | $12.28 | — | COMMON STOCK | 76132B106 |
| — | MB FINANCIAL INC COMMON STOCK USD 0.01 | 63,689 | $2.062M | 0.0% | $27.11 | — | COMMON STOCK | 55264U108 |
| NDAQ | NASDAQ INC COMMON STOCK USD 0.01 | 35,312 | $2.054M | 0.0% | $8.49 | +90.3% | COMMON STOCK | 631103108 |
| CUBI | CUSTOMERS BANCORP INC COMMON STOCK USD 1 | 75,009 | $2.042M | 0.0% | $18.00 | +54.9% | COMMON STOCK | 23204G100 |
| GEF | GREIF INC COMMON STOCK USD 0 | 66,148 | $2.038M | 0.0% | $30.07 | -24.2% | COMMON STOCK | 397624107 |
| CRUS | CIRRUS LOGIC INC COMMON STOCK USD 0.001 | 68,869 | $2.034M | 0.0% | $24.27 | +28.0% | COMMON STOCK | 172755100 |
| HEI/A | HEICO CORP COMMON STOCK USD 0.01 | 41,344 | $2.034M | 0.0% | $23.90 | -6.0% | COMMON STOCK | 422806208 |
| RGR | STURM RUGER & CO INC COMMON STOCK USD 1 | 33,994 | $2.026M | 0.0% | $56.23 | -0.1% | COMMON STOCK | 864159108 |
| WSFS | WSFS FINANCIAL CORP COMMON STOCK USD 0.01 | 62,463 | $2.021M | 0.0% | $24.73 | +29.2% | COMMON STOCK | 929328102 |
| — | MSG NETWORKS INC COMMON STOCK USD 0.01 | 97,030 | $2.018M | 0.0% | $20.80 | — | COMMON STOCK | 553573106 |
| — | SCORPIO TANKERS INC COMMON STOCK USD 0.01 | 250,638 | $2.01M | 0.0% | $9.22 | — | COMMON STOCK | Y7542C106 |
| MTDR | MATADOR RESOURCES CO COMMON STOCK USD 0.01 | 101,522 | $2.007M | 0.0% | $21.12 | +15.5% | COMMON STOCK | 576485205 |
| HY | HYSTER-YALE MATERIALS HANDLING INC COMMON STOCK | 38,202 | $2.004M | 0.0% | $45.03 | -1.8% | COMMON STOCK | 449172105 |
| SAH | SONIC AUTOMOTIVE INC COMMON STOCK USD 0.01 | 87,240 | $1.986M | 0.0% | $23.02 | +1.4% | COMMON STOCK | 83545G102 |
| — | PARKWAY PROPERTIES INC/MD REIT USD 0.001 | 126,965 | $1.984M | 0.0% | $17.35 | — | EQUITIES - REIT | 70159Q104 |
| UPBD | RENT-A-CENTER INC/TX COMMON STOCK USD 0.01 | 132,473 | $1.983M | 0.0% | $36.22 | -47.3% | COMMON STOCK | 76009N100 |
| AKR | ACADIA REALTY TRUST REIT USD 0.001 | 59,749 | $1.981M | 0.0% | $28.58 | — | EQUITIES - REIT | 004239109 |
| — | DISCOVERY COMMUNICATIONS INC COMMON STOCK USD 0.01 | 74,230 | $1.98M | 0.0% | $60.43 | — | COMMON STOCK | 25470F104 |
| — | STAMPS.COM INC COMMON STOCK USD 0.001 | 18,067 | $1.98M | 0.0% | $53.07 | — | COMMON STOCK | 852857200 |
| — | PEPCO HOLDINGS INC COMMON STOCK USD 0.01 | 75,908 | $1.974M | 0.0% | $20.43 | — | COMMON STOCK | 713291102 |
| UBSI | UNITED BANKSHARES INC/WV COMMON STOCK USD 2.5 | 53,170 | $1.967M | 0.0% | $28.31 | +39.7% | COMMON STOCK | 909907107 |
| MYGN | MYRIAD GENETICS INC COMMON STOCK USD 0.01 | 45,572 | $1.967M | 0.0% | $34.17 | +23.7% | COMMON STOCK | 62855J104 |
| — | JOY GLOBAL INC COMMON STOCK USD 1 | 155,818 | $1.965M | 0.0% | $23.96 | — | COMMON STOCK | 481165108 |
| — | LA QUINTA HOLDINGS INC COMMON STOCK USD 0.01 | 144,099 | $1.961M | 0.0% | $20.44 | — | COMMON STOCK | 50420D108 |
| — | HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD 0.01 | 89,908 | $1.958M | 0.0% | $19.41 | — | COMMON STOCK | 44157R109 |
| — | UNITED STATES STEEL CORP COMMON STOCK USD 1 | 245,401 | $1.958M | 0.0% | $35.61 | — | COMMON STOCK | 912909108 |
| — | US CONCRETE INC COMMON STOCK USD 0.001 | 37,098 | $1.954M | 0.0% | $44.22 | — | COMMON STOCK | 90333L201 |
| — | K2M GROUP HOLDINGS INC COMMON STOCK USD 0.001 | 98,318 | $1.941M | 0.0% | $20.36 | — | COMMON STOCK | 48273J107 |
| — | NOVAVAX INC COMMON STOCK USD 0.01 | 230,607 | $1.935M | 0.0% | $4.14 | — | COMMON STOCK | 670002104 |
| — | BGC PARTNERS INC COMMON STOCK USD 0.01 | 197,072 | $1.933M | 0.0% | $6.12 | — | COMMON STOCK | 05541T101 |
| — | EXPRESS INC COMMON STOCK USD | 111,588 | $1.928M | 0.0% | $20.78 | — | COMMON STOCK | 30219E103 |
| MLR | MILLER INDUSTRIES INC/TN COMMON STOCK USD 0.01 | 88,315 | $1.924M | 0.0% | $16.19 | +6.7% | COMMON STOCK | 600551204 |
| OLP | ONE LIBERTY PROPERTIES INC REIT USD 1 | 89,470 | $1.92M | 0.0% | $21.20 | — | EQUITIES - REIT | 682406103 |
| — | TANGOE INC COMMON STOCK USD 0.0001 | 228,610 | $1.918M | 0.0% | $8.15 | — | COMMON STOCK | 87582Y108 |
| — | QLIK TECHNOLOGIES INC COMMON STOCK USD 0.0001 | 60,014 | $1.9M | 0.0% | $28.41 | — | COMMON STOCK | 74733T105 |
| — | CARDTRONICS INC COMMON STOCK USD 0.0001 | 56,439 | $1.899M | 0.0% | $30.86 | — | COMMON STOCK | 14161H108 |
| — | RSP PERMIAN INC COMMON STOCK USD 0.01 | 77,725 | $1.896M | 0.0% | $27.34 | — | COMMON STOCK | 74978Q105 |
| — | VOCERA COMMUNICATIONS INC COMMON STOCK USD 0.0003 | 154,940 | $1.89M | 0.0% | $13.16 | — | COMMON STOCK | 92857F107 |
| — | TECO ENERGY INC COMMON STOCK USD 1 | 70,762 | $1.886M | 0.0% | $17.51 | — | COMMON STOCK | 872375100 |
| ROCK | GIBRALTAR INDUSTRIES INC COMMON STOCK USD 0.01 | 73,974 | $1.882M | 0.0% | $18.79 | +27.5% | COMMON STOCK | 374689107 |
| MGEE | MGE ENERGY INC COMMON STOCK USD 1 | 40,549 | $1.881M | 0.0% | $28.55 | +21.0% | COMMON STOCK | 55277P104 |
| FISI | FINANCIAL INSTITUTIONS INC COMMON STOCK USD 0.01 | 67,101 | $1.879M | 0.0% | $15.15 | +15.0% | COMMON STOCK | 317585404 |
| EBS | EMERGENT BIOSOLUTIONS INC COMMON STOCK USD 0.001 | 46,876 | $1.876M | 0.0% | $21.53 | +61.9% | COMMON STOCK | 29089Q105 |
| — | LEGG MASON INC COMMON STOCK USD 0.1 | 47,555 | $1.866M | 0.0% | $33.31 | — | COMMON STOCK | 524901105 |
| LXRX | LEXICON PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 139,876 | $1.862M | 0.0% | $11.00 | +11.7% | COMMON STOCK | 528872302 |
| — | HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON | 68,290 | $1.859M | 0.0% | $21.36 | — | COMMON STOCK | 422819102 |
| MEI | METHODE ELECTRONICS INC COMMON STOCK USD 0.5 | 58,296 | $1.856M | 0.0% | $19.65 | +39.7% | COMMON STOCK | 591520200 |
| — | FIVE PRIME THERAPEUTICS INC COMMON STOCK USD 0.001 | 44,726 | $1.856M | 0.0% | $19.36 | — | COMMON STOCK | 33830X104 |
| NI | NISOURCE INC COMMON STOCK USD 0.01 | 94,954 | $1.853M | 0.0% | $8.00 | +74.4% | COMMON STOCK | 65473P105 |
| EXLS | EXLSERVICE HOLDINGS INC COMMON STOCK USD 0.001 | 41,205 | $1.851M | 0.0% | $5.77 | +51.4% | COMMON STOCK | 302081104 |
| — | MERITOR INC COMMON STOCK USD 1 | 221,593 | $1.85M | 0.0% | $10.95 | — | COMMON STOCK | 59001K100 |
| JBSS | JOHN B SANFILIPPO & SON INC COMMON STOCK USD 0.01 | 34,199 | $1.848M | 0.0% | $36.94 | +52.6% | COMMON STOCK | 800422107 |
| EGRX | EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD | 20,812 | $1.845M | 0.0% | $68.27 | +15.7% | COMMON STOCK | 269796108 |
| UCB | UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD 1 | 94,515 | $1.842M | 0.0% | $17.85 | +13.8% | COMMON STOCK | 90984P303 |
| HMC | HONDA MOTOR CO LTD ADR USD | 57,616 | $1.84M | 0.0% | $32.72 | — | ADR | 438128308 |
| NAT | NORDIC AMERICAN TANKERS LTD COMMON STOCK USD 0.01 | 118,256 | $1.838M | 0.0% | $9.48 | +59.9% | COMMON STOCK | G65773106 |
| PBF | PBF ENERGY INC COMMON STOCK USD 0.001 | 49,896 | $1.837M | 0.0% | $28.38 | +24.2% | COMMON STOCK | 69318G106 |
| — | NORTHWEST NATURAL GAS CO COMMON STOCK USD 3.167 | 36,278 | $1.836M | 0.0% | $42.47 | — | COMMON STOCK | 667655104 |
| INGN | INOGEN INC COMMON STOCK USD 0.001 | 45,707 | $1.832M | 0.0% | $34.82 | +21.4% | COMMON STOCK | 45780L104 |
| RLI | RLI CORP COMMON STOCK USD 1 | 29,583 | $1.827M | 0.0% | $12.51 | +66.2% | COMMON STOCK | 749607107 |
| PRA | PROASSURANCE CORP COMMON STOCK USD 0.01 | 37,368 | $1.813M | 0.0% | $45.93 | +11.9% | COMMON STOCK | 74267C106 |
| — | PRESS GANEY HOLDINGS INC COMMON STOCK USD 0.01 | 57,447 | $1.812M | 0.0% | $30.27 | — | COMMON STOCK | 74113L102 |
| RVTY | PERKINELMER INC COMMON STOCK USD 1 | 33,805 | $1.811M | 0.0% | $31.51 | +56.8% | COMMON STOCK | 714046109 |
| FNB | FNB CORP/PA COMMON STOCK USD 0.01 | 135,716 | $1.81M | 0.0% | $7.20 | +28.2% | COMMON STOCK | 302520101 |
| SFNC | SIMMONS FIRST NATIONAL CORP COMMON STOCK USD 0.01 | 35,227 | $1.809M | 0.0% | $18.05 | +45.9% | COMMON STOCK | 828730200 |
| — | PREMIER INC COMMON STOCK USD 0.01 | 51,150 | $1.804M | 0.0% | $33.78 | — | COMMON STOCK | 74051N102 |
| — | AMERICAN SOFTWARE INC/GA COMMON STOCK USD 0.1 | 177,224 | $1.804M | 0.0% | $9.61 | — | COMMON STOCK | 029683109 |
| — | CELLDEX THERAPEUTICS INC COMMON STOCK USD 0.001 | 115,044 | $1.804M | 0.0% | $18.23 | — | COMMON STOCK | 15117B103 |
| — | EARTHLINK HOLDINGS CORP COMMON STOCK USD 0.01 | 242,707 | $1.803M | 0.0% | $6.13 | — | COMMON STOCK | 27033X101 |
| — | WEBMD HEALTH CORP COMMON STOCK USD 0.01 | 37,308 | $1.802M | 0.0% | $33.57 | — | COMMON STOCK | 94770V102 |
| FIVE | FIVE BELOW INC COMMON STOCK USD 0.01 | 56,099 | $1.801M | 0.0% | $38.43 | -16.7% | COMMON STOCK | 33829M101 |
| — | HEARTLAND FINANCIAL USA INC COMMON STOCK USD 1 | 57,216 | $1.794M | 0.0% | $30.29 | — | COMMON STOCK | 42234Q102 |
| AWR | AMERICAN STATES WATER CO COMMON STOCK USD 0 | 42,766 | $1.794M | 0.0% | $25.19 | +35.2% | COMMON STOCK | 029899101 |
| CFG | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 68,126 | $1.784M | 0.0% | $16.78 | +3.5% | COMMON STOCK | 174610105 |
| ESNT | ESSENT GROUP LTD COMMON STOCK USD 0.015 | 81,141 | $1.776M | 0.0% | $20.78 | +4.3% | COMMON STOCK | G3198U102 |
| ENSG | ENSIGN GROUP INC/THE COMMON STOCK USD 0.001 | 78,334 | $1.773M | 0.0% | $14.48 | +39.3% | COMMON STOCK | 29358P101 |
| SCL | STEPAN CO COMMON STOCK USD 1 | 35,661 | $1.772M | 0.0% | $52.39 | -4.4% | COMMON STOCK | 858586100 |
| MPT | MEDICAL PROPERTIES TRUST INC REIT USD 0.001 | 153,886 | $1.771M | 0.0% | $14.31 | — | EQUITIES - REIT | 58463J304 |
| FCNCA | FIRST CITIZENS BANCSHARES INC/NC COMMON STOCK USD | 6,854 | $1.769M | 0.0% | $224.00 | +7.1% | COMMON STOCK | 31946M103 |
| BXMT | BLACKSTONE MORTGAGE TRUST INC REIT USD 0.01 | 65,800 | $1.761M | 0.0% | $27.18 | — | EQUITIES - REIT | 09257W100 |
| — | LEUCADIA NATIONAL CORP COMMON STOCK USD 1 | 101,215 | $1.76M | 0.0% | $23.87 | — | COMMON STOCK | 527288104 |
| — | WILLIS GROUP HOLDINGS PLC COMMON STOCK 0.0003 | 36,100 | $1.753M | 0.0% | $48.01 | — | COMMON STOCK | G96666105 |
| FCF | FIRST COMMONWEALTH FINANCIAL CORP COMMON STOCK USD | 192,640 | $1.747M | 0.0% | $4.75 | +40.8% | COMMON STOCK | 319829107 |
| — | CIMPRESS NV COMMON STOCK USD 0.001 | 21,520 | $1.746M | 0.0% | $74.98 | — | COMMON STOCK | N20146101 |
| — | RESTORATION HARDWARE HOLDINGS INC COMMON STOCK USD | 21,948 | $1.744M | 0.0% | $75.99 | — | COMMON STOCK | 761283100 |
| — | XCERRA CORP COMMON STOCK USD 0.05 | 287,707 | $1.741M | 0.0% | $8.52 | — | COMMON STOCK | 98400J108 |
| MERC | MERCER INTERNATIONAL INC COMMON STOCK USD 1 | 192,100 | $1.739M | 0.0% | $8.04 | -12.7% | COMMON STOCK | 588056101 |
| LEG | LEGGETT & PLATT INC COMMON STOCK USD 0.01 | 41,267 | $1.734M | 0.0% | $32.91 | +34.8% | COMMON STOCK | 524660107 |
| — | EVERBANK FINANCIAL CORP COMMON STOCK USD 0.01 | 108,371 | $1.732M | 0.0% | $16.22 | — | COMMON STOCK | 29977G102 |
| NBTB | NBT BANCORP INC COMMON STOCK USD 0.01 | 62,008 | $1.729M | 0.0% | $22.05 | +29.1% | COMMON STOCK | 628778102 |
| — | ASHFORD HOSPITALITY TRUST INC REIT USD 0.01 | 273,485 | $1.726M | 0.0% | $11.32 | — | EQUITIES - REIT | 044103109 |
| — | CUBIC CORP COMMON STOCK USD 0 | 36,513 | $1.725M | 0.0% | $50.74 | — | COMMON STOCK | 229669106 |
| — | MULTI-FINELINE ELECTRONIX INC COMMON STOCK USD | 83,331 | $1.723M | 0.0% | $21.21 | — | COMMON STOCK | 62541B101 |
| CENTA | CENTRAL GARDEN & PET CO COMMON STOCK USD 0.01 | 126,637 | $1.722M | 0.0% | $7.10 | +81.3% | COMMON STOCK | 153527205 |
| — | SOUTH STATE CORP COMMON STOCK USD 2.5 | 23,891 | $1.719M | 0.0% | $55.92 | — | COMMON STOCK | 840441109 |
| — | NATIONAL PENN BANCSHARES INC COMMON STOCK USD 0 | 139,285 | $1.717M | 0.0% | $10.44 | — | COMMON STOCK | 637138108 |
| AVY | AVERY DENNISON CORP COMMON STOCK USD 1 | 27,352 | $1.714M | 0.0% | $39.79 | +31.7% | COMMON STOCK | 053611109 |
| — | LIBERTY TRIPADVISOR HOLDINGS INC COMMON STOCK USD | 56,464 | $1.713M | 0.0% | $31.96 | — | COMMON STOCK | 531465102 |
| — | CHESAPEAKE LODGING TRUST REIT USD 0.01 | 68,103 | $1.713M | 0.0% | $23.86 | — | EQUITIES - REIT | 165240102 |
| KB | KB FINANCIAL GROUP INC ADR USD | 61,326 | $1.709M | 0.0% | $29.68 | — | ADR | 48241A105 |
| GAP | GAP INC/THE COMMON STOCK USD 0.05 | 69,146 | $1.708M | 0.0% | $26.28 | -29.2% | COMMON STOCK | 364760108 |
| VSAT | VIASAT INC COMMON STOCK USD 0.0001 | 27,962 | $1.706M | 0.0% | $60.01 | +5.9% | COMMON STOCK | 92552V100 |
| FLS | FLOWSERVE CORP COMMON STOCK USD 1.25 | 40,486 | $1.704M | 0.0% | $43.06 | -16.3% | COMMON STOCK | 34354P105 |
| — | SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD 1 | 118,255 | $1.699M | 0.0% | $15.56 | — | COMMON STOCK | 806882106 |
| LTC | LTC PROPERTIES INC REIT USD 0.01 | 39,363 | $1.698M | 0.0% | $38.94 | — | EQUITIES - REIT | 502175102 |
| FIBK | FIRST INTERSTATE BANCSYSTEM INC COMMON STOCK USD 0 | 58,403 | $1.698M | 0.0% | $13.59 | +33.4% | COMMON STOCK | 32055Y201 |
| — | ELECTRONICS FOR IMAGING INC COMMON STOCK USD 0.01 | 36,242 | $1.694M | 0.0% | $30.78 | — | COMMON STOCK | 286082102 |
| AZZ | AZZ INC COMMON STOCK USD 1 | 30,487 | $1.694M | 0.0% | $37.66 | +28.9% | COMMON STOCK | 002474104 |
| ADC | AGREE REALTY CORP REIT USD 0.0001 | 49,391 | $1.679M | 0.0% | $28.84 | — | EQUITIES - REIT | 008492100 |
| WYNN | WYNN RESORTS LTD COMMON STOCK USD 0.01 | 24,257 | $1.678M | 0.0% | $110.88 | -47.1% | COMMON STOCK | 983134107 |
| — | ACORDA THERAPEUTICS INC COMMON STOCK USD 0.001 | 39,019 | $1.669M | 0.0% | $34.32 | — | COMMON STOCK | 00484M106 |
| — | BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCK | 181,115 | $1.663M | 0.0% | $9.85 | — | COMMON STOCK | 111621306 |
| NNI | NELNET INC COMMON STOCK USD 0.01 | 49,339 | $1.656M | 0.0% | $35.20 | -4.8% | COMMON STOCK | 64031N108 |
| — | PS BUSINESS PARKS INC REIT USD 0.01 | 18,910 | $1.653M | 0.0% | $83.05 | — | EQUITIES - REIT | 69360J107 |
| GSM | FERROGLOBE PLC COMMON STOCK USD 7.5 | 153,118 | $1.646M | 0.0% | $10.52 | 0.0% | COMMON STOCK | G33856108 |
| — | INVACARE CORP COMMON STOCK USD 0.25 | 94,166 | $1.638M | 0.0% | $16.61 | — | COMMON STOCK | 461203101 |
| TXRH | TEXAS ROADHOUSE INC COMMON STOCK USD 0.001 | 45,689 | $1.634M | 0.0% | $19.06 | +57.2% | COMMON STOCK | 882681109 |
| LSAK | NET 1 UEPS TECHNOLOGIES INC COMMON STOCK USD 0.001 | 120,800 | $1.632M | 0.0% | $11.87 | +32.0% | COMMON STOCK | 64107N206 |
| AVAV | AEROVIRONMENT INC COMMON STOCK USD 0.0001 | 54,994 | $1.621M | 0.0% | $26.69 | -8.1% | COMMON STOCK | 008073108 |
| AGX | ARGAN INC COMMON STOCK USD 0.15 | 49,875 | $1.616M | 0.0% | $23.42 | +20.0% | COMMON STOCK | 04010E109 |
| MTZ | MASTEC INC COMMON STOCK USD 0.1 | 92,984 | $1.616M | 0.0% | $23.75 | -25.2% | COMMON STOCK | 576323109 |
| — | BRISTOW GROUP INC COMMON STOCK USD 0.01 | 62,271 | $1.613M | 0.0% | $48.45 | — | COMMON STOCK | 110394103 |
| CASH | META FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 35,109 | $1.613M | 0.0% | $11.10 | +23.7% | COMMON STOCK | 59100U108 |
| — | LUMOS NETWORKS CORP COMMON STOCK USD 0.01 | 142,657 | $1.598M | 0.0% | $16.52 | — | COMMON STOCK | 550283105 |
| — | SCRIPPS NETWORKS INTERACTIVE INC COMMON STOCK USD | 28,773 | $1.589M | 0.0% | $66.58 | — | COMMON STOCK | 811065101 |
| — | FERRO CORP COMMON STOCK USD 1 | 142,877 | $1.589M | 0.0% | $12.77 | — | COMMON STOCK | 315405100 |
| — | BLACKHAWK NETWORK HOLDINGS INC COMMON STOCK USD | 35,693 | $1.578M | 0.0% | $27.54 | — | COMMON STOCK | 09238E104 |
| HOMB | HOME BANCSHARES INC/AR COMMON STOCK USD 0.01 | 38,906 | $1.576M | 0.0% | $13.08 | +63.0% | COMMON STOCK | 436893200 |
| — | FIBROGEN INC COMMON STOCK USD 0.01 | 51,597 | $1.572M | 0.0% | $23.38 | — | COMMON STOCK | 31572Q808 |
| — | ECHO GLOBAL LOGISTICS INC COMMON STOCK USD 0.0001 | 76,737 | $1.565M | 0.0% | $21.00 | — | COMMON STOCK | 27875T101 |
| — | LYDALL INC COMMON STOCK USD 0.1 | 43,986 | $1.561M | 0.0% | $26.23 | — | COMMON STOCK | 550819106 |
| FMC | FMC CORP COMMON STOCK USD 0.1 | 39,852 | $1.559M | 0.0% | $42.13 | -35.6% | COMMON STOCK | 302491303 |
| PLAB | PHOTRONICS INC COMMON STOCK USD 0.01 | 125,120 | $1.558M | 0.0% | $8.36 | +28.5% | COMMON STOCK | 719405102 |
| IRM | IRON MOUNTAIN INC REIT USD 0.01 | 57,621 | $1.556M | 0.0% | $20.57 | -19.5% | EQUITIES - REIT | 46284V101 |
| EGP | EASTGROUP PROPERTIES INC REIT USD 0 | 27,906 | $1.552M | 0.0% | $56.80 | — | EQUITIES - REIT | 277276101 |
| — | ISTAR INC | 131,934 | $1.548M | 0.0% | $13.00 | — | EQUITIES - REIT | 45031U101 |
| — | DUPONT FABROS TECHNOLOGY INC REIT USD 0.001 | 48,668 | $1.547M | 0.0% | $32.67 | — | EQUITIES - REIT | 26613Q106 |
| OKE | ONEOK INC COMMON STOCK USD 0.01 | 62,652 | $1.545M | 0.0% | $19.87 | -19.6% | COMMON STOCK | 682680103 |
| PLOW | DOUGLAS DYNAMICS INC COMMON STOCK USD 0.01 | 73,277 | $1.544M | 0.0% | $17.87 | +22.6% | COMMON STOCK | 25960R105 |
| PEB | PEBBLEBROOK HOTEL TRUST REIT USD 0.01 | 55,108 | $1.544M | 0.0% | $46.32 | — | EQUITIES - REIT | 70509V100 |
| — | EMPIRE DISTRICT ELECTRIC CO/THE COMMON STOCK USD 1 | 54,886 | $1.541M | 0.0% | $24.03 | — | COMMON STOCK | 291641108 |
| — | NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD | 70,093 | $1.532M | 0.0% | $17.23 | — | COMMON STOCK | 636220303 |
| NWSA | NEWS CORP COMMON STOCK USD 0.01 | 114,393 | $1.528M | 0.0% | $14.00 | -10.8% | COMMON STOCK | 65249B109 |
| — | A SCHULMAN INC COMMON STOCK USD 1 | 49,698 | $1.523M | 0.0% | $33.95 | — | COMMON STOCK | 808194104 |
| PIPR | PIPER JAFFRAY COS COMMON STOCK USD 0.01 | 37,698 | $1.523M | 0.0% | $43.36 | -11.6% | COMMON STOCK | 724078100 |
| — | BENEFITFOCUS INC COMMON STOCK USD 0.001 | 41,748 | $1.519M | 0.0% | $34.68 | — | COMMON STOCK | 08180D106 |
| VIRT | VIRTU FINANCIAL INC COMMON STOCK USD 0.00001 | 67,069 | $1.518M | 0.0% | $22.89 | +0.3% | COMMON STOCK | 928254101 |
| GIL | GILDAN ACTIVEWEAR INC COMMON STOCK CAD 0 | 53,412 | $1.518M | 0.0% | $24.86 | +1.9% | COMMON STOCK | 375916103 |
| — | BRIGGS & STRATTON CORP COMMON STOCK USD 0.01 | 87,502 | $1.514M | 0.0% | $19.81 | — | COMMON STOCK | 109043109 |
| — | FRANKLIN FINANCIAL NETWORK INC COMMON STOCK USD | 48,065 | $1.508M | 0.0% | $21.50 | — | COMMON STOCK | 35352P104 |
| — | PMC-SIERRA INC COMMON STOCK USD 0.001 | 129,630 | $1.506M | 0.0% | $6.44 | — | COMMON STOCK | 69344F106 |
| AIN | ALBANY INTERNATIONAL CORP COMMON STOCK USD 0.001 | 41,185 | $1.505M | 0.0% | $30.47 | +2.3% | COMMON STOCK | 012348108 |
| — | COMSCORE INC COMMON STOCK USD 0.001 | 36,468 | $1.501M | 0.0% | $39.76 | — | COMMON STOCK | 20564W105 |
| FONR | FONAR CORP COMMON STOCK USD 0.0001 | 86,821 | $1.499M | 0.0% | $11.28 | +46.6% | COMMON STOCK | 344437405 |
| NHI | NATIONAL HEALTH INVESTORS INC REIT USD 0.01 | 24,632 | $1.499M | 0.0% | $71.01 | — | EQUITIES - REIT | 63633D104 |
| INDB | INDEPENDENT BANK CORP/ROCKLAND MA COMMON STOCK USD | 32,196 | $1.498M | 0.0% | $22.85 | +57.7% | COMMON STOCK | 453836108 |
| — | SMITH & WESSON HOLDING CORP COMMON STOCK USD 0.001 | 67,875 | $1.492M | 0.0% | $9.60 | — | COMMON STOCK | 831756101 |
| — | RADIUS HEALTH INC COMMON STOCK USD 0.0001 | 24,238 | $1.492M | 0.0% | $58.58 | — | COMMON STOCK | 750469207 |
| AROC | ARCHROCK INC COMMON STOCK USD 0.01 | 198,190 | $1.49M | 0.0% | $8.04 | 0.0% | COMMON STOCK | 03957W106 |
| DDD | 3D SYSTEMS CORP COMMON STOCK USD 0.001 | 170,119 | $1.478M | 0.0% | $41.55 | -75.2% | COMMON STOCK | 88554D205 |
| — | AVG TECHNOLOGIES NV COMMON STOCK USD 0.01 | 73,626 | $1.476M | 0.0% | $23.16 | — | COMMON STOCK | N07831105 |
| CTRN | CITI TRENDS INC COMMON STOCK USD 0.01 | 69,249 | $1.472M | 0.0% | $20.33 | +6.8% | COMMON STOCK | 17306X102 |
| GTN | GRAY TELEVISION INC COMMON STOCK USD 0 | 90,159 | $1.47M | 0.0% | $10.27 | +52.5% | COMMON STOCK | 389375106 |
| KW | KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD | 60,968 | $1.468M | 0.0% | $19.22 | +27.9% | COMMON STOCK | 489398107 |
| — | RUTH'S HOSPITALITY GROUP INC COMMON STOCK USD 0.01 | 92,001 | $1.465M | 0.0% | $12.07 | — | COMMON STOCK | 783332109 |
| — | TRINSEO SA COMMON STOCK USD 0.01 | 51,925 | $1.464M | 0.0% | $25.23 | — | COMMON STOCK | L9340P101 |
| — | ZOE'S KITCHEN INC COMMON STOCK USD 0.01 | 52,264 | $1.462M | 0.0% | $31.82 | — | COMMON STOCK | 98979J109 |
| — | MDC PARTNERS INC COMMON STOCK USD 0 | 67,273 | $1.461M | 0.0% | $20.78 | — | COMMON STOCK | 552697104 |
| — | NEKTAR THERAPEUTICS COMMON STOCK USD 0.0001 | 86,558 | $1.459M | 0.0% | $11.55 | — | COMMON STOCK | 640268108 |
| MORN | MORNINGSTAR INC COMMON STOCK USD 0 | 18,145 | $1.459M | 0.0% | $72.29 | +12.1% | COMMON STOCK | 617700109 |
| PFBC | PREFERRED BANK/LOS ANGELES CA COMMON STOCK USD 0 | 44,024 | $1.454M | 0.0% | $19.45 | +73.8% | COMMON STOCK | 740367404 |
| SKYW | SKYWEST INC COMMON STOCK USD 0 | 76,400 | $1.453M | 0.0% | $16.74 | +16.9% | COMMON STOCK | 830879102 |
| — | FINISH LINE INC/THE COMMON STOCK USD 0.01 | 80,063 | $1.448M | 0.0% | $20.02 | — | COMMON STOCK | 317923100 |
| — | KITE PHARMA INC COMMON STOCK USD 0.001 | 23,489 | $1.447M | 0.0% | $52.53 | — | COMMON STOCK | 49803L109 |
| — | ENGILITY HOLDINGS INC COMMON STOCK USD 0.01 | 44,547 | $1.447M | 0.0% | $30.04 | — | COMMON STOCK | 29286C107 |
| FUL | HB FULLER CO COMMON STOCK USD 1 | 39,636 | $1.446M | 0.0% | $33.77 | -1.5% | COMMON STOCK | 359694106 |
| MSTR | MICROSTRATEGY INC COMMON STOCK USD 0.001 | 8,054 | $1.444M | 0.0% | $10.92 | +66.5% | COMMON STOCK | 594972408 |
| NICE | NICE-SYSTEMS LTD ADR USD | 25,000 | $1.433M | 0.0% | $54.35 | — | ADR | 653656108 |
| — | TRISTATE CAPITAL HOLDINGS INC COMMON STOCK USD 0 | 102,431 | $1.433M | 0.0% | $13.15 | — | COMMON STOCK | 89678F100 |
| — | EVERI HOLDINGS INC COMMON STOCK USD 0.001 | 326,439 | $1.433M | 0.0% | $5.13 | — | COMMON STOCK | 30034T103 |
| BAP | CREDICORP LTD COMMON STOCK USD 5 | 14,727 | $1.433M | 0.0% | $111.23 | -24.7% | COMMON STOCK | G2519Y108 |
| — | OM ASSET MANAGEMENT PLC COMMON STOCK USD 0.001 | 93,325 | $1.431M | 0.0% | $16.84 | — | COMMON STOCK | G67506108 |
| — | DEMANDWARE INC COMMON STOCK USD 0.01 | 26,383 | $1.424M | 0.0% | $63.16 | — | COMMON STOCK | 24802Y105 |
| BRKR | BRUKER CORP COMMON STOCK USD 0.01 | 58,667 | $1.424M | 0.0% | $18.24 | +9.3% | COMMON STOCK | 116794108 |
| ENTG | ENTEGRIS INC COMMON STOCK USD 0.01 | 106,976 | $1.42M | 0.0% | $9.59 | +33.4% | COMMON STOCK | 29362U104 |
| ORA | ORMAT TECHNOLOGIES INC COMMON STOCK USD 0.001 | 38,881 | $1.418M | 0.0% | $25.33 | +33.6% | COMMON STOCK | 686688102 |
| — | KNIGHT TRANSPORTATION INC COMMON STOCK USD 0.01 | 58,140 | $1.409M | 0.0% | $26.36 | — | COMMON STOCK | 499064103 |
| ELME | WASHINGTON REAL ESTATE INVESTMENT TRUST REIT USD | 51,989 | $1.407M | 0.0% | $26.70 | — | EQUITIES - REIT | 939653101 |
| SXI | STANDEX INTERNATIONAL CORP COMMON STOCK USD 1.5 | 16,919 | $1.407M | 0.0% | $73.21 | +15.5% | COMMON STOCK | 854231107 |
| — | NEW YORK REIT INC REIT USD 0.01 | 122,328 | $1.407M | 0.0% | $10.50 | — | EQUITIES - REIT | 64976L109 |
| GPI | GROUP 1 AUTOMOTIVE INC COMMON STOCK USD 0.01 | 18,567 | $1.406M | 0.0% | $62.65 | +32.2% | COMMON STOCK | 398905109 |
| PODD | INSULET CORP COMMON STOCK USD 0.001 | 37,181 | $1.406M | 0.0% | $30.14 | +11.7% | COMMON STOCK | 45784P101 |
| — | RENEWABLE ENERGY GROUP INC COMMON STOCK USD 0.0001 | 151,209 | $1.405M | 0.0% | $14.24 | — | COMMON STOCK | 75972A301 |
| AN | AUTONATION INC COMMON STOCK USD 0.01 | 23,502 | $1.402M | 0.0% | $47.69 | +29.8% | COMMON STOCK | 05329W102 |
| — | PERFICIENT INC COMMON STOCK USD 0.001 | 81,810 | $1.401M | 0.0% | $14.68 | — | COMMON STOCK | 71375U101 |
| — | YADKIN FINANCIAL CORP COMMON STOCK USD 1 | 55,681 | $1.401M | 0.0% | $20.14 | — | COMMON STOCK | 984305102 |
| — | LEXINGTON REALTY TRUST REIT USD 0.0001 | 174,531 | $1.396M | 0.0% | $10.93 | — | EQUITIES - REIT | 529043101 |
| — | STRAYER EDUCATION INC COMMON STOCK USD 0.01 | 23,205 | $1.395M | 0.0% | $51.89 | — | COMMON STOCK | 863236105 |
| — | INTL. FCSTONE INC COMMON STOCK USD 0.01 | 41,680 | $1.395M | 0.0% | $28.58 | — | COMMON STOCK | 46116V105 |
| — | TESARO INC COMMON STOCK USD 0.0001 | 26,647 | $1.394M | 0.0% | $33.24 | — | COMMON STOCK | 881569107 |
| EGBN | EAGLE BANCORP INC COMMON STOCK USD 0.01 | 27,438 | $1.385M | 0.0% | $16.94 | +131.2% | COMMON STOCK | 268948106 |
| AER | AERCAP HOLDINGS NV COMMON STOCK USD 0.01 | 32,036 | $1.383M | 0.0% | $41.22 | 0.0% | COMMON STOCK | N00985106 |
| — | PENNYMAC FINANCIAL SERVICES INC COMMON STOCK USD | 89,988 | $1.382M | 0.0% | $16.97 | — | COMMON STOCK | 70932B101 |
| — | FIDELITY SOUTHERN CORP COMMON STOCK USD 0 | 61,856 | $1.38M | 0.0% | $15.39 | — | COMMON STOCK | 316394105 |
| — | CTRIP.COM INTERNATIONAL LTD ADR USD 0.01 | 29,696 | $1.376M | 0.0% | $66.06 | — | ADR | 22943F100 |
| — | PRA HEALTH SCIENCES INC COMMON STOCK USD 0.01 | 30,282 | $1.371M | 0.0% | $25.48 | — | COMMON STOCK | 69354M108 |
| FLEX | FLEXTRONICS INTERNATIONAL LTD COMMON STOCK USD 0 | 122,213 | $1.37M | 0.0% | $8.09 | +4.5% | COMMON STOCK | Y2573F102 |
| — | MANTECH INTERNATIONAL CORP/VA COMMON STOCK USD | 45,263 | $1.369M | 0.0% | $30.92 | — | COMMON STOCK | 564563104 |
| FORR | FORRESTER RESEARCH INC COMMON STOCK USD 0.01 | 48,082 | $1.369M | 0.0% | $32.29 | -9.1% | COMMON STOCK | 346563109 |
| — | OMNIVISION TECHNOLOGIES INC COMMON STOCK USD 0.001 | 47,113 | $1.367M | 0.0% | $21.27 | — | COMMON STOCK | 682128103 |
| — | TRAVELPORT WORLDWIDE LTD COMMON STOCK USD 0.0025 | 105,975 | $1.367M | 0.0% | $14.34 | — | COMMON STOCK | G9019D104 |
| — | AERIE PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 56,078 | $1.365M | 0.0% | $21.75 | — | COMMON STOCK | 00771V108 |
| — | MILACRON HOLDINGS CORP COMMON STOCK USD 0.01 | 108,808 | $1.361M | 0.0% | $18.95 | — | COMMON STOCK | 59870L106 |
| MFC | MANULIFE FINANCIAL CORP COMMON STOCK CAD 0 | 90,724 | $1.359M | 0.0% | $19.00 | -15.1% | COMMON STOCK | 56501R106 |
| UMBF | UMB FINANCIAL CORP COMMON STOCK USD 1 | 29,157 | $1.357M | 0.0% | $54.69 | -7.7% | COMMON STOCK | 902788108 |
| PWR | QUANTA SERVICES INC COMMON STOCK USD 0.00001 | 66,973 | $1.356M | 0.0% | $27.06 | -22.0% | COMMON STOCK | 74762E102 |
| — | WEB.COM GROUP INC COMMON STOCK USD 0.001 | 67,669 | $1.354M | 0.0% | $22.54 | — | COMMON STOCK | 94733A104 |
| TTEK | TETRA TECH INC COMMON STOCK USD 0.01 | 51,986 | $1.353M | 0.0% | $5.30 | +0.9% | COMMON STOCK | 88162G103 |
| — | PERRY ELLIS INTERNATIONAL INC COMMON STOCK USD | 72,987 | $1.344M | 0.0% | $18.70 | — | COMMON STOCK | 288853104 |
| BCRX | BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 130,148 | $1.343M | 0.0% | $11.36 | -12.5% | COMMON STOCK | 09058V103 |
| MATW | MATTHEWS INTERNATIONAL CORP COMMON STOCK USD 1 | 25,112 | $1.342M | 0.0% | $33.49 | +29.2% | COMMON STOCK | 577128101 |
| — | ENSTAR GROUP LTD COMMON STOCK USD 1 | 8,897 | $1.335M | 0.0% | $140.21 | — | COMMON STOCK | G3075P101 |
| — | VECTOR GROUP LTD COMMON STOCK USD 0.1 | 56,368 | $1.33M | 0.0% | $17.37 | — | COMMON STOCK | 92240M108 |
| PRSU | VIAD CORP COMMON STOCK USD 1.5 | 46,996 | $1.327M | 0.0% | $17.78 | +64.8% | COMMON STOCK | 92552R406 |
| PEGA | PEGASYSTEMS INC COMMON STOCK USD 0.01 | 48,240 | $1.327M | 0.0% | $9.36 | +48.0% | COMMON STOCK | 705573103 |
| — | REALPAGE INC COMMON STOCK USD 0.001 | 59,032 | $1.325M | 0.0% | $20.73 | — | COMMON STOCK | 75606N109 |
| — | SHORETEL INC COMMON STOCK USD 0.001 | 149,582 | $1.324M | 0.0% | $7.98 | — | COMMON STOCK | 825211105 |
| — | RAMCO-GERSHENSON PROPERTIES TRUST REIT USD 0.01 | 79,657 | $1.323M | 0.0% | $15.57 | — | EQUITIES - REIT | 751452202 |
| — | MELLANOX TECHNOLOGIES LTD COMMON STOCK USD 0.0175 | 31,400 | $1.323M | 0.0% | $42.13 | — | COMMON STOCK | M51363113 |
| R | RYDER SYSTEM INC COMMON STOCK USD 0.5 | 23,275 | $1.323M | 0.0% | $60.51 | +9.2% | COMMON STOCK | 783549108 |
| SUPN | SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD | 98,268 | $1.321M | 0.0% | $8.35 | +85.3% | COMMON STOCK | 868459108 |
| TRU | TRANSUNION COMMON STOCK USD 0.01 | 47,903 | $1.321M | 0.0% | $24.44 | +1.5% | COMMON STOCK | 89400J107 |
| — | NORTHSTAR REALTY EUROPE CORP REIT USD 0.01 | 111,537 | $1.317M | 0.0% | $11.81 | — | EQUITIES - REIT | 66706L101 |
| ECPG | ENCORE CAPITAL GROUP INC COMMON STOCK USD 0.01 | 45,200 | $1.314M | 0.0% | $33.67 | +2.5% | COMMON STOCK | 292554102 |
| — | BNC BANCORP COMMON STOCK USD 0 | 51,718 | $1.313M | 0.0% | $16.85 | — | COMMON STOCK | 05566T101 |
| — | FIRST NBC BANK HOLDING CO COMMON STOCK USD | 35,067 | $1.311M | 0.0% | $26.70 | — | COMMON STOCK | 32115D106 |
| — | XURA INC COMMON STOCK 0.01 | 53,245 | $1.309M | 0.0% | $23.98 | — | COMMON STOCK | 98420V107 |
| — | NEENAH PAPER INC COMMON STOCK USD 0.01 | 20,941 | $1.307M | 0.0% | $40.09 | — | COMMON STOCK | 640079109 |
| RGP | RESOURCES CONNECTION INC COMMON STOCK USD 0.01 | 79,717 | $1.303M | 0.0% | $12.20 | +43.3% | COMMON STOCK | 76122Q105 |
| IRWD | IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD | 112,315 | $1.302M | 0.0% | $11.76 | -17.8% | COMMON STOCK | 46333X108 |
| — | ASTORIA FINANCIAL CORP COMMON STOCK USD 0.01 | 82,044 | $1.3M | 0.0% | $13.45 | — | COMMON STOCK | 046265104 |
| — | NEWPORT CORP COMMON STOCK USD 0.1167 | 81,711 | $1.297M | 0.0% | $17.02 | — | COMMON STOCK | 651824104 |
| FORM | FORMFACTOR INC COMMON STOCK USD 0.001 | 144,054 | $1.296M | 0.0% | $6.67 | +24.4% | COMMON STOCK | 346375108 |
| — | EQUITY COMMONWEALTH REIT USD 0.01 | 46,693 | $1.295M | 0.0% | $27.19 | — | EQUITIES - REIT | 294628102 |
| — | QTS REALTY TRUST INC REIT USD | 28,590 | $1.29M | 0.0% | $37.06 | — | EQUITIES - REIT | 74736A103 |
| TR | TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD 0.694 | 40,793 | $1.289M | 0.0% | $23.27 | +7.9% | COMMON STOCK | 890516107 |
| LKFN | LAKELAND FINANCIAL CORP COMMON STOCK USD 0 | 27,641 | $1.289M | 0.0% | $13.19 | +81.6% | COMMON STOCK | 511656100 |
| — | INVESTMENT TECHNOLOGY GROUP INC COMMON STOCK USD | 75,517 | $1.285M | 0.0% | $18.56 | — | COMMON STOCK | 46145F105 |
| XPO | XPO LOGISTICS INC COMMON STOCK USD 0.001 | 47,069 | $1.283M | 0.0% | $12.50 | -20.5% | COMMON STOCK | 983793100 |
| — | FTD COS INC COMMON STOCK USD 0.0001 | 48,913 | $1.28M | 0.0% | $28.45 | — | COMMON STOCK | 30281V108 |
| HLX | HELIX ENERGY SOLUTIONS GROUP INC COMMON STOCK USD | 243,091 | $1.279M | 0.0% | $21.63 | -73.2% | COMMON STOCK | 42330P107 |
| CBU | COMMUNITY BANK SYSTEM INC COMMON STOCK USD 1 | 31,999 | $1.278M | 0.0% | $19.99 | +50.6% | COMMON STOCK | 203607106 |
| WWW | WOLVERINE WORLD WIDE INC COMMON STOCK USD 1 | 76,437 | $1.277M | 0.0% | $22.40 | -30.5% | COMMON STOCK | 978097103 |
| VSEC | VSE CORP COMMON STOCK USD 0.05 | 20,487 | $1.274M | 0.0% | $17.90 | +41.3% | COMMON STOCK | 918284100 |
| — | KNOLL INC COMMON STOCK USD 0.01 | 67,716 | $1.273M | 0.0% | $16.41 | — | COMMON STOCK | 498904200 |
| MMI | MARCUS & MILLICHAP INC COMMON STOCK USD 0.0001 | 43,642 | $1.272M | 0.0% | $33.23 | +3.8% | COMMON STOCK | 566324109 |
| FFIN | FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD | 42,100 | $1.27M | 0.0% | $11.28 | +22.0% | COMMON STOCK | 32020R109 |
| — | WEST CORP COMMON STOCK USD 0.001 | 58,811 | $1.269M | 0.0% | $23.98 | — | COMMON STOCK | 952355204 |
| BCC | BOISE CASCADE CO COMMON STOCK USD 0.01 | 49,546 | $1.265M | 0.0% | $18.55 | +3.3% | COMMON STOCK | 09739D100 |
| RIG | TRANSOCEAN LTD COMMON STOCK USD 0.1 | 101,906 | $1.262M | 0.0% | $47.90 | -69.9% | COMMON STOCK | H8817H100 |
| UNF | UNIFIRST CORP/MA COMMON STOCK USD 0.1 | 12,099 | $1.261M | 0.0% | $92.23 | +10.5% | COMMON STOCK | 904708104 |
| — | DEPOMED INC COMMON STOCK USD 0 | 69,453 | $1.259M | 0.0% | $12.83 | — | COMMON STOCK | 249908104 |
| AIT | APPLIED INDUSTRIAL TECHNOLOGIES INC COMMON STOCK | 31,014 | $1.256M | 0.0% | $36.79 | -5.4% | COMMON STOCK | 03820C105 |
| — | TIVO INC COMMON STOCK USD 0.001 | 145,506 | $1.256M | 0.0% | $10.34 | — | COMMON STOCK | 888706108 |
| RRC | RANGE RESOURCES CORP COMMON STOCK USD 0.01 | 50,758 | $1.249M | 0.0% | $76.22 | -61.1% | COMMON STOCK | 75281A109 |
| — | NUTRISYSTEM INC COMMON STOCK USD 0.001 | 57,477 | $1.244M | 0.0% | $18.46 | — | COMMON STOCK | 67069D108 |
| LOPE | GRAND CANYON EDUCATION INC COMMON STOCK USD 0.01 | 30,900 | $1.24M | 0.0% | $38.10 | +3.3% | COMMON STOCK | 38526M106 |
| — | SOUTHWEST BANCORP INC COMMON STOCK USD 1 | 70,789 | $1.237M | 0.0% | $13.20 | — | COMMON STOCK | 844767103 |
| — | SAGE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 21,143 | $1.233M | 0.0% | $37.95 | — | COMMON STOCK | 78667J108 |
| — | FELCOR LODGING TRUST INC REIT USD 0.01 | 168,911 | $1.233M | 0.0% | $11.49 | — | EQUITIES - REIT | 31430F101 |
| — | CLUBCORP HOLDINGS INC COMMON STOCK USD 0.01 | 67,352 | $1.231M | 0.0% | $20.00 | — | COMMON STOCK | 18948M108 |
| ANDE | ANDERSONS INC/THE COMMON STOCK USD 0 | 38,927 | $1.231M | 0.0% | $43.88 | -36.7% | COMMON STOCK | 034164103 |
| ESRT | EMPIRE STATE REALTY TRUST INC REIT USD 0.01 | 67,910 | $1.227M | 0.0% | $15.35 | — | EQUITIES - REIT | 292104106 |
| — | HILLENBRAND INC COMMON STOCK USD 0 | 41,164 | $1.22M | 0.0% | $26.85 | — | COMMON STOCK | 431571108 |
| — | ROFIN-SINAR TECHNOLOGIES INC COMMON STOCK USD 0.01 | 45,509 | $1.219M | 0.0% | $25.25 | — | COMMON STOCK | 775043102 |
| — | APPLIED MICRO CIRCUITS CORP COMMON STOCK USD 0.01 | 191,204 | $1.218M | 0.0% | $7.12 | — | COMMON STOCK | 03822W406 |
| — | REXNORD CORP COMMON STOCK USD 0.01 | 67,207 | $1.218M | 0.0% | $22.86 | — | COMMON STOCK | 76169B102 |
| — | CORNERSTONE ONDEMAND INC COMMON STOCK USD 0.0001 | 35,216 | $1.216M | 0.0% | $44.21 | — | COMMON STOCK | 21925Y103 |
| — | CARRIZO OIL & GAS INC COMMON STOCK USD 0.01 | 41,079 | $1.215M | 0.0% | $31.33 | — | COMMON STOCK | 144577103 |
| — | ROYAL BANK OF SCOTLAND GROUP PLC ADR USD | 136,811 | $1.214M | 0.0% | $8.99 | — | ADR | 780097689 |
| — | ARMOUR RESIDENTIAL REIT INC REIT USD 0.0001 | 55,717 | $1.212M | 0.0% | $20.03 | — | EQUITIES - REIT | 042315507 |
| — | ARLINGTON ASSET INVESTMENT CORP COMMON STOCK USD | 91,597 | $1.212M | 0.0% | $24.29 | — | COMMON STOCK | 041356205 |
| — | CABOT MICROELECTRONICS CORP COMMON STOCK USD 0.001 | 27,676 | $1.212M | 0.0% | $37.47 | — | COMMON STOCK | 12709P103 |
| HALO | HALOZYME THERAPEUTICS INC COMMON STOCK USD 0.001 | 69,817 | $1.21M | 0.0% | $7.37 | +116.3% | COMMON STOCK | 40637H109 |
| — | PINNACLE ENTERTAINMENT INC COMMON STOCK USD 0.1 | 38,897 | $1.21M | 0.0% | $19.67 | — | COMMON STOCK | 723456109 |
| NXST | NEXSTAR BROADCASTING GROUP INC COMMON STOCK USD | 20,503 | $1.204M | 0.0% | $21.71 | +94.5% | COMMON STOCK | 65336K103 |
| — | RELYPSA INC COMMON STOCK USD 0.001 | 42,287 | $1.198M | 0.0% | $27.15 | — | COMMON STOCK | 759531106 |
| — | CHASE CORP COMMON STOCK USD 0.1 | 29,359 | $1.196M | 0.0% | $39.75 | — | COMMON STOCK | 16150R104 |
| — | SILVER WHEATON CORP COMMON STOCK CAD 0 | 96,319 | $1.196M | 0.0% | $13.77 | — | COMMON STOCK | 828336107 |
| CPK | CHESAPEAKE UTILITIES CORP COMMON STOCK USD 0.4867 | 21,058 | $1.195M | 0.0% | $33.26 | +33.3% | COMMON STOCK | 165303108 |
| — | DENBURY RESOURCES INC COMMON STOCK USD 0.001 | 590,210 | $1.192M | 0.0% | $9.46 | — | COMMON STOCK | 247916208 |
| — | GRUBHUB INC COMMON STOCK USD 0.0001 | 49,245 | $1.192M | 0.0% | $35.99 | — | COMMON STOCK | 400110102 |
| — | ACHILLION PHARMACEUTICALS INC COMMON STOCK USD | 110,370 | $1.191M | 0.0% | $9.36 | — | COMMON STOCK | 00448Q201 |
| — | SHUTTERFLY INC COMMON STOCK USD 0.0001 | 26,727 | $1.191M | 0.0% | $55.37 | — | COMMON STOCK | 82568P304 |
| CHDN | CHURCHILL DOWNS INC COMMON STOCK USD 0 | 8,411 | $1.19M | 0.0% | $12.05 | +87.2% | COMMON STOCK | 171484108 |
| CALX | CALIX INC COMMON STOCK USD | 150,292 | $1.183M | 0.0% | $8.13 | -3.7% | COMMON STOCK | 13100M509 |
| SSD | SIMPSON MANUFACTURING CO INC COMMON STOCK USD 0.01 | 34,581 | $1.181M | 0.0% | $25.96 | +24.1% | COMMON STOCK | 829073105 |
| — | COHERENT INC COMMON STOCK USD 0.01 | 18,112 | $1.179M | 0.0% | $56.49 | — | COMMON STOCK | 192479103 |
| — | MONOGRAM RESIDENTIAL TRUST INC REIT USD | 120,387 | $1.175M | 0.0% | $9.10 | — | EQUITIES - REIT | 60979P105 |
| — | QUANTUM CORP COMMON STOCK USD 0.01 | 1,259,787 | $1.172M | 0.0% | $1.36 | — | COMMON STOCK | 747906204 |
| — | CALIFORNIA RESOURCES CORP COMMON STOCK USD 0.01 | 500,589 | $1.166M | 0.0% | $5.47 | — | COMMON STOCK | 13057Q107 |
| EFSC | ENTERPRISE FINANCIAL SERVICES CORP COMMON STOCK | 41,067 | $1.164M | 0.0% | $12.49 | +88.5% | COMMON STOCK | 293712105 |
| — | STONEGATE BANK COMMON STOCK USD 0.01 | 35,381 | $1.163M | 0.0% | $30.30 | — | COMMON STOCK | 861811107 |
| SFBS | SERVISFIRST BANCSHARES INC COMMON STOCK USD 0.001 | 24,418 | $1.161M | 0.0% | $12.39 | +57.4% | COMMON STOCK | 81768T108 |
| MTH | MERITAGE HOMES CORP COMMON STOCK USD 0.01 | 34,120 | $1.16M | 0.0% | $22.76 | -19.7% | COMMON STOCK | 59001A102 |
| — | PENNSYLVANIA REAL ESTATE INVESTMENT TRUST REIT USD | 52,710 | $1.153M | 0.0% | $19.88 | — | EQUITIES - REIT | 709102107 |
| — | KINDRED HEALTHCARE INC COMMON STOCK USD 0.25 | 96,727 | $1.152M | 0.0% | $17.76 | — | COMMON STOCK | 494580103 |
| — | PATTERSON COS INC COMMON STOCK USD 0.01 | 25,464 | $1.151M | 0.0% | $37.95 | — | COMMON STOCK | 703395103 |
| BANR | BANNER CORP COMMON STOCK USD 0.01 | 25,048 | $1.149M | 0.0% | $23.58 | +47.8% | COMMON STOCK | 06652V208 |
| AMBA | AMBARELLA INC COMMON STOCK USD 0.00045 | 20,614 | $1.149M | 0.0% | $48.53 | +16.1% | COMMON STOCK | G037AX101 |
| — | CEDAR REALTY TRUST INC REIT USD 0.06 | 162,155 | $1.148M | 0.0% | $5.33 | — | EQUITIES - REIT | 150602209 |
| — | UNION BANKSHARES CORP COMMON STOCK USD 1.33 | 45,445 | $1.147M | 0.0% | $25.65 | — | COMMON STOCK | 90539J109 |
| — | FINANCIAL ENGINES INC COMMON STOCK USD 0.0001 | 34,024 | $1.146M | 0.0% | $47.47 | — | COMMON STOCK | 317485100 |
| — | CSS INDUSTRIES INC COMMON STOCK USD 0.1 | 40,378 | $1.146M | 0.0% | $27.33 | — | COMMON STOCK | 125906107 |
| — | KCG HOLDINGS INC COMMON STOCK USD 0.01 | 93,029 | $1.145M | 0.0% | $11.24 | — | COMMON STOCK | 48244B100 |
| ATRO | ASTRONICS CORP COMMON STOCK USD 0.01 | 28,104 | $1.144M | 0.0% | $31.83 | -12.0% | COMMON STOCK | 046433108 |
| — | DUN & BRADSTREET CORP/THE COMMON STOCK USD 0.01 | 10,995 | $1.143M | 0.0% | $97.94 | — | COMMON STOCK | 26483E100 |
| — | SEMGROUP CORP COMMON STOCK USD | 39,357 | $1.136M | 0.0% | $50.99 | — | COMMON STOCK | 81663A105 |
| HMN | HORACE MANN EDUCATORS CORP COMMON STOCK USD 0.001 | 34,198 | $1.135M | 0.0% | $23.83 | +43.4% | COMMON STOCK | 440327104 |
| — | PGT INC COMMON STOCK USD 0.01 | 99,538 | $1.134M | 0.0% | $9.50 | — | COMMON STOCK | 69336V101 |
| — | INFINITY PROPERTY & CASUALTY CORP COMMON STOCK USD | 13,769 | $1.132M | 0.0% | $70.16 | — | COMMON STOCK | 45665Q103 |
| REXR | REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 | 69,211 | $1.132M | 0.0% | $15.13 | — | COMMON STOCK | 76169C100 |
| — | VONAGE HOLDINGS CORP COMMON STOCK USD 0.001 | 196,521 | $1.128M | 0.0% | $3.34 | — | COMMON STOCK | 92886T201 |
| SRPT | SAREPTA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 29,223 | $1.127M | 0.0% | $36.12 | -10.2% | COMMON STOCK | 803607100 |
| — | AMTRUST FINANCIAL SERVICES INC COMMON STOCK USD | 18,276 | $1.125M | 0.0% | $41.81 | — | COMMON STOCK | 032359309 |
| — | MEDIA GENERAL INC COMMON STOCK USD 0 | 69,608 | $1.124M | 0.0% | $16.63 | — | COMMON STOCK | 58441K100 |
| — | EMCORE CORP COMMON STOCK USD 0 | 183,406 | $1.124M | 0.0% | $6.60 | — | COMMON STOCK | 290846203 |
| GPRO | GOPRO INC COMMON STOCK USD 0.0001 | 62,400 | $1.124M | 0.0% | $48.40 | -52.0% | COMMON STOCK | 38268T103 |
| ESE | ESCO TECHNOLOGIES INC COMMON STOCK USD 0.01 | 31,047 | $1.122M | 0.0% | $33.95 | +5.8% | COMMON STOCK | 296315104 |
| KE | KIMBALL ELECTRONICS INC COMMON STOCK USD 0 | 102,025 | $1.121M | 0.0% | $10.81 | +5.7% | COMMON STOCK | 49428J109 |
| — | II-VI INC COMMON STOCK USD 0 | 60,304 | $1.119M | 0.0% | $16.81 | — | COMMON STOCK | 902104108 |
| CALM | CAL-MAINE FOODS INC COMMON STOCK USD 0.01 | 24,152 | $1.119M | 0.0% | $24.56 | +62.1% | COMMON STOCK | 128030202 |
| TPC | TUTOR PERINI CORP COMMON STOCK USD 1 | 66,767 | $1.118M | 0.0% | $17.76 | -4.2% | COMMON STOCK | 901109108 |
| — | PACIFIC PREMIER BANCORP INC COMMON STOCK USD 0.01 | 52,555 | $1.117M | 0.0% | $12.26 | — | COMMON STOCK | 69478X105 |
| — | ENSCO PLC COMMON STOCK USD 0.1 | 72,527 | $1.116M | 0.0% | $56.28 | — | COMMON STOCK | G3157S106 |
| ABG | ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD 0.01 | 16,535 | $1.115M | 0.0% | $62.78 | +21.2% | COMMON STOCK | 043436104 |
| — | BARRICK GOLD CORP COMMON STOCK CAD 0 | 150,271 | $1.109M | 0.0% | $18.18 | — | COMMON STOCK | 067901108 |
| WTS | WATTS WATER TECHNOLOGIES INC COMMON STOCK USD 0.1 | 22,298 | $1.108M | 0.0% | $46.60 | +17.2% | COMMON STOCK | 942749102 |
| — | PARSLEY ENERGY INC COMMON STOCK USD 0.01 | 60,071 | $1.108M | 0.0% | $21.40 | — | COMMON STOCK | 701877102 |
| — | AXIALL CORP COMMON STOCK USD 0.01 | 71,802 | $1.106M | 0.0% | $43.02 | — | COMMON STOCK | 05463D100 |
| — | SONIC CORP COMMON STOCK USD 0.01 | 34,101 | $1.102M | 0.0% | $14.85 | — | COMMON STOCK | 835451105 |
| — | NCI INC COMMON STOCK USD 0.019 | 80,747 | $1.102M | 0.0% | $9.24 | — | COMMON STOCK | 62886K104 |
| AVD | AMERICAN VANGUARD CORP COMMON STOCK USD 0.1 | 78,248 | $1.096M | 0.0% | $13.22 | +2.0% | COMMON STOCK | 030371108 |
| OMER | OMEROS CORP COMMON STOCK USD 0.01 | 69,700 | $1.096M | 0.0% | $10.93 | +26.3% | COMMON STOCK | 682143102 |
| — | EVERYDAY HEALTH INC COMMON STOCK USD 0.01 | 181,411 | $1.092M | 0.0% | $13.61 | — | COMMON STOCK | 300415106 |
| HURN | HURON CONSULTING GROUP INC COMMON STOCK USD 0.01 | 18,327 | $1.089M | 0.0% | $55.36 | +1.5% | COMMON STOCK | 447462102 |
| — | HEARTWARE INTERNATIONAL INC COMMON STOCK USD 0.001 | 21,594 | $1.088M | 0.0% | $81.63 | — | COMMON STOCK | 422368100 |
| — | VASCULAR SOLUTIONS INC COMMON STOCK USD 0.01 | 31,649 | $1.088M | 0.0% | $15.58 | — | COMMON STOCK | 92231M109 |
| — | LHC GROUP INC COMMON STOCK USD 0.01 | 23,929 | $1.084M | 0.0% | $26.54 | — | COMMON STOCK | 50187A107 |
| RNST | RENASANT CORP COMMON STOCK USD 5 | 31,490 | $1.084M | 0.0% | $24.99 | +41.0% | COMMON STOCK | 75970E107 |
| — | UNIVERSAL FOREST PRODUCTS INC COMMON STOCK USD 0 | 15,848 | $1.084M | 0.0% | $44.08 | — | COMMON STOCK | 913543104 |
| SEM | SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD | 90,931 | $1.083M | 0.0% | $6.33 | -9.1% | COMMON STOCK | 81619Q105 |
| — | MONOTYPE IMAGING HOLDINGS INC COMMON STOCK USD | 45,830 | $1.083M | 0.0% | $26.15 | — | COMMON STOCK | 61022P100 |
| — | SONUS NETWORKS INC COMMON STOCK USD 0.001 | 151,809 | $1.082M | 0.0% | $7.36 | — | COMMON STOCK | 835916503 |
| DLB | DOLBY LABORATORIES INC COMMON STOCK USD 0.001 | 32,062 | $1.079M | 0.0% | $29.78 | +0.7% | COMMON STOCK | 25659T107 |
| AEM | AGNICO EAGLE MINES LTD COMMON STOCK CAD 0 | 40,833 | $1.073M | 0.0% | $21.23 | +6.9% | COMMON STOCK | 008474108 |
| ANGO | ANGIODYNAMICS INC COMMON STOCK USD 0.01 | 88,374 | $1.073M | 0.0% | $12.34 | -0.2% | COMMON STOCK | 03475V101 |
| GCO | GENESCO INC COMMON STOCK USD 1 | 18,872 | $1.072M | 0.0% | $64.31 | -10.1% | COMMON STOCK | 371532102 |
| — | ACTUANT CORP COMMON STOCK USD 0.2 | 44,737 | $1.072M | 0.0% | $32.54 | — | COMMON STOCK | 00508X203 |
| — | RUBICON PROJECT INC/THE COMMON STOCK USD 0.00001 | 65,062 | $1.07M | 0.0% | $17.72 | — | COMMON STOCK | 78112V102 |
| MOD | MODINE MANUFACTURING CO COMMON STOCK USD 0.625 | 118,282 | $1.07M | 0.0% | $10.51 | -16.7% | COMMON STOCK | 607828100 |
| TTMI | TTM TECHNOLOGIES INC COMMON STOCK USD 0.001 | 164,319 | $1.07M | 0.0% | $8.08 | -11.3% | COMMON STOCK | 87305R109 |
| CWT | CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD | 45,834 | $1.067M | 0.0% | $15.78 | +17.1% | COMMON STOCK | 130788102 |
| WING | WINGSTOP INC COMMON STOCK USD 0.01 | 46,687 | $1.065M | 0.0% | $27.62 | -15.2% | COMMON STOCK | 974155103 |
| TOWN | TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD 1.667 | 50,899 | $1.062M | 0.0% | $17.03 | +24.1% | COMMON STOCK | 89214P109 |
| UCTT | ULTRA CLEAN HOLDINGS INC COMMON STOCK USD 0.001 | 206,114 | $1.055M | 0.0% | $8.74 | -40.8% | COMMON STOCK | 90385V107 |
| CCOI | COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD | 30,387 | $1.054M | 0.0% | $15.60 | +25.9% | COMMON STOCK | 19239V302 |
| — | IXYS CORP COMMON STOCK USD 0.01 | 83,091 | $1.049M | 0.0% | $12.20 | — | COMMON STOCK | 46600W106 |
| KALU | KAISER ALUMINUM CORP COMMON STOCK USD 0.01 | 12,367 | $1.035M | 0.0% | $43.27 | +39.3% | COMMON STOCK | 483007704 |
| — | SWIFT TRANSPORTATION CO COMMON STOCK USD 0.001 | 74,827 | $1.034M | 0.0% | $21.55 | — | COMMON STOCK | 87074U101 |
| BANF | BANCFIRST CORP COMMON STOCK USD 1 | 17,627 | $1.033M | 0.0% | $22.50 | +12.1% | COMMON STOCK | 05945F103 |
| NWBI | NORTHWEST BANCSHARES INC COMMON STOCK USD 0.01 | 76,940 | $1.03M | 0.0% | $6.54 | +17.4% | COMMON STOCK | 667340103 |
| WMK | WEIS MARKETS INC COMMON STOCK USD 0 | 23,148 | $1.025M | 0.0% | $32.72 | +2.5% | COMMON STOCK | 948849104 |
| CMTL | COMTECH TELECOMMUNICATIONS CORP COMMON STOCK USD | 50,999 | $1.025M | 0.0% | $21.76 | -16.8% | COMMON STOCK | 205826209 |
| FOLD | AMICUS THERAPEUTICS INC COMMON STOCK USD 0.01 | 105,597 | $1.024M | 0.0% | $12.40 | -27.3% | COMMON STOCK | 03152W109 |
| SSP | EW SCRIPPS CO/THE COMMON STOCK USD 0.01 | 53,917 | $1.024M | 0.0% | $13.19 | +16.5% | COMMON STOCK | 811054402 |
| ITRI | ITRON INC COMMON STOCK USD 0 | 28,297 | $1.024M | 0.0% | $42.24 | -16.4% | COMMON STOCK | 465741106 |
| SBSI | SOUTHSIDE BANCSHARES INC COMMON STOCK USD 1.25 | 42,309 | $1.016M | 0.0% | $24.68 | +6.2% | COMMON STOCK | 84470P109 |
| LZB | LA-Z-BOY INC COMMON STOCK USD 1 | 41,595 | $1.016M | 0.0% | $18.60 | +44.2% | COMMON STOCK | 505336107 |
| ICFI | ICF INTERNATIONAL INC COMMON STOCK USD 0.001 | 28,507 | $1.014M | 0.0% | $32.86 | +1.9% | COMMON STOCK | 44925C103 |
| — | INVESCO MORTGAGE CAPITAL INC REIT USD 0.01 | 81,775 | $1.013M | 0.0% | $15.47 | — | EQUITIES - REIT | 46131B100 |
| — | ARISTA NETWORKS INC COMMON STOCK USD 0.0001 | 12,987 | $1.011M | 0.0% | $77.85 | — | COMMON STOCK | 040413106 |
| UVV | UNIVERSAL CORP/VA COMMON STOCK USD 0 | 18,009 | $1.01M | 0.0% | $58.03 | -5.7% | COMMON STOCK | 913456109 |
| — | UNIVERSAL AMERICAN CORP/NY COMMON STOCK USD 0.01 | 144,195 | $1.009M | 0.0% | $7.60 | — | COMMON STOCK | 91338E101 |
| ARCB | ARCBEST CORP COMMON STOCK USD 0.01 | 47,036 | $1.006M | 0.0% | $34.08 | -33.6% | COMMON STOCK | 03937C105 |
| GEOS | GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD 0.01 | 71,426 | $1.005M | 0.0% | $34.47 | -58.7% | COMMON STOCK | 37364X109 |
| — | ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD | 30,380 | $1.003M | 0.0% | $34.06 | — | COMMON STOCK | 014339105 |
| COHU | COHU INC COMMON STOCK USD 1 | 82,754 | $999K | 0.0% | $11.15 | +1.7% | COMMON STOCK | 192576106 |
| PTCT | PTC THERAPEUTICS INC COMMON STOCK USD 0.001 | 30,836 | $999K | 0.0% | $34.19 | -13.9% | COMMON STOCK | 69366J200 |
| TNC | TENNANT CO COMMON STOCK USD 0.375 | 17,716 | $997K | 0.0% | $44.90 | +14.5% | COMMON STOCK | 880345103 |
| CSV | CARRIAGE SERVICES INC COMMON STOCK USD 0.01 | 41,371 | $997K | 0.0% | $16.28 | +26.1% | COMMON STOCK | 143905107 |
| — | ASHFORD HOSPITALITY PRIME INC COMMON STOCK | 68,663 | $996K | 0.0% | $16.14 | — | EQUITIES - REIT | 044102101 |
| — | EXTERRAN CORP COMMON STOCK USD 0.01 | 61,778 | $992K | 0.0% | $16.06 | — | COMMON STOCK | 30227H106 |
| — | FLOTEK INDUSTRIES INC COMMON STOCK USD 0.0001 | 86,632 | $991K | 0.0% | $17.65 | — | COMMON STOCK | 343389102 |
| FELE | FRANKLIN ELECTRIC CO INC COMMON STOCK USD 0.1 | 36,656 | $991K | 0.0% | $29.23 | -7.3% | COMMON STOCK | 353514102 |
| — | AIRCASTLE LTD COMMON STOCK USD 0.01 | 47,142 | $985K | 0.0% | $18.17 | — | COMMON STOCK | G0129K104 |
| CLMB | WAYSIDE TECHNOLOGY GROUP INC COMMON STOCK USD 0.01 | 53,663 | $984K | 0.0% | $12.40 | +9.0% | COMMON STOCK | 946760105 |
| — | DIGITALGLOBE INC COMMON STOCK USD 0.001 | 62,487 | $979K | 0.0% | $32.42 | — | COMMON STOCK | 25389M877 |
| — | PACIFIC ETHANOL INC COMMON STOCK USD 0.001 | 204,027 | $975K | 0.0% | $10.43 | — | COMMON STOCK | 69423U305 |
| TSEM | TOWER SEMICONDUCTOR LTD COMMON STOCK ILS 1 | 69,193 | $973K | 0.0% | $15.34 | -5.8% | COMMON STOCK | M87915274 |
| AMN | AMN HEALTHCARE SERVICES INC COMMON STOCK USD 0.01 | 31,221 | $969K | 0.0% | $11.96 | +147.6% | COMMON STOCK | 001744101 |
| — | ALTRA INDUSTRIAL MOTION CORP | 38,509 | $966K | 0.0% | $27.40 | — | COMMON STOCK | 02208R106 |
| PLXS | PLEXUS CORP COMMON STOCK USD 0.01 | 27,551 | $962K | 0.0% | $33.99 | +9.8% | COMMON STOCK | 729132100 |
| — | ATRION CORP COMMON STOCK USD 0.1 | 2,524 | $962K | 0.0% | $327.75 | — | COMMON STOCK | 049904105 |
| — | DREW INDUSTRIES INC COMMON STOCK USD 0.01 | 15,771 | $960K | 0.0% | $45.76 | — | COMMON STOCK | 26168L205 |
| — | PZENA INVESTMENT MANAGEMENT INC COMMON STOCK USD | 111,333 | $957K | 0.0% | $9.39 | — | COMMON STOCK | 74731Q103 |
| TTI | TETRA TECHNOLOGIES INC COMMON STOCK USD 0.01 | 126,944 | $955K | 0.0% | $9.09 | -14.5% | COMMON STOCK | 88162F105 |
| SPOK | SPOK HOLDINGS INC COMMON STOCK USD 0.0001 | 51,741 | $948K | 0.0% | $16.93 | +4.6% | COMMON STOCK | 84863T106 |
| — | TOWER INTERNATIONAL INC COMMON STOCK USD 0.01 | 33,146 | $947K | 0.0% | $25.42 | — | COMMON STOCK | 891826109 |
| BSRR | SIERRA BANCORP COMMON STOCK USD 0 | 53,629 | $947K | 0.0% | $10.41 | +17.6% | COMMON STOCK | 82620P102 |
| TREE | LENDINGTREE INC COMMON STOCK USD 0.01 | 10,595 | $946K | 0.0% | $77.37 | — | COMMON STOCK | 52603B107 |
| BCO | BRINK'S CO/THE COMMON STOCK USD 1 | 32,633 | $942K | 0.0% | $23.02 | +18.9% | COMMON STOCK | 109696104 |
| — | MARKETO INC COMMON STOCK USD 0.0001 | 32,811 | $942K | 0.0% | $29.94 | — | COMMON STOCK | 57063L107 |
| EMBJ | EMBRAER SA ADR USD | 31,860 | $941K | 0.0% | $36.80 | — | ADR | 29082A107 |
| DCH | AMERICAN AXLE & MANUFACTURING HOLDINGS INC COMMON | 49,656 | $940K | 0.0% | $18.41 | +14.4% | COMMON STOCK | 024061103 |
| — | HEALTHWAYS INC COMMON STOCK USD 0.001 | 73,032 | $940K | 0.0% | $14.15 | — | COMMON STOCK | 422245100 |
| — | ZENDESK INC COMMON STOCK USD 0.01 | 35,524 | $939K | 0.0% | $23.01 | — | COMMON STOCK | 98936J101 |
| WDFC | WD-40 CO COMMON STOCK USD 0.001 | 9,506 | $938K | 0.0% | $45.27 | +82.8% | COMMON STOCK | 929236107 |
| — | SYNTEL INC COMMON STOCK USD 0 | 20,665 | $935K | 0.0% | $53.92 | — | COMMON STOCK | 87162H103 |
| — | LUXOFT HOLDING INC COMMON STOCK USD | 12,107 | $934K | 0.0% | $46.51 | — | COMMON STOCK | G57279104 |
| — | CINCINNATI BELL INC COMMON STOCK USD 0.01 | 259,155 | $933K | 0.0% | $3.47 | — | COMMON STOCK | 171871106 |
| POWI | POWER INTEGRATIONS INC COMMON STOCK USD 0.001 | 19,195 | $933K | 0.0% | $19.56 | +12.8% | COMMON STOCK | 739276103 |
| — | INTRA-CELLULAR THERAPIES INC COMMON STOCK USD | 17,341 | $933K | 0.0% | $24.71 | — | COMMON STOCK | 46116X101 |
| KFRC | KFORCE INC COMMON STOCK USD 0.01 | 36,869 | $932K | 0.0% | $14.87 | +78.0% | COMMON STOCK | 493732101 |
| — | SIGMA DESIGNS INC COMMON STOCK USD 0 | 147,464 | $932K | 0.0% | $6.91 | — | COMMON STOCK | 826565103 |
| — | PHYSICIANS REALTY TRUST REIT USD 0.01 | 54,665 | $922K | 0.0% | $17.48 | — | EQUITIES - REIT | 71943U104 |
| — | HALLMARK FINANCIAL SERVICES INC COMMON STOCK USD | 78,540 | $918K | 0.0% | $11.27 | — | COMMON STOCK | 40624Q203 |
| ANIK | ANIKA THERAPEUTICS INC COMMON STOCK USD 0.01 | 24,018 | $917K | 0.0% | $38.81 | -1.4% | COMMON STOCK | 035255108 |
| — | FORWARD AIR CORP COMMON STOCK USD 0.01 | 21,292 | $916K | 0.0% | $38.49 | — | COMMON STOCK | 349853101 |
| — | PARTNERRE LTD COMMON STOCK USD 1 | 6,493 | $907K | 0.0% | $105.32 | — | COMMON STOCK | G6852T105 |
| — | INFRAREIT INC REIT USD 0.01 | 49,048 | $907K | 0.0% | $21.39 | — | EQUITIES - REIT | 45685L100 |
| PGC | PEAPACK GLADSTONE FINANCIAL CORP COMMON STOCK USD | 43,876 | $905K | 0.0% | $19.29 | +5.1% | COMMON STOCK | 704699107 |
| — | NXSTAGE MEDICAL INC COMMON STOCK USD 0.001 | 41,309 | $905K | 0.0% | $16.17 | — | COMMON STOCK | 67072V103 |
| CASS | CASS INFORMATION SYSTEMS INC COMMON STOCK USD 0.5 | 17,569 | $904K | 0.0% | $25.10 | +23.6% | COMMON STOCK | 14808P109 |
| THC | TENET HEALTHCARE CORP COMMON STOCK USD 0.05 | 29,651 | $898K | 0.0% | $44.61 | -26.5% | COMMON STOCK | 88033G407 |
| CTBI | COMMUNITY TRUST BANCORP INC COMMON STOCK USD 5 | 25,579 | $894K | 0.0% | $20.14 | +19.6% | COMMON STOCK | 204149108 |
| — | LIFELOCK INC COMMON STOCK USD 0.001 | 62,311 | $894K | 0.0% | $15.32 | — | COMMON STOCK | 53224V100 |
| — | BOSTON PRIVATE FINANCIAL HOLDINGS INC COMMON STOCK | 78,585 | $891K | 0.0% | $10.65 | — | COMMON STOCK | 101119105 |
| — | CASCADE MICROTECH INC COMMON STOCK USD 0.01 | 54,621 | $888K | 0.0% | $14.89 | — | COMMON STOCK | 147322101 |
| PRKS | SEAWORLD ENTERTAINMENT INC COMMON STOCK USD 0.01 | 45,056 | $887K | 0.0% | $20.47 | -9.3% | COMMON STOCK | 81282V100 |
| CLDT | CHATHAM LODGING TRUST REIT USD | 43,113 | $883K | 0.0% | $29.40 | — | EQUITIES - REIT | 16208T102 |
| — | G&K SERVICES INC COMMON STOCK USD 0.5 | 13,990 | $880K | 0.0% | $53.00 | — | COMMON STOCK | 361268105 |
| — | PEP BOYS-MANNY MOE & JACK/THE COMMON STOCK USD 1 | 47,814 | $880K | 0.0% | $11.58 | — | COMMON STOCK | 713278109 |
| RMBS | RAMBUS INC COMMON STOCK USD 0.001 | 75,670 | $877K | 0.0% | $7.66 | +50.7% | COMMON STOCK | 750917106 |
| CCS | CENTURY COMMUNITIES INC COMMON STOCK USD 0.01 | 49,492 | $877K | 0.0% | $18.81 | -5.8% | COMMON STOCK | 156504300 |
| SHEN | SHENANDOAH TELECOMMUNICATIONS CO COMMON STOCK USD | 20,336 | $875K | 0.0% | $8.70 | +165.4% | COMMON STOCK | 82312B106 |
| — | THERAPEUTICSMD INC COMMON STOCK USD 0.001 | 84,104 | $872K | 0.0% | $3.59 | — | COMMON STOCK | 88338N107 |
| — | SILVER BAY REALTY TRUST CORP REIT USD 0.01 | 55,705 | $872K | 0.0% | $16.17 | — | EQUITIES - REIT | 82735Q102 |
| TMP | TOMPKINS FINANCIAL CORP COMMON STOCK USD 0.1 | 15,448 | $868K | 0.0% | $28.43 | +47.0% | COMMON STOCK | 890110109 |
| — | CRAY INC COMMON STOCK USD 0.01 | 26,758 | $868K | 0.0% | $19.96 | — | COMMON STOCK | 225223304 |
| SBRA | SABRA HEALTH CARE REIT INC REIT USD 0.01 | 42,695 | $864K | 0.0% | $32.05 | — | EQUITIES - REIT | 78573L106 |
| — | TIDEWATER INC COMMON STOCK USD 0.1 | 123,951 | $863K | 0.0% | $26.92 | — | COMMON STOCK | 886423102 |
| — | TEEKAY TANKERS LTD COMMON STOCK USD 0.01 | 125,202 | $861K | 0.0% | $5.31 | — | COMMON STOCK | Y8565N102 |
| — | OASIS PETROLEUM INC COMMON STOCK USD 0.01 | 116,438 | $858K | 0.0% | $15.74 | — | COMMON STOCK | 674215108 |
| CMRE | COSTAMARE INC COMMON STOCK USD 0.0001 | 82,250 | $857K | 0.0% | $10.77 | -27.1% | COMMON STOCK | Y1771G102 |
| — | SUFFOLK BANCORP COMMON STOCK USD 2.5 | 30,151 | $855K | 0.0% | $20.30 | — | COMMON STOCK | 864739107 |
| — | RAIT FINANCIAL TRUST REIT USD 0.01 | 316,420 | $854K | 0.0% | $7.50 | — | EQUITIES - REIT | 749227609 |
| — | DERMIRA INC COMMON STOCK USD 0.001 | 24,655 | $853K | 0.0% | $28.89 | — | COMMON STOCK | 24983L104 |
| — | KAMAN CORP COMMON STOCK USD 1 | 20,896 | $853K | 0.0% | $35.15 | — | COMMON STOCK | 483548103 |
| — | OCLARO INC COMMON STOCK USD 0.01 | 244,986 | $853K | 0.0% | $2.99 | — | COMMON STOCK | 67555N206 |
| — | SUPER MICRO COMPUTER INC COMMON STOCK USD 0.001 | 34,588 | $848K | 0.0% | $15.28 | — | COMMON STOCK | 86800U104 |
| FBIZ | FIRST BUSINESS FINANCIAL SERVICES INC COMMON STOCK | 33,875 | $847K | 0.0% | $17.69 | +7.9% | COMMON STOCK | 319390100 |
| — | GTT COMMUNICATIONS INC COMMON STOCK USD 0.0001 | 49,438 | $843K | 0.0% | $16.05 | — | COMMON STOCK | 362393100 |
| — | GLAXOSMITHKLINE PLC ADR USD | 20,863 | $842K | 0.0% | $44.58 | — | ADR | 37733W105 |
| — | BLUCORA INC COMMON STOCK USD 0.0001 | 85,512 | $838K | 0.0% | $16.99 | — | COMMON STOCK | 095229100 |
| EXEL | EXELIXIS INC COMMON STOCK USD 0.001 | 148,573 | $838K | 0.0% | $5.08 | +10.2% | COMMON STOCK | 30161Q104 |
| ATEN | A10 NETWORKS INC COMMON STOCK USD 0.00001 | 127,415 | $836K | 0.0% | $5.73 | +13.1% | COMMON STOCK | 002121101 |
| — | HATTERAS FINANCIAL CORP REIT USD 0.001 | 63,331 | $833K | 0.0% | $18.08 | — | EQUITIES - REIT | 41902R103 |
| PAHC | PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD 0.001 | 27,569 | $831K | 0.0% | $28.92 | +10.9% | COMMON STOCK | 71742Q106 |
| TILE | INTERFACE INC COMMON STOCK USD 0.1 | 43,294 | $829K | 0.0% | $17.65 | +17.0% | COMMON STOCK | 458665304 |
| — | GOVERNMENT PROPERTIES INCOME TRUST REIT USD 0.01 | 52,247 | $829K | 0.0% | $22.85 | — | EQUITIES - REIT | 38376A103 |
| CNS | COHEN & STEERS INC COMMON STOCK USD 0.01 | 27,122 | $827K | 0.0% | $19.81 | -5.6% | COMMON STOCK | 19247A100 |
| — | ATLASSIAN CORP PLC COMMON STOCK USD 0.1 | 27,500 | $827K | 0.0% | $30.07 | — | COMMON STOCK | G06242104 |
| — | RPX CORP COMMON STOCK USD 0.0001 | 74,955 | $825K | 0.0% | $17.17 | — | COMMON STOCK | 74972G103 |
| RAIL | FREIGHTCAR AMERICA INC COMMON STOCK USD 0.01 | 42,332 | $823K | 0.0% | $21.47 | -2.1% | COMMON STOCK | 357023100 |
| SMTC | SEMTECH CORP COMMON STOCK USD 0.01 | 43,502 | $823K | 0.0% | $33.99 | -46.2% | COMMON STOCK | 816850101 |
| FIX | COMFORT SYSTEMS USA INC COMMON STOCK USD 0.01 | 28,917 | $822K | 0.0% | $14.97 | +90.1% | COMMON STOCK | 199908104 |
| CSGS | CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD | 22,850 | $822K | 0.0% | $19.08 | +46.2% | COMMON STOCK | 126349109 |
| — | ALON USA ENERGY INC COMMON STOCK USD 0.01 | 55,262 | $820K | 0.0% | $14.40 | — | COMMON STOCK | 020520102 |
| — | OMNOVA SOLUTIONS INC COMMON STOCK USD 0.1 | 133,808 | $820K | 0.0% | $7.56 | — | COMMON STOCK | 682129101 |
| — | SELECT INCOME REIT REIT USD 0.01 | 41,062 | $814K | 0.0% | $23.49 | — | EQUITIES - REIT | 81618T100 |
| — | SANDY SPRING BANCORP INC COMMON STOCK USD 1 | 30,197 | $814K | 0.0% | $24.17 | — | COMMON STOCK | 800363103 |
| VIAV | VIAVI SOLUTIONS INC COMMON STOCK USD 0.001 | 133,360 | $812K | 0.0% | $5.97 | +1.6% | COMMON STOCK | 925550105 |
| GGAL | GRUPO FINANCIERO GALICIA SA ADR USD | 30,000 | $812K | 0.0% | $15.81 | — | ADR | 399909100 |
| NMIH | NMI HOLDINGS INC COMMON STOCK USD 0.01 | 119,833 | $811K | 0.0% | $9.49 | -22.7% | COMMON STOCK | 629209305 |
| — | BELMOND LTD COMMON STOCK USD 0.01 | 85,213 | $810K | 0.0% | $11.52 | — | COMMON STOCK | G1154H107 |
| STBA | S&T BANCORP INC COMMON STOCK USD 2.5 | 26,238 | $809K | 0.0% | $19.49 | +66.3% | COMMON STOCK | 783859101 |
| — | AXOVANT SCIENCES LTD COMMON STOCK USD 0.00001 | 44,781 | $807K | 0.0% | $17.66 | — | COMMON STOCK | G0750W104 |
| — | IXIA COMMON STOCK USD 0 | 64,884 | $807K | 0.0% | $15.16 | — | COMMON STOCK | 45071R109 |
| NPO | ENPRO INDUSTRIES INC COMMON STOCK USD 0.01 | 18,308 | $803K | 0.0% | $50.91 | -7.7% | COMMON STOCK | 29355X107 |
| MRCC | MONROE CAPITAL CORP COMMON STOCK USD 0.001 | 61,309 | $803K | 0.0% | $4.00 | +11.9% | COMMON STOCK | 610335101 |
| TREX | TREX CO INC COMMON STOCK USD 0.01 | 21,056 | $801K | 0.0% | $7.39 | +35.7% | COMMON STOCK | 89531P105 |
| — | ANALOGIC CORP COMMON STOCK USD 0.05 | 9,691 | $800K | 0.0% | $78.34 | — | COMMON STOCK | 032657207 |
| — | FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD | 64,169 | $800K | 0.0% | $31.71 | — | COMMON STOCK | 34984V100 |
| UIS | UNISYS CORP COMMON STOCK USD 0.01 | 72,202 | $798K | 0.0% | $16.06 | -21.2% | COMMON STOCK | 909214306 |
| — | FEDERAL- MOGUL HOLDINGS CORP | 116,289 | $797K | 0.0% | $9.06 | — | COMMON STOCK | 313549404 |
| TG | TREDEGAR CORP COMMON STOCK USD 0 | 58,513 | $797K | 0.0% | $11.42 | -28.7% | COMMON STOCK | 894650100 |
| OFG | OFG BANCORP COMMON STOCK USD 1 | 108,583 | $795K | 0.0% | $11.53 | -25.6% | COMMON STOCK | 67103X102 |
| XNCR | XENCOR INC COMMON STOCK USD 0.01 | 54,212 | $793K | 0.0% | $15.35 | -12.4% | COMMON STOCK | 98401F105 |
| STAG | STAG INDUSTRIAL INC REIT USD 0.01 | 42,959 | $793K | 0.0% | $23.40 | — | EQUITIES - REIT | 85254J102 |
| — | SHIP FINANCE INTERNATIONAL LTD COMMON STOCK USD 1 | 47,720 | $791K | 0.0% | $15.08 | — | COMMON STOCK | G81075106 |
| HSTM | HEALTHSTREAM INC COMMON STOCK USD 0 | 35,854 | $789K | 0.0% | $28.32 | -17.5% | COMMON STOCK | 42222N103 |
| — | PH GLATFELTER CO COMMON STOCK USD 0.01 | 42,608 | $786K | 0.0% | $21.80 | — | COMMON STOCK | 377316104 |
| — | ONCOMED PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 34,684 | $782K | 0.0% | $17.85 | — | COMMON STOCK | 68234X102 |
| SSYS | STRATASYS LTD COMMON STOCK USD 0.01 | 33,207 | $780K | 0.0% | $41.95 | -37.3% | COMMON STOCK | M85548101 |
| KRNY | KEARNY FINANCIAL CORP/MD COMMON STOCK USD 0.01 | 61,476 | $779K | 0.0% | $10.59 | +15.1% | COMMON STOCK | 48716P108 |
| — | IMMUNOGEN INC COMMON STOCK USD 0.01 | 57,051 | $774K | 0.0% | $16.54 | — | COMMON STOCK | 45253H101 |
| HCKT | HACKETT GROUP INC/THE COMMON STOCK USD 0.001 | 48,096 | $773K | 0.0% | $11.86 | +38.7% | COMMON STOCK | 404609109 |
| AZTA | BROOKS AUTOMATION INC COMMON STOCK USD 0.01 | 72,355 | $773K | 0.0% | $8.29 | +24.5% | COMMON STOCK | 114340102 |
| — | BLUE NILE INC COMMON STOCK USD 0.001 | 20,821 | $773K | 0.0% | $33.56 | — | COMMON STOCK | 09578R103 |
| FSP | FRANKLIN STREET PROPERTIES CORP REIT USD 0.0001 | 74,633 | $772K | 0.0% | $12.77 | — | EQUITIES - REIT | 35471R106 |
| AXS | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD 0.0125 | 13,729 | $772K | 0.0% | $33.61 | +23.9% | COMMON STOCK | G0692U109 |
| SPSC | SPS COMMERCE INC COMMON STOCK USD 0.001 | 10,998 | $772K | 0.0% | $30.98 | +17.9% | COMMON STOCK | 78463M107 |
| — | CONSOLIDATED COMMUNICATIONS HOLDINGS INC COMMON | 36,801 | $771K | 0.0% | $19.75 | — | COMMON STOCK | 209034107 |
| JRVR | JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD | 22,957 | $770K | 0.0% | $22.07 | +37.3% | COMMON STOCK | G5005R107 |
| CVE | CENOVUS ENERGY INC COMMON STOCK CAD 0 | 60,905 | $769K | 0.0% | $14.64 | -15.9% | COMMON STOCK | 15135U109 |
| TPVG | TRIPLEPOINT VENTURE GROWTH BDC CORP COMMON STOCK | 64,066 | $766K | 0.0% | $15.84 | -28.0% | COMMON STOCK | 89677Y100 |
| — | VITAMIN SHOPPE INC COMMON STOCK USD 0.01 | 23,404 | $765K | 0.0% | $45.55 | — | COMMON STOCK | 92849E101 |
| — | PATTERN ENERGY GROUP INC COMMON STOCK USD 0.01 | 36,527 | $764K | 0.0% | $30.41 | — | COMMON STOCK | 70338P100 |
| — | DEL FRISCO'S RESTAURANT GROUP INC COMMON STOCK USD | 47,633 | $763K | 0.0% | $21.67 | — | COMMON STOCK | 245077102 |
| — | STILLWATER MINING CO COMMON STOCK USD 0.01 | 88,970 | $762K | 0.0% | $11.57 | — | COMMON STOCK | 86074Q102 |
| — | FIBRIA CELULOSE SA ADR USD 0 | 60,000 | $761K | 0.0% | $12.68 | — | ADR | 31573A109 |
| PKOH | PARK-OHIO HOLDINGS CORP COMMON STOCK USD 1 | 20,622 | $758K | 0.0% | $29.19 | +2.1% | COMMON STOCK | 700666100 |
| — | DIAMOND FOODS INC COMMON STOCK USD 0.001 | 19,630 | $757K | 0.0% | $23.29 | — | COMMON STOCK | 252603105 |
| NPK | NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD 1 | 9,059 | $751K | 0.0% | $82.67 | +4.9% | COMMON STOCK | 637215104 |
| — | AFFYMETRIX INC COMMON STOCK USD 0.01 | 74,254 | $749K | 0.0% | $4.73 | — | COMMON STOCK | 00826T108 |
| — | COTT CORP COMMON STOCK CAD 0 | 67,969 | $747K | 0.0% | $9.78 | — | COMMON STOCK | 22163N106 |
| SCSC | SCANSOURCE INC COMMON STOCK USD 0 | 23,173 | $747K | 0.0% | $31.41 | +17.5% | COMMON STOCK | 806037107 |
| — | GOLDCORP INC COMMON STOCK CAD 0 | 64,555 | $746K | 0.0% | $24.44 | — | COMMON STOCK | 380956409 |
| — | THIRD POINT REINSURANCE LTD COMMON STOCK USD 0.1 | 55,660 | $746K | 0.0% | $15.66 | — | COMMON STOCK | G8827U100 |
| KOP | KOPPERS HOLDINGS INC COMMON STOCK USD 0.01 | 40,767 | $744K | 0.0% | $25.18 | -21.9% | COMMON STOCK | 50060P106 |
| GSBC | GREAT SOUTHERN BANCORP INC COMMON STOCK USD 0.01 | 16,436 | $744K | 0.0% | $26.64 | +81.3% | COMMON STOCK | 390905107 |
| GBX | GREENBRIER COS INC/THE COMMON STOCK USD 0 | 22,792 | $743K | 0.0% | $30.82 | -16.9% | COMMON STOCK | 393657101 |
| HCI | HCI GROUP INC COMMON STOCK USD 0 | 21,319 | $743K | 0.0% | $41.87 | -6.8% | COMMON STOCK | 40416E103 |
| MBI | MBIA INC COMMON STOCK USD 1 | 114,314 | $741K | 0.0% | $4.54 | -34.8% | COMMON STOCK | 55262C100 |
| LOGI | LOGITECH INTERNATIONAL SA COMMON STOCK CHF 0.25 | 49,179 | $741K | 0.0% | $8.53 | +46.4% | COMMON STOCK | H50430232 |
| — | MOMENTA PHARMACEUTICALS INC COMMON STOCK USD | 49,941 | $741K | 0.0% | $14.67 | — | COMMON STOCK | 60877T100 |
| PARR | PAR PACIFIC HOLDINGS INC COMMON STOCK USD 0.01 | 31,389 | $739K | 0.0% | $21.53 | +7.5% | COMMON STOCK | 69888T207 |
| INSM | INSMED INC COMMON STOCK USD 0.01 | 40,703 | $739K | 0.0% | $15.69 | +12.3% | COMMON STOCK | 457669307 |
| PMT | PENNYMAC MORTGAGE INVESTMENT TRUST REIT USD 0.01 | 48,424 | $739K | 0.0% | $21.29 | — | EQUITIES - REIT | 70931T103 |
| — | BENEFICIAL BANCORP INC COMMON STOCK USD 0.01 | 55,305 | $737K | 0.0% | $12.01 | — | COMMON STOCK | 08171T102 |
| — | CYS INVESTMENTS INC REIT USD 0.01 | 103,299 | $737K | 0.0% | $9.19 | — | EQUITIES - REIT | 12673A108 |
| BRC | BRADY CORP COMMON STOCK USD 0.01 | 32,058 | $737K | 0.0% | $24.38 | -21.4% | COMMON STOCK | 104674106 |
| — | SELECT COMFORT CORP COMMON STOCK USD 0.01 | 34,272 | $734K | 0.0% | $24.63 | — | COMMON STOCK | 81616X103 |
| NFBK | NORTHFIELD BANCORP INC COMMON STOCK USD 0.01 | 46,108 | $734K | 0.0% | $7.94 | +38.9% | COMMON STOCK | 66611T108 |
| — | MERRIMACK PHARMACEUTICALS INC COMMON STOCK USD | 92,962 | $734K | 0.0% | $5.83 | — | COMMON STOCK | 590328100 |
| — | AMEDISYS INC COMMON STOCK USD 0.001 | 18,506 | $728K | 0.0% | $16.99 | — | COMMON STOCK | 023436108 |
| — | EXAMWORKS GROUP INC COMMON STOCK USD | 27,367 | $728K | 0.0% | $25.99 | — | COMMON STOCK | 30066A105 |
| — | OTONOMY INC COMMON STOCK USD 0.001 | 26,185 | $727K | 0.0% | $30.30 | — | COMMON STOCK | 68906L105 |
| — | VITAE PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 40,033 | $725K | 0.0% | $11.65 | — | COMMON STOCK | 92847N103 |
| — | NEVRO CORP COMMON STOCK USD 0.001 | 10,746 | $725K | 0.0% | $45.28 | — | COMMON STOCK | 64157F103 |
| — | CALGON CARBON CORP COMMON STOCK USD 0.01 | 41,974 | $724K | 0.0% | $17.20 | — | COMMON STOCK | 129603106 |
| — | PHH CORP COMMON STOCK USD 0.01 | 44,620 | $723K | 0.0% | $22.23 | — | COMMON STOCK | 693320202 |
| POWL | POWELL INDUSTRIES INC COMMON STOCK USD 0.01 | 27,670 | $720K | 0.0% | $27.16 | -12.6% | COMMON STOCK | 739128106 |
| — | HMS HOLDINGS CORP COMMON STOCK USD 0.01 | 58,280 | $719K | 0.0% | $23.12 | — | COMMON STOCK | 40425J101 |
| — | ORCHID ISLAND CAPITAL INC REIT USD 0.01 | 72,332 | $718K | 0.0% | $10.12 | — | EQUITIES - REIT | 68571X103 |
| — | AEGEAN MARINE PETROLEUM NETWORK INC COMMON STOCK | 85,459 | $714K | 0.0% | $9.22 | — | COMMON STOCK | Y0017S102 |
| HEI | HEICO CORP COMMON STOCK USD 0.01 | 13,131 | $714K | 0.0% | $23.19 | +12.2% | COMMON STOCK | 422806109 |
| — | TCP CAPITAL CORP COMMON STOCK USD 0.001 | 51,179 | $713K | 0.0% | $16.49 | — | COMMON STOCK | 87238Q103 |
| — | NCI BUILDING SYSTEMS INC COMMON STOCK USD 0.01 | 57,414 | $713K | 0.0% | $17.02 | — | COMMON STOCK | 628852204 |
| — | K12 INC COMMON STOCK USD 0.0001 | 80,962 | $712K | 0.0% | $16.41 | — | COMMON STOCK | 48273U102 |
| COKE | COCA-COLA BOTTLING CO CONSOLIDATED COMMON STOCK | 3,902 | $712K | 0.0% | $5.68 | +219.7% | COMMON STOCK | 191098102 |
| PHG | KONINKLIJKE PHILIPS NV NY REG SHRS USD | 27,911 | $710K | 0.0% | $29.63 | — | ADR | 500472303 |
| SEB | SEABOARD CORP COMMON STOCK USD 1 | 245 | $709K | 0.0% | $2683.04 | +14.1% | COMMON STOCK | 811543107 |
| — | INFOBLOX INC COMMON STOCK USD 0.0001 | 38,516 | $708K | 0.0% | $31.61 | — | COMMON STOCK | 45672H104 |
| — | ROUSE PROPERTIES INC REIT USD | 48,577 | $707K | 0.0% | $17.92 | — | EQUITIES - REIT | 779287101 |
| IBN | ICICI BANK LTD ADR USD | 90,000 | $705K | 0.0% | $11.72 | — | ADR | 45104G104 |
| — | DIAMOND RESORTS INTERNATIONAL INC COMMON STOCK USD | 27,594 | $704K | 0.0% | $21.39 | — | COMMON STOCK | 25272T104 |
| — | FIDELITY & GUARANTY LIFE COMMON STOCK USD 0.01 | 27,721 | $703K | 0.0% | $22.79 | — | COMMON STOCK | 315785105 |
| HTGC | HERCULES TECHNOLOGY GROWTH CAPITAL INC COMMON | 57,455 | $700K | 0.0% | $13.34 | -15.7% | COMMON STOCK | 427096508 |
| — | FIRST CASH FINANCIAL SERVICES INC COMMON STOCK USD | 18,659 | $698K | 0.0% | $49.45 | — | COMMON STOCK | 31942D107 |
| IRBTQ | IROBOT CORP COMMON STOCK USD 0.01 | 19,709 | $698K | 0.0% | $31.71 | +2.0% | COMMON STOCK | 462726100 |
| — | HRG GROUP INC COMMON STOCK USD 0.01 | 51,506 | $698K | 0.0% | $12.48 | — | COMMON STOCK | 40434J100 |
| — | ACCELERON PHARMA INC COMMON STOCK USD 0.001 | 14,253 | $695K | 0.0% | $34.99 | — | COMMON STOCK | 00434H108 |
| — | ARIAD PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 110,836 | $693K | 0.0% | $6.37 | — | COMMON STOCK | 04033A100 |
| — | NAVIGANT CONSULTING INC COMMON STOCK USD 0.001 | 43,068 | $692K | 0.0% | $12.28 | — | COMMON STOCK | 63935N107 |
| — | BOJANGLES' INC COMMON STOCK USD 0.01 | 43,497 | $690K | 0.0% | $17.43 | — | COMMON STOCK | 097488100 |
| — | INLAND REAL ESTATE CORP REIT USD 0.01 | 64,893 | $689K | 0.0% | $10.26 | — | EQUITIES - REIT | 457461200 |
| SAFT | SAFETY INSURANCE GROUP INC COMMON STOCK USD 0.01 | 12,211 | $688K | 0.0% | $50.82 | +10.2% | COMMON STOCK | 78648T100 |
| — | ARC DOCUMENT SOLUTIONS INC COMMON STOCK USD 0.001 | 155,736 | $688K | 0.0% | $6.85 | — | COMMON STOCK | 00191G103 |
| — | XENOPORT INC COMMON STOCK USD 0.001 | 125,057 | $687K | 0.0% | $5.34 | — | COMMON STOCK | 98411C100 |
| — | GENERAL COMMUNICATION INC COMMON STOCK USD 0 | 34,662 | $686K | 0.0% | $8.10 | — | COMMON STOCK | 369385109 |
| — | INPHI CORP COMMON STOCK USD | 25,300 | $684K | 0.0% | $12.99 | — | COMMON STOCK | 45772F107 |
| — | HORNBECK OFFSHORE SERVICES INC COMMON STOCK USD | 68,779 | $684K | 0.0% | $39.27 | — | COMMON STOCK | 440543106 |
| ASTE | ASTEC INDUSTRIES INC COMMON STOCK USD 0.2 | 16,788 | $683K | 0.0% | $36.44 | -8.4% | COMMON STOCK | 046224101 |
| — | BROADSOFT INC COMMON STOCK USD | 19,266 | $681K | 0.0% | $27.73 | — | COMMON STOCK | 11133B409 |
| — | NEW MEDIA INVESTMENT GROUP INC COMMON STOCK USD | 34,918 | $680K | 0.0% | $19.14 | — | COMMON STOCK | 64704V106 |
| — | JOURNAL MEDIA GROUP INC COMMON STOCK USD 0.01 | 56,519 | $679K | 0.0% | $8.30 | — | COMMON STOCK | 48114A109 |
| LSCC | LATTICE SEMICONDUCTOR CORP COMMON STOCK USD 0.01 | 104,992 | $679K | 0.0% | $5.27 | — | COMMON STOCK | 518415104 |
| — | SYNERGY RESOURCES CORP COMMON STOCK USD 0.001 | 79,716 | $679K | 0.0% | $10.43 | — | COMMON STOCK | 87164P103 |
| — | BANKRATE INC COMMON STOCK USD 0.01 | 50,903 | $677K | 0.0% | $16.00 | — | COMMON STOCK | 06647F102 |
| — | CALLIDUS SOFTWARE INC COMMON STOCK USD 0.001 | 36,301 | $674K | 0.0% | $7.98 | — | COMMON STOCK | 13123E500 |
| MDXG | MIMEDX GROUP INC COMMON STOCK USD 0.001 | 71,906 | $674K | 0.0% | $6.10 | +42.1% | COMMON STOCK | 602496101 |
| KWR | QUAKER CHEMICAL CORP COMMON STOCK USD 1 | 8,703 | $672K | 0.0% | $66.96 | +20.7% | COMMON STOCK | 747316107 |
| EGHT | 8X8 INC COMMON STOCK USD 0.001 | 58,289 | $667K | 0.0% | $8.08 | +31.9% | COMMON STOCK | 282914100 |
| NSA | NATIONAL STORAGE AFFILIATES TRUST REIT USD 0.01 | 38,941 | $667K | 0.0% | $13.20 | — | EQUITIES - REIT | 637870106 |
| FCBC | FIRST COMMUNITY BANCSHARES INC/VA COMMON STOCK USD | 35,763 | $666K | 0.0% | $9.20 | +35.3% | COMMON STOCK | 31983A103 |
| — | URSTADT BIDDLE PROPERTIES INC REIT USD 0.01 | 34,635 | $666K | 0.0% | $20.88 | — | EQUITIES - REIT | 917286205 |
| — | BLACKROCK CAPITAL INVESTMENT CORP COMMON STOCK USD | 70,903 | $666K | 0.0% | $9.39 | — | COMMON STOCK | 092533108 |
| ARI | APOLLO COMMERCIAL REAL ESTATE FINANCE INC REIT USD | 38,617 | $665K | 0.0% | $16.00 | — | EQUITIES - REIT | 03762U105 |
| — | MEMORIAL RESOURCE DEVELOPMENT CORP COMMON STOCK | 41,092 | $664K | 0.0% | $18.97 | — | COMMON STOCK | 58605Q109 |
| JOE | ST JOE CO/THE COMMON STOCK USD 0 | 35,795 | $663K | 0.0% | $20.82 | -6.0% | COMMON STOCK | 790148100 |
| — | US SILICA HOLDINGS INC COMMON STOCK USD 0.01 | 35,365 | $662K | 0.0% | $45.89 | — | COMMON STOCK | 90346E103 |
| — | FRESH MARKET INC/THE COMMON STOCK USD 0.01 | 28,271 | $662K | 0.0% | $33.38 | — | COMMON STOCK | 35804H106 |
| — | TELETECH HOLDINGS INC COMMON STOCK USD 0.01 | 23,709 | $662K | 0.0% | $25.95 | — | COMMON STOCK | 879939106 |
| GOGO | GOGO INC COMMON STOCK USD 0.0001 | 37,197 | $662K | 0.0% | $17.62 | -3.4% | COMMON STOCK | 38046C109 |
| NX | QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD | 31,744 | $662K | 0.0% | $14.78 | +13.5% | COMMON STOCK | 747619104 |
| RUSHA | RUSH ENTERPRISES INC COMMON STOCK USD 0.01 | 30,185 | $661K | 0.0% | $11.07 | -3.9% | COMMON STOCK | 781846209 |
| — | CORE LABORATORIES NV COMMON STOCK USD 0.02 | 6,080 | $661K | 0.0% | $114.08 | — | COMMON STOCK | N22717107 |
| — | TREVENA INC COMMON STOCK USD 0.001 | 62,847 | $660K | 0.0% | $9.35 | — | COMMON STOCK | 89532E109 |
| SLRC | SOLAR CAPITAL LTD COMMON STOCK USD 0.01 | 40,149 | $660K | 0.0% | $7.19 | -7.2% | COMMON STOCK | 83413U100 |
| LYG | LLOYDS BANKING GROUP PLC ADR USD | 151,306 | $660K | 0.0% | $4.96 | — | ADR | 539439109 |
| — | MCDERMOTT INTERNATIONAL INC COMMON STOCK USD 1 | 196,975 | $660K | 0.0% | $7.50 | — | COMMON STOCK | 580037109 |
| OTTR | OTTER TAIL CORP COMMON STOCK USD 5 | 24,764 | $659K | 0.0% | $19.62 | +1.2% | COMMON STOCK | 689648103 |
| — | CEMPRA INC COMMON STOCK USD 0.001 | 21,091 | $657K | 0.0% | $14.77 | — | COMMON STOCK | 15130J109 |
| NGVC | NATURAL GROCERS BY VITAMIN COTTAGE INC COMMON | 32,237 | $657K | 0.0% | $18.54 | -14.4% | COMMON STOCK | 63888U108 |
| REX | REX AMERICAN RESOURCES CORP COMMON STOCK USD 0.01 | 12,136 | $656K | 0.0% | $10.49 | -12.0% | COMMON STOCK | 761624105 |
| — | ENCORE WIRE CORP COMMON STOCK USD 0.01 | 17,636 | $654K | 0.0% | $36.86 | — | COMMON STOCK | 292562105 |
| — | ATLANTIC TELE-NETWORK INC COMMON STOCK USD 0.01 | 8,366 | $654K | 0.0% | $59.29 | — | COMMON STOCK | 049079205 |
| TLYS | TILLY'S INC COMMON STOCK USD 0.001 | 98,419 | $653K | 0.0% | $6.88 | -37.5% | COMMON STOCK | 886885102 |
| LPL | LG DISPLAY CO LTD ADR USD | 62,400 | $651K | 0.0% | $11.56 | — | ADR | 50186V102 |
| IDT | IDT CORP COMMON STOCK USD 0.01 | 55,785 | $650K | 0.0% | $10.93 | -16.8% | COMMON STOCK | 448947507 |
| CLW | CLEARWATER PAPER CORP COMMON STOCK USD 0.0001 | 14,246 | $649K | 0.0% | $50.87 | -5.6% | COMMON STOCK | 18538R103 |
| — | KRISPY KREME DOUGHNUTS INC COMMON STOCK USD 0 | 42,996 | $648K | 0.0% | $18.43 | — | COMMON STOCK | 501014104 |
| TRNO | TERRENO REALTY CORP REIT USD 0.01 | 28,565 | $646K | 0.0% | $22.81 | — | EQUITIES - REIT | 88146M101 |
| — | NATIONAL CINEMEDIA INC COMMON STOCK USD 0.01 | 41,036 | $645K | 0.0% | $16.93 | — | COMMON STOCK | 635309107 |
| — | CLOVIS ONCOLOGY INC COMMON STOCK USD 0.001 | 18,393 | $644K | 0.0% | $87.64 | — | COMMON STOCK | 189464100 |
| TRS | TRIMAS CORP COMMON STOCK USD 0.01 | 34,436 | $642K | 0.0% | $25.37 | -23.6% | COMMON STOCK | 896215209 |
| TACT | TRANSACT TECHNOLOGIES INC COMMON STOCK USD 0.01 | 74,721 | $641K | 0.0% | $8.52 | +7.9% | COMMON STOCK | 892918103 |
| — | BSQUARE CORP COMMON STOCK USD 0 | 105,300 | $641K | 0.0% | $6.38 | — | COMMON STOCK | 11776U300 |
| — | TUMI HOLDINGS INC COMMON STOCK USD 0.01 | 38,561 | $641K | 0.0% | $22.23 | — | COMMON STOCK | 89969Q104 |
| — | AEROJET ROCKETDYNE HOLDINGS INC COMMON STOCK USD | 40,861 | $640K | 0.0% | $20.52 | — | COMMON STOCK | 007800105 |
| — | LIBBEY INC COMMON STOCK USD 0.01 | 30,035 | $640K | 0.0% | $24.23 | — | COMMON STOCK | 529898108 |
| — | SPECTRANETICS CORP/THE COMMON STOCK USD 0.001 | 42,527 | $640K | 0.0% | $21.32 | — | COMMON STOCK | 84760C107 |
| MGNX | MACROGENICS INC COMMON STOCK USD 0.01 | 20,636 | $639K | 0.0% | $30.72 | -1.1% | COMMON STOCK | 556099109 |
| UTMD | UTAH MEDICAL PRODUCTS INC COMMON STOCK USD 0.01 | 10,913 | $639K | 0.0% | $53.27 | +6.4% | COMMON STOCK | 917488108 |
| ASC | ARDMORE SHIPPING CORP COMMON STOCK USD 0.01 | 50,195 | $638K | 0.0% | $9.99 | +0.4% | COMMON STOCK | Y0207T100 |
| MTSI | M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS INC COMMON | 15,543 | $636K | 0.0% | $27.98 | +24.4% | COMMON STOCK | 55405Y100 |
| WNC | WABASH NATIONAL CORP COMMON STOCK USD 0.01 | 53,653 | $635K | 0.0% | $8.44 | +16.5% | COMMON STOCK | 929566107 |
| — | ZIOPHARM ONCOLOGY INC COMMON STOCK USD 0.001 | 75,755 | $630K | 0.0% | $4.10 | — | COMMON STOCK | 98973P101 |
| — | TRC COS INC COMMON STOCK USD 0.1 | 67,973 | $629K | 0.0% | $10.07 | — | COMMON STOCK | 872625108 |
| — | ABENGOA YIELD PLC COMMON STOCK USD | 32,482 | $627K | 0.0% | $30.56 | — | COMMON STOCK | G00349103 |
| W | WAYFAIR INC COMMON STOCK USD 0.001 | 13,139 | $626K | 0.0% | $24.25 | +74.5% | COMMON STOCK | 94419L101 |
| TMHC | TAYLOR MORRISON HOME CORP COMMON STOCK USD 0.00001 | 39,145 | $626K | 0.0% | $21.64 | -18.6% | COMMON STOCK | 87724P106 |
| — | FIRST CONNECTICUT BANCORP INC/FARMINGTON CT COMMON | 35,927 | $625K | 0.0% | $14.07 | — | COMMON STOCK | 319850103 |
| — | MTS SYSTEMS CORP COMMON STOCK USD 0.25 | 9,834 | $624K | 0.0% | $60.95 | — | COMMON STOCK | 553777103 |
| FF | FUTUREFUEL CORP COMMON STOCK USD 0.0001 | 46,114 | $623K | 0.0% | $3.78 | +5.5% | COMMON STOCK | 36116M106 |
| GIFI | GULF ISLAND FABRICATION INC COMMON STOCK USD 0 | 59,448 | $622K | 0.0% | $11.54 | -8.6% | COMMON STOCK | 402307102 |
| IBCP | INDEPENDENT BANK CORP/MI COMMON STOCK USD 1 | 40,744 | $621K | 0.0% | $9.08 | +15.9% | COMMON STOCK | 453838609 |
| — | AEGION CORP COMMON STOCK USD 0.01 | 32,148 | $621K | 0.0% | $22.62 | — | COMMON STOCK | 00770F104 |
| — | CONSTANT CONTACT INC COMMON STOCK USD 0.01 | 21,237 | $621K | 0.0% | $23.68 | — | COMMON STOCK | 210313102 |
| PRIM | PRIMORIS SERVICES CORP COMMON STOCK USD 0.0001 | 28,155 | $620K | 0.0% | $21.37 | -0.5% | COMMON STOCK | 74164F103 |
| GFF | GRIFFON CORP COMMON STOCK USD 0.25 | 34,597 | $616K | 0.0% | $7.83 | +61.6% | COMMON STOCK | 398433102 |
| — | ZYNGA INC COMMON STOCK USD 0.00000625 | 229,546 | $615K | 0.0% | $3.02 | — | COMMON STOCK | 98986T108 |
| — | AMAG PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 20,325 | $614K | 0.0% | $42.60 | — | COMMON STOCK | 00163U106 |
| UTL | UNITIL CORP COMMON STOCK USD 0 | 17,108 | $614K | 0.0% | $29.30 | +22.6% | COMMON STOCK | 913259107 |
| NHC | NATIONAL HEALTHCARE CORP COMMON STOCK USD 0.01 | 9,918 | $612K | 0.0% | $55.88 | +16.0% | COMMON STOCK | 635906100 |
| — | INNERWORKINGS INC COMMON STOCK USD 0.0001 | 81,415 | $611K | 0.0% | $8.49 | — | COMMON STOCK | 45773Y105 |
| — | TASER INTERNATIONAL INC COMMON STOCK USD 0.00001 | 35,342 | $611K | 0.0% | $22.89 | — | COMMON STOCK | 87651B104 |
| BJRI | BJ'S RESTAURANTS INC COMMON STOCK USD 0 | 14,058 | $611K | 0.0% | $33.32 | +27.9% | COMMON STOCK | 09180C106 |
| NSP | INSPERITY INC COMMON STOCK USD 0.01 | 12,677 | $610K | 0.0% | $10.81 | +65.4% | COMMON STOCK | 45778Q107 |
| — | ZELTIQ AESTHETICS INC COMMON STOCK USD 0.001 | 21,341 | $609K | 0.0% | $17.52 | — | COMMON STOCK | 98933Q108 |
| — | CALITHERA BIOSCIENCES INC COMMON STOCK USD 0.001 | 79,169 | $606K | 0.0% | $8.59 | — | COMMON STOCK | 13089P101 |
| — | MATTRESS FIRM HOLDING CORP COMMON STOCK USD 0.01 | 13,561 | $605K | 0.0% | $44.47 | — | COMMON STOCK | 57722W106 |
| — | NRG YIELD INC COMMON STOCK USD | 40,952 | $604K | 0.0% | $17.27 | — | COMMON STOCK | 62942X405 |
| INFIQ | INFINITY PHARMACEUTICALS INC COMMON STOCK USD | 76,994 | $604K | 0.0% | $18.65 | -53.8% | COMMON STOCK | 45665G303 |
| — | GP STRATEGIES CORP COMMON STOCK USD 0.01 | 24,049 | $604K | 0.0% | $23.83 | — | COMMON STOCK | 36225V104 |
| — | ATLANTIC POWER CORP COMMON STOCK CAD 0 | 305,773 | $602K | 0.0% | $3.32 | — | COMMON STOCK | 04878Q863 |
| — | WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD 0.001 | 50,154 | $600K | 0.0% | $18.10 | — | COMMON STOCK | 950814103 |
| — | METALDYNE PERFORMANCE GROUP INC COMMON STOCK USD | 32,642 | $599K | 0.0% | $18.14 | — | COMMON STOCK | 59116R107 |
| — | DSW INC COMMON STOCK USD 0 | 25,063 | $598K | 0.0% | $58.46 | — | COMMON STOCK | 23334L102 |
| HFWA | HERITAGE FINANCIAL CORP/WA COMMON STOCK USD 0 | 31,663 | $597K | 0.0% | $15.84 | +19.3% | COMMON STOCK | 42722X106 |
| URBN | URBAN OUTFITTERS INC COMMON STOCK USD 0.0001 | 26,229 | $597K | 0.0% | $41.20 | -37.3% | COMMON STOCK | 917047102 |
| BBW | BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD 0.01 | 48,638 | $595K | 0.0% | $11.65 | +6.6% | COMMON STOCK | 120076104 |
| — | VIRGIN AMERICA INC COMMON STOCK USD 0.01 | 16,512 | $595K | 0.0% | $38.33 | — | COMMON STOCK | 92765X208 |
| CRAI | CRA INTERNATIONAL INC COMMON STOCK USD 0 | 31,854 | $594K | 0.0% | $21.63 | -12.3% | COMMON STOCK | 12618T105 |
| — | FNFV GROUP TRACKING STK USD 0.0001 | 52,834 | $593K | 0.0% | $15.29 | — | COMMON STOCK | 31620R402 |
| — | FIESTA RESTAURANT GROUP INC COMMON STOCK USD 0.01 | 17,597 | $591K | 0.0% | $39.94 | — | COMMON STOCK | 31660B101 |
| — | THERAVANCE INC COMMON STOCK USD 0.01 | 55,747 | $588K | 0.0% | $29.55 | — | COMMON STOCK | 88338T104 |
| — | MEN'S WEARHOUSE INC/THE COMMON STOCK USD 0.01 | 40,065 | $588K | 0.0% | $55.35 | — | COMMON STOCK | 587118100 |
| SYBT | STOCK YARDS BANCORP INC COMMON STOCK USD 0 | 15,510 | $586K | 0.0% | $19.49 | +31.6% | COMMON STOCK | 861025104 |
| EXAS | EXACT SCIENCES CORP COMMON STOCK USD 0.01 | 63,238 | $584K | 0.0% | $14.57 | -36.2% | COMMON STOCK | 30063P105 |
| — | BARNES & NOBLE INC COMMON STOCK USD 0.001 | 66,982 | $583K | 0.0% | $22.79 | — | COMMON STOCK | 067774109 |
| SGA | SAGA COMMUNICATIONS INC COMMON STOCK USD 0.01 | 15,124 | $582K | 0.0% | $40.11 | +2.6% | COMMON STOCK | 786598300 |
| DHT | DHT HOLDINGS INC COMMON STOCK USD 0.01 | 71,822 | $581K | 0.0% | $3.22 | +12.3% | COMMON STOCK | Y2065G121 |
| UEIC | UNIVERSAL ELECTRONICS INC COMMON STOCK USD 0.01 | 11,267 | $579K | 0.0% | $32.42 | +49.6% | COMMON STOCK | 913483103 |
| EML | EASTERN CO/THE COMMON STOCK USD 0 | 30,899 | $579K | 0.0% | $15.43 | -8.9% | COMMON STOCK | 276317104 |
| — | EBIX INC COMMON STOCK USD 0.1 | 17,587 | $577K | 0.0% | $9.34 | — | COMMON STOCK | 278715206 |
| — | REVANCE THERAPEUTICS INC COMMON STOCK USD 0.001 | 16,878 | $577K | 0.0% | $31.43 | — | COMMON STOCK | 761330109 |
| SRCE | 1ST SOURCE CORP COMMON STOCK USD 0 | 18,692 | $577K | 0.0% | $27.04 | — | COMMON STOCK | 336901103 |
| CVCO | CAVCO INDUSTRIES INC COMMON STOCK USD 0.01 | 6,924 | $577K | 0.0% | $53.19 | +59.7% | COMMON STOCK | 149568107 |
| — | STARWOOD WAYPOINT RESIDENTIAL TRUST REIT USD 0.01 | 25,440 | $576K | 0.0% | $25.77 | — | EQUITIES - REIT | 85571W109 |
| — | DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD 0.001 | 23,749 | $574K | 0.0% | $18.30 | — | COMMON STOCK | 268158201 |
| MRCY | MERCURY SYSTEMS INC COMMON STOCK USD 0.01 | 31,248 | $574K | 0.0% | $10.68 | +69.6% | COMMON STOCK | 589378108 |
| QTWO | Q2 HOLDINGS INC COMMON STOCK USD 0.0001 | 21,715 | $573K | 0.0% | $17.08 | +54.0% | COMMON STOCK | 74736L109 |
| — | FRED'S INC COMMON STOCK USD 0 | 34,885 | $571K | 0.0% | $15.58 | — | COMMON STOCK | 356108100 |
| BKE | BUCKLE INC/THE COMMON STOCK USD 0.01 | 18,525 | $570K | 0.0% | $15.17 | -24.6% | COMMON STOCK | 118440106 |
| — | ORITANI FINANCIAL CORP COMMON STOCK USD 0.01 | 34,466 | $569K | 0.0% | $15.80 | — | COMMON STOCK | 68633D103 |
| — | EXACTECH INC COMMON STOCK USD 0.01 | 31,304 | $568K | 0.0% | $18.66 | — | COMMON STOCK | 30064E109 |
| LNN | LINDSAY CORP COMMON STOCK USD 1 | 7,821 | $566K | 0.0% | $67.62 | -9.7% | COMMON STOCK | 535555106 |
| — | SURGICAL CARE AFFILIATES INC COMMON STOCK USD 0.01 | 14,223 | $566K | 0.0% | $35.67 | — | COMMON STOCK | 86881L106 |
| — | DYNAMIC MATERIALS CORP COMMON STOCK USD 0.05 | 81,009 | $566K | 0.0% | $12.00 | — | COMMON STOCK | 267888105 |
| IMKTA | INGLES MARKETS INC COMMON STOCK USD 0.05 | 12,818 | $565K | 0.0% | $24.41 | +77.5% | COMMON STOCK | 457030104 |
| ETD | ETHAN ALLEN INTERIORS INC COMMON STOCK USD 0.01 | 20,278 | $564K | 0.0% | $15.64 | -3.1% | COMMON STOCK | 297602104 |
| — | AMERICAN NATIONAL INSURANCE CO COMMON STOCK USD 1 | 5,518 | $564K | 0.0% | $108.06 | — | COMMON STOCK | 028591105 |
| — | ACETO CORP COMMON STOCK USD 0.01 | 20,852 | $563K | 0.0% | $18.14 | — | COMMON STOCK | 004446100 |
| — | CARDINAL FINANCIAL CORP COMMON STOCK USD 1 | 24,650 | $561K | 0.0% | $14.90 | — | COMMON STOCK | 14149F109 |
| BMI | BADGER METER INC COMMON STOCK USD 1 | 9,553 | $560K | 0.0% | $22.79 | +18.7% | COMMON STOCK | 056525108 |
| — | BOB EVANS FARMS INC/DE COMMON STOCK USD 0.01 | 14,353 | $558K | 0.0% | $50.05 | — | COMMON STOCK | 096761101 |
| — | GREENHILL & CO INC COMMON STOCK USD 0.01 | 19,479 | $557K | 0.0% | $45.41 | — | COMMON STOCK | 395259104 |
| — | AVX CORP COMMON STOCK USD 0.01 | 45,814 | $556K | 0.0% | $13.45 | — | COMMON STOCK | 002444107 |
| — | CONSOL ENERGY INC COMMON STOCK USD 0.01 | 70,401 | $556K | 0.0% | $26.39 | — | COMMON STOCK | 20854P109 |
| MTRN | MATERION CORP COMMON STOCK USD 0 | 19,817 | $555K | 0.0% | $28.11 | +7.5% | COMMON STOCK | 576690101 |
| — | ENCANA CORP COMMON STOCK CAD 0 | 109,018 | $555K | 0.0% | $13.12 | — | COMMON STOCK | 292505104 |
| AMPH | AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD | 38,800 | $552K | 0.0% | $10.43 | +26.6% | COMMON STOCK | 03209R103 |
| — | INVESTORS REAL ESTATE TRUST REIT USD 0 | 79,458 | $552K | 0.0% | $8.52 | — | EQUITIES - REIT | 461730103 |
| VECO | VEECO INSTRUMENTS INC COMMON STOCK USD 0.01 | 26,805 | $551K | 0.0% | $35.71 | -43.3% | COMMON STOCK | 922417100 |
| — | FBL FINANCIAL GROUP INC COMMON STOCK USD 0 | 8,661 | $551K | 0.0% | $44.91 | — | COMMON STOCK | 30239F106 |
| — | DENNY'S CORP COMMON STOCK USD 0.01 | 56,059 | $551K | 0.0% | $5.71 | — | COMMON STOCK | 24869P104 |
| — | DIAMOND OFFSHORE DRILLING INC COMMON STOCK USD | 26,090 | $550K | 0.0% | $60.16 | — | COMMON STOCK | 25271C102 |
| YPF | YPF SA ADR USD | 35,000 | $550K | 0.0% | $29.24 | — | ADR | 984245100 |
| — | TRIPLE-S MANAGEMENT CORP COMMON STOCK USD 1 | 22,942 | $549K | 0.0% | $20.80 | — | COMMON STOCK | 896749108 |
| — | NEW SENIOR INVESTMENT GROUP INC REIT USD | 55,610 | $548K | 0.0% | $12.66 | — | EQUITIES - REIT | 648691103 |
| CHCO | CITY HOLDING CO COMMON STOCK USD 2.5 | 11,978 | $547K | 0.0% | $26.42 | +34.0% | COMMON STOCK | 177835105 |
| — | REX ENERGY CORP COMMON STOCK USD 0.001 | 520,259 | $546K | 0.0% | $5.26 | — | COMMON STOCK | 761565100 |
| — | MULTI-COLOR CORP COMMON STOCK USD 0 | 9,130 | $546K | 0.0% | $31.28 | — | COMMON STOCK | 625383104 |
| OM2 | ORTHOFIX INTERNATIONAL NV COMMON STOCK USD 0.1 | 13,908 | $545K | 0.0% | $27.88 | — | COMMON STOCK | N6748L102 |
| QLYS | QUALYS INC COMMON STOCK USD 0.001 | 16,449 | $544K | 0.0% | $20.28 | +73.9% | COMMON STOCK | 74758T303 |
| — | MERIDIAN BANCORP INC COMMON STOCK USD 0 | 38,479 | $543K | 0.0% | $12.33 | — | COMMON STOCK | 58958U103 |
| — | CIRCOR INTERNATIONAL INC COMMON STOCK USD 0.01 | 12,874 | $543K | 0.0% | $54.27 | — | COMMON STOCK | 17273K109 |
| UHT | UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD 0.01 | 10,842 | $542K | 0.0% | $42.82 | — | EQUITIES - REIT | 91359E105 |
| — | STATE BANK FINANCIAL CORP COMMON STOCK USD 0.01 | 25,681 | $540K | 0.0% | $16.67 | — | COMMON STOCK | 856190103 |
| — | CVENT INC COMMON STOCK USD 0.001 | 15,447 | $539K | 0.0% | $33.99 | — | COMMON STOCK | 23247G109 |
| LCUT | LIFETIME BRANDS INC COMMON STOCK USD 0.01 | 40,499 | $537K | 0.0% | $11.08 | +3.1% | COMMON STOCK | 53222Q103 |
| CNOB | CONNECTONE BANCORP INC COMMON STOCK USD 0 | 28,647 | $535K | 0.0% | $15.22 | -2.7% | COMMON STOCK | 20786W107 |
| — | RUCKUS WIRELESS INC COMMON STOCK USD 0.001 | 49,847 | $534K | 0.0% | $13.80 | — | COMMON STOCK | 781220108 |
| WMS | ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD | 22,229 | $534K | 0.0% | $22.59 | +12.0% | COMMON STOCK | 00790R104 |
| VRTS | VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD | 4,541 | $533K | 0.0% | $148.23 | -39.1% | COMMON STOCK | 92828Q109 |
| — | UNIT CORP COMMON STOCK USD 0.2 | 43,537 | $531K | 0.0% | $42.39 | — | COMMON STOCK | 909218109 |
| GDOT | GREEN DOT CORP COMMON STOCK USD 0.001 | 32,353 | $531K | 0.0% | $19.77 | -13.3% | COMMON STOCK | 39304D102 |
| — | CENTERSTATE BANKS INC COMMON STOCK USD 0.01 | 33,940 | $531K | 0.0% | $9.62 | — | COMMON STOCK | 15201P109 |
| — | CHIMERIX INC COMMON STOCK USD 0.001 | 59,284 | $531K | 0.0% | $18.75 | — | COMMON STOCK | 16934W106 |
| TNET | TRINET GROUP INC COMMON STOCK USD 0.000025 | 27,317 | $529K | 0.0% | $26.95 | -31.4% | COMMON STOCK | 896288107 |
| MXL | MAXLINEAR INC COMMON STOCK USD | 35,805 | $527K | 0.0% | $8.42 | +78.6% | COMMON STOCK | 57776J100 |
| HL | HECLA MINING CO COMMON STOCK USD 0.25 | 278,541 | $526K | 0.0% | $3.12 | -36.4% | COMMON STOCK | 422704106 |
| ALX | ALEXANDER'S INC REIT USD 1 | 1,370 | $526K | 0.0% | $369.32 | — | EQUITIES - REIT | 014752109 |
| — | SAPIENS INTERNATIONAL CORP NV COMMON STOCK USD | 51,528 | $526K | 0.0% | $9.05 | — | COMMON STOCK | N7716A151 |
| — | INVENSENSE INC COMMON STOCK USD 0.001 | 51,352 | $525K | 0.0% | $17.07 | — | COMMON STOCK | 46123D205 |
| FIVN | FIVE9 INC COMMON STOCK USD 0.001 | 60,229 | $524K | 0.0% | $6.91 | -16.2% | COMMON STOCK | 338307101 |
| ODC | OIL-DRI CORP OF AMERICA COMMON STOCK USD 0.1 | 14,215 | $524K | 0.0% | $15.76 | -1.4% | COMMON STOCK | 677864100 |
| — | PARTY CITY HOLDCO INC COMMON STOCK USD 0.01 | 40,572 | $524K | 0.0% | $20.13 | — | COMMON STOCK | 702149105 |
| IRDM | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD 0.001 | 62,176 | $523K | 0.0% | $7.56 | +0.8% | COMMON STOCK | 46269C102 |
| — | US ECOLOGY INC COMMON STOCK USD 0.01 | 14,317 | $522K | 0.0% | $28.84 | — | COMMON STOCK | 91732J102 |
| WTBA | WEST BANCORPORATION INC COMMON STOCK USD 0 | 26,430 | $522K | 0.0% | $11.27 | +76.1% | COMMON STOCK | 95123P106 |
| CROX | CROCS INC COMMON STOCK USD 0.001 | 50,991 | $522K | 0.0% | $16.00 | -32.7% | COMMON STOCK | 227046109 |
| UVE | UNIVERSAL INSURANCE HOLDINGS INC COMMON STOCK USD | 22,442 | $520K | 0.0% | $7.71 | +257.1% | COMMON STOCK | 91359V107 |
| BPOP | POPULAR INC COMMON STOCK USD 0.01 | 18,355 | $520K | 0.0% | $21.82 | +2.8% | COMMON STOCK | 733174700 |
| — | DDR CORP REIT USD 0.1 | 30,768 | $518K | 0.0% | $18.62 | — | EQUITIES - REIT | 23317H102 |
| — | SPARK ENERGY INC COMMON STOCK USD 0.01 | 24,966 | $517K | 0.0% | $15.59 | — | COMMON STOCK | 846511103 |
| ALSN | ALLISON TRANSMISSION HOLDINGS INC COMMON STOCK USD | 19,925 | $516K | 0.0% | $23.12 | 0.0% | COMMON STOCK | 01973R101 |
| HRTX | HERON THERAPEUTICS INC COMMON STOCK USD 0.01 | 19,215 | $513K | 0.0% | $14.95 | +78.8% | COMMON STOCK | 427746102 |
| CSTE | CAESARSTONE SDOT-YAM LTD COMMON STOCK | 11,711 | $508K | 0.0% | $37.40 | -5.9% | COMMON STOCK | M20598104 |
| GERN | GERON CORP COMMON STOCK USD 0.001 | 105,013 | $508K | 0.0% | $1.61 | +150.2% | COMMON STOCK | 374163103 |
| PACB | PACIFIC BIOSCIENCES OF CALIFORNIA INC COMMON STOCK | 38,606 | $507K | 0.0% | $3.63 | +147.2% | COMMON STOCK | 69404D108 |
| — | SUNPOWER CORP COMMON STOCK USD 0.001 | 16,889 | $507K | 0.0% | $24.04 | — | COMMON STOCK | 867652406 |
| — | WINDSTREAM HOLDINGS INC COMMON STOCK USD 0.0001 | 78,663 | $507K | 0.0% | $6.38 | — | COMMON STOCK | 97382A200 |
| — | CAPITAL BANK FINANCIAL CORP COMMON STOCK USD | 15,783 | $505K | 0.0% | $20.62 | — | COMMON STOCK | 139794101 |
| CUK | CARNIVAL PLC ADR USD | 8,879 | $505K | 0.0% | $40.45 | — | ADR | 14365C103 |
| — | ULTRATECH INC COMMON STOCK USD 0.001 | 25,472 | $505K | 0.0% | $32.34 | — | COMMON STOCK | 904034105 |
| ALG | ALAMO GROUP INC COMMON STOCK USD 0.1 | 9,615 | $501K | 0.0% | $50.86 | -4.1% | COMMON STOCK | 011311107 |
| — | NEWLINK GENETICS CORP COMMON STOCK USD 0.01 | 13,735 | $500K | 0.0% | $20.58 | — | COMMON STOCK | 651511107 |
| — | UNITED FINANCIAL BANCORP INC/NEW | 38,844 | $500K | 0.0% | $13.54 | — | COMMON STOCK | 910304104 |
| — | PROVIDENCE SERVICE CORP/THE COMMON STOCK USD 0.001 | 10,635 | $499K | 0.0% | $31.57 | — | COMMON STOCK | 743815102 |
| — | ZYNERBA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 49,473 | $498K | 0.0% | $10.14 | — | COMMON STOCK | 98986X109 |
| — | AIR TRANSPORT SERVICES GROUP INC COMMON STOCK USD | 49,317 | $497K | 0.0% | $6.89 | — | COMMON STOCK | 00922R105 |
| BHP | BHP BILLITON LTD ADR USD | 19,238 | $496K | 0.0% | $46.47 | — | ADR | 088606108 |
| — | FIRST POTOMAC REALTY TRUST REIT USD 0.001 | 43,490 | $496K | 0.0% | $11.88 | — | EQUITIES - REIT | 33610F109 |
| CTS | CTS CORP COMMON STOCK USD 0 | 28,007 | $494K | 0.0% | $10.56 | +67.5% | COMMON STOCK | 126501105 |
| — | COWEN GROUP INC COMMON STOCK USD 0.01 | 128,530 | $492K | 0.0% | $2.94 | — | COMMON STOCK | 223622101 |
| — | TAL INTERNATIONAL GROUP INC COMMON STOCK USD 0.001 | 30,904 | $491K | 0.0% | $44.05 | — | COMMON STOCK | 874083108 |
| MGRC | MCGRATH RENTCORP COMMON STOCK USD 0 | 19,472 | $490K | 0.0% | $31.96 | -13.5% | COMMON STOCK | 580589109 |
| OSG | AMBAC FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 34,537 | $487K | 0.0% | $28.65 | -46.4% | COMMON STOCK | 023139884 |
| — | FRANCESCA'S HOLDINGS CORP COMMON STOCK USD 0.01 | 27,866 | $485K | 0.0% | $26.21 | — | COMMON STOCK | 351793104 |
| — | REGIS CORP COMMON STOCK USD 0.05 | 34,251 | $485K | 0.0% | $16.42 | — | COMMON STOCK | 758932107 |
| — | APOLLO EDUCATION GROUP INC | 63,051 | $484K | 0.0% | $25.99 | — | COMMON STOCK | 037604105 |
| PAG | PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD | 11,425 | $484K | 0.0% | $48.81 | -3.6% | COMMON STOCK | 70959W103 |
| — | RIGEL PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 158,977 | $482K | 0.0% | $3.19 | — | COMMON STOCK | 766559603 |
| HBNC | HORIZON BANCORP/IN COMMON STOCK USD 0 | 17,216 | $481K | 0.0% | $9.46 | +25.3% | COMMON STOCK | 440407104 |
| USNA | USANA HEALTH SCIENCES INC COMMON STOCK USD 0.001 | 3,755 | $480K | 0.0% | $32.34 | +100.5% | COMMON STOCK | 90328M107 |
| — | FLEXION THERAPEUTICS INC COMMON STOCK USD 0.001 | 24,928 | $480K | 0.0% | $17.77 | — | COMMON STOCK | 33938J106 |
| — | BIODELIVERY SCIENCES INTERNATIONAL INC COMMON | 100,274 | $480K | 0.0% | $7.95 | — | COMMON STOCK | 09060J106 |
| CVGW | CALAVO GROWERS INC COMMON STOCK USD 0.001 | 9,785 | $479K | 0.0% | $30.93 | +37.1% | COMMON STOCK | 128246105 |
| — | GIGAMON INC COMMON STOCK USD 0.0001 | 17,981 | $478K | 0.0% | $21.99 | — | COMMON STOCK | 37518B102 |
| — | HANGER INC COMMON STOCK USD 0.01 | 28,922 | $476K | 0.0% | $31.55 | — | COMMON STOCK | 41043F208 |
| — | EMC INSURANCE GROUP INC COMMON STOCK USD 1 | 18,771 | $475K | 0.0% | $26.21 | — | COMMON STOCK | 268664109 |
| — | KIMBALL INTERNATIONAL INC COMMON STOCK USD 0.05 | 48,533 | $474K | 0.0% | $11.17 | — | COMMON STOCK | 494274103 |
| — | CALAMP CORP COMMON STOCK USD 0.01 | 23,797 | $474K | 0.0% | $14.97 | — | COMMON STOCK | 128126109 |
| — | 2U INC COMMON STOCK USD 0.001 | 16,949 | $474K | 0.0% | $30.02 | — | COMMON STOCK | 90214J101 |
| — | CELESTICA INC COMMON STOCK CAD 0 | 42,900 | $473K | 0.0% | $12.78 | — | COMMON STOCK | 15101Q108 |
| — | AMERICAN CAPITAL MORTGAGE INVESTMENT CORP REIT USD | 33,871 | $473K | 0.0% | $17.95 | — | EQUITIES - REIT | 02504A104 |
| — | REGULUS THERAPEUTICS INC COMMON STOCK USD 0.001 | 53,984 | $471K | 0.0% | $9.27 | — | COMMON STOCK | 75915K101 |
| THFF | FIRST FINANCIAL CORP/IN COMMON STOCK USD 0 | 13,832 | $470K | 0.0% | $22.41 | +11.5% | COMMON STOCK | 320218100 |
| — | CHARTER FINANCIAL CORP/MD COMMON STOCK USD 0.01 | 35,499 | $469K | 0.0% | $10.60 | — | COMMON STOCK | 16122W108 |
| — | ALTISOURCE RESIDENTIAL CORP REIT USD 0.01 | 37,579 | $466K | 0.0% | $22.32 | — | EQUITIES - REIT | 02153W100 |
| WASH | WASHINGTON TRUST BANCORP INC COMMON STOCK USD | 11,745 | $464K | 0.0% | $15.30 | +54.6% | COMMON STOCK | 940610108 |
| HOFT | HOOKER FURNITURE CORP COMMON STOCK USD 0 | 18,304 | $462K | 0.0% | $24.21 | +6.6% | COMMON STOCK | 439038100 |
| — | BILL BARRETT CORP COMMON STOCK USD 0.001 | 115,913 | $456K | 0.0% | $15.81 | — | COMMON STOCK | 06846N104 |
| QNST | QUINSTREET INC COMMON STOCK USD 0.001 | 106,036 | $455K | 0.0% | $5.81 | -10.1% | COMMON STOCK | 74874Q100 |
| OSUR | ORASURE TECHNOLOGIES INC COMMON STOCK USD 0.000001 | 70,714 | $455K | 0.0% | $6.17 | -7.4% | COMMON STOCK | 68554V108 |
| OEC | ORION ENGINEERED CARBONS SA COMMON STOCK USD | 36,072 | $455K | 0.0% | $16.39 | -19.7% | COMMON STOCK | L72967109 |
| — | FRONTLINE LTD/BERMUDA COMMON STOCK USD 1 | 152,049 | $455K | 0.0% | $2.62 | — | COMMON STOCK | G3682E127 |
| — | GLOBAL BLOOD THERAPEUTICS INC COMMON STOCK USD | 14,022 | $453K | 0.0% | $33.53 | — | COMMON STOCK | 37890U108 |
| — | GLOBALSTAR INC COMMON STOCK USD 0.0001 | 314,533 | $453K | 0.0% | $3.46 | — | COMMON STOCK | 378973408 |
| HLI | HOULIHAN LOKEY INC COMMON STOCK USD 0.001 | 17,238 | $452K | 0.0% | $18.27 | +0.7% | COMMON STOCK | 441593100 |
| — | FIVE STAR QUALITY CARE INC COMMON STOCK USD 0.01 | 141,197 | $449K | 0.0% | $3.72 | — | COMMON STOCK | 33832D106 |
| HASI | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE | 23,745 | $449K | 0.0% | $9.25 | +11.5% | EQUITIES - REIT | 41068X100 |
| — | RETROPHIN INC COMMON STOCK USD 0.0001 | 23,157 | $447K | 0.0% | $19.92 | — | COMMON STOCK | 761299106 |
| — | DIME COMMUNITY BANCSHARES INC COMMON STOCK USD | 25,512 | $446K | 0.0% | $15.37 | — | COMMON STOCK | 253922108 |
| — | ORBCOMM INC COMMON STOCK USD 0.001 | 61,461 | $445K | 0.0% | $5.49 | — | COMMON STOCK | 68555P100 |
| — | NUANCE COMMUNICATIONS INC COMMON STOCK USD 0.001 | 22,359 | $445K | 0.0% | $17.11 | — | COMMON STOCK | 67020Y100 |
| — | INSYS THERAPEUTICS INC COMMON STOCK USD 0.0002145 | 15,472 | $443K | 0.0% | $28.90 | — | COMMON STOCK | 45824V209 |
| RBCAA | REPUBLIC BANCORP INC/KY COMMON STOCK USD 0 | 16,694 | $441K | 0.0% | $22.53 | +14.7% | COMMON STOCK | 760281204 |
| SAIA | SAIA INC COMMON STOCK USD 0.001 | 19,719 | $439K | 0.0% | $37.60 | -31.3% | COMMON STOCK | 78709Y105 |
| — | ENDOLOGIX INC COMMON STOCK USD 0.001 | 44,232 | $438K | 0.0% | $13.57 | — | COMMON STOCK | 29266S106 |
| NOK | NOKIA OYJ ADR USD | 62,400 | $438K | 0.0% | $6.70 | — | ADR | 654902204 |
| FCPT | FOUR CORNERS PROPERTY TRUST INC REIT | 18,133 | $438K | 0.0% | $24.15 | — | EQUITIES - REIT | 35086T109 |
| — | XO GROUP INC COMMON STOCK USD 0.01 | 27,205 | $437K | 0.0% | $13.10 | — | COMMON STOCK | 983772104 |
| GTY | GETTY REALTY CORP REIT USD 0.01 | 25,498 | $437K | 0.0% | $20.55 | — | EQUITIES - REIT | 374297109 |
| — | REVLON INC COMMON STOCK USD 0.01 | 15,669 | $436K | 0.0% | $29.37 | — | COMMON STOCK | 761525609 |
| HZO | MARINEMAX INC COMMON STOCK USD 0.001 | 23,632 | $435K | 0.0% | $12.24 | +35.8% | COMMON STOCK | 567908108 |
| GABC | GERMAN AMERICAN BANCORP INC COMMON STOCK USD 0 | 13,047 | $435K | 0.0% | $12.78 | +31.7% | COMMON STOCK | 373865104 |
| — | UNIVAR INC COMMON STOCK USD 0.01 | 25,499 | $434K | 0.0% | $20.33 | — | COMMON STOCK | 91336L107 |
| — | OMEGA PROTEIN CORP COMMON STOCK USD 0.01 | 19,551 | $434K | 0.0% | $11.48 | — | COMMON STOCK | 68210P107 |
| MPAA | MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD | 12,804 | $433K | 0.0% | $23.05 | +55.0% | COMMON STOCK | 620071100 |
| — | RAVEN INDUSTRIES INC COMMON STOCK USD 1 | 27,639 | $431K | 0.0% | $29.99 | — | COMMON STOCK | 754212108 |
| REI | RING ENERGY INC COMMON STOCK USD 0.001 | 61,182 | $431K | 0.0% | $12.68 | -25.0% | COMMON STOCK | 76680V108 |
| — | ISLE OF CAPRI CASINOS INC COMMON STOCK USD 0.01 | 30,838 | $430K | 0.0% | $15.02 | — | COMMON STOCK | 464592104 |
| — | RUDOLPH TECHNOLOGIES INC COMMON STOCK USD 0.001 | 30,128 | $428K | 0.0% | $11.23 | — | COMMON STOCK | 781270103 |
| CBZ | CBIZ INC COMMON STOCK USD 0.01 | 43,233 | $426K | 0.0% | $6.96 | +52.1% | COMMON STOCK | 124805102 |
| — | NATIONAL WESTERN LIFE GROUP INC COMMON STOCK USD | 1,690 | $426K | 0.0% | $252.07 | — | COMMON STOCK | 638517102 |
| — | UTI WORLDWIDE INC COMMON STOCK USD 0 | 60,487 | $425K | 0.0% | $16.22 | — | COMMON STOCK | G87210103 |
| — | INTERVAL LEISURE GROUP INC COMMON STOCK USD 0.01 | 27,241 | $425K | 0.0% | $20.40 | — | COMMON STOCK | 46113M108 |
| — | ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COMMON | 38,791 | $424K | 0.0% | $18.36 | — | COMMON STOCK | 29272B105 |
| — | AMERICAN RAILCAR INDUSTRIES INC COMMON STOCK USD | 9,162 | $424K | 0.0% | $33.71 | — | COMMON STOCK | 02916P103 |
| SGMO | SANGAMO BIOSCIENCES INC COMMON STOCK USD 0.01 | 46,283 | $423K | 0.0% | $9.54 | -19.2% | COMMON STOCK | 800677106 |
| — | DELTIC TIMBER CORP COMMON STOCK USD 0.01 | 7,184 | $423K | 0.0% | $60.61 | — | COMMON STOCK | 247850100 |
| — | DATALINK CORP COMMON STOCK USD 0.001 | 61,857 | $421K | 0.0% | $7.90 | — | COMMON STOCK | 237934104 |
| — | PARKER DRILLING CO COMMON STOCK USD 0.167 | 230,634 | $420K | 0.0% | $5.30 | — | COMMON STOCK | 701081101 |
| NVRI | HARSCO CORP COMMON STOCK USD 1.25 | 53,169 | $419K | 0.0% | $23.15 | -57.8% | COMMON STOCK | 415864107 |
| XBIT | XBIOTECH INC COMMON STOCK USD | 38,369 | $417K | 0.0% | $11.47 | -4.0% | COMMON STOCK | 98400H102 |
| ATRC | ATRICURE INC COMMON STOCK USD 0.001 | 18,541 | $416K | 0.0% | $11.22 | +83.7% | COMMON STOCK | 04963C209 |
| ALNT | ALLIED MOTION TECHNOLOGIES INC COMMON STOCK USD 0 | 15,901 | $416K | 0.0% | $14.66 | -6.8% | COMMON STOCK | 019330109 |
| SSTK | SHUTTERSTOCK INC COMMON STOCK USD 0.01 | 12,876 | $416K | 0.0% | $66.33 | -50.4% | COMMON STOCK | 825690100 |
| — | ENERNOC INC COMMON STOCK USD 0.001 | 108,022 | $416K | 0.0% | $9.85 | — | COMMON STOCK | 292764107 |
| GLRE | GREENLIGHT CAPITAL RE LTD COMMON STOCK USD 0.01 | 22,164 | $415K | 0.0% | $25.02 | -14.8% | COMMON STOCK | G4095J109 |
| — | STONE ENERGY CORP COMMON STOCK USD 0.01 | 96,161 | $413K | 0.0% | $26.07 | — | COMMON STOCK | 861642106 |
| — | GSI GROUP INC COMMON STOCK USD 0 | 30,240 | $412K | 0.0% | $8.12 | — | COMMON STOCK | 36191C205 |
| WTM | WHITE MOUNTAINS INSURANCE GROUP LTD COMMON STOCK | 567 | $412K | 0.0% | $595.51 | +28.6% | COMMON STOCK | G9618E107 |
| — | WEIGHT WATCHERS INTERNATIONAL INC COMMON STOCK USD | 18,026 | $411K | 0.0% | $23.12 | — | COMMON STOCK | 948626106 |
| BMRC | BANK OF MARIN BANCORP COMMON STOCK USD 0 | 7,702 | $411K | 0.0% | $15.87 | +22.8% | COMMON STOCK | 063425102 |
| DDS | DILLARD'S INC COMMON STOCK USD 0 | 6,260 | $411K | 0.0% | $68.62 | -12.6% | COMMON STOCK | 254067101 |
| — | OUTERWALL INC COMMON STOCK USD 0.001 | 11,259 | $411K | 0.0% | $50.01 | — | COMMON STOCK | 690070107 |
| TFIN | TRIUMPH BANCORP INC COMMON STOCK USD 0.01 | 24,844 | $410K | 0.0% | $13.15 | +29.4% | COMMON STOCK | 89679E300 |
| — | GENOMIC HEALTH INC COMMON STOCK USD 0.0001 | 11,641 | $410K | 0.0% | $31.71 | — | COMMON STOCK | 37244C101 |
| THR | THERMON GROUP HOLDINGS INC COMMON STOCK USD 0.001 | 24,170 | $409K | 0.0% | $20.43 | -6.8% | COMMON STOCK | 88362T103 |
| — | LDR HOLDING CORP COMMON STOCK USD 0.001 | 16,303 | $409K | 0.0% | $28.20 | — | COMMON STOCK | 50185U105 |
| — | SPEEDWAY MOTORSPORTS INC COMMON STOCK USD 0.01 | 19,654 | $407K | 0.0% | $20.17 | — | COMMON STOCK | 847788106 |
| BLD | TOPBUILD CORP COMMON STOCK USD | 13,240 | $407K | 0.0% | $30.00 | 0.0% | COMMON STOCK | 89055F103 |
| — | CAPITAL SENIOR LIVING CORP COMMON STOCK USD 0.01 | 19,381 | $404K | 0.0% | $23.86 | — | COMMON STOCK | 140475104 |
| CGIP | CELADON GROUP INC COMMON STOCK USD 0.033 | 40,869 | $404K | 0.0% | $18.43 | -27.6% | COMMON STOCK | 150838100 |
| — | MONMOUTH REAL ESTATE INVESTMENT CORP REIT USD 0.01 | 38,664 | $404K | 0.0% | $9.92 | — | EQUITIES - REIT | 609720107 |
| MYRG | MYR GROUP INC COMMON STOCK USD 0.01 | 19,552 | $403K | 0.0% | $23.77 | -9.1% | COMMON STOCK | 55405W104 |
| — | SUPERIOR INDUSTRIES INTERNATIONAL INC COMMON STOCK | 21,880 | $403K | 0.0% | $17.81 | — | COMMON STOCK | 868168105 |
| — | PARK STERLING CORP COMMON STOCK USD 0.01 | 54,951 | $402K | 0.0% | $5.91 | — | COMMON STOCK | 70086Y105 |
| — | AMERICAN RESIDENTIAL PROPERTIES INC REIT USD 0.01 | 21,234 | $401K | 0.0% | $18.21 | — | EQUITIES - REIT | 02927E303 |
| SBCF | SEACOAST BANKING CORP OF FLORIDA COMMON STOCK USD | 26,800 | $401K | 0.0% | $12.96 | +18.3% | COMMON STOCK | 811707801 |
| WGO | WINNEBAGO INDUSTRIES INC COMMON STOCK USD 0.5 | 20,118 | $400K | 0.0% | $21.83 | -4.9% | COMMON STOCK | 974637100 |
| — | CARMIKE CINEMAS INC COMMON STOCK USD 0.03 | 17,390 | $399K | 0.0% | $19.87 | — | COMMON STOCK | 143436400 |
| CERS | CERUS CORP COMMON STOCK USD 0.001 | 63,189 | $399K | 0.0% | $4.88 | +9.2% | COMMON STOCK | 157085101 |
| — | BOULDER BRANDS INC COMMON STOCK USD 0.0001 | 36,361 | $399K | 0.0% | $12.05 | — | COMMON STOCK | 101405108 |
| NPKI | NEWPARK RESOURCES INC COMMON STOCK USD 0.01 | 75,514 | $399K | 0.0% | $10.36 | -44.3% | COMMON STOCK | 651718504 |
| — | COBIZ FINANCIAL INC COMMON STOCK USD 0.01 | 29,631 | $398K | 0.0% | $9.18 | — | COMMON STOCK | 190897108 |
| NWPX | NORTHWEST PIPE CO COMMON STOCK USD 0.01 | 35,556 | $398K | 0.0% | $16.18 | -22.0% | COMMON STOCK | 667746101 |
| — | SUMMIT MATERIALS INC COMMON STOCK USD 0.01 | 19,812 | $397K | 0.0% | $24.61 | — | COMMON STOCK | 86614U100 |
| GTLS | CHART INDUSTRIES INC COMMON STOCK USD 0.01 | 22,124 | $397K | 0.0% | $95.60 | -79.0% | COMMON STOCK | 16115Q308 |
| DB | DEUTSCHE BANK AG COMMON STOCK EUR 0 | 16,392 | $396K | 0.0% | $23.02 | -10.9% | COMMON STOCK | D18190898 |
| — | H&E EQUIPMENT SERVICES INC COMMON STOCK USD 0.01 | 22,572 | $395K | 0.0% | $21.35 | — | COMMON STOCK | 404030108 |
| — | RENTRAK CORP COMMON STOCK USD 0.001 | 8,309 | $395K | 0.0% | $54.58 | — | COMMON STOCK | 760174102 |
| — | SCICLONE PHARMACEUTICALS INC COMMON STOCK USD | 42,881 | $395K | 0.0% | $5.03 | — | COMMON STOCK | 80862K104 |
| ESPR | ESPERION THERAPEUTICS INC COMMON STOCK USD 0.001 | 17,764 | $395K | 0.0% | $45.98 | -45.1% | COMMON STOCK | 29664W105 |
| — | ACTUA CORP COMMON STOCK USD 0.001 | 34,345 | $393K | 0.0% | $15.39 | — | COMMON STOCK | 005094107 |
| VPG | VISHAY PRECISION GROUP INC COMMON STOCK USD | 34,657 | $392K | 0.0% | $12.74 | -6.7% | COMMON STOCK | 92835K103 |
| HVT | HAVERTY FURNITURE COS INC COMMON STOCK USD 1 | 18,277 | $392K | 0.0% | $25.27 | -9.3% | COMMON STOCK | 419596101 |
| — | UNITED COMMUNITY FINANCIAL CORP/OH COMMON STOCK | 66,139 | $390K | 0.0% | $5.18 | — | COMMON STOCK | 909839102 |
| — | INCONTACT INC COMMON STOCK USD 0.0001 | 40,927 | $390K | 0.0% | $8.27 | — | COMMON STOCK | 45336E109 |
| — | ARRAY BIOPHARMA INC COMMON STOCK USD 0.001 | 92,527 | $390K | 0.0% | $4.89 | — | COMMON STOCK | 04269X105 |
| — | HEALTHCARE TRUST OF AMERICA INC REIT USD 0.01 | 14,405 | $389K | 0.0% | $27.87 | — | EQUITIES - REIT | 42225P501 |
| — | PDL BIOPHARMA INC COMMON STOCK USD 0.01 | 109,540 | $388K | 0.0% | $7.71 | — | COMMON STOCK | 69329Y104 |
| — | NEW YORK MORTGAGE TRUST INC REIT USD 0.02 | 72,642 | $387K | 0.0% | $7.10 | — | EQUITIES - REIT | 649604501 |
| — | ARCTIC CAT INC COMMON STOCK USD 0.01 | 23,511 | $385K | 0.0% | $39.00 | — | COMMON STOCK | 039670104 |
| — | SYMMETRY SURGICAL INC COMMON STOCK USD 0.0001 | 41,728 | $384K | 0.0% | $9.11 | — | COMMON STOCK | 87159G100 |
| — | BMC STOCK HOLDINGS INC COMMON STOCK USD 0.01 | 22,786 | $382K | 0.0% | $16.76 | — | COMMON STOCK | 05591B109 |
| AOSL | ALPHA & OMEGA SEMICONDUCTOR LTD COMMON STOCK USD | 41,621 | $382K | 0.0% | $7.90 | +15.6% | COMMON STOCK | G6331P104 |
| STWD | STARWOOD PROPERTY TRUST INC REIT USD 0.01 | 18,487 | $380K | 0.0% | $20.55 | — | EQUITIES - REIT | 85571B105 |
| FBNC | FIRST BANCORP/SOUTHERN PINES NC COMMON STOCK USD 0 | 20,272 | $380K | 0.0% | $10.81 | +41.8% | COMMON STOCK | 318910106 |
| — | BLUEROCK RESIDENTIAL GROWTH REIT INC REIT USD | 31,972 | $379K | 0.0% | $12.67 | — | EQUITIES - REIT | 09627J102 |
| — | CONN'S INC COMMON STOCK USD 0.01 | 16,092 | $378K | 0.0% | $51.27 | — | COMMON STOCK | 208242107 |
| — | SYNERGY PHARMACEUTICALS INC COMMON STOCK USD | 66,324 | $376K | 0.0% | $4.37 | — | COMMON STOCK | 871639308 |
| — | BONANZA CREEK ENERGY INC COMMON STOCK USD 0.001 | 71,295 | $376K | 0.0% | $55.88 | — | COMMON STOCK | 097793103 |
| NVEC | NVE CORP COMMON STOCK USD 0.01 | 6,644 | $373K | 0.0% | $53.92 | +4.1% | COMMON STOCK | 629445206 |
| — | CDI CORP COMMON STOCK USD 0.1 | 55,013 | $372K | 0.0% | $8.57 | — | COMMON STOCK | 125071100 |
| — | VWR CORP COMMON STOCK USD 0.01 | 13,067 | $370K | 0.0% | $28.32 | — | COMMON STOCK | 91843L103 |
| — | CAPELLA EDUCATION CO COMMON STOCK USD 0.01 | 7,991 | $369K | 0.0% | $49.54 | — | COMMON STOCK | 139594105 |
| — | SUPERCOM LTD COMMON STOCK USD 0.05882 | 70,735 | $369K | 0.0% | $11.96 | — | COMMON STOCK | M87095119 |
| TBRG | COMPUTER PROGRAMS & SYSTEMS INC COMMON STOCK USD | 7,409 | $369K | 0.0% | $41.13 | -3.9% | COMMON STOCK | 205306103 |
| PATK | PATRICK INDUSTRIES INC COMMON STOCK USD 0 | 8,462 | $368K | 0.0% | $10.32 | +59.2% | COMMON STOCK | 703343103 |
| — | BRYN MAWR BANK CORP COMMON STOCK USD 1 | 12,810 | $368K | 0.0% | $25.05 | — | COMMON STOCK | 117665109 |
| — | AG MORTGAGE INVESTMENT TRUST INC REIT USD 0.01 | 28,477 | $366K | 0.0% | $18.08 | — | EQUITIES - REIT | 001228105 |
| — | EPIQ SYSTEMS INC COMMON STOCK USD 0.01 | 27,981 | $366K | 0.0% | $13.44 | — | COMMON STOCK | 26882D109 |
| — | INTRALINKS HOLDINGS INC COMMON STOCK USD 0.001 | 40,201 | $365K | 0.0% | $9.03 | — | COMMON STOCK | 46118H104 |
| — | FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD 0.1 | 12,148 | $364K | 0.0% | $32.09 | — | COMMON STOCK | 320734106 |
| — | EATON VANCE LIMITED DURATION INCOME FUND | 28,390 | $362K | 0.0% | $12.69 | — | INVESTMENT COMPANIES - MUTUAL FUNDS | 27828H105 |
| CWCO | CONSOLIDATED WATER CO LTD COMMON STOCK USD 0.6 | 29,439 | $360K | 0.0% | $9.38 | -1.1% | COMMON STOCK | G23773107 |
| DHX | DHI GROUP INC COMMON STOCK USD 0.01 | 39,252 | $360K | 0.0% | $8.69 | +2.6% | COMMON STOCK | 23331S100 |
| BLDR | BUILDERS FIRSTSOURCE INC COMMON STOCK USD 0.01 | 32,398 | $359K | 0.0% | $6.76 | +88.1% | COMMON STOCK | 12008R107 |
| — | INTERACTIVE INTELLIGENCE GROUP INC COMMON STOCK | 11,330 | $356K | 0.0% | $56.41 | — | COMMON STOCK | 45841V109 |
| KLIC | KULICKE & SOFFA INDUSTRIES INC COMMON STOCK USD 0 | 30,454 | $355K | 0.0% | $10.27 | -7.6% | COMMON STOCK | 501242101 |
| CHRS | COHERUS BIOSCIENCES INC COMMON STOCK USD 0.0001 | 15,447 | $355K | 0.0% | $21.85 | +17.8% | COMMON STOCK | 19249H103 |
| ARKR | ARK RESTAURANTS CORP COMMON STOCK USD 0.01 | 15,342 | $354K | 0.0% | $15.65 | +10.4% | COMMON STOCK | 040712101 |
| SCVL | SHOE CARNIVAL INC COMMON STOCK USD 0.01 | 15,269 | $354K | 0.0% | $11.44 | -3.1% | COMMON STOCK | 824889109 |
| — | WALTER INVESTMENT MANAGEMENT CORP COMMON STOCK USD | 24,866 | $354K | 0.0% | $35.15 | — | COMMON STOCK | 93317W102 |
| — | CARA THERAPEUTICS INC COMMON STOCK USD 0.001 | 20,988 | $354K | 0.0% | $16.70 | — | COMMON STOCK | 140755109 |
| — | WORLD WRESTLING ENTERTAINMENT INC COMMON STOCK USD | 19,842 | $354K | 0.0% | $21.68 | — | COMMON STOCK | 98156Q108 |
| HRTG | HERITAGE INSURANCE HOLDINGS INC COMMON STOCK USD | 16,177 | $353K | 0.0% | $19.08 | +15.8% | COMMON STOCK | 42727J102 |
| ARAY | ACCURAY INC COMMON STOCK USD 0.001 | 52,296 | $353K | 0.0% | $8.62 | -25.4% | COMMON STOCK | 004397105 |
| — | SILVER SPRING NETWORKS INC COMMON STOCK USD 0.001 | 24,436 | $352K | 0.0% | $14.11 | — | COMMON STOCK | 82817Q103 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC COMMON STOCK USD | 26,141 | $350K | 0.0% | $20.83 | — | COMMON STOCK | 63861C109 |
| — | NAUTILUS INC COMMON STOCK USD 0 | 20,873 | $349K | 0.0% | $8.08 | — | COMMON STOCK | 63910B102 |
| CHMI | CHERRY HILL MORTGAGE INVESTMENT CORP REIT USD 0.01 | 26,825 | $349K | 0.0% | $17.86 | — | EQUITIES - REIT | 164651101 |
| — | LAKELAND BANCORP INC COMMON STOCK USD 0 | 29,552 | $348K | 0.0% | $10.52 | — | COMMON STOCK | 511637100 |
| — | VOXX INTERNATIONAL CORP COMMON STOCK USD 0.01 | 66,149 | $348K | 0.0% | $7.32 | — | COMMON STOCK | 91829F104 |
| — | LORAL SPACE & COMMUNICATIONS INC COMMON STOCK USD | 8,533 | $347K | 0.0% | $60.75 | — | COMMON STOCK | 543881106 |
| UFI | UNIFI INC COMMON STOCK USD 0.1 | 12,314 | $347K | 0.0% | $27.96 | +5.5% | COMMON STOCK | 904677200 |
| — | KERYX BIOPHARMACEUTICALS INC COMMON STOCK USD | 68,725 | $347K | 0.0% | $12.74 | — | COMMON STOCK | 492515101 |
| ENTA | ENANTA PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 10,493 | $346K | 0.0% | $29.54 | +10.3% | COMMON STOCK | 29251M106 |
| CTRE | CARETRUST REIT INC REIT USD 0.01 | 31,491 | $345K | 0.0% | $15.84 | — | EQUITIES - REIT | 14174T107 |
| — | HAYNES INTERNATIONAL INC COMMON STOCK USD 0.001 | 9,348 | $343K | 0.0% | $48.06 | — | COMMON STOCK | 420877201 |
| ORN | ORION MARINE GROUP INC COMMON STOCK USD 0.01 | 82,224 | $343K | 0.0% | $10.70 | -59.5% | COMMON STOCK | 68628V308 |
| — | AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD | 14,201 | $341K | 0.0% | $24.47 | — | COMMON STOCK | 00165C104 |
| — | GAIN CAPITAL HOLDINGS INC COMMON STOCK USD 0.00001 | 42,076 | $341K | 0.0% | $8.73 | — | COMMON STOCK | 36268W100 |
| — | NEONODE INC COMMON STOCK USD 0.001 | 133,721 | $338K | 0.0% | $2.86 | — | COMMON STOCK | 64051M402 |
| — | ROCKWELL MEDICAL INC COMMON STOCK USD 0 | 33,044 | $338K | 0.0% | $5.35 | — | COMMON STOCK | 774374102 |
| FIZZ | NATIONAL BEVERAGE CORP COMMON STOCK USD 0.01 | 7,390 | $336K | 0.0% | $6.20 | +139.3% | COMMON STOCK | 635017106 |
| — | FARO TECHNOLOGIES INC COMMON STOCK USD 0.001 | 11,394 | $336K | 0.0% | $40.42 | — | COMMON STOCK | 311642102 |
| — | BIGLARI HOLDINGS INC COMMON STOCK USD 0.5 | 1,028 | $335K | 0.0% | $396.50 | — | COMMON STOCK | 08986R101 |
| GNE | GENIE ENERGY LTD COMMON STOCK USD | 30,025 | $335K | 0.0% | $11.15 | +1.5% | COMMON STOCK | 372284208 |
| IIIN | INSTEEL INDUSTRIES INC COMMON STOCK USD 0 | 15,967 | $334K | 0.0% | $13.13 | +1.8% | COMMON STOCK | 45774W108 |
| NNBR | NN INC COMMON STOCK USD 0.01 | 20,936 | $334K | 0.0% | $12.05 | +24.6% | COMMON STOCK | 629337106 |
| GRC | GORMAN-RUPP CO/THE COMMON STOCK USD 0 | 12,455 | $333K | 0.0% | $23.45 | +18.4% | COMMON STOCK | 383082104 |
| MC | MOELIS & CO COMMON STOCK USD 0.01 | 11,423 | $333K | 0.0% | $13.13 | +0.5% | COMMON STOCK | 60786M105 |
| — | WEST MARINE INC COMMON STOCK USD 0.001 | 38,986 | $331K | 0.0% | $9.52 | — | COMMON STOCK | 954235107 |
| FBP | FIRST BANCORP/PUERTO RICO COMMON STOCK USD 1 | 101,773 | $331K | 0.0% | $4.73 | -36.3% | COMMON STOCK | 318672706 |
| — | CHICAGO BRIDGE & IRON CO NV COMMON STOCK USD 0.01 | 8,470 | $330K | 0.0% | $57.67 | — | COMMON STOCK | 167250109 |
| — | FEDERATED NATIONAL HOLDING CO COMMON STOCK USD | 11,148 | $330K | 0.0% | $23.16 | — | COMMON STOCK | 31422T101 |
| CHGG | CHEGG INC COMMON STOCK USD 0.001 | 48,803 | $328K | 0.0% | $8.13 | -11.8% | COMMON STOCK | 163092109 |
| — | VASCO DATA SECURITY INTERNATIONAL INC COMMON STOCK | 19,478 | $326K | 0.0% | $8.56 | — | COMMON STOCK | 92230Y104 |
| — | ALBANY MOLECULAR RESEARCH INC COMMON STOCK USD | 16,396 | $325K | 0.0% | $20.29 | — | COMMON STOCK | 012423109 |
| — | CASCADE BANCORP COMMON STOCK USD 0 | 53,555 | $325K | 0.0% | $5.29 | — | COMMON STOCK | 147154207 |
| BFS | SAUL CENTERS INC REIT USD 0.01 | 6,336 | $325K | 0.0% | $45.49 | — | EQUITIES - REIT | 804395101 |
| EVC | ENTRAVISION COMMUNICATIONS CORP COMMON STOCK USD | 42,017 | $324K | 0.0% | $3.11 | +59.1% | COMMON STOCK | 29382R107 |
| IBP | INSTALLED BUILDING PRODUCTS INC COMMON STOCK USD | 13,063 | $324K | 0.0% | $12.56 | +77.7% | COMMON STOCK | 45780R101 |
| LFCR | LANDEC CORP COMMON STOCK USD 0.001 | 27,242 | $322K | 0.0% | $13.42 | -8.5% | COMMON STOCK | 514766104 |
| — | TWO HARBORS INVESTMENT CORP REIT USD | 39,547 | $320K | 0.0% | $10.62 | — | EQUITIES - REIT | 90187B101 |
| RICK | RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD 0.01 | 31,853 | $318K | 0.0% | $11.45 | -12.7% | COMMON STOCK | 74934Q108 |
| — | CARDIOVASCULAR SYSTEMS INC COMMON STOCK USD 0 | 21,055 | $318K | 0.0% | $28.34 | — | COMMON STOCK | 141619106 |
| — | FORESTAR GROUP INC COMMON STOCK USD 1 | 29,023 | $318K | 0.0% | $19.27 | — | COMMON STOCK | 346233109 |
| — | INOVIO PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 47,329 | $318K | 0.0% | $10.59 | — | COMMON STOCK | 45773H201 |
| — | NRG YIELD INC COMMON STOCK USD 0.01 | 22,772 | $317K | 0.0% | $21.84 | — | COMMON STOCK | 62942X306 |
| — | NEWBRIDGE BANCORP COMMON STOCK USD 0 | 25,990 | $317K | 0.0% | $7.49 | — | COMMON STOCK | 65080T102 |
| AHRT | ARMADA HOFFLER PROPERTIES INC REIT USD 0.01 | 30,251 | $317K | 0.0% | $9.97 | — | COMMON STOCK | 04208T108 |
| — | BARNES & NOBLE EDUCATION INC COMMON STOCK USD 0.01 | 31,722 | $316K | 0.0% | $12.70 | — | COMMON STOCK | 06777U101 |
| — | RUBY TUESDAY INC COMMON STOCK USD 0.01 | 57,413 | $316K | 0.0% | $9.11 | — | COMMON STOCK | 781182100 |
| LNTH | LANTHEUS HOLDINGS INC COMMON STOCK USD 0.01 | 93,246 | $315K | 0.0% | $6.41 | -43.9% | COMMON STOCK | 516544103 |
| CZNC | CITIZENS & NORTHERN CORP COMMON STOCK USD 1 | 14,936 | $314K | 0.0% | $10.27 | +18.1% | COMMON STOCK | 172922106 |
| — | POZEN INC COMMON STOCK USD 0.001 | 45,655 | $312K | 0.0% | $7.23 | — | COMMON STOCK | 73941U102 |
| HTO | SJW CORP COMMON STOCK USD 1.042 | 10,514 | $312K | 0.0% | $26.46 | +15.5% | COMMON STOCK | 784305104 |
| — | TICC CAPITAL CORP COMMON STOCK USD 0.01 | 51,105 | $311K | 0.0% | $6.09 | — | COMMON STOCK | 87244T109 |
| — | TRUECAR INC COMMON STOCK USD 0.0001 | 32,595 | $311K | 0.0% | $12.44 | — | COMMON STOCK | 89785L107 |
| — | LUMBER LIQUIDATORS HOLDINGS INC COMMON STOCK USD | 17,841 | $310K | 0.0% | $76.97 | — | COMMON STOCK | 55003T107 |
| — | BLOUNT INTERNATIONAL INC COMMON STOCK USD 0.01 | 31,637 | $310K | 0.0% | $16.09 | — | COMMON STOCK | 095180105 |
| — | EPIZYME INC COMMON STOCK USD 0.0001 | 19,338 | $310K | 0.0% | $27.98 | — | COMMON STOCK | 29428V104 |
| NC | NACCO INDUSTRIES INC COMMON STOCK USD 1 | 7,350 | $310K | 0.0% | $8.97 | -9.5% | COMMON STOCK | 629579103 |
| — | ACCELERATE DIAGNOSTICS INC COMMON STOCK USD 0 | 14,409 | $310K | 0.0% | $18.95 | — | COMMON STOCK | 00430H102 |
| — | MOBILE TELESYSTEMS PJSC ADR USD | 49,610 | $307K | 0.0% | $12.56 | — | ADR | 607409109 |
| — | METRO BANCORP INC COMMON STOCK USD 1 | 9,787 | $307K | 0.0% | $22.80 | — | COMMON STOCK | 59161R101 |
| — | SP PLUS CORP COMMON STOCK USD 0.001 | 12,801 | $306K | 0.0% | $26.03 | — | COMMON STOCK | 78469C103 |
| IPAR | INTER PARFUMS INC COMMON STOCK USD 0.001 | 12,852 | $306K | 0.0% | $28.95 | -9.3% | COMMON STOCK | 458334109 |
| — | NIMBLE STORAGE INC COMMON STOCK USD 0.001 | 33,131 | $305K | 0.0% | $28.01 | — | COMMON STOCK | 65440R101 |
| — | BANK MUTUAL CORP COMMON STOCK USD 0.01 | 39,097 | $305K | 0.0% | $5.83 | — | COMMON STOCK | 063750103 |
| MBWM | MERCANTILE BANK CORP COMMON STOCK USD 0 | 12,415 | $305K | 0.0% | $11.32 | +42.0% | COMMON STOCK | 587376104 |
| — | ANWORTH MORTGAGE ASSET CORP REIT USD 0.01 | 69,594 | $303K | 0.0% | $5.16 | — | EQUITIES - REIT | 037347101 |
| — | ARENA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 159,227 | $303K | 0.0% | $5.73 | — | COMMON STOCK | 040047102 |
| HWKN | HAWKINS INC COMMON STOCK USD 0.05 | 8,462 | $303K | 0.0% | $19.46 | +2.1% | COMMON STOCK | 420261109 |
| — | PIER 1 IMPORTS INC COMMON STOCK USD 0.001 | 59,139 | $301K | 0.0% | $19.74 | — | COMMON STOCK | 720279108 |
| VLGEA | VILLAGE SUPER MARKET INC COMMON STOCK USD 0 | 11,405 | $301K | 0.0% | $30.14 | -15.3% | COMMON STOCK | 927107409 |
| FSTR | LB FOSTER CO COMMON STOCK USD 0.01 | 22,069 | $301K | 0.0% | $24.64 | -45.3% | COMMON STOCK | 350060109 |
| AGIO | AGIOS PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 4,604 | $299K | 0.0% | $28.33 | +131.5% | COMMON STOCK | 00847X104 |
| — | NAVISTAR INTERNATIONAL CORP COMMON STOCK USD 0.1 | 33,870 | $299K | 0.0% | $26.59 | — | COMMON STOCK | 63934E108 |
| — | GLOBAL EAGLE ENTERTAINMENT INC COMMON STOCK USD | 30,299 | $299K | 0.0% | $11.43 | — | COMMON STOCK | 37951D102 |
| LADR | LADDER CAPITAL CORP REIT USD 0.001 | 24,053 | $299K | 0.0% | $18.45 | — | EQUITIES - REIT | 505743104 |
| CMCO | COLUMBUS MCKINNON CORP/NY COMMON STOCK USD 0.01 | 15,781 | $298K | 0.0% | $18.26 | -2.6% | COMMON STOCK | 199333105 |
| — | TILE SHOP HOLDINGS INC COMMON STOCK USD 0.0001 | 18,080 | $297K | 0.0% | $23.82 | — | COMMON STOCK | 88677Q109 |
| TBPH | THERAVANCE BIOPHARMA INC COMMON STOCK USD | 18,110 | $297K | 0.0% | $25.98 | -38.9% | COMMON STOCK | G8807B106 |
| LNWO | SCIENTIFIC GAMES CORP COMMON STOCK USD 0.01 | 33,008 | $296K | 0.0% | $9.54 | +1.0% | COMMON STOCK | 80874P109 |
| — | CAMPUS CREST COMMUNITIES INC REIT USD 0.01 | 43,357 | $295K | 0.0% | $11.37 | — | EQUITIES - REIT | 13466Y105 |
| CVI | CVR ENERGY INC COMMON STOCK USD 0.01 | 7,486 | $295K | 0.0% | $17.67 | +5.3% | COMMON STOCK | 12662P108 |
| APLE | APPLE HOSPITALITY REIT INC REIT USD | 14,747 | $294K | 0.0% | $19.94 | — | EQUITIES - REIT | 03784Y200 |
| — | CIDARA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 17,070 | $293K | 0.0% | $13.47 | — | COMMON STOCK | 171757107 |
| WSBF | WATERSTONE FINANCIAL INC COMMON STOCK USD 0.01 | 20,814 | $293K | 0.0% | $10.65 | +28.3% | COMMON STOCK | 94188P101 |
| UVSP | UNIVEST CORP OF PENNSYLVANIA COMMON STOCK USD 5 | 14,020 | $292K | 0.0% | $17.92 | +12.9% | COMMON STOCK | 915271100 |
| — | CLIFTON BANCORP INC COMMON STOCK USD 0.01 | 20,346 | $292K | 0.0% | $12.68 | — | COMMON STOCK | 186873105 |
| — | SMART & FINAL STORES INC COMMON STOCK USD 0.001 | 15,980 | $291K | 0.0% | $14.68 | — | COMMON STOCK | 83190B101 |
| — | BLUE HILLS BANCORP INC COMMON STOCK USD 0.01 | 18,958 | $290K | 0.0% | $13.45 | — | COMMON STOCK | 095573101 |
| LBRDK | LIBERTY BROADBAND CORP COMMON STOCK USD 0.01 | 5,600 | $290K | 0.0% | $49.65 | 0.0% | COMMON STOCK | 530307305 |
| — | ATARA BIOTHERAPEUTICS INC COMMON STOCK USD 0.0001 | 10,951 | $289K | 0.0% | $39.23 | — | COMMON STOCK | 046513107 |
| — | ARATANA THERAPEUTICS INC COMMON STOCK USD 0.001 | 51,746 | $289K | 0.0% | $11.33 | — | COMMON STOCK | 03874P101 |
| — | CATCHMARK TIMBER TRUST INC REIT USD 0.01 | 25,499 | $288K | 0.0% | $11.66 | — | EQUITIES - REIT | 14912Y202 |
| PSTG | PURE STORAGE INC COMMON STOCK USD 0.0001 | 18,405 | $287K | 0.0% | $16.97 | 0.0% | COMMON STOCK | 74624M102 |
| MGPI | MGP INGREDIENTS INC COMMON STOCK USD 0 | 11,043 | $287K | 0.0% | $11.47 | +71.7% | COMMON STOCK | 55303J106 |
| — | WESTERN ASSET MORTGAGE CAPITAL CORP REIT USD 0.01 | 27,967 | $286K | 0.0% | $15.02 | — | EQUITIES - REIT | 95790D105 |
| — | REALD INC COMMON STOCK USD 0.0001 | 27,013 | $285K | 0.0% | $13.15 | — | COMMON STOCK | 75604L105 |
| AGM | FEDERAL AGRICULTURAL MORTGAGE CORP COMMON STOCK | 9,036 | $285K | 0.0% | $21.23 | +2.4% | COMMON STOCK | 313148306 |
| — | SUCAMPO PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 16,399 | $284K | 0.0% | $9.37 | — | COMMON STOCK | 864909106 |
| — | PERFORMANCE SPORTS GROUP LTD COMMON STOCK CAD | 29,454 | $284K | 0.0% | $17.87 | — | COMMON STOCK | 71377G100 |
| — | PROGENICS PHARMACEUTICALS INC COMMON STOCK USD | 46,383 | $284K | 0.0% | $4.53 | — | COMMON STOCK | 743187106 |
| — | RESOURCE CAPITAL CORP REIT USD 0.001 | 22,211 | $283K | 0.0% | $11.17 | — | EQUITIES - REIT | 76120W708 |
| — | CAESARS ENTERTAINMENT CORP COMMON STOCK USD 0.01 | 35,806 | $283K | 0.0% | $15.95 | — | COMMON STOCK | 127686103 |
| — | ENTERCOM COMMUNICATIONS CORP COMMON STOCK USD 0.01 | 25,157 | $283K | 0.0% | $9.44 | — | COMMON STOCK | 293639100 |
| MSEX | MIDDLESEX WATER CO COMMON STOCK USD 0 | 10,678 | $283K | 0.0% | $19.68 | +29.6% | COMMON STOCK | 596680108 |
| HTB | HOMETRUST BANCSHARES INC COMMON STOCK USD | 13,909 | $282K | 0.0% | $16.04 | +21.9% | COMMON STOCK | 437872104 |
| WIX | WIX.COM LTD COMMON STOCK USD 0.01 | 12,381 | $282K | 0.0% | $21.21 | +6.2% | COMMON STOCK | M98068105 |
| LE | LANDS' END INC COMMON STOCK USD 0.01 | 11,974 | $281K | 0.0% | $43.24 | -44.0% | COMMON STOCK | 51509F105 |
| TGTX | TG THERAPEUTICS INC COMMON STOCK USD 0.001 | 23,501 | $280K | 0.0% | $8.15 | +55.0% | COMMON STOCK | 88322Q108 |
| MCS | MARCUS CORP/THE COMMON STOCK USD 1 | 14,632 | $278K | 0.0% | $12.81 | +56.1% | COMMON STOCK | 566330106 |
| — | RAPTOR PHARMACEUTICAL CORP COMMON STOCK USD 0.001 | 53,510 | $278K | 0.0% | $11.48 | — | COMMON STOCK | 75382F106 |
| — | STATE AUTO FINANCIAL CORP COMMON STOCK USD 0 | 13,428 | $276K | 0.0% | $18.46 | — | COMMON STOCK | 855707105 |
| — | WAUSAU PAPER CORP COMMON STOCK USD 0 | 26,979 | $276K | 0.0% | $11.52 | — | COMMON STOCK | 943315101 |
| — | NORTEK INC COMMON STOCK USD 0.01 | 6,316 | $276K | 0.0% | $64.94 | — | COMMON STOCK | 656559309 |
| CDE | COEUR MINING INC COMMON STOCK USD 0.01 | 110,849 | $275K | 0.0% | $13.35 | -79.5% | COMMON STOCK | 192108504 |
| PEBO | PEOPLES BANCORP INC/OH COMMON STOCK USD 0 | 14,523 | $274K | 0.0% | $19.00 | +6.1% | COMMON STOCK | 709789101 |
| NEO | NEOGENOMICS INC COMMON STOCK USD 0.001 | 34,791 | $274K | 0.0% | $5.21 | +40.6% | COMMON STOCK | 64049M209 |
| — | CONNECTICUT WATER SERVICE INC COMMON STOCK USD 0 | 7,192 | $273K | 0.0% | $28.94 | — | COMMON STOCK | 207797101 |
| — | CARROLS RESTAURANT GROUP INC COMMON STOCK USD 0.01 | 23,192 | $272K | 0.0% | $6.64 | — | COMMON STOCK | 14574X104 |
| JOUT | JOHNSON OUTDOORS INC COMMON STOCK USD 0.05 | 12,410 | $272K | 0.0% | $23.24 | -1.8% | COMMON STOCK | 479167108 |
| CAR | AVIS BUDGET GROUP INC COMMON STOCK USD 0.01 | 7,499 | $272K | 0.0% | $50.67 | -21.0% | COMMON STOCK | 053774105 |
| — | NEOPHOTONICS CORP COMMON STOCK USD 0.0025 | 25,057 | $272K | 0.0% | $8.89 | — | COMMON STOCK | 64051T100 |
| NGS | NATURAL GAS SERVICES GROUP INC COMMON STOCK USD | 12,198 | $272K | 0.0% | $21.33 | +0.7% | COMMON STOCK | 63886Q109 |
| — | QUOTIENT TECHNOLOGY INC | 39,917 | $272K | 0.0% | $6.81 | — | COMMON STOCK | 749119103 |
| — | CU BANCORP COMMON STOCK USD 0 | 10,745 | $272K | 0.0% | $18.98 | — | COMMON STOCK | 126534106 |
| — | PANHANDLE OIL AND GAS INC COMMON STOCK USD 0.01666 | 16,733 | $270K | 0.0% | $28.64 | — | COMMON STOCK | 698477106 |
| WHG | WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD 0.01 | 5,143 | $268K | 0.0% | $44.58 | +26.3% | COMMON STOCK | 961765104 |
| — | ANGIE'S LIST INC COMMON STOCK USD 0.001 | 28,661 | $268K | 0.0% | $11.79 | — | COMMON STOCK | 034754101 |
| DGII | DIGI INTERNATIONAL INC COMMON STOCK USD 0.01 | 23,486 | $267K | 0.0% | $9.35 | +31.2% | COMMON STOCK | 253798102 |
| — | EARTHSTONE ENERGY INC COMMON STOCK USD 0.001 | 20,068 | $267K | 0.0% | $23.43 | — | COMMON STOCK | 27032D205 |
| — | BANKFINANCIAL CORP COMMON STOCK USD 0.01 | 21,068 | $266K | 0.0% | $8.63 | — | COMMON STOCK | 06643P104 |
| — | BRIDGE BANCORP INC COMMON STOCK USD 0.01 | 8,702 | $265K | 0.0% | $23.59 | — | COMMON STOCK | 108035106 |
| — | SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD | 43,935 | $265K | 0.0% | $7.83 | — | COMMON STOCK | 84763A108 |
| — | SEACHANGE INTERNATIONAL INC COMMON STOCK USD 0.01 | 39,068 | $263K | 0.0% | $10.67 | — | COMMON STOCK | 811699107 |
| CAC | CAMDEN NATIONAL CORP COMMON STOCK USD 0 | 5,962 | $263K | 0.0% | $15.44 | +28.8% | COMMON STOCK | 133034108 |
| RYAM | RAYONIER ADVANCED MATERIALS INC COMMON STOCK USD | 26,830 | $263K | 0.0% | $16.30 | -42.8% | COMMON STOCK | 75508B104 |
| — | AK STEEL HOLDING CORP COMMON STOCK USD 0.01 | 117,034 | $262K | 0.0% | $7.89 | — | COMMON STOCK | 001547108 |
| CIA | CITIZENS INC/TX COMMON STOCK USD 0 | 35,004 | $260K | 0.0% | $6.88 | +21.7% | COMMON STOCK | 174740100 |
| — | PIXELWORKS INC COMMON STOCK USD 0.001 | 108,728 | $259K | 0.0% | $2.38 | — | COMMON STOCK | 72581M305 |
| MG | MISTRAS GROUP INC COMMON STOCK USD 0.01 | 13,524 | $258K | 0.0% | $22.36 | -13.6% | COMMON STOCK | 60649T107 |
| — | ICONIX BRAND GROUP INC COMMON STOCK USD 0.001 | 37,787 | $258K | 0.0% | $26.26 | — | COMMON STOCK | 451055107 |
| — | LIVEPERSON INC COMMON STOCK USD 0.001 | 38,124 | $257K | 0.0% | $11.35 | — | COMMON STOCK | 538146101 |
| — | INDEPENDENCE CONTRACT DRILLING INC COMMON STOCK | 50,981 | $257K | 0.0% | $8.76 | — | COMMON STOCK | 453415309 |
| — | TESCO CORP COMMON STOCK USD 0 | 35,470 | $257K | 0.0% | $18.41 | — | COMMON STOCK | 88157K101 |
| MYE | MYERS INDUSTRIES INC COMMON STOCK USD 0 | 19,224 | $256K | 0.0% | $12.17 | -13.9% | COMMON STOCK | 628464109 |
| VNDA | VANDA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 27,474 | $256K | 0.0% | $10.40 | -4.0% | COMMON STOCK | 921659108 |
| — | AXCELIS TECHNOLOGIES INC COMMON STOCK USD 0.001 | 98,407 | $255K | 0.0% | $2.00 | — | COMMON STOCK | 054540109 |
| — | ULTRA PETROLEUM CORP COMMON STOCK USD 0 | 101,884 | $255K | 0.0% | $15.95 | — | COMMON STOCK | 903914109 |
| — | APOLLO RESIDENTIAL MORTGAGE INC REIT USD 0.01 | 21,292 | $254K | 0.0% | $16.26 | — | EQUITIES - REIT | 03763V102 |
| — | CIBER INC COMMON STOCK USD 0.01 | 72,161 | $253K | 0.0% | $3.38 | — | COMMON STOCK | 17163B102 |
| — | SPX CORP COMMON STOCK USD 0.01 | 26,917 | $251K | 0.0% | $9.32 | — | COMMON STOCK | 784635104 |
| — | BIG 5 SPORTING GOODS CORP COMMON STOCK USD 0.01 | 25,059 | $250K | 0.0% | $16.36 | — | COMMON STOCK | 08915P101 |
| — | COVANTA HOLDING CORP COMMON STOCK USD 0.1 | 16,068 | $249K | 0.0% | $20.20 | — | COMMON STOCK | 22282E102 |
| — | SAGENT PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 15,676 | $249K | 0.0% | $21.13 | — | COMMON STOCK | 786692103 |
| CRVL | CORVEL CORP COMMON STOCK USD 0.0001 | 5,643 | $248K | 0.0% | $9.83 | +25.1% | COMMON STOCK | 221006109 |
| — | WILLIAM LYON HOMES COMMON STOCK USD 0.01 | 15,042 | $248K | 0.0% | $26.27 | — | COMMON STOCK | 552074700 |
| — | IAC/INTERACTIVECORP COMMON STOCK USD 0.001 | 4,125 | $248K | 0.0% | $53.97 | — | COMMON STOCK | 44919P508 |
| — | OPUS BANK COMMON STOCK USD | 6,716 | $248K | 0.0% | $32.20 | — | COMMON STOCK | 684000102 |
| — | ALMOST FAMILY INC COMMON STOCK USD 0.1 | 6,448 | $247K | 0.0% | $25.20 | — | COMMON STOCK | 020409108 |
| — | TELIGENT INC NEW COMMON STOCK USD 0.01 | 27,644 | $246K | 0.0% | $8.90 | — | COMMON STOCK | 87960W104 |
| DAKT | DAKTRONICS INC COMMON STOCK USD 0 | 27,906 | $243K | 0.0% | $8.15 | -2.1% | COMMON STOCK | 234264109 |
| — | TETRAPHASE PHARMACEUTICALS INC COMMON STOCK USD | 24,109 | $242K | 0.0% | $31.42 | — | COMMON STOCK | 88165N105 |
| — | POWERSECURE INTERNATIONAL INC COMMON STOCK USD | 16,106 | $242K | 0.0% | $15.41 | — | COMMON STOCK | 73936N105 |
| MTUS | TIMKENSTEEL CORP COMMON STOCK USD | 28,910 | $242K | 0.0% | $40.16 | -73.3% | COMMON STOCK | 887399103 |
| — | SPARK THERAPEUTICS INC COMMON STOCK USD 0.001 | 5,341 | $242K | 0.0% | $67.73 | — | COMMON STOCK | 84652J103 |
| — | NAVIOS MARITIME ACQUISITION CORP COMMON STOCK USD | 80,235 | $242K | 0.0% | $3.46 | — | COMMON STOCK | Y62159101 |
| — | NANOMETRICS INC COMMON STOCK USD 0 | 15,961 | $242K | 0.0% | $14.71 | — | COMMON STOCK | 630077105 |
| ARTNA | ARTESIAN RESOURCES CORP COMMON STOCK USD 1 | 8,734 | $242K | 0.0% | $15.57 | +23.1% | COMMON STOCK | 043113208 |
| FLXS | FLEXSTEEL INDUSTRIES INC COMMON STOCK USD 1 | 5,464 | $241K | 0.0% | $17.66 | +87.2% | COMMON STOCK | 339382103 |
| PLUG | PLUG POWER INC COMMON STOCK USD 0.01 | 114,102 | $241K | 0.0% | $5.09 | -56.8% | COMMON STOCK | 72919P202 |
| — | GASLOG LTD COMMON STOCK USD 0.01 | 28,992 | $241K | 0.0% | $19.37 | — | COMMON STOCK | G37585109 |
| — | SCIQUEST INC COMMON STOCK USD 0.001 | 18,504 | $240K | 0.0% | $23.10 | — | COMMON STOCK | 80908T101 |
| — | ARROWHEAD RESEARCH CORP COMMON STOCK USD 0.001 | 39,088 | $240K | 0.0% | $14.03 | — | COMMON STOCK | 042797209 |
| BZH | BEAZER HOMES USA INC COMMON STOCK USD 0.001 | 20,780 | $239K | 0.0% | $17.82 | -23.1% | COMMON STOCK | 07556Q881 |
| — | LIMELIGHT NETWORKS INC COMMON STOCK USD 0.001 | 163,843 | $239K | 0.0% | $1.72 | — | COMMON STOCK | 53261M104 |
| ZUMZ | ZUMIEZ INC COMMON STOCK USD 0 | 15,775 | $239K | 0.0% | $27.26 | -40.6% | COMMON STOCK | 989817101 |
| HTBK | HERITAGE COMMERCE CORP COMMON STOCK USD 0 | 20,004 | $239K | 0.0% | $8.07 | +36.3% | COMMON STOCK | 426927109 |
| ALKS | ALKERMES PLC COMMON STOCK USD 0.01 | 3,000 | $238K | 0.0% | $35.06 | +99.7% | COMMON STOCK | G01767105 |
| HURC | HURCO COS INC COMMON STOCK USD 0 | 8,966 | $238K | 0.0% | $31.97 | -16.7% | COMMON STOCK | 447324104 |
| ANIP | ANI PHARMACEUTICALS INC COMMON STOCK USD 0.0001 | 5,270 | $238K | 0.0% | $32.12 | +34.0% | COMMON STOCK | 00182C103 |
| — | INTERNAP CORP COMMON STOCK USD 0.001 | 36,974 | $237K | 0.0% | $8.14 | — | COMMON STOCK | 45885A300 |
| — | ALTISOURCE PORTFOLIO SOLUTIONS SA COMMON STOCK USD | 8,474 | $236K | 0.0% | $103.20 | — | COMMON STOCK | L0175J104 |
| — | LA JOLLA PHARMACEUTICAL CO COMMON STOCK USD 0.01 | 8,725 | $236K | 0.0% | $24.91 | — | COMMON STOCK | 503459604 |
| — | TELECOMMUNICATION SYSTEMS INC COMMON STOCK USD | 47,197 | $235K | 0.0% | $2.70 | — | COMMON STOCK | 87929J103 |
| — | HAWAIIAN TELCOM HOLDCO INC COMMON STOCK USD 0.01 | 9,444 | $235K | 0.0% | $25.52 | — | COMMON STOCK | 420031106 |
| — | PDVWIRELESS INC COMMON STOCK USD 0.0001 | 8,535 | $235K | 0.0% | $27.53 | — | COMMON STOCK | 69290R104 |
| CYTK | CYTOKINETICS INC COMMON STOCK USD 0.001 | 22,493 | $235K | 0.0% | $8.04 | +22.0% | COMMON STOCK | 23282W605 |
| — | MANNKIND CORP COMMON STOCK USD 0.01 | 161,645 | $234K | 0.0% | $7.92 | — | COMMON STOCK | 56400P201 |
| — | CAREER EDUCATION CORP COMMON STOCK USD 0.01 | 64,123 | $233K | 0.0% | $3.48 | — | COMMON STOCK | 141665109 |
| — | AGENUS INC COMMON STOCK USD 0.01 | 51,005 | $232K | 0.0% | $3.68 | — | COMMON STOCK | 00847G705 |
| — | LION BIOTECHNOLOGIES INC COMMON STOCK USD 0.001 | 30,107 | $232K | 0.0% | $9.11 | — | COMMON STOCK | 53619R102 |
| — | PARK ELECTROCHEMICAL CORP COMMON STOCK USD 0.1 | 15,377 | $232K | 0.0% | $23.71 | — | COMMON STOCK | 700416209 |
| PETS | PETMED EXPRESS INC COMMON STOCK USD 0.001 | 13,481 | $231K | 0.0% | $13.26 | +26.7% | COMMON STOCK | 716382106 |
| LPG | DORIAN LPG LTD COMMON STOCK USD 0.01 | 19,503 | $230K | 0.0% | $13.37 | -10.2% | COMMON STOCK | Y2106R110 |
| GLDD | GREAT LAKES DREDGE & DOCK CORP COMMON STOCK USD | 57,996 | $230K | 0.0% | $7.56 | -41.4% | COMMON STOCK | 390607109 |
| — | ZOGENIX INC COMMON STOCK USD 0.001 | 15,604 | $230K | 0.0% | $13.66 | — | COMMON STOCK | 98978L204 |
| LYTS | LSI INDUSTRIES INC COMMON STOCK USD 0 | 18,820 | $229K | 0.0% | $7.56 | +43.8% | COMMON STOCK | 50216C108 |
| — | MIRATI THERAPEUTICS INC COMMON STOCK USD 0 | 7,234 | $229K | 0.0% | $22.94 | — | COMMON STOCK | 60468T105 |
| APEI | AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD | 12,285 | $229K | 0.0% | $35.35 | -37.9% | COMMON STOCK | 02913V103 |
| — | SAFEGUARD SCIENTIFICS INC COMMON STOCK USD 0.1 | 15,701 | $228K | 0.0% | $16.00 | — | COMMON STOCK | 786449207 |
| MED | MEDIFAST INC COMMON STOCK USD 0.001 | 7,456 | $227K | 0.0% | $20.00 | +12.8% | COMMON STOCK | 58470H101 |
| LGIH | LGI HOMES INC COMMON STOCK USD 0.01 | 9,317 | $227K | 0.0% | $16.39 | +78.0% | COMMON STOCK | 50187T106 |
| — | TARO PHARMACEUTICAL INDUSTRIES LTD COMMON STOCK | 1,456 | $225K | 0.0% | $154.22 | — | COMMON STOCK | M8737E108 |
| — | SEATTLE GENETICS INC COMMON STOCK USD 0.001 | 5,000 | $224K | 0.0% | $33.43 | — | COMMON STOCK | 812578102 |
| — | FAIRPOINT COMMUNICATIONS INC COMMON STOCK USD 0.01 | 13,912 | $224K | 0.0% | $8.65 | — | COMMON STOCK | 305560302 |
| — | STAGE STORES INC COMMON STOCK USD 0.01 | 24,585 | $224K | 0.0% | $22.99 | — | COMMON STOCK | 85254C305 |
| — | OCATA THERAPEUTICS INC COMMON STOCK USD 0.001 | 26,498 | $223K | 0.0% | $5.31 | — | COMMON STOCK | 67457L100 |
| — | GLOBAL INDEMNITY PLC COMMON STOCK USD 0.0001 | 7,680 | $223K | 0.0% | $23.59 | — | COMMON STOCK | G39319101 |
| — | ADEPTUS HEALTH INC COMMON STOCK USD 0.01 | 4,087 | $223K | 0.0% | $32.84 | — | COMMON STOCK | 006855100 |
| — | CHECKPOINT SYSTEMS INC COMMON STOCK USD 0.1 | 35,634 | $223K | 0.0% | $14.18 | — | COMMON STOCK | 162825103 |
| OCFC | OCEANFIRST FINANCIAL CORP COMMON STOCK USD 0.01 | 11,113 | $223K | 0.0% | $9.29 | +43.4% | COMMON STOCK | 675234108 |
| ON | ON SEMICONDUCTOR CORP COMMON STOCK USD 0.01 | 22,630 | $222K | 0.0% | $9.58 | +9.7% | COMMON STOCK | 682189105 |
| — | CRESCENT POINT ENERGY CORP COMMON STOCK CAD 0 | 19,087 | $222K | 0.0% | $20.27 | — | COMMON STOCK | 22576C101 |
| — | CARBO CERAMICS INC COMMON STOCK USD 0.01 | 12,906 | $222K | 0.0% | $46.02 | — | COMMON STOCK | 140781105 |
| — | GREEN BANCORP INC COMMON STOCK USD 0.01 | 21,133 | $221K | 0.0% | $14.75 | — | COMMON STOCK | 39260X100 |
| CULP | CULP INC COMMON STOCK USD 0.05 | 8,679 | $221K | 0.0% | $17.28 | +38.9% | COMMON STOCK | 230215105 |
| AORT | CRYOLIFE INC COMMON STOCK USD 0.01 | 20,395 | $220K | 0.0% | $5.95 | +75.6% | COMMON STOCK | 228903100 |
| — | CIVITAS SOLUTIONS INC COMMON STOCK USD 0.01 | 7,642 | $220K | 0.0% | $17.41 | — | COMMON STOCK | 17887R102 |
| — | MARIN SOFTWARE INC COMMON STOCK USD 0.001 | 61,582 | $220K | 0.0% | $6.15 | — | COMMON STOCK | 56804T106 |
| — | DYNEX CAPITAL INC REIT USD 0.01 | 34,702 | $220K | 0.0% | $8.48 | — | EQUITIES - REIT | 26817Q506 |
| — | ENERSIS SA ADR USD 0 | 18,106 | $220K | 0.0% | $12.15 | — | ADR | 29274F104 |
| IMMR | IMMERSION CORP COMMON STOCK USD 0.001 | 18,782 | $219K | 0.0% | $12.75 | -3.6% | COMMON STOCK | 452521107 |
| CENT | CENTRAL GARDEN & PET CO COMMON STOCK USD 0.01 | 16,200 | $219K | 0.0% | $11.28 | +6.4% | COMMON STOCK | 153527106 |
| BSET | BASSETT FURNITURE INDUSTRIES INC COMMON STOCK USD | 8,695 | $218K | 0.0% | $13.56 | +40.1% | COMMON STOCK | 070203104 |
| — | ELDORADO RESORTS INC COMMON STOCK USD | 19,825 | $218K | 0.0% | $7.63 | — | COMMON STOCK | 28470R102 |
| VRA | VERA BRADLEY INC COMMON STOCK USD | 13,783 | $217K | 0.0% | $22.17 | -40.8% | COMMON STOCK | 92335C106 |
| — | UNITED DEVELOPMENT FUNDING IV REIT USD 0.01 | 19,765 | $217K | 0.0% | $17.31 | — | EQUITIES - REIT | 910187103 |
| — | ORCHIDS PAPER PRODUCTS CO COMMON STOCK USD 0.001 | 7,014 | $217K | 0.0% | $27.37 | — | COMMON STOCK | 68572N104 |
| — | ANCHOR BANCORP WISCONSIN INC COMMON STOCK USD 0.01 | 4,997 | $217K | 0.0% | $34.74 | — | COMMON STOCK | 03283P106 |
| — | ERA GROUP INC COMMON STOCK USD 0.01 | 19,285 | $215K | 0.0% | $26.44 | — | COMMON STOCK | 26885G109 |
| PFGC | PERFORMANCE FOOD GROUP CO COMMON STOCK USD 0.01 | 9,307 | $215K | 0.0% | $22.66 | 0.0% | COMMON STOCK | 71377A103 |
| — | PICO HOLDINGS INC COMMON STOCK USD 0.001 | 20,835 | $215K | 0.0% | $21.48 | — | COMMON STOCK | 693366205 |
| — | EP ENERGY CORP COMMON STOCK USD 0.01 | 48,943 | $214K | 0.0% | $19.09 | — | COMMON STOCK | 268785102 |
| — | BIOTELEMETRY INC COMMON STOCK USD 0.001 | 18,288 | $214K | 0.0% | $7.17 | — | COMMON STOCK | 090672106 |
| — | BELLICUM PHARMACEUTICALS INC COMMON STOCK USD 0.01 | 10,578 | $214K | 0.0% | $21.10 | — | COMMON STOCK | 079481107 |
| — | GENMARK DIAGNOSTICS INC COMMON STOCK USD 0.0001 | 27,604 | $214K | 0.0% | $11.73 | — | COMMON STOCK | 372309104 |
| — | PACIFIC CONTINENTAL CORP COMMON STOCK USD 0 | 14,375 | $214K | 0.0% | $11.98 | — | COMMON STOCK | 69412V108 |
| — | LADENBURG THALMANN FINANCIAL SERVICES INC COMMON | 77,006 | $213K | 0.0% | $1.72 | — | COMMON STOCK | 50575Q102 |
| — | ONEBEACON INSURANCE GROUP LTD COMMON STOCK USD | 17,156 | $213K | 0.0% | $14.56 | — | COMMON STOCK | G67742109 |
| AIRT | AIR T INC COMMON STOCK USD 0.25 | 8,700 | $213K | 0.0% | $14.03 | +6.9% | COMMON STOCK | 009207101 |
| — | FURMANITE CORP COMMON STOCK USD 0 | 31,889 | $212K | 0.0% | $8.87 | — | COMMON STOCK | 361086101 |
| — | IMMUNE DESIGN CORP COMMON STOCK USD 0.001 | 10,578 | $212K | 0.0% | $20.38 | — | COMMON STOCK | 45252L103 |
| CHEF | CHEFS' WAREHOUSE INC/THE COMMON STOCK USD 0.01 | 12,680 | $212K | 0.0% | $19.52 | -13.1% | COMMON STOCK | 163086101 |
| AROW | ARROW FINANCIAL CORP COMMON STOCK USD 1 | 7,753 | $211K | 0.0% | $14.55 | +18.0% | COMMON STOCK | 042744102 |
| LAB | FLUIDIGM CORP COMMON STOCK USD 0.001 | 19,480 | $211K | 0.0% | $29.28 | -66.5% | COMMON STOCK | 34385P108 |
| — | HOUSTON WIRE & CABLE CO COMMON STOCK USD 0.001 | 39,696 | $210K | 0.0% | $6.38 | — | COMMON STOCK | 44244K109 |
| — | MANITOWOC CO INC/THE COMMON STOCK USD 0.01 | 13,665 | $210K | 0.0% | $19.59 | — | COMMON STOCK | 563571108 |
| CNXN | PC CONNECTION INC COMMON STOCK USD 0.01 | 9,224 | $209K | 0.0% | $17.38 | +12.1% | COMMON STOCK | 69318J100 |
| — | VERITIV CORP COMMON STOCK USD 0.01 | 5,771 | $209K | 0.0% | $37.04 | — | COMMON STOCK | 923454102 |
| — | ROADRUNNER TRANSPORTATION SYSTEMS INC COMMON STOCK | 22,131 | $209K | 0.0% | $27.15 | — | COMMON STOCK | 76973Q105 |
| — | LIONBRIDGE TECHNOLOGIES INC COMMON STOCK USD 0.01 | 42,369 | $208K | 0.0% | $4.61 | — | COMMON STOCK | 536252109 |
| — | CURIS INC COMMON STOCK USD 0.01 | 71,527 | $208K | 0.0% | $3.31 | — | COMMON STOCK | 231269101 |
| ACRE | ARES COMMERCIAL REAL ESTATE CORP REIT USD 0.01 | 18,131 | $207K | 0.0% | $12.48 | — | EQUITIES - REIT | 04013V108 |
| — | LANDAUER INC COMMON STOCK USD 0.1 | 6,285 | $207K | 0.0% | $48.01 | — | COMMON STOCK | 51476K103 |
| CRWS | CROWN CRAFTS INC COMMON STOCK USD 0.01 | 24,392 | $207K | 0.0% | $3.62 | +8.0% | COMMON STOCK | 228309100 |
| YORW | YORK WATER CO/THE COMMON STOCK USD 0 | 8,257 | $206K | 0.0% | $14.31 | +33.9% | COMMON STOCK | 987184108 |
| CORT | CORCEPT THERAPEUTICS INC COMMON STOCK USD 0.001 | 41,361 | $206K | 0.0% | $1.98 | +127.4% | COMMON STOCK | 218352102 |
| — | CAESARS ACQUISITION CO COMMON STOCK USD | 30,238 | $206K | 0.0% | $12.21 | — | COMMON STOCK | 12768T103 |
| AKBA | AKEBIA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 15,924 | $206K | 0.0% | $11.21 | -9.0% | COMMON STOCK | 00972D105 |
| — | AMERICAN SCIENCE & ENGINEERING INC COMMON STOCK | 4,974 | $206K | 0.0% | $68.56 | — | COMMON STOCK | 029429107 |
| — | ZAGG INC COMMON STOCK USD 0.001 | 18,820 | $206K | 0.0% | $7.92 | — | COMMON STOCK | 98884U108 |
| WSR | WHITESTONE REIT REIT USD 0.001 | 17,046 | $205K | 0.0% | $14.85 | — | EQUITIES - REIT | 966084204 |
| — | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD 0.01 | 14,517 | $205K | 0.0% | $37.89 | — | COMMON STOCK | G8766E109 |
| BBSI | BARRETT BUSINESS SERVICES INC COMMON STOCK USD | 4,697 | $205K | 0.0% | $10.47 | -9.5% | COMMON STOCK | 068463108 |
| CJESEUR | C&J ENERGY SERVICES LTD COMMON STOCK USD | 43,081 | $205K | 0.0% | $11.21 | — | COMMON STOCK | G3164Q101 |
| — | KARYOPHARM THERAPEUTICS INC COMMON STOCK USD | 15,372 | $204K | 0.0% | $24.68 | — | COMMON STOCK | 48576U106 |
| GOOD | GLADSTONE COMMERCIAL CORP REIT USD 0.001 | 13,967 | $204K | 0.0% | $18.14 | — | EQUITIES - REIT | 376536108 |
| — | INDEPENDENT BANK GROUP INC COMMON STOCK USD 0.01 | 6,374 | $204K | 0.0% | $44.69 | — | COMMON STOCK | 45384B106 |
| — | ADVAXIS INC COMMON STOCK USD 0.001 | 20,193 | $203K | 0.0% | $20.04 | — | COMMON STOCK | 007624208 |
| EZPW | EZCORP INC COMMON STOCK USD 0.01 | 40,735 | $203K | 0.0% | $17.64 | -66.5% | COMMON STOCK | 302301106 |
| — | AEP INDUSTRIES INC COMMON STOCK USD 0.01 | 2,613 | $202K | 0.0% | $37.66 | — | COMMON STOCK | 001031103 |
| — | CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD 0.1 | 6,750 | $200K | 0.0% | $57.90 | — | COMMON STOCK | 969490101 |
| SXC | SUNCOKE ENERGY INC COMMON STOCK USD 0.01 | 57,735 | $200K | 0.0% | $15.89 | -69.8% | COMMON STOCK | 86722A103 |
| MNDO | MIND CTI LTD COMMON STOCK USD 0.01 | 78,989 | $200K | 0.0% | $2.65 | 0.0% | COMMON STOCK | M70240102 |
| — | NORTHERN OIL AND GAS INC COMMON STOCK USD 0.001 | 51,439 | $199K | 0.0% | $13.36 | — | COMMON STOCK | 665531109 |
| KTOS | KRATOS DEFENSE & SECURITY SOLUTIONS INC COMMON | 48,548 | $199K | 0.0% | $6.12 | -27.7% | COMMON STOCK | 50077B207 |
| MCRI | MONARCH CASINO & RESORT INC COMMON STOCK USD 0.01 | 8,708 | $198K | 0.0% | $14.71 | +44.3% | COMMON STOCK | 609027107 |
| CENX | CENTURY ALUMINUM CO COMMON STOCK USD 0.01 | 44,893 | $198K | 0.0% | $11.17 | -61.6% | COMMON STOCK | 156431108 |
| — | IMMUNOMEDICS INC COMMON STOCK USD 0.01 | 64,485 | $198K | 0.0% | $5.25 | — | COMMON STOCK | 452907108 |
| — | CHANNELADVISOR CORP COMMON STOCK USD 0.001 | 14,191 | $197K | 0.0% | $38.31 | — | COMMON STOCK | 159179100 |
| — | NEWSTAR FINANCIAL INC COMMON STOCK USD 0.01 | 21,927 | $197K | 0.0% | $13.47 | — | COMMON STOCK | 65251F105 |
| — | STATE NATIONAL COS INC COMMON STOCK USD 0.001 | 20,131 | $197K | 0.0% | $11.89 | — | COMMON STOCK | 85711T305 |
| SGRY | SURGERY PARTNERS INC COMMON STOCK USD 0.01 | 9,617 | $197K | 0.0% | $19.11 | 0.0% | COMMON STOCK | 86881A100 |
| — | TENAX THERAPEUTICS INC COMMON STOCK USD 0.01 | 60,000 | $197K | 0.0% | $3.18 | — | COMMON STOCK | 88032L100 |
| — | TRECORA RESOURCES COMMON STOCK USD 0.1 | 15,816 | $196K | 0.0% | $12.36 | — | COMMON STOCK | 894648104 |
| MBUU | MALIBU BOATS INC COMMON STOCK USD 0.01 | 11,948 | $196K | 0.0% | $19.79 | -23.9% | COMMON STOCK | 56117J100 |
| FC | FRANKLIN COVEY CO COMMON STOCK USD 0.05 | 11,716 | $196K | 0.0% | $14.26 | +12.0% | COMMON STOCK | 353469109 |
| — | VINCE HOLDING CORP COMMON STOCK USD 0.001 | 42,535 | $195K | 0.0% | $20.43 | — | COMMON STOCK | 92719W108 |
| — | NUTRACEUTICAL INTERNATIONAL CORP COMMON STOCK USD | 7,567 | $195K | 0.0% | $20.65 | — | COMMON STOCK | 67060Y101 |
| — | MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COMMON | 11,222 | $195K | 0.0% | $17.38 | — | COMMON STOCK | G6331W109 |
| — | ING GROEP NV CALLABLE NOTES VARIABLE USD 1000 | 200,000 | $195K | 0.0% | $0.96 | — | FIXED INCOME - CORPORATE BONDS | 456837AF0 |
| — | ELECTRO RENT CORP COMMON STOCK USD 0 | 21,087 | $194K | 0.0% | $15.96 | — | COMMON STOCK | 285218103 |
| PEN | PENUMBRA INC COMMON STOCK USD 0.001 | 3,608 | $194K | 0.0% | $40.45 | +12.0% | COMMON STOCK | 70975L107 |
| ACIC | UNITED INSURANCE HOLDINGS CORP COMMON STOCK USD | 11,353 | $194K | 0.0% | $8.95 | +48.6% | COMMON STOCK | 910710102 |
| — | CONCERT PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 10,198 | $193K | 0.0% | $15.00 | — | COMMON STOCK | 206022105 |
| — | SERES THERAPEUTICS INC COMMON STOCK USD 0.001 | 5,496 | $193K | 0.0% | $33.15 | — | COMMON STOCK | 81750R102 |
| DXPE | DXP ENTERPRISES INC COMMON STOCK USD 0.01 | 8,412 | $192K | 0.0% | $69.40 | -57.5% | COMMON STOCK | 233377407 |
| — | TUESDAY MORNING CORP COMMON STOCK USD 0.01 | 29,583 | $192K | 0.0% | $14.13 | — | COMMON STOCK | 899035505 |
| ARDX | ARDELYX INC COMMON STOCK USD 0.000001 | 10,600 | $192K | 0.0% | $16.20 | +14.9% | COMMON STOCK | 039697107 |
| — | GLU MOBILE INC COMMON STOCK USD 0.0001 | 79,123 | $192K | 0.0% | $4.39 | — | COMMON STOCK | 379890106 |
| PFIS | PEOPLES FINANCIAL SERVICES CORP COMMON STOCK USD 2 | 5,055 | $192K | 0.0% | $32.89 | -16.7% | COMMON STOCK | 711040105 |
| — | COMMUNITYONE BANCORP COMMON STOCK USD 2.5 | 14,189 | $191K | 0.0% | $9.86 | — | COMMON STOCK | 20416Q108 |
| — | ZIX CORP COMMON STOCK USD 0.01 | 37,640 | $191K | 0.0% | $4.27 | — | COMMON STOCK | 98974P100 |
| PBYI | PUMA BIOTECHNOLOGY INC COMMON STOCK USD 0.0001 | 2,435 | $191K | 0.0% | $59.68 | +31.5% | COMMON STOCK | 74587V107 |
| PDFS | PDF SOLUTIONS INC COMMON STOCK USD 0.00015 | 17,599 | $191K | 0.0% | $17.87 | -39.3% | COMMON STOCK | 693282105 |
| MLAB | MESA LABORATORIES INC COMMON STOCK USD 0 | 1,906 | $190K | 0.0% | $50.48 | +102.8% | COMMON STOCK | 59064R109 |
| SENEA | SENECA FOODS CORP COMMON STOCK USD 0.25 | 6,566 | $190K | 0.0% | $32.95 | -14.5% | COMMON STOCK | 817070501 |
| — | ADAMAS PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 6,623 | $188K | 0.0% | $23.68 | — | COMMON STOCK | 00548A106 |
| — | KEMET CORP COMMON STOCK USD 0.01 | 79,463 | $188K | 0.0% | $2.64 | — | COMMON STOCK | 488360207 |
| — | TERRITORIAL BANCORP INC COMMON STOCK USD 0.01 | 6,777 | $188K | 0.0% | $22.72 | — | COMMON STOCK | 88145X108 |
| TITN | TITAN MACHINERY INC COMMON STOCK USD 0.00001 | 17,144 | $187K | 0.0% | $15.41 | -24.7% | COMMON STOCK | 88830R101 |
| DMRC | DIGIMARC CORP COMMON STOCK USD 0.001 | 5,082 | $186K | 0.0% | $22.90 | +40.0% | COMMON STOCK | 25381B101 |
| — | RTI SURGICAL INC COMMON STOCK USD 0.001 | 46,828 | $186K | 0.0% | $3.77 | — | COMMON STOCK | 74975N105 |
| — | AMERICAN NATIONAL BANKSHARES INC COMMON STOCK USD | 7,251 | $186K | 0.0% | $21.81 | — | COMMON STOCK | 027745108 |
| — | TRONOX LTD COMMON STOCK USD 0.01 | 47,450 | $186K | 0.0% | $26.23 | — | COMMON STOCK | Q9235V101 |
| — | DICERNA PHARMACEUTICALS INC COMMON STOCK USD | 15,620 | $185K | 0.0% | $18.91 | — | COMMON STOCK | 253031108 |
| — | PREFERRED APARTMENT COMMUNITIES INC REIT USD 0.01 | 14,148 | $185K | 0.0% | $10.08 | — | EQUITIES - REIT | 74039L103 |
| STAA | STAAR SURGICAL CO COMMON STOCK USD 0.01 | 25,918 | $185K | 0.0% | $8.59 | -5.7% | COMMON STOCK | 852312305 |
| — | REPUBLIC AIRWAYS HOLDINGS INC COMMON STOCK USD | 46,997 | $185K | 0.0% | $11.56 | — | COMMON STOCK | 760276105 |
| — | GUARANTY BANCORP COMMON STOCK USD 0.001 | 11,095 | $184K | 0.0% | $15.30 | — | COMMON STOCK | 40075T607 |
| CVLG | COVENANT TRANSPORTATION GROUP INC COMMON STOCK USD | 9,729 | $184K | 0.0% | $12.29 | -22.9% | COMMON STOCK | 22284P105 |
| — | IGNYTA INC COMMON STOCK USD | 13,750 | $184K | 0.0% | $12.34 | — | COMMON STOCK | 451731103 |
| — | COLFAX CORP COMMON STOCK USD 0.001 | 7,890 | $184K | 0.0% | $23.32 | — | COMMON STOCK | 194014106 |
| AAOI | APPLIED OPTOELECTRONICS INC COMMON STOCK USD 0.001 | 10,641 | $183K | 0.0% | $18.97 | -4.3% | COMMON STOCK | 03823U102 |
| — | CONSOLIDATED-TOMOKA LAND CO COMMON STOCK USD 1 | 3,467 | $183K | 0.0% | $38.81 | — | COMMON STOCK | 210226106 |
| QCRH | QCR HOLDINGS INC COMMON STOCK USD 1 | 7,529 | $183K | 0.0% | $19.19 | +15.1% | COMMON STOCK | 74727A104 |
| — | PLY GEM HOLDINGS INC COMMON STOCK USD 0.01 | 14,624 | $183K | 0.0% | $17.45 | — | COMMON STOCK | 72941W100 |
| — | PHI INC COMMON STOCK USD 0.1 | 11,025 | $181K | 0.0% | $34.39 | — | COMMON STOCK | 69336T205 |
| — | IDERA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 58,157 | $180K | 0.0% | $3.03 | — | COMMON STOCK | 45168K306 |
| — | BOINGO WIRELESS INC COMMON STOCK USD | 27,175 | $180K | 0.0% | $6.91 | — | COMMON STOCK | 09739C102 |
| — | FOX CHASE BANCORP INC COMMON STOCK USD 0.01 | 8,863 | $180K | 0.0% | $16.99 | — | COMMON STOCK | 35137T108 |
| FOXF | FOX FACTORY HOLDING CORP COMMON STOCK USD 0.001 | 10,832 | $179K | 0.0% | $17.40 | +1.8% | COMMON STOCK | 35138V102 |
| — | KMG CHEMICALS INC COMMON STOCK USD 0.01 | 7,794 | $179K | 0.0% | $20.49 | — | COMMON STOCK | 482564101 |
| — | BAZAARVOICE INC COMMON STOCK USD 0.0001 | 40,951 | $179K | 0.0% | $7.63 | — | COMMON STOCK | 073271108 |
| — | VERSARTIS INC COMMON STOCK USD 0.0001 | 14,469 | $179K | 0.0% | $20.08 | — | COMMON STOCK | 92529L102 |
| — | SURMODICS INC COMMON STOCK USD 0.05 | 8,796 | $178K | 0.0% | $22.97 | — | COMMON STOCK | 868873100 |
| — | SERVICESOURCE INTERNATIONAL INC COMMON STOCK USD | 38,593 | $178K | 0.0% | $9.15 | — | COMMON STOCK | 81763U100 |
| INTT | INTEST CORP COMMON STOCK USD 0.01 | 41,900 | $177K | 0.0% | $3.91 | 0.0% | COMMON STOCK | 461147100 |
| NHTC | NATURAL HEALTH TRENDS CORP COMMON STOCK USD 0.001 | 5,281 | $177K | 0.0% | $30.06 | +46.5% | COMMON STOCK | 63888P406 |
| — | OPOWER INC COMMON STOCK USD 0.000005 | 16,808 | $177K | 0.0% | $14.19 | — | COMMON STOCK | 68375Y109 |
| — | HABIT RESTAURANTS INC/THE COMMON STOCK USD 0.01 | 7,670 | $177K | 0.0% | $31.56 | — | COMMON STOCK | 40449J103 |
| — | SEQUENTIAL BRANDS GROUP INC COMMON STOCK USD 0.01 | 22,313 | $176K | 0.0% | $7.89 | — | COMMON STOCK | 81734P107 |
| — | ASCENT CAPITAL GROUP INC COMMON STOCK USD 0.01 | 10,446 | $175K | 0.0% | $64.16 | — | COMMON STOCK | 043632108 |
| SALTUSD | SCORPIO BULKERS INC COMMON STOCK USD 0.01 | 17,736 | $175K | 0.0% | $9.87 | — | COMMON STOCK | Y7546A122 |
| TRC | TEJON RANCH CO COMMON STOCK USD 0.5 | 9,031 | $173K | 0.0% | $27.51 | -23.8% | COMMON STOCK | 879080109 |
| CCNE | CNB FINANCIAL CORP/PA COMMON STOCK USD 0 | 9,610 | $173K | 0.0% | $11.40 | +19.5% | COMMON STOCK | 126128107 |
| TBBK | BANCORP INC/THE COMMON STOCK USD 1 | 27,196 | $173K | 0.0% | $13.78 | -47.2% | COMMON STOCK | 05969A105 |
| CECO | CECO ENVIRONMENTAL CORP COMMON STOCK USD 0.01 | 22,407 | $172K | 0.0% | $10.17 | -21.9% | COMMON STOCK | 125141101 |
| TBHC | KIRKLAND'S INC COMMON STOCK USD 0 | 11,862 | $172K | 0.0% | $16.77 | +13.2% | COMMON STOCK | 497498105 |
| FRPH | FRP HOLDINGS INC COMMON STOCK USD 0.1 | 5,029 | $171K | 0.0% | $15.80 | +0.4% | COMMON STOCK | 30292L107 |
| — | REALNETWORKS INC COMMON STOCK USD 0.001 | 40,133 | $171K | 0.0% | $7.38 | — | COMMON STOCK | 75605L708 |
| FNLC | FIRST BANCORP INC/ME COMMON STOCK USD 0.01 | 8,329 | $170K | 0.0% | $9.32 | +38.3% | COMMON STOCK | 31866P102 |
| — | POTBELLY CORP COMMON STOCK USD 0.01 | 14,506 | $170K | 0.0% | $18.57 | — | COMMON STOCK | 73754Y100 |
| CLNE | CLEAN ENERGY FUELS CORP COMMON STOCK USD 0.0001 | 46,885 | $169K | 0.0% | $12.79 | -62.5% | COMMON STOCK | 184499101 |
| — | MATTSON TECHNOLOGY INC COMMON STOCK USD 0.001 | 47,999 | $169K | 0.0% | $2.51 | — | COMMON STOCK | 577223100 |
| — | EROS INTERNATIONAL PLC COMMON STOCK USD 30 | 18,415 | $168K | 0.0% | $16.14 | — | COMMON STOCK | G3788M114 |
| WRLD | WORLD ACCEPTANCE CORP COMMON STOCK USD 0 | 4,494 | $167K | 0.0% | $87.38 | -57.6% | COMMON STOCK | 981419104 |
| — | ELIZABETH ARDEN INC COMMON STOCK USD 0.01 | 16,740 | $166K | 0.0% | $44.88 | — | COMMON STOCK | 28660G106 |
| AMH | AMERICAN HOMES 4 RENT REIT USD 0.01 | 9,896 | $165K | 0.0% | $16.83 | — | COMMON STOCK | 02665T306 |
| — | AEGERION PHARMACEUTICALS INC COMMON STOCK USD | 16,333 | $165K | 0.0% | $52.55 | — | COMMON STOCK | 00767E102 |
| FARM | FARMER BROTHERS CO COMMON STOCK USD 1 | 5,102 | $165K | 0.0% | $15.77 | +90.0% | COMMON STOCK | 307675108 |
| — | RIGNET INC COMMON STOCK USD 0.001 | 7,908 | $164K | 0.0% | $26.00 | — | COMMON STOCK | 766582100 |
| — | FOUNDATION MEDICINE INC COMMON STOCK USD 0.0001 | 7,767 | $164K | 0.0% | $24.11 | — | COMMON STOCK | 350465100 |
| NXRT | NEXPOINT RESIDENTIAL TRUST INC REIT USD 0.01 | 12,430 | $163K | 0.0% | $13.44 | — | EQUITIES - REIT | 65341D102 |
| — | CTI BIOPHARMA CORP COMMON STOCK USD 0 | 131,680 | $162K | 0.0% | $2.50 | — | COMMON STOCK | 12648L106 |
| — | LOXO ONCOLOGY INC COMMON STOCK USD 0.0001 | 5,644 | $161K | 0.0% | $13.44 | — | COMMON STOCK | 548862101 |
| — | BALDWIN & LYONS INC COMMON STOCK USD 0 | 6,712 | $161K | 0.0% | $25.91 | — | COMMON STOCK | 057755209 |
| — | SKULLCANDY INC COMMON STOCK USD 0.0001 | 34,050 | $161K | 0.0% | $6.77 | — | COMMON STOCK | 83083J104 |
| FLWS | 1-800-FLOWERS.COM INC COMMON STOCK USD 0.01 | 21,916 | $160K | 0.0% | $5.85 | +47.2% | COMMON STOCK | 68243Q106 |
| — | DURECT CORP COMMON STOCK USD 0.0001 | 72,210 | $160K | 0.0% | $2.40 | — | COMMON STOCK | 266605104 |
| SRNE | SORRENTO THERAPEUTICS INC COMMON STOCK USD 0.0001 | 18,347 | $160K | 0.0% | $12.85 | -34.4% | COMMON STOCK | 83587F202 |
| DCO | DUCOMMUN INC COMMON STOCK USD 0.01 | 9,846 | $160K | 0.0% | $26.70 | -31.4% | COMMON STOCK | 264147109 |
| CWST | CASELLA WASTE SYSTEMS INC COMMON STOCK USD 0.01 | 26,691 | $160K | 0.0% | $4.17 | +49.9% | COMMON STOCK | 147448104 |
| NKSH | NATIONAL BANKSHARES INC COMMON STOCK USD 1.25 | 4,494 | $160K | 0.0% | $20.03 | +12.1% | COMMON STOCK | 634865109 |
| — | BLUEPRINT MEDICINES CORP COMMON STOCK USD 0.001 | 6,060 | $160K | 0.0% | $26.57 | — | COMMON STOCK | 09627Y109 |
| — | CLIFFS NATURAL RESOURCES INC COMMON STOCK USD | 100,685 | $159K | 0.0% | $15.42 | — | COMMON STOCK | 18683K101 |
| DXLG | DESTINATION XL GROUP INC COMMON STOCK USD 0.01 | 28,776 | $159K | 0.0% | $5.28 | +2.7% | COMMON STOCK | 25065K104 |
| STRT | STRATTEC SECURITY CORP COMMON STOCK USD 0.01 | 2,801 | $158K | 0.0% | $74.26 | -23.0% | COMMON STOCK | 863111100 |
| — | EXAR CORP COMMON STOCK USD 0.0001 | 25,572 | $157K | 0.0% | $10.92 | — | COMMON STOCK | 300645108 |
| RES | RPC INC COMMON STOCK USD 0.1 | 13,047 | $156K | 0.0% | $13.83 | -24.9% | COMMON STOCK | 749660106 |
| PLNT | PLANET FITNESS INC COMMON STOCK USD 0.0001 | 9,906 | $155K | 0.0% | $16.59 | -3.6% | COMMON STOCK | 72703H101 |
| HLF | HERBALIFE LTD COMMON STOCK USD 0.002 | 2,883 | $155K | 0.0% | $22.96 | +21.0% | COMMON STOCK | G4412G101 |
| — | OXFORD IMMUNOTEC GLOBAL PLC COMMON STOCK USD | 13,511 | $155K | 0.0% | $16.75 | — | COMMON STOCK | G6855A103 |
| — | MODEL N INC COMMON STOCK USD 0.00015 | 13,907 | $155K | 0.0% | $14.93 | — | COMMON STOCK | 607525102 |
| — | BRIDGEPOINT EDUCATION INC COMMON STOCK USD 0.01 | 20,197 | $154K | 0.0% | $13.31 | — | COMMON STOCK | 10807M105 |
| — | VITAL THERAPIES INC COMMON STOCK USD 0.0001 | 13,347 | $154K | 0.0% | $21.77 | — | COMMON STOCK | 92847R104 |
| — | TELENAV INC COMMON STOCK USD 0.001 | 26,985 | $154K | 0.0% | $5.79 | — | COMMON STOCK | 879455103 |
| BELFB | BEL FUSE INC COMMON STOCK USD 0.1 | 8,863 | $153K | 0.0% | $20.60 | -18.4% | COMMON STOCK | 077347300 |
| MOFG | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD | 5,025 | $153K | 0.0% | $25.53 | +20.6% | COMMON STOCK | 598511103 |
| — | GALENA BIOPHARMA INC COMMON STOCK USD 0.0001 | 104,175 | $153K | 0.0% | $2.43 | — | COMMON STOCK | 363256108 |
| — | HARTE-HANKS INC COMMON STOCK USD 1 | 47,351 | $153K | 0.0% | $8.46 | — | COMMON STOCK | 416196103 |
| — | AVID TECHNOLOGY INC COMMON STOCK USD 0.01 | 20,791 | $152K | 0.0% | $14.21 | — | COMMON STOCK | 05367P100 |
| — | APPLIED GENETIC TECHNOLOGIES CORP/DE COMMON STOCK | 7,463 | $152K | 0.0% | $20.59 | — | COMMON STOCK | 03820J100 |
| — | CALAMOS ASSET MANAGEMENT INC COMMON STOCK USD 0.01 | 15,728 | $152K | 0.0% | $10.40 | — | COMMON STOCK | 12811R104 |
| — | ADURO BIOTECH INC COMMON STOCK USD 0.0001 | 5,415 | $152K | 0.0% | $30.29 | — | COMMON STOCK | 00739L101 |
| — | UNITED ONLINE INC COMMON STOCK USD 0.0001 | 12,858 | $152K | 0.0% | $15.06 | — | COMMON STOCK | 911268209 |
| — | PENNS WOODS BANCORP INC COMMON STOCK USD 8.33 | 3,568 | $151K | 0.0% | $43.95 | — | COMMON STOCK | 708430103 |
| — | EASTERLY GOVERNMENT PROPERTIES INC REIT USD 0.01 | 8,765 | $151K | 0.0% | $16.06 | — | EQUITIES - REIT | 27616P103 |
| — | CHEMOCENTRYX INC COMMON STOCK USD 0.001 | 18,691 | $151K | 0.0% | $9.75 | — | COMMON STOCK | 16383L106 |
| — | TRIBUNE PUBLISHING CO COMMON STOCK USD 0.01 | 16,358 | $151K | 0.0% | $13.90 | — | COMMON STOCK | 896082104 |
| GRBK | GREEN BRICK PARTNERS INC COMMON STOCK USD 0.01 | 20,927 | $151K | 0.0% | $9.53 | -6.7% | COMMON STOCK | 392709101 |
| DGICA | DONEGAL GROUP INC COMMON STOCK USD 0.01 | 10,742 | $151K | 0.0% | $8.88 | +2.8% | COMMON STOCK | 257701201 |
| — | CRH PLC ADR USD | 5,211 | $150K | 0.0% | $27.94 | — | ADR | 12626K203 |
| LMAT | LEMAITRE VASCULAR INC COMMON STOCK USD 0.01 | 8,713 | $150K | 0.0% | $8.66 | +51.5% | COMMON STOCK | 525558201 |
| — | SPARTON CORP COMMON STOCK USD 1.25 | 7,480 | $150K | 0.0% | $21.63 | — | COMMON STOCK | 847235108 |
| — | OVASCIENCE INC COMMON STOCK USD | 15,222 | $149K | 0.0% | $15.64 | — | COMMON STOCK | 69014Q101 |
| IBKR | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD | 3,410 | $149K | 0.0% | $3.45 | +181.5% | COMMON STOCK | 45841N107 |
| — | PEREGRINE PHARMACEUTICALS INC COMMON STOCK USD | 127,269 | $149K | 0.0% | $1.41 | — | COMMON STOCK | 713661304 |
| — | REIS INC COMMON STOCK USD 0.01 | 6,261 | $149K | 0.0% | $17.67 | — | COMMON STOCK | 75936P105 |
| IRT | INDEPENDENCE REALTY TRUST INC REIT USD 0.01 | 19,766 | $148K | 0.0% | $7.43 | — | EQUITIES - REIT | 45378A106 |
| CRMT | AMERICA'S CAR-MART INC/TX COMMON STOCK USD 0.01 | 5,554 | $148K | 0.0% | $45.26 | -29.9% | COMMON STOCK | 03062T105 |
| — | PARATEK PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 7,802 | $148K | 0.0% | $25.98 | — | COMMON STOCK | 699374302 |
| SPWH | SPORTSMAN'S WAREHOUSE HOLDINGS INC COMMON STOCK | 11,502 | $148K | 0.0% | $9.35 | +24.3% | COMMON STOCK | 84920Y106 |
| — | HESKA CORP COMMON STOCK USD 0.001 | 3,833 | $148K | 0.0% | $30.26 | — | COMMON STOCK | 42805E306 |
| — | SANCHEZ ENERGY CORP COMMON STOCK USD 0.01 | 34,069 | $147K | 0.0% | $29.39 | — | COMMON STOCK | 79970Y105 |
| SHAK | SHAKE SHACK INC COMMON STOCK USD 0.01 | 3,710 | $147K | 0.0% | $57.89 | -24.2% | COMMON STOCK | 819047101 |
| OSBC | OLD SECOND BANCORP INC COMMON STOCK USD 1 | 18,744 | $147K | 0.0% | $5.62 | +17.2% | COMMON STOCK | 680277100 |
| — | SPARTAN MOTORS INC COMMON STOCK USD 0.01 | 47,020 | $146K | 0.0% | $4.07 | — | COMMON STOCK | 846819100 |
| — | ORGANOVO HOLDINGS INC COMMON STOCK USD 0.0001 | 58,260 | $145K | 0.0% | $7.27 | — | COMMON STOCK | 68620A104 |
| — | TERRAFORM GLOBAL INC COMMON STOCK USD 0.01 | 25,918 | $145K | 0.0% | $5.98 | — | COMMON STOCK | 88104M101 |
| ULH | UNIVERSAL TRUCKLOAD SERVICES INC COMMON STOCK USD | 10,303 | $145K | 0.0% | $24.28 | -36.8% | COMMON STOCK | 91388P105 |
| — | GASTAR EXPLORATION INC COMMON STOCK USD 0.001 | 110,564 | $145K | 0.0% | $4.13 | — | COMMON STOCK | 36729W202 |
| — | HOVNANIAN ENTERPRISES INC COMMON STOCK USD 0.01 | 80,037 | $145K | 0.0% | $5.51 | — | COMMON STOCK | 442487203 |
| UMH | UMH PROPERTIES INC REIT USD 0.1 | 14,267 | $144K | 0.0% | $10.18 | — | EQUITIES - REIT | 903002103 |
| — | STEIN MART INC COMMON STOCK USD 0.01 | 21,420 | $144K | 0.0% | $13.72 | — | COMMON STOCK | 858375108 |
| — | CAI INTERNATIONAL INC COMMON STOCK USD 0.0001 | 14,304 | $144K | 0.0% | $23.51 | — | COMMON STOCK | 12477X106 |
| ACTG | ACACIA RESEARCH CORP COMMON STOCK USD 0.001 | 33,525 | $144K | 0.0% | $14.97 | -56.1% | COMMON STOCK | 003881307 |
| BHB | BAR HARBOR BANKSHARES COMMON STOCK USD 2 | 4,195 | $144K | 0.0% | $15.58 | +1.0% | COMMON STOCK | 066849100 |
| CCBG | CAPITAL CITY BANK GROUP INC COMMON STOCK USD 0.01 | 9,337 | $143K | 0.0% | $9.48 | +33.8% | COMMON STOCK | 139674105 |
| DJCO | DAILY JOURNAL CORP COMMON STOCK USD 0.01 | 706 | $143K | 0.0% | $122.02 | +66.4% | COMMON STOCK | 233912104 |
| ATLO | AMES NATIONAL CORP COMMON STOCK USD 2 | 5,891 | $143K | 0.0% | $14.04 | +15.4% | COMMON STOCK | 031001100 |
| KODK | EASTMAN KODAK CO COMMON STOCK USD 0.01 | 11,353 | $142K | 0.0% | $28.63 | -51.8% | COMMON STOCK | 277461406 |
| — | ALLIANCE FIBER OPTIC PRODUCTS INC COMMON STOCK USD | 9,356 | $142K | 0.0% | $13.10 | — | COMMON STOCK | 018680306 |
| — | NEW RELIC INC COMMON STOCK USD 0.001 | 3,889 | $142K | 0.0% | $35.04 | — | COMMON STOCK | 64829B100 |
| — | CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON | 52,941 | $142K | 0.0% | $4.01 | — | COMMON STOCK | G20045202 |
| RDI | READING INTERNATIONAL INC COMMON STOCK USD 0.01 | 10,797 | $142K | 0.0% | $6.02 | +142.2% | COMMON STOCK | 755408101 |
| — | BASIC ENERGY SERVICES INC COMMON STOCK USD 0.01 | 52,471 | $141K | 0.0% | $12.46 | — | COMMON STOCK | 06985P100 |
| TWI | TITAN INTERNATIONAL INC COMMON STOCK USD 0 | 35,832 | $141K | 0.0% | $19.95 | -73.0% | COMMON STOCK | 88830M102 |
| — | HORIZON GLOBAL CORP COMMON STOCK USD 0.01 | 13,519 | $140K | 0.0% | $8.80 | — | COMMON STOCK | 44052W104 |
| — | QAD INC COMMON STOCK USD | 6,773 | $139K | 0.0% | $15.96 | — | COMMON STOCK | 74727D306 |
| RDNT | RADNET INC COMMON STOCK USD 0.0001 | 22,315 | $138K | 0.0% | $5.75 | +7.7% | COMMON STOCK | 750491102 |
| — | BIOTIME INC COMMON STOCK USD 0 | 33,706 | $138K | 0.0% | $3.71 | — | COMMON STOCK | 09066L105 |
| AD | UNITED STATES CELLULAR CORP COMMON STOCK USD 1 | 3,375 | $138K | 0.0% | $20.76 | +11.4% | COMMON STOCK | 911684108 |
| — | AVALANCHE BIOTECHNOLOGIES INC COMMON STOCK USD | 14,350 | $137K | 0.0% | $40.23 | — | COMMON STOCK | 05337G107 |
| — | AIMMUNE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 7,434 | $137K | 0.0% | $20.94 | — | COMMON STOCK | 00900T107 |
| — | ATLAS FINANCIAL HOLDINGS INC COMMON STOCK USD 0 | 6,901 | $137K | 0.0% | $15.17 | — | COMMON STOCK | G06207115 |
| — | CELLULAR BIOMEDICINE GROUP INC COMMON STOCK USD | 6,351 | $136K | 0.0% | $37.47 | — | COMMON STOCK | 15117P102 |
| — | BRIGHTCOVE INC COMMON STOCK USD 0.001 | 21,963 | $136K | 0.0% | $9.97 | — | COMMON STOCK | 10921T101 |
| — | BIOSPECIFICS TECHNOLOGIES CORP COMMON STOCK USD | 3,175 | $136K | 0.0% | $30.84 | — | COMMON STOCK | 090931106 |
| — | DSP GROUP INC COMMON STOCK USD 0.001 | 14,369 | $136K | 0.0% | $8.60 | — | COMMON STOCK | 23332B106 |
| — | ONCOTHYREON INC COMMON STOCK USD 0 | 61,013 | $135K | 0.0% | $3.02 | — | COMMON STOCK | 682324108 |
| — | USA TRUCK INC COMMON STOCK USD 0.01 | 7,720 | $135K | 0.0% | $17.07 | — | COMMON STOCK | 902925106 |
| — | KEY ENERGY SERVICES INC COMMON STOCK USD 0.1 | 277,980 | $134K | 0.0% | $3.09 | — | COMMON STOCK | 492914106 |
| WINA | WINMARK CORP COMMON STOCK USD 0 | 1,439 | $134K | 0.0% | $62.45 | +55.0% | COMMON STOCK | 974250102 |
| — | TUBEMOGUL INC COMMON STOCK USD 0.001 | 9,817 | $134K | 0.0% | $13.30 | — | COMMON STOCK | 898570106 |
| — | TANDEM DIABETES CARE INC COMMON STOCK USD | 11,329 | $134K | 0.0% | $19.18 | — | COMMON STOCK | 875372104 |
| — | BABCOCK & WILCOX ENTERPRISES INC COMMON STOCK USD | 6,395 | $133K | 0.0% | $16.80 | — | COMMON STOCK | 05614L100 |
| — | FARMERS CAPITAL BANK CORP COMMON STOCK USD 0.125 | 4,884 | $132K | 0.0% | $28.44 | — | COMMON STOCK | 309562106 |
| — | SILICON GRAPHICS INTERNATIONAL CORP COMMON STOCK | 22,420 | $132K | 0.0% | $13.29 | — | COMMON STOCK | 82706L108 |
| OPY | OPPENHEIMER HOLDINGS INC COMMON STOCK USD 0.001 | 7,582 | $132K | 0.0% | $19.62 | -8.9% | COMMON STOCK | 683797104 |
| GAMI | GAMCO INVESTORS INC COMMON STOCK USD 0.001 | 4,223 | $131K | 0.0% | $21.51 | +12.4% | COMMON STOCK | 361438104 |
| RUN | SUNRUN INC COMMON STOCK USD 0.0001 | 11,136 | $131K | 0.0% | $9.73 | -6.4% | COMMON STOCK | 86771W105 |
| — | CROWN MEDIA HOLDINGS INC COMMON STOCK USD 0.01 | 23,283 | $131K | 0.0% | $2.60 | — | COMMON STOCK | 228411104 |
| — | NAVIDEA BIOPHARMACEUTICALS INC COMMON STOCK USD | 97,558 | $130K | 0.0% | $2.41 | — | COMMON STOCK | 63937X103 |
| — | KEYW HOLDING CORP/THE COMMON STOCK USD | 21,584 | $130K | 0.0% | $13.26 | — | COMMON STOCK | 493723100 |
| — | AV HOMES INC COMMON STOCK USD 1 | 10,158 | $130K | 0.0% | $17.26 | — | COMMON STOCK | 00234P102 |
| — | PFENEX INC COMMON STOCK USD 0.001 | 10,509 | $130K | 0.0% | $19.41 | — | COMMON STOCK | 717071104 |
| WEYS | WEYCO GROUP INC COMMON STOCK USD 1 | 4,834 | $129K | 0.0% | $28.57 | -3.4% | COMMON STOCK | 962149100 |
| ACGP | ASSOCIATED CAPITAL GROUP INC COMMON STOCK USD | 4,223 | $129K | 0.0% | $27.05 | 0.0% | COMMON STOCK | 045528106 |
| — | SOLAZYME INC COMMON STOCK USD 0.001 | 51,880 | $129K | 0.0% | $11.60 | — | COMMON STOCK | 83415T101 |
| — | VIVINT SOLAR INC COMMON STOCK USD 0.01 | 13,417 | $128K | 0.0% | $9.23 | — | COMMON STOCK | 92854Q106 |
| — | SUN BANCORP INC/NJ COMMON STOCK USD 5 | 6,215 | $128K | 0.0% | $18.27 | — | COMMON STOCK | 86663B201 |
| — | EXCO RESOURCES INC COMMON STOCK USD 0.001 | 103,610 | $128K | 0.0% | $6.54 | — | COMMON STOCK | 269279402 |
| — | OSIRIS THERAPEUTICS INC COMMON STOCK USD 0.001 | 12,331 | $128K | 0.0% | $10.99 | — | COMMON STOCK | 68827R108 |
| — | SEQUENOM INC COMMON STOCK USD 0.001 | 77,916 | $128K | 0.0% | $4.05 | — | COMMON STOCK | 817337405 |
| GHM | GRAHAM CORP COMMON STOCK USD 0.1 | 7,586 | $128K | 0.0% | $21.17 | -27.9% | COMMON STOCK | 384556106 |
| ULBI | ULTRALIFE CORP COMMON STOCK USD 0.1 | 19,774 | $128K | 0.0% | $6.14 | +7.5% | COMMON STOCK | 903899102 |
| — | REAL INDUSTRY INC COMMON STOCK | 15,789 | $127K | 0.0% | $11.34 | — | COMMON STOCK | 75601W104 |
| ALCO | ALICO INC COMMON STOCK USD 1 | 3,280 | $127K | 0.0% | $32.35 | +9.1% | COMMON STOCK | 016230104 |
| — | SEADRILL LTD COMMON STOCK NOK 2 | 37,423 | $127K | 0.0% | $10.57 | — | COMMON STOCK | G7945E105 |
| — | NANOSTRING TECHNOLOGIES INC COMMON STOCK USD | 8,534 | $126K | 0.0% | $13.70 | — | COMMON STOCK | 63009R109 |
| — | ENTERPRISE BANCORP INC/MA COMMON STOCK USD 0.01 | 5,456 | $125K | 0.0% | $18.62 | — | COMMON STOCK | 293668109 |
| — | A H BELO CORP COMMON STOCK USD 0.01 | 24,763 | $124K | 0.0% | $6.46 | — | COMMON STOCK | 001282102 |
| ADUS | ADDUS HOMECARE CORP COMMON STOCK USD 0.001 | 5,322 | $124K | 0.0% | $22.44 | +12.2% | COMMON STOCK | 006739106 |
| — | JIVE SOFTWARE INC COMMON STOCK USD | 30,157 | $123K | 0.0% | $7.40 | — | COMMON STOCK | 47760A108 |
| — | FOGO DE CHAO INC COMMON STOCK USD | 8,116 | $123K | 0.0% | $20.58 | — | COMMON STOCK | 344177100 |
| — | JAMBA INC COMMON STOCK USD 0.001 | 9,082 | $123K | 0.0% | $14.79 | — | COMMON STOCK | 47023A309 |
| — | HERITAGE OAKS BANCORP COMMON STOCK USD 0 | 15,374 | $123K | 0.0% | $6.32 | — | COMMON STOCK | 42724R107 |
| — | INVIVO THERAPEUTICS HOLDINGS CORP COMMON STOCK USD | 17,107 | $123K | 0.0% | $16.13 | — | COMMON STOCK | 46186M209 |
| BRX | BRIXMOR PROPERTY GROUP INC REIT USD 0.01 | 4,720 | $122K | 0.0% | $22.59 | — | EQUITIES - REIT | 11120U105 |
| — | CENTURY BANCORP INC/MA COMMON STOCK USD 1 | 2,808 | $122K | 0.0% | $34.08 | — | COMMON STOCK | 156432106 |
| — | NATIONAL INTERSTATE CORP COMMON STOCK USD 0.01 | 4,548 | $121K | 0.0% | $28.74 | — | COMMON STOCK | 63654U100 |
| — | ANTARES PHARMA INC COMMON STOCK USD 0.01 | 100,182 | $121K | 0.0% | $2.57 | — | COMMON STOCK | 036642106 |
| DSGR | LAWSON PRODUCTS INC/DE COMMON STOCK USD 1 | 5,149 | $120K | 0.0% | $10.06 | +30.5% | COMMON STOCK | 520776105 |
| — | ANTHERA PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 25,816 | $120K | 0.0% | $8.33 | — | COMMON STOCK | 03674U201 |
| — | MERCHANTS BANCSHARES INC/VT COMMON STOCK USD 0.01 | 3,802 | $120K | 0.0% | $29.11 | — | COMMON STOCK | 588448100 |
| — | BSB BANCORP INC/MA COMMON STOCK USD 0.01 | 5,116 | $120K | 0.0% | $22.19 | — | COMMON STOCK | 05573H108 |
| — | CARBONITE INC COMMON STOCK USD 0.01 | 12,093 | $119K | 0.0% | $12.81 | — | COMMON STOCK | 141337105 |
| — | BLACK BOX CORP COMMON STOCK USD 0.001 | 12,440 | $119K | 0.0% | $23.41 | — | COMMON STOCK | 091826107 |
| CPRX | CATALYST PHARMACEUTICALS INC COMMON STOCK USD | 48,423 | $119K | 0.0% | $3.99 | -28.1% | COMMON STOCK | 14888U101 |
| — | TECHTARGET INC COMMON STOCK USD 0.001 | 14,796 | $119K | 0.0% | $6.26 | — | COMMON STOCK | 87874R100 |
| — | MARLIN BUSINESS SERVICES CORP COMMON STOCK USD | 7,318 | $118K | 0.0% | $22.82 | — | COMMON STOCK | 571157106 |
| LMNR | LIMONEIRA CO COMMON STOCK USD 0.01 | 7,892 | $118K | 0.0% | $16.72 | -18.2% | COMMON STOCK | 532746104 |
| — | FOAMIX PHARMACEUTICALS LTD COMMON STOCK USD | 14,509 | $118K | 0.0% | $10.27 | — | COMMON STOCK | M46135105 |
| — | CUTERA INC COMMON STOCK USD 0.001 | 9,263 | $118K | 0.0% | $12.75 | — | COMMON STOCK | 232109108 |
| — | MONEYGRAM INTERNATIONAL INC COMMON STOCK USD 0.01 | 18,750 | $118K | 0.0% | $20.43 | — | COMMON STOCK | 60935Y208 |
| UHAL | AMERCO COMMON STOCK USD 0.25 | 300 | $117K | 0.0% | $26.42 | +53.0% | COMMON STOCK | 023586100 |
| KOPN | KOPIN CORP COMMON STOCK USD 0.01 | 42,834 | $117K | 0.0% | $3.46 | -15.3% | COMMON STOCK | 500600101 |
| COLL | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD | 4,269 | $117K | 0.0% | $17.29 | +21.8% | COMMON STOCK | 19459J104 |
| BOX | BOX INC COMMON STOCK USD 0.0001 | 8,415 | $117K | 0.0% | $18.06 | -27.4% | COMMON STOCK | 10316T104 |
| — | SEASPINE HOLDINGS CORP COMMON STOCK USD 0.01 | 6,781 | $116K | 0.0% | $16.22 | — | COMMON STOCK | 81255T108 |
| EHTH | EHEALTH INC COMMON STOCK USD 0.001 | 11,608 | $116K | 0.0% | $34.56 | -65.5% | COMMON STOCK | 28238P109 |
| AMRC | AMERESCO INC COMMON STOCK USD 0.0001 | 18,605 | $116K | 0.0% | $8.23 | -21.6% | COMMON STOCK | 02361E108 |
| — | NOVATEL WIRELESS INC COMMON STOCK USD 0.001 | 68,009 | $114K | 0.0% | $2.33 | — | COMMON STOCK | 66987M604 |
| RM | REGIONAL MANAGEMENT CORP COMMON STOCK USD 0.1 | 7,345 | $114K | 0.0% | $24.44 | -46.8% | COMMON STOCK | 75902K106 |
| — | OREXIGEN THERAPEUTICS INC COMMON STOCK USD 0.001 | 66,553 | $114K | 0.0% | $5.86 | — | COMMON STOCK | 686164104 |
| TIPT | TIPTREE FINANCIAL INC COMMON STOCK USD 0.001 | 18,341 | $113K | 0.0% | $7.41 | -9.3% | COMMON STOCK | 88822Q103 |
| FRPT | FRESHPET INC COMMON STOCK USD 0.001 | 13,306 | $113K | 0.0% | $20.17 | -56.9% | COMMON STOCK | 358039105 |
| — | HILL INTERNATIONAL INC COMMON STOCK USD 0.0001 | 29,068 | $113K | 0.0% | $5.15 | — | COMMON STOCK | 431466101 |
| — | PIONEER ENERGY SERVICES CORP COMMON STOCK USD 0.1 | 51,948 | $113K | 0.0% | $9.16 | — | COMMON STOCK | 723664108 |
| USLM | UNITED STATES LIME & MINERALS INC COMMON STOCK USD | 2,047 | $113K | 0.0% | $11.35 | -9.9% | COMMON STOCK | 911922102 |
| ENVA | ENOVA INTERNATIONAL INC COMMON STOCK USD 0.00001 | 16,978 | $112K | 0.0% | $22.72 | -59.2% | COMMON STOCK | 29357K103 |
| — | HORTONWORKS INC COMMON STOCK USD 0.0001 | 5,059 | $111K | 0.0% | $24.67 | — | COMMON STOCK | 440894103 |
| — | CYTRX CORP COMMON STOCK USD 0.001 | 41,517 | $110K | 0.0% | $3.89 | — | COMMON STOCK | 232828509 |
| LOCO | EL POLLO LOCO HOLDINGS INC COMMON STOCK USD 0.01 | 8,699 | $110K | 0.0% | $29.60 | -59.9% | COMMON STOCK | 268603107 |
| NVCR | NOVOCURE LTD COMMON STOCK USD 0 | 4,910 | $110K | 0.0% | $23.86 | 0.0% | COMMON STOCK | G6674U108 |
| — | SENOMYX INC COMMON STOCK USD 0.001 | 29,119 | $110K | 0.0% | $8.66 | — | COMMON STOCK | 81724Q107 |
| VRNS | VARONIS SYSTEMS INC COMMON STOCK USD 0.001 | 5,775 | $109K | 0.0% | $9.47 | -41.0% | COMMON STOCK | 922280102 |
| — | CONTANGO OIL & GAS CO COMMON STOCK USD 0.04 | 17,081 | $109K | 0.0% | $36.83 | — | COMMON STOCK | 21075N204 |
| — | PEABODY ENERGY CORP COMMON STOCK USD 0.01 | 14,031 | $108K | 0.0% | $7.70 | — | COMMON STOCK | 704549203 |
| — | CONFORMIS INC COMMON STOCK USD 0.00001 | 6,233 | $108K | 0.0% | $17.64 | — | COMMON STOCK | 20717E101 |
| ESCA | ESCALADE INC COMMON STOCK USD 0 | 8,161 | $108K | 0.0% | $9.89 | -5.4% | COMMON STOCK | 296056104 |
| — | EPIRUS BIOPHARMACEUTICALS INC | 35,000 | $108K | 0.0% | $5.33 | — | COMMON STOCK | 29428P107 |
| ETSY | ETSY INC COMMON STOCK USD 0.001 | 12,931 | $107K | 0.0% | $19.22 | -47.2% | COMMON STOCK | 29786A106 |
| HIFS | HINGHAM INSTITUTION FOR SAVINGS COMMON STOCK USD 1 | 893 | $107K | 0.0% | $93.48 | +20.8% | COMMON STOCK | 433323102 |
| — | INTREPID POTASH INC COMMON STOCK USD 0.001 | 36,415 | $107K | 0.0% | $18.48 | — | COMMON STOCK | 46121Y102 |
| MCHX | MARCHEX INC COMMON STOCK USD 0.01 | 27,511 | $107K | 0.0% | $6.26 | -33.6% | COMMON STOCK | 56624R108 |
| — | CIVEO CORP COMMON STOCK USD 0.01 | 75,331 | $107K | 0.0% | $1.48 | — | COMMON STOCK | 17878Y108 |
| — | TROVAGENE INC COMMON STOCK USD 0.001 | 19,577 | $106K | 0.0% | $9.26 | — | COMMON STOCK | 897238309 |
| — | AMPLIFY SNACK BRANDS INC COMMON STOCK USD 0.0001 | 9,216 | $106K | 0.0% | $11.27 | — | COMMON STOCK | 03211L102 |
| SGC | SUPERIOR UNIFORM GROUP INC COMMON STOCK USD 0 | 6,258 | $106K | 0.0% | $17.17 | +2.3% | COMMON STOCK | 868358102 |
| NRC | NATIONAL RESEARCH CORP COMMON STOCK USD 0.001 | 6,610 | $106K | 0.0% | $15.94 | -4.7% | COMMON STOCK | 637372202 |
| HBIO | HARVARD BIOSCIENCE INC COMMON STOCK USD 0.01 | 30,183 | $105K | 0.0% | $5.06 | -32.5% | COMMON STOCK | 416906105 |
| GKOS | GLAUKOS CORP COMMON STOCK USD 0.001 | 4,250 | $105K | 0.0% | $25.45 | -9.8% | COMMON STOCK | 377322102 |
| — | CPI CARD GROUP INC COMMON STOCK USD 0.001 | 9,814 | $105K | 0.0% | $10.70 | — | COMMON STOCK | 12634H101 |
| — | ACCESS NATIONAL CORP COMMON STOCK USD 0.835 | 5,153 | $105K | 0.0% | $20.10 | — | COMMON STOCK | 004337101 |
| — | SUNEDISON SEMICONDUCTOR LTD COMMON STOCK USD | 13,400 | $105K | 0.0% | $19.20 | — | COMMON STOCK | Y8213L102 |
| LXU | LSB INDUSTRIES INC COMMON STOCK USD 0.1 | 14,394 | $104K | 0.0% | $25.19 | -67.2% | COMMON STOCK | 502160104 |
| — | CLOUD PEAK ENERGY INC COMMON STOCK USD 0.01 | 49,884 | $104K | 0.0% | $16.41 | — | COMMON STOCK | 18911Q102 |
| — | JAKKS PACIFIC INC COMMON STOCK USD 0.001 | 13,107 | $104K | 0.0% | $11.25 | — | COMMON STOCK | 47012E106 |
| — | STRAIGHT PATH COMMUNICATIONS INC COMMON STOCK USD | 6,061 | $104K | 0.0% | $32.83 | — | COMMON STOCK | 862578101 |
| — | CORENERGY INFRASTRUCTURE TRUST INC REIT USD 0.001 | 7,024 | $104K | 0.0% | $14.81 | — | EQUITIES - REIT | 21870U502 |
| ZEUS | OLYMPIC STEEL INC COMMON STOCK USD 0 | 8,949 | $104K | 0.0% | $23.51 | -54.4% | COMMON STOCK | 68162K106 |
| TDOC | TELADOC INC COMMON STOCK USD 0.001 | 5,723 | $103K | 0.0% | $27.00 | -31.6% | COMMON STOCK | 87918A105 |
| OLLI | OLLIE'S BARGAIN OUTLET HOLDINGS INC COMMON STOCK | 6,033 | $103K | 0.0% | $18.53 | -10.2% | COMMON STOCK | 681116109 |
| — | GULFMARK OFFSHORE INC COMMON STOCK USD 0.01 | 21,872 | $102K | 0.0% | $45.30 | — | COMMON STOCK | 402629208 |
| LQDT | LIQUIDITY SERVICES INC COMMON STOCK USD 0.001 | 15,627 | $102K | 0.0% | $32.88 | -77.1% | COMMON STOCK | 53635B107 |
| — | ENDOCYTE INC COMMON STOCK USD | 25,428 | $102K | 0.0% | $10.21 | — | COMMON STOCK | 29269A102 |
| — | NII HOLDINGS INC COMMON STOCK | 20,137 | $102K | 0.0% | $6.51 | — | COMMON STOCK | 62913F508 |
| KVHI | KVH INDUSTRIES INC COMMON STOCK USD 0.01 | 10,836 | $102K | 0.0% | $13.19 | -26.6% | COMMON STOCK | 482738101 |
| VICR | VICOR CORP COMMON STOCK USD 0.01 | 11,198 | $102K | 0.0% | $5.37 | +79.6% | COMMON STOCK | 925815102 |
| ACNT | SYNALLOY CORP COMMON STOCK USD 1 | 14,770 | $102K | 0.0% | $8.12 | -2.5% | COMMON STOCK | 871565107 |
| CRD/B | CRAWFORD & CO COMMON STOCK USD 1 | 19,091 | $101K | 0.0% | $5.21 | -14.9% | COMMON STOCK | 224633107 |
| — | NTELOS HOLDINGS CORP COMMON STOCK USD 0.01 | 11,040 | $101K | 0.0% | $16.18 | — | COMMON STOCK | 67020Q305 |
| — | BARRACUDA NETWORKS INC COMMON STOCK USD 0.001 | 5,405 | $101K | 0.0% | $31.03 | — | COMMON STOCK | 068323104 |
| — | DERMA SCIENCES INC COMMON STOCK USD 0.01 | 22,139 | $101K | 0.0% | $4.56 | — | COMMON STOCK | 249827502 |
| IMPM | IMPAC MORTGAGE HOLDINGS INC COMMON STOCK USD 0.01 | 5,601 | $101K | 0.0% | $18.63 | +0.8% | COMMON STOCK | 45254P508 |
| — | HEMISPHERE MEDIA GROUP INC COMMON STOCK USD 0.0001 | 6,805 | $100K | 0.0% | $12.42 | — | COMMON STOCK | 42365Q103 |
| AGYS | AGILYSYS INC COMMON STOCK USD 0.3 | 10,009 | $100K | 0.0% | $11.68 | -5.5% | COMMON STOCK | 00847J105 |
| — | INDEPENDENCE HOLDING CO COMMON STOCK USD 1 | 7,216 | $100K | 0.0% | $11.81 | — | COMMON STOCK | 453440307 |
| TRUP | TRUPANION INC COMMON STOCK USD 0.00001 | 10,107 | $99,000 | 0.0% | $8.80 | -10.3% | COMMON STOCK | 898202106 |
| — | CRAFT BREW ALLIANCE INC COMMON STOCK USD 0.005 | 11,821 | $99,000 | 0.0% | $8.88 | — | COMMON STOCK | 224122101 |
| — | COMPUTER TASK GROUP INC COMMON STOCK USD 0.01 | 14,930 | $99,000 | 0.0% | $6.63 | — | COMMON STOCK | 205477102 |
| — | NATIONAL COMMERCE CORP COMMON STOCK USD | 3,966 | $99,000 | 0.0% | $25.64 | — | COMMON STOCK | 63546L102 |
| — | PENDRELL CORP COMMON STOCK USD 0.01 | 197,173 | $99,000 | 0.0% | $2.22 | — | COMMON STOCK | 70686R104 |
| — | ION GEOPHYSICAL CORP COMMON STOCK USD 0.01 | 194,245 | $98,000 | 0.0% | $2.31 | — | COMMON STOCK | 462044108 |
| EVH | EVOLENT HEALTH INC COMMON STOCK USD 0.01 | 8,128 | $98,000 | 0.0% | $16.44 | -10.4% | COMMON STOCK | 30050B101 |
| NWBO | NORTHWEST BIOTHERAPEUTICS INC COMMON STOCK USD | 30,774 | $98,000 | 0.0% | $6.38 | -24.7% | COMMON STOCK | 66737P600 |
| — | AAC HOLDINGS INC COMMON STOCK USD 0.001 | 5,151 | $98,000 | 0.0% | $33.41 | — | COMMON STOCK | 000307108 |
| — | PFSWEB INC COMMON STOCK USD 0.001 | 7,651 | $98,000 | 0.0% | $13.85 | — | COMMON STOCK | 717098206 |
| BBBY | OVERSTOCK.COM INC COMMON STOCK USD 0.0001 | 7,925 | $97,000 | 0.0% | $22.14 | -34.3% | COMMON STOCK | 690370101 |
| RDY | DR REDDY'S LABORATORIES LTD ADR USD | 2,100 | $97,000 | 0.0% | $59.92 | — | ADR | 256135203 |
| — | CONTROL4 CORP COMMON STOCK USD 0.0001 | 13,295 | $97,000 | 0.0% | $18.57 | — | COMMON STOCK | 21240D107 |
| — | FAIRMOUNT SANTROL HOLDINGS INC COMMON STOCK USD | 41,300 | $97,000 | 0.0% | $2.71 | — | COMMON STOCK | 30555Q108 |
| — | J ALEXANDER'S HOLDINGS INC COMMON STOCK USD 0.001 | 8,912 | $97,000 | 0.0% | $9.99 | — | COMMON STOCK | 46609J106 |
| — | SYSTEMAX INC COMMON STOCK USD 0.01 | 11,145 | $96,000 | 0.0% | $12.39 | — | COMMON STOCK | 871851101 |
| CTMX | CYTOMX THERAPEUTICS INC COMMON STOCK USD 0.00001 | 4,613 | $96,000 | 0.0% | $15.82 | 0.0% | COMMON STOCK | 23284F105 |
| BOOT | BOOT BARN HOLDINGS INC COMMON STOCK USD 0.0001 | 7,690 | $95,000 | 0.0% | $22.46 | -38.4% | COMMON STOCK | 099406100 |
| — | C1 FINANCIAL INC COMMON STOCK USD 1 | 3,882 | $94,000 | 0.0% | $18.89 | — | COMMON STOCK | 12591N109 |
| — | GENER8 MARITIME INC COMMON STOCK USD 0.01 | 9,973 | $94,000 | 0.0% | $9.93 | — | COMMON STOCK | Y26889108 |
| CLFD | CLEARFIELD INC COMMON STOCK USD 0.01 | 7,009 | $94,000 | 0.0% | $18.14 | -24.4% | COMMON STOCK | 18482P103 |
| — | CASTLIGHT HEALTH INC COMMON STOCK USD 0.0001 | 21,671 | $93,000 | 0.0% | $11.17 | — | COMMON STOCK | 14862Q100 |
| — | CHEROKEE INC COMMON STOCK USD 0.02 | 5,364 | $93,000 | 0.0% | $28.15 | — | COMMON STOCK | 16444H102 |
| — | RESOLUTE FOREST PRODUCTS INC COMMON STOCK USD | 12,249 | $93,000 | 0.0% | $15.47 | — | COMMON STOCK | 76117W109 |
| ACRS | ACLARIS THERAPEUTICS INC COMMON STOCK USD 0.00001 | 3,418 | $92,000 | 0.0% | $19.34 | 0.0% | COMMON STOCK | 00461U105 |
| CNTY | CENTURY CASINOS INC COMMON STOCK USD 0.01 | 11,700 | $91,000 | 0.0% | $6.02 | +12.5% | COMMON STOCK | 156492100 |
| — | BEAR STATE FINANCIAL INC COMMON STOCK USD 0.01 | 8,439 | $91,000 | 0.0% | $9.51 | — | COMMON STOCK | 073844102 |
| — | NAVIOS MARITIME HOLDINGS INC COMMON STOCK USD | 52,037 | $91,000 | 0.0% | $10.08 | — | COMMON STOCK | Y62196103 |
| — | RESOURCE AMERICA INC COMMON STOCK USD 0.01 | 14,824 | $91,000 | 0.0% | $8.66 | — | COMMON STOCK | 761195205 |
| — | RENTECH INC COMMON STOCK USD 0.01 | 25,527 | $90,000 | 0.0% | $5.52 | — | COMMON STOCK | 760112201 |
| — | INTRAWEST RESORTS HOLDINGS INC COMMON STOCK USD | 11,462 | $90,000 | 0.0% | $12.78 | — | COMMON STOCK | 46090K109 |
| — | GLYCOMIMETICS INC COMMON STOCK USD 0.001 | 15,765 | $90,000 | 0.0% | $15.15 | — | COMMON STOCK | 38000Q102 |
| — | MOBILEIRON INC COMMON STOCK USD 0.0001 | 24,811 | $90,000 | 0.0% | $7.60 | — | COMMON STOCK | 60739U204 |
| OCUL | OCULAR THERAPEUTIX INC COMMON STOCK USD 0.0001 | 9,608 | $90,000 | 0.0% | $24.23 | -55.4% | COMMON STOCK | 67576A100 |
| — | ADAMS RESOURCES & ENERGY INC COMMON STOCK USD 0.1 | 2,355 | $90,000 | 0.0% | $78.11 | — | COMMON STOCK | 006351308 |
| — | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK USD 0.01 | 8,279 | $88,000 | 0.0% | $14.69 | — | COMMON STOCK | 42726M106 |
| PLPC | PREFORMED LINE PRODUCTS CO COMMON STOCK USD 2 | 2,095 | $88,000 | 0.0% | $71.93 | -42.1% | COMMON STOCK | 740444104 |
| — | INVENTURE FOODS INC COMMON STOCK USD 0.01 | 12,453 | $88,000 | 0.0% | $8.84 | — | COMMON STOCK | 461212102 |
| CMT | CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD | 6,868 | $88,000 | 0.0% | $18.93 | -16.7% | COMMON STOCK | 218683100 |
| BB | BLACKBERRY LTD COMMON STOCK CAD 0 | 9,511 | $88,000 | 0.0% | $8.75 | -12.1% | COMMON STOCK | 09228F103 |
| — | LIBERTY TAX, INC. CLASS A COMMON SOTCK | 3,688 | $88,000 | 0.0% | $30.22 | — | COMMON STOCK | 53128T102 |
| — | BRAVO BRIO RESTAURANT GROUP INC COMMON STOCK USD 0 | 9,695 | $87,000 | 0.0% | $15.46 | — | COMMON STOCK | 10567B109 |
| — | XERIUM TECHNOLOGIES INC COMMON STOCK USD 0.001 | 7,344 | $87,000 | 0.0% | $11.92 | — | COMMON STOCK | 98416J118 |
| — | CARE.COM INC COMMON STOCK USD 0.001 | 11,911 | $85,000 | 0.0% | $10.48 | — | COMMON STOCK | 141633107 |
| — | HC2 HOLDINGS INC COMMON STOCK USD 0.001 | 15,988 | $85,000 | 0.0% | $8.19 | — | COMMON STOCK | 404139107 |
| — | CHIASMA INC COMMON STOCK USD 0.01 | 4,368 | $85,000 | 0.0% | $19.67 | — | COMMON STOCK | 16706W102 |
| — | CONTAINER STORE GROUP INC/THE COMMON STOCK USD | 10,326 | $85,000 | 0.0% | $43.70 | — | COMMON STOCK | 210751103 |
| — | ZAFGEN INC COMMON STOCK USD 0.001 | 13,444 | $85,000 | 0.0% | $29.99 | — | COMMON STOCK | 98885E103 |
| — | BIOSCRIP INC COMMON STOCK USD 0.0001 | 48,435 | $85,000 | 0.0% | $14.81 | — | COMMON STOCK | 09069N108 |
| — | KONA GRILL INC COMMON STOCK USD 0.01 | 5,313 | $84,000 | 0.0% | $19.39 | — | COMMON STOCK | 50047H201 |
| TRAK | PARK CITY GROUP INC COMMON STOCK USD 0.01 | 6,930 | $83,000 | 0.0% | $11.11 | +0.3% | COMMON STOCK | 700215304 |
| — | PERNIX THERAPEUTICS HOLDINGS INC COMMON STOCK USD | 28,262 | $83,000 | 0.0% | $8.21 | — | COMMON STOCK | 71426V108 |
| — | MEDGENICS INC COMMON STOCK USD 0.0001 | 13,698 | $82,000 | 0.0% | $6.06 | — | COMMON STOCK | 58436Q203 |
| WK | WORKIVA INC COMMON STOCK USD 0.001 | 4,651 | $82,000 | 0.0% | $14.18 | +21.8% | COMMON STOCK | 98139A105 |
| PAMT | PAM TRANSPORTATION SERVICES INC COMMON STOCK USD | 2,962 | $82,000 | 0.0% | $10.60 | -19.8% | COMMON STOCK | 693149106 |
| KRO | KRONOS WORLDWIDE INC COMMON STOCK USD 0.01 | 14,391 | $81,000 | 0.0% | $8.24 | -53.1% | COMMON STOCK | 50105F105 |
| — | NEW HOME CO INC/THE COMMON STOCK USD 0.01 | 6,213 | $81,000 | 0.0% | $14.02 | — | COMMON STOCK | 645370107 |
| GENNQ | GENESIS HEALTHCARE INC COMMON STOCK USD 0.001 | 23,376 | $81,000 | 0.0% | $7.60 | -37.0% | COMMON STOCK | 37185X106 |
| — | ON DECK CAPITAL INC COMMON STOCK USD 0.005 | 7,698 | $79,000 | 0.0% | $15.85 | — | COMMON STOCK | 682163100 |
| — | FIBROCELL SCIENCE INC COMMON STOCK USD 0.001 | 17,401 | $79,000 | 0.0% | $5.11 | — | COMMON STOCK | 315721209 |
| UUUU | ENERGY FUELS INC/CANADA COMMON STOCK CAD 0 | 26,890 | $79,000 | 0.0% | $4.67 | -45.8% | COMMON STOCK | 292671708 |
| — | INTELSAT SA COMMON STOCK USD 0.01 | 19,058 | $79,000 | 0.0% | $18.31 | — | COMMON STOCK | L5140P101 |
| — | XOMA CORP COMMON STOCK USD 0.0005 | 58,958 | $78,000 | 0.0% | $1.65 | — | COMMON STOCK | 98419J107 |
| ALRM | ALARM.COM HOLDINGS INC COMMON STOCK USD | 4,577 | $76,000 | 0.0% | $15.57 | -2.2% | COMMON STOCK | 011642105 |
| — | AEROHIVE NETWORKS INC COMMON STOCK USD 0.001 | 14,796 | $76,000 | 0.0% | $7.57 | — | COMMON STOCK | 007786106 |
| — | JONES ENERGY INC COMMON STOCK USD 0.001 | 19,799 | $76,000 | 0.0% | $15.86 | — | COMMON STOCK | 48019R108 |
| — | HORSEHEAD HOLDING CORP COMMON STOCK USD 0.01 | 36,721 | $75,000 | 0.0% | $12.06 | — | COMMON STOCK | 440694305 |
| — | VIRNETX HOLDING CORP COMMON STOCK USD 0.0001 | 29,206 | $75,000 | 0.0% | $19.87 | — | COMMON STOCK | 92823T108 |
| — | PROTEON THERAPEUTICS INC COMMON STOCK USD 0.001 | 4,815 | $75,000 | 0.0% | $17.86 | — | COMMON STOCK | 74371L109 |
| — | IMATION CORP COMMON STOCK USD 0.01 | 54,628 | $75,000 | 0.0% | $3.53 | — | COMMON STOCK | 45245A107 |
| VYGR | VOYAGER THERAPEUTICS INC COMMON STOCK USD 0.001 | 3,373 | $74,000 | 0.0% | $21.94 | — | COMMON STOCK | 92915B106 |
| EPM | EVOLUTION PETROLEUM CORP COMMON STOCK USD 0.001 | 15,310 | $74,000 | 0.0% | $5.56 | -41.1% | COMMON STOCK | 30049A107 |
| — | COLLECTORS UNIVERSE INC COMMON STOCK USD 0.001 | 4,804 | $74,000 | 0.0% | $19.82 | — | COMMON STOCK | 19421R200 |
| — | GENOCEA BIOSCIENCES INC COMMON STOCK USD 0.001 | 13,828 | $73,000 | 0.0% | $13.69 | — | COMMON STOCK | 372427104 |
| — | MODUSLINK GLOBAL SOLUTIONS INC COMMON STOCK USD | 29,358 | $73,000 | 0.0% | $3.84 | — | COMMON STOCK | 60786L206 |
| RPD | RAPID7 INC COMMON STOCK USD 0.01 | 4,835 | $73,000 | 0.0% | $20.09 | -6.1% | COMMON STOCK | 753422104 |
| — | GUIDANCE SOFTWARE INC COMMON STOCK USD 0.001 | 11,948 | $72,000 | 0.0% | $8.77 | — | COMMON STOCK | 401692108 |
| RGNX | REGENXBIO INC COMMON STOCK USD 0.0001 | 4,362 | $72,000 | 0.0% | $19.85 | 0.0% | COMMON STOCK | 75901B107 |
| — | NV5 GLOBAL INC COMMON STOCK USD 0.01 | 3,279 | $72,000 | 0.0% | $24.40 | — | COMMON STOCK | 62945V109 |
| — | SIZMEK INC COMMON STOCK USD | 19,091 | $70,000 | 0.0% | $10.62 | — | COMMON STOCK | 83013P105 |
| — | NANTKWEST INC COMMON STOCK USD 0.0001 | 4,020 | $70,000 | 0.0% | $15.72 | — | COMMON STOCK | 63016Q102 |
| — | T2 BIOSYSTEMS INC COMMON STOCK USD 0.001 | 6,382 | $70,000 | 0.0% | $17.44 | — | COMMON STOCK | 89853L104 |
| — | AFFIMED NV COMMON STOCK USD | 9,835 | $70,000 | 0.0% | $13.42 | — | COMMON STOCK | N01045108 |
| — | FUELCELL ENERGY INC COMMON STOCK USD 0.0001 | 14,125 | $70,000 | 0.0% | $4.96 | — | COMMON STOCK | 35952H502 |
| NATR | NATURE'S SUNSHINE PRODUCTS INC COMMON STOCK USD 0 | 6,854 | $69,000 | 0.0% | $10.75 | -2.8% | COMMON STOCK | 639027101 |
| — | VIVUS INC COMMON STOCK USD 0.001 | 66,941 | $68,000 | 0.0% | $12.19 | — | COMMON STOCK | 928551100 |
| — | WESTMORELAND COAL CO COMMON STOCK USD 2.5 | 11,486 | $68,000 | 0.0% | $26.09 | — | COMMON STOCK | 960878106 |
| TWIN | TWIN DISC INC COMMON STOCK USD 0 | 6,454 | $68,000 | 0.0% | $22.38 | -50.1% | COMMON STOCK | 901476101 |
| — | NOODLES & CO COMMON STOCK USD 0.01 | 7,023 | $68,000 | 0.0% | $37.68 | — | COMMON STOCK | 65540B105 |
| — | EXONE CO/THE COMMON STOCK USD 0.01 | 6,816 | $68,000 | 0.0% | $52.55 | — | COMMON STOCK | 302104104 |
| — | ASSEMBLY BIOSCIENCES INC COMMON STOCK USD 0.001 | 9,112 | $68,000 | 0.0% | $19.21 | — | COMMON STOCK | 045396108 |
| — | ABRAXAS PETROLEUM CORP COMMON STOCK USD 0.01 | 63,121 | $67,000 | 0.0% | $6.16 | — | COMMON STOCK | 003830106 |
| — | FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD | 4,800 | $67,000 | 0.0% | $10.36 | — | COMMON STOCK | 32022K102 |
| RLGT | RADIANT LOGISTICS INC COMMON STOCK USD 0.001 | 19,643 | $67,000 | 0.0% | $5.91 | -33.7% | COMMON STOCK | 75025X100 |
| — | PAPA MURPHY'S HOLDINGS INC COMMON STOCK USD 0.01 | 5,859 | $66,000 | 0.0% | $12.01 | — | COMMON STOCK | 698814100 |
| — | IMPRIVATA INC COMMON STOCK USD 0.001 | 5,817 | $66,000 | 0.0% | $15.70 | — | COMMON STOCK | 45323J103 |
| — | HAMPTON ROADS BANKSHARES INC COMMON STOCK USD | 35,234 | $65,000 | 0.0% | $1.32 | — | COMMON STOCK | 409321502 |
| — | MINDBODY INC COMMON STOCK USD 0.000004 | 4,303 | $65,000 | 0.0% | $15.28 | — | COMMON STOCK | 60255W105 |
| — | BLACK DIAMOND INC COMMON STOCK USD 0.0001 | 14,732 | $65,000 | 0.0% | $9.65 | — | COMMON STOCK | 09202G101 |
| — | NORDIC AMERICAN OFFSHORE LTD COMMON STOCK USD 0.01 | 12,399 | $65,000 | 0.0% | $14.34 | — | COMMON STOCK | Y6366T112 |
| — | TRANSENTERIX INC COMMON STOCK USD 0.001 | 26,380 | $65,000 | 0.0% | $4.43 | — | COMMON STOCK | 89366M201 |
| — | ENERGY XXI LTD COMMON STOCK USD 0.005 | 63,585 | $64,000 | 0.0% | $19.55 | — | COMMON STOCK | G10082140 |
| — | AGILE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 6,560 | $64,000 | 0.0% | $8.54 | — | COMMON STOCK | 00847L100 |
| — | STEMLINE THERAPEUTICS INC COMMON STOCK USD 0.0001 | 10,185 | $64,000 | 0.0% | $19.57 | — | COMMON STOCK | 85858C107 |
| — | ROSETTA STONE INC COMMON STOCK USD 0.00005 | 9,600 | $64,000 | 0.0% | $12.05 | — | COMMON STOCK | 777780107 |
| — | SYNUTRA INTERNATIONAL INC COMMON STOCK USD 0.0001 | 13,622 | $64,000 | 0.0% | $5.24 | — | COMMON STOCK | 87164C102 |
| NTRA | NATERA INC COMMON STOCK USD 0.0001 | 5,792 | $63,000 | 0.0% | $12.05 | -21.0% | COMMON STOCK | 632307104 |
| UEC | URANIUM ENERGY CORP COMMON STOCK USD 0.001 | 59,193 | $63,000 | 0.0% | $2.28 | -52.6% | COMMON STOCK | 916896103 |
| — | EDGE THERAPEUTICS INC COMMON STOCK USD 0.00033 | 5,024 | $63,000 | 0.0% | $12.54 | — | COMMON STOCK | 279870109 |
| ENPH | ENPHASE ENERGY INC COMMON STOCK USD 0.00001 | 17,801 | $62,000 | 0.0% | $11.12 | -71.9% | COMMON STOCK | 29355A107 |
| — | PATRIOT NATIONAL INC COMMON STOCK USD 0.001 | 9,233 | $62,000 | 0.0% | $12.70 | — | COMMON STOCK | 70338T102 |
| VCYT | VERACYTE INC COMMON STOCK USD 0.001 | 8,588 | $62,000 | 0.0% | $11.87 | -43.3% | COMMON STOCK | 92337F107 |
| OFLX | OMEGA FLEX INC COMMON STOCK USD 0.01 | 1,885 | $62,000 | 0.0% | $14.54 | +164.6% | COMMON STOCK | 682095104 |
| UTI | UNIVERSAL TECHNICAL INSTITUTE INC COMMON STOCK USD | 13,380 | $62,000 | 0.0% | $11.54 | -59.8% | COMMON STOCK | 913915104 |
| — | ENTELLUS MEDICAL INC COMMON STOCK USD 0.001 | 3,538 | $60,000 | 0.0% | $24.31 | — | COMMON STOCK | 29363K105 |
| — | HALCON RESOURCES CORP COMMON STOCK USD 0.0001 | 47,405 | $60,000 | 0.0% | $1.27 | — | COMMON STOCK | 40537Q506 |
| — | MORGANS HOTEL GROUP CO COMMON STOCK USD 0.01 | 17,690 | $60,000 | 0.0% | $8.02 | — | COMMON STOCK | 61748W108 |
| — | FENIX PARTS INC COMMON STOCK USD | 8,712 | $59,000 | 0.0% | $9.99 | — | COMMON STOCK | 31446L100 |
| — | ROCKET FUEL INC COMMON STOCK USD 0.001 | 16,845 | $59,000 | 0.0% | $36.38 | — | COMMON STOCK | 773111109 |
| DLTH | DULUTH HOLDINGS INC COMMON STOCK USD | 4,034 | $59,000 | 0.0% | $15.09 | 0.0% | COMMON STOCK | 26443V101 |
| — | EVINE LIVE INC COMMON STOCK USD 0.01 | 33,236 | $59,000 | 0.0% | $6.58 | — | COMMON STOCK | 300487105 |
| — | ALLIANCE HEALTHCARE SERVICES INC COMMON STOCK USD | 6,236 | $57,000 | 0.0% | $24.80 | — | COMMON STOCK | 018606301 |
| NRTSF | NOBILIS HEALTH CORP COMMON STOCK CAD 0 | 20,006 | $56,000 | 0.0% | $6.95 | -54.0% | COMMON STOCK | 65500B103 |
| — | AMBER ROAD INC COMMON STOCK USD 0.001 | 11,067 | $56,000 | 0.0% | $12.70 | — | COMMON STOCK | 02318Y108 |
| — | SANDRIDGE ENERGY INC COMMON STOCK USD 0.001 | 278,442 | $56,000 | 0.0% | $1.34 | — | COMMON STOCK | 80007P307 |
| — | NEFF CORP COMMON STOCK USD 0.01 | 7,246 | $56,000 | 0.0% | $11.29 | — | COMMON STOCK | 640094207 |
| — | ECLIPSE RESOURCES CORP COMMON STOCK USD 0.01 | 30,681 | $56,000 | 0.0% | $9.34 | — | COMMON STOCK | 27890G100 |
| PSIX | POWER SOLUTIONS INTERNATIONAL INC COMMON STOCK USD | 3,062 | $56,000 | 0.0% | $60.94 | -64.6% | COMMON STOCK | 73933G202 |
| TSQ | TOWNSQUARE MEDIA INC COMMON STOCK USD 0.01 | 4,577 | $55,000 | 0.0% | $11.25 | -3.0% | COMMON STOCK | 892231101 |
| CVGI | COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD 0.01 | 19,816 | $55,000 | 0.0% | $7.69 | -53.2% | COMMON STOCK | 202608105 |
| — | ISRAMCO INC COMMON STOCK USD 0.01 | 601 | $54,000 | 0.0% | $95.60 | — | COMMON STOCK | 465141406 |
| — | INSTRUCTURE INC COMMON STOCK USD 0.0001 | 2,586 | $54,000 | 0.0% | $20.88 | — | COMMON STOCK | 45781U103 |
| — | GOLDEN OCEAN GROUP LTD | 50,884 | $54,000 | 0.0% | $3.85 | — | COMMON STOCK | G39637106 |
| — | TOKAI PHARMACEUTICALS INC COMMON STOCK USD 0.001 | 6,088 | $53,000 | 0.0% | $14.09 | — | COMMON STOCK | 88907J107 |
| — | SIENTRA INC COMMON STOCK USD 0.01 | 9,022 | $53,000 | 0.0% | $21.39 | — | COMMON STOCK | 82621J105 |
| — | STONEGATE MORTGAGE CORP COMMON STOCK USD 0.01 | 9,713 | $53,000 | 0.0% | $15.32 | — | COMMON STOCK | 86181Q300 |
| KCLI | KANSAS CITY LIFE INSURANCE CO COMMON STOCK USD | 1,380 | $53,000 | 0.0% | $37.11 | 0.0% | COMMON STOCK | 484836200 |
| — | VIOLIN MEMORY INC COMMON STOCK USD 0.0001 | 59,349 | $53,000 | 0.0% | $4.29 | — | COMMON STOCK | 92763A101 |
| WTI | W&T OFFSHORE INC COMMON STOCK USD 0.00001 | 22,497 | $52,000 | 0.0% | $13.82 | -76.8% | COMMON STOCK | 92922P106 |
| CBKCQ | CHRISTOPHER & BANKS CORP COMMON STOCK USD 0.01 | 31,076 | $51,000 | 0.0% | $6.69 | -79.8% | COMMON STOCK | 171046105 |
| — | MCBC HOLDINGS INC COMMON STOCK USD 0.01 | 3,735 | $51,000 | 0.0% | $12.93 | — | COMMON STOCK | 55276F107 |
| — | APPROACH RESOURCES INC COMMON STOCK USD 0.01 | 26,980 | $50,000 | 0.0% | $24.41 | — | COMMON STOCK | 03834A103 |
| — | CORIUM INTERNATIONAL INC COMMON STOCK USD 0.001 | 6,142 | $50,000 | 0.0% | $12.99 | — | COMMON STOCK | 21887L107 |
| — | MYOKARDIA INC COMMON STOCK USD 0.0001 | 3,310 | $49,000 | 0.0% | $14.80 | — | COMMON STOCK | 62857M105 |
| — | ALIMERA SCIENCES INC COMMON STOCK USD 0.01 | 20,189 | $49,000 | 0.0% | $5.85 | — | COMMON STOCK | 016259103 |
| IRMD | IRADIMED CORP COMMON STOCK USD 0.0001 | 1,756 | $49,000 | 0.0% | $16.70 | +54.8% | COMMON STOCK | 46266A109 |
| — | CASTLE BRANDS INC COMMON STOCK USD 0.01 | 40,196 | $49,000 | 0.0% | $1.39 | — | COMMON STOCK | 148435100 |
| — | EAGLE BULK SHIPPING INC COMMON STOCK USD 0.01 | 13,627 | $48,000 | 0.0% | $6.97 | — | COMMON STOCK | Y2187A127 |
| — | ELECTRO SCIENTIFIC INDUSTRIES INC COMMON STOCK USD | 9,246 | $48,000 | 0.0% | $8.09 | — | COMMON STOCK | 285229100 |
| APPS | DIGITAL TURBINE INC COMMON STOCK USD 0.0001 | 35,179 | $47,000 | 0.0% | $3.42 | -54.5% | COMMON STOCK | 25400W102 |
| — | VOLT INFORMATION SCIENCES INC COMMON STOCK USD 0.1 | 5,776 | $47,000 | 0.0% | $9.57 | — | COMMON STOCK | 928703107 |
| APPF | APPFOLIO INC COMMON STOCK USD 0.0001 | 3,235 | $47,000 | 0.0% | $16.57 | +1.2% | COMMON STOCK | 03783C100 |
| — | NEOS THERAPEUTICS INC COMMON STOCK USD 0.001 | 3,245 | $46,000 | 0.0% | $16.39 | — | COMMON STOCK | 64052L106 |
| — | CORINDUS VASCULAR ROBOTICS INC COMMON STOCK USD | 13,992 | $45,000 | 0.0% | $3.50 | — | COMMON STOCK | 218730109 |
| MPX | MARINE PRODUCTS CORP COMMON STOCK USD 0.1 | 7,449 | $45,000 | 0.0% | $4.36 | -2.2% | COMMON STOCK | 568427108 |
| — | FLEX PHARMA INC COMMON STOCK USD 0.0001 | 3,609 | $45,000 | 0.0% | $17.97 | — | COMMON STOCK | 33938A105 |
| — | PC-TEL INC COMMON STOCK USD 0.001 | 9,950 | $45,000 | 0.0% | $8.59 | — | COMMON STOCK | 69325Q105 |
| — | SECOND SIGHT MEDICAL PRODUCTS INC COMMON STOCK USD | 7,662 | $45,000 | 0.0% | $12.95 | — | COMMON STOCK | 81362J100 |
| — | ACCURIDE CORP COMMON STOCK USD | 26,217 | $44,000 | 0.0% | $5.05 | — | COMMON STOCK | 00439T206 |
| — | TRIANGLE PETROLEUM CORP COMMON STOCK USD 0.00001 | 55,918 | $43,000 | 0.0% | $7.97 | — | COMMON STOCK | 89600B201 |
| TZOO | TRAVELZOO INC COMMON STOCK USD 0.01 | 4,974 | $42,000 | 0.0% | $22.66 | -61.2% | COMMON STOCK | 89421Q205 |
| — | CUMULUS MEDIA INC COMMON STOCK USD 0.01 | 125,875 | $42,000 | 0.0% | $5.40 | — | COMMON STOCK | 231082108 |
| — | CORMEDIX INC COMMON STOCK USD 0.001 | 20,147 | $41,000 | 0.0% | $3.87 | — | COMMON STOCK | 21900C100 |
| — | INVITAE CORP COMMON STOCK USD 0.0001 | 4,832 | $40,000 | 0.0% | $15.59 | — | COMMON STOCK | 46185L103 |
| — | RICE ENERGY INC COMMON STOCK USD 0.01 | 3,564 | $39,000 | 0.0% | $16.27 | — | COMMON STOCK | 762760106 |
| — | VERASTEM INC COMMON STOCK USD 0.0001 | 20,806 | $39,000 | 0.0% | $11.90 | — | COMMON STOCK | 92337C104 |
| — | WESTFIELD FINANCIAL INC COMMON STOCK USD 0.01 | 4,598 | $39,000 | 0.0% | $6.98 | — | COMMON STOCK | 96008P104 |
| — | CAMBIUM LEARNING GROUP INC COMMON STOCK USD 0.001 | 7,885 | $38,000 | 0.0% | $4.31 | — | COMMON STOCK | 13201A107 |
| — | ATYR PHARMA INC COMMON STOCK USD 0.001 | 3,900 | $38,000 | 0.0% | $18.46 | — | COMMON STOCK | 002120103 |
| — | SEVENTY SEVEN ENERGY INC COMMON STOCK USD 0.01 | 36,625 | $38,000 | 0.0% | $4.31 | — | COMMON STOCK | 818097107 |
| — | UNILIFE CORP COMMON STOCK USD 0.01 | 75,819 | $38,000 | 0.0% | $3.24 | — | COMMON STOCK | 90478E103 |
| — | EMPIRE RESORTS INC COMMON STOCK USD 0.01 | 2,092 | $38,000 | 0.0% | $18.16 | — | COMMON STOCK | 292052305 |
| — | TESSCO TECHNOLOGIES INC COMMON STOCK USD 0.01 | 1,910 | $37,000 | 0.0% | $26.83 | — | COMMON STOCK | 872386107 |
| — | BBX CAPITAL CORP COMMON STOCK USD 0.01 | 2,384 | $37,000 | 0.0% | $15.98 | — | COMMON STOCK | 05540P100 |
| — | GAIAM INC COMMON STOCK USD 0.0001 | 5,900 | $37,000 | 0.0% | $6.17 | — | COMMON STOCK | 36268Q103 |
| — | ASHFORD INC COMMON STOCK USD 0.01 | 674 | $36,000 | 0.0% | $92.50 | — | COMMON STOCK | 044104107 |
| RYZ | RYERSON HOLDING CORP COMMON STOCK USD 0.01 | 7,618 | $36,000 | 0.0% | $11.44 | -53.6% | COMMON STOCK | 783754104 |
| — | 6D GLOBAL TECHNOLOGIES INC COMMON STOCK USD | 12,260 | $36,000 | 0.0% | $6.53 | — | COMMON STOCK | 83002F100 |
| — | ORION ENERGY SYSTEMS INC COMMON STOCK USD 0 | 16,556 | $36,000 | 0.0% | $4.47 | — | COMMON STOCK | 686275108 |
| — | HANDY & HARMAN LTD COMMON STOCK USD 0.01 | 1,749 | $36,000 | 0.0% | $22.80 | — | COMMON STOCK | 410315105 |
| — | XACTLY CORP COMMON STOCK USD 0.001 | 4,251 | $36,000 | 0.0% | $8.22 | — | COMMON STOCK | 98386L101 |
| LWAY | LIFEWAY FOODS INC COMMON STOCK USD 0 | 3,170 | $35,000 | 0.0% | $14.57 | -22.6% | COMMON STOCK | 531914109 |
| — | PHOENIX COS INC/THE COMMON STOCK USD 0.01 | 919 | $34,000 | 0.0% | $42.81 | — | COMMON STOCK | 71902E604 |
| — | HARDINGE INC COMMON STOCK USD 0.01 | 3,600 | $34,000 | 0.0% | $14.79 | — | COMMON STOCK | 412324303 |
| — | PCM INC COMMON STOCK USD 0.001 | 3,273 | $33,000 | 0.0% | $9.85 | — | COMMON STOCK | 69323K100 |
| LOB | LIVE OAK BANCSHARES INC COMMON STOCK USD | 2,347 | $33,000 | 0.0% | $16.58 | -6.9% | COMMON STOCK | 53803X105 |
| STRL | STERLING CONSTRUCTION CO INC COMMON STOCK USD 0.01 | 5,417 | $33,000 | 0.0% | $7.86 | -35.4% | COMMON STOCK | 859241101 |
| — | GREAT AJAX CORP REIT USD 0.01 | 2,699 | $33,000 | 0.0% | $14.14 | — | EQUITIES - REIT | 38983D300 |
| ITIC | INVESTORS TITLE CO COMMON STOCK USD 0 | 330 | $32,000 | 0.0% | $71.77 | +14.6% | COMMON STOCK | 461804106 |
| HNRG | HALLADOR ENERGY CO COMMON STOCK USD 0.01 | 6,725 | $31,000 | 0.0% | $10.43 | -40.2% | COMMON STOCK | 40609P105 |
| — | TIER REIT INC REIT USD 0.0001 | 2,100 | $31,000 | 0.0% | $14.76 | — | EQUITIES - REIT | 88650V208 |
| — | DIMENSION THERAPEUTICS INC COMMON STOCK USD 0.0001 | 2,789 | $31,000 | 0.0% | $11.12 | — | COMMON STOCK | 25433V105 |
| BLBD | BLUE BIRD CORP COMMON STOCK USD 0.0001 | 3,021 | $31,000 | 0.0% | $12.18 | -13.1% | COMMON STOCK | 095306106 |
| — | LMI AEROSPACE INC COMMON STOCK USD 0.02 | 2,978 | $30,000 | 0.0% | $15.40 | — | COMMON STOCK | 502079106 |
| — | ALLIANCE ONE INTERNATIONAL INC COMMON STOCK USD 0 | 2,540 | $29,000 | 0.0% | $24.03 | — | COMMON STOCK | 018772301 |
| — | ENDOCHOICE HOLDINGS INC COMMON STOCK USD 0.001 | 3,507 | $29,000 | 0.0% | $9.24 | — | COMMON STOCK | 29272U103 |
| — | CARBYLAN THERAPEUTICS INC COMMON STOCK USD 0.001 | 7,843 | $28,000 | 0.0% | $7.14 | — | COMMON STOCK | 141384107 |
| TRGP | TARGA RESOURCES CORP COMMON STOCK USD 0.001 | 1,020 | $28,000 | 0.0% | $58.93 | -54.1% | COMMON STOCK | 87612G101 |
| ERINQ | ERIN ENERGY CORP COMMON STOCK USD 0.001 | 8,771 | $28,000 | 0.0% | $5.57 | -30.1% | COMMON STOCK | 295625107 |
| — | KINDRED BIOSCIENCES INC COMMON STOCK USD 0.0001 | 8,000 | $27,000 | 0.0% | $9.79 | — | COMMON STOCK | 494577109 |
| RVSB | RIVERVIEW BANCORP INC COMMON STOCK USD 0.01 | 5,811 | $27,000 | 0.0% | $2.07 | +75.0% | COMMON STOCK | 769397100 |
| EGY | VAALCO ENERGY INC COMMON STOCK USD 0.1 | 16,300 | $26,000 | 0.0% | $3.74 | -59.1% | COMMON STOCK | 91851C201 |
| HBCP | HOME BANCORP INC COMMON STOCK USD 0.01 | 983 | $26,000 | 0.0% | $14.14 | +45.7% | COMMON STOCK | 43689E107 |
| — | ASTERIAS BIOTHERAPEUTICS INC COMMON STOCK USD | 6,657 | $26,000 | 0.0% | $4.66 | — | COMMON STOCK | 04624N107 |
| — | COMSTOCK RESOURCES INC COMMON STOCK USD 0.5 | 13,801 | $26,000 | 0.0% | $15.75 | — | COMMON STOCK | 205768203 |
| — | MITCHAM INDUSTRIES INC COMMON STOCK USD 0.01 | 8,142 | $25,000 | 0.0% | $9.22 | — | COMMON STOCK | 606501104 |
| — | APIGEE CORP COMMON STOCK USD 0.001 | 3,085 | $25,000 | 0.0% | $10.05 | — | COMMON STOCK | 03765N108 |
| RMR | RMR GROUP INC/THE COMMON STOCK USD | 1,748 | $25,000 | 0.0% | $7.12 | 0.0% | COMMON STOCK | 74967R106 |
| — | MEDLEY MANAGEMENT INC COMMON STOCK USD 0.01 | 4,424 | $25,000 | 0.0% | $14.69 | — | COMMON STOCK | 58503T106 |
| — | BEBE STORES INC COMMON STOCK USD 0.001 | 43,224 | $24,000 | 0.0% | $3.05 | — | COMMON STOCK | 075571109 |
| NL | NL INDUSTRIES INC COMMON STOCK USD 0.125 | 7,989 | $24,000 | 0.0% | $7.29 | -69.0% | COMMON STOCK | 629156407 |
| PROV | PROVIDENT FINANCIAL HOLDINGS INC COMMON STOCK USD | 1,200 | $23,000 | 0.0% | $16.49 | +7.2% | COMMON STOCK | 743868101 |
| HGGG | HHGREGG INC COMMON STOCK USD 0.0001 | 6,217 | $23,000 | 0.0% | $14.45 | -68.3% | COMMON STOCK | 42833L108 |
| — | INVUITY INC COMMON STOCK USD 0.001 | 2,649 | $23,000 | 0.0% | $10.40 | — | COMMON STOCK | 46187J205 |
| — | FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD 0.001 | 4,655 | $23,000 | 0.0% | $18.10 | — | COMMON STOCK | 35952W103 |
| — | UNIVERSAL STAINLESS & ALLOY PRODUCTS INC COMMON | 2,462 | $23,000 | 0.0% | $30.24 | — | COMMON STOCK | 913837100 |
| — | ABEONA THERAPEUTICS INC COMMON STOCK USD 0.01 | 6,593 | $22,000 | 0.0% | $5.01 | — | COMMON STOCK | 00289Y107 |
| — | VTV THERAPEUTICS INC COMMON STOCK USD 0.01 | 3,203 | $22,000 | 0.0% | $6.75 | — | COMMON STOCK | 918385105 |
| — | WILLBROS GROUP INC COMMON STOCK USD 0.05 | 8,018 | $22,000 | 0.0% | $11.21 | — | COMMON STOCK | 969203108 |
| — | RUBICON TECHNOLOGY INC COMMON STOCK USD 0.001 | 19,091 | $22,000 | 0.0% | $7.37 | — | COMMON STOCK | 78112T107 |
| — | LAYNE CHRISTENSEN CO COMMON STOCK USD 0.01 | 4,132 | $22,000 | 0.0% | $19.31 | — | COMMON STOCK | 521050104 |
| — | TRANSATLANTIC PETROLEUM LTD COMMON STOCK CAD 0.01 | 15,969 | $22,000 | 0.0% | $11.40 | — | COMMON STOCK | G89982113 |
| RCKY | ROCKY BRANDS INC COMMON STOCK USD 0 | 1,932 | $22,000 | 0.0% | $14.57 | -15.9% | COMMON STOCK | 774515100 |
| AP | AMPCO-PITTSBURGH CORP COMMON STOCK USD 1 | 2,015 | $21,000 | 0.0% | $18.72 | -42.6% | COMMON STOCK | 032037103 |
| — | NIVALIS THERAPEUTICS INC COMMON STOCK USD 0.001 | 2,673 | $21,000 | 0.0% | $9.26 | — | COMMON STOCK | 65481J109 |
| — | SYNTA PHARMACEUTICALS CORP COMMON STOCK USD 0.0001 | 58,386 | $21,000 | 0.0% | $4.26 | — | COMMON STOCK | 87162T206 |
| NUS | NU SKIN ENTERPRISES INC COMMON STOCK USD 0.001 | 544 | $21,000 | 0.0% | $32.39 | -18.4% | COMMON STOCK | 67018T105 |
| SALM | SALEM MEDIA GROUP INC COMMON STOCK USD 0.01 | 4,000 | $20,000 | 0.0% | $8.11 | -28.7% | COMMON STOCK | 794093104 |
| SB | SAFE BULKERS INC COMMON STOCK USD 0.001 | 24,457 | $20,000 | 0.0% | $8.64 | -75.8% | COMMON STOCK | Y7388L103 |
| — | THRESHOLD PHARMACEUTICALS INC COMMON STOCK USD | 42,105 | $20,000 | 0.0% | $4.33 | — | COMMON STOCK | 885807206 |
| CPIX | CUMBERLAND PHARMACEUTICALS INC COMMON STOCK USD 0 | 3,851 | $20,000 | 0.0% | $4.98 | +14.5% | COMMON STOCK | 230770109 |
| KTCC | KEY TRONIC CORP COMMON STOCK USD 0 | 2,680 | $20,000 | 0.0% | $11.04 | -26.4% | COMMON STOCK | 493144109 |
| CSWC | CAPITAL SOUTHWEST CORP COMMON STOCK USD 0.25 | 1,400 | $19,000 | 0.0% | $4.43 | +16.5% | COMMON STOCK | 140501107 |
| CSW | CSW INDUSTRIALS INC COMMON STOCK USD 0.01 | 500 | $19,000 | 0.0% | $34.83 | 0.0% | COMMON STOCK | 126402106 |
| — | MACATAWA BANK CORP COMMON STOCK USD 0 | 3,062 | $19,000 | 0.0% | $5.19 | — | COMMON STOCK | 554225102 |
| — | LEAPFROG ENTERPRISES INC COMMON STOCK USD 0.0001 | 26,623 | $19,000 | 0.0% | $9.38 | — | COMMON STOCK | 52186N106 |
| — | ZAIS GROUP HOLDINGS INC COMMON STOCK USD | 2,081 | $19,000 | 0.0% | $11.05 | — | COMMON STOCK | 98887G106 |
| DWSN | DAWSON GEOPHYSICAL CO COMMON STOCK USD 0.01 | 5,561 | $19,000 | 0.0% | $4.61 | -32.6% | COMMON STOCK | 239360100 |
| — | ASTA FUNDING INC COMMON STOCK USD 0.01 | 2,269 | $18,000 | 0.0% | $8.70 | — | COMMON STOCK | 046220109 |
| — | COMMUNICATIONS SYSTEMS INC COMMON STOCK USD 0.05 | 2,369 | $18,000 | 0.0% | $11.11 | — | COMMON STOCK | 203900105 |
| — | SL INDUSTRIES INC COMMON STOCK USD 0.2 | 580 | $18,000 | 0.0% | $39.28 | — | COMMON STOCK | 784413106 |
| — | WESTELL TECHNOLOGIES INC COMMON STOCK USD 0.01 | 14,436 | $18,000 | 0.0% | $2.56 | — | COMMON STOCK | 957541105 |
| — | CATABASIS PHARMACEUTICALS INC COMMON STOCK USD | 2,125 | $17,000 | 0.0% | $7.89 | — | COMMON STOCK | 14875P107 |
| — | BALLANTYNE STRONG INC COMMON STOCK USD 0.01 | 3,804 | $17,000 | 0.0% | $4.21 | — | COMMON STOCK | 058516105 |
| — | NEW YORK & CO INC COMMON STOCK USD 0.001 | 7,295 | $17,000 | 0.0% | $5.50 | — | COMMON STOCK | 649295102 |
| — | JG WENTWORTH CO/THE COMMON STOCK USD 0.00001 | 9,459 | $17,000 | 0.0% | $12.08 | — | COMMON STOCK | 46618D108 |
| — | INTEGRATED ELECTRICAL SERVICES INC COMMON STOCK | 1,457 | $16,000 | 0.0% | $4.88 | — | COMMON STOCK | 45811E301 |
| — | MBT FINANCIAL CORP COMMON STOCK USD 0 | 2,346 | $16,000 | 0.0% | $3.75 | — | COMMON STOCK | 578877102 |
| — | HUTCHINSON TECHNOLOGY INC COMMON STOCK USD 0.01 | 4,426 | $16,000 | 0.0% | $4.10 | — | COMMON STOCK | 448407106 |
| — | RADISYS CORP COMMON STOCK USD 0 | 5,568 | $15,000 | 0.0% | $4.53 | — | COMMON STOCK | 750459109 |
| — | SI FINANCIAL GROUP INC COMMON STOCK USD 0.01 | 1,087 | $15,000 | 0.0% | $11.05 | — | COMMON STOCK | 78425V104 |
| — | ENLINK MIDSTREAM LLC | 1,024 | $15,000 | 0.0% | $24.54 | — | COMMON STOCK | 29336T100 |
| RELL | RICHARDSON ELECTRONICS LTD/UNITED STATES COMMON | 2,700 | $15,000 | 0.0% | $7.97 | -47.7% | COMMON STOCK | 763165107 |
| — | LUBY'S INC COMMON STOCK USD 0.32 | 3,390 | $15,000 | 0.0% | $8.44 | — | COMMON STOCK | 549282101 |
| — | ARCADIA BIOSCIENCES INC COMMON STOCK USD 0.001 | 4,773 | $15,000 | 0.0% | $6.29 | — | COMMON STOCK | 039014105 |
| — | CIFC LLC COMMON STOCK USD 0.001 | 2,612 | $15,000 | 0.0% | $7.50 | — | COMMON STOCK | 12547R105 |
| — | ESSA BANCORP INC COMMON STOCK USD 0.01 | 1,116 | $15,000 | 0.0% | $10.99 | — | COMMON STOCK | 29667D104 |
| — | GRIFFIN INDUSTRIAL REALTY INC COMMON STOCK USD | 535 | $14,000 | 0.0% | $28.16 | — | COMMON STOCK | 398231100 |
| — | GANNETT CO INC COMMON STOCK USD 0.01 | 839 | $14,000 | 0.0% | $16.69 | — | COMMON STOCK | 36473H104 |
| — | UCP INC COMMON STOCK USD 0.01 | 2,000 | $14,000 | 0.0% | $7.00 | — | COMMON STOCK | 90265Y106 |
| SMBC | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD | 598 | $14,000 | 0.0% | $15.02 | +27.9% | COMMON STOCK | 843380106 |
| — | PENN VIRGINIA CORP COMMON STOCK USD 0.01 | 45,854 | $14,000 | 0.0% | $6.26 | — | COMMON STOCK | 707882106 |
| — | VALHI INC COMMON STOCK USD 0.01 | 10,804 | $14,000 | 0.0% | $5.65 | — | COMMON STOCK | 918905100 |
| — | RADIO ONE INC COMMON STOCK USD 0.001 | 7,300 | $13,000 | 0.0% | $4.16 | — | COMMON STOCK | 75040P405 |
| — | CONNECTURE INC COMMON STOCK USD 0.001 | 3,725 | $13,000 | 0.0% | $10.50 | — | COMMON STOCK | 20786J106 |
| — | ERICKSON INC | 6,300 | $13,000 | 0.0% | $15.69 | — | COMMON STOCK | 29482P100 |
| — | KOSMOS ENERGY LTD COMMON STOCK USD 0.01 | 2,578 | $13,000 | 0.0% | $7.91 | — | COMMON STOCK | G5315B107 |
| — | INTEVAC INC COMMON STOCK USD 0 | 2,819 | $13,000 | 0.0% | $7.53 | — | COMMON STOCK | 461148108 |
| — | THESTREET INC COMMON STOCK USD 0.01 | 8,732 | $13,000 | 0.0% | $2.15 | — | COMMON STOCK | 88368Q103 |
| — | TOBIRA THERAPEUTICS INC COMMON STOCK USD 0.0001 | 1,268 | $13,000 | 0.0% | $17.35 | — | COMMON STOCK | 88883P101 |
| — | FIFTH STREET ASSET MANAGEMENT INC COMMON STOCK USD | 3,989 | $13,000 | 0.0% | $13.78 | — | COMMON STOCK | 31679P109 |
| — | FIRST SOUTH BANCORP INC/WASHINGTON NC COMMON STOCK | 1,350 | $12,000 | 0.0% | $6.67 | — | COMMON STOCK | 33646W100 |
| — | DEMAND MEDIA INC COMMON STOCK USD 0.0001 | 2,200 | $12,000 | 0.0% | $5.45 | — | COMMON STOCK | 24802N208 |
| NRIM | NORTHRIM BANCORP INC COMMON STOCK USD 1 | 444 | $12,000 | 0.0% | $4.04 | +21.5% | COMMON STOCK | 666762109 |
| — | NORTH ATLANTIC DRILLING LTD COMMON STOCK USD 0.1 | 4,861 | $12,000 | 0.0% | $2.47 | — | COMMON STOCK | G6613P129 |
| AXTI | AXT INC COMMON STOCK USD 0.001 | 4,715 | $12,000 | 0.0% | $2.79 | -16.5% | COMMON STOCK | 00246W103 |
| PEBK | PEOPLES BANCORP OF NORTH CAROLINA INC COMMON STOCK | 645 | $12,000 | 0.0% | $15.00 | +13.8% | COMMON STOCK | 710577107 |
| WLFC | WILLIS LEASE FINANCE CORP COMMON STOCK USD 0.01 | 606 | $12,000 | 0.0% | $13.54 | +24.1% | COMMON STOCK | 970646105 |
| OVBC | OHIO VALLEY BANC CORP COMMON STOCK USD 1 | 475 | $12,000 | 0.0% | $22.15 | +10.3% | COMMON STOCK | 677719106 |
| — | BANK OF COMMERCE HOLDINGS COMMON STOCK USD 0 | 1,636 | $11,000 | 0.0% | $6.72 | — | COMMON STOCK | 06424J103 |
| — | PREMIER FINANCIAL BANCORP INC COMMON STOCK USD 0 | 658 | $11,000 | 0.0% | $16.72 | — | COMMON STOCK | 74050M105 |
| ALOT | ASTRO-MED INC COMMON STOCK USD 0.05 | 765 | $11,000 | 0.0% | $9.12 | +35.4% | COMMON STOCK | 04638F108 |
| PAR | PAR TECHNOLOGY CORP COMMON STOCK USD 0.02 | 1,700 | $11,000 | 0.0% | $4.12 | +49.6% | COMMON STOCK | 698884103 |
| — | ALLEGIANCE BANCSHARES INC COMMON STOCK USD 1 | 453 | $11,000 | 0.0% | $24.28 | — | COMMON STOCK | 01748H107 |
| GSIT | GSI TECHNOLOGY INC COMMON STOCK USD 0.001 | 2,857 | $11,000 | 0.0% | $6.21 | -34.0% | COMMON STOCK | 36241U106 |
| — | EMERGENT CAPITAL INC COMMON STOCK USD 0.01 | 2,976 | $11,000 | 0.0% | $5.38 | — | COMMON STOCK | 29102N105 |
| — | OVERSEAS SHIPHOLDING GROUP INC CLASS B | 3,400 | $11,000 | 0.0% | $5.59 | — | COMMON STOCK | 69036R400 |
| — | NATIONAL RESEARCH CORP COMMON STOCK USD 0.001 | 311 | $11,000 | 0.0% | $34.91 | — | COMMON STOCK | 637372301 |
| — | HIGHER ONE HOLDINGS INC COMMON STOCK USD | 3,300 | $11,000 | 0.0% | $3.33 | — | COMMON STOCK | 42983D104 |
| — | RELM WIRELESS CORP COMMON STOCK USD 0.6 | 2,881 | $11,000 | 0.0% | $2.78 | — | COMMON STOCK | 759525108 |
| NSSC | NAPCO SECURITY TECHNOLOGIES INC COMMON STOCK USD | 1,850 | $11,000 | 0.0% | $2.09 | +43.7% | COMMON STOCK | 630402105 |
| — | SUPREME INDUSTRIES INC COMMON STOCK USD 0.1 | 1,565 | $11,000 | 0.0% | $7.82 | — | COMMON STOCK | 868607102 |
| CVU | CPI AEROSTRUCTURES INC COMMON STOCK USD 0.001 | 1,172 | $11,000 | 0.0% | $9.36 | -2.1% | COMMON STOCK | 125919308 |
| TLF | TANDY LEATHER FACTORY INC COMMON STOCK USD 0.0024 | 1,309 | $10,000 | 0.0% | $9.30 | -22.2% | COMMON STOCK | 87538X105 |
| — | SHILOH INDUSTRIES INC COMMON STOCK USD 0.01 | 1,847 | $10,000 | 0.0% | $12.02 | — | COMMON STOCK | 824543102 |
| FEIM | FREQUENCY ELECTRONICS INC COMMON STOCK USD 1 | 900 | $10,000 | 0.0% | $7.91 | +4.9% | COMMON STOCK | 358010106 |
| — | RCS CAPITAL CORP COMMON STOCK USD 0.001 | 31,486 | $10,000 | 0.0% | $10.73 | — | COMMON STOCK | 74937W102 |
| — | STARTEK INC COMMON STOCK USD 0.01 | 2,764 | $10,000 | 0.0% | $4.70 | — | COMMON STOCK | 85569C107 |
| — | CATALYST BIOSCIENCES INC CONVERTIBLE BOND ZERO CPN | 10,044 | $10,000 | 0.0% | $1.00 | — | FIXED INCOME - CORPORATE BONDS | 87611RAA6 |
| — | ALTISOURCE ASSET MANAGEMENT CORP COMMON STOCK USD | 590 | $10,000 | 0.0% | $617.76 | — | COMMON STOCK | 02153X108 |
| — | PULASKI FINANCIAL CORP COMMON STOCK USD 0.01 | 573 | $9,000 | 0.0% | $8.73 | — | COMMON STOCK | 745548107 |
| FRD | FRIEDMAN INDUSTRIES INC COMMON STOCK USD 1 | 1,708 | $9,000 | 0.0% | $8.37 | -36.9% | COMMON STOCK | 358435105 |
| BWEN | BROADWIND ENERGY INC COMMON STOCK USD 0.001 | 4,200 | $9,000 | 0.0% | $3.34 | -33.0% | COMMON STOCK | 11161T207 |
| — | WIRELESS TELECOM GROUP INC COMMON STOCK USD 0.01 | 5,122 | $9,000 | 0.0% | $2.73 | — | COMMON STOCK | 976524108 |
| EQBK | EQUITY BANCSHARES INC COMMON STOCK USD 0.01 | 396 | $9,000 | 0.0% | $22.40 | 0.0% | COMMON STOCK | 29460X109 |
| — | HUDSON GLOBAL INC COMMON STOCK USD 0.001 | 3,050 | $9,000 | 0.0% | $3.14 | — | COMMON STOCK | 443787106 |
| — | A. M. CASTLE & CO COMMON STOCK USD 0.01 | 5,579 | $9,000 | 0.0% | $15.35 | — | COMMON STOCK | 148411101 |
| — | DIGIRAD CORP COMMON STOCK USD 0.0001 | 1,500 | $9,000 | 0.0% | $4.16 | — | COMMON STOCK | 253827109 |
| — | TRANS WORLD ENTERTAINMENT CORP COMMON STOCK USD | 2,150 | $8,000 | 0.0% | $4.56 | — | COMMON STOCK | 89336Q100 |
| — | PACIFIC DRILLING SA COMMON STOCK USD | 9,233 | $8,000 | 0.0% | $10.63 | — | COMMON STOCK | L7257P106 |
| — | GORDMANS STORES INC COMMON STOCK USD | 2,434 | $8,000 | 0.0% | $11.99 | — | COMMON STOCK | 38269P100 |
| — | FAIRWAY GROUP HOLDINGS CORP COMMON STOCK USD 0.001 | 12,301 | $8,000 | 0.0% | $21.72 | — | COMMON STOCK | 30603D109 |
| — | VICAL INC COMMON STOCK USD 0.01 | 19,900 | $8,000 | 0.0% | $2.56 | — | COMMON STOCK | 925602104 |
| — | VERSAR INC COMMON STOCK USD 0.01 | 2,487 | $8,000 | 0.0% | $4.16 | — | COMMON STOCK | 925297103 |
| FACO | FIRST ACCEPTANCE CORP COMMON STOCK USD 0.01 | 3,404 | $8,000 | 0.0% | $2.10 | +1.8% | COMMON STOCK | 318457108 |
| CPSS | CONSUMER PORTFOLIO SERVICES INC COMMON STOCK USD 0 | 1,523 | $8,000 | 0.0% | $7.19 | -28.7% | COMMON STOCK | 210502100 |
| — | MIDSOUTH BANCORP INC COMMON STOCK USD 0.1 | 770 | $7,000 | 0.0% | $17.48 | — | COMMON STOCK | 598039105 |
| — | LS STARRETT CO/THE COMMON STOCK USD 1 | 690 | $7,000 | 0.0% | $15.41 | — | COMMON STOCK | 855668109 |
| CFFI | C&F FINANCIAL CORP COMMON STOCK USD 1 | 177 | $7,000 | 0.0% | $31.91 | -12.5% | COMMON STOCK | 12466Q104 |
| — | RED LION HOTELS CORP COMMON STOCK USD 0.01 | 1,000 | $7,000 | 0.0% | $6.08 | — | COMMON STOCK | 756764106 |
| — | CAPE BANCORP INC COMMON STOCK USD 0.01 | 600 | $7,000 | 0.0% | $9.51 | — | COMMON STOCK | 139209100 |
| — | MAXPOINT INTERACTIVE INC COMMON STOCK USD 0.00005 | 4,294 | $7,000 | 0.0% | $8.15 | — | COMMON STOCK | 57777M102 |
| FRBKQ | REPUBLIC FIRST BANCORP INC COMMON STOCK USD 0.01 | 1,723 | $7,000 | 0.0% | $4.47 | -7.8% | COMMON STOCK | 760416107 |
| — | PACIFIC MERCANTILE BANCORP COMMON STOCK USD 0 | 1,000 | $7,000 | 0.0% | $5.73 | — | COMMON STOCK | 694552100 |
| — | INTERSECTIONS INC COMMON STOCK USD 0.01 | 2,600 | $7,000 | 0.0% | $8.79 | — | COMMON STOCK | 460981301 |
| AWRE | AWARE INC COMMON STOCK USD 0.01 | 1,965 | $6,000 | 0.0% | $4.59 | -30.3% | COMMON STOCK | 05453N100 |
| GENC | GENCOR INDUSTRIES INC COMMON STOCK USD 0.1 | 499 | $6,000 | 0.0% | $4.71 | +50.4% | COMMON STOCK | 368678108 |
| — | AVIAT NETWORKS INC COMMON STOCK USD 0.01 | 7,678 | $6,000 | 0.0% | $2.62 | — | COMMON STOCK | 05366Y102 |
| — | GLOBAL POWER EQUIPMENT GROUP INC COMMON STOCK USD | 1,629 | $6,000 | 0.0% | $16.54 | — | COMMON STOCK | 37941P306 |
| ATLC | ATLANTICUS HOLDINGS CORP COMMON STOCK USD 0 | 1,995 | $6,000 | 0.0% | $3.76 | -15.4% | COMMON STOCK | 04914Y102 |
| — | MISONIX INC COMMON STOCK USD 0.01 | 600 | $6,000 | 0.0% | $5.00 | — | COMMON STOCK | 604871103 |
| — | STANLEY FURNITURE CO INC COMMON STOCK USD 0.02 | 2,120 | $6,000 | 0.0% | $3.77 | — | COMMON STOCK | 854305208 |
| — | SFX ENTERTAINMENT INC COMMON STOCK USD 0.001 | 30,131 | $6,000 | 0.0% | $9.82 | — | COMMON STOCK | 784178303 |
| ASRV | AMERISERV FINANCIAL INC COMMON STOCK USD 0.01 | 1,800 | $6,000 | 0.0% | $2.19 | +11.6% | COMMON STOCK | 03074A102 |
| — | GSE SYSTEMS INC COMMON STOCK USD 0.01 | 2,512 | $6,000 | 0.0% | $1.59 | — | COMMON STOCK | 36227K106 |
| — | GOLDFIELD CORP/THE COMMON STOCK USD 0.1 | 3,969 | $6,000 | 0.0% | $2.27 | — | COMMON STOCK | 381370105 |
| CDXS | CODEXIS INC COMMON STOCK USD 0.0001 | 1,324 | $6,000 | 0.0% | $2.26 | +62.0% | COMMON STOCK | 192005106 |
| — | MFRI INC COMMON STOCK USD 0.01 | 700 | $5,000 | 0.0% | $11.13 | — | COMMON STOCK | 552721102 |
| — | FIRST MARBLEHEAD CORP/THE COMMON STOCK USD 0.01 | 1,274 | $5,000 | 0.0% | $7.39 | — | COMMON STOCK | 320771207 |
| FTEK | FUEL TECH INC COMMON STOCK USD 0.01 | 2,542 | $5,000 | 0.0% | $3.91 | -47.1% | COMMON STOCK | 359523107 |
| — | PEOPLE'S UTAH BANCORP COMMON STOCK USD 0.01 | 312 | $5,000 | 0.0% | $16.03 | — | COMMON STOCK | 712706209 |
| VIRC | VIRCO MANUFACTURING CORP COMMON STOCK USD 0.01 | 1,500 | $5,000 | 0.0% | $2.13 | +59.8% | COMMON STOCK | 927651109 |
| — | BIOTA PHARMACEUTICALS INC COMMON STOCK USD 0.1 | 2,100 | $4,000 | 0.0% | $2.86 | — | COMMON STOCK | 090694100 |
| — | CATALYST BIOSCIENCES INC COMMON STOCK USD 0.001 | 1,328 | $4,000 | 0.0% | $4.52 | — | COMMON STOCK | 14888D109 |
| — | CHARLES & COLVARD LTD COMMON STOCK USD 0 | 3,368 | $4,000 | 0.0% | $4.42 | — | COMMON STOCK | 159765106 |
| — | ITERIS INC COMMON STOCK USD 0.1 | 1,700 | $4,000 | 0.0% | $1.76 | — | COMMON STOCK | 46564T107 |
| SIF | SIFCO INDUSTRIES INC COMMON STOCK USD 1 | 425 | $4,000 | 0.0% | $29.22 | -59.4% | COMMON STOCK | 826546103 |
| — | PATRIOT TRANSPORTATION HOLDING | 156 | $4,000 | 0.0% | $24.88 | — | COMMON STOCK | 70338W105 |
| SKY | SKYLINE CORP COMMON STOCK USD 0.028 | 1,050 | $4,000 | 0.0% | $4.53 | -28.9% | COMMON STOCK | 830830105 |
| MTEX | MANNATECH INC COMMON STOCK USD 0.0001 | 180 | $3,000 | 0.0% | $9.15 | +131.3% | COMMON STOCK | 563771203 |
| — | EDGEWATER TECHNOLOGY INC COMMON STOCK USD 0.01 | 400 | $3,000 | 0.0% | $5.00 | — | COMMON STOCK | 280358102 |
| — | SUPPORT.COM INC COMMON STOCK USD 0.0001 | 3,456 | $3,000 | 0.0% | $4.60 | — | COMMON STOCK | 86858W101 |
| — | QUMU CORP COMMON STOCK USD 0.01 | 1,201 | $3,000 | 0.0% | $12.77 | — | COMMON STOCK | 749063103 |
| — | SMTC CORP COMMON STOCK USD 0.01 | 2,189 | $3,000 | 0.0% | $1.83 | — | COMMON STOCK | 832682207 |
| — | BROADVISION INC COMMON STOCK USD 0.0001 | 530 | $3,000 | 0.0% | $9.43 | — | COMMON STOCK | 111412706 |
| — | KEY TECHNOLOGY INC COMMON STOCK USD 0 | 300 | $3,000 | 0.0% | $13.33 | — | COMMON STOCK | 493143101 |
| — | HF FINANCIAL CORP COMMON STOCK USD 0.01 | 155 | $3,000 | 0.0% | $12.90 | — | COMMON STOCK | 404172108 |
| MSN | EMERSON RADIO CORP COMMON STOCK USD 0.01 | 3,000 | $3,000 | 0.0% | $1.62 | -30.5% | COMMON STOCK | 291087203 |
| — | GAMING PARTNERS INTERNATIONAL CORP COMMON STOCK | 341 | $3,000 | 0.0% | $8.80 | — | COMMON STOCK | 36467A107 |
| ACU | ACME UNITED CORP COMMON STOCK USD 2.5 | 200 | $3,000 | 0.0% | $13.37 | +4.9% | COMMON STOCK | 004816104 |
| ULTRF | ULTRAPETROL BAHAMAS LTD COMMON STOCK USD 0.01 | 25,662 | $3,000 | 0.0% | $2.97 | -86.5% | COMMON STOCK | P94398107 |
| — | COMMUNITY BANKERS TRUST CORP COMMON STOCK USD 0.01 | 300 | $2,000 | 0.0% | $3.33 | — | COMMON STOCK | 203612106 |
| — | DOVER MOTORSPORTS INC COMMON STOCK USD 0.1 | 1,000 | $2,000 | 0.0% | $2.00 | — | COMMON STOCK | 260174107 |
| DLAPQ | DELTA APPAREL INC COMMON STOCK USD 0.01 | 158 | $2,000 | 0.0% | $14.65 | +9.1% | COMMON STOCK | 247368103 |
| — | INTERNATIONAL SHIPHOLDING CORP COMMON STOCK USD 1 | 1,527 | $2,000 | 0.0% | $23.93 | — | COMMON STOCK | 460321201 |
| — | NORTHEAST COMMUNITY BANCORP INC COMMON STOCK USD | 300 | $2,000 | 0.0% | $6.67 | — | COMMON STOCK | 664112109 |
| KEQU | KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD 2.5 | 92 | $2,000 | 0.0% | $14.13 | +7.2% | COMMON STOCK | 492854104 |
| RCMT | RCM TECHNOLOGIES INC COMMON STOCK USD 0.05 | 400 | $2,000 | 0.0% | $5.66 | -9.7% | COMMON STOCK | 749360400 |
| RFIL | RF INDUSTRIES LTD COMMON STOCK USD 0.01 | 443 | $2,000 | 0.0% | $5.30 | -25.4% | COMMON STOCK | 749552105 |
| CDRBQ | CODE REBEL CORP COMMON STOCK USD | 665 | $2,000 | 0.0% | $33.09 | -85.8% | COMMON STOCK | 19200J106 |
| — | ENGLOBAL CORP COMMON STOCK USD 0.001 | 1,900 | $2,000 | 0.0% | $1.72 | — | COMMON STOCK | 293306106 |
| BCBP | BCB BANCORP INC COMMON STOCK USD 0 | 221 | $2,000 | 0.0% | $7.49 | -15.8% | COMMON STOCK | 055298103 |
| LAKE | LAKELAND INDUSTRIES INC COMMON STOCK USD 0.01 | 200 | $2,000 | 0.0% | $4.12 | +222.0% | COMMON STOCK | 511795106 |
| UBFO | UNITED SECURITY BANCSHARES/FRESNO CA COMMON STOCK | 293 | $2,000 | 0.0% | $2.44 | +34.2% | COMMON STOCK | 911460103 |
| SYPR | SYPRIS SOLUTIONS INC COMMON STOCK USD 0.01 | 836 | $1,000 | 0.0% | $4.22 | -71.4% | COMMON STOCK | 871655106 |
| — | VICON INDUSTRIES INC COMMON STOCK USD 0.01 | 371 | $1,000 | 0.0% | $2.70 | — | COMMON STOCK | 925811101 |
| — | ATLANTIC COAST FINANCIAL CORP COMMON STOCK USD | 235 | $1,000 | 0.0% | $4.26 | — | COMMON STOCK | 048426100 |
| AXR | AMREP CORP COMMON STOCK USD 0.1 | 216 | $1,000 | 0.0% | $5.55 | -18.4% | COMMON STOCK | 032159105 |
| — | PERFUMANIA HOLDINGS INC COMMON STOCK USD 0.01 | 220 | $1,000 | 0.0% | $5.27 | — | COMMON STOCK | 71376C100 |
| — | SOUTHERN NATIONAL BANCORP OF VIRGINIA INC COMMON | 49 | $1,000 | 0.0% | $20.41 | — | COMMON STOCK | 843395104 |
| — | EMERALD OIL INC COMMON STOCK USD 0.001 | 665 | $1,000 | 0.0% | $4.51 | — | COMMON STOCK | 29101U407 |
| — | OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK USD | 340 | $1,000 | 0.0% | $2.94 | — | COMMON STOCK | 69036R301 |
| — | INTERPACE DIAGNOSTICS GROUP INC COMMON STOCK USD | 1,600 | $1,000 | 0.0% | $0.63 | — | COMMON STOCK | 46062X105 |
| OCC | OPTICAL CABLE CORP COMMON STOCK USD 0 | 300 | $1,000 | 0.0% | $4.27 | -27.9% | COMMON STOCK | 683827208 |
| — | SUNLINK HEALTH SYSTEMS INC COMMON STOCK USD 0 | 700 | $1,000 | 0.0% | $1.43 | — | COMMON STOCK | 86737U102 |
| — | LINNCO LLC COMMON STOCK USD | 1,400 | $1,000 | 0.0% | $31.29 | — | COMMON STOCK | 535782106 |
| — | GIGOPTIX INC COMMON STOCK USD 0.001 | 427 | $1,000 | 0.0% | $2.34 | — | COMMON STOCK | 37517Y103 |
| — | ARRHYTHMIA RESEARCH TECHNOLOGY INC COMMON STOCK | 200 | $1,000 | 0.0% | $5.00 | — | COMMON STOCK | 042698308 |
| — | HOPFED BANCORP INC COMMON STOCK USD 0.01 | 12 | $0 | 0.0% | — | — | COMMON STOCK | 439734104 |
| — | QC HOLDINGS INC COMMON STOCK USD 0.01 | 37 | $0 | 0.0% | — | — | COMMON STOCK | 74729T101 |