Location: Stamford, CT
CIK: 0001423442 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 8, 2018
Total Value: $4.571B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VLO | VALERO ENERGY CORP COM USD1 | 1,862,024 | $173M | 3.8% | $41.52 | +64.2% | COMMON | 91913Y100 |
| AMP | AMERIPRISE FINANCIAL INC COM | 1,068,999 | $158M | 3.5% | $93.62 | +49.5% | COMMON | 03076C106 |
| LYB | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 1,446,703 | $153M | 3.3% | $52.15 | +32.3% | COMMON | N53745100 |
| BA | BOEING CO COM USD5 | 415,004 | $136M | 3.0% | $129.38 | +149.6% | COMMON | 097023105 |
| C | CITIGROUP INC COM USD.01 | 1,679,154 | $113M | 2.5% | $54.91 | +5.0% | COMMON | 172967424 |
| TGT | TARGET CORP COM USD1 | 1,593,657 | $111M | 2.4% | $50.34 | +16.1% | COMMON | 87612E106 |
| PG | PROCTER & GAMBLE CO COM NPV | 1,328,932 | $105M | 2.3% | $71.23 | -4.7% | COMMON | 742718109 |
| BBY | BEST BUY CO INC COM USD.1 | 1,464,226 | $102M | 2.2% | $26.22 | +104.5% | COMMON | 086516101 |
| WU | WESTERN UNION CO COM USD.01 | 5,306,114 | $102M | 2.2% | $19.18 | — | COMMON | 959802109 |
| — | EXPRESS SCRIPTS HOLDING CO COM USD.01 | 1,430,886 | $98.85M | 2.2% | $71.13 | — | COMMON | 30219G108 |
| CAG | CONAGRA BRANDS INC COM USD5 | 2,457,526 | $90.64M | 2.0% | $26.24 | +3.8% | COMMON | 205887102 |
| HIG | HARTFORD FINANCIAL SERVICES COM NPV | 1,715,796 | $88.4M | 1.9% | $42.22 | +8.7% | COMMON | 416515104 |
| GLW | CORNING INC COM USD5 | 3,090,478 | $86.16M | 1.9% | $21.46 | +15.6% | COMMON | 219350105 |
| RF | REGIONS FINANCIAL CORP COM USD.625 | 4,632,585 | $86.08M | 1.9% | $11.87 | +17.1% | COMMON | 7591EP100 |
| MPC | MARATHON PETROLEUM CORP COM USD0.01 | 1,110,988 | $81.23M | 1.8% | $49.79 | +7.9% | COMMON | 56585A102 |
| FITB | FIFTH THIRD BANCORP COM USD6.67 | 2,434,995 | $77.31M | 1.7% | $23.64 | +2.4% | COMMON | 316773100 |
| SYY | SYSCO CORP COM USD1 | 1,238,533 | $74.26M | 1.6% | $43.63 | +12.9% | COMMON | 871829107 |
| — | SEAGATE TECHNOLOGY PLC COM USD.00001 | 1,086,825 | $63.6M | 1.4% | $47.07 | — | COMMON | G7945M107 |
| CDNS | CADENCE DESIGN SYSTEMS INC COM USD.01 | 1,718,835 | $63.2M | 1.4% | $35.34 | +15.4% | COMMON | 127387108 |
| MCK | MCKESSON CORP COM USD2 | 430,796 | $60.69M | 1.3% | $144.19 | +1.5% | COMMON | 58155Q103 |
| CE | CELANESE CORP COM USD.01 | 574,051 | $57.53M | 1.3% | $85.70 | +5.7% | COMMON | 150870103 |
| AAL | AMERICAN AIRLINES GROUP INC COM USD.01 | 1,100,366 | $57.18M | 1.3% | $51.32 | +1.9% | COMMON | 02376R102 |
| MET | METLIFE INC COM | 1,174,013 | $53.88M | 1.2% | $37.18 | -0.4% | COMMON | 59156R108 |
| VOYA | VOYA FINANCIAL INC COM USD.01 | 1,060,101 | $53.54M | 1.2% | $46.17 | +0.5% | COMMON | 929089100 |
| MCD | MCDONALD'S CORP COM NPV | 338,893 | $53M | 1.2% | $99.87 | +36.8% | COMMON | 580135101 |
| — | WYNDHAM WORLDWIDE CORP COM USD | 443,820 | $50.79M | 1.1% | $84.49 | — | COMMON | 98310W108 |
| AXP | AMERICAN EXPRESS CO COM USD.6 | 515,734 | $48.11M | 1.1% | $64.38 | +35.2% | COMMON | 025816109 |
| MSI | MOTOROLA SOLUTIONS INC COM USD.01 | 442,478 | $46.59M | 1.0% | $69.87 | +31.0% | COMMON | 620076307 |
| GILD | GILEAD SCIENCES INC COM USD.001 | 602,713 | $45.44M | 1.0% | $53.68 | +9.8% | COMMON | 375558103 |
| MSCI | MSCI INC CL A COM USD.01 | 297,390 | $44.45M | 1.0% | $89.47 | +47.5% | COMMON | 55354G100 |
| SLF | SUN LIFE FINANCIAL INC COM NPV | 1,051,628 | $43.16M | 0.9% | $32.13 | +31.2% | COMMON | 866796105 |
| GIS | GENERAL MILLS INC COM USD.75 | 956,645 | $43.11M | 0.9% | $40.68 | +0.7% | COMMON | 370334104 |
| GWW | GRAINGER (W W) INC COM USD1 | 147,041 | $41.51M | 0.9% | $190.56 | +23.3% | COMMON | 384802104 |
| RY | ROYAL BANK OF CANADA COM NPV | 534,764 | $41.29M | 0.9% | $68.54 | +18.5% | COMMON | 780087102 |
| — | CDK GLOBAL INC COM USD0.01 | 646,030 | $40.92M | 0.9% | $62.82 | — | COMMON | 12508E101 |
| TECK | TECK RESOURCES LTD Cl B Com Npv Svtg | 1,572,435 | $40.47M | 0.9% | $21.86 | +28.9% | COMMON | 878742204 |
| ALLY | ALLY FINANCIAL INC COM USD.01 | 1,485,517 | $40.33M | 0.9% | $22.55 | +0.1% | COMMON | 02005N100 |
| SEE | SEALED AIR CORP COM USD.01 | 939,426 | $40.2M | 0.9% | $39.28 | -0.2% | COMMON | 81211K100 |
| NTAP | NETAPP INC COM NPV | 645,402 | $39.82M | 0.9% | $30.88 | +60.2% | COMMON | 64110D104 |
| CVS | CVS HEALTH CORP COM USD1 | 631,110 | $39.26M | 0.9% | $58.73 | -4.9% | COMMON | 126650100 |
| PHM | PULTEGROUP INC COM USD.01 | 1,319,690 | $38.92M | 0.9% | $27.52 | +3.2% | COMMON | 745867101 |
| UAL | UNITED CONTINENTAL HLDGS INC COM NEW | 519,722 | $36.11M | 0.8% | $56.29 | +22.7% | COMMON | 910047109 |
| KSS | KOHL'S CORP COM USD.01 | 541,304 | $35.46M | 0.8% | $45.73 | +38.8% | COMMON | 500255104 |
| — | AEGON NV NY SHR ADR | 5,116,376 | $34.64M | 0.8% | $5.25 | — | COMMON | 007924103 |
| MFC | MANULIFE FINANCIAL CORP COM NPV | 1,785,640 | $33.13M | 0.7% | $17.63 | +13.5% | COMMON | 56501R106 |
| — | DISCOVER FINANCIAL SVCS COM USD.01 | 445,205 | $32.02M | 0.7% | $68.79 | — | COMMON | 254709108 |
| MEOH | METHANEX CORP COM NPV | 526,746 | $31.89M | 0.7% | $53.09 | +10.5% | COMMON | 59151K108 |
| LEA | LEAR CORP COM NPV | 158,757 | $29.54M | 0.6% | $122.22 | +31.4% | COMMON | 521865204 |
| — | CBS CORP CL B COM USD.01 NVTG | 564,416 | $29.01M | 0.6% | $49.69 | — | COMMON | 124857202 |
| — | SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 306,620 | $25.66M | 0.6% | $71.32 | — | COMMON | 848574109 |
| GS | GOLDMAN SACHS GROUP INC COM USD.01 | 101,038 | $25.45M | 0.6% | $190.23 | +14.8% | COMMON | 38141G104 |
| — | UNITED TECHNOLOGIES CORP COM USD5 | 197,720 | $24.88M | 0.5% | $100.87 | — | COMMON | 913017109 |
| TD | TORONTO DOMINION BANK COM NPV | 434,899 | $24.66M | 0.5% | $48.77 | +20.0% | COMMON | 891160509 |
| AAPL | APPLE INC COM NPV | 138,708 | $23.27M | 0.5% | $35.20 | +14.8% | COMMON | 037833100 |
| — | CENTURYLINK INC COM USD1 | 1,396,075 | $22.94M | 0.5% | $30.56 | — | COMMON | 156700106 |
| KR | KROGER CO COM USD1 | 949,095 | $22.72M | 0.5% | $21.57 | +6.5% | COMMON | 501044101 |
| JPM | JPMORGAN CHASE & CO COM USD12 | 190,635 | $20.96M | 0.5% | $75.92 | +20.4% | COMMON | 46625H100 |
| — | SIRIUS XM HOLDINGS INC COM USD.001 | 3,264,280 | $20.37M | 0.4% | $4.34 | — | COMMON | 82968B103 |
| VFC | VF CORP COM NPV | 272,567 | $20.2M | 0.4% | $67.01 | +7.9% | COMMON | 918204108 |
| IBM | INTL BUSINESS MACHINES CORP COM USD.2 | 130,836 | $20.07M | 0.4% | $106.70 | +0.6% | COMMON | 459200101 |
| — | CITRIX SYSTEMS INC COM USD.001 | 210,262 | $19.51M | 0.4% | $92.71 | — | COMMON | 177376100 |
| — | GRANITE REAL ESTATE INVEST STPLD UNIT | 466,641 | $18.39M | 0.4% | $39.08 | — | COMMON | 387437114 |
| SYF | SYNCHRONY FINANCIAL COM USD.001 | 535,008 | $17.94M | 0.4% | $30.49 | 0.0% | COMMON | 87165B103 |
| — | VALEANT PHARMACEUTICALS INTL COM NPV | 1,114,299 | $17.73M | 0.4% | $17.57 | — | COMMON | 91911K102 |
| WMT | WALMART INC COM USD.1 | 198,779 | $17.69M | 0.4% | $22.05 | +28.5% | COMMON | 931142103 |
| MGA | MAGNA INTERNATIONAL INC COM NPV | 304,412 | $17.14M | 0.4% | $33.94 | +28.8% | COMMON | 559222401 |
| LOW | LOWE'S COMPANIES INC COM USD.5 | 186,120 | $16.33M | 0.4% | $76.95 | +6.4% | COMMON | 548661107 |
| — | AETNA INC COM USD.01 | 94,321 | $15.94M | 0.3% | $161.21 | — | COMMON | 00817Y108 |
| — | FIRSTSERVICE CORP SUB VTG | 215,550 | $15.79M | 0.3% | $61.43 | — | COMMON | 33767E103 |
| LMT | LOCKHEED MARTIN CORP COM USD1 | 45,859 | $15.5M | 0.3% | $238.54 | +15.5% | COMMON | 539830109 |
| MAN | MANPOWERGROUP COM NPV | 133,345 | $15.35M | 0.3% | $113.72 | +8.6% | COMMON | 56418H100 |
| CIGI | COLLIERS INTL GROUP INC COM NPV SVTG | 202,837 | $14.07M | 0.3% | $49.16 | +26.4% | COMMON | 194693107 |
| — | NORBORD INC COM NPV | 387,382 | $14.04M | 0.3% | $26.57 | — | COMMON | 65548P403 |
| — | WALGREENS BOOTS ALLIANCE INC COM USD1.25 | 199,152 | $13.04M | 0.3% | $71.37 | — | COMMON | 931427108 |
| — | TOTAL SYSTEM SERVICES INC COM USD.1 | 149,622 | $12.91M | 0.3% | $77.14 | — | COMMON | 891906109 |
| YUM | YUM BRANDS INC COM NPV | 148,629 | $12.65M | 0.3% | $54.28 | +30.8% | COMMON | 988498101 |
| — | THE STARS GROUP INC COM NPV | 456,241 | $12.59M | 0.3% | $26.01 | — | COMMON | 85570W100 |
| — | MOBILE TELESYSTEMS PJSC SPONSORED ADR | 1,064,256 | $12.12M | 0.3% | $10.38 | — | COMMON | 607409109 |
| — | CIT GROUP INC COM USD.01 | 234,843 | $12.1M | 0.3% | $49.62 | — | COMMON | 125581801 |
| RCI | ROGERS COMMUNICATIONS -CL B CL B COM NPV | 264,775 | $11.82M | 0.3% | $50.75 | -7.5% | COMMON | 775109200 |
| — | LAM RESEARCH CORP COM NPV | 55,651 | $11.31M | 0.2% | $162.41 | — | COMMON | 512807108 |
| — | SUNTRUST BANKS INC COM USD1 | 165,384 | $11.25M | 0.2% | $68.04 | — | COMMON | 867914103 |
| — | CHINA PETROLEUM & CHEM CORP SPON ADR | 125,922 | $11.14M | 0.2% | $80.25 | — | COMMON | 16941R108 |
| ISRG | INTUITIVE SURGICAL INC COM USD.001 | 26,977 | $11.14M | 0.2% | $121.40 | +15.0% | COMMON | 46120E602 |
| STLD | STEEL DYNAMICS INC COM USD.01 | 237,606 | $10.51M | 0.2% | $32.16 | +21.3% | COMMON | 858119100 |
| — | JUST ENERGY GROUP INC COM | 2,377,778 | $10.49M | 0.2% | $5.65 | — | COMMON | 48213W101 |
| MED | MEDIFAST INC COM USD.001 | 109,994 | $10.28M | 0.2% | $48.61 | +24.4% | COMMON | 58470H101 |
| — | CGI GROUP INC -CL A CL A COM NPV SVTG | 176,782 | $10.19M | 0.2% | $48.14 | — | COMMON | 39945C109 |
| CAE | CAE INC COM NPV | 541,227 | $10.07M | 0.2% | $13.59 | +31.4% | COMMON | 124765108 |
| INTC | INTEL CORP COM NPV | 187,481 | $9.764M | 0.2% | $30.69 | +30.6% | COMMON | 458140100 |
| — | SP PLUS CORP CL A USD.001 | 267,475 | $9.522M | 0.2% | $36.45 | — | COMMON | 78469C103 |
| — | ARCH COAL INC COM USD.01 | 97,621 | $8.969M | 0.2% | $83.06 | — | COMMON | 039380407 |
| — | BARRICK GOLD CORP COM NPV | 700,933 | $8.726M | 0.2% | $13.64 | — | COMMON | 067901108 |
| CNI | CANADIAN NATIONAL RAILWAY CO COM NPV | 115,025 | $8.401M | 0.2% | $66.90 | -0.3% | COMMON | 136375102 |
| — | SK TELECOM CO LTD SPON ADR | 336,758 | $8.139M | 0.2% | $23.03 | — | COMMON | 78440P108 |
| ADM | ARCHER-DANIELS-MIDLAND CO COM NPV | 184,298 | $7.993M | 0.2% | $30.28 | +10.2% | COMMON | 039483102 |
| COP | CONOCOPHILLIPS COM USD1.25 | 134,528 | $7.976M | 0.2% | $43.76 | 0.0% | COMMON | 20825C104 |
| IDXX | IDEXX LABS INC COM USD.1 | 41,131 | $7.872M | 0.2% | $139.04 | +32.7% | COMMON | 45168D104 |
| — | THOMSON-REUTERS CORP COM NPV | 198,306 | $7.664M | 0.2% | $44.91 | — | COMMON | 884903105 |
| EME | EMCOR GROUP INC COM USD.1 | 97,654 | $7.61M | 0.2% | $76.55 | +0.5% | COMMON | 29084Q100 |
| — | CELESTICA INC SUB VTG SHS | 734,403 | $7.594M | 0.2% | $12.63 | — | COMMON | 15101Q108 |
| MAR | MARRIOTT INTL INC CL A COM NPV | 55,652 | $7.568M | 0.2% | $130.85 | +0.3% | COMMON | 571903202 |
| CNC | CENTENE CORP COM USD.003 | 69,937 | $7.474M | 0.2% | $40.47 | +28.8% | COMMON | 15135B101 |
| MU | MICRON TECHNOLOGY INC COM USD.1 | 143,006 | $7.456M | 0.2% | $45.96 | +1.6% | COMMON | 595112103 |
| LPX | LOUISIANA-PACIFIC CORP COM USD1 | 248,470 | $7.148M | 0.2% | $25.16 | +13.9% | COMMON | 546347105 |
| TXN | TEXAS INSTRUMENTS INC COM USD1 | 68,290 | $7.095M | 0.2% | $73.16 | +18.7% | COMMON | 882508104 |
| — | TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | 432,175 | $7.062M | 0.2% | $15.34 | — | COMMON | G9019D104 |
| PGR | PROGRESSIVE CORP-OHIO COM USD1 | 113,978 | $6.945M | 0.2% | $26.97 | +65.8% | COMMON | 743315103 |
| WDC | WESTERN DIGITAL CORP COM USD.1 | 75,230 | $6.941M | 0.2% | $60.13 | +2.3% | COMMON | 958102105 |
| AMAT | APPLIED MATERIALS INC COM NPV | 124,126 | $6.903M | 0.2% | $25.23 | +101.6% | COMMON | 038222105 |
| CSCO | CISCO SYSTEMS INC COM NPV | 156,804 | $6.725M | 0.1% | $29.65 | +12.8% | COMMON | 17275R102 |
| ARCB | ARCBEST CORP COM USD.01 | 208,216 | $6.673M | 0.1% | $32.76 | +0.6% | COMMON | 03937C105 |
| RIO | RIO TINTO GROUP (GBR) SPON ADR | 121,932 | $6.283M | 0.1% | $50.70 | — | COMMON | 767204100 |
| CHE | CHEMED CORP COM USD1 | 22,927 | $6.256M | 0.1% | $192.54 | +34.0% | COMMON | 16359R103 |
| ADBE | ADOBE SYSTEMS INC COM NPV | 27,867 | $6.022M | 0.1% | $144.02 | +41.2% | COMMON | 00724F101 |
| TTEC | TTEC HOLDINGS INC COM USD.01 | 191,952 | $5.893M | 0.1% | $37.11 | 0.0% | COMMON | 89854H102 |
| AIZ | ASSURANT INC COM USD.01 | 62,493 | $5.712M | 0.1% | $82.50 | -4.7% | COMMON | 04621X108 |
| — | GANNETT CO INC COM USD.01 | 558,074 | $5.57M | 0.1% | $10.37 | — | COMMON | 36473H104 |
| HUM | HUMANA INC COM NPV | 20,091 | $5.401M | 0.1% | $221.23 | +14.4% | COMMON | 444859102 |
| — | JUNIPER NETWORKS INC COM USD.00001 | 213,706 | $5.199M | 0.1% | $25.88 | — | COMMON | 48203R104 |
| ROK | ROCKWELL AUTOMATION COM USD1 | 29,549 | $5.147M | 0.1% | $135.94 | +20.6% | COMMON | 773903109 |
| — | ANSYS INC COM USD.01 | 31,907 | $5M | 0.1% | $122.39 | — | COMMON | 03662Q105 |
| — | COOPER COMPANIES INC COM USD.1 | 21,387 | $4.894M | 0.1% | $235.29 | — | COMMON | 216648402 |
| MRTN | MARTEN TRANSPORT LTD COM USD.01 | 213,411 | $4.866M | 0.1% | $12.00 | +3.3% | COMMON | 573075108 |
| DIS | DISNEY (WALT) CO COM NPV | 48,438 | $4.865M | 0.1% | $100.40 | +0.6% | COMMON | 254687106 |
| — | DIAMOND OFFSHRE DRILLING INC COM USD.01 | 328,245 | $4.812M | 0.1% | $18.45 | — | COMMON | 25271C102 |
| NOVT | NOVANTA INC COM NPV | 90,761 | $4.733M | 0.1% | $33.44 | +63.8% | COMMON | 67000B104 |
| — | CABOT MICROELECTRONICS CORP COM USD.001 | 44,157 | $4.73M | 0.1% | $71.99 | — | COMMON | 12709P103 |
| A | AGILENT TECHNOLOGIES INC COM USD.01 | 70,225 | $4.698M | 0.1% | $62.92 | +5.1% | COMMON | 00846U101 |
| — | ACTIVISION BLIZZARD INC COM | 67,052 | $4.523M | 0.1% | $61.80 | — | COMMON | 00507V109 |
| CTSH | COGNIZANT TECH SOLUTIONS CL A COM USD.01 | 54,293 | $4.371M | 0.1% | $62.47 | +13.0% | COMMON | 192446102 |
| — | TOTAL SA SPON ADR | 75,101 | $4.333M | 0.1% | $50.36 | — | COMMON | 89151E109 |
| PRU | PRUDENTIAL FINANCIAL INC COM USD.01 | 41,279 | $4.274M | 0.1% | $55.26 | +39.5% | COMMON | 744320102 |
| SAM | BOSTON BEER INC -CL A CL A COM USD.01 | 22,322 | $4.22M | 0.1% | $182.97 | +0.5% | COMMON | 100557107 |
| — | GENERAL ELECTRIC CO COM USD.63 | 308,686 | $4.161M | 0.1% | $28.27 | — | COMMON | 369604103 |
| OMC | OMNICOM GROUP COM USD.5 | 57,231 | $4.159M | 0.1% | $56.30 | +0.3% | COMMON | 681919106 |
| GD | GENERAL DYNAMICS CORP COM USD1 | 18,561 | $4.1M | 0.1% | $140.15 | +29.9% | COMMON | 369550108 |
| PFE | PFIZER INC COM USD.1 | 114,482 | $4.063M | 0.1% | $19.93 | +21.6% | COMMON | 717081103 |
| NVR | NVR INC COM USD.01 | 1,360 | $3.808M | 0.1% | $2828.25 | +12.4% | COMMON | 62944T105 |
| IEX | IDEX CORP COM USD.01 | 26,383 | $3.76M | 0.1% | $111.94 | +13.3% | COMMON | 45167R104 |
| ON | ON SEMICONDUCTOR CORP COM USD.01 | 153,511 | $3.755M | 0.1% | $24.05 | +0.3% | COMMON | 682189105 |
| EVR | EVERCORE INC CL A COM USD.01 | 42,352 | $3.693M | 0.1% | $74.65 | +6.0% | COMMON | 29977A105 |
| ELV | ANTHEM INC COM USD.01 | 16,407 | $3.605M | 0.1% | $165.05 | +28.3% | COMMON | 036752103 |
| — | LIBERTY INTERACTV CP QVC GRP INT COM SER A | 142,081 | $3.576M | 0.1% | $24.10 | — | COMMON | 53071M104 |
| CM | CANADIAN IMPERIAL BANK COM NPV | 37,964 | $3.349M | 0.1% | $23.75 | +35.4% | COMMON | 136069101 |
| CRL | CHARLES RIVER LABS INTL INC COM USD.01 | 30,767 | $3.284M | 0.1% | $108.32 | -0.5% | COMMON | 159864107 |
| TDC | TERADATA CORP COM USD.01 | 80,950 | $3.211M | 0.1% | $29.36 | +34.2% | COMMON | 88076W103 |
| — | CA INC COM USD.1 | 92,634 | $3.14M | 0.1% | $30.12 | — | COMMON | 12673P105 |
| — | WESTROCK CO COM USD.01 | 48,847 | $3.135M | 0.1% | $58.47 | — | COMMON | 96145D105 |
| SIG | SIGNET JEWELERS LTD COM USD.18 | 81,203 | $3.128M | 0.1% | $59.12 | -29.0% | COMMON | G81276100 |
| — | HILLENBRAND INC COM NPV | 66,764 | $3.065M | 0.1% | $45.21 | — | COMMON | 431571108 |
| EA | ELECTRONIC ARTS INC COM USD.01 | 25,057 | $3.038M | 0.1% | $109.25 | +7.9% | COMMON | 285512109 |
| BAX | BAXTER INTERNATIONAL INC COM USD1 | 45,268 | $2.944M | 0.1% | $39.25 | +50.1% | COMMON | 071813109 |
| — | SANDERSON FARMS INC COM USD1 | 24,552 | $2.922M | 0.1% | $131.97 | — | COMMON | 800013104 |
| — | FIRSTCASH INC COM USD.01 | 35,847 | $2.913M | 0.1% | $80.72 | — | COMMON | 33767D105 |
| HSBC | HSBC HLDGS PLC SPON ADR | 61,029 | $2.909M | 0.1% | $39.96 | — | COMMON | 404280406 |
| — | VIACOM INC CL B COM USD | 90,445 | $2.809M | 0.1% | $31.06 | — | COMMON | 92553P201 |
| NYT | NEW YORK TIMES CO -CL A CL A COM USD.1 | 115,772 | $2.79M | 0.1% | $16.96 | +26.4% | COMMON | 650111107 |
| FLWS | 1-800-FLOWERS.COM CL A COM USD.01 | 233,055 | $2.75M | 0.1% | $11.52 | +1.0% | COMMON | 68243Q106 |
| — | CNOOC LTD SPONSORED ADR | 18,342 | $2.712M | 0.1% | $141.93 | — | COMMON | 126132109 |
| GAP | GAP INC COM USD.05 | 86,391 | $2.695M | 0.1% | $22.89 | +8.3% | COMMON | 364760108 |
| UNP | UNION PACIFIC CORP COM USD2.5 | 20,022 | $2.692M | 0.1% | $111.07 | +1.8% | COMMON | 907818108 |
| DGX | QUEST DIAGNOSTICS INC COM NPV | 26,563 | $2.664M | 0.1% | $86.68 | +0.9% | COMMON | 74834L100 |
| AFL | AFLAC INC COM USD.1 | 60,705 | $2.657M | 0.1% | $36.19 | +1.7% | COMMON | 001055102 |
| PRGS | PROGRESS SOFTWARE CORP COM USD.01 | 67,305 | $2.588M | 0.1% | $42.60 | +7.6% | COMMON | 743312100 |
| — | BT GROUP PLC ADR | 157,049 | $2.538M | 0.1% | $18.10 | — | COMMON | 05577E101 |
| — | CANADIAN PACIFIC RAILWAY LTD COM CAD5 | 13,805 | $2.433M | 0.1% | $174.69 | — | COMMON | 13645T100 |
| SSRM | SSR MINING INC COM NPV | 248,270 | $2.39M | 0.1% | $9.14 | -4.4% | COMMON | 784730103 |
| — | BLUCORA INC COM USD.0001 | 96,925 | $2.384M | 0.1% | $23.64 | — | COMMON | 095229100 |
| — | ASGN INC | 28,992 | $2.374M | 0.1% | $67.71 | — | COMMON | 682159108 |
| GDOT | GREEN DOT CORP CL A COM USD.001 | 36,625 | $2.35M | 0.1% | $32.16 | +96.0% | COMMON | 39304D102 |
| — | TRINSEO SA ORD NPV | 31,598 | $2.34M | 0.1% | $60.25 | — | COMMON | L9340P101 |
| GM | GENERAL MOTORS CO COM USD.01 | 64,198 | $2.333M | 0.1% | $25.58 | +39.7% | COMMON | 37045V100 |
| COF | CAPITAL ONE FINANCIAL CORP COM USD.01 | 24,161 | $2.315M | 0.1% | $75.28 | +15.4% | COMMON | 14040H105 |
| ABBV | ABBVIE INC COM USD.01 | 24,161 | $2.287M | 0.1% | $43.04 | +82.4% | COMMON | 00287Y109 |
| RMR | RMR GROUP INC CL A COM USD0.001 | 32,496 | $2.273M | 0.0% | $28.81 | +20.1% | COMMON | 74967R106 |
| ENTA | ENANTA PHARMACEUTICALS INC COM USD0.01 | 26,951 | $2.181M | 0.0% | $71.34 | +7.9% | COMMON | 29251M106 |
| — | NEPTUNE TECH & BIORESSOURCES COM | 751,128 | $2.109M | 0.0% | $2.81 | — | COMMON | 64077P108 |
| VRSN | VERISIGN INC COM USD.01 | 17,739 | $2.103M | 0.0% | $99.82 | +15.0% | COMMON | 92343E102 |
| BB | BLACKBERRY LTD COM NPV | 182,829 | $2.1M | 0.0% | $10.91 | +16.5% | COMMON | 09228F103 |
| MC | MOELIS & CO CL A COM USD.01 | 40,762 | $2.073M | 0.0% | $18.00 | +60.9% | COMMON | 60786M105 |
| CVI | CVR ENERGY INC COM USD.01 | 67,267 | $2.033M | 0.0% | $15.36 | +16.9% | COMMON | 12662P108 |
| — | LITHIUM AMERICAS CORP COM NPV | 375,071 | $2.031M | 0.0% | $5.41 | — | COMMON | 53680Q207 |
| — | AARON'S INC COM USD.5 | 43,512 | $2.028M | 0.0% | $42.21 | — | COMMON | 002535300 |
| — | ENERPLUS CORP COM NPV | 178,965 | $2.011M | 0.0% | $11.24 | — | COMMON | 292766102 |
| INGN | INOGEN INC COM USD.001 | 16,302 | $2.003M | 0.0% | $98.17 | +24.4% | COMMON | 45780L104 |
| DSGX | DESCARTES SYSTEMS GROUP INC COM NPV | 69,916 | $1.997M | 0.0% | $28.59 | -2.5% | COMMON | 249906108 |
| — | VMWARE INC -CL A CL A COM USD.01 | 16,215 | $1.966M | 0.0% | $119.76 | — | COMMON | 928563402 |
| PAHC | PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 | 49,474 | $1.964M | 0.0% | $35.61 | +4.0% | COMMON | 71742Q106 |
| ALG | ALAMO GROUP INC COM USD.1 | 17,581 | $1.932M | 0.0% | $96.57 | +12.5% | COMMON | 011311107 |
| MKSI | MKS INSTRUMENTS INC COM NPV | 16,275 | $1.882M | 0.0% | $96.55 | +6.8% | COMMON | 55306N104 |
| WAT | WATERS CORP COM USD.01 | 9,404 | $1.868M | 0.0% | $139.71 | +48.0% | COMMON | 941848103 |
| — | HARRIS CORP COM USD1 | 11,553 | $1.863M | 0.0% | $135.59 | — | COMMON | 413875105 |
| JKHY | HENRY (JACK) & ASSOCIATES COM USD.01 | 15,303 | $1.851M | 0.0% | $93.12 | +18.9% | COMMON | 426281101 |
| PENN | PENN NATIONAL GAMING INC COM USD.01 | 68,881 | $1.809M | 0.0% | $24.16 | +19.6% | COMMON | 707569109 |
| BCC | BOISE CASCADE CO COM USD.01 | 46,200 | $1.783M | 0.0% | $26.78 | +4.3% | COMMON | 09739D100 |
| DRI | DARDEN RESTAURANTS INC COM NPV | 20,413 | $1.74M | 0.0% | $59.32 | +28.3% | COMMON | 237194105 |
| KMB | KIMBERLY-CLARK CORP COM USD1.25 | 15,517 | $1.709M | 0.0% | $93.84 | -8.1% | COMMON | 494368103 |
| WERN | WERNER ENTERPRISES INC COM USD.01 | 46,154 | $1.685M | 0.0% | $35.60 | +9.3% | COMMON | 950755108 |
| DDS | DILLARDS INC -CL A CL A COM NPV | 20,481 | $1.645M | 0.0% | $45.08 | +20.6% | COMMON | 254067101 |
| EBF | ENNIS INC COM USD2.5 | 82,801 | $1.631M | 0.0% | $12.15 | +1.5% | COMMON | 293389102 |
| GIL | GILDAN ACTIVEWEAR INC CL A SUBVTG NPV | 55,798 | $1.61M | 0.0% | $23.06 | +17.9% | COMMON | 375916103 |
| — | STAMPS.COM INC COM USD.001 | 7,980 | $1.604M | 0.0% | $199.75 | — | COMMON | 852857200 |
| HLI | HOULIHAN LOKEY INC CL A COM USD.001 | 35,605 | $1.588M | 0.0% | $34.54 | +16.6% | COMMON | 441593100 |
| KLIC | KULICKE & SOFFA INDUSTRIES COM NPV | 63,445 | $1.587M | 0.0% | $16.51 | +27.3% | COMMON | 501242101 |
| — | ION GEOPHYSICAL CORP COM USD.01 | 57,060 | $1.546M | 0.0% | $22.65 | — | COMMON | 462044207 |
| — | VARIAN MEDICAL SYSTEMS INC COM USD1 | 12,337 | $1.513M | 0.0% | $103.57 | — | COMMON | 92220P105 |
| AMGN | AMGEN INC COM NPV | 8,850 | $1.509M | 0.0% | $126.67 | +14.0% | COMMON | 031162100 |
| CYD | CHINA YUCHAI INTERNATIONAL COM USD.1 | 71,127 | $1.506M | 0.0% | $9.55 | +63.1% | COMMON | G21082105 |
| — | PRA HEALTH SCIENCES INC COM USD.01 | 17,430 | $1.446M | 0.0% | $75.48 | — | COMMON | 69354M108 |
| IX | ORIX CORP SPONSORED ADR | 16,060 | $1.443M | 0.0% | $89.85 | — | COMMON | 686330101 |
| BLDP | BALLARD POWER SYSTEMS INC COM NPV | 404,784 | $1.441M | 0.0% | $4.89 | -27.3% | COMMON | 058586108 |
| RUSHA | RUSH ENTERPRISES INC CL A COM USD.01 | 33,646 | $1.43M | 0.0% | $20.12 | +3.3% | COMMON | 781846209 |
| WD | WALKER & DUNLOP INC COM USD 0.01 | 23,501 | $1.396M | 0.0% | $35.95 | +13.2% | COMMON | 93148P102 |
| CMI | CUMMINS INC COM USD2.5 | 8,561 | $1.388M | 0.0% | $97.11 | +43.9% | COMMON | 231021106 |
| RJF | RAYMOND JAMES FINANCIAL CORP COM USD.01 | 15,476 | $1.384M | 0.0% | $46.70 | +18.0% | COMMON | 754730109 |
| WOR | WORTHINGTON INDUSTRIES COM NPV | 32,136 | $1.379M | 0.0% | $30.61 | -8.3% | COMMON | 981811102 |
| FNF | FIDELITY NATL FINL FNF GROUP COM USD.0001 | 34,346 | $1.375M | 0.0% | $27.26 | +0.0% | COMMON | 31620R303 |
| ODFL | OLD DOMINION FREIGHT COM USD.1 | 9,353 | $1.375M | 0.0% | $44.64 | +2.5% | COMMON | 679580100 |
| — | VONAGE HOLDINGS CORP COM USD.001 | 126,043 | $1.342M | 0.0% | $10.50 | — | COMMON | 92886T201 |
| IDCC | INTERDIGITAL INC COM USD.01 | 18,135 | $1.335M | 0.0% | $77.91 | -1.7% | COMMON | 45867G101 |
| SNPS | SYNOPSYS INC COM USD.01 | 16,015 | $1.333M | 0.0% | $64.09 | +37.1% | COMMON | 871607107 |
| COHU | COHU INC COM USD1 | 57,475 | $1.311M | 0.0% | $17.64 | +22.5% | COMMON | 192576106 |
| MTRN | MATERION CORP COM USD1 | 25,243 | $1.289M | 0.0% | $46.38 | +10.1% | COMMON | 576690101 |
| OXM | OXFORD INDUSTRIES INC COM USD1 | 17,055 | $1.272M | 0.0% | $77.26 | +3.7% | COMMON | 691497309 |
| QNST | QUINSTREET INC COM USD.001 | 98,011 | $1.252M | 0.0% | $9.34 | +25.3% | COMMON | 74874Q100 |
| — | ATRION CORP COM USD1 | 1,915 | $1.209M | 0.0% | $604.31 | — | COMMON | 049904105 |
| AMKR | AMKOR TECHNOLOGY INC COM USD.001 | 119,235 | $1.208M | 0.0% | $9.43 | +2.9% | COMMON | 031652100 |
| HAE | HAEMONETICS CORP COM USD.01 | 16,372 | $1.198M | 0.0% | $68.58 | +0.0% | COMMON | 405024100 |
| ING | ING GROEP NV SPON ADR | 70,455 | $1.193M | 0.0% | $16.00 | — | COMMON | 456837103 |
| MUFG | MITSUBISHI UFJ FINANCIAL GRP ADR | 179,032 | $1.189M | 0.0% | $6.28 | — | COMMON | 606822104 |
| — | TECHTARGET INC COM USD.001 | 59,239 | $1.178M | 0.0% | $19.43 | — | COMMON | 87874R100 |
| VAC | MARRIOTT VACATIONS WORLDWIDE COM USD.01 | 8,809 | $1.173M | 0.0% | $114.29 | +23.7% | COMMON | 57164Y107 |
| TSN | TYSON FOODS INC -CL A CL A COM USD.1 | 15,622 | $1.143M | 0.0% | $51.35 | +19.8% | COMMON | 902494103 |
| MBUU | MALIBU BOATS INC CL A COM USD.01 | 34,071 | $1.132M | 0.0% | $25.47 | +27.8% | COMMON | 56117J100 |
| RACE | FERRARI NV COM EUR.01 | 9,256 | $1.116M | 0.0% | $81.90 | +48.0% | COMMON | N3167Y103 |
| JOUT | JOHNSON OUTDOORS INC -CL A CL A COM USD.05 | 17,976 | $1.115M | 0.0% | $46.49 | +37.5% | COMMON | 479167108 |
| BLKB | BLACKBAUD INC COM | 10,896 | $1.109M | 0.0% | $84.67 | +16.4% | COMMON | 09227Q100 |
| PFG | PRINCIPAL FINANCIAL GRP INC COM USD.01 | 17,946 | $1.093M | 0.0% | $35.43 | +36.6% | COMMON | 74251V102 |
| CAJPY | CANON INC ADR | 29,938 | $1.091M | 0.0% | $35.47 | — | COMMON | 138006309 |
| — | BOTTOMLINE TECHNOLOGIES INC COM USD.001 | 28,115 | $1.089M | 0.0% | $36.86 | — | COMMON | 101388106 |
| — | WEIGHT WATCHERS INTL INC COM NVP | 16,936 | $1.079M | 0.0% | $34.45 | — | COMMON | 948626106 |
| TRV | TRAVELERS COS INC COM | 7,707 | $1.07M | 0.0% | $76.54 | +53.6% | COMMON | 89417E109 |
| NVO | NOVO NORDISK A/S ADR | 21,565 | $1.062M | 0.0% | $48.25 | — | COMMON | 670100205 |
| NRC | NATIONAL RESEARCH CORP CL A COM USD.001 | 35,958 | $1.052M | 0.0% | $28.70 | +16.9% | COMMON | 637372202 |
| M | MACY'S INC COM NPV | 34,934 | $1.039M | 0.0% | $43.53 | -37.9% | COMMON | 55616P104 |
| TNET | TRINET GROUP INC COM USD.000025 | 22,379 | $1.037M | 0.0% | $33.28 | +29.3% | COMMON | 896288107 |
| APPF | APPFOLIO INC CL A COM USD.0001 | 25,127 | $1.026M | 0.0% | $43.62 | -4.6% | COMMON | 03783C100 |
| PLCE | CHILDRENS PLACE INC COM USD.1 | 7,467 | $1.01M | 0.0% | $109.75 | +32.5% | COMMON | 168905107 |
| CMTL | COMTECH TELECOMMUN COM NPV | 33,525 | $1.002M | 0.0% | $17.40 | +25.1% | COMMON | 205826209 |
| BXC | BLUELINX HOLDINGS INC COM USD.01 | 30,655 | $999K | 0.0% | $10.11 | +83.8% | COMMON | 09624H208 |
| EBS | EMERGENT BIOSOLUTIONS INC COM USD.01 | 18,934 | $997K | 0.0% | $48.01 | +3.8% | COMMON | 29089Q105 |
| CWST | CASELLA WASTE SYS INC -CL A CL A COM USD.01 | 41,932 | $980K | 0.0% | $17.64 | +38.8% | COMMON | 147448104 |
| TTC | TORO CO COM USD1 | 15,517 | $969K | 0.0% | $53.62 | +18.9% | COMMON | 891092108 |
| — | INTERPUBLIC GROUP OF COS COM USD.1 | 41,993 | $967K | 0.0% | $16.45 | -0.3% | COMMON | 460690100 |
| — | VERSO CORP CL A COM USD.01 | 55,662 | $937K | 0.0% | $16.99 | — | COMMON | 92531L207 |
| DECK | DECKERS OUTDOOR CORP COM USD.01 | 10,313 | $929K | 0.0% | $15.02 | 0.0% | COMMON | 243537107 |
| HCC | WARRIOR MET COAL INC COM USD0.01 | 33,037 | $925K | 0.0% | $24.09 | +20.2% | COMMON | 93627C101 |
| HEI | HEICO CORP COM USD.166 | 10,397 | $903K | 0.0% | $53.34 | +22.6% | COMMON | 422806109 |
| — | ENVESTNET INC COM USD.01 | 15,721 | $901K | 0.0% | $50.76 | — | COMMON | 29404K106 |
| ENVA | ENOVA INTERNATIONAL INC COM USD0.00001 | 40,795 | $900K | 0.0% | $14.01 | +43.6% | COMMON | 29357K103 |
| MLCO | MELCO RESORTS & ENTERTAINMEN ADR NPV | 31,014 | $899K | 0.0% | $23.42 | — | COMMON | 585464100 |
| — | PROVIDENCE SERVICE CORP CL A COM USD.001 | 12,909 | $893K | 0.0% | $55.95 | — | COMMON | 743815102 |
| CUK | CARNIVAL CORP/PLC (GBR) ADR | 13,495 | $884K | 0.0% | $63.36 | — | COMMON | 14365C103 |
| PLUS | EPLUS INC COM USD.01 | 11,137 | $865K | 0.0% | $35.86 | +7.5% | COMMON | 294268107 |
| CNA | CNA FINANCIAL CORP COM USD2.5 | 17,531 | $865K | 0.0% | $26.32 | +12.7% | COMMON | 126117100 |
| DAL | DELTA AIR LINES INC COM USD.0001 | 15,718 | $862K | 0.0% | $38.44 | +32.0% | COMMON | 247361702 |
| OSUR | ORASURE TECHNOLOGIES INC COM NPV | 49,984 | $844K | 0.0% | $19.18 | -1.2% | COMMON | 68554V108 |
| LGND | LIGAND PHARMACEUTICAL INC COM USD.001 | 5,101 | $843K | 0.0% | $85.65 | +15.5% | COMMON | 53220K504 |
| — | USA TRUCK INC COM USD.01 | 32,909 | $839K | 0.0% | $20.93 | — | COMMON | 902925106 |
| — | SINOPEC SHANGHAI PETROCHEM SPON ADR | 13,327 | $817K | 0.0% | $56.35 | — | COMMON | 82935M109 |
| OM2 | ORTHOFIX INTERNATIONAL NV COM USD.1 | 13,862 | $815K | 0.0% | $47.23 | — | COMMON | N6748L102 |
| NMR | NOMURA HOLDINGS INC SPONSORED ADR | 139,335 | $815K | 0.0% | $5.95 | — | COMMON | 65535H208 |
| CROX | CROCS INC COM USD.001 | 50,050 | $813K | 0.0% | $11.33 | +22.4% | COMMON | 227046109 |
| BIGGQ | BIG LOTS INC COM USD.01 | 18,630 | $811K | 0.0% | $40.74 | +8.1% | COMMON | 089302103 |
| ABBNY | ABB LTD SPONSORED ADR | 34,172 | $811K | 0.0% | $19.75 | — | COMMON | 000375204 |
| KAI | KADANT INC COM USD.01 | 8,477 | $801K | 0.0% | $47.62 | +95.5% | COMMON | 48282T104 |
| — | WADDELL&REED FINL INC -CL A CL A | 39,572 | $800K | 0.0% | $19.13 | — | COMMON | 930059100 |
| WLK | WESTLAKE CHEMICAL CORP COM USD.01 | 7,191 | $799K | 0.0% | $94.88 | +3.7% | COMMON | 960413102 |
| — | CHASE CORP COM USD.1 | 6,851 | $798K | 0.0% | $58.12 | — | COMMON | 16150R104 |
| AEIS | ADVANCED ENERGY INDS INC COM USD.001 | 12,437 | $795K | 0.0% | $41.31 | +64.0% | COMMON | 007973100 |
| — | CHARTER FINANCIAL CORP/MD COM USD.01 | 38,661 | $788K | 0.0% | $17.30 | — | COMMON | 16122W108 |
| TILE | INTERFACE INC COM USD.01 | 31,057 | $783K | 0.0% | $24.22 | +2.4% | COMMON | 458665304 |
| FOXF | FOX FACTORY HOLDING CP COM USD.001 | 22,251 | $777K | 0.0% | $26.23 | +44.7% | COMMON | 35138V102 |
| — | L BRANDS INC COM USD.5 | 19,991 | $764K | 0.0% | $38.22 | — | COMMON | 501797104 |
| — | QUALITY SYSTEMS INC COM USD.01 | 55,002 | $751K | 0.0% | $15.82 | — | COMMON | 747582104 |
| — | BOINGO WIRELESS INC COM USD.0001 | 30,245 | $749K | 0.0% | $16.32 | — | COMMON | 09739C102 |
| GGG | GRACO INC COM USD1 | 16,279 | $744K | 0.0% | $36.17 | +14.1% | COMMON | 384109104 |
| ENTG | ENTEGRIS INC COM USD.01 | 21,191 | $737K | 0.0% | $25.25 | +28.8% | COMMON | 29362U104 |
| — | ASPEN TECHNOLOGY INC COM USD.1 | 9,326 | $736K | 0.0% | $73.96 | — | COMMON | 045327103 |
| BCO | BRINKS CO COM SERVICES NPV | 10,194 | $727K | 0.0% | $44.84 | +57.3% | COMMON | 109696104 |
| — | LEUCADIA NATIONAL CORP COM USD1 | 31,918 | $725K | 0.0% | $26.24 | — | COMMON | 527288104 |
| QUAD | QUAD/GRAPHICS INC CL A COM USD.025 | 28,437 | $721K | 0.0% | $23.12 | +5.3% | COMMON | 747301109 |
| MSA | MSA SAFETY INC COM NPV | 8,639 | $719K | 0.0% | $74.83 | +7.2% | COMMON | 553498106 |
| LUV | SOUTHWEST AIRLINES COM USD1 | 12,550 | $719K | 0.0% | $54.33 | +0.0% | COMMON | 844741108 |
| UNFI | UNITED NATURAL FOODS INC COM USD.01 | 16,462 | $707K | 0.0% | $42.15 | +7.3% | COMMON | 911163103 |
| — | CHINA LODGING GROUP LTD -ADR ADR | 5,363 | $706K | 0.0% | $100.00 | — | COMMON | 16949N109 |
| CORT | CORCEPT THERAPEUTICS INC COM USD.00001 | 42,917 | $706K | 0.0% | $15.31 | +21.0% | COMMON | 218352102 |
| CHDN | CHURCHILL DOWNS INC COM NPV | 2,880 | $703K | 0.0% | $35.36 | +16.7% | COMMON | 171484108 |
| MMM | 3M CO COM NPV | 3,156 | $693K | 0.0% | $146.27 | +2.7% | COMMON | 88579Y101 |
| — | PETROCHINA CO LTD SPONSORED ADR | 9,882 | $689K | 0.0% | $65.61 | — | COMMON | 71646E100 |
| — | ZAGG INC COM USD.001 | 55,950 | $683K | 0.0% | $18.01 | — | COMMON | 98884U108 |
| — | KEMET CORP COM USD.01 | 37,632 | $682K | 0.0% | $10.54 | — | COMMON | 488360207 |
| WTI | W&T OFFSHORE INC COM USD.00001 | 151,427 | $671K | 0.0% | $3.98 | +6.5% | COMMON | 92922P106 |
| JLL | JONES LANG LASALLE INC COM USD.01 | 3,781 | $660K | 0.0% | $153.32 | +3.6% | COMMON | 48020Q107 |
| — | SCHNITZER STEEL INDS -CL A CL A COM USD.01 | 20,375 | $659K | 0.0% | $28.35 | — | COMMON | 806882106 |
| GNRC | GENERAC HOLDINGS INC COM USD0.01 | 14,325 | $658K | 0.0% | $49.67 | -4.3% | COMMON | 368736104 |
| KB | KB FINANCIAL GROUP SPON ADR | 11,220 | $650K | 0.0% | $45.97 | — | COMMON | 48241A105 |
| ALL | ALLSTATE CORP COM USD.01 | 6,785 | $643K | 0.0% | $49.30 | +63.7% | COMMON | 020002101 |
| — | PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | 27,930 | $633K | 0.0% | $22.66 | — | COMMON | 70932B101 |
| ANIK | ANIKA THERAPEUTICS INC COM USD.01 | 12,736 | $633K | 0.0% | $51.67 | +9.4% | COMMON | 035255108 |
| INTU | INTUIT INC COM NPV | 3,649 | $633K | 0.0% | $122.96 | +29.7% | COMMON | 461202103 |
| — | RUTHS HOSPITALITY GROUP INC COM USD.01 | 25,838 | $632K | 0.0% | $21.50 | — | COMMON | 783332109 |
| CW | CURTISS-WRIGHT CORP COM USD1 | 4,667 | $630K | 0.0% | $125.89 | 0.0% | COMMON | 231561101 |
| CHH | CHOICE HOTELS INTL INC COM USD.01 | 7,805 | $626K | 0.0% | $58.36 | +29.1% | COMMON | 169905106 |
| — | BARNES GROUP INC COM USD1 | 10,264 | $615K | 0.0% | $64.90 | — | COMMON | 067806109 |
| KWR | QUAKER CHEMICAL CORP COM USD1 | 4,097 | $607K | 0.0% | $131.68 | +15.1% | COMMON | 747316107 |
| PKG | PACKAGING CORP OF AMERICA COM USD.01 | 5,367 | $605K | 0.0% | $68.44 | +38.9% | COMMON | 695156109 |
| — | CONTINENTAL BUILDING PRODS COM USD.001 | 21,153 | $604K | 0.0% | $26.60 | — | COMMON | 211171103 |
| WGO | WINNEBAGO INDUSTRIES COM USD.5 | 16,028 | $603K | 0.0% | $42.42 | +8.6% | COMMON | 974637100 |
| FRME | FIRST MERCHANTS CORP COM NPV | 14,445 | $602K | 0.0% | $30.51 | +8.8% | COMMON | 320817109 |
| DEO | DIAGEO PLC SPON ADR | 4,421 | $599K | 0.0% | $140.08 | — | COMMON | 25243Q205 |
| TMUS | T-MOBILE US INC COM | 9,773 | $597K | 0.0% | $60.44 | 0.0% | COMMON | 872590104 |
| AMN | AMN HEALTHCARE SERVICES INC COM USD.01 | 10,512 | $597K | 0.0% | $52.67 | +3.2% | COMMON | 001744101 |
| — | MAGELLAN HEALTH INC COM NEW | 5,577 | $597K | 0.0% | $69.88 | — | COMMON | 559079207 |
| WNC | WABASH NATIONAL CORP COM USD.01 | 28,474 | $593K | 0.0% | $10.80 | +76.2% | COMMON | 929566107 |
| — | AMEDISYS INC COM USD.001 | 9,744 | $588K | 0.0% | $59.73 | — | COMMON | 023436108 |
| MO | ALTRIA GROUP INC COM USD1 | 9,370 | $584K | 0.0% | $27.67 | +32.1% | COMMON | 02209S103 |
| — | WESTPORT FUEL SYSTEMS INC COM NPV | 263,596 | $583K | 0.0% | $3.77 | — | COMMON | 960908309 |
| MGPI | MGP INGREDIENTS INC COM NPV | 6,326 | $567K | 0.0% | $74.89 | +8.6% | COMMON | 55303J106 |
| PKX | POSCO SPON ADR | 7,097 | $560K | 0.0% | $55.92 | — | COMMON | 693483109 |
| — | LHC GROUP INC COM USD.01 | 9,056 | $558K | 0.0% | $68.27 | — | COMMON | 50187A107 |
| PHG | KONINKLIJKE PHILIPS NV NY SHS ADR | 14,528 | $557K | 0.0% | $33.24 | — | COMMON | 500472303 |
| — | QAD INC CL A COM NPV | 13,367 | $557K | 0.0% | $32.61 | — | COMMON | 74727D306 |
| EXLS | EXLSERVICE HOLDINGS INC COM USD.001 | 9,882 | $551K | 0.0% | $11.94 | -0.1% | COMMON | 302081104 |
| — | HALYARD HEALTH INC COM USD.01 | 11,908 | $549K | 0.0% | $45.51 | — | COMMON | 40650V100 |
| CSW | CSW INDUSTRIALS INC COM USD.01 | 12,149 | $547K | 0.0% | $43.84 | +2.4% | COMMON | 126402106 |
| SQM | SOC QUIMICA Y MINERA DE CHI SPON ADR SER B | 11,115 | $546K | 0.0% | $46.87 | — | COMMON | 833635105 |
| VSH | VISHAY INTERTECHNOLOGY INC COM USD.1 | 29,104 | $541K | 0.0% | $17.89 | -4.4% | COMMON | 928298108 |
| MASI | MASIMO CORP COM USD.001 | 6,141 | $540K | 0.0% | $78.65 | +10.8% | COMMON | 574795100 |
| JPPYY | JUPAI HOLDINGS LTD -ADR ADR | 26,307 | $536K | 0.0% | $15.04 | — | COMMON | 48205B107 |
| — | TAILORED BRANDS INC COM USD.01 | 21,384 | $536K | 0.0% | $25.07 | — | COMMON | 87403A107 |
| THO | THOR INDUSTRIES INC COM USD.01 | 4,624 | $533K | 0.0% | $66.92 | +69.0% | COMMON | 885160101 |
| — | EVERI HOLDINGS INC COM USD.001 | 81,124 | $533K | 0.0% | $7.48 | — | COMMON | 30034T103 |
| — | YY INC -ADR ADR | 5,059 | $532K | 0.0% | $104.65 | — | COMMON | 98426T106 |
| TBI | TRUEBLUE INC COM NPV | 20,255 | $525K | 0.0% | $25.85 | +5.7% | COMMON | 89785X101 |
| EIG | EMPLOYERS HOLDINGS INC COM USD.01 | 12,982 | $525K | 0.0% | $31.17 | +3.4% | COMMON | 292218104 |
| — | XILINX INC COM USD.01 | 7,210 | $521K | 0.0% | $64.16 | — | COMMON | 983919101 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC COM USD.01 | 9,674 | $519K | 0.0% | $49.58 | 0.0% | COMMON | 78467J100 |
| — | CAMBIUM LEARNING GROUP INC COM USD.001 | 46,200 | $517K | 0.0% | $7.95 | — | COMMON | 13201A107 |
| — | GCI LIBERTY INC CL A COM NPV | 9,651 | $510K | 0.0% | $52.84 | — | COMMON | 36164V305 |
| RCKY | ROCKY BRANDS INC COM NPV | 23,743 | $509K | 0.0% | $13.41 | +42.3% | COMMON | 774515100 |
| NVRI | HARSCO CORP COM USD1.25 | 24,596 | $508K | 0.0% | $19.26 | -0.4% | COMMON | 415864107 |
| BSBR | BANCO SANTANDER BRASIL -ADR ADR | 41,893 | $504K | 0.0% | $9.00 | — | COMMON | 05967A107 |
| TSEM | TOWER SEMICONDUCTOR LTD ORD NIS1 | 18,646 | $502K | 0.0% | $21.71 | +46.6% | COMMON | M87915274 |
| XOMA | XOMA CORP COM USD.0005 | 24,637 | $498K | 0.0% | $27.74 | +0.9% | COMMON | 98419J206 |
| — | TRUSTCO BANK CORP/NY COM NPV | 58,541 | $495K | 0.0% | $8.53 | — | COMMON | 898349105 |
| AZTA | BROOKS AUTOMATION INC COM USD.01 | 18,010 | $488K | 0.0% | $20.83 | +26.1% | COMMON | 114340102 |
| LOGI | LOGITECH INTERNATIONAL SA ORD | 13,295 | $488K | 0.0% | $21.09 | +62.3% | COMMON | H50430232 |
| — | TOWN SPORTS INTL HOLDINGS COM USD.001 | 63,614 | $483K | 0.0% | $5.46 | — | COMMON | 89214A102 |
| — | RAVEN INDUSTRIES INC COM USD1 | 13,730 | $481K | 0.0% | $32.38 | — | COMMON | 754212108 |
| CNO | CNO FINANCIAL GROUP INC COM NEW | 22,144 | $480K | 0.0% | $19.68 | -0.1% | COMMON | 12621E103 |
| VC | VISTEON CORP COM NEW | 4,285 | $472K | 0.0% | $102.41 | +21.5% | COMMON | 92839U206 |
| ROL | ROLLINS INC COM USD1 | 9,139 | $466K | 0.0% | $16.50 | +21.0% | COMMON | 775711104 |
| QLYS | QUALYS INC COM USD0.001 | 6,298 | $458K | 0.0% | $56.22 | +22.7% | COMMON | 74758T303 |
| — | KMG CHEMICALS INC COM USD.01 | 7,599 | $456K | 0.0% | $46.80 | — | COMMON | 482564101 |
| SCZ | ISHARES TR EAFE SML CP ETF | 7,000 | $456K | 0.0% | $65.14 | — | COMMON | 464288273 |
| WLY | WILEY (JOHN) & SONS -CL A CL A COM USD1 | 7,155 | $456K | 0.0% | $50.25 | 0.0% | COMMON | 968223206 |
| OMCL | OMNICELL INC COM NPV | 10,441 | $453K | 0.0% | $49.55 | -7.2% | COMMON | 68213N109 |
| — | TABULA RASA HEALTHCARE INC COM USD.0001 | 11,637 | $452K | 0.0% | $28.09 | — | COMMON | 873379101 |
| — | MONOTYPE IMAGING HOLDINGS COM USD.01 | 19,774 | $444K | 0.0% | $22.96 | — | COMMON | 61022P100 |
| GOOGL | ALPHABET INC CL A COM USD.001 | 427 | $443K | 0.0% | $46.52 | +18.3% | COMMON | 02079K305 |
| TER | TERADYNE INC COM USD.125 | 9,520 | $435K | 0.0% | $29.39 | +49.4% | COMMON | 880770102 |
| — | VALHI INC COM USD1 | 71,610 | $434K | 0.0% | $6.12 | — | COMMON | 918905100 |
| — | CONVERGYS CORP COM NPV | 19,026 | $430K | 0.0% | $24.72 | — | COMMON | 212485106 |
| HCA | HCA HEALTHCARE INC COM USD0.01 | 4,412 | $428K | 0.0% | $77.52 | +16.5% | COMMON | 40412C101 |
| FSBW | FS BANCORP INC COM USD.01 | 7,881 | $422K | 0.0% | $18.34 | +25.1% | COMMON | 30263Y104 |
| PAMT | P.A.M. TRANSPORTATION SVCS COM USD.01 | 11,577 | $421K | 0.0% | $7.91 | +14.9% | COMMON | 693149106 |
| FCNCA | FIRST CITIZENS BANCSH -CL A CL A COM USD1 | 1,000 | $413K | 0.0% | $327.56 | +28.0% | COMMON | 31946M103 |
| MYE | MYERS INDUSTRIES INC COM NPV | 19,515 | $413K | 0.0% | $16.25 | -0.7% | COMMON | 628464109 |
| SONY | SONY CORP ADR | 8,485 | $410K | 0.0% | $35.11 | — | COMMON | 835699307 |
| VOD | VODAFONE GROUP PLC SPON ADR | 14,702 | $409K | 0.0% | $28.46 | — | COMMON | 92857W308 |
| ICLR | ICON PLC COM EUR.06 | 3,436 | $406K | 0.0% | $110.03 | +4.2% | COMMON | G4705A100 |
| UVE | UNIVERSAL INSURANCE HLDGS COM USD.01 | 12,566 | $401K | 0.0% | $18.18 | +65.4% | COMMON | 91359V107 |
| TGB | TASEKO MINES LTD COM NPV | 342,061 | $401K | 0.0% | $2.12 | -23.7% | COMMON | 876511106 |
| — | MDC HOLDINGS INC COM USD.01 | 14,377 | $401K | 0.0% | $33.74 | — | COMMON | 552676108 |
| — | NTT DOCOMO INC SPONS ADR | 15,593 | $399K | 0.0% | $23.92 | — | COMMON | 62942M201 |
| CNNE | CANNAE HOLDINGS INC COM | 21,032 | $397K | 0.0% | $17.03 | +0.3% | COMMON | 13765N107 |
| FIS | FIDELITY NATIONAL INFO SVCS COM | 4,103 | $395K | 0.0% | $78.20 | +8.6% | COMMON | 31620M106 |
| MFG | MIZUHO FINANCIAL GROUP INC ADR | 106,694 | $395K | 0.0% | $3.70 | — | COMMON | 60687Y109 |
| FCX | FREEPORT-MCMORAN INC COM NPV | 22,445 | $394K | 0.0% | $17.03 | 0.0% | COMMON | 35671D857 |
| — | 51JOB INC -ADR ADR | 4,533 | $390K | 0.0% | $54.11 | — | COMMON | 316827104 |
| JBL | JABIL INC COM USD.001 | 13,467 | $387K | 0.0% | $27.24 | -4.8% | COMMON | 466313103 |
| — | TESSCO TECHNOLOGIES INC COM USD.01 | 16,116 | $373K | 0.0% | $18.69 | — | COMMON | 872386107 |
| HMC | HONDA MOTOR CO LTD ADR | 10,585 | $368K | 0.0% | $30.84 | — | COMMON | 438128308 |
| XYL | XYLEM INC COM USD.01 | 4,713 | $363K | 0.0% | $67.29 | 0.0% | COMMON | 98419M100 |
| TTMI | TTM TECHNOLOGIES INC COM NPV | 23,720 | $363K | 0.0% | $13.63 | +19.5% | COMMON | 87305R109 |
| — | BANCO SANTANDER MEXICO -ADR ADR | 50,594 | $363K | 0.0% | $7.17 | — | COMMON | 05969B103 |
| SNBR | SLEEP NUMBER CORPORATION COM USD.01 | 10,334 | $363K | 0.0% | $34.07 | +7.4% | COMMON | 83125X103 |
| REX | REX AMERICAN RESOURCES CORP COM USD.01 | 4,966 | $362K | 0.0% | $10.32 | +32.2% | COMMON | 761624105 |
| ITIC | INVESTORS TITLE CO COM USD1.25 | 1,836 | $361K | 0.0% | $126.34 | +54.2% | COMMON | 461804106 |
| ITGR | INTEGER HOLDINGS CORP COM USD.001 | 6,385 | $361K | 0.0% | $48.72 | +3.4% | COMMON | 45826H109 |
| — | SPX FLOW INC COM USD.01 | 7,126 | $351K | 0.0% | $49.26 | — | COMMON | 78469X107 |
| ULBI | ULTRALIFE CORP COM USD.1 | 35,101 | $351K | 0.0% | $6.46 | +19.8% | COMMON | 903899102 |
| KFY | KORN/FERRY INTERNATIONAL COM NPV | 6,775 | $350K | 0.0% | $38.27 | +3.9% | COMMON | 500643200 |
| NPK | NATIONAL PRESTO INDS INC COM USD1 | 3,681 | $345K | 0.0% | $105.66 | -6.1% | COMMON | 637215104 |
| — | DOMTAR CORP COM USD.01 | 8,036 | $342K | 0.0% | $47.07 | — | COMMON | 257559203 |
| NNI | NELNET INC CL A COM USD.01 | 6,503 | $341K | 0.0% | $53.05 | -0.1% | COMMON | 64031N108 |
| PH | PARKER-HANNIFIN CORP COM USD.5 | 1,994 | $341K | 0.0% | $118.31 | +42.0% | COMMON | 701094104 |
| — | CALAMP CORP COM NPV | 14,831 | $339K | 0.0% | $21.44 | — | COMMON | 128126109 |
| VVX | VECTRUS INC COM USD.01 | 9,023 | $336K | 0.0% | $30.11 | +7.5% | COMMON | 92242T101 |
| — | IAC/INTERACTIVECORP COM USD1 | 2,140 | $335K | 0.0% | $120.53 | — | COMMON | 44919P508 |
| MA | MASTERCARD INC CL A COM USD.0001 | 1,897 | $332K | 0.0% | $152.47 | +7.4% | COMMON | 57636Q104 |
| MOV | MOVADO GROUP INC COM USD.01 | 8,533 | $328K | 0.0% | $24.49 | +30.3% | COMMON | 624580106 |
| STC | STEWART INFORMATION SERVICES COM USD1 | 7,457 | $328K | 0.0% | $43.66 | -1.4% | COMMON | 860372101 |
| CABO | CABLE ONE INC COM USD.01 | 475 | $326K | 0.0% | $620.91 | +2.6% | COMMON | 12685J105 |
| BR | BROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 2,936 | $322K | 0.0% | $83.37 | +4.3% | COMMON | 11133T103 |
| VEEV | VEEVA SYSTEMS INC CL A COM USD.00001 | 4,416 | $322K | 0.0% | $59.59 | +8.5% | COMMON | 922475108 |
| FBNC | FIRST BANCORP/NC COM NPV | 8,945 | $321K | 0.0% | $16.10 | +89.4% | COMMON | 318910106 |
| — | JUNIPER PHARMACEUTICALS INC COM USD.01 | 31,572 | $320K | 0.0% | $7.91 | — | COMMON | 48203L107 |
| — | VEDANTA LTD SPON ADR | 18,181 | $319K | 0.0% | $19.55 | — | COMMON | 92242Y100 |
| STRL | STERLING CONSTRUCTION CO INC COM NPV | 27,735 | $318K | 0.0% | $9.08 | +45.5% | COMMON | 859241101 |
| — | RED HAT INC COM USD.0001 | 2,118 | $317K | 0.0% | $141.43 | — | COMMON | 756577102 |
| — | XL GROUP LTD CL A COM USD.01 | 5,711 | $316K | 0.0% | $39.58 | — | COMMON | G98294104 |
| NTB | BANK OF NT BUTTERFIELD & SON COM BMD0.01 | 7,045 | $316K | 0.0% | $28.57 | +2.8% | COMMON | G0772R208 |
| — | CERECOR INC COM USD.001 | 73,439 | $315K | 0.0% | $4.29 | — | COMMON | 15671L109 |
| ETSY | ETSY INC COM USD.001 | 11,101 | $312K | 0.0% | $22.47 | 0.0% | COMMON | 29786A106 |
| BSAC | BANCO SANTANDER-CHILE SPON ADR | 9,325 | $312K | 0.0% | $24.31 | — | COMMON | 05965X109 |
| RYAM | RAYONIER ADVANCED MATERIALS COM USD.01 | 14,503 | $311K | 0.0% | $11.72 | +67.1% | COMMON | 75508B104 |
| HP | HELMERICH & PAYNE COM USD.1 | 4,655 | $310K | 0.0% | $67.45 | 0.0% | COMMON | 423452101 |
| PEBK | PEOPLES BANCORP NC INC COM NPV | 10,083 | $310K | 0.0% | $28.30 | +6.5% | COMMON | 710577107 |
| BLMN | BLOOMIN' BRANDS INC COM USD.01 | 12,691 | $308K | 0.0% | $14.77 | +23.5% | COMMON | 094235108 |
| — | SANTANDER CONSUMER USA HLDGS COM USD.01 | 18,857 | $307K | 0.0% | $15.36 | — | COMMON | 80283M101 |
| CNTY | CENTURY CASINOS INC COM USD.01 | 41,061 | $306K | 0.0% | $8.45 | +1.9% | COMMON | 156492100 |
| FHI | FEDERATED INVESTORS INC CL B COM NPV | 9,052 | $302K | 0.0% | $23.87 | 0.0% | COMMON | 314211103 |
| — | NORTHEAST BANCORP/ME COM NPV | 14,635 | $300K | 0.0% | $25.07 | — | COMMON | 663904209 |
| BSRR | SIERRA BANCORP/CA COM NPV | 11,173 | $298K | 0.0% | $17.94 | +13.9% | COMMON | 82620P102 |
| PRIM | PRIMORIS SERVICES CORP COM USD.0001 | 11,889 | $297K | 0.0% | $25.98 | -1.2% | COMMON | 74164F103 |
| — | BLACK KNIGHT INC CL A COM USD.0001 | 6,223 | $293K | 0.0% | $44.19 | — | COMMON | 09215C105 |
| SAIC | SCIENCE APPLICATIONS INTL CP COM USD.0001 | 3,701 | $292K | 0.0% | $78.29 | -3.6% | COMMON | 808625107 |
| IBP | INSTALLED BLDG PRODUCTS INC COM USD0.01 | 4,865 | $292K | 0.0% | $47.61 | +28.7% | COMMON | 45780R101 |
| INFY | INFOSYS LTD SPN ADR 1/4 SH | 16,191 | $289K | 0.0% | $17.85 | — | COMMON | 456788108 |
| RVSB | RIVERVIEW BANCORP INC COM USD1 | 30,880 | $288K | 0.0% | $5.09 | +42.5% | COMMON | 769397100 |
| OSBC | OLD SECOND BANCORP INC/IL COM NPV | 20,467 | $285K | 0.0% | $10.69 | +22.7% | COMMON | 680277100 |
| VSEC | VSE CORP COM USD.05 | 5,499 | $284K | 0.0% | $47.14 | -1.4% | COMMON | 918284100 |
| NHC | NATIONAL HEALTHCARE CORP COM USD.01 | 4,744 | $283K | 0.0% | $61.71 | -0.7% | COMMON | 635906100 |
| — | MATCH GROUP INC COM USD.001 | 6,327 | $281K | 0.0% | $31.29 | — | COMMON | 57665R106 |
| NMIH | NMI HOLDINGS INC CL A COM USD.01 | 16,881 | $279K | 0.0% | $11.13 | +67.3% | COMMON | 629209305 |
| INTT | INTEST CORP COM USD.01 | 42,004 | $279K | 0.0% | $7.45 | +10.7% | COMMON | 461147100 |
| — | HOLLYFRONTIER CORP COM USD.01 | 5,684 | $278K | 0.0% | $51.10 | — | COMMON | 436106108 |
| MNST | MONSTER BEVERAGE CORP COM USD.005 | 4,857 | $278K | 0.0% | $24.53 | +27.3% | COMMON | 61174X109 |
| NGVT | INGEVITY CORP COM USD.01 | 3,741 | $276K | 0.0% | $72.20 | +3.6% | COMMON | 45688C107 |
| WING | WINGSTOP INC COM USD.01 | 5,812 | $275K | 0.0% | $45.92 | 0.0% | COMMON | 974155103 |
| — | POLYONE CORP COM USD.1 | 6,456 | $275K | 0.0% | $43.01 | — | COMMON | 73179P106 |
| CHKP | CHECK POINT SOFTWARE TECHN ORD NIS.01 | 2,752 | $273K | 0.0% | $106.21 | -3.0% | COMMON | M22465104 |
| CTMX | CYTOMX THERAPEUTICS INC COM USD.00001 | 9,570 | $272K | 0.0% | $28.54 | 0.0% | COMMON | 23284F105 |
| — | MIX TELEMATICS LTD ADR | 17,441 | $271K | 0.0% | $15.39 | — | COMMON | 60688N102 |
| — | AVADEL PHARMACEUTICALS -ADR SPON ADR | 36,987 | $270K | 0.0% | $7.94 | — | COMMON | 05337M104 |
| KALU | KAISER ALUMINUM CORP COM PAR $0.01 | 2,613 | $264K | 0.0% | $77.92 | +5.0% | COMMON | 483007704 |
| — | CERNER CORP COM USD.01 | 4,550 | $264K | 0.0% | $71.43 | — | COMMON | 156782104 |
| WPP | WPP PLC ADR | 3,304 | $263K | 0.0% | $88.53 | — | COMMON | 92937A102 |
| — | APPTIO INC CL A COM USD.0001 | 9,238 | $262K | 0.0% | $28.36 | — | COMMON | 03835C108 |
| CRUS | CIRRUS LOGIC INC COM NPV | 6,448 | $262K | 0.0% | $51.00 | -9.0% | COMMON | 172755100 |
| SEIC | SEI INVESTMENTS CO COM USD.01 | 3,455 | $259K | 0.0% | $67.22 | 0.0% | COMMON | 784117103 |
| NRIM | NORTHRIM BANCORP INC COM USD1 | 7,503 | $259K | 0.0% | $4.91 | +29.4% | COMMON | 666762109 |
| BTU | PEABODY ENERGY CORP WHEN ISSUED | 7,028 | $257K | 0.0% | $34.66 | 0.0% | COMMON | 704551100 |
| — | AU OPTRONICS CORP SPONSORED ADR | 56,012 | $256K | 0.0% | $4.28 | — | COMMON | 002255107 |
| — | MARLIN BUSINESS SERVICES INC COM USD.01 | 8,960 | $254K | 0.0% | $25.15 | — | COMMON | 571157106 |
| KELYA | KELLY SERVICES INC -CL A CL A COM USD1 NVTG | 8,647 | $251K | 0.0% | $16.32 | +60.6% | COMMON | 488152208 |
| NOK | NOKIA CORP SPON ADR | 45,490 | $249K | 0.0% | $5.82 | — | COMMON | 654902204 |
| — | RPX CORP COM USD.0001 | 23,189 | $248K | 0.0% | $13.37 | — | COMMON | 74972G103 |
| ATHM | AUTOHOME INC -ADR ADR | 2,885 | $248K | 0.0% | $52.62 | — | COMMON | 05278C107 |
| IRBTQ | IROBOT CORP COM USD.001 | 3,843 | $247K | 0.0% | $59.13 | +27.3% | COMMON | 462726100 |
| KBR | KBR INC COM USD.001 | 15,231 | $247K | 0.0% | $15.66 | +4.8% | COMMON | 48242W106 |
| UVV | UNIVERSAL CORP/VA COM NPV | 5,076 | $246K | 0.0% | $59.14 | -16.2% | COMMON | 913456109 |
| BLBD | BLUE BIRD CORP COM USD0.0001 | 10,363 | $246K | 0.0% | $20.56 | +6.5% | COMMON | 095306106 |
| — | CENTURY BANCORP INC/MA CL A COM NPV | 3,084 | $245K | 0.0% | $54.73 | — | COMMON | 156432106 |
| LAKE | LAKELAND INDUSTRIES INC COM USD1 | 18,759 | $243K | 0.0% | $14.53 | -6.6% | COMMON | 511795106 |
| — | BGC PARTNERS INC CL A COM USD.01 | 18,042 | $243K | 0.0% | $14.47 | — | COMMON | 05541T101 |
| ROG | ROGERS CORP COM USD1 | 2,027 | $242K | 0.0% | $106.54 | +42.7% | COMMON | 775133101 |
| EGRX | EAGLE PHARMACEUTICALS INC COM USD.001 | 4,571 | $241K | 0.0% | $58.14 | +0.0% | COMMON | 269796108 |
| PBF | PBF ENERGY INC CL A COM USD0.001 | 6,985 | $237K | 0.0% | $30.91 | +4.4% | COMMON | 69318G106 |
| SMFG | SUMITOMO MITSUI FINANCIAL GR ADR | 27,501 | $234K | 0.0% | $8.52 | — | COMMON | 86562M209 |
| TPB | TURNING POINT BRANDS INC COM USD.01 | 12,059 | $234K | 0.0% | $21.12 | 0.0% | COMMON | 90041L105 |
| PLPC | PREFORMED LINE PRODUCTS CO CAP USD2 | 3,526 | $230K | 0.0% | $62.64 | +12.5% | COMMON | 740444104 |
| NTGR | NETGEAR INC COM USD.001 | 4,022 | $230K | 0.0% | $36.87 | +3.5% | COMMON | 64111Q104 |
| CNMD | CONMED CORP COM USD.01 | 3,611 | $229K | 0.0% | $55.54 | 0.0% | COMMON | 207410101 |
| — | MERITOR INC COM USD1 | 11,113 | $228K | 0.0% | $15.45 | — | COMMON | 59001K100 |
| PRSU | VIAD CORP COM | 4,338 | $228K | 0.0% | $43.11 | +24.5% | COMMON | 92552R406 |
| — | MARVELL TECHNOLOGY GROUP LTD COM USD.002 | 10,875 | $228K | 0.0% | $20.97 | — | COMMON | G5876H105 |
| EDUC | EDUCATIONAL DEVELOPMENT CORP COM USD.2 | 9,002 | $225K | 0.0% | $9.08 | 0.0% | COMMON | 281479105 |
| WIT | WIPRO LTD SPON ADR | 43,494 | $224K | 0.0% | $5.15 | — | COMMON | 97651M109 |
| GMED | GLOBUS MEDICAL INC CL A COM USD.001 | 4,471 | $223K | 0.0% | $35.01 | +34.3% | COMMON | 379577208 |
| LUNA | LUNA INNOVATIONS INC COM USD.001 | 68,801 | $223K | 0.0% | $2.51 | 0.0% | COMMON | 550351100 |
| TSBK | TIMBERLAND BANCORP INC COM USD.01 | 7,266 | $221K | 0.0% | $20.98 | +4.5% | COMMON | 887098101 |
| — | SYNTEL INC COM NPV | 8,575 | $219K | 0.0% | $22.97 | — | COMMON | 87162H103 |
| TMHC | TAYLOR MORRISON HOME CORP COM USD.01 | 9,391 | $219K | 0.0% | $23.04 | +8.2% | COMMON | 87724P106 |
| TROW | PRICE (T. ROWE) GROUP COM USD.2 | 2,009 | $217K | 0.0% | $73.17 | +12.6% | COMMON | 74144T108 |
| TACT | TRANSACT TECHNOLOGIES INC COM USD.01 | 16,533 | $216K | 0.0% | $11.07 | +24.4% | COMMON | 892918103 |
| — | GAIN CAPITAL HOLDINGS INC COM USD.00001 | 31,949 | $216K | 0.0% | $7.56 | — | COMMON | 36268W100 |
| WEYS | WEYCO GROUP INC COM USD1 | 6,440 | $216K | 0.0% | $27.93 | +13.1% | COMMON | 962149100 |
| DGICA | DONEGAL GROUP INC CL A | 13,553 | $214K | 0.0% | $11.39 | +1.7% | COMMON | 257701201 |
| USLM | U S LIME & MINERALS COM USD.1 | 2,930 | $214K | 0.0% | $13.55 | +11.0% | COMMON | 911922102 |
| MOG/A | MOOG INC -CL A CL A COM USD1 | 2,601 | $214K | 0.0% | $76.59 | +4.2% | COMMON | 615394202 |
| DIOD | DIODES INC COM USD.66 | 6,977 | $213K | 0.0% | $31.06 | -3.6% | COMMON | 254543101 |
| WK | WORKIVA INC CL A COM USD.001 | 8,933 | $212K | 0.0% | $21.99 | +4.6% | COMMON | 98139A105 |
| BOOT | BOOT BARN HOLDINGS INC COM USD.001 | 11,888 | $211K | 0.0% | $14.85 | +21.3% | COMMON | 099406100 |
| — | BG STAFFING INC COM | 11,246 | $209K | 0.0% | $16.40 | — | COMMON | 05544A109 |
| TLYS | TILLY'S INC CL A COM NPV | 18,391 | $208K | 0.0% | $8.34 | +12.9% | COMMON | 886885102 |
| KMPR | KEMPER CORP/DE COM USD.1 | 3,647 | $208K | 0.0% | $61.41 | 0.0% | COMMON | 488401100 |
| RLGT | RADIANT LOGISTICS INC UNIT | 53,135 | $205K | 0.0% | $5.48 | -22.2% | COMMON | 75025X100 |
| CCBG | CAPITAL CITY BK GROUP INC COM USD.01 | 8,213 | $203K | 0.0% | $15.87 | +28.4% | COMMON | 139674105 |
| LOPE | GRAND CANYON EDUCATION INC COM USD.01 | 1,916 | $201K | 0.0% | $96.61 | 0.0% | COMMON | 38526M106 |
| HTH | HILLTOP HOLDINGS INC COM USD.01 | 8,512 | $200K | 0.0% | $25.40 | -0.2% | COMMON | 432748101 |
| PGC | PEAPACK-GLADSTONE FINL CORP COM NPV | 5,988 | $200K | 0.0% | $26.15 | +26.1% | COMMON | 704699107 |
| ALNT | ALLIED MOTION TECHNOLOGIES COM NPV | 5,031 | $200K | 0.0% | $16.17 | +37.1% | COMMON | 019330109 |
| CPA | COPA HOLDINGS SA CL A COM USD | 1,554 | $200K | 0.0% | $99.31 | +7.2% | COMMON | P31076105 |
| WLDN | WILLDAN GROUP INC COM USD.01 | 6,833 | $194K | 0.0% | $30.07 | -22.2% | COMMON | 96924N100 |
| MT | ARCELORMITTAL CL A ADR | 6,050 | $192K | 0.0% | $31.74 | — | COMMON | 03938L203 |
| CMT | CORE MOLDING TECHNOLOGIES COM USD.01 | 10,669 | $190K | 0.0% | $16.99 | +14.3% | COMMON | 218683100 |
| — | ROYAL DUTCH SHELL PLC ADR CL A | 2,981 | $190K | 0.0% | $63.71 | — | COMMON | 780259206 |
| — | SHUTTERFLY INC COM USD.0001 | 2,300 | $187K | 0.0% | $81.30 | — | COMMON | 82568P304 |
| MLP | MAUI LAND & PINEAPPLE CO COM NPV | 15,956 | $186K | 0.0% | $14.41 | -7.7% | COMMON | 577345101 |
| HOFT | HOOKER FURNITURE CORP COM NPV | 5,066 | $186K | 0.0% | $42.36 | -8.8% | COMMON | 439038100 |
| RMCF | ROCKY MOUNTAIN CHOC FACT INC COM USD.001 | 15,437 | $186K | 0.0% | $11.40 | +7.2% | COMMON | 77467X101 |
| FLR | FLUOR CORP COM USD.625 | 3,215 | $184K | 0.0% | $54.24 | 0.0% | COMMON | 343412102 |
| FOR | FORESTAR GROUP INC COM USD1 | 8,663 | $183K | 0.0% | $23.24 | 0.0% | COMMON | 346232101 |
| CHMG | CHEMUNG FINANCIAL CORP COM USD.01 | 3,920 | $181K | 0.0% | $26.87 | +37.8% | COMMON | 164024101 |
| — | A V HOMES INC COM USD1 | 9,782 | $181K | 0.0% | $17.63 | — | COMMON | 00234P102 |
| APAM | ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | 5,393 | $180K | 0.0% | $17.01 | -0.0% | COMMON | 04316A108 |
| USNA | USANA HEALTH SCIENCES INC COM NPV | 2,089 | $179K | 0.0% | $77.44 | 0.0% | COMMON | 90328M107 |
| — | QUIDEL CORP COM NPV | 3,459 | $179K | 0.0% | $43.87 | — | COMMON | 74838J101 |
| — | STARTEK INC COM USD.01 | 18,248 | $178K | 0.0% | $10.56 | — | COMMON | 85569C107 |
| SCL | STEPAN CO COM USD1 | 2,127 | $177K | 0.0% | $78.71 | +0.6% | COMMON | 858586100 |
| KE | KIMBALL ELECTRONICS INC COM NPV | 10,980 | $177K | 0.0% | $16.44 | +9.3% | COMMON | 49428J109 |
| ATR | APTARGROUP INC COM USD.01 | 1,965 | $177K | 0.0% | $76.20 | +4.4% | COMMON | 038336103 |
| — | CIMPRESS NV COM USD.001 | 1,145 | $177K | 0.0% | $154.59 | — | COMMON | N20146101 |
| — | BALDWIN & LYONS -CL B CL B COM NPV | 8,037 | $177K | 0.0% | $24.24 | — | COMMON | 057755209 |
| PARR | PAR PACIFIC HOLDINGS INC COM USD.001 | 10,209 | $175K | 0.0% | $18.58 | -2.9% | COMMON | 69888T207 |
| HRB | BLOCK H & R INC COM NPV | 6,854 | $174K | 0.0% | $19.32 | +0.1% | COMMON | 093671105 |
| CFFI | C&F FINANCIAL CORP COM USD1 | 3,282 | $173K | 0.0% | $31.78 | +30.8% | COMMON | 12466Q104 |
| ITUB | ITAU UNIBANCO HLDG SA SP ADR REP PFD | 10,928 | $170K | 0.0% | $9.24 | — | COMMON | 465562106 |
| DVA | DAVITA INC CL A COM NPV VTG | 2,563 | $169K | 0.0% | $66.20 | +10.9% | COMMON | 23918K108 |
| NL | NL INDUSTRIES COM USD1.25 | 21,461 | $168K | 0.0% | $7.89 | -10.9% | COMMON | 629156407 |
| MTD | METTLER-TOLEDO INTL INC COM USD.01 | 291 | $167K | 0.0% | $547.68 | +14.8% | COMMON | 592688105 |
| — | TRONC INC COM USD.01 | 10,188 | $167K | 0.0% | $15.13 | — | COMMON | 89703P107 |
| BEN | FRANKLIN RESOURCES INC COM USD.1 | 4,796 | $166K | 0.0% | $27.87 | -6.1% | COMMON | 354613101 |
| — | INTRICON CORP COM USD1 | 8,318 | $166K | 0.0% | $19.96 | — | COMMON | 46121H109 |
| — | LSC COMMUNICATIONS INC COM USD.01 | 9,432 | $165K | 0.0% | $23.77 | — | COMMON | 50218P107 |
| — | PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | 14,651 | $163K | 0.0% | $9.64 | — | COMMON | 74731Q103 |
| FCN | FTI CONSULTING INC CL A COM USD.01 | 3,343 | $162K | 0.0% | $45.15 | 0.0% | COMMON | 302941109 |
| CDW | CDW CORP COM USD.01 | 2,305 | $162K | 0.0% | $50.64 | +31.2% | COMMON | 12514G108 |
| IRMD | IRADIMED CORP COM USD.0001 | 11,414 | $162K | 0.0% | $13.02 | 0.0% | COMMON | 46266A109 |
| SGC | SUPERIOR UNIFORM GROUP INC COM USD1 | 6,134 | $161K | 0.0% | $23.34 | +9.1% | COMMON | 868358102 |
| IBN | ICICI BANK LTD SPONSORED ADR | 18,077 | $160K | 0.0% | $8.85 | — | COMMON | 45104G104 |
| SCSC | SCANSOURCE INC COM NPV | 4,469 | $159K | 0.0% | $39.18 | -12.8% | COMMON | 806037107 |
| HNRG | HALLADOR ENERGY CO COM NPV | 23,107 | $159K | 0.0% | $7.97 | -16.6% | COMMON | 40609P105 |
| TTEK | TETRA TECH INC COM USD.01 | 3,227 | $158K | 0.0% | $8.79 | +12.4% | COMMON | 88162G103 |
| MCRI | MONARCH CASINO & RESORT INC COM USD.01 | 3,700 | $156K | 0.0% | $44.35 | -1.1% | COMMON | 609027107 |
| OPY | OPPENHEIMER HOLDINGS INC CL A COM NPV | 6,063 | $156K | 0.0% | $26.93 | 0.0% | COMMON | 683797104 |
| FF | FUTUREFUEL CORP COM USD.0001 | 12,665 | $152K | 0.0% | $5.00 | -8.9% | COMMON | 36116M106 |
| — | AMERICAN NATL BANKSHARES COM USD1.0 | 4,013 | $151K | 0.0% | $38.49 | — | COMMON | 027745108 |
| ULH | UNIVERSAL LOGISTICS HLDGS COM | 7,155 | $151K | 0.0% | $17.01 | +34.3% | COMMON | 91388P105 |
| TGS | TRANSPORTADORA DE GAS SUR SPON ADR B | 7,406 | $151K | 0.0% | $14.21 | — | COMMON | 893870204 |
| — | CORELOGIC INC COM USD1 | 3,320 | $150K | 0.0% | $46.20 | — | COMMON | 21871D103 |
| — | UNVL STAINLESS & ALLOY PRODS COM USD.01 | 5,451 | $150K | 0.0% | $27.52 | — | COMMON | 913837100 |
| — | NAUTILUS INC COM NPV | 11,089 | $149K | 0.0% | $17.64 | — | COMMON | 63910B102 |
| RGA | REINSURANCE GROUP AMER INC COM USD.01 | 963 | $148K | 0.0% | $121.57 | +29.3% | COMMON | 759351604 |
| 1741046D | STERIS PLC COM NPV | 1,551 | $145K | 0.0% | $88.01 | — | COMMON | G84720104 |
| EHC | ENCOMPASS HEALTH CORP COM USD.01 | 2,515 | $144K | 0.0% | $38.63 | 0.0% | COMMON | 29261A100 |
| ICHR | ICHOR HOLDINGS LTD COM USD.0001 | 5,897 | $143K | 0.0% | $22.41 | +21.5% | COMMON | G4740B105 |
| NAII | NATURAL ALTERNATIVES COM NPV | 12,959 | $143K | 0.0% | $10.75 | +4.5% | COMMON | 638842302 |
| — | ALASKA COMMUNICATIONS SYS GP COM USD.01 | 79,249 | $143K | 0.0% | $2.31 | — | COMMON | 01167P101 |
| MYGN | MYRIAD GENETICS INC COM USD.01 | 4,796 | $142K | 0.0% | $27.54 | +22.9% | COMMON | 62855J104 |
| — | NATIONAL WESTERN LIFE GROUP CL A COM USD0.01 | 463 | $141K | 0.0% | $299.19 | — | COMMON | 638517102 |
| — | NUTRISYSTEM INC COM USD.001 | 5,206 | $140K | 0.0% | $51.72 | — | COMMON | 67069D108 |
| HCI | HCI GROUP INC COM NPV | 3,637 | $139K | 0.0% | $43.48 | -17.0% | COMMON | 40416E103 |
| — | BLACKROCK INC COM USD.01 | 256 | $139K | 0.0% | $542.97 | — | COMMON | 09247X101 |
| GAMI | GAMCO INVESTORS INC CL A COM USD.001 | 5,606 | $139K | 0.0% | $22.11 | -4.8% | COMMON | 361438104 |
| — | ENZO BIOCHEM INC COM USD.01 | 24,942 | $137K | 0.0% | $7.33 | — | COMMON | 294100102 |
| — | AON PLC CL A ORD | 954 | $134K | 0.0% | $140.46 | — | COMMON | G0408V102 |
| EGAN | EGAIN CORP COM USD.001 | 16,790 | $133K | 0.0% | $6.63 | 0.0% | COMMON | 28225C806 |
| — | HD SUPPLY HOLDINGS INC COM USD.01 | 3,496 | $133K | 0.0% | $39.37 | — | COMMON | 40416M105 |
| LECO | LINCOLN ELECTRIC HLDGS INC COM NPV | 1,468 | $132K | 0.0% | $89.88 | +3.6% | COMMON | 533900106 |
| BWXT | BWX TECHNOLOGIES INC COM USD.01 | 2,057 | $131K | 0.0% | $28.82 | +99.3% | COMMON | 05605H100 |
| MYRG | MYR GROUP INC COM USD.01 | 4,238 | $131K | 0.0% | $36.85 | -7.8% | COMMON | 55405W104 |
| — | PGT INNOVATIONS INC COM USD | 6,904 | $129K | 0.0% | $18.68 | — | COMMON | 69336V101 |
| — | UNITED STATES STEEL CORP COM NPV | 3,657 | $129K | 0.0% | $35.27 | — | COMMON | 912909108 |
| — | MBT FINANCIAL CORP COM NPV | 11,983 | $129K | 0.0% | $8.07 | — | COMMON | 578877102 |
| — | ROWAN COMPANIES PLC COM USD.12 | 11,062 | $128K | 0.0% | $12.81 | — | COMMON | G7665A101 |
| DLAPQ | DELTA APPAREL INC COM USD.01 | 7,102 | $128K | 0.0% | $20.66 | -6.5% | COMMON | 247368103 |
| MTN | VAIL RESORTS INC COM USD.01 | 574 | $127K | 0.0% | $128.52 | +70.3% | COMMON | 91879Q109 |
| HII | HUNTINGTON INGALLS IND INC COM USD1 | 481 | $124K | 0.0% | $122.47 | +71.9% | COMMON | 446413106 |
| SSP | EW SCRIPPS -CL A CL A COM USD.01 | 10,317 | $124K | 0.0% | $14.70 | -25.4% | COMMON | 811054402 |
| — | SYSTEMAX INC COM USD.01 | 4,351 | $124K | 0.0% | $19.13 | — | COMMON | 871851101 |
| — | PROFIRE ENERGY INC COM USD.001 | 44,779 | $122K | 0.0% | $1.88 | — | COMMON | 74316X101 |
| LZB | LA-Z-BOY INC COM USD1 | 4,089 | $122K | 0.0% | $28.51 | +7.6% | COMMON | 505336107 |
| — | UTSTARCOM HOLDINGS CORP COM USD.00125 | 24,847 | $122K | 0.0% | $4.91 | — | COMMON | G9310A114 |
| MPX | MARINE PRODUCTS CORP COM USD.10 | 8,647 | $121K | 0.0% | $9.27 | +2.8% | COMMON | 568427108 |
| CIVB | CIVISTA BANCSHARES INC COM NPV | 5,193 | $119K | 0.0% | $15.31 | +17.4% | COMMON | 178867107 |
| — | BANK OF COMMERCE HOLDINGS COM NPV | 10,136 | $118K | 0.0% | $9.57 | — | COMMON | 06424J103 |
| — | NCI BUILDING SYSTEMS INC COM USD.01 | 6,602 | $117K | 0.0% | $17.87 | — | COMMON | 628852204 |
| EMN | EASTMAN CHEMICAL CO COM USD.01 | 1,110 | $117K | 0.0% | $61.12 | +26.1% | COMMON | 277432100 |
| SKY | SKYLINE CORP COM USD.0277 | 5,301 | $117K | 0.0% | $21.55 | 0.0% | COMMON | 830830105 |
| MOH | MOLINA HEALTHCARE INC COM USD.001 | 1,419 | $115K | 0.0% | $65.04 | +23.7% | COMMON | 60855R100 |
| ALSN | ALLISON TRANSMISSION HLDGS COM USD.01 | 2,926 | $114K | 0.0% | $32.42 | +12.9% | COMMON | 01973R101 |
| — | PERCEPTRON INC COM USD.01 | 13,213 | $114K | 0.0% | $8.63 | — | COMMON | 71361F100 |
| — | AMERICAN RIVER BANKSHARES COM NPV | 7,256 | $113K | 0.0% | $14.79 | — | COMMON | 029326105 |
| — | ACXIOM CORP COM USD.1 | 4,967 | $113K | 0.0% | $22.75 | — | COMMON | 005125109 |
| RL | RALPH LAUREN CORP CL A COM USD.01 | 1,000 | $112K | 0.0% | $92.65 | 0.0% | COMMON | 751212101 |
| — | COMPUTER TASK GROUP INC COM USD.01 | 13,541 | $111K | 0.0% | $6.46 | — | COMMON | 205477102 |
| ORRF | ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | 4,582 | $111K | 0.0% | $19.22 | -0.4% | COMMON | 687380105 |
| PAR | PAR TECHNOLOGY CORP COM USD.02 | 7,837 | $110K | 0.0% | $9.45 | +6.0% | COMMON | 698884103 |
| BSET | BASSETT FURNITURE INDS COM USD5 | 3,576 | $109K | 0.0% | $20.71 | +10.5% | COMMON | 070203104 |
| BKE | BUCKLE INC COM USD.05 | 4,822 | $107K | 0.0% | $7.99 | +16.0% | COMMON | 118440106 |
| — | OWENS-ILLINOIS INC COM USD.01 | 4,948 | $107K | 0.0% | $25.06 | — | COMMON | 690768403 |
| — | SPARTANNASH CO COM NPV | 6,134 | $106K | 0.0% | $27.09 | — | COMMON | 847215100 |
| NVEC | NVE CORP COM USD.01 | 1,281 | $106K | 0.0% | $78.64 | +3.1% | COMMON | 629445206 |
| KINS | KINGSTONE COS INC COM USD1 | 6,204 | $104K | 0.0% | $7.83 | +118.6% | COMMON | 496719105 |
| CRD/B | CRAWFORD & CO CL B COM NPV | 12,618 | $104K | 0.0% | $7.40 | -0.6% | COMMON | 224633107 |
| — | OPIANT PHARMACEUTICALS INC COM | 5,412 | $104K | 0.0% | $26.94 | — | COMMON | 683750103 |
| — | RENEWABLE ENERGY GROUP INC COM USD.0001 | 7,956 | $102K | 0.0% | $11.30 | — | COMMON | 75972A301 |
| ACH | OWENS & MINOR INC COM USD2 | 6,406 | $100K | 0.0% | $26.83 | -37.3% | COMMON | 690732102 |
| NSIT | INSIGHT ENTERPRISES INC COM NPV | 2,877 | $100K | 0.0% | $25.95 | +39.4% | COMMON | 45765U103 |
| WIX | WIX.COM LTD ORD ILS.01 | 1,258 | $100K | 0.0% | $40.96 | +71.3% | COMMON | M98068105 |
| — | J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 | 8,665 | $99,000 | 0.0% | $11.81 | — | COMMON | 46609J106 |
| DAIO | DATA I/O CORP COM NPV | 13,275 | $99,000 | 0.0% | $10.03 | -0.8% | COMMON | 237690102 |
| UBFO | UNITED SECURITY BANCSHARS CA COM NPV | 9,250 | $99,000 | 0.0% | $5.93 | +17.2% | COMMON | 911460103 |
| VLGEA | VILLAGE SUPER MARKET -CL A CL A COM NPV | 3,712 | $98,000 | 0.0% | $25.07 | -4.2% | COMMON | 927107409 |
| RCMT | RCM TECHNOLOGIES INC COM USD.05 | 16,890 | $97,000 | 0.0% | $6.29 | -3.0% | COMMON | 749360400 |
| ICFI | ICF INTERNATIONAL INC COM USD.001 | 1,654 | $97,000 | 0.0% | $49.49 | +13.9% | COMMON | 44925C103 |
| — | NEW YORK & CO INC COM USD.01 | 27,981 | $95,000 | 0.0% | $3.40 | — | COMMON | 649295102 |
| — | PCTEL INC COM USD.001 | 13,180 | $95,000 | 0.0% | $7.26 | — | COMMON | 69325Q105 |
| RAIL | FREIGHTCAR AMERICA INC COM USD.01 | 7,082 | $95,000 | 0.0% | $16.30 | -7.1% | COMMON | 357023100 |
| SAMG | SILVERCREST ASSET MGT CL A COM USD.01 | 6,263 | $95,000 | 0.0% | $12.48 | +22.0% | COMMON | 828359109 |
| — | JACOBS ENGINEERING GROUP INC COM NPV | 1,605 | $95,000 | 0.0% | $59.19 | — | COMMON | 469814107 |
| HLNE | HAMILTON LANE INC CL A COM USD.001 | 2,514 | $94,000 | 0.0% | $36.78 | 0.0% | COMMON | 407497106 |
| MSM | MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 | 1,027 | $94,000 | 0.0% | $88.73 | +4.1% | COMMON | 553530106 |
| HNNA | HENNESSY ADVISORS INC COM NPV | 4,871 | $94,000 | 0.0% | $17.94 | 0.0% | COMMON | 425885100 |
| — | GREENHILL & CO INC COM USD.01 | 5,045 | $93,000 | 0.0% | $23.21 | — | COMMON | 395259104 |
| — | ADAMS RESOURCES & ENERGY INC COM USD.1 | 2,146 | $93,000 | 0.0% | $43.28 | — | COMMON | 006351308 |
| — | DENNYS CORP COM USD.1 | 6,033 | $93,000 | 0.0% | $15.42 | — | COMMON | 24869P104 |
| PLBC | PLUMAS BANCORP COM | 3,689 | $92,000 | 0.0% | $18.78 | +28.7% | COMMON | 729273102 |
| XPO | XPO LOGISTICS INC COM USD.001 | 896 | $91,000 | 0.0% | $33.36 | 0.0% | COMMON | 983793100 |
| GBX | GREENBRIER COMPANIES INC COM USD.001 | 1,811 | $91,000 | 0.0% | $26.25 | +52.7% | COMMON | 393657101 |
| MSB | MESABI TRUST SHS BEN INT NPV | 3,484 | $90,000 | 0.0% | $25.83 | — | COMMON | 590672101 |
| FCBC | FIRST CMNTY BANCSHARES INC COM USD1 | 3,016 | $90,000 | 0.0% | $14.07 | +39.7% | COMMON | 31983A103 |
| ASYS | AMTECH SYSTEMS INC COM USD.01 | 12,274 | $90,000 | 0.0% | $10.68 | -15.7% | COMMON | 032332504 |
| — | OPHTHOTECH CORP COM USD0.001 | 32,341 | $89,000 | 0.0% | $2.75 | — | COMMON | 683745103 |
| ALCO | ALICO INC COM USD1 | 3,229 | $88,000 | 0.0% | $27.33 | -14.1% | COMMON | 016230104 |
| NWFL | NORWOOD FINANCIAL CORP COM USD.1 | 2,924 | $88,000 | 0.0% | $30.72 | +0.3% | COMMON | 669549107 |
| MHH | MASTECH DIGITAL INC COM USD.01 | 7,060 | $87,000 | 0.0% | $4.61 | +22.2% | COMMON | 57633B100 |
| — | ALLIANCE ONE INTL INC COM USD10 | 3,330 | $87,000 | 0.0% | $26.13 | — | COMMON | 018772301 |
| WMK | WEIS MARKETS INC COM NPV | 2,129 | $87,000 | 0.0% | $33.39 | -1.8% | COMMON | 948849104 |
| — | FINJAN HOLDINGS INC COM | 26,703 | $87,000 | 0.0% | $2.80 | — | COMMON | 31788H303 |
| — | AEGION CORP COM USD.01 | 3,734 | $86,000 | 0.0% | $25.16 | — | COMMON | 00770F104 |
| DCI | DONALDSON CO INC COM USD5 | 1,913 | $86,000 | 0.0% | $40.14 | +5.2% | COMMON | 257651109 |
| FMC | FMC CORP COM USD.1 | 1,113 | $85,000 | 0.0% | $52.77 | +15.0% | COMMON | 302491303 |
| FSTR | FOSTER (LB) CO COM USD.01 | 3,568 | $84,000 | 0.0% | $24.07 | +7.3% | COMMON | 350060109 |
| OSK | OSHKOSH CORP COM USD.01 | 1,055 | $82,000 | 0.0% | $76.89 | -2.4% | COMMON | 688239201 |
| ZION | ZIONS BANCORPORATION COM NPV | 1,560 | $82,000 | 0.0% | $40.43 | +33.1% | COMMON | 989701107 |
| DLX | DELUXE CORP COM USD1 | 1,097 | $81,000 | 0.0% | $50.44 | +1.8% | COMMON | 248019101 |
| — | AMERICAN EQTY INVT LIFE HLDG COM USD1. | 2,770 | $81,000 | 0.0% | $30.85 | — | COMMON | 025676206 |
| — | UNIVAR INC COM USD.01 | 2,908 | $81,000 | 0.0% | $30.37 | — | COMMON | 91336L107 |
| ESLT | ELBIT SYSTEMS LTD ORD NIS1 | 670 | $81,000 | 0.0% | $78.39 | +62.7% | COMMON | M3760D101 |
| RRX | REGAL BELOIT CORP COM NPV | 1,087 | $80,000 | 0.0% | $79.84 | -5.8% | COMMON | 758750103 |
| — | GOLDFIELD CORP COM USD.1 | 20,673 | $80,000 | 0.0% | $3.67 | — | COMMON | 381370105 |
| SBFG | SB FINANCIAL GROUP INC COM USD2.5 | 4,242 | $78,000 | 0.0% | $17.69 | 0.0% | COMMON | 78408D105 |
| SLP | SIMULATIONS PLUS INC COM USD.001 | 5,303 | $78,000 | 0.0% | $13.78 | +10.9% | COMMON | 829214105 |
| — | PSYCHEMEDICS CORP COM USD.005 | 3,673 | $76,000 | 0.0% | $20.69 | — | COMMON | 744375205 |
| — | PREMIER FINANCIAL BANCORP COM NPV | 4,035 | $75,000 | 0.0% | $20.29 | — | COMMON | 74050M105 |
| KEQU | KEWAUNEE SCIENTIFIC CORP COM USD2.5 | 2,188 | $75,000 | 0.0% | $21.70 | +28.0% | COMMON | 492854104 |
| WLFC | WILLIS LEASE FINANCE CORP COM NPV | 2,198 | $75,000 | 0.0% | $24.82 | +11.4% | COMMON | 970646105 |
| — | PORTER BANCORP INC COM USD | 5,416 | $74,000 | 0.0% | $13.66 | — | COMMON | 736233206 |
| — | ATLANTIC POWER CORP COM | 34,783 | $73,000 | 0.0% | $2.29 | — | COMMON | 04878Q863 |
| EVTC | EVERTEC INC COM USD.01 | 4,466 | $73,000 | 0.0% | $13.67 | +10.3% | COMMON | 30040P103 |
| — | WESTELL TECH INC -CL A CL A COM USD.01 | 21,255 | $71,000 | 0.0% | $3.34 | — | COMMON | 957541204 |
| PRI | PRIMERICA INC COM USD.01 | 736 | $71,000 | 0.0% | $51.32 | +95.7% | COMMON | 74164M108 |
| — | HALLMARK FINANCIAL SERVICES COM USD.03 | 7,806 | $70,000 | 0.0% | $11.00 | — | COMMON | 40624Q203 |
| HURC | HURCO COMPANIES INC COM USD.1 | 1,531 | $70,000 | 0.0% | $30.69 | +45.9% | COMMON | 447324104 |
| UTL | UNITIL CORP COM NPV | 1,501 | $70,000 | 0.0% | $40.16 | +9.3% | COMMON | 913259107 |
| FDP | FRESH DEL MONTE PRODUCE INC COM USD1 | 1,550 | $70,000 | 0.0% | $44.65 | -10.9% | COMMON | G36738105 |
| TTWO | TAKE-TWO INTERACTIVE SFTWR COM USD.01 | 705 | $69,000 | 0.0% | $108.10 | +3.6% | COMMON | 874054109 |
| PRAA | PRA GROUP INC COM USD.001 | 1,755 | $67,000 | 0.0% | $36.47 | 0.0% | COMMON | 69354N106 |
| PNC | PNC FINANCIAL SVCS GROUP INC COM USD5 | 441 | $67,000 | 0.0% | $87.23 | +35.5% | COMMON | 693475105 |
| — | JASON INDUSTRIES INC COM USD.0001 | 21,604 | $67,000 | 0.0% | $3.10 | — | COMMON | 471172106 |
| NTIC | NORTHERN TECH INTL COM USD.02 | 2,960 | $67,000 | 0.0% | $10.21 | 0.0% | COMMON | 665809109 |
| — | BEACON ROOFING SUPPLY INC COM USD.01 | 1,249 | $66,000 | 0.0% | $52.84 | — | COMMON | 073685109 |
| ELMD | ELECTROMED INC COM USD.01 | 11,945 | $64,000 | 0.0% | $6.51 | -11.4% | COMMON | 285409108 |
| IESC | IES HOLDINGS INC COM USD.01 | 4,088 | $62,000 | 0.0% | $18.04 | -8.6% | COMMON | 44951W106 |
| ODC | OIL DRI CORP AMERICA COM USD.1 | 1,525 | $61,000 | 0.0% | $17.13 | +12.9% | COMMON | 677864100 |
| — | ARGO GROUP INTL HOLDINGS LTD COM USD.1 | 1,055 | $61,000 | 0.0% | $59.49 | — | COMMON | G0464B107 |
| — | GENERAL FINANCE CORP/DE COM | 8,388 | $61,000 | 0.0% | $7.27 | — | COMMON | 369822101 |
| EAT | BRINKER INTL INC COM USD.1 | 1,659 | $60,000 | 0.0% | $35.01 | -4.2% | COMMON | 109641100 |
| ESCA | ESCALADE INC COM USD1 | 4,335 | $59,000 | 0.0% | $9.50 | -1.7% | COMMON | 296056104 |
| DIT | AMCON DISTRIBUTING CO COM USD.01 | 629 | $59,000 | 0.0% | $85.90 | -11.4% | COMMON | 02341Q205 |
| ZEUS | OLYMPIC STEEL INC COM NPV | 2,878 | $59,000 | 0.0% | $22.76 | 0.0% | COMMON | 68162K106 |
| ABEV | AMBEV SA SPON ADR COM | 8,046 | $58,000 | 0.0% | $6.58 | — | COMMON | 02319V103 |
| — | BLUE CAP REINSURANCE COM USD 1. | 4,608 | $56,000 | 0.0% | $18.41 | — | COMMON | G1190F107 |
| NSC | NORFOLK SOUTHERN CORP COM USD1 | 402 | $55,000 | 0.0% | $122.67 | 0.0% | COMMON | 655844108 |
| EVOL | EVOLVING SYSTEMS INC COM USD.001 | 11,493 | $55,000 | 0.0% | $5.08 | +5.9% | COMMON | 30049R209 |
| BHE | BENCHMARK ELECTRONICS INC COM USD.01 | 1,838 | $55,000 | 0.0% | $22.74 | +9.7% | COMMON | 08160H101 |
| — | POINTS INTERNATIONAL LTD COM | 5,635 | $55,000 | 0.0% | $9.59 | — | COMMON | 730843208 |
| — | CONSOL ENERGY INC COM | 1,856 | $54,000 | 0.0% | $29.09 | — | COMMON | 20854L108 |
| FCAP | FIRST CAPITAL INC COM USD.01 | 1,364 | $54,000 | 0.0% | $25.89 | +17.8% | COMMON | 31942S104 |
| GCBC | GREENE COUNTY BANCORP INC COM USD.1 | 1,481 | $54,000 | 0.0% | $13.19 | +20.8% | COMMON | 394357107 |
| AGX | ARGAN INC COM USD.06667 | 1,235 | $53,000 | 0.0% | $50.69 | -32.9% | COMMON | 04010E109 |
| WFC | WELLS FARGO & CO COM USD1.67 | 1,010 | $53,000 | 0.0% | $47.72 | 0.0% | COMMON | 949746101 |
| — | TELARIA INC COM USD.0001 | 13,892 | $52,000 | 0.0% | $4.17 | — | COMMON | 879181105 |
| SANM | SANMINA CORP COM USD.01 | 1,944 | $51,000 | 0.0% | $26.17 | +9.2% | COMMON | 801056102 |
| HBIO | HARVARD BIOSCIENCE INC COM USD.01 | 10,126 | $51,000 | 0.0% | $4.48 | 0.0% | COMMON | 416906105 |
| CCL | CARNIVAL CORP/PLC (USA) COM USD.01 | 778 | $51,000 | 0.0% | $62.77 | 0.0% | COMMON | 143658300 |
| NTIP | NETWORK-1 TECHNOLOGIES INC COM USD.01 | 19,048 | $50,000 | 0.0% | $4.00 | -35.5% | COMMON | 64121N109 |
| — | ENTEGRA FINANCIAL CORP COM NPV | 1,730 | $50,000 | 0.0% | $25.78 | — | COMMON | 29363J108 |
| — | HUDSON GLOBAL INC COM USD.001 | 24,563 | $48,000 | 0.0% | $1.95 | — | COMMON | 443787106 |
| MSFT | MICROSOFT CORP COM USD.00000625 | 529 | $48,000 | 0.0% | $84.31 | 0.0% | COMMON | 594918104 |
| MLKN | MILLER (HERMAN) INC COM USD.2 | 1,488 | $48,000 | 0.0% | $28.15 | +9.9% | COMMON | 600544100 |
| EBMT | EAGLE BANCORP MONTANA INC COM USD.01 | 2,214 | $46,000 | 0.0% | $15.24 | +6.2% | COMMON | 26942G100 |
| — | ARC DOCUMENT SOLUTIONS INC COM USD.001 | 20,692 | $46,000 | 0.0% | $3.50 | — | COMMON | 00191G103 |
| — | LEE ENTERPRISES INC COM USD2 | 22,434 | $44,000 | 0.0% | $2.45 | — | COMMON | 523768109 |
| — | MAXAR TECHNOLOGIES LIMITED COM NPV | 899 | $42,000 | 0.0% | $61.73 | — | COMMON | 57778L103 |
| — | BHP BILLITON GROUP (GBR) ADR | 1,051 | $42,000 | 0.0% | $39.96 | — | COMMON | 05545E209 |
| — | ATLANTICA YIELD PLC ORD USD0.1 | 2,076 | $41,000 | 0.0% | $21.26 | — | COMMON | G0751N103 |
| SNN | SMITH & NEPHEW PLC SPON ADR | 1,078 | $41,000 | 0.0% | $35.54 | — | COMMON | 83175M205 |
| APT | ALPHA PRO TECH LTD COM USD.01 | 12,036 | $40,000 | 0.0% | $3.46 | +5.1% | COMMON | 020772109 |
| CRI | CARTER'S INC COM USD.01 | 385 | $40,000 | 0.0% | $92.13 | 0.0% | COMMON | 146229109 |
| ISSC | INNOVATIVE SOLTNS & SUPP INC COM USD.001 | 11,127 | $39,000 | 0.0% | $3.63 | -10.0% | COMMON | 45769N105 |
| MNDO | MIND CTI LTD ORD NIS.01 | 17,779 | $39,000 | 0.0% | $2.62 | 0.0% | COMMON | M70240102 |
| RELL | RICHARDSON ELECTRONICS LTD COM USD.05 | 4,896 | $39,000 | 0.0% | $6.23 | 0.0% | COMMON | 763165107 |
| — | NORTH AMERICAN ENERGY PRTNRS COM NPV | 7,333 | $39,000 | 0.0% | $4.12 | — | COMMON | 656844107 |
| TLF | TANDY LEATHER FACTORY INC COM USD.0024 | 5,374 | $38,000 | 0.0% | $8.46 | -12.7% | COMMON | 87538X105 |
| CINF | CINCINNATI FINANCIAL CORP COM USD2 | 515 | $38,000 | 0.0% | $60.86 | 0.0% | COMMON | 172062101 |
| CSPI | CSP INC COM USD.01 | 3,423 | $37,000 | 0.0% | $6.18 | 0.0% | COMMON | 126389105 |
| UPS | UNITED PARCEL SERVICE INC CL B COM USD.01 | 355 | $37,000 | 0.0% | $85.46 | 0.0% | COMMON | 911312106 |
| CCI | CROWN CASTLE INTL CORP COM USD.01 | 324 | $36,000 | 0.0% | $77.70 | 0.0% | COMMON | 22822V101 |
| RVTY | PERKINELMER INC COM USD1 | 479 | $36,000 | 0.0% | $65.61 | +15.3% | COMMON | 714046109 |
| — | DEAN FOODS CO COM USD.01 | 4,102 | $35,000 | 0.0% | $15.36 | — | COMMON | 242370203 |
| — | DIVERSIFIED RESTAURANT HLDGS COM | 25,766 | $35,000 | 0.0% | $2.60 | — | COMMON | 25532M105 |
| GSIT | GSI TECHNOLOGY INC COM USD.001 | 4,688 | $35,000 | 0.0% | $7.47 | +7.9% | COMMON | 36241U106 |
| SALM | SALEM MEDIA GROUP INC CL A COM USD.01 | 9,536 | $34,000 | 0.0% | $7.05 | -39.2% | COMMON | 794093104 |
| — | MAM SOFTWARE GROUP INC COM USD.0001 | 4,316 | $34,000 | 0.0% | $7.55 | — | COMMON | 55277Q201 |
| PCAR | PACCAR INC COM USD12 | 514 | $34,000 | 0.0% | $34.80 | 0.0% | COMMON | 693718108 |
| AUDC | AUDIOCODES LTD ORD NIS.01 | 4,815 | $34,000 | 0.0% | $4.09 | +50.9% | COMMON | M15342104 |
| MRK | MERCK & CO COM NPV | 607 | $33,000 | 0.0% | $42.25 | 0.0% | COMMON | 58933Y105 |
| HMN | HORACE MANN EDUCATORS CORP COM USD.001 | 774 | $33,000 | 0.0% | $42.57 | 0.0% | COMMON | 440327104 |
| SXC | SUNCOKE ENERGY INC COM USD.01 | 2,909 | $31,000 | 0.0% | $11.35 | 0.0% | COMMON | 86722A103 |
| — | FBL FINANCIAL GROUP INC-CL A CL A COM NPV | 432 | $30,000 | 0.0% | $69.44 | — | COMMON | 30239F106 |
| CPHC | CANTERBURY PARK HOLDING CORP COM USD.01 | 2,100 | $30,000 | 0.0% | $13.58 | 0.0% | COMMON | 13811E101 |
| — | FIRST FINANCIAL NORTHWEST COM USD.01 | 1,719 | $29,000 | 0.0% | $13.44 | — | COMMON | 32022K102 |
| — | INNOPHOS HOLDINGS INC COM USD.001 | 720 | $29,000 | 0.0% | $49.31 | — | COMMON | 45774N108 |
| CBZ | CBIZ INC COM | 1,595 | $29,000 | 0.0% | $15.05 | +15.6% | COMMON | 124805102 |
| TSQ | TOWNSQUARE MEDIA INC CL A COM USD0.01 | 3,678 | $29,000 | 0.0% | $10.85 | -32.2% | COMMON | 892231101 |
| BRK/B | BERKSHIRE HATHAWAY CL B COM USD.0033 | 143 | $29,000 | 0.0% | $205.34 | 0.0% | COMMON | 084670702 |
| VZ | VERIZON COMMUNICATIONS INC COM USD1 | 609 | $29,000 | 0.0% | $33.03 | 0.0% | COMMON | 92343V104 |
| PAYX | PAYCHEX INC COM USD.01 | 453 | $28,000 | 0.0% | $52.37 | 0.0% | COMMON | 704326107 |
| CVX | CHEVRON CORP COM USD3 | 245 | $28,000 | 0.0% | $85.03 | 0.0% | COMMON | 166764100 |
| IQV | IQVIA HOLDINGS INC COM USD.01 | 278 | $27,000 | 0.0% | $101.09 | -0.0% | COMMON | 46266C105 |
| — | VERITEX HOLDINGS INC COM USD.01 | 974 | $27,000 | 0.0% | $27.00 | — | COMMON | 923451108 |
| LVS | LAS VEGAS SANDS CORP COM USD.001 | 368 | $26,000 | 0.0% | $62.41 | 0.0% | COMMON | 517834107 |
| PLXS | PLEXUS CORP COM USD.01 | 428 | $26,000 | 0.0% | $61.09 | +0.5% | COMMON | 729132100 |
| PM | PHILIP MORRIS INTERNATIONAL COM NPV | 247 | $25,000 | 0.0% | $66.59 | +3.2% | COMMON | 718172109 |
| EC | ECOPETROL SA SPON ADS NPV | 1,273 | $25,000 | 0.0% | $12.02 | — | COMMON | 279158109 |
| IAG | IAMGOLD CORP COM NPV | 4,629 | $24,000 | 0.0% | $5.81 | -3.8% | COMMON | 450913108 |
| NEU | NEWMARKET CORP COM USD1 | 60 | $24,000 | 0.0% | $347.26 | 0.0% | COMMON | 651587107 |
| SCVL | SHOE CARNIVAL INC COM USD.1 | 1,022 | $24,000 | 0.0% | $11.04 | +9.0% | COMMON | 824889109 |
| NVS | NOVARTIS AG SPON ADR | 272 | $22,000 | 0.0% | $80.88 | — | COMMON | 66987V109 |
| OFG | OFG BANCORP COM USD1 | 1,997 | $21,000 | 0.0% | $11.26 | -5.9% | COMMON | 67103X102 |
| VIAV | VIAVI SOLUTIONS INC COM USD.001 | 2,197 | $21,000 | 0.0% | $9.72 | -2.0% | COMMON | 925550105 |
| UNH | UNITEDHEALTH GROUP INC COM USD.01 | 98 | $21,000 | 0.0% | $142.35 | +41.3% | COMMON | 91324P102 |
| — | CARE.COM INC COM USD.001 | 1,272 | $21,000 | 0.0% | $16.08 | — | COMMON | 141633107 |
| EL | LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 132 | $20,000 | 0.0% | $112.28 | +11.7% | COMMON | 518439104 |
| DUK | DUKE ENERGY CORP COM NPV | 256 | $20,000 | 0.0% | $56.05 | 0.0% | COMMON | 26441C204 |
| KO | COCA-COLA CO COM USD.5 | 469 | $20,000 | 0.0% | $35.07 | 0.0% | COMMON | 191216100 |
| DORM | DORMAN PRODUCTS INC COM USD.01 | 288 | $19,000 | 0.0% | $81.64 | -12.7% | COMMON | 258278100 |
| AFG | AMERICAN FINANCIAL GROUP INC COM USD1 | 165 | $19,000 | 0.0% | $48.84 | +18.2% | COMMON | 025932104 |
| — | VIVUS INC COM NPV | 49,203 | $18,000 | 0.0% | $1.00 | — | COMMON | 928551100 |
| FLL | FULL HOUSE RESORTS INC COM USD.001 | 5,250 | $17,000 | 0.0% | $3.31 | +0.0% | COMMON | 359678109 |
| — | HAWAIIAN HOLDINGS INC COM USD.01 | 451 | $17,000 | 0.0% | $39.24 | — | COMMON | 419879101 |
| KMI | KINDER MORGAN INC CL P COM USD.01 | 1,061 | $16,000 | 0.0% | $11.08 | 0.0% | COMMON | 49456B101 |
| GRFS | GRIFOLS SA SPON ADR RP .5 CL B | 721 | $15,000 | 0.0% | $21.07 | — | COMMON | 398438408 |
| D | DOMINION ENERGY INC COM NPV | 198 | $13,000 | 0.0% | $51.93 | 0.0% | COMMON | 25746U109 |
| SBAC | SBA COMMUNICATIONS CORP COM USD.01 | 77 | $13,000 | 0.0% | $133.27 | +14.9% | COMMON | 78410G104 |
| KYOCY | KYOCERA CORP ADR | 237 | $13,000 | 0.0% | $63.67 | — | COMMON | 501556203 |
| IMKTA | INGLES MARKETS INC -CL A CL A COM USD.05 | 363 | $12,000 | 0.0% | $29.96 | +0.6% | COMMON | 457030104 |
| CPS | COOPER-STANDARD HOLDINGS INC COM USD0.001 | 100 | $12,000 | 0.0% | $79.63 | +54.4% | COMMON | 21676P103 |
| — | CIA BRASILEIRA DE DISTRIB SPON GDR PFD | 540 | $11,000 | 0.0% | $23.63 | — | COMMON | 20440T201 |
| — | AMERICA MOVIL SA DE CV SPON ADR L SHS | 557 | $11,000 | 0.0% | $17.65 | — | COMMON | 02364W105 |
| — | INTERCONTINENTAL HOTELS GRP SPON ADR | 184 | $11,000 | 0.0% | $55.40 | — | COMMON | 45857P707 |
| HD | HOME DEPOT INC COM USD.05 | 54 | $10,000 | 0.0% | $142.72 | +8.4% | COMMON | 437076102 |
| URI | UNITED RENTALS INC COM USD.01 | 60 | $10,000 | 0.0% | $112.59 | +52.7% | COMMON | 911363109 |
| HAS | HASBRO INC COM USD.5 | 111 | $9,000 | 0.0% | $70.02 | 0.0% | COMMON | 418056107 |
| DLTR | DOLLAR TREE INC COM USD.01 | 91 | $9,000 | 0.0% | $102.64 | +2.1% | COMMON | 256746108 |
| AVY | AVERY DENNISON CORP COM USD1 | 73 | $8,000 | 0.0% | $96.17 | +4.6% | COMMON | 053611109 |
| — | TIFFANY & CO COM USD.01 | 87 | $8,000 | 0.0% | $94.73 | — | COMMON | 886547108 |
| PCH | POTLATCHDELTIC CORP COM USD1 | 163 | $8,000 | 0.0% | $48.56 | — | COMMON | 737630103 |
| TELFY | TELEFONICA SA ADR | 794 | $8,000 | 0.0% | $10.49 | — | COMMON | 879382208 |
| EG | EVEREST RE GROUP LTD COM USD.01 | 30 | $8,000 | 0.0% | $197.86 | +3.1% | COMMON | G3223R108 |
| LXFR | LUXFER HOLDINGS PLC ORD GBP0.50 | 549 | $7,000 | 0.0% | $13.73 | +3.5% | COMMON | G5698W116 |
| HLT | HILTON WORLDWIDE HOLDINGS COM USD.01 | 90 | $7,000 | 0.0% | $62.90 | +27.0% | COMMON | 43300A203 |
| EBAY | EBAY INC COM USD.001 | 185 | $7,000 | 0.0% | $30.08 | +22.5% | COMMON | 278642103 |
| — | STATOIL ASA SPONSORED ADR | 283 | $7,000 | 0.0% | $24.73 | — | COMMON | 85771P102 |
| OC | OWENS CORNING COM NEW USD.01 | 87 | $7,000 | 0.0% | $68.03 | +28.1% | COMMON | 690742101 |
| DPZ | DOMINO'S PIZZA INC COM USD.01 | 29 | $7,000 | 0.0% | $172.41 | +15.4% | COMMON | 25754A201 |
| CME | CME GROUP INC CL A COM USD.01 | 42 | $7,000 | 0.0% | $84.77 | +42.8% | COMMON | 12572Q105 |
| XHR | XENIA HOTELS & RESORTS INC COM USD.01 | 295 | $6,000 | 0.0% | $21.86 | — | COMMON | 984017103 |
| PLD | PROLOGIS INC COM USD.01 | 97 | $6,000 | 0.0% | $50.44 | -1.1% | COMMON | 74340W103 |
| AME | AMETEK INC COM USD1 | 78 | $6,000 | 0.0% | $66.18 | +8.8% | COMMON | 031100100 |
| CAT | CATERPILLAR INC COM USD1 | 38 | $6,000 | 0.0% | $131.30 | +1.3% | COMMON | 149123101 |
| AMT | AMERICAN TOWER CORP COM USD0.01 | 32 | $5,000 | 0.0% | $115.75 | -0.8% | COMMON | 03027X100 |
| — | APARTMENT INVST & MGMT CO CL A COM USD.01 | 127 | $5,000 | 0.0% | $37.53 | — | COMMON | 03748R101 |
| — | INGERSOLL-RAND PLC COM USD2 | 55 | $5,000 | 0.0% | $70.37 | — | COMMON | G47791101 |
| FLEX | FLEX LTD ORD USD.01 | 320 | $5,000 | 0.0% | $9.26 | +47.3% | COMMON | Y2573F102 |
| — | INFRAREIT INC COM USD.01 | 250 | $5,000 | 0.0% | $19.77 | — | COMMON | 45685L100 |
| LW | LAMB WESTON HOLDINGS INC COM USD1 | 79 | $5,000 | 0.0% | $50.37 | 0.0% | COMMON | 513272104 |
| PYPL | PAYPAL HOLDINGS INC COM USD.0001 | 68 | $5,000 | 0.0% | $72.35 | +9.4% | COMMON | 70450Y103 |
| — | EQUITY COMMONWEALTH COM USD.01 | 148 | $5,000 | 0.0% | $30.43 | — | COMMON | 294628102 |
| — | LIBERTY PROPERTY TRUST COM USD.001 | 137 | $5,000 | 0.0% | $38.18 | — | COMMON | 531172104 |
| STM | STMICROELECTRONICS NV ADR | 243 | $5,000 | 0.0% | $13.26 | — | COMMON | 861012102 |
| — | PS BUSINESS PARKS COM USD.01 | 44 | $5,000 | 0.0% | $110.41 | — | COMMON | 69360J107 |
| TAL | TAL EDUCATION GROUP ADS | 120 | $4,000 | 0.0% | $44.44 | — | COMMON | 874080104 |
| — | DUKE REALTY CORP COM USD.01 | 143 | $4,000 | 0.0% | $30.81 | — | COMMON | 264411505 |
| CMCSA | COMCAST CORP CL A COM USD1 | 114 | $4,000 | 0.0% | $31.57 | +0.7% | COMMON | 20030N101 |
| — | TIER REIT INC COM USD.0001 | 215 | $4,000 | 0.0% | $17.49 | — | COMMON | 88650V208 |
| PII | POLARIS INDUSTRIES INC COM NPV | 31 | $4,000 | 0.0% | $118.72 | +1.3% | COMMON | 731068102 |
| ORCL | ORACLE CORP COM USD.01 | 96 | $4,000 | 0.0% | $43.94 | +0.7% | COMMON | 68389X105 |
| WPC | W P CAREY INC COM USD.001 | 67 | $4,000 | 0.0% | $74.63 | — | COMMON | 92936U109 |
| — | CORENERGY INFRASTRUCTURE TR COM | 95 | $4,000 | 0.0% | $32.30 | — | COMMON | 21870U502 |
| SHW | SHERWIN-WILLIAMS CO COM USD1 | 11 | $4,000 | 0.0% | $120.87 | +5.1% | COMMON | 824348106 |
| — | LASALLE HOTEL PROPERTIES COM USD.01 | 138 | $4,000 | 0.0% | $29.37 | — | COMMON | 517942108 |
| FTV | FORTIVE CORP COM USD.01 | 48 | $4,000 | 0.0% | $44.30 | +4.0% | COMMON | 34959J108 |
| PEB | PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 | 115 | $4,000 | 0.0% | $33.99 | — | COMMON | 70509V100 |
| HST | HOST HOTELS & RESORTS INC COM USD1 | 204 | $4,000 | 0.0% | $13.62 | +6.2% | COMMON | 44107P104 |
| — | RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 | 337 | $4,000 | 0.0% | $13.65 | — | COMMON | 751452202 |
| EXR | EXTRA SPACE STORAGE INC COM USD.01 | 42 | $4,000 | 0.0% | $62.48 | +0.3% | COMMON | 30225T102 |
| BKNG | BOOKING HOLDINGS INC COM USD.008 | 2 | $4,000 | 0.0% | $1933.58 | 0.0% | COMMON | 09857L108 |
| RHP | RYMAN HOSPITALITY PPTYS INC COM USD.01 | 41 | $3,000 | 0.0% | $69.65 | — | COMMON | 78377T107 |
| ALB | ALBEMARLE CORP COM USD1 | 28 | $3,000 | 0.0% | $119.61 | -17.5% | COMMON | 012653101 |
| — | LIFEPOINT HEALTH INC COM USD.01 | 57 | $3,000 | 0.0% | $55.40 | — | COMMON | 53219L109 |
| META | FACEBOOK INC CL A COM USD.000006 | 21 | $3,000 | 0.0% | $165.72 | +7.6% | COMMON | 30303M102 |
| V | VISA INC CL A COM USD.0001 | 21 | $3,000 | 0.0% | $114.76 | 0.0% | COMMON | 92826C839 |
| UDR | UDR INC COM USD.01 | 96 | $3,000 | 0.0% | $29.01 | -8.7% | COMMON | 902653104 |
| CXW | CORECIVIC INC COM USD.01 | 152 | $3,000 | 0.0% | $16.79 | +3.9% | COMMON | 21871N101 |
| OHI | OMEGA HEALTHCARE INVS INC COM USD0.1 | 103 | $3,000 | 0.0% | $26.68 | — | COMMON | 681936100 |
| — | COUSINS PROPERTIES INC COM USD1 | 316 | $3,000 | 0.0% | $10.40 | — | COMMON | 222795106 |
| — | WABCO HOLDINGS INC COM | 20 | $3,000 | 0.0% | $165.00 | — | COMMON | 92927K102 |
| SPG | SIMON PROPERTY GROUP INC COM USD.0001 | 11 | $2,000 | 0.0% | $103.84 | 0.0% | COMMON | 828806109 |
| SFM | SPROUTS FARMERS MARKET COM USD.001 | 81 | $2,000 | 0.0% | $21.20 | +20.9% | COMMON | 85208M102 |
| LAMR | LAMAR ADVERTISING CO -CL A CL A COM NPV | 38 | $2,000 | 0.0% | $71.86 | — | COMMON | 512816109 |
| CRAI | CRA INTERNATIONAL INC COM NPV | 29 | $2,000 | 0.0% | $28.20 | +52.5% | COMMON | 12618T105 |
| — | LEGG MASON INC COM USD.1 | 43 | $2,000 | 0.0% | $32.99 | — | COMMON | 524901105 |
| — | WEINGARTEN REALTY INVST COM SHS INT USD.03 | 75 | $2,000 | 0.0% | $36.98 | — | COMMON | 948741103 |
| — | CEDAR REALTY TRUST INC COM USD.06 | 569 | $2,000 | 0.0% | $5.93 | — | COMMON | 150602209 |
| AIT | APPLIED INDUSTRIAL TECH INC COM NPV | 34 | $2,000 | 0.0% | $56.74 | +13.3% | COMMON | 03820C105 |
| IRM | IRON MOUNTAIN INC COM USD.01 | 55 | $2,000 | 0.0% | $24.34 | -10.6% | COMMON | 46284V101 |
| EGP | EASTGROUP PROPERTIES COM USD.0001 | 24 | $2,000 | 0.0% | $85.13 | — | COMMON | 277276101 |
| — | RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | 155 | $2,000 | 0.0% | $12.90 | — | COMMON | 76131V202 |
| BDN | BRANDYWINE REALTY TRUST SHS BEN INT USD.01 | 117 | $2,000 | 0.0% | $18.92 | — | COMMON | 105368203 |
| UHT | UNIVERSAL HEALTH RLTY INCOME COM USD.01 | 39 | $2,000 | 0.0% | $86.79 | — | COMMON | 91359E105 |
| EXPE | EXPEDIA GROUP INC COM USD.001 | 21 | $2,000 | 0.0% | $142.74 | -21.1% | COMMON | 30212P303 |
| SBRA | SABRA HEALTH CARE REIT INC COM USD.01 | 123 | $2,000 | 0.0% | $24.80 | — | COMMON | 78573L106 |
| CHRW | C H ROBINSON WORLDWIDE INC COM USD.1 | 20 | $2,000 | 0.0% | $76.47 | 0.0% | COMMON | 12541W209 |
| ESS | ESSEX PROPERTY TRUST COM USD.0001 | 10 | $2,000 | 0.0% | $191.18 | -8.0% | COMMON | 297178105 |
| CPT | CAMDEN PROPERTY TRUST COM USD.01 SBI | 26 | $2,000 | 0.0% | $69.84 | -8.6% | COMMON | 133131102 |
| CPB | CAMPBELL SOUP CO COM USD.3 | 40 | $2,000 | 0.0% | $34.67 | 0.0% | COMMON | 134429109 |
| — | HOSPITALITY PROPERTIES TRUST COM USD.01 | 69 | $2,000 | 0.0% | $28.99 | — | COMMON | 44106M102 |
| LKQ | LKQ CORP COM | 45 | $2,000 | 0.0% | $36.45 | 0.0% | COMMON | 501889208 |
| NEOG | NEOGEN CORP COM USD.16 | 26 | $2,000 | 0.0% | $30.27 | -0.5% | COMMON | 640491106 |
| VYX | NCR CORP COM USD5 | 68 | $2,000 | 0.0% | $23.52 | -10.4% | COMMON | 62886E108 |
| NHI | NATIONAL HEALTH INVESTORS COM USD.01 | 26 | $2,000 | 0.0% | $76.92 | — | COMMON | 63633D104 |
| THG | HANOVER INSURANCE GROUP INC COM USD.01 | 17 | $2,000 | 0.0% | $61.99 | +42.7% | COMMON | 410867105 |
| — | COLUMBIA PROPERTY TRUST INC COM USD.01 | 101 | $2,000 | 0.0% | $23.53 | — | COMMON | 198287203 |
| PDM | PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | 69 | $1,000 | 0.0% | $19.84 | — | COMMON | 720190206 |
| DRH | DIAMONDROCK HOSPITALITY CO COM USD.01 | 89 | $1,000 | 0.0% | $11.24 | — | COMMON | 252784301 |
| MERC | MERCER INTL INC SHS BEN INT USD1 | 108 | $1,000 | 0.0% | $6.24 | +64.8% | COMMON | 588056101 |
| SHO | SUNSTONE HOTEL INVESTORS INC COM USD.01 | 73 | $1,000 | 0.0% | $13.70 | — | COMMON | 867892101 |
| INN | SUMMIT HOTEL PROPERTIES INC COM USD.01 | 106 | $1,000 | 0.0% | $14.26 | — | COMMON | 866082100 |
| — | ARRIS INTERNATIONAL PLC COM USD.01 | 53 | $1,000 | 0.0% | $18.87 | — | COMMON | G0551A103 |
| — | DISCOVERY COMMUNICATIONS INC CL A COM | 24 | $1,000 | 0.0% | $41.67 | — | COMMON | 25470F104 |
| ORI | OLD REPUBLIC INTL CORP COM USD1 | 49 | $1,000 | 0.0% | $11.30 | 0.0% | COMMON | 680223104 |
| — | SELECT INCOME REIT COM BEN INT USD.01 | 37 | $1,000 | 0.0% | $27.03 | — | COMMON | 81618T100 |
| — | AMERICAN NATIONAL INSURANCE COM USD1 | 7 | $1,000 | 0.0% | $142.86 | — | COMMON | 028591105 |
| — | PENNSYLVANIA RE INVS TRUST COM USD1 | 131 | $1,000 | 0.0% | $7.63 | — | COMMON | 709102107 |
| — | WELLCARE HEALTH PLANS INC COM USD.01 | 5 | $1,000 | 0.0% | $163.27 | — | COMMON | 94946T106 |
| — | ANDEAVOR COM USD.1666 | 12 | $1,000 | 0.0% | $103.13 | — | COMMON | 03349M105 |
| LSTR | LANDSTAR SYSTEM INC COM USD.01 | 12 | $1,000 | 0.0% | $83.33 | — | COMMON | 515098101 |
| — | FOREST CITY REALTY TRUST INC CL A COM USD.33 | 40 | $1,000 | 0.0% | $27.50 | — | COMMON | 345605109 |
| — | CHINA SOUTHERN AIRLINES SPON ADR | 22 | $1,000 | 0.0% | $53.72 | — | COMMON | 169409109 |
| FAF | FIRST AMERICAN FINANCIAL CP COM USD.00001 | 25 | $1,000 | 0.0% | $24.51 | +83.6% | COMMON | 31847R102 |
| CTRE | CARETRUST REIT INC COM USD.01 | 109 | $1,000 | 0.0% | $19.27 | — | COMMON | 14174T107 |
| NAVI | NAVIENT CORP COM0.01 | 57 | $1,000 | 0.0% | $13.60 | 0.0% | COMMON | 63938C108 |
| NICE | NICE LTD SPON ADR | 8 | $1,000 | 0.0% | $125.00 | — | COMMON | 653656108 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC COM USD.01 | 5 | $1,000 | 0.0% | $75.18 | +48.0% | COMMON | 445658107 |
| — | BUNGE LTD COM USD.01 | 15 | $1,000 | 0.0% | $66.67 | — | COMMON | G16962105 |
| UTHR | UNITED THERAPEUTICS CORP COM USD.01 | 9 | $1,000 | 0.0% | $123.70 | +2.7% | COMMON | 91307C102 |
| — | REALOGY HOLDINGS CORP CL A COM USD.01 | 53 | $1,000 | 0.0% | $30.83 | — | COMMON | 75605Y106 |
| GGAL | GRUPO FINANCIERO GALICIA SA SP ADR 10 SH B | 9 | $1,000 | 0.0% | $14.34 | — | COMMON | 399909100 |
| NUS | NU SKIN ENTERPRISES -CL A CL A COM USD.001 | 14 | $1,000 | 0.0% | $41.60 | +31.0% | COMMON | 67018T105 |
| — | NORDSTROM INC COM NPV | 19 | $1,000 | 0.0% | $52.63 | — | COMMON | 655664100 |
| GPK | GRAPHIC PACKAGING HOLDING CO COM | 71 | $1,000 | 0.0% | $13.73 | +13.6% | COMMON | 388689101 |
| RLJ | RLJ LODGING TRUST COM USD.01 | 52 | $1,000 | 0.0% | $25.15 | — | COMMON | 74965L101 |
| BP | BP PLC ADR | 1 | $0 | 0.0% | $34.91 | — | COMMON | 055622104 |
| OVLY | OAK VALLEY BANCORP COM | 13 | $0 | 0.0% | $21.64 | 0.0% | COMMON | 671807105 |
| ACU | ACME UNITED CORP COM USD2.5 | 5 | $0 | 0.0% | $19.64 | 0.0% | COMMON | 004816104 |
| ACN | ACCENTURE PLC CLA USD.0000225 | 3 | $0 | 0.0% | $140.78 | 0.0% | COMMON | G1151C101 |
| CLDT | CHATHAM LODGING TRUST COM USD.01 SBI | 26 | $0 | 0.0% | — | — | COMMON | 16208T102 |
| ADI | ANALOG DEVICES COM USD.16 | 1 | $0 | 0.0% | $66.27 | +18.6% | COMMON | 032654105 |
| — | PCM INC COM USD.001 | 55 | $0 | 0.0% | $22.10 | — | COMMON | 69323K100 |
| PKBK | PARKE BANCORP INC COM | 8 | $0 | 0.0% | $14.20 | 0.0% | COMMON | 700885106 |
| T | AT&T INC COM USD1 | 1 | $0 | 0.0% | $15.80 | +0.1% | COMMON | 00206R102 |
| CRWS | CROWN CRAFTS INC COM USD1 | 18 | $0 | 0.0% | $3.70 | 0.0% | COMMON | 228309100 |
| MPB | MID PENN BANCORP INC COM USD1 | 10 | $0 | 0.0% | $25.55 | 0.0% | COMMON | 59540G107 |
| TOL | TOLL BROTHERS INC COM USD.01 | 10 | $0 | 0.0% | $46.96 | 0.0% | COMMON | 889478103 |