Location: Stamford, CT
CIK: 0001423442 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 10, 2018
Total Value: $4.729B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VLO | VALERO ENERGY CORP COM USD1 | 1,608,872 | $178M | 3.8% | $41.52 | +98.8% | COMMON | 91913Y100 |
| AMP | AMERIPRISE FINANCIAL INC COM | 1,152,955 | $161M | 3.4% | $95.72 | +27.9% | COMMON | 03076C106 |
| C | CITIGROUP INC COM USD.01 | 2,031,188 | $136M | 2.9% | $54.58 | -2.8% | COMMON | 172967424 |
| LYB | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 1,111,927 | $122M | 2.6% | $52.15 | +31.1% | COMMON | N53745100 |
| FITB | FIFTH THIRD BANCORP COM USD6.67 | 4,043,387 | $116M | 2.4% | $23.64 | +0.0% | COMMON | 316773100 |
| MPC | MARATHON PETROLEUM CORP COM USD0.01 | 1,640,627 | $115M | 2.4% | $53.10 | +13.0% | COMMON | 56585A102 |
| BBY | BEST BUY CO INC COM USD.1 | 1,468,284 | $109M | 2.3% | $26.22 | +111.8% | COMMON | 086516101 |
| RF | REGIONS FINANCIAL CORP COM USD.625 | 6,158,360 | $109M | 2.3% | $12.35 | +11.8% | COMMON | 7591EP100 |
| WU | WESTERN UNION CO COM USD.01 | 5,338,923 | $108M | 2.3% | $19.18 | — | COMMON | 959802109 |
| — | EXPRESS SCRIPTS HOLDING CO COM USD.01 | 1,392,205 | $107M | 2.3% | $71.13 | — | COMMON | 30219G108 |
| — | SEAGATE TECHNOLOGY PLC COM USD.00001 | 1,899,225 | $107M | 2.3% | $51.03 | — | COMMON | G7945M107 |
| PG | PROCTER & GAMBLE CO COM NPV | 1,342,413 | $104M | 2.2% | $71.14 | -13.1% | COMMON | 742718109 |
| MET | METLIFE INC COM | 2,194,487 | $95.42M | 2.0% | $36.59 | -1.9% | COMMON | 59156R108 |
| CAG | CONAGRA BRANDS INC COM USD5 | 2,661,583 | $94.83M | 2.0% | $26.35 | +5.0% | COMMON | 205887102 |
| VOYA | VOYA FINANCIAL INC COM USD.01 | 2,009,792 | $94.2M | 2.0% | $46.32 | +0.4% | COMMON | 929089100 |
| HIG | HARTFORD FINANCIAL SERVICES COM NPV | 1,759,696 | $89.7M | 1.9% | $42.27 | +4.5% | COMMON | 416515104 |
| SYY | SYSCO CORP COM USD1 | 1,301,507 | $88.63M | 1.9% | $44.05 | +18.7% | COMMON | 871829107 |
| TGT | TARGET CORP COM USD1 | 1,130,522 | $85.86M | 1.8% | $50.34 | +18.5% | COMMON | 87612E106 |
| GLW | CORNING INC COM USD5 | 2,771,428 | $76.01M | 1.6% | $21.46 | +4.3% | COMMON | 219350105 |
| BA | BOEING CO COM USD5 | 220,661 | $73.85M | 1.6% | $129.38 | +155.3% | COMMON | 097023105 |
| CE | CELANESE CORP COM USD.01 | 621,786 | $68.88M | 1.5% | $86.44 | +10.3% | COMMON | 150870103 |
| — | CITRIX SYSTEMS INC COM USD.001 | 611,953 | $63.99M | 1.4% | $100.50 | — | COMMON | 177376100 |
| KSS | KOHL'S CORP COM USD.01 | 843,215 | $61.29M | 1.3% | $53.23 | +25.3% | COMMON | 500255104 |
| SEE | SEALED AIR CORP COM USD.01 | 1,301,454 | $55.09M | 1.2% | $38.99 | -1.9% | COMMON | 81211K100 |
| ALLY | ALLY FINANCIAL INC COM USD.01 | 2,090,768 | $54.76M | 1.2% | $22.13 | -4.6% | COMMON | 02005N100 |
| COP | CONOCOPHILLIPS COM USD1.25 | 745,168 | $51.73M | 1.1% | $50.35 | +2.9% | COMMON | 20825C104 |
| MCK | MCKESSON CORP COM USD2 | 385,419 | $51.26M | 1.1% | $144.19 | -4.5% | COMMON | 58155Q103 |
| GWW | GRAINGER (W W) INC COM USD1 | 155,637 | $47.87M | 1.0% | $194.92 | +38.3% | COMMON | 384802104 |
| CDNS | CADENCE DESIGN SYSTEMS INC COM USD.01 | 1,025,203 | $44.32M | 0.9% | $35.34 | +16.4% | COMMON | 127387108 |
| AAL | AMERICAN AIRLINES GROUP INC COM USD.01 | 1,170,799 | $44.31M | 0.9% | $50.83 | -15.2% | COMMON | 02376R102 |
| — | CDK GLOBAL INC COM USD0.01 | 677,922 | $43.98M | 0.9% | $62.92 | — | COMMON | 12508E101 |
| PHM | PULTEGROUP INC COM USD.01 | 1,531,181 | $43.92M | 0.9% | $27.53 | +0.4% | COMMON | 745867101 |
| GIS | GENERAL MILLS INC COM USD.75 | 977,655 | $43.15M | 0.9% | $40.53 | -17.5% | COMMON | 370334104 |
| CVS | CVS HEALTH CORP COM USD1 | 670,526 | $43.06M | 0.9% | $58.32 | -11.4% | COMMON | 126650100 |
| MSCI | MSCI INC CL A COM USD.01 | 259,409 | $42.76M | 0.9% | $89.47 | +62.8% | COMMON | 55354G100 |
| MEOH | METHANEX CORP COM NPV | 595,409 | $41.78M | 0.9% | $54.70 | +22.6% | COMMON | 59151K108 |
| SLF | SUN LIFE FINANCIAL INC COM NPV | 1,044,927 | $41.68M | 0.9% | $32.13 | +28.8% | COMMON | 866796105 |
| TECK | TECK RESOURCES LTD CL B COM NPV SVTG | 1,639,930 | $41.45M | 0.9% | $22.07 | +21.4% | COMMON | 878742204 |
| SYF | SYNCHRONY FINANCIAL COM USD.001 | 1,183,209 | $39.38M | 0.8% | $29.32 | -3.3% | COMMON | 87165B103 |
| MSI | MOTOROLA SOLUTIONS INC COM USD.01 | 297,430 | $34.52M | 0.7% | $69.87 | +42.0% | COMMON | 620076307 |
| RY | ROYAL BANK OF CANADA COM NPV | 439,497 | $32.88M | 0.7% | $68.54 | +11.7% | COMMON | 780087102 |
| KR | KROGER CO COM USD1 | 1,116,000 | $31.66M | 0.7% | $21.54 | -0.8% | COMMON | 501044101 |
| — | VALEANT PHARMACEUTICALS INTL COM NPV | 1,274,643 | $29.45M | 0.6% | $18.27 | — | COMMON | 91911K102 |
| — | SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 320,011 | $27.4M | 0.6% | $71.92 | — | COMMON | 848574109 |
| MFC | MANULIFE FINANCIAL CORP COM NPV | 1,475,018 | $26.31M | 0.6% | $17.63 | +6.9% | COMMON | 56501R106 |
| YUM | YUM BRANDS INC COM NPV | 321,353 | $25.1M | 0.5% | $64.12 | +13.2% | COMMON | 988498101 |
| AAPL | APPLE INC COM NPV | 128,635 | $23.77M | 0.5% | $35.20 | +21.4% | COMMON | 037833100 |
| UAL | UNITED CONTINENTAL HLDGS INC COM NEW | 333,863 | $23.22M | 0.5% | $56.29 | +23.5% | COMMON | 910047109 |
| VFC | VF CORP COM NPV | 282,092 | $22.93M | 0.5% | $67.29 | +12.0% | COMMON | 918204108 |
| DAL | DELTA AIR LINES INC COM USD.0001 | 461,673 | $22.83M | 0.5% | $49.02 | +0.8% | COMMON | 247361702 |
| — | UNITED TECHNOLOGIES CORP COM USD5 | 178,960 | $22.3M | 0.5% | $100.87 | — | COMMON | 913017109 |
| LOW | LOWE'S COMPANIES INC COM USD.5 | 222,942 | $21.26M | 0.4% | $77.24 | +1.9% | COMMON | 548661107 |
| JPM | JPMORGAN CHASE & CO COM USD12 | 198,254 | $20.61M | 0.4% | $76.43 | +16.5% | COMMON | 46625H100 |
| — | ANADARKO PETROLEUM CORP COM USD.1 | 280,379 | $20.48M | 0.4% | $73.04 | — | COMMON | 032511107 |
| MAR | MARRIOTT INTL INC CL A COM NPV | 160,457 | $20.29M | 0.4% | $128.77 | -0.9% | COMMON | 571903202 |
| TD | TORONTO DOMINION BANK COM NPV | 346,295 | $19.89M | 0.4% | $48.77 | +17.3% | COMMON | 891160509 |
| — | CENTURYLINK INC COM USD1 | 1,066,349 | $19.84M | 0.4% | $30.56 | — | COMMON | 156700106 |
| — | NORBORD INC COM NPV | 461,623 | $18.84M | 0.4% | $28.85 | — | COMMON | 65548P403 |
| — | STARS GROUP INC COM NPV | 490,071 | $17.64M | 0.4% | $26.70 | — | COMMON | 85570W100 |
| — | SUNTRUST BANKS INC COM USD1 | 263,437 | $17.35M | 0.4% | $67.23 | — | COMMON | 867914103 |
| GILD | GILEAD SCIENCES INC COM USD.001 | 244,409 | $17.31M | 0.4% | $53.68 | -1.8% | COMMON | 375558103 |
| MED | MEDIFAST INC COM USD.001 | 108,299 | $17.31M | 0.4% | $48.61 | +113.9% | COMMON | 58470H101 |
| — | AETNA INC COM USD.01 | 91,711 | $16.76M | 0.4% | $161.21 | — | COMMON | 00817Y108 |
| MGA | MAGNA INTERNATIONAL INC COM NPV | 289,168 | $16.7M | 0.4% | $33.94 | +44.2% | COMMON | 559222401 |
| AMGN | AMGEN INC COM NPV | 90,473 | $16.67M | 0.4% | $138.92 | +1.0% | COMMON | 031162100 |
| IBM | INTL BUSINESS MACHINES CORP COM USD.2 | 119,532 | $16.66M | 0.4% | $106.70 | -6.3% | COMMON | 459200101 |
| WMT | WALMART INC COM USD.1 | 193,746 | $16.55M | 0.3% | $22.05 | +14.5% | COMMON | 931142103 |
| — | JUNIPER NETWORKS INC COM USD.00001 | 564,868 | $15.47M | 0.3% | $26.82 | — | COMMON | 48203R104 |
| SAM | BOSTON BEER INC -CL A CL A COM USD.01 | 51,508 | $15.36M | 0.3% | $217.35 | +12.1% | COMMON | 100557107 |
| CIGI | COLLIERS INTL GROUP INC COM NPV SVTG | 202,837 | $15.31M | 0.3% | $49.16 | +44.9% | COMMON | 194693107 |
| — | CGI GROUP INC -CL A CL A COM NPV SVTG | 242,256 | $15.23M | 0.3% | $52.12 | — | COMMON | 39945C109 |
| MU | MICRON TECHNOLOGY INC COM USD.1 | 290,274 | $15.21M | 0.3% | $49.41 | +6.8% | COMMON | 595112103 |
| — | GRANITE REAL ESTATE INVEST STPLD UNIT | 373,094 | $15.1M | 0.3% | $39.08 | — | COMMON | 387437114 |
| LMT | LOCKHEED MARTIN CORP COM USD1 | 47,289 | $13.93M | 0.3% | $239.26 | +9.7% | COMMON | 539830109 |
| GS | GOLDMAN SACHS GROUP INC COM USD.01 | 63,045 | $13.86M | 0.3% | $190.23 | +5.5% | COMMON | 38141G104 |
| DIS | DISNEY (WALT) CO COM NPV | 128,963 | $13.51M | 0.3% | $98.38 | -1.2% | COMMON | 254687106 |
| — | TOTAL SYSTEM SERVICES INC COM USD.1 | 158,624 | $13.41M | 0.3% | $77.55 | — | COMMON | 891906109 |
| PSX | PHILLIPS 66 COM USD0.01 | 116,463 | $13.05M | 0.3% | $83.14 | 0.0% | COMMON | 718546104 |
| — | WALGREENS BOOTS ALLIANCE INC COM USD1.25 | 212,726 | $12.71M | 0.3% | $70.63 | — | COMMON | 931427108 |
| RCI | ROGERS COMMUNICATIONS -CL B CL B COM NPV | 264,775 | $12.48M | 0.3% | $50.75 | -7.4% | COMMON | 775109200 |
| ISRG | INTUITIVE SURGICAL INC COM USD.001 | 26,026 | $12.45M | 0.3% | $121.40 | +25.6% | COMMON | 46120E602 |
| CAE | CAE INC COM NPV | 587,338 | $12.11M | 0.3% | $14.05 | +37.8% | COMMON | 124765108 |
| STLD | STEEL DYNAMICS INC COM USD.01 | 263,325 | $12.06M | 0.3% | $32.95 | +22.1% | COMMON | 858119100 |
| — | CHINA PETROLEUM & CHEM CORP SPON ADR | 132,524 | $11.91M | 0.3% | $80.73 | — | COMMON | 16941R108 |
| ARCB | ARCBEST CORP COM USD.01 | 256,815 | $11.73M | 0.2% | $33.95 | +15.0% | COMMON | 03937C105 |
| — | CIT GROUP INC COM USD.01 | 233,275 | $11.72M | 0.2% | $49.62 | — | COMMON | 125581801 |
| MAN | MANPOWERGROUP COM NPV | 128,074 | $10.98M | 0.2% | $113.72 | -13.7% | COMMON | 56418H100 |
| — | VIACOM INC CL B COM USD | 343,810 | $10.37M | 0.2% | $30.40 | — | COMMON | 92553P201 |
| RIO | RIO TINTO GROUP (GBR) SPON ADR | 176,061 | $9.768M | 0.2% | $52.17 | — | COMMON | 767204100 |
| — | SP PLUS CORP CL A USD.001 | 260,871 | $9.685M | 0.2% | $36.45 | — | COMMON | 78469C103 |
| HUM | HUMANA INC COM NPV | 32,511 | $9.636M | 0.2% | $241.51 | +13.6% | COMMON | 444859102 |
| AFL | AFLAC INC COM USD.1 | 223,607 | $9.603M | 0.2% | $37.18 | +1.0% | COMMON | 001055102 |
| — | TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | 513,296 | $9.506M | 0.2% | $15.85 | — | COMMON | G9019D104 |
| — | BARRICK GOLD CORP COM NPV | 700,933 | $9.137M | 0.2% | $13.64 | — | COMMON | 067901108 |
| — | MOBILE TELESYSTEMS PJSC SPONSORED ADR | 998,271 | $8.815M | 0.2% | $10.38 | — | COMMON | 607409109 |
| CNI | CANADIAN NATIONAL RAILWAY CO COM NPV | 105,753 | $8.583M | 0.2% | $66.90 | +3.0% | COMMON | 136375102 |
| OMC | OMNICOM GROUP COM USD.5 | 112,172 | $8.555M | 0.2% | $56.19 | -0.2% | COMMON | 681919106 |
| ADM | ARCHER-DANIELS-MIDLAND CO COM NPV | 181,695 | $8.327M | 0.2% | $30.28 | +18.4% | COMMON | 039483102 |
| CSCO | CISCO SYSTEMS INC COM NPV | 182,896 | $7.87M | 0.2% | $30.38 | +14.4% | COMMON | 17275R102 |
| — | SK TELECOM CO LTD SPON ADR | 335,418 | $7.822M | 0.2% | $23.03 | — | COMMON | 78440P108 |
| — | CELESTICA INC SUB VTG SHS | 660,293 | $7.789M | 0.2% | $12.63 | — | COMMON | 15101Q108 |
| ICFI | ICF INTERNATIONAL INC COM USD.001 | 109,555 | $7.759M | 0.2% | $67.57 | +0.4% | COMMON | 44925C103 |
| EME | EMCOR GROUP INC COM USD.1 | 101,472 | $7.73M | 0.2% | $76.50 | -1.6% | COMMON | 29084Q100 |
| TXN | TEXAS INSTRUMENTS INC COM USD1 | 69,348 | $7.646M | 0.2% | $73.38 | +18.9% | COMMON | 882508104 |
| — | ARCH COAL INC COM USD.01 | 96,747 | $7.587M | 0.2% | $83.06 | — | COMMON | 039380407 |
| INTC | INTEL CORP COM NPV | 151,621 | $7.507M | 0.2% | $30.69 | +46.8% | COMMON | 458140100 |
| — | HILLENBRAND INC COM NPV | 158,933 | $7.477M | 0.2% | $46.27 | — | COMMON | 431571108 |
| — | AEGON NV NY SHR ADR | 1,244,545 | $7.368M | 0.2% | $5.25 | — | COMMON | 007924103 |
| — | JUST ENERGY GROUP INC COM | 2,005,758 | $7.176M | 0.2% | $5.65 | — | COMMON | 48213W101 |
| — | FIRSTCASH INC COM USD.01 | 79,766 | $7.157M | 0.2% | $85.68 | — | COMMON | 33767D105 |
| — | HD SUPPLY HOLDINGS INC COM USD.01 | 164,593 | $7.042M | 0.1% | $42.71 | — | COMMON | 40416M105 |
| — | KIRKLAND LAKE GOLD LTD COM | 325,461 | $6.839M | 0.1% | $21.01 | — | COMMON | 49741E100 |
| — | LAM RESEARCH CORP COM NPV | 39,513 | $6.829M | 0.1% | $162.41 | — | COMMON | 512807108 |
| — | DIAMOND OFFSHRE DRILLING INC COM USD.01 | 324,149 | $6.762M | 0.1% | $18.45 | — | COMMON | 25271C102 |
| ADBE | ADOBE SYSTEMS INC COM NPV | 27,495 | $6.704M | 0.1% | $144.02 | +64.2% | COMMON | 00724F101 |
| ASGN | ASGN INC COM USD.01 | 84,506 | $6.594M | 0.1% | $81.81 | 0.0% | COMMON | 00191U102 |
| M | MACY'S INC COM NPV | 174,322 | $6.519M | 0.1% | $35.52 | -5.6% | COMMON | 55616P104 |
| DECK | DECKERS OUTDOOR CORP COM USD.01 | 56,980 | $6.414M | 0.1% | $16.89 | +2.4% | COMMON | 243537107 |
| — | BLUCORA INC COM USD.0001 | 173,477 | $6.404M | 0.1% | $29.50 | — | COMMON | 095229100 |
| BJRI | BJ'S RESTAURANTS INC COM NPV | 104,024 | $6.226M | 0.1% | $52.60 | 0.0% | COMMON | 09180C106 |
| LEA | LEAR CORP COM NPV | 33,129 | $6.149M | 0.1% | $122.22 | +37.0% | COMMON | 521865204 |
| — | GANNETT CO INC COM USD.01 | 570,467 | $6.103M | 0.1% | $10.37 | — | COMMON | 36473H104 |
| LPX | LOUISIANA-PACIFIC CORP COM USD1 | 212,829 | $5.792M | 0.1% | $25.16 | +14.4% | COMMON | 546347105 |
| — | DISCOVER FINANCIAL SVCS COM USD.01 | 82,382 | $5.788M | 0.1% | $68.79 | — | COMMON | 254709108 |
| WDC | WESTERN DIGITAL CORP COM USD.1 | 74,571 | $5.773M | 0.1% | $60.13 | -2.8% | COMMON | 958102105 |
| SU | SUNCOR ENERGY INC COM NPV | 142,588 | $5.758M | 0.1% | $29.19 | 0.0% | COMMON | 867224107 |
| CNC | CENTENE CORP COM USD.003 | 44,069 | $5.407M | 0.1% | $40.47 | +42.5% | COMMON | 15135B101 |
| MRTN | MARTEN TRANSPORT LTD COM USD.01 | 225,839 | $5.289M | 0.1% | $12.02 | +2.7% | COMMON | 573075108 |
| TTEC | TTEC HOLDINGS INC COM USD.01 | 150,817 | $5.202M | 0.1% | $37.11 | -8.7% | COMMON | 89854H102 |
| CNMD | CONMED CORP COM USD.01 | 68,486 | $5.001M | 0.1% | $63.05 | +0.7% | COMMON | 207410101 |
| IX | ORIX CORP SPONSORED ADR | 63,061 | $4.982M | 0.1% | $81.77 | — | COMMON | 686330101 |
| — | ANSYS INC COM USD.01 | 28,191 | $4.905M | 0.1% | $122.39 | — | COMMON | 03662Q105 |
| MO | ALTRIA GROUP INC COM USD1 | 85,888 | $4.877M | 0.1% | $31.70 | +1.6% | COMMON | 02209S103 |
| — | COOPER COMPANIES INC COM USD.1 | 20,672 | $4.865M | 0.1% | $235.29 | — | COMMON | 216648402 |
| RMR | RMR GROUP INC CL A COM USD0.001 | 58,082 | $4.542M | 0.1% | $34.41 | +20.7% | COMMON | 74967R106 |
| EVR | EVERCORE INC CL A COM USD.01 | 42,347 | $4.461M | 0.1% | $74.65 | +16.6% | COMMON | 29977A105 |
| A | AGILENT TECHNOLOGIES INC COM USD.01 | 70,163 | $4.337M | 0.1% | $62.92 | -1.9% | COMMON | 00846U101 |
| UNP | UNION PACIFIC CORP COM USD2.5 | 30,652 | $4.337M | 0.1% | $113.38 | +3.8% | COMMON | 907818108 |
| — | SINOPEC SHANGHAI PETROCHEM SPON ADR | 71,661 | $4.298M | 0.1% | $59.30 | — | COMMON | 82935M109 |
| CTSH | COGNIZANT TECH SOLUTIONS CL A COM USD.01 | 53,882 | $4.256M | 0.1% | $62.47 | +12.7% | COMMON | 192446102 |
| IEX | IDEX CORP COM USD.01 | 30,916 | $4.218M | 0.1% | $114.18 | +11.4% | COMMON | 45167R104 |
| — | ENERPLUS CORP COM NPV | 331,965 | $4.154M | 0.1% | $11.83 | — | COMMON | 292766102 |
| — | ACTIVISION BLIZZARD INC COM | 51,870 | $3.959M | 0.1% | $61.80 | — | COMMON | 00507V109 |
| ELV | ANTHEM INC COM USD.01 | 16,419 | $3.9M | 0.1% | $165.05 | +26.9% | COMMON | 036752103 |
| — | FIRSTSERVICE CORP SUB VTG | 50,933 | $3.844M | 0.1% | $61.43 | — | COMMON | 33767E103 |
| BTE | BAYTEX ENERGY CORP COM NPV | 1,115,270 | $3.678M | 0.1% | $3.74 | 0.0% | COMMON | 07317Q105 |
| ENTA | ENANTA PHARMACEUTICALS INC COM USD0.01 | 31,817 | $3.666M | 0.1% | $75.69 | +31.8% | COMMON | 29251M106 |
| ON | ON SEMICONDUCTOR CORP COM USD.01 | 164,634 | $3.658M | 0.1% | $24.06 | +0.5% | COMMON | 682189105 |
| — | GENERAL ELECTRIC CO COM USD.63 | 268,790 | $3.658M | 0.1% | $28.27 | — | COMMON | 369604103 |
| CAJPY | CANON INC ADR | 109,412 | $3.577M | 0.1% | $33.45 | — | COMMON | 138006309 |
| — | BT GROUP PLC ADR | 246,962 | $3.571M | 0.1% | $16.77 | — | COMMON | 05577E101 |
| — | MELLANOX TECHNOLOGIES LTD ORD USD.01 | 42,162 | $3.553M | 0.1% | $84.27 | — | COMMON | M51363113 |
| EA | ELECTRONIC ARTS INC COM USD.01 | 25,041 | $3.531M | 0.1% | $109.25 | +15.6% | COMMON | 285512109 |
| INTU | INTUIT INC COM NPV | 17,231 | $3.52M | 0.1% | $169.69 | +7.4% | COMMON | 461202103 |
| IDXX | IDEXX LABS INC COM USD.1 | 16,077 | $3.503M | 0.1% | $139.04 | +48.2% | COMMON | 45168D104 |
| PKX | POSCO SPON ADR | 46,830 | $3.471M | 0.1% | $71.36 | — | COMMON | 693483109 |
| — | AON PLC CL A ORD | 25,274 | $3.467M | 0.1% | $137.30 | — | COMMON | G0408V102 |
| FLWS | 1-800-FLOWERS.COM CL A COM USD.01 | 269,060 | $3.377M | 0.1% | $11.67 | +8.4% | COMMON | 68243Q106 |
| CRL | CHARLES RIVER LABS INTL INC COM USD.01 | 30,071 | $3.375M | 0.1% | $108.32 | -0.2% | COMMON | 159864107 |
| NVR | NVR INC COM USD.01 | 1,121 | $3.327M | 0.1% | $2828.25 | +8.2% | COMMON | 62944T105 |
| CM | CANADIAN IMPERIAL BANK COM NPV | 37,964 | $3.277M | 0.1% | $23.75 | +28.7% | COMMON | 136069101 |
| BCC | BOISE CASCADE CO COM USD.01 | 72,244 | $3.22M | 0.1% | $27.80 | +6.5% | COMMON | 09739D100 |
| GAP | GAP INC COM USD.05 | 95,072 | $3.073M | 0.1% | $22.95 | +2.3% | COMMON | 364760108 |
| — | CNOOC LTD SPONSORED ADR | 17,925 | $3.069M | 0.1% | $141.93 | — | COMMON | 126132109 |
| BAX | BAXTER INTERNATIONAL INC COM USD1 | 41,245 | $3.043M | 0.1% | $39.25 | +56.8% | COMMON | 071813109 |
| — | QURATE RETAIL INC INT COM SER A | 141,473 | $2.988M | 0.1% | $21.12 | — | COMMON | 74915M100 |
| — | INTERPUBLIC GROUP OF COS COM USD.1 | 122,058 | $2.861M | 0.1% | $17.03 | +1.8% | COMMON | 460690100 |
| HAE | HAEMONETICS CORP COM USD.01 | 32,071 | $2.86M | 0.1% | $76.35 | +10.6% | COMMON | 405024100 |
| — | TECHTARGET INC COM USD.001 | 100,080 | $2.826M | 0.1% | $23.03 | — | COMMON | 87874R100 |
| CHE | CHEMED CORP COM USD1 | 8,733 | $2.795M | 0.1% | $192.54 | +58.5% | COMMON | 16359R103 |
| EBAY | EBAY INC COM USD.001 | 75,651 | $2.743M | 0.1% | $34.62 | +0.0% | COMMON | 278642103 |
| — | BB&T CORP COM USD5 | 53,236 | $2.685M | 0.1% | $50.44 | — | COMMON | 054937107 |
| PRGS | PROGRESS SOFTWARE CORP COM USD.01 | 67,460 | $2.604M | 0.1% | $42.60 | -10.9% | COMMON | 743312100 |
| — | SANDERSON FARMS INC COM USD1 | 23,887 | $2.501M | 0.1% | $131.97 | — | COMMON | 800013104 |
| — | CANADIAN PACIFIC RAILWAY LTD COM CAD5 | 13,691 | $2.491M | 0.1% | $174.69 | — | COMMON | 13645T100 |
| SSRM | SSR MINING INC COM NPV | 248,270 | $2.43M | 0.1% | $9.14 | +11.4% | COMMON | 784730103 |
| VRSN | VERISIGN INC COM USD.01 | 17,683 | $2.427M | 0.1% | $99.82 | +27.3% | COMMON | 92343E102 |
| ROK | ROCKWELL AUTOMATION COM USD1 | 14,497 | $2.41M | 0.1% | $135.94 | +11.0% | COMMON | 773903109 |
| — | CABOT MICROELECTRONICS CORP COM USD.001 | 22,547 | $2.41M | 0.1% | $71.99 | — | COMMON | 12709P103 |
| PRU | PRUDENTIAL FINANCIAL INC COM USD.01 | 25,660 | $2.399M | 0.1% | $55.26 | +26.1% | COMMON | 744320102 |
| — | VMWARE INC -CL A CL A COM USD.01 | 15,936 | $2.338M | 0.0% | $119.76 | — | COMMON | 928563402 |
| — | NEPTUNE TECH & BIORESSOURCES COM | 751,128 | $2.313M | 0.0% | $2.81 | — | COMMON | 64077P108 |
| CVI | CVR ENERGY INC COM USD.01 | 62,309 | $2.295M | 0.0% | $15.36 | +33.9% | COMMON | 12662P108 |
| PENN | PENN NATIONAL GAMING INC COM USD.01 | 68,662 | $2.293M | 0.0% | $24.16 | +29.3% | COMMON | 707569109 |
| NYT | NEW YORK TIMES CO -CL A CL A COM USD.1 | 87,855 | $2.263M | 0.0% | $16.96 | +29.8% | COMMON | 650111107 |
| DSGX | DESCARTES SYSTEMS GROUP INC COM NPV | 69,916 | $2.26M | 0.0% | $28.59 | +5.5% | COMMON | 249906108 |
| COF | CAPITAL ONE FINANCIAL CORP COM USD.01 | 24,004 | $2.204M | 0.0% | $75.28 | +10.2% | COMMON | 14040H105 |
| — | THOMSON-REUTERS CORP COM NPV | 53,288 | $2.147M | 0.0% | $44.91 | — | COMMON | 884903105 |
| — | ASPEN TECHNOLOGY INC COM USD.1 | 22,822 | $2.105M | 0.0% | $84.77 | — | COMMON | 045327103 |
| INGN | INOGEN INC COM USD.001 | 11,273 | $2.088M | 0.0% | $98.17 | +69.5% | COMMON | 45780L104 |
| — | LITHIUM AMERICAS CORP COM NPV | 375,071 | $1.99M | 0.0% | $5.41 | — | COMMON | 53680Q207 |
| JKHY | HENRY (JACK) & ASSOCIATES COM USD.01 | 15,186 | $1.978M | 0.0% | $93.12 | +21.7% | COMMON | 426281101 |
| — | FORTUNA SILVER MINES INC COM NPV | 345,033 | $1.948M | 0.0% | $5.65 | — | COMMON | 349915108 |
| — | ALLERGAN PLC COM USD.0033 | 11,545 | $1.925M | 0.0% | $166.74 | — | COMMON | G0177J108 |
| NMR | NOMURA HOLDINGS INC SPONSORED ADR | 394,457 | $1.889M | 0.0% | $5.20 | — | COMMON | 65535H208 |
| HLI | HOULIHAN LOKEY INC CL A COM USD.001 | 35,846 | $1.826M | 0.0% | $34.54 | +18.4% | COMMON | 441593100 |
| — | GRAN TIERRA ENERGY INC COM USD.001 | 521,568 | $1.791M | 0.0% | $3.43 | — | COMMON | 38500T101 |
| FCX | FREEPORT-MCMORAN INC COM NPV | 103,203 | $1.781M | 0.0% | $15.77 | -2.2% | COMMON | 35671D857 |
| PAHC | PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 | 38,762 | $1.774M | 0.0% | $35.61 | +24.3% | COMMON | 71742Q106 |
| LGND | LIGAND PHARMACEUTICAL INC COM USD.001 | 8,604 | $1.772M | 0.0% | $96.21 | +16.0% | COMMON | 53220K504 |
| BB | BLACKBERRY LTD COM NPV | 182,829 | $1.75M | 0.0% | $10.91 | +2.2% | COMMON | 09228F103 |
| WERN | WERNER ENTERPRISES INC COM USD.01 | 46,128 | $1.722M | 0.0% | $35.60 | +4.5% | COMMON | 950755108 |
| — | SMART GLOBAL HOLDINGS INC Ordinary Shares | 53,418 | $1.702M | 0.0% | $31.86 | — | COMMON | G8232Y101 |
| — | HARRIS CORP COM USD1 | 11,602 | $1.677M | 0.0% | $135.59 | — | COMMON | 413875105 |
| FTNT | FORTINET INC COM USD.001 | 26,796 | $1.671M | 0.0% | $11.84 | 0.0% | COMMON | 34959E109 |
| — | BOTTOMLINE TECHNOLOGIES INC COM USD.001 | 33,724 | $1.67M | 0.0% | $38.96 | — | COMMON | 101388106 |
| EBF | ENNIS INC COM USD2.5 | 81,124 | $1.651M | 0.0% | $12.15 | -3.9% | COMMON | 293389102 |
| — | VONAGE HOLDINGS CORP COM USD.001 | 126,536 | $1.622M | 0.0% | $10.50 | — | COMMON | 92886T201 |
| TMUS | T-MOBILE US INC COM | 27,053 | $1.616M | 0.0% | $58.37 | -2.0% | COMMON | 872590104 |
| HMC | HONDA MOTOR CO LTD ADR | 54,138 | $1.585M | 0.0% | $29.58 | — | COMMON | 438128308 |
| ALG | ALAMO GROUP INC COM USD.1 | 17,467 | $1.569M | 0.0% | $96.57 | +0.9% | COMMON | 011311107 |
| — | STAMPS.COM INC COM USD.001 | 6,170 | $1.553M | 0.0% | $199.75 | — | COMMON | 852857200 |
| — | AARON'S INC COM USD.5 | 34,991 | $1.515M | 0.0% | $42.21 | — | COMMON | 002535300 |
| ODFL | OLD DOMINION FREIGHT COM USD.1 | 10,065 | $1.498M | 0.0% | $44.88 | +6.9% | COMMON | 679580100 |
| MKSI | MKS INSTRUMENTS INC COM NPV | 15,357 | $1.467M | 0.0% | $96.55 | +6.3% | COMMON | 55306N104 |
| FNF | FIDELITY NATL FINL FNF GROUP COM USD.0001 | 38,822 | $1.46M | 0.0% | $27.15 | -3.1% | COMMON | 31620R303 |
| — | ALTISOURCE PORTFOLIO SOLTNS COM USD1 | 49,946 | $1.457M | 0.0% | $29.17 | — | COMMON | L0175J104 |
| APPF | APPFOLIO INC CL A COM USD.0001 | 23,766 | $1.445M | 0.0% | $43.62 | +24.9% | COMMON | 03783C100 |
| IDCC | INTERDIGITAL INC COM USD.01 | 17,268 | $1.397M | 0.0% | $77.91 | +2.1% | COMMON | 45867G101 |
| — | BANCO SANTANDER MEXICO -ADR ADR | 207,259 | $1.387M | 0.0% | $6.81 | — | COMMON | 05969B103 |
| MTRN | MATERION CORP COM USD1 | 25,359 | $1.366M | 0.0% | $46.38 | +17.1% | COMMON | 576690101 |
| RUSHA | RUSH ENTERPRISES INC CL A COM USD.01 | 31,368 | $1.354M | 0.0% | $20.12 | -5.6% | COMMON | 781846209 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC COM USD.01 | 25,578 | $1.327M | 0.0% | $50.23 | +0.8% | COMMON | 78467J100 |
| OXM | OXFORD INDUSTRIES INC COM USD1 | 15,741 | $1.299M | 0.0% | $77.26 | +4.3% | COMMON | 691497309 |
| — | PROVIDENCE SERVICE CORP CL A COM USD.001 | 16,495 | $1.288M | 0.0% | $60.77 | — | COMMON | 743815102 |
| ETSY | ETSY INC COM USD.001 | 30,253 | $1.269M | 0.0% | $28.85 | +12.8% | COMMON | 29786A106 |
| WOR | WORTHINGTON INDUSTRIES COM NPV | 29,895 | $1.255M | 0.0% | $30.61 | -7.6% | COMMON | 981811102 |
| QNST | QUINSTREET INC COM USD.001 | 98,950 | $1.25M | 0.0% | $9.34 | +34.8% | COMMON | 74874Q100 |
| ENVA | ENOVA INTERNATIONAL INC COM USD0.00001 | 33,899 | $1.235M | 0.0% | $14.01 | +117.1% | COMMON | 29357K103 |
| JOUT | JOHNSON OUTDOORS INC -CL A CL A COM USD.05 | 14,408 | $1.211M | 0.0% | $46.49 | +57.5% | COMMON | 479167108 |
| BXC | BLUELINX HOLDINGS INC COM USD.01 | 31,883 | $1.194M | 0.0% | $11.22 | +247.9% | COMMON | 09624H208 |
| — | VARIAN MEDICAL SYSTEMS INC COM USD1 | 10,485 | $1.188M | 0.0% | $103.57 | — | COMMON | 92220P105 |
| — | ION GEOPHYSICAL CORP COM USD.01 | 48,687 | $1.179M | 0.0% | $22.65 | — | COMMON | 462044207 |
| — | PRA HEALTH SCIENCES INC COM USD.01 | 12,585 | $1.168M | 0.0% | $75.48 | — | COMMON | 69354M108 |
| BLDP | BALLARD POWER SYSTEMS INC COM NPV | 404,784 | $1.155M | 0.0% | $4.89 | -35.6% | COMMON | 058586108 |
| — | TAILORED BRANDS INC COM USD.01 | 44,850 | $1.139M | 0.0% | $25.24 | — | COMMON | 87403A107 |
| TNET | TRINET GROUP INC COM USD.000025 | 20,411 | $1.136M | 0.0% | $33.28 | +54.0% | COMMON | 896288107 |
| CROX | CROCS INC COM USD.001 | 64,009 | $1.121M | 0.0% | $12.57 | +35.3% | COMMON | 227046109 |
| NRC | NATIONAL RESEARCH CORP COM USD.001 | 30,033 | $1.117M | 0.0% | $28.70 | +21.4% | COMMON | 637372202 |
| BLKB | BLACKBAUD INC COM | 10,764 | $1.097M | 0.0% | $84.67 | +20.5% | COMMON | 09227Q100 |
| — | VERSO CORP CL A COM USD.01 | 49,734 | $1.077M | 0.0% | $16.99 | — | COMMON | 92531L207 |
| AMKR | AMKOR TECHNOLOGY INC COM USD.001 | 125,602 | $1.076M | 0.0% | $9.38 | -9.4% | COMMON | 031652100 |
| BR | BROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 9,338 | $1.071M | 0.0% | $94.17 | +5.3% | COMMON | 11133T103 |
| CWST | CASELLA WASTE SYS INC -CL A CL A COM USD.01 | 42,055 | $1.07M | 0.0% | $17.64 | +39.9% | COMMON | 147448104 |
| — | ZAGG INC COM USD.001 | 61,805 | $1.064M | 0.0% | $17.94 | — | COMMON | 98884U108 |
| PGR | PROGRESSIVE CORP-OHIO COM USD1 | 17,886 | $1.058M | 0.0% | $26.97 | +79.0% | COMMON | 743315103 |
| — | QAD INC CL A COM NPV | 21,138 | $1.053M | 0.0% | $38.94 | — | COMMON | 74727D306 |
| FFIV | F5 NETWORKS INC COM NPV | 6,001 | $1.032M | 0.0% | $166.71 | 0.0% | COMMON | 315616102 |
| CW | CURTISS-WRIGHT CORP COM USD1 | 8,668 | $1.026M | 0.0% | $125.86 | -0.0% | COMMON | 231561101 |
| PLCE | CHILDRENS PLACE INC COM USD.1 | 8,277 | $998K | 0.0% | $111.69 | +16.0% | COMMON | 168905107 |
| — | CONTINENTAL BUILDING PRODS COM USD.001 | 31,517 | $994K | 0.0% | $28.22 | — | COMMON | 211171103 |
| NVO | NOVO NORDISK A/S ADR | 21,504 | $992K | 0.0% | $48.25 | — | COMMON | 670100205 |
| TSN | TYSON FOODS INC -CL A CL A COM USD.1 | 14,397 | $989K | 0.0% | $51.35 | +9.6% | COMMON | 902494103 |
| — | ATRION CORP COM USD1 | 1,653 | $985K | 0.0% | $604.31 | — | COMMON | 049904105 |
| ING | ING GROEP NV SPON ADR | 66,558 | $953K | 0.0% | $16.00 | — | COMMON | 456837103 |
| EBS | EMERGENT BIOSOLUTIONS INC COM USD.01 | 18,999 | $953K | 0.0% | $48.01 | +8.5% | COMMON | 29089Q105 |
| — | USA TRUCK INC COM USD.01 | 40,650 | $951K | 0.0% | $21.40 | — | COMMON | 902925106 |
| WTI | W&T OFFSHORE INC COM USD.00001 | 133,474 | $951K | 0.0% | $3.98 | +62.5% | COMMON | 92922P106 |
| NTB | BANK OF NT BUTTERFIELD & SON COM BMD0.01 | 20,833 | $947K | 0.0% | $31.43 | +4.7% | COMMON | G0772R208 |
| VSH | VISHAY INTERTECHNOLOGY INC COM USD.1 | 40,408 | $937K | 0.0% | $17.89 | -0.1% | COMMON | 928298108 |
| TRV | TRAVELERS COS INC COM | 7,707 | $936K | 0.0% | $76.54 | +44.8% | COMMON | 89417E109 |
| CMTL | COMTECH TELECOMMUN COM NPV | 28,981 | $919K | 0.0% | $17.40 | +62.4% | COMMON | 205826209 |
| WLK | WESTLAKE CHEMICAL CORP COM USD.01 | 8,451 | $906K | 0.0% | $95.55 | +4.0% | COMMON | 960413102 |
| CYD | CHINA YUCHAI INTERNATIONAL COM USD.1 | 41,186 | $894K | 0.0% | $9.55 | +46.3% | COMMON | G21082105 |
| — | WADDELL&REED FINL INC -CL A CL A | 49,733 | $892K | 0.0% | $18.88 | — | COMMON | 930059100 |
| MC | MOELIS & CO CL A COM USD.01 | 15,035 | $881K | 0.0% | $18.00 | +85.0% | COMMON | 60786M105 |
| EMN | EASTMAN CHEMICAL CO COM USD.01 | 8,817 | $881K | 0.0% | $78.36 | +3.2% | COMMON | 277432100 |
| CHDN | CHURCHILL DOWNS INC COM NPV | 2,908 | $858K | 0.0% | $35.36 | +28.3% | COMMON | 171484108 |
| TTMI | TTM TECHNOLOGIES INC COM NPV | 47,590 | $839K | 0.0% | $15.17 | +10.1% | COMMON | 87305R109 |
| — | ENVESTNET INC COM USD.01 | 15,336 | $837K | 0.0% | $50.76 | — | COMMON | 29404K106 |
| RGA | REINSURANCE GROUP AMER INC COM USD.01 | 6,198 | $826K | 0.0% | $144.85 | +3.0% | COMMON | 759351604 |
| EAT | BRINKER INTL INC COM USD.1 | 17,144 | $814K | 0.0% | $40.72 | +1.5% | COMMON | 109641100 |
| HCA | HCA HEALTHCARE INC COM USD0.01 | 7,944 | $812K | 0.0% | $85.07 | +11.1% | COMMON | 40412C101 |
| VPG | VISHAY PRECISION GROUP INC COM USD.01 | 21,284 | $808K | 0.0% | $33.93 | 0.0% | COMMON | 92835K103 |
| — | NTT DOCOMO INC SPONS ADR | 31,664 | $807K | 0.0% | $24.71 | — | COMMON | 62942M201 |
| — | TOWN SPORTS INTL HOLDINGS COM USD.001 | 55,115 | $802K | 0.0% | $5.46 | — | COMMON | 89214A102 |
| — | PARK ELECTROCHEMICAL CORP COM USD.1 | 34,640 | $799K | 0.0% | $23.07 | — | COMMON | 700416209 |
| — | L BRANDS INC COM USD.5 | 21,446 | $791K | 0.0% | $38.13 | — | COMMON | 501797104 |
| — | FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 41,747 | $789K | 0.0% | $18.90 | — | COMMON | N31738102 |
| OM2 | ORTHOFIX INTERNATIONAL NV COM USD.1 | 13,911 | $785K | 0.0% | $47.23 | — | COMMON | N6748L102 |
| MFG | MIZUHO FINANCIAL GROUP INC ADR | 229,805 | $779K | 0.0% | $3.53 | — | COMMON | 60687Y109 |
| — | QUALITY SYSTEMS INC COM USD.01 | 39,443 | $765K | 0.0% | $15.82 | — | COMMON | 747582104 |
| UVE | UNIVERSAL INSURANCE HLDGS COM USD.01 | 21,785 | $765K | 0.0% | $24.89 | +36.8% | COMMON | 91359V107 |
| HTHT | HUAZHU GROUP LIMITED - ADR ADR | 18,229 | $765K | 0.0% | $41.97 | — | COMMON | 44332N106 |
| MUFG | MITSUBISHI UFJ FINANCIAL GRP ADR | 135,286 | $764K | 0.0% | $6.28 | — | COMMON | 606822104 |
| — | WEIGHT WATCHERS INTL INC COM NVP | 7,588 | $763K | 0.0% | $34.45 | — | COMMON | 948626106 |
| — | PERFICIENT INC COM USD.001 | 29,013 | $761K | 0.0% | $26.23 | — | COMMON | 71375U101 |
| HCC | WARRIOR MET COAL INC COM USD0.01 | 27,567 | $759K | 0.0% | $24.09 | +9.4% | COMMON | 93627C101 |
| — | PETROCHINA CO LTD SPONSORED ADR | 9,921 | $757K | 0.0% | $65.61 | — | COMMON | 71646E100 |
| ALNT | ALLIED MOTION TECHNOLOGIES COM NPV | 15,798 | $754K | 0.0% | $24.99 | +16.5% | COMMON | 019330109 |
| ABBNY | ABB LTD SPONSORED ADR | 34,589 | $753K | 0.0% | $19.77 | — | COMMON | 000375204 |
| GGG | GRACO INC COM USD1 | 16,395 | $739K | 0.0% | $36.17 | +15.0% | COMMON | 384109104 |
| — | PGT INNOVATIONS INC COM USD | 35,506 | $736K | 0.0% | $20.33 | — | COMMON | 69336V101 |
| AMAT | APPLIED MATERIALS INC COM NPV | 15,852 | $732K | 0.0% | $25.23 | +87.2% | COMMON | 038222105 |
| GNRC | GENERAC HOLDINGS INC COM USD0.01 | 14,181 | $729K | 0.0% | $49.67 | -2.3% | COMMON | 368736104 |
| UNFI | UNITED NATURAL FOODS INC COM USD.01 | 17,042 | $727K | 0.0% | $42.22 | +4.5% | COMMON | 911163103 |
| JEF | JEFFERIES FINANCIAL GRP INC COM USD1 | 31,569 | $718K | 0.0% | $16.63 | 0.0% | COMMON | 47233W109 |
| TILE | INTERFACE INC COM USD.01 | 31,168 | $712K | 0.0% | $24.22 | -2.2% | COMMON | 458665304 |
| BIGGQ | BIG LOTS INC COM USD.01 | 17,016 | $708K | 0.0% | $40.74 | -16.5% | COMMON | 089302103 |
| — | TABULA RASA HEALTHCARE INC COM USD.0001 | 11,046 | $701K | 0.0% | $28.09 | — | COMMON | 873379101 |
| WLY | WILEY (JOHN) & SONS -CL A CL A COM USD1 | 11,211 | $696K | 0.0% | $50.79 | +1.9% | COMMON | 968223206 |
| — | HALYARD HEALTH INC COM USD.01 | 11,767 | $670K | 0.0% | $45.51 | — | COMMON | 40650V100 |
| WGO | WINNEBAGO INDUSTRIES COM USD.5 | 16,464 | $665K | 0.0% | $42.31 | -9.8% | COMMON | 974637100 |
| — | WESTPORT FUEL SYSTEMS INC COM NPV | 263,596 | $661K | 0.0% | $3.77 | — | COMMON | 960908309 |
| — | CAMBIUM LEARNING GROUP INC COM USD.001 | 58,793 | $656K | 0.0% | $8.63 | — | COMMON | 13201A107 |
| NTAP | NETAPP INC COM NPV | 8,361 | $652K | 0.0% | $30.88 | +85.2% | COMMON | 64110D104 |
| RHI | ROBERT HALF INTL INC COM USD1 | 9,993 | $646K | 0.0% | $63.41 | 0.0% | COMMON | 770323103 |
| CSW | CSW INDUSTRIALS INC COM USD.01 | 12,195 | $641K | 0.0% | $43.84 | +4.5% | COMMON | 126402106 |
| LUV | SOUTHWEST AIRLINES COM USD1 | 12,589 | $641K | 0.0% | $54.33 | -12.1% | COMMON | 844741108 |
| JLL | JONES LANG LASALLE INC COM USD.01 | 3,870 | $640K | 0.0% | $153.66 | +9.5% | COMMON | 48020Q107 |
| HLNE | HAMILTON LANE INC CL A COM USD.001 | 13,428 | $640K | 0.0% | $42.63 | +3.2% | COMMON | 407497106 |
| TXT | TEXTRON INC COM USD.125 | 9,565 | $630K | 0.0% | $63.87 | 0.0% | COMMON | 883203101 |
| EHC | ENCOMPASS HEALTH CORP COM USD.01 | 9,256 | $624K | 0.0% | $43.44 | +4.1% | COMMON | 29261A100 |
| RCKY | ROCKY BRANDS INC COM NPV | 20,681 | $620K | 0.0% | $13.41 | +93.5% | COMMON | 774515100 |
| — | SCHNITZER STEEL INDS -CL A CL A COM USD.01 | 18,313 | $617K | 0.0% | $28.35 | — | COMMON | 806882106 |
| TTC | TORO CO COM USD1 | 10,252 | $617K | 0.0% | $53.62 | +12.4% | COMMON | 891092108 |
| AIG | AMERICAN INTERNATIONAL GROUP COM USD.01 | 11,620 | $616K | 0.0% | $44.29 | 0.0% | COMMON | 026874784 |
| AMN | AMN HEALTHCARE SERVICES INC COM USD.01 | 10,559 | $615K | 0.0% | $52.67 | +13.3% | COMMON | 001744101 |
| PHG | KONINKLIJKE PHILIPS NV NY SHS ADR | 14,471 | $612K | 0.0% | $33.24 | — | COMMON | 500472303 |
| — | BARNES GROUP INC COM USD1 | 10,310 | $603K | 0.0% | $64.90 | — | COMMON | 067806109 |
| MMM | 3M CO COM NPV | 3,067 | $603K | 0.0% | $146.27 | -11.0% | COMMON | 88579Y101 |
| — | WORLD WRESTLING ENTMT INC CL A COM USD.01 | 8,270 | $599K | 0.0% | $72.43 | — | COMMON | 98156Q108 |
| DEO | DIAGEO PLC SPON ADR | 4,153 | $598K | 0.0% | $140.08 | — | COMMON | 25243Q205 |
| PKG | PACKAGING CORP OF AMERICA COM USD.01 | 5,337 | $597K | 0.0% | $68.44 | +35.2% | COMMON | 695156109 |
| ANF | ABERCROMBIE & FITCH -CL A CL A COM USD.01 | 24,481 | $597K | 0.0% | $24.02 | 0.0% | COMMON | 002896207 |
| RJF | RAYMOND JAMES FINANCIAL CORP COM USD.01 | 6,582 | $588K | 0.0% | $46.70 | +18.0% | COMMON | 754730109 |
| OSUR | ORASURE TECHNOLOGIES INC COM NPV | 34,696 | $568K | 0.0% | $19.18 | -12.0% | COMMON | 68554V108 |
| TPB | TURNING POINT BRANDS INC COM USD.01 | 17,781 | $567K | 0.0% | $22.35 | +11.6% | COMMON | 90041L105 |
| PAMT | P.A.M. TRANSPORTATION SVCS COM USD.01 | 12,070 | $565K | 0.0% | $7.99 | +24.2% | COMMON | 693149106 |
| — | CHINA TELECOM CORP LTD SPON ADR H SHS | 12,144 | $564K | 0.0% | $46.44 | — | COMMON | 169426103 |
| MGPI | MGP INGREDIENTS INC COM NPV | 6,347 | $560K | 0.0% | $74.89 | +19.7% | COMMON | 55303J106 |
| TBI | TRUEBLUE INC COM NPV | 20,739 | $559K | 0.0% | $25.86 | +2.4% | COMMON | 89785X101 |
| EXLS | EXLSERVICE HOLDINGS INC COM USD.001 | 9,920 | $558K | 0.0% | $11.94 | -4.5% | COMMON | 302081104 |
| KFRC | KFORCE INC COM USD.01 | 16,338 | $557K | 0.0% | $31.54 | 0.0% | COMMON | 493732101 |
| — | CONSOL ENERGY INC COM | 14,341 | $550K | 0.0% | $37.15 | — | COMMON | 20854L108 |
| — | PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | 28,053 | $548K | 0.0% | $22.66 | — | COMMON | 70932B101 |
| OMCL | OMNICELL INC COM NPV | 10,482 | $546K | 0.0% | $49.55 | -5.1% | COMMON | 68213N109 |
| BURL | BURLINGTON STORES INC COM USD0.0001 | 3,608 | $541K | 0.0% | $142.33 | 0.0% | COMMON | 122017106 |
| FOXF | FOX FACTORY HOLDING CP COM USD.001 | 11,646 | $539K | 0.0% | $26.23 | +47.3% | COMMON | 35138V102 |
| — | NATIONAL GENERAL HOLDINGS CP COM | 20,575 | $538K | 0.0% | $26.15 | — | COMMON | 636220303 |
| SQM | SOC QUIMICA Y MINERA DE CHI SPON ADR SER B | 11,171 | $537K | 0.0% | $46.87 | — | COMMON | 833635105 |
| NVRI | HARSCO CORP COM USD1.25 | 24,360 | $535K | 0.0% | $19.26 | +19.8% | COMMON | 415864107 |
| MA | MASTERCARD INC CL A COM USD.0001 | 2,724 | $535K | 0.0% | $160.92 | +12.0% | COMMON | 57636Q104 |
| CORT | CORCEPT THERAPEUTICS INC COM USD.00001 | 33,922 | $530K | 0.0% | $15.31 | +13.6% | COMMON | 218352102 |
| QLYS | QUALYS INC COM USD0.001 | 6,325 | $529K | 0.0% | $56.22 | +43.0% | COMMON | 74758T303 |
| USPH | U S PHYSICAL THERAPY INC COM USD.01 | 5,518 | $526K | 0.0% | $92.75 | 0.0% | COMMON | 90337L108 |
| MMI | MARCUS & MILLICHAP INC COM USD.0001 | 13,550 | $525K | 0.0% | $34.15 | 0.0% | COMMON | 566324109 |
| — | CONVERGYS CORP COM NPV | 21,167 | $517K | 0.0% | $24.69 | — | COMMON | 212485106 |
| QUAD | QUAD/GRAPHICS INC CL A COM USD.025 | 24,840 | $515K | 0.0% | $23.12 | -5.5% | COMMON | 747301109 |
| — | CIMPRESS NV COM USD.001 | 3,569 | $514K | 0.0% | $147.41 | — | COMMON | N20146101 |
| DDS | DILLARDS INC -CL A CL A COM NPV | 5,404 | $511K | 0.0% | $45.08 | +36.2% | COMMON | 254067101 |
| — | YY INC -ADR ADR | 5,059 | $508K | 0.0% | $104.65 | — | COMMON | 98426T106 |
| — | VALHI INC COM USD1 | 106,564 | $506K | 0.0% | $5.67 | — | COMMON | 918905100 |
| JPPYY | JUPAI HOLDINGS LTD -ADR ADR | 26,330 | $498K | 0.0% | $15.04 | — | COMMON | 48205B107 |
| NNI | NELNET INC CL A COM USD.01 | 8,533 | $498K | 0.0% | $54.18 | +6.7% | COMMON | 64031N108 |
| LVS | LAS VEGAS SANDS CORP COM USD.001 | 6,410 | $489K | 0.0% | $65.50 | +0.3% | COMMON | 517834107 |
| GOOGL | ALPHABET INC CL A COM USD.001 | 425 | $480K | 0.0% | $46.52 | +16.0% | COMMON | 02079K305 |
| — | APPTIO INC CL A COM USD.0001 | 13,345 | $480K | 0.0% | $30.70 | — | COMMON | 03835C108 |
| MBUU | MALIBU BOATS INC CL A COM USD.01 | 11,199 | $468K | 0.0% | $25.47 | +56.6% | COMMON | 56117J100 |
| VC | VISTEON CORP COM NEW | 3,614 | $465K | 0.0% | $102.41 | +21.4% | COMMON | 92839U206 |
| ICLR | ICON PLC COM EUR.06 | 3,446 | $457K | 0.0% | $110.03 | +13.3% | COMMON | G4705A100 |
| NPK | NATIONAL PRESTO INDS INC COM USD1 | 3,696 | $455K | 0.0% | $105.66 | +2.2% | COMMON | 637215104 |
| SONY | SONY CORP ADR | 8,827 | $452K | 0.0% | $35.74 | — | COMMON | 835699307 |
| — | RAVEN INDUSTRIES INC COM USD1 | 11,836 | $452K | 0.0% | $32.38 | — | COMMON | 754212108 |
| INFY | INFOSYS LTD SPN ADR 1/4 SH | 23,181 | $450K | 0.0% | $18.32 | — | COMMON | 456788108 |
| SKY | SKYLINE CHAMPION CORP COM USD.0277 | 12,761 | $447K | 0.0% | $25.77 | +11.6% | COMMON | 830830105 |
| SLP | SIMULATIONS PLUS INC COM USD.001 | 20,168 | $447K | 0.0% | $16.99 | +6.7% | COMMON | 829214105 |
| — | BG STAFFING INC COM | 19,184 | $446K | 0.0% | $19.23 | — | COMMON | 05544A109 |
| — | 51JOB INC -ADR ADR | 4,533 | $443K | 0.0% | $54.11 | — | COMMON | 316827104 |
| — | LUMINEX CORP COM USD.001 | 15,094 | $443K | 0.0% | $29.35 | — | COMMON | 55027E102 |
| — | MAGELLAN HEALTH INC COM NEW | 4,622 | $442K | 0.0% | $69.88 | — | COMMON | 559079207 |
| — | DENNYS CORP COM USD.1 | 27,754 | $439K | 0.0% | $15.73 | — | COMMON | 24869P104 |
| CNO | CNO FINANCIAL GROUP INC COM NEW | 23,049 | $437K | 0.0% | $19.59 | -11.5% | COMMON | 12621E103 |
| — | NEW YORK & CO INC COM USD.01 | 84,474 | $433K | 0.0% | $4.55 | — | COMMON | 649295102 |
| UVV | UNIVERSAL CORP/VA COM NPV | 6,536 | $432K | 0.0% | $58.30 | -5.0% | COMMON | 913456109 |
| FIS | FIDELITY NATIONAL INFO SVCS COM | 4,071 | $432K | 0.0% | $78.20 | +13.1% | COMMON | 31620M106 |
| MSA | MSA SAFETY INC COM NPV | 4,490 | $430K | 0.0% | $74.83 | +20.8% | COMMON | 553498106 |
| VAC | MARRIOTT VACATIONS WORLDWIDE COM USD.01 | 3,822 | $429K | 0.0% | $114.29 | +8.1% | COMMON | 57164Y107 |
| ITGR | INTEGER HOLDINGS CORP COM USD.001 | 6,650 | $427K | 0.0% | $49.25 | +25.9% | COMMON | 45826H109 |
| CNNE | CANNAE HOLDINGS INC COM | 22,807 | $423K | 0.0% | $17.19 | +10.5% | COMMON | 13765N107 |
| FCN | FTI CONSULTING INC CL A COM USD.01 | 6,923 | $419K | 0.0% | $51.81 | +12.0% | COMMON | 302941109 |
| KFY | KORN/FERRY INTERNATIONAL COM NPV | 6,775 | $417K | 0.0% | $38.27 | +31.4% | COMMON | 500643200 |
| NHC | NATIONAL HEALTHCARE CORP COM USD.01 | 5,775 | $406K | 0.0% | $62.38 | +4.9% | COMMON | 635906100 |
| HEI | HEICO CORP COM USD.166 | 5,558 | $404K | 0.0% | $53.34 | +36.2% | COMMON | 422806109 |
| — | MONOTYPE IMAGING HOLDINGS COM USD.01 | 19,864 | $401K | 0.0% | $22.96 | — | COMMON | 61022P100 |
| SXC | SUNCOKE ENERGY INC COM USD.01 | 29,733 | $398K | 0.0% | $12.30 | +0.8% | COMMON | 86722A103 |
| — | INTELSAT SA COM USD.01 | 23,945 | $396K | 0.0% | $16.54 | — | COMMON | L5140P101 |
| — | WYNDHAM DESTINATIONS INC COM USD | 8,857 | $392K | 0.0% | $84.49 | — | COMMON | 98310W108 |
| BCPC | BALCHEM CORP -CL B CL B COM USD.06 | 3,959 | $387K | 0.0% | $89.28 | 0.0% | COMMON | 057665200 |
| HTH | HILLTOP HOLDINGS INC COM USD.01 | 17,463 | $385K | 0.0% | $24.32 | -4.2% | COMMON | 432748101 |
| — | TRUSTCO BANK CORP/NY COM NPV | 43,145 | $384K | 0.0% | $8.53 | — | COMMON | 898349105 |
| — | RED HAT INC COM USD.0001 | 2,836 | $381K | 0.0% | $139.63 | — | COMMON | 756577102 |
| THO | THOR INDUSTRIES INC COM USD.01 | 3,909 | $379K | 0.0% | $66.92 | +29.5% | COMMON | 885160101 |
| WAT | WATERS CORP COM USD.01 | 1,934 | $374K | 0.0% | $139.71 | +41.0% | COMMON | 941848103 |
| CATO | CATO CORP -CL A CL A COM USD.333 | 15,183 | $372K | 0.0% | $12.81 | 0.0% | COMMON | 149205106 |
| MYE | MYERS INDUSTRIES INC COM NPV | 19,515 | $372K | 0.0% | $16.25 | +2.9% | COMMON | 628464109 |
| FCNCA | FIRST CITIZENS BANCSH -CL A CL A COM USD1 | 913 | $368K | 0.0% | $327.56 | +28.1% | COMMON | 31946M103 |
| PLPC | PREFORMED LINE PRODUCTS CO CAP USD2 | 4,110 | $365K | 0.0% | $64.28 | +15.4% | COMMON | 740444104 |
| AEO | AMERN EAGLE OUTFITTERS INC COM NPV | 15,629 | $361K | 0.0% | $18.16 | 0.0% | COMMON | 02553E106 |
| — | SANTANDER CONSUMER USA HLDGS COM USD.01 | 18,874 | $358K | 0.0% | $15.36 | — | COMMON | 80283M101 |
| WMK | WEIS MARKETS INC COM NPV | 6,726 | $358K | 0.0% | $39.00 | +6.7% | COMMON | 948849104 |
| IBN | ICICI BANK LTD SPONSORED ADR | 44,581 | $358K | 0.0% | $8.36 | — | COMMON | 45104G104 |
| KEYS | KEYSIGHT TECHNOLOGIES INC COM USD.01 | 6,037 | $356K | 0.0% | $55.57 | 0.0% | COMMON | 49338L103 |
| VOD | VODAFONE GROUP PLC SPON ADR | 14,483 | $352K | 0.0% | $28.46 | — | COMMON | 92857W308 |
| — | DOMTAR CORP COM USD.01 | 7,362 | $351K | 0.0% | $47.07 | — | COMMON | 257559203 |
| — | HOLLYFRONTIER CORP COM USD.01 | 5,152 | $351K | 0.0% | $51.10 | — | COMMON | 436106108 |
| REX | REX AMERICAN RESOURCES CORP COM USD.01 | 4,333 | $351K | 0.0% | $10.32 | +21.4% | COMMON | 761624105 |
| DLX | DELUXE CORP COM USD1 | 5,223 | $346K | 0.0% | $49.19 | -0.7% | COMMON | 248019101 |
| — | CALAMP CORP COM NPV | 14,831 | $345K | 0.0% | $21.44 | — | COMMON | 128126109 |
| EGRX | EAGLE PHARMACEUTICALS INC COM USD.001 | 4,484 | $339K | 0.0% | $58.14 | +8.2% | COMMON | 269796108 |
| — | PROFIRE ENERGY INC COM USD.001 | 99,887 | $338K | 0.0% | $2.71 | — | COMMON | 74316X101 |
| PFE | PFIZER INC COM USD.1 | 9,379 | $338K | 0.0% | $19.93 | +21.9% | COMMON | 717081103 |
| AXON | AXON ENTERPRISE INC COM USD.00001 | 5,348 | $336K | 0.0% | $54.10 | 0.0% | COMMON | 05464C101 |
| — | INTRICON CORP COM USD1 | 8,294 | $334K | 0.0% | $19.96 | — | COMMON | 46121H109 |
| SEIC | SEI INVESTMENTS CO COM USD.01 | 5,345 | $333K | 0.0% | $64.69 | -7.1% | COMMON | 784117103 |
| BCO | BRINKS CO COM SERVICES NPV | 4,197 | $332K | 0.0% | $44.84 | +55.1% | COMMON | 109696104 |
| RACE | FERRARI NV COM EUR.01 | 2,459 | $332K | 0.0% | $81.90 | +60.5% | COMMON | N3167Y103 |
| — | BLACK KNIGHT INC CL A COM USD.0001 | 6,223 | $331K | 0.0% | $44.19 | — | COMMON | 09215C105 |
| SRI | STONERIDGE INC COM NPV | 9,361 | $327K | 0.0% | $30.38 | 0.0% | COMMON | 86183P102 |
| — | IAC/INTERACTIVECORP COM USD1 | 2,139 | $325K | 0.0% | $120.53 | — | COMMON | 44919P508 |
| — | LIBERTY GLOBAL PLC SR C COM USD .01 | 12,167 | $324K | 0.0% | $26.63 | — | COMMON | G5480U120 |
| TG | TREDEGAR CORP COM NPV | 13,707 | $322K | 0.0% | $12.42 | 0.0% | COMMON | 894650100 |
| — | GENERAL FINANCE CORP/DE COM | 23,703 | $321K | 0.0% | $11.32 | — | COMMON | 369822101 |
| XOMA | XOMA CORP COM USD.0005 | 15,436 | $320K | 0.0% | $27.74 | -18.0% | COMMON | 98419J206 |
| XYL | XYLEM INC COM USD.01 | 4,735 | $319K | 0.0% | $67.29 | -1.5% | COMMON | 98419M100 |
| IQV | IQVIA HOLDINGS INC COM USD.01 | 3,195 | $319K | 0.0% | $100.01 | -0.1% | COMMON | 46266C105 |
| ENTG | ENTEGRIS INC COM USD.01 | 9,459 | $319K | 0.0% | $25.25 | +35.0% | COMMON | 29362U104 |
| BTU | PEABODY ENERGY CORP WHEN ISSUED | 6,991 | $318K | 0.0% | $34.66 | +3.3% | COMMON | 704551100 |
| — | MIX TELEMATICS LTD ADR | 17,956 | $318K | 0.0% | $15.46 | — | COMMON | 60688N102 |
| PRIM | PRIMORIS SERVICES CORP COM USD.0001 | 11,653 | $317K | 0.0% | $25.98 | +2.1% | COMMON | 74164F103 |
| — | AMEDISYS INC COM USD.001 | 3,729 | $316K | 0.0% | $59.73 | — | COMMON | 023436108 |
| BLMN | BLOOMIN' BRANDS INC COM USD.01 | 15,544 | $312K | 0.0% | $15.44 | +19.3% | COMMON | 094235108 |
| — | SVB FINANCIAL GROUP COM NPV | 1,084 | $312K | 0.0% | $287.82 | — | COMMON | 78486Q101 |
| — | SPX FLOW INC COM USD.01 | 7,167 | $311K | 0.0% | $49.26 | — | COMMON | 78469X107 |
| BSBR | BANCO SANTANDER BRASIL -ADR ADR | 41,174 | $309K | 0.0% | $9.00 | — | COMMON | 05967A107 |
| ULBI | ULTRALIFE CORP COM USD.1 | 32,218 | $309K | 0.0% | $6.46 | +48.4% | COMMON | 903899102 |
| VEEV | VEEVA SYSTEMS INC CL A COM USD.00001 | 4,013 | $307K | 0.0% | $59.59 | +27.6% | COMMON | 922475108 |
| V | VISA INC CL A COM USD.0001 | 2,299 | $305K | 0.0% | $122.01 | +0.1% | COMMON | 92826C839 |
| — | JUNIPER PHARMACEUTICALS INC COM USD.01 | 34,967 | $304K | 0.0% | $7.98 | — | COMMON | 48203L107 |
| STC | STEWART INFORMATION SERVICES COM USD1 | 7,061 | $304K | 0.0% | $43.66 | -1.8% | COMMON | 860372101 |
| NGVT | INGEVITY CORP COM USD.01 | 3,744 | $301K | 0.0% | $72.20 | +10.1% | COMMON | 45688C107 |
| WING | WINGSTOP INC COM USD.01 | 5,812 | $301K | 0.0% | $45.92 | +10.9% | COMMON | 974155103 |
| FSBW | FS BANCORP INC COM USD.01 | 4,709 | $298K | 0.0% | $18.34 | +31.5% | COMMON | 30263Y104 |
| VRA | VERA BRADLEY INC COM NPV | 21,219 | $298K | 0.0% | $12.01 | 0.0% | COMMON | 92335C106 |
| MLCO | MELCO RESORTS & ENTERTAINMEN ADR NPV | 10,658 | $298K | 0.0% | $23.42 | — | COMMON | 585464100 |
| NTGR | NETGEAR INC COM USD.001 | 4,757 | $296K | 0.0% | $36.99 | +1.8% | COMMON | 64111Q104 |
| EDUC | EDUCATIONAL DEVELOPMENT CORP COM USD.2 | 15,759 | $295K | 0.0% | $9.57 | +6.8% | COMMON | 281479105 |
| — | MARVELL TECHNOLOGY GROUP LTD COM USD.002 | 13,794 | $295K | 0.0% | $21.05 | — | COMMON | G5876H105 |
| ULH | UNIVERSAL LOGISTICS HLDGS COM | 11,154 | $293K | 0.0% | $19.42 | +22.2% | COMMON | 91388P105 |
| KALU | KAISER ALUMINUM CORP COM PAR $0.01 | 2,827 | $293K | 0.0% | $78.19 | +4.2% | COMMON | 483007704 |
| ATHM | AUTOHOME INC -ADR ADR | 2,867 | $290K | 0.0% | $52.62 | — | COMMON | 05278C107 |
| — | GAIN CAPITAL HOLDINGS INC COM USD.00001 | 37,994 | $287K | 0.0% | $7.56 | — | COMMON | 36268W100 |
| EGY | VAALCO ENERGY INC COM USD.1 | 105,215 | $287K | 0.0% | $1.41 | 0.0% | COMMON | 91851C201 |
| HP | HELMERICH & PAYNE COM USD.1 | 4,506 | $286K | 0.0% | $67.45 | +0.9% | COMMON | 423452101 |
| BLBD | BLUE BIRD CORP COM USD0.0001 | 12,824 | $286K | 0.0% | $20.82 | +5.3% | COMMON | 095306106 |
| SAIC | SCIENCE APPLICATIONS INTL CP COM USD.0001 | 3,523 | $285K | 0.0% | $78.29 | +8.5% | COMMON | 808625107 |
| SCL | STEPAN CO COM USD1 | 3,637 | $284K | 0.0% | $77.73 | -1.8% | COMMON | 858586100 |
| KAI | KADANT INC COM USD.01 | 2,962 | $283K | 0.0% | $47.62 | +91.6% | COMMON | 48282T104 |
| VVX | VECTRUS INC COM USD.01 | 9,122 | $281K | 0.0% | $30.15 | +12.2% | COMMON | 92242T101 |
| IWD | ISHARES TR RUS 1000 VAL ETF | 2,303 | $280K | 0.0% | $121.58 | — | COMMON | 464287598 |
| CTS | CTS CORP COM NPV | 7,828 | $280K | 0.0% | $30.56 | 0.0% | COMMON | 126501105 |
| KMPR | KEMPER CORP/DE COM USD.1 | 3,722 | $280K | 0.0% | $61.59 | +14.1% | COMMON | 488401100 |
| LUNA | LUNA INNOVATIONS INC COM USD.001 | 93,637 | $279K | 0.0% | $2.70 | +19.3% | COMMON | 550351100 |
| CHKP | CHECK POINT SOFTWARE TECHN ORD NIS.01 | 2,857 | $279K | 0.0% | $105.94 | -6.5% | COMMON | M22465104 |
| EC | ECOPETROL SA SPON ADS NPV | 13,551 | $278K | 0.0% | $19.72 | — | COMMON | 279158109 |
| — | POLYONE CORP COM USD.1 | 6,441 | $277K | 0.0% | $43.01 | — | COMMON | 73179P106 |
| CNA | CNA FINANCIAL CORP COM USD2.5 | 6,024 | $275K | 0.0% | $26.32 | +7.2% | COMMON | 126117100 |
| TSBK | TIMBERLAND BANCORP INC COM USD.01 | 7,298 | $273K | 0.0% | $20.98 | +21.5% | COMMON | 887098101 |
| — | SYNTEL INC COM NPV | 8,575 | $273K | 0.0% | $22.97 | — | COMMON | 87162H103 |
| NOK | NOKIA CORP SPON ADR | 47,064 | $271K | 0.0% | $5.82 | — | COMMON | 654902204 |
| — | CERNER CORP COM USD.01 | 4,550 | $270K | 0.0% | $71.43 | — | COMMON | 156782104 |
| KBR | KBR INC COM USD.001 | 14,970 | $267K | 0.0% | $15.66 | +0.8% | COMMON | 48242W106 |
| INVA | INNOVIVA INC COM USD.01 | 19,261 | $266K | 0.0% | $14.98 | 0.0% | COMMON | 45781M101 |
| CME | CME GROUP INC CL A COM USD.01 | 1,620 | $266K | 0.0% | $123.72 | +0.8% | COMMON | 12572Q105 |
| WPP | WPP PLC ADR | 3,357 | $264K | 0.0% | $88.37 | — | COMMON | 92937A102 |
| — | ROYAL DUTCH SHELL PLC ADR CL A | 3,794 | $263K | 0.0% | $64.91 | — | COMMON | 780259206 |
| CNTY | CENTURY CASINOS INC COM USD.01 | 29,918 | $262K | 0.0% | $8.45 | -2.0% | COMMON | 156492100 |
| VSEC | VSE CORP COM USD.05 | 5,499 | $261K | 0.0% | $47.14 | +0.1% | COMMON | 918284100 |
| CFFI | C&F FINANCIAL CORP COM USD1 | 4,162 | $260K | 0.0% | $34.81 | +32.5% | COMMON | 12466Q104 |
| BOOM | DMC GLOBAL INC COM USD.05 | 5,824 | $260K | 0.0% | $38.15 | 0.0% | COMMON | 23291C103 |
| CAL | CALERES INC COM USD3.75 | 7,530 | $259K | 0.0% | $30.59 | 0.0% | COMMON | 129500104 |
| — | CERECOR INC COM USD.001 | 59,715 | $259K | 0.0% | $4.29 | — | COMMON | 15671L109 |
| CRUS | CIRRUS LOGIC INC COM NPV | 6,744 | $258K | 0.0% | $50.44 | -24.2% | COMMON | 172755100 |
| HSBC | HSBC HLDGS PLC SPON ADR | 5,477 | $258K | 0.0% | $39.96 | — | COMMON | 404280406 |
| MCD | MCDONALD'S CORP COM NPV | 1,626 | $255K | 0.0% | $99.87 | +35.7% | COMMON | 580135101 |
| PBF | PBF ENERGY INC CL A COM USD0.001 | 6,053 | $253K | 0.0% | $30.91 | +35.4% | COMMON | 69318G106 |
| STRL | STERLING CONSTRUCTION CO INC COM NPV | 19,578 | $253K | 0.0% | $9.08 | +37.2% | COMMON | 859241101 |
| EGAN | EGAIN CORP COM USD.001 | 16,743 | $253K | 0.0% | $6.63 | +62.4% | COMMON | 28225C806 |
| — | NORTHEAST BANCORP/ME COM NPV | 11,521 | $251K | 0.0% | $25.07 | — | COMMON | 663904209 |
| — | MARLIN BUSINESS SERVICES INC COM USD.01 | 8,396 | $251K | 0.0% | $25.15 | — | COMMON | 571157106 |
| — | VEDANTA LTD SPON ADR | 18,380 | $250K | 0.0% | $19.48 | — | COMMON | 92242Y100 |
| — | UNVL STAINLESS & ALLOY PRODS COM USD.01 | 10,528 | $249K | 0.0% | $25.65 | — | COMMON | 913837100 |
| — | RUTHS HOSPITALITY GROUP INC COM USD.01 | 8,901 | $249K | 0.0% | $21.50 | — | COMMON | 783332109 |
| — | AU OPTRONICS CORP SPONSORED ADR | 58,652 | $248K | 0.0% | $4.28 | — | COMMON | 002255107 |
| — | COMPUTER TASK GROUP INC COM USD.01 | 31,808 | $246K | 0.0% | $7.19 | — | COMMON | 205477102 |
| — | MATCH GROUP INC COM USD.001 | 6,327 | $243K | 0.0% | $31.29 | — | COMMON | 57665R106 |
| CASS | CASS INFORMATION SYSTEMS INC COM USD2.5 | 3,549 | $242K | 0.0% | $43.17 | 0.0% | COMMON | 14808P109 |
| USNA | USANA HEALTH SCIENCES INC COM NPV | 2,083 | $240K | 0.0% | $77.44 | +41.3% | COMMON | 90328M107 |
| SNBR | SLEEP NUMBER CORPORATION COM USD.01 | 8,284 | $240K | 0.0% | $34.07 | -10.5% | COMMON | 83125X103 |
| DIOD | DIODES INC COM USD.66 | 6,977 | $239K | 0.0% | $31.06 | +5.9% | COMMON | 254543101 |
| VLGEA | VILLAGE SUPER MARKET -CL A CL A COM NPV | 8,120 | $239K | 0.0% | $26.74 | +5.3% | COMMON | 927107409 |
| KB | KB FINANCIAL GROUP SPON ADR | 5,125 | $238K | 0.0% | $45.97 | — | COMMON | 48241A105 |
| SMFG | SUMITOMO MITSUI FINANCIAL GR ADR | 30,581 | $238K | 0.0% | $8.44 | — | COMMON | 86562M209 |
| IRMD | IRADIMED CORP COM USD.0001 | 11,407 | $237K | 0.0% | $13.02 | +24.1% | COMMON | 46266A109 |
| — | MDC HOLDINGS INC COM USD.01 | 7,689 | $237K | 0.0% | $33.74 | — | COMMON | 552676108 |
| ROL | ROLLINS INC COM USD1 | 4,502 | $236K | 0.0% | $16.50 | +25.4% | COMMON | 775711104 |
| NGVC | NATURAL GROCERS VITAMIN CTGE COM USD.001 | 18,428 | $235K | 0.0% | $6.90 | 0.0% | COMMON | 63888U108 |
| EIG | EMPLOYERS HOLDINGS INC COM USD.01 | 5,765 | $232K | 0.0% | $31.17 | +2.0% | COMMON | 292218104 |
| WEYS | WEYCO GROUP INC COM USD1 | 6,354 | $231K | 0.0% | $27.93 | +26.9% | COMMON | 962149100 |
| TLYS | TILLY'S INC CL A COM NPV | 15,198 | $230K | 0.0% | $8.34 | +9.9% | COMMON | 886885102 |
| NRIM | NORTHRIM BANCORP INC COM USD1 | 5,809 | $230K | 0.0% | $4.91 | +42.8% | COMMON | 666762109 |
| UTMD | UTAH MEDICAL PRODUCTS INC COM USD.01 | 2,084 | $228K | 0.0% | $104.43 | 0.0% | COMMON | 917488108 |
| — | AVADEL PHARMACEUTICALS -ADR SPON ADR | 37,067 | $227K | 0.0% | $7.94 | — | COMMON | 05337M104 |
| MOV | MOVADO GROUP INC COM USD.01 | 4,653 | $225K | 0.0% | $24.49 | +76.3% | COMMON | 624580106 |
| RVSB | RIVERVIEW BANCORP INC COM USD1 | 26,604 | $225K | 0.0% | $5.09 | +39.8% | COMMON | 769397100 |
| GMED | GLOBUS MEDICAL INC CL A COM USD.001 | 4,471 | $224K | 0.0% | $35.01 | +49.0% | COMMON | 379577208 |
| — | CONTINENTAL RESOURCES INC COM USD.01 | 3,436 | $222K | 0.0% | $64.61 | — | COMMON | 212015101 |
| — | NAUTILUS INC COM NPV | 13,905 | $218K | 0.0% | $17.24 | — | COMMON | 63910B102 |
| LOGI | LOGITECH INTERNATIONAL SA ORD | 4,950 | $217K | 0.0% | $21.09 | +69.2% | COMMON | H50430232 |
| HNRG | HALLADOR ENERGY CO COM NPV | 30,351 | $217K | 0.0% | $7.76 | -8.6% | COMMON | 40609P105 |
| CTMX | CYTOMX THERAPEUTICS INC COM USD.00001 | 9,570 | $217K | 0.0% | $28.54 | -10.5% | COMMON | 23284F105 |
| OSPN | ONESPAN INC COM USD.001 | 11,127 | $217K | 0.0% | $17.45 | 0.0% | COMMON | 68287N100 |
| WK | WORKIVA INC CL A COM USD.001 | 8,933 | $216K | 0.0% | $21.99 | +14.4% | COMMON | 98139A105 |
| TROW | PRICE (T. ROWE) GROUP COM USD.2 | 1,840 | $214K | 0.0% | $73.17 | +18.3% | COMMON | 74144T108 |
| COLM | COLUMBIA SPORTSWEAR CO COM NPV | 2,346 | $213K | 0.0% | $77.65 | 0.0% | COMMON | 198516106 |
| — | EVERI HOLDINGS INC COM USD.001 | 29,816 | $213K | 0.0% | $7.48 | — | COMMON | 30034T103 |
| LOPE | GRAND CANYON EDUCATION INC COM USD.01 | 1,916 | $212K | 0.0% | $96.61 | +13.6% | COMMON | 38526M106 |
| TACT | TRANSACT TECHNOLOGIES INC COM USD.01 | 16,932 | $212K | 0.0% | $11.09 | +6.1% | COMMON | 892918103 |
| — | PRGX GLOBAL INC COM USD.01 | 21,816 | $212K | 0.0% | $9.72 | — | COMMON | 69357C503 |
| — | ALLIANCE ONE INTL INC COM USD10 | 13,384 | $212K | 0.0% | $18.40 | — | COMMON | 018772301 |
| — | SEACOR HOLDINGS INC COM USD.01 | 3,733 | $212K | 0.0% | $56.79 | — | COMMON | 811904101 |
| WIT | WIPRO LTD SPON ADR | 44,064 | $211K | 0.0% | $5.15 | — | COMMON | 97651M109 |
| — | SONIC CORP COM USD.01 | 6,174 | $211K | 0.0% | $34.18 | — | COMMON | 835451105 |
| NICE | NICE LTD SPON ADR | 2,028 | $210K | 0.0% | $103.63 | — | COMMON | 653656108 |
| — | J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 | 18,623 | $208K | 0.0% | $11.47 | — | COMMON | 46609J106 |
| TSEM | TOWER SEMICONDUCTOR LTD ORD NIS1 | 9,390 | $207K | 0.0% | $21.71 | +17.3% | COMMON | M87915274 |
| OPY | OPPENHEIMER HOLDINGS INC CL A COM NPV | 7,398 | $207K | 0.0% | $27.10 | +2.8% | COMMON | 683797104 |
| FHI | FEDERATED INVESTORS INC CL B COM NPV | 8,860 | $206K | 0.0% | $23.87 | -20.6% | COMMON | 314211103 |
| — | SHUTTERFLY INC COM USD.0001 | 2,300 | $206K | 0.0% | $81.30 | — | COMMON | 82568P304 |
| — | FBL FINANCIAL GROUP INC-CL A CL A COM NPV | 2,603 | $205K | 0.0% | $77.21 | — | COMMON | 30239F106 |
| — | BGC PARTNERS INC CL A COM USD.01 | 18,042 | $203K | 0.0% | $14.47 | — | COMMON | 05541T101 |
| — | QUIDEL CORP COM NPV | 3,020 | $200K | 0.0% | $43.87 | — | COMMON | 74838J101 |
| MT | ARCELORMITTAL CL A ADR | 6,904 | $199K | 0.0% | $31.38 | — | COMMON | 03938L203 |
| RFIL | R F INDUSTRIES LTD COM USD.01 | 27,248 | $198K | 0.0% | $6.10 | 0.0% | COMMON | 749552105 |
| PEBK | PEOPLES BANCORP NC INC COM NPV | 6,197 | $198K | 0.0% | $28.30 | +11.4% | COMMON | 710577107 |
| NEO | NEOGENOMICS INC COM USD.001 | 15,142 | $197K | 0.0% | $11.00 | 0.0% | COMMON | 64049M209 |
| ASML | ASML HOLDING NV ADR NY SHS | 989 | $196K | 0.0% | $198.18 | — | COMMON | N07059210 |
| BOOT | BOOT BARN HOLDINGS INC COM USD.001 | 9,432 | $196K | 0.0% | $14.85 | +42.0% | COMMON | 099406100 |
| TZOO | TRAVELZOO COM USD.01 | 11,438 | $196K | 0.0% | $13.41 | 0.0% | COMMON | 89421Q205 |
| — | KEMET CORP COM USD.01 | 8,098 | $195K | 0.0% | $10.54 | — | COMMON | 488360207 |
| PNC | PNC FINANCIAL SVCS GROUP INC COM USD5 | 1,422 | $192K | 0.0% | $104.04 | +7.3% | COMMON | 693475105 |
| — | MBT FINANCIAL CORP COM NPV | 17,931 | $191K | 0.0% | $8.93 | — | COMMON | 578877102 |
| — | TESSCO TECHNOLOGIES INC COM USD.01 | 10,988 | $190K | 0.0% | $18.69 | — | COMMON | 872386107 |
| PARR | PAR PACIFIC HOLDINGS INC COM USD.001 | 10,843 | $188K | 0.0% | $18.54 | -4.1% | COMMON | 69888T207 |
| NVEC | NVE CORP COM USD.01 | 1,534 | $185K | 0.0% | $82.14 | +21.6% | COMMON | 629445206 |
| DGICA | DONEGAL GROUP INC CL A | 13,541 | $184K | 0.0% | $11.39 | -10.7% | COMMON | 257701201 |
| H | HYATT HOTELS CORP CL A COM USD0.01 | 2,391 | $184K | 0.0% | $77.18 | 0.0% | COMMON | 448579102 |
| BKE | BUCKLE INC COM USD.05 | 6,849 | $184K | 0.0% | $8.93 | +24.9% | COMMON | 118440106 |
| CPRT | COPART INC COM NPV | 3,232 | $182K | 0.0% | $13.54 | 0.0% | COMMON | 217204106 |
| DRI | DARDEN RESTAURANTS INC COM NPV | 1,706 | $182K | 0.0% | $59.32 | +25.0% | COMMON | 237194105 |
| MORN | MORNINGSTAR INC COM | 1,407 | $180K | 0.0% | $114.36 | 0.0% | COMMON | 617700109 |
| LAKE | LAKELAND INDUSTRIES INC COM USD1 | 12,733 | $180K | 0.0% | $14.53 | -2.8% | COMMON | 511795106 |
| — | PLANTRONICS INC COM USD.01 | 2,371 | $179K | 0.0% | $75.50 | — | COMMON | 727493108 |
| ATR | APTARGROUP INC COM USD.01 | 1,921 | $179K | 0.0% | $76.20 | +10.6% | COMMON | 038336103 |
| — | OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 | 45,560 | $177K | 0.0% | $3.88 | — | COMMON | 69036R863 |
| PAR | PAR TECHNOLOGY CORP COM USD.02 | 9,956 | $176K | 0.0% | $10.51 | +37.2% | COMMON | 698884103 |
| — | CORELOGIC INC COM USD1 | 3,290 | $170K | 0.0% | $46.20 | — | COMMON | 21871D103 |
| 1741046D | STERIS PLC COM NPV | 1,611 | $168K | 0.0% | $88.62 | — | COMMON | G84720104 |
| INTT | INTEST CORP COM USD.01 | 22,690 | $166K | 0.0% | $7.45 | -4.6% | COMMON | 461147100 |
| ANIK | ANIKA THERAPEUTICS INC COM USD.01 | 5,177 | $164K | 0.0% | $51.67 | -20.3% | COMMON | 035255108 |
| PRSU | VIAD CORP COM | 3,046 | $164K | 0.0% | $43.11 | +21.8% | COMMON | 92552R406 |
| MTD | METTLER-TOLEDO INTL INC COM USD.01 | 284 | $164K | 0.0% | $547.68 | +4.2% | COMMON | 592688105 |
| MCRI | MONARCH CASINO & RESORT INC COM USD.01 | 3,700 | $162K | 0.0% | $44.35 | -0.7% | COMMON | 609027107 |
| — | ADAMS RESOURCES & ENERGY INC COM USD.1 | 3,735 | $161K | 0.0% | $43.20 | — | COMMON | 006351308 |
| PTC | PTC INC COM USD.01 | 1,707 | $160K | 0.0% | $86.47 | 0.0% | COMMON | 69370C100 |
| RYAM | RAYONIER ADVANCED MATERIALS COM USD.01 | 9,190 | $157K | 0.0% | $11.72 | +64.3% | COMMON | 75508B104 |
| FLR | FLUOR CORP COM USD.625 | 3,215 | $156K | 0.0% | $54.24 | -8.4% | COMMON | 343412102 |
| BEN | FRANKLIN RESOURCES INC COM USD.1 | 4,796 | $153K | 0.0% | $27.87 | -15.6% | COMMON | 354613101 |
| HRB | BLOCK H & R INC COM NPV | 6,723 | $153K | 0.0% | $19.32 | +1.8% | COMMON | 093671105 |
| EQNR | EQUINOR ASA SPONSORED ADR | 5,767 | $152K | 0.0% | $26.36 | — | COMMON | 29446M102 |
| — | FEDNAT HOLDING COMPANY COM USD.01 | 6,605 | $152K | 0.0% | $23.01 | — | COMMON | 31431B109 |
| APAM | ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | 5,029 | $151K | 0.0% | $17.01 | -7.3% | COMMON | 04316A108 |
| AEIS | ADVANCED ENERGY INDS INC COM USD.001 | 2,618 | $151K | 0.0% | $41.31 | +50.1% | COMMON | 007973100 |
| — | FLIR SYSTEMS INC COM USD.01 | 2,878 | $149K | 0.0% | $51.77 | — | COMMON | 302445101 |
| — | FIRST FINANCIAL NORTHWEST COM USD.01 | 7,607 | $148K | 0.0% | $18.10 | — | COMMON | 32022K102 |
| — | ACXIOM CORP COM USD.1 | 4,967 | $148K | 0.0% | $22.75 | — | COMMON | 005125109 |
| FOR | FORESTAR GROUP INC COM USD1 | 7,204 | $148K | 0.0% | $23.24 | -3.4% | COMMON | 346232101 |
| EFSC | ENTERPRISE FINL SERVICES CP COM USD.01 | 2,766 | $148K | 0.0% | $45.07 | 0.0% | COMMON | 293712105 |
| ACCO | ACCO BRANDS CORP COM | 10,506 | $146K | 0.0% | $9.01 | 0.0% | COMMON | 00081T108 |
| CABO | CABLE ONE INC COM USD.01 | 200 | $146K | 0.0% | $620.91 | -0.4% | COMMON | 12685J105 |
| RYZ | RYERSON HOLDING CORP COM USD.01 | 13,136 | $146K | 0.0% | $10.96 | 0.0% | COMMON | 783754104 |
| — | TRONC INC COM USD.01 | 8,469 | $146K | 0.0% | $15.13 | — | COMMON | 89703P107 |
| CHMG | CHEMUNG FINANCIAL CORP COM USD.01 | 2,890 | $145K | 0.0% | $26.87 | +47.2% | COMMON | 164024101 |
| NWFL | NORWOOD FINANCIAL CORP COM USD.1 | 3,984 | $144K | 0.0% | $30.94 | +1.9% | COMMON | 669549107 |
| HOFT | HOOKER FURNITURE CORP COM NPV | 3,080 | $144K | 0.0% | $42.36 | -3.3% | COMMON | 439038100 |
| PSO | PEARSON PLC SPON ADR | 12,338 | $143K | 0.0% | $11.59 | — | COMMON | 705015105 |
| SCSC | SCANSOURCE INC COM NPV | 3,539 | $143K | 0.0% | $39.18 | -3.8% | COMMON | 806037107 |
| — | BLACKROCK INC COM USD.01 | 282 | $141K | 0.0% | $539.01 | — | COMMON | 09247X101 |
| USLM | U S LIME & MINERALS COM USD.1 | 1,685 | $141K | 0.0% | $13.55 | +15.6% | COMMON | 911922102 |
| THG | HANOVER INSURANCE GROUP INC COM USD.01 | 1,183 | $141K | 0.0% | $93.61 | +0.5% | COMMON | 410867105 |
| BMO | BANK OF MONTREAL COM NPV | 1,758 | $136K | 0.0% | $56.33 | 0.0% | COMMON | 063671101 |
| — | NCI BUILDING SYSTEMS INC COM USD.01 | 6,492 | $136K | 0.0% | $17.87 | — | COMMON | 628852204 |
| NTIC | NORTHERN TECH INTL COM USD.02 | 3,788 | $136K | 0.0% | $10.88 | +21.8% | COMMON | 665809109 |
| EPM | EVOLUTION PETROLEUM CORP COM USD.01 | 13,856 | $136K | 0.0% | $5.48 | 0.0% | COMMON | 30049A107 |
| NL | NL INDUSTRIES COM USD1.25 | 15,535 | $135K | 0.0% | $7.89 | -26.8% | COMMON | 629156407 |
| CCRN | CROSS COUNTRY HEALTHCARE INC COM USD.01 | 11,838 | $133K | 0.0% | $11.92 | 0.0% | COMMON | 227483104 |
| ALOT | ASTRONOVA INC COM USD.05 | 7,068 | $133K | 0.0% | $17.64 | 0.0% | COMMON | 04638F108 |
| — | MALLINCKRODT PLC ORD USD.2 | 7,058 | $132K | 0.0% | $18.70 | — | COMMON | G5785G107 |
| NAII | NATURAL ALTERNATIVES COM NPV | 12,974 | $132K | 0.0% | $10.75 | -1.9% | COMMON | 638842302 |
| — | SPARTANNASH CO COM NPV | 5,120 | $131K | 0.0% | $27.09 | — | COMMON | 847215100 |
| ORRF | ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | 5,009 | $130K | 0.0% | $19.28 | +3.5% | COMMON | 687380105 |
| MOH | MOLINA HEALTHCARE INC COM USD.001 | 1,324 | $130K | 0.0% | $65.04 | +34.0% | COMMON | 60855R100 |
| FN | FABRINET ORD USD.01 | 3,493 | $129K | 0.0% | $34.21 | 0.0% | COMMON | G3323L100 |
| SGC | SUPERIOR GROUP OF COS INC COM USD1 | 6,121 | $127K | 0.0% | $23.34 | +4.0% | COMMON | 868358102 |
| — | UNITED STATES STEEL CORP COM NPV | 3,637 | $126K | 0.0% | $35.27 | — | COMMON | 912909108 |
| RL | RALPH LAUREN CORP CL A COM USD.01 | 1,000 | $125K | 0.0% | $92.65 | +12.7% | COMMON | 751212101 |
| — | BALDWIN & LYONS -CL B CL B COM NPV | 5,049 | $123K | 0.0% | $24.24 | — | COMMON | 057755209 |
| PFG | PRINCIPAL FINANCIAL GRP INC COM USD.01 | 2,308 | $122K | 0.0% | $35.43 | +21.7% | COMMON | 74251V102 |
| MYGN | MYRIAD GENETICS INC COM USD.01 | 3,269 | $121K | 0.0% | $27.54 | +22.6% | COMMON | 62855J104 |
| HNNA | HENNESSY ADVISORS INC COM NPV | 6,926 | $120K | 0.0% | $18.22 | +3.6% | COMMON | 425885100 |
| — | GCI LIBERTY INC CL A COM NPV | 2,685 | $120K | 0.0% | $52.84 | — | COMMON | 36164V305 |
| SBFG | SB FINANCIAL GROUP INC COM USD2.5 | 5,773 | $117K | 0.0% | $17.81 | +1.9% | COMMON | 78408D105 |
| GAMI | GAMCO INVESTORS INC CL A COM USD.001 | 4,302 | $115K | 0.0% | $22.11 | -11.0% | COMMON | 361438104 |
| CPA | COPA HOLDINGS SA CL A COM USD | 1,202 | $113K | 0.0% | $99.31 | -9.8% | COMMON | P31076105 |
| DLAPQ | DELTA APPAREL INC COM USD.01 | 5,841 | $113K | 0.0% | $20.66 | -9.6% | COMMON | 247368103 |
| MPX | MARINE PRODUCTS CORP COM USD.10 | 6,329 | $113K | 0.0% | $9.27 | +14.1% | COMMON | 568427108 |
| MHH | MASTECH DIGITAL INC COM USD.01 | 6,981 | $112K | 0.0% | $4.61 | +61.0% | COMMON | 57633B100 |
| — | UTSTARCOM HOLDINGS CORP COM USD.00125 | 27,316 | $111K | 0.0% | $4.83 | — | COMMON | G9310A114 |
| CRD/B | CRAWFORD & CO CL B COM NPV | 12,599 | $109K | 0.0% | $7.40 | -9.1% | COMMON | 224633107 |
| — | PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | 11,594 | $107K | 0.0% | $9.64 | — | COMMON | 74731Q103 |
| ICHR | ICHOR HOLDINGS LTD COM USD.0001 | 5,020 | $107K | 0.0% | $22.41 | +6.5% | COMMON | G4740B105 |
| KEQU | KEWAUNEE SCIENTIFIC CORP COM USD2.5 | 2,953 | $106K | 0.0% | $24.43 | +31.9% | COMMON | 492854104 |
| PRAA | PRA GROUP INC COM USD.001 | 2,754 | $106K | 0.0% | $37.23 | +3.6% | COMMON | 69354N106 |
| MOG/A | MOOG INC -CL A CL A COM USD1 | 1,365 | $106K | 0.0% | $76.59 | -0.5% | COMMON | 615394202 |
| FF | FUTUREFUEL CORP COM USD.0001 | 7,514 | $105K | 0.0% | $5.00 | -10.3% | COMMON | 36116M106 |
| XPO | XPO LOGISTICS INC COM USD.001 | 1,042 | $104K | 0.0% | $33.77 | +7.5% | COMMON | 983793100 |
| UBFO | UNITED SECURITY BANCSHARS CA COM NPV | 9,266 | $104K | 0.0% | $5.93 | +21.8% | COMMON | 911460103 |
| CRMT | AMERICA'S CAR-MART INC COM USD.01 | 1,684 | $103K | 0.0% | $57.75 | 0.0% | COMMON | 03062T105 |
| SAMG | SILVERCREST ASSET MGT CL A COM USD.01 | 6,263 | $102K | 0.0% | $12.48 | +27.6% | COMMON | 828359109 |
| — | ALASKA COMMUNICATIONS SYS GP COM USD.01 | 57,295 | $101K | 0.0% | $2.31 | — | COMMON | 01167P101 |
| — | JACOBS ENGINEERING GROUP INC COM NPV | 1,605 | $101K | 0.0% | $59.19 | — | COMMON | 469814107 |
| — | FOUNDATION BLDG MRL INC COM USD0.001 | 6,505 | $100K | 0.0% | $15.37 | — | COMMON | 350392106 |
| — | WOORI BANK ADR | 2,249 | $99,000 | 0.0% | $44.02 | — | COMMON | 98105T104 |
| GORO | GOLD RESOURCE CORP COM USD.001 | 14,882 | $97,000 | 0.0% | $5.62 | 0.0% | COMMON | 38068T105 |
| ACWI | ISHARES TR MSCI ACWI ETF | 1,360 | $97,000 | 0.0% | $71.32 | — | COMMON | 464288257 |
| — | XO GROUP INC COM USD.01 | 3,029 | $96,000 | 0.0% | $31.69 | — | COMMON | 983772104 |
| NSSC | NAPCO SECURITY TECH INC COM USD.01 | 6,563 | $96,000 | 0.0% | $5.70 | 0.0% | COMMON | 630402105 |
| EVTC | EVERTEC INC COM USD.01 | 4,335 | $95,000 | 0.0% | $13.67 | +42.8% | COMMON | 30040P103 |
| KNSL | KINSALE CAPITAL GROUP INC COM USD0.01 | 1,719 | $94,000 | 0.0% | $51.82 | 0.0% | COMMON | 49714P108 |
| — | PREMIER FINANCIAL BANCORP COM NPV | 5,041 | $94,000 | 0.0% | $19.96 | — | COMMON | 74050M105 |
| CAKE | CHEESECAKE FACTORY INC COM USD.01 | 1,691 | $93,000 | 0.0% | $44.97 | 0.0% | COMMON | 163072101 |
| ZBRA | ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | 650 | $93,000 | 0.0% | $147.27 | 0.0% | COMMON | 989207105 |
| CTRN | CITI TRENDS INC COM | 3,411 | $93,000 | 0.0% | $29.16 | 0.0% | COMMON | 17306X102 |
| — | AEGION CORP COM USD.01 | 3,601 | $93,000 | 0.0% | $25.16 | — | COMMON | 00770F104 |
| — | AMERICAN EQTY INVT LIFE HLDG COM USD1. | 2,557 | $92,000 | 0.0% | $30.85 | — | COMMON | 025676206 |
| TECH | BIO-TECHNE CORP COM USD.01 | 626 | $92,000 | 0.0% | $36.80 | 0.0% | COMMON | 09073M104 |
| — | CONTAINER STORE GROUP COM USD.01 | 10,843 | $91,000 | 0.0% | $8.39 | — | COMMON | 210751103 |
| — | LEE ENTERPRISES INC COM USD2 | 31,864 | $91,000 | 0.0% | $2.57 | — | COMMON | 523768109 |
| UFABQ | UNIQUE FABRICATING INC COM USD.001 | 10,167 | $89,000 | 0.0% | $9.03 | 0.0% | COMMON | 90915J103 |
| ACH | OWENS & MINOR INC COM USD2 | 5,344 | $89,000 | 0.0% | $26.83 | -42.2% | COMMON | 690732102 |
| PRI | PRIMERICA INC COM USD.01 | 895 | $89,000 | 0.0% | $59.59 | +64.2% | COMMON | 74164M108 |
| RRX | REGAL BELOIT CORP COM NPV | 1,087 | $88,000 | 0.0% | $79.84 | -3.1% | COMMON | 758750103 |
| CMT | CORE MOLDING TECHNOLOGIES COM USD.01 | 6,076 | $87,000 | 0.0% | $16.99 | -9.5% | COMMON | 218683100 |
| MSB | MESABI TRUST SHS BEN INT NPV | 3,484 | $85,000 | 0.0% | $25.83 | — | COMMON | 590672101 |
| TTWO | TAKE-TWO INTERACTIVE SFTWR COM USD.01 | 705 | $83,000 | 0.0% | $108.10 | +0.7% | COMMON | 874054109 |
| — | PERCEPTRON INC COM USD.01 | 7,881 | $83,000 | 0.0% | $8.63 | — | COMMON | 71361F100 |
| — | CENTURY BANCORP INC/MA CL A COM NPV | 1,084 | $83,000 | 0.0% | $54.73 | — | COMMON | 156432106 |
| ZION | ZIONS BANCORPORATION COM NPV | 1,560 | $82,000 | 0.0% | $40.43 | +36.5% | COMMON | 989701107 |
| ESLT | ELBIT SYSTEMS LTD ORD NIS1 | 670 | $80,000 | 0.0% | $78.39 | +39.9% | COMMON | M3760D101 |
| FSTR | FOSTER (LB) CO COM USD.01 | 3,394 | $78,000 | 0.0% | $24.07 | -0.4% | COMMON | 350060109 |
| — | OWENS-ILLINOIS INC COM USD.01 | 4,627 | $77,000 | 0.0% | $25.06 | — | COMMON | 690768403 |
| CVU | CPI AEROSTRUCTURES INC COM USD.001 | 7,336 | $77,000 | 0.0% | $10.28 | 0.0% | COMMON | 125919308 |
| — | HALLMARK FINANCIAL SERVICES COM USD.03 | 7,763 | $77,000 | 0.0% | $11.00 | — | COMMON | 40624Q203 |
| DAIO | DATA I/O CORP COM NPV | 11,815 | $75,000 | 0.0% | $10.03 | -29.5% | COMMON | 237690102 |
| — | PSYCHEMEDICS CORP COM USD.005 | 3,772 | $73,000 | 0.0% | $20.66 | — | COMMON | 744375205 |
| TXRH | TEXAS ROADHOUSE INC COM USD.001 | 1,090 | $71,000 | 0.0% | $55.38 | 0.0% | COMMON | 882681109 |
| ITRN | ITURAN LOCATION & CONTROL COM NPV | 2,312 | $70,000 | 0.0% | $31.63 | 0.0% | COMMON | M6158M104 |
| DHX | DHI GROUP INC COM USD.01 | 29,834 | $70,000 | 0.0% | $2.02 | 0.0% | COMMON | 23331S100 |
| RAIL | FREIGHTCAR AMERICA INC COM USD.01 | 4,162 | $70,000 | 0.0% | $16.30 | -5.6% | COMMON | 357023100 |
| HMN | HORACE MANN EDUCATORS CORP COM USD.001 | 1,562 | $70,000 | 0.0% | $43.44 | +2.0% | COMMON | 440327104 |
| MLKN | MILLER (HERMAN) INC COM USD.2 | 2,035 | $69,000 | 0.0% | $27.88 | -2.6% | COMMON | 600544100 |
| WLFC | WILLIS LEASE FINANCE CORP COM NPV | 2,185 | $69,000 | 0.0% | $24.82 | +31.5% | COMMON | 970646105 |
| OSK | OSHKOSH CORP COM USD.01 | 986 | $69,000 | 0.0% | $76.89 | -14.2% | COMMON | 688239201 |
| — | PCTEL INC COM USD.001 | 10,839 | $68,000 | 0.0% | $7.26 | — | COMMON | 69325Q105 |
| EL | LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 478 | $68,000 | 0.0% | $128.33 | +4.8% | COMMON | 518439104 |
| HURC | HURCO COMPANIES INC COM USD.1 | 1,525 | $68,000 | 0.0% | $30.69 | +49.7% | COMMON | 447324104 |
| — | FINJAN HOLDINGS INC COM | 19,647 | $67,000 | 0.0% | $2.80 | — | COMMON | 31788H303 |
| — | OPHTHOTECH CORP COM USD0.001 | 23,718 | $65,000 | 0.0% | $2.75 | — | COMMON | 683745103 |
| ELMD | ELECTROMED INC COM USD.01 | 11,945 | $65,000 | 0.0% | $6.51 | -19.1% | COMMON | 285409108 |
| IESC | IES HOLDINGS INC COM USD.01 | 3,861 | $65,000 | 0.0% | $18.04 | -5.1% | COMMON | 44951W106 |
| — | AMERICAN NATIONAL INSURANCE COM USD1 | 531 | $64,000 | 0.0% | $120.82 | — | COMMON | 028591105 |
| — | CHICOS FAS INC COM USD.01 | 7,737 | $63,000 | 0.0% | $8.14 | — | COMMON | 168615102 |
| FDP | FRESH DEL MONTE PRODUCE INC COM USD1 | 1,415 | $63,000 | 0.0% | $44.65 | -11.3% | COMMON | G36738105 |
| — | OPIANT PHARMACEUTICALS INC COM | 4,429 | $63,000 | 0.0% | $26.94 | — | COMMON | 683750103 |
| ESCA | ESCALADE INC COM USD1 | 4,484 | $63,000 | 0.0% | $9.52 | +6.5% | COMMON | 296056104 |
| RCMT | RCM TECHNOLOGIES INC COM USD.05 | 12,519 | $62,000 | 0.0% | $6.29 | -17.5% | COMMON | 749360400 |
| — | BHP BILLITON GROUP (GBR) ADR | 1,373 | $62,000 | 0.0% | $41.18 | — | COMMON | 05545E209 |
| — | LIMESTONE BANCORP INC COM USD | 4,028 | $61,000 | 0.0% | $15.14 | — | COMMON | 53262L105 |
| PLBC | PLUMAS BANCORP COM | 2,136 | $60,000 | 0.0% | $18.78 | +45.5% | COMMON | 729273102 |
| ZEUS | OLYMPIC STEEL INC COM NPV | 2,888 | $59,000 | 0.0% | $22.76 | -1.3% | COMMON | 68162K106 |
| KELYA | KELLY SERVICES INC -CL A CL A COM USD1 NVTG | 2,599 | $58,000 | 0.0% | $16.32 | +44.4% | COMMON | 488152208 |
| — | PATTERSON COMPANIES INC COM USD.01 | 2,541 | $58,000 | 0.0% | $22.83 | — | COMMON | 703395103 |
| CAR | AVIS BUDGET GROUP INC COM USD.01 | 1,758 | $57,000 | 0.0% | $41.38 | 0.0% | COMMON | 053774105 |
| RELL | RICHARDSON ELECTRONICS LTD COM USD.05 | 5,813 | $57,000 | 0.0% | $6.40 | +14.4% | COMMON | 763165107 |
| FCAP | FIRST CAPITAL INC COM USD.01 | 1,359 | $56,000 | 0.0% | $25.89 | +19.2% | COMMON | 31942S104 |
| FLO | FLOWERS FOODS INC COM USD.625 | 2,637 | $55,000 | 0.0% | $15.71 | 0.0% | COMMON | 343498101 |
| — | OTELCO INC CL A COM USD.01 | 3,689 | $55,000 | 0.0% | $14.91 | — | COMMON | 688823301 |
| — | JASON INDUSTRIES INC COM USD.0001 | 23,491 | $54,000 | 0.0% | $3.04 | — | COMMON | 471172106 |
| — | BEACON ROOFING SUPPLY INC COM USD.01 | 1,249 | $53,000 | 0.0% | $52.84 | — | COMMON | 073685109 |
| — | FTS INTERNATIONAL INC COM | 3,644 | $52,000 | 0.0% | $14.27 | — | COMMON | 30283W104 |
| HBIO | HARVARD BIOSCIENCE INC COM USD.01 | 9,592 | $51,000 | 0.0% | $4.48 | +14.3% | COMMON | 416906105 |
| BAP | CREDICORP LTD COM USD5 | 222 | $50,000 | 0.0% | $187.77 | 0.0% | COMMON | G2519Y108 |
| ASYS | AMTECH SYSTEMS INC COM USD.01 | 8,189 | $50,000 | 0.0% | $10.68 | -27.0% | COMMON | 032332504 |
| GCBC | GREENE COUNTY BANCORP INC COM USD.1 | 1,481 | $50,000 | 0.0% | $13.19 | +10.6% | COMMON | 394357107 |
| — | ENTEGRA FINANCIAL CORP COM NPV | 1,723 | $50,000 | 0.0% | $25.78 | — | COMMON | 29363J108 |
| FAF | FIRST AMERICAN FINANCIAL CP COM USD.00001 | 961 | $49,000 | 0.0% | $40.77 | +1.1% | COMMON | 31847R102 |
| AGX | ARGAN INC COM USD.06667 | 1,168 | $48,000 | 0.0% | $50.69 | -37.5% | COMMON | 04010E109 |
| — | TELARIA INC COM USD.0001 | 11,881 | $48,000 | 0.0% | $4.17 | — | COMMON | 879181105 |
| ALCO | ALICO INC COM USD1 | 1,487 | $47,000 | 0.0% | $27.33 | -1.4% | COMMON | 016230104 |
| RMCF | ROCKY MOUNTAIN CHOC FACT INC COM USD.001 | 3,926 | $45,000 | 0.0% | $11.40 | +1.1% | COMMON | 77467X101 |
| — | MAXAR TECHNOLOGIES LTD COM NPV | 899 | $45,000 | 0.0% | $61.73 | — | COMMON | 57778L103 |
| — | WESTELL TECH INC -CL A CL A COM USD.01 | 15,252 | $43,000 | 0.0% | $3.34 | — | COMMON | 957541204 |
| — | HAWAIIAN HOLDINGS INC COM USD.01 | 1,171 | $42,000 | 0.0% | $37.17 | — | COMMON | 419879101 |
| CRI | CARTER'S INC COM USD.01 | 385 | $42,000 | 0.0% | $92.13 | -7.1% | COMMON | 146229109 |
| — | GOLDFIELD CORP COM USD.1 | 9,895 | $42,000 | 0.0% | $3.67 | — | COMMON | 381370105 |
| OVLY | OAK VALLEY BANCORP COM | 1,780 | $41,000 | 0.0% | $21.30 | -0.0% | COMMON | 671807105 |
| MNDO | MIND CTI LTD ORD NIS.01 | 18,899 | $41,000 | 0.0% | $2.60 | -14.7% | COMMON | M70240102 |
| — | DEAN FOODS CO COM USD.01 | 3,806 | $40,000 | 0.0% | $15.36 | — | COMMON | 242370203 |
| SNN | SMITH & NEPHEW PLC SPON ADR | 1,078 | $40,000 | 0.0% | $35.54 | — | COMMON | 83175M205 |
| SANM | SANMINA CORP COM USD.01 | 1,345 | $39,000 | 0.0% | $26.17 | +12.3% | COMMON | 801056102 |
| ENS | ENERSYS COM USD.01 | 506 | $38,000 | 0.0% | $69.44 | 0.0% | COMMON | 29275Y102 |
| ODC | OIL DRI CORP AMERICA COM USD.1 | 878 | $37,000 | 0.0% | $17.13 | +17.7% | COMMON | 677864100 |
| CBZ | CBIZ INC COM | 1,595 | $37,000 | 0.0% | $15.05 | +34.4% | COMMON | 124805102 |
| CSPI | CSP INC COM USD.01 | 3,646 | $36,000 | 0.0% | $6.08 | -25.5% | COMMON | 126389105 |
| — | MAM SOFTWARE GROUP INC COM USD.0001 | 4,279 | $36,000 | 0.0% | $7.55 | — | COMMON | 55277Q201 |
| RVTY | PERKINELMER INC COM USD1 | 479 | $35,000 | 0.0% | $65.61 | +12.1% | COMMON | 714046109 |
| — | INNOPHOS HOLDINGS INC COM USD.001 | 709 | $34,000 | 0.0% | $49.31 | — | COMMON | 45774N108 |
| — | STARTEK INC COM USD.01 | 5,369 | $34,000 | 0.0% | $10.56 | — | COMMON | 85569C107 |
| — | STAGE STORES INC COM NEW | 13,756 | $33,000 | 0.0% | $2.40 | — | COMMON | 85254C305 |
| FSFG | FIRST SAVINGS FINANCIAL GP COM USD.01 | 433 | $32,000 | 0.0% | $20.03 | 0.0% | COMMON | 33621E109 |
| CPHC | CANTERBURY PARK HOLDING CORP COM USD.01 | 2,100 | $32,000 | 0.0% | $13.58 | +3.3% | COMMON | 13811E101 |
| — | ARC DOCUMENT SOLUTIONS INC COM USD.001 | 17,808 | $32,000 | 0.0% | $3.50 | — | COMMON | 00191G103 |
| — | HUDSON GLOBAL INC COM USD.001 | 18,578 | $30,000 | 0.0% | $1.95 | — | COMMON | 443787106 |
| — | TCF FINANCIAL CORP COM USD.01 | 1,190 | $29,000 | 0.0% | $24.37 | — | COMMON | 872275102 |
| APT | ALPHA PRO TECH LTD COM USD.01 | 8,340 | $28,000 | 0.0% | $3.46 | -2.4% | COMMON | 020772109 |
| NVS | NOVARTIS AG SPON ADR | 355 | $27,000 | 0.0% | $79.75 | — | COMMON | 66987V109 |
| IAG | IAMGOLD CORP COM NPV | 4,629 | $27,000 | 0.0% | $5.81 | -1.1% | COMMON | 450913108 |
| — | CBS CORP CL B COM USD.01 NVTG | 470 | $26,000 | 0.0% | $49.69 | — | COMMON | 124857202 |
| TGB | TASEKO MINES LTD COM NPV | 23,400 | $25,000 | 0.0% | $2.12 | -44.1% | COMMON | 876511106 |
| — | HOPFED BANCORP INC COM USD.01 | 1,530 | $25,000 | 0.0% | $16.34 | — | COMMON | 439734104 |
| UNH | UNITEDHEALTH GROUP INC COM USD.01 | 98 | $24,000 | 0.0% | $142.35 | +49.0% | COMMON | 91324P102 |
| PLXS | PLEXUS CORP COM USD.01 | 391 | $23,000 | 0.0% | $61.09 | -2.3% | COMMON | 729132100 |
| ISSC | INNOVATIVE SOLTNS & SUPP INC COM USD.001 | 7,999 | $23,000 | 0.0% | $3.63 | -12.3% | COMMON | 45769N105 |
| WH | WYNDHAM HOTELS & RESRTS When Issued | 396 | $23,000 | 0.0% | $60.97 | 0.0% | COMMON | 98311A105 |
| ITUB | ITAU UNIBANCO HLDG SA SP ADR REP PFD | 2,080 | $22,000 | 0.0% | $9.24 | — | COMMON | 465562106 |
| — | CARE.COM INC COM USD.001 | 1,048 | $22,000 | 0.0% | $16.08 | — | COMMON | 141633107 |
| USFD | US FOODS HOLDING CORP COM USD0.01 | 565 | $21,000 | 0.0% | $35.39 | 0.0% | COMMON | 912008109 |
| ABEV | AMBEV SA SPON ADR COM | 4,381 | $20,000 | 0.0% | $6.58 | — | COMMON | 02319V103 |
| EVOL | EVOLVING SYSTEMS INC COM USD.001 | 7,113 | $20,000 | 0.0% | $5.08 | -30.9% | COMMON | 30049R209 |
| ABBV | ABBVIE INC COM USD.01 | 204 | $19,000 | 0.0% | $43.04 | +63.8% | COMMON | 00287Y109 |
| AIT | APPLIED INDUSTRIAL TECH INC COM NPV | 274 | $19,000 | 0.0% | $62.92 | +1.4% | COMMON | 03820C105 |
| — | VIVUS INC COM NPV | 26,027 | $18,000 | 0.0% | $1.00 | — | COMMON | 928551100 |
| MPB | MID PENN BANCORP INC COM USD1 | 524 | $18,000 | 0.0% | $27.47 | +0.1% | COMMON | 59540G107 |
| BP | BP PLC ADR | 392 | $18,000 | 0.0% | $45.89 | — | COMMON | 055622104 |
| NDAQ | NASDAQ INC COM USD.01 | 195 | $18,000 | 0.0% | $26.73 | 0.0% | COMMON | 631103108 |
| E | ENI SPA SPON ADR | 476 | $18,000 | 0.0% | $37.82 | — | COMMON | 26874R108 |
| LXFR | LUXFER HOLDINGS PLC ORD GBP0.50 | 1,038 | $18,000 | 0.0% | $14.81 | +8.2% | COMMON | G5698W116 |
| LW | LAMB WESTON HOLDINGS INC COM USD1 | 242 | $17,000 | 0.0% | $55.76 | +4.7% | COMMON | 513272104 |
| CDW | CDW CORP COM USD.01 | 209 | $17,000 | 0.0% | $50.64 | +39.5% | COMMON | 12514G108 |
| TLK | TELEKOMUNIKASI INDONESIA SPON ADR | 589 | $15,000 | 0.0% | $25.47 | — | COMMON | 715684106 |
| — | WELLCARE HEALTH PLANS INC COM USD.01 | 55 | $14,000 | 0.0% | $246.25 | — | COMMON | 94946T106 |
| KYOCY | KYOCERA CORP ADR | 237 | $13,000 | 0.0% | $63.67 | — | COMMON | 501556203 |
| — | CREDIT SUISSE GROUP SPON ADR | 763 | $11,000 | 0.0% | $14.42 | — | COMMON | 225401108 |
| SBAC | SBA COMMUNICATIONS CORP COM USD.01 | 64 | $11,000 | 0.0% | $133.27 | +11.8% | COMMON | 78410G104 |
| HD | HOME DEPOT INC COM USD.05 | 57 | $11,000 | 0.0% | $143.37 | +8.1% | COMMON | 437076102 |
| — | CIA BRASILEIRA DE DISTRIB SPON GDR PFD | 540 | $11,000 | 0.0% | $23.63 | — | COMMON | 20440T201 |
| — | INTERCONTINENTAL HOTELS GRP SPON ADR | 160 | $10,000 | 0.0% | $55.40 | — | COMMON | 45857P707 |
| LULU | LULULEMON ATHLETICA INC COM USD.01 | 77 | $10,000 | 0.0% | $106.64 | 0.0% | COMMON | 550021109 |
| ALL | ALLSTATE CORP COM USD.01 | 94 | $9,000 | 0.0% | $49.30 | +61.5% | COMMON | 020002101 |
| DLTR | DOLLAR TREE INC COM USD.01 | 101 | $9,000 | 0.0% | $101.61 | -9.2% | COMMON | 256746108 |
| ZTS | ZOETIS INC CL A COM USD.01 | 98 | $8,000 | 0.0% | $79.49 | 0.0% | COMMON | 98978V103 |
| PCH | POTLATCHDELTIC CORP COM USD1 | 163 | $8,000 | 0.0% | $48.56 | — | COMMON | 737630103 |
| DGX | QUEST DIAGNOSTICS INC COM NPV | 71 | $8,000 | 0.0% | $86.68 | +3.2% | COMMON | 74834L100 |
| XHR | XENIA HOTELS & RESORTS INC COM USD.01 | 328 | $8,000 | 0.0% | $22.11 | — | COMMON | 984017103 |
| DPZ | DOMINO'S PIZZA INC COM USD.01 | 29 | $8,000 | 0.0% | $172.41 | +34.7% | COMMON | 25754A201 |
| AVY | AVERY DENNISON CORP COM USD1 | 81 | $8,000 | 0.0% | $95.79 | -3.7% | COMMON | 053611109 |
| PLD | PROLOGIS INC COM USD.01 | 111 | $7,000 | 0.0% | $50.64 | +2.7% | COMMON | 74340W103 |
| — | TE CONNECTIVITY LTD COM | 75 | $7,000 | 0.0% | $93.33 | — | COMMON | H84989104 |
| SNPS | SYNOPSYS INC COM USD.01 | 79 | $7,000 | 0.0% | $64.09 | +36.0% | COMMON | 871607107 |
| — | LIBERTY PROPERTY TRUST COM USD.001 | 137 | $6,000 | 0.0% | $38.18 | — | COMMON | 531172104 |
| CAT | CATERPILLAR INC COM USD1 | 44 | $6,000 | 0.0% | $130.65 | -3.2% | COMMON | 149123101 |
| — | PS BUSINESS PARKS COM USD.01 | 44 | $6,000 | 0.0% | $110.41 | — | COMMON | 69360J107 |
| AME | AMETEK INC COM USD1 | 78 | $6,000 | 0.0% | $66.18 | +6.3% | COMMON | 031100100 |
| EXR | EXTRA SPACE STORAGE INC COM USD.01 | 61 | $6,000 | 0.0% | $64.81 | +7.9% | COMMON | 30225T102 |
| PYPL | PAYPAL HOLDINGS INC COM USD.0001 | 68 | $6,000 | 0.0% | $72.35 | +9.9% | COMMON | 70450Y103 |
| CUK | CARNIVAL CORP/PLC (GBR) ADR | 104 | $6,000 | 0.0% | $63.36 | — | COMMON | 14365C103 |
| TDC | TERADATA CORP COM USD.01 | 117 | $5,000 | 0.0% | $29.36 | +37.1% | COMMON | 88076W103 |
| — | COUSINS PROPERTIES INC COM USD1 | 566 | $5,000 | 0.0% | $9.71 | — | COMMON | 222795106 |
| — | TIER REIT INC COM USD.0001 | 191 | $5,000 | 0.0% | $17.49 | — | COMMON | 88650V208 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC COM USD.01 | 40 | $5,000 | 0.0% | $109.15 | +4.4% | COMMON | 445658107 |
| AMT | AMERICAN TOWER CORP COM USD0.01 | 32 | $5,000 | 0.0% | $115.75 | -1.7% | COMMON | 03027X100 |
| — | APARTMENT INVST & MGMT CO CL A COM USD.01 | 127 | $5,000 | 0.0% | $37.53 | — | COMMON | 03748R101 |
| — | EQUITY COMMONWEALTH COM USD.01 | 148 | $5,000 | 0.0% | $30.43 | — | COMMON | 294628102 |
| OC | OWENS CORNING COM NEW USD.01 | 79 | $5,000 | 0.0% | $68.03 | +1.5% | COMMON | 690742101 |
| HST | HOST HOTELS & RESORTS INC COM USD1 | 204 | $4,000 | 0.0% | $13.62 | +12.3% | COMMON | 44107P104 |
| — | RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 | 337 | $4,000 | 0.0% | $13.65 | — | COMMON | 751452202 |
| PII | POLARIS INDUSTRIES INC COM NPV | 31 | $4,000 | 0.0% | $118.72 | -1.5% | COMMON | 731068102 |
| SHW | SHERWIN-WILLIAMS CO COM USD1 | 11 | $4,000 | 0.0% | $120.87 | +0.0% | COMMON | 824348106 |
| — | INFRAREIT INC COM USD.01 | 189 | $4,000 | 0.0% | $19.77 | — | COMMON | 45685L100 |
| BKNG | BOOKING HOLDINGS INC COM USD.008 | 2 | $4,000 | 0.0% | $1933.58 | +7.2% | COMMON | 09857L108 |
| FTV | FORTIVE CORP COM USD.01 | 48 | $4,000 | 0.0% | $44.30 | +4.5% | COMMON | 34959J108 |
| WPC | W P CAREY INC COM USD.001 | 67 | $4,000 | 0.0% | $74.63 | — | COMMON | 92936U109 |
| — | DUKE REALTY CORP COM USD.01 | 143 | $4,000 | 0.0% | $30.81 | — | COMMON | 264411505 |
| META | FACEBOOK INC CL A COM USD.000006 | 21 | $4,000 | 0.0% | $165.72 | +8.3% | COMMON | 30303M102 |
| ORCL | ORACLE CORP COM USD.01 | 96 | $4,000 | 0.0% | $43.94 | -6.3% | COMMON | 68389X105 |
| UDR | UDR INC COM USD.01 | 96 | $4,000 | 0.0% | $29.01 | -5.4% | COMMON | 902653104 |
| PVH | PVH CORP COM USD1 | 26 | $4,000 | 0.0% | $155.66 | 0.0% | COMMON | 693656100 |
| PEB | PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 | 115 | $4,000 | 0.0% | $33.99 | — | COMMON | 70509V100 |
| TRU | TRANSUNION COM USD0.01 | 55 | $4,000 | 0.0% | $64.34 | 0.0% | COMMON | 89400J107 |
| UHT | UNIVERSAL HEALTH RLTY INCOME COM USD.01 | 45 | $3,000 | 0.0% | $84.10 | — | COMMON | 91359E105 |
| — | CORENERGY INFRASTRUCTURE TR COM | 78 | $3,000 | 0.0% | $32.30 | — | COMMON | 21870U502 |
| PDM | PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | 130 | $3,000 | 0.0% | $21.36 | — | COMMON | 720190206 |
| EXPE | EXPEDIA GROUP INC COM USD.001 | 21 | $3,000 | 0.0% | $142.74 | -21.5% | COMMON | 30212P303 |
| RHP | RYMAN HOSPITALITY PPTYS INC COM USD.01 | 41 | $3,000 | 0.0% | $69.65 | — | COMMON | 78377T107 |
| — | CEDAR REALTY TRUST INC COM USD.06 | 569 | $3,000 | 0.0% | $5.93 | — | COMMON | 150602209 |
| CHRW | C H ROBINSON WORLDWIDE INC COM USD.1 | 38 | $3,000 | 0.0% | $75.52 | -1.4% | COMMON | 12541W209 |
| — | RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | 209 | $3,000 | 0.0% | $13.28 | — | COMMON | 76131V202 |
| ALSN | ALLISON TRANSMISSION HLDGS COM USD.01 | 83 | $3,000 | 0.0% | $32.42 | +12.5% | COMMON | 01973R101 |
| — | COLUMBIA PROPERTY TRUST INC COM USD.01 | 154 | $3,000 | 0.0% | $22.13 | — | COMMON | 198287203 |
| — | SPIRIT REALTY CAPITAL INC COM USD.01 | 360 | $3,000 | 0.0% | $8.33 | — | COMMON | 84860W102 |
| SPGI | S&P GLOBAL INC COM USD1 | 17 | $3,000 | 0.0% | $184.84 | 0.0% | COMMON | 78409V104 |
| OHI | OMEGA HEALTHCARE INVS INC COM USD0.1 | 103 | $3,000 | 0.0% | $26.68 | — | COMMON | 681936100 |
| LAMR | LAMAR ADVERTISING CO -CL A CL A COM NPV | 38 | $3,000 | 0.0% | $71.86 | — | COMMON | 512816109 |
| OEC | ORION ENGINEERED CARBONS SA ORD | 71 | $2,000 | 0.0% | $29.09 | 0.0% | COMMON | L72967109 |
| SPG | SIMON PROPERTY GROUP INC COM USD.0001 | 11 | $2,000 | 0.0% | $103.84 | +1.3% | COMMON | 828806109 |
| — | HOSPITALITY PROPERTIES TRUST COM USD.01 | 75 | $2,000 | 0.0% | $28.80 | — | COMMON | 44106M102 |
| ESS | ESSEX PROPERTY TRUST COM USD.0001 | 10 | $2,000 | 0.0% | $191.18 | -4.1% | COMMON | 297178105 |
| NEOG | NEOGEN CORP COM USD.16 | 26 | $2,000 | 0.0% | $30.27 | +21.8% | COMMON | 640491106 |
| NHI | NATIONAL HEALTH INVESTORS COM USD.01 | 26 | $2,000 | 0.0% | $76.92 | — | COMMON | 63633D104 |
| CPB | CAMPBELL SOUP CO COM USD.3 | 50 | $2,000 | 0.0% | $33.77 | -10.6% | COMMON | 134429109 |
| ALB | ALBEMARLE CORP COM USD1 | 23 | $2,000 | 0.0% | $119.61 | -27.8% | COMMON | 012653101 |
| SFM | SPROUTS FARMERS MARKET COM USD.001 | 81 | $2,000 | 0.0% | $21.20 | +6.7% | COMMON | 85208M102 |
| WNC | WABASH NATIONAL CORP COM USD.01 | 109 | $2,000 | 0.0% | $10.80 | +59.1% | COMMON | 929566107 |
| CPT | CAMDEN PROPERTY TRUST COM USD.01 SBI | 26 | $2,000 | 0.0% | $69.84 | -3.8% | COMMON | 133131102 |
| CTRE | CARETRUST REIT INC COM USD.01 | 98 | $2,000 | 0.0% | $19.27 | — | COMMON | 14174T107 |
| — | WABCO HOLDINGS INC COM | 20 | $2,000 | 0.0% | $165.00 | — | COMMON | 92927K102 |
| VRSK | VERISK ANALYTICS INC CL A COM USD.001 | 22 | $2,000 | 0.0% | $101.73 | 0.0% | COMMON | 92345Y106 |
| CXW | CORECIVIC INC COM USD.01 | 98 | $2,000 | 0.0% | $16.79 | +3.7% | COMMON | 21871N101 |
| TRNS | TRANSCAT INC COM USD.5 | 122 | $2,000 | 0.0% | $17.67 | 0.0% | COMMON | 893529107 |
| IRM | IRON MOUNTAIN INC COM USD.01 | 55 | $2,000 | 0.0% | $24.34 | -8.8% | COMMON | 46284V101 |
| JBL | JABIL INC COM USD.001 | 89 | $2,000 | 0.0% | $27.24 | -1.5% | COMMON | 466313103 |
| BDN | BRANDYWINE REALTY TRUST SHS BEN INT USD.01 | 130 | $2,000 | 0.0% | $18.57 | — | COMMON | 105368203 |
| — | WEINGARTEN REALTY INVST COM SHS INT USD.03 | 75 | $2,000 | 0.0% | $36.98 | — | COMMON | 948741103 |
| — | WASHINGTON PRIME GROUP INC COM | 208 | $2,000 | 0.0% | $9.62 | — | COMMON | 93964W108 |
| ORI | OLD REPUBLIC INTL CORP COM USD1 | 93 | $2,000 | 0.0% | $11.42 | +1.2% | COMMON | 680223104 |
| — | ARRIS INTERNATIONAL PLC COM USD.01 | 53 | $1,000 | 0.0% | $18.87 | — | COMMON | G0551A103 |
| — | PENNSYLVANIA RE INVS TRUST COM USD1 | 131 | $1,000 | 0.0% | $7.63 | — | COMMON | 709102107 |
| RLJ | RLJ LODGING TRUST COM USD.01 | 52 | $1,000 | 0.0% | $25.15 | — | COMMON | 74965L101 |
| — | NORDSTROM INC COM NPV | 21 | $1,000 | 0.0% | $52.15 | — | COMMON | 655664100 |
| — | REALOGY HOLDINGS CORP CL A COM USD.01 | 52 | $1,000 | 0.0% | $30.83 | — | COMMON | 75605Y106 |
| — | CHESAPEAKE LODGING TRUST COM USD.01 | 22 | $1,000 | 0.0% | $45.45 | — | COMMON | 165240102 |
| CLDT | CHATHAM LODGING TRUST COM USD.01 SBI | 26 | $1,000 | 0.0% | — | — | COMMON | 16208T102 |
| OLN | OLIN CORP COM USD1 | 31 | $1,000 | 0.0% | $25.07 | 0.0% | COMMON | 680665205 |
| — | DISCOVERY INC CL A COM | 24 | $1,000 | 0.0% | $41.67 | — | COMMON | 25470F104 |
| DRH | DIAMONDROCK HOSPITALITY CO COM USD.01 | 89 | $1,000 | 0.0% | $11.24 | — | COMMON | 252784301 |
| UTHR | UNITED THERAPEUTICS CORP COM USD.01 | 9 | $1,000 | 0.0% | $123.70 | -11.1% | COMMON | 91307C102 |
| GPK | GRAPHIC PACKAGING HOLDING CO COM | 71 | $1,000 | 0.0% | $13.73 | +8.0% | COMMON | 388689101 |
| TDS | TELEPHONE & DATA SYSTEMS INC COM USD1 | 50 | $1,000 | 0.0% | $27.09 | 0.0% | COMMON | 879433829 |
| URI | UNITED RENTALS INC COM USD.01 | 4 | $1,000 | 0.0% | $112.59 | +40.5% | COMMON | 911363109 |
| SHO | SUNSTONE HOTEL INVESTORS INC COM USD.01 | 73 | $1,000 | 0.0% | $13.70 | — | COMMON | 867892101 |
| — | BUNGE LTD COM USD.01 | 15 | $1,000 | 0.0% | $66.67 | — | COMMON | G16962105 |
| — | SELECT INCOME REIT COM BEN INT USD.01 | 37 | $1,000 | 0.0% | $27.03 | — | COMMON | 81618T100 |
| NAVI | NAVIENT CORP COM0.01 | 57 | $1,000 | 0.0% | $13.60 | +0.2% | COMMON | 63938C108 |
| — | LIFE STORAGE INC COM USD.01 | 12 | $1,000 | 0.0% | $83.33 | — | COMMON | 53223X107 |
| — | LIFEPOINT HEALTH INC COM USD.01 | 19 | $1,000 | 0.0% | $55.40 | — | COMMON | 53219L109 |
| — | LEGG MASON INC COM USD.1 | 43 | $1,000 | 0.0% | $32.99 | — | COMMON | 524901105 |
| NXRT | NEXPOINT RESIDENTIAL TR INC COM USD.01 | 49 | $1,000 | 0.0% | $20.41 | — | COMMON | 65341D102 |
| DVA | DAVITA INC CL A COM NPV VTG | 11 | $1,000 | 0.0% | $66.20 | +0.9% | COMMON | 23918K108 |
| VYX | NCR CORP COM USD5 | 48 | $1,000 | 0.0% | $23.52 | -19.8% | COMMON | 62886E108 |
| LSTR | LANDSTAR SYSTEM INC COM USD.01 | 12 | $1,000 | 0.0% | $83.33 | — | COMMON | 515098101 |
| LKQ | LKQ CORP COM | 10 | $0 | 0.0% | $36.45 | -17.8% | COMMON | 501889208 |
| — | SPIRIT MTA REIT COM | 36 | $0 | 0.0% | — | — | COMMON | 84861U105 |
| — | SIRIUS XM HOLDINGS INC COM USD.001 | 62 | $0 | 0.0% | $4.34 | — | COMMON | 82968B103 |
| T | AT&T INC COM USD1 | 1 | $0 | 0.0% | $15.80 | -8.1% | COMMON | 00206R102 |
| TJX | TJX COMPANIES INC COM USD1 | 5 | $0 | 0.0% | $39.56 | 0.0% | COMMON | 872540109 |
| PANW | PALO ALTO NETWORKS INC COM USD.0001 | 2 | $0 | 0.0% | $33.34 | 0.0% | COMMON | 697435105 |
| CBRE | CBRE GROUP INC CL A COM USD.01 | 8 | $0 | 0.0% | $47.29 | 0.0% | COMMON | 12504L109 |
| PKBK | PARKE BANCORP INC COM | 8 | $0 | 0.0% | $14.20 | +7.8% | COMMON | 700885106 |
| ACN | ACCENTURE PLC CLA USD.0000225 | 3 | $0 | 0.0% | $140.78 | -1.0% | COMMON | G1151C101 |
| — | AMERICA MOVIL SA DE CV SPON ADR L SHS | 22 | $0 | 0.0% | $17.65 | — | COMMON | 02364W105 |
| FLL | FULL HOUSE RESORTS INC COM USD.001 | 41 | $0 | 0.0% | $3.31 | -0.2% | COMMON | 359678109 |
| — | VENATOR MATERIALS PLC ORD SHS | 23 | $0 | 0.0% | — | — | COMMON | G9329Z100 |
| TOL | TOLL BROTHERS INC COM USD.01 | 10 | $0 | 0.0% | $46.96 | -12.8% | COMMON | 889478103 |
| UHS | UNIVERSAL HEALTH SVCS INC CL B COM USD.01 | 4 | $0 | 0.0% | $113.20 | 0.0% | COMMON | 913903100 |