Location: Stamford, CT
CIK: 0001423442 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 6, 2018
Total Value: $4.886B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AMP | AMERIPRISE FINANCIAL INC COM | 1,248,632 | $184M | 3.8% | $97.92 | +27.1% | COMMON | 03076C106 |
| MPC | MARATHON PETROLEUM CORP COM USD0.01 | 2,025,660 | $161M | 3.3% | $54.89 | +13.9% | COMMON | 56585A102 |
| C | CITIGROUP INC COM USD.01 | 2,084,204 | $149M | 3.0% | $54.59 | +0.3% | COMMON | 172967424 |
| FITB | FIFTH THIRD BANCORP COM USD6.67 | 4,531,360 | $126M | 2.6% | $23.46 | -6.2% | COMMON | 316773100 |
| VLO | VALERO ENERGY CORP COM USD1 | 1,083,675 | $123M | 2.5% | $41.52 | +102.8% | COMMON | 91913Y100 |
| MET | METLIFE INC COM | 2,463,267 | $115M | 2.3% | $36.48 | -2.6% | COMMON | 59156R108 |
| — | CITRIX SYSTEMS INC COM USD.001 | 985,368 | $109M | 2.2% | $104.41 | — | COMMON | 177376100 |
| RF | REGIONS FINANCIAL CORP COM USD.625 | 5,904,186 | $108M | 2.2% | $12.35 | +12.9% | COMMON | 7591EP100 |
| BBY | BEST BUY CO INC COM USD.1 | 1,354,434 | $107M | 2.2% | $26.22 | +123.2% | COMMON | 086516101 |
| VOYA | VOYA FINANCIAL INC COM USD.01 | 2,072,668 | $103M | 2.1% | $46.26 | -4.0% | COMMON | 929089100 |
| CAG | CONAGRA BRANDS INC COM USD5 | 2,997,220 | $101M | 2.1% | $26.46 | +3.3% | COMMON | 205887102 |
| WU | WESTERN UNION CO COM USD.01 | 5,072,783 | $96.35M | 2.0% | $19.18 | — | COMMON | 959802109 |
| PG | PROCTER & GAMBLE CO COM NPV | 1,145,418 | $94.99M | 1.9% | $71.14 | -4.7% | COMMON | 742718109 |
| AMGN | AMGEN INC COM NPV | 456,500 | $94.33M | 1.9% | $153.71 | +2.4% | COMMON | 031162100 |
| SYY | SYSCO CORP COM USD1 | 1,283,987 | $93.69M | 1.9% | $44.05 | +34.5% | COMMON | 871829107 |
| — | SEAGATE TECHNOLOGY PLC COM USD.00001 | 1,972,825 | $93.13M | 1.9% | $50.89 | — | COMMON | G7945M107 |
| GLW | CORNING INC COM USD5 | 2,391,655 | $84.13M | 1.7% | $21.46 | +23.4% | COMMON | 219350105 |
| HIG | HARTFORD FINANCIAL SERVICES COM NPV | 1,644,881 | $81.86M | 1.7% | $42.27 | +3.0% | COMMON | 416515104 |
| — | JUNIPER NETWORKS INC COM USD.00001 | 2,515,828 | $75.15M | 1.5% | $29.19 | — | COMMON | 48203R104 |
| TGT | TARGET CORP COM USD1 | 845,140 | $74.35M | 1.5% | $50.34 | +35.0% | COMMON | 87612E106 |
| COP | CONOCOPHILLIPS COM USD1.25 | 902,447 | $69.63M | 1.4% | $51.39 | +9.7% | COMMON | 20825C104 |
| YUM | YUM BRANDS INC COM NPV | 731,402 | $66.31M | 1.4% | $69.04 | +5.6% | COMMON | 988498101 |
| CSCO | CISCO SYSTEMS INC COM NPV | 1,267,132 | $61.45M | 1.3% | $35.23 | +2.3% | COMMON | 17275R102 |
| KR | KROGER CO COM USD1 | 2,092,982 | $60.74M | 1.2% | $23.35 | +8.9% | COMMON | 501044101 |
| SEE | SEALED AIR CORP COM USD.01 | 1,503,489 | $60.16M | 1.2% | $38.61 | -6.4% | COMMON | 81211K100 |
| — | ANADARKO PETROLEUM CORP COM USD.1 | 877,323 | $58.93M | 1.2% | $69.05 | — | COMMON | 032511107 |
| ALLY | ALLY FINANCIAL INC COM USD.01 | 2,199,680 | $57.96M | 1.2% | $22.10 | -2.4% | COMMON | 02005N100 |
| PSX | PHILLIPS 66 COM USD0.01 | 495,705 | $55.7M | 1.1% | $85.37 | +0.8% | COMMON | 718546104 |
| CE | CELANESE CORP COM USD.01 | 489,681 | $55.63M | 1.1% | $86.44 | +15.2% | COMMON | 150870103 |
| KSS | KOHL'S CORP COM USD.01 | 734,496 | $54.55M | 1.1% | $53.23 | +42.1% | COMMON | 500255104 |
| MAR | MARRIOTT INTL INC CL A COM NPV | 386,678 | $50.91M | 1.0% | $123.74 | -2.9% | COMMON | 571903202 |
| PHM | PULTEGROUP INC COM USD.01 | 2,044,009 | $50.47M | 1.0% | $27.18 | -3.9% | COMMON | 745867101 |
| AAL | AMERICAN AIRLINES GROUP INC COM USD.01 | 1,195,889 | $49.23M | 1.0% | $50.57 | -24.2% | COMMON | 02376R102 |
| MEOH | METHANEX CORP COM NPV | 598,478 | $46.76M | 1.0% | $54.70 | +33.0% | COMMON | 59151K108 |
| UNP | UNION PACIFIC CORP COM USD2.5 | 285,972 | $46.4M | 0.9% | $126.25 | +1.2% | COMMON | 907818108 |
| — | CDK GLOBAL INC COM USD0.01 | 727,492 | $45.35M | 0.9% | $62.88 | — | COMMON | 12508E101 |
| DIS | DISNEY (WALT) CO COM NPV | 386,342 | $45.07M | 0.9% | $103.83 | +2.6% | COMMON | 254687106 |
| GWW | GRAINGER (W W) INC COM USD1 | 123,772 | $44.11M | 0.9% | $194.92 | +59.9% | COMMON | 384802104 |
| LYB | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 424,774 | $43.45M | 0.9% | $52.15 | +31.7% | COMMON | N53745100 |
| SLF | SUN LIFE FINANCIAL INC COM NPV | 1,038,144 | $40.86M | 0.8% | $32.13 | +24.5% | COMMON | 866796105 |
| — | HD SUPPLY HOLDINGS INC COM USD.01 | 924,456 | $39.42M | 0.8% | $42.65 | — | COMMON | 40416M105 |
| SYF | SYNCHRONY FINANCIAL COM USD.001 | 1,233,343 | $38.19M | 0.8% | $29.21 | -9.4% | COMMON | 87165B103 |
| GIS | GENERAL MILLS INC COM USD.75 | 887,475 | $37.93M | 0.8% | $40.53 | -13.7% | COMMON | 370334104 |
| TECK | TECK RESOURCES LTD CL B COM NPV SVTG | 1,524,506 | $36.36M | 0.7% | $22.07 | +8.9% | COMMON | 878742204 |
| DAL | DELTA AIR LINES INC COM USD.0001 | 613,291 | $35.38M | 0.7% | $49.61 | +3.6% | COMMON | 247361702 |
| — | SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 360,297 | $32.91M | 0.7% | $74.09 | — | COMMON | 848574109 |
| UAL | UNITED CONTINENTAL HLDGS INC COM NEW | 342,742 | $30.42M | 0.6% | $56.97 | +44.8% | COMMON | 910047109 |
| BHC | BAUSCH HEALTH COMPANIES INC COM NPV | 1,176,604 | $29.91M | 0.6% | $22.90 | 0.0% | COMMON | 071734107 |
| DOO | BRP INC SUB VTG NPV | 638,731 | $29.66M | 0.6% | $46.39 | 0.0% | COMMON | 05577W200 |
| LOW | LOWE'S COMPANIES INC COM USD.5 | 233,897 | $26.77M | 0.5% | $77.88 | +16.9% | COMMON | 548661107 |
| MFC | MANULIFE FINANCIAL CORP COM NPV | 1,435,072 | $25.41M | 0.5% | $17.63 | +3.1% | COMMON | 56501R106 |
| VFC | VF CORP COM NPV | 268,182 | $24.96M | 0.5% | $67.29 | +26.8% | COMMON | 918204108 |
| — | CGI GROUP INC -CL A CL A COM NPV SVTG | 374,544 | $23.9M | 0.5% | $56.25 | — | COMMON | 39945C109 |
| — | WALGREENS BOOTS ALLIANCE INC COM USD1.25 | 328,178 | $23.84M | 0.5% | $71.34 | — | COMMON | 931427108 |
| — | NORBORD INC COM NPV | 710,365 | $23.3M | 0.5% | $30.23 | — | COMMON | 65548P403 |
| DOV | DOVER CORP COM USD1 | 258,946 | $22.85M | 0.5% | $73.78 | 0.0% | COMMON | 260003108 |
| JPM | JPMORGAN CHASE & CO COM USD12 | 193,001 | $21.7M | 0.4% | $76.43 | +21.2% | COMMON | 46625H100 |
| RY | ROYAL BANK OF CANADA COM NPV | 253,056 | $20.08M | 0.4% | $68.54 | +14.4% | COMMON | 780087102 |
| TD | TORONTO DOMINION BANK COM NPV | 318,396 | $19.15M | 0.4% | $48.77 | +22.1% | COMMON | 891160509 |
| MED | MEDIFAST INC COM USD.001 | 81,843 | $18.09M | 0.4% | $48.61 | +240.3% | COMMON | 58470H101 |
| — | SUNTRUST BANKS INC COM USD1 | 267,706 | $17.83M | 0.4% | $67.22 | — | COMMON | 867914103 |
| MU | MICRON TECHNOLOGY INC COM USD.1 | 368,409 | $16.64M | 0.3% | $49.37 | -0.3% | COMMON | 595112103 |
| MGA | MAGNA INTERNATIONAL INC COM NPV | 313,568 | $16.32M | 0.3% | $34.76 | +27.9% | COMMON | 559222401 |
| MCK | MCKESSON CORP COM USD2 | 121,001 | $15.99M | 0.3% | $144.19 | -14.6% | COMMON | 58155Q103 |
| CIGI | COLLIERS INTL GROUP INC COM NPV SVTG | 206,878 | $15.86M | 0.3% | $49.73 | +58.1% | COMMON | 194693107 |
| SAM | BOSTON BEER INC -CL A CL A COM USD.01 | 55,108 | $15.75M | 0.3% | $222.77 | +34.8% | COMMON | 100557107 |
| — | VIACOM INC CL B COM USD | 442,059 | $14.92M | 0.3% | $31.14 | — | COMMON | 92553P201 |
| — | TOTAL SYSTEM SERVICES INC COM USD.1 | 150,196 | $14.83M | 0.3% | $77.55 | — | COMMON | 891906109 |
| CDNS | CADENCE DESIGN SYSTEMS INC COM USD.01 | 287,627 | $13.03M | 0.3% | $35.34 | +28.8% | COMMON | 127387108 |
| INTU | INTUIT INC COM NPV | 57,299 | $13.02M | 0.3% | $194.06 | +5.4% | COMMON | 461202103 |
| BA | BOEING CO COM USD5 | 34,321 | $12.75M | 0.3% | $129.38 | +162.1% | COMMON | 097023105 |
| CAE | CAE INC COM NPV | 617,973 | $12.41M | 0.3% | $14.34 | +39.8% | COMMON | 124765108 |
| DECK | DECKERS OUTDOOR CORP COM USD.01 | 104,555 | $12.34M | 0.3% | $18.03 | +7.6% | COMMON | 243537107 |
| SU | SUNCOR ENERGY INC COM NPV | 318,601 | $12.2M | 0.2% | $29.89 | +1.9% | COMMON | 867224107 |
| ARCB | ARCBEST CORP COM USD.01 | 250,680 | $12.17M | 0.2% | $33.95 | +31.3% | COMMON | 03937C105 |
| HAE | HAEMONETICS CORP COM USD.01 | 105,554 | $12.06M | 0.2% | $95.27 | +8.7% | COMMON | 405024100 |
| — | STARS GROUP INC COM NPV | 490,471 | $12.05M | 0.2% | $26.70 | — | COMMON | 85570W100 |
| — | KIRKLAND LAKE GOLD LTD COM | 641,086 | $12.03M | 0.2% | $19.90 | — | COMMON | 49741E100 |
| BJRI | BJ'S RESTAURANTS INC COM NPV | 165,106 | $11.86M | 0.2% | $57.52 | +14.6% | COMMON | 09180C106 |
| — | CHINA PETROLEUM & CHEM CORP SPON ADR | 116,677 | $11.72M | 0.2% | $80.73 | — | COMMON | 16941R108 |
| CSX | CSX CORP COM USD1 | 156,833 | $11.57M | 0.2% | $21.58 | 0.0% | COMMON | 126408103 |
| AFL | AFLAC INC COM USD.1 | 241,934 | $11.36M | 0.2% | $37.28 | +3.2% | COMMON | 001055102 |
| HUM | HUMANA INC COM NPV | 33,681 | $11.34M | 0.2% | $243.71 | +25.1% | COMMON | 444859102 |
| RIO | RIO TINTO GROUP (GBR) SPON ADR | 217,996 | $11.12M | 0.2% | $51.95 | — | COMMON | 767204100 |
| GILD | GILEAD SCIENCES INC COM USD.001 | 138,909 | $10.72M | 0.2% | $53.68 | +5.9% | COMMON | 375558103 |
| ISRG | INTUITIVE SURGICAL INC COM USD.001 | 18,562 | $10.65M | 0.2% | $121.40 | +46.3% | COMMON | 46120E602 |
| CNMD | CONMED CORP COM USD.01 | 133,544 | $10.55M | 0.2% | $67.59 | +7.1% | COMMON | 207410101 |
| DXC | DXC TECHNOLOGY COMPANY COM USD1 | 102,205 | $9.545M | 0.2% | $84.72 | 0.0% | COMMON | 23355L106 |
| RCI | ROGERS COMMUNICATIONS -CL B CL B COM NPV | 185,437 | $9.438M | 0.2% | $50.75 | +0.8% | COMMON | 775109200 |
| CVS | CVS HEALTH CORP COM USD1 | 112,377 | $8.845M | 0.2% | $58.32 | -3.1% | COMMON | 126650100 |
| HCA | HCA HEALTHCARE INC COM USD0.01 | 62,971 | $8.753M | 0.2% | $112.63 | +3.5% | COMMON | 40412C101 |
| EBAY | EBAY INC COM USD.001 | 265,017 | $8.723M | 0.2% | $31.92 | -3.4% | COMMON | 278642103 |
| — | AON PLC CL A ORD | 55,281 | $8.501M | 0.2% | $146.24 | — | COMMON | G0408V102 |
| ICFI | ICF INTERNATIONAL INC COM USD.001 | 112,736 | $8.47M | 0.2% | $67.83 | +13.1% | COMMON | 44925C103 |
| DVA | DAVITA INC CL A COM NPV VTG | 116,530 | $8.329M | 0.2% | $70.70 | +0.0% | COMMON | 23918K108 |
| — | HILLENBRAND INC COM NPV | 155,562 | $8.111M | 0.2% | $46.27 | — | COMMON | 431571108 |
| — | DISCOVER FINANCIAL SVCS COM USD.01 | 104,421 | $7.964M | 0.2% | $70.37 | — | COMMON | 254709108 |
| EME | EMCOR GROUP INC COM USD.1 | 103,307 | $7.759M | 0.2% | $76.47 | -1.9% | COMMON | 29084Q100 |
| — | BARRICK GOLD CORP COM NPV | 700,330 | $7.668M | 0.2% | $13.64 | — | COMMON | 067901108 |
| — | WELLCARE HEALTH PLANS INC COM USD.01 | 23,590 | $7.558M | 0.2% | $320.22 | — | COMMON | 94946T106 |
| M | MACY'S INC COM NPV | 217,037 | $7.514M | 0.2% | $35.86 | +3.8% | COMMON | 55616P104 |
| — | BLUCORA INC COM USD.0001 | 185,101 | $7.439M | 0.2% | $30.17 | — | COMMON | 095229100 |
| TXN | TEXAS INSTRUMENTS INC COM USD1 | 68,545 | $7.354M | 0.2% | $73.38 | +23.0% | COMMON | 882508104 |
| — | SK TELECOM CO LTD SPON ADR | 261,885 | $7.301M | 0.1% | $23.03 | — | COMMON | 78440P108 |
| OMC | OMNICOM GROUP COM USD.5 | 106,849 | $7.268M | 0.1% | $56.19 | -4.5% | COMMON | 681919106 |
| — | SP PLUS CORP CL A USD.001 | 196,794 | $7.176M | 0.1% | $36.45 | — | COMMON | 78469C103 |
| MO | ALTRIA GROUP INC COM USD1 | 118,906 | $7.171M | 0.1% | $32.22 | +4.2% | COMMON | 02209S103 |
| — | CELESTICA INC SUB VTG SHS | 658,442 | $7.058M | 0.1% | $12.63 | — | COMMON | 15101Q108 |
| — | FIRSTCASH INC COM USD.01 | 83,682 | $6.847M | 0.1% | $85.50 | — | COMMON | 33767D105 |
| STLD | STEEL DYNAMICS INC COM USD.01 | 150,510 | $6.746M | 0.1% | $32.95 | +19.3% | COMMON | 858119100 |
| — | FIRSTSERVICE CORP SUB VTG | 77,456 | $6.476M | 0.1% | $69.02 | — | COMMON | 33767E103 |
| IBM | INTL BUSINESS MACHINES CORP COM USD.2 | 42,594 | $6.441M | 0.1% | $106.70 | -5.1% | COMMON | 459200101 |
| ASGN | ASGN INC COM USD.01 | 81,505 | $6.416M | 0.1% | $81.81 | +5.6% | COMMON | 00191U102 |
| FCX | FREEPORT-MCMORAN INC COM NPV | 448,451 | $6.242M | 0.1% | $14.24 | -3.2% | COMMON | 35671D857 |
| — | GANNETT CO INC COM USD.01 | 604,280 | $6.047M | 0.1% | $10.35 | — | COMMON | 36473H104 |
| BCC | BOISE CASCADE CO COM USD.01 | 163,068 | $5.991M | 0.1% | $28.80 | +2.7% | COMMON | 09739D100 |
| BR | BROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 45,314 | $5.973M | 0.1% | $108.19 | +3.4% | COMMON | 11133T103 |
| — | MOBILE TELESYSTEMS PJSC SPONSORED ADR | 698,315 | $5.957M | 0.1% | $10.38 | — | COMMON | 607409109 |
| — | LAM RESEARCH CORP COM NPV | 39,216 | $5.949M | 0.1% | $162.41 | — | COMMON | 512807108 |
| ADM | ARCHER-DANIELS-MIDLAND CO COM NPV | 114,854 | $5.774M | 0.1% | $30.28 | +30.3% | COMMON | 039483102 |
| — | BB&T CORP COM USD5 | 117,875 | $5.721M | 0.1% | $49.39 | — | COMMON | 054937107 |
| RMR | RMR GROUP INC CL A COM USD0.001 | 61,897 | $5.719M | 0.1% | $35.22 | +35.0% | COMMON | 74967R106 |
| — | ARCH COAL INC COM USD.01 | 62,696 | $5.604M | 0.1% | $83.06 | — | COMMON | 039380407 |
| — | TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | 330,309 | $5.565M | 0.1% | $15.85 | — | COMMON | G9019D104 |
| WDC | WESTERN DIGITAL CORP COM USD.1 | 90,382 | $5.291M | 0.1% | $57.81 | -18.9% | COMMON | 958102105 |
| ADBE | ADOBE SYSTEMS INC COM NPV | 19,522 | $5.27M | 0.1% | $144.02 | +79.0% | COMMON | 00724F101 |
| — | DIAMOND OFFSHRE DRILLING INC COM USD.01 | 256,752 | $5.135M | 0.1% | $18.45 | — | COMMON | 25271C102 |
| IX | ORIX CORP SPONSORED ADR | 62,011 | $5.025M | 0.1% | $81.77 | — | COMMON | 686330101 |
| IDXX | IDEXX LABS INC COM USD.1 | 19,811 | $4.946M | 0.1% | $158.58 | +53.1% | COMMON | 45168D104 |
| PRU | PRUDENTIAL FINANCIAL INC COM USD.01 | 46,564 | $4.718M | 0.1% | $61.27 | +12.0% | COMMON | 744320102 |
| IEX | IDEX CORP COM USD.01 | 31,251 | $4.707M | 0.1% | $114.41 | +19.1% | COMMON | 45167R104 |
| — | CONTINENTAL BUILDING PRODS COM USD.001 | 123,386 | $4.602M | 0.1% | $34.98 | — | COMMON | 211171103 |
| — | AEGON NV NY SHR ADR | 712,136 | $4.579M | 0.1% | $5.25 | — | COMMON | 007924103 |
| — | CANADIAN PACIFIC RAILWAY LTD COM CAD5 | 21,136 | $4.425M | 0.1% | $186.90 | — | COMMON | 13645T100 |
| ELV | ANTHEM INC COM USD.01 | 16,155 | $4.415M | 0.1% | $165.05 | +42.7% | COMMON | 036752103 |
| LEA | LEAR CORP COM NPV | 29,591 | $4.29M | 0.1% | $122.22 | +20.4% | COMMON | 521865204 |
| — | SINOPEC SHANGHAI PETROCHEM SPON ADR | 68,373 | $4.126M | 0.1% | $59.30 | — | COMMON | 82935M109 |
| EVR | EVERCORE INC CL A COM USD.01 | 40,872 | $4.104M | 0.1% | $74.65 | +22.3% | COMMON | 29977A105 |
| — | ENERPLUS CORP COM NPV | 331,965 | $4.057M | 0.1% | $11.83 | — | COMMON | 292766102 |
| — | VERSO CORP CL A COM USD.01 | 120,353 | $4.04M | 0.1% | $26.72 | — | COMMON | 92531L207 |
| MRTN | MARTEN TRANSPORT LTD COM USD.01 | 188,862 | $3.974M | 0.1% | $12.02 | +3.7% | COMMON | 573075108 |
| LGND | LIGAND PHARMACEUTICAL INC COM USD.001 | 14,289 | $3.893M | 0.1% | $117.91 | +27.9% | COMMON | 53220K504 |
| CNC | CENTENE CORP COM USD.003 | 26,762 | $3.852M | 0.1% | $40.47 | +71.6% | COMMON | 15135B101 |
| FTNT | FORTINET INC COM USD.001 | 41,651 | $3.83M | 0.1% | $13.07 | +17.0% | COMMON | 34959E109 |
| — | GRANITE REAL ESTATE INVEST STPLD UNIT | 88,389 | $3.757M | 0.1% | $39.08 | — | COMMON | 387437114 |
| — | CIT GROUP INC COM USD.01 | 69,497 | $3.572M | 0.1% | $49.62 | — | COMMON | 125581801 |
| CM | CANADIAN IMPERIAL BANK COM NPV | 37,964 | $3.52M | 0.1% | $23.75 | +35.8% | COMMON | 136069101 |
| — | MELLANOX TECHNOLOGIES LTD ORD USD.01 | 47,185 | $3.464M | 0.1% | $83.11 | — | COMMON | M51363113 |
| KFRC | KFORCE INC COM USD.01 | 92,584 | $3.451M | 0.1% | $37.97 | +3.6% | COMMON | 493732101 |
| — | CNOOC LTD SPONSORED ADR | 17,431 | $3.443M | 0.1% | $141.93 | — | COMMON | 126132109 |
| ABBV | ABBVIE INC COM USD.01 | 36,033 | $3.408M | 0.1% | $69.02 | +0.2% | COMMON | 00287Y109 |
| — | HOLLYFRONTIER CORP COM USD.01 | 47,799 | $3.324M | 0.1% | $67.55 | — | COMMON | 436106108 |
| CRL | CHARLES RIVER LABS INTL INC COM USD.01 | 24,622 | $3.312M | 0.1% | $108.32 | +13.9% | COMMON | 159864107 |
| CDW | CDW CORP COM USD.01 | 37,226 | $3.31M | 0.1% | $78.98 | +0.2% | COMMON | 12514G108 |
| — | BT GROUP PLC ADR | 218,590 | $3.229M | 0.1% | $16.77 | — | COMMON | 05577E101 |
| BTE | BAYTEX ENERGY CORP COM NPV | 1,115,270 | $3.204M | 0.1% | $3.74 | -21.7% | COMMON | 07317Q105 |
| RHI | ROBERT HALF INTL INC COM USD1 | 45,663 | $3.189M | 0.1% | $71.11 | +3.0% | COMMON | 770323103 |
| — | MALLINCKRODT PLC ORD USD.2 | 106,954 | $3.135M | 0.1% | $28.61 | — | COMMON | G5785G107 |
| FLWS | 1-800-FLOWERS.COM CL A COM USD.01 | 262,225 | $3.094M | 0.1% | $11.67 | +11.1% | COMMON | 68243Q106 |
| ON | ON SEMICONDUCTOR CORP COM USD.01 | 162,814 | $2.998M | 0.1% | $24.06 | -11.2% | COMMON | 682189105 |
| CAJPY | CANON INC ADR | 93,083 | $2.946M | 0.1% | $33.45 | — | COMMON | 138006309 |
| EAT | BRINKER INTL INC COM USD.1 | 62,131 | $2.886M | 0.1% | $42.97 | +2.0% | COMMON | 109641100 |
| — | NEPTUNE WELLNESS SOLUTION IN COM | 751,128 | $2.872M | 0.1% | $3.82 | — | COMMON | 64079L105 |
| INTC | INTEL CORP COM NPV | 58,113 | $2.724M | 0.1% | $30.69 | +35.3% | COMMON | 458140100 |
| ENTA | ENANTA PHARMACEUTICALS INC COM USD0.01 | 31,826 | $2.698M | 0.1% | $75.69 | +32.3% | COMMON | 29251M106 |
| — | ASPEN TECHNOLOGY INC COM USD.1 | 23,203 | $2.624M | 0.1% | $85.23 | — | COMMON | 045327103 |
| GAP | GAP INC COM USD.05 | 89,113 | $2.564M | 0.1% | $22.95 | +0.5% | COMMON | 364760108 |
| — | BOTTOMLINE TECHNOLOGIES INC COM USD.001 | 35,117 | $2.532M | 0.1% | $40.28 | — | COMMON | 101388106 |
| — | INTERPUBLIC GROUP OF COS COM USD.1 | 109,413 | $2.502M | 0.1% | $17.03 | -1.2% | COMMON | 460690100 |
| — | RENEWABLE ENERGY GROUP INC COM USD.0001 | 87,470 | $2.497M | 0.1% | $28.55 | — | COMMON | 75972A301 |
| MRK | MERCK & CO COM NPV | 33,695 | $2.39M | 0.0% | $50.65 | 0.0% | COMMON | 58933Y105 |
| — | ALTISOURCE PORTFOLIO SOLTNS COM USD1 | 74,107 | $2.388M | 0.0% | $30.17 | — | COMMON | L0175J104 |
| DSGX | DESCARTES SYSTEMS GROUP INC COM NPV | 69,916 | $2.347M | 0.0% | $28.59 | +18.1% | COMMON | 249906108 |
| PKX | POSCO SPON ADR | 35,505 | $2.343M | 0.0% | $71.36 | — | COMMON | 693483109 |
| — | WORLD WRESTLING ENTMT INC CL A COM USD.01 | 24,398 | $2.343M | 0.0% | $88.03 | — | COMMON | 98156Q108 |
| PRGS | PROGRESS SOFTWARE CORP COM USD.01 | 66,448 | $2.327M | 0.0% | $42.60 | -6.8% | COMMON | 743312100 |
| — | VMWARE INC -CL A CL A COM USD.01 | 14,894 | $2.32M | 0.0% | $119.76 | — | COMMON | 928563402 |
| ROK | ROCKWELL AUTOMATION COM USD1 | 12,139 | $2.276M | 0.0% | $135.94 | +14.9% | COMMON | 773903109 |
| CHE | CHEMED CORP COM USD1 | 6,969 | $2.212M | 0.0% | $192.54 | +61.6% | COMMON | 16359R103 |
| EA | ELECTRONIC ARTS INC COM USD.01 | 18,345 | $2.21M | 0.0% | $109.25 | +14.7% | COMMON | 285512109 |
| SSRM | SSR MINING INC COM NPV | 248,270 | $2.136M | 0.0% | $9.14 | +3.3% | COMMON | 784730103 |
| FCN | FTI CONSULTING INC CL A COM USD.01 | 29,047 | $2.112M | 0.0% | $68.42 | +7.6% | COMMON | 302941109 |
| COF | CAPITAL ONE FINANCIAL CORP COM USD.01 | 22,201 | $2.106M | 0.0% | $75.28 | +13.8% | COMMON | 14040H105 |
| APPF | APPFOLIO INC CL A COM USD.0001 | 26,805 | $2.086M | 0.0% | $47.25 | +60.1% | COMMON | 03783C100 |
| — | VONAGE HOLDINGS CORP COM USD.001 | 146,017 | $2.053M | 0.0% | $10.98 | — | COMMON | 92886T201 |
| BB | BLACKBERRY LTD COM NPV | 182,829 | $2.048M | 0.0% | $10.91 | -6.4% | COMMON | 09228F103 |
| PENN | PENN NATIONAL GAMING INC COM USD.01 | 62,181 | $2.031M | 0.0% | $24.16 | +37.7% | COMMON | 707569109 |
| — | TECHTARGET INC COM USD.001 | 104,665 | $2.017M | 0.0% | $22.86 | — | COMMON | 87874R100 |
| PFE | PFIZER INC COM USD.1 | 45,199 | $1.987M | 0.0% | $26.05 | +6.2% | COMMON | 717081103 |
| HMC | HONDA MOTOR CO LTD ADR | 65,528 | $1.971M | 0.0% | $29.67 | — | COMMON | 438128308 |
| — | FTS INTERNATIONAL INC COM | 166,875 | $1.967M | 0.0% | $11.84 | — | COMMON | 30283W104 |
| — | GRAN TIERRA ENERGY INC COM USD.001 | 521,568 | $1.966M | 0.0% | $3.43 | — | COMMON | 38500T101 |
| UVE | UNIVERSAL INSURANCE HLDGS COM USD.01 | 40,113 | $1.941M | 0.0% | $33.15 | +29.6% | COMMON | 91359V107 |
| TMUS | T-MOBILE US INC COM | 27,491 | $1.929M | 0.0% | $58.43 | +6.2% | COMMON | 872590104 |
| — | RESOLUTE FOREST PRODUCTS INC COM USD.001 | 148,081 | $1.898M | 0.0% | $12.82 | — | COMMON | 76117W109 |
| CVI | CVR ENERGY INC COM USD.01 | 46,159 | $1.845M | 0.0% | $15.36 | +35.7% | COMMON | 12662P108 |
| KEYS | KEYSIGHT TECHNOLOGIES INC COM USD.01 | 27,863 | $1.845M | 0.0% | $60.65 | +2.3% | COMMON | 49338L103 |
| NMR | NOMURA HOLDINGS INC SPONSORED ADR | 385,303 | $1.842M | 0.0% | $5.20 | — | COMMON | 65535H208 |
| — | CABOT MICROELECTRONICS CORP COM USD.001 | 17,899 | $1.832M | 0.0% | $71.99 | — | COMMON | 12709P103 |
| SCL | STEPAN CO COM USD1 | 20,660 | $1.798M | 0.0% | $84.65 | +1.7% | COMMON | 858586100 |
| — | WOORI BANK ADR | 39,619 | $1.796M | 0.0% | $45.26 | — | COMMON | 98105T104 |
| EBF | ENNIS INC COM USD2.5 | 87,644 | $1.792M | 0.0% | $12.22 | +7.6% | COMMON | 293389102 |
| FFIV | F5 NETWORKS INC COM NPV | 9,013 | $1.788M | 0.0% | $172.16 | +6.3% | COMMON | 315616102 |
| — | JUST ENERGY GROUP INC COM | 581,948 | $1.788M | 0.0% | $5.65 | — | COMMON | 48213W101 |
| — | HARRIS CORP COM USD1 | 10,352 | $1.752M | 0.0% | $135.59 | — | COMMON | 413875105 |
| — | HMS HOLDINGS CORP COM USD.01 | 52,602 | $1.713M | 0.0% | $32.57 | — | COMMON | 40425J101 |
| — | TRANSGLOBE ENERGY CORP COM NPV | 511,880 | $1.692M | 0.0% | $3.31 | — | COMMON | 893662106 |
| VRSN | VERISIGN INC COM USD.01 | 10,551 | $1.688M | 0.0% | $99.82 | +52.2% | COMMON | 92343E102 |
| ODFL | OLD DOMINION FREIGHT COM USD.1 | 10,063 | $1.621M | 0.0% | $44.88 | +9.1% | COMMON | 679580100 |
| HLI | HOULIHAN LOKEY INC CL A COM USD.001 | 35,780 | $1.595M | 0.0% | $34.54 | +20.6% | COMMON | 441593100 |
| PGR | PROGRESSIVE CORP-OHIO COM USD1 | 21,885 | $1.555M | 0.0% | $31.32 | +62.0% | COMMON | 743315103 |
| — | ALLERGAN PLC COM USD.0033 | 8,101 | $1.543M | 0.0% | $166.74 | — | COMMON | G0177J108 |
| FNF | FIDELITY NATL FINL FNF GROUP COM USD.0001 | 39,091 | $1.538M | 0.0% | $27.15 | +2.2% | COMMON | 31620R303 |
| UHS | UNIVERSAL HEALTH SVCS INC CL B COM USD.01 | 11,908 | $1.522M | 0.0% | $118.69 | +0.0% | COMMON | 913903100 |
| MTRN | MATERION CORP COM USD1 | 25,036 | $1.504M | 0.0% | $46.38 | +29.7% | COMMON | 576690101 |
| SBUX | STARBUCKS CORP COM NPV | 26,297 | $1.495M | 0.0% | $45.07 | 0.0% | COMMON | 855244109 |
| — | FORTUNA SILVER MINES INC COM NPV | 345,033 | $1.491M | 0.0% | $5.65 | — | COMMON | 349915108 |
| MT | ARCELORMITTAL CL A ADR | 47,991 | $1.481M | 0.0% | $30.93 | — | COMMON | 03938L203 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC COM USD.01 | 25,667 | $1.457M | 0.0% | $50.23 | +10.5% | COMMON | 78467J100 |
| — | PERFICIENT INC COM USD.001 | 54,917 | $1.452M | 0.0% | $26.33 | — | COMMON | 71375U101 |
| WLK | WESTLAKE CHEMICAL CORP COM USD.01 | 17,443 | $1.446M | 0.0% | $91.05 | -4.6% | COMMON | 960413102 |
| — | LITHIUM AMERICAS CORP COM NPV | 304,503 | $1.444M | 0.0% | $5.41 | — | COMMON | 53680Q207 |
| WERN | WERNER ENTERPRISES INC COM USD.01 | 41,113 | $1.442M | 0.0% | $35.60 | +4.1% | COMMON | 950755108 |
| — | RITCHIE BROS AUCTIONEERS INC COM NPV | 39,860 | $1.424M | 0.0% | $35.73 | — | COMMON | 767744105 |
| AAPL | APPLE INC COM NPV | 6,334 | $1.418M | 0.0% | $35.20 | +40.0% | COMMON | 037833100 |
| 1741046D | STERIS PLC COM NPV | 12,247 | $1.4M | 0.0% | $110.93 | — | COMMON | G84720104 |
| BLDP | BALLARD POWER SYSTEMS INC COM NPV | 327,480 | $1.39M | 0.0% | $4.89 | -32.3% | COMMON | 058586108 |
| NVR | NVR INC COM USD.01 | 563 | $1.39M | 0.0% | $2828.25 | -2.4% | COMMON | 62944T105 |
| — | THOMSON-REUTERS CORP COM NPV | 30,370 | $1.386M | 0.0% | $44.91 | — | COMMON | 884903105 |
| — | SANDERSON FARMS INC COM USD1 | 13,129 | $1.352M | 0.0% | $131.97 | — | COMMON | 800013104 |
| CROX | CROCS INC COM USD.001 | 63,840 | $1.349M | 0.0% | $12.57 | +52.8% | COMMON | 227046109 |
| OXM | OXFORD INDUSTRIES INC COM USD1 | 14,796 | $1.324M | 0.0% | $77.26 | +17.7% | COMMON | 691497309 |
| — | BANCO SANTANDER MEXICO -ADR ADR | 167,403 | $1.299M | 0.0% | $6.81 | — | COMMON | 05969B103 |
| — | QURATE RETAIL INC INT COM SER A | 58,438 | $1.296M | 0.0% | $21.12 | — | COMMON | 74915M100 |
| ETSY | ETSY INC COM USD.001 | 25,050 | $1.277M | 0.0% | $28.85 | +59.6% | COMMON | 29786A106 |
| MMI | MARCUS & MILLICHAP INC COM USD.0001 | 36,950 | $1.272M | 0.0% | $34.75 | +1.0% | COMMON | 566324109 |
| EBS | EMERGENT BIOSOLUTIONS INC COM USD.01 | 18,999 | $1.24M | 0.0% | $48.01 | +21.5% | COMMON | 29089Q105 |
| — | PGT INNOVATIONS INC COM USD | 56,920 | $1.221M | 0.0% | $20.75 | — | COMMON | 69336V101 |
| CW | CURTISS-WRIGHT CORP COM USD1 | 8,746 | $1.193M | 0.0% | $125.86 | +0.7% | COMMON | 231561101 |
| WTI | W&T OFFSHORE INC COM USD.00001 | 123,736 | $1.188M | 0.0% | $3.98 | +82.0% | COMMON | 92922P106 |
| — | QAD INC CL A COM NPV | 21,138 | $1.187M | 0.0% | $38.94 | — | COMMON | 74727D306 |
| BEN | FRANKLIN RESOURCES INC COM USD.1 | 38,945 | $1.184M | 0.0% | $23.43 | -2.7% | COMMON | 354613101 |
| BCPC | BALCHEM CORP -CL B CL B COM USD.06 | 10,368 | $1.154M | 0.0% | $96.34 | +4.5% | COMMON | 057665200 |
| MCS | MARCUS CORP COM USD1 | 26,686 | $1.113M | 0.0% | $37.96 | 0.0% | COMMON | 566330106 |
| NPK | NATIONAL PRESTO INDS INC COM USD1 | 8,633 | $1.111M | 0.0% | $117.84 | +7.7% | COMMON | 637215104 |
| MKSI | MKS INSTRUMENTS INC COM NPV | 13,860 | $1.108M | 0.0% | $96.55 | -10.8% | COMMON | 55306N104 |
| ZTS | ZOETIS INC CL A COM USD.01 | 12,075 | $1.106M | 0.0% | $83.63 | +0.0% | COMMON | 98978V103 |
| — | TAILORED BRANDS INC COM USD.01 | 43,541 | $1.089M | 0.0% | $25.24 | — | COMMON | 87403A107 |
| TTMI | TTM TECHNOLOGIES INC COM NPV | 67,876 | $1.078M | 0.0% | $15.99 | +11.9% | COMMON | 87305R109 |
| — | PROVIDENCE SERVICE CORP CL A COM USD.001 | 16,094 | $1.074M | 0.0% | $60.77 | — | COMMON | 743815102 |
| — | WADDELL&REED FINL INC -CL A CL A | 50,552 | $1.071M | 0.0% | $18.92 | — | COMMON | 930059100 |
| NTB | BANK OF NT BUTTERFIELD & SON COM BMD0.01 | 20,782 | $1.069M | 0.0% | $31.43 | +12.5% | COMMON | G0772R208 |
| AIG | AMERICAN INTERNATIONAL GROUP COM USD.01 | 19,986 | $1.064M | 0.0% | $44.24 | -0.1% | COMMON | 026874784 |
| V | VISA INC CL A COM USD.0001 | 7,068 | $1.061M | 0.0% | $130.83 | +3.3% | COMMON | 92826C839 |
| VSH | VISHAY INTERTECHNOLOGY INC COM USD.1 | 51,614 | $1.049M | 0.0% | $18.41 | +10.1% | COMMON | 928298108 |
| — | ENDO INTERNATIONAL PLC COM USD.01 | 62,649 | $1.046M | 0.0% | $16.70 | — | COMMON | G30401106 |
| — | LUMINEX CORP COM USD.001 | 34,750 | $1.046M | 0.0% | $29.77 | — | COMMON | 55027E102 |
| PTC | PTC INC COM USD.01 | 9,886 | $1.044M | 0.0% | $95.78 | +2.0% | COMMON | 69370C100 |
| — | K12 INC COM USD.0001 | 57,757 | $1.022M | 0.0% | $17.69 | — | COMMON | 48273U102 |
| MAN | MANPOWERGROUP COM NPV | 11,736 | $1.008M | 0.0% | $113.72 | -21.7% | COMMON | 56418H100 |
| LLY | LILLY (ELI) & CO COM USD.625 | 9,291 | $997K | 0.0% | $90.28 | 0.0% | COMMON | 532457108 |
| — | CONSOL ENERGY INC COM | 24,167 | $986K | 0.0% | $38.64 | — | COMMON | 20854L108 |
| QNST | QUINSTREET INC COM USD.001 | 73,120 | $985K | 0.0% | $9.34 | +51.6% | COMMON | 74874Q100 |
| CATO | CATO CORP -CL A CL A COM USD.333 | 46,857 | $978K | 0.0% | $14.45 | +5.5% | COMMON | 149205106 |
| — | ZAGG INC COM USD.001 | 66,381 | $976K | 0.0% | $17.71 | — | COMMON | 98884U108 |
| IWD | ISHARES TR RUS 1000 VAL ETF | 7,644 | $968K | 0.0% | $125.11 | — | COMMON | 464287598 |
| RUSHA | RUSH ENTERPRISES INC CL A COM USD.01 | 24,737 | $965K | 0.0% | $20.12 | -5.2% | COMMON | 781846209 |
| HELE | HELEN OF TROY LTD COM USD.1 | 6,906 | $897K | 0.0% | $117.80 | 0.0% | COMMON | G4388N106 |
| RGA | REINSURANCE GROUP AMER INC COM USD.01 | 6,151 | $888K | 0.0% | $144.85 | -2.4% | COMMON | 759351604 |
| VPG | VISHAY PRECISION GROUP INC COM USD.01 | 23,647 | $878K | 0.0% | $34.61 | +17.6% | COMMON | 92835K103 |
| CHTR | CHARTER COMMUNICATIONS INC CL A NEW | 2,688 | $876K | 0.0% | $305.24 | 0.0% | COMMON | 16119P108 |
| INGN | INOGEN INC COM USD.001 | 3,598 | $872K | 0.0% | $98.17 | +135.6% | COMMON | 45780L104 |
| EHC | ENCOMPASS HEALTH CORP COM USD.01 | 11,188 | $866K | 0.0% | $45.48 | +21.5% | COMMON | 29261A100 |
| — | ENVESTNET INC COM USD.01 | 14,161 | $856K | 0.0% | $50.76 | — | COMMON | 29404K106 |
| CHDN | CHURCHILL DOWNS INC COM NPV | 3,085 | $851K | 0.0% | $35.97 | +27.8% | COMMON | 171484108 |
| CRMT | AMERICA'S CAR-MART INC COM USD.01 | 10,880 | $845K | 0.0% | $70.26 | +3.3% | COMMON | 03062T105 |
| EMN | EASTMAN CHEMICAL CO COM USD.01 | 8,812 | $843K | 0.0% | $78.36 | -2.6% | COMMON | 277432100 |
| PAMT | P.A.M. TRANSPORTATION SVCS COM USD.01 | 12,979 | $842K | 0.0% | $8.42 | +66.5% | COMMON | 693149106 |
| — | NEXTGEN HEALTHCARE INC COM USD.01 | 42,025 | $837K | 0.0% | $19.92 | — | COMMON | 65343C102 |
| — | PARK ELECTROCHEMICAL CORP COM USD.1 | 42,806 | $828K | 0.0% | $22.36 | — | COMMON | 700416209 |
| AMAT | APPLIED MATERIALS INC COM NPV | 21,291 | $821K | 0.0% | $29.18 | +39.5% | COMMON | 038222105 |
| MC | MOELIS & CO CL A COM USD.01 | 14,893 | $815K | 0.0% | $18.00 | +93.3% | COMMON | 60786M105 |
| ANF | ABERCROMBIE & FITCH -CL A CL A COM USD.01 | 38,637 | $814K | 0.0% | $23.44 | -4.3% | COMMON | 002896207 |
| — | ANSYS INC COM USD.01 | 4,358 | $812K | 0.0% | $122.39 | — | COMMON | 03662Q105 |
| EPM | EVOLUTION PETROLEUM CORP COM USD.01 | 73,981 | $811K | 0.0% | $6.18 | +2.6% | COMMON | 30049A107 |
| TPB | TURNING POINT BRANDS INC COM USD.01 | 19,436 | $806K | 0.0% | $23.44 | +49.9% | COMMON | 90041L105 |
| LUV | SOUTHWEST AIRLINES COM USD1 | 12,863 | $803K | 0.0% | $54.31 | -2.0% | COMMON | 844741108 |
| AEO | AMERN EAGLE OUTFITTERS INC COM NPV | 32,411 | $799K | 0.0% | $19.56 | +6.6% | COMMON | 02553E106 |
| GNRC | GENERAC HOLDINGS INC COM USD0.01 | 14,171 | $793K | 0.0% | $49.67 | +10.3% | COMMON | 368736104 |
| IDCC | INTERDIGITAL INC COM USD.01 | 9,872 | $790K | 0.0% | $77.91 | +5.2% | COMMON | 45867G101 |
| ALNT | ALLIED MOTION TECHNOLOGIES COM NPV | 14,431 | $780K | 0.0% | $24.99 | +26.6% | COMMON | 019330109 |
| — | WESTPORT FUEL SYSTEMS INC COM NPV | 263,596 | $776K | 0.0% | $3.77 | — | COMMON | 960908309 |
| — | USA TRUCK INC COM USD.01 | 38,455 | $775K | 0.0% | $21.40 | — | COMMON | 902925106 |
| CWST | CASELLA WASTE SYS INC -CL A CL A COM USD.01 | 25,057 | $772K | 0.0% | $17.64 | +61.3% | COMMON | 147448104 |
| ULH | UNIVERSAL LOGISTICS HLDGS COM | 20,994 | $770K | 0.0% | $25.89 | +28.3% | COMMON | 91388P105 |
| LULU | LULULEMON ATHLETICA INC COM USD.01 | 4,728 | $768K | 0.0% | $136.59 | +0.4% | COMMON | 550021109 |
| PLCE | CHILDRENS PLACE INC COM USD.1 | 5,961 | $759K | 0.0% | $111.69 | +14.4% | COMMON | 168905107 |
| AXON | AXON ENTERPRISE INC COM USD.00001 | 11,127 | $756K | 0.0% | $61.04 | +10.5% | COMMON | 05464C101 |
| VRA | VERA BRADLEY INC COM NPV | 48,768 | $744K | 0.0% | $13.47 | +8.4% | COMMON | 92335C106 |
| MUFG | MITSUBISHI UFJ FINANCIAL GRP ADR | 120,119 | $744K | 0.0% | $6.28 | — | COMMON | 606822104 |
| TSN | TYSON FOODS INC -CL A CL A COM USD.1 | 12,348 | $735K | 0.0% | $51.35 | -1.0% | COMMON | 902494103 |
| — | FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 41,761 | $731K | 0.0% | $18.90 | — | COMMON | N31738102 |
| TILE | INTERFACE INC COM USD.01 | 31,098 | $721K | 0.0% | $24.22 | -4.2% | COMMON | 458665304 |
| — | INTELSAT SA COM USD.01 | 24,090 | $716K | 0.0% | $16.54 | — | COMMON | L5140P101 |
| VEEV | VEEVA SYSTEMS INC CL A COM USD.00001 | 6,557 | $713K | 0.0% | $71.66 | +26.6% | COMMON | 922475108 |
| — | TABULA RASA HEALTHCARE INC COM USD.0001 | 8,839 | $712K | 0.0% | $28.09 | — | COMMON | 873379101 |
| TXT | TEXTRON INC COM USD.125 | 9,947 | $711K | 0.0% | $64.01 | +5.5% | COMMON | 883203101 |
| — | BG STAFFING INC COM | 26,199 | $709K | 0.0% | $21.33 | — | COMMON | 05544A109 |
| HTH | HILLTOP HOLDINGS INC COM USD.01 | 35,080 | $708K | 0.0% | $22.73 | -6.9% | COMMON | 432748101 |
| — | NV5 GLOBAL INC COM USD.01 | 8,222 | $707K | 0.0% | $85.99 | — | COMMON | 62945V109 |
| FIX | COMFORT SYSTEMS USA INC COM USD.01 | 12,611 | $706K | 0.0% | $51.29 | 0.0% | COMMON | 199908104 |
| INVA | INNOVIVA INC COM USD.01 | 46,204 | $704K | 0.0% | $14.64 | -1.7% | COMMON | 45781M101 |
| AMKR | AMKOR TECHNOLOGY INC COM USD.001 | 95,116 | $701K | 0.0% | $9.38 | -15.6% | COMMON | 031652100 |
| UVV | UNIVERSAL CORP/VA COM NPV | 10,723 | $697K | 0.0% | $60.42 | +5.5% | COMMON | 913456109 |
| — | US ECOLOGY INC COM NPV | 9,525 | $697K | 0.0% | $73.18 | — | COMMON | 91732J102 |
| NTAP | NETAPP INC COM NPV | 8,114 | $697K | 0.0% | $30.88 | +118.7% | COMMON | 64110D104 |
| ALG | ALAMO GROUP INC COM USD.1 | 7,666 | $696K | 0.0% | $96.57 | -6.3% | COMMON | 011311107 |
| — | CAMBIUM LEARNING GROUP INC COM USD.001 | 58,727 | $695K | 0.0% | $8.63 | — | COMMON | 13201A107 |
| EFSC | ENTERPRISE FINL SERVICES CP COM USD.01 | 13,203 | $694K | 0.0% | $47.40 | +1.3% | COMMON | 293712105 |
| — | CHINA MOBILE LTD SPON ADR | 14,077 | $689K | 0.0% | $48.95 | — | COMMON | 16941M109 |
| JEF | JEFFERIES FINANCIAL GRP INC COM USD1 | 31,344 | $688K | 0.0% | $16.63 | -0.0% | COMMON | 47233W109 |
| USPH | U S PHYSICAL THERAPY INC COM USD.01 | 5,837 | $687K | 0.0% | $93.85 | +20.4% | COMMON | 90337L108 |
| WLY | WILEY (JOHN) & SONS -CL A CL A COM USD1 | 11,297 | $680K | 0.0% | $50.79 | -4.1% | COMMON | 968223206 |
| ABBNY | ABB LTD SPONSORED ADR | 28,751 | $679K | 0.0% | $19.77 | — | COMMON | 000375204 |
| BIGGQ | BIG LOTS INC COM USD.01 | 16,162 | $671K | 0.0% | $40.74 | -11.7% | COMMON | 089302103 |
| CRUS | CIRRUS LOGIC INC COM NPV | 17,340 | $669K | 0.0% | $44.98 | -7.7% | COMMON | 172755100 |
| NVO | NOVO NORDISK A/S ADR | 14,142 | $667K | 0.0% | $48.25 | — | COMMON | 670100205 |
| BXC | BLUELINX HOLDINGS INC COM USD.01 | 21,299 | $667K | 0.0% | $11.22 | +221.0% | COMMON | 09624H208 |
| SONY | SONY CORP ADR | 10,990 | $667K | 0.0% | $40.65 | — | COMMON | 835699307 |
| DDS | DILLARDS INC -CL A CL A COM NPV | 8,663 | $661K | 0.0% | $51.15 | +19.7% | COMMON | 254067101 |
| TTEK | TETRA TECH INC COM USD.01 | 9,448 | $641K | 0.0% | $13.24 | 0.0% | COMMON | 88162G103 |
| ITGR | INTEGER HOLDINGS CORP COM USD.001 | 7,744 | $637K | 0.0% | $52.88 | +41.7% | COMMON | 45826H109 |
| UIS | UNISYS CORP COM USD.01 | 31,269 | $635K | 0.0% | $16.45 | 0.0% | COMMON | 909214306 |
| IQV | IQVIA HOLDINGS INC COM USD.01 | 4,863 | $631K | 0.0% | $106.90 | +12.3% | COMMON | 46266C105 |
| MMM | 3M CO COM NPV | 2,977 | $627K | 0.0% | $146.27 | -9.6% | COMMON | 88579Y101 |
| NGVC | NATURAL GROCERS VITAMIN CTGE COM USD.001 | 37,093 | $627K | 0.0% | $9.40 | +26.2% | COMMON | 63888U108 |
| WMK | WEIS MARKETS INC COM NPV | 14,157 | $613K | 0.0% | $40.12 | +2.5% | COMMON | 948849104 |
| — | PETROCHINA CO LTD SPONSORED ADR | 7,458 | $607K | 0.0% | $65.61 | — | COMMON | 71646E100 |
| MA | MASTERCARD INC CL A COM USD.0001 | 2,722 | $606K | 0.0% | $160.92 | +24.5% | COMMON | 57636Q104 |
| RJF | RAYMOND JAMES FINANCIAL CORP COM USD.01 | 6,578 | $606K | 0.0% | $46.70 | +17.6% | COMMON | 754730109 |
| CYD | CHINA YUCHAI INTERNATIONAL COM USD.1 | 35,083 | $606K | 0.0% | $9.55 | +44.4% | COMMON | G21082105 |
| NNI | NELNET INC CL A COM USD.01 | 10,295 | $589K | 0.0% | $54.92 | +6.6% | COMMON | 64031N108 |
| BURL | BURLINGTON STORES INC COM USD0.0001 | 3,635 | $589K | 0.0% | $142.33 | +12.1% | COMMON | 122017106 |
| TECH | BIO-TECHNE CORP COM USD.01 | 2,896 | $588K | 0.0% | $41.48 | +3.1% | COMMON | 09073M104 |
| HLNE | HAMILTON LANE INC CL A COM USD.001 | 13,397 | $588K | 0.0% | $42.63 | +12.9% | COMMON | 407497106 |
| — | ION GEOPHYSICAL CORP COM USD.01 | 37,669 | $583K | 0.0% | $22.65 | — | COMMON | 462044207 |
| — | PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | 27,957 | $580K | 0.0% | $22.66 | — | COMMON | 70932B101 |
| DEO | DIAGEO PLC SPON ADR | 4,095 | $580K | 0.0% | $140.08 | — | COMMON | 25243Q205 |
| FOXF | FOX FACTORY HOLDING CP COM USD.001 | 8,282 | $575K | 0.0% | $26.23 | +133.5% | COMMON | 35138V102 |
| AMN | AMN HEALTHCARE SERVICES INC COM USD.01 | 10,535 | $572K | 0.0% | $52.67 | +8.7% | COMMON | 001744101 |
| IRMD | IRADIMED CORP COM USD.0001 | 15,203 | $565K | 0.0% | $15.93 | +54.9% | COMMON | 46266A109 |
| EGY | VAALCO ENERGY INC COM USD.1 | 204,534 | $558K | 0.0% | $1.77 | +21.7% | COMMON | 91851C201 |
| NVRI | HARSCO CORP COM USD1.25 | 19,531 | $554K | 0.0% | $19.26 | +34.4% | COMMON | 415864107 |
| — | PATTERSON COMPANIES INC COM USD.01 | 22,588 | $552K | 0.0% | $24.26 | — | COMMON | 703395103 |
| JKHY | HENRY (JACK) & ASSOCIATES COM USD.01 | 3,450 | $549K | 0.0% | $93.12 | +44.5% | COMMON | 426281101 |
| — | NATIONAL GENERAL HOLDINGS CP COM | 20,564 | $547K | 0.0% | $26.15 | — | COMMON | 636220303 |
| HCC | WARRIOR MET COAL INC COM USD0.01 | 20,292 | $546K | 0.0% | $24.09 | +6.1% | COMMON | 93627C101 |
| — | NEW YORK & CO INC COM USD.01 | 141,427 | $546K | 0.0% | $4.27 | — | COMMON | 649295102 |
| — | AARON'S INC COM USD.5 | 9,982 | $544K | 0.0% | $42.21 | — | COMMON | 002535300 |
| GGG | GRACO INC COM USD1 | 11,700 | $539K | 0.0% | $36.17 | +17.3% | COMMON | 384109104 |
| TG | TREDEGAR CORP COM NPV | 24,803 | $537K | 0.0% | $12.93 | +4.9% | COMMON | 894650100 |
| PHG | KONINKLIJKE PHILIPS NV NY SHS ADR | 11,676 | $531K | 0.0% | $33.24 | — | COMMON | 500472303 |
| NKE | NIKE INC CL B COM NPV | 6,204 | $526K | 0.0% | $72.98 | 0.0% | COMMON | 654106103 |
| JLL | JONES LANG LASALLE INC COM USD.01 | 3,652 | $524K | 0.0% | $153.66 | +1.4% | COMMON | 48020Q107 |
| DLX | DELUXE CORP COM USD1 | 9,021 | $514K | 0.0% | $46.25 | -8.7% | COMMON | 248019101 |
| MFG | MIZUHO FINANCIAL GROUP INC ADR | 146,766 | $514K | 0.0% | $3.53 | — | COMMON | 60687Y109 |
| NHC | NATIONAL HEALTHCARE CORP COM USD.01 | 6,795 | $512K | 0.0% | $64.06 | +14.9% | COMMON | 635906100 |
| — | TOWN SPORTS INTL HOLDINGS COM USD.001 | 59,227 | $512K | 0.0% | $5.68 | — | COMMON | 89214A102 |
| WGO | WINNEBAGO INDUSTRIES COM USD.5 | 15,411 | $507K | 0.0% | $42.31 | -8.8% | COMMON | 974637100 |
| — | GENERAL FINANCE CORP/DE COM | 31,720 | $506K | 0.0% | $12.49 | — | COMMON | 369822101 |
| CNO | CNO FINANCIAL GROUP INC COM NEW | 23,834 | $503K | 0.0% | $19.53 | -9.5% | COMMON | 12621E103 |
| — | AU OPTRONICS CORP SPONSORED ADR | 119,389 | $503K | 0.0% | $4.24 | — | COMMON | 002255107 |
| CNNE | CANNAE HOLDINGS INC COM | 23,877 | $500K | 0.0% | $17.25 | +7.9% | COMMON | 13765N107 |
| MGPI | MGP INGREDIENTS INC COM NPV | 6,347 | $497K | 0.0% | $74.89 | +8.6% | COMMON | 55303J106 |
| — | CHINA TELECOM CORP LTD SPON ADR H SHS | 10,031 | $496K | 0.0% | $46.44 | — | COMMON | 169426103 |
| — | INTRICON CORP COM USD1 | 8,785 | $494K | 0.0% | $21.98 | — | COMMON | 46121H109 |
| TBI | TRUEBLUE INC COM NPV | 18,770 | $489K | 0.0% | $25.86 | +7.3% | COMMON | 89785X101 |
| — | APPTIO INC CL A COM USD.0001 | 13,345 | $489K | 0.0% | $30.70 | — | COMMON | 03835C108 |
| INFY | INFOSYS LTD SPN ADR 1/4 SH | 46,770 | $476K | 0.0% | $14.21 | — | COMMON | 456788108 |
| USNA | USANA HEALTH SCIENCES INC COM NPV | 3,885 | $466K | 0.0% | $99.08 | +25.3% | COMMON | 90328M107 |
| MYE | MYERS INDUSTRIES INC COM NPV | 19,440 | $448K | 0.0% | $16.25 | +4.4% | COMMON | 628464109 |
| OFIX | ORTHOFIX MEDICAL INC COM USD.1 | 7,805 | $447K | 0.0% | $56.04 | 0.0% | COMMON | 68752M108 |
| BSBR | BANCO SANTANDER BRASIL -ADR ADR | 50,725 | $447K | 0.0% | $8.96 | — | COMMON | 05967A107 |
| FIS | FIDELITY NATIONAL INFO SVCS COM | 4,068 | $444K | 0.0% | $78.20 | +20.1% | COMMON | 31620M106 |
| KFY | KORN/FERRY INTERNATIONAL COM NPV | 9,062 | $443K | 0.0% | $42.55 | +29.8% | COMMON | 500643200 |
| RCKY | ROCKY BRANDS INC COM NPV | 15,599 | $441K | 0.0% | $13.41 | +117.6% | COMMON | 774515100 |
| — | CONTAINER STORE GROUP COM USD.01 | 39,606 | $440K | 0.0% | $10.37 | — | COMMON | 210751103 |
| — | IAC/INTERACTIVECORP COM USD1 | 2,037 | $439K | 0.0% | $120.53 | — | COMMON | 44919P508 |
| HOPE | HOPE BANCORP INC COM USD3 | 27,074 | $438K | 0.0% | $17.31 | 0.0% | COMMON | 43940T109 |
| RFIL | R F INDUSTRIES LTD COM USD.01 | 61,587 | $437K | 0.0% | $7.85 | +17.7% | COMMON | 749552105 |
| SQM | SOC QUIMICA Y MINERA DE CHI SPON ADR SER B | 9,470 | $433K | 0.0% | $46.87 | — | COMMON | 833635105 |
| — | ACXIOM HOLDINGS INC COM USD.1 | 8,780 | $431K | 0.0% | $34.19 | — | COMMON | 005125109 |
| MORN | MORNINGSTAR INC COM | 3,412 | $428K | 0.0% | $126.36 | +6.7% | COMMON | 617700109 |
| BMO | BANK OF MONTREAL COM NPV | 5,145 | $424K | 0.0% | $58.10 | +1.6% | COMMON | 063671101 |
| UNFI | UNITED NATURAL FOODS INC COM USD.01 | 13,978 | $419K | 0.0% | $42.22 | -14.3% | COMMON | 911163103 |
| CTS | CTS CORP COM NPV | 12,227 | $416K | 0.0% | $32.11 | +8.6% | COMMON | 126501105 |
| — | SCHNITZER STEEL INDS -CL A CL A COM USD.01 | 15,305 | $414K | 0.0% | $28.35 | — | COMMON | 806882106 |
| SCVL | SHOE CARNIVAL INC COM USD.1 | 10,745 | $414K | 0.0% | $17.77 | 0.0% | COMMON | 824889109 |
| JOUT | JOHNSON OUTDOORS INC -CL A CL A COM USD.05 | 4,451 | $412K | 0.0% | $46.49 | +100.6% | COMMON | 479167108 |
| LPX | LOUISIANA-PACIFIC CORP COM USD1 | 15,410 | $407K | 0.0% | $25.16 | +13.2% | COMMON | 546347105 |
| — | VITAMIN SHOPPE INC COM USD.001 | 40,614 | $403K | 0.0% | $9.92 | — | COMMON | 92849E101 |
| — | LEE ENTERPRISES INC COM USD2 | 152,231 | $403K | 0.0% | $2.63 | — | COMMON | 523768109 |
| CAL | CALERES INC COM USD3.75 | 11,170 | $401K | 0.0% | $31.02 | +2.9% | COMMON | 129500104 |
| — | AMEDISYS INC COM USD.001 | 3,235 | $401K | 0.0% | $59.73 | — | COMMON | 023436108 |
| — | DENNYS CORP COM USD.1 | 27,385 | $400K | 0.0% | $15.73 | — | COMMON | 24869P104 |
| REX | REX AMERICAN RESOURCES CORP COM USD.01 | 5,280 | $399K | 0.0% | $10.76 | +18.4% | COMMON | 761624105 |
| PLPC | PREFORMED LINE PRODUCTS CO CAP USD2 | 5,659 | $397K | 0.0% | $69.24 | +19.0% | COMMON | 740444104 |
| WING | WINGSTOP INC COM USD.01 | 5,812 | $393K | 0.0% | $45.92 | +30.9% | COMMON | 974155103 |
| IBN | ICICI BANK LTD SPONSORED ADR | 46,003 | $391K | 0.0% | $8.37 | — | COMMON | 45104G104 |
| NSSC | NAPCO SECURITY TECH INC COM USD.01 | 25,693 | $384K | 0.0% | $7.01 | +6.4% | COMMON | 630402105 |
| SXC | SUNCOKE ENERGY INC COM USD.01 | 32,809 | $381K | 0.0% | $12.26 | -3.0% | COMMON | 86722A103 |
| — | MONOTYPE IMAGING HOLDINGS COM USD.01 | 18,965 | $380K | 0.0% | $22.96 | — | COMMON | 61022P100 |
| XYL | XYLEM INC COM USD.01 | 4,730 | $378K | 0.0% | $67.29 | +1.5% | COMMON | 98419M100 |
| HEI | HEICO CORP COM USD.166 | 4,089 | $377K | 0.0% | $53.34 | +54.1% | COMMON | 422806109 |
| NGVT | INGEVITY CORP COM USD.01 | 3,734 | $377K | 0.0% | $72.20 | +33.7% | COMMON | 45688C107 |
| — | PROFIRE ENERGY INC COM USD.001 | 118,069 | $376K | 0.0% | $2.78 | — | COMMON | 74316X101 |
| — | HAWAIIAN HOLDINGS INC COM USD.01 | 9,378 | $376K | 0.0% | $39.73 | — | COMMON | 419879101 |
| QLYS | QUALYS INC COM USD0.001 | 4,220 | $372K | 0.0% | $56.22 | +59.9% | COMMON | 74758T303 |
| LFVN | LIFEVANTAGE CORP COM USD0.001 | 33,822 | $372K | 0.0% | $10.66 | 0.0% | COMMON | 53222K205 |
| — | WEIGHT WATCHERS INTL INC COM NVP | 5,185 | $370K | 0.0% | $34.45 | — | COMMON | 948626106 |
| — | SPX FLOW INC COM USD.01 | 7,158 | $369K | 0.0% | $49.26 | — | COMMON | 78469X107 |
| FF | FUTUREFUEL CORP COM USD.0001 | 19,830 | $368K | 0.0% | $5.11 | +1.3% | COMMON | 36116M106 |
| EC | ECOPETROL SA SPON ADS NPV | 13,646 | $367K | 0.0% | $19.72 | — | COMMON | 279158109 |
| BLKB | BLACKBAUD INC COM | 3,644 | $367K | 0.0% | $84.67 | +22.1% | COMMON | 09227Q100 |
| TUSK | MAMMOTH ENERGY SERVICES INC COM USD0.01 | 12,604 | $367K | 0.0% | $32.95 | 0.0% | COMMON | 56155L108 |
| QUAD | QUAD/GRAPHICS INC CL A COM USD.025 | 17,708 | $366K | 0.0% | $23.12 | -6.7% | COMMON | 747301109 |
| — | SYKES ENTERPRISES INC COM USD.01 | 11,943 | $364K | 0.0% | $30.48 | — | COMMON | 871237103 |
| — | MATCH GROUP INC COM USD.001 | 6,327 | $363K | 0.0% | $31.29 | — | COMMON | 57665R106 |
| EXLS | EXLSERVICE HOLDINGS INC COM USD.001 | 5,539 | $363K | 0.0% | $11.94 | +3.7% | COMMON | 302081104 |
| SLP | SIMULATIONS PLUS INC COM USD.001 | 18,037 | $362K | 0.0% | $16.99 | +10.7% | COMMON | 829214105 |
| — | FLIR SYSTEMS INC COM USD.01 | 5,826 | $356K | 0.0% | $56.49 | — | COMMON | 302445101 |
| ENS | ENERSYS COM USD.01 | 4,067 | $354K | 0.0% | $74.14 | +0.9% | COMMON | 29275Y102 |
| — | CALAMP CORP COM NPV | 14,831 | $352K | 0.0% | $21.44 | — | COMMON | 128126109 |
| — | SVB FINANCIAL GROUP COM NPV | 1,136 | $351K | 0.0% | $288.79 | — | COMMON | 78486Q101 |
| — | RED HAT INC COM USD.0001 | 2,577 | $351K | 0.0% | $139.63 | — | COMMON | 756577102 |
| — | GENOMIC HEALTH INC COM USD.0001 | 5,019 | $350K | 0.0% | $69.74 | — | COMMON | 37244C101 |
| WK | WORKIVA INC CL A COM USD.001 | 8,933 | $349K | 0.0% | $21.99 | +41.4% | COMMON | 98139A105 |
| BTU | PEABODY ENERGY CORP WHEN ISSUED | 9,665 | $344K | 0.0% | $35.47 | +6.0% | COMMON | 704551100 |
| RLI | RLI CORP COM USD1 | 4,393 | $342K | 0.0% | $29.36 | 0.0% | COMMON | 749607107 |
| MTN | VAIL RESORTS INC COM USD.01 | 1,253 | $342K | 0.0% | $287.87 | 0.0% | COMMON | 91879Q109 |
| NICE | NICE LTD SPON ADR | 2,969 | $340K | 0.0% | $107.08 | — | COMMON | 653656108 |
| AGM | FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG | 4,685 | $338K | 0.0% | $65.47 | 0.0% | COMMON | 313148306 |
| KALU | KAISER ALUMINUM CORP COM PAR $0.01 | 3,096 | $336K | 0.0% | $78.67 | +6.5% | COMMON | 483007704 |
| JBL | JABIL INC COM USD.001 | 12,510 | $336K | 0.0% | $27.42 | +0.0% | COMMON | 466313103 |
| CHKP | CHECK POINT SOFTWARE TECHN ORD NIS.01 | 2,835 | $334K | 0.0% | $105.94 | +7.2% | COMMON | M22465104 |
| CNA | CNA FINANCIAL CORP COM USD2.5 | 7,280 | $332K | 0.0% | $26.47 | +2.7% | COMMON | 126117100 |
| — | PRA HEALTH SCIENCES INC COM USD.01 | 3,031 | $331K | 0.0% | $75.48 | — | COMMON | 69354M108 |
| LVS | LAS VEGAS SANDS CORP COM USD.001 | 5,584 | $331K | 0.0% | $65.50 | -11.0% | COMMON | 517834107 |
| — | LIBERTY GLOBAL PLC SR C COM USD .01 | 11,610 | $327K | 0.0% | $26.63 | — | COMMON | G5480U120 |
| SEIC | SEI INVESTMENTS CO COM USD.01 | 5,334 | $324K | 0.0% | $64.69 | -13.1% | COMMON | 784117103 |
| EGRX | EAGLE PHARMACEUTICALS INC COM USD.001 | 4,676 | $324K | 0.0% | $58.87 | +28.8% | COMMON | 269796108 |
| — | STAMPS.COM INC COM USD.001 | 1,439 | $323K | 0.0% | $199.75 | — | COMMON | 852857200 |
| TRNS | TRANSCAT INC COM USD.5 | 14,031 | $321K | 0.0% | $22.72 | +0.2% | COMMON | 893529107 |
| ATKR | ATKORE INTL GROUP INC COM USD.01 | 12,111 | $319K | 0.0% | $24.09 | 0.0% | COMMON | 047649108 |
| — | PREMIER INC CL A COM USD0.01 | 6,883 | $314K | 0.0% | $45.62 | — | COMMON | 74051N102 |
| KBR | KBR INC COM USD.001 | 14,970 | $314K | 0.0% | $15.66 | +15.9% | COMMON | 48242W106 |
| WIT | WIPRO LTD SPON ADR | 60,294 | $314K | 0.0% | $5.16 | — | COMMON | 97651M109 |
| ENVA | ENOVA INTERNATIONAL INC COM USD0.00001 | 10,871 | $313K | 0.0% | $14.01 | +143.2% | COMMON | 29357K103 |
| GORO | GOLD RESOURCE CORP COM USD.001 | 61,257 | $310K | 0.0% | $5.74 | +0.7% | COMMON | 38068T105 |
| ALOT | ASTRONOVA INC COM USD.05 | 14,228 | $307K | 0.0% | $18.46 | +4.4% | COMMON | 04638F108 |
| VOD | VODAFONE GROUP PLC SPON ADR | 14,137 | $307K | 0.0% | $28.46 | — | COMMON | 92857W308 |
| LUNA | LUNA INNOVATIONS INC COM USD.001 | 92,719 | $299K | 0.0% | $2.70 | +31.4% | COMMON | 550351100 |
| — | CERECOR INC COM USD.001 | 63,733 | $298K | 0.0% | $4.31 | — | COMMON | 15671L109 |
| PBF | PBF ENERGY INC CL A COM USD0.001 | 5,978 | $297K | 0.0% | $30.91 | +53.7% | COMMON | 69318G106 |
| NTGR | NETGEAR INC COM USD.001 | 4,757 | $297K | 0.0% | $36.99 | +14.6% | COMMON | 64111Q104 |
| IIIN | INSTEEL INDUSTRIES COM USD2 | 8,293 | $295K | 0.0% | $27.13 | 0.0% | COMMON | 45774W108 |
| MBUU | MALIBU BOATS INC CL A COM USD.01 | 5,401 | $294K | 0.0% | $25.47 | +74.5% | COMMON | 56117J100 |
| PRIM | PRIMORIS SERVICES CORP COM USD.0001 | 11,838 | $294K | 0.0% | $25.98 | +0.9% | COMMON | 74164F103 |
| STC | STEWART INFORMATION SERVICES COM USD1 | 6,517 | $293K | 0.0% | $43.66 | +2.5% | COMMON | 860372101 |
| — | FIRST FINANCIAL NORTHWEST COM USD.01 | 17,710 | $293K | 0.0% | $17.21 | — | COMMON | 32022K102 |
| — | YY INC -ADR ADR | 3,891 | $292K | 0.0% | $104.65 | — | COMMON | 98426T106 |
| COLM | COLUMBIA SPORTSWEAR CO COM NPV | 3,134 | $290K | 0.0% | $78.97 | +5.0% | COMMON | 198516106 |
| WOR | WORTHINGTON INDUSTRIES COM NPV | 6,696 | $290K | 0.0% | $30.61 | -8.2% | COMMON | 981811102 |
| — | CERNER CORP COM USD.01 | 4,550 | $290K | 0.0% | $71.43 | — | COMMON | 156782104 |
| BLBD | BLUE BIRD CORP COM USD0.0001 | 11,780 | $288K | 0.0% | $20.82 | +10.4% | COMMON | 095306106 |
| OFLX | OMEGA FLEX INC COM USD.01 | 4,083 | $288K | 0.0% | $84.06 | 0.0% | COMMON | 682095104 |
| BOOT | BOOT BARN HOLDINGS INC COM USD.001 | 10,093 | $287K | 0.0% | $15.61 | +69.2% | COMMON | 099406100 |
| TBCH | TURTLE BEACH CORP COM USD.001 | 14,485 | $286K | 0.0% | $24.67 | 0.0% | COMMON | 900450206 |
| — | PYXUS INTERNATIONAL INC COM USD10 | 12,419 | $286K | 0.0% | $23.03 | — | COMMON | 74737V106 |
| KMPR | KEMPER CORP/DE COM USD.1 | 3,567 | $285K | 0.0% | $61.59 | +27.2% | COMMON | 488401100 |
| — | GAIN CAPITAL HOLDINGS INC COM USD.00001 | 43,033 | $280K | 0.0% | $7.44 | — | COMMON | 36268W100 |
| TSBK | TIMBERLAND BANCORP INC COM USD.01 | 8,942 | $278K | 0.0% | $22.20 | +24.4% | COMMON | 887098101 |
| — | POLYONE CORP COM USD.1 | 6,365 | $276K | 0.0% | $43.01 | — | COMMON | 73179P106 |
| SRI | STONERIDGE INC COM NPV | 9,361 | $276K | 0.0% | $30.38 | +4.4% | COMMON | 86183P102 |
| ROCK | GIBRALTAR INDUSTRIES INC COM USD.01 | 6,078 | $275K | 0.0% | $43.25 | 0.0% | COMMON | 374689107 |
| — | UNVL STAINLESS & ALLOY PRODS COM USD.01 | 10,757 | $274K | 0.0% | $25.65 | — | COMMON | 913837100 |
| AVNS | AVANOS MEDICAL INC COM USD.01 | 4,005 | $273K | 0.0% | $64.35 | 0.0% | COMMON | 05350V106 |
| TZOO | TRAVELZOO COM USD.01 | 22,977 | $272K | 0.0% | $13.82 | +3.0% | COMMON | 89421Q205 |
| EDUC | EDUCATIONAL DEVELOPMENT CORP COM USD.2 | 23,693 | $271K | 0.0% | $9.58 | +0.2% | COMMON | 281479105 |
| CFFI | C&F FINANCIAL CORP COM USD1 | 4,614 | $271K | 0.0% | $36.21 | +35.6% | COMMON | 12466Q104 |
| PSO | PEARSON PLC SPON ADR | 23,549 | $271K | 0.0% | $11.55 | — | COMMON | 705015105 |
| — | MIX TELEMATICS LTD ADR | 18,691 | $270K | 0.0% | $15.42 | — | COMMON | 60688N102 |
| ENTG | ENTEGRIS INC COM USD.01 | 9,309 | $267K | 0.0% | $25.25 | +28.6% | COMMON | 29362U104 |
| TNET | TRINET GROUP INC COM USD.000025 | 4,733 | $265K | 0.0% | $33.28 | +64.5% | COMMON | 896288107 |
| MPX | MARINE PRODUCTS CORP COM USD.10 | 11,572 | $265K | 0.0% | $11.15 | +20.4% | COMMON | 568427108 |
| — | SYSTEMAX INC COM USD.01 | 8,122 | $265K | 0.0% | $32.63 | — | COMMON | 871851101 |
| MLKN | MILLER (HERMAN) INC COM USD.2 | 6,822 | $262K | 0.0% | $30.29 | +3.4% | COMMON | 600544100 |
| OPY | OPPENHEIMER HOLDINGS INC CL A COM NPV | 8,301 | $262K | 0.0% | $27.51 | +12.1% | COMMON | 683797104 |
| SKY | SKYLINE CHAMPION CORP COM USD.0277 | 9,039 | $258K | 0.0% | $25.77 | +12.3% | COMMON | 830830105 |
| — | MARVELL TECHNOLOGY GROUP LTD COM USD.002 | 13,444 | $258K | 0.0% | $21.05 | — | COMMON | G5876H105 |
| SMFG | SUMITOMO MITSUI FINANCIAL GR ADR | 31,916 | $256K | 0.0% | $8.42 | — | COMMON | 86562M209 |
| — | FBL FINANCIAL GROUP INC-CL A CL A COM NPV | 3,376 | $254K | 0.0% | $76.76 | — | COMMON | 30239F106 |
| — | BMC STOCK HOLDINGS INC COM USD.01 | 13,536 | $252K | 0.0% | $18.62 | — | COMMON | 05591B109 |
| — | ROYAL DUTCH SHELL PLC ADR CL A | 3,691 | $252K | 0.0% | $64.91 | — | COMMON | 780259206 |
| — | SMART GLOBAL HOLDINGS INC Ordinary Shares | 8,770 | $252K | 0.0% | $31.86 | — | COMMON | G8232Y101 |
| HP | HELMERICH & PAYNE COM USD.1 | 3,680 | $251K | 0.0% | $67.45 | -5.4% | COMMON | 423452101 |
| GMED | GLOBUS MEDICAL INC CL A COM USD.001 | 4,471 | $251K | 0.0% | $35.01 | +50.3% | COMMON | 379577208 |
| VC | VISTEON CORP COM NEW | 2,696 | $249K | 0.0% | $102.41 | +12.4% | COMMON | 92839U206 |
| — | FINJAN HOLDINGS INC COM | 57,077 | $246K | 0.0% | $3.79 | — | COMMON | 31788H303 |
| CME | CME GROUP INC CL A COM USD.01 | 1,445 | $246K | 0.0% | $123.72 | +4.4% | COMMON | 12572Q105 |
| PAR | PAR TECHNOLOGY CORP COM USD.02 | 10,965 | $244K | 0.0% | $11.47 | +82.3% | COMMON | 698884103 |
| WPP | WPP PLC ADR | 3,329 | $244K | 0.0% | $88.37 | — | COMMON | 92937A102 |
| PARR | PAR PACIFIC HOLDINGS INC COM USD.001 | 11,929 | $243K | 0.0% | $18.52 | -0.8% | COMMON | 69888T207 |
| THO | THOR INDUSTRIES INC COM USD.01 | 2,917 | $243K | 0.0% | $66.92 | +21.9% | COMMON | 885160101 |
| HNRG | HALLADOR ENERGY CO COM NPV | 38,698 | $241K | 0.0% | $7.45 | -15.2% | COMMON | 40609P105 |
| MOH | MOLINA HEALTHCARE INC COM USD.001 | 1,623 | $241K | 0.0% | $76.57 | +66.7% | COMMON | 60855R100 |
| VLGEA | VILLAGE SUPER MARKET -CL A CL A COM NPV | 8,836 | $239K | 0.0% | $26.90 | +6.9% | COMMON | 927107409 |
| — | MAGELLAN HEALTH INC COM NEW | 3,341 | $239K | 0.0% | $69.88 | — | COMMON | 559079207 |
| RYZ | RYERSON HOLDING CORP COM USD.01 | 20,986 | $237K | 0.0% | $11.07 | +1.6% | COMMON | 783754104 |
| — | LUTHER BURBANK CORP COM | 21,671 | $236K | 0.0% | $10.89 | — | COMMON | 550550107 |
| BOOM | DMC GLOBAL INC COM USD.05 | 5,824 | $235K | 0.0% | $38.15 | +10.4% | COMMON | 23291C103 |
| TLYS | TILLY'S INC CL A COM NPV | 12,390 | $235K | 0.0% | $8.34 | +48.6% | COMMON | 886885102 |
| BLMN | BLOOMIN' BRANDS INC COM USD.01 | 11,839 | $234K | 0.0% | $15.44 | +2.9% | COMMON | 094235108 |
| EQNR | EQUINOR ASA SPONSORED ADR | 8,176 | $231K | 0.0% | $26.92 | — | COMMON | 29446M102 |
| EIG | EMPLOYERS HOLDINGS INC COM USD.01 | 5,074 | $230K | 0.0% | $31.17 | +11.3% | COMMON | 292218104 |
| NEO | NEOGENOMICS INC COM USD.001 | 15,142 | $230K | 0.0% | $11.00 | +25.6% | COMMON | 64049M209 |
| DIOD | DIODES INC COM USD.66 | 6,977 | $230K | 0.0% | $31.06 | +16.4% | COMMON | 254543101 |
| CASS | CASS INFORMATION SYSTEMS INC COM USD2.5 | 3,549 | $229K | 0.0% | $43.17 | +10.8% | COMMON | 14808P109 |
| FCNCA | FIRST CITIZENS BANCSH -CL A CL A COM USD1 | 505 | $228K | 0.0% | $327.56 | +31.2% | COMMON | 31946M103 |
| HSBC | HSBC HLDGS PLC SPON ADR | 5,161 | $227K | 0.0% | $39.96 | — | COMMON | 404280406 |
| — | J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 | 19,080 | $227K | 0.0% | $11.48 | — | COMMON | 46609J106 |
| IMKTA | INGLES MARKETS INC -CL A CL A COM USD.05 | 6,621 | $227K | 0.0% | $29.78 | 0.0% | COMMON | 457030104 |
| — | CONTINENTAL RESOURCES INC COM USD.01 | 3,345 | $227K | 0.0% | $64.61 | — | COMMON | 212015101 |
| CPRT | COPART INC COM NPV | 4,396 | $226K | 0.0% | $13.91 | +7.4% | COMMON | 217204106 |
| MLCO | MELCO RESORTS & ENTERTAINMEN ADR NPV | 10,651 | $225K | 0.0% | $23.42 | — | COMMON | 585464100 |
| — | VEDANTA LTD SPON ADR | 17,615 | $225K | 0.0% | $19.48 | — | COMMON | 92242Y100 |
| ACNT | SYNALLOY CORP COM USD1 | 9,807 | $224K | 0.0% | $21.75 | 0.0% | COMMON | 871565107 |
| NTIC | NORTHERN TECH INTL COM USD.02 | 6,439 | $223K | 0.0% | $12.92 | +22.6% | COMMON | 665809109 |
| KB | KB FINANCIAL GROUP SPON ADR | 4,617 | $223K | 0.0% | $45.97 | — | COMMON | 48241A105 |
| MZTI | LANCASTER COLONY CORP COM USD1 | 1,486 | $220K | 0.0% | $149.05 | 0.0% | COMMON | 513847103 |
| RBC | RBC BEARINGS INC COM USD.01 | 1,475 | $220K | 0.0% | $143.95 | 0.0% | COMMON | 75524B104 |
| E | ENI SPA SPON ADR | 5,801 | $218K | 0.0% | $37.60 | — | COMMON | 26874R108 |
| — | PCM INC COM USD.001 | 11,100 | $217K | 0.0% | $19.55 | — | COMMON | 69323K100 |
| LOPE | GRAND CANYON EDUCATION INC COM USD.01 | 1,916 | $214K | 0.0% | $96.61 | +20.8% | COMMON | 38526M106 |
| NYT | NEW YORK TIMES CO -CL A CL A COM USD.1 | 9,249 | $213K | 0.0% | $16.96 | +32.1% | COMMON | 650111107 |
| — | PRGX GLOBAL INC COM USD.01 | 24,290 | $211K | 0.0% | $9.61 | — | COMMON | 69357C503 |
| OSPN | ONESPAN INC COM USD.001 | 11,127 | $210K | 0.0% | $17.45 | +3.7% | COMMON | 68287N100 |
| TSEM | TOWER SEMICONDUCTOR LTD ORD NIS1 | 9,379 | $204K | 0.0% | $21.71 | -1.6% | COMMON | M87915274 |
| LOGI | LOGITECH INTERNATIONAL SA ORD | 4,482 | $200K | 0.0% | $21.09 | +95.0% | COMMON | H50430232 |
| FHI | FEDERATED INVESTORS INC CL B COM NPV | 8,286 | $199K | 0.0% | $23.87 | -29.3% | COMMON | 314211103 |
| — | FEDNAT HOLDING COMPANY COM USD.01 | 7,783 | $198K | 0.0% | $23.38 | — | COMMON | 31431B109 |
| TROW | PRICE (T. ROWE) GROUP COM USD.2 | 1,812 | $198K | 0.0% | $73.17 | +18.4% | COMMON | 74144T108 |
| CIEN | CIENA CORP COM USD.01 | 6,397 | $198K | 0.0% | $28.02 | 0.0% | COMMON | 171779309 |
| H | HYATT HOTELS CORP CL A COM USD0.01 | 2,485 | $197K | 0.0% | $77.14 | -1.0% | COMMON | 448579102 |
| ASML | ASML HOLDING NV ADR NY SHS | 1,039 | $195K | 0.0% | $197.67 | — | COMMON | N07059210 |
| DGICA | DONEGAL GROUP INC CL A | 13,647 | $194K | 0.0% | $11.39 | -10.2% | COMMON | 257701201 |
| UTMD | UTAH MEDICAL PRODUCTS INC COM USD.01 | 2,084 | $194K | 0.0% | $104.43 | -8.5% | COMMON | 917488108 |
| RVSB | RIVERVIEW BANCORP INC COM USD1 | 21,694 | $192K | 0.0% | $5.09 | +44.5% | COMMON | 769397100 |
| — | ADAMS RESOURCES & ENERGY INC COM USD.1 | 4,452 | $189K | 0.0% | $43.08 | — | COMMON | 006351308 |
| HTHT | HUAZHU GROUP LIMITED - ADR ADR | 5,749 | $186K | 0.0% | $41.97 | — | COMMON | 44332N106 |
| BKE | BUCKLE INC COM USD.05 | 7,941 | $183K | 0.0% | $9.24 | +21.3% | COMMON | 118440106 |
| — | SEACOR HOLDINGS INC COM USD.01 | 3,733 | $183K | 0.0% | $56.79 | — | COMMON | 811904101 |
| — | MACATAWA BANK CORP COM NPV | 15,813 | $183K | 0.0% | $11.57 | — | COMMON | 554225102 |
| — | VALHI INC COM USD1 | 80,405 | $182K | 0.0% | $5.67 | — | COMMON | 918905100 |
| SAMG | SILVERCREST ASSET MGT CL A COM USD.01 | 13,101 | $181K | 0.0% | $14.38 | +12.1% | COMMON | 828359109 |
| WEYS | WEYCO GROUP INC COM USD1 | 5,026 | $177K | 0.0% | $27.93 | +30.0% | COMMON | 962149100 |
| — | RUTHS HOSPITALITY GROUP INC COM USD.01 | 5,678 | $177K | 0.0% | $21.50 | — | COMMON | 783332109 |
| LZB | LA-Z-BOY INC COM USD1 | 5,566 | $176K | 0.0% | $31.83 | 0.0% | COMMON | 505336107 |
| — | L BRANDS INC COM USD.5 | 5,816 | $176K | 0.0% | $38.13 | — | COMMON | 501797104 |
| — | DANAOS CORP COM USD.01 | 147,004 | $176K | 0.0% | $1.20 | — | COMMON | Y1968P105 |
| IESC | IES HOLDINGS INC COM USD.01 | 9,049 | $176K | 0.0% | $18.32 | +1.1% | COMMON | 44951W106 |
| CTMX | CYTOMX THERAPEUTICS INC COM USD.00001 | 9,570 | $175K | 0.0% | $28.54 | -20.2% | COMMON | 23284F105 |
| FLR | FLUOR CORP COM USD.625 | 3,001 | $173K | 0.0% | $54.24 | -4.3% | COMMON | 343412102 |
| EVTC | EVERTEC INC COM USD.01 | 7,117 | $171K | 0.0% | $17.22 | +32.2% | COMMON | 30040P103 |
| NWFL | NORWOOD FINANCIAL CORP COM USD.1 | 4,365 | $171K | 0.0% | $31.51 | +18.9% | COMMON | 669549107 |
| NOK | NOKIA CORP SPON ADR | 30,442 | $170K | 0.0% | $5.82 | — | COMMON | 654902204 |
| ACCO | ACCO BRANDS CORP COM | 15,053 | $170K | 0.0% | $9.02 | +0.3% | COMMON | 00081T108 |
| — | NAUTILUS INC COM NPV | 12,037 | $168K | 0.0% | $17.24 | — | COMMON | 63910B102 |
| — | ELECTRO SCIENTIFIC INDS INC COM NPV | 9,584 | $167K | 0.0% | $17.42 | — | COMMON | 285229100 |
| MCRI | MONARCH CASINO & RESORT INC COM USD.01 | 3,700 | $167K | 0.0% | $44.35 | +4.8% | COMMON | 609027107 |
| — | MBT FINANCIAL CORP COM NPV | 14,501 | $164K | 0.0% | $8.93 | — | COMMON | 578877102 |
| — | TESSCO TECHNOLOGIES INC COM USD.01 | 10,623 | $162K | 0.0% | $18.69 | — | COMMON | 872386107 |
| NVEC | NVE CORP COM USD.01 | 1,534 | $161K | 0.0% | $82.14 | +40.3% | COMMON | 629445206 |
| AUDC | AUDIOCODES LTD ORD NIS.01 | 15,897 | $160K | 0.0% | $8.14 | 0.0% | COMMON | M15342104 |
| KEQU | KEWAUNEE SCIENTIFIC CORP COM USD2.5 | 5,095 | $160K | 0.0% | $27.54 | +15.6% | COMMON | 492854104 |
| — | PLANTRONICS INC COM USD.01 | 2,634 | $157K | 0.0% | $73.91 | — | COMMON | 727493108 |
| VVX | VECTRUS INC COM USD.01 | 4,986 | $156K | 0.0% | $30.15 | +7.0% | COMMON | 92242T101 |
| — | COMPUTER TASK GROUP INC COM USD.01 | 29,392 | $153K | 0.0% | $7.19 | — | COMMON | 205477102 |
| APAM | ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | 4,703 | $152K | 0.0% | $17.01 | -5.2% | COMMON | 04316A108 |
| ATHM | AUTOHOME INC -ADR ADR | 1,968 | $152K | 0.0% | $52.62 | — | COMMON | 05278C107 |
| FOR | FORESTAR GROUP INC COM USD1 | 7,204 | $151K | 0.0% | $23.24 | +1.7% | COMMON | 346232101 |
| — | SHUTTERFLY INC COM USD.0001 | 2,300 | $150K | 0.0% | $81.30 | — | COMMON | 82568P304 |
| SBCF | SEACOAST BANKING CORP/FL COM USD.1 | 5,197 | $150K | 0.0% | $30.97 | 0.0% | COMMON | 811707801 |
| GDDY | GODADDY INC CL A COM USD.001 | 1,810 | $150K | 0.0% | $78.08 | 0.0% | COMMON | 380237107 |
| CNTY | CENTURY CASINOS INC COM USD.01 | 19,931 | $149K | 0.0% | $8.45 | -5.4% | COMMON | 156492100 |
| MYGN | MYRIAD GENETICS INC COM USD.01 | 3,216 | $147K | 0.0% | $27.54 | +61.5% | COMMON | 62855J104 |
| THG | HANOVER INSURANCE GROUP INC COM USD.01 | 1,183 | $145K | 0.0% | $93.61 | +4.8% | COMMON | 410867105 |
| TACT | TRANSACT TECHNOLOGIES INC COM USD.01 | 9,985 | $144K | 0.0% | $11.09 | +21.1% | COMMON | 892918103 |
| — | OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 | 45,558 | $144K | 0.0% | $3.88 | — | COMMON | 69036R863 |
| — | TOWER INTERNATIONAL INC COM USD.01 | 4,709 | $142K | 0.0% | $30.16 | — | COMMON | 891826109 |
| ROL | ROLLINS INC COM USD1 | 2,330 | $141K | 0.0% | $16.50 | +42.9% | COMMON | 775711104 |
| NATH | NATHAN'S FAMOUS INC COM USD.01 | 1,686 | $138K | 0.0% | $91.73 | 0.0% | COMMON | 632347100 |
| RYAM | RAYONIER ADVANCED MATERIALS COM USD.01 | 7,511 | $138K | 0.0% | $11.72 | +67.6% | COMMON | 75508B104 |
| PRI | PRIMERICA INC COM USD.01 | 1,139 | $137K | 0.0% | $71.66 | +61.8% | COMMON | 74164M108 |
| RL | RALPH LAUREN CORP CL A COM USD.01 | 989 | $135K | 0.0% | $92.65 | +24.3% | COMMON | 751212101 |
| ING | ING GROEP NV SPON ADR | 10,423 | $135K | 0.0% | $16.00 | — | COMMON | 456837103 |
| EGAN | EGAIN CORP COM USD.001 | 16,686 | $135K | 0.0% | $6.63 | +90.4% | COMMON | 28225C806 |
| ORRF | ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | 5,646 | $134K | 0.0% | $19.35 | +2.7% | COMMON | 687380105 |
| AEIS | ADVANCED ENERGY INDS INC COM USD.001 | 2,618 | $134K | 0.0% | $41.31 | +37.5% | COMMON | 007973100 |
| MHH | MASTECH DIGITAL INC COM USD.01 | 13,912 | $133K | 0.0% | $7.17 | +36.0% | COMMON | 57633B100 |
| — | KAMAN CORP COM USD1 | 1,997 | $132K | 0.0% | $66.10 | — | COMMON | 483548103 |
| PNC | PNC FINANCIAL SVCS GROUP INC COM USD5 | 959 | $131K | 0.0% | $104.04 | +5.2% | COMMON | 693475105 |
| ALL | ALLSTATE CORP COM USD.01 | 1,331 | $131K | 0.0% | $79.75 | +2.9% | COMMON | 020002101 |
| SBFG | SB FINANCIAL GROUP INC COM USD2.5 | 6,409 | $130K | 0.0% | $17.95 | +6.8% | COMMON | 78408D105 |
| HY | HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 | 2,077 | $128K | 0.0% | $51.22 | 0.0% | COMMON | 449172105 |
| — | NANOMETRICS INC COM NPV | 3,409 | $128K | 0.0% | $37.55 | — | COMMON | 630077105 |
| RGR | STURM RUGER & CO INC COM USD1 | 1,804 | $125K | 0.0% | $60.52 | 0.0% | COMMON | 864159108 |
| — | ARC DOCUMENT SOLUTIONS INC COM USD.001 | 43,862 | $125K | 0.0% | $3.11 | — | COMMON | 00191G103 |
| — | FOOT LOCKER INC COM USD3 | 2,456 | $124K | 0.0% | $50.49 | — | COMMON | 344849104 |
| CRD/B | CRAWFORD & CO CL B COM NPV | 13,217 | $122K | 0.0% | $7.38 | -3.6% | COMMON | 224633107 |
| SALM | SALEM MEDIA GROUP INC CL A COM USD.01 | 35,840 | $122K | 0.0% | $4.35 | 0.0% | COMMON | 794093104 |
| — | JACOBS ENGINEERING GROUP INC COM NPV | 1,605 | $122K | 0.0% | $59.19 | — | COMMON | 469814107 |
| PFG | PRINCIPAL FINANCIAL GRP INC COM USD.01 | 2,068 | $121K | 0.0% | $35.43 | +17.8% | COMMON | 74251V102 |
| — | CHICOS FAS INC COM USD.01 | 13,956 | $120K | 0.0% | $8.35 | — | COMMON | 168615102 |
| — | KEMET CORP COM USD.01 | 6,485 | $120K | 0.0% | $10.54 | — | COMMON | 488360207 |
| CSW | CSW INDUSTRIALS INC COM USD.01 | 2,249 | $120K | 0.0% | $43.84 | +20.0% | COMMON | 126402106 |
| CACI | CACI INTL INC -CL A CL A COM USD.1 | 642 | $117K | 0.0% | $184.58 | 0.0% | COMMON | 127190304 |
| HNNA | HENNESSY ADVISORS INC COM NPV | 8,433 | $117K | 0.0% | $17.72 | -12.8% | COMMON | 425885100 |
| USLM | U S LIME & MINERALS COM USD.1 | 1,488 | $117K | 0.0% | $13.55 | +15.4% | COMMON | 911922102 |
| — | 3PEA INTERNATIONAL INC COM | 31,487 | $116K | 0.0% | $3.68 | — | COMMON | 88579C109 |
| ULBI | ULTRALIFE CORP COM USD.1 | 14,287 | $116K | 0.0% | $6.46 | +44.8% | COMMON | 903899102 |
| SCSC | SCANSOURCE INC COM NPV | 2,899 | $116K | 0.0% | $39.18 | +4.5% | COMMON | 806037107 |
| ZBRA | ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | 642 | $113K | 0.0% | $147.27 | +8.8% | COMMON | 989207105 |
| XOMA | XOMA CORP COM USD.0005 | 6,424 | $112K | 0.0% | $27.74 | -27.7% | COMMON | 98419J206 |
| CCRN | CROSS COUNTRY HEALTHCARE INC COM USD.01 | 12,593 | $110K | 0.0% | $11.82 | -13.6% | COMMON | 227483104 |
| KNSL | KINSALE CAPITAL GROUP INC COM USD0.01 | 1,719 | $109K | 0.0% | $51.82 | +12.7% | COMMON | 49714P108 |
| — | UNITED STATES STEEL CORP COM NPV | 3,541 | $107K | 0.0% | $35.27 | — | COMMON | 912909108 |
| XPO | XPO LOGISTICS INC COM USD.001 | 944 | $107K | 0.0% | $33.77 | +7.7% | COMMON | 983793100 |
| NAII | NATURAL ALTERNATIVES COM NPV | 10,800 | $106K | 0.0% | $10.75 | -7.6% | COMMON | 638842302 |
| — | PREMIER FINANCIAL BANCORP COM NPV | 5,630 | $104K | 0.0% | $19.80 | — | COMMON | 74050M105 |
| KWR | QUAKER CHEMICAL CORP COM USD1 | 521 | $104K | 0.0% | $174.71 | 0.0% | COMMON | 747316107 |
| — | HALLMARK FINANCIAL SERVICES COM USD.03 | 9,318 | $102K | 0.0% | $10.99 | — | COMMON | 40624Q203 |
| JPPYY | JUPAI HOLDINGS LTD -ADR ADR | 11,863 | $102K | 0.0% | $15.04 | — | COMMON | 48205B107 |
| PRAA | PRA GROUP INC COM USD.001 | 2,827 | $102K | 0.0% | $37.28 | +4.9% | COMMON | 69354N106 |
| — | SURMODICS INC COM USD.05 | 1,368 | $101K | 0.0% | $73.83 | — | COMMON | 868873100 |
| AES | AES CORP COM USD.01 | 7,239 | $100K | 0.0% | $10.36 | 0.0% | COMMON | 00130H105 |
| ACWI | ISHARES TR MSCI ACWI ETF | 1,350 | $100K | 0.0% | $71.32 | — | COMMON | 464288257 |
| AGYS | AGILYSYS INC COM NPV | 6,173 | $100K | 0.0% | $16.05 | 0.0% | COMMON | 00847J105 |
| CAKE | CHEESECAKE FACTORY INC COM USD.01 | 1,840 | $99,000 | 0.0% | $45.07 | +2.5% | COMMON | 163072101 |
| — | PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | 10,425 | $99,000 | 0.0% | $9.64 | — | COMMON | 74731Q103 |
| FFIN | FIRST FINL BANKSHARES INC COM USD10 | 1,669 | $98,000 | 0.0% | $25.36 | 0.0% | COMMON | 32020R109 |
| HMN | HORACE MANN EDUCATORS CORP COM USD.001 | 2,165 | $97,000 | 0.0% | $44.01 | +3.4% | COMMON | 440327104 |
| CTRN | CITI TRENDS INC COM | 3,411 | $97,000 | 0.0% | $29.16 | -1.5% | COMMON | 17306X102 |
| — | PROTECTIVE INSURANCE CORP CL B COM NPV | 4,219 | $97,000 | 0.0% | $22.99 | — | COMMON | 74368L203 |
| — | DOMTAR CORP COM USD.01 | 1,853 | $96,000 | 0.0% | $47.07 | — | COMMON | 257559203 |
| CPA | COPA HOLDINGS SA CL A COM USD | 1,195 | $95,000 | 0.0% | $99.31 | -28.9% | COMMON | P31076105 |
| SID | COMPANHIA SIDERURGICA NACION SPON ADR | 41,110 | $94,000 | 0.0% | $2.29 | — | COMMON | 20440W105 |
| CALM | CAL-MAINE FOODS INC COM USD.01 | 1,942 | $94,000 | 0.0% | $36.60 | 0.0% | COMMON | 128030202 |
| UBFO | UNITED SECURITY BANCSHARS CA COM NPV | 8,371 | $93,000 | 0.0% | $5.93 | +22.1% | COMMON | 911460103 |
| SAIC | SCIENCE APPLICATIONS INTL CP COM USD.0001 | 1,137 | $92,000 | 0.0% | $78.29 | +8.6% | COMMON | 808625107 |
| TTWO | TAKE-TWO INTERACTIVE SFTWR COM USD.01 | 666 | $91,000 | 0.0% | $108.10 | +18.0% | COMMON | 874054109 |
| OLLI | OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 | 928 | $89,000 | 0.0% | $79.83 | 0.0% | COMMON | 681116109 |
| — | AMERICAN EQTY INVT LIFE HLDG COM USD1. | 2,521 | $89,000 | 0.0% | $30.85 | — | COMMON | 025676206 |
| NEOG | NEOGEN CORP COM USD.16 | 1,242 | $88,000 | 0.0% | $42.36 | +0.6% | COMMON | 640491106 |
| WMT | WALMART INC COM USD.1 | 950 | $88,000 | 0.0% | $22.05 | +23.9% | COMMON | 931142103 |
| — | PERCEPTRON INC COM USD.01 | 9,012 | $88,000 | 0.0% | $8.77 | — | COMMON | 71361F100 |
| UFABQ | UNIQUE FABRICATING INC COM USD.001 | 10,749 | $87,000 | 0.0% | $8.99 | -8.4% | COMMON | 90915J103 |
| MOG/A | MOOG INC -CL A CL A COM USD1 | 1,008 | $86,000 | 0.0% | $76.59 | -4.4% | COMMON | 615394202 |
| III | INFORMATION SERVICES GROUP COM USD.001 | 17,318 | $83,000 | 0.0% | $3.77 | 0.0% | COMMON | 45675Y104 |
| WNC | WABASH NATIONAL CORP COM USD.01 | 4,475 | $82,000 | 0.0% | $15.94 | +0.8% | COMMON | 929566107 |
| — | AMERICAN NATIONAL INSURANCE COM USD1 | 626 | $81,000 | 0.0% | $122.12 | — | COMMON | 028591105 |
| — | J JILL INC COMUSD0.01 | 12,972 | $80,000 | 0.0% | $6.17 | — | COMMON | 46620W102 |
| ESLT | ELBIT SYSTEMS LTD ORD NIS1 | 635 | $80,000 | 0.0% | $78.39 | +46.1% | COMMON | M3760D101 |
| ASIX | ADVANSIX INC COM NPV | 2,317 | $79,000 | 0.0% | $32.81 | 0.0% | COMMON | 00773T101 |
| — | GLOBAL BRASS & COPPER HLDGS COM USD.01 | 2,145 | $79,000 | 0.0% | $36.83 | — | COMMON | 37953G103 |
| — | FOUNDATION BLDG MRL INC COM USD0.001 | 6,259 | $78,000 | 0.0% | $15.37 | — | COMMON | 350392106 |
| — | OTELCO INC CL A COM USD.01 | 4,423 | $77,000 | 0.0% | $15.32 | — | COMMON | 688823301 |
| DLAPQ | DELTA APPAREL INC COM USD.01 | 4,213 | $75,000 | 0.0% | $20.66 | -13.3% | COMMON | 247368103 |
| TXRH | TEXAS ROADHOUSE INC COM USD.001 | 1,090 | $75,000 | 0.0% | $55.38 | +8.6% | COMMON | 882681109 |
| CORT | CORCEPT THERAPEUTICS INC COM USD.00001 | 5,305 | $74,000 | 0.0% | $15.31 | -8.7% | COMMON | 218352102 |
| AWI | ARMSTRONG WORLD INDUSTRIES COM | 1,051 | $73,000 | 0.0% | $64.18 | 0.0% | COMMON | 04247X102 |
| — | NOODLES & CO CL A COM USD0.01 | 5,850 | $71,000 | 0.0% | $12.14 | — | COMMON | 65540B105 |
| DSGR | LAWSON PRODUCTS COM NPV | 2,090 | $71,000 | 0.0% | $14.81 | 0.0% | COMMON | 520776105 |
| DKS | DICKS SPORTING GOODS INC COM USD.01 | 1,994 | $70,000 | 0.0% | $28.54 | 0.0% | COMMON | 253393102 |
| — | SPARTANNASH CO COM NPV | 3,486 | $70,000 | 0.0% | $27.09 | — | COMMON | 847215100 |
| DHX | DHI GROUP INC COM USD.01 | 32,929 | $69,000 | 0.0% | $2.03 | +3.8% | COMMON | 23331S100 |
| OPBK | OP BANCORP COM | 5,922 | $69,000 | 0.0% | $12.50 | 0.0% | COMMON | 67109R109 |
| — | CURO GROUP HLDGS CORP COM | 2,281 | $69,000 | 0.0% | $30.25 | — | COMMON | 23131L107 |
| — | LIMESTONE BANCORP INC COM USD | 4,373 | $68,000 | 0.0% | $15.18 | — | COMMON | 53262L105 |
| CVU | CPI AEROSTRUCTURES INC COM USD.001 | 8,073 | $67,000 | 0.0% | $10.17 | -11.3% | COMMON | 125919308 |
| ESCA | ESCALADE INC COM USD1 | 5,111 | $66,000 | 0.0% | $9.55 | +2.4% | COMMON | 296056104 |
| GAMI | GAMCO INVESTORS INC CL A COM USD.001 | 2,712 | $64,000 | 0.0% | $22.11 | -11.0% | COMMON | 361438104 |
| ACH | OWENS & MINOR INC COM USD2 | 3,862 | $64,000 | 0.0% | $26.83 | -38.4% | COMMON | 690732102 |
| — | JASON INDUSTRIES INC COM USD.0001 | 19,097 | $64,000 | 0.0% | $3.04 | — | COMMON | 471172106 |
| ZION | ZIONS BANCORPORATION COM NPV | 1,287 | $64,000 | 0.0% | $40.43 | +30.6% | COMMON | 989701107 |
| AUBN | AUBURN NATIONAL BANCORP COM USD.01 | 1,635 | $63,000 | 0.0% | $35.72 | 0.0% | COMMON | 050473107 |
| NL | NL INDUSTRIES COM USD1.25 | 10,495 | $63,000 | 0.0% | $7.89 | -32.2% | COMMON | 629156407 |
| FSBW | FS BANCORP INC COM USD.01 | 1,125 | $63,000 | 0.0% | $18.34 | +35.7% | COMMON | 30263Y104 |
| — | MERITOR INC COM USD1 | 3,269 | $63,000 | 0.0% | $19.27 | — | COMMON | 59001K100 |
| — | BHP BILLITON GROUP (GBR) ADR | 1,409 | $62,000 | 0.0% | $41.25 | — | COMMON | 05545E209 |
| MEDP | MEDPACE HOLDINGS INC COM USD.01 | 1,014 | $60,000 | 0.0% | $54.70 | 0.0% | COMMON | 58506Q109 |
| — | OPIANT PHARMACEUTICALS INC COM | 3,343 | $60,000 | 0.0% | $26.94 | — | COMMON | 683750103 |
| RELL | RICHARDSON ELECTRONICS LTD COM USD.05 | 6,407 | $56,000 | 0.0% | $6.49 | +14.5% | COMMON | 763165107 |
| CLFD | CLEARFIELD INC COM USD.01 | 3,982 | $54,000 | 0.0% | $12.73 | 0.0% | COMMON | 18482P103 |
| INTT | INTEST CORP COM USD.01 | 6,938 | $54,000 | 0.0% | $7.45 | +8.5% | COMMON | 461147100 |
| DAIO | DATA I/O CORP COM NPV | 10,217 | $53,000 | 0.0% | $10.03 | -44.0% | COMMON | 237690102 |
| FCAP | FIRST CAPITAL INC COM USD.01 | 1,359 | $52,000 | 0.0% | $25.89 | +22.5% | COMMON | 31942S104 |
| OEC | ORION ENGINEERED CARBONS SA ORD | 1,594 | $51,000 | 0.0% | $32.98 | +0.6% | COMMON | L72967109 |
| OSK | OSHKOSH CORP COM USD.01 | 719 | $51,000 | 0.0% | $76.89 | -17.0% | COMMON | 688239201 |
| CAR | AVIS BUDGET GROUP INC COM USD.01 | 1,596 | $51,000 | 0.0% | $41.38 | -23.4% | COMMON | 053774105 |
| GCBC | GREENE COUNTY BANCORP INC COM USD.1 | 1,567 | $50,000 | 0.0% | $13.31 | +15.0% | COMMON | 394357107 |
| HBIO | HARVARD BIOSCIENCE INC COM USD.01 | 9,592 | $50,000 | 0.0% | $4.48 | +25.2% | COMMON | 416906105 |
| CSPI | CSP INC COM USD.01 | 3,804 | $50,000 | 0.0% | $6.05 | -13.3% | COMMON | 126389105 |
| ELMD | ELECTROMED INC COM USD.01 | 7,652 | $50,000 | 0.0% | $6.51 | -17.5% | COMMON | 285409108 |
| — | SPEEDWAY MOTORSPORTS INC COM USD.01 | 2,790 | $50,000 | 0.0% | $17.92 | — | COMMON | 847788106 |
| FAF | FIRST AMERICAN FINANCIAL CP COM USD.00001 | 961 | $49,000 | 0.0% | $40.77 | +4.5% | COMMON | 31847R102 |
| FLO | FLOWERS FOODS INC COM USD.625 | 2,660 | $49,000 | 0.0% | $15.71 | -4.5% | COMMON | 343498101 |
| LAKE | LAKELAND INDUSTRIES INC COM USD1 | 3,642 | $48,000 | 0.0% | $14.53 | -7.8% | COMMON | 511795106 |
| — | CELGENE CORP COM USD1 | 531 | $48,000 | 0.0% | $90.40 | — | COMMON | 151020104 |
| — | ALASKA COMMUNICATIONS SYS GP COM USD.01 | 28,745 | $47,000 | 0.0% | $2.31 | — | COMMON | 01167P101 |
| BAP | CREDICORP LTD COM USD5 | 197 | $44,000 | 0.0% | $187.77 | -1.6% | COMMON | G2519Y108 |
| — | ENTEGRA FINANCIAL CORP COM NPV | 1,629 | $43,000 | 0.0% | $25.78 | — | COMMON | 29363J108 |
| MNDO | MIND CTI LTD ORD NIS.01 | 17,683 | $41,000 | 0.0% | $2.60 | -14.2% | COMMON | M70240102 |
| HURC | HURCO COMPANIES INC COM USD.1 | 909 | $41,000 | 0.0% | $30.69 | +43.1% | COMMON | 447324104 |
| ZEUS | OLYMPIC STEEL INC COM NPV | 1,946 | $41,000 | 0.0% | $22.76 | -4.4% | COMMON | 68162K106 |
| TDY | TELEDYNE TECHNOLOGIES INC COM USD.01 | 164 | $40,000 | 0.0% | $228.00 | 0.0% | COMMON | 879360105 |
| MCD | MCDONALD'S CORP COM NPV | 242 | $40,000 | 0.0% | $99.87 | +35.0% | COMMON | 580135101 |
| SGC | SUPERIOR GROUP OF COS INC COM USD1 | 1,980 | $38,000 | 0.0% | $23.34 | -16.2% | COMMON | 868358102 |
| CBZ | CBIZ INC COM | 1,595 | $38,000 | 0.0% | $15.05 | +53.9% | COMMON | 124805102 |
| CRI | CARTER'S INC COM USD.01 | 378 | $37,000 | 0.0% | $92.13 | -8.3% | COMMON | 146229109 |
| FSFG | FIRST SAVINGS FINANCIAL GP COM USD.01 | 522 | $36,000 | 0.0% | $20.01 | -0.7% | COMMON | 33621E109 |
| — | OPHTHOTECH CORP COM USD0.001 | 15,057 | $36,000 | 0.0% | $2.75 | — | COMMON | 683745103 |
| A | AGILENT TECHNOLOGIES INC COM USD.01 | 495 | $35,000 | 0.0% | $62.92 | -0.3% | COMMON | 00846U101 |
| SANM | SANMINA CORP COM USD.01 | 1,223 | $34,000 | 0.0% | $26.17 | +14.6% | COMMON | 801056102 |
| CHMG | CHEMUNG FINANCIAL CORP COM USD.01 | 808 | $34,000 | 0.0% | $26.87 | +35.2% | COMMON | 164024101 |
| — | GOLDFIELD CORP COM USD.1 | 7,963 | $34,000 | 0.0% | $3.67 | — | COMMON | 381370105 |
| NVS | NOVARTIS AG SPON ADR | 387 | $33,000 | 0.0% | $80.21 | — | COMMON | 66987V109 |
| IIIV | I3 VERTICALS INC COM CL A | 1,422 | $33,000 | 0.0% | $17.86 | 0.0% | COMMON | 46571Y107 |
| FRD | FRIEDMAN INDUSTRIES INC COM USD1 | 3,392 | $32,000 | 0.0% | $8.94 | 0.0% | COMMON | 358435105 |
| RCMT | RCM TECHNOLOGIES INC COM USD.05 | 7,466 | $32,000 | 0.0% | $6.29 | -24.0% | COMMON | 749360400 |
| — | NORTHEAST BANCORP/ME COM NPV | 1,427 | $31,000 | 0.0% | $25.07 | — | COMMON | 663904209 |
| EL | LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 213 | $31,000 | 0.0% | $128.33 | -1.5% | COMMON | 518439104 |
| CPHC | CANTERBURY PARK HOLDING CORP COM USD.01 | 1,962 | $30,000 | 0.0% | $13.58 | +2.3% | COMMON | 13811E101 |
| OVLY | OAK VALLEY BANCORP COM | 1,537 | $30,000 | 0.0% | $21.30 | -1.5% | COMMON | 671807105 |
| — | HUDSON GLOBAL INC COM USD.001 | 17,942 | $29,000 | 0.0% | $1.95 | — | COMMON | 443787106 |
| — | MAM SOFTWARE GROUP INC COM USD.0001 | 3,755 | $28,000 | 0.0% | $7.55 | — | COMMON | 55277Q201 |
| — | TCF FINANCIAL CORP COM USD.01 | 1,190 | $28,000 | 0.0% | $24.37 | — | COMMON | 872275102 |
| CMT | CORE MOLDING TECHNOLOGIES COM USD.01 | 4,038 | $27,000 | 0.0% | $16.99 | -36.6% | COMMON | 218683100 |
| — | HOPFED BANCORP INC COM USD.01 | 1,530 | $27,000 | 0.0% | $16.34 | — | COMMON | 439734104 |
| FSTR | FOSTER (LB) CO COM USD.01 | 1,257 | $26,000 | 0.0% | $24.07 | -4.8% | COMMON | 350060109 |
| USFD | US FOODS HOLDING CORP COM USD0.01 | 821 | $25,000 | 0.0% | $35.14 | -1.6% | COMMON | 912008109 |
| LXFR | LUXFER HOLDINGS PLC ORD GBP0.50 | 1,038 | $24,000 | 0.0% | $14.81 | +39.0% | COMMON | G5698W116 |
| — | BEACON ROOFING SUPPLY INC COM USD.01 | 675 | $24,000 | 0.0% | $52.84 | — | COMMON | 073685109 |
| OMAB | GRUPO AEROPORTUARIO DEL CENT ADR NPV | 409 | $23,000 | 0.0% | $56.23 | — | COMMON | 400501102 |
| EFA | ISHARES TR MSCI EAFE ETF | 331 | $23,000 | 0.0% | $69.49 | — | COMMON | 464287465 |
| VV | VANGUARD INDEX FDS LARGE CAP ETF | 171 | $23,000 | 0.0% | $134.50 | — | COMMON | 922908637 |
| UNH | UNITEDHEALTH GROUP INC COM USD.01 | 83 | $22,000 | 0.0% | $142.35 | +62.0% | COMMON | 91324P102 |
| ALCO | ALICO INC COM USD1 | 626 | $21,000 | 0.0% | $27.33 | +2.6% | COMMON | 016230104 |
| — | PCTEL INC COM USD.001 | 4,471 | $21,000 | 0.0% | $7.26 | — | COMMON | 69325Q105 |
| PLXS | PLEXUS CORP COM USD.01 | 353 | $21,000 | 0.0% | $61.09 | +0.2% | COMMON | 729132100 |
| — | PSYCHEMEDICS CORP COM USD.005 | 1,137 | $21,000 | 0.0% | $20.66 | — | COMMON | 744375205 |
| AIT | APPLIED INDUSTRIAL TECH INC COM NPV | 259 | $20,000 | 0.0% | $62.92 | +8.7% | COMMON | 03820C105 |
| TLK | TELEKOMUNIKASI INDONESIA SPON ADR | 760 | $19,000 | 0.0% | $25.36 | — | COMMON | 715684106 |
| APT | ALPHA PRO TECH LTD COM USD.01 | 5,269 | $19,000 | 0.0% | $3.46 | +1.1% | COMMON | 020772109 |
| NDAQ | NASDAQ INC COM USD.01 | 224 | $19,000 | 0.0% | $26.83 | +2.5% | COMMON | 631103108 |
| LW | LAMB WESTON HOLDINGS INC COM USD1 | 291 | $19,000 | 0.0% | $56.71 | +8.3% | COMMON | 513272104 |
| BP | BP PLC ADR | 421 | $19,000 | 0.0% | $45.84 | — | COMMON | 055622104 |
| TJX | TJX COMPANIES INC COM USD1 | 159 | $18,000 | 0.0% | $46.27 | +0.5% | COMMON | 872540109 |
| — | ACTIVISION BLIZZARD INC COM | 213 | $18,000 | 0.0% | $61.80 | — | COMMON | 00507V109 |
| CMCL | CALEDONIA MINING CORP PLC COM NPV | 2,534 | $17,000 | 0.0% | $5.86 | 0.0% | COMMON | G1757E113 |
| ABEV | AMBEV SA SPON ADR COM | 3,519 | $16,000 | 0.0% | $6.58 | — | COMMON | 02319V103 |
| CNXN | PC CONNECTION INC COM USD.01 | 373 | $15,000 | 0.0% | $34.38 | 0.0% | COMMON | 69318J100 |
| — | MSB FINANCIAL CORP COM USD.01 | 694 | $14,000 | 0.0% | $20.17 | — | COMMON | 55352L101 |
| — | CBS CORP CL B COM USD.01 NVTG | 251 | $14,000 | 0.0% | $49.69 | — | COMMON | 124857202 |
| — | UTSTARCOM HOLDINGS CORP COM USD.00125 | 3,555 | $14,000 | 0.0% | $4.83 | — | COMMON | G9310A114 |
| ITRN | ITURAN LOCATION & CONTROL COM NPV | 351 | $12,000 | 0.0% | $31.63 | +4.4% | COMMON | M6158M104 |
| HD | HOME DEPOT INC COM USD.05 | 57 | $12,000 | 0.0% | $143.37 | +17.2% | COMMON | 437076102 |
| — | CREDIT SUISSE GROUP SPON ADR | 763 | $11,000 | 0.0% | $14.42 | — | COMMON | 225401108 |
| VO | VANGUARD INDEX FDS MID CAP ETF | 68 | $11,000 | 0.0% | $161.76 | — | COMMON | 922908629 |
| IEFA | ISHARES TR CORE MSCI EAFE | 163 | $10,000 | 0.0% | $61.35 | — | COMMON | 46432F842 |
| — | CENTURYLINK INC COM USD1 | 450 | $10,000 | 0.0% | $30.56 | — | COMMON | 156700106 |
| XHR | XENIA HOTELS & RESORTS INC COM USD.01 | 406 | $10,000 | 0.0% | $22.60 | — | COMMON | 984017103 |
| AVY | AVERY DENNISON CORP COM USD1 | 81 | $9,000 | 0.0% | $95.79 | -1.6% | COMMON | 053611109 |
| CTAS | CINTAS CORP COM NPV | 46 | $9,000 | 0.0% | $47.83 | 0.0% | COMMON | 172908105 |
| IEMG | ISHARES INC CORE MSCI EMKT | 181 | $9,000 | 0.0% | $49.72 | — | COMMON | 46434G103 |
| ALSN | ALLISON TRANSMISSION HLDGS COM USD.01 | 166 | $9,000 | 0.0% | $37.06 | +12.5% | COMMON | 01973R101 |
| VTV | VANGUARD INDEX FDS VALUE ETF | 82 | $9,000 | 0.0% | $109.76 | — | COMMON | 922908744 |
| MSCI | MSCI INC CL A COM USD.01 | 46 | $8,000 | 0.0% | $89.47 | +79.8% | COMMON | 55354G100 |
| CHD | CHURCH & DWIGHT INC COM NPV | 140 | $8,000 | 0.0% | $51.78 | 0.0% | COMMON | 171340102 |
| DLTR | DOLLAR TREE INC COM USD.01 | 101 | $8,000 | 0.0% | $101.61 | -13.6% | COMMON | 256746108 |
| PLD | PROLOGIS INC COM USD.01 | 111 | $8,000 | 0.0% | $50.64 | +5.7% | COMMON | 74340W103 |
| DGX | QUEST DIAGNOSTICS INC COM NPV | 63 | $7,000 | 0.0% | $86.68 | +9.2% | COMMON | 74834L100 |
| — | TE CONNECTIVITY LTD COM | 75 | $7,000 | 0.0% | $93.33 | — | COMMON | H84989104 |
| — | SPIRIT REALTY CAPITAL INC COM USD.01 | 891 | $7,000 | 0.0% | $8.05 | — | COMMON | 84860W102 |
| VUG | VANGUARD INDEX FDS GROWTH ETF | 42 | $7,000 | 0.0% | $166.67 | — | COMMON | 922908736 |
| CAT | CATERPILLAR INC COM USD1 | 46 | $7,000 | 0.0% | $130.21 | -7.5% | COMMON | 149123101 |
| MTD | METTLER-TOLEDO INTL INC COM USD.01 | 11 | $7,000 | 0.0% | $547.68 | +7.4% | COMMON | 592688105 |
| EXR | EXTRA SPACE STORAGE INC COM USD.01 | 78 | $7,000 | 0.0% | $66.03 | +6.6% | COMMON | 30225T102 |
| MSI | MOTOROLA SOLUTIONS INC COM USD.01 | 51 | $7,000 | 0.0% | $69.87 | +60.1% | COMMON | 620076307 |
| — | LIBERTY PROPERTY TRUST COM USD.001 | 137 | $6,000 | 0.0% | $38.18 | — | COMMON | 531172104 |
| PYPL | PAYPAL HOLDINGS INC COM USD.0001 | 68 | $6,000 | 0.0% | $72.35 | +21.4% | COMMON | 70450Y103 |
| SPGI | S&P GLOBAL INC COM USD1 | 30 | $6,000 | 0.0% | $188.63 | +2.6% | COMMON | 78409V104 |
| JBHT | HUNT (JB) TRANSPRT SVCS INC COM USD.01 | 50 | $6,000 | 0.0% | $110.06 | +3.3% | COMMON | 445658107 |
| — | RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 | 427 | $6,000 | 0.0% | $13.73 | — | COMMON | 751452202 |
| — | COUSINS PROPERTIES INC COM USD1 | 649 | $6,000 | 0.0% | $9.65 | — | COMMON | 222795106 |
| IJR | ISHARES TR CORE S&P SCP ETF | 74 | $6,000 | 0.0% | $81.08 | — | COMMON | 464287804 |
| AME | AMETEK INC COM USD1 | 78 | $6,000 | 0.0% | $66.18 | +10.1% | COMMON | 031100100 |
| VRSK | VERISK ANALYTICS INC CL A COM USD.001 | 39 | $5,000 | 0.0% | $105.85 | +5.0% | COMMON | 92345Y106 |
| AMT | AMERICAN TOWER CORP COM USD0.01 | 32 | $5,000 | 0.0% | $115.75 | +4.4% | COMMON | 03027X100 |
| VZ | VERIZON COMMUNICATIONS INC COM USD1 | 102 | $5,000 | 0.0% | $35.64 | 0.0% | COMMON | 92343V104 |
| SBAC | SBA COMMUNICATIONS CORP COM USD.01 | 34 | $5,000 | 0.0% | $133.27 | +10.5% | COMMON | 78410G104 |
| — | EQUITY COMMONWEALTH COM USD.01 | 148 | $5,000 | 0.0% | $30.43 | — | COMMON | 294628102 |
| SPG | SIMON PROPERTY GROUP INC COM USD.0001 | 28 | $5,000 | 0.0% | $112.65 | +5.1% | COMMON | 828806109 |
| — | BLACKROCK INC COM USD.01 | 11 | $5,000 | 0.0% | $539.01 | — | COMMON | 09247X101 |
| PCH | POTLATCHDELTIC CORP COM USD1 | 130 | $5,000 | 0.0% | $48.56 | — | COMMON | 737630103 |
| — | APARTMENT INVST & MGMT CO CL A COM USD.01 | 86 | $4,000 | 0.0% | $37.53 | — | COMMON | 03748R101 |
| PVH | PVH CORP COM USD1 | 26 | $4,000 | 0.0% | $155.66 | -6.0% | COMMON | 693656100 |
| — | RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | 320 | $4,000 | 0.0% | $13.01 | — | COMMON | 76131V202 |
| — | TIER REIT INC COM USD.0001 | 185 | $4,000 | 0.0% | $17.49 | — | COMMON | 88650V208 |
| — | DUKE REALTY CORP COM USD.01 | 143 | $4,000 | 0.0% | $30.81 | — | COMMON | 264411505 |
| DRI | DARDEN RESTAURANTS INC COM NPV | 36 | $4,000 | 0.0% | $59.32 | +54.8% | COMMON | 237194105 |
| — | COLUMBIA PROPERTY TRUST INC COM USD.01 | 154 | $4,000 | 0.0% | $22.13 | — | COMMON | 198287203 |
| ASRV | AMERISERV FINANCIAL INC/PA COM NPV | 1,000 | $4,000 | 0.0% | $3.40 | 0.0% | COMMON | 03074A102 |
| PEB | PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 | 115 | $4,000 | 0.0% | $33.99 | — | COMMON | 70509V100 |
| LAMR | LAMAR ADVERTISING CO -CL A CL A COM NPV | 45 | $4,000 | 0.0% | $74.51 | — | COMMON | 512816109 |
| FTV | FORTIVE CORP COM USD.01 | 48 | $4,000 | 0.0% | $44.30 | +12.3% | COMMON | 34959J108 |
| WPC | W P CAREY INC COM USD.001 | 67 | $4,000 | 0.0% | $74.63 | — | COMMON | 92936U109 |
| TRU | TRANSUNION COM USD0.01 | 55 | $4,000 | 0.0% | $64.34 | +11.6% | COMMON | 89400J107 |
| CHRW | C H ROBINSON WORLDWIDE INC COM USD.1 | 38 | $4,000 | 0.0% | $75.52 | +4.2% | COMMON | 12541W209 |
| RHP | RYMAN HOSPITALITY PPTYS INC COM USD.01 | 41 | $4,000 | 0.0% | $69.65 | — | COMMON | 78377T107 |
| — | FAUQUIER BANKSHARES INC COM USD3.13 | 163 | $4,000 | 0.0% | $24.54 | — | COMMON | 312059108 |
| HST | HOST HOTELS & RESORTS INC COM USD1 | 204 | $4,000 | 0.0% | $13.62 | +17.4% | COMMON | 44107P104 |
| PDM | PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | 214 | $4,000 | 0.0% | $20.31 | — | COMMON | 720190206 |
| XLF | SELECT SECTOR SPDR TR SBI INT-FINL | 121 | $3,000 | 0.0% | $24.79 | — | COMMON | 81369Y605 |
| — | CEDAR REALTY TRUST INC COM USD.06 | 569 | $3,000 | 0.0% | $5.93 | — | COMMON | 150602209 |
| — | WASHINGTON PRIME GROUP INC COM | 351 | $3,000 | 0.0% | $9.18 | — | COMMON | 93964W108 |
| BRX | BRIXMOR PROPERTY GROUP INC COM USD.01 | 143 | $3,000 | 0.0% | $20.98 | — | COMMON | 11120U105 |
| — | SANTANDER CONSUMER USA HLDGS COM USD.01 | 138 | $3,000 | 0.0% | $15.36 | — | COMMON | 80283M101 |
| VYX | NCR CORP COM USD5 | 96 | $3,000 | 0.0% | $20.66 | -13.8% | COMMON | 62886E108 |
| OMCL | OMNICELL INC COM NPV | 36 | $3,000 | 0.0% | $49.55 | +27.1% | COMMON | 68213N109 |
| PII | POLARIS INDUSTRIES INC COM NPV | 31 | $3,000 | 0.0% | $118.72 | -5.9% | COMMON | 731068102 |
| RRX | REGAL BELOIT CORP COM NPV | 31 | $3,000 | 0.0% | $79.84 | +4.1% | COMMON | 758750103 |
| CXW | CORECIVIC INC COM USD.01 | 142 | $3,000 | 0.0% | $18.09 | +16.0% | COMMON | 21871N101 |
| — | CORENERGY INFRASTRUCTURE TR COM | 73 | $3,000 | 0.0% | $32.30 | — | COMMON | 21870U502 |
| MCHI | ISHARES TR MSCI CHINA ETF | 48 | $3,000 | 0.0% | $62.50 | — | COMMON | 46429B671 |
| SFM | SPROUTS FARMERS MARKET COM USD.001 | 81 | $2,000 | 0.0% | $21.20 | +15.8% | COMMON | 85208M102 |
| ALB | ALBEMARLE CORP COM USD1 | 23 | $2,000 | 0.0% | $119.61 | -27.0% | COMMON | 012653101 |
| IRM | IRON MOUNTAIN INC COM USD.01 | 55 | $2,000 | 0.0% | $24.34 | -2.2% | COMMON | 46284V101 |
| 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 |
| MINT | PIMCO ETF TR ENHAN SHRT MA AC | 21 | $2,000 | 0.0% | $95.24 | — | COMMON | 72201R833 |
| — | PENNSYLVANIA RE INVS TRUST COM USD1 | 249 | $2,000 | 0.0% | $7.82 | — | COMMON | 709102107 |
| — | HOSPITALITY PROPERTIES TRUST COM USD.01 | 75 | $2,000 | 0.0% | $28.80 | — | COMMON | 44106M102 |
| GEO | GEO GROUP INC COM USD.01 | 89 | $2,000 | 0.0% | $19.23 | 0.0% | COMMON | 36162J106 |
| CPB | CAMPBELL SOUP CO COM USD.3 | 50 | $2,000 | 0.0% | $33.77 | -5.6% | COMMON | 134429109 |
| CPT | CAMDEN PROPERTY TRUST COM USD.01 SBI | 26 | $2,000 | 0.0% | $69.84 | +3.5% | COMMON | 133131102 |
| NHI | NATIONAL HEALTH INVESTORS COM USD.01 | 26 | $2,000 | 0.0% | $76.92 | — | COMMON | 63633D104 |
| — | SIRIUS XM HOLDINGS INC COM USD.001 | 291 | $2,000 | 0.0% | $6.33 | — | COMMON | 82968B103 |
| OHI | OMEGA HEALTHCARE INVS INC COM USD0.1 | 75 | $2,000 | 0.0% | $26.68 | — | COMMON | 681936100 |
| TDS | TELEPHONE & DATA SYSTEMS INC COM USD1 | 61 | $2,000 | 0.0% | $27.35 | +4.4% | COMMON | 879433829 |
| — | PS BUSINESS PARKS COM USD.01 | 17 | $2,000 | 0.0% | $110.41 | — | COMMON | 69360J107 |
| ORI | OLD REPUBLIC INTL CORP COM USD1 | 93 | $2,000 | 0.0% | $11.42 | +5.2% | COMMON | 680223104 |
| NXRT | NEXPOINT RESIDENTIAL TR INC COM USD.01 | 54 | $2,000 | 0.0% | $21.95 | — | COMMON | 65341D102 |
| — | TELARIA INC COM USD.0001 | 334 | $1,000 | 0.0% | $4.17 | — | COMMON | 879181105 |
| — | TRONC INC COM USD.01 | 42 | $1,000 | 0.0% | $15.13 | — | COMMON | 89703P107 |
| — | TRINSEO SA ORD NPV | 8 | $1,000 | 0.0% | $125.00 | — | COMMON | L9340P101 |
| — | ARRIS INTERNATIONAL PLC COM USD.01 | 53 | $1,000 | 0.0% | $18.87 | — | COMMON | G0551A103 |
| DRH | DIAMONDROCK HOSPITALITY CO COM USD.01 | 89 | $1,000 | 0.0% | $11.24 | — | COMMON | 252784301 |
| — | DEAN FOODS CO COM USD.01 | 125 | $1,000 | 0.0% | $15.36 | — | COMMON | 242370203 |
| — | REALOGY HOLDINGS CORP CL A COM USD.01 | 65 | $1,000 | 0.0% | $27.74 | — | COMMON | 75605Y106 |
| OLN | OLIN CORP COM USD1 | 31 | $1,000 | 0.0% | $25.07 | -5.0% | COMMON | 680665205 |
| NAVI | NAVIENT CORP COM0.01 | 57 | $1,000 | 0.0% | $13.60 | -0.5% | COMMON | 63938C108 |
| ACN | ACCENTURE PLC CLA USD.0000225 | 3 | $1,000 | 0.0% | $140.78 | +6.0% | COMMON | G1151C101 |
| SHO | SUNSTONE HOTEL INVESTORS INC COM USD.01 | 73 | $1,000 | 0.0% | $13.70 | — | COMMON | 867892101 |
| VT | VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF | 15 | $1,000 | 0.0% | $66.67 | — | COMMON | 922042742 |
| AYI | ACUITY BRANDS INC COM USD.01 | 5 | $1,000 | 0.0% | $140.00 | 0.0% | COMMON | 00508Y102 |
| INGR | INGREDION INC COM USD.01 | 12 | $1,000 | 0.0% | $102.11 | 0.0% | COMMON | 457187102 |
| — | STAGE STORES INC COM NEW | 464 | $1,000 | 0.0% | $2.40 | — | COMMON | 85254C305 |
| — | LIFE STORAGE INC COM USD.01 | 12 | $1,000 | 0.0% | $83.33 | — | COMMON | 53223X107 |
| LMT | LOCKHEED MARTIN CORP COM USD1 | 2 | $1,000 | 0.0% | $239.26 | +10.4% | COMMON | 539830109 |
| — | UNITI GROUP INC COM USD.0001 | 49 | $1,000 | 0.0% | $20.41 | — | COMMON | 91325V108 |
| UTHR | UNITED THERAPEUTICS CORP COM USD.01 | 7 | $1,000 | 0.0% | $123.70 | -0.0% | COMMON | 91307C102 |
| WSO | WATSCO INC COM USD.5 | 8 | $1,000 | 0.0% | $176.68 | 0.0% | COMMON | 942622200 |
| — | CBL & ASSOCIATES PPTYS INC COM USD.01 | 297 | $1,000 | 0.0% | $3.37 | — | COMMON | 124830100 |
| — | CHESAPEAKE LODGING TRUST COM USD.01 | 40 | $1,000 | 0.0% | $36.25 | — | COMMON | 165240102 |
| HII | HUNTINGTON INGALLS IND INC COM USD1 | 5 | $1,000 | 0.0% | $204.31 | 0.0% | COMMON | 446413106 |
| — | OWENS-ILLINOIS INC COM USD.01 | 35 | $1,000 | 0.0% | $25.06 | — | COMMON | 690768403 |
| RLJ | RLJ LODGING TRUST COM USD.01 | 52 | $1,000 | 0.0% | $25.15 | — | COMMON | 74965L101 |
| HRB | BLOCK H & R INC COM NPV | 56 | $1,000 | 0.0% | $19.32 | -1.6% | COMMON | 093671105 |
| — | LEGG MASON INC COM USD.1 | 43 | $1,000 | 0.0% | $32.99 | — | COMMON | 524901105 |
| CLDT | CHATHAM LODGING TRUST COM USD.01 SBI | 26 | $1,000 | 0.0% | — | — | COMMON | 16208T102 |
| KE | KIMBALL ELECTRONICS INC COM NPV | 46 | $1,000 | 0.0% | $19.68 | 0.0% | COMMON | 49428J109 |
| — | BUNGE LTD COM USD.01 | 11 | $1,000 | 0.0% | $66.67 | — | COMMON | G16962105 |
| — | WESTELL TECH INC -CL A CL A COM USD.01 | 389 | $1,000 | 0.0% | $3.34 | — | COMMON | 957541204 |
| NNN | NATIONAL RETAIL PROPERTIES COM USD.01 | 24 | $1,000 | 0.0% | $41.67 | — | COMMON | 637417106 |
| PKBK | PARKE BANCORP INC COM | 8 | $0 | 0.0% | $14.20 | +14.0% | COMMON | 700885106 |
| PANW | PALO ALTO NETWORKS INC COM USD.0001 | 2 | $0 | 0.0% | $33.34 | +9.2% | COMMON | 697435105 |
| — | UNITED TECHNOLOGIES CORP COM USD5 | 3 | $0 | 0.0% | $100.87 | — | COMMON | 913017109 |
| BAX | BAXTER INTERNATIONAL INC COM USD1 | 1 | $0 | 0.0% | $39.25 | +65.4% | COMMON | 071813109 |